|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon May 14, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May12 |
120514 |
1400.00 |
1404.00 |
1373.50 |
1390.00 |
-14.00 |
283 |
712 |
-211 |
Jul12 |
120514 |
1406.00 |
1406.75 |
1376.00 |
1387.00 |
-19.00 |
109,436 |
300,520 |
-2,573 |
Aug12 |
120514 |
1394.00 |
1394.50 |
1364.25 |
1372.75 |
-20.75 |
10,080 |
40,377 |
+839 |
Sep12 |
120514 |
1351.00 |
1351.25 |
1326.75 |
1326.75 |
-24.00 |
2,015 |
17,620 |
+58 |
Nov12 |
120514 |
1324.25 |
1325.00 |
1293.50 |
1294.75 |
-26.50 |
68,213 |
242,413 |
+1,418 |
Jan13 |
120514 |
1322.25 |
1322.25 |
1293.00 |
1294.00 |
-26.75 |
7,061 |
51,457 |
+1,209 |
Mar13 |
120514 |
1295.00 |
1295.25 |
1267.50 |
1269.00 |
-24.75 |
6,697 |
61,075 |
+1,214 |
May13 |
120514 |
1270.50 |
1275.00 |
1250.00 |
1254.00 |
-18.75 |
6,827 |
32,335 |
+1,685 |
Jul13 |
120514 |
1272.75 |
1272.75 |
1253.75 |
1254.75 |
-17.00 |
6,851 |
33,294 |
+974 |
Aug13 |
120514 |
1235.75 |
1248.75 |
1235.75 |
1235.75 |
-13.00 |
7 |
151 |
+0 |
Sep13 |
120514 |
1207.50 |
1213.25 |
1194.50 |
1194.50 |
-16.50 |
31 |
231 |
+4 |
Nov13 |
120514 |
1175.00 |
1178.50 |
1155.25 |
1155.75 |
-17.50 |
2,180 |
14,748 |
+883 |
Jan14 |
120514 |
1161.25 |
1178.75 |
1161.25 |
1161.25 |
-17.50 |
0 |
160 |
+0 |
Mar14 |
120514 |
1159.25 |
1176.75 |
1159.25 |
1159.25 |
-17.50 |
0 |
3 |
+0 |
Total Volume and Open Interest |
219,686 |
795,634 |
+5,501 |
Soybean Meal(CBOT) |
May12 |
120514 |
403.00 |
411.50 |
403.00 |
406.80 |
-4.20 |
371 |
567 |
-319 |
Jul12 |
120514 |
406.80 |
409.90 |
398.40 |
403.50 |
-5.00 |
38,495 |
132,270 |
-699 |
Aug12 |
120514 |
400.30 |
402.10 |
392.20 |
394.90 |
-6.10 |
2,992 |
18,438 |
-154 |
Sep12 |
120514 |
385.00 |
386.00 |
380.60 |
380.60 |
-8.40 |
1,219 |
14,569 |
-114 |
Oct12 |
120514 |
373.70 |
376.30 |
366.10 |
366.30 |
-10.00 |
1,027 |
11,017 |
+132 |
Dec12 |
120514 |
373.10 |
373.10 |
364.00 |
364.10 |
-10.20 |
11,126 |
45,068 |
+652 |
Jan13 |
120514 |
366.80 |
369.20 |
359.70 |
359.70 |
-9.50 |
289 |
4,928 |
+58 |
Mar13 |
120514 |
351.70 |
355.20 |
347.00 |
347.30 |
-7.90 |
1,617 |
8,392 |
+791 |
May13 |
120514 |
343.70 |
347.00 |
340.00 |
340.00 |
-7.00 |
1,018 |
5,571 |
+192 |
Jul13 |
120514 |
342.00 |
346.20 |
339.50 |
339.50 |
-6.70 |
286 |
5,621 |
-19 |
Total Volume and Open Interest |
58,573 |
251,663 |
+543 |
Soybean Oil(CBOT) |
May12 |
120514 |
50.91 |
51.00 |
50.65 |
50.80 |
-1.10 |
406 |
531 |
-586 |
Jul12 |
120514 |
52.38 |
52.43 |
50.97 |
51.30 |
-0.94 |
62,441 |
192,690 |
-1,917 |
Aug12 |
120514 |
52.33 |
52.57 |
51.19 |
51.50 |
-0.95 |
13,528 |
30,079 |
+1,278 |
Sep12 |
120514 |
52.63 |
52.63 |
51.40 |
51.71 |
-0.94 |
4,866 |
19,908 |
+8 |
Oct12 |
120514 |
52.83 |
52.83 |
51.60 |
51.90 |
-0.91 |
1,679 |
10,428 |
-142 |
Dec12 |
120514 |
53.25 |
53.31 |
51.90 |
52.24 |
-0.91 |
15,747 |
85,257 |
+859 |
Jan13 |
120514 |
53.37 |
53.37 |
52.15 |
52.45 |
-0.91 |
640 |
5,613 |
+103 |
Mar13 |
120514 |
53.38 |
53.58 |
52.37 |
52.60 |
-0.91 |
664 |
15,879 |
+38 |
May13 |
120514 |
53.51 |
53.62 |
52.40 |
52.71 |
-0.91 |
743 |
8,368 |
+200 |
Jul13 |
120514 |
52.62 |
52.78 |
52.49 |
52.77 |
-0.91 |
165 |
5,326 |
-17 |
Total Volume and Open Interest |
101,031 |
380,631 |
-118 |
Canola(WCE) |
May12 |
120514 |
599.4 |
599.4 |
599.4 |
599.4 |
-13.7 |
|
|
|
Jul12 |
120514 |
607.5 |
608.2 |
590.9 |
594.4 |
-13.7 |
5,600 |
92,473 |
-981 |
Nov12 |
120514 |
561.5 |
562.5 |
549.0 |
554.8 |
-6.6 |
7,249 |
114,786 |
+283 |
Jan13 |
120514 |
556.5 |
558.8 |
553.1 |
558.1 |
-6.6 |
1,296 |
20,304 |
+244 |
Mar13 |
120514 |
563.8 |
563.8 |
556.8 |
561.5 |
-6.7 |
238 |
9,756 |
+94 |
Total Volume and Open Interest |
14,477 |
245,671 |
-310 |
Corn(CBOT) |
May12 |
120514 |
616.00 |
624.50 |
608.00 |
608.00 |
unch |
1,544 |
1,349 |
-1,168 |
Jul12 |
120514 |
582.00 |
586.75 |
576.25 |
583.00 |
+2.00 |
205,193 |
540,915 |
+5,140 |
Sep12 |
120514 |
511.50 |
521.00 |
511.25 |
514.50 |
+3.25 |
55,775 |
168,940 |
-3,491 |
Dec12 |
120514 |
505.00 |
512.75 |
503.25 |
505.50 |
+0.25 |
102,086 |
388,183 |
+4,132 |
Mar13 |
120514 |
516.25 |
523.75 |
515.00 |
517.00 |
unch |
10,989 |
59,333 |
+886 |
May13 |
120514 |
527.75 |
532.00 |
524.25 |
525.75 |
+0.25 |
2,462 |
13,604 |
+97 |
Jul13 |
120514 |
533.25 |
540.00 |
532.00 |
533.50 |
-2.50 |
6,043 |
29,812 |
+928 |
Sep13 |
120514 |
524.50 |
527.00 |
524.50 |
526.25 |
-0.50 |
248 |
1,798 |
+120 |
Dec13 |
120514 |
523.75 |
527.00 |
520.00 |
523.00 |
-1.00 |
4,247 |
38,028 |
+1,354 |
Mar14 |
120514 |
532.75 |
534.75 |
531.50 |
533.00 |
-1.75 |
12 |
648 |
+5 |
Total Volume and Open Interest |
388,948 |
1,246,913 |
+8,244 |
Wheat(CBOT) |
May12 |
120514 |
600.25 |
604.00 |
592.75 |
597.75 |
+5.00 |
365 |
804 |
-322 |
Jul12 |
120514 |
599.00 |
602.00 |
592.25 |
598.25 |
+1.25 |
51,080 |
240,467 |
+573 |
Sep12 |
120514 |
614.00 |
615.75 |
606.75 |
612.75 |
+1.00 |
11,893 |
57,944 |
-1,543 |
Dec12 |
120514 |
637.75 |
639.25 |
629.50 |
635.25 |
-0.25 |
15,905 |
105,514 |
+1,447 |
Mar13 |
120514 |
660.00 |
661.00 |
652.00 |
657.25 |
-0.25 |
1,601 |
16,038 |
+645 |
May13 |
120514 |
667.25 |
669.75 |
665.00 |
666.75 |
-0.75 |
198 |
5,901 |
+33 |
Total Volume and Open Interest |
81,802 |
441,092 |
+1,195 |
Wheat(KCBT) |
May12 |
120514 |
605.50 |
605.50 |
605.50 |
605.50 |
+4.50 |
5 |
9 |
-6 |
Jul12 |
120514 |
610.25 |
617.25 |
609.50 |
614.50 |
+4.50 |
10,682 |
85,319 |
+571 |
Sep12 |
120514 |
628.00 |
633.00 |
625.50 |
630.50 |
+4.50 |
2,884 |
22,267 |
-212 |
Dec12 |
120514 |
652.50 |
657.50 |
650.00 |
655.00 |
+4.50 |
2,684 |
24,796 |
+546 |
Mar13 |
120514 |
668.00 |
670.00 |
664.50 |
669.50 |
+4.00 |
1,445 |
6,346 |
+471 |
May13 |
120514 |
677.25 |
679.75 |
675.50 |
679.00 |
+4.00 |
263 |
3,648 |
+114 |
Total Volume and Open Interest |
18,346 |
144,118 |
+1,724 |
Wheat(MGE) |
May12 |
120514 |
741.25 |
741.25 |
741.25 |
741.25 |
unch |
30 |
49 |
-11 |
Jul12 |
120514 |
726.25 |
733.25 |
724.50 |
725.75 |
-0.50 |
2,257 |
16,227 |
+76 |
Sep12 |
120514 |
726.00 |
733.50 |
725.00 |
726.50 |
+0.50 |
729 |
10,530 |
+76 |
Dec12 |
120514 |
735.00 |
741.50 |
734.00 |
734.25 |
-0.75 |
724 |
9,694 |
+123 |
Mar13 |
120514 |
743.50 |
745.25 |
743.00 |
743.00 |
-0.50 |
108 |
1,470 |
+37 |
Total Volume and Open Interest |
3,859 |
38,158 |
+306 |
Oats(CBOT) |
May12 |
120514 |
329.50 |
332.00 |
329.50 |
329.50 |
-2.50 |
10 |
12 |
+1 |
Jul12 |
120514 |
332.25 |
332.25 |
326.00 |
328.50 |
-3.50 |
604 |
8,493 |
+154 |
Sep12 |
120514 |
333.00 |
336.25 |
333.00 |
333.00 |
-3.25 |
2 |
493 |
-2 |
Dec12 |
120514 |
339.50 |
340.75 |
334.75 |
337.50 |
-3.25 |
13 |
2,822 |
+4 |
Total Volume and Open Interest |
629 |
11,847 |
+157 |
Rough Rice(CBOT) |
May12 |
120514 |
15.48 |
15.48 |
15.48 |
15.48 |
unch |
52 |
67 |
-17 |
Jul12 |
120514 |
15.70 |
15.76 |
15.48 |
15.60 |
-0.10 |
1,044 |
11,147 |
+64 |
Sep12 |
120514 |
15.91 |
15.98 |
15.75 |
15.82 |
-0.11 |
249 |
2,543 |
+27 |
Nov12 |
120514 |
16.15 |
16.20 |
16.01 |
16.07 |
-0.10 |
32 |
254 |
+16 |
Total Volume and Open Interest |
1,397 |
14,102 |
+103 |
Live Cattle(CME) |
Jun12 |
120514 |
115.150 |
116.300 |
115.050 |
116.150 |
+1.000 |
33,989 |
102,044 |
-5,807 |
Aug12 |
120514 |
117.635 |
118.500 |
117.330 |
118.450 |
+0.750 |
25,732 |
110,944 |
+4,561 |
Oct12 |
120514 |
122.600 |
123.200 |
122.150 |
123.150 |
+0.550 |
8,002 |
70,656 |
+542 |
Dec12 |
120514 |
125.100 |
125.785 |
124.950 |
125.750 |
+0.250 |
5,511 |
37,832 |
+803 |
Feb13 |
120514 |
126.750 |
127.500 |
126.580 |
127.450 |
+0.350 |
2,369 |
14,612 |
+896 |
Apr13 |
120514 |
128.700 |
129.400 |
128.050 |
129.400 |
+0.600 |
965 |
4,671 |
+208 |
Total Volume and Open Interest |
76,637 |
342,009 |
+1,241 |
Feeder Cattle(CME) |
May12 |
120514 |
149.250 |
149.735 |
149.035 |
149.435 |
-0.265 |
2,167 |
5,620 |
-576 |
Aug12 |
120514 |
157.200 |
157.600 |
156.100 |
157.200 |
-0.285 |
4,327 |
22,290 |
+423 |
Sep12 |
120514 |
158.400 |
158.800 |
157.500 |
158.500 |
-0.130 |
1,050 |
5,478 |
+0 |
Oct12 |
120514 |
159.750 |
160.200 |
158.800 |
160.035 |
+0.035 |
1,191 |
4,835 |
+43 |
Nov12 |
120514 |
160.300 |
160.950 |
159.485 |
160.900 |
+0.325 |
286 |
2,025 |
+72 |
Jan13 |
120514 |
160.450 |
161.450 |
159.750 |
160.985 |
-0.215 |
168 |
1,659 |
+106 |
Mar13 |
120514 |
161.250 |
161.250 |
161.000 |
161.250 |
-0.500 |
10 |
94 |
-3 |
Total Volume and Open Interest |
9,199 |
42,007 |
+65 |
Lean Hogs(CME) |
May12 |
120514 |
79.535 |
79.550 |
79.225 |
79.350 |
-0.185 |
241 |
1,593 |
-43 |
Jun12 |
120514 |
85.400 |
85.885 |
84.900 |
85.385 |
+0.085 |
25,368 |
76,878 |
-4,569 |
Jul12 |
120514 |
85.200 |
85.900 |
84.950 |
85.535 |
+0.385 |
14,464 |
53,647 |
+5,252 |
Aug12 |
120514 |
85.850 |
86.350 |
85.400 |
85.750 |
+0.100 |
7,614 |
36,511 |
+1,259 |
Oct12 |
120514 |
79.450 |
79.600 |
78.550 |
78.680 |
-0.470 |
7,410 |
45,808 |
+1,276 |
Dec12 |
120514 |
76.850 |
76.900 |
76.300 |
76.450 |
-0.130 |
3,381 |
34,301 |
+389 |
Feb13 |
120514 |
78.225 |
78.350 |
77.850 |
78.050 |
-0.030 |
1,319 |
12,648 |
+515 |
Apr13 |
120514 |
79.900 |
79.900 |
79.475 |
79.500 |
-0.400 |
559 |
7,733 |
+217 |
Total Volume and Open Interest |
60,614 |
272,868 |
+4,454 |
Class III Milk(CME) |
May12 |
120514 |
15.28 |
15.29 |
15.24 |
15.24 |
-0.02 |
199 |
4,852 |
-60 |
Jun12 |
120514 |
14.90 |
15.08 |
14.66 |
14.70 |
-0.19 |
285 |
4,663 |
+21 |
Jul12 |
120514 |
14.95 |
15.07 |
14.59 |
14.67 |
-0.22 |
171 |
3,318 |
+25 |
Aug12 |
120514 |
15.29 |
15.39 |
15.08 |
15.13 |
-0.09 |
47 |
3,098 |
+22 |
Sep12 |
120514 |
15.69 |
15.69 |
15.53 |
15.54 |
-0.01 |
47 |
2,749 |
+2 |
Total Volume and Open Interest |
876 |
26,513 |
+76 |
Cocoa(ICE) |
May12 |
120514 |
2339 |
2343 |
2321 |
2321 |
-51 |
33 |
535 |
-34 |
Jul12 |
120514 |
2303 |
2303 |
2220 |
2261 |
-58 |
8,246 |
77,389 |
-769 |
Sep12 |
120514 |
2301 |
2301 |
2232 |
2271 |
-57 |
3,074 |
33,814 |
+83 |
Dec12 |
120514 |
2300 |
2309 |
2250 |
2280 |
-57 |
1,562 |
23,579 |
+240 |
Mar13 |
120514 |
2301 |
2313 |
2276 |
2283 |
-57 |
784 |
28,672 |
+185 |
May13 |
120514 |
2307 |
2311 |
2264 |
2289 |
-57 |
431 |
8,466 |
+188 |
Jul13 |
120514 |
2316 |
2320 |
2275 |
2300 |
-56 |
1 |
2,311 |
+0 |
Total Volume and Open Interest |
14,139 |
180,075 |
-100 |
Coffee "C"(ICE) |
May12 |
120514 |
173.70 |
177.40 |
173.60 |
177.40 |
+0.85 |
16 |
27 |
-16 |
Jul12 |
120514 |
176.70 |
178.30 |
173.90 |
177.95 |
+0.80 |
11,269 |
73,800 |
-936 |
Sep12 |
120514 |
178.90 |
180.50 |
176.30 |
180.25 |
+0.85 |
3,386 |
32,605 |
+132 |
Dec12 |
120514 |
182.35 |
183.95 |
179.90 |
183.85 |
+0.80 |
1,975 |
24,506 |
+285 |
Mar13 |
120514 |
186.90 |
187.75 |
184.10 |
187.75 |
+0.75 |
193 |
8,133 |
-56 |
May13 |
120514 |
187.35 |
190.40 |
186.75 |
190.40 |
+0.80 |
35 |
3,476 |
+16 |
Total Volume and Open Interest |
16,900 |
146,143 |
-574 |
Orange Juice(ICE) |
Jul12 |
120514 |
121.95 |
123.80 |
115.00 |
116.60 |
-5.95 |
1,040 |
14,322 |
-110 |
Sep12 |
120514 |
124.75 |
124.75 |
117.20 |
118.60 |
-5.95 |
178 |
2,146 |
-35 |
Nov12 |
120514 |
122.00 |
122.00 |
119.00 |
120.45 |
-5.80 |
20 |
3,795 |
-6 |
Jan13 |
120514 |
124.00 |
124.00 |
121.35 |
122.55 |
-5.55 |
10 |
642 |
-1 |
Mar13 |
120514 |
126.00 |
126.00 |
125.00 |
125.95 |
-4.00 |
3 |
906 |
+3 |
May13 |
120514 |
127.50 |
128.20 |
127.00 |
128.20 |
-3.45 |
0 |
22 |
+0 |
Total Volume and Open Interest |
1,251 |
21,835 |
-335 |
Sugar #11(ICE) |
Jul12 |
120514 |
20.18 |
20.29 |
20.07 |
20.27 |
+0.05 |
41,098 |
326,272 |
-3,559 |
Oct12 |
120514 |
20.59 |
20.66 |
20.50 |
20.65 |
+0.03 |
18,484 |
166,476 |
+677 |
Mar13 |
120514 |
21.56 |
21.58 |
21.45 |
21.55 |
+0.01 |
10,024 |
116,492 |
+885 |
May13 |
120514 |
21.61 |
21.65 |
21.53 |
21.62 |
-0.01 |
1,539 |
28,833 |
+101 |
Jul13 |
120514 |
21.70 |
21.73 |
21.60 |
21.71 |
+0.01 |
848 |
28,394 |
+95 |
Oct13 |
120514 |
21.89 |
21.91 |
21.79 |
21.90 |
+0.02 |
303 |
23,258 |
-39 |
Mar14 |
120514 |
22.16 |
22.22 |
22.12 |
22.22 |
+0.04 |
190 |
19,015 |
-8 |
May14 |
120514 |
21.93 |
22.00 |
21.90 |
22.00 |
+0.04 |
310 |
4,952 |
-58 |
Total Volume and Open Interest |
73,217 |
721,425 |
-1,815 |
London Cocoa(LCE) |
May12 |
120514 |
1530 |
1538 |
1520 |
1526 |
-24 |
2,887 |
17,218 |
-3,569 |
Jul12 |
120514 |
1520 |
1528 |
1502 |
1504 |
-35 |
5,676 |
64,598 |
+786 |
Sep12 |
120514 |
1514 |
1520 |
1495 |
1497 |
-33 |
3,091 |
30,047 |
+166 |
Dec12 |
120514 |
1501 |
1507 |
1480 |
1483 |
-34 |
1,002 |
32,512 |
+525 |
Mar13 |
120514 |
1481 |
1484 |
1459 |
1460 |
-33 |
515 |
35,124 |
+984 |
May13 |
120514 |
1479 |
1479 |
1458 |
1458 |
-33 |
491 |
10,057 |
+56 |
Jul13 |
120514 |
1485 |
1485 |
1463 |
1463 |
-32 |
53 |
4,657 |
+0 |
Total Volume and Open Interest |
13,740 |
199,159 |
-1,052 |
London Sugar(LCE) |
Aug12 |
120514 |
554.60 |
558.10 |
553.10 |
557.10 |
+1.30 |
1,863 |
31,218 |
-230 |
Oct12 |
120514 |
548.50 |
550.30 |
546.10 |
549.30 |
+0.30 |
593 |
14,925 |
+135 |
Dec12 |
120514 |
558.60 |
560.20 |
556.10 |
559.50 |
+0.60 |
243 |
5,659 |
+78 |
Mar13 |
120514 |
566.70 |
568.80 |
565.00 |
568.10 |
+0.90 |
180 |
6,409 |
-90 |
May13 |
120514 |
572.00 |
575.10 |
572.00 |
574.20 |
+0.70 |
52 |
923 |
+5 |
Total Volume and Open Interest |
2,972 |
60,378 |
+36 |
Cotton(ICE) |
Jul12 |
120514 |
78.77 |
79.90 |
77.85 |
78.82 |
-0.15 |
28,100 |
101,981 |
+196 |
Oct12 |
120514 |
78.72 |
78.72 |
78.72 |
78.72 |
+0.24 |
22 |
149 |
+5 |
Dec12 |
120514 |
76.37 |
77.40 |
75.40 |
76.70 |
+0.36 |
9,164 |
75,039 |
+1,239 |
Mar13 |
120514 |
77.10 |
78.51 |
76.80 |
77.85 |
+0.27 |
826 |
5,358 |
+123 |
May13 |
120514 |
78.56 |
79.31 |
77.73 |
78.85 |
+0.14 |
121 |
1,862 |
+8 |
Jul13 |
120514 |
79.42 |
80.00 |
78.87 |
79.56 |
+0.01 |
185 |
3,150 |
-87 |
Total Volume and Open Interest |
38,472 |
188,296 |
+1,491 |
Lumber(CME) |
May12 |
120514 |
304.9 |
304.9 |
293.8 |
302.4 |
-0.1 |
89 |
128 |
-31 |
Jul12 |
120514 |
286.3 |
287.7 |
284.3 |
285.1 |
unch |
407 |
5,602 |
+9 |
Sep12 |
120514 |
292.3 |
293.5 |
290.3 |
291.5 |
+0.5 |
210 |
2,081 |
+82 |
Nov12 |
120514 |
288.8 |
289.8 |
288.0 |
288.4 |
-0.6 |
23 |
946 |
+4 |
Total Volume and Open Interest |
735 |
9,019 |
+69 |
Crude Oil(NYM) |
Jun12 |
120514 |
95.79 |
95.83 |
93.65 |
94.78 |
-1.35 |
282,314 |
179,467 |
-22,492 |
Jul12 |
120514 |
96.22 |
96.22 |
94.02 |
95.13 |
-1.36 |
101,288 |
249,394 |
+14,858 |
Aug12 |
120514 |
96.21 |
96.41 |
94.39 |
95.39 |
-1.36 |
42,783 |
103,464 |
-2,112 |
Sep12 |
120514 |
96.54 |
96.70 |
94.61 |
95.67 |
-1.35 |
27,620 |
79,095 |
-3,975 |
Oct12 |
120514 |
96.59 |
96.60 |
94.97 |
95.92 |
-1.35 |
15,951 |
48,239 |
-3,234 |
Nov12 |
120514 |
96.78 |
97.09 |
95.15 |
96.11 |
-1.34 |
8,574 |
39,842 |
-1,162 |
Dec12 |
120514 |
97.00 |
97.33 |
95.28 |
96.29 |
-1.32 |
36,499 |
183,392 |
+357 |
Jan13 |
120514 |
96.92 |
97.41 |
95.56 |
96.46 |
-1.30 |
4,050 |
49,218 |
+106 |
Feb13 |
120514 |
96.19 |
96.71 |
95.96 |
96.54 |
-1.30 |
3,816 |
27,795 |
+865 |
Mar13 |
120514 |
95.90 |
96.50 |
95.90 |
96.50 |
-1.28 |
3,903 |
37,038 |
+104 |
Apr13 |
120514 |
95.75 |
96.33 |
95.75 |
96.33 |
-1.25 |
2,342 |
19,152 |
+0 |
May13 |
120514 |
95.55 |
96.10 |
95.55 |
96.10 |
-1.21 |
1,315 |
16,590 |
+115 |
Jun13 |
120514 |
96.73 |
96.73 |
94.87 |
95.82 |
-1.17 |
7,352 |
72,336 |
+324 |
Jul13 |
120514 |
95.50 |
95.50 |
95.50 |
95.50 |
-1.14 |
244 |
17,176 |
+18 |
Aug13 |
120514 |
95.17 |
95.17 |
95.17 |
95.17 |
-1.12 |
170 |
9,810 |
-10 |
Sep13 |
120514 |
94.86 |
94.86 |
94.86 |
94.86 |
-1.10 |
359 |
24,301 |
+42 |
Total Volume and Open Interest |
568,617 |
1,556,759 |
-16,864 |
e-miNY Crude Oil(NYM) |
May12 |
120419 |
102.750 |
103.200 |
101.700 |
102.275 |
-0.400 |
4,575 |
1,257 |
-170 |
Jun12 |
120514 |
95.700 |
95.800 |
93.650 |
94.775 |
-1.350 |
7,532 |
2,122 |
-162 |
Jul12 |
120514 |
95.600 |
96.075 |
94.100 |
95.125 |
-1.375 |
327 |
596 |
+133 |
Aug12 |
120514 |
96.000 |
96.050 |
94.675 |
95.400 |
-1.350 |
31 |
79 |
+9 |
Sep12 |
120514 |
94.875 |
95.675 |
94.875 |
95.675 |
-1.350 |
12 |
46 |
+4 |
Oct12 |
120514 |
95.275 |
95.925 |
95.275 |
95.925 |
-1.350 |
0 |
20 |
+0 |
Nov12 |
120514 |
96.100 |
96.100 |
96.100 |
96.100 |
-1.350 |
0 |
2 |
+0 |
Dec12 |
120514 |
97.000 |
97.000 |
95.575 |
96.300 |
-1.300 |
2 |
270 |
+1 |
Jan13 |
120514 |
96.450 |
96.450 |
96.450 |
96.450 |
-1.300 |
0 |
9 |
+0 |
Feb13 |
120514 |
96.550 |
96.550 |
96.550 |
96.550 |
-1.300 |
0 |
75 |
+0 |
Total Volume and Open Interest |
7,904 |
3,405 |
-15 |
Heating Oil(NYM) |
Jun12 |
120514 |
296.36 |
296.36 |
291.40 |
292.95 |
-3.41 |
48,175 |
78,535 |
-3,571 |
Jul12 |
120514 |
295.86 |
296.00 |
291.97 |
293.59 |
-3.19 |
24,732 |
57,823 |
+814 |
Aug12 |
120514 |
296.41 |
296.49 |
292.56 |
294.31 |
-3.03 |
10,909 |
34,419 |
+796 |
Sep12 |
120514 |
296.99 |
296.99 |
293.27 |
295.12 |
-2.90 |
8,165 |
30,556 |
-427 |
Oct12 |
120514 |
296.75 |
296.75 |
294.00 |
295.86 |
-2.85 |
2,987 |
12,851 |
-411 |
Nov12 |
120514 |
297.96 |
298.30 |
295.00 |
296.60 |
-2.75 |
2,607 |
9,530 |
+262 |
Dec12 |
120514 |
298.00 |
298.02 |
295.33 |
297.30 |
-2.57 |
7,610 |
45,328 |
+526 |
Jan13 |
120514 |
296.00 |
298.25 |
296.00 |
297.89 |
-2.45 |
872 |
8,950 |
+211 |
Feb13 |
120514 |
296.70 |
297.70 |
296.01 |
297.70 |
-2.40 |
378 |
2,752 |
-55 |
Mar13 |
120514 |
296.10 |
297.01 |
296.10 |
297.01 |
-2.37 |
618 |
5,835 |
+116 |
Apr13 |
120514 |
296.50 |
296.72 |
294.75 |
296.02 |
-2.42 |
334 |
13,920 |
-54 |
May13 |
120514 |
298.22 |
298.72 |
297.72 |
298.72 |
-2.37 |
4 |
4,291 |
+1 |
Total Volume and Open Interest |
107,402 |
306,369 |
-1,792 |
Gasoline(NYMEX) |
Jun12 |
120514 |
299.80 |
300.37 |
294.32 |
295.90 |
-4.18 |
65,031 |
87,319 |
-2,674 |
Jul12 |
120514 |
293.00 |
293.14 |
288.30 |
290.16 |
-3.15 |
47,858 |
78,612 |
+2,372 |
Aug12 |
120514 |
287.86 |
288.23 |
283.42 |
285.66 |
-2.71 |
21,449 |
31,864 |
-2,045 |
Sep12 |
120514 |
282.45 |
282.45 |
279.36 |
281.65 |
-2.47 |
11,019 |
30,875 |
+239 |
Oct12 |
120514 |
265.65 |
267.81 |
265.12 |
267.36 |
-2.58 |
4,595 |
21,399 |
+391 |
Nov12 |
120514 |
266.09 |
266.18 |
261.57 |
264.03 |
-2.65 |
2,099 |
9,626 |
+83 |
Dec12 |
120514 |
264.39 |
264.39 |
260.12 |
262.42 |
-2.60 |
2,393 |
27,476 |
-61 |
Jan13 |
120514 |
261.91 |
261.91 |
260.65 |
261.91 |
-2.60 |
197 |
7,563 |
-15 |
Feb13 |
120514 |
262.66 |
262.66 |
262.66 |
262.66 |
-2.56 |
137 |
3,269 |
-91 |
Mar13 |
120514 |
264.04 |
264.04 |
264.04 |
264.04 |
-2.58 |
136 |
2,082 |
-55 |
Total Volume and Open Interest |
154,997 |
311,573 |
-1,846 |
e-miNY RBOB Gasoline(NYM) |
Jun12 |
120514 |
295.90 |
295.90 |
295.90 |
295.90 |
-4.20 |
|
|
|
Jul12 |
120514 |
290.20 |
290.20 |
290.16 |
290.20 |
-3.10 |
|
|
|
Aug12 |
120514 |
285.70 |
285.70 |
285.66 |
285.70 |
-2.70 |
|
|
|
Sep12 |
120514 |
281.70 |
281.70 |
281.65 |
281.70 |
-2.40 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
Jun12 |
120514 |
2.493 |
2.520 |
2.414 |
2.431 |
-0.078 |
195,701 |
166,161 |
+2,089 |
Jul12 |
120514 |
2.572 |
2.603 |
2.491 |
2.505 |
-0.084 |
69,955 |
222,270 |
-214 |
Aug12 |
120514 |
2.630 |
2.657 |
2.550 |
2.562 |
-0.079 |
40,616 |
103,677 |
+5,067 |
Sep12 |
120514 |
2.662 |
2.688 |
2.583 |
2.597 |
-0.075 |
39,954 |
129,446 |
-1,304 |
Oct12 |
120514 |
2.747 |
2.767 |
2.664 |
2.675 |
-0.076 |
42,606 |
133,692 |
-3,391 |
Nov12 |
120514 |
3.020 |
3.033 |
2.931 |
2.947 |
-0.070 |
26,098 |
72,375 |
+2,593 |
Dec12 |
120514 |
3.356 |
3.381 |
3.274 |
3.288 |
-0.070 |
16,882 |
58,586 |
-681 |
Jan13 |
120514 |
3.486 |
3.530 |
3.426 |
3.442 |
-0.068 |
16,183 |
76,758 |
-1,538 |
Feb13 |
120514 |
3.529 |
3.538 |
3.441 |
3.457 |
-0.067 |
2,305 |
20,971 |
+131 |
Mar13 |
120514 |
3.479 |
3.518 |
3.427 |
3.443 |
-0.064 |
4,421 |
33,813 |
+254 |
Apr13 |
120514 |
3.490 |
3.501 |
3.408 |
3.426 |
-0.063 |
5,835 |
53,585 |
-61 |
May13 |
120514 |
3.528 |
3.534 |
3.449 |
3.463 |
-0.062 |
784 |
14,276 |
+72 |
Jun13 |
120514 |
3.590 |
3.590 |
3.495 |
3.513 |
-0.060 |
728 |
6,111 |
+142 |
Jul13 |
120514 |
3.580 |
3.627 |
3.544 |
3.562 |
-0.059 |
546 |
6,309 |
-11 |
Aug13 |
120514 |
3.596 |
3.596 |
3.564 |
3.580 |
-0.059 |
291 |
6,165 |
+66 |
Sep13 |
120514 |
3.603 |
3.643 |
3.566 |
3.583 |
-0.059 |
227 |
6,169 |
+42 |
Total Volume and Open Interest |
472,346 |
1,233,393 |
+7,624 |
Brent Crude Oil(ICE) |
Jun12 |
120514 |
112.07 |
112.07 |
110.04 |
111.57 |
-0.69 |
209,708 |
157,550 |
-17,764 |
Jul12 |
120514 |
111.55 |
111.55 |
109.55 |
111.00 |
-0.77 |
156,204 |
252,690 |
+10,067 |
Aug12 |
120514 |
111.10 |
111.10 |
109.13 |
110.48 |
-0.83 |
68,413 |
153,650 |
+5,983 |
Sep12 |
120514 |
110.55 |
110.57 |
108.59 |
109.93 |
-0.88 |
34,695 |
103,288 |
+1,079 |
Oct12 |
120514 |
110.02 |
110.02 |
108.08 |
109.34 |
-0.92 |
23,647 |
85,453 |
-1,656 |
Nov12 |
120514 |
109.65 |
109.65 |
107.76 |
108.92 |
-0.95 |
17,454 |
55,192 |
+2,730 |
Dec12 |
120514 |
109.12 |
109.23 |
107.25 |
108.49 |
-0.96 |
54,610 |
125,730 |
+2,037 |
Jan13 |
120514 |
108.73 |
108.73 |
107.02 |
108.10 |
-0.96 |
7,115 |
20,474 |
+1,021 |
Feb13 |
120514 |
107.74 |
107.78 |
106.77 |
107.73 |
-0.96 |
4,259 |
13,299 |
+236 |
Mar13 |
120514 |
107.00 |
107.37 |
106.40 |
107.37 |
-0.95 |
5,537 |
17,142 |
-310 |
Apr13 |
120514 |
106.40 |
107.00 |
106.40 |
107.00 |
-0.93 |
2,423 |
9,881 |
+41 |
May13 |
120514 |
106.50 |
106.57 |
106.50 |
106.57 |
-0.90 |
1,440 |
11,391 |
+524 |
Jun13 |
120514 |
106.65 |
106.65 |
105.01 |
106.13 |
-0.86 |
6,366 |
39,602 |
+1,001 |
Jul13 |
120514 |
105.72 |
105.72 |
105.72 |
105.72 |
-0.82 |
181 |
7,290 |
+40 |
Total Volume and Open Interest |
622,542 |
1,299,831 |
+8,158 |
Gas Oil(ICE) |
Jun12 |
120514 |
943.25 |
943.50 |
929.50 |
934.00 |
-16.75 |
115,172 |
149,225 |
+17,818 |
Jul12 |
120514 |
939.75 |
939.75 |
926.75 |
931.25 |
-16.00 |
96,369 |
87,874 |
+9,876 |
Aug12 |
120514 |
937.50 |
938.50 |
925.50 |
930.25 |
-15.50 |
46,185 |
55,913 |
+3,709 |
Sep12 |
120514 |
937.25 |
938.00 |
925.00 |
930.25 |
-15.50 |
23,715 |
52,767 |
+2,340 |
Oct12 |
120514 |
933.00 |
934.00 |
924.75 |
930.25 |
-15.25 |
10,135 |
24,740 |
+1,899 |
Nov12 |
120514 |
933.75 |
933.75 |
925.00 |
929.50 |
-15.00 |
5,165 |
17,845 |
-176 |
Dec12 |
120514 |
935.75 |
935.75 |
923.00 |
928.75 |
-14.75 |
20,812 |
59,215 |
+314 |
Jan13 |
120514 |
928.25 |
929.50 |
926.00 |
928.75 |
-14.25 |
1,621 |
20,486 |
+97 |
Feb13 |
120514 |
934.00 |
934.00 |
925.50 |
928.25 |
-13.75 |
1,308 |
10,360 |
+18 |
Mar13 |
120514 |
930.00 |
930.00 |
924.00 |
927.25 |
-13.00 |
1,544 |
9,727 |
+81 |
Total Volume and Open Interest |
212,729 |
417,200 |
-126,102 |
Ethanol(CBOT) |
May12 |
120503 |
2.185 |
2.190 |
2.181 |
2.181 |
+0.006 |
15 |
195 |
-11 |
Jun12 |
120514 |
2.115 |
2.116 |
2.096 |
2.103 |
-0.005 |
210 |
963 |
-2 |
Jul12 |
120514 |
2.118 |
2.124 |
2.105 |
2.110 |
-0.004 |
590 |
1,331 |
-81 |
Aug12 |
120514 |
2.097 |
2.107 |
2.086 |
2.092 |
-0.003 |
179 |
2,555 |
+50 |
Sep12 |
120514 |
2.038 |
2.038 |
2.012 |
2.020 |
-0.004 |
500 |
1,373 |
+61 |
Oct12 |
120514 |
1.967 |
1.967 |
1.951 |
1.957 |
+0.003 |
166 |
1,589 |
-20 |
Nov12 |
120514 |
1.930 |
1.934 |
1.913 |
1.917 |
-0.001 |
286 |
1,610 |
+137 |
Dec12 |
120514 |
1.920 |
1.924 |
1.903 |
1.905 |
-0.004 |
189 |
1,180 |
+119 |
Total Volume and Open Interest |
2,206 |
12,442 |
+314 |
WTI Crude Oil(ICE) |
Jun12 |
120514 |
95.56 |
95.85 |
93.65 |
94.78 |
-1.35 |
62,080 |
57,847 |
-5,629 |
Jul12 |
120514 |
96.00 |
96.20 |
94.09 |
95.13 |
-1.36 |
32,235 |
59,118 |
+4,396 |
Aug12 |
120514 |
96.33 |
96.41 |
94.40 |
95.39 |
-1.36 |
9,684 |
34,499 |
+586 |
Sep12 |
120514 |
96.19 |
96.48 |
94.60 |
95.67 |
-1.35 |
5,809 |
25,252 |
+18 |
Oct12 |
120514 |
96.80 |
96.80 |
95.17 |
95.92 |
-1.35 |
2,575 |
14,371 |
-271 |
Nov12 |
120514 |
96.95 |
97.00 |
95.27 |
96.11 |
-1.34 |
1,799 |
13,749 |
+104 |
Dec12 |
120514 |
97.03 |
97.27 |
95.47 |
96.29 |
-1.32 |
7,745 |
79,353 |
+451 |
Jan13 |
120514 |
96.46 |
96.46 |
96.46 |
96.46 |
-1.30 |
968 |
12,915 |
+8 |
Feb13 |
120514 |
96.54 |
96.54 |
96.54 |
96.54 |
-1.30 |
1,075 |
8,467 |
+196 |
Mar13 |
120514 |
96.50 |
96.50 |
96.50 |
96.50 |
-1.28 |
509 |
4,805 |
+50 |
Apr13 |
120514 |
96.33 |
96.33 |
96.33 |
96.33 |
-1.25 |
814 |
2,424 |
+412 |
May13 |
120514 |
95.95 |
96.10 |
95.95 |
96.10 |
-1.21 |
204 |
1,831 |
+20 |
Jun13 |
120514 |
95.70 |
95.82 |
95.70 |
95.82 |
-1.17 |
1,261 |
19,813 |
+528 |
Jul13 |
120514 |
95.50 |
95.50 |
95.50 |
95.50 |
-1.14 |
11 |
1,532 |
+0 |
Aug13 |
120514 |
95.17 |
95.17 |
95.17 |
95.17 |
-1.12 |
10 |
2,374 |
+0 |
Sep13 |
120514 |
94.86 |
94.86 |
94.86 |
94.86 |
-1.10 |
7 |
6,061 |
-7 |
Total Volume and Open Interest |
136,950 |
464,064 |
-1,637 |
US Dollar Index(ICE) |
Jun12 |
120514 |
80.560 |
80.860 |
80.490 |
80.747 |
+0.342 |
28,158 |
47,383 |
+878 |
Sep12 |
120514 |
80.760 |
81.190 |
80.760 |
81.073 |
+0.318 |
15 |
1,112 |
-13 |
Dec12 |
120514 |
81.423 |
81.423 |
81.423 |
81.423 |
+0.317 |
0 |
1 |
+0 |
Total Volume and Open Interest |
28,173 |
48,496 |
+865 |
Australian Dollar(CME) |
Jun12 |
120514 |
99.69 |
100.01 |
99.21 |
99.34 |
-0.56 |
146,931 |
147,129 |
-1,895 |
Sep12 |
120514 |
99.00 |
99.07 |
98.48 |
98.53 |
-0.54 |
80 |
624 |
+25 |
Dec12 |
120514 |
97.90 |
97.91 |
97.83 |
97.83 |
-0.52 |
0 |
14 |
+0 |
Total Volume and Open Interest |
147,011 |
147,769 |
-1,870 |
British Pound(CME) |
Jun12 |
120514 |
160.66 |
161.21 |
160.47 |
161.01 |
+0.34 |
120,240 |
206,570 |
+8,160 |
Sep12 |
120514 |
160.40 |
160.95 |
160.40 |
160.92 |
+0.34 |
59 |
277 |
+23 |
Dec12 |
120514 |
160.82 |
160.82 |
160.48 |
160.82 |
+0.34 |
9 |
53 |
+9 |
Total Volume and Open Interest |
120,316 |
206,902 |
+8,192 |
Canadian Dollar(CME) |
Jun12 |
120514 |
99.77 |
99.99 |
99.39 |
99.63 |
-0.27 |
81,848 |
136,367 |
-1,815 |
Sep12 |
120514 |
99.55 |
99.69 |
99.20 |
99.43 |
-0.26 |
168 |
3,116 |
-30 |
Dec12 |
120514 |
99.07 |
99.47 |
99.01 |
99.20 |
-0.27 |
93 |
4,304 |
+2 |
Mar13 |
120514 |
99.04 |
99.22 |
98.98 |
98.98 |
-0.24 |
7 |
182 |
+2 |
Total Volume and Open Interest |
82,121 |
144,246 |
-1,843 |
Japanese Yen(CME) |
Jun12 |
120514 |
125.15 |
125.53 |
124.75 |
125.25 |
+0.02 |
76,627 |
140,145 |
-1,613 |
Sep12 |
120514 |
125.11 |
125.60 |
124.91 |
125.39 |
+0.03 |
93 |
893 |
+17 |
Dec12 |
120514 |
125.57 |
125.96 |
125.14 |
125.61 |
+0.04 |
8 |
101 |
+0 |
Total Volume and Open Interest |
76,728 |
141,158 |
-1,596 |
Swiss Franc(CME) |
Jun12 |
120514 |
107.45 |
107.61 |
106.79 |
106.97 |
-0.64 |
48,630 |
55,870 |
+5,677 |
Sep12 |
120514 |
107.33 |
107.76 |
107.05 |
107.13 |
-0.63 |
7 |
200 |
+5 |
Dec12 |
120514 |
107.36 |
107.97 |
107.36 |
107.36 |
-0.61 |
0 |
3 |
+0 |
Total Volume and Open Interest |
48,637 |
56,076 |
+5,682 |
EuroFX(CME) |
Jun12 |
120514 |
128.85 |
129.24 |
128.23 |
128.45 |
-0.79 |
253,654 |
340,307 |
+11,319 |
Sep12 |
120514 |
129.00 |
129.34 |
128.38 |
128.57 |
-0.77 |
400 |
1,895 |
+78 |
Dec12 |
120514 |
128.88 |
129.50 |
128.42 |
128.74 |
-0.76 |
5 |
410 |
+0 |
Total Volume and Open Interest |
254,062 |
342,631 |
+11,398 |
Mexican Peso(CME) |
May12 |
120514 |
730.5 |
730.5 |
730.5 |
730.5 |
-7.0 |
|
|
|
Jun12 |
120514 |
733.8 |
735.8 |
725.0 |
729.0 |
-6.5 |
56,307 |
157,768 |
+1,340 |
Total Volume and Open Interest |
60,413 |
164,376 |
+5,383 |
Brazilian Real(CME) |
Jun12 |
120514 |
501.80 |
501.80 |
496.75 |
500.55 |
-9.30 |
384 |
5,572 |
+243 |
Jul12 |
120514 |
498.60 |
498.60 |
494.20 |
497.90 |
-9.45 |
20 |
50 |
+20 |
Aug12 |
120514 |
494.85 |
504.20 |
494.85 |
494.85 |
-9.35 |
3 |
0 |
-3 |
Sep12 |
120514 |
491.75 |
501.05 |
491.75 |
491.75 |
-9.30 |
0 |
26 |
+0 |
Total Volume and Open Interest |
407 |
19,216 |
+260 |
30-Year T-Bonds(CBOT) |
Jun12 |
120514 |
145~060 |
146~180 |
145~040 |
146~030 |
+0~310 |
417,092 |
623,569 |
+5,965 |
Sep12 |
120514 |
144~160 |
145~290 |
144~130 |
145~130 |
+1~000 |
1,624 |
3,352 |
-202 |
Dec12 |
120514 |
145~000 |
145~310 |
144~170 |
145~170 |
+1~000 |
28 |
133 |
+16 |
Total Volume and Open Interest |
418,744 |
627,054 |
+5,779 |
10-Year T-Notes(CBOT) |
Jun12 |
120514 |
133~040 |
133~195 |
133~030 |
133~135 |
+0~110 |
1,178,319 |
1,865,633 |
+4,158 |
Sep12 |
120514 |
132~020 |
132~160 |
131~315 |
132~115 |
+0~120 |
3,806 |
36,199 |
+2,189 |
Dec12 |
120514 |
131~165 |
131~165 |
131~045 |
131~165 |
+0~120 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,182,125 |
1,901,833 |
+6,347 |
5-Year T-Notes(CBOT) |
Jun12 |
120514 |
124~016 |
124~040 |
124~016 |
124~030 |
+0~013 |
490,889 |
1,389,656 |
+8,648 |
Sep12 |
120514 |
123~112 |
123~122 |
123~100 |
123~115 |
+0~015 |
648 |
18,728 |
+390 |
Dec12 |
120514 |
123~011 |
123~011 |
122~124 |
123~011 |
+0~015 |
|
|
|
Total Volume and Open Interest |
491,537 |
1,408,384 |
+9,038 |
2 Year T-Notes(CBOT) |
Jun12 |
120514 |
110~035 |
110~037 |
110~033 |
110~034 |
-0~001 |
151,711 |
973,787 |
-4,322 |
Sep12 |
120514 |
110~022 |
110~023 |
110~022 |
110~022 |
unch |
111 |
8,880 |
+29 |
Dec12 |
120514 |
109~088 |
109~088 |
109~088 |
109~088 |
unch |
|
|
|
Total Volume and Open Interest |
151,822 |
982,667 |
-4,293 |
Eurodollars(CME) |
Jun12 |
120514 |
99.497 |
99.503 |
99.482 |
99.495 |
-0.005 |
167,289 |
964,707 |
-20,285 |
Sep12 |
120514 |
99.420 |
99.425 |
99.365 |
99.385 |
-0.040 |
261,833 |
956,463 |
-18,046 |
Dec12 |
120514 |
99.395 |
99.400 |
99.340 |
99.360 |
-0.040 |
209,397 |
1,000,268 |
-18,201 |
Mar13 |
120514 |
99.395 |
99.395 |
99.335 |
99.355 |
-0.040 |
175,445 |
716,113 |
+7,641 |
Jun13 |
120514 |
99.380 |
99.385 |
99.325 |
99.340 |
-0.045 |
161,687 |
710,916 |
+11 |
Sep13 |
120514 |
99.360 |
99.365 |
99.310 |
99.320 |
-0.045 |
150,460 |
687,930 |
+16,555 |
Dec13 |
120514 |
99.330 |
99.330 |
99.275 |
99.285 |
-0.045 |
154,916 |
647,749 |
-12,175 |
Mar14 |
120514 |
99.275 |
99.290 |
99.240 |
99.250 |
-0.040 |
123,981 |
650,506 |
-5,855 |
Jun14 |
120514 |
99.210 |
99.225 |
99.175 |
99.185 |
-0.030 |
93,989 |
478,453 |
-1,078 |
Sep14 |
120514 |
99.120 |
99.145 |
99.095 |
99.105 |
-0.015 |
69,382 |
382,718 |
-3,064 |
Dec14 |
120514 |
99.000 |
99.030 |
98.985 |
98.995 |
unch |
96,934 |
314,965 |
-9,157 |
Mar15 |
120514 |
98.875 |
98.915 |
98.870 |
98.885 |
+0.020 |
70,786 |
270,306 |
-821 |
Jun15 |
120514 |
0.416 |
0.466 |
0.411 |
0.441 |
+0.030 |
74,683 |
267,212 |
+819 |
Sep15 |
120514 |
0.256 |
0.321 |
0.256 |
0.296 |
+0.045 |
53,369 |
197,726 |
+5,773 |
Dec15 |
120514 |
0.091 |
0.161 |
0.086 |
0.141 |
+0.055 |
56,390 |
180,677 |
+204 |
Mar16 |
120514 |
6.505 |
0.021 |
6.500 |
0.001 |
-6.494 |
35,115 |
108,485 |
-3,438 |
Jun16 |
120514 |
6.350 |
6.420 |
6.345 |
6.400 |
+0.060 |
19,757 |
112,302 |
+734 |
Sep16 |
120514 |
6.205 |
6.270 |
6.205 |
6.250 |
+0.065 |
16,483 |
86,179 |
-230 |
Total Volume and Open Interest |
2,033,891 |
9,023,426 |
-62,415 |
30 Day Federal Funds(CBOT) |
May12 |
120514 |
99.845 |
99.845 |
99.840 |
99.842 |
-0.003 |
1,635 |
52,307 |
-165 |
Jun12 |
120514 |
99.845 |
99.850 |
99.840 |
99.845 |
-0.005 |
6,886 |
37,288 |
+3,715 |
Jul12 |
120514 |
99.850 |
99.850 |
99.840 |
99.845 |
-0.005 |
1,457 |
43,916 |
+550 |
Aug12 |
120514 |
99.845 |
99.850 |
99.840 |
99.845 |
-0.005 |
188 |
39,139 |
+126 |
Sep12 |
120514 |
99.835 |
99.840 |
99.830 |
99.840 |
unch |
340 |
32,293 |
-3 |
Oct12 |
120514 |
99.835 |
99.835 |
99.830 |
99.835 |
unch |
233 |
49,280 |
+111 |
Total Volume and Open Interest |
16,299 |
512,295 |
+6,231 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun12 |
120514 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
0 |
258 |
+0 |
Sep12 |
120514 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
|
|
|
Dec12 |
120514 |
99.670 |
99.670 |
99.670 |
99.670 |
-0.005 |
|
|
|
Mar13 |
120514 |
99.670 |
99.670 |
99.670 |
99.670 |
-0.005 |
|
|
|
Jun13 |
120514 |
99.660 |
99.660 |
99.660 |
99.660 |
-0.005 |
|
|
|
Sep13 |
120514 |
99.660 |
99.660 |
99.660 |
99.660 |
-0.005 |
|
|
|
Dec13 |
120514 |
99.650 |
99.650 |
99.650 |
99.650 |
-0.005 |
|
|
|
Mar14 |
120514 |
99.650 |
99.650 |
99.650 |
99.650 |
-0.005 |
|
|
|
Jun14 |
120514 |
99.510 |
99.510 |
99.510 |
99.510 |
-0.005 |
|
|
|
Sep14 |
120514 |
99.370 |
99.370 |
99.370 |
99.370 |
-0.005 |
|
|
|
Total Volume and Open Interest |
0 |
258 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun12 |
120514 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
2,570 |
+0 |
Sep12 |
120514 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
697 |
+0 |
Dec12 |
120514 |
99.67 |
99.67 |
99.67 |
99.67 |
-0.01 |
0 |
519 |
+0 |
Mar13 |
120514 |
99.67 |
99.67 |
99.67 |
99.67 |
-0.01 |
0 |
181 |
+0 |
Jun13 |
120514 |
99.66 |
99.66 |
99.66 |
99.66 |
0.00 |
0 |
206 |
+0 |
Sep13 |
120514 |
99.66 |
99.66 |
99.66 |
99.66 |
0.00 |
0 |
325 |
+0 |
Dec13 |
120514 |
99.65 |
99.65 |
99.65 |
99.65 |
0.00 |
0 |
564 |
+0 |
Mar14 |
120514 |
99.65 |
99.65 |
99.65 |
99.65 |
0.00 |
0 |
96 |
+0 |
Total Volume and Open Interest |
0 |
5,158 |
+0 |
Japanese Gov't Bonds(SGX) |
Jun12 |
120514 |
143.28 |
143.43 |
143.20 |
143.39 |
+0.12 |
2,788 |
23,037 |
-18 |
Sep12 |
120514 |
143.20 |
143.20 |
143.20 |
143.20 |
+0.12 |
0 |
9 |
+0 |
Dec12 |
120514 |
142.07 |
142.07 |
142.07 |
142.07 |
+0.12 |
0 |
4 |
+0 |
Total Volume and Open Interest |
2,788 |
23,050 |
-18 |
Euro-Bund(EUREX) |
Jun12 |
120514 |
143.04 |
143.69 |
142.95 |
143.40 |
+0.63 |
825,461 |
974,330 |
+13,892 |
Sep12 |
120514 |
141.75 |
142.45 |
141.69 |
142.17 |
+0.67 |
11,053 |
33,795 |
+7,664 |
Dec12 |
120514 |
141.90 |
141.90 |
141.90 |
141.90 |
+0.63 |
70 |
0 |
+0 |
Total Volume and Open Interest |
836,584 |
1,008,125 |
+21,556 |
Euro-Bobl(EUREX) |
Jun12 |
120514 |
125.91 |
126.18 |
125.86 |
126.04 |
+0.25 |
448,619 |
738,133 |
+20,042 |
Sep12 |
120514 |
126.32 |
126.50 |
126.32 |
126.41 |
+0.29 |
4,476 |
43,024 |
+4,274 |
Dec12 |
120514 |
125.99 |
125.99 |
125.99 |
125.99 |
+0.25 |
|
|
|
Total Volume and Open Interest |
453,095 |
781,157 |
+24,316 |
3-Mth Euribor(EUREX) |
Jun12 |
120514 |
99.300 |
99.300 |
99.300 |
99.300 |
-0.025 |
0 |
1,777 |
+0 |
Sep12 |
120514 |
99.325 |
99.325 |
99.305 |
99.315 |
-0.050 |
0 |
1,333 |
+0 |
Dec12 |
120514 |
99.310 |
99.310 |
99.310 |
99.310 |
-0.045 |
150 |
1,492 |
+150 |
Total Volume and Open Interest |
150 |
6,299 |
+150 |
Long Gilt(LIFFE) |
Jun12 |
120514 |
117~24 |
118~17 |
117~23 |
118~10 |
+0~30 |
120,490 |
312,957 |
+8,117 |
Sep12 |
120514 |
116~25 |
117~14 |
116~25 |
117~09 |
+0~29 |
214 |
6,184 |
+718 |
Total Volume and Open Interest |
120,704 |
319,141 |
+8,835 |
3-Mth Short Sterling(LIFFE) |
Jun12 |
120514 |
98.97 |
98.98 |
98.94 |
98.95 |
-0.02 |
9,172 |
230,773 |
+2,830 |
Sep12 |
120514 |
98.92 |
98.92 |
98.85 |
98.86 |
-0.06 |
39,250 |
344,504 |
+5,097 |
Dec12 |
120514 |
98.92 |
98.92 |
98.83 |
98.84 |
-0.07 |
25,694 |
271,198 |
+7,598 |
Mar13 |
120514 |
98.91 |
98.92 |
98.83 |
98.83 |
-0.08 |
36,313 |
242,763 |
+3,210 |
Jun13 |
120514 |
98.89 |
98.90 |
98.81 |
98.81 |
-0.08 |
34,478 |
247,271 |
+16,635 |
Sep13 |
120514 |
98.86 |
98.86 |
98.79 |
98.80 |
-0.05 |
29,169 |
250,826 |
+6,215 |
Total Volume and Open Interest |
314,733 |
2,410,626 |
+106,702 |
3-Mth Euribor(LIFFE) |
Jun12 |
120514 |
99.325 |
99.330 |
99.290 |
99.300 |
-0.025 |
142,152 |
582,258 |
-5,060 |
Sep12 |
120514 |
99.360 |
99.365 |
99.300 |
99.315 |
-0.050 |
170,039 |
514,568 |
+25,350 |
Dec12 |
120514 |
99.350 |
99.355 |
99.290 |
99.310 |
-0.045 |
112,239 |
448,810 |
-9,479 |
Total Volume and Open Interest |
756,868 |
3,534,915 |
-1,406 |
3-Mth Aus T-Bills(SFE) |
Jun12 |
120514 |
96.31 |
96.34 |
96.28 |
96.31 |
unch |
19,484 |
143,888 |
-13,828 |
Sep12 |
120514 |
96.72 |
96.76 |
96.67 |
96.72 |
unch |
25,074 |
184,852 |
-2,945 |
Dec12 |
120514 |
96.84 |
96.89 |
96.79 |
96.86 |
+0.01 |
19,470 |
135,486 |
-6,392 |
Mar13 |
120514 |
96.84 |
96.90 |
96.80 |
96.87 |
+0.03 |
5,713 |
72,348 |
-6,795 |
Jun13 |
120514 |
96.77 |
96.84 |
96.74 |
96.80 |
+0.03 |
3,881 |
64,254 |
-1,511 |
Sep13 |
120514 |
96.72 |
96.77 |
96.71 |
96.72 |
+0.03 |
2,358 |
47,956 |
-663 |
Dec13 |
120514 |
96.60 |
96.67 |
96.60 |
96.64 |
+0.04 |
1,837 |
31,297 |
-1,046 |
Mar14 |
120514 |
96.60 |
96.61 |
96.57 |
96.58 |
+0.04 |
1,033 |
19,153 |
+199 |
Jun14 |
120514 |
96.51 |
96.51 |
96.51 |
96.51 |
+0.06 |
109 |
1,198 |
+104 |
Sep14 |
120514 |
96.42 |
96.42 |
96.42 |
96.42 |
+0.06 |
7 |
692 |
+6 |
Total Volume and Open Interest |
79,006 |
701,493 |
-32,831 |
10-Year Aus T-Bonds(SFE) |
Jun12 |
120514 |
96.75 |
96.81 |
96.71 |
96.77 |
+0.01 |
70,248 |
415,901 |
+4,344 |
Sep12 |
120514 |
96.77 |
96.77 |
96.77 |
96.77 |
+0.01 |
|
|
|
Total Volume and Open Interest |
70,248 |
415,901 |
+4,344 |
3-Year Aus T-Bonds(SFE) |
Jun12 |
120514 |
97.36 |
97.42 |
97.31 |
97.39 |
+0.03 |
189,467 |
476,273 |
-29,064 |
Sep12 |
120514 |
97.39 |
97.39 |
97.39 |
97.39 |
+0.03 |
|
|
|
Total Volume and Open Interest |
189,467 |
476,273 |
-29,064 |
Gold(CMX) |
Jun12 |
120514 |
1585.5 |
1585.8 |
1555.0 |
1561.0 |
-23.0 |
138,244 |
188,884 |
-7,199 |
Aug12 |
120514 |
1585.5 |
1587.7 |
1558.0 |
1563.2 |
-23.1 |
16,293 |
79,983 |
+5,229 |
Oct12 |
120514 |
1588.5 |
1588.5 |
1560.0 |
1565.2 |
-23.1 |
1,356 |
12,618 |
+14 |
Dec12 |
120514 |
1590.5 |
1590.9 |
1562.2 |
1567.3 |
-23.0 |
3,560 |
43,961 |
-641 |
Feb13 |
120514 |
1578.9 |
1578.9 |
1567.1 |
1569.3 |
-23.1 |
252 |
18,981 |
+58 |
Apr13 |
120514 |
1585.0 |
1585.0 |
1566.0 |
1571.3 |
-23.2 |
254 |
11,893 |
+206 |
Jun13 |
120514 |
1576.1 |
1576.1 |
1570.6 |
1573.4 |
-23.2 |
2,364 |
11,210 |
-1,947 |
Aug13 |
120514 |
1576.1 |
1576.1 |
1575.7 |
1575.7 |
-23.2 |
1 |
1,766 |
-1 |
Oct13 |
120514 |
1576.1 |
1578.2 |
1576.1 |
1578.2 |
-23.1 |
0 |
744 |
+0 |
Dec13 |
120514 |
1582.6 |
1583.8 |
1576.1 |
1580.9 |
-23.0 |
13 |
8,682 |
+4 |
Feb14 |
120514 |
1583.9 |
1583.9 |
1583.9 |
1583.9 |
-22.9 |
0 |
6 |
+0 |
Total Volume and Open Interest |
164,026 |
417,252 |
-5,218 |
Silver(CMX) |
May12 |
120514 |
2825.0 |
2839.5 |
2817.0 |
2831.9 |
-53.9 |
52 |
376 |
-20 |
Jul12 |
120514 |
2888.0 |
2900.0 |
2807.5 |
2835.3 |
-53.7 |
33,021 |
60,215 |
-889 |
Sep12 |
120514 |
2883.0 |
2897.5 |
2817.0 |
2840.8 |
-53.9 |
1,173 |
8,840 |
-62 |
Dec12 |
120514 |
2892.0 |
2907.5 |
2825.0 |
2847.5 |
-54.0 |
914 |
17,237 |
-19 |
Mar13 |
120514 |
2848.5 |
2850.7 |
2848.5 |
2850.7 |
-54.1 |
78 |
2,893 |
+20 |
May13 |
120514 |
2891.0 |
2891.0 |
2851.9 |
2851.9 |
-54.1 |
21 |
1,820 |
+15 |
Jul13 |
120514 |
2875.0 |
2875.0 |
2840.0 |
2853.9 |
-53.5 |
23 |
3,208 |
+14 |
Total Volume and Open Interest |
35,615 |
112,558 |
-921 |
Platinum(NYMEX) |
Jul12 |
120514 |
1465.6 |
1476.5 |
1438.0 |
1442.6 |
-28.8 |
7,042 |
40,813 |
+441 |
Oct12 |
120514 |
1471.0 |
1471.0 |
1442.0 |
1445.9 |
-28.8 |
266 |
2,726 |
+175 |
Jan13 |
120514 |
1456.4 |
1456.4 |
1448.2 |
1448.2 |
-28.8 |
1 |
165 |
-1 |
Apr13 |
120514 |
1459.0 |
1459.0 |
1448.2 |
1448.2 |
-28.8 |
0 |
1 |
+0 |
Total Volume and Open Interest |
7,309 |
43,708 |
+615 |
Palladium(NYMEX) |
Jun12 |
120514 |
600.50 |
609.40 |
590.00 |
594.85 |
-8.55 |
4,373 |
16,838 |
-636 |
Sep12 |
120514 |
605.15 |
607.40 |
593.10 |
596.60 |
-8.55 |
905 |
4,714 |
+561 |
Dec12 |
120514 |
597.75 |
597.75 |
597.75 |
597.75 |
-8.55 |
3 |
51 |
+1 |
Total Volume and Open Interest |
5,282 |
21,610 |
-74 |
Copper(CMX) |
May12 |
120514 |
365.65 |
367.20 |
351.70 |
355.70 |
-9.15 |
618 |
2,102 |
-200 |
Jul12 |
120514 |
364.80 |
367.45 |
350.10 |
355.40 |
-9.40 |
55,360 |
75,331 |
-264 |
Sep12 |
120514 |
365.75 |
367.45 |
351.00 |
355.75 |
-9.35 |
4,746 |
26,539 |
+541 |
Dec12 |
120514 |
366.00 |
368.05 |
352.95 |
356.40 |
-9.30 |
1,889 |
21,565 |
+350 |
Mar13 |
120514 |
363.15 |
363.15 |
356.75 |
356.90 |
-9.15 |
254 |
5,584 |
+239 |
Total Volume and Open Interest |
63,203 |
144,730 |
+647 |
DJIA Index(CBOT) |
Jun12 |
120514 |
12754 |
12768 |
12635 |
12655 |
-133 |
293 |
14,005 |
+193 |
Sep12 |
120514 |
12610 |
12610 |
12584 |
12584 |
-133 |
0 |
2 |
+0 |
Dec12 |
120514 |
12503 |
12636 |
12503 |
12503 |
-133 |
0 |
1 |
+0 |
Mar13 |
120514 |
12436 |
12569 |
12436 |
12436 |
-133 |
|
|
|
Total Volume and Open Interest |
293 |
14,008 |
+193 |
E-mini DJIA Index(CBOT) |
Jun12 |
120514 |
12752 |
12798 |
12627 |
12655 |
-133 |
150,739 |
102,562 |
-1,284 |
Sep12 |
120514 |
12687 |
12687 |
12563 |
12584 |
-133 |
9 |
302 |
+2 |
Dec12 |
120514 |
12503 |
12503 |
12503 |
12503 |
-133 |
2 |
25 |
+0 |
Mar13 |
120514 |
12436 |
12436 |
12436 |
12436 |
-133 |
|
|
|
Total Volume and Open Interest |
150,750 |
102,889 |
-1,282 |
S & P 500(CME) |
Jun12 |
120514 |
1346.00 |
1350.90 |
1333.50 |
1334.10 |
-15.90 |
9,953 |
239,732 |
+89 |
Sep12 |
120514 |
1327.70 |
1329.60 |
1327.50 |
1327.70 |
-15.90 |
81 |
5,055 |
+5 |
Dec12 |
120514 |
1321.10 |
1323.00 |
1321.10 |
1321.10 |
-15.90 |
6 |
6,466 |
+5 |
Mar13 |
120514 |
1314.60 |
1316.50 |
1314.60 |
1314.60 |
-15.90 |
|
|
|
Total Volume and Open Interest |
10,040 |
251,254 |
+99 |
S & P 500 E-Mini(Globex) |
Jun12 |
120514 |
1346.00 |
1351.00 |
1333.25 |
1334.00 |
-16.00 |
1,839,321 |
2,842,146 |
-14,155 |
Sep12 |
120514 |
1339.75 |
1344.25 |
1327.00 |
1327.75 |
-15.75 |
1,294 |
32,229 |
+176 |
Total Volume and Open Interest |
1,840,695 |
2,879,107 |
-13,934 |
NASDAQ 100(CME) |
Jun12 |
120514 |
2600.00 |
2611.80 |
2584.00 |
2585.00 |
-25.80 |
1,310 |
21,889 |
-248 |
Sep12 |
120514 |
2579.80 |
2583.00 |
2579.80 |
2579.80 |
-25.70 |
0 |
3 |
+0 |
Dec12 |
120514 |
2573.00 |
2598.80 |
2573.00 |
2573.00 |
-25.80 |
|
|
|
Total Volume and Open Interest |
1,310 |
21,892 |
-248 |
NASDAQ 100 E-Mini(Globex) |
Jun12 |
120514 |
2602.00 |
2613.00 |
2583.50 |
2585.00 |
-25.80 |
312,502 |
407,607 |
-4,111 |
Sep12 |
120514 |
2610.80 |
2610.80 |
2575.00 |
2579.80 |
-25.70 |
15 |
142 |
+6 |
Total Volume and Open Interest |
312,517 |
407,774 |
-4,105 |
S & P Midcap 400(CME) |
Jun12 |
120514 |
949.40 |
949.40 |
948.00 |
949.40 |
-13.80 |
2 |
1,918 |
+0 |
Sep12 |
120514 |
946.40 |
960.20 |
946.40 |
946.40 |
-13.80 |
|
|
|
Dec12 |
120514 |
944.40 |
958.20 |
944.40 |
944.40 |
-13.80 |
|
|
|
Total Volume and Open Interest |
2 |
1,918 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun12 |
120514 |
8950 |
9035 |
8865 |
8870 |
-100 |
4,289 |
36,866 |
-1,590 |
Sep12 |
120514 |
8925 |
8985 |
8885 |
8885 |
-100 |
2 |
2 |
+0 |
Total Volume and Open Interest |
4,291 |
36,868 |
-1,590 |
Nikkei 225(SGX) |
Jun12 |
120514 |
8975 |
9030 |
8930 |
8950 |
unch |
144,278 |
255,461 |
+5,318 |
Sep12 |
120514 |
8950 |
9030 |
8940 |
8940 |
unch |
130 |
8,353 |
+94 |
Dec12 |
120514 |
8915 |
8915 |
8885 |
8885 |
unch |
0 |
5,904 |
+0 |
Total Volume and Open Interest |
158,121 |
289,808 |
+16,468 |
CAC 40(EURONEXT) |
May12 |
120514 |
3086.0 |
3100.0 |
3035.5 |
3058.5 |
-69.0 |
145,022 |
414,856 |
+15,510 |
Jun12 |
120514 |
3065.5 |
3069.0 |
3008.0 |
3029.5 |
-69.0 |
2,164 |
37,404 |
-318 |
Jul12 |
120514 |
3018.5 |
3018.5 |
3018.5 |
3018.5 |
-70.0 |
0 |
280 |
+0 |
Total Volume and Open Interest |
147,186 |
452,663 |
+15,192 |
Hang Seng Index(HKFE) |
May12 |
120514 |
19827 |
19853 |
19484 |
19518 |
-226 |
85,761 |
93,374 |
+3,900 |
Jun12 |
120514 |
19640 |
19651 |
19295 |
19328 |
-215 |
1,575 |
9,772 |
+632 |
Total Volume and Open Interest |
87,730 |
105,554 |
+4,812 |
DAX(EUREX) |
Jun12 |
120514 |
6510.0 |
6528.0 |
6406.0 |
6468.0 |
-117.0 |
163,872 |
185,110 |
+1,159 |
Sep12 |
120514 |
6522.0 |
6526.5 |
6430.0 |
6474.0 |
-117.0 |
279 |
3,638 |
+14 |
Dec12 |
120514 |
6530.0 |
6537.0 |
6449.0 |
6481.0 |
-116.5 |
22 |
418 |
+2 |
Total Volume and Open Interest |
164,173 |
189,166 |
+1,175 |
FT-SE 100(EURONEXT) |
Jun12 |
120514 |
5499.00 |
5524.00 |
5415.00 |
5450.00 |
-107.50 |
116,966 |
573,776 |
-745 |
Sep12 |
120514 |
5442.00 |
5446.50 |
5375.00 |
5408.50 |
-107.50 |
19 |
5,228 |
-8 |
Dec12 |
120514 |
5388.00 |
5388.00 |
5388.00 |
5388.00 |
-107.50 |
0 |
360 |
+0 |
Total Volume and Open Interest |
116,985 |
579,364 |
-753 |
SPI 200(SFE) |
Jun12 |
120514 |
4284.0 |
4314.0 |
4276.0 |
4297.0 |
+12.0 |
31,982 |
201,274 |
-3,090 |
Sep12 |
120514 |
4250.0 |
4273.0 |
4247.0 |
4260.0 |
+13.0 |
44 |
2,608 |
-23 |
Dec12 |
120514 |
4261.0 |
4261.0 |
4261.0 |
4261.0 |
+13.0 |
14 |
2,113 |
-5 |
Total Volume and Open Interest |
32,406 |
209,316 |
-3,138 |
GSCI(CME) |
May12 |
120514 |
631.00 |
635.50 |
631.00 |
634.10 |
-6.50 |
2,151 |
2,727 |
-1,574 |
Jun12 |
120514 |
631.45 |
636.00 |
631.20 |
634.50 |
-6.50 |
2,065 |
6,301 |
+1,782 |
Jul12 |
120514 |
630.50 |
637.05 |
629.00 |
630.50 |
-6.50 |
|
|
|
Total Volume and Open Interest |
4,216 |
9,028 |
+208 |
Reuters CCI(ICE) |
Jun12 |
120514 |
288.40 |
288.40 |
288.40 |
288.40 |
-3.50 |
|
|
|
Total Volume and Open Interest |
|
|
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|