|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue May 15, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul12 |
120515 |
1385.50 |
1415.75 |
1380.00 |
1413.00 |
+26.00 |
136,038 |
292,473 |
-8,047 |
Aug12 |
120515 |
1372.00 |
1396.00 |
1367.00 |
1393.75 |
+21.00 |
10,737 |
41,408 |
+1,031 |
Sep12 |
120515 |
1328.75 |
1347.00 |
1324.00 |
1340.00 |
+13.25 |
4,145 |
18,141 |
+521 |
Nov12 |
120515 |
1295.50 |
1312.25 |
1290.50 |
1305.00 |
+10.25 |
75,186 |
242,081 |
-332 |
Jan13 |
120515 |
1297.00 |
1309.50 |
1292.25 |
1302.50 |
+8.50 |
7,091 |
52,140 |
+683 |
Mar13 |
120515 |
1270.25 |
1284.50 |
1266.75 |
1274.00 |
+5.00 |
6,219 |
60,460 |
-615 |
May13 |
120515 |
1254.75 |
1272.00 |
1253.00 |
1260.75 |
+6.75 |
3,219 |
31,968 |
-367 |
Jul13 |
120515 |
1253.00 |
1273.50 |
1253.00 |
1260.75 |
+6.00 |
4,038 |
33,135 |
-159 |
Aug13 |
120515 |
1248.75 |
1248.75 |
1235.75 |
1248.75 |
+13.00 |
8 |
155 |
+4 |
Sep13 |
120515 |
1207.50 |
1207.50 |
1194.50 |
1207.50 |
+13.00 |
43 |
248 |
+17 |
Nov13 |
120515 |
1157.75 |
1178.00 |
1155.75 |
1169.00 |
+13.25 |
1,365 |
15,241 |
+493 |
Jan14 |
120515 |
1173.75 |
1173.75 |
1161.25 |
1173.75 |
+12.50 |
1 |
160 |
+0 |
Mar14 |
120515 |
1171.75 |
1171.75 |
1159.25 |
1171.75 |
+12.50 |
0 |
3 |
+0 |
May14 |
120515 |
1171.75 |
1171.75 |
1159.25 |
1171.75 |
+12.50 |
|
|
|
Total Volume and Open Interest |
248,886 |
788,485 |
-7,149 |
Soybean Meal(CBOT) |
Jul12 |
120515 |
404.00 |
417.70 |
402.20 |
417.20 |
+13.70 |
48,772 |
129,422 |
-2,848 |
Aug12 |
120515 |
395.10 |
406.90 |
393.60 |
405.70 |
+10.80 |
3,456 |
18,102 |
-336 |
Sep12 |
120515 |
382.80 |
391.50 |
382.80 |
388.70 |
+8.10 |
2,631 |
15,163 |
+594 |
Oct12 |
120515 |
365.00 |
373.00 |
364.80 |
371.30 |
+5.00 |
1,786 |
11,382 |
+365 |
Dec12 |
120515 |
364.00 |
369.90 |
362.50 |
368.20 |
+4.10 |
10,670 |
45,923 |
+855 |
Jan13 |
120515 |
364.00 |
364.90 |
359.70 |
363.20 |
+3.50 |
460 |
4,780 |
-148 |
Mar13 |
120515 |
346.80 |
351.60 |
346.10 |
349.50 |
+2.20 |
362 |
8,310 |
-82 |
May13 |
120515 |
339.70 |
345.40 |
339.40 |
343.50 |
+3.50 |
269 |
5,550 |
-21 |
Jul13 |
120515 |
339.50 |
345.00 |
339.50 |
343.50 |
+4.00 |
136 |
5,679 |
+58 |
Aug13 |
120515 |
344.30 |
344.30 |
333.40 |
337.40 |
+4.00 |
26 |
234 |
-2 |
Total Volume and Open Interest |
69,544 |
249,900 |
-1,763 |
Soybean Oil(CBOT) |
Jul12 |
120515 |
51.30 |
51.74 |
50.87 |
51.47 |
+0.17 |
64,590 |
192,288 |
-402 |
Aug12 |
120515 |
51.55 |
51.94 |
51.09 |
51.68 |
+0.18 |
6,287 |
30,729 |
+650 |
Sep12 |
120515 |
51.76 |
52.10 |
51.30 |
51.88 |
+0.17 |
6,177 |
20,102 |
+194 |
Oct12 |
120515 |
52.03 |
52.30 |
51.50 |
52.06 |
+0.16 |
3,514 |
11,341 |
+913 |
Dec12 |
120515 |
52.25 |
52.69 |
51.82 |
52.42 |
+0.18 |
19,218 |
85,033 |
-224 |
Jan13 |
120515 |
52.70 |
52.70 |
52.14 |
52.62 |
+0.17 |
790 |
5,475 |
-138 |
Mar13 |
120515 |
52.64 |
52.97 |
52.24 |
52.79 |
+0.19 |
950 |
15,740 |
-139 |
May13 |
120515 |
52.75 |
53.12 |
52.34 |
52.90 |
+0.19 |
635 |
8,394 |
+26 |
Jul13 |
120515 |
52.77 |
53.24 |
52.52 |
52.97 |
+0.20 |
405 |
5,264 |
-62 |
Aug13 |
120515 |
52.82 |
52.82 |
52.67 |
52.82 |
+0.15 |
61 |
998 |
+2 |
Total Volume and Open Interest |
103,463 |
381,417 |
+786 |
Canola(WCE) |
May12 |
120514 |
599.4 |
599.4 |
599.4 |
599.4 |
-13.7 |
|
|
|
Jul12 |
120515 |
586.1 |
607.0 |
586.1 |
602.6 |
+8.2 |
5,412 |
90,641 |
-1,832 |
Nov12 |
120515 |
552.4 |
564.5 |
550.8 |
562.4 |
+7.6 |
6,388 |
115,856 |
+1,070 |
Jan13 |
120515 |
554.1 |
566.4 |
554.0 |
565.6 |
+7.5 |
633 |
20,555 |
+251 |
Mar13 |
120515 |
564.0 |
570.0 |
560.3 |
568.9 |
+7.4 |
906 |
10,034 |
+278 |
Total Volume and Open Interest |
13,482 |
245,513 |
-158 |
Corn(CBOT) |
Jul12 |
120515 |
582.50 |
597.75 |
581.50 |
597.25 |
+14.25 |
180,930 |
542,456 |
+1,541 |
Sep12 |
120515 |
513.00 |
525.25 |
511.50 |
523.00 |
+8.50 |
39,397 |
167,470 |
-1,470 |
Dec12 |
120515 |
504.75 |
517.00 |
503.50 |
514.50 |
+9.00 |
79,242 |
388,633 |
+450 |
Mar13 |
120515 |
517.00 |
528.00 |
515.50 |
526.50 |
+9.50 |
7,619 |
60,400 |
+1,067 |
May13 |
120515 |
524.25 |
536.25 |
523.50 |
534.75 |
+9.00 |
2,337 |
13,572 |
-32 |
Jul13 |
120515 |
531.75 |
544.25 |
531.50 |
542.25 |
+8.75 |
5,759 |
31,053 |
+1,241 |
Sep13 |
120515 |
530.00 |
531.25 |
526.25 |
531.25 |
+5.00 |
134 |
1,837 |
+39 |
Dec13 |
120515 |
520.50 |
530.00 |
520.00 |
526.50 |
+3.50 |
4,247 |
38,961 |
+933 |
Mar14 |
120515 |
536.25 |
536.50 |
533.00 |
536.50 |
+3.50 |
20 |
651 |
+3 |
May14 |
120515 |
543.75 |
549.75 |
540.00 |
543.75 |
+3.75 |
3 |
215 |
+0 |
Total Volume and Open Interest |
321,682 |
1,249,688 |
+2,775 |
Wheat(CBOT) |
Jul12 |
120515 |
598.00 |
617.25 |
597.50 |
608.50 |
+10.25 |
49,035 |
238,971 |
-1,496 |
Sep12 |
120515 |
612.75 |
631.00 |
612.75 |
622.25 |
+9.50 |
10,864 |
56,840 |
-1,104 |
Dec12 |
120515 |
635.00 |
652.25 |
635.00 |
643.75 |
+8.50 |
13,159 |
106,400 |
+886 |
Mar13 |
120515 |
657.25 |
673.50 |
657.25 |
664.00 |
+6.75 |
996 |
16,287 |
+249 |
May13 |
120515 |
673.00 |
680.75 |
666.75 |
673.75 |
+7.00 |
109 |
5,926 |
+25 |
Jul13 |
120515 |
675.75 |
688.50 |
675.50 |
681.00 |
+5.50 |
798 |
9,658 |
+297 |
Total Volume and Open Interest |
75,598 |
439,523 |
-1,569 |
Wheat(KCBT) |
Jul12 |
120515 |
614.00 |
634.75 |
614.00 |
627.50 |
+13.00 |
9,620 |
85,223 |
-96 |
Sep12 |
120515 |
631.25 |
650.75 |
630.50 |
643.25 |
+12.75 |
3,193 |
22,499 |
+232 |
Dec12 |
120515 |
655.50 |
674.50 |
655.50 |
667.25 |
+12.25 |
2,946 |
25,573 |
+777 |
Mar13 |
120515 |
673.75 |
687.75 |
673.75 |
681.00 |
+11.50 |
536 |
6,476 |
+130 |
May13 |
120515 |
684.50 |
695.25 |
684.50 |
688.25 |
+9.25 |
26 |
3,642 |
-6 |
Jul13 |
120515 |
687.00 |
703.00 |
687.00 |
694.50 |
+7.00 |
195 |
1,702 |
+114 |
Total Volume and Open Interest |
16,520 |
145,269 |
+1,151 |
Wheat(MGE) |
May12 |
120514 |
741.25 |
741.25 |
741.25 |
741.25 |
unch |
30 |
49 |
-11 |
Jul12 |
120515 |
726.00 |
752.50 |
726.00 |
750.50 |
+24.75 |
2,106 |
16,091 |
-136 |
Sep12 |
120515 |
729.00 |
749.00 |
728.75 |
745.00 |
+18.50 |
2,036 |
10,816 |
+286 |
Dec12 |
120515 |
735.75 |
755.25 |
735.75 |
754.25 |
+20.00 |
1,125 |
9,780 |
+86 |
Mar13 |
120515 |
744.00 |
762.00 |
744.00 |
760.50 |
+17.50 |
142 |
1,546 |
+76 |
Total Volume and Open Interest |
5,435 |
38,425 |
+267 |
Oats(CBOT) |
Jul12 |
120515 |
328.25 |
334.75 |
327.00 |
330.25 |
+1.75 |
487 |
8,522 |
+29 |
Sep12 |
120515 |
332.50 |
338.75 |
332.50 |
335.25 |
+2.25 |
3 |
491 |
-2 |
Dec12 |
120515 |
339.25 |
343.00 |
337.00 |
341.25 |
+3.75 |
7 |
2,826 |
+4 |
Mar13 |
120515 |
342.00 |
345.00 |
341.75 |
345.00 |
+3.25 |
0 |
27 |
+0 |
Total Volume and Open Interest |
502 |
11,870 |
+23 |
Rough Rice(CBOT) |
May12 |
120514 |
15.48 |
15.48 |
15.48 |
15.48 |
unch |
52 |
67 |
-17 |
Jul12 |
120515 |
15.57 |
15.69 |
15.36 |
15.48 |
-0.12 |
736 |
11,148 |
+1 |
Sep12 |
120515 |
15.80 |
15.90 |
15.69 |
15.70 |
-0.12 |
205 |
2,602 |
+59 |
Nov12 |
120515 |
16.11 |
16.11 |
15.90 |
15.93 |
-0.14 |
47 |
271 |
+17 |
Total Volume and Open Interest |
1,010 |
14,133 |
+31 |
Live Cattle(CME) |
Jun12 |
120515 |
116.135 |
116.785 |
116.035 |
116.430 |
+0.280 |
28,660 |
97,915 |
-4,129 |
Aug12 |
120515 |
118.330 |
118.885 |
118.180 |
118.730 |
+0.280 |
24,059 |
115,976 |
+5,032 |
Oct12 |
120515 |
123.000 |
123.750 |
122.830 |
123.650 |
+0.500 |
10,653 |
72,447 |
+1,791 |
Dec12 |
120515 |
125.500 |
126.200 |
125.385 |
126.135 |
+0.385 |
3,890 |
37,686 |
-146 |
Feb13 |
120515 |
127.135 |
127.800 |
126.950 |
127.750 |
+0.300 |
986 |
14,556 |
-56 |
Apr13 |
120515 |
129.200 |
129.735 |
128.785 |
129.700 |
+0.300 |
693 |
4,842 |
+171 |
Total Volume and Open Interest |
68,998 |
344,686 |
+2,677 |
Feeder Cattle(CME) |
May12 |
120515 |
149.400 |
149.880 |
148.850 |
149.435 |
unch |
1,239 |
5,202 |
-418 |
Aug12 |
120515 |
157.130 |
157.800 |
156.800 |
157.685 |
+0.485 |
2,982 |
22,195 |
-95 |
Sep12 |
120515 |
158.630 |
159.200 |
158.325 |
159.150 |
+0.650 |
649 |
5,359 |
-119 |
Oct12 |
120515 |
159.800 |
160.630 |
159.750 |
160.535 |
+0.500 |
781 |
4,698 |
-137 |
Nov12 |
120515 |
160.800 |
161.450 |
160.550 |
161.450 |
+0.550 |
179 |
2,053 |
+28 |
Jan13 |
120515 |
161.000 |
161.700 |
160.800 |
161.450 |
+0.465 |
110 |
1,665 |
+6 |
Mar13 |
120515 |
161.500 |
161.500 |
161.500 |
161.500 |
+0.250 |
2 |
96 |
+2 |
Total Volume and Open Interest |
5,982 |
41,274 |
-733 |
Lean Hogs(CME) |
Jun12 |
120515 |
85.850 |
86.930 |
85.550 |
86.400 |
+1.015 |
25,486 |
70,869 |
-6,009 |
Jul12 |
120515 |
85.635 |
87.500 |
85.600 |
87.400 |
+1.865 |
16,457 |
60,118 |
+6,471 |
Aug12 |
120515 |
86.250 |
87.900 |
86.200 |
87.700 |
+1.950 |
7,031 |
36,984 |
+473 |
Oct12 |
120515 |
79.285 |
80.475 |
79.200 |
80.080 |
+1.400 |
6,745 |
46,677 |
+869 |
Dec12 |
120515 |
76.475 |
78.050 |
76.475 |
77.830 |
+1.380 |
3,497 |
34,704 |
+403 |
Feb13 |
120515 |
77.950 |
79.550 |
77.950 |
79.535 |
+1.485 |
1,464 |
12,616 |
-32 |
Apr13 |
120515 |
79.535 |
81.200 |
79.535 |
81.000 |
+1.500 |
339 |
7,732 |
-1 |
May13 |
120515 |
85.250 |
85.500 |
85.250 |
85.500 |
+1.000 |
0 |
149 |
+0 |
Total Volume and Open Interest |
61,651 |
275,207 |
+2,339 |
Class III Milk(CME) |
May12 |
120515 |
15.27 |
15.29 |
15.23 |
15.25 |
+0.01 |
103 |
4,775 |
-77 |
Jun12 |
120515 |
14.74 |
14.95 |
14.68 |
14.87 |
+0.17 |
572 |
4,598 |
-65 |
Jul12 |
120515 |
14.71 |
14.83 |
14.57 |
14.73 |
+0.06 |
415 |
3,348 |
+30 |
Aug12 |
120515 |
15.06 |
15.26 |
15.00 |
15.12 |
-0.01 |
111 |
3,079 |
-19 |
Sep12 |
120515 |
15.50 |
15.64 |
15.50 |
15.57 |
+0.03 |
72 |
2,741 |
-8 |
Total Volume and Open Interest |
1,387 |
26,449 |
-64 |
Cocoa(ICE) |
May12 |
120515 |
2278 |
2278 |
2278 |
2278 |
-43 |
14 |
45 |
-490 |
Jul12 |
120515 |
2241 |
2282 |
2234 |
2268 |
+7 |
7,020 |
78,057 |
+668 |
Sep12 |
120515 |
2252 |
2292 |
2247 |
2281 |
+10 |
3,159 |
33,581 |
-233 |
Dec12 |
120515 |
2260 |
2303 |
2260 |
2291 |
+11 |
1,918 |
23,922 |
+343 |
Mar13 |
120515 |
2268 |
2303 |
2267 |
2294 |
+11 |
985 |
29,151 |
+479 |
May13 |
120515 |
2288 |
2310 |
2287 |
2300 |
+11 |
128 |
8,541 |
+75 |
Jul13 |
120515 |
2296 |
2322 |
2296 |
2310 |
+10 |
0 |
2,311 |
+0 |
Total Volume and Open Interest |
13,238 |
180,926 |
+851 |
Coffee "C"(ICE) |
May12 |
120515 |
177.05 |
177.05 |
177.05 |
177.05 |
-0.35 |
8 |
26 |
-1 |
Jul12 |
120515 |
177.95 |
181.60 |
177.05 |
178.40 |
+0.45 |
8,407 |
74,142 |
+342 |
Sep12 |
120515 |
180.05 |
183.80 |
179.40 |
180.70 |
+0.45 |
2,685 |
32,549 |
-56 |
Dec12 |
120515 |
183.85 |
187.25 |
182.90 |
184.15 |
+0.30 |
1,838 |
24,886 |
+380 |
Mar13 |
120515 |
188.25 |
191.00 |
187.15 |
188.00 |
+0.25 |
323 |
8,211 |
+78 |
May13 |
120515 |
191.65 |
193.00 |
189.70 |
190.60 |
+0.20 |
30 |
3,488 |
+12 |
Total Volume and Open Interest |
13,361 |
146,918 |
+775 |
Orange Juice(ICE) |
Jul12 |
120515 |
117.20 |
119.00 |
111.75 |
114.00 |
-2.60 |
661 |
14,345 |
+23 |
Sep12 |
120515 |
120.20 |
120.40 |
114.05 |
116.05 |
-2.55 |
29 |
2,125 |
-21 |
Nov12 |
120515 |
121.00 |
121.00 |
115.90 |
118.35 |
-2.10 |
56 |
3,823 |
+28 |
Jan13 |
120515 |
121.95 |
121.95 |
117.80 |
120.55 |
-2.00 |
26 |
665 |
+23 |
Mar13 |
120515 |
124.60 |
125.00 |
121.95 |
123.05 |
-2.90 |
22 |
928 |
+22 |
May13 |
120515 |
126.50 |
126.50 |
124.30 |
124.30 |
-3.90 |
0 |
22 |
+0 |
Total Volume and Open Interest |
794 |
21,910 |
+75 |
Sugar #11(ICE) |
Jul12 |
120515 |
20.31 |
20.69 |
20.30 |
20.40 |
+0.13 |
36,726 |
326,205 |
-67 |
Oct12 |
120515 |
20.65 |
21.04 |
20.65 |
20.79 |
+0.14 |
17,541 |
168,633 |
+2,157 |
Mar13 |
120515 |
21.55 |
21.90 |
21.55 |
21.68 |
+0.13 |
12,020 |
116,327 |
-165 |
May13 |
120515 |
21.65 |
21.94 |
21.65 |
21.76 |
+0.14 |
3,524 |
29,329 |
+496 |
Jul13 |
120515 |
21.93 |
22.00 |
21.80 |
21.84 |
+0.13 |
1,329 |
28,797 |
+403 |
Oct13 |
120515 |
21.90 |
22.20 |
21.90 |
21.99 |
+0.09 |
639 |
23,198 |
-60 |
Mar14 |
120515 |
22.20 |
22.49 |
22.20 |
22.30 |
+0.08 |
211 |
19,106 |
+91 |
May14 |
120515 |
22.16 |
22.24 |
22.05 |
22.08 |
+0.08 |
86 |
4,971 |
+19 |
Total Volume and Open Interest |
72,340 |
724,479 |
+3,054 |
London Cocoa(LCE) |
May12 |
120515 |
1520 |
1553 |
1518 |
1548 |
+22 |
9,521 |
14,967 |
-2,251 |
Jul12 |
120515 |
1496 |
1518 |
1494 |
1509 |
+5 |
10,321 |
64,714 |
+116 |
Sep12 |
120515 |
1489 |
1510 |
1488 |
1502 |
+5 |
2,873 |
30,714 |
+667 |
Dec12 |
120515 |
1478 |
1496 |
1474 |
1490 |
+7 |
1,433 |
32,851 |
+339 |
Mar13 |
120515 |
1453 |
1475 |
1453 |
1468 |
+8 |
950 |
35,301 |
+177 |
May13 |
120515 |
1453 |
1474 |
1453 |
1467 |
+9 |
499 |
9,865 |
-192 |
Jul13 |
120515 |
1460 |
1471 |
1460 |
1471 |
+8 |
439 |
4,643 |
-14 |
Total Volume and Open Interest |
26,296 |
198,026 |
-1,133 |
London Sugar(LCE) |
Aug12 |
120515 |
561.00 |
568.00 |
560.30 |
565.30 |
+8.20 |
2,909 |
31,259 |
+41 |
Oct12 |
120515 |
553.20 |
556.00 |
549.50 |
552.40 |
+3.10 |
640 |
14,967 |
+42 |
Dec12 |
120515 |
562.40 |
565.50 |
558.80 |
561.10 |
+1.60 |
322 |
5,710 |
+51 |
Mar13 |
120515 |
570.90 |
573.90 |
567.60 |
570.20 |
+2.10 |
216 |
6,434 |
+25 |
May13 |
120515 |
576.90 |
580.30 |
573.30 |
576.20 |
+2.00 |
45 |
926 |
+3 |
Total Volume and Open Interest |
4,197 |
60,549 |
+171 |
Cotton(ICE) |
Jul12 |
120515 |
78.72 |
80.65 |
78.50 |
79.16 |
+0.34 |
26,753 |
102,277 |
+296 |
Oct12 |
120515 |
78.40 |
80.18 |
78.31 |
78.92 |
+0.20 |
42 |
152 |
+3 |
Dec12 |
120515 |
76.57 |
78.55 |
75.98 |
77.33 |
+0.63 |
13,111 |
75,067 |
+28 |
Mar13 |
120515 |
77.20 |
79.63 |
77.20 |
78.53 |
+0.68 |
748 |
5,581 |
+223 |
May13 |
120515 |
79.61 |
80.35 |
79.38 |
79.61 |
+0.76 |
459 |
2,048 |
+186 |
Jul13 |
120515 |
80.32 |
81.04 |
80.20 |
80.43 |
+0.87 |
265 |
3,109 |
-41 |
Total Volume and Open Interest |
41,427 |
188,979 |
+683 |
Lumber(CME) |
May12 |
120515 |
295.3 |
298.4 |
290.7 |
292.4 |
-10.0 |
59 |
77 |
-51 |
Jul12 |
120515 |
286.8 |
287.0 |
282.6 |
285.3 |
+0.2 |
886 |
5,578 |
-24 |
Sep12 |
120515 |
292.5 |
292.8 |
288.2 |
290.7 |
-0.8 |
396 |
2,166 |
+85 |
Nov12 |
120515 |
288.1 |
288.5 |
286.1 |
287.1 |
-1.3 |
58 |
988 |
+42 |
Total Volume and Open Interest |
1,410 |
9,080 |
+61 |
Crude Oil(NYM) |
Jun12 |
120515 |
93.91 |
95.48 |
93.02 |
93.98 |
-0.80 |
260,539 |
160,102 |
-19,365 |
Jul12 |
120515 |
94.35 |
95.83 |
93.40 |
94.35 |
-0.78 |
100,517 |
263,352 |
+13,958 |
Aug12 |
120515 |
94.71 |
96.08 |
93.72 |
94.63 |
-0.76 |
35,583 |
99,589 |
-3,875 |
Sep12 |
120515 |
94.98 |
96.35 |
94.01 |
94.93 |
-0.74 |
27,221 |
78,173 |
-922 |
Oct12 |
120515 |
95.30 |
96.58 |
94.30 |
95.19 |
-0.73 |
17,996 |
49,823 |
+1,584 |
Nov12 |
120515 |
95.63 |
96.74 |
94.52 |
95.39 |
-0.72 |
9,385 |
39,107 |
-735 |
Dec12 |
120515 |
95.68 |
96.92 |
94.70 |
95.58 |
-0.71 |
35,787 |
183,844 |
+452 |
Jan13 |
120515 |
95.84 |
97.02 |
94.90 |
95.74 |
-0.72 |
4,560 |
50,341 |
+1,123 |
Feb13 |
120515 |
95.89 |
96.85 |
95.72 |
95.81 |
-0.73 |
3,348 |
29,100 |
+1,305 |
Mar13 |
120515 |
96.10 |
96.51 |
95.14 |
95.76 |
-0.74 |
1,849 |
36,822 |
-216 |
Apr13 |
120515 |
96.28 |
96.32 |
95.25 |
95.59 |
-0.74 |
1,073 |
19,112 |
-40 |
May13 |
120515 |
95.81 |
96.04 |
94.99 |
95.35 |
-0.75 |
1,236 |
16,491 |
-99 |
Jun13 |
120515 |
95.38 |
96.35 |
94.31 |
95.07 |
-0.75 |
7,534 |
72,459 |
+123 |
Jul13 |
120515 |
94.75 |
94.75 |
94.75 |
94.75 |
-0.75 |
324 |
17,186 |
+10 |
Aug13 |
120515 |
94.42 |
94.42 |
94.42 |
94.42 |
-0.75 |
194 |
9,884 |
+74 |
Sep13 |
120515 |
94.11 |
94.11 |
94.11 |
94.11 |
-0.75 |
143 |
24,318 |
+17 |
Total Volume and Open Interest |
530,233 |
1,551,412 |
-5,347 |
e-miNY Crude Oil(NYM) |
May12 |
120419 |
102.750 |
103.200 |
101.700 |
102.275 |
-0.400 |
4,575 |
1,257 |
-170 |
Jun12 |
120515 |
93.950 |
95.475 |
93.000 |
93.975 |
-0.800 |
6,588 |
2,264 |
+142 |
Jul12 |
120515 |
94.375 |
95.800 |
93.425 |
94.350 |
-0.775 |
196 |
614 |
+18 |
Aug12 |
120515 |
95.425 |
95.975 |
93.800 |
94.625 |
-0.775 |
15 |
80 |
+1 |
Sep12 |
120515 |
95.425 |
95.425 |
94.200 |
94.925 |
-0.750 |
3 |
45 |
-1 |
Oct12 |
120515 |
95.200 |
95.200 |
95.200 |
95.200 |
-0.725 |
0 |
20 |
+0 |
Nov12 |
120515 |
95.400 |
95.400 |
95.400 |
95.400 |
-0.700 |
0 |
2 |
+0 |
Dec12 |
120515 |
96.275 |
96.300 |
95.575 |
95.575 |
-0.725 |
10 |
270 |
+0 |
Jan13 |
120515 |
95.750 |
95.750 |
95.750 |
95.750 |
-0.700 |
3 |
10 |
+1 |
Feb13 |
120515 |
95.800 |
95.800 |
95.800 |
95.800 |
-0.750 |
0 |
75 |
+0 |
Total Volume and Open Interest |
6,817 |
3,568 |
+163 |
Heating Oil(NYM) |
Jun12 |
120515 |
291.45 |
294.34 |
291.29 |
293.30 |
+0.35 |
42,251 |
77,635 |
-900 |
Jul12 |
120515 |
292.14 |
295.01 |
292.01 |
293.86 |
+0.27 |
18,903 |
58,984 |
+1,161 |
Aug12 |
120515 |
294.22 |
295.66 |
292.89 |
294.58 |
+0.27 |
9,866 |
34,788 |
+369 |
Sep12 |
120515 |
294.41 |
296.45 |
293.66 |
295.34 |
+0.22 |
8,332 |
31,323 |
+767 |
Oct12 |
120515 |
295.06 |
297.17 |
294.59 |
296.02 |
+0.16 |
2,913 |
12,529 |
-322 |
Nov12 |
120515 |
295.40 |
297.33 |
295.40 |
296.73 |
+0.13 |
2,314 |
9,965 |
+435 |
Dec12 |
120515 |
295.95 |
298.64 |
295.95 |
297.40 |
+0.10 |
6,111 |
44,946 |
-382 |
Jan13 |
120515 |
296.84 |
298.64 |
296.84 |
297.97 |
+0.08 |
1,224 |
9,053 |
+103 |
Feb13 |
120515 |
298.00 |
298.23 |
297.00 |
297.76 |
+0.06 |
162 |
2,794 |
+42 |
Mar13 |
120515 |
296.76 |
297.63 |
296.16 |
296.98 |
-0.03 |
332 |
5,846 |
+11 |
Apr13 |
120515 |
296.01 |
296.98 |
294.84 |
295.91 |
-0.11 |
496 |
14,077 |
+157 |
May13 |
120515 |
299.00 |
299.40 |
298.20 |
298.46 |
-0.26 |
84 |
4,273 |
-18 |
Total Volume and Open Interest |
93,010 |
307,797 |
+1,428 |
Gasoline(NYMEX) |
Jun12 |
120515 |
294.55 |
297.66 |
292.23 |
294.41 |
-1.49 |
50,275 |
85,151 |
-2,168 |
Jul12 |
120515 |
289.09 |
291.89 |
287.34 |
289.16 |
-1.00 |
32,828 |
81,936 |
+3,324 |
Aug12 |
120515 |
285.07 |
287.35 |
283.60 |
285.10 |
-0.56 |
13,896 |
32,371 |
+507 |
Sep12 |
120515 |
281.06 |
283.36 |
280.05 |
281.44 |
-0.21 |
7,170 |
31,148 |
+273 |
Oct12 |
120515 |
267.17 |
269.00 |
265.96 |
267.42 |
+0.06 |
3,243 |
21,134 |
-265 |
Nov12 |
120515 |
262.98 |
265.75 |
262.77 |
264.18 |
+0.15 |
2,007 |
10,066 |
+440 |
Dec12 |
120515 |
261.50 |
264.09 |
261.16 |
262.62 |
+0.20 |
1,545 |
27,337 |
-139 |
Jan13 |
120515 |
261.76 |
262.14 |
261.27 |
262.14 |
+0.23 |
214 |
7,577 |
+14 |
Feb13 |
120515 |
262.54 |
262.89 |
262.07 |
262.89 |
+0.23 |
81 |
3,267 |
-2 |
Mar13 |
120515 |
263.99 |
264.27 |
263.99 |
264.27 |
+0.23 |
0 |
2,082 |
+0 |
Total Volume and Open Interest |
111,268 |
313,559 |
+1,986 |
e-miNY RBOB Gasoline(NYM) |
Jun12 |
120515 |
294.40 |
294.41 |
294.40 |
294.40 |
-1.50 |
|
|
|
Jul12 |
120515 |
289.20 |
289.20 |
289.16 |
289.20 |
-1.00 |
|
|
|
Aug12 |
120515 |
285.10 |
285.10 |
285.10 |
285.10 |
-0.60 |
|
|
|
Sep12 |
120515 |
281.40 |
281.44 |
281.40 |
281.40 |
-0.30 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
Jun12 |
120515 |
2.417 |
2.525 |
2.387 |
2.500 |
+0.069 |
126,382 |
161,875 |
-4,286 |
Jul12 |
120515 |
2.493 |
2.592 |
2.458 |
2.568 |
+0.063 |
80,922 |
229,292 |
+7,022 |
Aug12 |
120515 |
2.553 |
2.647 |
2.524 |
2.624 |
+0.062 |
65,171 |
105,744 |
+2,067 |
Sep12 |
120515 |
2.589 |
2.681 |
2.571 |
2.659 |
+0.062 |
53,275 |
129,120 |
-326 |
Oct12 |
120515 |
2.665 |
2.756 |
2.631 |
2.735 |
+0.060 |
43,982 |
127,581 |
-6,111 |
Nov12 |
120515 |
2.915 |
3.021 |
2.910 |
3.004 |
+0.057 |
27,644 |
73,644 |
+1,269 |
Dec12 |
120515 |
3.277 |
3.351 |
3.250 |
3.337 |
+0.049 |
11,165 |
57,758 |
-828 |
Jan13 |
120515 |
3.411 |
3.504 |
3.411 |
3.488 |
+0.046 |
12,178 |
76,939 |
+181 |
Feb13 |
120515 |
3.425 |
3.516 |
3.425 |
3.501 |
+0.044 |
1,895 |
20,995 |
+24 |
Mar13 |
120515 |
3.410 |
3.500 |
3.410 |
3.486 |
+0.043 |
3,454 |
34,065 |
+252 |
Apr13 |
120515 |
3.446 |
3.484 |
3.424 |
3.466 |
+0.040 |
5,514 |
53,995 |
+410 |
May13 |
120515 |
3.441 |
3.514 |
3.441 |
3.502 |
+0.039 |
1,018 |
14,250 |
-26 |
Jun13 |
120515 |
3.521 |
3.564 |
3.513 |
3.551 |
+0.038 |
982 |
6,287 |
+176 |
Jul13 |
120515 |
3.567 |
3.611 |
3.564 |
3.599 |
+0.037 |
556 |
6,340 |
+31 |
Aug13 |
120515 |
3.593 |
3.626 |
3.589 |
3.616 |
+0.036 |
469 |
6,094 |
-71 |
Sep13 |
120515 |
3.598 |
3.631 |
3.598 |
3.619 |
+0.036 |
540 |
6,124 |
-45 |
Total Volume and Open Interest |
441,905 |
1,234,579 |
+1,186 |
Brent Crude Oil(ICE) |
Jun12 |
120515 |
111.17 |
112.67 |
110.93 |
112.24 |
+0.67 |
205,683 |
115,898 |
-41,652 |
Jul12 |
120515 |
110.73 |
112.00 |
110.28 |
111.45 |
+0.45 |
182,237 |
270,283 |
+17,593 |
Aug12 |
120515 |
109.98 |
111.39 |
109.82 |
110.83 |
+0.35 |
78,405 |
160,971 |
+7,321 |
Sep12 |
120515 |
109.30 |
110.78 |
109.27 |
110.18 |
+0.25 |
39,026 |
106,705 |
+3,417 |
Oct12 |
120515 |
108.89 |
110.12 |
108.65 |
109.49 |
+0.15 |
21,843 |
88,586 |
+3,133 |
Nov12 |
120515 |
108.45 |
109.65 |
108.30 |
108.97 |
+0.05 |
17,278 |
57,811 |
+2,619 |
Dec12 |
120515 |
107.94 |
109.16 |
107.73 |
108.47 |
-0.02 |
44,468 |
127,663 |
+1,933 |
Jan13 |
120515 |
107.51 |
108.70 |
107.47 |
108.04 |
-0.06 |
4,412 |
19,794 |
-680 |
Feb13 |
120515 |
107.59 |
108.17 |
107.35 |
107.65 |
-0.08 |
2,660 |
13,371 |
+72 |
Mar13 |
120515 |
107.80 |
107.80 |
107.26 |
107.26 |
-0.11 |
1,492 |
17,086 |
-56 |
Apr13 |
120515 |
106.86 |
106.86 |
106.86 |
106.86 |
-0.14 |
1,058 |
10,129 |
+248 |
May13 |
120515 |
106.50 |
106.50 |
106.41 |
106.41 |
-0.16 |
1,353 |
11,555 |
+164 |
Jun13 |
120515 |
105.74 |
106.64 |
105.32 |
105.94 |
-0.19 |
7,808 |
40,318 |
+716 |
Jul13 |
120515 |
105.50 |
105.50 |
105.50 |
105.50 |
-0.22 |
695 |
7,222 |
-68 |
Total Volume and Open Interest |
632,857 |
1,296,080 |
-3,751 |
Gas Oil(ICE) |
Jun12 |
120515 |
932.75 |
940.00 |
929.50 |
932.25 |
-1.75 |
80,312 |
148,460 |
-765 |
Jul12 |
120515 |
929.00 |
937.50 |
927.25 |
929.75 |
-1.50 |
64,331 |
91,664 |
+3,790 |
Aug12 |
120515 |
928.00 |
936.25 |
926.75 |
929.25 |
-1.00 |
23,763 |
58,058 |
+2,145 |
Sep12 |
120515 |
930.00 |
936.25 |
928.00 |
929.50 |
-0.75 |
14,143 |
51,117 |
-1,650 |
Oct12 |
120515 |
933.00 |
935.75 |
928.25 |
929.25 |
-1.00 |
8,134 |
25,979 |
+1,239 |
Nov12 |
120515 |
926.25 |
935.00 |
926.25 |
928.50 |
-1.00 |
4,821 |
17,849 |
+4 |
Dec12 |
120515 |
925.50 |
934.75 |
925.50 |
928.00 |
-0.75 |
13,539 |
58,621 |
-594 |
Jan13 |
120515 |
927.00 |
933.00 |
927.00 |
928.00 |
-0.75 |
2,351 |
20,467 |
-19 |
Feb13 |
120515 |
928.75 |
932.75 |
927.50 |
927.50 |
-0.75 |
1,236 |
10,258 |
-102 |
Mar13 |
120515 |
925.50 |
931.00 |
925.50 |
926.25 |
-1.00 |
2,614 |
10,477 |
+750 |
Total Volume and Open Interest |
223,089 |
572,404 |
+155,204 |
Ethanol(CBOT) |
May12 |
120503 |
2.185 |
2.190 |
2.181 |
2.181 |
+0.006 |
15 |
195 |
-11 |
Jun12 |
120515 |
2.117 |
2.130 |
2.100 |
2.127 |
+0.024 |
216 |
936 |
-27 |
Jul12 |
120515 |
2.120 |
2.135 |
2.106 |
2.134 |
+0.024 |
786 |
1,395 |
+64 |
Aug12 |
120515 |
2.100 |
2.118 |
2.091 |
2.115 |
+0.023 |
375 |
2,569 |
+14 |
Sep12 |
120515 |
2.030 |
2.042 |
2.030 |
2.042 |
+0.022 |
237 |
1,445 |
+72 |
Oct12 |
120515 |
1.966 |
1.980 |
1.959 |
1.975 |
+0.018 |
44 |
1,604 |
+15 |
Nov12 |
120515 |
1.927 |
1.941 |
1.920 |
1.937 |
+0.020 |
135 |
1,636 |
+26 |
Dec12 |
120515 |
1.924 |
1.928 |
1.918 |
1.927 |
+0.022 |
84 |
1,201 |
+21 |
Total Volume and Open Interest |
1,970 |
12,682 |
+240 |
WTI Crude Oil(ICE) |
Jun12 |
120515 |
94.35 |
95.48 |
92.99 |
93.98 |
-0.80 |
48,096 |
54,781 |
-3,066 |
Jul12 |
120515 |
95.81 |
95.82 |
93.38 |
94.35 |
-0.78 |
24,104 |
60,976 |
+1,858 |
Aug12 |
120515 |
94.85 |
96.09 |
93.68 |
94.63 |
-0.76 |
7,661 |
34,563 |
+64 |
Sep12 |
120515 |
95.10 |
96.34 |
93.98 |
94.93 |
-0.74 |
7,741 |
26,523 |
+1,271 |
Oct12 |
120515 |
95.66 |
96.40 |
94.31 |
95.19 |
-0.73 |
4,702 |
13,930 |
-441 |
Nov12 |
120515 |
96.25 |
96.72 |
94.52 |
95.39 |
-0.72 |
3,255 |
13,405 |
-344 |
Dec12 |
120515 |
96.08 |
96.91 |
94.67 |
95.58 |
-0.71 |
9,881 |
79,106 |
-247 |
Jan13 |
120515 |
96.32 |
96.32 |
95.74 |
95.74 |
-0.72 |
1,552 |
13,426 |
+511 |
Feb13 |
120515 |
96.39 |
96.39 |
95.81 |
95.81 |
-0.73 |
727 |
8,607 |
+140 |
Mar13 |
120515 |
95.76 |
95.76 |
95.76 |
95.76 |
-0.74 |
416 |
4,787 |
-18 |
Apr13 |
120515 |
95.59 |
95.59 |
95.59 |
95.59 |
-0.74 |
160 |
2,413 |
-11 |
May13 |
120515 |
95.35 |
95.35 |
95.35 |
95.35 |
-0.75 |
198 |
1,859 |
+28 |
Jun13 |
120515 |
95.07 |
95.07 |
95.07 |
95.07 |
-0.75 |
1,682 |
20,457 |
+644 |
Jul13 |
120515 |
94.75 |
94.75 |
94.75 |
94.75 |
-0.75 |
40 |
1,525 |
-7 |
Aug13 |
120515 |
94.42 |
94.42 |
94.42 |
94.42 |
-0.75 |
41 |
2,370 |
-4 |
Sep13 |
120515 |
94.11 |
94.11 |
94.11 |
94.11 |
-0.75 |
57 |
6,052 |
-9 |
Total Volume and Open Interest |
114,622 |
465,528 |
+1,464 |
US Dollar Index(ICE) |
Jun12 |
120515 |
80.825 |
81.450 |
80.630 |
81.380 |
+0.632 |
21,689 |
49,569 |
+2,186 |
Sep12 |
120515 |
81.410 |
81.745 |
81.410 |
81.730 |
+0.658 |
20 |
1,116 |
+4 |
Dec12 |
120515 |
82.040 |
82.040 |
82.040 |
82.040 |
+0.618 |
0 |
1 |
+0 |
Total Volume and Open Interest |
21,709 |
50,686 |
+2,190 |
Australian Dollar(CME) |
Jun12 |
120515 |
99.26 |
99.81 |
98.87 |
99.15 |
-0.19 |
143,200 |
147,783 |
+654 |
Sep12 |
120515 |
98.55 |
98.98 |
98.15 |
98.34 |
-0.19 |
80 |
612 |
-12 |
Dec12 |
120515 |
97.84 |
97.84 |
97.64 |
97.64 |
-0.19 |
9 |
11 |
-3 |
Total Volume and Open Interest |
143,291 |
148,410 |
+641 |
British Pound(CME) |
Jun12 |
120515 |
160.95 |
161.11 |
159.86 |
160.00 |
-1.01 |
103,329 |
200,309 |
-6,261 |
Sep12 |
120515 |
160.86 |
160.92 |
159.80 |
159.92 |
-1.00 |
46 |
261 |
-16 |
Dec12 |
120515 |
159.82 |
160.82 |
159.82 |
159.82 |
-1.00 |
7 |
60 |
+7 |
Total Volume and Open Interest |
103,382 |
200,632 |
-6,270 |
Canadian Dollar(CME) |
Jun12 |
120515 |
99.60 |
100.02 |
99.18 |
99.47 |
-0.16 |
104,873 |
135,605 |
-762 |
Sep12 |
120515 |
99.45 |
99.80 |
99.00 |
99.26 |
-0.17 |
587 |
3,140 |
+24 |
Dec12 |
120515 |
99.25 |
99.25 |
98.90 |
99.04 |
-0.16 |
81 |
4,328 |
+24 |
Mar13 |
120515 |
98.82 |
98.98 |
98.82 |
98.82 |
-0.16 |
0 |
182 |
+0 |
Total Volume and Open Interest |
105,541 |
143,532 |
-714 |
Japanese Yen(CME) |
Jun12 |
120515 |
125.27 |
125.33 |
124.51 |
124.59 |
-0.66 |
65,618 |
138,778 |
-1,367 |
Sep12 |
120515 |
125.39 |
125.43 |
124.70 |
124.73 |
-0.66 |
77 |
909 |
+16 |
Dec12 |
120515 |
125.02 |
125.61 |
124.95 |
124.95 |
-0.66 |
0 |
101 |
+0 |
Total Volume and Open Interest |
65,695 |
139,807 |
-1,351 |
Swiss Franc(CME) |
Jun12 |
120515 |
106.84 |
107.17 |
105.96 |
106.07 |
-0.90 |
37,610 |
59,249 |
+3,379 |
Sep12 |
120515 |
106.92 |
107.13 |
106.22 |
106.23 |
-0.90 |
9 |
206 |
+6 |
Dec12 |
120515 |
106.45 |
107.36 |
106.45 |
106.45 |
-0.91 |
0 |
3 |
+0 |
Total Volume and Open Interest |
37,619 |
59,461 |
+3,385 |
EuroFX(CME) |
Jun12 |
120515 |
128.28 |
128.71 |
127.23 |
127.36 |
-1.09 |
221,596 |
341,111 |
+804 |
Sep12 |
120515 |
128.43 |
128.75 |
127.36 |
127.48 |
-1.09 |
250 |
1,968 |
+73 |
Dec12 |
120515 |
127.97 |
128.74 |
127.58 |
127.66 |
-1.08 |
1 |
410 |
+0 |
Total Volume and Open Interest |
221,847 |
343,506 |
+875 |
Mexican Peso(CME) |
May12 |
120514 |
730.5 |
730.5 |
730.5 |
730.5 |
-7.0 |
|
|
|
Jun12 |
120515 |
724.5 |
731.5 |
719.5 |
723.5 |
-5.5 |
43,972 |
157,108 |
-660 |
Total Volume and Open Interest |
44,726 |
163,902 |
-474 |
Brazilian Real(CME) |
Jun12 |
120515 |
499.20 |
502.20 |
496.75 |
499.05 |
-1.50 |
92 |
5,512 |
-60 |
Jul12 |
120515 |
496.00 |
499.60 |
494.45 |
496.50 |
-1.40 |
0 |
50 |
+0 |
Aug12 |
120515 |
493.40 |
494.85 |
493.40 |
493.40 |
-1.45 |
|
|
|
Sep12 |
120515 |
490.25 |
491.75 |
490.25 |
490.25 |
-1.50 |
1 |
27 |
+1 |
Total Volume and Open Interest |
93 |
19,157 |
-59 |
30-Year T-Bonds(CBOT) |
Jun12 |
120515 |
146~160 |
146~220 |
145~240 |
146~130 |
+0~100 |
286,437 |
622,587 |
-982 |
Sep12 |
120515 |
145~270 |
146~010 |
145~020 |
145~240 |
+0~110 |
1,711 |
3,805 |
+453 |
Dec12 |
120515 |
145~240 |
146~040 |
145~170 |
145~280 |
+0~110 |
48 |
157 |
+24 |
Total Volume and Open Interest |
288,196 |
626,549 |
-505 |
10-Year T-Notes(CBOT) |
Jun12 |
120515 |
133~170 |
133~195 |
133~065 |
133~120 |
-0~015 |
780,782 |
1,856,492 |
-9,141 |
Sep12 |
120515 |
132~155 |
132~155 |
132~050 |
132~110 |
-0~005 |
11,507 |
43,472 |
+7,273 |
Dec12 |
120515 |
131~160 |
131~165 |
131~160 |
131~160 |
-0~005 |
0 |
1 |
+0 |
Total Volume and Open Interest |
792,289 |
1,899,965 |
-1,868 |
5-Year T-Notes(CBOT) |
Jun12 |
120515 |
124~035 |
124~040 |
124~016 |
124~019 |
-0~011 |
304,703 |
1,380,637 |
-9,019 |
Sep12 |
120515 |
123~110 |
123~115 |
123~102 |
123~105 |
-0~010 |
1,227 |
19,357 |
+629 |
Dec12 |
120515 |
123~001 |
123~011 |
123~001 |
123~001 |
-0~010 |
|
|
|
Total Volume and Open Interest |
305,930 |
1,399,994 |
-8,390 |
2 Year T-Notes(CBOT) |
Jun12 |
120515 |
110~035 |
110~036 |
110~031 |
110~031 |
-0~003 |
102,783 |
979,934 |
+6,147 |
Sep12 |
120515 |
110~022 |
110~023 |
110~018 |
110~018 |
-0~004 |
2,392 |
10,896 |
+2,016 |
Dec12 |
120515 |
109~084 |
109~088 |
109~084 |
109~084 |
-0~004 |
|
|
|
Total Volume and Open Interest |
105,175 |
990,830 |
+8,163 |
Eurodollars(CME) |
Jun12 |
120515 |
99.490 |
99.507 |
99.490 |
99.495 |
unch |
195,391 |
966,148 |
+1,441 |
Sep12 |
120515 |
99.375 |
99.410 |
99.365 |
99.375 |
-0.010 |
255,146 |
960,729 |
+4,266 |
Dec12 |
120515 |
99.350 |
99.380 |
99.330 |
99.335 |
-0.025 |
212,010 |
1,000,075 |
-193 |
Mar13 |
120515 |
99.345 |
99.370 |
99.320 |
99.325 |
-0.030 |
195,496 |
722,225 |
+6,112 |
Jun13 |
120515 |
99.345 |
99.360 |
99.305 |
99.310 |
-0.030 |
141,213 |
732,026 |
+21,110 |
Sep13 |
120515 |
99.320 |
99.340 |
99.285 |
99.295 |
-0.025 |
126,536 |
692,678 |
+4,748 |
Dec13 |
120515 |
99.285 |
99.300 |
99.255 |
99.265 |
-0.020 |
120,778 |
643,271 |
-4,478 |
Mar14 |
120515 |
99.245 |
99.260 |
99.220 |
99.230 |
-0.020 |
122,455 |
654,422 |
+3,916 |
Jun14 |
120515 |
99.185 |
99.195 |
99.155 |
99.165 |
-0.020 |
104,072 |
485,763 |
+7,310 |
Sep14 |
120515 |
99.110 |
99.120 |
99.070 |
99.085 |
-0.020 |
77,105 |
380,001 |
-2,717 |
Dec14 |
120515 |
99.000 |
99.005 |
98.955 |
98.970 |
-0.025 |
89,217 |
314,709 |
-256 |
Mar15 |
120515 |
98.895 |
98.895 |
98.845 |
98.855 |
-0.030 |
94,932 |
272,084 |
+1,778 |
Jun15 |
120515 |
0.451 |
0.456 |
0.401 |
0.416 |
-0.025 |
68,991 |
261,521 |
-5,691 |
Sep15 |
120515 |
0.301 |
0.311 |
0.261 |
0.276 |
-0.020 |
50,797 |
202,082 |
+4,356 |
Dec15 |
120515 |
0.151 |
0.156 |
0.111 |
0.126 |
-0.015 |
39,335 |
182,414 |
+1,737 |
Mar16 |
120515 |
0.006 |
0.016 |
6.525 |
6.545 |
+6.544 |
32,359 |
110,402 |
+1,917 |
Jun16 |
120515 |
6.415 |
6.420 |
6.375 |
6.400 |
unch |
16,420 |
112,329 |
+27 |
Sep16 |
120515 |
6.270 |
6.270 |
6.225 |
6.255 |
+0.005 |
11,444 |
86,400 |
+221 |
Total Volume and Open Interest |
1,991,204 |
9,072,882 |
+49,456 |
30 Day Federal Funds(CBOT) |
May12 |
120515 |
99.842 |
99.845 |
99.840 |
99.842 |
unch |
2,249 |
52,804 |
+497 |
Jun12 |
120515 |
99.840 |
99.845 |
99.835 |
99.845 |
unch |
3,453 |
38,273 |
+985 |
Jul12 |
120515 |
99.840 |
99.845 |
99.835 |
99.845 |
unch |
1,483 |
44,482 |
+566 |
Aug12 |
120515 |
99.840 |
99.845 |
99.835 |
99.845 |
unch |
1,650 |
39,711 |
+572 |
Sep12 |
120515 |
99.835 |
99.840 |
99.830 |
99.840 |
unch |
2,118 |
32,071 |
-222 |
Oct12 |
120515 |
99.830 |
99.835 |
99.825 |
99.835 |
unch |
2,110 |
50,003 |
+723 |
Total Volume and Open Interest |
25,867 |
516,734 |
+4,439 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun12 |
120515 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
0 |
258 |
+0 |
Sep12 |
120515 |
99.670 |
99.670 |
99.670 |
99.670 |
-0.003 |
|
|
|
Dec12 |
120515 |
99.668 |
99.668 |
99.668 |
99.668 |
-0.002 |
|
|
|
Mar13 |
120515 |
99.668 |
99.668 |
99.668 |
99.668 |
-0.002 |
|
|
|
Jun13 |
120515 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Sep13 |
120515 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Dec13 |
120515 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Mar14 |
120515 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Jun14 |
120515 |
99.510 |
99.510 |
99.510 |
99.510 |
unch |
|
|
|
Sep14 |
120515 |
99.370 |
99.370 |
99.370 |
99.370 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
258 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun12 |
120515 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
2,570 |
+0 |
Sep12 |
120515 |
99.67 |
99.67 |
99.67 |
99.67 |
0.00 |
0 |
697 |
+0 |
Dec12 |
120515 |
99.67 |
99.67 |
99.67 |
99.67 |
0.00 |
0 |
519 |
+0 |
Mar13 |
120515 |
99.67 |
99.67 |
99.67 |
99.67 |
0.00 |
0 |
181 |
+0 |
Jun13 |
120515 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
206 |
+0 |
Sep13 |
120515 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
325 |
+0 |
Dec13 |
120515 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
564 |
+0 |
Mar14 |
120515 |
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 |
120515 |
143.42 |
143.52 |
143.18 |
143.23 |
-0.16 |
4,599 |
23,666 |
+629 |
Sep12 |
120515 |
143.04 |
143.04 |
143.04 |
143.04 |
-0.16 |
0 |
9 |
+0 |
Dec12 |
120515 |
141.91 |
141.91 |
141.91 |
141.91 |
-0.16 |
0 |
4 |
+0 |
Total Volume and Open Interest |
4,599 |
23,679 |
+629 |
Euro-Bund(EUREX) |
Jun12 |
120515 |
143.39 |
143.53 |
142.89 |
143.45 |
+0.05 |
618,799 |
968,951 |
-5,379 |
Sep12 |
120515 |
142.04 |
142.29 |
141.66 |
142.22 |
+0.05 |
4,056 |
36,180 |
+2,385 |
Dec12 |
120515 |
141.95 |
141.95 |
141.95 |
141.95 |
+0.05 |
|
|
|
Total Volume and Open Interest |
622,855 |
1,005,131 |
-2,994 |
Euro-Bobl(EUREX) |
Jun12 |
120515 |
126.02 |
126.09 |
125.83 |
126.03 |
-0.01 |
330,353 |
737,983 |
-150 |
Sep12 |
120515 |
126.33 |
126.41 |
126.23 |
126.39 |
-0.02 |
3,321 |
42,846 |
-178 |
Dec12 |
120515 |
125.98 |
125.98 |
125.98 |
125.98 |
-0.01 |
|
|
|
Total Volume and Open Interest |
333,674 |
780,829 |
-328 |
3-Mth Euribor(EUREX) |
Jun12 |
120515 |
99.315 |
99.315 |
99.315 |
99.315 |
+0.015 |
3 |
1,777 |
+0 |
Sep12 |
120515 |
99.335 |
99.335 |
99.335 |
99.335 |
+0.020 |
0 |
1,333 |
+0 |
Dec12 |
120515 |
99.325 |
99.325 |
99.325 |
99.325 |
+0.015 |
400 |
942 |
-550 |
Total Volume and Open Interest |
403 |
5,733 |
-566 |
Long Gilt(LIFFE) |
Jun12 |
120515 |
118~02 |
118~11 |
117~27 |
118~08 |
-0~02 |
107,996 |
317,226 |
+4,269 |
Sep12 |
120515 |
117~02 |
117~08 |
116~30 |
117~08 |
-0~02 |
3,420 |
6,199 |
+15 |
Total Volume and Open Interest |
111,416 |
323,425 |
+4,284 |
3-Mth Short Sterling(LIFFE) |
Jun12 |
120515 |
98.95 |
98.97 |
98.95 |
98.96 |
+0.01 |
67,977 |
230,622 |
-151 |
Sep12 |
120515 |
98.86 |
98.89 |
98.85 |
98.87 |
+0.01 |
106,529 |
348,949 |
+4,445 |
Dec12 |
120515 |
98.84 |
98.87 |
98.83 |
98.85 |
+0.01 |
92,603 |
272,244 |
+1,046 |
Mar13 |
120515 |
98.83 |
98.87 |
98.83 |
98.84 |
+0.01 |
101,530 |
249,571 |
+6,808 |
Jun13 |
120515 |
98.82 |
98.86 |
98.81 |
98.82 |
+0.01 |
101,746 |
248,407 |
+1,136 |
Sep13 |
120515 |
98.81 |
98.83 |
98.78 |
98.80 |
unch |
86,056 |
251,355 |
+529 |
Total Volume and Open Interest |
799,544 |
2,431,041 |
+20,415 |
3-Mth Euribor(LIFFE) |
Jun12 |
120515 |
99.300 |
99.325 |
99.295 |
99.315 |
+0.015 |
151,444 |
573,541 |
-8,717 |
Sep12 |
120515 |
99.325 |
99.360 |
99.315 |
99.335 |
+0.020 |
241,234 |
523,511 |
+8,943 |
Dec12 |
120515 |
99.320 |
99.355 |
99.310 |
99.330 |
+0.020 |
180,978 |
446,917 |
-1,893 |
Total Volume and Open Interest |
1,033,751 |
3,524,136 |
-10,779 |
3-Mth Aus T-Bills(SFE) |
Jun12 |
120515 |
96.31 |
96.35 |
96.31 |
96.32 |
+0.01 |
26,537 |
140,638 |
-3,250 |
Sep12 |
120515 |
96.72 |
96.77 |
96.72 |
96.73 |
+0.01 |
29,296 |
188,992 |
+4,140 |
Dec12 |
120515 |
96.86 |
96.92 |
96.86 |
96.87 |
+0.01 |
17,259 |
136,467 |
+981 |
Mar13 |
120515 |
96.87 |
96.92 |
96.87 |
96.88 |
+0.01 |
6,390 |
74,275 |
+1,927 |
Jun13 |
120515 |
96.80 |
96.87 |
96.80 |
96.82 |
+0.02 |
5,025 |
64,821 |
+567 |
Sep13 |
120515 |
96.75 |
96.80 |
96.74 |
96.74 |
+0.02 |
2,316 |
48,833 |
+877 |
Dec13 |
120515 |
96.65 |
96.71 |
96.65 |
96.68 |
+0.04 |
2,463 |
32,190 |
+893 |
Mar14 |
120515 |
96.60 |
96.65 |
96.60 |
96.61 |
+0.03 |
1,203 |
20,177 |
+1,024 |
Jun14 |
120515 |
96.54 |
96.55 |
96.53 |
96.53 |
+0.02 |
73 |
1,167 |
-31 |
Sep14 |
120515 |
96.47 |
96.47 |
96.46 |
96.46 |
+0.04 |
0 |
692 |
+0 |
Total Volume and Open Interest |
90,562 |
708,621 |
+7,128 |
10-Year Aus T-Bonds(SFE) |
Jun12 |
120515 |
96.78 |
96.85 |
96.78 |
96.79 |
+0.02 |
54,303 |
423,013 |
+7,112 |
Sep12 |
120515 |
96.79 |
96.79 |
96.79 |
96.79 |
+0.02 |
|
|
|
Total Volume and Open Interest |
54,303 |
423,013 |
+7,112 |
3-Year Aus T-Bonds(SFE) |
Jun12 |
120515 |
97.40 |
97.47 |
97.39 |
97.40 |
+0.01 |
133,717 |
465,512 |
-10,761 |
Sep12 |
120515 |
97.40 |
97.40 |
97.40 |
97.40 |
+0.01 |
|
|
|
Total Volume and Open Interest |
133,717 |
465,512 |
-10,761 |
Gold(CMX) |
Jun12 |
120515 |
1557.2 |
1564.4 |
1541.2 |
1557.1 |
-3.9 |
151,009 |
183,847 |
-5,037 |
Aug12 |
120515 |
1558.9 |
1566.0 |
1543.5 |
1559.3 |
-3.9 |
25,985 |
86,347 |
+6,364 |
Oct12 |
120515 |
1558.4 |
1568.2 |
1545.6 |
1561.3 |
-3.9 |
715 |
12,567 |
-51 |
Dec12 |
120515 |
1563.1 |
1569.8 |
1547.5 |
1563.4 |
-3.9 |
5,481 |
43,598 |
-363 |
Feb13 |
120515 |
1567.6 |
1567.6 |
1550.7 |
1565.5 |
-3.8 |
790 |
19,156 |
+175 |
Apr13 |
120515 |
1561.4 |
1569.2 |
1561.4 |
1567.6 |
-3.7 |
455 |
12,016 |
+123 |
Jun13 |
120515 |
1569.7 |
1569.7 |
1569.7 |
1569.7 |
-3.7 |
532 |
11,421 |
+211 |
Aug13 |
120515 |
1572.1 |
1572.1 |
1572.1 |
1572.1 |
-3.6 |
2 |
1,766 |
+0 |
Oct13 |
120515 |
1574.6 |
1574.6 |
1574.6 |
1574.6 |
-3.6 |
183 |
927 |
+183 |
Dec13 |
120515 |
1582.9 |
1582.9 |
1575.3 |
1577.3 |
-3.6 |
319 |
8,749 |
+67 |
Feb14 |
120515 |
1580.4 |
1580.4 |
1580.4 |
1580.4 |
-3.5 |
0 |
6 |
+0 |
Total Volume and Open Interest |
186,266 |
419,472 |
+2,220 |
Silver(CMX) |
May12 |
120515 |
2805.0 |
2836.0 |
2763.5 |
2805.4 |
-26.5 |
15 |
325 |
-51 |
Jul12 |
120515 |
2815.5 |
2843.0 |
2756.5 |
2808.0 |
-27.3 |
35,664 |
59,758 |
-457 |
Sep12 |
120515 |
2810.0 |
2847.0 |
2768.0 |
2813.3 |
-27.5 |
575 |
8,628 |
-212 |
Dec12 |
120515 |
2827.0 |
2851.0 |
2770.0 |
2819.9 |
-27.6 |
1,621 |
17,760 |
+523 |
Mar13 |
120515 |
2823.2 |
2823.2 |
2823.2 |
2823.2 |
-27.5 |
31 |
2,899 |
+6 |
May13 |
120515 |
2824.6 |
2824.6 |
2824.6 |
2824.6 |
-27.3 |
3 |
1,820 |
+0 |
Jul13 |
120515 |
2820.0 |
2826.6 |
2780.0 |
2826.6 |
-27.3 |
182 |
3,223 |
+15 |
Total Volume and Open Interest |
38,354 |
112,393 |
-165 |
Platinum(NYMEX) |
Jul12 |
120515 |
1436.6 |
1454.6 |
1431.5 |
1446.5 |
+3.9 |
10,716 |
41,251 |
+438 |
Oct12 |
120515 |
1442.3 |
1456.0 |
1437.0 |
1449.6 |
+3.7 |
335 |
2,924 |
+198 |
Jan13 |
120515 |
1443.6 |
1452.6 |
1443.6 |
1452.6 |
+4.4 |
7 |
171 |
+6 |
Apr13 |
120515 |
1452.6 |
1452.6 |
1452.6 |
1452.6 |
+4.4 |
1 |
2 |
+1 |
Total Volume and Open Interest |
11,059 |
44,351 |
+643 |
Palladium(NYMEX) |
Jun12 |
120515 |
591.55 |
605.70 |
591.00 |
601.10 |
+6.25 |
6,687 |
17,208 |
+370 |
Sep12 |
120515 |
594.35 |
606.65 |
594.35 |
602.95 |
+6.35 |
712 |
5,077 |
+363 |
Dec12 |
120515 |
602.00 |
604.10 |
602.00 |
604.10 |
+6.35 |
0 |
51 |
+0 |
Total Volume and Open Interest |
7,399 |
22,343 |
+733 |
Copper(CMX) |
May12 |
120515 |
352.00 |
354.95 |
349.00 |
352.20 |
-3.50 |
475 |
1,946 |
-156 |
Jul12 |
120515 |
351.25 |
355.85 |
348.60 |
351.75 |
-3.65 |
54,909 |
75,449 |
+118 |
Sep12 |
120515 |
351.70 |
356.25 |
349.50 |
352.30 |
-3.45 |
4,498 |
26,858 |
+319 |
Dec12 |
120515 |
353.35 |
356.75 |
349.95 |
353.00 |
-3.40 |
2,826 |
22,021 |
+456 |
Mar13 |
120515 |
354.40 |
354.40 |
353.55 |
353.55 |
-3.35 |
200 |
5,702 |
+118 |
Total Volume and Open Interest |
64,175 |
145,550 |
+820 |
DJIA Index(CBOT) |
Jun12 |
120515 |
12660 |
12739 |
12605 |
12605 |
-50 |
109 |
14,002 |
-3 |
Sep12 |
120515 |
12580 |
12584 |
12534 |
12534 |
-50 |
0 |
2 |
+0 |
Dec12 |
120515 |
12453 |
12503 |
12453 |
12453 |
-50 |
0 |
1 |
+0 |
Mar13 |
120515 |
12386 |
12436 |
12386 |
12386 |
-50 |
|
|
|
Total Volume and Open Interest |
109 |
14,005 |
-3 |
E-mini DJIA Index(CBOT) |
Jun12 |
120515 |
12662 |
12759 |
12573 |
12605 |
-50 |
130,526 |
101,967 |
-595 |
Sep12 |
120515 |
12641 |
12687 |
12534 |
12534 |
-50 |
309 |
604 |
+302 |
Dec12 |
120515 |
12453 |
12453 |
12453 |
12453 |
-50 |
3 |
23 |
-2 |
Mar13 |
120515 |
12386 |
12386 |
12386 |
12386 |
-50 |
|
|
|
Total Volume and Open Interest |
130,838 |
102,594 |
-295 |
S & P 500(CME) |
Jun12 |
120515 |
1334.00 |
1346.80 |
1325.70 |
1328.20 |
-5.90 |
10,807 |
239,712 |
-20 |
Sep12 |
120515 |
1332.00 |
1334.70 |
1321.20 |
1321.80 |
-5.90 |
45 |
5,067 |
+12 |
Dec12 |
120515 |
1315.30 |
1328.10 |
1314.60 |
1315.30 |
-5.80 |
2 |
6,466 |
+0 |
Mar13 |
120515 |
1315.50 |
1321.60 |
1308.10 |
1308.80 |
-5.80 |
|
|
|
Total Volume and Open Interest |
10,854 |
251,246 |
-8 |
S & P 500 E-Mini(Globex) |
Jun12 |
120515 |
1334.50 |
1347.00 |
1325.50 |
1328.25 |
-5.75 |
1,840,516 |
2,859,612 |
+17,466 |
Sep12 |
120515 |
1327.25 |
1340.00 |
1319.50 |
1321.75 |
-6.00 |
1,404 |
32,211 |
-18 |
Total Volume and Open Interest |
1,841,948 |
2,896,560 |
+17,453 |
NASDAQ 100(CME) |
Jun12 |
120515 |
2586.00 |
2616.50 |
2573.00 |
2578.30 |
-6.70 |
626 |
21,327 |
-562 |
Sep12 |
120515 |
2572.80 |
2608.00 |
2570.00 |
2572.80 |
-7.00 |
0 |
3 |
+0 |
Dec12 |
120515 |
2566.00 |
2573.00 |
2566.00 |
2566.00 |
-7.00 |
|
|
|
Total Volume and Open Interest |
626 |
21,330 |
-562 |
NASDAQ 100 E-Mini(Globex) |
Jun12 |
120515 |
2587.00 |
2616.30 |
2574.50 |
2578.30 |
-6.70 |
266,269 |
399,861 |
-7,746 |
Sep12 |
120515 |
2585.80 |
2597.30 |
2572.80 |
2572.80 |
-7.00 |
42 |
163 |
+21 |
Total Volume and Open Interest |
266,313 |
400,048 |
-7,726 |
S & P Midcap 400(CME) |
Jun12 |
120515 |
946.90 |
955.00 |
946.00 |
946.90 |
-2.50 |
0 |
1,918 |
+0 |
Sep12 |
120515 |
943.90 |
946.40 |
943.90 |
943.90 |
-2.50 |
|
|
|
Dec12 |
120515 |
941.90 |
944.40 |
941.90 |
941.90 |
-2.50 |
|
|
|
Total Volume and Open Interest |
0 |
1,918 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun12 |
120515 |
8860 |
8965 |
8835 |
8855 |
-15 |
6,829 |
36,638 |
-228 |
Sep12 |
120515 |
8870 |
8885 |
8870 |
8870 |
-15 |
0 |
2 |
+0 |
Total Volume and Open Interest |
6,829 |
36,640 |
-228 |
Nikkei 225(SGX) |
Jun12 |
120515 |
8925 |
8935 |
8840 |
8915 |
-35 |
117,326 |
253,311 |
-2,150 |
Sep12 |
120515 |
8915 |
8915 |
8845 |
8910 |
-30 |
95 |
8,395 |
+42 |
Dec12 |
120515 |
8850 |
8850 |
8850 |
8850 |
-35 |
0 |
5,904 |
+0 |
Total Volume and Open Interest |
117,441 |
270,902 |
-18,906 |
CAC 40(EURONEXT) |
May12 |
120515 |
3061.0 |
3098.0 |
3018.0 |
3038.0 |
-20.5 |
173,064 |
381,421 |
-33,435 |
Jun12 |
120515 |
3032.5 |
3068.0 |
2989.0 |
3009.0 |
-20.5 |
37,078 |
38,306 |
+902 |
Jul12 |
120515 |
3031.5 |
3033.5 |
2988.5 |
2998.0 |
-20.5 |
0 |
280 |
+0 |
Total Volume and Open Interest |
210,142 |
420,130 |
-32,533 |
Hang Seng Index(HKFE) |
May12 |
120515 |
19431 |
19728 |
19421 |
19635 |
+117 |
83,809 |
96,694 |
+3,320 |
Jun12 |
120515 |
19236 |
19530 |
19230 |
19439 |
+111 |
1,865 |
10,829 |
+1,057 |
Total Volume and Open Interest |
85,765 |
109,928 |
+4,374 |
DAX(EUREX) |
Jun12 |
120515 |
6463.0 |
6513.0 |
6353.5 |
6394.5 |
-73.5 |
160,318 |
186,485 |
+1,375 |
Sep12 |
120515 |
6474.0 |
6517.5 |
6363.0 |
6400.5 |
-73.5 |
240 |
3,630 |
-8 |
Dec12 |
120515 |
6493.5 |
6505.5 |
6369.0 |
6407.0 |
-74.0 |
14 |
419 |
+1 |
Total Volume and Open Interest |
160,572 |
190,534 |
+1,368 |
FT-SE 100(EURONEXT) |
Jun12 |
120515 |
5431.50 |
5487.00 |
5379.50 |
5410.50 |
-39.50 |
138,856 |
577,653 |
+3,877 |
Sep12 |
120515 |
5420.00 |
5422.50 |
5359.00 |
5369.00 |
-39.50 |
38 |
5,231 |
+3 |
Dec12 |
120515 |
5348.00 |
5348.00 |
5348.00 |
5348.00 |
-40.00 |
0 |
360 |
+0 |
Total Volume and Open Interest |
138,894 |
583,244 |
+3,880 |
SPI 200(SFE) |
Jun12 |
120515 |
4291.0 |
4293.0 |
4258.0 |
4273.0 |
-24.0 |
28,587 |
203,903 |
+2,629 |
Sep12 |
120515 |
4250.0 |
4250.0 |
4231.0 |
4236.0 |
-24.0 |
189 |
2,632 |
+24 |
Dec12 |
120515 |
4227.0 |
4238.0 |
4227.0 |
4238.0 |
-23.0 |
5 |
2,099 |
-14 |
Total Volume and Open Interest |
29,404 |
212,261 |
+2,945 |
GSCI(CME) |
Jun12 |
120515 |
637.40 |
638.50 |
634.50 |
636.00 |
+1.50 |
1,753 |
7,784 |
+1,483 |
Jul12 |
120515 |
632.00 |
635.00 |
630.25 |
632.00 |
+1.50 |
|
|
|
Aug12 |
120515 |
631.50 |
631.50 |
631.50 |
631.50 |
|
|
|
|
Reuters CCI(ICE) |
Jun12 |
120515 |
289.20 |
289.20 |
289.20 |
289.20 |
+0.80 |
|
|
|
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. |
|
|