|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed May 16, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul12 |
120516 |
1413.50 |
1423.00 |
1386.25 |
1422.00 |
+9.00 |
148,835 |
290,061 |
-2,412 |
Aug12 |
120516 |
1394.00 |
1397.50 |
1369.00 |
1395.25 |
+1.50 |
9,626 |
40,956 |
-452 |
Sep12 |
120516 |
1340.00 |
1343.00 |
1319.25 |
1342.25 |
+2.25 |
3,773 |
19,110 |
+969 |
Nov12 |
120516 |
1307.25 |
1310.00 |
1282.25 |
1302.25 |
-2.75 |
75,193 |
242,521 |
+440 |
Jan13 |
120516 |
1305.50 |
1308.00 |
1284.00 |
1300.00 |
-2.50 |
5,848 |
52,246 |
+106 |
Mar13 |
120516 |
1275.75 |
1281.00 |
1259.00 |
1272.75 |
-1.25 |
5,359 |
61,645 |
+1,185 |
May13 |
120516 |
1262.75 |
1269.00 |
1246.75 |
1259.75 |
-1.00 |
2,959 |
32,158 |
+190 |
Jul13 |
120516 |
1265.00 |
1265.00 |
1248.25 |
1258.75 |
-2.00 |
2,568 |
33,550 |
+415 |
Aug13 |
120516 |
1246.75 |
1248.75 |
1246.75 |
1246.75 |
-2.00 |
0 |
155 |
+0 |
Sep13 |
120516 |
1203.50 |
1207.50 |
1202.50 |
1202.50 |
-5.00 |
16 |
258 |
+10 |
Nov13 |
120516 |
1175.25 |
1175.75 |
1154.00 |
1162.25 |
-6.75 |
794 |
15,392 |
+151 |
Jan14 |
120516 |
1167.00 |
1173.75 |
1167.00 |
1167.00 |
-6.75 |
0 |
160 |
+0 |
Mar14 |
120516 |
1165.00 |
1171.75 |
1165.00 |
1165.00 |
-6.75 |
0 |
3 |
+0 |
May14 |
120516 |
1165.00 |
1171.75 |
1165.00 |
1165.00 |
-6.75 |
|
|
|
Total Volume and Open Interest |
254,981 |
788,763 |
+278 |
Soybean Meal(CBOT) |
Jul12 |
120516 |
416.80 |
425.30 |
409.40 |
425.00 |
+7.80 |
55,703 |
127,550 |
-1,872 |
Aug12 |
120516 |
405.70 |
411.30 |
398.70 |
410.20 |
+4.50 |
3,393 |
18,082 |
-20 |
Sep12 |
120516 |
385.70 |
392.90 |
381.70 |
392.40 |
+3.70 |
1,476 |
15,485 |
+322 |
Oct12 |
120516 |
370.80 |
374.00 |
364.90 |
374.00 |
+2.70 |
1,584 |
11,701 |
+319 |
Dec12 |
120516 |
367.80 |
370.50 |
360.50 |
370.50 |
+2.30 |
11,346 |
45,078 |
-845 |
Jan13 |
120516 |
359.30 |
365.40 |
357.80 |
365.40 |
+2.20 |
500 |
4,759 |
-21 |
Mar13 |
120516 |
349.00 |
353.20 |
345.70 |
351.80 |
+2.30 |
910 |
8,369 |
+59 |
May13 |
120516 |
340.30 |
348.00 |
340.00 |
346.30 |
+2.80 |
403 |
5,673 |
+123 |
Jul13 |
120516 |
339.60 |
348.10 |
339.60 |
346.00 |
+2.50 |
126 |
5,717 |
+38 |
Aug13 |
120516 |
339.90 |
339.90 |
337.40 |
339.90 |
+2.50 |
0 |
234 |
+0 |
Total Volume and Open Interest |
75,725 |
247,943 |
-1,957 |
Soybean Oil(CBOT) |
Jul12 |
120516 |
51.47 |
51.52 |
50.05 |
50.43 |
-1.04 |
71,699 |
191,611 |
-677 |
Aug12 |
120516 |
51.68 |
51.68 |
50.26 |
50.64 |
-1.04 |
7,734 |
31,180 |
+451 |
Sep12 |
120516 |
51.88 |
51.88 |
50.47 |
50.84 |
-1.04 |
4,709 |
21,366 |
+1,264 |
Oct12 |
120516 |
52.06 |
52.06 |
50.84 |
51.02 |
-1.04 |
3,241 |
11,727 |
+386 |
Dec12 |
120516 |
52.42 |
52.48 |
51.01 |
51.39 |
-1.03 |
17,847 |
83,264 |
-1,769 |
Jan13 |
120516 |
52.00 |
52.48 |
51.27 |
51.61 |
-1.01 |
676 |
5,579 |
+104 |
Mar13 |
120516 |
52.75 |
52.85 |
51.45 |
51.78 |
-1.01 |
741 |
15,874 |
+134 |
May13 |
120516 |
52.93 |
52.93 |
51.68 |
51.89 |
-1.01 |
543 |
8,375 |
-19 |
Jul13 |
120516 |
52.39 |
52.45 |
51.76 |
51.96 |
-1.01 |
248 |
5,162 |
-102 |
Aug13 |
120516 |
52.00 |
52.82 |
51.82 |
51.84 |
-0.98 |
27 |
1,000 |
+2 |
Total Volume and Open Interest |
107,844 |
380,995 |
-422 |
Canola(WCE) |
May12 |
120514 |
599.4 |
599.4 |
599.4 |
599.4 |
-13.7 |
|
|
|
Jul12 |
120516 |
603.0 |
603.1 |
594.5 |
601.0 |
-1.6 |
6,690 |
87,960 |
-2,681 |
Nov12 |
120516 |
562.0 |
562.1 |
554.5 |
558.4 |
-4.0 |
8,525 |
115,533 |
-323 |
Jan13 |
120516 |
557.5 |
563.1 |
557.5 |
561.4 |
-4.2 |
1,038 |
20,820 |
+265 |
Mar13 |
120516 |
560.5 |
566.2 |
560.3 |
564.2 |
-4.7 |
408 |
10,189 |
+155 |
Total Volume and Open Interest |
16,944 |
242,933 |
-2,580 |
Corn(CBOT) |
Jul12 |
120516 |
597.00 |
620.75 |
590.75 |
620.00 |
+22.75 |
106,879 |
536,758 |
-5,698 |
Sep12 |
120516 |
523.00 |
538.00 |
516.50 |
537.00 |
+14.00 |
26,552 |
166,927 |
-543 |
Dec12 |
120516 |
514.50 |
528.00 |
507.25 |
526.25 |
+11.75 |
57,416 |
382,873 |
-5,760 |
Mar13 |
120516 |
525.00 |
538.50 |
520.00 |
537.25 |
+10.75 |
2,853 |
60,920 |
+520 |
May13 |
120516 |
534.00 |
545.50 |
529.50 |
545.00 |
+10.25 |
2,036 |
13,481 |
-91 |
Jul13 |
120516 |
541.00 |
553.50 |
536.50 |
552.25 |
+10.00 |
2,500 |
31,404 |
+351 |
Sep13 |
120516 |
530.50 |
542.25 |
526.25 |
542.25 |
+11.00 |
39 |
1,841 |
+4 |
Dec13 |
120516 |
525.00 |
538.00 |
522.00 |
536.00 |
+9.50 |
1,774 |
39,557 |
+596 |
Mar14 |
120516 |
546.00 |
546.00 |
536.50 |
546.00 |
+9.50 |
15 |
646 |
-5 |
May14 |
120516 |
554.00 |
554.00 |
543.75 |
553.00 |
+9.25 |
1 |
215 |
+0 |
Total Volume and Open Interest |
200,131 |
1,238,835 |
-10,853 |
Wheat(CBOT) |
Jul12 |
120516 |
608.50 |
639.75 |
604.00 |
638.75 |
+30.25 |
36,826 |
237,780 |
-1,191 |
Sep12 |
120516 |
622.25 |
652.00 |
617.50 |
651.25 |
+29.00 |
6,515 |
57,398 |
+558 |
Dec12 |
120516 |
643.50 |
671.75 |
638.50 |
671.00 |
+27.25 |
8,196 |
106,284 |
-116 |
Mar13 |
120516 |
663.25 |
687.25 |
658.50 |
686.50 |
+22.50 |
871 |
16,489 |
+202 |
May13 |
120516 |
673.50 |
695.75 |
669.50 |
695.75 |
+22.00 |
263 |
5,952 |
+26 |
Jul13 |
120516 |
676.00 |
700.00 |
676.00 |
698.50 |
+17.50 |
686 |
9,877 |
+219 |
Total Volume and Open Interest |
53,441 |
438,874 |
-649 |
Wheat(KCBT) |
Jul12 |
120516 |
627.00 |
657.00 |
623.75 |
656.00 |
+28.50 |
5,216 |
84,936 |
-287 |
Sep12 |
120516 |
643.50 |
671.75 |
640.50 |
671.25 |
+28.00 |
952 |
22,592 |
+93 |
Dec12 |
120516 |
667.25 |
694.00 |
664.00 |
693.50 |
+26.25 |
1,020 |
25,693 |
+120 |
Mar13 |
120516 |
680.25 |
706.75 |
677.00 |
706.75 |
+25.75 |
221 |
6,409 |
-67 |
May13 |
120516 |
697.50 |
714.00 |
697.50 |
714.00 |
+25.75 |
30 |
3,636 |
-6 |
Jul13 |
120516 |
694.25 |
718.00 |
694.25 |
718.00 |
+23.50 |
129 |
1,763 |
+61 |
Total Volume and Open Interest |
7,569 |
145,176 |
-93 |
Wheat(MGE) |
May12 |
120514 |
741.25 |
741.25 |
741.25 |
741.25 |
unch |
30 |
49 |
-11 |
Jul12 |
120516 |
749.25 |
766.75 |
747.75 |
760.00 |
+9.50 |
1,260 |
16,394 |
+303 |
Sep12 |
120516 |
744.25 |
763.25 |
743.50 |
755.50 |
+10.50 |
733 |
10,895 |
+79 |
Dec12 |
120516 |
750.00 |
768.00 |
750.00 |
761.00 |
+6.75 |
385 |
9,690 |
-90 |
Mar13 |
120516 |
759.25 |
772.50 |
759.25 |
767.25 |
+6.75 |
46 |
1,557 |
+11 |
Total Volume and Open Interest |
2,424 |
38,723 |
+298 |
Oats(CBOT) |
Jul12 |
120516 |
331.75 |
337.50 |
329.00 |
337.50 |
+7.25 |
377 |
8,436 |
-86 |
Sep12 |
120516 |
336.25 |
341.75 |
335.25 |
341.75 |
+6.50 |
30 |
481 |
-10 |
Dec12 |
120516 |
339.50 |
346.00 |
339.50 |
346.00 |
+4.75 |
44 |
2,824 |
-2 |
Mar13 |
120516 |
346.00 |
349.00 |
345.00 |
349.00 |
+4.00 |
0 |
27 |
+0 |
Total Volume and Open Interest |
451 |
11,768 |
-102 |
Rough Rice(CBOT) |
May12 |
120514 |
15.48 |
15.48 |
15.48 |
15.48 |
unch |
52 |
67 |
-17 |
Jul12 |
120516 |
15.38 |
15.44 |
15.05 |
15.11 |
-0.36 |
689 |
11,077 |
-71 |
Sep12 |
120516 |
15.68 |
15.68 |
15.28 |
15.35 |
-0.35 |
60 |
2,603 |
+1 |
Nov12 |
120516 |
15.80 |
15.85 |
15.60 |
15.60 |
-0.34 |
12 |
274 |
+3 |
Total Volume and Open Interest |
761 |
14,050 |
-83 |
Live Cattle(CME) |
Jun12 |
120516 |
116.430 |
117.000 |
116.350 |
116.885 |
+0.455 |
28,462 |
88,306 |
-9,609 |
Aug12 |
120516 |
118.635 |
119.100 |
118.535 |
118.950 |
+0.220 |
22,475 |
119,048 |
+3,072 |
Oct12 |
120516 |
123.500 |
124.400 |
123.430 |
124.180 |
+0.530 |
8,573 |
73,203 |
+756 |
Dec12 |
120516 |
126.035 |
126.980 |
125.850 |
126.830 |
+0.695 |
5,927 |
37,875 |
+189 |
Feb13 |
120516 |
127.385 |
128.450 |
127.300 |
128.050 |
+0.300 |
1,205 |
14,669 |
+113 |
Apr13 |
120516 |
129.325 |
130.300 |
129.285 |
130.150 |
+0.450 |
893 |
5,106 |
+264 |
Total Volume and Open Interest |
67,587 |
339,492 |
-5,194 |
Feeder Cattle(CME) |
May12 |
120516 |
149.500 |
150.075 |
149.250 |
149.850 |
+0.415 |
1,230 |
4,829 |
-373 |
Aug12 |
120516 |
157.535 |
158.880 |
157.500 |
158.325 |
+0.640 |
3,182 |
21,955 |
-240 |
Sep12 |
120516 |
159.000 |
160.250 |
159.000 |
159.800 |
+0.650 |
720 |
5,237 |
-122 |
Oct12 |
120516 |
160.750 |
161.650 |
160.750 |
161.400 |
+0.865 |
733 |
4,654 |
-44 |
Nov12 |
120516 |
161.450 |
162.400 |
161.450 |
162.050 |
+0.600 |
222 |
2,078 |
+25 |
Jan13 |
120516 |
161.500 |
162.550 |
161.500 |
162.050 |
+0.600 |
91 |
1,667 |
+2 |
Mar13 |
120516 |
162.000 |
162.500 |
162.000 |
162.350 |
+0.850 |
2 |
98 |
+2 |
Total Volume and Open Interest |
6,180 |
40,524 |
-750 |
Lean Hogs(CME) |
Jun12 |
120516 |
86.500 |
86.750 |
85.850 |
86.500 |
+0.100 |
24,201 |
67,114 |
-3,755 |
Jul12 |
120516 |
87.400 |
87.700 |
86.830 |
87.635 |
+0.235 |
17,682 |
63,710 |
+3,592 |
Aug12 |
120516 |
87.600 |
88.450 |
87.285 |
88.350 |
+0.650 |
7,967 |
38,148 |
+1,164 |
Oct12 |
120516 |
80.400 |
80.750 |
80.035 |
80.385 |
+0.305 |
4,693 |
46,007 |
-670 |
Dec12 |
120516 |
78.035 |
78.400 |
77.650 |
78.350 |
+0.520 |
2,148 |
34,537 |
-167 |
Feb13 |
120516 |
79.250 |
80.100 |
79.180 |
80.000 |
+0.465 |
798 |
12,605 |
-11 |
Apr13 |
120516 |
80.950 |
81.400 |
80.900 |
81.330 |
+0.330 |
213 |
7,760 |
+28 |
May13 |
120516 |
85.430 |
85.900 |
85.430 |
85.900 |
+0.400 |
0 |
149 |
+0 |
Total Volume and Open Interest |
57,823 |
273,801 |
-1,406 |
Class III Milk(CME) |
May12 |
120516 |
15.28 |
15.29 |
15.16 |
15.26 |
+0.01 |
47 |
4,763 |
-12 |
Jun12 |
120516 |
14.87 |
15.38 |
14.87 |
15.25 |
+0.38 |
439 |
4,574 |
-24 |
Jul12 |
120516 |
14.79 |
15.01 |
14.70 |
14.84 |
+0.11 |
327 |
3,490 |
+142 |
Aug12 |
120516 |
15.15 |
15.38 |
15.12 |
15.19 |
+0.07 |
71 |
3,069 |
-10 |
Sep12 |
120516 |
15.57 |
15.75 |
15.57 |
15.62 |
+0.05 |
20 |
2,749 |
+8 |
Total Volume and Open Interest |
978 |
26,555 |
+106 |
Cocoa(ICE) |
May12 |
120515 |
2278 |
2278 |
2278 |
2278 |
-43 |
14 |
45 |
-490 |
Jul12 |
120516 |
2239 |
2299 |
2227 |
2292 |
+24 |
11,576 |
78,675 |
+618 |
Sep12 |
120516 |
2245 |
2309 |
2240 |
2304 |
+23 |
4,482 |
33,925 |
+344 |
Dec12 |
120516 |
2274 |
2318 |
2253 |
2313 |
+22 |
2,267 |
24,291 |
+369 |
Mar13 |
120516 |
2277 |
2320 |
2259 |
2318 |
+24 |
735 |
29,416 |
+265 |
May13 |
120516 |
2300 |
2330 |
2269 |
2329 |
+29 |
83 |
8,558 |
+17 |
Jul13 |
120516 |
2310 |
2340 |
2290 |
2340 |
+30 |
75 |
2,361 |
+50 |
Total Volume and Open Interest |
19,271 |
182,550 |
+1,624 |
Coffee "C"(ICE) |
May12 |
120516 |
178.80 |
178.80 |
177.40 |
177.40 |
+0.35 |
20 |
25 |
-1 |
Jul12 |
120516 |
176.75 |
182.15 |
175.50 |
178.00 |
-0.40 |
10,339 |
73,433 |
-709 |
Sep12 |
120516 |
178.25 |
184.40 |
178.20 |
180.20 |
-0.50 |
2,513 |
32,875 |
+326 |
Dec12 |
120516 |
182.90 |
187.75 |
181.90 |
183.60 |
-0.55 |
1,274 |
25,186 |
+300 |
Mar13 |
120516 |
186.50 |
191.45 |
185.35 |
187.35 |
-0.65 |
331 |
8,353 |
+142 |
May13 |
120516 |
190.00 |
194.00 |
189.05 |
189.80 |
-0.80 |
221 |
3,439 |
-49 |
Total Volume and Open Interest |
14,841 |
146,979 |
+61 |
Orange Juice(ICE) |
Jul12 |
120516 |
113.05 |
114.40 |
110.35 |
112.80 |
-1.20 |
975 |
14,491 |
+146 |
Sep12 |
120516 |
115.30 |
115.75 |
112.90 |
114.70 |
-1.35 |
193 |
2,154 |
+29 |
Nov12 |
120516 |
117.75 |
117.75 |
115.80 |
116.80 |
-1.55 |
165 |
3,859 |
+36 |
Jan13 |
120516 |
119.05 |
119.05 |
118.95 |
119.05 |
-1.50 |
53 |
672 |
+7 |
Mar13 |
120516 |
121.05 |
121.05 |
121.05 |
121.05 |
-2.00 |
23 |
944 |
+16 |
May13 |
120516 |
122.80 |
122.80 |
122.80 |
122.80 |
-1.50 |
15 |
37 |
+15 |
Total Volume and Open Interest |
1,424 |
22,159 |
+249 |
Sugar #11(ICE) |
Jul12 |
120516 |
20.37 |
20.87 |
20.19 |
20.73 |
+0.33 |
26,916 |
326,531 |
+326 |
Oct12 |
120516 |
20.73 |
21.18 |
20.61 |
21.06 |
+0.27 |
9,174 |
169,227 |
+594 |
Mar13 |
120516 |
21.62 |
22.00 |
21.56 |
21.91 |
+0.23 |
5,407 |
115,810 |
-517 |
May13 |
120516 |
21.83 |
21.97 |
21.68 |
21.92 |
+0.16 |
1,353 |
29,314 |
-15 |
Jul13 |
120516 |
21.83 |
21.95 |
21.69 |
21.93 |
+0.09 |
980 |
29,289 |
+492 |
Oct13 |
120516 |
21.95 |
22.09 |
21.85 |
22.06 |
+0.07 |
668 |
23,406 |
+208 |
Mar14 |
120516 |
22.25 |
22.35 |
22.15 |
22.35 |
+0.05 |
62 |
19,111 |
+5 |
May14 |
120516 |
22.08 |
22.15 |
22.03 |
22.15 |
+0.07 |
48 |
4,953 |
-18 |
Total Volume and Open Interest |
44,705 |
725,638 |
+1,159 |
London Cocoa(LCE) |
May12 |
120516 |
1560 |
1588 |
1515 |
1550 |
+2 |
2,484 |
6,408 |
-8,559 |
Jul12 |
120516 |
1505 |
1545 |
1494 |
1541 |
+32 |
5,172 |
64,761 |
+47 |
Sep12 |
120516 |
1495 |
1531 |
1491 |
1527 |
+25 |
1,882 |
31,356 |
+642 |
Dec12 |
120516 |
1483 |
1517 |
1478 |
1512 |
+22 |
1,114 |
33,251 |
+400 |
Mar13 |
120516 |
1461 |
1495 |
1461 |
1490 |
+22 |
645 |
35,557 |
+256 |
May13 |
120516 |
1461 |
1493 |
1457 |
1488 |
+21 |
211 |
9,890 |
+25 |
Jul13 |
120516 |
1465 |
1493 |
1465 |
1492 |
+21 |
16 |
4,943 |
+300 |
Total Volume and Open Interest |
11,551 |
191,368 |
-6,658 |
London Sugar(LCE) |
Aug12 |
120516 |
564.80 |
578.60 |
561.90 |
576.70 |
+11.40 |
3,647 |
30,982 |
-277 |
Oct12 |
120516 |
551.00 |
559.50 |
548.90 |
558.80 |
+6.40 |
1,788 |
14,997 |
+30 |
Dec12 |
120516 |
559.80 |
566.50 |
558.50 |
566.40 |
+5.30 |
882 |
5,797 |
+87 |
Mar13 |
120516 |
569.00 |
576.30 |
568.00 |
575.70 |
+5.50 |
358 |
6,516 |
+82 |
May13 |
120516 |
574.00 |
581.00 |
574.00 |
580.00 |
+3.80 |
125 |
927 |
+1 |
Total Volume and Open Interest |
6,839 |
60,484 |
-65 |
Cotton(ICE) |
Jul12 |
120516 |
79.20 |
79.34 |
76.85 |
76.97 |
-2.19 |
15,066 |
98,998 |
-3,279 |
Oct12 |
120516 |
78.00 |
78.00 |
76.58 |
76.58 |
-2.34 |
1 |
151 |
-1 |
Dec12 |
120516 |
77.29 |
77.60 |
74.46 |
74.61 |
-2.72 |
8,893 |
76,006 |
+939 |
Mar13 |
120516 |
78.39 |
78.80 |
75.89 |
75.89 |
-2.64 |
571 |
5,589 |
+8 |
May13 |
120516 |
79.50 |
79.84 |
77.11 |
77.11 |
-2.50 |
113 |
2,115 |
+67 |
Jul13 |
120516 |
80.38 |
80.54 |
78.06 |
78.06 |
-2.37 |
71 |
3,133 |
+24 |
Total Volume and Open Interest |
24,744 |
186,749 |
-2,230 |
Lumber(CME) |
Jul12 |
120516 |
284.8 |
285.6 |
278.1 |
282.5 |
-2.8 |
349 |
5,570 |
-8 |
Sep12 |
120516 |
290.3 |
291.5 |
284.7 |
287.6 |
-3.1 |
196 |
2,256 |
+90 |
Nov12 |
120516 |
284.1 |
285.7 |
283.1 |
283.9 |
-3.2 |
21 |
994 |
+6 |
Jan13 |
120516 |
293.2 |
293.2 |
289.7 |
293.0 |
-2.5 |
5 |
180 |
+5 |
Total Volume and Open Interest |
652 |
9,138 |
+58 |
Crude Oil(NYM) |
Jun12 |
120516 |
93.16 |
94.16 |
91.81 |
92.81 |
-1.17 |
251,994 |
150,971 |
-9,131 |
Jul12 |
120516 |
93.80 |
94.53 |
92.19 |
93.19 |
-1.16 |
79,881 |
264,948 |
+1,596 |
Aug12 |
120516 |
94.09 |
94.83 |
92.51 |
93.48 |
-1.15 |
27,757 |
96,856 |
-2,733 |
Sep12 |
120516 |
94.35 |
95.10 |
92.80 |
93.78 |
-1.15 |
22,074 |
80,090 |
+1,917 |
Oct12 |
120516 |
94.50 |
95.35 |
93.08 |
94.04 |
-1.15 |
14,557 |
48,510 |
-1,313 |
Nov12 |
120516 |
94.77 |
95.47 |
93.28 |
94.23 |
-1.16 |
7,333 |
38,711 |
-396 |
Dec12 |
120516 |
95.07 |
95.71 |
93.47 |
94.41 |
-1.17 |
34,596 |
182,540 |
-1,304 |
Jan13 |
120516 |
94.94 |
95.83 |
93.66 |
94.57 |
-1.17 |
4,053 |
49,535 |
-806 |
Feb13 |
120516 |
94.94 |
95.72 |
94.10 |
94.65 |
-1.16 |
3,898 |
28,046 |
-1,054 |
Mar13 |
120516 |
94.88 |
95.79 |
93.85 |
94.63 |
-1.13 |
4,300 |
36,371 |
-451 |
Apr13 |
120516 |
94.49 |
94.83 |
94.30 |
94.50 |
-1.09 |
2,040 |
19,232 |
+120 |
May13 |
120516 |
95.47 |
95.47 |
94.25 |
94.30 |
-1.05 |
1,305 |
16,437 |
-54 |
Jun13 |
120516 |
94.59 |
95.21 |
93.16 |
94.08 |
-0.99 |
8,794 |
72,848 |
+389 |
Jul13 |
120516 |
93.81 |
93.81 |
93.81 |
93.81 |
-0.94 |
829 |
17,202 |
+16 |
Aug13 |
120516 |
93.53 |
93.53 |
93.53 |
93.53 |
-0.89 |
404 |
9,613 |
-271 |
Sep13 |
120516 |
93.27 |
93.27 |
93.27 |
93.27 |
-0.84 |
655 |
24,249 |
-69 |
Total Volume and Open Interest |
501,848 |
1,535,076 |
-16,336 |
e-miNY Crude Oil(NYM) |
May12 |
120419 |
102.750 |
103.200 |
101.700 |
102.275 |
-0.400 |
4,575 |
1,257 |
-170 |
Jun12 |
120516 |
93.175 |
94.150 |
91.825 |
92.800 |
-1.175 |
7,225 |
2,152 |
-112 |
Jul12 |
120516 |
93.675 |
94.500 |
92.200 |
93.200 |
-1.150 |
344 |
692 |
+78 |
Aug12 |
120516 |
92.650 |
94.500 |
92.650 |
93.475 |
-1.150 |
47 |
81 |
+1 |
Sep12 |
120516 |
93.375 |
94.200 |
93.375 |
93.775 |
-1.150 |
1 |
46 |
+1 |
Oct12 |
120516 |
94.050 |
94.050 |
94.050 |
94.050 |
-1.150 |
1 |
20 |
+0 |
Nov12 |
120516 |
94.225 |
94.225 |
94.225 |
94.225 |
-1.175 |
0 |
2 |
+0 |
Dec12 |
120516 |
95.600 |
95.600 |
94.400 |
94.400 |
-1.175 |
4 |
271 |
+1 |
Jan13 |
120516 |
94.575 |
94.575 |
94.575 |
94.575 |
-1.175 |
0 |
10 |
+0 |
Feb13 |
120516 |
94.650 |
94.650 |
94.650 |
94.650 |
-1.150 |
0 |
75 |
+0 |
Total Volume and Open Interest |
7,622 |
3,537 |
-31 |
Heating Oil(NYM) |
Jun12 |
120516 |
292.80 |
293.77 |
288.50 |
289.76 |
-3.54 |
57,243 |
74,507 |
-3,128 |
Jul12 |
120516 |
293.49 |
294.36 |
289.16 |
290.39 |
-3.47 |
29,576 |
61,860 |
+2,876 |
Aug12 |
120516 |
294.26 |
294.98 |
290.00 |
291.19 |
-3.39 |
11,971 |
35,380 |
+592 |
Sep12 |
120516 |
294.19 |
295.79 |
290.78 |
291.97 |
-3.37 |
8,703 |
31,619 |
+296 |
Oct12 |
120516 |
293.70 |
296.36 |
291.69 |
292.71 |
-3.31 |
5,036 |
13,211 |
+682 |
Nov12 |
120516 |
294.84 |
296.80 |
292.32 |
293.51 |
-3.22 |
3,952 |
11,160 |
+1,195 |
Dec12 |
120516 |
296.78 |
297.72 |
293.07 |
294.28 |
-3.12 |
10,638 |
45,803 |
+857 |
Jan13 |
120516 |
294.84 |
297.99 |
294.10 |
294.95 |
-3.02 |
1,986 |
10,267 |
+1,214 |
Feb13 |
120516 |
294.84 |
297.40 |
293.92 |
294.77 |
-2.99 |
526 |
2,794 |
+0 |
Mar13 |
120516 |
295.00 |
296.94 |
293.34 |
293.99 |
-2.99 |
1,077 |
5,976 |
+130 |
Apr13 |
120516 |
294.00 |
296.37 |
292.35 |
292.92 |
-2.99 |
506 |
14,130 |
+53 |
May13 |
120516 |
295.11 |
296.42 |
295.11 |
295.72 |
-2.74 |
22 |
4,279 |
+6 |
Total Volume and Open Interest |
131,328 |
312,618 |
+4,821 |
Gasoline(NYMEX) |
Jun12 |
120516 |
294.00 |
295.51 |
290.58 |
292.09 |
-2.32 |
62,268 |
79,556 |
-5,595 |
Jul12 |
120516 |
288.73 |
289.93 |
285.04 |
286.51 |
-2.65 |
47,988 |
88,556 |
+6,620 |
Aug12 |
120516 |
284.71 |
285.67 |
281.03 |
282.31 |
-2.79 |
16,193 |
32,010 |
-361 |
Sep12 |
120516 |
280.10 |
281.87 |
277.27 |
278.51 |
-2.93 |
7,950 |
30,801 |
-347 |
Oct12 |
120516 |
264.18 |
267.81 |
263.09 |
264.44 |
-2.98 |
3,299 |
21,157 |
+23 |
Nov12 |
120516 |
263.09 |
264.53 |
259.97 |
261.20 |
-2.98 |
2,129 |
10,263 |
+197 |
Dec12 |
120516 |
261.48 |
263.00 |
258.49 |
259.64 |
-2.98 |
2,742 |
27,098 |
-239 |
Jan13 |
120516 |
261.45 |
262.00 |
259.00 |
259.16 |
-2.98 |
392 |
7,717 |
+140 |
Feb13 |
120516 |
259.93 |
259.93 |
259.93 |
259.93 |
-2.96 |
137 |
3,354 |
+87 |
Mar13 |
120516 |
261.31 |
261.31 |
261.31 |
261.31 |
-2.96 |
140 |
2,120 |
+38 |
Total Volume and Open Interest |
143,820 |
314,100 |
+541 |
e-miNY RBOB Gasoline(NYM) |
Jun12 |
120516 |
292.10 |
292.10 |
291.00 |
292.10 |
-2.30 |
|
|
|
Jul12 |
120516 |
286.50 |
286.51 |
286.50 |
286.50 |
-2.70 |
|
|
|
Aug12 |
120516 |
282.30 |
282.31 |
282.30 |
282.30 |
-2.80 |
|
|
|
Sep12 |
120516 |
278.50 |
278.51 |
278.50 |
278.50 |
-2.90 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
Jun12 |
120516 |
2.520 |
2.638 |
2.489 |
2.618 |
+0.118 |
109,211 |
153,104 |
-8,771 |
Jul12 |
120516 |
2.591 |
2.708 |
2.558 |
2.687 |
+0.119 |
55,878 |
234,759 |
+5,467 |
Aug12 |
120516 |
2.648 |
2.765 |
2.620 |
2.744 |
+0.120 |
35,538 |
100,778 |
-4,966 |
Sep12 |
120516 |
2.681 |
2.798 |
2.652 |
2.778 |
+0.119 |
25,983 |
134,571 |
+5,451 |
Oct12 |
120516 |
2.745 |
2.871 |
2.728 |
2.852 |
+0.117 |
21,483 |
127,509 |
-72 |
Nov12 |
120516 |
3.005 |
3.120 |
2.995 |
3.105 |
+0.101 |
8,121 |
74,009 |
+365 |
Dec12 |
120516 |
3.350 |
3.428 |
3.335 |
3.417 |
+0.080 |
8,342 |
56,875 |
-883 |
Jan13 |
120516 |
3.500 |
3.576 |
3.486 |
3.568 |
+0.080 |
7,673 |
76,935 |
-4 |
Feb13 |
120516 |
3.519 |
3.587 |
3.500 |
3.580 |
+0.079 |
1,315 |
20,994 |
-1 |
Mar13 |
120516 |
3.481 |
3.565 |
3.479 |
3.558 |
+0.072 |
3,386 |
35,106 |
+1,041 |
Apr13 |
120516 |
3.462 |
3.537 |
3.462 |
3.530 |
+0.064 |
3,673 |
54,052 |
+57 |
May13 |
120516 |
3.502 |
3.567 |
3.502 |
3.562 |
+0.060 |
1,051 |
14,509 |
+259 |
Jun13 |
120516 |
3.561 |
3.614 |
3.551 |
3.609 |
+0.058 |
737 |
6,509 |
+222 |
Jul13 |
120516 |
3.628 |
3.658 |
3.624 |
3.657 |
+0.058 |
187 |
6,380 |
+40 |
Aug13 |
120516 |
3.650 |
3.674 |
3.643 |
3.674 |
+0.058 |
97 |
6,125 |
+31 |
Sep13 |
120516 |
3.645 |
3.678 |
3.645 |
3.676 |
+0.057 |
163 |
6,173 |
+49 |
Total Volume and Open Interest |
286,004 |
1,233,788 |
-791 |
Brent Crude Oil(ICE) |
Jun12 |
120516 |
112.02 |
112.10 |
110.41 |
111.71 |
-0.53 |
213,211 |
75,366 |
-40,532 |
Jul12 |
120516 |
111.26 |
111.46 |
109.10 |
109.75 |
-1.70 |
212,299 |
269,404 |
-879 |
Aug12 |
120516 |
110.39 |
110.89 |
108.63 |
109.27 |
-1.56 |
74,756 |
160,280 |
-691 |
Sep12 |
120516 |
109.80 |
110.29 |
108.10 |
108.72 |
-1.46 |
37,793 |
109,226 |
+2,521 |
Oct12 |
120516 |
109.15 |
109.65 |
107.56 |
108.14 |
-1.35 |
22,447 |
91,178 |
+2,592 |
Nov12 |
120516 |
108.35 |
109.18 |
107.20 |
107.74 |
-1.23 |
12,885 |
57,686 |
-125 |
Dec12 |
120516 |
107.82 |
108.75 |
106.83 |
107.35 |
-1.12 |
58,976 |
128,870 |
+1,207 |
Jan13 |
120516 |
107.46 |
108.35 |
106.53 |
107.03 |
-1.01 |
7,147 |
20,104 |
+310 |
Feb13 |
120516 |
106.67 |
107.98 |
106.17 |
106.69 |
-0.96 |
5,596 |
13,391 |
+20 |
Mar13 |
120516 |
106.35 |
106.35 |
106.35 |
106.35 |
-0.91 |
7,640 |
17,438 |
+352 |
Apr13 |
120516 |
106.00 |
106.00 |
106.00 |
106.00 |
-0.86 |
4,092 |
10,434 |
+305 |
May13 |
120516 |
105.90 |
105.90 |
105.60 |
105.60 |
-0.81 |
2,798 |
11,355 |
-200 |
Jun13 |
120516 |
105.03 |
106.33 |
104.61 |
105.17 |
-0.77 |
11,359 |
41,343 |
+1,025 |
Jul13 |
120516 |
104.79 |
104.79 |
104.79 |
104.79 |
-0.71 |
1,750 |
7,097 |
-125 |
Total Volume and Open Interest |
714,756 |
1,267,958 |
-28,122 |
Gas Oil(ICE) |
Jun12 |
120516 |
935.00 |
937.75 |
922.25 |
931.50 |
-0.75 |
96,141 |
147,902 |
-558 |
Jul12 |
120516 |
930.75 |
934.75 |
919.50 |
928.75 |
-1.00 |
79,115 |
95,024 |
+3,360 |
Aug12 |
120516 |
929.25 |
934.00 |
918.75 |
927.75 |
-1.50 |
33,160 |
54,957 |
-3,101 |
Sep12 |
120516 |
929.75 |
933.25 |
918.75 |
927.75 |
-1.75 |
14,716 |
53,654 |
+2,537 |
Oct12 |
120516 |
927.00 |
933.00 |
918.50 |
927.50 |
-1.75 |
8,591 |
26,138 |
+159 |
Nov12 |
120516 |
926.75 |
931.50 |
917.75 |
926.50 |
-2.00 |
3,692 |
18,502 |
+653 |
Dec12 |
120516 |
925.75 |
931.25 |
917.00 |
925.75 |
-2.25 |
19,619 |
58,556 |
-65 |
Jan13 |
120516 |
921.25 |
929.75 |
918.50 |
926.00 |
-2.00 |
2,886 |
20,797 |
+330 |
Feb13 |
120516 |
920.50 |
925.50 |
918.50 |
925.50 |
-2.00 |
2,698 |
10,574 |
+316 |
Mar13 |
120516 |
923.00 |
929.00 |
917.50 |
924.50 |
-1.75 |
2,860 |
11,738 |
+1,261 |
Total Volume and Open Interest |
271,241 |
578,491 |
+6,087 |
Ethanol(CBOT) |
May12 |
120503 |
2.185 |
2.190 |
2.181 |
2.181 |
+0.006 |
15 |
195 |
-11 |
Jun12 |
120516 |
2.128 |
2.173 |
2.125 |
2.170 |
+0.043 |
203 |
929 |
-7 |
Jul12 |
120516 |
2.137 |
2.180 |
2.135 |
2.179 |
+0.045 |
273 |
1,368 |
-27 |
Aug12 |
120516 |
2.115 |
2.159 |
2.115 |
2.157 |
+0.042 |
198 |
2,576 |
+7 |
Sep12 |
120516 |
2.048 |
2.078 |
2.043 |
2.076 |
+0.034 |
90 |
1,431 |
-14 |
Oct12 |
120516 |
1.985 |
2.011 |
1.979 |
2.007 |
+0.032 |
93 |
1,644 |
+40 |
Nov12 |
120516 |
1.945 |
1.975 |
1.941 |
1.971 |
+0.034 |
95 |
1,648 |
+12 |
Dec12 |
120516 |
1.928 |
1.964 |
1.928 |
1.962 |
+0.035 |
74 |
1,190 |
-11 |
Total Volume and Open Interest |
1,095 |
12,709 |
+27 |
WTI Crude Oil(ICE) |
Jun12 |
120516 |
93.39 |
94.17 |
91.81 |
92.81 |
-1.17 |
51,210 |
50,795 |
-3,986 |
Jul12 |
120516 |
93.67 |
94.54 |
92.20 |
93.19 |
-1.16 |
20,353 |
62,618 |
+1,642 |
Aug12 |
120516 |
93.95 |
94.80 |
92.52 |
93.48 |
-1.15 |
7,302 |
35,368 |
+805 |
Sep12 |
120516 |
93.59 |
95.13 |
92.85 |
93.78 |
-1.15 |
5,948 |
26,231 |
-292 |
Oct12 |
120516 |
93.18 |
95.33 |
93.12 |
94.04 |
-1.15 |
4,734 |
13,841 |
-89 |
Nov12 |
120516 |
93.50 |
95.10 |
93.30 |
94.23 |
-1.16 |
3,252 |
13,418 |
+13 |
Dec12 |
120516 |
94.74 |
95.62 |
93.55 |
94.41 |
-1.17 |
12,314 |
78,940 |
-166 |
Jan13 |
120516 |
94.41 |
94.57 |
94.32 |
94.57 |
-1.17 |
1,072 |
13,260 |
-166 |
Feb13 |
120516 |
94.65 |
94.65 |
94.38 |
94.65 |
-1.16 |
1,000 |
8,282 |
-325 |
Mar13 |
120516 |
94.63 |
94.63 |
94.63 |
94.63 |
-1.13 |
982 |
4,800 |
+13 |
Apr13 |
120516 |
94.50 |
94.50 |
94.50 |
94.50 |
-1.09 |
444 |
2,393 |
-20 |
May13 |
120516 |
94.30 |
94.30 |
94.30 |
94.30 |
-1.05 |
315 |
1,881 |
+22 |
Jun13 |
120516 |
94.03 |
94.52 |
93.77 |
94.08 |
-0.99 |
1,036 |
20,507 |
+50 |
Jul13 |
120516 |
93.81 |
93.81 |
93.81 |
93.81 |
-0.94 |
153 |
1,510 |
-15 |
Aug13 |
120516 |
93.53 |
93.53 |
93.53 |
93.53 |
-0.89 |
73 |
2,368 |
-2 |
Sep13 |
120516 |
93.27 |
93.27 |
93.27 |
93.27 |
-0.84 |
3 |
6,052 |
+0 |
Total Volume and Open Interest |
115,023 |
463,326 |
-2,202 |
US Dollar Index(ICE) |
Jun12 |
120516 |
81.415 |
81.745 |
81.345 |
81.525 |
+0.145 |
30,319 |
55,285 |
+5,716 |
Sep12 |
120516 |
81.820 |
82.000 |
81.775 |
81.880 |
+0.150 |
26 |
1,106 |
-10 |
Dec12 |
120516 |
82.190 |
82.190 |
82.190 |
82.190 |
+0.150 |
0 |
1 |
+0 |
Total Volume and Open Interest |
30,345 |
56,392 |
+5,706 |
Australian Dollar(CME) |
Jun12 |
120516 |
99.02 |
99.35 |
98.38 |
98.87 |
-0.28 |
139,871 |
144,207 |
-3,576 |
Sep12 |
120516 |
98.30 |
98.50 |
97.72 |
98.07 |
-0.27 |
121 |
650 |
+38 |
Dec12 |
120516 |
97.39 |
97.64 |
97.39 |
97.39 |
-0.25 |
50 |
61 |
+50 |
Total Volume and Open Interest |
140,042 |
144,922 |
-3,488 |
British Pound(CME) |
Jun12 |
120516 |
159.95 |
160.00 |
158.84 |
159.11 |
-0.89 |
111,815 |
206,950 |
+6,641 |
Sep12 |
120516 |
159.80 |
159.92 |
158.87 |
159.03 |
-0.89 |
165 |
412 |
+151 |
Dec12 |
120516 |
158.45 |
159.82 |
158.45 |
158.94 |
-0.88 |
0 |
60 |
+0 |
Total Volume and Open Interest |
111,980 |
207,424 |
+6,792 |
Canadian Dollar(CME) |
Jun12 |
120516 |
99.23 |
99.47 |
98.62 |
98.81 |
-0.66 |
75,061 |
134,070 |
-1,535 |
Sep12 |
120516 |
99.05 |
99.26 |
98.42 |
98.61 |
-0.65 |
185 |
3,164 |
+24 |
Dec12 |
120516 |
98.77 |
99.04 |
98.35 |
98.39 |
-0.65 |
194 |
4,327 |
-1 |
Mar13 |
120516 |
98.42 |
98.82 |
98.10 |
98.18 |
-0.64 |
5 |
187 |
+5 |
Total Volume and Open Interest |
75,453 |
142,017 |
-1,515 |
Japanese Yen(CME) |
Jun12 |
120516 |
124.70 |
124.72 |
124.16 |
124.59 |
unch |
70,062 |
138,659 |
-119 |
Sep12 |
120516 |
124.79 |
124.81 |
124.35 |
124.73 |
unch |
125 |
953 |
+44 |
Dec12 |
120516 |
124.81 |
124.98 |
124.81 |
124.98 |
+0.03 |
11 |
106 |
+5 |
Total Volume and Open Interest |
70,199 |
139,739 |
-68 |
Swiss Franc(CME) |
Jun12 |
120516 |
106.07 |
106.26 |
105.63 |
105.96 |
-0.11 |
44,808 |
60,772 |
+1,523 |
Sep12 |
120516 |
106.08 |
106.31 |
106.08 |
106.13 |
-0.10 |
37 |
200 |
-6 |
Dec12 |
120516 |
106.34 |
106.45 |
106.34 |
106.34 |
-0.11 |
0 |
3 |
+0 |
Total Volume and Open Interest |
44,846 |
60,978 |
+1,517 |
EuroFX(CME) |
Jun12 |
120516 |
127.35 |
127.61 |
126.83 |
127.24 |
-0.12 |
268,593 |
345,575 |
+4,464 |
Sep12 |
120516 |
127.50 |
127.70 |
126.98 |
127.37 |
-0.11 |
1,018 |
2,442 |
+474 |
Dec12 |
120516 |
127.55 |
127.76 |
127.15 |
127.55 |
-0.11 |
15 |
415 |
+5 |
Total Volume and Open Interest |
269,637 |
348,458 |
+4,952 |
Mexican Peso(CME) |
Jun12 |
120516 |
721.2 |
725.5 |
714.2 |
723.8 |
+0.2 |
65,012 |
149,117 |
-7,991 |
Jul12 |
120516 |
722.0 |
722.0 |
721.8 |
722.0 |
+0.2 |
|
|
|
Total Volume and Open Interest |
88,411 |
174,749 |
+10,847 |
Brazilian Real(CME) |
Jun12 |
120516 |
496.00 |
501.05 |
495.50 |
498.80 |
-0.25 |
428 |
5,863 |
+351 |
Jul12 |
120516 |
496.75 |
498.40 |
494.15 |
496.20 |
-0.30 |
530 |
580 |
+530 |
Aug12 |
120516 |
493.10 |
493.40 |
493.10 |
493.10 |
-0.30 |
|
|
|
Sep12 |
120516 |
490.00 |
490.00 |
490.00 |
490.00 |
-0.25 |
0 |
27 |
+0 |
Total Volume and Open Interest |
958 |
20,038 |
+881 |
30-Year T-Bonds(CBOT) |
Jun12 |
120516 |
146~200 |
147~020 |
145~250 |
146~260 |
+0~130 |
363,868 |
628,395 |
+5,808 |
Sep12 |
120516 |
145~310 |
146~140 |
145~070 |
146~060 |
+0~140 |
4,144 |
5,270 |
+1,465 |
Dec12 |
120516 |
146~040 |
146~150 |
145~140 |
146~100 |
+0~140 |
462 |
493 |
+336 |
Total Volume and Open Interest |
368,474 |
634,158 |
+7,609 |
10-Year T-Notes(CBOT) |
Jun12 |
120516 |
133~150 |
133~190 |
133~005 |
133~135 |
+0~015 |
1,000,344 |
1,854,934 |
-1,558 |
Sep12 |
120516 |
132~155 |
132~170 |
132~000 |
132~130 |
+0~020 |
17,195 |
50,698 |
+7,226 |
Dec12 |
120516 |
131~180 |
131~180 |
131~160 |
131~180 |
+0~020 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,017,539 |
1,905,633 |
+5,668 |
5-Year T-Notes(CBOT) |
Jun12 |
120516 |
124~024 |
124~029 |
123~125 |
124~014 |
-0~005 |
443,637 |
1,397,786 |
+17,149 |
Sep12 |
120516 |
123~086 |
123~106 |
123~083 |
123~102 |
-0~003 |
2,320 |
20,190 |
+833 |
Dec12 |
120516 |
122~126 |
123~001 |
122~126 |
122~126 |
-0~003 |
|
|
|
Total Volume and Open Interest |
445,957 |
1,417,976 |
+17,982 |
2 Year T-Notes(CBOT) |
Jun12 |
120516 |
110~032 |
110~032 |
110~027 |
110~028 |
-0~003 |
158,335 |
977,720 |
-2,214 |
Sep12 |
120516 |
110~016 |
110~018 |
110~015 |
110~016 |
-0~002 |
4,943 |
13,239 |
+2,343 |
Dec12 |
120516 |
109~082 |
109~084 |
109~082 |
109~082 |
-0~002 |
|
|
|
Total Volume and Open Interest |
163,278 |
990,959 |
+129 |
Eurodollars(CME) |
Jun12 |
120516 |
99.493 |
99.505 |
99.482 |
99.503 |
+0.007 |
285,756 |
960,070 |
-6,078 |
Sep12 |
120516 |
99.370 |
99.415 |
99.330 |
99.405 |
+0.030 |
465,313 |
934,289 |
-26,440 |
Dec12 |
120516 |
99.330 |
99.370 |
99.285 |
99.355 |
+0.020 |
358,272 |
993,443 |
-6,632 |
Mar13 |
120516 |
99.320 |
99.350 |
99.280 |
99.340 |
+0.015 |
279,032 |
708,454 |
-13,771 |
Jun13 |
120516 |
99.305 |
99.335 |
99.270 |
99.320 |
+0.010 |
227,004 |
712,403 |
-19,623 |
Sep13 |
120516 |
99.290 |
99.310 |
99.260 |
99.300 |
+0.005 |
182,546 |
689,150 |
-3,528 |
Dec13 |
120516 |
99.260 |
99.280 |
99.225 |
99.270 |
+0.005 |
183,942 |
628,007 |
-15,264 |
Mar14 |
120516 |
99.225 |
99.250 |
99.195 |
99.240 |
+0.010 |
173,947 |
630,006 |
-24,416 |
Jun14 |
120516 |
99.165 |
99.195 |
99.135 |
99.180 |
+0.015 |
122,375 |
476,916 |
-8,847 |
Sep14 |
120516 |
99.090 |
99.120 |
99.050 |
99.105 |
+0.020 |
96,945 |
371,169 |
-8,832 |
Dec14 |
120516 |
98.970 |
99.005 |
98.935 |
98.990 |
+0.020 |
136,645 |
311,758 |
-2,951 |
Mar15 |
120516 |
98.855 |
98.890 |
98.815 |
98.880 |
+0.025 |
124,637 |
283,083 |
+10,999 |
Jun15 |
120516 |
0.421 |
0.451 |
0.371 |
0.436 |
+0.020 |
97,076 |
254,023 |
-7,498 |
Sep15 |
120516 |
0.281 |
0.306 |
0.221 |
0.291 |
+0.015 |
55,646 |
196,859 |
-5,223 |
Dec15 |
120516 |
0.131 |
0.156 |
0.071 |
0.141 |
+0.015 |
77,763 |
167,184 |
-15,230 |
Mar16 |
120516 |
6.550 |
0.021 |
6.485 |
0.006 |
-6.539 |
31,917 |
105,602 |
-4,800 |
Jun16 |
120516 |
6.395 |
6.430 |
6.335 |
6.415 |
+0.015 |
20,159 |
112,422 |
+93 |
Sep16 |
120516 |
6.250 |
6.290 |
6.190 |
6.270 |
+0.015 |
16,092 |
84,972 |
-1,428 |
Total Volume and Open Interest |
2,977,954 |
8,879,149 |
-193,733 |
30 Day Federal Funds(CBOT) |
May12 |
120516 |
99.845 |
99.845 |
99.842 |
99.842 |
unch |
2,156 |
53,042 |
+238 |
Jun12 |
120516 |
99.840 |
99.845 |
99.835 |
99.840 |
-0.005 |
1,021 |
38,083 |
-190 |
Jul12 |
120516 |
99.845 |
99.845 |
99.835 |
99.840 |
-0.005 |
3,936 |
45,901 |
+1,419 |
Aug12 |
120516 |
99.840 |
99.845 |
99.835 |
99.840 |
-0.005 |
3,518 |
41,815 |
+2,104 |
Sep12 |
120516 |
99.835 |
99.840 |
99.830 |
99.835 |
-0.005 |
1,371 |
32,488 |
+417 |
Oct12 |
120516 |
99.830 |
99.835 |
99.825 |
99.835 |
unch |
1,175 |
50,374 |
+371 |
Total Volume and Open Interest |
21,321 |
519,663 |
+2,929 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun12 |
120516 |
99.665 |
99.665 |
99.665 |
99.665 |
-0.005 |
0 |
258 |
+0 |
Sep12 |
120516 |
99.665 |
99.665 |
99.665 |
99.665 |
-0.005 |
|
|
|
Dec12 |
120516 |
99.662 |
99.662 |
99.662 |
99.662 |
-0.005 |
|
|
|
Mar13 |
120516 |
99.662 |
99.662 |
99.662 |
99.662 |
-0.005 |
|
|
|
Jun13 |
120516 |
99.655 |
99.655 |
99.655 |
99.655 |
-0.005 |
|
|
|
Sep13 |
120516 |
99.655 |
99.655 |
99.655 |
99.655 |
-0.005 |
|
|
|
Dec13 |
120516 |
99.645 |
99.645 |
99.645 |
99.645 |
-0.005 |
|
|
|
Mar14 |
120516 |
99.645 |
99.645 |
99.645 |
99.645 |
-0.005 |
|
|
|
Jun14 |
120516 |
99.505 |
99.505 |
99.505 |
99.505 |
-0.005 |
|
|
|
Sep14 |
120516 |
99.365 |
99.365 |
99.365 |
99.365 |
-0.005 |
|
|
|
Total Volume and Open Interest |
0 |
258 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun12 |
120516 |
99.67 |
99.67 |
99.67 |
99.67 |
0.00 |
0 |
2,570 |
+0 |
Sep12 |
120516 |
99.67 |
99.67 |
99.67 |
99.67 |
0.00 |
0 |
697 |
+0 |
Dec12 |
120516 |
99.66 |
99.66 |
99.66 |
99.66 |
-0.01 |
0 |
519 |
+0 |
Mar13 |
120516 |
99.66 |
99.66 |
99.66 |
99.66 |
-0.01 |
0 |
181 |
+0 |
Jun13 |
120516 |
99.67 |
99.67 |
99.65 |
99.65 |
-0.01 |
0 |
206 |
+0 |
Sep13 |
120516 |
99.66 |
99.66 |
99.65 |
99.65 |
-0.01 |
0 |
325 |
+0 |
Dec13 |
120516 |
99.64 |
99.64 |
99.64 |
99.64 |
-0.01 |
0 |
564 |
+0 |
Mar14 |
120516 |
99.64 |
99.65 |
99.64 |
99.64 |
-0.01 |
0 |
96 |
+0 |
Total Volume and Open Interest |
0 |
5,158 |
+0 |
Japanese Gov't Bonds(SGX) |
Jun12 |
120516 |
143.19 |
143.56 |
143.19 |
143.51 |
+0.28 |
3,097 |
24,166 |
+500 |
Sep12 |
120516 |
143.15 |
143.32 |
143.15 |
143.32 |
+0.28 |
0 |
9 |
+0 |
Dec12 |
120516 |
142.19 |
142.19 |
142.19 |
142.19 |
+0.28 |
0 |
4 |
+0 |
Total Volume and Open Interest |
3,097 |
24,179 |
+500 |
Euro-Bund(EUREX) |
Jun12 |
120516 |
143.45 |
143.69 |
142.83 |
143.18 |
-0.27 |
656,746 |
976,429 |
+7,478 |
Sep12 |
120516 |
142.22 |
142.45 |
141.67 |
141.96 |
-0.26 |
3,593 |
35,546 |
-634 |
Dec12 |
120516 |
141.95 |
141.95 |
141.68 |
141.68 |
-0.27 |
|
|
|
Total Volume and Open Interest |
660,339 |
1,011,975 |
+6,844 |
Euro-Bobl(EUREX) |
Jun12 |
120516 |
126.00 |
126.11 |
125.71 |
125.88 |
-0.15 |
425,545 |
744,201 |
+6,218 |
Sep12 |
120516 |
126.41 |
126.41 |
126.09 |
126.22 |
-0.17 |
2,524 |
44,730 |
+1,884 |
Dec12 |
120516 |
125.83 |
125.83 |
125.83 |
125.83 |
-0.15 |
|
|
|
Total Volume and Open Interest |
428,069 |
788,931 |
+8,102 |
3-Mth Euribor(EUREX) |
Jun12 |
120516 |
99.330 |
99.335 |
99.330 |
99.335 |
+0.020 |
0 |
1,777 |
+0 |
Sep12 |
120516 |
99.320 |
99.365 |
99.320 |
99.365 |
+0.030 |
35 |
1,328 |
-5 |
Dec12 |
120516 |
99.360 |
99.360 |
99.360 |
99.360 |
+0.035 |
40 |
932 |
-10 |
Total Volume and Open Interest |
115 |
5,684 |
-49 |
Long Gilt(LIFFE) |
Jun12 |
120516 |
118~16 |
119~01 |
118~02 |
118~11 |
+0~02 |
158,404 |
315,736 |
-1,490 |
Sep12 |
120516 |
117~14 |
117~28 |
117~01 |
117~09 |
+0~02 |
296 |
6,294 |
+95 |
Total Volume and Open Interest |
158,700 |
322,030 |
-1,395 |
3-Mth Short Sterling(LIFFE) |
Jun12 |
120516 |
98.96 |
99.00 |
98.94 |
98.95 |
-0.01 |
21,592 |
229,820 |
-802 |
Sep12 |
120516 |
98.85 |
98.90 |
98.81 |
98.86 |
-0.01 |
104,670 |
366,989 |
+18,040 |
Dec12 |
120516 |
98.82 |
98.88 |
98.80 |
98.85 |
unch |
75,796 |
279,374 |
+7,130 |
Mar13 |
120516 |
98.83 |
98.89 |
98.80 |
98.86 |
+0.02 |
65,924 |
246,726 |
-2,845 |
Jun13 |
120516 |
98.80 |
98.89 |
98.78 |
98.85 |
+0.03 |
65,081 |
235,636 |
-12,771 |
Sep13 |
120516 |
98.79 |
98.87 |
98.76 |
98.83 |
+0.03 |
83,118 |
259,446 |
+8,091 |
Total Volume and Open Interest |
603,043 |
2,436,584 |
+5,543 |
3-Mth Euribor(LIFFE) |
Jun12 |
120516 |
99.320 |
99.340 |
99.295 |
99.335 |
+0.020 |
95,314 |
583,106 |
+9,565 |
Sep12 |
120516 |
99.340 |
99.380 |
99.305 |
99.365 |
+0.030 |
162,218 |
505,842 |
-17,669 |
Dec12 |
120516 |
99.330 |
99.375 |
99.295 |
99.360 |
+0.030 |
141,715 |
442,815 |
-4,102 |
Total Volume and Open Interest |
802,831 |
3,468,802 |
-55,334 |
3-Mth Aus T-Bills(SFE) |
Jun12 |
120516 |
96.32 |
96.37 |
96.30 |
96.36 |
+0.04 |
27,877 |
140,441 |
-197 |
Sep12 |
120516 |
96.73 |
96.79 |
96.70 |
96.79 |
+0.06 |
28,556 |
188,540 |
-452 |
Dec12 |
120516 |
96.86 |
96.94 |
96.84 |
96.94 |
+0.07 |
26,305 |
140,136 |
+3,669 |
Mar13 |
120516 |
96.87 |
96.94 |
96.85 |
96.94 |
+0.06 |
10,496 |
78,297 |
+4,022 |
Jun13 |
120516 |
96.80 |
96.88 |
96.78 |
96.87 |
+0.05 |
5,515 |
66,232 |
+1,411 |
Sep13 |
120516 |
96.71 |
96.80 |
96.71 |
96.79 |
+0.05 |
3,979 |
49,937 |
+1,104 |
Dec13 |
120516 |
96.67 |
96.72 |
96.64 |
96.72 |
+0.04 |
3,425 |
32,210 |
+20 |
Mar14 |
120516 |
96.60 |
96.66 |
96.58 |
96.66 |
+0.05 |
1,636 |
21,126 |
+949 |
Jun14 |
120516 |
96.52 |
96.59 |
96.52 |
96.59 |
+0.06 |
49 |
1,150 |
-17 |
Sep14 |
120516 |
96.50 |
96.50 |
96.50 |
96.50 |
+0.04 |
100 |
692 |
+0 |
Total Volume and Open Interest |
107,938 |
719,130 |
+10,509 |
10-Year Aus T-Bonds(SFE) |
Jun12 |
120516 |
96.78 |
96.83 |
96.77 |
96.82 |
+0.03 |
59,237 |
418,336 |
-4,677 |
Sep12 |
120516 |
96.82 |
96.82 |
96.82 |
96.82 |
+0.03 |
|
|
|
Total Volume and Open Interest |
59,237 |
418,336 |
-4,677 |
3-Year Aus T-Bonds(SFE) |
Jun12 |
120516 |
97.38 |
97.45 |
97.35 |
97.44 |
+0.04 |
134,700 |
466,458 |
+946 |
Sep12 |
120516 |
97.44 |
97.44 |
97.44 |
97.44 |
+0.04 |
|
|
|
Total Volume and Open Interest |
134,700 |
466,458 |
+946 |
Gold(CMX) |
Jun12 |
120516 |
1544.9 |
1552.2 |
1526.7 |
1536.6 |
-20.5 |
162,291 |
181,551 |
-2,296 |
Aug12 |
120516 |
1546.9 |
1554.0 |
1529.3 |
1538.7 |
-20.6 |
18,783 |
92,244 |
+5,897 |
Oct12 |
120516 |
1545.7 |
1553.4 |
1534.3 |
1540.6 |
-20.7 |
728 |
12,612 |
+45 |
Dec12 |
120516 |
1547.6 |
1558.0 |
1535.4 |
1542.7 |
-20.7 |
7,527 |
45,530 |
+1,932 |
Feb13 |
120516 |
1547.6 |
1559.9 |
1538.1 |
1544.8 |
-20.7 |
4,508 |
18,072 |
-1,084 |
Apr13 |
120516 |
1552.1 |
1557.0 |
1538.7 |
1546.8 |
-20.8 |
593 |
11,818 |
-198 |
Jun13 |
120516 |
1545.0 |
1552.2 |
1545.0 |
1548.9 |
-20.8 |
550 |
11,545 |
+124 |
Aug13 |
120516 |
1551.4 |
1551.4 |
1551.4 |
1551.4 |
-20.7 |
2 |
1,768 |
+2 |
Oct13 |
120516 |
1553.8 |
1553.8 |
1553.8 |
1553.8 |
-20.8 |
70 |
887 |
-40 |
Dec13 |
120516 |
1560.5 |
1569.3 |
1556.4 |
1556.4 |
-20.9 |
43 |
8,776 |
+27 |
Feb14 |
120516 |
1559.4 |
1559.4 |
1559.4 |
1559.4 |
-21.0 |
0 |
6 |
+0 |
Total Volume and Open Interest |
195,698 |
423,526 |
+4,054 |
Silver(CMX) |
May12 |
120516 |
2768.5 |
2768.5 |
2689.5 |
2717.0 |
-88.4 |
32 |
325 |
+0 |
Jul12 |
120516 |
2761.5 |
2796.5 |
2673.0 |
2719.6 |
-88.4 |
36,417 |
60,013 |
+255 |
Sep12 |
120516 |
2776.0 |
2798.0 |
2689.0 |
2724.9 |
-88.4 |
910 |
9,192 |
+564 |
Dec12 |
120516 |
2783.0 |
2804.5 |
2691.5 |
2731.2 |
-88.7 |
1,613 |
17,991 |
+231 |
Mar13 |
120516 |
2730.0 |
2735.0 |
2729.0 |
2734.3 |
-88.9 |
244 |
2,991 |
+92 |
May13 |
120516 |
2735.7 |
2735.7 |
2735.7 |
2735.7 |
-88.9 |
53 |
1,818 |
-2 |
Jul13 |
120516 |
2760.0 |
2760.0 |
2700.0 |
2737.6 |
-89.0 |
280 |
3,182 |
-41 |
Total Volume and Open Interest |
40,054 |
113,546 |
+1,153 |
Platinum(NYMEX) |
Jul12 |
120516 |
1433.5 |
1443.4 |
1422.6 |
1432.2 |
-14.3 |
8,185 |
41,743 |
+492 |
Oct12 |
120516 |
1436.4 |
1446.0 |
1427.0 |
1435.2 |
-14.4 |
357 |
3,098 |
+174 |
Jan13 |
120516 |
1437.7 |
1438.2 |
1431.7 |
1438.2 |
-14.4 |
5 |
171 |
+0 |
Apr13 |
120516 |
1438.2 |
1438.2 |
1438.2 |
1438.2 |
-14.4 |
2 |
4 |
+2 |
Total Volume and Open Interest |
8,549 |
45,019 |
+668 |
Palladium(NYMEX) |
Jun12 |
120516 |
594.15 |
601.05 |
587.20 |
594.10 |
-7.00 |
3,604 |
17,204 |
-4 |
Sep12 |
120516 |
595.00 |
601.40 |
589.50 |
595.90 |
-7.05 |
554 |
5,406 |
+329 |
Dec12 |
120516 |
598.80 |
598.80 |
597.05 |
597.05 |
-7.05 |
0 |
51 |
+0 |
Total Volume and Open Interest |
4,160 |
22,667 |
+324 |
Copper(CMX) |
May12 |
120516 |
350.55 |
351.90 |
345.90 |
348.50 |
-3.70 |
596 |
1,635 |
-311 |
Jul12 |
120516 |
350.50 |
351.50 |
344.90 |
347.80 |
-3.95 |
70,852 |
78,614 |
+3,165 |
Sep12 |
120516 |
350.95 |
352.00 |
345.95 |
348.45 |
-3.85 |
4,613 |
27,045 |
+187 |
Dec12 |
120516 |
351.45 |
351.75 |
346.40 |
349.20 |
-3.80 |
1,501 |
21,946 |
-75 |
Mar13 |
120516 |
347.70 |
350.55 |
347.50 |
349.80 |
-3.75 |
157 |
5,731 |
+29 |
Total Volume and Open Interest |
78,559 |
148,592 |
+3,042 |
DJIA Index(CBOT) |
Jun12 |
120516 |
12649 |
12695 |
12549 |
12574 |
-31 |
107 |
14,014 |
+12 |
Sep12 |
120516 |
12503 |
12534 |
12503 |
12503 |
-31 |
1 |
3 |
+1 |
Dec12 |
120516 |
12422 |
12453 |
12422 |
12422 |
-31 |
0 |
1 |
+0 |
Mar13 |
120516 |
12355 |
12386 |
12355 |
12355 |
-31 |
|
|
|
Total Volume and Open Interest |
108 |
14,018 |
+13 |
E-mini DJIA Index(CBOT) |
Jun12 |
120516 |
12607 |
12704 |
12545 |
12574 |
-31 |
160,946 |
100,768 |
-1,199 |
Sep12 |
120516 |
12539 |
12609 |
12503 |
12503 |
-31 |
333 |
912 |
+308 |
Dec12 |
120516 |
12508 |
12508 |
12422 |
12422 |
-31 |
0 |
23 |
+0 |
Mar13 |
120516 |
12355 |
12355 |
12355 |
12355 |
-31 |
|
|
|
Total Volume and Open Interest |
161,279 |
101,703 |
-891 |
S & P 500(CME) |
Jun12 |
120516 |
1329.40 |
1339.50 |
1321.00 |
1322.40 |
-5.80 |
13,713 |
239,306 |
-406 |
Sep12 |
120516 |
1330.70 |
1331.80 |
1315.80 |
1316.00 |
-5.80 |
51 |
5,093 |
+26 |
Dec12 |
120516 |
1309.50 |
1325.30 |
1309.30 |
1309.50 |
-5.80 |
205 |
6,671 |
+205 |
Mar13 |
120516 |
1303.00 |
1318.80 |
1302.80 |
1303.00 |
-5.80 |
|
|
|
Total Volume and Open Interest |
13,969 |
251,071 |
-175 |
S & P 500 E-Mini(Globex) |
Jun12 |
120516 |
1328.75 |
1339.75 |
1320.75 |
1322.50 |
-5.75 |
1,912,994 |
2,870,892 |
+11,280 |
Sep12 |
120516 |
1323.00 |
1333.25 |
1314.50 |
1316.00 |
-5.75 |
1,372 |
32,285 |
+74 |
Total Volume and Open Interest |
1,914,418 |
2,907,931 |
+11,371 |
NASDAQ 100(CME) |
Jun12 |
120516 |
2582.50 |
2597.00 |
2556.00 |
2557.50 |
-20.80 |
912 |
21,260 |
-67 |
Sep12 |
120516 |
2552.00 |
2585.00 |
2552.00 |
2552.00 |
-20.80 |
0 |
3 |
+0 |
Dec12 |
120516 |
2545.30 |
2566.00 |
2545.30 |
2545.30 |
-20.70 |
|
|
|
Total Volume and Open Interest |
912 |
21,263 |
-67 |
NASDAQ 100 E-Mini(Globex) |
Jun12 |
120516 |
2579.00 |
2596.00 |
2556.50 |
2557.50 |
-20.80 |
245,850 |
406,503 |
+6,642 |
Sep12 |
120516 |
2569.00 |
2590.80 |
2552.00 |
2552.00 |
-20.80 |
33 |
170 |
+7 |
Total Volume and Open Interest |
245,884 |
406,697 |
+6,649 |
S & P Midcap 400(CME) |
Jun12 |
120516 |
938.70 |
954.00 |
938.70 |
938.70 |
-8.20 |
200 |
2,009 |
+91 |
Sep12 |
120516 |
935.70 |
943.90 |
935.70 |
935.70 |
-8.20 |
|
|
|
Dec12 |
120516 |
933.70 |
941.90 |
933.70 |
933.70 |
-8.20 |
|
|
|
Total Volume and Open Interest |
200 |
2,009 |
+91 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun12 |
120516 |
8850 |
8890 |
8725 |
8770 |
-85 |
5,644 |
35,935 |
-703 |
Sep12 |
120516 |
8790 |
8790 |
8790 |
8790 |
-80 |
2 |
2 |
+0 |
Total Volume and Open Interest |
5,646 |
35,937 |
-703 |
Nikkei 225(SGX) |
Jun12 |
120516 |
8950 |
8965 |
8740 |
8745 |
-170 |
91,984 |
252,748 |
-563 |
Sep12 |
120516 |
8940 |
8940 |
8740 |
8740 |
-170 |
25 |
8,403 |
+8 |
Dec12 |
120516 |
8680 |
8680 |
8680 |
8680 |
-170 |
3 |
5,905 |
+1 |
Total Volume and Open Interest |
92,030 |
270,354 |
-548 |
CAC 40(EURONEXT) |
May12 |
120516 |
3005.0 |
3080.5 |
2996.0 |
3046.5 |
+8.5 |
319,920 |
363,142 |
-18,279 |
Jun12 |
120516 |
2989.0 |
3051.5 |
2968.0 |
3017.5 |
+8.5 |
171,840 |
63,776 |
+25,470 |
Jul12 |
120516 |
3008.5 |
3036.0 |
3007.5 |
3007.5 |
+9.5 |
5 |
280 |
+0 |
Total Volume and Open Interest |
491,765 |
427,321 |
+7,191 |
Hang Seng Index(HKFE) |
May12 |
120516 |
19450 |
19467 |
19003 |
19162 |
-473 |
90,109 |
98,699 |
+2,005 |
Jun12 |
120516 |
19255 |
19271 |
18814 |
18973 |
-466 |
2,032 |
11,375 |
+546 |
Total Volume and Open Interest |
92,316 |
112,530 |
+2,602 |
DAX(EUREX) |
Jun12 |
120516 |
6327.0 |
6445.0 |
6298.5 |
6391.0 |
-3.5 |
154,257 |
186,449 |
-36 |
Sep12 |
120516 |
6334.0 |
6451.0 |
6309.5 |
6397.5 |
-3.0 |
176 |
3,681 |
+51 |
Dec12 |
120516 |
6344.0 |
6452.0 |
6320.0 |
6403.0 |
-4.0 |
51 |
447 |
+28 |
Total Volume and Open Interest |
154,484 |
190,577 |
+43 |
FT-SE 100(EURONEXT) |
Jun12 |
120516 |
5391.00 |
5434.00 |
5338.00 |
5390.00 |
-20.50 |
140,213 |
586,170 |
+8,517 |
Sep12 |
120516 |
5309.00 |
5383.00 |
5298.00 |
5348.50 |
-20.50 |
40 |
5,226 |
-5 |
Dec12 |
120516 |
5350.00 |
5353.00 |
5327.50 |
5327.50 |
-20.50 |
0 |
360 |
+0 |
Total Volume and Open Interest |
140,253 |
591,756 |
+8,512 |
SPI 200(SFE) |
Jun12 |
120516 |
4279.0 |
4291.0 |
4156.0 |
4159.0 |
-114.0 |
29,064 |
202,832 |
-1,071 |
Sep12 |
120516 |
4200.0 |
4200.0 |
4122.0 |
4122.0 |
-114.0 |
515 |
2,704 |
+72 |
Dec12 |
120516 |
4150.0 |
4156.0 |
4120.0 |
4120.0 |
-118.0 |
19 |
2,107 |
+8 |
Total Volume and Open Interest |
29,722 |
210,896 |
-1,365 |
GSCI(CME) |
Jun12 |
120516 |
632.30 |
636.00 |
631.50 |
631.75 |
-4.25 |
480 |
7,931 |
+147 |
Jul12 |
120516 |
628.30 |
632.10 |
627.50 |
627.70 |
-4.30 |
|
|
|
Aug12 |
120516 |
628.00 |
631.70 |
627.00 |
627.30 |
-4.20 |
|
|
|
Total Volume and Open Interest |
795 |
9,017 |
|
Reuters CCI(ICE) |
Jun12 |
120516 |
289.30 |
289.30 |
289.30 |
289.30 |
+0.10 |
|
|
|
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. |
|
|