|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu May 17, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul12 |
120517 |
1423.75 |
1450.00 |
1420.25 |
1438.00 |
+16.00 |
138,598 |
287,182 |
-2,879 |
Aug12 |
120517 |
1396.00 |
1418.75 |
1393.25 |
1405.25 |
+10.00 |
12,436 |
40,709 |
-247 |
Sep12 |
120517 |
1343.25 |
1359.50 |
1340.75 |
1347.50 |
+5.25 |
3,504 |
19,576 |
+466 |
Nov12 |
120517 |
1302.50 |
1318.00 |
1299.75 |
1306.50 |
+4.25 |
64,008 |
245,444 |
+2,923 |
Jan13 |
120517 |
1299.75 |
1314.75 |
1298.75 |
1304.00 |
+4.00 |
4,675 |
52,210 |
-36 |
Mar13 |
120517 |
1280.00 |
1288.25 |
1272.75 |
1275.50 |
+2.75 |
6,849 |
63,180 |
+1,535 |
May13 |
120517 |
1263.00 |
1275.00 |
1259.75 |
1260.75 |
+1.00 |
3,795 |
32,595 |
+437 |
Jul13 |
120517 |
1262.00 |
1273.50 |
1258.75 |
1259.25 |
+0.50 |
3,874 |
33,564 |
+14 |
Aug13 |
120517 |
1250.75 |
1250.75 |
1246.75 |
1250.75 |
+4.00 |
0 |
155 |
+0 |
Sep13 |
120517 |
1206.75 |
1206.75 |
1202.50 |
1206.75 |
+4.25 |
0 |
258 |
+0 |
Nov13 |
120517 |
1164.00 |
1179.25 |
1161.00 |
1166.50 |
+4.25 |
822 |
15,252 |
-140 |
Jan14 |
120517 |
1171.25 |
1171.25 |
1167.00 |
1171.25 |
+4.25 |
0 |
160 |
+0 |
Mar14 |
120517 |
1169.25 |
1169.25 |
1165.00 |
1169.25 |
+4.25 |
0 |
3 |
+0 |
May14 |
120517 |
1169.25 |
1169.25 |
1165.00 |
1169.25 |
+4.25 |
|
|
|
Total Volume and Open Interest |
238,566 |
790,836 |
+2,073 |
Soybean Meal(CBOT) |
Jul12 |
120517 |
425.00 |
434.60 |
423.40 |
428.00 |
+3.00 |
47,467 |
131,469 |
+3,919 |
Aug12 |
120517 |
410.20 |
417.60 |
409.00 |
410.30 |
+0.10 |
5,616 |
18,658 |
+576 |
Sep12 |
120517 |
391.50 |
396.80 |
391.40 |
391.40 |
-1.00 |
2,050 |
15,790 |
+305 |
Oct12 |
120517 |
374.10 |
377.50 |
372.80 |
372.80 |
-1.20 |
1,023 |
11,795 |
+94 |
Dec12 |
120517 |
370.60 |
374.40 |
367.60 |
369.00 |
-1.50 |
13,409 |
43,275 |
-1,803 |
Jan13 |
120517 |
366.90 |
368.00 |
363.80 |
363.80 |
-1.60 |
457 |
4,777 |
+18 |
Mar13 |
120517 |
354.30 |
355.30 |
350.00 |
350.00 |
-1.80 |
889 |
8,283 |
-86 |
May13 |
120517 |
343.90 |
349.30 |
343.90 |
344.20 |
-2.10 |
784 |
5,628 |
-45 |
Jul13 |
120517 |
345.50 |
349.10 |
343.70 |
343.70 |
-2.30 |
412 |
5,982 |
+265 |
Aug13 |
120517 |
337.60 |
339.90 |
337.60 |
337.60 |
-2.30 |
1 |
234 |
+0 |
Total Volume and Open Interest |
72,265 |
251,245 |
+3,302 |
Soybean Oil(CBOT) |
Jul12 |
120517 |
50.56 |
50.99 |
50.41 |
50.72 |
+0.29 |
79,622 |
195,139 |
+3,528 |
Aug12 |
120517 |
50.75 |
51.19 |
50.66 |
50.94 |
+0.30 |
17,024 |
32,461 |
+1,281 |
Sep12 |
120517 |
50.95 |
51.40 |
50.87 |
51.14 |
+0.30 |
3,360 |
21,878 |
+512 |
Oct12 |
120517 |
51.35 |
51.43 |
51.02 |
51.31 |
+0.29 |
1,315 |
12,014 |
+287 |
Dec12 |
120517 |
51.54 |
51.95 |
51.39 |
51.68 |
+0.29 |
17,808 |
83,893 |
+629 |
Jan13 |
120517 |
51.66 |
52.01 |
51.66 |
51.91 |
+0.30 |
635 |
5,642 |
+63 |
Mar13 |
120517 |
51.94 |
52.19 |
51.87 |
52.10 |
+0.32 |
1,223 |
15,912 |
+38 |
May13 |
120517 |
52.10 |
52.29 |
51.89 |
52.21 |
+0.32 |
899 |
8,520 |
+145 |
Jul13 |
120517 |
52.15 |
52.40 |
51.96 |
52.29 |
+0.33 |
88 |
5,145 |
-17 |
Aug13 |
120517 |
52.19 |
52.19 |
51.84 |
52.19 |
+0.35 |
15 |
1,002 |
+2 |
Total Volume and Open Interest |
122,130 |
387,515 |
+6,520 |
Canola(WCE) |
May12 |
120514 |
599.4 |
599.4 |
599.4 |
599.4 |
-13.7 |
|
|
|
Jul12 |
120517 |
601.6 |
613.6 |
601.6 |
611.4 |
+10.4 |
10,817 |
86,358 |
-1,602 |
Nov12 |
120517 |
560.0 |
564.5 |
556.0 |
563.1 |
+4.7 |
9,563 |
116,084 |
+551 |
Jan13 |
120517 |
560.5 |
567.0 |
560.5 |
566.1 |
+4.7 |
1,627 |
21,331 |
+511 |
Mar13 |
120517 |
565.2 |
569.3 |
563.2 |
568.6 |
+4.4 |
1,452 |
9,872 |
-317 |
Total Volume and Open Interest |
23,561 |
242,106 |
-827 |
Corn(CBOT) |
Jul12 |
120517 |
619.00 |
626.50 |
616.00 |
625.00 |
+5.00 |
113,590 |
531,070 |
-5,688 |
Sep12 |
120517 |
536.00 |
542.00 |
534.50 |
538.50 |
+1.50 |
26,904 |
168,624 |
+1,697 |
Dec12 |
120517 |
526.00 |
531.00 |
523.00 |
528.25 |
+2.00 |
58,474 |
379,104 |
-3,769 |
Mar13 |
120517 |
536.75 |
541.50 |
533.75 |
539.25 |
+2.00 |
5,669 |
61,131 |
+211 |
May13 |
120517 |
545.00 |
549.25 |
541.50 |
547.25 |
+2.25 |
1,736 |
13,302 |
-179 |
Jul13 |
120517 |
552.00 |
557.00 |
549.75 |
554.75 |
+2.50 |
3,555 |
32,094 |
+690 |
Sep13 |
120517 |
543.00 |
543.25 |
539.75 |
543.25 |
+1.00 |
63 |
1,876 |
+35 |
Dec13 |
120517 |
535.00 |
539.75 |
532.25 |
538.00 |
+2.00 |
2,697 |
39,726 |
+169 |
Mar14 |
120517 |
543.00 |
548.00 |
543.00 |
548.00 |
+2.00 |
4 |
648 |
+2 |
May14 |
120517 |
554.50 |
556.00 |
553.00 |
555.50 |
+2.50 |
5 |
215 |
+0 |
Total Volume and Open Interest |
212,802 |
1,232,055 |
-6,780 |
Wheat(CBOT) |
Jul12 |
120517 |
638.25 |
658.50 |
637.75 |
657.75 |
+19.00 |
62,763 |
237,266 |
-514 |
Sep12 |
120517 |
650.00 |
670.00 |
650.00 |
669.50 |
+18.25 |
11,699 |
57,475 |
+77 |
Dec12 |
120517 |
671.00 |
689.25 |
670.25 |
688.75 |
+17.75 |
15,783 |
105,847 |
-437 |
Mar13 |
120517 |
686.25 |
703.75 |
683.75 |
703.50 |
+17.00 |
873 |
16,353 |
-136 |
May13 |
120517 |
699.25 |
712.00 |
695.75 |
712.00 |
+16.25 |
139 |
5,981 |
+29 |
Jul13 |
120517 |
700.00 |
714.00 |
699.25 |
714.00 |
+15.50 |
715 |
9,949 |
+72 |
Total Volume and Open Interest |
92,202 |
438,113 |
-761 |
Wheat(KCBT) |
Jul12 |
120517 |
655.00 |
674.00 |
654.25 |
672.00 |
+16.00 |
9,396 |
84,075 |
-861 |
Sep12 |
120517 |
670.75 |
688.25 |
670.75 |
686.50 |
+15.25 |
1,933 |
22,948 |
+356 |
Dec12 |
120517 |
693.00 |
710.00 |
693.00 |
708.50 |
+15.00 |
2,248 |
25,867 |
+174 |
Mar13 |
120517 |
710.00 |
722.25 |
708.75 |
721.50 |
+14.75 |
365 |
6,339 |
-70 |
May13 |
120517 |
718.50 |
728.00 |
715.25 |
728.00 |
+14.00 |
124 |
3,626 |
-10 |
Jul13 |
120517 |
717.00 |
732.00 |
717.00 |
731.50 |
+13.50 |
293 |
1,833 |
+70 |
Total Volume and Open Interest |
14,374 |
144,849 |
-327 |
Wheat(MGE) |
May12 |
120514 |
741.25 |
741.25 |
741.25 |
741.25 |
unch |
30 |
49 |
-11 |
Jul12 |
120517 |
760.00 |
778.25 |
756.50 |
767.25 |
+7.25 |
2,574 |
16,628 |
+234 |
Sep12 |
120517 |
756.00 |
774.25 |
755.25 |
764.50 |
+9.00 |
1,107 |
10,915 |
+20 |
Dec12 |
120517 |
762.25 |
778.25 |
758.00 |
768.50 |
+7.50 |
911 |
9,639 |
-51 |
Mar13 |
120517 |
770.00 |
782.50 |
764.75 |
773.50 |
+6.25 |
289 |
1,638 |
+81 |
Total Volume and Open Interest |
4,916 |
39,006 |
+283 |
Oats(CBOT) |
Jul12 |
120517 |
337.75 |
344.00 |
330.00 |
338.50 |
+1.00 |
847 |
8,467 |
+31 |
Sep12 |
120517 |
348.25 |
348.25 |
341.75 |
343.00 |
+1.25 |
42 |
488 |
+7 |
Dec12 |
120517 |
347.50 |
353.00 |
341.50 |
347.50 |
+1.50 |
107 |
2,884 |
+60 |
Mar13 |
120517 |
350.50 |
350.50 |
349.00 |
350.50 |
+1.50 |
2 |
26 |
-1 |
Total Volume and Open Interest |
998 |
11,865 |
+97 |
Rough Rice(CBOT) |
May12 |
120514 |
15.48 |
15.48 |
15.48 |
15.48 |
unch |
52 |
67 |
-17 |
Jul12 |
120517 |
15.15 |
15.31 |
15.14 |
15.27 |
+0.15 |
597 |
11,027 |
-50 |
Sep12 |
120517 |
15.43 |
15.52 |
15.40 |
15.51 |
+0.16 |
61 |
2,613 |
+10 |
Nov12 |
120517 |
15.69 |
15.78 |
15.65 |
15.73 |
+0.14 |
4 |
277 |
+3 |
Total Volume and Open Interest |
666 |
14,017 |
-33 |
Live Cattle(CME) |
Jun12 |
120517 |
116.885 |
117.980 |
116.885 |
117.930 |
+1.045 |
23,717 |
82,911 |
-5,395 |
Aug12 |
120517 |
119.000 |
120.100 |
118.980 |
120.050 |
+1.100 |
16,500 |
122,296 |
+3,248 |
Oct12 |
120517 |
124.350 |
125.050 |
124.350 |
124.950 |
+0.770 |
8,103 |
73,569 |
+366 |
Dec12 |
120517 |
126.700 |
127.635 |
126.700 |
127.450 |
+0.620 |
5,298 |
37,865 |
-10 |
Feb13 |
120517 |
128.350 |
128.950 |
128.350 |
128.685 |
+0.635 |
3,036 |
15,370 |
+701 |
Apr13 |
120517 |
129.850 |
130.900 |
129.850 |
130.900 |
+0.750 |
929 |
5,369 |
+263 |
Total Volume and Open Interest |
57,658 |
338,710 |
-782 |
Feeder Cattle(CME) |
May12 |
120517 |
149.985 |
150.650 |
149.985 |
150.630 |
+0.780 |
798 |
4,583 |
-246 |
Aug12 |
120517 |
158.325 |
159.985 |
158.325 |
159.935 |
+1.610 |
1,963 |
22,214 |
+259 |
Sep12 |
120517 |
160.075 |
161.200 |
160.075 |
161.185 |
+1.385 |
467 |
5,098 |
-139 |
Oct12 |
120517 |
161.500 |
162.450 |
161.500 |
162.435 |
+1.035 |
370 |
4,715 |
+61 |
Nov12 |
120517 |
162.200 |
163.000 |
162.200 |
163.000 |
+0.950 |
132 |
2,068 |
-10 |
Jan13 |
120517 |
162.500 |
163.000 |
162.500 |
162.950 |
+0.900 |
95 |
1,670 |
+3 |
Mar13 |
120517 |
162.500 |
163.035 |
162.500 |
162.900 |
+0.550 |
3 |
100 |
+2 |
Total Volume and Open Interest |
3,828 |
40,454 |
-70 |
Lean Hogs(CME) |
Jun12 |
120517 |
86.385 |
87.850 |
86.250 |
87.430 |
+0.930 |
25,697 |
59,900 |
-7,214 |
Jul12 |
120517 |
87.635 |
89.000 |
87.100 |
88.750 |
+1.115 |
14,790 |
65,067 |
+1,357 |
Aug12 |
120517 |
88.300 |
89.635 |
87.900 |
89.500 |
+1.150 |
10,721 |
38,031 |
-117 |
Oct12 |
120517 |
80.450 |
81.650 |
80.330 |
81.350 |
+0.965 |
8,258 |
46,367 |
+360 |
Dec12 |
120517 |
78.300 |
79.000 |
78.150 |
78.930 |
+0.580 |
1,801 |
34,892 |
+355 |
Feb13 |
120517 |
80.100 |
80.550 |
80.000 |
80.450 |
+0.450 |
667 |
12,768 |
+163 |
Apr13 |
120517 |
81.430 |
81.980 |
81.400 |
81.800 |
+0.470 |
414 |
7,769 |
+9 |
May13 |
120517 |
86.000 |
86.100 |
85.785 |
85.950 |
+0.050 |
6 |
152 |
+3 |
Total Volume and Open Interest |
62,660 |
268,866 |
-4,935 |
Class III Milk(CME) |
May12 |
120517 |
15.18 |
15.26 |
15.16 |
15.17 |
-0.09 |
88 |
4,735 |
-28 |
Jun12 |
120517 |
15.20 |
15.49 |
15.15 |
15.37 |
+0.12 |
357 |
4,602 |
+28 |
Jul12 |
120517 |
14.76 |
15.29 |
14.74 |
15.18 |
+0.34 |
183 |
3,513 |
+23 |
Aug12 |
120517 |
15.20 |
15.45 |
15.18 |
15.35 |
+0.16 |
43 |
3,080 |
+11 |
Sep12 |
120517 |
15.65 |
15.85 |
15.60 |
15.70 |
+0.08 |
21 |
2,753 |
+4 |
Total Volume and Open Interest |
758 |
26,604 |
+49 |
Cocoa(ICE) |
May12 |
120515 |
2278 |
2278 |
2278 |
2278 |
-43 |
14 |
45 |
-490 |
Jul12 |
120517 |
2282 |
2289 |
2220 |
2224 |
-68 |
8,801 |
78,075 |
-600 |
Sep12 |
120517 |
2301 |
2301 |
2235 |
2239 |
-65 |
2,127 |
34,057 |
+132 |
Dec12 |
120517 |
2307 |
2307 |
2247 |
2251 |
-62 |
1,937 |
24,899 |
+608 |
Mar13 |
120517 |
2312 |
2312 |
2258 |
2261 |
-57 |
514 |
29,587 |
+171 |
May13 |
120517 |
2325 |
2325 |
2273 |
2276 |
-53 |
537 |
8,879 |
+321 |
Jul13 |
120517 |
2311 |
2311 |
2287 |
2289 |
-51 |
196 |
2,510 |
+149 |
Total Volume and Open Interest |
14,118 |
183,330 |
+780 |
Coffee "C"(ICE) |
May12 |
120517 |
177.90 |
179.00 |
177.10 |
178.65 |
+1.25 |
1 |
24 |
-1 |
Jul12 |
120517 |
177.50 |
180.80 |
176.40 |
180.10 |
+2.10 |
13,290 |
71,998 |
-1,435 |
Sep12 |
120517 |
180.00 |
182.95 |
178.70 |
182.30 |
+2.10 |
4,480 |
33,218 |
+343 |
Dec12 |
120517 |
184.20 |
186.20 |
182.50 |
185.80 |
+2.20 |
1,770 |
25,025 |
-161 |
Mar13 |
120517 |
187.30 |
189.85 |
186.05 |
189.60 |
+2.25 |
317 |
8,422 |
+69 |
May13 |
120517 |
189.80 |
192.05 |
189.20 |
192.05 |
+2.25 |
95 |
3,472 |
+33 |
Total Volume and Open Interest |
20,126 |
145,889 |
-1,090 |
Orange Juice(ICE) |
Jul12 |
120517 |
112.95 |
113.70 |
103.90 |
105.85 |
-6.95 |
1,254 |
14,491 |
+0 |
Sep12 |
120517 |
114.80 |
115.50 |
105.70 |
107.90 |
-6.80 |
201 |
2,179 |
+25 |
Nov12 |
120517 |
117.00 |
117.05 |
107.45 |
109.85 |
-6.95 |
103 |
3,915 |
+56 |
Jan13 |
120517 |
119.25 |
119.35 |
112.55 |
112.55 |
-6.50 |
37 |
683 |
+11 |
Mar13 |
120517 |
114.85 |
114.85 |
114.85 |
114.85 |
-6.20 |
26 |
964 |
+20 |
May13 |
120517 |
116.60 |
116.60 |
116.60 |
116.60 |
-6.20 |
15 |
52 |
+15 |
Total Volume and Open Interest |
1,646 |
22,296 |
+137 |
Sugar #11(ICE) |
Jul12 |
120517 |
20.85 |
20.93 |
20.61 |
20.86 |
+0.13 |
37,304 |
326,652 |
+121 |
Oct12 |
120517 |
21.15 |
21.24 |
20.94 |
21.18 |
+0.12 |
15,659 |
170,322 |
+1,095 |
Mar13 |
120517 |
22.00 |
22.07 |
21.81 |
22.03 |
+0.12 |
7,993 |
114,963 |
-847 |
May13 |
120517 |
21.95 |
22.05 |
21.82 |
22.02 |
+0.10 |
1,251 |
29,491 |
+177 |
Jul13 |
120517 |
21.91 |
22.00 |
21.80 |
22.00 |
+0.07 |
813 |
29,443 |
+154 |
Oct13 |
120517 |
22.00 |
22.13 |
21.93 |
22.11 |
+0.05 |
1,117 |
23,961 |
+555 |
Mar14 |
120517 |
22.30 |
22.40 |
22.21 |
22.38 |
+0.03 |
392 |
19,253 |
+142 |
May14 |
120517 |
22.06 |
22.20 |
21.99 |
22.18 |
+0.03 |
160 |
4,970 |
+17 |
Total Volume and Open Interest |
65,060 |
727,267 |
+1,629 |
London Cocoa(LCE) |
Jul12 |
120517 |
1537 |
1550 |
1525 |
1528 |
-13 |
5,640 |
65,737 |
+976 |
Sep12 |
120517 |
1514 |
1531 |
1508 |
1513 |
-14 |
3,100 |
31,336 |
-20 |
Dec12 |
120517 |
1514 |
1517 |
1494 |
1499 |
-13 |
1,770 |
33,750 |
+499 |
Mar13 |
120517 |
1486 |
1499 |
1477 |
1481 |
-9 |
876 |
35,654 |
+97 |
May13 |
120517 |
1488 |
1497 |
1475 |
1480 |
-8 |
372 |
9,977 |
+87 |
Jul13 |
120517 |
1495 |
1495 |
1483 |
1486 |
-6 |
79 |
4,959 |
+16 |
Sep13 |
120517 |
1492 |
1496 |
1490 |
1491 |
-5 |
21 |
3,304 |
+0 |
Total Volume and Open Interest |
12,465 |
191,306 |
-62 |
London Sugar(LCE) |
Aug12 |
120517 |
580.00 |
581.00 |
573.60 |
577.50 |
+0.80 |
4,348 |
30,892 |
-90 |
Oct12 |
120517 |
561.00 |
561.00 |
555.00 |
559.20 |
+0.40 |
1,212 |
14,907 |
-90 |
Dec12 |
120517 |
567.30 |
567.80 |
563.30 |
567.10 |
+0.70 |
388 |
5,926 |
+129 |
Mar13 |
120517 |
576.00 |
577.30 |
572.80 |
576.90 |
+1.20 |
332 |
6,524 |
+8 |
May13 |
120517 |
581.00 |
581.00 |
579.20 |
580.50 |
+0.50 |
195 |
945 |
+18 |
Total Volume and Open Interest |
6,533 |
60,461 |
-23 |
Cotton(ICE) |
Jul12 |
120517 |
77.10 |
78.23 |
76.26 |
76.65 |
-0.32 |
14,218 |
101,794 |
+2,796 |
Oct12 |
120517 |
76.58 |
77.00 |
75.43 |
75.83 |
-0.75 |
10 |
152 |
+1 |
Dec12 |
120517 |
75.00 |
75.60 |
73.78 |
73.90 |
-0.71 |
7,151 |
74,860 |
-1,146 |
Mar13 |
120517 |
76.45 |
76.77 |
75.10 |
75.10 |
-0.79 |
398 |
5,729 |
+140 |
May13 |
120517 |
77.08 |
77.65 |
76.10 |
76.10 |
-1.01 |
103 |
2,169 |
+54 |
Jul13 |
120517 |
78.07 |
78.53 |
77.03 |
77.03 |
-1.03 |
163 |
3,156 |
+23 |
Total Volume and Open Interest |
22,085 |
188,609 |
+1,860 |
Lumber(CME) |
Jul12 |
120517 |
283.0 |
284.8 |
278.8 |
283.1 |
+0.6 |
627 |
5,591 |
+21 |
Sep12 |
120517 |
287.5 |
289.3 |
284.6 |
287.7 |
+0.1 |
408 |
2,338 |
+82 |
Nov12 |
120517 |
284.4 |
286.4 |
283.8 |
285.0 |
+1.1 |
12 |
995 |
+1 |
Jan13 |
120517 |
293.8 |
293.8 |
292.9 |
293.8 |
+0.8 |
3 |
182 |
+2 |
Total Volume and Open Interest |
1,050 |
9,207 |
+69 |
Crude Oil(NYM) |
Jun12 |
120517 |
92.77 |
93.88 |
92.09 |
92.56 |
-0.25 |
284,712 |
140,117 |
-10,854 |
Jul12 |
120517 |
93.10 |
94.24 |
92.47 |
92.94 |
-0.25 |
118,662 |
274,615 |
+9,667 |
Aug12 |
120517 |
93.42 |
94.50 |
92.72 |
93.19 |
-0.29 |
49,704 |
90,515 |
-6,341 |
Sep12 |
120517 |
93.70 |
94.78 |
92.98 |
93.44 |
-0.34 |
33,275 |
85,261 |
+5,171 |
Oct12 |
120517 |
94.10 |
94.96 |
93.29 |
93.66 |
-0.38 |
13,408 |
50,347 |
+1,837 |
Nov12 |
120517 |
94.78 |
95.15 |
93.39 |
93.83 |
-0.40 |
9,864 |
39,583 |
+872 |
Dec12 |
120517 |
94.49 |
95.35 |
93.55 |
94.00 |
-0.41 |
39,697 |
184,369 |
+1,829 |
Jan13 |
120517 |
94.64 |
95.49 |
93.68 |
94.13 |
-0.44 |
3,732 |
49,040 |
-495 |
Feb13 |
120517 |
94.55 |
95.20 |
93.96 |
94.19 |
-0.46 |
2,487 |
28,554 |
+508 |
Mar13 |
120517 |
94.96 |
94.96 |
93.80 |
94.16 |
-0.47 |
2,124 |
36,687 |
+316 |
Apr13 |
120517 |
94.63 |
94.65 |
93.84 |
94.02 |
-0.48 |
681 |
19,139 |
-93 |
May13 |
120517 |
93.62 |
93.81 |
93.62 |
93.81 |
-0.49 |
781 |
16,252 |
-185 |
Jun13 |
120517 |
94.30 |
94.86 |
93.16 |
93.58 |
-0.50 |
6,434 |
72,561 |
-287 |
Jul13 |
120517 |
93.31 |
93.31 |
93.31 |
93.31 |
-0.50 |
353 |
17,180 |
-22 |
Aug13 |
120517 |
93.05 |
93.05 |
93.05 |
93.05 |
-0.48 |
113 |
9,672 |
+59 |
Sep13 |
120517 |
92.81 |
92.81 |
92.81 |
92.81 |
-0.46 |
725 |
24,366 |
+117 |
Total Volume and Open Interest |
596,463 |
1,539,151 |
+4,075 |
e-miNY Crude Oil(NYM) |
May12 |
120419 |
102.750 |
103.200 |
101.700 |
102.275 |
-0.400 |
4,575 |
1,257 |
-170 |
Jun12 |
120517 |
92.750 |
93.850 |
92.100 |
92.550 |
-0.250 |
7,889 |
2,106 |
-46 |
Jul12 |
120517 |
93.225 |
94.225 |
92.475 |
92.950 |
-0.250 |
669 |
854 |
+162 |
Aug12 |
120517 |
93.775 |
94.125 |
92.775 |
93.200 |
-0.275 |
53 |
90 |
+9 |
Sep12 |
120517 |
94.050 |
94.500 |
93.150 |
93.450 |
-0.325 |
18 |
50 |
+4 |
Oct12 |
120517 |
93.650 |
93.650 |
93.650 |
93.650 |
-0.400 |
0 |
20 |
+0 |
Nov12 |
120517 |
93.825 |
93.825 |
93.825 |
93.825 |
-0.400 |
0 |
2 |
+0 |
Dec12 |
120517 |
94.600 |
95.000 |
93.975 |
94.000 |
-0.400 |
5 |
267 |
-4 |
Jan13 |
120517 |
94.125 |
94.125 |
94.125 |
94.125 |
-0.450 |
0 |
10 |
+0 |
Feb13 |
120517 |
94.200 |
94.200 |
94.200 |
94.200 |
-0.450 |
0 |
75 |
+0 |
Total Volume and Open Interest |
8,634 |
3,662 |
+125 |
Heating Oil(NYM) |
Jun12 |
120517 |
288.50 |
290.51 |
283.94 |
284.90 |
-4.86 |
57,809 |
67,644 |
-6,863 |
Jul12 |
120517 |
289.50 |
291.15 |
284.61 |
285.56 |
-4.83 |
32,423 |
63,328 |
+1,468 |
Aug12 |
120517 |
291.19 |
291.91 |
285.66 |
286.41 |
-4.78 |
12,820 |
35,152 |
-228 |
Sep12 |
120517 |
291.67 |
292.66 |
286.43 |
287.23 |
-4.74 |
11,242 |
33,198 |
+1,579 |
Oct12 |
120517 |
292.14 |
293.01 |
287.33 |
288.04 |
-4.67 |
5,494 |
13,809 |
+598 |
Nov12 |
120517 |
292.10 |
293.64 |
288.20 |
288.89 |
-4.62 |
3,303 |
11,404 |
+244 |
Dec12 |
120517 |
294.13 |
295.02 |
288.97 |
289.71 |
-4.57 |
12,500 |
43,961 |
-1,842 |
Jan13 |
120517 |
294.38 |
294.38 |
290.10 |
290.50 |
-4.45 |
1,264 |
10,432 |
+165 |
Feb13 |
120517 |
293.65 |
293.65 |
289.90 |
290.43 |
-4.34 |
794 |
3,155 |
+361 |
Mar13 |
120517 |
292.75 |
293.35 |
289.40 |
289.75 |
-4.24 |
1,374 |
6,774 |
+798 |
Apr13 |
120517 |
291.70 |
292.43 |
288.35 |
288.75 |
-4.17 |
540 |
14,323 |
+193 |
May13 |
120517 |
295.20 |
295.20 |
291.25 |
291.55 |
-4.17 |
167 |
4,246 |
-33 |
Total Volume and Open Interest |
139,821 |
309,131 |
-3,487 |
Gasoline(NYMEX) |
Jun12 |
120517 |
291.08 |
293.03 |
286.68 |
287.82 |
-4.27 |
55,473 |
77,825 |
-1,731 |
Jul12 |
120517 |
285.41 |
287.30 |
280.60 |
281.74 |
-4.77 |
44,336 |
90,728 |
+2,172 |
Aug12 |
120517 |
281.41 |
282.67 |
276.54 |
277.37 |
-4.94 |
22,298 |
32,915 |
+905 |
Sep12 |
120517 |
278.64 |
278.73 |
272.68 |
273.54 |
-4.97 |
14,546 |
29,872 |
-929 |
Oct12 |
120517 |
264.30 |
264.70 |
258.76 |
259.62 |
-4.82 |
6,440 |
22,464 |
+1,307 |
Nov12 |
120517 |
261.52 |
261.76 |
255.61 |
256.43 |
-4.77 |
2,909 |
10,210 |
-53 |
Dec12 |
120517 |
259.96 |
260.04 |
254.05 |
254.92 |
-4.72 |
3,397 |
26,569 |
-529 |
Jan13 |
120517 |
257.90 |
257.90 |
254.50 |
254.50 |
-4.66 |
491 |
7,666 |
-51 |
Feb13 |
120517 |
258.75 |
259.00 |
255.34 |
255.34 |
-4.59 |
361 |
3,185 |
-169 |
Mar13 |
120517 |
260.27 |
260.27 |
256.77 |
256.77 |
-4.54 |
474 |
2,357 |
+237 |
Total Volume and Open Interest |
150,988 |
315,202 |
+1,102 |
e-miNY RBOB Gasoline(NYM) |
Jun12 |
120517 |
287.80 |
287.82 |
287.80 |
287.80 |
-4.30 |
|
|
|
Jul12 |
120517 |
281.70 |
281.74 |
281.70 |
281.70 |
-4.80 |
|
|
|
Aug12 |
120517 |
277.40 |
277.40 |
277.37 |
277.40 |
-4.90 |
|
|
|
Sep12 |
120517 |
273.50 |
273.54 |
273.50 |
273.50 |
-5.00 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
Jun12 |
120517 |
2.625 |
2.676 |
2.507 |
2.594 |
-0.024 |
132,509 |
132,518 |
-20,586 |
Jul12 |
120517 |
2.697 |
2.748 |
2.585 |
2.673 |
-0.014 |
60,969 |
246,838 |
+12,079 |
Aug12 |
120517 |
2.747 |
2.805 |
2.646 |
2.730 |
-0.014 |
29,833 |
96,973 |
-3,805 |
Sep12 |
120517 |
2.800 |
2.841 |
2.682 |
2.765 |
-0.013 |
20,205 |
134,572 |
+1 |
Oct12 |
120517 |
2.870 |
2.914 |
2.759 |
2.840 |
-0.012 |
22,947 |
128,406 |
+897 |
Nov12 |
120517 |
3.120 |
3.162 |
3.013 |
3.089 |
-0.016 |
8,066 |
74,605 |
+596 |
Dec12 |
120517 |
3.436 |
3.468 |
3.334 |
3.401 |
-0.016 |
6,383 |
56,266 |
-609 |
Jan13 |
120517 |
3.598 |
3.617 |
3.489 |
3.554 |
-0.014 |
9,942 |
75,556 |
-1,379 |
Feb13 |
120517 |
3.591 |
3.630 |
3.502 |
3.567 |
-0.013 |
1,891 |
21,132 |
+138 |
Mar13 |
120517 |
3.583 |
3.607 |
3.486 |
3.545 |
-0.013 |
4,605 |
35,167 |
+61 |
Apr13 |
120517 |
3.572 |
3.578 |
3.456 |
3.518 |
-0.012 |
3,859 |
54,371 |
+319 |
May13 |
120517 |
3.599 |
3.607 |
3.493 |
3.549 |
-0.013 |
769 |
14,565 |
+56 |
Jun13 |
120517 |
3.627 |
3.655 |
3.537 |
3.596 |
-0.013 |
824 |
6,924 |
+415 |
Jul13 |
120517 |
3.680 |
3.699 |
3.585 |
3.643 |
-0.014 |
308 |
6,384 |
+4 |
Aug13 |
120517 |
3.697 |
3.711 |
3.609 |
3.659 |
-0.015 |
310 |
6,209 |
+84 |
Sep13 |
120517 |
3.672 |
3.720 |
3.603 |
3.662 |
-0.014 |
306 |
6,143 |
-30 |
Total Volume and Open Interest |
306,014 |
1,222,589 |
-11,199 |
Brent Crude Oil(ICE) |
Jul12 |
120517 |
109.43 |
110.15 |
106.58 |
107.49 |
-2.26 |
275,929 |
265,585 |
-3,819 |
Aug12 |
120517 |
109.13 |
109.60 |
106.12 |
106.96 |
-2.31 |
82,495 |
161,223 |
+943 |
Sep12 |
120517 |
108.50 |
109.03 |
105.80 |
106.46 |
-2.26 |
44,646 |
112,992 |
+3,766 |
Oct12 |
120517 |
107.95 |
108.42 |
105.32 |
105.96 |
-2.18 |
29,290 |
91,669 |
+491 |
Nov12 |
120517 |
107.70 |
108.00 |
105.04 |
105.65 |
-2.09 |
29,014 |
56,921 |
-765 |
Dec12 |
120517 |
107.23 |
107.62 |
104.61 |
105.35 |
-2.00 |
70,929 |
128,947 |
+77 |
Jan13 |
120517 |
107.15 |
107.20 |
104.71 |
105.07 |
-1.96 |
9,122 |
20,765 |
+661 |
Feb13 |
120517 |
106.83 |
106.83 |
104.43 |
104.77 |
-1.92 |
5,380 |
13,341 |
-50 |
Mar13 |
120517 |
106.19 |
106.44 |
104.15 |
104.47 |
-1.88 |
4,332 |
17,603 |
+165 |
Apr13 |
120517 |
104.16 |
104.16 |
104.16 |
104.16 |
-1.84 |
1,722 |
10,372 |
-62 |
May13 |
120517 |
103.79 |
103.79 |
103.79 |
103.79 |
-1.81 |
2,522 |
11,488 |
+133 |
Jun13 |
120517 |
105.31 |
105.31 |
102.81 |
103.39 |
-1.78 |
10,442 |
42,445 |
+1,102 |
Jul13 |
120517 |
103.04 |
103.04 |
103.04 |
103.04 |
-1.75 |
1,409 |
7,466 |
+369 |
Aug13 |
120517 |
102.67 |
102.67 |
102.67 |
102.67 |
-1.72 |
636 |
6,224 |
+294 |
Total Volume and Open Interest |
748,293 |
1,235,108 |
-32,850 |
Gas Oil(ICE) |
Jun12 |
120517 |
922.50 |
928.75 |
907.00 |
918.50 |
-13.00 |
81,640 |
143,869 |
-4,033 |
Jul12 |
120517 |
922.00 |
925.50 |
904.00 |
915.75 |
-13.00 |
68,916 |
97,192 |
+2,168 |
Aug12 |
120517 |
921.25 |
924.50 |
903.75 |
914.75 |
-13.00 |
25,152 |
57,021 |
+2,064 |
Sep12 |
120517 |
918.75 |
924.25 |
904.50 |
914.75 |
-13.00 |
10,272 |
52,957 |
-697 |
Oct12 |
120517 |
918.50 |
924.00 |
905.00 |
914.75 |
-12.75 |
8,563 |
26,650 |
+512 |
Nov12 |
120517 |
917.75 |
922.50 |
904.50 |
913.75 |
-12.75 |
6,011 |
18,651 |
+149 |
Dec12 |
120517 |
917.00 |
922.50 |
902.75 |
913.00 |
-12.75 |
21,703 |
59,357 |
+801 |
Jan13 |
120517 |
917.00 |
921.00 |
903.50 |
913.50 |
-12.50 |
3,981 |
21,331 |
+534 |
Feb13 |
120517 |
916.75 |
921.00 |
903.50 |
913.25 |
-12.25 |
1,303 |
10,668 |
+94 |
Mar13 |
120517 |
916.75 |
920.25 |
903.50 |
912.50 |
-12.00 |
1,394 |
11,800 |
+62 |
Total Volume and Open Interest |
235,605 |
581,124 |
+2,633 |
Ethanol(CBOT) |
May12 |
120503 |
2.185 |
2.190 |
2.181 |
2.181 |
+0.006 |
15 |
195 |
-11 |
Jun12 |
120517 |
2.171 |
2.184 |
2.162 |
2.181 |
+0.011 |
316 |
883 |
-46 |
Jul12 |
120517 |
2.180 |
2.193 |
2.169 |
2.190 |
+0.011 |
396 |
1,386 |
+18 |
Aug12 |
120517 |
2.164 |
2.170 |
2.148 |
2.168 |
+0.011 |
204 |
2,664 |
+88 |
Sep12 |
120517 |
2.077 |
2.092 |
2.067 |
2.087 |
+0.011 |
52 |
1,428 |
-3 |
Oct12 |
120517 |
2.005 |
2.019 |
1.999 |
2.011 |
+0.004 |
54 |
1,658 |
+14 |
Nov12 |
120517 |
1.968 |
1.983 |
1.966 |
1.977 |
+0.006 |
62 |
1,629 |
-19 |
Dec12 |
120517 |
1.963 |
1.967 |
1.958 |
1.966 |
+0.004 |
67 |
1,186 |
-4 |
Total Volume and Open Interest |
1,232 |
12,787 |
+78 |
WTI Crude Oil(ICE) |
Jun12 |
120517 |
93.09 |
93.88 |
92.09 |
92.56 |
-0.25 |
52,069 |
44,877 |
-5,918 |
Jul12 |
120517 |
93.44 |
94.25 |
92.47 |
92.94 |
-0.25 |
36,025 |
62,091 |
-527 |
Aug12 |
120517 |
94.25 |
94.45 |
92.77 |
93.19 |
-0.29 |
12,374 |
35,466 |
+98 |
Sep12 |
120517 |
94.10 |
94.70 |
93.04 |
93.44 |
-0.34 |
10,746 |
26,015 |
-216 |
Oct12 |
120517 |
94.49 |
94.71 |
93.36 |
93.66 |
-0.38 |
5,668 |
15,811 |
+1,970 |
Nov12 |
120517 |
94.52 |
94.62 |
93.47 |
93.83 |
-0.40 |
4,687 |
14,356 |
+938 |
Dec12 |
120517 |
95.05 |
95.11 |
93.61 |
94.00 |
-0.41 |
15,043 |
78,512 |
-428 |
Jan13 |
120517 |
94.35 |
94.35 |
93.83 |
94.13 |
-0.44 |
1,028 |
13,187 |
-73 |
Feb13 |
120517 |
94.19 |
94.19 |
94.19 |
94.19 |
-0.46 |
709 |
8,023 |
-259 |
Mar13 |
120517 |
94.16 |
94.16 |
94.16 |
94.16 |
-0.47 |
606 |
4,972 |
+172 |
Apr13 |
120517 |
94.02 |
94.02 |
94.02 |
94.02 |
-0.48 |
308 |
2,389 |
-4 |
May13 |
120517 |
93.81 |
93.81 |
93.81 |
93.81 |
-0.49 |
233 |
1,875 |
-6 |
Jun13 |
120517 |
94.11 |
94.11 |
93.42 |
93.58 |
-0.50 |
864 |
20,640 |
+133 |
Jul13 |
120517 |
93.31 |
93.31 |
93.31 |
93.31 |
-0.50 |
13 |
1,508 |
-2 |
Aug13 |
120517 |
93.05 |
93.05 |
93.05 |
93.05 |
-0.48 |
6 |
2,367 |
-1 |
Sep13 |
120517 |
92.81 |
92.81 |
92.81 |
92.81 |
-0.46 |
11 |
6,059 |
+7 |
Total Volume and Open Interest |
145,764 |
459,780 |
-3,546 |
US Dollar Index(ICE) |
Jun12 |
120517 |
81.520 |
81.830 |
81.400 |
81.540 |
+0.015 |
47,765 |
58,252 |
+2,967 |
Sep12 |
120517 |
81.810 |
82.110 |
81.720 |
81.880 |
unch |
42 |
1,126 |
+20 |
Dec12 |
120517 |
82.190 |
82.190 |
82.190 |
82.190 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
47,807 |
59,379 |
+2,987 |
Australian Dollar(CME) |
Jun12 |
120517 |
98.82 |
99.34 |
98.54 |
98.99 |
+0.12 |
152,804 |
143,287 |
-920 |
Sep12 |
120517 |
98.18 |
98.48 |
97.85 |
98.20 |
+0.13 |
77 |
649 |
-1 |
Dec12 |
120517 |
97.39 |
97.54 |
97.39 |
97.54 |
+0.15 |
1 |
61 |
+0 |
Total Volume and Open Interest |
152,882 |
144,001 |
-921 |
British Pound(CME) |
Jun12 |
120517 |
159.10 |
159.31 |
157.61 |
158.14 |
-0.97 |
112,088 |
198,788 |
-8,162 |
Sep12 |
120517 |
158.95 |
159.29 |
157.71 |
158.06 |
-0.97 |
88 |
417 |
+5 |
Dec12 |
120517 |
157.80 |
158.94 |
157.80 |
157.97 |
-0.97 |
3 |
63 |
+3 |
Total Volume and Open Interest |
112,179 |
199,270 |
-8,154 |
Canadian Dollar(CME) |
Jun12 |
120517 |
98.70 |
98.90 |
98.00 |
98.22 |
-0.59 |
96,357 |
132,587 |
-1,483 |
Sep12 |
120517 |
98.54 |
98.69 |
97.81 |
98.02 |
-0.59 |
198 |
3,202 |
+38 |
Dec12 |
120517 |
98.43 |
98.43 |
97.78 |
97.82 |
-0.57 |
35 |
3,937 |
-390 |
Mar13 |
120517 |
98.00 |
98.18 |
97.62 |
97.62 |
-0.56 |
0 |
187 |
+0 |
Total Volume and Open Interest |
96,605 |
140,173 |
-1,844 |
Japanese Yen(CME) |
Jun12 |
120517 |
124.53 |
126.41 |
124.42 |
126.19 |
+1.60 |
92,417 |
138,175 |
-484 |
Sep12 |
120517 |
124.68 |
126.50 |
124.60 |
126.33 |
+1.60 |
107 |
971 |
+18 |
Dec12 |
120517 |
126.63 |
126.70 |
124.98 |
126.59 |
+1.61 |
4 |
106 |
+0 |
Total Volume and Open Interest |
92,531 |
139,275 |
-464 |
Swiss Franc(CME) |
Jun12 |
120517 |
105.93 |
106.18 |
105.50 |
105.90 |
-0.06 |
51,119 |
63,281 |
+2,509 |
Sep12 |
120517 |
105.80 |
106.13 |
105.80 |
106.07 |
-0.06 |
69 |
256 |
+56 |
Dec12 |
120517 |
106.27 |
106.34 |
106.27 |
106.27 |
-0.07 |
0 |
3 |
+0 |
Total Volume and Open Interest |
51,188 |
63,543 |
+2,565 |
EuroFX(CME) |
Jun12 |
120517 |
127.17 |
127.52 |
126.68 |
127.15 |
-0.09 |
358,548 |
353,165 |
+7,590 |
Sep12 |
120517 |
127.35 |
127.63 |
126.85 |
127.27 |
-0.10 |
1,125 |
3,188 |
+746 |
Dec12 |
120517 |
127.52 |
127.85 |
127.20 |
127.47 |
-0.08 |
263 |
294 |
-121 |
Total Volume and Open Interest |
359,939 |
356,674 |
+8,216 |
Mexican Peso(CME) |
Jun12 |
120517 |
723.8 |
726.8 |
718.5 |
722.2 |
-1.5 |
59,350 |
142,712 |
-6,405 |
Jul12 |
120517 |
720.5 |
722.0 |
720.5 |
720.5 |
-1.5 |
|
|
|
Total Volume and Open Interest |
66,776 |
174,386 |
-363 |
Brazilian Real(CME) |
Jun12 |
120517 |
499.40 |
501.00 |
495.15 |
500.10 |
+1.30 |
421 |
6,082 |
+219 |
Jul12 |
120517 |
496.80 |
498.10 |
493.15 |
497.45 |
+1.25 |
10 |
580 |
+0 |
Aug12 |
120517 |
494.40 |
494.40 |
493.10 |
494.40 |
+1.30 |
|
|
|
Sep12 |
120517 |
491.30 |
491.30 |
490.00 |
491.30 |
+1.30 |
2 |
29 |
+2 |
Total Volume and Open Interest |
433 |
20,259 |
+221 |
30-Year T-Bonds(CBOT) |
Jun12 |
120517 |
146~290 |
148~230 |
146~120 |
148~120 |
+1~180 |
438,424 |
635,680 |
+7,285 |
Sep12 |
120517 |
146~060 |
148~030 |
145~260 |
147~250 |
+1~190 |
8,388 |
9,587 |
+4,317 |
Dec12 |
120517 |
146~180 |
148~080 |
146~070 |
148~020 |
+1~240 |
265 |
717 |
+224 |
Total Volume and Open Interest |
447,077 |
645,984 |
+11,826 |
10-Year T-Notes(CBOT) |
Jun12 |
120517 |
133~135 |
133~260 |
133~050 |
133~245 |
+0~110 |
1,277,242 |
1,846,411 |
-8,523 |
Sep12 |
120517 |
132~055 |
132~260 |
132~045 |
132~245 |
+0~115 |
16,021 |
59,999 |
+9,301 |
Dec12 |
120517 |
131~295 |
131~295 |
131~295 |
131~295 |
+0~115 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,293,263 |
1,906,411 |
+778 |
5-Year T-Notes(CBOT) |
Jun12 |
120517 |
124~013 |
124~023 |
123~126 |
124~013 |
-0~001 |
480,806 |
1,375,416 |
-22,370 |
Sep12 |
120517 |
123~088 |
123~106 |
123~088 |
123~102 |
unch |
26,209 |
33,257 |
+13,067 |
Dec12 |
120517 |
122~126 |
122~126 |
122~126 |
122~126 |
unch |
|
|
|
Total Volume and Open Interest |
507,015 |
1,408,673 |
-9,303 |
2 Year T-Notes(CBOT) |
Jun12 |
120517 |
110~028 |
110~029 |
110~025 |
110~025 |
-0~003 |
272,976 |
995,273 |
+17,553 |
Sep12 |
120517 |
110~015 |
110~016 |
110~012 |
110~012 |
-0~004 |
13,826 |
20,128 |
+6,889 |
Dec12 |
120517 |
109~078 |
109~082 |
109~078 |
109~078 |
-0~004 |
|
|
|
Total Volume and Open Interest |
286,802 |
1,015,401 |
+24,442 |
Eurodollars(CME) |
Jun12 |
120517 |
99.503 |
99.505 |
99.495 |
99.503 |
unch |
210,702 |
956,522 |
-3,548 |
Sep12 |
120517 |
99.405 |
99.410 |
99.390 |
99.405 |
unch |
383,850 |
939,596 |
+5,307 |
Dec12 |
120517 |
99.355 |
99.360 |
99.335 |
99.355 |
unch |
362,245 |
982,945 |
-10,498 |
Mar13 |
120517 |
99.335 |
99.340 |
99.325 |
99.340 |
unch |
296,272 |
719,893 |
+11,439 |
Jun13 |
120517 |
99.320 |
99.325 |
99.305 |
99.320 |
unch |
264,700 |
699,766 |
-12,637 |
Sep13 |
120517 |
99.305 |
99.305 |
99.285 |
99.300 |
unch |
212,090 |
675,693 |
-13,457 |
Dec13 |
120517 |
99.275 |
99.275 |
99.250 |
99.265 |
-0.005 |
167,389 |
623,852 |
-4,155 |
Mar14 |
120517 |
99.245 |
99.250 |
99.220 |
99.235 |
-0.005 |
149,767 |
612,428 |
-17,578 |
Jun14 |
120517 |
99.175 |
99.200 |
99.165 |
99.175 |
-0.005 |
117,561 |
470,581 |
-6,335 |
Sep14 |
120517 |
99.100 |
99.130 |
99.085 |
99.100 |
-0.005 |
99,734 |
363,423 |
-7,746 |
Dec14 |
120517 |
98.990 |
99.025 |
98.970 |
98.995 |
+0.005 |
91,528 |
316,638 |
+4,880 |
Mar15 |
120517 |
98.880 |
98.920 |
98.855 |
98.895 |
+0.015 |
88,009 |
287,458 |
+4,375 |
Jun15 |
120517 |
0.441 |
0.486 |
0.416 |
0.466 |
+0.030 |
75,077 |
251,156 |
-2,867 |
Sep15 |
120517 |
0.296 |
0.351 |
0.271 |
0.336 |
+0.045 |
40,217 |
198,126 |
+1,267 |
Dec15 |
120517 |
0.146 |
0.211 |
0.116 |
0.196 |
+0.055 |
39,680 |
169,175 |
+1,991 |
Mar16 |
120517 |
0.016 |
0.086 |
6.535 |
0.071 |
+0.065 |
22,426 |
104,715 |
-887 |
Jun16 |
120517 |
6.410 |
6.500 |
6.390 |
6.485 |
+0.070 |
14,788 |
113,970 |
+1,548 |
Sep16 |
120517 |
6.280 |
6.370 |
6.245 |
6.350 |
+0.080 |
10,668 |
85,544 |
+572 |
Total Volume and Open Interest |
2,679,101 |
8,834,239 |
-44,910 |
30 Day Federal Funds(CBOT) |
May12 |
120517 |
99.842 |
99.842 |
99.838 |
99.840 |
-0.003 |
2,136 |
54,243 |
+1,201 |
Jun12 |
120517 |
99.835 |
99.840 |
99.830 |
99.835 |
-0.005 |
6,656 |
42,991 |
+4,908 |
Jul12 |
120517 |
99.840 |
99.840 |
99.830 |
99.835 |
-0.005 |
4,284 |
46,408 |
+507 |
Aug12 |
120517 |
99.840 |
99.840 |
99.830 |
99.835 |
-0.005 |
3,097 |
42,708 |
+893 |
Sep12 |
120517 |
99.830 |
99.835 |
99.825 |
99.830 |
-0.005 |
1,698 |
32,742 |
+254 |
Oct12 |
120517 |
99.830 |
99.835 |
99.820 |
99.830 |
-0.005 |
922 |
50,721 |
+347 |
Total Volume and Open Interest |
28,152 |
528,528 |
+8,865 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun12 |
120517 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
0 |
258 |
+0 |
Sep12 |
120517 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Dec12 |
120517 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
|
|
|
Mar13 |
120517 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
|
|
|
Jun13 |
120517 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Sep13 |
120517 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Dec13 |
120517 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
|
|
|
Mar14 |
120517 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
|
|
|
Jun14 |
120517 |
99.505 |
99.505 |
99.505 |
99.505 |
unch |
|
|
|
Sep14 |
120517 |
99.365 |
99.365 |
99.365 |
99.365 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
258 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun12 |
120517 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
2,570 |
+0 |
Sep12 |
120517 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
697 |
+0 |
Dec12 |
120517 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
519 |
+0 |
Mar13 |
120517 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
181 |
+0 |
Jun13 |
120517 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
206 |
+0 |
Sep13 |
120517 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
325 |
+0 |
Dec13 |
120517 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
564 |
+0 |
Mar14 |
120517 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
96 |
+0 |
Total Volume and Open Interest |
0 |
5,158 |
+0 |
Japanese Gov't Bonds(SGX) |
Jun12 |
120517 |
143.47 |
143.50 |
143.22 |
143.28 |
-0.23 |
4,104 |
24,083 |
-83 |
Sep12 |
120517 |
143.15 |
143.15 |
143.07 |
143.07 |
-0.25 |
0 |
9 |
+0 |
Dec12 |
120517 |
141.94 |
141.94 |
141.94 |
141.94 |
-0.25 |
0 |
4 |
+0 |
Total Volume and Open Interest |
4,104 |
24,096 |
-83 |
Euro-Bund(EUREX) |
Jun12 |
120517 |
143.18 |
144.03 |
143.10 |
143.67 |
+0.49 |
879,015 |
977,129 |
+700 |
Sep12 |
120517 |
141.94 |
142.85 |
141.94 |
142.47 |
+0.51 |
10,440 |
41,678 |
+6,132 |
Dec12 |
120517 |
142.07 |
142.07 |
142.07 |
142.07 |
+0.39 |
|
|
|
Total Volume and Open Interest |
889,455 |
1,018,807 |
+6,832 |
Euro-Bobl(EUREX) |
Jun12 |
120517 |
125.84 |
126.28 |
125.81 |
126.14 |
+0.26 |
482,970 |
733,008 |
-11,193 |
Sep12 |
120517 |
126.36 |
126.65 |
126.36 |
126.52 |
+0.30 |
8,300 |
46,520 |
+1,790 |
Dec12 |
120517 |
126.09 |
126.09 |
126.09 |
126.09 |
+0.26 |
195 |
0 |
+0 |
Total Volume and Open Interest |
491,465 |
779,528 |
-9,403 |
3-Mth Euribor(EUREX) |
Jun12 |
120517 |
99.320 |
99.320 |
99.320 |
99.320 |
-0.015 |
0 |
1,777 |
+0 |
Sep12 |
120517 |
99.370 |
99.370 |
99.340 |
99.340 |
-0.025 |
0 |
1,328 |
+0 |
Dec12 |
120517 |
99.330 |
99.330 |
99.330 |
99.330 |
-0.030 |
0 |
932 |
+0 |
Total Volume and Open Interest |
0 |
5,684 |
+0 |
Long Gilt(LIFFE) |
Jun12 |
120517 |
118~11 |
118~31 |
118~11 |
118~18 |
+0~08 |
153,501 |
309,428 |
-6,308 |
Sep12 |
120517 |
117~15 |
117~29 |
117~10 |
117~16 |
+0~07 |
3,785 |
6,570 |
+276 |
Total Volume and Open Interest |
157,286 |
315,998 |
-6,032 |
3-Mth Short Sterling(LIFFE) |
Jun12 |
120517 |
98.96 |
98.96 |
98.94 |
98.95 |
unch |
89,759 |
235,603 |
+5,783 |
Sep12 |
120517 |
98.86 |
98.89 |
98.85 |
98.88 |
+0.02 |
129,835 |
375,537 |
+8,548 |
Dec12 |
120517 |
98.85 |
98.91 |
98.85 |
98.89 |
+0.04 |
111,528 |
281,977 |
+2,603 |
Mar13 |
120517 |
98.86 |
98.93 |
98.85 |
98.91 |
+0.05 |
125,814 |
248,316 |
+1,590 |
Jun13 |
120517 |
98.85 |
98.93 |
98.84 |
98.91 |
+0.06 |
162,951 |
230,508 |
-5,128 |
Sep13 |
120517 |
98.83 |
98.92 |
98.82 |
98.90 |
+0.07 |
144,215 |
256,146 |
-3,300 |
Total Volume and Open Interest |
1,156,139 |
2,462,710 |
+26,126 |
3-Mth Euribor(LIFFE) |
Jun12 |
120517 |
99.330 |
99.345 |
99.300 |
99.320 |
-0.015 |
102,295 |
575,700 |
-7,406 |
Sep12 |
120517 |
99.370 |
99.375 |
99.335 |
99.340 |
-0.025 |
155,090 |
497,872 |
-7,970 |
Dec12 |
120517 |
99.365 |
99.375 |
99.325 |
99.330 |
-0.030 |
127,050 |
455,482 |
+12,667 |
Total Volume and Open Interest |
800,916 |
3,459,565 |
-9,237 |
3-Mth Aus T-Bills(SFE) |
Jun12 |
120517 |
96.36 |
96.38 |
96.33 |
96.37 |
+0.01 |
28,042 |
139,894 |
-547 |
Sep12 |
120517 |
96.78 |
96.82 |
96.76 |
96.78 |
-0.01 |
27,777 |
189,893 |
+1,353 |
Dec12 |
120517 |
96.93 |
96.97 |
96.90 |
96.92 |
-0.02 |
18,704 |
141,058 |
+922 |
Mar13 |
120517 |
96.93 |
96.97 |
96.88 |
96.90 |
-0.04 |
10,085 |
79,463 |
+1,166 |
Jun13 |
120517 |
96.87 |
96.89 |
96.81 |
96.83 |
-0.04 |
3,550 |
65,938 |
-294 |
Sep13 |
120517 |
96.80 |
96.80 |
96.72 |
96.74 |
-0.05 |
3,586 |
50,924 |
+987 |
Dec13 |
120517 |
96.71 |
96.73 |
96.66 |
96.66 |
-0.06 |
929 |
32,461 |
+251 |
Mar14 |
120517 |
96.64 |
96.66 |
96.59 |
96.60 |
-0.06 |
627 |
21,125 |
-1 |
Jun14 |
120517 |
96.56 |
96.56 |
96.53 |
96.53 |
-0.06 |
8 |
1,152 |
+2 |
Sep14 |
120517 |
96.45 |
96.45 |
96.45 |
96.45 |
-0.05 |
32 |
712 |
+20 |
Total Volume and Open Interest |
93,385 |
723,034 |
+3,904 |
10-Year Aus T-Bonds(SFE) |
Jun12 |
120517 |
96.83 |
96.84 |
96.77 |
96.79 |
-0.03 |
61,758 |
415,727 |
-2,609 |
Sep12 |
120517 |
96.79 |
96.79 |
96.79 |
96.79 |
-0.03 |
|
|
|
Total Volume and Open Interest |
61,758 |
415,727 |
-2,609 |
3-Year Aus T-Bonds(SFE) |
Jun12 |
120517 |
97.44 |
97.46 |
97.37 |
97.39 |
-0.05 |
164,068 |
475,293 |
+8,835 |
Sep12 |
120517 |
97.39 |
97.39 |
97.39 |
97.39 |
-0.05 |
|
|
|
Total Volume and Open Interest |
164,068 |
475,293 |
+8,835 |
Gold(CMX) |
Jun12 |
120517 |
1538.6 |
1579.8 |
1538.4 |
1574.9 |
+38.3 |
159,325 |
175,955 |
-5,596 |
Aug12 |
120517 |
1540.9 |
1582.0 |
1540.8 |
1577.1 |
+38.4 |
10,799 |
94,959 |
+2,715 |
Oct12 |
120517 |
1544.5 |
1583.3 |
1544.5 |
1579.1 |
+38.5 |
875 |
12,598 |
-14 |
Dec12 |
120517 |
1550.6 |
1585.6 |
1550.2 |
1581.2 |
+38.5 |
3,217 |
45,941 |
+411 |
Feb13 |
120517 |
1561.8 |
1587.2 |
1561.8 |
1583.2 |
+38.4 |
557 |
18,084 |
+12 |
Apr13 |
120517 |
1558.4 |
1585.3 |
1555.7 |
1585.3 |
+38.5 |
406 |
12,036 |
+218 |
Jun13 |
120517 |
1558.7 |
1590.7 |
1558.7 |
1587.4 |
+38.5 |
976 |
11,954 |
+409 |
Aug13 |
120517 |
1569.6 |
1589.8 |
1569.6 |
1589.8 |
+38.4 |
125 |
1,893 |
+125 |
Oct13 |
120517 |
1592.2 |
1592.3 |
1592.2 |
1592.2 |
+38.4 |
0 |
887 |
+0 |
Dec13 |
120517 |
1596.8 |
1596.8 |
1594.9 |
1594.9 |
+38.5 |
46 |
8,809 |
+33 |
Feb14 |
120517 |
1597.8 |
1597.8 |
1597.8 |
1597.8 |
+38.4 |
0 |
6 |
+0 |
Total Volume and Open Interest |
176,943 |
422,091 |
-1,435 |
Silver(CMX) |
May12 |
120517 |
2720.5 |
2812.5 |
2720.5 |
2799.6 |
+82.6 |
20 |
317 |
-8 |
Jul12 |
120517 |
2719.5 |
2829.5 |
2717.5 |
2802.0 |
+82.4 |
40,316 |
60,317 |
+304 |
Sep12 |
120517 |
2725.0 |
2833.0 |
2724.0 |
2807.4 |
+82.5 |
1,148 |
9,468 |
+276 |
Dec12 |
120517 |
2743.0 |
2841.5 |
2743.0 |
2813.9 |
+82.7 |
1,205 |
18,089 |
+98 |
Mar13 |
120517 |
2770.0 |
2820.0 |
2758.0 |
2817.2 |
+82.9 |
155 |
2,890 |
-101 |
May13 |
120517 |
2817.0 |
2818.6 |
2817.0 |
2818.6 |
+82.9 |
0 |
1,818 |
+0 |
Jul13 |
120517 |
2787.5 |
2824.5 |
2787.5 |
2820.3 |
+82.7 |
177 |
3,155 |
-27 |
Total Volume and Open Interest |
43,524 |
114,208 |
+662 |
Platinum(NYMEX) |
Jul12 |
120517 |
1434.5 |
1458.9 |
1433.5 |
1453.4 |
+21.2 |
6,556 |
41,694 |
-49 |
Oct12 |
120517 |
1440.2 |
1461.6 |
1440.2 |
1456.6 |
+21.4 |
100 |
3,148 |
+50 |
Jan13 |
120517 |
1445.7 |
1460.0 |
1444.8 |
1459.4 |
+21.2 |
2 |
171 |
+0 |
Apr13 |
120517 |
1459.4 |
1459.4 |
1459.4 |
1459.4 |
+21.2 |
0 |
4 |
+0 |
Total Volume and Open Interest |
6,659 |
45,020 |
+1 |
Palladium(NYMEX) |
Jun12 |
120517 |
592.05 |
609.50 |
592.05 |
605.85 |
+11.75 |
4,192 |
16,337 |
-867 |
Sep12 |
120517 |
595.90 |
611.25 |
595.90 |
607.80 |
+11.90 |
1,115 |
6,251 |
+845 |
Dec12 |
120517 |
608.95 |
608.95 |
608.95 |
608.95 |
+11.90 |
11 |
57 |
+6 |
Total Volume and Open Interest |
5,322 |
22,652 |
-15 |
Copper(CMX) |
May12 |
120517 |
348.25 |
351.65 |
346.40 |
347.95 |
-0.55 |
430 |
1,392 |
-243 |
Jul12 |
120517 |
347.80 |
352.15 |
345.30 |
347.90 |
+0.10 |
63,015 |
78,326 |
-288 |
Sep12 |
120517 |
348.40 |
352.55 |
346.00 |
348.65 |
+0.20 |
3,574 |
26,433 |
-612 |
Dec12 |
120517 |
350.00 |
352.10 |
347.15 |
349.40 |
+0.20 |
1,796 |
22,120 |
+174 |
Mar13 |
120517 |
349.25 |
350.00 |
349.25 |
350.00 |
+0.20 |
273 |
5,956 |
+225 |
Total Volume and Open Interest |
69,590 |
147,934 |
-658 |
DJIA Index(CBOT) |
Jun12 |
120517 |
12611 |
12645 |
12410 |
12413 |
-161 |
435 |
14,233 |
+219 |
Sep12 |
120517 |
12435 |
12435 |
12342 |
12342 |
-161 |
2 |
4 |
+1 |
Dec12 |
120517 |
12262 |
12422 |
12262 |
12262 |
-160 |
0 |
1 |
+0 |
Mar13 |
120517 |
12195 |
12355 |
12195 |
12195 |
-160 |
|
|
|
Total Volume and Open Interest |
437 |
14,238 |
+220 |
E-mini DJIA Index(CBOT) |
Jun12 |
120517 |
12575 |
12644 |
12409 |
12413 |
-161 |
190,657 |
98,891 |
-1,877 |
Sep12 |
120517 |
12570 |
12570 |
12342 |
12342 |
-161 |
328 |
1,206 |
+294 |
Dec12 |
120517 |
12520 |
12520 |
12262 |
12262 |
-160 |
0 |
23 |
+0 |
Mar13 |
120517 |
12195 |
12195 |
12195 |
12195 |
-160 |
|
|
|
Total Volume and Open Interest |
190,985 |
100,120 |
-1,583 |
S & P 500(CME) |
Jun12 |
120517 |
1321.90 |
1330.70 |
1301.00 |
1301.30 |
-21.10 |
17,268 |
246,208 |
+6,902 |
Sep12 |
120517 |
1294.50 |
1318.00 |
1294.50 |
1294.90 |
-21.10 |
152 |
5,070 |
-23 |
Dec12 |
120517 |
1288.30 |
1311.50 |
1288.30 |
1288.30 |
-21.20 |
435 |
7,036 |
+365 |
Mar13 |
120517 |
1281.80 |
1305.00 |
1281.80 |
1281.80 |
-21.20 |
4 |
4 |
+4 |
Total Volume and Open Interest |
17,859 |
258,319 |
+7,248 |
S & P 500 E-Mini(Globex) |
Jun12 |
120517 |
1323.00 |
1330.75 |
1300.50 |
1301.25 |
-21.25 |
2,402,932 |
2,929,667 |
+58,775 |
Sep12 |
120517 |
1317.25 |
1324.25 |
1294.50 |
1295.00 |
-21.00 |
3,173 |
33,358 |
+1,073 |
Total Volume and Open Interest |
2,406,174 |
2,967,815 |
+59,884 |
NASDAQ 100(CME) |
Jun12 |
120517 |
2565.50 |
2570.30 |
2504.50 |
2504.80 |
-52.70 |
1,067 |
21,257 |
-3 |
Sep12 |
120517 |
2502.00 |
2502.00 |
2499.50 |
2499.50 |
-52.50 |
1 |
3 |
+0 |
Dec12 |
120517 |
2492.80 |
2545.30 |
2492.80 |
2492.80 |
-52.50 |
|
|
|
Total Volume and Open Interest |
1,068 |
21,260 |
-3 |
NASDAQ 100 E-Mini(Globex) |
Jun12 |
120517 |
2559.80 |
2571.00 |
2504.80 |
2504.80 |
-52.70 |
324,953 |
405,034 |
-1,469 |
Sep12 |
120517 |
2540.30 |
2565.50 |
2498.30 |
2499.50 |
-52.50 |
36 |
164 |
-6 |
Total Volume and Open Interest |
324,992 |
405,222 |
-1,475 |
S & P Midcap 400(CME) |
Jun12 |
120517 |
913.40 |
940.00 |
913.40 |
913.40 |
-25.30 |
292 |
2,301 |
+292 |
Sep12 |
120517 |
910.40 |
935.70 |
910.40 |
910.40 |
-25.30 |
|
|
|
Dec12 |
120517 |
908.40 |
933.70 |
908.40 |
908.40 |
-25.30 |
|
|
|
Total Volume and Open Interest |
292 |
2,301 |
+292 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun12 |
120517 |
8770 |
8880 |
8670 |
8685 |
-85 |
5,310 |
35,517 |
-418 |
Sep12 |
120517 |
8705 |
8790 |
8705 |
8705 |
-85 |
0 |
2 |
+0 |
Total Volume and Open Interest |
5,310 |
35,519 |
-418 |
Nikkei 225(SGX) |
Jun12 |
120517 |
8750 |
8880 |
8715 |
8850 |
+105 |
118,168 |
249,125 |
-3,623 |
Sep12 |
120517 |
8735 |
8870 |
8735 |
8845 |
+105 |
463 |
8,760 |
+357 |
Dec12 |
120517 |
8785 |
8785 |
8785 |
8785 |
+105 |
0 |
5,905 |
+0 |
Total Volume and Open Interest |
118,679 |
267,106 |
-3,248 |
CAC 40(EURONEXT) |
May12 |
120517 |
3010.5 |
3010.5 |
3010.5 |
3010.5 |
-36.0 |
338,302 |
395,445 |
+32,303 |
Jun12 |
120517 |
2982.0 |
2982.0 |
2982.0 |
2982.0 |
-35.5 |
187,048 |
167,797 |
+104,021 |
Jul12 |
120517 |
2971.0 |
2971.0 |
2971.0 |
2971.0 |
-36.5 |
3 |
284 |
+4 |
Total Volume and Open Interest |
525,353 |
563,649 |
+136,328 |
Hang Seng Index(HKFE) |
May12 |
120517 |
19200 |
19296 |
18971 |
19005 |
-157 |
79,036 |
99,417 |
+718 |
Jun12 |
120517 |
18961 |
19100 |
18780 |
18813 |
-160 |
1,265 |
11,791 |
+416 |
Total Volume and Open Interest |
80,481 |
113,705 |
+1,175 |
DAX(EUREX) |
Jun12 |
120517 |
6400.5 |
6423.5 |
6261.0 |
6318.5 |
-72.5 |
201,277 |
183,416 |
-3,033 |
Sep12 |
120517 |
6405.0 |
6423.0 |
6273.0 |
6324.5 |
-73.0 |
560 |
3,985 |
+304 |
Dec12 |
120517 |
6392.5 |
6392.5 |
6285.0 |
6330.5 |
-72.5 |
307 |
726 |
+279 |
Total Volume and Open Interest |
202,144 |
188,127 |
-2,450 |
FT-SE 100(EURONEXT) |
Jun12 |
120517 |
5381.50 |
5405.50 |
5278.00 |
5330.00 |
-60.00 |
158,912 |
589,304 |
+3,134 |
Sep12 |
120517 |
5326.50 |
5334.50 |
5241.50 |
5289.00 |
-59.50 |
40 |
5,231 |
+5 |
Dec12 |
120517 |
5267.50 |
5267.50 |
5267.50 |
5267.50 |
-60.00 |
51 |
360 |
+0 |
Total Volume and Open Interest |
159,003 |
594,895 |
+3,139 |
SPI 200(SFE) |
Jun12 |
120517 |
4164.0 |
4199.0 |
4141.0 |
4160.0 |
+1.0 |
50,977 |
209,204 |
+6,372 |
Sep12 |
120517 |
4145.0 |
4145.0 |
4110.0 |
4123.0 |
+1.0 |
223 |
2,846 |
+142 |
Dec12 |
120517 |
4139.0 |
4139.0 |
4108.0 |
4121.0 |
+1.0 |
61 |
2,130 |
+23 |
Total Volume and Open Interest |
52,732 |
218,415 |
+7,519 |
GSCI(CME) |
Jun12 |
120517 |
635.00 |
635.75 |
628.50 |
630.25 |
-1.50 |
642 |
8,242 |
+311 |
Jul12 |
120517 |
630.50 |
631.00 |
623.50 |
625.25 |
-2.45 |
|
|
|
Aug12 |
120517 |
625.00 |
630.00 |
623.00 |
625.00 |
-2.30 |
|
|
|
Total Volume and Open Interest |
642 |
8,242 |
-775 |
Reuters CCI(ICE) |
Jun12 |
120517 |
289.50 |
289.50 |
289.50 |
289.50 |
+0.20 |
|
|
|
Total Volume and Open Interest |
|
|
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|