|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue May 22, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul12 |
120522 |
1410.75 |
1417.75 |
1375.00 |
1382.25 |
-30.25 |
88,009 |
272,967 |
-650 |
Aug12 |
120522 |
1395.50 |
1400.75 |
1358.50 |
1364.75 |
-31.00 |
9,219 |
42,957 |
+58 |
Sep12 |
120522 |
1341.00 |
1350.00 |
1310.75 |
1314.75 |
-30.25 |
1,690 |
20,523 |
-176 |
Nov12 |
120522 |
1305.50 |
1311.00 |
1271.00 |
1282.25 |
-24.00 |
52,727 |
242,056 |
-2,660 |
Jan13 |
120522 |
1299.75 |
1307.25 |
1271.00 |
1282.00 |
-20.75 |
4,034 |
49,766 |
-872 |
Mar13 |
120522 |
1273.00 |
1277.00 |
1246.00 |
1256.25 |
-15.25 |
4,873 |
64,499 |
+43 |
May13 |
120522 |
1255.00 |
1261.50 |
1234.25 |
1243.75 |
-11.25 |
2,491 |
33,999 |
+240 |
Jul13 |
120522 |
1253.00 |
1259.25 |
1232.25 |
1243.25 |
-10.25 |
2,779 |
33,949 |
-124 |
Aug13 |
120522 |
1235.25 |
1248.50 |
1235.25 |
1235.25 |
-13.25 |
8 |
159 |
+4 |
Sep13 |
120522 |
1216.00 |
1216.00 |
1198.25 |
1198.25 |
-14.50 |
12 |
258 |
+0 |
Nov13 |
120522 |
1175.00 |
1180.25 |
1152.00 |
1164.00 |
-13.25 |
1,155 |
16,288 |
+585 |
Jan14 |
120522 |
1169.00 |
1182.00 |
1169.00 |
1169.00 |
-13.00 |
0 |
160 |
+0 |
Mar14 |
120522 |
1166.75 |
1180.00 |
1166.75 |
1166.75 |
-13.25 |
0 |
3 |
+0 |
May14 |
120522 |
1166.75 |
1180.00 |
1166.75 |
1166.75 |
-13.25 |
|
|
|
Total Volume and Open Interest |
167,001 |
778,132 |
-3,552 |
Soybean Meal(CBOT) |
Jul12 |
120522 |
415.90 |
419.00 |
404.00 |
405.00 |
-11.50 |
41,997 |
128,709 |
-3,280 |
Aug12 |
120522 |
405.60 |
407.60 |
392.40 |
393.00 |
-12.50 |
7,207 |
20,488 |
+891 |
Sep12 |
120522 |
389.10 |
391.80 |
376.50 |
376.70 |
-13.10 |
1,349 |
17,011 |
+252 |
Oct12 |
120522 |
371.10 |
373.20 |
359.60 |
362.60 |
-9.90 |
1,833 |
12,403 |
+96 |
Dec12 |
120522 |
367.40 |
370.90 |
356.50 |
359.50 |
-9.50 |
15,117 |
44,320 |
+1,416 |
Jan13 |
120522 |
362.60 |
364.60 |
353.40 |
355.40 |
-8.50 |
768 |
5,128 |
+344 |
Mar13 |
120522 |
349.00 |
349.00 |
340.00 |
342.10 |
-6.40 |
442 |
8,225 |
-63 |
May13 |
120522 |
340.00 |
342.40 |
334.10 |
336.60 |
-4.10 |
803 |
5,636 |
-139 |
Jul13 |
120522 |
337.20 |
341.90 |
333.60 |
336.10 |
-3.90 |
1,031 |
6,871 |
+153 |
Aug13 |
120522 |
330.00 |
333.90 |
330.00 |
330.00 |
-3.90 |
1 |
235 |
+1 |
Total Volume and Open Interest |
70,596 |
254,416 |
-318 |
Soybean Oil(CBOT) |
Jul12 |
120522 |
50.97 |
51.28 |
50.35 |
50.46 |
-0.46 |
56,383 |
191,481 |
-351 |
Aug12 |
120522 |
51.24 |
51.46 |
50.57 |
50.68 |
-0.46 |
8,822 |
35,575 |
+829 |
Sep12 |
120522 |
51.44 |
51.68 |
50.78 |
50.88 |
-0.46 |
3,375 |
24,027 |
+683 |
Oct12 |
120522 |
51.57 |
51.70 |
50.95 |
51.06 |
-0.46 |
2,925 |
13,513 |
+455 |
Dec12 |
120522 |
51.92 |
52.25 |
51.33 |
51.44 |
-0.47 |
22,034 |
84,678 |
+525 |
Jan13 |
120522 |
52.20 |
52.27 |
51.60 |
51.66 |
-0.48 |
2,214 |
6,286 |
+606 |
Mar13 |
120522 |
52.36 |
52.48 |
51.78 |
51.86 |
-0.49 |
3,507 |
16,657 |
+579 |
May13 |
120522 |
52.39 |
52.62 |
51.88 |
51.97 |
-0.49 |
1,538 |
8,409 |
-535 |
Jul13 |
120522 |
52.73 |
52.73 |
51.95 |
52.06 |
-0.49 |
592 |
5,083 |
-94 |
Aug13 |
120522 |
51.98 |
52.45 |
51.96 |
51.96 |
-0.49 |
16 |
1,118 |
+0 |
Total Volume and Open Interest |
101,493 |
392,805 |
+2,705 |
Canola(WCE) |
May12 |
120514 |
599.4 |
599.4 |
599.4 |
599.4 |
-13.7 |
|
|
|
Jul12 |
120522 |
617.5 |
619.9 |
607.8 |
609.3 |
-3.9 |
7,494 |
88,380 |
+2,132 |
Nov12 |
120522 |
567.6 |
568.9 |
559.0 |
559.9 |
-2.7 |
8,067 |
115,929 |
+436 |
Jan13 |
120522 |
570.1 |
572.9 |
563.1 |
563.3 |
-2.8 |
997 |
21,627 |
+342 |
Mar13 |
120522 |
572.5 |
575.9 |
566.1 |
566.1 |
-2.7 |
231 |
9,931 |
+59 |
Total Volume and Open Interest |
17,815 |
245,277 |
+3,710 |
Corn(CBOT) |
Jul12 |
120522 |
629.00 |
634.75 |
595.00 |
597.00 |
-36.00 |
167,427 |
513,939 |
-6,005 |
Sep12 |
120522 |
546.00 |
552.75 |
523.75 |
526.00 |
-22.50 |
30,517 |
169,545 |
-2,630 |
Dec12 |
120522 |
538.25 |
545.50 |
520.00 |
522.00 |
-18.50 |
95,064 |
377,538 |
-7,075 |
Mar13 |
120522 |
549.00 |
555.00 |
531.25 |
533.00 |
-17.50 |
11,482 |
52,946 |
+1,112 |
May13 |
120522 |
554.25 |
561.50 |
539.00 |
541.00 |
-18.50 |
6,729 |
13,188 |
-219 |
Jul13 |
120522 |
562.00 |
568.50 |
546.75 |
548.25 |
-16.25 |
7,247 |
32,245 |
-442 |
Sep13 |
120522 |
541.50 |
544.75 |
528.00 |
528.00 |
-16.50 |
200 |
1,856 |
-4 |
Dec13 |
120522 |
536.00 |
540.25 |
521.25 |
523.00 |
-13.75 |
4,463 |
40,774 |
+354 |
Mar14 |
120522 |
547.50 |
550.00 |
533.50 |
533.50 |
-16.50 |
46 |
655 |
+9 |
May14 |
120522 |
548.50 |
555.75 |
539.50 |
539.50 |
-16.25 |
59 |
265 |
+46 |
Total Volume and Open Interest |
323,456 |
1,207,308 |
-14,807 |
Wheat(CBOT) |
Jul12 |
120522 |
698.50 |
702.25 |
681.75 |
685.50 |
-18.50 |
134,342 |
220,925 |
-2,559 |
Sep12 |
120522 |
708.75 |
713.25 |
694.00 |
697.50 |
-16.50 |
30,263 |
56,432 |
-888 |
Dec12 |
120522 |
725.50 |
730.50 |
713.00 |
716.50 |
-12.75 |
41,479 |
105,315 |
+876 |
Mar13 |
120522 |
738.00 |
744.00 |
726.50 |
730.50 |
-9.25 |
3,949 |
16,846 |
+994 |
May13 |
120522 |
741.75 |
747.25 |
733.00 |
735.75 |
-7.50 |
1,283 |
6,070 |
+88 |
Jul13 |
120522 |
740.00 |
746.00 |
731.75 |
734.25 |
-8.00 |
2,491 |
10,258 |
+342 |
Total Volume and Open Interest |
214,423 |
421,718 |
-778 |
Wheat(KCBT) |
Jul12 |
120522 |
710.25 |
717.00 |
697.50 |
701.50 |
-13.50 |
21,207 |
78,417 |
-3,652 |
Sep12 |
120522 |
724.25 |
731.75 |
712.50 |
716.50 |
-12.25 |
5,154 |
23,806 |
-115 |
Dec12 |
120522 |
745.00 |
752.50 |
735.00 |
738.50 |
-11.75 |
4,480 |
26,888 |
+305 |
Mar13 |
120522 |
756.25 |
764.25 |
749.00 |
751.75 |
-10.50 |
841 |
6,464 |
+104 |
May13 |
120522 |
767.50 |
770.25 |
753.25 |
757.75 |
-11.00 |
223 |
3,552 |
-36 |
Jul13 |
120522 |
765.00 |
772.00 |
757.00 |
759.75 |
-11.00 |
355 |
2,058 |
+41 |
Total Volume and Open Interest |
32,278 |
141,377 |
-3,341 |
Wheat(MGE) |
May12 |
120514 |
741.25 |
741.25 |
741.25 |
741.25 |
unch |
30 |
49 |
-11 |
Jul12 |
120522 |
793.00 |
799.75 |
780.00 |
780.50 |
-16.25 |
3,247 |
15,989 |
-577 |
Sep12 |
120522 |
791.00 |
796.25 |
778.25 |
779.25 |
-15.75 |
1,397 |
10,830 |
-90 |
Dec12 |
120522 |
795.50 |
803.25 |
785.25 |
786.25 |
-12.50 |
991 |
10,058 |
+305 |
Mar13 |
120522 |
803.00 |
808.25 |
793.00 |
793.00 |
-10.00 |
292 |
1,730 |
+72 |
Total Volume and Open Interest |
5,992 |
38,811 |
-272 |
Oats(CBOT) |
Jul12 |
120522 |
342.25 |
344.00 |
333.25 |
333.50 |
-8.50 |
506 |
8,379 |
-123 |
Sep12 |
120522 |
347.00 |
347.00 |
338.00 |
338.00 |
-8.50 |
14 |
487 |
+0 |
Dec12 |
120522 |
352.00 |
352.00 |
343.50 |
343.50 |
-8.50 |
41 |
3,017 |
+35 |
Mar13 |
120522 |
350.50 |
355.25 |
350.50 |
350.50 |
-4.75 |
2 |
26 |
+0 |
Total Volume and Open Interest |
563 |
11,909 |
-88 |
Rough Rice(CBOT) |
May12 |
120514 |
15.48 |
15.48 |
15.48 |
15.48 |
unch |
52 |
67 |
-17 |
Jul12 |
120522 |
15.41 |
15.48 |
15.20 |
15.24 |
-0.19 |
615 |
11,030 |
+45 |
Sep12 |
120522 |
15.65 |
15.68 |
15.49 |
15.49 |
-0.19 |
265 |
2,670 |
+99 |
Nov12 |
120522 |
15.77 |
15.87 |
15.74 |
15.74 |
-0.18 |
26 |
292 |
+1 |
Total Volume and Open Interest |
907 |
14,091 |
+144 |
Live Cattle(CME) |
Jun12 |
120522 |
119.000 |
119.800 |
118.385 |
119.350 |
+0.550 |
23,118 |
69,986 |
-4,120 |
Aug12 |
120522 |
120.930 |
121.550 |
120.180 |
121.285 |
+0.485 |
26,648 |
129,641 |
+1,905 |
Oct12 |
120522 |
125.650 |
126.035 |
124.700 |
125.700 |
+0.350 |
11,349 |
73,455 |
-284 |
Dec12 |
120522 |
128.050 |
128.380 |
127.230 |
128.000 |
+0.215 |
7,671 |
39,918 |
+1,576 |
Feb13 |
120522 |
129.435 |
129.735 |
128.600 |
129.500 |
+0.350 |
1,791 |
16,294 |
+397 |
Apr13 |
120522 |
131.050 |
131.400 |
130.685 |
131.400 |
+0.400 |
750 |
5,994 |
+162 |
Total Volume and Open Interest |
71,524 |
336,936 |
-250 |
Feeder Cattle(CME) |
May12 |
120522 |
151.750 |
152.735 |
151.685 |
152.535 |
+0.655 |
835 |
3,558 |
-341 |
Aug12 |
120522 |
159.150 |
160.650 |
158.985 |
160.130 |
+1.030 |
4,205 |
23,140 |
+112 |
Sep12 |
120522 |
160.300 |
161.630 |
160.150 |
161.185 |
+1.110 |
935 |
5,512 |
+223 |
Oct12 |
120522 |
161.630 |
162.750 |
161.450 |
162.350 |
+0.750 |
754 |
4,928 |
+53 |
Nov12 |
120522 |
162.300 |
163.300 |
162.250 |
162.935 |
+0.785 |
413 |
2,298 |
+113 |
Jan13 |
120522 |
162.350 |
163.450 |
162.285 |
162.950 |
+0.800 |
172 |
1,715 |
+24 |
Mar13 |
120522 |
162.685 |
163.630 |
162.685 |
163.250 |
unch |
26 |
127 |
+12 |
Total Volume and Open Interest |
7,345 |
41,305 |
+201 |
Lean Hogs(CME) |
Jun12 |
120522 |
86.535 |
86.830 |
85.050 |
85.830 |
-0.870 |
14,629 |
48,602 |
-748 |
Jul12 |
120522 |
87.035 |
87.200 |
85.580 |
86.150 |
-0.900 |
16,508 |
69,110 |
+376 |
Aug12 |
120522 |
87.580 |
87.700 |
86.300 |
86.850 |
-0.935 |
10,515 |
39,162 |
-255 |
Oct12 |
120522 |
80.400 |
80.535 |
79.300 |
79.650 |
-0.750 |
7,549 |
46,090 |
-648 |
Dec12 |
120522 |
78.400 |
78.535 |
77.430 |
77.725 |
-0.875 |
4,031 |
35,835 |
+178 |
Feb13 |
120522 |
80.475 |
80.830 |
79.750 |
80.200 |
-0.500 |
847 |
12,972 |
-90 |
Apr13 |
120522 |
81.950 |
82.300 |
81.600 |
81.650 |
-0.650 |
880 |
8,016 |
+139 |
May13 |
120522 |
86.750 |
86.750 |
86.300 |
86.300 |
-0.100 |
5 |
204 |
+4 |
Total Volume and Open Interest |
55,417 |
264,618 |
-799 |
Class III Milk(CME) |
May12 |
120522 |
15.21 |
15.22 |
15.21 |
15.22 |
unch |
12 |
4,691 |
+2 |
Jun12 |
120522 |
15.43 |
15.53 |
15.25 |
15.41 |
-0.03 |
135 |
4,741 |
+28 |
Jul12 |
120522 |
15.65 |
15.99 |
15.49 |
15.87 |
+0.22 |
89 |
3,504 |
-7 |
Aug12 |
120522 |
15.92 |
16.17 |
15.85 |
16.12 |
+0.16 |
16 |
3,113 |
+1 |
Sep12 |
120522 |
16.12 |
16.35 |
16.10 |
16.27 |
+0.10 |
6 |
2,782 |
+0 |
Total Volume and Open Interest |
272 |
26,766 |
+32 |
Cocoa(ICE) |
Jul12 |
120522 |
2237 |
2255 |
2163 |
2179 |
-59 |
9,259 |
76,116 |
-1,021 |
Sep12 |
120522 |
2245 |
2267 |
2179 |
2194 |
-55 |
2,814 |
33,863 |
-244 |
Dec12 |
120522 |
2247 |
2272 |
2190 |
2205 |
-51 |
1,771 |
24,944 |
+396 |
Mar13 |
120522 |
2256 |
2283 |
2203 |
2216 |
-46 |
1,385 |
30,151 |
+618 |
May13 |
120522 |
2272 |
2298 |
2218 |
2229 |
-47 |
314 |
9,365 |
-11 |
Jul13 |
120522 |
2285 |
2311 |
2235 |
2242 |
-46 |
207 |
2,803 |
+122 |
Sep13 |
120522 |
2291 |
2291 |
2250 |
2250 |
-47 |
11 |
1,513 |
+9 |
Total Volume and Open Interest |
15,761 |
182,643 |
-131 |
Coffee "C"(ICE) |
May12 |
120518 |
177.70 |
177.70 |
177.70 |
177.70 |
-0.95 |
1 |
23 |
-1 |
Jul12 |
120522 |
176.00 |
177.00 |
172.85 |
174.50 |
-0.65 |
11,053 |
71,871 |
+223 |
Sep12 |
120522 |
177.90 |
179.10 |
175.10 |
176.50 |
-0.85 |
4,204 |
33,179 |
-252 |
Dec12 |
120522 |
180.35 |
182.35 |
178.80 |
179.95 |
-0.95 |
2,719 |
26,647 |
+644 |
Mar13 |
120522 |
185.40 |
185.40 |
182.55 |
183.65 |
-1.00 |
550 |
8,862 |
+118 |
May13 |
120522 |
187.35 |
187.60 |
185.05 |
186.20 |
-0.90 |
112 |
3,480 |
-30 |
Total Volume and Open Interest |
18,769 |
147,852 |
+731 |
Orange Juice(ICE) |
Jul12 |
120522 |
106.80 |
110.10 |
106.60 |
108.60 |
+1.80 |
1,821 |
15,320 |
+314 |
Sep12 |
120522 |
109.00 |
112.00 |
109.00 |
110.60 |
+1.60 |
430 |
2,341 |
+80 |
Nov12 |
120522 |
113.10 |
113.15 |
111.60 |
112.75 |
+1.70 |
250 |
4,186 |
+90 |
Jan13 |
120522 |
116.00 |
116.00 |
114.90 |
115.85 |
+1.85 |
55 |
670 |
-13 |
Mar13 |
120522 |
118.50 |
118.50 |
118.50 |
118.50 |
+1.65 |
20 |
974 |
+12 |
May13 |
120522 |
120.25 |
120.25 |
120.25 |
120.25 |
+1.65 |
0 |
52 |
+0 |
Total Volume and Open Interest |
2,576 |
23,555 |
+483 |
Sugar #11(ICE) |
Jul12 |
120522 |
20.30 |
20.39 |
19.76 |
19.80 |
-0.58 |
39,113 |
324,397 |
+3,211 |
Oct12 |
120522 |
20.67 |
20.75 |
20.18 |
20.20 |
-0.53 |
18,246 |
167,052 |
+179 |
Mar13 |
120522 |
21.76 |
21.76 |
21.12 |
21.13 |
-0.50 |
10,538 |
111,607 |
-1,618 |
May13 |
120522 |
21.64 |
21.72 |
21.20 |
21.23 |
-0.49 |
3,652 |
29,541 |
+127 |
Jul13 |
120522 |
21.70 |
21.71 |
21.23 |
21.27 |
-0.45 |
3,476 |
32,256 |
+341 |
Oct13 |
120522 |
21.81 |
21.82 |
21.41 |
21.46 |
-0.37 |
1,827 |
26,313 |
+486 |
Mar14 |
120522 |
22.06 |
22.06 |
21.77 |
21.79 |
-0.32 |
261 |
19,397 |
+37 |
May14 |
120522 |
21.83 |
21.83 |
21.65 |
21.65 |
-0.24 |
67 |
4,991 |
+6 |
Total Volume and Open Interest |
77,361 |
724,197 |
+2,909 |
London Cocoa(LCE) |
Jul12 |
120522 |
1527 |
1552 |
1496 |
1511 |
-28 |
5,551 |
64,344 |
-285 |
Sep12 |
120522 |
1510 |
1535 |
1484 |
1496 |
-25 |
2,794 |
32,732 |
+102 |
Dec12 |
120522 |
1491 |
1513 |
1462 |
1474 |
-24 |
1,249 |
34,170 |
+203 |
Mar13 |
120522 |
1468 |
1493 |
1445 |
1456 |
-22 |
1,316 |
36,367 |
+12 |
May13 |
120522 |
1470 |
1489 |
1448 |
1456 |
-21 |
461 |
10,185 |
+104 |
Jul13 |
120522 |
1481 |
1493 |
1460 |
1460 |
-21 |
169 |
5,115 |
+58 |
Sep13 |
120522 |
1480 |
1480 |
1461 |
1464 |
-20 |
1 |
3,328 |
+8 |
Total Volume and Open Interest |
11,541 |
188,196 |
+207 |
London Sugar(LCE) |
Aug12 |
120522 |
568.00 |
568.60 |
554.00 |
555.20 |
-13.50 |
1,262 |
29,672 |
-426 |
Oct12 |
120522 |
551.30 |
551.30 |
539.10 |
540.70 |
-10.90 |
683 |
14,172 |
-54 |
Dec12 |
120522 |
559.00 |
559.00 |
547.40 |
549.20 |
-10.30 |
430 |
6,073 |
+13 |
Mar13 |
120522 |
567.90 |
568.10 |
560.30 |
560.80 |
-8.00 |
80 |
6,445 |
-32 |
May13 |
120522 |
574.50 |
574.60 |
567.90 |
568.10 |
-7.10 |
10 |
963 |
+14 |
Total Volume and Open Interest |
2,474 |
58,651 |
-470 |
Cotton(ICE) |
Jul12 |
120522 |
77.85 |
78.01 |
74.52 |
74.52 |
-3.00 |
9,748 |
101,065 |
+110 |
Oct12 |
120522 |
75.85 |
75.85 |
73.67 |
73.80 |
-2.87 |
5 |
154 |
-5 |
Dec12 |
120522 |
74.60 |
75.10 |
71.57 |
71.57 |
-3.00 |
5,938 |
74,953 |
+641 |
Mar13 |
120522 |
76.29 |
76.29 |
72.90 |
72.91 |
-2.99 |
650 |
6,386 |
+340 |
May13 |
120522 |
76.50 |
76.50 |
74.09 |
74.09 |
-3.00 |
164 |
2,395 |
+6 |
Jul13 |
120522 |
77.10 |
77.10 |
75.15 |
75.15 |
-3.00 |
100 |
3,146 |
+14 |
Total Volume and Open Interest |
16,651 |
188,931 |
+1,145 |
Lumber(CME) |
Jul12 |
120522 |
287.3 |
291.6 |
283.0 |
283.5 |
-4.2 |
1,045 |
5,960 |
+430 |
Sep12 |
120522 |
289.2 |
292.0 |
285.9 |
287.1 |
-2.3 |
202 |
2,447 |
+61 |
Nov12 |
120522 |
285.2 |
287.9 |
281.5 |
281.7 |
-4.8 |
30 |
999 |
+10 |
Jan13 |
120522 |
293.2 |
294.7 |
288.1 |
288.1 |
-4.9 |
5 |
185 |
+5 |
Total Volume and Open Interest |
1,282 |
9,695 |
+506 |
Crude Oil(NYM) |
Jun12 |
120522 |
92.64 |
93.01 |
91.39 |
91.66 |
-0.91 |
211,749 |
55,178 |
-31,818 |
Jul12 |
120522 |
92.87 |
93.30 |
91.20 |
91.85 |
-1.01 |
173,283 |
304,446 |
+12,208 |
Aug12 |
120522 |
93.56 |
93.57 |
91.51 |
92.15 |
-0.99 |
48,515 |
96,652 |
-202 |
Sep12 |
120522 |
93.80 |
93.82 |
91.82 |
92.43 |
-0.97 |
29,731 |
83,875 |
-2,276 |
Oct12 |
120522 |
93.90 |
93.98 |
92.08 |
92.68 |
-0.95 |
16,779 |
52,164 |
+415 |
Nov12 |
120522 |
94.19 |
94.19 |
92.31 |
92.88 |
-0.93 |
7,303 |
40,007 |
-868 |
Dec12 |
120522 |
94.27 |
94.39 |
92.47 |
93.08 |
-0.90 |
37,921 |
183,108 |
-1,173 |
Jan13 |
120522 |
93.75 |
94.47 |
92.67 |
93.23 |
-0.89 |
3,350 |
50,030 |
-739 |
Feb13 |
120522 |
94.26 |
94.26 |
93.02 |
93.29 |
-0.88 |
2,393 |
27,488 |
-179 |
Mar13 |
120522 |
93.00 |
93.26 |
93.00 |
93.26 |
-0.87 |
4,826 |
35,607 |
-217 |
Apr13 |
120522 |
93.11 |
93.11 |
93.11 |
93.11 |
-0.86 |
710 |
18,662 |
-47 |
May13 |
120522 |
92.68 |
92.92 |
92.68 |
92.92 |
-0.83 |
644 |
16,490 |
+63 |
Jun13 |
120522 |
93.04 |
93.87 |
92.15 |
92.72 |
-0.80 |
4,533 |
72,116 |
+94 |
Jul13 |
120522 |
92.49 |
92.49 |
92.49 |
92.49 |
-0.78 |
605 |
17,202 |
+11 |
Aug13 |
120522 |
92.26 |
92.26 |
92.26 |
92.26 |
-0.76 |
376 |
9,922 |
+191 |
Sep13 |
120522 |
92.05 |
92.05 |
92.05 |
92.05 |
-0.74 |
255 |
24,484 |
-12 |
Total Volume and Open Interest |
561,992 |
1,485,443 |
-26,041 |
e-miNY Crude Oil(NYM) |
May12 |
120419 |
102.750 |
103.200 |
101.700 |
102.275 |
-0.400 |
4,575 |
1,257 |
-170 |
Jun12 |
120521 |
91.350 |
92.600 |
90.825 |
92.575 |
+1.100 |
6,953 |
1,957 |
+42 |
Jul12 |
120522 |
93.000 |
93.300 |
91.200 |
91.850 |
-1.000 |
2,780 |
2,441 |
+662 |
Aug12 |
120522 |
93.575 |
93.575 |
91.525 |
92.150 |
-1.000 |
43 |
113 |
+10 |
Sep12 |
120522 |
93.650 |
93.650 |
92.125 |
92.425 |
-0.975 |
25 |
83 |
+13 |
Oct12 |
120522 |
92.675 |
92.675 |
92.675 |
92.675 |
-0.950 |
0 |
20 |
+0 |
Nov12 |
120522 |
92.875 |
92.875 |
92.875 |
92.875 |
-0.925 |
2 |
2 |
+0 |
Dec12 |
120522 |
93.550 |
93.550 |
92.950 |
93.075 |
-0.900 |
9 |
268 |
+0 |
Jan13 |
120522 |
93.225 |
93.225 |
93.225 |
93.225 |
-0.900 |
0 |
11 |
+0 |
Feb13 |
120522 |
93.300 |
93.300 |
93.300 |
93.300 |
-0.875 |
0 |
75 |
+0 |
Total Volume and Open Interest |
7,996 |
5,233 |
+758 |
Heating Oil(NYM) |
Jun12 |
120522 |
287.40 |
287.93 |
285.06 |
286.14 |
+0.11 |
46,664 |
58,261 |
-2,764 |
Jul12 |
120522 |
287.32 |
288.43 |
285.44 |
286.55 |
+0.01 |
34,264 |
71,332 |
+1,964 |
Aug12 |
120522 |
288.25 |
289.08 |
286.10 |
287.22 |
-0.08 |
12,550 |
38,300 |
+538 |
Sep12 |
120522 |
289.48 |
289.82 |
286.91 |
287.97 |
-0.14 |
12,707 |
35,528 |
+214 |
Oct12 |
120522 |
290.19 |
290.47 |
288.59 |
288.88 |
-0.14 |
5,538 |
15,683 |
+42 |
Nov12 |
120522 |
290.91 |
291.36 |
289.85 |
289.85 |
-0.09 |
3,514 |
11,053 |
-161 |
Dec12 |
120522 |
291.40 |
292.43 |
289.61 |
290.74 |
-0.04 |
7,970 |
43,924 |
-521 |
Jan13 |
120522 |
292.00 |
293.04 |
290.76 |
291.56 |
-0.04 |
1,461 |
11,628 |
+87 |
Feb13 |
120522 |
291.99 |
292.94 |
290.60 |
291.47 |
-0.06 |
838 |
3,721 |
+108 |
Mar13 |
120522 |
291.33 |
292.12 |
289.91 |
290.72 |
-0.09 |
639 |
9,029 |
+133 |
Apr13 |
120522 |
291.15 |
291.15 |
289.50 |
289.65 |
-0.13 |
312 |
14,506 |
-14 |
May13 |
120522 |
293.82 |
293.82 |
292.25 |
292.42 |
-0.16 |
44 |
4,315 |
+12 |
Total Volume and Open Interest |
127,109 |
319,400 |
-279 |
Gasoline(NYMEX) |
Jun12 |
120522 |
294.32 |
295.89 |
292.19 |
293.70 |
-0.31 |
45,994 |
65,195 |
-4,004 |
Jul12 |
120522 |
286.80 |
288.51 |
284.72 |
285.92 |
-0.54 |
41,714 |
93,135 |
-1,290 |
Aug12 |
120522 |
281.67 |
282.72 |
279.31 |
280.50 |
-0.67 |
18,904 |
36,690 |
+1,229 |
Sep12 |
120522 |
277.73 |
278.08 |
274.98 |
276.15 |
-0.72 |
12,441 |
32,546 |
-515 |
Oct12 |
120522 |
262.24 |
263.50 |
260.69 |
261.70 |
-0.75 |
4,744 |
22,358 |
+74 |
Nov12 |
120522 |
259.74 |
260.26 |
257.11 |
258.21 |
-0.80 |
2,356 |
10,557 |
+411 |
Dec12 |
120522 |
258.18 |
258.98 |
255.34 |
256.41 |
-0.87 |
3,840 |
26,774 |
+11 |
Jan13 |
120522 |
257.10 |
257.10 |
255.88 |
255.88 |
-0.94 |
212 |
7,820 |
+35 |
Feb13 |
120522 |
257.16 |
257.16 |
256.69 |
256.69 |
-0.91 |
81 |
3,147 |
+18 |
Mar13 |
120522 |
258.12 |
258.12 |
258.12 |
258.12 |
-0.89 |
167 |
2,487 |
+132 |
Total Volume and Open Interest |
131,143 |
311,893 |
-3,829 |
e-miNY RBOB Gasoline(NYM) |
Jun12 |
120522 |
293.70 |
293.70 |
293.70 |
293.70 |
-0.30 |
|
|
|
Jul12 |
120522 |
285.90 |
285.92 |
285.90 |
285.90 |
-0.60 |
|
|
|
Aug12 |
120522 |
280.50 |
280.50 |
280.50 |
280.50 |
-0.70 |
|
|
|
Sep12 |
120522 |
276.20 |
276.20 |
276.15 |
276.20 |
-0.70 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
Jun12 |
120522 |
2.642 |
2.728 |
2.579 |
2.707 |
+0.098 |
166,692 |
88,863 |
-9,446 |
Jul12 |
120522 |
2.727 |
2.799 |
2.652 |
2.776 |
+0.087 |
100,646 |
261,005 |
+3,770 |
Aug12 |
120522 |
2.764 |
2.841 |
2.701 |
2.817 |
+0.083 |
47,015 |
96,309 |
+228 |
Sep12 |
120522 |
2.798 |
2.872 |
2.730 |
2.849 |
+0.083 |
43,406 |
139,522 |
+1,827 |
Oct12 |
120522 |
2.865 |
2.931 |
2.799 |
2.913 |
+0.082 |
71,022 |
134,832 |
+1,106 |
Nov12 |
120522 |
3.086 |
3.152 |
3.036 |
3.131 |
+0.067 |
21,164 |
73,972 |
-373 |
Dec12 |
120522 |
3.374 |
3.433 |
3.332 |
3.412 |
+0.056 |
19,261 |
56,962 |
+768 |
Jan13 |
120522 |
3.530 |
3.570 |
3.475 |
3.554 |
+0.059 |
32,917 |
82,159 |
+5,806 |
Feb13 |
120522 |
3.491 |
3.577 |
3.486 |
3.563 |
+0.058 |
4,096 |
21,419 |
-60 |
Mar13 |
120522 |
3.501 |
3.547 |
3.457 |
3.534 |
+0.056 |
4,790 |
36,389 |
+774 |
Apr13 |
120522 |
3.427 |
3.500 |
3.420 |
3.488 |
+0.048 |
10,102 |
56,651 |
+633 |
May13 |
120522 |
3.455 |
3.526 |
3.450 |
3.516 |
+0.047 |
1,466 |
15,337 |
+301 |
Jun13 |
120522 |
3.540 |
3.569 |
3.496 |
3.560 |
+0.046 |
1,126 |
7,219 |
+104 |
Jul13 |
120522 |
3.549 |
3.614 |
3.541 |
3.604 |
+0.045 |
734 |
6,676 |
+149 |
Aug13 |
120522 |
3.567 |
3.627 |
3.558 |
3.620 |
+0.045 |
770 |
6,582 |
+169 |
Sep13 |
120522 |
3.597 |
3.631 |
3.561 |
3.623 |
+0.045 |
758 |
5,995 |
-132 |
Total Volume and Open Interest |
532,602 |
1,216,520 |
+5,013 |
Brent Crude Oil(ICE) |
Jul12 |
120522 |
109.25 |
109.36 |
107.79 |
108.41 |
-0.40 |
206,503 |
246,261 |
+1,877 |
Aug12 |
120522 |
108.56 |
108.67 |
107.14 |
107.74 |
-0.39 |
85,423 |
169,213 |
+2,921 |
Sep12 |
120522 |
107.94 |
108.03 |
106.62 |
107.16 |
-0.36 |
48,263 |
110,988 |
+1,498 |
Oct12 |
120522 |
107.33 |
107.44 |
106.06 |
106.59 |
-0.32 |
31,067 |
98,115 |
+4,275 |
Nov12 |
120522 |
106.54 |
107.03 |
105.69 |
106.19 |
-0.29 |
16,693 |
60,122 |
+655 |
Dec12 |
120522 |
106.61 |
106.67 |
105.33 |
105.82 |
-0.27 |
58,562 |
125,110 |
-4,108 |
Jan13 |
120522 |
106.26 |
106.27 |
105.04 |
105.50 |
-0.25 |
5,857 |
23,611 |
+980 |
Feb13 |
120522 |
105.69 |
105.80 |
104.70 |
105.15 |
-0.25 |
4,006 |
14,547 |
+807 |
Mar13 |
120522 |
105.28 |
105.53 |
104.36 |
104.81 |
-0.24 |
5,687 |
17,395 |
+460 |
Apr13 |
120522 |
104.64 |
104.64 |
104.47 |
104.47 |
-0.23 |
1,641 |
11,432 |
+119 |
May13 |
120522 |
104.05 |
104.10 |
104.05 |
104.10 |
-0.23 |
829 |
11,466 |
+41 |
Jun13 |
120522 |
104.16 |
104.45 |
103.28 |
103.71 |
-0.22 |
8,100 |
43,488 |
+590 |
Jul13 |
120522 |
103.35 |
103.35 |
103.35 |
103.35 |
-0.20 |
353 |
7,660 |
-47 |
Aug13 |
120522 |
102.97 |
102.97 |
102.97 |
102.97 |
-0.20 |
351 |
6,249 |
+22 |
Total Volume and Open Interest |
499,220 |
1,194,029 |
+8,973 |
Gas Oil(ICE) |
Jun12 |
120522 |
914.50 |
920.50 |
912.75 |
917.75 |
+6.25 |
55,530 |
133,899 |
-779 |
Jul12 |
120522 |
914.50 |
916.75 |
908.50 |
914.25 |
+6.25 |
55,154 |
98,030 |
+1,731 |
Aug12 |
120522 |
912.50 |
916.00 |
907.25 |
913.25 |
+6.00 |
19,258 |
59,251 |
+44 |
Sep12 |
120522 |
913.25 |
916.25 |
908.50 |
913.50 |
+5.75 |
9,565 |
55,808 |
+1,347 |
Oct12 |
120522 |
912.50 |
915.75 |
908.50 |
913.75 |
+5.75 |
7,535 |
31,406 |
+2,164 |
Nov12 |
120522 |
913.00 |
914.50 |
909.75 |
913.00 |
+5.75 |
3,420 |
17,944 |
-270 |
Dec12 |
120522 |
912.25 |
914.50 |
906.25 |
912.25 |
+5.75 |
15,591 |
61,722 |
+1,890 |
Jan13 |
120522 |
909.50 |
914.00 |
909.00 |
912.50 |
+5.75 |
1,965 |
22,704 |
-81 |
Feb13 |
120522 |
910.00 |
913.50 |
907.75 |
912.00 |
+5.25 |
781 |
10,945 |
+49 |
Mar13 |
120522 |
908.00 |
912.50 |
907.25 |
911.00 |
+5.50 |
668 |
12,446 |
-14 |
Total Volume and Open Interest |
172,832 |
588,901 |
+6,450 |
Ethanol(CBOT) |
May12 |
120503 |
2.185 |
2.190 |
2.181 |
2.181 |
+0.006 |
15 |
195 |
-11 |
Jun12 |
120522 |
2.226 |
2.226 |
2.127 |
2.131 |
-0.081 |
217 |
671 |
-75 |
Jul12 |
120522 |
2.212 |
2.214 |
2.135 |
2.140 |
-0.079 |
219 |
1,414 |
+36 |
Aug12 |
120522 |
2.206 |
2.207 |
2.120 |
2.122 |
-0.076 |
236 |
2,574 |
+37 |
Sep12 |
120522 |
2.126 |
2.126 |
2.044 |
2.045 |
-0.072 |
148 |
1,494 |
-13 |
Oct12 |
120522 |
2.016 |
2.027 |
1.972 |
1.972 |
-0.067 |
157 |
1,692 |
-65 |
Nov12 |
120522 |
1.986 |
1.995 |
1.948 |
1.950 |
-0.059 |
217 |
1,693 |
+70 |
Dec12 |
120522 |
1.979 |
1.990 |
1.935 |
1.939 |
-0.063 |
71 |
1,304 |
+22 |
Total Volume and Open Interest |
1,449 |
12,948 |
+50 |
WTI Crude Oil(ICE) |
Jul12 |
120522 |
93.11 |
93.28 |
91.21 |
91.85 |
-1.01 |
52,054 |
68,914 |
+3,890 |
Aug12 |
120522 |
93.33 |
93.55 |
91.60 |
92.15 |
-0.99 |
12,787 |
33,901 |
+583 |
Sep12 |
120522 |
93.80 |
93.80 |
91.82 |
92.43 |
-0.97 |
6,548 |
26,014 |
+409 |
Oct12 |
120522 |
94.00 |
94.00 |
92.24 |
92.68 |
-0.95 |
4,404 |
16,038 |
+60 |
Nov12 |
120522 |
93.77 |
93.77 |
92.74 |
92.88 |
-0.93 |
3,416 |
14,609 |
-223 |
Dec12 |
120522 |
94.15 |
94.31 |
92.50 |
93.08 |
-0.90 |
11,972 |
80,213 |
+503 |
Jan13 |
120522 |
94.21 |
94.21 |
93.16 |
93.23 |
-0.89 |
1,080 |
13,025 |
-91 |
Feb13 |
120522 |
94.26 |
94.26 |
93.22 |
93.29 |
-0.88 |
608 |
8,332 |
-23 |
Mar13 |
120522 |
94.23 |
94.23 |
93.26 |
93.26 |
-0.87 |
404 |
5,071 |
+23 |
Apr13 |
120522 |
93.11 |
93.11 |
93.11 |
93.11 |
-0.86 |
119 |
2,564 |
-33 |
May13 |
120522 |
92.92 |
92.92 |
92.92 |
92.92 |
-0.83 |
144 |
2,059 |
+7 |
Jun13 |
120522 |
93.27 |
93.27 |
92.41 |
92.72 |
-0.80 |
1,721 |
21,592 |
+510 |
Jul13 |
120522 |
92.49 |
92.49 |
92.49 |
92.49 |
-0.78 |
11 |
1,510 |
-1 |
Aug13 |
120522 |
92.26 |
92.26 |
92.26 |
92.26 |
-0.76 |
3 |
2,343 |
-1 |
Sep13 |
120522 |
92.05 |
92.05 |
92.05 |
92.05 |
-0.74 |
1 |
6,027 |
-1 |
Oct13 |
120522 |
91.85 |
91.85 |
91.85 |
91.85 |
-0.73 |
1 |
1,090 |
+0 |
Total Volume and Open Interest |
131,174 |
446,615 |
-1,888 |
US Dollar Index(ICE) |
Jun12 |
120522 |
81.115 |
81.940 |
81.095 |
81.647 |
+0.415 |
31,550 |
65,213 |
+747 |
Sep12 |
120522 |
81.625 |
82.290 |
81.610 |
82.027 |
+0.445 |
56 |
1,091 |
+14 |
Dec12 |
120522 |
82.338 |
82.338 |
82.338 |
82.338 |
+0.445 |
0 |
1 |
+0 |
Total Volume and Open Interest |
31,606 |
66,305 |
+761 |
Australian Dollar(CME) |
Jun12 |
120522 |
98.84 |
99.09 |
97.62 |
98.16 |
-0.34 |
193,238 |
134,676 |
-6,140 |
Sep12 |
120522 |
98.06 |
98.27 |
96.97 |
97.42 |
-0.35 |
531 |
862 |
+61 |
Dec12 |
120522 |
97.19 |
97.19 |
96.80 |
96.80 |
-0.36 |
0 |
62 |
+0 |
Total Volume and Open Interest |
193,769 |
135,604 |
-6,079 |
British Pound(CME) |
Jun12 |
120522 |
158.23 |
158.47 |
157.39 |
157.73 |
-0.31 |
130,916 |
184,122 |
-3,100 |
Sep12 |
120522 |
158.18 |
158.20 |
157.47 |
157.65 |
-0.31 |
195 |
524 |
+61 |
Dec12 |
120522 |
157.56 |
157.87 |
157.56 |
157.56 |
-0.31 |
0 |
75 |
+0 |
Total Volume and Open Interest |
131,111 |
184,723 |
-3,039 |
Canadian Dollar(CME) |
Jun12 |
120522 |
98.21 |
98.43 |
97.64 |
97.95 |
-0.09 |
119,078 |
125,004 |
-4,346 |
Sep12 |
120522 |
98.03 |
98.20 |
97.45 |
97.75 |
-0.09 |
1,023 |
3,750 |
-21 |
Dec12 |
120522 |
97.90 |
98.00 |
97.50 |
97.55 |
-0.11 |
371 |
4,126 |
+160 |
Mar13 |
120522 |
97.46 |
97.46 |
97.32 |
97.33 |
-0.13 |
1 |
428 |
+0 |
Total Volume and Open Interest |
120,481 |
133,592 |
-4,207 |
Japanese Yen(CME) |
Jun12 |
120522 |
126.12 |
126.17 |
124.76 |
124.83 |
-1.21 |
90,852 |
142,464 |
-1,298 |
Sep12 |
120522 |
126.15 |
126.18 |
124.92 |
124.96 |
-1.22 |
114 |
1,139 |
+14 |
Dec12 |
120522 |
125.48 |
126.39 |
125.17 |
125.17 |
-1.22 |
14 |
105 |
-1 |
Total Volume and Open Interest |
90,981 |
143,731 |
-1,284 |
Swiss Franc(CME) |
Jun12 |
120522 |
106.70 |
106.75 |
105.42 |
105.93 |
-0.57 |
50,304 |
67,821 |
+2,334 |
Sep12 |
120522 |
106.75 |
106.75 |
106.10 |
106.11 |
-0.57 |
62 |
340 |
+58 |
Dec12 |
120522 |
106.37 |
106.94 |
106.37 |
106.37 |
-0.57 |
0 |
3 |
+0 |
Total Volume and Open Interest |
50,366 |
68,167 |
+2,392 |
EuroFX(CME) |
Jun12 |
120522 |
128.11 |
128.19 |
126.59 |
127.20 |
-0.70 |
307,173 |
357,864 |
-3,640 |
Sep12 |
120522 |
128.21 |
128.24 |
126.71 |
127.31 |
-0.71 |
953 |
3,713 |
+175 |
Dec12 |
120522 |
127.83 |
128.20 |
127.00 |
127.46 |
-0.74 |
26 |
297 |
+9 |
Total Volume and Open Interest |
308,154 |
361,901 |
-3,455 |
Mexican Peso(CME) |
Jun12 |
120522 |
728.0 |
729.8 |
716.5 |
723.2 |
-2.0 |
82,039 |
138,357 |
+4,065 |
Jul12 |
120522 |
721.5 |
723.5 |
721.5 |
721.5 |
-2.0 |
|
|
|
Total Volume and Open Interest |
82,638 |
187,169 |
+4,109 |
Brazilian Real(CME) |
Jun12 |
120522 |
487.70 |
489.15 |
479.10 |
484.65 |
-3.05 |
82 |
6,117 |
+9 |
Jul12 |
120522 |
481.95 |
486.65 |
479.15 |
481.95 |
-3.45 |
1 |
655 |
+1 |
Aug12 |
120522 |
479.60 |
482.15 |
479.60 |
479.60 |
-2.55 |
|
|
|
Sep12 |
120522 |
477.25 |
478.90 |
477.25 |
477.25 |
-1.65 |
27 |
53 |
+17 |
Total Volume and Open Interest |
110 |
20,393 |
+27 |
30-Year T-Bonds(CBOT) |
Jun12 |
120522 |
147~230 |
147~250 |
146~220 |
146~250 |
-1~040 |
515,540 |
652,001 |
+7,444 |
Sep12 |
120522 |
147~040 |
147~100 |
146~020 |
146~050 |
-1~050 |
9,391 |
21,303 |
+3,947 |
Dec12 |
120522 |
147~080 |
147~190 |
146~110 |
146~140 |
-1~050 |
61 |
1,186 |
+4 |
Total Volume and Open Interest |
524,992 |
674,490 |
+11,395 |
10-Year T-Notes(CBOT) |
Jun12 |
120522 |
133~185 |
133~185 |
133~040 |
133~100 |
-0~100 |
1,187,271 |
1,856,309 |
-15,641 |
Sep12 |
120522 |
132~170 |
132~190 |
132~030 |
132~085 |
-0~105 |
21,726 |
90,858 |
+8,135 |
Dec12 |
120522 |
131~135 |
131~240 |
131~135 |
131~135 |
-0~105 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,208,997 |
1,947,168 |
-7,506 |
5-Year T-Notes(CBOT) |
Jun12 |
120522 |
124~008 |
124~011 |
123~112 |
123~120 |
-0~019 |
454,178 |
1,369,306 |
-10,460 |
Sep12 |
120522 |
123~095 |
123~099 |
123~071 |
123~080 |
-0~019 |
11,244 |
39,859 |
+4,005 |
Dec12 |
120522 |
122~104 |
122~123 |
122~104 |
122~104 |
-0~019 |
|
|
|
Total Volume and Open Interest |
465,422 |
1,409,165 |
-6,455 |
2 Year T-Notes(CBOT) |
Jun12 |
120522 |
110~026 |
110~027 |
110~024 |
110~025 |
-0~001 |
168,572 |
944,593 |
-12,118 |
Sep12 |
120522 |
110~012 |
110~013 |
110~010 |
110~012 |
-0~001 |
7,364 |
22,863 |
+850 |
Dec12 |
120522 |
109~078 |
109~079 |
109~078 |
109~078 |
-0~001 |
|
|
|
Total Volume and Open Interest |
175,936 |
967,456 |
-11,268 |
Eurodollars(CME) |
Jun12 |
120522 |
99.518 |
99.520 |
99.510 |
99.515 |
+0.003 |
116,185 |
961,312 |
+10,579 |
Sep12 |
120522 |
99.435 |
99.450 |
99.415 |
99.440 |
+0.010 |
180,247 |
939,353 |
+1,151 |
Dec12 |
120522 |
99.375 |
99.395 |
99.355 |
99.385 |
+0.015 |
161,435 |
969,697 |
-21,836 |
Mar13 |
120522 |
99.355 |
99.375 |
99.340 |
99.365 |
+0.015 |
141,548 |
677,610 |
-4,936 |
Jun13 |
120522 |
99.335 |
99.355 |
99.320 |
99.340 |
+0.010 |
120,006 |
688,979 |
+600 |
Sep13 |
120522 |
99.315 |
99.335 |
99.300 |
99.315 |
+0.005 |
124,545 |
629,178 |
-22,766 |
Dec13 |
120522 |
99.275 |
99.295 |
99.260 |
99.275 |
unch |
111,450 |
597,360 |
-15,011 |
Mar14 |
120522 |
99.240 |
99.260 |
99.220 |
99.235 |
-0.005 |
100,069 |
593,738 |
-11,882 |
Jun14 |
120522 |
99.180 |
99.190 |
99.155 |
99.165 |
-0.015 |
89,793 |
457,554 |
-8,424 |
Sep14 |
120522 |
99.100 |
99.105 |
99.075 |
99.085 |
-0.020 |
112,214 |
332,467 |
-14,869 |
Dec14 |
120522 |
98.990 |
98.990 |
98.960 |
98.975 |
-0.020 |
87,946 |
318,425 |
+3,125 |
Mar15 |
120522 |
98.890 |
98.890 |
98.850 |
98.870 |
-0.020 |
87,198 |
279,574 |
-3,657 |
Jun15 |
120522 |
0.446 |
0.451 |
0.406 |
0.431 |
-0.025 |
75,530 |
251,934 |
-4,999 |
Sep15 |
120522 |
0.316 |
0.316 |
0.266 |
0.291 |
-0.030 |
91,981 |
192,764 |
-5,698 |
Dec15 |
120522 |
0.176 |
0.176 |
0.116 |
0.141 |
-0.040 |
42,740 |
162,291 |
-2,529 |
Mar16 |
120522 |
0.046 |
0.046 |
6.540 |
0.006 |
-0.050 |
27,846 |
101,179 |
-1,718 |
Jun16 |
120522 |
6.455 |
6.460 |
6.400 |
6.415 |
-0.055 |
20,463 |
112,998 |
-1 |
Sep16 |
120522 |
6.320 |
6.320 |
6.260 |
6.275 |
-0.060 |
13,836 |
86,392 |
-328 |
Total Volume and Open Interest |
1,737,909 |
8,620,209 |
-100,844 |
30 Day Federal Funds(CBOT) |
May12 |
120522 |
99.842 |
99.842 |
99.840 |
99.840 |
unch |
1,431 |
54,367 |
+491 |
Jun12 |
120522 |
99.835 |
99.845 |
99.835 |
99.840 |
+0.005 |
1,380 |
43,016 |
+75 |
Jul12 |
120522 |
99.835 |
99.845 |
99.835 |
99.840 |
+0.005 |
1,755 |
47,613 |
+635 |
Aug12 |
120522 |
99.835 |
99.840 |
99.830 |
99.835 |
unch |
202 |
42,485 |
+44 |
Sep12 |
120522 |
99.825 |
99.830 |
99.825 |
99.830 |
unch |
130 |
32,705 |
+54 |
Oct12 |
120522 |
99.820 |
99.830 |
99.820 |
99.830 |
unch |
579 |
51,131 |
-148 |
Total Volume and Open Interest |
9,635 |
532,908 |
+1,220 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun12 |
120522 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
0 |
258 |
+0 |
Sep12 |
120522 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Dec12 |
120522 |
99.668 |
99.668 |
99.668 |
99.668 |
unch |
|
|
|
Mar13 |
120522 |
99.668 |
99.668 |
99.668 |
99.668 |
unch |
|
|
|
Jun13 |
120522 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Sep13 |
120522 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Dec13 |
120522 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Mar14 |
120522 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Jun14 |
120522 |
99.510 |
99.510 |
99.510 |
99.510 |
unch |
|
|
|
Sep14 |
120522 |
99.370 |
99.370 |
99.370 |
99.370 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
258 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun12 |
120522 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
2,574 |
+0 |
Sep12 |
120522 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
697 |
+0 |
Dec12 |
120522 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
519 |
+0 |
Mar13 |
120522 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
181 |
+0 |
Jun13 |
120522 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
206 |
+0 |
Sep13 |
120522 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
305 |
+0 |
Dec13 |
120522 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
564 |
+0 |
Mar14 |
120522 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
344 |
+0 |
Total Volume and Open Interest |
0 |
5,390 |
+0 |
Japanese Gov't Bonds(SGX) |
Jun12 |
120522 |
143.23 |
143.30 |
143.10 |
143.25 |
+0.08 |
5,015 |
24,354 |
+226 |
Sep12 |
120522 |
143.03 |
143.06 |
143.03 |
143.06 |
+0.08 |
53 |
32 |
+18 |
Dec12 |
120522 |
141.93 |
141.93 |
141.93 |
141.93 |
+0.08 |
0 |
4 |
+0 |
Total Volume and Open Interest |
5,068 |
24,390 |
+244 |
Euro-Bund(EUREX) |
Jun12 |
120522 |
143.35 |
143.55 |
143.03 |
143.09 |
-0.48 |
576,322 |
995,434 |
-4,985 |
Sep12 |
120522 |
142.15 |
142.32 |
141.87 |
141.91 |
-0.48 |
4,025 |
48,106 |
+1,481 |
Dec12 |
120522 |
141.05 |
141.49 |
141.05 |
141.49 |
-0.48 |
9 |
10 |
+9 |
Total Volume and Open Interest |
580,356 |
1,043,550 |
-3,495 |
Euro-Bobl(EUREX) |
Jun12 |
120522 |
125.97 |
126.05 |
125.83 |
125.91 |
-0.16 |
316,939 |
714,479 |
-7,865 |
Sep12 |
120522 |
126.33 |
126.36 |
126.17 |
126.26 |
-0.17 |
3,082 |
51,549 |
-334 |
Dec12 |
120522 |
125.86 |
125.86 |
125.86 |
125.86 |
-0.16 |
|
|
|
Total Volume and Open Interest |
320,021 |
766,028 |
-8,199 |
3-Mth Euribor(EUREX) |
Jun12 |
120522 |
99.335 |
99.335 |
99.335 |
99.335 |
+0.015 |
0 |
1,777 |
+0 |
Sep12 |
120522 |
99.370 |
99.380 |
99.370 |
99.380 |
+0.030 |
0 |
1,350 |
+0 |
Dec12 |
120522 |
99.375 |
99.375 |
99.375 |
99.375 |
+0.035 |
5 |
932 |
+0 |
Total Volume and Open Interest |
10 |
5,711 |
+0 |
Long Gilt(LIFFE) |
Jun12 |
120522 |
118~11 |
118~23 |
118~04 |
118~12 |
-0~10 |
91,660 |
310,582 |
-3,122 |
Sep12 |
120522 |
117~05 |
117~18 |
117~03 |
117~11 |
-0~09 |
1,674 |
8,127 |
-72 |
Total Volume and Open Interest |
93,334 |
318,709 |
-3,194 |
3-Mth Short Sterling(LIFFE) |
Jun12 |
120522 |
98.97 |
99.00 |
98.96 |
98.99 |
+0.02 |
50,176 |
242,483 |
-632 |
Sep12 |
120522 |
98.93 |
98.97 |
98.92 |
98.96 |
+0.04 |
76,011 |
389,599 |
+7,977 |
Dec12 |
120522 |
98.96 |
99.00 |
98.94 |
98.99 |
+0.04 |
66,903 |
295,812 |
-436 |
Mar13 |
120522 |
98.99 |
99.02 |
98.97 |
99.02 |
+0.03 |
75,817 |
258,818 |
-7,469 |
Jun13 |
120522 |
98.99 |
99.02 |
98.96 |
99.02 |
+0.03 |
86,600 |
222,657 |
-2,200 |
Sep13 |
120522 |
98.97 |
99.01 |
98.94 |
99.00 |
+0.02 |
53,573 |
242,743 |
-4,807 |
Total Volume and Open Interest |
572,121 |
2,535,235 |
-7,846 |
3-Mth Euribor(LIFFE) |
Jun12 |
120522 |
99.325 |
99.340 |
99.325 |
99.335 |
+0.015 |
59,557 |
567,319 |
-5,229 |
Sep12 |
120522 |
99.360 |
99.395 |
99.350 |
99.380 |
+0.030 |
54,965 |
495,016 |
-849 |
Dec12 |
120522 |
99.340 |
99.395 |
99.340 |
99.375 |
+0.035 |
55,596 |
448,823 |
-11,806 |
Total Volume and Open Interest |
319,147 |
3,458,925 |
-25,579 |
3-Mth Aus T-Bills(SFE) |
Jun12 |
120522 |
96.65 |
96.66 |
96.59 |
96.62 |
-0.04 |
53,906 |
138,981 |
+1,327 |
Sep12 |
120522 |
97.04 |
97.05 |
96.98 |
97.00 |
-0.04 |
51,465 |
205,301 |
+2,459 |
Dec12 |
120522 |
97.12 |
97.14 |
97.06 |
97.10 |
-0.03 |
40,763 |
156,733 |
+4,304 |
Mar13 |
120522 |
97.04 |
97.06 |
96.98 |
97.01 |
-0.04 |
15,816 |
88,857 |
+3,264 |
Jun13 |
120522 |
96.93 |
96.93 |
96.86 |
96.88 |
-0.05 |
8,973 |
68,358 |
-1,603 |
Sep13 |
120522 |
96.80 |
96.80 |
96.74 |
96.75 |
-0.05 |
5,510 |
52,851 |
-529 |
Dec13 |
120522 |
96.68 |
96.68 |
96.63 |
96.63 |
-0.05 |
3,633 |
35,030 |
+30 |
Mar14 |
120522 |
96.58 |
96.59 |
96.53 |
96.53 |
-0.07 |
1,912 |
24,568 |
+722 |
Jun14 |
120522 |
96.49 |
96.49 |
96.45 |
96.45 |
-0.06 |
301 |
1,272 |
+3 |
Sep14 |
120522 |
96.36 |
96.36 |
96.36 |
96.36 |
-0.06 |
25 |
710 |
-3 |
Total Volume and Open Interest |
182,304 |
773,110 |
+9,974 |
10-Year Aus T-Bonds(SFE) |
Jun12 |
120522 |
96.90 |
96.92 |
96.84 |
96.84 |
-0.06 |
64,976 |
414,450 |
-3,949 |
Sep12 |
120522 |
96.95 |
96.95 |
96.78 |
96.78 |
-0.06 |
|
|
|
Total Volume and Open Interest |
64,976 |
414,450 |
-3,949 |
3-Year Aus T-Bonds(SFE) |
Jun12 |
120522 |
97.58 |
97.60 |
97.52 |
97.53 |
-0.05 |
213,934 |
511,348 |
+3,433 |
Sep12 |
120522 |
97.55 |
97.55 |
97.55 |
97.55 |
-0.05 |
|
|
|
Total Volume and Open Interest |
213,934 |
511,348 |
+3,433 |
Gold(CMX) |
Jun12 |
120522 |
1593.0 |
1594.4 |
1561.0 |
1576.6 |
-12.1 |
176,041 |
167,648 |
-8,635 |
Aug12 |
120522 |
1595.4 |
1596.5 |
1563.3 |
1578.8 |
-12.2 |
21,317 |
110,360 |
+3,571 |
Oct12 |
120522 |
1595.2 |
1595.2 |
1565.6 |
1580.8 |
-12.2 |
1,752 |
10,073 |
-732 |
Dec12 |
120522 |
1600.4 |
1600.6 |
1568.0 |
1582.9 |
-12.2 |
5,307 |
46,265 |
+116 |
Feb13 |
120522 |
1597.6 |
1597.6 |
1579.0 |
1584.9 |
-12.2 |
1,788 |
18,802 |
+927 |
Apr13 |
120522 |
1600.2 |
1600.2 |
1575.0 |
1586.9 |
-12.3 |
468 |
12,365 |
+112 |
Jun13 |
120522 |
1599.0 |
1599.0 |
1589.0 |
1589.0 |
-12.3 |
276 |
13,142 |
+90 |
Aug13 |
120522 |
1591.3 |
1591.3 |
1591.3 |
1591.3 |
-12.3 |
0 |
2,079 |
+0 |
Oct13 |
120522 |
1593.7 |
1593.7 |
1580.4 |
1593.7 |
-12.4 |
0 |
877 |
+0 |
Dec13 |
120522 |
1600.2 |
1600.2 |
1596.3 |
1596.3 |
-12.4 |
33 |
8,880 |
+27 |
Feb14 |
120522 |
1599.2 |
1599.2 |
1599.2 |
1599.2 |
-12.4 |
0 |
6 |
+0 |
Total Volume and Open Interest |
207,820 |
429,575 |
-4,272 |
Silver(CMX) |
May12 |
120522 |
2835.0 |
2861.0 |
2800.0 |
2816.5 |
-13.9 |
98 |
114 |
-82 |
Jul12 |
120522 |
2847.0 |
2877.5 |
2792.5 |
2817.9 |
-14.2 |
44,463 |
58,627 |
-1,212 |
Sep12 |
120522 |
2855.0 |
2878.0 |
2810.5 |
2823.3 |
-14.2 |
381 |
8,934 |
-35 |
Dec12 |
120522 |
2830.0 |
2882.0 |
2806.5 |
2829.7 |
-14.3 |
1,647 |
18,430 |
+382 |
Mar13 |
120522 |
2838.0 |
2838.0 |
2810.0 |
2833.0 |
-14.3 |
96 |
2,936 |
-2 |
May13 |
120522 |
2834.6 |
2834.6 |
2834.6 |
2834.6 |
-14.1 |
61 |
1,908 |
+36 |
Jul13 |
120522 |
2836.1 |
2836.1 |
2836.1 |
2836.1 |
-14.1 |
216 |
2,875 |
+0 |
Total Volume and Open Interest |
48,048 |
112,914 |
-852 |
Platinum(NYMEX) |
Jul12 |
120522 |
1468.9 |
1474.0 |
1442.8 |
1458.4 |
-3.1 |
5,791 |
42,352 |
+437 |
Oct12 |
120522 |
1475.9 |
1475.9 |
1449.8 |
1461.8 |
-3.1 |
106 |
3,583 |
+40 |
Jan13 |
120522 |
1476.9 |
1476.9 |
1451.1 |
1464.4 |
-3.1 |
33 |
184 |
+8 |
Apr13 |
120522 |
1464.4 |
1464.4 |
1464.4 |
1464.4 |
-3.1 |
0 |
4 |
+0 |
Total Volume and Open Interest |
5,930 |
46,126 |
+485 |
Palladium(NYMEX) |
Jun12 |
120522 |
614.40 |
616.60 |
606.70 |
615.55 |
+4.75 |
2,939 |
15,889 |
-334 |
Sep12 |
120522 |
617.25 |
618.45 |
609.40 |
617.45 |
+4.65 |
896 |
8,018 |
+645 |
Dec12 |
120522 |
618.60 |
618.60 |
618.60 |
618.60 |
+4.65 |
2 |
59 |
+1 |
Total Volume and Open Interest |
3,838 |
23,970 |
+311 |
Copper(CMX) |
May12 |
120522 |
351.75 |
351.75 |
346.40 |
348.75 |
-1.65 |
297 |
981 |
-125 |
Jul12 |
120522 |
352.90 |
353.35 |
345.20 |
348.70 |
-1.50 |
58,325 |
80,285 |
+1,953 |
Sep12 |
120522 |
353.75 |
353.90 |
346.05 |
349.45 |
-1.45 |
1,363 |
28,065 |
+13 |
Dec12 |
120522 |
353.70 |
353.85 |
347.95 |
350.25 |
-1.45 |
741 |
22,674 |
+488 |
Mar13 |
120522 |
353.95 |
353.95 |
350.85 |
350.85 |
-1.45 |
77 |
6,014 |
-10 |
Total Volume and Open Interest |
61,248 |
151,578 |
+2,303 |
DJIA Index(CBOT) |
Jun12 |
120522 |
12488 |
12550 |
12430 |
12477 |
-13 |
150 |
14,249 |
+4 |
Sep12 |
120522 |
12405 |
12419 |
12405 |
12405 |
-14 |
0 |
5 |
+0 |
Dec12 |
120522 |
12330 |
12339 |
12330 |
12330 |
-9 |
0 |
1 |
+0 |
Mar13 |
120522 |
12263 |
12272 |
12263 |
12263 |
-9 |
|
|
|
Total Volume and Open Interest |
150 |
14,255 |
+4 |
E-mini DJIA Index(CBOT) |
Jun12 |
120522 |
12489 |
12553 |
12423 |
12477 |
-13 |
184,650 |
94,963 |
-3,245 |
Sep12 |
120522 |
12408 |
12476 |
12359 |
12405 |
-14 |
816 |
2,419 |
+799 |
Dec12 |
120522 |
12426 |
12426 |
12330 |
12330 |
-9 |
1 |
22 |
+0 |
Mar13 |
120522 |
12263 |
12263 |
12263 |
12263 |
-9 |
|
|
|
Total Volume and Open Interest |
185,467 |
97,404 |
-2,446 |
S & P 500(CME) |
Jun12 |
120522 |
1314.70 |
1326.50 |
1307.80 |
1314.80 |
-0.90 |
18,867 |
253,319 |
+5,041 |
Sep12 |
120522 |
1310.00 |
1319.30 |
1302.00 |
1308.40 |
-0.90 |
101 |
6,090 |
+281 |
Dec12 |
120522 |
1301.80 |
1312.70 |
1295.70 |
1301.80 |
-0.90 |
0 |
7,676 |
+0 |
Mar13 |
120522 |
1295.30 |
1306.20 |
1289.20 |
1295.30 |
-0.90 |
0 |
4 |
+0 |
Total Volume and Open Interest |
18,968 |
267,092 |
+5,322 |
S & P 500 E-Mini(Globex) |
Jun12 |
120522 |
1315.25 |
1326.50 |
1307.50 |
1314.75 |
-1.00 |
2,816,411 |
2,957,278 |
+29,431 |
Sep12 |
120522 |
1308.25 |
1320.00 |
1301.50 |
1308.50 |
-0.75 |
6,783 |
42,955 |
+4,163 |
Total Volume and Open Interest |
2,824,268 |
3,006,447 |
+34,574 |
NASDAQ 100(CME) |
Jun12 |
120522 |
2543.50 |
2561.00 |
2521.00 |
2535.30 |
-8.20 |
678 |
21,185 |
-86 |
Sep12 |
120522 |
2529.80 |
2555.00 |
2518.00 |
2529.80 |
-8.20 |
0 |
83 |
+0 |
Dec12 |
120522 |
2523.00 |
2531.30 |
2523.00 |
2523.00 |
-8.30 |
|
|
|
Total Volume and Open Interest |
678 |
21,268 |
-86 |
NASDAQ 100 E-Mini(Globex) |
Jun12 |
120522 |
2544.80 |
2561.50 |
2522.30 |
2535.30 |
-8.20 |
421,401 |
405,138 |
-908 |
Sep12 |
120522 |
2533.50 |
2554.80 |
2526.00 |
2529.80 |
-8.20 |
80 |
431 |
+3 |
Total Volume and Open Interest |
421,487 |
405,590 |
-906 |
S & P Midcap 400(CME) |
Jun12 |
120522 |
925.00 |
932.00 |
921.00 |
925.10 |
+0.90 |
110 |
2,392 |
+0 |
Sep12 |
120522 |
922.10 |
922.10 |
921.20 |
922.10 |
+0.90 |
|
|
|
Dec12 |
120522 |
920.10 |
920.10 |
919.20 |
920.10 |
+0.90 |
|
|
|
Total Volume and Open Interest |
110 |
2,392 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun12 |
120522 |
8710 |
8790 |
8695 |
8740 |
+40 |
5,382 |
35,291 |
-302 |
Sep12 |
120522 |
8745 |
8760 |
8745 |
8760 |
+40 |
1 |
53 |
+0 |
Total Volume and Open Interest |
5,383 |
35,344 |
-302 |
Nikkei 225(SGX) |
Jun12 |
120522 |
8630 |
8740 |
8610 |
8735 |
+110 |
174,461 |
251,256 |
-1,177 |
Sep12 |
120522 |
8630 |
8725 |
8625 |
8725 |
+110 |
207 |
9,140 |
+143 |
Dec12 |
120522 |
8665 |
8665 |
8665 |
8665 |
+110 |
0 |
5,905 |
+0 |
Total Volume and Open Interest |
174,678 |
271,020 |
-1,044 |
CAC 40(EURONEXT) |
Jun12 |
120522 |
3021.5 |
3070.0 |
3007.0 |
3058.5 |
+58.5 |
117,489 |
332,633 |
+1,397 |
Jul12 |
120522 |
3006.5 |
3054.5 |
2998.5 |
3049.0 |
+59.0 |
68 |
313 |
+18 |
Aug12 |
120522 |
3048.5 |
3048.5 |
3048.5 |
3048.5 |
+58.5 |
|
|
|
Total Volume and Open Interest |
117,557 |
333,069 |
|
Hang Seng Index(HKFE) |
May12 |
120522 |
18906 |
19075 |
18857 |
18864 |
+55 |
119,327 |
107,056 |
+1,166 |
Jun12 |
120522 |
18716 |
18880 |
18662 |
18662 |
+52 |
1,902 |
14,122 |
+717 |
Total Volume and Open Interest |
121,349 |
123,795 |
+1,902 |
DAX(EUREX) |
Jun12 |
120522 |
6374.5 |
6447.5 |
6350.5 |
6437.5 |
+100.0 |
178,400 |
187,092 |
+25 |
Sep12 |
120522 |
6390.0 |
6450.5 |
6361.0 |
6443.0 |
+100.0 |
274 |
4,387 |
+40 |
Dec12 |
120522 |
6395.5 |
6452.0 |
6375.5 |
6448.5 |
+99.5 |
59 |
804 |
+37 |
Total Volume and Open Interest |
178,733 |
192,283 |
+102 |
FT-SE 100(EURONEXT) |
Jun12 |
120522 |
5330.50 |
5393.50 |
5312.00 |
5387.00 |
+89.00 |
119,510 |
587,008 |
-4,430 |
Sep12 |
120522 |
5283.50 |
5344.50 |
5270.00 |
5344.50 |
+89.00 |
780 |
5,242 |
+16 |
Dec12 |
120522 |
5323.00 |
5323.00 |
5323.00 |
5323.00 |
+89.00 |
10 |
345 |
+0 |
Total Volume and Open Interest |
120,300 |
592,595 |
-4,414 |
SPI 200(SFE) |
Jun12 |
120522 |
4070.0 |
4136.0 |
4059.0 |
4135.0 |
+63.0 |
44,805 |
219,914 |
+5,065 |
Sep12 |
120522 |
4035.0 |
4096.0 |
4025.0 |
4095.0 |
+63.0 |
446 |
3,238 |
+327 |
Dec12 |
120522 |
4056.0 |
4090.0 |
4046.0 |
4090.0 |
+60.0 |
54 |
2,691 |
+1 |
Total Volume and Open Interest |
45,364 |
226,720 |
+2,558 |
GSCI(CME) |
Jun12 |
120522 |
631.00 |
635.30 |
628.00 |
628.00 |
-7.25 |
149 |
8,301 |
-3 |
Jul12 |
120522 |
626.00 |
630.30 |
623.00 |
623.00 |
-7.25 |
1 |
0 |
-1 |
Aug12 |
120522 |
622.75 |
630.05 |
622.75 |
622.75 |
-7.25 |
|
|
|
Total Volume and Open Interest |
150 |
8,301 |
-4 |
Reuters CCI(ICE) |
Jun12 |
120522 |
286.50 |
286.50 |
286.50 |
286.50 |
-3.30 |
|
|
|
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. |
|
|