|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu May 24, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul12 |
120524 |
1367.50 |
1387.75 |
1367.50 |
1376.00 |
+13.50 |
117,953 |
269,115 |
+618 |
Aug12 |
120524 |
1346.00 |
1364.50 |
1342.50 |
1356.25 |
+13.75 |
9,753 |
42,473 |
-64 |
Sep12 |
120524 |
1306.00 |
1319.00 |
1295.00 |
1313.25 |
+18.25 |
2,734 |
21,016 |
+430 |
Nov12 |
120524 |
1263.00 |
1285.50 |
1263.00 |
1276.25 |
+18.50 |
64,081 |
242,132 |
+114 |
Jan13 |
120524 |
1264.75 |
1284.00 |
1264.75 |
1277.25 |
+19.75 |
4,020 |
49,708 |
-145 |
Mar13 |
120524 |
1245.75 |
1260.00 |
1243.00 |
1255.25 |
+20.50 |
4,253 |
65,194 |
+64 |
May13 |
120524 |
1236.25 |
1247.50 |
1231.50 |
1247.50 |
+23.75 |
2,913 |
34,672 |
+194 |
Jul13 |
120524 |
1235.50 |
1246.00 |
1229.50 |
1246.00 |
+23.50 |
2,326 |
33,907 |
-904 |
Aug13 |
120524 |
1236.50 |
1236.50 |
1216.75 |
1236.50 |
+19.75 |
8 |
166 |
+2 |
Sep13 |
120524 |
1190.50 |
1199.50 |
1179.75 |
1199.50 |
+19.75 |
17 |
261 |
+3 |
Nov13 |
120524 |
1154.00 |
1165.25 |
1145.50 |
1165.25 |
+19.75 |
1,977 |
17,438 |
+867 |
Jan14 |
120524 |
1163.50 |
1171.25 |
1151.50 |
1171.25 |
+19.75 |
0 |
160 |
+0 |
Mar14 |
120524 |
1168.00 |
1168.00 |
1148.25 |
1168.00 |
+19.75 |
0 |
3 |
+0 |
May14 |
120524 |
1168.00 |
1168.00 |
1148.25 |
1168.00 |
+19.75 |
|
|
|
Total Volume and Open Interest |
210,041 |
776,789 |
+1,175 |
Soybean Meal(CBOT) |
Jul12 |
120524 |
406.10 |
414.30 |
406.10 |
410.80 |
+5.00 |
46,117 |
122,309 |
-3,659 |
Aug12 |
120524 |
394.30 |
398.80 |
392.30 |
396.80 |
+4.20 |
5,390 |
22,167 |
+998 |
Sep12 |
120524 |
380.00 |
384.00 |
378.20 |
382.80 |
+5.20 |
2,003 |
17,206 |
+96 |
Oct12 |
120524 |
363.70 |
369.00 |
360.70 |
366.10 |
+5.40 |
1,397 |
12,670 |
+125 |
Dec12 |
120524 |
358.00 |
365.20 |
357.60 |
362.10 |
+5.30 |
12,674 |
42,247 |
-1,491 |
Jan13 |
120524 |
356.50 |
360.00 |
353.50 |
359.10 |
+5.60 |
847 |
5,448 |
+218 |
Mar13 |
120524 |
343.00 |
348.50 |
343.00 |
347.50 |
+5.90 |
1,094 |
8,368 |
+101 |
May13 |
120524 |
338.90 |
343.10 |
336.50 |
343.10 |
+6.50 |
818 |
5,852 |
+204 |
Jul13 |
120524 |
338.50 |
343.70 |
336.20 |
343.60 |
+7.40 |
700 |
6,880 |
+14 |
Aug13 |
120524 |
336.50 |
339.40 |
336.50 |
337.50 |
+7.40 |
1 |
236 |
+1 |
Total Volume and Open Interest |
71,287 |
248,847 |
-3,326 |
Soybean Oil(CBOT) |
Jul12 |
120524 |
49.10 |
49.70 |
48.92 |
49.42 |
+0.51 |
66,107 |
191,945 |
+2,107 |
Aug12 |
120524 |
49.32 |
49.84 |
49.17 |
49.64 |
+0.51 |
7,954 |
37,925 |
+1,777 |
Sep12 |
120524 |
49.64 |
50.08 |
49.38 |
49.86 |
+0.51 |
2,749 |
24,166 |
-64 |
Oct12 |
120524 |
49.92 |
50.25 |
49.58 |
50.05 |
+0.51 |
2,081 |
13,454 |
-3 |
Dec12 |
120524 |
50.15 |
50.72 |
49.95 |
50.44 |
+0.51 |
17,965 |
85,442 |
+320 |
Jan13 |
120524 |
50.49 |
50.79 |
50.16 |
50.67 |
+0.51 |
949 |
6,534 |
+52 |
Mar13 |
120524 |
50.69 |
51.03 |
50.42 |
50.87 |
+0.51 |
960 |
16,637 |
-39 |
May13 |
120524 |
50.87 |
51.15 |
50.53 |
50.97 |
+0.50 |
943 |
8,462 |
+83 |
Jul13 |
120524 |
51.15 |
51.21 |
50.55 |
51.06 |
+0.51 |
556 |
5,146 |
+4 |
Aug13 |
120524 |
50.97 |
50.97 |
50.46 |
50.97 |
+0.51 |
3 |
1,117 |
+1 |
Total Volume and Open Interest |
100,497 |
396,868 |
+4,290 |
Canola(WCE) |
Jul12 |
120524 |
598.0 |
603.9 |
597.2 |
601.4 |
+3.0 |
3,632 |
87,997 |
-696 |
Nov12 |
120524 |
553.5 |
561.4 |
552.7 |
558.6 |
+5.2 |
4,858 |
115,592 |
-471 |
Jan13 |
120524 |
561.0 |
565.5 |
558.2 |
563.9 |
+6.1 |
889 |
22,095 |
+380 |
Mar13 |
120524 |
564.0 |
569.2 |
562.8 |
567.6 |
+6.8 |
304 |
10,049 |
+62 |
May13 |
120524 |
567.9 |
571.8 |
565.0 |
570.4 |
+6.9 |
231 |
6,400 |
+22 |
Total Volume and Open Interest |
9,950 |
245,234 |
-703 |
Corn(CBOT) |
Jul12 |
120524 |
605.25 |
609.00 |
576.75 |
578.50 |
-25.00 |
188,940 |
497,764 |
-6,975 |
Sep12 |
120524 |
530.25 |
533.25 |
513.00 |
518.25 |
-10.75 |
43,507 |
169,111 |
-866 |
Dec12 |
120524 |
524.50 |
529.50 |
510.25 |
515.00 |
-8.00 |
98,306 |
378,842 |
-3,232 |
Mar13 |
120524 |
537.00 |
540.00 |
521.75 |
526.50 |
-8.00 |
7,436 |
53,411 |
+48 |
May13 |
120524 |
547.00 |
547.00 |
529.75 |
534.75 |
-7.75 |
3,711 |
13,337 |
+293 |
Jul13 |
120524 |
554.75 |
555.75 |
537.25 |
542.00 |
-8.00 |
3,444 |
33,229 |
+100 |
Sep13 |
120524 |
528.50 |
529.00 |
522.25 |
527.25 |
-1.25 |
105 |
1,912 |
+38 |
Dec13 |
120524 |
528.00 |
528.00 |
515.00 |
525.00 |
+0.50 |
3,224 |
42,113 |
+769 |
Mar14 |
120524 |
535.50 |
535.50 |
535.00 |
535.50 |
+0.50 |
39 |
728 |
-1 |
May14 |
120524 |
538.25 |
541.50 |
538.25 |
541.50 |
+0.50 |
39 |
254 |
-11 |
Total Volume and Open Interest |
348,805 |
1,195,041 |
-9,845 |
Wheat(CBOT) |
Jul12 |
120524 |
667.75 |
676.50 |
661.75 |
663.00 |
-2.50 |
110,736 |
212,301 |
+75 |
Sep12 |
120524 |
683.25 |
690.00 |
676.75 |
678.25 |
-1.50 |
30,135 |
52,796 |
-1,091 |
Dec12 |
120524 |
703.25 |
709.75 |
698.00 |
700.00 |
-0.50 |
43,304 |
112,289 |
+4,290 |
Mar13 |
120524 |
718.00 |
723.25 |
715.50 |
716.75 |
+1.25 |
7,745 |
19,857 |
+2,360 |
May13 |
120524 |
726.75 |
728.00 |
721.50 |
724.00 |
+2.50 |
1,352 |
6,027 |
-80 |
Jul13 |
120524 |
722.00 |
731.00 |
718.75 |
728.00 |
+9.25 |
1,698 |
10,801 |
+322 |
Total Volume and Open Interest |
195,451 |
420,479 |
+6,184 |
Wheat(KCBT) |
Jul12 |
120524 |
689.00 |
699.00 |
685.00 |
687.00 |
+0.50 |
15,283 |
72,919 |
-3,810 |
Sep12 |
120524 |
703.25 |
713.50 |
700.00 |
702.25 |
+0.75 |
3,970 |
24,723 |
+981 |
Dec12 |
120524 |
727.75 |
733.75 |
723.25 |
726.00 |
+2.25 |
3,419 |
27,415 |
+267 |
Mar13 |
120524 |
743.00 |
747.00 |
738.50 |
740.25 |
+3.00 |
574 |
6,288 |
-33 |
May13 |
120524 |
752.50 |
752.50 |
744.50 |
747.25 |
+4.00 |
300 |
3,569 |
-149 |
Jul13 |
120524 |
747.00 |
764.00 |
747.00 |
752.00 |
+6.75 |
511 |
2,240 |
+88 |
Total Volume and Open Interest |
24,245 |
137,550 |
-2,543 |
Wheat(MGE) |
Jul12 |
120524 |
775.00 |
790.00 |
773.00 |
775.25 |
unch |
1,037 |
15,441 |
-99 |
Sep12 |
120524 |
773.25 |
785.00 |
770.75 |
773.50 |
+0.75 |
673 |
10,833 |
-93 |
Dec12 |
120524 |
777.25 |
789.25 |
777.25 |
780.50 |
+1.75 |
1,023 |
10,327 |
+108 |
Mar13 |
120524 |
785.00 |
794.25 |
785.00 |
785.75 |
unch |
151 |
1,813 |
+54 |
May13 |
120524 |
799.25 |
799.25 |
792.50 |
795.00 |
+2.75 |
15 |
170 |
-4 |
Total Volume and Open Interest |
2,921 |
38,657 |
-18 |
Oats(CBOT) |
Jul12 |
120524 |
324.75 |
325.00 |
305.00 |
305.00 |
-20.00 |
755 |
8,335 |
-52 |
Sep12 |
120524 |
328.00 |
329.00 |
309.00 |
309.00 |
-20.00 |
56 |
534 |
+42 |
Dec12 |
120524 |
333.50 |
335.50 |
315.50 |
315.50 |
-20.00 |
134 |
3,147 |
+78 |
Mar13 |
120524 |
323.50 |
343.50 |
323.50 |
323.50 |
-20.00 |
0 |
26 |
+0 |
Total Volume and Open Interest |
945 |
12,042 |
+68 |
Rough Rice(CBOT) |
Jul12 |
120524 |
15.06 |
15.22 |
14.75 |
14.90 |
-0.17 |
499 |
10,582 |
-260 |
Sep12 |
120524 |
15.40 |
15.48 |
15.00 |
15.15 |
-0.17 |
165 |
2,657 |
+9 |
Nov12 |
120524 |
15.66 |
15.66 |
15.36 |
15.40 |
-0.17 |
3 |
297 |
+1 |
Jan13 |
120524 |
15.69 |
15.69 |
15.64 |
15.64 |
-0.17 |
1 |
76 |
+0 |
Total Volume and Open Interest |
669 |
13,636 |
-249 |
Live Cattle(CME) |
Jun12 |
120524 |
117.785 |
118.330 |
117.250 |
117.885 |
+0.085 |
19,089 |
60,352 |
-5,900 |
Aug12 |
120524 |
119.400 |
120.050 |
118.980 |
119.800 |
+0.300 |
25,398 |
131,317 |
+1,481 |
Oct12 |
120524 |
124.100 |
124.650 |
123.550 |
124.180 |
+0.030 |
9,402 |
73,620 |
+137 |
Dec12 |
120524 |
127.100 |
127.800 |
126.785 |
127.450 |
+0.270 |
8,028 |
41,443 |
+909 |
Feb13 |
120524 |
128.535 |
129.250 |
128.300 |
129.150 |
+0.400 |
1,249 |
16,893 |
+323 |
Apr13 |
120524 |
130.050 |
131.000 |
130.035 |
131.000 |
+0.200 |
782 |
6,433 |
+364 |
Total Volume and Open Interest |
64,027 |
331,749 |
-2,653 |
Feeder Cattle(CME) |
May12 |
120524 |
152.325 |
152.450 |
152.325 |
152.400 |
-0.035 |
840 |
2,924 |
-298 |
Aug12 |
120524 |
158.535 |
159.450 |
158.350 |
158.850 |
+0.365 |
3,308 |
23,540 |
+274 |
Sep12 |
120524 |
159.500 |
160.485 |
159.500 |
160.100 |
+0.500 |
661 |
5,750 |
+83 |
Oct12 |
120524 |
160.575 |
161.380 |
160.575 |
161.185 |
+0.500 |
514 |
5,037 |
+88 |
Nov12 |
120524 |
161.400 |
162.100 |
161.325 |
161.850 |
+0.615 |
209 |
2,447 |
+96 |
Jan13 |
120524 |
161.735 |
162.250 |
161.700 |
161.800 |
-0.200 |
111 |
1,717 |
-13 |
Mar13 |
120524 |
162.500 |
163.000 |
162.150 |
163.000 |
unch |
17 |
138 |
+10 |
Total Volume and Open Interest |
5,663 |
41,583 |
+243 |
Lean Hogs(CME) |
Jun12 |
120524 |
84.230 |
84.650 |
83.900 |
84.200 |
-0.230 |
18,789 |
41,243 |
-5,319 |
Jul12 |
120524 |
85.350 |
86.430 |
85.300 |
86.035 |
+0.485 |
17,563 |
75,548 |
+3,727 |
Aug12 |
120524 |
85.950 |
86.800 |
85.850 |
86.100 |
+0.150 |
8,469 |
41,283 |
+1,270 |
Oct12 |
120524 |
79.830 |
80.300 |
79.400 |
79.830 |
-0.020 |
6,028 |
45,473 |
-353 |
Dec12 |
120524 |
77.850 |
78.300 |
77.430 |
78.000 |
+0.150 |
2,777 |
35,430 |
+34 |
Feb13 |
120524 |
79.850 |
80.600 |
79.830 |
80.250 |
unch |
937 |
13,264 |
+98 |
Apr13 |
120524 |
81.700 |
82.050 |
81.300 |
81.885 |
+0.185 |
433 |
8,007 |
+12 |
May13 |
120524 |
86.150 |
86.400 |
85.950 |
86.350 |
unch |
5 |
215 |
+3 |
Total Volume and Open Interest |
55,131 |
265,159 |
-479 |
Class III Milk(CME) |
May12 |
120524 |
15.26 |
15.26 |
15.21 |
15.22 |
+0.01 |
4 |
4,697 |
-2 |
Jun12 |
120524 |
15.52 |
15.83 |
15.48 |
15.57 |
-0.01 |
308 |
4,683 |
-119 |
Jul12 |
120524 |
16.16 |
16.32 |
15.80 |
15.98 |
-0.10 |
521 |
3,575 |
+102 |
Aug12 |
120524 |
16.21 |
16.27 |
15.82 |
15.98 |
-0.15 |
191 |
3,058 |
-12 |
Sep12 |
120524 |
16.27 |
16.33 |
15.99 |
16.08 |
-0.12 |
89 |
2,770 |
+2 |
Total Volume and Open Interest |
1,179 |
26,749 |
-7 |
Cocoa(ICE) |
Jul12 |
120524 |
2108 |
2128 |
2094 |
2105 |
-19 |
15,963 |
76,206 |
+1,089 |
Sep12 |
120524 |
2131 |
2141 |
2109 |
2120 |
-21 |
6,824 |
35,063 |
+1,104 |
Dec12 |
120524 |
2152 |
2153 |
2125 |
2137 |
-20 |
1,950 |
25,182 |
+198 |
Mar13 |
120524 |
2152 |
2165 |
2138 |
2150 |
-19 |
1,384 |
30,172 |
+26 |
May13 |
120524 |
2162 |
2179 |
2151 |
2162 |
-19 |
714 |
9,939 |
+289 |
Jul13 |
120524 |
2175 |
2195 |
2170 |
2177 |
-16 |
241 |
3,042 |
+139 |
Sep13 |
120524 |
2195 |
2207 |
2188 |
2188 |
-16 |
68 |
1,560 |
+47 |
Total Volume and Open Interest |
27,149 |
185,050 |
+2,890 |
Coffee "C"(ICE) |
Jul12 |
120524 |
167.00 |
169.60 |
165.30 |
166.90 |
unch |
16,378 |
71,795 |
-53 |
Sep12 |
120524 |
169.45 |
171.75 |
167.60 |
169.20 |
+0.05 |
7,831 |
34,220 |
+542 |
Dec12 |
120524 |
172.95 |
175.40 |
171.35 |
172.80 |
+0.10 |
2,641 |
26,835 |
+95 |
Mar13 |
120524 |
176.80 |
178.80 |
175.30 |
176.65 |
+0.10 |
863 |
9,046 |
+233 |
May13 |
120524 |
180.45 |
180.65 |
179.25 |
179.25 |
+0.10 |
207 |
3,601 |
+41 |
Jul13 |
120524 |
183.10 |
183.10 |
181.90 |
181.90 |
+0.10 |
158 |
2,738 |
+76 |
Total Volume and Open Interest |
28,116 |
149,445 |
+943 |
Orange Juice(ICE) |
Jul12 |
120524 |
103.00 |
111.80 |
103.00 |
109.30 |
+6.20 |
565 |
15,212 |
+80 |
Sep12 |
120524 |
105.20 |
113.75 |
105.20 |
111.25 |
+5.85 |
147 |
2,322 |
+13 |
Nov12 |
120524 |
108.50 |
114.45 |
108.50 |
113.45 |
+5.90 |
26 |
4,203 |
+17 |
Jan13 |
120524 |
111.45 |
116.20 |
111.45 |
116.20 |
+5.55 |
9 |
769 |
+0 |
Mar13 |
120524 |
120.00 |
120.00 |
119.05 |
119.05 |
+5.55 |
0 |
976 |
+0 |
May13 |
120524 |
121.70 |
121.70 |
121.70 |
121.70 |
+6.45 |
0 |
52 |
+0 |
Total Volume and Open Interest |
747 |
23,546 |
+110 |
Sugar #11(ICE) |
Jul12 |
120524 |
19.51 |
19.76 |
19.44 |
19.58 |
+0.07 |
65,733 |
321,427 |
-889 |
Oct12 |
120524 |
19.97 |
20.19 |
19.91 |
20.03 |
+0.05 |
28,050 |
170,238 |
+3,541 |
Mar13 |
120524 |
20.94 |
21.12 |
20.86 |
20.94 |
unch |
18,171 |
110,502 |
-1,001 |
May13 |
120524 |
21.01 |
21.18 |
20.95 |
21.05 |
-0.01 |
7,957 |
31,814 |
-45 |
Jul13 |
120524 |
21.05 |
21.20 |
20.97 |
21.07 |
-0.04 |
3,830 |
34,455 |
+1,022 |
Oct13 |
120524 |
21.28 |
21.35 |
21.16 |
21.25 |
-0.05 |
1,412 |
27,332 |
-11 |
Mar14 |
120524 |
21.65 |
21.69 |
21.56 |
21.59 |
-0.04 |
613 |
19,803 |
+116 |
May14 |
120524 |
21.56 |
21.56 |
21.42 |
21.45 |
-0.08 |
292 |
5,174 |
+135 |
Total Volume and Open Interest |
126,265 |
729,589 |
+3,005 |
London Cocoa(LCE) |
Jul12 |
120524 |
1468 |
1484 |
1465 |
1473 |
-12 |
7,168 |
61,523 |
-2,727 |
Sep12 |
120524 |
1470 |
1470 |
1456 |
1462 |
-10 |
2,103 |
34,056 |
+595 |
Dec12 |
120524 |
1446 |
1450 |
1438 |
1443 |
-8 |
2,095 |
34,527 |
+352 |
Mar13 |
120524 |
1431 |
1432 |
1421 |
1425 |
-10 |
1,825 |
36,860 |
+145 |
May13 |
120524 |
1430 |
1435 |
1425 |
1428 |
-8 |
1,731 |
10,654 |
+264 |
Jul13 |
120524 |
1434 |
1437 |
1431 |
1433 |
-8 |
107 |
5,133 |
+35 |
Sep13 |
120524 |
1440 |
1441 |
1437 |
1437 |
-8 |
146 |
3,318 |
-11 |
Total Volume and Open Interest |
15,235 |
188,061 |
-1,312 |
London Sugar(LCE) |
Aug12 |
120524 |
551.00 |
558.00 |
550.00 |
556.50 |
+5.80 |
4,481 |
28,868 |
-642 |
Oct12 |
120524 |
535.90 |
541.20 |
535.90 |
538.60 |
+1.90 |
1,608 |
14,221 |
+147 |
Dec12 |
120524 |
544.10 |
547.00 |
543.00 |
545.20 |
+0.90 |
638 |
6,841 |
+571 |
Mar13 |
120524 |
555.90 |
558.60 |
554.70 |
556.50 |
+0.20 |
744 |
6,962 |
+515 |
May13 |
120524 |
562.40 |
565.70 |
562.40 |
564.00 |
+0.40 |
364 |
965 |
-3 |
Total Volume and Open Interest |
8,441 |
59,436 |
+836 |
Cotton(ICE) |
Jul12 |
120524 |
72.00 |
74.50 |
71.87 |
73.94 |
+2.43 |
14,060 |
99,504 |
-1,201 |
Oct12 |
120524 |
71.69 |
72.98 |
71.30 |
72.49 |
+2.08 |
48 |
209 |
+35 |
Dec12 |
120524 |
68.97 |
71.05 |
68.90 |
70.67 |
+1.92 |
7,660 |
76,905 |
+1,579 |
Mar13 |
120524 |
71.31 |
72.25 |
70.38 |
72.00 |
+1.99 |
991 |
6,885 |
+291 |
May13 |
120524 |
72.60 |
73.30 |
71.70 |
73.30 |
+2.22 |
185 |
2,452 |
+65 |
Jul13 |
120524 |
73.03 |
74.58 |
72.38 |
74.58 |
+2.58 |
80 |
3,183 |
+10 |
Total Volume and Open Interest |
23,066 |
190,015 |
+785 |
Lumber(CME) |
Jul12 |
120524 |
286.8 |
288.7 |
284.4 |
287.9 |
+1.5 |
1,060 |
5,805 |
-89 |
Sep12 |
120524 |
288.3 |
290.0 |
286.0 |
289.0 |
+1.6 |
220 |
2,478 |
-6 |
Nov12 |
120524 |
284.4 |
285.7 |
281.9 |
284.9 |
+1.9 |
93 |
1,019 |
+19 |
Jan13 |
120524 |
291.1 |
291.1 |
288.0 |
290.9 |
+1.9 |
45 |
221 |
+34 |
Total Volume and Open Interest |
1,420 |
9,628 |
-42 |
Crude Oil(NYM) |
Jul12 |
120524 |
90.53 |
91.52 |
89.81 |
90.66 |
+0.76 |
226,226 |
311,078 |
+841 |
Aug12 |
120524 |
90.92 |
91.81 |
90.13 |
90.94 |
+0.74 |
34,471 |
98,694 |
+1,443 |
Sep12 |
120524 |
91.14 |
92.08 |
90.44 |
91.22 |
+0.72 |
24,537 |
84,503 |
-687 |
Oct12 |
120524 |
91.11 |
92.29 |
90.73 |
91.46 |
+0.69 |
14,396 |
50,643 |
-2,134 |
Nov12 |
120524 |
91.58 |
92.50 |
90.95 |
91.66 |
+0.65 |
8,605 |
40,504 |
+778 |
Dec12 |
120524 |
91.87 |
92.74 |
91.18 |
91.85 |
+0.60 |
44,727 |
179,421 |
-2,945 |
Jan13 |
120524 |
91.99 |
92.86 |
91.37 |
92.02 |
+0.58 |
4,996 |
49,861 |
-118 |
Feb13 |
120524 |
92.36 |
92.36 |
92.09 |
92.09 |
+0.57 |
2,779 |
26,912 |
-279 |
Mar13 |
120524 |
92.10 |
92.65 |
92.04 |
92.08 |
+0.56 |
3,654 |
35,778 |
-39 |
Apr13 |
120524 |
92.20 |
92.20 |
91.96 |
91.96 |
+0.56 |
2,456 |
18,279 |
-318 |
May13 |
120524 |
91.28 |
92.20 |
91.28 |
91.80 |
+0.55 |
1,060 |
16,792 |
+136 |
Jun13 |
120524 |
91.41 |
92.41 |
91.03 |
91.63 |
+0.54 |
7,917 |
76,747 |
+148 |
Jul13 |
120524 |
91.95 |
91.95 |
91.44 |
91.44 |
+0.54 |
688 |
17,366 |
+131 |
Aug13 |
120524 |
91.72 |
91.72 |
91.24 |
91.24 |
+0.53 |
143 |
10,668 |
+108 |
Sep13 |
120524 |
91.50 |
91.50 |
91.07 |
91.07 |
+0.53 |
107 |
24,475 |
+20 |
Oct13 |
120524 |
91.30 |
91.30 |
90.91 |
90.91 |
+0.53 |
114 |
12,338 |
+0 |
Total Volume and Open Interest |
405,798 |
1,440,299 |
-20,074 |
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 |
120524 |
90.400 |
91.550 |
89.825 |
90.650 |
+0.750 |
5,600 |
2,940 |
+26 |
Aug12 |
120524 |
90.700 |
91.775 |
90.450 |
90.950 |
+0.750 |
94 |
148 |
+31 |
Sep12 |
120524 |
91.225 |
92.000 |
90.900 |
91.225 |
+0.725 |
32 |
93 |
+11 |
Oct12 |
120524 |
91.450 |
91.450 |
91.450 |
91.450 |
+0.675 |
0 |
20 |
+0 |
Nov12 |
120524 |
91.650 |
91.650 |
91.650 |
91.650 |
+0.650 |
0 |
2 |
+0 |
Dec12 |
120524 |
91.850 |
91.850 |
91.850 |
91.850 |
+0.600 |
3 |
271 |
+0 |
Jan13 |
120524 |
92.025 |
92.025 |
92.025 |
92.025 |
+0.575 |
0 |
11 |
+0 |
Feb13 |
120524 |
92.100 |
92.100 |
92.100 |
92.100 |
+0.575 |
0 |
75 |
+0 |
Total Volume and Open Interest |
5,729 |
3,750 |
+68 |
Heating Oil(NYM) |
Jun12 |
120524 |
282.95 |
283.88 |
280.16 |
282.19 |
+0.98 |
31,281 |
50,880 |
-4,298 |
Jul12 |
120524 |
283.23 |
284.35 |
280.48 |
282.57 |
+1.02 |
44,990 |
78,215 |
+2,388 |
Aug12 |
120524 |
283.61 |
284.96 |
281.25 |
283.26 |
+0.93 |
11,178 |
40,608 |
+1,180 |
Sep12 |
120524 |
284.60 |
285.64 |
282.10 |
284.08 |
+0.85 |
10,720 |
33,963 |
-561 |
Oct12 |
120524 |
284.67 |
286.46 |
282.81 |
285.05 |
+0.84 |
3,210 |
15,829 |
+121 |
Nov12 |
120524 |
286.62 |
287.52 |
285.72 |
286.03 |
+0.83 |
2,424 |
11,565 |
+160 |
Dec12 |
120524 |
286.95 |
288.55 |
284.92 |
286.96 |
+0.84 |
10,776 |
43,847 |
-770 |
Jan13 |
120524 |
287.55 |
289.00 |
287.29 |
287.85 |
+0.86 |
746 |
12,011 |
-81 |
Feb13 |
120524 |
287.53 |
288.91 |
287.53 |
287.82 |
+0.86 |
410 |
4,031 |
+152 |
Mar13 |
120524 |
286.99 |
288.29 |
286.99 |
287.16 |
+0.86 |
1,009 |
9,330 |
+330 |
Apr13 |
120524 |
285.37 |
286.94 |
285.37 |
286.11 |
+0.82 |
793 |
15,057 |
+181 |
May13 |
120524 |
290.02 |
290.02 |
289.05 |
289.05 |
+0.84 |
114 |
4,721 |
+19 |
Total Volume and Open Interest |
118,055 |
322,562 |
-870 |
Gasoline(NYMEX) |
Jun12 |
120524 |
288.86 |
289.47 |
285.38 |
287.65 |
+0.42 |
39,802 |
52,192 |
-6,350 |
Jul12 |
120524 |
281.84 |
283.05 |
278.36 |
281.93 |
+1.78 |
51,838 |
98,755 |
+3,294 |
Aug12 |
120524 |
276.40 |
278.08 |
273.46 |
277.18 |
+2.06 |
20,101 |
36,567 |
+646 |
Sep12 |
120524 |
270.27 |
273.50 |
269.39 |
272.92 |
+2.07 |
11,866 |
33,589 |
+79 |
Oct12 |
120524 |
255.04 |
258.96 |
254.92 |
258.34 |
+2.00 |
4,596 |
21,918 |
-611 |
Nov12 |
120524 |
254.59 |
255.60 |
251.52 |
254.74 |
+1.94 |
2,584 |
11,020 |
+11 |
Dec12 |
120524 |
252.70 |
253.91 |
249.77 |
252.89 |
+1.90 |
2,722 |
27,016 |
+145 |
Jan13 |
120524 |
252.49 |
252.91 |
251.60 |
252.39 |
+1.90 |
309 |
7,792 |
-59 |
Feb13 |
120524 |
253.17 |
253.21 |
252.06 |
253.21 |
+1.89 |
382 |
3,334 |
+190 |
Mar13 |
120524 |
254.34 |
254.67 |
254.34 |
254.67 |
+1.89 |
483 |
2,890 |
+400 |
Total Volume and Open Interest |
134,798 |
306,279 |
-2,252 |
e-miNY RBOB Gasoline(NYM) |
Jun12 |
120524 |
287.70 |
287.70 |
287.65 |
287.70 |
+0.50 |
|
|
|
Jul12 |
120524 |
281.90 |
281.93 |
281.90 |
281.90 |
+1.70 |
|
|
|
Aug12 |
120524 |
277.20 |
277.20 |
277.18 |
277.20 |
+2.10 |
|
|
|
Sep12 |
120524 |
272.90 |
272.92 |
272.90 |
272.90 |
+2.00 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
Jun12 |
120524 |
2.729 |
2.750 |
2.628 |
2.647 |
-0.090 |
161,083 |
58,389 |
-17,362 |
Jul12 |
120524 |
2.784 |
2.809 |
2.691 |
2.709 |
-0.087 |
102,140 |
264,056 |
+4,786 |
Aug12 |
120524 |
2.820 |
2.850 |
2.735 |
2.754 |
-0.082 |
31,945 |
97,106 |
+680 |
Sep12 |
120524 |
2.856 |
2.877 |
2.769 |
2.790 |
-0.079 |
34,906 |
152,538 |
+7,352 |
Oct12 |
120524 |
2.918 |
2.940 |
2.836 |
2.856 |
-0.077 |
37,052 |
138,380 |
+1,568 |
Nov12 |
120524 |
3.119 |
3.136 |
3.036 |
3.058 |
-0.076 |
15,331 |
75,658 |
+1,546 |
Dec12 |
120524 |
3.386 |
3.398 |
3.308 |
3.326 |
-0.072 |
11,096 |
54,701 |
-382 |
Jan13 |
120524 |
3.538 |
3.538 |
3.450 |
3.468 |
-0.070 |
20,202 |
85,018 |
+3,216 |
Feb13 |
120524 |
3.520 |
3.531 |
3.458 |
3.477 |
-0.068 |
4,252 |
22,724 |
+746 |
Mar13 |
120524 |
3.505 |
3.511 |
3.430 |
3.448 |
-0.065 |
5,256 |
36,826 |
+573 |
Apr13 |
120524 |
3.460 |
3.460 |
3.388 |
3.408 |
-0.058 |
5,519 |
55,720 |
+199 |
May13 |
120524 |
3.464 |
3.466 |
3.420 |
3.435 |
-0.058 |
977 |
15,219 |
+1 |
Jun13 |
120524 |
3.523 |
3.523 |
3.463 |
3.478 |
-0.058 |
627 |
7,442 |
+41 |
Jul13 |
120524 |
3.553 |
3.553 |
3.505 |
3.521 |
-0.058 |
322 |
6,822 |
+21 |
Aug13 |
120524 |
3.561 |
3.563 |
3.519 |
3.536 |
-0.058 |
419 |
6,822 |
+202 |
Sep13 |
120524 |
3.568 |
3.568 |
3.522 |
3.539 |
-0.058 |
416 |
6,046 |
-36 |
Total Volume and Open Interest |
433,866 |
1,210,292 |
+3,226 |
Brent Crude Oil(ICE) |
Jul12 |
120524 |
106.10 |
107.25 |
105.03 |
106.55 |
+0.99 |
180,210 |
238,163 |
-3,369 |
Aug12 |
120524 |
105.57 |
106.62 |
104.52 |
105.96 |
+0.93 |
91,798 |
169,869 |
-1,768 |
Sep12 |
120524 |
105.10 |
106.07 |
104.06 |
105.45 |
+0.89 |
51,222 |
114,958 |
+1,992 |
Oct12 |
120524 |
104.55 |
105.50 |
103.57 |
104.90 |
+0.83 |
35,124 |
99,395 |
-46 |
Nov12 |
120524 |
104.25 |
105.08 |
103.27 |
104.52 |
+0.77 |
17,325 |
59,797 |
-485 |
Dec12 |
120524 |
103.90 |
104.77 |
102.97 |
104.16 |
+0.71 |
50,562 |
121,443 |
-1,687 |
Jan13 |
120524 |
103.45 |
104.40 |
102.71 |
103.85 |
+0.67 |
4,560 |
24,224 |
+191 |
Feb13 |
120524 |
103.29 |
104.15 |
102.42 |
103.54 |
+0.65 |
3,171 |
15,102 |
-196 |
Mar13 |
120524 |
102.86 |
103.79 |
102.13 |
103.23 |
+0.63 |
4,835 |
22,411 |
+1,335 |
Apr13 |
120524 |
102.82 |
102.92 |
102.82 |
102.92 |
+0.61 |
816 |
11,369 |
-120 |
May13 |
120524 |
102.23 |
102.57 |
102.23 |
102.57 |
+0.58 |
1,634 |
11,238 |
-237 |
Jun13 |
120524 |
101.93 |
102.78 |
101.25 |
102.20 |
+0.55 |
6,747 |
47,774 |
+1,186 |
Jul13 |
120524 |
101.87 |
101.87 |
101.87 |
101.87 |
+0.53 |
280 |
7,859 |
+41 |
Aug13 |
120524 |
101.50 |
101.50 |
101.50 |
101.50 |
+0.50 |
197 |
6,474 |
+47 |
Total Volume and Open Interest |
473,797 |
1,198,035 |
-1,777 |
Gas Oil(ICE) |
Jun12 |
120524 |
906.25 |
909.50 |
896.00 |
905.50 |
+2.25 |
63,695 |
120,392 |
-10,197 |
Jul12 |
120524 |
899.75 |
904.75 |
891.25 |
900.75 |
+2.00 |
70,954 |
102,115 |
+3,286 |
Aug12 |
120524 |
894.25 |
902.75 |
889.50 |
898.75 |
+1.50 |
34,507 |
60,631 |
+1,756 |
Sep12 |
120524 |
898.25 |
902.25 |
889.25 |
898.50 |
+1.50 |
15,444 |
56,396 |
+329 |
Oct12 |
120524 |
899.00 |
901.00 |
889.75 |
898.75 |
+1.50 |
7,858 |
32,815 |
+1,266 |
Nov12 |
120524 |
896.75 |
901.25 |
891.25 |
898.25 |
+1.50 |
4,528 |
17,872 |
-320 |
Dec12 |
120524 |
898.25 |
901.75 |
889.00 |
898.00 |
+1.50 |
12,939 |
62,106 |
-28 |
Jan13 |
120524 |
897.50 |
900.50 |
891.25 |
898.25 |
+1.25 |
485 |
22,676 |
-17 |
Feb13 |
120524 |
896.00 |
900.25 |
891.00 |
898.00 |
+1.25 |
133 |
11,330 |
+34 |
Mar13 |
120524 |
894.75 |
898.00 |
890.00 |
897.25 |
+1.50 |
470 |
12,663 |
+184 |
Total Volume and Open Interest |
215,993 |
586,139 |
-2,724 |
Ethanol(CBOT) |
May12 |
120503 |
2.185 |
2.190 |
2.181 |
2.181 |
+0.006 |
15 |
195 |
-11 |
Jun12 |
120524 |
2.141 |
2.142 |
2.070 |
2.073 |
-0.062 |
242 |
564 |
-84 |
Jul12 |
120524 |
2.150 |
2.151 |
2.079 |
2.085 |
-0.058 |
878 |
1,387 |
-51 |
Aug12 |
120524 |
2.131 |
2.140 |
2.065 |
2.072 |
-0.052 |
540 |
2,577 |
-33 |
Sep12 |
120524 |
2.062 |
2.064 |
2.003 |
2.011 |
-0.037 |
269 |
1,498 |
+75 |
Oct12 |
120524 |
1.991 |
1.991 |
1.932 |
1.942 |
-0.035 |
376 |
1,627 |
-59 |
Nov12 |
120524 |
1.961 |
1.961 |
1.919 |
1.923 |
-0.033 |
161 |
1,748 |
+57 |
Dec12 |
120524 |
1.938 |
1.943 |
1.905 |
1.912 |
-0.034 |
177 |
1,314 |
-14 |
Total Volume and Open Interest |
2,853 |
12,992 |
+0 |
WTI Crude Oil(ICE) |
Jul12 |
120524 |
90.30 |
91.52 |
89.82 |
90.66 |
+0.76 |
39,357 |
68,975 |
+10 |
Aug12 |
120524 |
90.60 |
91.80 |
90.15 |
90.94 |
+0.74 |
11,183 |
34,481 |
+301 |
Sep12 |
120524 |
91.14 |
92.05 |
90.60 |
91.22 |
+0.72 |
7,278 |
26,770 |
+315 |
Oct12 |
120524 |
91.40 |
92.30 |
91.00 |
91.46 |
+0.69 |
3,798 |
16,079 |
-215 |
Nov12 |
120524 |
91.63 |
92.26 |
91.32 |
91.66 |
+0.65 |
2,246 |
14,560 |
-111 |
Dec12 |
120524 |
91.86 |
92.75 |
91.30 |
91.85 |
+0.60 |
11,350 |
81,469 |
+978 |
Jan13 |
120524 |
91.73 |
92.25 |
91.64 |
92.02 |
+0.58 |
860 |
12,588 |
-18 |
Feb13 |
120524 |
91.81 |
92.33 |
91.81 |
92.09 |
+0.57 |
545 |
8,559 |
+126 |
Mar13 |
120524 |
92.34 |
92.34 |
92.08 |
92.08 |
+0.56 |
409 |
5,134 |
+43 |
Apr13 |
120524 |
91.96 |
91.96 |
91.96 |
91.96 |
+0.56 |
505 |
2,739 |
+187 |
May13 |
120524 |
91.80 |
91.80 |
91.80 |
91.80 |
+0.55 |
101 |
2,075 |
+17 |
Jun13 |
120524 |
92.07 |
92.08 |
91.63 |
91.63 |
+0.54 |
1,210 |
21,662 |
+74 |
Jul13 |
120524 |
91.44 |
91.44 |
91.44 |
91.44 |
+0.54 |
5 |
1,500 |
-2 |
Aug13 |
120524 |
91.24 |
91.24 |
91.24 |
91.24 |
+0.53 |
1 |
2,336 |
-1 |
Sep13 |
120524 |
91.07 |
91.07 |
91.07 |
91.07 |
+0.53 |
3 |
6,024 |
+0 |
Oct13 |
120524 |
90.91 |
90.91 |
90.91 |
90.91 |
+0.53 |
2 |
1,086 |
+1 |
Total Volume and Open Interest |
85,406 |
426,462 |
-250 |
US Dollar Index(ICE) |
Jun12 |
120524 |
82.280 |
82.535 |
81.995 |
82.488 |
+0.253 |
33,085 |
73,361 |
+4,857 |
Sep12 |
120524 |
82.650 |
82.935 |
82.500 |
82.887 |
+0.232 |
62 |
1,131 |
+15 |
Dec12 |
120524 |
83.198 |
83.198 |
83.198 |
83.198 |
+0.233 |
0 |
1 |
+0 |
Total Volume and Open Interest |
33,147 |
74,493 |
+4,872 |
Australian Dollar(CME) |
Jun12 |
120524 |
97.33 |
97.93 |
96.92 |
97.04 |
-0.04 |
154,364 |
138,981 |
+4,422 |
Sep12 |
120524 |
96.81 |
97.20 |
96.27 |
96.32 |
-0.06 |
167 |
917 |
+20 |
Dec12 |
120524 |
95.71 |
95.81 |
95.71 |
95.71 |
-0.10 |
1 |
61 |
-1 |
Total Volume and Open Interest |
154,532 |
139,963 |
+4,441 |
British Pound(CME) |
Jun12 |
120524 |
156.91 |
157.25 |
156.37 |
156.49 |
-0.38 |
106,372 |
183,896 |
-493 |
Sep12 |
120524 |
156.82 |
157.18 |
156.32 |
156.42 |
-0.38 |
104 |
544 |
+13 |
Dec12 |
120524 |
156.36 |
156.74 |
156.36 |
156.36 |
-0.38 |
16 |
55 |
-16 |
Total Volume and Open Interest |
106,492 |
184,497 |
-496 |
Canadian Dollar(CME) |
Jun12 |
120524 |
97.52 |
97.72 |
97.06 |
97.19 |
-0.29 |
92,831 |
122,077 |
-604 |
Sep12 |
120524 |
97.41 |
97.48 |
96.88 |
97.00 |
-0.29 |
240 |
4,020 |
+122 |
Dec12 |
120524 |
97.26 |
97.26 |
96.69 |
96.82 |
-0.30 |
37 |
4,165 |
+18 |
Mar13 |
120524 |
96.71 |
96.95 |
96.58 |
96.64 |
-0.31 |
25 |
446 |
+12 |
Total Volume and Open Interest |
93,133 |
130,992 |
-452 |
Japanese Yen(CME) |
Jun12 |
120524 |
125.86 |
126.06 |
125.60 |
125.71 |
-0.18 |
92,315 |
140,864 |
-2,209 |
Sep12 |
120524 |
125.92 |
126.17 |
125.76 |
125.85 |
-0.18 |
277 |
1,175 |
+38 |
Dec12 |
120524 |
126.21 |
126.24 |
126.06 |
126.06 |
-0.18 |
6 |
106 |
+1 |
Total Volume and Open Interest |
92,598 |
142,168 |
-2,170 |
Swiss Franc(CME) |
Jun12 |
120524 |
104.85 |
104.92 |
104.25 |
104.28 |
-0.44 |
55,477 |
71,470 |
+3,589 |
Sep12 |
120524 |
104.82 |
104.93 |
104.50 |
104.50 |
-0.43 |
33 |
356 |
+8 |
Dec12 |
120524 |
104.80 |
105.22 |
104.80 |
104.80 |
-0.42 |
0 |
3 |
+0 |
Total Volume and Open Interest |
55,510 |
71,832 |
+3,597 |
EuroFX(CME) |
Jun12 |
120524 |
125.88 |
126.22 |
125.16 |
125.26 |
-0.48 |
290,187 |
372,728 |
+9,466 |
Sep12 |
120524 |
126.05 |
126.32 |
125.29 |
125.37 |
-0.48 |
629 |
3,657 |
-54 |
Dec12 |
120524 |
126.05 |
126.31 |
125.58 |
125.58 |
-0.48 |
21 |
295 |
-1 |
Total Volume and Open Interest |
290,838 |
376,708 |
+9,412 |
Mexican Peso(CME) |
Jun12 |
120524 |
712.5 |
716.2 |
709.0 |
710.0 |
-2.0 |
57,500 |
137,830 |
+2,332 |
Jul12 |
120524 |
708.0 |
710.0 |
708.0 |
708.0 |
-2.0 |
|
|
|
Total Volume and Open Interest |
57,682 |
189,254 |
+2,305 |
Brazilian Real(CME) |
Jun12 |
120524 |
491.40 |
493.05 |
487.10 |
489.10 |
+0.90 |
415 |
6,027 |
-92 |
Jul12 |
120524 |
487.35 |
490.50 |
484.45 |
486.50 |
+0.95 |
0 |
655 |
+0 |
Aug12 |
120524 |
484.15 |
484.15 |
483.25 |
484.15 |
+0.90 |
|
|
|
Sep12 |
120524 |
480.90 |
481.80 |
480.90 |
481.80 |
+0.90 |
307 |
292 |
+239 |
Total Volume and Open Interest |
722 |
20,542 |
+147 |
30-Year T-Bonds(CBOT) |
Jun12 |
120524 |
147~270 |
148~160 |
147~010 |
147~160 |
-0~250 |
485,565 |
634,886 |
-13,040 |
Sep12 |
120524 |
147~100 |
147~280 |
146~150 |
146~290 |
-0~250 |
43,452 |
52,571 |
+22,159 |
Dec12 |
120524 |
147~260 |
148~120 |
147~050 |
147~180 |
-0~260 |
45 |
1,243 |
-9 |
Total Volume and Open Interest |
529,062 |
688,700 |
+9,110 |
10-Year T-Notes(CBOT) |
Jun12 |
120524 |
133~205 |
133~285 |
133~110 |
133~175 |
-0~080 |
1,218,294 |
1,860,826 |
-6,748 |
Sep12 |
120524 |
132~210 |
132~280 |
132~110 |
132~180 |
-0~075 |
109,376 |
150,128 |
+41,210 |
Dec12 |
120524 |
132~180 |
132~180 |
131~230 |
131~230 |
-0~075 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,327,670 |
2,010,955 |
+34,462 |
5-Year T-Notes(CBOT) |
Jun12 |
120524 |
124~010 |
124~021 |
123~115 |
123~126 |
-0~019 |
485,917 |
1,307,013 |
-56,382 |
Sep12 |
120524 |
123~098 |
123~110 |
123~079 |
123~091 |
-0~016 |
94,986 |
116,797 |
+59,094 |
Dec12 |
120524 |
122~115 |
123~003 |
122~115 |
122~115 |
-0~016 |
|
|
|
Total Volume and Open Interest |
580,903 |
1,423,810 |
+2,712 |
2 Year T-Notes(CBOT) |
Jun12 |
120524 |
110~029 |
110~029 |
110~025 |
110~025 |
-0~004 |
223,248 |
920,925 |
-8,094 |
Sep12 |
120524 |
110~016 |
110~017 |
110~013 |
110~014 |
-0~002 |
36,083 |
42,018 |
+10,838 |
Dec12 |
120524 |
109~080 |
109~082 |
109~080 |
109~080 |
-0~002 |
|
|
|
Total Volume and Open Interest |
259,331 |
962,943 |
+2,744 |
Eurodollars(CME) |
Jun12 |
120524 |
99.515 |
99.520 |
99.510 |
99.512 |
+0.002 |
114,766 |
969,157 |
+726 |
Sep12 |
120524 |
99.435 |
99.460 |
99.415 |
99.430 |
+0.010 |
216,714 |
927,132 |
-6,397 |
Dec12 |
120524 |
99.375 |
99.405 |
99.350 |
99.370 |
+0.010 |
205,745 |
956,703 |
+2,165 |
Mar13 |
120524 |
99.355 |
99.380 |
99.335 |
99.350 |
+0.010 |
203,126 |
659,628 |
-13,360 |
Jun13 |
120524 |
99.335 |
99.355 |
99.320 |
99.330 |
+0.010 |
133,889 |
681,348 |
-2,106 |
Sep13 |
120524 |
99.320 |
99.330 |
99.300 |
99.315 |
+0.015 |
132,809 |
625,374 |
-2,436 |
Dec13 |
120524 |
99.280 |
99.290 |
99.265 |
99.280 |
+0.010 |
115,492 |
603,038 |
+7,994 |
Mar14 |
120524 |
99.245 |
99.255 |
99.235 |
99.245 |
+0.005 |
104,680 |
596,386 |
+3,359 |
Jun14 |
120524 |
99.185 |
99.195 |
99.165 |
99.180 |
unch |
99,431 |
458,243 |
-6,581 |
Sep14 |
120524 |
99.115 |
99.120 |
99.085 |
99.100 |
-0.010 |
79,752 |
331,711 |
+1,558 |
Dec14 |
120524 |
99.005 |
99.015 |
98.965 |
98.985 |
-0.020 |
80,331 |
324,327 |
+2,163 |
Mar15 |
120524 |
98.895 |
98.915 |
98.855 |
98.875 |
-0.025 |
99,745 |
290,038 |
+2,847 |
Jun15 |
120524 |
0.451 |
0.481 |
0.411 |
0.431 |
-0.035 |
48,868 |
248,208 |
-1,777 |
Sep15 |
120524 |
0.311 |
0.341 |
0.261 |
0.286 |
-0.040 |
40,758 |
193,625 |
+2,089 |
Dec15 |
120524 |
0.166 |
0.196 |
0.111 |
0.131 |
-0.045 |
31,248 |
164,153 |
+2,562 |
Mar16 |
120524 |
0.031 |
0.066 |
6.530 |
6.550 |
+6.504 |
23,069 |
100,686 |
+619 |
Jun16 |
120524 |
6.445 |
6.480 |
6.385 |
6.405 |
-0.055 |
19,865 |
111,541 |
-1,052 |
Sep16 |
120524 |
6.310 |
6.345 |
6.245 |
6.265 |
-0.055 |
17,216 |
84,558 |
-1,536 |
Total Volume and Open Interest |
1,818,258 |
8,591,135 |
-10,898 |
30 Day Federal Funds(CBOT) |
May12 |
120524 |
99.845 |
99.845 |
99.842 |
99.842 |
unch |
2,011 |
54,921 |
+8 |
Jun12 |
120524 |
99.845 |
99.850 |
99.845 |
99.845 |
unch |
8,045 |
42,195 |
-745 |
Jul12 |
120524 |
99.845 |
99.850 |
99.840 |
99.840 |
unch |
6,306 |
49,579 |
+689 |
Aug12 |
120524 |
99.845 |
99.845 |
99.835 |
99.840 |
unch |
1,649 |
42,693 |
+274 |
Sep12 |
120524 |
99.840 |
99.840 |
99.830 |
99.835 |
unch |
3,717 |
34,759 |
+1,593 |
Oct12 |
120524 |
99.835 |
99.840 |
99.830 |
99.830 |
unch |
679 |
51,638 |
+415 |
Total Volume and Open Interest |
40,115 |
539,386 |
+3,712 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun12 |
120524 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
0 |
263 |
+0 |
Sep12 |
120524 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Dec12 |
120524 |
99.668 |
99.668 |
99.668 |
99.668 |
unch |
|
|
|
Mar13 |
120524 |
99.668 |
99.668 |
99.668 |
99.668 |
unch |
|
|
|
Jun13 |
120524 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Sep13 |
120524 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Dec13 |
120524 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Mar14 |
120524 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Jun14 |
120524 |
99.510 |
99.510 |
99.510 |
99.510 |
unch |
|
|
|
Sep14 |
120524 |
99.370 |
99.370 |
99.370 |
99.370 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
263 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun12 |
120524 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
2,542 |
-40 |
Sep12 |
120524 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
697 |
+0 |
Dec12 |
120524 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
519 |
+0 |
Mar13 |
120524 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
181 |
+0 |
Jun13 |
120524 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
206 |
+0 |
Sep13 |
120524 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
305 |
+0 |
Dec13 |
120524 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
564 |
+0 |
Mar14 |
120524 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
344 |
+0 |
Total Volume and Open Interest |
0 |
5,358 |
-40 |
Japanese Gov't Bonds(SGX) |
Jun12 |
120524 |
143.32 |
143.43 |
143.13 |
143.14 |
-0.13 |
3,861 |
24,182 |
-29 |
Sep12 |
120524 |
143.13 |
143.13 |
142.94 |
142.94 |
-0.13 |
2 |
41 |
+0 |
Dec12 |
120524 |
141.81 |
141.81 |
141.81 |
141.81 |
-0.13 |
0 |
4 |
+0 |
Total Volume and Open Interest |
3,863 |
24,227 |
-29 |
Euro-Bund(EUREX) |
Jun12 |
120524 |
143.83 |
144.55 |
143.83 |
143.97 |
-0.09 |
700,822 |
957,647 |
-54,129 |
Sep12 |
120524 |
142.77 |
143.40 |
142.74 |
142.85 |
-0.07 |
5,245 |
54,945 |
+3,826 |
Dec12 |
120524 |
141.97 |
141.97 |
141.97 |
141.97 |
-0.09 |
5 |
23 |
+5 |
Total Volume and Open Interest |
706,072 |
1,012,615 |
-50,298 |
Euro-Bobl(EUREX) |
Jun12 |
120524 |
126.19 |
126.49 |
126.17 |
126.22 |
-0.10 |
464,270 |
702,276 |
-11,561 |
Sep12 |
120524 |
126.56 |
126.79 |
126.56 |
126.62 |
-0.11 |
10,998 |
56,717 |
+4,816 |
Dec12 |
120524 |
126.17 |
126.17 |
126.17 |
126.17 |
-0.10 |
|
|
|
Total Volume and Open Interest |
475,268 |
758,993 |
-6,745 |
3-Mth Euribor(EUREX) |
Jun12 |
120524 |
99.330 |
99.360 |
99.330 |
99.360 |
+0.025 |
0 |
1,778 |
+0 |
Sep12 |
120524 |
99.400 |
99.435 |
99.400 |
99.435 |
+0.040 |
20 |
1,369 |
+20 |
Dec12 |
120524 |
99.440 |
99.440 |
99.440 |
99.440 |
+0.045 |
0 |
932 |
+0 |
Total Volume and Open Interest |
20 |
5,731 |
+20 |
Long Gilt(LIFFE) |
Jun12 |
120524 |
119~09 |
119~28 |
119~06 |
119~12 |
-0~01 |
146,818 |
324,654 |
+5,631 |
Sep12 |
120524 |
118~10 |
118~26 |
118~04 |
118~11 |
-0~01 |
11,633 |
12,286 |
+3,912 |
Total Volume and Open Interest |
158,451 |
336,940 |
+9,543 |
3-Mth Short Sterling(LIFFE) |
Jun12 |
120524 |
99.01 |
99.02 |
98.98 |
99.02 |
+0.02 |
56,365 |
261,511 |
+6,141 |
Sep12 |
120524 |
99.03 |
99.04 |
99.01 |
99.03 |
+0.02 |
145,408 |
369,326 |
-23,505 |
Dec12 |
120524 |
99.05 |
99.07 |
99.02 |
99.05 |
+0.02 |
136,648 |
304,593 |
+5,053 |
Mar13 |
120524 |
99.08 |
99.10 |
99.05 |
99.07 |
+0.01 |
133,096 |
270,252 |
+10,513 |
Jun13 |
120524 |
99.09 |
99.11 |
99.05 |
99.07 |
unch |
132,997 |
244,641 |
+9,766 |
Sep13 |
120524 |
99.10 |
99.10 |
99.03 |
99.06 |
unch |
119,274 |
258,833 |
+10,232 |
Total Volume and Open Interest |
1,009,462 |
2,597,441 |
+12,045 |
3-Mth Euribor(LIFFE) |
Jun12 |
120524 |
99.330 |
99.365 |
99.325 |
99.360 |
+0.025 |
72,759 |
545,299 |
-6,588 |
Sep12 |
120524 |
99.390 |
99.440 |
99.380 |
99.435 |
+0.040 |
104,403 |
508,696 |
+5,500 |
Dec12 |
120524 |
99.395 |
99.445 |
99.385 |
99.440 |
+0.045 |
92,806 |
456,219 |
+4,732 |
Total Volume and Open Interest |
670,361 |
3,479,495 |
+20,032 |
3-Mth Aus T-Bills(SFE) |
Jun12 |
120524 |
96.66 |
96.72 |
96.60 |
96.63 |
-0.04 |
44,510 |
133,776 |
+2,286 |
Sep12 |
120524 |
97.09 |
97.19 |
97.08 |
97.10 |
-0.01 |
55,590 |
197,361 |
-6,093 |
Dec12 |
120524 |
97.19 |
97.30 |
97.18 |
97.21 |
unch |
38,290 |
157,676 |
+6,494 |
Mar13 |
120524 |
97.10 |
97.21 |
97.09 |
97.13 |
+0.02 |
14,349 |
92,485 |
+2,601 |
Jun13 |
120524 |
96.96 |
97.06 |
96.95 |
96.98 |
+0.01 |
9,723 |
69,594 |
+1,968 |
Sep13 |
120524 |
96.83 |
96.90 |
96.80 |
96.83 |
unch |
7,708 |
52,244 |
+931 |
Dec13 |
120524 |
96.75 |
96.75 |
96.66 |
96.69 |
unch |
3,463 |
34,221 |
-117 |
Mar14 |
120524 |
96.57 |
96.64 |
96.55 |
96.58 |
-0.01 |
1,969 |
24,852 |
-1,107 |
Jun14 |
120524 |
96.53 |
96.53 |
96.45 |
96.48 |
-0.02 |
195 |
1,370 |
-2 |
Sep14 |
120524 |
96.42 |
96.42 |
96.37 |
96.38 |
-0.03 |
32 |
725 |
+32 |
Total Volume and Open Interest |
175,829 |
764,763 |
+6,983 |
10-Year Aus T-Bonds(SFE) |
Jun12 |
120524 |
96.88 |
96.98 |
96.88 |
96.92 |
+0.03 |
79,553 |
397,574 |
-15,693 |
Sep12 |
120524 |
96.86 |
96.86 |
96.86 |
96.86 |
+0.03 |
|
|
|
Total Volume and Open Interest |
79,553 |
397,574 |
-15,694 |
3-Year Aus T-Bonds(SFE) |
Jun12 |
120524 |
97.61 |
97.70 |
97.60 |
97.64 |
+0.02 |
255,145 |
528,595 |
+10,887 |
Sep12 |
120524 |
97.66 |
97.66 |
97.66 |
97.66 |
+0.02 |
|
|
|
Total Volume and Open Interest |
255,145 |
528,595 |
+10,887 |
Gold(CMX) |
Jun12 |
120524 |
1560.8 |
1577.7 |
1551.0 |
1557.5 |
+9.1 |
175,858 |
150,173 |
-11,945 |
Aug12 |
120524 |
1563.2 |
1579.7 |
1553.4 |
1559.8 |
+9.2 |
26,794 |
129,222 |
+9,939 |
Oct12 |
120524 |
1565.9 |
1580.7 |
1557.0 |
1561.8 |
+9.2 |
1,799 |
10,569 |
+345 |
Dec12 |
120524 |
1568.7 |
1584.0 |
1558.0 |
1564.0 |
+9.3 |
5,348 |
49,158 |
+1,219 |
Feb13 |
120524 |
1563.9 |
1582.9 |
1563.9 |
1566.0 |
+9.3 |
828 |
18,978 |
+165 |
Apr13 |
120524 |
1572.1 |
1585.0 |
1567.9 |
1567.9 |
+9.3 |
317 |
12,559 |
+153 |
Jun13 |
120524 |
1580.3 |
1586.8 |
1570.0 |
1570.0 |
+9.3 |
295 |
13,399 |
+159 |
Aug13 |
120524 |
1572.3 |
1572.3 |
1572.3 |
1572.3 |
+9.3 |
0 |
2,079 |
+0 |
Oct13 |
120524 |
1574.7 |
1574.7 |
1574.7 |
1574.7 |
+9.3 |
6 |
880 |
+3 |
Dec13 |
120524 |
1593.7 |
1594.6 |
1577.3 |
1577.3 |
+9.3 |
251 |
9,075 |
+200 |
Feb14 |
120524 |
1580.2 |
1580.2 |
1580.2 |
1580.2 |
+9.4 |
0 |
6 |
+0 |
Total Volume and Open Interest |
212,094 |
435,706 |
+493 |
Silver(CMX) |
May12 |
120524 |
2810.5 |
2844.5 |
2807.0 |
2814.2 |
+63.4 |
41 |
80 |
-23 |
Jul12 |
120524 |
2776.0 |
2851.5 |
2758.5 |
2815.7 |
+63.8 |
42,130 |
59,313 |
-127 |
Sep12 |
120524 |
2785.0 |
2851.5 |
2771.5 |
2820.9 |
+63.8 |
1,119 |
8,492 |
-452 |
Dec12 |
120524 |
2788.0 |
2855.5 |
2780.0 |
2827.1 |
+63.9 |
1,531 |
18,700 |
+206 |
Mar13 |
120524 |
2855.0 |
2858.0 |
2830.3 |
2830.3 |
+64.0 |
219 |
2,971 |
+50 |
May13 |
120524 |
2820.0 |
2832.5 |
2820.0 |
2831.4 |
+64.0 |
83 |
1,939 |
+31 |
Jul13 |
120524 |
2833.0 |
2833.0 |
2829.0 |
2832.5 |
+63.9 |
31 |
2,875 |
-18 |
Total Volume and Open Interest |
46,353 |
113,647 |
-246 |
Platinum(NYMEX) |
Jul12 |
120524 |
1425.5 |
1435.2 |
1412.5 |
1422.4 |
+8.3 |
7,690 |
42,401 |
-168 |
Oct12 |
120524 |
1426.7 |
1438.0 |
1418.4 |
1426.2 |
+8.2 |
963 |
4,417 |
+802 |
Jan13 |
120524 |
1430.4 |
1430.4 |
1425.7 |
1428.7 |
+8.1 |
25 |
187 |
+1 |
Apr13 |
120524 |
1428.7 |
1428.7 |
1428.7 |
1428.7 |
+8.1 |
0 |
4 |
+0 |
Total Volume and Open Interest |
8,678 |
47,012 |
+635 |
Palladium(NYMEX) |
Jun12 |
120524 |
591.50 |
600.50 |
584.25 |
587.50 |
-3.60 |
4,030 |
13,438 |
-1,376 |
Sep12 |
120524 |
596.00 |
602.15 |
586.30 |
589.55 |
-3.55 |
1,954 |
10,727 |
+1,308 |
Dec12 |
120524 |
598.50 |
599.45 |
590.75 |
590.80 |
-3.50 |
0 |
59 |
+0 |
Total Volume and Open Interest |
5,984 |
24,228 |
-68 |
Copper(CMX) |
May12 |
120524 |
343.75 |
344.85 |
341.90 |
342.90 |
+3.10 |
301 |
834 |
-114 |
Jul12 |
120524 |
344.85 |
345.15 |
340.45 |
342.85 |
+3.25 |
52,616 |
79,269 |
+834 |
Sep12 |
120524 |
345.25 |
345.55 |
341.50 |
343.60 |
+3.20 |
2,901 |
27,639 |
+270 |
Dec12 |
120524 |
345.15 |
346.05 |
343.85 |
344.40 |
+3.15 |
681 |
22,293 |
+69 |
Mar13 |
120524 |
345.05 |
345.05 |
345.05 |
345.05 |
+3.15 |
14 |
5,993 |
+3 |
Total Volume and Open Interest |
57,043 |
150,189 |
+1,204 |
DJIA Index(CBOT) |
Jun12 |
120524 |
12466 |
12536 |
12392 |
12536 |
+70 |
3,092 |
16,231 |
+1,977 |
Sep12 |
120524 |
12380 |
12464 |
12380 |
12464 |
+69 |
0 |
5 |
+0 |
Dec12 |
120524 |
12389 |
12389 |
12320 |
12389 |
+69 |
0 |
1 |
+0 |
Mar13 |
120524 |
12322 |
12322 |
12253 |
12322 |
+69 |
|
|
|
Total Volume and Open Interest |
3,092 |
16,237 |
+1,977 |
E-mini DJIA Index(CBOT) |
Jun12 |
120524 |
12464 |
12543 |
12389 |
12536 |
+70 |
155,360 |
99,269 |
+2,015 |
Sep12 |
120524 |
12401 |
12464 |
12329 |
12464 |
+69 |
213 |
2,614 |
+194 |
Dec12 |
120524 |
12366 |
12389 |
12366 |
12389 |
+69 |
2 |
23 |
+0 |
Mar13 |
120524 |
12322 |
12322 |
12322 |
12322 |
+69 |
|
|
|
Total Volume and Open Interest |
155,575 |
101,906 |
+2,209 |
S & P 500(CME) |
Jun12 |
120524 |
1316.10 |
1323.50 |
1306.10 |
1322.60 |
+6.90 |
16,561 |
259,289 |
+633 |
Sep12 |
120524 |
1313.50 |
1317.20 |
1302.20 |
1316.10 |
+6.90 |
718 |
6,355 |
+274 |
Dec12 |
120524 |
1309.60 |
1310.60 |
1295.60 |
1309.60 |
+7.00 |
102 |
7,697 |
+22 |
Mar13 |
120524 |
1303.20 |
1304.20 |
1289.20 |
1303.20 |
+7.00 |
0 |
4 |
+0 |
Total Volume and Open Interest |
17,392 |
273,358 |
+938 |
S & P 500 E-Mini(Globex) |
Jun12 |
120524 |
1315.75 |
1323.50 |
1306.00 |
1322.50 |
+6.75 |
2,449,269 |
2,942,926 |
+14,434 |
Sep12 |
120524 |
1308.25 |
1317.00 |
1300.00 |
1316.00 |
+6.75 |
8,330 |
51,197 |
+5,463 |
Total Volume and Open Interest |
2,457,837 |
3,000,650 |
+20,119 |
NASDAQ 100(CME) |
Jun12 |
120524 |
2540.00 |
2555.50 |
2510.00 |
2536.30 |
-4.20 |
2,291 |
22,366 |
+949 |
Sep12 |
120524 |
2531.00 |
2540.00 |
2507.00 |
2531.00 |
-4.00 |
0 |
83 |
+0 |
Dec12 |
120524 |
2524.30 |
2528.30 |
2524.30 |
2524.30 |
-4.00 |
|
|
|
Total Volume and Open Interest |
2,291 |
22,449 |
+949 |
NASDAQ 100 E-Mini(Globex) |
Jun12 |
120524 |
2540.80 |
2556.30 |
2510.30 |
2536.30 |
-4.20 |
293,161 |
394,405 |
-5,219 |
Sep12 |
120524 |
2523.50 |
2550.00 |
2506.50 |
2531.00 |
-4.00 |
250 |
693 |
+161 |
Total Volume and Open Interest |
293,413 |
395,117 |
-5,060 |
S & P Midcap 400(CME) |
Jun12 |
120524 |
934.50 |
938.00 |
925.00 |
937.90 |
+6.60 |
168 |
2,760 |
+276 |
Sep12 |
120524 |
934.90 |
934.90 |
928.30 |
934.90 |
+6.60 |
|
|
|
Dec12 |
120524 |
932.90 |
932.90 |
926.30 |
932.90 |
+6.60 |
|
|
|
Total Volume and Open Interest |
168 |
2,760 |
+276 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun12 |
120524 |
8595 |
8615 |
8500 |
8580 |
-15 |
6,344 |
35,043 |
-876 |
Sep12 |
120524 |
8600 |
8600 |
8565 |
8595 |
-20 |
1 |
52 |
-1 |
Total Volume and Open Interest |
6,345 |
35,095 |
-877 |
Nikkei 225(SGX) |
Jun12 |
120524 |
8570 |
8605 |
8475 |
8565 |
-10 |
90,404 |
254,228 |
+3,544 |
Sep12 |
120524 |
8545 |
8585 |
8490 |
8555 |
-15 |
601 |
10,156 |
+526 |
Dec12 |
120524 |
8495 |
8495 |
8495 |
8495 |
-15 |
0 |
5,906 |
+0 |
Total Volume and Open Interest |
91,206 |
275,204 |
+4,255 |
CAC 40(EURONEXT) |
Jun12 |
120524 |
3013.0 |
3031.5 |
2964.0 |
3015.5 |
+34.0 |
146,357 |
334,796 |
-3,916 |
Jul12 |
120524 |
2998.0 |
3019.0 |
2961.5 |
3006.0 |
+35.0 |
3,165 |
432 |
+80 |
Aug12 |
120524 |
3001.5 |
3001.5 |
3001.5 |
3001.5 |
+34.0 |
|
|
|
Total Volume and Open Interest |
149,522 |
335,351 |
-3,836 |
Hang Seng Index(HKFE) |
May12 |
120524 |
18621 |
18752 |
18490 |
18513 |
-73 |
79,359 |
106,778 |
+1,384 |
Jun12 |
120524 |
18385 |
18542 |
18288 |
18312 |
-75 |
2,405 |
15,652 |
+1,145 |
Total Volume and Open Interest |
81,902 |
125,306 |
+2,575 |
DAX(EUREX) |
Jun12 |
120524 |
6350.0 |
6356.0 |
6243.0 |
6323.5 |
+39.0 |
158,788 |
184,366 |
-4,945 |
Sep12 |
120524 |
6352.5 |
6356.0 |
6250.0 |
6327.5 |
+38.0 |
1,045 |
3,934 |
-458 |
Dec12 |
120524 |
6358.0 |
6358.0 |
6265.5 |
6332.5 |
+38.0 |
744 |
1,965 |
+708 |
Total Volume and Open Interest |
160,577 |
190,265 |
-4,695 |
FT-SE 100(EURONEXT) |
Jun12 |
120524 |
5283.00 |
5356.50 |
5250.50 |
5346.50 |
+87.00 |
141,742 |
584,161 |
-2,678 |
Sep12 |
120524 |
5260.00 |
5308.00 |
5219.50 |
5303.00 |
+86.00 |
242 |
5,929 |
+9 |
Dec12 |
120524 |
5255.00 |
5280.50 |
5255.00 |
5280.50 |
+87.00 |
4 |
345 |
+0 |
Total Volume and Open Interest |
141,988 |
590,435 |
-2,669 |
SPI 200(SFE) |
Jun12 |
120524 |
4075.0 |
4092.0 |
4033.0 |
4052.0 |
-15.0 |
40,047 |
211,676 |
-10,279 |
Sep12 |
120524 |
4016.0 |
4028.0 |
4000.0 |
4011.0 |
-15.0 |
233 |
3,423 |
+166 |
Dec12 |
120524 |
4006.0 |
4006.0 |
4006.0 |
4006.0 |
-15.0 |
50 |
2,705 |
-32 |
Total Volume and Open Interest |
40,586 |
218,968 |
-9,890 |
GSCI(CME) |
Jun12 |
120524 |
620.50 |
621.50 |
616.50 |
617.00 |
+0.80 |
313 |
8,410 |
+183 |
Jul12 |
120524 |
613.20 |
617.30 |
611.95 |
613.20 |
+1.20 |
2 |
50 |
+0 |
Aug12 |
120524 |
612.90 |
617.00 |
611.15 |
612.90 |
+1.70 |
|
|
|
Total Volume and Open Interest |
315 |
8,460 |
+183 |
Reuters CCI(ICE) |
Jun12 |
120524 |
282.00 |
282.00 |
282.00 |
282.00 |
+0.50 |
|
|
|
Total Volume and Open Interest |
|
|
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|