|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue May 29, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul12 |
120529 |
1383.00 |
1402.00 |
1379.25 |
1386.75 |
+4.75 |
84,911 |
263,301 |
-4,152 |
Aug12 |
120529 |
1362.00 |
1381.25 |
1360.00 |
1367.25 |
+5.25 |
8,114 |
44,698 |
+1,578 |
Sep12 |
120529 |
1325.75 |
1339.50 |
1320.00 |
1326.75 |
+5.00 |
3,191 |
21,843 |
+520 |
Nov12 |
120529 |
1289.75 |
1307.75 |
1285.00 |
1293.50 |
+4.25 |
47,940 |
241,282 |
-379 |
Jan13 |
120529 |
1289.75 |
1305.00 |
1286.50 |
1295.50 |
+5.00 |
4,753 |
50,456 |
+580 |
Mar13 |
120529 |
1269.75 |
1285.00 |
1263.25 |
1272.75 |
+6.50 |
3,965 |
65,328 |
+161 |
May13 |
120529 |
1255.00 |
1272.00 |
1251.50 |
1260.25 |
+6.75 |
3,140 |
34,551 |
+53 |
Jul13 |
120529 |
1257.75 |
1269.50 |
1249.50 |
1258.75 |
+6.75 |
3,265 |
34,034 |
-21 |
Aug13 |
120529 |
1248.75 |
1248.75 |
1241.25 |
1248.75 |
+7.50 |
0 |
166 |
+0 |
Sep13 |
120529 |
1210.25 |
1210.25 |
1204.25 |
1210.25 |
+6.00 |
1 |
261 |
+0 |
Nov13 |
120529 |
1170.00 |
1185.00 |
1167.75 |
1174.50 |
+4.50 |
1,041 |
17,591 |
-53 |
Jan14 |
120529 |
1180.50 |
1180.50 |
1176.00 |
1180.50 |
+4.50 |
3 |
160 |
+0 |
Mar14 |
120529 |
1177.25 |
1177.25 |
1172.75 |
1177.25 |
+4.50 |
0 |
3 |
+0 |
May14 |
120529 |
1177.25 |
1177.25 |
1172.75 |
1177.25 |
+4.50 |
|
|
|
Total Volume and Open Interest |
160,326 |
774,218 |
-1,713 |
Soybean Meal(CBOT) |
Jul12 |
120529 |
409.40 |
417.20 |
408.20 |
412.50 |
+3.20 |
35,792 |
118,350 |
-2,543 |
Aug12 |
120529 |
395.30 |
402.30 |
395.30 |
399.30 |
+4.00 |
4,864 |
22,652 |
+696 |
Sep12 |
120529 |
386.40 |
389.20 |
381.50 |
385.30 |
+3.00 |
1,666 |
17,820 |
+123 |
Oct12 |
120529 |
367.50 |
374.30 |
366.20 |
369.80 |
+1.80 |
935 |
12,959 |
+123 |
Dec12 |
120529 |
363.50 |
370.70 |
362.00 |
365.60 |
+1.80 |
11,343 |
42,465 |
+1,015 |
Jan13 |
120529 |
365.10 |
366.10 |
360.00 |
363.00 |
+1.90 |
440 |
5,353 |
-6 |
Mar13 |
120529 |
354.80 |
354.80 |
347.60 |
351.20 |
+2.20 |
1,033 |
8,815 |
+262 |
May13 |
120529 |
347.70 |
349.00 |
343.30 |
346.40 |
+2.20 |
1,114 |
6,605 |
+545 |
Jul13 |
120529 |
348.00 |
348.00 |
344.00 |
346.30 |
+2.20 |
1,714 |
7,096 |
+212 |
Aug13 |
120529 |
343.30 |
343.30 |
341.10 |
343.30 |
+2.20 |
61 |
248 |
+12 |
Total Volume and Open Interest |
59,216 |
247,907 |
+543 |
Soybean Oil(CBOT) |
Jul12 |
120529 |
50.19 |
50.74 |
49.81 |
50.17 |
+0.05 |
70,216 |
189,422 |
+638 |
Aug12 |
120529 |
50.42 |
50.95 |
50.02 |
50.39 |
+0.05 |
7,942 |
39,225 |
+850 |
Sep12 |
120529 |
50.61 |
51.15 |
50.28 |
50.61 |
+0.05 |
5,091 |
25,774 |
+552 |
Oct12 |
120529 |
51.03 |
51.36 |
50.47 |
50.80 |
+0.05 |
1,432 |
13,690 |
+236 |
Dec12 |
120529 |
51.19 |
51.75 |
50.86 |
51.20 |
+0.05 |
21,166 |
86,737 |
+1,328 |
Jan13 |
120529 |
51.60 |
51.90 |
51.10 |
51.43 |
+0.05 |
432 |
6,658 |
+64 |
Mar13 |
120529 |
51.61 |
52.06 |
51.27 |
51.60 |
+0.03 |
1,102 |
16,781 |
+223 |
May13 |
120529 |
51.69 |
52.26 |
51.50 |
51.70 |
+0.03 |
782 |
8,458 |
+59 |
Jul13 |
120529 |
51.90 |
51.90 |
51.50 |
51.78 |
+0.02 |
577 |
5,418 |
+60 |
Aug13 |
120529 |
51.68 |
51.68 |
51.67 |
51.68 |
+0.01 |
34 |
1,091 |
+0 |
Total Volume and Open Interest |
109,117 |
399,414 |
+3,986 |
Canola(WCE) |
Jul12 |
120529 |
611.5 |
620.5 |
611.5 |
617.3 |
+5.1 |
5,733 |
84,318 |
-2,673 |
Nov12 |
120529 |
568.0 |
571.8 |
563.2 |
569.2 |
+2.3 |
8,340 |
115,779 |
+601 |
Jan13 |
120529 |
572.6 |
576.5 |
567.7 |
573.9 |
+2.0 |
594 |
22,299 |
+14 |
Mar13 |
120529 |
575.7 |
578.7 |
571.8 |
577.0 |
+2.0 |
238 |
10,148 |
+53 |
May13 |
120529 |
578.1 |
583.3 |
575.9 |
579.8 |
+2.4 |
110 |
6,507 |
+49 |
Total Volume and Open Interest |
15,025 |
242,148 |
-1,957 |
Corn(CBOT) |
Jul12 |
120529 |
580.00 |
583.75 |
557.00 |
562.50 |
-16.00 |
184,176 |
486,640 |
-1,183 |
Sep12 |
120529 |
528.25 |
528.25 |
513.25 |
522.50 |
-4.00 |
41,349 |
171,333 |
+882 |
Dec12 |
120529 |
522.75 |
524.00 |
509.50 |
517.50 |
-4.00 |
83,319 |
376,191 |
-5,307 |
Mar13 |
120529 |
534.50 |
535.00 |
520.75 |
527.50 |
-5.25 |
5,790 |
54,331 |
+711 |
May13 |
120529 |
541.00 |
543.00 |
529.00 |
535.50 |
-5.50 |
2,464 |
13,420 |
+82 |
Jul13 |
120529 |
547.00 |
550.00 |
536.50 |
542.50 |
-4.50 |
5,623 |
35,091 |
+1,886 |
Sep13 |
120529 |
528.75 |
532.50 |
527.50 |
527.50 |
-5.00 |
110 |
1,970 |
+11 |
Dec13 |
120529 |
528.00 |
529.50 |
520.75 |
524.50 |
-5.00 |
4,241 |
42,116 |
+148 |
Mar14 |
120529 |
532.25 |
540.00 |
532.00 |
534.75 |
-5.25 |
22 |
735 |
+7 |
May14 |
120529 |
541.00 |
546.00 |
541.00 |
541.00 |
-5.00 |
2 |
251 |
-2 |
Total Volume and Open Interest |
327,159 |
1,186,415 |
-2,766 |
Wheat(CBOT) |
Jul12 |
120529 |
675.00 |
684.00 |
655.25 |
656.75 |
-23.25 |
66,972 |
211,669 |
-541 |
Sep12 |
120529 |
689.75 |
698.50 |
671.00 |
672.25 |
-22.25 |
19,580 |
54,174 |
+484 |
Dec12 |
120529 |
710.00 |
719.50 |
693.00 |
695.00 |
-20.50 |
19,298 |
117,613 |
+2,362 |
Mar13 |
120529 |
725.50 |
735.00 |
711.00 |
713.50 |
-17.50 |
2,677 |
21,203 |
+433 |
May13 |
120529 |
734.50 |
738.00 |
721.50 |
721.50 |
-16.50 |
557 |
6,048 |
-25 |
Jul13 |
120529 |
735.25 |
744.00 |
721.75 |
724.25 |
-15.00 |
3,184 |
11,712 |
+630 |
Total Volume and Open Interest |
112,598 |
429,226 |
+3,427 |
Wheat(KCBT) |
Jul12 |
120529 |
695.75 |
704.00 |
675.50 |
678.00 |
-22.00 |
12,428 |
70,751 |
-2,854 |
Sep12 |
120529 |
713.50 |
719.00 |
691.00 |
693.50 |
-21.50 |
3,469 |
25,008 |
-301 |
Dec12 |
120529 |
733.75 |
741.50 |
715.00 |
717.50 |
-20.50 |
3,393 |
28,229 |
+629 |
Mar13 |
120529 |
748.75 |
754.75 |
731.00 |
731.50 |
-20.50 |
514 |
6,282 |
-37 |
May13 |
120529 |
748.75 |
748.75 |
738.50 |
738.50 |
-20.50 |
135 |
3,602 |
+22 |
Jul13 |
120529 |
766.25 |
766.50 |
742.75 |
743.50 |
-20.50 |
1,375 |
2,948 |
+632 |
Total Volume and Open Interest |
21,321 |
137,234 |
-1,904 |
Wheat(MGE) |
Jul12 |
120529 |
783.75 |
789.00 |
766.50 |
771.75 |
-14.50 |
1,835 |
15,372 |
+176 |
Sep12 |
120529 |
782.50 |
785.50 |
765.00 |
768.25 |
-14.75 |
905 |
10,943 |
+20 |
Dec12 |
120529 |
790.00 |
792.00 |
771.50 |
773.75 |
-16.25 |
704 |
10,234 |
+39 |
Mar13 |
120529 |
798.00 |
798.00 |
778.00 |
780.75 |
-16.75 |
66 |
1,895 |
+28 |
May13 |
120529 |
786.75 |
786.75 |
786.25 |
786.25 |
-20.25 |
39 |
183 |
+7 |
Total Volume and Open Interest |
3,594 |
38,753 |
+308 |
Oats(CBOT) |
Jul12 |
120529 |
296.75 |
302.25 |
276.25 |
280.50 |
-15.75 |
1,581 |
7,698 |
-428 |
Sep12 |
120529 |
300.50 |
301.75 |
282.50 |
285.00 |
-14.75 |
17 |
533 |
-9 |
Dec12 |
120529 |
310.50 |
310.50 |
287.75 |
291.25 |
-14.75 |
349 |
3,213 |
+31 |
Mar13 |
120529 |
303.75 |
313.25 |
299.50 |
299.50 |
-13.75 |
1 |
26 |
+0 |
Total Volume and Open Interest |
1,948 |
11,470 |
-406 |
Rough Rice(CBOT) |
Jul12 |
120529 |
14.53 |
14.59 |
14.24 |
14.25 |
-0.26 |
854 |
10,149 |
-203 |
Sep12 |
120529 |
14.80 |
14.84 |
14.50 |
14.51 |
-0.24 |
340 |
2,819 |
+160 |
Nov12 |
120529 |
15.01 |
15.05 |
14.77 |
14.77 |
-0.24 |
12 |
300 |
+2 |
Jan13 |
120529 |
15.02 |
15.19 |
15.01 |
15.01 |
-0.24 |
0 |
76 |
+0 |
Total Volume and Open Interest |
1,206 |
13,368 |
-41 |
Live Cattle(CME) |
Jun12 |
120529 |
117.600 |
118.450 |
117.500 |
117.850 |
+0.200 |
13,825 |
48,878 |
-5,359 |
Aug12 |
120529 |
119.180 |
120.080 |
119.100 |
119.600 |
+0.500 |
21,470 |
131,099 |
+242 |
Oct12 |
120529 |
123.500 |
124.385 |
123.400 |
123.830 |
+0.330 |
10,833 |
77,199 |
+2,402 |
Dec12 |
120529 |
126.785 |
127.680 |
126.680 |
127.000 |
+0.200 |
8,172 |
47,525 |
+2,996 |
Feb13 |
120529 |
128.650 |
129.200 |
128.100 |
128.685 |
+0.110 |
1,114 |
17,320 |
+181 |
Apr13 |
120529 |
130.485 |
131.000 |
129.935 |
130.630 |
+0.230 |
930 |
6,810 |
+321 |
Total Volume and Open Interest |
56,491 |
330,651 |
+874 |
Feeder Cattle(CME) |
Aug12 |
120529 |
158.785 |
159.700 |
157.535 |
157.575 |
-0.925 |
1,600 |
23,569 |
-68 |
Sep12 |
120529 |
159.800 |
160.650 |
158.685 |
158.685 |
-0.800 |
337 |
5,774 |
+36 |
Oct12 |
120529 |
160.900 |
161.785 |
159.900 |
160.050 |
-0.700 |
242 |
5,083 |
+21 |
Nov12 |
120529 |
161.550 |
162.400 |
160.700 |
160.950 |
-0.600 |
79 |
2,583 |
+15 |
Jan13 |
120529 |
161.000 |
162.435 |
160.600 |
160.600 |
-0.850 |
53 |
1,739 |
+9 |
Mar13 |
120529 |
162.535 |
162.535 |
160.950 |
161.700 |
-1.300 |
8 |
148 |
+5 |
Apr13 |
120529 |
163.950 |
163.950 |
163.250 |
163.250 |
unch |
0 |
29 |
+0 |
Total Volume and Open Interest |
2,319 |
38,925 |
-2,734 |
Lean Hogs(CME) |
Jun12 |
120529 |
85.500 |
86.535 |
85.430 |
86.350 |
+1.150 |
13,677 |
32,459 |
-4,331 |
Jul12 |
120529 |
86.900 |
87.900 |
86.600 |
87.680 |
+1.100 |
17,789 |
80,287 |
-66 |
Aug12 |
120529 |
87.635 |
88.400 |
86.700 |
88.300 |
+1.665 |
10,499 |
44,157 |
+2,623 |
Oct12 |
120529 |
80.150 |
81.225 |
80.050 |
81.100 |
+1.215 |
7,456 |
46,104 |
+758 |
Dec12 |
120529 |
78.050 |
78.950 |
77.930 |
78.830 |
+0.945 |
2,387 |
37,081 |
+593 |
Feb13 |
120529 |
80.350 |
81.000 |
80.180 |
80.750 |
+0.715 |
906 |
13,503 |
+172 |
Apr13 |
120529 |
81.950 |
82.300 |
81.750 |
82.150 |
+0.550 |
546 |
8,231 |
+242 |
May13 |
120529 |
86.400 |
86.550 |
86.200 |
86.400 |
+0.100 |
69 |
277 |
+57 |
Total Volume and Open Interest |
53,647 |
267,098 |
+190 |
Class III Milk(CME) |
May12 |
120529 |
15.26 |
15.28 |
15.26 |
15.27 |
unch |
12 |
4,625 |
-2 |
Jun12 |
120529 |
15.92 |
15.97 |
15.60 |
15.60 |
-0.20 |
347 |
4,695 |
+26 |
Jul12 |
120529 |
16.30 |
16.46 |
16.00 |
16.01 |
-0.34 |
315 |
3,791 |
+42 |
Aug12 |
120529 |
16.20 |
16.27 |
15.85 |
15.90 |
-0.33 |
142 |
3,225 |
+52 |
Sep12 |
120529 |
16.20 |
16.22 |
16.05 |
16.05 |
-0.15 |
53 |
2,810 |
+13 |
Total Volume and Open Interest |
938 |
27,214 |
+161 |
Cocoa(ICE) |
Jul12 |
120529 |
2105 |
2156 |
2096 |
2110 |
unch |
11,470 |
74,633 |
-2,355 |
Sep12 |
120529 |
2126 |
2169 |
2108 |
2122 |
-4 |
5,708 |
36,688 |
+527 |
Dec12 |
120529 |
2135 |
2183 |
2122 |
2136 |
-2 |
2,538 |
27,718 |
+475 |
Mar13 |
120529 |
2145 |
2191 |
2137 |
2148 |
+2 |
1,093 |
30,583 |
+281 |
May13 |
120529 |
2159 |
2204 |
2153 |
2162 |
+3 |
397 |
10,632 |
+74 |
Jul13 |
120529 |
2175 |
2219 |
2175 |
2178 |
+5 |
299 |
3,301 |
+121 |
Sep13 |
120529 |
2225 |
2230 |
2190 |
2190 |
+6 |
37 |
1,580 |
+4 |
Total Volume and Open Interest |
21,542 |
189,028 |
-873 |
Coffee "C"(ICE) |
Jul12 |
120529 |
168.45 |
169.45 |
164.75 |
165.40 |
-2.40 |
12,904 |
69,510 |
-1,227 |
Sep12 |
120529 |
170.10 |
171.75 |
167.10 |
167.90 |
-2.35 |
6,431 |
37,860 |
+1,423 |
Dec12 |
120529 |
174.60 |
175.30 |
171.00 |
171.65 |
-2.30 |
3,090 |
27,314 |
-7 |
Mar13 |
120529 |
178.75 |
179.20 |
174.90 |
175.45 |
-2.35 |
1,171 |
9,729 |
+237 |
May13 |
120529 |
181.30 |
181.65 |
177.75 |
178.05 |
-2.30 |
104 |
3,814 |
+20 |
Jul13 |
120529 |
183.85 |
183.85 |
180.50 |
180.70 |
-2.25 |
19 |
2,848 |
+17 |
Total Volume and Open Interest |
23,731 |
152,287 |
+457 |
Orange Juice(ICE) |
Jul12 |
120529 |
108.80 |
117.35 |
107.85 |
111.65 |
+2.35 |
1,529 |
15,120 |
-78 |
Sep12 |
120529 |
113.35 |
119.00 |
113.30 |
113.70 |
+1.70 |
213 |
2,430 |
+59 |
Nov12 |
120529 |
120.00 |
120.05 |
115.25 |
115.75 |
+1.60 |
30 |
4,273 |
+3 |
Jan13 |
120529 |
118.25 |
118.25 |
118.25 |
118.25 |
+1.80 |
8 |
773 |
+1 |
Mar13 |
120529 |
120.45 |
121.10 |
120.45 |
121.10 |
+1.80 |
27 |
1,080 |
+22 |
May13 |
120529 |
122.70 |
123.45 |
122.70 |
123.45 |
+1.35 |
1 |
52 |
+0 |
Total Volume and Open Interest |
1,808 |
23,740 |
+7 |
Sugar #11(ICE) |
Jul12 |
120529 |
19.62 |
19.82 |
19.40 |
19.53 |
-0.09 |
38,777 |
321,129 |
-1,797 |
Oct12 |
120529 |
20.29 |
20.29 |
19.82 |
19.92 |
-0.14 |
21,903 |
179,901 |
+2,041 |
Mar13 |
120529 |
21.00 |
21.13 |
20.70 |
20.85 |
-0.08 |
12,727 |
108,725 |
-295 |
May13 |
120529 |
21.05 |
21.15 |
20.80 |
20.93 |
-0.07 |
5,118 |
35,740 |
+22 |
Jul13 |
120529 |
21.03 |
21.16 |
20.81 |
20.96 |
-0.07 |
3,858 |
37,545 |
+1,493 |
Oct13 |
120529 |
21.18 |
21.20 |
20.97 |
21.10 |
-0.08 |
1,433 |
28,384 |
+516 |
Mar14 |
120529 |
21.49 |
21.60 |
21.31 |
21.42 |
-0.09 |
256 |
20,083 |
+71 |
May14 |
120529 |
21.34 |
21.37 |
21.25 |
21.33 |
-0.07 |
83 |
5,240 |
+4 |
Total Volume and Open Interest |
84,559 |
746,513 |
+2,382 |
London Cocoa(LCE) |
Jul12 |
120529 |
1478 |
1503 |
1472 |
1475 |
-1 |
4,037 |
60,658 |
+333 |
Sep12 |
120529 |
1466 |
1493 |
1464 |
1467 |
-1 |
2,608 |
33,988 |
-77 |
Dec12 |
120529 |
1446 |
1473 |
1445 |
1448 |
+1 |
1,261 |
34,735 |
+6 |
Mar13 |
120529 |
1428 |
1453 |
1425 |
1428 |
+3 |
1,271 |
38,081 |
+873 |
May13 |
120529 |
1429 |
1456 |
1429 |
1432 |
+5 |
710 |
12,453 |
+515 |
Jul13 |
120529 |
1451 |
1451 |
1437 |
1437 |
+5 |
58 |
5,231 |
+44 |
Sep13 |
120529 |
1441 |
1441 |
1441 |
1441 |
+5 |
40 |
3,333 |
+25 |
Total Volume and Open Interest |
10,043 |
190,586 |
+1,776 |
London Sugar(LCE) |
Aug12 |
120529 |
561.10 |
562.40 |
553.50 |
556.50 |
-1.20 |
3,120 |
29,157 |
+1,175 |
Oct12 |
120529 |
542.80 |
542.80 |
534.10 |
537.20 |
-1.40 |
1,482 |
14,372 |
-104 |
Dec12 |
120529 |
548.50 |
548.50 |
540.80 |
543.90 |
-1.60 |
279 |
7,138 |
+142 |
Mar13 |
120529 |
556.70 |
557.10 |
551.00 |
554.80 |
-1.60 |
137 |
7,146 |
-13 |
May13 |
120529 |
562.90 |
562.90 |
557.40 |
561.70 |
-0.50 |
79 |
1,068 |
+18 |
Total Volume and Open Interest |
5,125 |
60,664 |
+1,254 |
Cotton(ICE) |
Jul12 |
120529 |
73.65 |
75.33 |
72.45 |
72.80 |
-0.82 |
16,277 |
95,625 |
-3,058 |
Oct12 |
120529 |
72.95 |
72.95 |
72.60 |
72.71 |
-0.01 |
6 |
204 |
+2 |
Dec12 |
120529 |
70.50 |
72.90 |
70.31 |
71.30 |
+0.41 |
11,827 |
82,270 |
+3,846 |
Mar13 |
120529 |
72.75 |
73.87 |
72.60 |
73.00 |
+0.83 |
973 |
7,359 |
+296 |
May13 |
120529 |
74.28 |
74.51 |
74.20 |
74.51 |
+0.95 |
198 |
2,505 |
+31 |
Jul13 |
120529 |
75.55 |
76.16 |
75.43 |
76.16 |
+1.24 |
382 |
3,346 |
+145 |
Total Volume and Open Interest |
29,689 |
192,199 |
+1,267 |
Lumber(CME) |
Jul12 |
120529 |
289.7 |
292.9 |
288.6 |
291.8 |
+2.6 |
415 |
5,811 |
-16 |
Sep12 |
120529 |
290.8 |
292.4 |
289.5 |
290.7 |
+0.6 |
70 |
2,498 |
+23 |
Nov12 |
120529 |
287.4 |
288.0 |
284.1 |
287.0 |
+0.8 |
32 |
1,013 |
-9 |
Jan13 |
120529 |
293.0 |
293.0 |
293.0 |
293.0 |
+3.0 |
7 |
221 |
+0 |
Total Volume and Open Interest |
525 |
9,648 |
-2 |
Crude Oil(NYM) |
Jul12 |
120529 |
91.00 |
92.21 |
90.25 |
90.76 |
-0.10 |
231,521 |
307,182 |
-5,033 |
Aug12 |
120529 |
91.23 |
92.52 |
90.56 |
91.09 |
-0.06 |
41,641 |
104,008 |
+2,440 |
Sep12 |
120529 |
91.59 |
92.78 |
90.88 |
91.42 |
-0.02 |
24,915 |
86,481 |
+2,179 |
Oct12 |
120529 |
91.70 |
93.02 |
91.13 |
91.69 |
+0.01 |
9,201 |
50,609 |
+1,186 |
Nov12 |
120529 |
92.20 |
93.25 |
91.33 |
91.91 |
+0.03 |
5,486 |
41,068 |
-205 |
Dec12 |
120529 |
92.18 |
93.44 |
91.50 |
92.12 |
+0.04 |
29,810 |
176,744 |
-1,216 |
Jan13 |
120529 |
93.00 |
93.53 |
91.71 |
92.32 |
+0.06 |
4,759 |
51,133 |
+474 |
Feb13 |
120529 |
93.17 |
93.50 |
92.32 |
92.44 |
+0.09 |
3,520 |
26,577 |
-821 |
Mar13 |
120529 |
93.09 |
93.27 |
92.48 |
92.48 |
+0.12 |
3,643 |
35,776 |
-284 |
Apr13 |
120529 |
93.08 |
93.11 |
92.20 |
92.42 |
+0.15 |
1,354 |
18,260 |
+21 |
May13 |
120529 |
92.96 |
92.96 |
92.32 |
92.32 |
+0.19 |
946 |
17,089 |
+138 |
Jun13 |
120529 |
92.75 |
93.30 |
91.53 |
92.20 |
+0.21 |
7,013 |
77,822 |
+604 |
Jul13 |
120529 |
92.50 |
92.50 |
91.80 |
92.03 |
+0.23 |
623 |
17,257 |
-266 |
Aug13 |
120529 |
91.83 |
91.83 |
91.83 |
91.83 |
+0.24 |
232 |
11,062 |
+96 |
Sep13 |
120529 |
91.65 |
91.65 |
91.65 |
91.65 |
+0.24 |
966 |
23,952 |
-501 |
Oct13 |
120529 |
91.49 |
91.49 |
91.49 |
91.49 |
+0.25 |
94 |
12,338 |
+0 |
Total Volume and Open Interest |
392,146 |
1,440,650 |
-4,985 |
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 |
120529 |
91.050 |
92.200 |
90.250 |
90.750 |
-0.100 |
6,991 |
2,687 |
-217 |
Aug12 |
120529 |
91.550 |
92.475 |
90.575 |
91.100 |
-0.050 |
205 |
222 |
+42 |
Sep12 |
120529 |
91.975 |
92.775 |
91.125 |
91.425 |
-0.025 |
30 |
108 |
+7 |
Oct12 |
120529 |
91.475 |
91.700 |
91.475 |
91.700 |
+0.025 |
0 |
21 |
+0 |
Nov12 |
120529 |
91.900 |
91.900 |
91.900 |
91.900 |
+0.025 |
0 |
4 |
+0 |
Dec12 |
120529 |
93.100 |
93.100 |
92.025 |
92.125 |
+0.050 |
0 |
271 |
+0 |
Jan13 |
120529 |
92.150 |
92.325 |
92.150 |
92.325 |
+0.075 |
0 |
11 |
+0 |
Feb13 |
120529 |
92.450 |
92.450 |
92.450 |
92.450 |
+0.100 |
0 |
75 |
+0 |
Total Volume and Open Interest |
7,226 |
3,589 |
-168 |
Heating Oil(NYM) |
Jun12 |
120529 |
282.77 |
285.30 |
280.41 |
280.88 |
-2.00 |
26,990 |
36,593 |
-7,424 |
Jul12 |
120529 |
283.45 |
285.79 |
280.74 |
281.32 |
-1.97 |
52,731 |
92,974 |
+7,911 |
Aug12 |
120529 |
283.67 |
286.48 |
281.57 |
282.14 |
-1.85 |
10,016 |
42,686 |
+661 |
Sep12 |
120529 |
284.50 |
287.21 |
282.57 |
283.09 |
-1.76 |
8,140 |
36,344 |
+1,440 |
Oct12 |
120529 |
285.92 |
288.14 |
283.51 |
284.09 |
-1.74 |
2,310 |
15,944 |
+484 |
Nov12 |
120529 |
288.56 |
288.99 |
285.15 |
285.15 |
-1.69 |
1,480 |
12,404 |
+307 |
Dec12 |
120529 |
287.60 |
290.20 |
285.45 |
286.15 |
-1.66 |
5,088 |
43,764 |
-157 |
Jan13 |
120529 |
289.23 |
290.74 |
287.08 |
287.08 |
-1.65 |
1,209 |
12,062 |
+36 |
Feb13 |
120529 |
290.81 |
290.81 |
287.12 |
287.12 |
-1.61 |
236 |
4,019 |
-9 |
Mar13 |
120529 |
290.30 |
290.30 |
286.46 |
286.48 |
-1.60 |
469 |
9,396 |
-55 |
Apr13 |
120529 |
289.36 |
289.36 |
285.42 |
285.42 |
-1.61 |
542 |
15,362 |
+97 |
May13 |
120529 |
291.72 |
291.72 |
288.32 |
288.32 |
-1.65 |
321 |
5,132 |
+151 |
Total Volume and Open Interest |
109,952 |
329,509 |
+3,601 |
Gasoline(NYMEX) |
Jun12 |
120529 |
289.86 |
294.00 |
289.03 |
290.65 |
+1.36 |
43,857 |
36,947 |
-6,824 |
Jul12 |
120529 |
282.86 |
287.25 |
282.19 |
283.35 |
+0.18 |
68,936 |
102,649 |
+674 |
Aug12 |
120529 |
277.66 |
281.62 |
276.76 |
277.90 |
-0.39 |
29,016 |
39,141 |
+2,320 |
Sep12 |
120529 |
274.77 |
277.11 |
272.36 |
273.56 |
-0.62 |
16,566 |
34,560 |
+768 |
Oct12 |
120529 |
259.98 |
262.29 |
257.70 |
258.75 |
-0.88 |
5,743 |
21,675 |
-264 |
Nov12 |
120529 |
256.67 |
258.52 |
254.03 |
255.20 |
-0.88 |
3,434 |
11,236 |
+287 |
Dec12 |
120529 |
255.70 |
256.75 |
252.29 |
253.43 |
-0.86 |
4,644 |
27,282 |
+61 |
Jan13 |
120529 |
255.00 |
256.00 |
252.10 |
252.85 |
-0.88 |
800 |
8,173 |
+382 |
Feb13 |
120529 |
256.35 |
256.35 |
253.70 |
253.70 |
-0.87 |
139 |
3,361 |
+21 |
Mar13 |
120529 |
255.15 |
255.15 |
255.15 |
255.15 |
-0.87 |
188 |
2,910 |
+18 |
Total Volume and Open Interest |
173,545 |
299,356 |
-2,454 |
e-miNY RBOB Gasoline(NYM) |
Jun12 |
120529 |
290.70 |
290.70 |
290.65 |
290.70 |
+1.40 |
|
|
|
Jul12 |
120529 |
283.40 |
283.40 |
283.35 |
283.40 |
+0.20 |
|
|
|
Aug12 |
120529 |
277.90 |
277.90 |
277.90 |
277.90 |
-0.40 |
|
|
|
Sep12 |
120529 |
273.60 |
273.60 |
273.56 |
273.60 |
-0.60 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
Jun12 |
120529 |
2.547 |
2.560 |
2.399 |
2.429 |
-0.139 |
116,711 |
23,708 |
-8,182 |
Jul12 |
120529 |
2.616 |
2.621 |
2.466 |
2.485 |
-0.142 |
90,615 |
268,496 |
-6,485 |
Aug12 |
120529 |
2.667 |
2.668 |
2.522 |
2.540 |
-0.138 |
36,213 |
102,292 |
-10 |
Sep12 |
120529 |
2.702 |
2.704 |
2.565 |
2.584 |
-0.134 |
38,209 |
160,134 |
+1,965 |
Oct12 |
120529 |
2.720 |
2.761 |
2.638 |
2.657 |
-0.132 |
39,964 |
144,769 |
+1,688 |
Nov12 |
120529 |
2.914 |
2.970 |
2.859 |
2.878 |
-0.123 |
18,136 |
81,117 |
+2,624 |
Dec12 |
120529 |
3.230 |
3.260 |
3.155 |
3.175 |
-0.106 |
14,278 |
52,490 |
-1,515 |
Jan13 |
120529 |
3.380 |
3.405 |
3.309 |
3.327 |
-0.103 |
18,766 |
88,496 |
-249 |
Feb13 |
120529 |
3.360 |
3.420 |
3.330 |
3.343 |
-0.100 |
2,483 |
23,070 |
+61 |
Mar13 |
120529 |
3.326 |
3.391 |
3.299 |
3.319 |
-0.097 |
5,253 |
36,968 |
-54 |
Apr13 |
120529 |
3.295 |
3.365 |
3.284 |
3.298 |
-0.088 |
6,854 |
57,718 |
+1,347 |
May13 |
120529 |
3.330 |
3.395 |
3.321 |
3.331 |
-0.085 |
963 |
15,497 |
+90 |
Jun13 |
120529 |
3.380 |
3.439 |
3.370 |
3.379 |
-0.082 |
860 |
7,288 |
-133 |
Jul13 |
120529 |
3.444 |
3.485 |
3.415 |
3.426 |
-0.080 |
630 |
7,206 |
+177 |
Aug13 |
120529 |
3.497 |
3.498 |
3.433 |
3.443 |
-0.080 |
701 |
7,186 |
+217 |
Sep13 |
120529 |
3.490 |
3.504 |
3.436 |
3.446 |
-0.080 |
391 |
6,011 |
+30 |
Total Volume and Open Interest |
394,895 |
1,211,062 |
-7,429 |
Brent Crude Oil(ICE) |
Jul12 |
120529 |
107.45 |
107.95 |
106.06 |
106.68 |
-0.15 |
191,096 |
236,141 |
-6,214 |
Aug12 |
120529 |
106.86 |
107.58 |
105.65 |
106.25 |
-0.11 |
84,133 |
180,961 |
+6,882 |
Sep12 |
120529 |
106.44 |
107.20 |
105.27 |
105.87 |
-0.08 |
49,329 |
129,172 |
+8,941 |
Oct12 |
120529 |
105.92 |
106.73 |
104.90 |
105.41 |
-0.05 |
28,406 |
108,897 |
+5,391 |
Nov12 |
120529 |
105.41 |
106.41 |
104.62 |
105.08 |
-0.05 |
13,055 |
58,273 |
-517 |
Dec12 |
120529 |
105.10 |
106.10 |
104.19 |
104.76 |
-0.05 |
47,097 |
122,345 |
-2,451 |
Jan13 |
120529 |
105.50 |
105.77 |
103.94 |
104.47 |
-0.06 |
4,923 |
21,991 |
-1,515 |
Feb13 |
120529 |
104.50 |
105.50 |
103.64 |
104.16 |
-0.07 |
2,952 |
15,435 |
+153 |
Mar13 |
120529 |
104.86 |
105.17 |
103.53 |
103.86 |
-0.06 |
4,372 |
24,071 |
+506 |
Apr13 |
120529 |
103.35 |
103.56 |
103.35 |
103.56 |
-0.05 |
1,668 |
11,045 |
-139 |
May13 |
120529 |
103.24 |
103.24 |
103.24 |
103.24 |
-0.04 |
1,727 |
10,905 |
-486 |
Jun13 |
120529 |
103.81 |
104.21 |
102.45 |
102.89 |
-0.02 |
9,380 |
47,436 |
-2,074 |
Jul13 |
120529 |
102.58 |
102.58 |
102.58 |
102.58 |
unch |
481 |
7,616 |
-224 |
Aug13 |
120529 |
102.24 |
102.24 |
102.24 |
102.24 |
+0.03 |
747 |
7,105 |
+370 |
Total Volume and Open Interest |
465,107 |
1,228,687 |
+6,764 |
Gas Oil(ICE) |
Jun12 |
120529 |
908.75 |
915.00 |
900.25 |
911.00 |
+2.75 |
52,289 |
97,686 |
-9,476 |
Jul12 |
120529 |
904.00 |
910.25 |
895.75 |
906.50 |
+3.25 |
77,424 |
101,436 |
-3,368 |
Aug12 |
120529 |
901.75 |
908.75 |
894.25 |
905.00 |
+3.25 |
29,477 |
62,231 |
-208 |
Sep12 |
120529 |
900.25 |
908.50 |
894.25 |
905.00 |
+3.25 |
16,102 |
55,222 |
+791 |
Oct12 |
120529 |
905.25 |
908.50 |
895.50 |
905.25 |
+3.25 |
7,469 |
34,268 |
+650 |
Nov12 |
120529 |
905.25 |
906.75 |
894.50 |
904.75 |
+3.00 |
2,294 |
18,579 |
-9 |
Dec12 |
120529 |
904.75 |
908.00 |
893.75 |
904.25 |
+2.75 |
13,600 |
60,926 |
-1,685 |
Jan13 |
120529 |
905.50 |
908.00 |
897.75 |
904.50 |
+2.75 |
2,468 |
23,054 |
+439 |
Feb13 |
120529 |
906.00 |
907.25 |
898.00 |
904.25 |
+2.75 |
1,530 |
11,106 |
+1 |
Mar13 |
120529 |
905.25 |
906.75 |
896.00 |
903.50 |
+3.25 |
1,699 |
12,971 |
+271 |
Total Volume and Open Interest |
212,487 |
567,069 |
-10,853 |
Ethanol(CBOT) |
May12 |
120503 |
2.185 |
2.190 |
2.181 |
2.181 |
+0.006 |
15 |
195 |
-11 |
Jun12 |
120529 |
2.085 |
2.092 |
2.035 |
2.042 |
-0.042 |
285 |
412 |
-107 |
Jul12 |
120529 |
2.098 |
2.100 |
2.045 |
2.051 |
-0.045 |
451 |
1,548 |
+101 |
Aug12 |
120529 |
2.068 |
2.080 |
2.033 |
2.043 |
-0.039 |
488 |
2,368 |
-114 |
Sep12 |
120529 |
2.020 |
2.032 |
1.992 |
2.008 |
-0.024 |
190 |
1,450 |
-34 |
Oct12 |
120529 |
1.960 |
1.960 |
1.932 |
1.945 |
-0.016 |
276 |
1,582 |
-39 |
Nov12 |
120529 |
1.926 |
1.935 |
1.908 |
1.918 |
-0.018 |
166 |
1,781 |
+32 |
Dec12 |
120529 |
1.922 |
1.927 |
1.900 |
1.911 |
-0.014 |
226 |
1,318 |
-29 |
Total Volume and Open Interest |
2,354 |
12,894 |
-70 |
WTI Crude Oil(ICE) |
Jul12 |
120529 |
91.04 |
92.18 |
90.25 |
90.76 |
-0.10 |
44,949 |
68,243 |
-1,737 |
Aug12 |
120529 |
91.35 |
92.49 |
90.57 |
91.09 |
-0.06 |
15,252 |
39,631 |
+2,534 |
Sep12 |
120529 |
91.65 |
92.79 |
90.92 |
91.42 |
-0.02 |
5,934 |
27,996 |
+828 |
Oct12 |
120529 |
91.90 |
93.02 |
91.20 |
91.69 |
+0.01 |
3,515 |
15,084 |
-771 |
Nov12 |
120529 |
92.28 |
93.16 |
91.42 |
91.91 |
+0.03 |
2,661 |
14,560 |
-210 |
Dec12 |
120529 |
92.18 |
93.38 |
91.53 |
92.12 |
+0.04 |
9,160 |
82,503 |
-31 |
Jan13 |
120529 |
92.16 |
92.32 |
91.95 |
92.32 |
+0.06 |
1,737 |
13,851 |
-644 |
Feb13 |
120529 |
92.05 |
92.44 |
92.05 |
92.44 |
+0.09 |
920 |
8,019 |
-542 |
Mar13 |
120529 |
92.07 |
92.48 |
92.07 |
92.48 |
+0.12 |
398 |
5,184 |
+37 |
Apr13 |
120529 |
92.42 |
92.42 |
92.42 |
92.42 |
+0.15 |
384 |
2,831 |
+79 |
May13 |
120529 |
92.32 |
92.32 |
92.32 |
92.32 |
+0.19 |
228 |
2,095 |
+29 |
Jun13 |
120529 |
91.92 |
92.20 |
91.92 |
92.20 |
+0.21 |
679 |
22,241 |
+307 |
Jul13 |
120529 |
92.03 |
92.03 |
92.03 |
92.03 |
+0.23 |
27 |
1,502 |
-13 |
Aug13 |
120529 |
91.83 |
91.83 |
91.83 |
91.83 |
+0.24 |
6 |
2,348 |
+0 |
Sep13 |
120529 |
91.65 |
91.65 |
91.65 |
91.65 |
+0.24 |
3 |
6,027 |
+3 |
Oct13 |
120529 |
91.49 |
91.49 |
91.49 |
91.49 |
+0.25 |
0 |
1,088 |
+0 |
Total Volume and Open Interest |
88,884 |
433,535 |
-540 |
US Dollar Index(ICE) |
Jun12 |
120529 |
82.415 |
82.710 |
82.130 |
82.580 |
+0.058 |
35,863 |
77,360 |
+1,464 |
Sep12 |
120529 |
82.865 |
83.125 |
82.515 |
83.005 |
+0.042 |
408 |
1,359 |
+131 |
Dec12 |
120529 |
83.415 |
83.415 |
83.410 |
83.415 |
+0.143 |
0 |
1 |
+0 |
Total Volume and Open Interest |
36,271 |
78,720 |
+1,595 |
Australian Dollar(CME) |
Jun12 |
120529 |
97.85 |
98.79 |
97.76 |
98.26 |
+0.72 |
168,430 |
137,485 |
-1,782 |
Sep12 |
120529 |
97.09 |
98.00 |
96.82 |
97.52 |
+0.70 |
404 |
1,027 |
+9 |
Dec12 |
120529 |
96.91 |
96.91 |
96.21 |
96.91 |
+0.70 |
0 |
62 |
+0 |
Total Volume and Open Interest |
168,834 |
138,578 |
-1,773 |
British Pound(CME) |
Jun12 |
120529 |
156.81 |
157.15 |
156.06 |
156.33 |
-0.09 |
112,978 |
181,739 |
-661 |
Sep12 |
120529 |
156.65 |
157.04 |
155.99 |
156.25 |
-0.09 |
133 |
585 |
+10 |
Dec12 |
120529 |
156.21 |
156.30 |
156.21 |
156.21 |
-0.09 |
0 |
55 |
+0 |
Total Volume and Open Interest |
113,117 |
182,381 |
-651 |
Canadian Dollar(CME) |
Jun12 |
120529 |
97.30 |
97.92 |
97.26 |
97.60 |
+0.51 |
118,229 |
116,927 |
-1,878 |
Sep12 |
120529 |
97.10 |
97.70 |
96.90 |
97.41 |
+0.51 |
2,713 |
4,391 |
+76 |
Dec12 |
120529 |
96.90 |
97.50 |
96.72 |
97.23 |
+0.51 |
347 |
4,623 |
+184 |
Mar13 |
120529 |
96.94 |
97.06 |
96.57 |
97.06 |
+0.49 |
47 |
509 |
+19 |
Total Volume and Open Interest |
121,341 |
126,739 |
-1,599 |
Japanese Yen(CME) |
Jun12 |
120529 |
125.54 |
126.16 |
125.50 |
125.79 |
+0.20 |
66,294 |
140,767 |
-589 |
Sep12 |
120529 |
125.74 |
126.29 |
125.68 |
125.92 |
+0.19 |
284 |
1,360 |
+79 |
Dec12 |
120529 |
126.00 |
126.11 |
125.94 |
126.11 |
+0.17 |
4 |
107 |
+1 |
Total Volume and Open Interest |
66,582 |
142,257 |
-509 |
Swiss Franc(CME) |
Jun12 |
120529 |
104.69 |
104.97 |
103.80 |
104.03 |
-0.22 |
69,048 |
69,106 |
+1,367 |
Sep12 |
120529 |
104.86 |
105.06 |
104.15 |
104.31 |
-0.16 |
58 |
444 |
+12 |
Dec12 |
120529 |
104.63 |
104.74 |
104.63 |
104.63 |
-0.11 |
0 |
3 |
+0 |
Total Volume and Open Interest |
69,106 |
69,556 |
+1,379 |
EuroFX(CME) |
Jun12 |
120529 |
125.70 |
126.25 |
124.62 |
124.89 |
-0.29 |
347,365 |
381,450 |
+2,584 |
Sep12 |
120529 |
125.78 |
126.30 |
124.72 |
124.99 |
-0.29 |
1,087 |
4,287 |
+262 |
Dec12 |
120529 |
125.55 |
126.00 |
125.05 |
125.16 |
-0.31 |
55 |
310 |
-18 |
Total Volume and Open Interest |
348,508 |
386,077 |
+2,828 |
Mexican Peso(CME) |
Jun12 |
120529 |
712.8 |
719.8 |
711.0 |
717.0 |
+6.0 |
51,601 |
136,887 |
-1,202 |
Jul12 |
120529 |
715.0 |
715.0 |
709.0 |
715.0 |
+6.0 |
|
|
|
Total Volume and Open Interest |
54,412 |
188,541 |
-1,152 |
Brazilian Real(CME) |
Jun12 |
120529 |
505.00 |
505.40 |
500.00 |
502.80 |
+1.70 |
1,627 |
4,696 |
-973 |
Jul12 |
120529 |
497.55 |
501.55 |
497.50 |
500.05 |
+1.55 |
287 |
938 |
+273 |
Aug12 |
120529 |
497.50 |
497.50 |
496.15 |
497.50 |
+1.35 |
|
|
|
Sep12 |
120529 |
493.80 |
494.90 |
493.40 |
494.90 |
+1.10 |
933 |
1,015 |
+699 |
Total Volume and Open Interest |
2,847 |
20,212 |
-1 |
30-Year T-Bonds(CBOT) |
Jun12 |
120529 |
147~210 |
148~080 |
147~020 |
147~260 |
+0~030 |
658,984 |
522,475 |
-88,021 |
Sep12 |
120529 |
147~030 |
147~210 |
146~150 |
147~080 |
+0~040 |
178,775 |
199,373 |
+105,772 |
Dec12 |
120529 |
147~120 |
148~100 |
147~070 |
147~300 |
+0~040 |
113 |
1,307 |
-1 |
Total Volume and Open Interest |
837,872 |
723,155 |
+17,750 |
10-Year T-Notes(CBOT) |
Jun12 |
120529 |
133~240 |
134~020 |
133~155 |
133~265 |
+0~020 |
1,908,575 |
1,588,695 |
-272,733 |
Sep12 |
120529 |
132~250 |
133~025 |
132~160 |
132~270 |
+0~020 |
683,857 |
528,799 |
+284,990 |
Dec12 |
120529 |
132~000 |
132~000 |
131~300 |
132~000 |
+0~020 |
2 |
3 |
+2 |
Total Volume and Open Interest |
2,592,434 |
2,117,497 |
+12,259 |
5-Year T-Notes(CBOT) |
Jun12 |
120529 |
124~000 |
124~016 |
123~114 |
123~126 |
-0~003 |
872,587 |
1,056,718 |
-211,863 |
Sep12 |
120529 |
123~092 |
123~108 |
123~082 |
123~093 |
-0~003 |
381,871 |
399,476 |
+171,597 |
Dec12 |
120529 |
122~117 |
122~120 |
122~117 |
122~117 |
-0~003 |
|
|
|
Total Volume and Open Interest |
1,254,458 |
1,456,194 |
-40,266 |
2 Year T-Notes(CBOT) |
Jun12 |
120529 |
110~029 |
110~030 |
110~026 |
110~027 |
-0~001 |
364,089 |
760,530 |
-134,468 |
Sep12 |
120529 |
110~018 |
110~019 |
110~015 |
110~017 |
unch |
248,291 |
217,851 |
+131,042 |
Dec12 |
120529 |
109~083 |
109~083 |
109~083 |
109~083 |
unch |
|
|
|
Total Volume and Open Interest |
612,380 |
978,381 |
-3,426 |
Eurodollars(CME) |
Jun12 |
120529 |
99.512 |
99.522 |
99.510 |
99.518 |
+0.005 |
132,022 |
961,428 |
-903 |
Sep12 |
120529 |
99.430 |
99.450 |
99.430 |
99.445 |
+0.010 |
247,462 |
924,193 |
-16,376 |
Dec12 |
120529 |
99.375 |
99.395 |
99.370 |
99.390 |
+0.015 |
266,398 |
946,313 |
-13,291 |
Mar13 |
120529 |
99.345 |
99.375 |
99.345 |
99.365 |
+0.015 |
197,726 |
660,645 |
-6,327 |
Jun13 |
120529 |
99.330 |
99.355 |
99.325 |
99.345 |
+0.015 |
206,201 |
702,304 |
+22,110 |
Sep13 |
120529 |
99.310 |
99.335 |
99.310 |
99.325 |
+0.010 |
187,342 |
613,524 |
-15,625 |
Dec13 |
120529 |
99.275 |
99.300 |
99.270 |
99.290 |
+0.010 |
150,241 |
598,873 |
-5,524 |
Mar14 |
120529 |
99.240 |
99.265 |
99.235 |
99.255 |
+0.010 |
98,203 |
596,885 |
-73 |
Jun14 |
120529 |
99.175 |
99.200 |
99.170 |
99.190 |
+0.010 |
87,997 |
460,699 |
+3,011 |
Sep14 |
120529 |
99.095 |
99.120 |
99.095 |
99.110 |
+0.010 |
62,996 |
323,230 |
-3,911 |
Dec14 |
120529 |
98.990 |
99.010 |
98.975 |
98.995 |
+0.005 |
68,338 |
322,060 |
-1,636 |
Mar15 |
120529 |
98.885 |
98.905 |
98.870 |
98.890 |
+0.005 |
52,510 |
291,667 |
+2,636 |
Jun15 |
120529 |
0.446 |
0.471 |
0.426 |
0.451 |
+0.005 |
38,692 |
245,905 |
-1,894 |
Sep15 |
120529 |
0.296 |
0.331 |
0.286 |
0.311 |
+0.005 |
30,936 |
194,454 |
+167 |
Dec15 |
120529 |
0.151 |
0.186 |
0.136 |
0.161 |
+0.005 |
29,795 |
164,539 |
-3,601 |
Mar16 |
120529 |
0.011 |
0.061 |
0.001 |
0.031 |
+0.005 |
20,326 |
99,809 |
-1,483 |
Jun16 |
120529 |
6.430 |
6.480 |
6.420 |
6.450 |
+0.010 |
14,537 |
107,514 |
-1,920 |
Sep16 |
120529 |
6.290 |
6.350 |
6.285 |
6.315 |
+0.010 |
14,366 |
82,995 |
-760 |
Total Volume and Open Interest |
1,946,304 |
8,558,113 |
-49,436 |
30 Day Federal Funds(CBOT) |
May12 |
120529 |
99.845 |
99.845 |
99.842 |
99.842 |
unch |
6,743 |
54,147 |
-328 |
Jun12 |
120529 |
99.845 |
99.845 |
99.835 |
99.845 |
unch |
6,240 |
40,744 |
-1,490 |
Jul12 |
120529 |
99.840 |
99.840 |
99.835 |
99.840 |
unch |
2,328 |
50,850 |
+691 |
Aug12 |
120529 |
99.830 |
99.840 |
99.830 |
99.835 |
unch |
2,762 |
42,639 |
-116 |
Sep12 |
120529 |
99.825 |
99.835 |
99.825 |
99.830 |
unch |
949 |
35,027 |
+207 |
Oct12 |
120529 |
99.825 |
99.835 |
99.825 |
99.825 |
unch |
1,876 |
51,664 |
+62 |
Total Volume and Open Interest |
26,811 |
536,664 |
-134 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun12 |
120529 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
0 |
263 |
+0 |
Sep12 |
120529 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Dec12 |
120529 |
99.668 |
99.668 |
99.668 |
99.668 |
unch |
|
|
|
Mar13 |
120529 |
99.668 |
99.668 |
99.668 |
99.668 |
unch |
|
|
|
Jun13 |
120529 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Sep13 |
120529 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Dec13 |
120529 |
99.665 |
99.665 |
99.665 |
99.665 |
+0.015 |
|
|
|
Mar14 |
120529 |
99.665 |
99.665 |
99.665 |
99.665 |
+0.015 |
|
|
|
Jun14 |
120529 |
99.525 |
99.525 |
99.525 |
99.525 |
+0.015 |
|
|
|
Sep14 |
120529 |
99.385 |
99.385 |
99.385 |
99.385 |
+0.015 |
|
|
|
Total Volume and Open Interest |
0 |
263 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun12 |
120529 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
2,542 |
+0 |
Sep12 |
120529 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
697 |
+0 |
Dec12 |
120529 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
519 |
+0 |
Mar13 |
120529 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
181 |
+0 |
Jun13 |
120529 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
206 |
+0 |
Sep13 |
120529 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
305 |
+0 |
Dec13 |
120529 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.01 |
0 |
564 |
+0 |
Mar14 |
120529 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.01 |
0 |
344 |
+0 |
Total Volume and Open Interest |
0 |
5,358 |
+0 |
Japanese Gov't Bonds(SGX) |
Jun12 |
120529 |
143.20 |
143.51 |
143.20 |
143.48 |
+0.51 |
5,212 |
24,193 |
+93 |
Sep12 |
120529 |
143.18 |
143.28 |
143.16 |
143.28 |
+0.52 |
5 |
53 |
+1 |
Dec12 |
120529 |
142.15 |
142.15 |
142.15 |
142.15 |
+0.52 |
0 |
4 |
+0 |
Total Volume and Open Interest |
5,217 |
24,250 |
+94 |
Euro-Bund(EUREX) |
Jun12 |
120529 |
144.22 |
144.58 |
144.02 |
144.30 |
+0.07 |
932,851 |
1,010,902 |
+3,916 |
Sep12 |
120529 |
143.10 |
143.46 |
142.88 |
143.18 |
+0.08 |
22,889 |
64,561 |
+4,616 |
Dec12 |
120529 |
142.15 |
142.24 |
142.15 |
142.24 |
+0.11 |
0 |
23 |
+0 |
Total Volume and Open Interest |
955,740 |
1,075,486 |
+8,532 |
Euro-Bobl(EUREX) |
Jun12 |
120529 |
126.40 |
126.51 |
126.17 |
126.40 |
+0.08 |
423,868 |
717,263 |
-6,400 |
Sep12 |
120529 |
126.82 |
126.91 |
126.62 |
126.81 |
+0.09 |
13,972 |
66,445 |
+2,677 |
Dec12 |
120529 |
126.35 |
126.35 |
126.35 |
126.35 |
+0.08 |
|
|
|
Total Volume and Open Interest |
437,840 |
783,708 |
-3,723 |
3-Mth Euribor(EUREX) |
Jun12 |
120529 |
99.355 |
99.355 |
99.355 |
99.355 |
-0.010 |
52 |
1,779 |
+2 |
Sep12 |
120529 |
99.430 |
99.430 |
99.430 |
99.430 |
-0.010 |
20 |
1,409 |
+20 |
Dec12 |
120529 |
99.425 |
99.425 |
99.425 |
99.425 |
-0.010 |
0 |
932 |
+0 |
Total Volume and Open Interest |
72 |
5,772 |
+22 |
Long Gilt(LIFFE) |
Jun12 |
120529 |
119~15 |
119~25 |
119~09 |
119~14 |
-0~04 |
279,244 |
289,269 |
-30,306 |
Sep12 |
120529 |
118~12 |
118~22 |
118~06 |
118~12 |
-0~05 |
189,525 |
59,262 |
+38,842 |
Total Volume and Open Interest |
468,769 |
348,531 |
+8,536 |
3-Mth Short Sterling(LIFFE) |
Jun12 |
120529 |
99.02 |
99.03 |
99.01 |
99.01 |
-0.02 |
36,285 |
246,323 |
-11,633 |
Sep12 |
120529 |
99.08 |
99.08 |
99.03 |
99.04 |
-0.01 |
62,334 |
339,740 |
-14,280 |
Dec12 |
120529 |
99.10 |
99.11 |
99.04 |
99.05 |
-0.01 |
76,931 |
312,656 |
+679 |
Mar13 |
120529 |
99.13 |
99.13 |
99.05 |
99.07 |
-0.01 |
56,109 |
301,894 |
+11,755 |
Jun13 |
120529 |
99.13 |
99.13 |
99.05 |
99.07 |
-0.01 |
53,185 |
267,198 |
+11,476 |
Sep13 |
120529 |
99.11 |
99.12 |
99.04 |
99.05 |
-0.01 |
66,069 |
283,869 |
+9,718 |
Total Volume and Open Interest |
487,262 |
2,638,111 |
-36 |
3-Mth Euribor(LIFFE) |
Jun12 |
120529 |
99.360 |
99.365 |
99.345 |
99.355 |
-0.010 |
45,731 |
543,405 |
+862 |
Sep12 |
120529 |
99.445 |
99.475 |
99.425 |
99.430 |
-0.010 |
71,160 |
501,155 |
-254 |
Dec12 |
120529 |
99.445 |
99.455 |
99.415 |
99.425 |
-0.010 |
43,453 |
451,556 |
+1,515 |
Total Volume and Open Interest |
362,836 |
3,483,630 |
+21,546 |
3-Mth Aus T-Bills(SFE) |
Jun12 |
120529 |
96.58 |
96.62 |
96.56 |
96.60 |
+0.01 |
42,659 |
134,399 |
+7,329 |
Sep12 |
120529 |
97.03 |
97.10 |
97.02 |
97.06 |
-0.02 |
29,953 |
196,851 |
+2,226 |
Dec12 |
120529 |
97.14 |
97.22 |
97.13 |
97.18 |
unch |
22,373 |
156,830 |
+918 |
Mar13 |
120529 |
97.06 |
97.14 |
97.05 |
97.11 |
+0.01 |
6,196 |
92,886 |
-292 |
Jun13 |
120529 |
96.93 |
97.02 |
96.93 |
96.98 |
+0.03 |
4,071 |
69,544 |
+744 |
Sep13 |
120529 |
96.78 |
96.88 |
96.78 |
96.84 |
+0.04 |
2,689 |
51,730 |
+61 |
Dec13 |
120529 |
96.66 |
96.75 |
96.66 |
96.71 |
+0.06 |
1,718 |
34,098 |
-341 |
Mar14 |
120529 |
96.54 |
96.63 |
96.54 |
96.60 |
+0.07 |
811 |
24,875 |
-198 |
Jun14 |
120529 |
96.43 |
96.50 |
96.43 |
96.49 |
+0.04 |
25 |
1,534 |
+13 |
Sep14 |
120529 |
96.39 |
96.39 |
96.39 |
96.39 |
+0.04 |
22 |
740 |
+20 |
Total Volume and Open Interest |
110,563 |
763,947 |
+10,480 |
10-Year Aus T-Bonds(SFE) |
Jun12 |
120529 |
96.88 |
96.96 |
96.87 |
96.92 |
+0.03 |
62,396 |
394,291 |
+1,471 |
Sep12 |
120529 |
96.86 |
96.86 |
96.86 |
96.86 |
+0.03 |
|
|
|
Total Volume and Open Interest |
62,396 |
394,291 |
+1,471 |
3-Year Aus T-Bonds(SFE) |
Jun12 |
120529 |
97.55 |
97.66 |
97.55 |
97.62 |
+0.01 |
231,268 |
513,303 |
+11,049 |
Sep12 |
120529 |
97.64 |
97.64 |
97.64 |
97.64 |
+0.01 |
|
|
|
Total Volume and Open Interest |
231,268 |
513,303 |
+11,049 |
Gold(CMX) |
Jun12 |
120529 |
1573.6 |
1583.5 |
1545.7 |
1548.7 |
-20.2 |
197,533 |
118,677 |
-18,928 |
Aug12 |
120529 |
1575.5 |
1585.7 |
1548.0 |
1551.0 |
-20.2 |
38,796 |
152,930 |
+13,058 |
Oct12 |
120529 |
1580.0 |
1586.6 |
1550.5 |
1553.2 |
-20.1 |
2,465 |
10,402 |
-242 |
Dec12 |
120529 |
1581.3 |
1590.3 |
1554.0 |
1555.5 |
-20.0 |
7,335 |
60,129 |
+2,437 |
Feb13 |
120529 |
1587.0 |
1588.0 |
1557.4 |
1557.4 |
-20.1 |
205 |
18,047 |
-1 |
Apr13 |
120529 |
1588.5 |
1588.5 |
1559.3 |
1559.3 |
-20.1 |
53 |
12,834 |
+32 |
Jun13 |
120529 |
1591.0 |
1594.9 |
1561.2 |
1561.2 |
-20.2 |
259 |
13,897 |
+201 |
Aug13 |
120529 |
1563.4 |
1563.4 |
1563.4 |
1563.4 |
-20.3 |
93 |
2,172 |
+91 |
Oct13 |
120529 |
1565.8 |
1565.8 |
1565.8 |
1565.8 |
-20.3 |
0 |
880 |
+0 |
Dec13 |
120529 |
1600.1 |
1600.1 |
1568.4 |
1568.4 |
-20.4 |
61 |
8,863 |
-6 |
Feb14 |
120529 |
1571.1 |
1571.1 |
1571.1 |
1571.1 |
-20.5 |
0 |
6 |
+0 |
Total Volume and Open Interest |
247,379 |
438,483 |
-3,198 |
Silver(CMX) |
May12 |
120529 |
2822.5 |
2824.0 |
2776.7 |
2776.7 |
-60.3 |
48 |
36 |
-18 |
Jul12 |
120529 |
2859.5 |
2876.0 |
2771.0 |
2779.1 |
-59.5 |
46,683 |
58,886 |
-237 |
Sep12 |
120529 |
2863.5 |
2878.5 |
2777.0 |
2784.2 |
-59.6 |
2,109 |
9,002 |
+124 |
Dec12 |
120529 |
2884.0 |
2884.0 |
2784.5 |
2790.4 |
-59.5 |
1,720 |
18,739 |
-52 |
Mar13 |
120529 |
2861.0 |
2861.0 |
2790.0 |
2793.5 |
-59.6 |
49 |
3,040 |
-7 |
May13 |
120529 |
2798.0 |
2798.0 |
2790.0 |
2794.6 |
-59.6 |
21 |
1,977 |
+7 |
Jul13 |
120529 |
2853.0 |
2856.5 |
2795.8 |
2795.8 |
-59.5 |
57 |
3,054 |
+25 |
Total Volume and Open Interest |
51,934 |
114,080 |
-25 |
Platinum(NYMEX) |
Jul12 |
120529 |
1433.8 |
1449.0 |
1423.4 |
1428.1 |
+1.6 |
8,139 |
42,816 |
+73 |
Oct12 |
120529 |
1442.0 |
1452.0 |
1430.0 |
1432.4 |
+1.9 |
255 |
4,717 |
+144 |
Jan13 |
120529 |
1442.6 |
1445.7 |
1431.9 |
1434.8 |
+1.8 |
9 |
196 |
+5 |
Apr13 |
120529 |
1450.0 |
1450.0 |
1434.8 |
1434.8 |
+1.8 |
0 |
4 |
+0 |
Total Volume and Open Interest |
8,404 |
47,736 |
+222 |
Palladium(NYMEX) |
Jun12 |
120529 |
594.10 |
613.55 |
588.70 |
603.55 |
+13.55 |
5,538 |
10,981 |
-1,888 |
Sep12 |
120529 |
592.15 |
616.00 |
591.50 |
606.05 |
+14.20 |
2,881 |
13,160 |
+1,491 |
Dec12 |
120529 |
607.00 |
607.30 |
607.00 |
607.30 |
+14.20 |
21 |
81 |
+17 |
Total Volume and Open Interest |
8,440 |
24,226 |
-380 |
Copper(CMX) |
May12 |
120529 |
347.45 |
349.45 |
346.20 |
346.35 |
+1.55 |
297 |
922 |
-39 |
Jul12 |
120529 |
344.90 |
350.85 |
344.85 |
346.20 |
+1.40 |
62,545 |
79,214 |
-1,999 |
Sep12 |
120529 |
347.00 |
351.65 |
345.90 |
347.00 |
+1.40 |
6,883 |
28,071 |
+364 |
Dec12 |
120529 |
347.45 |
352.00 |
347.10 |
347.80 |
+1.40 |
1,195 |
22,231 |
-73 |
Mar13 |
120529 |
348.75 |
348.75 |
348.40 |
348.40 |
+1.40 |
141 |
6,000 |
-16 |
Total Volume and Open Interest |
72,100 |
150,135 |
-1,936 |
DJIA Index(CBOT) |
Jun12 |
120529 |
12490 |
12585 |
12422 |
12583 |
+154 |
1,426 |
17,526 |
+1,266 |
Sep12 |
120529 |
12505 |
12511 |
12505 |
12511 |
+153 |
2 |
12 |
+1 |
Dec12 |
120529 |
12436 |
12436 |
12283 |
12436 |
+153 |
0 |
1 |
+0 |
Mar13 |
120529 |
12369 |
12369 |
12216 |
12369 |
+153 |
|
|
|
Total Volume and Open Interest |
1,428 |
17,539 |
+1,267 |
E-mini DJIA Index(CBOT) |
Jun12 |
120529 |
12466 |
12598 |
12444 |
12583 |
+154 |
174,744 |
101,289 |
+2,613 |
Sep12 |
120529 |
12423 |
12515 |
12423 |
12511 |
+153 |
129 |
2,735 |
+105 |
Dec12 |
120529 |
12436 |
12436 |
12436 |
12436 |
+153 |
1 |
22 |
-1 |
Mar13 |
120529 |
12369 |
12369 |
12369 |
12369 |
+153 |
|
|
|
Total Volume and Open Interest |
174,874 |
104,046 |
+2,717 |
S & P 500(CME) |
Jun12 |
120529 |
1322.00 |
1334.20 |
1317.80 |
1333.40 |
+18.40 |
11,280 |
261,379 |
+286 |
Sep12 |
120529 |
1321.30 |
1327.50 |
1315.50 |
1326.90 |
+18.40 |
278 |
6,906 |
+46 |
Dec12 |
120529 |
1320.40 |
1321.00 |
1320.40 |
1320.40 |
+18.40 |
160 |
7,626 |
+0 |
Mar13 |
120529 |
1314.00 |
1314.60 |
1314.00 |
1314.00 |
+18.40 |
50 |
150 |
+0 |
Total Volume and Open Interest |
11,768 |
276,075 |
+332 |
S & P 500 E-Mini(Globex) |
Jun12 |
120529 |
1322.00 |
1334.25 |
1317.50 |
1333.50 |
+18.50 |
2,171,218 |
2,962,701 |
-9,210 |
Sep12 |
120529 |
1312.25 |
1327.75 |
1312.00 |
1327.00 |
+18.50 |
8,241 |
65,353 |
+3,940 |
Total Volume and Open Interest |
2,182,150 |
3,034,294 |
-5,719 |
NASDAQ 100(CME) |
Jun12 |
120529 |
2535.30 |
2571.00 |
2532.30 |
2559.50 |
+35.50 |
1,752 |
23,285 |
+958 |
Sep12 |
120529 |
2553.80 |
2560.00 |
2553.80 |
2553.80 |
+35.50 |
1 |
83 |
+0 |
Dec12 |
120529 |
2547.00 |
2547.00 |
2511.50 |
2547.00 |
+35.50 |
|
|
|
Total Volume and Open Interest |
1,753 |
23,368 |
+958 |
NASDAQ 100 E-Mini(Globex) |
Jun12 |
120529 |
2533.30 |
2570.00 |
2531.50 |
2559.50 |
+35.50 |
287,392 |
388,011 |
-711 |
Sep12 |
120529 |
2536.00 |
2564.50 |
2523.30 |
2553.80 |
+35.50 |
45 |
702 |
-7 |
Total Volume and Open Interest |
287,437 |
388,732 |
-718 |
S & P Midcap 400(CME) |
Jun12 |
120529 |
942.00 |
947.00 |
935.50 |
946.70 |
+14.40 |
2 |
2,848 |
+0 |
Sep12 |
120529 |
943.70 |
943.70 |
929.30 |
943.70 |
+14.40 |
|
|
|
Dec12 |
120529 |
941.70 |
941.70 |
927.30 |
941.70 |
+14.40 |
|
|
|
Total Volume and Open Interest |
2 |
2,848 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun12 |
120529 |
8590 |
8670 |
8520 |
8655 |
+90 |
4,244 |
35,857 |
+335 |
Sep12 |
120529 |
8620 |
8680 |
8555 |
8665 |
+85 |
3 |
65 |
-2 |
Total Volume and Open Interest |
4,247 |
35,922 |
+333 |
Nikkei 225(SGX) |
Jun12 |
120529 |
8605 |
8660 |
8515 |
8650 |
+75 |
127,371 |
254,665 |
-2,463 |
Sep12 |
120529 |
8595 |
8640 |
8505 |
8640 |
+75 |
475 |
10,652 |
+418 |
Dec12 |
120529 |
8580 |
8580 |
8580 |
8580 |
+75 |
0 |
5,907 |
+0 |
Total Volume and Open Interest |
127,918 |
276,206 |
-2,030 |
CAC 40(EURONEXT) |
Jun12 |
120529 |
3034.5 |
3078.0 |
3013.5 |
3061.0 |
+37.0 |
127,402 |
334,809 |
+2,926 |
Jul12 |
120529 |
3022.5 |
3060.5 |
3010.0 |
3050.5 |
+37.0 |
11,886 |
3,560 |
+84 |
Aug12 |
120529 |
3051.0 |
3051.0 |
3051.0 |
3051.0 |
+37.0 |
|
|
|
Total Volume and Open Interest |
139,338 |
338,492 |
+3,010 |
Hang Seng Index(HKFE) |
May12 |
120529 |
18614 |
18997 |
18606 |
18963 |
+413 |
82,539 |
102,584 |
-1,573 |
Jun12 |
120529 |
18400 |
18762 |
18391 |
18725 |
+388 |
10,245 |
23,560 |
+4,286 |
Total Volume and Open Interest |
93,090 |
129,211 |
+2,802 |
DAX(EUREX) |
Jun12 |
120529 |
6372.5 |
6443.5 |
6334.5 |
6401.0 |
+56.5 |
187,797 |
188,634 |
+1,273 |
Sep12 |
120529 |
6384.0 |
6444.5 |
6339.5 |
6405.5 |
+56.5 |
4,074 |
6,416 |
+2,427 |
Dec12 |
120529 |
6388.0 |
6450.0 |
6351.0 |
6410.0 |
+56.5 |
236 |
2,002 |
+30 |
Total Volume and Open Interest |
192,107 |
197,052 |
+3,730 |
FT-SE 100(EURONEXT) |
Jun12 |
120529 |
5328.50 |
5389.00 |
5324.00 |
5378.50 |
+46.50 |
113,701 |
582,521 |
-5,133 |
Sep12 |
120529 |
5324.00 |
5340.00 |
5281.50 |
5334.00 |
+46.50 |
26 |
12,220 |
+6,077 |
Dec12 |
120529 |
5311.50 |
5311.50 |
5311.50 |
5311.50 |
+46.50 |
0 |
345 |
+0 |
Total Volume and Open Interest |
113,727 |
595,086 |
+944 |
SPI 200(SFE) |
Jun12 |
120529 |
4065.0 |
4121.0 |
4033.0 |
4103.0 |
+72.0 |
30,374 |
209,806 |
-797 |
Sep12 |
120529 |
4021.0 |
4062.0 |
4000.0 |
4062.0 |
+72.0 |
214 |
3,747 |
+58 |
Dec12 |
120529 |
4056.0 |
4056.0 |
4056.0 |
4056.0 |
+71.0 |
78 |
2,791 |
-7 |
Total Volume and Open Interest |
30,768 |
217,715 |
-644 |
GSCI(CME) |
Jun12 |
120529 |
622.00 |
625.50 |
616.00 |
616.25 |
-2.75 |
509 |
8,702 |
+256 |
Jul12 |
120529 |
617.80 |
621.50 |
612.50 |
613.75 |
-1.75 |
25 |
126 |
+25 |
Aug12 |
120529 |
613.50 |
621.00 |
612.00 |
613.50 |
-1.50 |
|
|
|
Total Volume and Open Interest |
534 |
8,828 |
+281 |
Reuters CCI(ICE) |
Jun12 |
120529 |
279.70 |
279.70 |
279.70 |
279.70 |
-2.20 |
|
|
|
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. |
|
|