|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed May 30, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul12 |
120530 |
1388.00 |
1394.50 |
1364.25 |
1373.25 |
-13.50 |
65,113 |
259,922 |
-3,379 |
Aug12 |
120530 |
1368.25 |
1373.00 |
1347.25 |
1354.50 |
-12.75 |
6,366 |
44,738 |
+40 |
Sep12 |
120530 |
1328.75 |
1332.75 |
1310.75 |
1321.00 |
-5.75 |
2,738 |
22,424 |
+581 |
Nov12 |
120530 |
1295.00 |
1302.00 |
1281.25 |
1293.00 |
-0.50 |
35,430 |
242,717 |
+1,435 |
Jan13 |
120530 |
1296.75 |
1303.00 |
1285.25 |
1295.50 |
unch |
3,498 |
51,269 |
+813 |
Mar13 |
120530 |
1272.00 |
1281.00 |
1264.00 |
1274.00 |
+1.25 |
2,263 |
65,319 |
-9 |
May13 |
120530 |
1261.75 |
1267.50 |
1253.25 |
1263.00 |
+2.75 |
1,506 |
34,853 |
+302 |
Jul13 |
120530 |
1260.00 |
1266.50 |
1251.00 |
1263.00 |
+4.25 |
1,289 |
34,306 |
+272 |
Aug13 |
120530 |
1251.75 |
1251.75 |
1248.75 |
1251.75 |
+3.00 |
3 |
165 |
-1 |
Sep13 |
120530 |
1211.75 |
1211.75 |
1210.25 |
1211.75 |
+1.50 |
4 |
260 |
-1 |
Nov13 |
120530 |
1181.50 |
1181.50 |
1166.75 |
1175.00 |
+0.50 |
801 |
17,602 |
+11 |
Jan14 |
120530 |
1181.50 |
1181.50 |
1180.50 |
1181.50 |
+1.00 |
1 |
160 |
+0 |
Mar14 |
120530 |
1178.25 |
1178.25 |
1177.25 |
1178.25 |
+1.00 |
0 |
3 |
+0 |
May14 |
120530 |
1178.25 |
1178.25 |
1177.25 |
1178.25 |
+1.00 |
|
|
|
Total Volume and Open Interest |
119,016 |
774,281 |
+63 |
Soybean Meal(CBOT) |
Jul12 |
120530 |
413.30 |
415.00 |
404.70 |
409.90 |
-2.60 |
24,662 |
117,985 |
-365 |
Aug12 |
120530 |
399.00 |
401.00 |
392.50 |
397.10 |
-2.20 |
2,325 |
22,558 |
-94 |
Sep12 |
120530 |
386.00 |
386.00 |
380.50 |
385.40 |
+0.10 |
2,115 |
17,993 |
+173 |
Oct12 |
120530 |
372.30 |
374.20 |
367.90 |
374.20 |
+4.40 |
682 |
13,036 |
+77 |
Dec12 |
120530 |
367.10 |
369.90 |
362.70 |
369.90 |
+4.30 |
4,874 |
43,365 |
+900 |
Jan13 |
120530 |
362.60 |
367.30 |
360.40 |
367.30 |
+4.30 |
504 |
5,541 |
+188 |
Mar13 |
120530 |
353.70 |
356.20 |
349.50 |
356.20 |
+5.00 |
248 |
8,793 |
-22 |
May13 |
120530 |
349.00 |
351.40 |
345.80 |
351.40 |
+5.00 |
542 |
6,677 |
+72 |
Jul13 |
120530 |
348.80 |
351.80 |
345.80 |
351.80 |
+5.50 |
417 |
7,140 |
+44 |
Aug13 |
120530 |
348.80 |
348.80 |
343.30 |
348.80 |
+5.50 |
0 |
248 |
+0 |
Total Volume and Open Interest |
36,447 |
248,909 |
+1,002 |
Soybean Oil(CBOT) |
Jul12 |
120530 |
50.18 |
50.36 |
49.40 |
49.69 |
-0.48 |
52,100 |
185,170 |
-4,252 |
Aug12 |
120530 |
50.41 |
50.57 |
49.62 |
49.91 |
-0.48 |
12,728 |
38,854 |
-371 |
Sep12 |
120530 |
50.61 |
50.74 |
49.88 |
50.14 |
-0.47 |
3,264 |
26,191 |
+417 |
Oct12 |
120530 |
50.94 |
50.94 |
50.08 |
50.34 |
-0.46 |
658 |
13,706 |
+16 |
Dec12 |
120530 |
51.27 |
51.41 |
50.43 |
50.75 |
-0.45 |
9,338 |
87,489 |
+752 |
Jan13 |
120530 |
50.90 |
51.04 |
50.78 |
50.99 |
-0.44 |
476 |
6,807 |
+149 |
Mar13 |
120530 |
51.60 |
51.68 |
50.90 |
51.17 |
-0.43 |
441 |
16,721 |
-60 |
May13 |
120530 |
51.79 |
51.80 |
51.03 |
51.28 |
-0.42 |
1,419 |
8,648 |
+190 |
Jul13 |
120530 |
51.88 |
51.89 |
51.11 |
51.37 |
-0.41 |
246 |
5,498 |
+80 |
Aug13 |
120530 |
51.27 |
51.68 |
51.27 |
51.27 |
-0.41 |
7 |
1,092 |
+1 |
Total Volume and Open Interest |
80,816 |
396,324 |
-3,090 |
Canola(WCE) |
Jul12 |
120530 |
621.0 |
621.0 |
609.4 |
615.5 |
-1.8 |
1,198 |
81,997 |
-2,321 |
Nov12 |
120530 |
569.0 |
570.9 |
562.6 |
568.5 |
-0.7 |
630 |
115,238 |
-541 |
Jan13 |
120530 |
573.5 |
575.6 |
568.0 |
573.1 |
-0.8 |
146 |
22,128 |
-171 |
Mar13 |
120530 |
576.3 |
578.9 |
570.8 |
576.7 |
-0.3 |
37 |
10,109 |
-39 |
May13 |
120530 |
576.0 |
581.9 |
573.6 |
577.7 |
-2.1 |
30 |
6,812 |
+305 |
Total Volume and Open Interest |
2,046 |
239,386 |
-2,762 |
Corn(CBOT) |
Jul12 |
120530 |
563.75 |
568.25 |
553.50 |
559.50 |
-3.00 |
147,037 |
472,230 |
-14,410 |
Sep12 |
120530 |
522.50 |
527.75 |
515.00 |
526.75 |
+4.25 |
42,636 |
170,490 |
-843 |
Dec12 |
120530 |
518.50 |
522.50 |
511.50 |
520.50 |
+3.00 |
64,493 |
374,800 |
-1,391 |
Mar13 |
120530 |
530.75 |
533.25 |
523.00 |
531.00 |
+3.50 |
3,333 |
54,737 |
+406 |
May13 |
120530 |
535.75 |
541.25 |
532.00 |
539.00 |
+3.50 |
641 |
13,368 |
-52 |
Jul13 |
120530 |
545.50 |
549.00 |
539.75 |
546.50 |
+4.00 |
1,863 |
35,599 |
+508 |
Sep13 |
120530 |
531.50 |
532.00 |
525.50 |
532.00 |
+4.50 |
39 |
1,978 |
+8 |
Dec13 |
120530 |
525.75 |
530.00 |
521.25 |
529.25 |
+4.75 |
1,480 |
41,799 |
-317 |
Mar14 |
120530 |
537.00 |
539.50 |
534.75 |
539.50 |
+4.75 |
0 |
735 |
+0 |
May14 |
120530 |
543.25 |
545.75 |
541.00 |
545.75 |
+4.75 |
0 |
251 |
+0 |
Total Volume and Open Interest |
261,545 |
1,170,335 |
-16,080 |
Wheat(CBOT) |
Jul12 |
120530 |
657.00 |
661.25 |
644.25 |
653.75 |
-3.00 |
72,925 |
209,849 |
-1,820 |
Sep12 |
120530 |
674.00 |
676.25 |
659.75 |
669.25 |
-3.00 |
23,946 |
56,314 |
+2,140 |
Dec12 |
120530 |
696.50 |
699.25 |
682.00 |
691.75 |
-3.25 |
26,012 |
118,182 |
+569 |
Mar13 |
120530 |
714.50 |
716.00 |
702.75 |
710.50 |
-3.00 |
3,094 |
21,302 |
+99 |
May13 |
120530 |
716.50 |
721.50 |
713.50 |
719.00 |
-2.50 |
640 |
6,062 |
+14 |
Jul13 |
120530 |
725.00 |
727.00 |
715.75 |
722.25 |
-2.00 |
1,458 |
12,038 |
+326 |
Total Volume and Open Interest |
128,372 |
430,734 |
+1,508 |
Wheat(KCBT) |
Jul12 |
120530 |
677.75 |
680.50 |
665.50 |
679.00 |
+1.00 |
11,812 |
70,054 |
-697 |
Sep12 |
120530 |
692.75 |
696.00 |
682.50 |
694.50 |
+1.00 |
3,544 |
25,415 |
+407 |
Dec12 |
120530 |
717.75 |
719.50 |
705.00 |
717.00 |
-0.50 |
2,644 |
28,506 |
+277 |
Mar13 |
120530 |
728.00 |
732.00 |
721.00 |
730.00 |
-1.50 |
319 |
6,287 |
+5 |
May13 |
120530 |
734.75 |
737.25 |
732.50 |
737.00 |
-1.50 |
32 |
3,612 |
+10 |
Jul13 |
120530 |
741.25 |
743.50 |
734.50 |
740.50 |
-3.00 |
244 |
2,921 |
-27 |
Total Volume and Open Interest |
18,619 |
137,226 |
-8 |
Wheat(MGE) |
Jul12 |
120530 |
769.00 |
774.75 |
760.25 |
764.00 |
-7.75 |
1,223 |
15,282 |
-90 |
Sep12 |
120530 |
768.25 |
771.00 |
758.50 |
762.75 |
-5.50 |
566 |
10,939 |
-4 |
Dec12 |
120530 |
772.75 |
774.75 |
763.50 |
769.00 |
-4.75 |
878 |
10,622 |
+388 |
Mar13 |
120530 |
778.00 |
779.50 |
771.00 |
775.75 |
-5.00 |
165 |
1,959 |
+64 |
May13 |
120530 |
785.00 |
785.50 |
782.50 |
782.50 |
-3.75 |
55 |
214 |
+31 |
Total Volume and Open Interest |
2,916 |
39,160 |
+407 |
Oats(CBOT) |
Jul12 |
120530 |
284.00 |
284.25 |
266.50 |
270.75 |
-9.75 |
2,381 |
7,105 |
-593 |
Sep12 |
120530 |
286.00 |
286.00 |
271.50 |
274.00 |
-11.00 |
50 |
550 |
+17 |
Dec12 |
120530 |
294.50 |
295.00 |
276.75 |
282.50 |
-8.75 |
576 |
3,217 |
+4 |
Mar13 |
120530 |
288.00 |
299.50 |
284.50 |
288.50 |
-11.00 |
4 |
28 |
+2 |
Total Volume and Open Interest |
3,011 |
10,900 |
-570 |
Rough Rice(CBOT) |
Jul12 |
120530 |
14.35 |
14.43 |
14.24 |
14.27 |
+0.02 |
1,714 |
10,459 |
+310 |
Sep12 |
120530 |
14.53 |
14.69 |
14.50 |
14.52 |
+0.01 |
613 |
3,254 |
+435 |
Nov12 |
120530 |
14.75 |
14.91 |
14.75 |
14.77 |
+0.01 |
37 |
306 |
+6 |
Jan13 |
120530 |
15.01 |
15.01 |
15.01 |
15.01 |
unch |
0 |
76 |
+0 |
Total Volume and Open Interest |
2,370 |
14,119 |
+751 |
Live Cattle(CME) |
Jun12 |
120530 |
117.635 |
117.885 |
116.150 |
116.450 |
-1.400 |
13,654 |
45,280 |
-3,598 |
Aug12 |
120530 |
119.400 |
119.550 |
117.700 |
117.930 |
-1.670 |
16,006 |
132,488 |
+1,389 |
Oct12 |
120530 |
123.535 |
123.700 |
122.200 |
122.680 |
-1.150 |
8,115 |
76,939 |
-260 |
Dec12 |
120530 |
126.700 |
126.980 |
125.580 |
125.680 |
-1.320 |
5,074 |
47,527 |
+2 |
Feb13 |
120530 |
128.535 |
128.535 |
127.250 |
127.500 |
-1.185 |
1,067 |
17,553 |
+233 |
Apr13 |
120530 |
130.150 |
130.350 |
129.150 |
129.400 |
-1.230 |
284 |
6,854 |
+44 |
Total Volume and Open Interest |
44,283 |
328,469 |
-2,182 |
Feeder Cattle(CME) |
Aug12 |
120530 |
157.700 |
158.150 |
154.650 |
156.075 |
-1.500 |
2,293 |
23,899 |
+330 |
Sep12 |
120530 |
158.850 |
158.850 |
156.050 |
157.380 |
-1.305 |
516 |
5,855 |
+81 |
Oct12 |
120530 |
160.500 |
160.500 |
157.200 |
158.600 |
-1.450 |
412 |
5,171 |
+88 |
Nov12 |
120530 |
160.630 |
160.650 |
158.075 |
159.450 |
-1.500 |
151 |
2,600 |
+17 |
Jan13 |
120530 |
160.735 |
160.735 |
158.100 |
159.150 |
-1.450 |
87 |
1,748 |
+9 |
Mar13 |
120530 |
160.500 |
160.500 |
159.000 |
160.000 |
-1.700 |
3 |
149 |
+1 |
Apr13 |
120530 |
161.500 |
161.500 |
160.685 |
161.000 |
-2.250 |
0 |
29 |
+0 |
Total Volume and Open Interest |
3,462 |
39,451 |
+526 |
Lean Hogs(CME) |
Jun12 |
120530 |
86.350 |
87.730 |
85.885 |
87.180 |
+0.830 |
10,628 |
29,881 |
-2,578 |
Jul12 |
120530 |
87.535 |
88.535 |
86.800 |
88.000 |
+0.320 |
15,102 |
80,942 |
+655 |
Aug12 |
120530 |
88.080 |
89.150 |
87.430 |
88.830 |
+0.530 |
9,976 |
47,285 |
+3,128 |
Oct12 |
120530 |
81.100 |
81.650 |
80.475 |
81.285 |
+0.185 |
5,994 |
46,754 |
+650 |
Dec12 |
120530 |
78.600 |
79.035 |
77.950 |
78.930 |
+0.100 |
3,047 |
37,572 |
+491 |
Feb13 |
120530 |
80.635 |
80.950 |
80.000 |
80.700 |
-0.050 |
885 |
13,848 |
+345 |
Apr13 |
120530 |
82.050 |
82.330 |
81.400 |
82.000 |
-0.150 |
389 |
8,294 |
+63 |
May13 |
120530 |
86.450 |
86.500 |
86.050 |
86.450 |
+0.050 |
11 |
274 |
-3 |
Total Volume and Open Interest |
46,140 |
269,873 |
+2,775 |
Class III Milk(CME) |
May12 |
120530 |
15.26 |
15.28 |
15.21 |
15.28 |
+0.01 |
27 |
4,618 |
-7 |
Jun12 |
120530 |
15.65 |
15.75 |
15.55 |
15.65 |
+0.05 |
333 |
4,713 |
+18 |
Jul12 |
120530 |
16.10 |
16.42 |
16.01 |
16.35 |
+0.34 |
840 |
3,941 |
+150 |
Aug12 |
120530 |
16.10 |
16.20 |
15.90 |
16.10 |
+0.20 |
219 |
3,261 |
+36 |
Sep12 |
120530 |
16.15 |
16.20 |
16.05 |
16.15 |
+0.10 |
100 |
2,834 |
+24 |
Total Volume and Open Interest |
1,592 |
27,469 |
+255 |
Cocoa(ICE) |
Jul12 |
120530 |
2105 |
2105 |
2047 |
2070 |
-40 |
9,664 |
73,320 |
-1,313 |
Sep12 |
120530 |
2109 |
2109 |
2059 |
2081 |
-41 |
4,513 |
36,576 |
-112 |
Dec12 |
120530 |
2120 |
2121 |
2076 |
2098 |
-38 |
2,490 |
27,950 |
+232 |
Mar13 |
120530 |
2133 |
2133 |
2094 |
2115 |
-33 |
1,648 |
30,660 |
+77 |
May13 |
120530 |
2146 |
2146 |
2110 |
2129 |
-33 |
423 |
10,784 |
+152 |
Jul13 |
120530 |
2161 |
2161 |
2120 |
2142 |
-36 |
153 |
3,360 |
+59 |
Sep13 |
120530 |
2159 |
2160 |
2145 |
2155 |
-35 |
10 |
1,584 |
+4 |
Total Volume and Open Interest |
18,915 |
188,134 |
-894 |
Coffee "C"(ICE) |
Jul12 |
120530 |
165.40 |
166.40 |
162.30 |
164.40 |
-1.00 |
11,995 |
67,881 |
-1,629 |
Sep12 |
120530 |
167.75 |
168.70 |
164.75 |
166.80 |
-1.10 |
6,626 |
37,772 |
-88 |
Dec12 |
120530 |
171.75 |
172.50 |
168.40 |
170.55 |
-1.10 |
3,351 |
27,609 |
+295 |
Mar13 |
120530 |
175.75 |
175.75 |
172.30 |
174.40 |
-1.05 |
888 |
9,693 |
-36 |
May13 |
120530 |
177.80 |
177.80 |
175.00 |
177.10 |
-0.95 |
159 |
3,779 |
-35 |
Jul13 |
120530 |
180.00 |
180.50 |
177.65 |
179.75 |
-0.95 |
81 |
2,862 |
+14 |
Total Volume and Open Interest |
23,180 |
150,806 |
-1,481 |
Orange Juice(ICE) |
Jul12 |
120530 |
112.05 |
112.75 |
108.40 |
110.85 |
-0.80 |
914 |
14,945 |
-175 |
Sep12 |
120530 |
114.05 |
114.60 |
110.95 |
113.05 |
-0.65 |
411 |
2,560 |
+130 |
Nov12 |
120530 |
115.25 |
115.25 |
113.00 |
114.95 |
-0.80 |
40 |
4,263 |
-10 |
Jan13 |
120530 |
117.25 |
117.25 |
117.25 |
117.25 |
-1.00 |
32 |
772 |
-1 |
Mar13 |
120530 |
120.00 |
120.00 |
120.00 |
120.00 |
-1.10 |
16 |
1,081 |
+1 |
May13 |
120530 |
122.40 |
122.40 |
122.40 |
122.40 |
-1.05 |
4 |
52 |
+0 |
Total Volume and Open Interest |
1,418 |
23,685 |
-55 |
Sugar #11(ICE) |
Jul12 |
120530 |
19.61 |
19.77 |
19.45 |
19.48 |
-0.05 |
33,821 |
318,779 |
-2,350 |
Oct12 |
120530 |
20.01 |
20.11 |
19.81 |
19.83 |
-0.09 |
18,631 |
183,774 |
+3,873 |
Mar13 |
120530 |
20.94 |
21.00 |
20.73 |
20.76 |
-0.09 |
8,564 |
109,505 |
+780 |
May13 |
120530 |
20.98 |
21.02 |
20.79 |
20.82 |
-0.11 |
3,827 |
35,590 |
-150 |
Jul13 |
120530 |
21.01 |
21.04 |
20.81 |
20.86 |
-0.10 |
2,143 |
38,344 |
+799 |
Oct13 |
120530 |
21.05 |
21.18 |
20.93 |
21.00 |
-0.10 |
466 |
28,292 |
-92 |
Mar14 |
120530 |
21.35 |
21.49 |
21.18 |
21.30 |
-0.12 |
153 |
20,093 |
+10 |
May14 |
120530 |
21.25 |
21.25 |
21.12 |
21.21 |
-0.12 |
14 |
5,248 |
+8 |
Total Volume and Open Interest |
67,627 |
749,393 |
+2,880 |
London Cocoa(LCE) |
Jul12 |
120530 |
1467 |
1469 |
1442 |
1450 |
-25 |
5,676 |
60,496 |
-162 |
Sep12 |
120530 |
1459 |
1462 |
1440 |
1448 |
-19 |
2,984 |
34,662 |
+674 |
Dec12 |
120530 |
1440 |
1444 |
1423 |
1432 |
-16 |
626 |
34,952 |
+217 |
Mar13 |
120530 |
1420 |
1425 |
1406 |
1414 |
-14 |
1,502 |
38,406 |
+325 |
May13 |
120530 |
1420 |
1427 |
1408 |
1416 |
-16 |
393 |
12,815 |
+362 |
Jul13 |
120530 |
1426 |
1432 |
1414 |
1421 |
-16 |
34 |
5,221 |
-10 |
Sep13 |
120530 |
1425 |
1426 |
1420 |
1426 |
-15 |
0 |
3,364 |
+31 |
Total Volume and Open Interest |
11,215 |
192,081 |
+1,495 |
London Sugar(LCE) |
Aug12 |
120530 |
555.80 |
562.00 |
554.20 |
556.60 |
+0.10 |
3,081 |
29,778 |
+621 |
Oct12 |
120530 |
536.70 |
540.70 |
534.30 |
535.50 |
-1.70 |
1,285 |
13,891 |
-481 |
Dec12 |
120530 |
543.30 |
546.80 |
541.00 |
542.60 |
-1.30 |
334 |
7,179 |
+41 |
Mar13 |
120530 |
552.30 |
557.30 |
551.00 |
552.90 |
-1.90 |
392 |
7,116 |
-30 |
May13 |
120530 |
558.20 |
563.40 |
558.20 |
559.00 |
-2.70 |
293 |
1,158 |
+90 |
Total Volume and Open Interest |
5,526 |
60,922 |
+258 |
Cotton(ICE) |
Jul12 |
120530 |
72.43 |
73.15 |
70.38 |
70.91 |
-1.89 |
10,104 |
93,107 |
-2,518 |
Oct12 |
120530 |
71.70 |
71.70 |
71.48 |
71.59 |
-1.12 |
19 |
218 |
+14 |
Dec12 |
120530 |
71.44 |
71.57 |
69.42 |
70.28 |
-1.02 |
7,199 |
84,054 |
+1,784 |
Mar13 |
120530 |
73.00 |
73.07 |
71.50 |
72.30 |
-0.70 |
1,548 |
7,508 |
+149 |
May13 |
120530 |
73.44 |
73.81 |
73.01 |
73.81 |
-0.70 |
445 |
2,556 |
+51 |
Jul13 |
120530 |
74.76 |
75.53 |
74.76 |
75.37 |
-0.79 |
461 |
3,542 |
+196 |
Total Volume and Open Interest |
19,853 |
191,932 |
-267 |
Lumber(CME) |
Jul12 |
120530 |
291.2 |
293.7 |
281.8 |
283.0 |
-8.8 |
571 |
5,741 |
-70 |
Sep12 |
120530 |
290.7 |
290.7 |
280.9 |
286.0 |
-4.7 |
148 |
2,459 |
-39 |
Nov12 |
120530 |
285.0 |
285.0 |
277.0 |
280.0 |
-7.0 |
11 |
1,014 |
+1 |
Jan13 |
120530 |
288.6 |
288.6 |
284.0 |
286.5 |
-6.5 |
1 |
221 |
+0 |
Total Volume and Open Interest |
731 |
9,540 |
-108 |
Crude Oil(NYM) |
Jul12 |
120530 |
90.86 |
90.92 |
87.27 |
87.82 |
-2.94 |
153,921 |
301,956 |
-5,226 |
Aug12 |
120530 |
91.17 |
91.19 |
87.59 |
88.14 |
-2.95 |
27,363 |
106,029 |
+2,021 |
Sep12 |
120530 |
91.47 |
91.50 |
87.90 |
88.45 |
-2.97 |
16,877 |
89,982 |
+3,501 |
Oct12 |
120530 |
91.61 |
91.61 |
88.24 |
88.71 |
-2.98 |
6,898 |
51,216 |
+607 |
Nov12 |
120530 |
91.51 |
91.51 |
88.44 |
88.92 |
-2.99 |
4,131 |
41,047 |
-21 |
Dec12 |
120530 |
91.99 |
92.02 |
88.61 |
89.14 |
-2.98 |
24,620 |
175,661 |
-1,083 |
Jan13 |
120530 |
91.37 |
91.37 |
88.88 |
89.35 |
-2.97 |
1,914 |
51,126 |
-7 |
Feb13 |
120530 |
89.77 |
89.77 |
89.45 |
89.48 |
-2.96 |
1,953 |
26,223 |
-354 |
Mar13 |
120530 |
91.11 |
91.11 |
89.54 |
89.56 |
-2.92 |
2,781 |
35,296 |
-480 |
Apr13 |
120530 |
91.08 |
91.08 |
89.53 |
89.54 |
-2.88 |
654 |
18,257 |
-3 |
May13 |
120530 |
90.20 |
90.20 |
89.43 |
89.49 |
-2.83 |
941 |
17,297 |
+208 |
Jun13 |
120530 |
91.23 |
91.23 |
88.93 |
89.41 |
-2.79 |
7,768 |
77,918 |
+96 |
Jul13 |
120530 |
89.28 |
89.28 |
89.28 |
89.28 |
-2.75 |
522 |
17,313 |
+56 |
Aug13 |
120530 |
89.12 |
89.12 |
89.12 |
89.12 |
-2.71 |
400 |
11,137 |
+75 |
Sep13 |
120530 |
88.98 |
88.98 |
88.98 |
88.98 |
-2.67 |
971 |
23,165 |
-787 |
Oct13 |
120530 |
88.86 |
88.86 |
88.86 |
88.86 |
-2.63 |
58 |
12,368 |
+30 |
Total Volume and Open Interest |
273,089 |
1,439,641 |
-1,009 |
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 |
120530 |
90.850 |
90.875 |
87.300 |
87.825 |
-2.925 |
4,569 |
2,670 |
-17 |
Aug12 |
120530 |
91.050 |
91.050 |
87.650 |
88.150 |
-2.950 |
98 |
242 |
+20 |
Sep12 |
120530 |
90.925 |
90.925 |
88.000 |
88.450 |
-2.975 |
11 |
102 |
-6 |
Oct12 |
120530 |
90.000 |
90.000 |
88.675 |
88.700 |
-3.000 |
0 |
21 |
+0 |
Nov12 |
120530 |
88.925 |
88.925 |
88.625 |
88.925 |
-2.975 |
1 |
4 |
+0 |
Dec12 |
120530 |
90.900 |
90.975 |
89.000 |
89.150 |
-2.975 |
4 |
272 |
+1 |
Jan13 |
120530 |
89.350 |
89.350 |
89.350 |
89.350 |
-2.975 |
0 |
11 |
+0 |
Feb13 |
120530 |
89.475 |
89.475 |
89.475 |
89.475 |
-2.975 |
0 |
75 |
+0 |
Total Volume and Open Interest |
4,683 |
3,587 |
-2 |
Heating Oil(NYM) |
Jun12 |
120530 |
281.73 |
281.79 |
273.09 |
273.98 |
-6.90 |
23,935 |
26,860 |
-9,733 |
Jul12 |
120530 |
281.73 |
282.15 |
273.53 |
274.38 |
-6.94 |
39,787 |
94,156 |
+1,182 |
Aug12 |
120530 |
282.97 |
282.97 |
274.54 |
275.33 |
-6.81 |
9,036 |
43,533 |
+847 |
Sep12 |
120530 |
283.85 |
283.85 |
275.74 |
276.43 |
-6.66 |
6,458 |
36,856 |
+512 |
Oct12 |
120530 |
284.83 |
284.83 |
276.90 |
277.60 |
-6.49 |
2,477 |
15,856 |
-88 |
Nov12 |
120530 |
286.27 |
286.27 |
278.38 |
278.87 |
-6.28 |
1,951 |
12,176 |
-228 |
Dec12 |
120530 |
286.15 |
286.15 |
279.35 |
280.10 |
-6.05 |
3,568 |
44,088 |
+324 |
Jan13 |
120530 |
285.57 |
285.57 |
280.61 |
281.22 |
-5.86 |
376 |
11,903 |
-159 |
Feb13 |
120530 |
285.46 |
285.46 |
280.77 |
281.42 |
-5.70 |
258 |
4,133 |
+114 |
Mar13 |
120530 |
285.10 |
285.10 |
280.23 |
280.95 |
-5.53 |
292 |
9,611 |
+215 |
Apr13 |
120530 |
282.53 |
282.53 |
279.25 |
279.99 |
-5.43 |
217 |
15,440 |
+78 |
May13 |
120530 |
286.58 |
286.58 |
282.75 |
283.12 |
-5.20 |
18 |
5,147 |
+15 |
Total Volume and Open Interest |
88,386 |
322,597 |
-6,912 |
Gasoline(NYMEX) |
Jun12 |
120530 |
291.58 |
291.58 |
283.68 |
285.82 |
-4.83 |
40,977 |
23,652 |
-13,295 |
Jul12 |
120530 |
284.35 |
284.65 |
275.35 |
277.39 |
-5.96 |
63,413 |
103,280 |
+631 |
Aug12 |
120530 |
277.96 |
278.43 |
269.89 |
271.53 |
-6.37 |
26,260 |
42,423 |
+3,282 |
Sep12 |
120530 |
272.95 |
273.67 |
265.28 |
266.88 |
-6.68 |
17,083 |
36,942 |
+2,382 |
Oct12 |
120530 |
256.54 |
256.79 |
250.43 |
252.00 |
-6.75 |
4,371 |
22,175 |
+500 |
Nov12 |
120530 |
254.08 |
254.08 |
247.08 |
248.50 |
-6.70 |
2,012 |
11,179 |
-57 |
Dec12 |
120530 |
252.66 |
253.50 |
245.28 |
246.75 |
-6.68 |
3,170 |
27,267 |
-15 |
Jan13 |
120530 |
246.88 |
246.88 |
244.90 |
246.25 |
-6.60 |
374 |
8,382 |
+209 |
Feb13 |
120530 |
246.61 |
247.20 |
246.35 |
247.20 |
-6.50 |
299 |
3,406 |
+45 |
Mar13 |
120530 |
248.50 |
248.74 |
248.50 |
248.74 |
-6.41 |
313 |
3,123 |
+213 |
Total Volume and Open Interest |
158,549 |
293,500 |
-5,856 |
e-miNY RBOB Gasoline(NYM) |
Jun12 |
120530 |
285.80 |
285.82 |
285.80 |
285.80 |
-4.90 |
|
|
|
Jul12 |
120530 |
277.40 |
277.40 |
277.39 |
277.40 |
-6.00 |
|
|
|
Aug12 |
120530 |
271.50 |
271.53 |
271.50 |
271.50 |
-6.40 |
|
|
|
Sep12 |
120530 |
266.90 |
266.90 |
266.88 |
266.90 |
-6.70 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
Jul12 |
120530 |
2.498 |
2.508 |
2.393 |
2.418 |
-0.067 |
118,478 |
267,971 |
-525 |
Aug12 |
120530 |
2.526 |
2.562 |
2.446 |
2.471 |
-0.069 |
31,736 |
103,231 |
+939 |
Sep12 |
120530 |
2.598 |
2.601 |
2.489 |
2.512 |
-0.072 |
28,491 |
163,139 |
+3,005 |
Oct12 |
120530 |
2.652 |
2.675 |
2.564 |
2.585 |
-0.072 |
26,333 |
148,666 |
+3,897 |
Nov12 |
120530 |
2.874 |
2.892 |
2.791 |
2.814 |
-0.064 |
13,435 |
82,746 |
+1,629 |
Dec12 |
120530 |
3.191 |
3.191 |
3.095 |
3.110 |
-0.065 |
10,401 |
53,344 |
+854 |
Jan13 |
120530 |
3.333 |
3.341 |
3.246 |
3.257 |
-0.070 |
14,151 |
88,642 |
+146 |
Feb13 |
120530 |
3.352 |
3.357 |
3.264 |
3.275 |
-0.068 |
2,294 |
23,298 |
+228 |
Mar13 |
120530 |
3.278 |
3.332 |
3.244 |
3.253 |
-0.066 |
4,585 |
37,036 |
+68 |
Apr13 |
120530 |
3.319 |
3.319 |
3.230 |
3.240 |
-0.058 |
4,700 |
58,000 |
+282 |
May13 |
120530 |
3.331 |
3.344 |
3.263 |
3.273 |
-0.058 |
1,441 |
15,400 |
-97 |
Jun13 |
120530 |
3.405 |
3.405 |
3.312 |
3.320 |
-0.059 |
1,339 |
7,366 |
+78 |
Jul13 |
120530 |
3.380 |
3.428 |
3.359 |
3.368 |
-0.058 |
1,512 |
7,831 |
+625 |
Aug13 |
120530 |
3.440 |
3.440 |
3.377 |
3.385 |
-0.058 |
1,209 |
7,194 |
+8 |
Sep13 |
120530 |
3.399 |
3.423 |
3.380 |
3.388 |
-0.058 |
730 |
6,338 |
+327 |
Oct13 |
120530 |
3.440 |
3.466 |
3.419 |
3.429 |
-0.058 |
2,429 |
28,132 |
-431 |
Total Volume and Open Interest |
360,706 |
1,207,302 |
-3,760 |
Brent Crude Oil(ICE) |
Jul12 |
120530 |
106.82 |
106.82 |
102.85 |
103.47 |
-3.21 |
55,581 |
233,077 |
-3,064 |
Aug12 |
120530 |
106.33 |
106.33 |
102.50 |
103.07 |
-3.18 |
24,525 |
195,941 |
+14,980 |
Sep12 |
120530 |
105.93 |
105.93 |
102.14 |
102.72 |
-3.15 |
12,745 |
135,908 |
+6,736 |
Oct12 |
120530 |
105.45 |
105.45 |
101.74 |
102.30 |
-3.11 |
6,528 |
112,196 |
+3,299 |
Nov12 |
120530 |
105.11 |
105.11 |
101.49 |
102.03 |
-3.05 |
2,938 |
57,895 |
-378 |
Dec12 |
120530 |
104.78 |
104.78 |
101.26 |
101.79 |
-2.97 |
9,522 |
119,943 |
-2,402 |
Jan13 |
120530 |
104.25 |
104.25 |
101.04 |
101.57 |
-2.90 |
934 |
22,330 |
+339 |
Feb13 |
120530 |
103.44 |
103.55 |
100.80 |
101.32 |
-2.84 |
451 |
15,402 |
-33 |
Mar13 |
120530 |
103.14 |
103.25 |
100.74 |
101.09 |
-2.77 |
452 |
24,415 |
+344 |
Apr13 |
120530 |
100.75 |
100.85 |
100.75 |
100.85 |
-2.71 |
34 |
10,987 |
-58 |
May13 |
120530 |
102.00 |
102.00 |
100.60 |
100.60 |
-2.64 |
77 |
10,859 |
-46 |
Jun13 |
120530 |
102.53 |
102.53 |
99.83 |
100.32 |
-2.57 |
648 |
47,366 |
-70 |
Jul13 |
120530 |
101.50 |
101.50 |
100.06 |
100.06 |
-2.52 |
63 |
7,687 |
+71 |
Aug13 |
120530 |
99.78 |
99.78 |
99.78 |
99.78 |
-2.46 |
42 |
7,235 |
+130 |
Total Volume and Open Interest |
116,153 |
1,249,344 |
+20,657 |
Gas Oil(ICE) |
Jun12 |
120530 |
903.50 |
904.00 |
878.25 |
882.50 |
-28.50 |
27,462 |
93,997 |
-3,689 |
Jul12 |
120530 |
898.75 |
899.50 |
874.00 |
878.25 |
-28.25 |
31,383 |
102,787 |
+1,351 |
Aug12 |
120530 |
897.00 |
897.75 |
873.25 |
877.25 |
-27.75 |
12,016 |
58,495 |
-3,736 |
Sep12 |
120530 |
898.25 |
898.25 |
873.50 |
877.75 |
-27.25 |
5,206 |
59,961 |
+4,739 |
Oct12 |
120530 |
892.75 |
892.75 |
874.75 |
878.25 |
-27.00 |
2,099 |
35,123 |
+855 |
Nov12 |
120530 |
897.00 |
897.50 |
875.00 |
878.25 |
-26.50 |
2,660 |
18,169 |
-410 |
Dec12 |
120530 |
896.00 |
896.00 |
874.75 |
878.25 |
-26.00 |
7,186 |
60,533 |
-393 |
Jan13 |
120530 |
893.00 |
893.00 |
876.00 |
879.00 |
-25.50 |
999 |
22,913 |
-141 |
Feb13 |
120530 |
890.75 |
890.75 |
876.75 |
879.25 |
-25.00 |
352 |
11,088 |
-18 |
Mar13 |
120530 |
887.50 |
887.50 |
875.75 |
878.75 |
-24.75 |
422 |
13,015 |
+44 |
Total Volume and Open Interest |
91,166 |
566,603 |
-466 |
Ethanol(CBOT) |
May12 |
120503 |
2.185 |
2.190 |
2.181 |
2.181 |
+0.006 |
15 |
195 |
-11 |
Jun12 |
120530 |
2.030 |
2.036 |
2.010 |
2.030 |
-0.012 |
241 |
297 |
-115 |
Jul12 |
120530 |
2.050 |
2.050 |
2.025 |
2.037 |
-0.014 |
390 |
1,625 |
+77 |
Aug12 |
120530 |
2.039 |
2.041 |
2.017 |
2.028 |
-0.015 |
232 |
2,349 |
-19 |
Sep12 |
120530 |
1.997 |
2.013 |
1.987 |
2.000 |
-0.008 |
157 |
1,457 |
+7 |
Oct12 |
120530 |
1.928 |
1.953 |
1.928 |
1.949 |
+0.004 |
112 |
1,610 |
+28 |
Nov12 |
120530 |
1.926 |
1.932 |
1.912 |
1.923 |
+0.005 |
115 |
1,822 |
+41 |
Dec12 |
120530 |
1.910 |
1.923 |
1.906 |
1.913 |
+0.002 |
41 |
1,312 |
-6 |
Total Volume and Open Interest |
1,472 |
12,953 |
+59 |
WTI Crude Oil(ICE) |
Jul12 |
120530 |
90.76 |
90.78 |
87.32 |
87.82 |
-2.94 |
4,994 |
70,877 |
+2,634 |
Aug12 |
120530 |
91.00 |
91.00 |
87.72 |
88.14 |
-2.95 |
1,891 |
41,471 |
+1,840 |
Sep12 |
120530 |
91.35 |
91.35 |
88.12 |
88.45 |
-2.97 |
1,528 |
28,785 |
+789 |
Oct12 |
120530 |
91.61 |
91.61 |
88.32 |
88.71 |
-2.98 |
302 |
14,828 |
-256 |
Nov12 |
120530 |
90.80 |
90.83 |
88.66 |
88.92 |
-2.99 |
109 |
14,464 |
-96 |
Dec12 |
120530 |
92.02 |
92.03 |
88.75 |
89.14 |
-2.98 |
915 |
82,431 |
-72 |
Jan13 |
120530 |
91.48 |
91.48 |
89.19 |
89.35 |
-2.97 |
21 |
13,680 |
-171 |
Feb13 |
120530 |
89.42 |
89.48 |
89.35 |
89.48 |
-2.96 |
14 |
7,579 |
-440 |
Mar13 |
120530 |
89.50 |
89.56 |
89.42 |
89.56 |
-2.92 |
5 |
5,701 |
+517 |
Apr13 |
120530 |
89.54 |
89.54 |
89.54 |
89.54 |
-2.88 |
6 |
2,839 |
+8 |
May13 |
120530 |
89.49 |
89.49 |
89.49 |
89.49 |
-2.83 |
8 |
2,153 |
+58 |
Jun13 |
120530 |
91.12 |
91.12 |
89.22 |
89.41 |
-2.79 |
43 |
23,121 |
+880 |
Jul13 |
120530 |
89.28 |
89.28 |
89.28 |
89.28 |
-2.75 |
18 |
1,484 |
-18 |
Aug13 |
120530 |
89.12 |
89.12 |
89.12 |
89.12 |
-2.71 |
9 |
2,343 |
-5 |
Sep13 |
120530 |
88.98 |
88.98 |
88.98 |
88.98 |
-2.67 |
5 |
6,011 |
-16 |
Oct13 |
120530 |
88.86 |
88.86 |
88.86 |
88.86 |
-2.63 |
6 |
1,088 |
+0 |
Total Volume and Open Interest |
10,104 |
439,278 |
+5,743 |
US Dollar Index(ICE) |
Jun12 |
120530 |
82.605 |
83.175 |
82.570 |
83.085 |
+0.505 |
10,957 |
73,501 |
-3,859 |
Sep12 |
120530 |
83.005 |
83.575 |
83.000 |
83.480 |
+0.475 |
258 |
1,287 |
-72 |
Dec12 |
120530 |
83.890 |
83.890 |
83.890 |
83.890 |
+0.475 |
0 |
1 |
+0 |
Total Volume and Open Interest |
11,215 |
74,789 |
-3,931 |
Australian Dollar(CME) |
Jun12 |
120530 |
98.19 |
98.26 |
96.86 |
96.97 |
-1.29 |
121,959 |
135,766 |
-1,719 |
Sep12 |
120530 |
97.42 |
97.52 |
96.19 |
96.25 |
-1.27 |
90 |
1,041 |
+14 |
Dec12 |
120530 |
95.68 |
96.91 |
95.68 |
95.68 |
-1.23 |
0 |
62 |
+0 |
Total Volume and Open Interest |
122,049 |
136,873 |
-1,705 |
British Pound(CME) |
Jun12 |
120530 |
156.36 |
156.37 |
154.73 |
154.84 |
-1.49 |
90,558 |
181,722 |
-17 |
Sep12 |
120530 |
156.20 |
156.25 |
154.67 |
154.77 |
-1.48 |
114 |
622 |
+37 |
Dec12 |
120530 |
154.72 |
156.21 |
154.72 |
154.72 |
-1.49 |
0 |
55 |
+0 |
Total Volume and Open Interest |
90,672 |
182,401 |
+20 |
Canadian Dollar(CME) |
Jun12 |
120530 |
97.69 |
97.77 |
96.93 |
97.07 |
-0.53 |
79,573 |
117,394 |
+467 |
Sep12 |
120530 |
97.54 |
97.55 |
96.75 |
96.88 |
-0.53 |
431 |
4,457 |
+66 |
Dec12 |
120530 |
97.00 |
97.23 |
96.56 |
96.71 |
-0.52 |
380 |
4,801 |
+178 |
Mar13 |
120530 |
97.00 |
97.06 |
96.51 |
96.54 |
-0.52 |
68 |
538 |
+29 |
Total Volume and Open Interest |
80,466 |
127,483 |
+744 |
Japanese Yen(CME) |
Jun12 |
120530 |
125.75 |
126.82 |
125.70 |
126.50 |
+0.71 |
49,336 |
140,020 |
-747 |
Sep12 |
120530 |
125.86 |
126.93 |
125.86 |
126.63 |
+0.71 |
230 |
1,406 |
+46 |
Dec12 |
120530 |
126.80 |
126.84 |
126.11 |
126.84 |
+0.73 |
22 |
127 |
+20 |
Total Volume and Open Interest |
49,588 |
141,576 |
-681 |
Swiss Franc(CME) |
Jun12 |
120530 |
104.04 |
104.06 |
102.96 |
103.13 |
-0.90 |
46,657 |
69,672 |
+566 |
Sep12 |
120530 |
104.17 |
104.31 |
103.29 |
103.37 |
-0.94 |
33 |
453 |
+9 |
Dec12 |
120530 |
103.74 |
104.63 |
103.74 |
103.74 |
-0.89 |
0 |
3 |
+0 |
Total Volume and Open Interest |
46,690 |
70,131 |
+575 |
EuroFX(CME) |
Jun12 |
120530 |
124.90 |
124.94 |
123.62 |
123.81 |
-1.08 |
278,740 |
377,755 |
-3,695 |
Sep12 |
120530 |
124.95 |
125.00 |
123.75 |
123.92 |
-1.07 |
566 |
4,345 |
+58 |
Dec12 |
120530 |
124.73 |
125.16 |
123.99 |
124.11 |
-1.05 |
61 |
337 |
+27 |
Total Volume and Open Interest |
279,368 |
382,468 |
-3,609 |
Mexican Peso(CME) |
Jun12 |
120530 |
718.8 |
719.0 |
704.8 |
706.0 |
-11.0 |
40,391 |
136,069 |
-818 |
Jul12 |
120530 |
704.0 |
715.0 |
704.0 |
704.0 |
-11.0 |
|
|
|
Total Volume and Open Interest |
40,586 |
187,760 |
-781 |
Brazilian Real(CME) |
Jun12 |
120530 |
500.30 |
500.40 |
495.60 |
496.25 |
-6.55 |
368 |
4,633 |
-63 |
Jul12 |
120530 |
496.55 |
496.65 |
493.00 |
493.65 |
-6.40 |
16 |
945 |
+7 |
Aug12 |
120530 |
491.10 |
497.50 |
491.10 |
491.10 |
-6.40 |
|
|
|
Sep12 |
120530 |
488.50 |
494.90 |
488.50 |
488.50 |
-6.40 |
302 |
1,197 |
+182 |
Total Volume and Open Interest |
686 |
20,338 |
+126 |
30-Year T-Bonds(CBOT) |
Jun12 |
120530 |
147~170 |
149~280 |
147~150 |
149~210 |
+1~270 |
412,360 |
449,345 |
-73,130 |
Sep12 |
120530 |
146~300 |
149~100 |
146~290 |
149~030 |
+1~270 |
172,874 |
282,479 |
+83,106 |
Dec12 |
120530 |
148~050 |
150~000 |
147~300 |
149~270 |
+1~290 |
169 |
1,413 |
+106 |
Total Volume and Open Interest |
585,403 |
733,237 |
+10,082 |
10-Year T-Notes(CBOT) |
Jun12 |
120530 |
133~215 |
134~250 |
133~210 |
134~215 |
+0~270 |
1,269,599 |
1,305,504 |
-283,191 |
Sep12 |
120530 |
132~225 |
133~260 |
132~215 |
133~225 |
+0~275 |
549,158 |
783,227 |
+254,428 |
Dec12 |
120530 |
132~275 |
132~275 |
132~000 |
132~275 |
+0~275 |
0 |
3 |
+0 |
Total Volume and Open Interest |
1,818,757 |
2,088,734 |
-28,763 |
5-Year T-Notes(CBOT) |
Jun12 |
120530 |
123~118 |
124~046 |
123~117 |
124~043 |
+0~045 |
588,867 |
846,740 |
-209,978 |
Sep12 |
120530 |
123~086 |
124~021 |
123~083 |
124~016 |
+0~051 |
336,919 |
517,198 |
+117,722 |
Dec12 |
120530 |
123~040 |
123~040 |
122~117 |
123~040 |
+0~051 |
|
|
|
Total Volume and Open Interest |
925,786 |
1,363,938 |
-92,256 |
2 Year T-Notes(CBOT) |
Jun12 |
120530 |
110~027 |
110~033 |
110~026 |
110~031 |
+0~004 |
395,066 |
546,949 |
-213,581 |
Sep12 |
120530 |
110~017 |
110~025 |
110~016 |
110~023 |
+0~006 |
347,626 |
402,616 |
+184,765 |
Dec12 |
120530 |
109~089 |
109~089 |
109~083 |
109~089 |
+0~006 |
|
|
|
Total Volume and Open Interest |
742,692 |
949,565 |
-28,816 |
Eurodollars(CME) |
Jun12 |
120530 |
99.522 |
99.522 |
99.510 |
99.518 |
unch |
77,120 |
969,320 |
+7,892 |
Sep12 |
120530 |
99.450 |
99.455 |
99.425 |
99.445 |
unch |
118,623 |
919,854 |
-4,339 |
Dec12 |
120530 |
99.395 |
99.400 |
99.365 |
99.390 |
unch |
104,287 |
941,665 |
-4,648 |
Mar13 |
120530 |
99.375 |
99.380 |
99.350 |
99.370 |
+0.005 |
73,409 |
662,844 |
+2,199 |
Jun13 |
120530 |
99.350 |
99.360 |
99.330 |
99.355 |
+0.010 |
71,626 |
701,151 |
-1,153 |
Sep13 |
120530 |
99.330 |
99.350 |
99.315 |
99.345 |
+0.020 |
69,265 |
614,617 |
+1,093 |
Dec13 |
120530 |
99.290 |
99.325 |
99.285 |
99.320 |
+0.030 |
71,769 |
600,697 |
+1,824 |
Mar14 |
120530 |
99.255 |
99.300 |
99.250 |
99.295 |
+0.040 |
55,583 |
598,955 |
+2,070 |
Jun14 |
120530 |
99.180 |
99.240 |
99.180 |
99.240 |
+0.050 |
41,134 |
458,052 |
-2,647 |
Sep14 |
120530 |
99.095 |
99.175 |
99.095 |
99.170 |
+0.060 |
36,941 |
321,997 |
-1,233 |
Dec14 |
120530 |
98.985 |
99.070 |
98.985 |
99.065 |
+0.070 |
34,094 |
322,604 |
+544 |
Mar15 |
120530 |
98.870 |
98.970 |
98.870 |
98.965 |
+0.075 |
39,973 |
287,317 |
-4,350 |
Jun15 |
120530 |
0.431 |
0.546 |
0.431 |
0.536 |
+0.085 |
28,609 |
243,523 |
-2,382 |
Sep15 |
120530 |
0.286 |
0.411 |
0.286 |
0.406 |
+0.095 |
25,710 |
193,884 |
-570 |
Dec15 |
120530 |
0.141 |
0.271 |
0.141 |
0.261 |
+0.100 |
25,641 |
161,533 |
-3,006 |
Mar16 |
120530 |
0.006 |
0.146 |
0.006 |
0.136 |
+0.105 |
22,091 |
100,917 |
+1,108 |
Jun16 |
120530 |
6.420 |
0.011 |
6.420 |
0.001 |
-6.449 |
17,312 |
104,723 |
-2,791 |
Sep16 |
120530 |
6.305 |
6.435 |
6.305 |
6.420 |
+0.105 |
13,332 |
82,951 |
-44 |
Total Volume and Open Interest |
951,543 |
8,545,385 |
-12,728 |
30 Day Federal Funds(CBOT) |
May12 |
120530 |
99.845 |
99.845 |
99.842 |
99.842 |
unch |
2,915 |
55,980 |
+1,833 |
Jun12 |
120530 |
99.845 |
99.845 |
99.835 |
99.845 |
unch |
4,128 |
42,014 |
+1,270 |
Jul12 |
120530 |
99.840 |
99.840 |
99.835 |
99.840 |
unch |
2,078 |
50,454 |
-396 |
Aug12 |
120530 |
99.835 |
99.840 |
99.830 |
99.835 |
unch |
1,111 |
42,743 |
+104 |
Sep12 |
120530 |
99.830 |
99.835 |
99.825 |
99.830 |
unch |
2,405 |
35,389 |
+362 |
Oct12 |
120530 |
99.830 |
99.830 |
99.825 |
99.830 |
+0.005 |
1,317 |
51,912 |
+248 |
Total Volume and Open Interest |
22,180 |
539,551 |
+2,887 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Jun12 |
120530 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
0 |
263 |
+0 |
Sep12 |
120530 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Dec12 |
120530 |
99.668 |
99.668 |
99.668 |
99.668 |
unch |
|
|
|
Mar13 |
120530 |
99.668 |
99.668 |
99.668 |
99.668 |
unch |
|
|
|
Jun13 |
120530 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Sep13 |
120530 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Dec13 |
120530 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Mar14 |
120530 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Jun14 |
120530 |
99.525 |
99.525 |
99.525 |
99.525 |
unch |
|
|
|
Sep14 |
120530 |
99.385 |
99.385 |
99.385 |
99.385 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
263 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun12 |
120530 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
2,542 |
+0 |
Sep12 |
120530 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
697 |
+0 |
Dec12 |
120530 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
519 |
+0 |
Mar13 |
120530 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
181 |
+0 |
Jun13 |
120530 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
206 |
+0 |
Sep13 |
120530 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
305 |
+0 |
Dec13 |
120530 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
564 |
+0 |
Mar14 |
120530 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
344 |
+0 |
Total Volume and Open Interest |
0 |
5,358 |
+0 |
Japanese Gov't Bonds(SGX) |
Jun12 |
120530 |
143.49 |
143.52 |
143.38 |
143.52 |
+0.04 |
3,193 |
23,912 |
-281 |
Sep12 |
120530 |
143.24 |
143.33 |
143.20 |
143.33 |
+0.05 |
180 |
252 |
+199 |
Dec12 |
120530 |
142.20 |
142.20 |
142.20 |
142.20 |
+0.05 |
0 |
4 |
+0 |
Total Volume and Open Interest |
3,373 |
24,168 |
-82 |
Euro-Bund(EUREX) |
Jun12 |
120530 |
144.25 |
145.47 |
144.24 |
145.33 |
+1.03 |
259,711 |
959,726 |
-51,176 |
Sep12 |
120530 |
143.18 |
144.50 |
143.16 |
144.31 |
+1.13 |
20,240 |
86,475 |
+21,914 |
Dec12 |
120530 |
142.55 |
142.88 |
142.54 |
142.88 |
+0.64 |
0 |
23 |
+0 |
Total Volume and Open Interest |
279,951 |
1,046,224 |
-29,262 |
Euro-Bobl(EUREX) |
Jun12 |
120530 |
126.36 |
126.84 |
126.32 |
126.78 |
+0.38 |
158,832 |
681,751 |
-35,512 |
Sep12 |
120530 |
126.77 |
127.32 |
126.74 |
127.26 |
+0.45 |
14,003 |
84,677 |
+18,232 |
Dec12 |
120530 |
126.73 |
126.73 |
126.73 |
126.73 |
+0.38 |
|
|
|
Total Volume and Open Interest |
172,835 |
766,428 |
-17,280 |
3-Mth Euribor(EUREX) |
Jun12 |
120530 |
99.355 |
99.380 |
99.355 |
99.380 |
+0.025 |
0 |
1,779 |
+0 |
Sep12 |
120530 |
99.465 |
99.465 |
99.465 |
99.465 |
+0.035 |
150 |
1,559 |
+150 |
Dec12 |
120530 |
99.465 |
99.465 |
99.465 |
99.465 |
+0.040 |
0 |
932 |
+0 |
Total Volume and Open Interest |
150 |
5,922 |
+150 |
Long Gilt(LIFFE) |
Jun12 |
120530 |
119~16 |
120~29 |
119~16 |
120~26 |
+1~12 |
227,767 |
91,541 |
-197,728 |
Sep12 |
120530 |
118~13 |
119~27 |
118~13 |
119~24 |
+1~12 |
168,570 |
245,790 |
+186,528 |
Total Volume and Open Interest |
396,337 |
337,331 |
-11,200 |
3-Mth Short Sterling(LIFFE) |
Jun12 |
120530 |
99.02 |
99.03 |
99.01 |
99.02 |
+0.01 |
22,847 |
231,397 |
-14,926 |
Sep12 |
120530 |
99.05 |
99.08 |
99.04 |
99.06 |
+0.02 |
53,070 |
308,113 |
-31,627 |
Dec12 |
120530 |
99.06 |
99.10 |
99.05 |
99.08 |
+0.03 |
57,394 |
317,285 |
+4,629 |
Mar13 |
120530 |
99.07 |
99.13 |
99.07 |
99.12 |
+0.05 |
54,276 |
299,255 |
-2,639 |
Jun13 |
120530 |
99.07 |
99.14 |
99.07 |
99.13 |
+0.06 |
57,207 |
283,830 |
+16,632 |
Sep13 |
120530 |
99.06 |
99.13 |
99.05 |
99.13 |
+0.08 |
68,434 |
297,802 |
+13,933 |
Total Volume and Open Interest |
430,046 |
2,618,675 |
-19,436 |
3-Mth Euribor(LIFFE) |
Jun12 |
120530 |
99.360 |
99.385 |
99.355 |
99.380 |
+0.025 |
66,172 |
542,923 |
-482 |
Sep12 |
120530 |
99.430 |
99.475 |
99.425 |
99.465 |
+0.035 |
79,288 |
498,114 |
-3,041 |
Dec12 |
120530 |
99.430 |
99.480 |
99.420 |
99.465 |
+0.040 |
45,250 |
451,980 |
+424 |
Total Volume and Open Interest |
370,698 |
3,467,943 |
-15,687 |
3-Mth Aus T-Bills(SFE) |
Jun12 |
120530 |
96.59 |
96.64 |
96.58 |
96.61 |
+0.01 |
26,093 |
119,513 |
-14,886 |
Sep12 |
120530 |
97.05 |
97.12 |
97.04 |
97.11 |
+0.05 |
26,966 |
199,822 |
+2,971 |
Dec12 |
120530 |
97.16 |
97.25 |
97.15 |
97.24 |
+0.06 |
11,119 |
158,543 |
+1,713 |
Mar13 |
120530 |
97.08 |
97.19 |
97.08 |
97.18 |
+0.07 |
7,627 |
93,441 |
+555 |
Jun13 |
120530 |
96.97 |
97.06 |
96.97 |
97.05 |
+0.07 |
3,236 |
69,559 |
+15 |
Sep13 |
120530 |
96.83 |
96.94 |
96.82 |
96.92 |
+0.08 |
2,705 |
52,298 |
+568 |
Dec13 |
120530 |
96.69 |
96.82 |
96.69 |
96.81 |
+0.10 |
1,401 |
34,501 |
+403 |
Mar14 |
120530 |
96.58 |
96.72 |
96.58 |
96.71 |
+0.11 |
794 |
24,710 |
-165 |
Jun14 |
120530 |
96.57 |
96.66 |
96.56 |
96.62 |
+0.13 |
561 |
1,891 |
+357 |
Sep14 |
120530 |
96.53 |
96.53 |
96.52 |
96.52 |
+0.13 |
90 |
810 |
+70 |
Total Volume and Open Interest |
80,592 |
755,498 |
-8,449 |
10-Year Aus T-Bonds(SFE) |
Jun12 |
120530 |
96.91 |
97.00 |
96.90 |
97.00 |
+0.08 |
41,571 |
393,417 |
-874 |
Sep12 |
120530 |
96.95 |
96.95 |
96.95 |
96.95 |
+0.09 |
|
|
|
Total Volume and Open Interest |
41,571 |
393,417 |
-874 |
3-Year Aus T-Bonds(SFE) |
Jun12 |
120530 |
97.60 |
97.71 |
97.60 |
97.71 |
+0.09 |
124,793 |
508,625 |
-4,678 |
Sep12 |
120530 |
97.65 |
97.73 |
97.65 |
97.73 |
+0.09 |
|
|
|
Total Volume and Open Interest |
124,793 |
508,625 |
-4,678 |
Gold(CMX) |
Jun12 |
120530 |
1553.9 |
1569.0 |
1530.4 |
1563.4 |
+14.7 |
157,335 |
93,277 |
-25,400 |
Aug12 |
120530 |
1555.8 |
1571.0 |
1532.1 |
1565.7 |
+14.7 |
63,101 |
171,196 |
+18,266 |
Oct12 |
120530 |
1557.6 |
1572.9 |
1534.5 |
1568.0 |
+14.8 |
1,818 |
10,709 |
+307 |
Dec12 |
120530 |
1559.8 |
1575.5 |
1537.3 |
1570.3 |
+14.8 |
7,934 |
63,337 |
+3,208 |
Feb13 |
120530 |
1555.0 |
1572.3 |
1540.0 |
1572.3 |
+14.9 |
1,223 |
18,448 |
+401 |
Apr13 |
120530 |
1559.0 |
1578.0 |
1542.7 |
1574.2 |
+14.9 |
458 |
12,887 |
+53 |
Jun13 |
120530 |
1560.0 |
1579.0 |
1549.8 |
1576.2 |
+15.0 |
241 |
13,969 |
+72 |
Aug13 |
120530 |
1578.4 |
1578.4 |
1578.4 |
1578.4 |
+15.0 |
1 |
2,173 |
+1 |
Oct13 |
120530 |
1580.8 |
1580.8 |
1580.8 |
1580.8 |
+15.0 |
10 |
890 |
+10 |
Dec13 |
120530 |
1567.2 |
1583.5 |
1567.2 |
1583.5 |
+15.1 |
238 |
8,973 |
+110 |
Feb14 |
120530 |
1586.1 |
1586.1 |
1586.1 |
1586.1 |
+15.0 |
0 |
6 |
+0 |
Apr14 |
120530 |
1588.8 |
1588.8 |
1588.8 |
1588.8 |
|
|
|
|
Silver(CMX) |
Jul12 |
120530 |
2779.0 |
2814.5 |
2735.5 |
2798.3 |
+19.2 |
31,473 |
59,036 |
+150 |
Sep12 |
120530 |
2783.0 |
2810.0 |
2755.0 |
2803.6 |
+19.4 |
1,334 |
10,026 |
+1,024 |
Dec12 |
120530 |
2786.5 |
2826.5 |
2748.0 |
2809.7 |
+19.3 |
728 |
18,813 |
+74 |
Mar13 |
120530 |
2767.0 |
2828.0 |
2761.5 |
2812.8 |
+19.3 |
15 |
3,042 |
+2 |
May13 |
120530 |
2813.9 |
2813.9 |
2813.9 |
2813.9 |
+19.3 |
0 |
1,977 |
+0 |
Jul13 |
120530 |
2758.5 |
2815.4 |
2758.5 |
2815.4 |
+19.6 |
222 |
3,040 |
-14 |
Sep13 |
120530 |
2815.4 |
2815.4 |
2815.4 |
2815.4 |
+19.4 |
0 |
1,721 |
+0 |
Total Volume and Open Interest |
34,501 |
115,381 |
+1,301 |
Platinum(NYMEX) |
Jul12 |
120530 |
1428.1 |
1431.4 |
1387.1 |
1401.2 |
-26.9 |
6,329 |
42,303 |
-513 |
Oct12 |
120530 |
1432.5 |
1432.5 |
1391.8 |
1405.7 |
-26.7 |
623 |
5,267 |
+550 |
Jan13 |
120530 |
1429.6 |
1430.6 |
1396.0 |
1408.7 |
-26.1 |
270 |
414 |
+218 |
Apr13 |
120530 |
1413.8 |
1413.8 |
1411.5 |
1411.5 |
-23.3 |
10 |
14 |
+10 |
Total Volume and Open Interest |
7,234 |
48,001 |
+265 |
Palladium(NYMEX) |
Jun12 |
120530 |
603.60 |
606.90 |
590.00 |
604.70 |
+1.15 |
6,532 |
8,424 |
-2,557 |
Sep12 |
120530 |
604.60 |
609.45 |
591.00 |
606.50 |
+0.45 |
5,097 |
15,845 |
+2,685 |
Dec12 |
120530 |
598.00 |
607.75 |
598.00 |
607.75 |
+0.45 |
14 |
87 |
+6 |
Total Volume and Open Interest |
11,646 |
24,361 |
+135 |
Copper(CMX) |
Jul12 |
120530 |
347.15 |
347.20 |
337.25 |
339.00 |
-7.20 |
46,038 |
78,403 |
-811 |
Sep12 |
120530 |
347.80 |
347.85 |
338.15 |
339.75 |
-7.25 |
5,956 |
28,981 |
+910 |
Dec12 |
120530 |
348.45 |
348.45 |
339.35 |
340.60 |
-7.20 |
933 |
22,309 |
+78 |
Mar13 |
120530 |
346.70 |
346.70 |
340.55 |
341.30 |
-7.10 |
153 |
6,116 |
+116 |
May13 |
120530 |
342.05 |
342.05 |
341.70 |
341.70 |
-7.05 |
0 |
928 |
+0 |
Total Volume and Open Interest |
54,133 |
150,266 |
+131 |
DJIA Index(CBOT) |
Jun12 |
120530 |
12561 |
12561 |
12380 |
12381 |
-202 |
137 |
17,534 |
+8 |
Sep12 |
120530 |
12399 |
12399 |
12310 |
12310 |
-201 |
1 |
12 |
+0 |
Dec12 |
120530 |
12235 |
12436 |
12235 |
12235 |
-201 |
0 |
1 |
+0 |
Mar13 |
120530 |
12168 |
12369 |
12168 |
12168 |
-201 |
|
|
|
Total Volume and Open Interest |
138 |
17,547 |
+8 |
E-mini DJIA Index(CBOT) |
Jun12 |
120530 |
12583 |
12588 |
12376 |
12381 |
-202 |
135,469 |
102,219 |
+930 |
Sep12 |
120530 |
12440 |
12509 |
12310 |
12310 |
-201 |
243 |
2,963 |
+228 |
Dec12 |
120530 |
12235 |
12235 |
12235 |
12235 |
-201 |
0 |
22 |
+0 |
Mar13 |
120530 |
12211 |
12211 |
12168 |
12168 |
-201 |
|
|
|
Total Volume and Open Interest |
135,712 |
105,204 |
+1,158 |
S & P 500(CME) |
Jun12 |
120530 |
1333.50 |
1333.90 |
1308.30 |
1308.60 |
-24.80 |
7,314 |
258,787 |
-2,592 |
Sep12 |
120530 |
1309.50 |
1310.00 |
1302.00 |
1302.10 |
-24.80 |
44 |
6,963 |
+57 |
Dec12 |
120530 |
1295.60 |
1295.80 |
1295.60 |
1295.60 |
-24.80 |
0 |
7,623 |
-3 |
Mar13 |
120530 |
1289.20 |
1289.40 |
1289.20 |
1289.20 |
-24.80 |
0 |
150 |
+0 |
Total Volume and Open Interest |
7,358 |
273,537 |
-2,538 |
S & P 500 E-Mini(Globex) |
Jun12 |
120530 |
1333.50 |
1334.25 |
1308.00 |
1308.50 |
-25.00 |
1,521,622 |
2,951,359 |
-11,342 |
Sep12 |
120530 |
1327.50 |
1327.75 |
1301.50 |
1302.00 |
-25.00 |
4,311 |
65,600 |
+247 |
Total Volume and Open Interest |
1,525,949 |
3,023,099 |
-11,195 |
NASDAQ 100(CME) |
Jun12 |
120530 |
2556.00 |
2560.30 |
2521.00 |
2530.80 |
-28.70 |
379 |
22,567 |
-718 |
Sep12 |
120530 |
2530.00 |
2535.00 |
2518.00 |
2525.00 |
-28.80 |
1 |
83 |
+0 |
Dec12 |
120530 |
2518.30 |
2547.00 |
2518.30 |
2518.30 |
-28.70 |
|
|
|
Total Volume and Open Interest |
380 |
22,650 |
-718 |
NASDAQ 100 E-Mini(Globex) |
Jun12 |
120530 |
2560.00 |
2561.00 |
2520.80 |
2530.80 |
-28.70 |
186,910 |
382,052 |
-5,959 |
Sep12 |
120530 |
2554.00 |
2561.80 |
2517.80 |
2525.00 |
-28.80 |
55 |
712 |
+10 |
Total Volume and Open Interest |
186,965 |
382,783 |
-5,949 |
S & P Midcap 400(CME) |
Jun12 |
120530 |
929.50 |
930.50 |
924.70 |
924.70 |
-22.00 |
2 |
2,848 |
+0 |
Sep12 |
120530 |
921.70 |
943.70 |
921.70 |
921.70 |
-22.00 |
|
|
|
Dec12 |
120530 |
919.70 |
941.70 |
919.70 |
919.70 |
-22.00 |
|
|
|
Total Volume and Open Interest |
2 |
2,848 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun12 |
120530 |
8635 |
8655 |
8485 |
8495 |
-160 |
4,104 |
35,701 |
-156 |
Sep12 |
120530 |
8655 |
8665 |
8505 |
8505 |
-160 |
56 |
71 |
+6 |
Total Volume and Open Interest |
4,160 |
35,772 |
-150 |
Nikkei 225(SGX) |
Jun12 |
120530 |
8645 |
8670 |
8565 |
8610 |
-40 |
71,497 |
249,488 |
-5,177 |
Sep12 |
120530 |
8650 |
8650 |
8560 |
8600 |
-40 |
313 |
12,325 |
+1,673 |
Dec12 |
120530 |
8540 |
8540 |
8540 |
8540 |
-40 |
0 |
5,907 |
+0 |
Total Volume and Open Interest |
71,820 |
272,699 |
-3,507 |
CAC 40(EURONEXT) |
Jun12 |
120530 |
3050.0 |
3065.0 |
2988.5 |
3003.0 |
-58.0 |
128,600 |
319,884 |
-14,925 |
Jul12 |
120530 |
3025.5 |
3051.0 |
2979.5 |
2992.5 |
-58.0 |
263 |
11,404 |
+7,844 |
Aug12 |
120530 |
2993.0 |
2993.0 |
2993.0 |
2993.0 |
-58.0 |
|
|
|
Total Volume and Open Interest |
128,863 |
331,461 |
-7,031 |
Hang Seng Index(HKFE) |
May12 |
120530 |
18797 |
18801 |
18634 |
18695 |
-268 |
100,186 |
74,573 |
-28,011 |
Jun12 |
120530 |
18534 |
18573 |
18305 |
18310 |
-415 |
49,416 |
75,514 |
+51,954 |
Total Volume and Open Interest |
150,311 |
153,669 |
+24,458 |
DAX(EUREX) |
Jun12 |
120530 |
6379.0 |
6396.0 |
6258.5 |
6283.5 |
-117.5 |
74,495 |
187,714 |
-920 |
Sep12 |
120530 |
6377.0 |
6400.0 |
6265.0 |
6287.5 |
-118.0 |
123 |
10,732 |
+4,316 |
Dec12 |
120530 |
6381.0 |
6397.0 |
6273.0 |
6292.0 |
-118.0 |
90 |
1,987 |
-15 |
Total Volume and Open Interest |
74,708 |
200,433 |
+3,381 |
FT-SE 100(EURONEXT) |
Jun12 |
120530 |
5376.00 |
5376.00 |
5270.50 |
5287.50 |
-91.00 |
108,912 |
580,961 |
-1,560 |
Sep12 |
120530 |
5294.00 |
5294.00 |
5232.00 |
5243.50 |
-90.50 |
56 |
12,191 |
-29 |
Dec12 |
120530 |
5220.50 |
5220.50 |
5220.50 |
5220.50 |
-91.00 |
0 |
345 |
+0 |
Total Volume and Open Interest |
108,968 |
593,497 |
-1,589 |
SPI 200(SFE) |
Jun12 |
120530 |
4103.0 |
4111.0 |
4067.0 |
4086.0 |
-17.0 |
30,364 |
211,927 |
+2,121 |
Sep12 |
120530 |
4042.0 |
4061.0 |
4033.0 |
4046.0 |
-16.0 |
427 |
4,084 |
+337 |
Dec12 |
120530 |
4048.0 |
4048.0 |
4027.0 |
4036.0 |
-20.0 |
915 |
3,385 |
+594 |
Total Volume and Open Interest |
31,706 |
220,766 |
+3,051 |
GSCI(CME) |
Jun12 |
120530 |
610.00 |
610.00 |
602.00 |
603.00 |
-13.25 |
34 |
8,704 |
+2 |
Jul12 |
120530 |
608.00 |
608.00 |
600.00 |
601.00 |
-12.75 |
1 |
127 |
+1 |
Aug12 |
120530 |
600.75 |
613.55 |
600.00 |
600.75 |
-12.75 |
|
|
|
Total Volume and Open Interest |
35 |
8,831 |
+3 |
Reuters CCI(ICE) |
Jun12 |
120530 |
275.10 |
275.10 |
275.10 |
275.10 |
-4.60 |
|
|
|
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. |
|
|