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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Fri June 01, 2012
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul12 120601 1340.75 1358.00 1317.50 1344.25 +4.25 86,184 250,957 -5,223
Aug12 120601 1325.00 1331.00 1300.50 1318.50 -4.25 8,250 45,081 +296
Sep12 120601 1295.50 1299.75 1272.00 1285.50 -8.25 3,171 22,384 +62
Nov12 120601 1270.25 1277.75 1245.00 1258.00 -12.25 52,091 246,118 +1,581
Jan13 120601 1273.50 1280.00 1249.50 1260.75 -12.50 8,810 52,004 -250
Mar13 120601 1254.00 1260.00 1232.75 1243.75 -9.50 3,550 65,427 -82
May13 120601 1246.75 1249.75 1223.50 1233.75 -10.50 3,475 36,124 +878
Jul13 120601 1245.25 1252.00 1225.00 1234.75 -10.50 4,155 34,025 -457
Aug13 120601 1228.75 1238.75 1228.75 1228.75 -10.00 15 169 +4
Sep13 120601 1190.00 1199.00 1189.00 1189.00 -10.00 15 266 +4
Nov13 120601 1163.25 1166.75 1140.00 1153.00 -9.00 516 17,595 +71
Jan14 120601 1159.50 1168.50 1159.50 1159.50 -9.00 2 160 +0
Mar14 120601 1156.25 1165.25 1156.25 1156.25 -9.00 0 3 +0
May14 120601 1156.25 1165.25 1156.25 1156.25 -9.00      
Total Volume and Open Interest 170,244 770,866 -3,117
Soybean Meal(CBOT)
Jul12 120601 394.50 404.30 388.20 394.50 unch 36,450 117,659 -178
Aug12 120601 383.40 388.80 365.50 381.10 -1.10 4,529 22,721 -390
Sep12 120601 372.80 375.80 365.50 368.20 -3.50 1,791 17,744 -111
Oct12 120601 363.50 366.50 356.50 358.20 -4.50 1,317 13,280 +241
Dec12 120601 358.70 362.20 352.10 354.00 -4.70 9,234 43,923 +338
Jan13 120601 358.10 360.10 350.80 351.80 -4.60 203 5,680 -4
Mar13 120601 348.80 350.20 341.10 342.20 -4.30 487 8,778 +50
May13 120601 344.80 346.40 337.80 337.80 -5.20 461 6,689 -7
Jul13 120601 344.70 346.50 337.80 337.80 -5.40 261 7,381 -40
Aug13 120601 334.80 340.20 334.80 334.80 -5.40 0 248 +0
Total Volume and Open Interest 54,827 249,796 -90
Soybean Oil(CBOT)
Jul12 120601 49.31 49.48 48.33 48.59 -0.61 59,592 184,824 -826
Aug12 120601 49.50 49.66 48.54 48.81 -0.61 8,762 37,679 +689
Sep12 120601 49.74 49.90 48.77 49.04 -0.59 6,458 27,247 -476
Oct12 120601 49.95 50.09 49.00 49.24 -0.61 1,663 14,145 +173
Dec12 120601 50.28 50.55 49.45 49.69 -0.59 19,164 89,819 +2,348
Jan13 120601 50.21 50.52 49.77 49.95 -0.57 984 7,326 +287
Mar13 120601 50.84 50.84 49.88 50.21 -0.49 1,050 16,720 +10
May13 120601 50.84 50.85 49.98 50.37 -0.43 708 8,556 -46
Jul13 120601 51.11 51.12 50.10 50.49 -0.40 356 5,341 -83
Aug13 120601 50.50 50.79 50.12 50.39 -0.40 9 1,091 -1
Total Volume and Open Interest 98,852 398,840 +2,087
Canola(WCE)
Jul12 120601 614.2 616.5 607.3 609.7 -3.1 5,510 78,293 -2,787
Nov12 120601 564.8 570.4 558.6 563.7 -3.6 7,578 117,571 +1,055
Jan13 120601 568.9 571.6 564.9 568.5 -3.0 1,027 21,958 -112
Mar13 120601 570.6 574.4 569.9 571.9 -2.4 2,114 10,234 +40
May13 120601 573.5 575.7 570.7 573.0 -2.3 2,127 7,364 +417
Total Volume and Open Interest 18,733 238,722 -1,191
Corn(CBOT)
Jul12 120601 557.75 579.50 551.00 551.50 -3.75 148,989 463,909 -8,313
Sep12 120601 525.75 534.00 513.00 514.75 -10.75 56,203 183,428 +9,850
Dec12 120601 521.75 528.50 508.25 510.00 -12.00 68,792 371,562 -2,474
Mar13 120601 532.75 538.75 519.25 521.00 -11.75 7,166 56,731 +1,553
May13 120601 540.00 546.25 528.75 528.75 -11.75 1,704 13,463 +151
Jul13 120601 547.25 553.00 535.00 536.00 -11.75 4,386 37,047 +866
Sep13 120601 527.00 537.00 524.50 527.00 -6.00 17 2,014 +10
Dec13 120601 527.75 530.50 514.25 514.50 -12.50 1,237 41,539 +89
Mar14 120601 531.50 538.25 525.50 525.50 -11.50 8 734 -1
May14 120601 544.75 544.75 532.00 532.00 -11.00 25 253 +2
Total Volume and Open Interest 288,574 1,175,025 +1,739
Wheat(CBOT)
Jul12 120601 643.50 646.50 611.00 612.25 -31.50 79,250 198,391 -6,663
Sep12 120601 661.00 663.25 629.00 630.75 -30.00 26,728 59,542 +2,910
Dec12 120601 684.00 686.50 655.50 656.75 -27.50 28,858 119,102 -1,494
Mar13 120601 702.75 703.50 676.25 678.00 -26.25 3,286 22,037 +627
May13 120601 710.75 713.25 691.00 693.75 -19.50 428 6,061 +26
Jul13 120601 714.50 716.25 692.50 692.50 -23.75 1,538 13,701 +810
Total Volume and Open Interest 140,762 426,663 -3,085
Wheat(KCBT)
Jul12 120601 667.00 669.75 637.00 637.00 -28.00 15,034 70,289 +476
Sep12 120601 681.00 685.25 653.00 653.00 -28.00 4,892 27,717 +1,694
Dec12 120601 706.50 708.75 677.00 677.00 -27.75 3,112 29,148 +31
Mar13 120601 720.00 720.00 691.50 691.50 -28.25 217 6,503 +147
May13 120601 727.50 727.50 700.50 700.50 -28.25 114 3,712 +72
Jul13 120601 727.00 733.75 705.50 705.50 -28.25 112 3,103 +24
Total Volume and Open Interest 23,481 140,901 +2,442
Wheat(MGE)
Jul12 120601 753.50 755.75 738.00 739.50 -13.25 1,043 14,469 -183
Sep12 120601 753.50 755.00 740.00 741.00 -12.00 518 10,708 -76
Dec12 120601 763.00 763.00 749.25 750.25 -10.50 428 10,738 +88
Mar13 120601 769.50 771.50 758.50 758.50 -10.50 112 2,047 +74
May13 120601 776.00 778.25 766.00 766.00 -9.50 12 229 +2
Total Volume and Open Interest 2,119 38,336 -94
Oats(CBOT)
Jul12 120601 283.00 289.50 276.50 285.00 +4.25 3,066 6,853 +45
Sep12 120601 283.75 286.50 280.50 286.00 +5.25 751 1,048 +480
Dec12 120601 283.00 286.50 278.00 282.25 +1.25 785 3,503 +164
Mar13 120601 287.25 287.25 286.25 287.25 +1.00 27 46 +16
Total Volume and Open Interest 4,629 11,450 +705
Rough Rice(CBOT)
Jul12 120601 14.20 14.43 14.03 14.04 -0.19 1,471 9,638 -738
Sep12 120601 14.47 14.59 14.30 14.31 -0.18 1,242 3,932 +498
Nov12 120601 14.84 14.84 14.56 14.56 -0.19 426 652 +297
Jan13 120601 14.88 14.96 14.80 14.80 -0.19 0 77 +0
Total Volume and Open Interest 3,140 14,323 +57
Live Cattle(CME)
Jun12 120601 117.800 117.980 116.500 117.700 +0.600 14,350 38,032 -4,912
Aug12 120601 119.100 119.730 118.135 119.600 +0.700 22,903 134,698 +1,820
Oct12 120601 124.050 124.500 123.050 123.950 +0.250 9,027 78,073 -29
Dec12 120601 126.980 127.350 125.980 127.300 +0.800 6,346 49,357 +994
Feb13 120601 128.350 129.300 127.385 129.300 +1.065 1,898 18,715 +483
Apr13 120601 130.000 130.900 129.350 130.900 +0.800 539 7,607 +162
Total Volume and Open Interest 55,163 328,346 -1,471
Feeder Cattle(CME)
Aug12 120601 157.235 157.735 155.825 157.380 +0.580 4,113 22,797 -658
Sep12 120601 158.485 159.000 157.350 158.685 +0.555 713 5,546 -158
Oct12 120601 159.630 160.130 158.350 159.750 +0.500 672 5,164 +13
Nov12 120601 160.450 161.000 159.400 160.985 +0.605 369 2,730 +102
Jan13 120601 160.485 161.000 159.450 160.800 +0.265 171 1,802 +44
Mar13 120601 160.250 161.250 160.250 161.000 unch 11 145 -2
Apr13 120601 160.750 161.600 160.750 161.600 -0.100 3 32 +1
Total Volume and Open Interest 6,052 38,216 -658
Lean Hogs(CME)
Jun12 120601 90.000 90.930 89.200 90.730 +0.930 11,872 27,671 -1,294
Jul12 120601 91.000 92.100 90.385 91.580 +0.580 19,143 77,949 -1,549
Aug12 120601 91.135 91.600 90.330 91.300 +0.350 11,335 50,673 +1,435
Oct12 120601 82.885 83.550 82.450 82.950 +0.065 6,997 48,116 +563
Dec12 120601 79.750 80.285 79.450 80.000 -0.035 4,416 38,216 +310
Feb13 120601 81.700 81.800 80.975 81.600 -0.100 590 13,900 +28
Apr13 120601 82.600 83.300 82.400 83.250 -0.230 590 8,466 +44
May13 120601 87.000 87.050 86.350 86.750 -0.150 12 302 +8
Total Volume and Open Interest 55,250 270,653 -308
Class III Milk(CME)
Jun12 120601 15.56 15.65 15.52 15.62 unch 180 4,680 -25
Jul12 120601 16.20 16.33 15.86 15.93 -0.40 388 4,134 +80
Aug12 120601 15.96 16.09 15.68 15.80 -0.29 96 3,339 +50
Sep12 120601 15.95 16.10 15.86 15.98 -0.12 55 2,878 +37
Oct12 120601 16.11 16.16 16.00 16.12 -0.04 59 2,465 +23
Total Volume and Open Interest 890 27,847 +242
Cocoa(ICE)
Jul12 120601 2069 2086 2026 2063 -20 13,700 69,653 -2,182
Sep12 120601 2078 2090 2035 2067 -21 9,943 38,799 +831
Dec12 120601 2089 2103 2053 2084 -20 2,292 29,178 +578
Mar13 120601 2108 2120 2069 2099 -20 1,269 30,861 -4
May13 120601 2124 2136 2084 2114 -20 544 11,234 +75
Jul13 120601 2137 2137 2099 2128 -23 734 3,704 +271
Sep13 120601 2112 2139 2109 2139 -27 88 1,620 +10
Total Volume and Open Interest 28,644 189,009 -376
Coffee "C"(ICE)
Jul12 120601 160.65 161.25 156.50 157.50 -3.15 19,135 65,193 -1,833
Sep12 120601 162.05 163.50 158.80 159.85 -3.10 13,495 40,003 +2,150
Dec12 120601 166.90 167.05 162.80 163.70 -3.00 4,633 28,693 +702
Mar13 120601 170.55 170.55 166.70 167.60 -2.95 2,059 10,528 +617
May13 120601 172.65 172.65 169.45 170.30 -2.90 560 3,986 +192
Jul13 120601 175.00 175.00 172.15 173.00 -2.90 250 2,987 +90
Total Volume and Open Interest 40,241 152,661 +1,973
Orange Juice(ICE)
Jul12 120601 111.00 112.50 109.10 111.70 -0.35 1,453 15,176 -191
Sep12 120601 112.65 114.40 111.20 113.75 -0.05 734 3,351 +373
Nov12 120601 114.50 115.50 112.55 115.30 +0.20 17 4,261 -8
Jan13 120601 115.35 116.80 115.00 116.80 -0.20 0 772 +0
Mar13 120601 118.00 119.35 118.00 119.35 -0.15 0 1,081 +0
May13 120601 121.25 121.25 121.25 121.25 -0.15 0 52 +0
Total Volume and Open Interest 2,204 24,705 +174
Sugar #11(ICE)
Jul12 120601 19.50 19.50 18.95 19.09 -0.33 44,189 310,161 -4,107
Oct12 120601 19.78 19.82 19.34 19.46 -0.32 26,977 196,472 +8,422
Mar13 120601 20.77 20.77 20.31 20.52 -0.23 12,614 112,413 +1,186
May13 120601 20.78 20.78 20.37 20.59 -0.21 3,854 36,666 +515
Jul13 120601 20.83 20.83 20.41 20.59 -0.25 2,729 41,537 +1,145
Oct13 120601 20.85 20.98 20.59 20.75 -0.24 1,054 28,409 +153
Mar14 120601 21.27 21.30 20.90 21.03 -0.24 424 20,144 +72
May14 120601 21.05 21.05 20.86 20.96 -0.22 57 5,272 +6
Total Volume and Open Interest 92,275 761,228 +7,688
London Cocoa(LCE)
Jul12 120601 1461 1469 1440 1452 -19 9,331 58,900 +150
Sep12 120601 1462 1465 1439 1451 -17 5,124 35,751 +714
Dec12 120601 1439 1447 1420 1434 -16 1,935 35,176 +214
Mar13 120601 1418 1428 1405 1419 -13 716 39,168 +259
May13 120601 1421 1427 1405 1421 -13 961 13,908 +927
Jul13 120601 1423 1434 1416 1427 -12 213 5,365 +151
Sep13 120601 1420 1435 1420 1431 -12 100 3,388 +24
Total Volume and Open Interest 18,686 194,463 +3,081
London Sugar(LCE)
Aug12 120601 558.80 559.70 550.80 553.50 -5.10 3,924 29,424 -107
Oct12 120601 533.20 533.40 526.80 529.60 -5.40 1,629 13,564 -7
Dec12 120601 538.20 538.80 531.40 534.10 -6.40 540 7,289 +30
Mar13 120601 550.00 550.00 542.10 545.00 -6.10 360 7,355 +119
May13 120601 555.10 555.30 548.00 551.40 -5.60 168 1,419 +100
Total Volume and Open Interest 6,698 60,972 +184
Cotton(ICE)
Jul12 120601 71.73 71.85 68.55 68.59 -2.96 22,236 87,890 -3,206
Oct12 120601 70.35 70.35 68.85 68.85 -3.00 22 237 +20
Dec12 120601 70.35 70.49 67.35 67.61 -2.74 17,672 89,523 +4,043
Mar13 120601 72.50 72.50 69.42 69.83 -2.59 1,891 8,221 +362
May13 120601 72.61 72.61 71.04 71.04 -2.92 327 2,563 +8
Jul13 120601 72.56 72.56 72.56 72.56 -2.90 457 4,049 +225
Total Volume and Open Interest 42,608 193,425 +1,449
Lumber(CME)
Jul12 120601 284.7 284.8 279.1 280.1 -0.9 2,088 4,921 -633
Sep12 120601 281.8 281.8 278.0 281.5 +2.5 1,158 3,040 +360
Nov12 120601 277.0 277.0 275.0 275.5 unch 97 1,045 +6
Jan13 120601 282.9 286.0 282.9 286.0 +2.3 4 223 +1
Total Volume and Open Interest 3,351 9,335 -265
Crude Oil(NYM)
Jul12 120601 86.44 86.59 82.29 83.23 -3.30 297,197 293,791 -925
Aug12 120601 86.85 86.90 82.63 83.56 -3.29 55,236 110,277 +2,798
Sep12 120601 87.21 87.22 82.97 83.89 -3.28 31,219 97,544 +3,471
Oct12 120601 87.44 87.44 83.31 84.20 -3.25 12,738 52,567 -664
Nov12 120601 87.55 87.65 83.60 84.46 -3.22 7,008 42,067 +403
Dec12 120601 87.93 87.93 83.81 84.71 -3.20 48,009 171,291 -1,243
Jan13 120601 88.00 88.00 84.12 84.95 -3.18 4,697 52,233 -466
Feb13 120601 86.63 86.63 84.68 85.14 -3.15 2,759 26,260 +132
Mar13 120601 86.96 86.96 85.02 85.28 -3.12 4,278 34,963 -54
Apr13 120601 86.14 86.14 85.05 85.35 -3.08 1,589 18,126 -72
May13 120601 88.22 88.22 85.05 85.42 -3.02 1,703 17,415 -59
Jun13 120601 87.94 87.94 84.71 85.48 -2.93 11,155 78,235 -147
Jul13 120601 85.20 85.48 85.20 85.48 -2.84 2,100 18,241 +1,021
Aug13 120601 85.46 85.46 85.46 85.46 -2.74 670 11,363 -144
Sep13 120601 85.48 85.48 85.48 85.48 -2.62 402 24,014 -221
Oct13 120601 85.50 85.50 85.50 85.50 -2.52 243 12,316 -16
Total Volume and Open Interest 548,771 1,439,963 -144
e-miNY Crude Oil(NYM)
Jun12 120521 91.350 92.600 90.825 92.575 +1.100 6,953 1,957 +42
Jul12 120601 86.500 86.600 82.300 83.225 -3.300 7,578 3,096 +285
Aug12 120601 86.800 86.875 82.650 83.550 -3.300 226 316 +56
Sep12 120601 87.050 87.150 83.225 83.900 -3.275 48 107 +5
Oct12 120601 84.600 84.600 84.050 84.200 -3.250 6 22 +0
Nov12 120601 85.925 85.925 84.450 84.450 -3.225 1 4 +0
Dec12 120601 85.200 85.200 84.000 84.700 -3.200 8 277 +2
Jan13 120601 86.250 86.250 84.950 84.950 -3.175 0 11 +0
Feb13 120601 85.150 85.150 85.150 85.150 -3.150 0 75 +0
Mar13 120601 85.275 85.275 85.275 85.275 -3.125      
Total Volume and Open Interest 7,867 4,096 +348
Heating Oil(NYM)
Jul12 120601 270.68 271.33 260.85 262.79 -7.53 71,974 99,276 +1,139
Aug12 120601 271.67 272.21 261.71 263.64 -7.66 21,269 45,996 +1,495
Sep12 120601 272.66 273.15 262.95 264.84 -7.65 18,046 38,244 +698
Oct12 120601 274.67 274.67 264.38 266.19 -7.56 7,467 15,504 -229
Nov12 120601 275.70 275.84 266.58 267.57 -7.50 5,346 12,668 +333
Dec12 120601 277.04 277.08 267.00 268.81 -7.49 14,507 43,571 -549
Jan13 120601 276.85 276.85 269.33 269.98 -7.44 2,008 12,367 +304
Feb13 120601 277.00 277.00 268.71 270.31 -7.31 631 4,228 +155
Mar13 120601 275.60 275.60 269.00 270.17 -7.09 858 10,040 +345
Apr13 120601 276.50 276.50 268.11 269.50 -6.88 660 15,672 +191
May13 120601 273.50 275.01 272.18 272.85 -6.73 221 5,544 +162
Jun13 120601 273.46 273.90 271.75 272.30 -6.48 234 1,372 +30
Total Volume and Open Interest 174,963 317,173 -6,473
Gasoline(NYMEX)
Jul12 120601 272.00 272.14 263.26 265.68 -6.59 64,960 103,981 -762
Aug12 120601 265.20 266.17 257.18 259.44 -7.32 31,436 43,850 +231
Sep12 120601 261.90 261.90 252.30 254.61 -7.83 19,433 40,400 +2,103
Oct12 120601 243.46 243.95 237.51 239.71 -7.99 9,398 22,884 +524
Nov12 120601 243.88 243.88 234.42 236.51 -7.91 5,858 11,477 +714
Dec12 120601 242.19 242.78 232.97 235.11 -7.78 7,067 27,392 +198
Jan13 120601 234.25 237.75 234.25 234.90 -7.69 1,335 8,903 +467
Feb13 120601 236.74 236.74 235.66 236.10 -7.58 612 3,560 +45
Mar13 120601 238.96 238.96 237.50 237.94 -7.45 1,802 3,531 +128
Apr13 120601 252.80 252.80 251.30 251.94 -7.30 1,572 4,546 -309
Total Volume and Open Interest 177,879 284,576 -4,893
e-miNY RBOB Gasoline(NYM)
Jul12 120601 265.70 265.70 265.68 265.70 -6.60      
Aug12 120601 259.40 259.44 259.40 259.40 -7.40      
Sep12 120601 254.60 254.61 254.60 254.60 -7.80      
Oct12 120601 239.70 239.71 239.70 239.70 -8.00      
Total Volume and Open Interest      
Natural Gas(NYM)
Jul12 120601 2.408 2.415 2.313 2.326 -0.096 139,175 267,002 +1,955
Aug12 120601 2.461 2.463 2.374 2.387 -0.094 36,680 108,995 +4,400
Sep12 120601 2.506 2.506 2.424 2.437 -0.094 32,995 168,583 +164
Oct12 120601 2.583 2.589 2.511 2.527 -0.085 28,662 150,206 +576
Nov12 120601 2.820 2.820 2.761 2.779 -0.072 17,858 86,539 +2,769
Dec12 120601 3.141 3.141 3.077 3.090 -0.066 10,723 53,747 +864
Jan13 120601 3.271 3.278 3.228 3.244 -0.061 15,054 88,623 +2
Feb13 120601 3.269 3.281 3.250 3.266 -0.060 2,354 24,028 +472
Mar13 120601 3.306 3.306 3.231 3.247 -0.059 5,575 38,232 +943
Apr13 120601 3.265 3.265 3.223 3.237 -0.057 6,173 59,521 +739
May13 120601 3.282 3.282 3.259 3.275 -0.053 1,263 15,250 +17
Jun13 120601 3.328 3.331 3.307 3.323 -0.052 491 7,477 +22
Jul13 120601 3.366 3.380 3.355 3.371 -0.051 435 8,196 +73
Aug13 120601 3.385 3.396 3.375 3.389 -0.049 345 7,228 +92
Sep13 120601 3.382 3.392 3.377 3.392 -0.049 300 6,388 +13
Oct13 120601 3.438 3.441 3.419 3.433 -0.048 2,102 28,519 +115
Total Volume and Open Interest 302,369 1,219,453 +13,503
Brent Crude Oil(ICE)
Jul12 120601 101.69 101.95 97.54 98.43 -3.44 225,431 219,980 -5,346
Aug12 120601 101.31 101.50 97.12 97.98 -3.45 90,978 187,469 -1,905
Sep12 120601 100.99 101.15 96.79 97.67 -3.44 61,066 130,419 +40
Oct12 120601 100.61 100.74 96.47 97.34 -3.40 34,198 107,904 -1,222
Nov12 120601 100.15 100.51 96.31 97.18 -3.34 21,273 54,928 -1,296
Dec12 120601 99.95 100.38 96.16 97.03 -3.30 72,370 121,937 -313
Jan13 120601 99.91 100.12 96.24 96.90 -3.24 7,737 23,120 +789
Feb13 120601 99.90 99.90 96.32 96.76 -3.17 4,965 16,543 +548
Mar13 120601 99.70 99.70 96.19 96.64 -3.09 5,491 25,055 +837
Apr13 120601 96.51 96.51 96.51 96.51 -3.02 1,675 10,692 -115
May13 120601 96.36 96.36 96.36 96.36 -2.95 1,248 10,896 +109
Jun13 120601 99.06 99.06 95.33 96.19 -2.88 8,222 47,611 +766
Jul13 120601 96.04 96.04 96.04 96.04 -2.81 669 7,706 +31
Aug13 120601 95.86 95.86 95.86 95.86 -2.74 981 7,728 +326
Total Volume and Open Interest 574,634 1,218,911 -8,762
Gas Oil(ICE)
Jun12 120601 871.00 872.25 841.75 847.75 -23.00 54,607 89,380 -2,207
Jul12 120601 868.00 868.00 836.75 843.00 -23.75 88,933 107,584 +3,510
Aug12 120601 864.75 867.25 835.25 841.75 -24.50 35,743 58,150 -1,619
Sep12 120601 866.00 867.75 836.00 842.25 -25.00 16,142 61,515 +2,220
Oct12 120601 866.25 867.25 837.25 842.75 -25.00 7,236 36,535 +1,826
Nov12 120601 867.00 867.25 840.50 843.00 -24.75 5,861 17,016 -110
Dec12 120601 865.00 867.00 837.00 842.75 -25.00 24,779 59,328 -181
Jan13 120601 865.25 865.25 841.00 843.75 -25.00 3,538 22,373 -477
Feb13 120601 860.75 861.00 841.50 844.00 -25.25 1,953 11,313 +139
Mar13 120601 864.25 864.25 843.50 844.00 -25.00 1,241 13,309 +240
Total Volume and Open Interest 246,614 568,794 +4,156
Ethanol(CBOT)
Jun12 120601 2.029 2.055 1.970 1.975 -0.045 120 158 -63
Jul12 120601 2.019 2.065 1.977 1.991 -0.034 520 1,663 +70
Aug12 120601 2.014 2.055 1.960 1.986 -0.033 543 2,222 -27
Sep12 120601 2.001 2.016 1.947 1.954 -0.040 373 1,461 +16
Oct12 120601 1.956 1.963 1.905 1.911 -0.032 192 1,595 -64
Nov12 120601 1.919 1.942 1.877 1.885 -0.035 168 1,714 +26
Dec12 120601 1.931 1.938 1.875 1.883 -0.032 274 1,173 -1
Jan13 120601 1.937 1.941 1.884 1.890 -0.030 128 1,236 +66
Total Volume and Open Interest 2,404 12,462 +48
WTI Crude Oil(ICE)
Jul12 120601 86.44 86.51 82.29 83.23 -3.30 52,172 65,272 -165
Aug12 120601 86.44 86.81 82.69 83.56 -3.29 15,129 42,222 +166
Sep12 120601 86.73 87.15 83.06 83.89 -3.28 10,145 30,126 +434
Oct12 120601 87.01 87.01 83.68 84.20 -3.25 3,569 14,770 -426
Nov12 120601 87.55 87.65 83.94 84.46 -3.22 1,543 14,580 +166
Dec12 120601 87.06 87.06 84.00 84.71 -3.20 15,314 81,303 -1,331
Jan13 120601 87.28 87.28 84.20 84.95 -3.18 1,474 14,299 +419
Feb13 120601 85.25 85.41 85.05 85.14 -3.15 1,166 7,391 -150
Mar13 120601 87.54 87.54 84.80 85.28 -3.12 516 5,662 +13
Apr13 120601 85.35 85.35 85.35 85.35 -3.08 241 2,824 -13
May13 120601 85.42 85.42 85.42 85.42 -3.02 183 2,130 -40
Jun13 120601 87.56 87.56 84.76 85.48 -2.93 1,722 22,515 -675
Jul13 120601 85.48 85.48 85.48 85.48 -2.84 90 1,442 +5
Aug13 120601 85.46 85.46 85.46 85.46 -2.74 246 2,480 +199
Sep13 120601 85.48 85.48 85.48 85.48 -2.62 36 5,965 -9
Oct13 120601 85.50 85.50 85.50 85.50 -2.52 7 1,103 +1
Total Volume and Open Interest 110,149 435,510 -762
US Dollar Index(ICE)
Jun12 120601 83.210 83.670 82.700 82.973 -0.157 28,931 74,251 -1,176
Sep12 120601 83.640 84.000 83.125 83.342 -0.183 493 1,442 +126
Dec12 120601 83.753 83.753 83.753 83.753 -0.182 0 1 +0
Total Volume and Open Interest 29,424 75,694 -1,050
Australian Dollar(CME)
Jun12 120601 97.13 97.27 95.64 96.71 -0.56 143,895 147,499 +6,151
Sep12 120601 96.36 96.56 94.99 96.02 -0.54 580 1,295 +93
Dec12 120601 96.00 96.00 95.44 95.45 -0.52 0 62 +0
Total Volume and Open Interest 144,475 148,860 +6,244
British Pound(CME)
Jun12 120601 154.04 154.34 152.67 153.72 -0.39 113,892 178,168 -2,527
Sep12 120601 153.83 154.20 152.66 153.66 -0.38 342 727 +44
Dec12 120601 154.18 154.18 153.63 153.67 -0.32 0 55 +0
Total Volume and Open Interest 114,234 178,952 -2,483
Canadian Dollar(CME)
Jun12 120601 96.79 96.83 95.72 96.13 -0.64 120,447 119,605 +3,334
Sep12 120601 96.59 96.61 95.58 95.96 -0.63 795 4,686 +173
Dec12 120601 96.12 96.43 95.50 95.86 -0.57 110 4,991 -16
Mar13 120601 96.00 96.27 95.36 95.77 -0.50 9 552 +9
Total Volume and Open Interest 121,362 130,126 +3,500
Japanese Yen(CME)
Jun12 120601 127.64 128.81 127.05 128.06 +0.39 105,060 149,563 +10,569
Sep12 120601 127.81 128.95 127.24 128.24 +0.42 602 1,733 +193
Dec12 120601 128.36 129.00 128.03 128.47 +0.44 13 140 +13
Total Volume and Open Interest 105,675 151,459 +10,775
Swiss Franc(CME)
Jun12 120601 102.95 103.66 102.35 103.37 +0.37 56,666 71,340 -55
Sep12 120601 103.20 103.85 102.80 103.62 +0.40 282 551 +57
Dec12 120601 103.95 103.95 103.50 103.95 +0.45 1 4 +1
Total Volume and Open Interest 56,949 71,898 +3
EuroFX(CME)
Jun12 120601 123.61 124.53 122.88 124.13 +0.45 363,376 387,439 -1,160
Sep12 120601 123.69 124.64 122.98 124.26 +0.47 3,120 6,341 +1,114
Dec12 120601 123.53 124.61 123.25 124.45 +0.48 28 321 +19
Total Volume and Open Interest 366,526 394,133 -27
Mexican Peso(CME)
Jun12 120601 695.0 700.2 683.8 697.2 -0.2 53,973 135,556 +334
Jul12 120601 695.2 695.5 695.2 695.2 -0.2      
Total Volume and Open Interest 54,425 191,031 +4,380
Brazilian Real(CME)
Jul12 120601 490.00 491.10 485.50 489.20 -3.25 453 2,061 +136
Aug12 120601 485.40 489.80 484.40 486.25 -3.55      
Sep12 120601 484.00 485.00 481.05 483.30 -3.25 584 2,932 +1,014
Oct12 120601 480.35 483.60 480.35 480.35 -3.25      
Total Volume and Open Interest 1,983 21,831 +790
30-Year T-Bonds(CBOT)
Jun12 120601 150~230 152~310 150~090 152~200 +2~110 687,847 133,432 -105,424
Sep12 120601 150~070 152~150 149~290 152~030 +2~120 393,909 659,472 +109,891
Dec12 120601 150~290 153~160 150~190 153~040 +2~170 274 1,820 +137
Total Volume and Open Interest 1,082,030 794,724 +4,604
10-Year T-Notes(CBOT)
Jun12 120601 135~015 135~290 134~290 135~210 +0~240 1,624,141 261,814 -316,105
Sep12 120601 134~025 134~305 133~300 134~235 +0~255 1,102,279 1,814,888 +245,044
Dec12 120601 133~285 133~285 133~030 133~285 +0~255 0 3 +0
Total Volume and Open Interest 2,726,420 2,076,705 -71,061
5-Year T-Notes(CBOT)
Jun12 120601 124~060 124~097 124~048 124~074 +0~026 842,501 207,154 -222,197
Sep12 120601 124~032 124~079 124~024 124~051 +0~027 708,707 1,138,175 +255,767
Dec12 120601 123~075 123~075 123~048 123~075 +0~027      
Total Volume and Open Interest 1,551,208 1,345,329 +33,570
2 Year T-Notes(CBOT)
Jun12 120601 110~031 110~038 110~029 110~036 +0~003 405,411 146,845 -132,020
Sep12 120601 110~026 110~034 110~023 110~031 +0~005 399,048 798,913 +129,219
Dec12 120601 109~097 109~097 109~092 109~097 +0~005      
Total Volume and Open Interest 804,459 945,758 -2,801
Eurodollars(CME)
Jun12 120601 99.525 99.525 99.512 99.520 -0.005 181,739 963,614 -10,046
Sep12 120601 99.445 99.450 99.395 99.425 -0.020 260,538 927,236 -10,494
Dec12 120601 99.390 99.395 99.340 99.370 -0.020 222,536 946,993 +5,260
Mar13 120601 99.375 99.375 99.325 99.355 -0.015 176,967 657,364 +4,989
Jun13 120601 99.355 99.365 99.320 99.345 -0.010 162,250 703,281 -80
Sep13 120601 99.350 99.360 99.320 99.345 unch 163,095 617,582 +1,724
Dec13 120601 99.320 99.350 99.305 99.330 +0.010 148,260 603,112 +6,561
Mar14 120601 99.305 99.345 99.290 99.320 +0.020 142,041 613,535 +9,041
Jun14 120601 99.255 99.320 99.245 99.280 +0.030 128,525 481,243 +18,953
Sep14 120601 99.195 99.270 99.185 99.225 +0.040 86,731 322,755 -230
Dec14 120601 99.105 99.195 99.095 99.140 +0.050 89,559 333,190 +10,289
Mar15 120601 99.020 99.115 99.010 99.060 +0.060 64,398 285,023 +99
Jun15 120601 0.601 0.706 0.586 0.651 +0.070 77,144 254,571 +9,560
Sep15 120601 0.476 0.591 0.461 0.531 +0.075 46,891 196,706 -3,569
Dec15 120601 0.341 0.461 0.321 0.401 +0.085 37,583 160,833 -1,463
Mar16 120601 0.216 0.351 0.201 0.286 +0.095 27,125 99,357 -2,147
Jun16 120601 0.086 0.226 0.066 0.156 +0.100 18,171 104,918 +177
Sep16 120601 6.505 0.096 6.480 0.026 -6.449 13,303 81,424 +304
Total Volume and Open Interest 2,078,417 8,612,164 +41,303
30 Day Federal Funds(CBOT)
Jun12 120601 99.840 99.845 99.835 99.845 unch 3,207 44,039 +1,701
Jul12 120601 99.840 99.845 99.835 99.840 unch 3,186 50,375 -121
Aug12 120601 99.835 99.845 99.835 99.840 +0.005 2,124 43,185 +130
Sep12 120601 99.830 99.845 99.830 99.840 +0.010 1,899 35,528 +82
Oct12 120601 99.835 99.845 99.830 99.840 +0.010 1,452 51,547 -522
Nov12 120601 99.830 99.845 99.830 99.840 +0.010 1,302 30,061 -49
Total Volume and Open Interest 31,969 538,081 -1,776
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Jun12 120601 99.670 99.670 99.670 99.670 unch 0 263 +0
Sep12 120601 99.673 99.673 99.673 99.673 +0.003      
Dec12 120601 99.670 99.670 99.670 99.670 +0.002      
Mar13 120601 99.670 99.670 99.670 99.670 +0.002      
Jun13 120601 99.665 99.665 99.665 99.665 +0.005      
Sep13 120601 99.665 99.665 99.665 99.665 +0.005      
Dec13 120601 99.670 99.670 99.670 99.670 +0.005      
Mar14 120601 99.670 99.670 99.670 99.670 +0.005      
Jun14 120601 99.530 99.530 99.530 99.530 +0.005      
Sep14 120601 99.390 99.390 99.390 99.390 +0.005      
Total Volume and Open Interest 0 263 +0
3-Mth Euro-Yen(SGX)
Jun12 120601 99.67 99.67 99.67 99.67 unch 0 2,542 +0
Sep12 120601 99.67 99.67 99.67 99.67 +0.00 0 697 +0
Dec12 120601 99.67 99.67 99.67 99.67 +0.00 0 519 +0
Mar13 120601 99.67 99.67 99.67 99.67 +0.00 0 181 +0
Jun13 120601 99.67 99.67 99.67 99.67 +0.00 0 206 +0
Sep13 120601 99.67 99.67 99.67 99.67 +0.00 0 305 +0
Dec13 120601 99.67 99.67 99.67 99.67 +0.00 0 564 +0
Mar14 120601 99.67 99.67 99.67 99.67 +0.00 0 344 +0
Total Volume and Open Interest 0 5,358 +0
Japanese Gov't Bonds(SGX)
Jun12 120601 143.54 144.01 143.54 144.01 +0.45 6,987 26,983 +612
Sep12 120601 143.35 143.87 143.35 143.84 +0.47 165 381 +123
Dec12 120601 143.10 143.10 142.71 142.71 +0.47 0 4 +0
Total Volume and Open Interest 7,152 27,368 +735
Euro-Bund(EUREX)
Jun12 120601 145.89 146.89 145.84 146.34 +0.31 1,206,133 919,795 -25,012
Sep12 120601 144.94 145.97 144.90 145.40 +0.33 179,131 150,627 +27,005
Dec12 120601 143.93 143.93 143.93 143.93 +0.31 411 16 -7
Total Volume and Open Interest 1,385,675 1,070,438 +1,986
Euro-Bobl(EUREX)
Jun12 120601 126.92 127.21 126.86 127.06 +0.11 666,456 644,466 -36,368
Sep12 120601 127.52 127.80 127.43 127.62 +0.13 95,389 125,853 +31,847
Dec12 120601 127.01 127.01 127.01 127.01 +0.11      
Total Volume and Open Interest 761,845 770,319 -4,521
3-Mth Euribor(EUREX)
Jun12 120601 99.395 99.395 99.395 99.395 +0.010 53 1,879 +0
Sep12 120601 99.445 99.445 99.445 99.445 -0.010 0 1,559 +0
Dec12 120601 99.455 99.455 99.455 99.455 unch 0 932 +0
Total Volume and Open Interest 53 6,024 +0
Long Gilt(LIFFE)
Jun12 120601 121~20 122~29 121~13 122~02 +0~12 26,803 31,698 -20,323
Sep12 120601 120~17 121~28 120~11 120~31 +0~12 182,624 314,046 +8,832
Total Volume and Open Interest 209,427 345,744 -11,491
3-Mth Short Sterling(LIFFE)
Jun12 120601 99.02 99.04 99.01 99.03 +0.01 38,637 230,904 +5,061
Sep12 120601 99.05 99.07 99.03 99.05 -0.01 80,480 304,776 -3,645
Dec12 120601 99.07 99.12 99.05 99.08 +0.01 77,438 321,064 +1,671
Mar13 120601 99.09 99.18 99.08 99.13 +0.03 73,111 304,923 +987
Jun13 120601 99.12 99.21 99.10 99.15 +0.04 80,712 299,710 +6,359
Sep13 120601 99.13 99.21 99.11 99.15 +0.04 101,648 311,899 +7,166
Total Volume and Open Interest 667,552 2,649,475 +10,923
3-Mth Euribor(LIFFE)
Jun12 120601 99.385 99.400 99.380 99.395 +0.010 99,796 550,292 +5,157
Sep12 120601 99.455 99.465 99.435 99.445 -0.010 113,826 495,922 +2,783
Dec12 120601 99.455 99.475 99.435 99.455 unch 87,392 464,025 +12,813
Total Volume and Open Interest 651,247 3,520,802 +53,031
3-Mth Aus T-Bills(SFE)
Jun12 120601 96.66 96.72 96.64 96.69 +0.01 25,707 114,925 -5,638
Sep12 120601 97.17 97.24 97.13 97.21 +0.02 42,693 208,858 +5,048
Dec12 120601 97.31 97.40 97.28 97.36 +0.03 39,573 167,737 +6,611
Mar13 120601 97.25 97.35 97.23 97.32 +0.04 13,190 99,169 +2,681
Jun13 120601 97.11 97.25 97.10 97.22 +0.07 6,467 71,379 +588
Sep13 120601 96.99 97.12 96.97 97.09 +0.07 4,837 53,311 -76
Dec13 120601 96.88 97.04 96.85 96.99 +0.08 6,342 34,775 -524
Mar14 120601 96.80 96.94 96.77 96.91 +0.09 2,032 24,796 -342
Jun14 120601 96.69 96.86 96.68 96.83 +0.08 1,162 4,562 +1,066
Sep14 120601 96.63 96.78 96.59 96.74 +0.09 3 760 +0
Total Volume and Open Interest 142,044 780,740 +9,422
10-Year Aus T-Bonds(SFE)
Jun12 120601 97.12 97.23 97.10 97.22 +0.08 90,557 398,890 +1,200
Sep12 120601 97.06 97.17 97.06 97.17 +0.08 12 25 +12
Total Volume and Open Interest 90,569 398,915 +1,212
3-Year Aus T-Bonds(SFE)
Jun12 120601 97.84 97.97 97.81 97.95 +0.09 301,897 546,982 +25,125
Sep12 120601 97.93 97.98 97.89 97.98 +0.11 0 1 +0
Total Volume and Open Interest 301,897 546,983 +25,125
Gold(CMX)
Jun12 120601 1560.0 1630.0 1545.5 1620.5 +57.9 79,887 9,171 -30,095
Aug12 120601 1561.8 1632.0 1545.5 1622.1 +57.9 273,695 224,279 +26,067
Oct12 120601 1560.2 1632.8 1548.3 1624.3 +57.9 4,824 13,749 +2,394
Dec12 120601 1566.3 1635.6 1551.0 1626.6 +57.9 8,328 71,674 +833
Feb13 120601 1555.0 1632.5 1551.9 1628.7 +58.0 877 20,278 +547
Apr13 120601 1563.0 1630.7 1563.0 1630.7 +58.1 337 13,132 +209
Jun13 120601 1578.6 1637.7 1578.6 1632.9 +58.3 971 15,332 +203
Aug13 120601 1600.5 1635.2 1600.5 1635.2 +58.4 0 2,170 +0
Oct13 120601 1637.8 1637.8 1637.8 1637.8 +58.5 0 890 +0
Dec13 120601 1622.0 1650.0 1622.0 1640.5 +58.6 98 9,056 +16
Feb14 120601 1643.2 1643.2 1643.2 1643.2 +58.7 0 6 +0
Apr14 120601 1645.9 1645.9 1645.9 1645.9 +58.7      
Total Volume and Open Interest 371,042 420,245 +259
Silver(CMX)
Jul12 120601 2768.5 2868.0 2717.0 2851.2 +75.5 47,762 58,642 +478
Sep12 120601 2775.5 2870.0 2728.5 2856.7 +75.5 3,147 11,310 +1,156
Dec12 120601 2770.0 2878.0 2730.0 2863.0 +75.7 1,230 18,641 +288
Mar13 120601 2770.5 2872.0 2743.5 2865.6 +75.3 28 3,047 +4
May13 120601 2867.1 2867.1 2867.1 2867.1 +75.7 50 1,978 +0
Jul13 120601 2868.5 2868.5 2868.5 2868.5 +75.6 100 3,058 +85
Sep13 120601 2868.5 2868.5 2868.5 2868.5 +75.6 2 1,750 +2
Total Volume and Open Interest 52,568 116,027 +2,082
Platinum(NYMEX)
Jul12 120601 1414.0 1447.6 1388.8 1433.2 +15.6 15,070 43,580 +1,059
Oct12 120601 1414.8 1452.0 1393.3 1437.8 +15.8 1,183 6,152 +674
Jan13 120601 1420.1 1452.2 1400.2 1441.0 +15.6 27 433 +6
Apr13 120601 1444.5 1444.5 1444.5 1444.5 +16.0 2 22 +2
Total Volume and Open Interest 16,282 50,190 +1,741
Palladium(NYMEX)
Jun12 120601 605.65 614.15 605.65 612.30 +0.20 3,272 915 -2,818
Sep12 120601 614.45 617.95 597.15 614.00 +0.10 6,214 22,633 +2,139
Dec12 120601 609.00 615.20 609.00 615.20 +0.05 16 104 +15
Total Volume and Open Interest 9,509 23,666 -658
Copper(CMX)
Jul12 120601 335.75 337.75 330.00 331.35 -5.20 73,952 79,705 +347
Sep12 120601 336.75 338.50 331.00 332.30 -5.05 8,546 28,251 +891
Dec12 120601 338.00 338.00 332.10 333.30 -4.95 1,301 23,323 +455
Mar13 120601 335.00 336.30 333.00 334.20 -4.80 280 6,356 +241
May13 120601 335.50 335.50 334.65 334.65 -4.70 1 928 +0
Total Volume and Open Interest 85,643 150,045 +1,854
DJIA Index(CBOT)
Jun12 120601 12362 12362 12100 12103 -280 2,122 19,465 +1,977
Sep12 120601 12238 12238 12030 12030 -282 3 15 +3
Dec12 120601 11955 12237 11955 11955 -282 0 1 +0
Mar13 120601 11888 12170 11888 11888 -282      
Total Volume and Open Interest 2,125 19,481 +1,980
E-mini DJIA Index(CBOT)
Jun12 120601 12370 12380 12095 12103 -280 192,577 104,721 +5,290
Sep12 120601 12298 12318 12024 12030 -282 239 3,163 +151
Dec12 120601 12100 12100 11955 11955 -282 0 22 +0
Mar13 120601 11888 11888 11888 11888 -282 1 1 +1
Total Volume and Open Interest 192,817 107,907 +5,442
S & P 500(CME)
Jun12 120601 1306.50 1307.20 1273.50 1273.90 -35.30 14,882 259,152 +2,635
Sep12 120601 1282.50 1284.40 1267.20 1267.20 -35.40 535 8,984 +150
Dec12 120601 1262.00 1263.00 1260.70 1260.70 -35.40 47 7,623 +25
Mar13 120601 1254.30 1256.70 1254.30 1254.30 -35.40 0 150 +0
Total Volume and Open Interest 15,464 275,923 +2,810
S & P 500 E-Mini(Globex)
Jun12 120601 1306.25 1307.50 1273.50 1274.00 -35.25 2,313,731 2,979,748 +20,148
Sep12 120601 1300.25 1301.00 1267.00 1267.25 -35.25 7,947 77,698 +3,272
Total Volume and Open Interest 2,322,061 3,064,098 +23,720
NASDAQ 100(CME)
Jun12 120601 2521.50 2521.50 2454.00 2455.00 -69.00 1,280 22,965 +250
Sep12 120601 2473.00 2473.50 2449.30 2449.30 -69.00 1 83 +0
Dec12 120601 2442.50 2511.50 2442.50 2442.50 -69.00      
Total Volume and Open Interest 1,281 23,048 +250
NASDAQ 100 E-Mini(Globex)
Jun12 120601 2520.00 2522.00 2454.00 2455.00 -69.00 307,814 384,421 +5,549
Sep12 120601 2516.00 2516.30 2448.80 2449.30 -69.00 822 1,374 +696
Total Volume and Open Interest 308,638 385,816 +6,247
S & P Midcap 400(CME)
Jun12 120601 901.50 901.50 895.00 895.00 -29.80 23 2,831 -3
Sep12 120601 892.20 921.50 892.20 892.20 -29.30      
Dec12 120601 890.20 919.50 890.20 890.20 -29.30      
Total Volume and Open Interest 23 2,831 -3
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun12 120601 8495 8495 8250 8255 -230 4,872 34,879 +42
Sep12 120601 8470 8500 8260 8265 -235 55 109 -2
Total Volume and Open Interest 4,927 34,988 +40
Nikkei 225(SGX)
Jun12 120601 8545 8570 8420 8430 -105 104,529 249,238 -3,148
Sep12 120601 8540 8560 8415 8420 -105 8,157 17,825 +5,419
Dec12 120601 8360 8360 8360 8360 -105 0 5,907 +0
Total Volume and Open Interest 113,068 278,463 +2,462
CAC 40(EURONEXT)
Jun12 120601 3006.5 3017.5 2907.0 2935.5 -64.5 161,530 339,767 +8,747
Jul12 120601 3005.0 3005.0 2898.5 2925.0 -64.5 467 11,795 +419
Aug12 120601 2925.5 2925.5 2925.5 2925.5 -64.5      
Total Volume and Open Interest 162,011 351,736 +9,167
Hang Seng Index(HKFE)
Jun12 120601 18200 18528 18200 18420 -110 91,185 118,038 +13,632
Jul12 120601 18211 18523 18211 18409 -121      
Total Volume and Open Interest 108,772 149,497  
DAX(EUREX)
Jun12 120601 6245.0 6261.5 6008.5 6064.5 -174.5 221,381 191,444 +2,092
Sep12 120601 6258.0 6262.5 6016.0 6068.0 -175.5 1,945 11,817 +840
Dec12 120601 6266.0 6266.0 6022.5 6072.0 -175.0 328 1,993 -28
Total Volume and Open Interest 223,654 205,254 +2,904
FT-SE 100(EURONEXT)
Jun12 120601 5324.00 5342.50 5215.00 5253.50 -35.00 173,196 589,273 -895
Sep12 120601 5280.00 5292.00 5176.00 5208.50 -35.50 3,997 14,817 +2,611
Dec12 120601 5178.00 5185.50 5174.50 5185.50 -36.00 0 345 +0
Total Volume and Open Interest 177,193 604,435 +1,716
SPI 200(SFE)
Jun12 120601 4078.0 4090.0 4035.0 4070.0 -3.0 41,696 217,602 +1,475
Sep12 120601 4033.0 4038.0 3998.0 4029.0 -4.0 89 4,223 +69
Dec12 120601 4006.0 4020.0 4002.0 4020.0 -4.0 140 3,533 +140
Total Volume and Open Interest 41,950 226,878 +1,709
GSCI(CME)
Jun12 120601 582.50 585.00 577.25 580.50 -16.80 196 8,770 -64
Jul12 120601 578.50 583.50 575.75 578.50 -17.30 119 246 +81
Aug12 120601 578.50 578.50 575.75 578.50 -17.50      
Total Volume and Open Interest 315 9,016 +17
Reuters CCI(ICE)
Jun12 120601 268.40 268.40 268.40 268.40 -4.70      
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.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

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