|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed June 27, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul12 |
120627 |
1471.50 |
1497.50 |
1467.00 |
1471.00 |
+0.50 |
52,669 |
58,498 |
-18,137 |
Aug12 |
120627 |
1455.50 |
1481.50 |
1452.00 |
1456.00 |
+0.50 |
32,104 |
77,232 |
-196 |
Sep12 |
120627 |
1426.25 |
1450.50 |
1421.25 |
1426.00 |
+0.25 |
8,867 |
27,675 |
-466 |
Nov12 |
120627 |
1415.50 |
1439.75 |
1408.75 |
1412.00 |
-1.25 |
154,826 |
359,572 |
+12,108 |
Jan13 |
120627 |
1412.75 |
1437.25 |
1407.75 |
1411.00 |
-1.25 |
14,577 |
67,199 |
+2,409 |
Mar13 |
120627 |
1372.50 |
1392.00 |
1363.00 |
1365.25 |
-5.25 |
14,065 |
75,871 |
+277 |
May13 |
120627 |
1340.00 |
1363.25 |
1333.50 |
1336.50 |
-3.75 |
12,108 |
48,956 |
+13 |
Jul13 |
120627 |
1340.00 |
1359.25 |
1331.25 |
1333.75 |
-3.50 |
6,675 |
34,737 |
-657 |
Aug13 |
120627 |
1336.50 |
1346.75 |
1323.25 |
1323.25 |
-3.50 |
8 |
188 |
-1 |
Sep13 |
120627 |
1297.75 |
1298.50 |
1282.50 |
1282.50 |
-1.50 |
7 |
323 |
+0 |
Nov13 |
120627 |
1250.00 |
1272.50 |
1242.00 |
1244.25 |
-4.25 |
1,291 |
18,719 |
+104 |
Jan14 |
120627 |
1251.00 |
1255.25 |
1251.00 |
1251.00 |
-4.25 |
3 |
188 |
+0 |
Mar14 |
120627 |
1247.00 |
1251.25 |
1247.00 |
1247.00 |
-4.25 |
0 |
3 |
+0 |
May14 |
120627 |
1247.00 |
1251.25 |
1247.00 |
1247.00 |
-4.25 |
0 |
1 |
+0 |
Total Volume and Open Interest |
297,235 |
769,831 |
-4,528 |
Soybean Meal(CBOT) |
Jul12 |
120627 |
427.20 |
433.50 |
425.70 |
428.00 |
+0.80 |
22,176 |
24,826 |
-8,257 |
Aug12 |
120627 |
424.20 |
430.00 |
421.80 |
423.70 |
-0.50 |
24,484 |
46,965 |
+1,221 |
Sep12 |
120627 |
419.50 |
425.00 |
415.90 |
417.60 |
-1.10 |
6,275 |
25,604 |
+829 |
Oct12 |
120627 |
415.50 |
422.00 |
412.10 |
413.50 |
-1.60 |
4,592 |
18,940 |
+1,277 |
Dec12 |
120627 |
414.20 |
420.50 |
410.80 |
412.10 |
-1.00 |
42,418 |
118,167 |
+9,195 |
Jan13 |
120627 |
409.10 |
415.30 |
406.40 |
407.20 |
-1.50 |
1,489 |
7,992 |
+86 |
Mar13 |
120627 |
390.30 |
394.00 |
383.90 |
384.60 |
-3.20 |
1,368 |
10,845 |
+219 |
May13 |
120627 |
374.00 |
380.40 |
370.20 |
371.00 |
-3.00 |
1,086 |
7,693 |
+159 |
Jul13 |
120627 |
371.50 |
378.30 |
369.00 |
369.80 |
-1.90 |
921 |
8,328 |
+151 |
Aug13 |
120627 |
368.40 |
373.30 |
365.80 |
365.80 |
-1.00 |
9 |
367 |
+4 |
Total Volume and Open Interest |
104,980 |
275,888 |
+4,916 |
Soybean Oil(CBOT) |
Jul12 |
120627 |
50.87 |
51.74 |
50.65 |
51.36 |
+0.48 |
39,550 |
32,678 |
-8,879 |
Aug12 |
120627 |
51.05 |
51.93 |
50.82 |
51.54 |
+0.48 |
27,135 |
64,924 |
-1,897 |
Sep12 |
120627 |
51.27 |
52.14 |
51.08 |
51.72 |
+0.45 |
14,045 |
36,822 |
+2,377 |
Oct12 |
120627 |
51.45 |
52.24 |
51.24 |
51.84 |
+0.42 |
2,796 |
16,189 |
+109 |
Dec12 |
120627 |
51.73 |
52.64 |
51.56 |
52.20 |
+0.43 |
47,848 |
139,610 |
+781 |
Jan13 |
120627 |
52.35 |
52.88 |
52.05 |
52.48 |
+0.43 |
1,115 |
16,575 |
+414 |
Mar13 |
120627 |
52.41 |
53.25 |
52.36 |
52.81 |
+0.43 |
1,497 |
17,763 |
+55 |
May13 |
120627 |
52.73 |
53.48 |
52.58 |
53.06 |
+0.43 |
1,250 |
11,382 |
-16 |
Jul13 |
120627 |
52.83 |
53.66 |
52.66 |
53.25 |
+0.44 |
608 |
6,341 |
+81 |
Aug13 |
120627 |
53.60 |
53.60 |
52.87 |
53.30 |
+0.43 |
5 |
1,009 |
-3 |
Total Volume and Open Interest |
136,019 |
349,097 |
-6,936 |
Canola(WCE) |
Jul12 |
120627 |
632.1 |
645.1 |
632.1 |
642.3 |
+11.3 |
2,098 |
10,083 |
-2,223 |
Nov12 |
120627 |
585.0 |
594.9 |
585.0 |
589.0 |
+4.9 |
17,286 |
153,838 |
+3,486 |
Jan13 |
120627 |
589.1 |
597.4 |
589.1 |
592.1 |
+5.4 |
3,865 |
23,822 |
+461 |
Mar13 |
120627 |
589.0 |
596.8 |
589.0 |
591.4 |
+4.7 |
1,659 |
10,962 |
+300 |
May13 |
120627 |
588.9 |
597.0 |
588.9 |
590.6 |
+4.8 |
1,125 |
14,117 |
+678 |
Total Volume and Open Interest |
26,629 |
216,897 |
+2,953 |
Corn(CBOT) |
Jul12 |
120627 |
645.50 |
670.00 |
641.25 |
649.50 |
+3.50 |
113,321 |
117,167 |
-23,225 |
Sep12 |
120627 |
618.00 |
649.25 |
612.00 |
627.50 |
+8.00 |
80,116 |
331,636 |
+7,033 |
Dec12 |
120627 |
622.75 |
656.75 |
617.25 |
633.00 |
+9.00 |
145,963 |
420,013 |
+1,525 |
Mar13 |
120627 |
632.50 |
665.50 |
626.75 |
641.75 |
+8.25 |
17,706 |
85,817 |
+2,723 |
May13 |
120627 |
638.00 |
668.75 |
632.00 |
645.75 |
+7.50 |
9,392 |
17,329 |
+1,377 |
Jul13 |
120627 |
640.50 |
672.00 |
636.25 |
649.75 |
+6.75 |
17,137 |
47,707 |
+3,340 |
Sep13 |
120627 |
597.25 |
615.00 |
592.50 |
599.75 |
-1.50 |
720 |
4,977 |
-55 |
Dec13 |
120627 |
568.75 |
581.00 |
561.00 |
572.75 |
+4.00 |
9,360 |
43,459 |
-1,274 |
Mar14 |
120627 |
580.00 |
586.25 |
578.50 |
581.75 |
+3.25 |
142 |
812 |
+8 |
May14 |
120627 |
585.50 |
590.00 |
583.75 |
587.00 |
+3.25 |
44 |
310 |
+30 |
Total Volume and Open Interest |
394,105 |
1,073,768 |
-8,503 |
Wheat(CBOT) |
Jul12 |
120627 |
727.50 |
744.75 |
721.50 |
732.00 |
+3.00 |
48,234 |
28,496 |
-14,951 |
Sep12 |
120627 |
746.00 |
763.50 |
739.50 |
751.25 |
+4.25 |
77,965 |
157,366 |
+3,720 |
Dec12 |
120627 |
764.75 |
783.25 |
759.00 |
772.25 |
+6.00 |
45,243 |
135,823 |
+1,901 |
Mar13 |
120627 |
778.75 |
795.75 |
773.50 |
786.00 |
+4.75 |
8,333 |
37,236 |
+1,545 |
May13 |
120627 |
778.00 |
796.50 |
778.00 |
791.75 |
+7.50 |
1,341 |
12,502 |
+118 |
Jul13 |
120627 |
780.00 |
796.25 |
775.00 |
793.00 |
+9.25 |
3,961 |
28,771 |
+447 |
Total Volume and Open Interest |
186,896 |
412,303 |
-6,100 |
Wheat(KCBT) |
Jul12 |
120627 |
733.00 |
751.75 |
728.50 |
744.00 |
+8.25 |
13,401 |
15,482 |
-6,771 |
Sep12 |
120627 |
750.00 |
767.50 |
744.50 |
760.00 |
+8.50 |
15,215 |
68,711 |
+3,843 |
Dec12 |
120627 |
773.00 |
790.25 |
767.00 |
783.00 |
+8.75 |
7,638 |
37,760 |
+199 |
Mar13 |
120627 |
783.75 |
804.00 |
781.50 |
797.75 |
+9.75 |
1,830 |
9,111 |
+445 |
May13 |
120627 |
786.75 |
805.50 |
786.25 |
804.00 |
+11.00 |
592 |
4,716 |
+143 |
Jul13 |
120627 |
794.00 |
807.25 |
790.00 |
807.00 |
+12.50 |
1,324 |
11,480 |
+132 |
Total Volume and Open Interest |
40,215 |
147,845 |
-1,886 |
Wheat(MGE) |
Jul12 |
120627 |
850.00 |
876.25 |
842.00 |
844.25 |
-8.75 |
837 |
2,516 |
-535 |
Sep12 |
120627 |
823.00 |
850.00 |
821.25 |
835.25 |
+8.75 |
2,889 |
15,457 |
+92 |
Dec12 |
120627 |
829.00 |
855.25 |
828.00 |
840.50 |
+7.75 |
1,658 |
10,880 |
+172 |
Mar13 |
120627 |
835.00 |
862.00 |
835.00 |
847.00 |
+7.25 |
136 |
2,507 |
+3 |
May13 |
120627 |
849.25 |
864.00 |
849.25 |
852.50 |
+6.00 |
9 |
474 |
-1 |
Total Volume and Open Interest |
5,596 |
32,119 |
-234 |
Oats(CBOT) |
Jul12 |
120627 |
352.00 |
371.00 |
346.00 |
347.75 |
-11.00 |
439 |
1,137 |
-179 |
Sep12 |
120627 |
329.50 |
341.50 |
329.25 |
337.50 |
+8.25 |
265 |
2,595 |
+43 |
Dec12 |
120627 |
324.00 |
345.50 |
324.00 |
345.25 |
+18.25 |
633 |
7,082 |
-9 |
Mar13 |
120627 |
342.00 |
350.75 |
330.75 |
350.75 |
+20.00 |
0 |
96 |
+0 |
Total Volume and Open Interest |
1,337 |
10,910 |
-145 |
Rough Rice(CBOT) |
Jul12 |
120627 |
14.82 |
14.92 |
14.74 |
14.74 |
-0.03 |
933 |
4,873 |
-467 |
Sep12 |
120627 |
15.09 |
15.20 |
14.99 |
15.01 |
-0.02 |
1,044 |
8,326 |
+366 |
Nov12 |
120627 |
15.31 |
15.43 |
15.25 |
15.27 |
-0.02 |
41 |
2,081 |
+31 |
Jan13 |
120627 |
15.54 |
15.60 |
15.53 |
15.53 |
-0.02 |
0 |
112 |
+0 |
Total Volume and Open Interest |
2,018 |
15,515 |
-70 |
Live Cattle(CME) |
Jun12 |
120627 |
115.650 |
116.680 |
115.080 |
116.400 |
+1.150 |
1,233 |
3,672 |
-779 |
Aug12 |
120627 |
115.730 |
117.785 |
115.330 |
117.250 |
+1.770 |
17,950 |
138,211 |
-404 |
Oct12 |
120627 |
120.100 |
122.035 |
119.650 |
121.285 |
+1.435 |
9,954 |
78,368 |
+1,454 |
Dec12 |
120627 |
123.450 |
125.300 |
122.930 |
124.635 |
+1.485 |
6,839 |
58,747 |
+1,283 |
Feb13 |
120627 |
125.785 |
127.600 |
125.385 |
127.035 |
+1.335 |
2,519 |
24,921 |
+104 |
Apr13 |
120627 |
127.700 |
129.300 |
127.150 |
128.700 |
+1.000 |
701 |
9,712 |
-28 |
Total Volume and Open Interest |
39,320 |
317,131 |
+1,631 |
Feeder Cattle(CME) |
Aug12 |
120627 |
147.950 |
149.785 |
145.575 |
148.850 |
+1.150 |
3,870 |
18,934 |
-374 |
Sep12 |
120627 |
150.435 |
152.500 |
148.300 |
151.900 |
+1.650 |
952 |
6,359 |
-47 |
Oct12 |
120627 |
151.650 |
153.750 |
149.630 |
152.850 |
+1.400 |
1,069 |
4,763 |
+60 |
Nov12 |
120627 |
152.825 |
154.985 |
150.800 |
154.380 |
+1.730 |
585 |
3,566 |
-30 |
Jan13 |
120627 |
153.100 |
155.500 |
151.380 |
155.130 |
+1.930 |
170 |
2,334 |
+3 |
Mar13 |
120627 |
153.600 |
156.825 |
152.500 |
156.650 |
+1.500 |
45 |
465 |
+4 |
Apr13 |
120627 |
154.550 |
157.800 |
153.750 |
157.800 |
+1.450 |
1 |
61 |
+1 |
Total Volume and Open Interest |
6,694 |
36,509 |
-381 |
Lean Hogs(CME) |
Jul12 |
120627 |
93.400 |
96.285 |
93.080 |
95.580 |
+1.930 |
10,944 |
30,768 |
-1,144 |
Aug12 |
120627 |
88.950 |
92.000 |
88.150 |
91.700 |
+2.700 |
20,976 |
79,248 |
+1,738 |
Oct12 |
120627 |
79.650 |
81.385 |
79.035 |
81.050 |
+1.370 |
11,794 |
49,660 |
-976 |
Dec12 |
120627 |
77.225 |
78.400 |
76.850 |
78.300 |
+1.120 |
6,485 |
49,313 |
-881 |
Feb13 |
120627 |
79.900 |
80.900 |
79.725 |
80.450 |
+0.500 |
1,837 |
20,819 |
-24 |
Apr13 |
120627 |
82.650 |
83.800 |
82.385 |
83.680 |
+0.830 |
1,652 |
12,401 |
+180 |
May13 |
120627 |
87.100 |
87.900 |
87.100 |
87.900 |
+0.800 |
33 |
621 |
+2 |
Jun13 |
120627 |
88.700 |
89.650 |
88.600 |
89.300 |
+0.400 |
315 |
7,695 |
+65 |
Total Volume and Open Interest |
54,094 |
253,150 |
-1,024 |
Class III Milk(CME) |
Jun12 |
120627 |
15.65 |
15.66 |
15.63 |
15.64 |
-0.02 |
13 |
4,480 |
+1 |
Jul12 |
120627 |
16.96 |
17.20 |
16.96 |
17.05 |
-0.01 |
208 |
4,059 |
-71 |
Aug12 |
120627 |
17.49 |
17.70 |
17.40 |
17.48 |
-0.03 |
208 |
4,316 |
+58 |
Sep12 |
120627 |
17.58 |
17.68 |
17.52 |
17.61 |
+0.04 |
178 |
3,260 |
+54 |
Oct12 |
120627 |
17.50 |
17.60 |
17.47 |
17.50 |
unch |
156 |
2,887 |
+82 |
Total Volume and Open Interest |
1,002 |
25,605 |
+257 |
Cocoa(ICE) |
Jul12 |
120627 |
2147 |
2226 |
2147 |
2226 |
+77 |
8 |
74 |
-8 |
Sep12 |
120627 |
2141 |
2254 |
2141 |
2232 |
+83 |
8,263 |
74,495 |
+306 |
Dec12 |
120627 |
2160 |
2262 |
2155 |
2242 |
+81 |
2,613 |
35,809 |
+489 |
Mar13 |
120627 |
2170 |
2275 |
2170 |
2253 |
+77 |
1,961 |
28,465 |
+91 |
May13 |
120627 |
2184 |
2280 |
2184 |
2266 |
+76 |
929 |
12,352 |
-279 |
Jul13 |
120627 |
2200 |
2294 |
2200 |
2278 |
+74 |
265 |
6,075 |
+90 |
Sep13 |
120627 |
2257 |
2301 |
2250 |
2287 |
+74 |
110 |
3,968 |
+66 |
Total Volume and Open Interest |
14,824 |
171,121 |
+877 |
Coffee "C"(ICE) |
Jul12 |
120627 |
164.95 |
168.10 |
163.40 |
164.50 |
-0.90 |
277 |
542 |
-170 |
Sep12 |
120627 |
165.75 |
168.55 |
162.75 |
164.85 |
-0.90 |
10,611 |
79,278 |
-408 |
Dec12 |
120627 |
169.00 |
171.65 |
166.00 |
168.10 |
-0.85 |
2,356 |
34,378 |
-129 |
Mar13 |
120627 |
171.65 |
175.25 |
170.00 |
171.65 |
-0.75 |
403 |
16,736 |
+151 |
May13 |
120627 |
173.25 |
176.80 |
172.50 |
174.00 |
-0.80 |
87 |
4,460 |
+11 |
Jul13 |
120627 |
177.60 |
179.30 |
176.50 |
176.50 |
-0.85 |
66 |
3,547 |
+7 |
Total Volume and Open Interest |
13,813 |
140,394 |
-528 |
Orange Juice(ICE) |
Jul12 |
120627 |
117.00 |
119.95 |
117.00 |
118.95 |
+1.50 |
1,162 |
3,944 |
-1,069 |
Sep12 |
120627 |
112.25 |
114.90 |
110.60 |
113.45 |
+2.30 |
1,201 |
11,081 |
+591 |
Nov12 |
120627 |
111.50 |
114.50 |
111.30 |
113.35 |
+2.25 |
27 |
4,450 |
+1 |
Jan13 |
120627 |
114.40 |
114.40 |
112.95 |
113.20 |
+2.00 |
15 |
1,384 |
+9 |
Mar13 |
120627 |
114.00 |
114.00 |
114.00 |
114.00 |
+1.95 |
5 |
1,147 |
+3 |
May13 |
120627 |
114.25 |
114.25 |
114.25 |
114.25 |
+1.95 |
0 |
171 |
+0 |
Total Volume and Open Interest |
2,410 |
22,189 |
-465 |
Sugar #11(ICE) |
Jul12 |
120627 |
20.69 |
21.65 |
20.42 |
21.42 |
+0.89 |
38,913 |
63,058 |
-12,406 |
Oct12 |
120627 |
20.26 |
21.05 |
20.10 |
20.95 |
+0.72 |
40,657 |
314,328 |
+3,853 |
Mar13 |
120627 |
20.93 |
21.57 |
20.84 |
21.50 |
+0.57 |
15,460 |
147,776 |
+3,439 |
May13 |
120627 |
20.79 |
21.43 |
20.71 |
21.38 |
+0.59 |
5,664 |
48,031 |
+1,645 |
Jul13 |
120627 |
20.82 |
21.33 |
20.68 |
21.28 |
+0.54 |
2,189 |
69,084 |
+295 |
Oct13 |
120627 |
20.83 |
21.38 |
20.80 |
21.31 |
+0.46 |
779 |
28,133 |
+215 |
Mar14 |
120627 |
21.04 |
21.50 |
21.04 |
21.46 |
+0.40 |
57 |
25,715 |
-2 |
May14 |
120627 |
20.95 |
21.34 |
20.95 |
21.28 |
+0.33 |
36 |
5,446 |
+1 |
Total Volume and Open Interest |
103,779 |
713,432 |
-2,956 |
London Cocoa(LCE) |
Jul12 |
120627 |
1514 |
1568 |
1513 |
1565 |
+56 |
4,165 |
40,340 |
-1,805 |
Sep12 |
120627 |
1493 |
1545 |
1493 |
1539 |
+47 |
5,155 |
42,624 |
+475 |
Dec12 |
120627 |
1478 |
1524 |
1478 |
1517 |
+43 |
3,891 |
37,937 |
+220 |
Mar13 |
120627 |
1465 |
1505 |
1464 |
1499 |
+40 |
852 |
42,671 |
-186 |
May13 |
120627 |
1470 |
1506 |
1466 |
1501 |
+41 |
305 |
15,242 |
+142 |
Jul13 |
120627 |
1468 |
1512 |
1467 |
1507 |
+45 |
265 |
6,534 |
+108 |
Sep13 |
120627 |
1490 |
1514 |
1486 |
1511 |
+44 |
121 |
3,841 |
+143 |
Total Volume and Open Interest |
14,934 |
194,805 |
-687 |
London Sugar(LCE) |
Aug12 |
120627 |
589.30 |
609.50 |
587.00 |
607.70 |
+16.90 |
1,506 |
20,594 |
-1,874 |
Oct12 |
120627 |
555.40 |
572.40 |
553.70 |
569.10 |
+12.70 |
1,265 |
16,330 |
+53 |
Dec12 |
120627 |
543.00 |
559.40 |
542.40 |
556.80 |
+12.70 |
367 |
8,650 |
+21 |
Mar13 |
120627 |
553.90 |
569.40 |
553.70 |
567.40 |
+12.20 |
647 |
8,393 |
+539 |
May13 |
120627 |
555.60 |
569.40 |
555.60 |
567.70 |
+10.70 |
368 |
2,157 |
+92 |
Total Volume and Open Interest |
4,252 |
59,096 |
-1,136 |
Cotton(ICE) |
Jul12 |
120627 |
69.45 |
69.95 |
68.01 |
68.01 |
-0.30 |
193 |
1,375 |
-485 |
Oct12 |
120627 |
68.50 |
69.10 |
67.60 |
67.81 |
-0.54 |
111 |
412 |
+25 |
Dec12 |
120627 |
68.60 |
69.19 |
67.93 |
67.96 |
-0.24 |
10,246 |
134,583 |
+573 |
Mar13 |
120627 |
70.31 |
70.46 |
69.17 |
69.22 |
-0.39 |
884 |
19,177 |
+367 |
May13 |
120627 |
71.25 |
71.45 |
70.20 |
70.27 |
-0.61 |
108 |
4,734 |
+44 |
Jul13 |
120627 |
71.92 |
72.34 |
71.09 |
71.18 |
-0.60 |
32 |
5,434 |
+11 |
Total Volume and Open Interest |
11,601 |
166,976 |
+558 |
Lumber(CME) |
Jul12 |
120627 |
274.3 |
276.0 |
272.2 |
274.5 |
+0.1 |
149 |
1,521 |
-56 |
Sep12 |
120627 |
264.4 |
265.5 |
261.6 |
262.1 |
-1.1 |
196 |
4,571 |
+16 |
Nov12 |
120627 |
256.0 |
258.2 |
254.2 |
255.9 |
-0.4 |
50 |
991 |
+3 |
Jan13 |
120627 |
267.7 |
267.9 |
264.5 |
266.4 |
+1.4 |
6 |
245 |
+0 |
Total Volume and Open Interest |
403 |
7,439 |
-36 |
Crude Oil(NYM) |
Aug12 |
120627 |
79.47 |
80.92 |
78.68 |
80.21 |
+0.85 |
249,004 |
292,768 |
-4,089 |
Sep12 |
120627 |
79.89 |
81.27 |
79.09 |
80.61 |
+0.84 |
54,026 |
135,891 |
+1,690 |
Oct12 |
120627 |
80.33 |
81.54 |
79.50 |
81.01 |
+0.83 |
27,892 |
78,130 |
-373 |
Nov12 |
120627 |
80.62 |
81.90 |
79.97 |
81.46 |
+0.83 |
15,978 |
71,088 |
+1,351 |
Dec12 |
120627 |
81.19 |
82.34 |
80.36 |
81.88 |
+0.84 |
27,976 |
171,182 |
+2,271 |
Jan13 |
120627 |
81.38 |
82.63 |
80.80 |
82.31 |
+0.85 |
8,358 |
61,816 |
+569 |
Feb13 |
120627 |
81.79 |
83.09 |
81.20 |
82.70 |
+0.84 |
2,492 |
26,201 |
-7 |
Mar13 |
120627 |
82.39 |
83.37 |
81.57 |
83.06 |
+0.84 |
3,363 |
32,573 |
-58 |
Apr13 |
120627 |
83.31 |
83.31 |
82.41 |
83.31 |
+0.82 |
1,969 |
17,816 |
+107 |
May13 |
120627 |
83.37 |
83.52 |
82.66 |
83.52 |
+0.81 |
1,791 |
17,174 |
+175 |
Jun13 |
120627 |
82.50 |
84.01 |
82.31 |
83.69 |
+0.79 |
7,137 |
74,134 |
-129 |
Jul13 |
120627 |
83.55 |
84.02 |
83.47 |
83.80 |
+0.77 |
1,409 |
27,007 |
-75 |
Aug13 |
120627 |
83.83 |
83.83 |
83.83 |
83.83 |
+0.73 |
781 |
13,903 |
-72 |
Sep13 |
120627 |
83.83 |
83.83 |
83.83 |
83.83 |
+0.70 |
1,290 |
20,794 |
-382 |
Oct13 |
120627 |
83.81 |
83.81 |
83.81 |
83.81 |
+0.66 |
484 |
12,421 |
-1 |
Nov13 |
120627 |
83.79 |
83.79 |
83.79 |
83.79 |
+0.63 |
609 |
18,398 |
+105 |
Total Volume and Open Interest |
425,191 |
1,424,267 |
+920 |
e-miNY Crude Oil(NYM) |
Jun12 |
120521 |
91.350 |
92.600 |
90.825 |
92.575 |
+1.100 |
5,137 |
2,030 |
+73 |
Jul12 |
120619 |
83.000 |
84.375 |
82.300 |
84.025 |
+0.750 |
4,824 |
1,676 |
-354 |
Aug12 |
120627 |
79.475 |
80.875 |
78.700 |
80.200 |
+0.850 |
8,047 |
2,708 |
-51 |
Sep12 |
120627 |
79.925 |
81.200 |
79.125 |
80.600 |
+0.825 |
264 |
405 |
+35 |
Oct12 |
120627 |
80.275 |
81.400 |
79.775 |
81.000 |
+0.825 |
4 |
46 |
-2 |
Nov12 |
120627 |
81.375 |
81.450 |
81.375 |
81.450 |
+0.825 |
1 |
12 |
-1 |
Dec12 |
120627 |
80.750 |
82.225 |
80.750 |
81.875 |
+0.825 |
12 |
292 |
-2 |
Jan13 |
120627 |
81.700 |
82.300 |
81.700 |
82.300 |
+0.850 |
0 |
15 |
+0 |
Feb13 |
120627 |
82.600 |
82.750 |
82.600 |
82.700 |
+0.850 |
2 |
74 |
+0 |
Mar13 |
120627 |
83.050 |
83.050 |
83.050 |
83.050 |
+0.825 |
|
|
|
Total Volume and Open Interest |
8,330 |
3,756 |
-21 |
Heating Oil(NYM) |
Jul12 |
120627 |
258.38 |
261.03 |
255.45 |
259.37 |
+1.72 |
34,150 |
25,507 |
-6,782 |
Aug12 |
120627 |
258.02 |
260.72 |
255.09 |
259.02 |
+1.70 |
52,328 |
97,991 |
+4,469 |
Sep12 |
120627 |
257.71 |
260.95 |
255.45 |
259.28 |
+1.59 |
23,398 |
53,214 |
+1,606 |
Oct12 |
120627 |
257.49 |
261.32 |
256.03 |
259.74 |
+1.48 |
10,975 |
27,938 |
+938 |
Nov12 |
120627 |
257.14 |
261.71 |
256.66 |
260.33 |
+1.33 |
5,843 |
17,395 |
+319 |
Dec12 |
120627 |
258.40 |
261.87 |
257.15 |
260.87 |
+1.19 |
14,156 |
46,887 |
+653 |
Jan13 |
120627 |
259.60 |
262.33 |
258.01 |
261.44 |
+1.03 |
3,408 |
16,546 |
+129 |
Feb13 |
120627 |
259.64 |
262.86 |
258.04 |
261.37 |
+0.93 |
1,899 |
6,067 |
+118 |
Mar13 |
120627 |
260.75 |
261.34 |
258.89 |
260.54 |
+0.78 |
1,887 |
13,242 |
+216 |
Apr13 |
120627 |
257.96 |
260.11 |
256.79 |
259.29 |
+0.63 |
1,304 |
16,279 |
-130 |
May13 |
120627 |
263.82 |
263.82 |
263.06 |
263.06 |
+0.40 |
314 |
8,511 |
+141 |
Jun13 |
120627 |
263.86 |
263.86 |
262.85 |
262.92 |
+0.31 |
226 |
5,144 |
+11 |
Jul13 |
120627 |
263.50 |
263.69 |
263.39 |
263.39 |
+0.23 |
62 |
1,903 |
+10 |
Aug13 |
120627 |
264.00 |
264.00 |
263.94 |
263.94 |
+0.18 |
13 |
581 |
+0 |
Total Volume and Open Interest |
150,273 |
341,625 |
+1,720 |
Gasoline(NYMEX) |
Jul12 |
120627 |
265.46 |
265.65 |
259.31 |
262.04 |
-2.47 |
39,509 |
24,978 |
-5,735 |
Aug12 |
120627 |
252.85 |
253.03 |
248.72 |
249.89 |
-2.40 |
69,714 |
100,505 |
-1,894 |
Sep12 |
120627 |
244.26 |
246.10 |
242.17 |
243.19 |
-1.50 |
33,788 |
59,737 |
+1,026 |
Oct12 |
120627 |
227.50 |
229.42 |
225.72 |
227.47 |
-0.38 |
15,413 |
31,222 |
+284 |
Nov12 |
120627 |
224.96 |
226.67 |
223.88 |
224.78 |
-0.30 |
6,105 |
14,338 |
-446 |
Dec12 |
120627 |
224.59 |
225.97 |
221.85 |
223.85 |
-0.26 |
5,554 |
30,032 |
+141 |
Jan13 |
120627 |
223.96 |
225.18 |
223.70 |
224.23 |
-0.24 |
929 |
10,929 |
+227 |
Feb13 |
120627 |
225.99 |
225.99 |
225.48 |
225.59 |
-0.24 |
329 |
4,210 |
-5 |
Mar13 |
120627 |
227.81 |
227.89 |
227.63 |
227.63 |
-0.28 |
172 |
3,445 |
+11 |
Apr13 |
120627 |
242.00 |
243.23 |
242.00 |
242.73 |
-0.24 |
406 |
6,313 |
-72 |
Total Volume and Open Interest |
172,789 |
295,030 |
-6,157 |
e-miNY RBOB Gasoline(NYM) |
Jul12 |
120627 |
262.00 |
262.04 |
262.00 |
262.00 |
-2.50 |
0 |
1 |
+0 |
Aug12 |
120627 |
249.90 |
249.90 |
249.89 |
249.90 |
-2.40 |
0 |
3 |
+0 |
Sep12 |
120627 |
243.20 |
243.20 |
243.19 |
243.20 |
-1.50 |
|
|
|
Oct12 |
120627 |
227.50 |
227.50 |
227.47 |
227.50 |
-0.40 |
|
|
|
Total Volume and Open Interest |
0 |
4 |
+0 |
Natural Gas(NYM) |
Jul12 |
120627 |
2.787 |
2.946 |
2.730 |
2.774 |
+0.007 |
95,053 |
19,049 |
-8,095 |
Aug12 |
120627 |
2.817 |
2.975 |
2.755 |
2.798 |
-0.009 |
84,685 |
170,869 |
-3,241 |
Sep12 |
120627 |
2.833 |
2.978 |
2.772 |
2.809 |
-0.012 |
44,572 |
237,862 |
-82 |
Oct12 |
120627 |
2.898 |
3.028 |
2.827 |
2.869 |
-0.017 |
43,060 |
151,535 |
+60 |
Nov12 |
120627 |
3.118 |
3.217 |
3.042 |
3.076 |
-0.023 |
21,676 |
102,955 |
+912 |
Dec12 |
120627 |
3.370 |
3.464 |
3.300 |
3.331 |
-0.026 |
15,662 |
55,065 |
-464 |
Jan13 |
120627 |
3.512 |
3.605 |
3.444 |
3.476 |
-0.026 |
15,728 |
96,616 |
+2,398 |
Feb13 |
120627 |
3.567 |
3.615 |
3.461 |
3.490 |
-0.025 |
3,025 |
25,455 |
-65 |
Mar13 |
120627 |
3.514 |
3.582 |
3.436 |
3.466 |
-0.017 |
3,067 |
44,783 |
+235 |
Apr13 |
120627 |
3.469 |
3.543 |
3.409 |
3.435 |
-0.014 |
4,281 |
60,652 |
+794 |
May13 |
120627 |
3.513 |
3.567 |
3.438 |
3.464 |
-0.014 |
455 |
15,650 |
-22 |
Jun13 |
120627 |
3.538 |
3.606 |
3.476 |
3.500 |
-0.017 |
422 |
6,821 |
+31 |
Jul13 |
120627 |
3.606 |
3.652 |
3.521 |
3.545 |
-0.020 |
500 |
12,055 |
+213 |
Aug13 |
120627 |
3.619 |
3.667 |
3.541 |
3.563 |
-0.018 |
191 |
8,316 |
-21 |
Sep13 |
120627 |
3.622 |
3.671 |
3.544 |
3.566 |
-0.018 |
194 |
7,893 |
+64 |
Oct13 |
120627 |
3.656 |
3.710 |
3.581 |
3.604 |
-0.017 |
1,144 |
33,419 |
+489 |
Total Volume and Open Interest |
334,463 |
1,159,607 |
-6,664 |
Brent Crude Oil(ICE) |
Aug12 |
120627 |
92.81 |
93.95 |
91.70 |
93.50 |
+0.48 |
211,662 |
243,419 |
-15,398 |
Sep12 |
120627 |
93.00 |
94.05 |
91.91 |
93.50 |
+0.31 |
117,553 |
216,084 |
-12,843 |
Oct12 |
120627 |
92.73 |
93.81 |
91.83 |
93.30 |
+0.23 |
59,717 |
113,171 |
-1,464 |
Nov12 |
120627 |
92.79 |
93.80 |
91.95 |
93.32 |
+0.19 |
25,416 |
64,584 |
+1,547 |
Dec12 |
120627 |
93.25 |
93.80 |
91.99 |
93.33 |
+0.17 |
59,504 |
130,809 |
+1,523 |
Jan13 |
120627 |
93.17 |
93.74 |
92.12 |
93.34 |
+0.13 |
11,266 |
33,720 |
+1,552 |
Feb13 |
120627 |
92.99 |
93.79 |
92.22 |
93.37 |
+0.09 |
5,190 |
19,944 |
-74 |
Mar13 |
120627 |
93.07 |
93.84 |
92.33 |
93.40 |
+0.05 |
5,340 |
27,480 |
+407 |
Apr13 |
120627 |
92.79 |
93.79 |
92.38 |
93.39 |
+0.04 |
3,032 |
12,281 |
+297 |
May13 |
120627 |
93.46 |
93.46 |
93.38 |
93.38 |
+0.05 |
1,759 |
12,311 |
-53 |
Jun13 |
120627 |
93.04 |
93.73 |
92.29 |
93.34 |
+0.06 |
13,901 |
51,733 |
+1,338 |
Jul13 |
120627 |
93.29 |
93.29 |
93.29 |
93.29 |
+0.06 |
1,317 |
10,020 |
+134 |
Aug13 |
120627 |
93.21 |
93.21 |
93.21 |
93.21 |
+0.06 |
784 |
11,273 |
+212 |
Sep13 |
120627 |
93.08 |
93.08 |
93.08 |
93.08 |
+0.06 |
644 |
10,773 |
-29 |
Total Volume and Open Interest |
539,252 |
1,202,004 |
-23,610 |
Gas Oil(ICE) |
Jul12 |
120627 |
818.75 |
835.50 |
818.75 |
829.00 |
+10.25 |
37,001 |
107,578 |
-3,094 |
Aug12 |
120627 |
815.25 |
830.00 |
813.50 |
823.50 |
+10.00 |
59,514 |
96,418 |
+1,853 |
Sep12 |
120627 |
816.00 |
826.25 |
810.25 |
820.00 |
+10.00 |
22,723 |
72,599 |
+1,645 |
Oct12 |
120627 |
814.00 |
824.50 |
810.25 |
819.00 |
+9.50 |
9,883 |
39,997 |
+870 |
Nov12 |
120627 |
813.25 |
823.75 |
810.50 |
817.75 |
+9.00 |
5,141 |
27,268 |
-165 |
Dec12 |
120627 |
808.25 |
822.50 |
808.25 |
816.50 |
+8.50 |
18,551 |
72,558 |
+187 |
Jan13 |
120627 |
810.25 |
822.25 |
810.25 |
816.75 |
+7.75 |
3,328 |
22,864 |
-22 |
Feb13 |
120627 |
810.25 |
822.75 |
810.25 |
816.75 |
+7.50 |
1,611 |
15,266 |
-149 |
Mar13 |
120627 |
809.00 |
822.00 |
809.00 |
816.00 |
+7.00 |
1,816 |
15,805 |
-175 |
Apr13 |
120627 |
813.25 |
816.75 |
808.75 |
815.00 |
+6.75 |
1,181 |
11,334 |
+41 |
Total Volume and Open Interest |
169,238 |
582,489 |
+284 |
Ethanol(CBOT) |
Jun12 |
120605 |
2.004 |
2.004 |
2.003 |
2.003 |
-0.007 |
73 |
55 |
-84 |
Jul12 |
120627 |
2.200 |
2.267 |
2.200 |
2.216 |
+0.030 |
264 |
476 |
-110 |
Aug12 |
120627 |
2.219 |
2.298 |
2.215 |
2.233 |
+0.031 |
564 |
1,673 |
-11 |
Sep12 |
120627 |
2.209 |
2.285 |
2.200 |
2.222 |
+0.033 |
269 |
1,485 |
-42 |
Oct12 |
120627 |
2.182 |
2.243 |
2.174 |
2.182 |
+0.024 |
99 |
1,480 |
-10 |
Nov12 |
120627 |
2.179 |
2.247 |
2.157 |
2.171 |
+0.023 |
109 |
1,418 |
-5 |
Dec12 |
120627 |
2.215 |
2.219 |
2.164 |
2.167 |
+0.019 |
114 |
1,331 |
+15 |
Jan13 |
120627 |
2.205 |
2.230 |
2.165 |
2.178 |
+0.021 |
130 |
958 |
+108 |
Total Volume and Open Interest |
1,750 |
10,458 |
+41 |
WTI Crude Oil(ICE) |
Aug12 |
120627 |
79.33 |
80.88 |
78.70 |
80.21 |
+0.85 |
43,087 |
66,591 |
+1,194 |
Sep12 |
120627 |
79.75 |
81.23 |
79.15 |
80.61 |
+0.84 |
12,693 |
35,681 |
+264 |
Oct12 |
120627 |
79.60 |
81.47 |
79.53 |
81.01 |
+0.83 |
10,796 |
17,857 |
+1,041 |
Nov12 |
120627 |
80.43 |
81.73 |
80.09 |
81.46 |
+0.83 |
7,079 |
18,281 |
+2,451 |
Dec12 |
120627 |
80.81 |
82.20 |
80.54 |
81.88 |
+0.84 |
12,549 |
86,050 |
-143 |
Jan13 |
120627 |
82.30 |
82.51 |
82.30 |
82.31 |
+0.85 |
2,366 |
16,591 |
+44 |
Feb13 |
120627 |
81.34 |
82.92 |
81.34 |
82.70 |
+0.84 |
1,017 |
8,247 |
+91 |
Mar13 |
120627 |
81.70 |
83.26 |
81.70 |
83.06 |
+0.84 |
1,291 |
7,249 |
+263 |
Apr13 |
120627 |
83.30 |
83.50 |
83.05 |
83.31 |
+0.82 |
404 |
2,425 |
+2 |
May13 |
120627 |
83.52 |
83.52 |
83.52 |
83.52 |
+0.81 |
587 |
2,218 |
+63 |
Jun13 |
120627 |
83.02 |
83.69 |
83.02 |
83.69 |
+0.79 |
3,070 |
22,984 |
+279 |
Jul13 |
120627 |
83.80 |
83.80 |
83.80 |
83.80 |
+0.77 |
43 |
1,893 |
-3 |
Aug13 |
120627 |
83.83 |
83.83 |
83.83 |
83.83 |
+0.73 |
41 |
2,504 |
-8 |
Sep13 |
120627 |
83.83 |
83.83 |
83.83 |
83.83 |
+0.70 |
234 |
5,905 |
+10 |
Oct13 |
120627 |
83.81 |
83.81 |
83.81 |
83.81 |
+0.66 |
16 |
1,125 |
+6 |
Nov13 |
120627 |
83.79 |
83.79 |
83.79 |
83.79 |
+0.63 |
8 |
3,144 |
+2 |
Total Volume and Open Interest |
98,014 |
416,970 |
+5,587 |
US Dollar Index(ICE) |
Sep12 |
120627 |
82.585 |
82.905 |
82.470 |
82.810 |
+0.270 |
18,422 |
66,783 |
-510 |
Dec12 |
120627 |
83.150 |
83.150 |
83.150 |
83.150 |
+0.270 |
2 |
525 |
+0 |
Mar13 |
120627 |
83.470 |
83.470 |
83.470 |
83.470 |
+0.270 |
|
|
|
Total Volume and Open Interest |
18,424 |
67,308 |
-510 |
Australian Dollar(CME) |
Sep12 |
120627 |
99.85 |
100.15 |
99.66 |
99.98 |
-0.02 |
121,424 |
120,501 |
+565 |
Dec12 |
120627 |
99.09 |
99.30 |
99.09 |
99.26 |
-0.04 |
551 |
584 |
+420 |
Mar13 |
120627 |
98.62 |
98.65 |
98.62 |
98.62 |
-0.03 |
0 |
4 |
+0 |
Total Volume and Open Interest |
121,975 |
121,091 |
+985 |
British Pound(CME) |
Sep12 |
120627 |
156.31 |
156.37 |
155.41 |
155.54 |
-0.80 |
63,080 |
114,020 |
-1,234 |
Dec12 |
120627 |
156.20 |
156.30 |
155.40 |
155.50 |
-0.80 |
12 |
523 |
-4 |
Mar13 |
120627 |
155.48 |
156.29 |
155.48 |
155.48 |
-0.81 |
0 |
12 |
+0 |
Total Volume and Open Interest |
63,092 |
114,556 |
-1,238 |
Canadian Dollar(CME) |
Sep12 |
120627 |
97.45 |
97.52 |
97.21 |
97.30 |
-0.17 |
80,343 |
88,958 |
+1,983 |
Dec12 |
120627 |
97.28 |
97.29 |
97.05 |
97.12 |
-0.17 |
253 |
6,648 |
+83 |
Mar13 |
120627 |
97.07 |
97.14 |
96.95 |
96.95 |
-0.19 |
20 |
1,444 |
+13 |
Jun13 |
120627 |
96.83 |
96.98 |
96.78 |
96.82 |
-0.16 |
4 |
313 |
+0 |
Total Volume and Open Interest |
80,623 |
97,411 |
+2,081 |
Japanese Yen(CME) |
Sep12 |
120627 |
125.89 |
126.16 |
125.35 |
125.54 |
-0.44 |
80,380 |
125,472 |
-857 |
Dec12 |
120627 |
125.86 |
126.15 |
125.65 |
125.71 |
-0.44 |
28 |
357 |
+3 |
Mar13 |
120627 |
126.18 |
126.36 |
125.80 |
125.92 |
-0.44 |
5 |
31 |
+4 |
Total Volume and Open Interest |
80,413 |
125,864 |
-850 |
Swiss Franc(CME) |
Sep12 |
120627 |
104.27 |
104.37 |
103.84 |
103.94 |
-0.34 |
29,663 |
51,942 |
+112 |
Dec12 |
120627 |
104.23 |
104.57 |
104.23 |
104.23 |
-0.34 |
28 |
35 |
+25 |
Mar13 |
120627 |
104.54 |
104.88 |
104.54 |
104.54 |
-0.34 |
0 |
3 |
+0 |
Total Volume and Open Interest |
29,691 |
51,980 |
+137 |
EuroFX(CME) |
Sep12 |
120627 |
125.04 |
125.19 |
124.55 |
124.68 |
-0.38 |
214,261 |
312,345 |
-9,553 |
Dec12 |
120627 |
125.05 |
125.24 |
124.72 |
124.82 |
-0.38 |
196 |
1,099 |
+19 |
Mar13 |
120627 |
125.31 |
125.35 |
124.97 |
124.97 |
-0.38 |
15 |
46 |
+9 |
Total Volume and Open Interest |
214,472 |
314,101 |
-9,525 |
Mexican Peso(CME) |
Jul12 |
120627 |
735.2 |
735.2 |
725.8 |
735.2 |
+9.5 |
|
|
|
Aug12 |
120627 |
733.2 |
733.2 |
723.8 |
733.2 |
+9.5 |
|
|
|
Total Volume and Open Interest |
29,537 |
117,993 |
+5,431 |
Brazilian Real(CME) |
Jul12 |
120627 |
482.10 |
482.60 |
476.85 |
476.85 |
-5.25 |
383 |
966 |
-261 |
Aug12 |
120627 |
479.30 |
479.30 |
474.10 |
474.10 |
-5.45 |
374 |
1,331 |
+354 |
Sep12 |
120627 |
476.95 |
477.00 |
471.30 |
471.30 |
-5.65 |
428 |
3,576 |
-424 |
Oct12 |
120627 |
469.35 |
475.00 |
469.35 |
469.35 |
-5.65 |
|
|
|
Total Volume and Open Interest |
1,185 |
19,436 |
-331 |
30-Year T-Bonds(CBOT) |
Sep12 |
120627 |
148~290 |
149~060 |
148~170 |
149~020 |
+0~050 |
263,897 |
627,738 |
-7,557 |
Dec12 |
120627 |
149~280 |
149~310 |
149~130 |
149~300 |
+0~040 |
620 |
2,845 |
+247 |
Mar13 |
120627 |
149~300 |
149~300 |
149~260 |
149~300 |
+0~040 |
0 |
1 |
+0 |
Total Volume and Open Interest |
264,517 |
630,584 |
-7,310 |
10-Year T-Notes(CBOT) |
Sep12 |
120627 |
133~135 |
133~185 |
133~085 |
133~175 |
+0~035 |
657,217 |
1,733,620 |
+3,768 |
Dec12 |
120627 |
132~145 |
132~145 |
132~110 |
132~145 |
+0~035 |
0 |
25 |
+0 |
Mar13 |
120627 |
131~195 |
131~195 |
131~160 |
131~195 |
+0~035 |
|
|
|
Total Volume and Open Interest |
657,217 |
1,733,645 |
+3,768 |
5-Year T-Notes(CBOT) |
Jun12 |
120627 |
124~026 |
124~028 |
124~021 |
124~026 |
+0~005 |
1,803 |
26,660 |
-1,038 |
Sep12 |
120627 |
123~122 |
124~003 |
123~114 |
124~000 |
+0~006 |
317,421 |
1,106,829 |
+9,233 |
Dec12 |
120627 |
123~048 |
123~048 |
123~040 |
123~048 |
+0~008 |
0 |
8 |
+0 |
Total Volume and Open Interest |
319,224 |
1,133,497 |
+8,195 |
2 Year T-Notes(CBOT) |
Jun12 |
120627 |
110~023 |
110~023 |
110~019 |
110~020 |
unch |
6,744 |
67,186 |
-1,865 |
Sep12 |
120627 |
110~013 |
110~015 |
110~012 |
110~014 |
+0~001 |
174,527 |
802,432 |
-8,692 |
Dec12 |
120627 |
110~008 |
110~008 |
110~007 |
110~008 |
+0~001 |
0 |
2 |
+0 |
Total Volume and Open Interest |
181,271 |
869,620 |
-10,557 |
Eurodollars(CME) |
Sep12 |
120627 |
99.550 |
99.555 |
99.540 |
99.545 |
-0.005 |
286,027 |
962,158 |
-6,592 |
Dec12 |
120627 |
99.510 |
99.520 |
99.500 |
99.505 |
-0.010 |
172,640 |
983,609 |
+10,295 |
Mar13 |
120627 |
99.485 |
99.490 |
99.470 |
99.475 |
-0.010 |
125,831 |
711,682 |
+4,871 |
Jun13 |
120627 |
99.460 |
99.470 |
99.445 |
99.450 |
-0.010 |
133,345 |
650,809 |
+3,112 |
Sep13 |
120627 |
99.440 |
99.445 |
99.425 |
99.430 |
-0.005 |
136,944 |
642,187 |
+3,311 |
Dec13 |
120627 |
99.400 |
99.410 |
99.390 |
99.395 |
-0.005 |
96,201 |
660,971 |
+2,980 |
Mar14 |
120627 |
99.365 |
99.375 |
99.355 |
99.360 |
-0.005 |
91,822 |
599,300 |
-4,561 |
Jun14 |
120627 |
99.315 |
99.325 |
99.305 |
99.310 |
unch |
82,328 |
465,375 |
+75 |
Sep14 |
120627 |
99.245 |
99.265 |
99.240 |
99.245 |
unch |
95,806 |
336,444 |
-7,391 |
Dec14 |
120627 |
99.150 |
99.175 |
99.150 |
99.155 |
unch |
74,025 |
329,036 |
+1,928 |
Mar15 |
120627 |
99.065 |
99.090 |
99.055 |
99.070 |
unch |
60,899 |
300,514 |
-702 |
Jun15 |
120627 |
0.651 |
0.671 |
0.641 |
0.656 |
+0.005 |
56,836 |
266,939 |
+8,328 |
Sep15 |
120627 |
0.526 |
0.546 |
0.511 |
0.531 |
+0.010 |
33,138 |
202,412 |
+1,584 |
Dec15 |
120627 |
0.391 |
0.406 |
0.366 |
0.391 |
+0.010 |
25,327 |
143,189 |
-1,470 |
Mar16 |
120627 |
0.266 |
0.276 |
0.236 |
0.266 |
+0.005 |
18,515 |
81,148 |
-333 |
Jun16 |
120627 |
0.141 |
0.146 |
0.106 |
0.136 |
+0.005 |
16,816 |
97,622 |
+1,031 |
Sep16 |
120627 |
0.001 |
0.006 |
6.520 |
0.001 |
-6.549 |
13,043 |
73,537 |
+446 |
Dec16 |
120627 |
6.415 |
6.420 |
6.375 |
6.410 |
unch |
11,350 |
67,234 |
-1,489 |
Total Volume and Open Interest |
1,567,709 |
7,804,438 |
+13,297 |
30 Day Federal Funds(CBOT) |
Jun12 |
120627 |
99.832 |
99.832 |
99.832 |
99.832 |
unch |
135 |
44,299 |
-80 |
Jul12 |
120627 |
99.825 |
99.830 |
99.820 |
99.825 |
unch |
4,738 |
62,123 |
-83 |
Aug12 |
120627 |
99.825 |
99.825 |
99.820 |
99.825 |
unch |
2,979 |
54,397 |
-1,087 |
Sep12 |
120627 |
99.820 |
99.820 |
99.815 |
99.820 |
unch |
1,540 |
48,186 |
-552 |
Oct12 |
120627 |
99.815 |
99.820 |
99.810 |
99.820 |
unch |
977 |
51,785 |
+340 |
Nov12 |
120627 |
99.815 |
99.820 |
99.810 |
99.820 |
unch |
186 |
33,416 |
+74 |
Total Volume and Open Interest |
16,797 |
527,190 |
-3,030 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep12 |
120627 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Dec12 |
120627 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
|
|
|
Mar13 |
120627 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
|
|
|
Jun13 |
120627 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Sep13 |
120627 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Dec13 |
120627 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
|
|
|
Mar14 |
120627 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
|
|
|
Jun14 |
120627 |
99.540 |
99.540 |
99.540 |
99.540 |
unch |
|
|
|
Sep14 |
120627 |
99.400 |
99.400 |
99.400 |
99.400 |
unch |
|
|
|
Dec14 |
120627 |
99.260 |
99.260 |
99.260 |
99.260 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Sep12 |
120627 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,785 |
+0 |
Dec12 |
120627 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
519 |
+0 |
Mar13 |
120627 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
181 |
+0 |
Jun13 |
120627 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
202 |
+0 |
Sep13 |
120627 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
305 |
+0 |
Dec13 |
120627 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
384 |
+0 |
Mar14 |
120627 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
344 |
+0 |
Jun14 |
120627 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
3,720 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep12 |
120627 |
143.80 |
143.95 |
143.75 |
143.93 |
+0.13 |
1,209 |
18,385 |
+30 |
Dec12 |
120627 |
143.08 |
143.08 |
143.08 |
143.08 |
+0.13 |
0 |
6 |
+0 |
Mar13 |
120627 |
140.99 |
140.99 |
140.99 |
140.99 |
+0.13 |
|
|
|
Total Volume and Open Interest |
1,209 |
18,391 |
+30 |
Euro-Bund(EUREX) |
Sep12 |
120627 |
141.57 |
141.72 |
140.98 |
141.11 |
-0.59 |
652,927 |
827,996 |
-1,590 |
Dec12 |
120627 |
139.54 |
139.54 |
139.45 |
139.45 |
-0.58 |
189 |
82 |
+1 |
Mar13 |
120627 |
139.45 |
139.45 |
139.45 |
139.45 |
-0.58 |
|
|
|
Total Volume and Open Interest |
653,116 |
828,078 |
-1,589 |
Euro-Bobl(EUREX) |
Sep12 |
120627 |
126.13 |
126.17 |
125.81 |
125.85 |
-0.30 |
364,837 |
574,526 |
-1,717 |
Dec12 |
120627 |
124.38 |
124.38 |
124.25 |
124.25 |
-0.30 |
1 |
13 |
+0 |
Mar13 |
120627 |
124.25 |
124.25 |
124.25 |
124.25 |
-0.30 |
|
|
|
Total Volume and Open Interest |
364,838 |
574,539 |
-1,717 |
3-Mth Euribor(EUREX) |
Jun12 |
120618 |
99.340 |
99.340 |
99.340 |
99.340 |
unch |
1 |
1,525 |
+0 |
Sep12 |
120627 |
99.500 |
99.515 |
99.500 |
99.510 |
+0.005 |
26 |
2,221 |
+1 |
Dec12 |
120627 |
99.510 |
99.510 |
99.510 |
99.510 |
+0.005 |
0 |
1,315 |
+0 |
Total Volume and Open Interest |
57 |
5,992 |
+1 |
Long Gilt(LIFFE) |
Jun12 |
120627 |
120~19 |
120~19 |
120~14 |
120~15 |
-0~03 |
1,304 |
10,678 |
-105 |
Sep12 |
120627 |
119~19 |
119~22 |
119~12 |
119~19 |
+0~01 |
140,947 |
308,870 |
+14 |
Total Volume and Open Interest |
142,251 |
319,548 |
-91 |
3-Mth Short Sterling(LIFFE) |
Sep12 |
120627 |
99.22 |
99.24 |
99.21 |
99.22 |
unch |
52,197 |
375,649 |
+1,380 |
Dec12 |
120627 |
99.26 |
99.28 |
99.25 |
99.27 |
+0.01 |
50,172 |
317,879 |
-163 |
Mar13 |
120627 |
99.28 |
99.32 |
99.28 |
99.31 |
+0.02 |
48,590 |
297,208 |
+6,457 |
Jun13 |
120627 |
99.30 |
99.33 |
99.29 |
99.32 |
+0.02 |
30,196 |
296,737 |
+29 |
Sep13 |
120627 |
99.29 |
99.33 |
99.29 |
99.32 |
+0.02 |
45,321 |
334,054 |
+4,250 |
Dec13 |
120627 |
99.26 |
99.31 |
99.26 |
99.29 |
+0.01 |
34,829 |
221,736 |
+1,515 |
Total Volume and Open Interest |
349,082 |
2,485,942 |
+17,568 |
3-Mth Euribor(LIFFE) |
Sep12 |
120627 |
99.500 |
99.520 |
99.490 |
99.510 |
+0.005 |
114,350 |
562,838 |
+5,999 |
Dec12 |
120627 |
99.500 |
99.520 |
99.490 |
99.510 |
+0.005 |
83,108 |
508,631 |
+5,525 |
Mar13 |
120627 |
99.485 |
99.510 |
99.480 |
99.495 |
+0.005 |
87,367 |
426,721 |
+2,417 |
Total Volume and Open Interest |
692,157 |
3,232,286 |
+18,805 |
3-Mth Aus T-Bills(SFE) |
Sep12 |
120627 |
96.87 |
96.87 |
96.81 |
96.82 |
-0.05 |
11,905 |
196,437 |
+1,031 |
Dec12 |
120627 |
97.06 |
97.08 |
97.03 |
97.06 |
-0.02 |
12,689 |
180,006 |
+1,156 |
Mar13 |
120627 |
97.09 |
97.11 |
97.04 |
97.07 |
-0.02 |
6,652 |
112,241 |
+1,643 |
Jun13 |
120627 |
97.04 |
97.05 |
96.98 |
97.02 |
-0.01 |
5,773 |
81,745 |
-6 |
Sep13 |
120627 |
96.95 |
96.97 |
96.92 |
96.94 |
-0.02 |
2,781 |
55,275 |
+1,292 |
Dec13 |
120627 |
96.88 |
96.88 |
96.83 |
96.86 |
-0.01 |
1,110 |
36,687 |
-149 |
Mar14 |
120627 |
96.77 |
96.79 |
96.76 |
96.79 |
unch |
715 |
26,836 |
+1 |
Jun14 |
120627 |
96.69 |
96.71 |
96.69 |
96.71 |
unch |
278 |
10,456 |
+37 |
Sep14 |
120627 |
96.65 |
96.66 |
96.62 |
96.65 |
-0.02 |
1 |
1,405 |
+1 |
Dec14 |
120627 |
96.52 |
96.56 |
96.52 |
96.56 |
-0.02 |
1 |
415 |
+0 |
Total Volume and Open Interest |
41,905 |
701,542 |
+5,006 |
10-Year Aus T-Bonds(SFE) |
Sep12 |
120627 |
97.07 |
97.10 |
97.02 |
97.04 |
-0.04 |
36,081 |
362,040 |
+4,913 |
Dec12 |
120627 |
97.04 |
97.04 |
97.04 |
97.04 |
-0.04 |
|
|
|
Total Volume and Open Interest |
36,081 |
362,040 |
+4,913 |
3-Year Aus T-Bonds(SFE) |
Sep12 |
120627 |
97.69 |
97.71 |
97.65 |
97.67 |
-0.03 |
129,607 |
430,441 |
+13,371 |
Dec12 |
120627 |
97.67 |
97.67 |
97.67 |
97.67 |
-0.03 |
|
|
|
Total Volume and Open Interest |
129,607 |
430,441 |
+13,371 |
Gold(CMX) |
Jun12 |
120627 |
1567.0 |
1577.5 |
1563.0 |
1577.5 |
+3.5 |
32 |
56 |
-546 |
Aug12 |
120627 |
1572.6 |
1584.6 |
1563.1 |
1578.4 |
+3.5 |
114,462 |
212,727 |
-192 |
Oct12 |
120627 |
1574.5 |
1584.3 |
1566.0 |
1580.6 |
+3.5 |
3,453 |
20,037 |
+102 |
Dec12 |
120627 |
1576.5 |
1585.9 |
1568.5 |
1582.7 |
+3.5 |
4,797 |
75,682 |
+333 |
Feb13 |
120627 |
1574.4 |
1584.7 |
1570.0 |
1584.7 |
+3.5 |
221 |
20,879 |
+2 |
Apr13 |
120627 |
1575.1 |
1586.6 |
1575.1 |
1586.6 |
+3.5 |
54 |
13,002 |
+40 |
Jun13 |
120627 |
1578.0 |
1588.6 |
1578.0 |
1588.6 |
+3.5 |
17 |
17,753 |
+1 |
Aug13 |
120627 |
1593.4 |
1593.4 |
1583.0 |
1590.7 |
+3.5 |
2 |
1,479 |
-2 |
Oct13 |
120627 |
1593.0 |
1593.4 |
1590.0 |
1593.0 |
+3.5 |
0 |
476 |
+0 |
Dec13 |
120627 |
1595.5 |
1595.5 |
1595.5 |
1595.5 |
+3.5 |
167 |
9,072 |
-18 |
Feb14 |
120627 |
1598.1 |
1598.1 |
1598.1 |
1598.1 |
+3.5 |
0 |
6 |
+0 |
Apr14 |
120627 |
1600.8 |
1600.8 |
1600.8 |
1600.8 |
+3.5 |
0 |
1 |
+0 |
Total Volume and Open Interest |
124,364 |
411,538 |
-266 |
Silver(CMX) |
Jul12 |
120627 |
2703.5 |
2727.5 |
2660.0 |
2694.2 |
-9.6 |
74,888 |
23,608 |
-7,207 |
Sep12 |
120627 |
2710.0 |
2734.5 |
2666.5 |
2700.0 |
-10.3 |
47,206 |
51,387 |
+7,951 |
Dec12 |
120627 |
2722.0 |
2735.5 |
2677.5 |
2707.7 |
-10.4 |
2,961 |
23,225 |
+468 |
Mar13 |
120627 |
2723.0 |
2723.5 |
2701.5 |
2711.6 |
-10.4 |
318 |
4,303 |
+37 |
May13 |
120627 |
2712.8 |
2712.8 |
2712.8 |
2712.8 |
-10.7 |
118 |
2,268 |
-6 |
Jul13 |
120627 |
2719.0 |
2719.0 |
2714.1 |
2714.1 |
-10.2 |
280 |
3,716 |
+98 |
Sep13 |
120627 |
2714.3 |
2714.3 |
2714.3 |
2714.3 |
-10.4 |
0 |
1,884 |
+0 |
Total Volume and Open Interest |
126,413 |
129,728 |
+1,329 |
Platinum(NYMEX) |
Jul12 |
120627 |
1425.2 |
1428.4 |
1403.2 |
1409.7 |
-17.1 |
14,548 |
14,505 |
-7,277 |
Oct12 |
120627 |
1429.0 |
1431.9 |
1406.7 |
1413.3 |
-17.0 |
11,386 |
34,821 |
+7,123 |
Jan13 |
120627 |
1432.0 |
1432.5 |
1410.0 |
1416.8 |
-16.8 |
70 |
1,069 |
+60 |
Apr13 |
120627 |
1420.8 |
1420.8 |
1416.9 |
1420.3 |
-16.8 |
0 |
23 |
+0 |
Total Volume and Open Interest |
26,005 |
50,420 |
-95 |
Palladium(NYMEX) |
Sep12 |
120627 |
596.70 |
596.70 |
575.00 |
579.75 |
-13.95 |
1,953 |
20,919 |
+99 |
Dec12 |
120627 |
584.35 |
584.55 |
577.75 |
580.95 |
-13.80 |
65 |
531 |
+64 |
Mar13 |
120627 |
581.00 |
581.00 |
581.00 |
581.00 |
-13.80 |
|
|
|
Total Volume and Open Interest |
2,019 |
21,467 |
+164 |
Copper(CMX) |
Jul12 |
120627 |
332.05 |
335.50 |
329.65 |
334.95 |
+3.65 |
60,066 |
30,911 |
-7,156 |
Sep12 |
120627 |
332.55 |
336.00 |
330.30 |
335.65 |
+3.60 |
27,781 |
73,914 |
+4,833 |
Dec12 |
120627 |
332.80 |
336.80 |
331.60 |
336.55 |
+3.50 |
2,585 |
27,964 |
+319 |
Mar13 |
120627 |
335.15 |
337.35 |
335.15 |
337.30 |
+3.55 |
659 |
6,029 |
-268 |
May13 |
120627 |
335.60 |
337.70 |
335.60 |
337.65 |
+3.55 |
43 |
1,405 |
+43 |
Total Volume and Open Interest |
92,583 |
149,710 |
-1,297 |
DJIA Index(CBOT) |
Sep12 |
120627 |
12475 |
12555 |
12473 |
12553 |
+67 |
950 |
12,230 |
+743 |
Dec12 |
120627 |
12484 |
12484 |
12417 |
12484 |
+67 |
0 |
1 |
+0 |
Mar13 |
120627 |
12417 |
12417 |
12350 |
12417 |
+67 |
|
|
|
Jun13 |
120627 |
12341 |
12341 |
12274 |
12341 |
+67 |
|
|
|
Total Volume and Open Interest |
950 |
12,231 |
+743 |
E-mini DJIA Index(CBOT) |
Jun12 |
120615 |
12674 |
12733 |
12661 |
12729 |
+53 |
26,919 |
56,527 |
-6,750 |
Sep12 |
120627 |
12485 |
12577 |
12457 |
12553 |
+67 |
120,328 |
90,605 |
-821 |
Dec12 |
120627 |
12388 |
12484 |
12388 |
12484 |
+67 |
0 |
27 |
+0 |
Mar13 |
120627 |
12417 |
12417 |
12417 |
12417 |
+67 |
0 |
1 |
+0 |
Total Volume and Open Interest |
120,333 |
90,662 |
-816 |
S & P 500(CME) |
Sep12 |
120627 |
1315.60 |
1328.20 |
1312.20 |
1325.50 |
+10.00 |
8,125 |
213,446 |
+1,057 |
Dec12 |
120627 |
1312.80 |
1320.60 |
1312.80 |
1318.60 |
+10.00 |
5 |
12,508 |
-3 |
Mar13 |
120627 |
1311.80 |
1313.80 |
1311.80 |
1311.80 |
+10.00 |
0 |
176 |
+0 |
Jun13 |
120627 |
1305.40 |
1307.40 |
1305.40 |
1305.40 |
+10.00 |
0 |
14 |
+0 |
Total Volume and Open Interest |
8,130 |
226,144 |
+1,054 |
S & P 500 E-Mini(Globex) |
Sep12 |
120627 |
1315.75 |
1328.50 |
1312.00 |
1325.50 |
+10.00 |
1,843,892 |
2,713,459 |
+60,773 |
Dec12 |
120627 |
1308.00 |
1321.50 |
1306.25 |
1318.50 |
+10.00 |
684 |
12,816 |
+93 |
Total Volume and Open Interest |
1,845,283 |
2,726,532 |
+60,895 |
NASDAQ 100(CME) |
Sep12 |
120627 |
2548.50 |
2571.50 |
2543.50 |
2557.80 |
+9.50 |
399 |
4,559 |
-23 |
Dec12 |
120627 |
2551.00 |
2560.00 |
2541.50 |
2551.00 |
+9.50 |
|
|
|
Mar13 |
120627 |
2545.50 |
2545.50 |
2536.00 |
2545.50 |
+9.50 |
|
|
|
Total Volume and Open Interest |
399 |
4,559 |
-23 |
NASDAQ 100 E-Mini(Globex) |
Sep12 |
120627 |
2548.30 |
2571.50 |
2542.50 |
2557.80 |
+9.50 |
186,964 |
337,799 |
-1,966 |
Dec12 |
120627 |
2546.00 |
2560.00 |
2546.00 |
2551.00 |
+9.50 |
5 |
26 |
+0 |
Total Volume and Open Interest |
186,969 |
337,833 |
-1,966 |
S & P Midcap 400(CME) |
Sep12 |
120627 |
910.80 |
911.00 |
903.00 |
910.80 |
+7.30 |
92 |
424 |
+92 |
Dec12 |
120627 |
908.80 |
908.80 |
901.50 |
908.80 |
+7.30 |
|
|
|
Mar13 |
120627 |
906.80 |
906.80 |
899.50 |
906.80 |
+7.30 |
|
|
|
Total Volume and Open Interest |
92 |
424 |
+92 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep12 |
120627 |
8730 |
8815 |
8660 |
8795 |
+95 |
5,677 |
27,594 |
-472 |
Dec12 |
120627 |
8705 |
8755 |
8660 |
8755 |
+95 |
0 |
1 |
-1 |
Total Volume and Open Interest |
5,677 |
27,595 |
-473 |
Nikkei 225(SGX) |
Sep12 |
120627 |
8685 |
8740 |
8640 |
8735 |
+40 |
74,424 |
169,774 |
-1,041 |
Dec12 |
120627 |
8675 |
8675 |
8675 |
8675 |
+45 |
5 |
6,555 |
+5 |
Mar13 |
120627 |
8660 |
8660 |
8660 |
8660 |
+40 |
0 |
48 |
+0 |
Total Volume and Open Interest |
74,853 |
190,490 |
-1,011 |
CAC 40(EURONEXT) |
Jul12 |
120627 |
3024.0 |
3070.5 |
3006.0 |
3058.0 |
+48.5 |
91,904 |
309,254 |
+2,953 |
Aug12 |
120627 |
3020.5 |
3067.0 |
3008.5 |
3058.0 |
+49.0 |
2,062 |
300 |
+59 |
Sep12 |
120627 |
3018.0 |
3064.0 |
2999.5 |
3051.5 |
+48.0 |
425 |
18,334 |
-254 |
Total Volume and Open Interest |
94,391 |
328,007 |
+2,758 |
Hang Seng Index(HKFE) |
Jun12 |
120627 |
18949 |
19230 |
18910 |
19160 |
+131 |
92,376 |
86,925 |
-10,303 |
Jul12 |
120627 |
18930 |
19232 |
18912 |
19176 |
+139 |
23,421 |
26,587 |
+16,371 |
Total Volume and Open Interest |
117,210 |
119,625 |
+6,818 |
DAX(EUREX) |
Jun12 |
120615 |
6162.0 |
6243.5 |
6152.0 |
6243.5 |
+106.5 |
243,056 |
106,658 |
-29,082 |
Sep12 |
120627 |
6164.5 |
6248.0 |
6134.5 |
6219.5 |
+78.0 |
128,806 |
157,491 |
+989 |
Dec12 |
120627 |
6165.0 |
6249.5 |
6140.5 |
6222.5 |
+78.0 |
284 |
6,130 |
+60 |
Total Volume and Open Interest |
129,133 |
163,916 |
+1,082 |
FT-SE 100(EURONEXT) |
Sep12 |
120627 |
5423.00 |
5498.50 |
5408.00 |
5478.50 |
+74.00 |
74,548 |
601,174 |
+4,662 |
Dec12 |
120627 |
5386.50 |
5462.00 |
5386.50 |
5450.00 |
+74.00 |
8 |
448 |
-4 |
Mar13 |
120627 |
5405.50 |
5410.50 |
5404.00 |
5410.50 |
+74.00 |
10 |
65 |
+0 |
Total Volume and Open Interest |
74,566 |
601,687 |
+4,658 |
SPI 200(SFE) |
Jun12 |
120621 |
4125.0 |
4161.0 |
4124.0 |
4142.0 |
+13.0 |
101,311 |
114,626 |
-72,663 |
Sep12 |
120627 |
3983.0 |
4013.0 |
3966.0 |
4012.0 |
+29.0 |
24,679 |
220,900 |
-128 |
Dec12 |
120627 |
3982.0 |
4008.0 |
3982.0 |
4008.0 |
+31.0 |
7 |
4,105 |
-53 |
Total Volume and Open Interest |
24,736 |
228,049 |
-228 |
GSCI(CME) |
Jul12 |
120627 |
576.25 |
580.50 |
576.25 |
577.00 |
+5.00 |
208 |
8,221 |
-31 |
Aug12 |
120627 |
576.00 |
581.50 |
576.00 |
576.70 |
+4.70 |
125 |
46 |
+45 |
Sep12 |
120627 |
577.00 |
580.00 |
577.00 |
577.00 |
+5.00 |
|
|
|
Total Volume and Open Interest |
333 |
8,267 |
+14 |
Reuters CCI(ICE) |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
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