|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon July 02, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul12 |
120702 |
1526.00 |
1542.00 |
1522.50 |
1532.25 |
+19.50 |
37,453 |
24,564 |
-12,052 |
Aug12 |
120702 |
1492.75 |
1509.75 |
1432.00 |
1494.25 |
+12.50 |
43,475 |
84,662 |
+7,969 |
Sep12 |
120702 |
1462.75 |
1477.00 |
1450.25 |
1462.50 |
+12.25 |
7,720 |
30,049 |
+1,793 |
Nov12 |
120702 |
1445.25 |
1455.75 |
1430.50 |
1438.00 |
+10.25 |
101,726 |
372,508 |
+715 |
Jan13 |
120702 |
1441.00 |
1453.50 |
1430.25 |
1437.50 |
+11.00 |
8,817 |
67,681 |
+120 |
Mar13 |
120702 |
1400.00 |
1412.25 |
1387.25 |
1405.50 |
+18.25 |
8,703 |
76,919 |
-947 |
May13 |
120702 |
1364.00 |
1381.00 |
1354.75 |
1375.75 |
+21.00 |
7,053 |
51,060 |
+178 |
Jul13 |
120702 |
1359.25 |
1375.00 |
1348.50 |
1366.00 |
+17.50 |
4,625 |
36,825 |
+664 |
Aug13 |
120702 |
1355.50 |
1355.50 |
1338.00 |
1355.50 |
+17.50 |
25 |
192 |
+4 |
Sep13 |
120702 |
1315.25 |
1315.25 |
1299.00 |
1315.25 |
+16.25 |
52 |
323 |
+2 |
Nov13 |
120702 |
1269.00 |
1284.75 |
1260.75 |
1277.50 |
+16.75 |
1,652 |
18,879 |
+328 |
Jan14 |
120702 |
1288.00 |
1288.00 |
1267.50 |
1284.25 |
+16.75 |
0 |
188 |
+0 |
Mar14 |
120702 |
1280.25 |
1280.25 |
1263.50 |
1280.25 |
+16.75 |
0 |
3 |
+0 |
May14 |
120702 |
1280.25 |
1280.25 |
1263.50 |
1280.25 |
+16.75 |
2 |
1 |
+0 |
Total Volume and Open Interest |
221,347 |
764,563 |
-1,190 |
Soybean Meal(CBOT) |
Jul12 |
120702 |
440.70 |
446.90 |
439.90 |
442.50 |
+6.50 |
14,806 |
11,540 |
-4,102 |
Aug12 |
120702 |
434.50 |
440.80 |
432.50 |
435.30 |
+5.80 |
22,123 |
47,331 |
+2,053 |
Sep12 |
120702 |
429.00 |
434.10 |
426.30 |
428.80 |
+4.80 |
5,160 |
27,591 |
+514 |
Oct12 |
120702 |
420.20 |
426.00 |
416.30 |
421.30 |
+5.00 |
2,374 |
19,996 |
+161 |
Dec12 |
120702 |
418.40 |
423.00 |
414.70 |
417.90 |
+4.80 |
27,883 |
119,702 |
+1,279 |
Jan13 |
120702 |
415.00 |
416.50 |
408.10 |
412.90 |
+4.80 |
1,250 |
7,633 |
-260 |
Mar13 |
120702 |
393.60 |
396.30 |
387.70 |
395.30 |
+7.60 |
1,046 |
10,470 |
+48 |
May13 |
120702 |
380.00 |
382.10 |
373.90 |
381.50 |
+7.60 |
407 |
7,786 |
-106 |
Jul13 |
120702 |
379.00 |
380.00 |
371.80 |
377.00 |
+5.20 |
420 |
8,721 |
+109 |
Aug13 |
120702 |
371.60 |
371.70 |
367.70 |
371.60 |
+3.90 |
11 |
438 |
-2 |
Total Volume and Open Interest |
75,542 |
267,400 |
-312 |
Soybean Oil(CBOT) |
Jul12 |
120702 |
52.63 |
52.89 |
51.82 |
52.18 |
-0.03 |
28,681 |
9,685 |
-5,822 |
Aug12 |
120702 |
52.69 |
53.10 |
51.93 |
52.36 |
-0.03 |
37,791 |
70,869 |
+1,841 |
Sep12 |
120702 |
52.99 |
53.25 |
52.13 |
52.57 |
-0.02 |
9,060 |
40,282 |
+160 |
Oct12 |
120702 |
53.26 |
53.40 |
52.50 |
52.69 |
-0.04 |
3,510 |
17,894 |
+152 |
Dec12 |
120702 |
53.53 |
53.83 |
52.64 |
53.04 |
-0.04 |
41,191 |
142,706 |
-321 |
Jan13 |
120702 |
53.86 |
53.86 |
53.06 |
53.32 |
-0.03 |
2,381 |
18,093 |
+417 |
Mar13 |
120702 |
54.05 |
54.05 |
53.48 |
53.59 |
-0.05 |
2,336 |
18,216 |
+171 |
May13 |
120702 |
54.17 |
54.17 |
53.53 |
53.75 |
-0.13 |
2,641 |
11,459 |
+79 |
Jul13 |
120702 |
54.35 |
54.39 |
53.69 |
53.91 |
-0.13 |
2,097 |
6,901 |
+517 |
Aug13 |
120702 |
53.96 |
54.09 |
53.96 |
53.96 |
-0.13 |
114 |
1,048 |
+41 |
Total Volume and Open Interest |
130,329 |
343,176 |
-2,592 |
Canola(WCE) |
Jul12 |
120629 |
647.9 |
650.0 |
627.1 |
627.1 |
-15.5 |
2,454 |
5,349 |
-2,269 |
Nov12 |
120629 |
587.4 |
595.6 |
587.4 |
593.7 |
+5.7 |
9,336 |
155,317 |
-369 |
Jan13 |
120629 |
593.0 |
599.4 |
593.0 |
597.0 |
+5.0 |
1,814 |
24,759 |
+240 |
Mar13 |
120629 |
592.9 |
599.6 |
592.9 |
597.3 |
+5.6 |
1,532 |
11,634 |
+322 |
May13 |
120629 |
590.8 |
597.8 |
590.8 |
595.0 |
+5.5 |
632 |
14,271 |
+144 |
Total Volume and Open Interest |
15,790 |
215,405 |
-1,932 |
Corn(CBOT) |
Jul12 |
120702 |
682.00 |
696.00 |
679.75 |
692.50 |
+20.00 |
79,775 |
34,013 |
-25,374 |
Sep12 |
120702 |
642.50 |
657.50 |
640.75 |
652.25 |
+23.75 |
116,501 |
368,070 |
+8,026 |
Dec12 |
120702 |
649.75 |
664.00 |
644.75 |
655.75 |
+21.00 |
199,093 |
424,139 |
-6,471 |
Mar13 |
120702 |
657.75 |
671.50 |
652.75 |
664.00 |
+20.25 |
18,806 |
87,912 |
-423 |
May13 |
120702 |
659.25 |
675.75 |
647.75 |
668.25 |
+20.50 |
4,841 |
18,182 |
-127 |
Jul13 |
120702 |
663.75 |
678.50 |
651.75 |
671.50 |
+19.75 |
10,131 |
47,679 |
-1,060 |
Sep13 |
120702 |
599.75 |
619.75 |
597.25 |
618.75 |
+21.50 |
515 |
5,072 |
+12 |
Dec13 |
120702 |
575.75 |
588.75 |
574.25 |
586.75 |
+15.50 |
6,010 |
40,821 |
+80 |
Mar14 |
120702 |
590.00 |
596.25 |
581.00 |
596.25 |
+15.25 |
188 |
977 |
+165 |
May14 |
120702 |
601.75 |
601.75 |
586.75 |
601.75 |
+15.00 |
14 |
309 |
+0 |
Total Volume and Open Interest |
435,974 |
1,031,801 |
-25,110 |
Wheat(CBOT) |
Jul12 |
120702 |
741.75 |
756.75 |
739.00 |
754.50 |
+15.50 |
26,852 |
6,506 |
-6,847 |
Sep12 |
120702 |
762.50 |
774.75 |
756.25 |
772.50 |
+15.25 |
62,904 |
170,575 |
+2,417 |
Dec12 |
120702 |
782.75 |
794.75 |
775.50 |
790.75 |
+14.00 |
40,467 |
139,390 |
-91 |
Mar13 |
120702 |
796.50 |
808.00 |
789.50 |
804.00 |
+13.00 |
7,284 |
38,393 |
+537 |
May13 |
120702 |
803.50 |
813.25 |
797.00 |
807.00 |
+8.75 |
2,054 |
11,995 |
+63 |
Jul13 |
120702 |
799.50 |
810.50 |
791.50 |
806.00 |
+8.25 |
5,221 |
32,438 |
+1,472 |
Total Volume and Open Interest |
147,071 |
415,528 |
-986 |
Wheat(KCBT) |
Jul12 |
120702 |
740.75 |
759.50 |
740.75 |
759.50 |
+21.00 |
9,145 |
1,395 |
-4,496 |
Sep12 |
120702 |
758.25 |
780.00 |
758.25 |
777.00 |
+21.00 |
15,041 |
72,331 |
+1,081 |
Dec12 |
120702 |
782.25 |
802.00 |
782.00 |
800.25 |
+21.75 |
5,854 |
40,055 |
+1,459 |
Mar13 |
120702 |
798.25 |
815.00 |
797.00 |
813.25 |
+20.25 |
1,638 |
10,268 |
+55 |
May13 |
120702 |
806.75 |
817.50 |
801.50 |
817.50 |
+17.00 |
260 |
5,056 |
+18 |
Jul13 |
120702 |
810.00 |
817.50 |
800.75 |
815.00 |
+18.00 |
1,064 |
11,323 |
+233 |
Total Volume and Open Interest |
33,029 |
141,060 |
-1,633 |
Wheat(MGE) |
Jul12 |
120702 |
864.00 |
875.25 |
864.00 |
871.25 |
+7.25 |
202 |
190 |
-104 |
Sep12 |
120702 |
847.75 |
864.00 |
844.75 |
862.75 |
+18.25 |
2,381 |
15,456 |
-180 |
Dec12 |
120702 |
853.25 |
869.50 |
850.00 |
867.75 |
+17.00 |
871 |
11,657 |
-33 |
Mar13 |
120702 |
865.00 |
875.00 |
859.50 |
874.25 |
+17.25 |
170 |
2,831 |
-56 |
May13 |
120702 |
870.50 |
879.00 |
870.50 |
879.00 |
+13.50 |
7 |
519 |
-2 |
Total Volume and Open Interest |
3,655 |
30,969 |
-364 |
Oats(CBOT) |
Jul12 |
120702 |
347.75 |
369.75 |
336.00 |
346.00 |
+10.00 |
83 |
48 |
-59 |
Sep12 |
120702 |
344.50 |
351.75 |
341.00 |
347.25 |
+9.25 |
294 |
2,448 |
-43 |
Dec12 |
120702 |
349.25 |
357.25 |
344.00 |
354.00 |
+10.00 |
1,093 |
6,199 |
+50 |
Mar13 |
120702 |
351.25 |
360.00 |
349.25 |
358.00 |
+8.75 |
26 |
95 |
+5 |
Total Volume and Open Interest |
1,496 |
8,790 |
-47 |
Rough Rice(CBOT) |
Jul12 |
120702 |
14.30 |
14.50 |
14.30 |
14.39 |
+0.20 |
2,589 |
2,372 |
-455 |
Sep12 |
120702 |
14.52 |
14.82 |
14.52 |
14.68 |
+0.19 |
2,928 |
10,358 |
+1,002 |
Nov12 |
120702 |
14.92 |
15.06 |
14.76 |
14.94 |
+0.18 |
51 |
2,143 |
+17 |
Jan13 |
120702 |
15.15 |
15.26 |
15.02 |
15.21 |
+0.19 |
24 |
124 |
+12 |
Total Volume and Open Interest |
5,592 |
15,120 |
+576 |
Live Cattle(CME) |
Aug12 |
120702 |
120.050 |
120.500 |
119.250 |
119.285 |
-1.165 |
37,188 |
132,740 |
-3,841 |
Oct12 |
120702 |
123.680 |
124.350 |
123.100 |
123.350 |
-1.050 |
15,557 |
82,316 |
+1,959 |
Dec12 |
120702 |
127.135 |
127.550 |
126.700 |
126.850 |
-0.550 |
10,842 |
60,922 |
+1,428 |
Feb13 |
120702 |
129.250 |
129.750 |
128.880 |
129.250 |
-0.200 |
4,315 |
25,931 |
+564 |
Apr13 |
120702 |
131.250 |
131.800 |
131.000 |
131.435 |
-0.465 |
1,670 |
9,856 |
+100 |
Jun13 |
120702 |
127.730 |
128.435 |
127.500 |
127.950 |
-0.250 |
239 |
2,448 |
+60 |
Total Volume and Open Interest |
72,188 |
315,940 |
-1,338 |
Feeder Cattle(CME) |
Aug12 |
120702 |
150.800 |
150.825 |
149.325 |
149.650 |
-1.800 |
5,242 |
17,643 |
-546 |
Sep12 |
120702 |
153.500 |
153.500 |
152.285 |
152.735 |
-1.665 |
1,756 |
6,026 |
+90 |
Oct12 |
120702 |
155.600 |
155.600 |
154.185 |
154.350 |
-1.885 |
2,040 |
5,222 |
-86 |
Nov12 |
120702 |
156.250 |
156.250 |
155.300 |
155.550 |
-1.500 |
789 |
3,290 |
+37 |
Jan13 |
120702 |
156.900 |
156.985 |
155.880 |
156.700 |
-1.050 |
230 |
2,469 |
+59 |
Mar13 |
120702 |
157.700 |
157.700 |
157.000 |
157.000 |
-1.350 |
51 |
458 |
-4 |
Apr13 |
120702 |
158.600 |
158.600 |
158.600 |
158.600 |
-0.300 |
3 |
64 |
+1 |
Total Volume and Open Interest |
10,111 |
35,207 |
-449 |
Lean Hogs(CME) |
Jul12 |
120702 |
96.930 |
97.730 |
95.700 |
96.900 |
+0.265 |
12,346 |
24,739 |
-2,963 |
Aug12 |
120702 |
95.150 |
96.330 |
94.180 |
94.980 |
+0.195 |
31,413 |
69,699 |
-4,286 |
Oct12 |
120702 |
83.500 |
84.000 |
82.330 |
83.100 |
+0.150 |
16,112 |
53,813 |
+2,019 |
Dec12 |
120702 |
80.750 |
81.150 |
79.950 |
80.450 |
+0.150 |
5,443 |
48,292 |
+27 |
Feb13 |
120702 |
82.750 |
83.250 |
82.250 |
82.850 |
+0.150 |
2,234 |
21,387 |
+667 |
Apr13 |
120702 |
84.885 |
85.250 |
84.580 |
85.135 |
+0.250 |
2,202 |
13,962 |
+875 |
May13 |
120702 |
89.100 |
89.600 |
89.000 |
89.500 |
+0.100 |
22 |
645 |
+13 |
Jun13 |
120702 |
91.000 |
91.450 |
90.750 |
91.300 |
+0.300 |
246 |
8,131 |
+82 |
Total Volume and Open Interest |
70,180 |
243,483 |
-3,470 |
Class III Milk(CME) |
Jul12 |
120702 |
16.94 |
16.94 |
16.55 |
16.56 |
-0.31 |
164 |
4,053 |
-9 |
Aug12 |
120702 |
17.59 |
17.70 |
17.22 |
17.25 |
-0.37 |
238 |
4,667 |
+61 |
Sep12 |
120702 |
17.76 |
17.80 |
17.45 |
17.55 |
-0.18 |
166 |
3,257 |
+26 |
Oct12 |
120702 |
17.65 |
17.66 |
17.50 |
17.56 |
-0.06 |
102 |
2,982 |
+14 |
Nov12 |
120702 |
17.35 |
17.37 |
17.25 |
17.29 |
-0.03 |
58 |
2,676 |
+6 |
Total Volume and Open Interest |
938 |
21,833 |
-4,256 |
Cocoa(ICE) |
Jul12 |
120702 |
2277 |
2290 |
2260 |
2282 |
-7 |
9 |
29 |
-27 |
Sep12 |
120702 |
2291 |
2311 |
2261 |
2290 |
-1 |
11,590 |
73,027 |
+1 |
Dec12 |
120702 |
2273 |
2326 |
2273 |
2305 |
+1 |
2,398 |
36,650 |
+517 |
Mar13 |
120702 |
2309 |
2318 |
2281 |
2307 |
+1 |
1,369 |
28,523 |
+203 |
May13 |
120702 |
2316 |
2323 |
2305 |
2310 |
+2 |
331 |
12,952 |
+141 |
Jul13 |
120702 |
2322 |
2328 |
2294 |
2318 |
+2 |
193 |
6,107 |
+49 |
Sep13 |
120702 |
2328 |
2335 |
2318 |
2325 |
+1 |
17 |
3,962 |
-17 |
Total Volume and Open Interest |
16,388 |
171,857 |
+867 |
Coffee "C"(ICE) |
Jul12 |
120702 |
172.80 |
174.30 |
172.50 |
174.30 |
+4.20 |
59 |
238 |
-86 |
Sep12 |
120702 |
170.75 |
174.90 |
169.70 |
174.60 |
+3.90 |
9,494 |
76,484 |
-840 |
Dec12 |
120702 |
173.75 |
177.85 |
172.95 |
177.65 |
+3.90 |
2,824 |
33,993 |
-124 |
Mar13 |
120702 |
177.20 |
181.15 |
176.20 |
181.05 |
+3.85 |
524 |
16,884 |
+75 |
May13 |
120702 |
180.25 |
183.50 |
179.55 |
183.45 |
+3.95 |
121 |
4,468 |
-1 |
Jul13 |
120702 |
182.55 |
185.70 |
182.55 |
185.65 |
+3.80 |
38 |
3,546 |
+8 |
Total Volume and Open Interest |
13,088 |
137,117 |
-966 |
Orange Juice(ICE) |
Jul12 |
120702 |
119.25 |
120.55 |
119.25 |
119.75 |
-2.90 |
987 |
1,207 |
-836 |
Sep12 |
120702 |
122.25 |
124.60 |
114.50 |
117.35 |
-4.40 |
1,601 |
13,656 |
+803 |
Nov12 |
120702 |
120.50 |
123.65 |
115.00 |
116.65 |
-4.55 |
96 |
4,624 |
+25 |
Jan13 |
120702 |
122.00 |
122.00 |
116.00 |
116.70 |
-4.30 |
30 |
1,463 |
+9 |
Mar13 |
120702 |
117.00 |
117.00 |
117.00 |
117.00 |
-4.75 |
4 |
1,167 |
+2 |
May13 |
120702 |
117.10 |
117.10 |
117.10 |
117.10 |
-4.75 |
3 |
176 |
+0 |
Total Volume and Open Interest |
2,723 |
22,305 |
+3 |
Sugar #11(ICE) |
Oct12 |
120702 |
21.08 |
21.59 |
21.03 |
21.40 |
+0.39 |
80,219 |
331,155 |
+4,858 |
Mar13 |
120702 |
21.54 |
21.94 |
21.49 |
21.77 |
+0.27 |
27,971 |
157,220 |
+1,363 |
May13 |
120702 |
21.35 |
21.71 |
21.28 |
21.57 |
+0.24 |
12,222 |
46,363 |
-1,059 |
Jul13 |
120702 |
21.30 |
21.59 |
21.18 |
21.45 |
+0.24 |
7,606 |
72,250 |
+466 |
Oct13 |
120702 |
21.37 |
21.64 |
21.22 |
21.47 |
+0.19 |
2,353 |
29,470 |
+346 |
Mar14 |
120702 |
21.27 |
21.70 |
21.27 |
21.55 |
+0.16 |
523 |
25,797 |
+58 |
May14 |
120702 |
21.53 |
21.53 |
21.17 |
21.39 |
+0.14 |
26 |
5,489 |
-8 |
Jul14 |
120702 |
21.30 |
21.34 |
21.10 |
21.29 |
+0.13 |
26 |
5,519 |
+10 |
Total Volume and Open Interest |
158,591 |
705,539 |
-2,298 |
London Cocoa(LCE) |
Jul12 |
120702 |
1625 |
1632 |
1608 |
1627 |
+13 |
5,533 |
37,321 |
-1,042 |
Sep12 |
120702 |
1582 |
1585 |
1563 |
1577 |
+3 |
8,938 |
41,820 |
-465 |
Dec12 |
120702 |
1560 |
1564 |
1540 |
1556 |
+3 |
4,730 |
40,180 |
+203 |
Mar13 |
120702 |
1530 |
1532 |
1510 |
1527 |
+1 |
3,980 |
42,479 |
-587 |
May13 |
120702 |
1529 |
1531 |
1512 |
1526 |
+1 |
1,313 |
15,449 |
+46 |
Jul13 |
120702 |
1532 |
1532 |
1518 |
1529 |
unch |
742 |
6,621 |
-49 |
Sep13 |
120702 |
1530 |
1533 |
1522 |
1533 |
+1 |
125 |
3,867 |
+32 |
Total Volume and Open Interest |
25,489 |
193,680 |
-1,862 |
London Sugar(LCE) |
Aug12 |
120702 |
611.40 |
619.50 |
606.10 |
619.40 |
+8.10 |
1,474 |
18,621 |
-1,028 |
Oct12 |
120702 |
573.50 |
580.80 |
568.40 |
578.90 |
+7.60 |
1,728 |
16,728 |
+362 |
Dec12 |
120702 |
560.80 |
566.80 |
553.90 |
564.90 |
+7.50 |
881 |
8,790 |
+86 |
Mar13 |
120702 |
570.50 |
575.00 |
563.30 |
573.70 |
+7.50 |
710 |
8,924 |
+97 |
May13 |
120702 |
569.40 |
575.20 |
569.10 |
574.00 |
+6.40 |
63 |
2,525 |
+95 |
Total Volume and Open Interest |
4,931 |
58,725 |
-356 |
Cotton(ICE) |
Jul12 |
120702 |
72.15 |
72.15 |
72.15 |
72.15 |
-0.01 |
40 |
1,008 |
-51 |
Oct12 |
120702 |
71.76 |
72.43 |
70.80 |
72.30 |
+0.73 |
131 |
474 |
+19 |
Dec12 |
120702 |
71.21 |
72.18 |
69.97 |
72.02 |
+0.69 |
14,360 |
132,452 |
+441 |
Mar13 |
120702 |
72.09 |
73.31 |
71.38 |
73.19 |
+0.68 |
1,398 |
20,992 |
+724 |
May13 |
120702 |
73.44 |
74.30 |
72.41 |
74.22 |
+0.67 |
350 |
4,816 |
+15 |
Jul13 |
120702 |
74.30 |
75.23 |
73.35 |
75.13 |
+0.86 |
109 |
5,518 |
+32 |
Total Volume and Open Interest |
16,406 |
166,598 |
+1,195 |
Lumber(CME) |
Jul12 |
120702 |
272.5 |
275.0 |
272.0 |
274.5 |
+1.1 |
192 |
1,308 |
-59 |
Sep12 |
120702 |
271.1 |
272.7 |
266.5 |
270.9 |
-0.7 |
702 |
4,665 |
+72 |
Nov12 |
120702 |
260.4 |
261.9 |
258.7 |
258.7 |
-1.7 |
87 |
969 |
-14 |
Jan13 |
120702 |
267.9 |
269.5 |
267.0 |
267.9 |
-1.5 |
4 |
218 |
+2 |
Total Volume and Open Interest |
987 |
7,271 |
+2 |
Crude Oil(NYM) |
Aug12 |
120702 |
84.65 |
85.05 |
82.10 |
83.75 |
-1.21 |
310,148 |
288,527 |
+905 |
Sep12 |
120702 |
85.18 |
85.42 |
82.50 |
84.15 |
-1.22 |
61,777 |
141,710 |
+675 |
Oct12 |
120702 |
85.70 |
85.70 |
82.89 |
84.54 |
-1.22 |
39,677 |
80,793 |
+2,018 |
Nov12 |
120702 |
86.21 |
86.21 |
83.34 |
84.98 |
-1.23 |
24,723 |
71,434 |
-392 |
Dec12 |
120702 |
86.50 |
86.54 |
83.79 |
85.43 |
-1.24 |
55,053 |
171,338 |
-646 |
Jan13 |
120702 |
86.61 |
86.61 |
84.24 |
85.86 |
-1.27 |
11,694 |
55,893 |
-3,158 |
Feb13 |
120702 |
87.01 |
87.22 |
84.61 |
86.23 |
-1.33 |
5,367 |
26,719 |
-72 |
Mar13 |
120702 |
87.35 |
87.56 |
84.95 |
86.54 |
-1.41 |
6,533 |
34,540 |
-542 |
Apr13 |
120702 |
86.90 |
86.90 |
86.45 |
86.74 |
-1.49 |
3,269 |
17,340 |
-412 |
May13 |
120702 |
86.00 |
86.89 |
85.75 |
86.89 |
-1.56 |
2,427 |
16,505 |
-145 |
Jun13 |
120702 |
87.29 |
87.78 |
85.53 |
86.99 |
-1.64 |
12,886 |
77,595 |
-223 |
Jul13 |
120702 |
86.05 |
87.03 |
85.96 |
87.03 |
-1.68 |
1,745 |
26,241 |
-62 |
Aug13 |
120702 |
86.99 |
86.99 |
86.99 |
86.99 |
-1.70 |
1,120 |
14,153 |
+92 |
Sep13 |
120702 |
86.91 |
86.91 |
86.91 |
86.91 |
-1.72 |
1,028 |
20,825 |
-86 |
Oct13 |
120702 |
86.83 |
86.83 |
86.83 |
86.83 |
-1.74 |
546 |
12,178 |
+23 |
Nov13 |
120702 |
86.75 |
86.75 |
86.75 |
86.75 |
-1.75 |
592 |
18,171 |
+33 |
Total Volume and Open Interest |
569,745 |
1,429,221 |
-2,393 |
e-miNY Crude Oil(NYM) |
Jul12 |
120619 |
83.000 |
84.375 |
82.300 |
84.025 |
+0.750 |
4,824 |
1,676 |
-354 |
Aug12 |
120702 |
84.700 |
85.075 |
82.125 |
83.750 |
-1.200 |
9,768 |
2,934 |
+414 |
Sep12 |
120702 |
85.100 |
85.350 |
82.500 |
84.150 |
-1.225 |
208 |
497 |
+41 |
Oct12 |
120702 |
84.900 |
84.900 |
83.500 |
84.550 |
-1.200 |
24 |
57 |
+8 |
Nov12 |
120702 |
84.600 |
84.975 |
84.400 |
84.975 |
-1.225 |
0 |
11 |
+0 |
Dec12 |
120702 |
85.500 |
85.500 |
84.350 |
85.425 |
-1.250 |
6 |
301 |
+3 |
Jan13 |
120702 |
85.500 |
85.850 |
84.600 |
85.850 |
-1.275 |
0 |
16 |
+0 |
Feb13 |
120702 |
86.225 |
86.225 |
86.225 |
86.225 |
-1.325 |
1 |
74 |
-1 |
Mar13 |
120702 |
86.550 |
86.550 |
86.525 |
86.550 |
-1.400 |
1 |
1 |
+1 |
Apr13 |
120702 |
86.750 |
86.750 |
86.725 |
86.750 |
-1.475 |
0 |
1 |
+0 |
Total Volume and Open Interest |
10,008 |
4,095 |
+466 |
Heating Oil(NYM) |
Aug12 |
120702 |
271.50 |
271.50 |
264.88 |
267.59 |
-3.40 |
63,338 |
100,877 |
+2,539 |
Sep12 |
120702 |
271.03 |
271.03 |
264.95 |
267.69 |
-3.47 |
21,198 |
45,524 |
-2,494 |
Oct12 |
120702 |
268.66 |
269.00 |
265.41 |
268.13 |
-3.44 |
8,966 |
27,043 |
+286 |
Nov12 |
120702 |
268.54 |
269.41 |
265.86 |
268.64 |
-3.46 |
5,802 |
18,372 |
+664 |
Dec12 |
120702 |
272.18 |
272.42 |
266.30 |
269.15 |
-3.47 |
11,566 |
48,328 |
-221 |
Jan13 |
120702 |
270.63 |
270.63 |
266.87 |
269.72 |
-3.48 |
3,843 |
18,979 |
+234 |
Feb13 |
120702 |
269.53 |
269.85 |
266.63 |
269.53 |
-3.59 |
1,897 |
8,592 |
+505 |
Mar13 |
120702 |
267.51 |
268.48 |
266.35 |
268.44 |
-3.82 |
721 |
14,659 |
-148 |
Apr13 |
120702 |
266.61 |
267.21 |
264.01 |
266.95 |
-4.00 |
1,154 |
16,446 |
+88 |
May13 |
120702 |
269.94 |
270.45 |
269.16 |
270.45 |
-4.20 |
445 |
8,569 |
+69 |
Jun13 |
120702 |
269.66 |
270.22 |
268.61 |
270.22 |
-4.20 |
935 |
5,177 |
+6 |
Jul13 |
120702 |
270.05 |
270.58 |
269.74 |
270.58 |
-4.21 |
168 |
1,971 |
+55 |
Aug13 |
120702 |
270.75 |
271.03 |
270.75 |
271.03 |
-4.22 |
38 |
601 |
+12 |
Sep13 |
120702 |
271.48 |
271.48 |
271.48 |
271.48 |
-4.22 |
21 |
339 |
+10 |
Total Volume and Open Interest |
142,922 |
323,700 |
-6,078 |
Gasoline(NYMEX) |
Aug12 |
120702 |
263.70 |
263.98 |
257.00 |
262.39 |
-0.79 |
62,227 |
96,810 |
+914 |
Sep12 |
120702 |
255.37 |
255.75 |
249.65 |
254.13 |
-1.62 |
33,879 |
58,259 |
+1,325 |
Oct12 |
120702 |
239.64 |
239.64 |
233.39 |
237.37 |
-2.00 |
13,685 |
27,936 |
+486 |
Nov12 |
120702 |
234.49 |
234.49 |
230.64 |
234.26 |
-2.21 |
6,220 |
15,294 |
+150 |
Dec12 |
120702 |
234.32 |
234.32 |
228.96 |
233.11 |
-2.31 |
6,668 |
31,103 |
+614 |
Jan13 |
120702 |
232.30 |
233.21 |
230.51 |
233.21 |
-2.49 |
1,964 |
11,486 |
+414 |
Feb13 |
120702 |
232.67 |
234.24 |
232.67 |
234.24 |
-2.71 |
587 |
3,994 |
+110 |
Mar13 |
120702 |
233.80 |
235.97 |
232.27 |
235.97 |
-2.95 |
450 |
3,649 |
+176 |
Apr13 |
120702 |
248.35 |
251.16 |
247.43 |
250.75 |
-3.15 |
236 |
6,040 |
+2 |
May13 |
120702 |
249.69 |
250.12 |
247.07 |
250.12 |
-3.22 |
69 |
920 |
+5 |
Total Volume and Open Interest |
152,364 |
270,958 |
-1,766 |
e-miNY RBOB Gasoline(NYM) |
Aug12 |
120702 |
262.40 |
262.40 |
262.40 |
262.40 |
-0.80 |
0 |
3 |
+0 |
Sep12 |
120702 |
254.10 |
254.13 |
254.10 |
254.10 |
-1.70 |
|
|
|
Oct12 |
120702 |
237.40 |
237.40 |
237.37 |
237.40 |
-2.00 |
|
|
|
Nov12 |
120702 |
234.30 |
234.30 |
234.26 |
234.30 |
-2.20 |
|
|
|
Total Volume and Open Interest |
0 |
3 |
-2 |
Natural Gas(NYM) |
Aug12 |
120702 |
2.804 |
2.855 |
2.742 |
2.824 |
unch |
174,562 |
162,723 |
-4,332 |
Sep12 |
120702 |
2.800 |
2.861 |
2.756 |
2.832 |
-0.001 |
66,306 |
235,776 |
-3,775 |
Oct12 |
120702 |
2.855 |
2.906 |
2.803 |
2.877 |
unch |
65,470 |
138,507 |
-12,298 |
Nov12 |
120702 |
3.077 |
3.123 |
3.028 |
3.100 |
+0.009 |
33,378 |
101,705 |
-1,214 |
Dec12 |
120702 |
3.343 |
3.384 |
3.300 |
3.362 |
+0.007 |
25,565 |
54,003 |
-242 |
Jan13 |
120702 |
3.491 |
3.521 |
3.446 |
3.503 |
+0.004 |
20,013 |
97,559 |
-1,346 |
Feb13 |
120702 |
3.502 |
3.528 |
3.461 |
3.512 |
+0.003 |
4,704 |
25,621 |
+319 |
Mar13 |
120702 |
3.442 |
3.498 |
3.434 |
3.483 |
-0.001 |
7,586 |
48,843 |
+2,423 |
Apr13 |
120702 |
3.415 |
3.465 |
3.405 |
3.450 |
+0.001 |
6,886 |
60,524 |
-529 |
May13 |
120702 |
3.460 |
3.490 |
3.439 |
3.477 |
-0.001 |
2,763 |
15,640 |
+19 |
Jun13 |
120702 |
3.527 |
3.538 |
3.476 |
3.511 |
-0.002 |
564 |
7,055 |
+31 |
Jul13 |
120702 |
3.522 |
3.566 |
3.521 |
3.557 |
-0.002 |
1,042 |
11,632 |
-6 |
Aug13 |
120702 |
3.550 |
3.583 |
3.541 |
3.576 |
unch |
983 |
8,528 |
+45 |
Sep13 |
120702 |
3.544 |
3.586 |
3.543 |
3.579 |
unch |
623 |
8,103 |
+11 |
Oct13 |
120702 |
3.591 |
3.630 |
3.581 |
3.619 |
unch |
1,502 |
34,217 |
+325 |
Nov13 |
120702 |
3.720 |
3.748 |
3.706 |
3.744 |
+0.002 |
726 |
18,119 |
+264 |
Total Volume and Open Interest |
416,664 |
1,126,749 |
-17,788 |
Brent Crude Oil(ICE) |
Aug12 |
120702 |
97.60 |
97.87 |
95.30 |
97.34 |
-0.46 |
235,159 |
212,413 |
-3,727 |
Sep12 |
120702 |
97.83 |
97.87 |
95.35 |
97.14 |
-0.74 |
133,672 |
208,642 |
+1,453 |
Oct12 |
120702 |
97.00 |
97.44 |
95.15 |
96.84 |
-0.91 |
69,154 |
109,812 |
-3,044 |
Nov12 |
120702 |
97.32 |
97.32 |
95.15 |
96.73 |
-1.06 |
36,363 |
63,833 |
-1,319 |
Dec12 |
120702 |
97.52 |
97.52 |
95.01 |
96.60 |
-1.19 |
80,866 |
132,298 |
-3,573 |
Jan13 |
120702 |
97.51 |
97.51 |
94.96 |
96.48 |
-1.29 |
14,624 |
32,601 |
-1,558 |
Feb13 |
120702 |
97.48 |
97.48 |
94.86 |
96.36 |
-1.39 |
12,014 |
19,654 |
-844 |
Mar13 |
120702 |
96.69 |
96.78 |
94.80 |
96.26 |
-1.48 |
10,738 |
33,774 |
+1,154 |
Apr13 |
120702 |
96.77 |
96.77 |
94.77 |
96.20 |
-1.54 |
7,148 |
12,944 |
-30 |
May13 |
120702 |
96.15 |
96.16 |
96.15 |
96.16 |
-1.57 |
4,277 |
13,034 |
+280 |
Jun13 |
120702 |
96.72 |
96.72 |
94.69 |
96.12 |
-1.59 |
14,221 |
52,111 |
-196 |
Jul13 |
120702 |
96.05 |
96.05 |
96.05 |
96.05 |
-1.63 |
2,390 |
10,430 |
+255 |
Aug13 |
120702 |
95.93 |
95.93 |
95.93 |
95.93 |
-1.66 |
1,266 |
11,447 |
+164 |
Sep13 |
120702 |
95.77 |
95.77 |
95.77 |
95.77 |
-1.70 |
1,062 |
11,255 |
+228 |
Total Volume and Open Interest |
664,143 |
1,176,156 |
-9,862 |
Gas Oil(ICE) |
Jul12 |
120702 |
865.50 |
865.50 |
846.50 |
849.00 |
+0.50 |
55,990 |
92,170 |
-6,059 |
Aug12 |
120702 |
860.50 |
860.50 |
841.00 |
843.75 |
+0.50 |
86,589 |
107,320 |
+7,205 |
Sep12 |
120702 |
854.75 |
854.75 |
838.00 |
840.75 |
+1.00 |
40,087 |
78,846 |
+3,980 |
Oct12 |
120702 |
855.25 |
855.25 |
836.50 |
839.25 |
+1.25 |
13,056 |
40,675 |
+90 |
Nov12 |
120702 |
846.00 |
847.00 |
835.00 |
837.75 |
+1.50 |
6,370 |
29,085 |
+884 |
Dec12 |
120702 |
846.25 |
846.25 |
833.75 |
836.00 |
+1.25 |
25,443 |
71,062 |
+215 |
Jan13 |
120702 |
845.00 |
845.00 |
834.00 |
836.00 |
+1.25 |
3,216 |
22,918 |
+4 |
Feb13 |
120702 |
845.50 |
845.50 |
833.25 |
835.50 |
+1.00 |
1,707 |
15,999 |
+31 |
Mar13 |
120702 |
843.75 |
843.75 |
832.00 |
834.25 |
+0.50 |
1,186 |
16,735 |
-78 |
Apr13 |
120702 |
838.25 |
838.25 |
833.00 |
833.00 |
+0.25 |
1,803 |
11,630 |
+140 |
Total Volume and Open Interest |
245,186 |
589,632 |
+6,758 |
Ethanol(CBOT) |
Jul12 |
120702 |
2.290 |
2.295 |
2.288 |
2.292 |
+0.059 |
233 |
170 |
-109 |
Aug12 |
120702 |
2.296 |
2.305 |
2.280 |
2.295 |
+0.054 |
471 |
1,614 |
+20 |
Sep12 |
120702 |
2.261 |
2.285 |
2.260 |
2.266 |
+0.047 |
202 |
1,482 |
+52 |
Oct12 |
120702 |
2.230 |
2.248 |
2.225 |
2.227 |
+0.048 |
104 |
1,508 |
+2 |
Nov12 |
120702 |
2.234 |
2.234 |
2.210 |
2.212 |
+0.048 |
414 |
1,460 |
+20 |
Dec12 |
120702 |
2.209 |
2.220 |
2.201 |
2.207 |
+0.052 |
399 |
1,334 |
+36 |
Jan13 |
120702 |
2.205 |
2.212 |
2.205 |
2.210 |
+0.049 |
283 |
1,193 |
+40 |
Feb13 |
120702 |
2.212 |
2.224 |
2.199 |
2.219 |
+0.056 |
339 |
745 |
-33 |
Total Volume and Open Interest |
3,143 |
11,050 |
+286 |
WTI Crude Oil(ICE) |
Aug12 |
120702 |
84.77 |
85.27 |
82.10 |
83.75 |
-1.21 |
59,325 |
68,344 |
-332 |
Sep12 |
120702 |
84.67 |
84.80 |
82.49 |
84.15 |
-1.22 |
13,386 |
37,747 |
+1,088 |
Oct12 |
120702 |
85.00 |
85.10 |
82.93 |
84.54 |
-1.22 |
9,818 |
19,082 |
+1,148 |
Nov12 |
120702 |
85.24 |
85.24 |
83.74 |
84.98 |
-1.23 |
9,565 |
20,612 |
+222 |
Dec12 |
120702 |
86.26 |
86.26 |
83.82 |
85.43 |
-1.24 |
18,456 |
82,183 |
-1,751 |
Jan13 |
120702 |
86.00 |
86.01 |
84.30 |
85.86 |
-1.27 |
3,560 |
14,160 |
-515 |
Feb13 |
120702 |
86.16 |
86.23 |
85.57 |
86.23 |
-1.33 |
2,251 |
9,506 |
+345 |
Mar13 |
120702 |
86.50 |
86.54 |
86.50 |
86.54 |
-1.41 |
1,536 |
8,560 |
+226 |
Apr13 |
120702 |
86.74 |
86.74 |
86.48 |
86.74 |
-1.49 |
969 |
2,993 |
+145 |
May13 |
120702 |
86.89 |
86.89 |
86.88 |
86.89 |
-1.56 |
1,155 |
2,367 |
+10 |
Jun13 |
120702 |
87.05 |
87.05 |
86.72 |
86.99 |
-1.64 |
2,549 |
23,582 |
+450 |
Jul13 |
120702 |
87.03 |
87.03 |
87.03 |
87.03 |
-1.68 |
259 |
1,862 |
-2 |
Aug13 |
120702 |
86.99 |
86.99 |
86.99 |
86.99 |
-1.70 |
209 |
2,600 |
+65 |
Sep13 |
120702 |
86.91 |
86.91 |
86.91 |
86.91 |
-1.72 |
44 |
5,910 |
-9 |
Oct13 |
120702 |
86.83 |
86.83 |
86.83 |
86.83 |
-1.74 |
36 |
1,153 |
+11 |
Nov13 |
120702 |
86.75 |
86.75 |
86.75 |
86.75 |
-1.75 |
51 |
3,151 |
+1 |
Total Volume and Open Interest |
127,712 |
424,262 |
+2,202 |
US Dollar Index(ICE) |
Sep12 |
120702 |
81.730 |
82.095 |
81.655 |
82.007 |
+0.255 |
31,155 |
65,436 |
-790 |
Dec12 |
120702 |
82.135 |
82.410 |
82.135 |
82.368 |
+0.235 |
2 |
525 |
+0 |
Mar13 |
120702 |
82.688 |
82.688 |
82.688 |
82.688 |
+0.235 |
|
|
|
Total Volume and Open Interest |
31,157 |
65,961 |
-790 |
Australian Dollar(CME) |
Sep12 |
120702 |
101.88 |
102.07 |
101.41 |
101.89 |
+0.20 |
144,154 |
123,022 |
+109 |
Dec12 |
120702 |
100.81 |
101.12 |
100.81 |
101.12 |
+0.20 |
4 |
596 |
+0 |
Mar13 |
120702 |
100.44 |
100.44 |
100.24 |
100.44 |
+0.20 |
0 |
4 |
+0 |
Total Volume and Open Interest |
144,158 |
123,624 |
+109 |
British Pound(CME) |
Sep12 |
120702 |
156.92 |
157.20 |
156.38 |
156.89 |
+0.12 |
101,609 |
112,522 |
-1,142 |
Dec12 |
120702 |
156.51 |
157.06 |
156.51 |
156.85 |
+0.12 |
12 |
561 |
+1 |
Mar13 |
120702 |
156.23 |
156.81 |
156.23 |
156.81 |
+0.14 |
0 |
12 |
+0 |
Total Volume and Open Interest |
101,621 |
113,096 |
-1,141 |
Canadian Dollar(CME) |
Sep12 |
120702 |
98.19 |
98.29 |
97.86 |
98.19 |
+0.03 |
126,628 |
95,736 |
+9,262 |
Dec12 |
120702 |
97.94 |
98.10 |
97.70 |
98.00 |
+0.03 |
293 |
6,952 |
+138 |
Mar13 |
120702 |
97.74 |
97.84 |
97.74 |
97.84 |
+0.02 |
16 |
1,481 |
+9 |
Jun13 |
120702 |
97.65 |
97.67 |
97.64 |
97.67 |
+0.03 |
13 |
323 |
+7 |
Total Volume and Open Interest |
126,950 |
104,540 |
+9,416 |
Japanese Yen(CME) |
Sep12 |
120702 |
125.28 |
126.24 |
125.16 |
125.96 |
+0.61 |
65,699 |
120,668 |
-1,290 |
Dec12 |
120702 |
125.69 |
126.39 |
125.52 |
126.14 |
+0.62 |
32 |
373 |
+13 |
Mar13 |
120702 |
126.34 |
126.34 |
125.73 |
126.34 |
+0.61 |
0 |
32 |
+0 |
Total Volume and Open Interest |
65,731 |
121,077 |
-1,277 |
Swiss Franc(CME) |
Sep12 |
120702 |
105.65 |
105.66 |
104.82 |
104.97 |
-0.64 |
41,376 |
54,095 |
+1,794 |
Dec12 |
120702 |
105.25 |
105.89 |
105.25 |
105.25 |
-0.64 |
0 |
173 |
+0 |
Mar13 |
120702 |
105.55 |
106.19 |
105.55 |
105.55 |
-0.64 |
0 |
3 |
+0 |
Total Volume and Open Interest |
41,376 |
54,271 |
+1,794 |
EuroFX(CME) |
Sep12 |
120702 |
126.78 |
126.82 |
125.78 |
125.93 |
-0.75 |
278,698 |
311,083 |
-188 |
Dec12 |
120702 |
126.47 |
126.89 |
125.97 |
126.08 |
-0.74 |
132 |
1,208 |
-9 |
Mar13 |
120702 |
126.55 |
126.99 |
126.19 |
126.25 |
-0.74 |
2 |
54 |
+1 |
Total Volume and Open Interest |
278,832 |
312,956 |
-196 |
Mexican Peso(CME) |
Jul12 |
120702 |
750.2 |
750.2 |
747.5 |
750.2 |
+2.8 |
|
|
|
Aug12 |
120702 |
748.5 |
748.5 |
745.8 |
748.5 |
+2.8 |
|
|
|
Total Volume and Open Interest |
45,146 |
128,383 |
+1,440 |
Brazilian Real(CME) |
Aug12 |
120702 |
500.40 |
500.90 |
500.15 |
500.15 |
+6.15 |
27 |
1,789 |
+20 |
Sep12 |
120702 |
492.00 |
498.00 |
491.95 |
497.60 |
+5.55 |
367 |
2,860 |
-300 |
Oct12 |
120702 |
495.65 |
495.65 |
490.10 |
495.65 |
+5.55 |
|
|
|
Nov12 |
120702 |
493.75 |
493.75 |
488.20 |
493.75 |
+5.55 |
|
|
|
Total Volume and Open Interest |
470 |
19,343 |
-230 |
30-Year T-Bonds(CBOT) |
Sep12 |
120702 |
148~030 |
150~020 |
147~260 |
149~190 |
+1~200 |
341,368 |
644,691 |
+12,740 |
Dec12 |
120702 |
149~000 |
151~010 |
148~270 |
150~190 |
+1~240 |
384 |
3,236 |
+226 |
Mar13 |
120702 |
150~190 |
150~190 |
148~270 |
150~190 |
+1~240 |
0 |
1 |
+0 |
Total Volume and Open Interest |
341,752 |
647,928 |
+12,966 |
10-Year T-Notes(CBOT) |
Sep12 |
120702 |
133~145 |
134~075 |
133~095 |
134~005 |
+0~205 |
1,013,726 |
1,824,087 |
+61,692 |
Dec12 |
120702 |
133~010 |
133~025 |
132~140 |
133~025 |
+0~205 |
0 |
25 |
+0 |
Mar13 |
120702 |
132~075 |
132~075 |
131~190 |
132~075 |
+0~205 |
|
|
|
Total Volume and Open Interest |
1,013,726 |
1,824,112 |
+61,692 |
5-Year T-Notes(CBOT) |
Sep12 |
120702 |
123~127 |
124~046 |
123~123 |
124~036 |
+0~040 |
484,607 |
1,174,101 |
+36,686 |
Dec12 |
120702 |
123~116 |
123~116 |
123~044 |
123~116 |
+0~072 |
0 |
8 |
+0 |
Mar13 |
120702 |
123~036 |
123~036 |
122~092 |
123~036 |
+0~072 |
|
|
|
Total Volume and Open Interest |
487,707 |
1,198,416 |
+36,188 |
2 Year T-Notes(CBOT) |
Sep12 |
120702 |
110~014 |
110~018 |
110~011 |
110~017 |
+0~005 |
84,902 |
833,790 |
+785 |
Dec12 |
120702 |
110~014 |
110~014 |
110~007 |
110~014 |
+0~007 |
0 |
2 |
+0 |
Mar13 |
120702 |
109~080 |
109~080 |
109~073 |
109~080 |
+0~007 |
|
|
|
Total Volume and Open Interest |
87,034 |
899,125 |
-180 |
Eurodollars(CME) |
Sep12 |
120702 |
99.525 |
99.525 |
99.510 |
99.520 |
unch |
209,572 |
956,110 |
+16,808 |
Dec12 |
120702 |
99.495 |
99.495 |
99.475 |
99.495 |
unch |
156,107 |
990,516 |
-2,212 |
Mar13 |
120702 |
99.475 |
99.475 |
99.455 |
99.475 |
unch |
120,323 |
702,275 |
-6,221 |
Jun13 |
120702 |
99.450 |
99.455 |
99.435 |
99.450 |
unch |
95,751 |
647,768 |
+664 |
Sep13 |
120702 |
99.430 |
99.440 |
99.410 |
99.435 |
+0.005 |
92,464 |
632,262 |
+111 |
Dec13 |
120702 |
99.400 |
99.415 |
99.380 |
99.410 |
+0.010 |
83,129 |
663,328 |
+7,414 |
Mar14 |
120702 |
99.370 |
99.395 |
99.350 |
99.390 |
+0.020 |
77,173 |
600,686 |
+3,494 |
Jun14 |
120702 |
99.325 |
99.360 |
99.305 |
99.350 |
+0.025 |
75,953 |
465,873 |
-868 |
Sep14 |
120702 |
99.275 |
99.315 |
99.255 |
99.300 |
+0.030 |
67,302 |
348,796 |
+6,166 |
Dec14 |
120702 |
99.190 |
99.240 |
99.175 |
99.225 |
+0.040 |
56,761 |
327,558 |
-754 |
Mar15 |
120702 |
99.110 |
99.170 |
99.095 |
99.150 |
+0.045 |
55,212 |
310,625 |
+5,108 |
Jun15 |
120702 |
0.696 |
0.761 |
0.681 |
0.741 |
+0.050 |
56,503 |
267,095 |
-162 |
Sep15 |
120702 |
0.566 |
0.646 |
0.556 |
0.621 |
+0.055 |
48,996 |
212,443 |
+5,907 |
Dec15 |
120702 |
0.421 |
0.511 |
0.411 |
0.486 |
+0.065 |
47,068 |
141,456 |
-2,070 |
Mar16 |
120702 |
0.291 |
0.391 |
0.281 |
0.366 |
+0.075 |
24,726 |
82,034 |
+66 |
Jun16 |
120702 |
0.151 |
0.256 |
0.146 |
0.231 |
+0.080 |
21,094 |
98,934 |
+51 |
Sep16 |
120702 |
0.011 |
0.121 |
0.006 |
0.096 |
+0.085 |
12,088 |
73,878 |
+569 |
Dec16 |
120702 |
6.415 |
6.535 |
6.410 |
6.505 |
+0.090 |
22,376 |
67,188 |
-296 |
Total Volume and Open Interest |
1,367,371 |
7,824,002 |
+37,299 |
30 Day Federal Funds(CBOT) |
Jul12 |
120702 |
99.830 |
99.830 |
99.825 |
99.827 |
+0.003 |
2,377 |
61,421 |
+665 |
Aug12 |
120702 |
99.825 |
99.830 |
99.820 |
99.825 |
unch |
1,597 |
54,974 |
+205 |
Sep12 |
120702 |
99.820 |
99.825 |
99.815 |
99.820 |
unch |
949 |
49,499 |
+507 |
Oct12 |
120702 |
99.815 |
99.820 |
99.815 |
99.820 |
unch |
520 |
52,548 |
+291 |
Nov12 |
120702 |
99.820 |
99.820 |
99.815 |
99.820 |
unch |
186 |
33,669 |
+62 |
Dec12 |
120702 |
99.820 |
99.825 |
99.815 |
99.820 |
unch |
679 |
27,236 |
-25 |
Total Volume and Open Interest |
17,741 |
529,215 |
+3,228 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep12 |
120702 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Dec12 |
120702 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
|
|
|
Mar13 |
120702 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
|
|
|
Jun13 |
120702 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Sep13 |
120702 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Dec13 |
120702 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
|
|
|
Mar14 |
120702 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
|
|
|
Jun14 |
120702 |
99.540 |
99.540 |
99.540 |
99.540 |
unch |
|
|
|
Sep14 |
120702 |
99.400 |
99.400 |
99.400 |
99.400 |
unch |
|
|
|
Dec14 |
120702 |
99.500 |
99.500 |
99.500 |
99.500 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Sep12 |
120702 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,785 |
+0 |
Dec12 |
120702 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
519 |
+0 |
Mar13 |
120702 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
181 |
+0 |
Jun13 |
120702 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
202 |
+0 |
Sep13 |
120702 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
305 |
+0 |
Dec13 |
120702 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
384 |
+0 |
Mar14 |
120702 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
344 |
+0 |
Jun14 |
120702 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
|
|
|
Total Volume and Open Interest |
1 |
3,721 |
+1 |
Japanese Gov't Bonds(SGX) |
Sep12 |
120702 |
143.69 |
143.78 |
143.57 |
143.74 |
+0.04 |
1,368 |
19,074 |
-82 |
Dec12 |
120702 |
142.89 |
142.89 |
142.89 |
142.89 |
+0.04 |
0 |
6 |
+0 |
Mar13 |
120702 |
140.80 |
140.80 |
140.80 |
140.80 |
+0.04 |
|
|
|
Total Volume and Open Interest |
1,368 |
19,080 |
-82 |
Euro-Bund(EUREX) |
Sep12 |
120702 |
140.90 |
141.78 |
140.68 |
141.68 |
+0.78 |
689,929 |
826,176 |
+7,363 |
Dec12 |
120702 |
139.15 |
140.02 |
139.10 |
140.02 |
+0.78 |
101 |
85 |
+1 |
Mar13 |
120702 |
140.02 |
140.02 |
140.02 |
140.02 |
+0.78 |
|
|
|
Total Volume and Open Interest |
690,030 |
826,261 |
+7,364 |
Euro-Bobl(EUREX) |
Sep12 |
120702 |
125.84 |
126.30 |
125.80 |
126.22 |
+0.33 |
401,571 |
582,944 |
+6,448 |
Dec12 |
120702 |
124.62 |
124.62 |
124.62 |
124.62 |
+0.33 |
3 |
16 |
+2 |
Mar13 |
120702 |
124.62 |
124.62 |
124.62 |
124.62 |
+0.33 |
|
|
|
Total Volume and Open Interest |
401,574 |
582,960 |
+6,450 |
3-Mth Euribor(EUREX) |
Sep12 |
120702 |
99.505 |
99.505 |
99.505 |
99.505 |
+0.010 |
100 |
2,871 |
+100 |
Dec12 |
120702 |
99.525 |
99.525 |
99.525 |
99.525 |
+0.015 |
100 |
1,210 |
-100 |
Mar13 |
120702 |
99.510 |
99.520 |
99.510 |
99.520 |
+0.015 |
0 |
1,028 |
+0 |
Total Volume and Open Interest |
200 |
6,542 |
+0 |
Long Gilt(LIFFE) |
Sep12 |
120702 |
119~06 |
119~21 |
118~28 |
119~17 |
+0~14 |
170,625 |
322,978 |
+4,667 |
Dec12 |
120702 |
118~17 |
118~17 |
118~17 |
118~17 |
+0~14 |
|
|
|
Total Volume and Open Interest |
170,625 |
322,978 |
+4,667 |
3-Mth Short Sterling(LIFFE) |
Sep12 |
120702 |
99.21 |
99.25 |
99.21 |
99.24 |
+0.02 |
36,019 |
386,702 |
+8,600 |
Dec12 |
120702 |
99.25 |
99.31 |
99.25 |
99.29 |
+0.03 |
36,716 |
321,900 |
+1,610 |
Mar13 |
120702 |
99.28 |
99.35 |
99.27 |
99.33 |
+0.04 |
48,125 |
298,443 |
-5 |
Jun13 |
120702 |
99.28 |
99.36 |
99.28 |
99.33 |
+0.03 |
35,356 |
296,806 |
+3,951 |
Sep13 |
120702 |
99.27 |
99.35 |
99.27 |
99.33 |
+0.04 |
45,173 |
334,209 |
-4,856 |
Dec13 |
120702 |
99.24 |
99.32 |
99.23 |
99.30 |
+0.05 |
44,320 |
227,022 |
+5,921 |
Total Volume and Open Interest |
382,900 |
2,529,170 |
+30,945 |
3-Mth Euribor(LIFFE) |
Sep12 |
120702 |
99.495 |
99.520 |
99.485 |
99.505 |
+0.010 |
88,152 |
553,647 |
+255 |
Dec12 |
120702 |
99.505 |
99.545 |
99.495 |
99.525 |
+0.015 |
96,879 |
516,952 |
+6,355 |
Mar13 |
120702 |
99.505 |
99.540 |
99.485 |
99.520 |
+0.015 |
69,462 |
425,174 |
+1,107 |
Total Volume and Open Interest |
622,275 |
3,257,592 |
+29,539 |
3-Mth Aus T-Bills(SFE) |
Sep12 |
120702 |
96.70 |
96.72 |
96.61 |
96.64 |
-0.08 |
26,501 |
191,562 |
-3,327 |
Dec12 |
120702 |
96.93 |
96.95 |
96.80 |
96.89 |
-0.07 |
26,024 |
177,242 |
-9,905 |
Mar13 |
120702 |
96.99 |
97.00 |
96.85 |
96.95 |
-0.06 |
16,929 |
116,020 |
+1,324 |
Jun13 |
120702 |
96.95 |
96.97 |
96.83 |
96.92 |
-0.06 |
5,053 |
81,986 |
+65 |
Sep13 |
120702 |
96.88 |
96.91 |
96.75 |
96.86 |
-0.05 |
2,157 |
54,435 |
-1,453 |
Dec13 |
120702 |
96.77 |
96.83 |
96.69 |
96.78 |
-0.06 |
1,486 |
36,682 |
-539 |
Mar14 |
120702 |
96.72 |
96.73 |
96.61 |
96.70 |
-0.07 |
1,093 |
26,759 |
-224 |
Jun14 |
120702 |
96.65 |
96.65 |
96.56 |
96.62 |
-0.07 |
677 |
11,038 |
+169 |
Sep14 |
120702 |
96.57 |
96.58 |
96.50 |
96.55 |
-0.08 |
70 |
1,397 |
+12 |
Dec14 |
120702 |
96.45 |
96.47 |
96.45 |
96.47 |
-0.08 |
5 |
419 |
+3 |
Total Volume and Open Interest |
79,995 |
697,579 |
-13,875 |
10-Year Aus T-Bonds(SFE) |
Sep12 |
120702 |
96.92 |
96.96 |
96.85 |
96.92 |
-0.05 |
69,171 |
373,753 |
-240 |
Dec12 |
120702 |
96.92 |
96.92 |
96.92 |
96.92 |
-0.05 |
|
|
|
Total Volume and Open Interest |
69,171 |
373,753 |
-240 |
3-Year Aus T-Bonds(SFE) |
Sep12 |
120702 |
97.56 |
97.59 |
97.46 |
97.53 |
-0.08 |
195,832 |
404,017 |
-42,221 |
Dec12 |
120702 |
97.53 |
97.53 |
97.53 |
97.53 |
-0.08 |
|
|
|
Total Volume and Open Interest |
195,832 |
404,017 |
-42,221 |
Gold(CMX) |
Aug12 |
120702 |
1599.6 |
1603.6 |
1587.4 |
1597.7 |
-6.5 |
139,961 |
213,143 |
-186 |
Oct12 |
120702 |
1600.0 |
1605.0 |
1589.8 |
1599.9 |
-6.5 |
3,619 |
19,962 |
-236 |
Dec12 |
120702 |
1604.4 |
1605.5 |
1591.8 |
1602.2 |
-6.5 |
7,723 |
79,257 |
+1,311 |
Feb13 |
120702 |
1599.7 |
1609.0 |
1598.5 |
1604.2 |
-6.6 |
796 |
20,448 |
+11 |
Apr13 |
120702 |
1607.0 |
1607.1 |
1606.1 |
1606.2 |
-6.6 |
161 |
13,560 |
+74 |
Jun13 |
120702 |
1608.1 |
1612.4 |
1600.7 |
1608.2 |
-6.6 |
436 |
18,115 |
-22 |
Aug13 |
120702 |
1601.7 |
1612.1 |
1601.7 |
1610.2 |
-6.6 |
145 |
1,542 |
+57 |
Oct13 |
120702 |
1612.5 |
1612.5 |
1612.5 |
1612.5 |
-6.6 |
6 |
477 |
+0 |
Dec13 |
120702 |
1611.9 |
1616.0 |
1611.9 |
1615.1 |
-6.7 |
56 |
9,200 |
-25 |
Feb14 |
120702 |
1617.7 |
1617.7 |
1617.7 |
1617.7 |
-6.8 |
0 |
6 |
+0 |
Apr14 |
120702 |
1620.4 |
1620.4 |
1620.4 |
1620.4 |
-6.8 |
0 |
1 |
+0 |
Jun14 |
120702 |
1623.1 |
1623.1 |
1623.1 |
1623.1 |
-6.8 |
105 |
8,723 |
-46 |
Total Volume and Open Interest |
153,268 |
416,509 |
+947 |
Silver(CMX) |
Jul12 |
120702 |
2744.0 |
2755.0 |
2719.5 |
2746.8 |
-11.2 |
23,940 |
3,952 |
-6,268 |
Sep12 |
120702 |
2750.0 |
2760.5 |
2718.5 |
2749.9 |
-11.3 |
62,691 |
65,703 |
+6,704 |
Dec12 |
120702 |
2752.5 |
2764.5 |
2728.5 |
2757.9 |
-11.1 |
3,606 |
23,993 |
+750 |
Mar13 |
120702 |
2759.5 |
2764.5 |
2751.5 |
2762.3 |
-11.1 |
586 |
4,193 |
-9 |
May13 |
120702 |
2757.5 |
2764.2 |
2757.5 |
2764.2 |
-10.7 |
321 |
2,390 |
+115 |
Jul13 |
120702 |
2743.0 |
2765.7 |
2742.0 |
2765.7 |
-10.8 |
129 |
3,830 |
+54 |
Sep13 |
120702 |
2750.5 |
2766.4 |
2750.5 |
2766.4 |
-10.5 |
10 |
1,889 |
+5 |
Total Volume and Open Interest |
91,528 |
125,366 |
+1,378 |
Platinum(NYMEX) |
Jul12 |
120702 |
1436.0 |
1455.8 |
1435.0 |
1455.6 |
+6.5 |
4,427 |
1,017 |
-2,795 |
Oct12 |
120702 |
1453.4 |
1459.2 |
1435.3 |
1458.3 |
+5.9 |
12,188 |
47,322 |
+2,400 |
Jan13 |
120702 |
1445.0 |
1462.0 |
1440.5 |
1461.9 |
+5.7 |
77 |
1,403 |
+70 |
Apr13 |
120702 |
1465.4 |
1465.4 |
1465.4 |
1465.4 |
+5.7 |
0 |
17 |
+0 |
Total Volume and Open Interest |
16,766 |
49,831 |
-255 |
Palladium(NYMEX) |
Sep12 |
120702 |
585.00 |
586.45 |
575.75 |
578.00 |
-6.55 |
6,064 |
22,109 |
+325 |
Dec12 |
120702 |
587.10 |
587.10 |
578.40 |
579.25 |
-6.55 |
54 |
646 |
+44 |
Mar13 |
120702 |
579.30 |
579.30 |
579.30 |
579.30 |
-6.55 |
|
|
|
Total Volume and Open Interest |
6,126 |
22,763 |
+374 |
Copper(CMX) |
Jul12 |
120702 |
348.75 |
349.25 |
344.65 |
346.50 |
-2.50 |
19,225 |
6,116 |
-7,719 |
Sep12 |
120702 |
349.50 |
350.25 |
345.25 |
346.90 |
-2.75 |
47,891 |
89,727 |
+5,869 |
Dec12 |
120702 |
349.25 |
349.25 |
346.45 |
347.80 |
-2.85 |
1,389 |
28,766 |
+390 |
Mar13 |
120702 |
348.70 |
349.00 |
348.05 |
348.55 |
-2.85 |
219 |
5,946 |
+112 |
May13 |
120702 |
348.30 |
350.25 |
348.30 |
348.90 |
-2.85 |
17 |
1,419 |
-3 |
Total Volume and Open Interest |
69,779 |
142,126 |
-1,344 |
DJIA Index(CBOT) |
Sep12 |
120702 |
12793 |
12848 |
12735 |
12776 |
-32 |
180 |
12,692 |
+46 |
Dec12 |
120702 |
12707 |
12739 |
12707 |
12707 |
-32 |
0 |
1 |
+0 |
Mar13 |
120702 |
12640 |
12672 |
12640 |
12640 |
-32 |
|
|
|
Jun13 |
120702 |
12564 |
12596 |
12564 |
12564 |
-32 |
|
|
|
Total Volume and Open Interest |
180 |
12,693 |
+46 |
E-mini DJIA Index(CBOT) |
Sep12 |
120702 |
12827 |
12850 |
12724 |
12776 |
-32 |
175,593 |
90,764 |
-8,550 |
Dec12 |
120702 |
12701 |
12707 |
12701 |
12707 |
-32 |
4 |
26 |
-2 |
Mar13 |
120702 |
12640 |
12640 |
12640 |
12640 |
-32 |
0 |
1 |
+0 |
Jun13 |
120702 |
12564 |
12564 |
12564 |
12564 |
-32 |
0 |
37 |
+0 |
Total Volume and Open Interest |
175,597 |
90,828 |
-8,552 |
S & P 500(CME) |
Sep12 |
120702 |
1362.30 |
1362.30 |
1349.70 |
1357.60 |
+1.20 |
11,543 |
215,035 |
-602 |
Dec12 |
120702 |
1352.50 |
1353.70 |
1343.30 |
1350.80 |
+1.20 |
2,333 |
12,693 |
-100 |
Mar13 |
120702 |
1344.20 |
1347.10 |
1338.00 |
1344.20 |
+1.20 |
29 |
150 |
-24 |
Jun13 |
120702 |
1337.80 |
1340.70 |
1331.60 |
1337.80 |
+1.20 |
0 |
14 |
+0 |
Total Volume and Open Interest |
13,905 |
227,892 |
-726 |
S & P 500 E-Mini(Globex) |
Sep12 |
120702 |
1358.75 |
1362.25 |
1349.50 |
1357.50 |
+1.00 |
2,291,307 |
2,740,099 |
-7,846 |
Dec12 |
120702 |
1352.00 |
1355.00 |
1343.50 |
1350.75 |
+1.25 |
1,786 |
15,012 |
+447 |
Total Volume and Open Interest |
2,293,166 |
2,755,296 |
-7,474 |
NASDAQ 100(CME) |
Sep12 |
120702 |
2605.30 |
2621.00 |
2599.50 |
2614.30 |
+4.50 |
1,707 |
5,559 |
-238 |
Dec12 |
120702 |
2607.80 |
2615.00 |
2600.00 |
2607.80 |
+4.50 |
|
|
|
Mar13 |
120702 |
2602.30 |
2602.30 |
2597.80 |
2602.30 |
+4.50 |
|
|
|
Total Volume and Open Interest |
1,707 |
5,559 |
-238 |
NASDAQ 100 E-Mini(Globex) |
Sep12 |
120702 |
2612.00 |
2620.30 |
2599.50 |
2614.30 |
+4.50 |
264,989 |
339,875 |
-10,511 |
Dec12 |
120702 |
2607.80 |
2613.30 |
2595.30 |
2607.80 |
+4.50 |
29 |
49 |
+25 |
Total Volume and Open Interest |
265,018 |
339,932 |
-10,486 |
S & P Midcap 400(CME) |
Sep12 |
120702 |
943.40 |
945.00 |
943.40 |
943.40 |
+3.90 |
0 |
424 |
+0 |
Dec12 |
120702 |
941.40 |
941.40 |
937.50 |
941.40 |
+3.90 |
|
|
|
Mar13 |
120702 |
939.40 |
939.40 |
935.50 |
939.40 |
+3.90 |
|
|
|
Total Volume and Open Interest |
0 |
424 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep12 |
120702 |
9125 |
9125 |
9005 |
9045 |
-80 |
4,389 |
27,570 |
-271 |
Dec12 |
120702 |
9005 |
9085 |
9005 |
9005 |
-80 |
0 |
5 |
+0 |
Total Volume and Open Interest |
4,389 |
27,575 |
-271 |
Nikkei 225(SGX) |
Sep12 |
120702 |
8995 |
9105 |
8960 |
9010 |
+35 |
95,123 |
172,397 |
+414 |
Dec12 |
120702 |
9055 |
9055 |
8950 |
8950 |
+35 |
1 |
6,562 |
+1 |
Mar13 |
120702 |
8940 |
8940 |
8940 |
8940 |
+40 |
0 |
48 |
+0 |
Total Volume and Open Interest |
96,131 |
193,480 |
+361 |
CAC 40(EURONEXT) |
Jul12 |
120702 |
3211.0 |
3255.0 |
3190.0 |
3236.5 |
+44.5 |
170,795 |
305,809 |
+4,180 |
Aug12 |
120702 |
3211.0 |
3250.5 |
3194.5 |
3237.0 |
+44.5 |
3,659 |
2,913 |
+63 |
Sep12 |
120702 |
3175.0 |
3248.0 |
3175.0 |
3231.5 |
+45.0 |
1,389 |
18,462 |
+59 |
Total Volume and Open Interest |
175,843 |
327,303 |
+4,302 |
Hang Seng Index(HKFE) |
Jul12 |
120629 |
19019 |
19546 |
18999 |
19449 |
+449 |
58,458 |
93,673 |
+25,455 |
Aug12 |
120629 |
18978 |
19500 |
18978 |
19403 |
|
|
|
|
Sep12 |
120629 |
18900 |
19418 |
18890 |
19320 |
+449 |
765 |
3,775 |
+299 |
Total Volume and Open Interest |
152,808 |
135,447 |
+194 |
DAX(EUREX) |
Sep12 |
120702 |
6445.0 |
6547.0 |
6395.0 |
6489.0 |
+77.5 |
167,347 |
162,300 |
+1,172 |
Dec12 |
120702 |
6438.0 |
6545.0 |
6404.5 |
6492.0 |
+77.5 |
362 |
6,598 |
+224 |
Mar13 |
120702 |
6424.0 |
6498.0 |
6424.0 |
6498.0 |
+78.5 |
38 |
448 |
+28 |
Total Volume and Open Interest |
167,747 |
169,346 |
+1,424 |
FT-SE 100(EURONEXT) |
Sep12 |
120702 |
5559.00 |
5620.50 |
5528.50 |
5590.00 |
+67.00 |
144,794 |
612,842 |
+5,028 |
Dec12 |
120702 |
5561.00 |
5572.00 |
5558.50 |
5561.50 |
+67.00 |
12 |
450 |
-3 |
Mar13 |
120702 |
5525.50 |
5525.50 |
5522.00 |
5522.00 |
+66.50 |
0 |
89 |
+0 |
Total Volume and Open Interest |
144,806 |
613,381 |
+5,025 |
SPI 200(SFE) |
Sep12 |
120702 |
4069.0 |
4124.0 |
4059.0 |
4097.0 |
+40.0 |
43,926 |
234,632 |
+8,803 |
Dec12 |
120702 |
4075.0 |
4107.0 |
4075.0 |
4096.0 |
+43.0 |
398 |
5,067 |
+51 |
Mar13 |
120702 |
4058.0 |
4058.0 |
4058.0 |
4058.0 |
+43.0 |
4 |
1,635 |
+3 |
Total Volume and Open Interest |
44,625 |
243,069 |
+9,055 |
GSCI(CME) |
Jul12 |
120702 |
597.00 |
598.75 |
591.75 |
598.50 |
-3.50 |
233 |
8,120 |
-106 |
Aug12 |
120702 |
597.30 |
601.30 |
591.00 |
597.30 |
-3.95 |
110 |
286 |
+100 |
Sep12 |
120702 |
597.30 |
601.30 |
591.00 |
597.30 |
-3.95 |
|
|
|
Total Volume and Open Interest |
343 |
8,406 |
-6 |
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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