|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri July 06, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul12 |
120706 |
1625.75 |
1634.75 |
1605.00 |
1619.75 |
-6.75 |
4,044 |
12,906 |
-2,021 |
Aug12 |
120706 |
1580.00 |
1583.00 |
1561.75 |
1567.25 |
-15.75 |
28,555 |
86,817 |
-622 |
Sep12 |
120706 |
1547.50 |
1549.50 |
1530.50 |
1532.00 |
-19.50 |
7,204 |
32,945 |
+457 |
Nov12 |
120706 |
1526.00 |
1526.00 |
1504.50 |
1505.75 |
-20.75 |
111,150 |
377,244 |
-753 |
Jan13 |
120706 |
1520.00 |
1523.00 |
1500.50 |
1501.50 |
-21.50 |
13,637 |
69,991 |
+423 |
Mar13 |
120706 |
1469.50 |
1472.75 |
1451.00 |
1452.75 |
-20.00 |
15,611 |
80,323 |
+1,314 |
May13 |
120706 |
1425.75 |
1428.25 |
1404.00 |
1406.75 |
-21.50 |
12,370 |
56,359 |
+3,222 |
Jul13 |
120706 |
1419.00 |
1419.50 |
1396.75 |
1399.75 |
-19.25 |
6,578 |
37,014 |
+66 |
Aug13 |
120706 |
1378.50 |
1398.75 |
1378.50 |
1378.50 |
-20.25 |
3 |
195 |
+1 |
Sep13 |
120706 |
1343.50 |
1354.25 |
1333.50 |
1333.50 |
-18.00 |
6 |
325 |
+1 |
Nov13 |
120706 |
1307.75 |
1315.25 |
1296.25 |
1299.75 |
-15.50 |
984 |
20,322 |
+114 |
Jan14 |
120706 |
1314.25 |
1322.00 |
1306.00 |
1306.00 |
-16.00 |
2 |
188 |
+0 |
Mar14 |
120706 |
1311.50 |
1318.00 |
1304.00 |
1304.00 |
-14.00 |
0 |
3 |
+0 |
May14 |
120706 |
1304.00 |
1318.00 |
1304.00 |
1304.00 |
-14.00 |
0 |
1 |
+0 |
Total Volume and Open Interest |
200,154 |
775,344 |
+2,203 |
Soybean Meal(CBOT) |
Jul12 |
120706 |
474.10 |
476.00 |
470.00 |
471.60 |
-2.70 |
2,234 |
6,580 |
-1,028 |
Aug12 |
120706 |
466.60 |
467.30 |
460.80 |
461.50 |
-4.30 |
14,746 |
45,716 |
-2 |
Sep12 |
120706 |
458.70 |
459.90 |
453.90 |
454.40 |
-5.40 |
5,902 |
30,608 |
+1,413 |
Oct12 |
120706 |
450.30 |
450.30 |
445.40 |
445.70 |
-5.20 |
1,793 |
19,984 |
+146 |
Dec12 |
120706 |
446.60 |
447.40 |
440.80 |
441.60 |
-5.00 |
28,972 |
121,877 |
+604 |
Jan13 |
120706 |
438.10 |
439.50 |
433.70 |
434.10 |
-5.40 |
1,230 |
7,971 |
+404 |
Mar13 |
120706 |
415.00 |
415.50 |
409.00 |
409.10 |
-6.40 |
1,088 |
10,994 |
+223 |
May13 |
120706 |
397.00 |
397.20 |
387.90 |
389.20 |
-8.00 |
718 |
7,893 |
+72 |
Jul13 |
120706 |
392.00 |
393.50 |
386.20 |
386.20 |
-7.10 |
1,026 |
8,312 |
-86 |
Aug13 |
120706 |
379.10 |
384.30 |
378.00 |
379.20 |
-5.10 |
110 |
392 |
-54 |
Total Volume and Open Interest |
57,922 |
266,538 |
+1,706 |
Soybean Oil(CBOT) |
Jul12 |
120706 |
53.92 |
53.92 |
53.21 |
53.27 |
-0.88 |
4,955 |
3,717 |
-1,225 |
Aug12 |
120706 |
54.33 |
54.40 |
53.37 |
53.44 |
-0.89 |
30,929 |
67,490 |
-2,190 |
Sep12 |
120706 |
54.50 |
54.55 |
53.59 |
53.64 |
-0.89 |
14,098 |
43,257 |
+518 |
Oct12 |
120706 |
54.53 |
54.72 |
53.75 |
53.82 |
-0.90 |
4,607 |
17,587 |
-215 |
Dec12 |
120706 |
55.12 |
55.19 |
54.16 |
54.23 |
-0.90 |
36,044 |
143,867 |
+225 |
Jan13 |
120706 |
55.29 |
55.42 |
54.46 |
54.51 |
-0.89 |
2,965 |
18,923 |
+308 |
Mar13 |
120706 |
55.02 |
55.61 |
54.73 |
54.73 |
-0.88 |
4,032 |
18,386 |
+1,506 |
May13 |
120706 |
55.08 |
55.54 |
54.73 |
54.73 |
-0.81 |
2,992 |
10,704 |
-129 |
Jul13 |
120706 |
55.21 |
55.56 |
54.73 |
54.73 |
-0.83 |
1,037 |
7,056 |
+280 |
Aug13 |
120706 |
54.73 |
55.57 |
54.73 |
54.73 |
-0.84 |
48 |
1,068 |
+12 |
Total Volume and Open Interest |
101,995 |
338,152 |
-854 |
Canola(WCE) |
Jul12 |
120706 |
662.8 |
680.6 |
662.8 |
678.3 |
+10.9 |
666 |
120 |
-666 |
Nov12 |
120706 |
616.1 |
622.3 |
611.3 |
618.3 |
+0.9 |
2,301 |
156,259 |
-503 |
Jan13 |
120706 |
618.5 |
627.1 |
614.2 |
621.8 |
+0.5 |
197 |
25,719 |
+133 |
Mar13 |
120706 |
617.2 |
631.1 |
614.0 |
624.3 |
+2.5 |
286 |
11,714 |
-3 |
May13 |
120706 |
613.6 |
625.3 |
609.7 |
619.9 |
+1.6 |
303 |
14,963 |
+171 |
Total Volume and Open Interest |
3,787 |
212,828 |
-852 |
Corn(CBOT) |
Jul12 |
120706 |
764.50 |
766.00 |
732.00 |
743.25 |
-24.75 |
6,080 |
15,882 |
-3,125 |
Sep12 |
120706 |
708.00 |
708.00 |
689.25 |
695.25 |
-13.50 |
78,294 |
365,238 |
-2,350 |
Dec12 |
120706 |
707.50 |
707.75 |
687.75 |
693.00 |
-15.50 |
155,036 |
443,390 |
+7,600 |
Mar13 |
120706 |
714.50 |
714.50 |
695.50 |
700.00 |
-15.75 |
19,035 |
88,957 |
+32 |
May13 |
120706 |
715.00 |
717.75 |
698.25 |
701.25 |
-16.50 |
4,449 |
19,213 |
+184 |
Jul13 |
120706 |
718.50 |
718.50 |
699.75 |
702.00 |
-16.50 |
7,794 |
49,125 |
+804 |
Sep13 |
120706 |
650.00 |
650.00 |
632.75 |
636.25 |
-16.75 |
998 |
5,708 |
+224 |
Dec13 |
120706 |
611.25 |
613.25 |
598.75 |
599.75 |
-13.50 |
10,858 |
43,031 |
+694 |
Mar14 |
120706 |
612.25 |
619.75 |
608.00 |
608.25 |
-11.50 |
68 |
1,030 |
+2 |
May14 |
120706 |
613.25 |
624.50 |
613.25 |
613.25 |
-11.25 |
4 |
308 |
+0 |
Total Volume and Open Interest |
282,853 |
1,036,637 |
+4,176 |
Wheat(CBOT) |
Jul12 |
120706 |
818.50 |
818.50 |
790.25 |
791.25 |
-31.25 |
2,240 |
2,827 |
-755 |
Sep12 |
120706 |
835.50 |
837.00 |
804.00 |
806.25 |
-31.75 |
52,651 |
171,831 |
+1,852 |
Dec12 |
120706 |
845.50 |
846.00 |
818.50 |
821.75 |
-25.25 |
36,821 |
144,814 |
+2,203 |
Mar13 |
120706 |
847.75 |
847.75 |
828.50 |
832.75 |
-22.75 |
9,084 |
40,648 |
+1,690 |
May13 |
120706 |
842.00 |
846.00 |
827.50 |
829.25 |
-23.50 |
1,541 |
11,779 |
-80 |
Jul13 |
120706 |
840.25 |
840.25 |
812.00 |
817.75 |
-26.50 |
5,349 |
34,258 |
+1,020 |
Total Volume and Open Interest |
109,092 |
424,038 |
+6,755 |
Wheat(KCBT) |
Jul12 |
120706 |
815.25 |
816.00 |
789.50 |
789.50 |
-37.75 |
188 |
515 |
-540 |
Sep12 |
120706 |
840.00 |
840.25 |
808.25 |
808.50 |
-34.50 |
9,896 |
74,217 |
+256 |
Dec12 |
120706 |
859.25 |
859.25 |
830.75 |
831.00 |
-31.50 |
5,641 |
42,939 |
+1,178 |
Mar13 |
120706 |
868.75 |
870.00 |
841.25 |
842.25 |
-30.25 |
1,492 |
10,735 |
+261 |
May13 |
120706 |
867.00 |
867.00 |
845.25 |
845.25 |
-29.75 |
609 |
5,344 |
+167 |
Jul13 |
120706 |
864.25 |
864.25 |
840.50 |
840.50 |
-30.50 |
1,433 |
11,425 |
+139 |
Total Volume and Open Interest |
19,324 |
145,874 |
+1,501 |
Wheat(MGE) |
Jul12 |
120706 |
913.75 |
913.75 |
913.75 |
913.75 |
-24.75 |
6 |
17 |
-6 |
Sep12 |
120706 |
932.25 |
933.00 |
901.50 |
905.50 |
-25.25 |
2,365 |
15,593 |
+135 |
Dec12 |
120706 |
933.00 |
935.00 |
904.25 |
906.75 |
-27.75 |
914 |
11,791 |
-30 |
Mar13 |
120706 |
939.00 |
939.00 |
909.25 |
913.00 |
-27.00 |
198 |
2,843 |
+34 |
May13 |
120706 |
929.50 |
939.00 |
918.00 |
918.00 |
-27.50 |
45 |
521 |
+5 |
Total Volume and Open Interest |
3,592 |
31,148 |
+179 |
Oats(CBOT) |
Jul12 |
120706 |
360.00 |
360.00 |
351.50 |
351.50 |
-4.50 |
14 |
25 |
+0 |
Sep12 |
120706 |
365.25 |
371.00 |
357.25 |
361.75 |
-3.50 |
94 |
2,313 |
+2 |
Dec12 |
120706 |
364.00 |
369.50 |
352.50 |
359.50 |
-4.50 |
432 |
6,534 |
-22 |
Mar13 |
120706 |
368.00 |
368.00 |
363.50 |
363.50 |
-4.25 |
10 |
107 |
+1 |
Total Volume and Open Interest |
550 |
8,979 |
-19 |
Rough Rice(CBOT) |
Jul12 |
120706 |
14.76 |
14.86 |
14.76 |
14.77 |
-0.09 |
126 |
258 |
-57 |
Sep12 |
120706 |
15.05 |
15.15 |
14.91 |
15.06 |
-0.09 |
678 |
10,419 |
-47 |
Nov12 |
120706 |
15.38 |
15.43 |
15.20 |
15.33 |
-0.10 |
31 |
2,197 |
+4 |
Jan13 |
120706 |
15.52 |
15.70 |
15.52 |
15.61 |
-0.10 |
3 |
128 |
+1 |
Total Volume and Open Interest |
838 |
13,125 |
-99 |
Live Cattle(CME) |
Aug12 |
120706 |
119.150 |
119.680 |
119.000 |
119.200 |
+0.050 |
20,084 |
124,169 |
-2,855 |
Oct12 |
120706 |
123.400 |
123.950 |
123.135 |
123.650 |
+0.100 |
12,974 |
85,811 |
+299 |
Dec12 |
120706 |
127.150 |
127.900 |
127.000 |
127.850 |
+0.700 |
7,832 |
63,211 |
+1,496 |
Feb13 |
120706 |
129.600 |
130.800 |
129.575 |
130.800 |
+1.015 |
4,161 |
25,763 |
+5 |
Apr13 |
120706 |
132.250 |
133.250 |
131.900 |
133.250 |
+0.850 |
1,689 |
11,058 |
+412 |
Jun13 |
120706 |
129.150 |
129.785 |
128.985 |
129.750 |
+0.550 |
167 |
2,619 |
+11 |
Total Volume and Open Interest |
46,943 |
314,162 |
-612 |
Feeder Cattle(CME) |
Aug12 |
120706 |
145.900 |
147.185 |
145.900 |
146.535 |
+0.585 |
4,617 |
17,448 |
-79 |
Sep12 |
120706 |
149.200 |
150.575 |
149.200 |
150.050 |
+0.670 |
1,791 |
6,390 |
+326 |
Oct12 |
120706 |
151.500 |
152.850 |
151.500 |
152.600 |
+1.100 |
1,197 |
5,614 |
+91 |
Nov12 |
120706 |
153.300 |
154.400 |
153.300 |
154.130 |
+1.095 |
939 |
3,322 |
-56 |
Jan13 |
120706 |
154.075 |
155.550 |
153.880 |
155.500 |
+1.100 |
342 |
2,762 |
+104 |
Mar13 |
120706 |
155.500 |
156.435 |
155.500 |
156.100 |
+0.950 |
55 |
485 |
+5 |
Apr13 |
120706 |
156.250 |
157.400 |
156.250 |
157.400 |
+0.900 |
3 |
65 |
+1 |
Total Volume and Open Interest |
8,945 |
36,121 |
+392 |
Lean Hogs(CME) |
Jul12 |
120706 |
96.430 |
97.035 |
96.200 |
96.230 |
+0.400 |
6,457 |
20,476 |
-1,113 |
Aug12 |
120706 |
93.230 |
94.300 |
93.080 |
93.300 |
+0.415 |
13,911 |
69,903 |
+65 |
Oct12 |
120706 |
82.750 |
83.200 |
81.885 |
82.250 |
+0.020 |
8,848 |
59,847 |
+1,431 |
Dec12 |
120706 |
80.850 |
81.250 |
80.135 |
80.300 |
-0.350 |
5,797 |
51,555 |
+878 |
Feb13 |
120706 |
83.800 |
84.150 |
83.350 |
83.600 |
-0.200 |
2,377 |
23,449 |
+403 |
Apr13 |
120706 |
86.050 |
86.300 |
85.635 |
86.080 |
-0.070 |
1,061 |
15,723 |
+401 |
May13 |
120706 |
89.900 |
90.150 |
89.800 |
90.150 |
+0.250 |
24 |
696 |
+14 |
Jun13 |
120706 |
91.900 |
92.330 |
91.750 |
92.150 |
+0.015 |
287 |
8,762 |
+143 |
Total Volume and Open Interest |
38,829 |
253,555 |
+2,243 |
Class III Milk(CME) |
Jul12 |
120706 |
16.75 |
16.79 |
16.69 |
16.71 |
-0.05 |
209 |
3,905 |
-87 |
Aug12 |
120706 |
17.43 |
17.55 |
17.42 |
17.52 |
+0.04 |
152 |
4,795 |
+73 |
Sep12 |
120706 |
17.81 |
17.87 |
17.80 |
17.87 |
unch |
51 |
3,262 |
-6 |
Oct12 |
120706 |
17.77 |
17.85 |
17.71 |
17.76 |
-0.09 |
5 |
3,004 |
+1 |
Nov12 |
120706 |
17.56 |
17.63 |
17.55 |
17.63 |
+0.03 |
9 |
2,696 |
+0 |
Total Volume and Open Interest |
520 |
22,065 |
+63 |
Cocoa(ICE) |
Jul12 |
120706 |
2245 |
2245 |
2245 |
2245 |
-73 |
1 |
24 |
+0 |
Sep12 |
120706 |
2325 |
2325 |
2233 |
2252 |
-76 |
15,516 |
71,401 |
+447 |
Dec12 |
120706 |
2310 |
2330 |
2242 |
2265 |
-72 |
5,575 |
41,794 |
-366 |
Mar13 |
120706 |
2326 |
2327 |
2242 |
2267 |
-68 |
3,122 |
29,364 |
+521 |
May13 |
120706 |
2296 |
2322 |
2260 |
2274 |
-62 |
1,582 |
14,896 |
+212 |
Jul13 |
120706 |
2300 |
2319 |
2270 |
2279 |
-59 |
187 |
6,557 |
+14 |
Sep13 |
120706 |
2307 |
2307 |
2287 |
2287 |
-58 |
32 |
4,507 |
+25 |
Total Volume and Open Interest |
26,151 |
179,152 |
+854 |
Coffee "C"(ICE) |
Jul12 |
120706 |
179.35 |
179.75 |
175.90 |
175.90 |
-3.35 |
32 |
109 |
-17 |
Sep12 |
120706 |
178.90 |
181.25 |
175.80 |
176.45 |
-3.90 |
17,551 |
74,076 |
-1,222 |
Dec12 |
120706 |
182.00 |
184.10 |
178.70 |
179.40 |
-3.85 |
6,215 |
35,769 |
+689 |
Mar13 |
120706 |
185.25 |
187.35 |
182.45 |
182.90 |
-3.80 |
3,059 |
17,588 |
+558 |
May13 |
120706 |
188.85 |
188.85 |
185.35 |
185.35 |
-3.85 |
913 |
5,036 |
+285 |
Jul13 |
120706 |
191.00 |
191.00 |
187.55 |
187.55 |
-3.75 |
309 |
3,620 |
-28 |
Total Volume and Open Interest |
28,256 |
137,944 |
+370 |
Orange Juice(ICE) |
Jul12 |
120706 |
129.50 |
131.40 |
128.10 |
131.40 |
+2.30 |
220 |
336 |
-216 |
Sep12 |
120706 |
124.80 |
129.05 |
121.55 |
127.10 |
+2.30 |
771 |
13,863 |
-197 |
Nov12 |
120706 |
122.50 |
127.00 |
121.95 |
125.10 |
+1.15 |
67 |
4,623 |
-3 |
Jan13 |
120706 |
121.90 |
126.00 |
121.90 |
124.75 |
+0.80 |
16 |
1,487 |
+12 |
Mar13 |
120706 |
125.50 |
125.50 |
124.90 |
124.90 |
+0.80 |
14 |
1,177 |
+0 |
May13 |
120706 |
124.80 |
124.80 |
124.80 |
124.80 |
+0.80 |
0 |
176 |
+0 |
Total Volume and Open Interest |
1,088 |
21,674 |
-404 |
Sugar #11(ICE) |
Oct12 |
120706 |
21.81 |
22.38 |
21.69 |
22.25 |
+0.33 |
53,266 |
331,251 |
+3,336 |
Mar13 |
120706 |
22.26 |
22.67 |
22.18 |
22.62 |
+0.29 |
32,199 |
157,184 |
+3,708 |
May13 |
120706 |
22.08 |
22.47 |
22.05 |
22.46 |
+0.29 |
11,001 |
44,393 |
-88 |
Jul13 |
120706 |
21.93 |
22.27 |
21.90 |
22.26 |
+0.22 |
6,260 |
72,981 |
-102 |
Oct13 |
120706 |
21.86 |
22.18 |
21.84 |
22.17 |
+0.18 |
2,167 |
29,744 |
+159 |
Mar14 |
120706 |
22.05 |
22.26 |
22.01 |
22.24 |
+0.13 |
1,253 |
25,362 |
+138 |
May14 |
120706 |
21.80 |
21.98 |
21.78 |
21.94 |
+0.08 |
327 |
5,752 |
+81 |
Jul14 |
120706 |
21.75 |
21.82 |
21.70 |
21.77 |
+0.05 |
94 |
5,533 |
+63 |
Total Volume and Open Interest |
106,684 |
678,681 |
+7,314 |
London Cocoa(LCE) |
Jul12 |
120706 |
1625 |
1631 |
1585 |
1604 |
-33 |
3,897 |
30,354 |
-2,296 |
Sep12 |
120706 |
1579 |
1594 |
1545 |
1568 |
-29 |
6,508 |
42,028 |
+92 |
Dec12 |
120706 |
1555 |
1569 |
1525 |
1548 |
-24 |
2,639 |
43,195 |
-77 |
Mar13 |
120706 |
1542 |
1544 |
1497 |
1525 |
-20 |
5,125 |
46,470 |
-582 |
May13 |
120706 |
1534 |
1542 |
1494 |
1522 |
-20 |
1,103 |
16,250 |
+217 |
Jul13 |
120706 |
1528 |
1535 |
1501 |
1523 |
-20 |
395 |
7,461 |
+26 |
Sep13 |
120706 |
1527 |
1527 |
1524 |
1525 |
-20 |
646 |
4,440 |
+49 |
Total Volume and Open Interest |
20,403 |
196,476 |
-2,571 |
London Sugar(LCE) |
Aug12 |
120706 |
635.00 |
641.00 |
630.50 |
640.10 |
+7.10 |
3,905 |
13,853 |
-1,239 |
Oct12 |
120706 |
596.20 |
602.40 |
591.20 |
601.50 |
+7.50 |
4,838 |
17,688 |
-172 |
Dec12 |
120706 |
580.90 |
587.30 |
577.30 |
587.30 |
+7.90 |
1,027 |
8,762 |
-138 |
Mar13 |
120706 |
586.90 |
594.50 |
583.30 |
593.50 |
+8.00 |
783 |
9,830 |
+47 |
May13 |
120706 |
587.60 |
592.60 |
583.40 |
592.20 |
+6.90 |
136 |
2,865 |
-11 |
Total Volume and Open Interest |
10,776 |
56,219 |
-1,565 |
Cotton(ICE) |
Jul12 |
120706 |
71.86 |
71.86 |
70.78 |
70.78 |
-0.14 |
0 |
452 |
-203 |
Oct12 |
120706 |
71.50 |
71.59 |
70.05 |
70.53 |
-0.24 |
95 |
467 |
-6 |
Dec12 |
120706 |
71.00 |
71.88 |
70.03 |
70.62 |
+0.04 |
8,670 |
131,235 |
+941 |
Mar13 |
120706 |
72.79 |
72.99 |
71.35 |
71.90 |
-0.01 |
1,656 |
22,044 |
+387 |
May13 |
120706 |
73.95 |
73.95 |
72.54 |
72.99 |
+0.02 |
1,234 |
4,238 |
-576 |
Jul13 |
120706 |
73.80 |
74.26 |
73.59 |
73.97 |
+0.09 |
456 |
5,648 |
+123 |
Total Volume and Open Interest |
12,227 |
165,480 |
+723 |
Lumber(CME) |
Jul12 |
120706 |
288.8 |
289.8 |
283.3 |
283.3 |
-5.5 |
397 |
712 |
-251 |
Sep12 |
120706 |
282.8 |
291.7 |
282.8 |
287.9 |
+5.1 |
578 |
4,737 |
+88 |
Nov12 |
120706 |
273.1 |
280.4 |
273.1 |
277.5 |
+5.5 |
72 |
948 |
+2 |
Jan13 |
120706 |
283.5 |
284.3 |
283.0 |
284.0 |
+4.1 |
2 |
229 |
-1 |
Total Volume and Open Interest |
1,050 |
6,736 |
-163 |
Crude Oil(NYM) |
Aug12 |
120706 |
86.73 |
87.13 |
84.02 |
84.45 |
-2.77 |
336,186 |
264,343 |
-3,657 |
Sep12 |
120706 |
87.00 |
87.43 |
84.40 |
84.83 |
-2.74 |
87,072 |
159,230 |
+9,422 |
Oct12 |
120706 |
87.53 |
87.73 |
84.79 |
85.21 |
-2.73 |
46,122 |
87,306 |
+5,894 |
Nov12 |
120706 |
88.05 |
88.05 |
85.24 |
85.66 |
-2.71 |
20,309 |
70,419 |
-693 |
Dec12 |
120706 |
88.19 |
88.65 |
85.71 |
86.13 |
-2.69 |
57,765 |
170,323 |
+2,182 |
Jan13 |
120706 |
88.28 |
88.50 |
86.19 |
86.59 |
-2.67 |
13,232 |
57,362 |
+1,006 |
Feb13 |
120706 |
88.41 |
88.80 |
86.58 |
86.98 |
-2.64 |
6,805 |
26,879 |
-329 |
Mar13 |
120706 |
89.01 |
89.01 |
86.89 |
87.28 |
-2.61 |
10,188 |
39,337 |
+1,729 |
Apr13 |
120706 |
88.69 |
88.69 |
87.17 |
87.46 |
-2.58 |
5,144 |
16,254 |
-224 |
May13 |
120706 |
87.65 |
87.84 |
87.18 |
87.57 |
-2.53 |
3,620 |
17,030 |
+195 |
Jun13 |
120706 |
89.50 |
89.50 |
87.24 |
87.63 |
-2.48 |
16,887 |
80,712 |
+3,047 |
Jul13 |
120706 |
87.87 |
87.87 |
87.21 |
87.65 |
-2.43 |
2,460 |
26,768 |
+32 |
Aug13 |
120706 |
87.61 |
87.61 |
87.61 |
87.61 |
-2.38 |
1,709 |
14,935 |
+403 |
Sep13 |
120706 |
87.55 |
87.55 |
87.55 |
87.55 |
-2.33 |
1,377 |
21,023 |
+81 |
Oct13 |
120706 |
87.49 |
87.49 |
87.49 |
87.49 |
-2.28 |
876 |
12,627 |
+143 |
Nov13 |
120706 |
87.42 |
87.42 |
87.42 |
87.42 |
-2.24 |
1,848 |
17,954 |
+180 |
Total Volume and Open Interest |
648,233 |
1,442,989 |
+22,317 |
e-miNY Crude Oil(NYM) |
Jul12 |
120619 |
83.000 |
84.375 |
82.300 |
84.025 |
+0.750 |
4,042 |
1,313 |
-363 |
Aug12 |
120706 |
86.775 |
87.150 |
84.025 |
84.450 |
-2.775 |
11,092 |
2,329 |
+394 |
Sep12 |
120706 |
87.000 |
87.300 |
84.475 |
84.825 |
-2.750 |
403 |
599 |
+28 |
Oct12 |
120706 |
87.425 |
87.425 |
84.975 |
85.200 |
-2.750 |
36 |
45 |
-4 |
Nov12 |
120706 |
87.300 |
87.300 |
85.375 |
85.650 |
-2.725 |
10 |
12 |
-3 |
Dec12 |
120706 |
86.825 |
87.150 |
85.725 |
86.125 |
-2.700 |
9 |
298 |
+3 |
Jan13 |
120706 |
86.525 |
86.600 |
86.400 |
86.600 |
-2.650 |
17 |
19 |
+4 |
Feb13 |
120706 |
86.975 |
86.975 |
86.975 |
86.975 |
-2.650 |
0 |
74 |
+0 |
Mar13 |
120706 |
87.275 |
87.275 |
87.275 |
87.275 |
-2.625 |
0 |
1 |
+0 |
Apr13 |
120706 |
87.450 |
87.450 |
87.450 |
87.450 |
-2.600 |
0 |
1 |
+0 |
Total Volume and Open Interest |
11,567 |
3,581 |
+422 |
Heating Oil(NYM) |
Aug12 |
120706 |
275.45 |
275.75 |
270.32 |
270.99 |
-5.85 |
63,409 |
93,214 |
-1,570 |
Sep12 |
120706 |
275.61 |
275.80 |
270.45 |
271.01 |
-5.84 |
25,878 |
44,524 |
+861 |
Oct12 |
120706 |
276.04 |
276.04 |
270.83 |
271.38 |
-5.85 |
13,549 |
28,921 |
+611 |
Nov12 |
120706 |
276.00 |
276.00 |
271.24 |
271.82 |
-5.90 |
6,012 |
19,630 |
+360 |
Dec12 |
120706 |
276.94 |
276.94 |
271.53 |
272.19 |
-5.99 |
13,156 |
46,552 |
+557 |
Jan13 |
120706 |
275.22 |
275.22 |
271.96 |
272.56 |
-6.10 |
3,183 |
19,678 |
+148 |
Feb13 |
120706 |
276.85 |
276.85 |
271.45 |
272.08 |
-6.17 |
1,209 |
8,553 |
-32 |
Mar13 |
120706 |
275.05 |
275.93 |
270.62 |
270.87 |
-6.16 |
1,035 |
15,783 |
+94 |
Apr13 |
120706 |
270.80 |
271.11 |
268.61 |
269.15 |
-6.13 |
938 |
17,510 |
+407 |
May13 |
120706 |
272.55 |
273.35 |
272.55 |
272.72 |
-5.98 |
202 |
8,734 |
+6 |
Jun13 |
120706 |
272.40 |
272.40 |
272.40 |
272.40 |
-5.94 |
840 |
5,239 |
+80 |
Jul13 |
120706 |
274.35 |
274.35 |
272.50 |
272.76 |
-5.88 |
164 |
1,998 |
+25 |
Aug13 |
120706 |
273.21 |
273.21 |
273.21 |
273.21 |
-5.83 |
21 |
621 |
+1 |
Sep13 |
120706 |
273.61 |
273.61 |
273.61 |
273.61 |
-5.83 |
186 |
344 |
+3 |
Total Volume and Open Interest |
130,291 |
315,514 |
+1,638 |
Gasoline(NYMEX) |
Aug12 |
120706 |
275.22 |
275.86 |
271.15 |
271.60 |
-4.88 |
62,967 |
82,508 |
-7,914 |
Sep12 |
120706 |
263.68 |
264.55 |
259.67 |
260.26 |
-5.26 |
33,408 |
59,059 |
-156 |
Oct12 |
120706 |
245.58 |
245.58 |
240.49 |
241.14 |
-5.39 |
10,263 |
28,632 |
+16 |
Nov12 |
120706 |
240.25 |
240.25 |
236.43 |
237.08 |
-5.36 |
4,833 |
16,587 |
-178 |
Dec12 |
120706 |
239.90 |
239.90 |
234.58 |
235.56 |
-5.39 |
5,147 |
31,071 |
-147 |
Jan13 |
120706 |
238.98 |
239.01 |
235.45 |
235.58 |
-5.38 |
1,449 |
11,650 |
-155 |
Feb13 |
120706 |
240.31 |
240.31 |
236.62 |
236.62 |
-5.32 |
374 |
3,797 |
-48 |
Mar13 |
120706 |
241.89 |
242.45 |
238.49 |
238.49 |
-5.35 |
243 |
4,358 |
+84 |
Apr13 |
120706 |
252.89 |
252.95 |
252.89 |
252.95 |
-5.35 |
214 |
6,100 |
-58 |
May13 |
120706 |
252.22 |
252.22 |
252.22 |
252.22 |
-5.45 |
95 |
939 |
+11 |
Total Volume and Open Interest |
119,381 |
253,840 |
-8,280 |
e-miNY RBOB Gasoline(NYM) |
Aug12 |
120706 |
271.60 |
271.60 |
271.60 |
271.60 |
-4.90 |
1 |
3 |
+0 |
Sep12 |
120706 |
260.30 |
260.30 |
260.26 |
260.30 |
-5.20 |
|
|
|
Oct12 |
120706 |
241.10 |
241.14 |
241.10 |
241.10 |
-5.40 |
|
|
|
Nov12 |
120706 |
237.10 |
237.10 |
237.08 |
237.10 |
-5.30 |
|
|
|
Total Volume and Open Interest |
1 |
3 |
+0 |
Natural Gas(NYM) |
Aug12 |
120706 |
2.949 |
3.060 |
2.753 |
2.776 |
-0.169 |
106,016 |
154,645 |
-1,292 |
Sep12 |
120706 |
2.966 |
3.065 |
2.764 |
2.786 |
-0.164 |
45,381 |
233,632 |
+281 |
Oct12 |
120706 |
3.007 |
3.100 |
2.805 |
2.825 |
-0.165 |
36,802 |
132,589 |
-1,438 |
Nov12 |
120706 |
3.230 |
3.321 |
3.033 |
3.051 |
-0.158 |
23,204 |
103,628 |
+154 |
Dec12 |
120706 |
3.490 |
3.526 |
3.282 |
3.299 |
-0.149 |
7,920 |
54,372 |
-572 |
Jan13 |
120706 |
3.635 |
3.656 |
3.425 |
3.440 |
-0.143 |
9,857 |
97,369 |
-28 |
Feb13 |
120706 |
3.670 |
3.670 |
3.439 |
3.454 |
-0.139 |
1,807 |
25,542 |
+4 |
Mar13 |
120706 |
3.605 |
3.628 |
3.415 |
3.431 |
-0.132 |
2,980 |
49,233 |
-42 |
Apr13 |
120706 |
3.600 |
3.628 |
3.385 |
3.402 |
-0.122 |
3,871 |
61,067 |
+76 |
May13 |
120706 |
3.573 |
3.580 |
3.410 |
3.427 |
-0.120 |
511 |
15,594 |
-21 |
Jun13 |
120706 |
3.606 |
3.622 |
3.445 |
3.462 |
-0.115 |
704 |
6,900 |
-70 |
Jul13 |
120706 |
3.651 |
3.656 |
3.497 |
3.511 |
-0.113 |
783 |
12,101 |
+239 |
Aug13 |
120706 |
3.703 |
3.703 |
3.519 |
3.531 |
-0.113 |
968 |
8,688 |
+23 |
Sep13 |
120706 |
3.669 |
3.677 |
3.519 |
3.533 |
-0.113 |
481 |
8,238 |
+134 |
Oct13 |
120706 |
3.711 |
3.720 |
3.555 |
3.572 |
-0.113 |
1,350 |
34,813 |
+73 |
Nov13 |
120706 |
3.816 |
3.820 |
3.696 |
3.696 |
-0.106 |
510 |
18,344 |
-3 |
Total Volume and Open Interest |
244,430 |
1,116,153 |
-2,146 |
Brent Crude Oil(ICE) |
Aug12 |
120706 |
100.40 |
100.40 |
97.73 |
98.19 |
-2.51 |
79,561 |
159,251 |
-6,614 |
Sep12 |
120706 |
99.70 |
99.81 |
97.37 |
97.79 |
-2.53 |
46,665 |
232,728 |
+1,432 |
Oct12 |
120706 |
99.35 |
99.45 |
97.05 |
97.43 |
-2.52 |
28,083 |
138,634 |
+6,219 |
Nov12 |
120706 |
99.06 |
99.33 |
97.02 |
97.36 |
-2.48 |
16,636 |
74,476 |
+3,205 |
Dec12 |
120706 |
99.35 |
99.35 |
96.95 |
97.30 |
-2.42 |
24,028 |
130,732 |
+311 |
Jan13 |
120706 |
98.81 |
99.07 |
96.90 |
97.24 |
-2.36 |
4,677 |
31,817 |
+129 |
Feb13 |
120706 |
98.75 |
98.93 |
96.83 |
97.16 |
-2.30 |
3,448 |
19,443 |
-71 |
Mar13 |
120706 |
98.80 |
98.80 |
96.82 |
97.05 |
-2.25 |
3,641 |
35,047 |
+77 |
Apr13 |
120706 |
98.68 |
98.68 |
96.88 |
96.94 |
-2.22 |
2,355 |
13,388 |
+62 |
May13 |
120706 |
96.85 |
96.85 |
96.85 |
96.85 |
-2.18 |
2,912 |
14,519 |
-479 |
Jun13 |
120706 |
97.95 |
98.46 |
96.59 |
96.76 |
-2.16 |
4,196 |
52,410 |
-74 |
Jul13 |
120706 |
96.66 |
96.66 |
96.66 |
96.66 |
-2.15 |
1,324 |
9,859 |
-235 |
Aug13 |
120706 |
96.53 |
96.53 |
96.53 |
96.53 |
-2.11 |
282 |
11,877 |
-64 |
Sep13 |
120706 |
96.35 |
96.35 |
96.35 |
96.35 |
-2.09 |
251 |
11,740 |
+24 |
Total Volume and Open Interest |
226,074 |
1,186,337 |
+2,902 |
Gas Oil(ICE) |
Jul12 |
120706 |
882.00 |
883.50 |
864.50 |
868.75 |
-20.25 |
21,367 |
65,426 |
-6,697 |
Aug12 |
120706 |
877.75 |
877.75 |
858.50 |
862.50 |
-19.50 |
40,465 |
114,700 |
+3,080 |
Sep12 |
120706 |
869.25 |
872.75 |
855.00 |
858.75 |
-19.00 |
27,122 |
70,997 |
-1,306 |
Oct12 |
120706 |
866.00 |
868.00 |
852.00 |
856.00 |
-18.75 |
11,289 |
45,375 |
+303 |
Nov12 |
120706 |
864.50 |
865.25 |
851.75 |
853.50 |
-18.75 |
8,884 |
31,675 |
+358 |
Dec12 |
120706 |
862.50 |
865.00 |
847.25 |
851.25 |
-18.50 |
16,726 |
65,947 |
-1,115 |
Jan13 |
120706 |
856.50 |
856.50 |
846.50 |
850.25 |
-18.75 |
4,522 |
21,824 |
-374 |
Feb13 |
120706 |
860.75 |
860.75 |
847.25 |
849.00 |
-18.50 |
2,613 |
17,254 |
-23 |
Mar13 |
120706 |
859.00 |
859.00 |
845.75 |
847.50 |
-18.25 |
1,893 |
15,717 |
-176 |
Apr13 |
120706 |
850.50 |
851.50 |
845.00 |
846.00 |
-17.75 |
819 |
11,616 |
+208 |
Total Volume and Open Interest |
139,352 |
564,546 |
-6,484 |
Ethanol(CBOT) |
Jul12 |
120705 |
2.417 |
2.419 |
2.388 |
2.398 |
+0.044 |
15 |
82 |
-53 |
Aug12 |
120706 |
2.413 |
2.419 |
2.395 |
2.404 |
-0.036 |
251 |
1,623 |
+48 |
Sep12 |
120706 |
2.393 |
2.393 |
2.363 |
2.368 |
-0.036 |
290 |
1,528 |
-28 |
Oct12 |
120706 |
2.341 |
2.341 |
2.315 |
2.320 |
-0.039 |
154 |
1,483 |
+7 |
Nov12 |
120706 |
2.306 |
2.310 |
2.288 |
2.294 |
-0.036 |
96 |
1,474 |
+10 |
Dec12 |
120706 |
2.300 |
2.304 |
2.282 |
2.288 |
-0.040 |
157 |
1,357 |
+62 |
Jan13 |
120706 |
2.299 |
2.314 |
2.293 |
2.301 |
-0.035 |
95 |
1,076 |
+54 |
Feb13 |
120706 |
2.305 |
2.317 |
2.293 |
2.301 |
-0.039 |
115 |
798 |
+40 |
Total Volume and Open Interest |
1,439 |
11,066 |
+200 |
WTI Crude Oil(ICE) |
Aug12 |
120706 |
86.85 |
87.12 |
84.02 |
84.45 |
-2.77 |
7,541 |
64,657 |
-1,000 |
Sep12 |
120706 |
87.16 |
87.30 |
84.42 |
84.83 |
-2.74 |
1,698 |
45,135 |
+313 |
Oct12 |
120706 |
87.52 |
87.52 |
84.94 |
85.21 |
-2.73 |
1,467 |
20,965 |
+187 |
Nov12 |
120706 |
88.02 |
88.02 |
85.34 |
85.66 |
-2.71 |
1,184 |
19,209 |
-407 |
Dec12 |
120706 |
87.62 |
87.80 |
85.75 |
86.13 |
-2.69 |
2,788 |
81,396 |
-515 |
Jan13 |
120706 |
87.63 |
87.63 |
86.25 |
86.59 |
-2.67 |
402 |
14,700 |
+0 |
Feb13 |
120706 |
88.00 |
88.00 |
86.67 |
86.98 |
-2.64 |
705 |
9,843 |
-361 |
Mar13 |
120706 |
87.55 |
87.55 |
87.28 |
87.28 |
-2.61 |
263 |
7,338 |
+110 |
Apr13 |
120706 |
89.72 |
89.72 |
87.46 |
87.46 |
-2.58 |
97 |
3,174 |
+43 |
May13 |
120706 |
87.57 |
87.57 |
87.57 |
87.57 |
-2.53 |
25 |
2,683 |
+9 |
Jun13 |
120706 |
87.32 |
87.63 |
87.32 |
87.63 |
-2.48 |
144 |
23,274 |
+48 |
Jul13 |
120706 |
87.65 |
87.65 |
87.65 |
87.65 |
-2.43 |
20 |
1,858 |
+4 |
Aug13 |
120706 |
87.61 |
87.61 |
87.61 |
87.61 |
-2.38 |
6 |
2,710 |
+0 |
Sep13 |
120706 |
87.55 |
87.55 |
87.55 |
87.55 |
-2.33 |
0 |
6,418 |
+0 |
Oct13 |
120706 |
87.49 |
87.49 |
87.49 |
87.49 |
-2.28 |
1 |
1,436 |
+1 |
Nov13 |
120706 |
87.42 |
87.42 |
87.42 |
87.42 |
-2.24 |
1 |
3,175 |
+0 |
Total Volume and Open Interest |
17,235 |
429,961 |
-1,966 |
US Dollar Index(ICE) |
Sep12 |
120706 |
82.910 |
83.605 |
82.885 |
83.560 |
+0.618 |
14,993 |
64,414 |
+1,764 |
Dec12 |
120706 |
83.460 |
83.910 |
83.460 |
83.910 |
+0.608 |
0 |
627 |
+0 |
Mar13 |
120706 |
84.230 |
84.230 |
84.230 |
84.230 |
+0.608 |
|
|
|
Total Volume and Open Interest |
14,993 |
65,041 |
+1,764 |
Australian Dollar(CME) |
Sep12 |
120706 |
102.20 |
102.24 |
101.12 |
101.24 |
-1.00 |
82,503 |
125,131 |
+3,247 |
Dec12 |
120706 |
101.25 |
101.46 |
100.36 |
100.49 |
-0.97 |
40 |
750 |
+33 |
Mar13 |
120706 |
99.80 |
100.76 |
99.79 |
99.80 |
-0.96 |
0 |
4 |
+0 |
Total Volume and Open Interest |
82,543 |
125,887 |
+3,280 |
British Pound(CME) |
Sep12 |
120706 |
155.18 |
155.49 |
154.58 |
154.72 |
-0.50 |
74,423 |
107,658 |
-643 |
Dec12 |
120706 |
155.38 |
155.38 |
154.66 |
154.68 |
-0.50 |
51 |
434 |
+3 |
Mar13 |
120706 |
154.67 |
155.16 |
154.67 |
154.67 |
-0.49 |
140 |
158 |
+140 |
Total Volume and Open Interest |
74,614 |
108,251 |
-500 |
Canadian Dollar(CME) |
Sep12 |
120706 |
98.42 |
98.47 |
97.81 |
97.86 |
-0.65 |
63,708 |
84,479 |
+95 |
Dec12 |
120706 |
98.10 |
98.33 |
97.64 |
97.67 |
-0.65 |
274 |
6,791 |
-40 |
Mar13 |
120706 |
98.00 |
98.15 |
97.51 |
97.51 |
-0.64 |
10 |
1,487 |
+7 |
Jun13 |
120706 |
97.45 |
97.97 |
97.34 |
97.34 |
-0.63 |
1 |
322 |
+0 |
Total Volume and Open Interest |
63,993 |
93,127 |
+62 |
Japanese Yen(CME) |
Sep12 |
120706 |
125.24 |
126.23 |
125.08 |
125.66 |
+0.39 |
51,772 |
116,967 |
+949 |
Dec12 |
120706 |
125.44 |
126.09 |
125.43 |
125.83 |
+0.40 |
55 |
459 |
-6 |
Mar13 |
120706 |
126.04 |
126.04 |
125.65 |
126.04 |
+0.39 |
0 |
33 |
+0 |
Total Volume and Open Interest |
51,827 |
117,463 |
+943 |
Swiss Franc(CME) |
Sep12 |
120706 |
103.31 |
103.43 |
102.27 |
102.35 |
-0.97 |
21,742 |
53,152 |
-516 |
Dec12 |
120706 |
103.60 |
103.60 |
102.63 |
102.63 |
-0.97 |
0 |
173 |
+0 |
Mar13 |
120706 |
102.95 |
103.92 |
102.95 |
102.95 |
-0.97 |
0 |
2 |
+0 |
Total Volume and Open Interest |
21,742 |
53,327 |
-516 |
EuroFX(CME) |
Sep12 |
120706 |
124.08 |
124.14 |
122.71 |
122.83 |
-1.18 |
184,384 |
300,964 |
+5,000 |
Dec12 |
120706 |
124.05 |
124.25 |
122.89 |
122.99 |
-1.17 |
52 |
1,230 |
-20 |
Mar13 |
120706 |
124.30 |
124.36 |
123.17 |
123.18 |
-1.18 |
4 |
59 |
+0 |
Total Volume and Open Interest |
184,442 |
302,864 |
+4,980 |
Mexican Peso(CME) |
Jul12 |
120706 |
741.5 |
746.5 |
741.5 |
741.5 |
-5.0 |
|
|
|
Aug12 |
120706 |
739.8 |
744.8 |
739.8 |
739.8 |
-5.0 |
|
|
|
Total Volume and Open Interest |
28,936 |
132,663 |
+4,422 |
Brazilian Real(CME) |
Aug12 |
120706 |
488.10 |
493.00 |
487.85 |
489.30 |
-2.35 |
82 |
1,740 |
-15 |
Sep12 |
120706 |
489.20 |
489.20 |
486.00 |
486.10 |
-3.05 |
80 |
2,602 |
+39 |
Oct12 |
120706 |
484.15 |
487.20 |
484.15 |
484.15 |
-3.05 |
|
|
|
Nov12 |
120706 |
482.25 |
485.30 |
482.25 |
482.25 |
-3.05 |
|
|
|
Total Volume and Open Interest |
162 |
17,905 |
+24 |
30-Year T-Bonds(CBOT) |
Sep12 |
120706 |
148~290 |
150~000 |
148~260 |
149~280 |
+0~310 |
199,671 |
623,580 |
-7,111 |
Dec12 |
120706 |
150~080 |
151~000 |
149~280 |
150~290 |
+1~010 |
571 |
3,194 |
-295 |
Mar13 |
120706 |
151~060 |
151~060 |
150~080 |
151~060 |
+0~300 |
0 |
1 |
+0 |
Total Volume and Open Interest |
200,242 |
626,775 |
-7,406 |
10-Year T-Notes(CBOT) |
Sep12 |
120706 |
133~295 |
134~135 |
133~290 |
134~115 |
+0~130 |
537,872 |
1,772,680 |
-10,568 |
Dec12 |
120706 |
133~160 |
133~160 |
133~005 |
133~140 |
+0~135 |
1 |
34 |
+1 |
Mar13 |
120706 |
132~190 |
132~190 |
132~055 |
132~190 |
+0~135 |
|
|
|
Total Volume and Open Interest |
537,873 |
1,772,714 |
-10,567 |
5-Year T-Notes(CBOT) |
Sep12 |
120706 |
124~029 |
124~060 |
124~026 |
124~051 |
+0~021 |
261,373 |
1,138,497 |
-7,609 |
Dec12 |
120706 |
124~011 |
124~011 |
123~110 |
124~011 |
+0~029 |
0 |
8 |
+0 |
Mar13 |
120706 |
123~059 |
123~059 |
123~030 |
123~059 |
+0~029 |
|
|
|
Total Volume and Open Interest |
261,373 |
1,138,505 |
-7,609 |
2 Year T-Notes(CBOT) |
Sep12 |
120706 |
110~018 |
110~024 |
110~018 |
110~023 |
+0~005 |
122,458 |
795,647 |
-8,286 |
Dec12 |
120706 |
110~021 |
110~021 |
110~015 |
110~021 |
+0~006 |
0 |
2 |
+0 |
Mar13 |
120706 |
109~087 |
109~087 |
109~081 |
109~087 |
+0~006 |
|
|
|
Total Volume and Open Interest |
122,458 |
795,649 |
-8,286 |
Eurodollars(CME) |
Sep12 |
120706 |
99.545 |
99.565 |
99.540 |
99.555 |
+0.015 |
103,504 |
964,730 |
-613 |
Dec12 |
120706 |
99.510 |
99.530 |
99.505 |
99.520 |
+0.010 |
111,610 |
985,009 |
+1,624 |
Mar13 |
120706 |
99.485 |
99.500 |
99.475 |
99.495 |
+0.010 |
114,483 |
695,996 |
-8,392 |
Jun13 |
120706 |
99.460 |
99.480 |
99.450 |
99.475 |
+0.010 |
83,149 |
643,839 |
+3,764 |
Sep13 |
120706 |
99.445 |
99.465 |
99.435 |
99.460 |
+0.010 |
79,918 |
641,531 |
+7,992 |
Dec13 |
120706 |
99.420 |
99.445 |
99.410 |
99.440 |
+0.015 |
80,443 |
661,128 |
-501 |
Mar14 |
120706 |
99.400 |
99.425 |
99.390 |
99.425 |
+0.020 |
79,489 |
600,888 |
-1,755 |
Jun14 |
120706 |
99.360 |
99.390 |
99.355 |
99.390 |
+0.025 |
91,191 |
461,525 |
-12,937 |
Sep14 |
120706 |
99.310 |
99.345 |
99.310 |
99.340 |
+0.025 |
55,505 |
355,220 |
-136 |
Dec14 |
120706 |
99.230 |
99.270 |
99.225 |
99.265 |
+0.030 |
48,498 |
328,250 |
+465 |
Mar15 |
120706 |
99.155 |
99.195 |
99.145 |
99.190 |
+0.035 |
60,985 |
304,986 |
-6,364 |
Jun15 |
120706 |
0.741 |
0.786 |
0.736 |
0.786 |
+0.040 |
65,048 |
257,868 |
-5,470 |
Sep15 |
120706 |
0.616 |
0.671 |
0.611 |
0.666 |
+0.040 |
29,660 |
219,461 |
+1,230 |
Dec15 |
120706 |
0.481 |
0.531 |
0.471 |
0.531 |
+0.045 |
22,526 |
144,296 |
+1,924 |
Mar16 |
120706 |
0.356 |
0.411 |
0.356 |
0.411 |
+0.050 |
18,039 |
86,468 |
+1,394 |
Jun16 |
120706 |
0.221 |
0.281 |
0.221 |
0.276 |
+0.055 |
14,340 |
100,018 |
+61 |
Sep16 |
120706 |
0.081 |
0.146 |
0.081 |
0.141 |
+0.060 |
7,992 |
73,762 |
-193 |
Dec16 |
120706 |
6.480 |
0.006 |
6.480 |
6.550 |
+0.065 |
9,271 |
66,938 |
+133 |
Total Volume and Open Interest |
1,094,119 |
7,829,256 |
-14,570 |
30 Day Federal Funds(CBOT) |
Jul12 |
120706 |
99.830 |
99.838 |
99.827 |
99.835 |
+0.005 |
4,081 |
60,607 |
-85 |
Aug12 |
120706 |
99.830 |
99.835 |
99.825 |
99.830 |
+0.005 |
5,739 |
55,370 |
+215 |
Sep12 |
120706 |
99.825 |
99.835 |
99.820 |
99.830 |
+0.010 |
1,672 |
50,016 |
+120 |
Oct12 |
120706 |
99.825 |
99.835 |
99.820 |
99.830 |
+0.010 |
3,172 |
51,810 |
-808 |
Nov12 |
120706 |
99.820 |
99.835 |
99.820 |
99.830 |
+0.010 |
838 |
33,415 |
-262 |
Dec12 |
120706 |
99.825 |
99.840 |
99.825 |
99.835 |
+0.010 |
3,192 |
26,136 |
-615 |
Total Volume and Open Interest |
33,054 |
485,982 |
-618 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep12 |
120706 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Dec12 |
120706 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Mar13 |
120706 |
99.677 |
99.677 |
99.677 |
99.677 |
unch |
|
|
|
Jun13 |
120706 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
|
|
|
Sep13 |
120706 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
|
|
|
Dec13 |
120706 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
|
|
|
Mar14 |
120706 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
|
|
|
Jun14 |
120706 |
99.545 |
99.545 |
99.545 |
99.545 |
unch |
|
|
|
Sep14 |
120706 |
99.405 |
99.405 |
99.405 |
99.405 |
unch |
|
|
|
Dec14 |
120706 |
99.580 |
99.580 |
99.580 |
99.580 |
+0.075 |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Sep12 |
120706 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,785 |
+0 |
Dec12 |
120706 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
515 |
+0 |
Mar13 |
120706 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
185 |
+0 |
Jun13 |
120706 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
202 |
+0 |
Sep13 |
120706 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
305 |
+0 |
Dec13 |
120706 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
384 |
+0 |
Mar14 |
120706 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
344 |
+0 |
Jun14 |
120706 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
3,721 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep12 |
120706 |
143.84 |
144.00 |
143.84 |
143.98 |
+0.11 |
1,726 |
18,211 |
-42 |
Dec12 |
120706 |
143.13 |
143.13 |
143.13 |
143.13 |
+0.11 |
0 |
6 |
+0 |
Mar13 |
120706 |
141.04 |
141.04 |
141.04 |
141.04 |
+0.11 |
|
|
|
Total Volume and Open Interest |
1,726 |
18,217 |
-42 |
Euro-Bund(EUREX) |
Sep12 |
120706 |
143.20 |
144.02 |
143.15 |
143.94 |
+0.82 |
434,183 |
820,924 |
+16,472 |
Dec12 |
120706 |
141.50 |
142.23 |
141.50 |
142.23 |
+0.80 |
5 |
86 |
+4 |
Mar13 |
120706 |
142.23 |
142.23 |
142.23 |
142.23 |
+0.80 |
|
|
|
Total Volume and Open Interest |
434,188 |
821,010 |
+16,476 |
Euro-Bobl(EUREX) |
Sep12 |
120706 |
127.25 |
127.62 |
127.23 |
127.57 |
+0.38 |
355,185 |
569,986 |
-8,414 |
Dec12 |
120706 |
125.95 |
125.95 |
125.95 |
125.95 |
+0.37 |
1 |
19 |
+0 |
Mar13 |
120706 |
125.95 |
125.95 |
125.95 |
125.95 |
+0.37 |
|
|
|
Total Volume and Open Interest |
355,186 |
570,005 |
-8,414 |
3-Mth Euribor(EUREX) |
Sep12 |
120706 |
99.560 |
99.570 |
99.560 |
99.570 |
unch |
0 |
2,871 |
+0 |
Dec12 |
120706 |
99.585 |
99.585 |
99.585 |
99.585 |
+0.005 |
0 |
1,210 |
+0 |
Mar13 |
120706 |
99.590 |
99.590 |
99.590 |
99.590 |
+0.010 |
0 |
1,041 |
+0 |
Total Volume and Open Interest |
10 |
6,530 |
-5 |
Long Gilt(LIFFE) |
Sep12 |
120706 |
120~01 |
120~17 |
119~19 |
120~14 |
+0~17 |
180,687 |
327,757 |
+4,567 |
Dec12 |
120706 |
119~12 |
119~12 |
119~12 |
119~12 |
+0~17 |
70 |
2 |
+2 |
Total Volume and Open Interest |
180,757 |
327,759 |
+4,569 |
3-Mth Short Sterling(LIFFE) |
Sep12 |
120706 |
99.26 |
99.30 |
99.25 |
99.28 |
+0.02 |
94,767 |
395,775 |
+7,017 |
Dec12 |
120706 |
99.31 |
99.35 |
99.30 |
99.33 |
+0.03 |
71,446 |
315,959 |
-4,013 |
Mar13 |
120706 |
99.34 |
99.39 |
99.34 |
99.37 |
+0.03 |
55,979 |
282,707 |
-4,731 |
Jun13 |
120706 |
99.36 |
99.40 |
99.35 |
99.38 |
+0.02 |
46,812 |
295,314 |
+4,535 |
Sep13 |
120706 |
99.38 |
99.40 |
99.35 |
99.37 |
+0.01 |
60,236 |
335,454 |
+957 |
Dec13 |
120706 |
99.36 |
99.38 |
99.33 |
99.35 |
+0.01 |
38,795 |
218,184 |
-518 |
Total Volume and Open Interest |
520,060 |
2,510,319 |
+5,872 |
3-Mth Euribor(LIFFE) |
Sep12 |
120706 |
99.570 |
99.575 |
99.555 |
99.570 |
unch |
348,956 |
530,700 |
-12,289 |
Dec12 |
120706 |
99.590 |
99.600 |
99.575 |
99.585 |
+0.005 |
258,760 |
519,527 |
+6,020 |
Mar13 |
120706 |
99.595 |
99.595 |
99.575 |
99.590 |
+0.010 |
157,547 |
430,799 |
-447 |
Total Volume and Open Interest |
1,486,212 |
3,292,615 |
+11,737 |
3-Mth Aus T-Bills(SFE) |
Sep12 |
120706 |
96.65 |
96.66 |
96.61 |
96.65 |
-0.01 |
13,509 |
174,554 |
-2,339 |
Dec12 |
120706 |
96.88 |
96.89 |
96.82 |
96.86 |
-0.02 |
12,845 |
174,085 |
+714 |
Mar13 |
120706 |
96.94 |
96.95 |
96.87 |
96.94 |
unch |
7,443 |
110,808 |
+605 |
Jun13 |
120706 |
96.90 |
96.91 |
96.84 |
96.91 |
+0.01 |
2,879 |
81,786 |
-185 |
Sep13 |
120706 |
96.83 |
96.84 |
96.78 |
96.84 |
unch |
1,657 |
53,992 |
-739 |
Dec13 |
120706 |
96.73 |
96.75 |
96.69 |
96.75 |
unch |
997 |
37,432 |
+205 |
Mar14 |
120706 |
96.68 |
96.69 |
96.63 |
96.69 |
unch |
285 |
26,360 |
+169 |
Jun14 |
120706 |
96.61 |
96.62 |
96.57 |
96.62 |
+0.01 |
52 |
11,607 |
-41 |
Sep14 |
120706 |
96.54 |
96.57 |
96.54 |
96.57 |
+0.02 |
0 |
1,733 |
+0 |
Dec14 |
120706 |
96.46 |
96.50 |
96.42 |
96.50 |
+0.03 |
0 |
415 |
+0 |
Total Volume and Open Interest |
39,667 |
672,811 |
-1,611 |
10-Year Aus T-Bonds(SFE) |
Sep12 |
120706 |
97.02 |
97.02 |
96.92 |
97.01 |
unch |
27,853 |
374,084 |
-3,512 |
Dec12 |
120706 |
97.01 |
97.01 |
97.01 |
97.01 |
unch |
|
|
|
Total Volume and Open Interest |
27,853 |
374,084 |
-3,512 |
3-Year Aus T-Bonds(SFE) |
Sep12 |
120706 |
97.56 |
97.59 |
97.47 |
97.57 |
+0.01 |
80,546 |
401,824 |
-22,562 |
Dec12 |
120706 |
97.57 |
97.57 |
97.57 |
97.57 |
+0.01 |
|
|
|
Total Volume and Open Interest |
80,546 |
401,824 |
-22,562 |
Gold(CMX) |
Aug12 |
120706 |
1605.2 |
1610.6 |
1576.4 |
1578.9 |
-30.5 |
112,150 |
216,303 |
+6,684 |
Oct12 |
120706 |
1607.6 |
1610.9 |
1578.8 |
1581.1 |
-30.5 |
2,002 |
21,074 |
+797 |
Dec12 |
120706 |
1610.2 |
1615.0 |
1581.2 |
1583.3 |
-30.5 |
11,564 |
85,014 |
+975 |
Feb13 |
120706 |
1613.0 |
1613.2 |
1585.3 |
1585.3 |
-30.6 |
715 |
20,690 |
+199 |
Apr13 |
120706 |
1599.0 |
1599.0 |
1587.3 |
1587.3 |
-30.6 |
1,020 |
15,026 |
+496 |
Jun13 |
120706 |
1605.8 |
1605.8 |
1589.3 |
1589.3 |
-30.6 |
146 |
18,389 |
+24 |
Aug13 |
120706 |
1608.0 |
1608.0 |
1590.0 |
1591.3 |
-30.6 |
15 |
1,506 |
-12 |
Oct13 |
120706 |
1592.8 |
1593.5 |
1592.0 |
1593.5 |
-30.7 |
40 |
554 |
+0 |
Dec13 |
120706 |
1600.0 |
1600.0 |
1596.0 |
1596.0 |
-30.7 |
91 |
9,185 |
-16 |
Feb14 |
120706 |
1598.4 |
1598.4 |
1598.4 |
1598.4 |
-30.8 |
0 |
6 |
+0 |
Apr14 |
120706 |
1600.9 |
1600.9 |
1600.9 |
1600.9 |
-30.9 |
0 |
1 |
+0 |
Jun14 |
120706 |
1603.4 |
1603.4 |
1603.4 |
1603.4 |
-31.1 |
20 |
8,723 |
+0 |
Total Volume and Open Interest |
128,061 |
427,966 |
+9,215 |
Silver(CMX) |
Jul12 |
120706 |
2766.0 |
2767.5 |
2688.5 |
2688.9 |
-74.9 |
189 |
2,277 |
-108 |
Sep12 |
120706 |
2767.0 |
2779.5 |
2690.5 |
2692.0 |
-75.2 |
31,630 |
62,015 |
-978 |
Dec12 |
120706 |
2775.0 |
2781.0 |
2698.5 |
2699.5 |
-75.5 |
1,450 |
25,724 |
+296 |
Mar13 |
120706 |
2757.0 |
2757.0 |
2704.0 |
2704.0 |
-75.4 |
696 |
4,403 |
+198 |
May13 |
120706 |
2705.7 |
2705.7 |
2705.7 |
2705.7 |
-75.6 |
141 |
2,475 |
+39 |
Jul13 |
120706 |
2706.9 |
2706.9 |
2706.9 |
2706.9 |
-75.8 |
96 |
3,951 |
-29 |
Sep13 |
120706 |
2707.9 |
2707.9 |
2707.9 |
2707.9 |
-75.6 |
35 |
2,202 |
+3 |
Total Volume and Open Interest |
34,519 |
122,708 |
-534 |
Platinum(NYMEX) |
Jul12 |
120706 |
1451.9 |
1451.9 |
1446.8 |
1446.8 |
-28.2 |
37 |
95 |
-57 |
Oct12 |
120706 |
1477.3 |
1479.3 |
1440.8 |
1449.5 |
-28.2 |
7,830 |
47,946 |
+105 |
Jan13 |
120706 |
1476.8 |
1481.6 |
1444.8 |
1452.9 |
-28.4 |
94 |
1,613 |
+51 |
Apr13 |
120706 |
1456.3 |
1456.3 |
1456.3 |
1456.3 |
-28.5 |
0 |
17 |
+0 |
Total Volume and Open Interest |
7,970 |
49,680 |
+99 |
Palladium(NYMEX) |
Sep12 |
120706 |
584.80 |
589.00 |
574.35 |
580.35 |
-5.40 |
3,912 |
21,276 |
-479 |
Dec12 |
120706 |
581.50 |
588.00 |
579.30 |
581.50 |
-5.50 |
10 |
737 |
+10 |
Mar13 |
120706 |
581.55 |
581.55 |
581.55 |
581.55 |
-5.50 |
|
|
|
Total Volume and Open Interest |
3,922 |
22,018 |
-469 |
Copper(CMX) |
Jul12 |
120706 |
349.50 |
349.55 |
340.20 |
340.45 |
-8.35 |
797 |
3,911 |
-135 |
Sep12 |
120706 |
349.10 |
350.50 |
340.50 |
340.95 |
-8.35 |
53,751 |
86,091 |
+1,067 |
Dec12 |
120706 |
350.05 |
351.35 |
341.70 |
341.80 |
-8.35 |
3,371 |
30,927 |
+968 |
Mar13 |
120706 |
345.65 |
345.65 |
342.60 |
342.60 |
-8.30 |
2,180 |
7,270 |
+1,029 |
May13 |
120706 |
346.05 |
346.30 |
343.00 |
343.00 |
-8.25 |
76 |
1,489 |
+61 |
Total Volume and Open Interest |
60,748 |
139,451 |
+3,155 |
DJIA Index(CBOT) |
Sep12 |
120706 |
12840 |
12848 |
12645 |
12727 |
-105 |
153 |
12,720 |
+24 |
Dec12 |
120706 |
12655 |
12658 |
12655 |
12658 |
-105 |
0 |
1 |
+0 |
Mar13 |
120706 |
12591 |
12696 |
12591 |
12591 |
-105 |
|
|
|
Jun13 |
120706 |
12515 |
12620 |
12515 |
12515 |
-105 |
|
|
|
Total Volume and Open Interest |
153 |
12,721 |
+24 |
E-mini DJIA Index(CBOT) |
Sep12 |
120706 |
12830 |
12851 |
12640 |
12727 |
-105 |
62,503 |
90,934 |
-214 |
Dec12 |
120706 |
12725 |
12725 |
12589 |
12658 |
-105 |
16 |
36 |
-1,636 |
Mar13 |
120706 |
12591 |
12591 |
12591 |
12591 |
-105 |
0 |
1 |
+0 |
Jun13 |
120706 |
12515 |
12515 |
12515 |
12515 |
-105 |
0 |
37 |
-11,454 |
Total Volume and Open Interest |
62,519 |
91,008 |
+66,602 |
S & P 500(CME) |
Sep12 |
120706 |
1362.00 |
1363.60 |
1342.50 |
1351.80 |
-9.60 |
8,773 |
214,870 |
-1,095 |
Dec12 |
120706 |
1345.00 |
1354.60 |
1335.60 |
1345.00 |
-9.60 |
524 |
12,415 |
-135 |
Mar13 |
120706 |
1338.50 |
1348.10 |
1329.10 |
1338.50 |
-9.60 |
0 |
150 |
+0 |
Jun13 |
120706 |
1332.10 |
1341.70 |
1322.70 |
1332.10 |
-9.60 |
0 |
14 |
+0 |
Total Volume and Open Interest |
9,297 |
227,449 |
-1,230 |
S & P 500 E-Mini(Globex) |
Sep12 |
120706 |
1361.50 |
1364.00 |
1342.25 |
1351.75 |
-9.75 |
1,047,073 |
2,713,523 |
-1,462 |
Dec12 |
120706 |
1356.00 |
1356.25 |
1336.25 |
1345.00 |
-9.50 |
1,358 |
14,752 |
-116 |
Total Volume and Open Interest |
1,048,445 |
2,728,487 |
-1,578 |
NASDAQ 100(CME) |
Sep12 |
120706 |
2644.00 |
2644.00 |
2590.00 |
2609.00 |
-33.50 |
377 |
5,876 |
-17 |
Dec12 |
120706 |
2602.50 |
2636.00 |
2585.00 |
2602.50 |
-33.50 |
|
|
|
Mar13 |
120706 |
2597.00 |
2630.50 |
2597.00 |
2597.00 |
-33.50 |
|
|
|
Total Volume and Open Interest |
377 |
5,876 |
-17 |
NASDAQ 100 E-Mini(Globex) |
Sep12 |
120706 |
2642.50 |
2644.80 |
2590.50 |
2609.00 |
-33.50 |
105,725 |
353,769 |
+4,289 |
Dec12 |
120706 |
2603.50 |
2603.50 |
2600.00 |
2602.50 |
-33.50 |
11 |
50 |
+6 |
Total Volume and Open Interest |
105,736 |
353,827 |
+4,295 |
S & P Midcap 400(CME) |
Sep12 |
120706 |
943.00 |
947.00 |
937.00 |
945.90 |
-10.40 |
419 |
842 |
+237 |
Dec12 |
120706 |
943.90 |
954.30 |
943.90 |
943.90 |
-10.40 |
|
|
|
Mar13 |
120706 |
941.90 |
952.30 |
941.90 |
941.90 |
-10.40 |
|
|
|
Total Volume and Open Interest |
419 |
842 |
+237 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep12 |
120706 |
9075 |
9090 |
8940 |
9015 |
-65 |
2,745 |
28,500 |
-84 |
Dec12 |
120706 |
9000 |
9000 |
8975 |
8975 |
-65 |
0 |
5 |
+0 |
Total Volume and Open Interest |
2,745 |
28,505 |
-84 |
Nikkei 225(SGX) |
Sep12 |
120706 |
9090 |
9130 |
8970 |
9025 |
-70 |
71,206 |
172,813 |
+2,669 |
Dec12 |
120706 |
9035 |
9050 |
8960 |
8960 |
-70 |
21 |
6,645 |
+21 |
Mar13 |
120706 |
8950 |
8950 |
8950 |
8950 |
-75 |
0 |
48 |
+0 |
Total Volume and Open Interest |
71,368 |
194,197 |
+2,739 |
CAC 40(EURONEXT) |
Jul12 |
120706 |
3213.5 |
3228.0 |
3166.5 |
3168.0 |
-62.0 |
175,906 |
298,837 |
-6,212 |
Aug12 |
120706 |
3214.5 |
3227.0 |
3167.5 |
3168.0 |
-61.5 |
6,262 |
6,863 |
+204 |
Sep12 |
120706 |
3209.0 |
3218.0 |
3161.5 |
3162.5 |
-62.0 |
500 |
33,094 |
+2,604 |
Total Volume and Open Interest |
182,669 |
338,933 |
-3,384 |
Hang Seng Index(HKFE) |
Jul12 |
120706 |
19797 |
19856 |
19698 |
19821 |
-61 |
54,770 |
91,031 |
-3,506 |
Aug12 |
120706 |
19769 |
19818 |
19662 |
19782 |
-62 |
276 |
712 |
+126 |
Sep12 |
120706 |
19681 |
19722 |
19580 |
19703 |
-54 |
166 |
4,024 |
+50 |
Total Volume and Open Interest |
55,324 |
98,585 |
-3,354 |
DAX(EUREX) |
Sep12 |
120706 |
6517.0 |
6537.0 |
6406.0 |
6414.5 |
-123.5 |
71,728 |
169,751 |
-1,943 |
Dec12 |
120706 |
6520.0 |
6537.5 |
6410.0 |
6416.5 |
-123.0 |
114 |
6,832 |
+75 |
Mar13 |
120706 |
6526.0 |
6528.0 |
6420.0 |
6421.0 |
-123.5 |
5 |
476 |
+2 |
Total Volume and Open Interest |
71,847 |
177,059 |
-1,866 |
FT-SE 100(EURONEXT) |
Sep12 |
120706 |
5650.50 |
5651.50 |
5602.00 |
5616.00 |
-37.50 |
99,789 |
613,903 |
+2,658 |
Dec12 |
120706 |
5605.00 |
5619.00 |
5585.00 |
5586.00 |
-38.00 |
147 |
447 |
-4 |
Mar13 |
120706 |
5546.00 |
5546.00 |
5546.00 |
5546.00 |
-38.00 |
35 |
95 |
+0 |
Total Volume and Open Interest |
99,971 |
614,445 |
+2,654 |
SPI 200(SFE) |
Sep12 |
120706 |
4130.0 |
4159.0 |
4110.0 |
4125.0 |
-6.0 |
18,380 |
226,810 |
-889 |
Dec12 |
120706 |
4124.0 |
4124.0 |
4124.0 |
4124.0 |
-6.0 |
253 |
5,271 |
+72 |
Mar13 |
120706 |
4091.0 |
4091.0 |
4091.0 |
4091.0 |
-6.0 |
7 |
1,627 |
-1 |
Total Volume and Open Interest |
18,887 |
236,794 |
-640 |
GSCI(CME) |
Jul12 |
120706 |
612.00 |
615.00 |
603.75 |
603.75 |
-14.25 |
339 |
8,014 |
-8 |
Aug12 |
120706 |
602.50 |
616.80 |
602.50 |
602.50 |
-14.25 |
71 |
484 |
+64 |
Sep12 |
120706 |
601.00 |
616.10 |
601.00 |
601.00 |
-15.00 |
|
|
|
Total Volume and Open Interest |
410 |
8,498 |
+56 |
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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