|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue July 10, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul12 |
120710 |
1660.25 |
1672.25 |
1644.00 |
1648.75 |
-16.25 |
4,222 |
6,818 |
-2,158 |
Aug12 |
120710 |
1606.25 |
1611.25 |
1586.25 |
1590.50 |
-16.25 |
31,183 |
82,544 |
-3,055 |
Sep12 |
120710 |
1574.00 |
1579.75 |
1553.25 |
1557.75 |
-15.25 |
5,778 |
34,539 |
-67 |
Nov12 |
120710 |
1546.00 |
1555.50 |
1531.00 |
1538.50 |
-9.25 |
111,710 |
380,340 |
-2,282 |
Jan13 |
120710 |
1542.25 |
1549.75 |
1526.50 |
1535.00 |
-8.75 |
16,216 |
80,518 |
+2,633 |
Mar13 |
120710 |
1495.75 |
1495.75 |
1472.75 |
1485.75 |
-4.50 |
9,683 |
83,349 |
+1,173 |
May13 |
120710 |
1444.75 |
1446.75 |
1426.50 |
1437.50 |
-2.25 |
6,695 |
58,999 |
+140 |
Jul13 |
120710 |
1430.25 |
1438.50 |
1418.00 |
1429.00 |
-1.50 |
4,530 |
50,266 |
+760 |
Aug13 |
120710 |
1400.00 |
1406.50 |
1395.00 |
1405.00 |
-1.50 |
6 |
206 |
+0 |
Sep13 |
120710 |
1363.00 |
1363.00 |
1360.25 |
1360.25 |
-1.25 |
11 |
328 |
-3 |
Nov13 |
120710 |
1325.00 |
1325.00 |
1302.00 |
1316.50 |
-3.50 |
1,526 |
20,792 |
-266 |
Jan14 |
120710 |
1322.25 |
1325.75 |
1322.25 |
1322.25 |
-3.50 |
6 |
188 |
+0 |
Mar14 |
120710 |
1320.25 |
1323.75 |
1320.25 |
1320.25 |
-3.50 |
1 |
4 |
+1 |
May14 |
120710 |
1320.25 |
1323.75 |
1320.25 |
1320.25 |
-3.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
191,596 |
799,616 |
-3,124 |
Soybean Meal(CBOT) |
Jul12 |
120710 |
486.90 |
487.40 |
480.00 |
482.20 |
-3.30 |
2,656 |
2,728 |
-1,867 |
Aug12 |
120710 |
474.60 |
475.30 |
466.50 |
468.30 |
-5.70 |
17,141 |
45,639 |
+577 |
Sep12 |
120710 |
467.30 |
467.80 |
459.20 |
461.30 |
-5.20 |
5,603 |
32,865 |
+668 |
Oct12 |
120710 |
456.30 |
457.90 |
449.50 |
452.30 |
-4.00 |
1,835 |
20,074 |
+21 |
Dec12 |
120710 |
451.70 |
454.50 |
445.40 |
448.50 |
-3.60 |
25,367 |
119,774 |
-1,358 |
Jan13 |
120710 |
442.90 |
446.30 |
439.50 |
442.40 |
-2.40 |
1,385 |
7,582 |
-263 |
Mar13 |
120710 |
417.80 |
420.70 |
414.40 |
417.90 |
-0.50 |
1,034 |
11,080 |
+6 |
May13 |
120710 |
395.80 |
400.40 |
393.40 |
398.00 |
+0.80 |
723 |
8,346 |
+179 |
Jul13 |
120710 |
391.20 |
396.40 |
389.00 |
393.20 |
+1.50 |
468 |
8,740 |
+33 |
Aug13 |
120710 |
388.00 |
388.70 |
384.50 |
385.60 |
+0.60 |
8 |
394 |
+2 |
Total Volume and Open Interest |
56,300 |
263,460 |
-2,001 |
Soybean Oil(CBOT) |
Jul12 |
120710 |
54.31 |
54.31 |
53.85 |
54.21 |
-0.22 |
2,891 |
2,211 |
-752 |
Aug12 |
120710 |
54.58 |
54.85 |
53.97 |
54.29 |
-0.27 |
22,690 |
62,450 |
-2,731 |
Sep12 |
120710 |
55.06 |
55.06 |
54.21 |
54.50 |
-0.25 |
7,339 |
41,561 |
-244 |
Oct12 |
120710 |
54.45 |
54.89 |
54.43 |
54.70 |
-0.25 |
3,008 |
17,989 |
-292 |
Dec12 |
120710 |
55.36 |
55.67 |
54.80 |
55.13 |
-0.25 |
36,727 |
139,260 |
-2,769 |
Jan13 |
120710 |
55.50 |
55.56 |
55.13 |
55.42 |
-0.25 |
4,577 |
20,316 |
+418 |
Mar13 |
120710 |
55.50 |
55.79 |
55.33 |
55.65 |
-0.26 |
3,258 |
19,633 |
+411 |
May13 |
120710 |
55.50 |
55.90 |
55.36 |
55.67 |
-0.23 |
1,821 |
10,466 |
-239 |
Jul13 |
120710 |
55.50 |
55.91 |
55.43 |
55.67 |
-0.24 |
1,011 |
6,837 |
-430 |
Aug13 |
120710 |
55.55 |
55.88 |
55.36 |
55.62 |
-0.26 |
134 |
1,092 |
+0 |
Total Volume and Open Interest |
83,836 |
328,090 |
-6,530 |
Canola(WCE) |
Jul12 |
120710 |
691.1 |
691.1 |
691.1 |
691.1 |
+3.1 |
67 |
0 |
-67 |
Nov12 |
120710 |
627.0 |
632.0 |
623.7 |
631.1 |
+3.1 |
10,268 |
154,705 |
-991 |
Jan13 |
120710 |
630.5 |
634.8 |
628.1 |
634.8 |
+3.5 |
2,091 |
26,238 |
-173 |
Mar13 |
120710 |
632.0 |
634.8 |
626.8 |
634.8 |
+2.3 |
1,301 |
13,193 |
+899 |
May13 |
120710 |
622.6 |
628.5 |
622.6 |
628.0 |
+1.9 |
483 |
15,548 |
+256 |
Total Volume and Open Interest |
14,281 |
213,763 |
-83 |
Corn(CBOT) |
Jul12 |
120710 |
773.50 |
777.75 |
757.50 |
761.00 |
-14.25 |
5,217 |
9,033 |
-2,242 |
Sep12 |
120710 |
731.00 |
734.00 |
713.50 |
718.50 |
-13.50 |
72,797 |
369,169 |
-3,897 |
Dec12 |
120710 |
728.75 |
732.00 |
712.50 |
717.50 |
-12.50 |
140,139 |
448,047 |
-2,179 |
Mar13 |
120710 |
734.50 |
737.00 |
718.50 |
722.75 |
-12.75 |
26,632 |
100,450 |
+10,038 |
May13 |
120710 |
738.00 |
738.00 |
720.25 |
723.75 |
-12.75 |
3,555 |
19,035 |
+3 |
Jul13 |
120710 |
736.75 |
737.50 |
720.50 |
724.00 |
-12.75 |
5,394 |
51,043 |
+639 |
Sep13 |
120710 |
660.00 |
660.00 |
649.25 |
651.00 |
-9.50 |
1,048 |
6,397 |
+170 |
Dec13 |
120710 |
619.75 |
624.75 |
612.00 |
615.00 |
-7.00 |
4,666 |
45,380 |
+1,073 |
Mar14 |
120710 |
625.50 |
630.00 |
621.75 |
621.75 |
-7.25 |
76 |
1,079 |
-19 |
May14 |
120710 |
627.75 |
634.00 |
626.50 |
626.50 |
-7.50 |
0 |
308 |
+0 |
Total Volume and Open Interest |
259,607 |
1,054,800 |
+3,606 |
Wheat(CBOT) |
Jul12 |
120710 |
806.25 |
813.75 |
793.00 |
804.75 |
-6.00 |
1,305 |
1,052 |
-581 |
Sep12 |
120710 |
824.50 |
833.25 |
806.75 |
821.25 |
-7.00 |
49,611 |
170,568 |
-3,090 |
Dec12 |
120710 |
840.25 |
844.50 |
822.00 |
835.25 |
-8.50 |
28,651 |
145,715 |
-27 |
Mar13 |
120710 |
849.00 |
853.25 |
832.25 |
843.25 |
-10.00 |
6,490 |
42,551 |
-297 |
May13 |
120710 |
848.25 |
850.00 |
830.50 |
843.50 |
-6.50 |
1,054 |
11,641 |
-95 |
Jul13 |
120710 |
826.25 |
830.75 |
811.25 |
823.25 |
-7.75 |
3,694 |
36,555 |
+1,221 |
Total Volume and Open Interest |
92,555 |
427,961 |
-2,362 |
Wheat(KCBT) |
Jul12 |
120710 |
814.00 |
818.00 |
800.25 |
812.00 |
-5.50 |
227 |
358 |
-84 |
Sep12 |
120710 |
827.00 |
834.00 |
810.00 |
822.00 |
-7.50 |
10,454 |
74,672 |
-195 |
Dec12 |
120710 |
849.00 |
852.75 |
832.75 |
841.75 |
-9.50 |
6,252 |
44,580 |
+1,180 |
Mar13 |
120710 |
857.00 |
861.00 |
842.75 |
851.25 |
-10.50 |
1,596 |
10,856 |
+533 |
May13 |
120710 |
864.00 |
864.00 |
847.00 |
854.25 |
-10.50 |
211 |
5,321 |
+35 |
Jul13 |
120710 |
853.00 |
856.00 |
838.00 |
844.25 |
-10.75 |
675 |
11,436 |
-397 |
Total Volume and Open Interest |
19,592 |
148,155 |
+1,125 |
Wheat(MGE) |
Jul12 |
120710 |
914.00 |
914.00 |
914.00 |
914.00 |
unch |
0 |
16 |
-4 |
Sep12 |
120710 |
927.00 |
929.50 |
906.00 |
918.00 |
-8.75 |
2,469 |
15,882 |
+86 |
Dec12 |
120710 |
922.00 |
926.00 |
904.75 |
916.25 |
-5.75 |
1,217 |
12,433 |
+150 |
Mar13 |
120710 |
925.00 |
929.75 |
910.25 |
922.25 |
-4.75 |
306 |
3,109 |
+63 |
May13 |
120710 |
930.00 |
933.25 |
924.00 |
926.00 |
-6.50 |
130 |
660 |
+99 |
Total Volume and Open Interest |
4,174 |
32,554 |
+418 |
Oats(CBOT) |
Jul12 |
120710 |
375.75 |
375.75 |
374.75 |
375.75 |
+1.00 |
4 |
23 |
-2 |
Sep12 |
120710 |
380.00 |
380.00 |
363.75 |
377.00 |
-0.75 |
159 |
2,371 |
+48 |
Dec12 |
120710 |
378.00 |
382.50 |
364.25 |
380.50 |
+1.00 |
607 |
6,859 |
+164 |
Mar13 |
120710 |
384.50 |
384.50 |
383.50 |
384.50 |
+1.00 |
1 |
89 |
-1 |
Total Volume and Open Interest |
771 |
9,342 |
+209 |
Rough Rice(CBOT) |
Jul12 |
120710 |
14.95 |
15.28 |
14.95 |
15.15 |
+0.19 |
22 |
57 |
-169 |
Sep12 |
120710 |
15.22 |
15.61 |
15.16 |
15.44 |
+0.19 |
508 |
10,314 |
-104 |
Nov12 |
120710 |
15.48 |
15.87 |
15.48 |
15.72 |
+0.19 |
20 |
2,212 |
-2 |
Jan13 |
120710 |
16.01 |
16.07 |
15.81 |
15.98 |
+0.18 |
1 |
145 |
+1 |
Total Volume and Open Interest |
551 |
12,851 |
-274 |
Live Cattle(CME) |
Aug12 |
120710 |
119.035 |
119.300 |
118.300 |
118.400 |
-0.650 |
21,009 |
119,047 |
-3,145 |
Oct12 |
120710 |
123.400 |
123.800 |
122.885 |
123.150 |
-0.450 |
12,171 |
84,142 |
+655 |
Dec12 |
120710 |
127.350 |
127.535 |
126.635 |
126.885 |
-0.615 |
8,440 |
65,188 |
+278 |
Feb13 |
120710 |
130.685 |
130.750 |
129.785 |
130.050 |
-0.735 |
5,332 |
26,274 |
+558 |
Apr13 |
120710 |
133.185 |
133.300 |
132.500 |
132.800 |
-0.700 |
2,617 |
11,615 |
+495 |
Jun13 |
120710 |
129.985 |
129.985 |
129.300 |
129.500 |
-0.800 |
163 |
2,824 |
+42 |
Total Volume and Open Interest |
49,751 |
310,662 |
-1,106 |
Feeder Cattle(CME) |
Aug12 |
120710 |
144.400 |
144.985 |
143.200 |
143.350 |
-0.935 |
3,085 |
17,007 |
-186 |
Sep12 |
120710 |
147.285 |
147.935 |
146.400 |
146.650 |
-0.635 |
1,830 |
6,924 |
+429 |
Oct12 |
120710 |
149.950 |
150.325 |
148.880 |
149.100 |
-0.530 |
1,125 |
5,662 |
+66 |
Nov12 |
120710 |
151.750 |
152.050 |
150.535 |
150.630 |
-0.720 |
570 |
3,503 |
+105 |
Jan13 |
120710 |
153.150 |
153.825 |
152.400 |
152.825 |
-0.475 |
314 |
2,837 |
+85 |
Mar13 |
120710 |
154.825 |
155.000 |
153.900 |
154.300 |
-0.200 |
31 |
502 |
+12 |
Apr13 |
120710 |
155.575 |
155.785 |
154.800 |
155.400 |
unch |
2 |
65 |
+0 |
Total Volume and Open Interest |
6,957 |
36,536 |
+511 |
Lean Hogs(CME) |
Jul12 |
120710 |
95.830 |
96.450 |
95.450 |
95.535 |
-1.265 |
6,935 |
16,998 |
-1,635 |
Aug12 |
120710 |
93.385 |
93.700 |
92.000 |
92.080 |
-1.870 |
16,175 |
66,447 |
-1,156 |
Oct12 |
120710 |
83.535 |
83.900 |
82.730 |
82.950 |
-1.185 |
8,904 |
60,104 |
+798 |
Dec12 |
120710 |
81.535 |
82.200 |
80.500 |
80.725 |
-1.275 |
4,966 |
52,168 |
-84 |
Feb13 |
120710 |
85.050 |
86.000 |
84.700 |
85.080 |
-0.920 |
1,747 |
24,054 |
+156 |
Apr13 |
120710 |
88.135 |
88.700 |
87.680 |
88.135 |
-0.765 |
833 |
16,339 |
+230 |
May13 |
120710 |
92.035 |
92.450 |
92.035 |
92.450 |
-0.350 |
31 |
710 |
+5 |
Jun13 |
120710 |
94.635 |
95.200 |
94.250 |
95.100 |
-0.050 |
243 |
8,859 |
-5 |
Total Volume and Open Interest |
40,021 |
248,973 |
-1,608 |
Class III Milk(CME) |
Jul12 |
120710 |
16.60 |
16.61 |
16.52 |
16.58 |
-0.02 |
66 |
3,881 |
+14 |
Aug12 |
120710 |
17.50 |
17.60 |
17.33 |
17.44 |
-0.08 |
69 |
4,810 |
+27 |
Sep12 |
120710 |
17.90 |
17.93 |
17.72 |
17.80 |
-0.10 |
27 |
3,328 |
+12 |
Oct12 |
120710 |
17.90 |
17.90 |
17.68 |
17.81 |
-0.01 |
20 |
3,076 |
-10 |
Nov12 |
120710 |
17.85 |
17.85 |
17.65 |
17.78 |
-0.02 |
13 |
2,733 |
-2 |
Total Volume and Open Interest |
447 |
22,488 |
+197 |
Cocoa(ICE) |
Jul12 |
120710 |
2300 |
2300 |
2300 |
2300 |
-12 |
7 |
35 |
+6 |
Sep12 |
120710 |
2318 |
2333 |
2270 |
2307 |
-12 |
12,919 |
72,396 |
+2,250 |
Dec12 |
120710 |
2314 |
2346 |
2284 |
2322 |
-9 |
3,716 |
43,112 |
+1,127 |
Mar13 |
120710 |
2330 |
2350 |
2293 |
2332 |
-7 |
1,710 |
30,278 |
+261 |
May13 |
120710 |
2344 |
2356 |
2307 |
2340 |
-5 |
941 |
15,001 |
-126 |
Jul13 |
120710 |
2362 |
2363 |
2325 |
2346 |
-3 |
283 |
7,062 |
+111 |
Sep13 |
120710 |
2367 |
2367 |
2323 |
2352 |
unch |
200 |
4,378 |
-156 |
Total Volume and Open Interest |
20,391 |
183,317 |
+3,860 |
Coffee "C"(ICE) |
Jul12 |
120710 |
181.05 |
183.75 |
181.05 |
183.75 |
+2.00 |
30 |
78 |
-17 |
Sep12 |
120710 |
181.70 |
186.60 |
180.20 |
184.50 |
+2.15 |
11,068 |
73,851 |
+131 |
Dec12 |
120710 |
184.70 |
189.35 |
183.10 |
187.35 |
+2.10 |
3,710 |
35,980 |
-210 |
Mar13 |
120710 |
187.75 |
192.50 |
186.70 |
190.70 |
+1.95 |
1,041 |
17,528 |
-260 |
May13 |
120710 |
189.90 |
195.00 |
189.45 |
193.10 |
+1.90 |
111 |
5,225 |
-17 |
Jul13 |
120710 |
192.05 |
197.05 |
191.65 |
195.15 |
+1.80 |
47 |
3,655 |
-11 |
Total Volume and Open Interest |
16,069 |
138,303 |
-368 |
Orange Juice(ICE) |
Jul12 |
120710 |
132.95 |
132.95 |
129.50 |
129.50 |
-0.80 |
333 |
11 |
-318 |
Sep12 |
120710 |
129.40 |
131.55 |
127.10 |
128.20 |
-0.80 |
1,019 |
13,528 |
-403 |
Nov12 |
120710 |
127.50 |
128.20 |
125.10 |
126.20 |
-1.05 |
176 |
4,756 |
+59 |
Jan13 |
120710 |
126.85 |
127.25 |
125.50 |
125.50 |
-0.80 |
73 |
1,582 |
+28 |
Mar13 |
120710 |
125.50 |
125.50 |
125.50 |
125.50 |
-0.65 |
10 |
1,182 |
+5 |
May13 |
120710 |
125.35 |
125.35 |
125.35 |
125.35 |
-0.65 |
0 |
176 |
+0 |
Total Volume and Open Interest |
1,611 |
21,247 |
-629 |
Sugar #11(ICE) |
Oct12 |
120710 |
22.70 |
23.05 |
22.45 |
22.49 |
-0.21 |
52,219 |
321,978 |
-4,676 |
Mar13 |
120710 |
23.00 |
23.38 |
22.94 |
23.03 |
-0.07 |
25,371 |
155,397 |
-316 |
May13 |
120710 |
22.90 |
23.19 |
22.84 |
22.92 |
-0.04 |
11,070 |
42,817 |
-541 |
Jul13 |
120710 |
22.71 |
22.96 |
22.63 |
22.74 |
-0.01 |
7,399 |
72,717 |
+235 |
Oct13 |
120710 |
22.62 |
22.81 |
22.51 |
22.65 |
+0.02 |
2,546 |
30,491 |
+287 |
Mar14 |
120710 |
22.66 |
22.80 |
22.59 |
22.67 |
+0.02 |
723 |
25,484 |
-190 |
May14 |
120710 |
22.24 |
22.32 |
22.13 |
22.23 |
+0.02 |
240 |
5,870 |
+38 |
Jul14 |
120710 |
21.99 |
22.10 |
21.99 |
22.01 |
+0.01 |
142 |
5,508 |
+39 |
Total Volume and Open Interest |
99,851 |
667,319 |
-5,017 |
London Cocoa(LCE) |
Jul12 |
120710 |
1630 |
1640 |
1594 |
1616 |
-18 |
3,688 |
27,672 |
-1,666 |
Sep12 |
120710 |
1605 |
1620 |
1584 |
1608 |
-6 |
8,997 |
45,111 |
+253 |
Dec12 |
120710 |
1580 |
1596 |
1565 |
1590 |
unch |
2,711 |
44,873 |
+1,270 |
Mar13 |
120710 |
1555 |
1571 |
1540 |
1565 |
unch |
4,456 |
47,458 |
+874 |
May13 |
120710 |
1549 |
1562 |
1534 |
1557 |
-2 |
1,297 |
16,765 |
+157 |
Jul13 |
120710 |
1557 |
1562 |
1534 |
1557 |
-1 |
590 |
7,457 |
+10 |
Sep13 |
120710 |
1554 |
1560 |
1538 |
1557 |
+1 |
185 |
5,020 |
-4 |
Total Volume and Open Interest |
22,073 |
200,853 |
+1,094 |
London Sugar(LCE) |
Aug12 |
120710 |
646.00 |
656.80 |
646.00 |
650.00 |
+3.90 |
2,879 |
12,230 |
-1,178 |
Oct12 |
120710 |
609.60 |
618.00 |
606.50 |
608.30 |
-1.20 |
4,573 |
19,374 |
+163 |
Dec12 |
120710 |
595.50 |
602.90 |
593.20 |
593.90 |
-1.60 |
1,041 |
8,808 |
+49 |
Mar13 |
120710 |
602.20 |
608.50 |
599.50 |
600.90 |
-1.10 |
1,231 |
9,611 |
+0 |
May13 |
120710 |
602.50 |
605.80 |
599.80 |
599.90 |
-1.70 |
232 |
2,865 |
+1 |
Total Volume and Open Interest |
10,197 |
56,185 |
-955 |
Cotton(ICE) |
Oct12 |
120710 |
70.72 |
71.21 |
70.07 |
70.07 |
-0.30 |
44 |
474 |
-2 |
Dec12 |
120710 |
71.00 |
71.90 |
70.57 |
70.72 |
+0.03 |
7,103 |
131,639 |
-323 |
Mar13 |
120710 |
72.11 |
73.07 |
71.79 |
71.99 |
+0.01 |
1,360 |
22,346 |
+215 |
May13 |
120710 |
73.89 |
74.00 |
72.90 |
73.04 |
-0.05 |
84 |
4,493 |
+2 |
Jul13 |
120710 |
74.95 |
74.95 |
73.89 |
73.93 |
-0.23 |
183 |
5,653 |
-1 |
Oct13 |
120710 |
75.47 |
75.47 |
75.47 |
75.47 |
+0.17 |
0 |
3 |
+0 |
Total Volume and Open Interest |
8,828 |
166,334 |
-111 |
Lumber(CME) |
Jul12 |
120710 |
287.5 |
288.0 |
279.1 |
280.6 |
-7.3 |
246 |
344 |
-197 |
Sep12 |
120710 |
290.3 |
293.1 |
282.3 |
285.4 |
-6.6 |
1,413 |
4,981 |
+425 |
Nov12 |
120710 |
280.0 |
283.1 |
276.1 |
279.9 |
-2.1 |
181 |
894 |
-44 |
Jan13 |
120710 |
285.6 |
288.2 |
282.0 |
284.2 |
-3.0 |
6 |
229 |
-1 |
Total Volume and Open Interest |
1,848 |
6,559 |
+184 |
Crude Oil(NYM) |
Aug12 |
120710 |
85.84 |
85.95 |
83.65 |
83.91 |
-2.08 |
296,204 |
230,925 |
-12,848 |
Sep12 |
120710 |
86.13 |
86.30 |
84.05 |
84.30 |
-2.07 |
74,352 |
172,617 |
+5,008 |
Oct12 |
120710 |
86.16 |
86.60 |
84.46 |
84.69 |
-2.05 |
32,402 |
85,199 |
+2,125 |
Nov12 |
120710 |
86.20 |
87.06 |
84.91 |
85.16 |
-2.02 |
23,728 |
67,435 |
-1,513 |
Dec12 |
120710 |
87.00 |
87.56 |
85.43 |
85.68 |
-1.98 |
45,569 |
171,906 |
+3,691 |
Jan13 |
120710 |
87.32 |
87.98 |
85.96 |
86.16 |
-1.95 |
8,866 |
58,883 |
+797 |
Feb13 |
120710 |
87.20 |
88.30 |
86.35 |
86.55 |
-1.93 |
4,941 |
28,179 |
+1,220 |
Mar13 |
120710 |
87.95 |
88.60 |
86.75 |
86.84 |
-1.90 |
3,978 |
39,814 |
-36 |
Apr13 |
120710 |
88.60 |
88.76 |
87.03 |
87.05 |
-1.85 |
1,459 |
15,391 |
-178 |
May13 |
120710 |
87.05 |
87.17 |
87.05 |
87.17 |
-1.81 |
1,336 |
17,110 |
-52 |
Jun13 |
120710 |
88.42 |
88.91 |
87.06 |
87.25 |
-1.77 |
6,963 |
79,233 |
-689 |
Jul13 |
120710 |
88.17 |
88.17 |
87.29 |
87.30 |
-1.72 |
1,447 |
26,167 |
-316 |
Aug13 |
120710 |
87.29 |
87.29 |
87.29 |
87.29 |
-1.69 |
1,324 |
14,664 |
+182 |
Sep13 |
120710 |
87.24 |
87.24 |
87.24 |
87.24 |
-1.67 |
912 |
21,419 |
+212 |
Oct13 |
120710 |
87.18 |
87.18 |
87.18 |
87.18 |
-1.65 |
820 |
12,727 |
+27 |
Nov13 |
120710 |
88.00 |
88.00 |
87.11 |
87.11 |
-1.64 |
771 |
17,717 |
-82 |
Total Volume and Open Interest |
525,487 |
1,419,901 |
-2,682 |
e-miNY Crude Oil(NYM) |
Jul12 |
120619 |
83.000 |
84.375 |
82.300 |
84.025 |
+0.750 |
4,042 |
1,313 |
-363 |
Aug12 |
120710 |
85.925 |
85.975 |
83.675 |
83.900 |
-2.100 |
10,071 |
2,326 |
-16 |
Sep12 |
120710 |
86.325 |
86.325 |
84.075 |
84.300 |
-2.075 |
282 |
600 |
+23 |
Oct12 |
120710 |
86.400 |
86.400 |
84.600 |
84.700 |
-2.050 |
49 |
50 |
+8 |
Nov12 |
120710 |
85.150 |
85.150 |
85.150 |
85.150 |
-2.025 |
266 |
269 |
+255 |
Dec12 |
120710 |
87.025 |
87.025 |
85.600 |
85.675 |
-1.975 |
327 |
370 |
+71 |
Jan13 |
120710 |
87.550 |
87.550 |
86.150 |
86.150 |
-1.950 |
76 |
79 |
+62 |
Feb13 |
120710 |
86.550 |
86.550 |
86.550 |
86.550 |
-1.925 |
0 |
74 |
+0 |
Mar13 |
120710 |
86.850 |
86.850 |
86.850 |
86.850 |
-1.900 |
0 |
1 |
+0 |
Apr13 |
120710 |
87.050 |
87.050 |
87.050 |
87.050 |
-1.850 |
0 |
1 |
+0 |
Total Volume and Open Interest |
11,071 |
3,973 |
+403 |
Heating Oil(NYM) |
Aug12 |
120710 |
274.90 |
274.90 |
271.12 |
271.95 |
-2.95 |
52,752 |
84,946 |
-3,762 |
Sep12 |
120710 |
272.80 |
274.40 |
271.04 |
271.67 |
-3.09 |
18,605 |
50,055 |
+2,953 |
Oct12 |
120710 |
272.23 |
274.51 |
271.32 |
271.85 |
-3.20 |
11,390 |
30,401 |
+1,370 |
Nov12 |
120710 |
272.13 |
274.85 |
271.65 |
272.14 |
-3.30 |
7,433 |
22,945 |
+1,109 |
Dec12 |
120710 |
273.13 |
275.13 |
271.88 |
272.42 |
-3.39 |
12,702 |
44,124 |
-1,481 |
Jan13 |
120710 |
274.93 |
274.94 |
272.21 |
272.65 |
-3.50 |
4,832 |
20,462 |
-256 |
Feb13 |
120710 |
272.85 |
274.88 |
271.74 |
271.91 |
-3.69 |
3,553 |
9,963 |
+477 |
Mar13 |
120710 |
271.98 |
272.72 |
270.50 |
270.50 |
-3.81 |
2,648 |
16,737 |
+760 |
Apr13 |
120710 |
270.87 |
270.87 |
268.35 |
268.65 |
-3.89 |
909 |
17,826 |
-213 |
May13 |
120710 |
274.01 |
274.01 |
271.82 |
272.05 |
-3.99 |
182 |
8,904 |
-34 |
Jun13 |
120710 |
273.51 |
273.87 |
271.66 |
271.66 |
-4.00 |
522 |
5,369 |
-64 |
Jul13 |
120710 |
272.16 |
272.26 |
271.97 |
271.97 |
-3.99 |
256 |
2,178 |
+163 |
Aug13 |
120710 |
272.70 |
272.70 |
272.40 |
272.40 |
-3.96 |
4 |
627 |
+0 |
Sep13 |
120710 |
273.10 |
273.10 |
272.80 |
272.80 |
-3.96 |
0 |
344 |
+0 |
Total Volume and Open Interest |
116,206 |
318,947 |
+1,048 |
Gasoline(NYMEX) |
Aug12 |
120710 |
275.69 |
277.97 |
272.81 |
274.69 |
-1.25 |
44,325 |
73,183 |
-4,948 |
Sep12 |
120710 |
263.89 |
264.90 |
260.25 |
261.46 |
-2.90 |
30,610 |
64,511 |
+1,807 |
Oct12 |
120710 |
241.45 |
244.94 |
240.80 |
241.67 |
-3.53 |
15,453 |
33,592 |
+439 |
Nov12 |
120710 |
239.65 |
240.44 |
236.84 |
237.45 |
-3.74 |
8,684 |
18,259 |
+90 |
Dec12 |
120710 |
237.23 |
238.69 |
235.15 |
235.89 |
-3.83 |
7,051 |
31,487 |
-75 |
Jan13 |
120710 |
236.79 |
238.60 |
235.19 |
235.83 |
-3.90 |
2,082 |
11,789 |
-134 |
Feb13 |
120710 |
238.10 |
238.59 |
236.00 |
236.75 |
-3.96 |
682 |
3,920 |
+14 |
Mar13 |
120710 |
241.00 |
241.00 |
237.95 |
238.50 |
-4.00 |
522 |
4,749 |
-49 |
Apr13 |
120710 |
255.31 |
255.35 |
252.20 |
252.80 |
-3.98 |
220 |
6,115 |
-100 |
May13 |
120710 |
251.40 |
252.01 |
251.40 |
252.01 |
-3.97 |
0 |
1,005 |
+0 |
Total Volume and Open Interest |
109,912 |
258,456 |
-3,204 |
e-miNY RBOB Gasoline(NYM) |
Aug12 |
120710 |
274.70 |
274.70 |
274.50 |
274.70 |
-1.20 |
0 |
3 |
+0 |
Sep12 |
120710 |
261.50 |
261.50 |
261.46 |
261.50 |
-2.90 |
|
|
|
Oct12 |
120710 |
241.70 |
241.70 |
241.67 |
241.70 |
-3.50 |
|
|
|
Nov12 |
120710 |
237.50 |
237.50 |
237.45 |
237.50 |
-3.70 |
|
|
|
Total Volume and Open Interest |
0 |
3 |
+0 |
Natural Gas(NYM) |
Aug12 |
120710 |
2.880 |
2.915 |
2.734 |
2.737 |
-0.146 |
211,270 |
153,583 |
+1,861 |
Sep12 |
120710 |
2.873 |
2.909 |
2.726 |
2.728 |
-0.148 |
80,152 |
233,449 |
-257 |
Oct12 |
120710 |
2.902 |
2.940 |
2.761 |
2.764 |
-0.144 |
70,205 |
129,901 |
-1,289 |
Nov12 |
120710 |
3.123 |
3.156 |
3.005 |
3.010 |
-0.117 |
42,969 |
108,809 |
+4,770 |
Dec12 |
120710 |
3.370 |
3.412 |
3.289 |
3.293 |
-0.088 |
19,835 |
54,163 |
-264 |
Jan13 |
120710 |
3.549 |
3.553 |
3.435 |
3.439 |
-0.084 |
29,954 |
102,113 |
+1,908 |
Feb13 |
120710 |
3.547 |
3.567 |
3.454 |
3.456 |
-0.081 |
5,245 |
26,155 |
+627 |
Mar13 |
120710 |
3.484 |
3.538 |
3.429 |
3.432 |
-0.076 |
6,955 |
49,899 |
+517 |
Apr13 |
120710 |
3.490 |
3.506 |
3.410 |
3.412 |
-0.067 |
12,383 |
63,186 |
+1,369 |
May13 |
120710 |
3.515 |
3.530 |
3.439 |
3.440 |
-0.064 |
2,209 |
16,109 |
+735 |
Jun13 |
120710 |
3.535 |
3.562 |
3.478 |
3.479 |
-0.060 |
1,416 |
7,087 |
-137 |
Jul13 |
120710 |
3.567 |
3.609 |
3.526 |
3.527 |
-0.060 |
1,369 |
12,512 |
+236 |
Aug13 |
120710 |
3.574 |
3.629 |
3.549 |
3.549 |
-0.058 |
947 |
8,878 |
+61 |
Sep13 |
120710 |
3.588 |
3.630 |
3.550 |
3.552 |
-0.057 |
1,182 |
8,563 |
+184 |
Oct13 |
120710 |
3.645 |
3.670 |
3.584 |
3.588 |
-0.058 |
3,218 |
35,778 |
+659 |
Nov13 |
120710 |
3.738 |
3.765 |
3.716 |
3.716 |
-0.052 |
1,156 |
18,842 |
+353 |
Total Volume and Open Interest |
492,608 |
1,129,548 |
+12,002 |
Brent Crude Oil(ICE) |
Aug12 |
120710 |
99.50 |
99.65 |
97.73 |
97.97 |
-2.35 |
223,916 |
142,935 |
-1,364 |
Sep12 |
120710 |
99.65 |
99.65 |
97.37 |
97.57 |
-2.16 |
166,786 |
231,726 |
+1,205 |
Oct12 |
120710 |
98.50 |
98.77 |
97.04 |
97.24 |
-2.02 |
83,871 |
149,565 |
+8,325 |
Nov12 |
120710 |
98.21 |
98.60 |
96.97 |
97.14 |
-1.94 |
37,740 |
82,120 |
+1,370 |
Dec12 |
120710 |
98.23 |
98.50 |
96.82 |
97.04 |
-1.88 |
66,518 |
136,568 |
+343 |
Jan13 |
120710 |
97.91 |
98.34 |
96.84 |
96.97 |
-1.83 |
6,275 |
31,702 |
-501 |
Feb13 |
120710 |
97.78 |
98.22 |
96.74 |
96.86 |
-1.80 |
3,833 |
20,419 |
+572 |
Mar13 |
120710 |
97.46 |
98.10 |
96.63 |
96.73 |
-1.78 |
3,425 |
33,899 |
+6 |
Apr13 |
120710 |
97.25 |
97.91 |
96.56 |
96.60 |
-1.76 |
1,401 |
13,243 |
+96 |
May13 |
120710 |
97.20 |
97.20 |
96.50 |
96.50 |
-1.75 |
803 |
14,790 |
-14 |
Jun13 |
120710 |
97.13 |
97.77 |
96.31 |
96.40 |
-1.74 |
7,363 |
51,825 |
+160 |
Jul13 |
120710 |
96.31 |
96.31 |
96.31 |
96.31 |
-1.72 |
722 |
10,603 |
-104 |
Aug13 |
120710 |
96.18 |
96.18 |
96.18 |
96.18 |
-1.69 |
477 |
12,293 |
+56 |
Sep13 |
120710 |
95.99 |
95.99 |
95.99 |
95.99 |
-1.67 |
410 |
11,804 |
+142 |
Total Volume and Open Interest |
628,382 |
1,194,211 |
+11,475 |
Gas Oil(ICE) |
Jul12 |
120710 |
873.75 |
877.75 |
866.25 |
875.50 |
+1.75 |
34,143 |
39,543 |
-8,127 |
Aug12 |
120710 |
868.00 |
872.00 |
860.50 |
869.50 |
+1.25 |
86,601 |
120,498 |
+1,779 |
Sep12 |
120710 |
864.25 |
867.50 |
856.50 |
865.50 |
+1.00 |
46,836 |
77,783 |
+4,849 |
Oct12 |
120710 |
858.50 |
864.00 |
854.25 |
862.25 |
+0.75 |
25,407 |
50,797 |
+1,366 |
Nov12 |
120710 |
854.00 |
861.00 |
851.75 |
859.25 |
+0.25 |
13,354 |
32,962 |
-360 |
Dec12 |
120710 |
851.75 |
858.50 |
848.50 |
856.50 |
unch |
26,067 |
64,581 |
-344 |
Jan13 |
120710 |
850.75 |
857.25 |
850.75 |
855.25 |
-0.25 |
3,896 |
21,807 |
-415 |
Feb13 |
120710 |
849.00 |
854.00 |
849.00 |
853.75 |
-0.50 |
1,500 |
17,006 |
-122 |
Mar13 |
120710 |
847.50 |
852.75 |
847.50 |
851.75 |
-0.75 |
1,395 |
15,369 |
-19 |
Apr13 |
120710 |
849.00 |
851.00 |
848.75 |
850.00 |
-1.00 |
387 |
11,602 |
+62 |
Total Volume and Open Interest |
244,732 |
556,198 |
-1,089 |
Ethanol(CBOT) |
Jul12 |
120705 |
2.417 |
2.419 |
2.388 |
2.398 |
+0.044 |
15 |
82 |
-53 |
Aug12 |
120710 |
2.482 |
2.485 |
2.459 |
2.468 |
-0.036 |
337 |
1,731 |
+33 |
Sep12 |
120710 |
2.438 |
2.447 |
2.424 |
2.432 |
-0.032 |
189 |
1,529 |
+2 |
Oct12 |
120710 |
2.401 |
2.403 |
2.388 |
2.391 |
-0.032 |
107 |
1,541 |
+18 |
Nov12 |
120710 |
2.377 |
2.383 |
2.359 |
2.364 |
-0.035 |
89 |
1,545 |
+39 |
Dec12 |
120710 |
2.359 |
2.379 |
2.352 |
2.361 |
-0.035 |
115 |
1,366 |
+19 |
Jan13 |
120710 |
2.365 |
2.383 |
2.358 |
2.367 |
-0.037 |
76 |
1,156 |
+16 |
Feb13 |
120710 |
2.385 |
2.385 |
2.358 |
2.363 |
-0.045 |
111 |
866 |
+43 |
Total Volume and Open Interest |
1,533 |
11,668 |
+359 |
WTI Crude Oil(ICE) |
Aug12 |
120710 |
85.20 |
85.94 |
83.65 |
83.91 |
-2.08 |
66,268 |
61,277 |
-782 |
Sep12 |
120710 |
85.58 |
86.30 |
84.08 |
84.30 |
-2.07 |
20,889 |
46,592 |
+2,417 |
Oct12 |
120710 |
85.50 |
86.54 |
84.48 |
84.69 |
-2.05 |
10,870 |
22,419 |
+1,225 |
Nov12 |
120710 |
86.28 |
87.02 |
84.98 |
85.16 |
-2.02 |
4,999 |
17,964 |
-129 |
Dec12 |
120710 |
87.30 |
87.53 |
85.48 |
85.68 |
-1.98 |
13,471 |
83,384 |
+1,767 |
Jan13 |
120710 |
87.36 |
87.65 |
86.16 |
86.16 |
-1.95 |
1,370 |
15,347 |
-66 |
Feb13 |
120710 |
87.93 |
88.02 |
86.32 |
86.55 |
-1.93 |
1,178 |
9,544 |
+163 |
Mar13 |
120710 |
88.20 |
88.28 |
86.61 |
86.84 |
-1.90 |
763 |
8,020 |
-58 |
Apr13 |
120710 |
88.45 |
88.45 |
86.81 |
87.05 |
-1.85 |
429 |
3,504 |
-48 |
May13 |
120710 |
87.17 |
87.17 |
87.17 |
87.17 |
-1.81 |
347 |
2,695 |
+16 |
Jun13 |
120710 |
88.67 |
88.67 |
87.25 |
87.25 |
-1.77 |
1,258 |
24,449 |
+523 |
Jul13 |
120710 |
87.30 |
87.30 |
87.30 |
87.30 |
-1.72 |
78 |
1,847 |
-2 |
Aug13 |
120710 |
87.29 |
87.29 |
87.29 |
87.29 |
-1.69 |
112 |
3,100 |
+37 |
Sep13 |
120710 |
87.24 |
87.24 |
87.24 |
87.24 |
-1.67 |
57 |
6,403 |
-8 |
Oct13 |
120710 |
87.18 |
87.18 |
87.18 |
87.18 |
-1.65 |
29 |
1,437 |
-1 |
Nov13 |
120710 |
87.11 |
87.11 |
87.11 |
87.11 |
-1.64 |
21 |
3,164 |
-3 |
Total Volume and Open Interest |
129,916 |
436,909 |
+8,680 |
US Dollar Index(ICE) |
Sep12 |
120710 |
83.305 |
83.650 |
83.135 |
83.560 |
+0.210 |
30,583 |
63,559 |
+1,312 |
Dec12 |
120710 |
83.430 |
83.890 |
83.430 |
83.890 |
+0.200 |
22 |
623 |
+15 |
Mar13 |
120710 |
84.210 |
84.210 |
84.210 |
84.210 |
+0.200 |
|
|
|
Total Volume and Open Interest |
30,605 |
64,182 |
+1,327 |
Australian Dollar(CME) |
Sep12 |
120710 |
101.42 |
101.81 |
100.95 |
101.22 |
-0.10 |
127,329 |
128,897 |
+2,896 |
Dec12 |
120710 |
100.61 |
100.61 |
100.45 |
100.45 |
-0.11 |
125 |
709 |
-61 |
Mar13 |
120710 |
99.75 |
99.87 |
99.75 |
99.75 |
-0.12 |
0 |
4 |
+0 |
Total Volume and Open Interest |
127,454 |
129,612 |
+2,835 |
British Pound(CME) |
Sep12 |
120710 |
155.25 |
155.47 |
154.76 |
155.02 |
-0.14 |
89,878 |
117,626 |
+3,051 |
Dec12 |
120710 |
155.33 |
155.33 |
154.76 |
154.99 |
-0.13 |
36 |
434 |
-21 |
Mar13 |
120710 |
154.98 |
155.11 |
154.98 |
154.98 |
-0.13 |
0 |
157 |
+0 |
Total Volume and Open Interest |
89,914 |
118,218 |
+3,030 |
Canadian Dollar(CME) |
Sep12 |
120710 |
97.95 |
98.21 |
97.61 |
97.62 |
-0.29 |
89,718 |
89,402 |
+1,592 |
Dec12 |
120710 |
97.72 |
98.00 |
97.44 |
97.44 |
-0.29 |
343 |
6,776 |
+19 |
Mar13 |
120710 |
97.78 |
97.78 |
97.27 |
97.27 |
-0.31 |
18 |
1,509 |
+13 |
Jun13 |
120710 |
97.15 |
97.39 |
97.10 |
97.10 |
-0.29 |
4 |
331 |
+1 |
Total Volume and Open Interest |
90,087 |
98,070 |
+1,629 |
Japanese Yen(CME) |
Sep12 |
120710 |
125.80 |
126.36 |
125.75 |
126.02 |
+0.26 |
84,990 |
115,924 |
-759 |
Dec12 |
120710 |
126.39 |
126.50 |
125.94 |
126.19 |
+0.25 |
92 |
529 |
+67 |
Mar13 |
120710 |
126.39 |
126.39 |
126.13 |
126.38 |
+0.25 |
0 |
33 |
+0 |
Total Volume and Open Interest |
85,082 |
116,490 |
-692 |
Swiss Franc(CME) |
Sep12 |
120710 |
102.71 |
102.86 |
102.04 |
102.18 |
-0.48 |
44,737 |
56,470 |
-996 |
Dec12 |
120710 |
102.76 |
102.95 |
102.47 |
102.47 |
-0.48 |
1 |
174 |
+0 |
Mar13 |
120710 |
102.78 |
103.26 |
102.78 |
102.78 |
-0.48 |
0 |
2 |
+0 |
Total Volume and Open Interest |
44,738 |
56,646 |
-996 |
EuroFX(CME) |
Sep12 |
120710 |
123.28 |
123.45 |
122.46 |
122.63 |
-0.58 |
291,598 |
324,576 |
+6,798 |
Dec12 |
120710 |
123.26 |
123.56 |
122.73 |
122.80 |
-0.57 |
488 |
1,420 |
+50 |
Mar13 |
120710 |
123.81 |
123.81 |
122.99 |
122.99 |
-0.57 |
13 |
72 |
+1 |
Total Volume and Open Interest |
292,099 |
326,679 |
+6,849 |
Mexican Peso(CME) |
Jul12 |
120710 |
749.0 |
749.0 |
744.8 |
749.0 |
+4.2 |
|
|
|
Aug12 |
120710 |
747.0 |
747.0 |
742.8 |
747.0 |
+4.2 |
|
|
|
Total Volume and Open Interest |
33,564 |
138,749 |
+293 |
Brazilian Real(CME) |
Aug12 |
120710 |
490.80 |
490.80 |
488.25 |
488.60 |
-1.30 |
4 |
1,730 |
+0 |
Sep12 |
120710 |
487.05 |
488.30 |
485.70 |
485.95 |
-1.05 |
101 |
2,295 |
-59 |
Oct12 |
120710 |
484.00 |
485.05 |
484.00 |
484.00 |
-1.05 |
|
|
|
Nov12 |
120710 |
482.10 |
483.15 |
482.10 |
482.10 |
-1.05 |
|
|
|
Total Volume and Open Interest |
105 |
17,588 |
-59 |
30-Year T-Bonds(CBOT) |
Sep12 |
120710 |
150~170 |
151~000 |
150~070 |
151~000 |
+0~130 |
294,507 |
644,374 |
+11,200 |
Dec12 |
120710 |
151~170 |
152~030 |
151~100 |
152~030 |
+0~140 |
553 |
3,445 |
+245 |
Mar13 |
120710 |
152~000 |
152~000 |
151~300 |
152~000 |
+0~020 |
0 |
1 |
+0 |
Total Volume and Open Interest |
295,060 |
647,820 |
+11,445 |
10-Year T-Notes(CBOT) |
Sep12 |
120710 |
134~155 |
134~205 |
134~110 |
134~200 |
+0~025 |
805,445 |
1,803,760 |
+28,522 |
Dec12 |
120710 |
133~180 |
133~205 |
133~180 |
133~205 |
+0~025 |
462 |
491 |
+458 |
Mar13 |
120710 |
132~255 |
132~255 |
132~230 |
132~255 |
+0~025 |
|
|
|
Total Volume and Open Interest |
805,907 |
1,804,251 |
+28,980 |
5-Year T-Notes(CBOT) |
Sep12 |
120710 |
124~057 |
124~066 |
124~053 |
124~064 |
+0~003 |
328,346 |
1,116,811 |
-6,814 |
Dec12 |
120710 |
124~029 |
124~030 |
124~017 |
124~028 |
+0~007 |
0 |
8 |
+0 |
Mar13 |
120710 |
123~076 |
123~076 |
123~069 |
123~076 |
+0~007 |
|
|
|
Total Volume and Open Interest |
328,346 |
1,116,819 |
-6,814 |
2 Year T-Notes(CBOT) |
Sep12 |
120710 |
110~025 |
110~027 |
110~023 |
110~025 |
-0~001 |
198,714 |
826,108 |
+39,093 |
Dec12 |
120710 |
110~023 |
110~024 |
110~023 |
110~023 |
-0~001 |
3,437 |
2,822 |
+2,820 |
Mar13 |
120710 |
109~089 |
109~090 |
109~089 |
109~089 |
-0~001 |
|
|
|
Total Volume and Open Interest |
202,151 |
828,930 |
+41,913 |
Eurodollars(CME) |
Sep12 |
120710 |
99.555 |
99.560 |
99.545 |
99.555 |
unch |
107,111 |
955,534 |
-2,314 |
Dec12 |
120710 |
99.515 |
99.525 |
99.505 |
99.515 |
-0.005 |
146,688 |
977,291 |
-5,286 |
Mar13 |
120710 |
99.490 |
99.500 |
99.480 |
99.485 |
-0.005 |
113,746 |
683,887 |
-4,078 |
Jun13 |
120710 |
99.475 |
99.480 |
99.460 |
99.470 |
unch |
127,995 |
653,659 |
+493 |
Sep13 |
120710 |
99.465 |
99.470 |
99.450 |
99.460 |
unch |
94,707 |
644,100 |
-5,297 |
Dec13 |
120710 |
99.445 |
99.450 |
99.435 |
99.440 |
-0.005 |
85,889 |
668,484 |
+4,330 |
Mar14 |
120710 |
99.430 |
99.435 |
99.420 |
99.425 |
-0.005 |
70,574 |
599,726 |
+6,124 |
Jun14 |
120710 |
99.400 |
99.405 |
99.390 |
99.395 |
unch |
74,188 |
466,048 |
+6,338 |
Sep14 |
120710 |
99.355 |
99.360 |
99.340 |
99.355 |
+0.005 |
58,095 |
359,143 |
+301 |
Dec14 |
120710 |
99.285 |
99.295 |
99.265 |
99.285 |
+0.005 |
38,978 |
330,667 |
-1,238 |
Mar15 |
120710 |
99.220 |
99.230 |
99.200 |
99.220 |
+0.005 |
37,430 |
298,761 |
-3,458 |
Jun15 |
120710 |
0.821 |
0.836 |
0.801 |
0.826 |
+0.010 |
54,372 |
264,649 |
+7,922 |
Sep15 |
120710 |
0.711 |
0.731 |
0.686 |
0.721 |
+0.015 |
39,806 |
225,774 |
+4,138 |
Dec15 |
120710 |
0.581 |
0.606 |
0.556 |
0.596 |
+0.020 |
25,016 |
143,012 |
+612 |
Mar16 |
120710 |
0.461 |
0.491 |
0.436 |
0.481 |
+0.020 |
19,947 |
84,972 |
-416 |
Jun16 |
120710 |
0.331 |
0.361 |
0.306 |
0.356 |
+0.025 |
28,674 |
102,676 |
+4,318 |
Sep16 |
120710 |
0.196 |
0.226 |
0.171 |
0.226 |
+0.030 |
12,602 |
73,574 |
+58 |
Dec16 |
120710 |
0.051 |
0.086 |
0.026 |
0.086 |
+0.035 |
11,061 |
68,800 |
+2,043 |
Total Volume and Open Interest |
1,171,200 |
7,837,832 |
+13,882 |
30 Day Federal Funds(CBOT) |
Jul12 |
120710 |
99.835 |
99.838 |
99.830 |
99.835 |
unch |
3,102 |
60,326 |
-307 |
Aug12 |
120710 |
99.835 |
99.840 |
99.830 |
99.835 |
+0.005 |
2,674 |
55,372 |
-165 |
Sep12 |
120710 |
99.830 |
99.835 |
99.830 |
99.830 |
unch |
3,011 |
48,913 |
-48 |
Oct12 |
120710 |
99.830 |
99.835 |
99.830 |
99.830 |
unch |
4,492 |
51,533 |
+537 |
Nov12 |
120710 |
99.835 |
99.840 |
99.830 |
99.835 |
unch |
4,726 |
36,332 |
+2,465 |
Dec12 |
120710 |
99.835 |
99.840 |
99.835 |
99.840 |
unch |
1,610 |
26,342 |
+142 |
Total Volume and Open Interest |
31,114 |
488,305 |
+3,838 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep12 |
120710 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Dec12 |
120710 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Mar13 |
120710 |
99.677 |
99.677 |
99.677 |
99.677 |
unch |
|
|
|
Jun13 |
120710 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
|
|
|
Sep13 |
120710 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
|
|
|
Dec13 |
120710 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
|
|
|
Mar14 |
120710 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
|
|
|
Jun14 |
120710 |
99.545 |
99.545 |
99.545 |
99.545 |
unch |
|
|
|
Sep14 |
120710 |
99.405 |
99.405 |
99.405 |
99.405 |
unch |
|
|
|
Dec14 |
120710 |
99.580 |
99.580 |
99.580 |
99.580 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Sep12 |
120710 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,785 |
+0 |
Dec12 |
120710 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
515 |
+0 |
Mar13 |
120710 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
185 |
+0 |
Jun13 |
120710 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
202 |
+0 |
Sep13 |
120710 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
305 |
+0 |
Dec13 |
120710 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
384 |
+0 |
Mar14 |
120710 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
344 |
+0 |
Jun14 |
120710 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
|
|
|
Total Volume and Open Interest |
1 |
3,722 |
+1 |
Japanese Gov't Bonds(SGX) |
Sep12 |
120710 |
144.12 |
144.15 |
143.99 |
143.99 |
-0.15 |
2,132 |
18,947 |
+498 |
Dec12 |
120710 |
143.14 |
143.14 |
143.14 |
143.14 |
-0.15 |
0 |
6 |
+0 |
Mar13 |
120710 |
141.05 |
141.05 |
141.05 |
141.05 |
-0.15 |
|
|
|
Total Volume and Open Interest |
2,132 |
18,953 |
+498 |
Euro-Bund(EUREX) |
Sep12 |
120710 |
144.13 |
144.24 |
143.66 |
144.11 |
+0.12 |
593,553 |
815,871 |
-10,988 |
Dec12 |
120710 |
142.46 |
142.49 |
142.28 |
142.41 |
+0.12 |
48 |
141 |
+4 |
Mar13 |
120710 |
142.41 |
142.41 |
142.41 |
142.41 |
+0.12 |
|
|
|
Total Volume and Open Interest |
593,601 |
816,012 |
-10,984 |
Euro-Bobl(EUREX) |
Sep12 |
120710 |
127.62 |
127.71 |
127.43 |
127.54 |
unch |
397,760 |
568,398 |
-7,062 |
Dec12 |
120710 |
125.92 |
125.92 |
125.92 |
125.92 |
unch |
0 |
119 |
+0 |
Mar13 |
120710 |
125.92 |
125.92 |
125.92 |
125.92 |
unch |
|
|
|
Total Volume and Open Interest |
397,760 |
568,517 |
-7,062 |
3-Mth Euribor(EUREX) |
Sep12 |
120710 |
99.565 |
99.565 |
99.565 |
99.565 |
+0.020 |
301 |
3,019 |
-1 |
Dec12 |
120710 |
99.570 |
99.570 |
99.570 |
99.570 |
+0.015 |
0 |
1,360 |
+0 |
Mar13 |
120710 |
99.565 |
99.565 |
99.565 |
99.565 |
+0.015 |
0 |
1,068 |
+0 |
Total Volume and Open Interest |
301 |
6,866 |
-6 |
Long Gilt(LIFFE) |
Sep12 |
120710 |
120~19 |
120~21 |
120~11 |
120~18 |
-0~01 |
79,532 |
338,433 |
+2,892 |
Dec12 |
120710 |
119~16 |
119~16 |
119~16 |
119~16 |
-0~01 |
0 |
70 |
+0 |
Total Volume and Open Interest |
79,532 |
338,503 |
+2,892 |
3-Mth Short Sterling(LIFFE) |
Sep12 |
120710 |
99.26 |
99.28 |
99.26 |
99.27 |
unch |
43,986 |
371,060 |
-7,777 |
Dec12 |
120710 |
99.32 |
99.33 |
99.30 |
99.31 |
-0.01 |
43,954 |
311,040 |
+1,681 |
Mar13 |
120710 |
99.37 |
99.37 |
99.34 |
99.35 |
-0.01 |
44,386 |
290,060 |
+4,133 |
Jun13 |
120710 |
99.37 |
99.38 |
99.34 |
99.36 |
-0.01 |
35,379 |
305,531 |
+4,253 |
Sep13 |
120710 |
99.37 |
99.38 |
99.34 |
99.36 |
-0.01 |
41,575 |
350,115 |
+643 |
Dec13 |
120710 |
99.34 |
99.36 |
99.32 |
99.34 |
-0.01 |
24,941 |
223,200 |
-299 |
Total Volume and Open Interest |
301,744 |
2,519,004 |
-1,288 |
3-Mth Euribor(LIFFE) |
Sep12 |
120710 |
99.550 |
99.570 |
99.545 |
99.565 |
+0.020 |
84,291 |
580,804 |
+9,998 |
Dec12 |
120710 |
99.555 |
99.595 |
99.555 |
99.570 |
+0.015 |
90,480 |
530,163 |
-4,156 |
Mar13 |
120710 |
99.560 |
99.570 |
99.550 |
99.565 |
+0.015 |
61,463 |
428,645 |
-10,155 |
Total Volume and Open Interest |
540,205 |
3,423,078 |
+11,423 |
3-Mth Aus T-Bills(SFE) |
Sep12 |
120710 |
96.68 |
96.70 |
96.65 |
96.68 |
-0.01 |
13,683 |
174,532 |
+771 |
Dec12 |
120710 |
96.93 |
96.96 |
96.91 |
96.93 |
-0.01 |
12,340 |
168,594 |
-645 |
Mar13 |
120710 |
97.03 |
97.06 |
96.98 |
97.02 |
-0.01 |
6,997 |
107,733 |
-1,193 |
Jun13 |
120710 |
97.02 |
97.03 |
96.97 |
97.00 |
-0.02 |
5,862 |
82,504 |
+1,101 |
Sep13 |
120710 |
96.94 |
96.98 |
96.90 |
96.94 |
-0.01 |
3,956 |
55,103 |
+961 |
Dec13 |
120710 |
96.87 |
96.90 |
96.81 |
96.85 |
-0.01 |
3,060 |
39,476 |
+1,173 |
Mar14 |
120710 |
96.80 |
96.83 |
96.75 |
96.79 |
-0.01 |
1,442 |
26,688 |
-452 |
Jun14 |
120710 |
96.73 |
96.76 |
96.69 |
96.72 |
-0.01 |
518 |
11,810 |
-112 |
Sep14 |
120710 |
96.65 |
96.66 |
96.65 |
96.66 |
-0.02 |
82 |
1,663 |
-70 |
Dec14 |
120710 |
96.63 |
96.63 |
96.59 |
96.59 |
-0.01 |
22 |
417 |
-27 |
Total Volume and Open Interest |
47,972 |
668,569 |
+1,517 |
10-Year Aus T-Bonds(SFE) |
Sep12 |
120710 |
97.10 |
97.15 |
97.07 |
97.11 |
+0.01 |
43,196 |
373,253 |
-397 |
Dec12 |
120710 |
97.11 |
97.11 |
97.11 |
97.11 |
+0.01 |
|
|
|
Total Volume and Open Interest |
43,196 |
373,253 |
-397 |
3-Year Aus T-Bonds(SFE) |
Sep12 |
120710 |
97.70 |
97.74 |
97.67 |
97.71 |
+0.01 |
119,399 |
407,082 |
-996 |
Dec12 |
120710 |
97.71 |
97.71 |
97.71 |
97.71 |
+0.01 |
|
|
|
Total Volume and Open Interest |
119,399 |
407,082 |
-996 |
Gold(CMX) |
Aug12 |
120710 |
1589.1 |
1602.0 |
1564.4 |
1579.8 |
-9.3 |
161,742 |
203,995 |
-1,437 |
Oct12 |
120710 |
1590.0 |
1603.5 |
1567.4 |
1582.1 |
-9.3 |
1,899 |
19,980 |
-220 |
Dec12 |
120710 |
1592.0 |
1605.6 |
1569.3 |
1584.5 |
-9.2 |
7,843 |
91,456 |
+1,401 |
Feb13 |
120710 |
1596.9 |
1605.2 |
1585.9 |
1586.6 |
-9.2 |
329 |
20,650 |
-143 |
Apr13 |
120710 |
1593.3 |
1597.3 |
1580.0 |
1588.6 |
-9.2 |
62 |
15,159 |
+56 |
Jun13 |
120710 |
1596.5 |
1596.5 |
1576.6 |
1590.6 |
-9.2 |
54 |
18,414 |
-30 |
Aug13 |
120710 |
1592.6 |
1592.6 |
1592.6 |
1592.6 |
-9.2 |
5 |
1,505 |
+3 |
Oct13 |
120710 |
1590.0 |
1594.8 |
1590.0 |
1594.8 |
-9.2 |
313 |
854 |
+300 |
Dec13 |
120710 |
1605.8 |
1605.8 |
1597.3 |
1597.3 |
-9.2 |
268 |
9,397 |
+194 |
Feb14 |
120710 |
1599.7 |
1599.7 |
1599.7 |
1599.7 |
-9.2 |
0 |
5 |
+0 |
Apr14 |
120710 |
1602.2 |
1602.2 |
1602.2 |
1602.2 |
-9.2 |
0 |
1 |
+0 |
Jun14 |
120710 |
1604.7 |
1604.7 |
1604.7 |
1604.7 |
-9.3 |
100 |
8,822 |
+100 |
Total Volume and Open Interest |
172,914 |
421,892 |
+384 |
Silver(CMX) |
Jul12 |
120710 |
2723.5 |
2750.0 |
2673.0 |
2685.1 |
-56.0 |
264 |
1,863 |
-97 |
Sep12 |
120710 |
2744.0 |
2758.0 |
2671.0 |
2688.2 |
-56.2 |
39,755 |
62,419 |
+606 |
Dec12 |
120710 |
2751.0 |
2765.0 |
2680.0 |
2695.8 |
-56.2 |
4,813 |
25,841 |
+565 |
Mar13 |
120710 |
2750.5 |
2750.5 |
2695.0 |
2700.5 |
-56.2 |
259 |
4,472 |
+15 |
May13 |
120710 |
2702.4 |
2702.4 |
2702.4 |
2702.4 |
-56.2 |
7 |
2,463 |
-2 |
Jul13 |
120710 |
2735.0 |
2757.0 |
2703.6 |
2703.6 |
-56.2 |
23 |
3,954 |
+0 |
Sep13 |
120710 |
2738.0 |
2738.0 |
2704.5 |
2704.5 |
-56.2 |
13 |
2,224 |
-3 |
Total Volume and Open Interest |
45,444 |
122,985 |
+1,134 |
Platinum(NYMEX) |
Jul12 |
120710 |
1434.4 |
1446.6 |
1427.0 |
1427.0 |
-16.2 |
1 |
66 |
+1 |
Oct12 |
120710 |
1445.1 |
1454.6 |
1423.0 |
1429.7 |
-16.2 |
6,210 |
46,632 |
-318 |
Jan13 |
120710 |
1443.8 |
1456.4 |
1426.0 |
1432.9 |
-16.4 |
76 |
1,712 |
+54 |
Apr13 |
120710 |
1436.3 |
1436.3 |
1436.3 |
1436.3 |
-16.4 |
0 |
17 |
+0 |
Total Volume and Open Interest |
6,287 |
48,435 |
-263 |
Palladium(NYMEX) |
Sep12 |
120710 |
583.55 |
588.00 |
573.15 |
576.60 |
-7.30 |
3,276 |
21,350 |
+262 |
Dec12 |
120710 |
588.35 |
588.35 |
575.95 |
577.80 |
-7.50 |
10 |
942 |
+10 |
Mar13 |
120710 |
577.85 |
577.85 |
577.85 |
577.85 |
-7.50 |
|
|
|
Total Volume and Open Interest |
3,286 |
22,297 |
+272 |
Copper(CMX) |
Jul12 |
120710 |
343.00 |
343.00 |
338.05 |
339.30 |
-3.30 |
554 |
3,353 |
-251 |
Sep12 |
120710 |
343.80 |
344.00 |
338.20 |
339.80 |
-3.35 |
43,324 |
80,308 |
-721 |
Dec12 |
120710 |
344.30 |
344.95 |
339.50 |
340.80 |
-3.30 |
1,140 |
31,457 |
+36 |
Mar13 |
120710 |
344.05 |
344.10 |
340.95 |
341.65 |
-3.30 |
69 |
7,247 |
+7 |
May13 |
120710 |
345.00 |
345.00 |
341.60 |
342.15 |
-3.15 |
8 |
1,486 |
-3 |
Total Volume and Open Interest |
45,597 |
133,411 |
-1,141 |
DJIA Index(CBOT) |
Sep12 |
120710 |
12681 |
12765 |
12540 |
12585 |
-100 |
164 |
12,678 |
+14 |
Dec12 |
120710 |
12513 |
12616 |
12513 |
12513 |
-103 |
6 |
6 |
+5 |
Mar13 |
120710 |
12446 |
12549 |
12446 |
12446 |
-103 |
|
|
|
Jun13 |
120710 |
12370 |
12473 |
12370 |
12370 |
-103 |
|
|
|
Total Volume and Open Interest |
170 |
12,684 |
+19 |
E-mini DJIA Index(CBOT) |
Sep12 |
120710 |
12686 |
12767 |
12543 |
12585 |
-100 |
142,800 |
86,783 |
-4,653 |
Dec12 |
120710 |
12658 |
12658 |
12513 |
12513 |
-103 |
7 |
35 |
-1 |
Mar13 |
120710 |
12446 |
12446 |
12446 |
12446 |
-103 |
0 |
1 |
+0 |
Jun13 |
120710 |
12370 |
12370 |
12370 |
12370 |
-103 |
0 |
38 |
+0 |
Total Volume and Open Interest |
142,807 |
86,857 |
-4,654 |
S & P 500(CME) |
Sep12 |
120710 |
1348.00 |
1356.30 |
1331.00 |
1335.50 |
-13.70 |
13,414 |
220,016 |
+4,782 |
Dec12 |
120710 |
1328.70 |
1349.40 |
1324.40 |
1328.70 |
-13.70 |
0 |
11,999 |
+0 |
Mar13 |
120710 |
1322.30 |
1343.00 |
1318.00 |
1322.30 |
-13.70 |
0 |
156 |
+0 |
Jun13 |
120710 |
1315.90 |
1336.60 |
1311.60 |
1315.90 |
-13.70 |
0 |
14 |
+0 |
Total Volume and Open Interest |
13,414 |
232,185 |
+4,782 |
S & P 500 E-Mini(Globex) |
Sep12 |
120710 |
1349.00 |
1356.50 |
1330.50 |
1335.50 |
-13.75 |
1,955,639 |
2,752,042 |
+8,776 |
Dec12 |
120710 |
1341.25 |
1349.75 |
1324.50 |
1328.75 |
-13.75 |
972 |
15,062 |
+94 |
Total Volume and Open Interest |
1,956,619 |
2,767,463 |
+8,870 |
NASDAQ 100(CME) |
Sep12 |
120710 |
2602.50 |
2626.00 |
2568.00 |
2578.00 |
-28.00 |
428 |
5,799 |
+47 |
Dec12 |
120710 |
2571.30 |
2615.00 |
2565.00 |
2571.30 |
-28.20 |
|
|
|
Mar13 |
120710 |
2565.80 |
2594.00 |
2565.80 |
2565.80 |
-28.20 |
|
|
|
Total Volume and Open Interest |
428 |
5,799 |
+47 |
NASDAQ 100 E-Mini(Globex) |
Sep12 |
120710 |
2606.00 |
2625.50 |
2568.50 |
2578.00 |
-28.00 |
253,562 |
359,738 |
-962 |
Dec12 |
120710 |
2615.00 |
2615.00 |
2571.30 |
2571.30 |
-28.20 |
3 |
51 |
+0 |
Total Volume and Open Interest |
253,567 |
359,797 |
-962 |
S & P Midcap 400(CME) |
Sep12 |
120710 |
931.50 |
944.00 |
931.50 |
931.50 |
-12.50 |
112 |
1,035 |
+47 |
Dec12 |
120710 |
929.50 |
942.00 |
929.50 |
929.50 |
-12.50 |
|
|
|
Mar13 |
120710 |
927.50 |
940.00 |
927.50 |
927.50 |
-12.50 |
|
|
|
Total Volume and Open Interest |
112 |
1,035 |
+47 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep12 |
120710 |
8930 |
8980 |
8825 |
8860 |
-75 |
4,135 |
29,539 |
-116 |
Dec12 |
120710 |
8820 |
8895 |
8820 |
8820 |
-75 |
1 |
6 |
+1 |
Total Volume and Open Interest |
4,136 |
29,545 |
-115 |
Nikkei 225(SGX) |
Sep12 |
120710 |
8890 |
8965 |
8855 |
8860 |
-30 |
97,743 |
171,093 |
-1,192 |
Dec12 |
120710 |
8865 |
8880 |
8795 |
8800 |
-30 |
9 |
8,623 |
+8 |
Mar13 |
120710 |
8785 |
8785 |
8785 |
8785 |
-30 |
0 |
48 |
+0 |
Total Volume and Open Interest |
97,892 |
194,663 |
-1,123 |
CAC 40(EURONEXT) |
Jul12 |
120710 |
3158.0 |
3205.5 |
3150.5 |
3175.5 |
+17.5 |
99,018 |
329,359 |
-8,411 |
Aug12 |
120710 |
3156.0 |
3204.0 |
3152.5 |
3175.5 |
+17.5 |
161 |
7,902 |
-4,787 |
Sep12 |
120710 |
3161.5 |
3192.0 |
3149.0 |
3170.0 |
+17.5 |
315 |
32,999 |
-109 |
Total Volume and Open Interest |
99,494 |
370,400 |
-13,307 |
Hang Seng Index(HKFE) |
Jul12 |
120710 |
19481 |
19536 |
19350 |
19426 |
-7 |
57,571 |
90,784 |
-1,244 |
Aug12 |
120710 |
19451 |
19500 |
19316 |
19388 |
-17 |
289 |
762 |
+80 |
Sep12 |
120710 |
19399 |
19409 |
19245 |
19304 |
-16 |
181 |
3,960 |
-34 |
Total Volume and Open Interest |
58,110 |
98,384 |
-1,169 |
DAX(EUREX) |
Sep12 |
120710 |
6394.5 |
6494.5 |
6350.5 |
6450.0 |
+50.5 |
127,009 |
167,827 |
-452 |
Dec12 |
120710 |
6383.5 |
6493.0 |
6361.0 |
6451.5 |
+50.5 |
700 |
7,601 |
-3 |
Mar13 |
120710 |
6381.5 |
6485.0 |
6381.5 |
6455.5 |
+50.5 |
68 |
493 |
+22 |
Total Volume and Open Interest |
127,777 |
175,921 |
-433 |
FT-SE 100(EURONEXT) |
Sep12 |
120710 |
5606.50 |
5645.50 |
5577.50 |
5628.50 |
+45.00 |
71,809 |
621,732 |
+4,638 |
Dec12 |
120710 |
5555.00 |
5599.50 |
5555.00 |
5598.50 |
+45.00 |
6 |
588 |
-1 |
Mar13 |
120710 |
5558.50 |
5558.50 |
5558.50 |
5558.50 |
+45.00 |
0 |
130 |
+0 |
Total Volume and Open Interest |
71,815 |
622,450 |
+4,637 |
SPI 200(SFE) |
Sep12 |
120710 |
4087.0 |
4104.0 |
4052.0 |
4065.0 |
-25.0 |
21,038 |
226,922 |
-217 |
Dec12 |
120710 |
4063.0 |
4064.0 |
4056.0 |
4064.0 |
-25.0 |
54 |
4,911 |
+40 |
Mar13 |
120710 |
4027.0 |
4027.0 |
4027.0 |
4027.0 |
-29.0 |
28 |
1,576 |
-7 |
Total Volume and Open Interest |
21,160 |
236,501 |
-181 |
GSCI(CME) |
Jul12 |
120710 |
612.30 |
613.50 |
604.65 |
607.00 |
-8.00 |
575 |
7,911 |
-40 |
Aug12 |
120710 |
611.00 |
612.20 |
604.00 |
605.85 |
-7.85 |
134 |
676 |
+117 |
Sep12 |
120710 |
604.00 |
613.05 |
604.00 |
604.00 |
-9.00 |
|
|
|
Total Volume and Open Interest |
709 |
8,587 |
+77 |
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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