|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed July 11, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul12 |
120711 |
1652.75 |
1679.50 |
1605.25 |
1623.00 |
-25.75 |
4,607 |
4,310 |
-2,508 |
Aug12 |
120711 |
1591.75 |
1625.00 |
1553.00 |
1571.50 |
-19.00 |
32,835 |
80,585 |
-1,959 |
Sep12 |
120711 |
1560.75 |
1593.25 |
1521.50 |
1540.75 |
-17.00 |
7,568 |
36,784 |
+2,245 |
Nov12 |
120711 |
1540.25 |
1575.00 |
1505.25 |
1522.50 |
-16.00 |
158,239 |
380,852 |
+512 |
Jan13 |
120711 |
1536.25 |
1569.50 |
1502.50 |
1519.75 |
-15.25 |
14,757 |
82,481 |
+1,963 |
Mar13 |
120711 |
1487.75 |
1519.00 |
1460.00 |
1475.25 |
-10.50 |
10,299 |
83,256 |
-93 |
May13 |
120711 |
1440.25 |
1466.75 |
1413.25 |
1426.25 |
-11.25 |
6,628 |
59,821 |
+822 |
Jul13 |
120711 |
1430.00 |
1457.75 |
1404.25 |
1417.50 |
-11.50 |
9,774 |
49,413 |
-853 |
Aug13 |
120711 |
1406.00 |
1406.00 |
1393.50 |
1393.50 |
-11.50 |
17 |
213 |
+7 |
Sep13 |
120711 |
1339.50 |
1360.25 |
1339.50 |
1339.50 |
-20.75 |
11 |
329 |
+1 |
Nov13 |
120711 |
1316.25 |
1333.00 |
1282.00 |
1292.00 |
-24.50 |
2,972 |
21,533 |
+741 |
Jan14 |
120711 |
1297.50 |
1322.25 |
1297.50 |
1297.50 |
-24.75 |
8 |
188 |
+0 |
Mar14 |
120711 |
1325.50 |
1325.50 |
1294.50 |
1294.50 |
-25.75 |
0 |
4 |
+0 |
May14 |
120711 |
1294.50 |
1320.25 |
1294.50 |
1294.50 |
-25.75 |
0 |
1 |
+0 |
Total Volume and Open Interest |
247,742 |
800,506 |
+890 |
Soybean Meal(CBOT) |
Jul12 |
120711 |
481.00 |
494.30 |
469.90 |
478.00 |
-4.20 |
1,866 |
1,666 |
-1,062 |
Aug12 |
120711 |
469.80 |
480.80 |
455.00 |
463.30 |
-5.00 |
18,125 |
46,168 |
+529 |
Sep12 |
120711 |
463.90 |
473.50 |
446.80 |
454.40 |
-6.90 |
5,070 |
33,244 |
+379 |
Oct12 |
120711 |
452.60 |
463.90 |
437.00 |
444.40 |
-7.90 |
3,595 |
20,344 |
+270 |
Dec12 |
120711 |
448.50 |
460.50 |
433.00 |
440.50 |
-8.00 |
40,056 |
115,417 |
-4,357 |
Jan13 |
120711 |
443.60 |
452.80 |
427.70 |
434.30 |
-8.10 |
1,656 |
7,745 |
+163 |
Mar13 |
120711 |
416.70 |
427.40 |
406.90 |
412.70 |
-5.20 |
2,410 |
10,987 |
-93 |
May13 |
120711 |
398.00 |
404.30 |
387.40 |
392.50 |
-5.50 |
1,770 |
8,878 |
+532 |
Jul13 |
120711 |
393.40 |
400.20 |
383.60 |
388.10 |
-5.10 |
2,707 |
8,846 |
+106 |
Aug13 |
120711 |
392.20 |
392.20 |
378.00 |
381.40 |
-4.20 |
65 |
412 |
+18 |
Total Volume and Open Interest |
77,546 |
260,042 |
-3,418 |
Soybean Oil(CBOT) |
Jul12 |
120711 |
53.97 |
54.60 |
53.45 |
53.62 |
-0.59 |
1,370 |
1,581 |
-630 |
Aug12 |
120711 |
54.32 |
54.82 |
53.46 |
53.82 |
-0.47 |
26,119 |
61,982 |
-468 |
Sep12 |
120711 |
54.60 |
55.01 |
53.68 |
54.02 |
-0.48 |
10,262 |
40,876 |
-685 |
Oct12 |
120711 |
54.53 |
56.00 |
53.92 |
54.22 |
-0.48 |
4,793 |
19,477 |
+1,488 |
Dec12 |
120711 |
55.24 |
55.65 |
54.30 |
54.66 |
-0.47 |
54,398 |
141,867 |
+2,607 |
Jan13 |
120711 |
55.27 |
55.94 |
54.62 |
54.96 |
-0.46 |
2,545 |
21,157 |
+841 |
Mar13 |
120711 |
55.93 |
56.18 |
54.88 |
55.24 |
-0.41 |
2,408 |
19,982 |
+349 |
May13 |
120711 |
56.00 |
56.13 |
54.93 |
55.31 |
-0.36 |
1,663 |
10,636 |
+170 |
Jul13 |
120711 |
55.95 |
56.19 |
54.98 |
55.32 |
-0.35 |
1,818 |
6,866 |
+29 |
Aug13 |
120711 |
55.36 |
55.62 |
55.33 |
55.33 |
-0.29 |
262 |
1,249 |
+157 |
Total Volume and Open Interest |
106,247 |
331,966 |
+3,876 |
Canola(WCE) |
Jul12 |
120711 |
687.1 |
687.1 |
687.1 |
687.1 |
-4.0 |
|
|
|
Nov12 |
120711 |
631.6 |
637.8 |
620.2 |
627.1 |
-4.0 |
9,590 |
156,002 |
+1,297 |
Jan13 |
120711 |
634.8 |
640.7 |
623.5 |
630.0 |
-4.8 |
1,755 |
26,937 |
+699 |
Mar13 |
120711 |
634.9 |
640.1 |
622.8 |
628.6 |
-6.2 |
1,041 |
13,328 |
+135 |
May13 |
120711 |
633.9 |
634.1 |
616.6 |
624.7 |
-3.3 |
781 |
15,877 |
+329 |
Total Volume and Open Interest |
13,395 |
216,396 |
+2,633 |
Corn(CBOT) |
Jul12 |
120711 |
760.50 |
785.25 |
732.25 |
750.75 |
-10.25 |
4,321 |
7,174 |
-1,859 |
Sep12 |
120711 |
718.00 |
749.00 |
685.50 |
704.00 |
-14.50 |
84,013 |
365,730 |
-3,439 |
Dec12 |
120711 |
716.50 |
748.00 |
685.25 |
704.00 |
-13.50 |
185,241 |
462,044 |
+13,997 |
Mar13 |
120711 |
722.00 |
751.50 |
690.50 |
708.25 |
-14.50 |
45,952 |
120,961 |
+20,511 |
May13 |
120711 |
722.50 |
751.00 |
693.50 |
709.00 |
-14.75 |
7,637 |
19,772 |
+737 |
Jul13 |
120711 |
723.25 |
750.25 |
691.50 |
708.50 |
-15.50 |
11,705 |
52,802 |
+1,759 |
Sep13 |
120711 |
650.00 |
667.50 |
624.25 |
638.50 |
-12.50 |
2,058 |
6,804 |
+407 |
Dec13 |
120711 |
614.75 |
630.00 |
590.00 |
601.50 |
-13.50 |
7,895 |
47,261 |
+1,881 |
Mar14 |
120711 |
630.00 |
632.50 |
600.00 |
610.00 |
-11.75 |
387 |
1,138 |
+59 |
May14 |
120711 |
634.75 |
637.00 |
615.50 |
615.50 |
-11.00 |
157 |
313 |
+5 |
Total Volume and Open Interest |
349,517 |
1,088,897 |
+34,097 |
Wheat(CBOT) |
Jul12 |
120711 |
804.75 |
831.00 |
788.50 |
807.75 |
+3.00 |
841 |
685 |
-367 |
Sep12 |
120711 |
821.25 |
848.50 |
803.25 |
826.25 |
+5.00 |
48,964 |
169,975 |
-593 |
Dec12 |
120711 |
835.25 |
860.50 |
816.25 |
838.25 |
+3.00 |
29,133 |
146,076 |
+361 |
Mar13 |
120711 |
845.00 |
868.00 |
823.50 |
846.50 |
+3.25 |
6,371 |
42,449 |
-102 |
May13 |
120711 |
846.00 |
865.75 |
821.50 |
845.50 |
+2.00 |
2,155 |
11,930 |
+289 |
Jul13 |
120711 |
823.00 |
841.25 |
798.00 |
820.25 |
-3.00 |
3,636 |
37,049 |
+494 |
Total Volume and Open Interest |
92,316 |
428,667 |
+706 |
Wheat(KCBT) |
Jul12 |
120711 |
813.50 |
828.75 |
801.00 |
821.00 |
+9.00 |
33 |
313 |
-45 |
Sep12 |
120711 |
822.00 |
845.75 |
805.25 |
831.00 |
+9.00 |
10,256 |
74,965 |
+293 |
Dec12 |
120711 |
841.75 |
865.25 |
824.75 |
850.25 |
+8.50 |
5,235 |
45,939 |
+1,359 |
Mar13 |
120711 |
853.00 |
874.00 |
834.00 |
859.00 |
+7.75 |
1,612 |
11,165 |
+309 |
May13 |
120711 |
855.75 |
876.25 |
838.00 |
862.00 |
+7.75 |
269 |
5,405 |
+84 |
Jul13 |
120711 |
844.00 |
862.00 |
824.00 |
847.00 |
+2.75 |
1,448 |
11,454 |
+18 |
Total Volume and Open Interest |
18,964 |
150,209 |
+2,054 |
Wheat(MGE) |
Jul12 |
120711 |
914.00 |
914.00 |
914.00 |
914.00 |
unch |
0 |
16 |
+0 |
Sep12 |
120711 |
917.75 |
939.00 |
903.00 |
920.00 |
+2.00 |
1,728 |
16,292 |
+410 |
Dec12 |
120711 |
914.00 |
936.50 |
899.25 |
915.75 |
-0.50 |
1,120 |
12,999 |
+566 |
Mar13 |
120711 |
916.75 |
940.00 |
905.00 |
920.25 |
-2.00 |
286 |
3,095 |
-14 |
May13 |
120711 |
925.25 |
943.00 |
920.00 |
921.50 |
-4.50 |
81 |
675 |
+15 |
Total Volume and Open Interest |
3,272 |
33,540 |
+986 |
Oats(CBOT) |
Jul12 |
120711 |
380.00 |
390.00 |
361.50 |
361.50 |
-14.25 |
23 |
2 |
-21 |
Sep12 |
120711 |
374.25 |
383.25 |
359.00 |
364.25 |
-12.75 |
121 |
2,416 |
+45 |
Dec12 |
120711 |
375.25 |
386.00 |
361.00 |
366.25 |
-14.25 |
771 |
7,180 |
+321 |
Mar13 |
120711 |
378.50 |
384.50 |
370.00 |
370.50 |
-14.00 |
1 |
88 |
-1 |
Total Volume and Open Interest |
916 |
9,686 |
+344 |
Rough Rice(CBOT) |
Jul12 |
120711 |
15.27 |
15.27 |
14.80 |
14.82 |
-0.32 |
31 |
71 |
+14 |
Sep12 |
120711 |
15.40 |
15.61 |
14.96 |
15.11 |
-0.34 |
1,270 |
10,374 |
+60 |
Nov12 |
120711 |
15.67 |
15.87 |
15.25 |
15.38 |
-0.34 |
280 |
2,145 |
-67 |
Jan13 |
120711 |
15.88 |
16.05 |
15.60 |
15.65 |
-0.33 |
6 |
149 |
+4 |
Total Volume and Open Interest |
1,588 |
12,863 |
+12 |
Live Cattle(CME) |
Aug12 |
120711 |
118.385 |
119.100 |
117.785 |
118.000 |
-0.400 |
29,648 |
111,904 |
-7,143 |
Oct12 |
120711 |
123.050 |
123.550 |
122.080 |
122.150 |
-1.000 |
23,675 |
86,670 |
+2,528 |
Dec12 |
120711 |
126.885 |
127.330 |
125.430 |
125.800 |
-1.085 |
12,269 |
65,833 |
+645 |
Feb13 |
120711 |
130.000 |
130.750 |
128.800 |
129.130 |
-0.920 |
6,724 |
26,535 |
+261 |
Apr13 |
120711 |
132.750 |
133.450 |
131.935 |
132.185 |
-0.615 |
3,145 |
12,387 |
+772 |
Jun13 |
120711 |
129.685 |
130.050 |
129.325 |
129.650 |
+0.150 |
562 |
2,984 |
+160 |
Total Volume and Open Interest |
76,089 |
307,930 |
-2,732 |
Feeder Cattle(CME) |
Aug12 |
120711 |
143.500 |
144.575 |
141.400 |
144.235 |
+0.885 |
4,551 |
16,500 |
-507 |
Sep12 |
120711 |
146.650 |
147.650 |
144.825 |
147.130 |
+0.480 |
2,271 |
6,844 |
-80 |
Oct12 |
120711 |
148.850 |
150.035 |
147.285 |
149.785 |
+0.685 |
1,456 |
5,798 |
+136 |
Nov12 |
120711 |
150.600 |
151.850 |
149.250 |
151.235 |
+0.605 |
821 |
3,553 |
+50 |
Jan13 |
120711 |
152.630 |
154.000 |
151.500 |
153.985 |
+1.160 |
538 |
2,962 |
+125 |
Mar13 |
120711 |
153.685 |
155.500 |
153.000 |
155.485 |
+1.185 |
158 |
548 |
+46 |
Apr13 |
120711 |
155.235 |
155.400 |
153.350 |
155.400 |
unch |
6 |
66 |
+1 |
Total Volume and Open Interest |
9,813 |
36,326 |
-210 |
Lean Hogs(CME) |
Jul12 |
120711 |
95.980 |
96.330 |
95.550 |
95.950 |
+0.415 |
8,634 |
14,166 |
-2,832 |
Aug12 |
120711 |
92.330 |
92.600 |
91.050 |
91.300 |
-0.780 |
29,891 |
62,617 |
-3,830 |
Oct12 |
120711 |
83.230 |
83.650 |
81.035 |
81.100 |
-1.850 |
22,863 |
62,756 |
+2,652 |
Dec12 |
120711 |
80.725 |
81.430 |
78.700 |
78.850 |
-1.875 |
12,536 |
52,957 |
+789 |
Feb13 |
120711 |
85.000 |
85.500 |
82.900 |
83.100 |
-1.980 |
6,506 |
25,228 |
+1,174 |
Apr13 |
120711 |
87.800 |
88.580 |
85.950 |
86.400 |
-1.735 |
4,381 |
17,357 |
+1,018 |
May13 |
120711 |
92.300 |
92.850 |
90.930 |
92.000 |
-0.450 |
116 |
718 |
+8 |
Jun13 |
120711 |
94.750 |
95.635 |
93.635 |
93.850 |
-1.250 |
899 |
8,946 |
+87 |
Total Volume and Open Interest |
86,179 |
248,122 |
-851 |
Class III Milk(CME) |
Jul12 |
120711 |
16.55 |
16.65 |
16.53 |
16.57 |
-0.01 |
203 |
3,835 |
-46 |
Aug12 |
120711 |
17.46 |
17.58 |
17.25 |
17.54 |
+0.10 |
229 |
4,853 |
+43 |
Sep12 |
120711 |
17.88 |
18.05 |
17.80 |
18.00 |
+0.20 |
167 |
3,337 |
+9 |
Oct12 |
120711 |
17.81 |
18.09 |
17.81 |
18.03 |
+0.22 |
101 |
3,126 |
+50 |
Nov12 |
120711 |
17.82 |
18.07 |
17.78 |
18.00 |
+0.22 |
123 |
2,726 |
-7 |
Total Volume and Open Interest |
1,156 |
22,696 |
+208 |
Cocoa(ICE) |
Jul12 |
120711 |
2305 |
2306 |
2286 |
2286 |
-14 |
0 |
35 |
+0 |
Sep12 |
120711 |
2297 |
2348 |
2270 |
2292 |
-15 |
9,036 |
70,921 |
-1,475 |
Dec12 |
120711 |
2301 |
2361 |
2286 |
2307 |
-15 |
3,694 |
43,542 |
+430 |
Mar13 |
120711 |
2313 |
2368 |
2294 |
2317 |
-15 |
1,620 |
30,427 |
+149 |
May13 |
120711 |
2358 |
2371 |
2304 |
2326 |
-14 |
401 |
14,884 |
-117 |
Jul13 |
120711 |
2370 |
2377 |
2312 |
2333 |
-13 |
96 |
7,070 |
+8 |
Sep13 |
120711 |
2370 |
2379 |
2315 |
2338 |
-14 |
35 |
4,389 |
+11 |
Total Volume and Open Interest |
14,889 |
182,328 |
-989 |
Coffee "C"(ICE) |
Jul12 |
120711 |
183.60 |
190.35 |
182.70 |
182.70 |
-1.05 |
10 |
69 |
-9 |
Sep12 |
120711 |
183.65 |
192.20 |
182.65 |
184.70 |
+0.20 |
10,480 |
74,032 |
+181 |
Dec12 |
120711 |
186.10 |
194.85 |
185.55 |
187.55 |
+0.20 |
2,795 |
35,919 |
-61 |
Mar13 |
120711 |
189.60 |
198.10 |
188.85 |
190.85 |
+0.15 |
1,054 |
17,525 |
-3 |
May13 |
120711 |
192.95 |
200.30 |
192.30 |
193.10 |
unch |
100 |
5,265 |
+40 |
Jul13 |
120711 |
195.05 |
202.20 |
194.15 |
194.90 |
-0.25 |
40 |
3,632 |
-23 |
Total Volume and Open Interest |
14,494 |
138,427 |
+124 |
Orange Juice(ICE) |
Jul12 |
120711 |
127.10 |
127.10 |
127.10 |
127.10 |
-2.40 |
7 |
11 |
+0 |
Sep12 |
120711 |
128.25 |
129.30 |
122.30 |
125.30 |
-2.90 |
626 |
13,565 |
+37 |
Nov12 |
120711 |
126.10 |
126.25 |
120.05 |
123.40 |
-2.80 |
73 |
4,786 |
+30 |
Jan13 |
120711 |
123.75 |
123.75 |
121.50 |
123.05 |
-2.45 |
39 |
1,595 |
+13 |
Mar13 |
120711 |
122.30 |
123.10 |
122.30 |
123.10 |
-2.40 |
2 |
1,181 |
-1 |
May13 |
120711 |
122.95 |
122.95 |
122.95 |
122.95 |
-2.40 |
0 |
176 |
+0 |
Total Volume and Open Interest |
747 |
21,326 |
+79 |
Sugar #11(ICE) |
Oct12 |
120711 |
22.49 |
22.98 |
22.40 |
22.88 |
+0.39 |
55,070 |
320,706 |
-1,272 |
Mar13 |
120711 |
23.00 |
23.38 |
22.94 |
23.29 |
+0.26 |
30,238 |
156,016 |
+619 |
May13 |
120711 |
22.72 |
23.17 |
22.72 |
23.11 |
+0.19 |
15,782 |
44,562 |
+1,745 |
Jul13 |
120711 |
22.69 |
22.95 |
22.69 |
22.89 |
+0.15 |
8,164 |
72,569 |
-148 |
Oct13 |
120711 |
22.60 |
22.81 |
22.60 |
22.76 |
+0.11 |
4,387 |
30,575 |
+84 |
Mar14 |
120711 |
22.64 |
22.78 |
22.63 |
22.73 |
+0.06 |
1,220 |
25,766 |
+282 |
May14 |
120711 |
22.25 |
22.36 |
22.25 |
22.34 |
+0.11 |
584 |
6,096 |
+226 |
Jul14 |
120711 |
22.10 |
22.11 |
22.07 |
22.10 |
+0.09 |
480 |
5,604 |
+96 |
Total Volume and Open Interest |
116,317 |
669,198 |
+1,879 |
London Cocoa(LCE) |
Jul12 |
120711 |
1601 |
1623 |
1596 |
1607 |
-9 |
8,294 |
25,403 |
-2,269 |
Sep12 |
120711 |
1596 |
1619 |
1582 |
1596 |
-12 |
14,550 |
46,067 |
+956 |
Dec12 |
120711 |
1580 |
1600 |
1566 |
1579 |
-11 |
2,733 |
44,942 |
+69 |
Mar13 |
120711 |
1555 |
1573 |
1542 |
1555 |
-10 |
3,382 |
48,540 |
+1,082 |
May13 |
120711 |
1546 |
1568 |
1537 |
1549 |
-8 |
1,243 |
17,034 |
+269 |
Jul13 |
120711 |
1551 |
1567 |
1540 |
1551 |
-6 |
506 |
7,805 |
+348 |
Sep13 |
120711 |
1567 |
1568 |
1549 |
1551 |
-6 |
400 |
4,986 |
-34 |
Total Volume and Open Interest |
31,217 |
201,318 |
+465 |
London Sugar(LCE) |
Oct12 |
120711 |
607.00 |
617.90 |
607.00 |
615.70 |
+7.40 |
3,814 |
20,267 |
+893 |
Dec12 |
120711 |
595.10 |
602.00 |
594.10 |
600.20 |
+6.30 |
1,162 |
9,162 |
+354 |
Mar13 |
120711 |
599.00 |
609.00 |
599.00 |
606.90 |
+6.00 |
580 |
9,388 |
-223 |
May13 |
120711 |
604.00 |
607.10 |
603.20 |
606.00 |
+6.10 |
160 |
2,902 |
+37 |
Aug13 |
120711 |
599.10 |
599.50 |
596.70 |
599.50 |
+4.10 |
14 |
1,488 |
+45 |
Total Volume and Open Interest |
8,239 |
57,396 |
+1,211 |
Cotton(ICE) |
Oct12 |
120711 |
70.46 |
71.42 |
69.46 |
70.64 |
+0.57 |
68 |
474 |
+0 |
Dec12 |
120711 |
70.90 |
72.45 |
70.28 |
71.02 |
+0.30 |
8,826 |
131,933 |
+294 |
Mar13 |
120711 |
72.45 |
73.63 |
71.51 |
72.21 |
+0.22 |
1,187 |
22,723 |
+377 |
May13 |
120711 |
72.85 |
74.45 |
72.40 |
73.11 |
+0.07 |
249 |
4,498 |
+5 |
Jul13 |
120711 |
73.83 |
75.19 |
73.36 |
74.03 |
+0.10 |
172 |
5,715 |
+62 |
Oct13 |
120711 |
75.84 |
75.84 |
75.84 |
75.84 |
+0.37 |
0 |
3 |
+0 |
Total Volume and Open Interest |
10,578 |
166,825 |
+491 |
Lumber(CME) |
Jul12 |
120711 |
280.7 |
286.8 |
279.6 |
283.0 |
+2.4 |
117 |
286 |
-58 |
Sep12 |
120711 |
286.0 |
287.0 |
279.6 |
284.4 |
-1.0 |
638 |
5,208 |
+227 |
Nov12 |
120711 |
278.8 |
279.0 |
274.0 |
278.2 |
-1.7 |
96 |
970 |
+76 |
Jan13 |
120711 |
284.0 |
286.0 |
280.1 |
285.4 |
+1.2 |
4 |
230 |
+1 |
Total Volume and Open Interest |
856 |
6,806 |
+247 |
Crude Oil(NYM) |
Aug12 |
120711 |
84.01 |
86.49 |
84.01 |
85.81 |
+1.90 |
256,901 |
214,905 |
-16,020 |
Sep12 |
120711 |
84.19 |
86.87 |
84.19 |
86.19 |
+1.89 |
82,177 |
185,308 |
+12,691 |
Oct12 |
120711 |
84.87 |
87.21 |
84.87 |
86.56 |
+1.87 |
30,372 |
85,889 |
+690 |
Nov12 |
120711 |
85.34 |
87.64 |
85.34 |
87.02 |
+1.86 |
20,941 |
65,493 |
-1,942 |
Dec12 |
120711 |
85.89 |
88.14 |
85.89 |
87.54 |
+1.86 |
37,633 |
171,692 |
-214 |
Jan13 |
120711 |
86.42 |
88.58 |
86.42 |
88.02 |
+1.86 |
6,607 |
60,406 |
+1,523 |
Feb13 |
120711 |
86.80 |
88.93 |
86.80 |
88.39 |
+1.84 |
4,933 |
28,820 |
+641 |
Mar13 |
120711 |
87.60 |
89.02 |
87.54 |
88.66 |
+1.82 |
5,134 |
38,823 |
-991 |
Apr13 |
120711 |
87.95 |
89.09 |
87.95 |
88.85 |
+1.80 |
1,967 |
15,652 |
+261 |
May13 |
120711 |
87.50 |
88.98 |
87.50 |
88.98 |
+1.81 |
1,300 |
16,986 |
-124 |
Jun13 |
120711 |
87.55 |
89.57 |
87.55 |
89.08 |
+1.83 |
5,898 |
79,710 |
+477 |
Jul13 |
120711 |
87.36 |
89.55 |
87.33 |
89.13 |
+1.83 |
1,195 |
25,904 |
-263 |
Aug13 |
120711 |
89.11 |
89.11 |
89.11 |
89.11 |
+1.82 |
461 |
14,913 |
+249 |
Sep13 |
120711 |
89.05 |
89.05 |
89.05 |
89.05 |
+1.81 |
422 |
21,413 |
-6 |
Oct13 |
120711 |
88.97 |
88.97 |
88.97 |
88.97 |
+1.79 |
424 |
12,788 |
+61 |
Nov13 |
120711 |
88.89 |
88.89 |
88.89 |
88.89 |
+1.78 |
334 |
17,747 |
+30 |
Total Volume and Open Interest |
474,076 |
1,421,059 |
+1,158 |
e-miNY Crude Oil(NYM) |
Jul12 |
120619 |
83.000 |
84.375 |
82.300 |
84.025 |
+0.750 |
4,042 |
1,313 |
-363 |
Aug12 |
120711 |
84.100 |
86.500 |
84.100 |
85.800 |
+1.900 |
8,247 |
2,325 |
-1 |
Sep12 |
120711 |
84.550 |
86.800 |
84.475 |
86.200 |
+1.900 |
272 |
622 |
+22 |
Oct12 |
120711 |
85.625 |
87.125 |
85.575 |
86.550 |
+1.850 |
17 |
47 |
-3 |
Nov12 |
120711 |
85.350 |
87.225 |
85.350 |
87.025 |
+1.875 |
508 |
762 |
+493 |
Dec12 |
120711 |
86.225 |
87.725 |
86.225 |
87.550 |
+1.875 |
642 |
1,003 |
+633 |
Jan13 |
120711 |
88.025 |
88.025 |
88.025 |
88.025 |
+1.875 |
144 |
219 |
+140 |
Feb13 |
120711 |
88.650 |
88.650 |
88.400 |
88.400 |
+1.850 |
0 |
74 |
+0 |
Mar13 |
120711 |
88.650 |
88.650 |
88.650 |
88.650 |
+1.800 |
0 |
1 |
+0 |
Apr13 |
120711 |
88.850 |
88.850 |
88.850 |
88.850 |
+1.800 |
0 |
1 |
+0 |
Total Volume and Open Interest |
9,830 |
5,257 |
+1,284 |
Heating Oil(NYM) |
Aug12 |
120711 |
272.49 |
277.16 |
272.18 |
276.18 |
+4.23 |
51,072 |
80,286 |
-4,660 |
Sep12 |
120711 |
271.65 |
276.83 |
271.65 |
275.99 |
+4.32 |
18,390 |
52,868 |
+2,813 |
Oct12 |
120711 |
272.06 |
277.08 |
272.06 |
276.27 |
+4.42 |
9,293 |
30,706 |
+305 |
Nov12 |
120711 |
274.87 |
277.35 |
273.55 |
276.63 |
+4.49 |
4,775 |
22,979 |
+34 |
Dec12 |
120711 |
273.45 |
277.66 |
273.45 |
276.97 |
+4.55 |
9,667 |
44,155 |
+31 |
Jan13 |
120711 |
274.85 |
277.81 |
274.05 |
277.26 |
+4.61 |
1,713 |
20,542 |
+80 |
Feb13 |
120711 |
274.40 |
277.16 |
273.37 |
276.57 |
+4.66 |
1,241 |
10,054 |
+91 |
Mar13 |
120711 |
273.17 |
275.92 |
271.98 |
275.21 |
+4.71 |
1,979 |
16,483 |
-254 |
Apr13 |
120711 |
270.80 |
274.05 |
270.79 |
273.38 |
+4.73 |
1,002 |
17,986 |
+160 |
May13 |
120711 |
275.34 |
277.37 |
275.34 |
276.63 |
+4.58 |
73 |
8,918 |
+14 |
Jun13 |
120711 |
274.94 |
276.94 |
274.94 |
276.24 |
+4.58 |
175 |
5,395 |
+26 |
Jul13 |
120711 |
273.82 |
277.53 |
273.82 |
276.55 |
+4.58 |
84 |
2,228 |
+50 |
Aug13 |
120711 |
274.70 |
277.40 |
274.70 |
276.99 |
+4.59 |
22 |
647 |
+20 |
Sep13 |
120711 |
277.70 |
277.70 |
277.39 |
277.39 |
+4.59 |
0 |
344 |
+0 |
Total Volume and Open Interest |
99,530 |
317,697 |
-1,250 |
Gasoline(NYMEX) |
Aug12 |
120711 |
273.65 |
278.14 |
273.00 |
276.89 |
+2.20 |
54,048 |
71,029 |
-2,154 |
Sep12 |
120711 |
260.53 |
265.49 |
260.35 |
264.22 |
+2.76 |
35,694 |
67,112 |
+2,601 |
Oct12 |
120711 |
241.07 |
245.93 |
241.07 |
244.87 |
+3.20 |
15,852 |
32,084 |
-1,508 |
Nov12 |
120711 |
237.87 |
241.23 |
237.84 |
240.82 |
+3.37 |
6,782 |
18,904 |
+645 |
Dec12 |
120711 |
235.66 |
240.69 |
235.66 |
239.43 |
+3.54 |
6,630 |
32,424 |
+937 |
Jan13 |
120711 |
236.45 |
240.10 |
236.45 |
239.44 |
+3.61 |
1,516 |
12,002 |
+213 |
Feb13 |
120711 |
237.64 |
240.40 |
237.64 |
240.40 |
+3.65 |
423 |
3,888 |
-32 |
Mar13 |
120711 |
239.47 |
242.16 |
239.46 |
242.16 |
+3.66 |
421 |
4,647 |
-102 |
Apr13 |
120711 |
251.92 |
256.53 |
251.92 |
256.53 |
+3.73 |
271 |
6,069 |
-46 |
May13 |
120711 |
255.73 |
255.73 |
255.71 |
255.73 |
+3.72 |
33 |
1,003 |
-2 |
Total Volume and Open Interest |
123,092 |
259,444 |
+988 |
e-miNY RBOB Gasoline(NYM) |
Aug12 |
120711 |
274.70 |
276.90 |
274.70 |
276.90 |
+2.20 |
0 |
3 |
+0 |
Sep12 |
120711 |
264.20 |
264.22 |
264.20 |
264.20 |
+2.70 |
|
|
|
Oct12 |
120711 |
244.90 |
244.90 |
244.87 |
244.90 |
+3.20 |
|
|
|
Nov12 |
120711 |
240.80 |
240.82 |
240.80 |
240.80 |
+3.30 |
|
|
|
Total Volume and Open Interest |
0 |
3 |
+0 |
Natural Gas(NYM) |
Aug12 |
120711 |
2.747 |
2.862 |
2.718 |
2.853 |
+0.116 |
119,246 |
146,973 |
-6,610 |
Sep12 |
120711 |
2.734 |
2.845 |
2.706 |
2.837 |
+0.109 |
51,378 |
232,141 |
-1,308 |
Oct12 |
120711 |
2.766 |
2.874 |
2.741 |
2.866 |
+0.102 |
37,539 |
132,527 |
+2,626 |
Nov12 |
120711 |
3.018 |
3.099 |
2.991 |
3.094 |
+0.084 |
24,559 |
109,498 |
+689 |
Dec12 |
120711 |
3.318 |
3.376 |
3.274 |
3.372 |
+0.079 |
10,768 |
54,455 |
+292 |
Jan13 |
120711 |
3.468 |
3.522 |
3.419 |
3.517 |
+0.078 |
14,063 |
103,369 |
+1,256 |
Feb13 |
120711 |
3.462 |
3.534 |
3.439 |
3.533 |
+0.077 |
3,085 |
26,535 |
+380 |
Mar13 |
120711 |
3.419 |
3.511 |
3.414 |
3.507 |
+0.075 |
3,881 |
49,963 |
+64 |
Apr13 |
120711 |
3.450 |
3.489 |
3.395 |
3.487 |
+0.075 |
5,597 |
63,951 |
+765 |
May13 |
120711 |
3.458 |
3.519 |
3.424 |
3.514 |
+0.074 |
955 |
16,006 |
-103 |
Jun13 |
120711 |
3.500 |
3.559 |
3.464 |
3.553 |
+0.074 |
721 |
7,271 |
+184 |
Jul13 |
120711 |
3.515 |
3.605 |
3.513 |
3.600 |
+0.073 |
617 |
12,463 |
-49 |
Aug13 |
120711 |
3.573 |
3.623 |
3.535 |
3.621 |
+0.072 |
1,086 |
9,024 |
+146 |
Sep13 |
120711 |
3.582 |
3.625 |
3.539 |
3.624 |
+0.072 |
1,521 |
7,715 |
-848 |
Oct13 |
120711 |
3.600 |
3.664 |
3.572 |
3.658 |
+0.070 |
1,066 |
35,992 |
+214 |
Nov13 |
120711 |
3.736 |
3.784 |
3.730 |
3.784 |
+0.068 |
1,246 |
17,943 |
-899 |
Total Volume and Open Interest |
278,035 |
1,126,586 |
-2,962 |
Brent Crude Oil(ICE) |
Aug12 |
120711 |
97.97 |
100.83 |
97.83 |
100.23 |
+2.26 |
225,174 |
123,011 |
-19,924 |
Sep12 |
120711 |
97.58 |
100.20 |
97.41 |
99.69 |
+2.12 |
188,629 |
227,217 |
-4,509 |
Oct12 |
120711 |
97.26 |
99.70 |
97.10 |
99.21 |
+1.97 |
91,887 |
157,181 |
+7,616 |
Nov12 |
120711 |
97.15 |
99.51 |
97.15 |
99.04 |
+1.90 |
45,985 |
84,273 |
+2,153 |
Dec12 |
120711 |
97.04 |
99.41 |
97.04 |
98.91 |
+1.87 |
75,982 |
138,696 |
+2,128 |
Jan13 |
120711 |
97.40 |
99.27 |
97.28 |
98.82 |
+1.85 |
13,919 |
33,026 |
+1,324 |
Feb13 |
120711 |
97.28 |
99.13 |
97.18 |
98.70 |
+1.84 |
6,554 |
20,115 |
-304 |
Mar13 |
120711 |
97.06 |
98.70 |
97.06 |
98.54 |
+1.81 |
6,941 |
32,605 |
-1,294 |
Apr13 |
120711 |
97.31 |
98.54 |
97.08 |
98.38 |
+1.78 |
3,796 |
13,335 |
+92 |
May13 |
120711 |
98.25 |
98.25 |
98.25 |
98.25 |
+1.75 |
3,045 |
15,225 |
+435 |
Jun13 |
120711 |
96.76 |
98.28 |
96.72 |
98.12 |
+1.72 |
13,892 |
53,544 |
+1,719 |
Jul13 |
120711 |
98.00 |
98.00 |
98.00 |
98.00 |
+1.69 |
1,645 |
10,729 |
+126 |
Aug13 |
120711 |
97.84 |
97.84 |
97.84 |
97.84 |
+1.66 |
1,041 |
12,386 |
+93 |
Sep13 |
120711 |
97.62 |
97.62 |
97.62 |
97.62 |
+1.63 |
1,133 |
11,800 |
-4 |
Total Volume and Open Interest |
703,863 |
1,185,487 |
-8,724 |
Gas Oil(ICE) |
Jul12 |
120711 |
870.25 |
881.00 |
868.75 |
874.00 |
-1.50 |
32,890 |
31,196 |
-8,347 |
Aug12 |
120711 |
864.50 |
876.50 |
862.75 |
868.50 |
-1.00 |
77,444 |
127,460 |
+6,962 |
Sep12 |
120711 |
859.75 |
873.75 |
859.25 |
865.00 |
-0.50 |
46,488 |
83,010 |
+5,227 |
Oct12 |
120711 |
855.00 |
870.50 |
855.00 |
862.00 |
-0.25 |
21,776 |
53,407 |
+2,610 |
Nov12 |
120711 |
856.75 |
866.25 |
856.75 |
859.25 |
unch |
11,439 |
32,326 |
-636 |
Dec12 |
120711 |
853.00 |
866.00 |
853.00 |
856.75 |
+0.25 |
24,809 |
65,394 |
+813 |
Jan13 |
120711 |
853.25 |
862.50 |
852.00 |
855.75 |
+0.50 |
2,964 |
21,539 |
-268 |
Feb13 |
120711 |
851.00 |
861.00 |
851.00 |
854.00 |
+0.25 |
1,115 |
17,038 |
+32 |
Mar13 |
120711 |
849.00 |
859.25 |
849.00 |
851.75 |
unch |
1,295 |
15,516 |
+147 |
Apr13 |
120711 |
849.25 |
857.25 |
847.50 |
849.75 |
-0.25 |
693 |
11,648 |
+46 |
Total Volume and Open Interest |
226,412 |
564,050 |
+7,852 |
Ethanol(CBOT) |
Jul12 |
120705 |
2.417 |
2.419 |
2.388 |
2.398 |
+0.044 |
15 |
82 |
-53 |
Aug12 |
120711 |
2.485 |
2.524 |
2.390 |
2.440 |
-0.028 |
237 |
1,709 |
-22 |
Sep12 |
120711 |
2.452 |
2.486 |
2.358 |
2.409 |
-0.023 |
310 |
1,497 |
-32 |
Oct12 |
120711 |
2.437 |
2.447 |
2.317 |
2.362 |
-0.029 |
99 |
1,561 |
+20 |
Nov12 |
120711 |
2.417 |
2.418 |
2.292 |
2.334 |
-0.030 |
141 |
1,540 |
-5 |
Dec12 |
120711 |
2.426 |
2.426 |
2.288 |
2.327 |
-0.034 |
136 |
1,359 |
-7 |
Jan13 |
120711 |
2.420 |
2.420 |
2.291 |
2.333 |
-0.034 |
75 |
1,189 |
+33 |
Feb13 |
120711 |
2.421 |
2.421 |
2.307 |
2.330 |
-0.033 |
60 |
904 |
+38 |
Total Volume and Open Interest |
1,227 |
11,729 |
+61 |
WTI Crude Oil(ICE) |
Aug12 |
120711 |
84.26 |
86.48 |
84.12 |
85.81 |
+1.90 |
55,448 |
56,543 |
-4,734 |
Sep12 |
120711 |
84.57 |
86.82 |
84.57 |
86.19 |
+1.89 |
26,242 |
50,598 |
+4,006 |
Oct12 |
120711 |
85.39 |
87.10 |
85.39 |
86.56 |
+1.87 |
9,911 |
22,987 |
+568 |
Nov12 |
120711 |
86.09 |
87.53 |
85.90 |
87.02 |
+1.86 |
5,706 |
17,731 |
-233 |
Dec12 |
120711 |
86.00 |
88.09 |
85.90 |
87.54 |
+1.86 |
14,959 |
83,568 |
+184 |
Jan13 |
120711 |
86.80 |
88.35 |
86.80 |
88.02 |
+1.86 |
2,374 |
16,029 |
+682 |
Feb13 |
120711 |
87.20 |
88.76 |
87.20 |
88.39 |
+1.84 |
1,629 |
10,043 |
+499 |
Mar13 |
120711 |
87.75 |
89.00 |
87.51 |
88.66 |
+1.82 |
1,092 |
7,893 |
-127 |
Apr13 |
120711 |
87.90 |
88.85 |
87.70 |
88.85 |
+1.80 |
652 |
3,591 |
+87 |
May13 |
120711 |
88.98 |
88.98 |
88.98 |
88.98 |
+1.81 |
224 |
2,688 |
-7 |
Jun13 |
120711 |
88.30 |
89.08 |
88.30 |
89.08 |
+1.83 |
1,625 |
25,151 |
+702 |
Jul13 |
120711 |
89.13 |
89.13 |
89.13 |
89.13 |
+1.83 |
208 |
1,834 |
-13 |
Aug13 |
120711 |
89.11 |
89.11 |
89.11 |
89.11 |
+1.82 |
91 |
3,092 |
-8 |
Sep13 |
120711 |
89.05 |
89.05 |
89.05 |
89.05 |
+1.81 |
31 |
6,394 |
-9 |
Oct13 |
120711 |
88.97 |
88.97 |
88.97 |
88.97 |
+1.79 |
24 |
1,445 |
+8 |
Nov13 |
120711 |
88.89 |
88.89 |
88.89 |
88.89 |
+1.78 |
231 |
3,364 |
+200 |
Total Volume and Open Interest |
124,680 |
439,907 |
+2,998 |
US Dollar Index(ICE) |
Sep12 |
120711 |
83.540 |
83.760 |
83.250 |
83.728 |
+0.168 |
23,705 |
64,491 |
+932 |
Dec12 |
120711 |
83.920 |
84.058 |
83.810 |
84.058 |
+0.168 |
39 |
647 |
+24 |
Mar13 |
120711 |
84.378 |
84.378 |
84.378 |
84.378 |
+0.168 |
|
|
|
Total Volume and Open Interest |
23,744 |
65,138 |
+956 |
Australian Dollar(CME) |
Sep12 |
120711 |
101.25 |
102.17 |
101.15 |
101.61 |
+0.39 |
101,179 |
126,343 |
-2,554 |
Dec12 |
120711 |
100.80 |
101.20 |
100.45 |
100.83 |
+0.38 |
23 |
710 |
+1 |
Mar13 |
120711 |
100.12 |
100.12 |
99.75 |
100.12 |
+0.37 |
0 |
4 |
+0 |
Total Volume and Open Interest |
101,202 |
127,059 |
-2,553 |
British Pound(CME) |
Sep12 |
120711 |
155.15 |
155.75 |
154.83 |
154.85 |
-0.17 |
61,557 |
117,676 |
+50 |
Dec12 |
120711 |
155.65 |
155.65 |
154.81 |
154.81 |
-0.18 |
26 |
428 |
-6 |
Mar13 |
120711 |
154.79 |
154.98 |
154.79 |
154.79 |
-0.19 |
0 |
157 |
+0 |
Total Volume and Open Interest |
61,583 |
118,262 |
+44 |
Canadian Dollar(CME) |
Sep12 |
120711 |
97.61 |
98.15 |
97.60 |
97.73 |
+0.11 |
64,764 |
90,135 |
+733 |
Dec12 |
120711 |
97.70 |
97.95 |
97.44 |
97.54 |
+0.10 |
355 |
6,891 |
+115 |
Mar13 |
120711 |
97.37 |
97.37 |
97.27 |
97.37 |
+0.10 |
2 |
1,509 |
+0 |
Jun13 |
120711 |
97.18 |
97.21 |
97.10 |
97.21 |
+0.11 |
2 |
335 |
+4 |
Total Volume and Open Interest |
65,123 |
98,922 |
+852 |
Japanese Yen(CME) |
Sep12 |
120711 |
126.01 |
126.47 |
125.42 |
125.65 |
-0.37 |
46,238 |
114,361 |
-1,563 |
Dec12 |
120711 |
126.31 |
126.56 |
125.60 |
125.81 |
-0.38 |
1 |
528 |
-1 |
Mar13 |
120711 |
126.33 |
126.38 |
126.01 |
126.01 |
-0.37 |
0 |
33 |
+0 |
Total Volume and Open Interest |
46,240 |
114,926 |
-1,564 |
Swiss Franc(CME) |
Sep12 |
120711 |
102.18 |
102.54 |
101.86 |
101.93 |
-0.25 |
30,936 |
58,618 |
+2,148 |
Dec12 |
120711 |
102.70 |
102.70 |
102.22 |
102.22 |
-0.25 |
66 |
213 |
+39 |
Mar13 |
120711 |
102.50 |
102.78 |
102.50 |
102.50 |
-0.28 |
0 |
2 |
+0 |
Total Volume and Open Interest |
31,002 |
58,833 |
+2,187 |
EuroFX(CME) |
Sep12 |
120711 |
122.61 |
123.08 |
122.22 |
122.32 |
-0.31 |
218,836 |
321,752 |
-2,824 |
Dec12 |
120711 |
122.82 |
123.23 |
122.41 |
122.48 |
-0.32 |
167 |
1,445 |
+25 |
Mar13 |
120711 |
122.91 |
122.99 |
122.67 |
122.67 |
-0.32 |
5 |
86 |
+14 |
Total Volume and Open Interest |
219,010 |
323,895 |
-2,784 |
Mexican Peso(CME) |
Jul12 |
120711 |
748.8 |
749.0 |
748.8 |
748.8 |
-0.2 |
|
|
|
Aug12 |
120711 |
746.8 |
747.0 |
746.8 |
746.8 |
-0.2 |
|
|
|
Total Volume and Open Interest |
20,086 |
141,144 |
+2,395 |
Brazilian Real(CME) |
Aug12 |
120711 |
488.50 |
491.60 |
488.50 |
488.50 |
-0.10 |
0 |
1,730 |
+0 |
Sep12 |
120711 |
486.85 |
488.75 |
485.90 |
486.10 |
+0.15 |
3 |
2,297 |
+2 |
Oct12 |
120711 |
484.15 |
484.15 |
484.00 |
484.15 |
+0.15 |
|
|
|
Nov12 |
120711 |
482.25 |
482.25 |
482.10 |
482.25 |
+0.15 |
|
|
|
Total Volume and Open Interest |
3 |
17,590 |
+2 |
30-Year T-Bonds(CBOT) |
Sep12 |
120711 |
150~290 |
151~240 |
150~140 |
151~050 |
+0~050 |
257,608 |
651,190 |
+6,816 |
Dec12 |
120711 |
151~290 |
152~250 |
151~170 |
152~080 |
+0~050 |
145 |
3,421 |
-24 |
Mar13 |
120711 |
152~000 |
152~000 |
152~000 |
152~000 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
257,753 |
654,612 |
+6,792 |
10-Year T-Notes(CBOT) |
Sep12 |
120711 |
134~195 |
134~295 |
134~135 |
134~190 |
-0~010 |
577,944 |
1,799,259 |
-4,501 |
Dec12 |
120711 |
133~310 |
133~310 |
133~165 |
133~195 |
-0~010 |
30 |
515 |
+24 |
Mar13 |
120711 |
132~245 |
132~255 |
132~245 |
132~245 |
-0~010 |
|
|
|
Total Volume and Open Interest |
577,974 |
1,799,774 |
-4,477 |
5-Year T-Notes(CBOT) |
Sep12 |
120711 |
124~063 |
124~075 |
124~049 |
124~059 |
-0~005 |
203,608 |
1,130,072 |
+13,261 |
Dec12 |
120711 |
124~037 |
124~037 |
124~023 |
124~023 |
-0~005 |
0 |
8 |
+0 |
Mar13 |
120711 |
123~071 |
123~076 |
123~071 |
123~071 |
-0~005 |
|
|
|
Total Volume and Open Interest |
203,608 |
1,130,080 |
+13,261 |
2 Year T-Notes(CBOT) |
Sep12 |
120711 |
110~026 |
110~028 |
110~025 |
110~026 |
+0~001 |
138,966 |
855,001 |
+28,893 |
Dec12 |
120711 |
110~024 |
110~024 |
110~023 |
110~024 |
+0~001 |
1,002 |
3,723 |
+901 |
Mar13 |
120711 |
109~090 |
109~090 |
109~089 |
109~090 |
+0~001 |
|
|
|
Total Volume and Open Interest |
139,968 |
858,724 |
+29,794 |
Eurodollars(CME) |
Sep12 |
120711 |
99.555 |
99.595 |
99.555 |
99.585 |
+0.030 |
144,641 |
945,677 |
-9,857 |
Dec12 |
120711 |
99.515 |
99.565 |
99.515 |
99.555 |
+0.040 |
140,463 |
956,552 |
-20,739 |
Mar13 |
120711 |
99.490 |
99.535 |
99.485 |
99.525 |
+0.040 |
106,219 |
676,585 |
-7,302 |
Jun13 |
120711 |
99.465 |
99.515 |
99.465 |
99.500 |
+0.030 |
110,215 |
642,666 |
-10,993 |
Sep13 |
120711 |
99.460 |
99.495 |
99.455 |
99.485 |
+0.025 |
106,399 |
657,945 |
+13,845 |
Dec13 |
120711 |
99.440 |
99.470 |
99.435 |
99.460 |
+0.020 |
69,561 |
670,359 |
+1,875 |
Mar14 |
120711 |
99.430 |
99.455 |
99.420 |
99.445 |
+0.020 |
55,546 |
605,039 |
+5,313 |
Jun14 |
120711 |
99.400 |
99.420 |
99.390 |
99.410 |
+0.015 |
44,840 |
466,133 |
+85 |
Sep14 |
120711 |
99.360 |
99.375 |
99.350 |
99.365 |
+0.010 |
37,690 |
361,044 |
+1,901 |
Dec14 |
120711 |
99.290 |
99.310 |
99.275 |
99.290 |
+0.005 |
36,486 |
336,177 |
+5,510 |
Mar15 |
120711 |
99.235 |
99.245 |
99.210 |
99.225 |
+0.005 |
26,957 |
300,288 |
+1,527 |
Jun15 |
120711 |
0.831 |
0.851 |
0.811 |
0.831 |
+0.005 |
32,377 |
262,182 |
-2,467 |
Sep15 |
120711 |
0.726 |
0.746 |
0.701 |
0.721 |
unch |
34,385 |
225,930 |
+156 |
Dec15 |
120711 |
0.601 |
0.621 |
0.576 |
0.596 |
unch |
20,174 |
143,567 |
+555 |
Mar16 |
120711 |
0.486 |
0.511 |
0.461 |
0.481 |
unch |
15,306 |
83,596 |
-1,376 |
Jun16 |
120711 |
0.356 |
0.386 |
0.336 |
0.356 |
unch |
12,948 |
102,178 |
-498 |
Sep16 |
120711 |
0.226 |
0.261 |
0.201 |
0.226 |
unch |
7,972 |
73,717 |
+143 |
Dec16 |
120711 |
0.086 |
0.116 |
0.061 |
0.081 |
-0.005 |
5,570 |
68,890 |
+90 |
Total Volume and Open Interest |
1,021,868 |
7,816,193 |
-21,639 |
30 Day Federal Funds(CBOT) |
Jul12 |
120711 |
99.835 |
99.838 |
99.832 |
99.835 |
unch |
3,287 |
61,099 |
+773 |
Aug12 |
120711 |
99.835 |
99.840 |
99.835 |
99.835 |
unch |
3,101 |
55,951 |
+579 |
Sep12 |
120711 |
99.835 |
99.840 |
99.830 |
99.835 |
+0.005 |
1,444 |
48,593 |
-320 |
Oct12 |
120711 |
99.830 |
99.840 |
99.830 |
99.835 |
+0.005 |
2,409 |
51,238 |
-295 |
Nov12 |
120711 |
99.835 |
99.840 |
99.835 |
99.835 |
unch |
857 |
36,368 |
+36 |
Dec12 |
120711 |
99.840 |
99.845 |
99.840 |
99.840 |
unch |
479 |
26,424 |
+82 |
Total Volume and Open Interest |
18,587 |
488,497 |
+192 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep12 |
120711 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Dec12 |
120711 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Mar13 |
120711 |
99.677 |
99.677 |
99.677 |
99.677 |
unch |
|
|
|
Jun13 |
120711 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
|
|
|
Sep13 |
120711 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
|
|
|
Dec13 |
120711 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
|
|
|
Mar14 |
120711 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
|
|
|
Jun14 |
120711 |
99.545 |
99.545 |
99.545 |
99.545 |
unch |
|
|
|
Sep14 |
120711 |
99.405 |
99.405 |
99.405 |
99.405 |
unch |
|
|
|
Dec14 |
120711 |
99.580 |
99.580 |
99.580 |
99.580 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Sep12 |
120711 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,785 |
+0 |
Dec12 |
120711 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
515 |
+0 |
Mar13 |
120711 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
185 |
+0 |
Jun13 |
120711 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
202 |
+0 |
Sep13 |
120711 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
305 |
+0 |
Dec13 |
120711 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
384 |
+0 |
Mar14 |
120711 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
344 |
+0 |
Jun14 |
120711 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
3,722 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep12 |
120711 |
143.99 |
144.16 |
143.94 |
144.14 |
+0.15 |
2,381 |
19,284 |
+337 |
Dec12 |
120711 |
143.29 |
143.29 |
143.29 |
143.29 |
+0.15 |
0 |
6 |
+0 |
Mar13 |
120711 |
141.20 |
141.20 |
141.20 |
141.20 |
+0.15 |
|
|
|
Total Volume and Open Interest |
2,381 |
19,290 |
+337 |
Euro-Bund(EUREX) |
Sep12 |
120711 |
144.18 |
144.71 |
143.95 |
144.64 |
+0.53 |
460,411 |
821,639 |
+5,768 |
Dec12 |
120711 |
142.50 |
142.95 |
142.30 |
142.93 |
+0.52 |
80 |
156 |
+15 |
Mar13 |
120711 |
142.93 |
142.93 |
142.93 |
142.93 |
+0.52 |
|
|
|
Total Volume and Open Interest |
460,491 |
821,795 |
+5,783 |
Euro-Bobl(EUREX) |
Sep12 |
120711 |
127.58 |
127.68 |
127.44 |
127.63 |
+0.09 |
297,288 |
584,890 |
+16,492 |
Dec12 |
120711 |
125.86 |
126.02 |
125.86 |
126.02 |
+0.10 |
1 |
120 |
+1 |
Mar13 |
120711 |
126.02 |
126.02 |
126.02 |
126.02 |
+0.10 |
|
|
|
Total Volume and Open Interest |
297,289 |
585,010 |
+16,493 |
3-Mth Euribor(EUREX) |
Sep12 |
120711 |
99.575 |
99.580 |
99.575 |
99.580 |
+0.015 |
200 |
3,208 |
+189 |
Dec12 |
120711 |
99.585 |
99.595 |
99.585 |
99.595 |
+0.025 |
200 |
1,460 |
+100 |
Mar13 |
120711 |
99.590 |
99.590 |
99.590 |
99.590 |
+0.025 |
0 |
1,068 |
+0 |
Total Volume and Open Interest |
405 |
7,160 |
+294 |
Long Gilt(LIFFE) |
Sep12 |
120711 |
120~19 |
120~29 |
120~18 |
120~27 |
+0~09 |
110,166 |
334,220 |
-4,213 |
Dec12 |
120711 |
119~25 |
119~25 |
119~25 |
119~25 |
+0~09 |
0 |
70 |
+0 |
Total Volume and Open Interest |
110,166 |
334,290 |
-4,213 |
3-Mth Short Sterling(LIFFE) |
Sep12 |
120711 |
99.27 |
99.30 |
99.26 |
99.29 |
+0.02 |
31,737 |
371,818 |
+758 |
Dec12 |
120711 |
99.31 |
99.35 |
99.30 |
99.34 |
+0.03 |
29,489 |
319,545 |
+8,505 |
Mar13 |
120711 |
99.35 |
99.39 |
99.34 |
99.37 |
+0.02 |
36,847 |
296,519 |
+6,459 |
Jun13 |
120711 |
99.36 |
99.40 |
99.34 |
99.37 |
+0.01 |
26,313 |
302,281 |
-3,250 |
Sep13 |
120711 |
99.35 |
99.39 |
99.33 |
99.37 |
+0.01 |
36,286 |
355,668 |
+5,553 |
Dec13 |
120711 |
99.33 |
99.37 |
99.31 |
99.35 |
+0.01 |
19,314 |
223,256 |
+56 |
Total Volume and Open Interest |
237,688 |
2,539,008 |
+20,004 |
3-Mth Euribor(LIFFE) |
Sep12 |
120711 |
99.565 |
99.590 |
99.555 |
99.580 |
+0.015 |
82,245 |
589,685 |
+8,881 |
Dec12 |
120711 |
99.570 |
99.605 |
99.565 |
99.595 |
+0.025 |
66,567 |
530,908 |
+745 |
Mar13 |
120711 |
99.565 |
99.600 |
99.560 |
99.590 |
+0.025 |
63,831 |
415,177 |
-13,468 |
Total Volume and Open Interest |
673,501 |
3,415,876 |
-7,202 |
3-Mth Aus T-Bills(SFE) |
Sep12 |
120711 |
96.67 |
96.68 |
96.64 |
96.66 |
-0.02 |
14,051 |
173,777 |
-755 |
Dec12 |
120711 |
96.92 |
96.96 |
96.89 |
96.93 |
unch |
20,795 |
171,607 |
+3,013 |
Mar13 |
120711 |
97.00 |
97.05 |
96.97 |
97.04 |
+0.02 |
9,334 |
109,269 |
+1,536 |
Jun13 |
120711 |
96.99 |
97.04 |
96.96 |
97.02 |
+0.02 |
4,970 |
83,223 |
+719 |
Sep13 |
120711 |
96.90 |
96.96 |
96.89 |
96.96 |
+0.02 |
2,855 |
54,633 |
-470 |
Dec13 |
120711 |
96.83 |
96.88 |
96.81 |
96.87 |
+0.02 |
2,116 |
39,088 |
-388 |
Mar14 |
120711 |
96.78 |
96.82 |
96.78 |
96.81 |
+0.02 |
1,109 |
26,463 |
-225 |
Jun14 |
120711 |
96.68 |
96.75 |
96.68 |
96.75 |
+0.03 |
743 |
11,643 |
-167 |
Sep14 |
120711 |
96.65 |
96.69 |
96.65 |
96.69 |
+0.03 |
120 |
1,531 |
-132 |
Dec14 |
120711 |
96.56 |
96.61 |
96.56 |
96.61 |
+0.02 |
100 |
495 |
+78 |
Total Volume and Open Interest |
56,193 |
671,778 |
+3,209 |
10-Year Aus T-Bonds(SFE) |
Sep12 |
120711 |
97.10 |
97.13 |
97.06 |
97.11 |
unch |
42,530 |
376,931 |
+3,678 |
Dec12 |
120711 |
97.11 |
97.11 |
97.11 |
97.11 |
unch |
|
|
|
Total Volume and Open Interest |
42,530 |
376,931 |
+3,678 |
3-Year Aus T-Bonds(SFE) |
Sep12 |
120711 |
97.70 |
97.74 |
97.66 |
97.70 |
-0.01 |
102,041 |
406,472 |
-610 |
Dec12 |
120711 |
97.70 |
97.70 |
97.70 |
97.70 |
-0.01 |
|
|
|
Total Volume and Open Interest |
102,041 |
406,472 |
-610 |
Gold(CMX) |
Aug12 |
120711 |
1565.8 |
1583.4 |
1565.5 |
1575.7 |
-4.1 |
98,066 |
202,235 |
-1,760 |
Oct12 |
120711 |
1571.2 |
1585.3 |
1569.5 |
1578.1 |
-4.0 |
3,467 |
20,125 |
+145 |
Dec12 |
120711 |
1573.0 |
1588.0 |
1572.2 |
1580.5 |
-4.0 |
15,974 |
102,021 |
+10,565 |
Feb13 |
120711 |
1578.8 |
1588.5 |
1575.8 |
1582.6 |
-4.0 |
1,413 |
20,716 |
+66 |
Apr13 |
120711 |
1580.0 |
1587.5 |
1580.0 |
1584.6 |
-4.0 |
931 |
15,787 |
+628 |
Jun13 |
120711 |
1587.5 |
1589.5 |
1578.0 |
1586.7 |
-3.9 |
68 |
18,416 |
+2 |
Aug13 |
120711 |
1588.7 |
1588.7 |
1588.6 |
1588.7 |
-3.9 |
12 |
1,504 |
-1 |
Oct13 |
120711 |
1590.8 |
1590.8 |
1590.8 |
1590.8 |
-4.0 |
7 |
858 |
+4 |
Dec13 |
120711 |
1593.1 |
1593.3 |
1592.8 |
1593.3 |
-4.0 |
53 |
9,448 |
+51 |
Feb14 |
120711 |
1595.7 |
1595.7 |
1595.7 |
1595.7 |
-4.0 |
0 |
5 |
+0 |
Apr14 |
120711 |
1598.2 |
1598.2 |
1598.2 |
1598.2 |
-4.0 |
0 |
1 |
+0 |
Jun14 |
120711 |
1600.7 |
1600.7 |
1600.7 |
1600.7 |
-4.0 |
15 |
8,822 |
+0 |
Total Volume and Open Interest |
120,146 |
431,560 |
+9,668 |
Silver(CMX) |
Jul12 |
120711 |
2698.5 |
2716.0 |
2681.5 |
2699.5 |
+14.4 |
265 |
1,781 |
-82 |
Sep12 |
120711 |
2677.0 |
2724.0 |
2676.0 |
2702.3 |
+14.1 |
22,101 |
62,510 |
+91 |
Dec12 |
120711 |
2689.5 |
2729.0 |
2686.0 |
2710.1 |
+14.3 |
3,390 |
25,882 |
+41 |
Mar13 |
120711 |
2700.0 |
2721.0 |
2700.0 |
2714.9 |
+14.4 |
214 |
4,484 |
+12 |
May13 |
120711 |
2716.9 |
2716.9 |
2716.9 |
2716.9 |
+14.5 |
44 |
2,461 |
-2 |
Jul13 |
120711 |
2712.0 |
2726.0 |
2710.0 |
2718.0 |
+14.4 |
62 |
3,953 |
-1 |
Sep13 |
120711 |
2709.5 |
2718.9 |
2709.5 |
2718.9 |
+14.4 |
8 |
2,227 |
+3 |
Total Volume and Open Interest |
26,267 |
123,097 |
+112 |
Platinum(NYMEX) |
Jul12 |
120711 |
1428.9 |
1428.9 |
1428.9 |
1428.9 |
+1.9 |
6 |
60 |
-6 |
Oct12 |
120711 |
1424.7 |
1435.9 |
1420.4 |
1431.6 |
+1.9 |
4,133 |
46,851 |
+219 |
Jan13 |
120711 |
1429.7 |
1436.7 |
1425.2 |
1435.0 |
+2.1 |
85 |
1,775 |
+63 |
Apr13 |
120711 |
1438.4 |
1438.4 |
1438.4 |
1438.4 |
+2.1 |
0 |
17 |
+0 |
Total Volume and Open Interest |
4,224 |
48,711 |
+276 |
Palladium(NYMEX) |
Sep12 |
120711 |
575.95 |
583.85 |
575.00 |
582.95 |
+6.35 |
1,417 |
21,481 |
+131 |
Dec12 |
120711 |
582.45 |
584.15 |
577.60 |
584.15 |
+6.35 |
22 |
954 |
+12 |
Mar13 |
120711 |
584.20 |
584.20 |
584.20 |
584.20 |
+6.35 |
|
|
|
Total Volume and Open Interest |
1,439 |
22,440 |
+143 |
Copper(CMX) |
Jul12 |
120711 |
340.35 |
344.60 |
338.90 |
344.30 |
+5.00 |
366 |
3,191 |
-162 |
Sep12 |
120711 |
338.85 |
345.25 |
338.85 |
344.75 |
+4.95 |
31,769 |
82,942 |
+2,634 |
Dec12 |
120711 |
340.30 |
345.80 |
340.00 |
345.75 |
+4.95 |
2,247 |
31,791 |
+334 |
Mar13 |
120711 |
342.75 |
346.55 |
342.00 |
346.55 |
+4.90 |
964 |
6,839 |
-408 |
May13 |
120711 |
346.10 |
347.05 |
346.10 |
347.05 |
+4.90 |
46 |
1,489 |
+3 |
Total Volume and Open Interest |
35,860 |
135,796 |
+2,385 |
DJIA Index(CBOT) |
Sep12 |
120711 |
12575 |
12646 |
12468 |
12536 |
-49 |
287 |
12,761 |
+83 |
Dec12 |
120711 |
12464 |
12513 |
12464 |
12464 |
-49 |
0 |
6 |
+0 |
Mar13 |
120711 |
12397 |
12446 |
12397 |
12397 |
-49 |
|
|
|
Jun13 |
120711 |
12321 |
12370 |
12321 |
12321 |
-49 |
|
|
|
Total Volume and Open Interest |
287 |
12,767 |
+83 |
E-mini DJIA Index(CBOT) |
Sep12 |
120711 |
12583 |
12651 |
12469 |
12536 |
-49 |
99,347 |
87,426 |
+643 |
Dec12 |
120711 |
12450 |
12547 |
12400 |
12464 |
-49 |
10 |
39 |
+4 |
Mar13 |
120711 |
12397 |
12397 |
12397 |
12397 |
-49 |
0 |
1 |
+0 |
Jun13 |
120711 |
12321 |
12321 |
12321 |
12321 |
-49 |
0 |
38 |
+0 |
Total Volume and Open Interest |
99,357 |
87,504 |
+647 |
S & P 500(CME) |
Sep12 |
120711 |
1335.90 |
1342.30 |
1328.00 |
1336.30 |
+0.80 |
5,513 |
220,979 |
+963 |
Dec12 |
120711 |
1329.30 |
1332.70 |
1321.70 |
1329.30 |
+0.60 |
160 |
11,859 |
-140 |
Mar13 |
120711 |
1322.70 |
1326.30 |
1315.30 |
1322.70 |
+0.40 |
100 |
276 |
+120 |
Jun13 |
120711 |
1316.30 |
1319.90 |
1308.90 |
1316.30 |
+0.40 |
0 |
14 |
+0 |
Total Volume and Open Interest |
5,773 |
233,128 |
+943 |
S & P 500 E-Mini(Globex) |
Sep12 |
120711 |
1335.00 |
1342.50 |
1327.75 |
1336.25 |
+0.75 |
1,473,739 |
2,750,846 |
-1,196 |
Dec12 |
120711 |
1329.25 |
1335.00 |
1321.50 |
1329.25 |
+0.50 |
1,183 |
15,310 |
+248 |
Total Volume and Open Interest |
1,474,934 |
2,766,946 |
-517 |
NASDAQ 100(CME) |
Sep12 |
120711 |
2578.00 |
2588.50 |
2542.00 |
2561.50 |
-16.50 |
384 |
5,909 |
+110 |
Dec12 |
120711 |
2576.50 |
2576.50 |
2540.00 |
2554.80 |
-16.50 |
|
|
|
Mar13 |
120711 |
2549.30 |
2565.80 |
2549.30 |
2549.30 |
-16.50 |
|
|
|
Total Volume and Open Interest |
384 |
5,909 |
+110 |
NASDAQ 100 E-Mini(Globex) |
Sep12 |
120711 |
2577.50 |
2589.30 |
2543.00 |
2561.50 |
-16.50 |
163,428 |
355,799 |
-3,939 |
Dec12 |
120711 |
2576.80 |
2576.80 |
2554.80 |
2554.80 |
-16.50 |
4 |
51 |
+0 |
Total Volume and Open Interest |
163,432 |
355,858 |
-3,939 |
S & P Midcap 400(CME) |
Sep12 |
120711 |
928.00 |
931.50 |
928.00 |
928.00 |
-3.50 |
0 |
1,035 |
+0 |
Dec12 |
120711 |
926.00 |
929.50 |
926.00 |
926.00 |
-3.50 |
|
|
|
Mar13 |
120711 |
924.00 |
927.50 |
924.00 |
924.00 |
-3.50 |
|
|
|
Total Volume and Open Interest |
0 |
1,035 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep12 |
120711 |
8845 |
8895 |
8815 |
8875 |
+15 |
3,171 |
29,701 |
+162 |
Dec12 |
120711 |
8835 |
8835 |
8820 |
8835 |
+15 |
0 |
6 |
+0 |
Total Volume and Open Interest |
3,171 |
29,707 |
+162 |
Nikkei 225(SGX) |
Sep12 |
120711 |
8870 |
8915 |
8795 |
8845 |
-15 |
81,588 |
171,287 |
+194 |
Dec12 |
120711 |
8765 |
8785 |
8750 |
8785 |
-15 |
213 |
8,736 |
+113 |
Mar13 |
120711 |
8775 |
8775 |
8775 |
8775 |
-10 |
0 |
48 |
+0 |
Total Volume and Open Interest |
82,106 |
194,997 |
+334 |
CAC 40(EURONEXT) |
Jul12 |
120711 |
3161.5 |
3179.5 |
3142.0 |
3157.5 |
-18.0 |
113,921 |
320,283 |
-9,076 |
Aug12 |
120711 |
3149.0 |
3175.0 |
3149.0 |
3157.5 |
-18.0 |
323 |
8,034 |
+132 |
Sep12 |
120711 |
3152.0 |
3170.0 |
3138.0 |
3152.0 |
-18.0 |
236 |
32,988 |
-11 |
Total Volume and Open Interest |
114,480 |
361,445 |
-8,955 |
Hang Seng Index(HKFE) |
Jul12 |
120711 |
19300 |
19463 |
19238 |
19395 |
-31 |
73,521 |
89,150 |
-1,634 |
Aug12 |
120711 |
19260 |
19420 |
19206 |
19350 |
-38 |
890 |
1,156 |
+394 |
Sep12 |
120711 |
19165 |
19336 |
19126 |
19273 |
-31 |
622 |
4,253 |
+293 |
Total Volume and Open Interest |
75,131 |
97,478 |
-906 |
DAX(EUREX) |
Sep12 |
120711 |
6419.0 |
6503.5 |
6401.5 |
6451.5 |
+1.5 |
108,549 |
166,513 |
-1,314 |
Dec12 |
120711 |
6419.0 |
6490.0 |
6419.0 |
6453.0 |
+1.5 |
434 |
7,972 |
+371 |
Mar13 |
120711 |
6435.0 |
6494.0 |
6435.0 |
6456.5 |
+1.0 |
24 |
494 |
+1 |
Total Volume and Open Interest |
109,007 |
174,979 |
-942 |
FT-SE 100(EURONEXT) |
Sep12 |
120711 |
5592.00 |
5631.00 |
5578.00 |
5610.50 |
-18.00 |
87,071 |
623,327 |
+1,595 |
Dec12 |
120711 |
5573.00 |
5591.00 |
5573.00 |
5580.50 |
-18.00 |
5 |
588 |
+0 |
Mar13 |
120711 |
5534.50 |
5541.00 |
5534.50 |
5541.00 |
-17.50 |
0 |
130 |
+0 |
Total Volume and Open Interest |
87,076 |
624,045 |
+1,595 |
SPI 200(SFE) |
Sep12 |
120711 |
4070.0 |
4093.0 |
4036.0 |
4064.0 |
-1.0 |
22,152 |
228,509 |
+1,587 |
Dec12 |
120711 |
4065.0 |
4065.0 |
4043.0 |
4062.0 |
-2.0 |
9 |
4,904 |
-7 |
Mar13 |
120711 |
4026.0 |
4026.0 |
4026.0 |
4026.0 |
-1.0 |
2 |
1,567 |
-9 |
Total Volume and Open Interest |
22,366 |
238,127 |
+1,626 |
GSCI(CME) |
Jul12 |
120711 |
611.30 |
615.50 |
610.10 |
610.10 |
+3.10 |
1,598 |
6,578 |
-1,333 |
Aug12 |
120711 |
610.00 |
614.20 |
608.50 |
608.75 |
+2.90 |
1,433 |
2,028 |
+1,352 |
Sep12 |
120711 |
608.00 |
613.00 |
603.90 |
608.00 |
+4.00 |
2 |
0 |
+0 |
Total Volume and Open Interest |
3,033 |
8,606 |
+19 |
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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