|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu July 12, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul12 |
120712 |
1627.00 |
1645.00 |
1612.50 |
1625.75 |
+2.75 |
3,756 |
2,523 |
-1,787 |
Aug12 |
120712 |
1575.75 |
1589.00 |
1559.25 |
1572.50 |
+1.00 |
33,202 |
79,767 |
-818 |
Sep12 |
120712 |
1548.00 |
1559.25 |
1530.25 |
1545.50 |
+4.75 |
10,093 |
36,474 |
-310 |
Nov12 |
120712 |
1527.75 |
1542.50 |
1510.50 |
1529.00 |
+6.50 |
123,270 |
379,466 |
-1,386 |
Jan13 |
120712 |
1524.75 |
1538.75 |
1508.25 |
1526.00 |
+6.25 |
12,516 |
82,326 |
-155 |
Mar13 |
120712 |
1479.75 |
1491.50 |
1462.50 |
1481.25 |
+6.00 |
29,529 |
84,798 |
+1,542 |
May13 |
120712 |
1431.75 |
1438.00 |
1414.00 |
1430.25 |
+4.00 |
13,642 |
61,300 |
+1,479 |
Jul13 |
120712 |
1420.50 |
1429.00 |
1405.75 |
1422.25 |
+4.75 |
5,609 |
49,549 |
+136 |
Aug13 |
120712 |
1398.25 |
1398.25 |
1393.50 |
1398.25 |
+4.75 |
29 |
217 |
+4 |
Sep13 |
120712 |
1335.00 |
1347.50 |
1335.00 |
1346.25 |
+6.75 |
8 |
323 |
-6 |
Nov13 |
120712 |
1293.25 |
1303.50 |
1285.00 |
1295.25 |
+3.25 |
1,154 |
21,822 |
+289 |
Jan14 |
120712 |
1300.00 |
1300.25 |
1297.50 |
1300.25 |
+2.75 |
3 |
188 |
+0 |
Mar14 |
120712 |
1297.25 |
1297.25 |
1294.50 |
1297.25 |
+2.75 |
0 |
4 |
+0 |
May14 |
120712 |
1297.25 |
1297.25 |
1294.50 |
1297.25 |
+2.75 |
0 |
1 |
+0 |
Total Volume and Open Interest |
232,841 |
799,500 |
-1,006 |
Soybean Meal(CBOT) |
Jul12 |
120712 |
480.00 |
484.40 |
477.60 |
478.80 |
+0.80 |
1,140 |
824 |
-842 |
Aug12 |
120712 |
465.00 |
470.00 |
461.00 |
466.70 |
+3.40 |
20,021 |
45,622 |
-546 |
Sep12 |
120712 |
454.40 |
461.90 |
454.40 |
457.60 |
+3.20 |
5,263 |
34,172 |
+928 |
Oct12 |
120712 |
444.30 |
453.20 |
443.70 |
448.90 |
+4.50 |
1,967 |
20,304 |
-40 |
Dec12 |
120712 |
442.00 |
449.70 |
439.00 |
445.50 |
+5.00 |
27,224 |
116,674 |
+1,257 |
Jan13 |
120712 |
436.30 |
443.40 |
432.50 |
440.30 |
+6.00 |
943 |
7,869 |
+124 |
Mar13 |
120712 |
413.50 |
422.70 |
411.30 |
420.60 |
+7.90 |
1,509 |
11,172 |
+185 |
May13 |
120712 |
394.60 |
401.40 |
391.40 |
399.70 |
+7.20 |
1,278 |
8,831 |
-47 |
Jul13 |
120712 |
391.10 |
397.20 |
388.10 |
395.90 |
+7.80 |
1,025 |
8,678 |
-168 |
Aug13 |
120712 |
387.50 |
388.00 |
381.40 |
387.40 |
+6.00 |
11 |
416 |
+4 |
Total Volume and Open Interest |
60,727 |
261,063 |
+1,021 |
Soybean Oil(CBOT) |
Jul12 |
120712 |
53.30 |
53.57 |
53.15 |
53.15 |
-0.47 |
1,136 |
838 |
-743 |
Aug12 |
120712 |
53.82 |
54.04 |
53.08 |
53.34 |
-0.48 |
22,472 |
61,404 |
-578 |
Sep12 |
120712 |
54.07 |
54.11 |
53.29 |
53.55 |
-0.47 |
6,100 |
41,119 |
+243 |
Oct12 |
120712 |
53.84 |
54.16 |
53.50 |
53.74 |
-0.48 |
1,997 |
19,385 |
-92 |
Dec12 |
120712 |
54.66 |
54.90 |
53.91 |
54.18 |
-0.48 |
37,837 |
142,742 |
+875 |
Jan13 |
120712 |
54.98 |
54.98 |
54.25 |
54.48 |
-0.48 |
3,412 |
22,514 |
+1,357 |
Mar13 |
120712 |
55.15 |
55.19 |
54.48 |
54.77 |
-0.47 |
2,045 |
20,273 |
+291 |
May13 |
120712 |
54.62 |
55.27 |
54.56 |
54.85 |
-0.46 |
798 |
10,738 |
+102 |
Jul13 |
120712 |
55.41 |
55.41 |
54.62 |
54.89 |
-0.43 |
556 |
6,583 |
-283 |
Aug13 |
120712 |
55.09 |
55.33 |
54.88 |
54.88 |
-0.45 |
27 |
1,264 |
+15 |
Total Volume and Open Interest |
76,715 |
333,208 |
+1,242 |
Canola(WCE) |
Jul12 |
120712 |
681.5 |
681.5 |
681.5 |
681.5 |
-5.6 |
|
|
|
Nov12 |
120712 |
627.6 |
628.0 |
620.4 |
621.5 |
-5.6 |
7,318 |
155,815 |
-187 |
Jan13 |
120712 |
627.4 |
631.1 |
624.0 |
624.5 |
-5.5 |
1,480 |
27,256 |
+319 |
Mar13 |
120712 |
623.1 |
629.0 |
622.6 |
622.6 |
-6.0 |
754 |
13,706 |
+378 |
May13 |
120712 |
619.1 |
626.4 |
619.0 |
620.4 |
-4.3 |
385 |
16,050 |
+173 |
Total Volume and Open Interest |
9,966 |
217,092 |
+696 |
Corn(CBOT) |
Jul12 |
120712 |
757.75 |
782.75 |
750.00 |
771.25 |
+20.50 |
3,966 |
5,036 |
-2,138 |
Sep12 |
120712 |
709.50 |
739.50 |
704.50 |
731.25 |
+27.25 |
88,755 |
362,305 |
-3,425 |
Dec12 |
120712 |
708.75 |
739.25 |
705.00 |
732.25 |
+28.25 |
172,221 |
463,410 |
+1,366 |
Mar13 |
120712 |
713.00 |
741.75 |
709.75 |
734.50 |
+26.25 |
18,472 |
122,064 |
+1,103 |
May13 |
120712 |
712.75 |
739.50 |
709.00 |
732.75 |
+23.75 |
3,010 |
19,914 |
+142 |
Jul13 |
120712 |
713.75 |
734.00 |
708.50 |
728.75 |
+20.25 |
14,516 |
52,544 |
-258 |
Sep13 |
120712 |
641.00 |
655.00 |
638.50 |
654.50 |
+16.00 |
948 |
6,917 |
+113 |
Dec13 |
120712 |
604.75 |
622.50 |
601.50 |
618.25 |
+16.75 |
7,120 |
50,048 |
+2,787 |
Mar14 |
120712 |
620.00 |
628.75 |
610.00 |
624.50 |
+14.50 |
140 |
1,139 |
+1 |
May14 |
120712 |
630.00 |
630.00 |
615.50 |
630.00 |
+14.50 |
73 |
322 |
+9 |
Total Volume and Open Interest |
309,508 |
1,088,659 |
-238 |
Wheat(CBOT) |
Jul12 |
120712 |
810.50 |
842.00 |
807.75 |
832.75 |
+25.00 |
361 |
307 |
-378 |
Sep12 |
120712 |
826.75 |
858.00 |
820.25 |
846.75 |
+20.50 |
48,004 |
169,828 |
-147 |
Dec12 |
120712 |
838.75 |
870.00 |
833.50 |
859.75 |
+21.50 |
27,709 |
147,795 |
+1,719 |
Mar13 |
120712 |
846.50 |
877.75 |
843.75 |
869.00 |
+22.50 |
8,288 |
42,408 |
-41 |
May13 |
120712 |
849.25 |
871.50 |
845.25 |
864.50 |
+19.00 |
1,833 |
12,599 |
+669 |
Jul13 |
120712 |
819.50 |
834.00 |
819.50 |
826.75 |
+6.50 |
5,767 |
38,799 |
+1,750 |
Total Volume and Open Interest |
93,663 |
433,284 |
+4,617 |
Wheat(KCBT) |
Jul12 |
120712 |
828.75 |
837.00 |
825.50 |
837.00 |
+16.00 |
272 |
56 |
-257 |
Sep12 |
120712 |
830.75 |
857.25 |
824.25 |
847.00 |
+16.00 |
9,773 |
75,276 |
+311 |
Dec12 |
120712 |
848.25 |
875.75 |
844.00 |
866.25 |
+16.00 |
4,584 |
45,825 |
-114 |
Mar13 |
120712 |
858.25 |
884.75 |
853.00 |
875.50 |
+16.50 |
1,647 |
10,964 |
-201 |
May13 |
120712 |
863.50 |
884.50 |
863.25 |
878.50 |
+16.50 |
367 |
5,410 |
+5 |
Jul13 |
120712 |
845.00 |
856.25 |
841.75 |
847.00 |
unch |
817 |
11,590 |
+136 |
Total Volume and Open Interest |
17,499 |
150,095 |
-114 |
Wheat(MGE) |
Jul12 |
120712 |
932.75 |
932.75 |
932.75 |
932.75 |
+18.75 |
0 |
16 |
+0 |
Sep12 |
120712 |
919.00 |
950.00 |
918.00 |
942.00 |
+22.00 |
1,922 |
16,622 |
+330 |
Dec12 |
120712 |
911.25 |
945.75 |
911.25 |
937.00 |
+21.25 |
641 |
13,010 |
+11 |
Mar13 |
120712 |
920.75 |
950.00 |
918.50 |
940.75 |
+20.50 |
477 |
3,036 |
-59 |
May13 |
120712 |
942.00 |
945.00 |
937.00 |
937.00 |
+15.50 |
257 |
844 |
+169 |
Total Volume and Open Interest |
3,401 |
34,027 |
+487 |
Oats(CBOT) |
Jul12 |
120712 |
400.00 |
400.00 |
361.50 |
367.75 |
+6.25 |
0 |
2 |
+0 |
Sep12 |
120712 |
364.00 |
372.00 |
359.75 |
370.50 |
+6.25 |
126 |
2,430 |
+14 |
Dec12 |
120712 |
363.00 |
372.50 |
360.50 |
372.00 |
+5.75 |
646 |
7,376 |
+196 |
Mar13 |
120712 |
375.00 |
376.25 |
370.50 |
376.25 |
+5.75 |
0 |
87 |
-1 |
Total Volume and Open Interest |
772 |
9,895 |
+209 |
Rough Rice(CBOT) |
Jul12 |
120712 |
14.73 |
14.82 |
14.72 |
14.72 |
-0.10 |
55 |
73 |
+2 |
Sep12 |
120712 |
15.05 |
15.15 |
14.87 |
14.99 |
-0.11 |
1,340 |
10,353 |
-21 |
Nov12 |
120712 |
15.24 |
15.40 |
15.14 |
15.27 |
-0.11 |
280 |
2,096 |
-49 |
Jan13 |
120712 |
15.44 |
15.62 |
15.44 |
15.54 |
-0.11 |
69 |
195 |
+46 |
Total Volume and Open Interest |
1,744 |
12,841 |
-22 |
Live Cattle(CME) |
Aug12 |
120712 |
117.900 |
118.000 |
116.850 |
117.035 |
-0.965 |
29,598 |
102,078 |
-9,826 |
Oct12 |
120712 |
122.230 |
122.385 |
121.330 |
121.650 |
-0.500 |
23,052 |
89,221 |
+2,551 |
Dec12 |
120712 |
125.900 |
125.950 |
124.800 |
124.980 |
-0.820 |
8,662 |
65,759 |
-74 |
Feb13 |
120712 |
129.150 |
129.350 |
128.150 |
128.550 |
-0.580 |
3,896 |
26,391 |
-144 |
Apr13 |
120712 |
132.150 |
132.380 |
131.035 |
131.380 |
-0.805 |
1,741 |
12,770 |
+383 |
Jun13 |
120712 |
129.785 |
129.850 |
128.850 |
128.850 |
-0.800 |
602 |
3,070 |
+86 |
Total Volume and Open Interest |
67,662 |
300,961 |
-6,969 |
Feeder Cattle(CME) |
Aug12 |
120712 |
144.000 |
144.000 |
141.235 |
141.235 |
-3.000 |
3,335 |
15,788 |
-712 |
Sep12 |
120712 |
146.825 |
146.880 |
144.130 |
144.130 |
-3.000 |
2,341 |
7,136 |
+292 |
Oct12 |
120712 |
148.950 |
149.050 |
146.785 |
146.785 |
-3.000 |
1,231 |
6,072 |
+274 |
Nov12 |
120712 |
151.000 |
151.000 |
148.235 |
148.400 |
-2.835 |
889 |
3,643 |
+90 |
Jan13 |
120712 |
153.200 |
153.380 |
150.985 |
151.350 |
-2.635 |
694 |
3,114 |
+152 |
Mar13 |
120712 |
154.500 |
154.800 |
152.535 |
154.000 |
-1.485 |
186 |
570 |
+22 |
Apr13 |
120712 |
154.700 |
155.000 |
154.185 |
155.000 |
-0.400 |
23 |
67 |
+1 |
Total Volume and Open Interest |
8,713 |
36,446 |
+120 |
Lean Hogs(CME) |
Jul12 |
120712 |
96.385 |
97.400 |
96.250 |
97.300 |
+1.350 |
8,901 |
13,049 |
-1,117 |
Aug12 |
120712 |
91.535 |
92.980 |
91.400 |
92.285 |
+0.985 |
29,134 |
56,064 |
-6,553 |
Oct12 |
120712 |
81.450 |
81.930 |
80.930 |
81.350 |
+0.250 |
15,156 |
66,206 |
+3,450 |
Dec12 |
120712 |
79.475 |
79.680 |
78.700 |
78.800 |
-0.050 |
6,953 |
53,127 |
+170 |
Feb13 |
120712 |
83.350 |
83.500 |
82.900 |
83.385 |
+0.285 |
4,878 |
23,910 |
-1,318 |
Apr13 |
120712 |
86.550 |
86.885 |
86.135 |
86.600 |
+0.200 |
2,524 |
17,079 |
-278 |
May13 |
120712 |
91.730 |
92.050 |
91.430 |
91.800 |
-0.200 |
19 |
720 |
+2 |
Jun13 |
120712 |
94.250 |
94.300 |
93.600 |
94.000 |
+0.150 |
613 |
9,031 |
+85 |
Total Volume and Open Interest |
68,372 |
242,599 |
-5,523 |
Class III Milk(CME) |
Jul12 |
120712 |
16.64 |
16.73 |
16.57 |
16.71 |
+0.14 |
123 |
3,819 |
-16 |
Aug12 |
120712 |
17.54 |
18.05 |
17.50 |
18.03 |
+0.49 |
233 |
4,861 |
+8 |
Sep12 |
120712 |
18.05 |
18.52 |
17.95 |
18.48 |
+0.48 |
95 |
3,367 |
+30 |
Oct12 |
120712 |
18.05 |
18.51 |
17.94 |
18.47 |
+0.44 |
68 |
3,143 |
+17 |
Nov12 |
120712 |
18.00 |
18.40 |
17.84 |
18.39 |
+0.39 |
34 |
2,735 |
+9 |
Total Volume and Open Interest |
701 |
22,808 |
+112 |
Cocoa(ICE) |
Jul12 |
120712 |
2184 |
2184 |
2184 |
2184 |
-102 |
16 |
41 |
+6 |
Sep12 |
120712 |
2250 |
2250 |
2174 |
2189 |
-103 |
11,644 |
70,241 |
-680 |
Dec12 |
120712 |
2260 |
2260 |
2192 |
2207 |
-100 |
4,475 |
44,525 |
+983 |
Mar13 |
120712 |
2250 |
2267 |
2209 |
2222 |
-95 |
2,063 |
30,974 |
+547 |
May13 |
120712 |
2240 |
2273 |
2225 |
2236 |
-90 |
328 |
14,939 |
+55 |
Jul13 |
120712 |
2300 |
2300 |
2240 |
2247 |
-86 |
197 |
7,149 |
+79 |
Sep13 |
120712 |
2279 |
2279 |
2253 |
2256 |
-82 |
132 |
4,464 |
+75 |
Total Volume and Open Interest |
18,855 |
183,393 |
+1,065 |
Coffee "C"(ICE) |
Jul12 |
120712 |
181.75 |
182.15 |
179.05 |
181.15 |
-1.55 |
7 |
66 |
-3 |
Sep12 |
120712 |
184.70 |
184.75 |
178.15 |
182.05 |
-2.65 |
16,029 |
73,770 |
-262 |
Dec12 |
120712 |
187.20 |
187.20 |
181.50 |
185.05 |
-2.50 |
4,400 |
36,663 |
+744 |
Mar13 |
120712 |
190.00 |
190.00 |
185.05 |
188.40 |
-2.45 |
2,465 |
17,601 |
+76 |
May13 |
120712 |
192.90 |
192.90 |
187.65 |
190.70 |
-2.40 |
406 |
5,259 |
-6 |
Jul13 |
120712 |
193.15 |
193.75 |
189.75 |
192.60 |
-2.30 |
134 |
3,601 |
-31 |
Total Volume and Open Interest |
23,793 |
139,115 |
+688 |
Orange Juice(ICE) |
Sep12 |
120712 |
125.00 |
125.50 |
120.40 |
123.75 |
-1.55 |
971 |
13,614 |
+49 |
Nov12 |
120712 |
122.20 |
122.30 |
118.85 |
122.15 |
-1.25 |
85 |
4,801 |
+15 |
Jan13 |
120712 |
121.25 |
121.50 |
121.25 |
121.50 |
-1.55 |
9 |
1,588 |
-7 |
Mar13 |
120712 |
121.40 |
121.40 |
121.40 |
121.40 |
-1.70 |
0 |
1,156 |
-25 |
May13 |
120712 |
121.15 |
121.15 |
121.15 |
121.15 |
-1.80 |
0 |
176 |
+0 |
Jul13 |
120712 |
121.40 |
121.40 |
121.40 |
121.40 |
-1.80 |
0 |
10 |
+0 |
Total Volume and Open Interest |
1,067 |
21,354 |
+28 |
Sugar #11(ICE) |
Oct12 |
120712 |
22.88 |
23.04 |
22.16 |
22.46 |
-0.42 |
60,512 |
317,550 |
-3,156 |
Mar13 |
120712 |
23.27 |
23.44 |
22.64 |
22.93 |
-0.36 |
26,785 |
158,102 |
+2,086 |
May13 |
120712 |
23.07 |
23.21 |
22.50 |
22.76 |
-0.35 |
13,171 |
45,502 |
+940 |
Jul13 |
120712 |
22.71 |
22.97 |
22.35 |
22.56 |
-0.33 |
5,256 |
72,167 |
-402 |
Oct13 |
120712 |
22.75 |
22.82 |
22.29 |
22.48 |
-0.28 |
2,581 |
30,730 |
+155 |
Mar14 |
120712 |
22.76 |
22.85 |
22.36 |
22.51 |
-0.22 |
399 |
25,805 |
+39 |
May14 |
120712 |
22.37 |
22.41 |
22.11 |
22.15 |
-0.19 |
186 |
6,187 |
+91 |
Jul14 |
120712 |
22.11 |
22.12 |
21.91 |
21.91 |
-0.19 |
181 |
5,667 |
+63 |
Total Volume and Open Interest |
109,132 |
669,005 |
-193 |
London Cocoa(LCE) |
Jul12 |
120712 |
1560 |
1575 |
1540 |
1540 |
-67 |
12,988 |
23,317 |
-2,086 |
Sep12 |
120712 |
1555 |
1567 |
1519 |
1520 |
-76 |
6,088 |
48,828 |
+2,761 |
Dec12 |
120712 |
1540 |
1554 |
1513 |
1515 |
-64 |
13,060 |
44,762 |
-180 |
Mar13 |
120712 |
1517 |
1538 |
1501 |
1503 |
-52 |
4,122 |
48,815 |
+275 |
May13 |
120712 |
1512 |
1533 |
1499 |
1500 |
-49 |
2,273 |
17,213 |
+179 |
Jul13 |
120712 |
1519 |
1537 |
1503 |
1503 |
-48 |
1,381 |
7,963 |
+158 |
Sep13 |
120712 |
1518 |
1538 |
1503 |
1505 |
-46 |
43 |
5,223 |
+237 |
Total Volume and Open Interest |
40,896 |
202,700 |
+1,382 |
London Sugar(LCE) |
Oct12 |
120712 |
617.00 |
620.00 |
601.20 |
608.40 |
-7.30 |
5,447 |
21,254 |
+987 |
Dec12 |
120712 |
602.00 |
604.40 |
586.40 |
592.70 |
-7.50 |
1,478 |
9,196 |
+34 |
Mar13 |
120712 |
607.60 |
609.90 |
592.40 |
598.40 |
-8.50 |
1,171 |
9,350 |
-38 |
May13 |
120712 |
606.50 |
607.20 |
591.30 |
596.80 |
-9.20 |
152 |
2,953 |
+51 |
Aug13 |
120712 |
600.00 |
600.00 |
586.70 |
591.10 |
-8.40 |
43 |
1,486 |
-2 |
Total Volume and Open Interest |
11,926 |
57,457 |
+61 |
Cotton(ICE) |
Oct12 |
120712 |
70.85 |
70.93 |
69.10 |
69.36 |
-1.28 |
59 |
455 |
-19 |
Dec12 |
120712 |
71.15 |
71.40 |
69.66 |
69.93 |
-1.09 |
8,318 |
132,300 |
+367 |
Mar13 |
120712 |
72.08 |
72.35 |
70.86 |
71.10 |
-1.11 |
1,221 |
22,811 |
+88 |
May13 |
120712 |
72.53 |
72.53 |
71.91 |
71.99 |
-1.12 |
161 |
4,512 |
+14 |
Jul13 |
120712 |
73.50 |
73.50 |
72.86 |
72.92 |
-1.11 |
136 |
5,720 |
+5 |
Oct13 |
120712 |
74.85 |
74.85 |
74.85 |
74.85 |
-0.99 |
0 |
3 |
+0 |
Total Volume and Open Interest |
9,985 |
167,337 |
+512 |
Lumber(CME) |
Jul12 |
120712 |
283.7 |
286.0 |
281.6 |
285.0 |
+2.0 |
106 |
191 |
-95 |
Sep12 |
120712 |
285.0 |
289.9 |
284.5 |
288.5 |
+4.1 |
929 |
5,560 |
+352 |
Nov12 |
120712 |
278.4 |
281.5 |
278.0 |
281.5 |
+3.3 |
184 |
1,020 |
+50 |
Jan13 |
120712 |
284.9 |
288.0 |
284.1 |
287.0 |
+1.6 |
18 |
229 |
-1 |
Total Volume and Open Interest |
1,237 |
7,112 |
+306 |
Crude Oil(NYM) |
Aug12 |
120712 |
86.20 |
86.37 |
84.21 |
86.08 |
+0.27 |
291,409 |
194,501 |
-20,404 |
Sep12 |
120712 |
86.44 |
86.73 |
84.60 |
86.46 |
+0.27 |
74,833 |
198,932 |
+13,624 |
Oct12 |
120712 |
86.73 |
87.06 |
84.99 |
86.80 |
+0.24 |
27,811 |
85,492 |
-397 |
Nov12 |
120712 |
87.06 |
87.48 |
85.43 |
87.22 |
+0.20 |
22,696 |
65,280 |
-213 |
Dec12 |
120712 |
87.79 |
88.06 |
85.90 |
87.73 |
+0.19 |
36,676 |
171,724 |
+32 |
Jan13 |
120712 |
88.20 |
88.45 |
86.38 |
88.23 |
+0.21 |
11,499 |
61,710 |
+1,304 |
Feb13 |
120712 |
88.06 |
88.71 |
86.74 |
88.60 |
+0.21 |
4,725 |
28,635 |
-185 |
Mar13 |
120712 |
87.88 |
89.10 |
87.03 |
88.88 |
+0.22 |
4,409 |
38,651 |
-172 |
Apr13 |
120712 |
88.80 |
89.30 |
87.45 |
89.09 |
+0.24 |
1,849 |
15,808 |
+156 |
May13 |
120712 |
89.59 |
89.59 |
87.35 |
89.23 |
+0.25 |
1,289 |
16,673 |
-313 |
Jun13 |
120712 |
88.80 |
89.50 |
87.49 |
89.33 |
+0.25 |
7,475 |
79,226 |
-484 |
Jul13 |
120712 |
87.97 |
89.56 |
87.52 |
89.36 |
+0.23 |
1,233 |
25,592 |
-312 |
Aug13 |
120712 |
89.32 |
89.33 |
89.32 |
89.32 |
+0.21 |
651 |
15,016 |
+103 |
Sep13 |
120712 |
88.95 |
90.01 |
88.82 |
89.23 |
+0.18 |
873 |
21,625 |
+212 |
Oct13 |
120712 |
89.13 |
89.13 |
89.13 |
89.13 |
+0.16 |
409 |
12,872 |
+84 |
Nov13 |
120712 |
89.02 |
89.02 |
89.02 |
89.02 |
+0.13 |
461 |
17,747 |
+0 |
Total Volume and Open Interest |
513,775 |
1,413,415 |
-7,644 |
e-miNY Crude Oil(NYM) |
Jul12 |
120619 |
83.000 |
84.375 |
82.300 |
84.025 |
+0.750 |
4,042 |
1,313 |
-363 |
Aug12 |
120712 |
86.100 |
86.375 |
84.200 |
86.075 |
+0.275 |
8,828 |
2,110 |
-215 |
Sep12 |
120712 |
86.450 |
86.700 |
84.625 |
86.450 |
+0.250 |
638 |
678 |
+56 |
Oct12 |
120712 |
86.100 |
86.800 |
85.200 |
86.800 |
+0.250 |
69 |
82 |
+35 |
Nov12 |
120712 |
87.000 |
87.225 |
86.150 |
87.225 |
+0.200 |
489 |
1,251 |
+489 |
Dec12 |
120712 |
87.300 |
87.725 |
86.050 |
87.725 |
+0.175 |
575 |
1,571 |
+568 |
Jan13 |
120712 |
86.725 |
88.225 |
86.725 |
88.225 |
+0.200 |
85 |
298 |
+79 |
Feb13 |
120712 |
88.600 |
88.600 |
88.600 |
88.600 |
+0.200 |
0 |
74 |
+0 |
Mar13 |
120712 |
88.875 |
88.875 |
88.875 |
88.875 |
+0.225 |
0 |
1 |
+0 |
Apr13 |
120712 |
89.100 |
89.100 |
89.100 |
89.100 |
+0.250 |
0 |
1 |
+0 |
Total Volume and Open Interest |
10,684 |
6,269 |
+1,012 |
Heating Oil(NYM) |
Aug12 |
120712 |
276.10 |
277.91 |
270.85 |
277.33 |
+1.15 |
49,982 |
76,429 |
-3,857 |
Sep12 |
120712 |
276.16 |
277.64 |
270.76 |
277.10 |
+1.11 |
27,622 |
56,280 |
+3,412 |
Oct12 |
120712 |
275.68 |
277.84 |
271.12 |
277.41 |
+1.14 |
11,169 |
31,638 |
+932 |
Nov12 |
120712 |
271.91 |
278.11 |
271.63 |
277.81 |
+1.18 |
6,533 |
23,187 |
+208 |
Dec12 |
120712 |
275.66 |
278.52 |
272.07 |
278.14 |
+1.17 |
12,523 |
44,632 |
+477 |
Jan13 |
120712 |
272.71 |
278.52 |
272.57 |
278.41 |
+1.15 |
4,733 |
21,253 |
+711 |
Feb13 |
120712 |
273.11 |
277.69 |
272.65 |
277.69 |
+1.12 |
2,089 |
10,198 |
+144 |
Mar13 |
120712 |
272.91 |
276.42 |
271.34 |
276.28 |
+1.07 |
2,364 |
16,544 |
+61 |
Apr13 |
120712 |
269.98 |
274.45 |
268.99 |
274.45 |
+1.07 |
2,762 |
18,192 |
+206 |
May13 |
120712 |
273.62 |
277.55 |
273.35 |
277.55 |
+0.92 |
1,146 |
9,643 |
+725 |
Jun13 |
120712 |
272.91 |
277.15 |
272.89 |
277.15 |
+0.91 |
253 |
5,445 |
+50 |
Jul13 |
120712 |
273.11 |
277.45 |
273.11 |
277.45 |
+0.90 |
71 |
2,262 |
+34 |
Aug13 |
120712 |
273.75 |
277.88 |
273.50 |
277.88 |
+0.89 |
20 |
658 |
+11 |
Sep13 |
120712 |
274.00 |
278.28 |
274.00 |
278.28 |
+0.89 |
7 |
349 |
+5 |
Total Volume and Open Interest |
121,587 |
320,968 |
+3,271 |
Gasoline(NYMEX) |
Aug12 |
120712 |
277.26 |
281.44 |
274.14 |
280.62 |
+3.73 |
52,956 |
66,866 |
-4,163 |
Sep12 |
120712 |
265.50 |
267.54 |
261.07 |
266.89 |
+2.67 |
38,745 |
66,215 |
-897 |
Oct12 |
120712 |
242.57 |
247.51 |
241.76 |
247.05 |
+2.18 |
18,942 |
31,119 |
-965 |
Nov12 |
120712 |
241.07 |
242.89 |
237.14 |
242.53 |
+1.71 |
9,894 |
18,760 |
-144 |
Dec12 |
120712 |
239.90 |
241.31 |
235.39 |
240.97 |
+1.54 |
8,842 |
32,430 |
+6 |
Jan13 |
120712 |
239.18 |
241.19 |
235.72 |
240.86 |
+1.42 |
1,553 |
12,097 |
+95 |
Feb13 |
120712 |
237.98 |
241.66 |
236.45 |
241.66 |
+1.26 |
581 |
3,791 |
-97 |
Mar13 |
120712 |
238.53 |
243.33 |
238.36 |
243.33 |
+1.17 |
426 |
4,546 |
-101 |
Apr13 |
120712 |
253.73 |
257.67 |
252.61 |
257.67 |
+1.14 |
219 |
6,064 |
-5 |
May13 |
120712 |
256.89 |
256.89 |
256.89 |
256.89 |
+1.16 |
41 |
1,018 |
+15 |
Total Volume and Open Interest |
132,672 |
253,574 |
-5,870 |
e-miNY RBOB Gasoline(NYM) |
Aug12 |
120712 |
280.60 |
280.62 |
280.60 |
280.60 |
+3.70 |
0 |
3 |
+0 |
Sep12 |
120712 |
266.90 |
266.90 |
266.89 |
266.90 |
+2.70 |
|
|
|
Oct12 |
120712 |
247.10 |
247.10 |
247.05 |
247.10 |
+2.20 |
|
|
|
Nov12 |
120712 |
242.50 |
242.53 |
242.50 |
242.50 |
+1.70 |
|
|
|
Total Volume and Open Interest |
0 |
3 |
+0 |
Natural Gas(NYM) |
Aug12 |
120712 |
2.853 |
2.920 |
2.720 |
2.874 |
+0.021 |
151,161 |
134,736 |
-12,237 |
Sep12 |
120712 |
2.837 |
2.908 |
2.707 |
2.869 |
+0.032 |
59,801 |
227,940 |
-4,201 |
Oct12 |
120712 |
2.880 |
2.931 |
2.744 |
2.894 |
+0.028 |
53,111 |
138,345 |
+5,818 |
Nov12 |
120712 |
3.069 |
3.142 |
2.984 |
3.112 |
+0.018 |
31,847 |
111,220 |
+1,722 |
Dec12 |
120712 |
3.392 |
3.414 |
3.255 |
3.392 |
+0.020 |
18,055 |
54,304 |
-151 |
Jan13 |
120712 |
3.502 |
3.559 |
3.400 |
3.538 |
+0.021 |
21,082 |
102,729 |
-640 |
Feb13 |
120712 |
3.527 |
3.576 |
3.438 |
3.555 |
+0.022 |
4,954 |
26,512 |
-23 |
Mar13 |
120712 |
3.490 |
3.546 |
3.413 |
3.526 |
+0.019 |
8,165 |
48,602 |
-1,361 |
Apr13 |
120712 |
3.495 |
3.521 |
3.394 |
3.505 |
+0.018 |
6,837 |
64,554 |
+603 |
May13 |
120712 |
3.499 |
3.540 |
3.429 |
3.528 |
+0.014 |
1,046 |
16,038 |
+32 |
Jun13 |
120712 |
3.559 |
3.576 |
3.470 |
3.566 |
+0.013 |
1,979 |
7,224 |
-47 |
Jul13 |
120712 |
3.583 |
3.621 |
3.518 |
3.611 |
+0.011 |
1,109 |
12,353 |
-110 |
Aug13 |
120712 |
3.607 |
3.644 |
3.525 |
3.632 |
+0.011 |
1,381 |
9,364 |
+340 |
Sep13 |
120712 |
3.609 |
3.644 |
3.544 |
3.635 |
+0.011 |
1,719 |
7,535 |
-180 |
Oct13 |
120712 |
3.644 |
3.683 |
3.555 |
3.669 |
+0.011 |
2,076 |
36,418 |
+426 |
Nov13 |
120712 |
3.762 |
3.795 |
3.702 |
3.786 |
+0.002 |
1,693 |
17,423 |
-520 |
Total Volume and Open Interest |
367,226 |
1,116,158 |
-10,428 |
Brent Crude Oil(ICE) |
Aug12 |
120712 |
100.64 |
101.36 |
98.51 |
101.07 |
+0.84 |
201,849 |
107,638 |
-15,373 |
Sep12 |
120712 |
100.04 |
100.59 |
97.88 |
100.28 |
+0.59 |
196,273 |
223,894 |
-3,323 |
Oct12 |
120712 |
99.39 |
99.99 |
97.38 |
99.74 |
+0.53 |
94,831 |
167,854 |
+10,673 |
Nov12 |
120712 |
100.07 |
100.07 |
97.23 |
99.52 |
+0.48 |
43,864 |
87,323 |
+3,050 |
Dec12 |
120712 |
98.96 |
99.55 |
97.11 |
99.33 |
+0.42 |
72,122 |
139,400 |
+704 |
Jan13 |
120712 |
98.84 |
99.38 |
97.05 |
99.18 |
+0.36 |
13,272 |
35,460 |
+2,434 |
Feb13 |
120712 |
98.70 |
99.16 |
96.98 |
99.00 |
+0.30 |
5,784 |
19,834 |
-281 |
Mar13 |
120712 |
97.97 |
98.97 |
96.79 |
98.80 |
+0.26 |
5,784 |
32,505 |
-100 |
Apr13 |
120712 |
97.29 |
98.78 |
96.66 |
98.62 |
+0.24 |
3,854 |
14,208 |
+873 |
May13 |
120712 |
97.00 |
98.47 |
97.00 |
98.47 |
+0.22 |
2,895 |
15,425 |
+200 |
Jun13 |
120712 |
97.27 |
98.46 |
96.45 |
98.31 |
+0.19 |
9,708 |
52,368 |
-1,176 |
Jul13 |
120712 |
98.17 |
98.17 |
98.17 |
98.17 |
+0.17 |
1,365 |
10,797 |
+68 |
Aug13 |
120712 |
97.98 |
97.98 |
97.98 |
97.98 |
+0.14 |
1,024 |
11,915 |
-471 |
Sep13 |
120712 |
97.73 |
97.73 |
97.73 |
97.73 |
+0.11 |
1,540 |
11,999 |
+199 |
Total Volume and Open Interest |
673,626 |
1,180,903 |
-4,584 |
Gas Oil(ICE) |
Aug12 |
120712 |
874.75 |
879.25 |
857.25 |
866.00 |
-2.50 |
85,890 |
127,989 |
+529 |
Sep12 |
120712 |
871.75 |
876.00 |
855.00 |
863.25 |
-1.75 |
64,307 |
83,610 |
+600 |
Oct12 |
120712 |
868.75 |
872.75 |
853.25 |
860.50 |
-1.50 |
28,720 |
54,383 |
+976 |
Nov12 |
120712 |
864.50 |
868.75 |
851.75 |
857.50 |
-1.75 |
23,664 |
33,779 |
+1,453 |
Dec12 |
120712 |
862.00 |
867.00 |
849.00 |
854.75 |
-2.00 |
32,714 |
64,301 |
-1,093 |
Jan13 |
120712 |
861.00 |
861.00 |
848.75 |
853.50 |
-2.25 |
4,511 |
22,018 |
+479 |
Feb13 |
120712 |
859.75 |
859.75 |
848.25 |
852.00 |
-2.00 |
1,131 |
16,916 |
-122 |
Mar13 |
120712 |
857.75 |
857.75 |
846.75 |
850.00 |
-1.75 |
1,279 |
15,650 |
+134 |
Apr13 |
120712 |
856.00 |
856.00 |
845.25 |
848.00 |
-1.75 |
1,117 |
11,583 |
-65 |
May13 |
120712 |
853.75 |
854.00 |
843.75 |
846.25 |
-1.25 |
656 |
10,665 |
+247 |
Total Volume and Open Interest |
287,850 |
557,511 |
-6,539 |
Ethanol(CBOT) |
Jul12 |
120705 |
2.417 |
2.419 |
2.388 |
2.398 |
+0.044 |
15 |
82 |
-53 |
Aug12 |
120712 |
2.468 |
2.525 |
2.468 |
2.517 |
+0.077 |
203 |
1,660 |
-49 |
Sep12 |
120712 |
2.449 |
2.490 |
2.445 |
2.479 |
+0.070 |
239 |
1,533 |
+36 |
Oct12 |
120712 |
2.387 |
2.439 |
2.387 |
2.429 |
+0.067 |
77 |
1,547 |
-14 |
Nov12 |
120712 |
2.380 |
2.406 |
2.380 |
2.398 |
+0.064 |
143 |
1,533 |
-7 |
Dec12 |
120712 |
2.370 |
2.407 |
2.368 |
2.392 |
+0.065 |
154 |
1,344 |
-15 |
Jan13 |
120712 |
2.380 |
2.405 |
2.370 |
2.391 |
+0.058 |
89 |
1,228 |
+39 |
Feb13 |
120712 |
2.370 |
2.394 |
2.370 |
2.390 |
+0.060 |
80 |
921 |
+17 |
Total Volume and Open Interest |
1,129 |
11,803 |
+74 |
WTI Crude Oil(ICE) |
Aug12 |
120712 |
85.93 |
86.36 |
84.22 |
86.08 |
+0.27 |
47,687 |
51,661 |
-4,882 |
Sep12 |
120712 |
86.27 |
86.72 |
84.62 |
86.46 |
+0.27 |
20,754 |
55,161 |
+4,563 |
Oct12 |
120712 |
86.35 |
86.95 |
85.05 |
86.80 |
+0.24 |
9,089 |
23,293 |
+306 |
Nov12 |
120712 |
85.87 |
87.40 |
85.49 |
87.22 |
+0.20 |
7,044 |
17,460 |
-271 |
Dec12 |
120712 |
87.53 |
87.91 |
85.91 |
87.73 |
+0.19 |
12,975 |
83,224 |
-344 |
Jan13 |
120712 |
87.70 |
88.23 |
86.60 |
88.23 |
+0.21 |
1,966 |
16,067 |
+38 |
Feb13 |
120712 |
87.36 |
88.73 |
86.97 |
88.60 |
+0.21 |
1,357 |
10,061 |
+18 |
Mar13 |
120712 |
87.35 |
89.00 |
87.25 |
88.88 |
+0.22 |
902 |
7,972 |
+79 |
Apr13 |
120712 |
87.60 |
89.09 |
87.59 |
89.09 |
+0.24 |
530 |
3,652 |
+61 |
May13 |
120712 |
89.23 |
89.23 |
89.23 |
89.23 |
+0.25 |
319 |
2,703 |
+15 |
Jun13 |
120712 |
87.85 |
89.33 |
87.85 |
89.33 |
+0.25 |
1,519 |
25,138 |
-13 |
Jul13 |
120712 |
89.36 |
89.37 |
89.36 |
89.36 |
+0.23 |
175 |
1,870 |
+36 |
Aug13 |
120712 |
89.32 |
89.33 |
89.32 |
89.32 |
+0.21 |
47 |
3,090 |
-2 |
Sep13 |
120712 |
89.23 |
89.24 |
89.23 |
89.23 |
+0.18 |
515 |
6,571 |
+177 |
Oct13 |
120712 |
89.13 |
89.13 |
89.13 |
89.13 |
+0.16 |
9 |
1,444 |
-1 |
Nov13 |
120712 |
89.02 |
89.02 |
89.02 |
89.02 |
+0.13 |
33 |
3,382 |
+18 |
Total Volume and Open Interest |
110,862 |
437,356 |
-2,551 |
US Dollar Index(ICE) |
Sep12 |
120712 |
83.600 |
83.985 |
83.580 |
83.810 |
+0.082 |
18,930 |
64,278 |
-213 |
Dec12 |
120712 |
84.000 |
84.250 |
84.000 |
84.150 |
+0.092 |
6 |
647 |
+0 |
Mar13 |
120712 |
84.510 |
84.510 |
84.510 |
84.510 |
+0.132 |
|
|
|
Total Volume and Open Interest |
18,936 |
64,925 |
-213 |
Australian Dollar(CME) |
Sep12 |
120712 |
101.89 |
101.99 |
100.40 |
100.75 |
-0.86 |
120,335 |
120,521 |
-5,822 |
Dec12 |
120712 |
100.56 |
100.83 |
99.80 |
100.00 |
-0.83 |
4 |
708 |
-2 |
Mar13 |
120712 |
99.34 |
100.12 |
99.34 |
99.34 |
-0.78 |
0 |
4 |
+0 |
Total Volume and Open Interest |
120,339 |
121,235 |
-5,824 |
British Pound(CME) |
Sep12 |
120712 |
155.03 |
155.14 |
153.90 |
154.27 |
-0.58 |
80,723 |
117,019 |
-657 |
Dec12 |
120712 |
154.94 |
154.94 |
154.01 |
154.24 |
-0.57 |
25 |
439 |
+11 |
Mar13 |
120712 |
154.22 |
154.79 |
154.22 |
154.22 |
-0.57 |
0 |
157 |
+0 |
Total Volume and Open Interest |
80,748 |
117,616 |
-646 |
Canadian Dollar(CME) |
Sep12 |
120712 |
97.94 |
98.12 |
97.40 |
98.04 |
+0.31 |
73,885 |
91,648 |
+1,513 |
Dec12 |
120712 |
97.73 |
97.90 |
97.24 |
97.85 |
+0.31 |
329 |
7,053 |
+162 |
Mar13 |
120712 |
97.15 |
97.69 |
97.15 |
97.67 |
+0.30 |
32 |
1,519 |
+10 |
Jun13 |
120712 |
97.52 |
97.52 |
97.21 |
97.52 |
+0.31 |
2 |
333 |
-2 |
Total Volume and Open Interest |
74,249 |
100,606 |
+1,684 |
Japanese Yen(CME) |
Sep12 |
120712 |
125.53 |
126.41 |
125.14 |
126.19 |
+0.54 |
59,739 |
114,952 |
+591 |
Dec12 |
120712 |
125.81 |
126.47 |
125.39 |
126.35 |
+0.54 |
14 |
532 |
+4 |
Mar13 |
120712 |
126.54 |
126.55 |
126.01 |
126.55 |
+0.54 |
1 |
34 |
+1 |
Total Volume and Open Interest |
59,754 |
115,522 |
+596 |
Swiss Franc(CME) |
Sep12 |
120712 |
102.10 |
102.15 |
101.46 |
101.70 |
-0.23 |
35,315 |
57,901 |
-717 |
Dec12 |
120712 |
101.85 |
102.22 |
101.85 |
101.98 |
-0.24 |
1 |
214 |
+1 |
Mar13 |
120712 |
102.28 |
102.50 |
102.28 |
102.28 |
-0.22 |
0 |
2 |
+0 |
Total Volume and Open Interest |
35,316 |
58,117 |
-716 |
EuroFX(CME) |
Sep12 |
120712 |
122.51 |
122.59 |
121.76 |
122.06 |
-0.26 |
226,816 |
324,222 |
+2,470 |
Dec12 |
120712 |
122.68 |
122.68 |
121.99 |
122.22 |
-0.26 |
313 |
1,470 |
+25 |
Mar13 |
120712 |
122.60 |
122.67 |
122.36 |
122.41 |
-0.26 |
4 |
70 |
-16 |
Total Volume and Open Interest |
227,133 |
326,374 |
+2,479 |
Mexican Peso(CME) |
Jul12 |
120712 |
743.8 |
748.8 |
743.8 |
743.8 |
-5.0 |
|
|
|
Aug12 |
120712 |
741.5 |
746.8 |
741.5 |
741.5 |
-5.2 |
|
|
|
Total Volume and Open Interest |
29,264 |
142,469 |
+1,325 |
Brazilian Real(CME) |
Aug12 |
120712 |
487.10 |
489.00 |
485.90 |
488.00 |
-0.50 |
260 |
1,620 |
-110 |
Sep12 |
120712 |
484.60 |
486.30 |
483.00 |
485.40 |
-0.70 |
694 |
2,293 |
-4 |
Oct12 |
120712 |
483.45 |
484.15 |
483.45 |
483.45 |
-0.70 |
|
|
|
Nov12 |
120712 |
481.55 |
482.25 |
481.55 |
481.55 |
-0.70 |
|
|
|
Total Volume and Open Interest |
954 |
17,476 |
-114 |
30-Year T-Bonds(CBOT) |
Sep12 |
120712 |
150~230 |
151~220 |
150~220 |
151~200 |
+0~150 |
241,555 |
638,472 |
-12,718 |
Dec12 |
120712 |
152~070 |
152~260 |
152~060 |
152~240 |
+0~160 |
85 |
3,427 |
+6 |
Mar13 |
120712 |
152~000 |
152~000 |
152~000 |
152~000 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
241,640 |
641,900 |
-12,712 |
10-Year T-Notes(CBOT) |
Sep12 |
120712 |
134~140 |
134~250 |
134~135 |
134~210 |
+0~020 |
626,012 |
1,795,627 |
-3,632 |
Dec12 |
120712 |
133~230 |
133~235 |
133~195 |
133~225 |
+0~030 |
1,567 |
1,674 |
+1,159 |
Mar13 |
120712 |
132~275 |
132~275 |
132~245 |
132~275 |
+0~030 |
|
|
|
Total Volume and Open Interest |
627,579 |
1,797,301 |
-2,473 |
5-Year T-Notes(CBOT) |
Sep12 |
120712 |
124~051 |
124~068 |
124~050 |
124~061 |
+0~002 |
262,356 |
1,132,686 |
+2,614 |
Dec12 |
120712 |
124~024 |
124~024 |
124~023 |
124~024 |
+0~001 |
5 |
10 |
+2 |
Mar13 |
120712 |
123~072 |
123~072 |
123~071 |
123~072 |
+0~001 |
|
|
|
Total Volume and Open Interest |
262,361 |
1,132,696 |
+2,616 |
2 Year T-Notes(CBOT) |
Sep12 |
120712 |
110~026 |
110~030 |
110~026 |
110~029 |
+0~003 |
177,226 |
863,989 |
+8,988 |
Dec12 |
120712 |
110~028 |
110~028 |
110~024 |
110~028 |
+0~004 |
463 |
4,176 |
+453 |
Mar13 |
120712 |
109~094 |
109~094 |
109~090 |
109~094 |
+0~004 |
|
|
|
Total Volume and Open Interest |
177,689 |
868,165 |
+9,441 |
Eurodollars(CME) |
Sep12 |
120712 |
99.585 |
99.610 |
99.580 |
99.595 |
+0.010 |
83,304 |
943,058 |
-2,619 |
Dec12 |
120712 |
99.555 |
99.590 |
99.550 |
99.575 |
+0.020 |
100,587 |
939,107 |
-17,445 |
Mar13 |
120712 |
99.525 |
99.565 |
99.525 |
99.550 |
+0.025 |
73,617 |
677,514 |
+929 |
Jun13 |
120712 |
99.505 |
99.540 |
99.500 |
99.530 |
+0.030 |
58,765 |
641,688 |
-978 |
Sep13 |
120712 |
99.485 |
99.520 |
99.485 |
99.510 |
+0.025 |
47,042 |
655,168 |
-2,777 |
Dec13 |
120712 |
99.455 |
99.490 |
99.455 |
99.485 |
+0.025 |
55,012 |
665,027 |
-5,332 |
Mar14 |
120712 |
99.435 |
99.470 |
99.435 |
99.465 |
+0.020 |
45,413 |
600,670 |
-4,369 |
Jun14 |
120712 |
99.400 |
99.435 |
99.400 |
99.430 |
+0.020 |
37,974 |
463,788 |
-2,345 |
Sep14 |
120712 |
99.350 |
99.385 |
99.350 |
99.380 |
+0.015 |
37,415 |
362,387 |
+1,343 |
Dec14 |
120712 |
99.280 |
99.310 |
99.275 |
99.305 |
+0.015 |
31,511 |
336,222 |
+45 |
Mar15 |
120712 |
99.210 |
99.245 |
99.210 |
99.240 |
+0.015 |
36,354 |
303,290 |
+3,002 |
Jun15 |
120712 |
0.811 |
0.846 |
0.811 |
0.841 |
+0.010 |
30,223 |
258,965 |
-3,217 |
Sep15 |
120712 |
0.711 |
0.736 |
0.706 |
0.731 |
+0.010 |
29,409 |
229,494 |
+3,564 |
Dec15 |
120712 |
0.581 |
0.611 |
0.581 |
0.606 |
+0.010 |
21,225 |
143,592 |
+25 |
Mar16 |
120712 |
0.466 |
0.496 |
0.466 |
0.496 |
+0.015 |
12,424 |
83,956 |
+360 |
Jun16 |
120712 |
0.356 |
0.371 |
0.346 |
0.371 |
+0.015 |
10,789 |
101,992 |
-186 |
Sep16 |
120712 |
0.211 |
0.246 |
0.211 |
0.241 |
+0.015 |
8,118 |
73,206 |
-511 |
Dec16 |
120712 |
0.071 |
0.106 |
0.071 |
0.101 |
+0.020 |
10,410 |
69,458 |
+568 |
Total Volume and Open Interest |
745,756 |
7,785,474 |
-30,719 |
30 Day Federal Funds(CBOT) |
Jul12 |
120712 |
99.835 |
99.835 |
99.832 |
99.835 |
unch |
2,519 |
60,579 |
-520 |
Aug12 |
120712 |
99.840 |
99.840 |
99.835 |
99.840 |
+0.005 |
2,538 |
55,229 |
-722 |
Sep12 |
120712 |
99.840 |
99.845 |
99.835 |
99.840 |
+0.005 |
1,037 |
48,601 |
+8 |
Oct12 |
120712 |
99.840 |
99.845 |
99.835 |
99.840 |
+0.005 |
1,391 |
51,063 |
-175 |
Nov12 |
120712 |
99.840 |
99.845 |
99.835 |
99.840 |
+0.005 |
906 |
36,837 |
+469 |
Dec12 |
120712 |
99.845 |
99.850 |
99.840 |
99.845 |
+0.005 |
927 |
26,077 |
-347 |
Total Volume and Open Interest |
23,221 |
487,622 |
-875 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep12 |
120712 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Dec12 |
120712 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Mar13 |
120712 |
99.677 |
99.677 |
99.677 |
99.677 |
unch |
|
|
|
Jun13 |
120712 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
|
|
|
Sep13 |
120712 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
|
|
|
Dec13 |
120712 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
|
|
|
Mar14 |
120712 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
|
|
|
Jun14 |
120712 |
99.545 |
99.545 |
99.545 |
99.545 |
unch |
|
|
|
Sep14 |
120712 |
99.405 |
99.405 |
99.405 |
99.405 |
unch |
|
|
|
Dec14 |
120712 |
99.580 |
99.580 |
99.580 |
99.580 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Sep12 |
120712 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,785 |
+0 |
Dec12 |
120712 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
515 |
+0 |
Mar13 |
120712 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
185 |
+0 |
Jun13 |
120712 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
202 |
+0 |
Sep13 |
120712 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
305 |
+0 |
Dec13 |
120712 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
384 |
+0 |
Mar14 |
120712 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
344 |
+0 |
Jun14 |
120712 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
3,722 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep12 |
120712 |
144.14 |
144.41 |
144.08 |
144.35 |
+0.21 |
2,180 |
18,828 |
-456 |
Dec12 |
120712 |
143.50 |
143.50 |
143.50 |
143.50 |
+0.21 |
0 |
6 |
+0 |
Mar13 |
120712 |
141.41 |
141.41 |
141.41 |
141.41 |
+0.21 |
|
|
|
Total Volume and Open Interest |
2,180 |
18,834 |
-456 |
Euro-Bund(EUREX) |
Sep12 |
120712 |
144.62 |
145.01 |
144.57 |
144.84 |
+0.20 |
580,717 |
836,808 |
+15,169 |
Dec12 |
120712 |
143.00 |
143.23 |
143.00 |
143.13 |
+0.20 |
6 |
156 |
+0 |
Mar13 |
120712 |
143.13 |
143.13 |
143.13 |
143.13 |
+0.20 |
|
|
|
Total Volume and Open Interest |
580,723 |
836,964 |
+15,169 |
Euro-Bobl(EUREX) |
Sep12 |
120712 |
127.62 |
127.81 |
127.59 |
127.76 |
+0.13 |
360,619 |
583,424 |
-1,466 |
Dec12 |
120712 |
126.05 |
126.16 |
126.04 |
126.14 |
+0.12 |
1 |
121 |
+1 |
Mar13 |
120712 |
126.14 |
126.14 |
126.14 |
126.14 |
+0.12 |
|
|
|
Total Volume and Open Interest |
360,620 |
583,545 |
-1,465 |
3-Mth Euribor(EUREX) |
Sep12 |
120712 |
99.595 |
99.620 |
99.590 |
99.620 |
+0.040 |
0 |
3,208 |
+0 |
Dec12 |
120712 |
99.605 |
99.630 |
99.605 |
99.630 |
+0.035 |
0 |
1,360 |
-100 |
Mar13 |
120712 |
99.615 |
99.625 |
99.615 |
99.625 |
+0.035 |
0 |
1,068 |
+0 |
Total Volume and Open Interest |
0 |
7,042 |
-118 |
Long Gilt(LIFFE) |
Sep12 |
120712 |
120~31 |
121~12 |
120~25 |
121~05 |
+0~10 |
93,476 |
337,432 |
+3,212 |
Dec12 |
120712 |
120~03 |
120~03 |
120~03 |
120~03 |
+0~10 |
0 |
70 |
+0 |
Total Volume and Open Interest |
93,476 |
337,502 |
+3,212 |
3-Mth Short Sterling(LIFFE) |
Sep12 |
120712 |
99.29 |
99.34 |
99.29 |
99.33 |
+0.04 |
30,316 |
377,177 |
+5,359 |
Dec12 |
120712 |
99.35 |
99.40 |
99.34 |
99.38 |
+0.04 |
51,284 |
312,240 |
-7,305 |
Mar13 |
120712 |
99.38 |
99.43 |
99.38 |
99.42 |
+0.05 |
51,724 |
294,885 |
-1,634 |
Jun13 |
120712 |
99.38 |
99.44 |
99.38 |
99.43 |
+0.06 |
42,737 |
297,635 |
-4,646 |
Sep13 |
120712 |
99.39 |
99.44 |
99.38 |
99.43 |
+0.06 |
39,221 |
351,630 |
-4,038 |
Dec13 |
120712 |
99.36 |
99.41 |
99.36 |
99.40 |
+0.05 |
26,045 |
223,964 |
+708 |
Total Volume and Open Interest |
326,688 |
2,528,186 |
-10,822 |
3-Mth Euribor(LIFFE) |
Sep12 |
120712 |
99.580 |
99.625 |
99.580 |
99.620 |
+0.040 |
79,201 |
598,160 |
+8,475 |
Dec12 |
120712 |
99.595 |
99.635 |
99.590 |
99.630 |
+0.035 |
87,112 |
530,617 |
-291 |
Mar13 |
120712 |
99.595 |
99.635 |
99.590 |
99.625 |
+0.035 |
55,751 |
411,793 |
-3,384 |
Total Volume and Open Interest |
575,831 |
3,428,553 |
+12,677 |
3-Mth Aus T-Bills(SFE) |
Sep12 |
120712 |
96.66 |
96.76 |
96.63 |
96.75 |
+0.09 |
12,001 |
171,408 |
-2,369 |
Dec12 |
120712 |
96.92 |
97.09 |
96.90 |
97.07 |
+0.14 |
15,596 |
169,555 |
-2,052 |
Mar13 |
120712 |
97.03 |
97.21 |
96.99 |
97.20 |
+0.16 |
7,937 |
107,408 |
-1,861 |
Jun13 |
120712 |
97.02 |
97.19 |
96.98 |
97.17 |
+0.15 |
3,902 |
82,629 |
-594 |
Sep13 |
120712 |
96.95 |
97.10 |
96.91 |
97.10 |
+0.14 |
1,088 |
53,688 |
-945 |
Dec13 |
120712 |
96.86 |
97.01 |
96.83 |
97.01 |
+0.14 |
1,193 |
39,305 |
+217 |
Mar14 |
120712 |
96.80 |
96.95 |
96.77 |
96.95 |
+0.14 |
344 |
26,150 |
-313 |
Jun14 |
120712 |
96.72 |
96.88 |
96.70 |
96.88 |
+0.13 |
230 |
11,619 |
-24 |
Sep14 |
120712 |
96.80 |
96.82 |
96.80 |
96.82 |
+0.13 |
1 |
1,531 |
+0 |
Dec14 |
120712 |
96.73 |
96.74 |
96.73 |
96.74 |
+0.13 |
1 |
495 |
+0 |
Total Volume and Open Interest |
42,293 |
663,837 |
-7,941 |
10-Year Aus T-Bonds(SFE) |
Sep12 |
120712 |
97.11 |
97.23 |
97.08 |
97.22 |
+0.11 |
51,096 |
378,552 |
+1,621 |
Dec12 |
120712 |
97.22 |
97.22 |
97.22 |
97.22 |
+0.11 |
|
|
|
Total Volume and Open Interest |
51,096 |
378,552 |
+1,621 |
3-Year Aus T-Bonds(SFE) |
Sep12 |
120712 |
97.70 |
97.85 |
97.66 |
97.84 |
+0.14 |
100,399 |
421,226 |
+14,754 |
Dec12 |
120712 |
97.84 |
97.84 |
97.84 |
97.84 |
+0.14 |
|
|
|
Total Volume and Open Interest |
100,399 |
421,226 |
+14,754 |
Gold(CMX) |
Aug12 |
120712 |
1576.3 |
1577.9 |
1554.4 |
1565.3 |
-10.4 |
151,155 |
192,161 |
-10,074 |
Oct12 |
120712 |
1580.0 |
1580.0 |
1557.0 |
1567.6 |
-10.5 |
6,215 |
19,170 |
-955 |
Dec12 |
120712 |
1581.1 |
1581.1 |
1559.5 |
1570.0 |
-10.5 |
15,941 |
110,714 |
+8,693 |
Feb13 |
120712 |
1568.0 |
1581.5 |
1564.7 |
1572.1 |
-10.5 |
1,499 |
20,691 |
-25 |
Apr13 |
120712 |
1571.0 |
1576.0 |
1567.0 |
1574.1 |
-10.5 |
1,016 |
16,278 |
+491 |
Jun13 |
120712 |
1577.3 |
1585.6 |
1576.1 |
1576.1 |
-10.6 |
414 |
18,433 |
+17 |
Aug13 |
120712 |
1578.0 |
1578.1 |
1578.0 |
1578.1 |
-10.6 |
0 |
1,504 |
+0 |
Oct13 |
120712 |
1577.0 |
1580.2 |
1574.0 |
1580.2 |
-10.6 |
51 |
909 |
+51 |
Dec13 |
120712 |
1589.5 |
1589.5 |
1574.8 |
1582.5 |
-10.8 |
119 |
9,401 |
-47 |
Feb14 |
120712 |
1584.9 |
1584.9 |
1584.9 |
1584.9 |
-10.8 |
0 |
5 |
+0 |
Apr14 |
120712 |
1587.3 |
1587.3 |
1587.3 |
1587.3 |
-10.9 |
0 |
1 |
+0 |
Jun14 |
120712 |
1589.7 |
1589.7 |
1589.7 |
1589.7 |
-11.0 |
194 |
8,868 |
+46 |
Total Volume and Open Interest |
177,173 |
429,854 |
-1,706 |
Silver(CMX) |
Jul12 |
120712 |
2676.0 |
2713.6 |
2644.5 |
2713.6 |
+14.1 |
348 |
1,787 |
+6 |
Sep12 |
120712 |
2710.5 |
2735.0 |
2642.5 |
2716.1 |
+13.8 |
34,626 |
63,665 |
+1,155 |
Dec12 |
120712 |
2708.5 |
2738.0 |
2651.0 |
2723.9 |
+13.8 |
3,901 |
25,754 |
-128 |
Mar13 |
120712 |
2707.5 |
2740.0 |
2661.5 |
2728.8 |
+13.9 |
216 |
4,439 |
-45 |
May13 |
120712 |
2730.7 |
2730.7 |
2730.7 |
2730.7 |
+13.8 |
15 |
2,461 |
+0 |
Jul13 |
120712 |
2729.5 |
2736.0 |
2724.0 |
2731.8 |
+13.8 |
22 |
3,948 |
-5 |
Sep13 |
120712 |
2706.5 |
2740.0 |
2706.5 |
2732.8 |
+13.9 |
2 |
2,228 |
+1 |
Total Volume and Open Interest |
39,338 |
124,109 |
+1,012 |
Platinum(NYMEX) |
Jul12 |
120712 |
1409.8 |
1409.8 |
1409.8 |
1409.8 |
-19.1 |
4 |
32 |
-28 |
Oct12 |
120712 |
1428.9 |
1431.0 |
1405.7 |
1412.5 |
-19.1 |
5,648 |
46,822 |
-29 |
Jan13 |
120712 |
1425.5 |
1425.5 |
1414.0 |
1415.8 |
-19.2 |
99 |
1,836 |
+61 |
Apr13 |
120712 |
1419.2 |
1419.2 |
1419.2 |
1419.2 |
-19.2 |
0 |
17 |
+0 |
Total Volume and Open Interest |
5,751 |
48,715 |
+4 |
Palladium(NYMEX) |
Sep12 |
120712 |
581.85 |
582.25 |
572.00 |
574.80 |
-8.15 |
2,190 |
21,148 |
-333 |
Dec12 |
120712 |
574.65 |
581.20 |
574.65 |
576.05 |
-8.10 |
67 |
1,019 |
+65 |
Mar13 |
120712 |
576.10 |
576.10 |
576.10 |
576.10 |
-8.10 |
|
|
|
Total Volume and Open Interest |
2,257 |
22,172 |
-268 |
Copper(CMX) |
Jul12 |
120712 |
341.85 |
342.70 |
338.40 |
341.15 |
-3.15 |
1,027 |
2,757 |
-434 |
Sep12 |
120712 |
343.05 |
343.90 |
338.45 |
341.50 |
-3.25 |
40,283 |
81,231 |
-1,711 |
Dec12 |
120712 |
344.60 |
344.90 |
339.45 |
342.40 |
-3.35 |
3,062 |
32,187 |
+396 |
Mar13 |
120712 |
340.65 |
344.25 |
340.65 |
343.20 |
-3.35 |
580 |
6,940 |
+101 |
May13 |
120712 |
341.90 |
343.60 |
341.90 |
343.60 |
-3.45 |
75 |
1,561 |
+72 |
Total Volume and Open Interest |
45,901 |
134,099 |
-1,697 |
DJIA Index(CBOT) |
Sep12 |
120712 |
12550 |
12550 |
12425 |
12502 |
-34 |
240 |
12,684 |
-77 |
Dec12 |
120712 |
12424 |
12464 |
12424 |
12424 |
-40 |
0 |
6 |
+0 |
Mar13 |
120712 |
12357 |
12397 |
12357 |
12357 |
-40 |
|
|
|
Jun13 |
120712 |
12281 |
12321 |
12281 |
12281 |
-40 |
|
|
|
Total Volume and Open Interest |
240 |
12,690 |
-77 |
E-mini DJIA Index(CBOT) |
Sep12 |
120712 |
12538 |
12564 |
12425 |
12502 |
-34 |
151,052 |
86,473 |
-953 |
Dec12 |
120712 |
12476 |
12504 |
12360 |
12424 |
-40 |
16 |
48 |
+9 |
Mar13 |
120712 |
12357 |
12357 |
12357 |
12357 |
-40 |
0 |
1 |
+0 |
Jun13 |
120712 |
12281 |
12281 |
12281 |
12281 |
-40 |
0 |
38 |
+0 |
Total Volume and Open Interest |
151,068 |
86,560 |
-944 |
S & P 500(CME) |
Sep12 |
120712 |
1336.80 |
1339.40 |
1320.00 |
1329.20 |
-7.10 |
14,537 |
222,681 |
+1,702 |
Dec12 |
120712 |
1322.10 |
1322.10 |
1315.30 |
1322.10 |
-7.20 |
10 |
11,849 |
-10 |
Mar13 |
120712 |
1315.50 |
1315.70 |
1308.70 |
1315.50 |
-7.20 |
30 |
296 |
+20 |
Jun13 |
120712 |
1309.00 |
1309.30 |
1302.30 |
1309.00 |
-7.30 |
0 |
14 |
+0 |
Total Volume and Open Interest |
14,577 |
234,840 |
+1,712 |
S & P 500 E-Mini(Globex) |
Sep12 |
120712 |
1336.50 |
1339.50 |
1319.75 |
1329.25 |
-7.00 |
2,020,477 |
2,779,384 |
+28,538 |
Dec12 |
120712 |
1330.50 |
1331.50 |
1313.25 |
1322.00 |
-7.25 |
2,419 |
15,500 |
+190 |
Total Volume and Open Interest |
2,023,364 |
2,795,931 |
+28,985 |
NASDAQ 100(CME) |
Sep12 |
120712 |
2563.30 |
2568.80 |
2516.00 |
2537.80 |
-23.70 |
796 |
5,687 |
-222 |
Dec12 |
120712 |
2531.00 |
2533.00 |
2517.00 |
2531.00 |
-23.80 |
|
|
|
Mar13 |
120712 |
2525.50 |
2549.30 |
2525.50 |
2525.50 |
-23.80 |
|
|
|
Total Volume and Open Interest |
796 |
5,687 |
-222 |
NASDAQ 100 E-Mini(Globex) |
Sep12 |
120712 |
2563.50 |
2569.80 |
2516.50 |
2537.80 |
-23.70 |
250,297 |
348,887 |
-6,912 |
Dec12 |
120712 |
2510.30 |
2531.00 |
2510.30 |
2531.00 |
-23.80 |
2 |
49 |
-2 |
Total Volume and Open Interest |
250,299 |
348,944 |
-6,914 |
S & P Midcap 400(CME) |
Sep12 |
120712 |
926.40 |
928.00 |
912.00 |
926.40 |
-1.60 |
0 |
1,035 |
+0 |
Dec12 |
120712 |
925.95 |
926.00 |
924.40 |
924.40 |
-1.60 |
|
|
|
Mar13 |
120712 |
922.40 |
924.00 |
922.40 |
922.40 |
-1.60 |
|
|
|
Total Volume and Open Interest |
0 |
1,035 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep12 |
120712 |
8890 |
8890 |
8670 |
8720 |
-155 |
4,765 |
29,674 |
-27 |
Dec12 |
120712 |
8680 |
8680 |
8680 |
8680 |
-155 |
0 |
6 |
+0 |
Total Volume and Open Interest |
4,765 |
29,680 |
-27 |
Nikkei 225(SGX) |
Sep12 |
120712 |
8835 |
8880 |
8695 |
8705 |
-140 |
74,651 |
175,559 |
+4,272 |
Dec12 |
120712 |
8790 |
8790 |
8645 |
8645 |
-140 |
315 |
9,013 |
+277 |
Mar13 |
120712 |
8635 |
8635 |
8635 |
8635 |
-140 |
0 |
48 |
+0 |
Total Volume and Open Interest |
75,597 |
199,623 |
+4,626 |
CAC 40(EURONEXT) |
Jul12 |
120712 |
3146.5 |
3160.0 |
3117.5 |
3135.5 |
-22.0 |
82,177 |
317,780 |
-2,503 |
Aug12 |
120712 |
3141.5 |
3159.0 |
3121.5 |
3135.0 |
-22.5 |
108 |
8,243 |
+209 |
Sep12 |
120712 |
3139.5 |
3152.5 |
3112.5 |
3129.5 |
-22.5 |
132 |
32,967 |
-21 |
Total Volume and Open Interest |
82,417 |
359,130 |
-2,315 |
Hang Seng Index(HKFE) |
Jul12 |
120712 |
19338 |
19388 |
18981 |
19031 |
-364 |
59,454 |
90,643 |
+1,493 |
Aug12 |
120712 |
19301 |
19301 |
18947 |
18990 |
-360 |
452 |
1,321 |
+165 |
Sep12 |
120712 |
19214 |
19214 |
18876 |
18910 |
-363 |
213 |
4,236 |
-17 |
Total Volume and Open Interest |
60,315 |
99,146 |
+1,668 |
DAX(EUREX) |
Sep12 |
120712 |
6428.0 |
6463.0 |
6367.0 |
6425.0 |
-26.5 |
141,362 |
166,445 |
-68 |
Dec12 |
120712 |
6470.0 |
6470.0 |
6380.0 |
6426.5 |
-26.5 |
100 |
8,024 |
+52 |
Mar13 |
120712 |
6388.0 |
6429.5 |
6388.0 |
6429.5 |
-27.0 |
3 |
495 |
+1 |
Total Volume and Open Interest |
141,465 |
174,964 |
-15 |
FT-SE 100(EURONEXT) |
Sep12 |
120712 |
5624.00 |
5627.00 |
5543.00 |
5569.00 |
-41.50 |
85,335 |
623,742 |
+415 |
Dec12 |
120712 |
5562.50 |
5573.00 |
5539.00 |
5539.00 |
-41.50 |
9 |
588 |
+0 |
Mar13 |
120712 |
5506.00 |
5513.50 |
5488.50 |
5498.50 |
-42.50 |
10 |
130 |
+0 |
Total Volume and Open Interest |
85,354 |
624,460 |
+415 |
SPI 200(SFE) |
Sep12 |
120712 |
4062.0 |
4077.0 |
4025.0 |
4038.0 |
-26.0 |
19,982 |
228,081 |
-428 |
Dec12 |
120712 |
4037.0 |
4037.0 |
4037.0 |
4037.0 |
-25.0 |
27 |
4,904 |
+0 |
Mar13 |
120712 |
4001.0 |
4001.0 |
4001.0 |
4001.0 |
-25.0 |
30 |
1,541 |
-26 |
Total Volume and Open Interest |
20,198 |
237,817 |
-310 |
GSCI(CME) |
Jul12 |
120712 |
609.00 |
617.75 |
608.30 |
615.50 |
+5.40 |
1,640 |
5,201 |
-1,377 |
Aug12 |
120712 |
607.50 |
616.00 |
606.35 |
613.90 |
+5.15 |
1,455 |
3,420 |
+1,392 |
Sep12 |
120712 |
613.00 |
614.75 |
606.00 |
613.00 |
+5.00 |
|
|
|
Total Volume and Open Interest |
3,095 |
8,621 |
+15 |
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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