|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon July 16, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug12 |
120716 |
1613.00 |
1636.00 |
1610.00 |
1633.75 |
+39.00 |
29,771 |
74,608 |
-3,860 |
Sep12 |
120716 |
1584.50 |
1613.50 |
1583.50 |
1609.50 |
+40.00 |
5,411 |
37,603 |
+614 |
Nov12 |
120716 |
1569.50 |
1598.50 |
1568.00 |
1590.50 |
+38.00 |
118,121 |
391,411 |
+7,257 |
Jan13 |
120716 |
1564.00 |
1593.25 |
1564.00 |
1586.25 |
+38.00 |
9,318 |
84,427 |
+1,125 |
Mar13 |
120716 |
1513.50 |
1540.75 |
1499.25 |
1534.75 |
+35.50 |
6,028 |
89,227 |
-151 |
May13 |
120716 |
1460.00 |
1485.25 |
1447.00 |
1479.00 |
+32.00 |
5,914 |
69,059 |
+634 |
Jul13 |
120716 |
1450.00 |
1476.25 |
1438.75 |
1471.75 |
+33.00 |
6,724 |
52,742 |
+2,622 |
Aug13 |
120716 |
1438.25 |
1446.00 |
1414.75 |
1446.00 |
+31.25 |
0 |
221 |
+0 |
Sep13 |
120716 |
1394.00 |
1394.00 |
1367.75 |
1394.00 |
+26.25 |
16 |
329 |
+9 |
Nov13 |
120716 |
1322.00 |
1345.00 |
1317.75 |
1340.50 |
+22.75 |
557 |
21,570 |
+29 |
Jan14 |
120716 |
1344.75 |
1344.75 |
1322.75 |
1344.75 |
+22.00 |
9 |
188 |
+0 |
Mar14 |
120716 |
1340.00 |
1342.00 |
1319.75 |
1342.00 |
+22.25 |
0 |
9 |
+0 |
May14 |
120716 |
1342.00 |
1342.00 |
1319.75 |
1342.00 |
+22.25 |
0 |
1 |
+0 |
Jul14 |
120716 |
1346.00 |
1346.00 |
1323.75 |
1346.00 |
+22.25 |
0 |
9 |
+0 |
Total Volume and Open Interest |
183,836 |
822,467 |
+7,352 |
Soybean Meal(CBOT) |
Aug12 |
120716 |
478.00 |
490.60 |
478.00 |
487.30 |
+13.20 |
23,010 |
44,546 |
+281 |
Sep12 |
120716 |
470.00 |
483.60 |
470.00 |
478.40 |
+12.80 |
7,002 |
36,948 |
+1,114 |
Oct12 |
120716 |
465.90 |
474.80 |
465.40 |
468.00 |
+10.80 |
2,655 |
20,598 |
+436 |
Dec12 |
120716 |
458.10 |
470.70 |
458.00 |
463.80 |
+10.40 |
28,426 |
117,603 |
-25 |
Jan13 |
120716 |
453.30 |
464.60 |
453.30 |
458.30 |
+9.90 |
1,648 |
8,572 |
+181 |
Mar13 |
120716 |
437.70 |
440.90 |
435.20 |
437.40 |
+10.00 |
2,384 |
11,569 |
+408 |
May13 |
120716 |
410.00 |
419.00 |
406.40 |
414.80 |
+8.40 |
1,505 |
9,449 |
-260 |
Jul13 |
120716 |
406.70 |
414.00 |
402.40 |
410.30 |
+7.90 |
1,070 |
8,549 |
+51 |
Aug13 |
120716 |
400.90 |
404.40 |
391.90 |
399.70 |
+7.80 |
20 |
427 |
-5 |
Sep13 |
120716 |
382.50 |
388.90 |
378.20 |
388.90 |
+7.80 |
10 |
459 |
+0 |
Total Volume and Open Interest |
68,050 |
265,066 |
+2,003 |
Soybean Oil(CBOT) |
Aug12 |
120716 |
54.11 |
54.69 |
53.98 |
54.65 |
+0.95 |
24,645 |
56,899 |
-2,529 |
Sep12 |
120716 |
54.29 |
54.88 |
54.20 |
54.87 |
+0.96 |
7,094 |
42,987 |
+305 |
Oct12 |
120716 |
54.54 |
55.07 |
54.52 |
55.07 |
+0.96 |
2,125 |
19,193 |
+50 |
Dec12 |
120716 |
54.90 |
55.50 |
54.79 |
55.49 |
+0.95 |
40,570 |
142,057 |
-1,832 |
Jan13 |
120716 |
55.37 |
55.79 |
55.11 |
55.78 |
+0.94 |
4,175 |
24,452 |
+451 |
Mar13 |
120716 |
55.52 |
56.07 |
55.52 |
56.07 |
+0.97 |
2,181 |
19,663 |
-242 |
May13 |
120716 |
55.67 |
56.15 |
55.67 |
56.15 |
+0.97 |
2,303 |
11,600 |
+508 |
Jul13 |
120716 |
55.67 |
56.22 |
55.55 |
56.18 |
+1.00 |
1,932 |
7,095 |
+259 |
Aug13 |
120716 |
55.99 |
56.16 |
55.15 |
56.16 |
+1.01 |
569 |
1,557 |
+251 |
Sep13 |
120716 |
56.06 |
56.06 |
55.07 |
56.06 |
+0.99 |
152 |
1,057 |
+16 |
Total Volume and Open Interest |
87,516 |
333,337 |
-2,027 |
Canola(WCE) |
Jul12 |
120713 |
683.9 |
683.9 |
683.9 |
683.9 |
+2.4 |
|
|
|
Nov12 |
120716 |
630.0 |
635.6 |
628.9 |
634.5 |
+10.6 |
9,196 |
157,971 |
+320 |
Jan13 |
120716 |
633.0 |
638.4 |
630.8 |
637.3 |
+11.6 |
2,372 |
28,344 |
+672 |
Mar13 |
120716 |
633.0 |
637.0 |
630.5 |
635.9 |
+12.7 |
773 |
13,027 |
-66 |
May13 |
120716 |
628.9 |
634.5 |
626.8 |
632.8 |
+13.4 |
866 |
16,513 |
+666 |
Total Volume and Open Interest |
13,408 |
220,171 |
+1,635 |
Corn(CBOT) |
Sep12 |
120716 |
750.00 |
780.25 |
749.25 |
776.75 |
+36.25 |
78,493 |
366,349 |
+1,557 |
Dec12 |
120716 |
750.00 |
778.50 |
749.25 |
772.50 |
+32.25 |
189,854 |
483,194 |
+7,174 |
Mar13 |
120716 |
749.75 |
778.50 |
749.75 |
772.50 |
+30.75 |
24,053 |
125,998 |
+2,449 |
May13 |
120716 |
746.00 |
773.75 |
738.25 |
767.50 |
+29.25 |
5,994 |
20,508 |
+350 |
Jul13 |
120716 |
739.00 |
764.25 |
732.00 |
758.50 |
+26.50 |
12,838 |
54,221 |
+308 |
Sep13 |
120716 |
657.00 |
676.00 |
657.00 |
670.00 |
+11.75 |
1,145 |
7,586 |
+326 |
Dec13 |
120716 |
628.50 |
645.75 |
626.00 |
638.75 |
+12.75 |
4,857 |
51,291 |
-151 |
Mar14 |
120716 |
632.75 |
647.00 |
631.00 |
641.75 |
+10.75 |
53 |
1,147 |
+19 |
May14 |
120716 |
639.00 |
645.00 |
634.25 |
645.00 |
+10.75 |
5 |
332 |
+4 |
Jul14 |
120716 |
637.00 |
648.00 |
637.00 |
643.75 |
+6.75 |
6 |
960 |
+0 |
Total Volume and Open Interest |
319,839 |
1,116,310 |
+10,320 |
Wheat(CBOT) |
Sep12 |
120716 |
858.50 |
889.00 |
856.25 |
884.50 |
+36.75 |
53,459 |
174,529 |
+2,693 |
Dec12 |
120716 |
871.25 |
901.75 |
871.00 |
897.75 |
+35.25 |
37,148 |
154,532 |
+4,240 |
Mar13 |
120716 |
880.00 |
908.25 |
880.00 |
903.75 |
+31.75 |
10,110 |
42,163 |
-371 |
May13 |
120716 |
882.75 |
898.00 |
882.00 |
891.75 |
+25.50 |
2,829 |
13,147 |
+123 |
Jul13 |
120716 |
834.00 |
849.00 |
832.75 |
841.00 |
+10.75 |
10,118 |
40,811 |
+1,437 |
Sep13 |
120716 |
838.00 |
845.00 |
836.25 |
839.50 |
+8.75 |
193 |
489 |
-7 |
Total Volume and Open Interest |
116,014 |
447,906 |
+8,361 |
Wheat(KCBT) |
Sep12 |
120716 |
860.00 |
890.50 |
857.75 |
884.50 |
+33.50 |
16,792 |
77,541 |
+1,464 |
Dec12 |
120716 |
877.25 |
909.25 |
877.00 |
903.00 |
+32.00 |
7,563 |
46,830 |
+828 |
Mar13 |
120716 |
882.00 |
917.25 |
882.00 |
910.50 |
+30.50 |
1,594 |
11,198 |
+302 |
May13 |
120716 |
899.75 |
917.00 |
899.25 |
905.50 |
+22.50 |
492 |
5,283 |
-113 |
Jul13 |
120716 |
850.00 |
868.00 |
850.00 |
857.50 |
+6.00 |
1,077 |
11,552 |
+131 |
Sep13 |
120716 |
859.00 |
865.25 |
857.50 |
857.50 |
+5.00 |
28 |
370 |
+9 |
Total Volume and Open Interest |
27,641 |
153,425 |
+2,622 |
Wheat(MGE) |
Jul12 |
120713 |
935.25 |
935.25 |
935.25 |
935.25 |
+2.50 |
0 |
16 |
+0 |
Sep12 |
120716 |
953.50 |
989.50 |
953.50 |
983.00 |
+33.50 |
3,340 |
16,688 |
-122 |
Dec12 |
120716 |
948.25 |
984.75 |
948.25 |
978.50 |
+36.75 |
1,475 |
14,088 |
+640 |
Mar13 |
120716 |
955.25 |
986.50 |
955.25 |
980.75 |
+34.25 |
637 |
3,051 |
-37 |
May13 |
120716 |
960.00 |
983.00 |
960.00 |
977.25 |
+35.75 |
111 |
861 |
+4 |
Total Volume and Open Interest |
5,636 |
35,216 |
+492 |
Oats(CBOT) |
Sep12 |
120716 |
375.00 |
386.00 |
372.50 |
380.25 |
+7.75 |
160 |
2,389 |
-34 |
Dec12 |
120716 |
377.50 |
388.50 |
374.50 |
382.25 |
+7.75 |
566 |
7,438 |
+4 |
Mar13 |
120716 |
386.75 |
386.75 |
379.00 |
386.75 |
+7.75 |
17 |
99 |
+13 |
May13 |
120716 |
392.25 |
392.25 |
381.00 |
392.25 |
+11.25 |
|
|
|
Total Volume and Open Interest |
744 |
9,926 |
-18 |
Rough Rice(CBOT) |
Jul12 |
120713 |
14.85 |
14.86 |
14.85 |
14.86 |
+0.14 |
58 |
60 |
-13 |
Sep12 |
120716 |
15.28 |
15.77 |
15.28 |
15.64 |
+0.36 |
495 |
10,166 |
-83 |
Nov12 |
120716 |
15.55 |
16.01 |
15.55 |
15.90 |
+0.35 |
42 |
2,108 |
+22 |
Jan13 |
120716 |
16.00 |
16.25 |
15.82 |
16.17 |
+0.35 |
2 |
192 |
-2 |
Total Volume and Open Interest |
587 |
12,630 |
-83 |
Live Cattle(CME) |
Aug12 |
120716 |
117.200 |
117.450 |
116.285 |
116.800 |
-0.400 |
33,790 |
85,771 |
-10,031 |
Oct12 |
120716 |
121.450 |
121.500 |
120.250 |
120.550 |
-0.900 |
25,432 |
100,583 |
+8,172 |
Dec12 |
120716 |
124.700 |
124.900 |
124.080 |
124.500 |
-0.400 |
7,588 |
68,180 |
+1,395 |
Feb13 |
120716 |
128.000 |
128.500 |
127.730 |
128.285 |
-0.165 |
3,641 |
27,264 |
+531 |
Apr13 |
120716 |
131.285 |
131.435 |
130.630 |
131.250 |
unch |
2,286 |
12,749 |
-2 |
Jun13 |
120716 |
128.750 |
129.550 |
128.485 |
129.550 |
+0.450 |
1,068 |
3,731 |
+308 |
Total Volume and Open Interest |
73,919 |
299,932 |
+345 |
Feeder Cattle(CME) |
Aug12 |
120716 |
136.630 |
136.630 |
136.000 |
136.000 |
-3.000 |
3,753 |
14,151 |
-745 |
Sep12 |
120716 |
139.185 |
139.600 |
139.150 |
139.150 |
-3.000 |
2,342 |
7,268 |
+169 |
Oct12 |
120716 |
142.150 |
142.150 |
141.300 |
141.300 |
-3.000 |
1,570 |
6,442 |
+296 |
Nov12 |
120716 |
143.685 |
143.685 |
142.550 |
142.550 |
-3.000 |
1,592 |
3,736 |
+46 |
Jan13 |
120716 |
146.000 |
146.000 |
145.380 |
145.380 |
-3.000 |
1,237 |
3,263 |
+113 |
Mar13 |
120716 |
148.935 |
148.935 |
148.100 |
148.100 |
-3.000 |
498 |
505 |
-117 |
Apr13 |
120716 |
149.500 |
149.500 |
149.500 |
149.500 |
-3.000 |
112 |
106 |
+34 |
Total Volume and Open Interest |
11,144 |
35,557 |
-200 |
Lean Hogs(CME) |
Aug12 |
120716 |
90.580 |
90.800 |
89.680 |
90.430 |
+0.030 |
26,304 |
46,007 |
-4,723 |
Oct12 |
120716 |
79.600 |
79.975 |
78.700 |
79.200 |
-0.275 |
18,471 |
71,175 |
+2,359 |
Dec12 |
120716 |
77.475 |
77.475 |
76.180 |
76.885 |
-0.115 |
8,466 |
53,035 |
-158 |
Feb13 |
120716 |
81.750 |
81.930 |
80.700 |
81.800 |
+0.265 |
4,194 |
24,390 |
-69 |
Apr13 |
120716 |
85.300 |
85.650 |
84.635 |
85.635 |
+0.455 |
2,358 |
16,868 |
-129 |
May13 |
120716 |
90.450 |
91.000 |
90.450 |
91.000 |
-0.035 |
35 |
728 |
+7 |
Jun13 |
120716 |
93.385 |
93.500 |
92.650 |
93.500 |
+0.200 |
882 |
9,368 |
-40 |
Jul13 |
120716 |
94.100 |
94.100 |
92.830 |
93.050 |
-0.300 |
641 |
2,921 |
+228 |
Total Volume and Open Interest |
65,978 |
236,413 |
-4,147 |
Class III Milk(CME) |
Jul12 |
120716 |
16.70 |
16.73 |
16.67 |
16.72 |
-0.01 |
105 |
3,757 |
-10 |
Aug12 |
120716 |
18.22 |
18.25 |
18.13 |
18.19 |
-0.03 |
668 |
4,817 |
+4 |
Sep12 |
120716 |
18.84 |
19.28 |
18.84 |
19.20 |
+0.32 |
366 |
3,449 |
+37 |
Oct12 |
120716 |
18.69 |
18.92 |
18.63 |
18.89 |
+0.20 |
251 |
3,168 |
+39 |
Nov12 |
120716 |
18.67 |
18.75 |
18.55 |
18.73 |
+0.13 |
227 |
2,902 |
+133 |
Total Volume and Open Interest |
2,266 |
23,427 |
+551 |
Cocoa(ICE) |
Jul12 |
120716 |
2197 |
2197 |
2197 |
2197 |
-13 |
4 |
30 |
+0 |
Sep12 |
120716 |
2217 |
2236 |
2176 |
2197 |
-19 |
22,649 |
69,982 |
-850 |
Dec12 |
120716 |
2234 |
2251 |
2195 |
2216 |
-17 |
9,370 |
43,798 |
-156 |
Mar13 |
120716 |
2245 |
2266 |
2210 |
2232 |
-17 |
6,567 |
32,731 |
+1,265 |
May13 |
120716 |
2255 |
2265 |
2225 |
2246 |
-16 |
2,160 |
14,603 |
-268 |
Jul13 |
120716 |
2268 |
2275 |
2248 |
2261 |
-12 |
600 |
7,430 |
+191 |
Sep13 |
120716 |
2271 |
2271 |
2271 |
2271 |
-12 |
128 |
4,424 |
-51 |
Total Volume and Open Interest |
41,529 |
184,104 |
+160 |
Coffee "C"(ICE) |
Jul12 |
120716 |
186.80 |
186.80 |
180.60 |
182.55 |
-1.90 |
12 |
37 |
-7 |
Sep12 |
120716 |
185.65 |
188.20 |
183.05 |
183.95 |
-2.15 |
13,212 |
72,252 |
-1,494 |
Dec12 |
120716 |
189.45 |
191.00 |
186.30 |
187.15 |
-2.05 |
4,650 |
36,999 |
-41 |
Mar13 |
120716 |
192.65 |
193.85 |
189.75 |
190.60 |
-2.05 |
1,726 |
18,035 |
+363 |
May13 |
120716 |
194.95 |
195.85 |
192.90 |
192.90 |
-2.05 |
388 |
5,366 |
+7 |
Jul13 |
120716 |
196.00 |
196.30 |
194.80 |
194.80 |
-2.00 |
83 |
3,568 |
+0 |
Total Volume and Open Interest |
20,233 |
138,488 |
-1,191 |
Orange Juice(ICE) |
Sep12 |
120716 |
122.55 |
123.25 |
116.65 |
117.95 |
-4.60 |
590 |
13,483 |
-45 |
Nov12 |
120716 |
121.40 |
121.40 |
115.20 |
116.55 |
-4.05 |
89 |
4,909 |
+28 |
Jan13 |
120716 |
118.75 |
118.75 |
115.50 |
116.55 |
-3.85 |
3 |
1,639 |
-2 |
Mar13 |
120716 |
115.90 |
116.35 |
115.80 |
116.35 |
-4.15 |
0 |
1,156 |
+0 |
May13 |
120716 |
116.25 |
116.25 |
116.25 |
116.25 |
-4.00 |
0 |
176 |
+0 |
Jul13 |
120716 |
116.50 |
116.50 |
116.50 |
116.50 |
-4.00 |
0 |
10 |
+0 |
Total Volume and Open Interest |
682 |
21,375 |
-19 |
Sugar #11(ICE) |
Oct12 |
120716 |
22.73 |
22.92 |
22.32 |
22.77 |
+0.04 |
54,713 |
317,502 |
-3,584 |
Mar13 |
120716 |
23.19 |
23.27 |
22.80 |
23.22 |
+0.02 |
21,353 |
160,769 |
+298 |
May13 |
120716 |
22.88 |
23.06 |
22.63 |
23.00 |
+0.01 |
9,769 |
46,861 |
+737 |
Jul13 |
120716 |
22.65 |
22.81 |
22.40 |
22.75 |
-0.01 |
7,781 |
70,909 |
-141 |
Oct13 |
120716 |
22.54 |
22.69 |
22.29 |
22.63 |
-0.02 |
3,442 |
32,376 |
+485 |
Mar14 |
120716 |
22.62 |
22.65 |
22.34 |
22.62 |
unch |
882 |
26,113 |
+145 |
May14 |
120716 |
22.26 |
22.32 |
22.02 |
22.29 |
+0.05 |
158 |
6,752 |
+12 |
Jul14 |
120716 |
21.80 |
22.09 |
21.80 |
22.05 |
+0.06 |
55 |
5,583 |
-35 |
Total Volume and Open Interest |
98,172 |
674,174 |
-2,074 |
London Cocoa(LCE) |
Jul12 |
120716 |
1540 |
1550 |
1518 |
1518 |
-22 |
6,666 |
8,299 |
-2,057 |
Sep12 |
120716 |
1533 |
1538 |
1499 |
1502 |
-27 |
11,713 |
48,503 |
+1,160 |
Dec12 |
120716 |
1530 |
1532 |
1501 |
1504 |
-22 |
3,705 |
53,371 |
+473 |
Mar13 |
120716 |
1515 |
1519 |
1488 |
1492 |
-20 |
2,245 |
50,067 |
-119 |
May13 |
120716 |
1504 |
1510 |
1491 |
1493 |
-15 |
700 |
19,405 |
+1,188 |
Jul13 |
120716 |
1511 |
1512 |
1495 |
1497 |
-15 |
709 |
9,283 |
+598 |
Sep13 |
120716 |
1508 |
1508 |
1495 |
1498 |
-15 |
429 |
5,175 |
-67 |
Total Volume and Open Interest |
26,243 |
201,897 |
+1,479 |
London Sugar(LCE) |
Oct12 |
120716 |
610.80 |
617.50 |
606.30 |
616.10 |
+2.40 |
3,389 |
22,860 |
+563 |
Dec12 |
120716 |
596.00 |
602.30 |
591.30 |
599.70 |
+1.30 |
463 |
9,464 |
-162 |
Mar13 |
120716 |
601.50 |
607.60 |
596.60 |
605.10 |
+0.80 |
255 |
9,969 |
+328 |
May13 |
120716 |
599.90 |
603.70 |
595.10 |
602.50 |
+0.30 |
75 |
3,006 |
-4 |
Aug13 |
120716 |
597.40 |
597.40 |
589.30 |
595.10 |
-0.30 |
496 |
1,545 |
+41 |
Total Volume and Open Interest |
6,819 |
54,627 |
-3,057 |
Cotton(ICE) |
Oct12 |
120716 |
71.73 |
72.30 |
71.42 |
72.30 |
+0.54 |
116 |
480 |
-3 |
Dec12 |
120716 |
72.50 |
73.40 |
72.10 |
73.30 |
+0.64 |
13,759 |
136,171 |
+2,784 |
Mar13 |
120716 |
74.05 |
74.30 |
73.28 |
74.17 |
+0.40 |
1,395 |
23,945 |
+465 |
May13 |
120716 |
74.58 |
75.06 |
74.20 |
74.93 |
+0.37 |
182 |
4,463 |
-37 |
Jul13 |
120716 |
75.38 |
76.00 |
75.09 |
75.88 |
+0.52 |
141 |
5,814 |
+36 |
Oct13 |
120716 |
77.77 |
77.77 |
77.77 |
77.77 |
+0.38 |
0 |
3 |
+0 |
Total Volume and Open Interest |
15,669 |
172,513 |
+3,256 |
Lumber(CME) |
Sep12 |
120716 |
291.7 |
291.8 |
285.5 |
285.7 |
-5.4 |
465 |
5,668 |
+110 |
Nov12 |
120716 |
283.8 |
284.8 |
279.5 |
280.0 |
-3.2 |
167 |
1,137 |
+89 |
Jan13 |
120716 |
290.3 |
290.4 |
285.5 |
286.6 |
-3.3 |
9 |
234 |
+3 |
Mar13 |
120716 |
292.2 |
292.2 |
290.2 |
291.7 |
-4.3 |
0 |
109 |
+0 |
Total Volume and Open Interest |
706 |
7,195 |
+134 |
Crude Oil(NYM) |
Aug12 |
120716 |
87.13 |
88.48 |
86.41 |
88.43 |
+1.33 |
240,725 |
154,630 |
-20,321 |
Sep12 |
120716 |
87.52 |
88.87 |
86.81 |
88.81 |
+1.31 |
90,511 |
239,893 |
+23,895 |
Oct12 |
120716 |
87.91 |
89.21 |
87.16 |
89.16 |
+1.31 |
21,359 |
87,556 |
+1,629 |
Nov12 |
120716 |
88.46 |
89.62 |
87.66 |
89.58 |
+1.31 |
17,802 |
66,783 |
+847 |
Dec12 |
120716 |
88.80 |
90.10 |
88.10 |
90.06 |
+1.30 |
40,388 |
176,822 |
+2,112 |
Jan13 |
120716 |
89.30 |
90.57 |
88.66 |
90.53 |
+1.29 |
8,350 |
68,058 |
+3,197 |
Feb13 |
120716 |
89.46 |
90.93 |
89.24 |
90.91 |
+1.30 |
3,773 |
29,043 |
-31 |
Mar13 |
120716 |
89.89 |
91.21 |
89.30 |
91.20 |
+1.32 |
5,803 |
35,698 |
-1,757 |
Apr13 |
120716 |
90.06 |
91.40 |
89.53 |
91.40 |
+1.32 |
3,886 |
16,798 |
+635 |
May13 |
120716 |
89.74 |
91.54 |
89.69 |
91.54 |
+1.34 |
2,494 |
16,505 |
-293 |
Jun13 |
120716 |
89.86 |
91.67 |
89.85 |
91.64 |
+1.35 |
7,653 |
79,127 |
-674 |
Jul13 |
120716 |
90.56 |
91.66 |
89.82 |
91.65 |
+1.34 |
1,879 |
25,307 |
-174 |
Aug13 |
120716 |
90.50 |
91.57 |
90.50 |
91.57 |
+1.32 |
767 |
15,144 |
+78 |
Sep13 |
120716 |
91.45 |
91.53 |
91.45 |
91.45 |
+1.30 |
1,156 |
21,658 |
-76 |
Oct13 |
120716 |
91.32 |
91.32 |
91.32 |
91.32 |
+1.29 |
361 |
12,906 |
-67 |
Nov13 |
120716 |
91.17 |
91.17 |
91.17 |
91.17 |
+1.27 |
426 |
17,840 |
+70 |
Total Volume and Open Interest |
467,055 |
1,432,200 |
+11,289 |
e-miNY Crude Oil(NYM) |
Jul12 |
120619 |
83.000 |
84.375 |
82.300 |
84.025 |
+0.750 |
4,042 |
1,313 |
-363 |
Aug12 |
120716 |
87.000 |
88.475 |
86.400 |
88.425 |
+1.325 |
7,999 |
1,738 |
-22 |
Sep12 |
120716 |
87.600 |
88.875 |
86.825 |
88.800 |
+1.300 |
496 |
764 |
+29 |
Oct12 |
120716 |
87.850 |
89.150 |
87.425 |
89.150 |
+1.300 |
48 |
127 |
+4 |
Nov12 |
120716 |
88.300 |
89.575 |
88.300 |
89.575 |
+1.300 |
32 |
1,688 |
-1 |
Dec12 |
120716 |
88.875 |
90.050 |
88.875 |
90.050 |
+1.300 |
19 |
2,398 |
+5 |
Jan13 |
120716 |
90.525 |
90.525 |
90.525 |
90.525 |
+1.275 |
12 |
698 |
+9 |
Feb13 |
120716 |
90.900 |
90.900 |
90.900 |
90.900 |
+1.300 |
0 |
75 |
+0 |
Mar13 |
120716 |
91.200 |
91.200 |
91.200 |
91.200 |
+1.325 |
0 |
1 |
+0 |
Apr13 |
120716 |
91.400 |
91.400 |
91.400 |
91.400 |
+1.325 |
0 |
1 |
+0 |
Total Volume and Open Interest |
8,606 |
7,693 |
+24 |
Heating Oil(NYM) |
Aug12 |
120716 |
278.60 |
283.44 |
277.60 |
282.77 |
+3.95 |
48,434 |
69,231 |
-3,248 |
Sep12 |
120716 |
278.86 |
283.45 |
277.74 |
282.79 |
+3.93 |
27,536 |
60,383 |
+960 |
Oct12 |
120716 |
279.30 |
283.92 |
278.28 |
283.40 |
+4.06 |
14,724 |
33,030 |
+1,458 |
Nov12 |
120716 |
278.98 |
284.25 |
278.88 |
284.06 |
+4.21 |
9,546 |
25,154 |
+323 |
Dec12 |
120716 |
281.01 |
285.19 |
279.99 |
284.58 |
+4.31 |
14,332 |
42,544 |
-1,289 |
Jan13 |
120716 |
281.04 |
285.70 |
279.73 |
284.96 |
+4.37 |
3,600 |
21,090 |
+77 |
Feb13 |
120716 |
281.60 |
284.79 |
281.30 |
284.28 |
+4.38 |
1,710 |
10,427 |
+110 |
Mar13 |
120716 |
278.95 |
283.33 |
278.91 |
282.83 |
+4.37 |
1,454 |
16,435 |
+95 |
Apr13 |
120716 |
278.70 |
281.24 |
276.02 |
280.90 |
+4.36 |
1,074 |
18,023 |
+56 |
May13 |
120716 |
282.00 |
283.93 |
282.00 |
283.75 |
+4.21 |
367 |
9,614 |
-110 |
Jun13 |
120716 |
281.60 |
283.18 |
281.60 |
283.07 |
+4.08 |
302 |
5,641 |
-13 |
Jul13 |
120716 |
283.22 |
283.22 |
283.22 |
283.22 |
+4.01 |
94 |
2,337 |
+55 |
Aug13 |
120716 |
282.00 |
283.52 |
282.00 |
283.52 |
+3.89 |
30 |
685 |
+10 |
Sep13 |
120716 |
283.82 |
283.82 |
283.82 |
283.82 |
+3.81 |
4 |
348 |
+1 |
Total Volume and Open Interest |
123,651 |
319,559 |
-1,275 |
Gasoline(NYMEX) |
Aug12 |
120716 |
281.25 |
286.00 |
280.65 |
285.47 |
+3.86 |
43,667 |
59,276 |
-2,555 |
Sep12 |
120716 |
268.95 |
273.47 |
268.05 |
272.87 |
+4.14 |
33,374 |
71,085 |
+1,936 |
Oct12 |
120716 |
249.08 |
254.31 |
248.69 |
253.70 |
+4.41 |
17,461 |
31,856 |
-456 |
Nov12 |
120716 |
244.71 |
249.56 |
244.20 |
249.10 |
+4.23 |
10,279 |
18,774 |
-576 |
Dec12 |
120716 |
243.51 |
248.02 |
242.50 |
247.38 |
+4.07 |
8,273 |
32,613 |
-285 |
Jan13 |
120716 |
243.18 |
247.65 |
242.62 |
247.21 |
+4.00 |
2,781 |
12,771 |
+568 |
Feb13 |
120716 |
246.50 |
247.93 |
246.29 |
247.93 |
+3.94 |
942 |
3,957 |
+75 |
Mar13 |
120716 |
246.24 |
249.51 |
246.24 |
249.51 |
+3.88 |
888 |
4,896 |
+249 |
Apr13 |
120716 |
263.90 |
263.90 |
263.90 |
263.90 |
+3.89 |
385 |
5,878 |
-137 |
May13 |
120716 |
262.99 |
262.99 |
262.99 |
262.99 |
+3.87 |
40 |
1,061 |
+8 |
Total Volume and Open Interest |
118,250 |
252,773 |
-1,156 |
e-miNY RBOB Gasoline(NYM) |
Aug12 |
120716 |
285.50 |
285.50 |
285.47 |
285.50 |
+3.90 |
0 |
4 |
+0 |
Sep12 |
120716 |
272.90 |
272.90 |
272.87 |
272.90 |
+4.20 |
|
|
|
Oct12 |
120716 |
253.70 |
253.70 |
253.70 |
253.70 |
+4.40 |
|
|
|
Nov12 |
120716 |
249.10 |
249.10 |
249.10 |
249.10 |
+4.20 |
|
|
|
Total Volume and Open Interest |
0 |
4 |
+0 |
Natural Gas(NYM) |
Aug12 |
120716 |
2.875 |
2.915 |
2.781 |
2.801 |
-0.073 |
211,336 |
123,376 |
-5,127 |
Sep12 |
120716 |
2.868 |
2.907 |
2.774 |
2.793 |
-0.076 |
95,106 |
233,239 |
+6,001 |
Oct12 |
120716 |
2.911 |
2.929 |
2.802 |
2.820 |
-0.074 |
65,106 |
147,238 |
+3,220 |
Nov12 |
120716 |
3.113 |
3.142 |
3.023 |
3.040 |
-0.073 |
36,238 |
109,860 |
-1,360 |
Dec12 |
120716 |
3.400 |
3.426 |
3.310 |
3.322 |
-0.077 |
19,787 |
54,184 |
+133 |
Jan13 |
120716 |
3.549 |
3.575 |
3.458 |
3.471 |
-0.075 |
25,578 |
109,347 |
+3,677 |
Feb13 |
120716 |
3.579 |
3.591 |
3.479 |
3.489 |
-0.075 |
5,444 |
26,925 |
+79 |
Mar13 |
120716 |
3.530 |
3.560 |
3.450 |
3.461 |
-0.073 |
9,116 |
48,118 |
+69 |
Apr13 |
120716 |
3.541 |
3.541 |
3.431 |
3.443 |
-0.071 |
12,071 |
68,259 |
+2,231 |
May13 |
120716 |
3.552 |
3.558 |
3.457 |
3.469 |
-0.069 |
1,729 |
16,221 |
+120 |
Jun13 |
120716 |
3.575 |
3.594 |
3.493 |
3.507 |
-0.068 |
1,624 |
8,624 |
+271 |
Jul13 |
120716 |
3.578 |
3.638 |
3.540 |
3.553 |
-0.067 |
854 |
12,429 |
+44 |
Aug13 |
120716 |
3.600 |
3.654 |
3.560 |
3.574 |
-0.067 |
551 |
9,468 |
-3 |
Sep13 |
120716 |
3.610 |
3.662 |
3.570 |
3.577 |
-0.067 |
639 |
7,612 |
+26 |
Oct13 |
120716 |
3.648 |
3.696 |
3.600 |
3.611 |
-0.067 |
3,213 |
35,473 |
-362 |
Nov13 |
120716 |
3.751 |
3.809 |
3.719 |
3.729 |
-0.067 |
351 |
17,395 |
-25 |
Total Volume and Open Interest |
492,753 |
1,128,136 |
+8,163 |
Brent Crude Oil(ICE) |
Aug12 |
120716 |
102.76 |
103.69 |
102.07 |
103.55 |
+1.15 |
175,041 |
56,733 |
-30,517 |
Sep12 |
120716 |
101.58 |
103.57 |
101.02 |
103.37 |
+1.95 |
232,751 |
226,400 |
+5,750 |
Oct12 |
120716 |
101.24 |
103.00 |
100.45 |
102.81 |
+2.00 |
98,250 |
180,145 |
+54 |
Nov12 |
120716 |
100.97 |
102.73 |
100.19 |
102.53 |
+2.00 |
44,518 |
98,116 |
+6,237 |
Dec12 |
120716 |
100.75 |
102.53 |
99.96 |
102.28 |
+1.97 |
80,863 |
139,559 |
+1,248 |
Jan13 |
120716 |
100.59 |
102.23 |
99.90 |
102.07 |
+1.93 |
13,783 |
38,855 |
+1,641 |
Feb13 |
120716 |
99.82 |
102.04 |
99.77 |
101.84 |
+1.90 |
5,104 |
20,242 |
+119 |
Mar13 |
120716 |
99.61 |
101.80 |
99.44 |
101.60 |
+1.88 |
7,025 |
33,045 |
+60 |
Apr13 |
120716 |
99.41 |
101.53 |
99.38 |
101.39 |
+1.86 |
4,651 |
14,452 |
+128 |
May13 |
120716 |
101.18 |
101.18 |
101.18 |
101.18 |
+1.82 |
3,851 |
15,115 |
-413 |
Jun13 |
120716 |
99.18 |
101.16 |
98.87 |
100.99 |
+1.81 |
13,980 |
52,303 |
+389 |
Jul13 |
120716 |
100.81 |
100.81 |
100.81 |
100.81 |
+1.78 |
1,674 |
10,850 |
+6 |
Aug13 |
120716 |
100.57 |
100.57 |
100.57 |
100.57 |
+1.75 |
947 |
12,360 |
+198 |
Sep13 |
120716 |
100.28 |
100.28 |
100.28 |
100.28 |
+1.72 |
2,776 |
11,652 |
-426 |
Total Volume and Open Interest |
720,254 |
1,161,552 |
-15,769 |
Gas Oil(ICE) |
Aug12 |
120716 |
882.75 |
894.50 |
877.00 |
889.50 |
+9.75 |
80,210 |
140,145 |
-2,758 |
Sep12 |
120716 |
881.50 |
894.25 |
876.25 |
889.00 |
+11.00 |
67,302 |
98,053 |
+5,187 |
Oct12 |
120716 |
875.50 |
891.25 |
874.75 |
887.50 |
+11.50 |
31,413 |
53,685 |
-1,261 |
Nov12 |
120716 |
874.00 |
888.25 |
874.00 |
885.25 |
+11.75 |
15,406 |
31,476 |
-1,929 |
Dec12 |
120716 |
870.00 |
888.00 |
870.00 |
882.75 |
+11.75 |
33,983 |
65,112 |
+1,227 |
Jan13 |
120716 |
873.00 |
885.25 |
872.50 |
881.75 |
+12.00 |
6,854 |
22,014 |
+61 |
Feb13 |
120716 |
875.75 |
883.50 |
873.75 |
880.00 |
+11.75 |
3,791 |
16,329 |
-209 |
Mar13 |
120716 |
868.75 |
881.00 |
868.50 |
877.50 |
+11.50 |
3,499 |
15,959 |
+400 |
Apr13 |
120716 |
875.25 |
877.75 |
873.50 |
875.00 |
+11.25 |
2,531 |
10,906 |
-30 |
May13 |
120716 |
867.75 |
873.00 |
867.00 |
872.75 |
+11.00 |
2,318 |
10,043 |
-138 |
Total Volume and Open Interest |
263,046 |
562,247 |
-2,549 |
Ethanol(CBOT) |
Jul12 |
120705 |
2.417 |
2.419 |
2.388 |
2.398 |
+0.044 |
15 |
82 |
-53 |
Aug12 |
120716 |
2.650 |
2.681 |
2.643 |
2.669 |
+0.113 |
206 |
1,420 |
-56 |
Sep12 |
120716 |
2.606 |
2.635 |
2.599 |
2.627 |
+0.110 |
187 |
1,592 |
+8 |
Oct12 |
120716 |
2.527 |
2.566 |
2.527 |
2.552 |
+0.099 |
70 |
1,555 |
-10 |
Nov12 |
120716 |
2.514 |
2.529 |
2.500 |
2.519 |
+0.093 |
49 |
1,523 |
+1 |
Dec12 |
120716 |
2.490 |
2.519 |
2.490 |
2.502 |
+0.083 |
107 |
1,330 |
-14 |
Jan13 |
120716 |
2.500 |
2.506 |
2.475 |
2.488 |
+0.072 |
111 |
1,419 |
+59 |
Feb13 |
120716 |
2.496 |
2.499 |
2.475 |
2.478 |
+0.072 |
102 |
907 |
-7 |
Total Volume and Open Interest |
1,030 |
11,922 |
+51 |
WTI Crude Oil(ICE) |
Aug12 |
120716 |
87.31 |
88.49 |
86.41 |
88.43 |
+1.33 |
44,274 |
43,110 |
-2,575 |
Sep12 |
120716 |
87.69 |
88.87 |
86.84 |
88.81 |
+1.31 |
25,873 |
61,033 |
+4,775 |
Oct12 |
120716 |
87.56 |
89.17 |
87.20 |
89.16 |
+1.31 |
8,839 |
27,367 |
+2,527 |
Nov12 |
120716 |
87.86 |
89.60 |
87.70 |
89.58 |
+1.31 |
7,340 |
18,867 |
+2,149 |
Dec12 |
120716 |
88.91 |
90.08 |
88.22 |
90.06 |
+1.30 |
14,026 |
86,197 |
+2,628 |
Jan13 |
120716 |
89.46 |
90.53 |
89.33 |
90.53 |
+1.29 |
1,291 |
16,225 |
+185 |
Feb13 |
120716 |
89.72 |
90.91 |
89.72 |
90.91 |
+1.30 |
853 |
10,139 |
+63 |
Mar13 |
120716 |
90.00 |
91.20 |
90.00 |
91.20 |
+1.32 |
677 |
8,017 |
+32 |
Apr13 |
120716 |
90.23 |
91.40 |
90.23 |
91.40 |
+1.32 |
656 |
3,841 |
+115 |
May13 |
120716 |
91.54 |
91.54 |
91.54 |
91.54 |
+1.34 |
485 |
2,633 |
-129 |
Jun13 |
120716 |
91.64 |
91.64 |
91.64 |
91.64 |
+1.35 |
1,269 |
24,579 |
-207 |
Jul13 |
120716 |
91.65 |
91.65 |
91.65 |
91.65 |
+1.34 |
231 |
1,973 |
+35 |
Aug13 |
120716 |
91.57 |
91.57 |
91.57 |
91.57 |
+1.32 |
65 |
3,097 |
+0 |
Sep13 |
120716 |
91.45 |
91.45 |
91.45 |
91.45 |
+1.30 |
44 |
6,577 |
+0 |
Oct13 |
120716 |
91.32 |
91.32 |
91.32 |
91.32 |
+1.29 |
29 |
1,452 |
+7 |
Nov13 |
120716 |
91.17 |
91.17 |
91.17 |
91.17 |
+1.27 |
34 |
3,378 |
+10 |
Total Volume and Open Interest |
110,083 |
442,498 |
+9,697 |
US Dollar Index(ICE) |
Sep12 |
120716 |
83.400 |
83.770 |
83.130 |
83.217 |
-0.257 |
18,839 |
66,015 |
+825 |
Dec12 |
120716 |
83.820 |
83.820 |
83.500 |
83.558 |
-0.257 |
12 |
664 |
+7 |
Mar13 |
120716 |
83.918 |
83.918 |
83.918 |
83.918 |
-0.257 |
|
|
|
Total Volume and Open Interest |
18,851 |
66,679 |
+832 |
Australian Dollar(CME) |
Sep12 |
120716 |
101.85 |
102.01 |
101.42 |
101.94 |
+0.31 |
169,104 |
125,175 |
+5,327 |
Dec12 |
120716 |
101.08 |
101.26 |
100.86 |
101.18 |
+0.31 |
35 |
709 |
+1 |
Mar13 |
120716 |
100.51 |
100.51 |
100.22 |
100.51 |
+0.29 |
0 |
4 |
+0 |
Total Volume and Open Interest |
169,139 |
125,891 |
+5,328 |
British Pound(CME) |
Sep12 |
120716 |
155.75 |
156.53 |
155.15 |
156.25 |
+0.61 |
95,106 |
124,360 |
+7,132 |
Dec12 |
120716 |
155.31 |
156.37 |
155.17 |
156.22 |
+0.60 |
23 |
447 |
+3 |
Mar13 |
120716 |
156.19 |
156.19 |
155.60 |
156.19 |
+0.59 |
0 |
147 |
+0 |
Total Volume and Open Interest |
95,129 |
124,955 |
+7,135 |
Canadian Dollar(CME) |
Sep12 |
120716 |
98.45 |
98.55 |
98.16 |
98.42 |
-0.03 |
99,549 |
98,597 |
+3,887 |
Dec12 |
120716 |
98.24 |
98.32 |
97.99 |
98.23 |
-0.02 |
604 |
7,447 |
+297 |
Mar13 |
120716 |
98.05 |
98.08 |
98.05 |
98.05 |
-0.03 |
32 |
1,520 |
+1 |
Jun13 |
120716 |
97.88 |
97.93 |
97.88 |
97.88 |
-0.05 |
1 |
333 |
+0 |
Total Volume and Open Interest |
100,186 |
107,949 |
+4,185 |
Japanese Yen(CME) |
Sep12 |
120716 |
126.28 |
127.19 |
126.24 |
126.97 |
+0.73 |
76,339 |
116,801 |
+124 |
Dec12 |
120716 |
126.57 |
127.33 |
126.40 |
127.13 |
+0.73 |
12 |
547 |
+4 |
Mar13 |
120716 |
127.20 |
127.30 |
126.58 |
127.30 |
+0.72 |
4 |
42 |
+4 |
Total Volume and Open Interest |
76,355 |
117,394 |
+132 |
Swiss Franc(CME) |
Sep12 |
120716 |
102.17 |
102.47 |
101.53 |
102.36 |
+0.30 |
35,665 |
58,261 |
-23 |
Dec12 |
120716 |
101.96 |
102.65 |
101.96 |
102.65 |
+0.31 |
5 |
213 |
-5 |
Mar13 |
120716 |
102.97 |
102.97 |
102.67 |
102.97 |
+0.30 |
0 |
2 |
+0 |
Total Volume and Open Interest |
35,670 |
58,476 |
-28 |
EuroFX(CME) |
Sep12 |
120716 |
122.56 |
123.01 |
121.84 |
122.86 |
+0.35 |
204,599 |
328,748 |
+4,803 |
Dec12 |
120716 |
122.73 |
123.13 |
122.02 |
123.03 |
+0.35 |
261 |
1,462 |
+29 |
Mar13 |
120716 |
123.21 |
123.21 |
122.86 |
123.21 |
+0.35 |
8 |
73 |
+1 |
Total Volume and Open Interest |
204,869 |
330,898 |
+4,833 |
Mexican Peso(CME) |
Jul12 |
120716 |
751.0 |
752.0 |
751.0 |
751.0 |
-1.0 |
|
|
|
Aug12 |
120716 |
753.8 |
753.8 |
749.8 |
753.8 |
+4.0 |
|
|
|
Total Volume and Open Interest |
32,467 |
147,457 |
+2,090 |
Brazilian Real(CME) |
Aug12 |
120716 |
489.75 |
490.25 |
488.15 |
489.75 |
+0.45 |
7 |
1,620 |
+0 |
Sep12 |
120716 |
486.00 |
487.35 |
485.60 |
487.15 |
+0.55 |
38 |
2,304 |
-8 |
Oct12 |
120716 |
485.20 |
485.20 |
484.65 |
485.20 |
+0.55 |
|
|
|
Nov12 |
120716 |
483.30 |
483.30 |
482.75 |
483.30 |
+0.55 |
|
|
|
Total Volume and Open Interest |
45 |
17,487 |
-8 |
30-Year T-Bonds(CBOT) |
Sep12 |
120716 |
151~080 |
152~100 |
151~060 |
151~250 |
+0~190 |
284,172 |
644,029 |
+3,579 |
Dec12 |
120716 |
152~120 |
153~140 |
152~120 |
152~290 |
+0~200 |
62 |
3,472 |
+23 |
Mar13 |
120716 |
152~000 |
152~050 |
151~170 |
152~050 |
+0~200 |
0 |
1 |
+0 |
Total Volume and Open Interest |
284,234 |
647,502 |
+3,602 |
10-Year T-Notes(CBOT) |
Sep12 |
120716 |
134~190 |
135~005 |
134~175 |
134~260 |
+0~085 |
732,433 |
1,827,246 |
+17,271 |
Dec12 |
120716 |
133~220 |
134~020 |
133~190 |
133~270 |
+0~080 |
12 |
1,785 |
+2 |
Mar13 |
120716 |
133~000 |
133~000 |
132~240 |
133~000 |
+0~080 |
|
|
|
Total Volume and Open Interest |
732,445 |
1,829,031 |
+17,273 |
5-Year T-Notes(CBOT) |
Sep12 |
120716 |
124~067 |
124~096 |
124~063 |
124~085 |
+0~024 |
330,801 |
1,151,091 |
+15,662 |
Dec12 |
120716 |
124~049 |
124~049 |
124~024 |
124~049 |
+0~025 |
95 |
96 |
+85 |
Mar13 |
120716 |
123~097 |
123~097 |
123~072 |
123~097 |
+0~025 |
|
|
|
Total Volume and Open Interest |
330,896 |
1,151,187 |
+15,747 |
2 Year T-Notes(CBOT) |
Sep12 |
120716 |
110~034 |
110~040 |
110~031 |
110~038 |
+0~007 |
185,413 |
914,696 |
+41,277 |
Dec12 |
120716 |
110~037 |
110~038 |
110~031 |
110~038 |
+0~007 |
1,283 |
5,874 |
+1,251 |
Mar13 |
120716 |
109~104 |
109~104 |
109~097 |
109~104 |
+0~007 |
|
|
|
Total Volume and Open Interest |
186,696 |
920,570 |
+42,528 |
Eurodollars(CME) |
Sep12 |
120716 |
99.600 |
99.610 |
99.590 |
99.595 |
+0.005 |
202,495 |
969,362 |
-3,897 |
Dec12 |
120716 |
99.585 |
99.595 |
99.575 |
99.580 |
+0.010 |
211,959 |
942,375 |
+3,606 |
Mar13 |
120716 |
99.570 |
99.580 |
99.560 |
99.565 |
+0.015 |
175,086 |
701,151 |
+4,161 |
Jun13 |
120716 |
99.550 |
99.565 |
99.540 |
99.550 |
+0.020 |
155,914 |
669,448 |
+14,352 |
Sep13 |
120716 |
99.525 |
99.550 |
99.520 |
99.530 |
+0.020 |
149,674 |
662,103 |
-6 |
Dec13 |
120716 |
99.495 |
99.520 |
99.490 |
99.505 |
+0.025 |
106,989 |
668,730 |
+3,309 |
Mar14 |
120716 |
99.465 |
99.500 |
99.460 |
99.480 |
+0.025 |
91,358 |
599,867 |
+828 |
Jun14 |
120716 |
99.420 |
99.455 |
99.415 |
99.440 |
+0.030 |
82,897 |
467,702 |
-6,550 |
Sep14 |
120716 |
99.365 |
99.405 |
99.365 |
99.390 |
+0.035 |
50,648 |
365,560 |
+1,080 |
Dec14 |
120716 |
99.290 |
99.330 |
99.285 |
99.315 |
+0.035 |
44,853 |
340,791 |
+3,431 |
Mar15 |
120716 |
99.215 |
99.260 |
99.215 |
99.250 |
+0.040 |
34,912 |
303,358 |
+1,731 |
Jun15 |
120716 |
0.816 |
0.866 |
0.816 |
0.851 |
+0.040 |
43,081 |
259,615 |
+4,438 |
Sep15 |
120716 |
0.706 |
0.756 |
0.706 |
0.746 |
+0.045 |
46,767 |
232,564 |
+1,644 |
Dec15 |
120716 |
0.571 |
0.631 |
0.571 |
0.621 |
+0.045 |
18,107 |
140,792 |
-927 |
Mar16 |
120716 |
0.461 |
0.521 |
0.461 |
0.511 |
+0.045 |
12,774 |
83,026 |
+110 |
Jun16 |
120716 |
0.341 |
0.401 |
0.341 |
0.386 |
+0.045 |
12,367 |
101,153 |
+394 |
Sep16 |
120716 |
0.216 |
0.266 |
0.206 |
0.256 |
+0.045 |
6,921 |
72,777 |
-418 |
Dec16 |
120716 |
0.076 |
0.126 |
0.066 |
0.116 |
+0.045 |
10,505 |
72,317 |
+2,301 |
Total Volume and Open Interest |
1,487,063 |
7,896,413 |
+33,039 |
30 Day Federal Funds(CBOT) |
Jul12 |
120716 |
99.838 |
99.838 |
99.827 |
99.832 |
-0.003 |
1,462 |
60,033 |
+80 |
Aug12 |
120716 |
99.850 |
99.850 |
99.840 |
99.845 |
+0.005 |
3,428 |
52,195 |
-858 |
Sep12 |
120716 |
99.860 |
99.860 |
99.840 |
99.850 |
+0.010 |
3,390 |
47,543 |
-411 |
Oct12 |
120716 |
99.855 |
99.865 |
99.840 |
99.855 |
+0.015 |
5,803 |
51,974 |
-130 |
Nov12 |
120716 |
99.855 |
99.865 |
99.845 |
99.855 |
+0.010 |
1,296 |
37,163 |
+35 |
Dec12 |
120716 |
99.860 |
99.875 |
99.850 |
99.860 |
+0.010 |
814 |
25,949 |
-335 |
Total Volume and Open Interest |
26,955 |
485,194 |
-1,263 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep12 |
120716 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Dec12 |
120716 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Mar13 |
120716 |
99.677 |
99.677 |
99.677 |
99.677 |
unch |
|
|
|
Jun13 |
120716 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
|
|
|
Sep13 |
120716 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
|
|
|
Dec13 |
120716 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
|
|
|
Mar14 |
120716 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
|
|
|
Jun14 |
120716 |
99.545 |
99.545 |
99.545 |
99.545 |
unch |
|
|
|
Sep14 |
120716 |
99.405 |
99.405 |
99.405 |
99.405 |
unch |
|
|
|
Dec14 |
120716 |
99.580 |
99.580 |
99.580 |
99.580 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Sep12 |
120716 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,785 |
+0 |
Dec12 |
120716 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
515 |
+0 |
Mar13 |
120716 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
185 |
+0 |
Jun13 |
120716 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
202 |
+0 |
Sep13 |
120716 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
305 |
+0 |
Dec13 |
120716 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
384 |
+0 |
Mar14 |
120716 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
344 |
+0 |
Jun14 |
120716 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
3,722 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep12 |
120713 |
144.40 |
144.45 |
144.27 |
144.27 |
-0.08 |
1,883 |
19,329 |
+501 |
Dec12 |
120713 |
143.42 |
143.42 |
143.42 |
143.42 |
-0.08 |
0 |
6 |
+0 |
Mar13 |
120713 |
141.33 |
141.33 |
141.33 |
141.33 |
-0.08 |
|
|
|
Total Volume and Open Interest |
1,883 |
19,335 |
+501 |
Euro-Bund(EUREX) |
Sep12 |
120716 |
144.88 |
145.30 |
144.67 |
145.04 |
+0.32 |
484,175 |
848,233 |
+16,817 |
Dec12 |
120716 |
143.18 |
143.50 |
143.18 |
143.34 |
+0.32 |
175 |
210 |
+52 |
Mar13 |
120716 |
143.34 |
143.34 |
143.34 |
143.34 |
+0.32 |
|
|
|
Total Volume and Open Interest |
484,350 |
848,443 |
+16,869 |
Euro-Bobl(EUREX) |
Sep12 |
120716 |
127.83 |
127.98 |
127.77 |
127.91 |
+0.15 |
281,089 |
603,041 |
+16,275 |
Dec12 |
120716 |
126.50 |
126.50 |
126.21 |
126.29 |
+0.15 |
9 |
2,128 |
+5 |
Mar13 |
120716 |
126.29 |
126.29 |
126.29 |
126.29 |
+0.15 |
|
|
|
Total Volume and Open Interest |
281,098 |
605,169 |
+16,280 |
3-Mth Euribor(EUREX) |
Sep12 |
120716 |
99.640 |
99.640 |
99.625 |
99.625 |
-0.010 |
124 |
3,208 |
+57 |
Dec12 |
120716 |
99.640 |
99.640 |
99.640 |
99.640 |
-0.005 |
100 |
1,360 |
+0 |
Mar13 |
120716 |
99.635 |
99.635 |
99.635 |
99.635 |
unch |
10 |
1,078 |
+10 |
Total Volume and Open Interest |
334 |
7,154 |
+169 |
Long Gilt(LIFFE) |
Sep12 |
120716 |
121~03 |
121~22 |
121~03 |
121~12 |
+0~13 |
87,922 |
342,873 |
-839 |
Dec12 |
120716 |
120~10 |
120~10 |
120~10 |
120~10 |
+0~13 |
1 |
70 |
+0 |
Total Volume and Open Interest |
87,923 |
342,943 |
-839 |
3-Mth Short Sterling(LIFFE) |
Sep12 |
120716 |
99.34 |
99.35 |
99.30 |
99.31 |
-0.02 |
77,496 |
380,515 |
+1,220 |
Dec12 |
120716 |
99.37 |
99.38 |
99.34 |
99.35 |
-0.01 |
62,341 |
327,646 |
+5,730 |
Mar13 |
120716 |
99.40 |
99.41 |
99.37 |
99.39 |
unch |
46,469 |
302,313 |
+6,678 |
Jun13 |
120716 |
99.40 |
99.42 |
99.38 |
99.40 |
+0.01 |
47,473 |
291,179 |
-7,798 |
Sep13 |
120716 |
99.40 |
99.41 |
99.37 |
99.39 |
+0.01 |
44,190 |
358,204 |
+5,909 |
Dec13 |
120716 |
99.38 |
99.39 |
99.35 |
99.37 |
+0.01 |
28,842 |
220,511 |
-791 |
Total Volume and Open Interest |
398,835 |
2,537,241 |
+6,780 |
3-Mth Euribor(LIFFE) |
Sep12 |
120716 |
99.635 |
99.650 |
99.625 |
99.625 |
-0.010 |
181,758 |
585,186 |
-5,004 |
Dec12 |
120716 |
99.645 |
99.660 |
99.640 |
99.640 |
-0.005 |
110,264 |
519,114 |
-6,842 |
Mar13 |
120716 |
99.630 |
99.655 |
99.630 |
99.635 |
unch |
77,774 |
410,173 |
-3,516 |
Total Volume and Open Interest |
670,793 |
3,444,223 |
-8,501 |
3-Mth Aus T-Bills(SFE) |
Sep12 |
120716 |
96.74 |
96.76 |
96.71 |
96.73 |
-0.02 |
14,976 |
172,326 |
-2,607 |
Dec12 |
120716 |
97.08 |
97.10 |
97.02 |
97.05 |
-0.03 |
27,386 |
172,725 |
-603 |
Mar13 |
120716 |
97.22 |
97.23 |
97.15 |
97.18 |
-0.04 |
15,742 |
110,973 |
+13 |
Jun13 |
120716 |
97.20 |
97.20 |
97.14 |
97.15 |
-0.04 |
9,831 |
85,878 |
+1,857 |
Sep13 |
120716 |
97.12 |
97.12 |
97.06 |
97.07 |
-0.05 |
4,051 |
53,902 |
+43 |
Dec13 |
120716 |
97.04 |
97.04 |
96.98 |
96.99 |
-0.04 |
3,026 |
40,177 |
+1,012 |
Mar14 |
120716 |
96.96 |
96.96 |
96.92 |
96.92 |
-0.04 |
2,010 |
26,770 |
-68 |
Jun14 |
120716 |
96.87 |
96.87 |
96.85 |
96.85 |
-0.04 |
1,271 |
12,199 |
-245 |
Sep14 |
120716 |
96.78 |
96.79 |
96.78 |
96.79 |
-0.04 |
220 |
1,969 |
+109 |
Dec14 |
120716 |
96.69 |
96.71 |
96.69 |
96.71 |
-0.03 |
0 |
495 |
-1 |
Total Volume and Open Interest |
78,513 |
677,463 |
-490 |
10-Year Aus T-Bonds(SFE) |
Sep12 |
120716 |
97.23 |
97.23 |
97.16 |
97.19 |
-0.03 |
54,640 |
385,943 |
+2,895 |
Dec12 |
120716 |
97.19 |
97.19 |
97.19 |
97.19 |
-0.03 |
|
|
|
Total Volume and Open Interest |
54,640 |
385,943 |
+2,895 |
3-Year Aus T-Bonds(SFE) |
Sep12 |
120716 |
97.83 |
97.85 |
97.76 |
97.79 |
-0.04 |
155,839 |
428,143 |
+7,757 |
Dec12 |
120716 |
97.79 |
97.79 |
97.79 |
97.79 |
-0.04 |
|
|
|
Total Volume and Open Interest |
155,839 |
428,143 |
+7,757 |
Gold(CMX) |
Aug12 |
120716 |
1591.5 |
1594.6 |
1577.2 |
1591.6 |
-0.4 |
171,190 |
184,334 |
-3,553 |
Oct12 |
120716 |
1592.6 |
1596.8 |
1579.8 |
1593.9 |
-0.5 |
3,855 |
19,612 |
-334 |
Dec12 |
120716 |
1598.2 |
1599.0 |
1581.9 |
1596.3 |
-0.5 |
23,659 |
121,453 |
+2,821 |
Feb13 |
120716 |
1588.0 |
1600.1 |
1588.0 |
1598.4 |
-0.5 |
1,019 |
20,632 |
-11 |
Apr13 |
120716 |
1600.4 |
1600.4 |
1600.4 |
1600.4 |
-0.5 |
296 |
16,695 |
+33 |
Jun13 |
120716 |
1602.4 |
1602.4 |
1602.4 |
1602.4 |
-0.5 |
661 |
18,610 |
-194 |
Aug13 |
120716 |
1604.4 |
1604.4 |
1604.4 |
1604.4 |
-0.5 |
57 |
1,493 |
-5 |
Oct13 |
120716 |
1606.6 |
1606.6 |
1606.6 |
1606.6 |
-0.5 |
118 |
1,236 |
+102 |
Dec13 |
120716 |
1607.9 |
1609.9 |
1607.9 |
1608.8 |
-0.6 |
143 |
9,809 |
+56 |
Feb14 |
120716 |
1611.1 |
1611.1 |
1611.1 |
1611.1 |
-0.7 |
0 |
5 |
+0 |
Apr14 |
120716 |
1613.5 |
1613.5 |
1613.5 |
1613.5 |
-0.8 |
0 |
1 |
+0 |
Jun14 |
120716 |
1615.9 |
1615.9 |
1615.9 |
1615.9 |
-0.9 |
0 |
8,868 |
+0 |
Total Volume and Open Interest |
201,797 |
433,320 |
-737 |
Silver(CMX) |
Jul12 |
120716 |
2713.0 |
2729.7 |
2688.5 |
2729.7 |
-4.7 |
55 |
1,711 |
-9 |
Sep12 |
120716 |
2740.0 |
2742.5 |
2686.0 |
2732.1 |
-4.8 |
41,613 |
62,919 |
+898 |
Dec12 |
120716 |
2750.0 |
2750.0 |
2694.5 |
2740.0 |
-4.9 |
3,715 |
26,276 |
-209 |
Mar13 |
120716 |
2747.0 |
2747.0 |
2744.0 |
2745.0 |
-4.9 |
387 |
4,429 |
-6 |
May13 |
120716 |
2746.8 |
2746.8 |
2746.8 |
2746.8 |
-5.0 |
54 |
2,475 |
+10 |
Jul13 |
120716 |
2753.0 |
2753.0 |
2730.5 |
2747.9 |
-5.0 |
39 |
3,913 |
-26 |
Sep13 |
120716 |
2730.0 |
2748.9 |
2710.0 |
2748.9 |
-5.0 |
19 |
2,230 |
+1 |
Total Volume and Open Interest |
46,113 |
123,815 |
+688 |
Platinum(NYMEX) |
Jul12 |
120716 |
1414.8 |
1414.8 |
1414.8 |
1414.8 |
-17.7 |
0 |
32 |
+0 |
Oct12 |
120716 |
1431.7 |
1441.4 |
1414.8 |
1417.3 |
-17.9 |
4,921 |
47,040 |
+325 |
Jan13 |
120716 |
1439.8 |
1439.8 |
1418.0 |
1420.4 |
-18.2 |
163 |
2,059 |
+128 |
Apr13 |
120716 |
1423.6 |
1423.6 |
1423.6 |
1423.6 |
-18.4 |
0 |
17 |
+0 |
Total Volume and Open Interest |
5,084 |
49,156 |
+453 |
Palladium(NYMEX) |
Sep12 |
120716 |
586.00 |
586.00 |
575.50 |
577.85 |
-7.80 |
2,869 |
20,931 |
-205 |
Dec12 |
120716 |
581.00 |
582.80 |
579.20 |
579.20 |
-7.80 |
33 |
1,069 |
+33 |
Mar13 |
120716 |
579.25 |
579.25 |
579.25 |
579.25 |
-7.80 |
|
|
|
Total Volume and Open Interest |
2,902 |
22,005 |
-172 |
Copper(CMX) |
Jul12 |
120716 |
348.60 |
349.85 |
347.00 |
348.10 |
-1.95 |
394 |
2,273 |
-234 |
Sep12 |
120716 |
350.40 |
350.80 |
346.55 |
348.50 |
-1.90 |
42,670 |
81,853 |
+770 |
Dec12 |
120716 |
351.15 |
351.45 |
347.60 |
349.45 |
-1.80 |
3,461 |
33,169 |
+537 |
Mar13 |
120716 |
349.50 |
350.30 |
348.25 |
350.25 |
-1.65 |
375 |
6,848 |
-28 |
May13 |
120716 |
348.60 |
350.60 |
348.55 |
350.60 |
-1.65 |
152 |
1,614 |
+25 |
Total Volume and Open Interest |
47,782 |
135,405 |
+1,411 |
DJIA Index(CBOT) |
Sep12 |
120716 |
12700 |
12705 |
12635 |
12648 |
-64 |
122 |
12,680 |
-12 |
Dec12 |
120716 |
12570 |
12634 |
12570 |
12570 |
-64 |
10 |
14 |
+8 |
Mar13 |
120716 |
12503 |
12567 |
12503 |
12503 |
-64 |
|
|
|
Jun13 |
120716 |
12427 |
12491 |
12427 |
12427 |
-64 |
|
|
|
Total Volume and Open Interest |
132 |
12,694 |
-4 |
E-mini DJIA Index(CBOT) |
Sep12 |
120716 |
12714 |
12718 |
12624 |
12648 |
-64 |
125,958 |
80,517 |
-4,524 |
Dec12 |
120716 |
12600 |
12610 |
12570 |
12570 |
-64 |
33 |
77 |
+20 |
Mar13 |
120716 |
12503 |
12503 |
12503 |
12503 |
-64 |
1 |
2 |
+1 |
Jun13 |
120716 |
12427 |
12427 |
12427 |
12427 |
-64 |
0 |
38 |
+0 |
Total Volume and Open Interest |
6,313 |
27,812 |
-57,325 |
S & P 500(CME) |
Sep12 |
120716 |
1351.20 |
1352.00 |
1343.20 |
1347.40 |
-4.30 |
12,282 |
226,087 |
+884 |
Dec12 |
120716 |
1340.40 |
1340.40 |
1336.70 |
1340.40 |
-4.30 |
426 |
11,963 |
-170 |
Mar13 |
120716 |
1333.80 |
1333.80 |
1330.10 |
1333.80 |
-4.30 |
60 |
489 |
+91 |
Jun13 |
120716 |
1326.90 |
1327.10 |
1323.60 |
1326.90 |
-4.70 |
0 |
24 |
+10 |
Total Volume and Open Interest |
12,768 |
238,563 |
+815 |
S & P 500 E-Mini(Globex) |
Sep12 |
120716 |
1351.25 |
1352.50 |
1343.00 |
1347.50 |
-4.25 |
1,904,895 |
2,796,788 |
+10,561 |
Dec12 |
120716 |
1344.50 |
1345.50 |
1336.50 |
1340.50 |
-4.25 |
3,676 |
17,109 |
+617 |
Total Volume and Open Interest |
1,908,957 |
2,815,643 |
+11,585 |
NASDAQ 100(CME) |
Sep12 |
120716 |
2575.00 |
2584.00 |
2562.50 |
2571.50 |
-5.50 |
3,043 |
7,665 |
+1,672 |
Dec12 |
120716 |
2564.50 |
2568.00 |
2560.00 |
2564.50 |
-5.80 |
|
|
|
Mar13 |
120716 |
2559.00 |
2564.80 |
2559.00 |
2559.00 |
-5.80 |
|
|
|
Total Volume and Open Interest |
3,043 |
7,665 |
+1,672 |
NASDAQ 100 E-Mini(Globex) |
Sep12 |
120716 |
2577.30 |
2584.50 |
2561.30 |
2571.50 |
-5.50 |
235,274 |
346,633 |
-1,313 |
Dec12 |
120716 |
2567.00 |
2583.30 |
2557.80 |
2564.50 |
-5.80 |
1 |
51 |
+0 |
Total Volume and Open Interest |
235,275 |
346,692 |
-1,313 |
S & P Midcap 400(CME) |
Sep12 |
120716 |
934.50 |
934.50 |
932.00 |
934.50 |
-5.80 |
0 |
1,035 |
+0 |
Dec12 |
120716 |
932.20 |
932.20 |
932.20 |
932.20 |
-6.10 |
|
|
|
Mar13 |
120716 |
930.20 |
930.20 |
930.20 |
930.20 |
-6.10 |
|
|
|
Total Volume and Open Interest |
0 |
1,035 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep12 |
120716 |
8810 |
8835 |
8705 |
8745 |
-65 |
3,879 |
29,095 |
-64 |
Dec12 |
120716 |
8705 |
8770 |
8705 |
8705 |
-65 |
0 |
6 |
+0 |
Total Volume and Open Interest |
3,879 |
29,101 |
-64 |
Nikkei 225(SGX) |
Sep12 |
120713 |
8705 |
8755 |
8650 |
8695 |
-10 |
69,129 |
170,076 |
-5,483 |
Dec12 |
120713 |
8620 |
8655 |
8620 |
8635 |
-10 |
31 |
9,039 |
+26 |
Mar13 |
120713 |
8620 |
8620 |
8620 |
8620 |
-15 |
0 |
48 |
+0 |
Total Volume and Open Interest |
70,671 |
194,254 |
-5,369 |
CAC 40(EURONEXT) |
Jul12 |
120716 |
3179.5 |
3184.5 |
3155.0 |
3178.5 |
-1.0 |
87,896 |
318,801 |
+16,570 |
Aug12 |
120716 |
3178.5 |
3183.0 |
3158.0 |
3177.5 |
-1.5 |
3,690 |
28,245 |
+19,985 |
Sep12 |
120716 |
3169.5 |
3175.5 |
3152.0 |
3172.0 |
-1.5 |
119 |
33,100 |
+74 |
Total Volume and Open Interest |
91,705 |
380,286 |
+36,629 |
Hang Seng Index(HKFE) |
Jul12 |
120716 |
19223 |
19230 |
19033 |
19087 |
+57 |
81,479 |
90,964 |
+883 |
Aug12 |
120716 |
19154 |
19178 |
18997 |
19061 |
+60 |
1,891 |
3,146 |
+1,584 |
Sep12 |
120716 |
19081 |
19102 |
18915 |
18980 |
+70 |
202 |
4,206 |
-26 |
Total Volume and Open Interest |
83,687 |
101,339 |
+2,511 |
DAX(EUREX) |
Sep12 |
120716 |
6555.0 |
6578.5 |
6510.5 |
6576.0 |
+33.5 |
132,787 |
169,077 |
+142 |
Dec12 |
120716 |
6556.0 |
6580.0 |
6518.0 |
6577.5 |
+34.0 |
1,069 |
8,592 |
+534 |
Mar13 |
120716 |
6527.0 |
6580.5 |
6522.0 |
6580.5 |
+33.5 |
151 |
604 |
+108 |
Total Volume and Open Interest |
134,007 |
178,273 |
+784 |
FT-SE 100(EURONEXT) |
Sep12 |
120716 |
5635.00 |
5636.00 |
5595.00 |
5622.50 |
+9.50 |
73,938 |
623,145 |
-1,341 |
Dec12 |
120716 |
5594.00 |
5594.00 |
5592.50 |
5592.50 |
+9.50 |
9 |
623 |
+35 |
Mar13 |
120716 |
5551.50 |
5551.50 |
5551.50 |
5551.50 |
+9.50 |
36 |
185 |
+45 |
Total Volume and Open Interest |
73,983 |
623,953 |
-1,261 |
SPI 200(SFE) |
Sep12 |
120716 |
4042.0 |
4091.0 |
4038.0 |
4072.0 |
+23.0 |
25,428 |
231,895 |
+2,591 |
Dec12 |
120716 |
4069.0 |
4069.0 |
4069.0 |
4069.0 |
+23.0 |
1,035 |
5,750 |
+898 |
Mar13 |
120716 |
4033.0 |
4033.0 |
4033.0 |
4033.0 |
+23.0 |
168 |
1,626 |
+110 |
Total Volume and Open Interest |
26,903 |
242,947 |
+3,821 |
GSCI(CME) |
Aug12 |
120716 |
624.00 |
630.50 |
624.00 |
630.50 |
+7.50 |
2,121 |
6,440 |
+1,722 |
Sep12 |
120716 |
629.50 |
629.50 |
621.45 |
629.50 |
+8.00 |
|
|
|
Total Volume and Open Interest |
4,236 |
8,496 |
-4 |
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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