|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed July 18, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug12 |
120718 |
1639.00 |
1685.50 |
1626.00 |
1683.50 |
+44.50 |
28,066 |
70,018 |
-1,695 |
Sep12 |
120718 |
1613.00 |
1649.50 |
1600.00 |
1648.00 |
+35.25 |
9,927 |
40,799 |
+1,548 |
Nov12 |
120718 |
1591.00 |
1622.00 |
1576.00 |
1620.00 |
+29.50 |
118,616 |
394,086 |
+3,883 |
Jan13 |
120718 |
1586.00 |
1614.00 |
1573.00 |
1611.25 |
+25.25 |
9,582 |
86,280 |
+224 |
Mar13 |
120718 |
1533.25 |
1547.25 |
1520.25 |
1545.00 |
+10.75 |
6,735 |
88,766 |
-287 |
May13 |
120718 |
1481.50 |
1483.75 |
1465.00 |
1473.75 |
-4.00 |
8,485 |
70,540 |
+1,125 |
Jul13 |
120718 |
1471.00 |
1478.00 |
1459.50 |
1466.50 |
-4.50 |
6,614 |
54,210 |
+1,563 |
Aug13 |
120718 |
1431.00 |
1445.00 |
1428.50 |
1440.50 |
-4.50 |
5 |
229 |
+5 |
Sep13 |
120718 |
1375.50 |
1387.00 |
1369.75 |
1378.25 |
-8.75 |
3 |
325 |
+0 |
Nov13 |
120718 |
1328.00 |
1333.00 |
1310.75 |
1321.50 |
-9.25 |
1,981 |
22,086 |
+327 |
Jan14 |
120718 |
1325.75 |
1334.25 |
1324.75 |
1324.75 |
-9.50 |
3 |
188 |
+0 |
Mar14 |
120718 |
1322.75 |
1332.25 |
1322.75 |
1322.75 |
-9.50 |
2 |
11 |
+2 |
May14 |
120718 |
1322.75 |
1332.25 |
1322.75 |
1322.75 |
-9.50 |
0 |
1 |
+0 |
Jul14 |
120718 |
1326.75 |
1336.25 |
1326.75 |
1326.75 |
-9.50 |
0 |
9 |
+0 |
Total Volume and Open Interest |
190,081 |
828,301 |
+6,695 |
Soybean Meal(CBOT) |
Aug12 |
120718 |
494.10 |
514.00 |
491.60 |
514.00 |
+20.00 |
20,814 |
44,631 |
+373 |
Sep12 |
120718 |
482.50 |
503.20 |
480.30 |
501.50 |
+18.30 |
11,113 |
40,112 |
+2,027 |
Oct12 |
120718 |
470.00 |
486.50 |
467.30 |
485.60 |
+14.60 |
3,194 |
20,840 |
+125 |
Dec12 |
120718 |
466.40 |
479.80 |
461.30 |
479.00 |
+13.30 |
32,535 |
118,125 |
-374 |
Jan13 |
120718 |
459.80 |
472.80 |
456.60 |
471.90 |
+11.20 |
1,676 |
9,370 |
+301 |
Mar13 |
120718 |
438.30 |
449.30 |
434.80 |
446.90 |
+7.60 |
1,513 |
11,738 |
+113 |
May13 |
120718 |
416.60 |
420.00 |
411.40 |
415.80 |
unch |
1,349 |
8,888 |
-20 |
Jul13 |
120718 |
410.50 |
415.10 |
407.40 |
411.00 |
-0.20 |
1,440 |
8,944 |
+213 |
Aug13 |
120718 |
402.80 |
402.80 |
398.00 |
398.50 |
-0.90 |
90 |
489 |
+52 |
Sep13 |
120718 |
384.50 |
388.60 |
378.00 |
387.70 |
-0.90 |
144 |
462 |
+7 |
Total Volume and Open Interest |
74,228 |
269,808 |
+2,894 |
Soybean Oil(CBOT) |
Aug12 |
120718 |
54.13 |
54.34 |
53.30 |
54.01 |
-0.13 |
26,561 |
52,372 |
-2,042 |
Sep12 |
120718 |
54.30 |
54.52 |
53.51 |
54.22 |
-0.13 |
11,830 |
42,916 |
+904 |
Oct12 |
120718 |
54.55 |
54.65 |
53.71 |
54.42 |
-0.13 |
3,842 |
19,875 |
+227 |
Dec12 |
120718 |
54.96 |
55.19 |
54.13 |
54.85 |
-0.14 |
43,305 |
146,745 |
+3,737 |
Jan13 |
120718 |
55.24 |
55.47 |
54.43 |
55.13 |
-0.16 |
3,118 |
26,263 |
+375 |
Mar13 |
120718 |
55.58 |
55.58 |
54.79 |
55.46 |
-0.17 |
1,564 |
20,041 |
+200 |
May13 |
120718 |
55.81 |
55.84 |
54.88 |
55.58 |
-0.17 |
1,464 |
12,162 |
-13 |
Jul13 |
120718 |
55.42 |
55.83 |
54.98 |
55.67 |
-0.16 |
1,248 |
7,890 |
+207 |
Aug13 |
120718 |
55.36 |
55.80 |
55.05 |
55.65 |
-0.15 |
258 |
1,726 |
+135 |
Sep13 |
120718 |
55.00 |
55.74 |
55.00 |
55.65 |
-0.09 |
62 |
1,068 |
+5 |
Total Volume and Open Interest |
94,192 |
338,055 |
+3,864 |
Canola(WCE) |
Jul12 |
120713 |
683.9 |
683.9 |
683.9 |
683.9 |
+2.4 |
|
|
|
Nov12 |
120718 |
632.2 |
634.3 |
624.5 |
632.5 |
-0.8 |
10,248 |
158,317 |
+612 |
Jan13 |
120718 |
637.0 |
637.0 |
628.4 |
635.6 |
-0.4 |
3,490 |
29,820 |
+1,573 |
Mar13 |
120718 |
629.0 |
636.3 |
627.9 |
635.0 |
-1.0 |
292 |
14,328 |
+127 |
May13 |
120718 |
627.3 |
633.5 |
624.8 |
632.1 |
-1.0 |
228 |
17,267 |
+150 |
Total Volume and Open Interest |
14,433 |
223,977 |
+2,404 |
Corn(CBOT) |
Sep12 |
120718 |
780.00 |
797.00 |
763.50 |
795.00 |
+15.50 |
86,532 |
370,562 |
+4,867 |
Dec12 |
120718 |
772.50 |
785.75 |
755.75 |
784.25 |
+13.00 |
202,515 |
494,734 |
+8,494 |
Mar13 |
120718 |
772.50 |
784.50 |
757.25 |
783.25 |
+11.50 |
27,248 |
133,129 |
+3,770 |
May13 |
120718 |
769.25 |
780.50 |
755.00 |
779.75 |
+11.25 |
8,240 |
21,077 |
+267 |
Jul13 |
120718 |
763.25 |
774.00 |
749.00 |
773.50 |
+10.75 |
10,431 |
55,318 |
+524 |
Sep13 |
120718 |
670.00 |
673.00 |
660.00 |
669.50 |
-1.75 |
2,246 |
8,416 |
+442 |
Dec13 |
120718 |
633.00 |
637.00 |
625.00 |
634.00 |
-1.00 |
7,644 |
52,832 |
+1,396 |
Mar14 |
120718 |
635.75 |
639.50 |
635.50 |
638.25 |
-0.50 |
250 |
1,468 |
+183 |
May14 |
120718 |
639.75 |
642.00 |
639.50 |
639.50 |
-2.50 |
29 |
354 |
+22 |
Jul14 |
120718 |
637.00 |
640.00 |
635.00 |
639.75 |
+1.75 |
44 |
967 |
+7 |
Total Volume and Open Interest |
345,444 |
1,143,101 |
+20,090 |
Wheat(CBOT) |
Sep12 |
120718 |
885.00 |
908.50 |
865.50 |
903.25 |
+18.25 |
48,061 |
175,915 |
+2,381 |
Dec12 |
120718 |
897.00 |
918.00 |
879.75 |
912.50 |
+15.25 |
35,599 |
155,224 |
+1,947 |
Mar13 |
120718 |
901.75 |
920.75 |
887.00 |
916.50 |
+13.50 |
9,514 |
43,088 |
+657 |
May13 |
120718 |
877.50 |
900.75 |
877.50 |
897.00 |
+7.50 |
2,365 |
13,611 |
+253 |
Jul13 |
120718 |
838.00 |
845.75 |
832.75 |
836.75 |
-3.75 |
5,866 |
41,611 |
+295 |
Sep13 |
120718 |
833.25 |
843.50 |
833.25 |
836.75 |
-2.50 |
262 |
614 |
+114 |
Total Volume and Open Interest |
103,615 |
452,883 |
+6,035 |
Wheat(KCBT) |
Sep12 |
120718 |
892.50 |
910.50 |
876.00 |
906.00 |
+13.00 |
10,578 |
79,276 |
+778 |
Dec12 |
120718 |
910.75 |
928.75 |
895.00 |
924.00 |
+12.25 |
5,477 |
48,175 |
+20 |
Mar13 |
120718 |
909.75 |
931.75 |
904.50 |
928.00 |
+9.00 |
1,717 |
11,647 |
+165 |
May13 |
120718 |
912.00 |
926.50 |
908.00 |
922.00 |
+5.00 |
427 |
5,315 |
+12 |
Jul13 |
120718 |
860.00 |
869.00 |
856.00 |
866.00 |
+0.50 |
823 |
11,905 |
+299 |
Sep13 |
120718 |
862.00 |
867.25 |
860.00 |
864.00 |
+0.50 |
44 |
398 |
+18 |
Total Volume and Open Interest |
19,095 |
157,376 |
+1,306 |
Wheat(MGE) |
Jul12 |
120713 |
935.25 |
935.25 |
935.25 |
935.25 |
+2.50 |
0 |
16 |
+0 |
Sep12 |
120718 |
986.25 |
1001.75 |
970.75 |
998.00 |
+12.25 |
2,441 |
16,834 |
+46 |
Dec12 |
120718 |
979.00 |
999.00 |
970.00 |
995.75 |
+11.25 |
1,728 |
14,489 |
-104 |
Mar13 |
120718 |
988.00 |
1000.00 |
975.00 |
998.50 |
+9.50 |
256 |
2,990 |
-39 |
May13 |
120718 |
989.00 |
996.75 |
989.00 |
996.75 |
+9.25 |
75 |
890 |
+3 |
Total Volume and Open Interest |
4,593 |
35,719 |
-88 |
Oats(CBOT) |
Sep12 |
120718 |
373.00 |
380.50 |
371.50 |
380.00 |
+2.25 |
100 |
2,400 |
-1 |
Dec12 |
120718 |
378.00 |
383.75 |
375.00 |
383.50 |
+3.25 |
529 |
7,506 |
+9 |
Mar13 |
120718 |
385.00 |
388.25 |
385.00 |
388.25 |
+3.00 |
0 |
113 |
+0 |
May13 |
120718 |
393.75 |
393.75 |
390.75 |
393.75 |
+3.00 |
|
|
|
Total Volume and Open Interest |
629 |
10,019 |
+8 |
Rough Rice(CBOT) |
Jul12 |
120713 |
14.85 |
14.86 |
14.85 |
14.86 |
+0.14 |
58 |
60 |
-13 |
Sep12 |
120718 |
15.54 |
15.61 |
15.37 |
15.53 |
-0.02 |
753 |
10,397 |
+46 |
Nov12 |
120718 |
15.77 |
15.84 |
15.66 |
15.80 |
-0.01 |
120 |
2,115 |
-17 |
Jan13 |
120718 |
16.05 |
16.09 |
15.97 |
16.08 |
-0.01 |
8 |
196 |
+3 |
Total Volume and Open Interest |
884 |
12,833 |
+33 |
Live Cattle(CME) |
Aug12 |
120718 |
115.450 |
118.385 |
115.430 |
118.080 |
+2.600 |
16,319 |
73,081 |
-4,838 |
Oct12 |
120718 |
119.650 |
122.980 |
119.600 |
122.830 |
+2.850 |
16,743 |
114,599 |
+5,874 |
Dec12 |
120718 |
124.050 |
127.135 |
123.900 |
127.135 |
+3.000 |
7,700 |
68,728 |
-198 |
Feb13 |
120718 |
127.480 |
130.880 |
127.400 |
130.785 |
+2.900 |
3,603 |
27,828 |
+21 |
Apr13 |
120718 |
130.250 |
133.785 |
130.150 |
133.785 |
+3.000 |
1,680 |
12,854 |
+94 |
Jun13 |
120718 |
128.100 |
131.500 |
128.100 |
131.500 |
+2.925 |
643 |
4,366 |
+197 |
Total Volume and Open Interest |
46,812 |
303,216 |
+1,203 |
Feeder Cattle(CME) |
Aug12 |
120718 |
134.285 |
137.200 |
133.850 |
137.200 |
+3.000 |
1,865 |
13,878 |
-47 |
Sep12 |
120718 |
136.950 |
140.000 |
136.600 |
140.000 |
+3.000 |
1,247 |
7,441 |
-72 |
Oct12 |
120718 |
138.825 |
141.850 |
138.800 |
141.850 |
+3.000 |
953 |
6,818 |
+144 |
Nov12 |
120718 |
140.300 |
143.200 |
140.000 |
143.200 |
+3.000 |
1,136 |
3,975 |
+179 |
Jan13 |
120718 |
143.185 |
146.250 |
142.800 |
146.235 |
+2.985 |
754 |
3,349 |
-26 |
Mar13 |
120718 |
146.130 |
148.100 |
146.130 |
148.100 |
+3.000 |
123 |
552 |
+17 |
Apr13 |
120718 |
147.150 |
149.950 |
147.150 |
149.950 |
+3.000 |
0 |
136 |
+0 |
Total Volume and Open Interest |
6,084 |
36,344 |
+200 |
Lean Hogs(CME) |
Aug12 |
120718 |
90.230 |
92.950 |
88.650 |
92.635 |
+2.685 |
19,707 |
37,129 |
-2,429 |
Oct12 |
120718 |
77.725 |
80.580 |
77.330 |
80.050 |
+2.370 |
13,707 |
81,091 |
+1,504 |
Dec12 |
120718 |
75.800 |
78.300 |
75.500 |
77.400 |
+1.675 |
6,553 |
51,196 |
-954 |
Feb13 |
120718 |
80.900 |
82.785 |
80.450 |
81.930 |
+1.250 |
4,076 |
25,983 |
+299 |
Apr13 |
120718 |
84.830 |
86.580 |
84.180 |
85.700 |
+0.915 |
1,826 |
17,208 |
+150 |
May13 |
120718 |
89.930 |
92.100 |
89.930 |
91.650 |
+1.150 |
4 |
731 |
-1 |
Jun13 |
120718 |
92.635 |
94.980 |
92.300 |
94.535 |
+1.500 |
1,814 |
9,124 |
-100 |
Jul13 |
120718 |
92.600 |
95.000 |
92.600 |
94.700 |
+1.650 |
512 |
2,908 |
-137 |
Total Volume and Open Interest |
48,426 |
226,885 |
-10,835 |
Class III Milk(CME) |
Jul12 |
120718 |
16.70 |
16.79 |
16.62 |
16.69 |
-0.05 |
123 |
3,708 |
-36 |
Aug12 |
120718 |
18.03 |
18.08 |
17.75 |
17.79 |
-0.24 |
523 |
5,107 |
+144 |
Sep12 |
120718 |
19.01 |
19.11 |
18.72 |
18.78 |
-0.28 |
460 |
3,724 |
+230 |
Oct12 |
120718 |
18.74 |
18.81 |
18.54 |
18.66 |
-0.18 |
206 |
3,236 |
+3 |
Nov12 |
120718 |
18.71 |
18.74 |
18.52 |
18.65 |
-0.05 |
162 |
2,916 |
-31 |
Total Volume and Open Interest |
1,964 |
24,401 |
+552 |
Cocoa(ICE) |
Sep12 |
120718 |
2207 |
2217 |
2169 |
2204 |
+9 |
11,046 |
68,407 |
-884 |
Dec12 |
120718 |
2215 |
2232 |
2185 |
2221 |
+9 |
5,385 |
46,128 |
+1,615 |
Mar13 |
120718 |
2228 |
2240 |
2202 |
2237 |
+9 |
2,081 |
34,031 |
+430 |
May13 |
120718 |
2239 |
2260 |
2215 |
2250 |
+9 |
1,166 |
14,504 |
-188 |
Jul13 |
120718 |
2250 |
2268 |
2234 |
2263 |
+9 |
103 |
7,474 |
-30 |
Sep13 |
120718 |
2259 |
2275 |
2259 |
2275 |
+10 |
0 |
4,446 |
+0 |
Dec13 |
120718 |
2269 |
2286 |
2268 |
2286 |
+10 |
0 |
5,974 |
+0 |
Total Volume and Open Interest |
19,781 |
186,096 |
+903 |
Coffee "C"(ICE) |
Jul12 |
120718 |
182.00 |
182.00 |
179.90 |
181.40 |
+0.65 |
8 |
32 |
+1 |
Sep12 |
120718 |
182.30 |
183.45 |
177.40 |
182.15 |
+0.30 |
10,544 |
70,370 |
-924 |
Dec12 |
120718 |
185.20 |
186.40 |
180.60 |
185.10 |
+0.05 |
4,942 |
39,886 |
+1,364 |
Mar13 |
120718 |
188.35 |
189.75 |
184.30 |
188.45 |
unch |
1,498 |
18,109 |
+172 |
May13 |
120718 |
188.55 |
191.75 |
187.85 |
190.70 |
-0.15 |
436 |
5,314 |
-24 |
Jul13 |
120718 |
190.50 |
193.70 |
190.40 |
192.70 |
-0.10 |
73 |
3,581 |
+8 |
Total Volume and Open Interest |
17,595 |
139,601 |
+630 |
Orange Juice(ICE) |
Sep12 |
120718 |
117.85 |
119.45 |
113.00 |
116.10 |
-1.55 |
813 |
13,478 |
-16 |
Nov12 |
120718 |
116.35 |
116.95 |
111.75 |
114.65 |
-1.50 |
206 |
4,961 |
+40 |
Jan13 |
120718 |
116.00 |
116.50 |
112.15 |
114.65 |
-1.10 |
140 |
1,784 |
+132 |
Mar13 |
120718 |
115.30 |
115.40 |
112.25 |
114.90 |
-0.75 |
8 |
1,156 |
-2 |
May13 |
120718 |
113.20 |
115.70 |
113.10 |
115.70 |
+0.15 |
0 |
176 |
+0 |
Jul13 |
120718 |
115.00 |
117.55 |
115.00 |
117.55 |
+1.75 |
0 |
10 |
+0 |
Total Volume and Open Interest |
1,167 |
21,567 |
+154 |
Sugar #11(ICE) |
Oct12 |
120718 |
22.83 |
22.98 |
22.20 |
22.95 |
+0.16 |
47,880 |
312,597 |
-4,423 |
Mar13 |
120718 |
23.15 |
23.36 |
22.71 |
23.33 |
+0.15 |
23,403 |
158,682 |
-4,314 |
May13 |
120718 |
22.91 |
23.09 |
22.55 |
23.06 |
+0.10 |
8,564 |
47,584 |
+792 |
Jul13 |
120718 |
22.62 |
22.78 |
22.35 |
22.75 |
+0.03 |
4,900 |
71,402 |
+150 |
Oct13 |
120718 |
22.55 |
22.65 |
22.26 |
22.63 |
+0.01 |
3,229 |
31,843 |
+70 |
Mar14 |
120718 |
22.46 |
22.67 |
22.39 |
22.65 |
+0.04 |
937 |
25,673 |
+9 |
May14 |
120718 |
22.13 |
22.33 |
22.06 |
22.32 |
+0.03 |
123 |
6,836 |
+65 |
Jul14 |
120718 |
21.91 |
22.11 |
21.85 |
22.10 |
+0.03 |
18 |
5,574 |
-5 |
Total Volume and Open Interest |
89,067 |
667,507 |
-7,649 |
London Cocoa(LCE) |
Sep12 |
120718 |
1503 |
1507 |
1488 |
1501 |
unch |
6,370 |
51,577 |
+145 |
Dec12 |
120718 |
1502 |
1504 |
1485 |
1499 |
-1 |
2,894 |
53,425 |
-303 |
Mar13 |
120718 |
1487 |
1497 |
1480 |
1493 |
unch |
2,211 |
49,677 |
-1 |
May13 |
120718 |
1497 |
1499 |
1483 |
1497 |
unch |
1,336 |
19,428 |
+24 |
Jul13 |
120718 |
1502 |
1505 |
1490 |
1502 |
-1 |
1,158 |
9,644 |
+100 |
Sep13 |
120718 |
1499 |
1501 |
1498 |
1501 |
-3 |
42 |
5,491 |
+20 |
Dec13 |
120718 |
1502 |
1502 |
1502 |
1502 |
-4 |
0 |
7,306 |
+32 |
Total Volume and Open Interest |
14,011 |
197,095 |
-1,648 |
London Sugar(LCE) |
Oct12 |
120718 |
618.60 |
625.00 |
608.00 |
624.70 |
+6.80 |
2,458 |
23,187 |
+275 |
Dec12 |
120718 |
601.40 |
605.90 |
590.70 |
605.40 |
+5.00 |
894 |
9,300 |
-60 |
Mar13 |
120718 |
605.60 |
610.00 |
596.10 |
609.20 |
+4.20 |
540 |
10,243 |
+138 |
May13 |
120718 |
602.70 |
606.10 |
594.60 |
606.00 |
+3.50 |
80 |
2,901 |
-8 |
Aug13 |
120718 |
594.80 |
597.60 |
588.70 |
597.60 |
+1.90 |
2 |
1,908 |
+2 |
Total Volume and Open Interest |
3,981 |
49,523 |
-3,898 |
Cotton(ICE) |
Oct12 |
120718 |
70.00 |
71.90 |
69.72 |
71.10 |
+0.99 |
59 |
469 |
+2 |
Dec12 |
120718 |
71.05 |
72.92 |
70.45 |
71.93 |
+0.88 |
10,792 |
134,029 |
+432 |
Mar13 |
120718 |
71.88 |
73.77 |
71.40 |
72.86 |
+0.93 |
1,605 |
24,976 |
+540 |
May13 |
120718 |
72.21 |
74.60 |
72.16 |
73.62 |
+0.95 |
531 |
4,962 |
+390 |
Jul13 |
120718 |
73.25 |
75.30 |
73.20 |
74.63 |
+0.90 |
227 |
5,995 |
+164 |
Oct13 |
120718 |
76.78 |
76.78 |
76.77 |
76.78 |
+1.10 |
0 |
3 |
+0 |
Total Volume and Open Interest |
13,244 |
172,133 |
+1,528 |
Lumber(CME) |
Sep12 |
120718 |
287.4 |
292.7 |
281.7 |
284.8 |
-2.8 |
300 |
5,805 |
+38 |
Nov12 |
120718 |
282.0 |
286.2 |
277.2 |
280.3 |
-1.2 |
106 |
1,290 |
+58 |
Jan13 |
120718 |
288.0 |
292.8 |
285.1 |
286.0 |
-2.0 |
4 |
245 |
+2 |
Mar13 |
120718 |
292.0 |
293.0 |
292.0 |
292.0 |
-1.0 |
2 |
120 |
-1 |
Total Volume and Open Interest |
412 |
7,463 |
+97 |
Crude Oil(NYM) |
Aug12 |
120718 |
89.13 |
90.04 |
88.59 |
89.87 |
+0.65 |
223,124 |
104,067 |
-24,074 |
Sep12 |
120718 |
89.49 |
90.36 |
88.91 |
90.17 |
+0.63 |
112,131 |
283,717 |
+9,100 |
Oct12 |
120718 |
89.73 |
90.65 |
89.24 |
90.47 |
+0.60 |
34,461 |
89,483 |
+1,723 |
Nov12 |
120718 |
89.87 |
91.00 |
89.59 |
90.82 |
+0.57 |
17,793 |
68,183 |
+627 |
Dec12 |
120718 |
90.56 |
91.35 |
90.01 |
91.20 |
+0.53 |
44,060 |
174,346 |
-1,080 |
Jan13 |
120718 |
90.63 |
91.70 |
90.40 |
91.59 |
+0.50 |
10,327 |
70,968 |
+1,249 |
Feb13 |
120718 |
90.94 |
91.98 |
90.93 |
91.89 |
+0.46 |
4,309 |
30,335 |
+1,319 |
Mar13 |
120718 |
91.40 |
92.21 |
91.00 |
92.10 |
+0.43 |
3,130 |
35,524 |
-3 |
Apr13 |
120718 |
91.25 |
92.22 |
91.25 |
92.22 |
+0.39 |
2,727 |
17,555 |
-11 |
May13 |
120718 |
91.65 |
92.30 |
91.26 |
92.30 |
+0.37 |
2,080 |
16,636 |
+102 |
Jun13 |
120718 |
91.80 |
92.41 |
91.47 |
92.33 |
+0.34 |
12,477 |
79,683 |
-183 |
Jul13 |
120718 |
92.25 |
92.36 |
91.39 |
92.31 |
+0.32 |
3,181 |
25,282 |
+81 |
Aug13 |
120718 |
91.41 |
92.21 |
91.41 |
92.21 |
+0.30 |
3,661 |
16,176 |
+964 |
Sep13 |
120718 |
92.08 |
92.08 |
92.08 |
92.08 |
+0.29 |
1,717 |
22,317 |
+659 |
Oct13 |
120718 |
91.93 |
91.93 |
91.93 |
91.93 |
+0.27 |
907 |
13,004 |
-27 |
Nov13 |
120718 |
91.77 |
91.77 |
91.77 |
91.77 |
+0.25 |
1,012 |
17,870 |
-23 |
Total Volume and Open Interest |
503,009 |
1,439,862 |
-4,747 |
e-miNY Crude Oil(NYM) |
Jul12 |
120619 |
83.000 |
84.375 |
82.300 |
84.025 |
+0.750 |
4,042 |
1,313 |
-363 |
Aug12 |
120718 |
89.100 |
90.025 |
88.600 |
89.875 |
+0.650 |
5,157 |
2,036 |
-79 |
Sep12 |
120718 |
89.350 |
90.350 |
88.900 |
90.175 |
+0.625 |
964 |
992 |
+185 |
Oct12 |
120718 |
89.250 |
90.575 |
89.250 |
90.475 |
+0.600 |
105 |
152 |
+16 |
Nov12 |
120718 |
90.100 |
90.825 |
90.100 |
90.825 |
+0.575 |
37 |
1,718 |
+19 |
Dec12 |
120718 |
90.025 |
91.250 |
90.000 |
91.200 |
+0.525 |
47 |
2,460 |
+16 |
Jan13 |
120718 |
91.600 |
91.600 |
91.600 |
91.600 |
+0.500 |
12 |
743 |
+10 |
Feb13 |
120718 |
91.900 |
91.900 |
91.900 |
91.900 |
+0.475 |
0 |
76 |
+0 |
Mar13 |
120718 |
92.100 |
92.100 |
92.100 |
92.100 |
+0.425 |
0 |
1 |
+0 |
Apr13 |
120718 |
92.225 |
92.225 |
92.225 |
92.225 |
+0.400 |
0 |
1 |
+0 |
Total Volume and Open Interest |
6,322 |
8,382 |
+167 |
Heating Oil(NYM) |
Aug12 |
120718 |
283.20 |
288.65 |
282.80 |
287.76 |
+3.54 |
51,254 |
60,181 |
-3,083 |
Sep12 |
120718 |
283.45 |
288.55 |
282.76 |
287.71 |
+3.49 |
33,108 |
71,354 |
+6,828 |
Oct12 |
120718 |
283.51 |
288.93 |
283.47 |
288.14 |
+3.32 |
16,067 |
33,645 |
+1,477 |
Nov12 |
120718 |
284.45 |
289.01 |
284.37 |
288.64 |
+3.15 |
11,885 |
25,911 |
+1,045 |
Dec12 |
120718 |
285.60 |
289.75 |
284.81 |
288.97 |
+2.93 |
16,022 |
42,160 |
-129 |
Jan13 |
120718 |
285.58 |
289.51 |
285.28 |
289.13 |
+2.67 |
5,806 |
20,958 |
-91 |
Feb13 |
120718 |
285.48 |
288.96 |
285.07 |
288.28 |
+2.42 |
1,121 |
10,148 |
+69 |
Mar13 |
120718 |
283.70 |
287.28 |
283.59 |
286.63 |
+2.27 |
1,362 |
15,783 |
+261 |
Apr13 |
120718 |
281.74 |
284.52 |
281.20 |
284.52 |
+2.17 |
1,212 |
18,268 |
+141 |
May13 |
120718 |
284.50 |
287.12 |
284.50 |
287.12 |
+1.97 |
433 |
9,183 |
-240 |
Jun13 |
120718 |
283.70 |
286.28 |
283.49 |
286.28 |
+1.88 |
297 |
5,602 |
+43 |
Jul13 |
120718 |
283.70 |
286.31 |
283.70 |
286.31 |
+1.81 |
32 |
2,336 |
-1 |
Aug13 |
120718 |
283.85 |
286.43 |
283.85 |
286.43 |
+1.73 |
30 |
686 |
-11 |
Sep13 |
120718 |
284.25 |
286.54 |
284.25 |
286.54 |
+1.66 |
14 |
346 |
-2 |
Total Volume and Open Interest |
139,027 |
321,216 |
+6,344 |
Gasoline(NYMEX) |
Aug12 |
120718 |
285.57 |
290.37 |
284.39 |
288.34 |
+3.84 |
36,224 |
56,044 |
-2,256 |
Sep12 |
120718 |
274.23 |
278.84 |
273.08 |
277.55 |
+4.06 |
29,766 |
74,439 |
+2,419 |
Oct12 |
120718 |
255.69 |
259.96 |
254.68 |
259.46 |
+4.15 |
11,261 |
32,525 |
-258 |
Nov12 |
120718 |
249.81 |
254.77 |
249.77 |
254.41 |
+3.75 |
5,086 |
20,047 |
+568 |
Dec12 |
120718 |
248.05 |
252.51 |
247.49 |
252.13 |
+3.38 |
4,454 |
33,108 |
-223 |
Jan13 |
120718 |
247.18 |
251.92 |
246.74 |
251.58 |
+3.11 |
1,136 |
13,094 |
+154 |
Feb13 |
120718 |
248.92 |
252.19 |
248.92 |
252.09 |
+2.96 |
589 |
3,973 |
+23 |
Mar13 |
120718 |
250.36 |
253.50 |
250.36 |
253.50 |
+2.82 |
431 |
5,426 |
+313 |
Apr13 |
120718 |
266.63 |
267.73 |
266.63 |
267.73 |
+2.73 |
133 |
6,034 |
+130 |
May13 |
120718 |
266.73 |
266.73 |
266.73 |
266.73 |
+2.67 |
308 |
956 |
-147 |
Total Volume and Open Interest |
90,031 |
257,179 |
+1,176 |
e-miNY RBOB Gasoline(NYM) |
Aug12 |
120718 |
288.30 |
288.34 |
288.30 |
288.30 |
+3.80 |
0 |
4 |
+0 |
Sep12 |
120718 |
277.60 |
277.60 |
277.55 |
277.60 |
+4.10 |
|
|
|
Oct12 |
120718 |
259.50 |
259.50 |
259.46 |
259.50 |
+4.20 |
|
|
|
Nov12 |
120718 |
254.40 |
254.41 |
254.40 |
254.40 |
+3.70 |
|
|
|
Total Volume and Open Interest |
0 |
4 |
+0 |
Natural Gas(NYM) |
Aug12 |
120718 |
2.791 |
3.020 |
2.777 |
2.973 |
+0.177 |
113,678 |
97,984 |
-14,570 |
Sep12 |
120718 |
2.780 |
3.000 |
2.765 |
2.950 |
+0.164 |
57,995 |
241,271 |
+2,306 |
Oct12 |
120718 |
2.810 |
3.004 |
2.799 |
2.970 |
+0.151 |
35,084 |
150,702 |
+2,615 |
Nov12 |
120718 |
3.025 |
3.205 |
3.021 |
3.156 |
+0.117 |
19,734 |
109,850 |
-173 |
Dec12 |
120718 |
3.299 |
3.430 |
3.296 |
3.404 |
+0.088 |
10,358 |
54,513 |
-106 |
Jan13 |
120718 |
3.450 |
3.599 |
3.450 |
3.545 |
+0.080 |
12,379 |
112,382 |
+1,272 |
Feb13 |
120718 |
3.477 |
3.600 |
3.470 |
3.558 |
+0.078 |
2,832 |
27,930 |
-163 |
Mar13 |
120718 |
3.454 |
3.555 |
3.439 |
3.528 |
+0.076 |
3,740 |
48,071 |
-32 |
Apr13 |
120718 |
3.459 |
3.605 |
3.427 |
3.510 |
+0.074 |
5,356 |
69,345 |
+144 |
May13 |
120718 |
3.470 |
3.600 |
3.447 |
3.532 |
+0.070 |
616 |
16,525 |
+242 |
Jun13 |
120718 |
3.488 |
3.650 |
3.483 |
3.568 |
+0.068 |
318 |
8,622 |
+13 |
Jul13 |
120718 |
3.556 |
3.700 |
3.536 |
3.613 |
+0.067 |
570 |
12,481 |
-82 |
Aug13 |
120718 |
3.556 |
3.700 |
3.556 |
3.634 |
+0.067 |
613 |
9,605 |
+64 |
Sep13 |
120718 |
3.587 |
3.754 |
3.559 |
3.637 |
+0.067 |
456 |
7,445 |
-140 |
Oct13 |
120718 |
3.630 |
3.750 |
3.592 |
3.672 |
+0.067 |
1,928 |
35,076 |
-339 |
Nov13 |
120718 |
3.800 |
3.850 |
3.717 |
3.789 |
+0.065 |
555 |
17,351 |
-45 |
Total Volume and Open Interest |
270,293 |
1,119,840 |
-8,816 |
Brent Crude Oil(ICE) |
Sep12 |
120718 |
103.58 |
105.60 |
103.22 |
105.16 |
+1.16 |
211,615 |
246,367 |
+9,264 |
Oct12 |
120718 |
102.97 |
104.82 |
102.68 |
104.45 |
+1.03 |
79,564 |
198,072 |
+5,644 |
Nov12 |
120718 |
103.10 |
104.32 |
102.35 |
104.11 |
+1.01 |
41,321 |
103,116 |
+3,046 |
Dec12 |
120718 |
102.44 |
104.17 |
102.05 |
103.83 |
+1.01 |
71,577 |
128,759 |
-6,059 |
Jan13 |
120718 |
102.03 |
103.75 |
101.93 |
103.56 |
+0.99 |
9,527 |
41,432 |
+259 |
Feb13 |
120718 |
101.74 |
103.46 |
101.64 |
103.28 |
+0.97 |
5,540 |
22,529 |
+282 |
Mar13 |
120718 |
101.53 |
103.18 |
101.45 |
102.98 |
+0.96 |
4,850 |
33,561 |
+257 |
Apr13 |
120718 |
101.26 |
102.86 |
101.17 |
102.67 |
+0.93 |
3,661 |
13,429 |
-495 |
May13 |
120718 |
101.02 |
102.53 |
100.92 |
102.37 |
+0.90 |
3,404 |
14,534 |
-94 |
Jun13 |
120718 |
100.59 |
102.31 |
100.59 |
102.07 |
+0.85 |
14,838 |
54,748 |
+965 |
Jul13 |
120718 |
101.81 |
101.81 |
101.81 |
101.81 |
+0.80 |
1,070 |
11,756 |
+382 |
Aug13 |
120718 |
101.52 |
101.52 |
101.52 |
101.52 |
+0.75 |
3,373 |
12,508 |
+160 |
Sep13 |
120718 |
101.20 |
101.20 |
101.20 |
101.20 |
+0.72 |
2,324 |
12,016 |
+285 |
Oct13 |
120718 |
100.88 |
100.88 |
100.88 |
100.88 |
+0.69 |
563 |
8,688 |
+317 |
Total Volume and Open Interest |
485,303 |
1,142,017 |
-21,047 |
Gas Oil(ICE) |
Aug12 |
120718 |
894.75 |
912.00 |
893.50 |
906.25 |
+11.75 |
50,141 |
127,750 |
-4,686 |
Sep12 |
120718 |
893.25 |
910.00 |
891.75 |
904.50 |
+11.25 |
56,957 |
103,004 |
-894 |
Oct12 |
120718 |
890.75 |
905.50 |
890.00 |
902.00 |
+10.75 |
32,271 |
60,925 |
+5,404 |
Nov12 |
120718 |
888.50 |
901.75 |
888.50 |
898.75 |
+10.00 |
18,505 |
31,658 |
+319 |
Dec12 |
120718 |
886.50 |
900.00 |
885.25 |
895.75 |
+9.50 |
25,880 |
65,321 |
+236 |
Jan13 |
120718 |
885.25 |
897.00 |
884.00 |
893.75 |
+8.75 |
3,422 |
22,490 |
+60 |
Feb13 |
120718 |
883.25 |
894.75 |
882.25 |
891.50 |
+8.25 |
1,774 |
16,376 |
+96 |
Mar13 |
120718 |
881.50 |
891.25 |
879.75 |
888.75 |
+8.00 |
1,284 |
15,866 |
+48 |
Apr13 |
120718 |
878.00 |
888.25 |
877.00 |
886.00 |
+8.00 |
719 |
11,380 |
-12 |
May13 |
120718 |
876.50 |
885.75 |
875.00 |
883.50 |
+7.75 |
625 |
10,360 |
+50 |
Total Volume and Open Interest |
196,195 |
564,483 |
+461 |
Ethanol(CBOT) |
Jul12 |
120705 |
2.417 |
2.419 |
2.388 |
2.398 |
+0.044 |
15 |
82 |
-53 |
Aug12 |
120718 |
2.677 |
2.732 |
2.675 |
2.725 |
+0.036 |
316 |
1,242 |
-127 |
Sep12 |
120718 |
2.619 |
2.680 |
2.619 |
2.677 |
+0.034 |
384 |
1,756 |
+113 |
Oct12 |
120718 |
2.558 |
2.610 |
2.558 |
2.608 |
+0.039 |
125 |
1,590 |
+22 |
Nov12 |
120718 |
2.523 |
2.576 |
2.519 |
2.571 |
+0.041 |
262 |
1,486 |
-18 |
Dec12 |
120718 |
2.505 |
2.549 |
2.496 |
2.541 |
+0.032 |
253 |
1,374 |
+25 |
Jan13 |
120718 |
2.486 |
2.532 |
2.478 |
2.518 |
+0.023 |
266 |
1,531 |
+70 |
Feb13 |
120718 |
2.459 |
2.503 |
2.459 |
2.503 |
+0.021 |
226 |
927 |
+10 |
Total Volume and Open Interest |
2,532 |
12,427 |
+275 |
WTI Crude Oil(ICE) |
Aug12 |
120718 |
89.00 |
90.10 |
88.61 |
89.87 |
+0.65 |
37,982 |
29,407 |
-9,621 |
Sep12 |
120718 |
89.36 |
90.36 |
88.93 |
90.17 |
+0.63 |
44,314 |
65,447 |
+201 |
Oct12 |
120718 |
89.33 |
90.59 |
89.29 |
90.47 |
+0.60 |
9,202 |
30,785 |
+1,265 |
Nov12 |
120718 |
89.90 |
90.90 |
89.69 |
90.82 |
+0.57 |
5,211 |
20,377 |
-365 |
Dec12 |
120718 |
90.38 |
91.28 |
90.09 |
91.20 |
+0.53 |
12,665 |
84,001 |
-1,344 |
Jan13 |
120718 |
90.54 |
91.59 |
90.54 |
91.59 |
+0.50 |
1,501 |
15,856 |
-221 |
Feb13 |
120718 |
91.55 |
91.89 |
91.25 |
91.89 |
+0.46 |
883 |
10,311 |
+52 |
Mar13 |
120718 |
91.65 |
92.10 |
91.65 |
92.10 |
+0.43 |
997 |
8,074 |
+53 |
Apr13 |
120718 |
92.14 |
92.22 |
92.14 |
92.22 |
+0.39 |
509 |
3,867 |
+101 |
May13 |
120718 |
92.30 |
92.30 |
92.30 |
92.30 |
+0.37 |
360 |
2,681 |
+28 |
Jun13 |
120718 |
91.86 |
92.33 |
91.77 |
92.33 |
+0.34 |
3,246 |
24,769 |
+649 |
Jul13 |
120718 |
92.31 |
92.31 |
92.31 |
92.31 |
+0.32 |
262 |
2,036 |
+63 |
Aug13 |
120718 |
92.21 |
92.21 |
92.21 |
92.21 |
+0.30 |
187 |
3,152 |
+45 |
Sep13 |
120718 |
92.08 |
92.08 |
92.08 |
92.08 |
+0.29 |
64 |
6,565 |
-6 |
Oct13 |
120718 |
91.93 |
91.93 |
91.93 |
91.93 |
+0.27 |
55 |
1,464 |
+5 |
Nov13 |
120718 |
91.77 |
91.77 |
91.77 |
91.77 |
+0.25 |
42 |
3,365 |
-5 |
Total Volume and Open Interest |
124,189 |
439,605 |
-6,339 |
US Dollar Index(ICE) |
Sep12 |
120718 |
83.120 |
83.460 |
83.045 |
83.195 |
+0.027 |
15,625 |
67,084 |
-260 |
Dec12 |
120718 |
83.735 |
83.735 |
83.525 |
83.525 |
+0.018 |
15 |
674 |
+11 |
Mar13 |
120718 |
83.875 |
83.875 |
83.875 |
83.875 |
+0.007 |
|
|
|
Total Volume and Open Interest |
15,640 |
67,758 |
-249 |
Australian Dollar(CME) |
Sep12 |
120718 |
102.49 |
103.15 |
102.31 |
102.95 |
+0.39 |
94,097 |
120,322 |
+27 |
Dec12 |
120718 |
101.77 |
102.27 |
101.53 |
102.16 |
+0.38 |
43 |
718 |
-1 |
Mar13 |
120718 |
101.41 |
101.46 |
101.08 |
101.46 |
+0.38 |
0 |
4 |
+0 |
Total Volume and Open Interest |
94,140 |
121,047 |
+26 |
British Pound(CME) |
Sep12 |
120718 |
156.45 |
156.67 |
155.78 |
156.38 |
-0.06 |
102,516 |
118,515 |
+1,820 |
Dec12 |
120718 |
156.33 |
156.44 |
155.80 |
156.35 |
-0.06 |
55 |
472 |
+11 |
Mar13 |
120718 |
156.34 |
156.37 |
156.34 |
156.34 |
-0.03 |
43 |
90 |
-57 |
Total Volume and Open Interest |
102,614 |
119,078 |
+1,774 |
Canadian Dollar(CME) |
Sep12 |
120718 |
98.64 |
98.88 |
98.40 |
98.76 |
+0.14 |
71,813 |
94,853 |
+1,089 |
Dec12 |
120718 |
98.50 |
98.65 |
98.23 |
98.56 |
+0.13 |
204 |
7,535 |
+25 |
Mar13 |
120718 |
98.39 |
98.45 |
98.24 |
98.37 |
+0.13 |
0 |
1,524 |
+0 |
Jun13 |
120718 |
98.20 |
98.25 |
98.07 |
98.18 |
+0.11 |
0 |
333 |
+0 |
Total Volume and Open Interest |
72,017 |
104,297 |
+1,114 |
Japanese Yen(CME) |
Sep12 |
120718 |
126.55 |
127.06 |
126.42 |
127.00 |
+0.49 |
50,764 |
122,480 |
+4,499 |
Dec12 |
120718 |
126.90 |
127.15 |
126.66 |
127.15 |
+0.49 |
98 |
538 |
-9 |
Mar13 |
120718 |
127.31 |
127.31 |
126.82 |
127.31 |
+0.49 |
1 |
46 |
+1 |
Total Volume and Open Interest |
50,863 |
123,068 |
+4,491 |
Swiss Franc(CME) |
Sep12 |
120718 |
102.41 |
102.58 |
101.86 |
102.23 |
-0.17 |
32,426 |
60,235 |
+708 |
Dec12 |
120718 |
102.30 |
102.69 |
102.30 |
102.52 |
-0.17 |
3 |
221 |
+3 |
Mar13 |
120718 |
102.83 |
103.01 |
102.83 |
102.83 |
-0.18 |
0 |
2 |
+0 |
Total Volume and Open Interest |
32,429 |
60,458 |
+711 |
EuroFX(CME) |
Sep12 |
120718 |
123.00 |
123.17 |
122.25 |
122.72 |
-0.25 |
211,953 |
321,961 |
-2,645 |
Dec12 |
120718 |
123.09 |
123.32 |
122.45 |
122.88 |
-0.26 |
533 |
1,808 |
+313 |
Mar13 |
120718 |
123.24 |
123.32 |
122.67 |
123.06 |
-0.26 |
0 |
73 |
+0 |
Total Volume and Open Interest |
212,498 |
324,472 |
-2,320 |
Mexican Peso(CME) |
Aug12 |
120718 |
757.5 |
757.8 |
757.5 |
757.5 |
-0.2 |
|
|
|
Sep12 |
120718 |
755.8 |
759.5 |
752.2 |
755.2 |
-0.5 |
27,579 |
153,444 |
+4,531 |
Total Volume and Open Interest |
27,633 |
154,043 |
+4,585 |
Brazilian Real(CME) |
Aug12 |
120718 |
492.80 |
494.40 |
491.80 |
492.50 |
unch |
0 |
1,619 |
+0 |
Sep12 |
120718 |
489.50 |
491.25 |
489.10 |
489.60 |
-0.20 |
96 |
2,331 |
+25 |
Oct12 |
120718 |
487.65 |
487.85 |
487.65 |
487.65 |
-0.20 |
|
|
|
Nov12 |
120718 |
485.75 |
485.95 |
485.75 |
485.75 |
-0.20 |
|
|
|
Total Volume and Open Interest |
1,296 |
16,313 |
-1,175 |
30-Year T-Bonds(CBOT) |
Sep12 |
120718 |
150~270 |
151~170 |
150~240 |
151~060 |
+0~080 |
266,320 |
631,066 |
+1,361 |
Dec12 |
120718 |
151~300 |
152~190 |
151~290 |
152~110 |
+0~110 |
352 |
3,771 |
+205 |
Mar13 |
120718 |
151~190 |
151~190 |
151~080 |
151~190 |
+0~110 |
2 |
3 |
+2 |
Total Volume and Open Interest |
266,674 |
634,840 |
+1,568 |
10-Year T-Notes(CBOT) |
Sep12 |
120718 |
134~170 |
134~260 |
134~145 |
134~240 |
+0~065 |
608,981 |
1,803,653 |
-10,172 |
Dec12 |
120718 |
133~245 |
133~255 |
133~190 |
133~255 |
+0~065 |
826 |
1,774 |
-9 |
Mar13 |
120718 |
132~305 |
132~305 |
132~240 |
132~305 |
+0~065 |
|
|
|
Total Volume and Open Interest |
609,807 |
1,805,427 |
-10,181 |
5-Year T-Notes(CBOT) |
Sep12 |
120718 |
124~068 |
124~089 |
124~061 |
124~088 |
+0~018 |
345,920 |
1,149,254 |
+1,191 |
Dec12 |
120718 |
124~052 |
124~052 |
124~034 |
124~052 |
+0~018 |
0 |
96 |
+0 |
Mar13 |
120718 |
123~100 |
123~100 |
123~082 |
123~100 |
+0~018 |
|
|
|
Total Volume and Open Interest |
345,920 |
1,149,350 |
+1,191 |
2 Year T-Notes(CBOT) |
Sep12 |
120718 |
110~033 |
110~039 |
110~032 |
110~038 |
+0~004 |
275,387 |
962,321 |
+18,971 |
Dec12 |
120718 |
110~038 |
110~039 |
110~034 |
110~039 |
+0~005 |
2,133 |
12,150 |
+1,575 |
Mar13 |
120718 |
109~105 |
109~105 |
109~100 |
109~105 |
+0~005 |
|
|
|
Total Volume and Open Interest |
277,520 |
974,471 |
+20,546 |
Eurodollars(CME) |
Sep12 |
120718 |
99.585 |
99.600 |
99.580 |
99.590 |
unch |
249,990 |
973,185 |
-9,646 |
Dec12 |
120718 |
99.570 |
99.590 |
99.570 |
99.585 |
+0.005 |
147,886 |
933,528 |
-241 |
Mar13 |
120718 |
99.560 |
99.580 |
99.555 |
99.575 |
+0.010 |
185,376 |
684,154 |
-10,977 |
Jun13 |
120718 |
99.540 |
99.565 |
99.535 |
99.560 |
+0.015 |
144,471 |
671,957 |
+4,833 |
Sep13 |
120718 |
99.520 |
99.545 |
99.515 |
99.540 |
+0.015 |
149,317 |
682,150 |
+2,093 |
Dec13 |
120718 |
99.500 |
99.520 |
99.485 |
99.515 |
+0.020 |
151,169 |
663,034 |
-4,744 |
Mar14 |
120718 |
99.470 |
99.500 |
99.460 |
99.490 |
+0.020 |
112,300 |
599,564 |
-2,887 |
Jun14 |
120718 |
99.425 |
99.460 |
99.415 |
99.455 |
+0.030 |
100,881 |
459,456 |
-7,641 |
Sep14 |
120718 |
99.370 |
99.410 |
99.365 |
99.405 |
+0.030 |
72,507 |
363,143 |
+557 |
Dec14 |
120718 |
99.295 |
99.340 |
99.290 |
99.335 |
+0.035 |
74,091 |
336,818 |
+1,103 |
Mar15 |
120718 |
99.225 |
99.270 |
99.215 |
99.270 |
+0.040 |
55,449 |
303,567 |
-1,857 |
Jun15 |
120718 |
0.826 |
0.871 |
0.816 |
0.871 |
+0.045 |
70,176 |
255,857 |
-9,694 |
Sep15 |
120718 |
0.701 |
0.751 |
0.701 |
0.751 |
+0.040 |
40,293 |
239,784 |
-10,589 |
Dec15 |
120718 |
0.576 |
0.626 |
0.571 |
0.621 |
+0.035 |
27,790 |
141,899 |
+1,528 |
Mar16 |
120718 |
0.456 |
0.506 |
0.451 |
0.506 |
+0.035 |
19,112 |
84,438 |
+1,518 |
Jun16 |
120718 |
0.336 |
0.381 |
0.331 |
0.381 |
+0.035 |
29,886 |
98,831 |
-2,539 |
Sep16 |
120718 |
0.201 |
0.251 |
0.196 |
0.251 |
+0.035 |
13,018 |
72,618 |
-167 |
Dec16 |
120718 |
0.061 |
0.106 |
0.061 |
0.106 |
+0.035 |
11,089 |
73,684 |
+1,072 |
Total Volume and Open Interest |
1,683,106 |
7,825,437 |
-45,674 |
30 Day Federal Funds(CBOT) |
Jul12 |
120718 |
99.830 |
99.838 |
99.830 |
99.832 |
unch |
2,225 |
62,081 |
+731 |
Aug12 |
120718 |
99.840 |
99.855 |
99.840 |
99.850 |
+0.005 |
4,272 |
51,761 |
-1,302 |
Sep12 |
120718 |
99.850 |
99.860 |
99.850 |
99.855 |
+0.005 |
3,257 |
45,929 |
-787 |
Oct12 |
120718 |
99.855 |
99.865 |
99.850 |
99.860 |
+0.005 |
4,091 |
53,244 |
-204 |
Nov12 |
120718 |
99.855 |
99.865 |
99.855 |
99.860 |
+0.005 |
4,248 |
36,780 |
-2,129 |
Dec12 |
120718 |
99.855 |
99.870 |
99.855 |
99.865 |
+0.005 |
2,065 |
26,176 |
-274 |
Total Volume and Open Interest |
39,726 |
488,086 |
-3,935 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep12 |
120718 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Dec12 |
120718 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Mar13 |
120718 |
99.677 |
99.677 |
99.677 |
99.677 |
unch |
|
|
|
Jun13 |
120718 |
99.750 |
99.750 |
99.750 |
99.750 |
unch |
|
|
|
Sep13 |
120718 |
99.750 |
99.750 |
99.750 |
99.750 |
unch |
|
|
|
Dec13 |
120718 |
99.755 |
99.755 |
99.755 |
99.755 |
unch |
|
|
|
Mar14 |
120718 |
99.755 |
99.755 |
99.755 |
99.755 |
unch |
|
|
|
Jun14 |
120718 |
99.615 |
99.615 |
99.615 |
99.615 |
unch |
|
|
|
Sep14 |
120718 |
99.475 |
99.475 |
99.475 |
99.475 |
unch |
|
|
|
Dec14 |
120718 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Sep12 |
120718 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,785 |
+0 |
Dec12 |
120718 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
515 |
+0 |
Mar13 |
120718 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
185 |
+0 |
Jun13 |
120718 |
99.75 |
99.75 |
99.75 |
99.75 |
unch |
0 |
202 |
+0 |
Sep13 |
120718 |
99.75 |
99.75 |
99.75 |
99.75 |
unch |
0 |
305 |
+0 |
Dec13 |
120718 |
99.75 |
99.75 |
99.75 |
99.75 |
unch |
0 |
384 |
+0 |
Mar14 |
120718 |
99.75 |
99.75 |
99.75 |
99.75 |
unch |
0 |
344 |
+0 |
Jun14 |
120718 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
3,722 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep12 |
120718 |
144.28 |
144.47 |
144.21 |
144.47 |
+0.21 |
2,340 |
20,247 |
+480 |
Dec12 |
120718 |
144.00 |
144.00 |
143.66 |
143.66 |
+0.21 |
0 |
6 |
+0 |
Mar13 |
120718 |
141.57 |
141.57 |
141.57 |
141.57 |
+0.21 |
|
|
|
Total Volume and Open Interest |
2,340 |
20,253 |
+480 |
Euro-Bund(EUREX) |
Sep12 |
120718 |
145.06 |
145.50 |
144.83 |
145.34 |
+0.22 |
417,811 |
860,710 |
+9,892 |
Dec12 |
120718 |
143.30 |
143.77 |
143.30 |
143.64 |
+0.22 |
13 |
1,025 |
-4 |
Mar13 |
120718 |
143.64 |
143.64 |
143.64 |
143.64 |
+0.22 |
|
|
|
Total Volume and Open Interest |
417,824 |
861,735 |
+9,888 |
Euro-Bobl(EUREX) |
Sep12 |
120718 |
127.91 |
128.09 |
127.75 |
128.03 |
+0.11 |
249,297 |
600,061 |
-9,046 |
Dec12 |
120718 |
126.40 |
126.41 |
126.40 |
126.41 |
+0.11 |
606 |
2,723 |
+594 |
Mar13 |
120718 |
126.41 |
126.41 |
126.41 |
126.41 |
+0.11 |
|
|
|
Total Volume and Open Interest |
249,903 |
602,784 |
-8,452 |
3-Mth Euribor(EUREX) |
Sep12 |
120718 |
99.615 |
99.630 |
99.615 |
99.630 |
+0.010 |
20 |
3,148 |
-10 |
Dec12 |
120718 |
99.655 |
99.655 |
99.655 |
99.655 |
+0.015 |
0 |
1,310 |
+0 |
Mar13 |
120718 |
99.625 |
99.655 |
99.625 |
99.655 |
+0.015 |
0 |
1,078 |
+0 |
Total Volume and Open Interest |
20 |
6,996 |
-10 |
Long Gilt(LIFFE) |
Sep12 |
120718 |
121~08 |
121~28 |
121~07 |
121~21 |
+0~07 |
104,060 |
342,440 |
+4,293 |
Dec12 |
120718 |
120~19 |
120~19 |
120~19 |
120~19 |
+0~07 |
0 |
70 |
+0 |
Total Volume and Open Interest |
104,060 |
342,510 |
+4,293 |
3-Mth Short Sterling(LIFFE) |
Sep12 |
120718 |
99.29 |
99.37 |
99.27 |
99.33 |
+0.04 |
52,740 |
384,200 |
+3,114 |
Dec12 |
120718 |
99.33 |
99.42 |
99.30 |
99.41 |
+0.09 |
58,511 |
327,504 |
+799 |
Mar13 |
120718 |
99.36 |
99.46 |
99.33 |
99.45 |
+0.10 |
40,085 |
294,496 |
-8,552 |
Jun13 |
120718 |
99.36 |
99.46 |
99.33 |
99.45 |
+0.09 |
48,669 |
295,810 |
-684 |
Sep13 |
120718 |
99.37 |
99.45 |
99.32 |
99.44 |
+0.09 |
38,632 |
358,111 |
-125 |
Dec13 |
120718 |
99.34 |
99.43 |
99.30 |
99.42 |
+0.09 |
24,705 |
219,549 |
-3,826 |
Total Volume and Open Interest |
323,748 |
2,532,074 |
-11,112 |
3-Mth Euribor(LIFFE) |
Sep12 |
120718 |
99.620 |
99.640 |
99.610 |
99.630 |
+0.010 |
76,950 |
572,560 |
-39,375 |
Dec12 |
120718 |
99.635 |
99.660 |
99.625 |
99.655 |
+0.015 |
92,929 |
527,247 |
+7,752 |
Mar13 |
120718 |
99.630 |
99.660 |
99.615 |
99.655 |
+0.015 |
53,582 |
411,839 |
-2,039 |
Total Volume and Open Interest |
482,645 |
3,333,283 |
-143,724 |
3-Mth Aus T-Bills(SFE) |
Sep12 |
120718 |
96.68 |
96.70 |
96.64 |
96.66 |
-0.02 |
21,311 |
170,244 |
-450 |
Dec12 |
120718 |
96.99 |
97.03 |
96.96 |
96.99 |
-0.01 |
24,677 |
173,912 |
+3,581 |
Mar13 |
120718 |
97.15 |
97.17 |
97.11 |
97.14 |
-0.01 |
15,171 |
115,935 |
+3,395 |
Jun13 |
120718 |
97.14 |
97.16 |
97.09 |
97.14 |
unch |
6,548 |
86,789 |
+940 |
Sep13 |
120718 |
97.08 |
97.09 |
97.03 |
97.07 |
unch |
3,698 |
53,614 |
+68 |
Dec13 |
120718 |
96.98 |
96.98 |
96.95 |
96.98 |
unch |
1,776 |
40,105 |
+164 |
Mar14 |
120718 |
96.92 |
96.93 |
96.89 |
96.93 |
+0.01 |
1,659 |
25,685 |
-194 |
Jun14 |
120718 |
96.86 |
96.87 |
96.82 |
96.87 |
+0.01 |
672 |
12,278 |
+194 |
Sep14 |
120718 |
96.78 |
96.82 |
96.78 |
96.82 |
+0.01 |
1 |
1,889 |
-1 |
Dec14 |
120718 |
96.70 |
96.74 |
96.70 |
96.74 |
+0.01 |
21 |
495 |
+0 |
Total Volume and Open Interest |
75,534 |
680,995 |
+7,697 |
10-Year Aus T-Bonds(SFE) |
Sep12 |
120718 |
97.18 |
97.22 |
97.15 |
97.18 |
unch |
42,747 |
390,190 |
+3,065 |
Dec12 |
120718 |
97.18 |
97.18 |
97.18 |
97.18 |
unch |
|
|
|
Total Volume and Open Interest |
42,747 |
390,190 |
+3,065 |
3-Year Aus T-Bonds(SFE) |
Sep12 |
120718 |
97.77 |
97.81 |
97.73 |
97.77 |
unch |
172,937 |
443,281 |
+18,345 |
Dec12 |
120718 |
97.77 |
97.77 |
97.77 |
97.77 |
unch |
|
|
|
Total Volume and Open Interest |
172,937 |
443,281 |
+18,345 |
Gold(CMX) |
Aug12 |
120718 |
1583.0 |
1585.7 |
1567.2 |
1570.8 |
-18.7 |
101,745 |
178,036 |
-964 |
Oct12 |
120718 |
1585.3 |
1587.0 |
1570.0 |
1573.1 |
-18.7 |
4,584 |
20,620 |
+740 |
Dec12 |
120718 |
1588.2 |
1589.9 |
1572.0 |
1575.5 |
-18.7 |
11,351 |
126,827 |
+2,533 |
Feb13 |
120718 |
1586.0 |
1586.0 |
1577.3 |
1577.5 |
-18.8 |
248 |
20,938 |
+113 |
Apr13 |
120718 |
1588.0 |
1588.0 |
1579.4 |
1579.4 |
-18.9 |
135 |
16,933 |
+94 |
Jun13 |
120718 |
1594.3 |
1594.5 |
1581.3 |
1581.3 |
-19.0 |
271 |
18,684 |
+27 |
Aug13 |
120718 |
1589.6 |
1589.6 |
1583.2 |
1583.2 |
-19.1 |
16 |
1,635 |
+11 |
Oct13 |
120718 |
1590.0 |
1590.0 |
1585.3 |
1585.3 |
-19.2 |
0 |
1,231 |
+0 |
Dec13 |
120718 |
1595.7 |
1595.7 |
1587.5 |
1587.5 |
-19.2 |
70 |
9,681 |
-21 |
Feb14 |
120718 |
1589.7 |
1589.7 |
1589.7 |
1589.7 |
-19.3 |
0 |
5 |
+0 |
Apr14 |
120718 |
1591.7 |
1592.0 |
1591.7 |
1592.0 |
-19.4 |
0 |
1 |
+0 |
Jun14 |
120718 |
1594.4 |
1594.4 |
1594.4 |
1594.4 |
-19.5 |
0 |
8,868 |
+0 |
Total Volume and Open Interest |
118,815 |
434,366 |
+2,817 |
Silver(CMX) |
Jul12 |
120718 |
2726.5 |
2726.5 |
2691.5 |
2707.1 |
-22.1 |
176 |
1,552 |
-118 |
Sep12 |
120718 |
2726.0 |
2734.5 |
2685.0 |
2709.5 |
-22.1 |
25,481 |
61,334 |
-1,306 |
Dec12 |
120718 |
2733.5 |
2733.5 |
2695.0 |
2717.4 |
-22.1 |
2,093 |
26,738 |
+868 |
Mar13 |
120718 |
2722.6 |
2722.6 |
2722.6 |
2722.6 |
-22.0 |
35 |
4,457 |
+8 |
May13 |
120718 |
2724.4 |
2724.4 |
2724.4 |
2724.4 |
-22.0 |
7 |
2,477 |
+0 |
Jul13 |
120718 |
2737.0 |
2737.0 |
2725.0 |
2725.4 |
-22.1 |
29 |
3,900 |
-8 |
Sep13 |
120718 |
2726.4 |
2726.4 |
2726.4 |
2726.4 |
-22.1 |
36 |
2,234 |
+4 |
Total Volume and Open Interest |
28,036 |
122,566 |
-525 |
Platinum(NYMEX) |
Jul12 |
120718 |
1401.8 |
1415.1 |
1401.8 |
1401.8 |
-16.5 |
0 |
32 |
+0 |
Oct12 |
120718 |
1418.5 |
1421.5 |
1403.0 |
1404.2 |
-16.5 |
4,119 |
47,534 |
+400 |
Jan13 |
120718 |
1420.0 |
1420.0 |
1407.5 |
1407.5 |
-16.2 |
93 |
2,172 |
+76 |
Apr13 |
120718 |
1410.7 |
1410.7 |
1410.7 |
1410.7 |
-16.2 |
0 |
17 |
+0 |
Total Volume and Open Interest |
4,212 |
49,763 |
+476 |
Palladium(NYMEX) |
Sep12 |
120718 |
583.15 |
584.05 |
574.80 |
577.55 |
-5.80 |
2,052 |
20,860 |
-122 |
Dec12 |
120718 |
584.55 |
584.55 |
576.50 |
578.90 |
-5.80 |
27 |
1,119 |
+11 |
Mar13 |
120718 |
578.95 |
578.95 |
578.95 |
578.95 |
-5.80 |
|
|
|
Total Volume and Open Interest |
2,096 |
22,001 |
-94 |
Copper(CMX) |
Jul12 |
120718 |
346.90 |
347.45 |
343.90 |
347.30 |
+2.00 |
218 |
2,140 |
-24 |
Sep12 |
120718 |
346.85 |
348.35 |
343.50 |
347.40 |
+1.85 |
30,959 |
80,693 |
-62 |
Dec12 |
120718 |
347.80 |
349.00 |
344.50 |
348.25 |
+1.75 |
2,472 |
34,283 |
+191 |
Mar13 |
120718 |
347.30 |
349.05 |
345.95 |
349.00 |
+1.65 |
500 |
7,190 |
+172 |
May13 |
120718 |
347.00 |
349.35 |
346.75 |
349.35 |
+1.65 |
60 |
1,660 |
+44 |
Total Volume and Open Interest |
34,551 |
135,633 |
+410 |
DJIA Index(CBOT) |
Sep12 |
120718 |
12724 |
12870 |
12689 |
12860 |
+123 |
144 |
12,731 |
+40 |
Dec12 |
120718 |
12781 |
12781 |
12659 |
12781 |
+122 |
0 |
14 |
+0 |
Mar13 |
120718 |
12714 |
12714 |
12592 |
12714 |
+122 |
|
|
|
Jun13 |
120718 |
12638 |
12638 |
12516 |
12638 |
+122 |
|
|
|
Total Volume and Open Interest |
144 |
12,745 |
+40 |
E-mini DJIA Index(CBOT) |
Sep12 |
120718 |
12739 |
12867 |
12686 |
12860 |
+123 |
90,015 |
82,260 |
-1,397 |
Dec12 |
120718 |
12640 |
12781 |
12639 |
12781 |
+122 |
6 |
82 |
+4 |
Mar13 |
120718 |
12714 |
12714 |
12714 |
12714 |
+122 |
0 |
2 |
+0 |
Jun13 |
120718 |
12638 |
12638 |
12638 |
12638 |
+122 |
0 |
38 |
+0 |
Total Volume and Open Interest |
90,021 |
82,382 |
-1,393 |
S & P 500(CME) |
Sep12 |
120718 |
1358.50 |
1370.50 |
1352.60 |
1367.30 |
+8.80 |
6,184 |
226,791 |
+964 |
Dec12 |
120718 |
1358.00 |
1362.80 |
1347.00 |
1360.30 |
+8.80 |
210 |
11,410 |
-70 |
Mar13 |
120718 |
1353.60 |
1356.10 |
1340.30 |
1353.60 |
+8.80 |
30 |
448 |
+0 |
Jun13 |
120718 |
1346.70 |
1349.20 |
1333.40 |
1346.70 |
+8.80 |
5 |
19 |
+5 |
Total Volume and Open Interest |
6,429 |
238,668 |
+899 |
S & P 500 E-Mini(Globex) |
Sep12 |
120718 |
1358.50 |
1370.50 |
1352.50 |
1367.25 |
+8.75 |
1,547,166 |
2,793,770 |
-11,448 |
Dec12 |
120718 |
1351.00 |
1363.25 |
1345.75 |
1360.25 |
+8.75 |
1,393 |
18,373 |
+691 |
Total Volume and Open Interest |
1,548,567 |
2,813,820 |
-10,574 |
NASDAQ 100(CME) |
Sep12 |
120718 |
2587.00 |
2630.00 |
2577.50 |
2620.00 |
+33.00 |
270 |
7,374 |
-185 |
Dec12 |
120718 |
2613.00 |
2615.00 |
2580.00 |
2613.00 |
+33.00 |
|
|
|
Mar13 |
120718 |
2607.50 |
2607.50 |
2574.50 |
2607.50 |
+33.00 |
|
|
|
Total Volume and Open Interest |
270 |
7,374 |
-185 |
NASDAQ 100 E-Mini(Globex) |
Sep12 |
120718 |
2587.80 |
2628.50 |
2576.80 |
2620.00 |
+33.00 |
158,595 |
339,995 |
-2,061 |
Dec12 |
120718 |
2575.00 |
2618.00 |
2575.00 |
2613.00 |
+33.00 |
12 |
56 |
+7 |
Total Volume and Open Interest |
158,607 |
340,059 |
-2,054 |
S & P Midcap 400(CME) |
Sep12 |
120718 |
946.50 |
949.50 |
946.50 |
946.50 |
+5.50 |
0 |
1,181 |
+0 |
Dec12 |
120718 |
943.50 |
943.50 |
938.00 |
943.50 |
+5.50 |
|
|
|
Mar13 |
120718 |
941.50 |
941.50 |
936.00 |
941.50 |
+5.50 |
|
|
|
Total Volume and Open Interest |
0 |
1,181 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep12 |
120718 |
8820 |
8820 |
8725 |
8785 |
-5 |
2,391 |
29,172 |
-162 |
Dec12 |
120718 |
8745 |
8745 |
8745 |
8745 |
-5 |
0 |
6 |
+0 |
Total Volume and Open Interest |
2,391 |
29,178 |
-162 |
Nikkei 225(SGX) |
Sep12 |
120718 |
8745 |
8800 |
8705 |
8740 |
unch |
77,577 |
182,052 |
+3,664 |
Dec12 |
120718 |
8680 |
8680 |
8680 |
8680 |
unch |
86 |
9,028 |
-17 |
Mar13 |
120718 |
8670 |
8670 |
8670 |
8670 |
+5 |
0 |
48 |
+0 |
Total Volume and Open Interest |
77,899 |
197,265 |
-6,887 |
CAC 40(EURONEXT) |
Jul12 |
120718 |
3191.5 |
3246.5 |
3190.0 |
3235.0 |
+58.0 |
194,636 |
319,359 |
+17,025 |
Aug12 |
120718 |
3185.5 |
3247.0 |
3185.5 |
3235.5 |
+58.5 |
106,569 |
61,194 |
+30,354 |
Sep12 |
120718 |
3191.0 |
3239.5 |
3187.5 |
3230.0 |
+59.0 |
3,249 |
35,636 |
+2,601 |
Total Volume and Open Interest |
304,454 |
416,329 |
+49,980 |
Hang Seng Index(HKFE) |
Jul12 |
120718 |
19426 |
19443 |
19110 |
19209 |
-279 |
53,459 |
89,282 |
-874 |
Aug12 |
120718 |
19390 |
19399 |
19074 |
19165 |
-281 |
1,111 |
3,666 |
+590 |
Sep12 |
120718 |
19312 |
19312 |
19000 |
19084 |
-275 |
141 |
4,139 |
+38 |
Total Volume and Open Interest |
54,775 |
100,047 |
-258 |
DAX(EUREX) |
Sep12 |
120718 |
6590.0 |
6698.5 |
6579.5 |
6681.5 |
+113.5 |
87,014 |
171,802 |
-638 |
Dec12 |
120718 |
6595.5 |
6699.0 |
6581.0 |
6682.5 |
+113.5 |
156 |
8,577 |
-19 |
Mar13 |
120718 |
6631.5 |
6687.5 |
6631.5 |
6686.0 |
+114.0 |
9 |
604 |
+0 |
Total Volume and Open Interest |
87,179 |
180,983 |
-657 |
FT-SE 100(EURONEXT) |
Sep12 |
120718 |
5609.50 |
5653.50 |
5580.00 |
5635.50 |
+56.50 |
84,400 |
630,063 |
+96 |
Dec12 |
120718 |
5582.50 |
5620.50 |
5555.00 |
5605.50 |
+56.50 |
4 |
627 |
-1 |
Mar13 |
120718 |
5564.50 |
5564.50 |
5564.50 |
5564.50 |
+56.50 |
0 |
216 |
+0 |
Total Volume and Open Interest |
84,404 |
630,906 |
+95 |
SPI 200(SFE) |
Sep12 |
120718 |
4101.0 |
4118.0 |
4077.0 |
4092.0 |
-14.0 |
31,582 |
238,917 |
+8,152 |
Dec12 |
120718 |
4086.0 |
4090.0 |
4086.0 |
4089.0 |
-13.0 |
84 |
5,322 |
+80 |
Mar13 |
120718 |
4053.0 |
4053.0 |
4053.0 |
4053.0 |
-13.0 |
0 |
1,402 |
+0 |
Total Volume and Open Interest |
32,315 |
250,055 |
+8,855 |
GSCI(CME) |
Aug12 |
120718 |
630.00 |
639.25 |
630.00 |
639.25 |
+7.25 |
410 |
8,380 |
+341 |
Sep12 |
120718 |
628.75 |
637.75 |
628.75 |
637.75 |
+7.25 |
|
|
|
Oct12 |
120718 |
630.00 |
639.00 |
630.00 |
639.00 |
+7.00 |
|
|
|
Total Volume and Open Interest |
788 |
8,539 |
|
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. |
|
|