|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed July 25, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug12 |
120725 |
1645.50 |
1701.75 |
1618.00 |
1694.25 |
+45.00 |
33,773 |
63,543 |
-3,830 |
Sep12 |
120725 |
1595.00 |
1647.50 |
1564.25 |
1640.50 |
+45.00 |
20,883 |
45,542 |
-452 |
Nov12 |
120725 |
1569.25 |
1624.00 |
1536.00 |
1615.50 |
+46.00 |
184,410 |
396,396 |
-2,032 |
Jan13 |
120725 |
1552.25 |
1606.00 |
1520.50 |
1598.50 |
+48.00 |
15,791 |
83,271 |
-288 |
Mar13 |
120725 |
1437.50 |
1482.25 |
1410.00 |
1474.25 |
+39.75 |
11,261 |
83,173 |
+199 |
May13 |
120725 |
1379.75 |
1420.75 |
1358.00 |
1414.00 |
+40.50 |
6,886 |
79,848 |
+312 |
Jul13 |
120725 |
1375.00 |
1410.25 |
1353.75 |
1403.00 |
+34.25 |
4,540 |
53,584 |
-550 |
Aug13 |
120725 |
1350.50 |
1380.00 |
1340.00 |
1380.00 |
+33.75 |
6 |
269 |
+0 |
Sep13 |
120725 |
1320.00 |
1321.00 |
1298.25 |
1321.00 |
+22.75 |
4 |
337 |
-2 |
Nov13 |
120725 |
1252.25 |
1277.00 |
1237.75 |
1269.25 |
+20.75 |
1,918 |
22,944 |
+134 |
Jan14 |
120725 |
1273.50 |
1273.50 |
1252.75 |
1273.50 |
+20.75 |
2 |
188 |
+0 |
Mar14 |
120725 |
1270.50 |
1270.50 |
1249.75 |
1270.50 |
+20.75 |
0 |
13 |
+0 |
May14 |
120725 |
1270.50 |
1270.50 |
1249.75 |
1270.50 |
+20.75 |
0 |
1 |
+0 |
Jul14 |
120725 |
1274.50 |
1274.50 |
1253.75 |
1274.50 |
+20.75 |
0 |
9 |
+0 |
Total Volume and Open Interest |
279,684 |
829,972 |
-6,441 |
Soybean Meal(CBOT) |
Aug12 |
120725 |
510.20 |
529.80 |
497.60 |
529.80 |
+20.00 |
24,674 |
31,926 |
-3,195 |
Sep12 |
120725 |
492.00 |
512.30 |
478.80 |
509.20 |
+16.90 |
13,314 |
43,882 |
+288 |
Oct12 |
120725 |
477.40 |
495.30 |
464.10 |
490.80 |
+13.40 |
3,602 |
24,403 |
-73 |
Dec12 |
120725 |
469.00 |
487.80 |
455.90 |
483.20 |
+13.40 |
34,197 |
112,393 |
-2,730 |
Jan13 |
120725 |
457.20 |
473.80 |
442.50 |
470.50 |
+14.20 |
1,454 |
8,974 |
-57 |
Mar13 |
120725 |
412.10 |
429.00 |
395.90 |
425.70 |
+13.60 |
2,281 |
12,822 |
-59 |
May13 |
120725 |
386.20 |
400.00 |
376.20 |
399.50 |
+14.50 |
2,965 |
10,789 |
+923 |
Jul13 |
120725 |
382.20 |
394.50 |
372.50 |
393.10 |
+12.30 |
1,498 |
11,648 |
+388 |
Aug13 |
120725 |
360.90 |
382.60 |
360.90 |
382.60 |
+12.10 |
48 |
639 |
+8 |
Sep13 |
120725 |
358.00 |
370.00 |
358.00 |
368.60 |
+10.60 |
25 |
545 |
-4 |
Total Volume and Open Interest |
84,494 |
264,544 |
-4,393 |
Soybean Oil(CBOT) |
Aug12 |
120725 |
51.73 |
52.63 |
51.36 |
52.24 |
+0.66 |
30,806 |
34,998 |
-4,379 |
Sep12 |
120725 |
51.89 |
52.82 |
51.57 |
52.44 |
+0.67 |
27,875 |
50,481 |
+5,771 |
Oct12 |
120725 |
52.11 |
53.02 |
51.96 |
52.62 |
+0.66 |
3,526 |
20,977 |
-262 |
Dec12 |
120725 |
52.45 |
53.40 |
52.08 |
53.00 |
+0.67 |
52,038 |
145,258 |
+694 |
Jan13 |
120725 |
52.83 |
53.60 |
52.40 |
53.26 |
+0.68 |
4,615 |
22,059 |
-516 |
Mar13 |
120725 |
52.97 |
53.80 |
52.60 |
53.45 |
+0.68 |
3,252 |
19,160 |
+165 |
May13 |
120725 |
53.19 |
53.88 |
52.65 |
53.56 |
+0.72 |
2,413 |
12,420 |
-124 |
Jul13 |
120725 |
53.19 |
53.89 |
52.75 |
53.60 |
+0.70 |
737 |
8,759 |
+20 |
Aug13 |
120725 |
53.38 |
53.64 |
52.94 |
53.64 |
+0.70 |
52 |
2,022 |
+4 |
Sep13 |
120725 |
53.58 |
53.58 |
52.91 |
53.58 |
+0.67 |
45 |
1,136 |
+4 |
Total Volume and Open Interest |
125,873 |
324,945 |
+1,505 |
Canola(WCE) |
Nov12 |
120725 |
605.0 |
623.7 |
600.3 |
616.7 |
+9.5 |
7,682 |
154,918 |
-69 |
Jan13 |
120725 |
608.5 |
625.6 |
604.4 |
618.9 |
+10.5 |
1,477 |
37,252 |
+602 |
Mar13 |
120725 |
615.7 |
626.7 |
615.2 |
619.7 |
+10.6 |
326 |
14,739 |
+17 |
May13 |
120725 |
611.7 |
620.7 |
611.1 |
613.5 |
+8.5 |
113 |
18,435 |
+9 |
Jul13 |
120725 |
599.9 |
610.2 |
599.9 |
604.2 |
+4.3 |
23 |
3,312 |
+16 |
Total Volume and Open Interest |
9,621 |
229,468 |
+575 |
Corn(CBOT) |
Sep12 |
120725 |
790.00 |
805.75 |
781.75 |
794.50 |
+4.50 |
74,137 |
361,541 |
-493 |
Dec12 |
120725 |
778.25 |
796.00 |
771.00 |
788.00 |
+9.75 |
177,781 |
526,356 |
+6,342 |
Mar13 |
120725 |
772.25 |
787.25 |
763.50 |
782.50 |
+11.00 |
21,238 |
137,711 |
+1,437 |
May13 |
120725 |
770.50 |
781.75 |
760.25 |
776.50 |
+9.50 |
4,928 |
25,251 |
+218 |
Jul13 |
120725 |
763.00 |
774.75 |
752.50 |
767.50 |
+7.25 |
6,508 |
67,722 |
+153 |
Sep13 |
120725 |
656.75 |
670.00 |
655.00 |
665.00 |
+4.00 |
839 |
10,171 |
+10 |
Dec13 |
120725 |
620.00 |
631.50 |
611.00 |
626.50 |
+5.75 |
3,949 |
59,593 |
+1,176 |
Mar14 |
120725 |
622.00 |
635.00 |
622.00 |
630.50 |
+5.75 |
16 |
1,607 |
+0 |
May14 |
120725 |
626.50 |
630.75 |
626.00 |
630.75 |
+4.50 |
1 |
352 |
+0 |
Jul14 |
120725 |
629.00 |
636.00 |
626.50 |
631.00 |
+4.50 |
38 |
942 |
+0 |
Total Volume and Open Interest |
289,527 |
1,195,644 |
+8,852 |
Wheat(CBOT) |
Sep12 |
120725 |
880.25 |
909.00 |
862.50 |
903.25 |
+24.50 |
61,782 |
187,738 |
+2,948 |
Dec12 |
120725 |
890.00 |
919.50 |
872.50 |
915.00 |
+26.75 |
43,041 |
161,445 |
+2,117 |
Mar13 |
120725 |
888.50 |
914.75 |
870.25 |
910.00 |
+24.75 |
9,220 |
36,737 |
-1,903 |
May13 |
120725 |
869.00 |
898.75 |
852.75 |
890.50 |
+22.00 |
1,127 |
14,613 |
+22 |
Jul13 |
120725 |
794.25 |
827.25 |
788.00 |
812.75 |
+14.00 |
2,803 |
42,390 |
-438 |
Sep13 |
120725 |
812.50 |
818.50 |
797.25 |
809.25 |
+12.00 |
226 |
696 |
+29 |
Total Volume and Open Interest |
119,093 |
467,976 |
+2,982 |
Wheat(KCBT) |
Sep12 |
120725 |
881.00 |
910.25 |
864.75 |
904.00 |
+23.50 |
11,071 |
81,048 |
-35 |
Dec12 |
120725 |
898.25 |
927.50 |
881.50 |
922.75 |
+24.75 |
5,601 |
49,361 |
+137 |
Mar13 |
120725 |
905.75 |
930.50 |
893.00 |
923.75 |
+21.75 |
2,164 |
12,039 |
-1,557 |
May13 |
120725 |
886.75 |
927.25 |
886.75 |
918.75 |
+19.25 |
185 |
5,596 |
+20 |
Jul13 |
120725 |
837.75 |
862.25 |
826.00 |
839.00 |
+3.50 |
369 |
12,205 |
+107 |
Sep13 |
120725 |
848.25 |
860.00 |
836.00 |
836.00 |
+3.50 |
25 |
403 |
+12 |
Total Volume and Open Interest |
19,444 |
161,415 |
-1,321 |
Wheat(MGE) |
Sep12 |
120725 |
968.00 |
1000.00 |
958.50 |
989.00 |
+21.00 |
1,849 |
17,112 |
-32 |
Dec12 |
120725 |
969.00 |
1001.00 |
957.00 |
989.00 |
+20.50 |
1,591 |
15,329 |
+35 |
Mar13 |
120725 |
974.25 |
1003.25 |
961.00 |
992.75 |
+19.00 |
295 |
4,023 |
+96 |
May13 |
120725 |
995.00 |
999.25 |
990.00 |
990.00 |
+18.00 |
38 |
932 |
+15 |
Jul13 |
120725 |
988.00 |
988.00 |
984.00 |
984.00 |
+23.00 |
28 |
302 |
-1 |
Total Volume and Open Interest |
3,833 |
38,087 |
+141 |
Oats(CBOT) |
Sep12 |
120725 |
366.75 |
373.50 |
355.50 |
372.75 |
+10.25 |
93 |
2,424 |
+23 |
Dec12 |
120725 |
367.50 |
379.00 |
357.75 |
376.00 |
+10.50 |
393 |
7,587 |
+36 |
Mar13 |
120725 |
380.75 |
382.00 |
371.00 |
381.00 |
+10.00 |
5 |
177 |
+0 |
May13 |
120725 |
384.50 |
390.00 |
374.75 |
384.75 |
+10.00 |
0 |
2 |
+0 |
Total Volume and Open Interest |
496 |
10,197 |
+58 |
Rough Rice(CBOT) |
Sep12 |
120725 |
15.27 |
15.57 |
15.10 |
15.56 |
+0.38 |
521 |
10,754 |
+82 |
Nov12 |
120725 |
15.44 |
15.84 |
15.44 |
15.84 |
+0.39 |
66 |
2,190 |
-12 |
Jan13 |
120725 |
15.95 |
16.11 |
15.87 |
16.11 |
+0.39 |
21 |
222 |
+12 |
Mar13 |
120725 |
16.20 |
16.36 |
16.13 |
16.36 |
+0.39 |
1 |
104 |
+1 |
Total Volume and Open Interest |
609 |
13,292 |
+83 |
Live Cattle(CME) |
Aug12 |
120725 |
118.580 |
118.750 |
117.580 |
117.950 |
-0.850 |
11,561 |
53,756 |
-3,488 |
Oct12 |
120725 |
123.100 |
123.300 |
122.350 |
122.930 |
-0.400 |
15,354 |
129,311 |
+2,455 |
Dec12 |
120725 |
126.180 |
126.650 |
125.535 |
126.050 |
-0.350 |
8,034 |
70,126 |
+324 |
Feb13 |
120725 |
129.100 |
129.600 |
128.685 |
129.250 |
-0.150 |
5,070 |
30,905 |
+652 |
Apr13 |
120725 |
132.000 |
132.750 |
131.800 |
132.235 |
unch |
1,130 |
14,512 |
+199 |
Jun13 |
120725 |
129.500 |
130.075 |
129.075 |
129.600 |
-0.300 |
214 |
4,822 |
+127 |
Total Volume and Open Interest |
41,381 |
305,516 |
+273 |
Feeder Cattle(CME) |
Aug12 |
120725 |
137.000 |
137.285 |
134.685 |
134.685 |
-3.000 |
3,048 |
12,211 |
-330 |
Sep12 |
120725 |
139.575 |
139.950 |
137.350 |
137.380 |
-2.970 |
1,736 |
7,444 |
-132 |
Oct12 |
120725 |
141.485 |
141.900 |
139.235 |
139.500 |
-2.735 |
2,016 |
7,389 |
+79 |
Nov12 |
120725 |
143.380 |
143.700 |
141.250 |
141.700 |
-2.550 |
1,218 |
4,392 |
-64 |
Jan13 |
120725 |
146.435 |
146.685 |
144.130 |
144.485 |
-2.500 |
617 |
3,545 |
+12 |
Mar13 |
120725 |
149.500 |
149.500 |
147.250 |
148.000 |
-2.250 |
205 |
697 |
+38 |
Apr13 |
120725 |
150.050 |
151.000 |
149.000 |
151.000 |
-1.000 |
100 |
274 |
+30 |
Total Volume and Open Interest |
9,042 |
36,268 |
-341 |
Lean Hogs(CME) |
Aug12 |
120725 |
93.300 |
94.950 |
93.150 |
94.550 |
+1.620 |
6,369 |
24,627 |
-1,485 |
Oct12 |
120725 |
78.385 |
80.785 |
78.330 |
80.200 |
+2.165 |
11,508 |
90,074 |
+622 |
Dec12 |
120725 |
75.800 |
78.050 |
75.785 |
77.850 |
+2.250 |
3,982 |
49,850 |
+95 |
Feb13 |
120725 |
80.550 |
82.480 |
80.550 |
82.300 |
+2.150 |
2,284 |
25,667 |
+195 |
Apr13 |
120725 |
84.680 |
86.635 |
84.680 |
86.250 |
+1.750 |
1,033 |
16,481 |
-179 |
May13 |
120725 |
91.250 |
92.200 |
91.250 |
92.200 |
+1.600 |
37 |
747 |
+1 |
Jun13 |
120725 |
93.980 |
95.600 |
93.980 |
95.400 |
+1.720 |
478 |
9,432 |
-54 |
Jul13 |
120725 |
94.450 |
95.000 |
93.930 |
95.000 |
+1.500 |
80 |
2,961 |
-65 |
Total Volume and Open Interest |
25,857 |
221,481 |
-860 |
Class III Milk(CME) |
Jul12 |
120725 |
16.67 |
16.68 |
16.67 |
16.68 |
unch |
25 |
3,687 |
+5 |
Aug12 |
120725 |
17.71 |
17.75 |
17.63 |
17.68 |
-0.03 |
213 |
4,930 |
-15 |
Sep12 |
120725 |
18.95 |
19.08 |
18.85 |
18.92 |
+0.01 |
221 |
4,063 |
+64 |
Oct12 |
120725 |
18.83 |
18.95 |
18.75 |
18.82 |
-0.06 |
121 |
3,315 |
+7 |
Nov12 |
120725 |
18.75 |
18.83 |
18.61 |
18.67 |
-0.11 |
130 |
2,991 |
+16 |
Total Volume and Open Interest |
1,408 |
25,817 |
+465 |
Cocoa(ICE) |
Sep12 |
120725 |
2241 |
2255 |
2195 |
2230 |
+21 |
10,752 |
67,777 |
-560 |
Dec12 |
120725 |
2251 |
2273 |
2214 |
2246 |
+17 |
4,458 |
47,821 |
+281 |
Mar13 |
120725 |
2275 |
2285 |
2228 |
2258 |
+16 |
2,183 |
35,104 |
+109 |
May13 |
120725 |
2275 |
2280 |
2243 |
2272 |
+17 |
506 |
14,538 |
+78 |
Jul13 |
120725 |
2289 |
2289 |
2255 |
2284 |
+17 |
246 |
7,695 |
+54 |
Sep13 |
120725 |
2293 |
2293 |
2293 |
2293 |
+19 |
184 |
4,443 |
-75 |
Dec13 |
120725 |
2301 |
2301 |
2301 |
2301 |
+19 |
12 |
5,988 |
-6 |
Total Volume and Open Interest |
18,341 |
188,499 |
-119 |
Coffee "C"(ICE) |
Sep12 |
120725 |
175.45 |
178.45 |
174.00 |
176.30 |
+0.85 |
8,795 |
65,513 |
-1,150 |
Dec12 |
120725 |
178.10 |
181.15 |
177.00 |
179.15 |
+0.85 |
3,497 |
42,621 |
-34 |
Mar13 |
120725 |
181.50 |
184.15 |
180.60 |
182.35 |
+0.80 |
1,853 |
17,346 |
+212 |
May13 |
120725 |
183.70 |
185.30 |
182.90 |
184.40 |
+0.70 |
283 |
5,112 |
+52 |
Jul13 |
120725 |
185.70 |
187.15 |
184.90 |
186.20 |
+0.50 |
117 |
3,604 |
+79 |
Sep13 |
120725 |
189.00 |
189.10 |
187.95 |
188.20 |
+0.50 |
29 |
1,002 |
+12 |
Total Volume and Open Interest |
14,582 |
136,538 |
-829 |
Orange Juice(ICE) |
Sep12 |
120725 |
110.65 |
113.15 |
109.25 |
110.20 |
+0.40 |
990 |
13,312 |
-103 |
Nov12 |
120725 |
110.95 |
110.95 |
109.00 |
109.25 |
+0.30 |
190 |
5,277 |
+112 |
Jan13 |
120725 |
110.60 |
113.05 |
109.55 |
109.55 |
+0.50 |
81 |
1,896 |
+69 |
Mar13 |
120725 |
110.55 |
110.55 |
110.00 |
110.00 |
+0.75 |
80 |
1,273 |
+71 |
May13 |
120725 |
110.65 |
110.65 |
110.65 |
110.65 |
+0.75 |
0 |
182 |
+0 |
Jul13 |
120725 |
111.80 |
111.80 |
111.80 |
111.80 |
+0.25 |
0 |
10 |
+0 |
Total Volume and Open Interest |
1,341 |
21,952 |
+149 |
Sugar #11(ICE) |
Oct12 |
120725 |
23.49 |
23.63 |
23.19 |
23.57 |
+0.08 |
46,407 |
320,559 |
-1,402 |
Mar13 |
120725 |
23.72 |
23.88 |
23.51 |
23.84 |
+0.11 |
25,652 |
148,834 |
-692 |
May13 |
120725 |
23.19 |
23.39 |
23.08 |
23.36 |
+0.17 |
10,164 |
46,940 |
-774 |
Jul13 |
120725 |
22.80 |
22.99 |
22.73 |
22.95 |
+0.18 |
5,005 |
71,156 |
+538 |
Oct13 |
120725 |
22.62 |
22.81 |
22.59 |
22.77 |
+0.15 |
2,733 |
35,278 |
+362 |
Mar14 |
120725 |
22.72 |
22.78 |
22.60 |
22.74 |
+0.14 |
965 |
23,892 |
-384 |
May14 |
120725 |
22.29 |
22.37 |
22.24 |
22.36 |
+0.10 |
80 |
7,095 |
-14 |
Jul14 |
120725 |
22.04 |
22.15 |
21.97 |
22.10 |
+0.07 |
25 |
5,617 |
+1 |
Total Volume and Open Interest |
91,071 |
666,962 |
-2,344 |
London Cocoa(LCE) |
Sep12 |
120725 |
1552 |
1562 |
1533 |
1553 |
+13 |
4,046 |
48,813 |
-544 |
Dec12 |
120725 |
1541 |
1550 |
1520 |
1542 |
+11 |
2,534 |
52,281 |
+334 |
Mar13 |
120725 |
1523 |
1534 |
1508 |
1528 |
+14 |
1,684 |
50,588 |
+91 |
May13 |
120725 |
1516 |
1535 |
1510 |
1528 |
+13 |
1,115 |
19,979 |
-234 |
Jul13 |
120725 |
1520 |
1540 |
1517 |
1533 |
+13 |
221 |
10,396 |
+135 |
Sep13 |
120725 |
1535 |
1535 |
1535 |
1535 |
+13 |
20 |
5,514 |
+1 |
Dec13 |
120725 |
1540 |
1540 |
1540 |
1540 |
+13 |
0 |
7,310 |
+4 |
Total Volume and Open Interest |
9,620 |
195,428 |
-213 |
London Sugar(LCE) |
Oct12 |
120725 |
638.30 |
641.20 |
632.80 |
638.00 |
-0.20 |
2,661 |
28,530 |
+182 |
Dec12 |
120725 |
617.50 |
619.80 |
612.60 |
617.90 |
+1.10 |
1,002 |
10,103 |
+317 |
Mar13 |
120725 |
619.80 |
623.00 |
615.00 |
621.10 |
+1.60 |
819 |
11,676 |
+265 |
May13 |
120725 |
614.00 |
615.90 |
610.40 |
615.50 |
+2.30 |
426 |
3,496 |
+231 |
Aug13 |
120725 |
602.90 |
602.90 |
598.00 |
602.70 |
+3.10 |
56 |
2,135 |
+38 |
Total Volume and Open Interest |
4,966 |
57,965 |
+1,030 |
Cotton(ICE) |
Oct12 |
120725 |
70.82 |
70.82 |
68.95 |
69.10 |
-1.19 |
50 |
419 |
-3 |
Dec12 |
120725 |
71.30 |
71.70 |
69.40 |
69.51 |
-1.52 |
10,942 |
132,619 |
+974 |
Mar13 |
120725 |
72.04 |
72.32 |
70.34 |
70.40 |
-1.20 |
2,198 |
27,178 |
+733 |
May13 |
120725 |
72.52 |
73.05 |
71.28 |
71.30 |
-1.09 |
156 |
5,459 |
+50 |
Jul13 |
120725 |
73.50 |
74.02 |
72.14 |
72.23 |
-1.07 |
133 |
6,112 |
+80 |
Oct13 |
120725 |
74.19 |
74.19 |
74.19 |
74.19 |
-1.02 |
0 |
5 |
+0 |
Total Volume and Open Interest |
13,593 |
173,604 |
+1,886 |
Lumber(CME) |
Sep12 |
120725 |
293.6 |
296.0 |
287.3 |
290.9 |
-2.8 |
754 |
6,252 |
+147 |
Nov12 |
120725 |
286.2 |
290.5 |
282.2 |
284.5 |
-3.1 |
313 |
1,692 |
+42 |
Jan13 |
120725 |
293.0 |
295.6 |
288.2 |
293.5 |
-0.1 |
30 |
461 |
+25 |
Mar13 |
120725 |
300.0 |
302.0 |
294.2 |
296.6 |
-2.7 |
2 |
127 |
+2 |
Total Volume and Open Interest |
1,099 |
8,536 |
+216 |
Crude Oil(NYM) |
Sep12 |
120725 |
88.20 |
89.36 |
86.84 |
88.97 |
+0.47 |
290,355 |
284,600 |
-35,761 |
Oct12 |
120725 |
88.40 |
89.64 |
87.14 |
89.25 |
+0.47 |
35,114 |
94,856 |
+638 |
Nov12 |
120725 |
88.65 |
89.96 |
87.50 |
89.57 |
+0.49 |
24,018 |
71,163 |
-1,265 |
Dec12 |
120725 |
89.00 |
90.34 |
87.84 |
89.94 |
+0.51 |
41,503 |
172,312 |
+2,552 |
Jan13 |
120725 |
89.69 |
90.52 |
88.25 |
90.31 |
+0.52 |
9,052 |
78,353 |
+41 |
Feb13 |
120725 |
89.63 |
90.87 |
88.66 |
90.60 |
+0.54 |
4,670 |
29,874 |
+360 |
Mar13 |
120725 |
89.92 |
91.03 |
88.85 |
90.81 |
+0.55 |
4,875 |
36,370 |
-373 |
Apr13 |
120725 |
90.36 |
91.02 |
89.34 |
90.95 |
+0.57 |
3,529 |
18,097 |
+515 |
May13 |
120725 |
91.13 |
91.13 |
91.04 |
91.04 |
+0.58 |
3,279 |
19,835 |
+982 |
Jun13 |
120725 |
90.48 |
91.34 |
89.21 |
91.07 |
+0.59 |
9,658 |
75,739 |
-489 |
Jul13 |
120725 |
90.37 |
91.37 |
90.37 |
91.05 |
+0.60 |
2,242 |
24,689 |
-51 |
Aug13 |
120725 |
90.87 |
91.19 |
89.93 |
90.97 |
+0.62 |
1,267 |
16,202 |
-370 |
Sep13 |
120725 |
90.87 |
90.87 |
90.87 |
90.87 |
+0.65 |
1,206 |
22,169 |
-175 |
Oct13 |
120725 |
90.74 |
90.74 |
90.74 |
90.74 |
+0.69 |
839 |
12,911 |
-152 |
Nov13 |
120725 |
90.62 |
90.62 |
90.62 |
90.62 |
+0.73 |
988 |
18,159 |
-167 |
Dec13 |
120725 |
89.20 |
90.73 |
88.75 |
90.51 |
+0.78 |
11,255 |
119,882 |
-834 |
Total Volume and Open Interest |
448,029 |
1,354,570 |
-34,577 |
e-miNY Crude Oil(NYM) |
Jul12 |
120619 |
83.000 |
84.375 |
82.300 |
84.025 |
+0.750 |
4,042 |
1,313 |
-363 |
Aug12 |
120719 |
89.975 |
92.950 |
89.850 |
92.650 |
+2.775 |
7,097 |
2,028 |
-8 |
Sep12 |
120725 |
88.100 |
89.350 |
86.825 |
88.975 |
+0.475 |
11,856 |
2,270 |
+138 |
Oct12 |
120725 |
88.325 |
89.575 |
87.175 |
89.250 |
+0.475 |
477 |
303 |
+185 |
Nov12 |
120725 |
89.200 |
89.650 |
87.525 |
89.575 |
+0.500 |
41 |
1,828 |
+10 |
Dec12 |
120725 |
89.100 |
90.300 |
88.050 |
89.950 |
+0.525 |
51 |
2,570 |
+10 |
Jan13 |
120725 |
89.175 |
90.300 |
88.475 |
90.300 |
+0.500 |
2 |
771 |
+0 |
Feb13 |
120725 |
90.000 |
90.600 |
90.000 |
90.600 |
+0.550 |
17 |
82 |
+3 |
Mar13 |
120725 |
90.800 |
90.800 |
90.800 |
90.800 |
+0.550 |
0 |
3 |
+0 |
Apr13 |
120725 |
90.950 |
90.950 |
90.950 |
90.950 |
+0.575 |
0 |
1 |
+0 |
Total Volume and Open Interest |
12,444 |
8,031 |
+346 |
Heating Oil(NYM) |
Aug12 |
120725 |
281.31 |
285.14 |
278.95 |
284.40 |
+1.96 |
33,879 |
40,367 |
-5,711 |
Sep12 |
120725 |
281.10 |
285.45 |
279.17 |
284.67 |
+2.04 |
56,161 |
81,623 |
+2,851 |
Oct12 |
120725 |
282.20 |
286.16 |
279.97 |
285.43 |
+2.05 |
16,949 |
30,938 |
-322 |
Nov12 |
120725 |
283.00 |
286.78 |
280.90 |
286.19 |
+2.10 |
10,201 |
28,975 |
+1,329 |
Dec12 |
120725 |
283.21 |
287.40 |
281.43 |
286.72 |
+2.14 |
17,622 |
38,828 |
-265 |
Jan13 |
120725 |
284.77 |
287.74 |
281.97 |
287.10 |
+2.17 |
6,984 |
21,911 |
-528 |
Feb13 |
120725 |
285.00 |
286.54 |
282.13 |
286.54 |
+2.20 |
3,620 |
9,402 |
-27 |
Mar13 |
120725 |
282.36 |
285.27 |
280.08 |
284.99 |
+2.29 |
2,784 |
17,317 |
+486 |
Apr13 |
120725 |
280.17 |
283.28 |
278.77 |
282.95 |
+2.36 |
1,840 |
17,989 |
+256 |
May13 |
120725 |
285.49 |
285.49 |
285.49 |
285.49 |
+2.45 |
472 |
8,602 |
+20 |
Jun13 |
120725 |
281.20 |
284.61 |
280.80 |
284.61 |
+2.50 |
412 |
6,489 |
+191 |
Jul13 |
120725 |
284.78 |
284.78 |
284.78 |
284.78 |
+2.57 |
136 |
2,334 |
+1 |
Aug13 |
120725 |
285.04 |
285.04 |
285.04 |
285.04 |
+2.63 |
66 |
663 |
+13 |
Sep13 |
120725 |
281.00 |
285.16 |
281.00 |
285.16 |
+2.65 |
5 |
410 |
+1 |
Total Volume and Open Interest |
151,784 |
311,323 |
-1,097 |
Gasoline(NYMEX) |
Aug12 |
120725 |
280.31 |
280.95 |
272.98 |
279.29 |
-3.19 |
37,703 |
36,788 |
-2,545 |
Sep12 |
120725 |
270.89 |
272.60 |
265.49 |
271.62 |
-0.96 |
54,294 |
93,528 |
+2,945 |
Oct12 |
120725 |
252.66 |
255.98 |
249.02 |
255.22 |
+0.67 |
18,137 |
38,041 |
+574 |
Nov12 |
120725 |
248.36 |
251.55 |
245.33 |
251.35 |
+1.56 |
8,158 |
22,640 |
-118 |
Dec12 |
120725 |
246.73 |
249.85 |
243.43 |
249.21 |
+1.60 |
8,287 |
34,568 |
-926 |
Jan13 |
120725 |
245.50 |
248.94 |
243.04 |
248.63 |
+1.59 |
2,428 |
13,856 |
+178 |
Feb13 |
120725 |
247.41 |
249.26 |
246.72 |
249.26 |
+1.64 |
719 |
4,332 |
+216 |
Mar13 |
120725 |
249.24 |
251.03 |
246.29 |
250.86 |
+1.69 |
680 |
6,020 |
-114 |
Apr13 |
120725 |
260.76 |
265.23 |
260.76 |
265.23 |
+1.68 |
264 |
6,340 |
+183 |
May13 |
120725 |
264.23 |
264.23 |
264.22 |
264.23 |
+1.73 |
21 |
1,340 |
+20 |
Total Volume and Open Interest |
130,835 |
270,157 |
+526 |
e-miNY RBOB Gasoline(NYM) |
Aug12 |
120725 |
279.30 |
279.30 |
279.30 |
279.30 |
-3.20 |
0 |
5 |
+0 |
Sep12 |
120725 |
271.60 |
271.62 |
271.60 |
271.60 |
-1.00 |
|
|
|
Oct12 |
120725 |
255.20 |
255.22 |
255.20 |
255.20 |
+0.60 |
|
|
|
Nov12 |
120725 |
251.40 |
251.40 |
251.35 |
251.40 |
+1.60 |
|
|
|
Total Volume and Open Interest |
0 |
5 |
+0 |
Natural Gas(NYM) |
Aug12 |
120725 |
3.174 |
3.178 |
3.050 |
3.070 |
-0.117 |
118,120 |
41,297 |
-12,118 |
Sep12 |
120725 |
3.160 |
3.167 |
3.036 |
3.052 |
-0.125 |
85,889 |
280,588 |
+6,341 |
Oct12 |
120725 |
3.163 |
3.172 |
3.050 |
3.064 |
-0.116 |
59,723 |
171,093 |
+865 |
Nov12 |
120725 |
3.284 |
3.305 |
3.193 |
3.217 |
-0.082 |
26,646 |
112,524 |
-1,458 |
Dec12 |
120725 |
3.510 |
3.535 |
3.440 |
3.464 |
-0.061 |
16,496 |
53,190 |
+272 |
Jan13 |
120725 |
3.642 |
3.652 |
3.567 |
3.591 |
-0.057 |
22,790 |
121,524 |
+306 |
Feb13 |
120725 |
3.658 |
3.665 |
3.580 |
3.601 |
-0.054 |
5,429 |
28,324 |
+230 |
Mar13 |
120725 |
3.615 |
3.622 |
3.549 |
3.568 |
-0.046 |
9,159 |
43,908 |
+239 |
Apr13 |
120725 |
3.570 |
3.577 |
3.514 |
3.537 |
-0.038 |
11,911 |
63,734 |
-546 |
May13 |
120725 |
3.564 |
3.595 |
3.540 |
3.557 |
-0.033 |
1,224 |
16,544 |
-328 |
Jun13 |
120725 |
3.596 |
3.626 |
3.573 |
3.593 |
-0.028 |
1,167 |
8,379 |
-80 |
Jul13 |
120725 |
3.636 |
3.665 |
3.615 |
3.635 |
-0.025 |
959 |
12,933 |
+207 |
Aug13 |
120725 |
3.658 |
3.679 |
3.637 |
3.657 |
-0.025 |
1,249 |
10,261 |
+269 |
Sep13 |
120725 |
3.658 |
3.690 |
3.641 |
3.662 |
-0.025 |
1,404 |
7,647 |
+327 |
Oct13 |
120725 |
3.697 |
3.723 |
3.676 |
3.697 |
-0.025 |
4,465 |
36,763 |
+145 |
Nov13 |
120725 |
3.802 |
3.819 |
3.786 |
3.811 |
-0.020 |
1,106 |
17,159 |
-185 |
Total Volume and Open Interest |
369,782 |
1,126,976 |
-6,147 |
Brent Crude Oil(ICE) |
Sep12 |
120725 |
103.16 |
104.71 |
102.10 |
104.38 |
+0.96 |
215,644 |
240,919 |
-3,794 |
Oct12 |
120725 |
102.15 |
103.80 |
101.30 |
103.50 |
+0.95 |
79,432 |
207,288 |
+2,996 |
Nov12 |
120725 |
101.85 |
103.35 |
100.86 |
103.05 |
+0.95 |
36,878 |
98,488 |
-498 |
Dec12 |
120725 |
101.50 |
103.04 |
100.59 |
102.74 |
+0.96 |
64,067 |
137,444 |
-1,608 |
Jan13 |
120725 |
100.99 |
102.75 |
100.39 |
102.47 |
+0.96 |
10,772 |
41,590 |
-2,424 |
Feb13 |
120725 |
100.74 |
102.49 |
100.13 |
102.19 |
+0.95 |
6,377 |
25,231 |
+62 |
Mar13 |
120725 |
100.62 |
102.02 |
99.90 |
101.92 |
+0.94 |
6,332 |
30,341 |
-461 |
Apr13 |
120725 |
100.26 |
101.73 |
99.67 |
101.65 |
+0.93 |
3,784 |
14,880 |
-200 |
May13 |
120725 |
100.01 |
101.46 |
99.44 |
101.38 |
+0.92 |
3,568 |
13,829 |
+55 |
Jun13 |
120725 |
99.76 |
101.30 |
99.21 |
101.12 |
+0.93 |
12,507 |
58,994 |
+205 |
Jul13 |
120725 |
100.92 |
100.92 |
100.92 |
100.92 |
+0.94 |
1,413 |
12,868 |
-123 |
Aug13 |
120725 |
100.69 |
100.69 |
100.69 |
100.69 |
+0.96 |
955 |
12,419 |
+94 |
Sep13 |
120725 |
100.43 |
100.43 |
100.43 |
100.43 |
+0.97 |
1,235 |
13,192 |
-25 |
Oct13 |
120725 |
100.16 |
100.16 |
100.16 |
100.16 |
+0.97 |
848 |
8,400 |
-294 |
Total Volume and Open Interest |
468,982 |
1,156,822 |
-7,926 |
Gas Oil(ICE) |
Aug12 |
120725 |
887.75 |
901.25 |
882.25 |
886.75 |
-1.50 |
70,795 |
101,959 |
-8,420 |
Sep12 |
120725 |
888.00 |
901.00 |
881.75 |
886.25 |
-2.25 |
85,535 |
118,673 |
+1,342 |
Oct12 |
120725 |
886.00 |
898.50 |
880.00 |
884.50 |
-2.75 |
38,846 |
73,220 |
+3,537 |
Nov12 |
120725 |
885.50 |
894.50 |
878.50 |
881.75 |
-3.00 |
11,302 |
33,549 |
+82 |
Dec12 |
120725 |
880.25 |
892.50 |
874.25 |
878.75 |
-3.25 |
26,217 |
69,198 |
+2,542 |
Jan13 |
120725 |
878.50 |
890.75 |
875.50 |
877.25 |
-3.25 |
5,597 |
24,076 |
+979 |
Feb13 |
120725 |
876.75 |
880.25 |
873.25 |
875.50 |
-3.00 |
2,698 |
17,455 |
+650 |
Mar13 |
120725 |
877.75 |
884.75 |
871.00 |
873.00 |
-3.00 |
1,297 |
16,073 |
+120 |
Apr13 |
120725 |
875.75 |
875.75 |
871.00 |
871.00 |
-2.75 |
1,034 |
12,257 |
+64 |
May13 |
120725 |
873.50 |
873.50 |
868.75 |
868.75 |
-2.75 |
650 |
9,902 |
+66 |
Total Volume and Open Interest |
254,870 |
575,568 |
+1,953 |
Ethanol(CBOT) |
Jul12 |
120705 |
2.417 |
2.419 |
2.388 |
2.398 |
+0.044 |
15 |
82 |
-53 |
Aug12 |
120725 |
2.623 |
2.625 |
2.563 |
2.574 |
-0.022 |
304 |
567 |
-128 |
Sep12 |
120725 |
2.588 |
2.599 |
2.535 |
2.546 |
-0.013 |
565 |
1,482 |
+25 |
Oct12 |
120725 |
2.555 |
2.558 |
2.512 |
2.517 |
-0.003 |
178 |
1,515 |
-17 |
Nov12 |
120725 |
2.523 |
2.523 |
2.490 |
2.492 |
+0.004 |
125 |
1,521 |
+26 |
Dec12 |
120725 |
2.482 |
2.484 |
2.464 |
2.472 |
unch |
169 |
1,420 |
+0 |
Jan13 |
120725 |
2.490 |
2.490 |
2.454 |
2.461 |
+0.004 |
137 |
1,458 |
+54 |
Feb13 |
120725 |
2.468 |
2.469 |
2.439 |
2.444 |
+0.006 |
88 |
1,109 |
+3 |
Total Volume and Open Interest |
1,941 |
11,855 |
+48 |
WTI Crude Oil(ICE) |
Sep12 |
120725 |
88.05 |
89.40 |
86.86 |
88.97 |
+0.47 |
63,658 |
65,471 |
+1,508 |
Oct12 |
120725 |
88.26 |
89.63 |
87.17 |
89.25 |
+0.47 |
22,049 |
34,331 |
+1,635 |
Nov12 |
120725 |
88.62 |
89.76 |
87.65 |
89.57 |
+0.49 |
9,764 |
21,561 |
+1,334 |
Dec12 |
120725 |
88.98 |
90.27 |
87.84 |
89.94 |
+0.51 |
14,431 |
88,249 |
-159 |
Jan13 |
120725 |
89.94 |
90.41 |
88.69 |
90.31 |
+0.52 |
2,416 |
16,428 |
+279 |
Feb13 |
120725 |
90.20 |
90.60 |
88.88 |
90.60 |
+0.54 |
1,292 |
9,327 |
-52 |
Mar13 |
120725 |
89.56 |
90.85 |
89.47 |
90.81 |
+0.55 |
1,868 |
9,399 |
+423 |
Apr13 |
120725 |
89.73 |
91.00 |
89.66 |
90.95 |
+0.57 |
751 |
3,656 |
-101 |
May13 |
120725 |
89.80 |
91.07 |
89.80 |
91.04 |
+0.58 |
1,164 |
3,353 |
+240 |
Jun13 |
120725 |
89.88 |
91.10 |
89.88 |
91.07 |
+0.59 |
2,749 |
25,249 |
+329 |
Jul13 |
120725 |
91.05 |
91.05 |
91.05 |
91.05 |
+0.60 |
306 |
1,957 |
-21 |
Aug13 |
120725 |
90.97 |
90.97 |
90.97 |
90.97 |
+0.62 |
323 |
3,162 |
-42 |
Sep13 |
120725 |
90.87 |
90.87 |
90.87 |
90.87 |
+0.65 |
440 |
7,227 |
+27 |
Oct13 |
120725 |
90.74 |
90.74 |
90.74 |
90.74 |
+0.69 |
472 |
1,664 |
+101 |
Nov13 |
120725 |
90.62 |
90.62 |
90.62 |
90.62 |
+0.73 |
194 |
3,383 |
+24 |
Dec13 |
120725 |
89.98 |
90.57 |
89.32 |
90.51 |
+0.78 |
3,368 |
56,107 |
+236 |
Total Volume and Open Interest |
126,266 |
429,864 |
+6,209 |
US Dollar Index(ICE) |
Sep12 |
120725 |
84.135 |
84.175 |
83.625 |
83.640 |
-0.505 |
22,948 |
68,401 |
+1,760 |
Dec12 |
120725 |
84.430 |
84.435 |
84.015 |
84.015 |
-0.500 |
113 |
660 |
-8 |
Mar13 |
120725 |
84.405 |
84.405 |
84.405 |
84.405 |
-0.500 |
|
|
|
Total Volume and Open Interest |
23,061 |
69,061 |
+1,752 |
Australian Dollar(CME) |
Sep12 |
120725 |
101.74 |
102.85 |
101.25 |
102.77 |
+1.00 |
153,627 |
130,509 |
-1,648 |
Dec12 |
120725 |
100.95 |
102.02 |
100.95 |
102.00 |
+0.99 |
76 |
815 |
+1 |
Mar13 |
120725 |
101.31 |
101.31 |
100.34 |
101.31 |
+0.97 |
0 |
4 |
+0 |
Total Volume and Open Interest |
153,703 |
131,331 |
-1,647 |
British Pound(CME) |
Sep12 |
120725 |
155.04 |
155.50 |
154.56 |
155.07 |
+0.01 |
119,465 |
116,738 |
+5,856 |
Dec12 |
120725 |
155.14 |
155.14 |
154.56 |
155.06 |
+0.02 |
133 |
431 |
-106 |
Mar13 |
120725 |
155.06 |
155.06 |
155.05 |
155.06 |
+0.01 |
20 |
13 |
-20 |
Total Volume and Open Interest |
119,618 |
117,189 |
+5,730 |
Canadian Dollar(CME) |
Sep12 |
120725 |
97.74 |
98.52 |
97.61 |
98.46 |
+0.74 |
113,072 |
95,438 |
+5,782 |
Dec12 |
120725 |
97.45 |
98.30 |
97.45 |
98.27 |
+0.74 |
533 |
7,655 |
+164 |
Mar13 |
120725 |
97.62 |
98.08 |
97.34 |
98.08 |
+0.74 |
22 |
1,552 |
+2 |
Jun13 |
120725 |
97.41 |
97.90 |
97.16 |
97.90 |
+0.74 |
10 |
346 |
+0 |
Total Volume and Open Interest |
113,645 |
105,040 |
+5,941 |
Japanese Yen(CME) |
Sep12 |
120725 |
128.00 |
128.18 |
127.82 |
128.11 |
+0.12 |
80,422 |
136,832 |
+2,634 |
Dec12 |
120725 |
128.16 |
128.27 |
128.05 |
128.27 |
+0.12 |
164 |
872 |
+38 |
Mar13 |
120725 |
128.41 |
128.44 |
128.33 |
128.44 |
+0.11 |
1 |
48 |
+1 |
Total Volume and Open Interest |
80,587 |
137,756 |
+2,673 |
Swiss Franc(CME) |
Sep12 |
120725 |
100.54 |
101.46 |
100.49 |
101.35 |
+0.79 |
55,404 |
64,538 |
-1,590 |
Dec12 |
120725 |
101.31 |
101.64 |
100.85 |
101.64 |
+0.79 |
5 |
210 |
+0 |
Mar13 |
120725 |
101.94 |
101.94 |
101.15 |
101.94 |
+0.79 |
0 |
2 |
+0 |
Total Volume and Open Interest |
55,409 |
64,750 |
-1,590 |
EuroFX(CME) |
Sep12 |
120725 |
120.71 |
121.79 |
120.61 |
121.67 |
+0.96 |
284,732 |
321,309 |
-11,022 |
Dec12 |
120725 |
120.88 |
121.92 |
120.87 |
121.83 |
+0.96 |
1,261 |
3,283 |
+654 |
Mar13 |
120725 |
121.43 |
122.01 |
121.05 |
122.01 |
+0.96 |
29 |
97 |
+9 |
Total Volume and Open Interest |
286,022 |
325,219 |
-10,359 |
Mexican Peso(CME) |
Aug12 |
120725 |
733.8 |
733.8 |
727.2 |
733.8 |
+6.5 |
|
|
|
Sep12 |
120725 |
725.5 |
732.5 |
724.5 |
731.8 |
+6.5 |
45,210 |
168,586 |
+4,681 |
Total Volume and Open Interest |
45,214 |
169,225 |
+4,682 |
Brazilian Real(CME) |
Aug12 |
120725 |
489.75 |
491.10 |
489.00 |
490.85 |
+3.00 |
1 |
1,621 |
+0 |
Sep12 |
120725 |
486.75 |
488.25 |
486.30 |
488.05 |
+2.90 |
96 |
2,375 |
-70 |
Oct12 |
120725 |
486.10 |
486.10 |
483.20 |
486.10 |
+2.90 |
|
|
|
Nov12 |
120725 |
484.20 |
484.20 |
481.30 |
484.20 |
+2.90 |
|
|
|
Total Volume and Open Interest |
97 |
16,379 |
-70 |
30-Year T-Bonds(CBOT) |
Sep12 |
120725 |
153~050 |
153~110 |
152~100 |
152~260 |
-0~020 |
319,217 |
628,538 |
-5,063 |
Dec12 |
120725 |
154~150 |
154~170 |
153~170 |
154~010 |
-0~020 |
1,013 |
4,368 |
+252 |
Mar13 |
120725 |
153~090 |
153~110 |
153~090 |
153~090 |
-0~020 |
0 |
3 |
+0 |
Total Volume and Open Interest |
320,230 |
632,909 |
-4,811 |
10-Year T-Notes(CBOT) |
Sep12 |
120725 |
135~130 |
135~155 |
134~315 |
135~075 |
-0~010 |
871,633 |
1,786,169 |
-8,850 |
Dec12 |
120725 |
134~180 |
134~180 |
134~035 |
134~100 |
-0~010 |
1,226 |
2,479 |
+283 |
Mar13 |
120725 |
133~150 |
133~160 |
133~150 |
133~150 |
-0~010 |
|
|
|
Total Volume and Open Interest |
872,859 |
1,788,648 |
-8,567 |
5-Year T-Notes(CBOT) |
Sep12 |
120725 |
124~121 |
125~000 |
124~104 |
124~118 |
+0~001 |
372,269 |
1,140,952 |
-9,890 |
Dec12 |
120725 |
124~079 |
124~084 |
124~079 |
124~084 |
+0~001 |
2,005 |
2,185 |
+2,002 |
Mar13 |
120725 |
124~004 |
124~004 |
124~003 |
124~004 |
+0~001 |
|
|
|
Total Volume and Open Interest |
374,274 |
1,143,137 |
-7,888 |
2 Year T-Notes(CBOT) |
Sep12 |
120725 |
110~042 |
110~043 |
110~039 |
110~040 |
-0~002 |
126,666 |
997,573 |
-4,119 |
Dec12 |
120725 |
110~044 |
110~044 |
110~041 |
110~041 |
-0~002 |
323 |
20,041 |
+278 |
Mar13 |
120725 |
109~107 |
109~109 |
109~107 |
109~107 |
-0~002 |
|
|
|
Total Volume and Open Interest |
126,989 |
1,017,614 |
-3,841 |
Eurodollars(CME) |
Sep12 |
120725 |
99.605 |
99.610 |
99.595 |
99.600 |
+0.005 |
122,313 |
951,098 |
-2,112 |
Dec12 |
120725 |
99.600 |
99.610 |
99.590 |
99.595 |
unch |
154,122 |
973,072 |
-7,792 |
Mar13 |
120725 |
99.595 |
99.605 |
99.585 |
99.590 |
unch |
163,385 |
699,312 |
+8,819 |
Jun13 |
120725 |
99.585 |
99.595 |
99.575 |
99.580 |
+0.005 |
135,734 |
690,114 |
-1,872 |
Sep13 |
120725 |
99.570 |
99.580 |
99.560 |
99.565 |
+0.005 |
111,014 |
687,901 |
-6,375 |
Dec13 |
120725 |
99.545 |
99.555 |
99.530 |
99.540 |
unch |
71,945 |
672,993 |
-4,850 |
Mar14 |
120725 |
99.525 |
99.535 |
99.510 |
99.520 |
unch |
59,951 |
606,404 |
-1,682 |
Jun14 |
120725 |
99.490 |
99.505 |
99.475 |
99.490 |
+0.005 |
56,317 |
467,568 |
-370 |
Sep14 |
120725 |
99.450 |
99.465 |
99.430 |
99.450 |
+0.005 |
50,334 |
365,601 |
+3,528 |
Dec14 |
120725 |
99.385 |
99.400 |
99.365 |
99.385 |
+0.005 |
55,730 |
336,119 |
+2,783 |
Mar15 |
120725 |
99.330 |
99.345 |
99.300 |
99.330 |
+0.010 |
42,948 |
303,902 |
+679 |
Jun15 |
120725 |
0.936 |
0.951 |
0.901 |
0.936 |
+0.010 |
35,687 |
261,182 |
-1,866 |
Sep15 |
120725 |
0.831 |
0.846 |
0.796 |
0.831 |
+0.010 |
24,366 |
235,998 |
-791 |
Dec15 |
120725 |
0.711 |
0.721 |
0.676 |
0.706 |
+0.005 |
19,486 |
151,431 |
+1,188 |
Mar16 |
120725 |
0.606 |
0.611 |
0.561 |
0.596 |
+0.005 |
13,158 |
92,433 |
+1,560 |
Jun16 |
120725 |
0.496 |
0.496 |
0.446 |
0.471 |
unch |
13,170 |
103,710 |
-816 |
Sep16 |
120725 |
0.366 |
0.371 |
0.316 |
0.341 |
-0.005 |
7,099 |
72,156 |
+353 |
Dec16 |
120725 |
0.221 |
0.231 |
0.176 |
0.201 |
-0.010 |
8,858 |
74,686 |
-457 |
Total Volume and Open Interest |
1,163,641 |
7,944,516 |
-8,214 |
30 Day Federal Funds(CBOT) |
Jul12 |
120725 |
99.840 |
99.842 |
99.840 |
99.840 |
unch |
968 |
62,601 |
-429 |
Aug12 |
120725 |
99.855 |
99.860 |
99.850 |
99.850 |
unch |
615 |
55,530 |
+91 |
Sep12 |
120725 |
99.855 |
99.860 |
99.855 |
99.855 |
unch |
972 |
40,959 |
-61 |
Oct12 |
120725 |
99.860 |
99.865 |
99.860 |
99.860 |
unch |
1,475 |
54,756 |
+229 |
Nov12 |
120725 |
99.865 |
99.870 |
99.860 |
99.865 |
unch |
1,042 |
37,994 |
+555 |
Dec12 |
120725 |
99.870 |
99.875 |
99.865 |
99.870 |
unch |
1,426 |
26,012 |
-250 |
Total Volume and Open Interest |
12,495 |
488,965 |
-222 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep12 |
120725 |
99.710 |
99.710 |
99.710 |
99.710 |
unch |
|
|
|
Dec12 |
120725 |
99.735 |
99.735 |
99.735 |
99.735 |
unch |
|
|
|
Mar13 |
120725 |
99.740 |
99.740 |
99.740 |
99.740 |
unch |
|
|
|
Jun13 |
120725 |
99.812 |
99.812 |
99.812 |
99.812 |
unch |
|
|
|
Sep13 |
120725 |
99.775 |
99.775 |
99.775 |
99.775 |
unch |
|
|
|
Dec13 |
120725 |
99.775 |
99.775 |
99.775 |
99.775 |
unch |
|
|
|
Mar14 |
120725 |
99.775 |
99.775 |
99.775 |
99.775 |
unch |
|
|
|
Jun14 |
120725 |
99.635 |
99.635 |
99.635 |
99.635 |
unch |
|
|
|
Sep14 |
120725 |
99.495 |
99.495 |
99.495 |
99.495 |
unch |
|
|
|
Dec14 |
120725 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Sep12 |
120725 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
6 |
1,643 |
+5 |
Dec12 |
120725 |
99.74 |
99.74 |
99.74 |
99.74 |
unch |
0 |
660 |
+0 |
Mar13 |
120725 |
99.74 |
99.74 |
99.74 |
99.74 |
unch |
0 |
185 |
+0 |
Jun13 |
120725 |
99.81 |
99.81 |
99.81 |
99.81 |
unch |
0 |
201 |
+0 |
Sep13 |
120725 |
99.78 |
99.78 |
99.78 |
99.78 |
unch |
0 |
305 |
+0 |
Dec13 |
120725 |
99.78 |
99.78 |
99.78 |
99.78 |
unch |
0 |
384 |
+0 |
Mar14 |
120725 |
99.78 |
99.78 |
99.78 |
99.78 |
unch |
0 |
344 |
+0 |
Jun14 |
120725 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
|
|
|
Total Volume and Open Interest |
6 |
3,724 |
+5 |
Japanese Gov't Bonds(SGX) |
Sep12 |
120725 |
144.57 |
144.63 |
144.50 |
144.57 |
+0.12 |
1,429 |
21,305 |
+172 |
Dec12 |
120725 |
143.76 |
143.76 |
143.76 |
143.76 |
+0.12 |
0 |
7 |
+0 |
Mar13 |
120725 |
141.67 |
141.67 |
141.67 |
141.67 |
+0.12 |
|
|
|
Total Volume and Open Interest |
1,429 |
21,312 |
+172 |
Euro-Bund(EUREX) |
Sep12 |
120725 |
145.11 |
145.20 |
144.02 |
144.69 |
-0.34 |
567,173 |
906,289 |
-7,902 |
Dec12 |
120725 |
143.15 |
143.15 |
142.52 |
142.98 |
-0.35 |
213 |
1,163 |
+30 |
Mar13 |
120725 |
142.98 |
142.98 |
142.98 |
142.98 |
-0.35 |
|
|
|
Total Volume and Open Interest |
567,386 |
907,452 |
-7,872 |
Euro-Bobl(EUREX) |
Sep12 |
120725 |
127.86 |
127.88 |
127.50 |
127.69 |
-0.14 |
355,351 |
616,117 |
-8,222 |
Dec12 |
120725 |
126.00 |
126.07 |
125.91 |
126.07 |
-0.14 |
0 |
2,731 |
-1 |
Mar13 |
120725 |
126.07 |
126.07 |
126.07 |
126.07 |
-0.14 |
|
|
|
Total Volume and Open Interest |
355,351 |
618,848 |
-8,223 |
3-Mth Euribor(EUREX) |
Sep12 |
120725 |
99.640 |
99.640 |
99.640 |
99.640 |
+0.005 |
220 |
3,238 |
-200 |
Dec12 |
120725 |
99.665 |
99.665 |
99.660 |
99.660 |
-0.010 |
10 |
1,300 |
-10 |
Mar13 |
120725 |
99.645 |
99.645 |
99.645 |
99.645 |
-0.015 |
0 |
1,178 |
+0 |
Total Volume and Open Interest |
240 |
7,116 |
-212 |
Long Gilt(LIFFE) |
Sep12 |
120725 |
121~27 |
122~06 |
121~19 |
122~00 |
+0~03 |
207,232 |
363,718 |
+3,068 |
Dec12 |
120725 |
120~30 |
120~30 |
120~30 |
120~30 |
+0~03 |
0 |
70 |
+0 |
Total Volume and Open Interest |
207,232 |
363,788 |
+3,068 |
3-Mth Short Sterling(LIFFE) |
Sep12 |
120725 |
99.36 |
99.38 |
99.33 |
99.37 |
+0.01 |
46,952 |
403,781 |
+648 |
Dec12 |
120725 |
99.44 |
99.47 |
99.39 |
99.45 |
+0.01 |
31,718 |
338,599 |
+852 |
Mar13 |
120725 |
99.48 |
99.51 |
99.43 |
99.49 |
+0.01 |
32,223 |
321,647 |
+3,290 |
Jun13 |
120725 |
99.48 |
99.53 |
99.43 |
99.50 |
+0.02 |
29,077 |
309,807 |
+3,427 |
Sep13 |
120725 |
99.47 |
99.52 |
99.42 |
99.49 |
+0.02 |
32,763 |
391,921 |
+3,660 |
Dec13 |
120725 |
99.45 |
99.49 |
99.40 |
99.46 |
+0.02 |
28,382 |
227,253 |
+1,012 |
Total Volume and Open Interest |
278,253 |
2,685,175 |
+26,399 |
3-Mth Euribor(LIFFE) |
Sep12 |
120725 |
99.635 |
99.655 |
99.625 |
99.640 |
+0.005 |
74,466 |
554,181 |
-9,767 |
Dec12 |
120725 |
99.670 |
99.680 |
99.635 |
99.660 |
-0.010 |
108,007 |
541,469 |
+29,098 |
Mar13 |
120725 |
99.655 |
99.670 |
99.640 |
99.645 |
-0.015 |
54,039 |
418,418 |
-509 |
Total Volume and Open Interest |
664,130 |
3,393,801 |
+38,145 |
3-Mth Aus T-Bills(SFE) |
Sep12 |
120725 |
96.74 |
96.93 |
96.69 |
96.73 |
-0.02 |
35,622 |
161,301 |
-7,165 |
Dec12 |
120725 |
97.04 |
97.23 |
97.00 |
97.05 |
unch |
28,755 |
184,016 |
+351 |
Mar13 |
120725 |
97.23 |
97.41 |
97.18 |
97.24 |
unch |
12,464 |
119,480 |
+1,211 |
Jun13 |
120725 |
97.24 |
97.38 |
97.20 |
97.27 |
+0.01 |
7,531 |
92,183 |
+1,217 |
Sep13 |
120725 |
97.20 |
97.23 |
97.15 |
97.20 |
+0.01 |
1,971 |
56,156 |
+521 |
Dec13 |
120725 |
97.10 |
97.15 |
97.08 |
97.13 |
+0.01 |
861 |
41,941 |
+148 |
Mar14 |
120725 |
97.07 |
97.12 |
97.04 |
97.07 |
unch |
226 |
26,658 |
-18 |
Jun14 |
120725 |
97.05 |
97.06 |
96.98 |
97.02 |
+0.01 |
101 |
13,809 |
+42 |
Sep14 |
120725 |
96.99 |
96.99 |
96.92 |
96.97 |
+0.02 |
0 |
1,958 |
-40 |
Dec14 |
120725 |
96.90 |
96.90 |
96.90 |
96.90 |
+0.03 |
0 |
395 |
+0 |
Total Volume and Open Interest |
87,531 |
697,946 |
-3,733 |
10-Year Aus T-Bonds(SFE) |
Sep12 |
120725 |
97.28 |
97.33 |
97.20 |
97.31 |
+0.03 |
49,354 |
387,857 |
+2,251 |
Dec12 |
120725 |
97.31 |
97.31 |
97.31 |
97.31 |
+0.03 |
|
|
|
Total Volume and Open Interest |
49,354 |
387,857 |
+2,251 |
3-Year Aus T-Bonds(SFE) |
Sep12 |
120725 |
97.85 |
97.95 |
97.78 |
97.89 |
+0.03 |
178,706 |
487,257 |
+20,582 |
Dec12 |
120725 |
97.89 |
97.89 |
97.89 |
97.89 |
+0.03 |
|
|
|
Total Volume and Open Interest |
178,706 |
487,257 |
+20,582 |
Gold(CMX) |
Aug12 |
120725 |
1580.2 |
1610.0 |
1577.9 |
1608.1 |
+31.9 |
141,477 |
134,747 |
-10,131 |
Oct12 |
120725 |
1584.0 |
1612.2 |
1581.0 |
1610.3 |
+31.8 |
7,153 |
21,291 |
-288 |
Dec12 |
120725 |
1584.7 |
1614.5 |
1582.6 |
1612.7 |
+31.9 |
20,568 |
148,429 |
+8,242 |
Feb13 |
120725 |
1593.4 |
1614.7 |
1593.4 |
1614.7 |
+31.9 |
1,668 |
21,852 |
+85 |
Apr13 |
120725 |
1596.9 |
1616.6 |
1596.9 |
1616.6 |
+31.9 |
347 |
17,198 |
+27 |
Jun13 |
120725 |
1593.5 |
1618.5 |
1593.5 |
1618.5 |
+32.0 |
631 |
19,513 |
-47 |
Aug13 |
120725 |
1603.9 |
1620.5 |
1603.9 |
1620.5 |
+32.1 |
9 |
3,156 |
+5 |
Oct13 |
120725 |
1598.3 |
1622.5 |
1598.3 |
1622.5 |
+32.1 |
6 |
1,125 |
-4 |
Dec13 |
120725 |
1618.4 |
1624.6 |
1618.3 |
1624.6 |
+32.2 |
62 |
9,735 |
+6 |
Feb14 |
120725 |
1627.0 |
1627.0 |
1627.0 |
1627.0 |
+32.3 |
0 |
5 |
+0 |
Apr14 |
120725 |
1629.2 |
1629.2 |
1629.2 |
1629.2 |
+32.4 |
0 |
2 |
+0 |
Jun14 |
120725 |
1631.6 |
1631.6 |
1631.6 |
1631.6 |
+32.5 |
1 |
8,874 |
+0 |
Total Volume and Open Interest |
172,443 |
417,508 |
-1,920 |
Silver(CMX) |
Jul12 |
120725 |
2724.0 |
2744.5 |
2724.0 |
2744.5 |
+65.5 |
58 |
163 |
+39 |
Sep12 |
120725 |
2692.5 |
2752.0 |
2678.0 |
2746.6 |
+65.5 |
35,626 |
61,453 |
+550 |
Dec12 |
120725 |
2697.0 |
2760.0 |
2687.5 |
2754.7 |
+65.7 |
1,919 |
28,240 |
+120 |
Mar13 |
120725 |
2740.0 |
2762.5 |
2730.0 |
2760.6 |
+65.9 |
402 |
4,741 |
+110 |
May13 |
120725 |
2728.0 |
2762.6 |
2728.0 |
2762.6 |
+66.0 |
90 |
2,598 |
+75 |
Jul13 |
120725 |
2701.0 |
2763.8 |
2701.0 |
2763.8 |
+66.0 |
52 |
3,967 |
+8 |
Sep13 |
120725 |
2755.5 |
2764.6 |
2755.5 |
2764.6 |
+66.0 |
79 |
1,667 |
-2 |
Total Volume and Open Interest |
38,514 |
122,727 |
+880 |
Platinum(NYMEX) |
Jul12 |
120725 |
1395.1 |
1395.1 |
1395.1 |
1395.1 |
+12.8 |
3 |
7 |
+0 |
Oct12 |
120725 |
1386.5 |
1407.0 |
1383.3 |
1399.4 |
+12.8 |
7,267 |
48,431 |
+490 |
Jan13 |
120725 |
1389.6 |
1409.8 |
1387.2 |
1402.8 |
+12.8 |
70 |
2,351 |
+23 |
Apr13 |
120725 |
1405.9 |
1410.4 |
1405.9 |
1405.9 |
+12.8 |
0 |
25 |
+0 |
Total Volume and Open Interest |
7,344 |
50,823 |
+513 |
Palladium(NYMEX) |
Sep12 |
120725 |
564.45 |
569.00 |
561.00 |
565.25 |
+3.65 |
2,889 |
21,334 |
+183 |
Dec12 |
120725 |
566.25 |
570.80 |
562.55 |
567.00 |
+3.80 |
41 |
1,348 |
+1 |
Mar13 |
120725 |
567.05 |
567.05 |
567.05 |
567.05 |
+3.80 |
|
|
|
Total Volume and Open Interest |
2,932 |
22,688 |
+185 |
Copper(CMX) |
Jul12 |
120725 |
337.00 |
339.70 |
336.15 |
337.50 |
+2.20 |
929 |
940 |
-306 |
Sep12 |
120725 |
336.30 |
340.40 |
333.20 |
337.45 |
+2.15 |
61,343 |
83,310 |
+3,370 |
Dec12 |
120725 |
336.75 |
341.15 |
334.25 |
338.50 |
+2.30 |
4,579 |
38,280 |
+827 |
Mar13 |
120725 |
339.65 |
341.30 |
339.10 |
339.50 |
+2.35 |
1,604 |
7,493 |
+231 |
May13 |
120725 |
340.50 |
340.50 |
339.95 |
339.95 |
+2.35 |
317 |
1,799 |
+76 |
Total Volume and Open Interest |
69,421 |
141,843 |
+4,243 |
DJIA Index(CBOT) |
Sep12 |
120725 |
12485 |
12665 |
12485 |
12637 |
+113 |
145 |
12,632 |
-23 |
Dec12 |
120725 |
12556 |
12556 |
12445 |
12556 |
+111 |
4 |
18 |
+4 |
Mar13 |
120725 |
12489 |
12489 |
12378 |
12489 |
+111 |
|
|
|
Jun13 |
120725 |
12413 |
12413 |
12302 |
12413 |
+111 |
|
|
|
Total Volume and Open Interest |
149 |
12,650 |
-19 |
E-mini DJIA Index(CBOT) |
Sep12 |
120725 |
12524 |
12675 |
12472 |
12637 |
+113 |
145,126 |
85,857 |
-663 |
Dec12 |
120725 |
12351 |
12590 |
12351 |
12556 |
+111 |
10 |
86 |
+2 |
Mar13 |
120725 |
12489 |
12489 |
12489 |
12489 |
+111 |
0 |
2 |
+0 |
Jun13 |
120725 |
12413 |
12413 |
12413 |
12413 |
+111 |
0 |
38 |
+0 |
Total Volume and Open Interest |
145,136 |
85,983 |
-661 |
S & P 500(CME) |
Sep12 |
120725 |
1328.10 |
1339.80 |
1321.30 |
1334.90 |
+5.40 |
16,525 |
230,434 |
+3,424 |
Dec12 |
120725 |
1324.20 |
1331.40 |
1320.40 |
1327.80 |
+5.40 |
206 |
11,146 |
-130 |
Mar13 |
120725 |
1321.00 |
1324.60 |
1313.60 |
1321.00 |
+5.40 |
151 |
569 |
+51 |
Jun13 |
120725 |
1314.10 |
1317.70 |
1306.70 |
1314.10 |
+5.40 |
0 |
19 |
+0 |
Total Volume and Open Interest |
16,882 |
242,168 |
+3,345 |
S & P 500 E-Mini(Globex) |
Sep12 |
120725 |
1331.00 |
1340.00 |
1321.25 |
1335.00 |
+5.50 |
2,078,031 |
2,825,947 |
+16,385 |
Dec12 |
120725 |
1320.00 |
1332.25 |
1314.25 |
1327.75 |
+5.25 |
1,862 |
19,933 |
+1,233 |
Total Volume and Open Interest |
2,079,969 |
2,847,300 |
+17,648 |
NASDAQ 100(CME) |
Sep12 |
120725 |
2546.00 |
2562.80 |
2517.50 |
2543.50 |
-5.00 |
3,696 |
10,136 |
+1,749 |
Dec12 |
120725 |
2536.00 |
2555.00 |
2532.00 |
2536.00 |
-5.00 |
|
|
|
Mar13 |
120725 |
2530.50 |
2535.50 |
2530.50 |
2530.50 |
-5.00 |
|
|
|
Total Volume and Open Interest |
3,696 |
10,136 |
+1,749 |
NASDAQ 100 E-Mini(Globex) |
Sep12 |
120725 |
2555.00 |
2560.80 |
2516.80 |
2543.50 |
-5.00 |
276,430 |
358,184 |
-8,593 |
Dec12 |
120725 |
2516.00 |
2538.80 |
2513.30 |
2536.00 |
-5.00 |
49 |
271 |
-3 |
Total Volume and Open Interest |
276,480 |
358,464 |
-8,595 |
S & P Midcap 400(CME) |
Sep12 |
120725 |
919.00 |
919.00 |
907.00 |
913.60 |
+4.10 |
0 |
1,181 |
+0 |
Dec12 |
120725 |
910.60 |
910.60 |
906.50 |
910.60 |
+4.10 |
|
|
|
Mar13 |
120725 |
908.60 |
908.60 |
904.50 |
908.60 |
+4.10 |
|
|
|
Total Volume and Open Interest |
0 |
1,181 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep12 |
120725 |
8375 |
8450 |
8330 |
8415 |
+10 |
5,257 |
29,450 |
-201 |
Dec12 |
120725 |
8375 |
8375 |
8365 |
8375 |
+10 |
0 |
6 |
+0 |
Total Volume and Open Interest |
5,257 |
29,456 |
-201 |
Nikkei 225(SGX) |
Sep12 |
120725 |
8455 |
8475 |
8320 |
8355 |
-110 |
92,503 |
188,041 |
+692 |
Dec12 |
120725 |
8360 |
8360 |
8265 |
8295 |
-105 |
139 |
9,799 |
+137 |
Mar13 |
120725 |
8280 |
8280 |
8280 |
8280 |
-110 |
0 |
48 |
+0 |
Total Volume and Open Interest |
93,719 |
205,497 |
+2,008 |
CAC 40(EURONEXT) |
Aug12 |
120725 |
3061.0 |
3114.0 |
3059.0 |
3083.0 |
+7.5 |
109,774 |
291,155 |
+20,786 |
Sep12 |
120725 |
3060.5 |
3107.5 |
3060.5 |
3077.0 |
+7.5 |
1,347 |
35,329 |
+1,378 |
Oct12 |
120725 |
3066.0 |
3066.0 |
3066.0 |
3066.0 |
+10.5 |
|
|
|
Total Volume and Open Interest |
111,121 |
326,625 |
+22,163 |
Hang Seng Index(HKFE) |
Jul12 |
120725 |
18702 |
18927 |
18649 |
18850 |
unch |
82,838 |
83,803 |
+605 |
Aug12 |
120725 |
18650 |
18871 |
18600 |
18800 |
-2 |
5,541 |
8,215 |
+2,490 |
Sep12 |
120725 |
18540 |
18763 |
18518 |
18715 |
-2 |
609 |
4,681 |
+144 |
Total Volume and Open Interest |
89,668 |
100,252 |
+3,506 |
DAX(EUREX) |
Sep12 |
120725 |
6345.0 |
6477.0 |
6341.5 |
6402.5 |
-3.0 |
176,960 |
152,241 |
-21,319 |
Dec12 |
120725 |
6353.0 |
6471.5 |
6351.0 |
6402.0 |
-3.5 |
450 |
9,070 |
+96 |
Mar13 |
120725 |
6353.5 |
6465.0 |
6353.5 |
6404.5 |
-3.5 |
108 |
650 |
+35 |
Total Volume and Open Interest |
177,518 |
161,961 |
-21,188 |
FT-SE 100(EURONEXT) |
Sep12 |
120725 |
5419.50 |
5483.00 |
5416.50 |
5449.50 |
-13.50 |
96,667 |
627,143 |
+2,057 |
Dec12 |
120725 |
5421.00 |
5430.00 |
5419.50 |
5419.50 |
-13.50 |
17 |
630 |
+1 |
Mar13 |
120725 |
5380.50 |
5380.50 |
5377.50 |
5377.50 |
-13.50 |
0 |
216 |
+0 |
Total Volume and Open Interest |
96,684 |
627,989 |
+2,058 |
SPI 200(SFE) |
Sep12 |
120725 |
4084.0 |
4089.0 |
4033.0 |
4082.0 |
-3.0 |
25,809 |
231,801 |
-2,047 |
Dec12 |
120725 |
4077.0 |
4079.0 |
4077.0 |
4079.0 |
-2.0 |
33 |
5,620 |
-35 |
Mar13 |
120725 |
4042.0 |
4042.0 |
4042.0 |
4042.0 |
-2.0 |
39 |
1,438 |
+36 |
Total Volume and Open Interest |
25,965 |
240,362 |
-2,044 |
GSCI(CME) |
Aug12 |
120725 |
633.00 |
634.50 |
628.25 |
634.50 |
+4.00 |
309 |
8,104 |
+32 |
Sep12 |
120725 |
631.50 |
633.00 |
626.50 |
633.00 |
+5.00 |
0 |
653 |
+0 |
Oct12 |
120725 |
634.00 |
634.00 |
627.00 |
634.00 |
+5.00 |
|
|
|
Total Volume and Open Interest |
309 |
8,757 |
+32 |
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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