|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon August 20, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep12 |
120820 |
1670.25 |
1705.50 |
1667.00 |
1703.75 |
+32.75 |
11,740 |
35,646 |
-320 |
Nov12 |
120820 |
1646.00 |
1685.00 |
1641.00 |
1683.50 |
+37.75 |
90,859 |
359,210 |
+511 |
Jan13 |
120820 |
1637.00 |
1674.25 |
1633.00 |
1673.75 |
+36.75 |
8,641 |
89,358 |
+409 |
Mar13 |
120820 |
1556.00 |
1580.00 |
1549.00 |
1578.25 |
+24.00 |
6,124 |
83,362 |
+138 |
May13 |
120820 |
1472.75 |
1487.00 |
1463.50 |
1484.25 |
+13.50 |
3,526 |
85,129 |
-551 |
Jul13 |
120820 |
1444.00 |
1463.00 |
1440.00 |
1460.75 |
+15.00 |
2,627 |
58,753 |
+118 |
Aug13 |
120820 |
1412.00 |
1427.25 |
1410.00 |
1427.25 |
+14.50 |
0 |
309 |
+0 |
Sep13 |
120820 |
1361.25 |
1361.25 |
1345.75 |
1361.25 |
+15.50 |
2 |
358 |
+0 |
Nov13 |
120820 |
1283.00 |
1300.00 |
1275.75 |
1297.50 |
+14.00 |
1,417 |
25,592 |
+85 |
Jan14 |
120820 |
1298.00 |
1302.25 |
1288.25 |
1302.25 |
+14.00 |
28 |
224 |
+25 |
Mar14 |
120820 |
1302.75 |
1302.75 |
1288.75 |
1302.75 |
+14.00 |
0 |
33 |
+0 |
May14 |
120820 |
1302.75 |
1302.75 |
1288.75 |
1302.75 |
+14.00 |
|
|
|
Jul14 |
120820 |
1306.75 |
1306.75 |
1292.75 |
1306.75 |
+14.00 |
0 |
9 |
+0 |
Aug14 |
120820 |
1301.50 |
1301.50 |
1287.50 |
1301.50 |
+14.00 |
|
|
|
Total Volume and Open Interest |
124,976 |
739,615 |
+416 |
Soybean Meal(CBOT) |
Sep12 |
120820 |
522.60 |
533.50 |
519.80 |
532.60 |
+9.90 |
10,255 |
39,153 |
-143 |
Oct12 |
120820 |
509.70 |
521.90 |
507.40 |
521.40 |
+11.70 |
8,567 |
38,116 |
+1,551 |
Dec12 |
120820 |
499.50 |
513.40 |
497.30 |
512.80 |
+12.90 |
27,227 |
112,260 |
-313 |
Jan13 |
120820 |
488.90 |
501.90 |
487.20 |
501.70 |
+12.60 |
2,759 |
15,813 |
+1,108 |
Mar13 |
120820 |
457.90 |
466.20 |
456.80 |
465.90 |
+8.00 |
1,143 |
14,756 |
+515 |
May13 |
120820 |
420.80 |
425.70 |
417.70 |
424.80 |
+4.00 |
1,412 |
14,714 |
+392 |
Jul13 |
120820 |
408.50 |
412.90 |
406.20 |
412.30 |
+4.10 |
583 |
14,389 |
+35 |
Aug13 |
120820 |
398.00 |
398.40 |
393.00 |
397.50 |
+4.50 |
112 |
776 |
+47 |
Sep13 |
120820 |
379.80 |
380.00 |
374.50 |
379.10 |
+4.60 |
71 |
788 |
+44 |
Oct13 |
120820 |
355.20 |
357.80 |
351.00 |
356.90 |
+3.50 |
49 |
1,925 |
+9 |
Total Volume and Open Interest |
52,765 |
258,909 |
+3,309 |
Soybean Oil(CBOT) |
Sep12 |
120820 |
53.14 |
54.10 |
53.04 |
53.89 |
+0.78 |
17,545 |
48,851 |
-4,135 |
Oct12 |
120820 |
53.35 |
54.29 |
53.32 |
54.10 |
+0.78 |
10,660 |
30,760 |
+251 |
Dec12 |
120820 |
53.79 |
54.73 |
53.65 |
54.53 |
+0.79 |
34,565 |
152,586 |
-2,323 |
Jan13 |
120820 |
54.06 |
54.96 |
53.96 |
54.76 |
+0.80 |
5,234 |
31,628 |
+1,106 |
Mar13 |
120820 |
54.07 |
54.99 |
54.07 |
54.82 |
+0.78 |
2,181 |
19,327 |
-11 |
May13 |
120820 |
54.19 |
54.99 |
54.05 |
54.78 |
+0.73 |
2,719 |
12,589 |
-147 |
Jul13 |
120820 |
54.29 |
55.03 |
54.18 |
54.87 |
+0.69 |
1,008 |
13,883 |
+62 |
Aug13 |
120820 |
54.29 |
54.59 |
53.97 |
54.59 |
+0.62 |
368 |
2,495 |
-98 |
Sep13 |
120820 |
54.22 |
54.22 |
53.61 |
54.22 |
+0.61 |
133 |
1,567 |
+2 |
Oct13 |
120820 |
53.51 |
53.67 |
52.97 |
53.59 |
+0.62 |
102 |
2,522 |
+33 |
Total Volume and Open Interest |
75,882 |
324,355 |
-5,477 |
Canola(WCE) |
Nov12 |
120820 |
609.2 |
622.0 |
607.6 |
621.4 |
+13.3 |
5,819 |
132,268 |
-737 |
Jan13 |
120820 |
614.3 |
626.7 |
613.0 |
626.1 |
+13.7 |
1,934 |
48,940 |
+1,326 |
Mar13 |
120820 |
614.4 |
627.7 |
614.4 |
627.7 |
+13.4 |
1,070 |
16,389 |
+866 |
May13 |
120820 |
610.1 |
617.0 |
607.7 |
617.0 |
+9.7 |
544 |
19,222 |
+46 |
Jul13 |
120820 |
602.0 |
611.6 |
602.0 |
611.6 |
+8.6 |
212 |
3,638 |
+128 |
Total Volume and Open Interest |
9,579 |
222,362 |
+1,629 |
Corn(CBOT) |
Sep12 |
120820 |
799.00 |
817.50 |
798.75 |
815.25 |
+16.75 |
53,110 |
151,447 |
-5,877 |
Dec12 |
120820 |
807.25 |
825.00 |
807.25 |
823.75 |
+16.50 |
116,593 |
678,060 |
+10,571 |
Mar13 |
120820 |
807.50 |
825.00 |
807.50 |
824.00 |
+16.25 |
20,355 |
163,751 |
+2,282 |
May13 |
120820 |
802.00 |
817.75 |
802.00 |
816.50 |
+16.00 |
6,592 |
44,603 |
+1,803 |
Jul13 |
120820 |
788.25 |
804.00 |
787.75 |
802.75 |
+15.00 |
9,306 |
97,584 |
+1,908 |
Sep13 |
120820 |
679.75 |
689.25 |
677.00 |
689.25 |
+13.50 |
616 |
13,281 |
+365 |
Dec13 |
120820 |
635.00 |
648.25 |
635.00 |
648.25 |
+12.50 |
2,235 |
74,474 |
+740 |
Mar14 |
120820 |
644.25 |
652.00 |
639.75 |
652.00 |
+12.25 |
10 |
1,611 |
+5 |
May14 |
120820 |
654.00 |
654.00 |
641.50 |
654.00 |
+12.50 |
10 |
365 |
-5 |
Jul14 |
120820 |
649.50 |
655.00 |
643.25 |
655.00 |
+11.75 |
11 |
985 |
-8 |
Total Volume and Open Interest |
208,884 |
1,230,950 |
+11,807 |
Wheat(CBOT) |
Sep12 |
120820 |
874.00 |
883.50 |
866.75 |
879.50 |
+5.00 |
25,173 |
61,245 |
-6,071 |
Dec12 |
120820 |
893.75 |
906.00 |
887.50 |
902.75 |
+8.25 |
52,087 |
246,081 |
+6,426 |
Mar13 |
120820 |
902.00 |
914.25 |
896.25 |
912.25 |
+9.50 |
6,550 |
54,069 |
+1,890 |
May13 |
120820 |
886.25 |
901.50 |
882.00 |
901.25 |
+14.75 |
607 |
14,158 |
-113 |
Jul13 |
120820 |
842.00 |
854.50 |
838.25 |
853.75 |
+11.25 |
1,399 |
47,463 |
+172 |
Sep13 |
120820 |
842.00 |
854.25 |
841.00 |
854.25 |
+10.75 |
58 |
1,504 |
-3 |
Total Volume and Open Interest |
86,206 |
453,237 |
+2,346 |
Wheat(KCBT) |
Sep12 |
120820 |
885.00 |
894.50 |
878.25 |
891.00 |
+5.50 |
6,507 |
39,607 |
-1,570 |
Dec12 |
120820 |
908.50 |
919.00 |
902.50 |
915.50 |
+5.75 |
6,716 |
75,361 |
+828 |
Mar13 |
120820 |
917.75 |
928.00 |
912.50 |
925.25 |
+6.50 |
940 |
18,349 |
+191 |
May13 |
120820 |
912.50 |
923.75 |
910.75 |
922.25 |
+6.50 |
203 |
7,738 |
+63 |
Jul13 |
120820 |
862.50 |
874.00 |
860.75 |
873.25 |
+3.25 |
233 |
12,738 |
+48 |
Sep13 |
120820 |
868.75 |
880.00 |
868.75 |
878.25 |
+2.25 |
102 |
566 |
+42 |
Total Volume and Open Interest |
14,811 |
155,239 |
-400 |
Wheat(MGE) |
Sep12 |
120820 |
927.00 |
935.00 |
922.50 |
931.00 |
+3.50 |
1,278 |
10,447 |
-243 |
Dec12 |
120820 |
939.25 |
947.50 |
935.00 |
943.75 |
+3.75 |
1,596 |
19,134 |
+332 |
Mar13 |
120820 |
948.75 |
956.00 |
943.25 |
952.25 |
+2.25 |
289 |
6,933 |
+58 |
May13 |
120820 |
953.75 |
959.00 |
950.00 |
959.00 |
+3.00 |
36 |
1,164 |
+11 |
Jul13 |
120820 |
955.25 |
961.00 |
953.00 |
960.50 |
+2.50 |
20 |
379 |
+5 |
Total Volume and Open Interest |
3,275 |
40,426 |
+205 |
Oats(CBOT) |
Sep12 |
120820 |
385.00 |
389.00 |
383.75 |
388.50 |
+4.75 |
40 |
950 |
-30 |
Dec12 |
120820 |
385.00 |
389.75 |
383.25 |
388.75 |
+5.00 |
259 |
9,010 |
-9 |
Mar13 |
120820 |
387.00 |
388.75 |
384.25 |
388.75 |
+3.25 |
62 |
671 |
+36 |
May13 |
120820 |
391.75 |
391.75 |
388.50 |
391.75 |
+3.25 |
0 |
28 |
+0 |
Total Volume and Open Interest |
361 |
10,671 |
-3 |
Rough Rice(CBOT) |
Sep12 |
120820 |
15.36 |
15.61 |
15.36 |
15.60 |
+0.18 |
877 |
6,901 |
-285 |
Nov12 |
120820 |
15.69 |
15.88 |
15.65 |
15.88 |
+0.18 |
507 |
5,858 |
+343 |
Jan13 |
120820 |
15.94 |
16.17 |
15.94 |
16.17 |
+0.18 |
19 |
1,016 |
+4 |
Mar13 |
120820 |
16.42 |
16.42 |
16.25 |
16.42 |
+0.17 |
0 |
114 |
+0 |
Total Volume and Open Interest |
1,403 |
13,919 |
+62 |
Live Cattle(CME) |
Aug12 |
120820 |
121.135 |
121.385 |
120.950 |
121.350 |
+0.270 |
4,385 |
6,793 |
-1,868 |
Oct12 |
120820 |
125.300 |
125.680 |
125.150 |
125.480 |
+0.195 |
24,912 |
131,285 |
-2,867 |
Dec12 |
120820 |
128.100 |
128.800 |
128.075 |
128.735 |
+0.535 |
8,751 |
72,925 |
-4 |
Feb13 |
120820 |
131.350 |
132.150 |
131.350 |
132.100 |
+0.415 |
6,338 |
36,635 |
-787 |
Apr13 |
120820 |
134.935 |
135.750 |
134.935 |
135.700 |
+0.550 |
2,439 |
24,885 |
+531 |
Jun13 |
120820 |
132.150 |
132.650 |
132.000 |
132.575 |
+0.540 |
978 |
10,226 |
+173 |
Total Volume and Open Interest |
48,170 |
287,078 |
-4,649 |
Feeder Cattle(CME) |
Aug12 |
120820 |
140.600 |
141.150 |
140.200 |
140.550 |
+0.115 |
1,314 |
5,191 |
-140 |
Sep12 |
120820 |
142.500 |
142.950 |
141.900 |
142.800 |
+0.600 |
2,728 |
6,509 |
+569 |
Oct12 |
120820 |
143.735 |
144.250 |
142.880 |
144.050 |
+0.550 |
1,913 |
12,831 |
+137 |
Nov12 |
120820 |
144.950 |
145.500 |
144.130 |
144.950 |
+0.265 |
766 |
4,892 |
+37 |
Jan13 |
120820 |
147.400 |
147.950 |
146.880 |
147.735 |
+0.635 |
457 |
4,013 |
+25 |
Mar13 |
120820 |
150.035 |
150.500 |
149.650 |
150.300 |
+0.250 |
188 |
1,300 |
+62 |
Apr13 |
120820 |
151.400 |
151.850 |
151.250 |
151.450 |
+0.015 |
54 |
569 |
+28 |
Total Volume and Open Interest |
7,473 |
36,135 |
+748 |
Lean Hogs(CME) |
Oct12 |
120820 |
76.450 |
76.450 |
75.725 |
75.900 |
-0.300 |
11,613 |
93,697 |
-1,271 |
Dec12 |
120820 |
73.635 |
74.080 |
73.200 |
73.600 |
unch |
6,478 |
53,714 |
+766 |
Feb13 |
120820 |
81.050 |
81.400 |
80.725 |
81.100 |
-0.100 |
3,051 |
31,241 |
+97 |
Apr13 |
120820 |
88.700 |
88.900 |
88.300 |
88.700 |
unch |
1,175 |
21,331 |
-63 |
May13 |
120820 |
96.480 |
96.650 |
96.135 |
96.500 |
unch |
24 |
878 |
+6 |
Jun13 |
120820 |
99.650 |
99.830 |
99.230 |
99.635 |
+0.085 |
735 |
13,238 |
+137 |
Jul13 |
120820 |
99.000 |
99.350 |
98.900 |
99.350 |
-0.050 |
328 |
3,688 |
-148 |
Aug13 |
120820 |
97.900 |
98.150 |
97.750 |
97.950 |
+0.200 |
872 |
2,811 |
+357 |
Total Volume and Open Interest |
24,570 |
222,139 |
+49 |
Class III Milk(CME) |
Aug12 |
120820 |
17.67 |
17.67 |
17.63 |
17.65 |
-0.01 |
194 |
4,288 |
+123 |
Sep12 |
120820 |
19.45 |
19.57 |
19.03 |
19.05 |
-0.52 |
653 |
5,308 |
+87 |
Oct12 |
120820 |
20.08 |
20.25 |
19.83 |
19.88 |
-0.37 |
585 |
4,563 |
+230 |
Nov12 |
120820 |
19.92 |
20.14 |
19.85 |
19.86 |
-0.24 |
303 |
3,530 |
+143 |
Dec12 |
120820 |
19.95 |
20.15 |
19.84 |
19.87 |
-0.21 |
218 |
3,220 |
+76 |
Total Volume and Open Interest |
2,309 |
27,408 |
+858 |
Cocoa(ICE) |
Sep12 |
120820 |
2500 |
2509 |
2440 |
2465 |
-22 |
8,524 |
3,248 |
-4,835 |
Dec12 |
120820 |
2442 |
2463 |
2383 |
2408 |
-34 |
19,158 |
101,074 |
+2,228 |
Mar13 |
120820 |
2454 |
2473 |
2400 |
2420 |
-34 |
3,913 |
42,124 |
+751 |
May13 |
120820 |
2472 |
2474 |
2413 |
2431 |
-33 |
900 |
15,660 |
+9 |
Jul13 |
120820 |
2479 |
2479 |
2429 |
2441 |
-31 |
208 |
10,013 |
+73 |
Sep13 |
120820 |
2450 |
2450 |
2438 |
2449 |
-29 |
91 |
4,649 |
+2 |
Dec13 |
120820 |
2445 |
2456 |
2445 |
2456 |
-30 |
22 |
6,066 |
+7 |
Total Volume and Open Interest |
32,818 |
188,072 |
-1,764 |
Coffee "C"(ICE) |
Sep12 |
120820 |
160.65 |
163.45 |
160.30 |
161.20 |
+0.90 |
5,359 |
13,296 |
-2,413 |
Dec12 |
120820 |
163.50 |
166.60 |
163.20 |
164.55 |
+1.35 |
11,307 |
82,518 |
+2,268 |
Mar13 |
120820 |
167.50 |
170.30 |
167.15 |
168.30 |
+1.20 |
2,204 |
27,356 |
+140 |
May13 |
120820 |
170.95 |
172.95 |
169.90 |
170.90 |
+1.10 |
513 |
6,847 |
+98 |
Jul13 |
120820 |
173.50 |
175.50 |
172.55 |
173.45 |
+1.05 |
378 |
5,071 |
+96 |
Sep13 |
120820 |
175.80 |
178.10 |
175.20 |
175.95 |
+0.95 |
209 |
1,516 |
+111 |
Total Volume and Open Interest |
20,231 |
138,410 |
+410 |
Orange Juice(ICE) |
Sep12 |
120820 |
120.50 |
127.30 |
120.50 |
125.65 |
+5.90 |
2,024 |
3,920 |
-776 |
Nov12 |
120820 |
107.75 |
112.30 |
107.75 |
110.95 |
+2.70 |
2,350 |
14,459 |
+458 |
Jan13 |
120820 |
110.45 |
113.55 |
110.45 |
112.25 |
+2.50 |
201 |
2,743 |
-31 |
Mar13 |
120820 |
114.00 |
115.45 |
114.00 |
114.40 |
+2.65 |
7 |
2,020 |
+4 |
May13 |
120820 |
115.35 |
116.30 |
115.35 |
116.30 |
+2.70 |
51 |
303 |
+50 |
Jul13 |
120820 |
116.35 |
118.20 |
116.35 |
118.20 |
+2.70 |
1 |
17 |
+1 |
Total Volume and Open Interest |
4,634 |
23,475 |
-294 |
Sugar #11(ICE) |
Oct12 |
120820 |
20.25 |
20.70 |
20.21 |
20.50 |
+0.32 |
36,169 |
299,273 |
-1,396 |
Mar13 |
120820 |
21.00 |
21.32 |
20.88 |
21.17 |
+0.27 |
26,035 |
167,068 |
-377 |
May13 |
120820 |
20.84 |
21.16 |
20.77 |
21.01 |
+0.20 |
11,110 |
47,450 |
+383 |
Jul13 |
120820 |
20.75 |
21.05 |
20.68 |
20.91 |
+0.16 |
9,200 |
76,606 |
+1,958 |
Oct13 |
120820 |
21.05 |
21.24 |
20.90 |
21.14 |
+0.15 |
5,386 |
40,342 |
+1,883 |
Mar14 |
120820 |
21.36 |
21.48 |
21.19 |
21.41 |
+0.12 |
1,558 |
25,249 |
+170 |
May14 |
120820 |
21.17 |
21.36 |
21.13 |
21.31 |
+0.13 |
363 |
6,926 |
+157 |
Jul14 |
120820 |
21.19 |
21.31 |
21.16 |
21.31 |
+0.14 |
49 |
6,147 |
-41 |
Total Volume and Open Interest |
89,900 |
678,303 |
+2,732 |
London Cocoa(LCE) |
Sep12 |
120820 |
1644 |
1644 |
1600 |
1605 |
-19 |
1,544 |
33,683 |
-708 |
Dec12 |
120820 |
1638 |
1643 |
1605 |
1610 |
-21 |
6,159 |
67,050 |
+38 |
Mar13 |
120820 |
1615 |
1627 |
1589 |
1596 |
-19 |
1,808 |
55,740 |
-392 |
May13 |
120820 |
1624 |
1628 |
1592 |
1597 |
-20 |
739 |
23,515 |
+149 |
Jul13 |
120820 |
1628 |
1631 |
1599 |
1601 |
-20 |
740 |
12,624 |
+69 |
Sep13 |
120820 |
1601 |
1601 |
1601 |
1601 |
-19 |
76 |
8,425 |
+253 |
Dec13 |
120820 |
1601 |
1601 |
1601 |
1601 |
-19 |
148 |
7,713 |
+0 |
Total Volume and Open Interest |
11,214 |
209,348 |
-591 |
London Sugar(LCE) |
Oct12 |
120820 |
564.30 |
569.80 |
560.60 |
566.20 |
+6.70 |
2,094 |
24,164 |
-387 |
Dec12 |
120820 |
557.60 |
565.20 |
556.30 |
562.10 |
+7.00 |
1,218 |
11,734 |
+561 |
Mar13 |
120820 |
562.80 |
568.40 |
560.30 |
565.60 |
+4.90 |
861 |
16,858 |
+498 |
May13 |
120820 |
563.40 |
568.70 |
561.40 |
566.30 |
+5.10 |
519 |
3,864 |
-90 |
Aug13 |
120820 |
558.00 |
563.20 |
558.00 |
562.70 |
+4.50 |
391 |
2,428 |
+18 |
Total Volume and Open Interest |
5,238 |
61,843 |
+576 |
Cotton(ICE) |
Oct12 |
120820 |
72.78 |
74.70 |
72.76 |
74.17 |
+1.51 |
35 |
354 |
-48 |
Dec12 |
120820 |
73.52 |
75.31 |
73.30 |
74.83 |
+1.53 |
7,507 |
127,842 |
-716 |
Mar13 |
120820 |
74.07 |
75.84 |
74.07 |
75.44 |
+1.45 |
695 |
35,349 |
-119 |
May13 |
120820 |
74.47 |
76.04 |
74.47 |
75.64 |
+1.20 |
94 |
6,122 |
-4 |
Jul13 |
120820 |
75.05 |
76.25 |
75.05 |
76.05 |
+1.00 |
78 |
6,494 |
+42 |
Oct13 |
120820 |
77.33 |
77.33 |
77.33 |
77.33 |
+1.13 |
0 |
5 |
+0 |
Total Volume and Open Interest |
8,426 |
178,732 |
-848 |
Lumber(CME) |
Sep12 |
120820 |
307.5 |
307.6 |
298.7 |
300.7 |
-8.0 |
1,590 |
2,841 |
-773 |
Nov12 |
120820 |
303.1 |
304.1 |
295.0 |
298.8 |
-4.6 |
1,447 |
5,547 |
+718 |
Jan13 |
120820 |
312.0 |
312.0 |
305.0 |
308.0 |
-4.0 |
350 |
1,376 |
+120 |
Mar13 |
120820 |
315.0 |
316.0 |
311.3 |
313.8 |
-4.5 |
18 |
282 |
+4 |
Total Volume and Open Interest |
3,406 |
10,067 |
+69 |
Crude Oil(NYM) |
Sep12 |
120820 |
96.36 |
96.53 |
95.02 |
95.97 |
-0.04 |
212,628 |
74,800 |
-32,669 |
Oct12 |
120820 |
96.64 |
96.83 |
95.32 |
96.26 |
-0.06 |
99,281 |
246,698 |
+10,337 |
Nov12 |
120820 |
96.87 |
97.10 |
95.63 |
96.56 |
-0.02 |
31,750 |
141,788 |
+4,018 |
Dec12 |
120820 |
97.20 |
97.45 |
96.00 |
96.91 |
unch |
62,016 |
203,654 |
+536 |
Jan13 |
120820 |
97.64 |
97.79 |
96.45 |
97.34 |
+0.01 |
17,550 |
102,438 |
-142 |
Feb13 |
120820 |
97.90 |
97.93 |
96.88 |
97.65 |
+0.03 |
11,572 |
39,946 |
+570 |
Mar13 |
120820 |
97.97 |
97.98 |
97.02 |
97.80 |
+0.05 |
15,338 |
42,083 |
+1,929 |
Apr13 |
120820 |
98.00 |
98.04 |
97.34 |
97.81 |
+0.08 |
4,202 |
20,709 |
+326 |
May13 |
120820 |
97.69 |
97.74 |
97.01 |
97.74 |
+0.14 |
3,567 |
21,951 |
-130 |
Jun13 |
120820 |
97.80 |
97.80 |
96.80 |
97.57 |
+0.19 |
17,120 |
68,678 |
+385 |
Jul13 |
120820 |
97.18 |
97.34 |
96.82 |
97.33 |
+0.21 |
1,962 |
26,889 |
-271 |
Aug13 |
120820 |
97.21 |
97.21 |
96.51 |
97.04 |
+0.22 |
1,289 |
17,329 |
+78 |
Sep13 |
120820 |
96.48 |
96.74 |
96.45 |
96.74 |
+0.24 |
2,270 |
26,515 |
-13 |
Oct13 |
120820 |
96.00 |
96.44 |
96.00 |
96.44 |
+0.26 |
1,072 |
13,648 |
+204 |
Nov13 |
120820 |
95.80 |
96.15 |
95.80 |
96.15 |
+0.29 |
926 |
18,591 |
+9 |
Dec13 |
120820 |
95.87 |
95.98 |
95.12 |
95.85 |
+0.30 |
23,249 |
141,707 |
+1,246 |
Total Volume and Open Interest |
521,076 |
1,484,845 |
-10,717 |
e-miNY Crude Oil(NYM) |
Aug12 |
120719 |
89.975 |
92.950 |
89.850 |
92.650 |
+2.775 |
5,759 |
2,099 |
+71 |
Sep12 |
120820 |
96.375 |
96.550 |
95.025 |
95.975 |
-0.025 |
6,395 |
4,351 |
-17 |
Oct12 |
120820 |
96.750 |
96.875 |
95.325 |
96.250 |
-0.075 |
1,935 |
3,906 |
+127 |
Nov12 |
120820 |
96.850 |
97.050 |
95.700 |
96.550 |
-0.025 |
417 |
4,499 |
-70 |
Dec12 |
120820 |
97.325 |
97.325 |
96.300 |
96.900 |
unch |
421 |
6,083 |
-170 |
Jan13 |
120820 |
97.000 |
97.350 |
97.000 |
97.350 |
+0.025 |
52 |
1,712 |
+2 |
Feb13 |
120820 |
97.675 |
97.675 |
97.650 |
97.650 |
+0.025 |
7 |
70 |
-1 |
Mar13 |
120820 |
97.800 |
97.800 |
97.800 |
97.800 |
+0.050 |
0 |
6 |
+0 |
Apr13 |
120820 |
97.800 |
97.800 |
97.800 |
97.800 |
+0.075 |
1 |
1 |
-1 |
May13 |
120820 |
97.750 |
97.750 |
97.750 |
97.750 |
+0.150 |
|
|
|
Total Volume and Open Interest |
9,228 |
20,830 |
-130 |
Heating Oil(NYM) |
Sep12 |
120820 |
309.52 |
311.78 |
307.58 |
309.31 |
+0.05 |
52,285 |
70,983 |
-3,760 |
Oct12 |
120820 |
310.27 |
312.50 |
308.41 |
310.15 |
+0.10 |
37,107 |
52,531 |
+1,402 |
Nov12 |
120820 |
311.86 |
313.11 |
309.27 |
311.03 |
+0.21 |
19,160 |
42,060 |
-414 |
Dec12 |
120820 |
311.96 |
313.41 |
309.71 |
311.48 |
+0.28 |
21,882 |
43,096 |
+687 |
Jan13 |
120820 |
311.96 |
313.34 |
309.88 |
311.67 |
+0.32 |
6,934 |
27,158 |
+347 |
Feb13 |
120820 |
309.43 |
310.61 |
309.43 |
310.61 |
+0.33 |
2,792 |
11,342 |
-61 |
Mar13 |
120820 |
308.49 |
309.01 |
307.30 |
308.57 |
+0.32 |
5,054 |
20,406 |
-318 |
Apr13 |
120820 |
307.45 |
307.45 |
305.85 |
305.86 |
+0.32 |
3,339 |
19,791 |
+120 |
May13 |
120820 |
307.55 |
307.66 |
307.55 |
307.66 |
+0.50 |
1,645 |
9,006 |
-55 |
Jun13 |
120820 |
306.56 |
306.70 |
305.27 |
305.27 |
+0.59 |
2,644 |
9,334 |
+387 |
Jul13 |
120820 |
304.18 |
304.18 |
304.18 |
304.18 |
+0.67 |
414 |
2,511 |
+12 |
Aug13 |
120820 |
303.38 |
303.38 |
303.38 |
303.38 |
+0.77 |
138 |
886 |
+10 |
Sep13 |
120820 |
303.38 |
303.38 |
303.38 |
303.38 |
+0.87 |
22 |
813 |
+3 |
Oct13 |
120820 |
303.36 |
303.36 |
303.36 |
303.36 |
+0.92 |
28 |
465 |
-2 |
Total Volume and Open Interest |
153,611 |
315,538 |
-1,661 |
Gasoline(NYMEX) |
Sep12 |
120820 |
302.85 |
304.84 |
301.62 |
303.08 |
+0.33 |
46,999 |
60,721 |
-6,165 |
Oct12 |
120820 |
286.99 |
288.82 |
285.44 |
287.29 |
+0.45 |
41,367 |
73,045 |
+7,513 |
Nov12 |
120820 |
281.71 |
282.65 |
279.48 |
281.32 |
+0.13 |
13,795 |
40,047 |
+219 |
Dec12 |
120820 |
278.09 |
279.12 |
275.91 |
277.52 |
-0.13 |
11,844 |
45,639 |
+371 |
Jan13 |
120820 |
276.15 |
277.10 |
274.36 |
275.78 |
-0.21 |
4,670 |
17,790 |
-151 |
Feb13 |
120820 |
276.35 |
277.36 |
274.15 |
275.68 |
-0.21 |
2,208 |
8,473 |
+312 |
Mar13 |
120820 |
277.55 |
278.17 |
275.11 |
276.70 |
-0.19 |
1,439 |
8,913 |
+242 |
Apr13 |
120820 |
291.31 |
291.57 |
289.76 |
290.46 |
-0.10 |
499 |
5,210 |
+111 |
May13 |
120820 |
288.99 |
288.99 |
288.99 |
288.99 |
-0.05 |
261 |
2,838 |
+19 |
Jun13 |
120820 |
286.49 |
286.76 |
286.35 |
286.49 |
unch |
450 |
5,704 |
+227 |
Total Volume and Open Interest |
123,719 |
277,438 |
+2,802 |
e-miNY RBOB Gasoline(NYM) |
Sep12 |
120820 |
303.00 |
303.10 |
303.00 |
303.10 |
+0.30 |
|
|
|
Oct12 |
120820 |
287.30 |
287.30 |
287.29 |
287.30 |
+0.50 |
|
|
|
Nov12 |
120820 |
281.30 |
281.32 |
281.30 |
281.30 |
+0.10 |
|
|
|
Dec12 |
120820 |
277.50 |
277.52 |
277.50 |
277.50 |
-0.20 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
Sep12 |
120820 |
2.715 |
2.785 |
2.686 |
2.776 |
+0.057 |
189,446 |
95,869 |
-12,341 |
Oct12 |
120820 |
2.762 |
2.824 |
2.732 |
2.815 |
+0.051 |
101,192 |
173,473 |
+2,448 |
Nov12 |
120820 |
2.953 |
3.002 |
2.910 |
2.998 |
+0.053 |
70,083 |
217,500 |
+2,910 |
Dec12 |
120820 |
3.240 |
3.287 |
3.192 |
3.285 |
+0.050 |
26,446 |
55,092 |
+865 |
Jan13 |
120820 |
3.368 |
3.427 |
3.332 |
3.425 |
+0.050 |
31,756 |
147,242 |
+2,399 |
Feb13 |
120820 |
3.357 |
3.445 |
3.350 |
3.443 |
+0.051 |
8,787 |
29,314 |
+80 |
Mar13 |
120820 |
3.339 |
3.428 |
3.336 |
3.425 |
+0.051 |
8,513 |
54,462 |
+1,251 |
Apr13 |
120820 |
3.345 |
3.414 |
3.342 |
3.413 |
+0.052 |
7,989 |
66,409 |
-208 |
May13 |
120820 |
3.415 |
3.450 |
3.380 |
3.450 |
+0.050 |
1,571 |
18,230 |
+37 |
Jun13 |
120820 |
3.428 |
3.493 |
3.426 |
3.493 |
+0.048 |
1,675 |
14,107 |
+3 |
Jul13 |
120820 |
3.500 |
3.531 |
3.465 |
3.531 |
+0.046 |
1,240 |
14,759 |
-45 |
Aug13 |
120820 |
3.533 |
3.552 |
3.487 |
3.552 |
+0.046 |
648 |
11,255 |
+17 |
Sep13 |
120820 |
3.537 |
3.557 |
3.491 |
3.557 |
+0.047 |
1,011 |
9,006 |
-68 |
Oct13 |
120820 |
3.561 |
3.585 |
3.518 |
3.585 |
+0.049 |
2,591 |
40,823 |
+243 |
Nov13 |
120820 |
3.650 |
3.702 |
3.637 |
3.702 |
+0.050 |
604 |
18,608 |
+80 |
Dec13 |
120820 |
3.865 |
3.907 |
3.831 |
3.907 |
+0.050 |
369 |
17,381 |
-33 |
Total Volume and Open Interest |
454,528 |
1,070,833 |
-2,278 |
Brent Crude Oil(ICE) |
Oct12 |
120820 |
113.83 |
114.70 |
112.87 |
113.70 |
-0.01 |
204,772 |
287,087 |
+5,902 |
Nov12 |
120820 |
112.93 |
113.91 |
112.25 |
113.00 |
+0.02 |
81,212 |
181,208 |
+6,980 |
Dec12 |
120820 |
112.48 |
113.43 |
111.84 |
112.54 |
+0.01 |
82,991 |
138,825 |
+4,316 |
Jan13 |
120820 |
112.08 |
112.93 |
111.54 |
112.12 |
+0.01 |
21,950 |
42,014 |
+391 |
Feb13 |
120820 |
111.67 |
112.40 |
111.10 |
111.71 |
+0.02 |
14,199 |
37,611 |
+940 |
Mar13 |
120820 |
111.24 |
111.96 |
110.64 |
111.28 |
+0.04 |
14,364 |
33,411 |
+1,479 |
Apr13 |
120820 |
111.18 |
111.44 |
110.22 |
110.84 |
+0.05 |
7,985 |
18,756 |
+433 |
May13 |
120820 |
110.72 |
110.97 |
109.77 |
110.38 |
+0.08 |
5,588 |
17,299 |
+0 |
Jun13 |
120820 |
110.25 |
110.49 |
109.30 |
109.90 |
+0.10 |
19,067 |
46,934 |
+785 |
Jul13 |
120820 |
109.43 |
109.43 |
109.43 |
109.43 |
+0.11 |
4,951 |
17,836 |
-869 |
Aug13 |
120820 |
109.00 |
109.00 |
108.95 |
108.95 |
+0.13 |
3,477 |
16,735 |
+710 |
Sep13 |
120820 |
108.48 |
108.48 |
108.48 |
108.48 |
+0.14 |
4,534 |
19,234 |
+405 |
Oct13 |
120820 |
108.01 |
108.01 |
108.01 |
108.01 |
+0.15 |
3,044 |
13,079 |
+1,113 |
Nov13 |
120820 |
107.58 |
107.58 |
107.58 |
107.58 |
+0.17 |
1,636 |
13,210 |
-125 |
Total Volume and Open Interest |
504,720 |
1,132,520 |
-3,221 |
Gas Oil(ICE) |
Sep12 |
120820 |
979.25 |
984.75 |
972.00 |
979.00 |
-0.75 |
62,848 |
122,724 |
-1,754 |
Oct12 |
120820 |
979.00 |
984.50 |
971.75 |
979.00 |
-0.75 |
73,168 |
122,755 |
-2,799 |
Nov12 |
120820 |
975.25 |
980.50 |
968.25 |
975.50 |
-0.75 |
37,873 |
59,413 |
+2,624 |
Dec12 |
120820 |
970.50 |
976.00 |
964.25 |
971.00 |
-0.75 |
37,140 |
72,454 |
-1,491 |
Jan13 |
120820 |
966.75 |
972.75 |
962.75 |
968.00 |
-1.00 |
9,993 |
32,130 |
-2,203 |
Feb13 |
120820 |
964.00 |
968.50 |
960.25 |
964.00 |
-1.25 |
3,120 |
20,585 |
+499 |
Mar13 |
120820 |
958.75 |
963.00 |
954.75 |
959.25 |
-1.50 |
4,819 |
18,801 |
+58 |
Apr13 |
120820 |
954.25 |
956.25 |
951.75 |
954.00 |
-1.75 |
3,077 |
15,583 |
+260 |
May13 |
120820 |
949.00 |
952.50 |
946.75 |
948.75 |
-1.75 |
2,277 |
11,782 |
+144 |
Jun13 |
120820 |
944.75 |
948.00 |
940.50 |
944.50 |
-1.75 |
6,156 |
34,699 |
+347 |
Total Volume and Open Interest |
248,810 |
596,640 |
-2,884 |
Ethanol(CBOT) |
Aug12 |
120803 |
2.614 |
2.614 |
2.614 |
2.614 |
+0.049 |
76 |
45 |
-45 |
Sep12 |
120820 |
2.597 |
2.631 |
2.590 |
2.626 |
+0.036 |
370 |
940 |
-135 |
Oct12 |
120820 |
2.580 |
2.610 |
2.580 |
2.609 |
+0.039 |
453 |
979 |
-94 |
Nov12 |
120820 |
2.571 |
2.584 |
2.571 |
2.582 |
+0.039 |
120 |
1,831 |
+57 |
Dec12 |
120820 |
2.566 |
2.566 |
2.554 |
2.562 |
+0.033 |
63 |
1,543 |
-30 |
Jan13 |
120820 |
2.540 |
2.556 |
2.540 |
2.552 |
+0.031 |
73 |
1,621 |
-38 |
Feb13 |
120820 |
2.531 |
2.541 |
2.530 |
2.540 |
+0.031 |
26 |
1,332 |
+4 |
Mar13 |
120820 |
2.517 |
2.540 |
2.517 |
2.539 |
+0.036 |
18 |
1,416 |
-4 |
Total Volume and Open Interest |
1,211 |
11,793 |
-194 |
WTI Crude Oil(ICE) |
Sep12 |
120820 |
96.15 |
96.50 |
95.02 |
95.97 |
-0.04 |
27,588 |
20,133 |
-6,752 |
Oct12 |
120820 |
96.68 |
96.82 |
95.32 |
96.26 |
-0.06 |
33,402 |
66,603 |
+1,201 |
Nov12 |
120820 |
96.79 |
97.02 |
95.68 |
96.56 |
-0.02 |
11,384 |
34,209 |
+1,197 |
Dec12 |
120820 |
97.11 |
97.43 |
96.05 |
96.91 |
unch |
18,021 |
95,831 |
-617 |
Jan13 |
120820 |
97.66 |
97.66 |
96.47 |
97.34 |
+0.01 |
6,620 |
22,930 |
+442 |
Feb13 |
120820 |
96.99 |
97.65 |
96.99 |
97.65 |
+0.03 |
3,079 |
13,845 |
+456 |
Mar13 |
120820 |
97.53 |
97.80 |
97.17 |
97.80 |
+0.05 |
3,725 |
12,631 |
+569 |
Apr13 |
120820 |
97.67 |
97.81 |
97.67 |
97.81 |
+0.08 |
2,211 |
4,541 |
+421 |
May13 |
120820 |
97.74 |
97.74 |
97.74 |
97.74 |
+0.14 |
1,597 |
5,278 |
+19 |
Jun13 |
120820 |
97.47 |
97.57 |
97.47 |
97.57 |
+0.19 |
7,155 |
30,540 |
+2,880 |
Jul13 |
120820 |
97.33 |
97.33 |
97.33 |
97.33 |
+0.21 |
570 |
2,425 |
+35 |
Aug13 |
120820 |
97.04 |
97.04 |
97.04 |
97.04 |
+0.22 |
402 |
3,585 |
-72 |
Sep13 |
120820 |
96.74 |
96.74 |
96.74 |
96.74 |
+0.24 |
393 |
8,071 |
-40 |
Oct13 |
120820 |
96.44 |
96.44 |
96.44 |
96.44 |
+0.26 |
324 |
1,979 |
-11 |
Nov13 |
120820 |
96.15 |
96.15 |
96.15 |
96.15 |
+0.29 |
172 |
3,298 |
+100 |
Dec13 |
120820 |
95.73 |
95.85 |
95.37 |
95.85 |
+0.30 |
3,880 |
64,904 |
+889 |
Total Volume and Open Interest |
123,294 |
475,272 |
+133 |
US Dollar Index(ICE) |
Sep12 |
120820 |
82.560 |
82.765 |
82.435 |
82.500 |
-0.162 |
19,638 |
60,273 |
-913 |
Dec12 |
120820 |
82.775 |
83.070 |
82.775 |
82.825 |
-0.153 |
36 |
817 |
+22 |
Mar13 |
120820 |
83.215 |
83.215 |
83.215 |
83.215 |
-0.153 |
|
|
|
Total Volume and Open Interest |
19,674 |
61,090 |
-891 |
Australian Dollar(CME) |
Sep12 |
120820 |
104.07 |
104.42 |
103.92 |
104.26 |
+0.32 |
94,483 |
182,622 |
+473 |
Dec12 |
120820 |
103.36 |
103.53 |
103.09 |
103.40 |
+0.31 |
329 |
1,086 |
+172 |
Mar13 |
120820 |
102.60 |
102.60 |
102.28 |
102.60 |
+0.32 |
0 |
4 |
+0 |
Total Volume and Open Interest |
94,812 |
183,723 |
+645 |
British Pound(CME) |
Sep12 |
120820 |
156.96 |
157.17 |
156.76 |
157.08 |
+0.18 |
111,999 |
116,496 |
+6,462 |
Dec12 |
120820 |
156.96 |
157.11 |
156.84 |
157.04 |
+0.18 |
132 |
569 |
+106 |
Mar13 |
120820 |
157.02 |
157.02 |
156.84 |
157.02 |
+0.18 |
1 |
79 |
+1 |
Total Volume and Open Interest |
112,132 |
117,151 |
+6,569 |
Canadian Dollar(CME) |
Sep12 |
120820 |
101.09 |
101.20 |
100.93 |
101.13 |
+0.05 |
72,790 |
125,724 |
+5,244 |
Dec12 |
120820 |
100.91 |
100.98 |
100.73 |
100.92 |
+0.05 |
537 |
8,851 |
+112 |
Mar13 |
120820 |
100.62 |
100.69 |
100.60 |
100.68 |
+0.05 |
50 |
1,540 |
+33 |
Jun13 |
120820 |
100.41 |
100.42 |
100.38 |
100.42 |
+0.04 |
12 |
381 |
+0 |
Total Volume and Open Interest |
73,449 |
136,621 |
+5,437 |
Japanese Yen(CME) |
Sep12 |
120820 |
125.69 |
126.09 |
125.56 |
125.97 |
+0.23 |
101,185 |
143,080 |
-1,182 |
Dec12 |
120820 |
125.79 |
126.20 |
125.65 |
126.09 |
+0.23 |
313 |
1,267 |
+50 |
Mar13 |
120820 |
126.27 |
126.27 |
126.05 |
126.27 |
+0.22 |
1 |
37 |
+0 |
Total Volume and Open Interest |
101,500 |
144,391 |
-1,131 |
Swiss Franc(CME) |
Sep12 |
120820 |
102.75 |
103.03 |
102.42 |
102.84 |
+0.19 |
41,482 |
56,606 |
-2,457 |
Dec12 |
120820 |
102.87 |
103.08 |
102.87 |
103.07 |
+0.19 |
81 |
290 |
+77 |
Mar13 |
120820 |
103.34 |
103.34 |
103.16 |
103.34 |
+0.18 |
0 |
2 |
+0 |
Total Volume and Open Interest |
41,563 |
56,898 |
-2,380 |
EuroFX(CME) |
Sep12 |
120820 |
123.42 |
123.72 |
122.98 |
123.51 |
+0.27 |
221,999 |
314,898 |
-3,236 |
Dec12 |
120820 |
123.52 |
123.84 |
123.20 |
123.66 |
+0.27 |
1,105 |
5,801 |
+204 |
Mar13 |
120820 |
123.84 |
123.84 |
123.57 |
123.84 |
+0.27 |
9 |
96 |
+1 |
Total Volume and Open Interest |
223,113 |
321,335 |
-3,031 |
Mexican Peso(CME) |
Sep12 |
120820 |
760.0 |
762.5 |
758.0 |
760.5 |
+1.2 |
27,941 |
181,718 |
+2,704 |
Oct12 |
120820 |
758.5 |
758.5 |
757.2 |
758.5 |
+1.2 |
|
|
|
Total Volume and Open Interest |
29,774 |
218,032 |
+3,685 |
Brazilian Real(CME) |
Sep12 |
120820 |
494.20 |
494.85 |
493.45 |
494.20 |
-0.65 |
69 |
3,810 |
+14 |
Oct12 |
120820 |
492.10 |
492.70 |
491.35 |
492.10 |
-0.60 |
31 |
788 |
-19 |
Nov12 |
120820 |
489.95 |
490.55 |
489.95 |
489.95 |
-0.60 |
|
|
|
Dec12 |
120820 |
488.40 |
488.40 |
487.75 |
487.75 |
-0.65 |
1 |
142 |
+0 |
Total Volume and Open Interest |
101 |
17,080 |
-5 |
30-Year T-Bonds(CBOT) |
Sep12 |
120820 |
145~280 |
146~100 |
145~050 |
146~000 |
+0~040 |
402,633 |
578,671 |
-8,711 |
Dec12 |
120820 |
146~140 |
146~300 |
145~260 |
146~210 |
+0~030 |
8,671 |
9,694 |
+2,634 |
Mar13 |
120820 |
145~290 |
145~290 |
145~260 |
145~290 |
+0~030 |
2 |
3 |
+0 |
Total Volume and Open Interest |
411,306 |
588,368 |
-6,077 |
10-Year T-Notes(CBOT) |
Sep12 |
120820 |
132~165 |
132~220 |
132~055 |
132~165 |
+0~005 |
1,083,471 |
1,618,651 |
+13,082 |
Dec12 |
120820 |
131~120 |
131~190 |
131~025 |
131~135 |
unch |
15,328 |
44,974 |
+2,897 |
Mar13 |
120820 |
130~185 |
130~185 |
130~185 |
130~185 |
unch |
|
|
|
Total Volume and Open Interest |
1,098,799 |
1,663,625 |
+15,979 |
5-Year T-Notes(CBOT) |
Sep12 |
120820 |
123~114 |
123~125 |
123~094 |
123~119 |
+0~007 |
481,219 |
1,189,759 |
+9,022 |
Dec12 |
120820 |
123~065 |
123~074 |
123~050 |
123~069 |
+0~007 |
10,125 |
37,043 |
+6,166 |
Mar13 |
120820 |
122~117 |
122~117 |
122~110 |
122~117 |
+0~007 |
|
|
|
Total Volume and Open Interest |
491,344 |
1,226,802 |
+15,188 |
2 Year T-Notes(CBOT) |
Sep12 |
120820 |
110~020 |
110~022 |
110~017 |
110~021 |
+0~001 |
231,557 |
934,260 |
-5,743 |
Dec12 |
120820 |
110~017 |
110~019 |
110~016 |
110~018 |
unch |
13,678 |
79,777 |
+3,758 |
Mar13 |
120820 |
109~084 |
109~084 |
109~084 |
109~084 |
unch |
|
|
|
Total Volume and Open Interest |
245,235 |
1,014,037 |
-1,985 |
Eurodollars(CME) |
Sep12 |
120820 |
99.588 |
99.588 |
99.582 |
99.585 |
unch |
132,369 |
809,865 |
-13,125 |
Dec12 |
120820 |
99.585 |
99.595 |
99.580 |
99.585 |
unch |
134,555 |
888,199 |
-10,013 |
Mar13 |
120820 |
99.565 |
99.575 |
99.560 |
99.565 |
unch |
155,170 |
667,267 |
-1,473 |
Jun13 |
120820 |
99.540 |
99.550 |
99.535 |
99.545 |
+0.005 |
150,605 |
639,399 |
-4,472 |
Sep13 |
120820 |
99.510 |
99.520 |
99.500 |
99.515 |
+0.005 |
165,152 |
681,222 |
-2,809 |
Dec13 |
120820 |
99.455 |
99.475 |
99.445 |
99.465 |
+0.005 |
147,814 |
618,747 |
-13,280 |
Mar14 |
120820 |
99.415 |
99.430 |
99.395 |
99.420 |
+0.010 |
144,359 |
541,414 |
-2,347 |
Jun14 |
120820 |
99.345 |
99.365 |
99.325 |
99.360 |
+0.015 |
116,010 |
442,947 |
+2,511 |
Sep14 |
120820 |
99.275 |
99.295 |
99.250 |
99.290 |
+0.020 |
126,871 |
353,294 |
+3,081 |
Dec14 |
120820 |
99.185 |
99.210 |
99.155 |
99.200 |
+0.020 |
120,470 |
350,435 |
-859 |
Mar15 |
120820 |
99.105 |
99.135 |
99.075 |
99.120 |
+0.020 |
93,383 |
343,277 |
+1,629 |
Jun15 |
120820 |
0.696 |
0.726 |
0.666 |
0.711 |
+0.020 |
94,680 |
333,904 |
-2,594 |
Sep15 |
120820 |
0.561 |
0.591 |
0.531 |
0.581 |
+0.020 |
60,764 |
249,044 |
-1,947 |
Dec15 |
120820 |
0.401 |
0.436 |
0.371 |
0.421 |
+0.015 |
51,399 |
183,899 |
-3,681 |
Mar16 |
120820 |
0.256 |
0.291 |
0.226 |
0.276 |
+0.015 |
33,345 |
113,392 |
-2,559 |
Jun16 |
120820 |
0.106 |
0.141 |
0.071 |
0.126 |
+0.020 |
26,094 |
98,946 |
-365 |
Sep16 |
120820 |
6.505 |
6.540 |
6.470 |
6.525 |
+0.020 |
17,895 |
89,831 |
-557 |
Dec16 |
120820 |
6.340 |
6.380 |
6.310 |
6.365 |
+0.020 |
16,268 |
83,773 |
-1,156 |
Total Volume and Open Interest |
1,821,173 |
7,700,732 |
-52,769 |
30 Day Federal Funds(CBOT) |
Aug12 |
120820 |
99.865 |
99.865 |
99.863 |
99.863 |
unch |
4,496 |
74,041 |
-2,196 |
Sep12 |
120820 |
99.860 |
99.865 |
99.855 |
99.860 |
unch |
2,198 |
46,583 |
-666 |
Oct12 |
120820 |
99.855 |
99.860 |
99.855 |
99.860 |
unch |
992 |
55,609 |
-446 |
Nov12 |
120820 |
99.855 |
99.860 |
99.855 |
99.860 |
unch |
1,557 |
41,531 |
+717 |
Dec12 |
120820 |
99.860 |
99.865 |
99.860 |
99.865 |
unch |
934 |
27,132 |
-538 |
Jan13 |
120820 |
99.855 |
99.860 |
99.855 |
99.860 |
unch |
435 |
19,475 |
+230 |
Total Volume and Open Interest |
18,579 |
449,155 |
-1,747 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep12 |
120820 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Dec12 |
120820 |
99.683 |
99.683 |
99.683 |
99.683 |
unch |
|
|
|
Mar13 |
120820 |
99.698 |
99.698 |
99.698 |
99.698 |
unch |
|
|
|
Jun13 |
120820 |
99.713 |
99.713 |
99.713 |
99.713 |
unch |
|
|
|
Sep13 |
120820 |
99.715 |
99.715 |
99.715 |
99.715 |
unch |
|
|
|
Dec13 |
120820 |
99.715 |
99.715 |
99.715 |
99.715 |
unch |
|
|
|
Mar14 |
120820 |
99.715 |
99.715 |
99.715 |
99.715 |
unch |
|
|
|
Jun14 |
120820 |
99.575 |
99.575 |
99.575 |
99.575 |
unch |
|
|
|
Sep14 |
120820 |
99.435 |
99.435 |
99.435 |
99.435 |
unch |
|
|
|
Dec14 |
120820 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Sep12 |
120820 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,721 |
+0 |
Dec12 |
120820 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
710 |
+0 |
Mar13 |
120820 |
99.70 |
99.70 |
99.70 |
99.70 |
unch |
0 |
183 |
+0 |
Jun13 |
120820 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
201 |
+0 |
Sep13 |
120820 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
305 |
+0 |
Dec13 |
120820 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
384 |
+0 |
Mar14 |
120820 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
344 |
+0 |
Jun14 |
120820 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
3,852 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep12 |
120820 |
143.59 |
143.63 |
143.33 |
143.33 |
-0.20 |
7,320 |
17,475 |
-708 |
Dec12 |
120820 |
142.92 |
142.92 |
142.92 |
142.92 |
-0.20 |
0 |
7 |
+0 |
Mar13 |
120820 |
140.83 |
140.83 |
140.83 |
140.83 |
-0.20 |
|
|
|
Total Volume and Open Interest |
7,320 |
17,482 |
-708 |
Euro-Bund(EUREX) |
Sep12 |
120820 |
141.85 |
142.17 |
141.14 |
142.00 |
-0.12 |
628,227 |
867,123 |
+9,780 |
Dec12 |
120820 |
140.14 |
140.33 |
139.47 |
140.27 |
-0.13 |
3,210 |
12,780 |
-135 |
Mar13 |
120820 |
140.24 |
140.24 |
140.24 |
140.24 |
-0.12 |
|
|
|
Total Volume and Open Interest |
631,437 |
879,903 |
+9,645 |
Euro-Bobl(EUREX) |
Sep12 |
120820 |
126.98 |
127.05 |
126.66 |
126.99 |
-0.09 |
337,668 |
633,361 |
+4,339 |
Dec12 |
120820 |
125.15 |
125.36 |
125.14 |
125.32 |
-0.09 |
1,475 |
31,176 |
-999 |
Mar13 |
120820 |
125.32 |
125.32 |
125.32 |
125.32 |
-0.09 |
|
|
|
Total Volume and Open Interest |
339,143 |
664,537 |
+3,340 |
3-Mth Euribor(EUREX) |
Sep12 |
120820 |
99.740 |
99.740 |
99.740 |
99.740 |
+0.015 |
0 |
3,182 |
+0 |
Dec12 |
120820 |
99.780 |
99.780 |
99.780 |
99.780 |
+0.015 |
0 |
1,420 |
+0 |
Mar13 |
120820 |
99.765 |
99.780 |
99.765 |
99.780 |
+0.015 |
0 |
1,293 |
+0 |
Total Volume and Open Interest |
0 |
7,502 |
+0 |
Long Gilt(LIFFE) |
Sep12 |
120820 |
119~16 |
120~03 |
119~09 |
119~32 |
+0~03 |
69,773 |
344,930 |
-4,490 |
Dec12 |
120820 |
118~16 |
119~01 |
118~16 |
118~31 |
+0~03 |
1,038 |
3,592 |
+1,927 |
Total Volume and Open Interest |
70,811 |
348,522 |
-2,563 |
3-Mth Short Sterling(LIFFE) |
Sep12 |
120820 |
99.34 |
99.35 |
99.33 |
99.33 |
-0.01 |
28,646 |
350,841 |
+5,828 |
Dec12 |
120820 |
99.37 |
99.39 |
99.36 |
99.37 |
-0.01 |
40,289 |
375,487 |
-6,982 |
Mar13 |
120820 |
99.38 |
99.40 |
99.37 |
99.38 |
-0.01 |
44,474 |
291,817 |
-10,816 |
Jun13 |
120820 |
99.38 |
99.39 |
99.36 |
99.37 |
-0.01 |
65,434 |
285,520 |
-2,996 |
Sep13 |
120820 |
99.36 |
99.38 |
99.34 |
99.35 |
-0.02 |
55,292 |
350,979 |
-1,312 |
Dec13 |
120820 |
99.32 |
99.33 |
99.30 |
99.31 |
-0.02 |
46,232 |
234,955 |
-2,557 |
Total Volume and Open Interest |
430,340 |
2,603,130 |
-28,209 |
3-Mth Euribor(LIFFE) |
Sep12 |
120820 |
99.730 |
99.745 |
99.725 |
99.740 |
+0.015 |
72,734 |
442,078 |
-6,749 |
Dec12 |
120820 |
99.760 |
99.785 |
99.760 |
99.780 |
+0.015 |
108,531 |
512,226 |
-3,960 |
Mar13 |
120820 |
99.770 |
99.790 |
99.760 |
99.785 |
+0.020 |
67,028 |
445,295 |
+1,027 |
Total Volume and Open Interest |
641,843 |
3,582,276 |
+13,334 |
3-Mth Aus T-Bills(SFE) |
Sep12 |
120820 |
96.43 |
96.44 |
96.41 |
96.42 |
-0.01 |
9,723 |
132,360 |
-1,313 |
Dec12 |
120820 |
96.61 |
96.63 |
96.57 |
96.59 |
-0.02 |
22,300 |
160,656 |
-1,810 |
Mar13 |
120820 |
96.71 |
96.73 |
96.68 |
96.69 |
-0.01 |
17,029 |
108,945 |
+549 |
Jun13 |
120820 |
96.71 |
96.74 |
96.68 |
96.70 |
-0.01 |
7,844 |
86,020 |
-489 |
Sep13 |
120820 |
96.65 |
96.67 |
96.63 |
96.64 |
-0.01 |
2,445 |
56,030 |
-493 |
Dec13 |
120820 |
96.58 |
96.60 |
96.57 |
96.57 |
-0.01 |
1,652 |
43,181 |
-365 |
Mar14 |
120820 |
96.50 |
96.53 |
96.50 |
96.50 |
-0.01 |
847 |
28,393 |
+15 |
Jun14 |
120820 |
96.44 |
96.46 |
96.42 |
96.43 |
-0.01 |
217 |
15,923 |
-148 |
Sep14 |
120820 |
96.38 |
96.38 |
96.36 |
96.37 |
unch |
2 |
1,880 |
-5 |
Dec14 |
120820 |
96.28 |
96.30 |
96.28 |
96.30 |
unch |
2 |
572 |
-1 |
Total Volume and Open Interest |
62,061 |
634,009 |
-4,060 |
10-Year Aus T-Bonds(SFE) |
Sep12 |
120820 |
96.62 |
96.67 |
96.61 |
96.64 |
+0.02 |
39,828 |
367,919 |
-21,024 |
Dec12 |
120820 |
96.64 |
96.64 |
96.64 |
96.64 |
+0.02 |
|
|
|
Total Volume and Open Interest |
39,828 |
367,919 |
-21,024 |
3-Year Aus T-Bonds(SFE) |
Sep12 |
120820 |
97.15 |
97.21 |
97.14 |
97.17 |
+0.02 |
134,134 |
458,559 |
-25,222 |
Dec12 |
120820 |
97.17 |
97.17 |
97.17 |
97.17 |
+0.02 |
|
|
|
Total Volume and Open Interest |
134,134 |
458,559 |
-25,222 |
Gold(CMX) |
Aug12 |
120820 |
1614.0 |
1621.4 |
1611.6 |
1620.1 |
+3.8 |
199 |
369 |
-92 |
Oct12 |
120820 |
1616.3 |
1622.5 |
1609.6 |
1620.9 |
+3.6 |
5,283 |
30,275 |
+849 |
Dec12 |
120820 |
1618.5 |
1624.7 |
1611.8 |
1623.0 |
+3.6 |
107,456 |
244,512 |
-643 |
Feb13 |
120820 |
1622.0 |
1626.0 |
1617.2 |
1625.2 |
+3.6 |
1,133 |
21,612 |
+0 |
Apr13 |
120820 |
1620.9 |
1628.4 |
1619.0 |
1627.2 |
+3.6 |
311 |
13,657 |
-78 |
Jun13 |
120820 |
1626.9 |
1629.4 |
1621.5 |
1629.3 |
+3.6 |
1,186 |
19,282 |
+314 |
Aug13 |
120820 |
1631.4 |
1631.4 |
1631.4 |
1631.4 |
+3.6 |
496 |
4,245 |
+121 |
Oct13 |
120820 |
1626.9 |
1633.6 |
1626.9 |
1633.6 |
+3.6 |
27 |
735 |
-22 |
Dec13 |
120820 |
1635.4 |
1635.9 |
1635.4 |
1635.9 |
+3.6 |
571 |
9,492 |
+186 |
Feb14 |
120820 |
1638.5 |
1638.5 |
1638.5 |
1638.5 |
+3.6 |
0 |
2,261 |
+0 |
Apr14 |
120820 |
1641.0 |
1641.0 |
1641.0 |
1641.0 |
+3.6 |
0 |
3,606 |
+0 |
Jun14 |
120820 |
1643.8 |
1643.8 |
1643.8 |
1643.8 |
+3.6 |
2 |
7,779 |
+0 |
Total Volume and Open Interest |
117,416 |
386,408 |
+353 |
Silver(CMX) |
Sep12 |
120820 |
2805.5 |
2879.0 |
2787.5 |
2859.3 |
+59.1 |
41,947 |
40,776 |
-972 |
Dec12 |
120820 |
2816.0 |
2888.0 |
2795.5 |
2867.8 |
+59.1 |
15,346 |
49,079 |
+1,051 |
Mar13 |
120820 |
2803.5 |
2885.0 |
2803.5 |
2874.9 |
+59.1 |
898 |
4,954 |
+655 |
May13 |
120820 |
2822.0 |
2879.0 |
2822.0 |
2878.1 |
+59.2 |
304 |
3,778 |
+191 |
Jul13 |
120820 |
2878.5 |
2880.5 |
2878.5 |
2880.5 |
+59.3 |
211 |
4,925 |
+151 |
Sep13 |
120820 |
2882.9 |
2882.9 |
2882.9 |
2882.9 |
+59.3 |
155 |
2,083 |
+110 |
Dec13 |
120820 |
2821.5 |
2900.5 |
2821.5 |
2885.1 |
+59.3 |
88 |
12,085 |
+34 |
Total Volume and Open Interest |
59,012 |
126,889 |
+1,244 |
Platinum(NYMEX) |
Oct12 |
120820 |
1478.9 |
1498.6 |
1461.0 |
1498.2 |
+25.1 |
14,348 |
49,927 |
+597 |
Jan13 |
120820 |
1476.9 |
1500.7 |
1462.7 |
1500.7 |
+25.7 |
350 |
4,554 |
+47 |
Apr13 |
120820 |
1480.9 |
1503.8 |
1474.8 |
1503.8 |
+26.4 |
8 |
255 |
+2 |
Jul13 |
120820 |
1473.0 |
1504.8 |
1473.0 |
1504.8 |
+26.4 |
1 |
1 |
+0 |
Total Volume and Open Interest |
14,707 |
54,740 |
+646 |
Palladium(NYMEX) |
Sep12 |
120820 |
607.75 |
609.80 |
597.00 |
607.70 |
+2.60 |
5,772 |
15,743 |
-1,056 |
Dec12 |
120820 |
609.70 |
609.85 |
599.50 |
609.20 |
+2.30 |
3,224 |
9,807 |
+2,381 |
Mar13 |
120820 |
610.25 |
610.25 |
610.25 |
610.25 |
+2.30 |
|
|
|
Total Volume and Open Interest |
8,996 |
25,551 |
+1,325 |
Copper(CMX) |
Sep12 |
120820 |
342.15 |
342.25 |
335.35 |
337.10 |
-4.85 |
42,877 |
50,419 |
-5,431 |
Dec12 |
120820 |
342.80 |
343.10 |
336.20 |
337.90 |
-4.90 |
13,732 |
73,476 |
+2,076 |
Mar13 |
120820 |
342.35 |
342.35 |
338.00 |
338.95 |
-4.90 |
3,961 |
14,243 |
+2,048 |
May13 |
120820 |
338.75 |
340.20 |
338.75 |
339.60 |
-4.90 |
18 |
2,680 |
-7 |
Jul13 |
120820 |
340.05 |
340.05 |
340.05 |
340.05 |
-4.90 |
40 |
2,369 |
+20 |
Total Volume and Open Interest |
60,944 |
155,700 |
-1,304 |
DJIA Index(CBOT) |
Sep12 |
120820 |
13247 |
13260 |
13218 |
13229 |
-18 |
1,176 |
12,016 |
+959 |
Dec12 |
120820 |
13145 |
13163 |
13145 |
13145 |
-18 |
6 |
28 |
+1 |
Mar13 |
120820 |
13071 |
13089 |
13071 |
13071 |
-18 |
|
|
|
Jun13 |
120820 |
12995 |
13013 |
12995 |
12995 |
-18 |
|
|
|
Total Volume and Open Interest |
1,182 |
12,044 |
+960 |
E-mini DJIA Index(CBOT) |
Sep12 |
120820 |
13249 |
13268 |
13204 |
13229 |
+280 |
|
|
|
Dec12 |
120820 |
13177 |
13177 |
13123 |
13145 |
+277 |
|
|
|
Mar13 |
120820 |
13071 |
13071 |
13071 |
13071 |
+277 |
|
|
|
Jun13 |
120820 |
12995 |
12995 |
12995 |
12995 |
+277 |
|
|
|
Total Volume and Open Interest |
|
|
|
S & P 500(CME) |
Sep12 |
120820 |
1414.80 |
1417.90 |
1409.70 |
1414.70 |
-0.50 |
9,290 |
220,257 |
-810 |
Dec12 |
120820 |
1407.00 |
1408.20 |
1403.20 |
1407.60 |
-0.60 |
317 |
14,686 |
+246 |
Mar13 |
120820 |
1400.80 |
1401.40 |
1396.40 |
1400.80 |
-0.60 |
0 |
1,168 |
+0 |
Jun13 |
120820 |
1394.00 |
1394.60 |
1389.60 |
1394.00 |
-0.60 |
0 |
32 |
+0 |
Total Volume and Open Interest |
9,607 |
236,143 |
-564 |
S & P 500 E-Mini(Globex) |
Sep12 |
120820 |
1415.00 |
1418.00 |
1409.50 |
1414.75 |
-0.50 |
1,495,429 |
2,902,712 |
+5,122 |
Dec12 |
120820 |
1410.00 |
1410.75 |
1402.75 |
1407.50 |
-0.75 |
2,885 |
38,634 |
+2,206 |
Total Volume and Open Interest |
1,498,399 |
2,943,063 |
+7,356 |
NASDAQ 100(CME) |
Sep12 |
120820 |
2776.00 |
2785.00 |
2767.00 |
2780.00 |
+4.00 |
2,205 |
13,101 |
+1,856 |
Dec12 |
120820 |
2772.80 |
2776.00 |
2763.00 |
2772.80 |
+4.00 |
80 |
87 |
+80 |
Mar13 |
120820 |
2767.30 |
2767.30 |
2763.30 |
2767.30 |
+4.00 |
|
|
|
Total Volume and Open Interest |
2,285 |
13,188 |
+1,936 |
NASDAQ 100 E-Mini(Globex) |
Sep12 |
120820 |
2774.80 |
2784.30 |
2767.00 |
2780.00 |
+4.00 |
208,209 |
428,426 |
+6,490 |
Dec12 |
120820 |
2773.00 |
2777.00 |
2759.30 |
2772.80 |
+4.00 |
48 |
718 |
+386 |
Total Volume and Open Interest |
208,257 |
429,153 |
+6,876 |
S & P Midcap 400(CME) |
Sep12 |
120820 |
973.30 |
973.30 |
969.50 |
973.30 |
-2.40 |
74 |
2,141 |
+73 |
Dec12 |
120820 |
969.40 |
971.80 |
969.40 |
969.40 |
-2.40 |
|
|
|
Mar13 |
120820 |
967.40 |
969.80 |
967.40 |
967.40 |
-2.40 |
|
|
|
Total Volume and Open Interest |
74 |
2,141 |
+73 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep12 |
120820 |
9210 |
9240 |
9150 |
9190 |
-30 |
3,326 |
31,431 |
+248 |
Dec12 |
120820 |
9160 |
9230 |
9145 |
9150 |
-25 |
2 |
26 |
-18 |
Total Volume and Open Interest |
3,328 |
31,457 |
+230 |
Nikkei 225(SGX) |
Sep12 |
120820 |
9170 |
9230 |
9145 |
9195 |
+20 |
95,832 |
188,488 |
+3,726 |
Dec12 |
120820 |
9125 |
9145 |
9125 |
9130 |
+20 |
1,519 |
11,249 |
+1,081 |
Mar13 |
120820 |
9120 |
9120 |
9120 |
9120 |
+20 |
0 |
48 |
+0 |
Total Volume and Open Interest |
97,502 |
208,269 |
+4,820 |
CAC 40(EURONEXT) |
Sep12 |
120820 |
3489.5 |
3501.0 |
3453.0 |
3475.5 |
-6.0 |
101,081 |
295,980 |
+50,141 |
Oct12 |
120820 |
3483.5 |
3486.5 |
3453.5 |
3463.0 |
-6.0 |
38 |
30 |
+23 |
Nov12 |
120820 |
3462.5 |
3462.5 |
3462.5 |
3462.5 |
|
|
|
|
Hang Seng Index(HKFE) |
Aug12 |
120820 |
20099 |
20134 |
19882 |
20085 |
-30 |
58,198 |
88,143 |
-473 |
Sep12 |
120820 |
20073 |
20073 |
19800 |
20002 |
-27 |
1,200 |
10,733 |
+435 |
Total Volume and Open Interest |
59,539 |
104,923 |
+23 |
DAX(EUREX) |
Sep12 |
120820 |
7047.0 |
7087.0 |
7010.0 |
7035.0 |
-0.5 |
88,130 |
159,815 |
-887 |
Dec12 |
120820 |
7039.5 |
7087.0 |
7012.0 |
7035.0 |
-0.5 |
202 |
11,403 |
+29 |
Mar13 |
120820 |
7051.5 |
7085.0 |
7031.0 |
7037.0 |
-0.5 |
34 |
833 |
+0 |
Total Volume and Open Interest |
88,366 |
172,051 |
-858 |
FT-SE 100(EURONEXT) |
Sep12 |
120820 |
5845.00 |
5851.50 |
5794.50 |
5817.50 |
-27.00 |
65,229 |
644,850 |
+1,383 |
Dec12 |
120820 |
5806.50 |
5820.00 |
5771.00 |
5787.50 |
-28.00 |
65 |
879 |
-2 |
Mar13 |
120820 |
5746.50 |
5746.50 |
5746.50 |
5746.50 |
-27.00 |
0 |
227 |
+0 |
Total Volume and Open Interest |
65,294 |
645,956 |
+1,381 |
SPI 200(SFE) |
Sep12 |
120820 |
4329.0 |
4357.0 |
4324.0 |
4348.0 |
+18.0 |
29,983 |
256,510 |
+464 |
Dec12 |
120820 |
4327.0 |
4349.0 |
4326.0 |
4349.0 |
+19.0 |
37 |
6,089 |
+3 |
Mar13 |
120820 |
4313.0 |
4313.0 |
4313.0 |
4313.0 |
+19.0 |
1 |
1,405 |
+1 |
Total Volume and Open Interest |
30,021 |
270,005 |
-895 |
GSCI(CME) |
Sep12 |
120820 |
668.65 |
669.60 |
664.60 |
669.60 |
+1.60 |
243 |
8,658 |
+28 |
Oct12 |
120820 |
670.60 |
670.60 |
665.00 |
670.60 |
+2.10 |
4 |
0 |
+0 |
Nov12 |
120820 |
671.60 |
671.60 |
665.50 |
671.60 |
+2.60 |
2 |
0 |
+0 |
Total Volume and Open Interest |
249 |
8,658 |
+28 |
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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