|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue August 21, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep12 |
120821 |
1703.75 |
1754.75 |
1702.75 |
1753.50 |
+49.75 |
7,574 |
35,584 |
-62 |
Nov12 |
120821 |
1685.00 |
1734.00 |
1681.00 |
1732.50 |
+49.00 |
69,506 |
358,788 |
-422 |
Jan13 |
120821 |
1675.00 |
1722.00 |
1672.25 |
1720.50 |
+46.75 |
7,084 |
89,710 |
+352 |
Mar13 |
120821 |
1576.25 |
1624.25 |
1576.25 |
1623.25 |
+45.00 |
7,260 |
83,818 |
+456 |
May13 |
120821 |
1480.00 |
1530.00 |
1480.00 |
1528.75 |
+44.50 |
3,189 |
85,192 |
+63 |
Jul13 |
120821 |
1460.75 |
1504.75 |
1460.00 |
1503.75 |
+43.00 |
3,317 |
59,374 |
+621 |
Aug13 |
120821 |
1430.00 |
1465.00 |
1427.25 |
1465.00 |
+37.75 |
16 |
308 |
-1 |
Sep13 |
120821 |
1360.00 |
1395.00 |
1360.00 |
1395.00 |
+33.75 |
25 |
359 |
+1 |
Nov13 |
120821 |
1295.00 |
1326.00 |
1290.25 |
1325.25 |
+27.75 |
1,003 |
25,471 |
-121 |
Jan14 |
120821 |
1321.25 |
1330.00 |
1302.25 |
1330.00 |
+27.75 |
2 |
225 |
+1 |
Mar14 |
120821 |
1329.75 |
1329.75 |
1302.75 |
1329.75 |
+27.00 |
0 |
33 |
+0 |
May14 |
120821 |
1322.50 |
1329.75 |
1302.75 |
1329.75 |
+27.00 |
|
|
|
Jul14 |
120821 |
1317.75 |
1334.75 |
1306.75 |
1334.75 |
+28.00 |
0 |
9 |
+0 |
Aug14 |
120821 |
1329.50 |
1329.50 |
1301.50 |
1329.50 |
+28.00 |
|
|
|
Total Volume and Open Interest |
98,990 |
740,510 |
+895 |
Soybean Meal(CBOT) |
Sep12 |
120821 |
533.10 |
546.40 |
532.30 |
543.60 |
+11.00 |
8,855 |
38,229 |
-924 |
Oct12 |
120821 |
521.50 |
535.50 |
521.20 |
532.50 |
+11.10 |
8,449 |
38,457 |
+341 |
Dec12 |
120821 |
513.40 |
527.90 |
512.10 |
524.50 |
+11.70 |
23,824 |
115,558 |
+3,298 |
Jan13 |
120821 |
501.80 |
517.10 |
501.70 |
514.20 |
+12.50 |
1,937 |
16,088 |
+275 |
Mar13 |
120821 |
470.00 |
478.70 |
465.90 |
477.80 |
+11.90 |
1,343 |
14,922 |
+166 |
May13 |
120821 |
424.60 |
437.60 |
424.60 |
437.00 |
+12.20 |
1,188 |
15,117 |
+403 |
Jul13 |
120821 |
412.80 |
424.40 |
412.30 |
424.20 |
+11.90 |
446 |
14,367 |
-22 |
Aug13 |
120821 |
403.70 |
409.90 |
397.50 |
409.90 |
+12.40 |
43 |
782 |
+6 |
Sep13 |
120821 |
385.00 |
391.40 |
379.10 |
391.40 |
+12.30 |
26 |
792 |
+4 |
Oct13 |
120821 |
360.00 |
366.50 |
356.90 |
366.50 |
+9.60 |
46 |
1,957 |
+32 |
Total Volume and Open Interest |
46,258 |
262,538 |
+3,629 |
Soybean Oil(CBOT) |
Sep12 |
120821 |
53.96 |
55.65 |
53.66 |
55.57 |
+1.68 |
9,367 |
48,020 |
-831 |
Oct12 |
120821 |
54.10 |
55.86 |
53.88 |
55.77 |
+1.67 |
5,309 |
31,648 |
+888 |
Dec12 |
120821 |
54.58 |
56.30 |
54.29 |
56.22 |
+1.69 |
23,730 |
152,487 |
-99 |
Jan13 |
120821 |
54.76 |
56.51 |
54.61 |
56.46 |
+1.70 |
3,952 |
31,868 |
+240 |
Mar13 |
120821 |
54.79 |
56.53 |
54.79 |
56.48 |
+1.66 |
2,793 |
19,144 |
-183 |
May13 |
120821 |
54.84 |
56.44 |
54.58 |
56.40 |
+1.62 |
1,094 |
12,657 |
+68 |
Jul13 |
120821 |
54.86 |
56.47 |
54.86 |
56.47 |
+1.60 |
1,285 |
14,166 |
+283 |
Aug13 |
120821 |
55.55 |
56.04 |
54.59 |
56.04 |
+1.45 |
550 |
2,500 |
+5 |
Sep13 |
120821 |
55.44 |
55.44 |
54.22 |
55.44 |
+1.22 |
146 |
1,586 |
+19 |
Oct13 |
120821 |
53.97 |
54.49 |
53.59 |
54.46 |
+0.87 |
122 |
2,543 |
+21 |
Total Volume and Open Interest |
48,966 |
324,795 |
+440 |
Canola(WCE) |
Nov12 |
120821 |
621.4 |
633.8 |
616.2 |
629.5 |
+8.1 |
3,657 |
131,757 |
-511 |
Jan13 |
120821 |
621.0 |
637.5 |
621.0 |
634.0 |
+7.9 |
936 |
49,384 |
+444 |
Mar13 |
120821 |
623.3 |
639.6 |
622.7 |
635.8 |
+8.1 |
465 |
16,701 |
+312 |
May13 |
120821 |
621.8 |
627.0 |
618.2 |
622.7 |
+5.7 |
65 |
19,222 |
+0 |
Jul13 |
120821 |
607.7 |
617.5 |
607.7 |
615.0 |
+3.4 |
51 |
3,668 |
+30 |
Total Volume and Open Interest |
5,174 |
222,637 |
+275 |
Corn(CBOT) |
Sep12 |
120821 |
814.75 |
832.75 |
813.50 |
831.25 |
+16.00 |
57,493 |
141,366 |
-10,081 |
Dec12 |
120821 |
823.00 |
840.00 |
821.50 |
838.75 |
+15.00 |
106,984 |
680,630 |
+2,570 |
Mar13 |
120821 |
823.25 |
839.00 |
822.00 |
837.75 |
+13.75 |
15,935 |
166,333 |
+2,582 |
May13 |
120821 |
816.00 |
829.75 |
814.50 |
829.00 |
+12.50 |
5,601 |
45,977 |
+1,374 |
Jul13 |
120821 |
801.25 |
815.75 |
800.00 |
814.50 |
+11.75 |
8,426 |
98,265 |
+681 |
Sep13 |
120821 |
686.25 |
695.00 |
685.50 |
694.75 |
+5.50 |
450 |
13,490 |
+209 |
Dec13 |
120821 |
646.25 |
656.50 |
644.25 |
655.25 |
+7.00 |
1,796 |
75,214 |
+740 |
Mar14 |
120821 |
648.00 |
660.00 |
648.00 |
659.00 |
+7.00 |
9 |
1,614 |
+3 |
May14 |
120821 |
658.25 |
660.75 |
654.00 |
660.75 |
+6.75 |
4 |
363 |
-2 |
Jul14 |
120821 |
656.00 |
661.50 |
655.00 |
661.50 |
+6.50 |
0 |
985 |
+0 |
Total Volume and Open Interest |
197,061 |
1,229,034 |
-1,916 |
Wheat(CBOT) |
Sep12 |
120821 |
879.75 |
904.75 |
877.75 |
900.50 |
+21.00 |
21,210 |
57,695 |
-3,550 |
Dec12 |
120821 |
902.50 |
926.25 |
900.75 |
922.00 |
+19.25 |
45,928 |
249,097 |
+3,016 |
Mar13 |
120821 |
911.50 |
934.00 |
911.00 |
930.00 |
+17.75 |
7,048 |
55,619 |
+1,550 |
May13 |
120821 |
898.25 |
921.00 |
898.25 |
915.25 |
+14.00 |
709 |
14,139 |
-19 |
Jul13 |
120821 |
848.75 |
865.50 |
848.50 |
861.00 |
+7.25 |
1,303 |
47,375 |
-88 |
Sep13 |
120821 |
855.00 |
865.00 |
854.25 |
861.50 |
+7.25 |
116 |
1,534 |
+30 |
Total Volume and Open Interest |
76,757 |
454,380 |
+1,143 |
Wheat(KCBT) |
Sep12 |
120821 |
891.00 |
911.75 |
889.00 |
908.25 |
+17.25 |
6,058 |
38,593 |
-1,014 |
Dec12 |
120821 |
915.25 |
936.50 |
913.50 |
932.50 |
+17.00 |
7,484 |
76,945 |
+1,584 |
Mar13 |
120821 |
925.00 |
945.25 |
923.25 |
941.50 |
+16.25 |
1,506 |
19,256 |
+907 |
May13 |
120821 |
925.50 |
939.50 |
925.50 |
936.50 |
+14.25 |
141 |
7,811 |
+73 |
Jul13 |
120821 |
870.50 |
884.25 |
870.50 |
881.00 |
+7.75 |
368 |
12,819 |
+81 |
Sep13 |
120821 |
880.00 |
884.50 |
879.00 |
883.00 |
+4.75 |
227 |
598 |
+32 |
Total Volume and Open Interest |
15,800 |
156,903 |
+1,664 |
Wheat(MGE) |
Sep12 |
120821 |
930.75 |
949.00 |
928.00 |
944.75 |
+13.75 |
2,377 |
9,537 |
-910 |
Dec12 |
120821 |
942.50 |
962.25 |
941.00 |
959.75 |
+16.00 |
2,685 |
20,166 |
+1,032 |
Mar13 |
120821 |
950.00 |
970.50 |
950.00 |
966.50 |
+14.25 |
257 |
6,994 |
+61 |
May13 |
120821 |
960.25 |
976.00 |
960.25 |
972.25 |
+13.25 |
49 |
1,201 |
+37 |
Jul13 |
120821 |
969.00 |
978.50 |
969.00 |
975.00 |
+14.50 |
12 |
386 |
+7 |
Total Volume and Open Interest |
5,460 |
40,679 |
+253 |
Oats(CBOT) |
Sep12 |
120821 |
391.50 |
396.75 |
388.50 |
396.75 |
+8.25 |
37 |
932 |
-18 |
Dec12 |
120821 |
387.25 |
398.00 |
387.00 |
397.00 |
+8.25 |
222 |
9,051 |
+41 |
Mar13 |
120821 |
388.50 |
395.00 |
388.00 |
395.00 |
+6.25 |
64 |
724 |
+53 |
May13 |
120821 |
394.75 |
394.75 |
391.75 |
393.75 |
+2.00 |
0 |
28 |
+0 |
Total Volume and Open Interest |
323 |
10,747 |
+76 |
Rough Rice(CBOT) |
Sep12 |
120821 |
15.57 |
15.82 |
15.55 |
15.72 |
+0.12 |
915 |
6,152 |
-749 |
Nov12 |
120821 |
15.82 |
16.10 |
15.82 |
16.00 |
+0.12 |
872 |
6,628 |
+770 |
Jan13 |
120821 |
16.16 |
16.47 |
16.16 |
16.30 |
+0.12 |
1 |
1,016 |
+0 |
Mar13 |
120821 |
16.56 |
16.56 |
16.42 |
16.56 |
+0.14 |
0 |
114 |
+0 |
Total Volume and Open Interest |
1,788 |
13,940 |
+21 |
Live Cattle(CME) |
Aug12 |
120821 |
121.100 |
121.250 |
119.285 |
119.650 |
-1.700 |
7,649 |
4,476 |
-2,317 |
Oct12 |
120821 |
125.580 |
125.635 |
124.500 |
124.635 |
-0.845 |
22,171 |
128,359 |
-2,926 |
Dec12 |
120821 |
128.735 |
128.825 |
127.900 |
128.185 |
-0.550 |
6,338 |
72,711 |
-214 |
Feb13 |
120821 |
132.050 |
132.285 |
131.450 |
131.785 |
-0.315 |
4,162 |
36,335 |
-300 |
Apr13 |
120821 |
135.600 |
135.800 |
135.035 |
135.600 |
-0.100 |
1,671 |
25,249 |
+364 |
Jun13 |
120821 |
132.750 |
132.880 |
132.150 |
132.500 |
-0.075 |
871 |
10,284 |
+58 |
Total Volume and Open Interest |
43,911 |
282,229 |
-4,849 |
Feeder Cattle(CME) |
Aug12 |
120821 |
140.700 |
141.100 |
139.700 |
139.800 |
-0.750 |
554 |
5,153 |
-38 |
Sep12 |
120821 |
142.785 |
143.200 |
140.935 |
141.130 |
-1.670 |
1,542 |
6,392 |
-117 |
Oct12 |
120821 |
144.000 |
144.450 |
142.185 |
142.400 |
-1.650 |
1,247 |
12,808 |
-23 |
Nov12 |
120821 |
145.100 |
145.535 |
143.380 |
143.535 |
-1.415 |
626 |
4,928 |
+36 |
Jan13 |
120821 |
147.735 |
147.900 |
146.185 |
146.325 |
-1.410 |
275 |
4,103 |
+90 |
Mar13 |
120821 |
150.535 |
150.535 |
148.700 |
149.000 |
-1.300 |
122 |
1,315 |
+15 |
Apr13 |
120821 |
151.500 |
151.500 |
150.200 |
150.300 |
-1.150 |
28 |
584 |
+15 |
Total Volume and Open Interest |
4,437 |
36,131 |
-4 |
Lean Hogs(CME) |
Oct12 |
120821 |
76.150 |
76.180 |
75.535 |
75.800 |
-0.100 |
10,668 |
92,750 |
-947 |
Dec12 |
120821 |
73.600 |
73.650 |
72.830 |
73.050 |
-0.550 |
5,400 |
52,859 |
-855 |
Feb13 |
120821 |
81.180 |
81.300 |
80.550 |
80.950 |
-0.150 |
3,621 |
31,561 |
+320 |
Apr13 |
120821 |
88.730 |
89.035 |
88.550 |
88.900 |
+0.200 |
1,207 |
21,506 |
+175 |
May13 |
120821 |
96.600 |
96.900 |
96.200 |
96.700 |
+0.200 |
29 |
893 |
+15 |
Jun13 |
120821 |
99.700 |
100.000 |
99.450 |
99.930 |
+0.295 |
1,367 |
13,725 |
+487 |
Jul13 |
120821 |
99.285 |
99.500 |
99.180 |
99.500 |
+0.150 |
182 |
3,815 |
+127 |
Aug13 |
120821 |
98.000 |
98.300 |
97.950 |
97.950 |
unch |
126 |
2,828 |
+17 |
Total Volume and Open Interest |
22,670 |
221,540 |
-599 |
Class III Milk(CME) |
Aug12 |
120821 |
17.64 |
17.68 |
17.64 |
17.66 |
+0.01 |
63 |
4,278 |
-10 |
Sep12 |
120821 |
19.04 |
19.20 |
18.82 |
19.16 |
+0.11 |
418 |
5,228 |
-80 |
Oct12 |
120821 |
19.86 |
20.23 |
19.79 |
20.23 |
+0.35 |
344 |
4,591 |
+28 |
Nov12 |
120821 |
19.85 |
20.20 |
19.76 |
20.19 |
+0.33 |
233 |
3,607 |
+77 |
Dec12 |
120821 |
19.86 |
20.26 |
19.75 |
20.20 |
+0.33 |
161 |
3,279 |
+59 |
Total Volume and Open Interest |
1,695 |
27,741 |
+333 |
Cocoa(ICE) |
Sep12 |
120821 |
2465 |
2497 |
2450 |
2473 |
+8 |
1,850 |
740 |
-2,508 |
Dec12 |
120821 |
2408 |
2453 |
2394 |
2433 |
+25 |
11,676 |
103,722 |
+2,648 |
Mar13 |
120821 |
2420 |
2466 |
2410 |
2446 |
+26 |
2,025 |
42,322 |
+198 |
May13 |
120821 |
2435 |
2476 |
2424 |
2457 |
+26 |
663 |
15,733 |
+73 |
Jul13 |
120821 |
2444 |
2474 |
2444 |
2467 |
+26 |
249 |
10,139 |
+126 |
Sep13 |
120821 |
2475 |
2475 |
2475 |
2475 |
+26 |
126 |
4,666 |
+17 |
Dec13 |
120821 |
2483 |
2483 |
2483 |
2483 |
+27 |
54 |
6,105 |
+39 |
Total Volume and Open Interest |
16,664 |
188,670 |
+598 |
Coffee "C"(ICE) |
Sep12 |
120821 |
161.75 |
162.50 |
160.55 |
160.65 |
-0.55 |
4,838 |
10,552 |
-2,744 |
Dec12 |
120821 |
164.60 |
166.15 |
163.90 |
164.20 |
-0.35 |
10,772 |
84,468 |
+1,950 |
Mar13 |
120821 |
168.50 |
169.75 |
167.80 |
167.95 |
-0.35 |
3,090 |
27,410 |
+54 |
May13 |
120821 |
170.40 |
172.30 |
170.40 |
170.50 |
-0.40 |
590 |
7,021 |
+174 |
Jul13 |
120821 |
173.85 |
174.90 |
173.00 |
173.10 |
-0.35 |
112 |
5,086 |
+15 |
Sep13 |
120821 |
176.40 |
176.70 |
175.65 |
175.65 |
-0.30 |
35 |
1,523 |
+7 |
Total Volume and Open Interest |
19,459 |
137,867 |
-543 |
Orange Juice(ICE) |
Sep12 |
120821 |
126.85 |
135.65 |
126.85 |
130.55 |
+4.90 |
1,002 |
3,076 |
-844 |
Nov12 |
120821 |
111.80 |
120.20 |
111.80 |
115.40 |
+4.45 |
978 |
14,855 |
+396 |
Jan13 |
120821 |
114.10 |
122.00 |
114.10 |
116.40 |
+4.15 |
88 |
2,767 |
+24 |
Mar13 |
120821 |
118.00 |
119.50 |
117.00 |
118.35 |
+3.95 |
15 |
2,023 |
+3 |
May13 |
120821 |
120.25 |
120.25 |
120.25 |
120.25 |
+3.95 |
0 |
303 |
+0 |
Jul13 |
120821 |
122.15 |
122.15 |
122.15 |
122.15 |
+3.95 |
0 |
17 |
+0 |
Total Volume and Open Interest |
2,083 |
23,054 |
-421 |
Sugar #11(ICE) |
Oct12 |
120821 |
20.50 |
20.50 |
19.75 |
19.78 |
-0.72 |
41,076 |
301,657 |
+2,384 |
Mar13 |
120821 |
21.22 |
21.22 |
20.50 |
20.53 |
-0.64 |
19,707 |
168,824 |
+1,756 |
May13 |
120821 |
21.00 |
21.01 |
20.45 |
20.47 |
-0.54 |
6,832 |
45,829 |
-1,621 |
Jul13 |
120821 |
20.87 |
20.87 |
20.40 |
20.42 |
-0.49 |
3,863 |
76,974 |
+368 |
Oct13 |
120821 |
21.02 |
21.05 |
20.62 |
20.65 |
-0.49 |
1,804 |
40,400 |
+58 |
Mar14 |
120821 |
21.30 |
21.32 |
20.90 |
20.93 |
-0.48 |
1,001 |
25,816 |
+567 |
May14 |
120821 |
21.21 |
21.21 |
20.85 |
20.88 |
-0.43 |
95 |
6,977 |
+51 |
Jul14 |
120821 |
21.19 |
21.19 |
20.92 |
20.92 |
-0.39 |
96 |
6,125 |
-22 |
Total Volume and Open Interest |
74,485 |
681,849 |
+3,546 |
London Cocoa(LCE) |
Sep12 |
120821 |
1611 |
1621 |
1590 |
1602 |
-3 |
1,438 |
33,405 |
-278 |
Dec12 |
120821 |
1616 |
1627 |
1599 |
1610 |
unch |
3,307 |
66,471 |
-579 |
Mar13 |
120821 |
1602 |
1615 |
1586 |
1599 |
+3 |
752 |
55,891 |
+151 |
May13 |
120821 |
1601 |
1617 |
1591 |
1601 |
+4 |
317 |
23,734 |
+219 |
Jul13 |
120821 |
1608 |
1620 |
1601 |
1607 |
+6 |
89 |
13,019 |
+395 |
Sep13 |
120821 |
1605 |
1605 |
1605 |
1605 |
+4 |
21 |
8,421 |
-4 |
Dec13 |
120821 |
1607 |
1607 |
1607 |
1607 |
+6 |
21 |
7,804 |
+91 |
Total Volume and Open Interest |
5,945 |
209,343 |
-5 |
London Sugar(LCE) |
Oct12 |
120821 |
565.70 |
565.70 |
547.00 |
547.90 |
-18.30 |
2,071 |
23,893 |
-271 |
Dec12 |
120821 |
559.10 |
561.00 |
547.40 |
548.20 |
-13.90 |
1,970 |
11,722 |
-12 |
Mar13 |
120821 |
564.30 |
565.40 |
551.60 |
552.60 |
-13.00 |
1,731 |
16,987 |
+129 |
May13 |
120821 |
564.90 |
565.20 |
554.20 |
555.10 |
-11.20 |
826 |
3,935 |
+71 |
Aug13 |
120821 |
559.60 |
559.60 |
552.10 |
552.40 |
-10.30 |
69 |
2,509 |
+81 |
Total Volume and Open Interest |
6,817 |
61,928 |
+85 |
Cotton(ICE) |
Oct12 |
120821 |
74.00 |
76.45 |
74.00 |
76.45 |
+2.28 |
41 |
347 |
-7 |
Dec12 |
120821 |
74.80 |
77.49 |
74.60 |
77.30 |
+2.47 |
7,993 |
128,711 |
+869 |
Mar13 |
120821 |
75.44 |
77.80 |
75.38 |
77.74 |
+2.30 |
1,400 |
35,578 |
+229 |
May13 |
120821 |
75.62 |
77.95 |
75.59 |
77.94 |
+2.30 |
89 |
6,122 |
+0 |
Jul13 |
120821 |
76.03 |
78.27 |
76.03 |
78.27 |
+2.22 |
75 |
6,501 |
+7 |
Oct13 |
120821 |
79.62 |
79.62 |
79.62 |
79.62 |
+2.29 |
0 |
5 |
+0 |
Total Volume and Open Interest |
9,656 |
179,830 |
+1,098 |
Lumber(CME) |
Sep12 |
120821 |
298.3 |
299.4 |
294.2 |
295.3 |
-5.4 |
432 |
2,703 |
-138 |
Nov12 |
120821 |
295.8 |
297.5 |
293.5 |
296.9 |
-1.9 |
389 |
5,715 |
+168 |
Jan13 |
120821 |
304.5 |
306.0 |
302.8 |
305.0 |
-3.0 |
34 |
1,392 |
+16 |
Mar13 |
120821 |
308.0 |
315.0 |
308.0 |
313.4 |
-0.4 |
27 |
302 |
+20 |
Total Volume and Open Interest |
883 |
10,134 |
+67 |
Crude Oil(NYM) |
Sep12 |
120821 |
95.97 |
97.60 |
95.81 |
96.68 |
+0.71 |
162,591 |
58,853 |
-15,947 |
Oct12 |
120821 |
96.20 |
97.85 |
96.06 |
96.84 |
+0.58 |
131,975 |
253,543 |
+6,845 |
Nov12 |
120821 |
96.42 |
98.15 |
96.35 |
97.17 |
+0.61 |
37,926 |
143,807 |
+2,019 |
Dec12 |
120821 |
96.75 |
98.48 |
96.75 |
97.55 |
+0.64 |
49,271 |
204,762 |
+1,108 |
Jan13 |
120821 |
97.15 |
98.85 |
97.15 |
97.99 |
+0.65 |
11,371 |
104,193 |
+1,755 |
Feb13 |
120821 |
97.57 |
99.04 |
97.57 |
98.31 |
+0.66 |
7,616 |
40,785 |
+839 |
Mar13 |
120821 |
98.48 |
99.20 |
98.16 |
98.46 |
+0.66 |
12,414 |
44,857 |
+2,774 |
Apr13 |
120821 |
97.95 |
99.00 |
97.93 |
98.46 |
+0.65 |
4,424 |
21,206 |
+497 |
May13 |
120821 |
98.82 |
99.00 |
98.37 |
98.37 |
+0.63 |
3,228 |
21,713 |
-238 |
Jun13 |
120821 |
97.67 |
98.85 |
97.67 |
98.21 |
+0.64 |
17,488 |
70,234 |
+1,556 |
Jul13 |
120821 |
97.92 |
98.35 |
97.89 |
97.96 |
+0.63 |
1,786 |
27,046 |
+157 |
Aug13 |
120821 |
97.80 |
97.80 |
97.67 |
97.67 |
+0.63 |
1,600 |
17,348 |
+19 |
Sep13 |
120821 |
97.37 |
97.37 |
97.37 |
97.37 |
+0.63 |
2,683 |
26,834 |
+319 |
Oct13 |
120821 |
97.08 |
97.08 |
97.08 |
97.08 |
+0.64 |
1,513 |
14,027 |
+379 |
Nov13 |
120821 |
96.81 |
96.81 |
96.81 |
96.81 |
+0.66 |
1,657 |
18,599 |
+8 |
Dec13 |
120821 |
96.23 |
97.00 |
96.21 |
96.53 |
+0.68 |
25,651 |
141,624 |
-83 |
Total Volume and Open Interest |
489,470 |
1,488,309 |
+3,464 |
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 |
120821 |
96.175 |
97.875 |
96.050 |
96.850 |
+0.600 |
2,098 |
3,861 |
-45 |
Nov12 |
120821 |
96.425 |
98.125 |
96.425 |
97.175 |
+0.625 |
972 |
3,935 |
-564 |
Dec12 |
120821 |
96.900 |
98.400 |
96.875 |
97.550 |
+0.650 |
859 |
5,337 |
-746 |
Jan13 |
120821 |
97.225 |
98.675 |
97.225 |
98.000 |
+0.650 |
17 |
1,713 |
+1 |
Feb13 |
120821 |
98.700 |
98.925 |
98.300 |
98.300 |
+0.650 |
0 |
70 |
+0 |
Mar13 |
120821 |
98.450 |
98.450 |
98.450 |
98.450 |
+0.650 |
0 |
6 |
+0 |
Apr13 |
120821 |
98.450 |
98.450 |
98.450 |
98.450 |
+0.650 |
0 |
1 |
+0 |
May13 |
120821 |
98.375 |
98.375 |
98.375 |
98.375 |
+0.625 |
|
|
|
Total Volume and Open Interest |
7,797 |
19,067 |
-1,763 |
Heating Oil(NYM) |
Sep12 |
120821 |
309.00 |
314.11 |
308.92 |
312.43 |
+3.12 |
42,832 |
65,056 |
-5,927 |
Oct12 |
120821 |
309.77 |
314.91 |
309.77 |
313.17 |
+3.02 |
29,092 |
58,541 |
+6,010 |
Nov12 |
120821 |
310.99 |
315.68 |
310.94 |
313.86 |
+2.83 |
14,860 |
43,913 |
+1,853 |
Dec12 |
120821 |
311.48 |
316.05 |
311.47 |
314.14 |
+2.66 |
16,035 |
43,893 |
+797 |
Jan13 |
120821 |
313.82 |
316.23 |
313.49 |
314.22 |
+2.55 |
5,975 |
27,991 |
+833 |
Feb13 |
120821 |
314.26 |
315.03 |
312.80 |
313.05 |
+2.44 |
2,829 |
11,230 |
-112 |
Mar13 |
120821 |
308.50 |
312.75 |
308.50 |
310.92 |
+2.35 |
2,304 |
20,894 |
+488 |
Apr13 |
120821 |
309.32 |
309.75 |
307.94 |
308.13 |
+2.27 |
2,221 |
20,261 |
+470 |
May13 |
120821 |
309.98 |
309.98 |
309.98 |
309.98 |
+2.32 |
1,375 |
9,404 |
+398 |
Jun13 |
120821 |
308.34 |
309.07 |
307.58 |
307.58 |
+2.31 |
873 |
9,371 |
+37 |
Jul13 |
120821 |
306.46 |
306.46 |
306.46 |
306.46 |
+2.28 |
767 |
2,411 |
-100 |
Aug13 |
120821 |
306.77 |
306.77 |
305.69 |
305.69 |
+2.31 |
223 |
921 |
+35 |
Sep13 |
120821 |
305.69 |
305.69 |
305.69 |
305.69 |
+2.31 |
95 |
884 |
+71 |
Oct13 |
120821 |
305.69 |
305.69 |
305.69 |
305.69 |
+2.33 |
2 |
465 |
+0 |
Total Volume and Open Interest |
119,572 |
320,411 |
+4,873 |
Gasoline(NYMEX) |
Sep12 |
120821 |
303.04 |
308.25 |
303.00 |
306.52 |
+3.44 |
55,409 |
55,897 |
-4,824 |
Oct12 |
120821 |
287.41 |
292.11 |
287.25 |
290.68 |
+3.39 |
51,847 |
81,712 |
+8,667 |
Nov12 |
120821 |
283.14 |
285.80 |
282.76 |
284.51 |
+3.19 |
21,997 |
42,139 |
+2,092 |
Dec12 |
120821 |
277.49 |
281.75 |
277.49 |
280.54 |
+3.02 |
14,392 |
47,924 |
+2,285 |
Jan13 |
120821 |
278.39 |
279.86 |
277.89 |
278.69 |
+2.91 |
4,558 |
17,914 |
+124 |
Feb13 |
120821 |
275.65 |
279.63 |
275.63 |
278.57 |
+2.89 |
3,048 |
8,721 |
+248 |
Mar13 |
120821 |
278.40 |
280.61 |
278.40 |
279.56 |
+2.86 |
1,917 |
9,297 |
+384 |
Apr13 |
120821 |
293.41 |
293.53 |
293.12 |
293.29 |
+2.83 |
758 |
5,488 |
+278 |
May13 |
120821 |
291.86 |
291.86 |
291.86 |
291.86 |
+2.87 |
375 |
2,814 |
-24 |
Jun13 |
120821 |
290.00 |
290.06 |
289.36 |
289.36 |
+2.87 |
488 |
5,659 |
-45 |
Total Volume and Open Interest |
155,479 |
286,872 |
+9,434 |
e-miNY RBOB Gasoline(NYM) |
Sep12 |
120821 |
306.50 |
306.52 |
306.50 |
306.50 |
+3.40 |
|
|
|
Oct12 |
120821 |
290.70 |
290.70 |
290.68 |
290.70 |
+3.40 |
|
|
|
Nov12 |
120821 |
284.50 |
284.51 |
284.50 |
284.50 |
+3.20 |
|
|
|
Dec12 |
120821 |
280.50 |
280.54 |
280.50 |
280.50 |
+3.00 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
Sep12 |
120821 |
2.767 |
2.837 |
2.700 |
2.775 |
-0.001 |
86,266 |
89,717 |
-6,152 |
Oct12 |
120821 |
2.814 |
2.875 |
2.736 |
2.809 |
-0.006 |
54,635 |
176,992 |
+3,519 |
Nov12 |
120821 |
2.994 |
3.053 |
2.916 |
2.982 |
-0.016 |
38,591 |
219,579 |
+2,079 |
Dec12 |
120821 |
3.281 |
3.325 |
3.199 |
3.256 |
-0.029 |
15,976 |
56,271 |
+1,179 |
Jan13 |
120821 |
3.421 |
3.464 |
3.337 |
3.392 |
-0.033 |
19,194 |
148,306 |
+1,064 |
Feb13 |
120821 |
3.470 |
3.480 |
3.360 |
3.409 |
-0.034 |
4,667 |
28,920 |
-394 |
Mar13 |
120821 |
3.405 |
3.459 |
3.340 |
3.394 |
-0.031 |
6,560 |
54,198 |
-264 |
Apr13 |
120821 |
3.400 |
3.448 |
3.331 |
3.382 |
-0.031 |
5,929 |
66,227 |
-182 |
May13 |
120821 |
3.470 |
3.480 |
3.385 |
3.418 |
-0.032 |
1,088 |
18,328 |
+98 |
Jun13 |
120821 |
3.471 |
3.525 |
3.405 |
3.460 |
-0.033 |
1,693 |
14,262 |
+155 |
Jul13 |
120821 |
3.555 |
3.555 |
3.464 |
3.500 |
-0.031 |
1,377 |
14,915 |
+156 |
Aug13 |
120821 |
3.575 |
3.579 |
3.466 |
3.520 |
-0.032 |
638 |
11,166 |
-89 |
Sep13 |
120821 |
3.580 |
3.580 |
3.495 |
3.526 |
-0.031 |
1,011 |
8,984 |
-22 |
Oct13 |
120821 |
3.605 |
3.612 |
3.498 |
3.554 |
-0.031 |
2,534 |
41,197 |
+374 |
Nov13 |
120821 |
3.656 |
3.717 |
3.614 |
3.668 |
-0.034 |
358 |
18,634 |
+26 |
Dec13 |
120821 |
3.907 |
3.921 |
3.818 |
3.872 |
-0.035 |
468 |
17,346 |
-35 |
Total Volume and Open Interest |
243,653 |
1,071,519 |
+686 |
Brent Crude Oil(ICE) |
Oct12 |
120821 |
113.65 |
115.58 |
113.65 |
114.64 |
+0.94 |
178,791 |
278,837 |
-8,250 |
Nov12 |
120821 |
112.97 |
114.91 |
112.97 |
114.02 |
+1.02 |
68,277 |
183,909 |
+2,701 |
Dec12 |
120821 |
112.54 |
114.45 |
112.54 |
113.57 |
+1.03 |
75,981 |
142,699 |
+3,874 |
Jan13 |
120821 |
112.21 |
114.00 |
112.21 |
113.16 |
+1.04 |
21,143 |
45,124 |
+3,110 |
Feb13 |
120821 |
111.80 |
113.54 |
111.80 |
112.74 |
+1.03 |
13,494 |
37,632 |
+21 |
Mar13 |
120821 |
111.37 |
113.08 |
111.37 |
112.31 |
+1.03 |
14,392 |
33,588 |
+177 |
Apr13 |
120821 |
111.09 |
112.61 |
111.09 |
111.87 |
+1.03 |
9,043 |
18,573 |
-183 |
May13 |
120821 |
110.63 |
112.12 |
110.63 |
111.42 |
+1.04 |
9,656 |
17,140 |
-159 |
Jun13 |
120821 |
110.15 |
111.65 |
110.15 |
110.95 |
+1.05 |
24,043 |
47,193 |
+259 |
Jul13 |
120821 |
110.49 |
110.49 |
110.49 |
110.49 |
+1.06 |
5,827 |
18,180 |
+344 |
Aug13 |
120821 |
110.02 |
110.02 |
110.02 |
110.02 |
+1.07 |
4,634 |
16,989 |
+254 |
Sep13 |
120821 |
109.54 |
109.54 |
109.54 |
109.54 |
+1.06 |
6,246 |
19,401 |
+167 |
Oct13 |
120821 |
109.06 |
109.06 |
109.06 |
109.06 |
+1.05 |
3,680 |
14,328 |
+1,249 |
Nov13 |
120821 |
108.62 |
108.62 |
108.62 |
108.62 |
+1.04 |
1,446 |
13,096 |
-114 |
Total Volume and Open Interest |
485,848 |
1,135,525 |
+3,005 |
Gas Oil(ICE) |
Sep12 |
120821 |
977.25 |
991.75 |
977.25 |
988.75 |
+9.75 |
44,998 |
122,539 |
-185 |
Oct12 |
120821 |
978.00 |
992.25 |
977.50 |
989.25 |
+10.25 |
56,828 |
123,903 |
+1,148 |
Nov12 |
120821 |
973.75 |
989.50 |
973.75 |
986.50 |
+11.00 |
25,895 |
63,016 |
+3,603 |
Dec12 |
120821 |
970.00 |
985.25 |
970.00 |
982.50 |
+11.50 |
26,093 |
73,159 |
+705 |
Jan13 |
120821 |
968.50 |
982.00 |
968.50 |
979.50 |
+11.50 |
8,048 |
34,065 |
+1,935 |
Feb13 |
120821 |
965.00 |
977.75 |
965.00 |
975.50 |
+11.50 |
2,535 |
20,649 |
+64 |
Mar13 |
120821 |
960.00 |
972.25 |
960.00 |
970.50 |
+11.25 |
2,015 |
18,610 |
-191 |
Apr13 |
120821 |
955.00 |
967.75 |
955.00 |
965.00 |
+11.00 |
2,288 |
15,394 |
-189 |
May13 |
120821 |
949.75 |
961.75 |
949.75 |
959.25 |
+10.50 |
2,076 |
11,361 |
-421 |
Jun13 |
120821 |
945.50 |
957.00 |
945.50 |
954.25 |
+9.75 |
3,290 |
34,816 |
+117 |
Total Volume and Open Interest |
178,451 |
603,699 |
+7,059 |
Ethanol(CBOT) |
Aug12 |
120803 |
2.614 |
2.614 |
2.614 |
2.614 |
+0.049 |
76 |
45 |
-45 |
Sep12 |
120821 |
2.640 |
2.678 |
2.640 |
2.667 |
+0.041 |
67 |
951 |
+11 |
Oct12 |
120821 |
2.625 |
2.660 |
2.625 |
2.653 |
+0.044 |
132 |
977 |
-2 |
Nov12 |
120821 |
2.619 |
2.636 |
2.608 |
2.635 |
+0.053 |
34 |
1,841 |
+10 |
Dec12 |
120821 |
2.586 |
2.617 |
2.586 |
2.612 |
+0.050 |
18 |
1,547 |
+4 |
Jan13 |
120821 |
2.582 |
2.604 |
2.567 |
2.601 |
+0.049 |
4 |
1,623 |
+2 |
Feb13 |
120821 |
2.565 |
2.588 |
2.565 |
2.588 |
+0.048 |
1 |
1,333 |
+1 |
Mar13 |
120821 |
2.560 |
2.588 |
2.560 |
2.582 |
+0.043 |
5 |
1,417 |
+1 |
Total Volume and Open Interest |
263 |
11,820 |
+27 |
WTI Crude Oil(ICE) |
Oct12 |
120821 |
96.26 |
97.85 |
96.15 |
96.84 |
+0.58 |
43,502 |
63,374 |
-3,229 |
Nov12 |
120821 |
96.56 |
98.15 |
96.53 |
97.17 |
+0.61 |
10,734 |
35,819 |
+1,610 |
Dec12 |
120821 |
97.50 |
98.49 |
97.31 |
97.55 |
+0.64 |
14,939 |
94,695 |
-1,136 |
Jan13 |
120821 |
97.73 |
98.82 |
97.64 |
97.99 |
+0.65 |
4,736 |
23,283 |
+353 |
Feb13 |
120821 |
98.23 |
99.10 |
98.23 |
98.31 |
+0.66 |
2,621 |
13,708 |
-137 |
Mar13 |
120821 |
98.72 |
99.10 |
98.46 |
98.46 |
+0.66 |
2,891 |
13,090 |
+459 |
Apr13 |
120821 |
98.71 |
99.18 |
98.46 |
98.46 |
+0.65 |
1,800 |
5,079 |
+538 |
May13 |
120821 |
98.61 |
99.05 |
98.33 |
98.37 |
+0.63 |
1,304 |
5,180 |
-98 |
Jun13 |
120821 |
98.31 |
98.83 |
97.95 |
98.21 |
+0.64 |
4,328 |
31,317 |
+777 |
Jul13 |
120821 |
97.96 |
97.96 |
97.96 |
97.96 |
+0.63 |
423 |
2,324 |
-101 |
Aug13 |
120821 |
97.67 |
97.67 |
97.67 |
97.67 |
+0.63 |
400 |
3,648 |
+63 |
Sep13 |
120821 |
97.37 |
97.37 |
97.37 |
97.37 |
+0.63 |
410 |
7,984 |
-87 |
Oct13 |
120821 |
97.08 |
97.08 |
97.08 |
97.08 |
+0.64 |
373 |
2,007 |
+28 |
Nov13 |
120821 |
96.81 |
96.81 |
96.81 |
96.81 |
+0.66 |
202 |
3,338 |
+40 |
Dec13 |
120821 |
96.50 |
97.00 |
96.29 |
96.53 |
+0.68 |
5,319 |
65,012 |
+108 |
Jan14 |
120821 |
96.15 |
96.15 |
96.15 |
96.15 |
+0.68 |
7 |
3,311 |
+0 |
Total Volume and Open Interest |
118,125 |
471,435 |
-3,837 |
US Dollar Index(ICE) |
Sep12 |
120821 |
82.485 |
82.510 |
81.805 |
81.920 |
-0.580 |
15,870 |
60,411 |
+138 |
Dec12 |
120821 |
82.680 |
82.770 |
82.105 |
82.220 |
-0.605 |
29 |
833 |
+16 |
Mar13 |
120821 |
82.610 |
82.610 |
82.610 |
82.610 |
-0.605 |
|
|
|
Total Volume and Open Interest |
15,899 |
61,244 |
+154 |
Australian Dollar(CME) |
Sep12 |
120821 |
104.15 |
104.95 |
104.14 |
104.54 |
+0.28 |
113,449 |
178,392 |
-4,230 |
Dec12 |
120821 |
103.44 |
104.04 |
103.40 |
103.68 |
+0.28 |
146 |
1,115 |
+29 |
Mar13 |
120821 |
102.85 |
102.85 |
102.60 |
102.85 |
+0.25 |
0 |
4 |
+0 |
Total Volume and Open Interest |
113,595 |
179,522 |
-4,201 |
British Pound(CME) |
Sep12 |
120821 |
157.10 |
158.04 |
157.05 |
157.77 |
+0.69 |
82,714 |
109,860 |
-6,636 |
Dec12 |
120821 |
157.21 |
157.99 |
157.04 |
157.73 |
+0.69 |
17 |
562 |
-7 |
Mar13 |
120821 |
157.71 |
157.71 |
157.02 |
157.71 |
+0.69 |
0 |
79 |
+0 |
Total Volume and Open Interest |
82,777 |
110,554 |
-6,597 |
Canadian Dollar(CME) |
Sep12 |
120821 |
101.06 |
101.55 |
100.95 |
101.05 |
-0.08 |
71,080 |
130,488 |
+4,764 |
Dec12 |
120821 |
100.95 |
101.32 |
100.74 |
100.84 |
-0.08 |
808 |
8,446 |
-405 |
Mar13 |
120821 |
100.71 |
100.71 |
100.55 |
100.61 |
-0.07 |
1 |
1,539 |
-1 |
Jun13 |
120821 |
100.65 |
100.65 |
100.35 |
100.35 |
-0.07 |
12 |
377 |
-4 |
Total Volume and Open Interest |
71,904 |
140,975 |
+4,354 |
Japanese Yen(CME) |
Sep12 |
120821 |
125.84 |
126.25 |
125.76 |
126.20 |
+0.23 |
69,899 |
141,809 |
-1,271 |
Dec12 |
120821 |
126.12 |
126.36 |
125.95 |
126.32 |
+0.23 |
238 |
1,291 |
+24 |
Mar13 |
120821 |
126.32 |
126.50 |
126.27 |
126.50 |
+0.23 |
0 |
37 |
+0 |
Total Volume and Open Interest |
70,137 |
143,144 |
-1,247 |
Swiss Franc(CME) |
Sep12 |
120821 |
102.84 |
104.01 |
102.83 |
103.85 |
+1.01 |
31,020 |
56,249 |
-357 |
Dec12 |
120821 |
103.85 |
104.09 |
103.07 |
104.07 |
+1.00 |
9 |
294 |
+4 |
Mar13 |
120821 |
104.35 |
104.35 |
103.34 |
104.35 |
+1.01 |
0 |
2 |
+0 |
Total Volume and Open Interest |
31,029 |
56,545 |
-353 |
EuroFX(CME) |
Sep12 |
120821 |
123.49 |
124.92 |
123.49 |
124.70 |
+1.19 |
198,739 |
314,466 |
-432 |
Dec12 |
120821 |
123.74 |
125.06 |
123.66 |
124.85 |
+1.19 |
310 |
5,803 |
+2 |
Mar13 |
120821 |
124.87 |
125.03 |
123.84 |
125.03 |
+1.19 |
10 |
95 |
-1 |
Total Volume and Open Interest |
199,061 |
320,906 |
-429 |
Mexican Peso(CME) |
Sep12 |
120821 |
760.5 |
765.5 |
757.0 |
758.2 |
-2.2 |
35,073 |
180,819 |
-899 |
Oct12 |
120821 |
756.2 |
758.5 |
756.2 |
756.2 |
-2.2 |
|
|
|
Total Volume and Open Interest |
43,617 |
220,457 |
+2,425 |
Brazilian Real(CME) |
Sep12 |
120821 |
496.25 |
497.10 |
493.40 |
494.70 |
+0.50 |
54 |
3,809 |
-1 |
Oct12 |
120821 |
492.50 |
495.00 |
491.30 |
492.50 |
+0.40 |
57 |
738 |
-50 |
Nov12 |
120821 |
490.40 |
490.40 |
489.95 |
490.40 |
+0.45 |
|
|
|
Dec12 |
120821 |
487.75 |
488.25 |
487.75 |
488.25 |
+0.50 |
13 |
155 |
+13 |
Total Volume and Open Interest |
125 |
17,042 |
-38 |
30-Year T-Bonds(CBOT) |
Sep12 |
120821 |
146~030 |
146~150 |
145~030 |
146~090 |
+0~090 |
216,677 |
574,405 |
-4,266 |
Dec12 |
120821 |
146~250 |
147~030 |
145~230 |
146~300 |
+0~090 |
3,773 |
10,906 |
+1,212 |
Mar13 |
120821 |
146~060 |
146~060 |
145~290 |
146~060 |
+0~090 |
0 |
3 |
+0 |
Total Volume and Open Interest |
220,450 |
585,314 |
-3,054 |
10-Year T-Notes(CBOT) |
Sep12 |
120821 |
132~180 |
132~220 |
132~060 |
132~195 |
+0~030 |
678,183 |
1,604,240 |
-14,411 |
Dec12 |
120821 |
131~165 |
131~175 |
131~025 |
131~160 |
+0~025 |
15,279 |
47,488 |
+2,514 |
Mar13 |
120821 |
130~210 |
130~210 |
130~185 |
130~210 |
+0~025 |
|
|
|
Total Volume and Open Interest |
693,462 |
1,651,728 |
-11,897 |
5-Year T-Notes(CBOT) |
Sep12 |
120821 |
123~122 |
124~002 |
123~101 |
123~120 |
+0~001 |
289,526 |
1,205,213 |
+15,454 |
Dec12 |
120821 |
123~072 |
123~077 |
123~050 |
123~070 |
+0~001 |
7,879 |
42,962 |
+5,919 |
Mar13 |
120821 |
122~118 |
122~118 |
122~117 |
122~118 |
+0~001 |
|
|
|
Total Volume and Open Interest |
297,405 |
1,248,175 |
+21,373 |
2 Year T-Notes(CBOT) |
Sep12 |
120821 |
110~022 |
110~022 |
110~017 |
110~019 |
-0~002 |
87,218 |
917,087 |
-17,173 |
Dec12 |
120821 |
110~019 |
110~019 |
110~015 |
110~015 |
-0~003 |
17,447 |
90,471 |
+10,694 |
Mar13 |
120821 |
109~081 |
109~084 |
109~081 |
109~081 |
-0~003 |
|
|
|
Total Volume and Open Interest |
104,665 |
1,007,558 |
-6,479 |
Eurodollars(CME) |
Sep12 |
120821 |
99.582 |
99.585 |
99.577 |
99.582 |
-0.003 |
61,961 |
811,612 |
+1,747 |
Dec12 |
120821 |
99.585 |
99.585 |
99.575 |
99.580 |
-0.005 |
76,257 |
885,200 |
-2,999 |
Mar13 |
120821 |
99.565 |
99.570 |
99.555 |
99.560 |
-0.005 |
90,030 |
668,158 |
+891 |
Jun13 |
120821 |
99.545 |
99.550 |
99.530 |
99.540 |
-0.005 |
74,581 |
640,163 |
+764 |
Sep13 |
120821 |
99.515 |
99.520 |
99.500 |
99.510 |
-0.005 |
77,430 |
683,219 |
+1,997 |
Dec13 |
120821 |
99.470 |
99.475 |
99.450 |
99.465 |
unch |
94,455 |
618,142 |
-605 |
Mar14 |
120821 |
99.425 |
99.430 |
99.405 |
99.420 |
unch |
96,468 |
540,629 |
-785 |
Jun14 |
120821 |
99.365 |
99.370 |
99.340 |
99.360 |
unch |
97,303 |
442,706 |
-241 |
Sep14 |
120821 |
99.295 |
99.300 |
99.270 |
99.290 |
unch |
71,240 |
354,486 |
+1,192 |
Dec14 |
120821 |
99.210 |
99.215 |
99.180 |
99.205 |
+0.005 |
69,411 |
351,134 |
+699 |
Mar15 |
120821 |
99.130 |
99.135 |
99.100 |
99.125 |
+0.005 |
72,451 |
343,214 |
-63 |
Jun15 |
120821 |
0.721 |
0.731 |
0.686 |
0.716 |
+0.005 |
70,406 |
345,872 |
+11,968 |
Sep15 |
120821 |
0.591 |
0.596 |
0.551 |
0.586 |
+0.005 |
36,779 |
245,835 |
-3,209 |
Dec15 |
120821 |
0.431 |
0.441 |
0.386 |
0.426 |
+0.005 |
42,058 |
178,011 |
-5,888 |
Mar16 |
120821 |
0.286 |
0.296 |
0.236 |
0.281 |
+0.005 |
24,377 |
110,870 |
-2,522 |
Jun16 |
120821 |
0.136 |
0.146 |
0.081 |
0.126 |
unch |
18,778 |
97,956 |
-990 |
Sep16 |
120821 |
6.535 |
6.545 |
6.475 |
6.525 |
unch |
16,092 |
87,361 |
-2,470 |
Dec16 |
120821 |
6.375 |
6.390 |
6.315 |
6.365 |
unch |
15,092 |
81,214 |
-2,559 |
Total Volume and Open Interest |
1,146,180 |
7,696,516 |
-4,216 |
30 Day Federal Funds(CBOT) |
Aug12 |
120821 |
99.863 |
99.863 |
99.863 |
99.863 |
unch |
2,526 |
74,833 |
+792 |
Sep12 |
120821 |
99.860 |
99.865 |
99.855 |
99.860 |
unch |
2,776 |
47,162 |
+579 |
Oct12 |
120821 |
99.860 |
99.860 |
99.855 |
99.860 |
unch |
653 |
55,442 |
-167 |
Nov12 |
120821 |
99.860 |
99.860 |
99.855 |
99.860 |
unch |
1,159 |
41,926 |
+395 |
Dec12 |
120821 |
99.860 |
99.865 |
99.860 |
99.860 |
-0.005 |
885 |
27,469 |
+337 |
Jan13 |
120821 |
99.860 |
99.860 |
99.855 |
99.860 |
unch |
539 |
19,582 |
+107 |
Total Volume and Open Interest |
11,295 |
450,769 |
+1,614 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep12 |
120821 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Dec12 |
120821 |
99.683 |
99.683 |
99.683 |
99.683 |
unch |
|
|
|
Mar13 |
120821 |
99.698 |
99.698 |
99.698 |
99.698 |
unch |
|
|
|
Jun13 |
120821 |
99.713 |
99.713 |
99.713 |
99.713 |
unch |
|
|
|
Sep13 |
120821 |
99.715 |
99.715 |
99.715 |
99.715 |
unch |
|
|
|
Dec13 |
120821 |
99.715 |
99.715 |
99.715 |
99.715 |
unch |
|
|
|
Mar14 |
120821 |
99.715 |
99.715 |
99.715 |
99.715 |
unch |
|
|
|
Jun14 |
120821 |
99.575 |
99.575 |
99.575 |
99.575 |
unch |
|
|
|
Sep14 |
120821 |
99.435 |
99.435 |
99.435 |
99.435 |
unch |
|
|
|
Dec14 |
120821 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Sep12 |
120821 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
150 |
1,721 |
+0 |
Dec12 |
120821 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
710 |
+0 |
Mar13 |
120821 |
99.70 |
99.70 |
99.70 |
99.70 |
unch |
0 |
183 |
+0 |
Jun13 |
120821 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
201 |
+0 |
Sep13 |
120821 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
305 |
+0 |
Dec13 |
120821 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
384 |
+0 |
Mar14 |
120821 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
344 |
+0 |
Jun14 |
120821 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
|
|
|
Total Volume and Open Interest |
150 |
3,852 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep12 |
120821 |
143.27 |
143.67 |
143.27 |
143.55 |
+0.22 |
4,062 |
16,714 |
-761 |
Dec12 |
120821 |
143.14 |
143.14 |
143.14 |
143.14 |
+0.22 |
0 |
7 |
+0 |
Mar13 |
120821 |
141.05 |
141.05 |
141.05 |
141.05 |
+0.22 |
|
|
|
Total Volume and Open Interest |
4,062 |
16,721 |
-761 |
Euro-Bund(EUREX) |
Sep12 |
120821 |
141.95 |
141.99 |
141.27 |
141.38 |
-0.62 |
425,398 |
851,168 |
-15,955 |
Dec12 |
120821 |
140.17 |
140.21 |
139.60 |
139.65 |
-0.62 |
4,375 |
15,519 |
+2,739 |
Mar13 |
120821 |
139.62 |
139.62 |
139.62 |
139.62 |
-0.62 |
|
|
|
Total Volume and Open Interest |
429,773 |
866,687 |
-13,216 |
Euro-Bobl(EUREX) |
Sep12 |
120821 |
126.99 |
127.01 |
126.64 |
126.68 |
-0.31 |
263,045 |
636,069 |
+2,708 |
Dec12 |
120821 |
125.32 |
125.32 |
125.02 |
125.02 |
-0.30 |
8,740 |
33,290 |
+2,114 |
Mar13 |
120821 |
125.02 |
125.02 |
125.02 |
125.02 |
-0.30 |
55 |
0 |
+0 |
Total Volume and Open Interest |
271,840 |
669,359 |
+4,822 |
3-Mth Euribor(EUREX) |
Sep12 |
120821 |
99.735 |
99.735 |
99.735 |
99.735 |
-0.005 |
0 |
3,182 |
+0 |
Dec12 |
120821 |
99.765 |
99.765 |
99.765 |
99.765 |
-0.015 |
0 |
1,420 |
+0 |
Mar13 |
120821 |
99.755 |
99.755 |
99.755 |
99.755 |
-0.025 |
0 |
1,293 |
+0 |
Total Volume and Open Interest |
0 |
7,502 |
+0 |
Long Gilt(LIFFE) |
Sep12 |
120821 |
119~23 |
119~31 |
119~13 |
119~17 |
-0~15 |
88,967 |
341,239 |
-3,691 |
Dec12 |
120821 |
118~25 |
118~28 |
118~16 |
118~16 |
-0~15 |
571 |
4,603 |
+1,011 |
Total Volume and Open Interest |
89,538 |
345,842 |
-2,680 |
3-Mth Short Sterling(LIFFE) |
Sep12 |
120821 |
99.33 |
99.34 |
99.33 |
99.33 |
unch |
15,644 |
343,131 |
-7,710 |
Dec12 |
120821 |
99.37 |
99.38 |
99.35 |
99.36 |
-0.01 |
35,535 |
373,455 |
-2,032 |
Mar13 |
120821 |
99.39 |
99.39 |
99.35 |
99.36 |
-0.02 |
49,923 |
294,042 |
+2,225 |
Jun13 |
120821 |
99.38 |
99.38 |
99.34 |
99.35 |
-0.02 |
41,993 |
285,780 |
+260 |
Sep13 |
120821 |
99.35 |
99.36 |
99.32 |
99.33 |
-0.02 |
41,565 |
351,196 |
+217 |
Dec13 |
120821 |
99.32 |
99.32 |
99.27 |
99.29 |
-0.02 |
29,483 |
231,699 |
-3,256 |
Total Volume and Open Interest |
302,314 |
2,602,411 |
-719 |
3-Mth Euribor(LIFFE) |
Sep12 |
120821 |
99.735 |
99.745 |
99.725 |
99.735 |
-0.005 |
59,974 |
444,834 |
+2,756 |
Dec12 |
120821 |
99.770 |
99.785 |
99.760 |
99.765 |
-0.015 |
83,361 |
522,806 |
+10,580 |
Mar13 |
120821 |
99.780 |
99.785 |
99.745 |
99.755 |
-0.030 |
66,066 |
447,042 |
+1,747 |
Total Volume and Open Interest |
560,829 |
3,635,888 |
+53,612 |
3-Mth Aus T-Bills(SFE) |
Sep12 |
120821 |
96.41 |
96.43 |
96.40 |
96.41 |
-0.01 |
12,520 |
129,382 |
-2,978 |
Dec12 |
120821 |
96.56 |
96.61 |
96.56 |
96.57 |
-0.02 |
17,892 |
156,779 |
-3,877 |
Mar13 |
120821 |
96.67 |
96.71 |
96.66 |
96.68 |
-0.01 |
7,105 |
106,557 |
-2,388 |
Jun13 |
120821 |
96.68 |
96.71 |
96.66 |
96.67 |
-0.03 |
6,052 |
85,793 |
-227 |
Sep13 |
120821 |
96.62 |
96.65 |
96.59 |
96.62 |
-0.02 |
902 |
55,392 |
-638 |
Dec13 |
120821 |
96.53 |
96.58 |
96.53 |
96.55 |
-0.02 |
1,383 |
43,403 |
+222 |
Mar14 |
120821 |
96.49 |
96.50 |
96.48 |
96.48 |
-0.02 |
347 |
28,268 |
-125 |
Jun14 |
120821 |
96.40 |
96.44 |
96.40 |
96.41 |
-0.02 |
339 |
15,834 |
-89 |
Sep14 |
120821 |
96.32 |
96.35 |
96.32 |
96.35 |
-0.02 |
3 |
1,881 |
+1 |
Dec14 |
120821 |
96.28 |
96.28 |
96.28 |
96.28 |
-0.02 |
1 |
573 |
+1 |
Total Volume and Open Interest |
46,544 |
623,911 |
-10,098 |
10-Year Aus T-Bonds(SFE) |
Sep12 |
120821 |
96.61 |
96.69 |
96.58 |
96.64 |
unch |
22,702 |
362,274 |
-5,645 |
Dec12 |
120821 |
96.64 |
96.64 |
96.64 |
96.64 |
unch |
|
|
|
Total Volume and Open Interest |
22,702 |
362,274 |
-5,645 |
3-Year Aus T-Bonds(SFE) |
Sep12 |
120821 |
97.15 |
97.20 |
97.11 |
97.15 |
-0.02 |
75,838 |
424,703 |
-33,856 |
Dec12 |
120821 |
97.15 |
97.15 |
97.15 |
97.15 |
-0.02 |
|
|
|
Total Volume and Open Interest |
75,838 |
424,703 |
-33,856 |
Gold(CMX) |
Aug12 |
120821 |
1620.0 |
1639.9 |
1620.0 |
1639.9 |
+19.8 |
249 |
419 |
+50 |
Oct12 |
120821 |
1620.9 |
1641.5 |
1619.1 |
1640.7 |
+19.8 |
3,053 |
29,921 |
-354 |
Dec12 |
120821 |
1623.1 |
1643.6 |
1620.8 |
1642.9 |
+19.9 |
77,285 |
243,881 |
-631 |
Feb13 |
120821 |
1624.4 |
1645.1 |
1623.4 |
1645.0 |
+19.8 |
866 |
21,589 |
-23 |
Apr13 |
120821 |
1632.4 |
1647.1 |
1631.8 |
1647.1 |
+19.9 |
180 |
13,678 |
+21 |
Jun13 |
120821 |
1634.8 |
1649.2 |
1634.6 |
1649.2 |
+19.9 |
211 |
19,297 |
+15 |
Aug13 |
120821 |
1638.6 |
1651.3 |
1638.6 |
1651.3 |
+19.9 |
42 |
4,248 |
+3 |
Oct13 |
120821 |
1638.7 |
1653.5 |
1638.7 |
1653.5 |
+19.9 |
11 |
738 |
+3 |
Dec13 |
120821 |
1652.5 |
1655.7 |
1649.8 |
1655.7 |
+19.8 |
13 |
9,495 |
+3 |
Feb14 |
120821 |
1654.7 |
1658.3 |
1654.7 |
1658.3 |
+19.8 |
0 |
2,261 |
+0 |
Apr14 |
120821 |
1660.8 |
1660.8 |
1660.8 |
1660.8 |
+19.8 |
0 |
3,606 |
+0 |
Jun14 |
120821 |
1663.6 |
1663.6 |
1663.6 |
1663.6 |
+19.8 |
0 |
7,779 |
+0 |
Total Volume and Open Interest |
82,277 |
385,434 |
-974 |
Silver(CMX) |
Sep12 |
120821 |
2875.5 |
2946.0 |
2861.0 |
2942.8 |
+83.5 |
23,860 |
37,299 |
-3,477 |
Dec12 |
120821 |
2884.0 |
2954.5 |
2869.5 |
2951.4 |
+83.6 |
4,603 |
51,372 |
+2,293 |
Mar13 |
120821 |
2882.5 |
2960.5 |
2882.5 |
2958.5 |
+83.6 |
262 |
5,061 |
+107 |
May13 |
120821 |
2962.0 |
2962.0 |
2961.8 |
2961.8 |
+83.7 |
65 |
3,797 |
+19 |
Jul13 |
120821 |
2945.0 |
2966.0 |
2935.0 |
2964.6 |
+84.1 |
52 |
4,922 |
-3 |
Sep13 |
120821 |
2956.0 |
2967.1 |
2952.0 |
2967.1 |
+84.2 |
12 |
2,083 |
+0 |
Dec13 |
120821 |
2940.0 |
2969.4 |
2940.0 |
2969.4 |
+84.3 |
30 |
12,085 |
+0 |
Total Volume and Open Interest |
28,918 |
125,817 |
-1,072 |
Platinum(NYMEX) |
Oct12 |
120821 |
1494.7 |
1511.0 |
1479.6 |
1507.8 |
+9.6 |
18,280 |
49,775 |
-152 |
Jan13 |
120821 |
1490.0 |
1513.2 |
1482.4 |
1510.8 |
+10.1 |
1,269 |
4,779 |
+225 |
Apr13 |
120821 |
1496.5 |
1514.8 |
1491.6 |
1514.8 |
+11.0 |
6 |
256 |
+1 |
Jul13 |
120821 |
1515.8 |
1515.8 |
1515.8 |
1515.8 |
+11.0 |
0 |
1 |
+0 |
Total Volume and Open Interest |
19,556 |
54,814 |
+74 |
Palladium(NYMEX) |
Sep12 |
120821 |
607.50 |
626.15 |
597.40 |
624.20 |
+16.50 |
7,273 |
14,480 |
-1,263 |
Dec12 |
120821 |
609.20 |
627.00 |
600.00 |
625.95 |
+16.75 |
1,408 |
10,426 |
+619 |
Mar13 |
120821 |
627.20 |
627.20 |
627.20 |
627.20 |
+16.95 |
|
|
|
Total Volume and Open Interest |
8,681 |
24,907 |
-644 |
Copper(CMX) |
Sep12 |
120821 |
337.50 |
346.65 |
337.00 |
345.30 |
+8.20 |
44,586 |
45,185 |
-5,234 |
Dec12 |
120821 |
338.20 |
347.40 |
337.95 |
346.10 |
+8.20 |
13,615 |
76,441 |
+2,965 |
Mar13 |
120821 |
340.60 |
347.85 |
340.60 |
347.00 |
+8.05 |
2,439 |
14,865 |
+622 |
May13 |
120821 |
347.15 |
347.80 |
347.00 |
347.55 |
+7.95 |
61 |
2,656 |
-24 |
Jul13 |
120821 |
346.95 |
348.00 |
346.95 |
348.00 |
+7.95 |
65 |
2,353 |
-16 |
Total Volume and Open Interest |
61,353 |
153,983 |
-1,717 |
DJIA Index(CBOT) |
Sep12 |
120821 |
13232 |
13300 |
13165 |
13199 |
-30 |
193 |
12,015 |
-1 |
Dec12 |
120821 |
13101 |
13118 |
13101 |
13118 |
-27 |
0 |
28 |
+0 |
Mar13 |
120821 |
13044 |
13071 |
13044 |
13044 |
-27 |
|
|
|
Jun13 |
120821 |
12968 |
12995 |
12968 |
12968 |
-27 |
|
|
|
Total Volume and Open Interest |
193 |
12,043 |
-1 |
E-mini DJIA Index(CBOT) |
Sep12 |
120821 |
13230 |
13308 |
13162 |
13199 |
-30 |
63,238 |
112,107 |
+112,107 |
Dec12 |
120821 |
13148 |
13212 |
13081 |
13118 |
-27 |
40 |
153 |
+153 |
Mar13 |
120821 |
13044 |
13044 |
13044 |
13044 |
-27 |
1 |
3 |
+3 |
Jun13 |
120821 |
13020 |
13020 |
12968 |
12968 |
-27 |
0 |
38 |
+38 |
Total Volume and Open Interest |
63,279 |
112,301 |
+112,301 |
S & P 500(CME) |
Sep12 |
120821 |
1414.80 |
1424.60 |
1408.20 |
1412.50 |
-2.20 |
13,648 |
218,419 |
-1,838 |
Dec12 |
120821 |
1416.00 |
1416.50 |
1404.60 |
1405.40 |
-2.20 |
6,456 |
14,612 |
-74 |
Mar13 |
120821 |
1398.50 |
1407.30 |
1397.80 |
1398.50 |
-2.30 |
50 |
1,218 |
+50 |
Jun13 |
120821 |
1391.70 |
1400.50 |
1391.00 |
1391.70 |
-2.30 |
0 |
50 |
+18 |
Total Volume and Open Interest |
20,154 |
234,299 |
-1,844 |
S & P 500 E-Mini(Globex) |
Sep12 |
120821 |
1414.75 |
1424.75 |
1408.00 |
1412.50 |
-2.25 |
1,139,564 |
2,935,039 |
+32,327 |
Dec12 |
120821 |
1408.00 |
1417.25 |
1401.50 |
1405.50 |
-2.00 |
2,348 |
38,395 |
-239 |
Total Volume and Open Interest |
1,141,998 |
2,975,094 |
+32,031 |
NASDAQ 100(CME) |
Sep12 |
120821 |
2781.50 |
2803.00 |
2762.50 |
2774.00 |
-6.00 |
227 |
12,999 |
-102 |
Dec12 |
120821 |
2766.80 |
2790.00 |
2760.00 |
2766.80 |
-6.00 |
0 |
87 |
+0 |
Mar13 |
120821 |
2761.30 |
2767.30 |
2761.30 |
2761.30 |
-6.00 |
|
|
|
Total Volume and Open Interest |
227 |
13,086 |
-102 |
NASDAQ 100 E-Mini(Globex) |
Sep12 |
120821 |
2781.00 |
2802.50 |
2761.50 |
2774.00 |
-6.00 |
151,382 |
428,368 |
-58 |
Dec12 |
120821 |
2779.50 |
2794.80 |
2755.00 |
2766.80 |
-6.00 |
81 |
724 |
+6 |
Total Volume and Open Interest |
151,463 |
429,101 |
-52 |
S & P Midcap 400(CME) |
Sep12 |
120821 |
976.50 |
981.00 |
971.00 |
975.60 |
+2.30 |
0 |
2,141 |
+0 |
Dec12 |
120821 |
971.70 |
971.70 |
969.40 |
971.70 |
+2.30 |
|
|
|
Mar13 |
120821 |
969.70 |
969.70 |
967.40 |
969.70 |
+2.30 |
|
|
|
Total Volume and Open Interest |
0 |
2,141 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep12 |
120821 |
9190 |
9250 |
9150 |
9165 |
-25 |
4,904 |
30,420 |
-1,011 |
Dec12 |
120821 |
9175 |
9185 |
9125 |
9125 |
-25 |
2 |
27 |
+1 |
Total Volume and Open Interest |
4,906 |
30,447 |
-1,010 |
Nikkei 225(SGX) |
Sep12 |
120821 |
9200 |
9230 |
9135 |
9165 |
-30 |
96,490 |
188,330 |
-158 |
Dec12 |
120821 |
9130 |
9145 |
9100 |
9100 |
-30 |
33 |
11,255 |
+6 |
Mar13 |
120821 |
9090 |
9090 |
9090 |
9090 |
-30 |
0 |
48 |
+0 |
Total Volume and Open Interest |
97,367 |
208,372 |
+103 |
CAC 40(EURONEXT) |
Sep12 |
120821 |
3482.5 |
3519.0 |
3482.5 |
3510.0 |
+34.5 |
79,172 |
313,032 |
+17,052 |
Oct12 |
120821 |
3479.5 |
3506.0 |
3479.5 |
3498.5 |
+35.5 |
1,315 |
47 |
+17 |
Nov12 |
120821 |
3497.0 |
3497.0 |
3497.0 |
3497.0 |
+34.5 |
|
|
|
Total Volume and Open Interest |
80,487 |
313,192 |
|
Hang Seng Index(HKFE) |
Aug12 |
120821 |
20137 |
20170 |
19950 |
20135 |
+50 |
55,367 |
89,629 |
+1,486 |
Sep12 |
120821 |
20050 |
20080 |
19870 |
20052 |
+50 |
887 |
11,088 |
+355 |
Total Volume and Open Interest |
56,470 |
106,714 |
+1,791 |
DAX(EUREX) |
Sep12 |
120821 |
7049.0 |
7108.0 |
7042.0 |
7093.0 |
+58.0 |
99,159 |
157,655 |
-2,160 |
Dec12 |
120821 |
7048.0 |
7105.0 |
7043.0 |
7093.0 |
+58.0 |
370 |
11,403 |
+0 |
Mar13 |
120821 |
7068.0 |
7106.5 |
7055.0 |
7095.0 |
+58.0 |
11 |
836 |
+3 |
Total Volume and Open Interest |
99,540 |
169,894 |
-2,157 |
FT-SE 100(EURONEXT) |
Sep12 |
120821 |
5827.00 |
5867.00 |
5810.00 |
5861.00 |
+43.50 |
61,183 |
646,493 |
+1,643 |
Dec12 |
120821 |
5816.00 |
5832.00 |
5795.00 |
5832.00 |
+44.50 |
16 |
879 |
+0 |
Mar13 |
120821 |
5790.00 |
5790.00 |
5790.00 |
5790.00 |
+43.50 |
0 |
227 |
+0 |
Total Volume and Open Interest |
61,199 |
647,599 |
+1,643 |
SPI 200(SFE) |
Sep12 |
120821 |
4352.0 |
4391.0 |
4338.0 |
4376.0 |
+28.0 |
27,331 |
252,489 |
-4,021 |
Dec12 |
120821 |
4352.0 |
4378.0 |
4347.0 |
4378.0 |
+29.0 |
72 |
6,105 |
+16 |
Mar13 |
120821 |
4317.0 |
4342.0 |
4317.0 |
4342.0 |
+29.0 |
112 |
1,461 |
+56 |
Total Volume and Open Interest |
27,515 |
261,135 |
-8,870 |
GSCI(CME) |
Sep12 |
120821 |
677.50 |
678.00 |
675.50 |
675.50 |
+5.90 |
248 |
8,750 |
+92 |
Oct12 |
120821 |
678.50 |
679.00 |
676.50 |
676.50 |
+5.90 |
2 |
0 |
+0 |
Nov12 |
120821 |
677.50 |
680.00 |
677.50 |
677.50 |
+5.90 |
|
|
|
Total Volume and Open Interest |
250 |
8,750 |
+92 |
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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