|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri August 24, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep12 |
120824 |
1729.50 |
1749.25 |
1723.75 |
1737.50 |
+10.25 |
11,540 |
36,187 |
-153 |
Nov12 |
120824 |
1715.50 |
1737.25 |
1710.75 |
1731.50 |
+16.50 |
101,579 |
364,935 |
-1,502 |
Jan13 |
120824 |
1706.75 |
1728.50 |
1703.75 |
1724.25 |
+18.25 |
13,506 |
89,726 |
-466 |
Mar13 |
120824 |
1619.00 |
1638.75 |
1613.00 |
1636.25 |
+21.75 |
10,018 |
87,808 |
+1,466 |
May13 |
120824 |
1526.00 |
1549.25 |
1523.25 |
1544.50 |
+17.00 |
10,327 |
85,764 |
-300 |
Jul13 |
120824 |
1502.50 |
1522.75 |
1502.50 |
1516.50 |
+14.75 |
7,071 |
59,521 |
-1,209 |
Aug13 |
120824 |
1481.50 |
1482.00 |
1467.50 |
1479.75 |
+12.25 |
19 |
316 |
+2 |
Sep13 |
120824 |
1402.75 |
1404.25 |
1391.25 |
1402.25 |
+11.00 |
57 |
394 |
+28 |
Nov13 |
120824 |
1319.00 |
1330.00 |
1314.50 |
1323.50 |
+7.75 |
1,443 |
26,784 |
+426 |
Jan14 |
120824 |
1328.75 |
1328.75 |
1320.50 |
1328.75 |
+8.25 |
5 |
226 |
+2 |
Mar14 |
120824 |
1328.75 |
1328.75 |
1321.00 |
1328.75 |
+7.75 |
0 |
53 |
+0 |
May14 |
120824 |
1329.25 |
1329.25 |
1321.50 |
1329.25 |
+7.75 |
0 |
80 |
+0 |
Jul14 |
120824 |
1333.00 |
1333.00 |
1325.25 |
1333.00 |
+7.75 |
0 |
39 |
+0 |
Aug14 |
120824 |
1327.75 |
1327.75 |
1320.00 |
1327.75 |
+7.75 |
|
|
|
Total Volume and Open Interest |
155,571 |
753,489 |
-1,700 |
Soybean Meal(CBOT) |
Sep12 |
120824 |
527.90 |
534.30 |
526.10 |
533.40 |
+5.60 |
19,295 |
37,971 |
-1,152 |
Oct12 |
120824 |
520.80 |
528.00 |
520.00 |
526.90 |
+6.30 |
13,584 |
41,647 |
+1,838 |
Dec12 |
120824 |
515.30 |
523.70 |
514.30 |
522.80 |
+7.50 |
39,521 |
115,365 |
-643 |
Jan13 |
120824 |
508.50 |
515.00 |
506.20 |
514.70 |
+8.10 |
3,053 |
17,567 |
+140 |
Mar13 |
120824 |
472.50 |
480.90 |
472.50 |
480.70 |
+8.20 |
2,319 |
15,543 |
+147 |
May13 |
120824 |
435.30 |
443.80 |
434.90 |
441.70 |
+6.00 |
3,179 |
16,376 |
+855 |
Jul13 |
120824 |
429.50 |
431.50 |
423.60 |
428.80 |
+5.20 |
4,314 |
14,590 |
-378 |
Aug13 |
120824 |
414.50 |
416.90 |
409.90 |
413.10 |
+3.20 |
111 |
776 |
+8 |
Sep13 |
120824 |
396.00 |
396.00 |
386.50 |
386.90 |
-0.10 |
75 |
818 |
+51 |
Oct13 |
120824 |
365.70 |
365.70 |
360.00 |
360.70 |
-0.10 |
177 |
2,022 |
+75 |
Total Volume and Open Interest |
85,784 |
268,969 |
+983 |
Soybean Oil(CBOT) |
Sep12 |
120824 |
56.24 |
56.67 |
55.96 |
56.24 |
+0.12 |
21,628 |
41,788 |
-2,667 |
Oct12 |
120824 |
56.40 |
56.85 |
56.25 |
56.45 |
+0.13 |
16,008 |
35,419 |
+1,946 |
Dec12 |
120824 |
56.79 |
57.31 |
56.61 |
56.90 |
+0.13 |
67,494 |
163,819 |
+5,772 |
Jan13 |
120824 |
57.00 |
57.46 |
56.85 |
57.12 |
+0.14 |
9,449 |
31,985 |
-7 |
Mar13 |
120824 |
57.17 |
57.48 |
57.01 |
57.15 |
+0.15 |
6,156 |
21,079 |
+1,137 |
May13 |
120824 |
56.72 |
57.29 |
56.68 |
56.96 |
+0.16 |
3,674 |
14,392 |
+443 |
Jul13 |
120824 |
56.66 |
57.17 |
56.66 |
56.90 |
+0.14 |
2,407 |
14,096 |
-82 |
Aug13 |
120824 |
56.60 |
56.74 |
56.42 |
56.63 |
+0.21 |
418 |
2,293 |
-230 |
Sep13 |
120824 |
56.09 |
56.20 |
55.92 |
56.15 |
+0.23 |
145 |
1,580 |
-13 |
Oct13 |
120824 |
55.01 |
55.38 |
55.00 |
55.34 |
+0.30 |
155 |
2,665 |
+26 |
Total Volume and Open Interest |
128,167 |
336,947 |
+6,230 |
Canola(WCE) |
Nov12 |
120824 |
625.3 |
638.2 |
625.3 |
633.6 |
+6.8 |
9,436 |
134,898 |
+2,237 |
Jan13 |
120824 |
634.0 |
641.6 |
634.0 |
637.2 |
+7.2 |
2,837 |
51,922 |
-342 |
Mar13 |
120824 |
632.1 |
639.3 |
632.1 |
635.3 |
+6.8 |
1,339 |
18,321 |
+783 |
May13 |
120824 |
624.1 |
625.0 |
618.8 |
620.8 |
+6.2 |
131 |
19,595 |
+102 |
Jul13 |
120824 |
612.6 |
615.5 |
610.0 |
612.5 |
+7.6 |
33 |
3,741 |
+26 |
Total Volume and Open Interest |
13,830 |
230,474 |
+2,858 |
Corn(CBOT) |
Sep12 |
120824 |
808.50 |
817.00 |
800.00 |
802.25 |
-6.50 |
59,188 |
122,605 |
-9,993 |
Dec12 |
120824 |
814.75 |
823.00 |
806.00 |
808.50 |
-6.25 |
132,474 |
709,265 |
+6,723 |
Mar13 |
120824 |
814.50 |
822.00 |
806.00 |
808.50 |
-5.75 |
24,819 |
173,263 |
-849 |
May13 |
120824 |
804.50 |
813.00 |
798.50 |
801.25 |
-4.75 |
7,759 |
49,829 |
+1,128 |
Jul13 |
120824 |
791.25 |
796.50 |
783.25 |
785.75 |
-5.50 |
9,950 |
100,562 |
+670 |
Sep13 |
120824 |
675.25 |
684.50 |
675.25 |
680.75 |
-2.00 |
597 |
14,425 |
+262 |
Dec13 |
120824 |
647.00 |
650.00 |
641.75 |
646.75 |
-0.50 |
2,432 |
77,427 |
+581 |
Mar14 |
120824 |
652.00 |
652.00 |
649.00 |
651.50 |
-0.25 |
41 |
1,653 |
+25 |
May14 |
120824 |
654.00 |
654.25 |
654.00 |
654.00 |
-0.25 |
0 |
383 |
+0 |
Jul14 |
120824 |
651.25 |
655.50 |
651.25 |
655.50 |
unch |
4 |
991 |
+2 |
Total Volume and Open Interest |
237,387 |
1,255,526 |
-1,442 |
Wheat(CBOT) |
Sep12 |
120824 |
873.50 |
885.50 |
866.00 |
867.50 |
-7.00 |
21,950 |
45,265 |
-5,333 |
Dec12 |
120824 |
893.75 |
906.50 |
887.25 |
888.50 |
-6.25 |
47,951 |
267,119 |
+3,352 |
Mar13 |
120824 |
903.75 |
915.25 |
896.75 |
898.50 |
-5.75 |
7,731 |
58,802 |
+787 |
May13 |
120824 |
897.50 |
902.25 |
887.00 |
888.50 |
-6.00 |
1,738 |
14,690 |
+434 |
Jul13 |
120824 |
849.50 |
858.50 |
846.75 |
852.00 |
-0.25 |
1,853 |
48,300 |
+311 |
Sep13 |
120824 |
852.00 |
852.25 |
848.25 |
852.25 |
unch |
291 |
1,627 |
+72 |
Total Volume and Open Interest |
82,193 |
465,354 |
-141 |
Wheat(KCBT) |
Sep12 |
120824 |
881.50 |
894.25 |
874.75 |
876.25 |
-6.75 |
9,221 |
29,726 |
-4,136 |
Dec12 |
120824 |
905.75 |
919.00 |
899.50 |
901.25 |
-6.25 |
13,918 |
81,960 |
+3,399 |
Mar13 |
120824 |
918.00 |
929.00 |
910.75 |
913.25 |
-5.25 |
1,344 |
20,486 |
+321 |
May13 |
120824 |
916.00 |
923.75 |
909.00 |
910.25 |
-5.25 |
50 |
7,847 |
+7 |
Jul13 |
120824 |
870.00 |
876.00 |
863.50 |
867.25 |
-4.25 |
302 |
13,070 |
+81 |
Sep13 |
120824 |
870.00 |
870.00 |
868.75 |
869.25 |
-4.25 |
30 |
687 |
+22 |
Total Volume and Open Interest |
24,869 |
154,676 |
-305 |
Wheat(MGE) |
Sep12 |
120824 |
917.50 |
927.00 |
909.50 |
918.50 |
-2.00 |
1,905 |
7,739 |
-574 |
Dec12 |
120824 |
933.50 |
941.00 |
923.25 |
930.00 |
-4.25 |
3,624 |
21,300 |
-207 |
Mar13 |
120824 |
942.25 |
948.50 |
934.00 |
938.50 |
-4.75 |
723 |
7,132 |
-1 |
May13 |
120824 |
951.00 |
953.00 |
941.25 |
945.25 |
-3.75 |
73 |
1,335 |
+31 |
Jul13 |
120824 |
952.50 |
954.00 |
944.25 |
948.25 |
-2.25 |
8 |
412 |
+1 |
Total Volume and Open Interest |
6,368 |
40,372 |
-731 |
Oats(CBOT) |
Sep12 |
120824 |
388.00 |
393.00 |
387.50 |
388.50 |
+1.00 |
167 |
787 |
-144 |
Dec12 |
120824 |
389.50 |
400.00 |
389.50 |
391.50 |
+0.50 |
412 |
9,250 |
+29 |
Mar13 |
120824 |
398.00 |
399.50 |
390.75 |
392.00 |
unch |
38 |
813 |
+20 |
May13 |
120824 |
397.50 |
397.50 |
388.50 |
388.50 |
-2.25 |
0 |
29 |
+0 |
Total Volume and Open Interest |
617 |
10,893 |
-95 |
Rough Rice(CBOT) |
Sep12 |
120824 |
15.42 |
15.55 |
15.31 |
15.41 |
-0.01 |
724 |
4,691 |
-274 |
Nov12 |
120824 |
15.69 |
15.80 |
15.59 |
15.69 |
-0.02 |
705 |
8,241 |
+344 |
Jan13 |
120824 |
16.07 |
16.07 |
15.93 |
15.99 |
-0.01 |
238 |
1,122 |
+73 |
Mar13 |
120824 |
16.26 |
16.26 |
16.24 |
16.24 |
-0.01 |
0 |
114 |
+0 |
Total Volume and Open Interest |
1,669 |
14,200 |
+145 |
Live Cattle(CME) |
Aug12 |
120824 |
120.430 |
120.430 |
119.535 |
119.885 |
-0.445 |
1,766 |
2,437 |
-288 |
Oct12 |
120824 |
124.850 |
125.035 |
124.250 |
124.450 |
-0.480 |
16,920 |
133,061 |
-477 |
Dec12 |
120824 |
128.235 |
128.450 |
127.635 |
127.885 |
-0.515 |
8,414 |
75,166 |
+899 |
Feb13 |
120824 |
131.800 |
132.185 |
131.380 |
131.700 |
-0.550 |
3,945 |
35,183 |
-331 |
Apr13 |
120824 |
135.535 |
135.950 |
135.235 |
135.400 |
-0.650 |
2,227 |
26,700 |
+562 |
Jun13 |
120824 |
132.935 |
132.985 |
132.235 |
132.500 |
-0.550 |
849 |
10,409 |
-144 |
Total Volume and Open Interest |
34,278 |
288,035 |
+285 |
Feeder Cattle(CME) |
Aug12 |
120824 |
141.150 |
141.650 |
140.500 |
140.500 |
-0.785 |
357 |
4,326 |
-542 |
Sep12 |
120824 |
143.435 |
143.650 |
142.850 |
142.950 |
-0.535 |
1,247 |
6,671 |
+97 |
Oct12 |
120824 |
144.800 |
145.000 |
144.050 |
144.435 |
-0.390 |
1,719 |
13,523 |
+527 |
Nov12 |
120824 |
145.800 |
146.325 |
145.250 |
145.650 |
-0.285 |
490 |
5,163 |
+73 |
Jan13 |
120824 |
148.500 |
148.900 |
147.985 |
148.285 |
-0.115 |
134 |
4,283 |
+29 |
Mar13 |
120824 |
151.350 |
151.650 |
150.935 |
151.400 |
+0.050 |
27 |
1,333 |
+1 |
Apr13 |
120824 |
152.700 |
152.825 |
152.600 |
152.600 |
+0.350 |
9 |
596 |
+1 |
Total Volume and Open Interest |
4,008 |
36,774 |
+200 |
Lean Hogs(CME) |
Oct12 |
120824 |
72.580 |
72.975 |
72.100 |
72.385 |
-0.195 |
21,151 |
92,274 |
-1,681 |
Dec12 |
120824 |
70.500 |
71.200 |
70.225 |
70.580 |
-0.020 |
9,800 |
54,138 |
+199 |
Feb13 |
120824 |
78.035 |
78.785 |
77.750 |
78.535 |
+0.285 |
5,385 |
31,491 |
-153 |
Apr13 |
120824 |
86.550 |
87.550 |
86.500 |
87.400 |
+0.700 |
2,199 |
22,230 |
+252 |
May13 |
120824 |
94.885 |
96.500 |
94.885 |
96.500 |
+0.800 |
43 |
962 |
-1 |
Jun13 |
120824 |
98.330 |
99.900 |
98.250 |
99.550 |
+1.050 |
1,495 |
14,337 |
+342 |
Jul13 |
120824 |
98.430 |
99.400 |
98.430 |
99.400 |
+1.150 |
479 |
3,821 |
-132 |
Aug13 |
120824 |
97.430 |
98.500 |
97.430 |
98.300 |
+1.200 |
264 |
2,908 |
-11 |
Total Volume and Open Interest |
40,931 |
223,936 |
-1,149 |
Class III Milk(CME) |
Aug12 |
120824 |
17.71 |
17.72 |
17.69 |
17.72 |
+0.02 |
163 |
4,219 |
-33 |
Sep12 |
120824 |
19.19 |
19.21 |
18.96 |
19.10 |
-0.10 |
210 |
5,237 |
+31 |
Oct12 |
120824 |
20.20 |
20.25 |
19.85 |
20.01 |
-0.17 |
191 |
4,794 |
+17 |
Nov12 |
120824 |
20.09 |
20.10 |
19.85 |
19.98 |
-0.12 |
155 |
3,686 |
+41 |
Dec12 |
120824 |
20.03 |
20.15 |
19.85 |
19.95 |
-0.20 |
143 |
3,430 |
+55 |
Total Volume and Open Interest |
1,210 |
28,557 |
+310 |
Cocoa(ICE) |
Sep12 |
120824 |
2419 |
2439 |
2417 |
2437 |
+12 |
40 |
294 |
-19 |
Dec12 |
120824 |
2385 |
2408 |
2366 |
2397 |
+12 |
10,172 |
103,885 |
-1,178 |
Mar13 |
120824 |
2395 |
2420 |
2380 |
2411 |
+13 |
1,725 |
41,975 |
+18 |
May13 |
120824 |
2407 |
2424 |
2391 |
2420 |
+10 |
819 |
15,697 |
-122 |
Jul13 |
120824 |
2416 |
2430 |
2415 |
2430 |
+10 |
122 |
10,112 |
+42 |
Sep13 |
120824 |
2423 |
2437 |
2415 |
2437 |
+9 |
120 |
4,747 |
+76 |
Dec13 |
120824 |
2430 |
2446 |
2430 |
2446 |
+9 |
8 |
6,097 |
-8 |
Total Volume and Open Interest |
13,014 |
188,058 |
-1,183 |
Coffee "C"(ICE) |
Sep12 |
120824 |
160.35 |
163.50 |
160.00 |
162.60 |
+2.35 |
6,689 |
1,968 |
-3,076 |
Dec12 |
120824 |
162.15 |
164.50 |
161.25 |
162.90 |
+1.05 |
14,323 |
90,504 |
+3,443 |
Mar13 |
120824 |
165.20 |
168.10 |
165.00 |
166.55 |
+1.05 |
2,162 |
28,423 |
+422 |
May13 |
120824 |
167.50 |
170.45 |
167.50 |
169.05 |
+1.05 |
470 |
7,332 |
+99 |
Jul13 |
120824 |
170.05 |
172.20 |
170.05 |
171.55 |
+0.95 |
152 |
5,221 |
+9 |
Sep13 |
120824 |
173.25 |
174.15 |
173.25 |
174.05 |
+0.90 |
48 |
1,580 |
+23 |
Total Volume and Open Interest |
23,847 |
136,872 |
+922 |
Orange Juice(ICE) |
Sep12 |
120824 |
136.60 |
140.95 |
134.00 |
139.10 |
+2.50 |
776 |
1,984 |
-221 |
Nov12 |
120824 |
117.75 |
119.05 |
113.40 |
117.95 |
-1.10 |
2,237 |
16,343 |
+492 |
Jan13 |
120824 |
115.95 |
118.55 |
114.00 |
118.10 |
-1.75 |
485 |
2,504 |
-111 |
Mar13 |
120824 |
119.70 |
120.50 |
119.70 |
120.10 |
-1.70 |
39 |
2,044 |
+1 |
May13 |
120824 |
121.80 |
121.80 |
121.80 |
121.80 |
-1.85 |
33 |
413 |
+13 |
Jul13 |
120824 |
123.65 |
123.65 |
123.65 |
123.65 |
-1.80 |
0 |
16 |
+0 |
Total Volume and Open Interest |
3,570 |
23,317 |
+174 |
Sugar #11(ICE) |
Oct12 |
120824 |
19.62 |
19.74 |
19.48 |
19.58 |
-0.01 |
43,423 |
303,630 |
-2,010 |
Mar13 |
120824 |
20.47 |
20.48 |
20.22 |
20.29 |
-0.04 |
19,254 |
173,863 |
+4,185 |
May13 |
120824 |
20.45 |
20.45 |
20.20 |
20.25 |
-0.05 |
4,425 |
47,047 |
+103 |
Jul13 |
120824 |
20.40 |
20.44 |
20.20 |
20.26 |
-0.03 |
3,098 |
77,596 |
-21 |
Oct13 |
120824 |
20.66 |
20.73 |
20.50 |
20.56 |
-0.03 |
1,175 |
41,972 |
+127 |
Mar14 |
120824 |
20.95 |
21.07 |
20.85 |
20.93 |
-0.01 |
362 |
26,126 |
+6 |
May14 |
120824 |
20.84 |
20.98 |
20.79 |
20.87 |
+0.03 |
121 |
7,004 |
-14 |
Jul14 |
120824 |
20.79 |
20.95 |
20.78 |
20.89 |
+0.06 |
101 |
6,110 |
+14 |
Total Volume and Open Interest |
72,081 |
692,862 |
+2,435 |
London Cocoa(LCE) |
Sep12 |
120824 |
1576 |
1577 |
1560 |
1573 |
+3 |
1,968 |
31,462 |
-1,003 |
Dec12 |
120824 |
1588 |
1590 |
1571 |
1585 |
+2 |
6,133 |
65,731 |
-999 |
Mar13 |
120824 |
1575 |
1577 |
1562 |
1575 |
+4 |
2,086 |
55,817 |
+263 |
May13 |
120824 |
1579 |
1583 |
1567 |
1579 |
+5 |
761 |
24,053 |
+55 |
Jul13 |
120824 |
1585 |
1586 |
1572 |
1583 |
+3 |
444 |
13,492 |
+217 |
Sep13 |
120824 |
1585 |
1585 |
1579 |
1585 |
+4 |
316 |
8,402 |
-19 |
Dec13 |
120824 |
1585 |
1586 |
1575 |
1586 |
+5 |
31 |
7,819 |
+15 |
Total Volume and Open Interest |
11,763 |
207,374 |
-1,471 |
London Sugar(LCE) |
Oct12 |
120824 |
546.50 |
549.50 |
544.90 |
549.40 |
+2.30 |
2,712 |
22,627 |
-819 |
Dec12 |
120824 |
545.30 |
547.70 |
543.30 |
547.10 |
+1.50 |
1,163 |
13,549 |
+723 |
Mar13 |
120824 |
548.60 |
552.70 |
547.60 |
550.80 |
+0.80 |
1,488 |
18,253 |
+130 |
May13 |
120824 |
551.80 |
553.10 |
550.10 |
552.30 |
-0.50 |
521 |
4,290 |
+130 |
Aug13 |
120824 |
550.00 |
551.70 |
548.30 |
550.30 |
-0.80 |
353 |
2,747 |
+124 |
Total Volume and Open Interest |
6,457 |
64,724 |
+326 |
Cotton(ICE) |
Oct12 |
120824 |
75.32 |
75.97 |
74.05 |
74.45 |
-1.45 |
64 |
349 |
-8 |
Dec12 |
120824 |
76.69 |
76.99 |
74.72 |
75.21 |
-1.59 |
13,640 |
127,696 |
+24 |
Mar13 |
120824 |
77.05 |
77.60 |
75.50 |
75.94 |
-1.44 |
2,266 |
37,299 |
+528 |
May13 |
120824 |
77.45 |
77.91 |
75.95 |
76.39 |
-1.41 |
502 |
6,157 |
-12 |
Jul13 |
120824 |
78.45 |
78.45 |
76.48 |
76.94 |
-1.51 |
196 |
6,550 |
-28 |
Oct13 |
120824 |
78.37 |
78.37 |
78.37 |
78.37 |
-1.39 |
0 |
5 |
+0 |
Total Volume and Open Interest |
16,860 |
180,841 |
+594 |
Lumber(CME) |
Sep12 |
120824 |
291.9 |
294.8 |
290.0 |
291.2 |
-1.3 |
350 |
1,749 |
-190 |
Nov12 |
120824 |
293.0 |
295.6 |
291.0 |
291.9 |
-1.2 |
437 |
6,534 |
+103 |
Jan13 |
120824 |
304.8 |
307.4 |
302.6 |
305.5 |
+0.2 |
63 |
1,351 |
-13 |
Mar13 |
120824 |
312.7 |
314.0 |
310.5 |
313.7 |
+2.0 |
11 |
316 |
+2 |
Total Volume and Open Interest |
861 |
9,972 |
-98 |
Crude Oil(NYM) |
Oct12 |
120824 |
96.06 |
97.17 |
95.41 |
96.15 |
-0.12 |
217,435 |
277,310 |
-3,099 |
Nov12 |
120824 |
96.40 |
97.49 |
95.75 |
96.45 |
-0.15 |
40,589 |
151,894 |
+2,020 |
Dec12 |
120824 |
96.77 |
97.84 |
96.14 |
96.79 |
-0.19 |
53,901 |
198,538 |
+3,897 |
Jan13 |
120824 |
97.00 |
98.17 |
96.61 |
97.20 |
-0.22 |
18,085 |
108,040 |
+1,881 |
Feb13 |
120824 |
97.21 |
98.31 |
97.09 |
97.49 |
-0.26 |
14,610 |
42,949 |
-584 |
Mar13 |
120824 |
97.43 |
98.66 |
97.11 |
97.63 |
-0.28 |
17,083 |
53,318 |
+5,229 |
Apr13 |
120824 |
97.10 |
98.22 |
97.10 |
97.58 |
-0.31 |
6,283 |
22,664 |
+389 |
May13 |
120824 |
97.55 |
98.18 |
96.91 |
97.41 |
-0.34 |
4,167 |
21,913 |
+192 |
Jun13 |
120824 |
96.80 |
98.15 |
96.66 |
97.17 |
-0.36 |
18,031 |
72,659 |
+3,216 |
Jul13 |
120824 |
96.70 |
97.65 |
96.56 |
96.88 |
-0.38 |
1,607 |
27,297 |
+226 |
Aug13 |
120824 |
97.17 |
97.30 |
96.52 |
96.55 |
-0.41 |
1,175 |
17,455 |
-34 |
Sep13 |
120824 |
96.21 |
96.21 |
96.21 |
96.21 |
-0.45 |
2,228 |
27,464 |
+353 |
Oct13 |
120824 |
95.88 |
95.88 |
95.88 |
95.88 |
-0.49 |
1,124 |
14,505 |
+205 |
Nov13 |
120824 |
95.57 |
95.57 |
95.57 |
95.57 |
-0.52 |
687 |
19,128 |
+18 |
Dec13 |
120824 |
95.40 |
96.18 |
94.83 |
95.25 |
-0.55 |
20,584 |
146,409 |
+1,806 |
Jan14 |
120824 |
94.82 |
94.82 |
94.82 |
94.82 |
-0.57 |
238 |
19,892 |
+117 |
Total Volume and Open Interest |
428,683 |
1,485,344 |
+16,115 |
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 |
120824 |
96.050 |
97.150 |
95.400 |
96.150 |
-0.125 |
6,862 |
4,467 |
+405 |
Nov12 |
120824 |
96.400 |
97.450 |
95.825 |
96.450 |
-0.150 |
234 |
2,504 |
-14 |
Dec12 |
120824 |
96.500 |
97.750 |
96.200 |
96.800 |
-0.175 |
109 |
3,624 |
-3 |
Jan13 |
120824 |
97.200 |
97.200 |
97.200 |
97.200 |
-0.225 |
31 |
663 |
+0 |
Feb13 |
120824 |
97.500 |
97.500 |
97.500 |
97.500 |
-0.250 |
0 |
70 |
+0 |
Mar13 |
120824 |
97.625 |
97.625 |
97.625 |
97.625 |
-0.275 |
1 |
6 |
+0 |
Apr13 |
120824 |
97.575 |
97.575 |
97.575 |
97.575 |
-0.325 |
0 |
1 |
+0 |
May13 |
120824 |
97.400 |
97.400 |
97.400 |
97.400 |
-0.350 |
|
|
|
Total Volume and Open Interest |
7,241 |
11,569 |
+388 |
Heating Oil(NYM) |
Sep12 |
120824 |
312.78 |
314.86 |
310.00 |
311.01 |
-2.29 |
41,010 |
53,331 |
-4,608 |
Oct12 |
120824 |
313.40 |
315.67 |
310.86 |
311.87 |
-2.25 |
43,436 |
74,473 |
+6,210 |
Nov12 |
120824 |
314.67 |
316.10 |
311.48 |
312.50 |
-2.29 |
14,182 |
46,762 |
+1,118 |
Dec12 |
120824 |
313.47 |
316.27 |
311.90 |
312.78 |
-2.23 |
18,062 |
47,002 |
+906 |
Jan13 |
120824 |
314.12 |
316.16 |
311.92 |
312.83 |
-2.19 |
8,473 |
31,662 |
+2,026 |
Feb13 |
120824 |
313.89 |
314.71 |
310.86 |
311.51 |
-2.18 |
3,404 |
12,104 |
+680 |
Mar13 |
120824 |
310.46 |
311.95 |
308.50 |
309.19 |
-2.22 |
3,432 |
21,418 |
+170 |
Apr13 |
120824 |
307.46 |
308.76 |
305.69 |
306.34 |
-2.20 |
1,809 |
20,861 |
+150 |
May13 |
120824 |
310.01 |
310.01 |
308.08 |
308.08 |
-2.17 |
1,493 |
9,381 |
-407 |
Jun13 |
120824 |
307.60 |
307.88 |
304.82 |
305.63 |
-2.12 |
2,167 |
9,849 |
+617 |
Jul13 |
120824 |
306.49 |
306.49 |
304.45 |
304.45 |
-1.98 |
285 |
2,739 |
+157 |
Aug13 |
120824 |
305.94 |
305.96 |
303.70 |
303.70 |
-1.87 |
768 |
1,181 |
+151 |
Sep13 |
120824 |
303.70 |
303.70 |
303.55 |
303.55 |
-1.87 |
665 |
981 |
+75 |
Oct13 |
120824 |
303.55 |
303.55 |
303.55 |
303.55 |
-1.90 |
156 |
509 |
+48 |
Total Volume and Open Interest |
139,834 |
337,778 |
+7,410 |
Gasoline(NYMEX) |
Sep12 |
120824 |
310.95 |
313.99 |
305.75 |
307.80 |
-3.78 |
40,451 |
41,569 |
-5,376 |
Oct12 |
120824 |
294.00 |
296.97 |
288.90 |
291.05 |
-3.79 |
47,031 |
96,137 |
+4,663 |
Nov12 |
120824 |
287.01 |
288.57 |
281.54 |
283.40 |
-3.70 |
24,497 |
42,971 |
+232 |
Dec12 |
120824 |
281.15 |
283.17 |
276.70 |
278.59 |
-3.46 |
17,823 |
49,183 |
+303 |
Jan13 |
120824 |
278.50 |
280.25 |
275.08 |
276.30 |
-3.23 |
8,627 |
18,258 |
-360 |
Feb13 |
120824 |
278.61 |
280.06 |
274.00 |
275.96 |
-3.13 |
3,435 |
9,654 |
+454 |
Mar13 |
120824 |
279.45 |
280.20 |
276.59 |
276.79 |
-3.05 |
1,670 |
9,963 |
+583 |
Apr13 |
120824 |
292.95 |
293.90 |
290.49 |
290.49 |
-2.89 |
738 |
5,624 |
+87 |
May13 |
120824 |
288.91 |
288.91 |
288.91 |
288.91 |
-2.80 |
392 |
2,861 |
+17 |
Jun13 |
120824 |
288.81 |
289.20 |
286.22 |
286.22 |
-2.74 |
971 |
6,114 |
+392 |
Total Volume and Open Interest |
145,848 |
291,769 |
+1,046 |
e-miNY RBOB Gasoline(NYM) |
Sep12 |
120824 |
307.80 |
307.80 |
306.40 |
307.80 |
-3.80 |
1 |
2 |
+1 |
Oct12 |
120824 |
291.10 |
291.10 |
291.05 |
291.10 |
-3.70 |
|
|
|
Nov12 |
120824 |
283.40 |
283.40 |
283.40 |
283.40 |
-3.70 |
|
|
|
Dec12 |
120824 |
278.60 |
278.60 |
278.59 |
278.60 |
-3.50 |
|
|
|
Total Volume and Open Interest |
1 |
2 |
+1 |
Natural Gas(NYM) |
Sep12 |
120824 |
2.833 |
2.877 |
2.695 |
2.702 |
-0.100 |
128,634 |
64,043 |
-15,107 |
Oct12 |
120824 |
2.862 |
2.910 |
2.727 |
2.734 |
-0.105 |
75,801 |
188,888 |
+971 |
Nov12 |
120824 |
3.027 |
3.092 |
2.926 |
2.929 |
-0.092 |
40,303 |
220,665 |
+219 |
Dec12 |
120824 |
3.318 |
3.359 |
3.210 |
3.214 |
-0.077 |
24,924 |
57,815 |
+151 |
Jan13 |
120824 |
3.476 |
3.477 |
3.346 |
3.350 |
-0.073 |
24,078 |
153,925 |
-391 |
Feb13 |
120824 |
3.459 |
3.460 |
3.365 |
3.368 |
-0.073 |
3,897 |
28,870 |
+158 |
Mar13 |
120824 |
3.437 |
3.450 |
3.352 |
3.355 |
-0.071 |
4,262 |
56,578 |
+451 |
Apr13 |
120824 |
3.440 |
3.467 |
3.343 |
3.347 |
-0.067 |
6,681 |
69,403 |
+1,712 |
May13 |
120824 |
3.475 |
3.505 |
3.385 |
3.386 |
-0.064 |
1,170 |
18,539 |
+12 |
Jun13 |
120824 |
3.515 |
3.515 |
3.428 |
3.428 |
-0.062 |
1,055 |
14,280 |
-25 |
Jul13 |
120824 |
3.555 |
3.555 |
3.465 |
3.465 |
-0.063 |
585 |
15,352 |
+34 |
Aug13 |
120824 |
3.575 |
3.575 |
3.485 |
3.485 |
-0.062 |
438 |
11,138 |
-13 |
Sep13 |
120824 |
3.580 |
3.580 |
3.490 |
3.490 |
-0.063 |
324 |
9,046 |
+69 |
Oct13 |
120824 |
3.610 |
3.610 |
3.517 |
3.518 |
-0.063 |
1,659 |
42,855 |
+921 |
Nov13 |
120824 |
3.675 |
3.700 |
3.634 |
3.634 |
-0.061 |
373 |
19,101 |
+91 |
Dec13 |
120824 |
3.893 |
3.893 |
3.841 |
3.841 |
-0.059 |
340 |
17,511 |
-75 |
Total Volume and Open Interest |
316,659 |
1,076,359 |
-9,659 |
Brent Crude Oil(ICE) |
Oct12 |
120824 |
114.59 |
115.28 |
113.00 |
113.59 |
-1.42 |
203,759 |
245,486 |
-14,281 |
Nov12 |
120824 |
113.76 |
114.53 |
112.41 |
113.01 |
-1.25 |
106,303 |
191,266 |
+10,302 |
Dec12 |
120824 |
113.17 |
113.94 |
111.86 |
112.51 |
-1.17 |
87,818 |
148,572 |
+6,419 |
Jan13 |
120824 |
112.95 |
113.44 |
111.38 |
112.06 |
-1.14 |
25,350 |
48,518 |
+4,682 |
Feb13 |
120824 |
112.47 |
112.90 |
110.92 |
111.59 |
-1.13 |
10,933 |
36,074 |
+612 |
Mar13 |
120824 |
111.97 |
112.43 |
110.45 |
111.10 |
-1.13 |
11,940 |
37,230 |
+1,429 |
Apr13 |
120824 |
111.12 |
111.80 |
110.17 |
110.60 |
-1.13 |
5,086 |
18,485 |
-122 |
May13 |
120824 |
110.61 |
111.27 |
109.62 |
110.09 |
-1.12 |
4,125 |
18,533 |
+614 |
Jun13 |
120824 |
110.10 |
110.81 |
109.10 |
109.57 |
-1.12 |
15,289 |
51,292 |
+997 |
Jul13 |
120824 |
109.08 |
109.08 |
109.08 |
109.08 |
-1.11 |
2,299 |
17,899 |
-52 |
Aug13 |
120824 |
108.58 |
108.58 |
108.58 |
108.58 |
-1.10 |
2,625 |
18,003 |
+82 |
Sep13 |
120824 |
108.08 |
108.08 |
108.08 |
108.08 |
-1.09 |
3,765 |
21,734 |
+976 |
Oct13 |
120824 |
107.57 |
107.57 |
107.57 |
107.57 |
-1.09 |
3,013 |
16,991 |
+772 |
Nov13 |
120824 |
107.10 |
107.10 |
107.10 |
107.10 |
-1.08 |
4,224 |
15,273 |
+2,139 |
Total Volume and Open Interest |
517,211 |
1,138,243 |
+18,196 |
Gas Oil(ICE) |
Sep12 |
120824 |
986.75 |
992.00 |
977.75 |
989.50 |
-6.00 |
57,434 |
111,245 |
-8,633 |
Oct12 |
120824 |
985.75 |
992.25 |
978.25 |
990.00 |
-6.75 |
67,191 |
127,728 |
+1,678 |
Nov12 |
120824 |
983.50 |
988.75 |
975.00 |
986.50 |
-7.50 |
22,367 |
63,962 |
+198 |
Dec12 |
120824 |
978.75 |
983.25 |
969.75 |
981.25 |
-8.25 |
35,956 |
71,788 |
-3,236 |
Jan13 |
120824 |
973.75 |
979.50 |
966.25 |
977.50 |
-8.75 |
10,444 |
34,046 |
-1,151 |
Feb13 |
120824 |
967.75 |
974.50 |
965.00 |
972.50 |
-9.50 |
2,348 |
20,315 |
+17 |
Mar13 |
120824 |
962.25 |
968.75 |
960.50 |
966.75 |
-9.75 |
1,313 |
19,318 |
+294 |
Apr13 |
120824 |
956.50 |
962.00 |
954.50 |
961.00 |
-9.75 |
696 |
15,360 |
+86 |
May13 |
120824 |
949.25 |
956.00 |
949.00 |
955.25 |
-9.50 |
1,066 |
11,624 |
+136 |
Jun13 |
120824 |
946.00 |
952.50 |
941.75 |
950.50 |
-9.25 |
3,040 |
36,774 |
+952 |
Total Volume and Open Interest |
206,388 |
599,831 |
-8,974 |
Ethanol(CBOT) |
Aug12 |
120803 |
2.614 |
2.614 |
2.614 |
2.614 |
+0.049 |
76 |
45 |
-45 |
Sep12 |
120824 |
2.628 |
2.629 |
2.600 |
2.601 |
-0.027 |
212 |
691 |
-29 |
Oct12 |
120824 |
2.617 |
2.617 |
2.582 |
2.585 |
-0.021 |
214 |
1,132 |
+70 |
Nov12 |
120824 |
2.585 |
2.585 |
2.567 |
2.570 |
-0.017 |
87 |
1,844 |
+32 |
Dec12 |
120824 |
2.568 |
2.568 |
2.554 |
2.557 |
-0.015 |
47 |
1,678 |
+1 |
Jan13 |
120824 |
2.558 |
2.558 |
2.544 |
2.549 |
-0.015 |
38 |
1,660 |
-14 |
Feb13 |
120824 |
2.546 |
2.546 |
2.532 |
2.533 |
-0.019 |
45 |
1,304 |
-15 |
Mar13 |
120824 |
2.540 |
2.540 |
2.530 |
2.532 |
-0.021 |
28 |
1,476 |
+13 |
Total Volume and Open Interest |
700 |
11,991 |
+77 |
WTI Crude Oil(ICE) |
Oct12 |
120824 |
95.95 |
97.20 |
95.41 |
96.15 |
-0.12 |
41,525 |
63,705 |
-3,044 |
Nov12 |
120824 |
96.21 |
97.51 |
95.76 |
96.45 |
-0.15 |
11,954 |
40,001 |
+2,799 |
Dec12 |
120824 |
96.50 |
97.80 |
96.12 |
96.79 |
-0.19 |
18,423 |
96,691 |
+2,967 |
Jan13 |
120824 |
96.72 |
98.00 |
96.58 |
97.20 |
-0.22 |
5,423 |
23,871 |
+816 |
Feb13 |
120824 |
97.27 |
98.03 |
96.91 |
97.49 |
-0.26 |
4,208 |
14,966 |
+785 |
Mar13 |
120824 |
97.50 |
98.41 |
97.08 |
97.63 |
-0.28 |
3,177 |
14,536 |
+392 |
Apr13 |
120824 |
97.20 |
98.15 |
97.06 |
97.58 |
-0.31 |
1,407 |
5,272 |
+21 |
May13 |
120824 |
96.93 |
97.99 |
96.92 |
97.41 |
-0.34 |
2,224 |
5,945 |
+868 |
Jun13 |
120824 |
96.75 |
97.76 |
96.69 |
97.17 |
-0.36 |
3,820 |
33,531 |
+1,273 |
Jul13 |
120824 |
96.88 |
96.88 |
96.88 |
96.88 |
-0.38 |
556 |
2,503 |
+104 |
Aug13 |
120824 |
96.55 |
96.55 |
96.55 |
96.55 |
-0.41 |
354 |
3,723 |
+40 |
Sep13 |
120824 |
96.21 |
96.21 |
96.21 |
96.21 |
-0.45 |
263 |
7,985 |
-76 |
Oct13 |
120824 |
95.88 |
95.88 |
95.88 |
95.88 |
-0.49 |
267 |
2,195 |
+94 |
Nov13 |
120824 |
95.57 |
95.57 |
95.57 |
95.57 |
-0.52 |
245 |
3,601 |
+53 |
Dec13 |
120824 |
94.98 |
95.88 |
94.83 |
95.25 |
-0.55 |
4,951 |
68,238 |
+1,800 |
Jan14 |
120824 |
94.82 |
94.82 |
94.82 |
94.82 |
-0.57 |
0 |
3,311 |
+0 |
Total Volume and Open Interest |
101,019 |
472,320 |
+8,829 |
US Dollar Index(ICE) |
Sep12 |
120824 |
81.390 |
81.750 |
81.365 |
81.603 |
+0.243 |
26,964 |
64,660 |
+206 |
Dec12 |
120824 |
81.750 |
81.950 |
81.750 |
81.893 |
+0.238 |
172 |
1,004 |
+60 |
Mar13 |
120824 |
82.283 |
82.283 |
82.283 |
82.283 |
+0.238 |
|
|
|
Total Volume and Open Interest |
27,136 |
65,664 |
+266 |
Australian Dollar(CME) |
Sep12 |
120824 |
104.18 |
104.23 |
103.54 |
103.87 |
-0.35 |
167,568 |
188,869 |
-4,826 |
Dec12 |
120824 |
103.20 |
103.36 |
102.73 |
103.02 |
-0.34 |
245 |
1,570 |
-13 |
Mar13 |
120824 |
102.24 |
102.57 |
102.24 |
102.24 |
-0.33 |
0 |
4 |
+0 |
Total Volume and Open Interest |
167,813 |
190,454 |
-4,839 |
British Pound(CME) |
Sep12 |
120824 |
158.58 |
158.70 |
158.00 |
158.09 |
-0.54 |
104,062 |
115,428 |
-2,347 |
Dec12 |
120824 |
158.44 |
158.64 |
158.01 |
158.06 |
-0.54 |
62 |
645 |
+7 |
Mar13 |
120824 |
158.03 |
158.56 |
158.03 |
158.03 |
-0.53 |
4 |
88 |
+4 |
Total Volume and Open Interest |
104,129 |
116,215 |
-2,335 |
Canadian Dollar(CME) |
Sep12 |
120824 |
100.57 |
100.92 |
100.48 |
100.84 |
+0.23 |
104,353 |
141,233 |
+1,478 |
Dec12 |
120824 |
100.28 |
100.70 |
100.28 |
100.63 |
+0.23 |
766 |
8,250 |
-261 |
Mar13 |
120824 |
100.41 |
100.44 |
100.17 |
100.40 |
+0.23 |
41 |
1,566 |
-42 |
Jun13 |
120824 |
100.16 |
100.16 |
99.92 |
100.16 |
+0.24 |
4 |
394 |
-17 |
Total Volume and Open Interest |
105,164 |
151,568 |
+1,158 |
Japanese Yen(CME) |
Sep12 |
120824 |
127.36 |
127.49 |
127.05 |
127.07 |
-0.42 |
119,936 |
141,671 |
+1,827 |
Dec12 |
120824 |
127.46 |
127.59 |
127.18 |
127.18 |
-0.41 |
761 |
1,778 |
+209 |
Mar13 |
120824 |
127.34 |
127.76 |
127.34 |
127.34 |
-0.42 |
12 |
40 |
+2 |
Total Volume and Open Interest |
120,710 |
143,497 |
+2,039 |
Swiss Franc(CME) |
Sep12 |
120824 |
104.66 |
104.71 |
103.96 |
104.28 |
-0.38 |
43,627 |
53,774 |
-543 |
Dec12 |
120824 |
104.76 |
104.87 |
104.37 |
104.50 |
-0.37 |
13 |
303 |
+3 |
Mar13 |
120824 |
104.77 |
105.14 |
104.77 |
104.77 |
-0.37 |
0 |
2 |
+0 |
Total Volume and Open Interest |
43,640 |
54,079 |
-540 |
EuroFX(CME) |
Sep12 |
120824 |
125.68 |
125.74 |
124.83 |
125.21 |
-0.47 |
264,389 |
305,276 |
-9,443 |
Dec12 |
120824 |
125.86 |
125.86 |
125.00 |
125.36 |
-0.47 |
905 |
5,912 |
+110 |
Mar13 |
120824 |
125.61 |
126.01 |
125.50 |
125.53 |
-0.48 |
3 |
96 |
-3 |
Total Volume and Open Interest |
265,297 |
311,830 |
-9,336 |
Mexican Peso(CME) |
Sep12 |
120824 |
757.8 |
759.8 |
753.0 |
756.5 |
-1.5 |
34,942 |
183,602 |
+524 |
Oct12 |
120824 |
754.5 |
756.0 |
754.5 |
754.5 |
-1.5 |
|
|
|
Total Volume and Open Interest |
34,947 |
223,299 |
+527 |
Brazilian Real(CME) |
Sep12 |
120824 |
491.35 |
494.25 |
491.35 |
493.25 |
-0.15 |
283 |
3,865 |
+85 |
Oct12 |
120824 |
489.30 |
492.05 |
489.30 |
491.05 |
-0.15 |
70 |
668 |
-70 |
Nov12 |
120824 |
488.80 |
489.10 |
488.80 |
488.80 |
-0.30 |
|
|
|
Dec12 |
120824 |
486.95 |
487.00 |
486.60 |
486.60 |
-0.35 |
27 |
156 |
+4 |
Total Volume and Open Interest |
380 |
17,029 |
+19 |
30-Year T-Bonds(CBOT) |
Sep12 |
120824 |
148~090 |
149~040 |
148~040 |
148~120 |
-0~040 |
363,271 |
567,031 |
-4,165 |
Dec12 |
120824 |
149~020 |
149~310 |
148~300 |
149~070 |
-0~030 |
17,864 |
24,833 |
+6,712 |
Mar13 |
120824 |
148~150 |
148~150 |
148~150 |
148~150 |
-0~030 |
1 |
4 |
+1 |
Total Volume and Open Interest |
381,136 |
591,868 |
+2,548 |
10-Year T-Notes(CBOT) |
Sep12 |
120824 |
133~185 |
133~305 |
133~155 |
133~185 |
-0~035 |
1,143,315 |
1,539,374 |
-38,548 |
Dec12 |
120824 |
132~135 |
132~275 |
132~130 |
132~155 |
-0~040 |
45,082 |
54,000 |
+51 |
Mar13 |
120824 |
131~205 |
131~245 |
131~205 |
131~205 |
-0~040 |
|
|
|
Total Volume and Open Interest |
1,188,397 |
1,593,374 |
-38,497 |
5-Year T-Notes(CBOT) |
Sep12 |
120824 |
124~048 |
124~066 |
124~044 |
124~048 |
-0~008 |
561,807 |
1,195,880 |
-16,337 |
Dec12 |
120824 |
124~002 |
124~022 |
123~127 |
124~002 |
-0~009 |
52,473 |
71,911 |
+21,459 |
Mar13 |
120824 |
123~050 |
123~059 |
123~050 |
123~050 |
-0~009 |
|
|
|
Total Volume and Open Interest |
614,280 |
1,267,791 |
+5,122 |
2 Year T-Notes(CBOT) |
Sep12 |
120824 |
110~027 |
110~030 |
110~024 |
110~025 |
-0~003 |
207,255 |
886,662 |
-1,299 |
Dec12 |
120824 |
110~025 |
110~029 |
110~024 |
110~025 |
-0~002 |
42,591 |
132,687 |
+16,240 |
Mar13 |
120824 |
109~091 |
109~093 |
109~091 |
109~091 |
-0~002 |
|
|
|
Total Volume and Open Interest |
249,846 |
1,019,349 |
+14,941 |
Eurodollars(CME) |
Sep12 |
120824 |
99.595 |
99.600 |
99.592 |
99.598 |
+0.003 |
131,387 |
804,854 |
-3,503 |
Dec12 |
120824 |
99.610 |
99.625 |
99.610 |
99.620 |
+0.005 |
180,190 |
891,293 |
+2,601 |
Mar13 |
120824 |
99.605 |
99.615 |
99.595 |
99.605 |
unch |
199,908 |
712,273 |
+32,548 |
Jun13 |
120824 |
99.595 |
99.605 |
99.580 |
99.585 |
-0.010 |
188,640 |
659,185 |
+15,189 |
Sep13 |
120824 |
99.575 |
99.590 |
99.555 |
99.560 |
-0.020 |
188,752 |
684,153 |
+3,620 |
Dec13 |
120824 |
99.535 |
99.560 |
99.520 |
99.525 |
-0.020 |
185,593 |
632,745 |
+5,040 |
Mar14 |
120824 |
99.500 |
99.525 |
99.485 |
99.495 |
-0.015 |
147,034 |
556,712 |
+12,642 |
Jun14 |
120824 |
99.450 |
99.480 |
99.435 |
99.445 |
-0.015 |
129,362 |
437,202 |
-3,536 |
Sep14 |
120824 |
99.395 |
99.425 |
99.380 |
99.390 |
-0.015 |
129,666 |
345,291 |
-6,272 |
Dec14 |
120824 |
99.320 |
99.350 |
99.305 |
99.315 |
-0.015 |
128,942 |
354,678 |
+3,025 |
Mar15 |
120824 |
99.250 |
99.285 |
99.240 |
99.250 |
-0.010 |
97,744 |
343,368 |
-3,506 |
Jun15 |
120824 |
0.851 |
0.891 |
0.841 |
0.851 |
-0.010 |
86,656 |
355,520 |
+5,702 |
Sep15 |
120824 |
0.726 |
0.766 |
0.721 |
0.731 |
-0.010 |
77,857 |
250,505 |
-1,246 |
Dec15 |
120824 |
0.581 |
0.626 |
0.571 |
0.586 |
-0.010 |
67,687 |
180,169 |
+4,663 |
Mar16 |
120824 |
0.441 |
0.491 |
0.431 |
0.451 |
-0.010 |
45,593 |
109,220 |
-187 |
Jun16 |
120824 |
0.301 |
0.346 |
0.281 |
0.306 |
-0.010 |
41,136 |
99,779 |
+923 |
Sep16 |
120824 |
0.146 |
0.201 |
0.136 |
0.156 |
-0.015 |
28,112 |
87,856 |
-508 |
Dec16 |
120824 |
6.540 |
0.046 |
6.535 |
6.550 |
+6.539 |
30,522 |
80,556 |
-2,158 |
Total Volume and Open Interest |
2,127,107 |
7,795,115 |
+65,221 |
30 Day Federal Funds(CBOT) |
Aug12 |
120824 |
99.865 |
99.865 |
99.865 |
99.865 |
+0.002 |
1,159 |
80,914 |
+114 |
Sep12 |
120824 |
99.860 |
99.870 |
99.860 |
99.865 |
+0.005 |
3,448 |
47,742 |
+743 |
Oct12 |
120824 |
99.865 |
99.875 |
99.860 |
99.865 |
+0.005 |
1,394 |
55,485 |
+345 |
Nov12 |
120824 |
99.870 |
99.875 |
99.865 |
99.870 |
+0.005 |
1,680 |
43,115 |
+776 |
Dec12 |
120824 |
99.870 |
99.880 |
99.870 |
99.870 |
unch |
1,471 |
27,413 |
-22 |
Jan13 |
120824 |
99.870 |
99.880 |
99.865 |
99.870 |
+0.005 |
550 |
19,834 |
-137 |
Total Volume and Open Interest |
23,542 |
462,019 |
+4,370 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep12 |
120824 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Dec12 |
120824 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
|
|
|
Mar13 |
120824 |
99.700 |
99.700 |
99.700 |
99.700 |
unch |
|
|
|
Jun13 |
120824 |
99.715 |
99.715 |
99.715 |
99.715 |
unch |
|
|
|
Sep13 |
120824 |
99.715 |
99.715 |
99.715 |
99.715 |
unch |
|
|
|
Dec13 |
120824 |
99.715 |
99.715 |
99.715 |
99.715 |
unch |
|
|
|
Mar14 |
120824 |
99.715 |
99.715 |
99.715 |
99.715 |
unch |
|
|
|
Jun14 |
120824 |
99.575 |
99.575 |
99.575 |
99.575 |
unch |
|
|
|
Sep14 |
120824 |
99.435 |
99.435 |
99.435 |
99.435 |
unch |
|
|
|
Dec14 |
120824 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Sep12 |
120824 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,571 |
+0 |
Dec12 |
120824 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
660 |
+0 |
Mar13 |
120824 |
99.70 |
99.70 |
99.70 |
99.70 |
unch |
0 |
183 |
+0 |
Jun13 |
120824 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
201 |
+0 |
Sep13 |
120824 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
305 |
+0 |
Dec13 |
120824 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
384 |
+0 |
Mar14 |
120824 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
344 |
+0 |
Jun14 |
120824 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
3,652 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep12 |
120824 |
143.68 |
143.92 |
143.68 |
143.87 |
+0.20 |
2,254 |
15,072 |
+118 |
Dec12 |
120824 |
143.49 |
143.64 |
143.49 |
143.64 |
+0.24 |
0 |
7 |
+0 |
Mar13 |
120824 |
141.55 |
141.55 |
141.55 |
141.55 |
+0.24 |
|
|
|
Total Volume and Open Interest |
2,254 |
15,079 |
+118 |
Euro-Bund(EUREX) |
Sep12 |
120824 |
143.51 |
144.13 |
143.42 |
144.00 |
+0.50 |
660,825 |
891,442 |
-10,021 |
Dec12 |
120824 |
141.74 |
142.38 |
141.74 |
142.28 |
+0.50 |
3,002 |
42,119 |
-529 |
Mar13 |
120824 |
143.13 |
143.13 |
142.25 |
142.25 |
+0.50 |
300 |
0 |
+0 |
Total Volume and Open Interest |
664,127 |
933,561 |
-10,550 |
Euro-Bobl(EUREX) |
Sep12 |
120824 |
127.51 |
127.72 |
127.45 |
127.65 |
+0.17 |
367,412 |
660,311 |
+3,189 |
Dec12 |
120824 |
125.82 |
126.05 |
125.80 |
126.00 |
+0.17 |
7,628 |
41,118 |
+5,457 |
Mar13 |
120824 |
126.00 |
126.00 |
126.00 |
126.00 |
+0.17 |
|
|
|
Total Volume and Open Interest |
375,040 |
701,429 |
+8,646 |
3-Mth Euribor(EUREX) |
Sep12 |
120824 |
99.765 |
99.765 |
99.765 |
99.765 |
+0.005 |
100 |
3,232 |
+50 |
Dec12 |
120824 |
99.790 |
99.790 |
99.790 |
99.790 |
unch |
0 |
1,422 |
+0 |
Mar13 |
120824 |
99.785 |
99.785 |
99.785 |
99.785 |
unch |
0 |
1,293 |
+0 |
Total Volume and Open Interest |
100 |
7,564 |
+50 |
Long Gilt(LIFFE) |
Sep12 |
120824 |
121~01 |
121~16 |
120~31 |
121~14 |
+0~16 |
142,613 |
337,120 |
-2,566 |
Dec12 |
120824 |
120~01 |
120~16 |
119~31 |
120~15 |
+0~16 |
21,326 |
7,221 |
+1,550 |
Total Volume and Open Interest |
163,939 |
344,341 |
-1,016 |
3-Mth Short Sterling(LIFFE) |
Sep12 |
120824 |
99.34 |
99.36 |
99.33 |
99.35 |
+0.01 |
23,151 |
340,647 |
-3,933 |
Dec12 |
120824 |
99.39 |
99.43 |
99.37 |
99.42 |
+0.03 |
52,760 |
368,710 |
-6,501 |
Mar13 |
120824 |
99.39 |
99.45 |
99.38 |
99.44 |
+0.04 |
31,853 |
295,711 |
+389 |
Jun13 |
120824 |
99.39 |
99.45 |
99.37 |
99.44 |
+0.05 |
50,751 |
290,866 |
+1,732 |
Sep13 |
120824 |
99.38 |
99.44 |
99.36 |
99.42 |
+0.04 |
43,292 |
341,065 |
-529 |
Dec13 |
120824 |
99.33 |
99.40 |
99.32 |
99.38 |
+0.04 |
43,349 |
230,277 |
-954 |
Total Volume and Open Interest |
444,914 |
2,585,084 |
-18,413 |
3-Mth Euribor(LIFFE) |
Sep12 |
120824 |
99.760 |
99.770 |
99.750 |
99.765 |
+0.005 |
59,015 |
458,263 |
+3,036 |
Dec12 |
120824 |
99.790 |
99.800 |
99.770 |
99.790 |
unch |
58,815 |
529,983 |
+3,570 |
Mar13 |
120824 |
99.785 |
99.800 |
99.770 |
99.785 |
unch |
42,628 |
462,417 |
+6,943 |
Total Volume and Open Interest |
508,738 |
3,668,368 |
-2,202 |
3-Mth Aus T-Bills(SFE) |
Sep12 |
120824 |
96.43 |
96.44 |
96.42 |
96.44 |
unch |
20,169 |
121,129 |
-5,601 |
Dec12 |
120824 |
96.67 |
96.72 |
96.65 |
96.72 |
+0.05 |
39,654 |
162,630 |
-2,502 |
Mar13 |
120824 |
96.80 |
96.85 |
96.78 |
96.85 |
+0.04 |
24,432 |
113,735 |
+4,466 |
Jun13 |
120824 |
96.82 |
96.86 |
96.79 |
96.86 |
+0.04 |
12,575 |
91,517 |
+2,944 |
Sep13 |
120824 |
96.77 |
96.81 |
96.74 |
96.81 |
+0.05 |
4,154 |
56,315 |
+390 |
Dec13 |
120824 |
96.68 |
96.74 |
96.67 |
96.74 |
+0.05 |
3,743 |
42,859 |
-783 |
Mar14 |
120824 |
96.61 |
96.67 |
96.61 |
96.67 |
+0.04 |
1,468 |
28,223 |
-704 |
Jun14 |
120824 |
96.56 |
96.60 |
96.54 |
96.60 |
+0.04 |
2,081 |
16,573 |
+825 |
Sep14 |
120824 |
96.50 |
96.54 |
96.50 |
96.54 |
+0.04 |
368 |
2,163 |
+107 |
Dec14 |
120824 |
96.44 |
96.46 |
96.44 |
96.46 |
+0.03 |
1 |
584 |
+1 |
Total Volume and Open Interest |
108,645 |
635,777 |
-857 |
10-Year Aus T-Bonds(SFE) |
Sep12 |
120824 |
96.79 |
96.85 |
96.78 |
96.85 |
+0.05 |
55,029 |
364,399 |
-6,484 |
Dec12 |
120824 |
96.85 |
96.85 |
96.85 |
96.85 |
+0.05 |
|
|
|
Total Volume and Open Interest |
55,029 |
364,399 |
-6,484 |
3-Year Aus T-Bonds(SFE) |
Sep12 |
120824 |
97.33 |
97.37 |
97.30 |
97.36 |
+0.02 |
217,412 |
456,234 |
-2,214 |
Dec12 |
120824 |
97.36 |
97.36 |
97.36 |
97.36 |
+0.02 |
|
|
|
Total Volume and Open Interest |
217,412 |
456,234 |
-2,214 |
Gold(CMX) |
Aug12 |
120824 |
1665.8 |
1669.8 |
1662.2 |
1669.8 |
+0.2 |
37 |
137 |
-76 |
Oct12 |
120824 |
1670.5 |
1674.0 |
1662.8 |
1670.7 |
+0.1 |
7,021 |
27,633 |
-1,665 |
Dec12 |
120824 |
1672.6 |
1676.3 |
1665.1 |
1672.9 |
+0.1 |
138,502 |
263,856 |
+8,124 |
Feb13 |
120824 |
1674.0 |
1676.8 |
1668.0 |
1675.0 |
+0.1 |
1,074 |
23,415 |
-105 |
Apr13 |
120824 |
1673.0 |
1677.9 |
1671.8 |
1677.1 |
+0.1 |
283 |
14,128 |
+76 |
Jun13 |
120824 |
1674.3 |
1679.2 |
1671.7 |
1679.2 |
+0.1 |
555 |
19,542 |
+246 |
Aug13 |
120824 |
1676.6 |
1682.2 |
1676.6 |
1681.2 |
+0.1 |
130 |
4,312 |
+65 |
Oct13 |
120824 |
1679.4 |
1685.3 |
1677.9 |
1683.3 |
unch |
39 |
747 |
+12 |
Dec13 |
120824 |
1681.9 |
1685.6 |
1681.9 |
1685.5 |
unch |
104 |
9,529 |
+30 |
Feb14 |
120824 |
1687.8 |
1687.8 |
1687.8 |
1687.8 |
-0.1 |
0 |
2,259 |
+0 |
Apr14 |
120824 |
1690.0 |
1690.0 |
1690.0 |
1690.0 |
-0.2 |
0 |
3,606 |
+0 |
Jun14 |
120824 |
1692.3 |
1692.3 |
1692.3 |
1692.3 |
-0.4 |
0 |
7,779 |
+0 |
Total Volume and Open Interest |
148,255 |
405,295 |
+6,548 |
Silver(CMX) |
Sep12 |
120824 |
3050.0 |
3077.0 |
3019.0 |
3062.1 |
+16.5 |
45,731 |
32,420 |
-2,510 |
Dec12 |
120824 |
3059.0 |
3085.0 |
3028.5 |
3070.9 |
+16.7 |
14,032 |
56,959 |
+1,416 |
Mar13 |
120824 |
3041.0 |
3088.5 |
3041.0 |
3078.0 |
+16.7 |
554 |
5,015 |
-22 |
May13 |
120824 |
3081.5 |
3081.5 |
3081.5 |
3081.5 |
+16.8 |
210 |
3,874 |
-15 |
Jul13 |
120824 |
3060.5 |
3084.5 |
3060.5 |
3084.5 |
+16.6 |
145 |
5,023 |
+76 |
Sep13 |
120824 |
3072.0 |
3087.1 |
3045.0 |
3087.1 |
+16.5 |
1 |
2,097 |
+1 |
Dec13 |
120824 |
3068.0 |
3089.7 |
3050.0 |
3089.7 |
+16.5 |
267 |
12,228 |
+122 |
Total Volume and Open Interest |
61,021 |
126,869 |
-907 |
Platinum(NYMEX) |
Oct12 |
120824 |
1546.3 |
1555.5 |
1533.0 |
1554.4 |
-0.5 |
12,202 |
49,369 |
+24 |
Jan13 |
120824 |
1543.8 |
1558.1 |
1535.9 |
1557.4 |
+0.3 |
432 |
4,568 |
-30 |
Apr13 |
120824 |
1544.0 |
1560.5 |
1540.0 |
1560.5 |
+2.4 |
169 |
736 |
+155 |
Jul13 |
120824 |
1561.5 |
1561.5 |
1561.5 |
1561.5 |
+2.4 |
|
|
|
Total Volume and Open Interest |
12,803 |
54,675 |
+149 |
Palladium(NYMEX) |
Sep12 |
120824 |
654.50 |
656.75 |
634.75 |
652.15 |
-4.45 |
3,794 |
11,475 |
-1,045 |
Dec12 |
120824 |
657.70 |
658.60 |
637.05 |
653.80 |
-4.75 |
989 |
12,032 |
+286 |
Mar13 |
120824 |
656.50 |
656.50 |
656.50 |
656.50 |
-5.05 |
86 |
101 |
+80 |
Total Volume and Open Interest |
4,872 |
23,615 |
-676 |
Copper(CMX) |
Sep12 |
120824 |
347.90 |
349.45 |
345.60 |
348.35 |
-0.90 |
49,200 |
35,733 |
-1,859 |
Dec12 |
120824 |
348.90 |
350.00 |
346.25 |
348.95 |
-0.90 |
11,628 |
79,338 |
+948 |
Mar13 |
120824 |
349.40 |
350.45 |
347.35 |
349.80 |
-0.90 |
1,178 |
15,798 |
+79 |
May13 |
120824 |
350.30 |
350.30 |
350.30 |
350.30 |
-0.90 |
53 |
2,748 |
-30 |
Jul13 |
120824 |
350.70 |
350.70 |
350.70 |
350.70 |
-0.85 |
153 |
2,395 |
-19 |
Total Volume and Open Interest |
62,757 |
148,489 |
-972 |
DJIA Index(CBOT) |
Sep12 |
120824 |
13050 |
13156 |
13022 |
13156 |
+117 |
278 |
12,122 |
+27 |
Dec12 |
120824 |
13074 |
13074 |
12959 |
13074 |
+115 |
2 |
31 |
+2 |
Mar13 |
120824 |
13000 |
13000 |
12885 |
13000 |
+115 |
|
|
|
Jun13 |
120824 |
12924 |
12924 |
12809 |
12924 |
+115 |
|
|
|
Total Volume and Open Interest |
280 |
12,153 |
+29 |
E-mini DJIA Index(CBOT) |
Sep12 |
120824 |
13038 |
13162 |
13011 |
13156 |
+117 |
129,720 |
110,107 |
-2,938 |
Dec12 |
120824 |
12937 |
13078 |
12920 |
13074 |
+115 |
45 |
176 |
-11 |
Mar13 |
120824 |
13000 |
13000 |
13000 |
13000 |
+115 |
0 |
3 |
+0 |
Jun13 |
120824 |
12924 |
12924 |
12924 |
12924 |
+115 |
0 |
39 |
+0 |
Total Volume and Open Interest |
129,765 |
110,325 |
-2,949 |
S & P 500(CME) |
Sep12 |
120824 |
1399.70 |
1411.70 |
1395.40 |
1409.80 |
+9.80 |
13,486 |
220,018 |
+1,168 |
Dec12 |
120824 |
1400.50 |
1403.90 |
1390.00 |
1402.70 |
+9.80 |
301 |
15,213 |
+19 |
Mar13 |
120824 |
1395.90 |
1396.90 |
1382.40 |
1395.90 |
+10.00 |
0 |
1,244 |
-9 |
Jun13 |
120824 |
1388.70 |
1389.90 |
1375.40 |
1388.70 |
+9.80 |
79 |
111 |
+79 |
Total Volume and Open Interest |
13,866 |
236,586 |
+1,257 |
S & P 500 E-Mini(Globex) |
Sep12 |
120824 |
1399.75 |
1412.00 |
1395.25 |
1409.75 |
+9.75 |
1,675,386 |
2,972,094 |
+18,176 |
Dec12 |
120824 |
1392.25 |
1404.75 |
1388.00 |
1402.75 |
+9.75 |
9,908 |
45,312 |
+2,678 |
Total Volume and Open Interest |
1,685,319 |
3,019,091 |
+20,852 |
NASDAQ 100(CME) |
Sep12 |
120824 |
2760.00 |
2784.50 |
2750.00 |
2775.00 |
+14.00 |
1,984 |
15,191 |
+1,298 |
Dec12 |
120824 |
2767.80 |
2780.00 |
2767.80 |
2767.80 |
+14.00 |
0 |
87 |
+0 |
Mar13 |
120824 |
2762.30 |
2762.30 |
2748.30 |
2762.30 |
+14.00 |
|
|
|
Total Volume and Open Interest |
1,984 |
15,278 |
+1,298 |
NASDAQ 100 E-Mini(Globex) |
Sep12 |
120824 |
2762.30 |
2785.30 |
2750.50 |
2775.00 |
+14.00 |
247,130 |
448,203 |
+8,885 |
Dec12 |
120824 |
2755.50 |
2773.00 |
2744.50 |
2767.80 |
+14.00 |
59 |
357 |
+1 |
Total Volume and Open Interest |
247,189 |
448,569 |
+8,886 |
S & P Midcap 400(CME) |
Sep12 |
120824 |
964.75 |
970.00 |
964.75 |
969.00 |
+2.30 |
2 |
2,141 |
+0 |
Dec12 |
120824 |
965.10 |
965.10 |
962.80 |
965.10 |
+2.30 |
|
|
|
Mar13 |
120824 |
963.10 |
963.10 |
960.80 |
963.10 |
+2.30 |
|
|
|
Total Volume and Open Interest |
2 |
2,141 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep12 |
120824 |
9150 |
9285 |
9010 |
9110 |
+30 |
3,620 |
30,255 |
+191 |
Dec12 |
120824 |
9245 |
9245 |
9015 |
9065 |
+30 |
0 |
32 |
+0 |
Total Volume and Open Interest |
3,620 |
30,287 |
+191 |
Nikkei 225(SGX) |
Sep12 |
120824 |
9175 |
9195 |
9035 |
9055 |
-115 |
87,898 |
188,871 |
+4,122 |
Dec12 |
120824 |
9105 |
9105 |
8980 |
8990 |
-115 |
700 |
11,241 |
-196 |
Mar13 |
120824 |
8975 |
8975 |
8975 |
8975 |
-120 |
0 |
48 |
+0 |
Total Volume and Open Interest |
88,896 |
209,700 |
+4,151 |
CAC 40(EURONEXT) |
Sep12 |
120824 |
3423.0 |
3437.5 |
3390.5 |
3428.5 |
+1.5 |
103,227 |
322,281 |
+4,204 |
Oct12 |
120824 |
3411.5 |
3424.5 |
3385.0 |
3416.0 |
+0.5 |
69 |
1,755 |
+52 |
Nov12 |
120824 |
3413.0 |
3413.0 |
3413.0 |
3413.0 |
-0.5 |
|
|
|
Total Volume and Open Interest |
103,296 |
324,148 |
+4,255 |
Hang Seng Index(HKFE) |
Aug12 |
120824 |
19937 |
19937 |
19808 |
19863 |
-262 |
59,973 |
88,748 |
-4,399 |
Sep12 |
120824 |
19840 |
19850 |
19728 |
19782 |
-263 |
3,359 |
12,353 |
+218 |
Total Volume and Open Interest |
63,600 |
107,072 |
-4,172 |
DAX(EUREX) |
Sep12 |
120824 |
6960.0 |
6993.0 |
6885.5 |
6978.0 |
+15.0 |
114,691 |
154,639 |
-931 |
Dec12 |
120824 |
6957.5 |
6989.0 |
6891.0 |
6978.5 |
+15.0 |
170 |
11,463 |
-13 |
Mar13 |
120824 |
6923.0 |
6980.0 |
6905.0 |
6980.0 |
+15.0 |
34 |
1,010 |
+10 |
Total Volume and Open Interest |
114,895 |
167,112 |
-934 |
FT-SE 100(EURONEXT) |
Sep12 |
120824 |
5765.00 |
5784.50 |
5734.00 |
5771.00 |
-6.50 |
76,460 |
644,300 |
-7,474 |
Dec12 |
120824 |
5726.00 |
5742.50 |
5707.00 |
5742.00 |
-5.50 |
38 |
900 |
-6 |
Mar13 |
120824 |
5700.00 |
5700.00 |
5700.00 |
5700.00 |
-6.50 |
0 |
227 |
+0 |
Total Volume and Open Interest |
76,498 |
645,427 |
-7,480 |
SPI 200(SFE) |
Sep12 |
120824 |
4372.0 |
4379.0 |
4323.0 |
4332.0 |
-36.0 |
26,936 |
257,897 |
+117 |
Dec12 |
120824 |
4369.0 |
4369.0 |
4333.0 |
4333.0 |
-36.0 |
861 |
6,254 |
+54 |
Mar13 |
120824 |
4300.0 |
4300.0 |
4300.0 |
4300.0 |
-36.0 |
12 |
1,365 |
-182 |
Total Volume and Open Interest |
28,065 |
267,140 |
+48 |
GSCI(CME) |
Sep12 |
120824 |
673.50 |
676.00 |
669.50 |
669.50 |
-4.25 |
290 |
8,892 |
-78 |
Oct12 |
120824 |
674.00 |
676.50 |
670.00 |
670.00 |
-4.75 |
2 |
3 |
+0 |
Nov12 |
120824 |
671.00 |
677.50 |
671.00 |
671.00 |
-4.75 |
|
|
|
Total Volume and Open Interest |
292 |
8,895 |
-78 |
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. |
|
|