Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices

Daily Futures Price Listing Tue August 06, 2013
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug13 130806 1330.00 1335.00 1318.25 1324.25 -5.50 1,670 3,285 -587
Sep13 130806 1207.25 1209.75 1192.50 1193.50 -14.00 16,367 35,232 -438
Nov13 130806 1181.75 1183.00 1165.25 1167.25 -16.00 107,854 313,046 -640
Jan14 130806 1188.75 1189.75 1172.00 1174.00 -16.00 9,045 53,688 -391
Mar14 130806 1192.00 1195.00 1177.00 1179.25 -15.50 4,160 28,699 +209
May14 130806 1193.25 1197.25 1180.00 1180.75 -15.00 4,173 29,242 +890
Jul14 130806 1198.75 1200.50 1184.50 1185.00 -15.50 2,283 12,904 +311
Aug14 130806 1177.00 1192.75 1177.00 1177.00 -15.75 10 108 -1
Sep14 130806 1163.75 1179.25 1163.75 1163.75 -15.50 4 36 -1
Nov14 130806 1172.00 1173.75 1158.50 1159.00 -14.75 661 15,118 +38
Jan15 130806 1162.75 1177.50 1162.75 1162.75 -14.75 4 50 +1
Mar15 130806 1159.00 1173.75 1159.00 1159.00 -14.75 0 4 +0
May15 130806 1153.75 1168.50 1153.75 1153.75 -14.75 0 1 +0
Jul15 130806 1156.75 1176.00 1156.75 1161.25 -14.75 0 35 +0
Total Volume and Open Interest 146,233 491,804 -609
Soybean Meal(CBOT)
Aug13 130806 402.00 406.90 393.80 396.00 -6.60 2,387 3,542 -1,028
Sep13 130806 377.00 381.00 370.70 371.60 -5.50 14,143 44,723 -3,475
Oct13 130806 353.70 354.50 348.00 348.80 -6.00 3,154 20,928 +38
Dec13 130806 351.40 351.40 345.30 345.70 -5.90 41,073 145,968 -2,012
Jan14 130806 353.10 353.10 347.30 347.60 -5.50 2,189 12,104 +412
Mar14 130806 354.30 355.00 349.60 350.00 -4.90 1,277 12,164 +57
May14 130806 352.80 355.20 350.00 350.10 -5.10 585 6,723 -110
Jul14 130806 355.70 356.60 351.30 351.30 -5.30 531 4,401 +15
Aug14 130806 352.90 355.30 350.70 350.70 -4.60 63 317 +35
Sep14 130806 351.80 352.90 348.50 348.70 -4.20 65 252 +35
Total Volume and Open Interest 65,501 252,207 -6,012
Soybean Oil(CBOT)
Aug13 130806 42.44 42.52 41.97 42.11 -0.61 4,465 3,560 -1,351
Sep13 130806 42.78 42.90 42.05 42.21 -0.61 19,031 55,947 -3,824
Oct13 130806 42.93 42.98 42.16 42.33 -0.62 5,075 20,026 +28
Dec13 130806 43.20 43.31 42.40 42.59 -0.62 44,096 180,003 -856
Jan14 130806 43.39 43.43 42.57 42.77 -0.62 1,728 25,963 +263
Mar14 130806 43.63 43.68 42.86 43.06 -0.57 1,985 13,497 -87
May14 130806 43.78 43.87 43.10 43.32 -0.54 898 7,788 +262
Jul14 130806 44.05 44.07 43.36 43.56 -0.49 910 9,571 +203
Aug14 130806 43.89 44.11 43.49 43.61 -0.50 39 1,478 +7
Sep14 130806 43.86 44.13 43.62 43.65 -0.48 33 1,033 +14
Total Volume and Open Interest 78,557 322,918 -5,211
Canola(WCE)
Nov13 130806 493.5 495.5 472.4 475.5 -18.1 9,477 97,070 -1,128
Jan14 130806 500.5 500.5 479.6 480.3 -17.1 3,189 19,893 +902
Mar14 130806 504.0 504.5 485.1 485.7 -16.5 1,735 4,789 -458
May14 130806 508.4 508.4 489.5 490.0 -14.9 227 747 +60
Jul14 130806 508.9 508.9 492.9 492.9 -14.6 6 307 +0
Total Volume and Open Interest 14,634 122,999 -624
Corn(CBOT)
Sep13 130806 469.00 475.50 465.50 472.25 +3.00 83,417 311,549 -6,781
Dec13 130806 460.00 462.25 455.00 459.25 -1.25 131,251 607,287 +6,423
Mar14 130806 473.25 475.00 468.00 472.50 -1.00 16,471 97,657 +919
May14 130806 481.00 482.50 476.25 480.25 -0.75 1,949 27,969 +275
Jul14 130806 487.25 488.00 482.00 486.00 -1.25 4,512 42,131 +1,344
Sep14 130806 490.50 491.00 486.00 489.75 -0.75 971 7,944 +498
Dec14 130806 493.25 496.00 489.25 494.50 +0.25 2,698 68,773 +198
Mar15 130806 503.00 504.00 501.50 504.00 +0.25 97 1,846 +6
May15 130806 507.00 509.75 507.00 509.75 +0.25 14 130 +6
Jul15 130806 513.25 515.00 511.00 513.75 +0.25 4 570 -4
Total Volume and Open Interest 241,460 1,170,301 +2,920
Wheat(CBOT)
Sep13 130806 646.25 651.25 642.25 650.50 +5.25 52,251 166,140 -6,606
Dec13 130806 658.75 663.50 654.50 662.75 +5.00 43,887 162,259 +1,818
Mar14 130806 668.00 673.75 664.75 673.50 +5.50 7,871 34,556 -807
May14 130806 673.75 680.00 670.50 679.75 +5.75 622 5,511 +32
Jul14 130806 668.00 675.00 664.00 675.00 +6.25 2,352 22,810 +405
Sep14 130806 674.50 681.50 674.50 681.50 +6.75 186 734 -15
Total Volume and Open Interest 108,011 401,946 -4,896
Wheat(KCBT)
Sep13 130806 696.00 702.50 693.00 702.00 +6.50 12,311 73,292 -1,773
Dec13 130806 707.00 713.00 704.00 712.25 +5.00 6,666 46,027 +904
Mar14 130806 717.25 721.75 715.00 720.75 +4.50 1,485 9,207 +475
May14 130806 717.00 721.50 716.50 721.50 +4.25 442 2,239 +48
Jul14 130806 699.25 706.50 699.00 706.00 +5.75 1,030 7,057 +294
Sep14 130806 705.00 712.75 705.00 712.75 +5.75 31 202 -8
Total Volume and Open Interest 22,018 138,214 -48
Wheat(MGE)
Sep13 130806 733.75 742.75 733.75 739.50 +5.75 3,056 17,792 -97
Dec13 130806 742.75 750.75 742.50 748.25 +5.50 1,563 12,645 +270
Mar14 130806 757.00 761.75 756.00 760.00 +5.50 426 3,695 +78
May14 130806 763.25 769.25 763.25 768.50 +5.25 267 1,209 +2
Jul14 130806 774.00 776.50 771.50 774.50 +5.50 193 364 +52
Total Volume and Open Interest 5,672 36,323 +397
Oats(CBOT)
Sep13 130806 337.75 339.75 335.75 339.75 +4.00 160 863 -37
Dec13 130806 325.00 327.75 323.50 324.75 -0.25 594 7,584 +103
Mar14 130806 332.00 332.00 329.00 329.50 -1.25 30 778 +7
May14 130806 329.50 331.50 329.50 329.50 -2.00 0 1 +0
Total Volume and Open Interest 784 9,228 +73
Rough Rice(CBOT)
Sep13 130806 15.74 15.81 15.66 15.69 -0.07 592 6,223 -153
Nov13 130806 15.86 15.95 15.82 15.84 -0.06 177 4,198 +66
Jan14 130806 16.15 16.15 16.08 16.08 -0.07 7 266 -4
Mar14 130806 16.27 16.34 16.27 16.27 -0.07 1 9 +0
Total Volume and Open Interest 777 10,696 -91
Live Cattle(CME)
Aug13 130806 120.580 121.250 120.550 120.930 +0.380 11,348 17,729 -5,310
Oct13 130806 124.635 125.180 124.400 124.680 +0.130 21,964 139,818 -22
Dec13 130806 127.035 127.650 126.930 127.300 +0.265 13,643 65,403 -2,469
Feb14 130806 128.785 129.325 128.700 129.075 +0.225 3,976 33,132 +202
Apr14 130806 130.200 130.450 130.000 130.200 +0.050 3,385 16,830 +452
Jun14 130806 125.285 125.650 125.230 125.400 unch 253 6,321 +81
Total Volume and Open Interest 54,606 279,894 -7,059
Feeder Cattle(CME)
Aug13 130806 154.000 154.325 153.950 154.250 +0.265 1,916 8,395 -460
Sep13 130806 157.100 158.000 157.050 157.650 +0.650 2,462 10,991 -164
Oct13 130806 159.000 159.950 158.935 159.880 +0.730 1,979 6,703 +419
Nov13 130806 159.700 160.685 159.600 160.685 +0.685 488 4,000 +93
Jan14 130806 159.000 159.650 158.950 159.650 +0.650 160 2,557 +57
Mar14 130806 158.750 159.325 158.750 159.300 +0.450 26 865 +10
Apr14 130806 159.400 159.900 159.400 159.900 +0.500 9 459 +4
Total Volume and Open Interest 7,064 34,698 -27
Lean Hogs(CME)
Aug13 130806 100.250 101.000 100.150 100.550 +0.320 7,260 24,812 -1,486
Oct13 130806 85.680 86.600 85.680 86.450 +0.950 12,648 117,584 -1,092
Dec13 130806 82.350 83.035 82.350 82.850 +0.650 5,936 75,635 -703
Feb14 130806 84.285 84.830 84.230 84.800 +0.570 5,516 38,042 +423
Apr14 130806 84.700 84.950 84.535 84.850 unch 2,826 25,510 +406
May14 130806 88.300 88.400 88.000 88.300 +0.150 51 1,604 +17
Jun14 130806 90.100 90.350 89.885 90.000 -0.100 2,118 13,377 +1,108
Jul14 130806 88.900 89.000 88.400 88.700 -0.050 119 3,384 +67
Total Volume and Open Interest 36,672 301,374 -1,118
Class III Milk(CME)
Aug13 130806 17.93 17.97 17.85 17.95 -0.01 85 4,247 -50
Sep13 130806 18.41 18.41 17.67 17.69 -0.70 215 4,448 +23
Oct13 130806 18.35 18.36 17.67 17.77 -0.59 116 3,275 +38
Nov13 130806 17.72 17.76 17.15 17.31 -0.45 173 2,841 +113
Dec13 130806 17.20 17.20 16.81 16.93 -0.27 43 2,261 +14
Total Volume and Open Interest 744 21,224 +161
Cocoa(ICE)
Sep13 130806 2364 2384 2355 2374 +10 13,967 53,609 -3,189
Dec13 130806 2374 2394 2364 2387 +14 7,668 49,994 +2,066
Mar14 130806 2395 2398 2374 2394 +14 2,007 43,505 +556
May14 130806 2400 2402 2378 2397 +13 453 13,903 +59
Jul14 130806 2389 2405 2382 2400 +12 259 5,083 +8
Sep14 130806 2409 2409 2401 2406 +12 28 5,532 +12
Dec14 130806 2412 2412 2412 2412 +12 22 654 +0
Total Volume and Open Interest 24,404 173,990 -488
Coffee "C"(ICE)
Sep13 130806 119.00 119.45 117.10 117.90 -1.75 16,502 85,868 -1,299
Dec13 130806 121.90 122.00 119.95 120.70 -1.80 9,783 46,309 +2,527
Mar14 130806 124.55 124.55 122.80 123.55 -1.65 1,659 14,840 +77
May14 130806 126.50 126.50 124.75 125.50 -1.65 1,006 7,275 +154
Jul14 130806 128.50 128.50 126.85 127.45 -1.70 825 4,064 +457
Sep14 130806 130.35 130.35 128.85 129.40 -1.60 140 1,995 +75
Total Volume and Open Interest 30,025 163,674 +2,034
Orange Juice(ICE)
Sep13 130806 141.65 142.15 138.25 140.25 -2.15 852 11,451 -401
Nov13 130806 141.80 142.25 138.35 140.45 -2.20 442 6,812 +187
Jan14 130806 141.70 141.70 138.55 140.55 -2.30 40 1,289 +12
Mar14 130806 142.50 142.50 140.20 141.35 -2.30 2 844 +2
May14 130806 141.05 142.30 141.05 141.95 -2.30 0 65 +0
Jul14 130806 141.95 141.95 141.95 141.95 -2.30 0 20 +0
Total Volume and Open Interest 1,336 20,481 -200
Sugar #11(ICE)
Oct13 130806 16.58 16.65 16.52 16.55 -0.01 58,819 437,593 -11,745
Mar14 130806 17.18 17.25 17.13 17.16 -0.02 38,517 210,602 +8,945
May14 130806 17.12 17.16 17.06 17.08 -0.02 11,826 52,297 -89
Jul14 130806 17.03 17.09 16.99 17.02 -0.03 7,457 71,860 +1,159
Oct14 130806 17.35 17.35 17.22 17.26 -0.03 1,924 40,939 +219
Mar15 130806 17.75 17.77 17.69 17.73 -0.03 516 16,092 -24
May15 130806 17.71 17.71 17.67 17.70 -0.02 104 3,633 -22
Jul15 130806 17.67 17.67 17.64 17.65 -0.02 41 3,596 +5
Total Volume and Open Interest 119,561 844,747 -1,508
London Cocoa(LCE)
Sep13 130806 1619 1621 1600 1610 -1 7,708 46,552 -831
Dec13 130806 1607 1607 1585 1596 +1 8,809 66,112 -2,666
Mar14 130806 1588 1590 1567 1583 +4 3,991 66,372 -453
May14 130806 1587 1587 1567 1582 +5 1,003 17,040 +181
Jul14 130806 1589 1589 1570 1583 +5 1,452 7,742 +32
Sep14 130806 1587 1593 1586 1587 +4 73 3,627 +238
Dec14 130806 1597 1597 1594 1594 +3 5 1,972 +0
Total Volume and Open Interest 23,041 209,932 -3,499
London Sugar(LCE)
Oct13 130806 485.00 491.20 484.50 488.30 +3.10 2,114 32,770 +420
Dec13 130806 474.70 478.40 474.10 475.60 +0.40 859 14,076 -124
Mar14 130806 472.60 475.60 472.60 473.10 -0.70 721 10,188 +88
May14 130806 473.90 476.30 473.90 474.50 -1.30 212 5,143 -65
Aug14 130806 475.10 477.40 475.00 475.50 -1.50 276 2,536 +65
Total Volume and Open Interest 4,393 66,516 +404
Cotton(ICE)
Oct13 130806 85.75 85.82 85.75 85.82 +0.42 8 256 -3
Dec13 130806 85.14 85.80 84.85 85.69 +0.49 7,333 145,997 -401
Mar14 130806 83.50 83.96 83.03 83.88 +0.43 1,690 19,547 +230
May14 130806 83.07 83.63 82.94 83.55 +0.51 510 1,787 +25
Jul14 130806 82.74 83.30 82.71 83.16 +0.48 283 3,495 +120
Oct14 130806 78.99 78.99 78.99 78.99 +0.51      
Total Volume and Open Interest 9,849 173,061 -5
Lumber(CME)
Sep13 130806 300.0 309.5 297.0 300.4 unch 539 3,554 -131
Nov13 130806 302.1 312.4 300.0 303.1 +0.5 294 2,209 +139
Jan14 130806 314.7 316.7 312.0 315.0 +1.0 7 77 +2
Mar14 130806 321.0 321.0 317.0 321.0 +0.9 0 23 +0
Total Volume and Open Interest 840 5,870 +10
Crude Oil(NYM)
Sep13 130806 106.48 107.27 104.86 105.30 -1.26 249,314 325,484 -19,376
Oct13 130806 105.83 106.55 104.31 104.76 -1.14 79,830 159,375 +7,685
Nov13 130806 104.38 104.96 103.06 103.47 -1.04 43,409 112,299 +5,194
Dec13 130806 103.02 103.58 101.65 102.11 -0.97 62,009 196,238 -1,402
Jan14 130806 101.40 102.06 100.33 100.78 -0.92 17,429 59,661 +258
Feb14 130806 100.45 100.63 99.04 99.51 -0.88 7,500 41,400 -192
Mar14 130806 98.98 99.50 98.03 98.44 -0.86 11,305 68,191 +534
Apr14 130806 98.32 98.32 97.06 97.41 -0.84 2,896 36,158 +285
May14 130806 96.96 96.96 96.13 96.57 -0.86 1,465 39,712 -147
Jun14 130806 96.61 96.89 95.38 95.86 -0.87 12,189 116,195 +342
Jul14 130806 94.86 95.22 94.60 95.10 -0.88 2,143 39,882 +519
Aug14 130806 94.05 94.38 94.05 94.38 -0.85 1,018 27,644 +157
Sep14 130806 93.50 93.83 93.50 93.82 -0.82 2,434 41,962 +689
Oct14 130806 93.29 93.29 93.29 93.29 -0.80 650 28,607 -12
Nov14 130806 92.85 92.85 92.85 92.85 -0.78 828 25,308 -66
Dec14 130806 92.92 93.28 91.95 92.42 -0.77 18,330 228,120 -261
Total Volume and Open Interest 523,952 1,855,931 -5,118
e-miNY Crude Oil(NYM)
Aug13 130719 108.075 109.300 107.450 108.050 unch 5,675 1,737 -346
Sep13 130806 106.400 107.250 104.850 105.300 -1.250 6,900 3,008 -24
Oct13 130806 105.525 106.375 104.300 104.750 -1.150 413 1,262 +62
Nov13 130806 104.400 105.000 103.050 103.475 -1.025 227 324 +13
Dec13 130806 101.950 102.100 101.775 102.100 -0.975 109 213 -41
Jan14 130806 100.525 100.775 100.525 100.775 -0.925 34 167 -10
Feb14 130806 99.500 99.500 99.500 99.500 -0.900 18 82 +18
Mar14 130806 98.450 98.450 98.450 98.450 -0.850 0 9 +0
Apr14 130806 97.400 97.400 97.400 97.400 -0.850 0 3 +0
May14 130806 96.575 96.575 96.575 96.575 -0.850      
Total Volume and Open Interest 7,701 5,194 +18
Heating Oil(NYM)
Sep13 130806 304.76 306.40 299.57 300.83 -4.39 44,947 88,277 -993
Oct13 130806 305.47 306.72 300.17 301.49 -4.23 17,229 35,348 +340
Nov13 130806 305.07 306.79 300.59 301.88 -4.05 11,313 28,738 +1,049
Dec13 130806 305.10 306.67 300.50 301.86 -3.90 12,426 45,927 +61
Jan14 130806 305.25 305.40 300.54 301.86 -3.83 3,884 18,521 +90
Feb14 130806 305.43 305.43 300.00 301.13 -3.80 2,579 9,332 -75
Mar14 130806 301.46 302.60 298.92 299.49 -3.72 1,077 9,294 +305
Apr14 130806 297.00 298.82 296.60 297.69 -3.59 431 11,673 +94
May14 130806 297.04 297.05 295.71 296.24 -3.41 200 2,190 -15
Jun14 130806 295.74 296.62 293.84 294.77 -3.27 600 17,222 -186
Jul14 130806 293.28 293.92 293.28 293.92 -3.14 21 1,242 +10
Aug14 130806 292.78 293.17 292.78 293.17 -3.09 17 721 -5
Sep14 130806 292.93 292.93 292.82 292.82 -3.01 13 420 +6
Oct14 130806 292.32 292.32 292.32 292.32 -3.01 3 291 +1
Total Volume and Open Interest 95,035 280,523 +802
Gasoline(NYMEX)
Sep13 130806 295.03 298.13 288.59 291.51 -3.55 45,766 107,881 -5,149
Oct13 130806 281.69 284.70 276.35 278.74 -3.63 23,723 44,922 +3,671
Nov13 130806 277.93 280.55 273.10 275.14 -3.72 14,251 38,300 +1,134
Dec13 130806 275.69 277.58 270.65 272.45 -3.80 11,260 31,462 +915
Jan14 130806 273.69 275.73 269.55 270.91 -3.91 5,054 18,658 -60
Feb14 130806 273.01 273.01 269.27 270.64 -4.02 2,416 6,629 -27
Mar14 130806 276.24 276.24 270.71 271.56 -4.14 1,714 8,648 +262
Apr14 130806 288.55 289.53 285.76 286.15 -4.40 257 4,641 +18
May14 130806 287.92 287.92 284.72 284.83 -4.28 67 2,794 +29
Jun14 130806 285.89 287.04 282.15 282.45 -4.06 98 2,814 +22
Total Volume and Open Interest 104,626 270,329 +815
e-miNY RBOB Gasoline(NYM)
Sep13 130806 291.50 291.51 291.50 291.50 -3.60 1 1 +1
Oct13 130806 278.70 278.74 278.70 278.70 -3.70      
Nov13 130806 275.10 275.14 275.10 275.10 -3.80      
Dec13 130806 272.50 272.50 272.45 272.50 -3.80      
Total Volume and Open Interest 1 1 +1
Natural Gas(NYM)
Sep13 130806 3.325 3.357 3.301 3.318 -0.001 78,244 287,725 -3,557
Oct13 130806 3.345 3.383 3.326 3.343 -0.003 29,277 173,212 -1,377
Nov13 130806 3.462 3.489 3.435 3.450 -0.004 17,914 106,675 +2,305
Dec13 130806 3.635 3.668 3.622 3.636 -0.007 10,478 57,733 +436
Jan14 130806 3.733 3.764 3.712 3.725 -0.010 20,004 158,129 +165
Feb14 130806 3.737 3.758 3.721 3.730 -0.011 3,006 33,582 +351
Mar14 130806 3.707 3.733 3.688 3.699 -0.012 6,789 92,602 -795
Apr14 130806 3.680 3.680 3.640 3.649 -0.013 10,699 118,321 +631
May14 130806 3.680 3.688 3.660 3.667 -0.014 1,415 27,423 +240
Jun14 130806 3.708 3.720 3.697 3.699 -0.014 416 22,451 +1
Jul14 130806 3.753 3.753 3.726 3.733 -0.014 972 18,076 +669
Aug14 130806 3.775 3.775 3.748 3.751 -0.013 270 16,300 -4
Sep14 130806 3.759 3.759 3.754 3.754 -0.014 276 17,779 +30
Oct14 130806 3.800 3.800 3.769 3.777 -0.015 2,879 68,566 -949
Nov14 130806 3.873 3.885 3.861 3.861 -0.015 634 22,604 +35
Dec14 130806 4.037 4.038 4.020 4.029 -0.015 307 38,833 +53
Total Volume and Open Interest 185,977 1,360,862 -1,422
Brent Crude Oil(ICE)
Sep13 130806 108.74 109.23 107.46 108.18 -0.52 160,760 220,315 -13,338
Oct13 130806 107.76 108.27 106.50 107.10 -0.67 97,044 242,241 +1,156
Nov13 130806 107.06 107.52 105.80 106.35 -0.74 45,134 127,170 +4,961
Dec13 130806 106.40 106.83 105.13 105.67 -0.77 62,549 208,463 +2,647
Jan14 130806 105.64 106.11 104.56 105.09 -0.75 10,418 68,214 -143
Feb14 130806 105.06 105.56 104.02 104.55 -0.71 6,444 36,304 +472
Mar14 130806 104.50 104.98 103.54 104.04 -0.67 7,268 48,643 -126
Apr14 130806 103.93 104.46 103.08 103.56 -0.64 2,259 45,484 +121
May14 130806 103.17 103.95 102.60 103.08 -0.62 1,771 20,813 +135
Jun14 130806 102.91 103.45 102.09 102.59 -0.60 17,252 96,232 -368
Jul14 130806 102.19 102.19 102.19 102.19 -0.57 1,784 19,757 +414
Aug14 130806 101.74 101.74 101.74 101.74 -0.55 1,042 22,823 +113
Sep14 130806 101.94 101.94 101.26 101.26 -0.52 1,878 26,956 +267
Oct14 130806 100.78 100.78 100.78 100.78 -0.50 371 21,881 +0
Total Volume and Open Interest 439,893 1,545,851 -2,857
Gas Oil(ICE)
Aug13 130806 918.50 922.00 907.25 909.25 -11.00 20,663 41,279 -4,767
Sep13 130806 921.00 925.00 910.00 912.00 -10.75 55,629 159,789 +2,165
Oct13 130806 921.75 925.25 911.00 913.00 -10.25 22,730 75,928 +1,523
Nov13 130806 919.25 922.50 908.75 911.00 -9.75 12,027 39,149 -651
Dec13 130806 913.50 919.00 905.75 908.00 -9.25 23,936 72,583 -96
Jan14 130806 913.50 914.25 903.75 906.00 -8.75 5,440 34,129 +1,038
Feb14 130806 910.25 910.25 901.75 902.75 -8.25 3,652 30,187 +984
Mar14 130806 902.50 906.00 896.25 898.25 -7.50 3,536 19,457 +415
Apr14 130806 897.25 900.75 893.50 893.50 -6.75 880 12,110 +26
May14 130806 892.25 895.50 888.50 888.50 -6.75 1,038 10,688 -17
Total Volume and Open Interest 156,155 590,699 +236
Ethanol(CBOT)
Aug13 130805 2.280 2.280 2.250 2.260 -0.030 60 148 -35
Sep13 130806 2.198 2.199 2.176 2.196 +0.017 167 2,048 -17
Oct13 130806 1.938 1.939 1.925 1.937 +0.012 235 1,814 -36
Nov13 130806 1.796 1.810 1.796 1.810 +0.012 73 1,091 +24
Dec13 130806 1.750 1.754 1.738 1.754 +0.014 26 1,862 +2
Jan14 130806 1.721 1.729 1.720 1.729 +0.010 10 723 +4
Feb14 130806 1.720 1.734 1.719 1.734 +0.006 2 258 +1
Mar14 130806 1.748 1.748 1.748 1.748 +0.006 0 186 +0
Total Volume and Open Interest 617 8,199 -62
WTI Crude Oil(ICE)
Sep13 130806 106.45 107.25 104.87 105.30 -1.26 40,402 68,326 -4,223
Oct13 130806 105.75 106.49 104.31 104.76 -1.14 22,227 49,555 +1,044
Nov13 130806 104.14 104.90 103.07 103.47 -1.04 10,340 38,104 +581
Dec13 130806 102.49 103.42 101.68 102.11 -0.97 16,350 127,419 +920
Jan14 130806 101.90 101.91 100.39 100.78 -0.92 3,244 20,854 +511
Feb14 130806 100.47 100.56 99.09 99.51 -0.88 1,591 7,237 +141
Mar14 130806 99.44 99.44 98.00 98.44 -0.86 2,300 27,808 +82
Apr14 130806 98.35 98.36 97.11 97.41 -0.84 498 9,279 +35
May14 130806 97.52 97.52 96.27 96.57 -0.86 435 5,252 -69
Jun14 130806 96.80 96.80 95.56 95.86 -0.87 4,639 47,605 -276
Jul14 130806 95.10 95.10 95.10 95.10 -0.88 242 5,392 -28
Aug14 130806 94.38 94.38 94.38 94.38 -0.85 99 3,579 +34
Sep14 130806 93.82 93.82 93.82 93.82 -0.82 158 11,137 -25
Oct14 130806 93.29 93.29 93.29 93.29 -0.80 19 5,523 +3
Nov14 130806 92.85 92.85 92.85 92.85 -0.78 47 10,335 -15
Dec14 130806 93.08 93.23 91.96 92.42 -0.77 4,472 92,057 +384
Total Volume and Open Interest 110,063 622,312 -206
US Dollar Index(ICE)
Sep13 130806 81.930 82.015 81.560 81.658 -0.277 43,028 66,847 +2,160
Dec13 130806 82.110 82.210 81.840 81.887 -0.278 159 691 +31
Mar14 130806 82.118 82.118 82.118 82.118 -0.277 1 2 +1
Total Volume and Open Interest 43,188 67,541 +2,192
Australian Dollar(CME)
Sep13 130806 89.08 89.81 88.82 89.61 +0.74 111,483 199,715 +5,077
Dec13 130806 88.51 89.24 88.36 89.09 +0.73 412 1,153 +162
Mar14 130806 87.86 88.61 87.86 88.61 +0.73 5 77 +2
Total Volume and Open Interest 111,900 200,948 +5,241
British Pound(CME)
Sep13 130806 153.53 153.95 153.28 153.51 +0.07 135,811 147,182 -3,946
Dec13 130806 153.50 153.83 153.22 153.42 +0.07 141 783 +62
Mar14 130806 153.34 153.34 153.28 153.34 +0.06 9 394 +0
Total Volume and Open Interest 135,961 148,652 -3,884
Canadian Dollar(CME)
Sep13 130806 96.42 96.53 96.14 96.36 +0.01 81,067 102,910 -1,095
Dec13 130806 96.20 96.32 95.99 96.15 +0.01 689 5,555 -209
Mar14 130806 95.93 95.93 95.92 95.93 +0.01 37 983 +25
Jun14 130806 95.55 95.71 95.55 95.71 +0.02 2 314 +1
Total Volume and Open Interest 81,796 109,850 -1,277
Japanese Yen(CME)
Sep13 130806 101.79 102.58 101.45 102.43 +0.69 160,069 177,079 +3,873
Dec13 130806 101.86 102.54 101.55 102.48 +0.68 196 1,664 -41
Mar14 130806 102.32 102.57 101.88 102.57 +0.69 0 155 +0
Total Volume and Open Interest 160,265 178,938 +3,832
Swiss Franc(CME)
Sep13 130806 107.82 108.28 107.61 108.03 +0.26 36,656 37,235 +1,896
Dec13 130806 108.37 108.37 107.86 108.12 +0.26 19 117 +4
Mar14 130806 108.23 108.23 107.97 108.23 +0.26      
Total Volume and Open Interest 36,675 37,355 +1,900
EuroFX(CME)
Sep13 130806 132.62 133.26 132.48 133.07 +0.46 229,513 224,329 +1,579
Dec13 130806 132.65 133.27 132.53 133.11 +0.46 325 3,924 +37
Mar14 130806 133.17 133.17 132.71 133.17 +0.46 13 78 -8
Total Volume and Open Interest 229,851 228,360 +1,608
Mexican Peso(CME)
Aug13 130806 789.00 789.00 788.00 789.00 +1.00 0 5 +0
Sep13 130806 787.75 790.00 785.50 787.00 +1.00 39,811 97,646 +1,172
Total Volume and Open Interest 39,811 98,390 +1,172
Brazilian Real(CME)
Sep13 130806 430.90 434.35 430.90 432.40 +0.60 241 7,610 +206
Oct13 130806 429.65 431.45 428.80 429.65 +0.55 0 154 +0
Nov13 130806 426.95 428.45 426.00 426.95 +0.55 0 9,232 +0
Dec13 130806 424.20 424.20 423.70 424.20 +0.50 0 1 +0
Total Volume and Open Interest 241 23,591 +206
30-Year T-Bonds(CBOT)
Sep13 130806 133~080 133~130 132~250 133~050 -0~010 381,765 580,346 -3,247
Dec13 130806 131~270 131~280 131~130 131~240 -0~010 628 2,725 +178
Mar14 130806 131~220 131~230 131~220 131~220 -0~010      
Total Volume and Open Interest 382,393 583,071 -3,069
10-Year T-Notes(CBOT)
Sep13 130806 126~120 126~155 126~060 126~115 +0~005 1,561,903 2,303,634 -42,670
Dec13 130806 125~105 125~135 125~085 125~130 unch 6,141 48,680 +3,892
Mar14 130806 125~130 125~130 125~130 125~130 unch      
Total Volume and Open Interest 1,568,044 2,352,314 -38,778
5-Year T-Notes(CBOT)
Sep13 130806 121~132 121~150 121~096 121~124 +0~002 801,764 1,623,442 +4,411
Dec13 130806 120~182 120~184 120~160 120~172 +0~002 2,088 9,789 +309
Total Volume and Open Interest 803,852 1,633,231 +4,720
2 Year T-Notes(CBOT)
Sep13 130806 110~050 110~054 110~044 110~052 +0~002 267,479 834,446 -4,548
Dec13 130806 110~004 110~006 110~002 110~006 +0~002 350 2,020 +250
Mar14 130806 110~006 110~006 110~004 110~006 +0~002      
Total Volume and Open Interest 267,829 836,466 -4,298
Eurodollars(CME)
Sep13 130806 99.725 99.725 99.720 99.720 unch 117,266 821,129 +11,418
Dec13 130806 99.685 99.690 99.680 99.685 +0.005 125,696 841,139 +3,071
Mar14 130806 99.635 99.640 99.630 99.635 +0.005 167,917 777,371 +2,236
Jun14 130806 99.580 99.580 99.565 99.575 +0.005 187,297 746,453 +839
Sep14 130806 99.500 99.505 99.485 99.495 +0.005 244,380 694,118 -56
Dec14 130806 99.405 99.410 99.390 99.395 unch 240,280 753,265 +4,724
Mar15 130806 99.280 99.285 99.255 99.265 -0.005 204,787 550,666 -3,173
Jun15 130806 99.115 99.120 99.090 99.100 -0.005 224,369 753,894 +3,863
Sep15 130806 98.900 98.915 98.875 98.890 -0.005 198,383 527,161 +4,274
Dec15 130806 98.660 98.665 98.620 98.640 -0.010 194,067 599,624 +17,271
Mar16 130806 98.375 98.390 98.340 98.365 -0.010 134,820 381,969 -4,085
Jun16 130806 98.095 98.110 98.060 98.085 -0.010 138,987 282,370 +2,974
Sep16 130806 97.820 97.835 97.785 97.810 -0.010 108,817 253,563 +10,955
Dec16 130806 97.560 97.580 97.530 97.550 -0.010 98,861 173,499 +5,298
Mar17 130806 97.325 97.340 97.290 97.315 -0.010 83,757 223,963 -3,338
Jun17 130806 97.085 97.105 97.060 97.080 -0.010 75,760 152,541 +2,498
Sep17 130806 96.880 96.890 96.845 96.865 -0.010 50,139 120,564 +2,817
Dec17 130806 96.660 96.680 96.630 96.655 -0.010 44,063 119,331 +2,375
Total Volume and Open Interest 2,689,405 9,022,301 +62,250
Ultra T-Bond(CBOT)
Sep13 130806 142~13 142~19 141~22 142~09 unch 59,989 378,775 -1,847
Dec13 130806 140~25 140~25 140~25 140~25 unch 0 3 +0
Mar14 130806 140~25 140~25 140~25 140~25 unch      
Total Volume and Open Interest 59,989 378,778 -1,847
30 Day Federal Funds(CBOT)
Aug13 130806 99.908 99.908 99.905 99.905 unch 2,487 35,622 -407
Sep13 130806 99.900 99.905 99.900 99.900 unch 3,682 29,085 +1,756
Oct13 130806 99.895 99.900 99.895 99.895 unch 1,200 14,480 +497
Nov13 130806 99.890 99.890 99.885 99.890 unch 1,773 17,754 +320
Dec13 130806 99.885 99.890 99.885 99.885 unch 1,387 19,119 -149
Jan14 130806 99.880 99.880 99.875 99.875 unch 1,223 20,576 +107
Total Volume and Open Interest 25,201 272,104 +3,987
3-Mth Euro-Yen(CME)
Sep13 130806 99.770 99.770 99.770 99.770 unch      
Dec13 130806 99.770 99.770 99.770 99.770 unch      
Mar14 130806 99.753 99.753 99.753 99.753 unch      
Jun14 130806 99.753 99.753 99.753 99.753 unch      
Sep14 130806 99.760 99.760 99.760 99.760 unch      
Dec14 130806 99.755 99.755 99.755 99.755 unch      
Mar15 130806 99.635 99.635 99.635 99.635 unch      
Jun15 130806 99.495 99.495 99.495 99.495 unch      
Sep15 130806 99.355 99.355 99.355 99.355 unch      
Dec15 130806 99.215 99.215 99.215 99.215 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Sep13 130806 99.77 99.77 99.77 99.77 unch 0 120 +0
Dec13 130806 99.77 99.77 99.77 99.77 unch 0 412 +0
Mar14 130806 99.75 99.75 99.75 99.75 unch 0 91 +0
Jun14 130806 99.75 99.75 99.75 99.75 unch 0 23 +0
Sep14 130806 99.76 99.76 99.76 99.76 unch 0 32 +0
Dec14 130806 99.75 99.75 99.75 99.75 unch 0 30 +0
Mar15 130806 99.64 99.64 99.64 99.64 unch      
Jun15 130806 99.50 99.50 99.50 99.50 unch      
Total Volume and Open Interest 0 708 +0
Japanese Gov't Bonds(SGX)
Sep13 130806 143.72 143.76 143.64 143.66 -0.09 3,476 16,051 -380
Dec13 130806 142.58 142.58 142.58 142.58 -0.09 0 1 +0
Mar14 130806 142.09 142.09 142.09 142.09 -0.09      
Total Volume and Open Interest 3,476 16,052 -380
Euro-Bund(EUREX)
Sep13 130806 142.15 142.27 141.86 142.07 -0.15 747,303 1,006,086 +642
Dec13 130806 140.15 140.18 139.98 140.11 -0.17 116 1,606 +34
Mar14 130806 140.87 140.87 140.87 140.87 -0.15      
Total Volume and Open Interest 747,419 1,007,692 +676
Euro-Bobl(EUREX)
Sep13 130806 125.65 125.72 125.53 125.60 -0.07 527,644 875,786 +7,297
Dec13 130806 123.99 124.00 123.86 123.88 -0.06 35 6,347 +29
Mar14 130806 123.88 123.88 123.88 123.88 -0.06      
Total Volume and Open Interest 527,679 882,133 +7,326
3-Mth Euribor(EUREX)
Sep13 130806 99.755 99.755 99.755 99.755 unch 0 8,873 +0
Dec13 130806 99.700 99.700 99.700 99.700 unch 49 1,854 +49
Mar14 130806 99.630 99.630 99.630 99.630 unch 100 1,017 -100
Total Volume and Open Interest 2,452 29,200 +76
Long Gilt(LIFFE)
Sep13 130806 111~10 111~16 110~32 111~09 -0~03 119,139 288,708 +904
Dec13 130806 110~13 110~13 110~13 110~13 -0~03 0 10 +0
Total Volume and Open Interest 119,139 288,718 +904
3-Mth Short Sterling(LIFFE)
Sep13 130806 99.48 99.49 99.48 99.48 unch 14,697 286,902 -679
Dec13 130806 99.44 99.45 99.42 99.43 -0.01 37,482 334,490 +2,236
Mar14 130806 99.38 99.40 99.37 99.39 0.00 40,194 300,687 +6,660
Jun14 130806 99.35 99.35 99.32 99.34 -0.01 47,568 287,456 +2,626
Sep14 130806 99.30 99.31 99.26 99.29 -0.01 44,273 241,163 -3,618
Dec14 130806 99.25 99.25 99.20 99.23 -0.02 52,611 272,104 +5,041
Total Volume and Open Interest 505,078 2,615,265 +21,906
3-Mth Euribor(LIFFE)
Sep13 130806 99.760 99.760 99.750 99.755 unch 27,313 434,342 -588
Dec13 130806 99.700 99.710 99.695 99.700 unch 31,307 584,240 +1,658
Mar14 130806 99.630 99.640 99.620 99.630 unch 41,541 433,946 +637
Total Volume and Open Interest 459,815 3,879,401 -2,071
3-Mth Aus T-Bills(SFE)
Sep13 130806 97.51 97.53 97.45 97.47 -0.04 13,744 182,371 -2,019
Dec13 130806 97.65 97.67 97.58 97.60 -0.06 36,306 241,732 +2,351
Mar14 130806 97.68 97.70 97.59 97.62 -0.07 24,941 173,857 -6,190
Jun14 130806 97.61 97.63 97.52 97.55 -0.07 18,068 114,367 +1,746
Sep14 130806 97.47 97.49 97.38 97.40 -0.08 6,041 80,126 +349
Dec14 130806 97.30 97.32 97.20 97.23 -0.08 4,504 73,865 +46
Mar15 130806 97.12 97.14 97.02 97.05 -0.08 3,073 46,004 -679
Jun15 130806 96.96 96.97 96.84 96.87 -0.09 1,454 17,498 -41
Sep15 130806 96.82 96.82 96.68 96.71 -0.09 121 1,138 -66
Dec15 130806 96.69 96.69 96.58 96.58 -0.08 1 610 +1
Total Volume and Open Interest 108,254 931,784 -4,501
10-Year Aus T-Bonds(SFE)
Sep13 130806 96.40 96.40 96.26 96.28 -0.12 60,007 451,597 -458
Dec13 130806 96.28 96.28 96.28 96.28 -0.12      
Total Volume and Open Interest 60,007 451,597 -458
3-Year Aus T-Bonds(SFE)
Sep13 130806 97.53 97.54 97.42 97.44 -0.09 148,456 685,757 +38,653
Dec13 130806 97.44 97.44 97.44 97.44 -0.09      
Total Volume and Open Interest 148,456 685,757 +38,653
Gold(CMX)
Aug13 130806 1303.0 1305.9 1279.3 1283.2 -19.4 1,451 3,123 -429
Oct13 130806 1302.9 1305.9 1278.4 1282.6 -19.6 9,017 30,691 -731
Dec13 130806 1303.3 1306.4 1278.1 1282.5 -19.9 194,683 243,669 +2,155
Feb14 130806 1301.1 1305.0 1280.2 1283.4 -20.0 1,062 29,465 +150
Apr14 130806 1296.9 1297.5 1282.6 1284.3 -20.1 831 20,977 +564
Jun14 130806 1308.3 1308.3 1282.2 1285.4 -20.1 360 14,877 +266
Aug14 130806 1286.7 1286.7 1286.7 1286.7 -20.1 48 4,676 -21
Oct14 130806 1299.9 1299.9 1288.0 1288.0 -20.2 53 1,047 +24
Dec14 130806 1301.7 1301.7 1288.4 1289.4 -20.3 30 13,724 +22
Feb15 130806 1291.0 1291.0 1291.0 1291.0 -20.4 0 986 +0
Apr15 130806 1292.6 1292.6 1292.6 1292.6 -20.4      
Jun15 130806 1294.4 1294.4 1294.4 1294.4 -20.4 30 9,495 -6
Total Volume and Open Interest 209,374 397,861 +2,032
Silver(CMX)
Sep13 130806 1967.5 1978.0 1944.0 1952.3 -19.7 59,687 73,903 -97
Dec13 130806 1972.0 1982.0 1950.0 1957.2 -19.8 3,426 35,097 +1,350
Mar14 130806 1965.5 1975.0 1960.0 1962.2 -19.7 589 3,733 +24
May14 130806 1987.0 1987.0 1965.3 1965.3 -19.7 167 3,288 +0
Jul14 130806 1968.2 1968.2 1968.2 1968.2 -19.7 172 2,799 +45
Sep14 130806 1973.5 1973.5 1971.2 1971.2 -19.7 140 1,210 +90
Dec14 130806 1971.5 1975.3 1971.5 1975.3 -19.7 101 6,852 +7
Total Volume and Open Interest 64,335 135,679 +1,440
Platinum(NYMEX)
Oct13 130806 1451.8 1454.7 1422.5 1427.8 -20.3 10,950 59,410 +275
Jan14 130806 1444.9 1448.6 1427.1 1430.0 -20.1 150 4,727 +89
Apr14 130806 1432.2 1432.2 1432.2 1432.2 -20.1 0 17 +0
Jul14 130806 1432.2 1432.2 1432.2 1432.2 -20.1      
Total Volume and Open Interest 11,100 64,156 +364
Palladium(NYMEX)
Sep13 130806 732.10 732.90 716.45 722.80 -12.40 2,899 34,029 -30
Dec13 130806 730.10 730.10 719.05 724.75 -12.30 242 3,738 +183
Mar14 130806 725.85 725.85 725.85 725.85 -12.30 0 149 +0
Total Volume and Open Interest 3,141 37,954 +153
Copper(CMX)
Sep13 130806 316.75 320.90 314.75 317.30 +0.50 55,973 100,607 -655
Dec13 130806 317.90 322.00 316.25 318.55 +0.25 6,035 38,937 +1,366
Mar14 130806 320.00 322.75 319.15 319.75 +0.20 1,212 12,354 +247
May14 130806 320.65 320.65 320.65 320.65 +0.20 307 1,761 +54
Jul14 130806 321.50 321.50 321.50 321.50 +0.10 272 1,214 +133
Total Volume and Open Interest 64,507 166,413 +912
DJIA Index(CBOT)
Sep13 130806 15534 15558 15425 15474 -80 78 14,443 +0
Dec13 130806 15395 15478 15395 15395 -83 0 2 +0
Mar14 130806 15300 15383 15300 15300 -83      
Jun14 130806 15231 15314 15231 15231 -83      
Total Volume and Open Interest 78 14,445 +0
E-mini DJIA Index(CBOT)
Sep13 130806 15544 15564 15414 15474 -80 95,402 127,396 -5,226
Dec13 130806 15457 15463 15329 15395 -83 7 252 +3
Mar14 130806 15300 15300 15300 15300 -83 0 4 +0
Jun14 130806 15231 15231 15231 15231 -83 0 1 +0
Total Volume and Open Interest 95,409 127,653 -5,223
S & P 500(CME)
Sep13 130806 1699.80 1703.30 1688.90 1693.90 -8.60 5,639 160,121 -1,531
Dec13 130806 1684.50 1687.50 1683.10 1687.50 -8.60 47 3,401 +32
Mar14 130806 1681.00 1681.00 1676.60 1681.00 -8.60 0 22 +0
Jun14 130806 1674.30 1674.30 1669.90 1674.30 -8.60      
Total Volume and Open Interest 5,686 163,544 -1,499
S & P 500 E-Mini(Globex)
Sep13 130806 1701.25 1703.50 1688.75 1694.00 -8.50 1,216,474 2,808,697 -27,819
Dec13 130806 1693.25 1697.00 1682.50 1687.50 -8.50 2,145 40,470 -117
Total Volume and Open Interest 1,218,631 2,851,691 -27,931
NASDAQ 100(CME)
Sep13 130806 3132.50 3139.00 3107.00 3118.00 -18.00 494 9,618 -128
Dec13 130806 3111.00 3112.00 3110.00 3111.00 -18.00      
Mar14 130806 3104.80 3122.80 3104.80 3104.80 -18.00      
Total Volume and Open Interest 494 9,618 -128
NASDAQ 100 E-Mini(Globex)
Sep13 130806 3136.00 3139.50 3106.30 3118.00 -18.00 162,654 405,241 -2,267
Dec13 130806 3127.30 3127.30 3095.30 3111.00 -18.00 15 1,247 +6
Total Volume and Open Interest 162,669 406,582 -2,261
S & P Midcap 400(CME)
Sep13 130806 1245.50 1247.00 1236.00 1239.30 -11.90 449 1,804 +184
Dec13 130806 1237.30 1249.20 1237.30 1237.30 -11.90      
Mar14 130806 1235.30 1247.20 1235.30 1235.30 -11.90      
Total Volume and Open Interest 449 1,804 +184
Volatility Index(CBOE)
Aug13 130806 13.05 13.60 13.05 13.40 +0.35 49,345 154,196 +2,211
Sep13 130806 14.50 15.00 14.45 14.85 +0.40 32,710 105,404 +7,370
Oct13 130806 15.55 16.00 15.45 15.90 +0.40 12,230 38,673 +805
Nov13 130806 16.30 16.75 16.20 16.65 +0.35 10,221 33,924 -726
Total Volume and Open Interest 116,767 393,290 +10,229
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep13 130806 14240 14450 14055 14235 -55 16,832 58,868 +439
Dec13 130806 14460 14460 14325 14325 -55 2 85 +2
Total Volume and Open Interest 16,834 58,955 +441
Nikkei 225(SGX)
Sep13 130806 14220 14415 14020 14395 +160 130,627 248,177 +2,224
Dec13 130806 14200 14330 14200 14330 +190 10 32,483 -6
Mar14 130806 14320 14320 14320 14320 +160 0 27 +0
Total Volume and Open Interest 131,265 319,203 +2,245
CAC 40(EURONEXT)
Aug13 130806 4047.0 4066.0 4013.5 4034.0 -15.0 50,777 304,706 -4,257
Sep13 130806 4049.5 4066.0 4017.5 4034.5 -15.0 561 27,149 +412
Oct13 130806 4028.5 4028.5 4028.5 4028.5 -15.0      
Total Volume and Open Interest 51,339 331,896 -3,845
Hang Seng Index(HKFE)
Aug13 130806 21962 22050 21755 21838 -361 43,124 98,774 +48
Sep13 130806 21906 21960 21676 21760 -356 590 6,430 +149
Total Volume and Open Interest 43,808 109,366 +213
DAX(EUREX)
Sep13 130806 8400.5 8438.5 8267.0 8296.0 -104.5 68,570 164,907 -2,862
Dec13 130806 8397.0 8439.0 8277.0 8302.0 -104.5 94 3,725 +9
Mar14 130806 8447.5 8447.5 8305.0 8314.5 -104.5 8 225 +5
Total Volume and Open Interest 68,672 168,857 -2,848
FT-SE 100(EURONEXT)
Sep13 130806 6566.50 6583.00 6514.00 6553.50 -20.00 62,911 682,945 -3,112
Dec13 130806 6533.00 6552.50 6522.00 6527.50 -20.00 8 4,523 +13
Mar14 130806 6477.50 6477.50 6477.50 6477.50 -20.00 0 169 +0
Total Volume and Open Interest 62,919 687,637 -3,099
SPI 200(SFE)
Sep13 130806 5064.0 5070.0 5036.0 5060.0 -2.0 16,810 264,527 -3,601
Dec13 130806 5059.0 5059.0 5059.0 5059.0 -2.0 364 3,856 +259
Mar14 130806 5018.0 5018.0 5018.0 5018.0 -3.0 15 2,935 +0
Total Volume and Open Interest 17,246 273,932 -3,301
FTSE MIB(ISE)
Sep13 130806 16770.00 16890.00 16610.00 16678.00 -88.00 16,187 39,029 +98
Dec13 130806 16730.00 16750.00 16555.00 16583.00 -88.00 64 403 -8
Mar14 130806 16595.00 16595.00 16595.00 16595.00 -66.00 1 1 +1
Total Volume and Open Interest 16,252 39,433 +91
KOSPI 200(KFE)
Sep13 130806 249.35 249.35 245.55 246.50 -2.55 131,711 106,605 -1,812
Dec13 130806 250.00 250.00 247.20 248.30 -2.30 76 2,848 +35
Mar14 130806 247.05 247.05 247.05 247.05 -4.40 1 498 +1
Total Volume and Open Interest 131,788 110,186 -1,776
GSCI(CME)
Aug13 130806 641.00 641.00 634.00 635.00 -5.00 455 9,735 +164
Sep13 130806 637.50 637.50 630.00 632.00 -5.00 1 389 +1
Oct13 130806 629.00 634.50 628.50 629.00 -5.00      
Total Volume and Open Interest 456 10,124 +165
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.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

Banner

Login

Newsflash

The world will still run for decades on fossil-fuel energy --- crude oil, gasoline, heating oil, natural gas.  Buy 'em?  Sell 'em?  When?  Just since 2008, crude oil traded at $147/barrel, collapsed to -$40.32/barrel in 2020, ran to higher than $130 in early 2022, and the traded less than half that in May!

MRCI's newest special report is complete with seasonal patterns & weekly charts: for each delivery month and several spreads against each; for product spreads; for cash & basis; and for 3/2/1 and 2/1/1 crack spreads.  Better yet, this 284-page volume presents 190 seasonal & spread strategies to anticipate throughout the next 12-months. Order your copy today! https://www.mrci.com/products/energy