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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Tue August 27, 2013
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep13 130827 1425.00 1449.00 1412.00 1414.00 -13.75 18,028 21,659 -3,061
Nov13 130827 1387.00 1409.50 1368.00 1370.50 -19.00 161,138 344,243 +778
Jan14 130827 1385.00 1406.00 1362.75 1365.50 -21.50 26,757 70,198 -1,287
Mar14 130827 1351.00 1371.50 1331.50 1335.75 -17.25 15,253 45,494 +1,522
May14 130827 1315.50 1335.75 1301.50 1307.75 -11.00 15,141 52,218 +3,141
Jul14 130827 1315.00 1330.00 1297.25 1302.75 -11.75 6,647 18,571 +308
Aug14 130827 1301.75 1301.75 1280.00 1280.50 -13.75 13 245 +2
Sep14 130827 1255.00 1261.25 1240.00 1240.00 -20.25 0 82 +0
Nov14 130827 1220.00 1228.25 1209.00 1213.00 -6.00 3,661 17,375 -71
Jan15 130827 1220.00 1229.75 1216.50 1216.50 -6.25 14 75 +10
Mar15 130827 1209.75 1217.00 1209.75 1209.75 -7.25 0 6 +0
May15 130827 1204.75 1217.50 1203.25 1203.25 -14.25 0 1 +0
Jul15 130827 1205.00 1222.50 1205.00 1205.00 -17.50 0 35 +0
Aug15 130827 1199.00 1216.50 1199.00 1199.00 -17.50 0 1 +0
Total Volume and Open Interest 246,653 570,625 +1,343
Soybean Meal(CBOT)
Sep13 130827 458.60 470.60 453.80 455.90 -2.70 23,559 21,491 -7,583
Oct13 130827 436.60 447.80 431.10 432.80 -5.50 12,658 30,389 +2,489
Dec13 130827 435.40 445.80 428.50 430.40 -6.30 65,002 165,586 +1,657
Jan14 130827 434.00 443.20 425.70 427.30 -7.70 6,623 18,233 +539
Mar14 130827 420.70 427.00 411.20 413.50 -6.90 5,910 21,247 +1,200
May14 130827 403.90 409.30 395.80 398.10 -5.10 2,353 12,352 +155
Jul14 130827 400.30 405.70 393.00 395.00 -4.90 686 6,640 +55
Aug14 130827 397.50 397.60 388.00 388.00 -4.60 67 680 +23
Sep14 130827 380.00 385.30 376.30 376.30 -3.90 1 617 +0
Oct14 130827 365.50 365.50 360.20 360.20 -2.80 23 505 -23
Total Volume and Open Interest 117,026 279,836 -1,523
Soybean Oil(CBOT)
Sep13 130827 44.48 44.72 44.00 44.06 -0.38 17,057 23,427 -5,440
Oct13 130827 44.56 44.83 44.13 44.21 -0.35 8,708 25,988 +885
Dec13 130827 44.93 45.17 44.42 44.52 -0.36 50,140 165,007 +2,637
Jan14 130827 45.07 45.28 44.56 44.66 -0.35 5,570 32,582 +874
Mar14 130827 45.25 45.48 44.77 44.91 -0.30 3,630 18,015 +360
May14 130827 45.40 45.72 45.00 45.17 -0.24 2,175 10,702 +485
Jul14 130827 45.73 45.95 45.36 45.44 -0.21 460 9,754 +15
Aug14 130827 45.72 45.90 45.48 45.50 -0.21 32 1,943 +18
Sep14 130827 45.89 45.99 45.54 45.55 -0.20 12 1,490 +11
Oct14 130827 45.74 45.74 45.36 45.36 -0.23 1 811 -1
Total Volume and Open Interest 87,942 294,634 -177
Canola(WCE)
Nov13 130827 538.0 539.8 528.2 529.7 -8.3 20,221 121,895 +4,449
Jan14 130827 542.4 545.5 534.7 535.9 -7.6 3,302 22,992 +447
Mar14 130827 549.2 551.0 540.5 541.7 -7.5 2,171 12,325 +1,907
May14 130827 549.1 553.8 543.9 545.0 -7.3 236 2,143 +50
Jul14 130827 552.0 554.9 546.5 546.5 -7.7 103 1,006 -14
Total Volume and Open Interest 26,056 160,623 +6,843
Corn(CBOT)
Sep13 130827 515.00 519.25 498.75 499.75 -16.00 73,982 99,100 -50,249
Dec13 130827 499.75 504.25 485.50 486.25 -14.25 121,543 698,526 -9,536
Mar14 130827 511.50 515.75 498.00 498.75 -13.75 16,396 138,834 +945
May14 130827 519.25 523.00 505.75 506.25 -13.75 3,715 35,920 +70
Jul14 130827 524.25 527.75 510.75 511.50 -13.50 3,911 47,675 +586
Sep14 130827 525.00 526.00 512.00 512.25 -10.75 474 10,188 +47
Dec14 130827 525.00 528.25 515.00 515.75 -10.75 4,475 82,147 +532
Mar15 130827 530.75 534.75 524.25 524.25 -10.50 27 2,192 +23
May15 130827 528.50 538.75 528.50 528.50 -10.25 7 173 +5
Jul15 130827 541.50 541.50 531.50 531.50 -10.00 22 805 +10
Total Volume and Open Interest 224,642 1,120,878 -57,504
Wheat(CBOT)
Sep13 130827 654.25 657.75 648.50 650.75 -4.00 26,832 39,567 -18,471
Dec13 130827 666.50 670.25 660.75 663.75 -3.00 39,574 249,395 +5,215
Mar14 130827 679.00 681.75 673.00 675.50 -3.25 5,801 50,264 +49
May14 130827 685.00 688.50 679.50 682.75 -3.00 1,776 11,158 +319
Jul14 130827 679.00 682.25 674.75 677.00 -3.50 881 26,568 +50
Sep14 130827 686.50 692.25 686.25 687.00 -2.75 42 1,290 +30
Total Volume and Open Interest 75,163 387,500 -12,945
Wheat(KCBT)
Sep13 130827 707.75 712.75 705.25 707.25 -1.00 10,463 15,465 -4,142
Dec13 130827 712.50 717.00 709.25 711.00 -2.25 13,201 88,523 +3,926
Mar14 130827 721.50 724.75 717.75 718.50 -3.50 3,140 18,860 +1,290
May14 130827 725.75 728.75 723.25 723.25 -2.50 567 3,936 -84
Jul14 130827 717.75 718.25 711.50 713.25 -1.75 439 12,965 +211
Sep14 130827 724.00 726.25 720.75 722.25 -1.50 14 289 +1
Total Volume and Open Interest 27,827 140,292 +1,200
Wheat(MGE)
Sep13 130827 729.00 735.00 727.50 729.50 +0.25 2,415 8,544 -299
Dec13 130827 737.00 742.50 735.50 737.00 -0.75 3,524 20,025 +582
Mar14 130827 747.00 754.50 747.00 748.75 -1.00 948 4,958 +248
May14 130827 755.50 761.25 755.50 756.75 +0.75 135 1,882 +85
Jul14 130827 766.00 766.75 761.00 761.00 -1.50 20 1,134 +7
Total Volume and Open Interest 7,086 38,578 +648
Oats(CBOT)
Sep13 130827 359.00 364.00 353.75 363.75 +10.00 162 270 -44
Dec13 130827 344.00 356.00 342.25 349.75 +5.00 980 7,736 +204
Mar14 130827 349.50 359.00 347.00 354.00 +5.25 33 1,006 +24
May14 130827 357.25 357.25 350.75 357.25 +6.50 0 5 +0
Total Volume and Open Interest 1,175 9,022 +184
Rough Rice(CBOT)
Sep13 130827 16.17 16.45 16.17 16.43 +0.19 463 2,358 -315
Nov13 130827 15.86 16.00 15.70 15.73 -0.16 559 7,511 +234
Jan14 130827 16.13 16.19 15.87 15.88 -0.21 51 439 +11
Mar14 130827 16.30 16.32 16.05 16.05 -0.25 0 9 +0
Total Volume and Open Interest 1,073 10,317 -70
Live Cattle(CME)
Aug13 130827 123.150 123.285 122.900 122.950 -0.450 765 1,693 -563
Oct13 130827 127.100 127.150 126.600 126.730 -0.420 13,556 141,653 -394
Dec13 130827 130.185 130.185 129.650 129.785 -0.400 5,633 70,374 +312
Feb14 130827 131.800 131.800 131.200 131.200 -0.375 3,459 46,355 +521
Apr14 130827 132.575 132.750 132.350 132.575 -0.250 2,376 24,806 +776
Jun14 130827 127.180 127.250 126.950 127.035 -0.100 419 9,209 +37
Total Volume and Open Interest 26,244 295,057 +683
Feeder Cattle(CME)
Aug13 130827 154.325 154.785 154.325 154.735 +0.335 864 3,406 -117
Sep13 130827 154.700 155.500 154.235 155.285 +1.155 1,640 10,068 -306
Oct13 130827 156.800 157.050 156.035 156.950 +1.100 2,045 10,822 +254
Nov13 130827 156.935 157.950 156.785 157.850 +1.100 674 5,394 +45
Jan14 130827 156.350 157.200 155.880 156.825 +1.195 312 4,111 +65
Mar14 130827 155.485 156.435 155.400 156.400 +1.200 135 1,387 +32
Apr14 130827 156.500 157.075 156.350 157.000 +0.350 35 588 +14
Total Volume and Open Interest 5,731 36,722 -4
Lean Hogs(CME)
Oct13 130827 85.885 86.850 85.635 86.580 +0.545 17,187 117,485 -3,454
Dec13 130827 82.950 83.830 82.700 83.550 +0.470 9,893 80,701 +1,446
Feb14 130827 85.050 85.700 84.830 85.480 +0.280 3,988 46,371 +610
Apr14 130827 85.500 85.885 85.150 85.800 +0.350 1,252 29,740 +16
May14 130827 89.250 89.550 88.900 89.550 +0.450 28 1,839 +9
Jun14 130827 91.300 91.600 91.050 91.480 +0.130 629 16,098 +12
Jul14 130827 89.900 90.150 89.750 90.150 +0.700 51 4,675 +7
Aug14 130827 88.550 88.850 88.480 88.700 +0.300 12 1,699 -5
Total Volume and Open Interest 33,061 298,817 -1,352
Class III Milk(CME)
Aug13 130827 17.89 17.90 17.89 17.89 unch 154 3,536 -104
Sep13 130827 17.60 17.74 17.48 17.67 +0.08 256 4,673 -28
Oct13 130827 18.14 18.16 17.89 17.92 -0.22 403 3,819 -39
Nov13 130827 17.68 17.69 17.55 17.59 -0.10 109 3,253 +16
Dec13 130827 17.20 17.20 17.10 17.14 -0.05 93 2,858 +31
Total Volume and Open Interest 1,279 24,737 +47
Cocoa(ICE)
Sep13 130827 2408 2420 2408 2420 -27 59 468 -771
Dec13 130827 2481 2483 2442 2453 -28 5,701 101,122 +566
Mar14 130827 2475 2475 2451 2461 -28 1,452 48,610 +146
May14 130827 2488 2488 2455 2465 -29 317 19,290 +79
Jul14 130827 2467 2481 2465 2468 -30 127 6,151 -27
Sep14 130827 2470 2482 2467 2471 -31 32 6,265 -5
Dec14 130827 2472 2483 2469 2474 -32 4 1,848 +4
Total Volume and Open Interest 7,692 185,474 -8
Coffee "C"(ICE)
Sep13 130827 113.80 113.80 112.90 113.15 -0.90 570 427 -767
Dec13 130827 117.05 117.75 116.60 116.75 -1.00 7,198 102,019 +758
Mar14 130827 120.10 120.50 119.55 119.65 -1.00 1,050 22,284 +91
May14 130827 121.90 122.35 121.55 121.65 -1.00 572 7,976 +180
Jul14 130827 124.05 124.20 123.55 123.60 -1.00 167 5,558 +103
Sep14 130827 125.90 125.90 125.40 125.40 -1.05 36 2,388 -6
Total Volume and Open Interest 9,633 144,639 +368
Orange Juice(ICE)
Sep13 130827 136.55 138.50 135.05 135.15 -1.40 572 3,064 -475
Nov13 130827 137.00 139.15 135.25 135.55 -1.50 976 12,221 +447
Jan14 130827 138.40 138.40 135.40 135.85 -1.55 44 1,733 +20
Mar14 130827 136.45 136.50 135.80 136.50 -1.70 5 1,223 +1
May14 130827 136.95 136.95 136.95 136.95 -1.65 0 143 +0
Jul14 130827 136.95 136.95 136.95 136.95 -1.65 0 20 +0
Total Volume and Open Interest 1,597 18,404 -7
Sugar #11(ICE)
Oct13 130827 16.61 16.62 16.35 16.46 -0.15 52,747 445,348 +1,491
Mar14 130827 17.08 17.10 16.84 16.95 -0.16 25,821 241,204 +1,340
May14 130827 17.02 17.02 16.75 16.86 -0.16 13,078 55,541 -880
Jul14 130827 16.94 16.94 16.68 16.78 -0.16 8,811 80,799 -1,339
Oct14 130827 17.11 17.15 16.90 17.00 -0.16 3,150 45,251 +438
Mar15 130827 17.57 17.57 17.40 17.47 -0.15 243 17,620 -45
May15 130827 17.54 17.54 17.38 17.43 -0.15 20 3,989 +9
Jul15 130827 17.35 17.40 17.35 17.40 -0.15 14 3,659 +8
Total Volume and Open Interest 103,884 902,711 +1,022
London Cocoa(LCE)
Sep13 130827 1636 1639 1628 1629 -7 2,633 34,435 -581
Dec13 130827 1635 1641 1625 1628 -8 5,633 76,033 +1,224
Mar14 130827 1616 1623 1607 1612 -7 1,764 72,274 +57
May14 130827 1616 1622 1607 1612 -7 443 18,952 +20
Jul14 130827 1616 1625 1610 1613 -6 132 8,924 -143
Sep14 130827 1612 1626 1607 1615 -6 35 4,708 +41
Dec14 130827 1609 1623 1600 1615 -2 4 2,441 +206
Total Volume and Open Interest 10,644 218,576 +824
London Sugar(LCE)
Oct13 130827 484.70 485.10 476.40 479.40 -3.70 3,102 31,090 -590
Dec13 130827 476.20 477.90 470.50 473.90 -0.30 1,686 11,505 +243
Mar14 130827 474.40 475.10 468.70 471.80 -0.50 459 11,310 -17
May14 130827 475.40 476.40 470.40 473.50 -0.30 479 5,515 -122
Aug14 130827 475.30 475.80 471.10 473.10 -0.40 153 3,210 +78
Total Volume and Open Interest 6,034 65,105 -291
Cotton(ICE)
Oct13 130827 85.30 85.36 84.50 84.50 -0.75 44 156 -34
Dec13 130827 84.99 85.06 84.07 84.15 -0.75 14,664 141,396 -3,904
Mar14 130827 83.91 84.20 83.25 83.36 -0.69 2,653 34,131 -48
May14 130827 83.50 83.62 82.97 83.14 -0.58 308 4,192 +115
Jul14 130827 82.96 82.96 82.40 82.73 -0.46 53 4,479 -18
Oct14 130827 77.88 77.88 77.88 77.88 -0.29      
Total Volume and Open Interest 17,755 186,853 -3,913
Lumber(CME)
Sep13 130827 310.0 310.0 305.0 306.3 -4.1 475 1,625 -295
Nov13 130827 308.9 309.7 302.5 302.9 -6.3 476 3,286 +204
Jan14 130827 321.2 321.3 316.0 316.1 -5.1 17 107 +7
Mar14 130827 321.6 327.1 320.0 321.6 -5.4 2 52 +0
Total Volume and Open Interest 970 5,077 -84
Crude Oil(NYM)
Oct13 130827 106.14 109.32 105.88 109.01 +3.09 259,545 326,680 -3,717
Nov13 130827 105.61 108.65 105.31 108.30 +2.95 78,514 158,694 +3,647
Dec13 130827 104.34 107.21 104.10 106.90 +2.74 74,169 221,535 +1,434
Jan14 130827 102.94 105.57 102.70 105.37 +2.59 17,845 73,164 +1,661
Feb14 130827 101.77 104.03 101.54 103.88 +2.43 8,714 46,172 +838
Mar14 130827 100.44 102.66 100.40 102.50 +2.25 10,551 70,512 +326
Apr14 130827 99.29 101.35 99.00 101.20 +2.07 2,814 38,103 +313
May14 130827 99.77 100.22 99.65 100.11 +1.90 2,396 39,760 +15
Jun14 130827 97.47 99.36 97.19 99.11 +1.75 21,601 111,288 +305
Jul14 130827 96.88 98.30 96.88 98.09 +1.60 1,518 39,624 -45
Aug14 130827 96.76 97.40 96.72 97.20 +1.49 1,514 30,383 +100
Sep14 130827 95.44 96.69 95.44 96.47 +1.42 3,513 47,474 +403
Oct14 130827 95.20 95.76 95.20 95.76 +1.34 824 29,995 +74
Nov14 130827 94.92 95.08 94.92 95.08 +1.26 1,217 25,881 +228
Dec14 130827 93.59 94.68 93.04 94.43 +1.19 26,623 238,008 +1,111
Jan15 130827 93.83 93.83 93.67 93.68 +1.12 410 26,542 -40
Total Volume and Open Interest 523,035 1,828,271 +7,776
e-miNY Crude Oil(NYM)
Aug13 130719 108.075 109.300 107.450 108.050 unch 5,675 1,737 -346
Sep13 130819 107.625 107.800 106.550 107.100 -0.350 5,409 2,920 -153
Oct13 130827 106.175 109.300 105.875 109.000 +3.075 7,906 2,182 +199
Nov13 130827 105.725 108.600 105.325 108.300 +2.950 266 406 +59
Dec13 130827 104.750 107.100 104.625 106.900 +2.750 65 551 +6
Jan14 130827 104.900 105.375 104.900 105.375 +2.600 2 368 +2
Feb14 130827 103.875 103.875 103.875 103.875 +2.425 0 240 +0
Mar14 130827 102.500 102.500 102.500 102.500 +2.250 2 10 +2
Apr14 130827 101.200 101.200 101.200 101.200 +2.075 2 3 +0
May14 130827 100.100 100.100 100.100 100.100 +1.900      
Total Volume and Open Interest 8,245 3,894 +270
Heating Oil(NYM)
Sep13 130827 308.75 316.70 307.95 316.09 +8.19 28,805 33,442 -7,776
Oct13 130827 309.17 317.39 308.24 316.56 +8.21 48,215 72,895 +1,421
Nov13 130827 309.07 317.03 308.25 316.30 +8.12 12,261 41,674 +735
Dec13 130827 309.00 316.00 307.91 315.66 +7.86 13,457 49,242 -8
Jan14 130827 309.54 315.21 309.54 315.16 +7.56 6,169 25,892 -624
Feb14 130827 306.98 314.15 306.98 313.84 +7.22 2,712 9,868 -62
Mar14 130827 307.39 311.74 307.39 311.61 +6.79 1,706 10,067 -366
Apr14 130827 303.25 309.27 303.25 309.11 +6.30 829 12,001 -205
May14 130827 303.89 306.69 303.89 306.66 +5.77 1,017 2,906 +12
Jun14 130827 299.66 304.75 299.66 304.34 +5.39 1,996 17,070 +379
Jul14 130827 303.04 303.04 303.04 303.04 +5.14 266 1,575 +220
Aug14 130827 301.97 301.97 301.97 301.97 +4.96 28 719 +10
Sep14 130827 301.37 301.37 301.37 301.37 +4.83 101 590 +25
Oct14 130827 300.77 300.77 300.77 300.77 +4.71 145 445 +68
Total Volume and Open Interest 118,952 290,794 -5,949
Gasoline(NYMEX)
Sep13 130827 296.00 304.78 294.95 303.41 +8.24 39,340 27,775 -6,787
Oct13 130827 283.55 292.60 283.21 291.27 +7.82 53,584 96,800 +4,160
Nov13 130827 280.46 287.99 279.50 287.07 +7.65 24,609 53,082 -1,519
Dec13 130827 277.75 284.90 276.88 284.09 +7.44 16,867 37,567 +669
Jan14 130827 278.01 282.99 277.52 282.68 +7.25 10,249 20,994 +1,249
Feb14 130827 279.26 282.67 279.26 282.34 +7.04 4,295 7,371 -387
Mar14 130827 276.50 283.13 276.50 283.13 +6.85 2,195 10,918 +165
Apr14 130827 290.84 297.48 290.84 297.44 +6.66 621 6,103 +108
May14 130827 295.02 295.98 294.71 295.98 +6.41 275 2,769 -51
Jun14 130827 286.60 292.64 286.55 292.63 +5.86 154 2,876 +64
Total Volume and Open Interest 152,366 270,279 -2,374
e-miNY RBOB Gasoline(NYM)
Sep13 130827 295.20 303.41 295.20 303.40 +8.20 0 1 +0
Oct13 130827 291.30 291.30 291.27 291.30 +7.80      
Nov13 130827 287.10 287.10 287.07 287.10 +7.70 0 1 +0
Dec13 130827 284.10 284.10 284.09 284.10 +7.40      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Sep13 130827 3.505 3.547 3.451 3.534 +0.021 85,908 23,992 -16,231
Oct13 130827 3.543 3.585 3.483 3.573 +0.020 81,387 216,384 +2,032
Nov13 130827 3.666 3.696 3.600 3.686 +0.018 20,652 241,864 +1,405
Dec13 130827 3.826 3.858 3.770 3.851 +0.016 10,359 76,639 +83
Jan14 130827 3.915 3.944 3.856 3.936 +0.016 13,736 168,665 -451
Feb14 130827 3.921 3.945 3.860 3.938 +0.016 1,962 37,868 +193
Mar14 130827 3.881 3.906 3.829 3.903 +0.014 5,180 96,202 +642
Apr14 130827 3.814 3.842 3.765 3.835 +0.013 5,313 117,113 -156
May14 130827 3.804 3.857 3.787 3.854 +0.012 335 32,969 +96
Jun14 130827 3.869 3.892 3.818 3.884 +0.012 178 24,316 +18
Jul14 130827 3.859 3.917 3.859 3.916 +0.011 225 20,073 +13
Aug14 130827 3.882 3.933 3.868 3.933 +0.012 313 18,317 +168
Sep14 130827 3.877 3.941 3.877 3.932 +0.012 322 19,665 +43
Oct14 130827 3.901 3.952 3.887 3.952 +0.012 1,940 72,297 +883
Nov14 130827 3.998 4.030 3.994 4.028 +0.012 2,049 25,066 +322
Dec14 130827 4.127 4.184 4.127 4.184 +0.011 2,329 40,038 +883
Total Volume and Open Interest 234,860 1,338,372 -8,415
Brent Crude Oil(ICE)
Oct13 130827 111.16 115.29 110.73 114.36 +3.63 219,413 273,700 -9,414
Nov13 130827 109.62 113.80 109.45 112.95 +3.46 131,848 229,955 +5,204
Dec13 130827 108.61 112.62 108.50 111.87 +3.30 124,832 217,385 +6,167
Jan14 130827 108.13 111.55 107.82 110.95 +3.13 22,551 73,665 -1
Feb14 130827 107.32 110.62 107.14 110.07 +2.93 12,235 43,978 +111
Mar14 130827 106.79 109.66 106.52 109.22 +2.70 13,065 51,580 -7
Apr14 130827 106.20 108.83 105.95 108.43 +2.49 7,538 48,718 +620
May14 130827 105.62 108.02 105.37 107.64 +2.29 5,602 23,577 +331
Jun14 130827 105.10 107.25 104.77 106.89 +2.13 24,023 105,479 +1,751
Jul14 130827 105.45 106.25 105.45 106.25 +1.99 1,430 21,513 +407
Aug14 130827 104.10 105.56 104.10 105.56 +1.85 605 24,825 +134
Sep14 130827 103.40 104.83 103.40 104.83 +1.71 1,526 27,827 +178
Oct14 130827 104.17 104.17 104.17 104.17 +1.60 842 23,495 +166
Nov14 130827 103.58 103.58 103.58 103.58 +1.50 1,453 13,791 +250
Total Volume and Open Interest 602,797 1,522,654 +8,684
Gas Oil(ICE)
Sep13 130827 941.50 975.00 937.75 961.75 +21.50 39,608 115,992 -2,949
Oct13 130827 942.25 976.50 939.25 963.00 +21.25 63,284 156,503 +3,325
Nov13 130827 940.50 968.75 936.75 960.25 +21.00 26,566 73,862 +2,133
Dec13 130827 936.50 963.00 932.25 955.00 +20.50 32,152 86,540 -2,335
Jan14 130827 933.75 957.25 930.00 951.50 +20.00 8,847 41,000 +599
Feb14 130827 927.75 949.50 926.25 946.50 +19.50 4,425 33,258 -74
Mar14 130827 923.25 943.50 920.25 940.00 +18.75 5,047 25,776 +730
Apr14 130827 916.25 935.75 914.75 933.25 +18.00 2,242 14,351 +153
May14 130827 911.25 928.50 908.75 926.25 +17.00 2,067 12,281 +505
Jun14 130827 905.75 922.00 903.00 920.00 +16.00 6,956 38,689 +798
Total Volume and Open Interest 197,105 661,916 +3,470
Ethanol(CBOT)
Aug13 130805 2.280 2.280 2.250 2.260 -0.030 60 148 -35
Sep13 130827 2.503 2.525 2.469 2.473 -0.035 447 661 -211
Oct13 130827 2.110 2.135 2.070 2.072 -0.029 480 1,830 -53
Nov13 130827 1.883 1.910 1.867 1.868 -0.016 177 1,426 +27
Dec13 130827 1.789 1.829 1.775 1.777 -0.013 151 1,843 -29
Jan14 130827 1.754 1.774 1.742 1.744 -0.004 36 899 -9
Feb14 130827 1.762 1.764 1.745 1.746 -0.003 6 299 +0
Mar14 130827 1.770 1.770 1.756 1.756 -0.003 6 260 +5
Total Volume and Open Interest 1,303 7,424 -270
WTI Crude Oil(ICE)
Oct13 130827 106.29 109.40 105.89 109.01 +3.09 64,444 85,017 -235
Nov13 130827 105.69 108.57 105.32 108.30 +2.95 25,506 42,344 -2,619
Dec13 130827 104.57 107.21 104.22 106.90 +2.74 30,233 136,234 -1,492
Jan14 130827 103.39 105.51 103.38 105.37 +2.59 3,988 23,561 +96
Feb14 130827 102.14 104.01 102.13 103.88 +2.43 2,236 9,603 +54
Mar14 130827 100.77 102.60 100.77 102.50 +2.25 2,962 27,947 -38
Apr14 130827 100.29 101.32 100.29 101.20 +2.07 1,179 10,601 -93
May14 130827 99.26 100.25 99.26 100.11 +1.90 775 5,488 +103
Jun14 130827 97.82 99.27 97.82 99.11 +1.75 6,902 49,047 -401
Jul14 130827 98.09 98.09 98.09 98.09 +1.60 173 5,645 +20
Aug14 130827 97.20 97.20 97.20 97.20 +1.49 147 3,823 +11
Sep14 130827 96.47 96.47 96.47 96.47 +1.42 364 11,016 -20
Oct14 130827 95.76 95.76 95.76 95.76 +1.34 66 5,685 +33
Nov14 130827 95.08 95.08 95.08 95.08 +1.26 55 10,517 +1
Dec14 130827 93.43 94.75 93.43 94.43 +1.19 8,955 85,562 -333
Jan15 130827 93.68 93.68 93.68 93.68 +1.12 10 7,233 -4
Total Volume and Open Interest 150,398 607,511 -3,882
US Dollar Index(ICE)
Sep13 130827 81.385 81.615 81.140 81.200 -0.240 30,453 70,704 +2,317
Dec13 130827 81.650 81.850 81.410 81.452 -0.243 540 1,966 +266
Mar14 130827 81.628 81.628 81.628 81.628 -0.243 0 2 +0
Total Volume and Open Interest 30,993 72,673 +2,583
Australian Dollar(CME)
Sep13 130827 90.18 90.19 89.22 89.69 -0.49 91,135 183,598 +1,111
Dec13 130827 89.61 89.65 88.76 89.17 -0.49 803 2,129 +129
Mar14 130827 88.57 89.16 88.55 88.68 -0.48 2 77 +2
Total Volume and Open Interest 91,940 185,807 +1,242
British Pound(CME)
Sep13 130827 155.74 155.90 154.79 155.38 -0.37 101,998 142,915 +4,156
Dec13 130827 155.72 155.77 154.72 155.28 -0.37 354 1,855 +12
Mar14 130827 155.03 155.56 155.03 155.19 -0.37 0 615 +0
Total Volume and Open Interest 102,352 145,719 +4,168
Canadian Dollar(CME)
Sep13 130827 95.18 95.44 94.82 95.30 +0.14 75,506 122,436 +8,671
Dec13 130827 94.97 95.22 94.62 95.10 +0.14 1,513 8,063 +485
Mar14 130827 94.70 95.03 94.54 94.89 +0.14 109 928 +20
Jun14 130827 94.60 94.68 94.56 94.68 +0.12 35 348 +17
Total Volume and Open Interest 77,188 131,890 +9,210
Japanese Yen(CME)
Sep13 130827 101.57 103.15 101.39 103.01 +1.62 131,623 175,047 -105
Dec13 130827 101.64 103.18 101.44 103.06 +1.62 818 2,533 +75
Mar14 130827 102.24 103.15 101.53 103.15 +1.62 0 158 +0
Total Volume and Open Interest 132,441 177,783 -30
Swiss Franc(CME)
Sep13 130827 108.37 109.06 108.34 108.91 +0.57 28,327 40,203 +200
Dec13 130827 108.62 109.10 108.43 109.00 +0.57 68 193 -17
Mar14 130827 109.11 109.11 108.54 109.11 +0.57 0 4 +0
Total Volume and Open Interest 28,395 40,403 +183
EuroFX(CME)
Sep13 130827 133.71 134.00 133.23 133.86 +0.12 194,675 244,870 +4,454
Dec13 130827 133.81 134.04 133.28 133.91 +0.13 1,379 5,855 +343
Mar14 130827 133.50 133.95 133.50 133.95 +0.12 7 94 +1
Total Volume and Open Interest 196,061 250,853 +4,798
Mexican Peso(CME)
Sep13 130827 757.75 757.75 746.50 752.75 -4.50 67,606 109,060 +3,547
Oct13 130827 750.75 755.25 750.75 750.75 -4.50      
Total Volume and Open Interest 68,772 113,449 +4,309
Brazilian Real(CME)
Sep13 130827 414.00 422.65 413.00 420.85 +1.65 1,015 9,772 +370
Oct13 130827 414.35 419.80 411.05 418.25 +1.60 98 120 +3
Nov13 130827 415.80 416.65 408.50 415.45 +1.35 27 9,266 +27
Dec13 130827 407.60 412.90 407.60 412.90 +1.35 19 270 +18
Total Volume and Open Interest 1,159 26,022 +418
30-Year T-Bonds(CBOT)
Sep13 130827 132~040 133~150 131~260 133~060 +1~070 418,450 568,593 -35,336
Dec13 130827 130~220 132~010 130~150 131~250 +1~070 48,505 69,671 +20,438
Mar14 130827 131~230 131~230 130~160 131~230 +1~070      
Total Volume and Open Interest 466,955 638,264 -14,898
10-Year T-Notes(CBOT)
Sep13 130827 125~050 125~280 125~010 125~235 +0~220 1,476,295 2,105,820 -100,451
Dec13 130827 123~305 124~240 123~265 124~195 +0~250 125,184 200,334 +35,836
Mar14 130827 123~265 124~195 123~265 124~195 +0~250      
Total Volume and Open Interest 1,601,479 2,306,154 -64,615
5-Year T-Notes(CBOT)
Sep13 130827 120~144 120~260 120~116 120~230 +0~104 1,025,695 1,371,757 -152,459
Dec13 130827 119~164 119~292 119~144 119~264 +0~116 257,122 297,662 +122,557
Total Volume and Open Interest 1,282,817 1,669,419 -29,902
2 Year T-Notes(CBOT)
Sep13 130827 110~012 110~024 110~006 110~020 +0~010 361,530 750,884 -59,646
Dec13 130827 109~272 109~284 109~262 109~280 +0~010 94,390 140,007 +53,387
Mar14 130827 109~280 109~280 109~270 109~280 +0~010      
Total Volume and Open Interest 455,920 890,891 -6,259
Eurodollars(CME)
Sep13 130827 99.730 99.735 99.725 99.732 +0.002 54,960 749,365 -10,435
Dec13 130827 99.690 99.695 99.680 99.690 unch 132,191 853,043 +472
Mar14 130827 99.630 99.635 99.620 99.630 unch 176,352 802,145 -10,292
Jun14 130827 99.550 99.560 99.545 99.555 +0.005 183,719 841,845 -9,818
Sep14 130827 99.450 99.465 99.440 99.455 +0.010 237,291 764,646 +670
Dec14 130827 99.315 99.340 99.310 99.330 +0.015 279,499 805,439 +6,327
Mar15 130827 99.145 99.180 99.135 99.165 +0.025 225,740 567,958 +16,734
Jun15 130827 98.935 98.975 98.915 98.960 +0.040 204,493 793,259 +6,204
Sep15 130827 98.660 98.720 98.645 98.705 +0.055 198,487 583,030 +3,368
Dec15 130827 98.365 98.440 98.345 98.420 +0.070 249,543 624,406 +15,054
Mar16 130827 98.060 98.145 98.040 98.125 +0.080 150,362 408,312 +10,827
Jun16 130827 97.770 97.865 97.745 97.840 +0.090 170,603 328,215 +18,117
Sep16 130827 97.495 97.595 97.470 97.570 +0.095 109,921 255,659 +112
Dec16 130827 97.240 97.355 97.220 97.325 +0.105 102,345 231,156 +6,027
Mar17 130827 97.025 97.140 97.005 97.115 +0.110 65,524 215,955 +2,514
Jun17 130827 96.820 96.930 96.790 96.905 +0.115 63,161 159,743 -2,350
Sep17 130827 96.630 96.740 96.600 96.715 +0.115 48,995 167,036 +1,057
Dec17 130827 96.430 96.550 96.410 96.520 +0.115 56,278 133,078 +378
Total Volume and Open Interest 2,782,394 9,538,090 +69,811
Ultra T-Bond(CBOT)
Sep13 130827 141~00 142~29 140~14 142~20 +1~30 85,113 363,027 -14,418
Dec13 130827 139~07 141~13 139~02 141~05 +1~30 23,565 30,056 +17,836
Mar14 130827 141~05 141~05 139~07 141~05 +1~30      
Total Volume and Open Interest 108,678 393,083 +3,418
30 Day Federal Funds(CBOT)
Aug13 130827 99.912 99.915 99.912 99.912 unch 98 40,200 -74
Sep13 130827 99.910 99.910 99.905 99.905 unch 1,000 34,211 +78
Oct13 130827 99.900 99.900 99.895 99.895 unch 891 16,115 +49
Nov13 130827 99.890 99.890 99.885 99.890 +0.005 1,028 17,978 -53
Dec13 130827 99.885 99.890 99.880 99.885 +0.005 930 22,279 +518
Jan14 130827 99.875 99.880 99.875 99.875 unch 862 21,446 +153
Total Volume and Open Interest 25,008 301,999 +2,374
3-Mth Euro-Yen(CME)
Sep13 130827 99.770 99.770 99.770 99.770 unch      
Dec13 130827 99.770 99.770 99.770 99.770 unch      
Mar14 130827 99.755 99.755 99.755 99.755 unch      
Jun14 130827 99.755 99.755 99.755 99.755 unch      
Sep14 130827 99.760 99.760 99.760 99.760 unch      
Dec14 130827 99.755 99.755 99.755 99.755 unch      
Mar15 130827 99.635 99.635 99.635 99.635 unch      
Jun15 130827 99.495 99.495 99.495 99.495 unch      
Sep15 130827 99.355 99.355 99.355 99.355 unch      
Dec15 130827 99.215 99.215 99.215 99.215 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Sep13 130827 99.77 99.77 99.77 99.77 unch 3 120 +0
Dec13 130827 99.77 99.77 99.77 99.77 unch 0 412 +0
Mar14 130827 99.75 99.75 99.75 99.75 unch 0 91 +0
Jun14 130827 99.75 99.75 99.75 99.75 unch 0 23 +0
Sep14 130827 99.76 99.76 99.76 99.76 unch 0 32 +0
Dec14 130827 99.75 99.75 99.75 99.75 unch 0 30 +0
Mar15 130827 99.64 99.64 99.64 99.64 unch      
Jun15 130827 99.50 99.50 99.50 99.50 unch      
Total Volume and Open Interest 3 708 +0
Japanese Gov't Bonds(SGX)
Sep13 130809 143.92 144.10 143.87 143.96 -0.05 3,063 16,551 +607
Dec13 130827 142.82 143.07 142.81 143.07 +0.34 27 29 +24
Mar14 130827 142.50 142.50 142.50 142.50 +0.34      
Total Volume and Open Interest 27 29 +24
Euro-Bund(EUREX)
Sep13 130827 140.00 140.95 139.93 140.54 +0.49 728,500 1,045,924 -39,430
Dec13 130827 138.06 138.99 137.97 138.58 +0.49 11,604 32,430 +5,141
Mar14 130827 139.34 139.34 139.34 139.34 +0.49      
Total Volume and Open Interest 740,104 1,078,354 -34,289
Euro-Bobl(EUREX)
Sep13 130827 124.78 125.17 124.73 125.02 +0.23 506,334 926,657 -34,285
Dec13 130827 123.10 123.42 123.04 123.29 +0.22 15,557 79,642 +8,504
Mar14 130827 123.29 123.29 123.29 123.29 +0.22      
Total Volume and Open Interest 521,891 1,006,299 -25,781
3-Mth Euribor(EUREX)
Sep13 130827 99.765 99.765 99.765 99.765 unch 0 8,872 +0
Dec13 130827 99.700 99.700 99.700 99.700 +0.010 2 1,878 -2
Mar14 130827 99.625 99.625 99.625 99.625 +0.020 0 1,075 +0
Total Volume and Open Interest 1,205 32,631 +1,086
Long Gilt(LIFFE)
Sep13 130827 109~21 110~16 109~16 110~09 +1~04 247,922 337,213 -803
Dec13 130827 108~22 109~18 108~17 109~11 +1~04 132,418 12,481 +9,249
Total Volume and Open Interest 380,340 349,694 +8,446
3-Mth Short Sterling(LIFFE)
Sep13 130827 99.48 99.49 99.47 99.48 unch 23,711 267,518 -7,737
Dec13 130827 99.45 99.45 99.44 99.44 +0.01 37,894 373,921 +1,964
Mar14 130827 99.38 99.39 99.37 99.38 +0.02 53,760 357,718 +2,908
Jun14 130827 99.29 99.32 99.29 99.31 +0.03 59,934 319,995 -404
Sep14 130827 99.21 99.24 99.21 99.22 +0.04 58,724 306,061 +6,245
Dec14 130827 99.13 99.15 99.11 99.13 +0.05 84,511 335,303 +4,783
Total Volume and Open Interest 593,145 2,929,918 +8,813
3-Mth Euribor(LIFFE)
Sep13 130827 99.760 99.765 99.755 99.765 unch 14,865 449,924 +330
Dec13 130827 99.690 99.710 99.685 99.700 +0.010 42,870 582,412 -8,094
Mar14 130827 99.605 99.630 99.600 99.625 +0.020 19,725 416,006 -1,433
Total Volume and Open Interest 269,545 3,939,980 +18,464
3-Mth Aus T-Bills(SFE)
Sep13 130827 97.43 97.45 97.43 97.45 +0.01 20,270 146,207 -5,941
Dec13 130827 97.51 97.54 97.51 97.54 +0.02 14,551 226,857 -1,840
Mar14 130827 97.50 97.55 97.49 97.55 +0.04 15,648 193,822 -839
Jun14 130827 97.40 97.47 97.40 97.46 +0.05 10,657 127,393 +756
Sep14 130827 97.24 97.31 97.23 97.30 +0.06 3,653 88,105 -269
Dec14 130827 97.02 97.10 97.02 97.10 +0.07 3,809 78,696 -2,869
Mar15 130827 96.82 96.89 96.82 96.88 +0.07 1,933 49,160 -962
Jun15 130827 96.60 96.68 96.60 96.67 +0.07 795 19,607 +178
Sep15 130827 96.47 96.47 96.47 96.47 +0.07 131 1,318 +81
Dec15 130827 96.28 96.28 96.28 96.28 +0.07 12 1,156 +0
Total Volume and Open Interest 71,459 933,261 -11,705
10-Year Aus T-Bonds(SFE)
Sep13 130827 95.98 96.07 95.97 96.07 +0.08 48,292 503,625 -972
Dec13 130827 96.07 96.07 96.07 96.07 +0.08      
Total Volume and Open Interest 48,292 503,625 -972
3-Year Aus T-Bonds(SFE)
Sep13 130827 97.15 97.22 97.14 97.22 +0.06 105,037 627,658 +11,819
Dec13 130827 97.22 97.22 97.22 97.22 +0.06      
Total Volume and Open Interest 105,037 627,658 +11,819
Gold(CMX)
Aug13 130827 1403.8 1421.1 1398.7 1420.6 +27.6 178 572 -40
Oct13 130827 1404.8 1423.9 1395.6 1420.0 +27.0 5,503 26,584 -413
Dec13 130827 1404.8 1424.0 1395.2 1420.2 +27.1 161,580 226,602 +1,171
Feb14 130827 1405.6 1424.3 1399.4 1421.0 +27.1 1,505 31,865 -251
Apr14 130827 1403.5 1421.9 1403.5 1421.9 +27.1 979 19,681 +295
Jun14 130827 1410.3 1422.9 1410.3 1422.9 +27.1 197 17,900 +11
Aug14 130827 1424.2 1424.2 1424.2 1424.2 +27.1 500 6,934 +290
Oct14 130827 1425.7 1425.7 1425.7 1425.7 +27.1 108 1,761 +0
Dec14 130827 1421.0 1427.6 1420.5 1427.3 +27.1 347 14,618 +112
Feb15 130827 1428.9 1428.9 1428.9 1428.9 +27.1 0 986 +0
Apr15 130827 1430.6 1430.6 1430.6 1430.6 +27.1      
Jun15 130827 1431.0 1432.5 1431.0 1432.5 +27.1 5 8,508 -5
Total Volume and Open Interest 172,050 379,907 +1,197
Silver(CMX)
Sep13 130827 2434.5 2471.5 2398.0 2465.1 +64.1 73,101 35,565 -3,694
Dec13 130827 2440.0 2476.5 2403.0 2470.0 +64.5 20,481 63,584 +1,671
Mar14 130827 2431.0 2475.0 2431.0 2474.6 +64.5 1,335 6,755 +599
May14 130827 2471.0 2478.0 2469.0 2477.2 +64.5 317 3,298 +72
Jul14 130827 2480.0 2480.0 2479.6 2479.6 +64.5 252 3,057 +71
Sep14 130827 2482.1 2482.1 2482.1 2482.1 +64.5 32 1,738 +10
Dec14 130827 2470.0 2486.5 2470.0 2486.5 +64.5 156 7,245 +23
Total Volume and Open Interest 95,863 129,802 -1,249
Platinum(NYMEX)
Oct13 130827 1548.0 1558.0 1522.6 1532.1 -12.4 8,489 59,437 -50
Jan14 130827 1554.6 1554.7 1526.0 1535.1 -12.3 145 7,005 +36
Apr14 130827 1538.6 1538.6 1534.2 1537.1 -12.3 1 176 +1
Jul14 130827 1537.6 1537.6 1537.6 1537.6 -12.3 0 6 +0
Total Volume and Open Interest 8,635 66,628 -14
Palladium(NYMEX)
Sep13 130827 747.60 753.00 743.20 749.15 +3.10 5,189 19,714 -3,027
Dec13 130827 747.85 755.05 745.30 751.25 +3.30 3,397 18,668 +2,127
Mar14 130827 752.50 752.50 752.50 752.50 +3.30 22 261 +22
Total Volume and Open Interest 8,608 38,703 -878
Copper(CMX)
Sep13 130827 332.00 337.25 330.80 332.85 +0.90 43,418 25,438 -5,230
Dec13 130827 332.80 337.85 331.55 333.55 +0.85 18,152 99,256 +2,058
Mar14 130827 335.00 338.55 333.35 334.60 +0.85 864 18,909 +117
May14 130827 337.85 337.85 335.10 335.40 +0.85 120 2,094 -53
Jul14 130827 337.05 337.05 336.25 336.25 +0.80 35 1,488 +25
Total Volume and Open Interest 63,055 159,316 -3,189
DJIA Index(CBOT)
Sep13 130827 14921 14923 14750 14758 -173 3,054 14,838 +274
Dec13 130827 14765 14765 14678 14678 -173 1 14 +0
Mar14 130827 14583 14756 14583 14583 -173      
Jun14 130827 14514 14687 14514 14514 -173      
Total Volume and Open Interest 3,055 14,852 +274
E-mini DJIA Index(CBOT)
Sep13 130827 14938 14943 14744 14758 -173 117,298 102,654 -4,315
Dec13 130827 14818 14835 14665 14678 -173 102 687 -18
Mar14 130827 14583 14583 14583 14583 -173 1 17 +1
Jun14 130827 14514 14514 14514 14514 -173 0 1 +0
Total Volume and Open Interest 117,401 103,359 -4,332
S & P 500(CME)
Sep13 130827 1655.00 1655.40 1626.80 1628.20 -26.00 9,492 170,314 +2,731
Dec13 130827 1630.00 1630.00 1619.60 1621.50 -26.10 253 5,076 +196
Mar14 130827 1614.90 1614.90 1613.00 1614.90 -26.10 0 26 +0
Jun14 130827 1608.30 1608.30 1606.40 1608.30 -26.10      
Total Volume and Open Interest 9,745 175,416 +2,927
S & P 500 E-Mini(Globex)
Sep13 130827 1654.50 1655.50 1626.25 1628.25 -26.00 1,307,807 2,882,936 -16,182
Dec13 130827 1648.50 1648.75 1620.00 1621.50 -26.00 4,949 69,339 +1,375
Total Volume and Open Interest 1,312,829 2,955,084 -14,823
NASDAQ 100(CME)
Sep13 130827 3120.00 3124.00 3051.00 3059.50 -61.50 246 9,532 -6
Dec13 130827 3052.50 3053.00 3047.00 3052.50 -61.50 0 87 +0
Mar14 130827 3046.30 3107.80 3046.30 3046.30 -61.50      
Total Volume and Open Interest 246 9,619 -6
NASDAQ 100 E-Mini(Globex)
Sep13 130827 3123.50 3124.80 3052.50 3059.50 -61.50 194,415 385,481 -467
Dec13 130827 3114.00 3116.30 3046.00 3052.50 -61.50 71 4,537 +49
Total Volume and Open Interest 194,487 390,127 -418
S & P Midcap 400(CME)
Sep13 130827 1203.50 1203.50 1192.20 1192.20 -25.00 10 1,427 -143
Dec13 130827 1190.40 1214.70 1190.40 1190.40 -24.30      
Mar14 130827 1188.40 1212.70 1188.40 1188.40 -24.30      
Total Volume and Open Interest 10 1,427 -143
Volatility Index(CBOE)
Aug13 130820 14.90 15.05 14.35 14.95 -0.10 91,332 82,366 -18,566
Sep13 130827 16.10 17.20 16.10 17.20 +1.35 36,845 188,742 -2,681
Oct13 130827 16.90 17.90 16.84 17.90 +1.20 24,104 68,677 +506
Nov13 130827 17.45 18.45 17.40 18.40 +1.10 11,712 40,582 +1,860
Total Volume and Open Interest 90,164 388,109 +1,599
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep13 130827 13560 13685 13195 13220 -340 15,351 53,216 -365
Dec13 130827 13615 13680 13265 13265 -350 475 928 +189
Total Volume and Open Interest 15,826 54,146 -176
Nikkei 225(SGX)
Sep13 130827 13645 13680 13505 13535 -115 105,626 240,769 -2,648
Dec13 130827 13575 13580 13465 13465 -115 158 32,926 +103
Mar14 130827 13455 13455 13455 13455 -115 0 27 +0
Total Volume and Open Interest 105,853 307,618 -2,541
CAC 40(EURONEXT)
Sep13 130827 4047.0 4064.5 3945.5 3970.5 -98.5 42,310 320,859 -3,199
Oct13 130827 4043.5 4058.0 3945.0 3966.0 -98.0 165 27,776 +12
Nov13 130827 3958.5 3958.5 3958.5 3958.5 -97.0      
Total Volume and Open Interest 42,479 348,895 -3,083
Hang Seng Index(HKFE)
Aug13 130827 21930 22000 21729 21806 -204 77,065 94,599 -1,123
Sep13 130827 21870 21905 21637 21713 -212 14,818 29,531 +10,851
Total Volume and Open Interest 92,125 129,081 +9,803
DAX(EUREX)
Sep13 130827 8388.0 8425.5 8200.0 8268.5 -160.0 74,879 176,804 -565
Dec13 130827 8387.0 8425.0 8208.5 8275.0 -159.5 260 4,422 +173
Mar14 130827 8350.5 8350.5 8264.5 8287.5 -160.0 11 616 +4
Total Volume and Open Interest 75,150 181,842 -388
FT-SE 100(EURONEXT)
Sep13 130827 6478.50 6484.50 6387.00 6438.00 -48.00 79,418 643,675 -4,060
Dec13 130827 6442.00 6445.00 6364.00 6410.00 -47.50 247 6,789 +4
Mar14 130827 6352.00 6361.00 6352.00 6361.00 -47.00 50 185 +1
Total Volume and Open Interest 79,715 650,649 -4,055
SPI 200(SFE)
Sep13 130827 5121.0 5127.0 5086.0 5123.0 -3.0 24,557 288,401 +1,117
Dec13 130827 5091.0 5123.0 5091.0 5123.0 -3.0 152 4,112 -87
Mar14 130827 5083.0 5083.0 5083.0 5083.0 -3.0 6 3,128 +4
Total Volume and Open Interest 24,723 296,885 +1,026
FTSE MIB(ISE)
Sep13 130827 16915.00 17065.00 16530.00 16607.00 -361.00 13,558 47,952 -465
Dec13 130827 16840.00 16880.00 16440.00 16515.00 -358.00 17 588 +2
Mar14 130827 16860.00 16860.00 16500.00 16500.00 -358.00 1 3 +1
Total Volume and Open Interest 13,576 48,543 -462
KOSPI 200(KFE)
Sep13 130827 245.30 246.75 244.55 245.45 -0.15 159,700 119,085 -584
Dec13 130827 247.20 248.20 246.15 247.10 -0.05 246 6,636 +1,637
Mar14 130827 246.05 246.05 246.05 246.05 -0.15 0 500 +0
Total Volume and Open Interest 159,946 126,466 +1,053
GSCI(CME)
Sep13 130827 658.00 663.50 658.00 663.00 +12.00 187 9,543 -148
Oct13 130827 656.00 661.50 656.00 660.90 +11.90 112 238 +77
Nov13 130827 657.00 658.00 657.00 657.00 +11.00 0 38 +0
Total Volume and Open Interest 299 9,819 -71
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.

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