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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Mon July 02, 2012
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul12 120702 1526.00 1542.00 1522.50 1532.25 +19.50 37,453 24,564 -12,052
Aug12 120702 1492.75 1509.75 1432.00 1494.25 +12.50 43,475 84,662 +7,969
Sep12 120702 1462.75 1477.00 1450.25 1462.50 +12.25 7,720 30,049 +1,793
Nov12 120702 1445.25 1455.75 1430.50 1438.00 +10.25 101,726 372,508 +715
Jan13 120702 1441.00 1453.50 1430.25 1437.50 +11.00 8,817 67,681 +120
Mar13 120702 1400.00 1412.25 1387.25 1405.50 +18.25 8,703 76,919 -947
May13 120702 1364.00 1381.00 1354.75 1375.75 +21.00 7,053 51,060 +178
Jul13 120702 1359.25 1375.00 1348.50 1366.00 +17.50 4,625 36,825 +664
Aug13 120702 1355.50 1355.50 1338.00 1355.50 +17.50 25 192 +4
Sep13 120702 1315.25 1315.25 1299.00 1315.25 +16.25 52 323 +2
Nov13 120702 1269.00 1284.75 1260.75 1277.50 +16.75 1,652 18,879 +328
Jan14 120702 1288.00 1288.00 1267.50 1284.25 +16.75 0 188 +0
Mar14 120702 1280.25 1280.25 1263.50 1280.25 +16.75 0 3 +0
May14 120702 1280.25 1280.25 1263.50 1280.25 +16.75 2 1 +0
Total Volume and Open Interest 221,347 764,563 -1,190
Soybean Meal(CBOT)
Jul12 120702 440.70 446.90 439.90 442.50 +6.50 14,806 11,540 -4,102
Aug12 120702 434.50 440.80 432.50 435.30 +5.80 22,123 47,331 +2,053
Sep12 120702 429.00 434.10 426.30 428.80 +4.80 5,160 27,591 +514
Oct12 120702 420.20 426.00 416.30 421.30 +5.00 2,374 19,996 +161
Dec12 120702 418.40 423.00 414.70 417.90 +4.80 27,883 119,702 +1,279
Jan13 120702 415.00 416.50 408.10 412.90 +4.80 1,250 7,633 -260
Mar13 120702 393.60 396.30 387.70 395.30 +7.60 1,046 10,470 +48
May13 120702 380.00 382.10 373.90 381.50 +7.60 407 7,786 -106
Jul13 120702 379.00 380.00 371.80 377.00 +5.20 420 8,721 +109
Aug13 120702 371.60 371.70 367.70 371.60 +3.90 11 438 -2
Total Volume and Open Interest 75,542 267,400 -312
Soybean Oil(CBOT)
Jul12 120702 52.63 52.89 51.82 52.18 -0.03 28,681 9,685 -5,822
Aug12 120702 52.69 53.10 51.93 52.36 -0.03 37,791 70,869 +1,841
Sep12 120702 52.99 53.25 52.13 52.57 -0.02 9,060 40,282 +160
Oct12 120702 53.26 53.40 52.50 52.69 -0.04 3,510 17,894 +152
Dec12 120702 53.53 53.83 52.64 53.04 -0.04 41,191 142,706 -321
Jan13 120702 53.86 53.86 53.06 53.32 -0.03 2,381 18,093 +417
Mar13 120702 54.05 54.05 53.48 53.59 -0.05 2,336 18,216 +171
May13 120702 54.17 54.17 53.53 53.75 -0.13 2,641 11,459 +79
Jul13 120702 54.35 54.39 53.69 53.91 -0.13 2,097 6,901 +517
Aug13 120702 53.96 54.09 53.96 53.96 -0.13 114 1,048 +41
Total Volume and Open Interest 130,329 343,176 -2,592
Canola(WCE)
Jul12 120629 647.9 650.0 627.1 627.1 -15.5 2,454 5,349 -2,269
Nov12 120629 587.4 595.6 587.4 593.7 +5.7 9,336 155,317 -369
Jan13 120629 593.0 599.4 593.0 597.0 +5.0 1,814 24,759 +240
Mar13 120629 592.9 599.6 592.9 597.3 +5.6 1,532 11,634 +322
May13 120629 590.8 597.8 590.8 595.0 +5.5 632 14,271 +144
Total Volume and Open Interest 15,790 215,405 -1,932
Corn(CBOT)
Jul12 120702 682.00 696.00 679.75 692.50 +20.00 79,775 34,013 -25,374
Sep12 120702 642.50 657.50 640.75 652.25 +23.75 116,501 368,070 +8,026
Dec12 120702 649.75 664.00 644.75 655.75 +21.00 199,093 424,139 -6,471
Mar13 120702 657.75 671.50 652.75 664.00 +20.25 18,806 87,912 -423
May13 120702 659.25 675.75 647.75 668.25 +20.50 4,841 18,182 -127
Jul13 120702 663.75 678.50 651.75 671.50 +19.75 10,131 47,679 -1,060
Sep13 120702 599.75 619.75 597.25 618.75 +21.50 515 5,072 +12
Dec13 120702 575.75 588.75 574.25 586.75 +15.50 6,010 40,821 +80
Mar14 120702 590.00 596.25 581.00 596.25 +15.25 188 977 +165
May14 120702 601.75 601.75 586.75 601.75 +15.00 14 309 +0
Total Volume and Open Interest 435,974 1,031,801 -25,110
Wheat(CBOT)
Jul12 120702 741.75 756.75 739.00 754.50 +15.50 26,852 6,506 -6,847
Sep12 120702 762.50 774.75 756.25 772.50 +15.25 62,904 170,575 +2,417
Dec12 120702 782.75 794.75 775.50 790.75 +14.00 40,467 139,390 -91
Mar13 120702 796.50 808.00 789.50 804.00 +13.00 7,284 38,393 +537
May13 120702 803.50 813.25 797.00 807.00 +8.75 2,054 11,995 +63
Jul13 120702 799.50 810.50 791.50 806.00 +8.25 5,221 32,438 +1,472
Total Volume and Open Interest 147,071 415,528 -986
Wheat(KCBT)
Jul12 120702 740.75 759.50 740.75 759.50 +21.00 9,145 1,395 -4,496
Sep12 120702 758.25 780.00 758.25 777.00 +21.00 15,041 72,331 +1,081
Dec12 120702 782.25 802.00 782.00 800.25 +21.75 5,854 40,055 +1,459
Mar13 120702 798.25 815.00 797.00 813.25 +20.25 1,638 10,268 +55
May13 120702 806.75 817.50 801.50 817.50 +17.00 260 5,056 +18
Jul13 120702 810.00 817.50 800.75 815.00 +18.00 1,064 11,323 +233
Total Volume and Open Interest 33,029 141,060 -1,633
Wheat(MGE)
Jul12 120702 864.00 875.25 864.00 871.25 +7.25 202 190 -104
Sep12 120702 847.75 864.00 844.75 862.75 +18.25 2,381 15,456 -180
Dec12 120702 853.25 869.50 850.00 867.75 +17.00 871 11,657 -33
Mar13 120702 865.00 875.00 859.50 874.25 +17.25 170 2,831 -56
May13 120702 870.50 879.00 870.50 879.00 +13.50 7 519 -2
Total Volume and Open Interest 3,655 30,969 -364
Oats(CBOT)
Jul12 120702 347.75 369.75 336.00 346.00 +10.00 83 48 -59
Sep12 120702 344.50 351.75 341.00 347.25 +9.25 294 2,448 -43
Dec12 120702 349.25 357.25 344.00 354.00 +10.00 1,093 6,199 +50
Mar13 120702 351.25 360.00 349.25 358.00 +8.75 26 95 +5
Total Volume and Open Interest 1,496 8,790 -47
Rough Rice(CBOT)
Jul12 120702 14.30 14.50 14.30 14.39 +0.20 2,589 2,372 -455
Sep12 120702 14.52 14.82 14.52 14.68 +0.19 2,928 10,358 +1,002
Nov12 120702 14.92 15.06 14.76 14.94 +0.18 51 2,143 +17
Jan13 120702 15.15 15.26 15.02 15.21 +0.19 24 124 +12
Total Volume and Open Interest 5,592 15,120 +576
Live Cattle(CME)
Aug12 120702 120.050 120.500 119.250 119.285 -1.165 37,188 132,740 -3,841
Oct12 120702 123.680 124.350 123.100 123.350 -1.050 15,557 82,316 +1,959
Dec12 120702 127.135 127.550 126.700 126.850 -0.550 10,842 60,922 +1,428
Feb13 120702 129.250 129.750 128.880 129.250 -0.200 4,315 25,931 +564
Apr13 120702 131.250 131.800 131.000 131.435 -0.465 1,670 9,856 +100
Jun13 120702 127.730 128.435 127.500 127.950 -0.250 239 2,448 +60
Total Volume and Open Interest 72,188 315,940 -1,338
Feeder Cattle(CME)
Aug12 120702 150.800 150.825 149.325 149.650 -1.800 5,242 17,643 -546
Sep12 120702 153.500 153.500 152.285 152.735 -1.665 1,756 6,026 +90
Oct12 120702 155.600 155.600 154.185 154.350 -1.885 2,040 5,222 -86
Nov12 120702 156.250 156.250 155.300 155.550 -1.500 789 3,290 +37
Jan13 120702 156.900 156.985 155.880 156.700 -1.050 230 2,469 +59
Mar13 120702 157.700 157.700 157.000 157.000 -1.350 51 458 -4
Apr13 120702 158.600 158.600 158.600 158.600 -0.300 3 64 +1
Total Volume and Open Interest 10,111 35,207 -449
Lean Hogs(CME)
Jul12 120702 96.930 97.730 95.700 96.900 +0.265 12,346 24,739 -2,963
Aug12 120702 95.150 96.330 94.180 94.980 +0.195 31,413 69,699 -4,286
Oct12 120702 83.500 84.000 82.330 83.100 +0.150 16,112 53,813 +2,019
Dec12 120702 80.750 81.150 79.950 80.450 +0.150 5,443 48,292 +27
Feb13 120702 82.750 83.250 82.250 82.850 +0.150 2,234 21,387 +667
Apr13 120702 84.885 85.250 84.580 85.135 +0.250 2,202 13,962 +875
May13 120702 89.100 89.600 89.000 89.500 +0.100 22 645 +13
Jun13 120702 91.000 91.450 90.750 91.300 +0.300 246 8,131 +82
Total Volume and Open Interest 70,180 243,483 -3,470
Class III Milk(CME)
Jul12 120702 16.94 16.94 16.55 16.56 -0.31 164 4,053 -9
Aug12 120702 17.59 17.70 17.22 17.25 -0.37 238 4,667 +61
Sep12 120702 17.76 17.80 17.45 17.55 -0.18 166 3,257 +26
Oct12 120702 17.65 17.66 17.50 17.56 -0.06 102 2,982 +14
Nov12 120702 17.35 17.37 17.25 17.29 -0.03 58 2,676 +6
Total Volume and Open Interest 938 21,833 -4,256
Cocoa(ICE)
Jul12 120702 2277 2290 2260 2282 -7 9 29 -27
Sep12 120702 2291 2311 2261 2290 -1 11,590 73,027 +1
Dec12 120702 2273 2326 2273 2305 +1 2,398 36,650 +517
Mar13 120702 2309 2318 2281 2307 +1 1,369 28,523 +203
May13 120702 2316 2323 2305 2310 +2 331 12,952 +141
Jul13 120702 2322 2328 2294 2318 +2 193 6,107 +49
Sep13 120702 2328 2335 2318 2325 +1 17 3,962 -17
Total Volume and Open Interest 16,388 171,857 +867
Coffee "C"(ICE)
Jul12 120702 172.80 174.30 172.50 174.30 +4.20 59 238 -86
Sep12 120702 170.75 174.90 169.70 174.60 +3.90 9,494 76,484 -840
Dec12 120702 173.75 177.85 172.95 177.65 +3.90 2,824 33,993 -124
Mar13 120702 177.20 181.15 176.20 181.05 +3.85 524 16,884 +75
May13 120702 180.25 183.50 179.55 183.45 +3.95 121 4,468 -1
Jul13 120702 182.55 185.70 182.55 185.65 +3.80 38 3,546 +8
Total Volume and Open Interest 13,088 137,117 -966
Orange Juice(ICE)
Jul12 120702 119.25 120.55 119.25 119.75 -2.90 987 1,207 -836
Sep12 120702 122.25 124.60 114.50 117.35 -4.40 1,601 13,656 +803
Nov12 120702 120.50 123.65 115.00 116.65 -4.55 96 4,624 +25
Jan13 120702 122.00 122.00 116.00 116.70 -4.30 30 1,463 +9
Mar13 120702 117.00 117.00 117.00 117.00 -4.75 4 1,167 +2
May13 120702 117.10 117.10 117.10 117.10 -4.75 3 176 +0
Total Volume and Open Interest 2,723 22,305 +3
Sugar #11(ICE)
Oct12 120702 21.08 21.59 21.03 21.40 +0.39 80,219 331,155 +4,858
Mar13 120702 21.54 21.94 21.49 21.77 +0.27 27,971 157,220 +1,363
May13 120702 21.35 21.71 21.28 21.57 +0.24 12,222 46,363 -1,059
Jul13 120702 21.30 21.59 21.18 21.45 +0.24 7,606 72,250 +466
Oct13 120702 21.37 21.64 21.22 21.47 +0.19 2,353 29,470 +346
Mar14 120702 21.27 21.70 21.27 21.55 +0.16 523 25,797 +58
May14 120702 21.53 21.53 21.17 21.39 +0.14 26 5,489 -8
Jul14 120702 21.30 21.34 21.10 21.29 +0.13 26 5,519 +10
Total Volume and Open Interest 158,591 705,539 -2,298
London Cocoa(LCE)
Jul12 120702 1625 1632 1608 1627 +13 5,533 37,321 -1,042
Sep12 120702 1582 1585 1563 1577 +3 8,938 41,820 -465
Dec12 120702 1560 1564 1540 1556 +3 4,730 40,180 +203
Mar13 120702 1530 1532 1510 1527 +1 3,980 42,479 -587
May13 120702 1529 1531 1512 1526 +1 1,313 15,449 +46
Jul13 120702 1532 1532 1518 1529 unch 742 6,621 -49
Sep13 120702 1530 1533 1522 1533 +1 125 3,867 +32
Total Volume and Open Interest 25,489 193,680 -1,862
London Sugar(LCE)
Aug12 120702 611.40 619.50 606.10 619.40 +8.10 1,474 18,621 -1,028
Oct12 120702 573.50 580.80 568.40 578.90 +7.60 1,728 16,728 +362
Dec12 120702 560.80 566.80 553.90 564.90 +7.50 881 8,790 +86
Mar13 120702 570.50 575.00 563.30 573.70 +7.50 710 8,924 +97
May13 120702 569.40 575.20 569.10 574.00 +6.40 63 2,525 +95
Total Volume and Open Interest 4,931 58,725 -356
Cotton(ICE)
Jul12 120702 72.15 72.15 72.15 72.15 -0.01 40 1,008 -51
Oct12 120702 71.76 72.43 70.80 72.30 +0.73 131 474 +19
Dec12 120702 71.21 72.18 69.97 72.02 +0.69 14,360 132,452 +441
Mar13 120702 72.09 73.31 71.38 73.19 +0.68 1,398 20,992 +724
May13 120702 73.44 74.30 72.41 74.22 +0.67 350 4,816 +15
Jul13 120702 74.30 75.23 73.35 75.13 +0.86 109 5,518 +32
Total Volume and Open Interest 16,406 166,598 +1,195
Lumber(CME)
Jul12 120702 272.5 275.0 272.0 274.5 +1.1 192 1,308 -59
Sep12 120702 271.1 272.7 266.5 270.9 -0.7 702 4,665 +72
Nov12 120702 260.4 261.9 258.7 258.7 -1.7 87 969 -14
Jan13 120702 267.9 269.5 267.0 267.9 -1.5 4 218 +2
Total Volume and Open Interest 987 7,271 +2
Crude Oil(NYM)
Aug12 120702 84.65 85.05 82.10 83.75 -1.21 310,148 288,527 +905
Sep12 120702 85.18 85.42 82.50 84.15 -1.22 61,777 141,710 +675
Oct12 120702 85.70 85.70 82.89 84.54 -1.22 39,677 80,793 +2,018
Nov12 120702 86.21 86.21 83.34 84.98 -1.23 24,723 71,434 -392
Dec12 120702 86.50 86.54 83.79 85.43 -1.24 55,053 171,338 -646
Jan13 120702 86.61 86.61 84.24 85.86 -1.27 11,694 55,893 -3,158
Feb13 120702 87.01 87.22 84.61 86.23 -1.33 5,367 26,719 -72
Mar13 120702 87.35 87.56 84.95 86.54 -1.41 6,533 34,540 -542
Apr13 120702 86.90 86.90 86.45 86.74 -1.49 3,269 17,340 -412
May13 120702 86.00 86.89 85.75 86.89 -1.56 2,427 16,505 -145
Jun13 120702 87.29 87.78 85.53 86.99 -1.64 12,886 77,595 -223
Jul13 120702 86.05 87.03 85.96 87.03 -1.68 1,745 26,241 -62
Aug13 120702 86.99 86.99 86.99 86.99 -1.70 1,120 14,153 +92
Sep13 120702 86.91 86.91 86.91 86.91 -1.72 1,028 20,825 -86
Oct13 120702 86.83 86.83 86.83 86.83 -1.74 546 12,178 +23
Nov13 120702 86.75 86.75 86.75 86.75 -1.75 592 18,171 +33
Total Volume and Open Interest 569,745 1,429,221 -2,393
e-miNY Crude Oil(NYM)
Jul12 120619 83.000 84.375 82.300 84.025 +0.750 4,824 1,676 -354
Aug12 120702 84.700 85.075 82.125 83.750 -1.200 9,768 2,934 +414
Sep12 120702 85.100 85.350 82.500 84.150 -1.225 208 497 +41
Oct12 120702 84.900 84.900 83.500 84.550 -1.200 24 57 +8
Nov12 120702 84.600 84.975 84.400 84.975 -1.225 0 11 +0
Dec12 120702 85.500 85.500 84.350 85.425 -1.250 6 301 +3
Jan13 120702 85.500 85.850 84.600 85.850 -1.275 0 16 +0
Feb13 120702 86.225 86.225 86.225 86.225 -1.325 1 74 -1
Mar13 120702 86.550 86.550 86.525 86.550 -1.400 1 1 +1
Apr13 120702 86.750 86.750 86.725 86.750 -1.475 0 1 +0
Total Volume and Open Interest 10,008 4,095 +466
Heating Oil(NYM)
Aug12 120702 271.50 271.50 264.88 267.59 -3.40 63,338 100,877 +2,539
Sep12 120702 271.03 271.03 264.95 267.69 -3.47 21,198 45,524 -2,494
Oct12 120702 268.66 269.00 265.41 268.13 -3.44 8,966 27,043 +286
Nov12 120702 268.54 269.41 265.86 268.64 -3.46 5,802 18,372 +664
Dec12 120702 272.18 272.42 266.30 269.15 -3.47 11,566 48,328 -221
Jan13 120702 270.63 270.63 266.87 269.72 -3.48 3,843 18,979 +234
Feb13 120702 269.53 269.85 266.63 269.53 -3.59 1,897 8,592 +505
Mar13 120702 267.51 268.48 266.35 268.44 -3.82 721 14,659 -148
Apr13 120702 266.61 267.21 264.01 266.95 -4.00 1,154 16,446 +88
May13 120702 269.94 270.45 269.16 270.45 -4.20 445 8,569 +69
Jun13 120702 269.66 270.22 268.61 270.22 -4.20 935 5,177 +6
Jul13 120702 270.05 270.58 269.74 270.58 -4.21 168 1,971 +55
Aug13 120702 270.75 271.03 270.75 271.03 -4.22 38 601 +12
Sep13 120702 271.48 271.48 271.48 271.48 -4.22 21 339 +10
Total Volume and Open Interest 142,922 323,700 -6,078
Gasoline(NYMEX)
Aug12 120702 263.70 263.98 257.00 262.39 -0.79 62,227 96,810 +914
Sep12 120702 255.37 255.75 249.65 254.13 -1.62 33,879 58,259 +1,325
Oct12 120702 239.64 239.64 233.39 237.37 -2.00 13,685 27,936 +486
Nov12 120702 234.49 234.49 230.64 234.26 -2.21 6,220 15,294 +150
Dec12 120702 234.32 234.32 228.96 233.11 -2.31 6,668 31,103 +614
Jan13 120702 232.30 233.21 230.51 233.21 -2.49 1,964 11,486 +414
Feb13 120702 232.67 234.24 232.67 234.24 -2.71 587 3,994 +110
Mar13 120702 233.80 235.97 232.27 235.97 -2.95 450 3,649 +176
Apr13 120702 248.35 251.16 247.43 250.75 -3.15 236 6,040 +2
May13 120702 249.69 250.12 247.07 250.12 -3.22 69 920 +5
Total Volume and Open Interest 152,364 270,958 -1,766
e-miNY RBOB Gasoline(NYM)
Aug12 120702 262.40 262.40 262.40 262.40 -0.80 0 3 +0
Sep12 120702 254.10 254.13 254.10 254.10 -1.70      
Oct12 120702 237.40 237.40 237.37 237.40 -2.00      
Nov12 120702 234.30 234.30 234.26 234.30 -2.20      
Total Volume and Open Interest 0 3 -2
Natural Gas(NYM)
Aug12 120702 2.804 2.855 2.742 2.824 unch 174,562 162,723 -4,332
Sep12 120702 2.800 2.861 2.756 2.832 -0.001 66,306 235,776 -3,775
Oct12 120702 2.855 2.906 2.803 2.877 unch 65,470 138,507 -12,298
Nov12 120702 3.077 3.123 3.028 3.100 +0.009 33,378 101,705 -1,214
Dec12 120702 3.343 3.384 3.300 3.362 +0.007 25,565 54,003 -242
Jan13 120702 3.491 3.521 3.446 3.503 +0.004 20,013 97,559 -1,346
Feb13 120702 3.502 3.528 3.461 3.512 +0.003 4,704 25,621 +319
Mar13 120702 3.442 3.498 3.434 3.483 -0.001 7,586 48,843 +2,423
Apr13 120702 3.415 3.465 3.405 3.450 +0.001 6,886 60,524 -529
May13 120702 3.460 3.490 3.439 3.477 -0.001 2,763 15,640 +19
Jun13 120702 3.527 3.538 3.476 3.511 -0.002 564 7,055 +31
Jul13 120702 3.522 3.566 3.521 3.557 -0.002 1,042 11,632 -6
Aug13 120702 3.550 3.583 3.541 3.576 unch 983 8,528 +45
Sep13 120702 3.544 3.586 3.543 3.579 unch 623 8,103 +11
Oct13 120702 3.591 3.630 3.581 3.619 unch 1,502 34,217 +325
Nov13 120702 3.720 3.748 3.706 3.744 +0.002 726 18,119 +264
Total Volume and Open Interest 416,664 1,126,749 -17,788
Brent Crude Oil(ICE)
Aug12 120702 97.60 97.87 95.30 97.34 -0.46 235,159 212,413 -3,727
Sep12 120702 97.83 97.87 95.35 97.14 -0.74 133,672 208,642 +1,453
Oct12 120702 97.00 97.44 95.15 96.84 -0.91 69,154 109,812 -3,044
Nov12 120702 97.32 97.32 95.15 96.73 -1.06 36,363 63,833 -1,319
Dec12 120702 97.52 97.52 95.01 96.60 -1.19 80,866 132,298 -3,573
Jan13 120702 97.51 97.51 94.96 96.48 -1.29 14,624 32,601 -1,558
Feb13 120702 97.48 97.48 94.86 96.36 -1.39 12,014 19,654 -844
Mar13 120702 96.69 96.78 94.80 96.26 -1.48 10,738 33,774 +1,154
Apr13 120702 96.77 96.77 94.77 96.20 -1.54 7,148 12,944 -30
May13 120702 96.15 96.16 96.15 96.16 -1.57 4,277 13,034 +280
Jun13 120702 96.72 96.72 94.69 96.12 -1.59 14,221 52,111 -196
Jul13 120702 96.05 96.05 96.05 96.05 -1.63 2,390 10,430 +255
Aug13 120702 95.93 95.93 95.93 95.93 -1.66 1,266 11,447 +164
Sep13 120702 95.77 95.77 95.77 95.77 -1.70 1,062 11,255 +228
Total Volume and Open Interest 664,143 1,176,156 -9,862
Gas Oil(ICE)
Jul12 120702 865.50 865.50 846.50 849.00 +0.50 55,990 92,170 -6,059
Aug12 120702 860.50 860.50 841.00 843.75 +0.50 86,589 107,320 +7,205
Sep12 120702 854.75 854.75 838.00 840.75 +1.00 40,087 78,846 +3,980
Oct12 120702 855.25 855.25 836.50 839.25 +1.25 13,056 40,675 +90
Nov12 120702 846.00 847.00 835.00 837.75 +1.50 6,370 29,085 +884
Dec12 120702 846.25 846.25 833.75 836.00 +1.25 25,443 71,062 +215
Jan13 120702 845.00 845.00 834.00 836.00 +1.25 3,216 22,918 +4
Feb13 120702 845.50 845.50 833.25 835.50 +1.00 1,707 15,999 +31
Mar13 120702 843.75 843.75 832.00 834.25 +0.50 1,186 16,735 -78
Apr13 120702 838.25 838.25 833.00 833.00 +0.25 1,803 11,630 +140
Total Volume and Open Interest 245,186 589,632 +6,758
Ethanol(CBOT)
Jul12 120702 2.290 2.295 2.288 2.292 +0.059 233 170 -109
Aug12 120702 2.296 2.305 2.280 2.295 +0.054 471 1,614 +20
Sep12 120702 2.261 2.285 2.260 2.266 +0.047 202 1,482 +52
Oct12 120702 2.230 2.248 2.225 2.227 +0.048 104 1,508 +2
Nov12 120702 2.234 2.234 2.210 2.212 +0.048 414 1,460 +20
Dec12 120702 2.209 2.220 2.201 2.207 +0.052 399 1,334 +36
Jan13 120702 2.205 2.212 2.205 2.210 +0.049 283 1,193 +40
Feb13 120702 2.212 2.224 2.199 2.219 +0.056 339 745 -33
Total Volume and Open Interest 3,143 11,050 +286
WTI Crude Oil(ICE)
Aug12 120702 84.77 85.27 82.10 83.75 -1.21 59,325 68,344 -332
Sep12 120702 84.67 84.80 82.49 84.15 -1.22 13,386 37,747 +1,088
Oct12 120702 85.00 85.10 82.93 84.54 -1.22 9,818 19,082 +1,148
Nov12 120702 85.24 85.24 83.74 84.98 -1.23 9,565 20,612 +222
Dec12 120702 86.26 86.26 83.82 85.43 -1.24 18,456 82,183 -1,751
Jan13 120702 86.00 86.01 84.30 85.86 -1.27 3,560 14,160 -515
Feb13 120702 86.16 86.23 85.57 86.23 -1.33 2,251 9,506 +345
Mar13 120702 86.50 86.54 86.50 86.54 -1.41 1,536 8,560 +226
Apr13 120702 86.74 86.74 86.48 86.74 -1.49 969 2,993 +145
May13 120702 86.89 86.89 86.88 86.89 -1.56 1,155 2,367 +10
Jun13 120702 87.05 87.05 86.72 86.99 -1.64 2,549 23,582 +450
Jul13 120702 87.03 87.03 87.03 87.03 -1.68 259 1,862 -2
Aug13 120702 86.99 86.99 86.99 86.99 -1.70 209 2,600 +65
Sep13 120702 86.91 86.91 86.91 86.91 -1.72 44 5,910 -9
Oct13 120702 86.83 86.83 86.83 86.83 -1.74 36 1,153 +11
Nov13 120702 86.75 86.75 86.75 86.75 -1.75 51 3,151 +1
Total Volume and Open Interest 127,712 424,262 +2,202
US Dollar Index(ICE)
Sep12 120702 81.730 82.095 81.655 82.007 +0.255 31,155 65,436 -790
Dec12 120702 82.135 82.410 82.135 82.368 +0.235 2 525 +0
Mar13 120702 82.688 82.688 82.688 82.688 +0.235      
Total Volume and Open Interest 31,157 65,961 -790
Australian Dollar(CME)
Sep12 120702 101.88 102.07 101.41 101.89 +0.20 144,154 123,022 +109
Dec12 120702 100.81 101.12 100.81 101.12 +0.20 4 596 +0
Mar13 120702 100.44 100.44 100.24 100.44 +0.20 0 4 +0
Total Volume and Open Interest 144,158 123,624 +109
British Pound(CME)
Sep12 120702 156.92 157.20 156.38 156.89 +0.12 101,609 112,522 -1,142
Dec12 120702 156.51 157.06 156.51 156.85 +0.12 12 561 +1
Mar13 120702 156.23 156.81 156.23 156.81 +0.14 0 12 +0
Total Volume and Open Interest 101,621 113,096 -1,141
Canadian Dollar(CME)
Sep12 120702 98.19 98.29 97.86 98.19 +0.03 126,628 95,736 +9,262
Dec12 120702 97.94 98.10 97.70 98.00 +0.03 293 6,952 +138
Mar13 120702 97.74 97.84 97.74 97.84 +0.02 16 1,481 +9
Jun13 120702 97.65 97.67 97.64 97.67 +0.03 13 323 +7
Total Volume and Open Interest 126,950 104,540 +9,416
Japanese Yen(CME)
Sep12 120702 125.28 126.24 125.16 125.96 +0.61 65,699 120,668 -1,290
Dec12 120702 125.69 126.39 125.52 126.14 +0.62 32 373 +13
Mar13 120702 126.34 126.34 125.73 126.34 +0.61 0 32 +0
Total Volume and Open Interest 65,731 121,077 -1,277
Swiss Franc(CME)
Sep12 120702 105.65 105.66 104.82 104.97 -0.64 41,376 54,095 +1,794
Dec12 120702 105.25 105.89 105.25 105.25 -0.64 0 173 +0
Mar13 120702 105.55 106.19 105.55 105.55 -0.64 0 3 +0
Total Volume and Open Interest 41,376 54,271 +1,794
EuroFX(CME)
Sep12 120702 126.78 126.82 125.78 125.93 -0.75 278,698 311,083 -188
Dec12 120702 126.47 126.89 125.97 126.08 -0.74 132 1,208 -9
Mar13 120702 126.55 126.99 126.19 126.25 -0.74 2 54 +1
Total Volume and Open Interest 278,832 312,956 -196
Mexican Peso(CME)
Jul12 120702 750.2 750.2 747.5 750.2 +2.8      
Aug12 120702 748.5 748.5 745.8 748.5 +2.8      
Total Volume and Open Interest 45,146 128,383 +1,440
Brazilian Real(CME)
Aug12 120702 500.40 500.90 500.15 500.15 +6.15 27 1,789 +20
Sep12 120702 492.00 498.00 491.95 497.60 +5.55 367 2,860 -300
Oct12 120702 495.65 495.65 490.10 495.65 +5.55      
Nov12 120702 493.75 493.75 488.20 493.75 +5.55      
Total Volume and Open Interest 470 19,343 -230
30-Year T-Bonds(CBOT)
Sep12 120702 148~030 150~020 147~260 149~190 +1~200 341,368 644,691 +12,740
Dec12 120702 149~000 151~010 148~270 150~190 +1~240 384 3,236 +226
Mar13 120702 150~190 150~190 148~270 150~190 +1~240 0 1 +0
Total Volume and Open Interest 341,752 647,928 +12,966
10-Year T-Notes(CBOT)
Sep12 120702 133~145 134~075 133~095 134~005 +0~205 1,013,726 1,824,087 +61,692
Dec12 120702 133~010 133~025 132~140 133~025 +0~205 0 25 +0
Mar13 120702 132~075 132~075 131~190 132~075 +0~205      
Total Volume and Open Interest 1,013,726 1,824,112 +61,692
5-Year T-Notes(CBOT)
Sep12 120702 123~127 124~046 123~123 124~036 +0~040 484,607 1,174,101 +36,686
Dec12 120702 123~116 123~116 123~044 123~116 +0~072 0 8 +0
Mar13 120702 123~036 123~036 122~092 123~036 +0~072      
Total Volume and Open Interest 487,707 1,198,416 +36,188
2 Year T-Notes(CBOT)
Sep12 120702 110~014 110~018 110~011 110~017 +0~005 84,902 833,790 +785
Dec12 120702 110~014 110~014 110~007 110~014 +0~007 0 2 +0
Mar13 120702 109~080 109~080 109~073 109~080 +0~007      
Total Volume and Open Interest 87,034 899,125 -180
Eurodollars(CME)
Sep12 120702 99.525 99.525 99.510 99.520 unch 209,572 956,110 +16,808
Dec12 120702 99.495 99.495 99.475 99.495 unch 156,107 990,516 -2,212
Mar13 120702 99.475 99.475 99.455 99.475 unch 120,323 702,275 -6,221
Jun13 120702 99.450 99.455 99.435 99.450 unch 95,751 647,768 +664
Sep13 120702 99.430 99.440 99.410 99.435 +0.005 92,464 632,262 +111
Dec13 120702 99.400 99.415 99.380 99.410 +0.010 83,129 663,328 +7,414
Mar14 120702 99.370 99.395 99.350 99.390 +0.020 77,173 600,686 +3,494
Jun14 120702 99.325 99.360 99.305 99.350 +0.025 75,953 465,873 -868
Sep14 120702 99.275 99.315 99.255 99.300 +0.030 67,302 348,796 +6,166
Dec14 120702 99.190 99.240 99.175 99.225 +0.040 56,761 327,558 -754
Mar15 120702 99.110 99.170 99.095 99.150 +0.045 55,212 310,625 +5,108
Jun15 120702 0.696 0.761 0.681 0.741 +0.050 56,503 267,095 -162
Sep15 120702 0.566 0.646 0.556 0.621 +0.055 48,996 212,443 +5,907
Dec15 120702 0.421 0.511 0.411 0.486 +0.065 47,068 141,456 -2,070
Mar16 120702 0.291 0.391 0.281 0.366 +0.075 24,726 82,034 +66
Jun16 120702 0.151 0.256 0.146 0.231 +0.080 21,094 98,934 +51
Sep16 120702 0.011 0.121 0.006 0.096 +0.085 12,088 73,878 +569
Dec16 120702 6.415 6.535 6.410 6.505 +0.090 22,376 67,188 -296
Total Volume and Open Interest 1,367,371 7,824,002 +37,299
30 Day Federal Funds(CBOT)
Jul12 120702 99.830 99.830 99.825 99.827 +0.003 2,377 61,421 +665
Aug12 120702 99.825 99.830 99.820 99.825 unch 1,597 54,974 +205
Sep12 120702 99.820 99.825 99.815 99.820 unch 949 49,499 +507
Oct12 120702 99.815 99.820 99.815 99.820 unch 520 52,548 +291
Nov12 120702 99.820 99.820 99.815 99.820 unch 186 33,669 +62
Dec12 120702 99.820 99.825 99.815 99.820 unch 679 27,236 -25
Total Volume and Open Interest 17,741 529,215 +3,228
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep12 120702 99.675 99.675 99.675 99.675 unch      
Dec12 120702 99.673 99.673 99.673 99.673 unch      
Mar13 120702 99.673 99.673 99.673 99.673 unch      
Jun13 120702 99.675 99.675 99.675 99.675 unch      
Sep13 120702 99.675 99.675 99.675 99.675 unch      
Dec13 120702 99.680 99.680 99.680 99.680 unch      
Mar14 120702 99.680 99.680 99.680 99.680 unch      
Jun14 120702 99.540 99.540 99.540 99.540 unch      
Sep14 120702 99.400 99.400 99.400 99.400 unch      
Dec14 120702 99.500 99.500 99.500 99.500 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Sep12 120702 99.68 99.68 99.68 99.68 unch 0 1,785 +0
Dec12 120702 99.67 99.67 99.67 99.67 unch 0 519 +0
Mar13 120702 99.67 99.67 99.67 99.67 unch 0 181 +0
Jun13 120702 99.68 99.68 99.68 99.68 unch 0 202 +0
Sep13 120702 99.68 99.68 99.68 99.68 unch 0 305 +0
Dec13 120702 99.68 99.68 99.68 99.68 unch 0 384 +0
Mar14 120702 99.68 99.68 99.68 99.68 unch 0 344 +0
Jun14 120702 99.54 99.54 99.54 99.54 unch      
Total Volume and Open Interest 1 3,721 +1
Japanese Gov't Bonds(SGX)
Sep12 120702 143.69 143.78 143.57 143.74 +0.04 1,368 19,074 -82
Dec12 120702 142.89 142.89 142.89 142.89 +0.04 0 6 +0
Mar13 120702 140.80 140.80 140.80 140.80 +0.04      
Total Volume and Open Interest 1,368 19,080 -82
Euro-Bund(EUREX)
Sep12 120702 140.90 141.78 140.68 141.68 +0.78 689,929 826,176 +7,363
Dec12 120702 139.15 140.02 139.10 140.02 +0.78 101 85 +1
Mar13 120702 140.02 140.02 140.02 140.02 +0.78      
Total Volume and Open Interest 690,030 826,261 +7,364
Euro-Bobl(EUREX)
Sep12 120702 125.84 126.30 125.80 126.22 +0.33 401,571 582,944 +6,448
Dec12 120702 124.62 124.62 124.62 124.62 +0.33 3 16 +2
Mar13 120702 124.62 124.62 124.62 124.62 +0.33      
Total Volume and Open Interest 401,574 582,960 +6,450
3-Mth Euribor(EUREX)
Sep12 120702 99.505 99.505 99.505 99.505 +0.010 100 2,871 +100
Dec12 120702 99.525 99.525 99.525 99.525 +0.015 100 1,210 -100
Mar13 120702 99.510 99.520 99.510 99.520 +0.015 0 1,028 +0
Total Volume and Open Interest 200 6,542 +0
Long Gilt(LIFFE)
Sep12 120702 119~06 119~21 118~28 119~17 +0~14 170,625 322,978 +4,667
Dec12 120702 118~17 118~17 118~17 118~17 +0~14      
Total Volume and Open Interest 170,625 322,978 +4,667
3-Mth Short Sterling(LIFFE)
Sep12 120702 99.21 99.25 99.21 99.24 +0.02 36,019 386,702 +8,600
Dec12 120702 99.25 99.31 99.25 99.29 +0.03 36,716 321,900 +1,610
Mar13 120702 99.28 99.35 99.27 99.33 +0.04 48,125 298,443 -5
Jun13 120702 99.28 99.36 99.28 99.33 +0.03 35,356 296,806 +3,951
Sep13 120702 99.27 99.35 99.27 99.33 +0.04 45,173 334,209 -4,856
Dec13 120702 99.24 99.32 99.23 99.30 +0.05 44,320 227,022 +5,921
Total Volume and Open Interest 382,900 2,529,170 +30,945
3-Mth Euribor(LIFFE)
Sep12 120702 99.495 99.520 99.485 99.505 +0.010 88,152 553,647 +255
Dec12 120702 99.505 99.545 99.495 99.525 +0.015 96,879 516,952 +6,355
Mar13 120702 99.505 99.540 99.485 99.520 +0.015 69,462 425,174 +1,107
Total Volume and Open Interest 622,275 3,257,592 +29,539
3-Mth Aus T-Bills(SFE)
Sep12 120702 96.70 96.72 96.61 96.64 -0.08 26,501 191,562 -3,327
Dec12 120702 96.93 96.95 96.80 96.89 -0.07 26,024 177,242 -9,905
Mar13 120702 96.99 97.00 96.85 96.95 -0.06 16,929 116,020 +1,324
Jun13 120702 96.95 96.97 96.83 96.92 -0.06 5,053 81,986 +65
Sep13 120702 96.88 96.91 96.75 96.86 -0.05 2,157 54,435 -1,453
Dec13 120702 96.77 96.83 96.69 96.78 -0.06 1,486 36,682 -539
Mar14 120702 96.72 96.73 96.61 96.70 -0.07 1,093 26,759 -224
Jun14 120702 96.65 96.65 96.56 96.62 -0.07 677 11,038 +169
Sep14 120702 96.57 96.58 96.50 96.55 -0.08 70 1,397 +12
Dec14 120702 96.45 96.47 96.45 96.47 -0.08 5 419 +3
Total Volume and Open Interest 79,995 697,579 -13,875
10-Year Aus T-Bonds(SFE)
Sep12 120702 96.92 96.96 96.85 96.92 -0.05 69,171 373,753 -240
Dec12 120702 96.92 96.92 96.92 96.92 -0.05      
Total Volume and Open Interest 69,171 373,753 -240
3-Year Aus T-Bonds(SFE)
Sep12 120702 97.56 97.59 97.46 97.53 -0.08 195,832 404,017 -42,221
Dec12 120702 97.53 97.53 97.53 97.53 -0.08      
Total Volume and Open Interest 195,832 404,017 -42,221
Gold(CMX)
Aug12 120702 1599.6 1603.6 1587.4 1597.7 -6.5 139,961 213,143 -186
Oct12 120702 1600.0 1605.0 1589.8 1599.9 -6.5 3,619 19,962 -236
Dec12 120702 1604.4 1605.5 1591.8 1602.2 -6.5 7,723 79,257 +1,311
Feb13 120702 1599.7 1609.0 1598.5 1604.2 -6.6 796 20,448 +11
Apr13 120702 1607.0 1607.1 1606.1 1606.2 -6.6 161 13,560 +74
Jun13 120702 1608.1 1612.4 1600.7 1608.2 -6.6 436 18,115 -22
Aug13 120702 1601.7 1612.1 1601.7 1610.2 -6.6 145 1,542 +57
Oct13 120702 1612.5 1612.5 1612.5 1612.5 -6.6 6 477 +0
Dec13 120702 1611.9 1616.0 1611.9 1615.1 -6.7 56 9,200 -25
Feb14 120702 1617.7 1617.7 1617.7 1617.7 -6.8 0 6 +0
Apr14 120702 1620.4 1620.4 1620.4 1620.4 -6.8 0 1 +0
Jun14 120702 1623.1 1623.1 1623.1 1623.1 -6.8 105 8,723 -46
Total Volume and Open Interest 153,268 416,509 +947
Silver(CMX)
Jul12 120702 2744.0 2755.0 2719.5 2746.8 -11.2 23,940 3,952 -6,268
Sep12 120702 2750.0 2760.5 2718.5 2749.9 -11.3 62,691 65,703 +6,704
Dec12 120702 2752.5 2764.5 2728.5 2757.9 -11.1 3,606 23,993 +750
Mar13 120702 2759.5 2764.5 2751.5 2762.3 -11.1 586 4,193 -9
May13 120702 2757.5 2764.2 2757.5 2764.2 -10.7 321 2,390 +115
Jul13 120702 2743.0 2765.7 2742.0 2765.7 -10.8 129 3,830 +54
Sep13 120702 2750.5 2766.4 2750.5 2766.4 -10.5 10 1,889 +5
Total Volume and Open Interest 91,528 125,366 +1,378
Platinum(NYMEX)
Jul12 120702 1436.0 1455.8 1435.0 1455.6 +6.5 4,427 1,017 -2,795
Oct12 120702 1453.4 1459.2 1435.3 1458.3 +5.9 12,188 47,322 +2,400
Jan13 120702 1445.0 1462.0 1440.5 1461.9 +5.7 77 1,403 +70
Apr13 120702 1465.4 1465.4 1465.4 1465.4 +5.7 0 17 +0
Total Volume and Open Interest 16,766 49,831 -255
Palladium(NYMEX)
Sep12 120702 585.00 586.45 575.75 578.00 -6.55 6,064 22,109 +325
Dec12 120702 587.10 587.10 578.40 579.25 -6.55 54 646 +44
Mar13 120702 579.30 579.30 579.30 579.30 -6.55      
Total Volume and Open Interest 6,126 22,763 +374
Copper(CMX)
Jul12 120702 348.75 349.25 344.65 346.50 -2.50 19,225 6,116 -7,719
Sep12 120702 349.50 350.25 345.25 346.90 -2.75 47,891 89,727 +5,869
Dec12 120702 349.25 349.25 346.45 347.80 -2.85 1,389 28,766 +390
Mar13 120702 348.70 349.00 348.05 348.55 -2.85 219 5,946 +112
May13 120702 348.30 350.25 348.30 348.90 -2.85 17 1,419 -3
Total Volume and Open Interest 69,779 142,126 -1,344
DJIA Index(CBOT)
Sep12 120702 12793 12848 12735 12776 -32 180 12,692 +46
Dec12 120702 12707 12739 12707 12707 -32 0 1 +0
Mar13 120702 12640 12672 12640 12640 -32      
Jun13 120702 12564 12596 12564 12564 -32      
Total Volume and Open Interest 180 12,693 +46
E-mini DJIA Index(CBOT)
Sep12 120702 12827 12850 12724 12776 -32 175,593 90,764 -8,550
Dec12 120702 12701 12707 12701 12707 -32 4 26 -2
Mar13 120702 12640 12640 12640 12640 -32 0 1 +0
Jun13 120702 12564 12564 12564 12564 -32 0 37 +0
Total Volume and Open Interest 175,597 90,828 -8,552
S & P 500(CME)
Sep12 120702 1362.30 1362.30 1349.70 1357.60 +1.20 11,543 215,035 -602
Dec12 120702 1352.50 1353.70 1343.30 1350.80 +1.20 2,333 12,693 -100
Mar13 120702 1344.20 1347.10 1338.00 1344.20 +1.20 29 150 -24
Jun13 120702 1337.80 1340.70 1331.60 1337.80 +1.20 0 14 +0
Total Volume and Open Interest 13,905 227,892 -726
S & P 500 E-Mini(Globex)
Sep12 120702 1358.75 1362.25 1349.50 1357.50 +1.00 2,291,307 2,740,099 -7,846
Dec12 120702 1352.00 1355.00 1343.50 1350.75 +1.25 1,786 15,012 +447
Total Volume and Open Interest 2,293,166 2,755,296 -7,474
NASDAQ 100(CME)
Sep12 120702 2605.30 2621.00 2599.50 2614.30 +4.50 1,707 5,559 -238
Dec12 120702 2607.80 2615.00 2600.00 2607.80 +4.50      
Mar13 120702 2602.30 2602.30 2597.80 2602.30 +4.50      
Total Volume and Open Interest 1,707 5,559 -238
NASDAQ 100 E-Mini(Globex)
Sep12 120702 2612.00 2620.30 2599.50 2614.30 +4.50 264,989 339,875 -10,511
Dec12 120702 2607.80 2613.30 2595.30 2607.80 +4.50 29 49 +25
Total Volume and Open Interest 265,018 339,932 -10,486
S & P Midcap 400(CME)
Sep12 120702 943.40 945.00 943.40 943.40 +3.90 0 424 +0
Dec12 120702 941.40 941.40 937.50 941.40 +3.90      
Mar13 120702 939.40 939.40 935.50 939.40 +3.90      
Total Volume and Open Interest 0 424 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep12 120702 9125 9125 9005 9045 -80 4,389 27,570 -271
Dec12 120702 9005 9085 9005 9005 -80 0 5 +0
Total Volume and Open Interest 4,389 27,575 -271
Nikkei 225(SGX)
Sep12 120702 8995 9105 8960 9010 +35 95,123 172,397 +414
Dec12 120702 9055 9055 8950 8950 +35 1 6,562 +1
Mar13 120702 8940 8940 8940 8940 +40 0 48 +0
Total Volume and Open Interest 96,131 193,480 +361
CAC 40(EURONEXT)
Jul12 120702 3211.0 3255.0 3190.0 3236.5 +44.5 170,795 305,809 +4,180
Aug12 120702 3211.0 3250.5 3194.5 3237.0 +44.5 3,659 2,913 +63
Sep12 120702 3175.0 3248.0 3175.0 3231.5 +45.0 1,389 18,462 +59
Total Volume and Open Interest 175,843 327,303 +4,302
Hang Seng Index(HKFE)
Jul12 120629 19019 19546 18999 19449 +449 58,458 93,673 +25,455
Aug12 120629 18978 19500 18978 19403        
Sep12 120629 18900 19418 18890 19320 +449 765 3,775 +299
Total Volume and Open Interest 152,808 135,447 +194
DAX(EUREX)
Sep12 120702 6445.0 6547.0 6395.0 6489.0 +77.5 167,347 162,300 +1,172
Dec12 120702 6438.0 6545.0 6404.5 6492.0 +77.5 362 6,598 +224
Mar13 120702 6424.0 6498.0 6424.0 6498.0 +78.5 38 448 +28
Total Volume and Open Interest 167,747 169,346 +1,424
FT-SE 100(EURONEXT)
Sep12 120702 5559.00 5620.50 5528.50 5590.00 +67.00 144,794 612,842 +5,028
Dec12 120702 5561.00 5572.00 5558.50 5561.50 +67.00 12 450 -3
Mar13 120702 5525.50 5525.50 5522.00 5522.00 +66.50 0 89 +0
Total Volume and Open Interest 144,806 613,381 +5,025
SPI 200(SFE)
Sep12 120702 4069.0 4124.0 4059.0 4097.0 +40.0 43,926 234,632 +8,803
Dec12 120702 4075.0 4107.0 4075.0 4096.0 +43.0 398 5,067 +51
Mar13 120702 4058.0 4058.0 4058.0 4058.0 +43.0 4 1,635 +3
Total Volume and Open Interest 44,625 243,069 +9,055
GSCI(CME)
Jul12 120702 597.00 598.75 591.75 598.50 -3.50 233 8,120 -106
Aug12 120702 597.30 601.30 591.00 597.30 -3.95 110 286 +100
Sep12 120702 597.30 601.30 591.00 597.30 -3.95      
Total Volume and Open Interest 343 8,406 -6
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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