|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue July 03, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul12 |
120703 |
1545.25 |
1578.00 |
1534.50 |
1572.25 |
+40.00 |
19,004 |
18,909 |
+0 |
Aug12 |
120703 |
1506.00 |
1535.00 |
1497.50 |
1529.50 |
+35.25 |
45,232 |
86,925 |
+0 |
Sep12 |
120703 |
1475.00 |
1500.75 |
1466.25 |
1498.00 |
+35.50 |
9,096 |
31,461 |
+0 |
Nov12 |
120703 |
1454.75 |
1478.00 |
1441.25 |
1474.75 |
+36.75 |
133,307 |
376,045 |
+0 |
Jan13 |
120703 |
1452.75 |
1474.25 |
1437.50 |
1472.25 |
+34.75 |
11,475 |
68,609 |
+0 |
Mar13 |
120703 |
1417.75 |
1435.00 |
1406.50 |
1432.25 |
+26.75 |
7,824 |
77,728 |
+0 |
May13 |
120703 |
1389.50 |
1404.00 |
1375.75 |
1400.25 |
+24.50 |
6,959 |
52,032 |
+0 |
Jul13 |
120703 |
1377.25 |
1392.25 |
1366.75 |
1390.50 |
+24.50 |
4,522 |
37,194 |
+0 |
Aug13 |
120703 |
1380.00 |
1380.00 |
1355.50 |
1380.00 |
+24.50 |
4 |
193 |
+0 |
Sep13 |
120703 |
1328.50 |
1332.75 |
1315.25 |
1332.75 |
+17.50 |
22 |
328 |
+0 |
Nov13 |
120703 |
1281.75 |
1299.00 |
1277.25 |
1296.00 |
+18.50 |
1,600 |
19,611 |
+0 |
Jan14 |
120703 |
1289.00 |
1302.75 |
1284.25 |
1302.75 |
+18.50 |
0 |
188 |
+0 |
Mar14 |
120703 |
1298.75 |
1298.75 |
1280.25 |
1298.75 |
+18.50 |
0 |
3 |
+0 |
May14 |
120703 |
1298.75 |
1298.75 |
1280.25 |
1298.75 |
+18.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
239,053 |
769,936 |
+0 |
Soybean Meal(CBOT) |
Jul12 |
120703 |
448.30 |
457.50 |
444.70 |
454.10 |
+11.60 |
5,775 |
9,021 |
+0 |
Aug12 |
120703 |
440.20 |
449.00 |
436.00 |
447.20 |
+11.90 |
23,114 |
45,798 |
+0 |
Sep12 |
120703 |
436.00 |
443.00 |
430.00 |
441.10 |
+12.30 |
9,248 |
29,306 |
+0 |
Oct12 |
120703 |
427.80 |
434.10 |
421.30 |
433.10 |
+11.80 |
3,144 |
19,920 |
+0 |
Dec12 |
120703 |
424.00 |
431.20 |
419.50 |
429.20 |
+11.30 |
38,876 |
118,716 |
+0 |
Jan13 |
120703 |
420.70 |
424.60 |
412.90 |
423.20 |
+10.30 |
1,436 |
7,544 |
+0 |
Mar13 |
120703 |
400.00 |
403.90 |
395.30 |
402.70 |
+7.40 |
1,068 |
10,720 |
+0 |
May13 |
120703 |
385.80 |
389.30 |
381.50 |
388.00 |
+6.50 |
677 |
7,857 |
+0 |
Jul13 |
120703 |
380.00 |
384.60 |
377.00 |
383.90 |
+6.90 |
208 |
8,691 |
+0 |
Aug13 |
120703 |
372.30 |
377.00 |
371.60 |
377.00 |
+5.40 |
7 |
443 |
+0 |
Total Volume and Open Interest |
83,598 |
264,209 |
+0 |
Soybean Oil(CBOT) |
Jul12 |
120703 |
52.48 |
52.95 |
52.34 |
52.95 |
+0.77 |
15,769 |
6,276 |
+0 |
Aug12 |
120703 |
52.52 |
53.16 |
52.45 |
53.14 |
+0.78 |
41,903 |
73,986 |
+0 |
Sep12 |
120703 |
53.09 |
53.49 |
52.70 |
53.34 |
+0.77 |
12,209 |
42,494 |
+0 |
Oct12 |
120703 |
52.84 |
53.51 |
52.82 |
53.51 |
+0.82 |
5,137 |
17,670 |
+0 |
Dec12 |
120703 |
53.35 |
53.90 |
53.11 |
53.88 |
+0.84 |
50,469 |
143,303 |
+0 |
Jan13 |
120703 |
53.44 |
54.17 |
53.44 |
54.14 |
+0.82 |
1,915 |
18,097 |
+0 |
Mar13 |
120703 |
53.87 |
54.44 |
53.85 |
54.40 |
+0.81 |
2,675 |
18,353 |
+0 |
May13 |
120703 |
53.89 |
54.58 |
53.75 |
54.54 |
+0.79 |
1,888 |
11,687 |
+0 |
Jul13 |
120703 |
54.34 |
54.66 |
53.91 |
54.65 |
+0.74 |
1,017 |
7,080 |
+0 |
Aug13 |
120703 |
54.48 |
54.70 |
53.96 |
54.70 |
+0.74 |
199 |
1,050 |
+0 |
Total Volume and Open Interest |
133,758 |
346,071 |
+0 |
Canola(WCE) |
Jul12 |
120703 |
646.9 |
646.9 |
639.0 |
639.0 |
+11.9 |
|
|
|
Nov12 |
120703 |
595.0 |
605.0 |
595.0 |
601.2 |
+7.5 |
|
|
|
Jan13 |
120703 |
600.0 |
608.4 |
599.3 |
605.1 |
+8.1 |
|
|
|
Mar13 |
120703 |
599.7 |
607.4 |
599.7 |
604.4 |
+7.1 |
|
|
|
May13 |
120703 |
596.2 |
606.2 |
596.2 |
602.8 |
+7.8 |
|
|
|
Total Volume and Open Interest |
|
|
|
Corn(CBOT) |
Jul12 |
120703 |
702.50 |
724.00 |
698.00 |
718.75 |
+26.25 |
29,441 |
22,098 |
+0 |
Sep12 |
120703 |
665.00 |
675.25 |
655.50 |
674.00 |
+21.75 |
124,862 |
369,716 |
+0 |
Dec12 |
120703 |
669.25 |
676.00 |
660.75 |
674.50 |
+18.75 |
219,896 |
429,196 |
+0 |
Mar13 |
120703 |
675.00 |
683.50 |
668.50 |
682.25 |
+18.25 |
18,212 |
87,669 |
+0 |
May13 |
120703 |
679.50 |
687.00 |
668.25 |
686.25 |
+18.00 |
7,632 |
18,423 |
+0 |
Jul13 |
120703 |
683.00 |
690.00 |
671.50 |
689.00 |
+17.50 |
11,013 |
47,377 |
+0 |
Sep13 |
120703 |
623.25 |
630.00 |
618.00 |
629.75 |
+11.00 |
1,040 |
5,242 |
+0 |
Dec13 |
120703 |
589.00 |
598.75 |
586.75 |
597.75 |
+11.00 |
7,821 |
42,107 |
+0 |
Mar14 |
120703 |
600.00 |
607.25 |
596.25 |
607.25 |
+11.00 |
69 |
1,027 |
+0 |
May14 |
120703 |
609.00 |
612.50 |
601.75 |
612.50 |
+10.75 |
6 |
308 |
+0 |
Total Volume and Open Interest |
420,195 |
1,027,834 |
+0 |
Wheat(CBOT) |
Jul12 |
120703 |
761.00 |
782.25 |
757.00 |
782.25 |
+27.75 |
8,377 |
4,020 |
+0 |
Sep12 |
120703 |
777.50 |
800.75 |
774.25 |
799.25 |
+26.75 |
67,741 |
170,736 |
+0 |
Dec12 |
120703 |
795.25 |
815.00 |
790.75 |
813.75 |
+23.00 |
42,574 |
142,867 |
+0 |
Mar13 |
120703 |
810.00 |
830.75 |
804.25 |
826.50 |
+22.50 |
9,088 |
39,088 |
+0 |
May13 |
120703 |
811.25 |
829.25 |
808.00 |
827.25 |
+20.25 |
900 |
12,114 |
+0 |
Jul13 |
120703 |
807.75 |
825.00 |
802.50 |
822.00 |
+16.00 |
3,882 |
32,561 |
+0 |
Total Volume and Open Interest |
133,733 |
417,992 |
+0 |
Wheat(KCBT) |
Jul12 |
120703 |
761.50 |
801.25 |
761.25 |
785.00 |
+25.50 |
1,370 |
967 |
+0 |
Sep12 |
120703 |
779.00 |
805.00 |
776.50 |
802.50 |
+25.50 |
13,369 |
72,877 |
+0 |
Dec12 |
120703 |
801.00 |
826.25 |
799.00 |
823.50 |
+23.25 |
7,067 |
41,411 |
+0 |
Mar13 |
120703 |
814.00 |
838.75 |
813.25 |
836.00 |
+22.75 |
1,726 |
10,485 |
+0 |
May13 |
120703 |
820.00 |
842.00 |
818.00 |
840.50 |
+23.00 |
925 |
5,215 |
+0 |
Jul13 |
120703 |
815.00 |
841.00 |
815.00 |
838.50 |
+23.50 |
1,710 |
11,436 |
+0 |
Total Volume and Open Interest |
26,192 |
143,038 |
+0 |
Wheat(MGE) |
Jul12 |
120703 |
885.25 |
886.00 |
885.25 |
886.00 |
+14.75 |
160 |
117 |
+0 |
Sep12 |
120703 |
865.00 |
899.50 |
864.00 |
897.50 |
+34.75 |
2,484 |
15,533 |
+0 |
Dec12 |
120703 |
868.75 |
903.25 |
868.75 |
901.50 |
+33.75 |
868 |
11,734 |
+0 |
Mar13 |
120703 |
877.50 |
908.50 |
875.25 |
905.25 |
+31.00 |
177 |
2,814 |
+0 |
May13 |
120703 |
888.50 |
914.00 |
888.50 |
913.00 |
+34.00 |
8 |
518 |
+0 |
Total Volume and Open Interest |
3,715 |
31,050 |
+0 |
Oats(CBOT) |
Jul12 |
120703 |
345.00 |
354.00 |
345.00 |
348.75 |
+2.75 |
30 |
31 |
+0 |
Sep12 |
120703 |
347.00 |
358.75 |
347.00 |
351.00 |
+3.75 |
312 |
2,321 |
+0 |
Dec12 |
120703 |
356.50 |
364.00 |
354.00 |
356.75 |
+2.75 |
966 |
6,426 |
+0 |
Mar13 |
120703 |
362.75 |
362.75 |
358.00 |
361.75 |
+3.75 |
7 |
100 |
+0 |
Total Volume and Open Interest |
1,315 |
8,878 |
+0 |
Rough Rice(CBOT) |
Jul12 |
120703 |
14.61 |
14.72 |
14.59 |
14.72 |
+0.32 |
306 |
360 |
+0 |
Sep12 |
120703 |
14.80 |
15.06 |
14.65 |
15.01 |
+0.32 |
1,373 |
10,499 |
+0 |
Nov12 |
120703 |
14.97 |
15.28 |
14.95 |
15.27 |
+0.33 |
356 |
2,188 |
+0 |
Jan13 |
120703 |
15.33 |
15.55 |
15.33 |
15.55 |
+0.34 |
6 |
125 |
+0 |
Total Volume and Open Interest |
2,041 |
13,295 |
+0 |
Live Cattle(CME) |
Aug12 |
120703 |
119.300 |
119.900 |
118.650 |
119.480 |
+0.195 |
32,549 |
131,846 |
+0 |
Oct12 |
120703 |
123.200 |
123.830 |
122.350 |
123.650 |
+0.300 |
13,863 |
83,954 |
+0 |
Dec12 |
120703 |
126.850 |
127.700 |
126.350 |
127.430 |
+0.580 |
9,055 |
61,257 |
+0 |
Feb13 |
120703 |
129.100 |
129.900 |
128.685 |
129.785 |
+0.535 |
4,061 |
25,868 |
+0 |
Apr13 |
120703 |
131.000 |
132.150 |
130.650 |
131.985 |
+0.550 |
3,304 |
10,561 |
+0 |
Jun13 |
120703 |
127.785 |
128.500 |
127.200 |
128.500 |
+0.550 |
270 |
2,556 |
+0 |
Total Volume and Open Interest |
63,189 |
317,495 |
+0 |
Feeder Cattle(CME) |
Aug12 |
120703 |
149.500 |
149.500 |
147.300 |
147.400 |
-2.250 |
3,632 |
17,784 |
+0 |
Sep12 |
120703 |
152.100 |
152.350 |
150.250 |
150.880 |
-1.855 |
861 |
6,026 |
+0 |
Oct12 |
120703 |
154.150 |
154.150 |
152.100 |
152.700 |
-1.650 |
1,249 |
5,523 |
+0 |
Nov12 |
120703 |
155.300 |
155.300 |
153.535 |
154.185 |
-1.365 |
510 |
3,438 |
+0 |
Jan13 |
120703 |
155.750 |
156.000 |
154.350 |
155.400 |
-1.300 |
331 |
2,596 |
+0 |
Mar13 |
120703 |
156.150 |
156.700 |
155.750 |
156.300 |
-0.700 |
33 |
459 |
+0 |
Apr13 |
120703 |
157.250 |
157.250 |
156.750 |
156.750 |
-1.850 |
3 |
64 |
+0 |
Total Volume and Open Interest |
6,620 |
35,925 |
+0 |
Lean Hogs(CME) |
Jul12 |
120703 |
96.200 |
97.080 |
95.830 |
96.885 |
-0.015 |
9,274 |
22,458 |
+0 |
Aug12 |
120703 |
94.500 |
95.050 |
94.285 |
94.885 |
-0.095 |
27,732 |
70,323 |
+0 |
Oct12 |
120703 |
82.750 |
83.350 |
82.535 |
83.200 |
+0.100 |
10,906 |
56,164 |
+0 |
Dec12 |
120703 |
80.300 |
81.050 |
80.150 |
81.000 |
+0.550 |
5,649 |
49,154 |
+0 |
Feb13 |
120703 |
82.480 |
83.450 |
82.480 |
83.300 |
+0.450 |
1,718 |
21,950 |
+0 |
Apr13 |
120703 |
84.700 |
85.730 |
84.700 |
85.580 |
+0.445 |
2,353 |
14,778 |
+0 |
May13 |
120703 |
89.250 |
89.750 |
89.100 |
89.700 |
+0.200 |
55 |
680 |
+0 |
Jun13 |
120703 |
91.000 |
91.950 |
91.000 |
91.800 |
+0.500 |
547 |
8,523 |
+0 |
Total Volume and Open Interest |
58,582 |
247,079 |
+0 |
Class III Milk(CME) |
Jul12 |
120703 |
16.52 |
16.75 |
16.52 |
16.69 |
+0.13 |
88 |
4,029 |
+0 |
Aug12 |
120703 |
17.25 |
17.31 |
17.14 |
17.26 |
+0.01 |
202 |
4,703 |
+0 |
Sep12 |
120703 |
17.58 |
17.62 |
17.49 |
17.60 |
+0.05 |
111 |
3,266 |
+0 |
Oct12 |
120703 |
17.54 |
17.58 |
17.54 |
17.58 |
+0.02 |
48 |
2,991 |
+0 |
Nov12 |
120703 |
17.29 |
17.38 |
17.29 |
17.38 |
+0.09 |
14 |
2,681 |
+0 |
Total Volume and Open Interest |
496 |
21,881 |
+0 |
Cocoa(ICE) |
Jul12 |
120703 |
2330 |
2344 |
2330 |
2344 |
+62 |
4 |
29 |
+0 |
Sep12 |
120703 |
2296 |
2358 |
2296 |
2350 |
+60 |
22,613 |
71,584 |
+0 |
Dec12 |
120703 |
2308 |
2367 |
2308 |
2361 |
+56 |
9,572 |
40,221 |
+0 |
Mar13 |
120703 |
2315 |
2367 |
2315 |
2361 |
+54 |
4,872 |
28,690 |
+0 |
May13 |
120703 |
2325 |
2369 |
2325 |
2363 |
+53 |
3,462 |
14,203 |
+0 |
Jul13 |
120703 |
2332 |
2372 |
2332 |
2368 |
+50 |
786 |
6,502 |
+0 |
Sep13 |
120703 |
2368 |
2375 |
2366 |
2375 |
+50 |
672 |
4,286 |
+0 |
Total Volume and Open Interest |
42,089 |
176,107 |
+0 |
Coffee "C"(ICE) |
Jul12 |
120703 |
175.00 |
180.10 |
174.80 |
180.10 |
+5.80 |
69 |
191 |
+0 |
Sep12 |
120703 |
174.65 |
181.40 |
174.65 |
180.45 |
+5.85 |
14,855 |
75,862 |
+0 |
Dec12 |
120703 |
177.65 |
184.20 |
177.65 |
183.35 |
+5.70 |
3,423 |
34,589 |
+0 |
Mar13 |
120703 |
181.40 |
187.05 |
181.40 |
186.70 |
+5.65 |
1,321 |
16,709 |
+0 |
May13 |
120703 |
184.45 |
189.30 |
184.45 |
189.15 |
+5.70 |
201 |
4,455 |
+0 |
Jul13 |
120703 |
188.95 |
191.50 |
188.95 |
191.35 |
+5.70 |
131 |
3,597 |
+0 |
Total Volume and Open Interest |
20,111 |
136,963 |
+0 |
Orange Juice(ICE) |
Jul12 |
120703 |
122.00 |
126.60 |
122.00 |
124.25 |
+4.50 |
285 |
943 |
+0 |
Sep12 |
120703 |
117.25 |
122.85 |
117.00 |
120.75 |
+3.40 |
1,655 |
14,040 |
+0 |
Nov12 |
120703 |
118.00 |
121.35 |
118.00 |
120.10 |
+3.45 |
144 |
4,629 |
+0 |
Jan13 |
120703 |
119.70 |
121.00 |
119.70 |
120.10 |
+3.40 |
6 |
1,462 |
+0 |
Mar13 |
120703 |
120.55 |
120.55 |
120.55 |
120.55 |
+3.55 |
14 |
1,177 |
+0 |
May13 |
120703 |
120.50 |
120.50 |
120.50 |
120.50 |
+3.40 |
0 |
176 |
+0 |
Total Volume and Open Interest |
2,104 |
22,439 |
+0 |
Sugar #11(ICE) |
Oct12 |
120703 |
21.45 |
22.05 |
21.43 |
21.98 |
+0.58 |
50,698 |
329,436 |
+0 |
Mar13 |
120703 |
21.81 |
22.28 |
21.78 |
22.22 |
+0.45 |
24,977 |
155,194 |
+0 |
May13 |
120703 |
21.57 |
21.97 |
21.57 |
21.92 |
+0.35 |
12,106 |
45,408 |
+0 |
Jul13 |
120703 |
21.49 |
21.78 |
21.48 |
21.73 |
+0.28 |
4,446 |
72,903 |
+0 |
Oct13 |
120703 |
21.51 |
21.78 |
21.51 |
21.66 |
+0.19 |
2,066 |
30,061 |
+0 |
Mar14 |
120703 |
21.60 |
21.86 |
21.60 |
21.73 |
+0.18 |
2,026 |
25,482 |
+0 |
May14 |
120703 |
21.46 |
21.64 |
21.45 |
21.51 |
+0.12 |
278 |
5,526 |
+0 |
Jul14 |
120703 |
21.36 |
21.53 |
21.36 |
21.39 |
+0.10 |
234 |
5,455 |
+0 |
Total Volume and Open Interest |
96,975 |
675,893 |
+0 |
London Cocoa(LCE) |
Jul12 |
120703 |
1632 |
1659 |
1623 |
1651 |
+24 |
3,483 |
35,840 |
+0 |
Sep12 |
120703 |
1585 |
1606 |
1581 |
1598 |
+21 |
6,739 |
42,720 |
+0 |
Dec12 |
120703 |
1561 |
1576 |
1558 |
1568 |
+12 |
3,712 |
42,202 |
+0 |
Mar13 |
120703 |
1532 |
1550 |
1527 |
1541 |
+14 |
3,037 |
44,072 |
+0 |
May13 |
120703 |
1534 |
1548 |
1526 |
1539 |
+13 |
432 |
15,877 |
+0 |
Jul13 |
120703 |
1536 |
1549 |
1526 |
1541 |
+12 |
407 |
7,073 |
+0 |
Sep13 |
120703 |
1540 |
1547 |
1535 |
1543 |
+10 |
147 |
3,927 |
+0 |
Total Volume and Open Interest |
18,277 |
197,782 |
+0 |
London Sugar(LCE) |
Aug12 |
120703 |
619.70 |
633.30 |
619.40 |
632.70 |
+13.30 |
4,489 |
18,118 |
+0 |
Oct12 |
120703 |
580.30 |
592.60 |
580.30 |
592.10 |
+13.20 |
3,140 |
16,568 |
+0 |
Dec12 |
120703 |
566.10 |
576.60 |
566.10 |
576.00 |
+11.10 |
455 |
9,088 |
+0 |
Mar13 |
120703 |
575.00 |
584.90 |
575.00 |
584.30 |
+10.60 |
886 |
9,383 |
+0 |
May13 |
120703 |
575.00 |
583.00 |
575.00 |
582.60 |
+8.60 |
268 |
2,542 |
+0 |
Total Volume and Open Interest |
9,297 |
58,889 |
+0 |
Cotton(ICE) |
Jul12 |
120703 |
72.75 |
72.75 |
72.75 |
72.75 |
+0.60 |
11 |
802 |
+0 |
Oct12 |
120703 |
72.43 |
72.94 |
72.00 |
72.90 |
+0.60 |
179 |
487 |
+0 |
Dec12 |
120703 |
72.10 |
72.65 |
71.00 |
72.60 |
+0.58 |
16,054 |
132,068 |
+0 |
Mar13 |
120703 |
73.31 |
73.85 |
72.25 |
73.79 |
+0.60 |
2,210 |
21,354 |
+0 |
May13 |
120703 |
74.40 |
74.70 |
73.48 |
74.63 |
+0.41 |
677 |
4,913 |
+0 |
Jul13 |
120703 |
75.04 |
75.56 |
74.24 |
75.56 |
+0.43 |
315 |
5,528 |
+0 |
Total Volume and Open Interest |
19,470 |
166,490 |
+0 |
Lumber(CME) |
Jul12 |
120703 |
275.2 |
284.0 |
275.2 |
282.5 |
+8.0 |
336 |
1,163 |
+0 |
Sep12 |
120703 |
270.0 |
276.1 |
268.8 |
272.8 |
+1.9 |
616 |
4,619 |
+0 |
Nov12 |
120703 |
261.8 |
264.7 |
260.7 |
262.0 |
+3.3 |
101 |
946 |
+0 |
Jan13 |
120703 |
270.0 |
272.0 |
269.1 |
270.0 |
+2.1 |
21 |
229 |
+0 |
Total Volume and Open Interest |
1,075 |
7,068 |
+0 |
Crude Oil(NYM) |
Aug12 |
120703 |
83.67 |
88.04 |
83.33 |
87.66 |
+3.91 |
439,010 |
280,304 |
+0 |
Sep12 |
120703 |
84.05 |
88.42 |
83.75 |
88.03 |
+3.88 |
103,185 |
152,771 |
+0 |
Oct12 |
120703 |
84.47 |
88.81 |
84.20 |
88.39 |
+3.85 |
42,778 |
84,338 |
+0 |
Nov12 |
120703 |
84.87 |
89.16 |
84.66 |
88.80 |
+3.82 |
24,237 |
73,048 |
+0 |
Dec12 |
120703 |
85.30 |
89.60 |
85.07 |
89.22 |
+3.79 |
69,213 |
168,171 |
+0 |
Jan13 |
120703 |
86.45 |
89.97 |
85.54 |
89.62 |
+3.76 |
11,780 |
56,732 |
+0 |
Feb13 |
120703 |
86.74 |
90.31 |
85.90 |
89.94 |
+3.71 |
7,722 |
27,130 |
+0 |
Mar13 |
120703 |
87.02 |
90.53 |
86.22 |
90.17 |
+3.63 |
10,772 |
36,457 |
+0 |
Apr13 |
120703 |
87.40 |
90.49 |
87.40 |
90.27 |
+3.53 |
5,698 |
16,666 |
+0 |
May13 |
120703 |
90.30 |
90.30 |
90.01 |
90.30 |
+3.41 |
4,135 |
16,627 |
+0 |
Jun13 |
120703 |
87.25 |
90.73 |
86.68 |
90.29 |
+3.30 |
18,865 |
77,492 |
+0 |
Jul13 |
120703 |
87.30 |
90.25 |
87.27 |
90.25 |
+3.22 |
2,186 |
26,699 |
+0 |
Aug13 |
120703 |
89.50 |
90.15 |
89.50 |
90.15 |
+3.16 |
1,186 |
14,381 |
+0 |
Sep13 |
120703 |
90.02 |
90.02 |
90.02 |
90.02 |
+3.11 |
1,272 |
20,936 |
+0 |
Oct13 |
120703 |
89.90 |
89.90 |
89.90 |
89.90 |
+3.07 |
910 |
12,233 |
+0 |
Nov13 |
120703 |
89.78 |
89.78 |
89.78 |
89.78 |
+3.03 |
1,668 |
17,965 |
+0 |
Total Volume and Open Interest |
787,945 |
1,439,267 |
+0 |
e-miNY Crude Oil(NYM) |
Jul12 |
120619 |
83.000 |
84.375 |
82.300 |
84.025 |
+0.750 |
4,042 |
1,313 |
-363 |
Aug12 |
120703 |
83.550 |
88.075 |
83.350 |
87.650 |
+3.900 |
13,936 |
2,095 |
+0 |
Sep12 |
120703 |
84.000 |
88.375 |
83.825 |
88.025 |
+3.875 |
387 |
554 |
+0 |
Oct12 |
120703 |
85.000 |
88.750 |
85.000 |
88.400 |
+3.850 |
57 |
45 |
+0 |
Nov12 |
120703 |
87.550 |
88.800 |
87.550 |
88.800 |
+3.825 |
11 |
10 |
+0 |
Dec12 |
120703 |
87.150 |
89.225 |
87.150 |
89.225 |
+3.800 |
23 |
299 |
+0 |
Jan13 |
120703 |
89.175 |
89.625 |
88.750 |
89.625 |
+3.775 |
5 |
16 |
+0 |
Feb13 |
120703 |
89.950 |
89.950 |
89.950 |
89.950 |
+3.725 |
0 |
74 |
+0 |
Mar13 |
120703 |
90.175 |
90.175 |
90.175 |
90.175 |
+3.625 |
0 |
1 |
+0 |
Apr13 |
120703 |
90.275 |
90.275 |
90.275 |
90.275 |
+3.525 |
0 |
1 |
+0 |
Total Volume and Open Interest |
14,419 |
3,298 |
+0 |
Heating Oil(NYM) |
Aug12 |
120703 |
267.86 |
276.25 |
267.34 |
275.85 |
+8.26 |
71,150 |
100,120 |
+0 |
Sep12 |
120703 |
267.65 |
276.34 |
267.65 |
276.03 |
+8.34 |
25,446 |
44,677 |
+0 |
Oct12 |
120703 |
268.65 |
276.92 |
268.62 |
276.64 |
+8.51 |
11,306 |
27,617 |
+0 |
Nov12 |
120703 |
269.44 |
277.60 |
269.44 |
277.33 |
+8.69 |
6,783 |
19,037 |
+0 |
Dec12 |
120703 |
270.13 |
278.21 |
270.13 |
277.96 |
+8.81 |
12,785 |
46,464 |
+0 |
Jan13 |
120703 |
276.77 |
278.80 |
275.90 |
278.59 |
+8.87 |
3,919 |
18,870 |
+0 |
Feb13 |
120703 |
270.77 |
278.44 |
270.37 |
278.35 |
+8.82 |
1,926 |
8,858 |
+0 |
Mar13 |
120703 |
276.80 |
277.23 |
275.73 |
277.23 |
+8.79 |
1,583 |
14,775 |
+0 |
Apr13 |
120703 |
272.34 |
275.77 |
272.34 |
275.68 |
+8.73 |
1,365 |
16,671 |
+0 |
May13 |
120703 |
278.65 |
279.18 |
278.50 |
279.18 |
+8.73 |
238 |
8,557 |
+0 |
Jun13 |
120703 |
278.10 |
278.92 |
277.63 |
278.92 |
+8.70 |
206 |
5,120 |
+0 |
Jul13 |
120703 |
278.30 |
279.29 |
278.30 |
279.29 |
+8.71 |
17 |
1,971 |
+0 |
Aug13 |
120703 |
279.69 |
279.69 |
279.69 |
279.69 |
+8.66 |
20 |
612 |
+0 |
Sep13 |
120703 |
277.88 |
280.09 |
277.88 |
280.09 |
+8.61 |
8 |
341 |
+0 |
Total Volume and Open Interest |
136,950 |
317,811 |
+0 |
Gasoline(NYMEX) |
Aug12 |
120703 |
262.28 |
273.17 |
262.19 |
272.29 |
+9.90 |
57,625 |
95,906 |
+0 |
Sep12 |
120703 |
253.98 |
264.12 |
253.98 |
263.03 |
+8.90 |
27,272 |
59,245 |
+0 |
Oct12 |
120703 |
239.31 |
246.89 |
237.52 |
245.71 |
+8.34 |
9,819 |
28,606 |
+0 |
Nov12 |
120703 |
235.10 |
243.64 |
234.93 |
242.41 |
+8.15 |
5,253 |
15,533 |
+0 |
Dec12 |
120703 |
232.75 |
242.34 |
232.75 |
241.16 |
+8.05 |
5,860 |
31,418 |
+0 |
Jan13 |
120703 |
235.35 |
241.95 |
235.35 |
241.16 |
+7.95 |
1,022 |
11,609 |
+0 |
Feb13 |
120703 |
242.07 |
242.07 |
242.07 |
242.07 |
+7.83 |
596 |
3,975 |
+0 |
Mar13 |
120703 |
239.00 |
244.50 |
239.00 |
243.67 |
+7.70 |
728 |
4,080 |
+0 |
Apr13 |
120703 |
254.00 |
258.45 |
254.00 |
258.44 |
+7.69 |
135 |
6,076 |
+0 |
May13 |
120703 |
257.73 |
257.73 |
257.73 |
257.73 |
+7.61 |
34 |
930 |
+0 |
Total Volume and Open Interest |
108,395 |
266,212 |
+0 |
e-miNY RBOB Gasoline(NYM) |
Aug12 |
120703 |
262.40 |
272.30 |
262.40 |
272.30 |
+9.90 |
3 |
3 |
+0 |
Sep12 |
120703 |
263.00 |
263.03 |
263.00 |
263.00 |
+8.90 |
|
|
|
Oct12 |
120703 |
245.70 |
245.71 |
245.70 |
245.70 |
+8.30 |
|
|
|
Nov12 |
120703 |
242.40 |
242.41 |
242.40 |
242.40 |
+8.10 |
|
|
|
Total Volume and Open Interest |
3 |
3 |
+0 |
Natural Gas(NYM) |
Aug12 |
120703 |
2.844 |
2.902 |
2.786 |
2.899 |
+0.075 |
150,837 |
161,765 |
+0 |
Sep12 |
120703 |
2.850 |
2.913 |
2.794 |
2.911 |
+0.079 |
75,073 |
232,887 |
+0 |
Oct12 |
120703 |
2.889 |
2.958 |
2.841 |
2.955 |
+0.078 |
66,694 |
134,705 |
+0 |
Nov12 |
120703 |
3.120 |
3.179 |
3.074 |
3.177 |
+0.077 |
38,107 |
104,026 |
+0 |
Dec12 |
120703 |
3.371 |
3.431 |
3.340 |
3.429 |
+0.067 |
21,556 |
55,474 |
+0 |
Jan13 |
120703 |
3.513 |
3.568 |
3.480 |
3.566 |
+0.063 |
23,066 |
97,769 |
+0 |
Feb13 |
120703 |
3.521 |
3.578 |
3.494 |
3.575 |
+0.063 |
4,698 |
25,488 |
+0 |
Mar13 |
120703 |
3.488 |
3.545 |
3.465 |
3.544 |
+0.061 |
5,385 |
49,130 |
+0 |
Apr13 |
120703 |
3.428 |
3.510 |
3.428 |
3.508 |
+0.058 |
5,628 |
60,705 |
+0 |
May13 |
120703 |
3.511 |
3.533 |
3.487 |
3.533 |
+0.056 |
840 |
15,589 |
+0 |
Jun13 |
120703 |
3.520 |
3.566 |
3.512 |
3.566 |
+0.055 |
765 |
7,018 |
+0 |
Jul13 |
120703 |
3.569 |
3.613 |
3.566 |
3.613 |
+0.056 |
573 |
11,829 |
+0 |
Aug13 |
120703 |
3.607 |
3.633 |
3.594 |
3.633 |
+0.057 |
345 |
8,563 |
+0 |
Sep13 |
120703 |
3.609 |
3.635 |
3.595 |
3.635 |
+0.056 |
635 |
8,204 |
+0 |
Oct13 |
120703 |
3.631 |
3.674 |
3.630 |
3.674 |
+0.055 |
2,147 |
34,544 |
+0 |
Nov13 |
120703 |
3.773 |
3.794 |
3.751 |
3.794 |
+0.050 |
433 |
18,139 |
+0 |
Total Volume and Open Interest |
398,625 |
1,124,691 |
+0 |
Brent Crude Oil(ICE) |
Aug12 |
120703 |
97.24 |
101.58 |
97.12 |
100.68 |
+3.34 |
275,794 |
204,566 |
+0 |
Sep12 |
120703 |
97.00 |
101.30 |
96.90 |
100.48 |
+3.34 |
139,036 |
210,949 |
+0 |
Oct12 |
120703 |
96.70 |
100.94 |
96.70 |
100.15 |
+3.31 |
76,846 |
116,897 |
+0 |
Nov12 |
120703 |
96.79 |
100.79 |
96.73 |
100.05 |
+3.32 |
47,410 |
64,483 |
+0 |
Dec12 |
120703 |
96.55 |
100.64 |
96.55 |
99.94 |
+3.34 |
95,069 |
131,344 |
+0 |
Jan13 |
120703 |
96.48 |
100.43 |
96.46 |
99.84 |
+3.36 |
20,391 |
32,716 |
+0 |
Feb13 |
120703 |
96.27 |
100.35 |
96.27 |
99.72 |
+3.36 |
15,348 |
19,701 |
+0 |
Mar13 |
120703 |
96.16 |
100.13 |
96.16 |
99.58 |
+3.32 |
15,265 |
35,535 |
+0 |
Apr13 |
120703 |
96.79 |
99.98 |
96.41 |
99.44 |
+3.24 |
10,894 |
12,633 |
+0 |
May13 |
120703 |
99.30 |
99.30 |
99.30 |
99.30 |
+3.14 |
7,083 |
14,361 |
+0 |
Jun13 |
120703 |
96.12 |
99.73 |
96.10 |
99.18 |
+3.06 |
13,752 |
51,519 |
+0 |
Jul13 |
120703 |
99.05 |
99.05 |
99.05 |
99.05 |
+3.00 |
1,490 |
10,296 |
+0 |
Aug13 |
120703 |
98.86 |
98.86 |
98.86 |
98.86 |
+2.93 |
503 |
11,452 |
+0 |
Sep13 |
120703 |
98.64 |
98.64 |
98.64 |
98.64 |
+2.87 |
803 |
11,323 |
+0 |
Total Volume and Open Interest |
755,840 |
1,179,452 |
+0 |
Gas Oil(ICE) |
Jul12 |
120703 |
856.50 |
885.50 |
856.25 |
880.75 |
+31.75 |
54,497 |
89,493 |
+0 |
Aug12 |
120703 |
850.50 |
880.00 |
850.50 |
875.00 |
+31.25 |
94,346 |
110,313 |
+0 |
Sep12 |
120703 |
848.00 |
876.50 |
848.00 |
871.75 |
+31.00 |
38,030 |
77,855 |
+0 |
Oct12 |
120703 |
848.00 |
874.50 |
847.25 |
870.00 |
+30.75 |
18,604 |
41,192 |
+0 |
Nov12 |
120703 |
845.25 |
872.25 |
845.25 |
868.00 |
+30.25 |
11,271 |
29,547 |
+0 |
Dec12 |
120703 |
850.50 |
871.25 |
843.50 |
866.25 |
+30.25 |
28,704 |
69,735 |
+0 |
Jan13 |
120703 |
846.75 |
869.75 |
846.50 |
865.75 |
+29.75 |
5,127 |
22,613 |
+0 |
Feb13 |
120703 |
846.75 |
868.00 |
844.50 |
864.75 |
+29.25 |
874 |
15,993 |
+0 |
Mar13 |
120703 |
844.75 |
866.25 |
844.75 |
863.00 |
+28.75 |
1,856 |
16,526 |
+0 |
Apr13 |
120703 |
844.25 |
864.50 |
843.00 |
861.25 |
+28.25 |
1,499 |
12,041 |
+0 |
Total Volume and Open Interest |
264,907 |
590,579 |
+0 |
Ethanol(CBOT) |
Jul12 |
120703 |
2.354 |
2.354 |
2.354 |
2.354 |
+0.062 |
82 |
135 |
+0 |
Aug12 |
120703 |
2.320 |
2.360 |
2.320 |
2.355 |
+0.060 |
378 |
1,628 |
+0 |
Sep12 |
120703 |
2.300 |
2.325 |
2.294 |
2.320 |
+0.054 |
209 |
1,509 |
+0 |
Oct12 |
120703 |
2.263 |
2.285 |
2.259 |
2.282 |
+0.055 |
114 |
1,504 |
+0 |
Nov12 |
120703 |
2.243 |
2.268 |
2.243 |
2.264 |
+0.052 |
165 |
1,469 |
+0 |
Dec12 |
120703 |
2.236 |
2.265 |
2.236 |
2.261 |
+0.054 |
278 |
1,294 |
+0 |
Jan13 |
120703 |
2.252 |
2.270 |
2.252 |
2.263 |
+0.053 |
141 |
1,260 |
+0 |
Feb13 |
120703 |
2.251 |
2.277 |
2.251 |
2.266 |
+0.047 |
88 |
754 |
+0 |
Total Volume and Open Interest |
1,632 |
11,156 |
+0 |
WTI Crude Oil(ICE) |
Aug12 |
120703 |
83.43 |
88.03 |
83.43 |
87.66 |
+3.91 |
76,852 |
67,771 |
+0 |
Sep12 |
120703 |
84.01 |
88.42 |
84.01 |
88.03 |
+3.88 |
22,267 |
41,031 |
+0 |
Oct12 |
120703 |
84.60 |
88.80 |
84.60 |
88.39 |
+3.85 |
10,019 |
19,563 |
+0 |
Nov12 |
120703 |
86.01 |
89.00 |
86.01 |
88.80 |
+3.82 |
6,566 |
20,351 |
+0 |
Dec12 |
120703 |
85.40 |
89.56 |
85.40 |
89.22 |
+3.79 |
25,279 |
83,668 |
+0 |
Jan13 |
120703 |
87.83 |
89.65 |
87.81 |
89.62 |
+3.76 |
3,599 |
14,391 |
+0 |
Feb13 |
120703 |
88.16 |
89.94 |
88.16 |
89.94 |
+3.71 |
3,448 |
10,204 |
+0 |
Mar13 |
120703 |
88.45 |
90.17 |
88.45 |
90.17 |
+3.63 |
3,604 |
7,830 |
+0 |
Apr13 |
120703 |
90.27 |
90.27 |
90.27 |
90.27 |
+3.53 |
1,323 |
3,041 |
+0 |
May13 |
120703 |
90.30 |
90.30 |
90.30 |
90.30 |
+3.41 |
453 |
2,379 |
+0 |
Jun13 |
120703 |
89.02 |
90.35 |
89.02 |
90.29 |
+3.30 |
2,342 |
23,379 |
+0 |
Jul13 |
120703 |
90.25 |
90.25 |
90.25 |
90.25 |
+3.22 |
105 |
1,861 |
+0 |
Aug13 |
120703 |
90.15 |
90.15 |
90.15 |
90.15 |
+3.16 |
102 |
2,601 |
+0 |
Sep13 |
120703 |
90.02 |
90.02 |
90.02 |
90.02 |
+3.11 |
772 |
6,439 |
+0 |
Oct13 |
120703 |
89.90 |
89.90 |
89.90 |
89.90 |
+3.07 |
800 |
1,430 |
+0 |
Nov13 |
120703 |
89.78 |
89.78 |
89.78 |
89.78 |
+3.03 |
111 |
3,178 |
+0 |
Total Volume and Open Interest |
163,276 |
429,827 |
+0 |
US Dollar Index(ICE) |
Sep12 |
120703 |
82.025 |
82.145 |
81.815 |
81.872 |
-0.135 |
40,494 |
63,116 |
+0 |
Dec12 |
120703 |
82.232 |
82.232 |
82.232 |
82.232 |
-0.135 |
133 |
617 |
+0 |
Mar13 |
120703 |
82.552 |
82.552 |
82.552 |
82.552 |
-0.135 |
|
|
|
Total Volume and Open Interest |
40,627 |
63,733 |
+0 |
Australian Dollar(CME) |
Sep12 |
120703 |
101.83 |
102.24 |
101.59 |
102.15 |
+0.26 |
194,650 |
121,291 |
+0 |
Dec12 |
120703 |
101.02 |
101.37 |
101.02 |
101.37 |
+0.25 |
215 |
705 |
+0 |
Mar13 |
120703 |
100.67 |
100.67 |
100.44 |
100.67 |
+0.23 |
0 |
4 |
+0 |
Total Volume and Open Interest |
194,865 |
122,002 |
+0 |
British Pound(CME) |
Sep12 |
120703 |
156.90 |
157.11 |
156.57 |
156.93 |
+0.04 |
132,492 |
110,225 |
+0 |
Dec12 |
120703 |
156.74 |
157.00 |
156.60 |
156.89 |
+0.04 |
118 |
620 |
+0 |
Mar13 |
120703 |
156.85 |
156.85 |
156.81 |
156.85 |
+0.04 |
2 |
12 |
+0 |
Total Volume and Open Interest |
132,612 |
110,858 |
+0 |
Canadian Dollar(CME) |
Sep12 |
120703 |
98.19 |
98.65 |
98.13 |
98.56 |
+0.37 |
154,955 |
84,235 |
+0 |
Dec12 |
120703 |
97.99 |
98.47 |
97.99 |
98.37 |
+0.37 |
1,007 |
6,832 |
+0 |
Mar13 |
120703 |
98.10 |
98.40 |
97.84 |
98.21 |
+0.37 |
30 |
1,478 |
+0 |
Jun13 |
120703 |
98.12 |
98.12 |
97.67 |
98.04 |
+0.37 |
10 |
321 |
+0 |
Total Volume and Open Interest |
156,003 |
92,914 |
+0 |
Japanese Yen(CME) |
Sep12 |
120703 |
125.90 |
126.06 |
125.23 |
125.34 |
-0.62 |
113,206 |
118,126 |
+0 |
Dec12 |
120703 |
125.94 |
126.14 |
125.44 |
125.52 |
-0.62 |
172 |
420 |
+0 |
Mar13 |
120703 |
125.72 |
126.34 |
125.72 |
125.72 |
-0.62 |
1 |
33 |
+0 |
Total Volume and Open Interest |
113,379 |
118,583 |
+0 |
Swiss Franc(CME) |
Sep12 |
120703 |
104.96 |
105.33 |
104.76 |
105.22 |
+0.25 |
66,168 |
54,256 |
+0 |
Dec12 |
120703 |
105.50 |
105.50 |
105.25 |
105.50 |
+0.25 |
2 |
173 |
+0 |
Mar13 |
120703 |
105.81 |
105.81 |
105.55 |
105.81 |
+0.26 |
2 |
2 |
+0 |
Total Volume and Open Interest |
66,172 |
54,431 |
+0 |
EuroFX(CME) |
Sep12 |
120703 |
125.96 |
126.39 |
125.70 |
126.22 |
+0.29 |
388,212 |
299,280 |
+0 |
Dec12 |
120703 |
126.30 |
126.48 |
125.88 |
126.37 |
+0.29 |
211 |
1,237 |
+0 |
Mar13 |
120703 |
126.54 |
126.54 |
126.25 |
126.54 |
+0.29 |
7 |
55 |
+0 |
Total Volume and Open Interest |
388,431 |
301,184 |
+0 |
Mexican Peso(CME) |
Jul12 |
120703 |
750.2 |
750.2 |
750.2 |
750.2 |
unch |
|
|
|
Aug12 |
120703 |
748.5 |
748.5 |
748.5 |
748.5 |
unch |
|
|
|
Total Volume and Open Interest |
69,727 |
127,942 |
+0 |
Brazilian Real(CME) |
Aug12 |
120703 |
500.05 |
502.70 |
492.90 |
498.00 |
-2.15 |
21 |
1,785 |
+0 |
Sep12 |
120703 |
498.50 |
499.35 |
490.40 |
495.25 |
-2.35 |
69 |
2,881 |
+0 |
Oct12 |
120703 |
493.30 |
495.65 |
493.30 |
493.30 |
-2.35 |
|
|
|
Nov12 |
120703 |
491.40 |
493.75 |
491.40 |
491.40 |
-2.35 |
|
|
|
Total Volume and Open Interest |
90 |
18,229 |
+0 |
30-Year T-Bonds(CBOT) |
Sep12 |
120703 |
149~130 |
149~170 |
148~100 |
148~170 |
-1~020 |
476,842 |
609,916 |
+0 |
Dec12 |
120703 |
150~120 |
150~190 |
149~100 |
149~150 |
-1~040 |
840 |
3,050 |
+0 |
Mar13 |
120703 |
149~150 |
150~190 |
149~150 |
149~150 |
-1~040 |
0 |
1 |
+0 |
Total Volume and Open Interest |
477,682 |
612,967 |
+0 |
10-Year T-Notes(CBOT) |
Sep12 |
120703 |
133~300 |
134~010 |
133~185 |
133~205 |
-0~120 |
1,187,188 |
1,761,805 |
+0 |
Dec12 |
120703 |
133~000 |
133~025 |
132~225 |
132~225 |
-0~120 |
17 |
33 |
+0 |
Mar13 |
120703 |
131~275 |
132~075 |
131~275 |
131~275 |
-0~120 |
|
|
|
Total Volume and Open Interest |
1,187,205 |
1,761,838 |
+0 |
5-Year T-Notes(CBOT) |
Sep12 |
120703 |
124~031 |
124~039 |
124~010 |
124~014 |
-0~022 |
528,086 |
1,133,430 |
+0 |
Dec12 |
120703 |
123~094 |
123~116 |
123~094 |
123~094 |
-0~022 |
0 |
8 |
+0 |
Mar13 |
120703 |
123~014 |
123~036 |
123~014 |
123~014 |
-0~022 |
|
|
|
Total Volume and Open Interest |
528,086 |
1,133,438 |
+0 |
2 Year T-Notes(CBOT) |
Sep12 |
120703 |
110~016 |
110~017 |
110~010 |
110~013 |
-0~004 |
164,454 |
821,921 |
+0 |
Dec12 |
120703 |
110~010 |
110~014 |
110~010 |
110~010 |
-0~004 |
0 |
2 |
+0 |
Mar13 |
120703 |
109~076 |
109~080 |
109~076 |
109~076 |
-0~004 |
|
|
|
Total Volume and Open Interest |
164,454 |
821,923 |
+0 |
Eurodollars(CME) |
Sep12 |
120703 |
99.520 |
99.530 |
99.520 |
99.525 |
+0.005 |
166,137 |
964,240 |
+0 |
Dec12 |
120703 |
99.495 |
99.505 |
99.490 |
99.500 |
+0.005 |
192,040 |
987,303 |
+0 |
Mar13 |
120703 |
99.470 |
99.485 |
99.470 |
99.480 |
+0.005 |
163,561 |
699,814 |
+0 |
Jun13 |
120703 |
99.450 |
99.465 |
99.445 |
99.460 |
+0.010 |
153,621 |
644,883 |
+0 |
Sep13 |
120703 |
99.435 |
99.450 |
99.430 |
99.440 |
+0.005 |
113,077 |
634,186 |
+0 |
Dec13 |
120703 |
99.410 |
99.425 |
99.410 |
99.415 |
+0.005 |
94,457 |
666,343 |
+0 |
Mar14 |
120703 |
99.395 |
99.405 |
99.385 |
99.395 |
+0.005 |
89,747 |
597,150 |
+0 |
Jun14 |
120703 |
99.350 |
99.370 |
99.350 |
99.355 |
+0.005 |
80,050 |
468,711 |
+0 |
Sep14 |
120703 |
99.300 |
99.315 |
99.295 |
99.300 |
unch |
81,742 |
348,705 |
+0 |
Dec14 |
120703 |
99.220 |
99.235 |
99.215 |
99.220 |
-0.005 |
68,943 |
322,899 |
+0 |
Mar15 |
120703 |
99.150 |
99.160 |
99.135 |
99.140 |
-0.010 |
56,360 |
309,446 |
+0 |
Jun15 |
120703 |
0.741 |
0.751 |
0.726 |
0.731 |
-0.010 |
69,371 |
267,588 |
+0 |
Sep15 |
120703 |
0.626 |
0.631 |
0.596 |
0.606 |
-0.015 |
60,626 |
219,127 |
+0 |
Dec15 |
120703 |
0.481 |
0.491 |
0.456 |
0.466 |
-0.020 |
36,005 |
140,122 |
+0 |
Mar16 |
120703 |
0.361 |
0.371 |
0.326 |
0.341 |
-0.025 |
27,270 |
84,741 |
+0 |
Jun16 |
120703 |
0.226 |
0.236 |
0.191 |
0.201 |
-0.030 |
24,266 |
100,403 |
+0 |
Sep16 |
120703 |
0.086 |
0.101 |
0.046 |
0.061 |
-0.035 |
13,258 |
73,108 |
+0 |
Dec16 |
120703 |
6.495 |
6.505 |
6.450 |
6.465 |
-0.040 |
10,518 |
67,363 |
+0 |
Total Volume and Open Interest |
1,528,566 |
7,830,468 |
+0 |
30 Day Federal Funds(CBOT) |
Jul12 |
120703 |
99.827 |
99.830 |
99.825 |
99.827 |
unch |
1,174 |
61,022 |
+0 |
Aug12 |
120703 |
99.825 |
99.830 |
99.820 |
99.825 |
unch |
2,357 |
55,368 |
+0 |
Sep12 |
120703 |
99.820 |
99.825 |
99.810 |
99.820 |
unch |
3,699 |
49,890 |
+0 |
Oct12 |
120703 |
99.815 |
99.825 |
99.810 |
99.815 |
-0.005 |
1,037 |
52,562 |
+0 |
Nov12 |
120703 |
99.815 |
99.820 |
99.805 |
99.815 |
-0.005 |
1,160 |
33,796 |
+0 |
Dec12 |
120703 |
99.825 |
99.825 |
99.810 |
99.815 |
-0.005 |
2,315 |
26,803 |
+0 |
Total Volume and Open Interest |
20,372 |
484,359 |
+0 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep12 |
120703 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Dec12 |
120703 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
|
|
|
Mar13 |
120703 |
99.673 |
99.673 |
99.673 |
99.673 |
unch |
|
|
|
Jun13 |
120703 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Sep13 |
120703 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Dec13 |
120703 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
|
|
|
Mar14 |
120703 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
|
|
|
Jun14 |
120703 |
99.540 |
99.540 |
99.540 |
99.540 |
unch |
|
|
|
Sep14 |
120703 |
99.400 |
99.400 |
99.400 |
99.400 |
unch |
|
|
|
Dec14 |
120703 |
99.500 |
99.500 |
99.500 |
99.500 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Sep12 |
120703 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,785 |
+0 |
Dec12 |
120703 |
99.65 |
99.67 |
99.65 |
99.67 |
unch |
0 |
519 |
+0 |
Mar13 |
120703 |
99.68 |
99.68 |
99.67 |
99.67 |
unch |
0 |
181 |
+0 |
Jun13 |
120703 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
202 |
+0 |
Sep13 |
120703 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
305 |
+0 |
Dec13 |
120703 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
384 |
+0 |
Mar14 |
120703 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
344 |
+0 |
Jun14 |
120703 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
3,721 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep12 |
120703 |
143.73 |
143.86 |
143.62 |
143.81 |
+0.07 |
2,439 |
19,300 |
+0 |
Dec12 |
120703 |
142.96 |
142.96 |
142.96 |
142.96 |
+0.07 |
0 |
6 |
+0 |
Mar13 |
120703 |
140.87 |
140.87 |
140.87 |
140.87 |
+0.07 |
|
|
|
Total Volume and Open Interest |
2,439 |
19,306 |
+0 |
Euro-Bund(EUREX) |
Sep12 |
120703 |
141.57 |
141.73 |
141.25 |
141.46 |
-0.22 |
857,826 |
821,926 |
+0 |
Dec12 |
120703 |
139.75 |
140.00 |
139.73 |
139.80 |
-0.22 |
56 |
81 |
+0 |
Mar13 |
120703 |
139.80 |
139.80 |
139.80 |
139.80 |
-0.22 |
|
|
|
Total Volume and Open Interest |
857,882 |
822,007 |
+0 |
Euro-Bobl(EUREX) |
Sep12 |
120703 |
126.23 |
126.35 |
126.11 |
126.25 |
+0.03 |
481,519 |
585,523 |
+0 |
Dec12 |
120703 |
124.70 |
124.70 |
124.65 |
124.65 |
+0.03 |
2 |
18 |
+0 |
Mar13 |
120703 |
124.65 |
124.65 |
124.65 |
124.65 |
+0.03 |
|
|
|
Total Volume and Open Interest |
481,521 |
585,541 |
+0 |
3-Mth Euribor(EUREX) |
Sep12 |
120703 |
99.515 |
99.525 |
99.515 |
99.525 |
+0.020 |
0 |
2,871 |
+0 |
Dec12 |
120703 |
99.530 |
99.535 |
99.530 |
99.530 |
+0.005 |
0 |
1,210 |
+0 |
Mar13 |
120703 |
99.530 |
99.530 |
99.525 |
99.525 |
+0.005 |
0 |
1,028 |
+0 |
Total Volume and Open Interest |
0 |
6,542 |
+0 |
Long Gilt(LIFFE) |
Sep12 |
120703 |
119~19 |
119~19 |
118~25 |
118~31 |
-0~18 |
132,759 |
317,506 |
+0 |
Dec12 |
120703 |
117~31 |
117~31 |
117~31 |
117~31 |
-0~18 |
|
|
|
Total Volume and Open Interest |
132,759 |
317,506 |
+0 |
3-Mth Short Sterling(LIFFE) |
Sep12 |
120703 |
99.24 |
99.26 |
99.22 |
99.24 |
unch |
51,376 |
387,821 |
+0 |
Dec12 |
120703 |
99.29 |
99.31 |
99.27 |
99.29 |
unch |
53,737 |
314,281 |
+0 |
Mar13 |
120703 |
99.34 |
99.34 |
99.30 |
99.32 |
-0.01 |
33,195 |
287,989 |
+0 |
Jun13 |
120703 |
99.34 |
99.35 |
99.31 |
99.33 |
unch |
31,912 |
293,073 |
+0 |
Sep13 |
120703 |
99.34 |
99.34 |
99.30 |
99.32 |
-0.01 |
39,176 |
332,728 |
+0 |
Dec13 |
120703 |
99.30 |
99.31 |
99.27 |
99.28 |
-0.02 |
36,021 |
220,076 |
+0 |
Total Volume and Open Interest |
357,580 |
2,497,718 |
+0 |
3-Mth Euribor(LIFFE) |
Sep12 |
120703 |
99.510 |
99.535 |
99.505 |
99.525 |
+0.020 |
111,296 |
550,519 |
+0 |
Dec12 |
120703 |
99.530 |
99.550 |
99.505 |
99.530 |
+0.005 |
86,617 |
512,455 |
+0 |
Mar13 |
120703 |
99.530 |
99.550 |
99.515 |
99.525 |
+0.005 |
89,576 |
427,612 |
+0 |
Total Volume and Open Interest |
663,430 |
3,247,935 |
+0 |
3-Mth Aus T-Bills(SFE) |
Sep12 |
120703 |
96.64 |
96.67 |
96.59 |
96.62 |
-0.02 |
21,678 |
181,972 |
+0 |
Dec12 |
120703 |
96.89 |
96.92 |
96.78 |
96.85 |
-0.04 |
28,844 |
176,882 |
+0 |
Mar13 |
120703 |
96.97 |
96.99 |
96.85 |
96.91 |
-0.04 |
11,543 |
115,923 |
+0 |
Jun13 |
120703 |
96.94 |
96.96 |
96.82 |
96.87 |
-0.05 |
6,233 |
82,727 |
+0 |
Sep13 |
120703 |
96.86 |
96.89 |
96.79 |
96.81 |
-0.05 |
4,099 |
55,273 |
+0 |
Dec13 |
120703 |
96.78 |
96.82 |
96.71 |
96.73 |
-0.05 |
2,098 |
37,123 |
+0 |
Mar14 |
120703 |
96.67 |
96.74 |
96.66 |
96.67 |
-0.03 |
770 |
26,451 |
+0 |
Jun14 |
120703 |
96.59 |
96.65 |
96.58 |
96.59 |
-0.03 |
563 |
11,234 |
+0 |
Sep14 |
120703 |
96.52 |
96.52 |
96.52 |
96.52 |
-0.03 |
495 |
1,791 |
+0 |
Dec14 |
120703 |
96.44 |
96.44 |
96.44 |
96.44 |
-0.03 |
1 |
415 |
+0 |
Total Volume and Open Interest |
76,324 |
689,830 |
+0 |
10-Year Aus T-Bonds(SFE) |
Sep12 |
120703 |
96.93 |
96.98 |
96.86 |
96.94 |
+0.02 |
43,881 |
368,249 |
+0 |
Dec12 |
120703 |
96.94 |
96.94 |
96.94 |
96.94 |
+0.02 |
|
|
|
Total Volume and Open Interest |
43,881 |
368,249 |
+0 |
3-Year Aus T-Bonds(SFE) |
Sep12 |
120703 |
97.53 |
97.58 |
97.46 |
97.52 |
-0.01 |
137,553 |
394,444 |
+0 |
Dec12 |
120703 |
97.52 |
97.52 |
97.52 |
97.52 |
-0.01 |
|
|
|
Total Volume and Open Interest |
137,553 |
394,444 |
+0 |
Gold(CMX) |
Aug12 |
120703 |
1597.5 |
1625.7 |
1595.3 |
1621.8 |
+24.1 |
190,835 |
212,152 |
+0 |
Oct12 |
120703 |
1597.8 |
1627.3 |
1597.8 |
1624.0 |
+24.1 |
4,050 |
20,682 |
+0 |
Dec12 |
120703 |
1601.7 |
1630.1 |
1600.2 |
1626.3 |
+24.1 |
11,640 |
81,417 |
+0 |
Feb13 |
120703 |
1608.5 |
1628.9 |
1608.5 |
1628.4 |
+24.2 |
1,395 |
20,595 |
+0 |
Apr13 |
120703 |
1630.4 |
1630.4 |
1630.4 |
1630.4 |
+24.2 |
879 |
13,610 |
+0 |
Jun13 |
120703 |
1622.3 |
1632.4 |
1621.4 |
1632.4 |
+24.2 |
994 |
18,305 |
+0 |
Aug13 |
120703 |
1632.7 |
1634.4 |
1632.7 |
1634.4 |
+24.2 |
153 |
1,502 |
+0 |
Oct13 |
120703 |
1636.8 |
1636.8 |
1636.8 |
1636.8 |
+24.3 |
48 |
514 |
+0 |
Dec13 |
120703 |
1635.0 |
1639.4 |
1635.0 |
1639.4 |
+24.3 |
284 |
9,173 |
+0 |
Feb14 |
120703 |
1642.0 |
1642.0 |
1642.0 |
1642.0 |
+24.3 |
0 |
6 |
+0 |
Apr14 |
120703 |
1644.7 |
1644.7 |
1644.7 |
1644.7 |
+24.3 |
0 |
1 |
+0 |
Jun14 |
120703 |
1647.5 |
1647.5 |
1647.5 |
1647.5 |
+24.4 |
0 |
8,723 |
+0 |
Total Volume and Open Interest |
210,340 |
418,129 |
+0 |
Silver(CMX) |
Jul12 |
120703 |
2744.5 |
2837.0 |
2744.0 |
2824.3 |
+77.5 |
2,012 |
2,811 |
+0 |
Sep12 |
120703 |
2742.5 |
2844.5 |
2739.0 |
2828.0 |
+78.1 |
55,491 |
64,019 |
+0 |
Dec12 |
120703 |
2756.0 |
2850.0 |
2756.0 |
2836.0 |
+78.1 |
2,964 |
24,976 |
+0 |
Mar13 |
120703 |
2778.0 |
2842.5 |
2778.0 |
2840.4 |
+78.1 |
291 |
4,184 |
+0 |
May13 |
120703 |
2844.0 |
2844.0 |
2842.3 |
2842.3 |
+78.1 |
125 |
2,411 |
+0 |
Jul13 |
120703 |
2760.0 |
2851.0 |
2760.0 |
2843.8 |
+78.1 |
229 |
3,944 |
+0 |
Sep13 |
120703 |
2844.5 |
2844.7 |
2844.5 |
2844.7 |
+78.3 |
371 |
2,149 |
+0 |
Total Volume and Open Interest |
62,256 |
123,965 |
+0 |
Platinum(NYMEX) |
Jul12 |
120703 |
1464.5 |
1488.7 |
1464.5 |
1488.7 |
+33.1 |
1,156 |
494 |
+0 |
Oct12 |
120703 |
1457.0 |
1493.8 |
1449.2 |
1491.4 |
+33.1 |
14,181 |
47,207 |
+0 |
Jan13 |
120703 |
1454.0 |
1495.0 |
1454.0 |
1494.8 |
+32.9 |
153 |
1,489 |
+0 |
Apr13 |
120703 |
1498.3 |
1498.3 |
1498.3 |
1498.3 |
+32.9 |
0 |
17 |
+0 |
Total Volume and Open Interest |
15,500 |
49,214 |
+0 |
Palladium(NYMEX) |
Sep12 |
120703 |
576.60 |
600.25 |
574.30 |
598.90 |
+20.90 |
4,791 |
21,988 |
+0 |
Dec12 |
120703 |
586.25 |
600.15 |
586.25 |
600.15 |
+20.90 |
82 |
701 |
+0 |
Mar13 |
120703 |
600.20 |
600.20 |
600.20 |
600.20 |
+20.90 |
|
|
|
Total Volume and Open Interest |
4,873 |
22,694 |
+0 |
Copper(CMX) |
Jul12 |
120703 |
346.00 |
355.00 |
346.00 |
353.45 |
+6.95 |
3,755 |
5,461 |
+0 |
Sep12 |
120703 |
346.70 |
355.65 |
346.30 |
354.00 |
+7.10 |
75,839 |
89,051 |
+0 |
Dec12 |
120703 |
347.75 |
356.25 |
347.60 |
354.85 |
+7.05 |
3,269 |
29,182 |
+0 |
Mar13 |
120703 |
354.65 |
356.80 |
353.25 |
355.50 |
+6.95 |
204 |
5,900 |
+0 |
May13 |
120703 |
354.85 |
355.85 |
354.50 |
355.85 |
+6.95 |
144 |
1,428 |
+0 |
Total Volume and Open Interest |
84,131 |
140,768 |
+0 |
DJIA Index(CBOT) |
Sep12 |
120703 |
12778 |
12872 |
12769 |
12867 |
+91 |
291 |
12,700 |
+0 |
Dec12 |
120703 |
12798 |
12798 |
12707 |
12798 |
+91 |
1 |
1 |
+0 |
Mar13 |
120703 |
12731 |
12731 |
12640 |
12731 |
+91 |
|
|
|
Jun13 |
120703 |
12655 |
12655 |
12564 |
12655 |
+91 |
|
|
|
Total Volume and Open Interest |
292 |
12,701 |
+0 |
E-mini DJIA Index(CBOT) |
Sep12 |
120703 |
12780 |
12877 |
12750 |
12867 |
+91 |
143,928 |
92,720 |
+0 |
Dec12 |
120703 |
12690 |
12800 |
12690 |
12798 |
+91 |
6 |
26 |
+0 |
Mar13 |
120703 |
12731 |
12731 |
12731 |
12731 |
+91 |
0 |
1 |
+0 |
Jun13 |
120703 |
12655 |
12655 |
12655 |
12655 |
+91 |
0 |
37 |
+0 |
Total Volume and Open Interest |
143,934 |
92,784 |
+0 |
S & P 500(CME) |
Sep12 |
120703 |
1357.70 |
1372.00 |
1355.30 |
1368.00 |
+10.40 |
21,450 |
215,554 |
+0 |
Dec12 |
120703 |
1361.20 |
1362.30 |
1360.80 |
1361.20 |
+10.40 |
738 |
12,569 |
+0 |
Mar13 |
120703 |
1354.60 |
1355.70 |
1354.20 |
1354.60 |
+10.40 |
50 |
150 |
+0 |
Jun13 |
120703 |
1348.20 |
1349.30 |
1347.80 |
1348.20 |
+10.40 |
0 |
14 |
+0 |
Total Volume and Open Interest |
22,238 |
228,287 |
+0 |
S & P 500 E-Mini(Globex) |
Sep12 |
120703 |
1358.25 |
1369.50 |
1355.25 |
1368.00 |
+10.50 |
2,488,982 |
2,718,455 |
+0 |
Dec12 |
120703 |
1350.75 |
1362.00 |
1348.75 |
1361.25 |
+10.50 |
2,442 |
14,792 |
+0 |
Total Volume and Open Interest |
2,491,509 |
2,733,470 |
+0 |
NASDAQ 100(CME) |
Sep12 |
120703 |
2614.30 |
2643.00 |
2614.30 |
2641.50 |
+27.20 |
584 |
5,799 |
+0 |
Dec12 |
120703 |
2635.00 |
2635.00 |
2624.00 |
2635.00 |
+27.20 |
|
|
|
Mar13 |
120703 |
2629.50 |
2629.50 |
2602.30 |
2629.50 |
+27.20 |
|
|
|
Total Volume and Open Interest |
584 |
5,799 |
+0 |
NASDAQ 100 E-Mini(Globex) |
Sep12 |
120703 |
2615.00 |
2642.50 |
2613.50 |
2641.50 |
+27.20 |
252,211 |
350,659 |
+0 |
Dec12 |
120703 |
2615.00 |
2635.00 |
2615.00 |
2635.00 |
+27.20 |
12 |
44 |
+0 |
Total Volume and Open Interest |
252,223 |
350,711 |
+0 |
S & P Midcap 400(CME) |
Sep12 |
120703 |
957.80 |
957.80 |
957.80 |
957.80 |
+14.40 |
293 |
423 |
+0 |
Dec12 |
120703 |
955.80 |
955.80 |
955.80 |
955.80 |
+14.40 |
|
|
|
Mar13 |
120703 |
953.80 |
953.80 |
953.80 |
953.80 |
+14.40 |
|
|
|
Total Volume and Open Interest |
293 |
423 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep12 |
120703 |
9045 |
9170 |
9040 |
9165 |
+120 |
6,015 |
27,389 |
+0 |
Dec12 |
120703 |
9125 |
9125 |
9125 |
9125 |
+120 |
0 |
5 |
+0 |
Total Volume and Open Interest |
6,015 |
27,394 |
+0 |
Nikkei 225(SGX) |
Sep12 |
120703 |
9010 |
9085 |
8985 |
9070 |
+60 |
148,732 |
174,721 |
+0 |
Dec12 |
120703 |
8980 |
9015 |
8980 |
9010 |
+60 |
45 |
6,603 |
+0 |
Mar13 |
120703 |
8995 |
8995 |
8995 |
8995 |
+55 |
0 |
48 |
+0 |
Total Volume and Open Interest |
150,202 |
195,817 |
+0 |
CAC 40(EURONEXT) |
Jul12 |
120703 |
3254.0 |
3277.0 |
3240.5 |
3269.0 |
+32.5 |
127,555 |
329,968 |
+0 |
Aug12 |
120703 |
3248.0 |
3269.5 |
3244.0 |
3269.5 |
+32.5 |
2,048 |
4,440 |
+0 |
Sep12 |
120703 |
3238.0 |
3264.0 |
3235.0 |
3264.0 |
+32.5 |
1,966 |
18,905 |
+0 |
Total Volume and Open Interest |
131,589 |
353,432 |
+0 |
Hang Seng Index(HKFE) |
Jul12 |
120703 |
19654 |
19782 |
19617 |
19755 |
+306 |
96,614 |
95,838 |
-67 |
Aug12 |
120703 |
19620 |
19738 |
19585 |
19724 |
+321 |
566 |
362 |
|
Sep12 |
120703 |
19491 |
19650 |
19491 |
19640 |
+320 |
290 |
4,029 |
+32 |
Total Volume and Open Interest |
97,575 |
103,069 |
-23,869 |
DAX(EUREX) |
Sep12 |
120703 |
6522.0 |
6597.0 |
6507.5 |
6577.0 |
+88.0 |
170,483 |
169,900 |
+0 |
Dec12 |
120703 |
6532.0 |
6596.0 |
6512.0 |
6580.5 |
+88.5 |
220 |
6,623 |
+0 |
Mar13 |
120703 |
6536.0 |
6602.0 |
6536.0 |
6586.0 |
+88.0 |
4 |
446 |
+0 |
Total Volume and Open Interest |
170,707 |
176,969 |
+0 |
FT-SE 100(EURONEXT) |
Sep12 |
120703 |
5605.00 |
5659.50 |
5593.00 |
5645.50 |
+55.50 |
106,666 |
612,002 |
+0 |
Dec12 |
120703 |
5584.00 |
5617.50 |
5570.00 |
5617.00 |
+55.50 |
4 |
450 |
+0 |
Mar13 |
120703 |
5542.50 |
5577.50 |
5542.00 |
5577.50 |
+55.50 |
10 |
89 |
+0 |
Total Volume and Open Interest |
106,680 |
612,541 |
+0 |
SPI 200(SFE) |
Sep12 |
120703 |
4093.0 |
4124.0 |
4087.0 |
4098.0 |
+1.0 |
32,489 |
237,807 |
+0 |
Dec12 |
120703 |
4095.0 |
4096.0 |
4095.0 |
4096.0 |
unch |
112 |
5,135 |
+0 |
Mar13 |
120703 |
4063.0 |
4063.0 |
4063.0 |
4063.0 |
+5.0 |
4 |
1,620 |
+0 |
Total Volume and Open Interest |
33,089 |
246,749 |
+0 |
GSCI(CME) |
Jul12 |
120703 |
612.25 |
617.25 |
611.75 |
617.25 |
+18.75 |
362 |
8,098 |
+0 |
Aug12 |
120703 |
611.25 |
616.00 |
610.75 |
616.00 |
+18.70 |
63 |
335 |
+0 |
Sep12 |
120703 |
615.50 |
615.50 |
615.50 |
615.50 |
+18.20 |
|
|
|
Total Volume and Open Interest |
425 |
8,433 |
+0 |
Reuters CCI(ICE) |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
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