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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Wed July 11, 2012
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul12 120711 1652.75 1679.50 1605.25 1623.00 -25.75 4,607 4,310 -2,508
Aug12 120711 1591.75 1625.00 1553.00 1571.50 -19.00 32,835 80,585 -1,959
Sep12 120711 1560.75 1593.25 1521.50 1540.75 -17.00 7,568 36,784 +2,245
Nov12 120711 1540.25 1575.00 1505.25 1522.50 -16.00 158,239 380,852 +512
Jan13 120711 1536.25 1569.50 1502.50 1519.75 -15.25 14,757 82,481 +1,963
Mar13 120711 1487.75 1519.00 1460.00 1475.25 -10.50 10,299 83,256 -93
May13 120711 1440.25 1466.75 1413.25 1426.25 -11.25 6,628 59,821 +822
Jul13 120711 1430.00 1457.75 1404.25 1417.50 -11.50 9,774 49,413 -853
Aug13 120711 1406.00 1406.00 1393.50 1393.50 -11.50 17 213 +7
Sep13 120711 1339.50 1360.25 1339.50 1339.50 -20.75 11 329 +1
Nov13 120711 1316.25 1333.00 1282.00 1292.00 -24.50 2,972 21,533 +741
Jan14 120711 1297.50 1322.25 1297.50 1297.50 -24.75 8 188 +0
Mar14 120711 1325.50 1325.50 1294.50 1294.50 -25.75 0 4 +0
May14 120711 1294.50 1320.25 1294.50 1294.50 -25.75 0 1 +0
Total Volume and Open Interest 247,742 800,506 +890
Soybean Meal(CBOT)
Jul12 120711 481.00 494.30 469.90 478.00 -4.20 1,866 1,666 -1,062
Aug12 120711 469.80 480.80 455.00 463.30 -5.00 18,125 46,168 +529
Sep12 120711 463.90 473.50 446.80 454.40 -6.90 5,070 33,244 +379
Oct12 120711 452.60 463.90 437.00 444.40 -7.90 3,595 20,344 +270
Dec12 120711 448.50 460.50 433.00 440.50 -8.00 40,056 115,417 -4,357
Jan13 120711 443.60 452.80 427.70 434.30 -8.10 1,656 7,745 +163
Mar13 120711 416.70 427.40 406.90 412.70 -5.20 2,410 10,987 -93
May13 120711 398.00 404.30 387.40 392.50 -5.50 1,770 8,878 +532
Jul13 120711 393.40 400.20 383.60 388.10 -5.10 2,707 8,846 +106
Aug13 120711 392.20 392.20 378.00 381.40 -4.20 65 412 +18
Total Volume and Open Interest 77,546 260,042 -3,418
Soybean Oil(CBOT)
Jul12 120711 53.97 54.60 53.45 53.62 -0.59 1,370 1,581 -630
Aug12 120711 54.32 54.82 53.46 53.82 -0.47 26,119 61,982 -468
Sep12 120711 54.60 55.01 53.68 54.02 -0.48 10,262 40,876 -685
Oct12 120711 54.53 56.00 53.92 54.22 -0.48 4,793 19,477 +1,488
Dec12 120711 55.24 55.65 54.30 54.66 -0.47 54,398 141,867 +2,607
Jan13 120711 55.27 55.94 54.62 54.96 -0.46 2,545 21,157 +841
Mar13 120711 55.93 56.18 54.88 55.24 -0.41 2,408 19,982 +349
May13 120711 56.00 56.13 54.93 55.31 -0.36 1,663 10,636 +170
Jul13 120711 55.95 56.19 54.98 55.32 -0.35 1,818 6,866 +29
Aug13 120711 55.36 55.62 55.33 55.33 -0.29 262 1,249 +157
Total Volume and Open Interest 106,247 331,966 +3,876
Canola(WCE)
Jul12 120711 687.1 687.1 687.1 687.1 -4.0      
Nov12 120711 631.6 637.8 620.2 627.1 -4.0 9,590 156,002 +1,297
Jan13 120711 634.8 640.7 623.5 630.0 -4.8 1,755 26,937 +699
Mar13 120711 634.9 640.1 622.8 628.6 -6.2 1,041 13,328 +135
May13 120711 633.9 634.1 616.6 624.7 -3.3 781 15,877 +329
Total Volume and Open Interest 13,395 216,396 +2,633
Corn(CBOT)
Jul12 120711 760.50 785.25 732.25 750.75 -10.25 4,321 7,174 -1,859
Sep12 120711 718.00 749.00 685.50 704.00 -14.50 84,013 365,730 -3,439
Dec12 120711 716.50 748.00 685.25 704.00 -13.50 185,241 462,044 +13,997
Mar13 120711 722.00 751.50 690.50 708.25 -14.50 45,952 120,961 +20,511
May13 120711 722.50 751.00 693.50 709.00 -14.75 7,637 19,772 +737
Jul13 120711 723.25 750.25 691.50 708.50 -15.50 11,705 52,802 +1,759
Sep13 120711 650.00 667.50 624.25 638.50 -12.50 2,058 6,804 +407
Dec13 120711 614.75 630.00 590.00 601.50 -13.50 7,895 47,261 +1,881
Mar14 120711 630.00 632.50 600.00 610.00 -11.75 387 1,138 +59
May14 120711 634.75 637.00 615.50 615.50 -11.00 157 313 +5
Total Volume and Open Interest 349,517 1,088,897 +34,097
Wheat(CBOT)
Jul12 120711 804.75 831.00 788.50 807.75 +3.00 841 685 -367
Sep12 120711 821.25 848.50 803.25 826.25 +5.00 48,964 169,975 -593
Dec12 120711 835.25 860.50 816.25 838.25 +3.00 29,133 146,076 +361
Mar13 120711 845.00 868.00 823.50 846.50 +3.25 6,371 42,449 -102
May13 120711 846.00 865.75 821.50 845.50 +2.00 2,155 11,930 +289
Jul13 120711 823.00 841.25 798.00 820.25 -3.00 3,636 37,049 +494
Total Volume and Open Interest 92,316 428,667 +706
Wheat(KCBT)
Jul12 120711 813.50 828.75 801.00 821.00 +9.00 33 313 -45
Sep12 120711 822.00 845.75 805.25 831.00 +9.00 10,256 74,965 +293
Dec12 120711 841.75 865.25 824.75 850.25 +8.50 5,235 45,939 +1,359
Mar13 120711 853.00 874.00 834.00 859.00 +7.75 1,612 11,165 +309
May13 120711 855.75 876.25 838.00 862.00 +7.75 269 5,405 +84
Jul13 120711 844.00 862.00 824.00 847.00 +2.75 1,448 11,454 +18
Total Volume and Open Interest 18,964 150,209 +2,054
Wheat(MGE)
Jul12 120711 914.00 914.00 914.00 914.00 unch 0 16 +0
Sep12 120711 917.75 939.00 903.00 920.00 +2.00 1,728 16,292 +410
Dec12 120711 914.00 936.50 899.25 915.75 -0.50 1,120 12,999 +566
Mar13 120711 916.75 940.00 905.00 920.25 -2.00 286 3,095 -14
May13 120711 925.25 943.00 920.00 921.50 -4.50 81 675 +15
Total Volume and Open Interest 3,272 33,540 +986
Oats(CBOT)
Jul12 120711 380.00 390.00 361.50 361.50 -14.25 23 2 -21
Sep12 120711 374.25 383.25 359.00 364.25 -12.75 121 2,416 +45
Dec12 120711 375.25 386.00 361.00 366.25 -14.25 771 7,180 +321
Mar13 120711 378.50 384.50 370.00 370.50 -14.00 1 88 -1
Total Volume and Open Interest 916 9,686 +344
Rough Rice(CBOT)
Jul12 120711 15.27 15.27 14.80 14.82 -0.32 31 71 +14
Sep12 120711 15.40 15.61 14.96 15.11 -0.34 1,270 10,374 +60
Nov12 120711 15.67 15.87 15.25 15.38 -0.34 280 2,145 -67
Jan13 120711 15.88 16.05 15.60 15.65 -0.33 6 149 +4
Total Volume and Open Interest 1,588 12,863 +12
Live Cattle(CME)
Aug12 120711 118.385 119.100 117.785 118.000 -0.400 29,648 111,904 -7,143
Oct12 120711 123.050 123.550 122.080 122.150 -1.000 23,675 86,670 +2,528
Dec12 120711 126.885 127.330 125.430 125.800 -1.085 12,269 65,833 +645
Feb13 120711 130.000 130.750 128.800 129.130 -0.920 6,724 26,535 +261
Apr13 120711 132.750 133.450 131.935 132.185 -0.615 3,145 12,387 +772
Jun13 120711 129.685 130.050 129.325 129.650 +0.150 562 2,984 +160
Total Volume and Open Interest 76,089 307,930 -2,732
Feeder Cattle(CME)
Aug12 120711 143.500 144.575 141.400 144.235 +0.885 4,551 16,500 -507
Sep12 120711 146.650 147.650 144.825 147.130 +0.480 2,271 6,844 -80
Oct12 120711 148.850 150.035 147.285 149.785 +0.685 1,456 5,798 +136
Nov12 120711 150.600 151.850 149.250 151.235 +0.605 821 3,553 +50
Jan13 120711 152.630 154.000 151.500 153.985 +1.160 538 2,962 +125
Mar13 120711 153.685 155.500 153.000 155.485 +1.185 158 548 +46
Apr13 120711 155.235 155.400 153.350 155.400 unch 6 66 +1
Total Volume and Open Interest 9,813 36,326 -210
Lean Hogs(CME)
Jul12 120711 95.980 96.330 95.550 95.950 +0.415 8,634 14,166 -2,832
Aug12 120711 92.330 92.600 91.050 91.300 -0.780 29,891 62,617 -3,830
Oct12 120711 83.230 83.650 81.035 81.100 -1.850 22,863 62,756 +2,652
Dec12 120711 80.725 81.430 78.700 78.850 -1.875 12,536 52,957 +789
Feb13 120711 85.000 85.500 82.900 83.100 -1.980 6,506 25,228 +1,174
Apr13 120711 87.800 88.580 85.950 86.400 -1.735 4,381 17,357 +1,018
May13 120711 92.300 92.850 90.930 92.000 -0.450 116 718 +8
Jun13 120711 94.750 95.635 93.635 93.850 -1.250 899 8,946 +87
Total Volume and Open Interest 86,179 248,122 -851
Class III Milk(CME)
Jul12 120711 16.55 16.65 16.53 16.57 -0.01 203 3,835 -46
Aug12 120711 17.46 17.58 17.25 17.54 +0.10 229 4,853 +43
Sep12 120711 17.88 18.05 17.80 18.00 +0.20 167 3,337 +9
Oct12 120711 17.81 18.09 17.81 18.03 +0.22 101 3,126 +50
Nov12 120711 17.82 18.07 17.78 18.00 +0.22 123 2,726 -7
Total Volume and Open Interest 1,156 22,696 +208
Cocoa(ICE)
Jul12 120711 2305 2306 2286 2286 -14 0 35 +0
Sep12 120711 2297 2348 2270 2292 -15 9,036 70,921 -1,475
Dec12 120711 2301 2361 2286 2307 -15 3,694 43,542 +430
Mar13 120711 2313 2368 2294 2317 -15 1,620 30,427 +149
May13 120711 2358 2371 2304 2326 -14 401 14,884 -117
Jul13 120711 2370 2377 2312 2333 -13 96 7,070 +8
Sep13 120711 2370 2379 2315 2338 -14 35 4,389 +11
Total Volume and Open Interest 14,889 182,328 -989
Coffee "C"(ICE)
Jul12 120711 183.60 190.35 182.70 182.70 -1.05 10 69 -9
Sep12 120711 183.65 192.20 182.65 184.70 +0.20 10,480 74,032 +181
Dec12 120711 186.10 194.85 185.55 187.55 +0.20 2,795 35,919 -61
Mar13 120711 189.60 198.10 188.85 190.85 +0.15 1,054 17,525 -3
May13 120711 192.95 200.30 192.30 193.10 unch 100 5,265 +40
Jul13 120711 195.05 202.20 194.15 194.90 -0.25 40 3,632 -23
Total Volume and Open Interest 14,494 138,427 +124
Orange Juice(ICE)
Jul12 120711 127.10 127.10 127.10 127.10 -2.40 7 11 +0
Sep12 120711 128.25 129.30 122.30 125.30 -2.90 626 13,565 +37
Nov12 120711 126.10 126.25 120.05 123.40 -2.80 73 4,786 +30
Jan13 120711 123.75 123.75 121.50 123.05 -2.45 39 1,595 +13
Mar13 120711 122.30 123.10 122.30 123.10 -2.40 2 1,181 -1
May13 120711 122.95 122.95 122.95 122.95 -2.40 0 176 +0
Total Volume and Open Interest 747 21,326 +79
Sugar #11(ICE)
Oct12 120711 22.49 22.98 22.40 22.88 +0.39 55,070 320,706 -1,272
Mar13 120711 23.00 23.38 22.94 23.29 +0.26 30,238 156,016 +619
May13 120711 22.72 23.17 22.72 23.11 +0.19 15,782 44,562 +1,745
Jul13 120711 22.69 22.95 22.69 22.89 +0.15 8,164 72,569 -148
Oct13 120711 22.60 22.81 22.60 22.76 +0.11 4,387 30,575 +84
Mar14 120711 22.64 22.78 22.63 22.73 +0.06 1,220 25,766 +282
May14 120711 22.25 22.36 22.25 22.34 +0.11 584 6,096 +226
Jul14 120711 22.10 22.11 22.07 22.10 +0.09 480 5,604 +96
Total Volume and Open Interest 116,317 669,198 +1,879
London Cocoa(LCE)
Jul12 120711 1601 1623 1596 1607 -9 8,294 25,403 -2,269
Sep12 120711 1596 1619 1582 1596 -12 14,550 46,067 +956
Dec12 120711 1580 1600 1566 1579 -11 2,733 44,942 +69
Mar13 120711 1555 1573 1542 1555 -10 3,382 48,540 +1,082
May13 120711 1546 1568 1537 1549 -8 1,243 17,034 +269
Jul13 120711 1551 1567 1540 1551 -6 506 7,805 +348
Sep13 120711 1567 1568 1549 1551 -6 400 4,986 -34
Total Volume and Open Interest 31,217 201,318 +465
London Sugar(LCE)
Oct12 120711 607.00 617.90 607.00 615.70 +7.40 3,814 20,267 +893
Dec12 120711 595.10 602.00 594.10 600.20 +6.30 1,162 9,162 +354
Mar13 120711 599.00 609.00 599.00 606.90 +6.00 580 9,388 -223
May13 120711 604.00 607.10 603.20 606.00 +6.10 160 2,902 +37
Aug13 120711 599.10 599.50 596.70 599.50 +4.10 14 1,488 +45
Total Volume and Open Interest 8,239 57,396 +1,211
Cotton(ICE)
Oct12 120711 70.46 71.42 69.46 70.64 +0.57 68 474 +0
Dec12 120711 70.90 72.45 70.28 71.02 +0.30 8,826 131,933 +294
Mar13 120711 72.45 73.63 71.51 72.21 +0.22 1,187 22,723 +377
May13 120711 72.85 74.45 72.40 73.11 +0.07 249 4,498 +5
Jul13 120711 73.83 75.19 73.36 74.03 +0.10 172 5,715 +62
Oct13 120711 75.84 75.84 75.84 75.84 +0.37 0 3 +0
Total Volume and Open Interest 10,578 166,825 +491
Lumber(CME)
Jul12 120711 280.7 286.8 279.6 283.0 +2.4 117 286 -58
Sep12 120711 286.0 287.0 279.6 284.4 -1.0 638 5,208 +227
Nov12 120711 278.8 279.0 274.0 278.2 -1.7 96 970 +76
Jan13 120711 284.0 286.0 280.1 285.4 +1.2 4 230 +1
Total Volume and Open Interest 856 6,806 +247
Crude Oil(NYM)
Aug12 120711 84.01 86.49 84.01 85.81 +1.90 256,901 214,905 -16,020
Sep12 120711 84.19 86.87 84.19 86.19 +1.89 82,177 185,308 +12,691
Oct12 120711 84.87 87.21 84.87 86.56 +1.87 30,372 85,889 +690
Nov12 120711 85.34 87.64 85.34 87.02 +1.86 20,941 65,493 -1,942
Dec12 120711 85.89 88.14 85.89 87.54 +1.86 37,633 171,692 -214
Jan13 120711 86.42 88.58 86.42 88.02 +1.86 6,607 60,406 +1,523
Feb13 120711 86.80 88.93 86.80 88.39 +1.84 4,933 28,820 +641
Mar13 120711 87.60 89.02 87.54 88.66 +1.82 5,134 38,823 -991
Apr13 120711 87.95 89.09 87.95 88.85 +1.80 1,967 15,652 +261
May13 120711 87.50 88.98 87.50 88.98 +1.81 1,300 16,986 -124
Jun13 120711 87.55 89.57 87.55 89.08 +1.83 5,898 79,710 +477
Jul13 120711 87.36 89.55 87.33 89.13 +1.83 1,195 25,904 -263
Aug13 120711 89.11 89.11 89.11 89.11 +1.82 461 14,913 +249
Sep13 120711 89.05 89.05 89.05 89.05 +1.81 422 21,413 -6
Oct13 120711 88.97 88.97 88.97 88.97 +1.79 424 12,788 +61
Nov13 120711 88.89 88.89 88.89 88.89 +1.78 334 17,747 +30
Total Volume and Open Interest 474,076 1,421,059 +1,158
e-miNY Crude Oil(NYM)
Jul12 120619 83.000 84.375 82.300 84.025 +0.750 4,042 1,313 -363
Aug12 120711 84.100 86.500 84.100 85.800 +1.900 8,247 2,325 -1
Sep12 120711 84.550 86.800 84.475 86.200 +1.900 272 622 +22
Oct12 120711 85.625 87.125 85.575 86.550 +1.850 17 47 -3
Nov12 120711 85.350 87.225 85.350 87.025 +1.875 508 762 +493
Dec12 120711 86.225 87.725 86.225 87.550 +1.875 642 1,003 +633
Jan13 120711 88.025 88.025 88.025 88.025 +1.875 144 219 +140
Feb13 120711 88.650 88.650 88.400 88.400 +1.850 0 74 +0
Mar13 120711 88.650 88.650 88.650 88.650 +1.800 0 1 +0
Apr13 120711 88.850 88.850 88.850 88.850 +1.800 0 1 +0
Total Volume and Open Interest 9,830 5,257 +1,284
Heating Oil(NYM)
Aug12 120711 272.49 277.16 272.18 276.18 +4.23 51,072 80,286 -4,660
Sep12 120711 271.65 276.83 271.65 275.99 +4.32 18,390 52,868 +2,813
Oct12 120711 272.06 277.08 272.06 276.27 +4.42 9,293 30,706 +305
Nov12 120711 274.87 277.35 273.55 276.63 +4.49 4,775 22,979 +34
Dec12 120711 273.45 277.66 273.45 276.97 +4.55 9,667 44,155 +31
Jan13 120711 274.85 277.81 274.05 277.26 +4.61 1,713 20,542 +80
Feb13 120711 274.40 277.16 273.37 276.57 +4.66 1,241 10,054 +91
Mar13 120711 273.17 275.92 271.98 275.21 +4.71 1,979 16,483 -254
Apr13 120711 270.80 274.05 270.79 273.38 +4.73 1,002 17,986 +160
May13 120711 275.34 277.37 275.34 276.63 +4.58 73 8,918 +14
Jun13 120711 274.94 276.94 274.94 276.24 +4.58 175 5,395 +26
Jul13 120711 273.82 277.53 273.82 276.55 +4.58 84 2,228 +50
Aug13 120711 274.70 277.40 274.70 276.99 +4.59 22 647 +20
Sep13 120711 277.70 277.70 277.39 277.39 +4.59 0 344 +0
Total Volume and Open Interest 99,530 317,697 -1,250
Gasoline(NYMEX)
Aug12 120711 273.65 278.14 273.00 276.89 +2.20 54,048 71,029 -2,154
Sep12 120711 260.53 265.49 260.35 264.22 +2.76 35,694 67,112 +2,601
Oct12 120711 241.07 245.93 241.07 244.87 +3.20 15,852 32,084 -1,508
Nov12 120711 237.87 241.23 237.84 240.82 +3.37 6,782 18,904 +645
Dec12 120711 235.66 240.69 235.66 239.43 +3.54 6,630 32,424 +937
Jan13 120711 236.45 240.10 236.45 239.44 +3.61 1,516 12,002 +213
Feb13 120711 237.64 240.40 237.64 240.40 +3.65 423 3,888 -32
Mar13 120711 239.47 242.16 239.46 242.16 +3.66 421 4,647 -102
Apr13 120711 251.92 256.53 251.92 256.53 +3.73 271 6,069 -46
May13 120711 255.73 255.73 255.71 255.73 +3.72 33 1,003 -2
Total Volume and Open Interest 123,092 259,444 +988
e-miNY RBOB Gasoline(NYM)
Aug12 120711 274.70 276.90 274.70 276.90 +2.20 0 3 +0
Sep12 120711 264.20 264.22 264.20 264.20 +2.70      
Oct12 120711 244.90 244.90 244.87 244.90 +3.20      
Nov12 120711 240.80 240.82 240.80 240.80 +3.30      
Total Volume and Open Interest 0 3 +0
Natural Gas(NYM)
Aug12 120711 2.747 2.862 2.718 2.853 +0.116 119,246 146,973 -6,610
Sep12 120711 2.734 2.845 2.706 2.837 +0.109 51,378 232,141 -1,308
Oct12 120711 2.766 2.874 2.741 2.866 +0.102 37,539 132,527 +2,626
Nov12 120711 3.018 3.099 2.991 3.094 +0.084 24,559 109,498 +689
Dec12 120711 3.318 3.376 3.274 3.372 +0.079 10,768 54,455 +292
Jan13 120711 3.468 3.522 3.419 3.517 +0.078 14,063 103,369 +1,256
Feb13 120711 3.462 3.534 3.439 3.533 +0.077 3,085 26,535 +380
Mar13 120711 3.419 3.511 3.414 3.507 +0.075 3,881 49,963 +64
Apr13 120711 3.450 3.489 3.395 3.487 +0.075 5,597 63,951 +765
May13 120711 3.458 3.519 3.424 3.514 +0.074 955 16,006 -103
Jun13 120711 3.500 3.559 3.464 3.553 +0.074 721 7,271 +184
Jul13 120711 3.515 3.605 3.513 3.600 +0.073 617 12,463 -49
Aug13 120711 3.573 3.623 3.535 3.621 +0.072 1,086 9,024 +146
Sep13 120711 3.582 3.625 3.539 3.624 +0.072 1,521 7,715 -848
Oct13 120711 3.600 3.664 3.572 3.658 +0.070 1,066 35,992 +214
Nov13 120711 3.736 3.784 3.730 3.784 +0.068 1,246 17,943 -899
Total Volume and Open Interest 278,035 1,126,586 -2,962
Brent Crude Oil(ICE)
Aug12 120711 97.97 100.83 97.83 100.23 +2.26 225,174 123,011 -19,924
Sep12 120711 97.58 100.20 97.41 99.69 +2.12 188,629 227,217 -4,509
Oct12 120711 97.26 99.70 97.10 99.21 +1.97 91,887 157,181 +7,616
Nov12 120711 97.15 99.51 97.15 99.04 +1.90 45,985 84,273 +2,153
Dec12 120711 97.04 99.41 97.04 98.91 +1.87 75,982 138,696 +2,128
Jan13 120711 97.40 99.27 97.28 98.82 +1.85 13,919 33,026 +1,324
Feb13 120711 97.28 99.13 97.18 98.70 +1.84 6,554 20,115 -304
Mar13 120711 97.06 98.70 97.06 98.54 +1.81 6,941 32,605 -1,294
Apr13 120711 97.31 98.54 97.08 98.38 +1.78 3,796 13,335 +92
May13 120711 98.25 98.25 98.25 98.25 +1.75 3,045 15,225 +435
Jun13 120711 96.76 98.28 96.72 98.12 +1.72 13,892 53,544 +1,719
Jul13 120711 98.00 98.00 98.00 98.00 +1.69 1,645 10,729 +126
Aug13 120711 97.84 97.84 97.84 97.84 +1.66 1,041 12,386 +93
Sep13 120711 97.62 97.62 97.62 97.62 +1.63 1,133 11,800 -4
Total Volume and Open Interest 703,863 1,185,487 -8,724
Gas Oil(ICE)
Jul12 120711 870.25 881.00 868.75 874.00 -1.50 32,890 31,196 -8,347
Aug12 120711 864.50 876.50 862.75 868.50 -1.00 77,444 127,460 +6,962
Sep12 120711 859.75 873.75 859.25 865.00 -0.50 46,488 83,010 +5,227
Oct12 120711 855.00 870.50 855.00 862.00 -0.25 21,776 53,407 +2,610
Nov12 120711 856.75 866.25 856.75 859.25 unch 11,439 32,326 -636
Dec12 120711 853.00 866.00 853.00 856.75 +0.25 24,809 65,394 +813
Jan13 120711 853.25 862.50 852.00 855.75 +0.50 2,964 21,539 -268
Feb13 120711 851.00 861.00 851.00 854.00 +0.25 1,115 17,038 +32
Mar13 120711 849.00 859.25 849.00 851.75 unch 1,295 15,516 +147
Apr13 120711 849.25 857.25 847.50 849.75 -0.25 693 11,648 +46
Total Volume and Open Interest 226,412 564,050 +7,852
Ethanol(CBOT)
Jul12 120705 2.417 2.419 2.388 2.398 +0.044 15 82 -53
Aug12 120711 2.485 2.524 2.390 2.440 -0.028 237 1,709 -22
Sep12 120711 2.452 2.486 2.358 2.409 -0.023 310 1,497 -32
Oct12 120711 2.437 2.447 2.317 2.362 -0.029 99 1,561 +20
Nov12 120711 2.417 2.418 2.292 2.334 -0.030 141 1,540 -5
Dec12 120711 2.426 2.426 2.288 2.327 -0.034 136 1,359 -7
Jan13 120711 2.420 2.420 2.291 2.333 -0.034 75 1,189 +33
Feb13 120711 2.421 2.421 2.307 2.330 -0.033 60 904 +38
Total Volume and Open Interest 1,227 11,729 +61
WTI Crude Oil(ICE)
Aug12 120711 84.26 86.48 84.12 85.81 +1.90 55,448 56,543 -4,734
Sep12 120711 84.57 86.82 84.57 86.19 +1.89 26,242 50,598 +4,006
Oct12 120711 85.39 87.10 85.39 86.56 +1.87 9,911 22,987 +568
Nov12 120711 86.09 87.53 85.90 87.02 +1.86 5,706 17,731 -233
Dec12 120711 86.00 88.09 85.90 87.54 +1.86 14,959 83,568 +184
Jan13 120711 86.80 88.35 86.80 88.02 +1.86 2,374 16,029 +682
Feb13 120711 87.20 88.76 87.20 88.39 +1.84 1,629 10,043 +499
Mar13 120711 87.75 89.00 87.51 88.66 +1.82 1,092 7,893 -127
Apr13 120711 87.90 88.85 87.70 88.85 +1.80 652 3,591 +87
May13 120711 88.98 88.98 88.98 88.98 +1.81 224 2,688 -7
Jun13 120711 88.30 89.08 88.30 89.08 +1.83 1,625 25,151 +702
Jul13 120711 89.13 89.13 89.13 89.13 +1.83 208 1,834 -13
Aug13 120711 89.11 89.11 89.11 89.11 +1.82 91 3,092 -8
Sep13 120711 89.05 89.05 89.05 89.05 +1.81 31 6,394 -9
Oct13 120711 88.97 88.97 88.97 88.97 +1.79 24 1,445 +8
Nov13 120711 88.89 88.89 88.89 88.89 +1.78 231 3,364 +200
Total Volume and Open Interest 124,680 439,907 +2,998
US Dollar Index(ICE)
Sep12 120711 83.540 83.760 83.250 83.728 +0.168 23,705 64,491 +932
Dec12 120711 83.920 84.058 83.810 84.058 +0.168 39 647 +24
Mar13 120711 84.378 84.378 84.378 84.378 +0.168      
Total Volume and Open Interest 23,744 65,138 +956
Australian Dollar(CME)
Sep12 120711 101.25 102.17 101.15 101.61 +0.39 101,179 126,343 -2,554
Dec12 120711 100.80 101.20 100.45 100.83 +0.38 23 710 +1
Mar13 120711 100.12 100.12 99.75 100.12 +0.37 0 4 +0
Total Volume and Open Interest 101,202 127,059 -2,553
British Pound(CME)
Sep12 120711 155.15 155.75 154.83 154.85 -0.17 61,557 117,676 +50
Dec12 120711 155.65 155.65 154.81 154.81 -0.18 26 428 -6
Mar13 120711 154.79 154.98 154.79 154.79 -0.19 0 157 +0
Total Volume and Open Interest 61,583 118,262 +44
Canadian Dollar(CME)
Sep12 120711 97.61 98.15 97.60 97.73 +0.11 64,764 90,135 +733
Dec12 120711 97.70 97.95 97.44 97.54 +0.10 355 6,891 +115
Mar13 120711 97.37 97.37 97.27 97.37 +0.10 2 1,509 +0
Jun13 120711 97.18 97.21 97.10 97.21 +0.11 2 335 +4
Total Volume and Open Interest 65,123 98,922 +852
Japanese Yen(CME)
Sep12 120711 126.01 126.47 125.42 125.65 -0.37 46,238 114,361 -1,563
Dec12 120711 126.31 126.56 125.60 125.81 -0.38 1 528 -1
Mar13 120711 126.33 126.38 126.01 126.01 -0.37 0 33 +0
Total Volume and Open Interest 46,240 114,926 -1,564
Swiss Franc(CME)
Sep12 120711 102.18 102.54 101.86 101.93 -0.25 30,936 58,618 +2,148
Dec12 120711 102.70 102.70 102.22 102.22 -0.25 66 213 +39
Mar13 120711 102.50 102.78 102.50 102.50 -0.28 0 2 +0
Total Volume and Open Interest 31,002 58,833 +2,187
EuroFX(CME)
Sep12 120711 122.61 123.08 122.22 122.32 -0.31 218,836 321,752 -2,824
Dec12 120711 122.82 123.23 122.41 122.48 -0.32 167 1,445 +25
Mar13 120711 122.91 122.99 122.67 122.67 -0.32 5 86 +14
Total Volume and Open Interest 219,010 323,895 -2,784
Mexican Peso(CME)
Jul12 120711 748.8 749.0 748.8 748.8 -0.2      
Aug12 120711 746.8 747.0 746.8 746.8 -0.2      
Total Volume and Open Interest 20,086 141,144 +2,395
Brazilian Real(CME)
Aug12 120711 488.50 491.60 488.50 488.50 -0.10 0 1,730 +0
Sep12 120711 486.85 488.75 485.90 486.10 +0.15 3 2,297 +2
Oct12 120711 484.15 484.15 484.00 484.15 +0.15      
Nov12 120711 482.25 482.25 482.10 482.25 +0.15      
Total Volume and Open Interest 3 17,590 +2
30-Year T-Bonds(CBOT)
Sep12 120711 150~290 151~240 150~140 151~050 +0~050 257,608 651,190 +6,816
Dec12 120711 151~290 152~250 151~170 152~080 +0~050 145 3,421 -24
Mar13 120711 152~000 152~000 152~000 152~000 unch 0 1 +0
Total Volume and Open Interest 257,753 654,612 +6,792
10-Year T-Notes(CBOT)
Sep12 120711 134~195 134~295 134~135 134~190 -0~010 577,944 1,799,259 -4,501
Dec12 120711 133~310 133~310 133~165 133~195 -0~010 30 515 +24
Mar13 120711 132~245 132~255 132~245 132~245 -0~010      
Total Volume and Open Interest 577,974 1,799,774 -4,477
5-Year T-Notes(CBOT)
Sep12 120711 124~063 124~075 124~049 124~059 -0~005 203,608 1,130,072 +13,261
Dec12 120711 124~037 124~037 124~023 124~023 -0~005 0 8 +0
Mar13 120711 123~071 123~076 123~071 123~071 -0~005      
Total Volume and Open Interest 203,608 1,130,080 +13,261
2 Year T-Notes(CBOT)
Sep12 120711 110~026 110~028 110~025 110~026 +0~001 138,966 855,001 +28,893
Dec12 120711 110~024 110~024 110~023 110~024 +0~001 1,002 3,723 +901
Mar13 120711 109~090 109~090 109~089 109~090 +0~001      
Total Volume and Open Interest 139,968 858,724 +29,794
Eurodollars(CME)
Sep12 120711 99.555 99.595 99.555 99.585 +0.030 144,641 945,677 -9,857
Dec12 120711 99.515 99.565 99.515 99.555 +0.040 140,463 956,552 -20,739
Mar13 120711 99.490 99.535 99.485 99.525 +0.040 106,219 676,585 -7,302
Jun13 120711 99.465 99.515 99.465 99.500 +0.030 110,215 642,666 -10,993
Sep13 120711 99.460 99.495 99.455 99.485 +0.025 106,399 657,945 +13,845
Dec13 120711 99.440 99.470 99.435 99.460 +0.020 69,561 670,359 +1,875
Mar14 120711 99.430 99.455 99.420 99.445 +0.020 55,546 605,039 +5,313
Jun14 120711 99.400 99.420 99.390 99.410 +0.015 44,840 466,133 +85
Sep14 120711 99.360 99.375 99.350 99.365 +0.010 37,690 361,044 +1,901
Dec14 120711 99.290 99.310 99.275 99.290 +0.005 36,486 336,177 +5,510
Mar15 120711 99.235 99.245 99.210 99.225 +0.005 26,957 300,288 +1,527
Jun15 120711 0.831 0.851 0.811 0.831 +0.005 32,377 262,182 -2,467
Sep15 120711 0.726 0.746 0.701 0.721 unch 34,385 225,930 +156
Dec15 120711 0.601 0.621 0.576 0.596 unch 20,174 143,567 +555
Mar16 120711 0.486 0.511 0.461 0.481 unch 15,306 83,596 -1,376
Jun16 120711 0.356 0.386 0.336 0.356 unch 12,948 102,178 -498
Sep16 120711 0.226 0.261 0.201 0.226 unch 7,972 73,717 +143
Dec16 120711 0.086 0.116 0.061 0.081 -0.005 5,570 68,890 +90
Total Volume and Open Interest 1,021,868 7,816,193 -21,639
30 Day Federal Funds(CBOT)
Jul12 120711 99.835 99.838 99.832 99.835 unch 3,287 61,099 +773
Aug12 120711 99.835 99.840 99.835 99.835 unch 3,101 55,951 +579
Sep12 120711 99.835 99.840 99.830 99.835 +0.005 1,444 48,593 -320
Oct12 120711 99.830 99.840 99.830 99.835 +0.005 2,409 51,238 -295
Nov12 120711 99.835 99.840 99.835 99.835 unch 857 36,368 +36
Dec12 120711 99.840 99.845 99.840 99.840 unch 479 26,424 +82
Total Volume and Open Interest 18,587 488,497 +192
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep12 120711 99.675 99.675 99.675 99.675 unch      
Dec12 120711 99.675 99.675 99.675 99.675 unch      
Mar13 120711 99.677 99.677 99.677 99.677 unch      
Jun13 120711 99.680 99.680 99.680 99.680 unch      
Sep13 120711 99.680 99.680 99.680 99.680 unch      
Dec13 120711 99.685 99.685 99.685 99.685 unch      
Mar14 120711 99.685 99.685 99.685 99.685 unch      
Jun14 120711 99.545 99.545 99.545 99.545 unch      
Sep14 120711 99.405 99.405 99.405 99.405 unch      
Dec14 120711 99.580 99.580 99.580 99.580 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Sep12 120711 99.68 99.68 99.68 99.68 unch 0 1,785 +0
Dec12 120711 99.68 99.68 99.68 99.68 unch 0 515 +0
Mar13 120711 99.68 99.68 99.68 99.68 unch 0 185 +0
Jun13 120711 99.68 99.68 99.68 99.68 unch 0 202 +0
Sep13 120711 99.68 99.68 99.68 99.68 unch 0 305 +0
Dec13 120711 99.68 99.68 99.68 99.68 unch 0 384 +0
Mar14 120711 99.68 99.68 99.68 99.68 unch 0 344 +0
Jun14 120711 99.54 99.54 99.54 99.54 unch      
Total Volume and Open Interest 0 3,722 +0
Japanese Gov't Bonds(SGX)
Sep12 120711 143.99 144.16 143.94 144.14 +0.15 2,381 19,284 +337
Dec12 120711 143.29 143.29 143.29 143.29 +0.15 0 6 +0
Mar13 120711 141.20 141.20 141.20 141.20 +0.15      
Total Volume and Open Interest 2,381 19,290 +337
Euro-Bund(EUREX)
Sep12 120711 144.18 144.71 143.95 144.64 +0.53 460,411 821,639 +5,768
Dec12 120711 142.50 142.95 142.30 142.93 +0.52 80 156 +15
Mar13 120711 142.93 142.93 142.93 142.93 +0.52      
Total Volume and Open Interest 460,491 821,795 +5,783
Euro-Bobl(EUREX)
Sep12 120711 127.58 127.68 127.44 127.63 +0.09 297,288 584,890 +16,492
Dec12 120711 125.86 126.02 125.86 126.02 +0.10 1 120 +1
Mar13 120711 126.02 126.02 126.02 126.02 +0.10      
Total Volume and Open Interest 297,289 585,010 +16,493
3-Mth Euribor(EUREX)
Sep12 120711 99.575 99.580 99.575 99.580 +0.015 200 3,208 +189
Dec12 120711 99.585 99.595 99.585 99.595 +0.025 200 1,460 +100
Mar13 120711 99.590 99.590 99.590 99.590 +0.025 0 1,068 +0
Total Volume and Open Interest 405 7,160 +294
Long Gilt(LIFFE)
Sep12 120711 120~19 120~29 120~18 120~27 +0~09 110,166 334,220 -4,213
Dec12 120711 119~25 119~25 119~25 119~25 +0~09 0 70 +0
Total Volume and Open Interest 110,166 334,290 -4,213
3-Mth Short Sterling(LIFFE)
Sep12 120711 99.27 99.30 99.26 99.29 +0.02 31,737 371,818 +758
Dec12 120711 99.31 99.35 99.30 99.34 +0.03 29,489 319,545 +8,505
Mar13 120711 99.35 99.39 99.34 99.37 +0.02 36,847 296,519 +6,459
Jun13 120711 99.36 99.40 99.34 99.37 +0.01 26,313 302,281 -3,250
Sep13 120711 99.35 99.39 99.33 99.37 +0.01 36,286 355,668 +5,553
Dec13 120711 99.33 99.37 99.31 99.35 +0.01 19,314 223,256 +56
Total Volume and Open Interest 237,688 2,539,008 +20,004
3-Mth Euribor(LIFFE)
Sep12 120711 99.565 99.590 99.555 99.580 +0.015 82,245 589,685 +8,881
Dec12 120711 99.570 99.605 99.565 99.595 +0.025 66,567 530,908 +745
Mar13 120711 99.565 99.600 99.560 99.590 +0.025 63,831 415,177 -13,468
Total Volume and Open Interest 673,501 3,415,876 -7,202
3-Mth Aus T-Bills(SFE)
Sep12 120711 96.67 96.68 96.64 96.66 -0.02 14,051 173,777 -755
Dec12 120711 96.92 96.96 96.89 96.93 unch 20,795 171,607 +3,013
Mar13 120711 97.00 97.05 96.97 97.04 +0.02 9,334 109,269 +1,536
Jun13 120711 96.99 97.04 96.96 97.02 +0.02 4,970 83,223 +719
Sep13 120711 96.90 96.96 96.89 96.96 +0.02 2,855 54,633 -470
Dec13 120711 96.83 96.88 96.81 96.87 +0.02 2,116 39,088 -388
Mar14 120711 96.78 96.82 96.78 96.81 +0.02 1,109 26,463 -225
Jun14 120711 96.68 96.75 96.68 96.75 +0.03 743 11,643 -167
Sep14 120711 96.65 96.69 96.65 96.69 +0.03 120 1,531 -132
Dec14 120711 96.56 96.61 96.56 96.61 +0.02 100 495 +78
Total Volume and Open Interest 56,193 671,778 +3,209
10-Year Aus T-Bonds(SFE)
Sep12 120711 97.10 97.13 97.06 97.11 unch 42,530 376,931 +3,678
Dec12 120711 97.11 97.11 97.11 97.11 unch      
Total Volume and Open Interest 42,530 376,931 +3,678
3-Year Aus T-Bonds(SFE)
Sep12 120711 97.70 97.74 97.66 97.70 -0.01 102,041 406,472 -610
Dec12 120711 97.70 97.70 97.70 97.70 -0.01      
Total Volume and Open Interest 102,041 406,472 -610
Gold(CMX)
Aug12 120711 1565.8 1583.4 1565.5 1575.7 -4.1 98,066 202,235 -1,760
Oct12 120711 1571.2 1585.3 1569.5 1578.1 -4.0 3,467 20,125 +145
Dec12 120711 1573.0 1588.0 1572.2 1580.5 -4.0 15,974 102,021 +10,565
Feb13 120711 1578.8 1588.5 1575.8 1582.6 -4.0 1,413 20,716 +66
Apr13 120711 1580.0 1587.5 1580.0 1584.6 -4.0 931 15,787 +628
Jun13 120711 1587.5 1589.5 1578.0 1586.7 -3.9 68 18,416 +2
Aug13 120711 1588.7 1588.7 1588.6 1588.7 -3.9 12 1,504 -1
Oct13 120711 1590.8 1590.8 1590.8 1590.8 -4.0 7 858 +4
Dec13 120711 1593.1 1593.3 1592.8 1593.3 -4.0 53 9,448 +51
Feb14 120711 1595.7 1595.7 1595.7 1595.7 -4.0 0 5 +0
Apr14 120711 1598.2 1598.2 1598.2 1598.2 -4.0 0 1 +0
Jun14 120711 1600.7 1600.7 1600.7 1600.7 -4.0 15 8,822 +0
Total Volume and Open Interest 120,146 431,560 +9,668
Silver(CMX)
Jul12 120711 2698.5 2716.0 2681.5 2699.5 +14.4 265 1,781 -82
Sep12 120711 2677.0 2724.0 2676.0 2702.3 +14.1 22,101 62,510 +91
Dec12 120711 2689.5 2729.0 2686.0 2710.1 +14.3 3,390 25,882 +41
Mar13 120711 2700.0 2721.0 2700.0 2714.9 +14.4 214 4,484 +12
May13 120711 2716.9 2716.9 2716.9 2716.9 +14.5 44 2,461 -2
Jul13 120711 2712.0 2726.0 2710.0 2718.0 +14.4 62 3,953 -1
Sep13 120711 2709.5 2718.9 2709.5 2718.9 +14.4 8 2,227 +3
Total Volume and Open Interest 26,267 123,097 +112
Platinum(NYMEX)
Jul12 120711 1428.9 1428.9 1428.9 1428.9 +1.9 6 60 -6
Oct12 120711 1424.7 1435.9 1420.4 1431.6 +1.9 4,133 46,851 +219
Jan13 120711 1429.7 1436.7 1425.2 1435.0 +2.1 85 1,775 +63
Apr13 120711 1438.4 1438.4 1438.4 1438.4 +2.1 0 17 +0
Total Volume and Open Interest 4,224 48,711 +276
Palladium(NYMEX)
Sep12 120711 575.95 583.85 575.00 582.95 +6.35 1,417 21,481 +131
Dec12 120711 582.45 584.15 577.60 584.15 +6.35 22 954 +12
Mar13 120711 584.20 584.20 584.20 584.20 +6.35      
Total Volume and Open Interest 1,439 22,440 +143
Copper(CMX)
Jul12 120711 340.35 344.60 338.90 344.30 +5.00 366 3,191 -162
Sep12 120711 338.85 345.25 338.85 344.75 +4.95 31,769 82,942 +2,634
Dec12 120711 340.30 345.80 340.00 345.75 +4.95 2,247 31,791 +334
Mar13 120711 342.75 346.55 342.00 346.55 +4.90 964 6,839 -408
May13 120711 346.10 347.05 346.10 347.05 +4.90 46 1,489 +3
Total Volume and Open Interest 35,860 135,796 +2,385
DJIA Index(CBOT)
Sep12 120711 12575 12646 12468 12536 -49 287 12,761 +83
Dec12 120711 12464 12513 12464 12464 -49 0 6 +0
Mar13 120711 12397 12446 12397 12397 -49      
Jun13 120711 12321 12370 12321 12321 -49      
Total Volume and Open Interest 287 12,767 +83
E-mini DJIA Index(CBOT)
Sep12 120711 12583 12651 12469 12536 -49 99,347 87,426 +643
Dec12 120711 12450 12547 12400 12464 -49 10 39 +4
Mar13 120711 12397 12397 12397 12397 -49 0 1 +0
Jun13 120711 12321 12321 12321 12321 -49 0 38 +0
Total Volume and Open Interest 99,357 87,504 +647
S & P 500(CME)
Sep12 120711 1335.90 1342.30 1328.00 1336.30 +0.80 5,513 220,979 +963
Dec12 120711 1329.30 1332.70 1321.70 1329.30 +0.60 160 11,859 -140
Mar13 120711 1322.70 1326.30 1315.30 1322.70 +0.40 100 276 +120
Jun13 120711 1316.30 1319.90 1308.90 1316.30 +0.40 0 14 +0
Total Volume and Open Interest 5,773 233,128 +943
S & P 500 E-Mini(Globex)
Sep12 120711 1335.00 1342.50 1327.75 1336.25 +0.75 1,473,739 2,750,846 -1,196
Dec12 120711 1329.25 1335.00 1321.50 1329.25 +0.50 1,183 15,310 +248
Total Volume and Open Interest 1,474,934 2,766,946 -517
NASDAQ 100(CME)
Sep12 120711 2578.00 2588.50 2542.00 2561.50 -16.50 384 5,909 +110
Dec12 120711 2576.50 2576.50 2540.00 2554.80 -16.50      
Mar13 120711 2549.30 2565.80 2549.30 2549.30 -16.50      
Total Volume and Open Interest 384 5,909 +110
NASDAQ 100 E-Mini(Globex)
Sep12 120711 2577.50 2589.30 2543.00 2561.50 -16.50 163,428 355,799 -3,939
Dec12 120711 2576.80 2576.80 2554.80 2554.80 -16.50 4 51 +0
Total Volume and Open Interest 163,432 355,858 -3,939
S & P Midcap 400(CME)
Sep12 120711 928.00 931.50 928.00 928.00 -3.50 0 1,035 +0
Dec12 120711 926.00 929.50 926.00 926.00 -3.50      
Mar13 120711 924.00 927.50 924.00 924.00 -3.50      
Total Volume and Open Interest 0 1,035 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep12 120711 8845 8895 8815 8875 +15 3,171 29,701 +162
Dec12 120711 8835 8835 8820 8835 +15 0 6 +0
Total Volume and Open Interest 3,171 29,707 +162
Nikkei 225(SGX)
Sep12 120711 8870 8915 8795 8845 -15 81,588 171,287 +194
Dec12 120711 8765 8785 8750 8785 -15 213 8,736 +113
Mar13 120711 8775 8775 8775 8775 -10 0 48 +0
Total Volume and Open Interest 82,106 194,997 +334
CAC 40(EURONEXT)
Jul12 120711 3161.5 3179.5 3142.0 3157.5 -18.0 113,921 320,283 -9,076
Aug12 120711 3149.0 3175.0 3149.0 3157.5 -18.0 323 8,034 +132
Sep12 120711 3152.0 3170.0 3138.0 3152.0 -18.0 236 32,988 -11
Total Volume and Open Interest 114,480 361,445 -8,955
Hang Seng Index(HKFE)
Jul12 120711 19300 19463 19238 19395 -31 73,521 89,150 -1,634
Aug12 120711 19260 19420 19206 19350 -38 890 1,156 +394
Sep12 120711 19165 19336 19126 19273 -31 622 4,253 +293
Total Volume and Open Interest 75,131 97,478 -906
DAX(EUREX)
Sep12 120711 6419.0 6503.5 6401.5 6451.5 +1.5 108,549 166,513 -1,314
Dec12 120711 6419.0 6490.0 6419.0 6453.0 +1.5 434 7,972 +371
Mar13 120711 6435.0 6494.0 6435.0 6456.5 +1.0 24 494 +1
Total Volume and Open Interest 109,007 174,979 -942
FT-SE 100(EURONEXT)
Sep12 120711 5592.00 5631.00 5578.00 5610.50 -18.00 87,071 623,327 +1,595
Dec12 120711 5573.00 5591.00 5573.00 5580.50 -18.00 5 588 +0
Mar13 120711 5534.50 5541.00 5534.50 5541.00 -17.50 0 130 +0
Total Volume and Open Interest 87,076 624,045 +1,595
SPI 200(SFE)
Sep12 120711 4070.0 4093.0 4036.0 4064.0 -1.0 22,152 228,509 +1,587
Dec12 120711 4065.0 4065.0 4043.0 4062.0 -2.0 9 4,904 -7
Mar13 120711 4026.0 4026.0 4026.0 4026.0 -1.0 2 1,567 -9
Total Volume and Open Interest 22,366 238,127 +1,626
GSCI(CME)
Jul12 120711 611.30 615.50 610.10 610.10 +3.10 1,598 6,578 -1,333
Aug12 120711 610.00 614.20 608.50 608.75 +2.90 1,433 2,028 +1,352
Sep12 120711 608.00 613.00 603.90 608.00 +4.00 2 0 +0
Total Volume and Open Interest 3,033 8,606 +19
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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