|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri July 13, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug12 |
120713 |
1572.00 |
1600.00 |
1571.50 |
1594.75 |
+22.25 |
46,261 |
78,468 |
-1,299 |
Sep12 |
120713 |
1544.50 |
1574.00 |
1544.50 |
1569.50 |
+24.00 |
9,809 |
36,989 |
+515 |
Nov12 |
120713 |
1528.00 |
1561.50 |
1526.50 |
1552.50 |
+23.50 |
231,986 |
384,154 |
+4,688 |
Jan13 |
120713 |
1527.75 |
1557.25 |
1523.75 |
1548.25 |
+22.25 |
18,537 |
83,302 |
+976 |
Mar13 |
120713 |
1486.25 |
1508.00 |
1482.25 |
1499.25 |
+18.00 |
18,659 |
89,378 |
+4,580 |
May13 |
120713 |
1432.25 |
1453.25 |
1428.00 |
1447.00 |
+16.75 |
18,993 |
68,425 |
+7,125 |
Jul13 |
120713 |
1421.00 |
1445.00 |
1420.00 |
1438.75 |
+16.50 |
11,499 |
50,120 |
+571 |
Aug13 |
120713 |
1411.75 |
1417.00 |
1398.25 |
1414.75 |
+16.50 |
11 |
221 |
+4 |
Sep13 |
120713 |
1357.00 |
1369.00 |
1346.25 |
1367.75 |
+21.50 |
10 |
320 |
-3 |
Nov13 |
120713 |
1295.00 |
1319.00 |
1292.00 |
1317.75 |
+22.50 |
2,899 |
21,541 |
-281 |
Jan14 |
120713 |
1320.00 |
1322.75 |
1300.25 |
1322.75 |
+22.50 |
2 |
188 |
+0 |
Mar14 |
120713 |
1319.75 |
1319.75 |
1297.25 |
1319.75 |
+22.50 |
6 |
9 |
+5 |
May14 |
120713 |
1319.75 |
1319.75 |
1297.25 |
1319.75 |
+22.50 |
0 |
1 |
+0 |
Jul14 |
120713 |
1323.75 |
1323.75 |
1301.25 |
1323.75 |
+22.50 |
0 |
9 |
+0 |
Total Volume and Open Interest |
361,033 |
815,115 |
+15,615 |
Soybean Meal(CBOT) |
Aug12 |
120713 |
466.70 |
475.70 |
466.10 |
474.10 |
+7.40 |
32,803 |
44,265 |
-1,357 |
Sep12 |
120713 |
457.60 |
467.50 |
457.60 |
465.60 |
+8.00 |
11,045 |
35,834 |
+1,662 |
Oct12 |
120713 |
448.70 |
459.50 |
448.40 |
457.20 |
+8.30 |
4,519 |
20,162 |
-142 |
Dec12 |
120713 |
445.50 |
455.90 |
445.00 |
453.40 |
+7.90 |
51,751 |
117,628 |
+954 |
Jan13 |
120713 |
445.40 |
449.00 |
440.30 |
448.40 |
+8.10 |
2,563 |
8,391 |
+522 |
Mar13 |
120713 |
421.70 |
428.40 |
420.60 |
427.40 |
+6.80 |
2,608 |
11,161 |
-11 |
May13 |
120713 |
401.80 |
407.50 |
399.40 |
406.40 |
+6.70 |
2,219 |
9,709 |
+878 |
Jul13 |
120713 |
397.80 |
403.40 |
395.90 |
402.40 |
+6.50 |
1,318 |
8,498 |
-180 |
Aug13 |
120713 |
393.80 |
394.80 |
391.90 |
391.90 |
+4.50 |
31 |
432 |
+16 |
Sep13 |
120713 |
382.90 |
382.90 |
376.60 |
381.10 |
+4.50 |
13 |
459 |
+11 |
Total Volume and Open Interest |
109,856 |
263,063 |
+2,000 |
Soybean Oil(CBOT) |
Aug12 |
120713 |
53.40 |
54.12 |
53.27 |
53.70 |
+0.36 |
37,164 |
59,428 |
-1,976 |
Sep12 |
120713 |
53.61 |
54.33 |
53.52 |
53.91 |
+0.36 |
9,364 |
42,682 |
+1,563 |
Oct12 |
120713 |
53.70 |
54.53 |
53.70 |
54.11 |
+0.37 |
5,511 |
19,143 |
-242 |
Dec12 |
120713 |
54.23 |
54.97 |
54.11 |
54.54 |
+0.36 |
65,937 |
143,889 |
+1,147 |
Jan13 |
120713 |
54.48 |
55.23 |
54.48 |
54.84 |
+0.36 |
5,599 |
24,001 |
+1,487 |
Mar13 |
120713 |
54.77 |
55.51 |
54.77 |
55.10 |
+0.33 |
3,538 |
19,905 |
-368 |
May13 |
120713 |
54.92 |
55.52 |
54.79 |
55.18 |
+0.33 |
2,960 |
11,092 |
+354 |
Jul13 |
120713 |
54.86 |
55.67 |
54.81 |
55.18 |
+0.29 |
1,613 |
6,836 |
+253 |
Aug13 |
120713 |
55.31 |
55.40 |
54.88 |
55.15 |
+0.27 |
107 |
1,306 |
+42 |
Sep13 |
120713 |
55.30 |
55.30 |
54.83 |
55.07 |
+0.24 |
80 |
1,041 |
+11 |
Total Volume and Open Interest |
133,291 |
335,364 |
+2,156 |
Canola(WCE) |
Jul12 |
120713 |
683.9 |
683.9 |
683.9 |
683.9 |
+2.4 |
|
|
|
Nov12 |
120713 |
621.5 |
629.5 |
621.2 |
623.9 |
+2.4 |
13,034 |
157,651 |
+1,836 |
Jan13 |
120713 |
626.9 |
632.6 |
623.4 |
625.7 |
+1.2 |
2,568 |
27,672 |
+416 |
Mar13 |
120713 |
625.0 |
631.4 |
621.0 |
623.2 |
+0.6 |
1,603 |
13,093 |
-613 |
May13 |
120713 |
625.5 |
628.4 |
618.0 |
619.4 |
-1.0 |
1,504 |
15,847 |
-203 |
Total Volume and Open Interest |
18,879 |
218,536 |
+1,444 |
Corn(CBOT) |
Sep12 |
120713 |
730.00 |
748.00 |
726.50 |
740.50 |
+9.25 |
144,584 |
364,792 |
+2,487 |
Dec12 |
120713 |
731.25 |
749.00 |
727.25 |
740.25 |
+8.00 |
331,339 |
476,020 |
+12,610 |
Mar13 |
120713 |
733.00 |
748.25 |
729.00 |
741.75 |
+7.25 |
29,294 |
123,549 |
+1,485 |
May13 |
120713 |
731.00 |
744.25 |
726.75 |
738.25 |
+5.50 |
10,312 |
20,158 |
+244 |
Jul13 |
120713 |
728.00 |
739.00 |
721.25 |
732.00 |
+3.25 |
17,341 |
53,913 |
+1,369 |
Sep13 |
120713 |
654.00 |
658.25 |
645.00 |
658.25 |
+3.75 |
1,498 |
7,260 |
+343 |
Dec13 |
120713 |
618.75 |
626.50 |
613.75 |
626.00 |
+7.75 |
11,083 |
51,442 |
+1,394 |
Mar14 |
120713 |
630.00 |
631.00 |
625.00 |
631.00 |
+6.50 |
94 |
1,128 |
-11 |
May14 |
120713 |
634.25 |
634.25 |
630.00 |
634.25 |
+4.25 |
30 |
328 |
+6 |
Jul14 |
120713 |
637.00 |
637.00 |
635.00 |
637.00 |
+2.00 |
46 |
960 |
+17 |
Total Volume and Open Interest |
550,005 |
1,105,990 |
+17,331 |
Wheat(CBOT) |
Sep12 |
120713 |
845.75 |
865.75 |
842.00 |
847.75 |
+1.00 |
66,578 |
171,836 |
+2,008 |
Dec12 |
120713 |
859.00 |
877.75 |
856.00 |
862.50 |
+2.75 |
42,327 |
150,292 |
+2,497 |
Mar13 |
120713 |
868.00 |
885.75 |
865.00 |
872.00 |
+3.00 |
7,361 |
42,534 |
+126 |
May13 |
120713 |
865.00 |
881.00 |
863.25 |
866.25 |
+1.75 |
1,518 |
13,024 |
+425 |
Jul13 |
120713 |
824.50 |
840.00 |
824.25 |
830.25 |
+3.50 |
5,410 |
39,374 |
+575 |
Sep13 |
120713 |
828.00 |
835.75 |
826.00 |
830.75 |
+2.00 |
212 |
496 |
+5 |
Total Volume and Open Interest |
125,965 |
439,545 |
+6,261 |
Wheat(KCBT) |
Sep12 |
120713 |
845.75 |
865.00 |
841.00 |
851.00 |
+4.00 |
13,178 |
76,077 |
+801 |
Dec12 |
120713 |
865.25 |
884.25 |
860.25 |
871.00 |
+4.75 |
4,728 |
46,002 |
+177 |
Mar13 |
120713 |
873.00 |
892.00 |
870.25 |
880.00 |
+4.50 |
1,149 |
10,896 |
-68 |
May13 |
120713 |
877.00 |
893.25 |
876.25 |
883.00 |
+4.50 |
274 |
5,396 |
-14 |
Jul13 |
120713 |
847.00 |
860.00 |
845.75 |
851.50 |
+4.50 |
615 |
11,421 |
-169 |
Sep13 |
120713 |
850.00 |
860.00 |
848.75 |
852.50 |
+4.50 |
28 |
361 |
+4 |
Total Volume and Open Interest |
20,030 |
150,803 |
+708 |
Wheat(MGE) |
Jul12 |
120713 |
935.25 |
935.25 |
935.25 |
935.25 |
+2.50 |
0 |
16 |
+0 |
Sep12 |
120713 |
942.00 |
959.00 |
939.00 |
949.50 |
+7.50 |
2,118 |
16,810 |
+188 |
Dec12 |
120713 |
937.00 |
952.50 |
932.50 |
941.75 |
+4.75 |
910 |
13,448 |
+438 |
Mar13 |
120713 |
940.00 |
955.00 |
935.75 |
946.50 |
+5.75 |
229 |
3,088 |
+52 |
May13 |
120713 |
948.50 |
948.50 |
938.25 |
941.50 |
+4.50 |
29 |
857 |
+13 |
Total Volume and Open Interest |
3,316 |
34,724 |
+697 |
Oats(CBOT) |
Sep12 |
120713 |
370.00 |
376.50 |
366.00 |
372.50 |
+2.00 |
123 |
2,423 |
-7 |
Dec12 |
120713 |
370.75 |
378.75 |
368.00 |
374.50 |
+2.50 |
1,022 |
7,434 |
+58 |
Mar13 |
120713 |
376.50 |
379.00 |
373.00 |
379.00 |
+2.75 |
2 |
86 |
-1 |
May13 |
120713 |
381.00 |
381.00 |
378.25 |
381.00 |
+2.75 |
|
|
|
Total Volume and Open Interest |
1,148 |
9,944 |
+49 |
Rough Rice(CBOT) |
Jul12 |
120713 |
14.85 |
14.86 |
14.85 |
14.86 |
+0.14 |
58 |
60 |
-13 |
Sep12 |
120713 |
15.02 |
15.30 |
14.99 |
15.28 |
+0.29 |
966 |
10,249 |
-104 |
Nov12 |
120713 |
15.27 |
15.58 |
15.27 |
15.55 |
+0.28 |
223 |
2,086 |
-10 |
Jan13 |
120713 |
15.70 |
15.82 |
15.61 |
15.82 |
+0.28 |
13 |
194 |
-1 |
Total Volume and Open Interest |
1,262 |
12,713 |
-128 |
Live Cattle(CME) |
Aug12 |
120713 |
116.900 |
117.600 |
116.300 |
117.200 |
+0.165 |
28,709 |
95,802 |
-6,276 |
Oct12 |
120713 |
121.450 |
121.650 |
120.535 |
121.450 |
-0.200 |
23,964 |
92,411 |
+3,190 |
Dec12 |
120713 |
124.900 |
125.000 |
124.050 |
124.900 |
-0.080 |
10,928 |
66,785 |
+1,026 |
Feb13 |
120713 |
128.500 |
128.500 |
127.535 |
128.450 |
-0.100 |
6,248 |
26,733 |
+342 |
Apr13 |
120713 |
131.235 |
131.400 |
130.300 |
131.250 |
-0.130 |
3,171 |
12,751 |
-19 |
Jun13 |
120713 |
128.630 |
129.100 |
128.000 |
129.100 |
+0.250 |
1,690 |
3,423 |
+353 |
Total Volume and Open Interest |
74,914 |
299,587 |
-1,374 |
Feeder Cattle(CME) |
Aug12 |
120713 |
141.150 |
141.185 |
138.235 |
139.000 |
-2.235 |
6,635 |
14,896 |
-892 |
Sep12 |
120713 |
143.950 |
144.185 |
141.130 |
142.150 |
-1.980 |
3,585 |
7,099 |
-37 |
Oct12 |
120713 |
146.700 |
146.700 |
143.785 |
144.300 |
-2.485 |
2,744 |
6,146 |
+74 |
Nov12 |
120713 |
148.450 |
148.450 |
145.400 |
145.550 |
-2.850 |
1,377 |
3,690 |
+47 |
Jan13 |
120713 |
151.035 |
151.075 |
148.350 |
148.380 |
-2.970 |
973 |
3,150 |
+36 |
Mar13 |
120713 |
152.750 |
152.750 |
151.000 |
151.100 |
-2.900 |
181 |
622 |
+52 |
Apr13 |
120713 |
153.000 |
153.000 |
152.000 |
152.500 |
-2.500 |
69 |
72 |
+5 |
Total Volume and Open Interest |
15,602 |
35,757 |
-689 |
Lean Hogs(CME) |
Jul12 |
120713 |
96.930 |
97.480 |
96.850 |
97.230 |
-0.070 |
5,371 |
12,075 |
-974 |
Aug12 |
120713 |
91.850 |
91.850 |
90.300 |
90.400 |
-1.885 |
27,205 |
50,730 |
-5,334 |
Oct12 |
120713 |
81.180 |
81.180 |
79.150 |
79.475 |
-1.875 |
20,825 |
68,816 |
+2,610 |
Dec12 |
120713 |
78.785 |
78.800 |
76.900 |
77.000 |
-1.800 |
8,135 |
53,193 |
+66 |
Feb13 |
120713 |
82.800 |
82.800 |
81.250 |
81.535 |
-1.850 |
5,440 |
24,459 |
+549 |
Apr13 |
120713 |
85.650 |
85.885 |
84.900 |
85.180 |
-1.420 |
2,427 |
16,997 |
-82 |
May13 |
120713 |
90.700 |
91.035 |
90.500 |
91.035 |
-0.765 |
37 |
721 |
+1 |
Jun13 |
120713 |
93.785 |
93.785 |
92.800 |
93.300 |
-0.700 |
1,492 |
9,408 |
+377 |
Total Volume and Open Interest |
73,101 |
240,560 |
-2,039 |
Class III Milk(CME) |
Jul12 |
120713 |
16.70 |
16.75 |
16.67 |
16.73 |
+0.02 |
261 |
3,767 |
-52 |
Aug12 |
120713 |
17.96 |
18.30 |
17.90 |
18.22 |
+0.19 |
298 |
4,813 |
-48 |
Sep12 |
120713 |
18.45 |
18.90 |
18.41 |
18.88 |
+0.40 |
230 |
3,412 |
+45 |
Oct12 |
120713 |
18.40 |
18.69 |
18.40 |
18.69 |
+0.22 |
108 |
3,129 |
-14 |
Nov12 |
120713 |
18.35 |
18.60 |
18.35 |
18.60 |
+0.21 |
94 |
2,769 |
+34 |
Total Volume and Open Interest |
1,198 |
22,876 |
+68 |
Cocoa(ICE) |
Jul12 |
120713 |
2210 |
2210 |
2210 |
2210 |
+26 |
18 |
30 |
-11 |
Sep12 |
120713 |
2189 |
2242 |
2176 |
2216 |
+27 |
11,489 |
70,832 |
+591 |
Dec12 |
120713 |
2200 |
2259 |
2197 |
2233 |
+26 |
3,848 |
43,954 |
-571 |
Mar13 |
120713 |
2217 |
2274 |
2211 |
2249 |
+27 |
2,245 |
31,466 |
+492 |
May13 |
120713 |
2236 |
2270 |
2227 |
2262 |
+26 |
296 |
14,871 |
-68 |
Jul13 |
120713 |
2268 |
2286 |
2256 |
2273 |
+26 |
329 |
7,239 |
+90 |
Sep13 |
120713 |
2274 |
2290 |
2264 |
2283 |
+27 |
84 |
4,475 |
+11 |
Total Volume and Open Interest |
18,346 |
183,944 |
+551 |
Coffee "C"(ICE) |
Jul12 |
120713 |
184.15 |
184.45 |
184.15 |
184.45 |
+3.30 |
34 |
44 |
-22 |
Sep12 |
120713 |
182.20 |
187.75 |
182.20 |
186.10 |
+4.05 |
18,610 |
73,746 |
-24 |
Dec12 |
120713 |
185.10 |
190.85 |
185.10 |
189.20 |
+4.15 |
5,128 |
37,040 |
+377 |
Mar13 |
120713 |
190.00 |
194.15 |
189.30 |
192.65 |
+4.25 |
2,728 |
17,672 |
+71 |
May13 |
120713 |
190.50 |
196.10 |
190.50 |
194.95 |
+4.25 |
461 |
5,359 |
+100 |
Jul13 |
120713 |
195.20 |
198.30 |
194.25 |
196.80 |
+4.20 |
344 |
3,568 |
-33 |
Total Volume and Open Interest |
27,550 |
139,679 |
+564 |
Orange Juice(ICE) |
Sep12 |
120713 |
122.90 |
124.45 |
122.25 |
122.55 |
-1.20 |
551 |
13,528 |
-86 |
Nov12 |
120713 |
122.05 |
122.10 |
120.40 |
120.60 |
-1.55 |
132 |
4,881 |
+80 |
Jan13 |
120713 |
120.65 |
120.85 |
120.05 |
120.40 |
-1.10 |
91 |
1,641 |
+53 |
Mar13 |
120713 |
120.50 |
120.50 |
120.50 |
120.50 |
-0.90 |
7 |
1,156 |
+0 |
May13 |
120713 |
120.25 |
120.25 |
120.25 |
120.25 |
-0.90 |
0 |
176 |
+0 |
Jul13 |
120713 |
120.50 |
120.50 |
120.50 |
120.50 |
-0.90 |
0 |
10 |
+0 |
Total Volume and Open Interest |
781 |
21,394 |
+40 |
Sugar #11(ICE) |
Oct12 |
120713 |
22.46 |
22.82 |
22.36 |
22.73 |
+0.27 |
51,200 |
321,086 |
+3,536 |
Mar13 |
120713 |
22.93 |
23.25 |
22.83 |
23.20 |
+0.27 |
26,187 |
160,471 |
+2,369 |
May13 |
120713 |
22.72 |
23.03 |
22.69 |
22.99 |
+0.23 |
10,888 |
46,124 |
+622 |
Jul13 |
120713 |
22.50 |
22.79 |
22.46 |
22.76 |
+0.20 |
9,058 |
71,050 |
-1,117 |
Oct13 |
120713 |
22.55 |
22.67 |
22.51 |
22.65 |
+0.17 |
4,153 |
31,891 |
+1,161 |
Mar14 |
120713 |
22.64 |
22.66 |
22.48 |
22.62 |
+0.11 |
1,271 |
25,968 |
+163 |
May14 |
120713 |
22.28 |
22.28 |
22.20 |
22.24 |
+0.09 |
883 |
6,740 |
+553 |
Jul14 |
120713 |
22.03 |
22.03 |
21.99 |
21.99 |
+0.08 |
204 |
5,618 |
-49 |
Total Volume and Open Interest |
103,849 |
676,248 |
+7,243 |
London Cocoa(LCE) |
Jul12 |
120713 |
1540 |
1571 |
1539 |
1540 |
unch |
2,306 |
10,356 |
-12,961 |
Sep12 |
120713 |
1515 |
1547 |
1515 |
1529 |
+9 |
12,451 |
47,343 |
-1,485 |
Dec12 |
120713 |
1515 |
1543 |
1510 |
1526 |
+11 |
8,284 |
52,898 |
+8,136 |
Mar13 |
120713 |
1501 |
1529 |
1495 |
1512 |
+9 |
8,233 |
50,186 |
+1,371 |
May13 |
120713 |
1495 |
1526 |
1495 |
1508 |
+8 |
3,071 |
18,217 |
+1,004 |
Jul13 |
120713 |
1497 |
1529 |
1497 |
1512 |
+9 |
1,106 |
8,685 |
+722 |
Sep13 |
120713 |
1510 |
1530 |
1504 |
1513 |
+8 |
335 |
5,242 |
+19 |
Total Volume and Open Interest |
36,172 |
200,418 |
-2,282 |
London Sugar(LCE) |
Oct12 |
120713 |
609.60 |
616.10 |
609.00 |
613.70 |
+5.30 |
4,835 |
22,297 |
+1,043 |
Dec12 |
120713 |
594.20 |
600.00 |
594.10 |
598.40 |
+5.70 |
1,004 |
9,626 |
+430 |
Mar13 |
120713 |
601.20 |
605.50 |
601.10 |
604.30 |
+5.90 |
1,011 |
9,641 |
+291 |
May13 |
120713 |
599.50 |
603.20 |
599.50 |
602.20 |
+5.40 |
353 |
3,010 |
+57 |
Aug13 |
120713 |
593.80 |
596.50 |
593.80 |
595.40 |
+4.30 |
150 |
1,504 |
+18 |
Total Volume and Open Interest |
12,702 |
57,684 |
+227 |
Cotton(ICE) |
Oct12 |
120713 |
69.80 |
71.89 |
69.80 |
71.76 |
+2.40 |
265 |
483 |
+28 |
Dec12 |
120713 |
70.20 |
72.76 |
70.18 |
72.66 |
+2.73 |
14,666 |
133,387 |
+1,087 |
Mar13 |
120713 |
71.61 |
73.88 |
71.59 |
73.77 |
+2.67 |
2,240 |
23,480 |
+669 |
May13 |
120713 |
72.95 |
74.70 |
72.95 |
74.56 |
+2.57 |
822 |
4,500 |
-12 |
Jul13 |
120713 |
74.95 |
75.36 |
74.72 |
75.36 |
+2.44 |
177 |
5,778 |
+58 |
Oct13 |
120713 |
77.39 |
77.39 |
77.39 |
77.39 |
+2.54 |
0 |
3 |
+0 |
Total Volume and Open Interest |
18,317 |
169,257 |
+1,920 |
Lumber(CME) |
Jul12 |
120713 |
286.0 |
288.9 |
281.0 |
282.5 |
-2.5 |
71 |
112 |
-79 |
Sep12 |
120713 |
288.0 |
291.6 |
287.0 |
291.1 |
+2.6 |
368 |
5,558 |
-2 |
Nov12 |
120713 |
280.0 |
283.8 |
280.0 |
283.2 |
+1.7 |
97 |
1,048 |
+28 |
Jan13 |
120713 |
287.9 |
290.0 |
287.9 |
289.9 |
+2.9 |
14 |
231 |
+2 |
Total Volume and Open Interest |
550 |
7,061 |
-51 |
Crude Oil(NYM) |
Aug12 |
120713 |
85.86 |
87.61 |
85.58 |
87.10 |
+1.02 |
307,821 |
174,951 |
-19,550 |
Sep12 |
120713 |
86.33 |
88.00 |
85.95 |
87.50 |
+1.04 |
73,622 |
215,998 |
+17,066 |
Oct12 |
120713 |
86.58 |
88.32 |
86.39 |
87.85 |
+1.05 |
24,172 |
85,927 |
+435 |
Nov12 |
120713 |
86.90 |
88.69 |
86.86 |
88.27 |
+1.05 |
24,893 |
65,936 |
+656 |
Dec12 |
120713 |
87.45 |
89.21 |
87.37 |
88.76 |
+1.03 |
41,240 |
174,710 |
+2,986 |
Jan13 |
120713 |
87.99 |
89.66 |
87.87 |
89.24 |
+1.01 |
10,057 |
64,861 |
+3,151 |
Feb13 |
120713 |
89.35 |
90.01 |
88.62 |
89.61 |
+1.01 |
5,298 |
29,074 |
+439 |
Mar13 |
120713 |
89.29 |
90.28 |
88.56 |
89.88 |
+1.00 |
7,341 |
37,455 |
-1,196 |
Apr13 |
120713 |
89.36 |
90.30 |
88.79 |
90.08 |
+0.99 |
2,619 |
16,163 |
+355 |
May13 |
120713 |
89.60 |
90.20 |
88.93 |
90.20 |
+0.97 |
1,440 |
16,798 |
+125 |
Jun13 |
120713 |
89.10 |
90.67 |
89.08 |
90.29 |
+0.96 |
8,263 |
79,801 |
+575 |
Jul13 |
120713 |
89.85 |
90.69 |
89.15 |
90.31 |
+0.95 |
1,237 |
25,481 |
-111 |
Aug13 |
120713 |
90.25 |
90.25 |
90.25 |
90.25 |
+0.93 |
759 |
15,066 |
+50 |
Sep13 |
120713 |
90.15 |
90.15 |
90.15 |
90.15 |
+0.92 |
817 |
21,734 |
+109 |
Oct13 |
120713 |
90.03 |
90.03 |
90.03 |
90.03 |
+0.90 |
413 |
12,973 |
+101 |
Nov13 |
120713 |
89.90 |
89.90 |
89.90 |
89.90 |
+0.88 |
324 |
17,770 |
+23 |
Total Volume and Open Interest |
540,884 |
1,420,911 |
+7,496 |
e-miNY Crude Oil(NYM) |
Jul12 |
120619 |
83.000 |
84.375 |
82.300 |
84.025 |
+0.750 |
4,042 |
1,313 |
-363 |
Aug12 |
120713 |
85.850 |
87.625 |
85.600 |
87.100 |
+1.025 |
10,446 |
1,760 |
-350 |
Sep12 |
120713 |
86.275 |
87.975 |
86.050 |
87.500 |
+1.050 |
830 |
735 |
+57 |
Oct12 |
120713 |
86.400 |
88.025 |
86.400 |
87.850 |
+1.050 |
112 |
123 |
+41 |
Nov12 |
120713 |
87.700 |
88.300 |
87.450 |
88.275 |
+1.050 |
463 |
1,689 |
+438 |
Dec12 |
120713 |
87.425 |
88.850 |
87.425 |
88.750 |
+1.025 |
831 |
2,393 |
+822 |
Jan13 |
120713 |
88.875 |
89.250 |
88.375 |
89.250 |
+1.025 |
391 |
689 |
+391 |
Feb13 |
120713 |
89.600 |
89.600 |
89.600 |
89.600 |
+1.000 |
1 |
75 |
+1 |
Mar13 |
120713 |
89.875 |
89.875 |
89.875 |
89.875 |
+1.000 |
0 |
1 |
+0 |
Apr13 |
120713 |
90.075 |
90.075 |
90.075 |
90.075 |
+0.975 |
0 |
1 |
+0 |
Total Volume and Open Interest |
13,074 |
7,669 |
+1,400 |
Heating Oil(NYM) |
Aug12 |
120713 |
276.61 |
280.80 |
276.40 |
278.82 |
+1.49 |
58,605 |
72,479 |
-3,950 |
Sep12 |
120713 |
276.45 |
280.69 |
276.15 |
278.86 |
+1.76 |
34,437 |
59,423 |
+3,143 |
Oct12 |
120713 |
276.75 |
281.07 |
276.75 |
279.34 |
+1.93 |
16,080 |
31,572 |
-66 |
Nov12 |
120713 |
277.14 |
281.10 |
277.14 |
279.85 |
+2.04 |
12,422 |
24,831 |
+1,644 |
Dec12 |
120713 |
278.00 |
281.92 |
277.26 |
280.27 |
+2.13 |
20,548 |
43,833 |
-799 |
Jan13 |
120713 |
277.43 |
280.92 |
277.22 |
280.59 |
+2.18 |
7,311 |
21,013 |
-240 |
Feb13 |
120713 |
278.80 |
281.43 |
277.73 |
279.90 |
+2.21 |
1,914 |
10,317 |
+119 |
Mar13 |
120713 |
276.83 |
279.88 |
276.33 |
278.46 |
+2.18 |
2,708 |
16,340 |
-204 |
Apr13 |
120713 |
276.10 |
276.54 |
273.76 |
276.54 |
+2.09 |
2,080 |
17,967 |
-225 |
May13 |
120713 |
279.29 |
279.54 |
279.29 |
279.54 |
+1.99 |
471 |
9,724 |
+81 |
Jun13 |
120713 |
278.99 |
278.99 |
278.99 |
278.99 |
+1.84 |
724 |
5,654 |
+209 |
Jul13 |
120713 |
280.25 |
280.25 |
279.21 |
279.21 |
+1.76 |
75 |
2,282 |
+20 |
Aug13 |
120713 |
280.65 |
280.65 |
279.63 |
279.63 |
+1.75 |
21 |
675 |
+17 |
Sep13 |
120713 |
280.01 |
280.01 |
280.01 |
280.01 |
+1.73 |
6 |
347 |
-2 |
Total Volume and Open Interest |
157,548 |
320,834 |
-134 |
Gasoline(NYMEX) |
Aug12 |
120713 |
280.45 |
282.91 |
279.66 |
281.61 |
+0.99 |
56,017 |
61,831 |
-5,035 |
Sep12 |
120713 |
266.67 |
270.27 |
265.86 |
268.73 |
+1.84 |
45,591 |
69,149 |
+2,934 |
Oct12 |
120713 |
247.05 |
251.11 |
246.13 |
249.29 |
+2.24 |
23,099 |
32,312 |
+1,193 |
Nov12 |
120713 |
241.73 |
246.34 |
241.60 |
244.87 |
+2.34 |
10,472 |
19,350 |
+590 |
Dec12 |
120713 |
239.94 |
244.80 |
239.75 |
243.31 |
+2.34 |
8,446 |
32,898 |
+468 |
Jan13 |
120713 |
242.03 |
244.50 |
239.91 |
243.21 |
+2.35 |
1,949 |
12,203 |
+106 |
Feb13 |
120713 |
243.99 |
243.99 |
243.99 |
243.99 |
+2.33 |
550 |
3,882 |
+91 |
Mar13 |
120713 |
243.52 |
246.07 |
243.52 |
245.63 |
+2.30 |
848 |
4,647 |
+101 |
Apr13 |
120713 |
257.46 |
260.01 |
257.46 |
260.01 |
+2.34 |
219 |
6,015 |
-49 |
May13 |
120713 |
259.12 |
259.12 |
259.12 |
259.12 |
+2.23 |
89 |
1,053 |
+35 |
Total Volume and Open Interest |
147,617 |
253,929 |
+355 |
e-miNY RBOB Gasoline(NYM) |
Aug12 |
120713 |
281.60 |
281.61 |
281.60 |
281.60 |
+1.00 |
1 |
4 |
+1 |
Sep12 |
120713 |
268.70 |
268.73 |
268.70 |
268.70 |
+1.80 |
|
|
|
Oct12 |
120713 |
249.30 |
249.30 |
249.29 |
249.30 |
+2.20 |
|
|
|
Nov12 |
120713 |
244.90 |
244.90 |
244.87 |
244.90 |
+2.40 |
|
|
|
Total Volume and Open Interest |
1 |
4 |
+1 |
Natural Gas(NYM) |
Aug12 |
120713 |
2.878 |
2.911 |
2.829 |
2.874 |
unch |
113,530 |
128,503 |
-6,233 |
Sep12 |
120713 |
2.872 |
2.904 |
2.825 |
2.869 |
unch |
51,077 |
227,238 |
-702 |
Oct12 |
120713 |
2.878 |
2.926 |
2.854 |
2.894 |
unch |
35,981 |
144,018 |
+5,673 |
Nov12 |
120713 |
3.096 |
3.145 |
3.080 |
3.113 |
+0.001 |
25,195 |
111,220 |
+0 |
Dec12 |
120713 |
3.361 |
3.423 |
3.361 |
3.399 |
+0.007 |
12,738 |
54,051 |
-253 |
Jan13 |
120713 |
3.509 |
3.570 |
3.506 |
3.546 |
+0.008 |
17,589 |
105,670 |
+2,941 |
Feb13 |
120713 |
3.526 |
3.585 |
3.526 |
3.564 |
+0.009 |
2,859 |
26,846 |
+334 |
Mar13 |
120713 |
3.500 |
3.559 |
3.500 |
3.534 |
+0.008 |
4,929 |
48,049 |
-553 |
Apr13 |
120713 |
3.536 |
3.536 |
3.479 |
3.514 |
+0.009 |
8,624 |
66,028 |
+1,474 |
May13 |
120713 |
3.532 |
3.550 |
3.503 |
3.538 |
+0.010 |
703 |
16,101 |
+63 |
Jun13 |
120713 |
3.597 |
3.598 |
3.541 |
3.575 |
+0.009 |
2,521 |
8,353 |
+1,129 |
Jul13 |
120713 |
3.615 |
3.630 |
3.587 |
3.620 |
+0.009 |
990 |
12,385 |
+32 |
Aug13 |
120713 |
3.632 |
3.649 |
3.608 |
3.641 |
+0.009 |
931 |
9,471 |
+107 |
Sep13 |
120713 |
3.637 |
3.653 |
3.610 |
3.644 |
+0.009 |
413 |
7,586 |
+51 |
Oct13 |
120713 |
3.675 |
3.691 |
3.643 |
3.678 |
+0.009 |
1,991 |
35,835 |
-583 |
Nov13 |
120713 |
3.778 |
3.808 |
3.762 |
3.796 |
+0.010 |
198 |
17,420 |
-3 |
Total Volume and Open Interest |
282,898 |
1,119,973 |
+3,815 |
Brent Crude Oil(ICE) |
Aug12 |
120713 |
100.53 |
103.44 |
100.51 |
102.40 |
+1.33 |
171,819 |
87,250 |
-20,388 |
Sep12 |
120713 |
99.74 |
102.38 |
99.73 |
101.42 |
+1.14 |
157,141 |
220,650 |
-3,244 |
Oct12 |
120713 |
99.23 |
101.64 |
99.19 |
100.81 |
+1.07 |
87,157 |
180,091 |
+12,237 |
Nov12 |
120713 |
99.06 |
101.26 |
99.03 |
100.53 |
+1.01 |
38,857 |
91,879 |
+4,556 |
Dec12 |
120713 |
98.87 |
101.01 |
98.86 |
100.31 |
+0.98 |
74,975 |
138,311 |
-1,089 |
Jan13 |
120713 |
98.88 |
100.63 |
98.88 |
100.14 |
+0.96 |
11,624 |
37,214 |
+1,754 |
Feb13 |
120713 |
98.68 |
100.35 |
98.56 |
99.94 |
+0.94 |
4,433 |
20,123 |
+289 |
Mar13 |
120713 |
98.82 |
100.11 |
98.76 |
99.72 |
+0.92 |
6,023 |
32,985 |
+480 |
Apr13 |
120713 |
98.60 |
99.91 |
98.58 |
99.53 |
+0.91 |
3,066 |
14,324 |
+116 |
May13 |
120713 |
99.36 |
99.36 |
99.36 |
99.36 |
+0.89 |
2,159 |
15,528 |
+103 |
Jun13 |
120713 |
98.43 |
99.66 |
98.21 |
99.18 |
+0.87 |
10,902 |
51,914 |
-454 |
Jul13 |
120713 |
99.03 |
99.03 |
99.03 |
99.03 |
+0.86 |
848 |
10,844 |
+47 |
Aug13 |
120713 |
98.82 |
98.82 |
98.82 |
98.82 |
+0.84 |
972 |
12,162 |
+247 |
Sep13 |
120713 |
98.56 |
98.56 |
98.56 |
98.56 |
+0.83 |
1,314 |
12,078 |
+79 |
Total Volume and Open Interest |
603,734 |
1,177,321 |
-3,582 |
Gas Oil(ICE) |
Aug12 |
120713 |
874.00 |
886.50 |
874.00 |
879.75 |
+13.75 |
135,457 |
142,903 |
+14,914 |
Sep12 |
120713 |
871.00 |
885.00 |
871.00 |
878.00 |
+14.75 |
101,110 |
92,866 |
+9,256 |
Oct12 |
120713 |
867.75 |
882.25 |
867.75 |
876.00 |
+15.50 |
57,019 |
54,946 |
+563 |
Nov12 |
120713 |
869.25 |
879.00 |
867.50 |
873.50 |
+16.00 |
22,991 |
33,405 |
-374 |
Dec12 |
120713 |
866.50 |
877.75 |
864.75 |
871.00 |
+16.25 |
52,490 |
63,885 |
-416 |
Jan13 |
120713 |
865.25 |
875.00 |
863.50 |
869.75 |
+16.25 |
5,692 |
21,953 |
-65 |
Feb13 |
120713 |
863.50 |
872.25 |
861.75 |
868.25 |
+16.25 |
3,296 |
16,538 |
-378 |
Mar13 |
120713 |
861.75 |
867.00 |
861.00 |
866.00 |
+16.00 |
4,357 |
15,559 |
-91 |
Apr13 |
120713 |
859.50 |
865.00 |
859.00 |
863.75 |
+15.75 |
3,410 |
10,936 |
-647 |
May13 |
120713 |
857.75 |
862.50 |
857.00 |
861.75 |
+15.50 |
1,725 |
10,181 |
-484 |
Total Volume and Open Interest |
440,348 |
564,796 |
+7,285 |
Ethanol(CBOT) |
Jul12 |
120705 |
2.417 |
2.419 |
2.388 |
2.398 |
+0.044 |
15 |
82 |
-53 |
Aug12 |
120713 |
2.545 |
2.570 |
2.526 |
2.556 |
+0.039 |
716 |
1,476 |
-184 |
Sep12 |
120713 |
2.528 |
2.537 |
2.486 |
2.517 |
+0.038 |
446 |
1,584 |
+51 |
Oct12 |
120713 |
2.462 |
2.487 |
2.431 |
2.453 |
+0.024 |
220 |
1,565 |
+18 |
Nov12 |
120713 |
2.463 |
2.463 |
2.396 |
2.426 |
+0.028 |
203 |
1,522 |
-11 |
Dec12 |
120713 |
2.431 |
2.456 |
2.404 |
2.419 |
+0.027 |
173 |
1,344 |
+0 |
Jan13 |
120713 |
2.440 |
2.450 |
2.388 |
2.416 |
+0.025 |
217 |
1,360 |
+132 |
Feb13 |
120713 |
2.435 |
2.438 |
2.393 |
2.406 |
+0.016 |
65 |
914 |
-7 |
Total Volume and Open Interest |
2,235 |
11,871 |
+68 |
WTI Crude Oil(ICE) |
Aug12 |
120713 |
85.68 |
87.61 |
85.64 |
87.10 |
+1.02 |
48,177 |
45,685 |
-5,976 |
Sep12 |
120713 |
86.01 |
87.99 |
86.01 |
87.50 |
+1.04 |
19,204 |
56,258 |
+1,097 |
Oct12 |
120713 |
86.78 |
88.20 |
86.75 |
87.85 |
+1.05 |
11,482 |
24,840 |
+1,547 |
Nov12 |
120713 |
87.34 |
88.44 |
87.21 |
88.27 |
+1.05 |
7,641 |
16,718 |
-742 |
Dec12 |
120713 |
87.37 |
89.04 |
87.37 |
88.76 |
+1.03 |
14,625 |
83,569 |
+345 |
Jan13 |
120713 |
88.56 |
89.42 |
88.35 |
89.24 |
+1.01 |
2,229 |
16,040 |
-27 |
Feb13 |
120713 |
89.22 |
89.77 |
88.75 |
89.61 |
+1.01 |
1,445 |
10,076 |
+15 |
Mar13 |
120713 |
88.80 |
90.01 |
88.80 |
89.88 |
+1.00 |
1,567 |
7,985 |
+13 |
Apr13 |
120713 |
90.17 |
90.17 |
90.08 |
90.08 |
+0.99 |
1,097 |
3,726 |
+74 |
May13 |
120713 |
90.20 |
90.20 |
90.20 |
90.20 |
+0.97 |
573 |
2,762 |
+59 |
Jun13 |
120713 |
90.08 |
90.53 |
89.92 |
90.29 |
+0.96 |
1,229 |
24,786 |
-352 |
Jul13 |
120713 |
90.31 |
90.31 |
90.31 |
90.31 |
+0.95 |
175 |
1,938 |
+68 |
Aug13 |
120713 |
90.25 |
90.25 |
90.25 |
90.25 |
+0.93 |
66 |
3,097 |
+7 |
Sep13 |
120713 |
90.15 |
90.15 |
90.15 |
90.15 |
+0.92 |
36 |
6,577 |
+6 |
Oct13 |
120713 |
90.03 |
90.03 |
90.03 |
90.03 |
+0.90 |
9 |
1,445 |
+1 |
Nov13 |
120713 |
89.90 |
89.90 |
89.90 |
89.90 |
+0.88 |
46 |
3,368 |
-14 |
Total Volume and Open Interest |
114,176 |
432,801 |
-4,555 |
US Dollar Index(ICE) |
Sep12 |
120713 |
83.855 |
83.935 |
83.380 |
83.475 |
-0.335 |
19,049 |
65,190 |
+912 |
Dec12 |
120713 |
84.130 |
84.255 |
83.725 |
83.815 |
-0.335 |
12 |
657 |
+10 |
Mar13 |
120713 |
84.175 |
84.175 |
84.175 |
84.175 |
-0.335 |
|
|
|
Total Volume and Open Interest |
19,061 |
65,847 |
+922 |
Australian Dollar(CME) |
Sep12 |
120713 |
100.76 |
101.70 |
100.63 |
101.63 |
+0.88 |
133,267 |
119,848 |
-673 |
Dec12 |
120713 |
100.00 |
100.87 |
99.93 |
100.87 |
+0.87 |
5 |
708 |
+0 |
Mar13 |
120713 |
100.22 |
100.22 |
99.34 |
100.22 |
+0.88 |
0 |
4 |
+0 |
Total Volume and Open Interest |
133,273 |
120,563 |
-672 |
British Pound(CME) |
Sep12 |
120713 |
154.28 |
155.80 |
154.11 |
155.64 |
+1.37 |
89,965 |
117,228 |
+209 |
Dec12 |
120713 |
154.30 |
155.70 |
154.24 |
155.62 |
+1.38 |
19 |
444 |
+5 |
Mar13 |
120713 |
155.60 |
155.60 |
154.22 |
155.60 |
+1.38 |
10 |
147 |
-10 |
Total Volume and Open Interest |
89,994 |
117,820 |
+204 |
Canadian Dollar(CME) |
Sep12 |
120713 |
97.97 |
98.58 |
97.87 |
98.45 |
+0.41 |
83,450 |
94,710 |
+3,062 |
Dec12 |
120713 |
97.80 |
98.37 |
97.75 |
98.25 |
+0.40 |
210 |
7,150 |
+97 |
Mar13 |
120713 |
97.88 |
98.10 |
97.67 |
98.08 |
+0.41 |
4 |
1,519 |
+0 |
Jun13 |
120713 |
97.93 |
97.93 |
97.52 |
97.93 |
+0.41 |
2 |
333 |
+0 |
Total Volume and Open Interest |
83,668 |
103,764 |
+3,158 |
Japanese Yen(CME) |
Sep12 |
120713 |
126.20 |
126.65 |
126.04 |
126.24 |
+0.05 |
78,467 |
116,677 |
+1,725 |
Dec12 |
120713 |
126.22 |
126.77 |
126.22 |
126.40 |
+0.05 |
29 |
543 |
+11 |
Mar13 |
120713 |
126.59 |
126.75 |
126.55 |
126.58 |
+0.03 |
4 |
38 |
+4 |
Total Volume and Open Interest |
78,500 |
117,262 |
+1,740 |
Swiss Franc(CME) |
Sep12 |
120713 |
101.73 |
102.19 |
101.42 |
102.06 |
+0.36 |
32,455 |
58,284 |
+383 |
Dec12 |
120713 |
102.37 |
102.37 |
101.98 |
102.34 |
+0.36 |
7 |
218 |
+4 |
Mar13 |
120713 |
102.67 |
102.67 |
102.28 |
102.67 |
+0.39 |
0 |
2 |
+0 |
Total Volume and Open Interest |
32,462 |
58,504 |
+387 |
EuroFX(CME) |
Sep12 |
120713 |
122.11 |
122.67 |
121.71 |
122.51 |
+0.45 |
229,414 |
323,945 |
-277 |
Dec12 |
120713 |
122.30 |
122.80 |
121.93 |
122.68 |
+0.46 |
284 |
1,433 |
-37 |
Mar13 |
120713 |
122.86 |
122.86 |
122.41 |
122.86 |
+0.45 |
4 |
72 |
+2 |
Total Volume and Open Interest |
229,705 |
326,065 |
-309 |
Mexican Peso(CME) |
Jul12 |
120713 |
752.0 |
752.0 |
743.8 |
752.0 |
+8.2 |
|
|
|
Aug12 |
120713 |
749.8 |
749.8 |
741.5 |
749.8 |
+8.2 |
|
|
|
Total Volume and Open Interest |
27,066 |
145,367 |
+2,898 |
Brazilian Real(CME) |
Aug12 |
120713 |
490.30 |
491.05 |
488.40 |
489.30 |
+1.30 |
0 |
1,620 |
+0 |
Sep12 |
120713 |
485.40 |
488.40 |
485.40 |
486.60 |
+1.20 |
27 |
2,312 |
+19 |
Oct12 |
120713 |
484.65 |
484.65 |
483.45 |
484.65 |
+1.20 |
|
|
|
Nov12 |
120713 |
482.75 |
482.75 |
481.55 |
482.75 |
+1.20 |
|
|
|
Total Volume and Open Interest |
27 |
17,495 |
+19 |
30-Year T-Bonds(CBOT) |
Sep12 |
120713 |
151~210 |
151~280 |
150~270 |
151~060 |
-0~140 |
343,880 |
640,450 |
+1,978 |
Dec12 |
120713 |
152~220 |
152~280 |
151~300 |
152~090 |
-0~150 |
112 |
3,449 |
+22 |
Mar13 |
120713 |
151~170 |
152~000 |
151~170 |
151~170 |
-0~150 |
0 |
1 |
+0 |
Total Volume and Open Interest |
343,992 |
643,900 |
+2,000 |
10-Year T-Notes(CBOT) |
Sep12 |
120713 |
134~215 |
134~245 |
134~115 |
134~175 |
-0~035 |
916,177 |
1,809,975 |
+14,348 |
Dec12 |
120713 |
133~190 |
133~225 |
133~190 |
133~190 |
-0~035 |
288 |
1,783 |
+109 |
Mar13 |
120713 |
132~240 |
132~275 |
132~240 |
132~240 |
-0~035 |
|
|
|
Total Volume and Open Interest |
916,465 |
1,811,758 |
+14,457 |
5-Year T-Notes(CBOT) |
Sep12 |
120713 |
124~062 |
124~068 |
124~048 |
124~061 |
unch |
398,295 |
1,135,429 |
+2,743 |
Dec12 |
120713 |
124~024 |
124~024 |
124~024 |
124~024 |
unch |
3 |
11 |
+1 |
Mar13 |
120713 |
123~072 |
123~072 |
123~072 |
123~072 |
unch |
|
|
|
Total Volume and Open Interest |
398,298 |
1,135,440 |
+2,744 |
2 Year T-Notes(CBOT) |
Sep12 |
120713 |
110~029 |
110~036 |
110~028 |
110~031 |
+0~002 |
178,756 |
873,419 |
+9,430 |
Dec12 |
120713 |
110~031 |
110~031 |
110~028 |
110~031 |
+0~003 |
559 |
4,623 |
+447 |
Mar13 |
120713 |
109~097 |
109~097 |
109~094 |
109~097 |
+0~003 |
|
|
|
Total Volume and Open Interest |
179,315 |
878,042 |
+9,877 |
Eurodollars(CME) |
Sep12 |
120713 |
99.595 |
99.605 |
99.575 |
99.590 |
-0.005 |
287,486 |
973,259 |
+30,201 |
Dec12 |
120713 |
99.575 |
99.585 |
99.550 |
99.570 |
-0.005 |
257,523 |
938,769 |
-338 |
Mar13 |
120713 |
99.555 |
99.565 |
99.530 |
99.550 |
unch |
185,878 |
696,990 |
+19,476 |
Jun13 |
120713 |
99.530 |
99.550 |
99.515 |
99.530 |
unch |
178,623 |
655,096 |
+13,408 |
Sep13 |
120713 |
99.510 |
99.525 |
99.495 |
99.510 |
unch |
124,446 |
662,109 |
+6,941 |
Dec13 |
120713 |
99.485 |
99.495 |
99.465 |
99.480 |
-0.005 |
98,997 |
665,421 |
+394 |
Mar14 |
120713 |
99.460 |
99.470 |
99.440 |
99.455 |
-0.010 |
106,291 |
599,039 |
-1,631 |
Jun14 |
120713 |
99.425 |
99.425 |
99.395 |
99.410 |
-0.020 |
93,795 |
474,252 |
+10,464 |
Sep14 |
120713 |
99.375 |
99.380 |
99.345 |
99.355 |
-0.025 |
71,661 |
364,480 |
+2,093 |
Dec14 |
120713 |
99.305 |
99.305 |
99.270 |
99.280 |
-0.025 |
68,895 |
337,360 |
+1,138 |
Mar15 |
120713 |
99.235 |
99.240 |
99.200 |
99.210 |
-0.030 |
54,896 |
301,627 |
-1,663 |
Jun15 |
120713 |
0.836 |
0.841 |
0.796 |
0.811 |
-0.030 |
73,737 |
255,177 |
-3,788 |
Sep15 |
120713 |
0.726 |
0.731 |
0.681 |
0.701 |
-0.030 |
62,684 |
230,920 |
+1,426 |
Dec15 |
120713 |
0.601 |
0.611 |
0.551 |
0.576 |
-0.030 |
28,795 |
141,719 |
-1,873 |
Mar16 |
120713 |
0.491 |
0.496 |
0.441 |
0.466 |
-0.030 |
20,310 |
82,916 |
-1,040 |
Jun16 |
120713 |
0.366 |
0.376 |
0.316 |
0.341 |
-0.030 |
19,172 |
100,759 |
-1,233 |
Sep16 |
120713 |
0.241 |
0.246 |
0.186 |
0.211 |
-0.030 |
10,481 |
73,195 |
-11 |
Dec16 |
120713 |
0.106 |
0.106 |
0.041 |
0.071 |
-0.030 |
12,857 |
70,016 |
+558 |
Total Volume and Open Interest |
1,788,661 |
7,863,374 |
+77,900 |
30 Day Federal Funds(CBOT) |
Jul12 |
120713 |
99.835 |
99.838 |
99.832 |
99.835 |
unch |
3,642 |
59,953 |
-626 |
Aug12 |
120713 |
99.840 |
99.865 |
99.835 |
99.840 |
unch |
6,015 |
53,053 |
-2,176 |
Sep12 |
120713 |
99.845 |
99.870 |
99.840 |
99.840 |
unch |
5,027 |
47,954 |
-647 |
Oct12 |
120713 |
99.845 |
99.870 |
99.840 |
99.840 |
unch |
5,806 |
52,104 |
+1,041 |
Nov12 |
120713 |
99.845 |
99.875 |
99.840 |
99.845 |
+0.005 |
1,333 |
37,128 |
+291 |
Dec12 |
120713 |
99.845 |
99.885 |
99.845 |
99.850 |
+0.005 |
1,302 |
26,284 |
+207 |
Total Volume and Open Interest |
30,408 |
486,457 |
-1,165 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep12 |
120713 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Dec12 |
120713 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Mar13 |
120713 |
99.677 |
99.677 |
99.677 |
99.677 |
unch |
|
|
|
Jun13 |
120713 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
|
|
|
Sep13 |
120713 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
|
|
|
Dec13 |
120713 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
|
|
|
Mar14 |
120713 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
|
|
|
Jun14 |
120713 |
99.545 |
99.545 |
99.545 |
99.545 |
unch |
|
|
|
Sep14 |
120713 |
99.405 |
99.405 |
99.405 |
99.405 |
unch |
|
|
|
Dec14 |
120713 |
99.580 |
99.580 |
99.580 |
99.580 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Sep12 |
120713 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,785 |
+0 |
Dec12 |
120713 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
515 |
+0 |
Mar13 |
120713 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
185 |
+0 |
Jun13 |
120713 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
202 |
+0 |
Sep13 |
120713 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
305 |
+0 |
Dec13 |
120713 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
384 |
+0 |
Mar14 |
120713 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
344 |
+0 |
Jun14 |
120713 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
3,722 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep12 |
120713 |
144.40 |
144.45 |
144.27 |
144.27 |
-0.08 |
1,883 |
19,329 |
+501 |
Dec12 |
120713 |
143.42 |
143.42 |
143.42 |
143.42 |
-0.08 |
0 |
6 |
+0 |
Mar13 |
120713 |
141.33 |
141.33 |
141.33 |
141.33 |
-0.08 |
|
|
|
Total Volume and Open Interest |
1,883 |
19,335 |
+501 |
Euro-Bund(EUREX) |
Sep12 |
120713 |
144.94 |
145.16 |
144.52 |
144.72 |
-0.12 |
629,661 |
831,416 |
-5,392 |
Dec12 |
120713 |
143.26 |
143.45 |
143.01 |
143.02 |
-0.11 |
24 |
158 |
+2 |
Mar13 |
120713 |
143.02 |
143.02 |
143.02 |
143.02 |
-0.11 |
|
|
|
Total Volume and Open Interest |
629,685 |
831,574 |
-5,390 |
Euro-Bobl(EUREX) |
Sep12 |
120713 |
127.78 |
127.88 |
127.68 |
127.76 |
unch |
328,682 |
586,766 |
+3,342 |
Dec12 |
120713 |
126.19 |
126.19 |
126.14 |
126.14 |
unch |
2,002 |
2,123 |
+2,002 |
Mar13 |
120713 |
126.14 |
126.14 |
126.14 |
126.14 |
unch |
|
|
|
Total Volume and Open Interest |
330,684 |
588,889 |
+5,344 |
3-Mth Euribor(EUREX) |
Sep12 |
120713 |
99.630 |
99.635 |
99.630 |
99.635 |
+0.015 |
3 |
3,151 |
-57 |
Dec12 |
120713 |
99.640 |
99.645 |
99.640 |
99.645 |
+0.015 |
100 |
1,360 |
+0 |
Mar13 |
120713 |
99.640 |
99.640 |
99.635 |
99.635 |
+0.010 |
0 |
1,068 |
+0 |
Total Volume and Open Interest |
103 |
6,985 |
-57 |
Long Gilt(LIFFE) |
Sep12 |
120713 |
121~09 |
121~11 |
120~27 |
120~31 |
-0~06 |
134,872 |
343,712 |
+6,280 |
Dec12 |
120713 |
119~26 |
119~29 |
119~26 |
119~29 |
-0~06 |
0 |
70 |
+0 |
Total Volume and Open Interest |
134,872 |
343,782 |
+6,280 |
3-Mth Short Sterling(LIFFE) |
Sep12 |
120713 |
99.33 |
99.39 |
99.32 |
99.33 |
unch |
45,383 |
379,295 |
+2,118 |
Dec12 |
120713 |
99.39 |
99.43 |
99.35 |
99.36 |
-0.02 |
43,562 |
321,916 |
+9,676 |
Mar13 |
120713 |
99.43 |
99.46 |
99.38 |
99.39 |
-0.03 |
36,428 |
295,635 |
+750 |
Jun13 |
120713 |
99.43 |
99.46 |
99.38 |
99.39 |
-0.04 |
48,456 |
298,977 |
+1,342 |
Sep13 |
120713 |
99.42 |
99.46 |
99.37 |
99.38 |
-0.05 |
36,874 |
352,295 |
+665 |
Dec13 |
120713 |
99.39 |
99.43 |
99.34 |
99.36 |
-0.04 |
14,849 |
221,302 |
-2,662 |
Total Volume and Open Interest |
297,079 |
2,530,461 |
+2,275 |
3-Mth Euribor(LIFFE) |
Sep12 |
120713 |
99.615 |
99.645 |
99.610 |
99.635 |
+0.015 |
156,023 |
590,190 |
-7,970 |
Dec12 |
120713 |
99.620 |
99.650 |
99.620 |
99.645 |
+0.015 |
134,513 |
525,956 |
-4,661 |
Mar13 |
120713 |
99.625 |
99.645 |
99.615 |
99.635 |
+0.010 |
89,581 |
413,689 |
+1,896 |
Total Volume and Open Interest |
774,663 |
3,452,724 |
+24,171 |
3-Mth Aus T-Bills(SFE) |
Sep12 |
120713 |
96.76 |
96.79 |
96.73 |
96.75 |
unch |
36,015 |
174,933 |
+3,525 |
Dec12 |
120713 |
97.09 |
97.14 |
97.07 |
97.08 |
+0.01 |
31,482 |
173,328 |
+3,773 |
Mar13 |
120713 |
97.21 |
97.28 |
97.20 |
97.22 |
+0.02 |
15,017 |
110,960 |
+3,552 |
Jun13 |
120713 |
97.20 |
97.25 |
97.17 |
97.19 |
+0.02 |
8,567 |
84,021 |
+1,392 |
Sep13 |
120713 |
97.13 |
97.17 |
97.10 |
97.12 |
+0.02 |
5,154 |
53,859 |
+171 |
Dec13 |
120713 |
97.03 |
97.09 |
97.02 |
97.03 |
+0.02 |
3,967 |
39,165 |
-140 |
Mar14 |
120713 |
96.97 |
97.02 |
96.95 |
96.96 |
+0.01 |
2,971 |
26,838 |
+688 |
Jun14 |
120713 |
96.90 |
96.95 |
96.89 |
96.89 |
+0.01 |
978 |
12,444 |
+825 |
Sep14 |
120713 |
96.84 |
96.84 |
96.83 |
96.83 |
+0.01 |
341 |
1,860 |
+329 |
Dec14 |
120713 |
96.74 |
96.74 |
96.74 |
96.74 |
unch |
1 |
496 |
+1 |
Total Volume and Open Interest |
104,493 |
677,953 |
+14,116 |
10-Year Aus T-Bonds(SFE) |
Sep12 |
120713 |
97.23 |
97.27 |
97.20 |
97.22 |
unch |
45,304 |
383,048 |
+4,496 |
Dec12 |
120713 |
97.22 |
97.22 |
97.22 |
97.22 |
unch |
|
|
|
Total Volume and Open Interest |
45,304 |
383,048 |
+4,496 |
3-Year Aus T-Bonds(SFE) |
Sep12 |
120713 |
97.85 |
97.89 |
97.81 |
97.83 |
-0.01 |
170,756 |
420,386 |
-840 |
Dec12 |
120713 |
97.83 |
97.83 |
97.83 |
97.83 |
-0.01 |
|
|
|
Total Volume and Open Interest |
170,756 |
420,386 |
-840 |
Gold(CMX) |
Aug12 |
120713 |
1571.2 |
1596.5 |
1565.6 |
1592.0 |
+26.7 |
140,490 |
187,887 |
-4,274 |
Oct12 |
120713 |
1574.0 |
1598.3 |
1570.0 |
1594.4 |
+26.8 |
4,422 |
19,946 |
+776 |
Dec12 |
120713 |
1576.5 |
1601.0 |
1570.7 |
1596.8 |
+26.8 |
24,197 |
118,632 |
+7,918 |
Feb13 |
120713 |
1572.9 |
1602.0 |
1572.9 |
1598.9 |
+26.8 |
1,079 |
20,643 |
-48 |
Apr13 |
120713 |
1578.8 |
1600.9 |
1578.8 |
1600.9 |
+26.8 |
428 |
16,662 |
+384 |
Jun13 |
120713 |
1598.0 |
1604.6 |
1598.0 |
1602.9 |
+26.8 |
528 |
18,804 |
+371 |
Aug13 |
120713 |
1589.0 |
1604.9 |
1589.0 |
1604.9 |
+26.8 |
61 |
1,498 |
-6 |
Oct13 |
120713 |
1600.0 |
1607.4 |
1596.0 |
1607.1 |
+26.9 |
256 |
1,134 |
+225 |
Dec13 |
120713 |
1602.8 |
1609.7 |
1602.8 |
1609.4 |
+26.9 |
3,396 |
9,753 |
+352 |
Feb14 |
120713 |
1611.8 |
1611.8 |
1611.8 |
1611.8 |
+26.9 |
0 |
5 |
+0 |
Apr14 |
120713 |
1614.3 |
1614.3 |
1614.3 |
1614.3 |
+27.0 |
0 |
1 |
+0 |
Jun14 |
120713 |
1616.8 |
1616.8 |
1616.8 |
1616.8 |
+27.1 |
0 |
8,868 |
+0 |
Total Volume and Open Interest |
176,560 |
434,057 |
+4,203 |
Silver(CMX) |
Jul12 |
120713 |
2722.0 |
2747.5 |
2714.0 |
2734.4 |
+20.8 |
191 |
1,720 |
-67 |
Sep12 |
120713 |
2716.0 |
2755.0 |
2706.0 |
2736.9 |
+20.8 |
33,516 |
62,021 |
-1,644 |
Dec12 |
120713 |
2725.0 |
2760.5 |
2725.0 |
2744.9 |
+21.0 |
4,965 |
26,485 |
+731 |
Mar13 |
120713 |
2749.0 |
2749.9 |
2749.0 |
2749.9 |
+21.1 |
533 |
4,435 |
-4 |
May13 |
120713 |
2749.0 |
2751.8 |
2749.0 |
2751.8 |
+21.1 |
36 |
2,465 |
+4 |
Jul13 |
120713 |
2752.9 |
2752.9 |
2752.9 |
2752.9 |
+21.1 |
33 |
3,939 |
-9 |
Sep13 |
120713 |
2753.9 |
2753.9 |
2753.9 |
2753.9 |
+21.1 |
1 |
2,229 |
+1 |
Total Volume and Open Interest |
39,458 |
123,127 |
-982 |
Platinum(NYMEX) |
Jul12 |
120713 |
1432.5 |
1432.5 |
1432.5 |
1432.5 |
+22.7 |
0 |
32 |
+0 |
Oct12 |
120713 |
1419.5 |
1436.0 |
1414.7 |
1435.2 |
+22.7 |
6,289 |
46,715 |
-107 |
Jan13 |
120713 |
1422.4 |
1438.6 |
1422.4 |
1438.6 |
+22.8 |
144 |
1,931 |
+95 |
Apr13 |
120713 |
1442.0 |
1442.0 |
1442.0 |
1442.0 |
+22.8 |
0 |
17 |
+0 |
Total Volume and Open Interest |
6,433 |
48,703 |
-12 |
Palladium(NYMEX) |
Sep12 |
120713 |
579.60 |
586.00 |
577.90 |
585.65 |
+10.85 |
2,054 |
21,136 |
-12 |
Dec12 |
120713 |
583.05 |
587.40 |
583.05 |
587.00 |
+10.95 |
23 |
1,036 |
+17 |
Mar13 |
120713 |
587.05 |
587.05 |
587.05 |
587.05 |
+10.95 |
|
|
|
Total Volume and Open Interest |
2,077 |
22,177 |
+5 |
Copper(CMX) |
Jul12 |
120713 |
344.00 |
350.05 |
344.00 |
350.05 |
+8.90 |
526 |
2,507 |
-250 |
Sep12 |
120713 |
342.05 |
350.75 |
341.25 |
350.40 |
+8.90 |
45,056 |
81,083 |
-148 |
Dec12 |
120713 |
343.10 |
351.50 |
342.95 |
351.25 |
+8.85 |
3,176 |
32,632 |
+445 |
Mar13 |
120713 |
344.25 |
352.05 |
344.25 |
351.90 |
+8.70 |
278 |
6,876 |
-64 |
May13 |
120713 |
348.40 |
352.25 |
348.40 |
352.25 |
+8.65 |
32 |
1,589 |
+28 |
Total Volume and Open Interest |
49,446 |
133,994 |
-105 |
DJIA Index(CBOT) |
Sep12 |
120713 |
12508 |
12715 |
12508 |
12712 |
+210 |
152 |
12,692 |
+8 |
Dec12 |
120713 |
12634 |
12634 |
12424 |
12634 |
+210 |
0 |
6 |
+0 |
Mar13 |
120713 |
12567 |
12567 |
12357 |
12567 |
+210 |
|
|
|
Jun13 |
120713 |
12491 |
12491 |
12281 |
12491 |
+210 |
|
|
|
Total Volume and Open Interest |
152 |
12,698 |
+8 |
E-mini DJIA Index(CBOT) |
Sep12 |
120713 |
12500 |
12723 |
12500 |
12712 |
+210 |
136,182 |
85,041 |
-1,432 |
Dec12 |
120713 |
12501 |
12641 |
12501 |
12634 |
+210 |
16 |
57 |
+9 |
Mar13 |
120713 |
12567 |
12567 |
12567 |
12567 |
+210 |
0 |
1 |
+0 |
Jun13 |
120713 |
12491 |
12491 |
12491 |
12491 |
+210 |
0 |
38 |
+0 |
Total Volume and Open Interest |
136,198 |
85,137 |
-1,423 |
S & P 500(CME) |
Sep12 |
120713 |
1329.20 |
1353.00 |
1329.20 |
1351.70 |
+22.50 |
10,052 |
225,203 |
+2,522 |
Dec12 |
120713 |
1332.50 |
1345.60 |
1332.00 |
1344.70 |
+22.60 |
643 |
12,133 |
+284 |
Mar13 |
120713 |
1338.10 |
1339.00 |
1338.10 |
1338.10 |
+22.60 |
160 |
398 |
+102 |
Jun13 |
120713 |
1331.60 |
1332.50 |
1331.60 |
1331.60 |
+22.60 |
0 |
14 |
+0 |
Total Volume and Open Interest |
10,855 |
237,748 |
+2,908 |
S & P 500 E-Mini(Globex) |
Sep12 |
120713 |
1329.25 |
1353.25 |
1328.75 |
1351.75 |
+22.50 |
1,912,327 |
2,786,227 |
+6,843 |
Dec12 |
120713 |
1323.00 |
1346.00 |
1322.00 |
1344.75 |
+22.75 |
3,669 |
16,492 |
+992 |
Total Volume and Open Interest |
1,916,926 |
2,804,058 |
+8,127 |
NASDAQ 100(CME) |
Sep12 |
120713 |
2542.00 |
2585.00 |
2541.80 |
2577.00 |
+39.20 |
441 |
5,993 |
+306 |
Dec12 |
120713 |
2570.30 |
2575.00 |
2531.00 |
2570.30 |
+39.30 |
|
|
|
Mar13 |
120713 |
2564.80 |
2564.80 |
2525.50 |
2564.80 |
+39.30 |
|
|
|
Total Volume and Open Interest |
441 |
5,993 |
+306 |
NASDAQ 100 E-Mini(Globex) |
Sep12 |
120713 |
2537.50 |
2584.80 |
2537.50 |
2577.00 |
+39.20 |
228,325 |
347,946 |
-941 |
Dec12 |
120713 |
2538.80 |
2573.30 |
2538.80 |
2570.30 |
+39.30 |
4 |
51 |
+2 |
Total Volume and Open Interest |
228,329 |
348,005 |
-939 |
S & P Midcap 400(CME) |
Sep12 |
120713 |
940.30 |
940.30 |
926.40 |
940.30 |
+13.90 |
0 |
1,035 |
+0 |
Dec12 |
120713 |
938.30 |
938.30 |
924.40 |
938.30 |
+13.90 |
|
|
|
Mar13 |
120713 |
936.30 |
936.30 |
922.40 |
936.30 |
+13.90 |
|
|
|
Total Volume and Open Interest |
0 |
1,035 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep12 |
120713 |
8710 |
8830 |
8690 |
8810 |
+90 |
3,458 |
29,159 |
-515 |
Dec12 |
120713 |
8770 |
8770 |
8680 |
8770 |
+90 |
0 |
6 |
+0 |
Total Volume and Open Interest |
3,458 |
29,165 |
-515 |
Nikkei 225(SGX) |
Sep12 |
120713 |
8705 |
8755 |
8650 |
8695 |
-10 |
69,129 |
170,076 |
-5,483 |
Dec12 |
120713 |
8620 |
8655 |
8620 |
8635 |
-10 |
31 |
9,039 |
+26 |
Mar13 |
120713 |
8620 |
8620 |
8620 |
8620 |
-15 |
0 |
48 |
+0 |
Total Volume and Open Interest |
70,671 |
194,254 |
-5,369 |
CAC 40(EURONEXT) |
Jul12 |
120713 |
3157.0 |
3186.5 |
3136.5 |
3179.5 |
+44.0 |
131,314 |
302,231 |
-15,549 |
Aug12 |
120713 |
3148.5 |
3185.5 |
3137.0 |
3179.0 |
+44.0 |
27,434 |
8,260 |
+17 |
Sep12 |
120713 |
3150.5 |
3180.0 |
3132.0 |
3173.5 |
+44.0 |
514 |
33,026 |
+59 |
Total Volume and Open Interest |
159,262 |
343,657 |
-15,473 |
Hang Seng Index(HKFE) |
Jul12 |
120713 |
19024 |
19176 |
19009 |
19030 |
-1 |
61,652 |
90,081 |
-562 |
Aug12 |
120713 |
19002 |
19124 |
18970 |
19001 |
+11 |
1,172 |
1,562 |
+241 |
Sep12 |
120713 |
18914 |
19028 |
18895 |
18910 |
unch |
294 |
4,232 |
-4 |
Total Volume and Open Interest |
63,471 |
98,828 |
-318 |
DAX(EUREX) |
Sep12 |
120713 |
6464.0 |
6577.5 |
6437.5 |
6542.5 |
+117.5 |
118,063 |
168,935 |
+2,490 |
Dec12 |
120713 |
6465.0 |
6577.0 |
6443.0 |
6543.5 |
+117.0 |
76 |
8,058 |
+34 |
Mar13 |
120713 |
6469.0 |
6547.0 |
6469.0 |
6547.0 |
+117.5 |
3 |
496 |
+1 |
Total Volume and Open Interest |
118,142 |
177,489 |
+2,525 |
FT-SE 100(EURONEXT) |
Sep12 |
120713 |
5582.00 |
5641.00 |
5580.00 |
5613.00 |
+44.00 |
88,944 |
624,486 |
+744 |
Dec12 |
120713 |
5575.00 |
5607.00 |
5557.00 |
5583.00 |
+44.00 |
58 |
588 |
+0 |
Mar13 |
120713 |
5529.00 |
5542.00 |
5527.50 |
5542.00 |
+43.50 |
45 |
140 |
+10 |
Total Volume and Open Interest |
89,047 |
625,214 |
+754 |
SPI 200(SFE) |
Sep12 |
120713 |
4030.0 |
4068.0 |
4020.0 |
4049.0 |
+11.0 |
25,105 |
229,304 |
+1,223 |
Dec12 |
120713 |
4025.0 |
4046.0 |
4025.0 |
4046.0 |
+9.0 |
4 |
4,852 |
-52 |
Mar13 |
120713 |
4010.0 |
4010.0 |
4010.0 |
4010.0 |
+9.0 |
3 |
1,516 |
-25 |
Total Volume and Open Interest |
25,388 |
239,126 |
+1,309 |
GSCI(CME) |
Jul12 |
120713 |
622.15 |
625.75 |
619.80 |
624.45 |
+8.95 |
1,541 |
3,782 |
-1,419 |
Aug12 |
120713 |
620.50 |
624.50 |
618.00 |
623.00 |
+9.10 |
1,467 |
4,718 |
+1,298 |
Sep12 |
120713 |
621.50 |
623.00 |
612.95 |
621.50 |
+8.50 |
|
|
|
Total Volume and Open Interest |
3,008 |
8,500 |
-121 |
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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