|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue July 17, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug12 |
120717 |
1643.25 |
1647.75 |
1616.75 |
1639.00 |
+5.25 |
22,167 |
71,713 |
-2,895 |
Sep12 |
120717 |
1615.25 |
1625.00 |
1594.25 |
1612.75 |
+3.25 |
7,686 |
39,251 |
+1,648 |
Nov12 |
120717 |
1601.00 |
1607.00 |
1575.25 |
1590.50 |
unch |
101,409 |
390,203 |
-1,208 |
Jan13 |
120717 |
1595.00 |
1601.00 |
1570.00 |
1586.00 |
-0.25 |
12,348 |
86,056 |
+1,629 |
Mar13 |
120717 |
1541.50 |
1546.00 |
1515.00 |
1534.25 |
-0.50 |
9,104 |
89,053 |
-174 |
May13 |
120717 |
1486.00 |
1491.00 |
1463.25 |
1477.75 |
-1.25 |
5,729 |
69,415 |
+356 |
Jul13 |
120717 |
1474.75 |
1483.00 |
1457.50 |
1471.00 |
-0.75 |
4,465 |
52,647 |
-95 |
Aug13 |
120717 |
1432.75 |
1446.00 |
1432.50 |
1445.00 |
-1.00 |
9 |
224 |
+3 |
Sep13 |
120717 |
1379.25 |
1394.00 |
1379.25 |
1387.00 |
-7.00 |
26 |
325 |
-4 |
Nov13 |
120717 |
1342.00 |
1349.00 |
1322.50 |
1330.75 |
-9.75 |
2,183 |
21,759 |
+189 |
Jan14 |
120717 |
1349.00 |
1350.00 |
1329.50 |
1334.25 |
-10.50 |
1 |
188 |
+0 |
Mar14 |
120717 |
1332.25 |
1342.00 |
1332.25 |
1332.25 |
-9.75 |
0 |
9 |
+0 |
May14 |
120717 |
1332.25 |
1342.00 |
1332.25 |
1332.25 |
-9.75 |
0 |
1 |
+0 |
Jul14 |
120717 |
1336.25 |
1346.00 |
1336.25 |
1336.25 |
-9.75 |
0 |
9 |
+0 |
Total Volume and Open Interest |
165,149 |
821,606 |
-861 |
Soybean Meal(CBOT) |
Aug12 |
120717 |
487.30 |
494.70 |
483.50 |
494.00 |
+6.70 |
14,382 |
44,258 |
-288 |
Sep12 |
120717 |
481.40 |
484.80 |
475.40 |
483.20 |
+4.80 |
7,459 |
38,085 |
+1,137 |
Oct12 |
120717 |
469.70 |
478.60 |
464.80 |
471.00 |
+3.00 |
1,873 |
20,715 |
+117 |
Dec12 |
120717 |
467.70 |
469.60 |
459.90 |
465.70 |
+1.90 |
26,154 |
118,499 |
+896 |
Jan13 |
120717 |
462.00 |
462.80 |
454.00 |
460.70 |
+2.40 |
1,879 |
9,069 |
+497 |
Mar13 |
120717 |
440.50 |
440.60 |
432.40 |
439.30 |
+1.90 |
1,684 |
11,625 |
+56 |
May13 |
120717 |
416.00 |
417.60 |
410.30 |
415.80 |
+1.00 |
2,377 |
8,908 |
-541 |
Jul13 |
120717 |
411.20 |
412.80 |
405.00 |
411.20 |
+0.90 |
1,457 |
8,731 |
+182 |
Aug13 |
120717 |
402.20 |
402.20 |
399.00 |
399.40 |
-0.30 |
22 |
437 |
+10 |
Sep13 |
120717 |
382.80 |
388.90 |
380.10 |
388.60 |
-0.30 |
22 |
455 |
-4 |
Total Volume and Open Interest |
57,561 |
266,914 |
+1,848 |
Soybean Oil(CBOT) |
Aug12 |
120717 |
54.65 |
54.83 |
53.90 |
54.14 |
-0.51 |
24,479 |
54,414 |
-2,485 |
Sep12 |
120717 |
54.93 |
55.03 |
54.17 |
54.35 |
-0.52 |
14,731 |
42,012 |
-975 |
Oct12 |
120717 |
55.07 |
55.15 |
54.37 |
54.55 |
-0.52 |
3,814 |
19,648 |
+455 |
Dec12 |
120717 |
55.65 |
55.69 |
54.74 |
54.99 |
-0.50 |
46,593 |
143,008 |
+951 |
Jan13 |
120717 |
55.91 |
55.97 |
55.06 |
55.29 |
-0.49 |
4,848 |
25,888 |
+1,436 |
Mar13 |
120717 |
55.85 |
55.89 |
55.36 |
55.63 |
-0.44 |
1,355 |
19,841 |
+178 |
May13 |
120717 |
56.10 |
56.33 |
55.45 |
55.75 |
-0.40 |
1,804 |
12,175 |
+575 |
Jul13 |
120717 |
55.89 |
56.18 |
55.50 |
55.83 |
-0.35 |
1,435 |
7,683 |
+588 |
Aug13 |
120717 |
55.95 |
56.16 |
55.80 |
55.80 |
-0.36 |
61 |
1,591 |
+34 |
Sep13 |
120717 |
55.85 |
56.06 |
55.63 |
55.74 |
-0.32 |
38 |
1,063 |
+6 |
Total Volume and Open Interest |
99,976 |
334,191 |
+854 |
Canola(WCE) |
Jul12 |
120713 |
683.9 |
683.9 |
683.9 |
683.9 |
+2.4 |
|
|
|
Nov12 |
120717 |
635.0 |
636.2 |
626.8 |
633.3 |
-1.2 |
11,904 |
157,705 |
-266 |
Jan13 |
120717 |
638.5 |
638.5 |
629.4 |
636.0 |
-1.3 |
3,841 |
28,247 |
-97 |
Mar13 |
120717 |
635.7 |
636.3 |
628.4 |
636.0 |
+0.1 |
3,365 |
14,201 |
+1,174 |
May13 |
120717 |
631.4 |
634.4 |
624.9 |
633.1 |
+0.3 |
1,524 |
17,117 |
+604 |
Total Volume and Open Interest |
21,237 |
221,573 |
+1,402 |
Corn(CBOT) |
Sep12 |
120717 |
790.00 |
796.50 |
767.00 |
779.50 |
+2.75 |
87,033 |
365,695 |
-654 |
Dec12 |
120717 |
784.00 |
789.00 |
762.25 |
771.25 |
-1.25 |
187,020 |
486,240 |
+3,046 |
Mar13 |
120717 |
782.00 |
788.25 |
762.25 |
771.75 |
-0.75 |
25,048 |
129,359 |
+3,361 |
May13 |
120717 |
775.50 |
783.00 |
757.75 |
768.50 |
+1.00 |
4,558 |
20,810 |
+302 |
Jul13 |
120717 |
767.50 |
774.50 |
748.75 |
762.75 |
+4.25 |
8,066 |
54,794 |
+573 |
Sep13 |
120717 |
675.00 |
680.50 |
660.50 |
671.25 |
+1.25 |
1,389 |
7,974 |
+388 |
Dec13 |
120717 |
643.75 |
646.25 |
625.75 |
635.00 |
-3.75 |
4,300 |
51,436 |
+145 |
Mar14 |
120717 |
646.00 |
649.75 |
636.00 |
638.75 |
-3.00 |
147 |
1,285 |
+138 |
May14 |
120717 |
645.00 |
647.00 |
642.00 |
642.00 |
-3.00 |
0 |
332 |
+0 |
Jul14 |
120717 |
647.25 |
647.25 |
638.00 |
638.00 |
-5.75 |
0 |
960 |
+0 |
Total Volume and Open Interest |
317,597 |
1,123,011 |
+6,701 |
Wheat(CBOT) |
Sep12 |
120717 |
890.25 |
898.50 |
866.00 |
885.00 |
+0.50 |
42,285 |
173,534 |
-995 |
Dec12 |
120717 |
906.25 |
910.75 |
878.75 |
897.25 |
-0.50 |
30,856 |
153,277 |
-1,255 |
Mar13 |
120717 |
909.00 |
915.75 |
886.50 |
903.00 |
-0.75 |
7,523 |
42,431 |
+268 |
May13 |
120717 |
895.50 |
898.50 |
874.25 |
889.50 |
-2.25 |
2,564 |
13,358 |
+211 |
Jul13 |
120717 |
835.00 |
847.00 |
824.00 |
840.50 |
-0.50 |
4,160 |
41,316 |
+505 |
Sep13 |
120717 |
832.25 |
843.00 |
828.75 |
839.25 |
-0.25 |
275 |
500 |
+11 |
Total Volume and Open Interest |
88,708 |
446,848 |
-1,058 |
Wheat(KCBT) |
Sep12 |
120717 |
887.25 |
903.75 |
870.25 |
893.00 |
+8.50 |
11,829 |
78,498 |
+957 |
Dec12 |
120717 |
905.75 |
921.50 |
888.00 |
911.75 |
+8.75 |
5,527 |
48,155 |
+1,325 |
Mar13 |
120717 |
915.00 |
927.75 |
896.50 |
919.00 |
+8.50 |
1,529 |
11,482 |
+284 |
May13 |
120717 |
919.25 |
925.00 |
905.00 |
917.00 |
+11.50 |
288 |
5,303 |
+20 |
Jul13 |
120717 |
856.00 |
867.00 |
846.00 |
865.50 |
+8.00 |
372 |
11,606 |
+54 |
Sep13 |
120717 |
851.50 |
864.00 |
846.75 |
863.50 |
+6.00 |
28 |
380 |
+10 |
Total Volume and Open Interest |
19,580 |
156,070 |
+2,645 |
Wheat(MGE) |
Jul12 |
120713 |
935.25 |
935.25 |
935.25 |
935.25 |
+2.50 |
0 |
16 |
+0 |
Sep12 |
120717 |
986.00 |
1004.50 |
977.00 |
985.75 |
+2.75 |
2,068 |
16,788 |
+100 |
Dec12 |
120717 |
980.00 |
999.75 |
973.50 |
984.50 |
+6.00 |
1,876 |
14,593 |
+505 |
Mar13 |
120717 |
986.00 |
1004.00 |
976.00 |
989.00 |
+8.25 |
276 |
3,029 |
-22 |
May13 |
120717 |
995.25 |
1001.75 |
987.50 |
987.50 |
+10.25 |
68 |
887 |
+26 |
Total Volume and Open Interest |
4,325 |
35,807 |
+591 |
Oats(CBOT) |
Sep12 |
120717 |
383.50 |
387.25 |
374.00 |
377.75 |
-2.50 |
92 |
2,401 |
+12 |
Dec12 |
120717 |
385.50 |
389.75 |
377.00 |
380.25 |
-2.00 |
428 |
7,497 |
+59 |
Mar13 |
120717 |
389.25 |
389.50 |
385.25 |
385.25 |
-1.50 |
16 |
113 |
+14 |
May13 |
120717 |
395.00 |
395.00 |
390.75 |
390.75 |
-1.50 |
|
|
|
Total Volume and Open Interest |
536 |
10,011 |
+85 |
Rough Rice(CBOT) |
Jul12 |
120713 |
14.85 |
14.86 |
14.85 |
14.86 |
+0.14 |
58 |
60 |
-13 |
Sep12 |
120717 |
15.62 |
15.75 |
15.53 |
15.56 |
-0.09 |
582 |
10,351 |
+185 |
Nov12 |
120717 |
15.90 |
16.00 |
15.81 |
15.81 |
-0.09 |
55 |
2,132 |
+24 |
Jan13 |
120717 |
16.22 |
16.22 |
16.09 |
16.09 |
-0.08 |
2 |
193 |
+1 |
Total Volume and Open Interest |
639 |
12,800 |
+170 |
Live Cattle(CME) |
Aug12 |
120717 |
116.035 |
116.950 |
115.450 |
115.480 |
-1.320 |
29,296 |
77,919 |
-7,852 |
Oct12 |
120717 |
120.250 |
120.830 |
119.750 |
119.980 |
-0.570 |
23,502 |
108,725 |
+8,142 |
Dec12 |
120717 |
124.035 |
124.950 |
123.580 |
124.135 |
-0.365 |
7,814 |
68,926 |
+746 |
Feb13 |
120717 |
127.900 |
128.380 |
127.285 |
127.885 |
-0.400 |
3,748 |
27,807 |
+543 |
Apr13 |
120717 |
130.800 |
131.075 |
130.285 |
130.785 |
-0.465 |
1,704 |
12,760 |
+11 |
Jun13 |
120717 |
128.800 |
129.000 |
128.150 |
128.575 |
-0.975 |
909 |
4,169 |
+438 |
Total Volume and Open Interest |
67,068 |
302,013 |
+2,081 |
Feeder Cattle(CME) |
Aug12 |
120717 |
134.035 |
134.950 |
133.000 |
134.200 |
-1.800 |
5,360 |
13,925 |
-226 |
Sep12 |
120717 |
137.000 |
137.685 |
136.150 |
137.000 |
-2.150 |
2,886 |
7,513 |
+245 |
Oct12 |
120717 |
139.535 |
139.750 |
138.300 |
138.850 |
-2.450 |
2,520 |
6,674 |
+232 |
Nov12 |
120717 |
141.250 |
141.250 |
139.550 |
140.200 |
-2.350 |
1,576 |
3,796 |
+60 |
Jan13 |
120717 |
143.700 |
143.850 |
142.380 |
143.250 |
-2.130 |
1,639 |
3,375 |
+112 |
Mar13 |
120717 |
146.550 |
146.550 |
145.100 |
145.100 |
-3.000 |
275 |
535 |
+30 |
Apr13 |
120717 |
147.400 |
147.400 |
146.500 |
146.950 |
-2.550 |
98 |
136 |
+30 |
Total Volume and Open Interest |
14,503 |
36,144 |
+587 |
Lean Hogs(CME) |
Aug12 |
120717 |
90.330 |
90.900 |
89.885 |
89.950 |
-0.480 |
26,667 |
39,558 |
-6,449 |
Oct12 |
120717 |
79.100 |
79.100 |
77.500 |
77.680 |
-1.520 |
19,976 |
79,587 |
+8,412 |
Dec12 |
120717 |
76.700 |
76.900 |
75.450 |
75.725 |
-1.160 |
6,546 |
52,150 |
-885 |
Feb13 |
120717 |
81.600 |
81.800 |
80.430 |
80.680 |
-1.120 |
4,196 |
25,684 |
+1,294 |
Apr13 |
120717 |
85.550 |
85.550 |
84.535 |
84.785 |
-0.850 |
2,806 |
17,058 |
+190 |
May13 |
120717 |
90.500 |
90.500 |
90.080 |
90.500 |
-0.500 |
23 |
732 |
+4 |
Jun13 |
120717 |
93.300 |
93.500 |
92.635 |
93.035 |
-0.465 |
934 |
9,224 |
-144 |
Jul13 |
120717 |
93.680 |
93.750 |
92.750 |
93.050 |
unch |
264 |
3,045 |
+124 |
Total Volume and Open Interest |
65,991 |
237,720 |
+1,307 |
Class III Milk(CME) |
Jul12 |
120717 |
16.72 |
16.77 |
16.71 |
16.74 |
+0.02 |
80 |
3,744 |
-13 |
Aug12 |
120717 |
18.19 |
18.25 |
17.95 |
18.03 |
-0.16 |
680 |
4,963 |
+146 |
Sep12 |
120717 |
19.26 |
19.40 |
18.95 |
19.06 |
-0.14 |
370 |
3,494 |
+45 |
Oct12 |
120717 |
18.92 |
18.98 |
18.70 |
18.84 |
-0.05 |
146 |
3,233 |
+65 |
Nov12 |
120717 |
18.78 |
18.78 |
18.62 |
18.70 |
-0.03 |
97 |
2,947 |
+45 |
Total Volume and Open Interest |
1,661 |
23,849 |
+422 |
Cocoa(ICE) |
Jul12 |
120716 |
2197 |
2197 |
2197 |
2197 |
-13 |
4 |
30 |
+0 |
Sep12 |
120717 |
2208 |
2220 |
2159 |
2195 |
-2 |
12,370 |
69,291 |
-691 |
Dec12 |
120717 |
2224 |
2234 |
2178 |
2212 |
-4 |
5,170 |
44,513 |
+715 |
Mar13 |
120717 |
2235 |
2240 |
2195 |
2228 |
-4 |
2,661 |
33,601 |
+870 |
May13 |
120717 |
2252 |
2252 |
2207 |
2241 |
-5 |
629 |
14,692 |
+89 |
Jul13 |
120717 |
2264 |
2266 |
2227 |
2254 |
-7 |
239 |
7,504 |
+74 |
Sep13 |
120717 |
2274 |
2274 |
2265 |
2265 |
-6 |
77 |
4,446 |
+22 |
Total Volume and Open Interest |
21,169 |
185,193 |
+1,089 |
Coffee "C"(ICE) |
Jul12 |
120717 |
182.15 |
182.15 |
180.70 |
180.75 |
-1.80 |
14 |
31 |
-6 |
Sep12 |
120717 |
183.90 |
184.35 |
179.00 |
181.85 |
-2.10 |
13,534 |
71,294 |
-958 |
Dec12 |
120717 |
186.70 |
187.50 |
182.35 |
185.05 |
-2.10 |
6,473 |
38,522 |
+1,523 |
Mar13 |
120717 |
190.20 |
190.55 |
185.60 |
188.45 |
-2.15 |
2,152 |
17,937 |
-98 |
May13 |
120717 |
191.75 |
191.75 |
188.40 |
190.85 |
-2.05 |
493 |
5,338 |
-28 |
Jul13 |
120717 |
190.85 |
192.95 |
190.85 |
192.80 |
-2.00 |
111 |
3,573 |
+5 |
Total Volume and Open Interest |
22,851 |
138,971 |
+483 |
Orange Juice(ICE) |
Sep12 |
120717 |
116.80 |
118.25 |
115.80 |
117.65 |
-0.30 |
324 |
13,494 |
+11 |
Nov12 |
120717 |
115.40 |
116.55 |
114.75 |
116.15 |
-0.40 |
38 |
4,921 |
+12 |
Jan13 |
120717 |
115.50 |
115.80 |
114.95 |
115.75 |
-0.80 |
19 |
1,652 |
+13 |
Mar13 |
120717 |
114.95 |
115.65 |
114.90 |
115.65 |
-0.70 |
2 |
1,158 |
+2 |
May13 |
120717 |
115.55 |
115.55 |
115.55 |
115.55 |
-0.70 |
0 |
176 |
+0 |
Jul13 |
120717 |
115.80 |
115.80 |
115.80 |
115.80 |
-0.70 |
0 |
10 |
+0 |
Total Volume and Open Interest |
383 |
21,413 |
+38 |
Sugar #11(ICE) |
Oct12 |
120717 |
22.80 |
22.85 |
22.46 |
22.79 |
+0.02 |
38,793 |
317,020 |
-482 |
Mar13 |
120717 |
23.14 |
23.23 |
22.85 |
23.18 |
-0.04 |
14,687 |
162,996 |
+2,227 |
May13 |
120717 |
23.01 |
23.01 |
22.67 |
22.96 |
-0.04 |
7,246 |
46,792 |
-69 |
Jul13 |
120717 |
22.70 |
22.74 |
22.46 |
22.72 |
-0.03 |
4,574 |
71,252 |
+343 |
Oct13 |
120717 |
22.59 |
22.63 |
22.41 |
22.62 |
-0.01 |
1,868 |
31,773 |
-603 |
Mar14 |
120717 |
22.50 |
22.63 |
22.40 |
22.61 |
-0.01 |
1,252 |
25,664 |
-449 |
May14 |
120717 |
22.19 |
22.31 |
22.10 |
22.29 |
unch |
36 |
6,771 |
+19 |
Jul14 |
120717 |
21.99 |
22.08 |
21.92 |
22.07 |
+0.02 |
4 |
5,579 |
-4 |
Total Volume and Open Interest |
68,468 |
675,156 |
+982 |
London Cocoa(LCE) |
Sep12 |
120717 |
1505 |
1518 |
1488 |
1501 |
-1 |
5,470 |
51,432 |
+2,929 |
Dec12 |
120717 |
1508 |
1515 |
1486 |
1500 |
-4 |
2,728 |
53,728 |
+357 |
Mar13 |
120717 |
1495 |
1504 |
1478 |
1493 |
+1 |
2,093 |
49,678 |
-389 |
May13 |
120717 |
1497 |
1506 |
1480 |
1497 |
+4 |
468 |
19,404 |
-1 |
Jul13 |
120717 |
1498 |
1513 |
1489 |
1503 |
+6 |
135 |
9,544 |
+261 |
Sep13 |
120717 |
1507 |
1508 |
1496 |
1504 |
+6 |
26 |
5,471 |
+296 |
Dec13 |
120717 |
1506 |
1506 |
1506 |
1506 |
+7 |
55 |
7,274 |
+27 |
Total Volume and Open Interest |
11,374 |
198,743 |
-3,154 |
London Sugar(LCE) |
Oct12 |
120717 |
613.40 |
618.50 |
609.60 |
617.90 |
+1.80 |
2,895 |
22,912 |
+52 |
Dec12 |
120717 |
596.70 |
600.90 |
594.50 |
600.40 |
+0.70 |
700 |
9,360 |
-104 |
Mar13 |
120717 |
601.20 |
606.10 |
599.70 |
605.00 |
-0.10 |
384 |
10,105 |
+136 |
May13 |
120717 |
598.40 |
602.50 |
597.20 |
602.50 |
unch |
54 |
2,909 |
-97 |
Aug13 |
120717 |
590.80 |
595.70 |
590.50 |
595.70 |
+0.60 |
18 |
1,906 |
+361 |
Total Volume and Open Interest |
6,921 |
53,421 |
-1,206 |
Cotton(ICE) |
Oct12 |
120717 |
71.78 |
71.82 |
70.01 |
70.11 |
-2.19 |
146 |
467 |
-13 |
Dec12 |
120717 |
73.30 |
73.40 |
70.79 |
71.05 |
-2.25 |
18,355 |
133,597 |
-2,574 |
Mar13 |
120717 |
74.15 |
74.15 |
71.76 |
71.93 |
-2.24 |
2,396 |
24,436 |
+491 |
May13 |
120717 |
73.68 |
73.68 |
72.40 |
72.67 |
-2.26 |
507 |
4,572 |
+109 |
Jul13 |
120717 |
74.13 |
74.13 |
73.65 |
73.73 |
-2.15 |
210 |
5,831 |
+17 |
Oct13 |
120717 |
75.68 |
75.68 |
75.68 |
75.68 |
-2.09 |
0 |
3 |
+0 |
Total Volume and Open Interest |
21,764 |
170,605 |
-1,908 |
Lumber(CME) |
Sep12 |
120717 |
286.7 |
288.0 |
285.8 |
287.6 |
+1.9 |
377 |
5,767 |
+99 |
Nov12 |
120717 |
280.7 |
282.3 |
280.3 |
281.5 |
+1.5 |
141 |
1,232 |
+95 |
Jan13 |
120717 |
288.0 |
288.0 |
288.0 |
288.0 |
+1.4 |
14 |
243 |
+9 |
Mar13 |
120717 |
293.0 |
294.0 |
293.0 |
293.0 |
+1.3 |
14 |
121 |
+12 |
Total Volume and Open Interest |
546 |
7,366 |
+171 |
Crude Oil(NYM) |
Aug12 |
120717 |
88.26 |
89.46 |
87.41 |
89.22 |
+0.79 |
260,828 |
128,141 |
-26,489 |
Sep12 |
120717 |
88.75 |
89.80 |
87.79 |
89.54 |
+0.73 |
112,043 |
274,617 |
+34,724 |
Oct12 |
120717 |
88.84 |
90.10 |
88.12 |
89.87 |
+0.71 |
31,700 |
87,760 |
+204 |
Nov12 |
120717 |
89.39 |
90.48 |
88.56 |
90.25 |
+0.67 |
20,440 |
67,556 |
+773 |
Dec12 |
120717 |
89.71 |
90.89 |
89.00 |
90.67 |
+0.61 |
35,291 |
175,426 |
-1,396 |
Jan13 |
120717 |
90.62 |
91.30 |
89.50 |
91.09 |
+0.56 |
8,344 |
69,719 |
+1,661 |
Feb13 |
120717 |
91.00 |
91.62 |
89.81 |
91.43 |
+0.52 |
4,447 |
29,016 |
-27 |
Mar13 |
120717 |
91.20 |
91.91 |
90.14 |
91.67 |
+0.47 |
3,657 |
35,527 |
-171 |
Apr13 |
120717 |
91.56 |
91.96 |
90.65 |
91.83 |
+0.43 |
2,284 |
17,566 |
+768 |
May13 |
120717 |
91.53 |
92.03 |
91.21 |
91.93 |
+0.39 |
1,272 |
16,534 |
+29 |
Jun13 |
120717 |
91.79 |
92.25 |
90.58 |
91.99 |
+0.35 |
8,607 |
79,866 |
+739 |
Jul13 |
120717 |
91.71 |
92.31 |
90.62 |
91.99 |
+0.34 |
729 |
25,201 |
-106 |
Aug13 |
120717 |
91.91 |
91.91 |
91.91 |
91.91 |
+0.34 |
344 |
15,212 |
+68 |
Sep13 |
120717 |
91.79 |
91.79 |
91.79 |
91.79 |
+0.34 |
546 |
21,658 |
+0 |
Oct13 |
120717 |
91.66 |
91.66 |
91.66 |
91.66 |
+0.34 |
390 |
13,031 |
+125 |
Nov13 |
120717 |
91.52 |
91.52 |
91.52 |
91.52 |
+0.35 |
294 |
17,893 |
+53 |
Total Volume and Open Interest |
511,859 |
1,444,609 |
+12,409 |
e-miNY Crude Oil(NYM) |
Jul12 |
120619 |
83.000 |
84.375 |
82.300 |
84.025 |
+0.750 |
4,042 |
1,313 |
-363 |
Aug12 |
120717 |
88.200 |
89.450 |
87.425 |
89.225 |
+0.800 |
7,875 |
2,115 |
+377 |
Sep12 |
120717 |
88.625 |
89.775 |
87.800 |
89.550 |
+0.750 |
841 |
807 |
+43 |
Oct12 |
120717 |
88.825 |
89.950 |
88.250 |
89.875 |
+0.725 |
22 |
136 |
+9 |
Nov12 |
120717 |
89.950 |
90.250 |
88.900 |
90.250 |
+0.675 |
27 |
1,699 |
+11 |
Dec12 |
120717 |
89.875 |
90.675 |
89.175 |
90.675 |
+0.625 |
70 |
2,444 |
+46 |
Jan13 |
120717 |
91.100 |
91.100 |
91.100 |
91.100 |
+0.575 |
52 |
733 |
+35 |
Feb13 |
120717 |
90.425 |
91.425 |
90.425 |
91.425 |
+0.525 |
2 |
76 |
+1 |
Mar13 |
120717 |
91.675 |
91.675 |
91.675 |
91.675 |
+0.475 |
0 |
1 |
+0 |
Apr13 |
120717 |
91.825 |
91.825 |
91.825 |
91.825 |
+0.425 |
0 |
1 |
+0 |
Total Volume and Open Interest |
8,889 |
8,215 |
+522 |
Heating Oil(NYM) |
Aug12 |
120717 |
282.78 |
285.66 |
281.83 |
284.22 |
+1.45 |
59,252 |
63,264 |
-5,967 |
Sep12 |
120717 |
282.79 |
285.63 |
281.83 |
284.22 |
+1.43 |
35,242 |
64,526 |
+4,143 |
Oct12 |
120717 |
283.88 |
285.98 |
282.48 |
284.82 |
+1.42 |
14,675 |
32,168 |
-862 |
Nov12 |
120717 |
285.32 |
286.50 |
283.19 |
285.49 |
+1.43 |
8,357 |
24,866 |
-288 |
Dec12 |
120717 |
284.96 |
287.20 |
283.58 |
286.04 |
+1.46 |
13,687 |
42,289 |
-255 |
Jan13 |
120717 |
286.60 |
287.26 |
284.15 |
286.46 |
+1.50 |
4,397 |
21,049 |
-41 |
Feb13 |
120717 |
286.51 |
286.61 |
283.55 |
285.86 |
+1.58 |
1,624 |
10,079 |
-348 |
Mar13 |
120717 |
282.44 |
285.21 |
282.12 |
284.36 |
+1.53 |
3,018 |
15,522 |
-913 |
Apr13 |
120717 |
282.29 |
283.33 |
280.21 |
282.35 |
+1.45 |
2,106 |
18,127 |
+104 |
May13 |
120717 |
285.40 |
285.40 |
284.63 |
285.15 |
+1.40 |
469 |
9,423 |
-191 |
Jun13 |
120717 |
283.00 |
285.32 |
282.56 |
284.40 |
+1.33 |
282 |
5,559 |
-82 |
Jul13 |
120717 |
284.04 |
284.50 |
284.04 |
284.50 |
+1.28 |
29 |
2,337 |
+0 |
Aug13 |
120717 |
285.37 |
285.37 |
284.70 |
284.70 |
+1.18 |
15 |
697 |
+12 |
Sep13 |
120717 |
284.88 |
284.88 |
284.88 |
284.88 |
+1.06 |
0 |
348 |
+0 |
Total Volume and Open Interest |
143,160 |
314,872 |
-4,687 |
Gasoline(NYMEX) |
Aug12 |
120717 |
285.40 |
288.98 |
283.16 |
284.50 |
-0.97 |
45,191 |
58,300 |
-976 |
Sep12 |
120717 |
272.90 |
276.67 |
271.63 |
273.49 |
+0.62 |
36,382 |
72,020 |
+935 |
Oct12 |
120717 |
253.90 |
257.39 |
253.17 |
255.31 |
+1.61 |
15,830 |
32,783 |
+927 |
Nov12 |
120717 |
250.12 |
252.58 |
248.65 |
250.66 |
+1.56 |
10,112 |
19,479 |
+705 |
Dec12 |
120717 |
246.67 |
250.76 |
246.67 |
248.75 |
+1.37 |
8,908 |
33,331 |
+718 |
Jan13 |
120717 |
248.00 |
250.43 |
246.50 |
248.47 |
+1.26 |
1,992 |
12,940 |
+169 |
Feb13 |
120717 |
246.97 |
249.13 |
246.97 |
249.13 |
+1.20 |
710 |
3,950 |
-7 |
Mar13 |
120717 |
250.45 |
250.76 |
248.98 |
250.68 |
+1.17 |
909 |
5,113 |
+217 |
Apr13 |
120717 |
266.06 |
266.06 |
265.00 |
265.00 |
+1.10 |
592 |
5,904 |
+26 |
May13 |
120717 |
264.06 |
264.06 |
264.06 |
264.06 |
+1.07 |
189 |
1,103 |
+42 |
Total Volume and Open Interest |
122,332 |
256,003 |
+3,230 |
e-miNY RBOB Gasoline(NYM) |
Aug12 |
120717 |
284.50 |
284.50 |
284.50 |
284.50 |
-1.00 |
0 |
4 |
+0 |
Sep12 |
120717 |
273.50 |
273.50 |
273.49 |
273.50 |
+0.60 |
|
|
|
Oct12 |
120717 |
255.30 |
255.31 |
255.30 |
255.30 |
+1.60 |
|
|
|
Nov12 |
120717 |
250.70 |
250.70 |
250.66 |
250.70 |
+1.60 |
|
|
|
Total Volume and Open Interest |
0 |
4 |
+0 |
Natural Gas(NYM) |
Aug12 |
120717 |
2.816 |
2.846 |
2.720 |
2.796 |
-0.005 |
96,347 |
112,554 |
-10,822 |
Sep12 |
120717 |
2.804 |
2.831 |
2.711 |
2.786 |
-0.007 |
52,463 |
238,965 |
+5,726 |
Oct12 |
120717 |
2.800 |
2.852 |
2.744 |
2.819 |
-0.001 |
26,867 |
148,087 |
+849 |
Nov12 |
120717 |
3.038 |
3.067 |
2.968 |
3.039 |
-0.001 |
20,747 |
110,023 |
+163 |
Dec12 |
120717 |
3.300 |
3.344 |
3.250 |
3.316 |
-0.006 |
10,927 |
54,619 |
+435 |
Jan13 |
120717 |
3.450 |
3.495 |
3.400 |
3.465 |
-0.006 |
14,756 |
111,110 |
+1,763 |
Feb13 |
120717 |
3.482 |
3.508 |
3.450 |
3.480 |
-0.009 |
4,797 |
28,093 |
+1,168 |
Mar13 |
120717 |
3.400 |
3.481 |
3.400 |
3.452 |
-0.009 |
6,067 |
48,103 |
-15 |
Apr13 |
120717 |
3.375 |
3.463 |
3.375 |
3.436 |
-0.007 |
5,367 |
69,201 |
+942 |
May13 |
120717 |
3.474 |
3.487 |
3.433 |
3.462 |
-0.007 |
496 |
16,283 |
+62 |
Jun13 |
120717 |
3.500 |
3.523 |
3.472 |
3.500 |
-0.007 |
241 |
8,609 |
-15 |
Jul13 |
120717 |
3.553 |
3.569 |
3.519 |
3.546 |
-0.007 |
530 |
12,563 |
+134 |
Aug13 |
120717 |
3.552 |
3.589 |
3.548 |
3.567 |
-0.007 |
466 |
9,541 |
+73 |
Sep13 |
120717 |
3.570 |
3.593 |
3.542 |
3.570 |
-0.007 |
355 |
7,585 |
-27 |
Oct13 |
120717 |
3.605 |
3.630 |
3.575 |
3.605 |
-0.006 |
855 |
35,415 |
-58 |
Nov13 |
120717 |
3.735 |
3.745 |
3.699 |
3.724 |
-0.005 |
194 |
17,396 |
+1 |
Total Volume and Open Interest |
242,275 |
1,128,656 |
+520 |
Brent Crude Oil(ICE) |
Sep12 |
120717 |
103.32 |
104.75 |
102.77 |
104.00 |
+0.63 |
249,832 |
237,103 |
+10,703 |
Oct12 |
120717 |
102.47 |
104.09 |
102.22 |
103.42 |
+0.61 |
108,552 |
192,428 |
+12,283 |
Nov12 |
120717 |
102.21 |
103.73 |
101.92 |
103.10 |
+0.57 |
53,869 |
100,070 |
+1,954 |
Dec12 |
120717 |
101.57 |
103.44 |
101.57 |
102.82 |
+0.54 |
81,153 |
134,818 |
-4,741 |
Jan13 |
120717 |
101.77 |
103.15 |
101.50 |
102.57 |
+0.50 |
21,716 |
41,173 |
+2,318 |
Feb13 |
120717 |
101.61 |
102.81 |
101.26 |
102.31 |
+0.47 |
11,298 |
22,247 |
+2,005 |
Mar13 |
120717 |
101.82 |
102.45 |
101.00 |
102.02 |
+0.42 |
10,458 |
33,304 |
+259 |
Apr13 |
120717 |
101.61 |
102.20 |
100.74 |
101.74 |
+0.35 |
7,124 |
13,924 |
-528 |
May13 |
120717 |
101.42 |
101.93 |
100.51 |
101.47 |
+0.29 |
7,043 |
14,628 |
-487 |
Jun13 |
120717 |
101.23 |
101.78 |
100.30 |
101.22 |
+0.23 |
18,308 |
53,783 |
+1,480 |
Jul13 |
120717 |
101.01 |
101.01 |
101.01 |
101.01 |
+0.20 |
3,078 |
11,374 |
+524 |
Aug13 |
120717 |
100.50 |
100.77 |
100.50 |
100.77 |
+0.20 |
1,438 |
12,348 |
-12 |
Sep13 |
120717 |
100.48 |
100.48 |
100.48 |
100.48 |
+0.20 |
1,483 |
11,731 |
+79 |
Oct13 |
120717 |
100.30 |
100.30 |
100.19 |
100.19 |
+0.20 |
533 |
8,371 |
+78 |
Total Volume and Open Interest |
718,456 |
1,163,064 |
+1,512 |
Gas Oil(ICE) |
Aug12 |
120717 |
890.75 |
902.50 |
889.50 |
894.50 |
+5.00 |
74,436 |
132,436 |
-7,709 |
Sep12 |
120717 |
891.50 |
901.50 |
888.75 |
893.25 |
+4.25 |
72,050 |
103,898 |
+5,845 |
Oct12 |
120717 |
889.25 |
899.25 |
887.25 |
891.25 |
+3.75 |
42,677 |
55,521 |
+1,836 |
Nov12 |
120717 |
889.25 |
896.75 |
885.00 |
888.75 |
+3.50 |
23,119 |
31,339 |
-137 |
Dec12 |
120717 |
887.75 |
894.75 |
882.50 |
886.25 |
+3.50 |
37,818 |
65,085 |
-27 |
Jan13 |
120717 |
884.00 |
891.25 |
881.75 |
885.00 |
+3.25 |
8,567 |
22,430 |
+416 |
Feb13 |
120717 |
884.25 |
887.00 |
882.00 |
883.25 |
+3.25 |
3,579 |
16,280 |
-49 |
Mar13 |
120717 |
880.00 |
888.50 |
879.25 |
880.75 |
+3.25 |
2,959 |
15,818 |
-141 |
Apr13 |
120717 |
879.50 |
885.75 |
877.00 |
878.00 |
+3.00 |
1,699 |
11,392 |
+486 |
May13 |
120717 |
877.50 |
883.25 |
874.00 |
875.75 |
+3.00 |
1,208 |
10,310 |
+267 |
Total Volume and Open Interest |
280,624 |
564,022 |
+1,775 |
Ethanol(CBOT) |
Jul12 |
120705 |
2.417 |
2.419 |
2.388 |
2.398 |
+0.044 |
15 |
82 |
-53 |
Aug12 |
120717 |
2.622 |
2.710 |
2.622 |
2.689 |
+0.020 |
305 |
1,369 |
-51 |
Sep12 |
120717 |
2.604 |
2.668 |
2.603 |
2.643 |
+0.016 |
354 |
1,643 |
+51 |
Oct12 |
120717 |
2.534 |
2.600 |
2.534 |
2.569 |
+0.017 |
249 |
1,568 |
+13 |
Nov12 |
120717 |
2.538 |
2.551 |
2.526 |
2.530 |
+0.011 |
117 |
1,504 |
-19 |
Dec12 |
120717 |
2.486 |
2.537 |
2.486 |
2.509 |
+0.007 |
131 |
1,349 |
+19 |
Jan13 |
120717 |
2.464 |
2.520 |
2.464 |
2.495 |
+0.007 |
74 |
1,461 |
+42 |
Feb13 |
120717 |
2.492 |
2.508 |
2.473 |
2.482 |
+0.004 |
95 |
917 |
+10 |
Total Volume and Open Interest |
1,690 |
12,152 |
+230 |
WTI Crude Oil(ICE) |
Aug12 |
120717 |
88.12 |
89.45 |
87.42 |
89.22 |
+0.79 |
46,517 |
39,028 |
-4,082 |
Sep12 |
120717 |
88.49 |
89.80 |
87.78 |
89.54 |
+0.73 |
29,932 |
65,246 |
+4,213 |
Oct12 |
120717 |
88.95 |
90.02 |
88.12 |
89.87 |
+0.71 |
11,173 |
29,520 |
+2,153 |
Nov12 |
120717 |
89.70 |
90.35 |
88.73 |
90.25 |
+0.67 |
7,185 |
20,742 |
+1,875 |
Dec12 |
120717 |
90.05 |
90.76 |
89.01 |
90.67 |
+0.61 |
14,554 |
85,345 |
-852 |
Jan13 |
120717 |
90.60 |
91.14 |
89.54 |
91.09 |
+0.56 |
2,319 |
16,077 |
-148 |
Feb13 |
120717 |
90.95 |
91.43 |
89.82 |
91.43 |
+0.52 |
1,170 |
10,259 |
+120 |
Mar13 |
120717 |
90.77 |
91.67 |
90.37 |
91.67 |
+0.47 |
1,236 |
8,021 |
+4 |
Apr13 |
120717 |
91.83 |
91.83 |
91.83 |
91.83 |
+0.43 |
913 |
3,766 |
-75 |
May13 |
120717 |
91.93 |
91.93 |
91.93 |
91.93 |
+0.39 |
227 |
2,653 |
+20 |
Jun13 |
120717 |
91.99 |
91.99 |
91.99 |
91.99 |
+0.35 |
2,352 |
24,120 |
-459 |
Jul13 |
120717 |
91.99 |
91.99 |
91.99 |
91.99 |
+0.34 |
94 |
1,973 |
+0 |
Aug13 |
120717 |
91.91 |
91.91 |
91.91 |
91.91 |
+0.34 |
49 |
3,107 |
+10 |
Sep13 |
120717 |
91.79 |
91.79 |
91.79 |
91.79 |
+0.34 |
32 |
6,571 |
-6 |
Oct13 |
120717 |
91.66 |
91.66 |
91.66 |
91.66 |
+0.34 |
57 |
1,459 |
+7 |
Nov13 |
120717 |
91.52 |
91.52 |
91.52 |
91.52 |
+0.35 |
23 |
3,370 |
-8 |
Total Volume and Open Interest |
124,132 |
445,944 |
+3,446 |
US Dollar Index(ICE) |
Sep12 |
120717 |
83.260 |
83.690 |
83.030 |
83.168 |
-0.050 |
23,228 |
67,344 |
+1,329 |
Dec12 |
120717 |
83.420 |
83.950 |
83.420 |
83.507 |
-0.050 |
10 |
663 |
-1 |
Mar13 |
120717 |
83.868 |
83.868 |
83.868 |
83.868 |
-0.050 |
|
|
|
Total Volume and Open Interest |
23,238 |
68,007 |
+1,328 |
Australian Dollar(CME) |
Sep12 |
120717 |
101.86 |
102.62 |
101.78 |
102.56 |
+0.62 |
136,383 |
120,295 |
-4,880 |
Dec12 |
120717 |
101.29 |
101.78 |
101.09 |
101.78 |
+0.60 |
58 |
719 |
+10 |
Mar13 |
120717 |
101.08 |
101.08 |
100.51 |
101.08 |
+0.57 |
0 |
4 |
+0 |
Total Volume and Open Interest |
136,441 |
121,021 |
-4,870 |
British Pound(CME) |
Sep12 |
120717 |
156.30 |
156.76 |
155.52 |
156.44 |
+0.19 |
106,882 |
116,695 |
-7,665 |
Dec12 |
120717 |
156.15 |
156.41 |
155.70 |
156.41 |
+0.19 |
48 |
461 |
+14 |
Mar13 |
120717 |
156.37 |
156.37 |
156.19 |
156.37 |
+0.18 |
14 |
147 |
+0 |
Total Volume and Open Interest |
106,944 |
117,304 |
-7,651 |
Canadian Dollar(CME) |
Sep12 |
120717 |
98.39 |
98.68 |
98.19 |
98.62 |
+0.20 |
94,853 |
93,764 |
-4,833 |
Dec12 |
120717 |
98.26 |
98.45 |
98.04 |
98.43 |
+0.20 |
630 |
7,510 |
+63 |
Mar13 |
120717 |
98.09 |
98.24 |
98.05 |
98.24 |
+0.19 |
11 |
1,524 |
+4 |
Jun13 |
120717 |
97.85 |
98.07 |
97.85 |
98.07 |
+0.19 |
2 |
333 |
+0 |
Total Volume and Open Interest |
95,496 |
103,183 |
-4,766 |
Japanese Yen(CME) |
Sep12 |
120717 |
126.85 |
127.01 |
126.39 |
126.51 |
-0.46 |
48,979 |
117,981 |
+1,180 |
Dec12 |
120717 |
126.94 |
127.13 |
126.57 |
126.66 |
-0.47 |
92 |
547 |
+0 |
Mar13 |
120717 |
126.82 |
127.30 |
126.82 |
126.82 |
-0.48 |
4 |
45 |
+3 |
Total Volume and Open Interest |
49,075 |
118,577 |
+1,183 |
Swiss Franc(CME) |
Sep12 |
120717 |
102.32 |
102.68 |
101.64 |
102.40 |
+0.04 |
40,799 |
59,527 |
+1,266 |
Dec12 |
120717 |
102.69 |
102.69 |
102.65 |
102.69 |
+0.04 |
5 |
218 |
+5 |
Mar13 |
120717 |
103.01 |
103.01 |
102.97 |
103.01 |
+0.04 |
0 |
2 |
+0 |
Total Volume and Open Interest |
40,804 |
59,747 |
+1,271 |
EuroFX(CME) |
Sep12 |
120717 |
122.81 |
123.27 |
122.00 |
122.97 |
+0.11 |
227,048 |
324,606 |
-4,142 |
Dec12 |
120717 |
122.98 |
123.42 |
122.25 |
123.14 |
+0.11 |
185 |
1,495 |
+33 |
Mar13 |
120717 |
122.70 |
123.32 |
122.70 |
123.32 |
+0.11 |
0 |
73 |
+0 |
Total Volume and Open Interest |
227,236 |
326,792 |
-4,106 |
Mexican Peso(CME) |
Jul12 |
120716 |
751.0 |
752.0 |
751.0 |
751.0 |
-1.0 |
|
|
|
Aug12 |
120717 |
757.8 |
757.8 |
753.8 |
757.8 |
+4.0 |
|
|
|
Total Volume and Open Interest |
32,562 |
149,458 |
+2,001 |
Brazilian Real(CME) |
Aug12 |
120717 |
493.10 |
493.50 |
489.10 |
492.50 |
+2.75 |
1 |
1,619 |
-1 |
Sep12 |
120717 |
489.80 |
490.20 |
486.45 |
489.80 |
+2.65 |
38 |
2,306 |
+2 |
Oct12 |
120717 |
487.85 |
487.85 |
485.20 |
487.85 |
+2.65 |
|
|
|
Nov12 |
120717 |
485.95 |
485.95 |
483.30 |
485.95 |
+2.65 |
|
|
|
Total Volume and Open Interest |
39 |
17,488 |
+1 |
30-Year T-Bonds(CBOT) |
Sep12 |
120717 |
151~180 |
151~240 |
150~250 |
150~300 |
-0~270 |
270,533 |
629,705 |
-14,324 |
Dec12 |
120717 |
152~190 |
152~290 |
151~270 |
152~000 |
-0~290 |
344 |
3,566 |
+94 |
Mar13 |
120717 |
151~080 |
152~050 |
151~080 |
151~080 |
-0~290 |
0 |
1 |
+0 |
Total Volume and Open Interest |
270,877 |
633,272 |
-14,230 |
10-Year T-Notes(CBOT) |
Sep12 |
120717 |
134~230 |
134~275 |
134~155 |
134~175 |
-0~085 |
595,688 |
1,813,825 |
-13,421 |
Dec12 |
120717 |
133~230 |
133~270 |
133~190 |
133~190 |
-0~080 |
102 |
1,783 |
-2 |
Mar13 |
120717 |
132~240 |
133~000 |
132~240 |
132~240 |
-0~080 |
|
|
|
Total Volume and Open Interest |
595,790 |
1,815,608 |
-13,423 |
5-Year T-Notes(CBOT) |
Sep12 |
120717 |
124~082 |
124~091 |
124~066 |
124~070 |
-0~015 |
267,316 |
1,148,063 |
-3,028 |
Dec12 |
120717 |
124~034 |
124~049 |
124~034 |
124~034 |
-0~015 |
0 |
96 |
+0 |
Mar13 |
120717 |
123~082 |
123~097 |
123~082 |
123~082 |
-0~015 |
|
|
|
Total Volume and Open Interest |
267,316 |
1,148,159 |
-3,028 |
2 Year T-Notes(CBOT) |
Sep12 |
120717 |
110~037 |
110~039 |
110~032 |
110~034 |
-0~004 |
221,025 |
943,350 |
+28,654 |
Dec12 |
120717 |
110~035 |
110~038 |
110~033 |
110~034 |
-0~004 |
4,958 |
10,575 |
+4,701 |
Mar13 |
120717 |
109~100 |
109~104 |
109~100 |
109~100 |
-0~004 |
|
|
|
Total Volume and Open Interest |
225,983 |
953,925 |
+33,355 |
Eurodollars(CME) |
Sep12 |
120717 |
99.600 |
99.610 |
99.580 |
99.590 |
-0.005 |
178,358 |
982,831 |
+13,469 |
Dec12 |
120717 |
99.585 |
99.595 |
99.565 |
99.580 |
unch |
218,129 |
933,769 |
-8,606 |
Mar13 |
120717 |
99.575 |
99.580 |
99.550 |
99.565 |
unch |
200,084 |
695,131 |
-6,020 |
Jun13 |
120717 |
99.555 |
99.565 |
99.535 |
99.545 |
-0.005 |
158,440 |
667,124 |
-2,324 |
Sep13 |
120717 |
99.535 |
99.545 |
99.515 |
99.525 |
-0.005 |
152,473 |
680,057 |
+17,954 |
Dec13 |
120717 |
99.505 |
99.515 |
99.490 |
99.495 |
-0.010 |
103,622 |
667,778 |
-952 |
Mar14 |
120717 |
99.480 |
99.490 |
99.460 |
99.470 |
-0.010 |
93,572 |
602,451 |
+2,584 |
Jun14 |
120717 |
99.440 |
99.450 |
99.415 |
99.425 |
-0.015 |
82,513 |
467,097 |
-605 |
Sep14 |
120717 |
99.385 |
99.395 |
99.365 |
99.375 |
-0.015 |
101,960 |
362,586 |
-2,974 |
Dec14 |
120717 |
99.310 |
99.325 |
99.290 |
99.300 |
-0.015 |
55,228 |
335,715 |
-5,076 |
Mar15 |
120717 |
99.245 |
99.250 |
99.220 |
99.230 |
-0.020 |
60,585 |
305,424 |
+2,066 |
Jun15 |
120717 |
0.841 |
0.856 |
0.816 |
0.826 |
-0.025 |
55,544 |
265,551 |
+5,936 |
Sep15 |
120717 |
0.726 |
0.741 |
0.706 |
0.711 |
-0.035 |
82,425 |
250,373 |
+17,809 |
Dec15 |
120717 |
0.606 |
0.616 |
0.576 |
0.586 |
-0.035 |
32,534 |
140,371 |
-421 |
Mar16 |
120717 |
0.491 |
0.506 |
0.461 |
0.471 |
-0.040 |
22,431 |
82,920 |
-106 |
Jun16 |
120717 |
0.371 |
0.381 |
0.336 |
0.346 |
-0.040 |
16,975 |
101,370 |
+217 |
Sep16 |
120717 |
0.231 |
0.246 |
0.206 |
0.216 |
-0.040 |
9,710 |
72,785 |
+8 |
Dec16 |
120717 |
0.096 |
0.106 |
0.061 |
0.071 |
-0.045 |
9,001 |
72,612 |
+295 |
Total Volume and Open Interest |
1,650,765 |
7,871,111 |
-25,302 |
30 Day Federal Funds(CBOT) |
Jul12 |
120717 |
99.830 |
99.832 |
99.830 |
99.832 |
unch |
5,552 |
61,350 |
+1,317 |
Aug12 |
120717 |
99.845 |
99.850 |
99.835 |
99.845 |
unch |
8,303 |
53,063 |
+868 |
Sep12 |
120717 |
99.855 |
99.860 |
99.840 |
99.850 |
unch |
4,052 |
46,716 |
-827 |
Oct12 |
120717 |
99.855 |
99.860 |
99.840 |
99.855 |
unch |
4,471 |
53,448 |
+1,474 |
Nov12 |
120717 |
99.855 |
99.865 |
99.845 |
99.855 |
unch |
5,332 |
38,909 |
+1,746 |
Dec12 |
120717 |
99.865 |
99.870 |
99.855 |
99.860 |
unch |
2,668 |
26,450 |
+501 |
Total Volume and Open Interest |
46,810 |
492,021 |
+6,827 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep12 |
120717 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Dec12 |
120717 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Mar13 |
120717 |
99.677 |
99.677 |
99.677 |
99.677 |
unch |
|
|
|
Jun13 |
120717 |
99.750 |
99.750 |
99.750 |
99.750 |
+0.070 |
|
|
|
Sep13 |
120717 |
99.750 |
99.750 |
99.750 |
99.750 |
+0.070 |
|
|
|
Dec13 |
120717 |
99.755 |
99.755 |
99.755 |
99.755 |
+0.070 |
|
|
|
Mar14 |
120717 |
99.755 |
99.755 |
99.755 |
99.755 |
+0.070 |
|
|
|
Jun14 |
120717 |
99.615 |
99.615 |
99.615 |
99.615 |
+0.070 |
|
|
|
Sep14 |
120717 |
99.475 |
99.475 |
99.475 |
99.475 |
+0.070 |
|
|
|
Dec14 |
120717 |
99.650 |
99.650 |
99.650 |
99.650 |
+0.070 |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Sep12 |
120717 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,785 |
+0 |
Dec12 |
120717 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
515 |
+0 |
Mar13 |
120717 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
185 |
+0 |
Jun13 |
120717 |
99.75 |
99.75 |
99.75 |
99.75 |
+0.07 |
0 |
202 |
+0 |
Sep13 |
120717 |
99.75 |
99.75 |
99.75 |
99.75 |
+0.07 |
0 |
305 |
+0 |
Dec13 |
120717 |
99.75 |
99.75 |
99.75 |
99.75 |
+0.07 |
0 |
384 |
+0 |
Mar14 |
120717 |
99.75 |
99.75 |
99.75 |
99.75 |
+0.07 |
0 |
344 |
+0 |
Jun14 |
120717 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.07 |
|
|
|
Total Volume and Open Interest |
0 |
3,722 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep12 |
120717 |
144.22 |
144.35 |
144.21 |
144.26 |
-0.01 |
1,886 |
19,767 |
+438 |
Dec12 |
120717 |
143.45 |
143.45 |
143.45 |
143.45 |
+0.03 |
0 |
6 |
+0 |
Mar13 |
120717 |
141.36 |
141.36 |
141.36 |
141.36 |
+0.03 |
|
|
|
Total Volume and Open Interest |
1,886 |
19,773 |
+438 |
Euro-Bund(EUREX) |
Sep12 |
120717 |
144.83 |
145.27 |
144.62 |
145.12 |
+0.08 |
475,095 |
850,818 |
+2,585 |
Dec12 |
120717 |
143.17 |
143.42 |
143.03 |
143.42 |
+0.08 |
1,070 |
1,029 |
+819 |
Mar13 |
120717 |
143.42 |
143.42 |
143.42 |
143.42 |
+0.08 |
|
|
|
Total Volume and Open Interest |
476,165 |
851,847 |
+3,404 |
Euro-Bobl(EUREX) |
Sep12 |
120717 |
127.85 |
127.97 |
127.71 |
127.92 |
+0.01 |
272,300 |
609,107 |
+6,066 |
Dec12 |
120717 |
126.15 |
126.30 |
126.15 |
126.30 |
+0.01 |
1 |
2,129 |
+1 |
Mar13 |
120717 |
126.30 |
126.30 |
126.30 |
126.30 |
+0.01 |
|
|
|
Total Volume and Open Interest |
272,301 |
611,236 |
+6,067 |
3-Mth Euribor(EUREX) |
Sep12 |
120717 |
99.620 |
99.620 |
99.620 |
99.620 |
-0.005 |
50 |
3,158 |
-50 |
Dec12 |
120717 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
50 |
1,310 |
-50 |
Mar13 |
120717 |
99.640 |
99.640 |
99.640 |
99.640 |
+0.005 |
50 |
1,078 |
+0 |
Total Volume and Open Interest |
300 |
7,006 |
-148 |
Long Gilt(LIFFE) |
Sep12 |
120717 |
121~12 |
121~17 |
121~03 |
121~14 |
+0~02 |
79,639 |
338,147 |
-4,726 |
Dec12 |
120717 |
120~12 |
120~12 |
120~12 |
120~12 |
+0~02 |
0 |
70 |
+0 |
Total Volume and Open Interest |
79,639 |
338,217 |
-4,726 |
3-Mth Short Sterling(LIFFE) |
Sep12 |
120717 |
99.31 |
99.31 |
99.28 |
99.29 |
-0.02 |
40,921 |
381,086 |
+571 |
Dec12 |
120717 |
99.35 |
99.35 |
99.31 |
99.32 |
-0.03 |
32,506 |
326,705 |
-941 |
Mar13 |
120717 |
99.37 |
99.38 |
99.34 |
99.35 |
-0.04 |
36,413 |
303,048 |
+735 |
Jun13 |
120717 |
99.39 |
99.39 |
99.35 |
99.36 |
-0.04 |
29,838 |
296,494 |
+5,315 |
Sep13 |
120717 |
99.38 |
99.39 |
99.34 |
99.35 |
-0.04 |
41,272 |
358,236 |
+32 |
Dec13 |
120717 |
99.35 |
99.36 |
99.32 |
99.33 |
-0.04 |
21,594 |
223,375 |
+2,864 |
Total Volume and Open Interest |
279,832 |
2,543,186 |
+5,945 |
3-Mth Euribor(LIFFE) |
Sep12 |
120717 |
99.625 |
99.635 |
99.615 |
99.620 |
-0.005 |
109,087 |
611,935 |
+26,749 |
Dec12 |
120717 |
99.645 |
99.650 |
99.625 |
99.640 |
unch |
69,862 |
519,495 |
+381 |
Mar13 |
120717 |
99.635 |
99.650 |
99.620 |
99.640 |
+0.005 |
38,129 |
413,878 |
+3,705 |
Total Volume and Open Interest |
499,510 |
3,477,007 |
+32,784 |
3-Mth Aus T-Bills(SFE) |
Sep12 |
120717 |
96.72 |
96.75 |
96.64 |
96.68 |
-0.05 |
13,226 |
170,694 |
-1,632 |
Dec12 |
120717 |
97.05 |
97.08 |
96.97 |
97.00 |
-0.05 |
11,196 |
170,331 |
-2,394 |
Mar13 |
120717 |
97.18 |
97.22 |
97.11 |
97.15 |
-0.03 |
7,085 |
112,540 |
+1,567 |
Jun13 |
120717 |
97.16 |
97.21 |
97.10 |
97.14 |
-0.01 |
3,531 |
85,849 |
-29 |
Sep13 |
120717 |
97.08 |
97.12 |
97.03 |
97.07 |
unch |
1,334 |
53,546 |
-356 |
Dec13 |
120717 |
96.98 |
97.03 |
96.95 |
96.98 |
-0.01 |
713 |
39,941 |
-236 |
Mar14 |
120717 |
96.92 |
96.97 |
96.88 |
96.92 |
unch |
916 |
25,879 |
-891 |
Jun14 |
120717 |
96.85 |
96.91 |
96.81 |
96.86 |
+0.01 |
292 |
12,084 |
-115 |
Sep14 |
120717 |
96.78 |
96.81 |
96.78 |
96.81 |
+0.02 |
21 |
1,890 |
-79 |
Dec14 |
120717 |
96.69 |
96.73 |
96.69 |
96.73 |
+0.02 |
1 |
495 |
+0 |
Total Volume and Open Interest |
38,315 |
673,298 |
-4,165 |
10-Year Aus T-Bonds(SFE) |
Sep12 |
120717 |
97.20 |
97.24 |
97.15 |
97.18 |
-0.01 |
30,473 |
387,125 |
+1,182 |
Dec12 |
120717 |
97.18 |
97.18 |
97.18 |
97.18 |
-0.01 |
|
|
|
Total Volume and Open Interest |
30,473 |
387,125 |
+1,182 |
3-Year Aus T-Bonds(SFE) |
Sep12 |
120717 |
97.79 |
97.85 |
97.74 |
97.77 |
-0.02 |
94,820 |
424,936 |
-3,207 |
Dec12 |
120717 |
97.77 |
97.77 |
97.77 |
97.77 |
-0.02 |
|
|
|
Total Volume and Open Interest |
94,820 |
424,936 |
-3,207 |
Gold(CMX) |
Aug12 |
120717 |
1588.6 |
1598.8 |
1571.0 |
1589.5 |
-2.1 |
129,985 |
179,000 |
-5,334 |
Oct12 |
120717 |
1591.1 |
1600.1 |
1573.5 |
1591.8 |
-2.1 |
811 |
19,880 |
+268 |
Dec12 |
120717 |
1594.2 |
1603.3 |
1576.0 |
1594.2 |
-2.1 |
13,165 |
124,294 |
+2,841 |
Feb13 |
120717 |
1595.0 |
1600.5 |
1582.5 |
1596.3 |
-2.1 |
470 |
20,825 |
+193 |
Apr13 |
120717 |
1598.0 |
1598.3 |
1588.0 |
1598.3 |
-2.1 |
420 |
16,839 |
+144 |
Jun13 |
120717 |
1587.8 |
1600.5 |
1587.8 |
1600.3 |
-2.1 |
250 |
18,657 |
+47 |
Aug13 |
120717 |
1602.3 |
1602.3 |
1602.3 |
1602.3 |
-2.1 |
830 |
1,624 |
+131 |
Oct13 |
120717 |
1606.0 |
1606.0 |
1604.5 |
1604.5 |
-2.1 |
14 |
1,231 |
-5 |
Dec13 |
120717 |
1588.6 |
1608.4 |
1588.6 |
1606.7 |
-2.1 |
215 |
9,702 |
-107 |
Feb14 |
120717 |
1609.0 |
1609.0 |
1609.0 |
1609.0 |
-2.1 |
0 |
5 |
+0 |
Apr14 |
120717 |
1611.4 |
1611.4 |
1611.4 |
1611.4 |
-2.1 |
0 |
1 |
+0 |
Jun14 |
120717 |
1613.9 |
1613.9 |
1613.9 |
1613.9 |
-2.0 |
0 |
8,868 |
+0 |
Total Volume and Open Interest |
146,991 |
431,549 |
-1,771 |
Silver(CMX) |
Jul12 |
120717 |
2729.0 |
2732.5 |
2677.0 |
2729.2 |
-0.5 |
93 |
1,670 |
-41 |
Sep12 |
120717 |
2727.0 |
2759.5 |
2672.0 |
2731.6 |
-0.5 |
27,263 |
62,640 |
-279 |
Dec12 |
120717 |
2735.0 |
2764.5 |
2684.0 |
2739.5 |
-0.5 |
1,416 |
25,870 |
-406 |
Mar13 |
120717 |
2744.6 |
2752.5 |
2744.6 |
2744.6 |
-0.4 |
119 |
4,449 |
+20 |
May13 |
120717 |
2746.4 |
2746.4 |
2746.4 |
2746.4 |
-0.4 |
28 |
2,477 |
+2 |
Jul13 |
120717 |
2747.5 |
2747.5 |
2747.5 |
2747.5 |
-0.4 |
21 |
3,908 |
-5 |
Sep13 |
120717 |
2738.0 |
2750.5 |
2738.0 |
2748.5 |
-0.4 |
0 |
2,230 |
+0 |
Total Volume and Open Interest |
29,137 |
123,091 |
-724 |
Platinum(NYMEX) |
Jul12 |
120717 |
1421.9 |
1425.2 |
1418.3 |
1418.3 |
+3.5 |
0 |
32 |
+0 |
Oct12 |
120717 |
1418.5 |
1432.1 |
1408.0 |
1420.7 |
+3.4 |
5,325 |
47,134 |
+94 |
Jan13 |
120717 |
1427.6 |
1432.2 |
1412.7 |
1423.7 |
+3.3 |
84 |
2,096 |
+37 |
Apr13 |
120717 |
1426.9 |
1426.9 |
1426.9 |
1426.9 |
+3.3 |
0 |
17 |
+0 |
Total Volume and Open Interest |
5,409 |
49,287 |
+131 |
Palladium(NYMEX) |
Sep12 |
120717 |
577.20 |
586.95 |
574.05 |
583.35 |
+5.50 |
2,452 |
20,982 |
+51 |
Dec12 |
120717 |
586.10 |
588.30 |
576.50 |
584.70 |
+5.50 |
52 |
1,108 |
+39 |
Mar13 |
120717 |
584.75 |
584.75 |
584.75 |
584.75 |
+5.50 |
|
|
|
Total Volume and Open Interest |
2,504 |
22,095 |
+90 |
Copper(CMX) |
Jul12 |
120717 |
350.40 |
350.40 |
343.15 |
345.30 |
-2.80 |
584 |
2,164 |
-109 |
Sep12 |
120717 |
348.75 |
351.25 |
343.25 |
345.55 |
-2.95 |
44,880 |
80,755 |
-1,098 |
Dec12 |
120717 |
349.70 |
352.15 |
344.50 |
346.50 |
-2.95 |
3,292 |
34,092 |
+923 |
Mar13 |
120717 |
350.85 |
351.45 |
346.40 |
347.35 |
-2.90 |
1,033 |
7,018 |
+170 |
May13 |
120717 |
351.90 |
351.90 |
345.95 |
347.70 |
-2.90 |
125 |
1,616 |
+2 |
Total Volume and Open Interest |
50,352 |
135,223 |
-182 |
DJIA Index(CBOT) |
Sep12 |
120717 |
12650 |
12760 |
12585 |
12737 |
+89 |
165 |
12,691 |
+11 |
Dec12 |
120717 |
12659 |
12659 |
12570 |
12659 |
+89 |
0 |
14 |
+0 |
Mar13 |
120717 |
12592 |
12592 |
12503 |
12592 |
+89 |
|
|
|
Jun13 |
120717 |
12516 |
12516 |
12427 |
12516 |
+89 |
|
|
|
Total Volume and Open Interest |
165 |
12,705 |
+11 |
E-mini DJIA Index(CBOT) |
Sep12 |
120717 |
12650 |
12766 |
12578 |
12737 |
+89 |
116,885 |
83,657 |
+3,140 |
Dec12 |
120717 |
12591 |
12666 |
12565 |
12659 |
+89 |
10 |
78 |
+1 |
Mar13 |
120717 |
12592 |
12592 |
12592 |
12592 |
+89 |
0 |
2 |
+0 |
Jun13 |
120717 |
12516 |
12516 |
12516 |
12516 |
+89 |
0 |
38 |
+0 |
Total Volume and Open Interest |
116,895 |
83,775 |
+55,963 |
S & P 500(CME) |
Sep12 |
120717 |
1346.90 |
1360.50 |
1339.50 |
1358.50 |
+11.10 |
7,678 |
225,827 |
-260 |
Dec12 |
120717 |
1351.50 |
1353.40 |
1333.40 |
1351.50 |
+11.10 |
512 |
11,480 |
-483 |
Mar13 |
120717 |
1344.80 |
1346.80 |
1326.80 |
1344.80 |
+11.00 |
0 |
448 |
-41 |
Jun13 |
120717 |
1337.90 |
1339.90 |
1319.90 |
1337.90 |
+11.00 |
0 |
14 |
-10 |
Total Volume and Open Interest |
8,190 |
237,769 |
-794 |
S & P 500 E-Mini(Globex) |
Sep12 |
120717 |
1347.25 |
1360.50 |
1339.25 |
1358.50 |
+11.00 |
1,758,931 |
2,805,218 |
+8,430 |
Dec12 |
120717 |
1340.00 |
1353.50 |
1333.00 |
1351.50 |
+11.00 |
2,428 |
17,682 |
+573 |
Total Volume and Open Interest |
1,761,363 |
2,824,394 |
+8,751 |
NASDAQ 100(CME) |
Sep12 |
120717 |
2572.00 |
2595.00 |
2548.00 |
2587.00 |
+15.50 |
832 |
7,559 |
-106 |
Dec12 |
120717 |
2580.00 |
2580.00 |
2544.00 |
2580.00 |
+15.50 |
|
|
|
Mar13 |
120717 |
2574.50 |
2574.50 |
2559.00 |
2574.50 |
+15.50 |
|
|
|
Total Volume and Open Interest |
832 |
7,559 |
-106 |
NASDAQ 100 E-Mini(Globex) |
Sep12 |
120717 |
2571.80 |
2594.00 |
2548.00 |
2587.00 |
+15.50 |
187,072 |
342,056 |
-4,577 |
Dec12 |
120717 |
2582.80 |
2582.80 |
2543.00 |
2580.00 |
+15.50 |
3 |
49 |
-2 |
Total Volume and Open Interest |
187,075 |
342,113 |
-4,579 |
S & P Midcap 400(CME) |
Sep12 |
120717 |
941.00 |
941.00 |
925.00 |
941.00 |
+6.50 |
146 |
1,181 |
+146 |
Dec12 |
120717 |
938.00 |
938.00 |
932.20 |
938.00 |
+5.80 |
|
|
|
Mar13 |
120717 |
936.00 |
936.00 |
930.20 |
936.00 |
+5.80 |
|
|
|
Total Volume and Open Interest |
146 |
1,181 |
+146 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep12 |
120717 |
8740 |
8815 |
8730 |
8790 |
+45 |
3,306 |
29,334 |
+239 |
Dec12 |
120717 |
8750 |
8750 |
8705 |
8750 |
+45 |
0 |
6 |
+0 |
Total Volume and Open Interest |
3,306 |
29,340 |
+239 |
Nikkei 225(SGX) |
Sep12 |
120717 |
8740 |
8810 |
8685 |
8740 |
+45 |
112,785 |
178,388 |
+8,312 |
Dec12 |
120717 |
8680 |
8680 |
8680 |
8680 |
+45 |
17 |
9,045 |
+6 |
Mar13 |
120717 |
8665 |
8665 |
8665 |
8665 |
+45 |
0 |
48 |
+0 |
Total Volume and Open Interest |
117,506 |
204,152 |
+9,898 |
CAC 40(EURONEXT) |
Jul12 |
120717 |
3189.0 |
3205.0 |
3165.0 |
3177.0 |
-1.5 |
107,486 |
302,334 |
-16,467 |
Aug12 |
120717 |
3189.0 |
3204.5 |
3166.5 |
3177.0 |
-0.5 |
41,141 |
30,840 |
+2,595 |
Sep12 |
120717 |
3184.0 |
3197.5 |
3163.0 |
3171.0 |
-1.0 |
2,924 |
33,035 |
-65 |
Total Volume and Open Interest |
151,551 |
366,349 |
-13,937 |
Hang Seng Index(HKFE) |
Jul12 |
120717 |
19104 |
19505 |
19100 |
19488 |
+401 |
62,788 |
90,156 |
-808 |
Aug12 |
120717 |
19101 |
19460 |
19090 |
19446 |
+385 |
435 |
3,076 |
-70 |
Sep12 |
120717 |
18987 |
19362 |
18987 |
19359 |
+379 |
105 |
4,101 |
-105 |
Total Volume and Open Interest |
63,524 |
100,305 |
-1,034 |
DAX(EUREX) |
Sep12 |
120717 |
6586.5 |
6630.0 |
6542.0 |
6568.0 |
-8.0 |
115,131 |
172,440 |
+3,363 |
Dec12 |
120717 |
6584.5 |
6627.0 |
6550.5 |
6569.0 |
-8.5 |
112 |
8,596 |
+4 |
Mar13 |
120717 |
6604.5 |
6614.0 |
6572.0 |
6572.0 |
-8.5 |
2 |
604 |
+0 |
Total Volume and Open Interest |
115,245 |
181,640 |
+3,367 |
FT-SE 100(EURONEXT) |
Sep12 |
120717 |
5604.50 |
5637.00 |
5575.00 |
5579.00 |
-43.50 |
63,428 |
629,967 |
+6,822 |
Dec12 |
120717 |
5573.50 |
5574.50 |
5549.00 |
5549.00 |
-43.50 |
1 |
628 |
+5 |
Mar13 |
120717 |
5508.00 |
5508.00 |
5508.00 |
5508.00 |
-43.50 |
0 |
216 |
+31 |
Total Volume and Open Interest |
63,429 |
630,811 |
+6,858 |
SPI 200(SFE) |
Sep12 |
120717 |
4066.0 |
4121.0 |
4062.0 |
4106.0 |
+34.0 |
20,990 |
230,765 |
-1,130 |
Dec12 |
120717 |
4102.0 |
4102.0 |
4102.0 |
4102.0 |
+33.0 |
0 |
5,242 |
-508 |
Mar13 |
120717 |
4066.0 |
4066.0 |
4066.0 |
4066.0 |
+33.0 |
105 |
1,402 |
-224 |
Total Volume and Open Interest |
21,321 |
241,200 |
-1,747 |
GSCI(CME) |
Aug12 |
120717 |
635.00 |
635.50 |
627.00 |
632.00 |
+1.50 |
2,049 |
8,039 |
+1,599 |
Sep12 |
120717 |
630.50 |
634.50 |
626.00 |
630.50 |
+1.00 |
|
|
|
Oct12 |
120717 |
632.00 |
632.00 |
632.00 |
632.00 |
|
|
|
|
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. |
|
|