|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu July 19, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug12 |
120719 |
1682.00 |
1749.00 |
1677.50 |
1733.75 |
+50.25 |
30,000 |
71,662 |
+1,644 |
Sep12 |
120719 |
1648.00 |
1707.75 |
1641.00 |
1691.25 |
+43.25 |
13,388 |
42,266 |
+1,467 |
Nov12 |
120719 |
1620.50 |
1673.75 |
1613.50 |
1652.25 |
+32.25 |
134,736 |
396,614 |
+2,528 |
Jan13 |
120719 |
1611.75 |
1663.25 |
1607.25 |
1634.00 |
+22.75 |
12,677 |
85,530 |
-750 |
Mar13 |
120719 |
1545.00 |
1570.00 |
1523.00 |
1526.75 |
-18.25 |
12,306 |
88,488 |
-278 |
May13 |
120719 |
1474.25 |
1496.50 |
1444.50 |
1450.50 |
-23.25 |
6,727 |
70,684 |
+144 |
Jul13 |
120719 |
1466.75 |
1489.25 |
1437.75 |
1443.00 |
-23.50 |
4,436 |
54,567 |
+357 |
Aug13 |
120719 |
1446.00 |
1450.00 |
1415.50 |
1415.50 |
-25.00 |
49 |
265 |
+36 |
Sep13 |
120719 |
1378.50 |
1378.75 |
1349.50 |
1349.50 |
-28.75 |
17 |
330 |
+5 |
Nov13 |
120719 |
1321.00 |
1350.75 |
1291.75 |
1295.00 |
-26.50 |
857 |
21,903 |
-183 |
Jan14 |
120719 |
1345.00 |
1345.00 |
1298.25 |
1298.25 |
-26.50 |
14 |
188 |
+0 |
Mar14 |
120719 |
1316.50 |
1322.75 |
1296.25 |
1296.25 |
-26.50 |
0 |
11 |
+0 |
May14 |
120719 |
1296.25 |
1322.75 |
1296.25 |
1296.25 |
-26.50 |
0 |
1 |
+0 |
Jul14 |
120719 |
1300.25 |
1326.75 |
1300.25 |
1300.25 |
-26.50 |
0 |
9 |
+0 |
Total Volume and Open Interest |
215,223 |
833,271 |
+4,970 |
Soybean Meal(CBOT) |
Aug12 |
120719 |
517.50 |
534.00 |
514.30 |
532.00 |
+18.00 |
24,890 |
45,694 |
+1,063 |
Sep12 |
120719 |
503.10 |
521.50 |
498.90 |
514.60 |
+13.10 |
14,599 |
41,077 |
+965 |
Oct12 |
120719 |
485.20 |
505.60 |
484.00 |
495.40 |
+9.80 |
4,534 |
20,877 |
+37 |
Dec12 |
120719 |
479.00 |
499.00 |
476.40 |
487.30 |
+8.30 |
36,281 |
119,441 |
+1,316 |
Jan13 |
120719 |
472.70 |
491.80 |
470.40 |
475.50 |
+3.60 |
2,386 |
9,433 |
+63 |
Mar13 |
120719 |
446.90 |
455.70 |
435.00 |
437.50 |
-9.40 |
2,018 |
11,717 |
-21 |
May13 |
120719 |
415.20 |
422.00 |
400.50 |
404.60 |
-11.20 |
947 |
9,002 |
+114 |
Jul13 |
120719 |
410.80 |
418.20 |
398.50 |
398.50 |
-12.50 |
898 |
9,209 |
+265 |
Aug13 |
120719 |
405.00 |
405.00 |
387.20 |
387.20 |
-11.30 |
15 |
500 |
+11 |
Sep13 |
120719 |
375.40 |
387.70 |
375.00 |
376.40 |
-11.30 |
28 |
488 |
+26 |
Total Volume and Open Interest |
86,800 |
273,643 |
+3,835 |
Soybean Oil(CBOT) |
Aug12 |
120719 |
54.05 |
54.70 |
53.81 |
54.40 |
+0.39 |
30,630 |
52,422 |
+50 |
Sep12 |
120719 |
54.14 |
54.90 |
54.06 |
54.59 |
+0.37 |
12,890 |
43,949 |
+1,033 |
Oct12 |
120719 |
54.43 |
55.09 |
54.25 |
54.79 |
+0.37 |
2,315 |
20,129 |
+254 |
Dec12 |
120719 |
54.89 |
55.55 |
54.65 |
55.21 |
+0.36 |
45,986 |
145,168 |
-1,577 |
Jan13 |
120719 |
55.15 |
55.79 |
55.06 |
55.49 |
+0.36 |
4,988 |
26,896 |
+633 |
Mar13 |
120719 |
55.45 |
56.12 |
55.45 |
55.73 |
+0.27 |
3,665 |
20,503 |
+462 |
May13 |
120719 |
55.60 |
56.11 |
55.41 |
55.86 |
+0.28 |
2,402 |
12,306 |
+144 |
Jul13 |
120719 |
55.56 |
56.18 |
55.55 |
55.96 |
+0.29 |
1,326 |
7,913 |
+23 |
Aug13 |
120719 |
56.05 |
56.10 |
55.65 |
55.95 |
+0.30 |
20 |
1,728 |
+2 |
Sep13 |
120719 |
55.67 |
56.00 |
55.65 |
55.81 |
+0.16 |
19 |
1,079 |
+11 |
Total Volume and Open Interest |
104,489 |
339,052 |
+997 |
Canola(WCE) |
Jul12 |
120713 |
683.9 |
683.9 |
683.9 |
683.9 |
+2.4 |
|
|
|
Nov12 |
120719 |
632.5 |
639.8 |
629.1 |
636.7 |
+4.2 |
6,628 |
157,551 |
-766 |
Jan13 |
120719 |
635.3 |
642.4 |
632.0 |
639.7 |
+4.1 |
1,631 |
30,482 |
+662 |
Mar13 |
120719 |
634.3 |
641.9 |
633.3 |
639.6 |
+4.6 |
245 |
14,375 |
+47 |
May13 |
120719 |
634.9 |
639.9 |
632.0 |
636.5 |
+4.4 |
408 |
17,557 |
+290 |
Total Volume and Open Interest |
8,944 |
224,235 |
+258 |
Corn(CBOT) |
Sep12 |
120719 |
793.00 |
816.75 |
790.25 |
807.75 |
+12.75 |
86,968 |
369,243 |
-1,319 |
Dec12 |
120719 |
782.00 |
799.00 |
776.50 |
778.50 |
-5.75 |
192,815 |
499,807 |
+5,073 |
Mar13 |
120719 |
780.75 |
797.00 |
763.00 |
770.50 |
-12.75 |
25,629 |
135,778 |
+2,649 |
May13 |
120719 |
778.00 |
794.25 |
760.50 |
767.00 |
-12.75 |
7,344 |
21,882 |
+805 |
Jul13 |
120719 |
771.75 |
788.25 |
751.00 |
760.25 |
-13.25 |
12,423 |
57,618 |
+2,300 |
Sep13 |
120719 |
669.00 |
680.00 |
640.00 |
646.75 |
-22.75 |
1,492 |
9,120 |
+704 |
Dec13 |
120719 |
633.00 |
642.25 |
603.25 |
609.00 |
-25.00 |
4,637 |
54,205 |
+1,373 |
Mar14 |
120719 |
637.00 |
640.50 |
614.00 |
614.00 |
-24.25 |
191 |
1,583 |
+115 |
May14 |
120719 |
610.50 |
639.50 |
610.50 |
610.50 |
-29.00 |
5 |
353 |
-1 |
Jul14 |
120719 |
639.75 |
640.50 |
609.50 |
609.50 |
-30.25 |
107 |
973 |
+6 |
Total Volume and Open Interest |
331,810 |
1,154,868 |
+11,767 |
Wheat(CBOT) |
Sep12 |
120719 |
902.75 |
938.00 |
896.50 |
935.00 |
+31.75 |
55,828 |
174,640 |
-1,275 |
Dec12 |
120719 |
912.25 |
942.75 |
907.50 |
934.50 |
+22.00 |
37,442 |
154,423 |
-801 |
Mar13 |
120719 |
913.50 |
936.75 |
903.75 |
913.50 |
-3.00 |
7,256 |
43,482 |
+394 |
May13 |
120719 |
894.25 |
914.25 |
868.50 |
880.00 |
-17.00 |
1,440 |
13,654 |
+43 |
Jul13 |
120719 |
835.00 |
853.25 |
807.50 |
816.50 |
-20.25 |
4,933 |
42,925 |
+1,314 |
Sep13 |
120719 |
850.00 |
850.00 |
814.00 |
816.00 |
-20.75 |
103 |
608 |
-6 |
Total Volume and Open Interest |
107,806 |
452,610 |
-273 |
Wheat(KCBT) |
Sep12 |
120719 |
904.50 |
939.75 |
900.25 |
938.00 |
+32.00 |
13,040 |
79,278 |
+2 |
Dec12 |
120719 |
922.75 |
957.25 |
919.25 |
951.00 |
+27.00 |
7,357 |
47,490 |
-685 |
Mar13 |
120719 |
925.00 |
952.00 |
923.00 |
946.50 |
+18.50 |
2,853 |
11,901 |
+254 |
May13 |
120719 |
930.75 |
942.25 |
925.25 |
939.00 |
+17.00 |
563 |
5,176 |
-139 |
Jul13 |
120719 |
860.00 |
877.00 |
853.00 |
870.00 |
+4.00 |
696 |
12,014 |
+109 |
Sep13 |
120719 |
869.75 |
875.00 |
853.25 |
863.00 |
-1.00 |
13 |
398 |
+0 |
Total Volume and Open Interest |
24,572 |
156,948 |
-428 |
Wheat(MGE) |
Jul12 |
120713 |
935.25 |
935.25 |
935.25 |
935.25 |
+2.50 |
0 |
16 |
+0 |
Sep12 |
120719 |
998.00 |
1030.25 |
993.00 |
1022.00 |
+24.00 |
3,644 |
16,470 |
-364 |
Dec12 |
120719 |
993.00 |
1027.50 |
989.50 |
1020.25 |
+24.50 |
2,079 |
14,567 |
+78 |
Mar13 |
120719 |
993.25 |
1027.25 |
993.00 |
1016.75 |
+18.25 |
716 |
3,374 |
+384 |
May13 |
120719 |
1004.75 |
1016.00 |
1000.25 |
1010.00 |
+13.25 |
111 |
930 |
+40 |
Total Volume and Open Interest |
6,595 |
35,883 |
+164 |
Oats(CBOT) |
Sep12 |
120719 |
380.25 |
389.50 |
380.00 |
383.50 |
+3.50 |
114 |
2,392 |
-8 |
Dec12 |
120719 |
383.00 |
392.25 |
382.25 |
387.00 |
+3.50 |
571 |
7,537 |
+31 |
Mar13 |
120719 |
391.00 |
394.00 |
388.25 |
392.75 |
+4.50 |
62 |
142 |
+29 |
May13 |
120719 |
399.00 |
399.00 |
393.75 |
396.50 |
+2.75 |
2 |
1 |
+1 |
Total Volume and Open Interest |
753 |
10,076 |
+57 |
Rough Rice(CBOT) |
Jul12 |
120713 |
14.85 |
14.86 |
14.85 |
14.86 |
+0.14 |
58 |
60 |
-13 |
Sep12 |
120719 |
15.56 |
15.81 |
15.41 |
15.49 |
-0.04 |
477 |
10,428 |
+31 |
Nov12 |
120719 |
15.90 |
16.08 |
15.69 |
15.76 |
-0.05 |
111 |
2,133 |
+18 |
Jan13 |
120719 |
16.14 |
16.31 |
16.00 |
16.03 |
-0.05 |
3 |
197 |
+1 |
Total Volume and Open Interest |
592 |
12,883 |
+50 |
Live Cattle(CME) |
Aug12 |
120719 |
118.080 |
119.180 |
117.250 |
118.950 |
+0.870 |
26,785 |
68,919 |
-4,162 |
Oct12 |
120719 |
122.850 |
124.450 |
122.080 |
124.400 |
+1.570 |
23,709 |
117,408 |
+2,809 |
Dec12 |
120719 |
127.150 |
128.500 |
126.450 |
128.075 |
+0.940 |
10,533 |
68,529 |
-199 |
Feb13 |
120719 |
130.650 |
131.825 |
129.700 |
131.050 |
+0.265 |
5,469 |
28,807 |
+979 |
Apr13 |
120719 |
133.650 |
134.700 |
132.825 |
133.800 |
+0.015 |
1,479 |
12,891 |
+37 |
Jun13 |
120719 |
131.000 |
132.250 |
130.575 |
132.000 |
+0.500 |
409 |
4,375 |
+9 |
Total Volume and Open Interest |
68,598 |
302,765 |
-451 |
Feeder Cattle(CME) |
Aug12 |
120719 |
137.285 |
139.285 |
134.650 |
139.100 |
+1.900 |
6,674 |
13,778 |
-100 |
Sep12 |
120719 |
140.485 |
141.800 |
137.500 |
141.535 |
+1.535 |
3,223 |
7,894 |
+453 |
Oct12 |
120719 |
142.100 |
143.785 |
139.550 |
143.500 |
+1.650 |
3,414 |
7,098 |
+280 |
Nov12 |
120719 |
143.500 |
145.380 |
141.200 |
145.285 |
+2.085 |
1,682 |
4,177 |
+202 |
Jan13 |
120719 |
146.400 |
148.300 |
144.200 |
148.185 |
+1.950 |
990 |
3,469 |
+120 |
Mar13 |
120719 |
148.750 |
150.250 |
146.325 |
150.000 |
+1.900 |
126 |
588 |
+36 |
Apr13 |
120719 |
150.000 |
151.630 |
147.750 |
151.300 |
+1.350 |
66 |
163 |
+27 |
Total Volume and Open Interest |
16,234 |
37,391 |
+1,047 |
Lean Hogs(CME) |
Aug12 |
120719 |
93.385 |
94.250 |
92.730 |
93.050 |
+0.415 |
16,345 |
33,763 |
-3,366 |
Oct12 |
120719 |
80.500 |
81.225 |
79.830 |
80.000 |
-0.050 |
17,599 |
80,761 |
-330 |
Dec12 |
120719 |
77.830 |
78.535 |
76.750 |
76.830 |
-0.570 |
6,353 |
49,602 |
-1,594 |
Feb13 |
120719 |
82.300 |
82.635 |
80.800 |
80.975 |
-0.955 |
3,344 |
25,983 |
+0 |
Apr13 |
120719 |
86.035 |
86.580 |
85.050 |
85.250 |
-0.450 |
1,455 |
17,219 |
+11 |
May13 |
120719 |
91.930 |
92.500 |
90.885 |
91.700 |
+0.050 |
11 |
729 |
-2 |
Jun13 |
120719 |
94.535 |
95.000 |
93.830 |
94.385 |
-0.150 |
1,280 |
9,377 |
+253 |
Jul13 |
120719 |
95.230 |
95.350 |
94.385 |
94.500 |
-0.200 |
109 |
2,928 |
+20 |
Total Volume and Open Interest |
46,578 |
221,894 |
-4,991 |
Class III Milk(CME) |
Jul12 |
120719 |
16.68 |
16.70 |
16.65 |
16.68 |
-0.01 |
119 |
3,688 |
-20 |
Aug12 |
120719 |
17.84 |
17.84 |
17.59 |
17.76 |
-0.03 |
301 |
5,001 |
-106 |
Sep12 |
120719 |
18.73 |
18.95 |
18.53 |
18.80 |
+0.02 |
335 |
3,781 |
+57 |
Oct12 |
120719 |
18.56 |
18.88 |
18.52 |
18.70 |
+0.04 |
150 |
3,229 |
-7 |
Nov12 |
120719 |
18.63 |
18.78 |
18.54 |
18.64 |
-0.01 |
65 |
2,905 |
-11 |
Total Volume and Open Interest |
1,226 |
24,439 |
+38 |
Cocoa(ICE) |
Sep12 |
120719 |
2215 |
2285 |
2215 |
2230 |
+26 |
9,934 |
68,714 |
+307 |
Dec12 |
120719 |
2234 |
2296 |
2233 |
2244 |
+23 |
2,267 |
46,843 |
+715 |
Mar13 |
120719 |
2255 |
2303 |
2250 |
2258 |
+21 |
2,083 |
34,349 |
+318 |
May13 |
120719 |
2290 |
2314 |
2264 |
2271 |
+21 |
576 |
14,385 |
-119 |
Jul13 |
120719 |
2280 |
2328 |
2273 |
2283 |
+20 |
242 |
7,460 |
-14 |
Sep13 |
120719 |
2298 |
2329 |
2281 |
2293 |
+18 |
26 |
4,459 |
+13 |
Dec13 |
120719 |
2308 |
2315 |
2296 |
2303 |
+17 |
13 |
5,977 |
+3 |
Total Volume and Open Interest |
15,199 |
187,321 |
+1,225 |
Coffee "C"(ICE) |
Jul12 |
120719 |
188.20 |
188.20 |
188.20 |
188.20 |
+6.80 |
5 |
24 |
-8 |
Sep12 |
120719 |
182.45 |
189.40 |
182.05 |
188.95 |
+6.80 |
11,180 |
69,305 |
-1,065 |
Dec12 |
120719 |
185.05 |
191.95 |
185.05 |
191.55 |
+6.45 |
4,401 |
41,087 |
+1,201 |
Mar13 |
120719 |
188.25 |
195.00 |
188.25 |
194.70 |
+6.25 |
718 |
18,068 |
-41 |
May13 |
120719 |
191.50 |
197.00 |
191.50 |
196.70 |
+6.00 |
122 |
5,370 |
+56 |
Jul13 |
120719 |
193.70 |
198.50 |
193.70 |
198.50 |
+5.80 |
44 |
3,593 |
+12 |
Total Volume and Open Interest |
16,507 |
139,757 |
+156 |
Orange Juice(ICE) |
Sep12 |
120719 |
116.50 |
120.95 |
111.25 |
112.60 |
-3.50 |
817 |
13,540 |
+62 |
Nov12 |
120719 |
115.00 |
118.45 |
110.90 |
111.50 |
-3.15 |
87 |
4,971 |
+10 |
Jan13 |
120719 |
115.00 |
117.50 |
110.90 |
111.50 |
-3.15 |
45 |
1,759 |
-25 |
Mar13 |
120719 |
114.10 |
114.15 |
111.00 |
111.60 |
-3.30 |
17 |
1,157 |
+1 |
May13 |
120719 |
115.10 |
115.10 |
112.60 |
112.60 |
-3.10 |
0 |
176 |
+0 |
Jul13 |
120719 |
117.00 |
117.00 |
114.50 |
114.50 |
-3.05 |
0 |
10 |
+0 |
Total Volume and Open Interest |
966 |
21,615 |
+48 |
Sugar #11(ICE) |
Oct12 |
120719 |
22.98 |
23.28 |
22.65 |
23.25 |
+0.30 |
37,428 |
312,286 |
-311 |
Mar13 |
120719 |
23.30 |
23.61 |
23.06 |
23.58 |
+0.25 |
17,281 |
156,209 |
-2,473 |
May13 |
120719 |
23.00 |
23.24 |
22.78 |
23.20 |
+0.14 |
5,495 |
48,355 |
+771 |
Jul13 |
120719 |
22.67 |
22.87 |
22.45 |
22.83 |
+0.08 |
2,871 |
72,252 |
+850 |
Oct13 |
120719 |
22.59 |
22.73 |
22.35 |
22.68 |
+0.05 |
1,395 |
32,191 |
+348 |
Mar14 |
120719 |
22.65 |
22.75 |
22.41 |
22.68 |
+0.03 |
375 |
25,486 |
-187 |
May14 |
120719 |
22.23 |
22.37 |
22.08 |
22.33 |
+0.01 |
53 |
6,836 |
+0 |
Jul14 |
120719 |
22.11 |
22.13 |
21.87 |
22.09 |
-0.01 |
96 |
5,634 |
+60 |
Total Volume and Open Interest |
65,065 |
666,628 |
-879 |
London Cocoa(LCE) |
Sep12 |
120719 |
1513 |
1556 |
1510 |
1532 |
+31 |
3,197 |
52,120 |
+543 |
Dec12 |
120719 |
1514 |
1543 |
1509 |
1520 |
+21 |
2,150 |
52,741 |
-684 |
Mar13 |
120719 |
1510 |
1525 |
1500 |
1505 |
+12 |
2,441 |
49,194 |
-483 |
May13 |
120719 |
1509 |
1521 |
1498 |
1504 |
+7 |
979 |
19,507 |
+79 |
Jul13 |
120719 |
1516 |
1520 |
1502 |
1508 |
+6 |
146 |
10,244 |
+600 |
Sep13 |
120719 |
1513 |
1515 |
1509 |
1510 |
+9 |
30 |
5,511 |
+20 |
Dec13 |
120719 |
1513 |
1513 |
1509 |
1510 |
+8 |
0 |
7,306 |
+0 |
Total Volume and Open Interest |
8,943 |
197,170 |
+75 |
London Sugar(LCE) |
Oct12 |
120719 |
625.40 |
636.70 |
622.10 |
636.30 |
+11.60 |
4,200 |
23,576 |
+389 |
Dec12 |
120719 |
605.60 |
613.10 |
602.10 |
613.00 |
+7.60 |
1,283 |
9,134 |
-166 |
Mar13 |
120719 |
609.70 |
614.80 |
604.00 |
614.10 |
+4.90 |
1,184 |
10,385 |
+142 |
May13 |
120719 |
605.20 |
610.00 |
599.60 |
609.20 |
+3.20 |
208 |
2,917 |
+16 |
Aug13 |
120719 |
599.20 |
601.00 |
592.60 |
600.20 |
+2.60 |
74 |
1,908 |
+0 |
Total Volume and Open Interest |
6,952 |
49,905 |
+382 |
Cotton(ICE) |
Oct12 |
120719 |
71.17 |
72.20 |
71.06 |
71.79 |
+0.69 |
82 |
467 |
-2 |
Dec12 |
120719 |
71.93 |
73.21 |
71.77 |
72.63 |
+0.70 |
16,766 |
133,622 |
-407 |
Mar13 |
120719 |
72.88 |
74.04 |
72.66 |
73.33 |
+0.47 |
1,470 |
24,981 |
+5 |
May13 |
120719 |
74.11 |
74.73 |
73.53 |
74.05 |
+0.43 |
447 |
4,975 |
+13 |
Jul13 |
120719 |
75.08 |
75.59 |
74.43 |
74.92 |
+0.29 |
132 |
5,980 |
-15 |
Oct13 |
120719 |
76.48 |
77.09 |
75.86 |
77.09 |
+0.31 |
0 |
3 |
+0 |
Total Volume and Open Interest |
18,917 |
171,735 |
-398 |
Lumber(CME) |
Sep12 |
120719 |
285.0 |
288.3 |
282.2 |
283.8 |
-1.0 |
145 |
5,783 |
-22 |
Nov12 |
120719 |
282.4 |
283.0 |
278.0 |
279.8 |
-0.5 |
77 |
1,307 |
+17 |
Jan13 |
120719 |
288.4 |
289.3 |
286.0 |
288.4 |
+2.4 |
7 |
249 |
+4 |
Mar13 |
120719 |
294.1 |
294.5 |
293.0 |
293.0 |
+1.0 |
0 |
120 |
+0 |
Total Volume and Open Interest |
229 |
7,462 |
-1 |
Crude Oil(NYM) |
Aug12 |
120719 |
90.08 |
92.94 |
89.86 |
92.66 |
+2.79 |
262,785 |
68,840 |
-35,227 |
Sep12 |
120719 |
90.35 |
93.25 |
90.16 |
92.97 |
+2.80 |
149,326 |
287,002 |
+3,285 |
Oct12 |
120719 |
90.70 |
93.50 |
90.47 |
93.23 |
+2.76 |
38,347 |
88,316 |
-1,167 |
Nov12 |
120719 |
91.00 |
93.75 |
90.86 |
93.50 |
+2.68 |
28,457 |
69,867 |
+1,684 |
Dec12 |
120719 |
91.35 |
94.08 |
91.23 |
93.83 |
+2.63 |
51,310 |
171,481 |
-2,865 |
Jan13 |
120719 |
92.34 |
94.33 |
92.16 |
94.15 |
+2.56 |
15,300 |
72,431 |
+1,463 |
Feb13 |
120719 |
92.58 |
94.55 |
92.45 |
94.37 |
+2.48 |
6,829 |
30,092 |
-243 |
Mar13 |
120719 |
92.59 |
94.67 |
92.59 |
94.49 |
+2.39 |
4,720 |
35,675 |
+151 |
Apr13 |
120719 |
92.75 |
94.56 |
92.75 |
94.52 |
+2.30 |
5,014 |
17,006 |
-549 |
May13 |
120719 |
92.54 |
94.50 |
92.33 |
94.50 |
+2.20 |
5,246 |
17,491 |
+855 |
Jun13 |
120719 |
92.59 |
94.65 |
92.59 |
94.44 |
+2.11 |
14,099 |
78,907 |
-776 |
Jul13 |
120719 |
93.26 |
94.51 |
93.13 |
94.33 |
+2.02 |
2,100 |
24,716 |
-566 |
Aug13 |
120719 |
94.16 |
94.16 |
94.16 |
94.16 |
+1.95 |
885 |
16,079 |
-97 |
Sep13 |
120719 |
93.10 |
93.95 |
93.10 |
93.95 |
+1.87 |
1,056 |
22,372 |
+55 |
Oct13 |
120719 |
93.72 |
93.72 |
93.72 |
93.72 |
+1.79 |
648 |
13,055 |
+51 |
Nov13 |
120719 |
93.49 |
93.49 |
93.49 |
93.49 |
+1.72 |
793 |
17,864 |
-6 |
Total Volume and Open Interest |
615,802 |
1,403,473 |
-36,389 |
e-miNY Crude Oil(NYM) |
Jul12 |
120619 |
83.000 |
84.375 |
82.300 |
84.025 |
+0.750 |
4,042 |
1,313 |
-363 |
Aug12 |
120719 |
89.975 |
92.950 |
89.850 |
92.650 |
+2.775 |
7,097 |
2,028 |
-8 |
Sep12 |
120719 |
90.375 |
93.250 |
90.175 |
92.975 |
+2.800 |
2,218 |
1,005 |
+13 |
Oct12 |
120719 |
90.750 |
93.425 |
90.750 |
93.225 |
+2.750 |
162 |
132 |
-20 |
Nov12 |
120719 |
91.975 |
93.550 |
91.975 |
93.500 |
+2.675 |
78 |
1,775 |
+57 |
Dec12 |
120719 |
92.550 |
94.000 |
92.375 |
93.825 |
+2.625 |
87 |
2,506 |
+46 |
Jan13 |
120719 |
93.000 |
94.150 |
93.000 |
94.150 |
+2.550 |
5 |
746 |
+3 |
Feb13 |
120719 |
93.300 |
94.400 |
93.300 |
94.375 |
+2.475 |
2 |
77 |
+1 |
Mar13 |
120719 |
94.550 |
94.575 |
94.500 |
94.500 |
+2.400 |
0 |
1 |
+0 |
Apr13 |
120719 |
94.525 |
94.525 |
94.525 |
94.525 |
+2.300 |
0 |
1 |
+0 |
Total Volume and Open Interest |
9,653 |
8,474 |
+92 |
Heating Oil(NYM) |
Aug12 |
120719 |
288.60 |
295.07 |
288.30 |
294.70 |
+6.94 |
50,218 |
57,871 |
-2,310 |
Sep12 |
120719 |
288.51 |
295.03 |
288.17 |
294.68 |
+6.97 |
29,430 |
74,680 |
+3,326 |
Oct12 |
120719 |
288.98 |
295.30 |
288.84 |
295.01 |
+6.87 |
11,995 |
34,789 |
+1,144 |
Nov12 |
120719 |
290.05 |
295.64 |
290.05 |
295.35 |
+6.71 |
8,840 |
27,666 |
+1,755 |
Dec12 |
120719 |
290.47 |
295.90 |
290.47 |
295.54 |
+6.57 |
12,524 |
41,455 |
-705 |
Jan13 |
120719 |
291.40 |
295.64 |
291.37 |
295.61 |
+6.48 |
3,803 |
20,933 |
-25 |
Feb13 |
120719 |
291.05 |
294.68 |
291.01 |
294.68 |
+6.40 |
1,633 |
10,031 |
-117 |
Mar13 |
120719 |
289.91 |
293.23 |
289.75 |
292.92 |
+6.29 |
1,492 |
15,775 |
-8 |
Apr13 |
120719 |
287.80 |
290.74 |
287.80 |
290.74 |
+6.22 |
1,333 |
17,849 |
-419 |
May13 |
120719 |
290.00 |
293.16 |
290.00 |
293.16 |
+6.04 |
921 |
8,924 |
-259 |
Jun13 |
120719 |
289.17 |
292.24 |
289.17 |
292.24 |
+5.96 |
1,092 |
6,144 |
+542 |
Jul13 |
120719 |
289.95 |
292.20 |
289.62 |
292.20 |
+5.89 |
102 |
2,273 |
-63 |
Aug13 |
120719 |
289.50 |
293.00 |
289.50 |
292.26 |
+5.83 |
61 |
693 |
+7 |
Sep13 |
120719 |
289.66 |
292.33 |
289.66 |
292.33 |
+5.79 |
6 |
345 |
-1 |
Total Volume and Open Interest |
124,102 |
324,307 |
+3,091 |
Gasoline(NYMEX) |
Aug12 |
120719 |
289.00 |
294.28 |
288.50 |
293.89 |
+5.55 |
52,846 |
51,157 |
-4,887 |
Sep12 |
120719 |
278.08 |
284.60 |
278.03 |
284.14 |
+6.59 |
52,991 |
79,059 |
+4,620 |
Oct12 |
120719 |
260.03 |
266.50 |
260.03 |
266.01 |
+6.55 |
25,478 |
32,231 |
-294 |
Nov12 |
120719 |
256.16 |
261.14 |
256.14 |
260.66 |
+6.25 |
14,005 |
21,583 |
+1,536 |
Dec12 |
120719 |
252.62 |
258.76 |
252.62 |
258.09 |
+5.96 |
7,970 |
32,942 |
-166 |
Jan13 |
120719 |
253.20 |
258.03 |
253.20 |
257.32 |
+5.74 |
2,186 |
13,188 |
+94 |
Feb13 |
120719 |
255.32 |
257.72 |
255.17 |
257.72 |
+5.63 |
977 |
4,056 |
+83 |
Mar13 |
120719 |
256.54 |
259.01 |
256.45 |
259.01 |
+5.51 |
919 |
5,566 |
+140 |
Apr13 |
120719 |
273.15 |
273.15 |
272.58 |
273.15 |
+5.42 |
475 |
6,292 |
+258 |
May13 |
120719 |
270.40 |
272.02 |
270.40 |
272.02 |
+5.29 |
287 |
1,155 |
+199 |
Total Volume and Open Interest |
159,128 |
259,169 |
+1,990 |
e-miNY RBOB Gasoline(NYM) |
Aug12 |
120719 |
288.30 |
293.90 |
288.30 |
293.90 |
+5.60 |
0 |
4 |
+0 |
Sep12 |
120719 |
284.10 |
284.14 |
284.10 |
284.10 |
+6.50 |
|
|
|
Oct12 |
120719 |
266.00 |
266.01 |
266.00 |
266.00 |
+6.50 |
|
|
|
Nov12 |
120719 |
260.70 |
260.70 |
260.66 |
260.70 |
+6.30 |
|
|
|
Total Volume and Open Interest |
0 |
4 |
+0 |
Natural Gas(NYM) |
Aug12 |
120719 |
2.975 |
3.045 |
2.925 |
2.999 |
+0.026 |
114,198 |
84,519 |
-13,465 |
Sep12 |
120719 |
2.950 |
3.025 |
2.907 |
2.981 |
+0.031 |
67,706 |
249,125 |
+7,854 |
Oct12 |
120719 |
2.959 |
3.029 |
2.929 |
2.995 |
+0.025 |
35,624 |
150,751 |
+49 |
Nov12 |
120719 |
3.140 |
3.185 |
3.117 |
3.146 |
-0.010 |
19,122 |
113,248 |
+3,398 |
Dec12 |
120719 |
3.384 |
3.420 |
3.360 |
3.378 |
-0.026 |
10,150 |
53,879 |
-634 |
Jan13 |
120719 |
3.552 |
3.567 |
3.490 |
3.519 |
-0.026 |
13,999 |
113,803 |
+1,421 |
Feb13 |
120719 |
3.546 |
3.566 |
3.509 |
3.530 |
-0.028 |
1,940 |
28,025 |
+95 |
Mar13 |
120719 |
3.537 |
3.538 |
3.481 |
3.497 |
-0.031 |
2,681 |
47,538 |
-533 |
Apr13 |
120719 |
3.520 |
3.525 |
3.464 |
3.475 |
-0.035 |
4,828 |
69,764 |
+419 |
May13 |
120719 |
3.494 |
3.539 |
3.486 |
3.497 |
-0.035 |
526 |
16,531 |
+6 |
Jun13 |
120719 |
3.555 |
3.576 |
3.525 |
3.534 |
-0.034 |
426 |
8,556 |
-66 |
Jul13 |
120719 |
3.586 |
3.618 |
3.571 |
3.579 |
-0.034 |
571 |
12,517 |
+36 |
Aug13 |
120719 |
3.598 |
3.642 |
3.593 |
3.601 |
-0.033 |
427 |
9,483 |
-122 |
Sep13 |
120719 |
3.615 |
3.642 |
3.595 |
3.605 |
-0.032 |
501 |
7,344 |
-101 |
Oct13 |
120719 |
3.672 |
3.682 |
3.628 |
3.639 |
-0.033 |
1,475 |
34,731 |
-345 |
Nov13 |
120719 |
3.780 |
3.791 |
3.746 |
3.755 |
-0.034 |
121 |
17,385 |
+34 |
Total Volume and Open Interest |
275,165 |
1,117,917 |
-1,923 |
Brent Crude Oil(ICE) |
Sep12 |
120719 |
105.32 |
108.18 |
105.28 |
107.80 |
+2.64 |
186,276 |
247,299 |
+932 |
Oct12 |
120719 |
104.56 |
107.40 |
104.56 |
107.04 |
+2.59 |
71,889 |
201,161 |
+3,089 |
Nov12 |
120719 |
104.19 |
106.98 |
104.18 |
106.59 |
+2.48 |
39,327 |
103,689 |
+573 |
Dec12 |
120719 |
103.87 |
106.62 |
103.87 |
106.22 |
+2.39 |
75,710 |
133,651 |
+4,892 |
Jan13 |
120719 |
103.72 |
106.24 |
103.63 |
105.86 |
+2.30 |
18,054 |
40,940 |
-492 |
Feb13 |
120719 |
103.42 |
105.88 |
103.36 |
105.50 |
+2.22 |
13,460 |
22,963 |
+434 |
Mar13 |
120719 |
103.45 |
105.48 |
103.45 |
105.14 |
+2.16 |
23,318 |
30,230 |
-3,331 |
Apr13 |
120719 |
103.14 |
105.10 |
103.14 |
104.78 |
+2.11 |
23,603 |
15,112 |
+1,683 |
May13 |
120719 |
102.85 |
104.72 |
102.83 |
104.42 |
+2.05 |
17,925 |
15,023 |
+489 |
Jun13 |
120719 |
102.30 |
104.37 |
102.30 |
104.07 |
+2.00 |
23,690 |
57,747 |
+2,999 |
Jul13 |
120719 |
102.29 |
103.76 |
102.29 |
103.76 |
+1.95 |
2,643 |
11,924 |
+168 |
Aug13 |
120719 |
101.91 |
103.42 |
101.91 |
103.42 |
+1.90 |
2,498 |
12,381 |
-127 |
Sep13 |
120719 |
103.07 |
103.07 |
103.07 |
103.07 |
+1.87 |
3,581 |
12,142 |
+126 |
Oct13 |
120719 |
102.72 |
102.72 |
102.72 |
102.72 |
+1.84 |
952 |
8,512 |
-176 |
Total Volume and Open Interest |
535,248 |
1,153,447 |
+11,430 |
Gas Oil(ICE) |
Aug12 |
120719 |
912.00 |
931.00 |
910.75 |
925.75 |
+19.50 |
58,373 |
128,180 |
+430 |
Sep12 |
120719 |
909.75 |
929.00 |
908.25 |
923.25 |
+18.75 |
59,202 |
105,272 |
+2,268 |
Oct12 |
120719 |
906.75 |
926.00 |
906.00 |
920.25 |
+18.25 |
28,423 |
64,536 |
+3,611 |
Nov12 |
120719 |
904.00 |
922.50 |
904.00 |
916.75 |
+18.00 |
11,928 |
31,067 |
-591 |
Dec12 |
120719 |
901.00 |
919.25 |
901.00 |
913.25 |
+17.50 |
28,599 |
65,094 |
-227 |
Jan13 |
120719 |
900.50 |
916.00 |
900.50 |
911.00 |
+17.25 |
4,660 |
22,646 |
+156 |
Feb13 |
120719 |
898.00 |
912.25 |
898.00 |
908.25 |
+16.75 |
2,357 |
16,238 |
-138 |
Mar13 |
120719 |
895.00 |
910.75 |
895.00 |
905.00 |
+16.25 |
2,080 |
15,684 |
-182 |
Apr13 |
120719 |
892.00 |
905.75 |
892.00 |
902.00 |
+16.00 |
1,789 |
11,686 |
+306 |
May13 |
120719 |
889.25 |
902.75 |
889.25 |
899.00 |
+15.50 |
2,000 |
10,127 |
-233 |
Total Volume and Open Interest |
211,380 |
568,258 |
+3,775 |
Ethanol(CBOT) |
Jul12 |
120705 |
2.417 |
2.419 |
2.388 |
2.398 |
+0.044 |
15 |
82 |
-53 |
Aug12 |
120719 |
2.757 |
2.760 |
2.704 |
2.718 |
-0.007 |
431 |
1,077 |
-165 |
Sep12 |
120719 |
2.719 |
2.725 |
2.670 |
2.676 |
-0.001 |
463 |
1,850 |
+94 |
Oct12 |
120719 |
2.607 |
2.653 |
2.603 |
2.615 |
+0.007 |
182 |
1,569 |
-21 |
Nov12 |
120719 |
2.593 |
2.593 |
2.562 |
2.578 |
+0.007 |
218 |
1,486 |
+0 |
Dec12 |
120719 |
2.566 |
2.567 |
2.535 |
2.548 |
+0.007 |
244 |
1,434 |
+60 |
Jan13 |
120719 |
2.561 |
2.561 |
2.514 |
2.530 |
+0.012 |
467 |
1,576 |
+45 |
Feb13 |
120719 |
2.549 |
2.549 |
2.494 |
2.506 |
+0.003 |
294 |
1,057 |
+130 |
Total Volume and Open Interest |
2,615 |
12,677 |
+250 |
WTI Crude Oil(ICE) |
Aug12 |
120719 |
89.91 |
92.92 |
89.91 |
92.66 |
+2.79 |
36,935 |
22,759 |
-6,648 |
Sep12 |
120719 |
90.21 |
93.25 |
90.17 |
92.97 |
+2.80 |
51,426 |
63,956 |
-1,491 |
Oct12 |
120719 |
90.53 |
93.49 |
90.53 |
93.23 |
+2.76 |
13,003 |
31,257 |
+472 |
Nov12 |
120719 |
91.42 |
93.70 |
91.42 |
93.50 |
+2.68 |
6,475 |
19,906 |
-471 |
Dec12 |
120719 |
91.40 |
94.01 |
91.40 |
93.83 |
+2.63 |
17,041 |
83,444 |
-557 |
Jan13 |
120719 |
91.61 |
94.29 |
91.61 |
94.15 |
+2.56 |
2,603 |
16,296 |
+440 |
Feb13 |
120719 |
92.62 |
94.55 |
92.55 |
94.37 |
+2.48 |
1,878 |
9,851 |
-460 |
Mar13 |
120719 |
92.87 |
94.58 |
92.73 |
94.49 |
+2.39 |
1,581 |
8,001 |
-73 |
Apr13 |
120719 |
93.09 |
94.52 |
93.09 |
94.52 |
+2.30 |
984 |
3,659 |
-208 |
May13 |
120719 |
94.50 |
94.50 |
94.50 |
94.50 |
+2.20 |
578 |
2,756 |
+75 |
Jun13 |
120719 |
93.02 |
94.48 |
92.86 |
94.44 |
+2.11 |
1,096 |
24,830 |
+61 |
Jul13 |
120719 |
94.33 |
94.33 |
94.33 |
94.33 |
+2.02 |
128 |
2,033 |
-3 |
Aug13 |
120719 |
94.16 |
94.16 |
94.16 |
94.16 |
+1.95 |
86 |
3,127 |
-25 |
Sep13 |
120719 |
93.95 |
93.95 |
93.95 |
93.95 |
+1.87 |
551 |
7,087 |
+522 |
Oct13 |
120719 |
93.72 |
93.72 |
93.72 |
93.72 |
+1.79 |
28 |
1,468 |
+4 |
Nov13 |
120719 |
93.49 |
93.49 |
93.49 |
93.49 |
+1.72 |
9 |
3,365 |
+0 |
Total Volume and Open Interest |
148,754 |
432,042 |
-7,563 |
US Dollar Index(ICE) |
Sep12 |
120719 |
83.105 |
83.255 |
82.800 |
82.980 |
-0.215 |
19,750 |
68,001 |
+917 |
Dec12 |
120719 |
83.220 |
83.415 |
83.220 |
83.310 |
-0.215 |
13 |
674 |
+0 |
Mar13 |
120719 |
83.660 |
83.660 |
83.660 |
83.660 |
-0.215 |
|
|
|
Total Volume and Open Interest |
19,763 |
68,675 |
+917 |
Australian Dollar(CME) |
Sep12 |
120719 |
103.07 |
103.89 |
102.95 |
103.77 |
+0.82 |
148,608 |
122,207 |
+1,885 |
Dec12 |
120719 |
102.42 |
102.98 |
102.16 |
102.97 |
+0.81 |
59 |
720 |
+2 |
Mar13 |
120719 |
102.25 |
102.25 |
101.46 |
102.25 |
+0.79 |
0 |
4 |
+0 |
Total Volume and Open Interest |
148,667 |
122,934 |
+1,887 |
British Pound(CME) |
Sep12 |
120719 |
156.52 |
157.36 |
156.34 |
157.20 |
+0.82 |
90,736 |
116,445 |
-2,070 |
Dec12 |
120719 |
156.36 |
157.27 |
156.35 |
157.17 |
+0.82 |
22 |
474 |
+2 |
Mar13 |
120719 |
157.15 |
157.15 |
156.34 |
157.15 |
+0.81 |
34 |
56 |
-34 |
Total Volume and Open Interest |
90,792 |
116,976 |
-2,102 |
Canadian Dollar(CME) |
Sep12 |
120719 |
98.85 |
99.21 |
98.76 |
99.15 |
+0.39 |
90,170 |
94,549 |
-304 |
Dec12 |
120719 |
98.70 |
99.00 |
98.56 |
98.95 |
+0.39 |
320 |
7,476 |
-59 |
Mar13 |
120719 |
98.60 |
98.80 |
98.37 |
98.75 |
+0.38 |
72 |
1,543 |
+19 |
Jun13 |
120719 |
98.50 |
98.64 |
98.18 |
98.55 |
+0.37 |
29 |
343 |
+10 |
Total Volume and Open Interest |
90,591 |
103,963 |
-334 |
Japanese Yen(CME) |
Sep12 |
120719 |
126.94 |
127.66 |
126.94 |
127.33 |
+0.33 |
65,872 |
121,215 |
-1,265 |
Dec12 |
120719 |
127.16 |
127.80 |
127.15 |
127.47 |
+0.32 |
23 |
541 |
+3 |
Mar13 |
120719 |
127.80 |
127.80 |
127.31 |
127.64 |
+0.33 |
0 |
46 |
+0 |
Total Volume and Open Interest |
65,895 |
121,806 |
-1,262 |
Swiss Franc(CME) |
Sep12 |
120719 |
102.38 |
102.74 |
101.95 |
102.36 |
+0.13 |
41,058 |
62,613 |
+2,378 |
Dec12 |
120719 |
102.71 |
102.72 |
102.32 |
102.63 |
+0.11 |
0 |
221 |
+0 |
Mar13 |
120719 |
102.93 |
102.93 |
102.83 |
102.93 |
+0.10 |
0 |
2 |
+0 |
Total Volume and Open Interest |
41,058 |
62,836 |
+2,378 |
EuroFX(CME) |
Sep12 |
120719 |
122.92 |
123.35 |
122.37 |
122.87 |
+0.15 |
264,786 |
320,727 |
-1,234 |
Dec12 |
120719 |
123.10 |
123.53 |
122.55 |
123.02 |
+0.14 |
430 |
1,798 |
-10 |
Mar13 |
120719 |
123.26 |
123.26 |
123.06 |
123.20 |
+0.14 |
5 |
73 |
+0 |
Total Volume and Open Interest |
265,221 |
323,228 |
-1,244 |
Mexican Peso(CME) |
Aug12 |
120719 |
754.2 |
757.5 |
754.2 |
754.2 |
-3.2 |
|
|
|
Sep12 |
120719 |
755.0 |
759.2 |
750.8 |
752.0 |
-3.2 |
37,561 |
159,347 |
+5,903 |
Total Volume and Open Interest |
37,586 |
159,971 |
+5,928 |
Brazilian Real(CME) |
Aug12 |
120719 |
494.00 |
496.25 |
494.00 |
494.45 |
+1.95 |
1 |
1,619 |
+0 |
Sep12 |
120719 |
491.25 |
493.00 |
491.25 |
491.65 |
+2.05 |
41 |
2,348 |
+17 |
Oct12 |
120719 |
489.70 |
489.70 |
489.70 |
489.70 |
+2.05 |
|
|
|
Nov12 |
120719 |
487.80 |
487.80 |
487.80 |
487.80 |
+2.05 |
|
|
|
Total Volume and Open Interest |
42 |
16,330 |
+17 |
30-Year T-Bonds(CBOT) |
Sep12 |
120719 |
150~290 |
151~040 |
150~110 |
150~190 |
-0~220 |
291,413 |
622,364 |
-8,702 |
Dec12 |
120719 |
152~000 |
152~110 |
151~130 |
151~200 |
-0~230 |
347 |
3,886 |
+115 |
Mar13 |
120719 |
150~280 |
151~190 |
150~280 |
150~280 |
-0~230 |
0 |
3 |
+0 |
Total Volume and Open Interest |
291,760 |
626,253 |
-8,587 |
10-Year T-Notes(CBOT) |
Sep12 |
120719 |
134~195 |
134~240 |
134~140 |
134~150 |
-0~090 |
729,795 |
1,801,694 |
-1,959 |
Dec12 |
120719 |
133~240 |
133~255 |
133~155 |
133~155 |
-0~100 |
467 |
1,949 |
+175 |
Mar13 |
120719 |
132~205 |
132~305 |
132~205 |
132~205 |
-0~100 |
|
|
|
Total Volume and Open Interest |
730,262 |
1,803,643 |
-1,784 |
5-Year T-Notes(CBOT) |
Sep12 |
120719 |
124~081 |
124~093 |
124~075 |
124~078 |
-0~010 |
345,931 |
1,133,542 |
-15,712 |
Dec12 |
120719 |
124~042 |
124~052 |
124~042 |
124~042 |
-0~010 |
0 |
96 |
+0 |
Mar13 |
120719 |
123~090 |
123~100 |
123~090 |
123~090 |
-0~010 |
|
|
|
Total Volume and Open Interest |
345,931 |
1,133,638 |
-15,712 |
2 Year T-Notes(CBOT) |
Sep12 |
120719 |
110~038 |
110~041 |
110~038 |
110~040 |
+0~002 |
277,053 |
978,409 |
+16,088 |
Dec12 |
120719 |
110~039 |
110~042 |
110~039 |
110~041 |
+0~002 |
949 |
13,093 |
+943 |
Mar13 |
120719 |
109~107 |
109~107 |
109~105 |
109~107 |
+0~002 |
|
|
|
Total Volume and Open Interest |
278,002 |
991,502 |
+17,031 |
Eurodollars(CME) |
Sep12 |
120719 |
99.595 |
99.625 |
99.590 |
99.605 |
+0.015 |
187,368 |
971,864 |
-1,321 |
Dec12 |
120719 |
99.590 |
99.620 |
99.585 |
99.600 |
+0.015 |
169,947 |
946,736 |
+13,208 |
Mar13 |
120719 |
99.575 |
99.610 |
99.575 |
99.590 |
+0.015 |
120,125 |
689,872 |
+5,718 |
Jun13 |
120719 |
99.560 |
99.595 |
99.560 |
99.575 |
+0.015 |
110,772 |
678,957 |
+7,000 |
Sep13 |
120719 |
99.540 |
99.575 |
99.540 |
99.555 |
+0.015 |
119,199 |
686,390 |
+4,240 |
Dec13 |
120719 |
99.510 |
99.545 |
99.510 |
99.525 |
+0.010 |
99,890 |
669,324 |
+6,290 |
Mar14 |
120719 |
99.485 |
99.520 |
99.485 |
99.500 |
+0.010 |
77,154 |
601,284 |
+1,720 |
Jun14 |
120719 |
99.445 |
99.480 |
99.440 |
99.460 |
+0.005 |
63,780 |
461,370 |
+1,914 |
Sep14 |
120719 |
99.400 |
99.425 |
99.395 |
99.410 |
+0.005 |
44,664 |
362,548 |
-595 |
Dec14 |
120719 |
99.325 |
99.345 |
99.320 |
99.335 |
unch |
39,021 |
332,910 |
-3,908 |
Mar15 |
120719 |
99.255 |
99.280 |
99.255 |
99.265 |
-0.005 |
31,423 |
302,572 |
-995 |
Jun15 |
120719 |
0.851 |
0.871 |
0.846 |
0.856 |
-0.015 |
38,046 |
256,166 |
+309 |
Sep15 |
120719 |
0.736 |
0.756 |
0.726 |
0.736 |
-0.015 |
22,131 |
240,598 |
+814 |
Dec15 |
120719 |
0.611 |
0.626 |
0.591 |
0.601 |
-0.020 |
28,088 |
144,590 |
+2,691 |
Mar16 |
120719 |
0.496 |
0.511 |
0.471 |
0.481 |
-0.025 |
13,057 |
85,862 |
+1,424 |
Jun16 |
120719 |
0.366 |
0.381 |
0.341 |
0.351 |
-0.030 |
11,252 |
100,015 |
+1,184 |
Sep16 |
120719 |
0.231 |
0.246 |
0.206 |
0.216 |
-0.035 |
6,245 |
72,063 |
-555 |
Dec16 |
120719 |
0.091 |
0.101 |
0.061 |
0.071 |
-0.035 |
5,456 |
73,978 |
+294 |
Total Volume and Open Interest |
1,206,141 |
7,867,261 |
+41,824 |
30 Day Federal Funds(CBOT) |
Jul12 |
120719 |
99.838 |
99.838 |
99.832 |
99.835 |
+0.003 |
1,386 |
61,872 |
-209 |
Aug12 |
120719 |
99.855 |
99.860 |
99.850 |
99.850 |
unch |
7,701 |
51,025 |
-736 |
Sep12 |
120719 |
99.860 |
99.865 |
99.855 |
99.855 |
unch |
7,309 |
44,789 |
-1,140 |
Oct12 |
120719 |
99.865 |
99.870 |
99.860 |
99.860 |
unch |
6,704 |
54,901 |
+1,657 |
Nov12 |
120719 |
99.865 |
99.875 |
99.860 |
99.865 |
+0.005 |
6,805 |
37,089 |
+309 |
Dec12 |
120719 |
99.870 |
99.880 |
99.865 |
99.870 |
+0.005 |
5,089 |
25,702 |
-474 |
Total Volume and Open Interest |
51,734 |
486,461 |
-1,625 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep12 |
120719 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Dec12 |
120719 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Mar13 |
120719 |
99.677 |
99.677 |
99.677 |
99.677 |
unch |
|
|
|
Jun13 |
120719 |
99.750 |
99.750 |
99.750 |
99.750 |
unch |
|
|
|
Sep13 |
120719 |
99.750 |
99.750 |
99.750 |
99.750 |
unch |
|
|
|
Dec13 |
120719 |
99.755 |
99.755 |
99.755 |
99.755 |
unch |
|
|
|
Mar14 |
120719 |
99.755 |
99.755 |
99.755 |
99.755 |
unch |
|
|
|
Jun14 |
120719 |
99.615 |
99.615 |
99.615 |
99.615 |
unch |
|
|
|
Sep14 |
120719 |
99.475 |
99.475 |
99.475 |
99.475 |
unch |
|
|
|
Dec14 |
120719 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Sep12 |
120719 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,785 |
+0 |
Dec12 |
120719 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
515 |
+0 |
Mar13 |
120719 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
185 |
+0 |
Jun13 |
120719 |
99.75 |
99.75 |
99.75 |
99.75 |
unch |
0 |
202 |
+0 |
Sep13 |
120719 |
99.75 |
99.75 |
99.75 |
99.75 |
unch |
0 |
305 |
+0 |
Dec13 |
120719 |
99.75 |
99.75 |
99.75 |
99.75 |
unch |
0 |
384 |
+0 |
Mar14 |
120719 |
99.75 |
99.75 |
99.75 |
99.75 |
unch |
0 |
344 |
+0 |
Jun14 |
120719 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
3,722 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep12 |
120719 |
144.48 |
144.50 |
144.42 |
144.46 |
-0.01 |
1,517 |
20,387 |
+140 |
Dec12 |
120719 |
143.65 |
143.65 |
143.65 |
143.65 |
-0.01 |
0 |
6 |
+0 |
Mar13 |
120719 |
141.56 |
141.56 |
141.56 |
141.56 |
-0.01 |
|
|
|
Total Volume and Open Interest |
1,517 |
20,393 |
+140 |
Euro-Bund(EUREX) |
Sep12 |
120719 |
145.21 |
145.34 |
144.83 |
145.14 |
-0.20 |
544,260 |
878,090 |
+17,380 |
Dec12 |
120719 |
143.52 |
143.58 |
143.16 |
143.43 |
-0.21 |
11 |
1,025 |
+0 |
Mar13 |
120719 |
143.43 |
143.43 |
143.43 |
143.43 |
-0.21 |
|
|
|
Total Volume and Open Interest |
544,271 |
879,115 |
+17,380 |
Euro-Bobl(EUREX) |
Sep12 |
120719 |
127.95 |
128.01 |
127.82 |
127.95 |
-0.08 |
318,927 |
604,505 |
+4,444 |
Dec12 |
120719 |
126.33 |
126.33 |
126.33 |
126.33 |
-0.08 |
6 |
2,727 |
+4 |
Mar13 |
120719 |
126.33 |
126.33 |
126.33 |
126.33 |
-0.08 |
|
|
|
Total Volume and Open Interest |
318,933 |
607,232 |
+4,448 |
3-Mth Euribor(EUREX) |
Sep12 |
120719 |
99.630 |
99.635 |
99.630 |
99.630 |
unch |
0 |
3,148 |
+0 |
Dec12 |
120719 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
0 |
1,310 |
+0 |
Mar13 |
120719 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
0 |
1,078 |
+0 |
Total Volume and Open Interest |
0 |
6,996 |
+0 |
Long Gilt(LIFFE) |
Sep12 |
120719 |
121~16 |
121~21 |
120~30 |
121~08 |
-0~13 |
121,404 |
338,093 |
-4,347 |
Dec12 |
120719 |
120~14 |
120~14 |
120~06 |
120~06 |
-0~13 |
0 |
70 |
+0 |
Total Volume and Open Interest |
121,404 |
338,163 |
-4,347 |
3-Mth Short Sterling(LIFFE) |
Sep12 |
120719 |
99.33 |
99.34 |
99.31 |
99.32 |
-0.01 |
151,091 |
395,329 |
+11,129 |
Dec12 |
120719 |
99.41 |
99.42 |
99.38 |
99.40 |
-0.01 |
175,437 |
331,627 |
+4,123 |
Mar13 |
120719 |
99.44 |
99.46 |
99.43 |
99.44 |
-0.01 |
117,169 |
291,291 |
-3,205 |
Jun13 |
120719 |
99.45 |
99.47 |
99.43 |
99.44 |
-0.01 |
100,926 |
292,217 |
-3,593 |
Sep13 |
120719 |
99.43 |
99.46 |
99.41 |
99.43 |
-0.01 |
107,127 |
357,400 |
-711 |
Dec13 |
120719 |
99.41 |
99.43 |
99.39 |
99.40 |
-0.02 |
63,164 |
214,746 |
-4,803 |
Total Volume and Open Interest |
869,249 |
2,542,356 |
+10,282 |
3-Mth Euribor(LIFFE) |
Sep12 |
120719 |
99.635 |
99.635 |
99.620 |
99.630 |
unch |
60,695 |
573,274 |
+714 |
Dec12 |
120719 |
99.655 |
99.665 |
99.645 |
99.655 |
unch |
87,140 |
522,104 |
-5,143 |
Mar13 |
120719 |
99.660 |
99.665 |
99.640 |
99.655 |
unch |
39,356 |
412,919 |
+1,080 |
Total Volume and Open Interest |
413,097 |
3,330,866 |
-2,417 |
3-Mth Aus T-Bills(SFE) |
Sep12 |
120719 |
96.66 |
96.68 |
96.63 |
96.66 |
unch |
17,207 |
170,849 |
+605 |
Dec12 |
120719 |
96.98 |
97.01 |
96.95 |
96.97 |
-0.02 |
16,449 |
174,197 |
+285 |
Mar13 |
120719 |
97.13 |
97.17 |
97.11 |
97.13 |
-0.01 |
8,246 |
116,333 |
+398 |
Jun13 |
120719 |
97.13 |
97.16 |
97.10 |
97.13 |
-0.01 |
4,454 |
87,332 |
+543 |
Sep13 |
120719 |
97.06 |
97.10 |
97.03 |
97.06 |
-0.01 |
2,735 |
53,675 |
+61 |
Dec13 |
120719 |
96.98 |
97.00 |
96.94 |
96.98 |
unch |
1,373 |
40,442 |
+337 |
Mar14 |
120719 |
96.94 |
96.94 |
96.88 |
96.93 |
unch |
496 |
25,565 |
-120 |
Jun14 |
120719 |
96.89 |
96.89 |
96.87 |
96.88 |
+0.01 |
702 |
12,491 |
+213 |
Sep14 |
120719 |
96.82 |
96.83 |
96.82 |
96.83 |
+0.01 |
59 |
1,927 |
+38 |
Dec14 |
120719 |
96.75 |
96.75 |
96.75 |
96.75 |
+0.01 |
1 |
475 |
-20 |
Total Volume and Open Interest |
51,722 |
683,335 |
+2,340 |
10-Year Aus T-Bonds(SFE) |
Sep12 |
120719 |
97.17 |
97.21 |
97.16 |
97.17 |
-0.01 |
49,679 |
392,798 |
+2,608 |
Dec12 |
120719 |
97.17 |
97.17 |
97.17 |
97.17 |
-0.01 |
|
|
|
Total Volume and Open Interest |
49,679 |
392,798 |
+2,608 |
3-Year Aus T-Bonds(SFE) |
Sep12 |
120719 |
97.76 |
97.80 |
97.74 |
97.75 |
-0.02 |
117,725 |
440,304 |
-2,977 |
Dec12 |
120719 |
97.75 |
97.75 |
97.75 |
97.75 |
-0.02 |
|
|
|
Total Volume and Open Interest |
117,725 |
440,304 |
-2,977 |
Gold(CMX) |
Aug12 |
120719 |
1573.0 |
1591.5 |
1572.1 |
1580.4 |
+9.6 |
141,888 |
172,570 |
-5,466 |
Oct12 |
120719 |
1575.5 |
1593.2 |
1575.0 |
1582.7 |
+9.6 |
3,303 |
20,558 |
-62 |
Dec12 |
120719 |
1577.5 |
1596.0 |
1577.2 |
1585.1 |
+9.6 |
7,501 |
129,362 |
+2,535 |
Feb13 |
120719 |
1579.9 |
1596.0 |
1579.9 |
1587.0 |
+9.5 |
641 |
20,872 |
-66 |
Apr13 |
120719 |
1588.9 |
1588.9 |
1588.9 |
1588.9 |
+9.5 |
148 |
16,958 |
+25 |
Jun13 |
120719 |
1588.7 |
1597.6 |
1587.6 |
1590.8 |
+9.5 |
520 |
18,764 |
+80 |
Aug13 |
120719 |
1592.7 |
1592.7 |
1592.7 |
1592.7 |
+9.5 |
51 |
1,642 |
+7 |
Oct13 |
120719 |
1600.0 |
1600.0 |
1594.8 |
1594.8 |
+9.5 |
12 |
1,225 |
-6 |
Dec13 |
120719 |
1602.6 |
1602.6 |
1596.9 |
1596.9 |
+9.4 |
801 |
9,832 |
+151 |
Feb14 |
120719 |
1599.1 |
1599.1 |
1599.1 |
1599.1 |
+9.4 |
0 |
5 |
+0 |
Apr14 |
120719 |
1601.5 |
1601.5 |
1601.3 |
1601.3 |
+9.3 |
0 |
1 |
+0 |
Jun14 |
120719 |
1604.8 |
1604.8 |
1603.7 |
1603.7 |
+9.3 |
175 |
8,743 |
-125 |
Total Volume and Open Interest |
155,443 |
431,317 |
-3,049 |
Silver(CMX) |
Jul12 |
120719 |
2722.0 |
2739.5 |
2719.4 |
2719.4 |
+12.3 |
1,101 |
563 |
-989 |
Sep12 |
120719 |
2714.0 |
2757.5 |
2710.0 |
2721.7 |
+12.2 |
38,337 |
61,137 |
-197 |
Dec12 |
120719 |
2722.0 |
2765.0 |
2721.5 |
2729.5 |
+12.1 |
814 |
27,037 |
+299 |
Mar13 |
120719 |
2740.0 |
2740.0 |
2734.8 |
2734.8 |
+12.2 |
128 |
4,541 |
+84 |
May13 |
120719 |
2736.6 |
2736.6 |
2736.6 |
2736.6 |
+12.2 |
11 |
2,481 |
+4 |
Jul13 |
120719 |
2737.6 |
2737.6 |
2737.6 |
2737.6 |
+12.2 |
50 |
3,903 |
+3 |
Sep13 |
120719 |
2730.0 |
2738.6 |
2730.0 |
2738.6 |
+12.2 |
40 |
2,225 |
-9 |
Total Volume and Open Interest |
40,752 |
121,819 |
-747 |
Platinum(NYMEX) |
Jul12 |
120719 |
1420.7 |
1420.7 |
1420.7 |
1420.7 |
+18.9 |
3 |
30 |
-2 |
Oct12 |
120719 |
1406.1 |
1427.9 |
1406.1 |
1423.1 |
+18.9 |
5,070 |
47,586 |
+52 |
Jan13 |
120719 |
1421.7 |
1427.1 |
1417.9 |
1426.3 |
+18.8 |
157 |
2,288 |
+116 |
Apr13 |
120719 |
1429.4 |
1429.4 |
1429.4 |
1429.4 |
+18.7 |
0 |
17 |
+0 |
Total Volume and Open Interest |
5,230 |
49,929 |
+166 |
Palladium(NYMEX) |
Sep12 |
120719 |
575.00 |
586.35 |
574.30 |
584.85 |
+7.30 |
2,759 |
20,881 |
+21 |
Dec12 |
120719 |
576.00 |
586.20 |
576.00 |
586.20 |
+7.30 |
80 |
1,153 |
+34 |
Mar13 |
120719 |
586.25 |
586.25 |
586.25 |
586.25 |
+7.30 |
|
|
|
Total Volume and Open Interest |
2,839 |
22,056 |
+55 |
Copper(CMX) |
Jul12 |
120719 |
349.20 |
353.90 |
349.00 |
353.40 |
+6.10 |
683 |
1,889 |
-251 |
Sep12 |
120719 |
347.40 |
354.50 |
346.95 |
353.45 |
+6.05 |
45,445 |
81,384 |
+691 |
Dec12 |
120719 |
348.35 |
355.25 |
348.25 |
354.20 |
+5.95 |
4,888 |
36,109 |
+1,826 |
Mar13 |
120719 |
353.30 |
355.00 |
352.75 |
354.85 |
+5.85 |
723 |
7,309 |
+119 |
May13 |
120719 |
350.65 |
356.30 |
350.65 |
355.15 |
+5.80 |
163 |
1,704 |
+44 |
Total Volume and Open Interest |
52,386 |
138,098 |
+2,465 |
DJIA Index(CBOT) |
Sep12 |
120719 |
12864 |
12930 |
12845 |
12880 |
+20 |
107 |
12,686 |
-45 |
Dec12 |
120719 |
12801 |
12801 |
12781 |
12801 |
+20 |
0 |
14 |
+0 |
Mar13 |
120719 |
12734 |
12734 |
12714 |
12734 |
+20 |
|
|
|
Jun13 |
120719 |
12658 |
12658 |
12638 |
12658 |
+20 |
|
|
|
Total Volume and Open Interest |
107 |
12,700 |
-45 |
E-mini DJIA Index(CBOT) |
Sep12 |
120719 |
12862 |
12936 |
12835 |
12880 |
+20 |
128,911 |
83,090 |
+830 |
Dec12 |
120719 |
12788 |
12801 |
12785 |
12801 |
+20 |
8 |
81 |
-1 |
Mar13 |
120719 |
12734 |
12734 |
12734 |
12734 |
+20 |
0 |
2 |
+0 |
Jun13 |
120719 |
12658 |
12658 |
12658 |
12658 |
+20 |
0 |
38 |
+0 |
Total Volume and Open Interest |
128,919 |
83,211 |
+829 |
S & P 500(CME) |
Sep12 |
120719 |
1367.40 |
1375.70 |
1366.50 |
1371.90 |
+4.60 |
8,981 |
227,942 |
+1,151 |
Dec12 |
120719 |
1364.30 |
1368.20 |
1359.30 |
1364.90 |
+4.60 |
390 |
11,370 |
-40 |
Mar13 |
120719 |
1358.10 |
1360.80 |
1352.60 |
1358.10 |
+4.50 |
25 |
448 |
+0 |
Jun13 |
120719 |
1351.20 |
1353.90 |
1345.70 |
1351.20 |
+4.50 |
0 |
19 |
+0 |
Total Volume and Open Interest |
9,396 |
239,779 |
+1,111 |
S & P 500 E-Mini(Globex) |
Sep12 |
120719 |
1367.25 |
1376.00 |
1366.00 |
1372.00 |
+4.75 |
1,970,476 |
2,788,070 |
-5,700 |
Dec12 |
120719 |
1360.50 |
1368.75 |
1359.75 |
1365.00 |
+4.75 |
1,996 |
18,766 |
+393 |
Total Volume and Open Interest |
1,972,477 |
2,808,514 |
-5,306 |
NASDAQ 100(CME) |
Sep12 |
120719 |
2623.80 |
2659.00 |
2623.30 |
2652.30 |
+32.30 |
603 |
7,080 |
-294 |
Dec12 |
120719 |
2644.80 |
2650.00 |
2613.00 |
2644.80 |
+31.80 |
|
|
|
Mar13 |
120719 |
2639.30 |
2639.30 |
2607.50 |
2639.30 |
+31.80 |
|
|
|
Total Volume and Open Interest |
603 |
7,080 |
-294 |
NASDAQ 100 E-Mini(Globex) |
Sep12 |
120719 |
2623.00 |
2658.00 |
2623.00 |
2652.30 |
+32.30 |
269,331 |
339,390 |
-605 |
Dec12 |
120719 |
2632.80 |
2646.50 |
2629.50 |
2644.80 |
+31.80 |
9 |
62 |
+6 |
Total Volume and Open Interest |
269,340 |
339,460 |
-599 |
S & P Midcap 400(CME) |
Sep12 |
120719 |
947.00 |
952.00 |
944.00 |
947.00 |
+0.50 |
0 |
1,181 |
+0 |
Dec12 |
120719 |
944.00 |
944.00 |
943.50 |
944.00 |
+0.50 |
|
|
|
Mar13 |
120719 |
942.00 |
942.00 |
941.50 |
942.00 |
+0.50 |
|
|
|
Total Volume and Open Interest |
0 |
1,181 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep12 |
120719 |
8800 |
8840 |
8785 |
8810 |
+25 |
3,600 |
29,525 |
+353 |
Dec12 |
120719 |
8770 |
8770 |
8770 |
8770 |
+25 |
0 |
6 |
+0 |
Total Volume and Open Interest |
3,600 |
29,531 |
+353 |
Nikkei 225(SGX) |
Sep12 |
120719 |
8745 |
8835 |
8725 |
8785 |
+45 |
53,944 |
178,929 |
-3,123 |
Dec12 |
120719 |
8720 |
8730 |
8720 |
8725 |
+45 |
520 |
9,543 |
+515 |
Mar13 |
120719 |
8710 |
8710 |
8710 |
8710 |
+40 |
0 |
48 |
+0 |
Total Volume and Open Interest |
54,945 |
194,552 |
-2,713 |
CAC 40(EURONEXT) |
Jul12 |
120719 |
3249.0 |
3272.5 |
3237.5 |
3263.0 |
+28.0 |
228,907 |
319,932 |
+573 |
Aug12 |
120719 |
3247.0 |
3272.0 |
3238.0 |
3262.5 |
+27.0 |
142,081 |
129,261 |
+68,067 |
Sep12 |
120719 |
3239.0 |
3265.0 |
3236.0 |
3256.5 |
+26.5 |
601 |
33,920 |
-1,716 |
Total Volume and Open Interest |
371,589 |
483,253 |
+66,924 |
Hang Seng Index(HKFE) |
Jul12 |
120719 |
19410 |
19620 |
19370 |
19566 |
+357 |
74,985 |
92,788 |
+3,506 |
Aug12 |
120719 |
19415 |
19570 |
19332 |
19525 |
+360 |
1,282 |
4,317 |
+651 |
Sep12 |
120719 |
19268 |
19486 |
19252 |
19440 |
+356 |
526 |
4,328 |
+189 |
Total Volume and Open Interest |
77,164 |
104,601 |
+4,554 |
DAX(EUREX) |
Sep12 |
120719 |
6713.0 |
6776.5 |
6699.0 |
6753.0 |
+71.5 |
116,692 |
172,078 |
+276 |
Dec12 |
120719 |
6705.0 |
6775.5 |
6704.0 |
6754.0 |
+71.5 |
480 |
8,859 |
+282 |
Mar13 |
120719 |
6765.5 |
6771.0 |
6746.5 |
6757.0 |
+71.0 |
16 |
616 |
+12 |
Total Volume and Open Interest |
117,188 |
181,553 |
+570 |
FT-SE 100(EURONEXT) |
Sep12 |
120719 |
5647.50 |
5685.00 |
5641.50 |
5664.00 |
+28.50 |
89,183 |
625,544 |
-4,519 |
Dec12 |
120719 |
5620.50 |
5642.00 |
5618.50 |
5634.00 |
+28.50 |
8 |
627 |
+0 |
Mar13 |
120719 |
5593.00 |
5593.00 |
5593.00 |
5593.00 |
+28.50 |
0 |
216 |
+0 |
Total Volume and Open Interest |
89,191 |
626,387 |
-4,519 |
SPI 200(SFE) |
Sep12 |
120719 |
4094.0 |
4167.0 |
4089.0 |
4160.0 |
+68.0 |
26,359 |
234,401 |
-4,516 |
Dec12 |
120719 |
4138.0 |
4160.0 |
4138.0 |
4158.0 |
+69.0 |
122 |
5,323 |
+1 |
Mar13 |
120719 |
4122.0 |
4122.0 |
4122.0 |
4122.0 |
+69.0 |
0 |
1,402 |
+0 |
Total Volume and Open Interest |
28,045 |
246,697 |
-3,358 |
GSCI(CME) |
Aug12 |
120719 |
649.50 |
654.00 |
639.20 |
654.00 |
+14.75 |
452 |
8,549 |
+169 |
Sep12 |
120719 |
647.50 |
652.00 |
637.70 |
652.00 |
+14.25 |
|
|
|
Oct12 |
120719 |
652.50 |
652.50 |
638.95 |
652.50 |
+13.50 |
|
|
|
Total Volume and Open Interest |
452 |
8,549 |
+10 |
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. |
|
|