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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Fri July 20, 2012
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug12 120720 1731.50 1777.75 1729.00 1757.50 +23.75 50,885 69,121 -4,058
Sep12 120720 1690.25 1730.00 1685.00 1713.25 +22.00 23,491 46,419 +1,567
Nov12 120720 1652.00 1691.00 1645.00 1686.25 +34.00 212,731 402,217 +4,482
Jan13 120720 1634.00 1671.00 1627.25 1663.25 +29.25 35,044 82,429 -3,300
Mar13 120720 1523.75 1547.00 1520.75 1538.75 +12.00 33,232 85,878 -1,945
May13 120720 1448.75 1470.00 1446.75 1454.00 +3.50 19,409 71,453 +1,031
Jul13 120720 1445.50 1461.75 1439.00 1446.50 +3.50 18,749 54,206 -853
Aug13 120720 1434.75 1434.75 1415.50 1417.50 +2.00 68 269 +16
Sep13 120720 1351.50 1351.50 1349.50 1351.50 +2.00 67 339 +2
Nov13 120720 1301.00 1316.00 1290.00 1304.00 +9.00 5,439 22,868 +1,088
Jan14 120720 1310.00 1310.00 1298.25 1307.25 +9.00 18 188 +0
Mar14 120720 1305.25 1305.25 1296.25 1305.25 +9.00 5 13 +2
May14 120720 1305.25 1305.25 1296.25 1305.25 +9.00 0 1 +0
Jul14 120720 1309.25 1309.25 1300.25 1309.25 +9.00 1 9 +0
Total Volume and Open Interest 399,183 836,188 -1,949
Soybean Meal(CBOT)
Aug12 120720 532.00 552.00 531.50 543.00 +11.00 37,485 35,924 -6,141
Sep12 120720 514.50 532.80 512.10 528.30 +13.70 24,125 43,164 -634
Oct12 120720 498.00 515.00 493.40 512.20 +16.80 10,068 22,773 +959
Dec12 120720 485.70 505.50 484.30 504.30 +17.00 67,475 117,540 -3,336
Jan13 120720 477.00 492.20 473.30 489.50 +14.00 6,853 9,296 -186
Mar13 120720 438.90 446.50 435.40 442.80 +5.30 6,989 12,891 -253
May13 120720 404.70 416.60 402.00 416.60 +12.00 6,252 9,440 +101
Jul13 120720 398.30 407.60 398.30 404.80 +6.30 5,349 10,413 +821
Aug13 120720 393.70 399.70 393.70 394.60 +7.40 91 569 +45
Sep13 120720 382.10 387.00 377.40 383.80 +7.40 86 561 +40
Total Volume and Open Interest 165,533 268,926 -8,461
Soybean Oil(CBOT)
Aug12 120720 54.33 54.70 54.13 54.36 -0.04 36,729 41,238 -5,368
Sep12 120720 54.59 54.89 54.33 54.56 -0.03 21,536 44,252 -810
Oct12 120720 54.71 55.08 54.54 54.76 -0.03 5,036 21,405 +1,120
Dec12 120720 55.19 55.51 54.94 55.18 -0.03 67,545 143,598 -870
Jan13 120720 55.49 55.77 55.18 55.37 -0.12 8,512 27,075 +148
Mar13 120720 55.85 56.01 55.40 55.54 -0.19 10,468 19,458 -651
May13 120720 55.80 56.15 55.51 55.63 -0.23 5,786 12,610 +366
Jul13 120720 55.99 56.20 55.60 55.71 -0.25 3,140 8,633 +414
Aug13 120720 55.89 55.95 55.68 55.68 -0.27 464 2,012 +260
Sep13 120720 55.54 55.81 55.54 55.54 -0.27 131 1,127 +40
Total Volume and Open Interest 160,477 328,804 -5,198
Canola(WCE)
Jul12 120713 683.9 683.9 683.9 683.9 +2.4      
Nov12 120720 636.7 645.7 634.2 644.8 +8.1 10,998 156,167 +312
Jan13 120720 639.5 648.1 637.3 647.1 +7.4 5,995 34,699 +1,513
Mar13 120720 639.9 648.0 638.3 647.0 +7.4 811 14,838 +220
May13 120720 637.3 643.8 635.5 641.9 +5.4 675 18,261 +315
Total Volume and Open Interest 18,696 228,295 +2,439
Corn(CBOT)
Sep12 120720 806.75 828.75 799.50 824.50 +16.75 104,662 365,641 -2,905
Dec12 120720 780.00 797.00 779.00 795.75 +17.25 216,492 511,102 +8,242
Mar13 120720 771.00 786.00 770.00 781.25 +10.75 47,639 137,630 +464
May13 120720 767.50 782.00 767.25 777.00 +10.00 10,771 24,405 +1,465
Jul13 120720 760.25 776.25 759.50 769.75 +9.50 24,222 65,316 +4,969
Sep13 120720 650.75 665.00 646.75 663.00 +16.25 1,848 10,018 +320
Dec13 120720 615.00 625.00 611.25 619.00 +10.00 7,694 56,941 +1,519
Mar14 120720 623.00 623.25 614.00 622.75 +8.75 185 1,604 +35
May14 120720 626.25 628.00 610.50 621.75 +11.25 17 360 +3
Jul14 120720 621.25 621.25 609.50 621.00 +11.50 95 954 -32
Total Volume and Open Interest 413,802 1,178,371 +14,155
Wheat(CBOT)
Sep12 120720 932.00 944.75 916.75 943.25 +8.25 79,484 181,902 +3,468
Dec12 120720 930.75 951.50 922.25 948.25 +13.75 59,068 154,906 -97
Mar13 120720 913.50 929.00 910.00 925.00 +11.50 18,031 44,048 -425
May13 120720 878.00 909.00 876.75 895.50 +15.50 2,704 13,829 -152
Jul13 120720 816.25 829.00 810.75 819.50 +3.00 7,280 42,845 -13
Sep13 120720 812.75 823.50 812.75 818.25 +2.25 372 633 -21
Total Volume and Open Interest 169,740 462,259 +3,286
Wheat(KCBT)
Sep12 120720 935.00 942.50 922.00 941.00 +3.00 17,058 81,230 +994
Dec12 120720 945.50 956.50 937.00 954.00 +3.00 13,010 49,700 +1,788
Mar13 120720 939.75 954.50 934.75 951.00 +4.50 4,267 13,378 +906
May13 120720 927.50 954.75 927.50 940.50 +1.50 785 5,815 +287
Jul13 120720 860.00 874.50 853.00 859.00 -11.00 1,413 12,022 +267
Sep13 120720 863.00 865.00 852.00 852.00 -11.00 87 386 -23
Total Volume and Open Interest 36,755 163,304 +4,286
Wheat(MGE)
Jul12 120713 935.25 935.25 935.25 935.25 +2.50 0 16 +0
Sep12 120720 1022.00 1035.00 1010.25 1031.50 +9.50 2,282 17,218 +461
Dec12 120720 1020.25 1031.25 1009.00 1028.25 +8.00 2,378 15,071 +203
Mar13 120720 1018.00 1031.75 1011.25 1028.75 +12.00 684 3,814 +281
May13 120720 1013.00 1019.25 1013.00 1019.25 +9.25 44 919 -13
Total Volume and Open Interest 5,538 37,671 +1,008
Oats(CBOT)
Sep12 120720 382.75 388.75 382.00 387.00 +3.50 71 2,393 +4
Dec12 120720 386.00 391.00 384.25 389.00 +2.00 400 7,667 +16
Mar13 120720 393.00 393.25 392.75 393.25 +0.50 21 152 +10
May13 120720 397.00 397.00 396.50 397.00 +0.50 2 2 +1
Total Volume and Open Interest 496 10,220 +33
Rough Rice(CBOT)
Jul12 120713 14.85 14.86 14.85 14.86 +0.14 48 40 -20
Sep12 120720 15.44 15.71 15.43 15.53 +0.04 661 10,668 +164
Nov12 120720 15.69 15.96 15.69 15.80 +0.04 86 2,171 +33
Jan13 120720 16.07 16.07 16.03 16.07 +0.04 15 209 +12
Total Volume and Open Interest 762 13,173 +209
Live Cattle(CME)
Aug12 120720 118.885 118.900 117.180 117.950 -1.000 23,983 62,100 -2,770
Oct12 120720 124.100 124.250 122.480 123.100 -1.300 29,311 123,533 +3,520
Dec12 120720 128.000 128.000 125.980 126.300 -1.775 14,174 68,122 -804
Feb13 120720 130.900 131.000 128.400 128.600 -2.450 7,658 30,282 +342
Apr13 120720 133.800 133.800 131.200 131.900 -1.900 3,167 14,446 +995
Jun13 120720 131.450 131.485 129.300 129.600 -2.400 645 4,595 +151
Total Volume and Open Interest 79,259 305,156 +1,599
Feeder Cattle(CME)
Aug12 120720 139.235 139.300 136.100 136.100 -3.000 4,782 12,768 -556
Sep12 120720 141.500 141.785 138.535 138.535 -3.000 2,818 7,656 -79
Oct12 120720 143.300 143.850 140.500 140.500 -3.000 2,534 7,210 -28
Nov12 120720 145.200 145.535 142.285 142.285 -3.000 1,853 4,530 +153
Jan13 120720 148.075 148.435 145.185 145.185 -3.000 1,127 3,545 +86
Mar13 120720 149.900 149.900 147.000 147.950 -2.050 155 648 +35
Apr13 120720 151.000 151.000 148.300 149.100 -2.200 91 228 +37
Total Volume and Open Interest 13,423 36,863 -321
Lean Hogs(CME)
Aug12 120720 92.800 94.250 92.650 93.700 +0.650 14,322 27,571 -3,264
Oct12 120720 79.885 80.430 79.550 79.800 -0.200 21,540 85,720 +3,212
Dec12 120720 76.900 77.475 76.385 76.650 -0.180 7,364 49,280 -426
Feb13 120720 81.200 81.800 80.800 80.850 -0.125 5,174 25,441 -413
Apr13 120720 85.200 85.885 85.150 85.885 +0.635 1,887 16,842 -121
May13 120720 91.135 91.950 91.080 91.950 +0.250 63 746 +16
Jun13 120720 94.135 94.800 93.800 94.750 +0.365 960 9,341 -5
Jul13 120720 94.480 95.200 94.480 94.900 +0.400 196 3,097 -18
Total Volume and Open Interest 51,725 219,641 -920
Class III Milk(CME)
Jul12 120720 16.68 16.72 16.67 16.67 -0.01 41 3,692 -22
Aug12 120720 17.79 18.00 17.73 17.96 +0.20 299 4,924 -22
Sep12 120720 18.80 19.19 18.80 19.14 +0.34 413 3,935 +61
Oct12 120720 18.73 19.10 18.70 19.08 +0.38 135 3,274 +35
Nov12 120720 18.67 19.06 18.66 19.04 +0.40 111 2,960 +39
Total Volume and Open Interest 1,184 24,886 +193
Cocoa(ICE)
Sep12 120720 2227 2257 2217 2229 -1 11,887 68,469 -145
Dec12 120720 2237 2271 2231 2245 +1 2,823 47,356 +167
Mar13 120720 2245 2282 2245 2258 unch 2,255 34,980 +28
May13 120720 2276 2285 2272 2272 +1 870 14,434 -265
Jul13 120720 2292 2299 2285 2285 +2 279 7,641 +97
Sep13 120720 2300 2302 2295 2295 +2 157 4,524 +58
Dec13 120720 2309 2310 2304 2304 +1 90 5,962 -32
Total Volume and Open Interest 18,368 188,499 -93
Coffee "C"(ICE)
Jul12 120719 188.20 188.20 188.20 188.20 +6.80 20 5 -19
Sep12 120720 188.90 190.85 186.10 186.95 -2.00 14,133 67,770 -4
Dec12 120720 191.50 193.55 188.85 189.60 -1.95 6,701 42,088 +446
Mar13 120720 194.20 196.60 192.15 192.45 -2.25 4,191 17,476 -583
May13 120720 196.30 198.55 194.15 194.20 -2.50 450 5,145 -219
Jul13 120720 199.00 200.30 195.95 195.95 -2.55 114 3,580 -14
Total Volume and Open Interest 25,776 138,378 -391
Orange Juice(ICE)
Sep12 120720 112.30 112.50 109.70 110.00 -2.60 1,101 13,527 +10
Nov12 120720 110.95 111.35 109.25 109.35 -2.15 177 5,104 +28
Jan13 120720 111.50 111.50 109.15 109.30 -2.20 38 1,805 +37
Mar13 120720 110.50 111.00 109.10 109.45 -2.15 40 1,189 +23
May13 120720 110.00 110.00 110.00 110.00 -2.60 4 182 +2
Jul13 120720 111.90 111.90 111.90 111.90 -2.60 1 10 +0
Total Volume and Open Interest 1,361 21,819 +100
Sugar #11(ICE)
Oct12 120720 23.25 23.99 23.08 23.92 +0.67 66,553 318,445 +5,915
Mar13 120720 23.48 24.10 23.43 23.98 +0.40 27,775 148,287 -5,506
May13 120720 23.12 23.54 23.07 23.29 +0.09 9,480 49,126 -590
Jul13 120720 22.75 23.06 22.73 22.83 unch 5,866 72,464 +115
Oct13 120720 22.72 22.86 22.55 22.65 -0.03 2,608 33,567 +355
Mar14 120720 22.71 22.84 22.46 22.57 -0.11 779 24,981 -339
May14 120720 22.25 22.41 22.10 22.20 -0.13 165 6,898 +67
Jul14 120720 22.04 22.14 21.93 21.93 -0.16 157 5,614 -11
Total Volume and Open Interest 113,554 666,954 +149
London Cocoa(LCE)
Sep12 120720 1529 1554 1523 1543 +11 3,125 50,133 -1,554
Dec12 120720 1518 1535 1512 1526 +6 1,537 52,225 +41
Mar13 120720 1503 1522 1498 1512 +7 1,361 50,418 +464
May13 120720 1499 1522 1496 1512 +8 1,107 19,887 +118
Jul13 120720 1506 1525 1506 1515 +7 33 10,255 +72
Sep13 120720 1521 1521 1518 1518 +8 4 5,514 +23
Dec13 120720 1520 1520 1520 1520 +10 0 7,306 +0
Total Volume and Open Interest 7,167 196,285 -836
London Sugar(LCE)
Oct12 120720 636.30 652.10 635.70 650.50 +14.20 4,777 26,637 +2,176
Dec12 120720 612.40 626.10 611.00 624.20 +11.20 1,739 9,756 +6
Mar13 120720 614.40 626.70 612.30 624.20 +10.10 2,052 10,845 -6
May13 120720 609.50 618.70 608.10 614.80 +5.60 1,210 3,025 +17
Aug13 120720 600.90 606.10 598.80 598.80 -1.40 475 1,981 +40
Total Volume and Open Interest 10,455 54,247 +2,250
Cotton(ICE)
Oct12 120720 71.79 72.15 71.54 72.06 +0.27 114 422 -29
Dec12 120720 72.51 73.29 72.08 72.94 +0.31 11,299 132,210 -127
Mar13 120720 73.70 73.81 72.76 73.47 +0.14 3,551 25,406 +382
May13 120720 74.20 74.48 73.46 74.17 +0.12 414 5,423 -12
Jul13 120720 75.07 75.29 74.26 74.92 unch 98 6,033 -3
Oct13 120720 76.88 76.88 76.88 76.88 -0.21 2 5 +2
Total Volume and Open Interest 15,495 171,245 +207
Lumber(CME)
Sep12 120720 284.2 293.8 281.5 293.8 +10.0 737 5,963 +51
Nov12 120720 280.1 288.8 277.9 288.8 +9.0 302 1,446 +27
Jan13 120720 288.9 294.8 288.9 294.8 +6.4 16 270 +11
Mar13 120720 293.4 301.0 293.4 300.1 +7.1 1 119 -1
Total Volume and Open Interest 1,056 7,801 +88
Crude Oil(NYM)
Aug12 120720 92.22 92.30 90.66 91.44 -1.22 102,928 15,334 -34,530
Sep12 120720 92.59 92.63 90.92 91.83 -1.14 288,797 314,109 +19,957
Oct12 120720 92.77 92.86 91.19 92.10 -1.13 53,691 92,610 +3,575
Nov12 120720 92.88 93.10 91.48 92.39 -1.11 34,760 74,437 +3,347
Dec12 120720 93.30 93.41 91.81 92.71 -1.12 75,742 169,715 +361
Jan13 120720 93.62 93.72 92.20 93.03 -1.12 19,767 77,448 +3,931
Feb13 120720 93.54 93.83 92.46 93.25 -1.12 10,636 29,692 -217
Mar13 120720 93.72 94.00 92.63 93.38 -1.11 11,208 37,395 +1,431
Apr13 120720 93.19 93.52 93.19 93.43 -1.09 3,639 17,473 -77
May13 120720 94.20 94.20 92.90 93.42 -1.08 4,512 18,563 +401
Jun13 120720 93.88 93.90 92.62 93.37 -1.07 23,483 76,135 -1,045
Jul13 120720 93.29 93.29 92.55 93.28 -1.05 3,418 24,762 +367
Aug13 120720 93.12 93.12 93.12 93.12 -1.04 2,419 16,421 +131
Sep13 120720 92.93 92.93 92.93 92.93 -1.02 2,406 22,453 +73
Oct13 120720 92.71 92.71 92.71 92.71 -1.01 1,076 13,186 +118
Nov13 120720 92.49 92.49 92.49 92.49 -1.00 1,419 18,271 +107
Total Volume and Open Interest 690,954 1,397,083 +768
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 5,759 2,099 +71
Sep12 120720 92.600 92.600 90.925 91.825 -1.150 10,364 2,239 +506
Oct12 120720 92.775 92.825 91.225 92.100 -1.125 114 132 +47
Nov12 120720 91.775 92.400 91.675 92.400 -1.100 43 1,806 +23
Dec12 120720 93.050 93.100 92.125 92.700 -1.125 51 2,546 +22
Jan13 120720 92.725 93.025 92.725 93.025 -1.125 26 769 +22
Feb13 120720 93.250 93.250 93.250 93.250 -1.125 4 79 +2
Mar13 120720 93.375 93.375 93.375 93.375 -1.125 2 3 +2
Apr13 120720 93.425 93.425 93.425 93.425 -1.100 0 1 +0
Total Volume and Open Interest 10,604 7,778 -1,475
Heating Oil(NYM)
Aug12 120720 294.49 294.49 290.10 292.43 -2.27 40,717 52,067 -3,243
Sep12 120720 293.94 294.41 290.06 292.38 -2.30 37,686 78,706 +1,295
Oct12 120720 294.24 294.53 290.64 292.84 -2.17 14,495 33,170 -917
Nov12 120720 294.23 294.23 290.85 293.26 -2.09 8,687 27,764 -445
Dec12 120720 294.53 294.70 291.12 293.49 -2.05 18,880 39,739 -1,001
Jan13 120720 294.26 294.26 291.97 293.57 -2.04 6,614 23,075 +1,147
Feb13 120720 292.05 292.80 291.28 292.63 -2.05 2,487 10,336 +168
Mar13 120720 289.69 291.04 288.75 290.78 -2.14 4,493 16,785 +12
Apr13 120720 288.31 289.00 287.54 288.51 -2.23 2,722 18,137 -329
May13 120720 289.98 291.10 289.98 290.79 -2.37 1,095 8,813 -4
Jun13 120720 289.06 290.25 288.36 289.74 -2.50 1,166 6,451 +335
Jul13 120720 289.12 289.70 289.12 289.70 -2.50 199 2,342 +94
Aug13 120720 289.65 289.77 289.65 289.77 -2.49 188 660 -37
Sep13 120720 289.80 289.87 289.80 289.87 -2.46 50 381 +29
Total Volume and Open Interest 140,180 323,347 -2,858
Gasoline(NYMEX)
Aug12 120720 293.10 294.47 287.84 294.30 +0.41 55,803 45,807 -3,380
Sep12 120720 283.74 284.67 278.88 284.45 +0.31 52,766 87,433 +3,264
Oct12 120720 265.13 265.74 261.08 265.17 -0.84 25,099 36,145 +3,370
Nov12 120720 260.04 260.04 256.01 259.57 -1.09 9,925 23,365 +1,349
Dec12 120720 256.92 257.65 253.54 256.85 -1.24 8,621 35,373 +1,649
Jan13 120720 255.11 256.14 252.82 255.99 -1.33 3,332 13,808 +653
Feb13 120720 255.49 256.74 254.76 256.39 -1.33 833 4,050 -130
Mar13 120720 256.79 257.71 255.95 257.71 -1.30 527 5,822 +86
Apr13 120720 270.89 271.86 270.68 271.86 -1.29 106 6,325 +8
May13 120720 270.76 270.76 270.76 270.76 -1.26 42 1,224 +7
Total Volume and Open Interest 157,742 271,699 +7,142
e-miNY RBOB Gasoline(NYM)
Aug12 120720 294.30 294.30 294.30 294.30 +0.40 1 5 +1
Sep12 120720 284.50 284.50 284.45 284.50 +0.40      
Oct12 120720 265.20 265.20 265.17 265.20 -0.80      
Nov12 120720 259.60 259.60 259.57 259.60 -1.10      
Total Volume and Open Interest 1 5 +1
Natural Gas(NYM)
Aug12 120720 3.031 3.096 2.984 3.081 +0.082 169,959 67,710 -12,277
Sep12 120720 3.000 3.090 2.971 3.076 +0.095 106,085 271,832 +6,241
Oct12 120720 3.026 3.095 2.985 3.083 +0.088 81,168 164,513 +7,519
Nov12 120720 3.154 3.234 3.132 3.219 +0.073 41,536 112,991 -1,210
Dec12 120720 3.381 3.459 3.362 3.451 +0.073 27,111 51,907 -1,786
Jan13 120720 3.515 3.589 3.503 3.581 +0.062 33,718 120,792 +3,048
Feb13 120720 3.553 3.594 3.514 3.587 +0.057 5,243 27,919 +7
Mar13 120720 3.480 3.553 3.480 3.545 +0.048 7,744 44,806 -2,053
Apr13 120720 3.505 3.519 3.456 3.507 +0.032 9,349 69,083 -1,221
May13 120720 3.509 3.532 3.481 3.525 +0.028 761 16,971 +55
Jun13 120720 3.547 3.567 3.536 3.560 +0.026 442 8,487 -41
Jul13 120720 3.580 3.611 3.575 3.604 +0.025 421 12,657 +108
Aug13 120720 3.617 3.631 3.590 3.627 +0.026 538 9,612 +42
Sep13 120720 3.620 3.638 3.594 3.632 +0.027 319 7,376 +38
Oct13 120720 3.656 3.675 3.627 3.666 +0.027 1,599 35,195 +164
Nov13 120720 3.766 3.787 3.747 3.780 +0.025 162 17,394 +59
Total Volume and Open Interest 487,611 1,140,478 -962
Brent Crude Oil(ICE)
Sep12 120720 107.50 107.70 105.60 106.83 -0.97 199,489 243,107 -1,341
Oct12 120720 106.72 106.91 104.89 106.14 -0.90 106,863 204,591 -3,570
Nov12 120720 106.25 106.43 104.49 105.79 -0.80 63,147 97,798 -3,558
Dec12 120720 105.93 106.02 104.16 105.49 -0.73 95,098 138,202 +5,696
Jan13 120720 105.57 105.63 104.00 105.19 -0.67 16,957 44,341 +2,058
Feb13 120720 105.09 105.23 104.00 104.87 -0.63 7,824 24,593 +438
Mar13 120720 104.66 104.78 103.63 104.54 -0.60 10,160 30,399 -1,176
Apr13 120720 104.42 104.45 103.36 104.20 -0.58 6,642 14,744 +531
May13 120720 104.07 104.10 103.02 103.87 -0.55 5,838 13,516 -573
Jun13 120720 103.58 103.82 102.36 103.53 -0.54 17,600 59,689 -519
Jul13 120720 103.23 103.23 103.23 103.23 -0.53 2,907 13,007 +919
Aug13 120720 102.90 102.90 102.90 102.90 -0.52 1,039 12,499 +217
Sep13 120720 102.55 102.55 102.55 102.55 -0.52 1,039 12,769 +94
Oct13 120720 102.20 102.20 102.20 102.20 -0.52 333 8,544 +12
Total Volume and Open Interest 582,928 1,161,150 +16
Gas Oil(ICE)
Aug12 120720 930.50 930.50 915.00 919.50 -6.25 65,685 124,659 -5,243
Sep12 120720 926.25 926.75 913.50 918.75 -4.50 82,516 114,629 +5,711
Oct12 120720 923.50 923.75 910.75 916.50 -3.75 39,141 68,844 -1,282
Nov12 120720 920.25 920.25 907.50 913.50 -3.25 19,719 33,705 +979
Dec12 120720 915.75 917.00 904.00 910.25 -3.00 37,217 67,727 +1,791
Jan13 120720 914.50 914.50 903.25 908.25 -2.75 6,771 23,186 -362
Feb13 120720 911.50 911.50 900.50 905.75 -2.50 1,970 16,770 +131
Mar13 120720 905.75 906.75 897.25 902.25 -2.75 2,608 15,585 +201
Apr13 120720 904.75 904.75 896.00 899.25 -2.75 1,788 12,166 -75
May13 120720 900.00 901.00 893.25 896.25 -2.75 1,910 9,715 +252
Total Volume and Open Interest 270,917 585,270 +1,900
Ethanol(CBOT)
Jul12 120705 2.417 2.419 2.388 2.398 +0.044 39 45 -37
Aug12 120720 2.723 2.741 2.685 2.705 -0.013 542 789 -143
Sep12 120720 2.696 2.700 2.648 2.658 -0.018 794 1,492 -388
Oct12 120720 2.636 2.662 2.606 2.607 -0.008 242 1,541 -20
Nov12 120720 2.603 2.615 2.572 2.572 -0.006 404 1,526 +19
Dec12 120720 2.573 2.595 2.548 2.553 +0.005 402 1,394 +36
Jan13 120720 2.561 2.570 2.526 2.535 +0.005 132 1,370 +31
Feb13 120720 2.529 2.538 2.505 2.507 +0.001 242 1,096 +26
Total Volume and Open Interest 3,316 11,973 -424
WTI Crude Oil(ICE)
Sep12 120720 92.47 92.61 90.91 91.83 -1.14 53,807 62,746 +1,081
Oct12 120720 92.55 92.83 91.22 92.10 -1.13 15,645 32,242 +624
Nov12 120720 92.75 93.05 91.46 92.39 -1.11 11,885 20,839 +1,863
Dec12 120720 93.34 93.34 91.80 92.71 -1.12 23,058 85,955 +1,951
Jan13 120720 93.48 93.48 92.34 93.03 -1.12 5,726 15,681 +112
Feb13 120720 93.68 93.68 92.37 93.25 -1.12 3,415 9,507 -95
Mar13 120720 93.33 93.68 92.52 93.38 -1.11 3,212 8,888 +672
Apr13 120720 93.19 93.43 92.58 93.43 -1.09 1,245 3,735 -25
May13 120720 93.20 93.42 92.59 93.42 -1.08 1,016 2,997 +58
Jun13 120720 93.28 93.37 92.56 93.37 -1.07 4,527 24,750 +194
Jul13 120720 93.28 93.28 93.28 93.28 -1.05 460 2,073 +17
Aug13 120720 93.12 93.12 93.12 93.12 -1.04 252 3,115 -11
Sep13 120720 92.93 92.93 92.93 92.93 -1.02 261 7,093 +11
Oct13 120720 92.71 92.71 92.71 92.71 -1.01 129 1,520 +37
Nov13 120720 92.49 92.49 92.49 92.49 -1.00 90 3,372 +11
Dec13 120720 92.46 92.52 91.58 92.29 -0.99 9,135 55,271 +2,933
Total Volume and Open Interest 137,494 418,274 -3,852
US Dollar Index(ICE)
Sep12 120720 83.015 83.665 82.975 83.573 +0.592 18,933 67,514 -1,239
Dec12 120720 83.790 83.980 83.790 83.912 +0.603 18 671 -3
Mar13 120720 84.262 84.262 84.262 84.262 +0.602      
Total Volume and Open Interest 18,951 68,185 -1,242
Australian Dollar(CME)
Sep12 120720 103.63 103.77 103.07 103.20 -0.57 137,655 130,102 +6,434
Dec12 120720 102.84 102.97 102.33 102.41 -0.56 37 733 +17
Mar13 120720 101.71 102.25 101.71 101.71 -0.54 0 4 +0
Total Volume and Open Interest 137,692 130,842 +6,451
British Pound(CME)
Sep12 120720 157.14 157.20 156.09 156.14 -1.06 102,754 111,404 -4,853
Dec12 120720 157.00 157.17 156.10 156.11 -1.06 76 532 +56
Mar13 120720 156.11 157.15 156.11 156.11 -1.04 0 44 +0
Total Volume and Open Interest 102,836 111,987 -4,791
Canadian Dollar(CME)
Sep12 120720 99.07 99.18 98.58 98.66 -0.49 99,168 91,779 -2,783
Dec12 120720 98.81 98.95 98.40 98.46 -0.49 766 7,482 -103
Mar13 120720 98.23 98.75 98.23 98.26 -0.49 21 1,552 +11
Jun13 120720 98.07 98.55 98.07 98.07 -0.48 24 347 +6
Total Volume and Open Interest 99,979 101,208 -2,869
Japanese Yen(CME)
Sep12 120720 127.24 127.56 126.97 127.52 +0.19 65,485 127,936 +5,095
Dec12 120720 127.26 127.67 127.26 127.67 +0.20 54 574 +26
Mar13 120720 127.84 127.84 127.64 127.84 +0.20 2 47 +1
Total Volume and Open Interest 65,541 128,561 +5,122
Swiss Franc(CME)
Sep12 120720 102.35 102.38 101.24 101.37 -0.99 37,606 64,076 -357
Dec12 120720 101.71 102.63 101.53 101.64 -0.99 19 202 -18
Mar13 120720 101.94 102.93 101.94 101.94 -0.99 0 2 +0
Total Volume and Open Interest 37,625 64,280 -375
EuroFX(CME)
Sep12 120720 122.86 122.92 121.53 121.68 -1.19 255,789 320,781 -1,214
Dec12 120720 122.77 123.02 121.79 121.84 -1.18 853 2,444 +66
Mar13 120720 122.92 123.20 121.96 122.01 -1.19 37 89 +16
Total Volume and Open Interest 256,679 323,944 -1,132
Mexican Peso(CME)
Aug12 120720 748.2 754.2 748.2 748.2 -6.0      
Sep12 120720 752.0 753.0 744.2 746.0 -6.0 30,569 160,068 +22
Total Volume and Open Interest 30,576 160,706 +29
Brazilian Real(CME)
Aug12 120720 492.80 494.50 492.50 492.80 -1.65 2 1,621 +0
Sep12 120720 490.50 490.50 489.85 490.10 -1.55 2 2,361 +1
Oct12 120720 488.15 489.70 488.15 488.15 -1.55      
Nov12 120720 486.25 487.80 486.25 486.25 -1.55      
Total Volume and Open Interest 4 16,365 +1
30-Year T-Bonds(CBOT)
Sep12 120720 150~190 152~010 150~190 151~250 +1~060 325,617 624,775 -5,002
Dec12 120720 151~270 153~020 151~200 152~280 +1~080 231 3,942 -4
Mar13 120720 152~040 152~040 150~280 152~040 +1~080 0 3 +0
Total Volume and Open Interest 325,848 628,720 -5,006
10-Year T-Notes(CBOT)
Sep12 120720 134~160 135~000 134~150 134~290 +0~140 776,003 1,769,957 -24,328
Dec12 120720 133~275 133~290 133~155 133~290 +0~135 403 2,121 +130
Mar13 120720 133~020 133~020 132~205 133~020 +0~135      
Total Volume and Open Interest 776,406 1,772,078 -24,198
5-Year T-Notes(CBOT)
Sep12 120720 124~080 124~105 124~078 124~100 +0~022 330,540 1,139,161 +6,701
Dec12 120720 124~056 124~064 124~042 124~064 +0~022 0 96 +0
Mar13 120720 123~112 123~112 123~090 123~112 +0~022      
Total Volume and Open Interest 330,540 1,139,257 +6,701
2 Year T-Notes(CBOT)
Sep12 120720 110~040 110~044 110~038 110~042 +0~002 144,181 998,389 +7,637
Dec12 120720 110~040 110~046 110~040 110~043 +0~002 2,449 18,676 +1,784
Mar13 120720 109~109 109~109 109~107 109~109 +0~002      
Total Volume and Open Interest 146,630 1,017,065 +9,421
Eurodollars(CME)
Sep12 120720 99.605 99.610 99.590 99.600 -0.005 164,792 957,648 -10,937
Dec12 120720 99.605 99.610 99.585 99.595 -0.005 156,155 971,134 +7,046
Mar13 120720 99.600 99.600 99.575 99.590 unch 129,593 693,180 +806
Jun13 120720 99.575 99.585 99.555 99.575 unch 111,709 684,462 -2,574
Sep13 120720 99.555 99.560 99.540 99.555 unch 114,801 698,076 +10,626
Dec13 120720 99.530 99.535 99.515 99.530 +0.005 94,059 680,052 +7,102
Mar14 120720 99.505 99.515 99.490 99.510 +0.010 75,102 606,807 +3,033
Jun14 120720 99.460 99.475 99.455 99.475 +0.015 69,310 463,832 +14
Sep14 120720 99.410 99.430 99.410 99.425 +0.015 64,902 363,722 +204
Dec14 120720 99.335 99.360 99.335 99.355 +0.020 65,045 332,813 +2,805
Mar15 120720 99.265 99.295 99.265 99.290 +0.025 60,569 303,599 +1,893
Jun15 120720 0.856 0.891 0.856 0.886 +0.030 50,756 265,630 +8,826
Sep15 120720 0.736 0.776 0.736 0.771 +0.035 60,375 240,157 -4,065
Dec15 120720 0.601 0.651 0.601 0.646 +0.045 39,447 148,189 +4,548
Mar16 120720 0.481 0.536 0.481 0.531 +0.050 25,142 90,577 +4,583
Jun16 120720 0.351 0.411 0.351 0.406 +0.055 18,291 102,211 +2,695
Sep16 120720 0.216 0.281 0.216 0.276 +0.060 14,768 71,928 -435
Dec16 120720 0.071 0.136 0.071 0.131 +0.060 11,362 75,228 +435
Total Volume and Open Interest 1,356,116 7,944,414 +38,712
30 Day Federal Funds(CBOT)
Jul12 120720 99.840 99.845 99.835 99.840 +0.005 5,609 62,002 +1,907
Aug12 120720 99.855 99.860 99.850 99.850 unch 3,517 51,861 -236
Sep12 120720 99.860 99.865 99.855 99.855 unch 6,220 42,112 -1,722
Oct12 120720 99.865 99.870 99.860 99.860 unch 1,862 54,364 +106
Nov12 120720 99.870 99.875 99.865 99.865 unch 2,947 36,837 +137
Dec12 120720 99.875 99.880 99.870 99.870 unch 3,545 26,190 +389
Total Volume and Open Interest 41,275 482,959 +808
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep12 120720 99.698 99.698 99.698 99.698 +0.022      
Dec12 120720 99.723 99.723 99.723 99.723 +0.048      
Mar13 120720 99.725 99.725 99.725 99.725 +0.048      
Jun13 120720 99.798 99.798 99.798 99.798 +0.048      
Sep13 120720 99.795 99.795 99.795 99.795 +0.045      
Dec13 120720 99.800 99.800 99.800 99.800 +0.045      
Mar14 120720 99.800 99.800 99.800 99.800 +0.045      
Jun14 120720 99.660 99.660 99.660 99.660 +0.045      
Sep14 120720 99.520 99.520 99.520 99.520 +0.045      
Dec14 120720 99.650 99.650 99.650 99.650 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Sep12 120720 99.70 99.70 99.70 99.70 +0.02 0 1,785 +0
Dec12 120720 99.72 99.72 99.72 99.72 +0.05 0 515 +0
Mar13 120720 99.72 99.72 99.72 99.72 +0.05 0 185 +0
Jun13 120720 99.77 99.80 99.77 99.80 +0.05 0 202 +0
Sep13 120720 99.79 99.79 99.79 99.79 +0.04 0 305 +0
Dec13 120720 99.80 99.80 99.80 99.80 +0.05 0 384 +0
Mar14 120720 99.80 99.80 99.80 99.80 +0.05 0 344 +0
Jun14 120720 99.66 99.66 99.66 99.66 +0.05      
Total Volume and Open Interest 0 3,722 +0
Japanese Gov't Bonds(SGX)
Sep12 120720 144.44 144.53 144.41 144.45 -0.01 1,716 21,051 +183
Dec12 120720 143.64 143.64 143.64 143.64 -0.01 0 7 +0
Mar13 120720 141.55 141.55 141.55 141.55 -0.01      
Total Volume and Open Interest 1,716 21,058 +183
Euro-Bund(EUREX)
Sep12 120720 145.20 145.88 145.12 145.77 +0.63 453,890 904,330 +10,569
Dec12 120720 143.50 144.13 143.45 144.06 +0.63 26 1,105 -2
Mar13 120720 144.06 144.06 144.06 144.06 +0.63      
Total Volume and Open Interest 453,916 905,435 +10,567
Euro-Bobl(EUREX)
Sep12 120720 127.97 128.23 127.90 128.20 +0.25 248,010 624,485 +5,389
Dec12 120720 126.54 126.58 126.52 126.58 +0.25 4 2,728 +0
Mar13 120720 126.58 126.58 126.58 126.58 +0.25      
Total Volume and Open Interest 248,014 627,213 +5,389
3-Mth Euribor(EUREX)
Sep12 120720 99.650 99.650 99.650 99.650 +0.020 2 3,438 +0
Dec12 120720 99.690 99.690 99.690 99.690 +0.035 0 1,310 +0
Mar13 120720 99.690 99.690 99.690 99.690 +0.035 0 1,178 +0
Total Volume and Open Interest 52 7,326 -54
Long Gilt(LIFFE)
Sep12 120720 121~06 121~28 121~05 121~21 +0~14 84,143 357,163 +8,775
Dec12 120720 120~20 120~20 120~20 120~20 +0~14 0 70 +0
Total Volume and Open Interest 84,143 357,233 +8,775
3-Mth Short Sterling(LIFFE)
Sep12 120720 99.32 99.36 99.31 99.34 +0.02 52,920 394,575 -3,257
Dec12 120720 99.40 99.44 99.39 99.43 +0.03 60,935 338,661 -1,878
Mar13 120720 99.43 99.49 99.43 99.48 +0.04 56,565 308,731 +1,582
Jun13 120720 99.44 99.50 99.43 99.48 +0.04 55,586 308,168 -2,221
Sep13 120720 99.42 99.48 99.42 99.47 +0.04 62,364 376,001 +3,842
Dec13 120720 99.40 99.46 99.39 99.45 +0.05 32,984 224,612 +5,646
Total Volume and Open Interest 455,939 2,624,682 +7,294
3-Mth Euribor(LIFFE)
Sep12 120720 99.635 99.650 99.630 99.650 +0.020 67,745 571,310 +171
Dec12 120720 99.660 99.690 99.650 99.690 +0.035 89,466 510,814 -11,858
Mar13 120720 99.660 99.695 99.650 99.690 +0.035 41,084 416,982 +438
Total Volume and Open Interest 476,330 3,348,619 -2,072
3-Mth Aus T-Bills(SFE)
Sep12 120720 96.65 96.68 96.64 96.68 +0.02 13,897 161,698 -7,414
Dec12 120720 96.96 96.98 96.95 96.98 +0.01 14,356 176,579 +888
Mar13 120720 97.12 97.15 97.10 97.15 +0.02 6,213 117,615 +444
Jun13 120720 97.12 97.16 97.10 97.15 +0.02 3,523 88,577 +507
Sep13 120720 97.06 97.10 97.04 97.09 +0.03 2,592 54,583 +749
Dec13 120720 96.98 97.01 96.96 97.01 +0.03 2,702 41,470 +1,097
Mar14 120720 96.93 96.96 96.92 96.96 +0.03 1,563 26,750 +1,193
Jun14 120720 96.89 96.90 96.86 96.90 +0.02 1,474 13,482 +872
Sep14 120720 96.81 96.85 96.81 96.85 +0.02 101 2,038 +50
Dec14 120720 96.78 96.78 96.78 96.78 +0.03 0 395 -70
Total Volume and Open Interest 46,421 683,236 -1,684
10-Year Aus T-Bonds(SFE)
Sep12 120720 97.16 97.19 97.14 97.18 +0.01 32,136 388,113 +898
Dec12 120720 97.18 97.18 97.18 97.18 +0.01      
Total Volume and Open Interest 32,136 388,113 +898
3-Year Aus T-Bonds(SFE)
Sep12 120720 97.74 97.77 97.71 97.76 +0.01 109,540 462,483 +17,127
Dec12 120720 97.76 97.76 97.76 97.76 +0.01      
Total Volume and Open Interest 109,540 462,483 +17,127
Gold(CMX)
Aug12 120720 1581.0 1586.7 1572.6 1582.8 +2.4 134,865 155,776 -10,218
Oct12 120720 1584.1 1588.8 1574.8 1585.0 +2.3 3,550 21,252 -206
Dec12 120720 1586.2 1591.2 1577.7 1587.4 +2.3 14,995 140,419 +4,544
Feb13 120720 1588.5 1590.3 1583.0 1589.3 +2.3 958 21,747 +142
Apr13 120720 1591.2 1591.2 1591.2 1591.2 +2.3 462 17,080 -119
Jun13 120720 1591.2 1595.7 1584.9 1593.1 +2.3 527 19,069 +68
Aug13 120720 1595.0 1595.0 1595.0 1595.0 +2.3 50 3,151 -50
Oct13 120720 1598.0 1600.0 1597.0 1597.0 +2.2 2 1,226 +0
Dec13 120720 1601.0 1601.0 1599.1 1599.1 +2.2 151 9,769 -24
Feb14 120720 1601.4 1601.4 1601.4 1601.4 +2.3 0 5 +0
Apr14 120720 1603.6 1603.6 1603.6 1603.6 +2.3 1 2 +0
Jun14 120720 1605.9 1605.9 1605.9 1605.9 +2.2 26 8,724 +25
Total Volume and Open Interest 155,896 429,199 -5,731
Silver(CMX)
Jul12 120720 2716.0 2727.9 2701.0 2727.9 +8.5 19 126 -1
Sep12 120720 2724.0 2740.0 2674.0 2730.2 +8.5 31,619 61,601 -125
Dec12 120720 2731.5 2746.0 2683.0 2738.1 +8.6 3,448 27,899 +308
Mar13 120720 2700.0 2743.5 2700.0 2743.5 +8.7 157 4,564 +5
May13 120720 2751.0 2751.0 2740.0 2745.4 +8.8 34 2,492 +6
Jul13 120720 2730.5 2746.4 2730.5 2746.4 +8.8 51 3,931 +27
Sep13 120720 2739.5 2747.3 2739.5 2747.3 +8.7 414 1,839 -397
Total Volume and Open Interest 36,115 122,326 -264
Platinum(NYMEX)
Jul12 120720 1412.1 1412.1 1412.1 1412.1 -8.6 0 11 -18
Oct12 120720 1420.1 1422.0 1407.5 1414.5 -8.6 7,786 47,457 +87
Jan13 120720 1425.3 1425.3 1411.3 1417.6 -8.7 38 2,315 +16
Apr13 120720 1420.3 1420.7 1415.0 1420.7 -8.7 0 17 +0
Total Volume and Open Interest 7,830 49,814 +91
Palladium(NYMEX)
Sep12 120720 584.20 584.50 574.40 576.10 -8.75 2,378 21,239 +274
Dec12 120720 583.90 583.90 576.00 577.50 -8.70 29 1,346 +20
Mar13 120720 577.55 577.55 577.55 577.55 -8.70      
Total Volume and Open Interest 2,407 22,590 +294
Copper(CMX)
Jul12 120720 350.70 350.70 342.30 344.85 -8.55 294 1,715 -119
Sep12 120720 352.70 352.85 341.80 344.80 -8.65 54,753 83,982 +2,300
Dec12 120720 353.25 353.65 343.05 345.65 -8.55 4,275 36,868 +770
Mar13 120720 348.25 348.25 345.50 346.45 -8.40 822 7,218 -57
May13 120720 349.65 349.65 344.15 346.80 -8.35 29 1,727 -4
Total Volume and Open Interest 60,622 141,232 +2,904
DJIA Index(CBOT)
Sep12 120720 12875 12878 12758 12773 -107 145 12,669 -42
Dec12 120720 12692 12801 12692 12692 -109 0 14 +0
Mar13 120720 12625 12734 12625 12625 -109      
Jun13 120720 12549 12658 12549 12549 -109      
Total Volume and Open Interest 145 12,683 -42
E-mini DJIA Index(CBOT)
Sep12 120720 12882 12884 12751 12773 -107 113,531 89,853 +633
Dec12 120720 12735 12781 12674 12692 -109 2 81 +0
Mar13 120720 12625 12625 12625 12625 -109 0 2 +0
Jun13 120720 12549 12549 12549 12549 -109 0 38 +0
Total Volume and Open Interest 113,533 89,974 +633
S & P 500(CME)
Sep12 120720 1371.60 1371.70 1357.00 1358.20 -13.70 10,720 227,995 -654
Dec12 120720 1351.20 1351.20 1350.90 1351.20 -13.70 43 11,201 -35
Mar13 120720 1344.40 1344.40 1344.10 1344.40 -13.70 25 448 +0
Jun13 120720 1337.50 1337.50 1337.20 1337.50 -13.70 0 19 +0
Total Volume and Open Interest 10,788 239,663 -689
S & P 500 E-Mini(Globex)
Sep12 120720 1371.50 1372.00 1357.00 1358.25 -13.75 1,743,124 2,804,013 +12,375
Dec12 120720 1364.50 1364.75 1350.25 1351.25 -13.75 1,447 18,418 +190
Total Volume and Open Interest 1,744,626 2,823,944 +12,400
NASDAQ 100(CME)
Sep12 120720 2653.00 2656.80 2611.50 2613.30 -39.00 1,903 8,102 +762
Dec12 120720 2605.80 2606.00 2605.80 2605.80 -39.00      
Mar13 120720 2600.30 2639.30 2600.30 2600.30 -39.00      
Total Volume and Open Interest 1,903 8,102 +762
NASDAQ 100 E-Mini(Globex)
Sep12 120720 2653.50 2657.50 2612.80 2613.30 -39.00 254,512 374,173 +13,892
Dec12 120720 2647.30 2647.30 2605.80 2605.80 -39.00 26 261 +3
Total Volume and Open Interest 254,538 374,442 +13,895
S & P Midcap 400(CME)
Sep12 120720 937.90 937.90 937.00 937.90 -9.10 0 1,181 +0
Dec12 120720 934.90 944.00 934.90 934.90 -9.10      
Mar13 120720 932.90 942.00 932.90 932.90 -9.10      
Total Volume and Open Interest 0 1,181 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep12 120720 8820 8830 8605 8630 -180 3,149 29,494 -34
Dec12 120720 8590 8770 8590 8590 -180 0 6 +0
Total Volume and Open Interest 3,149 29,500 -34
Nikkei 225(SGX)
Sep12 120720 8785 8815 8650 8670 -115 68,294 184,011 +834
Dec12 120720 8595 8610 8595 8610 -115 102 9,663 +100
Mar13 120720 8595 8595 8595 8595 -115 0 48 +0
Total Volume and Open Interest 68,483 199,761 +933
CAC 40(EURONEXT)
Jul12 120720 3251.0 3262.0 3199.0 3200.5 -62.5 29,643 147,229 -192,273
Aug12 120720 3249.5 3262.0 3191.5 3193.0 -69.5 132,553 254,488 +14,107
Sep12 120720 3247.0 3252.0 3186.0 3187.0 -69.5 1,296 33,234 +30
Total Volume and Open Interest 163,494 435,091 -178,136
Hang Seng Index(HKFE)
Jul12 120720 19506 19675 19492 19670 +104 68,330 86,416 -771
Aug12 120720 19470 19627 19450 19627 +102 1,432 5,144 +325
Sep12 120720 19390 19543 19372 19539 +99 547 4,538 +185
Total Volume and Open Interest 70,518 99,371 -334
DAX(EUREX)
Sep12 120720 6742.0 6781.5 6621.0 6633.5 -119.5 120,780 172,558 +249
Dec12 120720 6743.0 6778.0 6625.0 6634.0 -120.0 303 8,960 +115
Mar13 120720 6771.0 6771.0 6631.0 6636.5 -120.5 10 613 -4
Total Volume and Open Interest 121,093 182,131 +360
FT-SE 100(EURONEXT)
Sep12 120720 5667.00 5668.50 5599.50 5610.00 -54.00 86,915 630,516 -5,972
Dec12 120720 5626.50 5629.50 5576.50 5580.00 -54.00 11 629 +1
Mar13 120720 5539.00 5539.00 5539.00 5539.00 -54.00 0 216 +0
Total Volume and Open Interest 86,926 631,361 -5,971
SPI 200(SFE)
Sep12 120720 4157.0 4181.0 4150.0 4165.0 +5.0 26,497 232,457 -2,154
Dec12 120720 4158.0 4162.0 4155.0 4162.0 +4.0 7 5,333 +6
Mar13 120720 4126.0 4126.0 4126.0 4126.0 +4.0 0 1,402 +0
Total Volume and Open Interest 26,570 244,548 -2,758
GSCI(CME)
Aug12 120720 649.00 651.00 647.25 651.00 -3.00 197 8,640 +74
Sep12 120720 648.00 652.05 645.00 648.00 -4.00 5 3 +3
Oct12 120720 648.00 652.55 645.00 648.00 -4.50      
Total Volume and Open Interest 202 8,643 +77
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.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

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