|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu July 26, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug12 |
120726 |
1687.25 |
1697.00 |
1648.75 |
1655.75 |
-38.50 |
33,431 |
58,450 |
-5,093 |
Sep12 |
120726 |
1639.00 |
1642.00 |
1587.75 |
1596.50 |
-44.00 |
22,663 |
43,791 |
-1,751 |
Nov12 |
120726 |
1610.25 |
1615.00 |
1561.50 |
1567.50 |
-48.00 |
190,678 |
391,882 |
-4,514 |
Jan13 |
120726 |
1596.00 |
1597.25 |
1548.75 |
1555.00 |
-43.50 |
18,185 |
83,747 |
+476 |
Mar13 |
120726 |
1474.25 |
1474.25 |
1437.25 |
1440.00 |
-34.25 |
27,968 |
81,643 |
-1,530 |
May13 |
120726 |
1411.50 |
1416.00 |
1383.25 |
1386.00 |
-28.00 |
17,960 |
74,186 |
-5,662 |
Jul13 |
120726 |
1399.25 |
1405.25 |
1371.25 |
1374.00 |
-29.00 |
5,639 |
53,233 |
-351 |
Aug13 |
120726 |
1366.00 |
1380.00 |
1351.00 |
1351.00 |
-29.00 |
69 |
300 |
+31 |
Sep13 |
120726 |
1318.50 |
1321.00 |
1292.00 |
1292.00 |
-29.00 |
18 |
340 |
+3 |
Nov13 |
120726 |
1265.50 |
1271.00 |
1241.00 |
1242.75 |
-26.50 |
1,770 |
22,873 |
-71 |
Jan14 |
120726 |
1247.00 |
1273.50 |
1247.00 |
1247.00 |
-26.50 |
1 |
189 |
+1 |
Mar14 |
120726 |
1244.00 |
1270.50 |
1244.00 |
1244.00 |
-26.50 |
0 |
13 |
+0 |
May14 |
120726 |
1244.00 |
1270.50 |
1244.00 |
1244.00 |
-26.50 |
0 |
1 |
+0 |
Jul14 |
120726 |
1248.00 |
1274.50 |
1248.00 |
1248.00 |
-26.50 |
0 |
9 |
+0 |
Total Volume and Open Interest |
318,532 |
811,596 |
-18,376 |
Soybean Meal(CBOT) |
Aug12 |
120726 |
530.20 |
536.00 |
514.50 |
518.80 |
-11.00 |
25,367 |
29,871 |
-2,055 |
Sep12 |
120726 |
509.20 |
512.80 |
490.00 |
493.00 |
-16.20 |
18,971 |
43,621 |
-261 |
Oct12 |
120726 |
487.10 |
492.30 |
470.80 |
472.20 |
-18.60 |
4,226 |
24,260 |
-143 |
Dec12 |
120726 |
482.00 |
484.30 |
463.20 |
463.80 |
-19.40 |
52,680 |
111,424 |
-969 |
Jan13 |
120726 |
467.40 |
471.60 |
451.50 |
453.90 |
-16.60 |
2,760 |
8,914 |
-60 |
Mar13 |
120726 |
421.80 |
425.90 |
412.50 |
413.60 |
-12.10 |
2,640 |
12,667 |
-155 |
May13 |
120726 |
397.20 |
399.50 |
387.50 |
388.90 |
-10.60 |
4,844 |
10,609 |
-180 |
Jul13 |
120726 |
392.20 |
393.60 |
381.90 |
382.70 |
-10.40 |
2,966 |
11,271 |
-377 |
Aug13 |
120726 |
379.50 |
382.60 |
373.40 |
373.40 |
-9.20 |
89 |
592 |
-47 |
Sep13 |
120726 |
367.20 |
371.50 |
355.00 |
359.40 |
-9.20 |
31 |
548 |
+3 |
Total Volume and Open Interest |
114,869 |
260,346 |
-4,198 |
Soybean Oil(CBOT) |
Aug12 |
120726 |
52.25 |
52.35 |
51.50 |
51.68 |
-0.56 |
33,474 |
27,426 |
-7,572 |
Sep12 |
120726 |
52.44 |
52.44 |
51.71 |
51.87 |
-0.57 |
27,465 |
52,779 |
+2,298 |
Oct12 |
120726 |
52.60 |
52.62 |
51.89 |
52.05 |
-0.57 |
6,571 |
21,864 |
+887 |
Dec12 |
120726 |
53.00 |
53.10 |
52.27 |
52.40 |
-0.60 |
72,411 |
141,831 |
-3,427 |
Jan13 |
120726 |
53.00 |
53.11 |
52.54 |
52.67 |
-0.59 |
3,809 |
22,289 |
+230 |
Mar13 |
120726 |
53.53 |
53.53 |
52.75 |
52.84 |
-0.61 |
3,848 |
19,504 |
+344 |
May13 |
120726 |
53.70 |
53.70 |
52.77 |
52.90 |
-0.66 |
4,846 |
13,004 |
+584 |
Jul13 |
120726 |
53.70 |
53.70 |
52.79 |
52.94 |
-0.66 |
3,509 |
9,084 |
+325 |
Aug13 |
120726 |
53.10 |
53.64 |
52.95 |
52.95 |
-0.69 |
124 |
2,010 |
-12 |
Sep13 |
120726 |
53.20 |
53.58 |
52.95 |
52.95 |
-0.63 |
89 |
1,131 |
-5 |
Total Volume and Open Interest |
156,943 |
318,775 |
-6,170 |
Canola(WCE) |
Nov12 |
120726 |
614.0 |
619.0 |
600.2 |
601.5 |
-15.2 |
12,740 |
149,336 |
-5,582 |
Jan13 |
120726 |
615.9 |
618.0 |
603.6 |
603.6 |
-15.3 |
1,543 |
37,993 |
+741 |
Mar13 |
120726 |
616.4 |
618.4 |
604.6 |
605.2 |
-14.5 |
354 |
14,743 |
+4 |
May13 |
120726 |
610.1 |
613.5 |
597.6 |
598.2 |
-15.3 |
178 |
18,304 |
-131 |
Jul13 |
120726 |
600.8 |
603.3 |
585.1 |
585.8 |
-18.4 |
14 |
3,315 |
+3 |
Total Volume and Open Interest |
14,840 |
224,500 |
-4,968 |
Corn(CBOT) |
Sep12 |
120726 |
790.50 |
799.50 |
776.25 |
781.25 |
-13.25 |
83,135 |
355,419 |
-6,122 |
Dec12 |
120726 |
785.00 |
793.50 |
771.00 |
776.25 |
-11.75 |
216,257 |
531,884 |
+5,528 |
Mar13 |
120726 |
780.00 |
787.75 |
768.00 |
773.25 |
-9.25 |
22,906 |
139,514 |
+1,803 |
May13 |
120726 |
775.00 |
782.00 |
763.00 |
768.25 |
-8.25 |
6,933 |
25,999 |
+748 |
Jul13 |
120726 |
765.00 |
773.00 |
756.75 |
761.50 |
-6.00 |
8,670 |
68,802 |
+1,080 |
Sep13 |
120726 |
664.00 |
670.00 |
652.50 |
661.00 |
-4.00 |
1,176 |
10,017 |
-154 |
Dec13 |
120726 |
625.00 |
632.00 |
613.50 |
621.00 |
-5.50 |
5,317 |
60,369 |
+776 |
Mar14 |
120726 |
635.00 |
635.00 |
622.25 |
625.50 |
-5.00 |
152 |
1,599 |
-8 |
May14 |
120726 |
633.50 |
633.50 |
626.00 |
626.00 |
-4.75 |
3 |
350 |
-2 |
Jul14 |
120726 |
633.50 |
633.50 |
626.00 |
626.75 |
-4.25 |
57 |
941 |
-1 |
Total Volume and Open Interest |
344,674 |
1,199,304 |
+3,660 |
Wheat(CBOT) |
Sep12 |
120726 |
901.50 |
904.50 |
873.75 |
884.00 |
-19.25 |
83,045 |
186,623 |
-1,115 |
Dec12 |
120726 |
913.00 |
916.50 |
887.00 |
897.25 |
-17.75 |
61,800 |
162,054 |
+609 |
Mar13 |
120726 |
904.00 |
912.25 |
890.50 |
900.25 |
-9.75 |
9,296 |
35,854 |
-883 |
May13 |
120726 |
879.25 |
892.00 |
873.75 |
882.50 |
-8.00 |
1,800 |
14,700 |
+87 |
Jul13 |
120726 |
806.75 |
823.00 |
795.25 |
810.75 |
-2.00 |
4,588 |
42,072 |
-318 |
Sep13 |
120726 |
809.25 |
815.00 |
802.75 |
806.50 |
-2.75 |
158 |
753 |
+57 |
Total Volume and Open Interest |
161,954 |
466,862 |
-1,114 |
Wheat(KCBT) |
Sep12 |
120726 |
904.50 |
908.00 |
880.00 |
890.00 |
-14.00 |
17,696 |
80,283 |
-765 |
Dec12 |
120726 |
922.75 |
925.50 |
899.75 |
910.00 |
-12.75 |
7,448 |
50,093 |
+732 |
Mar13 |
120726 |
922.25 |
926.00 |
906.00 |
916.00 |
-7.75 |
1,757 |
12,021 |
-18 |
May13 |
120726 |
908.50 |
922.00 |
902.00 |
912.00 |
-6.75 |
599 |
5,796 |
+200 |
Jul13 |
120726 |
845.00 |
850.00 |
826.00 |
845.00 |
+6.00 |
957 |
12,140 |
-65 |
Sep13 |
120726 |
840.50 |
849.00 |
836.00 |
844.00 |
+8.00 |
18 |
409 |
+6 |
Total Volume and Open Interest |
28,515 |
161,503 |
+88 |
Wheat(MGE) |
Sep12 |
120726 |
989.00 |
992.00 |
964.00 |
967.75 |
-21.25 |
3,391 |
17,283 |
+171 |
Dec12 |
120726 |
988.75 |
990.00 |
963.75 |
966.75 |
-22.25 |
1,922 |
15,633 |
+304 |
Mar13 |
120726 |
988.75 |
990.00 |
966.75 |
967.75 |
-25.00 |
633 |
4,255 |
+232 |
May13 |
120726 |
983.00 |
983.00 |
971.50 |
971.50 |
-18.50 |
93 |
951 |
+19 |
Jul13 |
120726 |
971.50 |
973.50 |
961.25 |
961.25 |
-22.75 |
24 |
298 |
-4 |
Total Volume and Open Interest |
6,096 |
38,835 |
+748 |
Oats(CBOT) |
Sep12 |
120726 |
367.75 |
372.75 |
366.00 |
369.50 |
-3.25 |
179 |
2,394 |
-30 |
Dec12 |
120726 |
371.25 |
377.75 |
367.50 |
372.75 |
-3.25 |
756 |
7,674 |
+87 |
Mar13 |
120726 |
382.00 |
382.00 |
377.50 |
377.50 |
-3.50 |
128 |
269 |
+92 |
May13 |
120726 |
381.25 |
384.75 |
381.25 |
381.25 |
-3.50 |
0 |
2 |
+0 |
Total Volume and Open Interest |
1,063 |
10,346 |
+149 |
Rough Rice(CBOT) |
Sep12 |
120726 |
15.50 |
15.61 |
15.36 |
15.38 |
-0.18 |
580 |
10,524 |
-230 |
Nov12 |
120726 |
15.80 |
15.84 |
15.63 |
15.65 |
-0.19 |
85 |
2,216 |
+26 |
Jan13 |
120726 |
16.00 |
16.05 |
15.89 |
15.92 |
-0.19 |
3 |
221 |
-1 |
Mar13 |
120726 |
16.17 |
16.36 |
16.17 |
16.17 |
-0.19 |
1 |
103 |
-1 |
Total Volume and Open Interest |
669 |
13,086 |
-206 |
Live Cattle(CME) |
Aug12 |
120726 |
117.980 |
118.730 |
117.100 |
118.180 |
+0.230 |
11,329 |
49,484 |
-4,272 |
Oct12 |
120726 |
122.800 |
123.730 |
122.150 |
123.180 |
+0.250 |
17,816 |
128,328 |
-983 |
Dec12 |
120726 |
126.000 |
126.800 |
125.385 |
126.385 |
+0.335 |
10,230 |
71,608 |
+1,482 |
Feb13 |
120726 |
129.000 |
129.950 |
128.575 |
129.825 |
+0.575 |
4,342 |
31,172 |
+267 |
Apr13 |
120726 |
132.035 |
132.950 |
131.685 |
132.700 |
+0.465 |
1,378 |
14,767 |
+255 |
Jun13 |
120726 |
129.500 |
130.075 |
129.000 |
130.050 |
+0.450 |
331 |
4,879 |
+57 |
Total Volume and Open Interest |
45,562 |
302,335 |
-3,181 |
Feeder Cattle(CME) |
Aug12 |
120726 |
134.685 |
136.235 |
133.650 |
136.000 |
+1.315 |
3,044 |
11,825 |
-386 |
Sep12 |
120726 |
137.685 |
138.950 |
136.435 |
138.825 |
+1.445 |
2,136 |
7,358 |
-86 |
Oct12 |
120726 |
139.550 |
141.035 |
138.435 |
141.000 |
+1.500 |
1,993 |
7,500 |
+111 |
Nov12 |
120726 |
141.735 |
143.550 |
140.600 |
143.550 |
+1.850 |
1,109 |
4,295 |
-97 |
Jan13 |
120726 |
144.800 |
146.435 |
144.150 |
146.250 |
+1.765 |
532 |
3,467 |
-78 |
Mar13 |
120726 |
148.185 |
148.800 |
147.250 |
148.600 |
+0.600 |
146 |
735 |
+38 |
Apr13 |
120726 |
149.000 |
151.000 |
149.000 |
151.000 |
unch |
93 |
324 |
+50 |
Total Volume and Open Interest |
9,142 |
35,857 |
-411 |
Lean Hogs(CME) |
Aug12 |
120726 |
94.830 |
96.500 |
94.750 |
95.800 |
+1.250 |
8,994 |
23,127 |
-1,500 |
Oct12 |
120726 |
80.635 |
81.785 |
80.300 |
81.430 |
+1.230 |
16,415 |
88,490 |
-1,584 |
Dec12 |
120726 |
77.850 |
79.200 |
77.850 |
79.080 |
+1.230 |
4,507 |
49,846 |
-4 |
Feb13 |
120726 |
82.250 |
83.750 |
82.250 |
83.500 |
+1.200 |
2,942 |
25,518 |
-149 |
Apr13 |
120726 |
86.330 |
87.900 |
86.330 |
87.700 |
+1.450 |
1,553 |
16,212 |
-269 |
May13 |
120726 |
92.200 |
93.635 |
92.200 |
93.600 |
+1.400 |
46 |
749 |
+2 |
Jun13 |
120726 |
95.150 |
96.900 |
95.050 |
96.680 |
+1.280 |
739 |
9,399 |
-33 |
Jul13 |
120726 |
95.400 |
96.050 |
95.300 |
95.750 |
+0.750 |
85 |
2,940 |
-21 |
Total Volume and Open Interest |
35,451 |
217,979 |
-3,502 |
Class III Milk(CME) |
Jul12 |
120726 |
16.66 |
16.68 |
16.66 |
16.67 |
-0.01 |
30 |
3,681 |
-6 |
Aug12 |
120726 |
17.70 |
17.79 |
17.48 |
17.56 |
-0.12 |
508 |
4,882 |
-48 |
Sep12 |
120726 |
18.90 |
18.92 |
18.55 |
18.62 |
-0.30 |
387 |
4,235 |
+172 |
Oct12 |
120726 |
18.77 |
18.82 |
18.60 |
18.69 |
-0.13 |
158 |
3,352 |
+37 |
Nov12 |
120726 |
18.60 |
18.75 |
18.52 |
18.70 |
+0.03 |
180 |
2,980 |
-11 |
Total Volume and Open Interest |
1,987 |
26,214 |
+397 |
Cocoa(ICE) |
Sep12 |
120726 |
2230 |
2330 |
2215 |
2316 |
+86 |
14,252 |
67,602 |
-175 |
Dec12 |
120726 |
2257 |
2342 |
2238 |
2326 |
+80 |
7,884 |
50,423 |
+2,602 |
Mar13 |
120726 |
2268 |
2348 |
2267 |
2336 |
+78 |
1,601 |
35,397 |
+293 |
May13 |
120726 |
2300 |
2357 |
2300 |
2347 |
+75 |
219 |
14,564 |
+26 |
Jul13 |
120726 |
2350 |
2368 |
2346 |
2359 |
+75 |
142 |
7,696 |
+1 |
Sep13 |
120726 |
2367 |
2367 |
2367 |
2367 |
+74 |
53 |
4,451 |
+8 |
Dec13 |
120726 |
2375 |
2375 |
2375 |
2375 |
+74 |
35 |
6,009 |
+21 |
Total Volume and Open Interest |
24,190 |
191,275 |
+2,776 |
Coffee "C"(ICE) |
Sep12 |
120726 |
176.30 |
179.50 |
173.10 |
174.05 |
-2.25 |
20,016 |
64,141 |
-1,372 |
Dec12 |
120726 |
179.15 |
182.10 |
176.10 |
176.90 |
-2.25 |
7,242 |
42,068 |
-553 |
Mar13 |
120726 |
181.95 |
185.20 |
179.70 |
180.20 |
-2.15 |
2,459 |
17,665 |
+319 |
May13 |
120726 |
184.10 |
186.55 |
182.00 |
182.45 |
-1.95 |
457 |
5,251 |
+139 |
Jul13 |
120726 |
186.05 |
187.90 |
184.30 |
184.45 |
-1.75 |
88 |
3,616 |
+12 |
Sep13 |
120726 |
189.70 |
189.70 |
186.45 |
186.45 |
-1.75 |
10 |
1,002 |
+0 |
Total Volume and Open Interest |
30,278 |
135,078 |
-1,460 |
Orange Juice(ICE) |
Sep12 |
120726 |
110.00 |
111.90 |
108.75 |
109.95 |
-0.25 |
769 |
13,034 |
-278 |
Nov12 |
120726 |
109.30 |
111.20 |
108.10 |
109.50 |
+0.25 |
268 |
5,516 |
+239 |
Jan13 |
120726 |
110.00 |
110.50 |
109.70 |
109.85 |
+0.30 |
9 |
1,901 |
+5 |
Mar13 |
120726 |
109.25 |
110.35 |
109.25 |
110.35 |
+0.35 |
3 |
1,276 |
+3 |
May13 |
120726 |
111.00 |
111.00 |
111.00 |
111.00 |
+0.35 |
0 |
182 |
+0 |
Jul13 |
120726 |
112.15 |
112.15 |
112.15 |
112.15 |
+0.35 |
0 |
10 |
+0 |
Total Volume and Open Interest |
1,049 |
21,921 |
-31 |
Sugar #11(ICE) |
Oct12 |
120726 |
23.40 |
23.40 |
22.25 |
22.50 |
-1.07 |
66,463 |
318,890 |
-1,669 |
Mar13 |
120726 |
23.64 |
23.69 |
22.68 |
22.92 |
-0.92 |
28,787 |
149,666 |
+832 |
May13 |
120726 |
23.32 |
23.32 |
22.34 |
22.56 |
-0.80 |
9,494 |
47,317 |
+377 |
Jul13 |
120726 |
22.92 |
22.92 |
22.05 |
22.27 |
-0.68 |
7,790 |
72,994 |
+1,838 |
Oct13 |
120726 |
22.61 |
22.71 |
21.95 |
22.20 |
-0.57 |
2,186 |
35,610 |
+332 |
Mar14 |
120726 |
22.60 |
22.68 |
21.99 |
22.24 |
-0.50 |
507 |
23,819 |
-73 |
May14 |
120726 |
22.23 |
22.31 |
21.68 |
21.90 |
-0.46 |
63 |
7,078 |
-17 |
Jul14 |
120726 |
22.01 |
22.09 |
21.50 |
21.73 |
-0.37 |
30 |
5,624 |
+7 |
Total Volume and Open Interest |
115,461 |
668,671 |
+1,709 |
London Cocoa(LCE) |
Sep12 |
120726 |
1558 |
1595 |
1557 |
1585 |
+32 |
3,122 |
48,137 |
-676 |
Dec12 |
120726 |
1548 |
1575 |
1542 |
1567 |
+25 |
2,701 |
52,556 |
+275 |
Mar13 |
120726 |
1533 |
1553 |
1526 |
1545 |
+17 |
2,284 |
51,018 |
+430 |
May13 |
120726 |
1534 |
1554 |
1528 |
1545 |
+17 |
774 |
20,207 |
+228 |
Jul13 |
120726 |
1539 |
1557 |
1537 |
1549 |
+16 |
109 |
10,372 |
-24 |
Sep13 |
120726 |
1549 |
1556 |
1549 |
1551 |
+16 |
0 |
5,515 |
+1 |
Dec13 |
120726 |
1556 |
1556 |
1556 |
1556 |
+16 |
0 |
7,310 |
+0 |
Total Volume and Open Interest |
8,990 |
195,662 |
+234 |
London Sugar(LCE) |
Oct12 |
120726 |
635.70 |
636.80 |
610.30 |
615.50 |
-22.50 |
2,136 |
28,564 |
+34 |
Dec12 |
120726 |
614.60 |
616.60 |
591.40 |
598.30 |
-19.60 |
369 |
10,319 |
+216 |
Mar13 |
120726 |
617.00 |
618.00 |
595.30 |
601.50 |
-19.60 |
361 |
11,937 |
+261 |
May13 |
120726 |
612.30 |
613.00 |
593.00 |
598.00 |
-17.50 |
118 |
3,518 |
+22 |
Aug13 |
120726 |
600.30 |
601.10 |
583.00 |
588.20 |
-14.50 |
15 |
2,173 |
+38 |
Total Volume and Open Interest |
2,999 |
58,534 |
+569 |
Cotton(ICE) |
Oct12 |
120726 |
69.60 |
71.21 |
69.23 |
70.68 |
+1.58 |
49 |
429 |
+10 |
Dec12 |
120726 |
69.80 |
72.08 |
69.51 |
71.39 |
+1.88 |
13,497 |
132,433 |
-186 |
Mar13 |
120726 |
71.02 |
72.88 |
70.40 |
72.17 |
+1.77 |
1,638 |
27,877 |
+699 |
May13 |
120726 |
71.89 |
73.45 |
71.70 |
72.88 |
+1.58 |
211 |
5,481 |
+22 |
Jul13 |
120726 |
72.81 |
73.83 |
72.73 |
73.69 |
+1.46 |
285 |
6,091 |
-21 |
Oct13 |
120726 |
75.65 |
75.65 |
75.65 |
75.65 |
+1.46 |
0 |
5 |
+0 |
Total Volume and Open Interest |
15,833 |
174,180 |
+576 |
Lumber(CME) |
Sep12 |
120726 |
288.9 |
290.2 |
281.0 |
282.0 |
-8.9 |
722 |
6,548 |
+296 |
Nov12 |
120726 |
285.0 |
285.0 |
278.6 |
280.7 |
-3.8 |
123 |
1,714 |
+22 |
Jan13 |
120726 |
291.9 |
291.9 |
286.0 |
286.0 |
-7.5 |
16 |
474 |
+13 |
Mar13 |
120726 |
295.0 |
295.0 |
292.6 |
295.0 |
-1.6 |
7 |
133 |
+6 |
Total Volume and Open Interest |
868 |
8,873 |
+337 |
Crude Oil(NYM) |
Sep12 |
120726 |
89.10 |
90.47 |
88.07 |
89.39 |
+0.42 |
309,865 |
319,775 |
+35,175 |
Oct12 |
120726 |
89.31 |
90.76 |
88.36 |
89.67 |
+0.42 |
54,178 |
93,361 |
-1,495 |
Nov12 |
120726 |
89.35 |
91.06 |
88.69 |
90.00 |
+0.43 |
26,468 |
70,320 |
-843 |
Dec12 |
120726 |
89.97 |
91.46 |
89.07 |
90.39 |
+0.45 |
38,638 |
172,901 |
+589 |
Jan13 |
120726 |
89.86 |
91.77 |
89.60 |
90.78 |
+0.47 |
10,705 |
78,510 |
+157 |
Feb13 |
120726 |
90.36 |
92.00 |
90.17 |
91.07 |
+0.47 |
8,645 |
31,597 |
+1,723 |
Mar13 |
120726 |
90.58 |
92.15 |
90.05 |
91.27 |
+0.46 |
5,537 |
36,407 |
+37 |
Apr13 |
120726 |
90.74 |
91.94 |
90.74 |
91.39 |
+0.44 |
2,677 |
17,873 |
-224 |
May13 |
120726 |
91.57 |
92.30 |
91.20 |
91.46 |
+0.42 |
2,188 |
19,508 |
-327 |
Jun13 |
120726 |
90.50 |
92.43 |
90.40 |
91.49 |
+0.42 |
11,047 |
76,091 |
+352 |
Jul13 |
120726 |
91.48 |
91.48 |
91.48 |
91.48 |
+0.43 |
1,317 |
24,576 |
-113 |
Aug13 |
120726 |
91.52 |
91.76 |
91.40 |
91.40 |
+0.43 |
1,915 |
16,376 |
+174 |
Sep13 |
120726 |
91.32 |
91.32 |
91.32 |
91.32 |
+0.45 |
1,933 |
21,860 |
-309 |
Oct13 |
120726 |
91.20 |
91.20 |
91.20 |
91.20 |
+0.46 |
1,525 |
12,832 |
-79 |
Nov13 |
120726 |
91.09 |
91.09 |
91.09 |
91.09 |
+0.47 |
1,021 |
18,342 |
+183 |
Dec13 |
120726 |
90.00 |
91.87 |
89.85 |
90.98 |
+0.47 |
13,849 |
119,202 |
-680 |
Total Volume and Open Interest |
496,638 |
1,389,039 |
+34,469 |
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 |
120726 |
89.000 |
90.475 |
88.050 |
89.400 |
+0.425 |
12,806 |
2,445 |
+175 |
Oct12 |
120726 |
89.275 |
90.725 |
88.375 |
89.675 |
+0.425 |
379 |
237 |
-66 |
Nov12 |
120726 |
89.075 |
90.775 |
89.075 |
90.000 |
+0.425 |
70 |
1,891 |
+63 |
Dec12 |
120726 |
89.625 |
91.250 |
89.600 |
90.400 |
+0.450 |
115 |
2,673 |
+103 |
Jan13 |
120726 |
89.900 |
91.575 |
89.475 |
90.775 |
+0.475 |
40 |
811 |
+40 |
Feb13 |
120726 |
90.125 |
91.750 |
90.125 |
91.075 |
+0.475 |
1 |
83 |
+1 |
Mar13 |
120726 |
91.275 |
91.275 |
91.275 |
91.275 |
+0.475 |
0 |
3 |
+0 |
Apr13 |
120726 |
91.400 |
91.400 |
91.400 |
91.400 |
+0.450 |
0 |
1 |
+0 |
Total Volume and Open Interest |
13,411 |
8,347 |
+316 |
Heating Oil(NYM) |
Aug12 |
120726 |
284.70 |
289.08 |
282.27 |
286.85 |
+2.45 |
29,961 |
33,739 |
-6,628 |
Sep12 |
120726 |
284.96 |
289.29 |
282.50 |
286.94 |
+2.27 |
60,152 |
80,674 |
-949 |
Oct12 |
120726 |
285.61 |
289.80 |
283.42 |
287.43 |
+2.00 |
13,785 |
30,999 |
+61 |
Nov12 |
120726 |
285.56 |
290.47 |
284.36 |
287.99 |
+1.80 |
7,335 |
28,683 |
-292 |
Dec12 |
120726 |
285.54 |
290.84 |
284.47 |
288.39 |
+1.67 |
16,980 |
38,605 |
-223 |
Jan13 |
120726 |
288.82 |
290.92 |
288.11 |
288.55 |
+1.45 |
5,066 |
22,325 |
+414 |
Feb13 |
120726 |
288.41 |
290.21 |
287.84 |
287.84 |
+1.30 |
2,634 |
9,291 |
-111 |
Mar13 |
120726 |
287.94 |
288.06 |
285.91 |
286.18 |
+1.19 |
4,096 |
18,118 |
+801 |
Apr13 |
120726 |
284.50 |
284.50 |
284.06 |
284.06 |
+1.11 |
1,239 |
18,126 |
+137 |
May13 |
120726 |
286.51 |
286.51 |
286.51 |
286.51 |
+1.02 |
260 |
8,537 |
-65 |
Jun13 |
120726 |
287.14 |
287.89 |
285.03 |
285.58 |
+0.97 |
288 |
6,349 |
-140 |
Jul13 |
120726 |
285.75 |
285.75 |
285.75 |
285.75 |
+0.97 |
56 |
2,330 |
-4 |
Aug13 |
120726 |
285.90 |
286.01 |
285.90 |
286.01 |
+0.97 |
29 |
658 |
-5 |
Sep13 |
120726 |
286.13 |
286.13 |
286.13 |
286.13 |
+0.97 |
5 |
412 |
+2 |
Total Volume and Open Interest |
141,931 |
304,333 |
-6,990 |
Gasoline(NYMEX) |
Aug12 |
120726 |
279.59 |
284.89 |
278.21 |
281.38 |
+2.09 |
39,104 |
32,247 |
-4,541 |
Sep12 |
120726 |
271.71 |
276.60 |
269.62 |
273.70 |
+2.08 |
63,698 |
96,256 |
+2,728 |
Oct12 |
120726 |
255.06 |
259.26 |
253.02 |
257.14 |
+1.92 |
27,705 |
36,800 |
-1,241 |
Nov12 |
120726 |
251.29 |
255.03 |
249.50 |
252.99 |
+1.64 |
10,768 |
22,439 |
-201 |
Dec12 |
120726 |
249.29 |
252.83 |
246.80 |
250.71 |
+1.50 |
7,885 |
34,722 |
+154 |
Jan13 |
120726 |
251.47 |
252.01 |
249.20 |
250.05 |
+1.42 |
2,395 |
14,207 |
+351 |
Feb13 |
120726 |
252.48 |
252.48 |
249.67 |
250.53 |
+1.27 |
820 |
4,367 |
+35 |
Mar13 |
120726 |
253.74 |
253.95 |
251.56 |
251.99 |
+1.13 |
1,021 |
5,871 |
-149 |
Apr13 |
120726 |
267.68 |
267.68 |
266.26 |
266.26 |
+1.03 |
291 |
6,532 |
+192 |
May13 |
120726 |
265.26 |
265.26 |
265.26 |
265.26 |
+1.03 |
60 |
1,354 |
+14 |
Total Volume and Open Interest |
153,825 |
267,443 |
-2,714 |
e-miNY RBOB Gasoline(NYM) |
Aug12 |
120726 |
279.30 |
281.40 |
279.30 |
281.40 |
+2.10 |
0 |
5 |
+0 |
Sep12 |
120726 |
273.70 |
273.70 |
273.70 |
273.70 |
+2.10 |
|
|
|
Oct12 |
120726 |
257.10 |
257.14 |
257.10 |
257.10 |
+1.90 |
|
|
|
Nov12 |
120726 |
253.00 |
253.00 |
252.99 |
253.00 |
+1.60 |
|
|
|
Total Volume and Open Interest |
0 |
5 |
+0 |
Natural Gas(NYM) |
Aug12 |
120726 |
3.062 |
3.129 |
3.018 |
3.105 |
+0.035 |
121,989 |
26,185 |
-15,112 |
Sep12 |
120726 |
3.050 |
3.114 |
3.003 |
3.090 |
+0.038 |
106,837 |
287,425 |
+6,837 |
Oct12 |
120726 |
3.058 |
3.128 |
3.020 |
3.106 |
+0.042 |
49,723 |
171,973 |
+880 |
Nov12 |
120726 |
3.208 |
3.274 |
3.179 |
3.262 |
+0.045 |
26,048 |
113,122 |
+598 |
Dec12 |
120726 |
3.440 |
3.520 |
3.440 |
3.516 |
+0.052 |
16,467 |
53,516 |
+326 |
Jan13 |
120726 |
3.614 |
3.646 |
3.569 |
3.639 |
+0.048 |
25,387 |
122,536 |
+1,012 |
Feb13 |
120726 |
3.579 |
3.656 |
3.579 |
3.648 |
+0.047 |
3,859 |
28,552 |
+228 |
Mar13 |
120726 |
3.584 |
3.630 |
3.549 |
3.615 |
+0.047 |
4,687 |
44,699 |
+791 |
Apr13 |
120726 |
3.548 |
3.593 |
3.521 |
3.583 |
+0.046 |
9,842 |
63,785 |
+51 |
May13 |
120726 |
3.585 |
3.614 |
3.542 |
3.605 |
+0.048 |
805 |
16,547 |
+3 |
Jun13 |
120726 |
3.602 |
3.652 |
3.583 |
3.642 |
+0.049 |
931 |
8,489 |
+110 |
Jul13 |
120726 |
3.651 |
3.695 |
3.631 |
3.684 |
+0.049 |
1,095 |
12,846 |
-87 |
Aug13 |
120726 |
3.674 |
3.715 |
3.652 |
3.705 |
+0.048 |
816 |
10,390 |
+129 |
Sep13 |
120726 |
3.680 |
3.721 |
3.656 |
3.709 |
+0.047 |
1,621 |
8,452 |
+805 |
Oct13 |
120726 |
3.724 |
3.751 |
3.691 |
3.744 |
+0.047 |
2,680 |
36,229 |
-534 |
Nov13 |
120726 |
3.836 |
3.861 |
3.804 |
3.856 |
+0.045 |
939 |
17,381 |
+222 |
Total Volume and Open Interest |
376,133 |
1,123,235 |
-3,741 |
Brent Crude Oil(ICE) |
Sep12 |
120726 |
104.15 |
106.18 |
103.47 |
105.26 |
+0.88 |
221,458 |
236,315 |
-4,604 |
Oct12 |
120726 |
103.28 |
105.15 |
102.57 |
104.19 |
+0.69 |
95,395 |
207,443 |
+155 |
Nov12 |
120726 |
102.82 |
104.58 |
102.09 |
103.63 |
+0.58 |
47,296 |
97,275 |
-1,213 |
Dec12 |
120726 |
102.59 |
104.27 |
101.76 |
103.28 |
+0.54 |
56,606 |
137,099 |
-345 |
Jan13 |
120726 |
102.23 |
103.81 |
101.52 |
102.98 |
+0.51 |
10,166 |
41,302 |
-288 |
Feb13 |
120726 |
101.94 |
103.54 |
101.19 |
102.68 |
+0.49 |
7,170 |
25,231 |
+0 |
Mar13 |
120726 |
101.31 |
103.19 |
100.93 |
102.38 |
+0.46 |
8,321 |
29,973 |
-368 |
Apr13 |
120726 |
101.04 |
102.79 |
100.78 |
102.09 |
+0.44 |
6,621 |
14,650 |
-230 |
May13 |
120726 |
100.78 |
102.60 |
100.52 |
101.82 |
+0.44 |
5,786 |
14,172 |
+343 |
Jun13 |
120726 |
100.53 |
102.36 |
100.16 |
101.55 |
+0.43 |
13,121 |
60,314 |
+1,320 |
Jul13 |
120726 |
101.34 |
101.34 |
101.34 |
101.34 |
+0.42 |
2,074 |
13,097 |
+229 |
Aug13 |
120726 |
101.11 |
101.11 |
101.11 |
101.11 |
+0.42 |
1,571 |
12,429 |
+10 |
Sep13 |
120726 |
100.85 |
100.85 |
100.85 |
100.85 |
+0.42 |
2,049 |
13,385 |
+193 |
Oct13 |
120726 |
100.58 |
100.58 |
100.58 |
100.58 |
+0.42 |
1,358 |
8,353 |
-47 |
Total Volume and Open Interest |
503,369 |
1,151,277 |
-5,545 |
Gas Oil(ICE) |
Aug12 |
120726 |
898.75 |
912.50 |
892.50 |
905.50 |
+18.75 |
59,279 |
100,236 |
-1,723 |
Sep12 |
120726 |
895.50 |
912.00 |
892.25 |
905.00 |
+18.75 |
80,259 |
116,568 |
-2,105 |
Oct12 |
120726 |
894.50 |
909.50 |
890.25 |
902.75 |
+18.25 |
32,666 |
72,324 |
-896 |
Nov12 |
120726 |
888.50 |
905.00 |
888.00 |
899.50 |
+17.75 |
10,562 |
34,337 |
+788 |
Dec12 |
120726 |
886.50 |
902.50 |
883.50 |
896.00 |
+17.25 |
22,007 |
68,065 |
-1,133 |
Jan13 |
120726 |
884.25 |
899.25 |
881.75 |
894.00 |
+16.75 |
3,649 |
24,578 |
+502 |
Feb13 |
120726 |
882.00 |
896.50 |
879.25 |
891.75 |
+16.25 |
3,266 |
17,534 |
+79 |
Mar13 |
120726 |
879.50 |
893.75 |
876.50 |
888.75 |
+15.75 |
1,546 |
16,509 |
+436 |
Apr13 |
120726 |
889.75 |
891.25 |
884.75 |
886.25 |
+15.25 |
904 |
12,433 |
+176 |
May13 |
120726 |
888.50 |
888.50 |
882.00 |
883.75 |
+15.00 |
590 |
9,704 |
-198 |
Total Volume and Open Interest |
220,592 |
571,657 |
-3,911 |
Ethanol(CBOT) |
Jul12 |
120705 |
2.417 |
2.419 |
2.388 |
2.398 |
+0.044 |
15 |
82 |
-53 |
Aug12 |
120726 |
2.555 |
2.574 |
2.529 |
2.541 |
-0.033 |
266 |
462 |
-105 |
Sep12 |
120726 |
2.538 |
2.554 |
2.507 |
2.519 |
-0.027 |
321 |
1,574 |
+92 |
Oct12 |
120726 |
2.514 |
2.518 |
2.485 |
2.492 |
-0.025 |
105 |
1,513 |
-2 |
Nov12 |
120726 |
2.489 |
2.489 |
2.462 |
2.476 |
-0.016 |
248 |
1,514 |
-7 |
Dec12 |
120726 |
2.470 |
2.478 |
2.445 |
2.456 |
-0.016 |
267 |
1,531 |
+111 |
Jan13 |
120726 |
2.473 |
2.474 |
2.441 |
2.449 |
-0.012 |
121 |
1,484 |
+26 |
Feb13 |
120726 |
2.445 |
2.449 |
2.426 |
2.431 |
-0.013 |
116 |
1,162 |
+53 |
Total Volume and Open Interest |
1,687 |
12,068 |
+213 |
WTI Crude Oil(ICE) |
Sep12 |
120726 |
88.78 |
90.47 |
88.07 |
89.39 |
+0.42 |
53,108 |
65,001 |
-470 |
Oct12 |
120726 |
89.06 |
90.74 |
88.39 |
89.67 |
+0.42 |
18,546 |
33,408 |
-923 |
Nov12 |
120726 |
89.54 |
90.99 |
88.72 |
90.00 |
+0.43 |
12,488 |
21,156 |
-405 |
Dec12 |
120726 |
89.92 |
91.41 |
89.08 |
90.39 |
+0.45 |
12,737 |
89,689 |
+1,440 |
Jan13 |
120726 |
90.08 |
91.71 |
89.50 |
90.78 |
+0.47 |
3,057 |
16,651 |
+223 |
Feb13 |
120726 |
89.90 |
92.01 |
89.90 |
91.07 |
+0.47 |
2,066 |
9,307 |
-20 |
Mar13 |
120726 |
90.12 |
92.06 |
90.12 |
91.27 |
+0.46 |
1,867 |
9,652 |
+253 |
Apr13 |
120726 |
90.26 |
92.34 |
90.26 |
91.39 |
+0.44 |
1,276 |
3,557 |
-99 |
May13 |
120726 |
90.35 |
92.27 |
90.35 |
91.46 |
+0.42 |
1,333 |
3,348 |
-5 |
Jun13 |
120726 |
90.39 |
92.43 |
90.39 |
91.49 |
+0.42 |
2,346 |
25,743 |
+494 |
Jul13 |
120726 |
91.48 |
91.48 |
91.48 |
91.48 |
+0.43 |
603 |
2,217 |
+260 |
Aug13 |
120726 |
91.40 |
91.40 |
91.40 |
91.40 |
+0.43 |
122 |
3,158 |
-4 |
Sep13 |
120726 |
91.32 |
91.32 |
91.32 |
91.32 |
+0.45 |
179 |
7,327 |
+100 |
Oct13 |
120726 |
91.20 |
91.20 |
91.20 |
91.20 |
+0.46 |
133 |
1,679 |
+15 |
Nov13 |
120726 |
91.09 |
91.09 |
91.09 |
91.09 |
+0.47 |
38 |
3,401 |
+18 |
Dec13 |
120726 |
90.51 |
91.72 |
89.94 |
90.98 |
+0.47 |
3,161 |
55,995 |
-112 |
Total Volume and Open Interest |
113,291 |
430,647 |
+783 |
US Dollar Index(ICE) |
Sep12 |
120726 |
83.755 |
83.850 |
82.660 |
82.860 |
-0.780 |
18,639 |
68,861 |
+460 |
Dec12 |
120726 |
84.000 |
84.000 |
83.095 |
83.210 |
-0.805 |
33 |
693 |
+33 |
Mar13 |
120726 |
83.600 |
83.600 |
83.600 |
83.600 |
-0.805 |
|
|
|
Total Volume and Open Interest |
18,672 |
69,554 |
+493 |
Australian Dollar(CME) |
Sep12 |
120726 |
102.62 |
103.74 |
102.45 |
103.49 |
+0.72 |
175,459 |
130,464 |
-45 |
Dec12 |
120726 |
101.83 |
102.80 |
101.83 |
102.70 |
+0.70 |
97 |
824 |
+9 |
Mar13 |
120726 |
101.97 |
101.97 |
101.31 |
101.97 |
+0.66 |
0 |
4 |
+0 |
Total Volume and Open Interest |
175,556 |
131,295 |
-36 |
British Pound(CME) |
Sep12 |
120726 |
154.96 |
157.24 |
154.69 |
156.91 |
+1.84 |
98,935 |
115,717 |
-1,021 |
Dec12 |
120726 |
154.79 |
157.09 |
154.79 |
156.90 |
+1.84 |
58 |
406 |
-25 |
Mar13 |
120726 |
156.90 |
156.90 |
155.06 |
156.90 |
+1.84 |
0 |
13 |
+0 |
Total Volume and Open Interest |
98,993 |
116,143 |
-1,046 |
Canadian Dollar(CME) |
Sep12 |
120726 |
98.34 |
99.28 |
98.25 |
98.92 |
+0.46 |
110,013 |
101,266 |
+5,828 |
Dec12 |
120726 |
98.19 |
99.05 |
98.14 |
98.72 |
+0.45 |
587 |
7,831 |
+176 |
Mar13 |
120726 |
98.48 |
98.86 |
98.08 |
98.52 |
+0.44 |
18 |
1,563 |
+11 |
Jun13 |
120726 |
98.31 |
98.33 |
97.90 |
98.33 |
+0.43 |
14 |
353 |
+7 |
Total Volume and Open Interest |
110,632 |
111,062 |
+6,022 |
Japanese Yen(CME) |
Sep12 |
120726 |
128.04 |
128.54 |
127.75 |
127.97 |
-0.14 |
58,339 |
138,108 |
+1,276 |
Dec12 |
120726 |
128.20 |
128.50 |
127.94 |
128.13 |
-0.14 |
64 |
890 |
+18 |
Mar13 |
120726 |
128.31 |
128.44 |
128.31 |
128.31 |
-0.13 |
18 |
31 |
-17 |
Total Volume and Open Interest |
58,421 |
139,033 |
+1,277 |
Swiss Franc(CME) |
Sep12 |
120726 |
101.28 |
102.79 |
101.01 |
102.42 |
+1.07 |
41,473 |
64,163 |
-375 |
Dec12 |
120726 |
102.65 |
102.71 |
101.64 |
102.71 |
+1.07 |
2 |
210 |
+0 |
Mar13 |
120726 |
103.01 |
103.01 |
101.94 |
103.01 |
+1.07 |
0 |
2 |
+0 |
Total Volume and Open Interest |
41,475 |
64,375 |
-375 |
EuroFX(CME) |
Sep12 |
120726 |
121.58 |
123.37 |
121.24 |
122.93 |
+1.26 |
240,980 |
320,452 |
-857 |
Dec12 |
120726 |
121.58 |
123.50 |
121.44 |
123.09 |
+1.26 |
797 |
3,363 |
+80 |
Mar13 |
120726 |
123.40 |
123.40 |
122.01 |
123.27 |
+1.26 |
3 |
98 |
+1 |
Total Volume and Open Interest |
241,780 |
324,443 |
-776 |
Mexican Peso(CME) |
Aug12 |
120726 |
745.0 |
745.0 |
733.8 |
745.0 |
+11.2 |
|
|
|
Sep12 |
120726 |
731.5 |
743.5 |
729.5 |
743.0 |
+11.2 |
42,160 |
163,959 |
-4,627 |
Total Volume and Open Interest |
42,192 |
164,597 |
-4,628 |
Brazilian Real(CME) |
Aug12 |
120726 |
493.70 |
494.40 |
492.85 |
494.40 |
+3.55 |
616 |
1,032 |
-589 |
Sep12 |
120726 |
488.00 |
491.60 |
488.00 |
491.60 |
+3.55 |
613 |
2,978 |
+603 |
Oct12 |
120726 |
489.65 |
489.65 |
486.10 |
489.65 |
+3.55 |
|
|
|
Nov12 |
120726 |
487.75 |
487.75 |
484.20 |
487.75 |
+3.55 |
|
|
|
Total Volume and Open Interest |
1,229 |
16,393 |
+14 |
30-Year T-Bonds(CBOT) |
Sep12 |
120726 |
152~300 |
153~060 |
152~040 |
152~160 |
-0~100 |
359,218 |
640,039 |
+11,501 |
Dec12 |
120726 |
154~050 |
154~120 |
153~140 |
153~230 |
-0~100 |
923 |
4,664 |
+296 |
Mar13 |
120726 |
152~310 |
153~090 |
152~310 |
152~310 |
-0~100 |
0 |
3 |
+0 |
Total Volume and Open Interest |
360,141 |
644,706 |
+11,797 |
10-Year T-Notes(CBOT) |
Sep12 |
120726 |
135~080 |
135~105 |
134~285 |
135~010 |
-0~065 |
920,373 |
1,806,403 |
+20,234 |
Dec12 |
120726 |
134~070 |
134~110 |
133~310 |
134~030 |
-0~070 |
1,612 |
3,747 |
+1,268 |
Mar13 |
120726 |
133~080 |
133~150 |
133~080 |
133~080 |
-0~070 |
|
|
|
Total Volume and Open Interest |
921,985 |
1,810,150 |
+21,502 |
5-Year T-Notes(CBOT) |
Sep12 |
120726 |
124~118 |
124~122 |
124~100 |
124~109 |
-0~009 |
347,844 |
1,133,515 |
-7,437 |
Dec12 |
120726 |
124~076 |
124~076 |
124~073 |
124~073 |
-0~011 |
2 |
2,185 |
+0 |
Mar13 |
120726 |
123~121 |
123~121 |
123~121 |
123~121 |
-0~011 |
|
|
|
Total Volume and Open Interest |
347,846 |
1,135,700 |
-7,437 |
2 Year T-Notes(CBOT) |
Sep12 |
120726 |
110~040 |
110~042 |
110~036 |
110~038 |
-0~002 |
152,172 |
996,257 |
-1,316 |
Dec12 |
120726 |
110~040 |
110~041 |
110~039 |
110~039 |
-0~002 |
2,053 |
21,623 |
+1,582 |
Mar13 |
120726 |
109~105 |
109~107 |
109~105 |
109~105 |
-0~002 |
|
|
|
Total Volume and Open Interest |
154,225 |
1,017,880 |
+266 |
Eurodollars(CME) |
Sep12 |
120726 |
99.605 |
99.610 |
99.595 |
99.605 |
+0.005 |
132,349 |
934,433 |
-16,665 |
Dec12 |
120726 |
99.600 |
99.615 |
99.595 |
99.605 |
+0.010 |
128,906 |
975,163 |
+2,091 |
Mar13 |
120726 |
99.595 |
99.610 |
99.590 |
99.600 |
+0.010 |
96,200 |
701,870 |
+2,558 |
Jun13 |
120726 |
99.590 |
99.595 |
99.580 |
99.590 |
+0.010 |
87,724 |
692,647 |
+2,533 |
Sep13 |
120726 |
99.570 |
99.575 |
99.560 |
99.570 |
+0.005 |
87,130 |
689,891 |
+1,990 |
Dec13 |
120726 |
99.550 |
99.550 |
99.535 |
99.540 |
unch |
57,539 |
671,395 |
-1,598 |
Mar14 |
120726 |
99.530 |
99.530 |
99.510 |
99.520 |
unch |
51,468 |
605,110 |
-1,294 |
Jun14 |
120726 |
99.500 |
99.500 |
99.480 |
99.490 |
unch |
45,980 |
467,539 |
-29 |
Sep14 |
120726 |
99.460 |
99.460 |
99.435 |
99.450 |
unch |
48,415 |
366,797 |
+1,196 |
Dec14 |
120726 |
99.395 |
99.395 |
99.365 |
99.385 |
unch |
49,675 |
335,943 |
-176 |
Mar15 |
120726 |
99.340 |
99.340 |
99.310 |
99.325 |
-0.005 |
35,632 |
303,552 |
-350 |
Jun15 |
120726 |
0.946 |
0.951 |
0.911 |
0.931 |
-0.005 |
33,766 |
263,150 |
+1,968 |
Sep15 |
120726 |
0.836 |
0.841 |
0.801 |
0.821 |
-0.010 |
30,745 |
235,730 |
-268 |
Dec15 |
120726 |
0.716 |
0.721 |
0.676 |
0.696 |
-0.010 |
23,876 |
153,094 |
+1,663 |
Mar16 |
120726 |
0.596 |
0.611 |
0.561 |
0.581 |
-0.015 |
14,087 |
92,040 |
-393 |
Jun16 |
120726 |
0.476 |
0.486 |
0.436 |
0.456 |
-0.015 |
10,726 |
103,763 |
+53 |
Sep16 |
120726 |
0.346 |
0.356 |
0.306 |
0.326 |
-0.015 |
8,242 |
72,260 |
+104 |
Dec16 |
120726 |
0.191 |
0.216 |
0.166 |
0.181 |
-0.020 |
7,822 |
74,170 |
-516 |
Total Volume and Open Interest |
974,618 |
7,936,511 |
-8,005 |
30 Day Federal Funds(CBOT) |
Jul12 |
120726 |
99.842 |
99.842 |
99.840 |
99.840 |
unch |
419 |
62,330 |
-271 |
Aug12 |
120726 |
99.855 |
99.860 |
99.845 |
99.850 |
unch |
7,200 |
56,109 |
+579 |
Sep12 |
120726 |
99.860 |
99.865 |
99.850 |
99.855 |
unch |
5,113 |
41,380 |
+421 |
Oct12 |
120726 |
99.860 |
99.865 |
99.855 |
99.860 |
unch |
1,937 |
54,780 |
+24 |
Nov12 |
120726 |
99.865 |
99.865 |
99.855 |
99.865 |
unch |
3,161 |
39,651 |
+1,657 |
Dec12 |
120726 |
99.870 |
99.875 |
99.860 |
99.870 |
unch |
1,643 |
26,450 |
+438 |
Total Volume and Open Interest |
28,027 |
493,089 |
+4,124 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep12 |
120726 |
99.710 |
99.710 |
99.710 |
99.710 |
unch |
|
|
|
Dec12 |
120726 |
99.735 |
99.735 |
99.735 |
99.735 |
unch |
|
|
|
Mar13 |
120726 |
99.740 |
99.740 |
99.740 |
99.740 |
unch |
|
|
|
Jun13 |
120726 |
99.812 |
99.812 |
99.812 |
99.812 |
unch |
|
|
|
Sep13 |
120726 |
99.775 |
99.775 |
99.775 |
99.775 |
unch |
|
|
|
Dec13 |
120726 |
99.775 |
99.775 |
99.775 |
99.775 |
unch |
|
|
|
Mar14 |
120726 |
99.775 |
99.775 |
99.775 |
99.775 |
unch |
|
|
|
Jun14 |
120726 |
99.635 |
99.635 |
99.635 |
99.635 |
unch |
|
|
|
Sep14 |
120726 |
99.495 |
99.495 |
99.495 |
99.495 |
unch |
|
|
|
Dec14 |
120726 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Sep12 |
120726 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
1,643 |
+0 |
Dec12 |
120726 |
99.74 |
99.74 |
99.74 |
99.74 |
unch |
0 |
660 |
+0 |
Mar13 |
120726 |
99.74 |
99.74 |
99.74 |
99.74 |
unch |
0 |
185 |
+0 |
Jun13 |
120726 |
99.81 |
99.81 |
99.81 |
99.81 |
unch |
0 |
201 |
+0 |
Sep13 |
120726 |
99.78 |
99.78 |
99.78 |
99.78 |
unch |
0 |
305 |
+0 |
Dec13 |
120726 |
99.78 |
99.78 |
99.78 |
99.78 |
unch |
0 |
384 |
+0 |
Mar14 |
120726 |
99.78 |
99.78 |
99.78 |
99.78 |
unch |
0 |
344 |
+0 |
Jun14 |
120726 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
3,724 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep12 |
120726 |
144.54 |
144.60 |
144.46 |
144.51 |
-0.06 |
1,898 |
21,196 |
-109 |
Dec12 |
120726 |
143.70 |
143.70 |
143.70 |
143.70 |
-0.06 |
0 |
7 |
+0 |
Mar13 |
120726 |
141.61 |
141.61 |
141.61 |
141.61 |
-0.06 |
|
|
|
Total Volume and Open Interest |
1,898 |
21,203 |
-109 |
Euro-Bund(EUREX) |
Sep12 |
120726 |
144.66 |
145.11 |
143.77 |
144.01 |
-0.68 |
871,888 |
903,969 |
-2,320 |
Dec12 |
120726 |
142.96 |
143.26 |
142.12 |
142.29 |
-0.69 |
1,339 |
2,201 |
+1,038 |
Mar13 |
120726 |
142.29 |
142.29 |
142.29 |
142.29 |
-0.69 |
|
|
|
Total Volume and Open Interest |
873,227 |
906,170 |
-1,282 |
Euro-Bobl(EUREX) |
Sep12 |
120726 |
127.73 |
127.84 |
127.37 |
127.49 |
-0.20 |
450,237 |
629,086 |
+12,969 |
Dec12 |
120726 |
126.16 |
126.18 |
125.87 |
125.87 |
-0.20 |
65 |
2,769 |
+38 |
Mar13 |
120726 |
125.87 |
125.87 |
125.87 |
125.87 |
-0.20 |
|
|
|
Total Volume and Open Interest |
450,302 |
631,855 |
+13,007 |
3-Mth Euribor(EUREX) |
Sep12 |
120726 |
99.640 |
99.640 |
99.635 |
99.640 |
unch |
450 |
2,971 |
-267 |
Dec12 |
120726 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
0 |
1,300 |
+0 |
Mar13 |
120726 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
0 |
1,178 |
+0 |
Total Volume and Open Interest |
452 |
6,839 |
-277 |
Long Gilt(LIFFE) |
Sep12 |
120726 |
122~02 |
122~05 |
121~08 |
121~23 |
-0~09 |
134,589 |
368,886 |
+5,168 |
Dec12 |
120726 |
120~21 |
120~21 |
120~21 |
120~21 |
-0~09 |
0 |
70 |
+0 |
Total Volume and Open Interest |
134,589 |
368,956 |
+5,168 |
3-Mth Short Sterling(LIFFE) |
Sep12 |
120726 |
99.37 |
99.38 |
99.36 |
99.37 |
unch |
58,011 |
403,113 |
-668 |
Dec12 |
120726 |
99.44 |
99.46 |
99.41 |
99.43 |
-0.02 |
74,758 |
336,003 |
-2,596 |
Mar13 |
120726 |
99.50 |
99.51 |
99.45 |
99.46 |
-0.03 |
59,489 |
320,281 |
-1,366 |
Jun13 |
120726 |
99.49 |
99.51 |
99.46 |
99.46 |
-0.04 |
44,851 |
309,796 |
-11 |
Sep13 |
120726 |
99.48 |
99.50 |
99.45 |
99.46 |
-0.03 |
44,051 |
392,369 |
+448 |
Dec13 |
120726 |
99.46 |
99.47 |
99.42 |
99.44 |
-0.02 |
29,332 |
231,099 |
+3,846 |
Total Volume and Open Interest |
398,196 |
2,676,151 |
-9,024 |
3-Mth Euribor(LIFFE) |
Sep12 |
120726 |
99.635 |
99.650 |
99.635 |
99.640 |
unch |
90,681 |
551,696 |
-2,485 |
Dec12 |
120726 |
99.655 |
99.675 |
99.655 |
99.660 |
unch |
98,478 |
548,083 |
+6,614 |
Mar13 |
120726 |
99.645 |
99.665 |
99.640 |
99.645 |
unch |
59,402 |
421,092 |
+2,674 |
Total Volume and Open Interest |
598,870 |
3,427,556 |
+33,755 |
3-Mth Aus T-Bills(SFE) |
Sep12 |
120726 |
96.71 |
96.73 |
96.66 |
96.68 |
-0.05 |
30,384 |
162,837 |
+1,536 |
Dec12 |
120726 |
97.04 |
97.04 |
96.96 |
96.98 |
-0.07 |
29,921 |
188,417 |
+4,401 |
Mar13 |
120726 |
97.23 |
97.23 |
97.16 |
97.18 |
-0.06 |
13,311 |
121,315 |
+1,835 |
Jun13 |
120726 |
97.26 |
97.26 |
97.18 |
97.20 |
-0.07 |
7,178 |
92,010 |
-173 |
Sep13 |
120726 |
97.16 |
97.18 |
97.11 |
97.14 |
-0.06 |
3,403 |
56,697 |
+541 |
Dec13 |
120726 |
97.10 |
97.11 |
97.04 |
97.05 |
-0.08 |
1,913 |
41,708 |
-233 |
Mar14 |
120726 |
97.02 |
97.04 |
96.99 |
97.00 |
-0.07 |
1,263 |
26,568 |
-90 |
Jun14 |
120726 |
96.98 |
96.98 |
96.93 |
96.94 |
-0.08 |
443 |
13,999 |
+190 |
Sep14 |
120726 |
96.90 |
96.90 |
96.88 |
96.89 |
-0.08 |
239 |
2,007 |
+49 |
Dec14 |
120726 |
96.83 |
96.83 |
96.82 |
96.82 |
-0.08 |
0 |
395 |
+0 |
Total Volume and Open Interest |
88,055 |
706,002 |
+8,056 |
10-Year Aus T-Bonds(SFE) |
Sep12 |
120726 |
97.30 |
97.30 |
97.25 |
97.27 |
-0.04 |
62,154 |
397,566 |
+9,709 |
Dec12 |
120726 |
97.27 |
97.27 |
97.27 |
97.27 |
-0.04 |
|
|
|
Total Volume and Open Interest |
62,154 |
397,566 |
+9,709 |
3-Year Aus T-Bonds(SFE) |
Sep12 |
120726 |
97.87 |
97.88 |
97.79 |
97.81 |
-0.08 |
208,455 |
516,769 |
+29,512 |
Dec12 |
120726 |
97.81 |
97.81 |
97.81 |
97.81 |
-0.08 |
|
|
|
Total Volume and Open Interest |
208,455 |
516,769 |
+29,512 |
Gold(CMX) |
Aug12 |
120726 |
1604.5 |
1621.5 |
1600.2 |
1615.1 |
+7.0 |
158,537 |
126,248 |
-8,499 |
Oct12 |
120726 |
1606.1 |
1622.9 |
1602.7 |
1617.4 |
+7.1 |
8,326 |
21,167 |
-124 |
Dec12 |
120726 |
1610.1 |
1626.2 |
1604.9 |
1619.8 |
+7.1 |
33,476 |
160,359 |
+11,930 |
Feb13 |
120726 |
1607.7 |
1626.1 |
1607.7 |
1621.8 |
+7.1 |
1,793 |
22,207 |
+355 |
Apr13 |
120726 |
1625.0 |
1625.0 |
1623.6 |
1623.7 |
+7.1 |
283 |
17,309 |
+111 |
Jun13 |
120726 |
1617.3 |
1627.3 |
1614.7 |
1625.6 |
+7.1 |
458 |
19,533 |
+20 |
Aug13 |
120726 |
1627.6 |
1627.6 |
1627.6 |
1627.6 |
+7.1 |
1,112 |
3,228 |
+72 |
Oct13 |
120726 |
1629.7 |
1629.7 |
1629.7 |
1629.7 |
+7.2 |
14 |
1,128 |
+3 |
Dec13 |
120726 |
1635.0 |
1635.0 |
1627.9 |
1631.8 |
+7.2 |
531 |
9,438 |
-297 |
Feb14 |
120726 |
1634.2 |
1634.2 |
1634.2 |
1634.2 |
+7.2 |
0 |
5 |
+0 |
Apr14 |
120726 |
1636.5 |
1636.5 |
1636.5 |
1636.5 |
+7.3 |
0 |
2 |
+0 |
Jun14 |
120726 |
1638.9 |
1638.9 |
1638.9 |
1638.9 |
+7.3 |
1,055 |
7,879 |
-995 |
Total Volume and Open Interest |
207,110 |
420,296 |
+2,788 |
Silver(CMX) |
Jul12 |
120726 |
2755.5 |
2762.0 |
2743.1 |
2743.1 |
-1.4 |
100 |
220 |
+57 |
Sep12 |
120726 |
2730.0 |
2778.0 |
2721.0 |
2744.6 |
-2.0 |
39,414 |
61,759 |
+306 |
Dec12 |
120726 |
2737.5 |
2785.0 |
2729.5 |
2752.7 |
-2.0 |
3,296 |
28,797 |
+557 |
Mar13 |
120726 |
2778.0 |
2778.0 |
2758.7 |
2758.7 |
-1.9 |
386 |
4,729 |
-12 |
May13 |
120726 |
2760.7 |
2760.7 |
2760.7 |
2760.7 |
-1.9 |
107 |
2,613 |
+15 |
Jul13 |
120726 |
2761.9 |
2761.9 |
2761.9 |
2761.9 |
-1.9 |
92 |
3,944 |
-23 |
Sep13 |
120726 |
2793.0 |
2793.0 |
2762.5 |
2762.7 |
-1.9 |
47 |
1,669 |
+2 |
Total Volume and Open Interest |
43,583 |
123,661 |
+934 |
Platinum(NYMEX) |
Jul12 |
120726 |
1405.7 |
1409.5 |
1405.7 |
1406.6 |
+11.5 |
3 |
4 |
-3 |
Oct12 |
120726 |
1400.1 |
1415.6 |
1396.2 |
1405.6 |
+6.2 |
9,223 |
48,587 |
+156 |
Jan13 |
120726 |
1400.6 |
1418.4 |
1400.6 |
1409.2 |
+6.4 |
125 |
2,418 |
+67 |
Apr13 |
120726 |
1412.3 |
1412.3 |
1412.3 |
1412.3 |
+6.4 |
0 |
25 |
+0 |
Total Volume and Open Interest |
9,353 |
51,043 |
+220 |
Palladium(NYMEX) |
Sep12 |
120726 |
566.30 |
574.00 |
564.40 |
569.90 |
+4.65 |
4,597 |
22,449 |
+1,115 |
Dec12 |
120726 |
567.50 |
575.10 |
566.05 |
571.70 |
+4.70 |
135 |
1,371 |
+23 |
Mar13 |
120726 |
572.65 |
572.65 |
572.65 |
572.65 |
+5.60 |
|
|
|
Total Volume and Open Interest |
4,732 |
23,826 |
+1,138 |
Copper(CMX) |
Jul12 |
120726 |
337.50 |
342.20 |
337.50 |
339.40 |
+1.90 |
459 |
822 |
-118 |
Sep12 |
120726 |
338.60 |
343.80 |
335.35 |
339.35 |
+1.90 |
54,765 |
83,589 |
+279 |
Dec12 |
120726 |
339.75 |
344.80 |
336.55 |
340.45 |
+1.95 |
3,525 |
38,287 |
+7 |
Mar13 |
120726 |
339.95 |
344.65 |
337.60 |
341.45 |
+1.95 |
448 |
7,674 |
+181 |
May13 |
120726 |
342.00 |
342.00 |
342.00 |
342.00 |
+2.05 |
92 |
1,807 |
+8 |
Total Volume and Open Interest |
59,852 |
142,395 |
+552 |
DJIA Index(CBOT) |
Sep12 |
120726 |
12638 |
12875 |
12585 |
12825 |
+188 |
2,174 |
10,666 |
-1,966 |
Dec12 |
120726 |
12744 |
12744 |
12556 |
12744 |
+188 |
11 |
28 |
+10 |
Mar13 |
120726 |
12677 |
12677 |
12677 |
12677 |
+188 |
|
|
|
Jun13 |
120726 |
12601 |
12601 |
12601 |
12601 |
+188 |
|
|
|
Total Volume and Open Interest |
2,185 |
10,694 |
-1,956 |
E-mini DJIA Index(CBOT) |
Sep12 |
120726 |
12636 |
12876 |
12584 |
12825 |
+188 |
141,548 |
79,017 |
-6,840 |
Dec12 |
120726 |
12650 |
12749 |
12650 |
12744 |
+188 |
38 |
102 |
+16 |
Mar13 |
120726 |
12677 |
12677 |
12677 |
12677 |
+188 |
0 |
2 |
+0 |
Jun13 |
120726 |
12601 |
12601 |
12601 |
12601 |
+188 |
0 |
38 |
+0 |
Total Volume and Open Interest |
141,586 |
79,159 |
-6,824 |
S & P 500(CME) |
Sep12 |
120726 |
1335.10 |
1358.20 |
1327.70 |
1354.80 |
+19.90 |
12,695 |
233,710 |
+3,276 |
Dec12 |
120726 |
1348.50 |
1350.80 |
1339.80 |
1347.70 |
+19.90 |
320 |
11,146 |
+0 |
Mar13 |
120726 |
1340.90 |
1344.00 |
1340.00 |
1340.90 |
+19.90 |
0 |
569 |
+0 |
Jun13 |
120726 |
1334.00 |
1337.10 |
1333.10 |
1334.00 |
+19.90 |
0 |
19 |
+0 |
Total Volume and Open Interest |
13,015 |
245,444 |
+3,276 |
S & P 500 E-Mini(Globex) |
Sep12 |
120726 |
1334.75 |
1358.75 |
1327.75 |
1354.75 |
+19.75 |
2,115,725 |
2,838,586 |
+12,639 |
Dec12 |
120726 |
1326.75 |
1351.75 |
1321.25 |
1347.75 |
+20.00 |
1,262 |
20,108 |
+175 |
Total Volume and Open Interest |
2,117,048 |
2,860,141 |
+12,841 |
NASDAQ 100(CME) |
Sep12 |
120726 |
2542.30 |
2594.00 |
2530.00 |
2572.50 |
+29.00 |
1,836 |
10,488 |
+352 |
Dec12 |
120726 |
2565.00 |
2580.00 |
2565.00 |
2565.00 |
+29.00 |
|
|
|
Mar13 |
120726 |
2559.50 |
2559.50 |
2530.50 |
2559.50 |
+29.00 |
|
|
|
Total Volume and Open Interest |
1,836 |
10,488 |
+352 |
NASDAQ 100 E-Mini(Globex) |
Sep12 |
120726 |
2543.00 |
2593.50 |
2530.00 |
2572.50 |
+29.00 |
282,945 |
352,332 |
-5,852 |
Dec12 |
120726 |
2538.80 |
2583.00 |
2538.80 |
2565.00 |
+29.00 |
30 |
265 |
-6 |
Total Volume and Open Interest |
282,975 |
352,606 |
-5,858 |
S & P Midcap 400(CME) |
Sep12 |
120726 |
927.30 |
930.00 |
927.30 |
927.30 |
+13.70 |
182 |
1,290 |
+109 |
Dec12 |
120726 |
924.30 |
924.30 |
910.60 |
924.30 |
+13.70 |
|
|
|
Mar13 |
120726 |
922.30 |
922.30 |
908.60 |
922.30 |
+13.70 |
|
|
|
Total Volume and Open Interest |
182 |
1,290 |
+109 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep12 |
120726 |
8425 |
8565 |
8370 |
8535 |
+120 |
5,419 |
29,029 |
-421 |
Dec12 |
120726 |
8495 |
8495 |
8375 |
8495 |
+120 |
0 |
6 |
+0 |
Total Volume and Open Interest |
5,419 |
29,035 |
-421 |
Nikkei 225(SGX) |
Sep12 |
120726 |
8375 |
8445 |
8355 |
8440 |
+85 |
96,131 |
187,060 |
-981 |
Dec12 |
120726 |
8365 |
8375 |
8365 |
8375 |
+80 |
331 |
9,924 |
+125 |
Mar13 |
120726 |
8365 |
8365 |
8365 |
8365 |
+85 |
0 |
48 |
+0 |
Total Volume and Open Interest |
96,743 |
204,629 |
-868 |
CAC 40(EURONEXT) |
Aug12 |
120726 |
3092.0 |
3213.0 |
3070.5 |
3205.5 |
+122.5 |
123,870 |
286,273 |
-4,882 |
Sep12 |
120726 |
3085.5 |
3205.5 |
3067.5 |
3198.5 |
+121.5 |
443 |
36,037 |
+708 |
Oct12 |
120726 |
3070.0 |
3186.0 |
3070.0 |
3186.0 |
+120.0 |
|
|
|
Total Volume and Open Interest |
124,313 |
322,451 |
-4,174 |
Hang Seng Index(HKFE) |
Jul12 |
120726 |
18836 |
18940 |
18766 |
18825 |
-25 |
64,119 |
85,058 |
+1,255 |
Aug12 |
120726 |
18754 |
18886 |
18720 |
18771 |
-29 |
10,144 |
14,754 |
+6,539 |
Sep12 |
120726 |
18740 |
18793 |
18641 |
18680 |
-35 |
297 |
4,613 |
-68 |
Total Volume and Open Interest |
74,766 |
108,090 |
+7,838 |
DAX(EUREX) |
Sep12 |
120726 |
6407.5 |
6597.5 |
6323.0 |
6575.0 |
+172.5 |
152,472 |
153,970 |
+1,729 |
Dec12 |
120726 |
6426.0 |
6593.0 |
6337.5 |
6574.5 |
+172.5 |
501 |
9,204 |
+134 |
Mar13 |
120726 |
6404.0 |
6580.5 |
6369.5 |
6577.0 |
+172.5 |
114 |
746 |
+96 |
Total Volume and Open Interest |
153,087 |
163,920 |
+1,959 |
FT-SE 100(EURONEXT) |
Sep12 |
120726 |
5452.00 |
5552.00 |
5432.50 |
5527.00 |
+77.50 |
82,291 |
588,006 |
-39,137 |
Dec12 |
120726 |
5497.50 |
5497.50 |
5494.00 |
5497.00 |
+77.50 |
13 |
637 |
+7 |
Mar13 |
120726 |
5454.00 |
5455.00 |
5454.00 |
5454.00 |
+76.50 |
1 |
216 |
+0 |
Total Volume and Open Interest |
82,305 |
588,859 |
-39,130 |
SPI 200(SFE) |
Sep12 |
120726 |
4080.0 |
4111.0 |
4075.0 |
4103.0 |
+21.0 |
28,975 |
234,069 |
+2,268 |
Dec12 |
120726 |
4100.0 |
4100.0 |
4100.0 |
4100.0 |
+21.0 |
256 |
5,798 |
+178 |
Mar13 |
120726 |
4063.0 |
4063.0 |
4063.0 |
4063.0 |
+21.0 |
1 |
1,403 |
-35 |
Total Volume and Open Interest |
29,573 |
243,113 |
+2,751 |
GSCI(CME) |
Aug12 |
120726 |
641.50 |
642.00 |
635.00 |
636.50 |
+2.00 |
287 |
7,943 |
-161 |
Sep12 |
120726 |
640.00 |
640.00 |
633.50 |
635.25 |
+2.25 |
2 |
654 |
+1 |
Oct12 |
120726 |
636.00 |
641.00 |
633.95 |
636.00 |
+2.00 |
|
|
|
Total Volume and Open Interest |
289 |
8,597 |
-160 |
Reuters CCI(ICE) |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
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