|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri July 27, 2012 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Aug12 |
120727 |
1654.00 |
1694.75 |
1641.00 |
1684.25 |
+28.50 |
41,310 |
54,892 |
-3,558 |
| Sep12 |
120727 |
1596.50 |
1636.75 |
1581.75 |
1627.75 |
+31.25 |
17,600 |
43,753 |
-38 |
| Nov12 |
120727 |
1565.50 |
1612.00 |
1550.75 |
1601.75 |
+34.25 |
175,271 |
386,093 |
-5,789 |
| Jan13 |
120727 |
1550.00 |
1599.75 |
1538.00 |
1591.25 |
+36.25 |
13,244 |
83,772 |
+25 |
| Mar13 |
120727 |
1442.00 |
1482.50 |
1431.00 |
1479.00 |
+39.00 |
12,403 |
81,936 |
+293 |
| May13 |
120727 |
1386.00 |
1424.00 |
1378.75 |
1413.25 |
+27.25 |
9,592 |
74,406 |
+220 |
| Jul13 |
120727 |
1374.75 |
1410.75 |
1370.50 |
1398.75 |
+24.75 |
8,046 |
53,506 |
+273 |
| Aug13 |
120727 |
1367.00 |
1375.75 |
1351.00 |
1375.75 |
+24.75 |
18 |
301 |
+1 |
| Sep13 |
120727 |
1316.75 |
1316.75 |
1292.00 |
1316.75 |
+24.75 |
8 |
340 |
+0 |
| Nov13 |
120727 |
1242.75 |
1269.75 |
1238.75 |
1264.75 |
+22.00 |
1,604 |
22,942 |
+69 |
| Jan14 |
120727 |
1269.00 |
1269.00 |
1247.00 |
1269.00 |
+22.00 |
0 |
189 |
+0 |
| Mar14 |
120727 |
1266.00 |
1266.00 |
1244.00 |
1266.00 |
+22.00 |
0 |
13 |
+0 |
| May14 |
120727 |
1266.00 |
1266.00 |
1244.00 |
1266.00 |
+22.00 |
0 |
1 |
+0 |
| Jul14 |
120727 |
1270.00 |
1270.00 |
1248.00 |
1270.00 |
+22.00 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
279,165 |
803,124 |
-8,472 |
| Soybean Meal(CBOT) |
| Aug12 |
120727 |
518.50 |
532.60 |
512.10 |
527.70 |
+8.90 |
23,497 |
27,996 |
-1,875 |
| Sep12 |
120727 |
491.80 |
509.30 |
486.00 |
502.10 |
+9.10 |
17,660 |
44,706 |
+1,085 |
| Oct12 |
120727 |
470.00 |
490.90 |
465.30 |
484.60 |
+12.40 |
5,876 |
24,667 |
+407 |
| Dec12 |
120727 |
463.10 |
483.00 |
456.80 |
476.80 |
+13.00 |
47,260 |
110,325 |
-1,099 |
| Jan13 |
120727 |
451.50 |
472.70 |
447.60 |
467.40 |
+13.50 |
2,150 |
9,386 |
+472 |
| Mar13 |
120727 |
413.00 |
429.90 |
412.00 |
426.70 |
+13.10 |
2,869 |
12,750 |
+83 |
| May13 |
120727 |
389.70 |
403.00 |
386.90 |
398.20 |
+9.30 |
3,398 |
11,100 |
+491 |
| Jul13 |
120727 |
382.00 |
395.50 |
382.00 |
391.60 |
+8.90 |
3,762 |
11,417 |
+146 |
| Aug13 |
120727 |
374.00 |
383.90 |
373.40 |
379.10 |
+5.70 |
158 |
542 |
-50 |
| Sep13 |
120727 |
367.40 |
375.10 |
359.40 |
368.00 |
+8.60 |
74 |
548 |
+0 |
| Total Volume and Open Interest |
107,084 |
259,966 |
-380 |
| Soybean Oil(CBOT) |
| Aug12 |
120727 |
51.70 |
52.22 |
51.50 |
52.04 |
+0.36 |
32,215 |
20,815 |
-6,611 |
| Sep12 |
120727 |
51.91 |
52.42 |
51.77 |
52.23 |
+0.36 |
21,691 |
54,535 |
+1,756 |
| Oct12 |
120727 |
52.00 |
52.58 |
51.97 |
52.42 |
+0.37 |
5,132 |
21,760 |
-104 |
| Dec12 |
120727 |
52.44 |
52.93 |
52.30 |
52.81 |
+0.41 |
60,165 |
144,532 |
+2,701 |
| Jan13 |
120727 |
52.88 |
53.16 |
52.56 |
53.07 |
+0.40 |
3,442 |
22,872 |
+583 |
| Mar13 |
120727 |
53.19 |
53.39 |
52.65 |
53.26 |
+0.42 |
3,027 |
19,439 |
-65 |
| May13 |
120727 |
53.32 |
53.37 |
52.79 |
53.29 |
+0.39 |
2,574 |
12,533 |
-471 |
| Jul13 |
120727 |
52.94 |
53.37 |
52.84 |
53.32 |
+0.38 |
2,141 |
9,383 |
+299 |
| Aug13 |
120727 |
52.95 |
53.31 |
52.95 |
53.31 |
+0.36 |
11 |
2,014 |
+4 |
| Sep13 |
120727 |
52.95 |
53.26 |
52.95 |
53.26 |
+0.31 |
4 |
1,130 |
-1 |
| Total Volume and Open Interest |
130,856 |
316,991 |
-1,784 |
| Canola(WCE) |
| Nov12 |
120727 |
601.0 |
613.5 |
600.0 |
607.9 |
+6.4 |
15,718 |
143,850 |
-5,486 |
| Jan13 |
120727 |
605.0 |
615.2 |
604.7 |
610.2 |
+6.6 |
5,531 |
39,956 |
+1,963 |
| Mar13 |
120727 |
611.7 |
615.5 |
608.3 |
612.0 |
+6.8 |
936 |
14,603 |
-140 |
| May13 |
120727 |
604.7 |
608.2 |
604.0 |
604.4 |
+6.2 |
518 |
18,290 |
-14 |
| Jul13 |
120727 |
587.5 |
594.0 |
587.5 |
590.6 |
+4.8 |
195 |
3,306 |
-9 |
| Total Volume and Open Interest |
22,910 |
220,818 |
-3,682 |
| Corn(CBOT) |
| Sep12 |
120727 |
781.25 |
801.00 |
776.50 |
798.50 |
+17.25 |
76,018 |
346,812 |
-8,607 |
| Dec12 |
120727 |
776.00 |
795.75 |
771.50 |
793.25 |
+17.00 |
160,699 |
535,369 |
+3,485 |
| Mar13 |
120727 |
772.75 |
789.75 |
768.50 |
787.50 |
+14.25 |
16,710 |
139,557 |
+43 |
| May13 |
120727 |
768.25 |
784.00 |
767.00 |
781.00 |
+12.75 |
4,286 |
26,340 |
+341 |
| Jul13 |
120727 |
761.00 |
778.00 |
761.00 |
773.25 |
+11.75 |
10,667 |
74,500 |
+5,698 |
| Sep13 |
120727 |
656.25 |
673.00 |
656.25 |
670.75 |
+9.75 |
1,005 |
10,021 |
+4 |
| Dec13 |
120727 |
616.50 |
635.00 |
616.50 |
626.00 |
+5.00 |
4,101 |
61,346 |
+977 |
| Mar14 |
120727 |
636.00 |
638.25 |
625.50 |
631.50 |
+6.00 |
200 |
1,626 |
+27 |
| May14 |
120727 |
632.25 |
632.25 |
626.00 |
632.25 |
+6.25 |
16 |
356 |
+6 |
| Jul14 |
120727 |
636.00 |
636.00 |
626.75 |
636.00 |
+9.25 |
175 |
958 |
+17 |
| Total Volume and Open Interest |
273,894 |
1,201,301 |
+1,997 |
| Wheat(CBOT) |
| Sep12 |
120727 |
884.50 |
911.00 |
879.50 |
898.00 |
+14.00 |
67,807 |
183,848 |
-2,775 |
| Dec12 |
120727 |
898.00 |
923.75 |
892.50 |
911.25 |
+14.00 |
48,246 |
164,874 |
+2,820 |
| Mar13 |
120727 |
900.00 |
925.75 |
897.00 |
913.00 |
+12.75 |
7,589 |
35,106 |
-748 |
| May13 |
120727 |
882.50 |
905.50 |
882.50 |
895.75 |
+13.25 |
1,208 |
14,903 |
+203 |
| Jul13 |
120727 |
811.25 |
832.50 |
809.50 |
830.25 |
+19.50 |
3,999 |
42,569 |
+497 |
| Sep13 |
120727 |
806.50 |
827.00 |
806.50 |
826.25 |
+19.75 |
408 |
843 |
+90 |
| Total Volume and Open Interest |
131,533 |
467,649 |
+787 |
| Wheat(KCBT) |
| Sep12 |
120727 |
890.00 |
917.00 |
885.00 |
906.00 |
+16.00 |
14,115 |
76,827 |
-3,456 |
| Dec12 |
120727 |
909.50 |
936.00 |
904.75 |
926.50 |
+16.50 |
7,807 |
50,736 |
+643 |
| Mar13 |
120727 |
911.75 |
940.75 |
911.75 |
930.50 |
+14.50 |
522 |
12,103 |
+82 |
| May13 |
120727 |
927.00 |
934.50 |
919.00 |
926.25 |
+14.25 |
234 |
5,918 |
+122 |
| Jul13 |
120727 |
841.00 |
869.00 |
836.00 |
861.00 |
+16.00 |
455 |
12,067 |
-73 |
| Sep13 |
120727 |
858.00 |
862.00 |
848.50 |
860.00 |
+16.00 |
16 |
413 |
+4 |
| Total Volume and Open Interest |
23,162 |
158,826 |
-2,677 |
| Wheat(MGE) |
| Sep12 |
120727 |
970.00 |
989.25 |
964.00 |
972.00 |
+4.25 |
3,003 |
17,071 |
-212 |
| Dec12 |
120727 |
967.00 |
991.75 |
965.00 |
978.50 |
+11.75 |
1,417 |
15,206 |
-427 |
| Mar13 |
120727 |
969.50 |
994.75 |
968.00 |
983.00 |
+15.25 |
303 |
4,273 |
+18 |
| May13 |
120727 |
983.00 |
992.50 |
983.00 |
985.00 |
+13.50 |
20 |
957 |
+6 |
| Jul13 |
120727 |
973.25 |
980.00 |
971.75 |
972.50 |
+11.25 |
4 |
300 |
+2 |
| Total Volume and Open Interest |
4,855 |
38,253 |
-582 |
| Oats(CBOT) |
| Sep12 |
120727 |
369.00 |
380.00 |
369.00 |
377.00 |
+7.50 |
75 |
2,366 |
-28 |
| Dec12 |
120727 |
369.00 |
382.75 |
367.50 |
379.75 |
+7.00 |
737 |
7,712 |
+38 |
| Mar13 |
120727 |
384.25 |
384.50 |
377.50 |
384.50 |
+7.00 |
38 |
274 |
+5 |
| May13 |
120727 |
387.00 |
387.00 |
381.25 |
387.00 |
+5.75 |
16 |
17 |
+15 |
| Total Volume and Open Interest |
866 |
10,376 |
+30 |
| Rough Rice(CBOT) |
| Sep12 |
120727 |
15.38 |
15.70 |
15.36 |
15.60 |
+0.22 |
425 |
10,568 |
+44 |
| Nov12 |
120727 |
15.63 |
15.91 |
15.63 |
15.87 |
+0.22 |
68 |
2,243 |
+27 |
| Jan13 |
120727 |
15.97 |
16.14 |
15.97 |
16.14 |
+0.22 |
4 |
223 |
+2 |
| Mar13 |
120727 |
16.42 |
16.42 |
16.33 |
16.40 |
+0.22 |
1 |
102 |
-1 |
| Total Volume and Open Interest |
498 |
13,158 |
+72 |
| Live Cattle(CME) |
| Aug12 |
120727 |
118.035 |
120.230 |
117.550 |
119.600 |
+1.420 |
11,341 |
46,415 |
-3,069 |
| Oct12 |
120727 |
123.180 |
125.700 |
122.730 |
125.285 |
+2.105 |
15,998 |
127,631 |
-697 |
| Dec12 |
120727 |
126.300 |
128.685 |
126.050 |
128.435 |
+2.050 |
7,520 |
73,012 |
+1,404 |
| Feb13 |
120727 |
129.600 |
131.900 |
129.450 |
131.800 |
+1.975 |
3,823 |
31,936 |
+764 |
| Apr13 |
120727 |
132.450 |
134.825 |
132.450 |
134.735 |
+2.035 |
2,091 |
15,159 |
+392 |
| Jun13 |
120727 |
129.600 |
131.900 |
129.600 |
131.800 |
+1.750 |
685 |
5,187 |
+308 |
| Total Volume and Open Interest |
41,485 |
301,445 |
-890 |
| Feeder Cattle(CME) |
| Aug12 |
120727 |
135.685 |
139.000 |
134.750 |
137.750 |
+1.750 |
2,833 |
11,481 |
-344 |
| Sep12 |
120727 |
138.500 |
141.435 |
137.500 |
140.400 |
+1.575 |
1,638 |
7,374 |
+16 |
| Oct12 |
120727 |
140.600 |
143.400 |
139.575 |
142.450 |
+1.450 |
2,002 |
7,545 |
+45 |
| Nov12 |
120727 |
143.150 |
145.850 |
142.075 |
144.900 |
+1.350 |
1,118 |
4,302 |
+7 |
| Jan13 |
120727 |
146.035 |
148.735 |
145.200 |
147.880 |
+1.630 |
554 |
3,475 |
+8 |
| Mar13 |
120727 |
148.435 |
150.500 |
147.785 |
149.500 |
+0.900 |
116 |
718 |
-17 |
| Apr13 |
120727 |
150.150 |
151.800 |
149.800 |
151.500 |
+0.500 |
77 |
384 |
+60 |
| Total Volume and Open Interest |
8,409 |
35,692 |
-165 |
| Lean Hogs(CME) |
| Aug12 |
120727 |
96.180 |
96.600 |
94.800 |
95.200 |
-0.600 |
9,514 |
22,607 |
-520 |
| Oct12 |
120727 |
81.385 |
82.200 |
80.885 |
81.330 |
-0.100 |
15,846 |
90,497 |
+2,007 |
| Dec12 |
120727 |
79.080 |
79.975 |
78.600 |
79.300 |
+0.220 |
5,593 |
49,861 |
+15 |
| Feb13 |
120727 |
83.550 |
84.830 |
83.350 |
84.550 |
+1.050 |
2,708 |
25,763 |
+245 |
| Apr13 |
120727 |
87.500 |
89.100 |
87.500 |
88.885 |
+1.185 |
1,278 |
16,174 |
-38 |
| May13 |
120727 |
93.650 |
95.700 |
93.650 |
94.600 |
+1.000 |
22 |
744 |
-5 |
| Jun13 |
120727 |
96.680 |
97.885 |
96.680 |
97.600 |
+0.920 |
900 |
9,641 |
+242 |
| Jul13 |
120727 |
96.000 |
96.950 |
96.000 |
96.600 |
+0.850 |
100 |
2,929 |
-11 |
| Total Volume and Open Interest |
36,220 |
220,074 |
+2,095 |
| Class III Milk(CME) |
| Jul12 |
120727 |
16.67 |
16.69 |
16.66 |
16.67 |
unch |
2 |
3,680 |
-1 |
| Aug12 |
120727 |
17.56 |
17.56 |
17.21 |
17.30 |
-0.26 |
372 |
4,827 |
-55 |
| Sep12 |
120727 |
18.62 |
18.62 |
18.20 |
18.35 |
-0.27 |
303 |
4,355 |
+120 |
| Oct12 |
120727 |
18.69 |
18.78 |
18.44 |
18.69 |
unch |
72 |
3,366 |
+14 |
| Nov12 |
120727 |
18.61 |
18.85 |
18.54 |
18.82 |
+0.12 |
54 |
2,992 |
+12 |
| Total Volume and Open Interest |
1,125 |
26,466 |
+252 |
| Cocoa(ICE) |
| Sep12 |
120727 |
2309 |
2352 |
2297 |
2330 |
+14 |
8,513 |
66,525 |
-1,077 |
| Dec12 |
120727 |
2300 |
2362 |
2300 |
2342 |
+16 |
2,960 |
50,598 |
+175 |
| Mar13 |
120727 |
2326 |
2370 |
2316 |
2352 |
+16 |
1,652 |
35,528 |
+131 |
| May13 |
120727 |
2346 |
2380 |
2340 |
2361 |
+14 |
399 |
14,645 |
+81 |
| Jul13 |
120727 |
2375 |
2388 |
2370 |
2370 |
+11 |
66 |
7,736 |
+40 |
| Sep13 |
120727 |
2385 |
2393 |
2378 |
2378 |
+11 |
7 |
4,455 |
+4 |
| Dec13 |
120727 |
2387 |
2387 |
2387 |
2387 |
+12 |
1 |
6,009 |
+0 |
| Total Volume and Open Interest |
13,598 |
190,629 |
-646 |
| Coffee "C"(ICE) |
| Sep12 |
120727 |
174.05 |
176.75 |
173.05 |
173.70 |
-0.35 |
11,394 |
62,794 |
-1,347 |
| Dec12 |
120727 |
177.00 |
179.60 |
176.00 |
176.65 |
-0.25 |
3,772 |
42,346 |
+278 |
| Mar13 |
120727 |
180.20 |
182.45 |
179.40 |
180.00 |
-0.20 |
808 |
17,698 |
+33 |
| May13 |
120727 |
182.45 |
184.35 |
181.80 |
182.35 |
-0.10 |
186 |
5,297 |
+46 |
| Jul13 |
120727 |
186.35 |
186.35 |
184.00 |
184.55 |
+0.10 |
94 |
3,670 |
+54 |
| Sep13 |
120727 |
187.85 |
188.35 |
186.25 |
186.60 |
+0.15 |
97 |
1,003 |
+1 |
| Total Volume and Open Interest |
16,354 |
134,143 |
-935 |
| Orange Juice(ICE) |
| Sep12 |
120727 |
109.55 |
110.30 |
108.90 |
110.05 |
+0.10 |
334 |
12,989 |
-45 |
| Nov12 |
120727 |
109.10 |
109.75 |
108.70 |
109.45 |
-0.05 |
57 |
5,555 |
+39 |
| Jan13 |
120727 |
110.10 |
110.25 |
109.55 |
109.95 |
+0.10 |
16 |
1,915 |
+14 |
| Mar13 |
120727 |
110.60 |
110.60 |
110.60 |
110.60 |
+0.25 |
6 |
1,281 |
+5 |
| May13 |
120727 |
111.25 |
111.25 |
111.25 |
111.25 |
+0.25 |
0 |
182 |
+0 |
| Jul13 |
120727 |
112.40 |
112.40 |
112.40 |
112.40 |
+0.25 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
413 |
21,934 |
+13 |
| Sugar #11(ICE) |
| Oct12 |
120727 |
22.50 |
22.69 |
22.20 |
22.52 |
+0.02 |
47,499 |
320,757 |
+1,867 |
| Mar13 |
120727 |
22.92 |
23.05 |
22.65 |
22.90 |
-0.02 |
24,005 |
149,384 |
-282 |
| May13 |
120727 |
22.60 |
22.72 |
22.37 |
22.60 |
+0.04 |
8,037 |
46,498 |
-819 |
| Jul13 |
120727 |
22.38 |
22.45 |
22.15 |
22.36 |
+0.09 |
6,876 |
74,299 |
+1,305 |
| Oct13 |
120727 |
22.31 |
22.37 |
22.10 |
22.33 |
+0.13 |
2,915 |
36,182 |
+572 |
| Mar14 |
120727 |
22.25 |
22.41 |
22.15 |
22.38 |
+0.14 |
458 |
23,891 |
+72 |
| May14 |
120727 |
21.87 |
22.11 |
21.85 |
22.11 |
+0.21 |
117 |
7,084 |
+6 |
| Jul14 |
120727 |
21.71 |
21.96 |
21.71 |
21.96 |
+0.23 |
161 |
5,627 |
+3 |
| Total Volume and Open Interest |
90,152 |
671,421 |
+2,750 |
| London Cocoa(LCE) |
| Sep12 |
120727 |
1586 |
1608 |
1584 |
1603 |
+18 |
5,923 |
47,051 |
-1,086 |
| Dec12 |
120727 |
1568 |
1585 |
1566 |
1583 |
+16 |
2,616 |
53,055 |
+499 |
| Mar13 |
120727 |
1545 |
1560 |
1545 |
1558 |
+13 |
2,513 |
51,247 |
+229 |
| May13 |
120727 |
1545 |
1560 |
1545 |
1557 |
+12 |
2,376 |
20,166 |
-41 |
| Jul13 |
120727 |
1555 |
1562 |
1555 |
1560 |
+11 |
472 |
10,307 |
-65 |
| Sep13 |
120727 |
1562 |
1562 |
1557 |
1560 |
+9 |
28 |
5,515 |
+0 |
| Dec13 |
120727 |
1564 |
1564 |
1564 |
1564 |
+8 |
0 |
7,310 |
+0 |
| Total Volume and Open Interest |
13,932 |
195,198 |
-464 |
| London Sugar(LCE) |
| Oct12 |
120727 |
614.50 |
618.70 |
609.20 |
614.20 |
-1.30 |
4,390 |
29,179 |
+615 |
| Dec12 |
120727 |
596.30 |
600.40 |
591.60 |
596.70 |
-1.60 |
951 |
10,384 |
+65 |
| Mar13 |
120727 |
600.10 |
604.40 |
596.00 |
601.20 |
-0.30 |
820 |
11,927 |
-10 |
| May13 |
120727 |
596.60 |
599.40 |
593.60 |
598.40 |
+0.40 |
333 |
3,509 |
-9 |
| Aug13 |
120727 |
586.80 |
591.40 |
586.80 |
590.80 |
+2.60 |
139 |
2,175 |
+2 |
| Total Volume and Open Interest |
6,687 |
59,197 |
+663 |
| Cotton(ICE) |
| Oct12 |
120727 |
70.38 |
71.99 |
70.35 |
70.73 |
+0.05 |
69 |
414 |
-15 |
| Dec12 |
120727 |
71.36 |
72.91 |
70.82 |
71.45 |
+0.06 |
15,923 |
134,826 |
+2,393 |
| Mar13 |
120727 |
71.90 |
73.64 |
71.75 |
72.15 |
-0.02 |
1,252 |
27,970 |
+93 |
| May13 |
120727 |
72.65 |
74.38 |
72.58 |
72.85 |
-0.03 |
169 |
5,494 |
+13 |
| Jul13 |
120727 |
73.57 |
75.28 |
73.57 |
73.65 |
-0.04 |
76 |
6,073 |
-18 |
| Oct13 |
120727 |
75.75 |
75.75 |
75.75 |
75.75 |
+0.10 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
17,595 |
176,691 |
+2,511 |
| Lumber(CME) |
| Sep12 |
120727 |
285.3 |
289.4 |
283.0 |
286.3 |
+4.3 |
620 |
6,464 |
-84 |
| Nov12 |
120727 |
279.5 |
285.0 |
279.0 |
283.8 |
+3.1 |
209 |
1,745 |
+31 |
| Jan13 |
120727 |
288.8 |
293.3 |
288.0 |
291.0 |
+5.0 |
21 |
486 |
+12 |
| Mar13 |
120727 |
296.7 |
296.7 |
294.0 |
296.7 |
+1.7 |
6 |
137 |
+4 |
| Total Volume and Open Interest |
860 |
8,836 |
-37 |
| Crude Oil(NYM) |
| Sep12 |
120727 |
89.43 |
90.45 |
89.13 |
90.13 |
+0.74 |
289,552 |
313,559 |
-6,216 |
| Oct12 |
120727 |
89.58 |
90.73 |
89.41 |
90.42 |
+0.75 |
53,774 |
97,806 |
+4,445 |
| Nov12 |
120727 |
90.00 |
91.08 |
89.74 |
90.79 |
+0.79 |
31,337 |
72,764 |
+2,444 |
| Dec12 |
120727 |
90.31 |
91.48 |
90.11 |
91.23 |
+0.84 |
37,017 |
173,087 |
+186 |
| Jan13 |
120727 |
91.22 |
91.76 |
90.58 |
91.65 |
+0.87 |
8,786 |
79,096 |
+586 |
| Feb13 |
120727 |
91.55 |
92.09 |
90.92 |
91.96 |
+0.89 |
6,513 |
31,301 |
-296 |
| Mar13 |
120727 |
91.25 |
92.16 |
91.25 |
92.16 |
+0.89 |
5,539 |
36,022 |
-385 |
| Apr13 |
120727 |
91.45 |
92.40 |
91.45 |
92.26 |
+0.87 |
2,479 |
17,883 |
+10 |
| May13 |
120727 |
91.61 |
92.29 |
91.61 |
92.29 |
+0.83 |
2,630 |
19,275 |
-233 |
| Jun13 |
120727 |
91.53 |
92.45 |
91.53 |
92.28 |
+0.79 |
14,086 |
74,814 |
-1,277 |
| Jul13 |
120727 |
92.25 |
92.25 |
92.25 |
92.25 |
+0.77 |
3,856 |
24,868 |
+292 |
| Aug13 |
120727 |
92.12 |
92.18 |
91.94 |
92.17 |
+0.77 |
1,973 |
16,166 |
-210 |
| Sep13 |
120727 |
91.80 |
92.08 |
91.80 |
92.08 |
+0.76 |
1,680 |
22,327 |
+467 |
| Oct13 |
120727 |
91.97 |
91.97 |
91.97 |
91.97 |
+0.77 |
751 |
12,873 |
+41 |
| Nov13 |
120727 |
91.87 |
91.87 |
91.87 |
91.87 |
+0.78 |
680 |
18,312 |
-30 |
| Dec13 |
120727 |
90.98 |
91.87 |
90.98 |
91.76 |
+0.78 |
18,128 |
119,241 |
+39 |
| Total Volume and Open Interest |
488,048 |
1,389,266 |
+227 |
| 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 |
120727 |
89.300 |
90.450 |
89.125 |
90.125 |
+0.725 |
12,223 |
2,105 |
-340 |
| Oct12 |
120727 |
89.600 |
90.675 |
89.600 |
90.425 |
+0.750 |
505 |
535 |
+298 |
| Nov12 |
120727 |
90.625 |
90.800 |
90.625 |
90.800 |
+0.800 |
884 |
2,739 |
+848 |
| Dec12 |
120727 |
91.000 |
91.450 |
91.000 |
91.225 |
+0.825 |
1,498 |
4,115 |
+1,442 |
| Jan13 |
120727 |
91.750 |
91.750 |
91.650 |
91.650 |
+0.875 |
684 |
1,462 |
+651 |
| Feb13 |
120727 |
91.275 |
91.950 |
91.150 |
91.950 |
+0.875 |
1 |
82 |
-1 |
| Mar13 |
120727 |
92.150 |
92.150 |
92.150 |
92.150 |
+0.875 |
0 |
3 |
+0 |
| Apr13 |
120727 |
92.250 |
92.250 |
92.250 |
92.250 |
+0.850 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
15,795 |
11,245 |
+2,898 |
| Heating Oil(NYM) |
| Aug12 |
120727 |
286.50 |
289.42 |
286.35 |
288.95 |
+2.10 |
34,803 |
26,789 |
-6,950 |
| Sep12 |
120727 |
286.95 |
289.50 |
286.50 |
289.05 |
+2.11 |
56,660 |
85,932 |
+5,258 |
| Oct12 |
120727 |
287.49 |
290.00 |
287.34 |
289.64 |
+2.21 |
14,309 |
31,599 |
+600 |
| Nov12 |
120727 |
288.39 |
290.35 |
287.99 |
290.25 |
+2.26 |
8,242 |
28,753 |
+70 |
| Dec12 |
120727 |
290.34 |
291.09 |
288.40 |
290.66 |
+2.27 |
12,217 |
38,361 |
-244 |
| Jan13 |
120727 |
289.40 |
290.98 |
288.64 |
290.86 |
+2.31 |
3,216 |
22,360 |
+35 |
| Feb13 |
120727 |
288.77 |
290.41 |
288.77 |
290.23 |
+2.39 |
2,730 |
8,914 |
-377 |
| Mar13 |
120727 |
287.62 |
288.85 |
287.40 |
288.66 |
+2.48 |
1,956 |
18,097 |
-21 |
| Apr13 |
120727 |
286.45 |
286.82 |
285.56 |
286.56 |
+2.50 |
716 |
18,188 |
+62 |
| May13 |
120727 |
287.65 |
289.63 |
287.65 |
288.96 |
+2.45 |
44 |
8,535 |
-2 |
| Jun13 |
120727 |
287.00 |
287.98 |
286.70 |
287.98 |
+2.40 |
184 |
6,349 |
+0 |
| Jul13 |
120727 |
288.10 |
288.10 |
288.10 |
288.10 |
+2.35 |
34 |
2,327 |
-3 |
| Aug13 |
120727 |
288.60 |
288.60 |
288.30 |
288.30 |
+2.29 |
10 |
655 |
-3 |
| Sep13 |
120727 |
288.40 |
288.40 |
288.40 |
288.40 |
+2.27 |
33 |
434 |
+22 |
| Total Volume and Open Interest |
135,237 |
302,745 |
-1,588 |
| Gasoline(NYMEX) |
| Aug12 |
120727 |
281.45 |
289.13 |
281.45 |
288.78 |
+7.40 |
40,847 |
23,552 |
-8,695 |
| Sep12 |
120727 |
273.35 |
280.00 |
273.29 |
279.67 |
+5.97 |
71,494 |
98,677 |
+2,421 |
| Oct12 |
120727 |
257.14 |
261.82 |
256.93 |
261.28 |
+4.14 |
36,005 |
35,968 |
-832 |
| Nov12 |
120727 |
253.05 |
256.93 |
253.00 |
256.57 |
+3.58 |
13,495 |
23,077 |
+638 |
| Dec12 |
120727 |
250.92 |
254.40 |
250.92 |
253.94 |
+3.23 |
10,691 |
35,503 |
+781 |
| Jan13 |
120727 |
251.30 |
253.14 |
250.58 |
253.14 |
+3.09 |
3,818 |
14,298 |
+91 |
| Feb13 |
120727 |
251.24 |
253.49 |
251.24 |
253.49 |
+2.96 |
1,710 |
4,352 |
-15 |
| Mar13 |
120727 |
252.73 |
254.82 |
252.73 |
254.82 |
+2.83 |
1,681 |
6,436 |
+565 |
| Apr13 |
120727 |
269.19 |
269.19 |
269.19 |
269.19 |
+2.93 |
328 |
6,468 |
-64 |
| May13 |
120727 |
268.14 |
268.14 |
268.14 |
268.14 |
+2.88 |
193 |
1,408 |
+54 |
| Total Volume and Open Interest |
180,498 |
262,480 |
-4,963 |
| e-miNY RBOB Gasoline(NYM) |
| Aug12 |
120727 |
288.80 |
288.80 |
288.78 |
288.80 |
+7.40 |
0 |
5 |
+0 |
| Sep12 |
120727 |
279.70 |
279.70 |
279.67 |
279.70 |
+6.00 |
|
|
|
| Oct12 |
120727 |
261.30 |
261.30 |
261.28 |
261.30 |
+4.20 |
|
|
|
| Nov12 |
120727 |
256.60 |
256.60 |
256.57 |
256.60 |
+3.60 |
|
|
|
| Total Volume and Open Interest |
0 |
5 |
+0 |
| Natural Gas(NYM) |
| Aug12 |
120727 |
3.103 |
3.110 |
2.990 |
3.010 |
-0.095 |
102,423 |
18,478 |
-7,707 |
| Sep12 |
120727 |
3.090 |
3.094 |
2.980 |
3.015 |
-0.075 |
117,180 |
280,295 |
-7,130 |
| Oct12 |
120727 |
3.105 |
3.111 |
3.005 |
3.039 |
-0.067 |
52,846 |
168,429 |
-3,544 |
| Nov12 |
120727 |
3.253 |
3.267 |
3.171 |
3.208 |
-0.054 |
34,493 |
111,656 |
-1,466 |
| Dec12 |
120727 |
3.513 |
3.519 |
3.437 |
3.468 |
-0.048 |
19,994 |
52,575 |
-941 |
| Jan13 |
120727 |
3.637 |
3.646 |
3.566 |
3.595 |
-0.044 |
19,258 |
122,322 |
-214 |
| Feb13 |
120727 |
3.636 |
3.636 |
3.587 |
3.610 |
-0.038 |
3,050 |
28,486 |
-66 |
| Mar13 |
120727 |
3.620 |
3.620 |
3.560 |
3.584 |
-0.031 |
5,336 |
44,839 |
+140 |
| Apr13 |
120727 |
3.593 |
3.594 |
3.531 |
3.555 |
-0.028 |
8,408 |
64,301 |
+516 |
| May13 |
120727 |
3.585 |
3.602 |
3.563 |
3.580 |
-0.025 |
810 |
16,592 |
+45 |
| Jun13 |
120727 |
3.645 |
3.645 |
3.602 |
3.619 |
-0.023 |
883 |
8,743 |
+254 |
| Jul13 |
120727 |
3.688 |
3.690 |
3.645 |
3.663 |
-0.021 |
867 |
13,014 |
+168 |
| Aug13 |
120727 |
3.696 |
3.700 |
3.669 |
3.685 |
-0.020 |
540 |
10,509 |
+119 |
| Sep13 |
120727 |
3.690 |
3.710 |
3.670 |
3.689 |
-0.020 |
441 |
8,526 |
+74 |
| Oct13 |
120727 |
3.740 |
3.745 |
3.706 |
3.722 |
-0.022 |
2,159 |
36,142 |
-87 |
| Nov13 |
120727 |
3.833 |
3.855 |
3.821 |
3.839 |
-0.017 |
406 |
17,372 |
-9 |
| Total Volume and Open Interest |
371,762 |
1,103,652 |
-19,583 |
| Brent Crude Oil(ICE) |
| Sep12 |
120727 |
105.19 |
106.73 |
105.02 |
106.47 |
+1.21 |
217,390 |
232,220 |
-4,095 |
| Oct12 |
120727 |
104.08 |
105.64 |
104.04 |
105.38 |
+1.19 |
105,108 |
224,494 |
+17,051 |
| Nov12 |
120727 |
103.51 |
105.06 |
103.45 |
104.83 |
+1.20 |
37,946 |
96,290 |
-985 |
| Dec12 |
120727 |
103.17 |
104.70 |
103.17 |
104.47 |
+1.19 |
59,904 |
138,574 |
+1,475 |
| Jan13 |
120727 |
103.04 |
104.39 |
102.93 |
104.14 |
+1.16 |
10,221 |
41,812 |
+510 |
| Feb13 |
120727 |
102.70 |
104.04 |
102.62 |
103.81 |
+1.13 |
8,009 |
26,969 |
+1,738 |
| Mar13 |
120727 |
102.65 |
103.72 |
102.48 |
103.50 |
+1.12 |
6,683 |
29,805 |
-168 |
| Apr13 |
120727 |
102.34 |
103.42 |
102.29 |
103.20 |
+1.11 |
4,648 |
15,016 |
+366 |
| May13 |
120727 |
102.06 |
103.08 |
102.00 |
102.92 |
+1.10 |
4,960 |
14,420 |
+248 |
| Jun13 |
120727 |
101.79 |
102.80 |
101.66 |
102.66 |
+1.11 |
10,782 |
60,938 |
+624 |
| Jul13 |
120727 |
102.44 |
102.44 |
102.44 |
102.44 |
+1.10 |
1,195 |
13,437 |
+340 |
| Aug13 |
120727 |
102.00 |
102.19 |
102.00 |
102.19 |
+1.08 |
1,664 |
13,207 |
+778 |
| Sep13 |
120727 |
101.91 |
101.91 |
101.91 |
101.91 |
+1.06 |
3,128 |
13,679 |
+294 |
| Oct13 |
120727 |
101.62 |
101.62 |
101.62 |
101.62 |
+1.04 |
2,002 |
8,089 |
-264 |
| Total Volume and Open Interest |
502,274 |
1,171,055 |
+19,778 |
| Gas Oil(ICE) |
| Aug12 |
120727 |
905.00 |
915.25 |
904.50 |
910.75 |
+5.25 |
41,237 |
93,885 |
-6,351 |
| Sep12 |
120727 |
905.25 |
914.75 |
904.00 |
910.25 |
+5.25 |
67,184 |
117,381 |
+813 |
| Oct12 |
120727 |
900.00 |
911.50 |
900.00 |
907.75 |
+5.00 |
29,837 |
72,309 |
-15 |
| Nov12 |
120727 |
898.00 |
907.25 |
898.00 |
904.25 |
+4.75 |
16,264 |
35,032 |
+695 |
| Dec12 |
120727 |
900.00 |
904.00 |
895.75 |
900.50 |
+4.50 |
23,269 |
65,498 |
-2,567 |
| Jan13 |
120727 |
897.75 |
901.25 |
894.75 |
898.50 |
+4.50 |
6,183 |
23,955 |
-623 |
| Feb13 |
120727 |
895.50 |
897.25 |
892.75 |
896.00 |
+4.25 |
4,440 |
18,926 |
+1,392 |
| Mar13 |
120727 |
891.00 |
895.00 |
890.00 |
893.00 |
+4.25 |
1,719 |
16,584 |
+75 |
| Apr13 |
120727 |
891.00 |
891.00 |
890.75 |
890.75 |
+4.50 |
829 |
12,582 |
+149 |
| May13 |
120727 |
886.00 |
888.25 |
886.00 |
888.25 |
+4.50 |
394 |
9,771 |
+67 |
| Total Volume and Open Interest |
198,908 |
566,287 |
-5,370 |
| Ethanol(CBOT) |
| Jul12 |
120705 |
2.417 |
2.419 |
2.388 |
2.398 |
+0.044 |
15 |
82 |
-53 |
| Aug12 |
120727 |
2.554 |
2.560 |
2.536 |
2.555 |
+0.014 |
218 |
424 |
-38 |
| Sep12 |
120727 |
2.534 |
2.546 |
2.520 |
2.539 |
+0.020 |
324 |
1,484 |
-90 |
| Oct12 |
120727 |
2.509 |
2.514 |
2.496 |
2.511 |
+0.019 |
136 |
1,561 |
+48 |
| Nov12 |
120727 |
2.480 |
2.492 |
2.480 |
2.488 |
+0.012 |
65 |
1,527 |
+13 |
| Dec12 |
120727 |
2.462 |
2.480 |
2.462 |
2.474 |
+0.018 |
92 |
1,543 |
+12 |
| Jan13 |
120727 |
2.459 |
2.476 |
2.454 |
2.469 |
+0.020 |
97 |
1,452 |
-32 |
| Feb13 |
120727 |
2.439 |
2.450 |
2.439 |
2.442 |
+0.011 |
54 |
1,169 |
+7 |
| Total Volume and Open Interest |
1,114 |
12,058 |
-10 |
| WTI Crude Oil(ICE) |
| Sep12 |
120727 |
89.18 |
90.44 |
89.18 |
90.13 |
+0.74 |
59,085 |
62,842 |
-2,159 |
| Oct12 |
120727 |
89.56 |
90.65 |
89.56 |
90.42 |
+0.75 |
23,076 |
33,604 |
+196 |
| Nov12 |
120727 |
90.37 |
90.90 |
90.06 |
90.79 |
+0.79 |
11,241 |
21,056 |
-100 |
| Dec12 |
120727 |
90.82 |
91.36 |
90.45 |
91.23 |
+0.84 |
13,940 |
89,897 |
+208 |
| Jan13 |
120727 |
91.12 |
91.68 |
91.06 |
91.65 |
+0.87 |
2,880 |
17,184 |
+533 |
| Feb13 |
120727 |
91.72 |
92.02 |
91.39 |
91.96 |
+0.89 |
1,783 |
9,284 |
-23 |
| Mar13 |
120727 |
91.94 |
92.21 |
91.87 |
92.16 |
+0.89 |
1,532 |
9,800 |
+148 |
| Apr13 |
120727 |
92.29 |
92.30 |
92.21 |
92.26 |
+0.87 |
954 |
3,559 |
+2 |
| May13 |
120727 |
91.81 |
92.32 |
91.81 |
92.29 |
+0.83 |
887 |
3,420 |
+72 |
| Jun13 |
120727 |
91.82 |
92.30 |
91.82 |
92.28 |
+0.79 |
1,922 |
25,712 |
-31 |
| Jul13 |
120727 |
92.25 |
92.25 |
92.25 |
92.25 |
+0.77 |
442 |
2,233 |
+16 |
| Aug13 |
120727 |
92.17 |
92.17 |
92.17 |
92.17 |
+0.77 |
490 |
3,262 |
+104 |
| Sep13 |
120727 |
92.08 |
92.08 |
92.08 |
92.08 |
+0.76 |
395 |
7,340 |
+13 |
| Oct13 |
120727 |
91.97 |
91.97 |
91.97 |
91.97 |
+0.77 |
283 |
1,728 |
+49 |
| Nov13 |
120727 |
91.87 |
91.87 |
91.87 |
91.87 |
+0.78 |
207 |
3,350 |
-51 |
| Dec13 |
120727 |
91.64 |
91.84 |
91.23 |
91.76 |
+0.78 |
6,035 |
53,774 |
-2,221 |
| Total Volume and Open Interest |
126,518 |
427,648 |
-2,999 |
| US Dollar Index(ICE) |
| Sep12 |
120727 |
82.930 |
83.065 |
82.400 |
82.765 |
-0.095 |
18,754 |
68,701 |
-160 |
| Dec12 |
120727 |
83.450 |
83.450 |
82.825 |
83.115 |
-0.095 |
21 |
702 |
+9 |
| Mar13 |
120727 |
83.505 |
83.505 |
83.505 |
83.505 |
-0.095 |
|
|
|
| Total Volume and Open Interest |
18,775 |
69,403 |
-151 |
| Australian Dollar(CME) |
| Sep12 |
120727 |
103.47 |
104.40 |
103.36 |
104.25 |
+0.76 |
160,222 |
131,844 |
+1,380 |
| Dec12 |
120727 |
102.81 |
103.61 |
102.70 |
103.44 |
+0.74 |
94 |
840 |
+16 |
| Mar13 |
120727 |
102.67 |
102.67 |
101.97 |
102.67 |
+0.70 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
160,316 |
132,691 |
+1,396 |
| British Pound(CME) |
| Sep12 |
120727 |
156.82 |
157.67 |
156.65 |
157.24 |
+0.33 |
141,240 |
121,234 |
+5,517 |
| Dec12 |
120727 |
156.77 |
157.61 |
156.74 |
157.23 |
+0.33 |
295 |
285 |
-121 |
| Mar13 |
120727 |
157.23 |
157.23 |
156.90 |
157.23 |
+0.33 |
10 |
23 |
+10 |
| Total Volume and Open Interest |
141,545 |
121,549 |
+5,406 |
| Canadian Dollar(CME) |
| Sep12 |
120727 |
98.88 |
99.60 |
98.85 |
99.48 |
+0.56 |
122,423 |
97,242 |
-4,024 |
| Dec12 |
120727 |
98.68 |
99.35 |
98.65 |
99.27 |
+0.55 |
322 |
7,856 |
+25 |
| Mar13 |
120727 |
99.08 |
99.08 |
98.52 |
99.05 |
+0.53 |
8 |
1,567 |
+4 |
| Jun13 |
120727 |
98.86 |
98.86 |
98.33 |
98.86 |
+0.53 |
3 |
352 |
-1 |
| Total Volume and Open Interest |
122,756 |
107,066 |
-3,996 |
| Japanese Yen(CME) |
| Sep12 |
120727 |
127.90 |
128.15 |
127.17 |
127.31 |
-0.66 |
60,982 |
140,727 |
+2,619 |
| Dec12 |
120727 |
128.04 |
128.25 |
127.34 |
127.46 |
-0.67 |
166 |
886 |
-4 |
| Mar13 |
120727 |
127.65 |
128.31 |
127.65 |
127.65 |
-0.66 |
1 |
31 |
+0 |
| Total Volume and Open Interest |
61,149 |
141,648 |
+2,615 |
| Swiss Franc(CME) |
| Sep12 |
120727 |
102.37 |
103.24 |
102.04 |
102.59 |
+0.17 |
49,180 |
64,217 |
+54 |
| Dec12 |
120727 |
102.40 |
103.33 |
102.40 |
102.87 |
+0.16 |
5 |
205 |
-5 |
| Mar13 |
120727 |
103.16 |
103.16 |
103.01 |
103.16 |
+0.15 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
49,185 |
64,424 |
+49 |
| EuroFX(CME) |
| Sep12 |
120727 |
122.85 |
123.97 |
122.47 |
123.17 |
+0.24 |
281,130 |
321,109 |
+657 |
| Dec12 |
120727 |
122.96 |
124.05 |
122.64 |
123.33 |
+0.24 |
877 |
3,528 |
+165 |
| Mar13 |
120727 |
123.24 |
124.08 |
123.20 |
123.51 |
+0.24 |
6 |
100 |
+2 |
| Total Volume and Open Interest |
282,013 |
325,267 |
+824 |
| Mexican Peso(CME) |
| Aug12 |
120727 |
754.0 |
754.0 |
745.0 |
754.0 |
+9.0 |
|
|
|
| Sep12 |
120727 |
742.8 |
753.2 |
739.2 |
752.0 |
+9.0 |
33,104 |
163,181 |
-778 |
| Total Volume and Open Interest |
33,123 |
163,819 |
-778 |
| Brazilian Real(CME) |
| Aug12 |
120727 |
495.80 |
497.45 |
492.90 |
494.60 |
+0.20 |
13 |
1,028 |
-4 |
| Sep12 |
120727 |
491.60 |
494.40 |
490.10 |
491.70 |
+0.10 |
9 |
2,987 |
+9 |
| Oct12 |
120727 |
489.75 |
489.75 |
489.65 |
489.75 |
+0.10 |
|
|
|
| Nov12 |
120727 |
487.85 |
487.85 |
487.75 |
487.85 |
+0.10 |
|
|
|
| Total Volume and Open Interest |
22 |
16,398 |
+5 |
| 30-Year T-Bonds(CBOT) |
| Sep12 |
120727 |
152~080 |
152~140 |
149~080 |
150~010 |
-2~150 |
300,706 |
642,566 |
+2,527 |
| Dec12 |
120727 |
153~100 |
153~230 |
150~140 |
151~020 |
-2~210 |
813 |
4,865 |
+201 |
| Mar13 |
120727 |
150~100 |
152~310 |
150~100 |
150~100 |
-2~210 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
301,519 |
647,434 |
+2,728 |
| 10-Year T-Notes(CBOT) |
| Sep12 |
120727 |
134~290 |
134~310 |
133~265 |
134~040 |
-0~290 |
770,992 |
1,782,942 |
-23,461 |
| Dec12 |
120727 |
134~005 |
134~005 |
132~315 |
133~045 |
-0~305 |
503 |
4,083 |
+336 |
| Mar13 |
120727 |
132~095 |
133~080 |
132~095 |
132~095 |
-0~305 |
|
|
|
| Total Volume and Open Interest |
771,495 |
1,787,025 |
-23,125 |
| 5-Year T-Notes(CBOT) |
| Sep12 |
120727 |
124~102 |
124~109 |
124~047 |
124~061 |
-0~048 |
346,053 |
1,161,305 |
+27,790 |
| Dec12 |
120727 |
124~044 |
124~073 |
124~023 |
124~023 |
-0~050 |
1,410 |
3,217 |
+1,032 |
| Mar13 |
120727 |
123~071 |
123~121 |
123~071 |
123~071 |
-0~050 |
|
|
|
| Total Volume and Open Interest |
347,463 |
1,164,522 |
+28,822 |
| 2 Year T-Notes(CBOT) |
| Sep12 |
120727 |
110~037 |
110~038 |
110~028 |
110~032 |
-0~006 |
140,664 |
1,015,677 |
+19,420 |
| Dec12 |
120727 |
110~037 |
110~039 |
110~030 |
110~032 |
-0~007 |
6,348 |
24,849 |
+3,226 |
| Mar13 |
120727 |
109~098 |
109~105 |
109~098 |
109~098 |
-0~007 |
|
|
|
| Total Volume and Open Interest |
147,012 |
1,040,526 |
+22,646 |
| Eurodollars(CME) |
| Sep12 |
120727 |
99.605 |
99.615 |
99.595 |
99.605 |
unch |
114,467 |
939,050 |
+4,617 |
| Dec12 |
120727 |
99.605 |
99.620 |
99.590 |
99.605 |
unch |
100,891 |
979,378 |
+4,215 |
| Mar13 |
120727 |
99.600 |
99.610 |
99.575 |
99.595 |
-0.005 |
95,883 |
707,422 |
+5,552 |
| Jun13 |
120727 |
99.585 |
99.590 |
99.550 |
99.575 |
-0.015 |
84,628 |
685,131 |
-7,516 |
| Sep13 |
120727 |
99.565 |
99.570 |
99.530 |
99.550 |
-0.020 |
100,150 |
694,721 |
+4,830 |
| Dec13 |
120727 |
99.535 |
99.540 |
99.500 |
99.515 |
-0.025 |
105,211 |
669,227 |
-2,168 |
| Mar14 |
120727 |
99.515 |
99.515 |
99.470 |
99.490 |
-0.030 |
105,469 |
598,848 |
-6,262 |
| Jun14 |
120727 |
99.480 |
99.485 |
99.430 |
99.450 |
-0.040 |
70,909 |
461,991 |
-5,548 |
| Sep14 |
120727 |
99.440 |
99.440 |
99.375 |
99.400 |
-0.050 |
68,391 |
365,830 |
-967 |
| Dec14 |
120727 |
99.375 |
99.375 |
99.300 |
99.325 |
-0.060 |
74,981 |
341,500 |
+5,557 |
| Mar15 |
120727 |
99.320 |
99.320 |
99.235 |
99.260 |
-0.065 |
86,416 |
308,856 |
+5,304 |
| Jun15 |
120727 |
0.921 |
0.926 |
0.826 |
0.856 |
-0.075 |
70,256 |
259,435 |
-3,715 |
| Sep15 |
120727 |
0.811 |
0.816 |
0.706 |
0.736 |
-0.085 |
70,680 |
226,698 |
-9,032 |
| Dec15 |
120727 |
0.686 |
0.686 |
0.571 |
0.601 |
-0.095 |
55,139 |
160,635 |
+7,541 |
| Mar16 |
120727 |
0.571 |
0.571 |
0.446 |
0.476 |
-0.105 |
28,027 |
91,895 |
-145 |
| Jun16 |
120727 |
0.436 |
0.446 |
0.316 |
0.341 |
-0.115 |
21,606 |
101,035 |
-2,728 |
| Sep16 |
120727 |
0.311 |
0.321 |
0.171 |
0.201 |
-0.125 |
10,699 |
72,761 |
+501 |
| Dec16 |
120727 |
0.161 |
0.176 |
0.021 |
0.046 |
-0.135 |
11,859 |
74,037 |
-133 |
| Total Volume and Open Interest |
1,305,296 |
7,938,519 |
+2,008 |
| 30 Day Federal Funds(CBOT) |
| Jul12 |
120727 |
99.840 |
99.842 |
99.840 |
99.840 |
unch |
34 |
62,308 |
-22 |
| Aug12 |
120727 |
99.850 |
99.860 |
99.845 |
99.850 |
unch |
2,860 |
54,791 |
-1,318 |
| Sep12 |
120727 |
99.850 |
99.860 |
99.850 |
99.855 |
unch |
2,604 |
41,555 |
+175 |
| Oct12 |
120727 |
99.855 |
99.860 |
99.850 |
99.860 |
unch |
3,435 |
56,570 |
+1,790 |
| Nov12 |
120727 |
99.860 |
99.865 |
99.855 |
99.860 |
-0.005 |
1,379 |
39,860 |
+209 |
| Dec12 |
120727 |
99.870 |
99.875 |
99.860 |
99.865 |
-0.005 |
356 |
26,383 |
-67 |
| Total Volume and Open Interest |
16,304 |
493,999 |
+910 |
| 30 Day Fed Funds(e-CBOT) |
| 3-Mth Euro-Yen(CME) |
| Sep12 |
120727 |
99.705 |
99.705 |
99.705 |
99.705 |
-0.005 |
|
|
|
| Dec12 |
120727 |
99.730 |
99.730 |
99.730 |
99.730 |
-0.005 |
|
|
|
| Mar13 |
120727 |
99.735 |
99.735 |
99.735 |
99.735 |
-0.005 |
|
|
|
| Jun13 |
120727 |
99.808 |
99.808 |
99.808 |
99.808 |
-0.005 |
|
|
|
| Sep13 |
120727 |
99.770 |
99.770 |
99.770 |
99.770 |
-0.005 |
|
|
|
| Dec13 |
120727 |
99.770 |
99.770 |
99.770 |
99.770 |
-0.005 |
|
|
|
| Mar14 |
120727 |
99.770 |
99.770 |
99.770 |
99.770 |
-0.005 |
|
|
|
| Jun14 |
120727 |
99.630 |
99.630 |
99.630 |
99.630 |
-0.005 |
|
|
|
| Sep14 |
120727 |
99.490 |
99.490 |
99.490 |
99.490 |
-0.005 |
|
|
|
| Dec14 |
120727 |
99.620 |
99.620 |
99.620 |
99.620 |
-0.005 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Sep12 |
120727 |
99.71 |
99.71 |
99.71 |
99.71 |
0.00 |
0 |
1,643 |
+0 |
| Dec12 |
120727 |
99.73 |
99.73 |
99.73 |
99.73 |
0.00 |
0 |
660 |
+0 |
| Mar13 |
120727 |
99.74 |
99.74 |
99.74 |
99.74 |
0.00 |
2 |
183 |
-2 |
| Jun13 |
120727 |
99.81 |
99.81 |
99.81 |
99.81 |
0.00 |
0 |
201 |
+0 |
| Sep13 |
120727 |
99.77 |
99.77 |
99.77 |
99.77 |
-0.01 |
0 |
305 |
+0 |
| Dec13 |
120727 |
99.77 |
99.77 |
99.77 |
99.77 |
-0.01 |
0 |
384 |
+0 |
| Mar14 |
120727 |
99.77 |
99.77 |
99.77 |
99.77 |
-0.01 |
0 |
344 |
+0 |
| Jun14 |
120727 |
99.63 |
99.63 |
99.63 |
99.63 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
2 |
3,722 |
-2 |
| Japanese Gov't Bonds(SGX) |
| Sep12 |
120727 |
144.43 |
144.45 |
144.23 |
144.39 |
-0.12 |
1,494 |
21,348 |
+152 |
| Dec12 |
120727 |
143.58 |
143.58 |
143.58 |
143.58 |
-0.12 |
0 |
7 |
+0 |
| Mar13 |
120727 |
141.49 |
141.49 |
141.49 |
141.49 |
-0.12 |
|
|
|
| Total Volume and Open Interest |
1,494 |
21,355 |
+152 |
| Euro-Bund(EUREX) |
| Sep12 |
120727 |
143.86 |
144.29 |
142.64 |
143.21 |
-0.80 |
769,547 |
908,965 |
+4,996 |
| Dec12 |
120727 |
142.09 |
142.50 |
141.00 |
141.48 |
-0.81 |
640 |
2,669 |
+468 |
| Mar13 |
120727 |
141.56 |
141.56 |
141.56 |
141.56 |
-0.73 |
186 |
0 |
+0 |
| Total Volume and Open Interest |
770,373 |
911,634 |
+5,464 |
| Euro-Bobl(EUREX) |
| Sep12 |
120727 |
127.45 |
127.65 |
126.98 |
127.11 |
-0.38 |
364,588 |
626,096 |
-2,990 |
| Dec12 |
120727 |
125.78 |
125.80 |
125.47 |
125.48 |
-0.39 |
3 |
2,772 |
+3 |
| Mar13 |
120727 |
125.48 |
125.48 |
125.48 |
125.48 |
-0.39 |
|
|
|
| Total Volume and Open Interest |
364,591 |
628,868 |
-2,987 |
| 3-Mth Euribor(EUREX) |
| Sep12 |
120727 |
99.650 |
99.655 |
99.650 |
99.655 |
+0.015 |
0 |
2,971 |
+0 |
| Dec12 |
120727 |
99.680 |
99.680 |
99.680 |
99.680 |
+0.020 |
20 |
1,295 |
-5 |
| Mar13 |
120727 |
99.660 |
99.660 |
99.660 |
99.660 |
+0.015 |
16 |
1,173 |
-5 |
| Total Volume and Open Interest |
96 |
6,839 |
+0 |
| Long Gilt(LIFFE) |
| Sep12 |
120727 |
121~14 |
121~29 |
121~02 |
121~06 |
-0~17 |
125,710 |
363,117 |
-5,769 |
| Dec12 |
120727 |
120~16 |
120~16 |
120~04 |
120~04 |
-0~17 |
0 |
70 |
+0 |
| Total Volume and Open Interest |
125,710 |
363,187 |
-5,769 |
| 3-Mth Short Sterling(LIFFE) |
| Sep12 |
120727 |
99.37 |
99.38 |
99.35 |
99.36 |
-0.01 |
42,764 |
395,658 |
-7,455 |
| Dec12 |
120727 |
99.43 |
99.44 |
99.40 |
99.41 |
-0.02 |
57,878 |
340,256 |
+4,253 |
| Mar13 |
120727 |
99.47 |
99.47 |
99.43 |
99.45 |
-0.01 |
34,447 |
321,282 |
+1,001 |
| Jun13 |
120727 |
99.47 |
99.48 |
99.44 |
99.45 |
-0.01 |
21,561 |
310,856 |
+1,060 |
| Sep13 |
120727 |
99.47 |
99.47 |
99.42 |
99.44 |
-0.02 |
28,684 |
395,995 |
+3,626 |
| Dec13 |
120727 |
99.44 |
99.45 |
99.38 |
99.40 |
-0.04 |
26,303 |
232,337 |
+1,238 |
| Total Volume and Open Interest |
305,243 |
2,684,854 |
+8,703 |
| 3-Mth Euribor(LIFFE) |
| Sep12 |
120727 |
99.640 |
99.770 |
99.635 |
99.655 |
+0.015 |
61,353 |
561,481 |
+9,785 |
| Dec12 |
120727 |
99.660 |
99.795 |
99.655 |
99.680 |
+0.020 |
74,407 |
535,793 |
-12,290 |
| Mar13 |
120727 |
99.645 |
99.775 |
99.635 |
99.660 |
+0.015 |
72,977 |
430,034 |
+8,942 |
| Total Volume and Open Interest |
585,728 |
3,474,281 |
+46,725 |
| 3-Mth Aus T-Bills(SFE) |
| Sep12 |
120727 |
96.68 |
96.70 |
96.59 |
96.61 |
-0.07 |
15,358 |
157,360 |
-5,477 |
| Dec12 |
120727 |
96.98 |
97.00 |
96.84 |
96.85 |
-0.13 |
21,915 |
188,574 |
+157 |
| Mar13 |
120727 |
97.18 |
97.19 |
97.02 |
97.03 |
-0.15 |
8,544 |
120,505 |
-810 |
| Jun13 |
120727 |
97.20 |
97.21 |
97.04 |
97.05 |
-0.15 |
5,022 |
91,700 |
-310 |
| Sep13 |
120727 |
97.14 |
97.14 |
96.98 |
96.99 |
-0.15 |
2,677 |
56,749 |
+52 |
| Dec13 |
120727 |
97.04 |
97.06 |
96.89 |
96.91 |
-0.14 |
3,692 |
44,456 |
+2,748 |
| Mar14 |
120727 |
96.95 |
96.96 |
96.85 |
96.85 |
-0.15 |
981 |
27,022 |
+454 |
| Jun14 |
120727 |
96.93 |
96.93 |
96.80 |
96.80 |
-0.14 |
267 |
14,071 |
+72 |
| Sep14 |
120727 |
96.81 |
96.81 |
96.74 |
96.74 |
-0.15 |
50 |
1,936 |
-71 |
| Dec14 |
120727 |
96.74 |
96.74 |
96.67 |
96.67 |
-0.15 |
25 |
395 |
+0 |
| Total Volume and Open Interest |
58,531 |
702,817 |
-3,185 |
| 10-Year Aus T-Bonds(SFE) |
| Sep12 |
120727 |
97.29 |
97.30 |
97.09 |
97.09 |
-0.18 |
45,489 |
396,582 |
-984 |
| Dec12 |
120727 |
97.09 |
97.09 |
97.09 |
97.09 |
-0.18 |
|
|
|
| Total Volume and Open Interest |
45,489 |
396,582 |
-984 |
| 3-Year Aus T-Bonds(SFE) |
| Sep12 |
120727 |
97.82 |
97.83 |
97.59 |
97.60 |
-0.21 |
161,473 |
500,870 |
-15,899 |
| Dec12 |
120727 |
97.60 |
97.60 |
97.60 |
97.60 |
-0.21 |
|
|
|
| Total Volume and Open Interest |
161,473 |
500,870 |
-15,899 |
| Gold(CMX) |
| Aug12 |
120727 |
1614.6 |
1628.6 |
1610.7 |
1618.0 |
+2.9 |
212,741 |
106,002 |
-20,246 |
| Oct12 |
120727 |
1617.3 |
1630.6 |
1613.2 |
1620.3 |
+2.9 |
8,430 |
21,981 |
+814 |
| Dec12 |
120727 |
1620.5 |
1633.3 |
1615.4 |
1622.7 |
+2.9 |
58,760 |
184,744 |
+24,385 |
| Feb13 |
120727 |
1619.6 |
1634.4 |
1617.5 |
1624.8 |
+3.0 |
3,092 |
21,790 |
-417 |
| Apr13 |
120727 |
1626.0 |
1629.4 |
1625.5 |
1626.8 |
+3.1 |
261 |
17,412 |
+103 |
| Jun13 |
120727 |
1633.3 |
1633.3 |
1625.0 |
1628.7 |
+3.1 |
564 |
19,682 |
+149 |
| Aug13 |
120727 |
1628.2 |
1631.5 |
1628.2 |
1630.8 |
+3.2 |
20 |
3,215 |
-13 |
| Oct13 |
120727 |
1633.0 |
1633.0 |
1633.0 |
1633.0 |
+3.3 |
1 |
1,127 |
-1 |
| Dec13 |
120727 |
1644.2 |
1644.2 |
1635.1 |
1635.1 |
+3.3 |
102 |
9,371 |
-67 |
| Feb14 |
120727 |
1637.6 |
1637.6 |
1637.6 |
1637.6 |
+3.4 |
0 |
5 |
+0 |
| Apr14 |
120727 |
1640.1 |
1640.1 |
1640.1 |
1640.1 |
+3.6 |
0 |
2 |
+0 |
| Jun14 |
120727 |
1642.7 |
1642.7 |
1642.7 |
1642.7 |
+3.8 |
70 |
7,949 |
+70 |
| Total Volume and Open Interest |
285,117 |
425,237 |
+4,941 |
| Silver(CMX) |
| Jul12 |
120727 |
2747.8 |
2747.8 |
2747.8 |
2747.8 |
+4.7 |
5 |
218 |
-2 |
| Sep12 |
120727 |
2743.0 |
2785.0 |
2731.0 |
2749.8 |
+5.2 |
42,546 |
60,418 |
-1,341 |
| Dec12 |
120727 |
2749.0 |
2791.5 |
2739.5 |
2757.9 |
+5.2 |
3,631 |
28,256 |
-541 |
| Mar13 |
120727 |
2761.0 |
2767.0 |
2758.0 |
2764.0 |
+5.3 |
1,731 |
3,478 |
-1,251 |
| May13 |
120727 |
2766.0 |
2766.0 |
2766.0 |
2766.0 |
+5.3 |
207 |
2,727 |
+114 |
| Jul13 |
120727 |
2783.0 |
2783.0 |
2765.5 |
2767.2 |
+5.3 |
196 |
3,985 |
+41 |
| Sep13 |
120727 |
2768.0 |
2768.0 |
2768.0 |
2768.0 |
+5.3 |
75 |
1,694 |
+25 |
| Total Volume and Open Interest |
48,983 |
120,881 |
-2,780 |
| Platinum(NYMEX) |
| Oct12 |
120727 |
1406.5 |
1420.6 |
1403.5 |
1408.2 |
+2.6 |
8,051 |
49,429 |
+842 |
| Jan13 |
120727 |
1409.5 |
1420.0 |
1409.4 |
1412.0 |
+2.8 |
113 |
2,494 |
+76 |
| Apr13 |
120727 |
1425.0 |
1425.0 |
1415.1 |
1415.1 |
+2.8 |
2 |
26 |
+1 |
| Jul13 |
120727 |
1416.1 |
1416.1 |
1416.1 |
1416.1 |
+2.8 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
8,169 |
51,962 |
+919 |
| Palladium(NYMEX) |
| Sep12 |
120727 |
571.00 |
579.75 |
569.30 |
571.85 |
+1.95 |
2,628 |
22,289 |
-160 |
| Dec12 |
120727 |
573.55 |
578.00 |
571.50 |
573.65 |
+1.95 |
103 |
1,370 |
-1 |
| Mar13 |
120727 |
574.60 |
574.60 |
574.60 |
574.60 |
+1.95 |
|
|
|
| Total Volume and Open Interest |
2,731 |
23,664 |
-162 |
| Copper(CMX) |
| Jul12 |
120727 |
341.65 |
342.70 |
341.10 |
342.60 |
+3.20 |
529 |
622 |
-200 |
| Sep12 |
120727 |
339.10 |
343.90 |
337.90 |
342.60 |
+3.25 |
55,621 |
81,568 |
-2,021 |
| Dec12 |
120727 |
340.25 |
345.00 |
339.10 |
343.75 |
+3.30 |
4,872 |
39,075 |
+788 |
| Mar13 |
120727 |
345.00 |
346.00 |
344.60 |
344.75 |
+3.30 |
470 |
7,821 |
+147 |
| May13 |
120727 |
345.40 |
345.40 |
345.30 |
345.30 |
+3.30 |
17 |
1,810 |
+3 |
| Total Volume and Open Interest |
63,025 |
141,232 |
-1,163 |
| DJIA Index(CBOT) |
| Sep12 |
120727 |
12824 |
13050 |
12820 |
13033 |
+208 |
196 |
10,678 |
+12 |
| Dec12 |
120727 |
12952 |
12952 |
12952 |
12952 |
+208 |
0 |
28 |
+0 |
| Mar13 |
120727 |
12885 |
12885 |
12677 |
12885 |
+208 |
|
|
|
| Jun13 |
120727 |
12809 |
12809 |
12601 |
12809 |
+208 |
|
|
|
| Total Volume and Open Interest |
196 |
10,706 |
+12 |
| E-mini DJIA Index(CBOT) |
| Sep12 |
120727 |
12824 |
13061 |
12811 |
13033 |
+208 |
132,355 |
79,120 |
+103 |
| Dec12 |
120727 |
12785 |
12960 |
12730 |
12952 |
+208 |
47 |
138 |
+36 |
| Mar13 |
120727 |
12885 |
12885 |
12885 |
12885 |
+208 |
0 |
2 |
+0 |
| Jun13 |
120727 |
12809 |
12809 |
12809 |
12809 |
+208 |
0 |
38 |
+0 |
| Total Volume and Open Interest |
132,402 |
79,298 |
+139 |
| S & P 500(CME) |
| Sep12 |
120727 |
1354.50 |
1384.80 |
1353.00 |
1382.50 |
+27.70 |
11,817 |
232,816 |
-894 |
| Dec12 |
120727 |
1375.40 |
1377.70 |
1374.70 |
1375.40 |
+27.70 |
310 |
11,266 |
+120 |
| Mar13 |
120727 |
1368.60 |
1370.90 |
1367.90 |
1368.60 |
+27.70 |
50 |
619 |
+50 |
| Jun13 |
120727 |
1361.70 |
1364.00 |
1361.00 |
1361.70 |
+27.70 |
0 |
19 |
+0 |
| Total Volume and Open Interest |
12,177 |
244,720 |
-724 |
| S & P 500 E-Mini(Globex) |
| Sep12 |
120727 |
1354.75 |
1385.00 |
1352.75 |
1382.50 |
+27.75 |
1,840,501 |
2,832,270 |
-6,316 |
| Dec12 |
120727 |
1347.75 |
1377.50 |
1346.50 |
1375.50 |
+27.75 |
1,959 |
20,437 |
+329 |
| Total Volume and Open Interest |
1,842,522 |
2,854,117 |
-6,024 |
| NASDAQ 100(CME) |
| Sep12 |
120727 |
2574.00 |
2646.00 |
2573.80 |
2642.00 |
+69.50 |
976 |
10,672 |
+184 |
| Dec12 |
120727 |
2634.50 |
2640.00 |
2634.50 |
2634.50 |
+69.50 |
7 |
7 |
+7 |
| Mar13 |
120727 |
2629.00 |
2629.00 |
2559.50 |
2629.00 |
+69.50 |
|
|
|
| Total Volume and Open Interest |
983 |
10,679 |
+191 |
| NASDAQ 100 E-Mini(Globex) |
| Sep12 |
120727 |
2572.80 |
2646.00 |
2572.50 |
2642.00 |
+69.50 |
270,731 |
350,125 |
-2,207 |
| Dec12 |
120727 |
2575.00 |
2634.50 |
2570.50 |
2634.50 |
+69.50 |
41 |
296 |
+31 |
| Total Volume and Open Interest |
270,772 |
350,430 |
-2,176 |
| S & P Midcap 400(CME) |
| Sep12 |
120727 |
949.90 |
949.90 |
927.30 |
949.90 |
+22.60 |
378 |
1,486 |
+196 |
| Dec12 |
120727 |
946.00 |
946.00 |
924.30 |
946.00 |
+21.70 |
|
|
|
| Mar13 |
120727 |
944.00 |
944.00 |
922.30 |
944.00 |
+21.70 |
|
|
|
| Total Volume and Open Interest |
378 |
1,486 |
+196 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Sep12 |
120727 |
8545 |
8740 |
8515 |
8690 |
+155 |
5,423 |
29,785 |
+756 |
| Dec12 |
120727 |
8650 |
8650 |
8495 |
8650 |
+155 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
5,423 |
29,791 |
+756 |
| Nikkei 225(SGX) |
| Sep12 |
120727 |
8430 |
8580 |
8395 |
8555 |
+115 |
96,543 |
188,746 |
+1,686 |
| Dec12 |
120727 |
8370 |
8495 |
8370 |
8495 |
+120 |
525 |
10,446 |
+522 |
| Mar13 |
120727 |
8480 |
8480 |
8480 |
8480 |
+115 |
0 |
48 |
+0 |
| Total Volume and Open Interest |
97,559 |
207,006 |
+2,377 |
| CAC 40(EURONEXT) |
| Aug12 |
120727 |
3213.0 |
3339.0 |
3192.5 |
3280.0 |
+74.5 |
179,591 |
293,227 |
+6,954 |
| Sep12 |
120727 |
3212.0 |
3328.0 |
3190.5 |
3273.0 |
+74.5 |
4,152 |
35,938 |
-99 |
| Oct12 |
120727 |
3263.0 |
3263.0 |
3263.0 |
3263.0 |
+77.0 |
1 |
0 |
+0 |
| Total Volume and Open Interest |
183,744 |
329,306 |
+6,855 |
| Hang Seng Index(HKFE) |
| Jul12 |
120727 |
19165 |
19343 |
19122 |
19245 |
+420 |
94,367 |
73,878 |
-11,180 |
| Aug12 |
120727 |
19133 |
19289 |
19069 |
19194 |
+423 |
22,949 |
27,650 |
+12,896 |
| Sep12 |
120727 |
19024 |
19189 |
18999 |
19100 |
+420 |
231 |
4,659 |
+46 |
| Total Volume and Open Interest |
118,224 |
110,442 |
+2,352 |
| DAX(EUREX) |
| Sep12 |
120727 |
6612.5 |
6817.5 |
6513.5 |
6682.5 |
+107.5 |
148,958 |
152,457 |
-1,513 |
| Dec12 |
120727 |
6609.0 |
6814.0 |
6520.0 |
6682.0 |
+107.5 |
479 |
9,523 |
+319 |
| Mar13 |
120727 |
6614.5 |
6695.0 |
6537.0 |
6684.5 |
+107.5 |
19 |
748 |
+2 |
| Total Volume and Open Interest |
149,456 |
162,728 |
-1,192 |
| FT-SE 100(EURONEXT) |
| Sep12 |
120727 |
5538.00 |
5628.00 |
5505.50 |
5581.50 |
+54.50 |
110,148 |
617,494 |
+29,488 |
| Dec12 |
120727 |
5575.00 |
5575.00 |
5551.50 |
5551.50 |
+54.50 |
5 |
646 |
+9 |
| Mar13 |
120727 |
5509.50 |
5509.50 |
5509.50 |
5509.50 |
+55.50 |
30 |
217 |
+1 |
| Total Volume and Open Interest |
110,183 |
618,357 |
+29,498 |
| SPI 200(SFE) |
| Sep12 |
120727 |
4097.0 |
4178.0 |
4082.0 |
4173.0 |
+70.0 |
24,265 |
235,420 |
+1,351 |
| Dec12 |
120727 |
4141.0 |
4172.0 |
4141.0 |
4169.0 |
+69.0 |
0 |
5,700 |
-98 |
| Mar13 |
120727 |
4132.0 |
4132.0 |
4132.0 |
4132.0 |
+69.0 |
0 |
1,403 |
+0 |
| Total Volume and Open Interest |
24,346 |
244,312 |
+1,199 |
| GSCI(CME) |
| Aug12 |
120727 |
639.50 |
643.00 |
636.45 |
643.00 |
+6.50 |
284 |
7,887 |
-56 |
| Sep12 |
120727 |
638.00 |
641.50 |
635.20 |
641.50 |
+6.25 |
23 |
672 |
+18 |
| Oct12 |
120727 |
642.50 |
642.50 |
635.95 |
642.50 |
+6.50 |
|
|
|
| Total Volume and Open Interest |
307 |
8,559 |
-38 |
| 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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