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MRCI's End of Day Prices

MRCI Logo
MRCI's End of Day Prices

Daily Futures Price Listing Mon July 30, 2012
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug12 120730 1698.75 1727.25 1698.75 1725.75 +41.50 40,717 49,408 -5,484
Sep12 120730 1645.25 1672.00 1642.00 1667.25 +39.50 20,788 43,367 -386
Nov12 120730 1620.25 1648.00 1617.50 1643.50 +41.75 140,915 386,129 +36
Jan13 120730 1606.00 1636.00 1606.00 1632.50 +41.25 11,363 84,316 +544
Mar13 120730 1490.00 1527.00 1487.00 1524.50 +45.50 9,358 81,770 -166
May13 120730 1425.00 1450.00 1413.25 1448.25 +35.00 5,368 74,864 +458
Jul13 120730 1403.00 1435.00 1398.75 1432.75 +34.00 2,966 53,007 -499
Aug13 120730 1409.75 1409.75 1375.75 1409.75 +34.00 7 298 -3
Sep13 120730 1350.75 1350.75 1316.75 1350.75 +34.00 7 341 +1
Nov13 120730 1274.25 1292.00 1274.25 1289.75 +25.00 938 22,922 -20
Jan14 120730 1293.75 1293.75 1269.00 1293.75 +24.75 0 189 +0
Mar14 120730 1291.00 1291.00 1266.00 1291.00 +25.00 0 13 +0
May14 120730 1291.00 1291.00 1266.00 1291.00 +25.00 0 1 +0
Jul14 120730 1295.00 1295.00 1270.00 1295.00 +25.00 0 9 +0
Total Volume and Open Interest 232,558 797,713 -5,411
Soybean Meal(CBOT)
Aug12 120730 533.70 548.00 532.00 546.30 +18.60 20,536 25,367 -2,629
Sep12 120730 504.20 519.80 504.20 518.00 +15.90 19,360 43,709 -997
Oct12 120730 497.10 504.00 495.70 502.10 +17.50 3,032 24,619 -48
Dec12 120730 482.00 495.80 480.90 494.50 +17.70 35,994 111,157 +832
Jan13 120730 473.20 485.90 472.60 484.70 +17.30 2,369 9,827 +441
Mar13 120730 430.00 442.30 426.70 441.90 +15.20 2,245 12,859 +109
May13 120730 403.30 408.30 403.30 408.10 +9.90 2,523 11,258 +158
Jul13 120730 401.20 401.80 391.60 401.40 +9.80 1,953 11,527 +110
Aug13 120730 392.00 393.00 379.10 390.40 +11.30 88 544 +2
Sep13 120730 379.80 380.40 368.00 379.30 +11.30 37 547 -1
Total Volume and Open Interest 88,339 258,031 -1,935
Soybean Oil(CBOT)
Aug12 120730 52.37 52.91 52.22 52.57 +0.53 26,866 20,570 -245
Sep12 120730 52.63 53.13 52.41 52.77 +0.54 21,738 55,862 +1,327
Oct12 120730 53.23 53.24 52.62 52.97 +0.55 3,200 21,596 -164
Dec12 120730 53.32 53.70 53.01 53.38 +0.57 43,315 147,012 +2,480
Jan13 120730 53.53 53.92 53.29 53.64 +0.57 2,960 23,313 +441
Mar13 120730 53.79 53.94 53.52 53.88 +0.62 1,655 19,740 +301
May13 120730 53.68 53.99 53.60 53.95 +0.66 2,018 12,339 -194
Jul13 120730 53.89 54.11 53.66 54.04 +0.72 3,626 10,654 +1,271
Aug13 120730 53.86 54.03 53.86 54.03 +0.72 86 2,080 +66
Sep13 120730 53.86 53.97 53.26 53.97 +0.71 67 1,190 +60
Total Volume and Open Interest 106,095 322,476 +5,485
Canola(WCE)
Nov12 120730 610.2 624.0 610.2 623.6 +15.7 8,739 143,405 -445
Jan13 120730 613.7 626.6 612.7 626.3 +16.1 989 40,160 +204
Mar13 120730 615.2 627.7 614.1 627.5 +15.5 456 14,572 -31
May13 120730 607.5 614.5 607.5 613.3 +8.9 441 18,316 +26
Jul13 120730 598.1 600.5 592.7 598.0 +7.4 172 3,319 +13
Total Volume and Open Interest 10,807 220,595 -223
Corn(CBOT)
Sep12 120730 801.00 823.00 799.75 820.00 +21.50 67,835 341,845 -4,967
Dec12 120730 796.50 817.75 795.00 814.00 +20.75 143,940 535,502 +133
Mar13 120730 790.00 810.00 789.75 806.50 +19.00 13,646 138,632 -925
May13 120730 784.00 803.00 784.00 797.25 +16.25 4,903 27,373 +1,033
Jul13 120730 775.00 794.00 773.25 790.25 +17.00 6,526 74,349 -151
Sep13 120730 673.00 689.50 668.50 688.25 +17.50 688 10,171 +150
Dec13 120730 627.00 641.25 626.00 639.25 +13.25 2,964 62,313 +967
Mar14 120730 636.25 645.00 631.50 643.75 +12.25 58 1,618 -8
May14 120730 643.50 644.50 632.25 644.50 +12.25 11 360 +4
Jul14 120730 639.00 645.00 636.00 645.00 +9.00 37 962 +4
Total Volume and Open Interest 240,639 1,197,559 -3,742
Wheat(CBOT)
Sep12 120730 908.00 919.75 903.00 914.50 +16.50 53,384 183,044 -804
Dec12 120730 921.25 933.25 916.75 927.25 +16.00 39,132 164,658 -216
Mar13 120730 920.00 933.25 913.00 926.50 +13.50 8,688 35,922 +816
May13 120730 901.00 912.75 895.75 902.75 +7.00 1,428 14,796 -107
Jul13 120730 834.25 845.00 828.75 831.75 +1.50 4,737 42,188 -381
Sep13 120730 840.00 840.00 826.25 828.75 +2.50 622 1,058 +215
Total Volume and Open Interest 109,102 467,385 -264
Wheat(KCBT)
Sep12 120730 908.00 925.00 908.00 917.00 +11.00 8,954 76,694 -133
Dec12 120730 927.25 945.00 927.25 937.50 +11.00 5,890 52,055 +1,319
Mar13 120730 930.00 947.00 930.00 940.50 +10.00 912 12,166 +63
May13 120730 936.25 940.25 931.00 933.50 +7.25 268 6,109 +191
Jul13 120730 860.00 872.25 855.25 861.00 unch 427 11,806 -261
Sep13 120730 860.00 862.00 855.00 855.00 -5.00 31 413 +0
Total Volume and Open Interest 16,499 160,006 +1,180
Wheat(MGE)
Sep12 120730 975.00 987.50 974.50 976.75 +4.75 2,423 17,078 +7
Dec12 120730 980.00 994.25 980.00 985.75 +7.25 1,399 14,972 -234
Mar13 120730 990.00 1000.00 987.25 990.00 +7.00 295 4,428 +155
May13 120730 993.75 996.00 989.00 989.50 +4.50 12 964 +7
Jul13 120730 979.50 982.00 976.00 980.50 +8.00 11 298 -2
Total Volume and Open Interest 4,149 38,195 -58
Oats(CBOT)
Sep12 120730 383.25 387.75 381.75 384.25 +7.25 48 2,346 -20
Dec12 120730 384.00 390.00 384.00 387.75 +8.00 293 7,740 +28
Mar13 120730 394.00 394.00 384.50 392.75 +8.25 2 274 +0
May13 120730 394.50 394.50 387.00 394.50 +7.50 0 17 +0
Total Volume and Open Interest 343 10,384 +8
Rough Rice(CBOT)
Sep12 120730 15.60 15.84 15.60 15.84 +0.23 267 10,539 -29
Nov12 120730 15.88 16.12 15.88 16.11 +0.24 36 2,244 +1
Jan13 120730 16.14 16.38 16.14 16.38 +0.24 21 239 +16
Mar13 120730 16.58 16.63 16.50 16.63 +0.23 6 102 +0
Total Volume and Open Interest 330 13,146 -12
Live Cattle(CME)
Aug12 120730 119.600 120.300 119.035 119.650 +0.050 13,746 43,962 -2,453
Oct12 120730 125.430 126.480 124.950 125.830 +0.545 25,641 128,433 +802
Dec12 120730 128.400 129.400 128.235 128.650 +0.215 11,085 75,515 +2,503
Feb13 120730 131.800 132.550 131.650 132.185 +0.385 5,269 33,102 +1,166
Apr13 120730 134.575 135.285 134.285 134.900 +0.165 3,037 16,285 +1,126
Jun13 120730 131.550 132.325 131.380 132.250 +0.450 698 5,400 +213
Total Volume and Open Interest 59,552 304,786 +3,341
Feeder Cattle(CME)
Aug12 120730 136.000 138.785 135.785 138.250 +0.500 3,304 11,017 -464
Sep12 120730 138.900 140.785 138.300 140.075 -0.325 1,951 7,646 +272
Oct12 120730 140.800 142.380 140.350 141.500 -0.950 2,083 7,874 +329
Nov12 120730 143.450 144.935 142.900 144.300 -0.600 707 4,314 +12
Jan13 120730 146.435 148.100 146.000 147.285 -0.595 377 3,598 +123
Mar13 120730 147.985 150.000 147.950 150.000 +0.500 84 745 +27
Apr13 120730 150.000 150.500 149.450 150.000 -1.500 25 392 +8
Total Volume and Open Interest 8,565 36,012 +320
Lean Hogs(CME)
Aug12 120730 95.200 95.300 94.200 94.550 -0.650 8,681 21,640 -967
Oct12 120730 81.475 82.500 81.300 81.980 +0.650 16,094 93,331 +2,834
Dec12 120730 79.450 80.400 79.385 80.000 +0.700 5,878 50,109 +248
Feb13 120730 84.535 85.800 84.400 85.800 +1.250 2,993 26,332 +569
Apr13 120730 88.885 90.480 88.600 90.430 +1.545 1,193 16,429 +255
May13 120730 94.600 96.580 94.600 96.500 +1.900 7 744 +0
Jun13 120730 97.500 99.800 97.500 99.635 +2.035 1,428 9,899 +258
Jul13 120730 96.850 99.000 96.850 98.650 +2.050 100 2,941 +12
Total Volume and Open Interest 36,501 223,351 +3,277
Class III Milk(CME)
Jul12 120730 16.67 16.68 16.67 16.67 unch 19 3,697 +17
Aug12 120730 17.26 17.36 17.23 17.30 unch 360 4,796 -31
Sep12 120730 18.30 18.54 18.25 18.50 +0.15 451 4,505 +150
Oct12 120730 18.74 19.00 18.74 18.95 +0.26 132 3,415 +49
Nov12 120730 18.82 19.03 18.82 18.97 +0.15 78 3,014 +22
Total Volume and Open Interest 1,437 26,904 +438
Cocoa(ICE)
Sep12 120730 2330 2356 2320 2341 +11 18,990 63,606 -2,919
Dec12 120730 2323 2367 2323 2353 +11 7,534 51,870 +1,272
Mar13 120730 2353 2378 2346 2365 +13 2,813 36,528 +1,000
May13 120730 2364 2390 2360 2377 +16 791 14,947 +302
Jul13 120730 2381 2396 2370 2386 +16 171 7,837 +101
Sep13 120730 2390 2402 2377 2392 +14 0 4,455 +0
Dec13 120730 2401 2401 2401 2401 +14 30 6,019 +10
Total Volume and Open Interest 30,329 190,395 -234
Coffee "C"(ICE)
Sep12 120730 174.35 178.90 173.15 178.35 +4.65 11,893 62,564 -230
Dec12 120730 177.00 181.50 176.00 181.15 +4.50 4,867 43,140 +794
Mar13 120730 181.35 185.00 179.50 184.50 +4.50 1,736 18,245 +547
May13 120730 181.80 186.90 181.80 186.90 +4.55 524 5,381 +84
Jul13 120730 186.85 189.20 186.85 189.20 +4.65 337 3,766 +96
Sep13 120730 188.85 191.30 188.85 191.30 +4.70 51 1,041 +38
Total Volume and Open Interest 19,425 135,481 +1,338
Orange Juice(ICE)
Sep12 120730 110.40 116.75 110.40 112.25 +2.20 467 12,948 -41
Nov12 120730 110.50 114.15 110.40 111.90 +2.45 235 5,721 +166
Jan13 120730 114.00 114.00 111.60 112.40 +2.45 7 1,922 +7
Mar13 120730 113.05 113.05 113.00 113.00 +2.40 5 1,286 +5
May13 120730 113.65 113.65 113.65 113.65 +2.40 0 182 +0
Jul13 120730 114.80 114.80 114.80 114.80 +2.40 0 10 +0
Total Volume and Open Interest 714 22,071 +137
Sugar #11(ICE)
Oct12 120730 22.52 22.97 22.45 22.80 +0.28 74,628 311,724 -9,033
Mar13 120730 22.90 23.23 22.85 23.06 +0.16 32,134 146,323 -3,061
May13 120730 22.60 22.88 22.59 22.73 +0.13 9,539 46,293 -205
Jul13 120730 22.36 22.60 22.36 22.46 +0.10 7,334 75,164 +865
Oct13 120730 22.33 22.55 22.33 22.41 +0.08 2,605 36,447 +265
Mar14 120730 22.47 22.60 22.40 22.46 +0.08 812 23,670 -221
May14 120730 22.17 22.23 22.10 22.13 +0.02 281 7,044 -40
Jul14 120730 22.02 22.07 21.97 21.97 +0.01 113 5,673 +46
Total Volume and Open Interest 127,811 660,191 -11,230
London Cocoa(LCE)
Sep12 120730 1601 1615 1599 1609 +6 4,357 45,819 -1,232
Dec12 120730 1584 1600 1581 1593 +10 3,220 53,232 +177
Mar13 120730 1561 1581 1559 1571 +13 2,311 52,161 +914
May13 120730 1567 1578 1561 1571 +14 449 21,344 +1,178
Jul13 120730 1570 1579 1565 1574 +14 153 10,246 -61
Sep13 120730 1568 1574 1567 1574 +14 76 5,527 +12
Dec13 120730 1577 1577 1577 1577 +13 0 7,310 +0
Total Volume and Open Interest 10,566 196,190 +992
London Sugar(LCE)
Oct12 120730 616.60 624.30 615.80 620.20 +6.00 2,021 28,662 -517
Dec12 120730 600.50 603.40 598.30 600.60 +3.90 459 10,556 +172
Mar13 120730 603.80 607.30 602.40 605.20 +4.00 435 12,154 +227
May13 120730 600.30 604.80 598.90 602.10 +3.70 310 3,609 +100
Aug13 120730 594.40 595.40 592.60 592.60 +1.80 40 2,214 +39
Total Volume and Open Interest 3,303 59,259 +62
Cotton(ICE)
Oct12 120730 70.78 71.20 70.19 70.62 -0.11 76 412 -2
Dec12 120730 71.50 71.81 70.50 71.13 -0.32 13,642 135,588 +762
Mar13 120730 72.30 72.48 71.18 71.88 -0.27 1,199 28,303 +333
May13 120730 73.05 73.14 72.45 72.64 -0.21 197 5,518 +24
Jul13 120730 73.92 74.04 73.33 73.54 -0.11 134 6,027 -46
Oct13 120730 75.64 75.64 75.64 75.64 -0.11 0 5 +0
Total Volume and Open Interest 15,270 177,771 +1,080
Lumber(CME)
Sep12 120730 287.1 287.3 283.0 283.8 -2.5 927 6,251 -213
Nov12 120730 282.2 284.0 278.6 283.0 -0.8 208 1,820 +75
Jan13 120730 288.0 291.1 287.0 289.4 -1.6 22 484 -2
Mar13 120730 295.1 297.0 294.0 295.1 -1.6 2 137 +0
Total Volume and Open Interest 1,160 8,696 -140
Crude Oil(NYM)
Sep12 120730 90.14 90.95 89.33 89.78 -0.35 233,400 309,536 -4,023
Oct12 120730 90.41 91.09 89.61 90.06 -0.36 35,528 101,215 +3,409
Nov12 120730 90.53 91.50 90.03 90.45 -0.34 17,084 74,605 +1,841
Dec12 120730 91.22 91.92 90.49 90.91 -0.32 26,487 174,819 +1,732
Jan13 120730 91.74 92.19 90.97 91.35 -0.30 6,578 79,504 +408
Feb13 120730 92.26 92.34 91.35 91.67 -0.29 4,074 31,268 -33
Mar13 120730 92.02 92.21 91.51 91.88 -0.28 5,500 36,241 +219
Apr13 120730 92.41 92.70 91.72 91.96 -0.30 1,484 17,918 +35
May13 120730 91.84 91.99 91.84 91.99 -0.30 1,111 19,220 -55
Jun13 120730 92.39 92.39 91.59 91.99 -0.29 8,200 75,107 +293
Jul13 120730 91.97 91.97 91.96 91.97 -0.28 1,349 24,788 -80
Aug13 120730 91.75 91.99 91.75 91.90 -0.27 1,024 16,139 -27
Sep13 120730 91.83 91.83 91.82 91.83 -0.25 1,062 22,514 +187
Oct13 120730 91.74 91.74 91.73 91.74 -0.23 387 12,860 -13
Nov13 120730 91.66 91.66 91.65 91.66 -0.21 490 18,229 -83
Dec13 120730 91.64 91.81 91.16 91.56 -0.20 14,378 118,624 -617
Total Volume and Open Interest 378,604 1,395,059 +5,793
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 120730 90.125 90.975 89.275 89.775 -0.350 9,596 1,982 -123
Oct12 120730 90.200 90.925 89.625 90.050 -0.375 181 471 -64
Nov12 120730 90.425 90.450 90.425 90.450 -0.350 1,944 4,665 +1,926
Dec12 120730 91.175 91.175 90.500 90.900 -0.325 2,124 6,205 +2,090
Jan13 120730 91.000 91.475 91.000 91.350 -0.300 237 1,688 +226
Feb13 120730 91.650 91.675 91.200 91.675 -0.275 7 87 +5
Mar13 120730 91.875 91.875 91.875 91.875 -0.275 0 3 +0
Apr13 120730 91.950 91.950 91.950 91.950 -0.300 0 1 +0
Total Volume and Open Interest 14,095 15,305 +4,060
Heating Oil(NYM)
Aug12 120730 288.70 289.35 286.95 287.91 -1.04 24,976 17,919 -8,870
Sep12 120730 289.06 289.74 287.09 288.14 -0.91 60,358 83,370 -2,562
Oct12 120730 289.75 290.15 287.78 288.86 -0.78 17,737 34,481 +2,882
Nov12 120730 289.59 290.54 288.78 289.64 -0.61 10,395 28,538 -215
Dec12 120730 290.61 290.96 288.75 290.18 -0.48 16,694 38,683 +322
Jan13 120730 289.78 291.08 289.73 290.49 -0.37 6,315 24,319 +1,959
Feb13 120730 289.39 290.01 288.93 290.01 -0.22 2,910 9,414 +500
Mar13 120730 288.03 288.61 287.90 288.61 -0.05 3,333 18,044 -53
Apr13 120730 285.96 286.70 285.50 286.58 +0.02 1,556 18,621 +433
May13 120730 288.40 289.08 288.40 289.08 +0.12 290 8,551 +16
Jun13 120730 287.45 287.98 287.45 287.98 unch 268 6,389 +40
Jul13 120730 288.08 288.08 288.08 288.08 -0.02 15 2,327 +0
Aug13 120730 288.33 288.33 288.33 288.33 +0.03 16 655 +0
Sep13 120730 288.53 288.53 288.45 288.53 +0.13 104 409 -25
Total Volume and Open Interest 145,061 297,159 -5,586
Gasoline(NYMEX)
Aug12 120730 288.81 294.56 288.75 293.68 +4.90 27,093 17,238 -6,314
Sep12 120730 279.30 282.58 279.15 281.84 +2.17 59,443 97,431 -1,246
Oct12 120730 261.27 262.70 259.98 262.28 +1.00 28,084 36,919 +951
Nov12 120730 256.10 257.60 255.26 257.01 +0.44 8,035 23,865 +788
Dec12 120730 254.00 255.03 252.35 254.04 +0.10 5,200 35,004 -499
Jan13 120730 251.75 253.79 251.72 253.17 +0.03 1,741 14,319 +21
Feb13 120730 252.55 253.59 252.55 253.59 +0.10 826 4,262 -90
Mar13 120730 254.65 255.00 253.87 254.96 +0.14 640 6,475 +39
Apr13 120730 269.24 269.24 269.24 269.24 +0.05 232 6,572 +104
May13 120730 268.20 268.20 268.20 268.20 +0.06 38 1,405 -3
Total Volume and Open Interest 131,532 256,331 -6,149
e-miNY RBOB Gasoline(NYM)
Aug12 120730 293.70 293.70 293.68 293.70 +4.90 1 6 +1
Sep12 120730 281.80 281.84 281.80 281.80 +2.10      
Oct12 120730 262.30 262.30 262.28 262.30 +1.00      
Nov12 120730 257.00 257.01 257.00 257.00 +0.40      
Total Volume and Open Interest 1 6 +1
Natural Gas(NYM)
Sep12 120730 3.030 3.231 3.030 3.214 +0.199 124,558 275,534 -4,761
Oct12 120730 3.063 3.236 3.063 3.222 +0.183 48,326 168,888 +459
Nov12 120730 3.233 3.380 3.229 3.370 +0.162 30,128 114,948 +3,292
Dec12 120730 3.494 3.605 3.489 3.602 +0.134 17,088 54,764 +2,189
Jan13 120730 3.618 3.720 3.618 3.714 +0.119 19,231 122,216 -106
Feb13 120730 3.626 3.729 3.626 3.727 +0.117 3,361 28,573 +87
Mar13 120730 3.623 3.702 3.623 3.697 +0.113 5,256 44,747 -92
Apr13 120730 3.589 3.672 3.589 3.665 +0.110 5,908 64,535 +234
May13 120730 3.620 3.693 3.620 3.686 +0.106 807 16,810 +218
Jun13 120730 3.640 3.732 3.639 3.723 +0.104 448 8,781 +38
Jul13 120730 3.715 3.776 3.714 3.766 +0.103 718 12,935 -79
Aug13 120730 3.705 3.795 3.705 3.786 +0.101 509 10,593 +84
Sep13 120730 3.709 3.793 3.709 3.789 +0.100 484 8,643 +117
Oct13 120730 3.777 3.821 3.776 3.817 +0.095 1,230 36,176 +34
Nov13 120730 3.893 3.925 3.890 3.922 +0.083 246 17,364 -8
Dec13 120730 4.080 4.125 4.080 4.123 +0.078 292 16,626 +74
Total Volume and Open Interest 334,416 1,094,722 -8,930
Brent Crude Oil(ICE)
Sep12 120730 106.37 106.99 105.58 106.20 -0.27 218,010 226,697 -5,523
Oct12 120730 105.33 105.87 104.57 105.20 -0.18 118,806 228,146 +3,652
Nov12 120730 104.80 105.27 104.05 104.64 -0.19 57,091 94,678 -1,612
Dec12 120730 104.43 104.92 103.67 104.27 -0.20 64,831 138,689 +115
Jan13 120730 104.16 104.32 103.46 103.94 -0.20 11,124 42,252 +440
Feb13 120730 103.82 103.87 103.11 103.60 -0.21 8,954 28,044 +1,075
Mar13 120730 103.53 103.56 102.75 103.30 -0.20 7,438 30,470 +665
Apr13 120730 103.07 103.25 102.61 103.00 -0.20 3,987 15,015 -1
May13 120730 102.92 102.97 102.33 102.72 -0.20 3,205 14,910 +490
Jun13 120730 102.71 102.74 101.98 102.46 -0.20 9,058 61,682 +744
Jul13 120730 102.24 102.24 102.24 102.24 -0.20 982 13,797 +360
Aug13 120730 101.99 101.99 101.99 101.99 -0.20 1,001 13,639 +432
Sep13 120730 101.73 101.73 101.73 101.73 -0.18 1,493 13,786 +107
Oct13 120730 101.45 101.45 101.45 101.45 -0.17 238 8,136 +47
Total Volume and Open Interest 530,244 1,172,112 +1,057
Gas Oil(ICE)
Aug12 120730 913.00 916.50 908.75 913.00 +2.25 43,655 89,529 -4,356
Sep12 120730 912.50 915.50 908.25 912.25 +2.00 72,936 121,704 +4,323
Oct12 120730 909.00 912.25 905.50 909.50 +1.75 30,839 73,299 +990
Nov12 120730 907.50 907.50 902.25 905.75 +1.50 15,018 34,967 -65
Dec12 120730 902.50 904.75 898.50 901.75 +1.25 28,708 62,949 -2,549
Jan13 120730 898.25 902.25 896.50 899.75 +1.25 8,464 24,379 +424
Feb13 120730 898.75 898.75 894.00 897.25 +1.25 5,158 19,249 +323
Mar13 120730 894.25 895.25 892.25 894.25 +1.25 2,846 16,640 +56
Apr13 120730 891.75 893.25 889.25 891.75 +1.00 2,612 13,020 +438
May13 120730 889.00 891.00 886.25 889.00 +0.75 1,024 10,245 +474
Total Volume and Open Interest 220,285 568,245 +1,958
Ethanol(CBOT)
Jul12 120705 2.417 2.419 2.388 2.398 +0.044 15 82 -53
Aug12 120730 2.576 2.618 2.576 2.613 +0.058 149 349 -75
Sep12 120730 2.560 2.594 2.560 2.591 +0.052 322 1,477 -7
Oct12 120730 2.542 2.562 2.542 2.555 +0.044 145 1,604 +43
Nov12 120730 2.527 2.538 2.524 2.535 +0.047 90 1,512 -15
Dec12 120730 2.516 2.521 2.510 2.515 +0.041 109 1,504 -39
Jan13 120730 2.500 2.512 2.498 2.504 +0.035 68 1,482 +30
Feb13 120730 2.480 2.490 2.473 2.479 +0.037 48 1,186 +17
Total Volume and Open Interest 1,065 12,074 +16
WTI Crude Oil(ICE)
Sep12 120730 90.13 90.85 89.32 89.78 -0.35 43,356 63,494 +652
Oct12 120730 90.24 91.10 89.63 90.06 -0.36 16,355 36,187 +2,583
Nov12 120730 90.71 91.00 90.23 90.45 -0.34 6,854 21,566 +510
Dec12 120730 91.27 91.58 90.57 90.91 -0.32 13,156 92,427 +2,530
Jan13 120730 91.32 91.62 91.00 91.35 -0.30 2,288 17,495 +311
Feb13 120730 92.00 92.00 91.67 91.67 -0.29 1,004 9,172 -112
Mar13 120730 92.40 92.40 91.64 91.88 -0.28 805 9,846 +46
Apr13 120730 92.07 92.07 91.72 91.96 -0.30 521 3,563 +4
May13 120730 91.99 91.99 91.99 91.99 -0.30 451 3,517 +97
Jun13 120730 92.13 92.13 91.80 91.99 -0.29 2,578 26,303 +591
Jul13 120730 91.97 91.97 91.97 91.97 -0.28 212 2,247 +14
Aug13 120730 91.90 91.90 91.90 91.90 -0.27 189 3,235 -27
Sep13 120730 91.83 91.83 91.83 91.83 -0.25 114 7,352 +12
Oct13 120730 91.74 91.74 91.74 91.74 -0.23 59 1,724 -4
Nov13 120730 91.66 91.66 91.66 91.66 -0.21 105 3,287 -63
Dec13 120730 91.64 91.64 91.33 91.56 -0.20 3,810 53,969 +195
Total Volume and Open Interest 93,097 435,325 +7,677
US Dollar Index(ICE)
Sep12 120730 82.755 83.045 82.730 82.868 +0.103 35,680 67,665 -1,036
Dec12 120730 83.380 83.380 83.217 83.217 +0.103 165 712 +10
Mar13 120730 83.607 83.607 83.607 83.607 +0.103      
Total Volume and Open Interest 35,845 68,377 -1,026
Australian Dollar(CME)
Sep12 120730 104.33 104.61 104.02 104.57 +0.32 174,644 135,448 +3,604
Dec12 120730 103.21 103.77 103.21 103.75 +0.31 36 853 +13
Mar13 120730 102.98 102.98 102.67 102.98 +0.31 0 4 +0
Total Volume and Open Interest 174,680 136,308 +3,617
British Pound(CME)
Sep12 120730 157.32 157.39 156.71 157.07 -0.17 170,260 119,686 -1,548
Dec12 120730 156.97 157.23 156.84 157.06 -0.17 66 291 +6
Mar13 120730 157.06 157.23 157.06 157.06 -0.17 24 47 +24
Total Volume and Open Interest 170,350 120,031 -1,518
Canadian Dollar(CME)
Sep12 120730 99.45 99.76 99.36 99.71 +0.23 134,890 89,621 -7,621
Dec12 120730 99.27 99.51 99.24 99.50 +0.23 482 7,883 +27
Mar13 120730 99.28 99.28 99.05 99.28 +0.23 65 1,604 +37
Jun13 120730 98.83 99.08 98.83 99.08 +0.22 10 355 +3
Total Volume and Open Interest 135,449 99,513 -7,553
Japanese Yen(CME)
Sep12 120730 127.46 128.08 127.31 128.02 +0.71 78,769 144,045 +3,318
Dec12 120730 127.58 128.17 127.46 128.17 +0.71 55 899 +13
Mar13 120730 128.34 128.34 127.65 128.34 +0.69 0 31 +0
Total Volume and Open Interest 78,824 144,979 +3,331
Swiss Franc(CME)
Sep12 120730 102.52 102.60 101.90 102.18 -0.41 71,690 60,787 -3,430
Dec12 120730 102.43 102.87 102.43 102.47 -0.40 7 200 -5
Mar13 120730 102.75 103.16 102.75 102.75 -0.41 0 2 +0
Total Volume and Open Interest 71,697 60,989 -3,435
EuroFX(CME)
Sep12 120730 123.10 123.17 122.33 122.69 -0.48 338,189 313,833 -7,276
Dec12 120730 123.21 123.33 122.51 122.85 -0.48 302 3,585 +57
Mar13 120730 122.71 123.51 122.67 123.02 -0.49 27 100 +0
Total Volume and Open Interest 338,518 318,048 -7,219
Mexican Peso(CME)
Aug12 120730 752.0 754.0 752.0 752.0 -2.0      
Sep12 120730 750.8 753.8 748.5 749.8 -2.2 45,879 164,014 +833
Total Volume and Open Interest 45,884 164,657 +838
Brazilian Real(CME)
Aug12 120730 493.00 493.00 489.90 491.45 -3.15 1 1,027 -1
Sep12 120730 491.70 491.70 487.05 488.55 -3.15 218 3,141 +154
Oct12 120730 486.60 489.75 486.60 486.60 -3.15 50 50 +50
Nov12 120730 484.70 487.85 484.70 484.70 -3.15      
Total Volume and Open Interest 269 16,601 +203
30-Year T-Bonds(CBOT)
Sep12 120730 150~050 151~050 149~280 151~000 +0~310 348,170 640,799 -1,767
Dec12 120730 151~070 152~060 150~310 152~030 +1~010 821 5,014 +149
Mar13 120730 151~110 151~110 150~100 151~110 +1~010 0 3 +0
Total Volume and Open Interest 348,991 645,816 -1,618
10-Year T-Notes(CBOT)
Sep12 120730 134~070 134~200 134~005 134~180 +0~140 930,496 1,765,790 -17,152
Dec12 120730 133~050 133~200 133~045 133~180 +0~135 893 4,359 +276
Mar13 120730 132~230 132~230 132~095 132~230 +0~135      
Total Volume and Open Interest 931,389 1,770,149 -16,876
5-Year T-Notes(CBOT)
Sep12 120730 124~067 124~095 124~058 124~090 +0~029 343,941 1,168,376 +7,071
Dec12 120730 124~017 124~056 124~017 124~053 +0~030 1,936 4,894 +1,677
Mar13 120730 123~101 123~101 123~101 123~101 +0~030      
Total Volume and Open Interest 345,877 1,173,270 +8,748
2 Year T-Notes(CBOT)
Sep12 120730 110~033 110~040 110~032 110~038 +0~006 157,698 1,030,736 +15,059
Dec12 120730 110~034 110~040 110~032 110~039 +0~007 2,507 25,330 +481
Mar13 120730 109~105 109~105 109~098 109~105 +0~007      
Total Volume and Open Interest 160,205 1,056,066 +15,540
Eurodollars(CME)
Sep12 120730 99.620 99.630 99.610 99.620 +0.015 117,039 927,682 -11,368
Dec12 120730 99.620 99.645 99.615 99.635 +0.030 127,496 983,485 +4,107
Mar13 120730 99.605 99.640 99.600 99.630 +0.035 106,528 700,861 -6,561
Jun13 120730 99.585 99.620 99.575 99.610 +0.035 91,058 681,125 -4,006
Sep13 120730 99.560 99.595 99.550 99.585 +0.035 118,795 687,730 -6,991
Dec13 120730 99.530 99.560 99.515 99.555 +0.040 92,730 666,149 -3,078
Mar14 120730 99.505 99.540 99.490 99.530 +0.040 98,661 597,163 -1,685
Jun14 120730 99.460 99.505 99.445 99.495 +0.045 74,054 465,223 +3,232
Sep14 120730 99.405 99.455 99.400 99.445 +0.045 61,063 366,963 +1,133
Dec14 120730 99.335 99.385 99.320 99.375 +0.050 56,845 343,550 +2,050
Mar15 120730 99.265 99.325 99.255 99.315 +0.055 65,615 311,016 +2,160
Jun15 120730 0.871 0.926 0.856 0.916 +0.060 51,002 257,680 -1,755
Sep15 120730 0.756 0.811 0.731 0.801 +0.065 39,608 230,077 +3,379
Dec15 120730 0.621 0.671 0.596 0.666 +0.065 38,132 163,929 +3,294
Mar16 120730 0.491 0.551 0.471 0.541 +0.065 25,369 90,984 -911
Jun16 120730 0.361 0.416 0.331 0.406 +0.065 29,190 104,083 +3,048
Sep16 120730 0.216 0.276 0.191 0.266 +0.065 25,159 77,309 +4,548
Dec16 120730 0.056 0.121 0.041 0.111 +0.065 16,475 74,983 +946
Total Volume and Open Interest 1,271,300 7,935,421 -3,098
30 Day Federal Funds(CBOT)
Jul12 120730 99.842 99.845 99.840 99.840 unch 8,148 68,094 +5,786
Aug12 120730 99.855 99.865 99.850 99.860 +0.010 2,355 54,253 -538
Sep12 120730 99.855 99.865 99.855 99.860 +0.005 3,852 43,073 +1,518
Oct12 120730 99.860 99.875 99.855 99.865 +0.005 2,182 55,899 -671
Nov12 120730 99.860 99.880 99.855 99.870 +0.010 1,620 40,010 +150
Dec12 120730 99.865 99.880 99.865 99.875 +0.010 798 26,469 +86
Total Volume and Open Interest 23,149 499,807 +5,808
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep12 120730 99.705 99.705 99.705 99.705 unch      
Dec12 120730 99.730 99.730 99.730 99.730 unch      
Mar13 120730 99.735 99.735 99.735 99.735 unch      
Jun13 120730 99.808 99.808 99.808 99.808 unch      
Sep13 120730 99.770 99.770 99.770 99.770 unch      
Dec13 120730 99.770 99.770 99.770 99.770 unch      
Mar14 120730 99.770 99.770 99.770 99.770 unch      
Jun14 120730 99.630 99.630 99.630 99.630 unch      
Sep14 120730 99.490 99.490 99.490 99.490 unch      
Dec14 120730 99.620 99.620 99.620 99.620 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Sep12 120730 99.71 99.71 99.71 99.71 unch 0 1,643 +0
Dec12 120730 99.73 99.73 99.73 99.73 unch 0 660 +0
Mar13 120730 99.74 99.74 99.74 99.74 unch 0 183 +0
Jun13 120730 99.81 99.81 99.81 99.81 unch 0 201 +0
Sep13 120730 99.77 99.77 99.77 99.77 unch 0 305 +0
Dec13 120730 99.77 99.77 99.77 99.77 unch 0 384 +0
Mar14 120730 99.77 99.77 99.77 99.77 unch 0 344 +0
Jun14 120730 99.63 99.63 99.63 99.63 unch      
Total Volume and Open Interest 0 3,722 +0
Japanese Gov't Bonds(SGX)
Sep12 120730 144.37 144.37 144.04 144.09 -0.30 1,684 21,512 +164
Dec12 120730 143.28 143.28 143.28 143.28 -0.30 0 7 +0
Mar13 120730 141.19 141.19 141.19 141.19 -0.30      
Total Volume and Open Interest 1,684 21,519 +164
Euro-Bund(EUREX)
Sep12 120730 143.08 143.66 142.99 143.39 +0.18 798,910 901,342 -7,623
Dec12 120730 141.47 141.85 141.47 141.65 +0.17 339 2,817 +148
Mar13 120730 141.73 141.73 141.73 141.73 +0.17      
Total Volume and Open Interest 799,249 904,159 -7,475
Euro-Bobl(EUREX)
Sep12 120730 127.33 127.44 127.21 127.32 +0.21 392,221 620,933 -5,163
Dec12 120730 125.68 125.69 125.68 125.69 +0.21 70 2,838 +66
Mar13 120730 125.69 125.69 125.69 125.69 +0.21      
Total Volume and Open Interest 392,291 623,771 -5,097
3-Mth Euribor(EUREX)
Sep12 120730 99.715 99.715 99.710 99.715 +0.060 300 3,168 +197
Dec12 120730 99.740 99.745 99.740 99.745 +0.065 0 1,295 +0
Mar13 120730 99.725 99.740 99.725 99.740 +0.080 0 1,173 +0
Total Volume and Open Interest 320 7,056 +217
Long Gilt(LIFFE)
Sep12 120730 121~11 121~11 120~26 121~03 -0~03 110,502 370,198 +7,081
Dec12 120730 119~30 120~01 119~30 120~01 -0~03 50 70 +0
Total Volume and Open Interest 110,552 370,268 +7,081
3-Mth Short Sterling(LIFFE)
Sep12 120730 99.37 99.42 99.36 99.39 +0.03 50,629 392,735 -2,923
Dec12 120730 99.43 99.48 99.43 99.45 +0.04 44,349 330,333 -9,923
Mar13 120730 99.47 99.53 99.46 99.49 +0.04 28,981 321,793 +511
Jun13 120730 99.47 99.53 99.47 99.49 +0.04 29,424 310,721 -135
Sep13 120730 99.45 99.51 99.45 99.48 +0.04 35,688 396,445 +450
Dec13 120730 99.41 99.47 99.41 99.45 +0.05 29,737 231,337 -1,000
Total Volume and Open Interest 311,623 2,673,326 -11,528
3-Mth Euribor(LIFFE)
Sep12 120730 99.745 99.745 99.685 99.715 +0.060 102,820 554,644 -6,837
Dec12 120730 99.775 99.780 99.725 99.745 +0.065 109,719 536,494 +701
Mar13 120730 99.760 99.765 99.705 99.740 +0.080 99,600 427,214 -2,820
Total Volume and Open Interest 786,716 3,495,121 +20,840
3-Mth Aus T-Bills(SFE)
Sep12 120730 96.61 96.63 96.56 96.57 -0.04 18,346 158,705 +1,345
Dec12 120730 96.85 96.88 96.75 96.78 -0.07 26,348 187,891 -683
Mar13 120730 97.03 97.06 96.90 96.92 -0.11 14,177 120,297 -208
Jun13 120730 97.06 97.09 96.91 96.93 -0.12 6,321 90,550 -1,150
Sep13 120730 96.98 97.03 96.85 96.87 -0.12 3,061 55,498 -1,251
Dec13 120730 96.91 96.95 96.76 96.78 -0.13 3,188 42,521 -1,935
Mar14 120730 96.73 96.80 96.70 96.73 -0.12 158 26,496 -526
Jun14 120730 96.80 96.80 96.64 96.67 -0.13 266 14,077 +6
Sep14 120730 96.63 96.63 96.62 96.62 -0.12 1 1,936 +0
Dec14 120730 96.55 96.55 96.55 96.55 -0.12 2 396 +1
Total Volume and Open Interest 71,868 698,416 -4,401
10-Year Aus T-Bonds(SFE)
Sep12 120730 97.10 97.15 96.91 96.98 -0.11 52,965 396,898 +316
Dec12 120730 96.98 96.98 96.98 96.98 -0.11      
Total Volume and Open Interest 52,965 396,898 +316
3-Year Aus T-Bonds(SFE)
Sep12 120730 97.61 97.65 97.39 97.46 -0.14 238,835 556,977 +56,107
Dec12 120730 97.46 97.46 97.46 97.46 -0.14      
Total Volume and Open Interest 238,835 556,977 +56,107
Gold(CMX)
Aug12 120730 1622.9 1625.8 1613.1 1619.7 +1.7 188,616 80,744 -25,258
Oct12 120730 1626.5 1627.5 1615.3 1621.7 +1.4 11,334 25,516 +3,535
Dec12 120730 1627.5 1630.0 1617.6 1624.0 +1.3 64,146 204,725 +19,981
Feb13 120730 1629.5 1630.4 1621.2 1626.1 +1.3 1,288 21,900 +110
Apr13 120730 1627.5 1628.1 1626.6 1628.1 +1.3 876 16,759 -653
Jun13 120730 1625.2 1630.0 1624.9 1630.0 +1.3 310 19,690 +8
Aug13 120730 1631.9 1631.9 1631.9 1631.9 +1.1 13 3,202 -13
Oct13 120730 1634.1 1634.1 1634.1 1634.1 +1.1 17 1,127 +0
Dec13 120730 1635.0 1636.2 1633.6 1636.2 +1.1 10 9,371 +0
Feb14 120730 1638.6 1638.6 1638.6 1638.6 +1.0 0 5 +0
Apr14 120730 1641.0 1641.0 1641.0 1641.0 +0.9 0 2 +0
Jun14 120730 1643.5 1643.5 1643.5 1643.5 +0.8 0 7,949 +0
Total Volume and Open Interest 267,109 423,054 -2,183
Silver(CMX)
Sep12 120730 2768.5 2819.5 2751.5 2803.3 +53.5 42,526 60,610 +192
Dec12 120730 2780.0 2827.0 2760.0 2811.4 +53.5 3,215 29,014 +758
Mar13 120730 2818.0 2818.5 2817.0 2817.4 +53.4 414 3,730 +252
May13 120730 2820.0 2820.0 2819.3 2819.3 +53.3 105 2,769 +42
Jul13 120730 2820.6 2820.6 2820.6 2820.6 +53.4 136 4,026 +41
Sep13 120730 2770.5 2821.4 2770.5 2821.4 +53.4 54 1,731 +37
Dec13 120730 2822.2 2822.2 2822.2 2822.2 +53.4 557 11,656 +34
Total Volume and Open Interest 47,439 122,160 +1,279
Platinum(NYMEX)
Oct12 120730 1412.0 1420.2 1398.1 1411.8 +3.6 6,250 49,427 -2
Jan13 120730 1414.0 1419.2 1403.0 1415.2 +3.2 143 2,597 +103
Apr13 120730 1418.2 1418.2 1418.2 1418.2 +3.1 0 26 +0
Jul13 120730 1419.2 1419.2 1419.2 1419.2 +3.1 0 1 +0
Total Volume and Open Interest 6,426 52,093 +131
Palladium(NYMEX)
Sep12 120730 579.05 591.85 569.35 588.35 +16.50 1,969 22,420 +131
Dec12 120730 583.00 592.20 583.00 590.25 +16.60 86 1,400 +30
Mar13 120730 591.20 591.20 591.20 591.20 +16.60      
Total Volume and Open Interest 2,055 23,825 +161
Copper(CMX)
Sep12 120730 342.90 345.55 340.25 341.60 -1.00 67,190 79,499 -2,069
Dec12 120730 344.60 346.50 341.55 342.85 -0.90 4,089 40,726 +1,651
Mar13 120730 347.55 347.55 343.45 343.95 -0.80 300 7,763 -58
May13 120730 344.60 344.60 344.60 344.60 -0.70 29 1,808 -2
Jul13 120730 346.00 346.00 345.15 345.15 -0.55 1 868 +0
Total Volume and Open Interest 72,321 140,695 -537
DJIA Index(CBOT)
Sep12 120730 13026 13071 12988 13001 -32 768 11,251 +573
Dec12 120730 12920 12952 12920 12920 -32 0 28 +0
Mar13 120730 12853 12885 12853 12853 -32      
Jun13 120730 12777 12809 12777 12777 -32      
Total Volume and Open Interest 768 11,279 +573
E-mini DJIA Index(CBOT)
Sep12 120730 13018 13072 12983 13001 -32 157,812 87,719 +8,599
Dec12 120730 12936 12961 12910 12920 -32 30 154 +16
Mar13 120730 12853 12853 12853 12853 -32 0 2 +0
Jun13 120730 12777 12777 12777 12777 -32 0 38 +0
Total Volume and Open Interest 157,842 87,913 +8,615
S & P 500(CME)
Sep12 120730 1380.50 1387.30 1375.90 1380.50 -2.00 13,270 229,100 -3,716
Dec12 120730 1373.80 1379.40 1370.40 1373.30 -2.10 141 11,200 -66
Mar13 120730 1366.50 1372.60 1363.60 1366.50 -2.10 0 619 +0
Jun13 120730 1359.60 1365.70 1356.70 1359.60 -2.10 0 19 +0
Total Volume and Open Interest 13,411 240,938 -3,782
S & P 500 E-Mini(Globex)
Sep12 120730 1379.25 1387.50 1375.75 1380.50 -2.00 2,275,727 2,803,798 -28,472
Dec12 120730 1373.50 1380.00 1369.25 1373.25 -2.25 1,715 20,982 +545
Total Volume and Open Interest 2,277,474 2,826,182 -27,935
NASDAQ 100(CME)
Sep12 120730 2640.30 2658.00 2629.00 2635.80 -6.20 1,113 10,209 -463
Dec12 120730 2628.30 2646.00 2628.30 2628.30 -6.20 0 7 +0
Mar13 120730 2622.80 2629.00 2622.80 2622.80 -6.20      
Total Volume and Open Interest 1,113 10,216 -463
NASDAQ 100 E-Mini(Globex)
Sep12 120730 2640.00 2657.80 2628.30 2635.80 -6.20 290,555 345,198 -4,927
Dec12 120730 2644.00 2644.00 2622.00 2628.30 -6.20 32 293 -3
Total Volume and Open Interest 290,587 345,500 -4,930
S & P Midcap 400(CME)
Sep12 120730 943.60 949.90 943.60 943.60 -6.30 91 1,486 +0
Dec12 120730 939.70 946.00 939.70 939.70 -6.30      
Mar13 120730 937.70 944.00 937.70 937.70 -6.30      
Total Volume and Open Interest 91 1,486 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep12 120730 8705 8705 8595 8635 -55 5,590 30,295 +510
Dec12 120730 8545 8650 8545 8595 -55 0 6 +0
Total Volume and Open Interest 5,590 30,301 +510
Nikkei 225(SGX)
Sep12 120730 8570 8720 8505 8600 +45 97,874 188,187 -559
Dec12 120730 8545 8545 8540 8540 +45 152 10,596 +150
Mar13 120730 8525 8525 8525 8525 +45 0 48 +0
Total Volume and Open Interest 98,189 206,652 -354
CAC 40(EURONEXT)
Aug12 120730 3313.5 3331.5 3288.0 3318.5 +38.5 159,756 294,394 +1,167
Sep12 120730 3308.5 3321.5 3283.0 3312.0 +39.0 1,296 39,154 +3,216
Oct12 120730 3290.0 3301.5 3290.0 3301.5 +38.5 0 1 +1
Total Volume and Open Interest 161,087 333,690 +4,384
Hang Seng Index(HKFE)
Jul12 120730 19499 19579 19455 19547 +302 103,621 51,419 -22,459
Aug12 120730 19420 19558 19400 19498 +304 52,051 59,843 +32,193
Sep12 120730 19346 19467 19330 19400 +300 348 4,733 +74
Total Volume and Open Interest 157,064 120,942 +10,500
DAX(EUREX)
Sep12 120730 6756.5 6798.0 6703.0 6782.5 +100.0 210,710 160,422 +7,965
Dec12 120730 6757.5 6796.0 6703.0 6782.0 +100.0 1,004 9,723 +200
Mar13 120730 6744.5 6784.0 6705.0 6784.0 +99.5 36 775 +27
Total Volume and Open Interest 211,750 170,920 +8,192
FT-SE 100(EURONEXT)
Sep12 120730 5599.00 5664.50 5580.50 5653.50 +72.00 90,569 619,012 +1,518
Dec12 120730 5555.00 5625.00 5555.00 5623.00 +71.50 1 650 +4
Mar13 120730 5580.00 5580.00 5580.00 5580.00 +70.50 0 247 +30
Total Volume and Open Interest 90,570 619,909 +1,552
SPI 200(SFE)
Sep12 120730 4173.0 4230.0 4160.0 4208.0 +35.0 32,129 236,663 +1,243
Dec12 120730 4162.0 4211.0 4162.0 4205.0 +36.0 3 5,702 +2
Mar13 120730 4168.0 4168.0 4168.0 4168.0 +36.0 0 1,403 +0
Total Volume and Open Interest 32,476 245,796 +1,484
GSCI(CME)
Aug12 120730 644.25 645.50 642.95 645.50 +2.50 203 7,863 -24
Sep12 120730 643.75 643.75 641.45 643.75 +2.25 81 749 +77
Oct12 120730 644.50 644.50 642.45 644.50 +2.00      
Total Volume and Open Interest 284 8,612 +53
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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