|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed August 01, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug12 |
120801 |
1721.00 |
1736.00 |
1651.00 |
1682.25 |
-38.75 |
25,537 |
15,761 |
-4,616 |
Sep12 |
120801 |
1657.00 |
1675.50 |
1602.25 |
1638.75 |
-18.00 |
15,627 |
45,282 |
+1,538 |
Nov12 |
120801 |
1641.25 |
1660.00 |
1595.75 |
1629.00 |
-12.00 |
106,513 |
380,969 |
+484 |
Jan13 |
120801 |
1632.25 |
1650.25 |
1588.25 |
1620.75 |
-11.50 |
10,517 |
82,451 |
-1,028 |
Mar13 |
120801 |
1533.25 |
1549.50 |
1504.00 |
1529.25 |
-4.25 |
10,224 |
83,311 |
+1,020 |
May13 |
120801 |
1452.00 |
1467.50 |
1424.00 |
1444.00 |
-8.00 |
6,330 |
76,010 |
-294 |
Jul13 |
120801 |
1437.00 |
1450.00 |
1413.75 |
1430.50 |
-5.50 |
7,006 |
54,796 |
+2,050 |
Aug13 |
120801 |
1416.00 |
1416.00 |
1397.00 |
1404.75 |
-5.50 |
0 |
298 |
+0 |
Sep13 |
120801 |
1341.00 |
1343.25 |
1328.25 |
1337.00 |
-5.50 |
0 |
341 |
+0 |
Nov13 |
120801 |
1283.75 |
1300.00 |
1261.25 |
1273.50 |
-10.25 |
2,488 |
22,633 |
-161 |
Jan14 |
120801 |
1272.00 |
1287.25 |
1272.00 |
1277.50 |
-9.75 |
0 |
189 |
+0 |
Mar14 |
120801 |
1277.50 |
1285.75 |
1277.50 |
1277.50 |
-8.25 |
0 |
13 |
+0 |
May14 |
120801 |
1277.50 |
1285.75 |
1277.50 |
1277.50 |
-8.25 |
0 |
1 |
+0 |
Jul14 |
120801 |
1281.50 |
1289.75 |
1281.50 |
1281.50 |
-8.25 |
0 |
9 |
+0 |
Total Volume and Open Interest |
184,252 |
763,147 |
-1,004 |
Soybean Meal(CBOT) |
Aug12 |
120801 |
545.40 |
550.00 |
517.30 |
537.20 |
-7.50 |
17,518 |
10,657 |
-5,414 |
Sep12 |
120801 |
516.90 |
522.00 |
496.00 |
512.40 |
-3.30 |
15,427 |
46,463 |
+1,028 |
Oct12 |
120801 |
501.40 |
507.00 |
484.70 |
500.80 |
-0.30 |
4,263 |
25,213 |
+239 |
Dec12 |
120801 |
494.90 |
501.00 |
479.20 |
494.80 |
-0.10 |
27,083 |
110,012 |
-566 |
Jan13 |
120801 |
490.30 |
491.80 |
471.30 |
486.00 |
+0.10 |
1,257 |
10,855 |
+185 |
Mar13 |
120801 |
450.00 |
452.40 |
439.70 |
451.60 |
+2.50 |
1,747 |
13,348 |
+195 |
May13 |
120801 |
412.00 |
414.90 |
405.00 |
412.70 |
+0.60 |
1,179 |
11,817 |
+521 |
Jul13 |
120801 |
405.50 |
407.00 |
398.70 |
405.70 |
+1.40 |
1,365 |
11,966 |
+253 |
Aug13 |
120801 |
392.00 |
395.70 |
391.00 |
395.70 |
+3.20 |
24 |
565 |
+11 |
Sep13 |
120801 |
380.00 |
383.00 |
374.50 |
383.00 |
+1.60 |
16 |
552 |
+4 |
Total Volume and Open Interest |
70,035 |
248,148 |
-3,527 |
Soybean Oil(CBOT) |
Aug12 |
120801 |
52.55 |
52.98 |
51.70 |
51.73 |
-0.82 |
29,209 |
7,586 |
-6,388 |
Sep12 |
120801 |
52.75 |
53.24 |
51.90 |
51.97 |
-0.81 |
26,456 |
60,548 |
+2,790 |
Oct12 |
120801 |
53.27 |
53.35 |
52.10 |
52.18 |
-0.81 |
8,015 |
24,745 |
+2,750 |
Dec12 |
120801 |
53.33 |
53.88 |
52.49 |
52.56 |
-0.86 |
42,134 |
150,175 |
+574 |
Jan13 |
120801 |
54.06 |
54.09 |
52.77 |
52.81 |
-0.87 |
4,207 |
24,029 |
+252 |
Mar13 |
120801 |
54.31 |
54.38 |
52.98 |
53.01 |
-0.94 |
1,941 |
19,191 |
-486 |
May13 |
120801 |
54.50 |
54.53 |
53.13 |
53.21 |
-0.90 |
1,473 |
12,104 |
-5 |
Jul13 |
120801 |
54.65 |
54.65 |
53.36 |
53.46 |
-0.84 |
1,358 |
10,791 |
+256 |
Aug13 |
120801 |
53.91 |
54.30 |
53.46 |
53.50 |
-0.80 |
7 |
2,087 |
+2 |
Sep13 |
120801 |
53.90 |
53.90 |
53.30 |
53.43 |
-0.77 |
3 |
1,189 |
-1 |
Total Volume and Open Interest |
115,307 |
321,159 |
-18 |
Canola(WCE) |
Nov12 |
120801 |
631.7 |
631.7 |
607.6 |
620.0 |
-11.3 |
7,618 |
141,691 |
+178 |
Jan13 |
120801 |
633.4 |
633.5 |
609.6 |
622.1 |
-11.4 |
3,124 |
41,440 |
+1,207 |
Mar13 |
120801 |
624.2 |
627.5 |
610.5 |
623.1 |
-11.9 |
653 |
14,950 |
+259 |
May13 |
120801 |
608.1 |
614.9 |
601.1 |
612.9 |
-6.4 |
874 |
18,699 |
+362 |
Jul13 |
120801 |
593.6 |
602.3 |
587.0 |
602.3 |
-2.7 |
129 |
3,363 |
+37 |
Total Volume and Open Interest |
12,500 |
221,833 |
+2,123 |
Corn(CBOT) |
Sep12 |
120801 |
806.50 |
818.00 |
782.25 |
800.50 |
-6.00 |
65,043 |
329,305 |
-6,541 |
Dec12 |
120801 |
806.00 |
816.75 |
781.25 |
800.50 |
-4.75 |
140,845 |
537,103 |
+5,821 |
Mar13 |
120801 |
802.50 |
812.25 |
779.25 |
799.00 |
-2.25 |
17,186 |
139,364 |
+768 |
May13 |
120801 |
793.00 |
802.75 |
773.00 |
791.75 |
-0.25 |
11,255 |
31,086 |
+2,596 |
Jul13 |
120801 |
786.00 |
795.50 |
766.25 |
786.00 |
+1.25 |
9,995 |
78,134 |
+3,210 |
Sep13 |
120801 |
689.00 |
692.00 |
670.25 |
686.50 |
-2.00 |
1,998 |
10,842 |
+306 |
Dec13 |
120801 |
639.00 |
643.75 |
626.25 |
636.25 |
-1.75 |
6,291 |
64,702 |
+989 |
Mar14 |
120801 |
648.00 |
649.75 |
636.00 |
643.25 |
-1.75 |
42 |
1,642 |
+25 |
May14 |
120801 |
644.50 |
646.25 |
644.50 |
644.50 |
-1.75 |
2 |
360 |
+0 |
Jul14 |
120801 |
649.00 |
650.00 |
643.50 |
644.25 |
-3.50 |
4 |
963 |
-1 |
Total Volume and Open Interest |
252,788 |
1,198,004 |
+7,208 |
Wheat(CBOT) |
Sep12 |
120801 |
889.00 |
897.00 |
861.75 |
879.50 |
-8.75 |
42,804 |
180,078 |
+206 |
Dec12 |
120801 |
903.50 |
911.25 |
876.00 |
893.75 |
-8.75 |
31,322 |
167,896 |
+2,861 |
Mar13 |
120801 |
907.00 |
912.00 |
878.75 |
898.75 |
-5.50 |
3,843 |
36,193 |
+251 |
May13 |
120801 |
892.00 |
901.50 |
873.75 |
880.75 |
-15.25 |
590 |
14,562 |
-93 |
Jul13 |
120801 |
830.25 |
849.50 |
806.00 |
843.25 |
+13.00 |
2,177 |
42,581 |
+10 |
Sep13 |
120801 |
827.00 |
843.75 |
808.00 |
842.50 |
+14.25 |
101 |
1,228 |
+28 |
Total Volume and Open Interest |
81,680 |
468,695 |
+3,519 |
Wheat(KCBT) |
Sep12 |
120801 |
894.00 |
900.75 |
868.50 |
884.00 |
-8.50 |
8,951 |
75,498 |
-415 |
Dec12 |
120801 |
914.25 |
921.00 |
890.00 |
905.50 |
-8.00 |
5,375 |
53,168 |
+716 |
Mar13 |
120801 |
920.50 |
924.25 |
895.00 |
914.00 |
-3.00 |
1,278 |
12,497 |
+243 |
May13 |
120801 |
915.75 |
915.75 |
890.00 |
910.50 |
+1.00 |
152 |
6,330 |
+104 |
Jul13 |
120801 |
851.75 |
867.75 |
832.25 |
864.00 |
+16.50 |
470 |
12,098 |
+259 |
Sep13 |
120801 |
832.50 |
862.00 |
832.50 |
862.00 |
+18.50 |
39 |
442 |
+20 |
Total Volume and Open Interest |
16,295 |
160,812 |
+943 |
Wheat(MGE) |
Sep12 |
120801 |
954.00 |
958.75 |
926.00 |
938.00 |
-15.75 |
3,526 |
16,178 |
-649 |
Dec12 |
120801 |
963.00 |
966.50 |
935.00 |
947.50 |
-15.00 |
2,037 |
15,344 |
+233 |
Mar13 |
120801 |
971.00 |
971.00 |
942.00 |
953.50 |
-14.50 |
466 |
4,837 |
+148 |
May13 |
120801 |
950.00 |
960.00 |
946.00 |
955.50 |
-17.50 |
34 |
993 |
+19 |
Jul13 |
120801 |
945.00 |
951.75 |
941.25 |
947.50 |
-15.50 |
13 |
301 |
+6 |
Total Volume and Open Interest |
6,087 |
38,123 |
-238 |
Oats(CBOT) |
Sep12 |
120801 |
383.25 |
386.50 |
370.75 |
371.00 |
-9.25 |
591 |
1,985 |
-360 |
Dec12 |
120801 |
384.00 |
387.50 |
368.75 |
372.00 |
-10.75 |
806 |
8,114 |
+388 |
Mar13 |
120801 |
383.25 |
387.75 |
372.50 |
372.50 |
-15.25 |
30 |
301 |
+27 |
May13 |
120801 |
374.25 |
389.50 |
374.25 |
374.25 |
-15.25 |
0 |
17 |
+0 |
Total Volume and Open Interest |
1,427 |
10,424 |
+55 |
Rough Rice(CBOT) |
Sep12 |
120801 |
15.57 |
15.69 |
15.48 |
15.59 |
-0.03 |
1,135 |
10,026 |
-410 |
Nov12 |
120801 |
15.93 |
15.95 |
15.77 |
15.86 |
-0.03 |
605 |
2,967 |
+459 |
Jan13 |
120801 |
16.10 |
16.17 |
16.04 |
16.13 |
-0.04 |
14 |
248 |
+8 |
Mar13 |
120801 |
16.33 |
16.40 |
16.33 |
16.38 |
-0.04 |
1 |
104 |
+1 |
Total Volume and Open Interest |
1,755 |
13,367 |
+58 |
Live Cattle(CME) |
Aug12 |
120801 |
119.080 |
119.285 |
118.550 |
119.000 |
+0.115 |
13,082 |
39,732 |
-2,581 |
Oct12 |
120801 |
124.650 |
124.750 |
123.730 |
124.080 |
-0.320 |
28,572 |
132,848 |
+3,076 |
Dec12 |
120801 |
127.700 |
127.850 |
127.135 |
127.250 |
-0.230 |
12,451 |
73,766 |
-1,476 |
Feb13 |
120801 |
131.300 |
131.535 |
130.325 |
130.550 |
-0.735 |
4,860 |
33,106 |
-469 |
Apr13 |
120801 |
134.300 |
134.700 |
133.685 |
133.750 |
-0.950 |
2,582 |
18,401 |
+734 |
Jun13 |
120801 |
131.735 |
131.735 |
130.850 |
131.250 |
-0.500 |
524 |
5,851 |
+113 |
Total Volume and Open Interest |
62,358 |
306,143 |
-459 |
Feeder Cattle(CME) |
Aug12 |
120801 |
138.630 |
140.800 |
137.880 |
139.785 |
+1.155 |
4,030 |
9,356 |
-1,143 |
Sep12 |
120801 |
140.250 |
142.150 |
139.600 |
141.130 |
+0.750 |
2,656 |
7,823 |
-17 |
Oct12 |
120801 |
141.600 |
143.050 |
140.825 |
142.380 |
+0.555 |
3,061 |
9,293 |
+850 |
Nov12 |
120801 |
144.485 |
145.300 |
143.450 |
144.575 |
+0.225 |
1,331 |
4,558 |
+141 |
Jan13 |
120801 |
147.550 |
148.900 |
147.050 |
148.235 |
+0.300 |
542 |
3,801 |
+81 |
Mar13 |
120801 |
150.000 |
151.250 |
149.325 |
151.000 |
+0.315 |
135 |
897 |
+63 |
Apr13 |
120801 |
150.500 |
153.000 |
150.500 |
153.000 |
+2.000 |
13 |
445 |
+10 |
Total Volume and Open Interest |
11,777 |
36,678 |
-9 |
Lean Hogs(CME) |
Aug12 |
120801 |
93.100 |
93.500 |
92.635 |
93.200 |
+0.250 |
6,672 |
18,769 |
-941 |
Oct12 |
120801 |
80.400 |
80.600 |
79.350 |
79.725 |
-0.575 |
18,417 |
97,036 |
+1,708 |
Dec12 |
120801 |
78.430 |
78.430 |
76.900 |
77.000 |
-1.035 |
4,441 |
49,680 |
-351 |
Feb13 |
120801 |
84.700 |
84.700 |
83.785 |
84.050 |
-0.600 |
4,995 |
24,910 |
-391 |
Apr13 |
120801 |
90.300 |
90.330 |
89.400 |
89.900 |
-0.400 |
1,342 |
16,637 |
+93 |
May13 |
120801 |
96.150 |
96.500 |
95.885 |
96.400 |
unch |
61 |
780 |
+15 |
Jun13 |
120801 |
99.250 |
99.480 |
98.635 |
99.230 |
-0.120 |
2,117 |
9,915 |
-190 |
Jul13 |
120801 |
98.080 |
98.500 |
97.600 |
98.350 |
unch |
399 |
3,230 |
+291 |
Total Volume and Open Interest |
38,727 |
223,157 |
+422 |
Class III Milk(CME) |
Aug12 |
120801 |
17.06 |
17.21 |
17.02 |
17.13 |
+0.05 |
165 |
4,541 |
-103 |
Sep12 |
120801 |
18.32 |
18.58 |
18.06 |
18.49 |
+0.17 |
213 |
4,595 |
+66 |
Oct12 |
120801 |
18.72 |
18.97 |
18.57 |
18.89 |
+0.09 |
100 |
3,447 |
+13 |
Nov12 |
120801 |
18.79 |
19.03 |
18.61 |
18.96 |
+0.08 |
39 |
3,008 |
+7 |
Dec12 |
120801 |
18.69 |
18.98 |
18.62 |
18.87 |
unch |
24 |
2,890 |
+11 |
Total Volume and Open Interest |
847 |
27,001 |
+188 |
Cocoa(ICE) |
Sep12 |
120801 |
2390 |
2409 |
2370 |
2401 |
+25 |
10,658 |
62,426 |
-1,484 |
Dec12 |
120801 |
2380 |
2419 |
2380 |
2411 |
+23 |
5,646 |
53,388 |
+1,289 |
Mar13 |
120801 |
2411 |
2428 |
2393 |
2421 |
+23 |
1,323 |
37,645 |
+294 |
May13 |
120801 |
2423 |
2438 |
2407 |
2430 |
+22 |
353 |
15,151 |
+19 |
Jul13 |
120801 |
2435 |
2449 |
2420 |
2438 |
+20 |
59 |
7,810 |
-14 |
Sep13 |
120801 |
2429 |
2453 |
2429 |
2447 |
+21 |
44 |
4,490 |
-2 |
Dec13 |
120801 |
2443 |
2460 |
2443 |
2457 |
+17 |
0 |
6,019 |
+0 |
Total Volume and Open Interest |
18,083 |
192,062 |
+102 |
Coffee "C"(ICE) |
Sep12 |
120801 |
174.65 |
175.60 |
170.60 |
174.60 |
+0.20 |
10,959 |
61,556 |
-618 |
Dec12 |
120801 |
177.25 |
178.20 |
173.40 |
177.35 |
+0.10 |
6,709 |
45,087 |
+919 |
Mar13 |
120801 |
180.95 |
181.50 |
176.85 |
180.80 |
+0.15 |
2,580 |
18,494 |
-209 |
May13 |
120801 |
184.30 |
184.30 |
179.35 |
183.15 |
+0.05 |
440 |
5,509 |
+42 |
Jul13 |
120801 |
185.85 |
186.15 |
181.90 |
185.50 |
+0.05 |
204 |
4,036 |
+106 |
Sep13 |
120801 |
188.00 |
188.40 |
184.50 |
187.95 |
+0.20 |
76 |
1,046 |
+18 |
Total Volume and Open Interest |
20,971 |
137,087 |
+260 |
Orange Juice(ICE) |
Sep12 |
120801 |
109.40 |
110.00 |
105.15 |
107.65 |
-2.25 |
910 |
12,472 |
-434 |
Nov12 |
120801 |
108.20 |
109.80 |
105.00 |
107.55 |
-2.30 |
589 |
6,417 |
+611 |
Jan13 |
120801 |
108.75 |
110.55 |
106.65 |
109.35 |
-1.45 |
22 |
1,945 |
+4 |
Mar13 |
120801 |
109.25 |
111.05 |
108.30 |
111.05 |
-0.70 |
1 |
1,287 |
+1 |
May13 |
120801 |
109.30 |
111.70 |
109.30 |
111.70 |
-0.70 |
0 |
182 |
+0 |
Jul13 |
120801 |
112.85 |
112.85 |
112.85 |
112.85 |
-0.70 |
0 |
10 |
+0 |
Total Volume and Open Interest |
1,522 |
22,315 |
+182 |
Sugar #11(ICE) |
Oct12 |
120801 |
22.59 |
22.81 |
22.07 |
22.56 |
-0.08 |
35,539 |
321,316 |
+7,389 |
Mar13 |
120801 |
22.87 |
23.08 |
22.45 |
22.93 |
+0.03 |
17,088 |
148,335 |
+2,831 |
May13 |
120801 |
22.50 |
22.72 |
22.16 |
22.57 |
+0.05 |
4,151 |
46,457 |
+306 |
Jul13 |
120801 |
22.39 |
22.40 |
21.95 |
22.35 |
+0.13 |
2,043 |
75,076 |
+121 |
Oct13 |
120801 |
22.16 |
22.36 |
21.94 |
22.32 |
+0.14 |
1,088 |
36,968 |
-81 |
Mar14 |
120801 |
22.23 |
22.45 |
22.07 |
22.41 |
+0.15 |
235 |
23,717 |
+10 |
May14 |
120801 |
22.09 |
22.17 |
21.84 |
22.15 |
+0.15 |
103 |
7,027 |
-22 |
Jul14 |
120801 |
21.95 |
22.03 |
21.72 |
22.00 |
+0.12 |
113 |
5,668 |
-16 |
Total Volume and Open Interest |
60,509 |
672,597 |
+10,655 |
London Cocoa(LCE) |
Sep12 |
120801 |
1654 |
1660 |
1634 |
1654 |
+25 |
4,357 |
44,464 |
-397 |
Dec12 |
120801 |
1621 |
1639 |
1616 |
1637 |
+24 |
3,220 |
53,333 |
+183 |
Mar13 |
120801 |
1595 |
1618 |
1591 |
1616 |
+30 |
2,311 |
53,107 |
+212 |
May13 |
120801 |
1599 |
1614 |
1589 |
1611 |
+26 |
449 |
21,402 |
+102 |
Jul13 |
120801 |
1600 |
1616 |
1591 |
1612 |
+24 |
153 |
10,185 |
-67 |
Sep13 |
120801 |
1600 |
1618 |
1596 |
1612 |
+23 |
76 |
5,855 |
+300 |
Dec13 |
120801 |
1607 |
1616 |
1607 |
1615 |
+23 |
0 |
7,310 |
+0 |
Total Volume and Open Interest |
10,566 |
196,207 |
+333 |
London Sugar(LCE) |
Oct12 |
120801 |
617.70 |
623.10 |
612.80 |
621.50 |
+4.70 |
2,021 |
28,715 |
+50 |
Dec12 |
120801 |
599.00 |
602.00 |
589.90 |
599.60 |
+1.30 |
459 |
10,582 |
-135 |
Mar13 |
120801 |
602.90 |
603.80 |
592.30 |
602.40 |
+1.60 |
435 |
12,529 |
+165 |
May13 |
120801 |
599.40 |
601.10 |
590.00 |
599.30 |
+1.80 |
310 |
3,778 |
+26 |
Aug13 |
120801 |
591.00 |
591.00 |
583.30 |
591.00 |
+3.00 |
40 |
2,223 |
+1 |
Total Volume and Open Interest |
3,305 |
59,912 |
+127 |
Cotton(ICE) |
Oct12 |
120801 |
70.61 |
71.07 |
70.06 |
70.06 |
-0.52 |
80 |
365 |
-9 |
Dec12 |
120801 |
71.34 |
72.00 |
70.53 |
70.56 |
-0.78 |
6,661 |
133,392 |
-727 |
Mar13 |
120801 |
72.19 |
72.76 |
71.37 |
71.51 |
-0.77 |
998 |
28,557 |
+141 |
May13 |
120801 |
73.25 |
73.25 |
72.08 |
72.18 |
-1.15 |
103 |
5,628 |
+24 |
Jul13 |
120801 |
73.94 |
74.03 |
73.06 |
73.06 |
-1.40 |
85 |
6,123 |
+42 |
Oct13 |
120801 |
74.79 |
74.79 |
74.79 |
74.79 |
-1.33 |
0 |
5 |
+0 |
Total Volume and Open Interest |
7,955 |
176,026 |
-501 |
Lumber(CME) |
Sep12 |
120801 |
281.1 |
286.8 |
279.9 |
282.2 |
+1.2 |
972 |
5,606 |
-528 |
Nov12 |
120801 |
277.0 |
281.7 |
276.4 |
279.6 |
+3.6 |
812 |
2,051 |
+139 |
Jan13 |
120801 |
285.9 |
290.9 |
285.9 |
290.0 |
+3.9 |
14 |
449 |
+5 |
Mar13 |
120801 |
295.6 |
296.0 |
295.0 |
295.0 |
+2.9 |
0 |
138 |
+0 |
Total Volume and Open Interest |
1,798 |
8,248 |
-384 |
Crude Oil(NYM) |
Sep12 |
120801 |
88.03 |
89.47 |
87.51 |
88.91 |
+0.85 |
191,095 |
291,102 |
-13,179 |
Oct12 |
120801 |
88.26 |
89.72 |
87.77 |
89.17 |
+0.83 |
72,380 |
109,348 |
+3,959 |
Nov12 |
120801 |
88.60 |
90.05 |
88.15 |
89.52 |
+0.80 |
45,952 |
82,967 |
+8,294 |
Dec12 |
120801 |
88.95 |
90.51 |
88.59 |
89.99 |
+0.79 |
25,494 |
174,470 |
+765 |
Jan13 |
120801 |
89.16 |
90.92 |
89.16 |
90.47 |
+0.80 |
6,596 |
78,604 |
-1,081 |
Feb13 |
120801 |
90.23 |
91.03 |
90.16 |
90.85 |
+0.81 |
5,545 |
32,587 |
+1,453 |
Mar13 |
120801 |
90.31 |
91.43 |
90.31 |
91.10 |
+0.82 |
4,176 |
37,144 |
+439 |
Apr13 |
120801 |
90.25 |
91.53 |
90.21 |
91.23 |
+0.83 |
1,706 |
17,571 |
-244 |
May13 |
120801 |
90.38 |
91.41 |
90.38 |
91.27 |
+0.82 |
2,251 |
19,646 |
+669 |
Jun13 |
120801 |
90.16 |
91.52 |
90.16 |
91.28 |
+0.81 |
7,963 |
74,308 |
-657 |
Jul13 |
120801 |
91.20 |
91.28 |
91.20 |
91.28 |
+0.80 |
1,994 |
25,458 |
+388 |
Aug13 |
120801 |
90.45 |
91.25 |
90.42 |
91.25 |
+0.80 |
1,489 |
16,244 |
-32 |
Sep13 |
120801 |
90.42 |
91.22 |
90.42 |
91.22 |
+0.80 |
1,151 |
22,842 |
+273 |
Oct13 |
120801 |
90.40 |
91.18 |
90.40 |
91.18 |
+0.81 |
496 |
12,850 |
-39 |
Nov13 |
120801 |
91.15 |
91.15 |
91.15 |
91.15 |
+0.83 |
752 |
18,442 |
-17 |
Dec13 |
120801 |
89.98 |
91.23 |
89.75 |
91.09 |
+0.85 |
11,973 |
120,186 |
+18 |
Total Volume and Open Interest |
390,132 |
1,397,664 |
+1,785 |
e-miNY Crude Oil(NYM) |
Aug12 |
120719 |
89.975 |
92.950 |
89.850 |
92.650 |
+2.775 |
7,097 |
2,028 |
-8 |
Sep12 |
120801 |
87.950 |
89.475 |
87.500 |
88.900 |
+0.850 |
5,205 |
1,926 |
+85 |
Oct12 |
120801 |
88.050 |
89.700 |
87.925 |
89.175 |
+0.825 |
279 |
695 |
+148 |
Nov12 |
120801 |
88.800 |
90.000 |
88.800 |
89.525 |
+0.800 |
165 |
4,687 |
+0 |
Dec12 |
120801 |
88.850 |
90.250 |
88.850 |
90.000 |
+0.800 |
177 |
6,240 |
+2 |
Jan13 |
120801 |
89.425 |
90.475 |
89.425 |
90.475 |
+0.800 |
11 |
1,692 |
+0 |
Feb13 |
120801 |
90.575 |
90.850 |
90.575 |
90.850 |
+0.800 |
3 |
79 |
-3 |
Mar13 |
120801 |
91.100 |
91.100 |
91.100 |
91.100 |
+0.825 |
0 |
3 |
+0 |
Apr13 |
120801 |
91.225 |
91.225 |
91.225 |
91.225 |
+0.825 |
0 |
1 |
+0 |
May13 |
120801 |
91.275 |
91.275 |
91.275 |
91.275 |
+0.825 |
|
|
|
Total Volume and Open Interest |
5,840 |
15,526 |
+232 |
Heating Oil(NYM) |
Sep12 |
120801 |
283.96 |
288.50 |
283.07 |
285.88 |
+1.08 |
55,451 |
91,120 |
+6,286 |
Oct12 |
120801 |
284.80 |
289.20 |
283.91 |
286.63 |
+1.05 |
24,780 |
36,325 |
+1,753 |
Nov12 |
120801 |
285.78 |
289.93 |
285.78 |
287.48 |
+1.01 |
15,136 |
30,673 |
+1,938 |
Dec12 |
120801 |
286.79 |
290.57 |
286.44 |
288.19 |
+1.08 |
17,937 |
40,422 |
+677 |
Jan13 |
120801 |
287.11 |
290.95 |
286.64 |
288.69 |
+1.13 |
4,524 |
24,976 |
+275 |
Feb13 |
120801 |
288.48 |
289.95 |
287.79 |
288.31 |
+1.04 |
2,185 |
9,705 |
+317 |
Mar13 |
120801 |
287.39 |
288.48 |
286.79 |
286.90 |
+0.89 |
2,728 |
18,714 |
+153 |
Apr13 |
120801 |
285.50 |
286.07 |
283.70 |
284.89 |
+0.75 |
2,305 |
19,227 |
+612 |
May13 |
120801 |
287.76 |
288.12 |
286.25 |
287.28 |
+0.64 |
1,303 |
8,520 |
+64 |
Jun13 |
120801 |
286.39 |
286.92 |
285.66 |
286.24 |
+0.62 |
1,210 |
6,712 |
+298 |
Jul13 |
120801 |
286.39 |
286.39 |
286.39 |
286.39 |
+0.60 |
71 |
2,327 |
+0 |
Aug13 |
120801 |
288.00 |
288.00 |
286.69 |
286.69 |
+0.58 |
71 |
687 |
-24 |
Sep13 |
120801 |
288.66 |
288.66 |
286.99 |
286.99 |
+0.55 |
6 |
427 |
+2 |
Oct13 |
120801 |
287.29 |
287.29 |
287.29 |
287.29 |
+0.50 |
8 |
475 |
+2 |
Total Volume and Open Interest |
150,076 |
299,996 |
+3,821 |
Gasoline(NYMEX) |
Sep12 |
120801 |
277.21 |
285.33 |
276.25 |
283.42 |
+5.99 |
57,161 |
94,754 |
-1,965 |
Oct12 |
120801 |
258.15 |
264.79 |
256.96 |
262.81 |
+4.47 |
31,110 |
40,463 |
+2,433 |
Nov12 |
120801 |
252.99 |
259.13 |
251.57 |
257.17 |
+4.01 |
13,011 |
25,430 |
+1,136 |
Dec12 |
120801 |
249.44 |
255.65 |
248.43 |
253.98 |
+3.70 |
12,148 |
37,067 |
+1,005 |
Jan13 |
120801 |
250.90 |
254.43 |
250.90 |
252.82 |
+3.34 |
3,495 |
14,236 |
-189 |
Feb13 |
120801 |
251.60 |
253.22 |
251.60 |
253.22 |
+3.20 |
835 |
4,404 |
+103 |
Mar13 |
120801 |
253.10 |
255.82 |
252.41 |
254.66 |
+3.12 |
671 |
6,619 |
+154 |
Apr13 |
120801 |
269.01 |
269.01 |
269.01 |
269.01 |
+2.92 |
250 |
6,417 |
-40 |
May13 |
120801 |
267.94 |
267.94 |
267.94 |
267.94 |
+2.82 |
7 |
1,443 |
+6 |
Jun13 |
120801 |
263.89 |
266.00 |
263.89 |
265.55 |
+2.73 |
5 |
5,266 |
-1 |
Total Volume and Open Interest |
140,782 |
248,666 |
-4,894 |
e-miNY RBOB Gasoline(NYM) |
Sep12 |
120801 |
283.40 |
283.42 |
283.40 |
283.40 |
+6.00 |
|
|
|
Oct12 |
120801 |
262.80 |
262.81 |
262.80 |
262.80 |
+4.50 |
|
|
|
Nov12 |
120801 |
257.20 |
257.20 |
257.17 |
257.20 |
+4.00 |
|
|
|
Dec12 |
120801 |
254.00 |
254.00 |
253.98 |
254.00 |
+3.70 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
Sep12 |
120801 |
3.217 |
3.241 |
3.123 |
3.171 |
-0.038 |
157,181 |
277,180 |
+6,704 |
Oct12 |
120801 |
3.221 |
3.239 |
3.121 |
3.171 |
-0.041 |
61,404 |
170,039 |
+1,665 |
Nov12 |
120801 |
3.368 |
3.368 |
3.254 |
3.297 |
-0.051 |
41,853 |
125,902 |
+7,530 |
Dec12 |
120801 |
3.585 |
3.594 |
3.491 |
3.540 |
-0.039 |
19,663 |
54,847 |
-882 |
Jan13 |
120801 |
3.689 |
3.706 |
3.607 |
3.653 |
-0.037 |
26,908 |
125,179 |
+2,637 |
Feb13 |
120801 |
3.662 |
3.715 |
3.619 |
3.664 |
-0.038 |
6,729 |
28,970 |
+214 |
Mar13 |
120801 |
3.630 |
3.688 |
3.592 |
3.637 |
-0.036 |
7,350 |
46,923 |
+2,140 |
Apr13 |
120801 |
3.644 |
3.658 |
3.569 |
3.607 |
-0.033 |
12,938 |
68,319 |
+3,550 |
May13 |
120801 |
3.651 |
3.675 |
3.588 |
3.629 |
-0.031 |
1,678 |
16,840 |
+14 |
Jun13 |
120801 |
3.680 |
3.707 |
3.628 |
3.665 |
-0.031 |
1,552 |
8,851 |
+57 |
Jul13 |
120801 |
3.705 |
3.754 |
3.670 |
3.708 |
-0.031 |
2,896 |
13,568 |
+646 |
Aug13 |
120801 |
3.719 |
3.775 |
3.697 |
3.729 |
-0.031 |
1,516 |
10,802 |
+194 |
Sep13 |
120801 |
3.750 |
3.778 |
3.693 |
3.734 |
-0.030 |
1,456 |
8,933 |
+381 |
Oct13 |
120801 |
3.765 |
3.807 |
3.721 |
3.762 |
-0.030 |
3,757 |
35,971 |
-224 |
Nov13 |
120801 |
3.870 |
3.908 |
3.829 |
3.866 |
-0.029 |
925 |
17,357 |
-8 |
Dec13 |
120801 |
4.063 |
4.084 |
4.027 |
4.067 |
-0.026 |
612 |
16,683 |
-25 |
Total Volume and Open Interest |
349,579 |
1,111,869 |
+24,740 |
Brent Crude Oil(ICE) |
Sep12 |
120801 |
104.40 |
106.92 |
104.06 |
105.96 |
+1.04 |
128,633 |
218,423 |
-6,527 |
Oct12 |
120801 |
103.70 |
105.57 |
102.97 |
104.69 |
+0.85 |
64,087 |
235,787 |
+5,369 |
Nov12 |
120801 |
102.91 |
104.83 |
102.46 |
103.98 |
+0.69 |
29,546 |
96,365 |
+211 |
Dec12 |
120801 |
102.48 |
104.41 |
102.08 |
103.58 |
+0.61 |
36,702 |
137,281 |
-1,187 |
Jan13 |
120801 |
102.21 |
104.07 |
101.81 |
103.28 |
+0.60 |
6,139 |
43,318 |
+441 |
Feb13 |
120801 |
101.92 |
103.75 |
101.51 |
102.99 |
+0.60 |
4,409 |
30,164 |
+1,180 |
Mar13 |
120801 |
101.83 |
103.46 |
101.83 |
102.73 |
+0.59 |
3,237 |
30,838 |
+271 |
Apr13 |
120801 |
101.59 |
103.08 |
101.59 |
102.47 |
+0.59 |
1,103 |
14,763 |
-15 |
May13 |
120801 |
101.36 |
102.79 |
101.36 |
102.20 |
+0.57 |
1,571 |
14,977 |
-81 |
Jun13 |
120801 |
101.13 |
102.58 |
101.13 |
101.93 |
+0.55 |
5,096 |
58,846 |
-811 |
Jul13 |
120801 |
101.72 |
101.72 |
101.72 |
101.72 |
+0.54 |
642 |
13,665 |
+69 |
Aug13 |
120801 |
101.47 |
101.47 |
101.47 |
101.47 |
+0.53 |
760 |
13,703 |
+48 |
Sep13 |
120801 |
101.20 |
101.20 |
101.20 |
101.20 |
+0.52 |
597 |
14,159 |
+101 |
Oct13 |
120801 |
100.92 |
100.92 |
100.92 |
100.92 |
+0.51 |
667 |
8,095 |
+32 |
Total Volume and Open Interest |
304,665 |
1,175,944 |
+1,331 |
Gas Oil(ICE) |
Aug12 |
120801 |
898.50 |
915.00 |
898.50 |
909.50 |
+3.25 |
31,520 |
81,985 |
-3,799 |
Sep12 |
120801 |
899.00 |
914.75 |
897.50 |
909.50 |
+3.00 |
56,519 |
120,146 |
+2,244 |
Oct12 |
120801 |
897.00 |
912.75 |
897.00 |
907.75 |
+3.25 |
23,175 |
77,264 |
+2,770 |
Nov12 |
120801 |
893.75 |
909.50 |
893.75 |
904.50 |
+3.00 |
12,880 |
35,086 |
-180 |
Dec12 |
120801 |
890.50 |
906.25 |
889.50 |
901.25 |
+3.00 |
18,479 |
66,181 |
+2,005 |
Jan13 |
120801 |
888.50 |
904.25 |
888.50 |
899.50 |
+3.00 |
6,968 |
23,772 |
-25 |
Feb13 |
120801 |
886.50 |
901.50 |
886.25 |
897.00 |
+2.50 |
3,916 |
19,200 |
+378 |
Mar13 |
120801 |
887.75 |
898.25 |
887.75 |
894.00 |
+2.25 |
1,208 |
17,246 |
-338 |
Apr13 |
120801 |
886.50 |
895.50 |
886.00 |
891.00 |
+1.75 |
462 |
13,429 |
+39 |
May13 |
120801 |
883.25 |
892.25 |
882.75 |
887.75 |
+1.50 |
174 |
10,661 |
-20 |
Total Volume and Open Interest |
156,618 |
567,710 |
+2,912 |
Ethanol(CBOT) |
Aug12 |
120801 |
2.595 |
2.620 |
2.561 |
2.596 |
-0.034 |
179 |
194 |
-121 |
Sep12 |
120801 |
2.575 |
2.587 |
2.540 |
2.567 |
-0.022 |
268 |
1,539 |
+17 |
Oct12 |
120801 |
2.535 |
2.535 |
2.498 |
2.517 |
-0.029 |
124 |
1,602 |
+6 |
Nov12 |
120801 |
2.496 |
2.496 |
2.464 |
2.486 |
-0.026 |
51 |
1,533 |
+17 |
Dec12 |
120801 |
2.488 |
2.488 |
2.451 |
2.463 |
-0.026 |
44 |
1,544 |
-10 |
Jan13 |
120801 |
2.469 |
2.470 |
2.431 |
2.451 |
-0.027 |
69 |
1,565 |
+46 |
Feb13 |
120801 |
2.454 |
2.454 |
2.418 |
2.423 |
-0.036 |
93 |
1,177 |
-2 |
Mar13 |
120801 |
2.432 |
2.432 |
2.406 |
2.418 |
-0.037 |
110 |
1,198 |
-32 |
Total Volume and Open Interest |
1,082 |
12,153 |
-51 |
WTI Crude Oil(ICE) |
Sep12 |
120801 |
87.78 |
89.47 |
87.51 |
88.91 |
+0.85 |
29,997 |
60,753 |
-2,445 |
Oct12 |
120801 |
87.93 |
89.71 |
87.80 |
89.17 |
+0.83 |
14,828 |
38,486 |
+688 |
Nov12 |
120801 |
88.79 |
90.01 |
88.55 |
89.52 |
+0.80 |
7,423 |
22,013 |
-30 |
Dec12 |
120801 |
88.88 |
90.41 |
88.85 |
89.99 |
+0.79 |
9,835 |
93,019 |
+863 |
Jan13 |
120801 |
89.63 |
90.73 |
89.63 |
90.47 |
+0.80 |
1,921 |
17,851 |
+194 |
Feb13 |
120801 |
89.91 |
91.08 |
89.91 |
90.85 |
+0.81 |
1,193 |
9,989 |
+387 |
Mar13 |
120801 |
90.77 |
91.45 |
90.63 |
91.10 |
+0.82 |
908 |
10,620 |
+231 |
Apr13 |
120801 |
90.87 |
91.39 |
90.87 |
91.23 |
+0.83 |
526 |
3,678 |
+17 |
May13 |
120801 |
90.90 |
91.41 |
90.80 |
91.27 |
+0.82 |
410 |
4,314 |
-35 |
Jun13 |
120801 |
90.90 |
91.44 |
90.82 |
91.28 |
+0.81 |
1,041 |
26,712 |
+6 |
Jul13 |
120801 |
91.28 |
91.28 |
91.28 |
91.28 |
+0.80 |
397 |
2,403 |
+68 |
Aug13 |
120801 |
91.25 |
91.25 |
91.25 |
91.25 |
+0.80 |
453 |
3,222 |
+7 |
Sep13 |
120801 |
91.22 |
91.22 |
91.22 |
91.22 |
+0.80 |
283 |
7,397 |
-12 |
Oct13 |
120801 |
91.18 |
91.18 |
91.18 |
91.18 |
+0.81 |
209 |
1,749 |
+10 |
Nov13 |
120801 |
91.15 |
91.15 |
91.15 |
91.15 |
+0.83 |
141 |
3,122 |
-49 |
Dec13 |
120801 |
90.55 |
91.10 |
90.36 |
91.09 |
+0.85 |
2,728 |
55,274 |
+786 |
Total Volume and Open Interest |
74,047 |
440,695 |
+1,267 |
US Dollar Index(ICE) |
Sep12 |
120801 |
82.780 |
83.270 |
82.540 |
83.177 |
+0.467 |
13,967 |
65,973 |
-613 |
Dec12 |
120801 |
83.175 |
83.550 |
83.055 |
83.518 |
+0.488 |
3 |
715 |
+2 |
Mar13 |
120801 |
83.908 |
83.908 |
83.908 |
83.908 |
+0.488 |
|
|
|
Total Volume and Open Interest |
13,970 |
66,688 |
-611 |
Australian Dollar(CME) |
Sep12 |
120801 |
104.50 |
104.97 |
104.03 |
104.22 |
-0.46 |
105,735 |
141,695 |
+1,319 |
Dec12 |
120801 |
103.98 |
104.05 |
103.36 |
103.40 |
-0.46 |
30 |
832 |
+5 |
Mar13 |
120801 |
102.63 |
103.10 |
102.63 |
102.63 |
-0.47 |
0 |
4 |
+0 |
Total Volume and Open Interest |
105,766 |
142,534 |
+1,324 |
British Pound(CME) |
Sep12 |
120801 |
156.74 |
156.90 |
155.29 |
155.51 |
-1.30 |
77,248 |
110,659 |
-4,573 |
Dec12 |
120801 |
156.54 |
156.80 |
155.40 |
155.51 |
-1.29 |
61 |
340 |
+35 |
Mar13 |
120801 |
155.53 |
156.80 |
155.53 |
155.53 |
-1.27 |
0 |
47 |
+0 |
Total Volume and Open Interest |
77,309 |
111,053 |
-4,538 |
Canadian Dollar(CME) |
Sep12 |
120801 |
99.55 |
99.86 |
99.34 |
99.47 |
-0.15 |
85,241 |
88,348 |
-4,243 |
Dec12 |
120801 |
99.62 |
99.64 |
99.15 |
99.27 |
-0.15 |
718 |
7,897 |
+35 |
Mar13 |
120801 |
99.35 |
99.35 |
99.03 |
99.04 |
-0.15 |
0 |
1,609 |
+0 |
Jun13 |
120801 |
98.81 |
98.97 |
98.81 |
98.81 |
-0.16 |
2 |
352 |
+2 |
Total Volume and Open Interest |
85,962 |
98,256 |
-4,206 |
Japanese Yen(CME) |
Sep12 |
120801 |
128.07 |
128.42 |
127.44 |
127.59 |
-0.48 |
58,866 |
142,892 |
+1,247 |
Dec12 |
120801 |
128.23 |
128.48 |
127.63 |
127.74 |
-0.48 |
73 |
978 |
+24 |
Mar13 |
120801 |
127.91 |
128.39 |
127.91 |
127.91 |
-0.48 |
0 |
31 |
+0 |
Total Volume and Open Interest |
58,939 |
143,906 |
+1,271 |
Swiss Franc(CME) |
Sep12 |
120801 |
102.48 |
102.81 |
101.80 |
101.96 |
-0.61 |
29,250 |
59,931 |
+658 |
Dec12 |
120801 |
102.75 |
102.87 |
102.26 |
102.26 |
-0.61 |
1 |
197 |
+1 |
Mar13 |
120801 |
102.55 |
103.18 |
102.55 |
102.55 |
-0.63 |
0 |
2 |
+0 |
Total Volume and Open Interest |
29,251 |
60,130 |
+659 |
EuroFX(CME) |
Sep12 |
120801 |
123.06 |
123.44 |
122.25 |
122.43 |
-0.70 |
182,033 |
310,604 |
+1,253 |
Dec12 |
120801 |
123.14 |
123.55 |
122.45 |
122.59 |
-0.70 |
522 |
4,233 |
-49 |
Mar13 |
120801 |
122.74 |
123.45 |
122.74 |
122.74 |
-0.71 |
5 |
91 |
+0 |
Total Volume and Open Interest |
182,560 |
315,458 |
+1,204 |
Mexican Peso(CME) |
Aug12 |
120801 |
748.2 |
750.0 |
748.2 |
748.2 |
-1.8 |
|
|
|
Sep12 |
120801 |
746.8 |
752.0 |
743.2 |
746.0 |
-1.8 |
27,664 |
166,345 |
+4,181 |
Total Volume and Open Interest |
28,019 |
167,351 |
+4,494 |
Brazilian Real(CME) |
Sep12 |
120801 |
484.80 |
487.65 |
484.00 |
486.50 |
+0.90 |
715 |
3,773 |
+543 |
Oct12 |
120801 |
484.30 |
485.50 |
484.20 |
484.50 |
+1.30 |
102 |
0 |
-98 |
Nov12 |
120801 |
481.30 |
481.30 |
481.05 |
481.30 |
+0.25 |
|
|
|
Dec12 |
120801 |
478.10 |
479.80 |
478.10 |
478.10 |
-0.75 |
0 |
43 |
+0 |
Total Volume and Open Interest |
1,513 |
16,511 |
-224 |
30-Year T-Bonds(CBOT) |
Sep12 |
120801 |
151~170 |
151~190 |
150~070 |
150~090 |
-0~240 |
331,872 |
619,567 |
-7,474 |
Dec12 |
120801 |
152~200 |
152~200 |
151~100 |
151~100 |
-0~260 |
401 |
5,006 |
+122 |
Mar13 |
120801 |
150~180 |
151~120 |
150~180 |
150~180 |
-0~260 |
0 |
3 |
+0 |
Total Volume and Open Interest |
332,273 |
624,576 |
-7,352 |
10-Year T-Notes(CBOT) |
Sep12 |
120801 |
134~260 |
134~265 |
134~040 |
134~050 |
-0~160 |
840,589 |
1,727,242 |
+6,671 |
Dec12 |
120801 |
133~240 |
133~255 |
133~035 |
133~035 |
-0~170 |
1,707 |
4,529 |
+169 |
Mar13 |
120801 |
132~085 |
132~255 |
132~085 |
132~085 |
-0~170 |
|
|
|
Total Volume and Open Interest |
842,296 |
1,731,771 |
+6,840 |
5-Year T-Notes(CBOT) |
Sep12 |
120801 |
124~110 |
124~112 |
124~068 |
124~070 |
-0~030 |
360,839 |
1,175,651 |
+20,523 |
Dec12 |
120801 |
124~065 |
124~069 |
124~033 |
124~033 |
-0~031 |
425 |
6,119 |
+361 |
Mar13 |
120801 |
123~081 |
123~112 |
123~081 |
123~081 |
-0~031 |
|
|
|
Total Volume and Open Interest |
361,264 |
1,181,770 |
+20,884 |
2 Year T-Notes(CBOT) |
Sep12 |
120801 |
110~041 |
110~045 |
110~033 |
110~035 |
-0~004 |
226,487 |
1,036,522 |
+4,557 |
Dec12 |
120801 |
110~045 |
110~045 |
110~035 |
110~035 |
-0~005 |
6,465 |
32,331 |
+5,516 |
Mar13 |
120801 |
109~101 |
109~106 |
109~101 |
109~101 |
-0~005 |
|
|
|
Total Volume and Open Interest |
232,952 |
1,068,853 |
+10,073 |
Eurodollars(CME) |
Sep12 |
120801 |
99.620 |
99.635 |
99.610 |
99.615 |
unch |
134,429 |
920,380 |
-3,770 |
Dec12 |
120801 |
99.635 |
99.645 |
99.615 |
99.625 |
-0.005 |
212,508 |
996,049 |
+729 |
Mar13 |
120801 |
99.630 |
99.645 |
99.610 |
99.620 |
-0.005 |
144,225 |
695,938 |
+960 |
Jun13 |
120801 |
99.615 |
99.625 |
99.590 |
99.600 |
-0.010 |
120,713 |
669,044 |
-3,900 |
Sep13 |
120801 |
99.595 |
99.600 |
99.570 |
99.575 |
-0.010 |
119,291 |
702,939 |
+12,856 |
Dec13 |
120801 |
99.565 |
99.575 |
99.535 |
99.540 |
-0.015 |
101,175 |
660,783 |
-1,480 |
Mar14 |
120801 |
99.545 |
99.560 |
99.505 |
99.515 |
-0.020 |
90,178 |
596,451 |
+6,355 |
Jun14 |
120801 |
99.515 |
99.530 |
99.465 |
99.475 |
-0.025 |
78,497 |
450,646 |
-5,762 |
Sep14 |
120801 |
99.470 |
99.490 |
99.415 |
99.425 |
-0.030 |
60,225 |
369,087 |
+2,896 |
Dec14 |
120801 |
99.410 |
99.425 |
99.340 |
99.350 |
-0.040 |
62,597 |
345,425 |
-145 |
Mar15 |
120801 |
99.355 |
99.370 |
99.275 |
99.285 |
-0.045 |
57,205 |
310,587 |
+1,228 |
Jun15 |
120801 |
0.956 |
0.976 |
0.871 |
0.881 |
-0.055 |
70,541 |
269,131 |
-648 |
Sep15 |
120801 |
0.841 |
0.856 |
0.751 |
0.761 |
-0.060 |
44,966 |
234,444 |
+3,664 |
Dec15 |
120801 |
0.706 |
0.716 |
0.606 |
0.616 |
-0.070 |
32,719 |
168,989 |
+3,591 |
Mar16 |
120801 |
0.581 |
0.586 |
0.481 |
0.486 |
-0.075 |
26,366 |
95,882 |
+2,888 |
Jun16 |
120801 |
0.446 |
0.451 |
0.341 |
0.351 |
-0.075 |
31,481 |
101,914 |
-2,595 |
Sep16 |
120801 |
0.301 |
0.306 |
0.201 |
0.211 |
-0.070 |
16,063 |
79,789 |
+1,821 |
Dec16 |
120801 |
0.141 |
0.151 |
0.046 |
0.056 |
-0.070 |
17,842 |
88,021 |
+3,754 |
Total Volume and Open Interest |
1,490,484 |
7,980,751 |
+28,342 |
30 Day Federal Funds(CBOT) |
Aug12 |
120801 |
99.860 |
99.870 |
99.845 |
99.855 |
-0.005 |
5,343 |
58,495 |
+2,071 |
Sep12 |
120801 |
99.860 |
99.875 |
99.855 |
99.860 |
unch |
7,626 |
44,541 |
+563 |
Oct12 |
120801 |
99.865 |
99.875 |
99.855 |
99.860 |
-0.005 |
8,591 |
58,154 |
+2,301 |
Nov12 |
120801 |
99.870 |
99.875 |
99.860 |
99.865 |
-0.005 |
4,097 |
39,751 |
-428 |
Dec12 |
120801 |
99.875 |
99.885 |
99.870 |
99.870 |
-0.005 |
2,556 |
26,666 |
+326 |
Jan13 |
120801 |
99.875 |
99.880 |
99.865 |
99.870 |
unch |
2,645 |
23,128 |
-541 |
Total Volume and Open Interest |
47,261 |
508,295 |
+8,180 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep12 |
120801 |
99.705 |
99.705 |
99.705 |
99.705 |
unch |
|
|
|
Dec12 |
120801 |
99.730 |
99.730 |
99.730 |
99.730 |
unch |
|
|
|
Mar13 |
120801 |
99.735 |
99.735 |
99.735 |
99.735 |
unch |
|
|
|
Jun13 |
120801 |
99.808 |
99.808 |
99.808 |
99.808 |
unch |
|
|
|
Sep13 |
120801 |
99.770 |
99.770 |
99.770 |
99.770 |
unch |
|
|
|
Dec13 |
120801 |
99.770 |
99.770 |
99.770 |
99.770 |
unch |
|
|
|
Mar14 |
120801 |
99.770 |
99.770 |
99.770 |
99.770 |
unch |
|
|
|
Jun14 |
120801 |
99.630 |
99.630 |
99.630 |
99.630 |
unch |
|
|
|
Sep14 |
120801 |
99.490 |
99.490 |
99.490 |
99.490 |
unch |
|
|
|
Dec14 |
120801 |
99.620 |
99.620 |
99.620 |
99.620 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Sep12 |
120801 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
1,644 |
+0 |
Dec12 |
120801 |
99.73 |
99.73 |
99.73 |
99.73 |
unch |
0 |
660 |
+0 |
Mar13 |
120801 |
99.74 |
99.74 |
99.74 |
99.74 |
unch |
0 |
183 |
+0 |
Jun13 |
120801 |
99.81 |
99.81 |
99.81 |
99.81 |
unch |
0 |
201 |
+0 |
Sep13 |
120801 |
99.77 |
99.77 |
99.77 |
99.77 |
unch |
0 |
305 |
+0 |
Dec13 |
120801 |
99.77 |
99.77 |
99.77 |
99.77 |
unch |
0 |
384 |
+0 |
Mar14 |
120801 |
99.77 |
99.77 |
99.77 |
99.77 |
unch |
0 |
344 |
+0 |
Jun14 |
120801 |
99.63 |
99.63 |
99.63 |
99.63 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
3,725 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep12 |
120801 |
144.13 |
144.24 |
144.08 |
144.20 |
+0.07 |
5,085 |
21,184 |
-514 |
Dec12 |
120801 |
143.79 |
143.79 |
143.79 |
143.79 |
+0.47 |
0 |
7 |
+0 |
Mar13 |
120801 |
141.70 |
141.70 |
141.70 |
141.70 |
+0.47 |
|
|
|
Total Volume and Open Interest |
5,085 |
21,191 |
-514 |
Euro-Bund(EUREX) |
Sep12 |
120801 |
144.50 |
144.50 |
143.23 |
143.50 |
-1.07 |
581,013 |
898,357 |
-11,771 |
Dec12 |
120801 |
142.54 |
142.54 |
141.54 |
141.74 |
-1.08 |
83 |
3,261 |
+58 |
Mar13 |
120801 |
141.74 |
141.74 |
141.74 |
141.74 |
-1.08 |
|
|
|
Total Volume and Open Interest |
581,096 |
901,618 |
-11,713 |
Euro-Bobl(EUREX) |
Sep12 |
120801 |
127.76 |
127.76 |
127.26 |
127.36 |
-0.39 |
377,937 |
609,814 |
-7,550 |
Dec12 |
120801 |
126.00 |
126.00 |
125.64 |
125.71 |
-0.39 |
3 |
2,874 |
-1 |
Mar13 |
120801 |
125.71 |
125.71 |
125.71 |
125.71 |
-0.39 |
|
|
|
Total Volume and Open Interest |
377,940 |
612,688 |
-7,551 |
3-Mth Euribor(EUREX) |
Sep12 |
120801 |
99.710 |
99.710 |
99.710 |
99.710 |
-0.010 |
35 |
3,268 |
+0 |
Dec12 |
120801 |
99.725 |
99.725 |
99.725 |
99.725 |
-0.015 |
20 |
1,295 |
+0 |
Mar13 |
120801 |
99.710 |
99.710 |
99.710 |
99.710 |
-0.020 |
247 |
1,193 |
+20 |
Total Volume and Open Interest |
803 |
7,364 |
+283 |
Long Gilt(LIFFE) |
Sep12 |
120801 |
122~02 |
122~02 |
121~03 |
121~14 |
-0~14 |
110,502 |
367,933 |
+4,096 |
Dec12 |
120801 |
120~12 |
120~12 |
120~12 |
120~12 |
-0~14 |
50 |
120 |
+0 |
Total Volume and Open Interest |
110,552 |
368,053 |
+4,096 |
3-Mth Short Sterling(LIFFE) |
Sep12 |
120801 |
99.41 |
99.42 |
99.37 |
99.40 |
-0.01 |
50,629 |
388,787 |
+965 |
Dec12 |
120801 |
99.48 |
99.48 |
99.44 |
99.46 |
-0.02 |
44,349 |
345,690 |
+8,287 |
Mar13 |
120801 |
99.53 |
99.53 |
99.48 |
99.49 |
-0.03 |
28,981 |
328,014 |
+4,689 |
Jun13 |
120801 |
99.53 |
99.54 |
99.47 |
99.49 |
-0.03 |
29,424 |
312,979 |
+5,176 |
Sep13 |
120801 |
99.52 |
99.53 |
99.46 |
99.47 |
-0.04 |
35,688 |
390,328 |
-6,503 |
Dec13 |
120801 |
99.49 |
99.51 |
99.42 |
99.44 |
-0.04 |
29,737 |
238,309 |
+6,715 |
Total Volume and Open Interest |
311,623 |
2,713,850 |
+31,706 |
3-Mth Euribor(LIFFE) |
Sep12 |
120801 |
99.720 |
99.735 |
99.700 |
99.710 |
-0.010 |
102,820 |
533,739 |
-12,442 |
Dec12 |
120801 |
99.740 |
99.750 |
99.715 |
99.725 |
-0.015 |
109,719 |
535,649 |
-2,533 |
Mar13 |
120801 |
99.730 |
99.740 |
99.705 |
99.710 |
-0.020 |
99,600 |
445,303 |
+10,084 |
Total Volume and Open Interest |
786,716 |
3,535,408 |
+29,526 |
3-Mth Aus T-Bills(SFE) |
Sep12 |
120801 |
96.59 |
96.65 |
96.57 |
96.59 |
unch |
19,342 |
160,443 |
-3,960 |
Dec12 |
120801 |
96.81 |
96.85 |
96.77 |
96.80 |
unch |
28,560 |
182,769 |
-6,894 |
Mar13 |
120801 |
96.94 |
96.97 |
96.89 |
96.92 |
-0.01 |
16,726 |
118,369 |
-594 |
Jun13 |
120801 |
96.95 |
96.98 |
96.91 |
96.92 |
-0.02 |
7,564 |
92,174 |
+1,005 |
Sep13 |
120801 |
96.86 |
96.91 |
96.85 |
96.86 |
-0.02 |
4,252 |
54,311 |
-11 |
Dec13 |
120801 |
96.77 |
96.84 |
96.77 |
96.78 |
-0.02 |
2,182 |
43,467 |
+365 |
Mar14 |
120801 |
96.73 |
96.79 |
96.72 |
96.73 |
-0.02 |
1,430 |
26,883 |
+441 |
Jun14 |
120801 |
96.70 |
96.74 |
96.67 |
96.67 |
-0.02 |
865 |
14,956 |
+437 |
Sep14 |
120801 |
96.64 |
96.66 |
96.61 |
96.61 |
-0.03 |
165 |
2,079 |
+143 |
Dec14 |
120801 |
96.61 |
96.61 |
96.55 |
96.55 |
-0.03 |
10 |
396 |
+0 |
Total Volume and Open Interest |
81,096 |
695,896 |
-9,068 |
10-Year Aus T-Bonds(SFE) |
Sep12 |
120801 |
96.99 |
97.06 |
96.96 |
96.98 |
-0.02 |
62,534 |
398,382 |
-6,133 |
Dec12 |
120801 |
96.98 |
96.98 |
96.98 |
96.98 |
-0.02 |
|
|
|
Total Volume and Open Interest |
62,534 |
398,382 |
-6,133 |
3-Year Aus T-Bonds(SFE) |
Sep12 |
120801 |
97.47 |
97.54 |
97.43 |
97.45 |
-0.03 |
215,277 |
573,099 |
+18,222 |
Dec12 |
120801 |
97.45 |
97.45 |
97.45 |
97.45 |
-0.03 |
|
|
|
Total Volume and Open Interest |
215,277 |
573,099 |
+18,222 |
Gold(CMX) |
Aug12 |
120801 |
1613.4 |
1617.6 |
1592.0 |
1603.7 |
-6.8 |
52,890 |
11,698 |
-28,186 |
Oct12 |
120801 |
1615.8 |
1619.5 |
1593.0 |
1605.1 |
-7.3 |
5,776 |
28,415 |
+423 |
Dec12 |
120801 |
1617.5 |
1621.8 |
1595.0 |
1607.3 |
-7.3 |
111,653 |
260,096 |
+22,750 |
Feb13 |
120801 |
1620.3 |
1623.2 |
1598.0 |
1609.4 |
-7.3 |
326 |
22,016 |
+107 |
Apr13 |
120801 |
1623.5 |
1625.2 |
1600.0 |
1611.3 |
-7.4 |
32 |
16,680 |
-12 |
Jun13 |
120801 |
1614.0 |
1614.0 |
1601.9 |
1613.3 |
-7.3 |
254 |
19,855 |
+80 |
Aug13 |
120801 |
1609.0 |
1615.2 |
1609.0 |
1615.2 |
-7.3 |
32 |
3,494 |
+2 |
Oct13 |
120801 |
1617.3 |
1617.3 |
1617.3 |
1617.3 |
-7.4 |
33 |
1,226 |
-1 |
Dec13 |
120801 |
1613.6 |
1619.4 |
1613.6 |
1619.4 |
-7.4 |
441 |
9,192 |
-197 |
Feb14 |
120801 |
1621.7 |
1621.7 |
1621.7 |
1621.7 |
-7.4 |
2 |
4 |
+0 |
Apr14 |
120801 |
1624.1 |
1624.1 |
1624.1 |
1624.1 |
-7.4 |
0 |
2 |
+0 |
Jun14 |
120801 |
1626.6 |
1626.6 |
1626.6 |
1626.6 |
-7.4 |
115 |
8,140 |
+115 |
Total Volume and Open Interest |
172,891 |
413,393 |
-4,616 |
Silver(CMX) |
Sep12 |
120801 |
2793.0 |
2802.0 |
2706.0 |
2753.5 |
-37.9 |
30,744 |
59,220 |
-416 |
Dec12 |
120801 |
2798.0 |
2807.0 |
2716.0 |
2761.4 |
-38.0 |
2,900 |
29,682 |
+571 |
Mar13 |
120801 |
2815.0 |
2815.0 |
2734.0 |
2767.3 |
-38.1 |
540 |
3,898 |
+133 |
May13 |
120801 |
2769.3 |
2769.3 |
2769.3 |
2769.3 |
-38.1 |
232 |
2,933 |
+151 |
Jul13 |
120801 |
2745.0 |
2770.6 |
2745.0 |
2770.6 |
-38.1 |
223 |
4,224 |
+162 |
Sep13 |
120801 |
2813.0 |
2813.0 |
2771.4 |
2771.4 |
-38.1 |
44 |
1,766 |
+15 |
Dec13 |
120801 |
2772.2 |
2772.2 |
2772.2 |
2772.2 |
-38.1 |
25 |
11,688 |
+25 |
Total Volume and Open Interest |
34,822 |
121,934 |
+616 |
Platinum(NYMEX) |
Oct12 |
120801 |
1417.9 |
1418.4 |
1387.4 |
1401.3 |
-15.6 |
6,173 |
49,392 |
-168 |
Jan13 |
120801 |
1416.2 |
1420.7 |
1394.0 |
1404.8 |
-15.3 |
141 |
2,896 |
+97 |
Apr13 |
120801 |
1407.8 |
1407.8 |
1407.8 |
1407.8 |
-15.3 |
0 |
26 |
+0 |
Jul13 |
120801 |
1408.8 |
1408.8 |
1408.8 |
1408.8 |
-15.3 |
0 |
1 |
+0 |
Total Volume and Open Interest |
6,318 |
52,323 |
-71 |
Palladium(NYMEX) |
Sep12 |
120801 |
586.75 |
592.05 |
578.20 |
582.60 |
-7.95 |
3,339 |
22,205 |
-35 |
Dec12 |
120801 |
591.90 |
591.90 |
582.20 |
584.55 |
-7.85 |
179 |
1,479 |
+81 |
Mar13 |
120801 |
585.50 |
585.50 |
585.50 |
585.50 |
-7.85 |
|
|
|
Total Volume and Open Interest |
3,518 |
23,689 |
+46 |
Copper(CMX) |
Sep12 |
120801 |
341.75 |
342.65 |
334.55 |
337.50 |
-4.25 |
44,088 |
78,327 |
-1,736 |
Dec12 |
120801 |
342.75 |
343.30 |
335.80 |
338.65 |
-4.25 |
5,329 |
43,075 |
+1,433 |
Mar13 |
120801 |
343.60 |
343.75 |
337.00 |
339.75 |
-4.25 |
1,085 |
8,638 |
+610 |
May13 |
120801 |
343.75 |
343.75 |
339.60 |
340.35 |
-4.25 |
35 |
1,810 |
+1 |
Jul13 |
120801 |
344.05 |
344.05 |
339.20 |
340.65 |
-4.25 |
65 |
882 |
+9 |
Total Volume and Open Interest |
51,893 |
142,663 |
+765 |
DJIA Index(CBOT) |
Sep12 |
120801 |
12942 |
13016 |
12900 |
12923 |
-26 |
123 |
11,204 |
-8 |
Dec12 |
120801 |
12844 |
12868 |
12844 |
12844 |
-24 |
1 |
28 |
+0 |
Mar13 |
120801 |
12770 |
12794 |
12770 |
12770 |
-24 |
|
|
|
Jun13 |
120801 |
12694 |
12718 |
12694 |
12694 |
-24 |
|
|
|
Total Volume and Open Interest |
124 |
11,232 |
-8 |
E-mini DJIA Index(CBOT) |
Sep12 |
120801 |
12940 |
13023 |
12895 |
12923 |
-26 |
104,687 |
95,381 |
+1,611 |
Dec12 |
120801 |
12878 |
12878 |
12837 |
12844 |
-24 |
6 |
168 |
-2 |
Mar13 |
120801 |
12770 |
12770 |
12770 |
12770 |
-24 |
0 |
2 |
+0 |
Jun13 |
120801 |
12694 |
12694 |
12694 |
12694 |
-24 |
0 |
38 |
+0 |
Total Volume and Open Interest |
104,693 |
95,589 |
+1,609 |
S & P 500(CME) |
Sep12 |
120801 |
1372.30 |
1381.30 |
1369.00 |
1370.40 |
-4.20 |
10,754 |
219,068 |
-1,616 |
Dec12 |
120801 |
1371.20 |
1373.50 |
1362.50 |
1363.30 |
-4.20 |
224 |
11,473 |
+208 |
Mar13 |
120801 |
1356.40 |
1366.60 |
1356.40 |
1356.40 |
-4.20 |
30 |
659 |
+40 |
Jun13 |
120801 |
1349.50 |
1359.70 |
1349.50 |
1349.50 |
-4.20 |
0 |
19 |
+0 |
Total Volume and Open Interest |
11,008 |
231,219 |
-1,368 |
S & P 500 E-Mini(Globex) |
Sep12 |
120801 |
1372.00 |
1381.50 |
1367.75 |
1370.50 |
-4.00 |
1,486,890 |
2,739,745 |
-46,577 |
Dec12 |
120801 |
1365.75 |
1373.75 |
1360.50 |
1363.25 |
-4.25 |
1,889 |
22,538 |
+1,257 |
Total Volume and Open Interest |
1,488,828 |
2,763,750 |
-45,266 |
NASDAQ 100(CME) |
Sep12 |
120801 |
2633.00 |
2655.00 |
2618.00 |
2625.00 |
-11.50 |
315 |
8,902 |
-62 |
Dec12 |
120801 |
2617.50 |
2635.00 |
2617.50 |
2617.50 |
-11.50 |
0 |
7 |
+0 |
Mar13 |
120801 |
2612.00 |
2623.50 |
2612.00 |
2612.00 |
-11.50 |
|
|
|
Total Volume and Open Interest |
315 |
8,909 |
-62 |
NASDAQ 100 E-Mini(Globex) |
Sep12 |
120801 |
2634.80 |
2656.30 |
2618.50 |
2625.00 |
-11.50 |
235,413 |
367,646 |
+9,862 |
Dec12 |
120801 |
2620.30 |
2620.30 |
2617.50 |
2617.50 |
-11.50 |
5 |
303 |
-3 |
Total Volume and Open Interest |
235,418 |
367,958 |
+9,859 |
S & P Midcap 400(CME) |
Sep12 |
120801 |
929.20 |
929.20 |
926.00 |
929.20 |
-9.40 |
0 |
1,741 |
+0 |
Dec12 |
120801 |
925.30 |
934.70 |
925.30 |
925.30 |
-9.40 |
|
|
|
Mar13 |
120801 |
923.30 |
932.70 |
923.30 |
923.30 |
-9.40 |
|
|
|
Total Volume and Open Interest |
0 |
1,741 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep12 |
120801 |
8620 |
8690 |
8585 |
8675 |
+65 |
2,472 |
31,230 |
+236 |
Dec12 |
120801 |
8635 |
8635 |
8570 |
8635 |
+65 |
3 |
7 |
+1 |
Total Volume and Open Interest |
2,475 |
31,237 |
+237 |
Nikkei 225(SGX) |
Sep12 |
120801 |
8655 |
8690 |
8570 |
8630 |
-45 |
96,996 |
197,270 |
+89 |
Dec12 |
120801 |
8620 |
8620 |
8565 |
8565 |
-50 |
205 |
10,766 |
+163 |
Mar13 |
120801 |
8555 |
8555 |
8555 |
8555 |
-45 |
0 |
48 |
+0 |
Total Volume and Open Interest |
97,346 |
215,870 |
+243 |
CAC 40(EURONEXT) |
Aug12 |
120801 |
3294.0 |
3329.0 |
3290.0 |
3325.0 |
+33.0 |
159,756 |
302,404 |
+906 |
Sep12 |
120801 |
3288.0 |
3322.0 |
3288.0 |
3318.5 |
+33.0 |
1,296 |
39,279 |
-88 |
Oct12 |
120801 |
3306.0 |
3306.0 |
3306.0 |
3306.0 |
+31.0 |
2 |
3 |
+2 |
Total Volume and Open Interest |
161,089 |
341,792 |
+820 |
Hang Seng Index(HKFE) |
Aug12 |
120801 |
19600 |
19880 |
19593 |
19792 |
+78 |
69,288 |
80,678 |
+5,781 |
Sep12 |
120801 |
19538 |
19790 |
19516 |
19705 |
+82 |
305 |
4,691 |
-26 |
Total Volume and Open Interest |
84,125 |
105,700 |
-4,508 |
DAX(EUREX) |
Sep12 |
120801 |
6776.5 |
6803.5 |
6726.0 |
6758.0 |
-26.0 |
130,700 |
158,913 |
+678 |
Dec12 |
120801 |
6796.5 |
6796.5 |
6729.5 |
6757.0 |
-26.5 |
383 |
9,907 |
+155 |
Mar13 |
120801 |
6787.0 |
6787.0 |
6740.0 |
6759.5 |
-26.0 |
44 |
802 |
+3 |
Total Volume and Open Interest |
131,127 |
169,622 |
+836 |
FT-SE 100(EURONEXT) |
Sep12 |
120801 |
5577.50 |
5689.50 |
5573.50 |
5668.50 |
+62.50 |
90,569 |
621,432 |
+5,217 |
Dec12 |
120801 |
5550.50 |
5655.50 |
5550.50 |
5638.00 |
+62.50 |
1 |
653 |
+3 |
Mar13 |
120801 |
5595.00 |
5595.00 |
5595.00 |
5595.00 |
+62.00 |
0 |
247 |
+0 |
Total Volume and Open Interest |
90,570 |
622,332 |
+5,220 |
SPI 200(SFE) |
Sep12 |
120801 |
4226.0 |
4235.0 |
4206.0 |
4226.0 |
-1.0 |
34,623 |
242,681 |
+2,988 |
Dec12 |
120801 |
4219.0 |
4223.0 |
4219.0 |
4223.0 |
-1.0 |
498 |
5,866 |
+162 |
Mar13 |
120801 |
4186.0 |
4186.0 |
4186.0 |
4186.0 |
-1.0 |
1 |
1,404 |
+1 |
Total Volume and Open Interest |
35,206 |
251,891 |
+3,234 |
GSCI(CME) |
Aug12 |
120801 |
636.00 |
639.00 |
633.00 |
634.50 |
-0.50 |
205 |
7,754 |
-37 |
Sep12 |
120801 |
634.50 |
637.50 |
631.50 |
632.50 |
-0.90 |
60 |
860 |
+60 |
Oct12 |
120801 |
634.00 |
638.25 |
632.25 |
634.00 |
-0.50 |
|
|
|
Total Volume and Open Interest |
265 |
8,614 |
+23 |
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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