|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu August 02, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug12 |
120802 |
1695.75 |
1697.00 |
1635.75 |
1653.00 |
-29.25 |
15,532 |
9,659 |
-6,102 |
Sep12 |
120802 |
1645.25 |
1656.00 |
1601.25 |
1623.50 |
-15.25 |
17,916 |
43,341 |
-1,941 |
Nov12 |
120802 |
1636.75 |
1645.75 |
1595.00 |
1616.50 |
-12.50 |
132,369 |
384,723 |
+3,754 |
Jan13 |
120802 |
1628.00 |
1635.50 |
1588.25 |
1610.25 |
-10.50 |
8,879 |
81,695 |
-756 |
Mar13 |
120802 |
1536.50 |
1543.50 |
1509.00 |
1520.75 |
-8.50 |
10,170 |
82,553 |
-758 |
May13 |
120802 |
1450.25 |
1455.00 |
1429.50 |
1442.75 |
-1.25 |
8,161 |
77,672 |
+1,662 |
Jul13 |
120802 |
1440.50 |
1442.00 |
1419.50 |
1430.75 |
+0.25 |
7,765 |
55,540 |
+744 |
Aug13 |
120802 |
1404.50 |
1404.75 |
1404.50 |
1404.50 |
-0.25 |
8 |
302 |
+4 |
Sep13 |
120802 |
1332.25 |
1337.00 |
1332.25 |
1332.25 |
-4.75 |
8 |
341 |
+0 |
Nov13 |
120802 |
1280.00 |
1286.00 |
1261.75 |
1271.00 |
-2.50 |
2,709 |
23,208 |
+575 |
Jan14 |
120802 |
1274.50 |
1277.50 |
1274.50 |
1274.50 |
-3.00 |
0 |
189 |
+0 |
Mar14 |
120802 |
1275.00 |
1277.50 |
1275.00 |
1275.00 |
-2.50 |
0 |
13 |
+0 |
May14 |
120802 |
1275.25 |
1277.50 |
1275.00 |
1275.00 |
-2.50 |
0 |
1 |
+0 |
Jul14 |
120802 |
1279.00 |
1281.50 |
1279.00 |
1279.00 |
-2.50 |
0 |
9 |
+0 |
Total Volume and Open Interest |
203,606 |
760,359 |
-2,788 |
Soybean Meal(CBOT) |
Aug12 |
120802 |
540.90 |
542.70 |
517.30 |
523.70 |
-13.50 |
9,025 |
8,376 |
-2,281 |
Sep12 |
120802 |
512.40 |
516.50 |
497.40 |
505.90 |
-6.50 |
20,218 |
45,276 |
-1,187 |
Oct12 |
120802 |
500.90 |
504.30 |
486.60 |
495.70 |
-5.10 |
5,531 |
26,217 |
+1,004 |
Dec12 |
120802 |
496.30 |
499.60 |
481.00 |
490.20 |
-4.60 |
34,704 |
109,674 |
-338 |
Jan13 |
120802 |
489.20 |
490.60 |
475.50 |
481.90 |
-4.10 |
2,426 |
11,362 |
+507 |
Mar13 |
120802 |
454.30 |
454.60 |
443.30 |
449.70 |
-1.90 |
1,371 |
13,389 |
+41 |
May13 |
120802 |
414.30 |
415.00 |
407.10 |
413.10 |
+0.40 |
2,025 |
12,095 |
+278 |
Jul13 |
120802 |
407.00 |
408.30 |
401.00 |
405.70 |
unch |
1,296 |
12,207 |
+241 |
Aug13 |
120802 |
398.90 |
398.90 |
393.50 |
393.50 |
-2.20 |
104 |
608 |
+43 |
Sep13 |
120802 |
381.40 |
383.00 |
376.00 |
380.80 |
-2.20 |
43 |
560 |
+8 |
Total Volume and Open Interest |
76,866 |
246,496 |
-1,652 |
Soybean Oil(CBOT) |
Aug12 |
120802 |
52.19 |
52.19 |
51.11 |
51.54 |
-0.19 |
15,613 |
6,979 |
-607 |
Sep12 |
120802 |
52.26 |
52.58 |
51.35 |
51.79 |
-0.18 |
28,103 |
64,194 |
+3,646 |
Oct12 |
120802 |
52.61 |
52.62 |
51.57 |
51.98 |
-0.20 |
6,287 |
25,796 |
+1,051 |
Dec12 |
120802 |
52.80 |
53.17 |
51.92 |
52.36 |
-0.20 |
47,177 |
151,186 |
+1,011 |
Jan13 |
120802 |
53.40 |
53.40 |
52.22 |
52.63 |
-0.18 |
3,095 |
24,150 |
+121 |
Mar13 |
120802 |
53.27 |
53.46 |
52.48 |
52.85 |
-0.16 |
2,652 |
18,895 |
-296 |
May13 |
120802 |
53.80 |
53.80 |
52.68 |
53.07 |
-0.14 |
3,371 |
12,111 |
+7 |
Jul13 |
120802 |
53.97 |
53.97 |
52.87 |
53.31 |
-0.15 |
3,473 |
10,890 |
+99 |
Aug13 |
120802 |
53.50 |
53.50 |
53.20 |
53.35 |
-0.15 |
182 |
2,007 |
-80 |
Sep13 |
120802 |
53.20 |
53.36 |
53.18 |
53.29 |
-0.14 |
163 |
1,191 |
+2 |
Total Volume and Open Interest |
110,593 |
326,318 |
+5,159 |
Canola(WCE) |
Nov12 |
120802 |
616.0 |
621.6 |
606.0 |
613.2 |
-6.8 |
10,944 |
141,485 |
-206 |
Jan13 |
120802 |
617.9 |
619.4 |
610.0 |
615.0 |
-7.1 |
2,757 |
42,467 |
+1,027 |
Mar13 |
120802 |
618.4 |
619.9 |
608.7 |
615.7 |
-7.4 |
629 |
15,076 |
+126 |
May13 |
120802 |
608.2 |
609.1 |
599.9 |
605.9 |
-7.0 |
450 |
18,856 |
+157 |
Jul13 |
120802 |
585.5 |
596.2 |
585.5 |
595.3 |
-7.0 |
426 |
3,620 |
+257 |
Total Volume and Open Interest |
15,255 |
223,237 |
+1,404 |
Corn(CBOT) |
Sep12 |
120802 |
803.00 |
808.50 |
784.25 |
794.00 |
-6.50 |
76,761 |
314,651 |
-14,654 |
Dec12 |
120802 |
803.00 |
808.25 |
785.25 |
795.75 |
-4.75 |
139,934 |
541,470 |
+4,367 |
Mar13 |
120802 |
801.00 |
806.75 |
786.25 |
797.50 |
-1.50 |
15,026 |
139,774 |
+410 |
May13 |
120802 |
795.00 |
798.50 |
780.00 |
791.00 |
-0.75 |
8,923 |
29,729 |
-1,357 |
Jul13 |
120802 |
787.25 |
792.00 |
772.75 |
785.50 |
-0.50 |
7,568 |
80,204 |
+2,070 |
Sep13 |
120802 |
686.00 |
687.25 |
676.00 |
684.75 |
-1.75 |
1,211 |
11,443 |
+601 |
Dec13 |
120802 |
636.00 |
639.50 |
627.25 |
639.00 |
+2.75 |
3,571 |
65,320 |
+618 |
Mar14 |
120802 |
645.00 |
646.00 |
638.00 |
646.00 |
+2.75 |
65 |
1,631 |
-11 |
May14 |
120802 |
647.75 |
647.75 |
644.50 |
647.75 |
+3.25 |
9 |
355 |
-5 |
Jul14 |
120802 |
638.00 |
647.75 |
638.00 |
647.75 |
+3.50 |
21 |
966 |
+3 |
Total Volume and Open Interest |
253,148 |
1,190,062 |
-7,942 |
Wheat(CBOT) |
Sep12 |
120802 |
879.00 |
889.75 |
856.00 |
865.00 |
-14.50 |
60,843 |
175,614 |
-4,464 |
Dec12 |
120802 |
893.75 |
904.00 |
870.00 |
879.50 |
-14.25 |
43,513 |
170,738 |
+2,842 |
Mar13 |
120802 |
902.00 |
908.50 |
878.00 |
884.50 |
-14.25 |
6,278 |
36,162 |
-31 |
May13 |
120802 |
882.00 |
883.00 |
859.25 |
862.50 |
-18.25 |
1,119 |
14,857 |
+295 |
Jul13 |
120802 |
840.50 |
844.00 |
822.00 |
827.00 |
-16.25 |
1,895 |
42,715 |
+134 |
Sep13 |
120802 |
841.25 |
842.50 |
822.75 |
827.75 |
-14.75 |
144 |
1,234 |
+6 |
Total Volume and Open Interest |
114,133 |
467,567 |
-1,128 |
Wheat(KCBT) |
Sep12 |
120802 |
886.50 |
893.50 |
862.25 |
869.00 |
-15.00 |
13,250 |
74,172 |
-1,326 |
Dec12 |
120802 |
907.75 |
915.00 |
869.00 |
891.50 |
-14.00 |
6,280 |
53,503 |
+335 |
Mar13 |
120802 |
917.00 |
922.00 |
894.00 |
902.25 |
-11.75 |
1,062 |
12,708 |
+211 |
May13 |
120802 |
905.75 |
912.50 |
890.50 |
898.75 |
-11.75 |
561 |
6,364 |
+34 |
Jul13 |
120802 |
860.00 |
861.00 |
842.00 |
847.75 |
-16.25 |
357 |
12,084 |
-14 |
Sep13 |
120802 |
842.00 |
869.00 |
841.25 |
848.75 |
-13.25 |
22 |
440 |
-2 |
Total Volume and Open Interest |
21,539 |
160,052 |
-760 |
Wheat(MGE) |
Sep12 |
120802 |
938.00 |
945.00 |
922.25 |
926.50 |
-11.50 |
3,237 |
16,349 |
+171 |
Dec12 |
120802 |
947.75 |
955.50 |
932.25 |
936.50 |
-11.00 |
1,687 |
15,959 |
+615 |
Mar13 |
120802 |
958.50 |
960.00 |
941.25 |
943.75 |
-9.75 |
319 |
4,986 |
+149 |
May13 |
120802 |
945.00 |
958.00 |
945.00 |
945.25 |
-10.25 |
36 |
1,009 |
+16 |
Jul13 |
120802 |
937.75 |
950.50 |
935.00 |
945.25 |
-2.25 |
7 |
301 |
+0 |
Total Volume and Open Interest |
5,297 |
39,085 |
+962 |
Oats(CBOT) |
Sep12 |
120802 |
372.00 |
374.00 |
363.00 |
371.75 |
+0.75 |
788 |
1,571 |
-414 |
Dec12 |
120802 |
374.00 |
375.00 |
362.00 |
372.50 |
+0.50 |
1,456 |
8,584 |
+470 |
Mar13 |
120802 |
375.75 |
375.75 |
365.00 |
374.00 |
+1.50 |
4 |
301 |
+0 |
May13 |
120802 |
375.75 |
375.75 |
374.25 |
375.75 |
+1.50 |
0 |
17 |
+0 |
Total Volume and Open Interest |
2,248 |
10,480 |
+56 |
Rough Rice(CBOT) |
Sep12 |
120802 |
15.64 |
15.88 |
15.56 |
15.88 |
+0.29 |
981 |
9,785 |
-241 |
Nov12 |
120802 |
15.90 |
16.15 |
15.90 |
16.15 |
+0.28 |
614 |
3,424 |
+457 |
Jan13 |
120802 |
16.20 |
16.42 |
16.20 |
16.42 |
+0.29 |
3 |
248 |
+0 |
Mar13 |
120802 |
16.60 |
16.68 |
16.56 |
16.68 |
+0.30 |
0 |
104 |
+0 |
Total Volume and Open Interest |
1,598 |
13,583 |
+216 |
Live Cattle(CME) |
Aug12 |
120802 |
118.950 |
120.350 |
118.430 |
120.000 |
+1.000 |
11,220 |
36,002 |
-3,730 |
Oct12 |
120802 |
124.035 |
125.430 |
123.550 |
125.100 |
+1.020 |
23,984 |
132,700 |
-148 |
Dec12 |
120802 |
127.500 |
128.325 |
126.635 |
127.700 |
+0.450 |
12,016 |
73,941 |
+175 |
Feb13 |
120802 |
130.880 |
131.630 |
130.100 |
131.035 |
+0.485 |
7,322 |
33,101 |
-5 |
Apr13 |
120802 |
134.150 |
134.700 |
133.450 |
134.450 |
+0.700 |
3,192 |
19,234 |
+833 |
Jun13 |
120802 |
131.380 |
131.900 |
130.750 |
131.700 |
+0.450 |
698 |
6,008 |
+157 |
Total Volume and Open Interest |
58,683 |
303,512 |
-2,631 |
Feeder Cattle(CME) |
Aug12 |
120802 |
139.300 |
140.735 |
139.285 |
139.750 |
-0.035 |
2,682 |
8,796 |
-560 |
Sep12 |
120802 |
140.685 |
141.950 |
140.300 |
140.550 |
-0.580 |
2,001 |
7,890 |
+67 |
Oct12 |
120802 |
141.700 |
142.985 |
141.185 |
142.035 |
-0.345 |
1,941 |
9,412 |
+119 |
Nov12 |
120802 |
144.035 |
145.200 |
143.600 |
144.380 |
-0.195 |
969 |
4,723 |
+165 |
Jan13 |
120802 |
148.000 |
148.900 |
147.300 |
148.150 |
-0.085 |
811 |
4,027 |
+226 |
Mar13 |
120802 |
150.075 |
151.100 |
149.735 |
150.900 |
-0.100 |
213 |
942 |
+45 |
Apr13 |
120802 |
151.600 |
153.000 |
151.000 |
153.000 |
unch |
43 |
451 |
+6 |
Total Volume and Open Interest |
8,702 |
36,765 |
+87 |
Lean Hogs(CME) |
Aug12 |
120802 |
93.250 |
93.730 |
91.080 |
91.600 |
-1.600 |
8,790 |
16,749 |
-2,020 |
Oct12 |
120802 |
79.930 |
80.035 |
78.200 |
78.225 |
-1.500 |
25,994 |
97,987 |
+951 |
Dec12 |
120802 |
77.200 |
77.250 |
75.635 |
75.930 |
-1.070 |
11,414 |
47,827 |
-1,853 |
Feb13 |
120802 |
84.050 |
84.230 |
82.450 |
82.930 |
-1.120 |
8,208 |
24,903 |
-7 |
Apr13 |
120802 |
89.680 |
89.930 |
88.700 |
89.150 |
-0.750 |
4,536 |
17,626 |
+989 |
May13 |
120802 |
95.500 |
96.200 |
95.150 |
96.200 |
-0.200 |
20 |
781 |
+1 |
Jun13 |
120802 |
99.000 |
99.200 |
98.200 |
99.100 |
-0.130 |
2,343 |
9,891 |
-24 |
Jul13 |
120802 |
97.750 |
98.250 |
97.500 |
97.850 |
-0.500 |
348 |
3,333 |
+103 |
Total Volume and Open Interest |
62,151 |
221,692 |
-1,465 |
Class III Milk(CME) |
Aug12 |
120802 |
17.18 |
17.20 |
17.11 |
17.17 |
+0.04 |
534 |
4,242 |
-299 |
Sep12 |
120802 |
18.46 |
18.54 |
18.34 |
18.40 |
-0.09 |
402 |
4,736 |
+141 |
Oct12 |
120802 |
18.81 |
18.89 |
18.73 |
18.81 |
-0.08 |
182 |
3,493 |
+46 |
Nov12 |
120802 |
18.92 |
19.00 |
18.86 |
19.00 |
+0.04 |
128 |
3,085 |
+77 |
Dec12 |
120802 |
18.85 |
18.95 |
18.85 |
18.90 |
+0.03 |
85 |
2,919 |
+29 |
Total Volume and Open Interest |
1,793 |
27,233 |
+232 |
Cocoa(ICE) |
Sep12 |
120802 |
2384 |
2404 |
2357 |
2369 |
-32 |
18,069 |
60,611 |
-1,815 |
Dec12 |
120802 |
2390 |
2413 |
2372 |
2383 |
-28 |
8,875 |
54,896 |
+1,508 |
Mar13 |
120802 |
2407 |
2425 |
2382 |
2395 |
-26 |
3,529 |
37,859 |
+214 |
May13 |
120802 |
2419 |
2431 |
2396 |
2405 |
-25 |
1,364 |
14,982 |
-169 |
Jul13 |
120802 |
2429 |
2434 |
2407 |
2415 |
-23 |
674 |
8,001 |
+191 |
Sep13 |
120802 |
2441 |
2441 |
2417 |
2424 |
-23 |
209 |
4,443 |
-47 |
Dec13 |
120802 |
2453 |
2453 |
2429 |
2434 |
-23 |
121 |
6,123 |
+104 |
Total Volume and Open Interest |
32,879 |
192,084 |
+22 |
Coffee "C"(ICE) |
Sep12 |
120802 |
174.95 |
175.35 |
171.25 |
171.65 |
-2.95 |
13,617 |
60,126 |
-1,430 |
Dec12 |
120802 |
177.35 |
177.95 |
174.00 |
174.30 |
-3.05 |
6,249 |
45,611 |
+524 |
Mar13 |
120802 |
180.50 |
181.05 |
177.50 |
177.75 |
-3.05 |
2,048 |
18,451 |
-43 |
May13 |
120802 |
183.00 |
183.35 |
180.00 |
180.10 |
-3.05 |
600 |
5,515 |
+6 |
Jul13 |
120802 |
183.25 |
183.75 |
182.50 |
182.50 |
-3.00 |
253 |
4,105 |
+69 |
Sep13 |
120802 |
185.55 |
185.70 |
184.90 |
184.90 |
-3.05 |
129 |
1,106 |
+60 |
Total Volume and Open Interest |
22,909 |
136,278 |
-809 |
Orange Juice(ICE) |
Sep12 |
120802 |
107.65 |
115.75 |
107.30 |
109.25 |
+1.60 |
1,738 |
11,331 |
-1,141 |
Nov12 |
120802 |
108.95 |
114.00 |
106.80 |
108.40 |
+0.85 |
858 |
7,908 |
+1,491 |
Jan13 |
120802 |
110.00 |
115.00 |
109.00 |
109.80 |
+0.45 |
102 |
2,049 |
+104 |
Mar13 |
120802 |
112.25 |
112.25 |
111.20 |
111.25 |
+0.20 |
16 |
1,288 |
+1 |
May13 |
120802 |
112.70 |
112.70 |
112.00 |
112.00 |
+0.30 |
4 |
182 |
+0 |
Jul13 |
120802 |
113.15 |
113.15 |
112.50 |
113.15 |
+0.30 |
0 |
10 |
+0 |
Total Volume and Open Interest |
2,718 |
22,770 |
+455 |
Sugar #11(ICE) |
Oct12 |
120802 |
22.55 |
22.56 |
21.95 |
22.04 |
-0.52 |
45,954 |
320,910 |
-406 |
Mar13 |
120802 |
22.90 |
22.92 |
22.41 |
22.48 |
-0.45 |
21,521 |
146,759 |
-1,576 |
May13 |
120802 |
22.62 |
22.62 |
22.13 |
22.20 |
-0.37 |
9,983 |
47,093 |
+636 |
Jul13 |
120802 |
22.22 |
22.35 |
21.94 |
22.08 |
-0.27 |
4,491 |
75,470 |
+394 |
Oct13 |
120802 |
22.20 |
22.32 |
21.92 |
22.12 |
-0.20 |
2,547 |
37,044 |
+76 |
Mar14 |
120802 |
22.30 |
22.35 |
22.02 |
22.23 |
-0.18 |
577 |
23,811 |
+94 |
May14 |
120802 |
22.05 |
22.12 |
21.81 |
22.00 |
-0.15 |
99 |
7,001 |
-26 |
Jul14 |
120802 |
21.90 |
21.95 |
21.69 |
21.89 |
-0.11 |
29 |
5,686 |
+18 |
Total Volume and Open Interest |
85,290 |
671,864 |
-733 |
London Cocoa(LCE) |
Sep12 |
120802 |
1651 |
1660 |
1636 |
1649 |
-5 |
8,929 |
42,653 |
-1,811 |
Dec12 |
120802 |
1637 |
1641 |
1621 |
1630 |
-7 |
7,856 |
55,076 |
+1,743 |
Mar13 |
120802 |
1612 |
1620 |
1602 |
1607 |
-9 |
6,474 |
53,671 |
+564 |
May13 |
120802 |
1608 |
1615 |
1599 |
1603 |
-8 |
2,559 |
21,900 |
+498 |
Jul13 |
120802 |
1612 |
1612 |
1602 |
1606 |
-6 |
1,365 |
10,278 |
+93 |
Sep13 |
120802 |
1613 |
1614 |
1601 |
1606 |
-6 |
430 |
5,948 |
+93 |
Dec13 |
120802 |
1609 |
1616 |
1609 |
1609 |
-6 |
141 |
7,310 |
+0 |
Total Volume and Open Interest |
27,756 |
197,387 |
+1,180 |
London Sugar(LCE) |
Oct12 |
120802 |
618.30 |
621.70 |
610.20 |
610.50 |
-11.00 |
2,305 |
28,363 |
-352 |
Dec12 |
120802 |
597.20 |
598.70 |
589.00 |
589.90 |
-9.70 |
505 |
10,857 |
+275 |
Mar13 |
120802 |
599.10 |
601.10 |
591.50 |
592.10 |
-10.30 |
601 |
12,597 |
+68 |
May13 |
120802 |
595.80 |
597.70 |
589.00 |
590.40 |
-8.90 |
102 |
3,907 |
+129 |
Aug13 |
120802 |
586.10 |
586.10 |
583.10 |
584.40 |
-6.60 |
31 |
2,215 |
-8 |
Total Volume and Open Interest |
3,549 |
60,039 |
+127 |
Cotton(ICE) |
Oct12 |
120802 |
70.11 |
70.47 |
69.86 |
70.44 |
+0.38 |
54 |
349 |
-16 |
Dec12 |
120802 |
70.55 |
71.30 |
70.21 |
70.97 |
+0.41 |
9,759 |
133,522 |
+130 |
Mar13 |
120802 |
71.65 |
72.13 |
71.22 |
71.99 |
+0.48 |
2,020 |
28,759 |
+202 |
May13 |
120802 |
72.30 |
72.74 |
72.13 |
72.74 |
+0.56 |
881 |
5,840 |
+212 |
Jul13 |
120802 |
73.06 |
73.67 |
73.06 |
73.67 |
+0.61 |
597 |
6,382 |
+259 |
Oct13 |
120802 |
75.06 |
75.06 |
75.06 |
75.06 |
+0.27 |
0 |
5 |
+0 |
Total Volume and Open Interest |
13,339 |
176,814 |
+788 |
Lumber(CME) |
Sep12 |
120802 |
285.0 |
286.8 |
283.8 |
286.4 |
+4.2 |
1,341 |
5,422 |
-184 |
Nov12 |
120802 |
281.2 |
282.5 |
280.1 |
280.2 |
+0.6 |
772 |
2,193 |
+142 |
Jan13 |
120802 |
291.0 |
292.2 |
289.2 |
290.5 |
+0.5 |
153 |
530 |
+81 |
Mar13 |
120802 |
299.8 |
301.0 |
294.9 |
301.0 |
+6.0 |
1 |
139 |
+1 |
Total Volume and Open Interest |
2,267 |
8,288 |
+40 |
Crude Oil(NYM) |
Sep12 |
120802 |
88.87 |
89.63 |
86.92 |
87.13 |
-1.78 |
282,851 |
283,077 |
-8,025 |
Oct12 |
120802 |
89.15 |
89.90 |
87.20 |
87.41 |
-1.76 |
62,371 |
113,985 |
+4,637 |
Nov12 |
120802 |
89.34 |
90.23 |
87.58 |
87.77 |
-1.75 |
40,954 |
83,688 |
+721 |
Dec12 |
120802 |
89.76 |
90.67 |
88.05 |
88.26 |
-1.73 |
43,943 |
173,121 |
-1,349 |
Jan13 |
120802 |
90.39 |
91.02 |
88.60 |
88.77 |
-1.70 |
13,658 |
77,945 |
-659 |
Feb13 |
120802 |
90.70 |
91.45 |
89.15 |
89.19 |
-1.66 |
8,853 |
33,091 |
+504 |
Mar13 |
120802 |
91.16 |
91.60 |
89.39 |
89.46 |
-1.64 |
14,227 |
38,663 |
+1,519 |
Apr13 |
120802 |
91.60 |
91.83 |
89.51 |
89.60 |
-1.63 |
5,989 |
18,448 |
+877 |
May13 |
120802 |
91.30 |
91.37 |
89.67 |
89.67 |
-1.60 |
5,171 |
20,688 |
+1,042 |
Jun13 |
120802 |
91.68 |
91.69 |
89.48 |
89.70 |
-1.58 |
12,546 |
73,622 |
-686 |
Jul13 |
120802 |
91.29 |
91.36 |
89.73 |
89.73 |
-1.55 |
1,121 |
25,496 |
+38 |
Aug13 |
120802 |
89.71 |
89.71 |
89.71 |
89.71 |
-1.54 |
807 |
16,463 |
+219 |
Sep13 |
120802 |
89.71 |
89.71 |
89.71 |
89.71 |
-1.51 |
902 |
22,771 |
-71 |
Oct13 |
120802 |
89.69 |
89.69 |
89.69 |
89.69 |
-1.49 |
329 |
12,901 |
+51 |
Nov13 |
120802 |
89.67 |
89.67 |
89.67 |
89.67 |
-1.48 |
549 |
18,504 |
+62 |
Dec13 |
120802 |
90.87 |
91.36 |
89.25 |
89.64 |
-1.45 |
17,778 |
120,072 |
-114 |
Total Volume and Open Interest |
521,322 |
1,395,758 |
-1,906 |
e-miNY Crude Oil(NYM) |
Aug12 |
120719 |
89.975 |
92.950 |
89.850 |
92.650 |
+2.775 |
7,097 |
2,028 |
-8 |
Sep12 |
120802 |
88.875 |
89.650 |
86.925 |
87.125 |
-1.775 |
9,119 |
2,383 |
+457 |
Oct12 |
120802 |
88.900 |
89.875 |
87.250 |
87.400 |
-1.775 |
764 |
1,208 |
+513 |
Nov12 |
120802 |
89.650 |
90.050 |
87.725 |
87.775 |
-1.750 |
170 |
4,678 |
-9 |
Dec12 |
120802 |
88.850 |
89.175 |
88.100 |
88.250 |
-1.750 |
94 |
6,240 |
+0 |
Jan13 |
120802 |
89.700 |
89.700 |
88.775 |
88.775 |
-1.700 |
30 |
1,692 |
+0 |
Feb13 |
120802 |
90.600 |
91.150 |
89.200 |
89.200 |
-1.650 |
5 |
80 |
+1 |
Mar13 |
120802 |
89.475 |
90.125 |
89.450 |
89.450 |
-1.650 |
2 |
5 |
+2 |
Apr13 |
120802 |
90.125 |
90.125 |
89.600 |
89.600 |
-1.625 |
0 |
1 |
+0 |
May13 |
120802 |
89.675 |
89.675 |
89.675 |
89.675 |
-1.600 |
|
|
|
Total Volume and Open Interest |
10,204 |
16,490 |
+964 |
Heating Oil(NYM) |
Sep12 |
120802 |
285.60 |
288.36 |
282.82 |
284.23 |
-1.65 |
73,390 |
94,731 |
+3,611 |
Oct12 |
120802 |
286.32 |
289.01 |
283.58 |
284.99 |
-1.64 |
32,828 |
39,239 |
+2,914 |
Nov12 |
120802 |
287.43 |
289.66 |
284.38 |
285.80 |
-1.68 |
16,884 |
31,703 |
+1,030 |
Dec12 |
120802 |
287.52 |
290.28 |
285.00 |
286.44 |
-1.75 |
28,158 |
38,904 |
-1,518 |
Jan13 |
120802 |
289.50 |
289.94 |
285.39 |
286.88 |
-1.81 |
10,475 |
25,021 |
+45 |
Feb13 |
120802 |
285.75 |
287.72 |
285.48 |
286.43 |
-1.88 |
4,413 |
10,110 |
+405 |
Mar13 |
120802 |
288.10 |
288.68 |
283.70 |
284.96 |
-1.94 |
6,007 |
18,019 |
-695 |
Apr13 |
120802 |
284.51 |
284.51 |
282.06 |
282.93 |
-1.96 |
3,995 |
18,930 |
-297 |
May13 |
120802 |
287.09 |
287.09 |
285.30 |
285.30 |
-1.98 |
802 |
8,700 |
+180 |
Jun13 |
120802 |
283.80 |
285.17 |
283.20 |
284.24 |
-2.00 |
770 |
7,000 |
+288 |
Jul13 |
120802 |
284.67 |
284.67 |
284.34 |
284.34 |
-2.05 |
36 |
2,327 |
+0 |
Aug13 |
120802 |
284.50 |
284.65 |
284.50 |
284.65 |
-2.04 |
21 |
681 |
-6 |
Sep13 |
120802 |
285.00 |
285.00 |
285.00 |
285.00 |
-1.99 |
16 |
431 |
+4 |
Oct13 |
120802 |
285.35 |
285.35 |
285.35 |
285.35 |
-1.94 |
8 |
476 |
+1 |
Total Volume and Open Interest |
178,154 |
301,495 |
+1,499 |
Gasoline(NYMEX) |
Sep12 |
120802 |
283.01 |
289.34 |
283.00 |
286.96 |
+3.54 |
51,594 |
93,868 |
-886 |
Oct12 |
120802 |
262.60 |
266.45 |
261.15 |
264.17 |
+1.36 |
23,377 |
42,412 |
+1,949 |
Nov12 |
120802 |
257.49 |
260.44 |
255.11 |
257.97 |
+0.80 |
8,679 |
25,238 |
-192 |
Dec12 |
120802 |
252.90 |
256.94 |
251.65 |
254.37 |
+0.39 |
6,820 |
37,136 |
+69 |
Jan13 |
120802 |
251.65 |
254.21 |
250.29 |
252.87 |
+0.05 |
1,446 |
14,312 |
+76 |
Feb13 |
120802 |
251.10 |
253.92 |
251.10 |
252.96 |
-0.26 |
536 |
4,434 |
+30 |
Mar13 |
120802 |
256.25 |
256.34 |
252.03 |
254.11 |
-0.55 |
604 |
6,668 |
+49 |
Apr13 |
120802 |
266.53 |
268.61 |
266.53 |
268.20 |
-0.81 |
149 |
6,368 |
-49 |
May13 |
120802 |
267.60 |
267.60 |
266.99 |
266.99 |
-0.95 |
68 |
1,467 |
+24 |
Jun13 |
120802 |
265.34 |
266.67 |
262.15 |
264.54 |
-1.01 |
351 |
5,341 |
+75 |
Total Volume and Open Interest |
93,736 |
244,879 |
-3,787 |
e-miNY RBOB Gasoline(NYM) |
Sep12 |
120802 |
287.00 |
287.00 |
286.96 |
287.00 |
+3.60 |
|
|
|
Oct12 |
120802 |
264.20 |
264.20 |
264.17 |
264.20 |
+1.40 |
|
|
|
Nov12 |
120802 |
258.00 |
258.00 |
257.97 |
258.00 |
+0.80 |
|
|
|
Dec12 |
120802 |
254.40 |
254.40 |
254.37 |
254.40 |
+0.40 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
Sep12 |
120802 |
3.156 |
3.171 |
2.912 |
2.920 |
-0.251 |
180,492 |
274,098 |
-3,082 |
Oct12 |
120802 |
3.164 |
3.170 |
2.917 |
2.926 |
-0.245 |
82,616 |
175,671 |
+5,632 |
Nov12 |
120802 |
3.297 |
3.297 |
3.058 |
3.066 |
-0.231 |
54,511 |
129,694 |
+3,792 |
Dec12 |
120802 |
3.527 |
3.531 |
3.300 |
3.323 |
-0.217 |
22,326 |
55,538 |
+691 |
Jan13 |
120802 |
3.628 |
3.628 |
3.443 |
3.451 |
-0.202 |
31,361 |
129,412 |
+4,233 |
Feb13 |
120802 |
3.629 |
3.630 |
3.459 |
3.466 |
-0.198 |
7,178 |
29,173 |
+203 |
Mar13 |
120802 |
3.616 |
3.616 |
3.433 |
3.442 |
-0.195 |
8,511 |
47,833 |
+910 |
Apr13 |
120802 |
3.608 |
3.611 |
3.414 |
3.420 |
-0.187 |
12,489 |
68,873 |
+554 |
May13 |
120802 |
3.577 |
3.591 |
3.442 |
3.447 |
-0.182 |
2,039 |
16,827 |
-13 |
Jun13 |
120802 |
3.648 |
3.648 |
3.480 |
3.486 |
-0.179 |
1,297 |
8,892 |
+41 |
Jul13 |
120802 |
3.669 |
3.669 |
3.500 |
3.529 |
-0.179 |
993 |
13,600 |
+32 |
Aug13 |
120802 |
3.662 |
3.671 |
3.547 |
3.551 |
-0.178 |
858 |
11,025 |
+223 |
Sep13 |
120802 |
3.687 |
3.687 |
3.554 |
3.557 |
-0.177 |
1,201 |
9,029 |
+96 |
Oct13 |
120802 |
3.702 |
3.702 |
3.581 |
3.585 |
-0.177 |
5,481 |
37,364 |
+1,393 |
Nov13 |
120802 |
3.803 |
3.814 |
3.690 |
3.693 |
-0.173 |
1,215 |
17,369 |
+12 |
Dec13 |
120802 |
4.035 |
4.035 |
3.896 |
3.897 |
-0.170 |
1,785 |
16,804 |
+121 |
Total Volume and Open Interest |
415,989 |
1,126,758 |
+14,889 |
Brent Crude Oil(ICE) |
Sep12 |
120802 |
105.80 |
107.30 |
104.97 |
105.90 |
-0.06 |
210,359 |
214,405 |
-4,018 |
Oct12 |
120802 |
104.29 |
105.80 |
103.51 |
104.39 |
-0.30 |
106,969 |
232,042 |
-3,745 |
Nov12 |
120802 |
104.25 |
104.89 |
102.68 |
103.49 |
-0.49 |
49,450 |
96,912 |
+547 |
Dec12 |
120802 |
103.15 |
104.44 |
102.20 |
103.02 |
-0.56 |
56,446 |
138,174 |
+893 |
Jan13 |
120802 |
102.86 |
104.04 |
101.88 |
102.69 |
-0.59 |
9,715 |
44,355 |
+1,037 |
Feb13 |
120802 |
102.58 |
103.70 |
101.69 |
102.37 |
-0.62 |
6,314 |
30,138 |
-26 |
Mar13 |
120802 |
102.34 |
103.44 |
101.40 |
102.08 |
-0.65 |
5,809 |
30,351 |
-487 |
Apr13 |
120802 |
102.37 |
103.13 |
101.10 |
101.78 |
-0.69 |
3,621 |
15,231 |
+468 |
May13 |
120802 |
102.10 |
102.82 |
100.83 |
101.49 |
-0.71 |
3,476 |
15,109 |
+132 |
Jun13 |
120802 |
101.84 |
102.51 |
100.49 |
101.20 |
-0.73 |
10,384 |
58,731 |
-115 |
Jul13 |
120802 |
100.94 |
100.94 |
100.94 |
100.94 |
-0.78 |
927 |
13,879 |
+214 |
Aug13 |
120802 |
100.66 |
100.66 |
100.66 |
100.66 |
-0.81 |
1,126 |
13,412 |
-291 |
Sep13 |
120802 |
100.35 |
100.35 |
100.35 |
100.35 |
-0.85 |
997 |
14,334 |
+175 |
Oct13 |
120802 |
100.03 |
100.03 |
100.03 |
100.03 |
-0.89 |
761 |
8,426 |
+331 |
Total Volume and Open Interest |
491,283 |
1,172,822 |
-3,122 |
Gas Oil(ICE) |
Aug12 |
120802 |
906.75 |
916.25 |
899.50 |
908.00 |
-1.50 |
45,463 |
73,627 |
-8,358 |
Sep12 |
120802 |
907.25 |
915.75 |
898.50 |
907.50 |
-2.00 |
109,576 |
125,132 |
+4,986 |
Oct12 |
120802 |
904.25 |
913.50 |
896.25 |
905.75 |
-2.00 |
61,279 |
80,512 |
+3,248 |
Nov12 |
120802 |
899.25 |
909.50 |
894.75 |
902.25 |
-2.25 |
24,463 |
36,211 |
+1,125 |
Dec12 |
120802 |
895.75 |
906.75 |
889.50 |
898.75 |
-2.50 |
46,243 |
66,704 |
+523 |
Jan13 |
120802 |
897.50 |
904.00 |
890.25 |
897.00 |
-2.50 |
7,520 |
23,639 |
-133 |
Feb13 |
120802 |
893.25 |
901.50 |
889.75 |
894.25 |
-2.75 |
3,946 |
18,907 |
-293 |
Mar13 |
120802 |
892.00 |
898.25 |
885.00 |
890.75 |
-3.25 |
2,880 |
17,861 |
+615 |
Apr13 |
120802 |
889.25 |
892.75 |
883.50 |
887.50 |
-3.50 |
1,251 |
13,743 |
+314 |
May13 |
120802 |
886.25 |
889.50 |
879.75 |
884.00 |
-3.75 |
606 |
10,789 |
+128 |
Total Volume and Open Interest |
307,361 |
569,751 |
+2,041 |
Ethanol(CBOT) |
Aug12 |
120802 |
2.560 |
2.567 |
2.526 |
2.565 |
-0.031 |
143 |
90 |
-104 |
Sep12 |
120802 |
2.533 |
2.572 |
2.525 |
2.566 |
-0.001 |
289 |
1,569 |
+30 |
Oct12 |
120802 |
2.496 |
2.511 |
2.485 |
2.505 |
-0.012 |
122 |
1,587 |
-15 |
Nov12 |
120802 |
2.457 |
2.473 |
2.448 |
2.468 |
-0.018 |
118 |
1,570 |
+37 |
Dec12 |
120802 |
2.438 |
2.445 |
2.425 |
2.440 |
-0.023 |
103 |
1,500 |
-44 |
Jan13 |
120802 |
2.425 |
2.431 |
2.412 |
2.423 |
-0.028 |
89 |
1,584 |
+19 |
Feb13 |
120802 |
2.395 |
2.403 |
2.388 |
2.398 |
-0.025 |
85 |
1,185 |
+8 |
Mar13 |
120802 |
2.396 |
2.401 |
2.388 |
2.395 |
-0.023 |
34 |
1,190 |
-8 |
Total Volume and Open Interest |
1,086 |
12,113 |
-40 |
WTI Crude Oil(ICE) |
Sep12 |
120802 |
88.74 |
89.63 |
86.92 |
87.13 |
-1.78 |
53,929 |
58,537 |
-2,216 |
Oct12 |
120802 |
89.00 |
89.90 |
87.19 |
87.41 |
-1.76 |
15,300 |
39,329 |
+843 |
Nov12 |
120802 |
89.40 |
90.03 |
87.59 |
87.77 |
-1.75 |
10,161 |
22,336 |
+323 |
Dec12 |
120802 |
89.95 |
90.51 |
88.10 |
88.26 |
-1.73 |
15,853 |
91,860 |
-1,159 |
Jan13 |
120802 |
90.65 |
91.17 |
88.77 |
88.77 |
-1.70 |
2,703 |
18,018 |
+167 |
Feb13 |
120802 |
91.04 |
91.26 |
89.10 |
89.19 |
-1.66 |
2,194 |
9,952 |
-37 |
Mar13 |
120802 |
89.88 |
90.26 |
89.46 |
89.46 |
-1.64 |
3,178 |
11,429 |
+809 |
Apr13 |
120802 |
90.00 |
90.48 |
89.60 |
89.60 |
-1.63 |
2,157 |
3,896 |
+218 |
May13 |
120802 |
90.04 |
90.20 |
89.67 |
89.67 |
-1.60 |
1,325 |
4,823 |
+509 |
Jun13 |
120802 |
91.41 |
91.41 |
89.70 |
89.70 |
-1.58 |
2,189 |
26,748 |
+36 |
Jul13 |
120802 |
89.73 |
89.73 |
89.73 |
89.73 |
-1.55 |
408 |
2,455 |
+52 |
Aug13 |
120802 |
89.71 |
89.71 |
89.71 |
89.71 |
-1.54 |
271 |
3,264 |
+42 |
Sep13 |
120802 |
89.71 |
89.71 |
89.71 |
89.71 |
-1.51 |
167 |
7,437 |
+40 |
Oct13 |
120802 |
89.69 |
89.69 |
89.69 |
89.69 |
-1.49 |
176 |
1,806 |
+57 |
Nov13 |
120802 |
89.67 |
89.67 |
89.67 |
89.67 |
-1.48 |
197 |
3,063 |
-59 |
Dec13 |
120802 |
91.27 |
91.27 |
89.44 |
89.64 |
-1.45 |
4,254 |
55,494 |
+220 |
Total Volume and Open Interest |
115,560 |
440,823 |
+128 |
US Dollar Index(ICE) |
Sep12 |
120802 |
83.170 |
83.610 |
82.225 |
83.450 |
+0.272 |
14,739 |
65,470 |
-503 |
Dec12 |
120802 |
83.490 |
83.945 |
82.650 |
83.800 |
+0.283 |
48 |
716 |
+1 |
Mar13 |
120802 |
84.190 |
84.190 |
84.190 |
84.190 |
+0.283 |
|
|
|
Total Volume and Open Interest |
14,787 |
66,186 |
-502 |
Australian Dollar(CME) |
Sep12 |
120802 |
104.17 |
105.41 |
103.96 |
104.09 |
-0.13 |
119,017 |
143,639 |
+1,944 |
Dec12 |
120802 |
103.30 |
104.50 |
103.24 |
103.28 |
-0.12 |
36 |
852 |
+20 |
Mar13 |
120802 |
102.54 |
102.63 |
102.54 |
102.54 |
-0.09 |
0 |
4 |
+0 |
Total Volume and Open Interest |
119,053 |
144,498 |
+1,964 |
British Pound(CME) |
Sep12 |
120802 |
155.40 |
156.63 |
154.88 |
155.01 |
-0.50 |
109,533 |
110,382 |
-277 |
Dec12 |
120802 |
155.30 |
156.22 |
154.90 |
155.01 |
-0.50 |
74 |
334 |
-6 |
Mar13 |
120802 |
155.00 |
155.53 |
155.00 |
155.00 |
-0.53 |
0 |
47 |
+0 |
Total Volume and Open Interest |
109,607 |
110,770 |
-283 |
Canadian Dollar(CME) |
Sep12 |
120802 |
99.37 |
99.89 |
99.06 |
99.12 |
-0.35 |
92,295 |
91,081 |
+2,733 |
Dec12 |
120802 |
99.15 |
99.62 |
98.90 |
98.92 |
-0.35 |
351 |
7,990 |
+93 |
Mar13 |
120802 |
98.86 |
99.04 |
98.69 |
98.69 |
-0.35 |
0 |
1,609 |
+0 |
Jun13 |
120802 |
98.46 |
98.81 |
98.46 |
98.46 |
-0.35 |
0 |
352 |
+0 |
Total Volume and Open Interest |
92,646 |
101,082 |
+2,826 |
Japanese Yen(CME) |
Sep12 |
120802 |
127.56 |
128.05 |
127.39 |
127.87 |
+0.28 |
57,514 |
143,055 |
+163 |
Dec12 |
120802 |
127.58 |
128.12 |
127.58 |
128.02 |
+0.28 |
43 |
1,003 |
+25 |
Mar13 |
120802 |
128.19 |
128.19 |
127.91 |
128.19 |
+0.28 |
0 |
31 |
+0 |
Total Volume and Open Interest |
57,558 |
144,095 |
+189 |
Swiss Franc(CME) |
Sep12 |
120802 |
101.89 |
103.12 |
101.12 |
101.42 |
-0.54 |
37,258 |
59,293 |
-638 |
Dec12 |
120802 |
101.62 |
102.26 |
101.62 |
101.71 |
-0.55 |
58 |
241 |
+44 |
Mar13 |
120802 |
101.98 |
102.55 |
101.98 |
101.98 |
-0.57 |
0 |
2 |
+0 |
Total Volume and Open Interest |
37,316 |
59,536 |
-594 |
EuroFX(CME) |
Sep12 |
120802 |
122.36 |
123.94 |
121.40 |
121.80 |
-0.63 |
221,689 |
306,479 |
-4,125 |
Dec12 |
120802 |
122.52 |
124.01 |
121.60 |
121.96 |
-0.63 |
369 |
4,334 |
+101 |
Mar13 |
120802 |
122.89 |
123.74 |
122.04 |
122.13 |
-0.61 |
0 |
91 |
+0 |
Total Volume and Open Interest |
222,060 |
311,436 |
-4,022 |
Mexican Peso(CME) |
Aug12 |
120802 |
747.5 |
748.2 |
747.5 |
747.5 |
-0.8 |
|
|
|
Sep12 |
120802 |
744.8 |
749.5 |
739.5 |
745.2 |
-0.8 |
35,417 |
169,950 |
+3,605 |
Total Volume and Open Interest |
35,438 |
170,977 |
+3,626 |
Brazilian Real(CME) |
Sep12 |
120802 |
487.70 |
488.65 |
484.40 |
485.25 |
-1.25 |
150 |
3,731 |
-42 |
Oct12 |
120802 |
483.00 |
486.90 |
482.35 |
483.20 |
-1.30 |
36 |
36 |
+36 |
Nov12 |
120802 |
481.45 |
481.45 |
481.30 |
481.45 |
+0.15 |
|
|
|
Dec12 |
120802 |
479.70 |
479.70 |
478.10 |
479.70 |
+1.60 |
34 |
60 |
+17 |
Total Volume and Open Interest |
220 |
16,167 |
-344 |
30-Year T-Bonds(CBOT) |
Sep12 |
120802 |
150~170 |
152~040 |
149~160 |
151~160 |
+1~070 |
334,342 |
611,445 |
-8,122 |
Dec12 |
120802 |
151~220 |
153~050 |
150~170 |
152~190 |
+1~090 |
623 |
5,240 |
+234 |
Mar13 |
120802 |
151~270 |
151~270 |
150~180 |
151~270 |
+1~090 |
0 |
3 |
+0 |
Total Volume and Open Interest |
334,965 |
616,688 |
-7,888 |
10-Year T-Notes(CBOT) |
Sep12 |
120802 |
134~080 |
134~295 |
133~295 |
134~200 |
+0~150 |
997,842 |
1,750,939 |
+23,697 |
Dec12 |
120802 |
133~060 |
133~275 |
133~030 |
133~205 |
+0~170 |
5,187 |
6,747 |
+2,218 |
Mar13 |
120802 |
132~255 |
132~255 |
132~085 |
132~255 |
+0~170 |
|
|
|
Total Volume and Open Interest |
1,003,029 |
1,757,686 |
+25,915 |
5-Year T-Notes(CBOT) |
Sep12 |
120802 |
124~075 |
124~110 |
124~061 |
124~089 |
+0~019 |
465,620 |
1,167,418 |
-8,233 |
Dec12 |
120802 |
124~040 |
124~070 |
124~031 |
124~053 |
+0~020 |
2,452 |
7,498 |
+1,379 |
Mar13 |
120802 |
123~101 |
123~101 |
123~081 |
123~101 |
+0~020 |
|
|
|
Total Volume and Open Interest |
468,072 |
1,174,916 |
-6,854 |
2 Year T-Notes(CBOT) |
Sep12 |
120802 |
110~034 |
110~039 |
110~033 |
110~036 |
+0~001 |
169,048 |
1,026,843 |
-9,679 |
Dec12 |
120802 |
110~035 |
110~040 |
110~035 |
110~036 |
+0~001 |
4,275 |
35,976 |
+3,645 |
Mar13 |
120802 |
109~102 |
109~102 |
109~101 |
109~102 |
+0~001 |
|
|
|
Total Volume and Open Interest |
173,323 |
1,062,819 |
-6,034 |
Eurodollars(CME) |
Sep12 |
120802 |
99.610 |
99.615 |
99.600 |
99.605 |
-0.010 |
160,334 |
918,328 |
-2,052 |
Dec12 |
120802 |
99.625 |
99.625 |
99.605 |
99.615 |
-0.010 |
226,123 |
952,633 |
-43,416 |
Mar13 |
120802 |
99.620 |
99.625 |
99.600 |
99.610 |
-0.010 |
169,798 |
711,518 |
+15,580 |
Jun13 |
120802 |
99.600 |
99.605 |
99.585 |
99.595 |
-0.005 |
145,689 |
664,239 |
-4,805 |
Sep13 |
120802 |
99.575 |
99.580 |
99.560 |
99.575 |
unch |
103,901 |
698,610 |
-4,329 |
Dec13 |
120802 |
99.535 |
99.550 |
99.530 |
99.540 |
unch |
97,631 |
651,508 |
-9,275 |
Mar14 |
120802 |
99.510 |
99.530 |
99.500 |
99.515 |
unch |
80,498 |
598,932 |
+2,481 |
Jun14 |
120802 |
99.470 |
99.495 |
99.455 |
99.480 |
+0.005 |
71,582 |
453,031 |
+2,385 |
Sep14 |
120802 |
99.420 |
99.455 |
99.405 |
99.430 |
+0.005 |
91,702 |
361,107 |
-7,980 |
Dec14 |
120802 |
99.345 |
99.385 |
99.325 |
99.355 |
+0.005 |
75,356 |
348,316 |
+2,891 |
Mar15 |
120802 |
99.280 |
99.325 |
99.255 |
99.290 |
+0.005 |
75,023 |
311,995 |
+1,408 |
Jun15 |
120802 |
0.876 |
0.931 |
0.851 |
0.891 |
+0.010 |
73,732 |
268,592 |
-539 |
Sep15 |
120802 |
0.746 |
0.811 |
0.721 |
0.771 |
+0.010 |
70,166 |
225,803 |
-8,641 |
Dec15 |
120802 |
0.606 |
0.676 |
0.576 |
0.636 |
+0.020 |
41,131 |
170,565 |
+1,576 |
Mar16 |
120802 |
0.481 |
0.556 |
0.446 |
0.511 |
+0.025 |
32,967 |
100,498 |
+4,616 |
Jun16 |
120802 |
0.341 |
0.421 |
0.306 |
0.381 |
+0.030 |
26,273 |
101,053 |
-861 |
Sep16 |
120802 |
0.201 |
0.286 |
0.166 |
0.246 |
+0.035 |
16,893 |
80,513 |
+724 |
Dec16 |
120802 |
0.046 |
0.136 |
0.011 |
0.096 |
+0.040 |
14,234 |
88,659 |
+638 |
Total Volume and Open Interest |
1,622,804 |
7,934,103 |
-46,648 |
30 Day Federal Funds(CBOT) |
Aug12 |
120802 |
99.850 |
99.855 |
99.845 |
99.855 |
unch |
5,665 |
57,946 |
-549 |
Sep12 |
120802 |
99.860 |
99.865 |
99.850 |
99.860 |
unch |
6,387 |
43,407 |
-1,134 |
Oct12 |
120802 |
99.860 |
99.865 |
99.855 |
99.860 |
unch |
2,995 |
57,259 |
-895 |
Nov12 |
120802 |
99.860 |
99.865 |
99.855 |
99.865 |
unch |
3,117 |
39,772 |
+21 |
Dec12 |
120802 |
99.870 |
99.875 |
99.865 |
99.870 |
unch |
3,164 |
26,530 |
-136 |
Jan13 |
120802 |
99.865 |
99.870 |
99.865 |
99.870 |
unch |
3,210 |
22,558 |
-570 |
Total Volume and Open Interest |
35,508 |
429,987 |
-78,308 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep12 |
120802 |
99.705 |
99.705 |
99.705 |
99.705 |
unch |
|
|
|
Dec12 |
120802 |
99.730 |
99.730 |
99.730 |
99.730 |
unch |
|
|
|
Mar13 |
120802 |
99.735 |
99.735 |
99.735 |
99.735 |
unch |
|
|
|
Jun13 |
120802 |
99.770 |
99.770 |
99.770 |
99.770 |
-0.038 |
|
|
|
Sep13 |
120802 |
99.735 |
99.735 |
99.735 |
99.735 |
-0.035 |
|
|
|
Dec13 |
120802 |
99.735 |
99.735 |
99.735 |
99.735 |
-0.035 |
|
|
|
Mar14 |
120802 |
99.735 |
99.735 |
99.735 |
99.735 |
-0.035 |
|
|
|
Jun14 |
120802 |
99.595 |
99.595 |
99.595 |
99.595 |
-0.035 |
|
|
|
Sep14 |
120802 |
99.455 |
99.455 |
99.455 |
99.455 |
-0.035 |
|
|
|
Dec14 |
120802 |
99.660 |
99.660 |
99.660 |
99.660 |
+0.040 |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Sep12 |
120802 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
1,644 |
+0 |
Dec12 |
120802 |
99.73 |
99.73 |
99.73 |
99.73 |
unch |
0 |
660 |
+0 |
Mar13 |
120802 |
99.74 |
99.74 |
99.74 |
99.74 |
unch |
0 |
183 |
+0 |
Jun13 |
120802 |
99.77 |
99.77 |
99.77 |
99.77 |
-0.04 |
0 |
201 |
+0 |
Sep13 |
120802 |
99.74 |
99.74 |
99.74 |
99.74 |
-0.03 |
0 |
305 |
+0 |
Dec13 |
120802 |
99.74 |
99.74 |
99.74 |
99.74 |
-0.03 |
0 |
384 |
+0 |
Mar14 |
120802 |
99.74 |
99.74 |
99.74 |
99.74 |
-0.03 |
0 |
344 |
+0 |
Jun14 |
120802 |
99.60 |
99.60 |
99.60 |
99.60 |
-0.03 |
|
|
|
Total Volume and Open Interest |
0 |
3,725 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep12 |
120802 |
144.23 |
144.26 |
144.08 |
144.18 |
-0.02 |
3,072 |
20,774 |
-410 |
Dec12 |
120802 |
143.77 |
143.77 |
143.77 |
143.77 |
-0.02 |
0 |
7 |
+0 |
Mar13 |
120802 |
141.68 |
141.68 |
141.68 |
141.68 |
-0.02 |
|
|
|
Total Volume and Open Interest |
3,072 |
20,781 |
-410 |
Euro-Bund(EUREX) |
Sep12 |
120802 |
143.45 |
145.17 |
142.83 |
144.88 |
+1.38 |
727,454 |
889,539 |
-8,818 |
Dec12 |
120802 |
141.63 |
143.35 |
141.60 |
143.11 |
+1.37 |
4,006 |
7,121 |
+3,860 |
Mar13 |
120802 |
143.11 |
143.11 |
143.11 |
143.11 |
+1.37 |
|
|
|
Total Volume and Open Interest |
731,460 |
896,660 |
-4,958 |
Euro-Bobl(EUREX) |
Sep12 |
120802 |
127.36 |
128.00 |
127.10 |
127.90 |
+0.54 |
380,728 |
607,825 |
-1,989 |
Dec12 |
120802 |
125.99 |
126.24 |
125.99 |
126.24 |
+0.53 |
69 |
2,938 |
+64 |
Mar13 |
120802 |
126.24 |
126.24 |
126.24 |
126.24 |
+0.53 |
|
|
|
Total Volume and Open Interest |
380,797 |
610,763 |
-1,925 |
3-Mth Euribor(EUREX) |
Sep12 |
120802 |
99.725 |
99.725 |
99.695 |
99.695 |
-0.015 |
115 |
3,381 |
+113 |
Dec12 |
120802 |
99.715 |
99.715 |
99.715 |
99.715 |
-0.010 |
125 |
1,420 |
+125 |
Mar13 |
120802 |
99.720 |
99.720 |
99.710 |
99.710 |
unch |
0 |
1,193 |
+0 |
Total Volume and Open Interest |
240 |
7,602 |
+238 |
Long Gilt(LIFFE) |
Sep12 |
120802 |
121~17 |
122~07 |
120~32 |
122~04 |
+0~22 |
145,767 |
368,192 |
+259 |
Dec12 |
120802 |
121~02 |
121~02 |
121~02 |
121~02 |
+0~22 |
0 |
120 |
+0 |
Total Volume and Open Interest |
145,767 |
368,312 |
+259 |
3-Mth Short Sterling(LIFFE) |
Sep12 |
120802 |
99.39 |
99.40 |
99.36 |
99.36 |
-0.04 |
52,784 |
384,574 |
-4,213 |
Dec12 |
120802 |
99.46 |
99.47 |
99.42 |
99.43 |
-0.03 |
53,132 |
350,697 |
+5,007 |
Mar13 |
120802 |
99.49 |
99.51 |
99.45 |
99.46 |
-0.03 |
40,726 |
330,635 |
+2,621 |
Jun13 |
120802 |
99.49 |
99.50 |
99.45 |
99.46 |
-0.03 |
49,707 |
314,124 |
+1,145 |
Sep13 |
120802 |
99.47 |
99.49 |
99.44 |
99.45 |
-0.02 |
64,939 |
386,754 |
-3,574 |
Dec13 |
120802 |
99.44 |
99.46 |
99.41 |
99.42 |
-0.02 |
46,974 |
237,327 |
-982 |
Total Volume and Open Interest |
410,741 |
2,719,253 |
+5,403 |
3-Mth Euribor(LIFFE) |
Sep12 |
120802 |
99.720 |
99.730 |
99.685 |
99.695 |
-0.015 |
116,261 |
509,085 |
-24,654 |
Dec12 |
120802 |
99.740 |
99.755 |
99.705 |
99.715 |
-0.010 |
118,602 |
511,334 |
-24,315 |
Mar13 |
120802 |
99.720 |
99.760 |
99.700 |
99.710 |
unch |
80,629 |
442,875 |
-2,428 |
Total Volume and Open Interest |
787,319 |
3,491,759 |
-43,649 |
3-Mth Aus T-Bills(SFE) |
Sep12 |
120802 |
96.58 |
96.60 |
96.53 |
96.57 |
-0.02 |
18,346 |
155,419 |
-5,024 |
Dec12 |
120802 |
96.80 |
96.80 |
96.73 |
96.78 |
-0.02 |
18,872 |
173,134 |
-9,635 |
Mar13 |
120802 |
96.91 |
96.92 |
96.83 |
96.88 |
-0.04 |
9,229 |
116,042 |
-2,327 |
Jun13 |
120802 |
96.92 |
96.92 |
96.83 |
96.88 |
-0.04 |
7,402 |
88,417 |
-3,757 |
Sep13 |
120802 |
96.85 |
96.86 |
96.79 |
96.82 |
-0.04 |
2,433 |
54,142 |
-169 |
Dec13 |
120802 |
96.77 |
96.78 |
96.70 |
96.74 |
-0.04 |
2,421 |
44,017 |
+550 |
Mar14 |
120802 |
96.72 |
96.72 |
96.65 |
96.69 |
-0.04 |
1,051 |
26,655 |
-228 |
Jun14 |
120802 |
96.66 |
96.66 |
96.58 |
96.62 |
-0.05 |
1,108 |
14,966 |
+10 |
Sep14 |
120802 |
96.60 |
96.60 |
96.57 |
96.57 |
-0.04 |
19 |
2,096 |
+17 |
Dec14 |
120802 |
96.50 |
96.50 |
96.50 |
96.50 |
-0.05 |
1 |
397 |
+1 |
Total Volume and Open Interest |
60,882 |
675,334 |
-20,562 |
10-Year Aus T-Bonds(SFE) |
Sep12 |
120802 |
96.97 |
97.03 |
96.91 |
96.94 |
-0.04 |
83,480 |
391,151 |
-7,231 |
Dec12 |
120802 |
96.94 |
96.94 |
96.94 |
96.94 |
-0.04 |
|
|
|
Total Volume and Open Interest |
83,480 |
391,151 |
-7,231 |
3-Year Aus T-Bonds(SFE) |
Sep12 |
120802 |
97.45 |
97.48 |
97.34 |
97.40 |
-0.05 |
173,830 |
551,072 |
-22,027 |
Dec12 |
120802 |
97.40 |
97.40 |
97.40 |
97.40 |
-0.05 |
|
|
|
Total Volume and Open Interest |
173,830 |
551,072 |
-22,027 |
Gold(CMX) |
Aug12 |
120802 |
1600.0 |
1615.0 |
1583.1 |
1587.4 |
-16.3 |
6,281 |
5,807 |
-5,891 |
Oct12 |
120802 |
1601.1 |
1616.0 |
1584.2 |
1588.6 |
-16.5 |
7,501 |
27,633 |
-782 |
Dec12 |
120802 |
1602.8 |
1618.8 |
1586.3 |
1590.7 |
-16.6 |
124,765 |
256,882 |
-3,214 |
Feb13 |
120802 |
1606.8 |
1617.9 |
1588.7 |
1592.8 |
-16.6 |
628 |
21,736 |
-280 |
Apr13 |
120802 |
1607.6 |
1609.7 |
1594.7 |
1594.7 |
-16.6 |
97 |
16,689 |
+9 |
Jun13 |
120802 |
1595.7 |
1596.7 |
1594.9 |
1596.6 |
-16.7 |
127 |
19,896 |
+41 |
Aug13 |
120802 |
1598.5 |
1598.5 |
1598.5 |
1598.5 |
-16.7 |
2 |
3,496 |
+2 |
Oct13 |
120802 |
1600.6 |
1600.6 |
1600.6 |
1600.6 |
-16.7 |
0 |
1,226 |
+0 |
Dec13 |
120802 |
1611.9 |
1611.9 |
1600.0 |
1602.7 |
-16.7 |
138 |
9,136 |
-56 |
Feb14 |
120802 |
1605.0 |
1605.0 |
1605.0 |
1605.0 |
-16.7 |
0 |
4 |
+0 |
Apr14 |
120802 |
1607.4 |
1607.4 |
1607.4 |
1607.4 |
-16.7 |
0 |
2 |
+0 |
Jun14 |
120802 |
1609.9 |
1609.9 |
1609.9 |
1609.9 |
-16.7 |
25 |
8,115 |
-25 |
Total Volume and Open Interest |
140,510 |
403,403 |
-9,990 |
Silver(CMX) |
Sep12 |
120802 |
2734.0 |
2778.0 |
2688.0 |
2699.5 |
-54.0 |
36,104 |
57,565 |
-1,655 |
Dec12 |
120802 |
2744.0 |
2781.0 |
2697.0 |
2707.4 |
-54.0 |
2,078 |
30,319 |
+637 |
Mar13 |
120802 |
2771.0 |
2771.0 |
2713.3 |
2713.3 |
-54.0 |
1,069 |
4,438 |
+540 |
May13 |
120802 |
2715.3 |
2715.3 |
2715.3 |
2715.3 |
-54.0 |
125 |
3,012 |
+79 |
Jul13 |
120802 |
2752.5 |
2753.5 |
2714.0 |
2716.6 |
-54.0 |
319 |
4,499 |
+275 |
Sep13 |
120802 |
2717.4 |
2717.4 |
2717.4 |
2717.4 |
-54.0 |
36 |
1,799 |
+33 |
Dec13 |
120802 |
2759.0 |
2777.0 |
2718.2 |
2718.2 |
-54.0 |
82 |
11,729 |
+41 |
Total Volume and Open Interest |
39,875 |
121,809 |
-125 |
Platinum(NYMEX) |
Oct12 |
120802 |
1401.5 |
1415.4 |
1382.7 |
1387.8 |
-13.5 |
8,274 |
49,196 |
-196 |
Jan13 |
120802 |
1405.1 |
1415.7 |
1386.0 |
1391.0 |
-13.8 |
162 |
2,993 |
+97 |
Apr13 |
120802 |
1400.0 |
1400.0 |
1394.0 |
1394.0 |
-13.8 |
1 |
27 |
+1 |
Jul13 |
120802 |
1395.0 |
1395.0 |
1395.0 |
1395.0 |
-13.8 |
0 |
1 |
+0 |
Total Volume and Open Interest |
8,437 |
52,220 |
-103 |
Palladium(NYMEX) |
Sep12 |
120802 |
583.80 |
589.10 |
562.35 |
567.85 |
-14.75 |
2,718 |
22,093 |
-112 |
Dec12 |
120802 |
585.90 |
585.90 |
564.50 |
569.80 |
-14.75 |
147 |
1,605 |
+126 |
Mar13 |
120802 |
570.80 |
570.80 |
570.80 |
570.80 |
-14.70 |
|
|
|
Total Volume and Open Interest |
2,865 |
23,698 |
+9 |
Copper(CMX) |
Sep12 |
120802 |
336.05 |
338.40 |
328.85 |
329.05 |
-8.45 |
49,768 |
77,194 |
-1,133 |
Dec12 |
120802 |
337.05 |
339.50 |
330.10 |
330.25 |
-8.40 |
8,352 |
42,867 |
-208 |
Mar13 |
120802 |
338.55 |
338.60 |
331.40 |
331.40 |
-8.35 |
1,805 |
8,647 |
+9 |
May13 |
120802 |
334.00 |
334.90 |
332.00 |
332.05 |
-8.30 |
38 |
1,790 |
-20 |
Jul13 |
120802 |
339.75 |
339.75 |
332.45 |
332.45 |
-8.20 |
79 |
928 |
+46 |
Total Volume and Open Interest |
62,553 |
142,774 |
+111 |
DJIA Index(CBOT) |
Sep12 |
120802 |
12915 |
13026 |
12745 |
12831 |
-92 |
389 |
11,521 |
+317 |
Dec12 |
120802 |
12750 |
12844 |
12750 |
12750 |
-94 |
15 |
41 |
+13 |
Mar13 |
120802 |
12676 |
12770 |
12676 |
12676 |
-94 |
|
|
|
Jun13 |
120802 |
12600 |
12694 |
12600 |
12600 |
-94 |
|
|
|
Total Volume and Open Interest |
404 |
11,562 |
+330 |
E-mini DJIA Index(CBOT) |
Sep12 |
120802 |
12917 |
13030 |
12721 |
12831 |
-92 |
104,423 |
97,984 |
+2,603 |
Dec12 |
120802 |
12803 |
12893 |
12666 |
12750 |
-94 |
3 |
167 |
-1 |
Mar13 |
120802 |
12676 |
12676 |
12676 |
12676 |
-94 |
0 |
2 |
+0 |
Jun13 |
120802 |
12600 |
12600 |
12600 |
12600 |
-94 |
0 |
38 |
+0 |
Total Volume and Open Interest |
104,426 |
98,191 |
+2,602 |
S & P 500(CME) |
Sep12 |
120802 |
1369.20 |
1383.00 |
1350.00 |
1361.90 |
-8.50 |
9,623 |
218,373 |
-695 |
Dec12 |
120802 |
1356.50 |
1360.30 |
1344.30 |
1354.80 |
-8.50 |
57 |
11,445 |
-28 |
Mar13 |
120802 |
1347.90 |
1347.90 |
1337.40 |
1347.90 |
-8.50 |
70 |
659 |
+0 |
Jun13 |
120802 |
1341.00 |
1341.00 |
1330.50 |
1341.00 |
-8.50 |
0 |
19 |
+0 |
Total Volume and Open Interest |
9,750 |
230,496 |
-723 |
S & P 500 E-Mini(Globex) |
Sep12 |
120802 |
1370.00 |
1383.00 |
1349.25 |
1362.00 |
-8.50 |
1,774,241 |
2,732,125 |
-7,620 |
Dec12 |
120802 |
1363.00 |
1376.25 |
1343.00 |
1354.75 |
-8.50 |
1,631 |
22,843 |
+305 |
Total Volume and Open Interest |
1,776,138 |
2,756,499 |
-7,251 |
NASDAQ 100(CME) |
Sep12 |
120802 |
2627.80 |
2648.00 |
2601.00 |
2618.50 |
-6.50 |
266 |
8,915 |
+13 |
Dec12 |
120802 |
2611.00 |
2630.00 |
2601.00 |
2611.00 |
-6.50 |
0 |
7 |
+0 |
Mar13 |
120802 |
2605.50 |
2612.00 |
2605.50 |
2605.50 |
-6.50 |
|
|
|
Total Volume and Open Interest |
266 |
8,922 |
+13 |
NASDAQ 100 E-Mini(Globex) |
Sep12 |
120802 |
2625.30 |
2648.80 |
2600.50 |
2618.50 |
-6.50 |
215,377 |
368,192 |
+546 |
Dec12 |
120802 |
2629.50 |
2632.30 |
2599.80 |
2611.00 |
-6.50 |
10 |
300 |
-3 |
Total Volume and Open Interest |
215,388 |
368,502 |
+544 |
S & P Midcap 400(CME) |
Sep12 |
120802 |
920.00 |
929.00 |
917.50 |
925.50 |
-3.70 |
3 |
1,741 |
+0 |
Dec12 |
120802 |
921.60 |
921.60 |
921.60 |
921.60 |
-3.70 |
|
|
|
Mar13 |
120802 |
919.60 |
919.60 |
919.60 |
919.60 |
-3.70 |
|
|
|
Total Volume and Open Interest |
3 |
1,741 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep12 |
120802 |
8680 |
8705 |
8510 |
8570 |
-105 |
3,630 |
31,254 |
+24 |
Dec12 |
120802 |
8490 |
8530 |
8490 |
8530 |
-105 |
0 |
7 |
+0 |
Total Volume and Open Interest |
3,630 |
31,261 |
+24 |
Nikkei 225(SGX) |
Sep12 |
120802 |
8640 |
8705 |
8620 |
8625 |
-5 |
105,666 |
196,553 |
-717 |
Dec12 |
120802 |
8620 |
8620 |
8560 |
8560 |
-5 |
2,912 |
10,749 |
-17 |
Mar13 |
120802 |
8545 |
8545 |
8545 |
8545 |
-10 |
0 |
48 |
+0 |
Total Volume and Open Interest |
108,640 |
215,144 |
-726 |
CAC 40(EURONEXT) |
Aug12 |
120802 |
3325.0 |
3378.0 |
3206.0 |
3234.0 |
-91.0 |
96,723 |
290,097 |
-12,307 |
Sep12 |
120802 |
3318.5 |
3368.0 |
3202.5 |
3227.0 |
-91.5 |
1,169 |
39,961 |
+682 |
Oct12 |
120802 |
3215.5 |
3215.5 |
3215.5 |
3215.5 |
-90.5 |
0 |
3 |
+0 |
Total Volume and Open Interest |
97,892 |
330,167 |
-11,625 |
Hang Seng Index(HKFE) |
Aug12 |
120802 |
19784 |
19789 |
19611 |
19630 |
-162 |
73,055 |
81,355 |
+677 |
Sep12 |
120802 |
19675 |
19675 |
19533 |
19543 |
-162 |
813 |
4,928 |
+237 |
Total Volume and Open Interest |
73,993 |
91,480 |
-14,220 |
DAX(EUREX) |
Sep12 |
120802 |
6766.5 |
6864.0 |
6552.0 |
6613.0 |
-145.0 |
137,657 |
162,732 |
+3,819 |
Dec12 |
120802 |
6752.0 |
6855.5 |
6554.5 |
6612.5 |
-144.5 |
442 |
10,145 |
+238 |
Mar13 |
120802 |
6755.5 |
6807.0 |
6570.0 |
6614.5 |
-145.0 |
13 |
802 |
+0 |
Total Volume and Open Interest |
138,112 |
173,679 |
+4,057 |
FT-SE 100(EURONEXT) |
Sep12 |
120802 |
5675.00 |
5735.50 |
5584.00 |
5624.50 |
-44.00 |
98,624 |
623,996 |
+2,564 |
Dec12 |
120802 |
5637.00 |
5700.00 |
5555.00 |
5594.00 |
-44.00 |
23 |
650 |
-3 |
Mar13 |
120802 |
5551.00 |
5551.00 |
5551.00 |
5551.00 |
-44.00 |
0 |
247 |
+0 |
Total Volume and Open Interest |
98,647 |
624,893 |
+2,561 |
SPI 200(SFE) |
Sep12 |
120802 |
4229.0 |
4244.0 |
4213.0 |
4228.0 |
+2.0 |
25,821 |
239,492 |
-3,189 |
Dec12 |
120802 |
4225.0 |
4225.0 |
4225.0 |
4225.0 |
+2.0 |
148 |
5,938 |
+72 |
Mar13 |
120802 |
4188.0 |
4188.0 |
4188.0 |
4188.0 |
+2.0 |
0 |
1,404 |
+0 |
Total Volume and Open Interest |
25,971 |
248,664 |
-3,227 |
GSCI(CME) |
Aug12 |
120802 |
631.80 |
633.50 |
629.50 |
629.50 |
-5.00 |
226 |
7,680 |
-74 |
Sep12 |
120802 |
630.50 |
632.55 |
627.50 |
627.50 |
-5.00 |
23 |
859 |
-1 |
Oct12 |
120802 |
628.50 |
634.05 |
628.50 |
628.50 |
-5.50 |
|
|
|
Total Volume and Open Interest |
249 |
8,539 |
-75 |
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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