|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed August 08, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug12 |
120808 |
1608.25 |
1630.25 |
1602.00 |
1630.00 |
+24.75 |
1,512 |
2,404 |
-635 |
Sep12 |
120808 |
1576.75 |
1601.75 |
1570.25 |
1600.00 |
+23.50 |
21,233 |
41,641 |
-1,185 |
Nov12 |
120808 |
1565.50 |
1583.00 |
1555.25 |
1581.25 |
+15.50 |
121,563 |
380,453 |
-3,666 |
Jan13 |
120808 |
1561.00 |
1575.00 |
1550.00 |
1574.00 |
+12.75 |
14,163 |
82,402 |
+1,076 |
Mar13 |
120808 |
1498.25 |
1511.00 |
1487.50 |
1500.00 |
+2.25 |
11,907 |
82,398 |
-170 |
May13 |
120808 |
1430.00 |
1445.00 |
1422.75 |
1431.50 |
+2.25 |
6,673 |
85,370 |
-126 |
Jul13 |
120808 |
1420.00 |
1431.75 |
1412.25 |
1421.25 |
+2.75 |
3,876 |
57,039 |
-587 |
Aug13 |
120808 |
1393.00 |
1393.50 |
1392.75 |
1392.75 |
-0.75 |
18 |
304 |
+4 |
Sep13 |
120808 |
1330.50 |
1330.50 |
1326.50 |
1330.50 |
+4.00 |
7 |
346 |
+1 |
Nov13 |
120808 |
1268.00 |
1279.00 |
1259.25 |
1271.25 |
+5.50 |
1,676 |
24,397 |
+453 |
Jan14 |
120808 |
1275.00 |
1275.00 |
1269.50 |
1275.00 |
+5.50 |
0 |
188 |
+0 |
Mar14 |
120808 |
1275.50 |
1275.50 |
1270.00 |
1275.50 |
+5.50 |
0 |
13 |
+0 |
May14 |
120808 |
1275.50 |
1275.50 |
1270.00 |
1275.50 |
+5.50 |
|
|
|
Jul14 |
120808 |
1279.50 |
1279.50 |
1274.00 |
1279.50 |
+5.50 |
0 |
9 |
+0 |
Total Volume and Open Interest |
182,681 |
758,262 |
-4,792 |
Soybean Meal(CBOT) |
Aug12 |
120808 |
513.00 |
522.70 |
511.30 |
521.90 |
+9.60 |
3,095 |
3,145 |
-1,503 |
Sep12 |
120808 |
492.00 |
501.50 |
488.80 |
500.10 |
+8.50 |
17,623 |
42,280 |
-924 |
Oct12 |
120808 |
477.20 |
485.20 |
473.60 |
484.40 |
+7.00 |
7,826 |
28,418 |
+1,014 |
Dec12 |
120808 |
471.50 |
478.50 |
467.30 |
477.70 |
+5.90 |
30,086 |
110,875 |
+2,180 |
Jan13 |
120808 |
466.40 |
469.10 |
459.50 |
468.30 |
+4.50 |
3,369 |
12,245 |
+193 |
Mar13 |
120808 |
441.20 |
444.60 |
437.00 |
440.50 |
-0.30 |
2,299 |
13,738 |
-189 |
May13 |
120808 |
409.20 |
415.10 |
407.00 |
409.30 |
+0.20 |
2,219 |
12,883 |
+138 |
Jul13 |
120808 |
403.00 |
408.50 |
401.00 |
403.40 |
+0.20 |
1,202 |
12,921 |
-14 |
Aug13 |
120808 |
390.90 |
390.90 |
390.00 |
390.40 |
+0.20 |
87 |
595 |
+51 |
Sep13 |
120808 |
378.00 |
378.00 |
372.10 |
372.30 |
+0.20 |
0 |
591 |
+0 |
Total Volume and Open Interest |
68,203 |
244,756 |
+1,120 |
Soybean Oil(CBOT) |
Aug12 |
120808 |
51.49 |
51.58 |
51.15 |
51.58 |
+0.29 |
3,299 |
2,252 |
-443 |
Sep12 |
120808 |
51.53 |
51.85 |
51.31 |
51.79 |
+0.27 |
22,938 |
62,520 |
+1,203 |
Oct12 |
120808 |
51.75 |
52.01 |
51.50 |
51.98 |
+0.27 |
5,547 |
25,610 |
+507 |
Dec12 |
120808 |
52.17 |
52.45 |
51.88 |
52.39 |
+0.28 |
36,725 |
156,660 |
-515 |
Jan13 |
120808 |
52.59 |
52.65 |
52.17 |
52.64 |
+0.28 |
4,137 |
26,461 |
+793 |
Mar13 |
120808 |
52.69 |
52.91 |
52.39 |
52.85 |
+0.24 |
1,848 |
18,273 |
+164 |
May13 |
120808 |
52.92 |
53.11 |
52.59 |
53.04 |
+0.25 |
1,527 |
12,356 |
-302 |
Jul13 |
120808 |
53.15 |
53.31 |
52.83 |
53.29 |
+0.26 |
1,487 |
12,720 |
-257 |
Aug13 |
120808 |
53.15 |
53.29 |
53.00 |
53.29 |
+0.24 |
523 |
2,066 |
-33 |
Sep13 |
120808 |
53.09 |
53.20 |
52.70 |
53.19 |
+0.23 |
819 |
1,568 |
+300 |
Total Volume and Open Interest |
80,634 |
330,326 |
+1,805 |
Canola(WCE) |
Nov12 |
120808 |
602.2 |
606.0 |
596.6 |
603.1 |
+0.7 |
4,806 |
138,971 |
-977 |
Jan13 |
120808 |
606.0 |
609.8 |
600.5 |
607.5 |
+1.4 |
857 |
43,137 |
-197 |
Mar13 |
120808 |
604.8 |
612.0 |
601.5 |
609.5 |
+2.0 |
72 |
15,199 |
+9 |
May13 |
120808 |
597.0 |
608.4 |
597.0 |
605.3 |
+1.5 |
71 |
19,002 |
-4 |
Jul13 |
120808 |
595.0 |
600.6 |
589.1 |
599.5 |
+3.6 |
22 |
3,644 |
-9 |
Total Volume and Open Interest |
5,837 |
221,687 |
-1,177 |
Corn(CBOT) |
Sep12 |
120808 |
795.25 |
812.00 |
787.75 |
810.75 |
+14.75 |
58,540 |
280,748 |
-7,416 |
Dec12 |
120808 |
799.75 |
817.25 |
792.50 |
816.50 |
+16.00 |
113,883 |
555,943 |
+3,908 |
Mar13 |
120808 |
803.00 |
815.25 |
796.50 |
813.50 |
+9.25 |
14,245 |
148,335 |
+2,343 |
May13 |
120808 |
797.50 |
809.00 |
791.00 |
808.25 |
+8.75 |
4,825 |
32,358 |
+1,391 |
Jul13 |
120808 |
793.50 |
802.00 |
785.50 |
801.75 |
+7.50 |
5,021 |
86,225 |
+415 |
Sep13 |
120808 |
677.75 |
688.00 |
677.00 |
686.50 |
+4.75 |
618 |
11,982 |
+98 |
Dec13 |
120808 |
640.00 |
647.00 |
635.50 |
646.50 |
+5.75 |
1,347 |
67,598 |
+154 |
Mar14 |
120808 |
644.00 |
650.00 |
644.00 |
649.75 |
+4.75 |
13 |
1,577 |
+8 |
May14 |
120808 |
648.00 |
652.25 |
648.00 |
652.25 |
+3.75 |
11 |
353 |
-9 |
Jul14 |
120808 |
653.75 |
653.75 |
650.75 |
653.75 |
+3.00 |
0 |
968 |
+0 |
Total Volume and Open Interest |
198,538 |
1,190,669 |
+905 |
Wheat(CBOT) |
Sep12 |
120808 |
889.75 |
902.75 |
869.25 |
899.25 |
+10.25 |
39,183 |
166,139 |
-1,837 |
Dec12 |
120808 |
903.25 |
917.00 |
883.75 |
913.50 |
+10.75 |
37,228 |
176,076 |
+4,624 |
Mar13 |
120808 |
907.75 |
924.50 |
890.00 |
917.50 |
+9.75 |
7,759 |
41,335 |
+2,882 |
May13 |
120808 |
884.00 |
902.75 |
874.50 |
895.50 |
+7.00 |
1,324 |
12,806 |
+14 |
Jul13 |
120808 |
845.00 |
857.75 |
837.00 |
842.75 |
-7.00 |
1,841 |
45,950 |
+48 |
Sep13 |
120808 |
841.25 |
855.00 |
838.25 |
843.25 |
-7.50 |
142 |
1,339 |
+22 |
Total Volume and Open Interest |
88,108 |
470,934 |
+5,867 |
Wheat(KCBT) |
Sep12 |
120808 |
894.75 |
906.00 |
876.50 |
903.75 |
+7.75 |
9,667 |
67,923 |
-1,266 |
Dec12 |
120808 |
918.75 |
930.00 |
900.00 |
927.75 |
+8.00 |
5,714 |
56,610 |
+1,257 |
Mar13 |
120808 |
926.25 |
939.75 |
909.25 |
937.75 |
+9.25 |
859 |
13,321 |
+159 |
May13 |
120808 |
919.00 |
934.25 |
905.50 |
931.75 |
+8.00 |
36 |
6,538 |
+4 |
Jul13 |
120808 |
868.00 |
880.50 |
856.25 |
876.75 |
+2.75 |
141 |
12,240 |
+36 |
Sep13 |
120808 |
866.00 |
873.75 |
859.00 |
873.75 |
-0.25 |
23 |
452 |
+4 |
Total Volume and Open Interest |
16,454 |
157,896 |
+197 |
Wheat(MGE) |
Sep12 |
120808 |
936.25 |
950.00 |
924.50 |
945.25 |
+9.00 |
2,436 |
15,382 |
-199 |
Dec12 |
120808 |
948.00 |
958.25 |
935.00 |
952.50 |
+6.25 |
1,244 |
16,340 |
-4 |
Mar13 |
120808 |
955.00 |
966.50 |
943.75 |
962.75 |
+8.50 |
192 |
5,477 |
+56 |
May13 |
120808 |
950.75 |
963.00 |
950.75 |
961.00 |
+5.00 |
31 |
1,089 |
+5 |
Jul13 |
120808 |
955.00 |
967.00 |
947.75 |
961.25 |
+3.75 |
40 |
312 |
-9 |
Total Volume and Open Interest |
4,381 |
40,168 |
+128 |
Oats(CBOT) |
Sep12 |
120808 |
370.00 |
378.50 |
368.25 |
375.75 |
+5.50 |
118 |
1,234 |
-3 |
Dec12 |
120808 |
372.25 |
379.75 |
369.00 |
377.25 |
+5.00 |
718 |
8,836 |
-19 |
Mar13 |
120808 |
371.00 |
378.00 |
371.00 |
377.50 |
+4.25 |
45 |
419 |
+11 |
May13 |
120808 |
378.50 |
378.50 |
374.25 |
378.50 |
+4.25 |
0 |
17 |
+0 |
Total Volume and Open Interest |
881 |
10,513 |
-11 |
Rough Rice(CBOT) |
Sep12 |
120808 |
15.71 |
15.75 |
15.63 |
15.69 |
-0.06 |
509 |
9,430 |
+50 |
Nov12 |
120808 |
15.92 |
16.02 |
15.92 |
15.96 |
-0.06 |
158 |
4,118 |
+32 |
Jan13 |
120808 |
16.23 |
16.29 |
16.23 |
16.23 |
-0.06 |
26 |
350 |
+23 |
Mar13 |
120808 |
16.57 |
16.58 |
16.49 |
16.49 |
-0.07 |
1 |
104 |
+0 |
Total Volume and Open Interest |
696 |
14,026 |
+107 |
Live Cattle(CME) |
Aug12 |
120808 |
120.300 |
121.900 |
120.285 |
121.850 |
+1.850 |
23,818 |
19,189 |
-1,312 |
Oct12 |
120808 |
124.350 |
125.850 |
124.250 |
125.680 |
+1.500 |
19,843 |
132,961 |
-1,294 |
Dec12 |
120808 |
127.200 |
128.250 |
127.200 |
128.150 |
+0.970 |
6,533 |
75,912 |
-106 |
Feb13 |
120808 |
130.550 |
131.435 |
130.550 |
131.400 |
+0.950 |
4,359 |
33,858 |
+484 |
Apr13 |
120808 |
134.300 |
134.900 |
134.150 |
134.900 |
+0.915 |
2,671 |
21,582 |
+62 |
Jun13 |
120808 |
131.630 |
132.400 |
131.630 |
132.325 |
+0.825 |
976 |
7,080 |
+427 |
Total Volume and Open Interest |
58,599 |
293,309 |
-1,592 |
Feeder Cattle(CME) |
Aug12 |
120808 |
138.700 |
140.950 |
138.700 |
139.785 |
+1.135 |
1,696 |
6,438 |
-619 |
Sep12 |
120808 |
139.600 |
141.650 |
139.285 |
140.300 |
+1.300 |
1,622 |
7,540 |
-169 |
Oct12 |
120808 |
140.200 |
142.630 |
140.130 |
141.450 |
+1.320 |
2,562 |
11,310 |
+604 |
Nov12 |
120808 |
143.400 |
144.785 |
143.250 |
143.575 |
+1.075 |
700 |
4,805 |
+107 |
Jan13 |
120808 |
147.285 |
148.325 |
147.035 |
147.075 |
+0.750 |
271 |
4,069 |
+38 |
Mar13 |
120808 |
149.950 |
151.100 |
149.785 |
150.100 |
+1.150 |
85 |
1,063 |
+31 |
Apr13 |
120808 |
151.350 |
152.800 |
151.350 |
151.900 |
+1.050 |
34 |
500 |
-2 |
Total Volume and Open Interest |
6,986 |
36,305 |
-3 |
Lean Hogs(CME) |
Aug12 |
120808 |
90.635 |
92.230 |
90.635 |
91.580 |
+1.650 |
7,411 |
10,875 |
-1,542 |
Oct12 |
120808 |
75.450 |
75.900 |
74.830 |
75.635 |
+0.705 |
14,724 |
95,949 |
+24 |
Dec12 |
120808 |
73.475 |
73.885 |
72.950 |
73.635 |
+0.385 |
6,501 |
46,432 |
+294 |
Feb13 |
120808 |
80.700 |
80.885 |
80.050 |
80.700 |
+0.250 |
3,893 |
25,894 |
-309 |
Apr13 |
120808 |
87.950 |
88.285 |
87.535 |
87.930 |
-0.150 |
1,729 |
18,404 |
-264 |
May13 |
120808 |
95.830 |
96.230 |
95.385 |
95.900 |
unch |
6 |
784 |
+0 |
Jun13 |
120808 |
98.450 |
98.830 |
97.850 |
98.350 |
-0.200 |
1,145 |
10,939 |
+39 |
Jul13 |
120808 |
98.250 |
98.250 |
97.535 |
97.850 |
unch |
63 |
3,424 |
+19 |
Total Volume and Open Interest |
35,562 |
215,413 |
-1,714 |
Class III Milk(CME) |
Aug12 |
120808 |
17.60 |
17.65 |
17.51 |
17.59 |
+0.03 |
343 |
4,057 |
-78 |
Sep12 |
120808 |
19.19 |
19.34 |
19.03 |
19.25 |
+0.06 |
426 |
4,885 |
+118 |
Oct12 |
120808 |
19.67 |
19.85 |
19.56 |
19.77 |
+0.15 |
318 |
3,664 |
+85 |
Nov12 |
120808 |
19.76 |
19.88 |
19.65 |
19.78 |
+0.11 |
182 |
3,182 |
+6 |
Dec12 |
120808 |
19.55 |
19.69 |
19.45 |
19.57 |
+0.10 |
147 |
3,047 |
+89 |
Total Volume and Open Interest |
1,882 |
24,468 |
+385 |
Cocoa(ICE) |
Sep12 |
120808 |
2436 |
2479 |
2434 |
2463 |
+16 |
12,140 |
48,058 |
-3,527 |
Dec12 |
120808 |
2443 |
2481 |
2439 |
2469 |
+19 |
9,654 |
65,256 |
+3,753 |
Mar13 |
120808 |
2456 |
2487 |
2449 |
2476 |
+18 |
2,076 |
38,942 |
+84 |
May13 |
120808 |
2469 |
2496 |
2465 |
2485 |
+19 |
315 |
15,342 |
+70 |
Jul13 |
120808 |
2474 |
2500 |
2470 |
2490 |
+17 |
425 |
8,468 |
+240 |
Sep13 |
120808 |
2483 |
2507 |
2483 |
2495 |
+15 |
103 |
4,579 |
+65 |
Dec13 |
120808 |
2507 |
2507 |
2493 |
2505 |
+16 |
7 |
6,013 |
-21 |
Total Volume and Open Interest |
24,720 |
191,893 |
+664 |
Coffee "C"(ICE) |
Sep12 |
120808 |
172.75 |
173.10 |
169.90 |
170.50 |
-2.15 |
10,340 |
54,187 |
-1,938 |
Dec12 |
120808 |
175.45 |
175.75 |
172.60 |
173.20 |
-2.10 |
7,318 |
50,360 |
+2,032 |
Mar13 |
120808 |
179.00 |
179.00 |
176.50 |
176.85 |
-2.05 |
1,130 |
20,588 |
+629 |
May13 |
120808 |
179.75 |
180.85 |
178.75 |
179.30 |
-1.95 |
213 |
5,455 |
+71 |
Jul13 |
120808 |
182.70 |
183.35 |
181.50 |
181.70 |
-1.90 |
77 |
4,401 |
-21 |
Sep13 |
120808 |
185.00 |
185.00 |
184.15 |
184.15 |
-1.85 |
53 |
1,181 |
-25 |
Total Volume and Open Interest |
19,141 |
137,605 |
+702 |
Orange Juice(ICE) |
Sep12 |
120808 |
112.85 |
115.20 |
111.45 |
114.65 |
+1.80 |
761 |
9,615 |
-232 |
Nov12 |
120808 |
110.50 |
112.80 |
108.55 |
112.20 |
+1.70 |
427 |
9,812 |
+244 |
Jan13 |
120808 |
110.40 |
113.75 |
110.40 |
113.40 |
+1.40 |
35 |
2,397 |
+93 |
Mar13 |
120808 |
113.25 |
114.95 |
113.00 |
114.95 |
+1.45 |
5 |
1,300 |
+1 |
May13 |
120808 |
113.50 |
115.50 |
113.50 |
115.50 |
+1.25 |
1 |
190 |
+1 |
Jul13 |
120808 |
114.75 |
114.75 |
113.65 |
113.65 |
-1.10 |
6 |
16 |
+6 |
Total Volume and Open Interest |
1,241 |
23,338 |
+119 |
Sugar #11(ICE) |
Oct12 |
120808 |
21.40 |
21.56 |
21.05 |
21.09 |
-0.33 |
30,198 |
310,284 |
-3,721 |
Mar13 |
120808 |
21.95 |
22.04 |
21.56 |
21.60 |
-0.31 |
12,179 |
151,339 |
+699 |
May13 |
120808 |
21.64 |
21.71 |
21.33 |
21.37 |
-0.27 |
2,942 |
46,778 |
+944 |
Jul13 |
120808 |
21.53 |
21.55 |
21.23 |
21.27 |
-0.26 |
1,872 |
76,890 |
-223 |
Oct13 |
120808 |
21.52 |
21.61 |
21.36 |
21.40 |
-0.21 |
2,241 |
37,943 |
+11 |
Mar14 |
120808 |
21.70 |
21.82 |
21.57 |
21.60 |
-0.20 |
275 |
24,139 |
+1 |
May14 |
120808 |
21.66 |
21.66 |
21.49 |
21.51 |
-0.19 |
209 |
6,860 |
-62 |
Jul14 |
120808 |
21.64 |
21.64 |
21.47 |
21.49 |
-0.16 |
181 |
5,907 |
+143 |
Total Volume and Open Interest |
50,178 |
668,344 |
-2,159 |
London Cocoa(LCE) |
Sep12 |
120808 |
1673 |
1685 |
1660 |
1679 |
+7 |
4,688 |
38,533 |
-628 |
Dec12 |
120808 |
1658 |
1675 |
1648 |
1670 |
+12 |
6,359 |
61,721 |
+1,558 |
Mar13 |
120808 |
1630 |
1649 |
1620 |
1644 |
+14 |
2,184 |
55,439 |
-120 |
May13 |
120808 |
1626 |
1644 |
1617 |
1640 |
+14 |
886 |
22,677 |
+14 |
Jul13 |
120808 |
1629 |
1647 |
1619 |
1642 |
+13 |
544 |
11,999 |
+231 |
Sep13 |
120808 |
1629 |
1642 |
1616 |
1639 |
+13 |
420 |
6,513 |
+11 |
Dec13 |
120808 |
1630 |
1639 |
1630 |
1639 |
+13 |
64 |
7,654 |
+0 |
Total Volume and Open Interest |
15,145 |
205,087 |
+1,066 |
London Sugar(LCE) |
Oct12 |
120808 |
597.00 |
600.20 |
588.60 |
589.20 |
-9.00 |
4,299 |
28,030 |
+79 |
Dec12 |
120808 |
577.40 |
583.10 |
570.90 |
571.50 |
-8.30 |
1,605 |
10,848 |
+3 |
Mar13 |
120808 |
578.00 |
583.50 |
572.80 |
573.80 |
-7.00 |
1,419 |
13,308 |
+322 |
May13 |
120808 |
577.10 |
582.10 |
572.10 |
573.10 |
-6.50 |
307 |
3,817 |
-9 |
Aug13 |
120808 |
572.00 |
575.40 |
566.60 |
567.60 |
-5.90 |
281 |
2,194 |
+8 |
Total Volume and Open Interest |
8,189 |
60,377 |
+463 |
Cotton(ICE) |
Oct12 |
120808 |
74.88 |
75.80 |
73.86 |
75.50 |
+0.54 |
65 |
325 |
-22 |
Dec12 |
120808 |
75.51 |
76.30 |
74.21 |
76.00 |
+0.60 |
16,902 |
134,498 |
+120 |
Mar13 |
120808 |
76.19 |
77.18 |
75.25 |
76.86 |
+0.43 |
2,941 |
32,141 |
+1,076 |
May13 |
120808 |
76.01 |
77.83 |
75.79 |
77.46 |
+0.61 |
576 |
5,973 |
+64 |
Jul13 |
120808 |
76.68 |
78.40 |
76.51 |
78.06 |
+0.60 |
287 |
6,436 |
+96 |
Oct13 |
120808 |
78.68 |
78.68 |
78.68 |
78.68 |
+0.02 |
0 |
5 |
+0 |
Total Volume and Open Interest |
21,099 |
181,686 |
+1,586 |
Lumber(CME) |
Sep12 |
120808 |
289.5 |
294.8 |
289.0 |
293.1 |
+3.5 |
518 |
4,218 |
-30 |
Nov12 |
120808 |
284.0 |
288.1 |
284.0 |
286.0 |
+2.0 |
177 |
2,731 |
+55 |
Jan13 |
120808 |
294.1 |
297.8 |
294.1 |
295.6 |
+1.7 |
128 |
769 |
+94 |
Mar13 |
120808 |
301.8 |
303.9 |
301.8 |
303.9 |
+4.9 |
5 |
159 |
+4 |
Total Volume and Open Interest |
828 |
7,881 |
+123 |
Crude Oil(NYM) |
Sep12 |
120808 |
93.41 |
94.72 |
92.82 |
93.35 |
-0.32 |
194,374 |
255,155 |
-6,290 |
Oct12 |
120808 |
93.70 |
94.97 |
93.10 |
93.63 |
-0.31 |
70,664 |
141,159 |
+1,785 |
Nov12 |
120808 |
93.93 |
95.26 |
93.49 |
93.97 |
-0.28 |
35,703 |
95,645 |
+1,105 |
Dec12 |
120808 |
94.45 |
95.61 |
93.81 |
94.39 |
-0.25 |
36,989 |
184,572 |
+1,608 |
Jan13 |
120808 |
94.79 |
96.04 |
94.38 |
94.88 |
-0.21 |
10,310 |
76,981 |
+369 |
Feb13 |
120808 |
95.03 |
96.12 |
94.86 |
95.27 |
-0.18 |
6,315 |
36,089 |
-403 |
Mar13 |
120808 |
95.44 |
96.49 |
94.96 |
95.49 |
-0.16 |
12,244 |
41,142 |
+385 |
Apr13 |
120808 |
94.85 |
96.37 |
94.85 |
95.55 |
-0.14 |
5,032 |
21,330 |
+77 |
May13 |
120808 |
95.66 |
96.00 |
94.89 |
95.54 |
-0.12 |
3,330 |
19,877 |
-160 |
Jun13 |
120808 |
94.95 |
96.29 |
94.86 |
95.46 |
-0.12 |
13,920 |
71,408 |
+733 |
Jul13 |
120808 |
95.34 |
95.70 |
95.03 |
95.33 |
-0.13 |
1,162 |
27,520 |
+174 |
Aug13 |
120808 |
94.96 |
95.61 |
94.96 |
95.16 |
-0.15 |
690 |
16,038 |
+49 |
Sep13 |
120808 |
94.96 |
94.96 |
94.96 |
94.96 |
-0.18 |
928 |
23,046 |
+36 |
Oct13 |
120808 |
94.72 |
94.72 |
94.72 |
94.72 |
-0.23 |
516 |
13,043 |
+152 |
Nov13 |
120808 |
94.80 |
94.80 |
94.49 |
94.49 |
-0.27 |
840 |
17,937 |
+319 |
Dec13 |
120808 |
93.98 |
94.85 |
93.74 |
94.26 |
-0.31 |
17,057 |
126,927 |
+2,201 |
Total Volume and Open Interest |
419,723 |
1,432,480 |
+2,274 |
e-miNY Crude Oil(NYM) |
Aug12 |
120719 |
89.975 |
92.950 |
89.850 |
92.650 |
+2.775 |
7,097 |
2,028 |
-8 |
Sep12 |
120808 |
93.450 |
94.825 |
92.850 |
93.350 |
-0.325 |
5,651 |
2,798 |
-33 |
Oct12 |
120808 |
93.750 |
95.050 |
93.125 |
93.625 |
-0.325 |
410 |
2,143 |
+259 |
Nov12 |
120808 |
93.825 |
94.950 |
93.800 |
93.975 |
-0.275 |
207 |
4,423 |
-166 |
Dec12 |
120808 |
94.175 |
95.500 |
93.825 |
94.400 |
-0.250 |
57 |
6,255 |
-2 |
Jan13 |
120808 |
94.875 |
94.875 |
94.875 |
94.875 |
-0.225 |
11 |
1,708 |
+0 |
Feb13 |
120808 |
95.200 |
95.625 |
95.200 |
95.275 |
-0.175 |
0 |
70 |
+0 |
Mar13 |
120808 |
95.500 |
95.500 |
95.500 |
95.500 |
-0.150 |
0 |
7 |
+0 |
Apr13 |
120808 |
95.550 |
95.550 |
95.550 |
95.550 |
-0.150 |
0 |
2 |
+0 |
May13 |
120808 |
95.550 |
95.550 |
95.550 |
95.550 |
-0.100 |
|
|
|
Total Volume and Open Interest |
6,338 |
17,607 |
+58 |
Heating Oil(NYM) |
Sep12 |
120808 |
298.76 |
302.97 |
297.28 |
301.59 |
+1.79 |
45,559 |
89,954 |
-2,142 |
Oct12 |
120808 |
299.51 |
303.72 |
298.07 |
302.43 |
+1.86 |
17,195 |
41,000 |
+550 |
Nov12 |
120808 |
299.93 |
304.38 |
298.89 |
303.26 |
+1.92 |
9,727 |
33,828 |
-464 |
Dec12 |
120808 |
300.84 |
304.97 |
299.50 |
303.82 |
+1.90 |
12,217 |
41,219 |
+529 |
Jan13 |
120808 |
302.01 |
304.60 |
302.01 |
304.19 |
+1.86 |
5,414 |
24,467 |
+456 |
Feb13 |
120808 |
301.92 |
303.62 |
301.92 |
303.49 |
+1.82 |
2,114 |
9,798 |
+146 |
Mar13 |
120808 |
298.25 |
302.40 |
298.25 |
301.73 |
+1.82 |
2,008 |
20,858 |
+758 |
Apr13 |
120808 |
297.02 |
299.75 |
297.02 |
299.42 |
+1.79 |
441 |
20,964 |
-63 |
May13 |
120808 |
299.70 |
301.39 |
299.70 |
301.39 |
+1.71 |
724 |
8,202 |
-584 |
Jun13 |
120808 |
297.70 |
300.04 |
297.60 |
299.86 |
+1.53 |
611 |
7,723 |
+107 |
Jul13 |
120808 |
298.21 |
299.56 |
298.21 |
299.56 |
+1.35 |
0 |
2,483 |
+0 |
Aug13 |
120808 |
298.36 |
299.56 |
298.36 |
299.56 |
+1.20 |
18 |
813 |
-15 |
Sep13 |
120808 |
299.66 |
299.66 |
299.66 |
299.66 |
+1.06 |
18 |
742 |
+0 |
Oct13 |
120808 |
299.76 |
299.76 |
299.76 |
299.76 |
+1.00 |
0 |
482 |
+0 |
Total Volume and Open Interest |
96,156 |
307,800 |
-727 |
Gasoline(NYMEX) |
Sep12 |
120808 |
298.84 |
302.25 |
296.71 |
298.04 |
-1.09 |
41,513 |
88,972 |
-1,958 |
Oct12 |
120808 |
277.38 |
280.85 |
275.70 |
278.29 |
+0.10 |
20,610 |
46,804 |
-654 |
Nov12 |
120808 |
271.82 |
274.26 |
269.48 |
272.49 |
+0.67 |
11,517 |
28,531 |
+1,428 |
Dec12 |
120808 |
266.56 |
270.40 |
265.83 |
268.92 |
+0.85 |
10,014 |
39,526 |
+869 |
Jan13 |
120808 |
265.80 |
268.66 |
264.58 |
267.46 |
+0.86 |
5,088 |
16,218 |
+536 |
Feb13 |
120808 |
266.31 |
268.57 |
266.15 |
267.55 |
+0.80 |
1,950 |
5,528 |
-434 |
Mar13 |
120808 |
266.90 |
269.35 |
266.22 |
268.73 |
+0.76 |
618 |
7,269 |
-29 |
Apr13 |
120808 |
282.32 |
283.27 |
281.31 |
282.72 |
+0.62 |
706 |
5,865 |
-288 |
May13 |
120808 |
281.42 |
281.42 |
281.42 |
281.42 |
+0.57 |
416 |
2,353 |
+305 |
Jun13 |
120808 |
278.13 |
278.97 |
278.13 |
278.97 |
+0.52 |
891 |
5,650 |
-92 |
Total Volume and Open Interest |
93,734 |
254,606 |
+47 |
e-miNY RBOB Gasoline(NYM) |
Sep12 |
120808 |
298.00 |
298.04 |
298.00 |
298.00 |
-1.10 |
|
|
|
Oct12 |
120808 |
278.30 |
278.30 |
278.29 |
278.30 |
+0.10 |
|
|
|
Nov12 |
120808 |
272.50 |
272.50 |
272.49 |
272.50 |
+0.70 |
|
|
|
Dec12 |
120808 |
268.90 |
268.92 |
268.90 |
268.90 |
+0.80 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
Sep12 |
120808 |
2.959 |
2.987 |
2.897 |
2.933 |
-0.031 |
105,251 |
252,357 |
-3,093 |
Oct12 |
120808 |
2.981 |
3.006 |
2.925 |
2.961 |
-0.021 |
45,509 |
179,523 |
-1,932 |
Nov12 |
120808 |
3.145 |
3.180 |
3.113 |
3.157 |
+0.007 |
38,366 |
135,792 |
+1,127 |
Dec12 |
120808 |
3.408 |
3.435 |
3.379 |
3.425 |
+0.016 |
17,388 |
52,847 |
-335 |
Jan13 |
120808 |
3.528 |
3.567 |
3.505 |
3.556 |
+0.019 |
19,813 |
137,074 |
+1,054 |
Feb13 |
120808 |
3.578 |
3.580 |
3.522 |
3.571 |
+0.020 |
3,479 |
28,814 |
+275 |
Mar13 |
120808 |
3.520 |
3.566 |
3.505 |
3.557 |
+0.025 |
3,977 |
47,276 |
-204 |
Apr13 |
120808 |
3.515 |
3.551 |
3.485 |
3.541 |
+0.031 |
6,106 |
65,584 |
+633 |
May13 |
120808 |
3.539 |
3.581 |
3.513 |
3.571 |
+0.035 |
754 |
17,300 |
+83 |
Jun13 |
120808 |
3.572 |
3.625 |
3.554 |
3.615 |
+0.038 |
743 |
8,827 |
-100 |
Jul13 |
120808 |
3.614 |
3.670 |
3.600 |
3.660 |
+0.039 |
1,173 |
13,641 |
+144 |
Aug13 |
120808 |
3.637 |
3.693 |
3.637 |
3.683 |
+0.039 |
652 |
10,975 |
-89 |
Sep13 |
120808 |
3.643 |
3.699 |
3.628 |
3.688 |
+0.038 |
636 |
9,276 |
+163 |
Oct13 |
120808 |
3.691 |
3.723 |
3.652 |
3.714 |
+0.038 |
2,055 |
38,214 |
+185 |
Nov13 |
120808 |
3.791 |
3.843 |
3.759 |
3.829 |
+0.047 |
449 |
17,557 |
+113 |
Dec13 |
120808 |
4.001 |
4.039 |
3.983 |
4.034 |
+0.047 |
510 |
17,077 |
+141 |
Total Volume and Open Interest |
247,712 |
1,117,947 |
-1,822 |
Brent Crude Oil(ICE) |
Sep12 |
120808 |
111.58 |
113.27 |
110.85 |
112.14 |
+0.14 |
149,982 |
165,543 |
-17,342 |
Oct12 |
120808 |
110.10 |
111.61 |
109.30 |
110.57 |
+0.20 |
100,831 |
224,092 |
-1,686 |
Nov12 |
120808 |
108.99 |
110.67 |
108.41 |
109.75 |
+0.28 |
55,232 |
117,634 |
+4,876 |
Dec12 |
120808 |
108.49 |
110.14 |
107.95 |
109.31 |
+0.32 |
57,923 |
130,591 |
-1,829 |
Jan13 |
120808 |
108.10 |
109.65 |
107.68 |
108.92 |
+0.31 |
12,438 |
44,131 |
+1,079 |
Feb13 |
120808 |
107.73 |
109.27 |
107.27 |
108.55 |
+0.30 |
5,753 |
28,531 |
+151 |
Mar13 |
120808 |
107.13 |
108.76 |
106.90 |
108.16 |
+0.28 |
4,326 |
31,110 |
+799 |
Apr13 |
120808 |
106.73 |
108.32 |
106.52 |
107.75 |
+0.25 |
1,866 |
16,134 |
+209 |
May13 |
120808 |
106.33 |
107.87 |
106.19 |
107.33 |
+0.22 |
2,556 |
15,486 |
+606 |
Jun13 |
120808 |
106.29 |
107.45 |
105.74 |
106.90 |
+0.19 |
9,048 |
54,885 |
-740 |
Jul13 |
120808 |
106.52 |
106.52 |
106.52 |
106.52 |
+0.17 |
1,140 |
15,212 |
+435 |
Aug13 |
120808 |
106.12 |
106.12 |
106.12 |
106.12 |
+0.16 |
1,435 |
13,171 |
+67 |
Sep13 |
120808 |
105.71 |
105.71 |
105.71 |
105.71 |
+0.14 |
1,502 |
14,419 |
-130 |
Oct13 |
120808 |
105.28 |
105.28 |
105.28 |
105.28 |
+0.12 |
261 |
8,298 |
-2 |
Total Volume and Open Interest |
422,294 |
1,129,834 |
-12,627 |
Gas Oil(ICE) |
Aug12 |
120808 |
947.00 |
957.50 |
942.00 |
955.50 |
+8.50 |
38,268 |
45,733 |
-13,192 |
Sep12 |
120808 |
946.75 |
958.50 |
942.00 |
956.75 |
+10.25 |
81,613 |
134,510 |
+6,059 |
Oct12 |
120808 |
944.00 |
957.00 |
940.25 |
955.50 |
+10.50 |
33,748 |
89,183 |
+1,117 |
Nov12 |
120808 |
940.75 |
953.25 |
936.75 |
952.00 |
+10.75 |
9,323 |
41,280 |
+1,742 |
Dec12 |
120808 |
937.50 |
949.25 |
932.50 |
948.25 |
+11.00 |
15,500 |
73,679 |
+2,223 |
Jan13 |
120808 |
936.00 |
947.25 |
931.00 |
946.50 |
+11.25 |
2,436 |
24,112 |
+938 |
Feb13 |
120808 |
933.25 |
944.50 |
929.50 |
943.75 |
+11.00 |
1,378 |
19,232 |
-52 |
Mar13 |
120808 |
928.50 |
940.50 |
928.50 |
939.50 |
+10.75 |
1,171 |
18,582 |
-156 |
Apr13 |
120808 |
924.25 |
935.75 |
924.25 |
934.75 |
+10.25 |
923 |
13,997 |
-11 |
May13 |
120808 |
920.00 |
931.00 |
920.00 |
930.00 |
+9.75 |
967 |
10,852 |
-48 |
Total Volume and Open Interest |
190,321 |
575,549 |
+1,006 |
Ethanol(CBOT) |
Aug12 |
120803 |
2.614 |
2.614 |
2.614 |
2.614 |
+0.049 |
76 |
45 |
-45 |
Sep12 |
120808 |
2.570 |
2.586 |
2.562 |
2.578 |
+0.006 |
131 |
1,422 |
-12 |
Oct12 |
120808 |
2.520 |
2.540 |
2.516 |
2.534 |
+0.011 |
117 |
1,538 |
-4 |
Nov12 |
120808 |
2.470 |
2.493 |
2.468 |
2.488 |
+0.018 |
50 |
1,609 |
+21 |
Dec12 |
120808 |
2.450 |
2.472 |
2.450 |
2.469 |
+0.021 |
81 |
1,508 |
-27 |
Jan13 |
120808 |
2.427 |
2.450 |
2.427 |
2.448 |
+0.017 |
42 |
1,694 |
+21 |
Feb13 |
120808 |
2.405 |
2.430 |
2.405 |
2.421 |
+0.010 |
18 |
1,230 |
-1 |
Mar13 |
120808 |
2.399 |
2.423 |
2.399 |
2.415 |
+0.010 |
16 |
1,307 |
+8 |
Total Volume and Open Interest |
526 |
12,344 |
+54 |
WTI Crude Oil(ICE) |
Sep12 |
120808 |
93.27 |
94.72 |
92.83 |
93.35 |
-0.32 |
38,967 |
50,458 |
-2,345 |
Oct12 |
120808 |
93.63 |
94.94 |
93.10 |
93.63 |
-0.31 |
17,664 |
45,890 |
+1,402 |
Nov12 |
120808 |
93.86 |
95.23 |
93.59 |
93.97 |
-0.28 |
5,968 |
24,672 |
+56 |
Dec12 |
120808 |
94.37 |
95.59 |
93.89 |
94.39 |
-0.25 |
10,232 |
95,503 |
+620 |
Jan13 |
120808 |
94.52 |
95.89 |
94.45 |
94.88 |
-0.21 |
2,020 |
18,429 |
+130 |
Feb13 |
120808 |
95.22 |
96.14 |
94.83 |
95.27 |
-0.18 |
2,050 |
12,670 |
+421 |
Mar13 |
120808 |
95.30 |
96.31 |
95.28 |
95.49 |
-0.16 |
1,775 |
11,730 |
+279 |
Apr13 |
120808 |
95.96 |
96.32 |
95.55 |
95.55 |
-0.14 |
916 |
3,754 |
+95 |
May13 |
120808 |
96.00 |
96.24 |
95.54 |
95.54 |
-0.12 |
883 |
4,792 |
-29 |
Jun13 |
120808 |
95.12 |
96.10 |
95.12 |
95.46 |
-0.12 |
2,511 |
27,602 |
-928 |
Jul13 |
120808 |
95.33 |
95.33 |
95.33 |
95.33 |
-0.13 |
397 |
2,493 |
-126 |
Aug13 |
120808 |
95.16 |
95.16 |
95.16 |
95.16 |
-0.15 |
389 |
3,325 |
+201 |
Sep13 |
120808 |
94.96 |
94.96 |
94.96 |
94.96 |
-0.18 |
174 |
7,456 |
-30 |
Oct13 |
120808 |
94.72 |
94.72 |
94.72 |
94.72 |
-0.23 |
120 |
1,724 |
+46 |
Nov13 |
120808 |
94.49 |
94.49 |
94.49 |
94.49 |
-0.27 |
135 |
3,009 |
+4 |
Dec13 |
120808 |
93.77 |
94.65 |
93.77 |
94.26 |
-0.31 |
4,424 |
60,714 |
+1,019 |
Total Volume and Open Interest |
91,399 |
455,181 |
+158 |
US Dollar Index(ICE) |
Sep12 |
120808 |
82.375 |
82.570 |
82.295 |
82.440 |
+0.190 |
15,132 |
65,193 |
+2,172 |
Dec12 |
120808 |
82.635 |
82.855 |
82.635 |
82.760 |
+0.190 |
37 |
789 |
-32 |
Mar13 |
120808 |
83.150 |
83.150 |
83.150 |
83.150 |
+0.190 |
|
|
|
Total Volume and Open Interest |
15,169 |
65,982 |
+2,140 |
Australian Dollar(CME) |
Sep12 |
120808 |
105.18 |
105.44 |
104.92 |
105.27 |
+0.11 |
87,810 |
155,571 |
-2,993 |
Dec12 |
120808 |
104.31 |
104.57 |
104.18 |
104.42 |
+0.11 |
42 |
899 |
+19 |
Mar13 |
120808 |
103.62 |
103.62 |
103.50 |
103.62 |
+0.12 |
0 |
4 |
+0 |
Total Volume and Open Interest |
87,852 |
156,479 |
-2,974 |
British Pound(CME) |
Sep12 |
120808 |
156.20 |
156.76 |
155.71 |
156.48 |
+0.10 |
83,225 |
117,483 |
+990 |
Dec12 |
120808 |
156.07 |
156.59 |
155.78 |
156.45 |
+0.08 |
45 |
354 |
+2 |
Mar13 |
120808 |
156.42 |
156.42 |
156.36 |
156.42 |
+0.06 |
0 |
47 |
+0 |
Total Volume and Open Interest |
83,270 |
117,891 |
+992 |
Canadian Dollar(CME) |
Sep12 |
120808 |
100.22 |
100.56 |
100.03 |
100.41 |
+0.15 |
58,257 |
96,055 |
-1,152 |
Dec12 |
120808 |
99.91 |
100.33 |
99.91 |
100.20 |
+0.15 |
187 |
8,049 |
+39 |
Mar13 |
120808 |
99.75 |
100.00 |
99.75 |
99.96 |
+0.15 |
1 |
1,617 |
-1 |
Jun13 |
120808 |
99.71 |
99.71 |
99.56 |
99.71 |
+0.15 |
0 |
352 |
+0 |
Total Volume and Open Interest |
58,445 |
106,137 |
-1,114 |
Japanese Yen(CME) |
Sep12 |
120808 |
127.28 |
127.87 |
127.17 |
127.42 |
+0.19 |
66,398 |
146,193 |
-1,925 |
Dec12 |
120808 |
127.54 |
127.89 |
127.37 |
127.56 |
+0.19 |
60 |
970 |
-1 |
Mar13 |
120808 |
127.75 |
127.75 |
127.55 |
127.75 |
+0.20 |
0 |
27 |
+0 |
Total Volume and Open Interest |
66,458 |
147,196 |
-1,926 |
Swiss Franc(CME) |
Sep12 |
120808 |
103.27 |
103.41 |
102.69 |
102.92 |
-0.49 |
40,899 |
55,604 |
-823 |
Dec12 |
120808 |
103.23 |
103.67 |
103.16 |
103.16 |
-0.51 |
4 |
216 |
+2 |
Mar13 |
120808 |
103.44 |
103.96 |
103.44 |
103.44 |
-0.52 |
0 |
2 |
+0 |
Total Volume and Open Interest |
40,903 |
55,822 |
-821 |
EuroFX(CME) |
Sep12 |
120808 |
124.03 |
124.17 |
123.31 |
123.60 |
-0.57 |
209,578 |
313,792 |
-2,536 |
Dec12 |
120808 |
124.16 |
124.32 |
123.48 |
123.74 |
-0.58 |
599 |
4,987 |
+19 |
Mar13 |
120808 |
123.80 |
124.49 |
123.76 |
123.90 |
-0.59 |
0 |
90 |
+0 |
Total Volume and Open Interest |
210,178 |
319,401 |
-2,517 |
Mexican Peso(CME) |
Aug12 |
120808 |
759.2 |
759.2 |
757.5 |
759.2 |
+1.8 |
|
|
|
Sep12 |
120808 |
752.5 |
759.2 |
750.5 |
757.2 |
+2.0 |
39,763 |
177,246 |
+3,172 |
Total Volume and Open Interest |
39,763 |
178,279 |
+3,172 |
Brazilian Real(CME) |
Sep12 |
120808 |
490.80 |
492.75 |
489.05 |
491.40 |
+0.60 |
146 |
3,853 |
-56 |
Oct12 |
120808 |
489.50 |
490.60 |
486.95 |
489.50 |
+0.80 |
145 |
763 |
+145 |
Nov12 |
120808 |
487.70 |
487.70 |
487.00 |
487.70 |
+0.70 |
|
|
|
Dec12 |
120808 |
485.85 |
485.85 |
485.25 |
485.85 |
+0.60 |
0 |
60 |
+0 |
Total Volume and Open Interest |
291 |
17,016 |
+89 |
30-Year T-Bonds(CBOT) |
Sep12 |
120808 |
148~200 |
149~030 |
148~000 |
148~120 |
-0~090 |
201,716 |
599,361 |
+433 |
Dec12 |
120808 |
149~140 |
149~310 |
149~010 |
149~090 |
-0~090 |
1,015 |
5,253 |
+138 |
Mar13 |
120808 |
148~170 |
148~260 |
148~170 |
148~170 |
-0~090 |
0 |
3 |
+0 |
Total Volume and Open Interest |
202,731 |
604,617 |
+571 |
10-Year T-Notes(CBOT) |
Sep12 |
120808 |
133~170 |
133~250 |
133~100 |
133~155 |
-0~030 |
577,265 |
1,672,068 |
+9,325 |
Dec12 |
120808 |
132~170 |
132~210 |
132~090 |
132~140 |
-0~025 |
2,242 |
10,458 |
+288 |
Mar13 |
120808 |
131~190 |
131~215 |
131~190 |
131~190 |
-0~025 |
|
|
|
Total Volume and Open Interest |
579,507 |
1,682,526 |
+9,613 |
5-Year T-Notes(CBOT) |
Sep12 |
120808 |
124~034 |
124~047 |
124~016 |
124~025 |
-0~010 |
277,581 |
1,160,442 |
-2,605 |
Dec12 |
120808 |
123~120 |
123~123 |
123~102 |
123~108 |
-0~011 |
3,556 |
11,779 |
+1,876 |
Mar13 |
120808 |
123~028 |
123~039 |
123~028 |
123~028 |
-0~011 |
|
|
|
Total Volume and Open Interest |
281,137 |
1,172,221 |
-729 |
2 Year T-Notes(CBOT) |
Sep12 |
120808 |
110~026 |
110~030 |
110~022 |
110~024 |
-0~004 |
89,649 |
1,007,655 |
+4,431 |
Dec12 |
120808 |
110~028 |
110~028 |
110~021 |
110~023 |
-0~005 |
5,549 |
46,217 |
+1,993 |
Mar13 |
120808 |
109~089 |
109~094 |
109~089 |
109~089 |
-0~005 |
|
|
|
Total Volume and Open Interest |
95,198 |
1,053,872 |
+6,424 |
Eurodollars(CME) |
Sep12 |
120808 |
99.600 |
99.605 |
99.590 |
99.600 |
-0.005 |
66,379 |
858,814 |
-13,135 |
Dec12 |
120808 |
99.605 |
99.610 |
99.595 |
99.600 |
-0.010 |
82,065 |
928,893 |
+2,616 |
Mar13 |
120808 |
99.595 |
99.605 |
99.580 |
99.590 |
-0.010 |
85,914 |
716,115 |
-4,321 |
Jun13 |
120808 |
99.575 |
99.590 |
99.560 |
99.565 |
-0.020 |
88,915 |
664,405 |
+4,478 |
Sep13 |
120808 |
99.550 |
99.565 |
99.530 |
99.535 |
-0.025 |
102,262 |
709,094 |
+7,875 |
Dec13 |
120808 |
99.510 |
99.525 |
99.485 |
99.495 |
-0.025 |
81,455 |
652,878 |
+8,379 |
Mar14 |
120808 |
99.470 |
99.485 |
99.440 |
99.455 |
-0.025 |
79,645 |
585,724 |
+4,859 |
Jun14 |
120808 |
99.425 |
99.435 |
99.385 |
99.405 |
-0.025 |
76,338 |
448,208 |
-1,688 |
Sep14 |
120808 |
99.360 |
99.380 |
99.325 |
99.345 |
-0.025 |
51,281 |
358,118 |
+349 |
Dec14 |
120808 |
99.280 |
99.300 |
99.245 |
99.270 |
-0.015 |
44,379 |
343,843 |
-2,980 |
Mar15 |
120808 |
99.210 |
99.230 |
99.175 |
99.200 |
-0.010 |
46,923 |
323,149 |
+3,650 |
Jun15 |
120808 |
0.796 |
0.821 |
0.766 |
0.791 |
-0.005 |
42,951 |
287,315 |
+802 |
Sep15 |
120808 |
0.666 |
0.696 |
0.641 |
0.661 |
-0.005 |
27,339 |
232,885 |
+3,763 |
Dec15 |
120808 |
0.516 |
0.551 |
0.496 |
0.511 |
-0.005 |
29,398 |
170,695 |
-2,120 |
Mar16 |
120808 |
0.386 |
0.416 |
0.361 |
0.376 |
-0.005 |
17,883 |
102,169 |
+1,200 |
Jun16 |
120808 |
0.241 |
0.281 |
0.216 |
0.231 |
-0.010 |
16,860 |
103,730 |
+1,687 |
Sep16 |
120808 |
0.106 |
0.136 |
0.071 |
0.086 |
-0.010 |
11,306 |
86,613 |
+1,350 |
Dec16 |
120808 |
6.500 |
6.540 |
6.475 |
6.485 |
-0.010 |
10,484 |
87,400 |
+733 |
Total Volume and Open Interest |
986,896 |
7,901,778 |
+17,759 |
30 Day Federal Funds(CBOT) |
Aug12 |
120808 |
99.857 |
99.857 |
99.855 |
99.855 |
unch |
1,505 |
63,145 |
-195 |
Sep12 |
120808 |
99.860 |
99.860 |
99.850 |
99.855 |
-0.005 |
467 |
45,555 |
-361 |
Oct12 |
120808 |
99.860 |
99.860 |
99.850 |
99.855 |
-0.005 |
16 |
54,711 |
-73 |
Nov12 |
120808 |
99.860 |
99.865 |
99.850 |
99.860 |
-0.005 |
187 |
38,633 |
-42 |
Dec12 |
120808 |
99.870 |
99.870 |
99.860 |
99.865 |
-0.005 |
335 |
26,092 |
-91 |
Jan13 |
120808 |
99.865 |
99.865 |
99.860 |
99.860 |
-0.005 |
95 |
20,395 |
-28 |
Total Volume and Open Interest |
4,522 |
428,734 |
-818 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep12 |
120808 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
|
|
|
Dec12 |
120808 |
99.707 |
99.707 |
99.707 |
99.707 |
unch |
|
|
|
Mar13 |
120808 |
99.730 |
99.730 |
99.730 |
99.730 |
unch |
|
|
|
Jun13 |
120808 |
99.765 |
99.765 |
99.765 |
99.765 |
unch |
|
|
|
Sep13 |
120808 |
99.730 |
99.730 |
99.730 |
99.730 |
unch |
|
|
|
Dec13 |
120808 |
99.730 |
99.730 |
99.730 |
99.730 |
unch |
|
|
|
Mar14 |
120808 |
99.730 |
99.730 |
99.730 |
99.730 |
unch |
|
|
|
Jun14 |
120808 |
99.590 |
99.590 |
99.590 |
99.590 |
unch |
|
|
|
Sep14 |
120808 |
99.450 |
99.450 |
99.450 |
99.450 |
unch |
|
|
|
Dec14 |
120808 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Sep12 |
120808 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
10 |
1,645 |
+1 |
Dec12 |
120808 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
660 |
+0 |
Mar13 |
120808 |
99.73 |
99.73 |
99.73 |
99.73 |
unch |
0 |
183 |
+0 |
Jun13 |
120808 |
99.76 |
99.76 |
99.76 |
99.76 |
unch |
0 |
201 |
+0 |
Sep13 |
120808 |
99.73 |
99.73 |
99.73 |
99.73 |
unch |
0 |
305 |
+0 |
Dec13 |
120808 |
99.73 |
99.73 |
99.73 |
99.73 |
unch |
0 |
384 |
+0 |
Mar14 |
120808 |
99.73 |
99.73 |
99.73 |
99.73 |
unch |
0 |
344 |
+0 |
Jun14 |
120808 |
99.59 |
99.59 |
99.59 |
99.59 |
unch |
|
|
|
Total Volume and Open Interest |
10 |
3,726 |
+1 |
Japanese Gov't Bonds(SGX) |
Sep12 |
120808 |
143.96 |
143.97 |
143.74 |
143.91 |
-0.12 |
3,461 |
21,035 |
-1,127 |
Dec12 |
120808 |
143.50 |
143.50 |
143.50 |
143.50 |
-0.12 |
0 |
7 |
+0 |
Mar13 |
120808 |
141.41 |
141.41 |
141.41 |
141.41 |
-0.12 |
|
|
|
Total Volume and Open Interest |
3,461 |
21,042 |
-1,127 |
Euro-Bund(EUREX) |
Sep12 |
120808 |
142.36 |
143.18 |
142.35 |
142.75 |
+0.42 |
453,048 |
859,845 |
+12,164 |
Dec12 |
120808 |
140.76 |
141.29 |
140.76 |
141.01 |
+0.42 |
29 |
7,059 |
+13 |
Mar13 |
120808 |
140.99 |
140.99 |
140.99 |
140.99 |
+0.42 |
|
|
|
Total Volume and Open Interest |
453,077 |
866,904 |
+12,177 |
Euro-Bobl(EUREX) |
Sep12 |
120808 |
126.99 |
127.34 |
126.97 |
127.18 |
+0.22 |
298,868 |
613,964 |
-11,616 |
Dec12 |
120808 |
125.63 |
125.63 |
125.53 |
125.53 |
+0.22 |
1 |
6,741 |
+0 |
Mar13 |
120808 |
125.53 |
125.53 |
125.53 |
125.53 |
+0.22 |
|
|
|
Total Volume and Open Interest |
298,869 |
620,705 |
-11,616 |
3-Mth Euribor(EUREX) |
Sep12 |
120808 |
99.705 |
99.705 |
99.705 |
99.705 |
+0.010 |
100 |
3,281 |
+0 |
Dec12 |
120808 |
99.735 |
99.735 |
99.735 |
99.735 |
+0.015 |
0 |
1,420 |
+0 |
Mar13 |
120808 |
99.720 |
99.720 |
99.720 |
99.720 |
+0.020 |
0 |
1,293 |
+0 |
Total Volume and Open Interest |
100 |
7,629 |
+0 |
Long Gilt(LIFFE) |
Sep12 |
120808 |
120~30 |
121~10 |
120~24 |
120~25 |
+0~02 |
141,293 |
361,576 |
+1,255 |
Dec12 |
120808 |
121~06 |
121~06 |
119~23 |
119~23 |
+0~02 |
1 |
120 |
+0 |
Total Volume and Open Interest |
141,294 |
361,696 |
+1,255 |
3-Mth Short Sterling(LIFFE) |
Sep12 |
120808 |
99.37 |
99.37 |
99.31 |
99.33 |
-0.04 |
38,420 |
375,986 |
-7,011 |
Dec12 |
120808 |
99.43 |
99.45 |
99.35 |
99.37 |
-0.06 |
39,350 |
380,827 |
+6,702 |
Mar13 |
120808 |
99.46 |
99.47 |
99.37 |
99.40 |
-0.05 |
45,689 |
329,217 |
-472 |
Jun13 |
120808 |
99.46 |
99.48 |
99.38 |
99.40 |
-0.05 |
46,331 |
314,960 |
+607 |
Sep13 |
120808 |
99.45 |
99.47 |
99.37 |
99.39 |
-0.05 |
51,738 |
392,263 |
+8,257 |
Dec13 |
120808 |
99.41 |
99.45 |
99.34 |
99.36 |
-0.05 |
33,708 |
244,264 |
-1,240 |
Total Volume and Open Interest |
341,698 |
2,763,357 |
+9,729 |
3-Mth Euribor(LIFFE) |
Sep12 |
120808 |
99.695 |
99.715 |
99.690 |
99.705 |
+0.010 |
88,338 |
490,543 |
-18,841 |
Dec12 |
120808 |
99.720 |
99.750 |
99.715 |
99.735 |
+0.015 |
94,177 |
494,504 |
-4,469 |
Mar13 |
120808 |
99.705 |
99.735 |
99.700 |
99.720 |
+0.020 |
61,985 |
437,040 |
+5,195 |
Total Volume and Open Interest |
568,825 |
3,521,293 |
+4,078 |
3-Mth Aus T-Bills(SFE) |
Sep12 |
120808 |
96.50 |
96.50 |
96.45 |
96.49 |
unch |
30,701 |
152,320 |
+3,790 |
Dec12 |
120808 |
96.64 |
96.66 |
96.58 |
96.65 |
+0.01 |
41,240 |
173,753 |
-2,181 |
Mar13 |
120808 |
96.72 |
96.73 |
96.64 |
96.72 |
+0.01 |
21,464 |
117,170 |
+112 |
Jun13 |
120808 |
96.71 |
96.72 |
96.63 |
96.70 |
-0.02 |
9,147 |
87,667 |
+201 |
Sep13 |
120808 |
96.67 |
96.67 |
96.57 |
96.65 |
-0.02 |
3,833 |
53,255 |
-357 |
Dec13 |
120808 |
96.61 |
96.61 |
96.52 |
96.58 |
-0.04 |
3,527 |
43,706 |
+447 |
Mar14 |
120808 |
96.53 |
96.55 |
96.49 |
96.54 |
-0.04 |
689 |
26,939 |
+259 |
Jun14 |
120808 |
96.49 |
96.49 |
96.43 |
96.48 |
-0.04 |
554 |
14,876 |
-37 |
Sep14 |
120808 |
96.36 |
96.43 |
96.36 |
96.43 |
-0.04 |
420 |
1,742 |
-400 |
Dec14 |
120808 |
96.36 |
96.36 |
96.36 |
96.36 |
-0.05 |
10 |
446 |
+0 |
Total Volume and Open Interest |
111,585 |
671,923 |
+1,834 |
10-Year Aus T-Bonds(SFE) |
Sep12 |
120808 |
96.82 |
96.83 |
96.70 |
96.77 |
-0.06 |
42,403 |
370,015 |
-1,411 |
Dec12 |
120808 |
96.77 |
96.77 |
96.77 |
96.77 |
-0.06 |
|
|
|
Total Volume and Open Interest |
42,403 |
370,015 |
-1,411 |
3-Year Aus T-Bonds(SFE) |
Sep12 |
120808 |
97.25 |
97.26 |
97.14 |
97.23 |
-0.02 |
158,729 |
515,288 |
+3,339 |
Dec12 |
120808 |
97.23 |
97.23 |
97.23 |
97.23 |
-0.02 |
|
|
|
Total Volume and Open Interest |
158,729 |
515,288 |
+3,339 |
Gold(CMX) |
Aug12 |
120808 |
1610.2 |
1614.8 |
1603.0 |
1612.9 |
+3.2 |
662 |
2,917 |
-43 |
Oct12 |
120808 |
1612.4 |
1617.4 |
1603.9 |
1613.9 |
+3.2 |
4,423 |
28,475 |
+39 |
Dec12 |
120808 |
1614.7 |
1619.5 |
1605.9 |
1616.0 |
+3.2 |
79,352 |
250,140 |
+1,042 |
Feb13 |
120808 |
1614.7 |
1620.7 |
1614.1 |
1618.2 |
+3.2 |
299 |
21,556 |
-17 |
Apr13 |
120808 |
1614.5 |
1621.7 |
1612.5 |
1620.2 |
+3.2 |
320 |
13,930 |
-61 |
Jun13 |
120808 |
1613.3 |
1622.2 |
1613.3 |
1622.2 |
+3.2 |
315 |
18,680 |
+46 |
Aug13 |
120808 |
1624.2 |
1624.2 |
1624.2 |
1624.2 |
+3.3 |
0 |
4,035 |
+0 |
Oct13 |
120808 |
1626.3 |
1626.3 |
1626.3 |
1626.3 |
+3.3 |
0 |
737 |
-13 |
Dec13 |
120808 |
1627.4 |
1629.2 |
1627.4 |
1628.6 |
+3.3 |
432 |
9,167 |
+112 |
Feb14 |
120808 |
1631.0 |
1631.0 |
1631.0 |
1631.0 |
+3.3 |
0 |
4 |
+0 |
Apr14 |
120808 |
1633.5 |
1633.5 |
1633.5 |
1633.5 |
+3.3 |
0 |
2 |
+0 |
Jun14 |
120808 |
1636.1 |
1636.1 |
1636.1 |
1636.1 |
+3.4 |
257 |
8,381 |
+25 |
Total Volume and Open Interest |
86,532 |
391,070 |
+1,391 |
Silver(CMX) |
Sep12 |
120808 |
2805.5 |
2821.0 |
2766.0 |
2807.5 |
-1.1 |
21,865 |
55,758 |
-716 |
Dec12 |
120808 |
2814.0 |
2828.5 |
2775.0 |
2815.8 |
-0.9 |
1,066 |
33,396 |
+125 |
Mar13 |
120808 |
2790.5 |
2823.0 |
2790.5 |
2822.5 |
-0.6 |
504 |
4,825 |
+188 |
May13 |
120808 |
2815.5 |
2825.5 |
2815.5 |
2824.7 |
-0.4 |
10 |
3,097 |
+5 |
Jul13 |
120808 |
2824.0 |
2827.5 |
2824.0 |
2826.4 |
-0.4 |
111 |
4,774 |
+5 |
Sep13 |
120808 |
2826.0 |
2827.6 |
2818.0 |
2827.6 |
-0.3 |
12 |
1,828 |
+10 |
Dec13 |
120808 |
2821.0 |
2829.6 |
2817.5 |
2829.6 |
+0.6 |
58 |
11,953 |
+6 |
Total Volume and Open Interest |
23,674 |
124,143 |
-360 |
Platinum(NYMEX) |
Oct12 |
120808 |
1410.4 |
1411.4 |
1399.0 |
1410.2 |
-0.2 |
5,525 |
49,287 |
-387 |
Jan13 |
120808 |
1412.9 |
1413.2 |
1402.2 |
1413.0 |
-0.2 |
331 |
3,613 |
+176 |
Apr13 |
120808 |
1407.1 |
1415.6 |
1407.1 |
1415.6 |
-0.2 |
2 |
37 |
+1 |
Jul13 |
120808 |
1416.6 |
1416.6 |
1416.6 |
1416.6 |
-0.2 |
0 |
1 |
+0 |
Total Volume and Open Interest |
5,860 |
52,942 |
-209 |
Palladium(NYMEX) |
Sep12 |
120808 |
585.65 |
587.95 |
581.50 |
586.50 |
-1.70 |
1,369 |
21,288 |
-286 |
Dec12 |
120808 |
588.95 |
589.20 |
584.95 |
588.45 |
-1.65 |
332 |
2,190 |
+243 |
Mar13 |
120808 |
589.45 |
589.45 |
589.45 |
589.45 |
-1.65 |
|
|
|
Total Volume and Open Interest |
1,701 |
23,478 |
-43 |
Copper(CMX) |
Sep12 |
120808 |
342.90 |
343.30 |
340.30 |
342.15 |
-1.90 |
37,127 |
77,612 |
-722 |
Dec12 |
120808 |
343.90 |
344.30 |
341.50 |
343.25 |
-1.95 |
4,708 |
47,412 |
+811 |
Mar13 |
120808 |
342.75 |
345.20 |
342.55 |
344.25 |
-1.95 |
1,385 |
10,054 |
+493 |
May13 |
120808 |
344.85 |
344.85 |
344.85 |
344.85 |
-1.95 |
23 |
1,805 |
+3 |
Jul13 |
120808 |
344.50 |
345.20 |
344.40 |
345.20 |
-1.95 |
133 |
1,019 |
+106 |
Total Volume and Open Interest |
43,867 |
148,846 |
+719 |
DJIA Index(CBOT) |
Sep12 |
120808 |
13109 |
13150 |
13050 |
13120 |
+1 |
130 |
10,961 |
+21 |
Dec12 |
120808 |
13057 |
13057 |
13035 |
13035 |
-1 |
0 |
41 |
+0 |
Mar13 |
120808 |
12961 |
12962 |
12961 |
12961 |
-1 |
|
|
|
Jun13 |
120808 |
12885 |
12886 |
12885 |
12885 |
-1 |
|
|
|
Total Volume and Open Interest |
130 |
11,002 |
+21 |
E-mini DJIA Index(CBOT) |
Sep12 |
120808 |
13117 |
13156 |
13046 |
13120 |
+1 |
72,418 |
101,801 |
+3,891 |
Dec12 |
120808 |
13018 |
13073 |
12979 |
13035 |
-1 |
33 |
198 |
+3 |
Mar13 |
120808 |
12961 |
12961 |
12961 |
12961 |
-1 |
0 |
2 |
+0 |
Jun13 |
120808 |
12885 |
12885 |
12885 |
12885 |
-1 |
0 |
38 |
+0 |
Total Volume and Open Interest |
72,451 |
102,039 |
+3,894 |
S & P 500(CME) |
Sep12 |
120808 |
1396.40 |
1400.20 |
1390.60 |
1398.20 |
+1.20 |
6,947 |
219,387 |
+343 |
Dec12 |
120808 |
1392.70 |
1392.70 |
1385.90 |
1391.10 |
+1.20 |
125 |
12,984 |
+371 |
Mar13 |
120808 |
1384.20 |
1385.00 |
1379.00 |
1384.20 |
+1.20 |
0 |
739 |
+30 |
Jun13 |
120808 |
1377.30 |
1378.10 |
1372.10 |
1377.30 |
+1.20 |
0 |
54 |
+36 |
Total Volume and Open Interest |
7,072 |
233,164 |
+780 |
S & P 500 E-Mini(Globex) |
Sep12 |
120808 |
1396.50 |
1400.25 |
1390.50 |
1398.25 |
+1.25 |
1,171,977 |
2,789,278 |
-10,222 |
Dec12 |
120808 |
1388.75 |
1392.75 |
1384.00 |
1391.00 |
+1.00 |
2,235 |
26,086 |
+1,154 |
Total Volume and Open Interest |
1,174,245 |
2,817,225 |
-8,760 |
NASDAQ 100(CME) |
Sep12 |
120808 |
2709.50 |
2717.00 |
2700.00 |
2706.80 |
-3.20 |
245 |
9,407 |
+11 |
Dec12 |
120808 |
2699.30 |
2708.00 |
2699.30 |
2699.30 |
-3.20 |
0 |
7 |
+0 |
Mar13 |
120808 |
2693.80 |
2697.00 |
2693.80 |
2693.80 |
-3.20 |
|
|
|
Total Volume and Open Interest |
245 |
9,414 |
+11 |
NASDAQ 100 E-Mini(Globex) |
Sep12 |
120808 |
2707.80 |
2717.00 |
2700.80 |
2706.80 |
-3.20 |
160,449 |
381,910 |
+615 |
Dec12 |
120808 |
2708.00 |
2708.00 |
2699.30 |
2699.30 |
-3.20 |
19 |
295 |
+1 |
Total Volume and Open Interest |
160,469 |
382,214 |
+616 |
S & P Midcap 400(CME) |
Sep12 |
120808 |
956.50 |
956.50 |
955.00 |
956.50 |
+0.30 |
2 |
1,649 |
+0 |
Dec12 |
120808 |
952.60 |
952.60 |
952.30 |
952.60 |
+0.30 |
|
|
|
Mar13 |
120808 |
950.60 |
950.60 |
950.30 |
950.60 |
+0.30 |
|
|
|
Total Volume and Open Interest |
2 |
1,649 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep12 |
120808 |
8890 |
8970 |
8830 |
8890 |
+5 |
3,788 |
31,672 |
-228 |
Dec12 |
120808 |
8835 |
8855 |
8835 |
8845 |
unch |
1 |
7 |
-1 |
Total Volume and Open Interest |
3,789 |
31,679 |
-229 |
Nikkei 225(SGX) |
Sep12 |
120808 |
8820 |
8960 |
8820 |
8870 |
+60 |
94,607 |
190,319 |
+2,593 |
Dec12 |
120808 |
8800 |
8875 |
8800 |
8805 |
+60 |
15 |
10,780 |
-8 |
Mar13 |
120808 |
8795 |
8795 |
8795 |
8795 |
+65 |
0 |
48 |
+0 |
Total Volume and Open Interest |
97,229 |
212,013 |
+4,830 |
CAC 40(EURONEXT) |
Aug12 |
120808 |
3451.0 |
3454.0 |
3420.5 |
3441.0 |
-13.0 |
113,586 |
287,827 |
+2,012 |
Sep12 |
120808 |
3444.0 |
3445.0 |
3417.0 |
3434.5 |
-13.0 |
623 |
40,452 |
-198 |
Oct12 |
120808 |
3422.0 |
3422.0 |
3422.0 |
3422.0 |
-13.0 |
0 |
4 |
+0 |
Total Volume and Open Interest |
114,211 |
328,391 |
+1,815 |
Hang Seng Index(HKFE) |
Aug12 |
120808 |
20130 |
20197 |
19945 |
20050 |
+37 |
60,432 |
84,201 |
+1,615 |
Sep12 |
120808 |
20030 |
20090 |
19857 |
19961 |
+33 |
689 |
9,899 |
+338 |
Total Volume and Open Interest |
61,205 |
99,419 |
+1,976 |
DAX(EUREX) |
Sep12 |
120808 |
6958.5 |
6972.0 |
6907.5 |
6961.0 |
-3.5 |
112,743 |
168,796 |
+811 |
Dec12 |
120808 |
6953.0 |
6968.5 |
6918.5 |
6961.0 |
-2.5 |
261 |
10,915 |
+15 |
Mar13 |
120808 |
6929.5 |
6970.0 |
6929.5 |
6963.0 |
-3.0 |
86 |
806 |
-10 |
Total Volume and Open Interest |
113,090 |
180,517 |
+816 |
FT-SE 100(EURONEXT) |
Sep12 |
120808 |
5791.00 |
5832.50 |
5779.50 |
5822.00 |
+28.00 |
95,979 |
618,349 |
+668 |
Dec12 |
120808 |
5755.00 |
5800.00 |
5749.00 |
5792.00 |
+28.50 |
62 |
681 |
+30 |
Mar13 |
120808 |
5726.50 |
5750.00 |
5716.50 |
5750.00 |
+27.50 |
0 |
247 |
+0 |
Total Volume and Open Interest |
96,041 |
619,277 |
+698 |
SPI 200(SFE) |
Sep12 |
120808 |
4250.0 |
4284.0 |
4249.0 |
4280.0 |
+31.0 |
19,335 |
237,395 |
-1,514 |
Dec12 |
120808 |
4280.0 |
4280.0 |
4277.0 |
4277.0 |
+31.0 |
118 |
6,342 |
-24 |
Mar13 |
120808 |
4240.0 |
4240.0 |
4240.0 |
4240.0 |
+31.0 |
0 |
1,404 |
+0 |
Total Volume and Open Interest |
19,514 |
247,029 |
-1,538 |
GSCI(CME) |
Aug12 |
120808 |
657.50 |
661.35 |
656.35 |
658.00 |
-0.55 |
298 |
7,113 |
+55 |
Sep12 |
120808 |
656.90 |
660.00 |
655.00 |
656.90 |
-0.10 |
222 |
1,407 |
+107 |
Oct12 |
120808 |
657.50 |
660.50 |
655.00 |
657.50 |
+0.25 |
|
|
|
Total Volume and Open Interest |
520 |
8,520 |
+162 |
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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