|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu August 09, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug12 |
120809 |
1633.75 |
1695.00 |
1633.75 |
1694.50 |
+64.50 |
2,064 |
1,632 |
-772 |
Sep12 |
120809 |
1599.50 |
1657.00 |
1595.25 |
1654.75 |
+54.75 |
14,257 |
39,988 |
-1,653 |
Nov12 |
120809 |
1580.00 |
1633.00 |
1576.50 |
1631.25 |
+50.00 |
119,934 |
376,437 |
-4,016 |
Jan13 |
120809 |
1573.50 |
1620.00 |
1570.00 |
1616.75 |
+42.75 |
13,050 |
83,530 |
+1,128 |
Mar13 |
120809 |
1500.00 |
1528.75 |
1499.25 |
1525.50 |
+25.50 |
9,738 |
82,423 |
+25 |
May13 |
120809 |
1434.00 |
1453.00 |
1431.50 |
1449.75 |
+18.25 |
5,635 |
84,780 |
-590 |
Jul13 |
120809 |
1423.00 |
1440.50 |
1421.50 |
1435.50 |
+14.25 |
4,345 |
57,220 |
+181 |
Aug13 |
120809 |
1405.50 |
1405.50 |
1392.75 |
1405.50 |
+12.75 |
9 |
307 |
+3 |
Sep13 |
120809 |
1333.00 |
1344.00 |
1330.50 |
1344.00 |
+13.50 |
16 |
357 |
+11 |
Nov13 |
120809 |
1271.00 |
1289.00 |
1270.00 |
1284.50 |
+13.25 |
2,778 |
24,669 |
+272 |
Jan14 |
120809 |
1282.50 |
1290.00 |
1275.00 |
1288.75 |
+13.75 |
0 |
188 |
+0 |
Mar14 |
120809 |
1289.25 |
1289.25 |
1275.50 |
1289.25 |
+13.75 |
0 |
13 |
+0 |
May14 |
120809 |
1289.25 |
1289.25 |
1275.50 |
1289.25 |
+13.75 |
|
|
|
Jul14 |
120809 |
1293.25 |
1293.25 |
1279.50 |
1293.25 |
+13.75 |
0 |
9 |
+0 |
Total Volume and Open Interest |
171,885 |
752,907 |
-5,355 |
Soybean Meal(CBOT) |
Aug12 |
120809 |
521.90 |
541.10 |
517.50 |
538.70 |
+16.80 |
1,315 |
2,520 |
-625 |
Sep12 |
120809 |
500.00 |
520.10 |
498.00 |
519.70 |
+19.60 |
16,070 |
42,280 |
+0 |
Oct12 |
120809 |
484.40 |
504.40 |
482.00 |
502.00 |
+17.60 |
7,228 |
29,301 |
+883 |
Dec12 |
120809 |
477.30 |
496.20 |
475.10 |
494.60 |
+16.90 |
36,951 |
109,967 |
-908 |
Jan13 |
120809 |
469.00 |
484.10 |
466.10 |
481.70 |
+13.40 |
2,020 |
12,402 |
+157 |
Mar13 |
120809 |
440.00 |
449.50 |
440.00 |
447.50 |
+7.00 |
1,467 |
13,579 |
-159 |
May13 |
120809 |
409.00 |
415.90 |
409.00 |
414.00 |
+4.70 |
1,264 |
13,090 |
+207 |
Jul13 |
120809 |
403.00 |
408.50 |
402.50 |
405.60 |
+2.20 |
983 |
13,019 |
+98 |
Aug13 |
120809 |
392.90 |
394.00 |
390.00 |
390.00 |
-0.40 |
54 |
642 |
+47 |
Sep13 |
120809 |
376.10 |
376.10 |
371.70 |
371.90 |
-0.40 |
52 |
643 |
+52 |
Total Volume and Open Interest |
68,237 |
244,787 |
+31 |
Soybean Oil(CBOT) |
Aug12 |
120809 |
51.54 |
52.47 |
51.54 |
52.39 |
+0.81 |
1,805 |
1,649 |
-603 |
Sep12 |
120809 |
51.75 |
52.65 |
51.72 |
52.59 |
+0.80 |
22,392 |
63,122 |
+602 |
Oct12 |
120809 |
51.97 |
52.83 |
51.93 |
52.79 |
+0.81 |
6,662 |
24,920 |
-690 |
Dec12 |
120809 |
52.35 |
53.25 |
52.30 |
53.20 |
+0.81 |
41,843 |
158,597 |
+1,937 |
Jan13 |
120809 |
52.55 |
53.51 |
52.55 |
53.46 |
+0.82 |
5,784 |
26,577 |
+116 |
Mar13 |
120809 |
52.84 |
53.71 |
52.84 |
53.67 |
+0.82 |
2,311 |
18,416 |
+143 |
May13 |
120809 |
53.09 |
53.84 |
53.09 |
53.80 |
+0.76 |
2,034 |
12,271 |
-85 |
Jul13 |
120809 |
53.27 |
54.03 |
53.22 |
54.01 |
+0.72 |
1,775 |
12,625 |
-95 |
Aug13 |
120809 |
53.89 |
53.99 |
53.29 |
53.99 |
+0.70 |
73 |
2,080 |
+14 |
Sep13 |
120809 |
53.80 |
53.87 |
53.40 |
53.87 |
+0.68 |
67 |
1,594 |
+26 |
Total Volume and Open Interest |
85,883 |
331,467 |
+1,141 |
Canola(WCE) |
Nov12 |
120809 |
604.0 |
612.4 |
602.5 |
609.1 |
+6.0 |
10,811 |
140,112 |
+1,141 |
Jan13 |
120809 |
608.0 |
616.4 |
607.0 |
612.8 |
+5.3 |
2,604 |
43,703 |
+566 |
Mar13 |
120809 |
611.4 |
616.6 |
611.4 |
614.3 |
+4.8 |
376 |
15,170 |
-29 |
May13 |
120809 |
607.1 |
613.2 |
607.1 |
610.2 |
+4.9 |
288 |
19,059 |
+57 |
Jul13 |
120809 |
602.0 |
608.3 |
602.0 |
605.4 |
+5.9 |
17 |
3,639 |
-5 |
Total Volume and Open Interest |
14,096 |
223,417 |
+1,730 |
Corn(CBOT) |
Sep12 |
120809 |
810.00 |
826.00 |
810.00 |
818.25 |
+7.50 |
82,504 |
262,335 |
-18,413 |
Dec12 |
120809 |
815.75 |
829.75 |
815.75 |
823.75 |
+7.25 |
131,111 |
567,396 |
+11,453 |
Mar13 |
120809 |
812.50 |
826.50 |
812.50 |
823.75 |
+10.25 |
18,728 |
149,587 |
+1,252 |
May13 |
120809 |
807.25 |
820.00 |
807.25 |
817.25 |
+9.00 |
4,879 |
33,158 |
+800 |
Jul13 |
120809 |
800.50 |
811.25 |
800.50 |
807.50 |
+5.75 |
4,444 |
86,740 |
+515 |
Sep13 |
120809 |
685.50 |
689.00 |
685.00 |
686.75 |
+0.25 |
659 |
12,025 |
+43 |
Dec13 |
120809 |
644.00 |
649.75 |
643.50 |
649.50 |
+3.00 |
2,519 |
68,256 |
+658 |
Mar14 |
120809 |
651.25 |
653.00 |
648.00 |
653.00 |
+3.25 |
130 |
1,593 |
+16 |
May14 |
120809 |
649.25 |
654.75 |
649.25 |
654.75 |
+2.50 |
12 |
361 |
+8 |
Jul14 |
120809 |
654.00 |
655.00 |
652.75 |
655.00 |
+1.25 |
3 |
967 |
-1 |
Total Volume and Open Interest |
245,042 |
1,187,048 |
-3,621 |
Wheat(CBOT) |
Sep12 |
120809 |
899.00 |
919.50 |
898.00 |
913.00 |
+13.75 |
53,665 |
154,015 |
-12,124 |
Dec12 |
120809 |
913.50 |
932.75 |
912.50 |
927.00 |
+13.50 |
48,542 |
178,715 |
+2,639 |
Mar13 |
120809 |
917.50 |
933.75 |
917.25 |
930.00 |
+12.50 |
8,222 |
43,002 |
+1,667 |
May13 |
120809 |
895.25 |
910.75 |
895.25 |
908.00 |
+12.50 |
827 |
12,746 |
-60 |
Jul13 |
120809 |
841.00 |
860.00 |
840.25 |
857.50 |
+14.75 |
2,890 |
46,071 |
+121 |
Sep13 |
120809 |
847.00 |
860.00 |
843.25 |
856.75 |
+13.50 |
85 |
1,329 |
-10 |
Total Volume and Open Interest |
115,276 |
463,143 |
-7,791 |
Wheat(KCBT) |
Sep12 |
120809 |
902.75 |
919.75 |
901.75 |
915.00 |
+11.25 |
12,978 |
63,616 |
-4,307 |
Dec12 |
120809 |
926.50 |
943.50 |
925.50 |
939.00 |
+11.25 |
10,329 |
59,037 |
+2,427 |
Mar13 |
120809 |
936.75 |
950.50 |
936.75 |
947.75 |
+10.00 |
1,492 |
13,879 |
+558 |
May13 |
120809 |
936.00 |
943.25 |
936.00 |
940.25 |
+8.50 |
83 |
6,602 |
+64 |
Jul13 |
120809 |
875.25 |
882.00 |
871.00 |
882.00 |
+5.25 |
82 |
12,259 |
+19 |
Sep13 |
120809 |
873.50 |
880.00 |
871.50 |
879.00 |
+5.25 |
12 |
456 |
+4 |
Total Volume and Open Interest |
24,995 |
156,676 |
-1,220 |
Wheat(MGE) |
Sep12 |
120809 |
945.00 |
965.75 |
944.00 |
959.00 |
+13.75 |
2,191 |
14,991 |
-391 |
Dec12 |
120809 |
953.00 |
975.00 |
952.50 |
968.25 |
+15.75 |
1,655 |
16,637 |
+297 |
Mar13 |
120809 |
962.75 |
982.00 |
961.00 |
976.75 |
+14.00 |
487 |
5,841 |
+364 |
May13 |
120809 |
979.25 |
980.50 |
976.75 |
978.50 |
+17.50 |
41 |
1,105 |
+16 |
Jul13 |
120809 |
971.75 |
976.50 |
970.00 |
975.25 |
+14.00 |
17 |
316 |
+4 |
Total Volume and Open Interest |
4,727 |
40,730 |
+562 |
Oats(CBOT) |
Sep12 |
120809 |
378.00 |
394.00 |
375.75 |
389.50 |
+13.75 |
163 |
1,144 |
-90 |
Dec12 |
120809 |
379.00 |
390.00 |
377.25 |
385.50 |
+8.25 |
938 |
8,564 |
-272 |
Mar13 |
120809 |
379.00 |
386.50 |
377.50 |
382.00 |
+4.50 |
53 |
422 |
+3 |
May13 |
120809 |
382.75 |
382.75 |
378.50 |
382.75 |
+4.25 |
0 |
17 |
+0 |
Total Volume and Open Interest |
1,154 |
10,154 |
-359 |
Rough Rice(CBOT) |
Sep12 |
120809 |
15.68 |
15.94 |
15.60 |
15.92 |
+0.23 |
229 |
9,393 |
-37 |
Nov12 |
120809 |
15.96 |
16.21 |
15.88 |
16.19 |
+0.23 |
135 |
4,149 |
+31 |
Jan13 |
120809 |
16.23 |
16.47 |
16.23 |
16.47 |
+0.24 |
24 |
372 |
+22 |
Mar13 |
120809 |
16.60 |
16.73 |
16.56 |
16.73 |
+0.24 |
0 |
104 |
+0 |
Total Volume and Open Interest |
396 |
14,046 |
+20 |
Live Cattle(CME) |
Aug12 |
120809 |
121.730 |
122.250 |
121.200 |
121.430 |
-0.420 |
6,844 |
17,450 |
-1,739 |
Oct12 |
120809 |
125.830 |
126.230 |
125.350 |
125.785 |
+0.105 |
16,991 |
133,579 |
+618 |
Dec12 |
120809 |
128.150 |
128.785 |
127.900 |
128.500 |
+0.350 |
8,101 |
75,002 |
-910 |
Feb13 |
120809 |
131.300 |
131.935 |
131.075 |
131.350 |
-0.050 |
4,049 |
34,166 |
+308 |
Apr13 |
120809 |
134.650 |
135.350 |
134.630 |
134.800 |
-0.100 |
1,740 |
21,644 |
+62 |
Jun13 |
120809 |
132.235 |
132.750 |
132.000 |
132.500 |
+0.175 |
953 |
7,479 |
+399 |
Total Volume and Open Interest |
39,031 |
292,193 |
-1,116 |
Feeder Cattle(CME) |
Aug12 |
120809 |
140.000 |
140.185 |
139.000 |
139.100 |
-0.685 |
787 |
6,269 |
-169 |
Sep12 |
120809 |
140.785 |
140.785 |
139.285 |
139.485 |
-0.815 |
1,729 |
7,290 |
-250 |
Oct12 |
120809 |
141.735 |
141.785 |
140.450 |
140.500 |
-0.950 |
2,013 |
11,484 |
+174 |
Nov12 |
120809 |
143.800 |
143.935 |
142.485 |
142.700 |
-0.875 |
430 |
4,793 |
-12 |
Jan13 |
120809 |
147.450 |
147.450 |
145.735 |
145.800 |
-1.275 |
152 |
4,093 |
+24 |
Mar13 |
120809 |
149.435 |
149.785 |
148.650 |
148.700 |
-1.400 |
42 |
1,075 |
+12 |
Apr13 |
120809 |
151.850 |
151.850 |
150.400 |
150.700 |
-1.200 |
24 |
494 |
-6 |
Total Volume and Open Interest |
5,200 |
36,092 |
-213 |
Lean Hogs(CME) |
Aug12 |
120809 |
91.980 |
92.550 |
91.750 |
91.885 |
+0.305 |
6,922 |
9,767 |
-1,108 |
Oct12 |
120809 |
75.830 |
76.800 |
75.535 |
75.950 |
+0.315 |
17,863 |
95,546 |
-403 |
Dec12 |
120809 |
73.600 |
74.430 |
73.330 |
73.475 |
-0.160 |
8,009 |
46,332 |
-100 |
Feb13 |
120809 |
80.950 |
81.350 |
80.250 |
80.500 |
-0.200 |
5,503 |
26,393 |
+499 |
Apr13 |
120809 |
87.580 |
88.500 |
87.480 |
88.050 |
+0.120 |
2,964 |
18,884 |
+480 |
May13 |
120809 |
95.450 |
96.050 |
95.330 |
95.900 |
unch |
25 |
798 |
+14 |
Jun13 |
120809 |
98.100 |
99.000 |
97.850 |
98.900 |
+0.550 |
1,816 |
11,603 |
+664 |
Jul13 |
120809 |
97.850 |
98.750 |
97.650 |
98.600 |
+0.750 |
108 |
3,470 |
+46 |
Total Volume and Open Interest |
43,325 |
215,559 |
+146 |
Class III Milk(CME) |
Aug12 |
120809 |
17.64 |
17.69 |
17.55 |
17.63 |
+0.04 |
133 |
4,069 |
+12 |
Sep12 |
120809 |
19.19 |
19.31 |
19.03 |
19.25 |
unch |
224 |
4,966 |
+81 |
Oct12 |
120809 |
19.79 |
19.85 |
19.63 |
19.80 |
+0.03 |
203 |
3,765 |
+101 |
Nov12 |
120809 |
19.75 |
19.81 |
19.68 |
19.78 |
unch |
136 |
3,220 |
+38 |
Dec12 |
120809 |
19.53 |
19.67 |
19.52 |
19.67 |
+0.10 |
174 |
3,057 |
+10 |
Total Volume and Open Interest |
1,505 |
24,970 |
+502 |
Cocoa(ICE) |
Sep12 |
120809 |
2457 |
2478 |
2415 |
2463 |
unch |
17,520 |
41,876 |
-6,182 |
Dec12 |
120809 |
2469 |
2488 |
2425 |
2477 |
+8 |
17,174 |
70,338 |
+5,082 |
Mar13 |
120809 |
2479 |
2490 |
2441 |
2482 |
+6 |
3,690 |
39,241 |
+299 |
May13 |
120809 |
2489 |
2497 |
2441 |
2489 |
+4 |
827 |
15,508 |
+166 |
Jul13 |
120809 |
2491 |
2498 |
2454 |
2495 |
+5 |
291 |
8,546 |
+78 |
Sep13 |
120809 |
2492 |
2505 |
2467 |
2500 |
+5 |
101 |
4,550 |
-29 |
Dec13 |
120809 |
2478 |
2514 |
2475 |
2509 |
+4 |
50 |
5,983 |
-30 |
Total Volume and Open Interest |
39,654 |
191,277 |
-616 |
Coffee "C"(ICE) |
Sep12 |
120809 |
170.95 |
171.35 |
166.25 |
166.45 |
-4.05 |
16,856 |
49,200 |
-4,987 |
Dec12 |
120809 |
173.20 |
174.15 |
169.40 |
169.55 |
-3.65 |
13,732 |
54,801 |
+4,441 |
Mar13 |
120809 |
176.65 |
176.75 |
173.05 |
173.20 |
-3.65 |
3,633 |
21,891 |
+1,303 |
May13 |
120809 |
179.85 |
179.85 |
175.75 |
175.85 |
-3.45 |
363 |
5,556 |
+101 |
Jul13 |
120809 |
181.70 |
181.70 |
178.30 |
178.40 |
-3.30 |
135 |
4,439 |
+38 |
Sep13 |
120809 |
183.45 |
183.45 |
180.85 |
180.95 |
-3.20 |
37 |
1,202 |
+21 |
Total Volume and Open Interest |
34,805 |
138,521 |
+916 |
Orange Juice(ICE) |
Sep12 |
120809 |
113.50 |
116.60 |
113.50 |
114.65 |
unch |
965 |
9,037 |
-578 |
Nov12 |
120809 |
111.00 |
112.65 |
109.05 |
109.90 |
-2.30 |
776 |
10,344 |
+532 |
Jan13 |
120809 |
113.55 |
113.85 |
111.00 |
111.50 |
-1.90 |
68 |
2,426 |
+29 |
Mar13 |
120809 |
113.20 |
113.45 |
113.15 |
113.15 |
-1.80 |
5 |
1,303 |
+3 |
May13 |
120809 |
113.20 |
113.70 |
113.20 |
113.70 |
-1.80 |
0 |
190 |
+0 |
Jul13 |
120809 |
112.45 |
112.45 |
112.40 |
112.45 |
-1.20 |
0 |
16 |
+0 |
Total Volume and Open Interest |
1,814 |
23,324 |
-14 |
Sugar #11(ICE) |
Oct12 |
120809 |
21.13 |
21.29 |
20.78 |
20.80 |
-0.29 |
49,483 |
304,302 |
-5,982 |
Mar13 |
120809 |
21.68 |
21.76 |
21.25 |
21.28 |
-0.32 |
19,303 |
152,263 |
+924 |
May13 |
120809 |
21.37 |
21.45 |
20.96 |
20.99 |
-0.38 |
7,276 |
45,801 |
-977 |
Jul13 |
120809 |
21.27 |
21.28 |
20.90 |
20.91 |
-0.36 |
4,334 |
77,217 |
+327 |
Oct13 |
120809 |
21.44 |
21.44 |
21.07 |
21.09 |
-0.31 |
2,289 |
37,832 |
-111 |
Mar14 |
120809 |
21.62 |
21.65 |
21.38 |
21.39 |
-0.21 |
556 |
24,223 |
+84 |
May14 |
120809 |
21.55 |
21.55 |
21.32 |
21.32 |
-0.19 |
156 |
6,805 |
-55 |
Jul14 |
120809 |
21.49 |
21.49 |
21.31 |
21.31 |
-0.18 |
164 |
5,949 |
+42 |
Total Volume and Open Interest |
83,725 |
662,690 |
-5,654 |
London Cocoa(LCE) |
Sep12 |
120809 |
1667 |
1683 |
1640 |
1666 |
-13 |
5,867 |
38,578 |
+45 |
Dec12 |
120809 |
1658 |
1675 |
1634 |
1667 |
-3 |
7,004 |
61,850 |
+129 |
Mar13 |
120809 |
1636 |
1647 |
1610 |
1642 |
-2 |
2,739 |
56,284 |
+845 |
May13 |
120809 |
1638 |
1643 |
1608 |
1639 |
-1 |
1,009 |
22,599 |
-78 |
Jul13 |
120809 |
1640 |
1643 |
1611 |
1642 |
unch |
537 |
12,140 |
+141 |
Sep13 |
120809 |
1637 |
1643 |
1605 |
1641 |
+2 |
448 |
6,798 |
+285 |
Dec13 |
120809 |
1640 |
1642 |
1640 |
1642 |
+3 |
25 |
7,654 |
+0 |
Total Volume and Open Interest |
17,629 |
206,454 |
+1,367 |
London Sugar(LCE) |
Oct12 |
120809 |
590.90 |
593.60 |
580.60 |
581.50 |
-7.70 |
4,048 |
27,977 |
-53 |
Dec12 |
120809 |
573.10 |
574.60 |
563.80 |
564.20 |
-7.30 |
1,439 |
11,194 |
+346 |
Mar13 |
120809 |
575.60 |
576.60 |
565.80 |
566.90 |
-6.90 |
1,128 |
13,852 |
+544 |
May13 |
120809 |
574.70 |
574.70 |
565.30 |
565.30 |
-7.80 |
535 |
3,876 |
+59 |
Aug13 |
120809 |
565.00 |
568.20 |
560.80 |
560.80 |
-6.80 |
416 |
2,179 |
-15 |
Total Volume and Open Interest |
7,806 |
61,419 |
+1,042 |
Cotton(ICE) |
Oct12 |
120809 |
75.12 |
76.20 |
75.12 |
75.59 |
+0.09 |
70 |
355 |
+30 |
Dec12 |
120809 |
75.80 |
77.07 |
75.45 |
75.95 |
-0.05 |
10,607 |
133,762 |
-736 |
Mar13 |
120809 |
76.42 |
77.55 |
76.08 |
76.65 |
-0.21 |
2,309 |
32,563 |
+422 |
May13 |
120809 |
77.08 |
78.00 |
76.65 |
77.23 |
-0.23 |
313 |
5,995 |
+22 |
Jul13 |
120809 |
78.32 |
78.33 |
77.39 |
77.80 |
-0.26 |
120 |
6,414 |
-22 |
Oct13 |
120809 |
78.12 |
78.12 |
78.12 |
78.12 |
-0.56 |
0 |
5 |
+0 |
Total Volume and Open Interest |
13,458 |
181,424 |
-262 |
Lumber(CME) |
Sep12 |
120809 |
294.0 |
296.4 |
293.1 |
293.2 |
+0.1 |
240 |
4,204 |
-14 |
Nov12 |
120809 |
287.1 |
291.8 |
287.0 |
291.7 |
+5.7 |
117 |
2,726 |
-5 |
Jan13 |
120809 |
297.0 |
300.0 |
296.8 |
298.1 |
+2.5 |
20 |
781 |
+12 |
Mar13 |
120809 |
305.1 |
308.0 |
305.1 |
305.3 |
+1.4 |
2 |
160 |
+1 |
Total Volume and Open Interest |
379 |
7,875 |
-6 |
Crude Oil(NYM) |
Sep12 |
120809 |
93.43 |
94.21 |
93.07 |
93.36 |
+0.01 |
260,012 |
235,979 |
-19,176 |
Oct12 |
120809 |
93.74 |
94.47 |
93.36 |
93.63 |
unch |
113,870 |
149,303 |
+8,144 |
Nov12 |
120809 |
93.90 |
94.76 |
93.70 |
93.94 |
-0.03 |
68,761 |
106,772 |
+11,127 |
Dec12 |
120809 |
94.36 |
95.15 |
94.07 |
94.35 |
-0.04 |
69,182 |
187,985 |
+3,413 |
Jan13 |
120809 |
95.00 |
95.56 |
94.55 |
94.84 |
-0.04 |
25,805 |
81,499 |
+4,518 |
Feb13 |
120809 |
95.50 |
95.75 |
94.91 |
95.22 |
-0.05 |
9,506 |
37,592 |
+1,503 |
Mar13 |
120809 |
95.43 |
96.08 |
95.20 |
95.43 |
-0.06 |
13,939 |
42,664 |
+1,522 |
Apr13 |
120809 |
95.69 |
96.11 |
95.31 |
95.48 |
-0.07 |
5,053 |
21,501 |
+171 |
May13 |
120809 |
95.72 |
95.80 |
95.45 |
95.45 |
-0.09 |
5,200 |
20,392 |
+515 |
Jun13 |
120809 |
95.46 |
95.95 |
95.20 |
95.36 |
-0.10 |
24,275 |
70,488 |
-920 |
Jul13 |
120809 |
95.55 |
95.55 |
95.25 |
95.25 |
-0.08 |
2,637 |
27,441 |
-79 |
Aug13 |
120809 |
95.46 |
95.46 |
95.10 |
95.10 |
-0.06 |
1,869 |
16,725 |
+687 |
Sep13 |
120809 |
95.22 |
95.27 |
94.91 |
94.91 |
-0.05 |
2,048 |
23,169 |
+123 |
Oct13 |
120809 |
94.69 |
94.69 |
94.69 |
94.69 |
-0.03 |
1,059 |
13,170 |
+127 |
Nov13 |
120809 |
94.47 |
94.47 |
94.47 |
94.47 |
-0.02 |
1,406 |
18,162 |
+225 |
Dec13 |
120809 |
94.26 |
94.80 |
93.91 |
94.25 |
-0.01 |
30,405 |
130,852 |
+3,925 |
Total Volume and Open Interest |
651,093 |
1,449,617 |
+17,137 |
e-miNY Crude Oil(NYM) |
Aug12 |
120719 |
89.975 |
92.950 |
89.850 |
92.650 |
+2.775 |
7,097 |
2,028 |
-8 |
Sep12 |
120809 |
93.475 |
94.200 |
93.100 |
93.350 |
unch |
6,491 |
3,075 |
+277 |
Oct12 |
120809 |
93.600 |
94.450 |
93.400 |
93.625 |
unch |
440 |
2,353 |
+210 |
Nov12 |
120809 |
94.150 |
94.425 |
93.875 |
93.950 |
-0.025 |
267 |
4,409 |
-14 |
Dec12 |
120809 |
94.450 |
95.000 |
94.200 |
94.350 |
-0.050 |
377 |
6,251 |
-4 |
Jan13 |
120809 |
95.000 |
95.325 |
94.850 |
94.850 |
-0.025 |
101 |
1,708 |
+0 |
Feb13 |
120809 |
95.550 |
95.875 |
95.225 |
95.225 |
-0.050 |
5 |
71 |
+1 |
Mar13 |
120809 |
95.375 |
95.425 |
95.375 |
95.425 |
-0.075 |
5 |
6 |
-1 |
Apr13 |
120809 |
95.475 |
95.475 |
95.475 |
95.475 |
-0.075 |
0 |
2 |
+0 |
May13 |
120809 |
95.450 |
95.450 |
95.450 |
95.450 |
-0.100 |
|
|
|
Total Volume and Open Interest |
7,686 |
18,076 |
+469 |
Heating Oil(NYM) |
Sep12 |
120809 |
301.49 |
305.54 |
300.41 |
304.50 |
+2.91 |
52,218 |
88,872 |
-1,082 |
Oct12 |
120809 |
302.25 |
306.30 |
301.30 |
305.29 |
+2.86 |
23,521 |
42,673 |
+1,673 |
Nov12 |
120809 |
303.26 |
306.92 |
302.91 |
306.15 |
+2.89 |
16,125 |
36,619 |
+2,791 |
Dec12 |
120809 |
303.82 |
307.41 |
302.79 |
306.70 |
+2.88 |
16,485 |
40,536 |
-683 |
Jan13 |
120809 |
305.27 |
307.50 |
304.52 |
306.97 |
+2.78 |
4,665 |
24,530 |
+63 |
Feb13 |
120809 |
303.88 |
306.55 |
303.69 |
306.09 |
+2.60 |
2,239 |
10,445 |
+647 |
Mar13 |
120809 |
303.16 |
305.00 |
302.10 |
304.17 |
+2.44 |
2,461 |
21,570 |
+712 |
Apr13 |
120809 |
299.95 |
302.35 |
299.79 |
301.59 |
+2.17 |
2,148 |
20,979 |
+15 |
May13 |
120809 |
301.97 |
304.10 |
301.97 |
303.44 |
+2.05 |
1,745 |
8,380 |
+178 |
Jun13 |
120809 |
300.87 |
302.68 |
300.30 |
301.74 |
+1.88 |
751 |
7,958 |
+235 |
Jul13 |
120809 |
302.20 |
302.41 |
301.29 |
301.29 |
+1.73 |
37 |
2,497 |
+14 |
Aug13 |
120809 |
301.19 |
301.19 |
301.19 |
301.19 |
+1.63 |
21 |
818 |
+5 |
Sep13 |
120809 |
301.40 |
301.40 |
301.19 |
301.19 |
+1.53 |
7 |
743 |
+1 |
Oct13 |
120809 |
301.19 |
301.19 |
301.19 |
301.19 |
+1.43 |
7 |
485 |
+3 |
Total Volume and Open Interest |
123,807 |
312,736 |
+4,936 |
Gasoline(NYMEX) |
Sep12 |
120809 |
297.55 |
301.35 |
296.34 |
300.08 |
+2.04 |
59,436 |
87,722 |
-1,250 |
Oct12 |
120809 |
277.79 |
281.69 |
276.74 |
280.83 |
+2.54 |
34,169 |
48,414 |
+1,610 |
Nov12 |
120809 |
272.47 |
275.38 |
272.23 |
275.20 |
+2.71 |
20,578 |
30,544 |
+2,013 |
Dec12 |
120809 |
268.14 |
271.92 |
267.43 |
271.53 |
+2.61 |
13,492 |
41,894 |
+2,368 |
Jan13 |
120809 |
268.27 |
270.14 |
267.34 |
269.97 |
+2.51 |
3,707 |
16,259 |
+41 |
Feb13 |
120809 |
268.03 |
270.28 |
267.95 |
270.02 |
+2.47 |
1,904 |
5,631 |
+103 |
Mar13 |
120809 |
269.48 |
271.30 |
268.54 |
271.17 |
+2.44 |
1,209 |
7,692 |
+423 |
Apr13 |
120809 |
283.35 |
285.12 |
283.12 |
285.07 |
+2.35 |
453 |
5,738 |
-127 |
May13 |
120809 |
283.72 |
283.72 |
283.72 |
283.72 |
+2.30 |
217 |
2,429 |
+76 |
Jun13 |
120809 |
279.60 |
281.27 |
279.60 |
281.27 |
+2.30 |
168 |
5,719 |
+69 |
Total Volume and Open Interest |
135,430 |
259,957 |
+5,351 |
e-miNY RBOB Gasoline(NYM) |
Sep12 |
120809 |
300.10 |
300.10 |
300.08 |
300.10 |
+2.10 |
|
|
|
Oct12 |
120809 |
280.80 |
280.83 |
280.80 |
280.80 |
+2.50 |
|
|
|
Nov12 |
120809 |
275.20 |
275.20 |
275.20 |
275.20 |
+2.70 |
|
|
|
Dec12 |
120809 |
271.50 |
271.53 |
271.50 |
271.50 |
+2.60 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
Sep12 |
120809 |
2.931 |
3.120 |
2.876 |
2.945 |
+0.012 |
169,990 |
228,431 |
-23,926 |
Oct12 |
120809 |
2.957 |
3.135 |
2.909 |
2.970 |
+0.009 |
84,859 |
174,826 |
-4,697 |
Nov12 |
120809 |
3.155 |
3.300 |
3.109 |
3.156 |
-0.001 |
86,030 |
154,185 |
+18,393 |
Dec12 |
120809 |
3.413 |
3.544 |
3.380 |
3.420 |
-0.005 |
28,453 |
54,078 |
+1,231 |
Jan13 |
120809 |
3.554 |
3.668 |
3.514 |
3.557 |
+0.001 |
28,505 |
138,328 |
+1,254 |
Feb13 |
120809 |
3.548 |
3.678 |
3.534 |
3.570 |
-0.001 |
4,181 |
28,897 |
+83 |
Mar13 |
120809 |
3.550 |
3.658 |
3.518 |
3.553 |
-0.004 |
7,054 |
47,972 |
+696 |
Apr13 |
120809 |
3.546 |
3.641 |
3.505 |
3.534 |
-0.007 |
11,404 |
66,507 |
+923 |
May13 |
120809 |
3.567 |
3.666 |
3.536 |
3.569 |
-0.002 |
1,042 |
17,246 |
-54 |
Jun13 |
120809 |
3.610 |
3.707 |
3.582 |
3.614 |
-0.001 |
964 |
8,890 |
+63 |
Jul13 |
120809 |
3.660 |
3.751 |
3.626 |
3.655 |
-0.005 |
746 |
13,795 |
+154 |
Aug13 |
120809 |
3.678 |
3.775 |
3.653 |
3.676 |
-0.007 |
442 |
10,982 |
+7 |
Sep13 |
120809 |
3.683 |
3.780 |
3.657 |
3.680 |
-0.008 |
406 |
9,360 |
+84 |
Oct13 |
120809 |
3.685 |
3.800 |
3.677 |
3.705 |
-0.009 |
1,452 |
38,244 |
+30 |
Nov13 |
120809 |
3.797 |
3.915 |
3.797 |
3.824 |
-0.005 |
284 |
17,589 |
+32 |
Dec13 |
120809 |
4.010 |
4.111 |
4.010 |
4.028 |
-0.006 |
240 |
17,134 |
+57 |
Total Volume and Open Interest |
427,988 |
1,112,252 |
-5,695 |
Brent Crude Oil(ICE) |
Sep12 |
120809 |
111.99 |
113.53 |
111.60 |
113.22 |
+1.08 |
177,352 |
153,992 |
-11,551 |
Oct12 |
120809 |
110.43 |
111.95 |
110.05 |
111.67 |
+1.10 |
138,945 |
220,758 |
-3,334 |
Nov12 |
120809 |
110.00 |
111.22 |
109.28 |
110.96 |
+1.21 |
74,007 |
130,066 |
+12,432 |
Dec12 |
120809 |
109.06 |
110.75 |
108.85 |
110.48 |
+1.17 |
78,317 |
131,269 |
+678 |
Jan13 |
120809 |
108.66 |
110.25 |
108.51 |
110.05 |
+1.13 |
18,325 |
43,960 |
-171 |
Feb13 |
120809 |
108.29 |
109.85 |
108.14 |
109.63 |
+1.08 |
12,432 |
28,856 |
+325 |
Mar13 |
120809 |
107.88 |
109.41 |
107.75 |
109.20 |
+1.04 |
10,594 |
32,725 |
+1,615 |
Apr13 |
120809 |
107.58 |
108.98 |
107.50 |
108.78 |
+1.03 |
5,276 |
16,761 |
+627 |
May13 |
120809 |
107.16 |
108.55 |
107.08 |
108.35 |
+1.02 |
4,166 |
15,494 |
+8 |
Jun13 |
120809 |
106.75 |
108.11 |
106.63 |
107.91 |
+1.01 |
14,581 |
54,702 |
-183 |
Jul13 |
120809 |
107.50 |
107.52 |
107.50 |
107.52 |
+1.00 |
2,319 |
15,128 |
-84 |
Aug13 |
120809 |
107.14 |
107.17 |
107.11 |
107.11 |
+0.99 |
2,167 |
12,972 |
-199 |
Sep13 |
120809 |
106.70 |
106.70 |
106.70 |
106.70 |
+0.99 |
1,675 |
15,056 |
+637 |
Oct13 |
120809 |
106.28 |
106.28 |
106.28 |
106.28 |
+1.00 |
616 |
8,382 |
+84 |
Total Volume and Open Interest |
575,546 |
1,133,579 |
+3,745 |
Gas Oil(ICE) |
Aug12 |
120809 |
952.00 |
962.50 |
948.50 |
959.50 |
+4.00 |
45,759 |
31,499 |
-14,234 |
Sep12 |
120809 |
952.00 |
965.50 |
949.50 |
960.75 |
+4.00 |
98,340 |
138,559 |
+4,049 |
Oct12 |
120809 |
950.75 |
964.00 |
949.25 |
960.00 |
+4.50 |
44,758 |
96,152 |
+6,969 |
Nov12 |
120809 |
947.25 |
960.50 |
946.25 |
956.75 |
+4.75 |
19,329 |
44,284 |
+3,004 |
Dec12 |
120809 |
945.00 |
956.75 |
942.00 |
953.00 |
+4.75 |
28,788 |
73,975 |
+296 |
Jan13 |
120809 |
945.75 |
954.25 |
941.75 |
951.50 |
+5.00 |
6,802 |
25,697 |
+1,585 |
Feb13 |
120809 |
939.00 |
951.75 |
938.50 |
948.75 |
+5.00 |
2,424 |
19,786 |
+554 |
Mar13 |
120809 |
938.50 |
947.75 |
938.50 |
944.75 |
+5.25 |
1,704 |
18,816 |
+234 |
Apr13 |
120809 |
936.25 |
942.50 |
936.25 |
940.25 |
+5.50 |
716 |
14,168 |
+171 |
May13 |
120809 |
931.25 |
937.50 |
931.25 |
935.25 |
+5.25 |
2,197 |
10,699 |
-153 |
Total Volume and Open Interest |
263,059 |
581,287 |
+5,738 |
Ethanol(CBOT) |
Aug12 |
120803 |
2.614 |
2.614 |
2.614 |
2.614 |
+0.049 |
76 |
45 |
-45 |
Sep12 |
120809 |
2.605 |
2.629 |
2.600 |
2.626 |
+0.048 |
245 |
1,445 |
+23 |
Oct12 |
120809 |
2.560 |
2.590 |
2.560 |
2.587 |
+0.053 |
167 |
1,526 |
-12 |
Nov12 |
120809 |
2.502 |
2.545 |
2.502 |
2.545 |
+0.057 |
102 |
1,641 |
+32 |
Dec12 |
120809 |
2.495 |
2.518 |
2.491 |
2.518 |
+0.049 |
65 |
1,493 |
-15 |
Jan13 |
120809 |
2.461 |
2.498 |
2.461 |
2.492 |
+0.044 |
43 |
1,702 |
+8 |
Feb13 |
120809 |
2.440 |
2.468 |
2.440 |
2.467 |
+0.046 |
73 |
1,212 |
-18 |
Mar13 |
120809 |
2.432 |
2.459 |
2.432 |
2.454 |
+0.039 |
124 |
1,304 |
-3 |
Total Volume and Open Interest |
933 |
12,399 |
+55 |
WTI Crude Oil(ICE) |
Sep12 |
120809 |
93.32 |
94.20 |
93.07 |
93.36 |
+0.01 |
42,606 |
48,291 |
-2,167 |
Oct12 |
120809 |
93.79 |
94.47 |
93.40 |
93.63 |
unch |
22,533 |
50,664 |
+4,774 |
Nov12 |
120809 |
94.17 |
94.74 |
93.82 |
93.94 |
-0.03 |
10,982 |
26,525 |
+1,853 |
Dec12 |
120809 |
94.46 |
95.14 |
94.07 |
94.35 |
-0.04 |
14,651 |
95,897 |
+394 |
Jan13 |
120809 |
95.00 |
95.51 |
94.68 |
94.84 |
-0.04 |
2,982 |
19,203 |
+774 |
Feb13 |
120809 |
95.38 |
95.86 |
95.09 |
95.22 |
-0.05 |
1,864 |
12,793 |
+123 |
Mar13 |
120809 |
95.85 |
96.05 |
95.42 |
95.43 |
-0.06 |
1,764 |
11,633 |
-97 |
Apr13 |
120809 |
95.91 |
96.07 |
95.37 |
95.48 |
-0.07 |
1,036 |
3,803 |
+49 |
May13 |
120809 |
95.89 |
96.01 |
95.34 |
95.45 |
-0.09 |
1,229 |
4,785 |
-7 |
Jun13 |
120809 |
95.33 |
95.93 |
95.22 |
95.36 |
-0.10 |
2,898 |
27,518 |
-84 |
Jul13 |
120809 |
95.25 |
95.25 |
95.25 |
95.25 |
-0.08 |
531 |
2,445 |
-48 |
Aug13 |
120809 |
95.10 |
95.10 |
95.10 |
95.10 |
-0.06 |
315 |
3,433 |
+108 |
Sep13 |
120809 |
94.91 |
94.91 |
94.91 |
94.91 |
-0.05 |
185 |
7,573 |
+117 |
Oct13 |
120809 |
94.69 |
94.69 |
94.69 |
94.69 |
-0.03 |
111 |
1,769 |
+45 |
Nov13 |
120809 |
94.47 |
94.47 |
94.47 |
94.47 |
-0.02 |
102 |
2,980 |
-29 |
Dec13 |
120809 |
94.06 |
94.70 |
93.95 |
94.25 |
-0.01 |
5,709 |
61,288 |
+574 |
Total Volume and Open Interest |
111,771 |
462,102 |
+6,921 |
US Dollar Index(ICE) |
Sep12 |
120809 |
82.355 |
82.865 |
82.270 |
82.710 |
+0.270 |
16,553 |
65,144 |
-49 |
Dec12 |
120809 |
82.760 |
83.150 |
82.760 |
83.030 |
+0.270 |
29 |
789 |
+0 |
Mar13 |
120809 |
83.420 |
83.420 |
83.420 |
83.420 |
+0.270 |
|
|
|
Total Volume and Open Interest |
16,582 |
65,933 |
-49 |
Australian Dollar(CME) |
Sep12 |
120809 |
105.35 |
105.78 |
105.18 |
105.42 |
+0.15 |
89,960 |
161,523 |
+5,952 |
Dec12 |
120809 |
104.49 |
104.93 |
104.42 |
104.56 |
+0.14 |
36 |
904 |
+5 |
Mar13 |
120809 |
103.75 |
103.75 |
103.62 |
103.75 |
+0.13 |
0 |
4 |
+0 |
Total Volume and Open Interest |
89,996 |
162,436 |
+5,957 |
British Pound(CME) |
Sep12 |
120809 |
156.55 |
156.85 |
156.03 |
156.33 |
-0.15 |
88,612 |
114,713 |
-2,770 |
Dec12 |
120809 |
156.60 |
156.68 |
156.02 |
156.29 |
-0.16 |
77 |
358 |
+4 |
Mar13 |
120809 |
156.26 |
156.42 |
156.26 |
156.26 |
-0.16 |
0 |
47 |
+0 |
Total Volume and Open Interest |
88,689 |
115,125 |
-2,766 |
Canadian Dollar(CME) |
Sep12 |
120809 |
100.45 |
100.83 |
100.41 |
100.74 |
+0.33 |
67,345 |
99,291 |
+3,236 |
Dec12 |
120809 |
100.28 |
100.60 |
100.20 |
100.52 |
+0.32 |
524 |
8,068 |
+19 |
Mar13 |
120809 |
100.27 |
100.28 |
99.96 |
100.28 |
+0.32 |
324 |
1,482 |
-135 |
Jun13 |
120809 |
100.00 |
100.03 |
99.71 |
100.03 |
+0.32 |
2 |
353 |
+1 |
Total Volume and Open Interest |
68,196 |
109,258 |
+3,121 |
Japanese Yen(CME) |
Sep12 |
120809 |
127.53 |
127.79 |
126.93 |
127.30 |
-0.12 |
71,756 |
147,853 |
+1,660 |
Dec12 |
120809 |
127.63 |
127.86 |
127.11 |
127.44 |
-0.12 |
211 |
1,112 |
+142 |
Mar13 |
120809 |
127.88 |
127.88 |
127.54 |
127.64 |
-0.11 |
0 |
27 |
+0 |
Total Volume and Open Interest |
71,967 |
148,998 |
+1,802 |
Swiss Franc(CME) |
Sep12 |
120809 |
103.00 |
103.18 |
102.21 |
102.44 |
-0.48 |
35,524 |
56,162 |
+558 |
Dec12 |
120809 |
102.80 |
103.16 |
102.68 |
102.68 |
-0.48 |
1 |
215 |
-1 |
Mar13 |
120809 |
102.96 |
103.44 |
102.96 |
102.96 |
-0.48 |
0 |
2 |
+0 |
Total Volume and Open Interest |
35,525 |
56,379 |
+557 |
EuroFX(CME) |
Sep12 |
120809 |
123.70 |
123.92 |
122.70 |
123.00 |
-0.60 |
172,830 |
316,517 |
+2,725 |
Dec12 |
120809 |
123.88 |
123.99 |
122.87 |
123.15 |
-0.59 |
412 |
5,102 |
+115 |
Mar13 |
120809 |
123.33 |
123.90 |
123.33 |
123.33 |
-0.57 |
0 |
90 |
+0 |
Total Volume and Open Interest |
173,247 |
322,243 |
+2,842 |
Mexican Peso(CME) |
Aug12 |
120809 |
762.2 |
762.2 |
759.2 |
762.2 |
+3.0 |
|
|
|
Sep12 |
120809 |
757.5 |
762.2 |
756.2 |
760.2 |
+3.0 |
29,890 |
180,487 |
+3,241 |
Total Volume and Open Interest |
29,890 |
181,520 |
+3,241 |
Brazilian Real(CME) |
Sep12 |
120809 |
491.65 |
494.10 |
491.45 |
493.60 |
+2.20 |
32 |
3,839 |
-14 |
Oct12 |
120809 |
491.40 |
491.95 |
489.35 |
491.40 |
+1.90 |
0 |
763 |
+0 |
Nov12 |
120809 |
489.65 |
489.65 |
487.70 |
489.65 |
+1.95 |
|
|
|
Dec12 |
120809 |
487.90 |
487.90 |
485.85 |
487.90 |
+2.05 |
0 |
60 |
+0 |
Total Volume and Open Interest |
32 |
17,002 |
-14 |
30-Year T-Bonds(CBOT) |
Sep12 |
120809 |
148~060 |
148~230 |
147~100 |
148~080 |
-0~040 |
263,790 |
600,576 |
+1,215 |
Dec12 |
120809 |
149~010 |
149~090 |
148~050 |
149~040 |
-0~050 |
1,096 |
5,228 |
-25 |
Mar13 |
120809 |
148~120 |
148~170 |
148~120 |
148~120 |
-0~050 |
0 |
3 |
+0 |
Total Volume and Open Interest |
264,886 |
605,807 |
+1,190 |
10-Year T-Notes(CBOT) |
Sep12 |
120809 |
133~130 |
133~180 |
133~050 |
133~145 |
-0~010 |
877,622 |
1,638,803 |
-33,265 |
Dec12 |
120809 |
132~120 |
132~155 |
132~035 |
132~130 |
-0~010 |
12,642 |
16,317 |
+5,859 |
Mar13 |
120809 |
131~180 |
131~190 |
131~180 |
131~180 |
-0~010 |
|
|
|
Total Volume and Open Interest |
890,264 |
1,655,120 |
-27,406 |
5-Year T-Notes(CBOT) |
Sep12 |
120809 |
124~019 |
124~030 |
124~004 |
124~023 |
-0~002 |
431,067 |
1,174,383 |
+13,941 |
Dec12 |
120809 |
123~097 |
123~108 |
123~091 |
123~106 |
-0~002 |
4,189 |
14,126 |
+2,347 |
Mar13 |
120809 |
123~026 |
123~028 |
123~026 |
123~026 |
-0~002 |
|
|
|
Total Volume and Open Interest |
435,256 |
1,188,509 |
+16,288 |
2 Year T-Notes(CBOT) |
Sep12 |
120809 |
110~023 |
110~025 |
110~021 |
110~024 |
unch |
156,919 |
989,131 |
-18,524 |
Dec12 |
120809 |
110~023 |
110~024 |
110~021 |
110~023 |
unch |
7,441 |
48,571 |
+2,354 |
Mar13 |
120809 |
109~089 |
109~089 |
109~089 |
109~089 |
unch |
|
|
|
Total Volume and Open Interest |
164,360 |
1,037,702 |
-16,170 |
Eurodollars(CME) |
Sep12 |
120809 |
99.595 |
99.600 |
99.585 |
99.595 |
-0.005 |
115,748 |
854,117 |
-4,697 |
Dec12 |
120809 |
99.600 |
99.600 |
99.585 |
99.590 |
-0.010 |
153,492 |
938,583 |
+9,690 |
Mar13 |
120809 |
99.585 |
99.590 |
99.570 |
99.575 |
-0.015 |
152,198 |
710,442 |
-5,673 |
Jun13 |
120809 |
99.565 |
99.570 |
99.545 |
99.555 |
-0.010 |
163,855 |
658,907 |
-5,498 |
Sep13 |
120809 |
99.535 |
99.535 |
99.510 |
99.525 |
-0.010 |
147,127 |
712,228 |
+3,134 |
Dec13 |
120809 |
99.490 |
99.495 |
99.460 |
99.480 |
-0.015 |
113,091 |
652,830 |
-48 |
Mar14 |
120809 |
99.450 |
99.455 |
99.420 |
99.445 |
-0.010 |
146,950 |
566,667 |
-19,057 |
Jun14 |
120809 |
99.400 |
99.405 |
99.370 |
99.395 |
-0.010 |
119,886 |
453,488 |
+5,280 |
Sep14 |
120809 |
99.340 |
99.345 |
99.310 |
99.335 |
-0.010 |
91,128 |
351,283 |
-6,835 |
Dec14 |
120809 |
99.260 |
99.270 |
99.235 |
99.260 |
-0.010 |
76,643 |
344,957 |
+1,114 |
Mar15 |
120809 |
99.190 |
99.205 |
99.165 |
99.195 |
-0.005 |
65,493 |
326,727 |
+3,578 |
Jun15 |
120809 |
0.786 |
0.806 |
0.761 |
0.791 |
unch |
96,393 |
306,553 |
+19,238 |
Sep15 |
120809 |
0.656 |
0.676 |
0.626 |
0.666 |
+0.005 |
59,326 |
236,012 |
+3,127 |
Dec15 |
120809 |
0.501 |
0.526 |
0.476 |
0.516 |
+0.005 |
47,811 |
171,659 |
+964 |
Mar16 |
120809 |
0.366 |
0.386 |
0.331 |
0.376 |
unch |
29,113 |
103,163 |
+994 |
Jun16 |
120809 |
0.216 |
0.241 |
0.186 |
0.231 |
unch |
25,101 |
101,579 |
-2,151 |
Sep16 |
120809 |
0.066 |
0.096 |
0.036 |
0.081 |
-0.005 |
17,260 |
85,455 |
-1,158 |
Dec16 |
120809 |
6.465 |
6.500 |
6.430 |
6.480 |
-0.005 |
22,014 |
85,663 |
-1,737 |
Total Volume and Open Interest |
1,683,037 |
7,907,058 |
+5,280 |
30 Day Federal Funds(CBOT) |
Aug12 |
120809 |
99.857 |
99.857 |
99.853 |
99.855 |
unch |
6,234 |
65,874 |
+2,729 |
Sep12 |
120809 |
99.855 |
99.860 |
99.850 |
99.855 |
unch |
4,851 |
47,331 |
+1,776 |
Oct12 |
120809 |
99.855 |
99.860 |
99.855 |
99.855 |
unch |
4,827 |
55,116 |
+405 |
Nov12 |
120809 |
99.855 |
99.860 |
99.855 |
99.860 |
unch |
1,791 |
39,136 |
+503 |
Dec12 |
120809 |
99.860 |
99.865 |
99.860 |
99.865 |
unch |
674 |
26,340 |
+248 |
Jan13 |
120809 |
99.860 |
99.865 |
99.855 |
99.860 |
unch |
1,906 |
19,503 |
-892 |
Total Volume and Open Interest |
39,365 |
435,302 |
+6,568 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep12 |
120809 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
|
|
|
Dec12 |
120809 |
99.707 |
99.707 |
99.707 |
99.707 |
unch |
|
|
|
Mar13 |
120809 |
99.730 |
99.730 |
99.730 |
99.730 |
unch |
|
|
|
Jun13 |
120809 |
99.765 |
99.765 |
99.765 |
99.765 |
unch |
|
|
|
Sep13 |
120809 |
99.730 |
99.730 |
99.730 |
99.730 |
unch |
|
|
|
Dec13 |
120809 |
99.730 |
99.730 |
99.730 |
99.730 |
unch |
|
|
|
Mar14 |
120809 |
99.730 |
99.730 |
99.730 |
99.730 |
unch |
|
|
|
Jun14 |
120809 |
99.590 |
99.590 |
99.590 |
99.590 |
unch |
|
|
|
Sep14 |
120809 |
99.450 |
99.450 |
99.450 |
99.450 |
unch |
|
|
|
Dec14 |
120809 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Sep12 |
120809 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
100 |
1,661 |
+16 |
Dec12 |
120809 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
296 |
660 |
+0 |
Mar13 |
120809 |
99.73 |
99.73 |
99.73 |
99.73 |
unch |
0 |
183 |
+0 |
Jun13 |
120809 |
99.76 |
99.76 |
99.76 |
99.76 |
unch |
0 |
201 |
+0 |
Sep13 |
120809 |
99.73 |
99.73 |
99.73 |
99.73 |
unch |
0 |
305 |
+0 |
Dec13 |
120809 |
99.73 |
99.73 |
99.73 |
99.73 |
unch |
0 |
384 |
+0 |
Mar14 |
120809 |
99.73 |
99.73 |
99.73 |
99.73 |
unch |
0 |
344 |
+0 |
Jun14 |
120809 |
99.59 |
99.59 |
99.59 |
99.59 |
unch |
|
|
|
Total Volume and Open Interest |
396 |
3,742 |
+16 |
Japanese Gov't Bonds(SGX) |
Sep12 |
120809 |
143.91 |
144.20 |
143.83 |
143.89 |
-0.02 |
3,773 |
20,284 |
-751 |
Dec12 |
120809 |
143.48 |
143.48 |
143.48 |
143.48 |
-0.02 |
0 |
7 |
+0 |
Mar13 |
120809 |
141.39 |
141.39 |
141.39 |
141.39 |
-0.02 |
|
|
|
Total Volume and Open Interest |
3,773 |
20,291 |
-751 |
Euro-Bund(EUREX) |
Sep12 |
120809 |
142.63 |
143.16 |
142.36 |
142.56 |
-0.19 |
632,298 |
868,584 |
+8,739 |
Dec12 |
120809 |
140.84 |
141.30 |
140.80 |
140.82 |
-0.19 |
707 |
7,083 |
+24 |
Mar13 |
120809 |
140.80 |
140.80 |
140.80 |
140.80 |
-0.19 |
160 |
0 |
+0 |
Total Volume and Open Interest |
633,165 |
875,667 |
+8,763 |
Euro-Bobl(EUREX) |
Sep12 |
120809 |
127.14 |
127.39 |
127.04 |
127.17 |
-0.01 |
357,916 |
613,435 |
-529 |
Dec12 |
120809 |
125.52 |
125.52 |
125.52 |
125.52 |
-0.01 |
102 |
6,748 |
+7 |
Mar13 |
120809 |
125.52 |
125.52 |
125.52 |
125.52 |
-0.01 |
|
|
|
Total Volume and Open Interest |
358,018 |
620,183 |
-522 |
3-Mth Euribor(EUREX) |
Sep12 |
120809 |
99.710 |
99.715 |
99.710 |
99.715 |
+0.010 |
0 |
3,281 |
+0 |
Dec12 |
120809 |
99.750 |
99.750 |
99.750 |
99.750 |
+0.015 |
0 |
1,420 |
+0 |
Mar13 |
120809 |
99.745 |
99.745 |
99.745 |
99.745 |
+0.025 |
2 |
1,293 |
+0 |
Total Volume and Open Interest |
14 |
7,599 |
-30 |
Long Gilt(LIFFE) |
Sep12 |
120809 |
120~22 |
121~13 |
120~08 |
120~13 |
-0~12 |
116,272 |
360,666 |
-910 |
Dec12 |
120809 |
119~12 |
119~12 |
119~12 |
119~12 |
-0~11 |
49 |
120 |
+0 |
Total Volume and Open Interest |
116,321 |
360,786 |
-910 |
3-Mth Short Sterling(LIFFE) |
Sep12 |
120809 |
99.33 |
99.34 |
99.32 |
99.34 |
+0.01 |
91,247 |
379,366 |
+3,380 |
Dec12 |
120809 |
99.37 |
99.38 |
99.35 |
99.37 |
unch |
117,506 |
378,772 |
-2,055 |
Mar13 |
120809 |
99.40 |
99.40 |
99.38 |
99.39 |
-0.01 |
92,307 |
323,806 |
-5,411 |
Jun13 |
120809 |
99.40 |
99.40 |
99.37 |
99.38 |
-0.02 |
93,137 |
303,106 |
-11,854 |
Sep13 |
120809 |
99.38 |
99.39 |
99.36 |
99.37 |
-0.02 |
61,592 |
383,991 |
-8,272 |
Dec13 |
120809 |
99.35 |
99.36 |
99.32 |
99.33 |
-0.03 |
66,888 |
246,809 |
+2,545 |
Total Volume and Open Interest |
650,093 |
2,735,197 |
-28,160 |
3-Mth Euribor(LIFFE) |
Sep12 |
120809 |
99.700 |
99.725 |
99.695 |
99.715 |
+0.010 |
52,530 |
486,309 |
-4,234 |
Dec12 |
120809 |
99.730 |
99.765 |
99.725 |
99.750 |
+0.015 |
63,019 |
505,801 |
+11,297 |
Mar13 |
120809 |
99.720 |
99.760 |
99.705 |
99.745 |
+0.025 |
42,103 |
435,154 |
-1,886 |
Total Volume and Open Interest |
416,439 |
3,547,215 |
+25,922 |
3-Mth Aus T-Bills(SFE) |
Sep12 |
120809 |
96.49 |
96.52 |
96.44 |
96.47 |
-0.02 |
19,025 |
151,111 |
-1,209 |
Dec12 |
120809 |
96.64 |
96.69 |
96.58 |
96.62 |
-0.03 |
30,171 |
173,396 |
-357 |
Mar13 |
120809 |
96.71 |
96.77 |
96.66 |
96.70 |
-0.02 |
21,698 |
115,842 |
-1,328 |
Jun13 |
120809 |
96.69 |
96.75 |
96.63 |
96.69 |
-0.01 |
14,141 |
89,315 |
+1,648 |
Sep13 |
120809 |
96.65 |
96.69 |
96.58 |
96.63 |
-0.02 |
7,169 |
55,890 |
+2,635 |
Dec13 |
120809 |
96.58 |
96.62 |
96.53 |
96.57 |
-0.01 |
5,625 |
45,716 |
+2,010 |
Mar14 |
120809 |
96.56 |
96.57 |
96.48 |
96.52 |
-0.02 |
2,557 |
27,688 |
+749 |
Jun14 |
120809 |
96.52 |
96.52 |
96.42 |
96.46 |
-0.02 |
2,205 |
14,701 |
-175 |
Sep14 |
120809 |
96.38 |
96.40 |
96.38 |
96.40 |
-0.03 |
156 |
1,882 |
+140 |
Dec14 |
120809 |
96.33 |
96.33 |
96.33 |
96.33 |
-0.03 |
0 |
446 |
+0 |
Total Volume and Open Interest |
102,747 |
676,036 |
+4,113 |
10-Year Aus T-Bonds(SFE) |
Sep12 |
120809 |
96.77 |
96.81 |
96.72 |
96.76 |
-0.01 |
76,221 |
378,953 |
+8,938 |
Dec12 |
120809 |
96.76 |
96.76 |
96.76 |
96.76 |
-0.01 |
|
|
|
Total Volume and Open Interest |
76,221 |
378,953 |
+8,938 |
3-Year Aus T-Bonds(SFE) |
Sep12 |
120809 |
97.23 |
97.28 |
97.15 |
97.19 |
-0.04 |
200,727 |
534,723 |
+19,435 |
Dec12 |
120809 |
97.19 |
97.19 |
97.19 |
97.19 |
-0.04 |
|
|
|
Total Volume and Open Interest |
200,727 |
534,723 |
+19,435 |
Gold(CMX) |
Aug12 |
120809 |
1612.8 |
1617.1 |
1610.1 |
1617.1 |
+4.2 |
449 |
2,712 |
-205 |
Oct12 |
120809 |
1612.9 |
1618.9 |
1610.3 |
1618.1 |
+4.2 |
2,756 |
28,067 |
-408 |
Dec12 |
120809 |
1615.1 |
1621.0 |
1612.2 |
1620.2 |
+4.2 |
86,450 |
246,865 |
-3,275 |
Feb13 |
120809 |
1620.8 |
1623.0 |
1615.0 |
1622.4 |
+4.2 |
1,084 |
21,459 |
-97 |
Apr13 |
120809 |
1619.5 |
1624.4 |
1617.5 |
1624.4 |
+4.2 |
236 |
14,055 |
+125 |
Jun13 |
120809 |
1623.7 |
1626.5 |
1622.8 |
1626.5 |
+4.3 |
263 |
18,645 |
-35 |
Aug13 |
120809 |
1628.5 |
1628.5 |
1628.5 |
1628.5 |
+4.3 |
82 |
4,113 |
+78 |
Oct13 |
120809 |
1630.7 |
1630.7 |
1630.7 |
1630.7 |
+4.4 |
2 |
737 |
+0 |
Dec13 |
120809 |
1628.9 |
1633.0 |
1626.6 |
1633.0 |
+4.4 |
158 |
9,244 |
+77 |
Feb14 |
120809 |
1635.5 |
1635.5 |
1635.5 |
1635.5 |
+4.5 |
0 |
4 |
+0 |
Apr14 |
120809 |
1638.1 |
1638.1 |
1638.1 |
1638.1 |
+4.6 |
0 |
2 |
+0 |
Jun14 |
120809 |
1640.8 |
1640.8 |
1640.8 |
1640.8 |
+4.7 |
146 |
8,376 |
-5 |
Total Volume and Open Interest |
93,594 |
388,254 |
-2,816 |
Silver(CMX) |
Sep12 |
120809 |
2799.5 |
2818.5 |
2783.5 |
2809.7 |
+2.2 |
29,271 |
52,289 |
-3,469 |
Dec12 |
120809 |
2807.5 |
2827.0 |
2792.0 |
2818.0 |
+2.2 |
8,048 |
36,593 |
+3,197 |
Mar13 |
120809 |
2824.0 |
2827.0 |
2820.0 |
2824.9 |
+2.4 |
1,317 |
5,005 |
+180 |
May13 |
120809 |
2827.1 |
2827.1 |
2827.1 |
2827.1 |
+2.4 |
69 |
3,147 |
+50 |
Jul13 |
120809 |
2820.5 |
2829.0 |
2820.5 |
2829.0 |
+2.6 |
209 |
4,793 |
+19 |
Sep13 |
120809 |
2830.6 |
2830.6 |
2830.6 |
2830.6 |
+3.0 |
109 |
1,844 |
+16 |
Dec13 |
120809 |
2819.5 |
2832.7 |
2819.5 |
2832.7 |
+3.1 |
130 |
11,995 |
+42 |
Total Volume and Open Interest |
39,307 |
124,276 |
+133 |
Platinum(NYMEX) |
Oct12 |
120809 |
1410.2 |
1419.0 |
1408.3 |
1412.8 |
+2.6 |
5,137 |
49,495 |
+208 |
Jan13 |
120809 |
1411.5 |
1421.2 |
1411.5 |
1415.6 |
+2.6 |
165 |
3,710 |
+97 |
Apr13 |
120809 |
1418.2 |
1418.2 |
1418.2 |
1418.2 |
+2.6 |
0 |
37 |
+0 |
Jul13 |
120809 |
1419.2 |
1419.2 |
1419.2 |
1419.2 |
+2.6 |
0 |
1 |
+0 |
Total Volume and Open Interest |
5,302 |
53,246 |
+304 |
Palladium(NYMEX) |
Sep12 |
120809 |
587.20 |
590.50 |
583.95 |
586.70 |
+0.20 |
3,591 |
21,035 |
-253 |
Dec12 |
120809 |
590.85 |
592.00 |
587.60 |
588.65 |
+0.20 |
1,405 |
3,169 |
+979 |
Mar13 |
120809 |
589.65 |
589.65 |
589.65 |
589.65 |
+0.20 |
|
|
|
Total Volume and Open Interest |
4,996 |
24,204 |
+726 |
Copper(CMX) |
Sep12 |
120809 |
342.05 |
344.30 |
340.35 |
342.50 |
+0.35 |
55,622 |
69,481 |
-8,131 |
Dec12 |
120809 |
343.25 |
345.40 |
341.45 |
343.65 |
+0.40 |
16,501 |
51,746 |
+4,334 |
Mar13 |
120809 |
344.25 |
346.05 |
342.75 |
344.60 |
+0.35 |
2,578 |
10,022 |
-32 |
May13 |
120809 |
344.55 |
345.30 |
344.20 |
345.30 |
+0.45 |
61 |
1,855 |
+50 |
Jul13 |
120809 |
344.00 |
345.80 |
344.00 |
345.80 |
+0.60 |
4 |
1,019 |
+0 |
Total Volume and Open Interest |
75,706 |
145,059 |
-3,787 |
DJIA Index(CBOT) |
Sep12 |
120809 |
13109 |
13184 |
13080 |
13138 |
+18 |
146 |
10,982 |
+21 |
Dec12 |
120809 |
13065 |
13065 |
13051 |
13051 |
+16 |
34 |
36 |
-5 |
Mar13 |
120809 |
12977 |
12977 |
12961 |
12977 |
+16 |
|
|
|
Jun13 |
120809 |
12901 |
12901 |
12885 |
12901 |
+16 |
|
|
|
Total Volume and Open Interest |
180 |
11,018 |
+16 |
E-mini DJIA Index(CBOT) |
Sep12 |
120809 |
13123 |
13185 |
13082 |
13138 |
+18 |
75,638 |
104,524 |
+2,723 |
Dec12 |
120809 |
13034 |
13080 |
13013 |
13051 |
+16 |
28 |
200 |
+2 |
Mar13 |
120809 |
12977 |
12977 |
12977 |
12977 |
+16 |
1 |
2 |
+0 |
Jun13 |
120809 |
12901 |
12901 |
12901 |
12901 |
+16 |
0 |
38 |
+0 |
Total Volume and Open Interest |
75,667 |
104,764 |
+2,725 |
S & P 500(CME) |
Sep12 |
120809 |
1398.20 |
1403.90 |
1393.90 |
1400.60 |
+2.40 |
11,885 |
222,409 |
+3,022 |
Dec12 |
120809 |
1393.50 |
1394.10 |
1388.10 |
1393.50 |
+2.40 |
435 |
13,008 |
+24 |
Mar13 |
120809 |
1386.60 |
1387.20 |
1381.20 |
1386.60 |
+2.40 |
350 |
912 |
+173 |
Jun13 |
120809 |
1379.70 |
1380.30 |
1374.30 |
1379.70 |
+2.40 |
0 |
18 |
-36 |
Total Volume and Open Interest |
12,670 |
236,347 |
+3,183 |
S & P 500 E-Mini(Globex) |
Sep12 |
120809 |
1398.50 |
1403.75 |
1393.75 |
1400.50 |
+2.25 |
1,459,898 |
2,802,895 |
+13,617 |
Dec12 |
120809 |
1391.50 |
1396.75 |
1387.50 |
1393.50 |
+2.50 |
2,376 |
27,159 |
+1,073 |
Total Volume and Open Interest |
1,462,314 |
2,831,826 |
+14,601 |
NASDAQ 100(CME) |
Sep12 |
120809 |
2705.50 |
2723.00 |
2704.00 |
2717.80 |
+11.00 |
468 |
9,415 |
+8 |
Dec12 |
120809 |
2710.30 |
2712.00 |
2710.30 |
2710.30 |
+11.00 |
0 |
7 |
+0 |
Mar13 |
120809 |
2704.80 |
2704.80 |
2693.80 |
2704.80 |
+11.00 |
|
|
|
Total Volume and Open Interest |
468 |
9,422 |
+8 |
NASDAQ 100 E-Mini(Globex) |
Sep12 |
120809 |
2707.30 |
2723.30 |
2703.50 |
2717.80 |
+11.00 |
187,004 |
392,451 |
+10,541 |
Dec12 |
120809 |
2701.50 |
2711.30 |
2701.50 |
2710.30 |
+11.00 |
6 |
294 |
-1 |
Total Volume and Open Interest |
187,010 |
392,754 |
+10,540 |
S & P Midcap 400(CME) |
Sep12 |
120809 |
959.80 |
959.80 |
956.50 |
959.80 |
+3.30 |
255 |
1,995 |
+346 |
Dec12 |
120809 |
955.90 |
955.90 |
952.60 |
955.90 |
+3.30 |
|
|
|
Mar13 |
120809 |
953.90 |
953.90 |
950.60 |
953.90 |
+3.30 |
|
|
|
Total Volume and Open Interest |
255 |
1,995 |
+346 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep12 |
120809 |
8895 |
9005 |
8870 |
8960 |
+70 |
5,391 |
31,606 |
-66 |
Dec12 |
120809 |
8915 |
8915 |
8845 |
8915 |
+70 |
3 |
8 |
+1 |
Total Volume and Open Interest |
5,394 |
31,614 |
-65 |
Nikkei 225(SGX) |
Sep12 |
120809 |
8875 |
9000 |
8820 |
8990 |
+120 |
97,965 |
186,364 |
-3,955 |
Dec12 |
120809 |
8785 |
8925 |
8775 |
8925 |
+120 |
430 |
10,567 |
-213 |
Mar13 |
120809 |
8910 |
8910 |
8910 |
8910 |
+115 |
0 |
48 |
+0 |
Total Volume and Open Interest |
98,684 |
208,010 |
-4,003 |
CAC 40(EURONEXT) |
Aug12 |
120809 |
3455.0 |
3472.5 |
3421.0 |
3458.5 |
+17.5 |
90,805 |
291,143 |
+3,316 |
Sep12 |
120809 |
3451.0 |
3465.0 |
3416.0 |
3452.0 |
+17.5 |
4,199 |
40,486 |
+34 |
Oct12 |
120809 |
3443.5 |
3443.5 |
3439.5 |
3439.5 |
+17.5 |
0 |
4 |
+0 |
Total Volume and Open Interest |
95,005 |
331,742 |
+3,351 |
Hang Seng Index(HKFE) |
Aug12 |
120809 |
20134 |
20279 |
20103 |
20192 |
+142 |
53,863 |
84,394 |
+193 |
Sep12 |
120809 |
20051 |
20177 |
20030 |
20104 |
+143 |
637 |
10,067 |
+168 |
Total Volume and Open Interest |
54,574 |
99,803 |
+384 |
DAX(EUREX) |
Sep12 |
120809 |
6982.0 |
7004.0 |
6890.5 |
6960.5 |
-0.5 |
117,132 |
170,352 |
+1,556 |
Dec12 |
120809 |
6986.5 |
7000.5 |
6908.0 |
6961.5 |
+0.5 |
182 |
10,962 |
+47 |
Mar13 |
120809 |
6990.0 |
6990.0 |
6900.0 |
6963.0 |
unch |
41 |
808 |
+2 |
Total Volume and Open Interest |
117,355 |
182,122 |
+1,605 |
FT-SE 100(EURONEXT) |
Sep12 |
120809 |
5821.00 |
5857.50 |
5807.50 |
5826.50 |
+4.50 |
75,118 |
627,654 |
+9,305 |
Dec12 |
120809 |
5825.00 |
5825.00 |
5797.00 |
5797.00 |
+5.00 |
76 |
692 |
+11 |
Mar13 |
120809 |
5754.50 |
5754.50 |
5754.50 |
5754.50 |
+4.50 |
50 |
247 |
+0 |
Total Volume and Open Interest |
75,244 |
628,593 |
+9,316 |
SPI 200(SFE) |
Sep12 |
120809 |
4278.0 |
4295.0 |
4264.0 |
4275.0 |
-5.0 |
23,906 |
240,146 |
+2,751 |
Dec12 |
120809 |
4269.0 |
4272.0 |
4269.0 |
4272.0 |
-5.0 |
215 |
6,492 |
+150 |
Mar13 |
120809 |
4235.0 |
4235.0 |
4235.0 |
4235.0 |
-5.0 |
0 |
1,404 |
+0 |
Total Volume and Open Interest |
24,246 |
250,055 |
+3,026 |
GSCI(CME) |
Aug12 |
120809 |
661.50 |
664.50 |
660.00 |
661.50 |
+3.50 |
1,424 |
5,907 |
-1,206 |
Sep12 |
120809 |
660.00 |
663.50 |
659.00 |
660.50 |
+3.60 |
1,353 |
2,614 |
+1,207 |
Oct12 |
120809 |
661.00 |
664.50 |
660.00 |
661.50 |
+4.00 |
|
|
|
Total Volume and Open Interest |
2,777 |
8,521 |
+1 |
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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