|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon August 13, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug12 |
120813 |
1710.00 |
1713.75 |
1656.25 |
1656.25 |
-53.25 |
1,011 |
733 |
-496 |
Sep12 |
120813 |
1662.00 |
1679.50 |
1620.00 |
1622.25 |
-51.00 |
18,411 |
38,330 |
-231 |
Nov12 |
120813 |
1633.00 |
1652.00 |
1598.25 |
1600.75 |
-43.00 |
126,179 |
367,141 |
+966 |
Jan13 |
120813 |
1628.75 |
1643.75 |
1593.00 |
1595.75 |
-39.75 |
19,286 |
85,447 |
+864 |
Mar13 |
120813 |
1542.00 |
1555.00 |
1512.00 |
1513.25 |
-32.00 |
14,791 |
81,677 |
-332 |
May13 |
120813 |
1477.00 |
1483.25 |
1443.50 |
1444.25 |
-32.50 |
7,173 |
85,704 |
-103 |
Jul13 |
120813 |
1452.25 |
1460.00 |
1420.50 |
1422.75 |
-32.00 |
7,828 |
58,939 |
+1,436 |
Aug13 |
120813 |
1422.00 |
1422.00 |
1387.75 |
1387.75 |
-32.00 |
0 |
305 |
+0 |
Sep13 |
120813 |
1346.00 |
1358.25 |
1329.75 |
1329.75 |
-28.50 |
1 |
357 |
+0 |
Nov13 |
120813 |
1300.00 |
1307.00 |
1270.00 |
1272.50 |
-30.25 |
2,174 |
25,028 |
+236 |
Jan14 |
120813 |
1286.75 |
1307.00 |
1276.75 |
1276.75 |
-30.25 |
15 |
200 |
+12 |
Mar14 |
120813 |
1277.25 |
1307.50 |
1277.25 |
1277.25 |
-30.25 |
20 |
33 |
+20 |
May14 |
120813 |
1277.25 |
1307.50 |
1277.25 |
1277.25 |
-30.25 |
|
|
|
Jul14 |
120813 |
1281.25 |
1311.50 |
1281.25 |
1281.25 |
-30.25 |
0 |
9 |
+0 |
Total Volume and Open Interest |
197,000 |
745,363 |
+2,421 |
Soybean Meal(CBOT) |
Aug12 |
120813 |
542.30 |
543.40 |
526.30 |
526.30 |
-18.20 |
1,086 |
1,448 |
-644 |
Sep12 |
120813 |
520.80 |
525.00 |
504.40 |
504.80 |
-16.30 |
15,907 |
42,501 |
-309 |
Oct12 |
120813 |
500.00 |
506.90 |
485.50 |
486.80 |
-16.60 |
10,296 |
32,602 |
+1,689 |
Dec12 |
120813 |
493.30 |
498.70 |
477.40 |
478.40 |
-16.50 |
43,896 |
111,872 |
+2,193 |
Jan13 |
120813 |
481.80 |
486.40 |
468.80 |
469.60 |
-14.40 |
4,298 |
14,105 |
+916 |
Mar13 |
120813 |
451.00 |
453.40 |
439.50 |
440.10 |
-11.20 |
3,178 |
13,538 |
+315 |
May13 |
120813 |
421.00 |
422.70 |
409.40 |
410.50 |
-10.10 |
3,007 |
12,940 |
-241 |
Jul13 |
120813 |
410.00 |
410.00 |
398.00 |
398.30 |
-10.90 |
1,936 |
13,449 |
+308 |
Aug13 |
120813 |
386.50 |
393.90 |
382.80 |
382.80 |
-11.10 |
171 |
708 |
+68 |
Sep13 |
120813 |
370.00 |
376.30 |
365.50 |
365.50 |
-10.80 |
26 |
648 |
+0 |
Total Volume and Open Interest |
84,702 |
251,628 |
+4,690 |
Soybean Oil(CBOT) |
Aug12 |
120813 |
53.40 |
53.40 |
52.95 |
52.95 |
-0.65 |
875 |
932 |
-576 |
Sep12 |
120813 |
53.58 |
53.85 |
53.05 |
53.10 |
-0.68 |
20,882 |
60,456 |
-1,014 |
Oct12 |
120813 |
53.85 |
54.07 |
53.30 |
53.31 |
-0.68 |
10,092 |
27,360 |
+2,439 |
Dec12 |
120813 |
54.34 |
54.50 |
53.73 |
53.75 |
-0.66 |
46,879 |
160,118 |
+2,947 |
Jan13 |
120813 |
54.41 |
54.75 |
53.95 |
53.99 |
-0.66 |
6,524 |
28,841 |
+1,643 |
Mar13 |
120813 |
54.91 |
54.91 |
54.13 |
54.14 |
-0.69 |
5,911 |
18,995 |
+558 |
May13 |
120813 |
55.06 |
55.10 |
54.23 |
54.25 |
-0.71 |
2,701 |
12,835 |
+556 |
Jul13 |
120813 |
55.19 |
55.25 |
54.42 |
54.42 |
-0.71 |
1,793 |
13,031 |
+55 |
Aug13 |
120813 |
54.62 |
55.05 |
54.37 |
54.37 |
-0.68 |
27 |
2,155 |
+2 |
Sep13 |
120813 |
54.20 |
54.89 |
54.20 |
54.20 |
-0.69 |
65 |
1,566 |
-48 |
Total Volume and Open Interest |
96,333 |
335,828 |
+6,679 |
Canola(WCE) |
Nov12 |
120813 |
617.0 |
617.0 |
609.1 |
610.3 |
-6.8 |
6,658 |
135,093 |
-3,622 |
Jan13 |
120813 |
620.5 |
620.5 |
614.1 |
614.9 |
-6.6 |
3,239 |
44,706 |
-314 |
Mar13 |
120813 |
620.9 |
620.9 |
614.8 |
615.7 |
-6.4 |
1,280 |
15,105 |
+261 |
May13 |
120813 |
614.9 |
614.9 |
611.0 |
611.9 |
-6.1 |
154 |
19,090 |
+26 |
Jul13 |
120813 |
609.4 |
609.4 |
606.0 |
606.8 |
-6.2 |
114 |
3,603 |
+1 |
Total Volume and Open Interest |
11,445 |
219,331 |
-3,648 |
Corn(CBOT) |
Sep12 |
120813 |
799.00 |
804.50 |
776.75 |
782.75 |
-17.25 |
113,783 |
218,800 |
-22,867 |
Dec12 |
120813 |
807.75 |
813.75 |
786.00 |
792.25 |
-17.00 |
184,057 |
605,745 |
+20,498 |
Mar13 |
120813 |
810.75 |
815.25 |
789.50 |
795.75 |
-16.25 |
29,944 |
154,869 |
+4,236 |
May13 |
120813 |
807.00 |
809.50 |
785.25 |
792.75 |
-14.50 |
9,567 |
36,218 |
+1,236 |
Jul13 |
120813 |
796.50 |
799.50 |
776.25 |
783.25 |
-14.75 |
8,858 |
90,375 |
+2,089 |
Sep13 |
120813 |
677.00 |
682.00 |
669.25 |
673.75 |
-8.25 |
696 |
12,326 |
+182 |
Dec13 |
120813 |
648.00 |
649.50 |
635.50 |
642.50 |
-7.00 |
4,148 |
71,182 |
+1,379 |
Mar14 |
120813 |
651.00 |
654.75 |
641.25 |
647.50 |
-7.25 |
49 |
1,643 |
+29 |
May14 |
120813 |
646.75 |
656.50 |
646.75 |
649.25 |
-7.25 |
5 |
363 |
+0 |
Jul14 |
120813 |
650.75 |
656.50 |
644.00 |
650.00 |
-6.50 |
15 |
969 |
+2 |
Total Volume and Open Interest |
351,164 |
1,197,160 |
+6,805 |
Wheat(CBOT) |
Sep12 |
120813 |
882.50 |
885.25 |
854.75 |
856.75 |
-28.50 |
75,336 |
124,769 |
-17,003 |
Dec12 |
120813 |
898.00 |
901.25 |
873.75 |
875.75 |
-25.50 |
70,571 |
201,378 |
+14,645 |
Mar13 |
120813 |
907.25 |
910.50 |
884.75 |
886.00 |
-24.75 |
12,298 |
48,944 |
+3,470 |
May13 |
120813 |
898.75 |
901.25 |
875.25 |
877.50 |
-21.50 |
2,022 |
12,339 |
-109 |
Jul13 |
120813 |
850.00 |
854.25 |
830.00 |
841.00 |
-11.00 |
3,382 |
46,426 |
+443 |
Sep13 |
120813 |
853.00 |
853.00 |
834.25 |
841.75 |
-10.75 |
94 |
1,387 |
-5 |
Total Volume and Open Interest |
164,526 |
462,818 |
+1,774 |
Wheat(KCBT) |
Sep12 |
120813 |
892.00 |
893.00 |
863.75 |
868.00 |
-25.00 |
13,910 |
57,942 |
-2,724 |
Dec12 |
120813 |
916.75 |
917.00 |
888.25 |
892.75 |
-24.50 |
13,718 |
62,775 |
+2,505 |
Mar13 |
120813 |
928.75 |
928.75 |
901.50 |
905.75 |
-23.25 |
3,501 |
16,699 |
+1,469 |
May13 |
120813 |
925.50 |
925.50 |
899.75 |
904.25 |
-21.25 |
94 |
6,655 |
-14 |
Jul13 |
120813 |
877.00 |
877.00 |
852.50 |
858.00 |
-19.00 |
339 |
12,528 |
+17 |
Sep13 |
120813 |
877.00 |
877.00 |
856.75 |
864.75 |
-23.25 |
32 |
508 |
+12 |
Total Volume and Open Interest |
31,619 |
157,988 |
+1,276 |
Wheat(MGE) |
Sep12 |
120813 |
931.00 |
931.75 |
908.75 |
911.25 |
-24.25 |
2,675 |
12,981 |
-823 |
Dec12 |
120813 |
942.00 |
942.00 |
920.50 |
924.00 |
-21.75 |
2,775 |
17,051 |
-96 |
Mar13 |
120813 |
945.75 |
949.25 |
930.00 |
932.50 |
-22.00 |
423 |
6,199 |
+167 |
May13 |
120813 |
946.00 |
946.00 |
934.50 |
936.00 |
-19.25 |
62 |
1,105 |
+1 |
Jul13 |
120813 |
951.25 |
951.25 |
931.00 |
935.00 |
-20.50 |
31 |
331 |
+8 |
Total Volume and Open Interest |
6,056 |
39,894 |
-721 |
Oats(CBOT) |
Sep12 |
120813 |
388.50 |
388.50 |
372.00 |
372.25 |
-16.00 |
336 |
1,042 |
-79 |
Dec12 |
120813 |
384.00 |
387.50 |
370.00 |
370.50 |
-14.25 |
686 |
8,816 |
+218 |
Mar13 |
120813 |
376.75 |
382.50 |
372.00 |
372.00 |
-10.50 |
50 |
456 |
+23 |
May13 |
120813 |
377.00 |
382.50 |
377.00 |
377.00 |
-5.50 |
0 |
17 |
+0 |
Total Volume and Open Interest |
1,078 |
10,343 |
+167 |
Rough Rice(CBOT) |
Sep12 |
120813 |
15.90 |
15.90 |
15.47 |
15.65 |
-0.29 |
416 |
9,120 |
-31 |
Nov12 |
120813 |
16.19 |
16.19 |
15.75 |
15.93 |
-0.28 |
201 |
4,337 |
+136 |
Jan13 |
120813 |
16.42 |
16.42 |
16.20 |
16.23 |
-0.26 |
15 |
399 |
+7 |
Mar13 |
120813 |
16.49 |
16.77 |
16.49 |
16.49 |
-0.28 |
2 |
108 |
+1 |
Total Volume and Open Interest |
634 |
13,992 |
+113 |
Live Cattle(CME) |
Aug12 |
120813 |
121.350 |
122.080 |
121.300 |
121.830 |
+1.230 |
8,354 |
14,377 |
-1,538 |
Oct12 |
120813 |
126.000 |
126.700 |
125.885 |
126.385 |
+0.850 |
25,587 |
135,985 |
+535 |
Dec12 |
120813 |
128.700 |
129.050 |
128.575 |
128.950 |
+0.500 |
12,312 |
75,076 |
-280 |
Feb13 |
120813 |
131.325 |
131.800 |
131.250 |
131.685 |
+0.685 |
6,070 |
34,221 |
-156 |
Apr13 |
120813 |
134.850 |
135.500 |
134.850 |
135.435 |
+0.535 |
2,472 |
21,798 |
+76 |
Jun13 |
120813 |
132.325 |
132.800 |
132.325 |
132.750 |
+0.500 |
1,126 |
8,517 |
+273 |
Total Volume and Open Interest |
56,236 |
293,118 |
-974 |
Feeder Cattle(CME) |
Aug12 |
120813 |
140.900 |
142.450 |
140.550 |
141.450 |
+1.965 |
719 |
5,841 |
-137 |
Sep12 |
120813 |
140.735 |
142.735 |
140.700 |
142.685 |
+2.950 |
1,275 |
6,483 |
-437 |
Oct12 |
120813 |
142.075 |
143.880 |
142.050 |
143.485 |
+2.605 |
2,264 |
11,954 |
+333 |
Nov12 |
120813 |
144.250 |
145.850 |
144.250 |
145.235 |
+2.385 |
948 |
4,933 |
+120 |
Jan13 |
120813 |
147.000 |
148.825 |
147.000 |
148.150 |
+1.965 |
718 |
4,107 |
-12 |
Mar13 |
120813 |
149.185 |
151.450 |
149.185 |
151.000 |
+2.300 |
301 |
1,165 |
+70 |
Apr13 |
120813 |
153.000 |
153.000 |
151.685 |
152.500 |
+2.315 |
128 |
510 |
+15 |
Total Volume and Open Interest |
6,524 |
35,682 |
+35 |
Lean Hogs(CME) |
Aug12 |
120813 |
91.980 |
92.135 |
91.700 |
91.950 |
+0.065 |
3,912 |
9,341 |
-658 |
Oct12 |
120813 |
75.830 |
77.600 |
75.800 |
77.050 |
+1.515 |
22,609 |
98,347 |
+2,042 |
Dec12 |
120813 |
73.550 |
75.100 |
73.550 |
74.950 |
+1.520 |
8,685 |
48,102 |
+1,410 |
Feb13 |
120813 |
80.700 |
81.580 |
80.550 |
81.550 |
+0.850 |
6,935 |
29,754 |
+2,864 |
Apr13 |
120813 |
88.800 |
89.150 |
88.250 |
89.150 |
+0.350 |
3,137 |
19,788 |
+537 |
May13 |
120813 |
96.250 |
96.480 |
96.000 |
96.480 |
+0.030 |
87 |
856 |
+49 |
Jun13 |
120813 |
99.050 |
99.535 |
98.730 |
99.450 |
unch |
1,391 |
11,963 |
+258 |
Jul13 |
120813 |
99.000 |
99.000 |
98.300 |
98.900 |
-0.200 |
212 |
3,557 |
+32 |
Total Volume and Open Interest |
47,423 |
224,717 |
+6,764 |
Class III Milk(CME) |
Aug12 |
120813 |
17.60 |
17.65 |
17.55 |
17.61 |
-0.03 |
280 |
4,097 |
+77 |
Sep12 |
120813 |
19.17 |
19.17 |
18.71 |
18.75 |
-0.42 |
358 |
5,125 |
+63 |
Oct12 |
120813 |
19.66 |
19.74 |
19.26 |
19.33 |
-0.41 |
181 |
4,031 |
+116 |
Nov12 |
120813 |
19.60 |
19.61 |
19.26 |
19.33 |
-0.28 |
120 |
3,260 |
+21 |
Dec12 |
120813 |
19.38 |
19.54 |
19.20 |
19.27 |
-0.27 |
52 |
3,083 |
-1 |
Total Volume and Open Interest |
1,225 |
25,628 |
+358 |
Cocoa(ICE) |
Sep12 |
120813 |
2432 |
2488 |
2365 |
2388 |
-58 |
17,440 |
30,800 |
-5,135 |
Dec12 |
120813 |
2449 |
2501 |
2378 |
2399 |
-59 |
20,689 |
82,270 |
+7,247 |
Mar13 |
120813 |
2448 |
2510 |
2391 |
2413 |
-53 |
3,290 |
40,000 |
-51 |
May13 |
120813 |
2494 |
2515 |
2407 |
2425 |
-51 |
941 |
15,605 |
+158 |
Jul13 |
120813 |
2499 |
2520 |
2419 |
2433 |
-50 |
203 |
8,789 |
+99 |
Sep13 |
120813 |
2501 |
2523 |
2423 |
2439 |
-50 |
28 |
4,482 |
+5 |
Dec13 |
120813 |
2431 |
2447 |
2431 |
2447 |
-51 |
7 |
6,004 |
-1 |
Total Volume and Open Interest |
42,598 |
193,186 |
+2,322 |
Coffee "C"(ICE) |
Sep12 |
120813 |
166.20 |
167.25 |
162.95 |
164.10 |
-2.15 |
20,061 |
39,876 |
-4,943 |
Dec12 |
120813 |
169.35 |
170.30 |
166.00 |
167.05 |
-2.30 |
16,762 |
62,782 |
+4,214 |
Mar13 |
120813 |
173.20 |
173.75 |
169.85 |
170.90 |
-2.20 |
4,978 |
23,393 |
+715 |
May13 |
120813 |
175.25 |
175.25 |
172.50 |
173.55 |
-2.25 |
1,335 |
5,744 |
+53 |
Jul13 |
120813 |
176.25 |
176.25 |
175.05 |
176.10 |
-2.20 |
393 |
4,545 |
+108 |
Sep13 |
120813 |
178.80 |
178.80 |
177.55 |
178.70 |
-2.15 |
265 |
1,246 |
-11 |
Total Volume and Open Interest |
44,032 |
139,081 |
+169 |
Orange Juice(ICE) |
Sep12 |
120813 |
112.00 |
114.90 |
111.90 |
113.65 |
+0.65 |
1,295 |
7,900 |
-716 |
Nov12 |
120813 |
106.50 |
107.20 |
104.10 |
104.50 |
-2.05 |
1,004 |
11,187 |
+530 |
Jan13 |
120813 |
107.90 |
107.90 |
105.85 |
106.05 |
-1.90 |
260 |
2,843 |
+268 |
Mar13 |
120813 |
108.40 |
109.40 |
107.75 |
107.95 |
-1.75 |
4 |
1,348 |
-1 |
May13 |
120813 |
109.70 |
111.45 |
109.70 |
109.90 |
-1.90 |
1 |
188 |
+0 |
Jul13 |
120813 |
111.60 |
111.60 |
111.60 |
111.60 |
-1.90 |
0 |
16 |
+0 |
Total Volume and Open Interest |
2,564 |
23,495 |
+81 |
Sugar #11(ICE) |
Oct12 |
120813 |
20.89 |
20.90 |
20.36 |
20.39 |
-0.35 |
48,446 |
304,401 |
+1,044 |
Mar13 |
120813 |
21.26 |
21.36 |
20.88 |
20.90 |
-0.33 |
25,870 |
152,988 |
+1,918 |
May13 |
120813 |
21.01 |
21.02 |
20.57 |
20.59 |
-0.31 |
13,936 |
48,364 |
+3,715 |
Jul13 |
120813 |
20.84 |
20.90 |
20.50 |
20.51 |
-0.31 |
8,965 |
77,676 |
+63 |
Oct13 |
120813 |
21.03 |
21.09 |
20.70 |
20.71 |
-0.31 |
3,208 |
38,492 |
-101 |
Mar14 |
120813 |
21.28 |
21.33 |
21.01 |
21.03 |
-0.28 |
1,494 |
24,537 |
-69 |
May14 |
120813 |
21.24 |
21.27 |
20.99 |
21.01 |
-0.27 |
310 |
6,670 |
-135 |
Jul14 |
120813 |
21.24 |
21.24 |
21.02 |
21.04 |
-0.24 |
162 |
5,998 |
+12 |
Total Volume and Open Interest |
102,599 |
667,558 |
+6,532 |
London Cocoa(LCE) |
Sep12 |
120813 |
1640 |
1672 |
1614 |
1623 |
-27 |
3,404 |
36,711 |
-1,399 |
Dec12 |
120813 |
1638 |
1675 |
1615 |
1624 |
-26 |
4,367 |
65,108 |
+2,014 |
Mar13 |
120813 |
1626 |
1650 |
1595 |
1601 |
-27 |
1,399 |
56,145 |
-198 |
May13 |
120813 |
1621 |
1648 |
1595 |
1600 |
-30 |
494 |
23,155 |
+207 |
Jul13 |
120813 |
1621 |
1652 |
1597 |
1602 |
-32 |
206 |
12,471 |
-23 |
Sep13 |
120813 |
1619 |
1650 |
1595 |
1600 |
-31 |
0 |
7,406 |
+319 |
Dec13 |
120813 |
1636 |
1639 |
1601 |
1605 |
-38 |
0 |
7,672 |
+16 |
Total Volume and Open Interest |
9,870 |
209,219 |
+936 |
London Sugar(LCE) |
Oct12 |
120813 |
578.30 |
581.90 |
573.20 |
574.00 |
-4.50 |
2,470 |
26,302 |
-428 |
Dec12 |
120813 |
561.10 |
565.00 |
556.50 |
557.00 |
-5.00 |
557 |
11,041 |
+48 |
Mar13 |
120813 |
565.40 |
568.00 |
559.60 |
560.30 |
-5.00 |
618 |
14,203 |
+85 |
May13 |
120813 |
564.50 |
565.80 |
558.00 |
558.00 |
-6.30 |
179 |
4,034 |
+22 |
Aug13 |
120813 |
560.50 |
562.30 |
553.80 |
553.80 |
-6.20 |
45 |
2,232 |
-13 |
Total Volume and Open Interest |
3,889 |
60,406 |
-189 |
Cotton(ICE) |
Oct12 |
120813 |
73.10 |
73.10 |
71.17 |
71.30 |
-1.60 |
55 |
356 |
+6 |
Dec12 |
120813 |
73.10 |
73.33 |
71.59 |
71.69 |
-1.33 |
12,149 |
131,434 |
-1,533 |
Mar13 |
120813 |
74.12 |
74.12 |
72.53 |
73.18 |
-0.63 |
2,348 |
33,526 |
+652 |
May13 |
120813 |
74.08 |
74.42 |
73.09 |
73.18 |
-1.14 |
496 |
6,132 |
+23 |
Jul13 |
120813 |
74.75 |
75.12 |
73.84 |
73.84 |
-1.16 |
128 |
6,341 |
-8 |
Oct13 |
120813 |
74.62 |
74.62 |
74.62 |
74.62 |
-0.98 |
0 |
5 |
+0 |
Total Volume and Open Interest |
15,266 |
180,156 |
-854 |
Lumber(CME) |
Sep12 |
120813 |
305.0 |
312.7 |
305.0 |
311.1 |
+7.9 |
866 |
4,135 |
-40 |
Nov12 |
120813 |
297.1 |
303.4 |
297.0 |
302.2 |
+8.8 |
579 |
3,246 |
+393 |
Jan13 |
120813 |
307.8 |
313.2 |
307.8 |
311.1 |
+4.1 |
126 |
926 |
+45 |
Mar13 |
120813 |
316.1 |
318.8 |
315.0 |
317.9 |
+2.6 |
24 |
184 |
+24 |
Total Volume and Open Interest |
1,595 |
8,495 |
+422 |
Crude Oil(NYM) |
Sep12 |
120813 |
93.25 |
94.14 |
92.05 |
92.73 |
-0.14 |
258,637 |
185,089 |
-30,972 |
Oct12 |
120813 |
93.60 |
94.41 |
92.34 |
93.03 |
-0.12 |
101,610 |
178,155 |
+21,159 |
Nov12 |
120813 |
93.69 |
94.70 |
92.65 |
93.34 |
-0.09 |
38,696 |
119,956 |
+7,754 |
Dec12 |
120813 |
94.05 |
95.10 |
93.04 |
93.76 |
-0.07 |
58,519 |
188,030 |
-846 |
Jan13 |
120813 |
94.55 |
95.55 |
93.57 |
94.28 |
-0.05 |
15,882 |
87,743 |
+5,065 |
Feb13 |
120813 |
95.16 |
95.89 |
93.98 |
94.70 |
-0.04 |
6,811 |
38,221 |
+720 |
Mar13 |
120813 |
95.46 |
95.79 |
94.24 |
94.99 |
-0.02 |
8,296 |
40,551 |
-419 |
Apr13 |
120813 |
95.15 |
95.15 |
95.15 |
95.15 |
+0.01 |
2,853 |
21,520 |
+84 |
May13 |
120813 |
94.67 |
95.23 |
94.67 |
95.23 |
+0.05 |
3,087 |
21,094 |
+162 |
Jun13 |
120813 |
95.47 |
96.18 |
94.43 |
95.20 |
+0.07 |
17,422 |
69,706 |
-229 |
Jul13 |
120813 |
94.55 |
95.26 |
94.49 |
95.12 |
+0.08 |
2,112 |
27,986 |
+278 |
Aug13 |
120813 |
94.98 |
95.34 |
94.98 |
94.98 |
+0.09 |
3,201 |
18,888 |
+1,338 |
Sep13 |
120813 |
94.56 |
94.76 |
94.49 |
94.76 |
+0.09 |
2,201 |
23,926 |
+543 |
Oct13 |
120813 |
94.49 |
94.49 |
94.49 |
94.49 |
+0.07 |
861 |
13,366 |
+99 |
Nov13 |
120813 |
94.22 |
94.22 |
94.22 |
94.22 |
+0.05 |
1,379 |
18,447 |
-6 |
Dec13 |
120813 |
94.26 |
94.80 |
93.24 |
93.95 |
+0.02 |
23,653 |
135,705 |
+1,333 |
Total Volume and Open Interest |
558,206 |
1,457,908 |
+7,811 |
e-miNY Crude Oil(NYM) |
Aug12 |
120719 |
89.975 |
92.950 |
89.850 |
92.650 |
+2.775 |
5,759 |
2,099 |
+71 |
Sep12 |
120813 |
93.250 |
94.150 |
92.075 |
92.725 |
-0.150 |
5,209 |
3,699 |
+271 |
Oct12 |
120813 |
93.500 |
94.400 |
92.375 |
93.025 |
-0.125 |
520 |
2,756 |
+123 |
Nov12 |
120813 |
93.850 |
94.600 |
92.775 |
93.350 |
-0.075 |
296 |
4,511 |
+93 |
Dec12 |
120813 |
94.250 |
95.025 |
93.100 |
93.750 |
-0.075 |
385 |
6,262 |
+12 |
Jan13 |
120813 |
94.550 |
95.175 |
93.775 |
94.275 |
-0.050 |
72 |
1,708 |
+0 |
Feb13 |
120813 |
95.325 |
95.325 |
94.700 |
94.700 |
-0.050 |
2 |
70 |
-1 |
Mar13 |
120813 |
95.000 |
95.000 |
95.000 |
95.000 |
unch |
1 |
6 |
+0 |
Apr13 |
120813 |
95.150 |
95.150 |
95.150 |
95.150 |
unch |
0 |
2 |
+0 |
May13 |
120813 |
95.225 |
95.225 |
95.225 |
95.225 |
+0.050 |
|
|
|
Total Volume and Open Interest |
6,485 |
19,215 |
+498 |
Heating Oil(NYM) |
Sep12 |
120813 |
302.80 |
305.72 |
301.38 |
301.83 |
-0.22 |
56,740 |
83,672 |
-4,111 |
Oct12 |
120813 |
303.44 |
306.71 |
302.35 |
303.06 |
+0.02 |
32,466 |
48,322 |
+4,253 |
Nov12 |
120813 |
304.86 |
307.54 |
303.49 |
304.21 |
+0.09 |
19,252 |
39,635 |
+2,023 |
Dec12 |
120813 |
305.54 |
308.52 |
304.07 |
305.01 |
+0.19 |
21,601 |
40,446 |
-690 |
Jan13 |
120813 |
307.88 |
308.68 |
304.59 |
305.63 |
+0.39 |
9,671 |
25,884 |
+935 |
Feb13 |
120813 |
307.60 |
308.04 |
303.69 |
305.01 |
+0.56 |
4,759 |
10,771 |
+1,141 |
Mar13 |
120813 |
304.88 |
306.01 |
301.88 |
303.36 |
+0.70 |
5,013 |
21,360 |
-481 |
Apr13 |
120813 |
300.21 |
302.94 |
300.21 |
301.01 |
+0.80 |
3,251 |
19,444 |
-1,064 |
May13 |
120813 |
303.92 |
303.92 |
302.70 |
302.92 |
+0.85 |
1,268 |
8,388 |
+124 |
Jun13 |
120813 |
303.59 |
303.70 |
300.34 |
301.07 |
+0.80 |
3,746 |
8,992 |
+575 |
Jul13 |
120813 |
303.08 |
303.09 |
300.52 |
300.52 |
+0.75 |
507 |
2,493 |
+6 |
Aug13 |
120813 |
302.96 |
302.97 |
300.27 |
300.27 |
+0.65 |
139 |
857 |
+49 |
Sep13 |
120813 |
303.00 |
303.00 |
300.27 |
300.27 |
+0.65 |
144 |
776 |
+4 |
Oct13 |
120813 |
303.00 |
303.00 |
300.27 |
300.27 |
+0.65 |
29 |
454 |
+4 |
Total Volume and Open Interest |
160,090 |
316,728 |
+2,390 |
Gasoline(NYMEX) |
Sep12 |
120813 |
302.00 |
304.35 |
298.72 |
299.07 |
-1.32 |
66,709 |
81,476 |
-2,739 |
Oct12 |
120813 |
281.52 |
284.76 |
280.15 |
281.21 |
+0.61 |
43,892 |
50,515 |
+706 |
Nov12 |
120813 |
275.34 |
278.43 |
274.30 |
275.43 |
+0.96 |
30,484 |
36,463 |
+3,788 |
Dec12 |
120813 |
271.30 |
274.64 |
270.43 |
271.78 |
+1.18 |
16,257 |
44,120 |
+2,125 |
Jan13 |
120813 |
272.25 |
272.84 |
268.74 |
270.21 |
+1.25 |
4,772 |
16,385 |
+311 |
Feb13 |
120813 |
269.42 |
272.77 |
268.65 |
270.22 |
+1.24 |
3,335 |
7,360 |
+685 |
Mar13 |
120813 |
272.85 |
273.55 |
269.62 |
271.35 |
+1.23 |
1,098 |
7,731 |
-52 |
Apr13 |
120813 |
287.03 |
287.03 |
284.45 |
285.27 |
+1.23 |
417 |
5,329 |
-272 |
May13 |
120813 |
284.94 |
284.94 |
283.50 |
283.85 |
+1.19 |
222 |
2,523 |
-46 |
Jun13 |
120813 |
282.21 |
282.34 |
279.14 |
281.40 |
+1.21 |
214 |
5,679 |
-12 |
Total Volume and Open Interest |
167,467 |
265,551 |
+4,500 |
e-miNY RBOB Gasoline(NYM) |
Sep12 |
120813 |
299.10 |
299.10 |
299.07 |
299.10 |
-1.30 |
|
|
|
Oct12 |
120813 |
281.20 |
281.21 |
281.20 |
281.20 |
+0.60 |
|
|
|
Nov12 |
120813 |
275.40 |
275.43 |
275.40 |
275.40 |
+0.90 |
|
|
|
Dec12 |
120813 |
271.80 |
271.80 |
271.78 |
271.80 |
+1.20 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
Sep12 |
120813 |
2.770 |
2.790 |
2.715 |
2.729 |
-0.041 |
302,094 |
190,109 |
-17,424 |
Oct12 |
120813 |
2.806 |
2.824 |
2.754 |
2.768 |
-0.040 |
138,243 |
162,151 |
-3,736 |
Nov12 |
120813 |
3.003 |
3.044 |
2.980 |
2.988 |
-0.039 |
130,476 |
172,564 |
+13,947 |
Dec12 |
120813 |
3.298 |
3.326 |
3.265 |
3.276 |
-0.035 |
40,221 |
52,484 |
-152 |
Jan13 |
120813 |
3.431 |
3.462 |
3.406 |
3.414 |
-0.039 |
49,382 |
145,202 |
+6,148 |
Feb13 |
120813 |
3.444 |
3.474 |
3.420 |
3.428 |
-0.041 |
8,893 |
28,852 |
-18 |
Mar13 |
120813 |
3.413 |
3.461 |
3.412 |
3.414 |
-0.042 |
13,750 |
50,922 |
+1,107 |
Apr13 |
120813 |
3.409 |
3.445 |
3.396 |
3.397 |
-0.042 |
18,679 |
67,095 |
+1,640 |
May13 |
120813 |
3.442 |
3.479 |
3.434 |
3.434 |
-0.041 |
3,923 |
17,757 |
+426 |
Jun13 |
120813 |
3.485 |
3.526 |
3.480 |
3.481 |
-0.040 |
4,713 |
10,476 |
+1,396 |
Jul13 |
120813 |
3.530 |
3.566 |
3.519 |
3.522 |
-0.040 |
3,078 |
14,277 |
+507 |
Aug13 |
120813 |
3.542 |
3.586 |
3.541 |
3.541 |
-0.041 |
1,589 |
11,266 |
+148 |
Sep13 |
120813 |
3.591 |
3.591 |
3.545 |
3.546 |
-0.041 |
1,574 |
8,644 |
-513 |
Oct13 |
120813 |
3.609 |
3.617 |
3.570 |
3.571 |
-0.042 |
5,956 |
38,349 |
-230 |
Nov13 |
120813 |
3.722 |
3.743 |
3.694 |
3.694 |
-0.044 |
2,113 |
18,167 |
+269 |
Dec13 |
120813 |
3.921 |
3.933 |
3.900 |
3.900 |
-0.044 |
1,391 |
17,323 |
+133 |
Total Volume and Open Interest |
730,568 |
1,092,084 |
+3,829 |
Brent Crude Oil(ICE) |
Sep12 |
120813 |
113.40 |
115.11 |
113.09 |
113.60 |
+0.65 |
141,864 |
125,091 |
-12,139 |
Oct12 |
120813 |
111.45 |
113.15 |
111.16 |
111.72 |
+0.61 |
127,929 |
228,196 |
+8,264 |
Nov12 |
120813 |
110.54 |
112.21 |
110.29 |
110.97 |
+0.68 |
71,794 |
149,553 |
+11,310 |
Dec12 |
120813 |
110.05 |
111.68 |
109.78 |
110.52 |
+0.71 |
76,327 |
132,381 |
+506 |
Jan13 |
120813 |
109.81 |
111.20 |
109.43 |
110.12 |
+0.72 |
20,260 |
43,419 |
-1,089 |
Feb13 |
120813 |
109.46 |
110.63 |
109.02 |
109.74 |
+0.72 |
12,633 |
33,305 |
+1,627 |
Mar13 |
120813 |
109.06 |
110.19 |
108.58 |
109.34 |
+0.73 |
9,620 |
32,645 |
-1,205 |
Apr13 |
120813 |
108.32 |
109.75 |
108.18 |
108.91 |
+0.71 |
3,344 |
17,399 |
+558 |
May13 |
120813 |
108.29 |
109.29 |
107.74 |
108.46 |
+0.69 |
2,711 |
16,115 |
+469 |
Jun13 |
120813 |
107.80 |
108.82 |
107.29 |
108.00 |
+0.67 |
8,797 |
56,376 |
+503 |
Jul13 |
120813 |
107.59 |
107.59 |
107.59 |
107.59 |
+0.65 |
828 |
15,027 |
+274 |
Aug13 |
120813 |
107.16 |
107.16 |
107.16 |
107.16 |
+0.64 |
265 |
13,184 |
-9 |
Sep13 |
120813 |
106.73 |
106.73 |
106.73 |
106.73 |
+0.62 |
327 |
16,608 |
+143 |
Oct13 |
120813 |
106.29 |
106.29 |
106.29 |
106.29 |
+0.61 |
47 |
8,278 |
-46 |
Total Volume and Open Interest |
502,404 |
1,145,808 |
+11,224 |
Gas Oil(ICE) |
Sep12 |
120813 |
956.75 |
967.25 |
953.00 |
957.25 |
+2.25 |
92,012 |
134,314 |
-800 |
Oct12 |
120813 |
956.25 |
967.50 |
953.50 |
957.75 |
+3.00 |
64,147 |
105,863 |
+3,535 |
Nov12 |
120813 |
954.50 |
965.00 |
951.50 |
955.75 |
+4.00 |
24,896 |
49,043 |
+1,107 |
Dec12 |
120813 |
952.25 |
961.75 |
947.75 |
952.50 |
+4.25 |
37,907 |
75,581 |
+1,966 |
Jan13 |
120813 |
949.25 |
957.25 |
947.75 |
951.00 |
+4.50 |
10,534 |
32,450 |
+1,068 |
Feb13 |
120813 |
952.50 |
954.00 |
943.50 |
948.00 |
+4.25 |
5,023 |
20,054 |
-194 |
Mar13 |
120813 |
949.50 |
950.50 |
939.25 |
944.00 |
+4.25 |
1,999 |
19,969 |
+415 |
Apr13 |
120813 |
944.75 |
944.75 |
935.00 |
939.25 |
+4.25 |
1,114 |
14,145 |
+19 |
May13 |
120813 |
940.00 |
940.00 |
931.25 |
934.50 |
+4.25 |
1,240 |
11,076 |
+343 |
Jun13 |
120813 |
930.00 |
935.50 |
925.25 |
930.25 |
+4.25 |
5,080 |
32,553 |
+1,809 |
Total Volume and Open Interest |
269,536 |
582,622 |
-114 |
Ethanol(CBOT) |
Aug12 |
120803 |
2.614 |
2.614 |
2.614 |
2.614 |
+0.049 |
76 |
45 |
-45 |
Sep12 |
120813 |
2.565 |
2.573 |
2.552 |
2.565 |
-0.044 |
107 |
1,342 |
-31 |
Oct12 |
120813 |
2.535 |
2.550 |
2.529 |
2.537 |
-0.038 |
167 |
1,515 |
-26 |
Nov12 |
120813 |
2.490 |
2.519 |
2.490 |
2.500 |
-0.039 |
63 |
1,701 |
+24 |
Dec12 |
120813 |
2.487 |
2.496 |
2.478 |
2.485 |
-0.034 |
110 |
1,488 |
-36 |
Jan13 |
120813 |
2.458 |
2.476 |
2.458 |
2.473 |
-0.023 |
115 |
1,595 |
+29 |
Feb13 |
120813 |
2.436 |
2.457 |
2.436 |
2.452 |
-0.026 |
81 |
1,250 |
+21 |
Mar13 |
120813 |
2.428 |
2.459 |
2.428 |
2.443 |
-0.023 |
105 |
1,387 |
+66 |
Total Volume and Open Interest |
1,242 |
12,522 |
+186 |
WTI Crude Oil(ICE) |
Sep12 |
120813 |
93.13 |
94.15 |
92.06 |
92.73 |
-0.14 |
38,538 |
43,164 |
-1,404 |
Oct12 |
120813 |
93.56 |
94.40 |
92.34 |
93.03 |
-0.12 |
23,582 |
53,418 |
+561 |
Nov12 |
120813 |
93.86 |
94.66 |
92.67 |
93.34 |
-0.09 |
9,152 |
27,628 |
+1,192 |
Dec12 |
120813 |
93.90 |
95.07 |
93.15 |
93.76 |
-0.07 |
15,845 |
94,718 |
+157 |
Jan13 |
120813 |
94.81 |
95.40 |
93.85 |
94.28 |
-0.05 |
2,031 |
19,013 |
+198 |
Feb13 |
120813 |
95.20 |
95.72 |
94.15 |
94.70 |
-0.04 |
1,872 |
12,307 |
-313 |
Mar13 |
120813 |
95.45 |
95.98 |
94.43 |
94.99 |
-0.02 |
1,977 |
11,804 |
+0 |
Apr13 |
120813 |
96.09 |
96.10 |
94.58 |
95.15 |
+0.01 |
1,104 |
3,973 |
+114 |
May13 |
120813 |
96.13 |
96.13 |
94.64 |
95.23 |
+0.05 |
1,121 |
4,979 |
+85 |
Jun13 |
120813 |
96.08 |
96.19 |
94.61 |
95.20 |
+0.07 |
2,667 |
27,449 |
+164 |
Jul13 |
120813 |
95.12 |
95.12 |
95.12 |
95.12 |
+0.08 |
567 |
2,480 |
-45 |
Aug13 |
120813 |
94.98 |
94.98 |
94.98 |
94.98 |
+0.09 |
432 |
3,758 |
+147 |
Sep13 |
120813 |
94.76 |
94.76 |
94.76 |
94.76 |
+0.09 |
262 |
7,806 |
+31 |
Oct13 |
120813 |
94.49 |
94.49 |
94.49 |
94.49 |
+0.07 |
230 |
2,037 |
+51 |
Nov13 |
120813 |
94.22 |
94.22 |
94.22 |
94.22 |
+0.05 |
123 |
2,931 |
-2 |
Dec13 |
120813 |
94.72 |
94.80 |
93.55 |
93.95 |
+0.02 |
5,657 |
63,381 |
+378 |
Total Volume and Open Interest |
108,475 |
463,125 |
+734 |
US Dollar Index(ICE) |
Sep12 |
120813 |
82.640 |
82.765 |
82.285 |
82.485 |
-0.145 |
17,787 |
62,071 |
-1,467 |
Dec12 |
120813 |
82.860 |
82.860 |
82.805 |
82.805 |
-0.145 |
65 |
770 |
-19 |
Mar13 |
120813 |
83.195 |
83.195 |
83.195 |
83.195 |
-0.145 |
|
|
|
Total Volume and Open Interest |
17,852 |
62,841 |
-1,486 |
Australian Dollar(CME) |
Sep12 |
120813 |
105.26 |
105.40 |
104.63 |
104.80 |
-0.52 |
108,612 |
164,912 |
-142 |
Dec12 |
120813 |
104.36 |
104.47 |
103.84 |
103.95 |
-0.52 |
55 |
915 |
+13 |
Mar13 |
120813 |
103.15 |
103.67 |
103.15 |
103.15 |
-0.52 |
0 |
4 |
+0 |
Total Volume and Open Interest |
108,670 |
165,842 |
-126 |
British Pound(CME) |
Sep12 |
120813 |
156.76 |
157.16 |
156.55 |
156.86 |
+0.15 |
87,099 |
113,890 |
-2,309 |
Dec12 |
120813 |
156.58 |
157.12 |
156.58 |
156.82 |
+0.15 |
98 |
454 |
+24 |
Mar13 |
120813 |
156.93 |
156.93 |
156.63 |
156.76 |
+0.13 |
0 |
47 |
+0 |
Total Volume and Open Interest |
87,197 |
114,398 |
-2,285 |
Canadian Dollar(CME) |
Sep12 |
120813 |
100.83 |
100.88 |
100.52 |
100.69 |
-0.04 |
85,275 |
107,911 |
+3,825 |
Dec12 |
120813 |
100.55 |
100.65 |
100.30 |
100.47 |
-0.04 |
596 |
8,115 |
+89 |
Mar13 |
120813 |
100.31 |
100.31 |
100.12 |
100.23 |
-0.04 |
22 |
1,505 |
-3 |
Jun13 |
120813 |
99.98 |
100.02 |
99.98 |
99.98 |
-0.04 |
38 |
375 |
+22 |
Total Volume and Open Interest |
85,931 |
117,970 |
+3,933 |
Japanese Yen(CME) |
Sep12 |
120813 |
127.74 |
127.98 |
127.62 |
127.65 |
-0.20 |
75,299 |
146,793 |
+795 |
Dec12 |
120813 |
127.93 |
128.06 |
127.79 |
127.79 |
-0.20 |
201 |
1,248 |
+127 |
Mar13 |
120813 |
127.95 |
128.19 |
127.95 |
127.97 |
-0.22 |
4 |
29 |
+2 |
Total Volume and Open Interest |
75,504 |
148,076 |
+924 |
Swiss Franc(CME) |
Sep12 |
120813 |
102.38 |
103.09 |
102.16 |
102.74 |
+0.29 |
28,158 |
54,865 |
-251 |
Dec12 |
120813 |
103.10 |
103.10 |
102.69 |
102.98 |
+0.29 |
1 |
213 |
-1 |
Mar13 |
120813 |
103.25 |
103.25 |
102.97 |
103.25 |
+0.28 |
0 |
2 |
+0 |
Total Volume and Open Interest |
28,159 |
55,080 |
-252 |
EuroFX(CME) |
Sep12 |
120813 |
122.92 |
123.78 |
122.65 |
123.38 |
+0.41 |
189,274 |
317,252 |
+1,280 |
Dec12 |
120813 |
123.00 |
123.91 |
122.88 |
123.53 |
+0.40 |
682 |
5,435 |
+305 |
Mar13 |
120813 |
123.10 |
123.70 |
123.10 |
123.70 |
+0.39 |
0 |
91 |
+0 |
Total Volume and Open Interest |
189,958 |
323,313 |
+1,586 |
Mexican Peso(CME) |
Aug12 |
120813 |
761.2 |
761.2 |
761.2 |
761.2 |
-1.2 |
|
|
|
Sep12 |
120813 |
761.2 |
764.0 |
756.8 |
758.5 |
-2.0 |
25,798 |
184,189 |
+33 |
Total Volume and Open Interest |
27,473 |
186,928 |
+1,688 |
Brazilian Real(CME) |
Sep12 |
120813 |
494.10 |
494.10 |
491.05 |
493.15 |
-0.55 |
140 |
3,824 |
-41 |
Oct12 |
120813 |
489.20 |
490.90 |
488.90 |
490.90 |
-0.65 |
37 |
800 |
+37 |
Nov12 |
120813 |
489.15 |
489.80 |
489.15 |
489.15 |
-0.65 |
|
|
|
Dec12 |
120813 |
487.35 |
488.00 |
487.35 |
487.35 |
-0.65 |
0 |
60 |
+0 |
Total Volume and Open Interest |
177 |
17,024 |
-4 |
30-Year T-Bonds(CBOT) |
Sep12 |
120813 |
148~260 |
149~090 |
148~160 |
148~260 |
-0~010 |
358,247 |
599,209 |
+2,188 |
Dec12 |
120813 |
149~260 |
150~060 |
149~140 |
149~230 |
-0~010 |
2,579 |
5,932 |
+450 |
Mar13 |
120813 |
148~310 |
149~000 |
148~310 |
148~310 |
-0~010 |
0 |
3 |
+0 |
Total Volume and Open Interest |
360,826 |
605,144 |
+2,638 |
10-Year T-Notes(CBOT) |
Sep12 |
120813 |
133~230 |
133~275 |
133~160 |
133~200 |
-0~035 |
892,276 |
1,643,123 |
+4,146 |
Dec12 |
120813 |
132~235 |
132~260 |
132~150 |
132~190 |
-0~035 |
12,268 |
23,698 |
+5,735 |
Mar13 |
120813 |
131~240 |
131~275 |
131~240 |
131~240 |
-0~035 |
|
|
|
Total Volume and Open Interest |
904,544 |
1,666,821 |
+9,881 |
5-Year T-Notes(CBOT) |
Sep12 |
120813 |
124~042 |
124~052 |
124~027 |
124~042 |
-0~002 |
398,561 |
1,192,969 |
+8,425 |
Dec12 |
120813 |
124~004 |
124~006 |
123~127 |
123~127 |
-0~001 |
5,111 |
17,724 |
+2,069 |
Mar13 |
120813 |
123~047 |
123~048 |
123~047 |
123~047 |
-0~001 |
|
|
|
Total Volume and Open Interest |
403,672 |
1,210,693 |
+10,494 |
2 Year T-Notes(CBOT) |
Sep12 |
120813 |
110~028 |
110~029 |
110~025 |
110~027 |
unch |
155,577 |
966,600 |
-542 |
Dec12 |
120813 |
110~026 |
110~029 |
110~025 |
110~026 |
-0~001 |
3,446 |
58,304 |
+1,881 |
Mar13 |
120813 |
109~092 |
109~093 |
109~092 |
109~092 |
-0~001 |
|
|
|
Total Volume and Open Interest |
159,023 |
1,024,904 |
+1,339 |
Eurodollars(CME) |
Sep12 |
120813 |
99.590 |
99.600 |
99.590 |
99.595 |
unch |
109,190 |
857,903 |
+5,711 |
Dec12 |
120813 |
99.590 |
99.605 |
99.590 |
99.595 |
unch |
121,408 |
935,944 |
-3,405 |
Mar13 |
120813 |
99.580 |
99.600 |
99.580 |
99.585 |
unch |
130,152 |
717,003 |
+4,564 |
Jun13 |
120813 |
99.570 |
99.585 |
99.565 |
99.570 |
unch |
113,464 |
648,302 |
-3,806 |
Sep13 |
120813 |
99.540 |
99.555 |
99.540 |
99.545 |
unch |
131,436 |
703,062 |
+2,017 |
Dec13 |
120813 |
99.495 |
99.515 |
99.495 |
99.505 |
unch |
117,180 |
644,542 |
-6,577 |
Mar14 |
120813 |
99.460 |
99.480 |
99.460 |
99.470 |
+0.005 |
118,258 |
557,730 |
-6,293 |
Jun14 |
120813 |
99.410 |
99.430 |
99.410 |
99.420 |
+0.005 |
129,208 |
447,030 |
+3,232 |
Sep14 |
120813 |
99.355 |
99.375 |
99.350 |
99.365 |
+0.005 |
80,871 |
359,411 |
+5,734 |
Dec14 |
120813 |
99.280 |
99.300 |
99.275 |
99.290 |
+0.005 |
88,308 |
348,395 |
+4,348 |
Mar15 |
120813 |
99.215 |
99.240 |
99.205 |
99.225 |
+0.005 |
81,224 |
334,216 |
+4,332 |
Jun15 |
120813 |
0.816 |
0.841 |
0.801 |
0.826 |
+0.005 |
79,584 |
321,443 |
+8,478 |
Sep15 |
120813 |
0.696 |
0.721 |
0.681 |
0.706 |
+0.010 |
54,734 |
246,784 |
-1,252 |
Dec15 |
120813 |
0.546 |
0.576 |
0.526 |
0.561 |
+0.015 |
43,200 |
172,182 |
+3,542 |
Mar16 |
120813 |
0.411 |
0.441 |
0.391 |
0.426 |
+0.015 |
36,621 |
110,067 |
+4,692 |
Jun16 |
120813 |
0.266 |
0.296 |
0.246 |
0.281 |
+0.015 |
26,561 |
102,558 |
-1,235 |
Sep16 |
120813 |
0.111 |
0.146 |
0.096 |
0.131 |
+0.015 |
16,332 |
88,517 |
-586 |
Dec16 |
120813 |
6.515 |
6.545 |
6.490 |
6.530 |
+0.015 |
20,452 |
84,458 |
-765 |
Total Volume and Open Interest |
1,539,162 |
7,926,928 |
+23,880 |
30 Day Federal Funds(CBOT) |
Aug12 |
120813 |
99.855 |
99.857 |
99.855 |
99.855 |
unch |
5,008 |
70,322 |
+3,441 |
Sep12 |
120813 |
99.860 |
99.860 |
99.850 |
99.855 |
unch |
2,023 |
46,278 |
-406 |
Oct12 |
120813 |
99.860 |
99.860 |
99.855 |
99.855 |
unch |
1,644 |
54,213 |
-394 |
Nov12 |
120813 |
99.855 |
99.865 |
99.855 |
99.860 |
unch |
405 |
39,437 |
+234 |
Dec12 |
120813 |
99.865 |
99.870 |
99.865 |
99.865 |
unch |
632 |
27,102 |
-330 |
Jan13 |
120813 |
99.865 |
99.870 |
99.865 |
99.865 |
unch |
803 |
18,928 |
+166 |
Total Volume and Open Interest |
24,813 |
433,938 |
+1,188 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep12 |
120813 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
|
|
|
Dec12 |
120813 |
99.705 |
99.705 |
99.705 |
99.705 |
-0.002 |
|
|
|
Mar13 |
120813 |
99.728 |
99.728 |
99.728 |
99.728 |
-0.003 |
|
|
|
Jun13 |
120813 |
99.762 |
99.762 |
99.762 |
99.762 |
-0.003 |
|
|
|
Sep13 |
120813 |
99.730 |
99.730 |
99.730 |
99.730 |
unch |
|
|
|
Dec13 |
120813 |
99.730 |
99.730 |
99.730 |
99.730 |
unch |
|
|
|
Mar14 |
120813 |
99.730 |
99.730 |
99.730 |
99.730 |
unch |
|
|
|
Jun14 |
120813 |
99.590 |
99.590 |
99.590 |
99.590 |
unch |
|
|
|
Sep14 |
120813 |
99.450 |
99.450 |
99.450 |
99.450 |
unch |
|
|
|
Dec14 |
120813 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Sep12 |
120813 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,721 |
-1 |
Dec12 |
120813 |
99.71 |
99.71 |
99.71 |
99.71 |
0.00 |
0 |
710 |
+0 |
Mar13 |
120813 |
99.73 |
99.73 |
99.73 |
99.73 |
0.00 |
0 |
183 |
+0 |
Jun13 |
120813 |
99.76 |
99.76 |
99.76 |
99.76 |
0.00 |
0 |
201 |
+0 |
Sep13 |
120813 |
99.73 |
99.73 |
99.73 |
99.73 |
unch |
0 |
305 |
+0 |
Dec13 |
120813 |
99.73 |
99.73 |
99.73 |
99.73 |
unch |
0 |
384 |
+0 |
Mar14 |
120813 |
99.73 |
99.73 |
99.73 |
99.73 |
unch |
0 |
344 |
+0 |
Jun14 |
120813 |
99.59 |
99.59 |
99.59 |
99.59 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
3,852 |
-1 |
Japanese Gov't Bonds(SGX) |
Sep12 |
120813 |
143.90 |
144.08 |
143.90 |
143.96 |
+0.07 |
4,226 |
18,383 |
-937 |
Dec12 |
120813 |
143.55 |
143.55 |
143.55 |
143.55 |
+0.07 |
0 |
7 |
+0 |
Mar13 |
120813 |
141.46 |
141.46 |
141.46 |
141.46 |
+0.07 |
|
|
|
Total Volume and Open Interest |
4,226 |
18,390 |
-937 |
Euro-Bund(EUREX) |
Sep12 |
120813 |
143.33 |
143.58 |
142.61 |
143.18 |
-0.22 |
537,869 |
854,175 |
+3,659 |
Dec12 |
120813 |
141.60 |
141.80 |
140.97 |
141.43 |
-0.23 |
406 |
7,194 |
+90 |
Mar13 |
120813 |
141.42 |
141.42 |
141.42 |
141.42 |
-0.22 |
|
|
|
Total Volume and Open Interest |
538,275 |
861,369 |
+3,749 |
Euro-Bobl(EUREX) |
Sep12 |
120813 |
127.56 |
127.64 |
127.20 |
127.40 |
-0.17 |
320,539 |
615,340 |
+472 |
Dec12 |
120813 |
125.80 |
125.80 |
125.74 |
125.74 |
-0.17 |
0 |
8,758 |
+0 |
Mar13 |
120813 |
125.74 |
125.74 |
125.74 |
125.74 |
-0.17 |
|
|
|
Total Volume and Open Interest |
320,539 |
624,098 |
+472 |
3-Mth Euribor(EUREX) |
Sep12 |
120813 |
99.715 |
99.715 |
99.715 |
99.715 |
-0.005 |
1 |
3,182 |
+1 |
Dec12 |
120813 |
99.740 |
99.740 |
99.740 |
99.740 |
-0.020 |
0 |
1,420 |
+0 |
Mar13 |
120813 |
99.735 |
99.735 |
99.735 |
99.735 |
-0.025 |
0 |
1,293 |
+0 |
Total Volume and Open Interest |
1 |
7,500 |
+1 |
Long Gilt(LIFFE) |
Sep12 |
120813 |
121~09 |
121~16 |
120~20 |
120~30 |
-0~08 |
95,031 |
356,185 |
+5,883 |
Dec12 |
120813 |
120~02 |
120~02 |
119~29 |
119~29 |
-0~08 |
50 |
120 |
+0 |
Total Volume and Open Interest |
95,081 |
356,305 |
+5,883 |
3-Mth Short Sterling(LIFFE) |
Sep12 |
120813 |
99.33 |
99.34 |
99.32 |
99.32 |
-0.01 |
29,727 |
359,415 |
-5,918 |
Dec12 |
120813 |
99.37 |
99.37 |
99.35 |
99.35 |
-0.02 |
54,350 |
369,690 |
-474 |
Mar13 |
120813 |
99.40 |
99.40 |
99.37 |
99.38 |
-0.02 |
40,529 |
312,703 |
-1,016 |
Jun13 |
120813 |
99.40 |
99.40 |
99.37 |
99.38 |
-0.02 |
51,358 |
305,373 |
-551 |
Sep13 |
120813 |
99.40 |
99.40 |
99.36 |
99.37 |
-0.02 |
50,989 |
373,518 |
-7,288 |
Dec13 |
120813 |
99.36 |
99.37 |
99.33 |
99.34 |
-0.02 |
49,055 |
241,277 |
-2,393 |
Total Volume and Open Interest |
367,800 |
2,672,341 |
-29,002 |
3-Mth Euribor(LIFFE) |
Sep12 |
120813 |
99.720 |
99.725 |
99.710 |
99.715 |
-0.005 |
51,858 |
468,629 |
-10,621 |
Dec12 |
120813 |
99.760 |
99.765 |
99.740 |
99.740 |
-0.020 |
78,082 |
498,982 |
-6,518 |
Mar13 |
120813 |
99.760 |
99.765 |
99.730 |
99.735 |
-0.025 |
61,389 |
439,330 |
+2,373 |
Total Volume and Open Interest |
575,575 |
3,554,021 |
+6,862 |
3-Mth Aus T-Bills(SFE) |
Sep12 |
120813 |
96.49 |
96.50 |
96.46 |
96.48 |
-0.01 |
17,206 |
142,721 |
-10,597 |
Dec12 |
120813 |
96.69 |
96.70 |
96.65 |
96.68 |
unch |
26,995 |
162,936 |
-3,232 |
Mar13 |
120813 |
96.79 |
96.81 |
96.76 |
96.79 |
unch |
17,172 |
109,734 |
-3,387 |
Jun13 |
120813 |
96.80 |
96.82 |
96.77 |
96.80 |
unch |
7,222 |
85,026 |
-399 |
Sep13 |
120813 |
96.75 |
96.75 |
96.72 |
96.74 |
unch |
2,780 |
55,960 |
-267 |
Dec13 |
120813 |
96.68 |
96.69 |
96.65 |
96.68 |
unch |
2,086 |
44,627 |
+24 |
Mar14 |
120813 |
96.63 |
96.63 |
96.59 |
96.61 |
-0.01 |
1,562 |
27,478 |
-40 |
Jun14 |
120813 |
96.58 |
96.58 |
96.52 |
96.55 |
-0.01 |
1,880 |
15,500 |
+683 |
Sep14 |
120813 |
96.50 |
96.50 |
96.46 |
96.49 |
-0.01 |
138 |
1,929 |
+47 |
Dec14 |
120813 |
96.41 |
96.41 |
96.38 |
96.41 |
-0.02 |
11 |
446 |
+0 |
Total Volume and Open Interest |
77,052 |
646,406 |
-17,168 |
10-Year Aus T-Bonds(SFE) |
Sep12 |
120813 |
96.85 |
96.87 |
96.80 |
96.83 |
-0.01 |
47,346 |
380,514 |
+3,826 |
Dec12 |
120813 |
96.83 |
96.83 |
96.83 |
96.83 |
-0.01 |
|
|
|
Total Volume and Open Interest |
47,346 |
380,514 |
+3,826 |
3-Year Aus T-Bonds(SFE) |
Sep12 |
120813 |
97.32 |
97.36 |
97.28 |
97.32 |
unch |
166,971 |
460,666 |
-62,208 |
Dec12 |
120813 |
97.32 |
97.32 |
97.32 |
97.32 |
unch |
|
|
|
Total Volume and Open Interest |
166,971 |
460,666 |
-62,208 |
Gold(CMX) |
Aug12 |
120813 |
1622.0 |
1623.7 |
1607.3 |
1609.6 |
-10.1 |
433 |
2,338 |
-299 |
Oct12 |
120813 |
1620.9 |
1626.0 |
1607.9 |
1610.6 |
-10.1 |
2,232 |
27,832 |
-205 |
Dec12 |
120813 |
1622.9 |
1628.2 |
1609.7 |
1612.6 |
-10.2 |
69,240 |
247,961 |
-148 |
Feb13 |
120813 |
1626.2 |
1630.2 |
1614.2 |
1614.8 |
-10.2 |
900 |
21,535 |
-57 |
Apr13 |
120813 |
1627.0 |
1631.3 |
1616.2 |
1616.8 |
-10.2 |
479 |
13,922 |
+91 |
Jun13 |
120813 |
1618.8 |
1618.8 |
1618.8 |
1618.8 |
-10.3 |
457 |
18,875 |
+80 |
Aug13 |
120813 |
1630.0 |
1630.0 |
1620.0 |
1620.8 |
-10.3 |
56 |
4,113 |
+0 |
Oct13 |
120813 |
1622.9 |
1622.9 |
1622.9 |
1622.9 |
-10.3 |
11 |
746 |
+9 |
Dec13 |
120813 |
1633.8 |
1636.0 |
1625.1 |
1625.1 |
-10.4 |
27 |
9,246 |
+6 |
Feb14 |
120813 |
1627.5 |
1627.5 |
1627.5 |
1627.5 |
-10.5 |
0 |
54 |
+0 |
Apr14 |
120813 |
1630.0 |
1630.0 |
1630.0 |
1630.0 |
-10.6 |
0 |
2 |
+0 |
Jun14 |
120813 |
1632.6 |
1632.6 |
1632.6 |
1632.6 |
-10.6 |
251 |
8,549 |
-134 |
Total Volume and Open Interest |
74,724 |
389,451 |
-593 |
Silver(CMX) |
Sep12 |
120813 |
2809.5 |
2815.0 |
2768.5 |
2776.7 |
-29.5 |
24,210 |
48,324 |
-1,341 |
Dec12 |
120813 |
2820.5 |
2822.0 |
2777.5 |
2785.1 |
-29.5 |
7,394 |
41,193 |
+2,199 |
Mar13 |
120813 |
2814.5 |
2814.5 |
2785.0 |
2792.2 |
-29.4 |
1,033 |
4,852 |
-178 |
May13 |
120813 |
2794.7 |
2794.7 |
2794.7 |
2794.7 |
-29.2 |
122 |
3,310 |
+96 |
Jul13 |
120813 |
2796.6 |
2796.6 |
2796.6 |
2796.6 |
-29.2 |
127 |
4,748 |
-21 |
Sep13 |
120813 |
2813.0 |
2813.0 |
2798.5 |
2798.5 |
-29.0 |
212 |
1,949 |
+67 |
Dec13 |
120813 |
2800.8 |
2800.8 |
2800.8 |
2800.8 |
-28.8 |
196 |
12,039 |
-4 |
Total Volume and Open Interest |
33,488 |
125,491 |
+922 |
Platinum(NYMEX) |
Oct12 |
120813 |
1402.5 |
1404.2 |
1385.9 |
1392.8 |
-7.1 |
4,921 |
48,922 |
-487 |
Jan13 |
120813 |
1401.7 |
1406.7 |
1388.8 |
1395.6 |
-7.1 |
132 |
3,905 |
+89 |
Apr13 |
120813 |
1398.2 |
1398.2 |
1392.7 |
1398.2 |
-7.1 |
0 |
37 |
+0 |
Jul13 |
120813 |
1399.2 |
1399.2 |
1399.2 |
1399.2 |
-7.1 |
0 |
1 |
+0 |
Total Volume and Open Interest |
5,053 |
52,868 |
-398 |
Palladium(NYMEX) |
Sep12 |
120813 |
581.30 |
582.95 |
572.25 |
574.70 |
-7.50 |
1,943 |
18,811 |
-635 |
Dec12 |
120813 |
584.10 |
584.10 |
574.65 |
576.65 |
-7.45 |
730 |
4,456 |
+598 |
Mar13 |
120813 |
577.65 |
577.65 |
577.65 |
577.65 |
-7.45 |
|
|
|
Total Volume and Open Interest |
2,673 |
23,268 |
-37 |
Copper(CMX) |
Sep12 |
120813 |
339.80 |
340.20 |
334.20 |
335.35 |
-3.90 |
44,636 |
62,414 |
-2,793 |
Dec12 |
120813 |
341.00 |
341.35 |
335.35 |
336.55 |
-3.90 |
15,434 |
57,058 |
+4,410 |
Mar13 |
120813 |
339.50 |
339.50 |
336.50 |
337.60 |
-3.90 |
4,699 |
11,010 |
+359 |
May13 |
120813 |
338.05 |
338.45 |
338.05 |
338.45 |
-3.80 |
1,306 |
2,215 |
+294 |
Jul13 |
120813 |
338.95 |
338.95 |
338.95 |
338.95 |
-3.85 |
2,025 |
2,102 |
+1,078 |
Total Volume and Open Interest |
72,832 |
147,243 |
+4,933 |
DJIA Index(CBOT) |
Sep12 |
120813 |
13161 |
13182 |
13080 |
13137 |
-35 |
109 |
10,997 |
-11 |
Dec12 |
120813 |
13075 |
13084 |
13050 |
13050 |
-34 |
8 |
28 |
-4 |
Mar13 |
120813 |
12976 |
13010 |
12976 |
12976 |
-34 |
|
|
|
Jun13 |
120813 |
12900 |
12934 |
12900 |
12900 |
-34 |
|
|
|
Total Volume and Open Interest |
117 |
11,025 |
-15 |
E-mini DJIA Index(CBOT) |
Sep12 |
120813 |
13160 |
13183 |
13073 |
13137 |
-35 |
83,054 |
105,328 |
-881 |
Dec12 |
120813 |
13041 |
13060 |
12985 |
13050 |
-34 |
61 |
168 |
-23 |
Mar13 |
120813 |
12976 |
12976 |
12976 |
12976 |
-34 |
0 |
2 |
+0 |
Jun13 |
120813 |
12900 |
12900 |
12900 |
12900 |
-34 |
0 |
38 |
+0 |
Total Volume and Open Interest |
83,115 |
105,536 |
-904 |
S & P 500(CME) |
Sep12 |
120813 |
1401.20 |
1404.00 |
1394.00 |
1402.60 |
+0.20 |
7,282 |
221,308 |
-519 |
Dec12 |
120813 |
1394.00 |
1395.50 |
1387.30 |
1395.50 |
+0.20 |
52 |
13,087 |
+45 |
Mar13 |
120813 |
1388.50 |
1388.50 |
1380.40 |
1388.50 |
+0.10 |
55 |
942 |
+30 |
Jun13 |
120813 |
1381.60 |
1381.60 |
1373.50 |
1381.60 |
+0.10 |
0 |
18 |
+0 |
Total Volume and Open Interest |
7,389 |
235,355 |
-444 |
S & P 500 E-Mini(Globex) |
Sep12 |
120813 |
1400.50 |
1404.00 |
1394.25 |
1402.50 |
unch |
1,179,356 |
2,820,919 |
+11,993 |
Dec12 |
120813 |
1395.00 |
1396.00 |
1387.25 |
1395.50 |
+0.25 |
610 |
27,773 |
+75 |
Total Volume and Open Interest |
1,179,968 |
2,850,171 |
+12,069 |
NASDAQ 100(CME) |
Sep12 |
120813 |
2721.50 |
2730.00 |
2706.00 |
2728.00 |
+7.00 |
260 |
9,464 |
+48 |
Dec12 |
120813 |
2720.50 |
2720.50 |
2700.00 |
2720.50 |
+7.00 |
0 |
7 |
+0 |
Mar13 |
120813 |
2715.00 |
2715.00 |
2708.00 |
2715.00 |
+7.00 |
|
|
|
Total Volume and Open Interest |
260 |
9,471 |
+48 |
NASDAQ 100 E-Mini(Globex) |
Sep12 |
120813 |
2720.00 |
2729.80 |
2705.80 |
2728.00 |
+7.00 |
151,552 |
399,599 |
+4,841 |
Dec12 |
120813 |
2712.30 |
2721.80 |
2702.80 |
2720.50 |
+7.00 |
10 |
295 |
+0 |
Total Volume and Open Interest |
151,562 |
399,903 |
+4,841 |
S & P Midcap 400(CME) |
Sep12 |
120813 |
958.50 |
959.20 |
952.00 |
959.20 |
-1.00 |
0 |
1,995 |
+0 |
Dec12 |
120813 |
955.30 |
956.30 |
955.30 |
955.30 |
-1.00 |
|
|
|
Mar13 |
120813 |
953.30 |
954.30 |
953.30 |
953.30 |
-1.00 |
|
|
|
Total Volume and Open Interest |
0 |
1,995 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep12 |
120813 |
8920 |
8940 |
8870 |
8890 |
-40 |
3,652 |
31,504 |
+137 |
Dec12 |
120813 |
8895 |
8900 |
8845 |
8845 |
-40 |
0 |
41 |
+14 |
Total Volume and Open Interest |
3,652 |
31,545 |
+151 |
Nikkei 225(SGX) |
Sep12 |
120813 |
8855 |
8920 |
8835 |
8875 |
-5 |
137,497 |
183,684 |
-3,148 |
Dec12 |
120813 |
8780 |
8825 |
8780 |
8810 |
-5 |
119 |
9,964 |
+13 |
Mar13 |
120813 |
8795 |
8795 |
8795 |
8795 |
-10 |
0 |
48 |
+0 |
Total Volume and Open Interest |
144,525 |
207,374 |
-698 |
CAC 40(EURONEXT) |
Aug12 |
120813 |
3437.0 |
3455.0 |
3409.5 |
3425.5 |
-9.0 |
84,046 |
285,580 |
-4,439 |
Sep12 |
120813 |
3430.5 |
3445.5 |
3402.5 |
3419.0 |
-8.5 |
8,804 |
40,592 |
-3,174 |
Oct12 |
120813 |
3407.0 |
3407.0 |
3407.0 |
3407.0 |
-8.5 |
0 |
5 |
+1 |
Total Volume and Open Interest |
92,850 |
326,286 |
-7,612 |
Hang Seng Index(HKFE) |
Aug12 |
120813 |
20187 |
20195 |
19999 |
20035 |
-129 |
60,251 |
85,961 |
+970 |
Sep12 |
120813 |
20102 |
20102 |
19915 |
19950 |
-125 |
1,499 |
9,986 |
-54 |
Total Volume and Open Interest |
61,907 |
101,731 |
+907 |
DAX(EUREX) |
Sep12 |
120813 |
6940.0 |
6979.0 |
6882.0 |
6914.0 |
-37.5 |
126,687 |
161,154 |
-7,478 |
Dec12 |
120813 |
6959.5 |
6970.0 |
6885.0 |
6914.0 |
-38.0 |
731 |
11,224 |
+216 |
Mar13 |
120813 |
6976.5 |
6976.5 |
6916.0 |
6916.0 |
-37.5 |
43 |
820 |
+0 |
Total Volume and Open Interest |
127,461 |
173,198 |
-7,262 |
FT-SE 100(EURONEXT) |
Sep12 |
120813 |
5839.50 |
5839.50 |
5795.00 |
5810.00 |
-28.00 |
73,968 |
633,637 |
+2,324 |
Dec12 |
120813 |
5791.50 |
5799.50 |
5775.00 |
5780.00 |
-28.50 |
212 |
685 |
+0 |
Mar13 |
120813 |
5738.50 |
5738.50 |
5738.50 |
5738.50 |
-28.50 |
0 |
227 |
+0 |
Total Volume and Open Interest |
74,180 |
634,549 |
+2,324 |
SPI 200(SFE) |
Sep12 |
120813 |
4253.0 |
4281.0 |
4240.0 |
4250.0 |
-5.0 |
25,829 |
243,516 |
+1,155 |
Dec12 |
120813 |
4252.0 |
4266.0 |
4249.0 |
4249.0 |
-3.0 |
160 |
6,187 |
-120 |
Mar13 |
120813 |
4212.0 |
4212.0 |
4212.0 |
4212.0 |
-3.0 |
0 |
1,404 |
+0 |
Total Volume and Open Interest |
26,187 |
253,391 |
+953 |
GSCI(CME) |
Aug12 |
120813 |
658.75 |
659.80 |
653.60 |
655.15 |
-2.10 |
1,769 |
3,179 |
-1,619 |
Sep12 |
120813 |
658.00 |
659.00 |
653.00 |
655.00 |
-1.40 |
1,957 |
5,665 |
+1,824 |
Oct12 |
120813 |
655.75 |
658.00 |
653.50 |
655.75 |
-1.50 |
2 |
0 |
+0 |
Total Volume and Open Interest |
3,728 |
8,844 |
+205 |
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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