|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue August 14, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug12 |
120814 |
1659.25 |
1690.00 |
1656.25 |
1680.00 |
+23.75 |
446 |
480 |
-253 |
Sep12 |
120814 |
1619.75 |
1635.00 |
1610.25 |
1623.50 |
+1.25 |
19,419 |
39,141 |
+811 |
Nov12 |
120814 |
1597.25 |
1613.00 |
1587.00 |
1598.00 |
-2.75 |
147,129 |
366,961 |
-180 |
Jan13 |
120814 |
1590.75 |
1608.25 |
1581.25 |
1592.75 |
-3.00 |
17,647 |
87,380 |
+1,933 |
Mar13 |
120814 |
1512.00 |
1525.00 |
1507.75 |
1517.25 |
+4.00 |
14,257 |
81,836 |
+159 |
May13 |
120814 |
1447.00 |
1455.75 |
1442.50 |
1451.00 |
+6.75 |
12,999 |
86,133 |
+429 |
Jul13 |
120814 |
1422.50 |
1433.25 |
1420.00 |
1429.75 |
+7.00 |
9,752 |
59,218 |
+279 |
Aug13 |
120814 |
1394.75 |
1394.75 |
1387.75 |
1394.75 |
+7.00 |
11 |
309 |
+4 |
Sep13 |
120814 |
1337.00 |
1337.00 |
1329.75 |
1334.00 |
+4.25 |
6 |
358 |
+1 |
Nov13 |
120814 |
1271.50 |
1281.50 |
1269.00 |
1277.00 |
+4.50 |
2,760 |
25,355 |
+327 |
Jan14 |
120814 |
1278.50 |
1281.75 |
1273.50 |
1281.75 |
+5.00 |
0 |
200 |
+0 |
Mar14 |
120814 |
1282.25 |
1282.25 |
1277.25 |
1282.25 |
+5.00 |
0 |
33 |
+0 |
May14 |
120814 |
1282.25 |
1282.25 |
1277.25 |
1282.25 |
+5.00 |
|
|
|
Jul14 |
120814 |
1286.25 |
1286.25 |
1281.25 |
1286.25 |
+5.00 |
0 |
9 |
+0 |
Total Volume and Open Interest |
224,460 |
748,899 |
+3,536 |
Soybean Meal(CBOT) |
Aug12 |
120814 |
533.50 |
534.10 |
526.30 |
530.80 |
+4.50 |
1,227 |
638 |
-810 |
Sep12 |
120814 |
505.40 |
511.10 |
499.50 |
506.60 |
+1.80 |
11,056 |
42,333 |
-168 |
Oct12 |
120814 |
486.00 |
492.50 |
481.60 |
488.50 |
+1.70 |
7,535 |
33,527 |
+925 |
Dec12 |
120814 |
477.80 |
484.80 |
472.00 |
479.40 |
+1.00 |
43,267 |
112,689 |
+817 |
Jan13 |
120814 |
471.10 |
476.00 |
464.50 |
471.40 |
+1.80 |
3,304 |
14,202 |
+97 |
Mar13 |
120814 |
439.40 |
446.10 |
438.60 |
444.20 |
+4.10 |
2,943 |
13,708 |
+170 |
May13 |
120814 |
410.50 |
415.00 |
409.40 |
414.60 |
+4.10 |
3,432 |
13,539 |
+599 |
Jul13 |
120814 |
399.60 |
402.70 |
396.90 |
402.30 |
+4.00 |
1,948 |
13,889 |
+440 |
Aug13 |
120814 |
388.60 |
389.00 |
382.80 |
387.00 |
+4.20 |
80 |
726 |
+18 |
Sep13 |
120814 |
372.70 |
372.70 |
365.50 |
369.70 |
+4.20 |
43 |
674 |
+26 |
Total Volume and Open Interest |
75,128 |
253,806 |
+2,178 |
Soybean Oil(CBOT) |
Aug12 |
120814 |
52.82 |
53.05 |
52.80 |
52.83 |
-0.12 |
329 |
392 |
-540 |
Sep12 |
120814 |
53.10 |
53.33 |
52.72 |
52.79 |
-0.31 |
30,872 |
58,138 |
-2,318 |
Oct12 |
120814 |
53.32 |
53.59 |
52.94 |
53.00 |
-0.31 |
13,682 |
28,347 |
+987 |
Dec12 |
120814 |
53.75 |
53.98 |
53.37 |
53.43 |
-0.32 |
78,498 |
162,735 |
+2,617 |
Jan13 |
120814 |
54.02 |
54.17 |
53.66 |
53.68 |
-0.31 |
10,283 |
28,921 |
+80 |
Mar13 |
120814 |
54.20 |
54.40 |
53.80 |
53.85 |
-0.29 |
4,306 |
19,310 |
+315 |
May13 |
120814 |
54.18 |
54.47 |
53.91 |
53.93 |
-0.32 |
3,295 |
12,603 |
-232 |
Jul13 |
120814 |
54.35 |
54.53 |
54.09 |
54.09 |
-0.33 |
3,917 |
13,542 |
+511 |
Aug13 |
120814 |
54.47 |
54.52 |
54.05 |
54.05 |
-0.32 |
393 |
2,191 |
+36 |
Sep13 |
120814 |
53.87 |
54.20 |
53.87 |
53.87 |
-0.33 |
225 |
1,570 |
+4 |
Total Volume and Open Interest |
147,946 |
337,922 |
+2,094 |
Canola(WCE) |
Nov12 |
120814 |
610.3 |
611.7 |
599.6 |
601.8 |
-8.5 |
10,277 |
133,852 |
-1,241 |
Jan13 |
120814 |
615.0 |
616.1 |
605.0 |
606.8 |
-8.1 |
3,623 |
45,779 |
+1,073 |
Mar13 |
120814 |
615.7 |
618.3 |
607.3 |
608.9 |
-6.8 |
552 |
15,036 |
-69 |
May13 |
120814 |
612.3 |
614.8 |
606.8 |
606.8 |
-5.1 |
604 |
19,256 |
+166 |
Jul13 |
120814 |
607.8 |
608.5 |
602.5 |
604.3 |
-2.5 |
125 |
3,577 |
-26 |
Total Volume and Open Interest |
15,292 |
219,342 |
+11 |
Corn(CBOT) |
Sep12 |
120814 |
784.75 |
790.50 |
777.75 |
779.75 |
-3.00 |
138,198 |
201,900 |
-16,900 |
Dec12 |
120814 |
794.25 |
800.00 |
786.50 |
789.00 |
-3.25 |
266,141 |
644,594 |
+38,849 |
Mar13 |
120814 |
798.00 |
803.25 |
789.75 |
791.25 |
-4.50 |
29,336 |
156,309 |
+1,440 |
May13 |
120814 |
795.00 |
799.25 |
786.75 |
788.25 |
-4.50 |
8,220 |
37,259 |
+1,041 |
Jul13 |
120814 |
786.00 |
789.75 |
778.00 |
780.00 |
-3.25 |
8,404 |
92,250 |
+1,875 |
Sep13 |
120814 |
673.75 |
677.00 |
670.00 |
672.75 |
-1.00 |
841 |
12,491 |
+165 |
Dec13 |
120814 |
640.00 |
643.25 |
636.25 |
638.00 |
-4.50 |
6,316 |
72,441 |
+1,259 |
Mar14 |
120814 |
647.50 |
647.50 |
642.25 |
642.75 |
-4.75 |
90 |
1,615 |
-28 |
May14 |
120814 |
644.50 |
649.25 |
644.50 |
644.50 |
-4.75 |
0 |
363 |
+0 |
Jul14 |
120814 |
646.50 |
650.00 |
645.00 |
645.75 |
-4.25 |
28 |
969 |
+0 |
Total Volume and Open Interest |
457,645 |
1,224,880 |
+27,720 |
Wheat(CBOT) |
Sep12 |
120814 |
857.00 |
866.00 |
838.25 |
839.75 |
-17.00 |
86,207 |
107,269 |
-17,500 |
Dec12 |
120814 |
875.75 |
884.50 |
857.25 |
858.25 |
-17.50 |
85,858 |
214,052 |
+12,674 |
Mar13 |
120814 |
886.00 |
894.50 |
866.50 |
867.50 |
-18.50 |
14,382 |
51,060 |
+2,116 |
May13 |
120814 |
879.50 |
884.25 |
856.75 |
859.00 |
-18.50 |
2,972 |
12,735 |
+396 |
Jul13 |
120814 |
841.00 |
844.50 |
824.00 |
827.25 |
-13.75 |
2,953 |
46,787 |
+361 |
Sep13 |
120814 |
841.50 |
841.75 |
827.00 |
828.50 |
-13.25 |
343 |
1,419 |
+32 |
Total Volume and Open Interest |
193,530 |
461,256 |
-1,562 |
Wheat(KCBT) |
Sep12 |
120814 |
865.75 |
876.00 |
849.25 |
852.00 |
-16.00 |
19,006 |
51,603 |
-6,339 |
Dec12 |
120814 |
892.00 |
900.75 |
874.25 |
876.75 |
-16.00 |
13,500 |
67,247 |
+4,472 |
Mar13 |
120814 |
904.75 |
913.50 |
887.25 |
889.50 |
-16.25 |
1,688 |
17,130 |
+431 |
May13 |
120814 |
905.50 |
910.00 |
885.50 |
887.50 |
-16.75 |
293 |
6,756 |
+101 |
Jul13 |
120814 |
854.75 |
860.00 |
841.50 |
845.50 |
-12.50 |
471 |
12,609 |
+81 |
Sep13 |
120814 |
855.25 |
855.25 |
847.50 |
852.50 |
-12.25 |
68 |
491 |
-17 |
Total Volume and Open Interest |
35,077 |
156,728 |
-1,260 |
Wheat(MGE) |
Sep12 |
120814 |
912.00 |
921.50 |
900.50 |
902.75 |
-8.50 |
2,794 |
12,313 |
-668 |
Dec12 |
120814 |
924.00 |
932.25 |
912.00 |
913.75 |
-10.25 |
2,357 |
17,226 |
+175 |
Mar13 |
120814 |
934.00 |
941.25 |
920.75 |
922.25 |
-10.25 |
496 |
6,416 |
+217 |
May13 |
120814 |
941.25 |
941.25 |
926.00 |
927.50 |
-8.50 |
80 |
1,128 |
+23 |
Jul13 |
120814 |
930.00 |
931.00 |
927.00 |
929.00 |
-6.00 |
109 |
352 |
+21 |
Total Volume and Open Interest |
6,012 |
39,702 |
-192 |
Oats(CBOT) |
Sep12 |
120814 |
373.50 |
373.50 |
367.00 |
368.50 |
-3.75 |
206 |
1,031 |
-11 |
Dec12 |
120814 |
370.25 |
372.00 |
365.50 |
368.50 |
-2.00 |
422 |
8,884 |
+68 |
Mar13 |
120814 |
371.50 |
372.00 |
367.75 |
370.00 |
-2.00 |
24 |
468 |
+12 |
May13 |
120814 |
377.00 |
377.00 |
373.00 |
373.00 |
-4.00 |
1 |
17 |
+0 |
Total Volume and Open Interest |
653 |
10,412 |
+69 |
Rough Rice(CBOT) |
Sep12 |
120814 |
15.66 |
15.70 |
15.27 |
15.29 |
-0.36 |
624 |
9,185 |
+65 |
Nov12 |
120814 |
15.94 |
15.94 |
15.55 |
15.57 |
-0.36 |
153 |
4,426 |
+89 |
Jan13 |
120814 |
16.05 |
16.05 |
15.84 |
15.86 |
-0.36 |
46 |
432 |
+33 |
Mar13 |
120814 |
16.50 |
16.50 |
16.12 |
16.12 |
-0.36 |
11 |
112 |
+4 |
Total Volume and Open Interest |
834 |
14,183 |
+191 |
Live Cattle(CME) |
Aug12 |
120814 |
121.850 |
122.250 |
121.100 |
121.930 |
+0.100 |
8,725 |
12,237 |
-2,140 |
Oct12 |
120814 |
126.535 |
127.050 |
125.850 |
126.900 |
+0.515 |
19,005 |
135,687 |
-298 |
Dec12 |
120814 |
128.985 |
129.350 |
128.250 |
128.950 |
unch |
8,729 |
73,840 |
-1,236 |
Feb13 |
120814 |
131.750 |
132.075 |
131.200 |
131.800 |
+0.115 |
5,783 |
35,775 |
+1,554 |
Apr13 |
120814 |
135.500 |
135.900 |
135.000 |
135.650 |
+0.215 |
2,627 |
22,385 |
+587 |
Jun13 |
120814 |
132.800 |
133.150 |
132.250 |
132.800 |
+0.050 |
1,123 |
8,897 |
+380 |
Total Volume and Open Interest |
46,299 |
292,099 |
-1,019 |
Feeder Cattle(CME) |
Aug12 |
120814 |
141.600 |
143.035 |
141.535 |
142.935 |
+1.485 |
749 |
5,874 |
+33 |
Sep12 |
120814 |
143.100 |
145.250 |
142.880 |
145.000 |
+2.315 |
1,220 |
6,119 |
-364 |
Oct12 |
120814 |
144.000 |
146.000 |
143.685 |
145.800 |
+2.315 |
1,881 |
12,145 |
+191 |
Nov12 |
120814 |
145.630 |
147.350 |
145.450 |
147.200 |
+1.965 |
544 |
4,961 |
+28 |
Jan13 |
120814 |
148.685 |
149.700 |
148.325 |
149.485 |
+1.335 |
300 |
4,114 |
+7 |
Mar13 |
120814 |
150.880 |
152.075 |
150.850 |
151.935 |
+0.935 |
67 |
1,178 |
+13 |
Apr13 |
120814 |
153.185 |
154.200 |
152.575 |
153.650 |
+1.150 |
40 |
520 |
+10 |
Total Volume and Open Interest |
4,858 |
35,640 |
-42 |
Lean Hogs(CME) |
Aug12 |
120814 |
91.900 |
92.050 |
91.580 |
91.800 |
-0.150 |
2,257 |
8,698 |
-643 |
Oct12 |
120814 |
77.150 |
77.785 |
76.535 |
77.430 |
+0.380 |
14,512 |
96,680 |
-1,667 |
Dec12 |
120814 |
74.800 |
75.200 |
74.200 |
74.830 |
-0.120 |
6,474 |
49,150 |
+1,048 |
Feb13 |
120814 |
81.550 |
81.700 |
80.900 |
81.350 |
-0.200 |
4,453 |
30,647 |
+893 |
Apr13 |
120814 |
89.000 |
89.080 |
88.385 |
88.550 |
-0.600 |
3,207 |
20,795 |
+1,007 |
May13 |
120814 |
95.930 |
96.500 |
95.930 |
96.500 |
+0.020 |
58 |
866 |
+10 |
Jun13 |
120814 |
99.350 |
99.635 |
98.700 |
99.500 |
+0.050 |
1,369 |
12,279 |
+316 |
Jul13 |
120814 |
98.400 |
99.000 |
98.200 |
99.000 |
+0.100 |
264 |
3,697 |
+140 |
Total Volume and Open Interest |
33,333 |
226,396 |
+1,679 |
Class III Milk(CME) |
Aug12 |
120814 |
17.55 |
17.61 |
17.55 |
17.58 |
-0.03 |
264 |
4,133 |
+36 |
Sep12 |
120814 |
18.71 |
18.80 |
18.56 |
18.75 |
unch |
340 |
5,081 |
-44 |
Oct12 |
120814 |
19.25 |
19.35 |
19.05 |
19.24 |
-0.09 |
349 |
4,206 |
+175 |
Nov12 |
120814 |
19.27 |
19.33 |
19.05 |
19.22 |
-0.11 |
123 |
3,319 |
+59 |
Dec12 |
120814 |
19.05 |
19.27 |
19.00 |
19.22 |
-0.05 |
46 |
3,084 |
+1 |
Total Volume and Open Interest |
1,290 |
25,922 |
+294 |
Cocoa(ICE) |
Sep12 |
120814 |
2387 |
2468 |
2386 |
2430 |
+42 |
9,358 |
25,730 |
-5,070 |
Dec12 |
120814 |
2398 |
2481 |
2397 |
2441 |
+42 |
14,122 |
85,117 |
+2,847 |
Mar13 |
120814 |
2412 |
2494 |
2412 |
2454 |
+41 |
2,587 |
40,513 |
+513 |
May13 |
120814 |
2440 |
2504 |
2440 |
2466 |
+41 |
1,219 |
15,955 |
+350 |
Jul13 |
120814 |
2490 |
2510 |
2468 |
2473 |
+40 |
162 |
8,824 |
+35 |
Sep13 |
120814 |
2481 |
2481 |
2481 |
2481 |
+42 |
30 |
4,481 |
-1 |
Dec13 |
120814 |
2489 |
2489 |
2489 |
2489 |
+42 |
26 |
6,029 |
+25 |
Total Volume and Open Interest |
27,504 |
191,885 |
-1,301 |
Coffee "C"(ICE) |
Sep12 |
120814 |
164.90 |
165.75 |
162.40 |
163.05 |
-1.05 |
15,361 |
33,888 |
-5,988 |
Dec12 |
120814 |
167.05 |
168.60 |
165.35 |
166.00 |
-1.05 |
11,975 |
66,548 |
+3,766 |
Mar13 |
120814 |
171.15 |
172.05 |
169.20 |
169.85 |
-1.05 |
2,648 |
23,665 |
+272 |
May13 |
120814 |
174.35 |
174.35 |
172.00 |
172.55 |
-1.00 |
779 |
6,075 |
+331 |
Jul13 |
120814 |
175.00 |
175.25 |
174.60 |
175.15 |
-0.95 |
390 |
4,598 |
+53 |
Sep13 |
120814 |
177.20 |
177.75 |
177.00 |
177.70 |
-1.00 |
94 |
1,244 |
-2 |
Total Volume and Open Interest |
31,349 |
137,590 |
-1,491 |
Orange Juice(ICE) |
Sep12 |
120814 |
114.00 |
116.25 |
114.00 |
115.30 |
+1.65 |
1,509 |
6,973 |
-927 |
Nov12 |
120814 |
104.40 |
106.15 |
104.20 |
104.50 |
unch |
1,717 |
11,815 |
+628 |
Jan13 |
120814 |
107.10 |
107.10 |
105.55 |
106.00 |
-0.05 |
514 |
2,846 |
+3 |
Mar13 |
120814 |
107.60 |
108.10 |
107.45 |
107.90 |
-0.05 |
622 |
1,892 |
+544 |
May13 |
120814 |
109.60 |
109.90 |
109.40 |
109.90 |
unch |
42 |
215 |
+27 |
Jul13 |
120814 |
111.75 |
111.80 |
111.75 |
111.80 |
+0.20 |
4 |
16 |
+0 |
Total Volume and Open Interest |
4,408 |
23,770 |
+275 |
Sugar #11(ICE) |
Oct12 |
120814 |
20.60 |
20.77 |
20.24 |
20.32 |
-0.07 |
44,136 |
305,219 |
+818 |
Mar13 |
120814 |
21.04 |
21.28 |
20.83 |
20.90 |
unch |
20,057 |
157,355 |
+4,367 |
May13 |
120814 |
20.67 |
20.98 |
20.56 |
20.63 |
+0.04 |
10,524 |
49,442 |
+1,078 |
Jul13 |
120814 |
20.60 |
20.81 |
20.49 |
20.54 |
+0.03 |
6,758 |
74,938 |
-2,738 |
Oct13 |
120814 |
20.80 |
20.98 |
20.69 |
20.73 |
+0.02 |
2,908 |
37,893 |
-599 |
Mar14 |
120814 |
21.10 |
21.26 |
21.00 |
21.02 |
-0.01 |
1,503 |
24,455 |
-82 |
May14 |
120814 |
21.16 |
21.16 |
20.97 |
20.98 |
-0.03 |
512 |
6,637 |
-33 |
Jul14 |
120814 |
21.06 |
21.08 |
21.00 |
21.01 |
-0.03 |
364 |
6,034 |
+36 |
Total Volume and Open Interest |
87,257 |
670,676 |
+3,118 |
London Cocoa(LCE) |
Sep12 |
120814 |
1633 |
1666 |
1633 |
1647 |
+24 |
3,333 |
35,957 |
-754 |
Dec12 |
120814 |
1635 |
1668 |
1634 |
1650 |
+26 |
6,097 |
65,405 |
+297 |
Mar13 |
120814 |
1615 |
1645 |
1611 |
1627 |
+26 |
1,991 |
56,258 |
+113 |
May13 |
120814 |
1613 |
1640 |
1610 |
1627 |
+27 |
730 |
23,226 |
+71 |
Jul13 |
120814 |
1623 |
1639 |
1623 |
1627 |
+25 |
340 |
12,529 |
+58 |
Sep13 |
120814 |
1623 |
1624 |
1623 |
1624 |
+24 |
300 |
7,406 |
+0 |
Dec13 |
120814 |
1628 |
1628 |
1628 |
1628 |
+23 |
49 |
7,672 |
+0 |
Total Volume and Open Interest |
12,840 |
209,004 |
-215 |
London Sugar(LCE) |
Oct12 |
120814 |
574.80 |
580.00 |
571.20 |
572.30 |
-1.70 |
3,619 |
25,577 |
-725 |
Dec12 |
120814 |
557.50 |
563.80 |
556.50 |
557.20 |
+0.20 |
1,434 |
11,025 |
-16 |
Mar13 |
120814 |
561.60 |
566.60 |
558.10 |
560.30 |
unch |
1,026 |
14,395 |
+192 |
May13 |
120814 |
560.00 |
564.40 |
556.40 |
559.20 |
+1.20 |
324 |
3,972 |
-62 |
Aug13 |
120814 |
555.00 |
557.70 |
551.90 |
554.70 |
+0.90 |
238 |
2,228 |
-4 |
Total Volume and Open Interest |
6,732 |
59,801 |
-605 |
Cotton(ICE) |
Oct12 |
120814 |
72.19 |
72.30 |
71.38 |
71.59 |
+0.29 |
128 |
387 |
+31 |
Dec12 |
120814 |
72.49 |
72.98 |
71.72 |
72.09 |
+0.40 |
14,820 |
129,635 |
-1,799 |
Mar13 |
120814 |
73.30 |
73.73 |
72.68 |
73.03 |
-0.15 |
2,556 |
34,223 |
+697 |
May13 |
120814 |
74.02 |
74.21 |
73.20 |
73.48 |
+0.30 |
1,162 |
6,036 |
-96 |
Jul13 |
120814 |
74.85 |
74.85 |
73.90 |
74.06 |
+0.22 |
189 |
6,351 |
+10 |
Oct13 |
120814 |
75.11 |
75.11 |
75.11 |
75.11 |
+0.49 |
0 |
5 |
+0 |
Total Volume and Open Interest |
19,069 |
179,034 |
-1,122 |
Lumber(CME) |
Sep12 |
120814 |
308.1 |
309.1 |
303.4 |
307.8 |
-3.3 |
1,333 |
4,094 |
-41 |
Nov12 |
120814 |
300.5 |
303.9 |
299.0 |
300.2 |
-2.0 |
1,131 |
3,715 |
+469 |
Jan13 |
120814 |
308.1 |
311.0 |
308.0 |
310.5 |
-0.6 |
255 |
1,025 |
+99 |
Mar13 |
120814 |
313.7 |
318.0 |
313.7 |
318.0 |
+0.1 |
18 |
194 |
+10 |
Total Volume and Open Interest |
2,739 |
9,032 |
+537 |
Crude Oil(NYM) |
Sep12 |
120814 |
92.71 |
93.92 |
92.56 |
93.43 |
+0.70 |
224,512 |
170,629 |
-14,460 |
Oct12 |
120814 |
93.03 |
94.23 |
92.86 |
93.74 |
+0.71 |
80,530 |
189,576 |
+11,421 |
Nov12 |
120814 |
93.28 |
94.51 |
93.25 |
94.07 |
+0.73 |
38,637 |
130,426 |
+10,470 |
Dec12 |
120814 |
93.79 |
94.90 |
93.61 |
94.46 |
+0.70 |
48,262 |
187,816 |
-214 |
Jan13 |
120814 |
94.20 |
95.38 |
94.20 |
94.94 |
+0.66 |
19,077 |
92,638 |
+4,895 |
Feb13 |
120814 |
94.63 |
95.63 |
94.63 |
95.32 |
+0.62 |
9,500 |
38,576 |
+355 |
Mar13 |
120814 |
95.18 |
95.99 |
95.10 |
95.56 |
+0.57 |
10,795 |
40,082 |
-469 |
Apr13 |
120814 |
95.05 |
95.76 |
95.05 |
95.68 |
+0.53 |
7,024 |
20,299 |
-1,221 |
May13 |
120814 |
95.40 |
96.13 |
95.40 |
95.72 |
+0.49 |
4,569 |
22,153 |
+1,059 |
Jun13 |
120814 |
95.20 |
96.09 |
95.20 |
95.65 |
+0.45 |
13,123 |
70,388 |
+682 |
Jul13 |
120814 |
95.79 |
95.79 |
95.48 |
95.52 |
+0.40 |
1,566 |
27,990 |
+4 |
Aug13 |
120814 |
95.55 |
95.55 |
95.24 |
95.33 |
+0.35 |
1,103 |
18,950 |
+62 |
Sep13 |
120814 |
95.00 |
95.08 |
94.80 |
95.08 |
+0.32 |
2,081 |
24,558 |
+632 |
Oct13 |
120814 |
94.80 |
94.80 |
94.80 |
94.80 |
+0.31 |
430 |
13,495 |
+129 |
Nov13 |
120814 |
94.52 |
94.52 |
94.52 |
94.52 |
+0.30 |
513 |
18,428 |
-19 |
Dec13 |
120814 |
94.51 |
94.66 |
93.88 |
94.25 |
+0.30 |
20,560 |
137,613 |
+1,908 |
Total Volume and Open Interest |
502,143 |
1,471,992 |
+14,084 |
e-miNY Crude Oil(NYM) |
Aug12 |
120719 |
89.975 |
92.950 |
89.850 |
92.650 |
+2.775 |
5,759 |
2,099 |
+71 |
Sep12 |
120814 |
92.700 |
93.925 |
92.575 |
93.425 |
+0.700 |
6,671 |
3,704 |
+5 |
Oct12 |
120814 |
92.975 |
94.200 |
92.850 |
93.750 |
+0.725 |
360 |
2,876 |
+120 |
Nov12 |
120814 |
94.000 |
94.500 |
93.600 |
94.075 |
+0.725 |
135 |
4,512 |
+1 |
Dec12 |
120814 |
94.350 |
94.600 |
93.925 |
94.450 |
+0.700 |
188 |
6,256 |
-6 |
Jan13 |
120814 |
94.825 |
94.975 |
94.750 |
94.950 |
+0.675 |
35 |
1,708 |
+0 |
Feb13 |
120814 |
95.325 |
95.325 |
95.325 |
95.325 |
+0.625 |
0 |
70 |
+0 |
Mar13 |
120814 |
95.975 |
95.975 |
95.550 |
95.550 |
+0.550 |
3 |
6 |
+0 |
Apr13 |
120814 |
95.675 |
95.675 |
95.675 |
95.675 |
+0.525 |
0 |
2 |
+0 |
May13 |
120814 |
95.725 |
95.725 |
95.725 |
95.725 |
+0.500 |
|
|
|
Total Volume and Open Interest |
7,392 |
19,335 |
+120 |
Heating Oil(NYM) |
Sep12 |
120814 |
301.42 |
304.50 |
301.33 |
303.46 |
+1.63 |
51,195 |
82,742 |
-930 |
Oct12 |
120814 |
302.80 |
305.54 |
302.60 |
304.48 |
+1.42 |
24,002 |
49,493 |
+1,171 |
Nov12 |
120814 |
304.04 |
306.41 |
304.04 |
305.52 |
+1.31 |
18,493 |
42,268 |
+2,633 |
Dec12 |
120814 |
304.89 |
307.24 |
304.87 |
306.25 |
+1.24 |
16,152 |
42,614 |
+2,168 |
Jan13 |
120814 |
307.21 |
307.75 |
305.58 |
306.76 |
+1.13 |
6,853 |
25,653 |
-231 |
Feb13 |
120814 |
306.65 |
306.73 |
305.37 |
306.01 |
+1.00 |
2,259 |
11,326 |
+555 |
Mar13 |
120814 |
304.80 |
304.92 |
303.68 |
304.20 |
+0.84 |
2,426 |
21,518 |
+158 |
Apr13 |
120814 |
302.64 |
302.64 |
300.90 |
301.81 |
+0.80 |
1,152 |
19,375 |
-69 |
May13 |
120814 |
302.81 |
303.66 |
302.81 |
303.66 |
+0.74 |
366 |
8,488 |
+100 |
Jun13 |
120814 |
302.08 |
302.49 |
301.33 |
301.71 |
+0.64 |
938 |
8,684 |
-308 |
Jul13 |
120814 |
301.04 |
301.04 |
301.04 |
301.04 |
+0.52 |
101 |
2,493 |
+0 |
Aug13 |
120814 |
300.69 |
300.69 |
300.69 |
300.69 |
+0.42 |
20 |
855 |
-2 |
Sep13 |
120814 |
302.00 |
302.00 |
300.69 |
300.69 |
+0.42 |
19 |
779 |
+3 |
Oct13 |
120814 |
300.71 |
300.71 |
300.71 |
300.71 |
+0.44 |
9 |
455 |
+1 |
Total Volume and Open Interest |
124,955 |
321,518 |
+4,790 |
Gasoline(NYMEX) |
Sep12 |
120814 |
299.72 |
301.20 |
297.07 |
300.14 |
+1.07 |
47,375 |
78,039 |
-3,437 |
Oct12 |
120814 |
281.46 |
283.00 |
279.71 |
281.98 |
+0.77 |
34,196 |
53,412 |
+2,897 |
Nov12 |
120814 |
276.44 |
276.61 |
274.17 |
276.02 |
+0.59 |
20,612 |
38,297 |
+1,834 |
Dec12 |
120814 |
271.78 |
273.12 |
270.70 |
272.29 |
+0.51 |
12,704 |
45,007 |
+887 |
Jan13 |
120814 |
271.31 |
271.57 |
269.26 |
270.67 |
+0.46 |
4,299 |
16,300 |
-85 |
Feb13 |
120814 |
270.15 |
271.69 |
269.27 |
270.64 |
+0.42 |
2,466 |
7,746 |
+386 |
Mar13 |
120814 |
272.17 |
272.56 |
270.99 |
271.79 |
+0.44 |
1,261 |
7,821 |
+90 |
Apr13 |
120814 |
286.30 |
286.30 |
285.35 |
285.74 |
+0.47 |
510 |
5,314 |
-15 |
May13 |
120814 |
284.36 |
284.60 |
284.20 |
284.36 |
+0.51 |
348 |
2,617 |
+94 |
Jun13 |
120814 |
281.40 |
282.18 |
281.40 |
281.95 |
+0.55 |
299 |
5,680 |
+1 |
Total Volume and Open Interest |
124,403 |
268,313 |
+2,762 |
e-miNY RBOB Gasoline(NYM) |
Sep12 |
120814 |
300.10 |
300.14 |
300.10 |
300.10 |
+1.00 |
|
|
|
Oct12 |
120814 |
282.00 |
282.00 |
281.98 |
282.00 |
+0.80 |
|
|
|
Nov12 |
120814 |
276.00 |
276.02 |
276.00 |
276.00 |
+0.60 |
|
|
|
Dec12 |
120814 |
272.30 |
272.30 |
272.29 |
272.30 |
+0.50 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
Sep12 |
120814 |
2.747 |
2.848 |
2.730 |
2.834 |
+0.105 |
208,071 |
166,327 |
-23,782 |
Oct12 |
120814 |
2.791 |
2.884 |
2.765 |
2.871 |
+0.103 |
114,025 |
159,428 |
-2,723 |
Nov12 |
120814 |
2.992 |
3.080 |
2.983 |
3.066 |
+0.078 |
97,893 |
190,399 |
+17,835 |
Dec12 |
120814 |
3.272 |
3.355 |
3.270 |
3.343 |
+0.067 |
23,245 |
53,482 |
+998 |
Jan13 |
120814 |
3.415 |
3.482 |
3.406 |
3.473 |
+0.059 |
35,963 |
142,269 |
-2,933 |
Feb13 |
120814 |
3.420 |
3.496 |
3.420 |
3.485 |
+0.057 |
6,499 |
29,112 |
+260 |
Mar13 |
120814 |
3.416 |
3.479 |
3.405 |
3.469 |
+0.055 |
12,000 |
52,216 |
+1,294 |
Apr13 |
120814 |
3.412 |
3.462 |
3.388 |
3.452 |
+0.055 |
11,610 |
66,665 |
-430 |
May13 |
120814 |
3.429 |
3.495 |
3.426 |
3.487 |
+0.053 |
1,420 |
17,829 |
+72 |
Jun13 |
120814 |
3.472 |
3.541 |
3.472 |
3.532 |
+0.051 |
2,422 |
11,433 |
+957 |
Jul13 |
120814 |
3.522 |
3.579 |
3.513 |
3.571 |
+0.049 |
1,165 |
14,323 |
+46 |
Aug13 |
120814 |
3.535 |
3.598 |
3.535 |
3.591 |
+0.050 |
773 |
11,328 |
+62 |
Sep13 |
120814 |
3.540 |
3.603 |
3.537 |
3.595 |
+0.049 |
678 |
8,628 |
-16 |
Oct13 |
120814 |
3.569 |
3.628 |
3.563 |
3.620 |
+0.049 |
6,645 |
40,186 |
+1,837 |
Nov13 |
120814 |
3.688 |
3.747 |
3.686 |
3.738 |
+0.044 |
1,024 |
18,479 |
+312 |
Dec13 |
120814 |
3.885 |
3.943 |
3.885 |
3.940 |
+0.040 |
719 |
17,446 |
+123 |
Total Volume and Open Interest |
525,326 |
1,086,170 |
-5,914 |
Brent Crude Oil(ICE) |
Sep12 |
120814 |
113.47 |
114.30 |
113.22 |
114.03 |
+0.43 |
139,046 |
107,868 |
-17,223 |
Oct12 |
120814 |
111.50 |
112.45 |
111.28 |
112.15 |
+0.43 |
138,352 |
236,306 |
+8,110 |
Nov12 |
120814 |
110.69 |
111.70 |
110.50 |
111.35 |
+0.38 |
70,685 |
158,476 |
+8,923 |
Dec12 |
120814 |
110.34 |
111.30 |
110.04 |
110.86 |
+0.34 |
62,062 |
129,755 |
-2,626 |
Jan13 |
120814 |
109.94 |
110.86 |
109.63 |
110.44 |
+0.32 |
13,266 |
41,890 |
-1,529 |
Feb13 |
120814 |
109.34 |
110.43 |
109.27 |
110.04 |
+0.30 |
8,394 |
33,900 |
+595 |
Mar13 |
120814 |
108.92 |
110.02 |
108.85 |
109.63 |
+0.29 |
6,903 |
32,668 |
+23 |
Apr13 |
120814 |
109.02 |
109.48 |
108.78 |
109.20 |
+0.29 |
3,112 |
17,292 |
-107 |
May13 |
120814 |
108.59 |
109.05 |
108.37 |
108.76 |
+0.30 |
2,529 |
16,426 |
+311 |
Jun13 |
120814 |
108.15 |
108.72 |
107.94 |
108.32 |
+0.32 |
9,507 |
56,823 |
+447 |
Jul13 |
120814 |
107.93 |
107.93 |
107.93 |
107.93 |
+0.34 |
1,191 |
15,325 |
+298 |
Aug13 |
120814 |
107.53 |
107.53 |
107.53 |
107.53 |
+0.37 |
555 |
13,274 |
+90 |
Sep13 |
120814 |
107.12 |
107.12 |
107.12 |
107.12 |
+0.39 |
732 |
16,834 |
+226 |
Oct13 |
120814 |
106.70 |
106.70 |
106.70 |
106.70 |
+0.41 |
314 |
8,229 |
-49 |
Total Volume and Open Interest |
480,997 |
1,144,075 |
-1,733 |
Gas Oil(ICE) |
Sep12 |
120814 |
953.50 |
962.75 |
953.00 |
957.50 |
+0.25 |
88,333 |
133,167 |
-1,147 |
Oct12 |
120814 |
955.75 |
962.75 |
954.50 |
957.75 |
unch |
66,806 |
117,901 |
+12,038 |
Nov12 |
120814 |
954.50 |
960.50 |
953.25 |
955.25 |
-0.50 |
29,014 |
50,263 |
+1,220 |
Dec12 |
120814 |
950.25 |
957.50 |
949.75 |
951.75 |
-0.75 |
36,728 |
74,354 |
-1,227 |
Jan13 |
120814 |
953.75 |
955.50 |
949.75 |
950.00 |
-1.00 |
9,875 |
33,497 |
+1,047 |
Feb13 |
120814 |
951.50 |
952.00 |
947.25 |
947.25 |
-0.75 |
5,000 |
20,296 |
+242 |
Mar13 |
120814 |
947.00 |
947.75 |
943.25 |
943.25 |
-0.75 |
4,214 |
20,017 |
+48 |
Apr13 |
120814 |
943.50 |
943.50 |
938.75 |
938.75 |
-0.50 |
1,849 |
14,528 |
+383 |
May13 |
120814 |
937.75 |
938.50 |
934.25 |
934.25 |
-0.25 |
1,624 |
10,923 |
-153 |
Jun13 |
120814 |
935.00 |
935.50 |
929.50 |
930.25 |
unch |
4,010 |
33,255 |
+702 |
Total Volume and Open Interest |
251,984 |
590,107 |
+7,485 |
Ethanol(CBOT) |
Aug12 |
120803 |
2.614 |
2.614 |
2.614 |
2.614 |
+0.049 |
76 |
45 |
-45 |
Sep12 |
120814 |
2.572 |
2.585 |
2.568 |
2.576 |
+0.011 |
151 |
1,301 |
-41 |
Oct12 |
120814 |
2.542 |
2.552 |
2.536 |
2.550 |
+0.013 |
222 |
1,513 |
-2 |
Nov12 |
120814 |
2.513 |
2.516 |
2.507 |
2.509 |
+0.009 |
158 |
1,732 |
+31 |
Dec12 |
120814 |
2.486 |
2.497 |
2.484 |
2.493 |
+0.008 |
100 |
1,514 |
+26 |
Jan13 |
120814 |
2.470 |
2.484 |
2.460 |
2.480 |
+0.007 |
171 |
1,615 |
+20 |
Feb13 |
120814 |
2.446 |
2.465 |
2.446 |
2.461 |
+0.009 |
108 |
1,297 |
+47 |
Mar13 |
120814 |
2.440 |
2.459 |
2.440 |
2.455 |
+0.012 |
28 |
1,397 |
+10 |
Total Volume and Open Interest |
990 |
12,636 |
+114 |
WTI Crude Oil(ICE) |
Sep12 |
120814 |
92.62 |
93.92 |
92.60 |
93.43 |
+0.70 |
43,663 |
39,599 |
-3,565 |
Oct12 |
120814 |
92.92 |
94.23 |
92.92 |
93.74 |
+0.71 |
21,190 |
57,806 |
+4,388 |
Nov12 |
120814 |
93.41 |
94.53 |
93.41 |
94.07 |
+0.73 |
7,822 |
28,137 |
+509 |
Dec12 |
120814 |
93.70 |
94.84 |
93.70 |
94.46 |
+0.70 |
13,138 |
95,856 |
+1,138 |
Jan13 |
120814 |
94.67 |
95.30 |
94.58 |
94.94 |
+0.66 |
3,586 |
19,219 |
+206 |
Feb13 |
120814 |
95.17 |
95.59 |
94.92 |
95.32 |
+0.62 |
2,036 |
11,862 |
-445 |
Mar13 |
120814 |
95.18 |
95.56 |
95.18 |
95.56 |
+0.57 |
2,058 |
11,732 |
-72 |
Apr13 |
120814 |
95.60 |
95.68 |
95.29 |
95.68 |
+0.53 |
1,295 |
4,156 |
+183 |
May13 |
120814 |
95.57 |
95.72 |
95.57 |
95.72 |
+0.49 |
1,274 |
5,026 |
+47 |
Jun13 |
120814 |
95.53 |
95.65 |
95.28 |
95.65 |
+0.45 |
2,024 |
27,381 |
-68 |
Jul13 |
120814 |
95.52 |
95.52 |
95.52 |
95.52 |
+0.40 |
442 |
2,512 |
+32 |
Aug13 |
120814 |
95.33 |
95.33 |
95.33 |
95.33 |
+0.35 |
397 |
3,789 |
+31 |
Sep13 |
120814 |
95.08 |
95.08 |
95.08 |
95.08 |
+0.32 |
223 |
7,816 |
+10 |
Oct13 |
120814 |
94.80 |
94.80 |
94.80 |
94.80 |
+0.31 |
120 |
1,988 |
-49 |
Nov13 |
120814 |
94.52 |
94.52 |
94.52 |
94.52 |
+0.30 |
74 |
2,995 |
+64 |
Dec13 |
120814 |
94.22 |
94.54 |
93.93 |
94.25 |
+0.30 |
4,050 |
63,124 |
-257 |
Total Volume and Open Interest |
104,563 |
465,537 |
+2,412 |
US Dollar Index(ICE) |
Sep12 |
120814 |
82.525 |
82.615 |
82.250 |
82.527 |
+0.042 |
16,660 |
60,808 |
-1,263 |
Dec12 |
120814 |
82.725 |
82.920 |
82.725 |
82.848 |
+0.043 |
12 |
770 |
+0 |
Mar13 |
120814 |
83.238 |
83.238 |
83.238 |
83.238 |
+0.043 |
|
|
|
Total Volume and Open Interest |
16,672 |
61,578 |
-1,263 |
Australian Dollar(CME) |
Sep12 |
120814 |
104.86 |
105.08 |
104.46 |
104.67 |
-0.13 |
120,828 |
167,866 |
+2,954 |
Dec12 |
120814 |
104.00 |
104.22 |
103.65 |
103.81 |
-0.14 |
44 |
932 |
+17 |
Mar13 |
120814 |
103.01 |
103.15 |
103.01 |
103.01 |
-0.14 |
0 |
4 |
+0 |
Total Volume and Open Interest |
120,872 |
168,813 |
+2,971 |
British Pound(CME) |
Sep12 |
120814 |
156.79 |
157.36 |
156.63 |
156.89 |
+0.03 |
124,286 |
115,695 |
+1,805 |
Dec12 |
120814 |
156.91 |
157.05 |
156.66 |
156.85 |
+0.03 |
38 |
447 |
-7 |
Mar13 |
120814 |
156.80 |
156.80 |
156.76 |
156.80 |
+0.04 |
0 |
47 |
+0 |
Total Volume and Open Interest |
124,324 |
116,196 |
+1,798 |
Canadian Dollar(CME) |
Sep12 |
120814 |
100.68 |
100.87 |
100.53 |
100.81 |
+0.12 |
84,746 |
109,145 |
+1,234 |
Dec12 |
120814 |
100.52 |
100.65 |
100.40 |
100.59 |
+0.12 |
909 |
8,337 |
+222 |
Mar13 |
120814 |
100.30 |
100.35 |
100.23 |
100.35 |
+0.12 |
62 |
1,468 |
-37 |
Jun13 |
120814 |
100.09 |
100.09 |
99.98 |
100.09 |
+0.11 |
10 |
373 |
-2 |
Total Volume and Open Interest |
85,731 |
119,387 |
+1,417 |
Japanese Yen(CME) |
Sep12 |
120814 |
127.68 |
127.72 |
126.71 |
126.97 |
-0.68 |
70,765 |
147,796 |
+1,003 |
Dec12 |
120814 |
127.63 |
127.79 |
126.92 |
127.11 |
-0.68 |
238 |
1,370 |
+122 |
Mar13 |
120814 |
127.28 |
127.97 |
127.25 |
127.30 |
-0.67 |
2 |
30 |
+1 |
Total Volume and Open Interest |
71,005 |
149,202 |
+1,126 |
Swiss Franc(CME) |
Sep12 |
120814 |
102.72 |
103.19 |
102.60 |
102.74 |
unch |
28,314 |
55,241 |
+376 |
Dec12 |
120814 |
103.22 |
103.22 |
102.97 |
102.97 |
-0.01 |
0 |
213 |
+0 |
Mar13 |
120814 |
103.26 |
103.26 |
103.25 |
103.26 |
+0.01 |
0 |
2 |
+0 |
Total Volume and Open Interest |
28,314 |
55,456 |
+376 |
EuroFX(CME) |
Sep12 |
120814 |
123.35 |
123.90 |
123.20 |
123.35 |
-0.03 |
167,683 |
315,913 |
-1,339 |
Dec12 |
120814 |
123.50 |
124.03 |
123.37 |
123.50 |
-0.03 |
716 |
5,382 |
-53 |
Mar13 |
120814 |
123.83 |
123.83 |
123.63 |
123.68 |
-0.02 |
2 |
92 |
+1 |
Total Volume and Open Interest |
168,401 |
321,922 |
-1,391 |
Mexican Peso(CME) |
Aug12 |
120813 |
761.2 |
761.2 |
761.2 |
761.2 |
-1.2 |
|
|
|
Sep12 |
120814 |
757.8 |
763.0 |
755.8 |
759.0 |
+0.5 |
34,082 |
190,430 |
+6,241 |
Total Volume and Open Interest |
37,693 |
196,080 |
+9,152 |
Brazilian Real(CME) |
Sep12 |
120814 |
493.15 |
493.55 |
491.10 |
492.05 |
-1.10 |
43 |
3,841 |
+17 |
Oct12 |
120814 |
489.80 |
491.40 |
489.25 |
489.95 |
-0.95 |
82 |
882 |
+82 |
Nov12 |
120814 |
488.10 |
489.15 |
488.10 |
488.10 |
-1.05 |
|
|
|
Dec12 |
120814 |
486.25 |
487.35 |
486.25 |
486.25 |
-1.10 |
0 |
60 |
+0 |
Total Volume and Open Interest |
125 |
17,123 |
+99 |
30-Year T-Bonds(CBOT) |
Sep12 |
120814 |
148~210 |
148~250 |
147~090 |
147~160 |
-1~100 |
222,401 |
593,758 |
-5,451 |
Dec12 |
120814 |
149~170 |
149~230 |
148~020 |
148~100 |
-1~130 |
1,020 |
6,396 |
+464 |
Mar13 |
120814 |
147~180 |
148~310 |
147~180 |
147~180 |
-1~130 |
0 |
3 |
+0 |
Total Volume and Open Interest |
223,421 |
600,157 |
-4,987 |
10-Year T-Notes(CBOT) |
Sep12 |
120814 |
133~180 |
133~205 |
133~015 |
133~045 |
-0~155 |
584,728 |
1,643,864 |
+741 |
Dec12 |
120814 |
132~140 |
132~190 |
132~000 |
132~020 |
-0~170 |
6,925 |
24,873 |
+1,175 |
Mar13 |
120814 |
131~070 |
131~240 |
131~070 |
131~070 |
-0~170 |
|
|
|
Total Volume and Open Interest |
591,653 |
1,668,737 |
+1,916 |
5-Year T-Notes(CBOT) |
Sep12 |
120814 |
124~039 |
124~042 |
123~017 |
124~016 |
-0~026 |
256,006 |
1,202,078 |
+9,109 |
Dec12 |
120814 |
123~121 |
123~127 |
123~097 |
123~098 |
-0~029 |
4,807 |
19,376 |
+1,652 |
Mar13 |
120814 |
123~018 |
123~047 |
123~018 |
123~018 |
-0~029 |
|
|
|
Total Volume and Open Interest |
260,813 |
1,221,454 |
+10,761 |
2 Year T-Notes(CBOT) |
Sep12 |
120814 |
110~027 |
110~028 |
110~023 |
110~025 |
-0~002 |
153,558 |
974,118 |
+7,518 |
Dec12 |
120814 |
110~025 |
110~026 |
110~023 |
110~023 |
-0~003 |
5,915 |
61,229 |
+2,925 |
Mar13 |
120814 |
109~089 |
109~092 |
109~089 |
109~089 |
-0~003 |
|
|
|
Total Volume and Open Interest |
159,473 |
1,035,347 |
+10,443 |
Eurodollars(CME) |
Sep12 |
120814 |
99.590 |
99.598 |
99.585 |
99.590 |
-0.005 |
130,711 |
830,829 |
-27,074 |
Dec12 |
120814 |
99.590 |
99.600 |
99.585 |
99.600 |
+0.005 |
154,695 |
898,340 |
-37,604 |
Mar13 |
120814 |
99.585 |
99.590 |
99.575 |
99.590 |
+0.005 |
159,565 |
712,214 |
-4,789 |
Jun13 |
120814 |
99.565 |
99.575 |
99.555 |
99.570 |
unch |
156,499 |
651,747 |
+3,445 |
Sep13 |
120814 |
99.540 |
99.550 |
99.530 |
99.540 |
-0.005 |
131,825 |
685,109 |
-17,953 |
Dec13 |
120814 |
99.505 |
99.510 |
99.485 |
99.495 |
-0.010 |
126,789 |
635,356 |
-9,186 |
Mar14 |
120814 |
99.470 |
99.475 |
99.445 |
99.455 |
-0.015 |
109,513 |
550,472 |
-7,258 |
Jun14 |
120814 |
99.415 |
99.425 |
99.390 |
99.400 |
-0.020 |
104,111 |
441,301 |
-5,729 |
Sep14 |
120814 |
99.365 |
99.365 |
99.325 |
99.335 |
-0.030 |
107,121 |
351,196 |
-8,215 |
Dec14 |
120814 |
99.290 |
99.290 |
99.240 |
99.255 |
-0.035 |
87,448 |
346,350 |
-2,045 |
Mar15 |
120814 |
99.220 |
99.225 |
99.170 |
99.185 |
-0.040 |
86,437 |
337,126 |
+2,910 |
Jun15 |
120814 |
0.826 |
0.826 |
0.761 |
0.781 |
-0.045 |
57,415 |
319,845 |
-1,598 |
Sep15 |
120814 |
0.696 |
0.706 |
0.636 |
0.656 |
-0.050 |
56,922 |
249,974 |
+3,190 |
Dec15 |
120814 |
0.546 |
0.556 |
0.486 |
0.506 |
-0.055 |
39,715 |
173,547 |
+1,365 |
Mar16 |
120814 |
0.411 |
0.421 |
0.351 |
0.366 |
-0.060 |
42,849 |
112,763 |
+2,696 |
Jun16 |
120814 |
0.271 |
0.281 |
0.201 |
0.221 |
-0.060 |
21,657 |
100,952 |
-1,606 |
Sep16 |
120814 |
0.121 |
0.126 |
0.051 |
0.071 |
-0.060 |
14,314 |
88,044 |
-473 |
Dec16 |
120814 |
6.510 |
6.525 |
6.445 |
6.465 |
-0.065 |
11,312 |
83,485 |
-973 |
Total Volume and Open Interest |
1,625,663 |
7,773,853 |
-153,075 |
30 Day Federal Funds(CBOT) |
Aug12 |
120814 |
99.857 |
99.863 |
99.855 |
99.857 |
+0.002 |
8,705 |
75,841 |
+5,519 |
Sep12 |
120814 |
99.860 |
99.865 |
99.855 |
99.855 |
unch |
1,385 |
46,987 |
+709 |
Oct12 |
120814 |
99.860 |
99.865 |
99.855 |
99.855 |
unch |
106 |
54,193 |
-20 |
Nov12 |
120814 |
99.860 |
99.865 |
99.860 |
99.860 |
unch |
271 |
39,526 |
+89 |
Dec12 |
120814 |
99.860 |
99.870 |
99.860 |
99.865 |
unch |
175 |
27,122 |
+20 |
Jan13 |
120814 |
99.865 |
99.870 |
99.860 |
99.865 |
unch |
312 |
18,827 |
-101 |
Total Volume and Open Interest |
14,802 |
440,666 |
+6,728 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep12 |
120814 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
|
|
|
Dec12 |
120814 |
99.702 |
99.702 |
99.702 |
99.702 |
-0.003 |
|
|
|
Mar13 |
120814 |
99.725 |
99.725 |
99.725 |
99.725 |
-0.003 |
|
|
|
Jun13 |
120814 |
99.760 |
99.760 |
99.760 |
99.760 |
-0.002 |
|
|
|
Sep13 |
120814 |
99.730 |
99.730 |
99.730 |
99.730 |
unch |
|
|
|
Dec13 |
120814 |
99.730 |
99.730 |
99.730 |
99.730 |
unch |
|
|
|
Mar14 |
120814 |
99.730 |
99.730 |
99.730 |
99.730 |
unch |
|
|
|
Jun14 |
120814 |
99.590 |
99.590 |
99.590 |
99.590 |
unch |
|
|
|
Sep14 |
120814 |
99.450 |
99.450 |
99.450 |
99.450 |
unch |
|
|
|
Dec14 |
120814 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Sep12 |
120814 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,721 |
+0 |
Dec12 |
120814 |
99.70 |
99.70 |
99.70 |
99.70 |
0.00 |
0 |
710 |
+0 |
Mar13 |
120814 |
99.72 |
99.72 |
99.72 |
99.72 |
0.00 |
0 |
183 |
+0 |
Jun13 |
120814 |
99.76 |
99.76 |
99.76 |
99.76 |
0.00 |
0 |
201 |
+0 |
Sep13 |
120814 |
99.73 |
99.73 |
99.73 |
99.73 |
unch |
0 |
305 |
+0 |
Dec13 |
120814 |
99.73 |
99.73 |
99.73 |
99.73 |
unch |
0 |
384 |
+0 |
Mar14 |
120814 |
99.73 |
99.73 |
99.73 |
99.73 |
unch |
0 |
344 |
+0 |
Jun14 |
120814 |
99.59 |
99.59 |
99.59 |
99.59 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
3,852 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep12 |
120814 |
143.91 |
144.03 |
143.90 |
143.96 |
unch |
3,188 |
18,806 |
+423 |
Dec12 |
120814 |
143.55 |
143.55 |
143.55 |
143.55 |
unch |
0 |
7 |
+0 |
Mar13 |
120814 |
141.46 |
141.46 |
141.46 |
141.46 |
unch |
|
|
|
Total Volume and Open Interest |
3,188 |
18,813 |
+423 |
Euro-Bund(EUREX) |
Sep12 |
120814 |
143.00 |
143.08 |
142.28 |
142.43 |
-0.75 |
445,505 |
862,274 |
+8,099 |
Dec12 |
120814 |
140.96 |
141.29 |
140.60 |
140.69 |
-0.74 |
5,839 |
9,282 |
+2,088 |
Mar13 |
120814 |
140.67 |
140.67 |
140.67 |
140.67 |
-0.75 |
|
|
|
Total Volume and Open Interest |
451,344 |
871,556 |
+10,187 |
Euro-Bobl(EUREX) |
Sep12 |
120814 |
127.33 |
127.40 |
127.03 |
127.10 |
-0.30 |
237,641 |
622,862 |
+7,522 |
Dec12 |
120814 |
125.61 |
125.70 |
125.43 |
125.44 |
-0.30 |
411 |
9,098 |
+340 |
Mar13 |
120814 |
125.44 |
125.44 |
125.44 |
125.44 |
-0.30 |
|
|
|
Total Volume and Open Interest |
238,052 |
631,960 |
+7,862 |
3-Mth Euribor(EUREX) |
Sep12 |
120814 |
99.720 |
99.720 |
99.720 |
99.720 |
+0.005 |
34 |
3,182 |
+0 |
Dec12 |
120814 |
99.745 |
99.745 |
99.745 |
99.745 |
+0.005 |
0 |
1,420 |
+0 |
Mar13 |
120814 |
99.735 |
99.735 |
99.735 |
99.735 |
unch |
0 |
1,293 |
+0 |
Total Volume and Open Interest |
36 |
7,502 |
+2 |
Long Gilt(LIFFE) |
Sep12 |
120814 |
120~23 |
121~04 |
120~15 |
120~18 |
-0~12 |
80,850 |
359,190 |
+3,005 |
Dec12 |
120814 |
119~22 |
119~22 |
119~17 |
119~17 |
-0~12 |
1 |
120 |
+0 |
Total Volume and Open Interest |
80,851 |
359,310 |
+3,005 |
3-Mth Short Sterling(LIFFE) |
Sep12 |
120814 |
99.32 |
99.33 |
99.32 |
99.33 |
+0.01 |
8,368 |
347,129 |
-12,286 |
Dec12 |
120814 |
99.35 |
99.38 |
99.35 |
99.36 |
+0.01 |
21,490 |
369,469 |
-221 |
Mar13 |
120814 |
99.38 |
99.40 |
99.37 |
99.38 |
unch |
30,043 |
301,999 |
-10,704 |
Jun13 |
120814 |
99.37 |
99.40 |
99.36 |
99.38 |
unch |
26,628 |
292,253 |
-13,120 |
Sep13 |
120814 |
99.36 |
99.40 |
99.35 |
99.37 |
unch |
35,777 |
359,174 |
-14,344 |
Dec13 |
120814 |
99.33 |
99.37 |
99.32 |
99.34 |
unch |
22,596 |
244,252 |
+2,975 |
Total Volume and Open Interest |
204,333 |
2,622,755 |
-49,586 |
3-Mth Euribor(LIFFE) |
Sep12 |
120814 |
99.720 |
99.725 |
99.715 |
99.720 |
+0.005 |
52,744 |
466,694 |
-1,935 |
Dec12 |
120814 |
99.745 |
99.755 |
99.735 |
99.745 |
+0.005 |
50,387 |
501,988 |
+3,006 |
Mar13 |
120814 |
99.740 |
99.745 |
99.725 |
99.735 |
unch |
43,543 |
444,892 |
+5,562 |
Total Volume and Open Interest |
467,696 |
3,578,182 |
+24,161 |
3-Mth Aus T-Bills(SFE) |
Sep12 |
120814 |
96.47 |
96.48 |
96.42 |
96.44 |
-0.04 |
23,074 |
141,275 |
-1,446 |
Dec12 |
120814 |
96.67 |
96.69 |
96.63 |
96.64 |
-0.04 |
14,595 |
160,126 |
-2,810 |
Mar13 |
120814 |
96.79 |
96.81 |
96.74 |
96.75 |
-0.04 |
10,709 |
107,049 |
-2,685 |
Jun13 |
120814 |
96.79 |
96.81 |
96.74 |
96.76 |
-0.04 |
3,724 |
84,499 |
-527 |
Sep13 |
120814 |
96.74 |
96.74 |
96.69 |
96.71 |
-0.03 |
2,527 |
55,834 |
-126 |
Dec13 |
120814 |
96.65 |
96.66 |
96.62 |
96.63 |
-0.05 |
1,924 |
43,999 |
-628 |
Mar14 |
120814 |
96.61 |
96.61 |
96.56 |
96.57 |
-0.04 |
1,114 |
27,271 |
-207 |
Jun14 |
120814 |
96.53 |
96.54 |
96.50 |
96.50 |
-0.05 |
692 |
15,623 |
+123 |
Sep14 |
120814 |
96.44 |
96.44 |
96.44 |
96.44 |
-0.05 |
91 |
1,938 |
+9 |
Dec14 |
120814 |
96.36 |
96.36 |
96.36 |
96.36 |
-0.05 |
151 |
596 |
+150 |
Total Volume and Open Interest |
58,601 |
638,259 |
-8,147 |
10-Year Aus T-Bonds(SFE) |
Sep12 |
120814 |
96.83 |
96.84 |
96.77 |
96.79 |
-0.04 |
36,933 |
375,268 |
-5,246 |
Dec12 |
120814 |
96.79 |
96.79 |
96.79 |
96.79 |
-0.04 |
|
|
|
Total Volume and Open Interest |
36,933 |
375,268 |
-5,246 |
3-Year Aus T-Bonds(SFE) |
Sep12 |
120814 |
97.31 |
97.33 |
97.26 |
97.27 |
-0.05 |
121,043 |
461,672 |
+1,006 |
Dec12 |
120814 |
97.27 |
97.27 |
97.27 |
97.27 |
-0.05 |
|
|
|
Total Volume and Open Interest |
121,043 |
461,672 |
+1,006 |
Gold(CMX) |
Aug12 |
120814 |
1612.8 |
1615.6 |
1591.2 |
1599.4 |
-10.2 |
1,219 |
1,999 |
-339 |
Oct12 |
120814 |
1610.3 |
1616.6 |
1591.5 |
1600.4 |
-10.2 |
6,193 |
28,800 |
+968 |
Dec12 |
120814 |
1612.6 |
1618.9 |
1593.6 |
1602.4 |
-10.2 |
112,185 |
255,329 |
+7,368 |
Feb13 |
120814 |
1614.3 |
1619.6 |
1598.0 |
1604.6 |
-10.2 |
1,570 |
21,399 |
-136 |
Apr13 |
120814 |
1619.7 |
1622.0 |
1600.0 |
1606.6 |
-10.2 |
444 |
13,914 |
-8 |
Jun13 |
120814 |
1621.0 |
1621.0 |
1603.0 |
1608.6 |
-10.2 |
71 |
18,909 |
+34 |
Aug13 |
120814 |
1608.0 |
1610.6 |
1608.0 |
1610.6 |
-10.2 |
13 |
4,113 |
+0 |
Oct13 |
120814 |
1612.7 |
1612.7 |
1612.7 |
1612.7 |
-10.2 |
2 |
746 |
+0 |
Dec13 |
120814 |
1628.5 |
1628.5 |
1612.4 |
1614.9 |
-10.2 |
76 |
9,243 |
-3 |
Feb14 |
120814 |
1617.4 |
1617.4 |
1617.4 |
1617.4 |
-10.1 |
8 |
55 |
+1 |
Apr14 |
120814 |
1619.9 |
1619.9 |
1619.9 |
1619.9 |
-10.1 |
0 |
2 |
+0 |
Jun14 |
120814 |
1622.5 |
1622.5 |
1622.5 |
1622.5 |
-10.1 |
6 |
8,555 |
+6 |
Total Volume and Open Interest |
122,253 |
397,239 |
+7,788 |
Silver(CMX) |
Sep12 |
120814 |
2776.5 |
2797.0 |
2757.5 |
2776.3 |
-0.4 |
40,803 |
46,545 |
-1,779 |
Dec12 |
120814 |
2786.5 |
2805.5 |
2768.0 |
2784.7 |
-0.4 |
11,132 |
44,053 |
+2,860 |
Mar13 |
120814 |
2798.5 |
2798.5 |
2778.5 |
2791.7 |
-0.5 |
1,775 |
4,993 |
+141 |
May13 |
120814 |
2794.2 |
2794.2 |
2794.2 |
2794.2 |
-0.5 |
135 |
3,396 |
+86 |
Jul13 |
120814 |
2796.2 |
2796.2 |
2796.2 |
2796.2 |
-0.4 |
10 |
4,748 |
+0 |
Sep13 |
120814 |
2798.2 |
2798.2 |
2798.2 |
2798.2 |
-0.3 |
32 |
1,976 |
+27 |
Dec13 |
120814 |
2790.0 |
2800.6 |
2790.0 |
2800.6 |
-0.2 |
52 |
12,049 |
+10 |
Total Volume and Open Interest |
53,981 |
126,842 |
+1,351 |
Platinum(NYMEX) |
Oct12 |
120814 |
1388.2 |
1416.4 |
1387.8 |
1399.1 |
+6.3 |
7,741 |
49,529 |
+607 |
Jan13 |
120814 |
1393.3 |
1416.0 |
1393.3 |
1402.1 |
+6.5 |
182 |
4,014 |
+109 |
Apr13 |
120814 |
1402.1 |
1404.7 |
1402.1 |
1404.7 |
+6.5 |
208 |
243 |
+206 |
Jul13 |
120814 |
1405.7 |
1405.7 |
1405.7 |
1405.7 |
+6.5 |
1 |
1 |
+0 |
Total Volume and Open Interest |
8,132 |
53,790 |
+922 |
Palladium(NYMEX) |
Sep12 |
120814 |
573.00 |
581.00 |
573.00 |
578.40 |
+3.70 |
1,888 |
18,956 |
+145 |
Dec12 |
120814 |
576.50 |
582.95 |
576.10 |
580.30 |
+3.65 |
222 |
4,611 |
+155 |
Mar13 |
120814 |
581.30 |
581.30 |
581.30 |
581.30 |
+3.65 |
|
|
|
Total Volume and Open Interest |
2,110 |
23,568 |
+300 |
Copper(CMX) |
Sep12 |
120814 |
335.35 |
338.00 |
333.65 |
335.90 |
+0.55 |
47,303 |
61,114 |
-1,300 |
Dec12 |
120814 |
336.70 |
339.00 |
334.80 |
337.10 |
+0.55 |
12,293 |
62,319 |
+5,261 |
Mar13 |
120814 |
336.05 |
340.10 |
336.05 |
338.15 |
+0.55 |
1,877 |
11,428 |
+418 |
May13 |
120814 |
338.95 |
338.95 |
338.95 |
338.95 |
+0.50 |
553 |
2,479 |
+264 |
Jul13 |
120814 |
339.20 |
339.55 |
339.20 |
339.45 |
+0.50 |
288 |
2,363 |
+261 |
Total Volume and Open Interest |
62,758 |
152,199 |
+4,956 |
DJIA Index(CBOT) |
Sep12 |
120814 |
13130 |
13186 |
13110 |
13133 |
-4 |
232 |
11,012 |
+15 |
Dec12 |
120814 |
13085 |
13085 |
13048 |
13048 |
-2 |
5 |
27 |
-1 |
Mar13 |
120814 |
12974 |
12976 |
12974 |
12974 |
-2 |
|
|
|
Jun13 |
120814 |
12898 |
12900 |
12898 |
12898 |
-2 |
|
|
|
Total Volume and Open Interest |
237 |
11,039 |
+14 |
E-mini DJIA Index(CBOT) |
Sep12 |
120814 |
13132 |
13191 |
13104 |
13133 |
-4 |
88,439 |
106,776 |
+1,448 |
Dec12 |
120814 |
13047 |
13096 |
13028 |
13048 |
-2 |
21 |
174 |
+6 |
Mar13 |
120814 |
12974 |
12974 |
12974 |
12974 |
-2 |
0 |
2 |
+0 |
Jun13 |
120814 |
12898 |
12898 |
12898 |
12898 |
-2 |
0 |
38 |
+0 |
Total Volume and Open Interest |
88,460 |
106,990 |
+1,454 |
S & P 500(CME) |
Sep12 |
120814 |
1402.10 |
1409.30 |
1398.00 |
1401.60 |
-1.00 |
7,633 |
220,896 |
-412 |
Dec12 |
120814 |
1394.50 |
1399.50 |
1392.00 |
1394.50 |
-1.00 |
2,977 |
13,969 |
+882 |
Mar13 |
120814 |
1387.60 |
1392.50 |
1385.00 |
1387.60 |
-0.90 |
0 |
942 |
+0 |
Jun13 |
120814 |
1380.70 |
1385.60 |
1378.10 |
1380.70 |
-0.90 |
0 |
18 |
+0 |
Total Volume and Open Interest |
10,610 |
235,838 |
+483 |
S & P 500 E-Mini(Globex) |
Sep12 |
120814 |
1402.00 |
1409.50 |
1397.25 |
1401.50 |
-1.00 |
1,246,593 |
2,839,596 |
+18,677 |
Dec12 |
120814 |
1395.00 |
1402.25 |
1390.50 |
1394.50 |
-1.00 |
1,391 |
28,744 |
+971 |
Total Volume and Open Interest |
1,248,118 |
2,869,789 |
+19,618 |
NASDAQ 100(CME) |
Sep12 |
120814 |
2728.50 |
2744.00 |
2722.00 |
2726.80 |
-1.20 |
212 |
9,470 |
+6 |
Dec12 |
120814 |
2719.50 |
2736.00 |
2719.50 |
2719.50 |
-1.00 |
0 |
7 |
+0 |
Mar13 |
120814 |
2714.00 |
2715.00 |
2714.00 |
2714.00 |
-1.00 |
|
|
|
Total Volume and Open Interest |
212 |
9,477 |
+6 |
NASDAQ 100 E-Mini(Globex) |
Sep12 |
120814 |
2728.00 |
2743.00 |
2720.80 |
2726.80 |
-1.20 |
145,597 |
403,816 |
+4,217 |
Dec12 |
120814 |
2722.00 |
2735.50 |
2717.50 |
2719.50 |
-1.00 |
4 |
295 |
+0 |
Total Volume and Open Interest |
145,601 |
404,120 |
+4,217 |
S & P Midcap 400(CME) |
Sep12 |
120814 |
957.90 |
959.20 |
957.90 |
957.90 |
-1.30 |
1 |
1,995 |
+0 |
Dec12 |
120814 |
954.00 |
955.30 |
954.00 |
954.00 |
-1.30 |
|
|
|
Mar13 |
120814 |
952.00 |
953.30 |
952.00 |
952.00 |
-1.30 |
|
|
|
Total Volume and Open Interest |
1 |
1,995 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep12 |
120814 |
8895 |
8995 |
8885 |
8950 |
+60 |
3,220 |
31,126 |
-378 |
Dec12 |
120814 |
8945 |
8945 |
8845 |
8905 |
+60 |
1 |
42 |
+1 |
Total Volume and Open Interest |
3,221 |
31,168 |
-377 |
Nikkei 225(SGX) |
Sep12 |
120814 |
8885 |
8965 |
8870 |
8945 |
+70 |
90,257 |
183,965 |
+281 |
Dec12 |
120814 |
8875 |
8900 |
8845 |
8880 |
+70 |
32 |
9,960 |
-4 |
Mar13 |
120814 |
8865 |
8865 |
8865 |
8865 |
+70 |
0 |
48 |
+0 |
Total Volume and Open Interest |
91,149 |
202,439 |
-4,935 |
CAC 40(EURONEXT) |
Aug12 |
120814 |
3449.0 |
3460.5 |
3432.0 |
3452.5 |
+27.0 |
97,237 |
274,520 |
-11,060 |
Sep12 |
120814 |
3442.5 |
3453.0 |
3426.0 |
3446.5 |
+27.5 |
21,945 |
49,304 |
+8,712 |
Oct12 |
120814 |
3428.5 |
3433.0 |
3425.0 |
3433.0 |
+26.0 |
0 |
5 |
+0 |
Total Volume and Open Interest |
119,182 |
323,938 |
-2,348 |
Hang Seng Index(HKFE) |
Aug12 |
120814 |
20160 |
20311 |
20080 |
20251 |
+216 |
57,078 |
86,634 |
+673 |
Sep12 |
120814 |
20099 |
20206 |
20000 |
20160 |
+210 |
1,000 |
10,203 |
+217 |
Total Volume and Open Interest |
58,684 |
102,840 |
+1,109 |
DAX(EUREX) |
Sep12 |
120814 |
6962.5 |
6997.0 |
6939.0 |
6969.5 |
+55.5 |
99,496 |
161,285 |
+131 |
Dec12 |
120814 |
6956.5 |
6995.5 |
6942.5 |
6970.0 |
+56.0 |
342 |
11,336 |
+112 |
Mar13 |
120814 |
6962.5 |
6997.0 |
6962.5 |
6971.5 |
+55.5 |
11 |
824 |
+4 |
Total Volume and Open Interest |
99,849 |
173,445 |
+247 |
FT-SE 100(EURONEXT) |
Sep12 |
120814 |
5823.50 |
5860.00 |
5818.50 |
5841.50 |
+31.50 |
65,027 |
636,921 |
+3,284 |
Dec12 |
120814 |
5809.00 |
5822.50 |
5802.00 |
5812.50 |
+32.50 |
29 |
835 |
+150 |
Mar13 |
120814 |
5770.50 |
5770.50 |
5770.50 |
5770.50 |
+32.00 |
0 |
227 |
+0 |
Total Volume and Open Interest |
65,056 |
637,983 |
+3,434 |
SPI 200(SFE) |
Sep12 |
120814 |
4252.0 |
4265.0 |
4240.0 |
4256.0 |
+6.0 |
21,460 |
243,963 |
+447 |
Dec12 |
120814 |
4254.0 |
4255.0 |
4251.0 |
4255.0 |
+6.0 |
223 |
6,049 |
-138 |
Mar13 |
120814 |
4218.0 |
4218.0 |
4218.0 |
4218.0 |
+6.0 |
0 |
1,404 |
+0 |
Total Volume and Open Interest |
22,186 |
254,023 |
+632 |
GSCI(CME) |
Aug12 |
120814 |
656.00 |
658.00 |
655.00 |
657.25 |
+2.10 |
1,894 |
1,827 |
-1,352 |
Sep12 |
120814 |
656.00 |
658.00 |
655.00 |
657.25 |
+2.25 |
1,849 |
7,114 |
+1,449 |
Oct12 |
120814 |
658.00 |
658.00 |
655.00 |
658.00 |
+2.25 |
|
|
|
Total Volume and Open Interest |
3,743 |
8,941 |
+97 |
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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|