|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed August 15, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep12 |
120815 |
1623.00 |
1661.50 |
1623.00 |
1659.75 |
+36.25 |
16,029 |
37,953 |
-1,188 |
Nov12 |
120815 |
1598.00 |
1636.00 |
1597.25 |
1634.50 |
+36.50 |
106,556 |
362,007 |
-4,954 |
Jan13 |
120815 |
1592.75 |
1627.25 |
1592.75 |
1625.50 |
+32.75 |
8,896 |
88,193 |
+813 |
Mar13 |
120815 |
1518.00 |
1545.75 |
1517.25 |
1541.00 |
+23.75 |
8,400 |
83,421 |
+1,585 |
May13 |
120815 |
1451.00 |
1474.00 |
1451.00 |
1467.50 |
+16.50 |
5,378 |
85,794 |
-339 |
Jul13 |
120815 |
1429.25 |
1449.25 |
1428.50 |
1441.50 |
+11.75 |
3,504 |
58,948 |
-270 |
Aug13 |
120815 |
1410.00 |
1410.00 |
1394.75 |
1410.00 |
+15.25 |
6 |
309 |
+0 |
Sep13 |
120815 |
1344.75 |
1344.75 |
1334.00 |
1344.75 |
+10.75 |
7 |
358 |
+0 |
Nov13 |
120815 |
1276.00 |
1299.00 |
1276.00 |
1287.50 |
+10.50 |
1,008 |
25,748 |
+393 |
Jan14 |
120815 |
1295.00 |
1295.00 |
1281.75 |
1292.25 |
+10.50 |
2 |
199 |
-1 |
Mar14 |
120815 |
1292.75 |
1292.75 |
1282.25 |
1292.75 |
+10.50 |
0 |
33 |
+0 |
May14 |
120815 |
1292.75 |
1292.75 |
1282.25 |
1292.75 |
+10.50 |
|
|
|
Jul14 |
120815 |
1296.75 |
1296.75 |
1286.25 |
1296.75 |
+10.50 |
0 |
9 |
+0 |
Aug14 |
120815 |
1291.50 |
1291.50 |
1281.00 |
1291.50 |
+10.50 |
|
|
|
Total Volume and Open Interest |
150,256 |
744,752 |
-4,147 |
Soybean Meal(CBOT) |
Sep12 |
120815 |
506.60 |
521.00 |
506.50 |
520.00 |
+13.40 |
15,757 |
41,138 |
-1,195 |
Oct12 |
120815 |
488.50 |
505.90 |
488.50 |
503.60 |
+15.10 |
6,918 |
34,128 |
+601 |
Dec12 |
120815 |
479.40 |
494.40 |
479.30 |
493.80 |
+14.40 |
29,244 |
111,803 |
-886 |
Jan13 |
120815 |
470.70 |
484.60 |
470.70 |
483.90 |
+12.50 |
1,423 |
14,426 |
+224 |
Mar13 |
120815 |
445.00 |
454.60 |
444.20 |
453.20 |
+9.00 |
1,383 |
13,638 |
-70 |
May13 |
120815 |
414.20 |
423.70 |
414.20 |
420.90 |
+6.30 |
2,872 |
14,263 |
+724 |
Jul13 |
120815 |
401.90 |
411.00 |
401.90 |
407.00 |
+4.70 |
1,702 |
13,832 |
-57 |
Aug13 |
120815 |
396.00 |
396.00 |
387.00 |
391.40 |
+4.40 |
166 |
720 |
-6 |
Sep13 |
120815 |
376.00 |
380.00 |
369.70 |
375.70 |
+6.00 |
68 |
710 |
+36 |
Oct13 |
120815 |
353.50 |
353.50 |
347.70 |
353.50 |
+5.80 |
42 |
1,910 |
+6 |
Total Volume and Open Interest |
60,269 |
252,778 |
-1,028 |
Soybean Oil(CBOT) |
Sep12 |
120815 |
52.83 |
53.21 |
52.68 |
53.07 |
+0.28 |
18,516 |
57,482 |
-656 |
Oct12 |
120815 |
52.99 |
53.43 |
52.85 |
53.29 |
+0.29 |
7,001 |
29,495 |
+1,148 |
Dec12 |
120815 |
53.48 |
53.87 |
53.28 |
53.71 |
+0.28 |
47,311 |
157,922 |
-4,813 |
Jan13 |
120815 |
53.72 |
54.10 |
53.66 |
53.95 |
+0.27 |
4,335 |
29,681 |
+760 |
Mar13 |
120815 |
53.75 |
54.24 |
53.75 |
54.09 |
+0.24 |
2,575 |
19,443 |
+133 |
May13 |
120815 |
54.12 |
54.30 |
53.88 |
54.11 |
+0.18 |
2,320 |
12,669 |
+66 |
Jul13 |
120815 |
54.14 |
54.46 |
54.08 |
54.25 |
+0.16 |
723 |
13,696 |
+154 |
Aug13 |
120815 |
54.23 |
54.23 |
54.05 |
54.18 |
+0.13 |
88 |
2,223 |
+32 |
Sep13 |
120815 |
53.98 |
53.98 |
53.87 |
53.98 |
+0.11 |
20 |
1,577 |
+7 |
Oct13 |
120815 |
53.54 |
53.54 |
53.49 |
53.54 |
+0.05 |
49 |
2,461 |
+8 |
Total Volume and Open Interest |
83,437 |
334,756 |
-3,166 |
Canola(WCE) |
Nov12 |
120815 |
603.5 |
609.9 |
602.4 |
608.0 |
+6.2 |
5,301 |
133,713 |
-139 |
Jan13 |
120815 |
610.4 |
614.3 |
609.1 |
612.7 |
+5.9 |
1,068 |
46,083 |
+304 |
Mar13 |
120815 |
612.5 |
616.1 |
611.3 |
614.5 |
+5.6 |
192 |
15,014 |
-22 |
May13 |
120815 |
611.2 |
613.6 |
608.9 |
610.5 |
+3.7 |
78 |
19,276 |
+20 |
Jul13 |
120815 |
609.9 |
609.9 |
605.2 |
607.7 |
+3.4 |
30 |
3,482 |
-95 |
Total Volume and Open Interest |
6,689 |
219,408 |
+66 |
Corn(CBOT) |
Sep12 |
120815 |
780.00 |
796.25 |
778.00 |
794.00 |
+14.25 |
122,370 |
183,563 |
-18,337 |
Dec12 |
120815 |
789.25 |
806.00 |
787.00 |
804.00 |
+15.00 |
199,451 |
653,368 |
+8,774 |
Mar13 |
120815 |
791.25 |
806.50 |
789.50 |
804.25 |
+13.00 |
25,017 |
159,454 |
+3,145 |
May13 |
120815 |
788.00 |
800.50 |
786.25 |
798.25 |
+10.00 |
5,517 |
37,740 |
+481 |
Jul13 |
120815 |
780.00 |
789.25 |
778.00 |
787.50 |
+7.50 |
6,943 |
93,674 |
+1,424 |
Sep13 |
120815 |
671.50 |
681.00 |
670.00 |
677.00 |
+4.25 |
431 |
12,610 |
+119 |
Dec13 |
120815 |
637.00 |
645.00 |
632.00 |
636.75 |
-1.25 |
3,979 |
73,078 |
+637 |
Mar14 |
120815 |
642.50 |
647.50 |
641.00 |
641.00 |
-1.75 |
20 |
1,615 |
+0 |
May14 |
120815 |
650.00 |
650.00 |
642.75 |
642.75 |
-1.75 |
1 |
363 |
+0 |
Jul14 |
120815 |
642.00 |
650.00 |
642.00 |
644.00 |
-1.75 |
24 |
984 |
+15 |
Total Volume and Open Interest |
363,844 |
1,221,152 |
-3,728 |
Wheat(CBOT) |
Sep12 |
120815 |
840.00 |
850.75 |
840.00 |
846.75 |
+7.00 |
74,319 |
83,886 |
-23,383 |
Dec12 |
120815 |
859.00 |
870.00 |
858.50 |
866.25 |
+8.00 |
73,078 |
230,983 |
+16,931 |
Mar13 |
120815 |
870.00 |
878.25 |
867.50 |
876.00 |
+8.50 |
10,310 |
51,890 |
+830 |
May13 |
120815 |
864.25 |
867.25 |
856.50 |
859.25 |
+0.25 |
1,562 |
12,137 |
-598 |
Jul13 |
120815 |
827.00 |
835.25 |
816.50 |
820.75 |
-6.50 |
2,729 |
46,935 |
+148 |
Sep13 |
120815 |
835.00 |
835.50 |
818.75 |
822.25 |
-6.25 |
189 |
1,448 |
+29 |
Total Volume and Open Interest |
163,452 |
455,721 |
-5,535 |
Wheat(KCBT) |
Sep12 |
120815 |
852.00 |
861.50 |
851.00 |
858.00 |
+6.00 |
15,414 |
48,890 |
-2,713 |
Dec12 |
120815 |
876.75 |
886.25 |
875.50 |
883.00 |
+6.25 |
12,680 |
70,869 |
+3,622 |
Mar13 |
120815 |
889.00 |
898.25 |
889.00 |
895.00 |
+5.50 |
2,809 |
18,141 |
+1,011 |
May13 |
120815 |
890.75 |
894.75 |
887.00 |
892.50 |
+5.00 |
474 |
7,063 |
+307 |
Jul13 |
120815 |
844.00 |
849.50 |
841.50 |
843.50 |
-2.00 |
250 |
12,670 |
+61 |
Sep13 |
120815 |
850.00 |
853.00 |
848.25 |
851.50 |
-1.00 |
26 |
498 |
+7 |
Total Volume and Open Interest |
31,680 |
159,026 |
+2,298 |
Wheat(MGE) |
Sep12 |
120815 |
902.75 |
915.75 |
902.75 |
913.50 |
+10.75 |
2,455 |
11,962 |
-351 |
Dec12 |
120815 |
915.00 |
926.00 |
912.25 |
923.50 |
+9.75 |
1,895 |
17,508 |
+282 |
Mar13 |
120815 |
920.00 |
934.00 |
920.00 |
932.00 |
+9.75 |
567 |
6,758 |
+342 |
May13 |
120815 |
928.50 |
939.00 |
928.50 |
936.25 |
+8.75 |
100 |
1,126 |
-2 |
Jul13 |
120815 |
929.00 |
940.75 |
929.00 |
939.00 |
+10.00 |
68 |
348 |
-4 |
Total Volume and Open Interest |
5,208 |
39,973 |
+271 |
Oats(CBOT) |
Sep12 |
120815 |
371.00 |
377.50 |
365.25 |
376.25 |
+7.75 |
56 |
1,036 |
+5 |
Dec12 |
120815 |
370.25 |
379.75 |
365.00 |
376.25 |
+7.75 |
569 |
8,858 |
-26 |
Mar13 |
120815 |
371.00 |
381.00 |
369.00 |
378.00 |
+8.00 |
54 |
514 |
+46 |
May13 |
120815 |
381.00 |
381.00 |
373.00 |
381.00 |
+8.00 |
8 |
25 |
+8 |
Total Volume and Open Interest |
687 |
10,445 |
+33 |
Rough Rice(CBOT) |
Sep12 |
120815 |
15.34 |
15.34 |
15.06 |
15.16 |
-0.12 |
2,038 |
9,045 |
-140 |
Nov12 |
120815 |
15.61 |
15.63 |
15.34 |
15.44 |
-0.12 |
1,394 |
4,557 |
+131 |
Jan13 |
120815 |
15.84 |
15.84 |
15.64 |
15.74 |
-0.12 |
1,157 |
979 |
+547 |
Mar13 |
120815 |
16.19 |
16.19 |
15.96 |
15.99 |
-0.13 |
2 |
112 |
+0 |
Total Volume and Open Interest |
4,594 |
14,723 |
+540 |
Live Cattle(CME) |
Aug12 |
120815 |
122.000 |
122.750 |
121.850 |
122.050 |
+0.120 |
6,352 |
10,581 |
-1,656 |
Oct12 |
120815 |
126.850 |
127.230 |
126.500 |
126.650 |
-0.250 |
21,367 |
134,390 |
-1,297 |
Dec12 |
120815 |
128.800 |
129.235 |
128.485 |
128.880 |
-0.070 |
9,954 |
73,466 |
-374 |
Feb13 |
120815 |
131.850 |
132.150 |
131.485 |
131.785 |
-0.015 |
6,668 |
35,969 |
+194 |
Apr13 |
120815 |
135.600 |
135.880 |
135.300 |
135.650 |
unch |
3,870 |
23,880 |
+1,495 |
Jun13 |
120815 |
132.685 |
132.985 |
132.235 |
132.500 |
-0.300 |
1,569 |
9,180 |
+283 |
Total Volume and Open Interest |
50,206 |
290,897 |
-1,202 |
Feeder Cattle(CME) |
Aug12 |
120815 |
142.735 |
143.035 |
141.900 |
142.075 |
-0.860 |
1,048 |
5,665 |
-209 |
Sep12 |
120815 |
145.075 |
145.450 |
144.235 |
144.485 |
-0.515 |
2,150 |
6,264 |
+145 |
Oct12 |
120815 |
145.785 |
146.050 |
145.050 |
145.535 |
-0.265 |
3,088 |
12,337 |
+192 |
Nov12 |
120815 |
146.935 |
147.350 |
146.285 |
146.575 |
-0.625 |
931 |
5,007 |
+46 |
Jan13 |
120815 |
149.750 |
149.750 |
148.500 |
148.750 |
-0.735 |
467 |
4,051 |
-63 |
Mar13 |
120815 |
151.750 |
151.935 |
151.000 |
151.450 |
-0.485 |
113 |
1,213 |
+35 |
Apr13 |
120815 |
153.650 |
153.650 |
153.050 |
153.050 |
-0.600 |
48 |
541 |
+21 |
Total Volume and Open Interest |
7,897 |
35,839 |
+199 |
Lean Hogs(CME) |
Oct12 |
120815 |
77.550 |
77.725 |
75.500 |
75.600 |
-1.830 |
16,853 |
95,986 |
-694 |
Dec12 |
120815 |
74.800 |
74.930 |
73.050 |
73.285 |
-1.545 |
5,395 |
49,713 |
+563 |
Feb13 |
120815 |
81.600 |
81.600 |
80.200 |
80.550 |
-0.800 |
3,722 |
30,971 |
+324 |
Apr13 |
120815 |
88.400 |
88.450 |
87.600 |
88.035 |
-0.515 |
1,864 |
21,243 |
+448 |
May13 |
120815 |
95.785 |
96.200 |
95.785 |
96.200 |
-0.300 |
81 |
874 |
+8 |
Jun13 |
120815 |
99.535 |
99.535 |
98.300 |
99.080 |
-0.420 |
1,461 |
12,570 |
+291 |
Jul13 |
120815 |
98.930 |
98.930 |
97.800 |
98.650 |
-0.350 |
110 |
3,688 |
-9 |
Aug13 |
120815 |
97.600 |
97.650 |
96.850 |
97.650 |
-0.150 |
54 |
2,289 |
+8 |
Total Volume and Open Interest |
31,172 |
226,721 |
+325 |
Class III Milk(CME) |
Aug12 |
120815 |
17.60 |
17.66 |
17.58 |
17.64 |
+0.06 |
149 |
4,166 |
+33 |
Sep12 |
120815 |
18.78 |
19.25 |
18.75 |
19.22 |
+0.47 |
307 |
5,126 |
+45 |
Oct12 |
120815 |
19.34 |
19.71 |
19.24 |
19.68 |
+0.44 |
215 |
4,286 |
+80 |
Nov12 |
120815 |
19.30 |
19.71 |
19.22 |
19.60 |
+0.38 |
80 |
3,338 |
+19 |
Dec12 |
120815 |
19.30 |
19.68 |
19.22 |
19.54 |
+0.32 |
66 |
3,083 |
-1 |
Total Volume and Open Interest |
955 |
26,135 |
+213 |
Cocoa(ICE) |
Sep12 |
120815 |
2425 |
2458 |
2416 |
2429 |
-1 |
12,514 |
20,207 |
-5,523 |
Dec12 |
120815 |
2441 |
2467 |
2420 |
2436 |
-5 |
20,434 |
88,889 |
+3,772 |
Mar13 |
120815 |
2463 |
2479 |
2435 |
2450 |
-4 |
2,761 |
40,187 |
-326 |
May13 |
120815 |
2478 |
2486 |
2450 |
2461 |
-5 |
944 |
15,815 |
-140 |
Jul13 |
120815 |
2499 |
2499 |
2464 |
2469 |
-4 |
476 |
8,937 |
+113 |
Sep13 |
120815 |
2507 |
2507 |
2472 |
2477 |
-4 |
234 |
4,641 |
+160 |
Dec13 |
120815 |
2502 |
2502 |
2480 |
2485 |
-4 |
2 |
6,029 |
+0 |
Total Volume and Open Interest |
37,368 |
189,942 |
-1,943 |
Coffee "C"(ICE) |
Sep12 |
120815 |
163.25 |
163.55 |
158.80 |
161.90 |
-1.15 |
18,861 |
26,712 |
-7,176 |
Dec12 |
120815 |
166.05 |
166.55 |
161.80 |
164.95 |
-1.05 |
19,294 |
72,972 |
+6,424 |
Mar13 |
120815 |
170.00 |
170.00 |
165.75 |
168.80 |
-1.05 |
5,557 |
24,293 |
+628 |
May13 |
120815 |
172.55 |
172.55 |
168.45 |
171.45 |
-1.10 |
941 |
6,245 |
+170 |
Jul13 |
120815 |
174.45 |
174.45 |
171.10 |
174.10 |
-1.05 |
288 |
4,691 |
+93 |
Sep13 |
120815 |
177.00 |
177.00 |
173.85 |
176.70 |
-1.00 |
136 |
1,317 |
+73 |
Total Volume and Open Interest |
45,232 |
137,864 |
+274 |
Orange Juice(ICE) |
Sep12 |
120815 |
115.75 |
125.30 |
115.75 |
125.30 |
+10.00 |
1,380 |
5,929 |
-1,044 |
Nov12 |
120815 |
105.05 |
109.95 |
103.50 |
109.35 |
+4.85 |
1,387 |
12,699 |
+884 |
Jan13 |
120815 |
105.55 |
111.45 |
105.05 |
110.65 |
+4.65 |
145 |
2,831 |
-15 |
Mar13 |
120815 |
107.45 |
112.60 |
107.15 |
112.60 |
+4.70 |
83 |
1,972 |
+80 |
May13 |
120815 |
109.25 |
114.60 |
109.25 |
114.60 |
+4.70 |
7 |
217 |
+2 |
Jul13 |
120815 |
116.50 |
116.50 |
116.50 |
116.50 |
+4.70 |
0 |
16 |
+0 |
Total Volume and Open Interest |
3,002 |
23,677 |
-93 |
Sugar #11(ICE) |
Oct12 |
120815 |
20.45 |
20.64 |
20.17 |
20.29 |
-0.03 |
45,827 |
303,268 |
-1,951 |
Mar13 |
120815 |
21.09 |
21.20 |
20.84 |
20.98 |
+0.08 |
19,436 |
159,635 |
+2,280 |
May13 |
120815 |
20.81 |
20.95 |
20.63 |
20.80 |
+0.17 |
7,845 |
49,461 |
+19 |
Jul13 |
120815 |
20.71 |
20.85 |
20.57 |
20.72 |
+0.18 |
5,053 |
75,005 |
+67 |
Oct13 |
120815 |
20.80 |
21.05 |
20.78 |
20.91 |
+0.18 |
2,569 |
37,556 |
-337 |
Mar14 |
120815 |
21.24 |
21.32 |
21.05 |
21.18 |
+0.16 |
885 |
24,535 |
+80 |
May14 |
120815 |
21.19 |
21.21 |
21.01 |
21.11 |
+0.13 |
600 |
6,793 |
+156 |
Jul14 |
120815 |
21.20 |
21.21 |
21.04 |
21.12 |
+0.11 |
481 |
6,188 |
+154 |
Total Volume and Open Interest |
83,242 |
671,588 |
+912 |
London Cocoa(LCE) |
Sep12 |
120815 |
1656 |
1660 |
1629 |
1638 |
-9 |
2,346 |
35,633 |
-324 |
Dec12 |
120815 |
1657 |
1663 |
1633 |
1642 |
-8 |
4,877 |
66,599 |
+1,194 |
Mar13 |
120815 |
1636 |
1641 |
1615 |
1624 |
-3 |
1,579 |
56,462 |
+204 |
May13 |
120815 |
1636 |
1640 |
1615 |
1624 |
-3 |
516 |
23,316 |
+90 |
Jul13 |
120815 |
1635 |
1641 |
1619 |
1626 |
-1 |
79 |
12,642 |
+113 |
Sep13 |
120815 |
1630 |
1630 |
1626 |
1626 |
+2 |
3 |
7,672 |
+266 |
Dec13 |
120815 |
1628 |
1629 |
1628 |
1629 |
+1 |
0 |
7,704 |
+32 |
Total Volume and Open Interest |
9,400 |
210,579 |
+1,575 |
London Sugar(LCE) |
Oct12 |
120815 |
576.70 |
578.80 |
561.40 |
565.30 |
-7.00 |
3,504 |
25,772 |
+195 |
Dec12 |
120815 |
561.10 |
563.90 |
553.60 |
557.20 |
unch |
1,909 |
11,016 |
-9 |
Mar13 |
120815 |
564.10 |
566.20 |
559.20 |
563.10 |
+2.80 |
945 |
14,817 |
+422 |
May13 |
120815 |
562.00 |
564.90 |
558.10 |
562.90 |
+3.70 |
89 |
3,893 |
-79 |
Aug13 |
120815 |
556.60 |
560.00 |
554.10 |
558.90 |
+4.20 |
51 |
2,367 |
+139 |
Total Volume and Open Interest |
6,507 |
60,541 |
+740 |
Cotton(ICE) |
Oct12 |
120815 |
72.62 |
72.96 |
71.67 |
72.71 |
+1.12 |
61 |
393 |
+6 |
Dec12 |
120815 |
73.30 |
73.69 |
72.13 |
73.11 |
+1.02 |
11,982 |
128,820 |
-815 |
Mar13 |
120815 |
73.04 |
74.31 |
73.04 |
73.98 |
+0.95 |
1,683 |
35,118 |
+895 |
May13 |
120815 |
74.34 |
74.50 |
73.60 |
74.43 |
+0.95 |
373 |
6,057 |
+21 |
Jul13 |
120815 |
74.96 |
75.09 |
74.40 |
75.04 |
+0.98 |
116 |
6,382 |
+31 |
Oct13 |
120815 |
76.18 |
76.18 |
76.18 |
76.18 |
+1.07 |
0 |
5 |
+0 |
Total Volume and Open Interest |
14,686 |
179,331 |
+297 |
Lumber(CME) |
Sep12 |
120815 |
307.2 |
317.0 |
305.5 |
315.0 |
+7.2 |
889 |
4,104 |
+10 |
Nov12 |
120815 |
302.1 |
308.0 |
298.6 |
305.9 |
+5.7 |
675 |
3,979 |
+264 |
Jan13 |
120815 |
310.5 |
318.0 |
310.5 |
316.9 |
+6.4 |
149 |
1,098 |
+73 |
Mar13 |
120815 |
317.5 |
324.9 |
317.5 |
324.1 |
+6.1 |
53 |
221 |
+27 |
Total Volume and Open Interest |
1,772 |
9,410 |
+378 |
Crude Oil(NYM) |
Sep12 |
120815 |
93.25 |
94.90 |
92.68 |
94.33 |
+0.90 |
280,268 |
147,323 |
-23,306 |
Oct12 |
120815 |
93.56 |
95.21 |
93.00 |
94.62 |
+0.88 |
94,566 |
201,025 |
+11,449 |
Nov12 |
120815 |
93.87 |
95.50 |
93.39 |
94.91 |
+0.84 |
42,333 |
129,577 |
-849 |
Dec12 |
120815 |
94.34 |
95.89 |
93.81 |
95.27 |
+0.81 |
53,803 |
189,004 |
+1,188 |
Jan13 |
120815 |
94.67 |
96.28 |
94.39 |
95.74 |
+0.80 |
17,369 |
93,213 |
+575 |
Feb13 |
120815 |
95.00 |
96.65 |
94.77 |
96.12 |
+0.80 |
6,723 |
36,884 |
-1,692 |
Mar13 |
120815 |
95.40 |
96.77 |
95.07 |
96.34 |
+0.78 |
13,340 |
40,617 |
+535 |
Apr13 |
120815 |
95.70 |
96.48 |
95.45 |
96.44 |
+0.76 |
6,690 |
20,396 |
+97 |
May13 |
120815 |
95.65 |
96.46 |
95.65 |
96.45 |
+0.73 |
6,600 |
23,194 |
+1,041 |
Jun13 |
120815 |
95.87 |
96.67 |
95.10 |
96.36 |
+0.71 |
20,084 |
67,939 |
-2,449 |
Jul13 |
120815 |
95.87 |
96.34 |
95.87 |
96.19 |
+0.67 |
2,296 |
27,308 |
-682 |
Aug13 |
120815 |
95.04 |
96.05 |
95.04 |
95.96 |
+0.63 |
1,674 |
19,054 |
+104 |
Sep13 |
120815 |
95.70 |
95.70 |
95.70 |
95.70 |
+0.62 |
2,071 |
24,959 |
+401 |
Oct13 |
120815 |
95.41 |
95.41 |
95.41 |
95.41 |
+0.61 |
849 |
13,459 |
-36 |
Nov13 |
120815 |
95.12 |
95.12 |
95.12 |
95.12 |
+0.60 |
1,769 |
18,628 |
+200 |
Dec13 |
120815 |
94.04 |
95.00 |
93.92 |
94.83 |
+0.58 |
20,631 |
138,036 |
+423 |
Total Volume and Open Interest |
579,642 |
1,459,414 |
-12,578 |
e-miNY Crude Oil(NYM) |
Aug12 |
120719 |
89.975 |
92.950 |
89.850 |
92.650 |
+2.775 |
5,759 |
2,099 |
+71 |
Sep12 |
120815 |
93.225 |
94.900 |
92.700 |
94.325 |
+0.900 |
7,372 |
3,969 |
+265 |
Oct12 |
120815 |
93.500 |
95.200 |
93.050 |
94.625 |
+0.875 |
974 |
3,331 |
+455 |
Nov12 |
120815 |
93.925 |
95.150 |
93.875 |
94.900 |
+0.825 |
130 |
4,510 |
-2 |
Dec12 |
120815 |
94.225 |
95.850 |
94.000 |
95.275 |
+0.825 |
153 |
6,259 |
+3 |
Jan13 |
120815 |
95.750 |
95.750 |
94.925 |
95.750 |
+0.800 |
24 |
1,708 |
+0 |
Feb13 |
120815 |
95.950 |
96.200 |
95.950 |
96.125 |
+0.800 |
1 |
70 |
+0 |
Mar13 |
120815 |
96.000 |
96.350 |
96.000 |
96.350 |
+0.800 |
0 |
6 |
+0 |
Apr13 |
120815 |
96.450 |
96.450 |
96.450 |
96.450 |
+0.775 |
0 |
2 |
+0 |
May13 |
120815 |
96.450 |
96.450 |
96.450 |
96.450 |
+0.725 |
|
|
|
Total Volume and Open Interest |
8,654 |
20,056 |
+721 |
Heating Oil(NYM) |
Sep12 |
120815 |
303.05 |
309.34 |
302.11 |
308.52 |
+5.06 |
53,939 |
79,376 |
-3,366 |
Oct12 |
120815 |
304.26 |
310.25 |
303.20 |
309.36 |
+4.88 |
29,772 |
51,658 |
+2,165 |
Nov12 |
120815 |
304.86 |
311.26 |
304.44 |
310.27 |
+4.75 |
20,088 |
43,803 |
+1,535 |
Dec12 |
120815 |
305.55 |
311.91 |
305.38 |
310.88 |
+4.63 |
22,283 |
42,651 |
+37 |
Jan13 |
120815 |
306.78 |
312.19 |
306.73 |
311.24 |
+4.48 |
9,221 |
25,714 |
+61 |
Feb13 |
120815 |
307.63 |
311.24 |
307.46 |
310.30 |
+4.29 |
2,970 |
10,990 |
-336 |
Mar13 |
120815 |
304.57 |
309.00 |
304.57 |
308.32 |
+4.12 |
5,836 |
20,775 |
-743 |
Apr13 |
120815 |
301.81 |
306.25 |
301.81 |
305.68 |
+3.87 |
2,324 |
19,354 |
-21 |
May13 |
120815 |
307.15 |
307.49 |
307.15 |
307.25 |
+3.59 |
1,005 |
8,627 |
+139 |
Jun13 |
120815 |
301.25 |
305.65 |
301.10 |
304.83 |
+3.12 |
1,030 |
8,837 |
+153 |
Jul13 |
120815 |
303.72 |
303.72 |
303.72 |
303.72 |
+2.68 |
15 |
2,495 |
+2 |
Aug13 |
120815 |
302.93 |
302.93 |
302.93 |
302.93 |
+2.24 |
38 |
854 |
-1 |
Sep13 |
120815 |
302.68 |
302.68 |
302.68 |
302.68 |
+1.99 |
24 |
794 |
+15 |
Oct13 |
120815 |
302.58 |
302.58 |
302.58 |
302.58 |
+1.87 |
10 |
461 |
+6 |
Total Volume and Open Interest |
148,943 |
321,251 |
-267 |
Gasoline(NYMEX) |
Sep12 |
120815 |
301.22 |
308.90 |
300.06 |
308.40 |
+8.26 |
55,807 |
70,897 |
-7,142 |
Oct12 |
120815 |
282.72 |
289.39 |
281.34 |
288.82 |
+6.84 |
37,093 |
59,512 |
+6,100 |
Nov12 |
120815 |
277.05 |
282.85 |
275.20 |
282.23 |
+6.21 |
18,288 |
40,262 |
+1,965 |
Dec12 |
120815 |
272.79 |
278.59 |
271.43 |
278.02 |
+5.73 |
10,433 |
45,383 |
+376 |
Jan13 |
120815 |
270.73 |
276.57 |
270.55 |
276.04 |
+5.37 |
4,722 |
16,969 |
+669 |
Feb13 |
120815 |
270.61 |
276.20 |
269.94 |
275.76 |
+5.12 |
2,326 |
7,803 |
+57 |
Mar13 |
120815 |
271.94 |
276.82 |
271.94 |
276.68 |
+4.89 |
1,556 |
8,221 |
+400 |
Apr13 |
120815 |
286.16 |
290.39 |
286.12 |
290.27 |
+4.53 |
652 |
5,164 |
-150 |
May13 |
120815 |
288.63 |
288.63 |
288.63 |
288.63 |
+4.27 |
409 |
2,734 |
+117 |
Jun13 |
120815 |
281.95 |
286.19 |
281.05 |
285.93 |
+3.98 |
557 |
5,621 |
-59 |
Total Volume and Open Interest |
131,917 |
270,689 |
+2,376 |
e-miNY RBOB Gasoline(NYM) |
Sep12 |
120815 |
308.40 |
308.40 |
308.40 |
308.40 |
+8.30 |
|
|
|
Oct12 |
120815 |
288.80 |
288.82 |
288.80 |
288.80 |
+6.80 |
|
|
|
Nov12 |
120815 |
282.20 |
282.23 |
282.20 |
282.20 |
+6.20 |
|
|
|
Dec12 |
120815 |
278.00 |
278.02 |
278.00 |
278.00 |
+5.70 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
Sep12 |
120815 |
2.834 |
2.840 |
2.740 |
2.748 |
-0.086 |
159,447 |
139,499 |
-26,828 |
Oct12 |
120815 |
2.867 |
2.876 |
2.780 |
2.787 |
-0.084 |
94,427 |
160,181 |
+753 |
Nov12 |
120815 |
3.065 |
3.065 |
2.973 |
2.981 |
-0.085 |
78,965 |
207,752 |
+17,353 |
Dec12 |
120815 |
3.347 |
3.347 |
3.262 |
3.272 |
-0.071 |
20,088 |
54,579 |
+1,097 |
Jan13 |
120815 |
3.448 |
3.449 |
3.400 |
3.409 |
-0.064 |
19,902 |
142,145 |
-124 |
Feb13 |
120815 |
3.446 |
3.461 |
3.416 |
3.423 |
-0.062 |
3,737 |
28,891 |
-221 |
Mar13 |
120815 |
3.447 |
3.447 |
3.401 |
3.408 |
-0.061 |
8,188 |
52,840 |
+624 |
Apr13 |
120815 |
3.463 |
3.463 |
3.387 |
3.394 |
-0.058 |
5,274 |
65,872 |
-793 |
May13 |
120815 |
3.440 |
3.456 |
3.425 |
3.432 |
-0.055 |
1,179 |
18,008 |
+179 |
Jun13 |
120815 |
3.508 |
3.510 |
3.473 |
3.478 |
-0.054 |
1,901 |
12,221 |
+788 |
Jul13 |
120815 |
3.540 |
3.541 |
3.514 |
3.518 |
-0.053 |
825 |
14,239 |
-84 |
Aug13 |
120815 |
3.560 |
3.562 |
3.532 |
3.540 |
-0.051 |
491 |
11,355 |
+27 |
Sep13 |
120815 |
3.565 |
3.565 |
3.539 |
3.546 |
-0.049 |
468 |
8,725 |
+97 |
Oct13 |
120815 |
3.590 |
3.590 |
3.566 |
3.571 |
-0.049 |
940 |
40,297 |
+111 |
Nov13 |
120815 |
3.702 |
3.702 |
3.682 |
3.689 |
-0.049 |
122 |
18,480 |
+1 |
Dec13 |
120815 |
3.903 |
3.903 |
3.886 |
3.894 |
-0.046 |
150 |
17,436 |
-10 |
Total Volume and Open Interest |
396,689 |
1,079,218 |
-6,952 |
Brent Crude Oil(ICE) |
Sep12 |
120815 |
113.94 |
116.72 |
113.49 |
116.25 |
+2.22 |
146,511 |
74,362 |
-33,506 |
Oct12 |
120815 |
111.93 |
114.78 |
111.60 |
114.31 |
+2.16 |
161,052 |
258,113 |
+21,807 |
Nov12 |
120815 |
111.45 |
113.85 |
110.83 |
113.38 |
+2.03 |
64,838 |
165,315 |
+6,839 |
Dec12 |
120815 |
110.60 |
113.22 |
110.36 |
112.76 |
+1.90 |
65,308 |
129,299 |
-456 |
Jan13 |
120815 |
110.13 |
112.67 |
109.96 |
112.21 |
+1.77 |
14,692 |
42,003 |
+113 |
Feb13 |
120815 |
109.79 |
112.17 |
109.57 |
111.71 |
+1.67 |
11,024 |
36,037 |
+2,137 |
Mar13 |
120815 |
109.39 |
111.61 |
109.17 |
111.21 |
+1.58 |
9,696 |
33,078 |
+410 |
Apr13 |
120815 |
109.16 |
111.02 |
108.84 |
110.71 |
+1.51 |
5,482 |
17,238 |
-54 |
May13 |
120815 |
108.74 |
110.55 |
108.56 |
110.19 |
+1.43 |
3,828 |
16,466 |
+40 |
Jun13 |
120815 |
108.32 |
110.08 |
107.99 |
109.68 |
+1.36 |
12,962 |
54,925 |
-1,898 |
Jul13 |
120815 |
109.20 |
109.20 |
109.20 |
109.20 |
+1.27 |
5,637 |
16,264 |
+939 |
Aug13 |
120815 |
108.73 |
108.73 |
108.73 |
108.73 |
+1.20 |
3,049 |
13,734 |
+460 |
Sep13 |
120815 |
108.26 |
108.26 |
108.26 |
108.26 |
+1.14 |
1,959 |
16,789 |
-45 |
Oct13 |
120815 |
107.81 |
107.81 |
107.81 |
107.81 |
+1.11 |
696 |
8,452 |
+223 |
Total Volume and Open Interest |
526,556 |
1,141,933 |
-2,142 |
Gas Oil(ICE) |
Sep12 |
120815 |
958.25 |
979.25 |
955.50 |
969.00 |
+11.50 |
70,447 |
127,386 |
-5,781 |
Oct12 |
120815 |
958.75 |
979.25 |
956.00 |
969.25 |
+11.50 |
68,777 |
117,255 |
-646 |
Nov12 |
120815 |
955.00 |
975.50 |
954.00 |
966.25 |
+11.00 |
40,875 |
56,935 |
+6,672 |
Dec12 |
120815 |
951.50 |
971.25 |
950.00 |
962.50 |
+10.75 |
44,939 |
73,714 |
-640 |
Jan13 |
120815 |
950.25 |
968.50 |
949.50 |
960.25 |
+10.25 |
11,956 |
34,325 |
+828 |
Feb13 |
120815 |
947.25 |
965.00 |
947.00 |
957.00 |
+9.75 |
6,855 |
19,214 |
-1,082 |
Mar13 |
120815 |
943.25 |
960.25 |
942.50 |
952.50 |
+9.25 |
4,743 |
19,719 |
-298 |
Apr13 |
120815 |
940.75 |
955.00 |
937.75 |
947.50 |
+8.75 |
2,676 |
14,757 |
+229 |
May13 |
120815 |
933.50 |
949.25 |
933.00 |
942.25 |
+8.00 |
2,772 |
11,319 |
+396 |
Jun13 |
120815 |
930.00 |
943.50 |
928.50 |
937.75 |
+7.50 |
5,970 |
33,432 |
+177 |
Total Volume and Open Interest |
264,302 |
591,079 |
+972 |
Ethanol(CBOT) |
Aug12 |
120803 |
2.614 |
2.614 |
2.614 |
2.614 |
+0.049 |
76 |
45 |
-45 |
Sep12 |
120815 |
2.581 |
2.590 |
2.576 |
2.589 |
+0.013 |
241 |
1,216 |
-85 |
Oct12 |
120815 |
2.555 |
2.565 |
2.551 |
2.563 |
+0.013 |
614 |
1,026 |
-487 |
Nov12 |
120815 |
2.530 |
2.540 |
2.530 |
2.536 |
+0.027 |
97 |
1,786 |
+54 |
Dec12 |
120815 |
2.508 |
2.525 |
2.508 |
2.523 |
+0.030 |
34 |
1,526 |
+12 |
Jan13 |
120815 |
2.504 |
2.514 |
2.503 |
2.511 |
+0.031 |
43 |
1,628 |
+13 |
Feb13 |
120815 |
2.490 |
2.498 |
2.490 |
2.495 |
+0.034 |
64 |
1,300 |
+3 |
Mar13 |
120815 |
2.471 |
2.495 |
2.471 |
2.489 |
+0.034 |
51 |
1,414 |
+17 |
Total Volume and Open Interest |
1,189 |
12,187 |
-449 |
WTI Crude Oil(ICE) |
Sep12 |
120815 |
93.19 |
94.90 |
92.69 |
94.33 |
+0.90 |
51,076 |
33,423 |
-6,176 |
Oct12 |
120815 |
93.36 |
95.21 |
93.01 |
94.62 |
+0.88 |
30,698 |
59,067 |
+1,261 |
Nov12 |
120815 |
93.82 |
95.52 |
93.47 |
94.91 |
+0.84 |
12,788 |
30,479 |
+2,342 |
Dec12 |
120815 |
93.90 |
95.88 |
93.90 |
95.27 |
+0.81 |
15,776 |
95,814 |
-42 |
Jan13 |
120815 |
94.74 |
96.32 |
94.63 |
95.74 |
+0.80 |
4,707 |
19,637 |
+418 |
Feb13 |
120815 |
95.30 |
96.65 |
95.02 |
96.12 |
+0.80 |
1,978 |
11,827 |
-35 |
Mar13 |
120815 |
95.33 |
96.34 |
95.25 |
96.34 |
+0.78 |
2,983 |
11,663 |
-69 |
Apr13 |
120815 |
95.38 |
96.44 |
95.38 |
96.44 |
+0.76 |
2,234 |
4,300 |
+144 |
May13 |
120815 |
95.43 |
96.45 |
95.43 |
96.45 |
+0.73 |
2,617 |
5,185 |
+159 |
Jun13 |
120815 |
95.38 |
96.64 |
95.31 |
96.36 |
+0.71 |
5,886 |
25,709 |
-1,672 |
Jul13 |
120815 |
96.19 |
96.19 |
96.19 |
96.19 |
+0.67 |
449 |
2,407 |
-105 |
Aug13 |
120815 |
95.96 |
95.96 |
95.96 |
95.96 |
+0.63 |
359 |
3,739 |
-50 |
Sep13 |
120815 |
95.70 |
95.70 |
95.70 |
95.70 |
+0.62 |
231 |
7,842 |
+26 |
Oct13 |
120815 |
95.41 |
95.41 |
95.41 |
95.41 |
+0.61 |
181 |
1,968 |
-20 |
Nov13 |
120815 |
95.12 |
95.12 |
95.12 |
95.12 |
+0.60 |
148 |
2,990 |
-5 |
Dec13 |
120815 |
94.14 |
94.91 |
93.97 |
94.83 |
+0.58 |
4,417 |
63,585 |
+461 |
Total Volume and Open Interest |
137,540 |
462,371 |
-3,166 |
US Dollar Index(ICE) |
Sep12 |
120815 |
82.595 |
82.845 |
82.510 |
82.710 |
+0.183 |
13,095 |
59,760 |
-1,048 |
Dec12 |
120815 |
82.800 |
83.105 |
82.800 |
83.010 |
+0.162 |
2 |
770 |
+0 |
Mar13 |
120815 |
83.390 |
83.390 |
83.390 |
83.390 |
+0.152 |
|
|
|
Total Volume and Open Interest |
13,097 |
60,530 |
-1,048 |
Australian Dollar(CME) |
Sep12 |
120815 |
104.58 |
104.83 |
104.23 |
104.77 |
+0.10 |
94,022 |
168,475 |
+609 |
Dec12 |
120815 |
103.55 |
103.91 |
103.37 |
103.91 |
+0.10 |
127 |
892 |
-40 |
Mar13 |
120815 |
103.10 |
103.10 |
103.01 |
103.10 |
+0.09 |
0 |
4 |
+0 |
Total Volume and Open Interest |
94,149 |
169,382 |
+569 |
British Pound(CME) |
Sep12 |
120815 |
156.72 |
157.00 |
156.58 |
156.86 |
-0.03 |
77,406 |
114,876 |
-819 |
Dec12 |
120815 |
156.56 |
156.85 |
156.56 |
156.82 |
-0.03 |
27 |
445 |
-2 |
Mar13 |
120815 |
156.88 |
156.88 |
156.78 |
156.78 |
-0.02 |
31 |
78 |
+31 |
Total Volume and Open Interest |
77,464 |
115,406 |
-790 |
Canadian Dollar(CME) |
Sep12 |
120815 |
100.74 |
101.08 |
100.57 |
101.07 |
+0.26 |
67,680 |
109,179 |
+34 |
Dec12 |
120815 |
100.40 |
100.85 |
100.40 |
100.85 |
+0.26 |
703 |
8,574 |
+237 |
Mar13 |
120815 |
100.40 |
100.61 |
100.35 |
100.61 |
+0.26 |
26 |
1,455 |
-13 |
Jun13 |
120815 |
100.13 |
100.33 |
100.09 |
100.33 |
+0.24 |
1 |
372 |
-1 |
Total Volume and Open Interest |
68,410 |
119,644 |
+257 |
Japanese Yen(CME) |
Sep12 |
120815 |
127.09 |
127.27 |
126.53 |
126.77 |
-0.20 |
50,812 |
145,945 |
-1,851 |
Dec12 |
120815 |
127.01 |
127.38 |
126.77 |
126.91 |
-0.20 |
87 |
1,365 |
-5 |
Mar13 |
120815 |
127.10 |
127.30 |
127.10 |
127.10 |
-0.20 |
6 |
36 |
+6 |
Total Volume and Open Interest |
50,905 |
147,352 |
-1,850 |
Swiss Franc(CME) |
Sep12 |
120815 |
102.60 |
102.81 |
102.17 |
102.37 |
-0.37 |
29,414 |
57,034 |
+1,793 |
Dec12 |
120815 |
103.00 |
103.00 |
102.54 |
102.60 |
-0.37 |
1 |
214 |
+1 |
Mar13 |
120815 |
102.88 |
103.26 |
102.88 |
102.88 |
-0.38 |
0 |
2 |
+0 |
Total Volume and Open Interest |
29,415 |
57,250 |
+1,794 |
EuroFX(CME) |
Sep12 |
120815 |
123.22 |
123.48 |
122.67 |
122.93 |
-0.42 |
185,556 |
316,770 |
+857 |
Dec12 |
120815 |
123.38 |
123.50 |
122.85 |
123.08 |
-0.42 |
626 |
5,290 |
-92 |
Mar13 |
120815 |
123.18 |
123.68 |
123.18 |
123.25 |
-0.43 |
2 |
94 |
+2 |
Total Volume and Open Interest |
186,186 |
322,689 |
+767 |
Mexican Peso(CME) |
Sep12 |
120815 |
757.0 |
759.5 |
755.2 |
758.2 |
-0.8 |
39,302 |
183,274 |
-7,156 |
Oct12 |
120815 |
756.2 |
757.0 |
756.2 |
756.2 |
-0.8 |
|
|
|
Total Volume and Open Interest |
54,971 |
201,199 |
+5,119 |
Brazilian Real(CME) |
Sep12 |
120815 |
493.05 |
493.45 |
491.20 |
493.25 |
+1.20 |
78 |
3,821 |
-20 |
Oct12 |
120815 |
490.70 |
491.30 |
489.05 |
491.10 |
+1.15 |
10 |
892 |
+10 |
Nov12 |
120815 |
489.30 |
489.30 |
488.10 |
489.30 |
+1.20 |
|
|
|
Dec12 |
120815 |
486.20 |
487.45 |
486.20 |
487.45 |
+1.20 |
0 |
60 |
+0 |
Total Volume and Open Interest |
88 |
17,113 |
-10 |
30-Year T-Bonds(CBOT) |
Sep12 |
120815 |
147~110 |
147~180 |
145~300 |
146~040 |
-1~120 |
191,440 |
590,691 |
-3,067 |
Dec12 |
120815 |
148~080 |
148~110 |
146~220 |
146~270 |
-1~150 |
541 |
6,468 |
+72 |
Mar13 |
120815 |
146~030 |
147~180 |
146~030 |
146~030 |
-1~150 |
0 |
3 |
+0 |
Total Volume and Open Interest |
191,981 |
597,162 |
-2,995 |
10-Year T-Notes(CBOT) |
Sep12 |
120815 |
133~025 |
133~060 |
132~150 |
132~185 |
-0~180 |
529,257 |
1,611,037 |
-32,827 |
Dec12 |
120815 |
131~285 |
132~020 |
131~120 |
131~155 |
-0~185 |
3,748 |
25,453 |
+580 |
Mar13 |
120815 |
130~205 |
131~070 |
130~205 |
130~205 |
-0~185 |
|
|
|
Total Volume and Open Interest |
533,005 |
1,636,490 |
-32,247 |
5-Year T-Notes(CBOT) |
Sep12 |
120815 |
124~011 |
124~017 |
123~109 |
123~115 |
-0~029 |
224,891 |
1,204,601 |
+2,523 |
Dec12 |
120815 |
123~096 |
123~098 |
123~061 |
123~065 |
-0~033 |
368 |
19,593 |
+217 |
Mar13 |
120815 |
122~113 |
123~018 |
122~113 |
122~113 |
-0~033 |
|
|
|
Total Volume and Open Interest |
225,259 |
1,224,194 |
+2,740 |
2 Year T-Notes(CBOT) |
Sep12 |
120815 |
110~024 |
110~025 |
110~020 |
110~021 |
-0~004 |
115,853 |
954,280 |
-19,838 |
Dec12 |
120815 |
110~020 |
110~023 |
110~019 |
110~019 |
-0~004 |
8,321 |
64,236 |
+3,007 |
Mar13 |
120815 |
109~085 |
109~089 |
109~085 |
109~085 |
-0~004 |
|
|
|
Total Volume and Open Interest |
124,174 |
1,018,516 |
-16,831 |
Eurodollars(CME) |
Sep12 |
120815 |
99.588 |
99.590 |
99.585 |
99.588 |
-0.002 |
94,941 |
819,667 |
-11,162 |
Dec12 |
120815 |
99.595 |
99.600 |
99.585 |
99.595 |
-0.005 |
128,355 |
887,207 |
-11,133 |
Mar13 |
120815 |
99.580 |
99.585 |
99.565 |
99.575 |
-0.015 |
95,514 |
707,941 |
-4,273 |
Jun13 |
120815 |
99.565 |
99.570 |
99.540 |
99.555 |
-0.015 |
89,415 |
651,087 |
-660 |
Sep13 |
120815 |
99.535 |
99.540 |
99.510 |
99.525 |
-0.015 |
68,696 |
684,379 |
-730 |
Dec13 |
120815 |
99.490 |
99.490 |
99.460 |
99.475 |
-0.020 |
61,956 |
636,382 |
+1,026 |
Mar14 |
120815 |
99.445 |
99.450 |
99.410 |
99.425 |
-0.030 |
58,781 |
549,622 |
-850 |
Jun14 |
120815 |
99.390 |
99.390 |
99.340 |
99.360 |
-0.040 |
50,141 |
442,092 |
+791 |
Sep14 |
120815 |
99.325 |
99.330 |
99.265 |
99.285 |
-0.050 |
47,120 |
351,380 |
+184 |
Dec14 |
120815 |
99.240 |
99.250 |
99.175 |
99.200 |
-0.055 |
41,027 |
344,454 |
-1,896 |
Mar15 |
120815 |
99.170 |
99.180 |
99.100 |
99.125 |
-0.060 |
38,096 |
340,280 |
+3,154 |
Jun15 |
120815 |
0.766 |
0.776 |
0.686 |
0.716 |
-0.065 |
31,852 |
319,646 |
-199 |
Sep15 |
120815 |
0.636 |
0.651 |
0.551 |
0.581 |
-0.075 |
42,000 |
243,948 |
-6,026 |
Dec15 |
120815 |
0.486 |
0.501 |
0.391 |
0.421 |
-0.085 |
24,782 |
176,089 |
+2,542 |
Mar16 |
120815 |
0.346 |
0.366 |
0.246 |
0.271 |
-0.095 |
24,276 |
115,217 |
+2,454 |
Jun16 |
120815 |
0.201 |
0.221 |
0.086 |
0.116 |
-0.105 |
15,376 |
101,537 |
+585 |
Sep16 |
120815 |
0.051 |
0.066 |
6.490 |
6.510 |
+6.439 |
8,966 |
89,075 |
+1,031 |
Dec16 |
120815 |
6.440 |
6.460 |
6.320 |
6.345 |
-0.120 |
13,708 |
82,679 |
-806 |
Total Volume and Open Interest |
952,237 |
7,747,893 |
-25,960 |
30 Day Federal Funds(CBOT) |
Aug12 |
120815 |
99.860 |
99.863 |
99.857 |
99.860 |
+0.003 |
4,369 |
75,882 |
+41 |
Sep12 |
120815 |
99.855 |
99.865 |
99.855 |
99.855 |
unch |
1,222 |
46,482 |
-505 |
Oct12 |
120815 |
99.860 |
99.865 |
99.855 |
99.860 |
+0.005 |
1,144 |
53,724 |
-469 |
Nov12 |
120815 |
99.860 |
99.865 |
99.855 |
99.860 |
unch |
192 |
39,543 |
+17 |
Dec12 |
120815 |
99.865 |
99.870 |
99.860 |
99.865 |
unch |
687 |
27,425 |
+303 |
Jan13 |
120815 |
99.865 |
99.865 |
99.860 |
99.865 |
unch |
572 |
18,479 |
-348 |
Total Volume and Open Interest |
10,151 |
439,962 |
-704 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep12 |
120815 |
99.680 |
99.680 |
99.680 |
99.680 |
unch |
|
|
|
Dec12 |
120815 |
99.702 |
99.702 |
99.702 |
99.702 |
unch |
|
|
|
Mar13 |
120815 |
99.725 |
99.725 |
99.725 |
99.725 |
unch |
|
|
|
Jun13 |
120815 |
99.760 |
99.760 |
99.760 |
99.760 |
unch |
|
|
|
Sep13 |
120815 |
99.730 |
99.730 |
99.730 |
99.730 |
unch |
|
|
|
Dec13 |
120815 |
99.730 |
99.730 |
99.730 |
99.730 |
unch |
|
|
|
Mar14 |
120815 |
99.730 |
99.730 |
99.730 |
99.730 |
unch |
|
|
|
Jun14 |
120815 |
99.590 |
99.590 |
99.590 |
99.590 |
unch |
|
|
|
Sep14 |
120815 |
99.450 |
99.450 |
99.450 |
99.450 |
unch |
|
|
|
Dec14 |
120815 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Sep12 |
120815 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,721 |
+0 |
Dec12 |
120815 |
99.70 |
99.70 |
99.70 |
99.70 |
unch |
0 |
710 |
+0 |
Mar13 |
120815 |
99.72 |
99.72 |
99.72 |
99.72 |
unch |
0 |
183 |
+0 |
Jun13 |
120815 |
99.76 |
99.76 |
99.76 |
99.76 |
unch |
0 |
201 |
+0 |
Sep13 |
120815 |
99.73 |
99.73 |
99.73 |
99.73 |
unch |
0 |
305 |
+0 |
Dec13 |
120815 |
99.73 |
99.73 |
99.73 |
99.73 |
unch |
0 |
384 |
+0 |
Mar14 |
120815 |
99.73 |
99.73 |
99.73 |
99.73 |
unch |
0 |
344 |
+0 |
Jun14 |
120815 |
99.59 |
99.59 |
99.59 |
99.59 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
3,852 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep12 |
120815 |
143.92 |
143.93 |
143.55 |
143.59 |
-0.37 |
1,615 |
18,630 |
-176 |
Dec12 |
120815 |
143.18 |
143.18 |
143.18 |
143.18 |
-0.37 |
0 |
7 |
+0 |
Mar13 |
120815 |
141.09 |
141.09 |
141.09 |
141.09 |
-0.37 |
|
|
|
Total Volume and Open Interest |
1,615 |
18,637 |
-176 |
Euro-Bund(EUREX) |
Sep12 |
120815 |
142.38 |
142.45 |
141.33 |
141.41 |
-1.02 |
435,989 |
849,314 |
-12,960 |
Dec12 |
120815 |
140.69 |
140.69 |
139.62 |
139.67 |
-1.02 |
208 |
9,324 |
+42 |
Mar13 |
120815 |
139.65 |
139.65 |
139.65 |
139.65 |
-1.02 |
|
|
|
Total Volume and Open Interest |
436,197 |
858,638 |
-12,918 |
Euro-Bobl(EUREX) |
Sep12 |
120815 |
127.08 |
127.11 |
126.62 |
126.67 |
-0.43 |
245,262 |
607,733 |
-15,129 |
Dec12 |
120815 |
125.33 |
125.33 |
124.98 |
125.01 |
-0.43 |
1 |
9,099 |
+1 |
Mar13 |
120815 |
125.01 |
125.01 |
125.01 |
125.01 |
-0.43 |
|
|
|
Total Volume and Open Interest |
245,263 |
616,832 |
-15,128 |
3-Mth Euribor(EUREX) |
Sep12 |
120815 |
99.715 |
99.715 |
99.715 |
99.715 |
-0.005 |
0 |
3,182 |
+0 |
Dec12 |
120815 |
99.740 |
99.740 |
99.740 |
99.740 |
-0.005 |
0 |
1,420 |
+0 |
Mar13 |
120815 |
99.730 |
99.730 |
99.730 |
99.730 |
-0.005 |
0 |
1,293 |
+0 |
Total Volume and Open Interest |
0 |
7,502 |
+0 |
Long Gilt(LIFFE) |
Sep12 |
120815 |
120~05 |
120~13 |
119~22 |
119~25 |
-0~25 |
97,592 |
352,594 |
-6,596 |
Dec12 |
120815 |
119~09 |
119~09 |
118~22 |
118~25 |
-0~25 |
39 |
120 |
+0 |
Total Volume and Open Interest |
97,631 |
352,714 |
-6,596 |
3-Mth Short Sterling(LIFFE) |
Sep12 |
120815 |
99.32 |
99.33 |
99.32 |
99.33 |
unch |
22,907 |
347,479 |
+350 |
Dec12 |
120815 |
99.35 |
99.38 |
99.35 |
99.37 |
+0.01 |
47,779 |
370,115 |
+646 |
Mar13 |
120815 |
99.38 |
99.40 |
99.36 |
99.39 |
+0.01 |
37,733 |
296,828 |
-5,171 |
Jun13 |
120815 |
99.38 |
99.40 |
99.36 |
99.38 |
unch |
83,859 |
286,489 |
-5,764 |
Sep13 |
120815 |
99.36 |
99.38 |
99.34 |
99.36 |
-0.01 |
67,038 |
357,102 |
-2,072 |
Dec13 |
120815 |
99.32 |
99.34 |
99.31 |
99.32 |
-0.02 |
58,775 |
241,453 |
-2,799 |
Total Volume and Open Interest |
449,694 |
2,603,864 |
-18,891 |
3-Mth Euribor(LIFFE) |
Sep12 |
120815 |
99.720 |
99.725 |
99.715 |
99.715 |
-0.005 |
35,702 |
451,257 |
-15,437 |
Dec12 |
120815 |
99.745 |
99.750 |
99.735 |
99.740 |
-0.005 |
35,824 |
507,539 |
+5,551 |
Mar13 |
120815 |
99.735 |
99.740 |
99.720 |
99.730 |
-0.005 |
31,066 |
440,350 |
-4,542 |
Total Volume and Open Interest |
429,924 |
3,530,938 |
-47,244 |
3-Mth Aus T-Bills(SFE) |
Sep12 |
120815 |
96.44 |
96.44 |
96.40 |
96.43 |
-0.01 |
18,661 |
138,284 |
-2,991 |
Dec12 |
120815 |
96.64 |
96.64 |
96.58 |
96.62 |
-0.02 |
19,435 |
157,539 |
-2,587 |
Mar13 |
120815 |
96.75 |
96.76 |
96.69 |
96.73 |
-0.02 |
9,489 |
107,101 |
+52 |
Jun13 |
120815 |
96.75 |
96.75 |
96.70 |
96.73 |
-0.03 |
4,262 |
84,447 |
-52 |
Sep13 |
120815 |
96.70 |
96.70 |
96.64 |
96.67 |
-0.04 |
2,393 |
56,201 |
+367 |
Dec13 |
120815 |
96.60 |
96.63 |
96.57 |
96.59 |
-0.04 |
1,409 |
43,988 |
-11 |
Mar14 |
120815 |
96.55 |
96.55 |
96.50 |
96.52 |
-0.05 |
1,677 |
28,316 |
+1,045 |
Jun14 |
120815 |
96.47 |
96.47 |
96.43 |
96.45 |
-0.05 |
1,070 |
15,784 |
+161 |
Sep14 |
120815 |
96.40 |
96.40 |
96.38 |
96.38 |
-0.06 |
1 |
1,861 |
-77 |
Dec14 |
120815 |
96.32 |
96.32 |
96.31 |
96.31 |
-0.05 |
1 |
560 |
-36 |
Total Volume and Open Interest |
58,398 |
634,130 |
-4,129 |
10-Year Aus T-Bonds(SFE) |
Sep12 |
120815 |
96.78 |
96.81 |
96.72 |
96.73 |
-0.06 |
30,875 |
365,815 |
-9,453 |
Dec12 |
120815 |
96.73 |
96.73 |
96.73 |
96.73 |
-0.06 |
|
|
|
Total Volume and Open Interest |
30,875 |
365,815 |
-9,453 |
3-Year Aus T-Bonds(SFE) |
Sep12 |
120815 |
97.27 |
97.30 |
97.20 |
97.21 |
-0.06 |
103,077 |
433,741 |
-27,931 |
Dec12 |
120815 |
97.21 |
97.21 |
97.21 |
97.21 |
-0.06 |
|
|
|
Total Volume and Open Interest |
103,077 |
433,741 |
-27,931 |
Gold(CMX) |
Aug12 |
120815 |
1593.8 |
1604.6 |
1592.0 |
1603.7 |
+4.3 |
402 |
1,129 |
-870 |
Oct12 |
120815 |
1599.0 |
1606.6 |
1590.2 |
1604.6 |
+4.2 |
6,941 |
28,682 |
-118 |
Dec12 |
120815 |
1601.2 |
1608.8 |
1592.1 |
1606.6 |
+4.2 |
96,667 |
248,844 |
-6,485 |
Feb13 |
120815 |
1605.7 |
1609.4 |
1599.0 |
1608.8 |
+4.2 |
1,615 |
22,012 |
+613 |
Apr13 |
120815 |
1603.8 |
1612.0 |
1598.8 |
1610.8 |
+4.2 |
1,062 |
13,984 |
+70 |
Jun13 |
120815 |
1603.0 |
1613.5 |
1601.3 |
1612.8 |
+4.2 |
225 |
18,877 |
-32 |
Aug13 |
120815 |
1614.9 |
1614.9 |
1614.9 |
1614.9 |
+4.3 |
32 |
4,113 |
+0 |
Oct13 |
120815 |
1617.1 |
1617.1 |
1617.1 |
1617.1 |
+4.4 |
2 |
747 |
+1 |
Dec13 |
120815 |
1610.0 |
1619.4 |
1610.0 |
1619.4 |
+4.5 |
1,389 |
9,323 |
+80 |
Feb14 |
120815 |
1622.0 |
1622.0 |
1622.0 |
1622.0 |
+4.6 |
2,500 |
2,256 |
+2,201 |
Apr14 |
120815 |
1624.7 |
1624.7 |
1624.7 |
1624.7 |
+4.8 |
3,600 |
3,601 |
+3,599 |
Jun14 |
120815 |
1627.4 |
1627.4 |
1627.4 |
1627.4 |
+4.9 |
769 |
7,914 |
-641 |
Total Volume and Open Interest |
126,367 |
390,062 |
-7,177 |
Silver(CMX) |
Sep12 |
120815 |
2775.5 |
2796.0 |
2743.0 |
2781.2 |
+4.9 |
28,031 |
44,839 |
-1,706 |
Dec12 |
120815 |
2785.0 |
2803.0 |
2753.5 |
2789.6 |
+4.9 |
10,021 |
45,950 |
+1,897 |
Mar13 |
120815 |
2801.5 |
2801.5 |
2796.6 |
2796.6 |
+4.9 |
415 |
5,090 |
+97 |
May13 |
120815 |
2799.3 |
2799.3 |
2799.3 |
2799.3 |
+5.1 |
41 |
3,431 |
+35 |
Jul13 |
120815 |
2801.4 |
2801.4 |
2801.4 |
2801.4 |
+5.2 |
8 |
4,749 |
+1 |
Sep13 |
120815 |
2798.0 |
2803.5 |
2798.0 |
2803.5 |
+5.3 |
1 |
1,976 |
+0 |
Dec13 |
120815 |
2806.1 |
2806.1 |
2806.1 |
2806.1 |
+5.5 |
48 |
12,041 |
-8 |
Total Volume and Open Interest |
38,583 |
127,158 |
+316 |
Platinum(NYMEX) |
Oct12 |
120815 |
1396.9 |
1406.4 |
1391.1 |
1396.2 |
-2.9 |
5,229 |
49,752 |
+223 |
Jan13 |
120815 |
1405.7 |
1409.2 |
1395.0 |
1399.1 |
-3.0 |
198 |
4,160 |
+146 |
Apr13 |
120815 |
1399.2 |
1402.6 |
1399.2 |
1401.7 |
-3.0 |
5 |
246 |
+3 |
Jul13 |
120815 |
1402.7 |
1402.7 |
1402.7 |
1402.7 |
-3.0 |
0 |
1 |
+0 |
Total Volume and Open Interest |
5,432 |
54,162 |
+372 |
Palladium(NYMEX) |
Sep12 |
120815 |
578.50 |
581.00 |
573.00 |
578.05 |
-0.35 |
1,459 |
18,881 |
-75 |
Dec12 |
120815 |
580.65 |
581.60 |
575.30 |
580.00 |
-0.30 |
237 |
4,817 |
+206 |
Mar13 |
120815 |
581.00 |
581.00 |
581.00 |
581.00 |
-0.30 |
|
|
|
Total Volume and Open Interest |
1,696 |
23,699 |
+131 |
Copper(CMX) |
Sep12 |
120815 |
335.00 |
337.25 |
333.40 |
334.95 |
-0.95 |
45,848 |
58,249 |
-2,865 |
Dec12 |
120815 |
336.20 |
338.30 |
334.65 |
336.10 |
-1.00 |
13,603 |
67,700 |
+5,381 |
Mar13 |
120815 |
337.85 |
338.45 |
336.35 |
337.15 |
-1.00 |
1,642 |
12,104 |
+676 |
May13 |
120815 |
338.70 |
339.30 |
337.85 |
337.90 |
-1.05 |
290 |
2,602 |
+123 |
Jul13 |
120815 |
339.35 |
339.50 |
338.40 |
338.40 |
-1.05 |
17 |
2,356 |
-7 |
Total Volume and Open Interest |
61,707 |
155,604 |
+3,405 |
DJIA Index(CBOT) |
Sep12 |
120815 |
13126 |
13165 |
13105 |
13135 |
+2 |
177 |
10,994 |
-18 |
Dec12 |
120815 |
13050 |
13050 |
13048 |
13050 |
+2 |
2 |
27 |
+0 |
Mar13 |
120815 |
12976 |
12976 |
12974 |
12976 |
+2 |
|
|
|
Jun13 |
120815 |
12900 |
12900 |
12898 |
12900 |
+2 |
|
|
|
Total Volume and Open Interest |
179 |
11,021 |
-18 |
E-mini DJIA Index(CBOT) |
Sep12 |
120815 |
13130 |
13170 |
13099 |
13135 |
+2 |
89,320 |
104,914 |
-1,862 |
Dec12 |
120815 |
13031 |
13071 |
13031 |
13050 |
+2 |
58 |
160 |
-14 |
Mar13 |
120815 |
12976 |
12976 |
12976 |
12976 |
+2 |
0 |
2 |
+0 |
Jun13 |
120815 |
12900 |
12900 |
12900 |
12900 |
+2 |
0 |
38 |
+0 |
Total Volume and Open Interest |
89,378 |
105,114 |
-1,876 |
S & P 500(CME) |
Sep12 |
120815 |
1400.30 |
1405.60 |
1397.10 |
1403.50 |
+1.90 |
4,758 |
220,681 |
-215 |
Dec12 |
120815 |
1395.50 |
1398.50 |
1393.50 |
1396.40 |
+1.90 |
193 |
13,924 |
-45 |
Mar13 |
120815 |
1389.60 |
1391.60 |
1386.60 |
1389.60 |
+2.00 |
40 |
957 |
+15 |
Jun13 |
120815 |
1382.70 |
1384.70 |
1379.70 |
1382.70 |
+2.00 |
0 |
18 |
+0 |
Total Volume and Open Interest |
4,991 |
235,580 |
-258 |
S & P 500 E-Mini(Globex) |
Sep12 |
120815 |
1401.25 |
1405.75 |
1397.00 |
1403.50 |
+2.00 |
1,202,738 |
2,852,295 |
+12,699 |
Dec12 |
120815 |
1393.50 |
1398.50 |
1390.00 |
1396.50 |
+2.00 |
4,679 |
32,520 |
+3,776 |
Total Volume and Open Interest |
1,207,521 |
2,886,103 |
+16,314 |
NASDAQ 100(CME) |
Sep12 |
120815 |
2725.00 |
2739.80 |
2719.00 |
2738.50 |
+11.70 |
234 |
9,484 |
+14 |
Dec12 |
120815 |
2731.30 |
2731.30 |
2719.50 |
2731.30 |
+11.80 |
0 |
7 |
+0 |
Mar13 |
120815 |
2725.80 |
2725.80 |
2714.00 |
2725.80 |
+11.80 |
|
|
|
Total Volume and Open Interest |
234 |
9,491 |
+14 |
NASDAQ 100 E-Mini(Globex) |
Sep12 |
120815 |
2725.80 |
2740.80 |
2718.50 |
2738.50 |
+11.70 |
148,106 |
402,563 |
-1,253 |
Dec12 |
120815 |
2713.00 |
2731.30 |
2713.00 |
2731.30 |
+11.80 |
18 |
298 |
+3 |
Total Volume and Open Interest |
148,124 |
402,870 |
-1,250 |
S & P Midcap 400(CME) |
Sep12 |
120815 |
956.50 |
964.00 |
956.50 |
963.60 |
+5.70 |
1 |
1,995 |
+0 |
Dec12 |
120815 |
959.70 |
959.70 |
954.00 |
959.70 |
+5.70 |
|
|
|
Mar13 |
120815 |
957.70 |
957.70 |
952.00 |
957.70 |
+5.70 |
|
|
|
Total Volume and Open Interest |
1 |
1,995 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep12 |
120815 |
8950 |
8960 |
8875 |
8945 |
-5 |
2,895 |
30,906 |
-220 |
Dec12 |
120815 |
8900 |
8905 |
8900 |
8900 |
-5 |
3 |
42 |
+0 |
Total Volume and Open Interest |
2,898 |
30,948 |
-220 |
Nikkei 225(SGX) |
Sep12 |
120815 |
8940 |
8990 |
8855 |
8930 |
-15 |
62,536 |
180,705 |
-3,260 |
Dec12 |
120815 |
8875 |
8875 |
8820 |
8865 |
-15 |
218 |
9,967 |
+7 |
Mar13 |
120815 |
8850 |
8850 |
8850 |
8850 |
-15 |
0 |
48 |
+0 |
Total Volume and Open Interest |
62,772 |
199,181 |
-3,258 |
CAC 40(EURONEXT) |
Aug12 |
120815 |
3431.5 |
3464.0 |
3424.0 |
3449.0 |
-3.5 |
242,080 |
285,870 |
+11,350 |
Sep12 |
120815 |
3428.0 |
3458.0 |
3419.0 |
3443.0 |
-3.5 |
167,850 |
61,774 |
+12,470 |
Oct12 |
120815 |
3420.0 |
3435.0 |
3418.0 |
3430.0 |
-3.0 |
2 |
5 |
+0 |
Total Volume and Open Interest |
409,932 |
347,757 |
+23,819 |
Hang Seng Index(HKFE) |
Aug12 |
120815 |
20120 |
20144 |
20001 |
20077 |
-174 |
48,294 |
88,004 |
+1,370 |
Sep12 |
120815 |
20018 |
20049 |
19915 |
19990 |
-170 |
560 |
10,165 |
-38 |
Total Volume and Open Interest |
49,010 |
104,183 |
+1,343 |
DAX(EUREX) |
Sep12 |
120815 |
6943.5 |
6975.0 |
6907.5 |
6952.0 |
-17.5 |
106,651 |
157,875 |
-3,410 |
Dec12 |
120815 |
6946.0 |
6973.5 |
6909.0 |
6952.5 |
-17.5 |
147 |
11,332 |
-4 |
Mar13 |
120815 |
6955.5 |
6975.0 |
6950.0 |
6954.0 |
-17.5 |
20 |
828 |
+4 |
Total Volume and Open Interest |
106,818 |
170,035 |
-3,410 |
FT-SE 100(EURONEXT) |
Sep12 |
120815 |
5837.00 |
5850.00 |
5815.50 |
5830.00 |
-11.50 |
65,575 |
637,673 |
+752 |
Dec12 |
120815 |
5804.50 |
5814.00 |
5799.00 |
5801.00 |
-11.50 |
76 |
836 |
+1 |
Mar13 |
120815 |
5759.00 |
5759.00 |
5759.00 |
5759.00 |
-11.50 |
0 |
227 |
+0 |
Total Volume and Open Interest |
65,651 |
638,736 |
+753 |
SPI 200(SFE) |
Sep12 |
120815 |
4255.0 |
4276.0 |
4223.0 |
4246.0 |
-10.0 |
23,826 |
246,087 |
+2,124 |
Dec12 |
120815 |
4245.0 |
4245.0 |
4235.0 |
4244.0 |
-11.0 |
103 |
6,067 |
+18 |
Mar13 |
120815 |
4208.0 |
4208.0 |
4208.0 |
4208.0 |
-10.0 |
0 |
1,404 |
+0 |
Total Volume and Open Interest |
25,022 |
256,939 |
+2,916 |
GSCI(CME) |
Sep12 |
120815 |
655.50 |
663.10 |
655.00 |
662.50 |
+5.25 |
1,734 |
8,506 |
+1,392 |
Oct12 |
120815 |
663.50 |
663.50 |
655.50 |
663.50 |
+5.50 |
|
|
|
Nov12 |
120815 |
664.25 |
664.25 |
664.25 |
664.25 |
|
|
|
|
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. |
|
|