|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed August 22, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep12 |
120822 |
1751.75 |
1755.50 |
1735.00 |
1748.00 |
-5.50 |
14,065 |
34,594 |
-990 |
Nov12 |
120822 |
1730.25 |
1734.25 |
1715.50 |
1727.75 |
-4.75 |
101,277 |
359,971 |
+1,183 |
Jan13 |
120822 |
1718.75 |
1722.50 |
1704.00 |
1715.00 |
-5.50 |
12,040 |
89,713 |
+3 |
Mar13 |
120822 |
1623.50 |
1626.00 |
1611.00 |
1623.25 |
unch |
10,263 |
84,150 |
+332 |
May13 |
120822 |
1522.75 |
1535.00 |
1519.75 |
1532.00 |
+3.25 |
5,486 |
85,525 |
+333 |
Jul13 |
120822 |
1499.75 |
1510.75 |
1495.25 |
1508.00 |
+4.25 |
3,818 |
60,385 |
+1,011 |
Aug13 |
120822 |
1456.25 |
1471.75 |
1456.25 |
1471.75 |
+6.75 |
87 |
320 |
+12 |
Sep13 |
120822 |
1390.00 |
1399.75 |
1390.00 |
1398.50 |
+3.50 |
106 |
361 |
+2 |
Nov13 |
120822 |
1321.00 |
1330.00 |
1315.00 |
1328.00 |
+2.75 |
1,474 |
25,990 |
+519 |
Jan14 |
120822 |
1329.00 |
1332.75 |
1329.00 |
1332.75 |
+2.75 |
2 |
224 |
-1 |
Mar14 |
120822 |
1333.75 |
1333.75 |
1329.75 |
1333.75 |
+4.00 |
0 |
33 |
+0 |
May14 |
120822 |
1334.25 |
1334.25 |
1329.75 |
1334.25 |
+4.50 |
|
|
|
Jul14 |
120822 |
1338.25 |
1338.25 |
1334.75 |
1338.25 |
+3.50 |
0 |
9 |
+0 |
Aug14 |
120822 |
1333.00 |
1333.00 |
1329.50 |
1333.00 |
+3.50 |
|
|
|
Total Volume and Open Interest |
148,625 |
742,918 |
+2,408 |
Soybean Meal(CBOT) |
Sep12 |
120822 |
543.40 |
544.40 |
531.20 |
535.70 |
-7.90 |
11,956 |
38,250 |
+21 |
Oct12 |
120822 |
532.00 |
532.90 |
522.80 |
526.90 |
-5.60 |
8,907 |
39,872 |
+1,415 |
Dec12 |
120822 |
524.00 |
525.80 |
515.80 |
519.70 |
-4.80 |
33,276 |
115,340 |
-218 |
Jan13 |
120822 |
512.60 |
515.80 |
505.90 |
509.80 |
-4.40 |
2,951 |
16,714 |
+626 |
Mar13 |
120822 |
477.70 |
479.80 |
471.50 |
474.80 |
-3.00 |
1,306 |
15,235 |
+313 |
May13 |
120822 |
436.90 |
437.90 |
434.00 |
436.70 |
-0.30 |
1,929 |
15,469 |
+352 |
Jul13 |
120822 |
423.40 |
424.80 |
421.40 |
424.30 |
+0.10 |
1,047 |
14,378 |
+11 |
Aug13 |
120822 |
408.50 |
410.00 |
407.50 |
409.90 |
unch |
41 |
788 |
+6 |
Sep13 |
120822 |
387.80 |
390.30 |
387.50 |
389.10 |
-2.30 |
25 |
813 |
+21 |
Oct13 |
120822 |
363.60 |
366.50 |
361.00 |
365.00 |
-1.50 |
16 |
1,964 |
+7 |
Total Volume and Open Interest |
61,658 |
265,100 |
+2,562 |
Soybean Oil(CBOT) |
Sep12 |
120822 |
55.55 |
56.34 |
55.00 |
56.17 |
+0.60 |
14,379 |
47,483 |
-537 |
Oct12 |
120822 |
55.72 |
56.54 |
55.25 |
56.39 |
+0.62 |
7,214 |
31,910 |
+262 |
Dec12 |
120822 |
56.20 |
56.99 |
55.67 |
56.83 |
+0.61 |
41,082 |
154,701 |
+2,214 |
Jan13 |
120822 |
56.43 |
57.21 |
55.90 |
57.05 |
+0.59 |
5,710 |
31,945 |
+77 |
Mar13 |
120822 |
56.33 |
57.22 |
55.99 |
57.07 |
+0.59 |
2,641 |
19,600 |
+456 |
May13 |
120822 |
56.27 |
57.09 |
55.88 |
56.94 |
+0.54 |
1,848 |
13,116 |
+459 |
Jul13 |
120822 |
56.25 |
57.11 |
56.00 |
56.98 |
+0.51 |
1,293 |
14,502 |
+336 |
Aug13 |
120822 |
55.88 |
56.70 |
55.88 |
56.62 |
+0.58 |
302 |
2,483 |
-17 |
Sep13 |
120822 |
55.44 |
56.13 |
55.44 |
56.12 |
+0.68 |
154 |
1,608 |
+22 |
Oct13 |
120822 |
54.84 |
55.40 |
54.46 |
55.27 |
+0.81 |
237 |
2,644 |
+101 |
Total Volume and Open Interest |
75,533 |
328,032 |
+3,237 |
Canola(WCE) |
Nov12 |
120822 |
629.5 |
639.6 |
627.5 |
633.2 |
+3.7 |
8,523 |
131,484 |
-273 |
Jan13 |
120822 |
634.0 |
643.3 |
633.2 |
637.0 |
+3.0 |
1,514 |
49,899 |
+515 |
Mar13 |
120822 |
636.0 |
645.0 |
634.5 |
638.0 |
+2.2 |
370 |
17,049 |
+348 |
May13 |
120822 |
627.8 |
633.6 |
625.8 |
625.8 |
+3.1 |
467 |
19,441 |
+219 |
Jul13 |
120822 |
621.5 |
623.6 |
617.9 |
618.1 |
+3.1 |
91 |
3,693 |
+25 |
Total Volume and Open Interest |
11,007 |
223,473 |
+836 |
Corn(CBOT) |
Sep12 |
120822 |
830.25 |
834.00 |
822.75 |
830.25 |
-1.00 |
65,493 |
132,712 |
-8,654 |
Dec12 |
120822 |
837.50 |
839.50 |
828.25 |
834.75 |
-4.00 |
148,176 |
692,070 |
+11,440 |
Mar13 |
120822 |
836.50 |
838.50 |
827.50 |
833.25 |
-4.50 |
20,422 |
168,853 |
+2,520 |
May13 |
120822 |
827.00 |
829.00 |
819.50 |
823.25 |
-5.75 |
6,242 |
47,280 |
+1,303 |
Jul13 |
120822 |
814.00 |
814.75 |
804.75 |
807.00 |
-7.50 |
9,203 |
98,468 |
+203 |
Sep13 |
120822 |
690.00 |
695.00 |
689.00 |
692.00 |
-2.75 |
658 |
13,808 |
+318 |
Dec13 |
120822 |
653.00 |
656.75 |
650.50 |
653.50 |
-1.75 |
4,056 |
75,596 |
+382 |
Mar14 |
120822 |
658.50 |
661.75 |
656.75 |
658.00 |
-1.00 |
35 |
1,628 |
+14 |
May14 |
120822 |
659.75 |
660.75 |
659.75 |
659.75 |
-1.00 |
0 |
363 |
+0 |
Jul14 |
120822 |
658.00 |
661.50 |
658.00 |
660.25 |
-1.25 |
12 |
988 |
+3 |
Total Volume and Open Interest |
254,377 |
1,236,589 |
+7,555 |
Wheat(CBOT) |
Sep12 |
120822 |
899.00 |
899.00 |
889.50 |
896.50 |
-4.00 |
28,033 |
52,007 |
-5,688 |
Dec12 |
120822 |
921.00 |
921.25 |
911.25 |
917.00 |
-5.00 |
52,518 |
258,051 |
+8,954 |
Mar13 |
120822 |
928.00 |
930.00 |
920.00 |
925.25 |
-4.75 |
5,653 |
56,545 |
+926 |
May13 |
120822 |
906.00 |
916.00 |
906.00 |
915.50 |
+0.25 |
518 |
14,205 |
+66 |
Jul13 |
120822 |
857.75 |
863.00 |
853.75 |
861.75 |
+0.75 |
1,354 |
47,470 |
+95 |
Sep13 |
120822 |
858.00 |
861.50 |
852.75 |
860.25 |
-1.25 |
62 |
1,544 |
+10 |
Total Volume and Open Interest |
88,602 |
458,926 |
+4,546 |
Wheat(KCBT) |
Sep12 |
120822 |
907.00 |
907.00 |
898.00 |
905.25 |
-3.00 |
6,854 |
37,072 |
-1,521 |
Dec12 |
120822 |
931.50 |
931.50 |
922.25 |
930.00 |
-2.50 |
7,251 |
77,979 |
+1,034 |
Mar13 |
120822 |
938.50 |
940.00 |
932.50 |
938.75 |
-2.75 |
1,141 |
19,783 |
+527 |
May13 |
120822 |
931.75 |
935.75 |
930.00 |
934.75 |
-1.75 |
103 |
7,833 |
+22 |
Jul13 |
120822 |
878.50 |
881.25 |
871.00 |
877.25 |
-3.75 |
266 |
12,906 |
+87 |
Sep13 |
120822 |
877.50 |
880.50 |
875.25 |
877.25 |
-5.75 |
69 |
637 |
+39 |
Total Volume and Open Interest |
15,700 |
157,092 |
+189 |
Wheat(MGE) |
Sep12 |
120822 |
943.00 |
944.75 |
936.50 |
941.75 |
-3.00 |
2,090 |
8,982 |
-555 |
Dec12 |
120822 |
956.25 |
958.00 |
949.25 |
955.00 |
-4.75 |
2,027 |
20,909 |
+743 |
Mar13 |
120822 |
962.50 |
966.25 |
957.50 |
963.50 |
-3.00 |
219 |
7,088 |
+94 |
May13 |
120822 |
966.50 |
973.00 |
966.50 |
969.00 |
-3.25 |
62 |
1,237 |
+36 |
Jul13 |
120822 |
967.75 |
971.25 |
965.25 |
971.25 |
-3.75 |
61 |
414 |
+28 |
Total Volume and Open Interest |
4,514 |
41,050 |
+371 |
Oats(CBOT) |
Sep12 |
120822 |
395.75 |
396.75 |
390.00 |
393.00 |
-3.75 |
44 |
920 |
-12 |
Dec12 |
120822 |
397.00 |
398.00 |
391.25 |
395.50 |
-1.50 |
456 |
9,207 |
+156 |
Mar13 |
120822 |
394.00 |
397.00 |
389.50 |
395.75 |
+0.75 |
73 |
752 |
+28 |
May13 |
120822 |
394.50 |
394.50 |
393.75 |
394.50 |
+0.75 |
0 |
28 |
+0 |
Total Volume and Open Interest |
574 |
10,920 |
+173 |
Rough Rice(CBOT) |
Sep12 |
120822 |
15.67 |
15.70 |
15.57 |
15.59 |
-0.14 |
615 |
6,002 |
-150 |
Nov12 |
120822 |
16.00 |
16.00 |
15.84 |
15.86 |
-0.14 |
588 |
6,959 |
+331 |
Jan13 |
120822 |
16.21 |
16.25 |
16.17 |
16.17 |
-0.13 |
8 |
1,016 |
+0 |
Mar13 |
120822 |
16.54 |
16.54 |
16.41 |
16.41 |
-0.15 |
0 |
114 |
+0 |
Total Volume and Open Interest |
1,211 |
14,121 |
+181 |
Live Cattle(CME) |
Aug12 |
120822 |
119.750 |
120.400 |
119.580 |
119.930 |
+0.280 |
1,379 |
3,990 |
-486 |
Oct12 |
120822 |
124.550 |
124.830 |
124.230 |
124.480 |
-0.155 |
13,425 |
134,311 |
+5,952 |
Dec12 |
120822 |
127.950 |
128.325 |
127.700 |
128.050 |
-0.135 |
5,734 |
73,853 |
+1,142 |
Feb13 |
120822 |
131.650 |
131.850 |
131.235 |
131.350 |
-0.435 |
3,033 |
36,329 |
-6 |
Apr13 |
120822 |
135.250 |
135.500 |
134.985 |
135.300 |
-0.300 |
902 |
25,875 |
+626 |
Jun13 |
120822 |
132.200 |
132.600 |
132.130 |
132.285 |
-0.215 |
743 |
10,492 |
+208 |
Total Volume and Open Interest |
25,400 |
289,732 |
+7,503 |
Feeder Cattle(CME) |
Aug12 |
120822 |
139.750 |
140.500 |
139.500 |
140.235 |
+0.435 |
411 |
4,984 |
-169 |
Sep12 |
120822 |
140.935 |
141.850 |
140.685 |
141.575 |
+0.445 |
725 |
6,456 |
+64 |
Oct12 |
120822 |
142.500 |
143.075 |
141.900 |
143.035 |
+0.635 |
1,012 |
12,810 |
+2 |
Nov12 |
120822 |
143.785 |
144.380 |
143.300 |
144.235 |
+0.700 |
459 |
4,972 |
+44 |
Jan13 |
120822 |
146.250 |
147.035 |
146.000 |
146.750 |
+0.425 |
230 |
4,203 |
+100 |
Mar13 |
120822 |
149.250 |
149.600 |
148.950 |
149.600 |
+0.600 |
52 |
1,316 |
+1 |
Apr13 |
120822 |
150.750 |
150.750 |
150.750 |
150.750 |
+0.450 |
15 |
587 |
+3 |
Total Volume and Open Interest |
2,922 |
36,182 |
+51 |
Lean Hogs(CME) |
Oct12 |
120822 |
75.580 |
75.700 |
73.050 |
73.180 |
-2.620 |
8,076 |
93,122 |
+372 |
Dec12 |
120822 |
72.850 |
72.930 |
70.650 |
70.830 |
-2.220 |
4,756 |
54,032 |
+1,173 |
Feb13 |
120822 |
80.550 |
80.650 |
78.250 |
78.300 |
-2.650 |
2,035 |
31,694 |
+133 |
Apr13 |
120822 |
88.500 |
88.650 |
86.430 |
86.635 |
-2.265 |
530 |
21,620 |
+114 |
May13 |
120822 |
96.000 |
96.000 |
94.600 |
95.700 |
-1.000 |
20 |
899 |
+6 |
Jun13 |
120822 |
99.500 |
99.500 |
97.900 |
97.950 |
-1.980 |
497 |
13,842 |
+117 |
Jul13 |
120822 |
99.050 |
99.350 |
97.450 |
97.800 |
-1.700 |
173 |
3,852 |
+37 |
Aug13 |
120822 |
97.680 |
97.850 |
96.800 |
97.000 |
-0.950 |
106 |
2,868 |
+40 |
Total Volume and Open Interest |
16,238 |
223,551 |
+2,011 |
Class III Milk(CME) |
Aug12 |
120822 |
17.64 |
17.74 |
17.63 |
17.63 |
-0.03 |
25 |
4,263 |
-15 |
Sep12 |
120822 |
19.15 |
19.16 |
18.97 |
19.06 |
-0.10 |
427 |
5,172 |
-56 |
Oct12 |
120822 |
20.18 |
20.23 |
20.02 |
20.07 |
-0.16 |
307 |
4,706 |
+115 |
Nov12 |
120822 |
20.20 |
20.20 |
20.03 |
20.09 |
-0.10 |
176 |
3,644 |
+37 |
Dec12 |
120822 |
20.17 |
20.26 |
20.07 |
20.14 |
-0.06 |
148 |
3,342 |
+63 |
Total Volume and Open Interest |
1,348 |
27,996 |
+255 |
Cocoa(ICE) |
Sep12 |
120822 |
2451 |
2451 |
2410 |
2420 |
-53 |
292 |
608 |
-132 |
Dec12 |
120822 |
2431 |
2440 |
2369 |
2380 |
-53 |
10,135 |
104,710 |
+988 |
Mar13 |
120822 |
2431 |
2451 |
2383 |
2395 |
-51 |
1,988 |
42,089 |
-233 |
May13 |
120822 |
2445 |
2445 |
2396 |
2405 |
-52 |
780 |
15,769 |
+36 |
Jul13 |
120822 |
2431 |
2433 |
2407 |
2415 |
-52 |
135 |
10,108 |
-31 |
Sep13 |
120822 |
2440 |
2442 |
2411 |
2423 |
-52 |
12 |
4,671 |
+5 |
Dec13 |
120822 |
2459 |
2459 |
2432 |
2432 |
-51 |
8 |
6,105 |
+0 |
Total Volume and Open Interest |
13,350 |
189,303 |
+633 |
Coffee "C"(ICE) |
Sep12 |
120822 |
160.45 |
160.55 |
157.60 |
158.95 |
-1.70 |
7,954 |
7,700 |
-2,852 |
Dec12 |
120822 |
163.85 |
164.05 |
161.05 |
162.10 |
-2.10 |
14,638 |
86,257 |
+1,789 |
Mar13 |
120822 |
167.25 |
167.45 |
164.80 |
165.85 |
-2.10 |
2,580 |
27,744 |
+334 |
May13 |
120822 |
170.50 |
170.50 |
167.50 |
168.45 |
-2.05 |
849 |
7,072 |
+51 |
Jul13 |
120822 |
173.10 |
173.10 |
170.30 |
171.00 |
-2.10 |
212 |
5,106 |
+20 |
Sep13 |
120822 |
174.45 |
174.45 |
172.90 |
173.55 |
-2.10 |
150 |
1,518 |
-5 |
Total Volume and Open Interest |
26,433 |
137,232 |
-635 |
Orange Juice(ICE) |
Sep12 |
120822 |
139.00 |
140.50 |
134.00 |
139.10 |
+8.55 |
556 |
2,675 |
-401 |
Nov12 |
120822 |
120.10 |
122.75 |
118.05 |
122.20 |
+6.80 |
873 |
15,262 |
+407 |
Jan13 |
120822 |
120.40 |
122.70 |
118.60 |
122.35 |
+5.95 |
90 |
2,688 |
-79 |
Mar13 |
120822 |
123.50 |
124.25 |
123.50 |
124.25 |
+5.90 |
21 |
2,037 |
+14 |
May13 |
120822 |
122.60 |
126.10 |
122.60 |
126.10 |
+5.85 |
73 |
375 |
+72 |
Jul13 |
120822 |
127.90 |
127.90 |
127.90 |
127.90 |
+5.75 |
1 |
16 |
-1 |
Total Volume and Open Interest |
1,614 |
23,066 |
+12 |
Sugar #11(ICE) |
Oct12 |
120822 |
19.80 |
20.18 |
19.80 |
19.94 |
+0.16 |
44,652 |
306,897 |
+5,240 |
Mar13 |
120822 |
20.53 |
20.85 |
20.53 |
20.60 |
+0.07 |
19,532 |
169,069 |
+245 |
May13 |
120822 |
20.53 |
20.75 |
20.50 |
20.52 |
+0.05 |
5,881 |
45,910 |
+81 |
Jul13 |
120822 |
20.46 |
20.69 |
20.44 |
20.47 |
+0.05 |
3,765 |
77,408 |
+434 |
Oct13 |
120822 |
20.60 |
20.90 |
20.60 |
20.70 |
+0.05 |
1,993 |
41,102 |
+702 |
Mar14 |
120822 |
21.00 |
21.17 |
20.97 |
21.00 |
+0.07 |
597 |
26,065 |
+249 |
May14 |
120822 |
20.93 |
21.05 |
20.85 |
20.91 |
+0.03 |
82 |
6,987 |
+10 |
Jul14 |
120822 |
20.94 |
21.01 |
20.81 |
20.88 |
-0.04 |
119 |
6,048 |
-77 |
Total Volume and Open Interest |
76,733 |
688,830 |
+6,981 |
London Cocoa(LCE) |
Sep12 |
120822 |
1601 |
1605 |
1569 |
1574 |
-28 |
2,417 |
32,917 |
-488 |
Dec12 |
120822 |
1613 |
1614 |
1578 |
1584 |
-26 |
4,626 |
66,713 |
+242 |
Mar13 |
120822 |
1601 |
1602 |
1566 |
1571 |
-28 |
1,829 |
55,762 |
-129 |
May13 |
120822 |
1603 |
1605 |
1570 |
1573 |
-28 |
616 |
23,831 |
+97 |
Jul13 |
120822 |
1607 |
1610 |
1579 |
1580 |
-27 |
485 |
13,053 |
+34 |
Sep13 |
120822 |
1602 |
1610 |
1579 |
1579 |
-26 |
0 |
8,421 |
+0 |
Dec13 |
120822 |
1595 |
1595 |
1580 |
1580 |
-27 |
0 |
7,804 |
+0 |
Total Volume and Open Interest |
9,973 |
209,099 |
-244 |
London Sugar(LCE) |
Oct12 |
120822 |
548.80 |
555.50 |
548.80 |
551.30 |
+3.40 |
4,839 |
23,476 |
-417 |
Dec12 |
120822 |
551.00 |
554.80 |
549.00 |
550.50 |
+2.30 |
2,374 |
11,930 |
+208 |
Mar13 |
120822 |
555.30 |
558.80 |
553.40 |
554.50 |
+1.90 |
2,084 |
17,238 |
+251 |
May13 |
120822 |
558.30 |
560.20 |
555.60 |
556.50 |
+1.40 |
641 |
4,072 |
+137 |
Aug13 |
120822 |
554.70 |
557.10 |
553.70 |
554.40 |
+2.00 |
293 |
2,528 |
+19 |
Total Volume and Open Interest |
10,701 |
62,131 |
+203 |
Cotton(ICE) |
Oct12 |
120822 |
75.92 |
76.07 |
74.40 |
76.07 |
-0.38 |
39 |
347 |
+0 |
Dec12 |
120822 |
76.90 |
77.05 |
74.90 |
76.97 |
-0.33 |
7,994 |
129,093 |
+382 |
Mar13 |
120822 |
77.17 |
77.61 |
75.61 |
77.57 |
-0.17 |
1,128 |
35,979 |
+401 |
May13 |
120822 |
77.42 |
77.89 |
76.33 |
77.81 |
-0.13 |
294 |
6,110 |
-12 |
Jul13 |
120822 |
77.82 |
78.34 |
76.55 |
78.34 |
+0.07 |
129 |
6,542 |
+41 |
Oct13 |
120822 |
79.50 |
79.50 |
79.50 |
79.50 |
-0.12 |
0 |
5 |
+0 |
Total Volume and Open Interest |
9,604 |
180,648 |
+818 |
Lumber(CME) |
Sep12 |
120822 |
295.1 |
295.3 |
290.8 |
291.1 |
-4.2 |
845 |
2,248 |
-455 |
Nov12 |
120822 |
294.9 |
295.0 |
290.5 |
291.2 |
-5.7 |
802 |
6,140 |
+425 |
Jan13 |
120822 |
303.0 |
303.0 |
301.1 |
301.6 |
-3.4 |
127 |
1,359 |
-33 |
Mar13 |
120822 |
310.0 |
310.0 |
306.0 |
308.0 |
-5.4 |
21 |
310 |
+8 |
Total Volume and Open Interest |
1,796 |
10,079 |
-55 |
Crude Oil(NYM) |
Oct12 |
120822 |
96.94 |
97.54 |
96.26 |
97.26 |
+0.42 |
203,176 |
268,422 |
+14,879 |
Nov12 |
120822 |
97.10 |
97.82 |
96.59 |
97.55 |
+0.38 |
31,788 |
147,260 |
+3,453 |
Dec12 |
120822 |
97.72 |
98.18 |
96.98 |
97.89 |
+0.34 |
41,992 |
198,357 |
-6,405 |
Jan13 |
120822 |
97.84 |
98.55 |
97.42 |
98.30 |
+0.31 |
12,699 |
105,699 |
+1,506 |
Feb13 |
120822 |
97.97 |
98.84 |
97.94 |
98.60 |
+0.29 |
6,892 |
41,473 |
+688 |
Mar13 |
120822 |
98.16 |
98.98 |
98.06 |
98.74 |
+0.28 |
8,482 |
45,421 |
+564 |
Apr13 |
120822 |
98.25 |
98.78 |
98.07 |
98.72 |
+0.26 |
2,934 |
21,395 |
+189 |
May13 |
120822 |
98.38 |
98.61 |
97.91 |
98.60 |
+0.23 |
2,904 |
21,561 |
-152 |
Jun13 |
120822 |
98.13 |
98.64 |
97.75 |
98.41 |
+0.20 |
12,630 |
69,259 |
-975 |
Jul13 |
120822 |
98.17 |
98.28 |
97.90 |
98.14 |
+0.18 |
1,257 |
26,996 |
-50 |
Aug13 |
120822 |
97.60 |
97.94 |
97.60 |
97.83 |
+0.16 |
856 |
17,389 |
+41 |
Sep13 |
120822 |
97.52 |
97.52 |
97.52 |
97.52 |
+0.15 |
2,282 |
27,041 |
+207 |
Oct13 |
120822 |
97.22 |
97.22 |
97.22 |
97.22 |
+0.14 |
1,232 |
14,128 |
+101 |
Nov13 |
120822 |
96.93 |
96.93 |
96.93 |
96.93 |
+0.12 |
1,522 |
18,670 |
+71 |
Dec13 |
120822 |
96.34 |
96.87 |
96.15 |
96.63 |
+0.10 |
15,689 |
142,569 |
+945 |
Jan14 |
120822 |
96.23 |
96.23 |
96.23 |
96.23 |
+0.08 |
629 |
19,706 |
+243 |
Total Volume and Open Interest |
472,553 |
1,470,003 |
-18,306 |
e-miNY Crude Oil(NYM) |
Aug12 |
120719 |
89.975 |
92.950 |
89.850 |
92.650 |
+2.775 |
5,759 |
2,099 |
+71 |
Sep12 |
120820 |
96.375 |
96.550 |
95.025 |
95.975 |
-0.025 |
6,395 |
4,351 |
-17 |
Oct12 |
120822 |
96.925 |
97.550 |
96.275 |
97.250 |
+0.400 |
5,755 |
3,750 |
-111 |
Nov12 |
120822 |
97.100 |
97.800 |
96.625 |
97.550 |
+0.375 |
631 |
3,822 |
-113 |
Dec12 |
120822 |
97.475 |
98.100 |
97.075 |
97.900 |
+0.350 |
477 |
5,193 |
-144 |
Jan13 |
120822 |
97.875 |
98.425 |
97.875 |
98.300 |
+0.300 |
137 |
1,680 |
-33 |
Feb13 |
120822 |
98.600 |
98.600 |
98.600 |
98.600 |
+0.300 |
2 |
70 |
+0 |
Mar13 |
120822 |
98.750 |
98.750 |
98.750 |
98.750 |
+0.300 |
0 |
6 |
+0 |
Apr13 |
120822 |
98.725 |
98.725 |
98.725 |
98.725 |
+0.275 |
0 |
1 |
+0 |
May13 |
120822 |
98.600 |
98.600 |
98.600 |
98.600 |
+0.225 |
|
|
|
Total Volume and Open Interest |
7,002 |
14,756 |
-4,311 |
Heating Oil(NYM) |
Sep12 |
120822 |
312.70 |
313.73 |
310.38 |
312.87 |
+0.44 |
32,606 |
61,241 |
-3,815 |
Oct12 |
120822 |
313.29 |
314.50 |
311.24 |
313.72 |
+0.55 |
20,601 |
62,856 |
+4,315 |
Nov12 |
120822 |
314.08 |
315.18 |
312.14 |
314.56 |
+0.70 |
7,529 |
44,921 |
+1,008 |
Dec12 |
120822 |
314.40 |
315.55 |
312.38 |
314.98 |
+0.84 |
7,594 |
43,843 |
-50 |
Jan13 |
120822 |
313.17 |
315.71 |
312.75 |
315.17 |
+0.95 |
2,788 |
28,269 |
+278 |
Feb13 |
120822 |
312.08 |
314.34 |
312.08 |
314.02 |
+0.97 |
1,069 |
11,300 |
+70 |
Mar13 |
120822 |
310.45 |
312.10 |
310.36 |
311.88 |
+0.96 |
2,258 |
20,451 |
-443 |
Apr13 |
120822 |
307.16 |
309.10 |
307.07 |
309.10 |
+0.97 |
2,428 |
20,693 |
+432 |
May13 |
120822 |
309.88 |
310.95 |
309.88 |
310.95 |
+0.97 |
1,231 |
9,821 |
+417 |
Jun13 |
120822 |
307.17 |
308.57 |
307.17 |
308.57 |
+0.99 |
640 |
9,254 |
-117 |
Jul13 |
120822 |
307.45 |
307.45 |
307.45 |
307.45 |
+0.99 |
176 |
2,429 |
+18 |
Aug13 |
120822 |
306.69 |
306.69 |
306.69 |
306.69 |
+1.00 |
43 |
916 |
-5 |
Sep13 |
120822 |
306.62 |
306.62 |
306.62 |
306.62 |
+0.93 |
41 |
895 |
+11 |
Oct13 |
120822 |
306.67 |
306.67 |
306.67 |
306.67 |
+0.98 |
6 |
461 |
-4 |
Total Volume and Open Interest |
79,239 |
322,605 |
+2,194 |
Gasoline(NYMEX) |
Sep12 |
120822 |
306.35 |
311.54 |
304.25 |
310.42 |
+3.90 |
37,126 |
53,064 |
-2,833 |
Oct12 |
120822 |
291.02 |
294.64 |
288.49 |
293.82 |
+3.14 |
30,128 |
86,649 |
+4,937 |
Nov12 |
120822 |
284.33 |
287.50 |
282.50 |
286.81 |
+2.30 |
12,188 |
43,113 |
+974 |
Dec12 |
120822 |
280.54 |
282.95 |
278.54 |
282.27 |
+1.73 |
7,596 |
48,419 |
+495 |
Jan13 |
120822 |
278.17 |
280.34 |
277.19 |
280.03 |
+1.34 |
3,663 |
18,072 |
+158 |
Feb13 |
120822 |
278.29 |
280.37 |
276.57 |
279.74 |
+1.17 |
2,016 |
8,810 |
+89 |
Mar13 |
120822 |
279.27 |
280.92 |
278.24 |
280.59 |
+1.03 |
1,226 |
9,389 |
+92 |
Apr13 |
120822 |
293.37 |
294.21 |
293.37 |
294.21 |
+0.92 |
404 |
5,521 |
+33 |
May13 |
120822 |
292.62 |
292.62 |
292.62 |
292.62 |
+0.76 |
73 |
2,824 |
+10 |
Jun13 |
120822 |
290.14 |
290.19 |
288.95 |
289.98 |
+0.62 |
101 |
5,698 |
+39 |
Total Volume and Open Interest |
94,709 |
290,901 |
+4,029 |
e-miNY RBOB Gasoline(NYM) |
Sep12 |
120822 |
309.50 |
310.40 |
309.50 |
310.40 |
+3.90 |
1 |
1 |
+1 |
Oct12 |
120822 |
293.80 |
293.82 |
293.80 |
293.80 |
+3.10 |
|
|
|
Nov12 |
120822 |
286.80 |
286.81 |
286.80 |
286.80 |
+2.30 |
|
|
|
Dec12 |
120822 |
282.30 |
282.30 |
282.27 |
282.30 |
+1.80 |
|
|
|
Total Volume and Open Interest |
1 |
1 |
+1 |
Natural Gas(NYM) |
Sep12 |
120822 |
2.830 |
2.863 |
2.772 |
2.826 |
+0.051 |
108,934 |
81,046 |
-8,671 |
Oct12 |
120822 |
2.824 |
2.896 |
2.810 |
2.863 |
+0.054 |
71,060 |
188,341 |
+11,349 |
Nov12 |
120822 |
3.006 |
3.063 |
2.985 |
3.030 |
+0.048 |
37,632 |
222,380 |
+2,801 |
Dec12 |
120822 |
3.274 |
3.320 |
3.255 |
3.296 |
+0.040 |
14,284 |
56,944 |
+673 |
Jan13 |
120822 |
3.411 |
3.456 |
3.392 |
3.432 |
+0.040 |
18,935 |
150,341 |
+2,035 |
Feb13 |
120822 |
3.427 |
3.462 |
3.413 |
3.449 |
+0.040 |
4,661 |
29,038 |
+118 |
Mar13 |
120822 |
3.418 |
3.453 |
3.397 |
3.434 |
+0.040 |
3,761 |
54,973 |
+775 |
Apr13 |
120822 |
3.417 |
3.442 |
3.382 |
3.422 |
+0.040 |
4,516 |
66,607 |
+380 |
May13 |
120822 |
3.436 |
3.470 |
3.433 |
3.456 |
+0.038 |
1,162 |
18,365 |
+37 |
Jun13 |
120822 |
3.484 |
3.505 |
3.460 |
3.496 |
+0.036 |
637 |
14,196 |
-66 |
Jul13 |
120822 |
3.527 |
3.544 |
3.512 |
3.536 |
+0.036 |
520 |
14,894 |
-21 |
Aug13 |
120822 |
3.536 |
3.556 |
3.522 |
3.556 |
+0.036 |
727 |
11,008 |
-158 |
Sep13 |
120822 |
3.545 |
3.571 |
3.529 |
3.562 |
+0.036 |
767 |
9,046 |
+62 |
Oct13 |
120822 |
3.579 |
3.598 |
3.566 |
3.590 |
+0.036 |
1,127 |
41,562 |
+365 |
Nov13 |
120822 |
3.690 |
3.712 |
3.671 |
3.703 |
+0.035 |
118 |
18,678 |
+44 |
Dec13 |
120822 |
3.892 |
3.912 |
3.874 |
3.907 |
+0.035 |
69 |
17,372 |
+26 |
Total Volume and Open Interest |
269,475 |
1,081,440 |
+9,921 |
Brent Crude Oil(ICE) |
Oct12 |
120822 |
114.71 |
115.27 |
113.53 |
114.91 |
+0.27 |
162,566 |
271,166 |
-7,671 |
Nov12 |
120822 |
114.11 |
114.70 |
113.05 |
114.36 |
+0.34 |
68,401 |
182,567 |
-1,342 |
Dec12 |
120822 |
113.66 |
114.25 |
112.67 |
113.91 |
+0.34 |
62,875 |
142,110 |
-589 |
Jan13 |
120822 |
113.39 |
113.75 |
112.38 |
113.51 |
+0.35 |
16,947 |
46,002 |
+878 |
Feb13 |
120822 |
112.98 |
113.39 |
111.97 |
113.10 |
+0.36 |
11,858 |
36,224 |
-1,408 |
Mar13 |
120822 |
112.54 |
112.94 |
111.59 |
112.66 |
+0.35 |
11,590 |
34,689 |
+1,101 |
Apr13 |
120822 |
112.01 |
112.33 |
111.16 |
112.20 |
+0.33 |
7,673 |
18,813 |
+240 |
May13 |
120822 |
111.54 |
111.84 |
110.72 |
111.72 |
+0.30 |
7,068 |
18,548 |
+1,408 |
Jun13 |
120822 |
111.06 |
111.51 |
110.23 |
111.22 |
+0.27 |
15,466 |
48,556 |
+1,363 |
Jul13 |
120822 |
110.74 |
110.74 |
110.74 |
110.74 |
+0.25 |
2,328 |
17,998 |
-182 |
Aug13 |
120822 |
110.25 |
110.25 |
110.25 |
110.25 |
+0.23 |
1,755 |
17,554 |
+565 |
Sep13 |
120822 |
109.75 |
109.75 |
109.75 |
109.75 |
+0.21 |
2,320 |
20,344 |
+943 |
Oct13 |
120822 |
109.25 |
109.25 |
109.25 |
109.25 |
+0.19 |
1,631 |
15,415 |
+1,087 |
Nov13 |
120822 |
108.78 |
108.78 |
108.78 |
108.78 |
+0.16 |
361 |
13,131 |
+35 |
Total Volume and Open Interest |
396,954 |
1,130,243 |
-5,282 |
Gas Oil(ICE) |
Sep12 |
120822 |
986.00 |
989.25 |
979.00 |
985.00 |
-3.75 |
35,821 |
119,722 |
-2,817 |
Oct12 |
120822 |
987.50 |
991.00 |
980.00 |
986.25 |
-3.00 |
39,306 |
126,438 |
+2,535 |
Nov12 |
120822 |
984.75 |
987.75 |
977.50 |
983.75 |
-2.75 |
12,042 |
62,849 |
-167 |
Dec12 |
120822 |
978.75 |
983.50 |
973.25 |
979.75 |
-2.75 |
14,782 |
72,044 |
-1,115 |
Jan13 |
120822 |
975.00 |
980.50 |
970.75 |
976.75 |
-2.75 |
4,892 |
33,960 |
-105 |
Feb13 |
120822 |
971.25 |
973.00 |
967.50 |
972.75 |
-2.75 |
1,789 |
20,328 |
-321 |
Mar13 |
120822 |
966.50 |
969.75 |
965.75 |
967.75 |
-2.75 |
1,881 |
18,660 |
+50 |
Apr13 |
120822 |
961.00 |
963.50 |
956.50 |
962.25 |
-2.75 |
896 |
15,515 |
+121 |
May13 |
120822 |
955.50 |
957.50 |
950.75 |
956.50 |
-2.75 |
449 |
11,294 |
-67 |
Jun13 |
120822 |
951.00 |
954.00 |
946.25 |
952.00 |
-2.25 |
2,760 |
35,089 |
+273 |
Total Volume and Open Interest |
118,398 |
602,025 |
-1,674 |
Ethanol(CBOT) |
Aug12 |
120803 |
2.614 |
2.614 |
2.614 |
2.614 |
+0.049 |
76 |
45 |
-45 |
Sep12 |
120822 |
2.665 |
2.672 |
2.647 |
2.664 |
-0.003 |
298 |
838 |
-113 |
Oct12 |
120822 |
2.648 |
2.653 |
2.630 |
2.643 |
-0.010 |
334 |
931 |
-46 |
Nov12 |
120822 |
2.637 |
2.637 |
2.611 |
2.624 |
-0.011 |
148 |
1,764 |
-77 |
Dec12 |
120822 |
2.615 |
2.615 |
2.590 |
2.608 |
-0.004 |
132 |
1,595 |
+48 |
Jan13 |
120822 |
2.600 |
2.605 |
2.577 |
2.600 |
-0.001 |
159 |
1,653 |
+30 |
Feb13 |
120822 |
2.588 |
2.592 |
2.569 |
2.582 |
-0.006 |
95 |
1,320 |
-13 |
Mar13 |
120822 |
2.582 |
2.586 |
2.566 |
2.581 |
-0.001 |
33 |
1,426 |
+9 |
Total Volume and Open Interest |
1,233 |
11,659 |
-161 |
WTI Crude Oil(ICE) |
Oct12 |
120822 |
96.89 |
97.54 |
96.27 |
97.26 |
+0.42 |
39,084 |
65,860 |
+2,486 |
Nov12 |
120822 |
97.20 |
97.83 |
96.62 |
97.55 |
+0.38 |
8,416 |
36,673 |
+854 |
Dec12 |
120822 |
97.55 |
98.10 |
97.00 |
97.89 |
+0.34 |
10,029 |
94,860 |
+165 |
Jan13 |
120822 |
97.97 |
98.53 |
97.43 |
98.30 |
+0.31 |
2,522 |
23,226 |
-57 |
Feb13 |
120822 |
98.21 |
98.83 |
98.02 |
98.60 |
+0.29 |
1,429 |
13,944 |
+236 |
Mar13 |
120822 |
98.26 |
98.86 |
98.26 |
98.74 |
+0.28 |
2,301 |
13,532 |
+442 |
Apr13 |
120822 |
98.65 |
98.82 |
98.56 |
98.72 |
+0.26 |
1,274 |
5,092 |
+13 |
May13 |
120822 |
98.56 |
98.69 |
98.44 |
98.60 |
+0.23 |
1,098 |
5,182 |
+2 |
Jun13 |
120822 |
98.15 |
98.52 |
97.76 |
98.41 |
+0.20 |
3,855 |
31,820 |
+503 |
Jul13 |
120822 |
98.14 |
98.14 |
98.14 |
98.14 |
+0.18 |
340 |
2,346 |
+22 |
Aug13 |
120822 |
97.83 |
97.83 |
97.83 |
97.83 |
+0.16 |
212 |
3,630 |
-18 |
Sep13 |
120822 |
97.52 |
97.52 |
97.52 |
97.52 |
+0.15 |
189 |
7,996 |
+12 |
Oct13 |
120822 |
97.22 |
97.22 |
97.22 |
97.22 |
+0.14 |
195 |
2,016 |
+9 |
Nov13 |
120822 |
96.93 |
96.93 |
96.93 |
96.93 |
+0.12 |
112 |
3,377 |
+39 |
Dec13 |
120822 |
96.25 |
96.79 |
96.14 |
96.63 |
+0.10 |
3,486 |
65,319 |
+307 |
Jan14 |
120822 |
96.23 |
96.23 |
96.23 |
96.23 |
+0.08 |
0 |
3,311 |
+0 |
Total Volume and Open Interest |
74,801 |
459,493 |
-11,942 |
US Dollar Index(ICE) |
Sep12 |
120822 |
81.900 |
82.135 |
81.470 |
81.497 |
-0.423 |
11,077 |
61,146 |
+735 |
Dec12 |
120822 |
82.250 |
82.370 |
81.785 |
81.798 |
-0.423 |
31 |
852 |
+19 |
Mar13 |
120822 |
82.188 |
82.188 |
82.188 |
82.188 |
-0.423 |
|
|
|
Total Volume and Open Interest |
11,108 |
61,998 |
+754 |
Australian Dollar(CME) |
Sep12 |
120822 |
104.56 |
104.92 |
103.86 |
104.86 |
+0.32 |
94,955 |
187,068 |
+8,676 |
Dec12 |
120822 |
103.50 |
104.00 |
103.02 |
104.00 |
+0.32 |
42 |
1,113 |
-2 |
Mar13 |
120822 |
103.20 |
103.20 |
102.85 |
103.20 |
+0.35 |
0 |
4 |
+0 |
Total Volume and Open Interest |
94,997 |
188,196 |
+8,674 |
British Pound(CME) |
Sep12 |
120822 |
157.79 |
158.81 |
157.66 |
158.66 |
+0.89 |
61,311 |
109,079 |
-781 |
Dec12 |
120822 |
157.74 |
158.70 |
157.64 |
158.63 |
+0.90 |
35 |
571 |
+9 |
Mar13 |
120822 |
157.87 |
158.60 |
157.71 |
158.60 |
+0.89 |
5 |
84 |
+5 |
Total Volume and Open Interest |
61,351 |
109,787 |
-767 |
Canadian Dollar(CME) |
Sep12 |
120822 |
101.03 |
101.08 |
100.47 |
100.88 |
-0.17 |
53,384 |
134,222 |
+3,734 |
Dec12 |
120822 |
100.86 |
100.86 |
100.29 |
100.67 |
-0.17 |
329 |
8,482 |
+36 |
Mar13 |
120822 |
100.29 |
100.62 |
100.29 |
100.44 |
-0.17 |
12 |
1,543 |
+4 |
Jun13 |
120822 |
99.95 |
100.35 |
99.95 |
100.20 |
-0.15 |
30 |
392 |
+15 |
Total Volume and Open Interest |
53,755 |
144,764 |
+3,789 |
Japanese Yen(CME) |
Sep12 |
120822 |
126.16 |
127.78 |
126.00 |
127.53 |
+1.33 |
59,661 |
143,192 |
+1,383 |
Dec12 |
120822 |
126.31 |
127.88 |
126.14 |
127.65 |
+1.33 |
146 |
1,306 |
+15 |
Mar13 |
120822 |
126.50 |
127.92 |
126.50 |
127.82 |
+1.32 |
0 |
37 |
+0 |
Total Volume and Open Interest |
59,807 |
144,542 |
+1,398 |
Swiss Franc(CME) |
Sep12 |
120822 |
103.90 |
104.45 |
103.56 |
104.36 |
+0.51 |
26,707 |
56,450 |
+201 |
Dec12 |
120822 |
104.20 |
104.58 |
103.96 |
104.58 |
+0.51 |
5 |
296 |
+2 |
Mar13 |
120822 |
104.86 |
104.86 |
104.35 |
104.86 |
+0.51 |
0 |
2 |
+0 |
Total Volume and Open Interest |
26,712 |
56,748 |
+203 |
EuroFX(CME) |
Sep12 |
120822 |
124.73 |
125.43 |
124.34 |
125.32 |
+0.62 |
183,922 |
313,122 |
-1,344 |
Dec12 |
120822 |
124.88 |
125.54 |
124.53 |
125.46 |
+0.61 |
421 |
5,958 |
+155 |
Mar13 |
120822 |
125.07 |
125.65 |
125.03 |
125.65 |
+0.62 |
0 |
95 |
+0 |
Total Volume and Open Interest |
184,343 |
319,717 |
-1,189 |
Mexican Peso(CME) |
Sep12 |
120822 |
758.2 |
763.2 |
754.8 |
761.2 |
+3.0 |
19,825 |
180,444 |
-375 |
Oct12 |
120822 |
759.2 |
759.2 |
756.2 |
759.2 |
+3.0 |
|
|
|
Total Volume and Open Interest |
20,297 |
220,142 |
-315 |
Brazilian Real(CME) |
Sep12 |
120822 |
494.80 |
494.80 |
493.65 |
494.40 |
-0.30 |
15 |
3,824 |
+15 |
Oct12 |
120822 |
492.20 |
492.50 |
491.45 |
492.20 |
-0.30 |
0 |
738 |
+0 |
Nov12 |
120822 |
490.10 |
490.40 |
490.10 |
490.10 |
-0.30 |
|
|
|
Dec12 |
120822 |
488.20 |
488.20 |
487.95 |
487.95 |
-0.30 |
5 |
150 |
-5 |
Total Volume and Open Interest |
20 |
17,052 |
+10 |
30-Year T-Bonds(CBOT) |
Sep12 |
120822 |
146~130 |
148~020 |
146~120 |
147~190 |
+1~100 |
212,833 |
574,290 |
-115 |
Dec12 |
120822 |
147~020 |
148~240 |
146~300 |
148~100 |
+1~120 |
6,439 |
14,114 |
+3,208 |
Mar13 |
120822 |
146~110 |
147~180 |
146~060 |
147~180 |
+1~120 |
0 |
3 |
+0 |
Total Volume and Open Interest |
219,272 |
588,407 |
+3,093 |
10-Year T-Notes(CBOT) |
Sep12 |
120822 |
132~205 |
133~175 |
132~200 |
133~100 |
+0~225 |
674,677 |
1,582,007 |
-22,233 |
Dec12 |
120822 |
131~185 |
132~140 |
131~160 |
132~070 |
+0~230 |
13,798 |
49,200 |
+1,712 |
Mar13 |
120822 |
131~120 |
131~120 |
130~210 |
131~120 |
+0~230 |
|
|
|
Total Volume and Open Interest |
688,475 |
1,631,207 |
-20,521 |
5-Year T-Notes(CBOT) |
Sep12 |
120822 |
123~124 |
124~053 |
123~120 |
124~041 |
+0~049 |
279,560 |
1,211,785 |
+6,572 |
Dec12 |
120822 |
123~076 |
124~006 |
123~070 |
123~121 |
+0~051 |
16,611 |
46,884 |
+3,922 |
Mar13 |
120822 |
123~041 |
123~041 |
122~118 |
123~041 |
+0~051 |
|
|
|
Total Volume and Open Interest |
296,171 |
1,258,669 |
+10,494 |
2 Year T-Notes(CBOT) |
Sep12 |
120822 |
110~019 |
110~027 |
110~019 |
110~025 |
+0~006 |
112,779 |
919,814 |
+2,727 |
Dec12 |
120822 |
110~016 |
110~025 |
110~015 |
110~023 |
+0~008 |
23,323 |
104,182 |
+13,711 |
Mar13 |
120822 |
109~089 |
109~089 |
109~081 |
109~089 |
+0~008 |
|
|
|
Total Volume and Open Interest |
136,102 |
1,023,996 |
+16,438 |
Eurodollars(CME) |
Sep12 |
120822 |
99.580 |
99.592 |
99.577 |
99.582 |
unch |
49,071 |
816,169 |
+4,557 |
Dec12 |
120822 |
99.575 |
99.605 |
99.575 |
99.590 |
+0.010 |
87,982 |
888,428 |
+3,228 |
Mar13 |
120822 |
99.560 |
99.595 |
99.560 |
99.580 |
+0.020 |
91,928 |
674,031 |
+5,873 |
Jun13 |
120822 |
99.540 |
99.590 |
99.540 |
99.570 |
+0.030 |
87,210 |
638,451 |
-1,712 |
Sep13 |
120822 |
99.510 |
99.565 |
99.510 |
99.550 |
+0.040 |
63,927 |
681,374 |
-1,845 |
Dec13 |
120822 |
99.465 |
99.530 |
99.465 |
99.510 |
+0.045 |
60,109 |
618,125 |
-17 |
Mar14 |
120822 |
99.425 |
99.490 |
99.425 |
99.475 |
+0.055 |
50,612 |
540,608 |
-21 |
Jun14 |
120822 |
99.370 |
99.435 |
99.365 |
99.420 |
+0.060 |
43,425 |
440,924 |
-1,782 |
Sep14 |
120822 |
99.300 |
99.380 |
99.300 |
99.360 |
+0.070 |
40,552 |
352,934 |
-1,552 |
Dec14 |
120822 |
99.220 |
99.310 |
99.215 |
99.280 |
+0.075 |
37,848 |
350,223 |
-911 |
Mar15 |
120822 |
99.135 |
99.240 |
99.135 |
99.210 |
+0.085 |
37,739 |
343,451 |
+237 |
Jun15 |
120822 |
0.726 |
0.846 |
0.726 |
0.811 |
+0.095 |
30,268 |
347,688 |
+1,816 |
Sep15 |
120822 |
0.601 |
0.726 |
0.601 |
0.691 |
+0.105 |
30,755 |
250,267 |
+4,432 |
Dec15 |
120822 |
0.436 |
0.581 |
0.436 |
0.541 |
+0.115 |
25,005 |
177,425 |
-586 |
Mar16 |
120822 |
0.286 |
0.441 |
0.286 |
0.401 |
+0.120 |
17,348 |
110,184 |
-686 |
Jun16 |
120822 |
0.141 |
0.301 |
0.141 |
0.251 |
+0.125 |
15,087 |
98,124 |
+168 |
Sep16 |
120822 |
6.535 |
0.151 |
6.535 |
0.101 |
-6.424 |
7,789 |
87,164 |
-197 |
Dec16 |
120822 |
6.380 |
6.545 |
6.380 |
6.495 |
+0.130 |
8,063 |
82,218 |
+1,004 |
Total Volume and Open Interest |
802,846 |
7,706,570 |
+10,054 |
30 Day Federal Funds(CBOT) |
Aug12 |
120822 |
99.863 |
99.865 |
99.863 |
99.863 |
unch |
3,179 |
72,491 |
-2,342 |
Sep12 |
120822 |
99.860 |
99.865 |
99.855 |
99.860 |
unch |
1,937 |
47,346 |
+184 |
Oct12 |
120822 |
99.855 |
99.865 |
99.855 |
99.860 |
unch |
390 |
55,430 |
-12 |
Nov12 |
120822 |
99.855 |
99.865 |
99.855 |
99.860 |
unch |
124 |
41,967 |
+41 |
Dec12 |
120822 |
99.860 |
99.865 |
99.855 |
99.860 |
unch |
619 |
27,519 |
+50 |
Jan13 |
120822 |
99.855 |
99.865 |
99.855 |
99.860 |
unch |
378 |
19,757 |
+175 |
Total Volume and Open Interest |
10,964 |
449,228 |
-1,541 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep12 |
120822 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Dec12 |
120822 |
99.685 |
99.685 |
99.685 |
99.685 |
+0.002 |
|
|
|
Mar13 |
120822 |
99.700 |
99.700 |
99.700 |
99.700 |
+0.002 |
|
|
|
Jun13 |
120822 |
99.715 |
99.715 |
99.715 |
99.715 |
+0.002 |
|
|
|
Sep13 |
120822 |
99.715 |
99.715 |
99.715 |
99.715 |
unch |
|
|
|
Dec13 |
120822 |
99.715 |
99.715 |
99.715 |
99.715 |
unch |
|
|
|
Mar14 |
120822 |
99.715 |
99.715 |
99.715 |
99.715 |
unch |
|
|
|
Jun14 |
120822 |
99.575 |
99.575 |
99.575 |
99.575 |
unch |
|
|
|
Sep14 |
120822 |
99.435 |
99.435 |
99.435 |
99.435 |
unch |
|
|
|
Dec14 |
120822 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Sep12 |
120822 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,571 |
-150 |
Dec12 |
120822 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.00 |
250 |
660 |
-50 |
Mar13 |
120822 |
99.70 |
99.70 |
99.70 |
99.70 |
+0.00 |
0 |
183 |
+0 |
Jun13 |
120822 |
99.71 |
99.71 |
99.71 |
99.71 |
+0.00 |
0 |
201 |
+0 |
Sep13 |
120822 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
305 |
+0 |
Dec13 |
120822 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
384 |
+0 |
Mar14 |
120822 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
344 |
+0 |
Jun14 |
120822 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
|
|
|
Total Volume and Open Interest |
250 |
3,652 |
-200 |
Japanese Gov't Bonds(SGX) |
Sep12 |
120822 |
143.52 |
143.71 |
143.39 |
143.53 |
-0.02 |
1,983 |
16,400 |
-314 |
Dec12 |
120822 |
143.20 |
143.20 |
143.20 |
143.20 |
+0.06 |
0 |
7 |
+0 |
Mar13 |
120822 |
141.11 |
141.11 |
141.11 |
141.11 |
+0.06 |
|
|
|
Total Volume and Open Interest |
1,983 |
16,407 |
-314 |
Euro-Bund(EUREX) |
Sep12 |
120822 |
142.02 |
142.88 |
141.63 |
142.61 |
+1.23 |
573,858 |
865,903 |
+14,735 |
Dec12 |
120822 |
140.22 |
141.14 |
139.96 |
140.88 |
+1.23 |
13,573 |
23,257 |
+7,738 |
Mar13 |
120822 |
140.86 |
140.86 |
140.86 |
140.86 |
+1.24 |
|
|
|
Total Volume and Open Interest |
587,431 |
889,160 |
+22,473 |
Euro-Bobl(EUREX) |
Sep12 |
120822 |
126.92 |
127.26 |
126.78 |
127.14 |
+0.46 |
320,397 |
656,758 |
+20,689 |
Dec12 |
120822 |
125.29 |
125.55 |
125.17 |
125.48 |
+0.46 |
2,054 |
34,271 |
+981 |
Mar13 |
120822 |
125.48 |
125.48 |
125.48 |
125.48 |
+0.46 |
|
|
|
Total Volume and Open Interest |
322,451 |
691,029 |
+21,670 |
3-Mth Euribor(EUREX) |
Sep12 |
120822 |
99.740 |
99.740 |
99.740 |
99.740 |
+0.005 |
0 |
3,182 |
+0 |
Dec12 |
120822 |
99.775 |
99.775 |
99.775 |
99.775 |
+0.010 |
2 |
1,422 |
+2 |
Mar13 |
120822 |
99.765 |
99.765 |
99.765 |
99.765 |
+0.010 |
50 |
1,293 |
+0 |
Total Volume and Open Interest |
56 |
7,504 |
+2 |
Long Gilt(LIFFE) |
Sep12 |
120822 |
119~28 |
120~14 |
119~24 |
120~10 |
+0~25 |
108,668 |
341,459 |
+220 |
Dec12 |
120822 |
119~01 |
119~12 |
118~27 |
119~10 |
+0~26 |
1,774 |
5,129 |
+526 |
Total Volume and Open Interest |
110,442 |
346,588 |
+746 |
3-Mth Short Sterling(LIFFE) |
Sep12 |
120822 |
99.33 |
99.34 |
99.32 |
99.34 |
+0.01 |
11,595 |
343,411 |
+280 |
Dec12 |
120822 |
99.36 |
99.38 |
99.35 |
99.37 |
+0.01 |
22,531 |
373,466 |
+11 |
Mar13 |
120822 |
99.36 |
99.38 |
99.35 |
99.38 |
+0.02 |
31,475 |
296,404 |
+2,362 |
Jun13 |
120822 |
99.35 |
99.38 |
99.34 |
99.38 |
+0.03 |
22,098 |
291,798 |
+6,018 |
Sep13 |
120822 |
99.34 |
99.36 |
99.32 |
99.36 |
+0.03 |
32,667 |
348,347 |
-2,849 |
Dec13 |
120822 |
99.29 |
99.32 |
99.27 |
99.31 |
+0.02 |
19,662 |
230,519 |
-1,180 |
Total Volume and Open Interest |
200,810 |
2,604,795 |
+2,384 |
3-Mth Euribor(LIFFE) |
Sep12 |
120822 |
99.735 |
99.750 |
99.735 |
99.740 |
+0.005 |
47,356 |
454,877 |
+10,043 |
Dec12 |
120822 |
99.760 |
99.785 |
99.760 |
99.775 |
+0.010 |
73,581 |
527,385 |
+4,579 |
Mar13 |
120822 |
99.755 |
99.785 |
99.750 |
99.765 |
+0.010 |
76,809 |
453,948 |
+6,906 |
Total Volume and Open Interest |
590,919 |
3,668,549 |
+32,661 |
3-Mth Aus T-Bills(SFE) |
Sep12 |
120822 |
96.41 |
96.44 |
96.40 |
96.43 |
+0.02 |
14,430 |
124,780 |
-4,602 |
Dec12 |
120822 |
96.58 |
96.65 |
96.55 |
96.63 |
+0.06 |
17,768 |
159,193 |
+2,414 |
Mar13 |
120822 |
96.68 |
96.76 |
96.64 |
96.75 |
+0.07 |
9,519 |
107,134 |
+577 |
Jun13 |
120822 |
96.68 |
96.77 |
96.64 |
96.75 |
+0.08 |
5,447 |
85,549 |
-244 |
Sep13 |
120822 |
96.60 |
96.72 |
96.59 |
96.70 |
+0.08 |
1,344 |
55,063 |
-329 |
Dec13 |
120822 |
96.52 |
96.65 |
96.51 |
96.63 |
+0.08 |
1,375 |
42,671 |
-732 |
Mar14 |
120822 |
96.46 |
96.58 |
96.44 |
96.56 |
+0.08 |
761 |
28,273 |
+5 |
Jun14 |
120822 |
96.39 |
96.53 |
96.39 |
96.50 |
+0.09 |
520 |
16,044 |
+210 |
Sep14 |
120822 |
96.44 |
96.44 |
96.43 |
96.44 |
+0.09 |
25 |
1,896 |
+15 |
Dec14 |
120822 |
96.36 |
96.36 |
96.36 |
96.36 |
+0.08 |
10 |
583 |
+10 |
Total Volume and Open Interest |
51,199 |
621,235 |
-2,676 |
10-Year Aus T-Bonds(SFE) |
Sep12 |
120822 |
96.64 |
96.73 |
96.59 |
96.71 |
+0.07 |
35,532 |
364,717 |
+2,443 |
Dec12 |
120822 |
96.71 |
96.71 |
96.71 |
96.71 |
+0.07 |
|
|
|
Total Volume and Open Interest |
35,532 |
364,717 |
+2,443 |
3-Year Aus T-Bonds(SFE) |
Sep12 |
120822 |
97.15 |
97.26 |
97.10 |
97.24 |
+0.09 |
115,671 |
427,912 |
+3,209 |
Dec12 |
120822 |
97.24 |
97.24 |
97.24 |
97.24 |
+0.09 |
|
|
|
Total Volume and Open Interest |
115,671 |
427,912 |
+3,209 |
Gold(CMX) |
Aug12 |
120822 |
1638.4 |
1653.1 |
1635.0 |
1637.4 |
-2.5 |
68 |
237 |
-182 |
Oct12 |
120822 |
1637.9 |
1655.8 |
1634.0 |
1638.3 |
-2.4 |
2,209 |
29,763 |
-158 |
Dec12 |
120822 |
1640.2 |
1658.2 |
1636.3 |
1640.5 |
-2.4 |
69,468 |
245,540 |
+1,659 |
Feb13 |
120822 |
1641.3 |
1660.0 |
1639.7 |
1642.6 |
-2.4 |
273 |
21,581 |
-8 |
Apr13 |
120822 |
1643.5 |
1661.9 |
1642.5 |
1644.7 |
-2.4 |
40 |
13,670 |
-8 |
Jun13 |
120822 |
1649.5 |
1664.3 |
1645.9 |
1646.8 |
-2.4 |
88 |
19,267 |
-30 |
Aug13 |
120822 |
1651.6 |
1665.6 |
1647.7 |
1648.8 |
-2.5 |
0 |
4,248 |
+0 |
Oct13 |
120822 |
1653.7 |
1653.9 |
1651.0 |
1651.0 |
-2.5 |
1 |
738 |
+0 |
Dec13 |
120822 |
1658.5 |
1666.8 |
1653.2 |
1653.2 |
-2.5 |
3 |
9,497 |
+2 |
Feb14 |
120822 |
1655.7 |
1655.7 |
1655.7 |
1655.7 |
-2.6 |
0 |
2,261 |
+0 |
Apr14 |
120822 |
1658.1 |
1658.1 |
1658.1 |
1658.1 |
-2.7 |
0 |
3,606 |
+0 |
Jun14 |
120822 |
1660.7 |
1660.7 |
1660.7 |
1660.7 |
-2.9 |
0 |
7,779 |
+0 |
Total Volume and Open Interest |
72,450 |
386,719 |
+1,285 |
Silver(CMX) |
Sep12 |
120822 |
2926.0 |
2988.5 |
2917.0 |
2955.6 |
+12.8 |
31,961 |
36,503 |
-796 |
Dec12 |
120822 |
2939.5 |
2995.0 |
2925.5 |
2964.1 |
+12.7 |
6,711 |
54,644 |
+3,272 |
Mar13 |
120822 |
2942.0 |
2998.5 |
2937.0 |
2971.2 |
+12.7 |
216 |
5,071 |
+10 |
May13 |
120822 |
2940.0 |
3002.5 |
2940.0 |
2974.6 |
+12.8 |
50 |
3,806 |
+9 |
Jul13 |
120822 |
2977.6 |
2977.6 |
2977.6 |
2977.6 |
+13.0 |
43 |
4,937 |
+15 |
Sep13 |
120822 |
2980.1 |
2980.1 |
2980.1 |
2980.1 |
+13.0 |
10 |
2,093 |
+10 |
Dec13 |
120822 |
2984.0 |
3009.5 |
2966.5 |
2982.5 |
+13.1 |
31 |
12,112 |
+27 |
Total Volume and Open Interest |
39,065 |
128,376 |
+2,559 |
Platinum(NYMEX) |
Oct12 |
120822 |
1511.8 |
1541.0 |
1505.1 |
1526.5 |
+18.7 |
15,384 |
49,669 |
-106 |
Jan13 |
120822 |
1511.5 |
1544.0 |
1511.5 |
1529.4 |
+18.6 |
484 |
4,677 |
-102 |
Apr13 |
120822 |
1521.8 |
1542.6 |
1516.8 |
1532.6 |
+17.8 |
66 |
303 |
+47 |
Jul13 |
120822 |
1533.6 |
1533.6 |
1533.6 |
1533.6 |
+17.8 |
1 |
1 |
+0 |
Total Volume and Open Interest |
15,935 |
54,653 |
-161 |
Palladium(NYMEX) |
Sep12 |
120822 |
625.85 |
634.70 |
621.15 |
628.75 |
+4.55 |
3,228 |
13,430 |
-1,050 |
Dec12 |
120822 |
627.20 |
635.70 |
623.15 |
630.40 |
+4.45 |
867 |
10,825 |
+399 |
Mar13 |
120822 |
631.75 |
631.75 |
631.75 |
631.75 |
+4.55 |
|
|
|
Total Volume and Open Interest |
4,099 |
24,257 |
-650 |
Copper(CMX) |
Sep12 |
120822 |
343.70 |
348.65 |
342.90 |
345.45 |
+0.15 |
41,010 |
41,960 |
-3,225 |
Dec12 |
120822 |
344.25 |
349.25 |
343.70 |
346.05 |
-0.05 |
9,038 |
78,176 |
+1,735 |
Mar13 |
120822 |
345.75 |
350.00 |
344.85 |
346.90 |
-0.10 |
901 |
15,182 |
+317 |
May13 |
120822 |
347.45 |
347.45 |
347.45 |
347.45 |
-0.10 |
15 |
2,658 |
+2 |
Jul13 |
120822 |
348.15 |
349.05 |
347.70 |
347.90 |
-0.10 |
33 |
2,355 |
+2 |
Total Volume and Open Interest |
51,658 |
152,931 |
-1,052 |
DJIA Index(CBOT) |
Sep12 |
120822 |
13200 |
13200 |
13100 |
13156 |
-43 |
153 |
12,054 |
+39 |
Dec12 |
120822 |
13030 |
13075 |
13030 |
13075 |
-43 |
0 |
28 |
+0 |
Mar13 |
120822 |
13001 |
13044 |
13001 |
13001 |
-43 |
|
|
|
Jun13 |
120822 |
12925 |
12968 |
12925 |
12925 |
-43 |
|
|
|
Total Volume and Open Interest |
153 |
12,082 |
+39 |
E-mini DJIA Index(CBOT) |
Sep12 |
120822 |
13199 |
13206 |
13099 |
13156 |
-43 |
68,977 |
112,428 |
+321 |
Dec12 |
120822 |
13110 |
13132 |
13027 |
13075 |
-43 |
35 |
157 |
+4 |
Mar13 |
120822 |
13001 |
13001 |
13001 |
13001 |
-43 |
0 |
3 |
+0 |
Jun13 |
120822 |
12925 |
12925 |
12925 |
12925 |
-43 |
0 |
38 |
+0 |
Total Volume and Open Interest |
69,012 |
112,626 |
+325 |
S & P 500(CME) |
Sep12 |
120822 |
1412.70 |
1414.00 |
1404.50 |
1412.30 |
-0.20 |
8,523 |
218,929 |
+510 |
Dec12 |
120822 |
1401.30 |
1405.40 |
1397.40 |
1405.20 |
-0.20 |
2,033 |
14,586 |
-26 |
Mar13 |
120822 |
1398.30 |
1398.50 |
1390.50 |
1398.30 |
-0.20 |
0 |
1,218 |
+0 |
Jun13 |
120822 |
1391.40 |
1391.70 |
1383.70 |
1391.40 |
-0.30 |
0 |
32 |
-18 |
Total Volume and Open Interest |
10,556 |
234,765 |
+466 |
S & P 500 E-Mini(Globex) |
Sep12 |
120822 |
1412.75 |
1414.25 |
1404.25 |
1412.25 |
-0.25 |
1,110,701 |
2,955,045 |
+20,006 |
Dec12 |
120822 |
1405.25 |
1407.00 |
1397.50 |
1405.25 |
-0.25 |
3,653 |
41,268 |
+2,873 |
Total Volume and Open Interest |
1,114,360 |
2,997,993 |
+22,899 |
NASDAQ 100(CME) |
Sep12 |
120822 |
2775.30 |
2790.00 |
2758.00 |
2781.30 |
+7.30 |
1,382 |
14,134 |
+1,135 |
Dec12 |
120822 |
2774.00 |
2775.00 |
2760.00 |
2774.00 |
+7.20 |
80 |
87 |
+0 |
Mar13 |
120822 |
2768.50 |
2768.50 |
2761.30 |
2768.50 |
+7.20 |
|
|
|
Total Volume and Open Interest |
1,462 |
14,221 |
+1,135 |
NASDAQ 100 E-Mini(Globex) |
Sep12 |
120822 |
2775.50 |
2789.80 |
2759.00 |
2781.30 |
+7.30 |
187,197 |
427,421 |
-947 |
Dec12 |
120822 |
2764.00 |
2782.80 |
2754.30 |
2774.00 |
+7.20 |
38 |
347 |
-377 |
Total Volume and Open Interest |
187,235 |
427,777 |
-1,324 |
S & P Midcap 400(CME) |
Sep12 |
120822 |
972.50 |
974.50 |
969.00 |
973.40 |
-2.20 |
0 |
2,141 |
+0 |
Dec12 |
120822 |
969.50 |
971.70 |
969.50 |
969.50 |
-2.20 |
|
|
|
Mar13 |
120822 |
967.50 |
969.70 |
967.50 |
967.50 |
-2.20 |
|
|
|
Total Volume and Open Interest |
0 |
2,141 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep12 |
120822 |
9160 |
9185 |
9040 |
9085 |
-80 |
2,514 |
30,262 |
-158 |
Dec12 |
120822 |
9045 |
9125 |
9045 |
9045 |
-80 |
8 |
29 |
+2 |
Total Volume and Open Interest |
2,522 |
30,291 |
-156 |
Nikkei 225(SGX) |
Sep12 |
120822 |
9165 |
9245 |
9065 |
9115 |
-50 |
77,377 |
186,005 |
-2,325 |
Dec12 |
120822 |
9145 |
9180 |
9015 |
9050 |
-50 |
434 |
11,512 |
+257 |
Mar13 |
120822 |
9040 |
9040 |
9040 |
9040 |
-50 |
0 |
48 |
+0 |
Total Volume and Open Interest |
78,342 |
206,631 |
-1,741 |
CAC 40(EURONEXT) |
Sep12 |
120822 |
3484.0 |
3496.5 |
3454.0 |
3457.5 |
-52.5 |
70,614 |
314,094 |
+1,062 |
Oct12 |
120822 |
3474.0 |
3482.5 |
3443.0 |
3445.0 |
-53.5 |
372 |
1,363 |
+1,316 |
Nov12 |
120822 |
3442.0 |
3442.0 |
3442.0 |
3442.0 |
-55.0 |
|
|
|
Total Volume and Open Interest |
70,986 |
315,570 |
+2,378 |
Hang Seng Index(HKFE) |
Aug12 |
120822 |
20000 |
20015 |
19839 |
19858 |
-277 |
61,004 |
91,247 |
+1,618 |
Sep12 |
120822 |
19918 |
19934 |
19760 |
19777 |
-275 |
1,361 |
10,864 |
-224 |
Total Volume and Open Interest |
62,766 |
107,984 |
+1,270 |
DAX(EUREX) |
Sep12 |
120822 |
7047.5 |
7062.0 |
7005.0 |
7023.0 |
-70.0 |
98,075 |
156,374 |
-1,281 |
Dec12 |
120822 |
7045.5 |
7059.0 |
7007.0 |
7023.5 |
-69.5 |
371 |
11,500 |
+97 |
Mar13 |
120822 |
7053.0 |
7057.5 |
7011.0 |
7024.5 |
-70.5 |
93 |
904 |
+68 |
Total Volume and Open Interest |
98,539 |
168,778 |
-1,116 |
FT-SE 100(EURONEXT) |
Sep12 |
120822 |
5825.00 |
5825.00 |
5763.50 |
5772.00 |
-89.00 |
78,901 |
645,025 |
-1,468 |
Dec12 |
120822 |
5767.50 |
5770.50 |
5739.00 |
5742.00 |
-90.00 |
60 |
892 |
+13 |
Mar13 |
120822 |
5701.00 |
5701.00 |
5701.00 |
5701.00 |
-89.00 |
0 |
227 |
+0 |
Total Volume and Open Interest |
78,961 |
646,144 |
-1,455 |
SPI 200(SFE) |
Sep12 |
120822 |
4376.0 |
4400.0 |
4350.0 |
4361.0 |
-15.0 |
29,278 |
257,297 |
+4,808 |
Dec12 |
120822 |
4387.0 |
4387.0 |
4357.0 |
4362.0 |
-16.0 |
152 |
6,134 |
+29 |
Mar13 |
120822 |
4331.0 |
4331.0 |
4331.0 |
4331.0 |
-11.0 |
1 |
1,402 |
-59 |
Total Volume and Open Interest |
29,431 |
265,913 |
+4,778 |
GSCI(CME) |
Sep12 |
120822 |
673.00 |
677.00 |
673.00 |
677.00 |
+1.50 |
266 |
8,905 |
+155 |
Oct12 |
120822 |
674.00 |
678.00 |
674.00 |
678.00 |
+1.50 |
3 |
3 |
+3 |
Nov12 |
120822 |
679.00 |
679.00 |
675.00 |
679.00 |
+1.50 |
|
|
|
Total Volume and Open Interest |
269 |
8,908 |
+158 |
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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