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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Mon August 27, 2012
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep12 120827 1748.25 1765.50 1724.00 1729.75 -7.75 16,830 33,382 -2,805
Nov12 120827 1740.75 1760.50 1714.00 1718.75 -12.75 134,786 367,242 +2,307
Jan13 120827 1733.25 1752.50 1705.50 1711.25 -13.00 16,750 91,197 +1,471
Mar13 120827 1640.50 1662.75 1626.75 1630.25 -6.00 12,010 88,456 +648
May13 120827 1546.00 1568.75 1538.00 1541.75 -2.75 10,244 86,995 +1,231
Jul13 120827 1520.00 1540.00 1509.25 1512.25 -4.25 7,983 59,693 +172
Aug13 120827 1481.75 1481.75 1473.25 1473.25 -6.50 134 347 +31
Sep13 120827 1407.50 1407.50 1396.50 1396.50 -5.75 295 498 +104
Nov13 120827 1326.75 1342.75 1314.75 1322.25 -1.25 2,034 27,790 +1,006
Jan14 120827 1337.75 1337.75 1327.50 1327.50 -1.25 3 226 +0
Mar14 120827 1327.50 1328.75 1327.50 1327.50 -1.25 0 53 +0
May14 120827 1328.00 1329.25 1328.00 1328.00 -1.25 2 80 +0
Jul14 120827 1331.75 1333.00 1331.75 1331.75 -1.25 3 40 +1
Aug14 120827 1326.50 1327.75 1326.50 1326.50 -1.25      
Total Volume and Open Interest 201,104 757,671 +4,182
Soybean Meal(CBOT)
Sep12 120827 537.50 542.50 527.70 531.80 -1.60 17,817 34,799 -3,172
Oct12 120827 529.90 536.00 519.80 523.50 -3.40 13,206 42,352 +705
Dec12 120827 525.30 531.90 515.30 518.70 -4.10 39,852 113,464 -1,901
Jan13 120827 519.90 523.40 507.80 510.80 -3.90 5,153 17,874 +307
Mar13 120827 484.50 487.40 477.30 479.30 -1.40 3,456 14,994 -549
May13 120827 441.00 447.90 439.90 441.80 +0.10 2,966 16,766 +390
Jul13 120827 430.60 434.80 427.30 428.90 +0.10 1,688 14,673 +83
Aug13 120827 417.00 417.00 413.10 413.80 +0.70 100 756 -20
Sep13 120827 392.60 393.00 386.90 387.00 +0.10 180 911 +93
Oct13 120827 361.20 363.80 357.60 357.60 -3.10 130 2,070 +48
Total Volume and Open Interest 84,645 264,966 -4,003
Soybean Oil(CBOT)
Sep12 120827 56.50 57.17 55.83 55.91 -0.33 19,125 39,016 -2,772
Oct12 120827 56.67 57.36 56.05 56.13 -0.32 12,953 37,218 +1,799
Dec12 120827 57.08 57.85 56.49 56.56 -0.34 59,654 166,421 +2,602
Jan13 120827 57.37 58.03 56.75 56.80 -0.32 6,783 32,286 +301
Mar13 120827 57.67 58.08 56.80 56.83 -0.32 4,181 22,028 +949
May13 120827 57.19 57.76 56.59 56.63 -0.33 3,593 14,663 +271
Jul13 120827 57.11 57.72 56.52 56.58 -0.32 1,984 13,951 -145
Aug13 120827 56.60 56.63 56.26 56.26 -0.37 110 2,273 -20
Sep13 120827 56.44 56.44 55.75 55.75 -0.40 177 1,564 -16
Oct13 120827 54.78 55.34 54.75 54.91 -0.43 152 2,661 -4
Total Volume and Open Interest 109,167 339,897 +2,950
Canola(WCE)
Nov12 120827 636.6 640.0 627.0 628.6 -5.0 8,377 135,782 +884
Jan13 120827 640.5 642.5 632.8 632.8 -4.4 2,804 51,526 -396
Mar13 120827 640.7 642.2 632.1 632.6 -2.7 1,680 17,242 -1,079
May13 120827 626.6 627.6 619.3 620.1 -0.7 1,490 19,380 -215
Jul13 120827 614.6 618.7 610.0 612.1 -0.4 219 3,840 +99
Total Volume and Open Interest 14,641 229,804 -670
Corn(CBOT)
Sep12 120827 806.25 811.00 794.00 794.50 -7.75 71,175 118,732 -3,873
Dec12 120827 813.00 818.00 800.25 800.75 -7.75 176,444 702,421 -6,844
Mar13 120827 812.75 817.50 801.00 801.50 -7.00 26,561 175,252 +1,989
May13 120827 804.00 811.00 794.50 795.25 -6.00 7,828 49,687 -142
Jul13 120827 790.00 795.50 779.75 780.50 -5.25 7,612 100,706 +144
Sep13 120827 679.25 683.00 676.25 678.50 -2.25 914 14,453 +28
Dec13 120827 648.00 650.50 643.00 647.75 +1.00 4,016 78,486 +1,059
Mar14 120827 650.50 652.50 650.25 652.50 +1.00 86 1,653 +0
May14 120827 655.00 655.00 654.00 655.00 +1.00 20 380 -3
Jul14 120827 654.50 655.50 652.00 655.50 unch 2 989 -2
Total Volume and Open Interest 294,767 1,247,917 -7,609
Wheat(CBOT)
Sep12 120827 868.00 877.75 860.75 862.00 -5.50 19,134 43,852 -1,413
Dec12 120827 890.50 899.25 881.00 881.25 -7.25 55,004 265,864 -1,255
Mar13 120827 902.25 909.25 891.50 892.00 -6.50 8,770 61,445 +2,643
May13 120827 892.00 899.50 883.00 883.25 -5.25 902 14,579 -111
Jul13 120827 851.50 860.00 848.00 849.25 -2.75 2,670 48,769 +469
Sep13 120827 859.00 859.00 848.25 848.25 -4.00 69 1,627 +0
Total Volume and Open Interest 87,263 465,869 +515
Wheat(KCBT)
Sep12 120827 875.75 887.50 872.25 873.00 -3.25 8,018 26,234 -3,492
Dec12 120827 902.00 914.50 897.25 898.50 -2.75 11,960 83,913 +1,953
Mar13 120827 919.00 926.25 910.25 911.00 -2.25 1,896 21,114 +628
May13 120827 914.75 914.75 906.75 908.00 -2.25 215 7,929 +82
Jul13 120827 866.00 877.50 864.25 868.00 +0.75 477 12,999 -71
Sep13 120827 875.00 878.00 868.00 870.00 +0.75 32 704 +17
Total Volume and Open Interest 22,610 153,798 -878
Wheat(MGE)
Sep12 120827 920.50 930.75 911.75 912.75 -5.75 2,405 7,033 -706
Dec12 120827 930.00 942.75 924.25 925.25 -4.75 3,034 21,706 +406
Mar13 120827 944.50 951.50 932.75 934.00 -4.50 200 7,184 +52
May13 120827 947.75 949.00 937.00 937.25 -8.00 51 1,349 +14
Jul13 120827 948.00 948.50 945.00 945.00 -3.25 19 413 +1
Total Volume and Open Interest 5,740 40,158 -214
Oats(CBOT)
Sep12 120827 388.00 390.75 375.25 379.00 -9.50 64 727 -60
Dec12 120827 394.00 396.25 380.00 387.00 -4.50 328 9,347 +97
Mar13 120827 393.00 393.00 382.00 387.00 -5.00 25 822 +9
May13 120827 383.75 388.50 383.75 383.75 -4.75 0 29 +0
Total Volume and Open Interest 417 10,939 +46
Rough Rice(CBOT)
Sep12 120827 15.42 15.64 15.30 15.31 -0.10 1,140 3,734 -957
Nov12 120827 15.70 15.93 15.59 15.60 -0.09 1,220 9,159 +918
Jan13 120827 16.19 16.19 15.88 15.88 -0.11 43 1,149 +27
Mar13 120827 16.14 16.24 16.14 16.14 -0.10 1 114 +0
Total Volume and Open Interest 2,404 14,188 -12
Live Cattle(CME)
Aug12 120827 119.850 119.930 118.100 118.400 -1.485 2,069 1,663 -774
Oct12 120827 124.480 124.550 123.350 123.480 -0.970 30,640 129,212 -3,849
Dec12 120827 127.850 127.885 126.980 127.250 -0.635 18,148 78,306 +3,140
Feb13 120827 131.600 131.600 130.850 131.050 -0.650 7,123 35,253 +70
Apr13 120827 135.185 135.380 134.700 134.985 -0.415 7,375 27,925 +1,225
Jun13 120827 132.250 132.325 131.575 131.850 -0.650 2,250 10,400 -9
Total Volume and Open Interest 68,673 288,419 +384
Feeder Cattle(CME)
Aug12 120827 140.500 140.500 140.235 140.285 -0.215 697 4,279 -47
Sep12 120827 143.000 143.450 142.435 142.650 -0.300 1,153 6,534 -137
Oct12 120827 144.300 144.630 143.785 143.935 -0.500 3,000 13,729 +206
Nov12 120827 145.650 145.985 145.150 145.500 -0.150 1,320 5,370 +207
Jan13 120827 148.075 148.500 147.900 148.325 +0.040 527 4,325 +42
Mar13 120827 151.075 151.500 150.900 151.050 -0.350 430 1,432 +99
Apr13 120827 152.350 152.350 152.350 152.350 -0.250 64 625 +29
Total Volume and Open Interest 7,278 37,235 +461
Lean Hogs(CME)
Oct12 120827 72.650 73.475 72.535 73.250 +0.865 20,544 92,724 +450
Dec12 120827 70.750 71.200 70.500 71.050 +0.470 13,179 54,504 +366
Feb13 120827 78.450 79.035 78.330 79.000 +0.465 4,883 31,200 -291
Apr13 120827 87.180 87.785 87.080 87.650 +0.250 2,146 22,360 +130
May13 120827 95.900 96.650 95.900 96.580 +0.080 67 962 +0
Jun13 120827 99.350 99.785 99.180 99.650 +0.100 3,005 14,497 +160
Jul13 120827 98.980 99.400 98.750 99.150 -0.250 700 3,765 -56
Aug13 120827 98.000 98.300 98.000 98.250 -0.050 156 2,975 +67
Total Volume and Open Interest 44,730 224,790 +854
Class III Milk(CME)
Aug12 120827 17.72 17.72 17.72 17.72 unch 188 4,133 -86
Sep12 120827 19.08 19.16 19.03 19.08 -0.02 218 5,197 -40
Oct12 120827 19.96 20.05 19.82 19.97 -0.04 266 4,921 +127
Nov12 120827 19.96 20.16 19.92 20.10 +0.12 179 3,758 +72
Dec12 120827 19.88 20.12 19.85 20.05 +0.10 132 3,475 +45
Total Volume and Open Interest 1,206 28,758 +201
Cocoa(ICE)
Sep12 120827 2542 2542 2518 2518 +81 61 270 -24
Dec12 120827 2400 2498 2400 2473 +76 11,926 103,061 -824
Mar13 120827 2430 2500 2430 2484 +73 3,179 42,135 +160
May13 120827 2474 2502 2474 2493 +73 1,024 15,852 +155
Jul13 120827 2490 2520 2490 2501 +71 182 10,192 +80
Sep13 120827 2509 2510 2509 2509 +72 15 4,752 +5
Dec13 120827 2520 2521 2520 2520 +74 0 6,097 +0
Total Volume and Open Interest 16,397 187,615 -443
Coffee "C"(ICE)
Sep12 120827 165.00 167.45 165.00 167.05 +4.45 773 606 -1,362
Dec12 120827 164.50 167.70 164.50 167.35 +4.45 9,103 89,940 -564
Mar13 120827 166.80 171.15 166.80 170.90 +4.35 2,818 28,654 +231
May13 120827 173.50 173.70 171.50 173.35 +4.30 645 7,419 +87
Jul13 120827 175.35 175.80 173.95 175.80 +4.25 369 5,226 +5
Sep13 120827 177.90 178.25 177.20 178.25 +4.20 223 1,740 +160
Total Volume and Open Interest 14,025 135,476 -1,396
Orange Juice(ICE)
Sep12 120827 134.25 137.80 129.15 129.30 -9.80 382 1,733 -251
Nov12 120827 116.35 116.35 110.15 113.80 -4.15 1,409 16,158 -185
Jan13 120827 114.55 114.75 112.00 114.30 -3.80 262 2,395 -109
Mar13 120827 114.50 116.05 114.50 116.05 -4.05 8 2,040 -4
May13 120827 116.80 118.05 116.80 117.85 -3.95 150 563 +150
Jul13 120827 119.45 119.45 119.45 119.45 -4.20 0 16 +0
Total Volume and Open Interest 2,211 22,918 -399
Sugar #11(ICE)
Oct12 120827 19.70 19.97 19.52 19.56 -0.02 60,299 306,601 +2,971
Mar13 120827 20.48 20.64 20.20 20.25 -0.04 30,271 176,926 +3,063
May13 120827 20.45 20.57 20.18 20.25 unch 11,318 47,264 +217
Jul13 120827 20.42 20.52 20.19 20.24 -0.02 6,650 78,973 +1,377
Oct13 120827 20.71 20.78 20.49 20.52 -0.04 3,367 43,248 +1,276
Mar14 120827 21.04 21.11 20.85 20.85 -0.08 965 26,104 -22
May14 120827 21.02 21.02 20.70 20.72 -0.15 105 7,021 +17
Jul14 120827 21.02 21.02 20.67 20.70 -0.19 79 6,132 +22
Total Volume and Open Interest 113,324 701,833 +8,971
London Cocoa(LCE)
Sep12 120824 1576 1577 1560 1573 +3 1,968 31,462 -1,003
Dec12 120824 1588 1590 1571 1585 +2 6,133 65,731 -999
Mar13 120824 1575 1577 1562 1575 +4 2,086 55,817 +263
May13 120824 1579 1583 1567 1579 +5 761 24,053 +55
Jul13 120824 1585 1586 1572 1583 +3 444 13,492 +217
Sep13 120824 1585 1585 1579 1585 +4 316 8,402 -19
Dec13 120824 1585 1586 1575 1586 +5 31 7,819 +15
Total Volume and Open Interest 11,763 207,374 -1,471
London Sugar(LCE)
Oct12 120824 546.50 549.50 544.90 549.40 +2.30 2,712 22,627 -819
Dec12 120824 545.30 547.70 543.30 547.10 +1.50 1,163 13,549 +723
Mar13 120824 548.60 552.70 547.60 550.80 +0.80 1,488 18,253 +130
May13 120824 551.80 553.10 550.10 552.30 -0.50 521 4,290 +130
Aug13 120824 550.00 551.70 548.30 550.30 -0.80 353 2,747 +124
Total Volume and Open Interest 6,457 64,724 +326
Cotton(ICE)
Oct12 120827 75.20 75.48 74.87 75.33 +0.88 16 349 +0
Dec12 120827 75.50 76.24 75.23 76.14 +0.93 10,268 126,946 -750
Mar13 120827 76.34 76.98 75.94 76.89 +0.95 1,939 37,503 +204
May13 120827 76.83 77.40 76.70 77.31 +0.92 155 6,160 +3
Jul13 120827 77.78 77.98 77.74 77.84 +0.90 81 6,611 +61
Oct13 120827 79.34 79.34 79.34 79.34 +0.97 0 5 +0
Total Volume and Open Interest 12,577 180,379 -462
Lumber(CME)
Sep12 120827 292.1 294.0 290.5 290.6 -0.6 279 1,633 -116
Nov12 120827 292.2 296.6 291.0 291.8 -0.1 574 6,673 +139
Jan13 120827 306.0 307.0 303.9 305.5 unch 105 1,363 +12
Mar13 120827 313.7 314.7 310.7 312.0 -1.7 16 330 +14
Total Volume and Open Interest 974 10,021 +49
Crude Oil(NYM)
Oct12 120827 96.67 97.72 94.41 95.47 -0.68 225,156 275,779 -1,531
Nov12 120827 96.90 97.98 94.73 95.79 -0.66 50,019 152,751 +857
Dec12 120827 97.20 98.27 95.08 96.16 -0.63 59,156 198,584 +46
Jan13 120827 97.86 98.64 95.54 96.59 -0.61 14,072 108,224 +184
Feb13 120827 98.10 98.71 95.89 96.91 -0.58 13,668 43,774 +825
Mar13 120827 98.25 99.01 96.18 97.07 -0.56 19,904 54,219 +901
Apr13 120827 98.58 98.58 96.15 97.03 -0.55 9,413 22,926 +262
May13 120827 98.43 98.51 96.29 96.88 -0.53 6,178 21,627 -286
Jun13 120827 98.53 98.53 95.66 96.65 -0.52 25,136 77,170 +4,511
Jul13 120827 97.86 97.86 96.24 96.38 -0.50 1,326 27,292 -5
Aug13 120827 95.73 96.08 95.73 96.08 -0.47 1,102 17,473 +18
Sep13 120827 95.78 95.78 95.78 95.78 -0.43 2,682 27,181 -283
Oct13 120827 95.48 95.48 95.48 95.48 -0.40 945 14,529 +24
Nov13 120827 94.97 95.19 94.42 95.19 -0.38 845 19,293 +165
Dec13 120827 95.92 96.19 93.96 94.91 -0.34 25,177 148,000 +1,591
Jan14 120827 94.50 94.50 94.50 94.50 -0.32 177 19,918 +26
Total Volume and Open Interest 466,874 1,494,175 +8,831
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 120827 96.550 97.725 94.425 95.475 -0.675 6,769 4,947 +480
Nov12 120827 96.875 97.900 94.750 95.800 -0.650 393 2,484 -20
Dec12 120827 97.400 98.250 95.125 96.150 -0.650 309 3,589 -35
Jan13 120827 96.000 96.600 96.000 96.600 -0.600 189 660 -3
Feb13 120827 98.325 98.325 96.900 96.900 -0.600 4 72 +2
Mar13 120827 97.075 97.075 97.075 97.075 -0.550 0 6 +0
Apr13 120827 97.025 97.025 97.025 97.025 -0.550 0 1 +0
May13 120827 96.325 96.875 96.325 96.875 -0.525      
Total Volume and Open Interest 7,664 11,993 +424
Heating Oil(NYM)
Sep12 120827 314.90 318.55 309.93 311.18 +0.17 32,951 44,555 -8,776
Oct12 120827 313.39 319.15 310.59 311.95 +0.08 45,431 78,439 +3,966
Nov12 120827 315.35 319.05 310.81 311.96 -0.54 13,301 47,650 +888
Dec12 120827 315.60 318.84 310.72 311.86 -0.92 13,722 45,534 -1,468
Jan13 120827 315.70 316.79 310.74 311.62 -1.21 5,433 31,359 -303
Feb13 120827 314.67 315.30 309.53 310.13 -1.38 1,731 12,150 +46
Mar13 120827 311.09 311.20 306.74 307.66 -1.53 2,949 21,339 -79
Apr13 120827 305.93 306.39 304.37 304.63 -1.71 1,728 20,941 +80
May13 120827 305.80 306.24 305.80 306.01 -2.07 453 9,347 -34
Jun13 120827 306.66 306.66 303.40 303.43 -2.20 732 10,042 +193
Jul13 120827 302.13 304.97 302.13 302.13 -2.32 42 2,748 +9
Aug13 120827 301.00 304.49 301.00 301.33 -2.37 47 1,199 +18
Sep13 120827 303.00 303.00 301.08 301.08 -2.47 13 994 +13
Oct13 120827 301.08 301.08 301.08 301.08 -2.47 0 509 +0
Total Volume and Open Interest 119,225 332,669 -5,109
Gasoline(NYMEX)
Sep12 120827 309.26 320.50 309.26 315.48 +7.68 41,332 36,171 -5,398
Oct12 120827 292.76 300.98 292.46 295.00 +3.95 58,692 100,053 +3,916
Nov12 120827 287.00 290.22 282.18 283.89 +0.49 24,469 40,995 -1,976
Dec12 120827 281.20 284.04 275.92 277.47 -1.12 13,878 49,703 +520
Jan13 120827 279.49 280.42 273.15 274.50 -1.80 5,312 18,439 +181
Feb13 120827 278.75 280.51 272.47 273.87 -2.09 3,254 9,937 +283
Mar13 120827 280.65 281.35 273.11 274.57 -2.22 2,065 10,425 +462
Apr13 120827 294.41 294.41 286.76 288.08 -2.41 1,181 5,768 +144
May13 120827 286.47 286.47 286.47 286.47 -2.44 460 2,928 +67
Jun13 120827 290.03 291.00 283.75 283.75 -2.47 704 6,137 +23
Total Volume and Open Interest 152,053 290,181 -1,588
e-miNY RBOB Gasoline(NYM)
Sep12 120827 307.80 320.00 307.80 315.50 +7.70 0 2 +0
Oct12 120827 295.00 295.00 295.00 295.00 +3.90      
Nov12 120827 283.90 283.90 283.89 283.90 +0.50      
Dec12 120827 277.50 277.50 277.47 277.50 -1.10      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Sep12 120827 2.768 2.768 2.640 2.653 -0.049 194,034 41,966 -22,077
Oct12 120827 2.788 2.792 2.663 2.673 -0.061 129,676 199,517 +10,629
Nov12 120827 2.970 2.974 2.854 2.865 -0.064 69,350 221,803 +1,138
Dec12 120827 3.246 3.250 3.140 3.144 -0.070 30,847 61,221 +3,406
Jan13 120827 3.384 3.386 3.280 3.285 -0.065 34,535 152,590 -1,335
Feb13 120827 3.385 3.401 3.300 3.303 -0.065 6,471 28,936 +66
Mar13 120827 3.367 3.388 3.290 3.292 -0.063 9,949 56,409 -169
Apr13 120827 3.350 3.381 3.282 3.286 -0.061 10,066 70,633 +1,230
May13 120827 3.399 3.413 3.322 3.326 -0.060 2,132 18,729 +190
Jun13 120827 3.441 3.449 3.370 3.370 -0.058 2,517 14,901 +621
Jul13 120827 3.477 3.495 3.404 3.408 -0.057 1,120 15,448 +96
Aug13 120827 3.493 3.506 3.426 3.428 -0.057 886 11,073 -65
Sep13 120827 3.512 3.512 3.433 3.433 -0.057 1,110 9,001 -45
Oct13 120827 3.538 3.538 3.457 3.461 -0.057 2,615 43,255 +400
Nov13 120827 3.629 3.629 3.579 3.579 -0.055 412 19,134 +33
Dec13 120827 3.832 3.832 3.781 3.783 -0.058 298 17,549 +38
Total Volume and Open Interest 497,972 1,071,248 -5,111
Brent Crude Oil(ICE)
Oct12 120827 113.80 115.50 111.56 112.26 -1.33 196,031 248,458 +2,972
Nov12 120827 113.10 114.81 111.11 111.70 -1.31 88,118 194,049 +2,783
Dec12 120827 112.62 114.25 110.69 111.26 -1.25 98,728 148,368 -204
Jan13 120827 112.69 113.75 110.35 110.86 -1.20 23,566 49,998 +1,480
Feb13 120827 112.22 113.26 109.98 110.44 -1.15 13,146 36,339 +265
Mar13 120827 111.74 112.77 109.57 110.00 -1.10 12,148 37,237 +7
Apr13 120827 111.57 112.13 109.14 109.56 -1.04 5,836 18,661 +176
May13 120827 111.07 111.63 108.72 109.10 -0.99 6,457 18,329 -204
Jun13 120827 110.56 111.11 108.28 108.64 -0.93 21,905 53,846 +2,554
Jul13 120827 108.20 108.20 108.20 108.20 -0.88 3,306 18,127 +228
Aug13 120827 107.75 107.75 107.75 107.75 -0.83 2,543 18,383 +380
Sep13 120827 107.29 107.29 107.29 107.29 -0.79 4,258 22,601 +867
Oct13 120827 106.81 106.81 106.81 106.81 -0.76 3,345 17,134 +143
Nov13 120827 106.36 106.36 106.36 106.36 -0.74 2,938 15,026 -247
Total Volume and Open Interest 525,592 1,149,853 +11,610
Gas Oil(ICE)
Sep12 120827 986.25 1003.00 975.25 982.75 -6.75 60,155 99,918 -11,327
Oct12 120827 985.00 1002.50 975.00 983.00 -7.00 76,017 126,280 -1,448
Nov12 120827 981.50 998.00 971.00 979.00 -7.50 35,258 68,925 +4,963
Dec12 120827 976.50 991.75 965.00 973.00 -8.25 42,747 71,957 +169
Jan13 120827 978.50 985.75 962.50 969.25 -8.25 12,420 35,365 +1,319
Feb13 120827 973.25 980.50 958.00 964.25 -8.25 4,739 21,582 +1,267
Mar13 120827 966.75 974.75 952.00 958.50 -8.25 3,472 19,533 +215
Apr13 120827 961.50 966.25 945.75 952.75 -8.25 1,813 15,767 +407
May13 120827 955.75 960.00 939.75 946.75 -8.50 1,421 11,908 +284
Jun13 120827 951.00 955.00 934.25 942.00 -8.50 4,827 37,032 +258
Total Volume and Open Interest 250,102 597,601 -2,230
Ethanol(CBOT)
Aug12 120803 2.614 2.614 2.614 2.614 +0.049 76 45 -45
Sep12 120827 2.614 2.614 2.584 2.586 -0.015 124 661 -30
Oct12 120827 2.574 2.587 2.568 2.573 -0.012 272 1,195 +63
Nov12 120827 2.565 2.567 2.555 2.564 -0.006 226 1,809 -35
Dec12 120827 2.567 2.567 2.543 2.553 -0.004 202 1,782 +104
Jan13 120827 2.542 2.547 2.534 2.543 -0.006 122 1,698 +38
Feb13 120827 2.527 2.527 2.527 2.527 -0.006 74 1,274 -30
Mar13 120827 2.537 2.537 2.520 2.529 -0.003 128 1,497 +21
Total Volume and Open Interest 1,274 12,111 +120
WTI Crude Oil(ICE)
Oct12 120827 96.50 97.72 94.43 95.47 -0.68 47,480 62,023 -1,682
Nov12 120827 97.00 97.94 94.75 95.79 -0.66 11,915 43,393 +3,392
Dec12 120827 97.33 98.27 95.12 96.16 -0.63 16,262 95,901 -790
Jan13 120827 98.50 98.50 95.63 96.59 -0.61 3,904 23,952 +81
Feb13 120827 98.14 98.56 95.99 96.91 -0.58 4,045 15,014 +48
Mar13 120827 98.66 98.66 96.29 97.07 -0.56 4,623 15,338 +802
Apr13 120827 98.54 98.54 96.26 97.03 -0.55 2,495 5,392 +120
May13 120827 98.35 98.35 96.67 96.88 -0.53 2,056 6,197 +252
Jun13 120827 98.39 98.39 95.97 96.65 -0.52 5,520 34,542 +1,011
Jul13 120827 96.38 96.38 96.38 96.38 -0.50 523 2,598 +95
Aug13 120827 96.08 96.08 96.08 96.08 -0.47 203 3,764 +41
Sep13 120827 95.78 95.78 95.78 95.78 -0.43 134 7,973 -12
Oct13 120827 95.48 95.48 95.48 95.48 -0.40 216 2,235 +40
Nov13 120827 95.19 95.19 95.19 95.19 -0.38 333 3,669 +68
Dec13 120827 94.00 94.91 94.00 94.91 -0.34 6,090 69,854 +1,616
Jan14 120827 94.50 94.50 94.50 94.50 -0.32 12 3,311 +0
Total Volume and Open Interest 107,753 478,792 +6,472
US Dollar Index(ICE)
Sep12 120827 81.615 81.730 81.505 81.690 +0.088 22,209 66,749 +2,089
Dec12 120827 82.010 82.010 81.810 81.980 +0.088 79 1,024 +20
Mar13 120827 82.370 82.370 82.370 82.370 +0.088      
Total Volume and Open Interest 22,288 67,773 +2,109
Australian Dollar(CME)
Sep12 120827 104.05 104.06 103.47 103.59 -0.28 151,755 189,407 +538
Dec12 120827 103.01 103.02 102.62 102.74 -0.28 631 2,000 +430
Mar13 120827 101.96 102.24 101.96 101.96 -0.28 0 4 +0
Total Volume and Open Interest 152,386 191,422 +968
British Pound(CME)
Sep12 120827 158.15 158.28 157.90 157.97 -0.12 97,613 115,958 +530
Dec12 120827 158.06 158.20 157.90 157.94 -0.12 1,302 1,857 +1,212
Mar13 120827 157.92 158.03 157.92 157.92 -0.11 0 88 +0
Total Volume and Open Interest 98,915 117,957 +1,742
Canadian Dollar(CME)
Sep12 120827 100.79 101.07 100.71 100.91 +0.07 82,765 145,400 +4,167
Dec12 120827 100.61 100.86 100.60 100.70 +0.07 1,072 8,768 +518
Mar13 120827 100.47 100.51 100.40 100.46 +0.06 2 1,565 -1
Jun13 120827 100.30 100.30 100.16 100.21 +0.05 11 394 +0
Total Volume and Open Interest 83,850 156,252 +4,684
Japanese Yen(CME)
Sep12 120827 127.15 127.19 126.84 126.98 -0.09 84,181 144,856 +3,185
Dec12 120827 127.22 127.24 126.98 127.09 -0.09 299 1,860 +82
Mar13 120827 127.26 127.34 127.26 127.26 -0.08 19 51 +11
Total Volume and Open Interest 84,500 146,776 +3,279
Swiss Franc(CME)
Sep12 120827 104.18 104.41 104.03 104.14 -0.14 38,516 53,024 -750
Dec12 120827 104.50 104.57 104.31 104.36 -0.14 37 309 +6
Mar13 120827 104.63 104.77 104.63 104.63 -0.14 0 2 +0
Total Volume and Open Interest 38,553 53,335 -744
EuroFX(CME)
Sep12 120827 125.12 125.39 124.92 125.05 -0.16 229,424 306,686 +1,410
Dec12 120827 125.32 125.52 125.14 125.19 -0.17 1,542 6,212 +300
Mar13 120827 125.37 125.53 125.37 125.37 -0.16 15 88 -8
Total Volume and Open Interest 231,004 313,528 +1,698
Mexican Peso(CME)
Sep12 120827 758.2 759.0 754.5 757.0 +0.5 28,263 182,022 -1,580
Oct12 120827 755.0 755.0 754.5 755.0 +0.5      
Total Volume and Open Interest 28,379 221,741 -1,558
Brazilian Real(CME)
Sep12 120827 492.10 493.30 490.80 491.85 -1.40 27 3,871 +6
Oct12 120827 489.65 491.20 488.95 489.80 -1.25 106 641 -27
Nov12 120827 487.50 488.80 487.50 487.50 -1.30      
Dec12 120827 485.20 486.60 485.20 485.20 -1.40 2 167 +11
Total Volume and Open Interest 135 17,019 -10
30-Year T-Bonds(CBOT)
Sep12 120827 148~090 149~020 148~040 148~280 +0~160 321,012 554,176 -12,855
Dec12 120827 149~020 149~300 148~300 149~240 +0~170 41,449 47,965 +23,132
Mar13 120827 149~000 149~000 148~150 149~000 +0~170 0 4 +0
Total Volume and Open Interest 362,461 602,145 +10,277
10-Year T-Notes(CBOT)
Sep12 120827 133~170 133~280 133~145 133~260 +0~075 966,704 1,489,020 -50,354
Dec12 120827 132~140 132~245 132~115 132~230 +0~075 98,146 85,157 +31,157
Mar13 120827 131~280 131~280 131~205 131~280 +0~075      
Total Volume and Open Interest 1,064,850 1,574,177 -19,197
5-Year T-Notes(CBOT)
Sep12 120827 124~047 124~066 124~041 124~060 +0~012 541,289 1,161,791 -34,089
Dec12 120827 124~002 124~019 123~124 124~015 +0~013 87,780 118,124 +46,213
Mar13 120827 123~063 123~063 123~050 123~063 +0~013      
Total Volume and Open Interest 629,069 1,279,915 +12,124
2 Year T-Notes(CBOT)
Sep12 120827 110~025 110~027 110~024 110~027 +0~002 208,826 840,524 -46,138
Dec12 120827 110~025 110~028 110~024 110~028 +0~003 43,986 147,940 +15,253
Mar13 120827 109~094 109~094 109~091 109~094 +0~003      
Total Volume and Open Interest 252,812 988,464 -30,885
Eurodollars(CME)
Sep12 120827 99.598 99.600 99.595 99.598 unch 161,151 798,766 -6,088
Dec12 120827 99.615 99.625 99.615 99.620 unch 218,211 898,210 +6,917
Mar13 120827 99.600 99.615 99.600 99.605 unch 185,854 725,747 +13,474
Jun13 120827 99.580 99.595 99.580 99.585 unch 194,323 656,909 -2,276
Sep13 120827 99.560 99.575 99.555 99.565 +0.005 188,510 696,773 +12,620
Dec13 120827 99.520 99.540 99.520 99.530 +0.005 165,297 649,255 +16,510
Mar14 120827 99.490 99.510 99.490 99.505 +0.010 150,009 567,926 +11,214
Jun14 120827 99.440 99.475 99.440 99.465 +0.020 119,648 441,451 +4,249
Sep14 120827 99.385 99.420 99.385 99.410 +0.020 111,885 349,168 +3,877
Dec14 120827 99.310 99.350 99.310 99.340 +0.025 105,160 367,690 +13,012
Mar15 120827 99.250 99.290 99.245 99.280 +0.030 80,353 342,699 -669
Jun15 120827 0.846 0.896 0.841 0.886 +0.035 75,326 361,934 +6,414
Sep15 120827 0.726 0.781 0.721 0.771 +0.040 75,829 251,503 +998
Dec15 120827 0.581 0.636 0.576 0.631 +0.045 57,782 185,040 +4,871
Mar16 120827 0.431 0.501 0.431 0.496 +0.045 43,747 109,475 +255
Jun16 120827 0.291 0.361 0.286 0.351 +0.045 40,943 101,981 +2,202
Sep16 120827 0.141 0.206 0.141 0.201 +0.045 29,563 88,193 +337
Dec16 120827 6.530 0.051 6.530 0.041 -6.509 22,351 80,414 -142
Total Volume and Open Interest 2,069,475 7,881,834 +86,719
30 Day Federal Funds(CBOT)
Aug12 120827 99.868 99.868 99.865 99.865 unch 6,069 84,190 +3,276
Sep12 120827 99.865 99.870 99.865 99.865 unch 3,780 48,008 +266
Oct12 120827 99.865 99.870 99.865 99.865 unch 1,253 55,982 +497
Nov12 120827 99.865 99.870 99.865 99.870 unch 1,846 43,734 +619
Dec12 120827 99.870 99.875 99.870 99.870 unch 3,542 27,538 +125
Jan13 120827 99.870 99.870 99.865 99.870 unch 1,261 19,357 -477
Total Volume and Open Interest 32,300 467,646 +5,627
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep12 120827 99.675 99.675 99.675 99.675 unch      
Dec12 120827 99.685 99.685 99.685 99.685 unch      
Mar13 120827 99.700 99.700 99.700 99.700 unch      
Jun13 120827 99.715 99.715 99.715 99.715 unch      
Sep13 120827 99.715 99.715 99.715 99.715 unch      
Dec13 120827 99.715 99.715 99.715 99.715 unch      
Mar14 120827 99.715 99.715 99.715 99.715 unch      
Jun14 120827 99.575 99.575 99.575 99.575 unch      
Sep14 120827 99.435 99.435 99.435 99.435 unch      
Dec14 120827 99.660 99.660 99.660 99.660 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Sep12 120827 99.68 99.68 99.68 99.68 unch 0 1,571 +0
Dec12 120827 99.68 99.68 99.68 99.68 unch 0 660 +0
Mar13 120827 99.70 99.70 99.70 99.70 unch 0 183 +0
Jun13 120827 99.71 99.71 99.71 99.71 unch 0 201 +0
Sep13 120827 99.71 99.71 99.71 99.71 unch 0 305 +0
Dec13 120827 99.71 99.71 99.71 99.71 unch 0 384 +0
Mar14 120827 99.71 99.71 99.71 99.71 unch 0 344 +0
Jun14 120827 99.57 99.57 99.57 99.57 unch      
Total Volume and Open Interest 0 3,652 +0
Japanese Gov't Bonds(SGX)
Sep12 120827 143.91 143.93 143.75 143.78 -0.09 2,237 15,067 -5
Dec12 120827 143.64 143.64 143.55 143.55 -0.09 10 13 +6
Mar13 120827 141.46 141.46 141.46 141.46 -0.09      
Total Volume and Open Interest 2,247 15,080 +1
Euro-Bund(EUREX)
Sep12 120827 143.89 143.99 143.55 143.80 -0.20 776,526 912,705 +21,263
Dec12 120827 142.13 142.24 141.84 142.07 -0.21 4,415 42,223 +104
Mar13 120827 143.08 143.08 142.05 142.05 -0.20 55 6 +6
Total Volume and Open Interest 780,996 954,934 +21,373
Euro-Bobl(EUREX)
Sep12 120827 127.62 127.66 127.43 127.54 -0.11 373,502 670,343 +10,032
Dec12 120827 125.86 125.89 125.78 125.87 -0.13 2,504 42,673 +1,555
Mar13 120827 125.87 125.87 125.87 125.87 -0.13      
Total Volume and Open Interest 376,006 713,016 +11,587
3-Mth Euribor(EUREX)
Sep12 120827 99.760 99.760 99.760 99.760 -0.005 0 3,232 +0
Dec12 120827 99.780 99.780 99.780 99.780 -0.010 0 1,422 +0
Mar13 120827 99.770 99.770 99.770 99.770 -0.015 0 1,293 +0
Total Volume and Open Interest 0 7,564 +0
Long Gilt(LIFFE)
Sep12 120827 121~14 121~14 121~14 121~14 unch 170,290 330,512 -6,608
Dec12 120827 120~15 120~15 120~15 120~15 unch 97,004 25,822 +18,601
Total Volume and Open Interest 267,294 356,334 +11,993
3-Mth Short Sterling(LIFFE)
Sep12 120824 99.34 99.36 99.33 99.35 +0.01 23,151 340,647 -3,933
Dec12 120824 99.39 99.43 99.37 99.42 +0.03 52,760 368,710 -6,501
Mar13 120824 99.39 99.45 99.38 99.44 +0.04 31,853 295,711 +389
Jun13 120824 99.39 99.45 99.37 99.44 +0.05 50,751 290,866 +1,732
Sep13 120824 99.38 99.44 99.36 99.42 +0.04 43,292 341,065 -529
Dec13 120824 99.33 99.40 99.32 99.38 +0.04 43,349 230,277 -954
Total Volume and Open Interest 444,914 2,585,084 -18,413
3-Mth Euribor(LIFFE)
Sep12 120827 99.760 99.765 99.745 99.760 -0.005 47,348 460,156 +1,893
Dec12 120827 99.780 99.790 99.765 99.780 -0.010 71,833 526,830 -3,153
Mar13 120827 99.770 99.785 99.760 99.770 -0.015 45,365 459,935 -2,482
Total Volume and Open Interest 466,221 3,671,532 +3,164
3-Mth Aus T-Bills(SFE)
Sep12 120827 96.44 96.46 96.42 96.44 unch 8,711 119,506 -1,623
Dec12 120827 96.72 96.75 96.68 96.74 +0.02 18,329 164,352 +1,722
Mar13 120827 96.86 96.90 96.81 96.89 +0.04 12,159 111,493 -2,242
Jun13 120827 96.87 96.92 96.83 96.92 +0.06 5,726 92,292 +775
Sep13 120827 96.82 96.87 96.78 96.86 +0.05 2,512 57,953 +1,638
Dec13 120827 96.76 96.80 96.72 96.80 +0.06 1,812 43,165 +306
Mar14 120827 96.69 96.73 96.65 96.73 +0.06 474 28,305 +82
Jun14 120827 96.61 96.67 96.58 96.67 +0.07 191 15,984 -589
Sep14 120827 96.60 96.60 96.60 96.60 +0.06 6 2,169 +6
Dec14 120827 96.53 96.53 96.53 96.53 +0.07 6 582 -2
Total Volume and Open Interest 49,926 635,850 +73
10-Year Aus T-Bonds(SFE)
Sep12 120827 96.85 96.89 96.81 96.89 +0.04 38,390 369,994 +5,595
Dec12 120827 96.89 96.89 96.89 96.89 +0.04      
Total Volume and Open Interest 38,390 369,994 +5,595
3-Year Aus T-Bonds(SFE)
Sep12 120827 97.37 97.41 97.31 97.39 +0.03 131,497 457,008 +774
Dec12 120827 97.44 97.44 97.44 97.44 +0.08      
Total Volume and Open Interest 131,497 457,008 +774
Gold(CMX)
Aug12 120827 1674.9 1675.4 1663.9 1672.4 +2.6 141 131 -6
Oct12 120827 1671.6 1677.1 1663.3 1673.3 +2.6 5,155 27,836 +203
Dec12 120827 1673.2 1679.3 1665.5 1675.6 +2.7 157,054 268,752 +4,896
Feb13 120827 1677.3 1680.6 1668.0 1677.6 +2.6 939 23,358 -57
Apr13 120827 1682.0 1682.2 1677.8 1679.7 +2.6 459 14,347 +219
Jun13 120827 1682.5 1684.8 1672.8 1681.8 +2.6 484 19,718 +176
Aug13 120827 1683.0 1685.3 1675.3 1683.8 +2.6 46 4,311 -1
Oct13 120827 1685.3 1688.7 1677.8 1685.9 +2.6 26 724 -23
Dec13 120827 1684.1 1688.1 1684.1 1688.1 +2.6 47 9,522 -7
Feb14 120827 1686.0 1690.4 1686.0 1690.4 +2.6 0 2,259 +0
Apr14 120827 1692.5 1692.5 1692.5 1692.5 +2.5 0 3,606 +0
Jun14 120827 1694.8 1694.8 1694.8 1694.8 +2.5 0 7,779 +0
Total Volume and Open Interest 164,943 410,679 +5,384
Silver(CMX)
Sep12 120827 3077.0 3122.5 3058.0 3104.8 +42.7 66,185 29,234 -3,186
Dec12 120827 3097.0 3131.5 3067.5 3113.7 +42.8 26,744 62,624 +5,665
Mar13 120827 3095.0 3134.5 3083.5 3120.5 +42.5 472 4,971 -44
May13 120827 3123.0 3124.0 3100.0 3124.0 +42.5 188 3,941 +67
Jul13 120827 3126.7 3126.7 3126.6 3126.7 +42.2 33 5,031 +8
Sep13 120827 3112.0 3129.1 3090.0 3129.1 +42.0 6 2,097 +0
Dec13 120827 3137.5 3139.0 3105.5 3131.6 +41.9 225 12,264 +36
Total Volume and Open Interest 94,163 129,496 +2,627
Platinum(NYMEX)
Oct12 120827 1553.9 1557.7 1540.8 1553.2 -1.2 13,493 48,351 -1,018
Jan13 120827 1559.5 1560.0 1544.8 1556.0 -1.4 380 4,535 -33
Apr13 120827 1560.0 1560.0 1557.6 1559.1 -1.4 149 653 -83
Jul13 120827 1560.1 1560.1 1560.1 1560.1 -1.4      
Total Volume and Open Interest 14,024 53,541 -1,134
Palladium(NYMEX)
Sep12 120827 650.20 655.80 644.85 654.75 +2.60 5,817 10,500 -975
Dec12 120827 653.85 657.40 646.45 656.30 +2.50 1,811 12,804 +772
Mar13 120827 651.00 658.75 651.00 658.75 +2.25 680 600 +499
Total Volume and Open Interest 8,312 23,908 +293
Copper(CMX)
Sep12 120827 347.75 350.60 346.30 347.65 -0.70 58,178 32,224 -3,509
Dec12 120827 348.50 351.15 346.80 348.25 -0.70 23,159 80,291 +953
Mar13 120827 350.50 351.00 348.10 349.15 -0.65 1,113 15,714 -84
May13 120827 349.00 349.65 348.75 349.65 -0.65 57 2,738 -10
Jul13 120827 350.05 350.05 350.05 350.05 -0.65 170 2,536 +141
Total Volume and Open Interest 83,526 145,791 -2,698
DJIA Index(CBOT)
Sep12 120827 13162 13183 13105 13107 -49 165 12,102 -20
Dec12 120827 13024 13074 13024 13024 -50 0 31 +0
Mar13 120827 12950 13000 12950 12950 -50      
Jun13 120827 12874 12924 12874 12874 -50      
Total Volume and Open Interest 165 12,133 -20
E-mini DJIA Index(CBOT)
Sep12 120827 13159 13186 13101 13107 -49 113,820 109,777 -330
Dec12 120827 13080 13100 13022 13024 -50 68 170 -6
Mar13 120827 12950 12950 12950 12950 -50 2 5 +2
Jun13 120827 12874 12874 12874 12874 -50 0 39 +0
Total Volume and Open Interest 113,890 109,991 -334
S & P 500(CME)
Sep12 120827 1410.00 1415.90 1407.00 1408.30 -1.50 9,795 221,651 +1,633
Dec12 120827 1402.50 1406.70 1400.70 1401.20 -1.50 243 15,168 -45
Mar13 120827 1394.40 1399.90 1393.90 1394.40 -1.50 12 1,269 +25
Jun13 120827 1387.20 1392.70 1386.70 1387.20 -1.50 33 130 +19
Total Volume and Open Interest 10,083 238,218 +1,632
S & P 500 E-Mini(Globex)
Sep12 120827 1410.00 1416.00 1407.00 1408.25 -1.50 1,592,212 2,962,988 -9,106
Dec12 120827 1404.00 1408.75 1399.75 1401.25 -1.50 1,298 45,295 -17
Total Volume and Open Interest 1,593,533 3,010,060 -9,031
NASDAQ 100(CME)
Sep12 120827 2785.00 2795.00 2776.00 2782.80 +7.80 360 15,459 +268
Dec12 120827 2775.30 2775.30 2774.00 2775.30 +7.50 10 88 +1
Mar13 120827 2769.80 2769.80 2762.30 2769.80 +7.50      
Total Volume and Open Interest 370 15,547 +269
NASDAQ 100 E-Mini(Globex)
Sep12 120827 2784.00 2795.80 2776.50 2782.80 +7.80 213,607 442,278 -5,925
Dec12 120827 2780.30 2787.80 2770.50 2775.30 +7.50 99 391 +34
Total Volume and Open Interest 213,706 442,678 -5,891
S & P Midcap 400(CME)
Sep12 120827 968.80 968.80 968.00 968.80 -0.20 2 2,141 +0
Dec12 120827 964.90 965.10 964.90 964.90 -0.20      
Mar13 120827 962.90 963.10 962.90 962.90 -0.20      
Total Volume and Open Interest 2 2,141 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep12 120827 9110 9160 9080 9100 -10 4,877 30,347 +92
Dec12 120827 9060 9085 9055 9055 -10 5 32 +0
Total Volume and Open Interest 4,882 30,379 +92
Nikkei 225(SGX)
Sep12 120827 9055 9160 9005 9085 +30 91,444 190,106 +1,235
Dec12 120827 8965 9090 8965 9020 +30 249 11,249 +8
Mar13 120827 9005 9005 9005 9005 +30 0 48 +0
Total Volume and Open Interest 92,429 211,549 +1,849
CAC 40(EURONEXT)
Sep12 120827 3424.0 3459.0 3408.0 3456.0 +27.5 89,268 325,096 +2,815
Oct12 120827 3410.0 3444.5 3405.0 3443.5 +27.5 56 1,811 +56
Nov12 120827 3440.5 3440.5 3440.5 3440.5 +27.5      
Total Volume and Open Interest 89,324 327,019 +2,871
Hang Seng Index(HKFE)
Aug12 120827 20000 20010 19748 19833 -30 70,096 92,666 +3,918
Sep12 120827 19892 19928 19666 19753 -29 2,975 13,352 +999
Total Volume and Open Interest 73,731 112,030 +4,958
DAX(EUREX)
Sep12 120827 6968.5 7051.5 6946.0 7045.0 +67.0 122,091 151,585 -3,054
Dec12 120827 6959.5 7050.0 6953.5 7045.5 +67.0 331 11,526 +63
Mar13 120827 6961.0 7050.0 6961.0 7047.0 +67.0 32 1,013 +3
Total Volume and Open Interest 122,454 164,124 -2,988
FT-SE 100(EURONEXT)
Sep12 120824 5765.00 5784.50 5734.00 5771.00 -6.50 76,460 644,300 -7,474
Dec12 120824 5726.00 5742.50 5707.00 5742.00 -5.50 38 900 -6
Mar13 120824 5700.00 5700.00 5700.00 5700.00 -6.50 0 227 +0
Total Volume and Open Interest 76,498 645,427 -7,480
SPI 200(SFE)
Sep12 120827 4330.0 4366.0 4324.0 4337.0 +5.0 21,161 260,524 +2,627
Dec12 120827 4333.0 4357.0 4333.0 4339.0 +6.0 376 6,483 +229
Mar13 120827 4306.0 4306.0 4306.0 4306.0 +6.0 0 1,365 +0
Total Volume and Open Interest 21,537 269,996 +2,856
GSCI(CME)
Sep12 120827 674.75 674.75 667.75 667.75 -1.75 155 8,924 +32
Oct12 120827 674.75 674.75 668.00 668.00 -2.00 1 4 +1
Nov12 120827 668.50 668.50 668.50 668.50 -2.50      
Total Volume and Open Interest 156 8,928 +33
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.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

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