|
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. |
|
|