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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Tue August 28, 2012
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep12 120828 1735.25 1742.00 1710.75 1732.50 +2.75 15,782 20,234 -13,148
Nov12 120828 1723.25 1731.00 1701.00 1722.25 +3.50 92,575 365,184 -2,058
Jan13 120828 1715.00 1722.75 1693.50 1714.50 +3.25 11,023 92,857 +1,660
Mar13 120828 1634.75 1642.75 1618.50 1638.25 +8.00 8,144 89,723 +1,267
May13 120828 1543.50 1553.75 1535.25 1548.25 +6.50 8,976 88,184 +1,189
Jul13 120828 1518.75 1525.00 1509.50 1520.75 +8.50 3,739 60,524 +831
Aug13 120828 1483.00 1483.00 1473.25 1481.00 +7.75 38 353 +6
Sep13 120828 1404.75 1409.25 1396.50 1409.25 +12.75 26 503 +5
Nov13 120828 1321.75 1339.75 1321.75 1337.75 +15.50 526 27,937 +147
Jan14 120828 1343.00 1343.00 1327.50 1343.00 +15.50 5 226 +0
Mar14 120828 1343.00 1343.00 1327.50 1343.00 +15.50 0 53 +0
May14 120828 1343.50 1343.50 1328.00 1343.50 +15.50 0 80 +0
Jul14 120828 1347.25 1347.25 1331.75 1347.25 +15.50 0 40 +0
Aug14 120828 1342.00 1342.00 1326.50 1342.00 +15.50      
Total Volume and Open Interest 140,842 747,566 -10,105
Soybean Meal(CBOT)
Sep12 120828 534.60 537.10 527.20 534.20 +2.40 14,521 28,351 -6,448
Oct12 120828 525.00 529.10 518.30 525.90 +2.40 11,464 43,091 +739
Dec12 120828 519.70 525.10 513.30 521.80 +3.10 33,201 115,137 +1,673
Jan13 120828 511.80 516.50 505.30 513.40 +2.60 3,042 18,795 +921
Mar13 120828 481.20 483.50 476.40 482.00 +2.70 1,910 15,108 +114
May13 120828 443.90 445.00 440.50 444.70 +2.90 2,179 17,073 +307
Jul13 120828 431.40 432.60 428.80 432.20 +3.30 1,408 14,952 +279
Aug13 120828 417.00 418.80 413.80 417.40 +3.60 70 739 -17
Sep13 120828 394.20 394.70 387.00 391.40 +4.40 23 923 +12
Oct13 120828 365.70 371.00 357.60 367.20 +9.60 45 2,089 +19
Total Volume and Open Interest 68,001 262,609 -2,357
Soybean Oil(CBOT)
Sep12 120828 56.06 56.20 55.34 55.73 -0.18 20,974 33,125 -5,891
Oct12 120828 56.27 56.35 55.54 55.95 -0.18 13,086 38,954 +1,736
Dec12 120828 56.80 56.88 55.98 56.39 -0.17 41,472 167,976 +1,555
Jan13 120828 56.89 57.08 56.23 56.63 -0.17 5,871 32,969 +683
Mar13 120828 57.00 57.00 56.28 56.75 -0.08 4,307 22,693 +665
May13 120828 56.81 56.94 56.14 56.65 +0.02 3,398 14,704 +41
Jul13 120828 56.72 56.89 56.12 56.68 +0.10 1,418 13,941 -10
Aug13 120828 56.11 56.46 56.11 56.40 +0.14 155 2,190 -83
Sep13 120828 55.56 56.06 55.56 55.95 +0.20 63 1,550 -14
Oct13 120828 54.61 55.21 54.41 55.12 +0.21 86 2,620 -41
Total Volume and Open Interest 91,190 338,662 -1,235
Canola(WCE)
Nov12 120828 628.6 630.4 605.2 621.4 -7.2 10,369 135,715 -67
Jan13 120828 633.5 633.5 620.7 625.5 -7.3 4,916 50,534 -992
Mar13 120828 631.5 633.3 621.2 625.3 -7.3 531 17,230 -12
May13 120828 608.8 620.6 608.8 612.6 -7.5 296 19,455 +75
Jul13 120828 601.2 611.0 601.0 604.3 -7.8 195 3,843 +3
Total Volume and Open Interest 16,376 228,829 -975
Corn(CBOT)
Sep12 120828 795.00 798.75 788.25 789.50 -5.00 56,731 78,929 -39,803
Dec12 120828 801.00 804.75 794.25 795.50 -5.25 122,226 715,550 +13,129
Mar13 120828 801.75 805.00 795.25 796.50 -5.00 22,346 180,409 +5,157
May13 120828 794.25 797.75 789.25 790.50 -4.75 5,131 50,337 +650
Jul13 120828 782.25 783.00 774.00 775.75 -4.75 7,494 101,909 +1,203
Sep13 120828 679.00 682.00 674.75 681.75 +3.25 997 14,409 -44
Dec13 120828 647.75 652.50 643.00 649.25 +1.50 2,321 78,983 +497
Mar14 120828 648.00 657.75 648.00 655.00 +2.50 42 1,654 +1
May14 120828 657.75 660.00 655.00 658.25 +3.25 5 379 -1
Jul14 120828 659.25 659.25 655.50 659.25 +3.75 23 981 -8
Total Volume and Open Interest 217,347 1,228,707 -19,210
Wheat(CBOT)
Sep12 120828 862.50 869.00 851.50 854.75 -7.25 22,369 25,057 -18,795
Dec12 120828 881.25 889.50 871.25 875.50 -5.75 46,036 264,799 -1,065
Mar13 120828 892.00 899.25 882.75 886.50 -5.50 9,269 62,771 +1,326
May13 120828 885.00 889.75 875.25 882.25 -1.00 695 14,659 +80
Jul13 120828 847.00 854.75 841.75 847.50 -1.75 1,839 49,245 +476
Sep13 120828 842.25 852.25 842.25 846.50 -1.75 50 1,636 +9
Total Volume and Open Interest 80,824 447,929 -17,940
Wheat(KCBT)
Sep12 120828 873.00 878.50 862.75 867.50 -5.50 11,997 20,892 -5,342
Dec12 120828 898.50 904.00 887.75 893.25 -5.25 12,851 88,997 +5,084
Mar13 120828 911.00 915.50 901.00 905.50 -5.50 1,113 21,239 +125
May13 120828 910.00 910.25 900.75 903.50 -4.50 55 7,933 +4
Jul13 120828 867.00 872.00 859.25 865.50 -2.50 162 13,011 +12
Sep13 120828 867.25 870.00 865.50 867.50 -2.50 7 707 +3
Total Volume and Open Interest 26,193 153,685 -113
Wheat(MGE)
Sep12 120828 912.75 918.50 907.50 910.00 -2.75 3,077 5,531 -1,502
Dec12 120828 925.00 932.00 920.00 923.75 -1.50 2,656 22,753 +1,047
Mar13 120828 935.00 941.25 928.75 933.00 -1.00 213 7,222 +38
May13 120828 938.25 944.00 936.00 938.75 +1.50 65 1,365 +16
Jul13 120828 941.00 948.50 939.00 940.25 -4.75 43 424 +11
Total Volume and Open Interest 6,103 39,775 -383
Oats(CBOT)
Sep12 120828 375.50 379.00 374.00 374.00 -5.00 79 457 -270
Dec12 120828 386.50 387.00 381.00 382.50 -4.50 616 9,547 +200
Mar13 120828 386.00 387.00 382.00 382.75 -4.25 29 834 +12
May13 120828 381.00 383.75 381.00 381.00 -2.75 3 32 +3
Total Volume and Open Interest 727 10,884 -55
Rough Rice(CBOT)
Sep12 120828 15.28 15.39 15.27 15.39 +0.07 624 3,417 -317
Nov12 120828 15.62 15.69 15.55 15.68 +0.08 720 9,413 +254
Jan13 120828 15.90 15.98 15.89 15.98 +0.10 54 1,178 +29
Mar13 120828 16.15 16.23 16.15 16.23 +0.09 0 114 +0
Total Volume and Open Interest 1,398 14,154 -34
Live Cattle(CME)
Aug12 120828 118.250 119.150 118.250 118.830 +0.430 832 1,328 -335
Oct12 120828 123.400 124.100 123.350 123.750 +0.270 11,940 127,900 -1,312
Dec12 120828 127.000 127.850 127.000 127.285 +0.035 7,289 77,216 -1,090
Feb13 120828 130.850 131.600 130.800 131.250 +0.200 4,566 34,846 -407
Apr13 120828 134.850 135.535 134.800 135.235 +0.250 1,287 28,107 +182
Jun13 120828 131.950 132.500 131.825 132.150 +0.300 988 10,670 +270
Total Volume and Open Interest 27,373 285,874 -2,545
Feeder Cattle(CME)
Aug12 120828 140.300 140.550 140.130 140.300 +0.015 1,048 4,149 -130
Sep12 120828 143.000 144.100 142.800 143.600 +0.950 1,571 6,728 +194
Oct12 120828 143.950 145.535 143.950 144.485 +0.550 1,671 13,608 -121
Nov12 120828 145.500 146.850 145.500 146.035 +0.535 789 5,633 +263
Jan13 120828 148.300 149.535 148.200 148.735 +0.410 277 4,341 +16
Mar13 120828 151.950 152.350 151.250 151.900 +0.850 258 1,449 +17
Apr13 120828 153.435 153.575 152.800 153.000 +0.650 55 659 +34
Total Volume and Open Interest 5,744 37,568 +333
Lean Hogs(CME)
Oct12 120828 73.200 73.580 72.975 73.250 unch 11,683 93,381 +657
Dec12 120828 71.050 71.225 70.700 70.750 -0.300 9,901 56,425 +1,921
Feb13 120828 78.930 79.035 78.550 78.750 -0.250 5,252 31,505 +305
Apr13 120828 87.680 87.700 87.250 87.535 -0.115 2,126 22,453 +93
May13 120828 96.250 96.535 96.250 96.535 -0.045 44 966 +4
Jun13 120828 99.750 99.980 99.385 99.700 +0.050 2,585 15,051 +554
Jul13 120828 99.250 99.500 98.980 99.150 unch 415 3,788 +23
Aug13 120828 98.500 98.500 98.180 98.350 +0.100 86 3,004 +29
Total Volume and Open Interest 32,185 228,435 +3,645
Class III Milk(CME)
Aug12 120828 17.71 17.72 17.70 17.72 unch 12 4,132 -1
Sep12 120828 19.07 19.12 18.92 19.06 -0.02 152 5,126 -71
Oct12 120828 19.87 20.05 19.87 19.99 +0.02 175 4,911 -10
Nov12 120828 20.10 20.18 20.00 20.16 +0.06 175 3,782 +24
Dec12 120828 20.05 20.08 19.98 20.05 unch 80 3,462 -13
Total Volume and Open Interest 908 28,817 +59
Cocoa(ICE)
Sep12 120828 2551 2614 2548 2614 +96 13 270 +0
Dec12 120828 2473 2590 2442 2568 +95 5,904 101,766 -1,295
Mar13 120828 2484 2594 2453 2574 +90 873 41,909 -226
May13 120828 2482 2598 2464 2582 +89 342 15,757 -95
Jul13 120828 2473 2605 2473 2588 +87 96 10,237 +45
Sep13 120828 2491 2607 2487 2594 +85 17 4,764 +12
Dec13 120828 2502 2620 2494 2601 +81 23 6,086 -11
Total Volume and Open Interest 7,302 186,060 -1,555
Coffee "C"(ICE)
Sep12 120828 166.50 168.00 165.75 167.75 +0.70 155 489 -117
Dec12 120828 167.05 168.50 165.55 167.95 +0.60 7,168 89,912 -28
Mar13 120828 170.40 171.90 169.05 171.45 +0.55 1,464 28,854 +200
May13 120828 173.00 174.35 171.75 173.95 +0.60 820 7,804 +385
Jul13 120828 175.50 176.75 174.35 176.30 +0.50 160 5,230 +4
Sep13 120828 178.45 179.15 177.10 178.75 +0.50 84 1,714 -26
Total Volume and Open Interest 9,870 135,897 +421
Orange Juice(ICE)
Sep12 120828 128.70 128.70 124.25 125.40 -3.90 330 1,587 -146
Nov12 120828 113.00 114.75 112.50 114.00 +0.20 1,316 16,237 +79
Jan13 120828 115.00 115.00 113.10 114.45 +0.15 407 2,388 -7
Mar13 120828 116.10 116.50 116.10 116.25 +0.20 55 2,056 +16
May13 120828 118.20 118.20 118.05 118.10 +0.25 19 578 +15
Jul13 120828 119.80 119.80 119.80 119.80 +0.35 0 16 +0
Total Volume and Open Interest 2,127 22,875 -43
Sugar #11(ICE)
Oct12 120828 19.63 20.18 19.45 20.13 +0.57 32,207 308,198 +1,597
Mar13 120828 20.31 20.79 20.16 20.74 +0.49 20,633 183,449 +6,523
May13 120828 20.32 20.72 20.17 20.69 +0.44 7,404 46,257 -1,007
Jul13 120828 20.32 20.68 20.19 20.66 +0.42 4,605 79,877 +904
Oct13 120828 20.55 20.94 20.48 20.93 +0.41 1,217 43,300 +52
Mar14 120828 20.87 21.26 20.83 21.26 +0.41 393 26,149 +45
May14 120828 20.70 21.06 20.70 21.06 +0.34 180 7,022 +1
Jul14 120828 20.89 20.96 20.80 20.95 +0.25 76 6,150 +18
Total Volume and Open Interest 66,790 710,000 +8,167
London Cocoa(LCE)
Sep12 120828 1608 1680 1596 1677 +104 5,159 30,877 -585
Dec12 120828 1620 1698 1608 1695 +110 3,114 65,650 -81
Mar13 120828 1606 1680 1596 1677 +102 4,468 56,032 +215
May13 120828 1604 1677 1597 1677 +98 604 24,054 +1
Jul13 120828 1613 1680 1602 1680 +97 229 13,447 -45
Sep13 120828 1630 1682 1630 1682 +97 87 8,305 -97
Dec13 120828 1612 1683 1612 1683 +97 27 7,844 +25
Total Volume and Open Interest 13,852 206,831 -543
London Sugar(LCE)
Oct12 120828 547.00 560.20 544.50 559.90 +10.50 3,921 21,838 -789
Dec12 120828 545.20 555.90 543.20 555.00 +7.90 1,900 13,725 +176
Mar13 120828 549.00 560.00 547.20 558.60 +7.80 2,112 18,919 +666
May13 120828 550.70 562.30 550.00 561.40 +9.10 832 4,414 +124
Aug13 120828 549.10 559.10 549.10 559.10 +8.80 334 2,967 +220
Total Volume and Open Interest 9,252 65,158 +434
Cotton(ICE)
Oct12 120828 74.77 74.89 74.50 74.79 -0.54 63 330 -19
Dec12 120828 75.95 76.44 75.11 75.62 -0.52 11,972 126,208 -738
Mar13 120828 76.51 77.08 75.90 76.41 -0.48 1,391 37,894 +391
May13 120828 77.09 77.27 76.41 76.96 -0.35 218 6,180 +20
Jul13 120828 77.64 77.88 77.34 77.55 -0.29 169 6,659 +48
Oct13 120828 78.94 78.94 78.94 78.94 -0.40 0 5 +0
Total Volume and Open Interest 13,876 180,133 -246
Lumber(CME)
Sep12 120828 291.2 291.9 285.2 287.0 -3.6 268 1,520 -113
Nov12 120828 292.5 293.8 282.0 282.9 -8.9 301 6,757 +84
Jan13 120828 303.9 303.9 296.0 298.6 -6.9 192 1,495 +132
Mar13 120828 310.3 310.3 302.2 305.9 -6.1 33 359 +29
Total Volume and Open Interest 800 10,158 +137
Crude Oil(NYM)
Oct12 120828 95.66 96.54 95.14 96.33 +0.86 204,231 276,726 +947
Nov12 120828 95.97 96.83 95.49 96.63 +0.84 39,886 153,064 +313
Dec12 120828 96.36 97.20 95.87 96.96 +0.80 61,166 197,883 -701
Jan13 120828 96.75 97.58 96.36 97.37 +0.78 13,907 110,337 +2,113
Feb13 120828 96.75 97.75 96.70 97.67 +0.76 9,547 42,238 -1,536
Mar13 120828 97.47 97.89 97.07 97.82 +0.75 12,356 54,574 +355
Apr13 120828 96.99 97.85 96.99 97.78 +0.75 5,659 23,315 +389
May13 120828 97.58 97.65 97.14 97.63 +0.75 4,942 21,385 -242
Jun13 120828 96.47 97.59 96.44 97.39 +0.74 22,127 78,797 +1,627
Jul13 120828 97.00 97.11 97.00 97.11 +0.73 2,845 27,731 +439
Aug13 120828 96.70 96.80 96.70 96.80 +0.72 2,306 17,848 +375
Sep13 120828 96.34 96.49 96.34 96.49 +0.71 2,541 27,495 +314
Oct13 120828 96.19 96.19 96.19 96.19 +0.71 1,803 14,682 +153
Nov13 120828 95.79 95.89 95.79 95.89 +0.70 1,477 19,284 -9
Dec13 120828 94.54 95.77 94.54 95.60 +0.69 25,288 149,619 +1,619
Jan14 120828 95.20 95.20 95.20 95.20 +0.70 303 20,129 +211
Total Volume and Open Interest 417,074 1,501,982 +7,807
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 120828 95.700 96.525 95.125 96.325 +0.850 5,700 5,245 +298
Nov12 120828 95.950 96.800 95.575 96.625 +0.825 494 2,464 -20
Dec12 120828 96.350 97.050 95.875 96.950 +0.800 261 3,602 +13
Jan13 120828 97.375 97.375 97.375 97.375 +0.775 128 670 +10
Feb13 120828 97.275 97.675 97.275 97.675 +0.775 0 72 +0
Mar13 120828 97.825 97.825 97.825 97.825 +0.750 0 6 +0
Apr13 120828 97.775 97.775 97.775 97.775 +0.750 0 1 +0
May13 120828 97.625 97.625 97.625 97.625 +0.750      
Total Volume and Open Interest 6,583 12,294 +301
Heating Oil(NYM)
Sep12 120828 311.83 313.75 310.13 312.03 +0.85 33,318 35,226 -9,329
Oct12 120828 313.02 314.46 311.10 312.85 +0.90 54,426 81,838 +3,399
Nov12 120828 312.55 314.31 311.42 313.05 +1.09 16,974 44,438 -3,212
Dec12 120828 311.88 314.23 311.30 313.11 +1.25 16,162 46,996 +1,462
Jan13 120828 313.66 313.97 311.25 312.96 +1.34 7,796 31,807 +448
Feb13 120828 312.19 312.19 310.00 311.62 +1.49 2,515 12,427 +277
Mar13 120828 309.86 309.97 307.62 309.37 +1.71 3,522 22,876 +1,537
Apr13 120828 305.98 306.61 305.00 306.61 +1.98 1,779 20,876 -65
May13 120828 307.69 308.09 307.32 308.09 +2.08 553 9,366 +19
Jun13 120828 305.24 305.61 304.48 305.61 +2.18 822 10,629 +587
Jul13 120828 303.75 304.41 303.35 304.41 +2.28 74 2,754 +6
Aug13 120828 303.71 303.71 303.71 303.71 +2.38 12 1,202 +3
Sep13 120828 303.00 303.56 303.00 303.56 +2.48 6 995 +1
Oct13 120828 303.66 303.66 303.66 303.66 +2.58 0 509 +0
Total Volume and Open Interest 138,029 327,852 -4,817
Gasoline(NYMEX)
Sep12 120828 315.40 317.14 309.40 312.61 -2.87 29,015 30,460 -5,711
Oct12 120828 295.00 296.79 290.23 293.33 -1.67 48,513 100,439 +386
Nov12 120828 284.04 285.76 281.05 283.81 -0.08 24,470 42,424 +1,429
Dec12 120828 278.20 279.25 275.71 278.19 +0.72 17,347 50,779 +1,076
Jan13 120828 275.03 276.41 273.33 275.86 +1.36 6,194 18,278 -161
Feb13 120828 275.69 275.70 272.98 275.54 +1.67 3,993 10,023 +86
Mar13 120828 275.06 276.73 273.92 276.56 +1.99 1,472 10,506 +81
Apr13 120828 288.60 290.62 287.71 290.19 +2.11 791 5,898 +130
May13 120828 288.05 288.72 286.50 288.67 +2.20 541 2,996 +68
Jun13 120828 283.50 286.04 283.50 286.04 +2.29 917 6,035 -102
Total Volume and Open Interest 134,351 287,853 -2,328
e-miNY RBOB Gasoline(NYM)
Sep12 120828 312.60 312.61 312.60 312.60 -2.90 0 2 +0
Oct12 120828 293.30 293.33 293.30 293.30 -1.70      
Nov12 120828 283.80 283.81 283.80 283.80 -0.10      
Dec12 120828 278.20 278.20 278.19 278.20 +0.70      
Total Volume and Open Interest 0 2 +0
Natural Gas(NYM)
Sep12 120828 2.663 2.677 2.603 2.614 -0.039 120,486 27,531 -14,435
Oct12 120828 2.683 2.693 2.624 2.633 -0.040 107,416 211,712 +12,195
Nov12 120828 2.874 2.874 2.806 2.811 -0.054 39,459 219,535 -2,268
Dec12 120828 3.147 3.150 3.071 3.077 -0.067 20,684 63,536 +2,315
Jan13 120828 3.281 3.286 3.215 3.221 -0.064 24,571 154,243 +1,653
Feb13 120828 3.275 3.300 3.235 3.239 -0.064 4,968 29,973 +1,037
Mar13 120828 3.278 3.289 3.227 3.231 -0.061 5,880 56,151 -258
Apr13 120828 3.284 3.284 3.222 3.227 -0.059 7,464 70,124 -509
May13 120828 3.295 3.320 3.261 3.267 -0.059 1,379 18,914 +185
Jun13 120828 3.360 3.362 3.306 3.313 -0.057 1,997 15,419 +518
Jul13 120828 3.400 3.400 3.347 3.353 -0.055 941 15,620 +172
Aug13 120828 3.400 3.426 3.367 3.374 -0.054 761 11,116 +43
Sep13 120828 3.392 3.422 3.371 3.377 -0.056 711 9,029 +28
Oct13 120828 3.450 3.455 3.398 3.405 -0.056 3,024 43,405 +150
Nov13 120828 3.542 3.570 3.511 3.521 -0.058 721 19,423 +289
Dec13 120828 3.781 3.782 3.718 3.728 -0.055 292 17,657 +108
Total Volume and Open Interest 342,821 1,073,238 +1,990
Brent Crude Oil(ICE)
Oct12 120828 112.68 113.10 111.71 112.58 +0.32 215,527 237,498 -10,960
Nov12 120828 111.95 112.52 111.20 112.18 +0.48 109,051 194,041 -8
Dec12 120828 111.44 112.07 110.79 111.81 +0.55 101,887 149,523 +1,155
Jan13 120828 111.00 111.67 110.49 111.45 +0.59 24,884 53,545 +3,547
Feb13 120828 110.20 111.27 110.08 111.06 +0.62 12,520 35,597 -742
Mar13 120828 109.75 110.86 109.64 110.65 +0.65 9,919 36,836 -401
Apr13 120828 109.71 110.44 109.58 110.24 +0.68 5,044 19,003 +342
May13 120828 109.26 110.01 109.23 109.81 +0.71 5,409 18,656 +327
Jun13 120828 108.30 109.57 108.20 109.37 +0.73 19,584 54,318 +472
Jul13 120828 108.94 108.94 108.94 108.94 +0.74 1,817 18,053 -74
Aug13 120828 108.50 108.50 108.50 108.50 +0.75 1,024 18,741 +358
Sep13 120828 108.03 108.03 108.03 108.03 +0.74 2,843 23,315 +714
Oct13 120828 107.56 107.56 107.56 107.56 +0.75 2,161 17,816 +682
Nov13 120828 107.12 107.12 107.12 107.12 +0.76 1,873 15,120 +94
Total Volume and Open Interest 548,482 1,147,472 -2,381
Gas Oil(ICE)
Sep12 120828 981.75 987.25 977.25 979.00 -3.75 48,165 97,855 -2,063
Oct12 120828 982.50 986.75 976.75 978.50 -4.50 82,686 128,972 +2,692
Nov12 120828 975.75 981.75 971.75 974.25 -4.75 34,481 72,677 +3,752
Dec12 120828 967.75 975.50 965.25 968.75 -4.25 35,533 72,723 +766
Jan13 120828 961.25 971.25 961.25 965.00 -4.25 11,303 36,337 +972
Feb13 120828 956.00 964.50 956.00 959.75 -4.50 3,159 22,401 +819
Mar13 120828 949.75 958.50 949.75 954.00 -4.50 1,196 19,312 -221
Apr13 120828 943.50 952.75 943.50 948.50 -4.25 1,072 16,069 +302
May13 120828 938.25 947.00 937.25 943.25 -3.50 626 11,936 +28
Jun13 120828 932.75 942.75 932.75 939.25 -2.75 4,710 37,358 +326
Total Volume and Open Interest 226,906 604,468 +6,867
Ethanol(CBOT)
Aug12 120803 2.614 2.614 2.614 2.614 +0.049 76 45 -45
Sep12 120828 2.577 2.588 2.571 2.580 -0.006 109 592 -69
Oct12 120828 2.562 2.568 2.557 2.560 -0.013 119 1,169 -26
Nov12 120828 2.556 2.556 2.547 2.548 -0.016 99 1,858 +49
Dec12 120828 2.548 2.549 2.536 2.537 -0.016 87 1,778 -4
Jan13 120828 2.541 2.541 2.526 2.527 -0.016 25 1,700 +2
Feb13 120828 2.528 2.528 2.514 2.515 -0.012 42 1,249 -25
Mar13 120828 2.529 2.530 2.517 2.517 -0.012 19 1,516 +19
Total Volume and Open Interest 543 12,073 -38
WTI Crude Oil(ICE)
Oct12 120828 95.70 96.54 95.11 96.33 +0.86 41,366 60,878 -1,145
Nov12 120828 95.63 96.83 95.57 96.63 +0.84 13,403 44,235 +842
Dec12 120828 96.13 97.18 96.04 96.96 +0.80 16,598 96,031 +130
Jan13 120828 97.10 97.59 96.77 97.37 +0.78 3,690 23,680 -272
Feb13 120828 97.42 97.74 97.15 97.67 +0.76 1,911 14,401 -613
Mar13 120828 97.00 97.84 97.00 97.82 +0.75 3,057 15,502 +164
Apr13 120828 97.55 97.78 97.29 97.78 +0.75 1,330 5,378 -14
May13 120828 97.15 97.63 97.15 97.63 +0.75 1,002 6,153 -44
Jun13 120828 97.17 97.41 96.82 97.39 +0.74 4,104 34,571 +29
Jul13 120828 97.11 97.11 97.11 97.11 +0.73 818 2,789 +191
Aug13 120828 96.80 96.80 96.80 96.80 +0.72 559 3,716 -48
Sep13 120828 96.49 96.49 96.49 96.49 +0.71 482 7,970 -3
Oct13 120828 96.19 96.19 96.19 96.19 +0.71 331 2,238 +3
Nov13 120828 95.89 95.89 95.89 95.89 +0.70 515 3,893 +224
Dec13 120828 95.43 95.65 95.15 95.60 +0.69 5,571 69,730 -124
Jan14 120828 95.20 95.20 95.20 95.20 +0.70 4 3,313 +2
Total Volume and Open Interest 95,241 478,315 -477
US Dollar Index(ICE)
Sep12 120828 81.700 81.840 81.275 81.380 -0.310 15,490 66,268 -481
Dec12 120828 82.125 82.130 81.600 81.690 -0.290 39 1,047 +23
Mar13 120828 82.080 82.080 82.080 82.080 -0.290      
Total Volume and Open Interest 15,529 67,315 -458
Australian Dollar(CME)
Sep12 120828 103.43 103.74 103.26 103.56 -0.03 136,727 184,654 -4,753
Dec12 120828 102.60 102.89 102.32 102.71 -0.03 299 2,029 +29
Mar13 120828 101.84 101.96 101.84 101.93 -0.03 0 4 +0
Total Volume and Open Interest 137,026 186,698 -4,724
British Pound(CME)
Sep12 120828 157.88 158.36 157.52 158.20 +0.23 99,118 113,269 -2,689
Dec12 120828 157.85 158.30 157.47 158.17 +0.23 266 2,327 +470
Mar13 120828 158.16 158.16 157.92 158.16 +0.24 0 88 +0
Total Volume and Open Interest 99,384 115,738 -2,219
Canadian Dollar(CME)
Sep12 120828 100.90 101.56 100.79 101.16 +0.25 69,014 150,229 +4,829
Dec12 120828 100.67 101.35 100.58 100.95 +0.25 889 8,929 +161
Mar13 120828 100.50 101.10 100.40 100.70 +0.24 44 1,574 +9
Jun13 120828 100.45 100.70 100.21 100.44 +0.23 0 394 +0
Total Volume and Open Interest 69,947 161,251 +4,999
Japanese Yen(CME)
Sep12 120828 126.99 127.48 126.97 127.37 +0.39 70,234 146,358 +1,502
Dec12 120828 127.14 127.56 127.09 127.48 +0.39 339 1,827 -33
Mar13 120828 127.64 127.64 127.26 127.64 +0.38 0 51 +0
Total Volume and Open Interest 70,573 148,245 +1,469
Swiss Franc(CME)
Sep12 120828 104.08 104.76 103.82 104.65 +0.51 41,891 55,101 +2,077
Dec12 120828 104.42 104.93 104.02 104.86 +0.50 143 367 +58
Mar13 120828 105.12 105.12 104.63 105.12 +0.49 0 2 +0
Total Volume and Open Interest 42,034 55,470 +2,135
EuroFX(CME)
Sep12 120828 125.00 125.80 124.67 125.65 +0.60 229,786 305,104 -1,582
Dec12 120828 125.02 125.90 124.84 125.79 +0.60 1,082 6,253 +41
Mar13 120828 125.96 125.96 125.37 125.96 +0.59 29 113 +25
Total Volume and Open Interest 230,898 312,012 -1,516
Mexican Peso(CME)
Sep12 120828 756.5 758.5 754.8 757.0 unch 32,899 180,564 -1,458
Oct12 120828 755.0 755.0 755.0 755.0 unch      
Total Volume and Open Interest 32,944 220,284 -1,457
Brazilian Real(CME)
Sep12 120828 490.15 490.45 487.10 489.20 -2.65 274 3,844 -27
Oct12 120828 488.25 488.25 484.95 487.15 -2.65 50 641 +0
Nov12 120828 484.90 487.50 484.90 484.90 -2.60      
Dec12 120828 483.00 483.00 482.20 482.65 -2.55 72 163 -4
Total Volume and Open Interest 396 16,988 -31
30-Year T-Bonds(CBOT)
Sep12 120828 148~260 149~190 148~220 149~070 +0~110 299,205 517,135 -37,041
Dec12 120828 149~210 150~150 149~180 150~030 +0~110 68,674 85,613 +37,648
Mar13 120828 149~110 149~110 149~110 149~110 +0~110 0 4 +0
Total Volume and Open Interest 367,879 602,752 +607
10-Year T-Notes(CBOT)
Sep12 120828 133~250 134~030 133~230 133~305 +0~045 840,043 1,409,505 -79,515
Dec12 120828 132~210 133~000 132~200 132~280 +0~050 124,023 153,040 +67,883
Mar13 120828 132~010 132~010 132~010 132~010 +0~050      
Total Volume and Open Interest 964,066 1,562,545 -11,632
5-Year T-Notes(CBOT)
Sep12 120828 124~058 124~073 124~056 124~065 +0~005 448,344 1,078,753 -83,038
Dec12 120828 124~028 124~029 124~011 124~021 +0~006 150,619 206,036 +87,912
Mar13 120828 123~069 123~069 123~063 123~069 +0~006      
Total Volume and Open Interest 598,963 1,284,789 +4,874
2 Year T-Notes(CBOT)
Sep12 120828 110~026 110~027 110~024 110~025 -0~002 323,460 740,946 -99,578
Dec12 120828 110~027 110~028 110~025 110~027 -0~001 173,824 233,523 +85,583
Mar13 120828 109~093 109~094 109~093 109~093 -0~001      
Total Volume and Open Interest 497,284 974,469 -13,995
Eurodollars(CME)
Sep12 120828 99.598 99.607 99.598 99.605 +0.007 78,098 800,913 +2,147
Dec12 120828 99.620 99.630 99.620 99.625 +0.005 119,060 902,330 +4,120
Mar13 120828 99.605 99.620 99.605 99.610 +0.005 131,871 725,832 +85
Jun13 120828 99.585 99.605 99.585 99.590 +0.005 126,493 655,267 -1,642
Sep13 120828 99.565 99.580 99.565 99.570 +0.005 134,744 684,991 -11,782
Dec13 120828 99.530 99.545 99.530 99.535 +0.005 103,193 649,705 +450
Mar14 120828 99.505 99.515 99.500 99.510 +0.005 103,829 570,354 +2,428
Jun14 120828 99.460 99.475 99.460 99.470 +0.005 79,530 442,416 +965
Sep14 120828 99.410 99.430 99.410 99.420 +0.010 63,078 352,032 +2,864
Dec14 120828 99.340 99.365 99.340 99.355 +0.015 74,362 367,013 -677
Mar15 120828 99.285 99.310 99.280 99.295 +0.015 59,985 346,078 +3,379
Jun15 120828 0.886 0.921 0.886 0.906 +0.020 60,219 360,397 -1,537
Sep15 120828 0.771 0.811 0.766 0.796 +0.025 41,882 253,951 +2,448
Dec15 120828 0.631 0.671 0.621 0.656 +0.025 35,397 187,528 +2,488
Mar16 120828 0.491 0.541 0.486 0.526 +0.030 25,536 108,610 -865
Jun16 120828 0.351 0.401 0.341 0.386 +0.035 25,923 105,267 +3,286
Sep16 120828 0.201 0.246 0.196 0.241 +0.040 12,288 87,740 -453
Dec16 120828 0.046 0.091 0.036 0.081 +0.040 9,831 79,882 -532
Total Volume and Open Interest 1,304,458 7,889,548 +7,714
30 Day Federal Funds(CBOT)
Aug12 120828 99.868 99.868 99.865 99.865 unch 2,731 84,179 -11
Sep12 120828 99.870 99.870 99.860 99.865 unch 1,810 49,060 +1,052
Oct12 120828 99.865 99.870 99.865 99.865 unch 673 56,227 +245
Nov12 120828 99.870 99.870 99.865 99.870 unch 1,399 43,914 +180
Dec12 120828 99.875 99.875 99.870 99.870 unch 1,545 28,154 +616
Jan13 120828 99.870 99.875 99.870 99.870 unch 948 19,076 -281
Total Volume and Open Interest 15,632 469,507 +1,861
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep12 120828 99.675 99.675 99.675 99.675 unch      
Dec12 120828 99.685 99.685 99.685 99.685 unch      
Mar13 120828 99.700 99.700 99.700 99.700 unch      
Jun13 120828 99.715 99.715 99.715 99.715 unch      
Sep13 120828 99.715 99.715 99.715 99.715 unch      
Dec13 120828 99.715 99.715 99.715 99.715 unch      
Mar14 120828 99.715 99.715 99.715 99.715 unch      
Jun14 120828 99.575 99.575 99.575 99.575 unch      
Sep14 120828 99.435 99.435 99.435 99.435 unch      
Dec14 120828 99.660 99.660 99.660 99.660 unch      
Total Volume and Open Interest      
3-Mth Euro-Yen(SGX)
Sep12 120828 99.68 99.68 99.68 99.68 unch 0 1,571 +0
Dec12 120828 99.68 99.68 99.68 99.68 unch 0 660 +0
Mar13 120828 99.70 99.70 99.70 99.70 unch 0 183 +0
Jun13 120828 99.71 99.71 99.71 99.71 unch 0 201 +0
Sep13 120828 99.71 99.71 99.71 99.71 unch 0 305 +0
Dec13 120828 99.71 99.71 99.71 99.71 unch 0 384 +0
Mar14 120828 99.71 99.71 99.71 99.71 unch 0 344 +0
Jun14 120828 99.57 99.57 99.57 99.57 unch      
Total Volume and Open Interest 0 3,652 +0
Japanese Gov't Bonds(SGX)
Sep12 120828 143.82 143.90 143.75 143.84 +0.06 2,791 15,417 +350
Dec12 120828 143.62 143.65 143.52 143.62 +0.07 9 12 -1
Mar13 120828 141.53 141.53 141.53 141.53 +0.07      
Total Volume and Open Interest 2,800 15,429 +349
Euro-Bund(EUREX)
Sep12 120828 143.90 144.06 143.62 143.96 +0.16 611,653 852,014 -60,691
Dec12 120828 142.19 142.30 141.90 142.24 +0.17 9,025 46,094 +3,871
Mar13 120828 142.30 143.89 142.30 143.81 +1.76 39 34 +28
Total Volume and Open Interest 620,717 898,142 -56,792
Euro-Bobl(EUREX)
Sep12 120828 127.58 127.63 127.39 127.58 +0.04 320,509 653,389 -16,954
Dec12 120828 125.91 125.92 125.76 125.92 +0.05 4,973 46,501 +3,828
Mar13 120828 125.92 125.92 125.92 125.92 +0.05      
Total Volume and Open Interest 325,482 699,890 -13,126
3-Mth Euribor(EUREX)
Sep12 120828 99.750 99.750 99.750 99.750 -0.010 0 3,232 +0
Dec12 120828 99.775 99.775 99.775 99.775 -0.005 37 1,422 +0
Mar13 120828 99.760 99.760 99.760 99.760 -0.010 50 1,293 +0
Total Volume and Open Interest 87 7,564 +0
Long Gilt(LIFFE)
Sep12 120828 121~14 121~27 121~13 121~26 +0~12 142,613 298,016 -32,496
Dec12 120828 120~20 120~28 120~15 120~27 +0~12 21,326 85,860 +60,038
Total Volume and Open Interest 638,626 382,773 +26,439
3-Mth Short Sterling(LIFFE)
Sep12 120828 99.35 99.36 99.34 99.36 +0.01 31,039 333,248 -7,399
Dec12 120828 99.44 99.45 99.42 99.45 +0.03 79,894 370,108 +1,398
Mar13 120828 99.45 99.48 99.44 99.47 +0.03 62,496 296,237 +526
Jun13 120828 99.44 99.48 99.44 99.48 +0.04 54,100 299,008 +8,142
Sep13 120828 99.43 99.48 99.42 99.47 +0.05 52,036 343,717 +2,652
Dec13 120828 99.41 99.45 99.40 99.44 +0.06 34,937 236,529 +6,252
Total Volume and Open Interest 448,087 2,602,639 +17,555
3-Mth Euribor(LIFFE)
Sep12 120828 99.760 99.765 99.740 99.750 -0.010 37,100 455,355 -4,801
Dec12 120828 99.785 99.790 99.765 99.775 -0.005 41,646 518,846 -7,984
Mar13 120828 99.765 99.780 99.745 99.760 -0.010 28,434 457,759 -2,176
Total Volume and Open Interest 243,320 3,675,389 +3,857
3-Mth Aus T-Bills(SFE)
Sep12 120828 96.43 96.44 96.42 96.43 -0.01 17,169 118,529 -977
Dec12 120828 96.73 96.76 96.71 96.73 -0.01 27,718 163,942 -410
Mar13 120828 96.88 96.94 96.87 96.90 +0.01 20,377 112,854 +1,361
Jun13 120828 96.90 96.97 96.90 96.93 +0.01 9,095 91,617 -675
Sep13 120828 96.85 96.93 96.84 96.88 +0.02 3,398 58,379 +426
Dec13 120828 96.78 96.86 96.78 96.82 +0.02 4,105 44,837 +1,672
Mar14 120828 96.71 96.80 96.71 96.75 +0.02 1,281 28,980 +675
Jun14 120828 96.67 96.71 96.66 96.68 +0.01 1,166 15,866 -118
Sep14 120828 96.60 96.62 96.60 96.62 +0.02 0 2,169 +0
Dec14 120828 96.54 96.54 96.54 96.54 +0.01 0 582 +0
Total Volume and Open Interest 84,309 637,804 +1,954
10-Year Aus T-Bonds(SFE)
Sep12 120828 96.88 96.92 96.86 96.89 unch 33,026 366,119 -3,875
Dec12 120828 96.89 96.89 96.89 96.89 unch      
Total Volume and Open Interest 33,026 366,119 -3,875
3-Year Aus T-Bonds(SFE)
Sep12 120828 97.39 97.43 97.36 97.40 +0.01 136,373 449,143 -7,865
Dec12 120828 97.45 97.45 97.45 97.45 +0.01      
Total Volume and Open Interest 136,373 449,143 -7,865
Gold(CMX)
Aug12 120828 1659.9 1671.0 1659.2 1666.5 -5.9 24 99 -32
Oct12 120828 1664.4 1672.6 1656.9 1667.4 -5.9 5,011 28,379 +543
Dec12 120828 1666.0 1674.9 1659.1 1669.7 -5.9 102,664 274,709 +5,957
Feb13 120828 1670.4 1675.5 1662.0 1671.7 -5.9 532 23,290 -68
Apr13 120828 1666.0 1677.0 1665.0 1673.8 -5.9 114 14,349 +2
Jun13 120828 1666.5 1679.7 1666.5 1675.9 -5.9 68 19,737 +19
Aug13 120828 1670.8 1680.7 1670.8 1677.9 -5.9 241 4,382 +71
Oct13 120828 1677.9 1680.0 1677.9 1680.0 -5.9 14 724 +0
Dec13 120828 1681.0 1685.1 1680.0 1682.2 -5.9 36 9,537 +15
Feb14 120828 1684.5 1684.5 1684.5 1684.5 -5.9 9 2,268 +9
Apr14 120828 1686.6 1686.6 1686.6 1686.6 -5.9 0 3,606 +0
Jun14 120828 1688.9 1688.9 1688.9 1688.9 -5.9 1 7,780 +1
Total Volume and Open Interest 108,983 417,156 +6,477
Silver(CMX)
Sep12 120828 3067.0 3097.5 3048.5 3087.5 -17.3 44,524 26,191 -3,043
Dec12 120828 3087.5 3106.0 3057.5 3096.3 -17.4 18,788 63,204 +580
Mar13 120828 3081.5 3104.5 3074.0 3103.1 -17.4 402 4,919 -52
May13 120828 3102.5 3107.5 3100.0 3106.7 -17.3 75 3,987 +46
Jul13 120828 3109.4 3109.4 3109.4 3109.4 -17.3 71 5,021 -10
Sep13 120828 3107.5 3112.0 3107.5 3112.0 -17.1 22 2,092 -5
Dec13 120828 3086.5 3115.0 3086.5 3114.9 -16.7 197 12,374 +110
Total Volume and Open Interest 64,245 127,108 -2,388
Platinum(NYMEX)
Oct12 120828 1543.5 1547.0 1516.4 1520.4 -32.8 8,592 48,523 +172
Jan13 120828 1547.0 1547.0 1521.2 1523.4 -32.6 451 4,565 +30
Apr13 120828 1527.6 1527.6 1525.0 1526.1 -33.0 97 699 +46
Jul13 120828 1528.0 1528.0 1527.1 1527.1 -33.0      
Total Volume and Open Interest 9,140 53,789 +248
Palladium(NYMEX)
Sep12 120828 651.65 653.75 634.60 639.70 -15.05 3,937 9,118 -1,382
Dec12 120828 653.35 654.00 637.25 640.95 -15.35 1,926 13,880 +1,076
Mar13 120828 646.85 646.85 642.40 642.40 -16.35 0 600 +0
Total Volume and Open Interest 5,863 23,602 -306
Copper(CMX)
Sep12 120828 347.15 347.20 344.25 346.25 -1.40 45,723 29,521 -2,703
Dec12 120828 347.50 347.75 344.85 346.90 -1.35 17,234 82,132 +1,841
Mar13 120828 348.25 348.30 346.00 347.75 -1.40 1,445 15,866 +152
May13 120828 348.55 348.55 347.10 348.35 -1.30 478 2,678 -60
Jul13 120828 348.15 348.90 347.60 348.75 -1.30 29 2,559 +23
Total Volume and Open Interest 65,937 145,239 -552
DJIA Index(CBOT)
Sep12 120828 13105 13126 13075 13086 -21 736 12,414 +312
Dec12 120828 13048 13048 13004 13004 -20 0 31 +0
Mar13 120828 12930 12950 12930 12930 -20      
Jun13 120828 12854 12874 12854 12854 -20      
Total Volume and Open Interest 736 12,445 +312
E-mini DJIA Index(CBOT)
Sep12 120828 13104 13135 13064 13086 -21 106,092 117,004 +7,227
Dec12 120828 13015 13049 12985 13004 -20 88 169 -1
Mar13 120828 12930 12930 12930 12930 -20 0 5 +0
Jun13 120828 12854 12854 12854 12854 -20 0 39 +0
Total Volume and Open Interest 106,180 117,217 +7,226
S & P 500(CME)
Sep12 120828 1408.00 1411.80 1403.60 1407.80 -0.50 9,017 220,013 -1,638
Dec12 120828 1400.70 1403.20 1396.20 1400.70 -0.50 41 15,152 -16
Mar13 120828 1393.90 1396.40 1389.40 1393.90 -0.50 62 1,308 +39
Jun13 120828 1386.70 1389.20 1382.20 1386.70 -0.50 0 131 +1
Total Volume and Open Interest 9,120 236,604 -1,614
S & P 500 E-Mini(Globex)
Sep12 120828 1408.25 1412.00 1403.25 1407.75 -0.50 1,572,472 2,995,536 +32,548
Dec12 120828 1400.50 1405.00 1396.50 1400.75 -0.50 1,654 46,028 +733
Total Volume and Open Interest 1,574,715 3,043,644 +33,584
NASDAQ 100(CME)
Sep12 120828 2783.50 2790.00 2772.00 2780.80 -2.00 2,204 17,734 +2,275
Dec12 120828 2773.30 2780.00 2770.00 2773.30 -2.00 0 87 -1
Mar13 120828 2767.80 2769.80 2767.80 2767.80 -2.00      
Total Volume and Open Interest 2,204 17,821 +2,274
NASDAQ 100 E-Mini(Globex)
Sep12 120828 2783.30 2790.50 2771.00 2780.80 -2.00 188,828 457,837 +15,559
Dec12 120828 2770.80 2782.00 2765.00 2773.30 -2.00 43 381 -10
Total Volume and Open Interest 188,872 458,228 +15,550
S & P Midcap 400(CME)
Sep12 120828 972.40 975.00 967.00 972.40 +3.60 728 2,868 +727
Dec12 120828 968.50 968.50 964.90 968.50 +3.60      
Mar13 120828 966.50 966.50 962.90 966.50 +3.60      
Total Volume and Open Interest 728 2,868 +727
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep12 120828 9125 9135 8990 9050 -50 3,432 30,637 +290
Dec12 120828 9010 9055 8950 9005 -50 18 37 +5
Total Volume and Open Interest 3,450 30,674 +295
Nikkei 225(SGX)
Sep12 120828 9085 9135 8985 9050 -35 74,409 189,391 -715
Dec12 120828 9025 9065 8925 8985 -35 542 11,585 +336
Mar13 120828 8975 8975 8975 8975 -30 0 48 +0
Total Volume and Open Interest 75,028 211,189 -360
CAC 40(EURONEXT)
Sep12 120828 3438.5 3438.5 3415.5 3423.5 -32.5 50,850 323,504 -1,592
Oct12 120828 3426.5 3426.5 3405.5 3411.0 -32.5 27 1,863 +52
Nov12 120828 3408.0 3408.0 3408.0 3408.0 -32.5      
Total Volume and Open Interest 50,877 325,479 -1,540
Hang Seng Index(HKFE)
Aug12 120828 19726 19845 19718 19791 -42 58,836 86,059 -6,607
Sep12 120828 19670 19763 19637 19717 -36 6,012 16,061 +2,709
Total Volume and Open Interest 65,545 108,356 -3,674
DAX(EUREX)
Sep12 120828 7010.0 7031.5 6975.0 7003.5 -41.5 115,671 153,867 +2,282
Dec12 120828 7018.0 7030.0 6979.0 7003.5 -42.0 318 11,687 +161
Mar13 120828 7011.5 7011.5 7005.0 7005.0 -42.0 13 1,017 +4
Total Volume and Open Interest 116,002 166,571 +2,447
FT-SE 100(EURONEXT)
Sep12 120828 5771.00 5777.50 5741.00 5762.00 -9.00 75,033 643,704 -596
Dec12 120828 5728.50 5741.50 5714.50 5733.00 -9.00 4,455 918 +18
Mar13 120828 5690.00 5690.00 5690.00 5690.00 -10.00 0 227 +0
Total Volume and Open Interest 79,488 644,849 -578
SPI 200(SFE)
Sep12 120828 4338.0 4357.0 4329.0 4347.0 +10.0 20,795 260,271 -253
Dec12 120828 4353.0 4353.0 4349.0 4349.0 +10.0 11 6,433 -50
Mar13 120828 4316.0 4316.0 4316.0 4316.0 +10.0 0 1,365 +0
Total Volume and Open Interest 20,820 269,707 -289
GSCI(CME)
Sep12 120828 667.70 668.75 666.75 668.75 +1.00 30 8,923 -1
Oct12 120828 669.25 669.25 667.00 669.25 +1.25 2 4 +0
Nov12 120828 670.00 670.00 667.50 670.00 +1.50      
Total Volume and Open Interest 32 8,927 -1
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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