|
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. |
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