|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed August 29, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep12 |
120829 |
1736.00 |
1764.75 |
1728.25 |
1763.25 |
+30.75 |
9,921 |
16,050 |
-4,184 |
Nov12 |
120829 |
1724.00 |
1754.00 |
1716.50 |
1753.00 |
+30.75 |
130,263 |
365,489 |
+305 |
Jan13 |
120829 |
1716.00 |
1743.25 |
1710.00 |
1742.50 |
+28.00 |
11,631 |
93,048 |
+191 |
Mar13 |
120829 |
1639.75 |
1664.00 |
1633.75 |
1663.00 |
+24.75 |
11,140 |
89,684 |
-39 |
May13 |
120829 |
1548.50 |
1569.00 |
1543.75 |
1567.50 |
+19.25 |
13,688 |
84,931 |
-3,253 |
Jul13 |
120829 |
1522.25 |
1539.50 |
1517.75 |
1538.75 |
+18.00 |
4,885 |
61,063 |
+539 |
Aug13 |
120829 |
1489.50 |
1497.75 |
1481.00 |
1497.75 |
+16.75 |
72 |
365 |
+12 |
Sep13 |
120829 |
1422.25 |
1422.25 |
1409.25 |
1422.25 |
+13.00 |
58 |
537 |
+34 |
Nov13 |
120829 |
1338.00 |
1350.00 |
1331.00 |
1347.50 |
+9.75 |
1,337 |
28,218 |
+281 |
Jan14 |
120829 |
1351.00 |
1352.75 |
1343.00 |
1352.75 |
+9.75 |
3 |
226 |
+0 |
Mar14 |
120829 |
1352.75 |
1352.75 |
1343.00 |
1352.75 |
+9.75 |
0 |
53 |
+0 |
May14 |
120829 |
1353.25 |
1353.25 |
1343.50 |
1353.25 |
+9.75 |
0 |
80 |
+0 |
Jul14 |
120829 |
1357.00 |
1357.00 |
1347.25 |
1357.00 |
+9.75 |
0 |
40 |
+0 |
Aug14 |
120829 |
1351.75 |
1351.75 |
1342.00 |
1351.75 |
+9.75 |
|
|
|
Total Volume and Open Interest |
183,003 |
741,453 |
-6,113 |
Soybean Meal(CBOT) |
Sep12 |
120829 |
535.10 |
544.10 |
533.00 |
543.30 |
+9.10 |
15,026 |
25,023 |
-3,328 |
Oct12 |
120829 |
526.50 |
545.00 |
524.50 |
534.30 |
+8.40 |
10,605 |
43,009 |
-82 |
Dec12 |
120829 |
522.10 |
530.60 |
519.90 |
530.00 |
+8.20 |
39,811 |
114,271 |
-866 |
Jan13 |
120829 |
515.00 |
522.60 |
512.00 |
521.90 |
+8.50 |
1,914 |
18,989 |
+194 |
Mar13 |
120829 |
482.00 |
490.00 |
482.00 |
489.40 |
+7.40 |
1,036 |
15,192 |
+84 |
May13 |
120829 |
443.60 |
449.60 |
443.60 |
448.80 |
+4.10 |
1,396 |
17,305 |
+232 |
Jul13 |
120829 |
432.70 |
437.70 |
432.20 |
436.10 |
+3.90 |
1,023 |
15,051 |
+99 |
Aug13 |
120829 |
421.00 |
421.40 |
417.40 |
420.80 |
+3.40 |
145 |
779 |
+40 |
Sep13 |
120829 |
396.00 |
397.10 |
391.40 |
394.80 |
+3.40 |
9 |
924 |
+1 |
Oct13 |
120829 |
367.50 |
371.30 |
367.20 |
371.30 |
+4.10 |
27 |
2,103 |
+14 |
Total Volume and Open Interest |
71,105 |
259,043 |
-3,566 |
Soybean Oil(CBOT) |
Sep12 |
120829 |
55.77 |
56.93 |
55.51 |
56.64 |
+0.91 |
23,090 |
25,949 |
-7,176 |
Oct12 |
120829 |
55.98 |
57.17 |
55.74 |
56.86 |
+0.91 |
16,805 |
41,584 |
+2,630 |
Dec12 |
120829 |
56.42 |
57.60 |
56.12 |
57.30 |
+0.91 |
52,184 |
169,238 |
+1,262 |
Jan13 |
120829 |
56.71 |
57.82 |
56.43 |
57.51 |
+0.88 |
6,430 |
34,224 |
+1,255 |
Mar13 |
120829 |
56.78 |
57.82 |
56.49 |
57.53 |
+0.78 |
2,742 |
23,110 |
+417 |
May13 |
120829 |
56.56 |
57.58 |
56.35 |
57.30 |
+0.65 |
2,078 |
14,777 |
+73 |
Jul13 |
120829 |
56.75 |
57.55 |
56.42 |
57.23 |
+0.55 |
1,305 |
14,030 |
+89 |
Aug13 |
120829 |
57.20 |
57.20 |
56.40 |
56.90 |
+0.50 |
41 |
2,201 |
+11 |
Sep13 |
120829 |
56.50 |
56.50 |
55.95 |
56.39 |
+0.44 |
54 |
1,552 |
+2 |
Oct13 |
120829 |
55.32 |
55.59 |
55.12 |
55.42 |
+0.30 |
58 |
2,643 |
+23 |
Total Volume and Open Interest |
105,134 |
337,301 |
-1,361 |
Canola(WCE) |
Nov12 |
120829 |
621.4 |
634.0 |
621.4 |
633.5 |
+12.1 |
7,062 |
134,903 |
-812 |
Jan13 |
120829 |
629.6 |
637.9 |
628.0 |
637.4 |
+11.9 |
1,443 |
51,187 |
+653 |
Mar13 |
120829 |
627.8 |
638.3 |
627.8 |
638.3 |
+13.0 |
488 |
17,256 |
+26 |
May13 |
120829 |
616.8 |
627.1 |
614.9 |
627.0 |
+14.4 |
334 |
19,342 |
-113 |
Jul13 |
120829 |
609.8 |
620.0 |
606.2 |
619.0 |
+14.7 |
133 |
3,838 |
-5 |
Total Volume and Open Interest |
9,489 |
228,587 |
-242 |
Corn(CBOT) |
Sep12 |
120829 |
789.75 |
812.00 |
787.75 |
810.25 |
+20.75 |
40,553 |
63,965 |
-14,964 |
Dec12 |
120829 |
795.50 |
814.50 |
793.25 |
813.50 |
+18.00 |
122,323 |
715,904 |
+354 |
Mar13 |
120829 |
796.50 |
814.75 |
794.50 |
813.00 |
+16.50 |
15,437 |
181,313 |
+904 |
May13 |
120829 |
790.50 |
807.00 |
789.50 |
805.50 |
+15.00 |
3,633 |
51,085 |
+748 |
Jul13 |
120829 |
775.50 |
792.00 |
775.00 |
789.00 |
+13.25 |
4,806 |
102,913 |
+1,004 |
Sep13 |
120829 |
680.00 |
686.00 |
678.00 |
684.75 |
+3.00 |
307 |
14,507 |
+98 |
Dec13 |
120829 |
648.00 |
658.00 |
647.75 |
653.00 |
+3.75 |
3,248 |
80,412 |
+1,429 |
Mar14 |
120829 |
660.00 |
661.75 |
656.00 |
660.00 |
+5.00 |
15 |
1,657 |
+3 |
May14 |
120829 |
664.00 |
666.25 |
658.25 |
664.50 |
+6.25 |
0 |
379 |
+0 |
Jul14 |
120829 |
665.00 |
665.50 |
659.25 |
665.50 |
+6.25 |
4 |
983 |
+2 |
Total Volume and Open Interest |
190,472 |
1,218,394 |
-10,313 |
Wheat(CBOT) |
Sep12 |
120829 |
854.75 |
887.50 |
853.25 |
885.50 |
+30.75 |
19,853 |
18,195 |
-6,862 |
Dec12 |
120829 |
876.50 |
908.25 |
874.00 |
905.75 |
+30.25 |
46,990 |
266,950 |
+2,151 |
Mar13 |
120829 |
886.00 |
916.50 |
886.00 |
913.25 |
+26.75 |
8,165 |
64,361 |
+1,590 |
May13 |
120829 |
882.25 |
906.50 |
882.25 |
903.25 |
+21.00 |
902 |
14,830 |
+171 |
Jul13 |
120829 |
847.00 |
862.25 |
847.00 |
859.50 |
+12.00 |
1,582 |
49,754 |
+509 |
Sep13 |
120829 |
847.50 |
859.00 |
846.50 |
857.75 |
+11.25 |
79 |
1,658 |
+22 |
Total Volume and Open Interest |
78,238 |
445,749 |
-2,180 |
Wheat(KCBT) |
Sep12 |
120829 |
867.50 |
897.50 |
866.25 |
896.25 |
+28.75 |
10,444 |
14,509 |
-6,383 |
Dec12 |
120829 |
893.50 |
923.25 |
891.00 |
922.00 |
+28.75 |
12,087 |
91,584 |
+2,587 |
Mar13 |
120829 |
905.50 |
933.50 |
904.75 |
931.50 |
+26.00 |
1,268 |
21,519 |
+280 |
May13 |
120829 |
905.00 |
928.75 |
905.00 |
926.00 |
+22.50 |
45 |
7,925 |
-8 |
Jul13 |
120829 |
865.50 |
881.00 |
865.50 |
881.00 |
+15.50 |
271 |
13,052 |
+41 |
Sep13 |
120829 |
872.00 |
882.50 |
870.75 |
882.50 |
+15.00 |
19 |
708 |
+1 |
Total Volume and Open Interest |
24,154 |
150,212 |
-3,473 |
Wheat(MGE) |
Sep12 |
120829 |
910.50 |
941.50 |
909.75 |
940.50 |
+30.50 |
2,760 |
4,335 |
-1,196 |
Dec12 |
120829 |
923.00 |
956.00 |
922.00 |
955.00 |
+31.25 |
2,150 |
23,538 |
+785 |
Mar13 |
120829 |
932.25 |
964.50 |
931.50 |
963.75 |
+30.75 |
292 |
7,323 |
+101 |
May13 |
120829 |
945.25 |
969.50 |
945.25 |
969.50 |
+30.75 |
146 |
1,444 |
+79 |
Jul13 |
120829 |
950.00 |
970.50 |
950.00 |
970.50 |
+30.25 |
13 |
427 |
+3 |
Total Volume and Open Interest |
5,381 |
39,562 |
-213 |
Oats(CBOT) |
Sep12 |
120829 |
375.50 |
387.25 |
374.00 |
387.25 |
+13.25 |
144 |
336 |
-121 |
Dec12 |
120829 |
382.75 |
396.75 |
382.00 |
396.00 |
+13.50 |
981 |
9,655 |
+108 |
Mar13 |
120829 |
385.75 |
396.00 |
382.75 |
395.75 |
+13.00 |
107 |
879 |
+45 |
May13 |
120829 |
394.00 |
394.00 |
381.00 |
394.00 |
+13.00 |
20 |
47 |
+15 |
Total Volume and Open Interest |
1,252 |
10,931 |
+47 |
Rough Rice(CBOT) |
Sep12 |
120829 |
15.34 |
15.40 |
15.21 |
15.23 |
-0.16 |
705 |
2,917 |
-500 |
Nov12 |
120829 |
15.68 |
15.68 |
15.51 |
15.52 |
-0.15 |
1,013 |
10,016 |
+603 |
Jan13 |
120829 |
15.98 |
15.98 |
15.84 |
15.84 |
-0.14 |
19 |
1,184 |
+6 |
Mar13 |
120829 |
16.10 |
16.15 |
16.10 |
16.10 |
-0.13 |
0 |
114 |
+0 |
Total Volume and Open Interest |
1,737 |
14,263 |
+109 |
Live Cattle(CME) |
Aug12 |
120829 |
118.850 |
120.450 |
118.850 |
119.400 |
+0.570 |
1,207 |
855 |
-473 |
Oct12 |
120829 |
123.800 |
125.900 |
123.500 |
125.500 |
+1.750 |
18,410 |
124,586 |
-3,314 |
Dec12 |
120829 |
127.300 |
128.785 |
126.700 |
128.500 |
+1.215 |
8,067 |
77,912 |
+696 |
Feb13 |
120829 |
131.300 |
132.500 |
130.735 |
132.250 |
+1.000 |
3,013 |
35,012 |
+166 |
Apr13 |
120829 |
135.250 |
136.400 |
134.700 |
136.300 |
+1.065 |
2,638 |
28,364 |
+257 |
Jun13 |
120829 |
132.000 |
133.100 |
131.630 |
133.000 |
+0.850 |
911 |
10,659 |
-11 |
Total Volume and Open Interest |
34,366 |
283,264 |
-2,610 |
Feeder Cattle(CME) |
Aug12 |
120829 |
140.235 |
140.600 |
140.235 |
140.400 |
+0.100 |
432 |
4,148 |
-1 |
Sep12 |
120829 |
143.350 |
144.650 |
142.700 |
143.700 |
+0.100 |
1,281 |
6,621 |
-107 |
Oct12 |
120829 |
144.300 |
145.880 |
143.735 |
144.800 |
+0.315 |
1,534 |
13,757 |
+149 |
Nov12 |
120829 |
146.250 |
147.300 |
145.185 |
146.200 |
+0.165 |
583 |
5,696 |
+63 |
Jan13 |
120829 |
149.000 |
150.000 |
147.935 |
149.050 |
+0.315 |
156 |
4,377 |
+36 |
Mar13 |
120829 |
151.650 |
152.685 |
151.000 |
151.900 |
unch |
61 |
1,467 |
+18 |
Apr13 |
120829 |
152.435 |
154.300 |
152.435 |
153.200 |
+0.200 |
9 |
660 |
+1 |
Total Volume and Open Interest |
4,085 |
37,751 |
+183 |
Lean Hogs(CME) |
Oct12 |
120829 |
73.200 |
74.225 |
72.500 |
73.700 |
+0.450 |
11,789 |
92,481 |
-900 |
Dec12 |
120829 |
70.750 |
71.475 |
70.250 |
71.035 |
+0.285 |
8,093 |
57,385 |
+960 |
Feb13 |
120829 |
78.580 |
79.350 |
78.180 |
79.080 |
+0.330 |
2,985 |
31,630 |
+125 |
Apr13 |
120829 |
87.300 |
88.250 |
87.080 |
88.035 |
+0.500 |
1,406 |
22,517 |
+64 |
May13 |
120829 |
96.200 |
97.150 |
96.200 |
97.150 |
+0.615 |
12 |
970 |
+4 |
Jun13 |
120829 |
99.430 |
100.200 |
99.385 |
100.000 |
+0.300 |
904 |
15,169 |
+118 |
Jul13 |
120829 |
98.980 |
99.680 |
98.885 |
99.600 |
+0.450 |
180 |
3,884 |
+96 |
Aug13 |
120829 |
98.230 |
98.785 |
98.150 |
98.650 |
+0.300 |
48 |
3,014 |
+10 |
Total Volume and Open Interest |
25,428 |
228,918 |
+483 |
Class III Milk(CME) |
Aug12 |
120829 |
17.73 |
17.73 |
17.73 |
17.73 |
+0.01 |
0 |
4,132 |
+0 |
Sep12 |
120829 |
19.06 |
19.37 |
19.06 |
19.36 |
+0.30 |
129 |
5,110 |
-16 |
Oct12 |
120829 |
19.99 |
20.40 |
19.99 |
20.34 |
+0.35 |
252 |
4,986 |
+75 |
Nov12 |
120829 |
20.19 |
20.58 |
20.16 |
20.55 |
+0.39 |
172 |
3,884 |
+102 |
Dec12 |
120829 |
20.08 |
20.43 |
20.05 |
20.41 |
+0.36 |
64 |
3,471 |
+9 |
Total Volume and Open Interest |
721 |
29,011 |
+194 |
Cocoa(ICE) |
Sep12 |
120829 |
2634 |
2645 |
2619 |
2619 |
+5 |
19 |
262 |
-8 |
Dec12 |
120829 |
2568 |
2600 |
2560 |
2574 |
+6 |
9,645 |
103,506 |
+1,740 |
Mar13 |
120829 |
2581 |
2609 |
2569 |
2583 |
+9 |
1,163 |
41,560 |
-349 |
May13 |
120829 |
2599 |
2615 |
2580 |
2592 |
+10 |
403 |
15,909 |
+152 |
Jul13 |
120829 |
2620 |
2620 |
2593 |
2599 |
+11 |
313 |
10,467 |
+230 |
Sep13 |
120829 |
2623 |
2623 |
2605 |
2605 |
+11 |
6 |
4,769 |
+5 |
Dec13 |
120829 |
2630 |
2630 |
2613 |
2613 |
+12 |
31 |
6,111 |
+25 |
Total Volume and Open Interest |
11,580 |
187,855 |
+1,795 |
Coffee "C"(ICE) |
Sep12 |
120829 |
167.50 |
168.60 |
166.25 |
166.40 |
-1.35 |
115 |
396 |
-93 |
Dec12 |
120829 |
168.00 |
169.10 |
165.75 |
166.65 |
-1.30 |
9,595 |
89,759 |
-153 |
Mar13 |
120829 |
171.45 |
172.55 |
169.50 |
170.15 |
-1.30 |
2,286 |
28,998 |
+144 |
May13 |
120829 |
173.90 |
174.90 |
172.10 |
172.65 |
-1.30 |
587 |
7,770 |
-34 |
Jul13 |
120829 |
176.30 |
177.35 |
174.50 |
175.05 |
-1.25 |
303 |
5,303 |
+73 |
Sep13 |
120829 |
178.50 |
179.80 |
177.50 |
177.50 |
-1.25 |
111 |
1,764 |
+50 |
Total Volume and Open Interest |
13,038 |
135,895 |
-2 |
Orange Juice(ICE) |
Sep12 |
120829 |
125.90 |
129.00 |
125.80 |
128.70 |
+3.30 |
507 |
1,235 |
-352 |
Nov12 |
120829 |
114.50 |
118.55 |
114.50 |
115.65 |
+1.65 |
1,034 |
16,507 |
+270 |
Jan13 |
120829 |
116.55 |
118.00 |
116.10 |
116.10 |
+1.65 |
273 |
2,431 |
+43 |
Mar13 |
120829 |
117.90 |
117.90 |
117.90 |
117.90 |
+1.65 |
18 |
2,059 |
+3 |
May13 |
120829 |
119.85 |
119.85 |
119.85 |
119.85 |
+1.75 |
19 |
592 |
+14 |
Jul13 |
120829 |
121.55 |
121.55 |
121.55 |
121.55 |
+1.75 |
0 |
16 |
+0 |
Total Volume and Open Interest |
1,851 |
22,853 |
-22 |
Sugar #11(ICE) |
Oct12 |
120829 |
20.18 |
20.39 |
19.67 |
19.76 |
-0.37 |
35,917 |
303,530 |
-4,668 |
Mar13 |
120829 |
20.74 |
20.98 |
20.27 |
20.37 |
-0.37 |
26,863 |
190,675 |
+7,226 |
May13 |
120829 |
20.77 |
20.91 |
20.29 |
20.37 |
-0.32 |
6,705 |
46,161 |
-96 |
Jul13 |
120829 |
20.68 |
20.85 |
20.30 |
20.37 |
-0.29 |
3,051 |
79,940 |
+63 |
Oct13 |
120829 |
20.93 |
21.08 |
20.58 |
20.65 |
-0.28 |
2,844 |
43,342 |
+42 |
Mar14 |
120829 |
21.26 |
21.40 |
20.95 |
20.99 |
-0.27 |
621 |
26,343 |
+194 |
May14 |
120829 |
21.06 |
21.14 |
20.74 |
20.76 |
-0.30 |
456 |
7,282 |
+260 |
Jul14 |
120829 |
20.96 |
21.00 |
20.60 |
20.66 |
-0.29 |
465 |
6,173 |
+23 |
Total Volume and Open Interest |
77,376 |
713,395 |
+3,395 |
London Cocoa(LCE) |
Sep12 |
120829 |
1681 |
1697 |
1670 |
1677 |
unch |
5,386 |
26,805 |
-4,072 |
Dec12 |
120829 |
1703 |
1714 |
1688 |
1694 |
-1 |
13,849 |
64,537 |
-1,113 |
Mar13 |
120829 |
1683 |
1696 |
1671 |
1680 |
+3 |
4,835 |
56,621 |
+589 |
May13 |
120829 |
1684 |
1696 |
1678 |
1684 |
+7 |
1,813 |
23,838 |
-216 |
Jul13 |
120829 |
1686 |
1699 |
1681 |
1690 |
+10 |
955 |
13,497 |
+50 |
Sep13 |
120829 |
1700 |
1701 |
1686 |
1694 |
+12 |
86 |
8,323 |
+18 |
Dec13 |
120829 |
1701 |
1701 |
1695 |
1695 |
+12 |
72 |
7,859 |
+15 |
Total Volume and Open Interest |
27,011 |
202,266 |
-4,565 |
London Sugar(LCE) |
Oct12 |
120829 |
558.10 |
567.10 |
555.50 |
556.80 |
-3.10 |
3,310 |
21,436 |
-402 |
Dec12 |
120829 |
554.10 |
561.80 |
548.70 |
549.30 |
-5.70 |
1,000 |
14,674 |
+949 |
Mar13 |
120829 |
557.90 |
564.30 |
550.80 |
551.10 |
-7.50 |
745 |
19,462 |
+543 |
May13 |
120829 |
559.70 |
566.50 |
553.70 |
553.70 |
-7.70 |
383 |
4,415 |
+1 |
Aug13 |
120829 |
556.10 |
557.00 |
552.70 |
552.70 |
-6.40 |
290 |
2,917 |
-50 |
Total Volume and Open Interest |
5,966 |
66,258 |
+1,100 |
Cotton(ICE) |
Oct12 |
120829 |
74.79 |
75.87 |
74.79 |
75.83 |
+1.04 |
13 |
329 |
-1 |
Dec12 |
120829 |
75.64 |
76.88 |
75.40 |
76.65 |
+1.03 |
8,511 |
126,076 |
-132 |
Mar13 |
120829 |
76.45 |
77.59 |
76.27 |
77.27 |
+0.86 |
847 |
37,969 |
+75 |
May13 |
120829 |
77.67 |
77.98 |
77.23 |
77.82 |
+0.86 |
53 |
6,175 |
-5 |
Jul13 |
120829 |
78.00 |
78.39 |
77.96 |
78.39 |
+0.84 |
18 |
6,663 |
+4 |
Oct13 |
120829 |
79.56 |
79.56 |
79.56 |
79.56 |
+0.62 |
0 |
5 |
+0 |
Total Volume and Open Interest |
9,452 |
180,077 |
-56 |
Lumber(CME) |
Sep12 |
120829 |
288.2 |
288.6 |
285.8 |
287.2 |
+0.2 |
239 |
1,414 |
-106 |
Nov12 |
120829 |
283.5 |
286.5 |
282.0 |
283.3 |
+0.4 |
610 |
6,878 |
+121 |
Jan13 |
120829 |
298.0 |
301.0 |
296.5 |
298.0 |
-0.6 |
134 |
1,481 |
-14 |
Mar13 |
120829 |
305.4 |
307.9 |
305.2 |
307.5 |
+1.6 |
39 |
370 |
+11 |
Total Volume and Open Interest |
1,022 |
10,170 |
+12 |
Crude Oil(NYM) |
Oct12 |
120829 |
96.08 |
96.37 |
94.76 |
95.49 |
-0.84 |
230,844 |
271,620 |
-5,106 |
Nov12 |
120829 |
96.39 |
96.67 |
95.08 |
95.81 |
-0.82 |
60,893 |
154,532 |
+1,468 |
Dec12 |
120829 |
96.69 |
97.00 |
95.43 |
96.14 |
-0.82 |
60,688 |
194,331 |
-3,552 |
Jan13 |
120829 |
97.14 |
97.42 |
95.87 |
96.55 |
-0.82 |
14,725 |
108,900 |
-1,437 |
Feb13 |
120829 |
97.10 |
97.70 |
96.23 |
96.88 |
-0.79 |
6,661 |
42,246 |
+8 |
Mar13 |
120829 |
97.44 |
97.84 |
96.38 |
97.07 |
-0.75 |
11,545 |
56,246 |
+1,672 |
Apr13 |
120829 |
97.40 |
97.84 |
96.60 |
97.08 |
-0.70 |
3,424 |
23,962 |
+647 |
May13 |
120829 |
96.97 |
96.97 |
96.97 |
96.97 |
-0.66 |
3,330 |
21,196 |
-189 |
Jun13 |
120829 |
96.85 |
97.53 |
96.18 |
96.78 |
-0.61 |
15,662 |
80,072 |
+1,275 |
Jul13 |
120829 |
96.89 |
96.89 |
96.10 |
96.55 |
-0.56 |
1,469 |
28,052 |
+321 |
Aug13 |
120829 |
96.28 |
96.30 |
95.95 |
96.28 |
-0.52 |
965 |
17,883 |
+35 |
Sep13 |
120829 |
96.00 |
96.00 |
96.00 |
96.00 |
-0.49 |
1,595 |
27,406 |
-89 |
Oct13 |
120829 |
95.73 |
95.73 |
95.73 |
95.73 |
-0.46 |
781 |
14,699 |
+17 |
Nov13 |
120829 |
95.47 |
95.47 |
95.47 |
95.47 |
-0.42 |
507 |
19,203 |
-81 |
Dec13 |
120829 |
95.15 |
95.82 |
94.65 |
95.21 |
-0.39 |
16,539 |
150,535 |
+916 |
Jan14 |
120829 |
94.83 |
94.83 |
94.83 |
94.83 |
-0.37 |
506 |
20,436 |
+307 |
Total Volume and Open Interest |
434,112 |
1,498,248 |
-3,734 |
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 |
120829 |
96.100 |
96.375 |
94.775 |
95.500 |
-0.825 |
7,429 |
5,311 |
+66 |
Nov12 |
120829 |
96.075 |
96.675 |
95.100 |
95.800 |
-0.825 |
358 |
2,447 |
-17 |
Dec12 |
120829 |
96.375 |
97.000 |
95.600 |
96.150 |
-0.800 |
351 |
3,585 |
-17 |
Jan13 |
120829 |
96.550 |
96.550 |
96.550 |
96.550 |
-0.825 |
180 |
678 |
+8 |
Feb13 |
120829 |
96.875 |
96.875 |
96.875 |
96.875 |
-0.800 |
1 |
72 |
+0 |
Mar13 |
120829 |
97.075 |
97.075 |
97.075 |
97.075 |
-0.750 |
0 |
6 |
+0 |
Apr13 |
120829 |
97.075 |
97.075 |
97.075 |
97.075 |
-0.700 |
0 |
1 |
+0 |
May13 |
120829 |
96.975 |
96.975 |
96.975 |
96.975 |
-0.650 |
2 |
1 |
+1 |
Total Volume and Open Interest |
8,322 |
12,336 |
+42 |
Heating Oil(NYM) |
Sep12 |
120829 |
311.95 |
312.85 |
309.39 |
311.57 |
-0.46 |
41,290 |
27,704 |
-7,522 |
Oct12 |
120829 |
312.64 |
313.66 |
310.12 |
312.24 |
-0.61 |
79,661 |
84,879 |
+3,041 |
Nov12 |
120829 |
312.28 |
313.82 |
310.39 |
312.32 |
-0.73 |
37,912 |
46,920 |
+2,482 |
Dec12 |
120829 |
312.72 |
313.82 |
310.54 |
312.27 |
-0.84 |
28,071 |
47,733 |
+737 |
Jan13 |
120829 |
312.56 |
313.60 |
310.39 |
311.99 |
-0.97 |
13,046 |
31,604 |
-203 |
Feb13 |
120829 |
310.40 |
311.93 |
309.69 |
310.55 |
-1.07 |
4,407 |
12,393 |
-34 |
Mar13 |
120829 |
307.59 |
310.02 |
307.24 |
308.21 |
-1.16 |
4,025 |
22,497 |
-379 |
Apr13 |
120829 |
306.20 |
306.20 |
304.53 |
305.39 |
-1.22 |
3,106 |
21,235 |
+359 |
May13 |
120829 |
306.61 |
306.92 |
306.61 |
306.92 |
-1.17 |
699 |
9,462 |
+96 |
Jun13 |
120829 |
305.57 |
305.57 |
303.69 |
304.51 |
-1.10 |
1,654 |
10,327 |
-302 |
Jul13 |
120829 |
303.52 |
303.52 |
303.17 |
303.36 |
-1.05 |
525 |
2,716 |
-38 |
Aug13 |
120829 |
302.50 |
303.00 |
302.50 |
302.77 |
-0.94 |
173 |
1,210 |
+8 |
Sep13 |
120829 |
303.55 |
303.55 |
302.67 |
302.67 |
-0.89 |
62 |
1,037 |
+42 |
Oct13 |
120829 |
302.82 |
302.82 |
302.82 |
302.82 |
-0.84 |
36 |
497 |
-12 |
Total Volume and Open Interest |
214,920 |
326,136 |
-1,716 |
Gasoline(NYMEX) |
Sep12 |
120829 |
313.15 |
313.62 |
308.41 |
310.03 |
-2.58 |
36,098 |
23,116 |
-7,344 |
Oct12 |
120829 |
293.60 |
294.30 |
289.13 |
291.68 |
-1.65 |
66,351 |
99,795 |
-644 |
Nov12 |
120829 |
282.58 |
284.77 |
280.40 |
282.32 |
-1.49 |
36,705 |
42,172 |
-252 |
Dec12 |
120829 |
278.35 |
279.20 |
275.20 |
276.78 |
-1.41 |
20,971 |
49,693 |
-1,086 |
Jan13 |
120829 |
275.03 |
276.85 |
272.89 |
274.42 |
-1.44 |
10,634 |
19,287 |
+1,009 |
Feb13 |
120829 |
274.87 |
276.46 |
272.73 |
274.08 |
-1.46 |
5,074 |
10,346 |
+323 |
Mar13 |
120829 |
275.32 |
277.54 |
273.69 |
275.08 |
-1.48 |
2,846 |
10,846 |
+340 |
Apr13 |
120829 |
290.04 |
291.18 |
287.42 |
288.70 |
-1.49 |
2,712 |
5,731 |
-167 |
May13 |
120829 |
286.31 |
289.11 |
286.30 |
287.30 |
-1.37 |
1,098 |
3,046 |
+50 |
Jun13 |
120829 |
285.14 |
285.52 |
284.39 |
284.79 |
-1.25 |
2,085 |
6,247 |
+212 |
Total Volume and Open Interest |
185,845 |
280,933 |
-6,920 |
e-miNY RBOB Gasoline(NYM) |
Sep12 |
120829 |
310.00 |
310.03 |
310.00 |
310.00 |
-2.60 |
5 |
2 |
+0 |
Oct12 |
120829 |
291.70 |
291.70 |
291.68 |
291.70 |
-1.60 |
|
|
|
Nov12 |
120829 |
282.30 |
282.32 |
282.30 |
282.30 |
-1.50 |
|
|
|
Dec12 |
120829 |
276.80 |
276.80 |
276.78 |
276.80 |
-1.40 |
|
|
|
Total Volume and Open Interest |
5 |
2 |
+0 |
Natural Gas(NYM) |
Sep12 |
120829 |
2.616 |
2.646 |
2.575 |
2.634 |
+0.020 |
83,441 |
19,314 |
-8,217 |
Oct12 |
120829 |
2.640 |
2.701 |
2.610 |
2.685 |
+0.052 |
98,251 |
220,436 |
+8,724 |
Nov12 |
120829 |
2.819 |
2.882 |
2.790 |
2.867 |
+0.056 |
40,074 |
218,780 |
-755 |
Dec12 |
120829 |
3.077 |
3.154 |
3.055 |
3.137 |
+0.060 |
24,286 |
66,301 |
+2,765 |
Jan13 |
120829 |
3.220 |
3.292 |
3.200 |
3.277 |
+0.056 |
23,817 |
157,875 |
+3,632 |
Feb13 |
120829 |
3.230 |
3.308 |
3.222 |
3.295 |
+0.056 |
5,836 |
30,929 |
+956 |
Mar13 |
120829 |
3.223 |
3.299 |
3.210 |
3.286 |
+0.055 |
6,099 |
56,167 |
+16 |
Apr13 |
120829 |
3.214 |
3.291 |
3.205 |
3.278 |
+0.051 |
8,071 |
70,698 |
+574 |
May13 |
120829 |
3.250 |
3.322 |
3.250 |
3.316 |
+0.049 |
1,439 |
18,824 |
-90 |
Jun13 |
120829 |
3.313 |
3.365 |
3.290 |
3.359 |
+0.046 |
1,007 |
15,382 |
-37 |
Jul13 |
120829 |
3.335 |
3.408 |
3.330 |
3.398 |
+0.045 |
979 |
15,569 |
-51 |
Aug13 |
120829 |
3.357 |
3.419 |
3.354 |
3.419 |
+0.045 |
676 |
10,984 |
-132 |
Sep13 |
120829 |
3.366 |
3.425 |
3.359 |
3.421 |
+0.044 |
997 |
9,095 |
+66 |
Oct13 |
120829 |
3.394 |
3.454 |
3.385 |
3.449 |
+0.044 |
3,576 |
43,425 |
+20 |
Nov13 |
120829 |
3.502 |
3.567 |
3.502 |
3.563 |
+0.042 |
996 |
19,945 |
+522 |
Dec13 |
120829 |
3.712 |
3.771 |
3.712 |
3.769 |
+0.041 |
518 |
17,603 |
-54 |
Total Volume and Open Interest |
303,674 |
1,082,347 |
+9,109 |
Brent Crude Oil(ICE) |
Oct12 |
120829 |
112.34 |
113.30 |
111.50 |
112.54 |
-0.04 |
171,394 |
227,396 |
-10,102 |
Nov12 |
120829 |
112.12 |
112.87 |
111.18 |
112.07 |
-0.11 |
69,357 |
191,173 |
-2,868 |
Dec12 |
120829 |
111.76 |
112.46 |
110.86 |
111.66 |
-0.15 |
79,505 |
145,398 |
-4,125 |
Jan13 |
120829 |
110.89 |
112.06 |
110.55 |
111.29 |
-0.16 |
19,690 |
53,049 |
-496 |
Feb13 |
120829 |
110.83 |
111.66 |
110.17 |
110.89 |
-0.17 |
7,406 |
35,907 |
+310 |
Mar13 |
120829 |
110.43 |
111.27 |
109.79 |
110.47 |
-0.18 |
6,995 |
36,311 |
-525 |
Apr13 |
120829 |
109.87 |
110.81 |
109.44 |
110.05 |
-0.19 |
4,050 |
18,818 |
-185 |
May13 |
120829 |
109.38 |
110.40 |
109.09 |
109.61 |
-0.20 |
3,312 |
18,379 |
-277 |
Jun13 |
120829 |
109.30 |
109.99 |
108.60 |
109.16 |
-0.21 |
15,506 |
53,608 |
-710 |
Jul13 |
120829 |
108.75 |
108.75 |
108.75 |
108.75 |
-0.19 |
899 |
17,858 |
-195 |
Aug13 |
120829 |
108.50 |
108.50 |
108.32 |
108.32 |
-0.18 |
674 |
18,946 |
+205 |
Sep13 |
120829 |
107.86 |
107.86 |
107.86 |
107.86 |
-0.17 |
1,912 |
23,615 |
+300 |
Oct13 |
120829 |
107.41 |
107.41 |
107.41 |
107.41 |
-0.15 |
1,788 |
18,505 |
+689 |
Nov13 |
120829 |
106.98 |
106.98 |
106.98 |
106.98 |
-0.14 |
764 |
15,379 |
+259 |
Total Volume and Open Interest |
412,317 |
1,129,212 |
-18,260 |
Gas Oil(ICE) |
Sep12 |
120829 |
980.00 |
984.25 |
972.75 |
978.50 |
-0.50 |
39,517 |
91,827 |
-6,028 |
Oct12 |
120829 |
982.00 |
984.50 |
973.00 |
978.50 |
unch |
90,597 |
127,819 |
-1,153 |
Nov12 |
120829 |
975.50 |
980.25 |
969.00 |
974.50 |
+0.25 |
49,176 |
74,622 |
+1,945 |
Dec12 |
120829 |
968.50 |
975.00 |
964.00 |
969.00 |
+0.25 |
49,388 |
73,546 |
+823 |
Jan13 |
120829 |
965.75 |
970.25 |
961.25 |
965.25 |
+0.25 |
16,604 |
37,367 |
+1,030 |
Feb13 |
120829 |
960.25 |
964.75 |
957.25 |
960.25 |
+0.50 |
6,343 |
22,784 |
+383 |
Mar13 |
120829 |
955.00 |
957.00 |
951.50 |
954.50 |
+0.50 |
4,293 |
19,150 |
-162 |
Apr13 |
120829 |
949.25 |
951.25 |
946.25 |
949.00 |
+0.50 |
2,429 |
15,956 |
-113 |
May13 |
120829 |
943.50 |
946.00 |
941.25 |
943.75 |
+0.50 |
1,762 |
11,665 |
-271 |
Jun13 |
120829 |
939.00 |
942.00 |
937.00 |
939.75 |
+0.50 |
2,438 |
37,235 |
-123 |
Total Volume and Open Interest |
265,217 |
599,894 |
-4,574 |
Ethanol(CBOT) |
Aug12 |
120803 |
2.614 |
2.614 |
2.614 |
2.614 |
+0.049 |
76 |
45 |
-45 |
Sep12 |
120829 |
2.582 |
2.609 |
2.582 |
2.606 |
+0.026 |
64 |
568 |
-24 |
Oct12 |
120829 |
2.586 |
2.587 |
2.557 |
2.585 |
+0.025 |
477 |
1,151 |
-18 |
Nov12 |
120829 |
2.542 |
2.574 |
2.542 |
2.572 |
+0.024 |
314 |
1,942 |
+84 |
Dec12 |
120829 |
2.540 |
2.565 |
2.540 |
2.559 |
+0.022 |
411 |
1,753 |
-25 |
Jan13 |
120829 |
2.550 |
2.550 |
2.546 |
2.546 |
+0.019 |
128 |
1,663 |
-37 |
Feb13 |
120829 |
2.527 |
2.537 |
2.527 |
2.536 |
+0.021 |
46 |
1,248 |
-1 |
Mar13 |
120829 |
2.534 |
2.539 |
2.528 |
2.537 |
+0.020 |
111 |
1,555 |
+39 |
Total Volume and Open Interest |
1,738 |
12,161 |
+88 |
WTI Crude Oil(ICE) |
Oct12 |
120829 |
96.10 |
96.37 |
94.77 |
95.49 |
-0.84 |
42,377 |
59,903 |
-975 |
Nov12 |
120829 |
96.16 |
96.66 |
95.09 |
95.81 |
-0.82 |
11,565 |
44,597 |
+362 |
Dec12 |
120829 |
96.73 |
96.98 |
95.49 |
96.14 |
-0.82 |
15,825 |
95,754 |
-277 |
Jan13 |
120829 |
96.68 |
97.30 |
96.12 |
96.55 |
-0.82 |
3,451 |
23,876 |
+196 |
Feb13 |
120829 |
97.07 |
97.66 |
96.47 |
96.88 |
-0.79 |
1,289 |
14,242 |
-159 |
Mar13 |
120829 |
97.17 |
97.78 |
96.60 |
97.07 |
-0.75 |
1,489 |
15,758 |
+256 |
Apr13 |
120829 |
97.15 |
97.76 |
96.62 |
97.08 |
-0.70 |
508 |
5,422 |
+44 |
May13 |
120829 |
97.11 |
97.64 |
96.66 |
96.97 |
-0.66 |
501 |
6,061 |
-92 |
Jun13 |
120829 |
96.90 |
97.43 |
96.39 |
96.78 |
-0.61 |
2,988 |
34,182 |
-389 |
Jul13 |
120829 |
96.55 |
96.55 |
96.55 |
96.55 |
-0.56 |
189 |
2,751 |
-38 |
Aug13 |
120829 |
96.28 |
96.28 |
96.28 |
96.28 |
-0.52 |
95 |
3,732 |
+16 |
Sep13 |
120829 |
96.00 |
96.00 |
96.00 |
96.00 |
-0.49 |
80 |
7,948 |
-22 |
Oct13 |
120829 |
95.73 |
95.73 |
95.73 |
95.73 |
-0.46 |
172 |
2,235 |
-3 |
Nov13 |
120829 |
95.47 |
95.47 |
95.47 |
95.47 |
-0.42 |
169 |
3,901 |
+8 |
Dec13 |
120829 |
95.20 |
95.29 |
94.92 |
95.21 |
-0.39 |
5,391 |
69,651 |
-79 |
Jan14 |
120829 |
94.83 |
94.83 |
94.83 |
94.83 |
-0.37 |
14 |
3,309 |
-4 |
Total Volume and Open Interest |
86,866 |
477,383 |
-932 |
US Dollar Index(ICE) |
Sep12 |
120829 |
81.365 |
81.605 |
81.350 |
81.565 |
+0.185 |
9,523 |
63,825 |
-2,443 |
Dec12 |
120829 |
81.700 |
81.890 |
81.700 |
81.870 |
+0.180 |
62 |
1,079 |
+32 |
Mar13 |
120829 |
82.260 |
82.260 |
82.260 |
82.260 |
+0.180 |
|
|
|
Total Volume and Open Interest |
9,585 |
64,904 |
-2,411 |
Australian Dollar(CME) |
Sep12 |
120829 |
103.48 |
103.80 |
103.30 |
103.44 |
-0.12 |
72,638 |
185,809 |
+1,155 |
Dec12 |
120829 |
102.60 |
102.95 |
102.46 |
102.59 |
-0.12 |
279 |
2,222 |
+193 |
Mar13 |
120829 |
101.82 |
101.93 |
101.82 |
101.82 |
-0.11 |
0 |
4 |
+0 |
Total Volume and Open Interest |
72,917 |
188,046 |
+1,348 |
British Pound(CME) |
Sep12 |
120829 |
158.23 |
158.54 |
158.02 |
158.35 |
+0.15 |
45,084 |
112,925 |
-344 |
Dec12 |
120829 |
158.12 |
158.50 |
158.01 |
158.32 |
+0.15 |
91 |
2,343 |
+16 |
Mar13 |
120829 |
158.30 |
158.30 |
158.16 |
158.30 |
+0.14 |
0 |
88 |
+0 |
Total Volume and Open Interest |
45,175 |
115,410 |
-328 |
Canadian Dollar(CME) |
Sep12 |
120829 |
101.12 |
101.32 |
100.96 |
101.12 |
-0.04 |
47,835 |
149,197 |
-1,032 |
Dec12 |
120829 |
101.00 |
101.09 |
100.75 |
100.90 |
-0.05 |
325 |
8,975 |
+46 |
Mar13 |
120829 |
100.66 |
100.70 |
100.66 |
100.66 |
-0.04 |
40 |
1,579 |
+5 |
Jun13 |
120829 |
100.56 |
100.56 |
100.35 |
100.40 |
-0.04 |
15 |
394 |
+0 |
Total Volume and Open Interest |
48,215 |
160,270 |
-981 |
Japanese Yen(CME) |
Sep12 |
120829 |
127.34 |
127.43 |
126.93 |
127.10 |
-0.27 |
42,110 |
146,527 |
+169 |
Dec12 |
120829 |
127.36 |
127.50 |
127.05 |
127.21 |
-0.27 |
131 |
1,874 |
+47 |
Mar13 |
120829 |
127.37 |
127.64 |
127.37 |
127.37 |
-0.27 |
0 |
51 |
+0 |
Total Volume and Open Interest |
42,241 |
148,461 |
+216 |
Swiss Franc(CME) |
Sep12 |
120829 |
104.65 |
104.71 |
104.27 |
104.34 |
-0.31 |
20,486 |
55,018 |
-83 |
Dec12 |
120829 |
104.81 |
104.87 |
104.50 |
104.54 |
-0.32 |
310 |
615 |
+248 |
Mar13 |
120829 |
104.81 |
105.12 |
104.81 |
104.81 |
-0.31 |
0 |
2 |
+0 |
Total Volume and Open Interest |
20,796 |
55,635 |
+165 |
EuroFX(CME) |
Sep12 |
120829 |
125.68 |
125.76 |
125.21 |
125.29 |
-0.36 |
114,497 |
302,372 |
-2,732 |
Dec12 |
120829 |
125.85 |
125.92 |
125.39 |
125.43 |
-0.36 |
627 |
6,274 |
+21 |
Mar13 |
120829 |
125.80 |
125.96 |
125.61 |
125.61 |
-0.35 |
0 |
113 |
+0 |
Total Volume and Open Interest |
115,127 |
309,302 |
-2,710 |
Mexican Peso(CME) |
Sep12 |
120829 |
756.8 |
757.0 |
749.0 |
750.2 |
-6.8 |
18,089 |
180,358 |
-206 |
Oct12 |
120829 |
748.2 |
755.0 |
748.2 |
748.2 |
-6.8 |
|
|
|
Total Volume and Open Interest |
18,293 |
220,279 |
-5 |
Brazilian Real(CME) |
Sep12 |
120829 |
487.75 |
487.75 |
486.50 |
487.30 |
-1.90 |
1,005 |
3,463 |
-381 |
Oct12 |
120829 |
485.30 |
487.15 |
484.50 |
485.30 |
-1.85 |
617 |
1,258 |
+617 |
Nov12 |
120829 |
483.10 |
484.90 |
483.10 |
483.10 |
-1.80 |
|
|
|
Dec12 |
120829 |
480.00 |
480.85 |
479.65 |
480.85 |
-1.80 |
49 |
199 |
+36 |
Total Volume and Open Interest |
1,671 |
17,260 |
+272 |
30-Year T-Bonds(CBOT) |
Sep12 |
120829 |
149~040 |
149~120 |
148~170 |
148~310 |
-0~080 |
267,255 |
467,135 |
-50,000 |
Dec12 |
120829 |
149~300 |
150~070 |
149~110 |
149~250 |
-0~100 |
121,063 |
157,700 |
+72,087 |
Mar13 |
120829 |
149~010 |
149~110 |
149~010 |
149~010 |
-0~100 |
0 |
4 |
+0 |
Total Volume and Open Interest |
388,318 |
624,839 |
+22,087 |
10-Year T-Notes(CBOT) |
Sep12 |
120829 |
133~290 |
134~010 |
133~210 |
133~270 |
-0~035 |
731,801 |
1,228,055 |
-181,450 |
Dec12 |
120829 |
132~270 |
132~300 |
132~180 |
132~240 |
-0~040 |
318,947 |
337,557 |
+184,517 |
Mar13 |
120829 |
131~290 |
132~010 |
131~290 |
131~290 |
-0~040 |
|
|
|
Total Volume and Open Interest |
1,050,748 |
1,565,612 |
+3,067 |
5-Year T-Notes(CBOT) |
Sep12 |
120829 |
124~063 |
124~069 |
124~050 |
124~062 |
-0~003 |
452,128 |
940,274 |
-138,479 |
Dec12 |
120829 |
124~018 |
124~025 |
124~005 |
124~016 |
-0~005 |
236,101 |
350,377 |
+144,341 |
Mar13 |
120829 |
123~064 |
123~069 |
123~064 |
123~064 |
-0~005 |
|
|
|
Total Volume and Open Interest |
688,229 |
1,290,651 |
+5,862 |
2 Year T-Notes(CBOT) |
Sep12 |
120829 |
110~025 |
110~027 |
110~022 |
110~023 |
-0~002 |
280,820 |
613,935 |
-127,011 |
Dec12 |
120829 |
110~027 |
110~028 |
110~024 |
110~025 |
-0~002 |
212,204 |
347,629 |
+114,106 |
Mar13 |
120829 |
110~017 |
110~017 |
109~093 |
110~017 |
+0~052 |
|
|
|
Total Volume and Open Interest |
493,024 |
961,564 |
-12,905 |
Eurodollars(CME) |
Sep12 |
120829 |
99.607 |
99.607 |
99.600 |
99.605 |
unch |
44,578 |
800,631 |
-282 |
Dec12 |
120829 |
99.625 |
99.630 |
99.615 |
99.625 |
unch |
63,213 |
899,212 |
-3,118 |
Mar13 |
120829 |
99.615 |
99.615 |
99.600 |
99.610 |
unch |
72,268 |
724,836 |
-996 |
Jun13 |
120829 |
99.600 |
99.600 |
99.580 |
99.590 |
unch |
43,968 |
651,470 |
-3,797 |
Sep13 |
120829 |
99.575 |
99.575 |
99.555 |
99.565 |
-0.005 |
57,222 |
686,324 |
+1,333 |
Dec13 |
120829 |
99.540 |
99.540 |
99.515 |
99.525 |
-0.010 |
54,493 |
651,444 |
+1,739 |
Mar14 |
120829 |
99.510 |
99.510 |
99.485 |
99.495 |
-0.015 |
53,569 |
572,055 |
+1,701 |
Jun14 |
120829 |
99.465 |
99.470 |
99.440 |
99.455 |
-0.015 |
61,978 |
445,649 |
+3,233 |
Sep14 |
120829 |
99.415 |
99.420 |
99.390 |
99.405 |
-0.015 |
42,890 |
355,727 |
+3,695 |
Dec14 |
120829 |
99.355 |
99.355 |
99.325 |
99.340 |
-0.015 |
41,409 |
372,684 |
+5,671 |
Mar15 |
120829 |
99.295 |
99.295 |
99.260 |
99.280 |
-0.015 |
33,976 |
346,823 |
+745 |
Jun15 |
120829 |
0.901 |
0.906 |
0.871 |
0.886 |
-0.020 |
36,174 |
363,799 |
+3,402 |
Sep15 |
120829 |
0.791 |
0.796 |
0.751 |
0.771 |
-0.025 |
36,602 |
256,934 |
+2,983 |
Dec15 |
120829 |
0.656 |
0.656 |
0.611 |
0.631 |
-0.025 |
33,541 |
191,975 |
+4,447 |
Mar16 |
120829 |
0.516 |
0.526 |
0.476 |
0.496 |
-0.030 |
17,417 |
109,142 |
+532 |
Jun16 |
120829 |
0.371 |
0.381 |
0.326 |
0.356 |
-0.030 |
18,795 |
107,972 |
+2,705 |
Sep16 |
120829 |
0.226 |
0.236 |
0.181 |
0.211 |
-0.030 |
8,578 |
86,332 |
-1,408 |
Dec16 |
120829 |
0.066 |
0.076 |
0.021 |
0.051 |
-0.030 |
11,025 |
80,729 |
+847 |
Total Volume and Open Interest |
747,978 |
7,913,941 |
+24,393 |
30 Day Federal Funds(CBOT) |
Aug12 |
120829 |
99.868 |
99.868 |
99.865 |
99.865 |
unch |
5,117 |
89,141 |
+4,962 |
Sep12 |
120829 |
99.865 |
99.870 |
99.865 |
99.865 |
unch |
737 |
49,021 |
-39 |
Oct12 |
120829 |
99.865 |
99.870 |
99.865 |
99.865 |
unch |
460 |
56,035 |
-192 |
Nov12 |
120829 |
99.865 |
99.875 |
99.865 |
99.870 |
unch |
1,070 |
44,226 |
+312 |
Dec12 |
120829 |
99.870 |
99.875 |
99.870 |
99.870 |
unch |
489 |
28,020 |
-134 |
Jan13 |
120829 |
99.870 |
99.875 |
99.865 |
99.870 |
unch |
226 |
19,007 |
-69 |
Total Volume and Open Interest |
11,049 |
474,249 |
+4,742 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep12 |
120829 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Dec12 |
120829 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
|
|
|
Mar13 |
120829 |
99.700 |
99.700 |
99.700 |
99.700 |
unch |
|
|
|
Jun13 |
120829 |
99.715 |
99.715 |
99.715 |
99.715 |
unch |
|
|
|
Sep13 |
120829 |
99.715 |
99.715 |
99.715 |
99.715 |
unch |
|
|
|
Dec13 |
120829 |
99.725 |
99.725 |
99.725 |
99.725 |
+0.010 |
|
|
|
Mar14 |
120829 |
99.725 |
99.725 |
99.725 |
99.725 |
+0.010 |
|
|
|
Jun14 |
120829 |
99.585 |
99.585 |
99.585 |
99.585 |
+0.010 |
|
|
|
Sep14 |
120829 |
99.445 |
99.445 |
99.445 |
99.445 |
+0.010 |
|
|
|
Dec14 |
120829 |
99.670 |
99.670 |
99.670 |
99.670 |
+0.010 |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Sep12 |
120829 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,571 |
+0 |
Dec12 |
120829 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
660 |
+0 |
Mar13 |
120829 |
99.70 |
99.70 |
99.70 |
99.70 |
unch |
0 |
183 |
+0 |
Jun13 |
120829 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
201 |
+0 |
Sep13 |
120829 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
305 |
+0 |
Dec13 |
120829 |
99.72 |
99.72 |
99.72 |
99.72 |
+0.01 |
0 |
384 |
+0 |
Mar14 |
120829 |
99.72 |
99.72 |
99.72 |
99.72 |
+0.01 |
0 |
344 |
+0 |
Jun14 |
120829 |
99.58 |
99.58 |
99.58 |
99.58 |
+0.01 |
|
|
|
Total Volume and Open Interest |
0 |
3,652 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep12 |
120829 |
143.94 |
143.98 |
143.86 |
143.92 |
+0.08 |
1,516 |
15,426 |
+9 |
Dec12 |
120829 |
143.68 |
143.70 |
143.68 |
143.70 |
+0.08 |
54 |
46 |
+34 |
Mar13 |
120829 |
141.61 |
141.61 |
141.61 |
141.61 |
+0.08 |
|
|
|
Total Volume and Open Interest |
1,570 |
15,472 |
+43 |
Euro-Bund(EUREX) |
Sep12 |
120829 |
143.87 |
144.37 |
143.39 |
143.58 |
-0.38 |
611,653 |
840,150 |
-11,864 |
Dec12 |
120829 |
142.15 |
142.62 |
141.69 |
141.86 |
-0.38 |
9,025 |
44,467 |
-1,627 |
Mar13 |
120829 |
143.76 |
143.95 |
143.39 |
143.39 |
-0.42 |
39 |
37 |
+3 |
Total Volume and Open Interest |
620,717 |
884,654 |
-13,488 |
Euro-Bobl(EUREX) |
Sep12 |
120829 |
127.51 |
127.75 |
127.34 |
127.42 |
-0.16 |
320,509 |
647,822 |
-5,567 |
Dec12 |
120829 |
125.86 |
126.06 |
125.70 |
125.76 |
-0.16 |
4,973 |
49,018 |
+2,517 |
Mar13 |
120829 |
125.76 |
125.76 |
125.76 |
125.76 |
-0.16 |
|
|
|
Total Volume and Open Interest |
325,482 |
696,840 |
-3,050 |
3-Mth Euribor(EUREX) |
Sep12 |
120829 |
99.740 |
99.745 |
99.740 |
99.745 |
-0.005 |
50 |
3,232 |
+0 |
Dec12 |
120829 |
99.770 |
99.770 |
99.770 |
99.770 |
-0.005 |
37 |
1,422 |
+0 |
Mar13 |
120829 |
99.760 |
99.760 |
99.760 |
99.760 |
unch |
50 |
1,293 |
+0 |
Total Volume and Open Interest |
147 |
7,568 |
+4 |
Long Gilt(LIFFE) |
Sep12 |
120829 |
121~29 |
122~02 |
121~15 |
121~21 |
-0~05 |
348,604 |
296,933 |
-1,083 |
Dec12 |
120829 |
120~31 |
121~03 |
120~16 |
120~21 |
-0~06 |
290,022 |
85,840 |
-20 |
Total Volume and Open Interest |
638,626 |
382,773 |
+0 |
3-Mth Short Sterling(LIFFE) |
Sep12 |
120829 |
99.35 |
99.37 |
99.35 |
99.36 |
unch |
27,932 |
335,847 |
+2,599 |
Dec12 |
120829 |
99.44 |
99.47 |
99.43 |
99.44 |
-0.01 |
68,457 |
366,731 |
-3,377 |
Mar13 |
120829 |
99.47 |
99.50 |
99.44 |
99.46 |
-0.01 |
68,011 |
305,197 |
+8,960 |
Jun13 |
120829 |
99.47 |
99.50 |
99.45 |
99.46 |
-0.02 |
42,048 |
304,447 |
+5,439 |
Sep13 |
120829 |
99.47 |
99.50 |
99.44 |
99.45 |
-0.02 |
48,642 |
348,062 |
+4,345 |
Dec13 |
120829 |
99.43 |
99.47 |
99.40 |
99.42 |
-0.02 |
32,324 |
242,223 |
+5,694 |
Total Volume and Open Interest |
353,723 |
2,616,845 |
+14,206 |
3-Mth Euribor(LIFFE) |
Sep12 |
120829 |
99.745 |
99.750 |
99.740 |
99.745 |
-0.005 |
37,100 |
455,355 |
+0 |
Dec12 |
120829 |
99.770 |
99.785 |
99.765 |
99.770 |
-0.005 |
41,646 |
518,846 |
+0 |
Mar13 |
120829 |
99.755 |
99.770 |
99.750 |
99.760 |
unch |
28,434 |
457,759 |
+0 |
Total Volume and Open Interest |
243,320 |
3,675,389 |
+0 |
3-Mth Aus T-Bills(SFE) |
Sep12 |
120829 |
96.43 |
96.43 |
96.41 |
96.43 |
unch |
13,578 |
111,873 |
-6,656 |
Dec12 |
120829 |
96.72 |
96.75 |
96.71 |
96.74 |
+0.01 |
20,083 |
163,555 |
-387 |
Mar13 |
120829 |
96.90 |
96.92 |
96.88 |
96.92 |
+0.02 |
18,899 |
113,839 |
+985 |
Jun13 |
120829 |
96.93 |
96.97 |
96.92 |
96.97 |
+0.04 |
13,437 |
95,809 |
+4,192 |
Sep13 |
120829 |
96.87 |
96.92 |
96.86 |
96.91 |
+0.03 |
7,170 |
60,798 |
+2,419 |
Dec13 |
120829 |
96.82 |
96.84 |
96.80 |
96.84 |
+0.02 |
3,285 |
45,091 |
+254 |
Mar14 |
120829 |
96.74 |
96.78 |
96.72 |
96.78 |
+0.03 |
1,503 |
29,432 |
+452 |
Jun14 |
120829 |
96.67 |
96.72 |
96.65 |
96.71 |
+0.03 |
1,331 |
16,167 |
+301 |
Sep14 |
120829 |
96.61 |
96.64 |
96.60 |
96.64 |
+0.02 |
1 |
2,170 |
+1 |
Dec14 |
120829 |
96.51 |
96.57 |
96.51 |
96.57 |
+0.03 |
0 |
582 |
+0 |
Total Volume and Open Interest |
79,287 |
639,365 |
+1,561 |
10-Year Aus T-Bonds(SFE) |
Sep12 |
120829 |
96.89 |
96.91 |
96.86 |
96.90 |
+0.01 |
33,877 |
362,821 |
-3,298 |
Dec12 |
120829 |
96.90 |
96.90 |
96.90 |
96.90 |
+0.01 |
|
|
|
Total Volume and Open Interest |
33,877 |
362,821 |
-3,298 |
3-Year Aus T-Bonds(SFE) |
Sep12 |
120829 |
97.39 |
97.42 |
97.37 |
97.41 |
+0.01 |
126,536 |
442,582 |
-6,561 |
Dec12 |
120829 |
97.47 |
97.47 |
97.47 |
97.47 |
+0.02 |
|
|
|
Total Volume and Open Interest |
126,536 |
442,582 |
-6,561 |
Gold(CMX) |
Aug12 |
120829 |
1667.2 |
1667.3 |
1659.8 |
1659.8 |
-6.7 |
42 |
85 |
-14 |
Oct12 |
120829 |
1667.3 |
1669.9 |
1652.3 |
1660.7 |
-6.7 |
3,271 |
28,215 |
-164 |
Dec12 |
120829 |
1668.8 |
1672.5 |
1654.4 |
1663.0 |
-6.7 |
76,962 |
274,226 |
-483 |
Feb13 |
120829 |
1671.8 |
1673.3 |
1657.2 |
1665.1 |
-6.6 |
775 |
23,576 |
+286 |
Apr13 |
120829 |
1671.6 |
1673.5 |
1661.2 |
1667.2 |
-6.6 |
170 |
14,390 |
+41 |
Jun13 |
120829 |
1677.8 |
1677.8 |
1663.7 |
1669.3 |
-6.6 |
160 |
19,690 |
-47 |
Aug13 |
120829 |
1675.7 |
1675.7 |
1667.4 |
1671.3 |
-6.6 |
35 |
4,379 |
-3 |
Oct13 |
120829 |
1677.9 |
1677.9 |
1667.7 |
1673.4 |
-6.6 |
18 |
725 |
+1 |
Dec13 |
120829 |
1682.8 |
1682.8 |
1675.5 |
1675.5 |
-6.7 |
68 |
9,488 |
-49 |
Feb14 |
120829 |
1680.0 |
1680.0 |
1677.8 |
1677.8 |
-6.7 |
8 |
2,276 |
+8 |
Apr14 |
120829 |
1679.9 |
1679.9 |
1679.9 |
1679.9 |
-6.7 |
0 |
3,606 |
+0 |
Jun14 |
120829 |
1682.2 |
1682.2 |
1682.2 |
1682.2 |
-6.7 |
0 |
7,780 |
+0 |
Total Volume and Open Interest |
82,100 |
416,602 |
-554 |
Silver(CMX) |
Sep12 |
120829 |
3086.0 |
3094.0 |
3052.5 |
3083.7 |
-3.8 |
58,286 |
21,386 |
-4,805 |
Dec12 |
120829 |
3092.5 |
3103.0 |
3061.0 |
3092.2 |
-4.1 |
40,420 |
67,022 |
+3,818 |
Mar13 |
120829 |
3085.0 |
3100.0 |
3069.5 |
3099.2 |
-3.9 |
529 |
4,904 |
-15 |
May13 |
120829 |
3107.5 |
3107.5 |
3091.5 |
3102.7 |
-4.0 |
45 |
3,986 |
-1 |
Jul13 |
120829 |
3105.5 |
3105.5 |
3105.5 |
3105.5 |
-3.9 |
92 |
5,031 |
+10 |
Sep13 |
120829 |
3110.0 |
3110.0 |
3101.5 |
3107.7 |
-4.3 |
23 |
2,089 |
-3 |
Dec13 |
120829 |
3106.0 |
3112.0 |
3103.5 |
3111.0 |
-3.9 |
373 |
12,640 |
+266 |
Total Volume and Open Interest |
99,974 |
126,458 |
-650 |
Platinum(NYMEX) |
Oct12 |
120829 |
1521.9 |
1525.9 |
1510.0 |
1520.3 |
-0.1 |
4,759 |
48,487 |
-36 |
Jan13 |
120829 |
1519.7 |
1527.4 |
1515.3 |
1523.2 |
-0.2 |
156 |
4,572 |
+7 |
Apr13 |
120829 |
1520.0 |
1526.9 |
1520.0 |
1525.9 |
-0.2 |
5 |
696 |
-3 |
Jul13 |
120829 |
1526.9 |
1526.9 |
1526.9 |
1526.9 |
-0.2 |
|
|
|
Total Volume and Open Interest |
4,920 |
53,757 |
-32 |
Palladium(NYMEX) |
Sep12 |
120829 |
640.45 |
641.05 |
629.65 |
634.85 |
-4.85 |
4,907 |
5,987 |
-3,131 |
Dec12 |
120829 |
642.75 |
643.00 |
630.65 |
636.50 |
-4.45 |
3,746 |
15,959 |
+2,079 |
Mar13 |
120829 |
644.70 |
644.70 |
637.95 |
637.95 |
-4.45 |
215 |
607 |
+7 |
Total Volume and Open Interest |
8,875 |
22,559 |
-1,043 |
Copper(CMX) |
Sep12 |
120829 |
346.10 |
346.65 |
342.20 |
344.25 |
-2.00 |
31,801 |
24,188 |
-5,333 |
Dec12 |
120829 |
346.85 |
347.30 |
342.80 |
344.90 |
-2.00 |
21,598 |
85,860 |
+3,728 |
Mar13 |
120829 |
347.60 |
347.60 |
343.80 |
345.80 |
-1.95 |
531 |
15,767 |
-99 |
May13 |
120829 |
346.15 |
346.60 |
346.10 |
346.40 |
-1.95 |
62 |
2,678 |
+0 |
Jul13 |
120829 |
346.30 |
347.15 |
346.30 |
346.80 |
-1.95 |
13 |
2,558 |
-1 |
Total Volume and Open Interest |
54,379 |
143,586 |
-1,653 |
DJIA Index(CBOT) |
Sep12 |
120829 |
13096 |
13125 |
13070 |
13084 |
-2 |
142 |
12,404 |
-10 |
Dec12 |
120829 |
12984 |
13004 |
12984 |
13003 |
-1 |
0 |
31 |
+0 |
Mar13 |
120829 |
12929 |
12930 |
12929 |
12929 |
-1 |
|
|
|
Jun13 |
120829 |
12853 |
12854 |
12853 |
12853 |
-1 |
|
|
|
Total Volume and Open Interest |
142 |
12,435 |
-10 |
E-mini DJIA Index(CBOT) |
Sep12 |
120829 |
13084 |
13131 |
13065 |
13084 |
-2 |
74,989 |
114,674 |
-2,330 |
Dec12 |
120829 |
13024 |
13049 |
12987 |
13003 |
-1 |
153 |
253 |
+84 |
Mar13 |
120829 |
12929 |
12929 |
12929 |
12929 |
-1 |
0 |
5 |
+0 |
Jun13 |
120829 |
12853 |
12853 |
12853 |
12853 |
-1 |
0 |
39 |
+0 |
Total Volume and Open Interest |
75,142 |
114,971 |
-2,246 |
S & P 500(CME) |
Sep12 |
120829 |
1408.00 |
1412.50 |
1404.80 |
1407.20 |
-0.60 |
6,406 |
221,594 |
+1,581 |
Dec12 |
120829 |
1401.50 |
1403.70 |
1398.70 |
1400.10 |
-0.60 |
13 |
15,158 |
+6 |
Mar13 |
120829 |
1393.30 |
1396.90 |
1391.90 |
1393.30 |
-0.60 |
2 |
1,307 |
-1 |
Jun13 |
120829 |
1386.10 |
1389.70 |
1384.70 |
1386.10 |
-0.60 |
1 |
131 |
+0 |
Total Volume and Open Interest |
6,422 |
238,190 |
+1,586 |
S & P 500 E-Mini(Globex) |
Sep12 |
120829 |
1407.25 |
1412.50 |
1404.75 |
1407.25 |
-0.50 |
932,096 |
2,991,505 |
-4,031 |
Dec12 |
120829 |
1401.00 |
1405.25 |
1398.00 |
1400.00 |
-0.75 |
1,179 |
46,398 |
+370 |
Total Volume and Open Interest |
933,304 |
3,039,986 |
-3,658 |
NASDAQ 100(CME) |
Sep12 |
120829 |
2783.50 |
2791.00 |
2772.00 |
2781.30 |
+0.50 |
188 |
17,796 |
+62 |
Dec12 |
120829 |
2781.00 |
2782.00 |
2768.00 |
2774.00 |
+0.70 |
0 |
87 |
+0 |
Mar13 |
120829 |
2768.50 |
2768.50 |
2767.80 |
2768.50 |
+0.70 |
|
|
|
Total Volume and Open Interest |
188 |
17,883 |
+62 |
NASDAQ 100 E-Mini(Globex) |
Sep12 |
120829 |
2782.00 |
2790.50 |
2771.30 |
2781.30 |
+0.50 |
140,197 |
451,447 |
-6,390 |
Dec12 |
120829 |
2779.50 |
2782.00 |
2767.00 |
2774.00 |
+0.70 |
531 |
859 |
+478 |
Total Volume and Open Interest |
140,728 |
452,316 |
-5,912 |
S & P Midcap 400(CME) |
Sep12 |
120829 |
972.50 |
974.00 |
970.00 |
971.80 |
-0.60 |
0 |
2,868 |
+0 |
Dec12 |
120829 |
967.90 |
968.50 |
967.90 |
967.90 |
-0.60 |
|
|
|
Mar13 |
120829 |
965.90 |
966.50 |
965.90 |
965.90 |
-0.60 |
|
|
|
Total Volume and Open Interest |
0 |
2,868 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep12 |
120829 |
9040 |
9100 |
9040 |
9070 |
+20 |
2,807 |
31,010 |
+373 |
Dec12 |
120829 |
9040 |
9040 |
9005 |
9025 |
+20 |
2 |
34 |
-3 |
Total Volume and Open Interest |
2,809 |
31,044 |
+370 |
Nikkei 225(SGX) |
Sep12 |
120829 |
9040 |
9080 |
9015 |
9080 |
+30 |
72,330 |
187,239 |
-2,152 |
Dec12 |
120829 |
8990 |
9015 |
8970 |
9015 |
+30 |
899 |
12,109 |
+524 |
Mar13 |
120829 |
9005 |
9005 |
9005 |
9005 |
+30 |
0 |
48 |
+0 |
Total Volume and Open Interest |
73,399 |
209,665 |
-1,524 |
CAC 40(EURONEXT) |
Sep12 |
120829 |
3431.5 |
3436.5 |
3397.0 |
3407.0 |
-16.5 |
34,054 |
322,216 |
-1,288 |
Oct12 |
120829 |
3420.0 |
3420.0 |
3387.0 |
3394.5 |
-16.5 |
225 |
1,881 |
+18 |
Nov12 |
120829 |
3391.5 |
3391.5 |
3391.5 |
3391.5 |
-16.5 |
|
|
|
Total Volume and Open Interest |
34,279 |
324,209 |
-1,270 |
Hang Seng Index(HKFE) |
Aug12 |
120829 |
19850 |
19856 |
19753 |
19760 |
-31 |
73,753 |
78,413 |
-7,646 |
Sep12 |
120829 |
19765 |
19775 |
19671 |
19676 |
-41 |
20,760 |
27,007 |
+10,946 |
Total Volume and Open Interest |
94,950 |
111,837 |
+3,481 |
DAX(EUREX) |
Sep12 |
120829 |
7010.0 |
7032.5 |
6945.0 |
7001.0 |
-2.5 |
115,671 |
157,614 |
+3,747 |
Dec12 |
120829 |
7010.0 |
7027.5 |
6948.0 |
7001.5 |
-2.0 |
318 |
11,816 |
+129 |
Mar13 |
120829 |
6997.5 |
7016.5 |
6949.5 |
7002.5 |
-2.5 |
13 |
1,022 |
+5 |
Total Volume and Open Interest |
116,002 |
170,452 |
+3,881 |
FT-SE 100(EURONEXT) |
Sep12 |
120829 |
5762.00 |
5767.00 |
5732.00 |
5741.00 |
-21.00 |
67,175 |
643,355 |
-349 |
Dec12 |
120829 |
5728.50 |
5734.00 |
5705.00 |
5712.00 |
-21.00 |
190 |
5,126 |
+4,208 |
Mar13 |
120829 |
5668.50 |
5668.50 |
5668.50 |
5668.50 |
-21.50 |
0 |
227 |
+0 |
Total Volume and Open Interest |
67,365 |
648,708 |
+3,859 |
SPI 200(SFE) |
Sep12 |
120829 |
4346.0 |
4357.0 |
4335.0 |
4352.0 |
+5.0 |
22,877 |
263,492 |
+3,221 |
Dec12 |
120829 |
4346.0 |
4354.0 |
4345.0 |
4354.0 |
+5.0 |
10 |
6,439 |
+6 |
Mar13 |
120829 |
4321.0 |
4321.0 |
4321.0 |
4321.0 |
+5.0 |
0 |
1,365 |
+0 |
Total Volume and Open Interest |
22,927 |
272,954 |
+3,247 |
GSCI(CME) |
Sep12 |
120829 |
668.00 |
668.25 |
668.00 |
668.25 |
-0.50 |
159 |
8,972 |
+49 |
Oct12 |
120829 |
668.50 |
668.75 |
668.50 |
668.75 |
-0.50 |
2 |
4 |
+0 |
Nov12 |
120829 |
669.50 |
669.50 |
669.50 |
669.50 |
-0.50 |
|
|
|
Total Volume and Open Interest |
161 |
8,976 |
+49 |
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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|