|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu August 30, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep12 |
120830 |
1763.25 |
1780.75 |
1748.00 |
1770.25 |
+7.00 |
8,277 |
12,114 |
-3,936 |
Nov12 |
120830 |
1753.00 |
1771.25 |
1735.25 |
1763.50 |
+10.50 |
114,276 |
367,530 |
+2,041 |
Jan13 |
120830 |
1742.50 |
1763.25 |
1726.25 |
1757.50 |
+15.00 |
11,138 |
93,412 |
+364 |
Mar13 |
120830 |
1661.75 |
1685.50 |
1650.00 |
1680.25 |
+17.25 |
12,745 |
91,249 |
+1,565 |
May13 |
120830 |
1568.25 |
1584.75 |
1559.00 |
1580.25 |
+12.75 |
7,689 |
83,902 |
-1,029 |
Jul13 |
120830 |
1539.25 |
1556.50 |
1530.50 |
1551.25 |
+12.50 |
5,789 |
62,036 |
+973 |
Aug13 |
120830 |
1506.00 |
1506.00 |
1497.75 |
1505.00 |
+7.25 |
33 |
366 |
+1 |
Sep13 |
120830 |
1432.75 |
1432.75 |
1422.25 |
1428.75 |
+6.50 |
18 |
540 |
+3 |
Nov13 |
120830 |
1347.00 |
1359.50 |
1338.00 |
1351.50 |
+4.00 |
1,902 |
28,859 |
+641 |
Jan14 |
120830 |
1360.00 |
1360.00 |
1352.75 |
1356.00 |
+3.25 |
5 |
226 |
+0 |
Mar14 |
120830 |
1359.00 |
1359.00 |
1352.75 |
1356.00 |
+3.25 |
0 |
53 |
+0 |
May14 |
120830 |
1356.50 |
1356.50 |
1353.25 |
1356.50 |
+3.25 |
0 |
80 |
+0 |
Jul14 |
120830 |
1360.00 |
1360.00 |
1357.00 |
1360.00 |
+3.00 |
0 |
40 |
+0 |
Aug14 |
120830 |
1354.75 |
1354.75 |
1351.75 |
1354.75 |
+3.00 |
|
|
|
Total Volume and Open Interest |
161,872 |
742,076 |
+623 |
Soybean Meal(CBOT) |
Sep12 |
120830 |
543.10 |
551.00 |
539.00 |
548.10 |
+4.80 |
15,207 |
20,667 |
-4,356 |
Oct12 |
120830 |
534.70 |
541.80 |
529.30 |
538.40 |
+4.10 |
12,378 |
44,389 |
+1,380 |
Dec12 |
120830 |
530.10 |
538.90 |
524.70 |
535.30 |
+5.30 |
40,272 |
115,732 |
+1,461 |
Jan13 |
120830 |
521.50 |
531.10 |
516.90 |
528.10 |
+6.20 |
2,176 |
19,027 |
+38 |
Mar13 |
120830 |
488.70 |
498.60 |
488.10 |
497.40 |
+8.00 |
1,954 |
15,065 |
-127 |
May13 |
120830 |
447.80 |
457.10 |
447.20 |
455.30 |
+6.50 |
1,601 |
17,455 |
+150 |
Jul13 |
120830 |
436.80 |
444.20 |
436.10 |
442.90 |
+6.80 |
532 |
15,003 |
-48 |
Aug13 |
120830 |
428.80 |
428.80 |
420.80 |
426.90 |
+6.10 |
39 |
783 |
+4 |
Sep13 |
120830 |
399.00 |
403.80 |
394.80 |
400.90 |
+6.10 |
35 |
920 |
-4 |
Oct13 |
120830 |
373.40 |
377.60 |
371.30 |
375.80 |
+4.50 |
21 |
2,112 |
+9 |
Total Volume and Open Interest |
74,629 |
257,606 |
-1,437 |
Soybean Oil(CBOT) |
Sep12 |
120830 |
56.75 |
56.82 |
56.31 |
56.59 |
-0.05 |
18,333 |
20,978 |
-4,971 |
Oct12 |
120830 |
56.92 |
57.04 |
56.52 |
56.82 |
-0.04 |
13,036 |
44,539 |
+2,955 |
Dec12 |
120830 |
57.40 |
57.47 |
56.95 |
57.25 |
-0.05 |
46,015 |
170,944 |
+1,706 |
Jan13 |
120830 |
57.57 |
57.69 |
57.15 |
57.48 |
-0.03 |
5,986 |
32,968 |
-1,256 |
Mar13 |
120830 |
57.33 |
57.73 |
57.20 |
57.56 |
+0.03 |
3,108 |
23,267 |
+157 |
May13 |
120830 |
57.07 |
57.46 |
56.97 |
57.30 |
unch |
2,305 |
14,759 |
-18 |
Jul13 |
120830 |
57.11 |
57.35 |
56.96 |
57.21 |
-0.02 |
1,249 |
14,236 |
+206 |
Aug13 |
120830 |
56.85 |
56.90 |
56.85 |
56.89 |
-0.01 |
53 |
2,186 |
-15 |
Sep13 |
120830 |
56.35 |
56.44 |
56.21 |
56.30 |
-0.09 |
37 |
1,556 |
+4 |
Oct13 |
120830 |
55.06 |
55.45 |
55.01 |
55.31 |
-0.11 |
33 |
2,649 |
+6 |
Total Volume and Open Interest |
90,696 |
336,193 |
-1,108 |
Canola(WCE) |
Nov12 |
120830 |
630.0 |
643.2 |
626.0 |
635.7 |
+2.2 |
9,081 |
133,736 |
-1,167 |
Jan13 |
120830 |
634.3 |
646.7 |
634.3 |
639.2 |
+1.8 |
2,289 |
52,136 |
+949 |
Mar13 |
120830 |
634.3 |
645.6 |
634.3 |
639.5 |
+1.2 |
203 |
17,314 |
+58 |
May13 |
120830 |
626.3 |
632.8 |
624.9 |
628.0 |
+1.0 |
103 |
19,382 |
+40 |
Jul13 |
120830 |
618.2 |
623.3 |
616.4 |
619.6 |
+0.6 |
74 |
3,843 |
+5 |
Total Volume and Open Interest |
11,851 |
228,503 |
-84 |
Corn(CBOT) |
Sep12 |
120830 |
810.75 |
819.00 |
807.00 |
811.50 |
+1.25 |
57,011 |
49,610 |
-14,355 |
Dec12 |
120830 |
813.75 |
817.50 |
807.50 |
808.50 |
-5.00 |
134,755 |
720,134 |
+4,230 |
Mar13 |
120830 |
813.00 |
817.25 |
807.75 |
808.75 |
-4.25 |
15,854 |
181,604 |
+291 |
May13 |
120830 |
805.25 |
810.00 |
801.00 |
801.50 |
-4.00 |
3,612 |
51,363 |
+278 |
Jul13 |
120830 |
788.75 |
794.25 |
784.50 |
785.50 |
-3.50 |
6,409 |
102,837 |
-76 |
Sep13 |
120830 |
684.00 |
689.25 |
678.50 |
679.50 |
-5.25 |
795 |
14,666 |
+159 |
Dec13 |
120830 |
652.00 |
655.00 |
647.25 |
652.00 |
-1.00 |
3,604 |
81,523 |
+1,111 |
Mar14 |
120830 |
658.75 |
660.00 |
655.25 |
659.25 |
-0.75 |
73 |
1,631 |
-26 |
May14 |
120830 |
664.75 |
665.25 |
662.00 |
665.25 |
+0.75 |
15 |
389 |
+10 |
Jul14 |
120830 |
661.50 |
665.75 |
661.50 |
664.50 |
-1.00 |
5 |
985 |
+2 |
Total Volume and Open Interest |
222,237 |
1,210,057 |
-8,337 |
Wheat(CBOT) |
Sep12 |
120830 |
885.00 |
896.75 |
878.50 |
883.50 |
-2.00 |
11,171 |
14,984 |
-3,211 |
Dec12 |
120830 |
904.75 |
914.50 |
897.25 |
903.00 |
-2.75 |
50,049 |
264,524 |
-2,426 |
Mar13 |
120830 |
913.25 |
921.25 |
906.25 |
911.00 |
-2.25 |
9,581 |
66,114 |
+1,753 |
May13 |
120830 |
900.50 |
912.25 |
899.25 |
905.00 |
+1.75 |
2,213 |
15,318 |
+488 |
Jul13 |
120830 |
856.75 |
865.75 |
855.00 |
857.75 |
-1.75 |
2,493 |
50,077 |
+323 |
Sep13 |
120830 |
858.25 |
862.00 |
855.00 |
856.25 |
-1.50 |
200 |
1,739 |
+81 |
Total Volume and Open Interest |
76,800 |
443,119 |
-2,630 |
Wheat(KCBT) |
Sep12 |
120830 |
896.00 |
904.25 |
885.25 |
889.75 |
-6.50 |
7,188 |
11,111 |
-3,398 |
Dec12 |
120830 |
920.50 |
931.00 |
910.75 |
916.00 |
-6.00 |
12,122 |
93,771 |
+2,187 |
Mar13 |
120830 |
930.75 |
940.75 |
921.25 |
927.00 |
-4.50 |
1,073 |
21,917 |
+398 |
May13 |
120830 |
921.00 |
932.75 |
919.25 |
920.50 |
-5.50 |
147 |
7,963 |
+38 |
Jul13 |
120830 |
880.00 |
890.00 |
873.25 |
879.75 |
-1.25 |
189 |
13,094 |
+42 |
Sep13 |
120830 |
878.00 |
887.00 |
876.75 |
879.25 |
-3.25 |
3 |
709 |
+1 |
Total Volume and Open Interest |
20,730 |
149,480 |
-732 |
Wheat(MGE) |
Sep12 |
120830 |
937.00 |
952.75 |
930.50 |
940.00 |
-0.50 |
4,113 |
2,530 |
-1,805 |
Dec12 |
120830 |
955.00 |
967.00 |
944.00 |
955.00 |
unch |
3,097 |
24,308 |
+770 |
Mar13 |
120830 |
963.75 |
975.50 |
953.50 |
963.75 |
unch |
307 |
7,339 |
+16 |
May13 |
120830 |
965.50 |
979.75 |
959.75 |
968.25 |
-1.25 |
27 |
1,405 |
-39 |
Jul13 |
120830 |
965.50 |
979.00 |
961.00 |
972.00 |
+1.50 |
18 |
430 |
+3 |
Total Volume and Open Interest |
7,602 |
38,506 |
-1,056 |
Oats(CBOT) |
Sep12 |
120830 |
387.75 |
391.50 |
385.00 |
387.50 |
+0.25 |
190 |
182 |
-154 |
Dec12 |
120830 |
397.00 |
398.00 |
392.00 |
395.25 |
-0.75 |
545 |
9,778 |
+123 |
Mar13 |
120830 |
393.50 |
395.75 |
393.50 |
395.00 |
-0.75 |
42 |
906 |
+27 |
May13 |
120830 |
394.75 |
394.75 |
394.00 |
394.75 |
+0.75 |
0 |
47 |
+0 |
Total Volume and Open Interest |
777 |
10,927 |
-4 |
Rough Rice(CBOT) |
Sep12 |
120830 |
15.38 |
15.38 |
14.84 |
15.03 |
-0.19 |
635 |
2,680 |
-237 |
Nov12 |
120830 |
15.57 |
15.57 |
15.10 |
15.31 |
-0.21 |
818 |
10,535 |
+519 |
Jan13 |
120830 |
15.85 |
15.85 |
15.41 |
15.63 |
-0.20 |
19 |
1,201 |
+17 |
Mar13 |
120830 |
15.95 |
15.95 |
15.75 |
15.90 |
-0.20 |
0 |
114 |
+0 |
Total Volume and Open Interest |
1,474 |
14,564 |
+301 |
Live Cattle(CME) |
Aug12 |
120830 |
120.230 |
120.450 |
119.600 |
119.650 |
+0.250 |
605 |
675 |
-180 |
Oct12 |
120830 |
125.500 |
125.980 |
125.250 |
125.500 |
unch |
15,128 |
124,211 |
-375 |
Dec12 |
120830 |
128.350 |
128.750 |
128.150 |
128.450 |
-0.050 |
7,925 |
77,940 |
+28 |
Feb13 |
120830 |
132.285 |
132.400 |
131.880 |
132.150 |
-0.100 |
4,270 |
35,433 |
+421 |
Apr13 |
120830 |
136.050 |
136.350 |
135.800 |
135.985 |
-0.315 |
3,404 |
29,571 |
+1,207 |
Jun13 |
120830 |
132.900 |
133.000 |
132.600 |
132.800 |
-0.200 |
722 |
10,768 |
+109 |
Total Volume and Open Interest |
32,328 |
284,535 |
+1,271 |
Feeder Cattle(CME) |
Aug12 |
120830 |
140.485 |
140.500 |
140.185 |
140.185 |
-0.215 |
513 |
4,008 |
-140 |
Sep12 |
120830 |
143.985 |
144.235 |
143.100 |
143.300 |
-0.400 |
1,258 |
6,528 |
-93 |
Oct12 |
120830 |
145.000 |
145.575 |
144.550 |
144.900 |
+0.100 |
3,039 |
14,254 |
+497 |
Nov12 |
120830 |
146.500 |
146.900 |
145.950 |
146.250 |
+0.050 |
895 |
6,009 |
+313 |
Jan13 |
120830 |
149.235 |
149.685 |
148.535 |
148.785 |
-0.265 |
420 |
4,480 |
+103 |
Mar13 |
120830 |
151.935 |
152.535 |
151.685 |
151.825 |
-0.075 |
112 |
1,452 |
-15 |
Apr13 |
120830 |
153.500 |
153.500 |
153.000 |
153.100 |
-0.100 |
72 |
647 |
-13 |
Total Volume and Open Interest |
6,374 |
38,411 |
+660 |
Lean Hogs(CME) |
Oct12 |
120830 |
73.800 |
74.500 |
73.500 |
74.150 |
+0.450 |
10,025 |
91,603 |
-878 |
Dec12 |
120830 |
71.080 |
71.885 |
70.600 |
71.800 |
+0.765 |
7,016 |
59,083 |
+1,698 |
Feb13 |
120830 |
78.850 |
79.900 |
78.850 |
79.900 |
+0.820 |
2,582 |
31,829 |
+199 |
Apr13 |
120830 |
87.800 |
88.650 |
87.800 |
88.650 |
+0.615 |
634 |
22,700 |
+183 |
May13 |
120830 |
96.830 |
97.250 |
96.800 |
97.250 |
+0.100 |
70 |
971 |
+1 |
Jun13 |
120830 |
100.035 |
100.430 |
99.930 |
100.285 |
+0.285 |
893 |
15,237 |
+68 |
Jul13 |
120830 |
99.500 |
99.750 |
99.500 |
99.700 |
+0.100 |
119 |
3,854 |
-30 |
Aug13 |
120830 |
98.750 |
99.000 |
98.580 |
98.650 |
unch |
22 |
3,025 |
+11 |
Total Volume and Open Interest |
21,412 |
230,207 |
+1,289 |
Class III Milk(CME) |
Aug12 |
120829 |
17.73 |
17.73 |
17.73 |
17.73 |
+0.01 |
0 |
4,132 |
+0 |
Sep12 |
120830 |
19.34 |
19.40 |
19.09 |
19.11 |
-0.25 |
244 |
5,083 |
-27 |
Oct12 |
120830 |
20.32 |
20.45 |
20.06 |
20.19 |
-0.15 |
207 |
5,038 |
+52 |
Nov12 |
120830 |
20.50 |
20.70 |
20.14 |
20.21 |
-0.34 |
172 |
3,922 |
+38 |
Dec12 |
120830 |
20.42 |
20.46 |
20.10 |
20.21 |
-0.20 |
87 |
3,482 |
+11 |
Total Volume and Open Interest |
923 |
29,188 |
+177 |
Cocoa(ICE) |
Sep12 |
120830 |
2611 |
2671 |
2610 |
2642 |
+23 |
24 |
192 |
-70 |
Dec12 |
120830 |
2574 |
2620 |
2566 |
2601 |
+27 |
27,738 |
103,542 |
+36 |
Mar13 |
120830 |
2577 |
2627 |
2575 |
2608 |
+25 |
5,906 |
41,100 |
-460 |
May13 |
120830 |
2580 |
2634 |
2580 |
2616 |
+24 |
1,483 |
16,474 |
+565 |
Jul13 |
120830 |
2594 |
2640 |
2594 |
2623 |
+24 |
786 |
10,868 |
+401 |
Sep13 |
120830 |
2616 |
2630 |
2598 |
2630 |
+25 |
201 |
4,898 |
+129 |
Dec13 |
120830 |
2623 |
2648 |
2605 |
2638 |
+25 |
276 |
5,965 |
-146 |
Total Volume and Open Interest |
36,629 |
188,496 |
+641 |
Coffee "C"(ICE) |
Sep12 |
120830 |
165.50 |
167.50 |
162.50 |
163.00 |
-3.40 |
79 |
258 |
-138 |
Dec12 |
120830 |
166.40 |
168.35 |
162.50 |
163.40 |
-3.25 |
9,555 |
90,050 |
+291 |
Mar13 |
120830 |
169.80 |
171.85 |
166.20 |
167.10 |
-3.05 |
2,379 |
29,062 |
+64 |
May13 |
120830 |
172.50 |
174.00 |
169.05 |
169.75 |
-2.90 |
742 |
7,856 |
+86 |
Jul13 |
120830 |
174.90 |
176.60 |
171.55 |
172.30 |
-2.75 |
256 |
5,336 |
+33 |
Sep13 |
120830 |
176.40 |
176.80 |
174.70 |
174.85 |
-2.65 |
121 |
1,765 |
+1 |
Total Volume and Open Interest |
13,153 |
136,235 |
+340 |
Orange Juice(ICE) |
Sep12 |
120830 |
128.70 |
129.80 |
127.05 |
129.80 |
+1.10 |
573 |
854 |
-381 |
Nov12 |
120830 |
115.65 |
118.20 |
114.85 |
117.20 |
+1.55 |
706 |
16,826 |
+319 |
Jan13 |
120830 |
116.15 |
118.40 |
115.95 |
117.75 |
+1.65 |
43 |
2,433 |
+2 |
Mar13 |
120830 |
117.95 |
120.15 |
117.75 |
119.60 |
+1.70 |
15 |
2,058 |
-1 |
May13 |
120830 |
120.50 |
121.50 |
120.50 |
121.50 |
+1.65 |
39 |
631 |
+39 |
Jul13 |
120830 |
122.50 |
123.00 |
122.50 |
123.00 |
+1.45 |
0 |
16 |
+0 |
Total Volume and Open Interest |
1,376 |
22,831 |
-22 |
Sugar #11(ICE) |
Oct12 |
120830 |
19.75 |
20.10 |
19.67 |
19.75 |
-0.01 |
48,722 |
303,209 |
-321 |
Mar13 |
120830 |
20.36 |
20.74 |
20.30 |
20.44 |
+0.07 |
34,952 |
198,435 |
+7,760 |
May13 |
120830 |
20.37 |
20.71 |
20.28 |
20.44 |
+0.07 |
11,992 |
46,743 |
+582 |
Jul13 |
120830 |
20.37 |
20.67 |
20.25 |
20.43 |
+0.06 |
6,304 |
80,701 |
+761 |
Oct13 |
120830 |
20.65 |
20.89 |
20.57 |
20.74 |
+0.09 |
3,022 |
43,665 |
+323 |
Mar14 |
120830 |
21.02 |
21.25 |
20.98 |
21.12 |
+0.13 |
1,707 |
27,088 |
+745 |
May14 |
120830 |
20.81 |
21.10 |
20.78 |
20.97 |
+0.21 |
380 |
7,385 |
+103 |
Jul14 |
120830 |
20.71 |
20.98 |
20.68 |
20.84 |
+0.18 |
288 |
6,113 |
-60 |
Total Volume and Open Interest |
108,184 |
723,416 |
+10,021 |
London Cocoa(LCE) |
Sep12 |
120830 |
1689 |
1689 |
1665 |
1687 |
+10 |
4,234 |
24,780 |
-2,025 |
Dec12 |
120830 |
1701 |
1705 |
1684 |
1705 |
+11 |
18,131 |
63,372 |
-1,165 |
Mar13 |
120830 |
1686 |
1696 |
1671 |
1696 |
+16 |
5,104 |
56,979 |
+358 |
May13 |
120830 |
1691 |
1701 |
1675 |
1701 |
+17 |
2,942 |
23,873 |
+35 |
Jul13 |
120830 |
1695 |
1706 |
1684 |
1706 |
+16 |
2,156 |
13,794 |
+297 |
Sep13 |
120830 |
1697 |
1710 |
1688 |
1710 |
+16 |
593 |
8,391 |
+68 |
Dec13 |
120830 |
1692 |
1709 |
1685 |
1709 |
+14 |
123 |
7,926 |
+67 |
Total Volume and Open Interest |
33,558 |
199,901 |
-2,365 |
London Sugar(LCE) |
Oct12 |
120830 |
557.00 |
565.10 |
555.00 |
559.10 |
+2.30 |
5,376 |
20,798 |
-638 |
Dec12 |
120830 |
549.80 |
558.00 |
548.00 |
552.40 |
+3.10 |
2,077 |
14,989 |
+315 |
Mar13 |
120830 |
551.30 |
559.00 |
549.50 |
553.30 |
+2.20 |
1,887 |
19,730 |
+268 |
May13 |
120830 |
554.40 |
560.30 |
552.50 |
555.80 |
+2.10 |
866 |
4,462 |
+47 |
Aug13 |
120830 |
553.90 |
558.80 |
552.00 |
555.40 |
+2.70 |
367 |
2,940 |
+23 |
Total Volume and Open Interest |
10,701 |
66,365 |
+107 |
Cotton(ICE) |
Oct12 |
120830 |
75.61 |
76.48 |
75.29 |
76.15 |
+0.32 |
17 |
327 |
-2 |
Dec12 |
120830 |
76.50 |
77.28 |
75.90 |
76.94 |
+0.29 |
9,401 |
125,675 |
-401 |
Mar13 |
120830 |
76.94 |
77.95 |
76.70 |
77.73 |
+0.46 |
1,151 |
38,023 |
+54 |
May13 |
120830 |
77.85 |
78.46 |
77.43 |
78.37 |
+0.55 |
274 |
6,251 |
+76 |
Jul13 |
120830 |
78.50 |
78.95 |
78.26 |
78.89 |
+0.50 |
56 |
6,649 |
-14 |
Oct13 |
120830 |
80.00 |
80.00 |
80.00 |
80.00 |
+0.44 |
0 |
5 |
+0 |
Total Volume and Open Interest |
10,952 |
179,797 |
-280 |
Lumber(CME) |
Sep12 |
120830 |
287.3 |
289.2 |
286.0 |
288.4 |
+1.2 |
535 |
1,247 |
-167 |
Nov12 |
120830 |
284.1 |
286.1 |
283.4 |
284.7 |
+1.4 |
1,069 |
6,535 |
-343 |
Jan13 |
120830 |
297.5 |
299.9 |
296.3 |
299.4 |
+1.4 |
267 |
1,502 |
+21 |
Mar13 |
120830 |
307.7 |
308.5 |
304.6 |
308.3 |
+0.8 |
60 |
379 |
+9 |
Total Volume and Open Interest |
1,933 |
9,690 |
-480 |
Crude Oil(NYM) |
Oct12 |
120830 |
95.30 |
95.60 |
93.95 |
94.62 |
-0.87 |
198,458 |
271,945 |
+325 |
Nov12 |
120830 |
95.60 |
95.90 |
94.28 |
94.96 |
-0.85 |
37,273 |
155,512 |
+980 |
Dec12 |
120830 |
95.89 |
96.23 |
94.63 |
95.31 |
-0.83 |
49,073 |
197,184 |
+2,853 |
Jan13 |
120830 |
96.06 |
96.65 |
95.13 |
95.76 |
-0.79 |
14,290 |
111,205 |
+2,305 |
Feb13 |
120830 |
96.79 |
96.96 |
95.50 |
96.14 |
-0.74 |
5,829 |
41,510 |
-736 |
Mar13 |
120830 |
96.67 |
97.18 |
95.77 |
96.40 |
-0.67 |
8,764 |
55,933 |
-313 |
Apr13 |
120830 |
96.00 |
96.61 |
96.00 |
96.51 |
-0.57 |
5,291 |
24,444 |
+482 |
May13 |
120830 |
96.33 |
96.50 |
95.97 |
96.49 |
-0.48 |
2,728 |
21,175 |
-21 |
Jun13 |
120830 |
96.51 |
97.05 |
95.76 |
96.37 |
-0.41 |
14,428 |
81,070 |
+998 |
Jul13 |
120830 |
96.16 |
96.21 |
96.10 |
96.21 |
-0.34 |
2,224 |
28,436 |
+384 |
Aug13 |
120830 |
95.91 |
96.00 |
95.53 |
96.00 |
-0.28 |
1,762 |
18,202 |
+319 |
Sep13 |
120830 |
95.76 |
95.77 |
95.75 |
95.75 |
-0.25 |
2,466 |
27,102 |
-304 |
Oct13 |
120830 |
95.50 |
95.50 |
95.50 |
95.50 |
-0.23 |
1,050 |
14,946 |
+247 |
Nov13 |
120830 |
95.25 |
95.25 |
95.25 |
95.25 |
-0.22 |
1,575 |
19,777 |
+574 |
Dec13 |
120830 |
95.46 |
95.60 |
94.44 |
95.01 |
-0.20 |
21,629 |
152,713 |
+2,178 |
Jan14 |
120830 |
94.65 |
94.65 |
94.65 |
94.65 |
-0.18 |
2,306 |
21,292 |
+856 |
Total Volume and Open Interest |
381,250 |
1,511,314 |
+13,066 |
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 |
120830 |
95.200 |
95.600 |
93.950 |
94.625 |
-0.875 |
5,184 |
5,455 |
+144 |
Nov12 |
120830 |
95.475 |
95.825 |
94.300 |
94.950 |
-0.850 |
171 |
2,447 |
+0 |
Dec12 |
120830 |
95.900 |
96.075 |
94.700 |
95.300 |
-0.850 |
250 |
3,578 |
-7 |
Jan13 |
120830 |
96.325 |
96.325 |
95.750 |
95.750 |
-0.800 |
58 |
678 |
+0 |
Feb13 |
120830 |
96.150 |
96.150 |
96.150 |
96.150 |
-0.725 |
1 |
72 |
+0 |
Mar13 |
120830 |
96.400 |
96.400 |
96.400 |
96.400 |
-0.675 |
0 |
6 |
+0 |
Apr13 |
120830 |
96.125 |
96.500 |
96.125 |
96.500 |
-0.575 |
0 |
1 |
+0 |
May13 |
120830 |
96.500 |
96.500 |
96.500 |
96.500 |
-0.475 |
0 |
1 |
+0 |
Total Volume and Open Interest |
5,682 |
12,475 |
+139 |
Heating Oil(NYM) |
Sep12 |
120830 |
312.31 |
314.06 |
311.50 |
312.45 |
+0.88 |
27,634 |
18,215 |
-9,489 |
Oct12 |
120830 |
313.03 |
314.77 |
312.14 |
313.33 |
+1.09 |
52,653 |
86,417 |
+1,538 |
Nov12 |
120830 |
312.33 |
314.67 |
312.10 |
313.37 |
+1.05 |
22,565 |
45,133 |
-1,787 |
Dec12 |
120830 |
312.38 |
314.54 |
312.08 |
313.28 |
+1.01 |
19,820 |
48,444 |
+711 |
Jan13 |
120830 |
312.16 |
314.43 |
311.74 |
312.96 |
+0.97 |
10,276 |
31,470 |
-134 |
Feb13 |
120830 |
312.31 |
312.55 |
310.40 |
311.47 |
+0.92 |
2,676 |
12,086 |
-307 |
Mar13 |
120830 |
309.82 |
310.11 |
307.86 |
309.09 |
+0.88 |
2,640 |
22,762 |
+265 |
Apr13 |
120830 |
307.20 |
307.20 |
305.53 |
306.23 |
+0.84 |
2,676 |
21,577 |
+342 |
May13 |
120830 |
306.75 |
307.61 |
306.75 |
307.61 |
+0.69 |
676 |
9,591 |
+129 |
Jun13 |
120830 |
305.58 |
305.91 |
305.12 |
305.12 |
+0.61 |
763 |
10,274 |
-53 |
Jul13 |
120830 |
303.97 |
303.97 |
303.97 |
303.97 |
+0.61 |
234 |
2,727 |
+11 |
Aug13 |
120830 |
303.38 |
303.38 |
303.38 |
303.38 |
+0.61 |
70 |
1,208 |
-2 |
Sep13 |
120830 |
304.00 |
304.00 |
303.26 |
303.26 |
+0.59 |
64 |
1,074 |
+37 |
Oct13 |
120830 |
303.39 |
303.39 |
303.39 |
303.39 |
+0.57 |
8 |
499 |
+2 |
Total Volume and Open Interest |
143,018 |
317,255 |
-8,881 |
Gasoline(NYMEX) |
Sep12 |
120830 |
310.80 |
311.59 |
306.40 |
308.26 |
-1.77 |
32,379 |
13,729 |
-9,387 |
Oct12 |
120830 |
292.30 |
293.07 |
289.24 |
290.80 |
-0.88 |
57,397 |
100,897 |
+1,102 |
Nov12 |
120830 |
282.32 |
283.83 |
280.82 |
282.34 |
+0.02 |
33,160 |
42,165 |
-7 |
Dec12 |
120830 |
277.03 |
278.57 |
275.69 |
277.11 |
+0.33 |
20,436 |
50,235 |
+542 |
Jan13 |
120830 |
274.18 |
276.14 |
273.46 |
274.87 |
+0.45 |
9,572 |
19,687 |
+400 |
Feb13 |
120830 |
274.80 |
275.73 |
273.10 |
274.52 |
+0.44 |
4,673 |
9,885 |
-461 |
Mar13 |
120830 |
274.55 |
276.76 |
274.17 |
275.52 |
+0.44 |
4,719 |
11,909 |
+1,063 |
Apr13 |
120830 |
289.32 |
290.43 |
287.92 |
289.22 |
+0.52 |
1,371 |
6,420 |
+689 |
May13 |
120830 |
288.05 |
288.57 |
287.38 |
287.89 |
+0.59 |
661 |
3,047 |
+1 |
Jun13 |
120830 |
284.25 |
286.21 |
284.25 |
285.44 |
+0.65 |
590 |
6,396 |
+149 |
Total Volume and Open Interest |
165,480 |
275,197 |
-5,736 |
e-miNY RBOB Gasoline(NYM) |
Sep12 |
120830 |
308.30 |
308.30 |
308.26 |
308.30 |
-1.70 |
0 |
2 |
+0 |
Oct12 |
120830 |
290.80 |
290.80 |
290.80 |
290.80 |
-0.90 |
|
|
|
Nov12 |
120830 |
282.30 |
282.34 |
282.30 |
282.30 |
unch |
|
|
|
Dec12 |
120830 |
277.10 |
277.11 |
277.10 |
277.10 |
+0.30 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Oct12 |
120830 |
2.692 |
2.767 |
2.637 |
2.748 |
+0.063 |
121,291 |
217,300 |
-3,136 |
Nov12 |
120830 |
2.876 |
2.937 |
2.822 |
2.919 |
+0.052 |
41,191 |
221,987 |
+3,207 |
Dec12 |
120830 |
3.134 |
3.201 |
3.100 |
3.186 |
+0.049 |
27,336 |
70,282 |
+3,981 |
Jan13 |
120830 |
3.285 |
3.340 |
3.235 |
3.325 |
+0.048 |
24,189 |
162,929 |
+5,054 |
Feb13 |
120830 |
3.271 |
3.357 |
3.271 |
3.344 |
+0.049 |
6,609 |
30,945 |
+16 |
Mar13 |
120830 |
3.264 |
3.343 |
3.263 |
3.335 |
+0.049 |
7,221 |
55,593 |
-574 |
Apr13 |
120830 |
3.269 |
3.334 |
3.242 |
3.328 |
+0.050 |
7,400 |
70,186 |
-512 |
May13 |
120830 |
3.294 |
3.366 |
3.292 |
3.364 |
+0.048 |
1,708 |
18,895 |
+71 |
Jun13 |
120830 |
3.344 |
3.412 |
3.335 |
3.407 |
+0.048 |
1,649 |
15,451 |
+69 |
Jul13 |
120830 |
3.392 |
3.446 |
3.375 |
3.446 |
+0.048 |
1,288 |
15,696 |
+127 |
Aug13 |
120830 |
3.404 |
3.466 |
3.396 |
3.466 |
+0.047 |
1,128 |
10,793 |
-191 |
Sep13 |
120830 |
3.386 |
3.471 |
3.386 |
3.469 |
+0.048 |
963 |
9,169 |
+74 |
Oct13 |
120830 |
3.440 |
3.502 |
3.424 |
3.497 |
+0.048 |
3,027 |
43,495 |
+70 |
Nov13 |
120830 |
3.560 |
3.614 |
3.543 |
3.611 |
+0.048 |
1,049 |
20,484 |
+539 |
Dec13 |
120830 |
3.766 |
3.817 |
3.761 |
3.816 |
+0.047 |
972 |
17,768 |
+165 |
Jan14 |
120830 |
3.863 |
3.923 |
3.849 |
3.917 |
+0.046 |
3,275 |
31,153 |
+1,350 |
Total Volume and Open Interest |
332,322 |
1,080,414 |
-1,933 |
Brent Crude Oil(ICE) |
Oct12 |
120830 |
112.50 |
113.44 |
112.25 |
112.65 |
+0.11 |
191,605 |
219,096 |
-8,300 |
Nov12 |
120830 |
112.00 |
112.94 |
111.82 |
112.21 |
+0.14 |
99,838 |
190,351 |
-822 |
Dec12 |
120830 |
111.57 |
112.47 |
111.41 |
111.80 |
+0.14 |
99,491 |
151,550 |
+6,152 |
Jan13 |
120830 |
111.24 |
112.04 |
111.06 |
111.41 |
+0.12 |
24,844 |
54,849 |
+1,800 |
Feb13 |
120830 |
111.20 |
111.57 |
110.70 |
111.01 |
+0.12 |
10,771 |
36,282 |
+375 |
Mar13 |
120830 |
110.39 |
111.16 |
110.24 |
110.60 |
+0.13 |
9,467 |
37,038 |
+727 |
Apr13 |
120830 |
110.39 |
110.69 |
109.98 |
110.17 |
+0.12 |
4,129 |
19,551 |
+733 |
May13 |
120830 |
109.95 |
110.24 |
109.54 |
109.73 |
+0.12 |
4,093 |
19,108 |
+729 |
Jun13 |
120830 |
109.05 |
109.78 |
108.98 |
109.29 |
+0.13 |
19,111 |
53,428 |
-180 |
Jul13 |
120830 |
108.81 |
108.87 |
108.81 |
108.87 |
+0.12 |
2,049 |
18,030 |
+172 |
Aug13 |
120830 |
108.35 |
108.44 |
108.35 |
108.44 |
+0.12 |
4,264 |
21,504 |
+2,558 |
Sep13 |
120830 |
107.97 |
107.97 |
107.97 |
107.97 |
+0.11 |
5,694 |
24,405 |
+790 |
Oct13 |
120830 |
107.51 |
107.51 |
107.51 |
107.51 |
+0.10 |
3,485 |
19,283 |
+778 |
Nov13 |
120830 |
107.08 |
107.08 |
107.08 |
107.08 |
+0.10 |
1,420 |
15,737 |
+358 |
Total Volume and Open Interest |
514,389 |
1,135,565 |
+6,353 |
Gas Oil(ICE) |
Sep12 |
120830 |
980.25 |
988.25 |
979.75 |
984.25 |
+5.75 |
43,369 |
89,947 |
-1,880 |
Oct12 |
120830 |
979.75 |
987.50 |
979.25 |
983.25 |
+4.75 |
74,530 |
129,227 |
+1,408 |
Nov12 |
120830 |
974.25 |
982.75 |
974.25 |
978.50 |
+4.00 |
36,087 |
75,621 |
+999 |
Dec12 |
120830 |
969.50 |
976.75 |
969.25 |
972.50 |
+3.50 |
37,742 |
72,954 |
-592 |
Jan13 |
120830 |
969.50 |
972.25 |
965.50 |
968.50 |
+3.25 |
12,679 |
38,691 |
+1,324 |
Feb13 |
120830 |
960.25 |
967.00 |
960.25 |
963.00 |
+2.75 |
2,874 |
22,856 |
+72 |
Mar13 |
120830 |
958.25 |
960.75 |
955.00 |
957.00 |
+2.50 |
1,961 |
18,884 |
-266 |
Apr13 |
120830 |
949.00 |
955.00 |
949.00 |
951.50 |
+2.50 |
788 |
15,990 |
+34 |
May13 |
120830 |
944.00 |
949.50 |
944.00 |
946.00 |
+2.25 |
1,199 |
11,030 |
-635 |
Jun13 |
120830 |
940.25 |
945.50 |
939.75 |
941.75 |
+2.00 |
4,367 |
37,460 |
+225 |
Total Volume and Open Interest |
221,167 |
600,718 |
+824 |
Ethanol(CBOT) |
Aug12 |
120803 |
2.614 |
2.614 |
2.614 |
2.614 |
+0.049 |
76 |
45 |
-45 |
Sep12 |
120830 |
2.615 |
2.615 |
2.580 |
2.587 |
-0.019 |
171 |
489 |
-79 |
Oct12 |
120830 |
2.592 |
2.593 |
2.576 |
2.578 |
-0.007 |
110 |
1,144 |
-7 |
Nov12 |
120830 |
2.582 |
2.582 |
2.564 |
2.565 |
-0.007 |
200 |
1,880 |
-62 |
Dec12 |
120830 |
2.565 |
2.571 |
2.545 |
2.549 |
-0.010 |
91 |
1,753 |
+0 |
Jan13 |
120830 |
2.555 |
2.559 |
2.534 |
2.541 |
-0.005 |
90 |
1,621 |
-42 |
Feb13 |
120830 |
2.546 |
2.546 |
2.527 |
2.529 |
-0.007 |
60 |
1,238 |
-10 |
Mar13 |
120830 |
2.545 |
2.548 |
2.519 |
2.526 |
-0.011 |
76 |
1,584 |
+29 |
Total Volume and Open Interest |
888 |
11,981 |
-180 |
WTI Crude Oil(ICE) |
Oct12 |
120830 |
94.99 |
95.60 |
93.95 |
94.62 |
-0.87 |
41,153 |
57,720 |
-2,183 |
Nov12 |
120830 |
95.35 |
95.87 |
94.30 |
94.96 |
-0.85 |
8,871 |
44,831 |
+234 |
Dec12 |
120830 |
95.71 |
96.24 |
94.68 |
95.31 |
-0.83 |
15,748 |
96,010 |
+256 |
Jan13 |
120830 |
96.02 |
96.67 |
95.18 |
95.76 |
-0.79 |
3,104 |
24,287 |
+411 |
Feb13 |
120830 |
96.74 |
96.74 |
95.64 |
96.14 |
-0.74 |
1,761 |
14,137 |
-105 |
Mar13 |
120830 |
96.87 |
96.88 |
95.86 |
96.40 |
-0.67 |
3,361 |
16,411 |
+653 |
Apr13 |
120830 |
96.60 |
96.60 |
95.96 |
96.51 |
-0.57 |
1,847 |
5,662 |
+240 |
May13 |
120830 |
96.40 |
96.49 |
96.40 |
96.49 |
-0.48 |
1,089 |
6,201 |
+140 |
Jun13 |
120830 |
96.90 |
96.90 |
96.29 |
96.37 |
-0.41 |
3,287 |
34,611 |
+429 |
Jul13 |
120830 |
96.21 |
96.21 |
96.21 |
96.21 |
-0.34 |
344 |
2,855 |
+104 |
Aug13 |
120830 |
96.00 |
96.00 |
96.00 |
96.00 |
-0.28 |
269 |
3,670 |
-62 |
Sep13 |
120830 |
95.75 |
95.75 |
95.75 |
95.75 |
-0.25 |
163 |
8,072 |
+124 |
Oct13 |
120830 |
95.50 |
95.50 |
95.50 |
95.50 |
-0.23 |
171 |
2,389 |
+154 |
Nov13 |
120830 |
95.25 |
95.25 |
95.25 |
95.25 |
-0.22 |
189 |
3,941 |
+40 |
Dec13 |
120830 |
95.45 |
95.45 |
94.62 |
95.01 |
-0.20 |
5,739 |
70,008 |
+357 |
Jan14 |
120830 |
94.65 |
94.65 |
94.65 |
94.65 |
-0.18 |
24 |
3,323 |
+14 |
Total Volume and Open Interest |
88,277 |
478,649 |
+1,266 |
US Dollar Index(ICE) |
Sep12 |
120830 |
81.570 |
81.780 |
81.410 |
81.713 |
+0.147 |
12,832 |
63,649 |
-176 |
Dec12 |
120830 |
81.815 |
82.070 |
81.760 |
82.027 |
+0.157 |
288 |
1,231 |
+152 |
Mar13 |
120830 |
82.418 |
82.418 |
82.418 |
82.418 |
+0.158 |
|
|
|
Total Volume and Open Interest |
13,120 |
64,880 |
-24 |
Australian Dollar(CME) |
Sep12 |
120830 |
103.31 |
103.44 |
102.62 |
102.85 |
-0.59 |
89,356 |
188,297 |
+2,488 |
Dec12 |
120830 |
102.38 |
102.59 |
101.80 |
102.01 |
-0.58 |
398 |
2,318 |
+96 |
Mar13 |
120830 |
101.25 |
101.82 |
101.25 |
101.25 |
-0.57 |
1 |
5 |
+1 |
Total Volume and Open Interest |
89,755 |
190,631 |
+2,585 |
British Pound(CME) |
Sep12 |
120830 |
158.30 |
158.74 |
157.69 |
157.86 |
-0.49 |
84,801 |
114,525 |
+1,600 |
Dec12 |
120830 |
158.21 |
158.71 |
157.68 |
157.83 |
-0.49 |
74 |
2,367 |
+24 |
Mar13 |
120830 |
157.81 |
158.30 |
157.81 |
157.81 |
-0.49 |
0 |
88 |
+0 |
Total Volume and Open Interest |
84,875 |
117,034 |
+1,624 |
Canadian Dollar(CME) |
Sep12 |
120830 |
101.06 |
101.12 |
100.64 |
100.71 |
-0.41 |
82,062 |
152,092 |
+2,895 |
Dec12 |
120830 |
100.83 |
100.90 |
100.46 |
100.50 |
-0.40 |
1,938 |
9,622 |
+647 |
Mar13 |
120830 |
100.30 |
100.66 |
100.26 |
100.26 |
-0.40 |
77 |
1,609 |
+30 |
Jun13 |
120830 |
100.01 |
100.40 |
100.01 |
100.01 |
-0.39 |
7 |
394 |
+0 |
Total Volume and Open Interest |
84,087 |
163,842 |
+3,572 |
Japanese Yen(CME) |
Sep12 |
120830 |
127.13 |
127.41 |
127.00 |
127.18 |
+0.08 |
53,851 |
147,023 |
+496 |
Dec12 |
120830 |
127.15 |
127.52 |
127.15 |
127.29 |
+0.08 |
870 |
2,361 |
+487 |
Mar13 |
120830 |
127.46 |
127.46 |
127.37 |
127.46 |
+0.09 |
0 |
51 |
+0 |
Total Volume and Open Interest |
54,721 |
149,444 |
+983 |
Swiss Franc(CME) |
Sep12 |
120830 |
104.38 |
104.64 |
104.00 |
104.17 |
-0.17 |
33,263 |
54,810 |
-208 |
Dec12 |
120830 |
104.61 |
104.79 |
104.32 |
104.38 |
-0.16 |
76 |
614 |
-1 |
Mar13 |
120830 |
104.64 |
104.81 |
104.64 |
104.64 |
-0.17 |
0 |
2 |
+0 |
Total Volume and Open Interest |
33,339 |
55,426 |
-209 |
EuroFX(CME) |
Sep12 |
120830 |
125.33 |
125.66 |
124.88 |
125.09 |
-0.20 |
208,471 |
304,226 |
+1,854 |
Dec12 |
120830 |
125.52 |
125.80 |
125.06 |
125.24 |
-0.19 |
2,156 |
7,043 |
+769 |
Mar13 |
120830 |
125.41 |
125.61 |
125.41 |
125.41 |
-0.20 |
0 |
113 |
+0 |
Total Volume and Open Interest |
210,628 |
311,925 |
+2,623 |
Mexican Peso(CME) |
Sep12 |
120830 |
750.00 |
750.25 |
743.00 |
747.50 |
-2.75 |
20,074 |
181,026 |
+668 |
Oct12 |
120830 |
745.50 |
748.25 |
745.50 |
745.50 |
-2.75 |
|
|
|
Total Volume and Open Interest |
20,755 |
221,529 |
+1,250 |
Brazilian Real(CME) |
Sep12 |
120830 |
487.75 |
488.85 |
486.20 |
488.50 |
+1.20 |
1,837 |
3,604 |
+141 |
Oct12 |
120830 |
486.70 |
486.90 |
484.45 |
486.70 |
+1.40 |
17 |
1,253 |
-5 |
Nov12 |
120830 |
484.45 |
484.45 |
483.10 |
484.45 |
+1.35 |
|
|
|
Dec12 |
120830 |
480.80 |
482.20 |
480.80 |
482.20 |
+1.35 |
1,115 |
882 |
+683 |
Total Volume and Open Interest |
2,970 |
18,078 |
+818 |
30-Year T-Bonds(CBOT) |
Sep12 |
120830 |
149~000 |
149~270 |
148~280 |
149~200 |
+0~210 |
439,350 |
335,232 |
-131,903 |
Dec12 |
120830 |
149~260 |
150~230 |
149~220 |
150~150 |
+0~220 |
266,647 |
305,928 |
+148,228 |
Mar13 |
120830 |
149~200 |
149~200 |
149~010 |
149~200 |
+0~190 |
0 |
4 |
+0 |
Total Volume and Open Interest |
705,997 |
641,164 |
+16,325 |
10-Year T-Notes(CBOT) |
Sep12 |
120830 |
133~280 |
134~085 |
133~255 |
134~060 |
+0~110 |
1,272,631 |
886,403 |
-341,652 |
Dec12 |
120830 |
132~240 |
133~070 |
132~225 |
133~045 |
+0~125 |
737,777 |
718,496 |
+380,939 |
Mar13 |
120830 |
132~095 |
132~095 |
131~290 |
132~095 |
+0~125 |
|
|
|
Total Volume and Open Interest |
2,010,408 |
1,604,899 |
+39,287 |
5-Year T-Notes(CBOT) |
Sep12 |
120830 |
124~064 |
124~089 |
124~062 |
124~085 |
+0~023 |
800,587 |
650,650 |
-289,624 |
Dec12 |
120830 |
124~019 |
124~048 |
124~017 |
124~044 |
+0~028 |
544,930 |
645,563 |
+295,186 |
Mar13 |
120830 |
123~092 |
123~092 |
123~064 |
123~092 |
+0~028 |
|
|
|
Total Volume and Open Interest |
1,345,517 |
1,296,213 |
+5,562 |
2 Year T-Notes(CBOT) |
Sep12 |
120830 |
110~023 |
110~028 |
110~022 |
110~027 |
+0~004 |
414,424 |
448,206 |
-165,729 |
Dec12 |
120830 |
110~024 |
110~030 |
110~024 |
110~029 |
+0~004 |
348,723 |
526,156 |
+178,527 |
Mar13 |
120830 |
110~021 |
110~021 |
110~017 |
110~021 |
+0~004 |
|
|
|
Total Volume and Open Interest |
763,147 |
974,362 |
+12,798 |
Eurodollars(CME) |
Sep12 |
120830 |
99.603 |
99.605 |
99.600 |
99.605 |
unch |
92,569 |
796,109 |
-4,522 |
Dec12 |
120830 |
99.620 |
99.630 |
99.615 |
99.625 |
unch |
67,532 |
896,593 |
-2,619 |
Mar13 |
120830 |
99.605 |
99.625 |
99.600 |
99.615 |
+0.005 |
79,681 |
719,776 |
-5,060 |
Jun13 |
120830 |
99.585 |
99.610 |
99.580 |
99.605 |
+0.015 |
67,077 |
649,520 |
-1,950 |
Sep13 |
120830 |
99.565 |
99.595 |
99.560 |
99.585 |
+0.020 |
62,772 |
688,081 |
+1,757 |
Dec13 |
120830 |
99.525 |
99.560 |
99.525 |
99.555 |
+0.030 |
48,488 |
652,266 |
+822 |
Mar14 |
120830 |
99.500 |
99.535 |
99.495 |
99.530 |
+0.035 |
63,966 |
570,854 |
-1,201 |
Jun14 |
120830 |
99.465 |
99.500 |
99.460 |
99.490 |
+0.035 |
66,257 |
446,418 |
+769 |
Sep14 |
120830 |
99.415 |
99.450 |
99.410 |
99.440 |
+0.035 |
54,017 |
353,172 |
-2,555 |
Dec14 |
120830 |
99.345 |
99.385 |
99.340 |
99.375 |
+0.035 |
53,374 |
376,109 |
+3,425 |
Mar15 |
120830 |
99.280 |
99.325 |
99.280 |
99.315 |
+0.035 |
44,471 |
347,889 |
+1,066 |
Jun15 |
120830 |
0.891 |
0.936 |
0.886 |
0.926 |
+0.040 |
43,051 |
363,206 |
-593 |
Sep15 |
120830 |
0.781 |
0.821 |
0.771 |
0.811 |
+0.040 |
38,976 |
261,519 |
+4,585 |
Dec15 |
120830 |
0.641 |
0.686 |
0.631 |
0.671 |
+0.040 |
39,161 |
196,510 |
+4,535 |
Mar16 |
120830 |
0.501 |
0.551 |
0.496 |
0.536 |
+0.040 |
16,525 |
110,036 |
+894 |
Jun16 |
120830 |
0.361 |
0.406 |
0.356 |
0.396 |
+0.040 |
16,869 |
109,330 |
+1,358 |
Sep16 |
120830 |
0.216 |
0.261 |
0.211 |
0.251 |
+0.040 |
11,166 |
85,735 |
-597 |
Dec16 |
120830 |
0.061 |
0.106 |
0.056 |
0.091 |
+0.040 |
12,614 |
80,438 |
-291 |
Total Volume and Open Interest |
897,917 |
7,913,313 |
-628 |
30 Day Federal Funds(CBOT) |
Aug12 |
120830 |
99.865 |
99.868 |
99.865 |
99.865 |
unch |
5,345 |
93,669 |
+4,528 |
Sep12 |
120830 |
99.870 |
99.870 |
99.865 |
99.865 |
unch |
1,796 |
49,731 |
+710 |
Oct12 |
120830 |
99.870 |
99.875 |
99.865 |
99.865 |
unch |
857 |
56,294 |
+259 |
Nov12 |
120830 |
99.870 |
99.875 |
99.870 |
99.870 |
unch |
2,007 |
45,036 |
+810 |
Dec12 |
120830 |
99.875 |
99.875 |
99.870 |
99.870 |
unch |
2,592 |
29,882 |
+1,862 |
Jan13 |
120830 |
99.875 |
99.875 |
99.870 |
99.870 |
unch |
776 |
19,408 |
+401 |
Total Volume and Open Interest |
17,579 |
483,138 |
+8,889 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep12 |
120830 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Dec12 |
120830 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
|
|
|
Mar13 |
120830 |
99.700 |
99.700 |
99.700 |
99.700 |
unch |
|
|
|
Jun13 |
120830 |
99.715 |
99.715 |
99.715 |
99.715 |
unch |
|
|
|
Sep13 |
120830 |
99.715 |
99.715 |
99.715 |
99.715 |
unch |
|
|
|
Dec13 |
120830 |
99.725 |
99.725 |
99.725 |
99.725 |
unch |
|
|
|
Mar14 |
120830 |
99.725 |
99.725 |
99.725 |
99.725 |
unch |
|
|
|
Jun14 |
120830 |
99.585 |
99.585 |
99.585 |
99.585 |
unch |
|
|
|
Sep14 |
120830 |
99.445 |
99.445 |
99.445 |
99.445 |
unch |
|
|
|
Dec14 |
120830 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Sep12 |
120830 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,571 |
+0 |
Dec12 |
120830 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
660 |
+0 |
Mar13 |
120830 |
99.70 |
99.70 |
99.70 |
99.70 |
unch |
0 |
183 |
+0 |
Jun13 |
120830 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
201 |
+0 |
Sep13 |
120830 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
305 |
+0 |
Dec13 |
120830 |
99.72 |
99.72 |
99.72 |
99.72 |
unch |
0 |
384 |
+0 |
Mar14 |
120830 |
99.72 |
99.72 |
99.72 |
99.72 |
unch |
0 |
344 |
+0 |
Jun14 |
120830 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
3,652 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep12 |
120830 |
143.91 |
143.97 |
143.83 |
143.83 |
-0.09 |
2,129 |
15,737 |
+311 |
Dec12 |
120830 |
143.70 |
143.74 |
143.62 |
143.62 |
-0.08 |
27 |
50 |
+4 |
Mar13 |
120830 |
141.53 |
141.53 |
141.53 |
141.53 |
-0.08 |
|
|
|
Total Volume and Open Interest |
2,156 |
15,787 |
+315 |
Euro-Bund(EUREX) |
Sep12 |
120830 |
143.68 |
144.26 |
143.63 |
144.15 |
+0.57 |
215,011 |
838,114 |
-2,036 |
Dec12 |
120830 |
141.98 |
142.53 |
141.90 |
142.43 |
+0.57 |
5,341 |
48,533 |
+4,066 |
Mar13 |
120830 |
143.78 |
144.07 |
143.68 |
144.07 |
+0.68 |
4 |
159 |
+122 |
Total Volume and Open Interest |
220,356 |
886,806 |
+2,152 |
Euro-Bobl(EUREX) |
Sep12 |
120830 |
127.44 |
127.79 |
127.42 |
127.76 |
+0.34 |
112,929 |
650,548 |
+2,726 |
Dec12 |
120830 |
125.79 |
126.13 |
125.77 |
126.10 |
+0.34 |
2,993 |
56,581 |
+7,563 |
Mar13 |
120830 |
126.10 |
126.10 |
126.10 |
126.10 |
+0.34 |
|
|
|
Total Volume and Open Interest |
115,922 |
707,129 |
+10,289 |
3-Mth Euribor(EUREX) |
Sep12 |
120830 |
99.755 |
99.755 |
99.755 |
99.755 |
+0.010 |
0 |
3,232 |
+0 |
Dec12 |
120830 |
99.790 |
99.790 |
99.790 |
99.790 |
+0.020 |
0 |
1,422 |
+0 |
Mar13 |
120830 |
99.785 |
99.785 |
99.785 |
99.785 |
+0.025 |
0 |
1,293 |
+0 |
Total Volume and Open Interest |
35 |
7,573 |
+5 |
Long Gilt(LIFFE) |
Sep12 |
120830 |
121~27 |
122~07 |
121~24 |
122~04 |
+0~15 |
259,661 |
161,539 |
-135,394 |
Dec12 |
120830 |
120~28 |
121~08 |
120~24 |
121~04 |
+0~15 |
232,732 |
271,152 |
+185,312 |
Total Volume and Open Interest |
492,393 |
432,691 |
+49,918 |
3-Mth Short Sterling(LIFFE) |
Sep12 |
120830 |
99.35 |
99.36 |
99.35 |
99.35 |
-0.01 |
23,364 |
329,220 |
-6,627 |
Dec12 |
120830 |
99.43 |
99.44 |
99.43 |
99.43 |
-0.01 |
39,799 |
362,416 |
-4,315 |
Mar13 |
120830 |
99.44 |
99.48 |
99.44 |
99.46 |
unch |
47,763 |
312,162 |
+6,965 |
Jun13 |
120830 |
99.45 |
99.49 |
99.45 |
99.47 |
+0.01 |
66,494 |
311,060 |
+6,613 |
Sep13 |
120830 |
99.44 |
99.49 |
99.44 |
99.47 |
+0.02 |
46,515 |
357,555 |
+9,493 |
Dec13 |
120830 |
99.41 |
99.47 |
99.41 |
99.45 |
+0.03 |
42,430 |
249,498 |
+7,275 |
Total Volume and Open Interest |
358,958 |
2,645,172 |
+28,327 |
3-Mth Euribor(LIFFE) |
Sep12 |
120830 |
99.745 |
99.760 |
99.740 |
99.755 |
+0.010 |
45,040 |
461,761 |
+6,406 |
Dec12 |
120830 |
99.770 |
99.795 |
99.765 |
99.790 |
+0.020 |
46,154 |
525,937 |
+7,091 |
Mar13 |
120830 |
99.755 |
99.790 |
99.750 |
99.785 |
+0.025 |
54,396 |
457,490 |
-269 |
Total Volume and Open Interest |
410,505 |
3,678,957 |
+3,568 |
3-Mth Aus T-Bills(SFE) |
Sep12 |
120830 |
96.43 |
96.46 |
96.42 |
96.45 |
+0.02 |
13,906 |
107,618 |
-4,255 |
Dec12 |
120830 |
96.74 |
96.81 |
96.73 |
96.78 |
+0.04 |
19,489 |
162,332 |
-1,223 |
Mar13 |
120830 |
96.92 |
97.01 |
96.91 |
96.98 |
+0.06 |
10,047 |
113,746 |
-93 |
Jun13 |
120830 |
96.96 |
97.06 |
96.95 |
97.03 |
+0.06 |
7,490 |
95,691 |
-118 |
Sep13 |
120830 |
96.91 |
97.01 |
96.90 |
96.98 |
+0.07 |
4,766 |
59,860 |
-938 |
Dec13 |
120830 |
96.84 |
96.93 |
96.83 |
96.91 |
+0.07 |
4,805 |
47,871 |
+2,780 |
Mar14 |
120830 |
96.76 |
96.85 |
96.76 |
96.84 |
+0.06 |
1,980 |
30,108 |
+676 |
Jun14 |
120830 |
96.69 |
96.79 |
96.69 |
96.77 |
+0.06 |
679 |
16,088 |
-79 |
Sep14 |
120830 |
96.71 |
96.71 |
96.71 |
96.71 |
+0.07 |
2 |
2,171 |
+1 |
Dec14 |
120830 |
96.63 |
96.63 |
96.63 |
96.63 |
+0.06 |
1 |
583 |
+1 |
Total Volume and Open Interest |
63,165 |
636,117 |
-3,248 |
10-Year Aus T-Bonds(SFE) |
Sep12 |
120830 |
96.90 |
96.98 |
96.88 |
96.97 |
+0.07 |
39,633 |
364,762 |
+1,941 |
Dec12 |
120830 |
96.97 |
96.97 |
96.97 |
96.97 |
+0.07 |
10 |
10 |
+10 |
Total Volume and Open Interest |
39,643 |
364,772 |
+1,951 |
3-Year Aus T-Bonds(SFE) |
Sep12 |
120830 |
97.41 |
97.52 |
97.38 |
97.50 |
+0.09 |
109,823 |
442,902 |
+320 |
Dec12 |
120830 |
97.56 |
97.56 |
97.56 |
97.56 |
+0.09 |
|
|
|
Total Volume and Open Interest |
109,823 |
442,902 |
+320 |
Gold(CMX) |
Oct12 |
120830 |
1657.9 |
1664.3 |
1650.2 |
1654.8 |
-5.9 |
6,004 |
34,503 |
+6,288 |
Dec12 |
120830 |
1658.7 |
1666.7 |
1652.3 |
1657.1 |
-5.9 |
105,051 |
277,831 |
+3,605 |
Feb13 |
120830 |
1660.8 |
1668.2 |
1657.0 |
1659.2 |
-5.9 |
1,164 |
23,763 |
+187 |
Apr13 |
120830 |
1670.6 |
1670.6 |
1658.5 |
1661.3 |
-5.9 |
122 |
14,384 |
-6 |
Jun13 |
120830 |
1666.0 |
1666.9 |
1660.5 |
1663.4 |
-5.9 |
102 |
19,745 |
+55 |
Aug13 |
120830 |
1668.0 |
1671.9 |
1662.6 |
1665.5 |
-5.8 |
82 |
4,387 |
+8 |
Oct13 |
120830 |
1670.0 |
1674.0 |
1666.3 |
1667.6 |
-5.8 |
1 |
726 |
+1 |
Dec13 |
120830 |
1672.1 |
1678.5 |
1667.3 |
1669.8 |
-5.7 |
16 |
9,490 |
+2 |
Feb14 |
120830 |
1676.0 |
1676.0 |
1672.1 |
1672.1 |
-5.7 |
0 |
2,276 |
+0 |
Apr14 |
120830 |
1674.1 |
1674.1 |
1674.1 |
1674.1 |
-5.8 |
0 |
3,606 |
+0 |
Jun14 |
120830 |
1676.2 |
1676.2 |
1676.2 |
1676.2 |
-6.0 |
0 |
7,780 |
+0 |
Total Volume and Open Interest |
113,418 |
426,559 |
+9,957 |
Silver(CMX) |
Sep12 |
120830 |
3067.5 |
3089.0 |
3019.5 |
3036.7 |
-47.0 |
45,498 |
15,082 |
-6,304 |
Dec12 |
120830 |
3076.5 |
3097.0 |
3026.5 |
3044.6 |
-47.6 |
30,012 |
68,661 |
+1,639 |
Mar13 |
120830 |
3084.5 |
3103.5 |
3047.0 |
3051.6 |
-47.6 |
483 |
4,907 |
+3 |
May13 |
120830 |
3052.0 |
3057.0 |
3052.0 |
3055.2 |
-47.5 |
11 |
3,989 |
+3 |
Jul13 |
120830 |
3095.5 |
3095.5 |
3058.0 |
3058.1 |
-47.4 |
37 |
5,035 |
+4 |
Sep13 |
120830 |
3060.9 |
3060.9 |
3060.9 |
3060.9 |
-46.8 |
2 |
2,088 |
-1 |
Dec13 |
120830 |
3104.0 |
3104.0 |
3050.0 |
3063.8 |
-47.2 |
26 |
12,643 |
+3 |
Total Volume and Open Interest |
76,273 |
121,777 |
-4,681 |
Platinum(NYMEX) |
Oct12 |
120830 |
1518.6 |
1528.8 |
1501.7 |
1503.7 |
-16.6 |
8,673 |
49,180 |
+693 |
Jan13 |
120830 |
1523.9 |
1531.5 |
1506.7 |
1506.9 |
-16.3 |
298 |
4,582 |
+10 |
Apr13 |
120830 |
1525.9 |
1528.0 |
1509.6 |
1509.6 |
-16.3 |
12 |
694 |
-2 |
Jul13 |
120830 |
1510.6 |
1510.6 |
1510.6 |
1510.6 |
-16.3 |
1 |
1 |
+1 |
Total Volume and Open Interest |
8,985 |
54,458 |
+701 |
Palladium(NYMEX) |
Sep12 |
120830 |
630.95 |
635.00 |
612.00 |
614.90 |
-19.95 |
5,207 |
3,560 |
-2,427 |
Dec12 |
120830 |
634.40 |
636.85 |
613.50 |
616.40 |
-20.10 |
5,760 |
17,551 |
+1,592 |
Mar13 |
120830 |
617.85 |
617.85 |
617.85 |
617.85 |
-20.10 |
71 |
613 |
+6 |
Total Volume and Open Interest |
11,040 |
21,730 |
-829 |
Copper(CMX) |
Sep12 |
120830 |
343.55 |
348.85 |
342.55 |
344.05 |
-0.20 |
38,486 |
20,828 |
-3,360 |
Dec12 |
120830 |
344.20 |
349.50 |
343.25 |
344.70 |
-0.20 |
23,376 |
89,400 |
+3,540 |
Mar13 |
120830 |
345.00 |
349.60 |
344.85 |
345.65 |
-0.15 |
1,020 |
15,821 |
+54 |
May13 |
120830 |
349.25 |
349.25 |
345.90 |
346.25 |
-0.15 |
341 |
2,695 |
+17 |
Jul13 |
120830 |
346.85 |
346.85 |
346.60 |
346.60 |
-0.20 |
110 |
2,584 |
+26 |
Total Volume and Open Interest |
65,934 |
145,214 |
+1,628 |
DJIA Index(CBOT) |
Sep12 |
120830 |
13060 |
13063 |
12965 |
12982 |
-102 |
76 |
12,425 |
+21 |
Dec12 |
120830 |
12901 |
13003 |
12901 |
12901 |
-102 |
3 |
34 |
+3 |
Mar13 |
120830 |
12827 |
12929 |
12827 |
12827 |
-102 |
|
|
|
Jun13 |
120830 |
12751 |
12853 |
12751 |
12751 |
-102 |
|
|
|
Total Volume and Open Interest |
79 |
12,459 |
+24 |
E-mini DJIA Index(CBOT) |
Sep12 |
120830 |
13082 |
13088 |
12966 |
12982 |
-102 |
90,855 |
117,447 |
+2,773 |
Dec12 |
120830 |
13001 |
13049 |
12890 |
12901 |
-102 |
54 |
261 |
+8 |
Mar13 |
120830 |
12827 |
12827 |
12827 |
12827 |
-102 |
0 |
5 |
+0 |
Jun13 |
120830 |
12751 |
12751 |
12751 |
12751 |
-102 |
0 |
39 |
+0 |
Total Volume and Open Interest |
90,909 |
117,752 |
+2,781 |
S & P 500(CME) |
Sep12 |
120830 |
1406.70 |
1407.40 |
1395.40 |
1397.10 |
-10.10 |
5,236 |
220,512 |
-1,082 |
Dec12 |
120830 |
1391.30 |
1394.00 |
1389.60 |
1390.00 |
-10.10 |
198 |
15,313 |
+155 |
Mar13 |
120830 |
1383.20 |
1383.20 |
1382.80 |
1383.20 |
-10.10 |
0 |
1,307 |
+0 |
Jun13 |
120830 |
1376.00 |
1376.00 |
1375.60 |
1376.00 |
-10.10 |
0 |
131 |
+0 |
Total Volume and Open Interest |
5,434 |
237,263 |
-927 |
S & P 500 E-Mini(Globex) |
Sep12 |
120830 |
1407.00 |
1407.75 |
1395.25 |
1397.00 |
-10.25 |
1,210,117 |
3,006,498 |
+14,993 |
Dec12 |
120830 |
1400.00 |
1401.00 |
1388.25 |
1390.00 |
-10.00 |
2,019 |
47,798 |
+1,400 |
Total Volume and Open Interest |
1,212,186 |
3,056,383 |
+16,397 |
NASDAQ 100(CME) |
Sep12 |
120830 |
2781.00 |
2781.50 |
2750.00 |
2753.80 |
-27.50 |
1,017 |
18,411 |
+615 |
Dec12 |
120830 |
2751.30 |
2754.00 |
2746.50 |
2746.50 |
-27.50 |
0 |
87 |
+0 |
Mar13 |
120830 |
2741.00 |
2768.50 |
2741.00 |
2741.00 |
-27.50 |
|
|
|
Total Volume and Open Interest |
1,017 |
18,498 |
+615 |
NASDAQ 100 E-Mini(Globex) |
Sep12 |
120830 |
2781.30 |
2782.50 |
2750.30 |
2753.80 |
-27.50 |
173,035 |
459,271 |
+7,824 |
Dec12 |
120830 |
2770.00 |
2770.00 |
2744.00 |
2746.50 |
-27.50 |
188 |
974 |
+115 |
Total Volume and Open Interest |
173,223 |
460,255 |
+7,939 |
S & P Midcap 400(CME) |
Sep12 |
120830 |
965.40 |
965.40 |
965.00 |
965.40 |
-6.40 |
546 |
3,414 |
+546 |
Dec12 |
120830 |
961.90 |
967.90 |
961.90 |
961.90 |
-6.00 |
|
|
|
Mar13 |
120830 |
959.90 |
965.90 |
959.90 |
959.90 |
-6.00 |
|
|
|
Total Volume and Open Interest |
546 |
3,414 |
+546 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep12 |
120830 |
9070 |
9070 |
8905 |
8915 |
-155 |
3,537 |
30,988 |
-22 |
Dec12 |
120830 |
8920 |
9025 |
8870 |
8870 |
-155 |
113 |
141 |
+107 |
Total Volume and Open Interest |
3,650 |
31,129 |
+85 |
Nikkei 225(SGX) |
Sep12 |
120830 |
9060 |
9100 |
8960 |
8980 |
-100 |
89,356 |
188,455 |
+1,216 |
Dec12 |
120830 |
9000 |
9025 |
8905 |
8915 |
-100 |
482 |
12,428 |
+319 |
Mar13 |
120830 |
8900 |
8900 |
8900 |
8900 |
-105 |
0 |
48 |
+0 |
Total Volume and Open Interest |
89,980 |
211,195 |
+1,530 |
CAC 40(EURONEXT) |
Sep12 |
120830 |
3393.0 |
3409.0 |
3366.5 |
3377.0 |
-30.0 |
73,147 |
326,853 |
+4,637 |
Oct12 |
120830 |
3382.0 |
3394.0 |
3357.0 |
3364.5 |
-30.0 |
4,783 |
2,139 |
+258 |
Nov12 |
120830 |
3363.0 |
3363.0 |
3363.0 |
3363.0 |
-28.5 |
|
|
|
Total Volume and Open Interest |
77,930 |
329,104 |
+4,895 |
Hang Seng Index(HKFE) |
Aug12 |
120830 |
19650 |
19650 |
19420 |
19558 |
-202 |
102,969 |
57,076 |
-21,337 |
Sep12 |
120830 |
19567 |
19567 |
19332 |
19418 |
-258 |
60,210 |
62,866 |
+35,859 |
Total Volume and Open Interest |
163,555 |
126,397 |
+14,560 |
DAX(EUREX) |
Sep12 |
120830 |
6970.0 |
6981.5 |
6870.5 |
6907.5 |
-93.5 |
82,929 |
153,621 |
-3,993 |
Dec12 |
120830 |
6974.0 |
6979.5 |
6875.0 |
6908.0 |
-93.5 |
342 |
11,631 |
-185 |
Mar13 |
120830 |
6975.5 |
6980.5 |
6895.0 |
6909.5 |
-93.0 |
17 |
1,027 |
+5 |
Total Volume and Open Interest |
83,288 |
166,279 |
-4,173 |
FT-SE 100(EURONEXT) |
Sep12 |
120830 |
5735.50 |
5741.00 |
5698.50 |
5720.50 |
-20.50 |
57,138 |
637,600 |
-5,755 |
Dec12 |
120830 |
5705.00 |
5705.00 |
5674.00 |
5691.50 |
-20.50 |
1,982 |
5,257 |
+131 |
Mar13 |
120830 |
5647.50 |
5647.50 |
5647.50 |
5647.50 |
-21.00 |
0 |
227 |
+0 |
Total Volume and Open Interest |
59,120 |
643,084 |
-5,624 |
SPI 200(SFE) |
Sep12 |
120830 |
4346.0 |
4356.0 |
4291.0 |
4305.0 |
-47.0 |
19,534 |
264,936 |
+1,444 |
Dec12 |
120830 |
4346.0 |
4349.0 |
4297.0 |
4306.0 |
-48.0 |
245 |
6,479 |
+40 |
Mar13 |
120830 |
4273.0 |
4273.0 |
4273.0 |
4273.0 |
-48.0 |
0 |
1,365 |
+0 |
Total Volume and Open Interest |
19,899 |
274,529 |
+1,575 |
GSCI(CME) |
Sep12 |
120830 |
671.00 |
671.25 |
666.25 |
667.50 |
-0.75 |
79 |
8,971 |
-1 |
Oct12 |
120830 |
668.00 |
671.50 |
666.60 |
668.00 |
-0.75 |
0 |
4 |
+0 |
Nov12 |
120830 |
668.50 |
672.25 |
667.25 |
668.50 |
-1.00 |
|
|
|
Total Volume and Open Interest |
79 |
8,975 |
-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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