|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon September 03, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep12 |
120831 |
1766.50 |
1771.00 |
1753.00 |
1764.50 |
-5.75 |
8,143 |
9,951 |
-2,163 |
Nov12 |
120831 |
1761.00 |
1763.25 |
1745.50 |
1756.50 |
-7.00 |
97,516 |
367,535 |
+5 |
Jan13 |
120831 |
1755.00 |
1757.50 |
1739.00 |
1751.00 |
-6.50 |
11,323 |
93,362 |
-50 |
Mar13 |
120831 |
1676.00 |
1686.25 |
1663.00 |
1684.25 |
+4.00 |
9,498 |
92,097 |
+848 |
May13 |
120831 |
1581.00 |
1590.00 |
1566.75 |
1590.00 |
+9.75 |
6,490 |
83,298 |
-604 |
Jul13 |
120831 |
1551.25 |
1557.00 |
1537.00 |
1556.50 |
+5.25 |
3,815 |
62,644 |
+608 |
Aug13 |
120831 |
1509.50 |
1510.25 |
1505.00 |
1510.25 |
+5.25 |
99 |
343 |
-23 |
Sep13 |
120831 |
1430.25 |
1432.75 |
1428.75 |
1432.75 |
+4.00 |
49 |
550 |
+10 |
Nov13 |
120831 |
1348.00 |
1356.75 |
1337.00 |
1355.00 |
+3.50 |
1,475 |
29,121 |
+262 |
Jan14 |
120831 |
1356.25 |
1359.75 |
1356.00 |
1359.75 |
+3.75 |
2 |
226 |
+0 |
Mar14 |
120831 |
1359.75 |
1359.75 |
1356.00 |
1359.75 |
+3.75 |
0 |
53 |
+0 |
May14 |
120831 |
1360.25 |
1360.25 |
1356.50 |
1360.25 |
+3.75 |
0 |
80 |
+0 |
Jul14 |
120831 |
1363.75 |
1363.75 |
1360.00 |
1363.75 |
+3.75 |
0 |
40 |
+0 |
Aug14 |
120831 |
1358.50 |
1358.50 |
1354.75 |
1358.50 |
+3.75 |
|
|
|
Total Volume and Open Interest |
138,425 |
740,978 |
-1,098 |
Soybean Meal(CBOT) |
Sep12 |
120831 |
548.60 |
548.60 |
543.20 |
547.10 |
-1.00 |
13,868 |
16,592 |
-4,075 |
Oct12 |
120831 |
539.50 |
539.50 |
533.30 |
536.20 |
-2.20 |
11,462 |
46,216 |
+1,827 |
Dec12 |
120831 |
536.00 |
536.10 |
529.90 |
533.40 |
-1.90 |
34,458 |
116,654 |
+922 |
Jan13 |
120831 |
529.00 |
529.00 |
523.00 |
526.80 |
-1.30 |
2,562 |
19,179 |
+152 |
Mar13 |
120831 |
498.00 |
500.80 |
492.60 |
500.70 |
+3.30 |
2,318 |
15,441 |
+376 |
May13 |
120831 |
456.00 |
461.20 |
452.00 |
460.40 |
+5.10 |
2,230 |
17,747 |
+292 |
Jul13 |
120831 |
443.00 |
447.80 |
439.60 |
446.90 |
+4.00 |
972 |
15,274 |
+271 |
Aug13 |
120831 |
426.00 |
431.30 |
425.00 |
431.00 |
+4.10 |
93 |
769 |
-14 |
Sep13 |
120831 |
402.00 |
405.00 |
400.90 |
405.00 |
+4.10 |
41 |
926 |
+6 |
Oct13 |
120831 |
371.80 |
378.60 |
371.50 |
378.60 |
+2.80 |
31 |
2,214 |
+102 |
Total Volume and Open Interest |
68,877 |
257,951 |
+345 |
Soybean Oil(CBOT) |
Sep12 |
120831 |
56.44 |
56.86 |
56.18 |
56.42 |
-0.17 |
23,451 |
15,274 |
-5,704 |
Oct12 |
120831 |
56.71 |
57.11 |
56.39 |
56.65 |
-0.17 |
17,428 |
44,566 |
+27 |
Dec12 |
120831 |
57.23 |
57.54 |
56.76 |
57.08 |
-0.17 |
60,915 |
173,822 |
+2,878 |
Jan13 |
120831 |
57.36 |
57.77 |
57.00 |
57.32 |
-0.16 |
7,205 |
33,309 |
+341 |
Mar13 |
120831 |
57.38 |
57.89 |
57.10 |
57.48 |
-0.08 |
3,988 |
23,670 |
+403 |
May13 |
120831 |
57.10 |
57.65 |
56.78 |
57.24 |
-0.06 |
4,018 |
14,773 |
+14 |
Jul13 |
120831 |
57.20 |
57.48 |
56.66 |
57.02 |
-0.19 |
1,968 |
14,468 |
+232 |
Aug13 |
120831 |
56.54 |
56.89 |
56.54 |
56.63 |
-0.26 |
184 |
2,152 |
-34 |
Sep13 |
120831 |
56.00 |
56.30 |
55.73 |
55.94 |
-0.36 |
181 |
1,539 |
-17 |
Oct13 |
120831 |
54.89 |
55.31 |
54.61 |
54.80 |
-0.51 |
207 |
2,677 |
+28 |
Total Volume and Open Interest |
120,509 |
334,348 |
-1,845 |
Canola(WCE) |
Nov12 |
120831 |
635.7 |
640.0 |
631.7 |
637.6 |
+1.9 |
10,534 |
136,047 |
+2,311 |
Jan13 |
120831 |
635.9 |
643.0 |
635.9 |
641.2 |
+2.0 |
4,089 |
53,100 |
+964 |
Mar13 |
120831 |
639.5 |
642.6 |
636.1 |
640.6 |
+1.1 |
1,875 |
17,156 |
-158 |
May13 |
120831 |
628.3 |
630.4 |
625.1 |
628.3 |
+0.3 |
1,278 |
19,405 |
+23 |
Jul13 |
120831 |
617.0 |
619.7 |
616.3 |
619.7 |
+0.1 |
874 |
3,725 |
-118 |
Total Volume and Open Interest |
19,350 |
232,150 |
+3,647 |
Corn(CBOT) |
Sep12 |
120831 |
811.00 |
813.75 |
796.00 |
802.75 |
-8.75 |
53,933 |
34,616 |
-14,994 |
Dec12 |
120831 |
808.00 |
809.75 |
793.25 |
799.75 |
-8.75 |
171,166 |
718,336 |
-1,798 |
Mar13 |
120831 |
808.25 |
809.75 |
795.25 |
802.00 |
-6.75 |
20,887 |
184,235 |
+2,631 |
May13 |
120831 |
801.50 |
801.75 |
789.00 |
795.00 |
-6.50 |
4,737 |
52,277 |
+914 |
Jul13 |
120831 |
784.75 |
789.50 |
776.00 |
780.50 |
-5.00 |
8,073 |
103,546 |
+709 |
Sep13 |
120831 |
678.75 |
685.00 |
675.00 |
682.00 |
+2.50 |
846 |
14,763 |
+97 |
Dec13 |
120831 |
650.00 |
652.25 |
645.50 |
650.00 |
-2.00 |
5,700 |
82,306 |
+783 |
Mar14 |
120831 |
654.50 |
659.25 |
654.50 |
658.00 |
-1.25 |
177 |
1,718 |
+87 |
May14 |
120831 |
661.50 |
665.25 |
660.25 |
664.00 |
-1.25 |
27 |
401 |
+12 |
Jul14 |
120831 |
665.00 |
667.00 |
663.75 |
665.50 |
+1.00 |
2 |
987 |
+2 |
Total Volume and Open Interest |
265,654 |
1,198,533 |
-11,524 |
Wheat(CBOT) |
Sep12 |
120831 |
885.50 |
888.00 |
862.25 |
870.00 |
-13.50 |
12,771 |
10,394 |
-4,590 |
Dec12 |
120831 |
903.00 |
906.00 |
881.00 |
889.50 |
-13.50 |
58,706 |
270,087 |
+5,563 |
Mar13 |
120831 |
911.00 |
912.75 |
890.50 |
899.50 |
-11.50 |
9,172 |
67,443 |
+1,329 |
May13 |
120831 |
903.00 |
903.75 |
884.25 |
895.00 |
-10.00 |
2,355 |
15,212 |
-106 |
Jul13 |
120831 |
854.50 |
861.75 |
848.75 |
857.75 |
unch |
1,751 |
50,492 |
+415 |
Sep13 |
120831 |
853.50 |
859.25 |
851.00 |
856.75 |
+0.50 |
91 |
1,768 |
+29 |
Total Volume and Open Interest |
85,619 |
446,125 |
+3,006 |
Wheat(KCBT) |
Sep12 |
120831 |
889.25 |
891.50 |
870.75 |
880.75 |
-9.00 |
6,655 |
8,101 |
-3,010 |
Dec12 |
120831 |
916.00 |
919.00 |
895.75 |
906.00 |
-10.00 |
16,189 |
95,102 |
+1,331 |
Mar13 |
120831 |
927.00 |
929.00 |
907.00 |
918.25 |
-8.75 |
1,286 |
21,956 |
+39 |
May13 |
120831 |
920.25 |
921.25 |
901.00 |
911.00 |
-9.50 |
338 |
8,014 |
+51 |
Jul13 |
120831 |
874.50 |
880.25 |
868.00 |
880.25 |
+0.50 |
393 |
13,155 |
+61 |
Sep13 |
120831 |
875.00 |
879.25 |
872.00 |
879.25 |
unch |
36 |
732 |
+23 |
Total Volume and Open Interest |
24,908 |
147,970 |
-1,510 |
Wheat(MGE) |
Sep12 |
120831 |
937.50 |
938.00 |
925.00 |
931.75 |
-8.25 |
3,082 |
1,712 |
-818 |
Dec12 |
120831 |
950.25 |
954.50 |
938.50 |
948.25 |
-6.75 |
5,075 |
26,157 |
+1,849 |
Mar13 |
120831 |
962.00 |
963.00 |
949.00 |
956.75 |
-7.00 |
329 |
7,415 |
+76 |
May13 |
120831 |
966.00 |
966.00 |
954.00 |
963.25 |
-5.00 |
42 |
1,415 |
+10 |
Jul13 |
120831 |
967.00 |
967.50 |
958.25 |
965.25 |
-6.75 |
18 |
435 |
+5 |
Total Volume and Open Interest |
8,606 |
39,665 |
+1,159 |
Oats(CBOT) |
Sep12 |
120831 |
385.50 |
393.00 |
384.75 |
388.50 |
+1.00 |
59 |
143 |
-39 |
Dec12 |
120831 |
394.00 |
402.00 |
392.50 |
397.50 |
+2.25 |
1,355 |
9,752 |
-26 |
Mar13 |
120831 |
396.75 |
400.00 |
393.50 |
397.00 |
+2.00 |
28 |
915 |
+9 |
May13 |
120831 |
396.00 |
396.00 |
394.75 |
396.00 |
+1.25 |
0 |
47 |
+0 |
Total Volume and Open Interest |
1,442 |
10,871 |
-56 |
Rough Rice(CBOT) |
Sep12 |
120831 |
15.05 |
15.14 |
14.93 |
15.01 |
-0.02 |
741 |
2,436 |
-244 |
Nov12 |
120831 |
15.38 |
15.45 |
15.18 |
15.28 |
-0.03 |
1,024 |
11,042 |
+507 |
Jan13 |
120831 |
15.63 |
15.72 |
15.51 |
15.60 |
-0.03 |
128 |
1,287 |
+86 |
Mar13 |
120831 |
15.87 |
15.95 |
15.79 |
15.87 |
-0.03 |
4 |
116 |
+2 |
Total Volume and Open Interest |
1,897 |
14,915 |
+351 |
Live Cattle(CME) |
Oct12 |
120831 |
126.000 |
126.285 |
125.430 |
126.035 |
+0.535 |
32,413 |
122,330 |
-1,881 |
Dec12 |
120831 |
128.575 |
129.000 |
128.150 |
128.650 |
+0.200 |
17,117 |
79,476 |
+1,536 |
Feb13 |
120831 |
132.250 |
132.500 |
131.750 |
132.250 |
+0.100 |
6,715 |
35,943 |
+510 |
Apr13 |
120831 |
136.000 |
136.380 |
135.400 |
135.900 |
-0.085 |
4,682 |
31,345 |
+1,774 |
Jun13 |
120831 |
133.000 |
133.300 |
132.100 |
132.380 |
-0.420 |
1,381 |
11,177 |
+409 |
Aug13 |
120831 |
133.200 |
133.200 |
132.350 |
132.500 |
-0.350 |
175 |
4,405 |
+72 |
Total Volume and Open Interest |
63,180 |
286,722 |
+2,187 |
Feeder Cattle(CME) |
Sep12 |
120831 |
143.500 |
145.380 |
143.500 |
144.600 |
+1.300 |
1,075 |
6,466 |
-62 |
Oct12 |
120831 |
145.400 |
147.250 |
145.185 |
146.685 |
+1.785 |
2,176 |
14,545 |
+291 |
Nov12 |
120831 |
146.750 |
148.350 |
146.535 |
147.800 |
+1.550 |
934 |
6,208 |
+199 |
Jan13 |
120831 |
149.575 |
150.400 |
149.300 |
149.735 |
+0.950 |
526 |
4,516 |
+36 |
Mar13 |
120831 |
152.400 |
153.150 |
152.235 |
152.935 |
+1.110 |
199 |
1,463 |
+11 |
Apr13 |
120831 |
154.000 |
154.400 |
153.900 |
154.000 |
+0.900 |
84 |
637 |
-10 |
May13 |
120831 |
155.150 |
155.800 |
154.825 |
155.250 |
+0.870 |
87 |
1,057 |
+24 |
Total Volume and Open Interest |
5,393 |
38,871 |
+460 |
Lean Hogs(CME) |
Oct12 |
120831 |
74.225 |
74.350 |
72.800 |
74.180 |
+0.030 |
16,547 |
90,422 |
-1,181 |
Dec12 |
120831 |
71.900 |
72.450 |
70.635 |
72.400 |
+0.600 |
11,334 |
60,414 |
+1,331 |
Feb13 |
120831 |
79.830 |
80.385 |
78.700 |
80.330 |
+0.430 |
3,331 |
32,135 |
+306 |
Apr13 |
120831 |
88.580 |
88.600 |
87.500 |
88.385 |
-0.265 |
1,729 |
23,075 |
+375 |
May13 |
120831 |
96.700 |
97.250 |
96.035 |
97.250 |
unch |
25 |
973 |
+2 |
Jun13 |
120831 |
99.980 |
100.285 |
99.300 |
100.150 |
-0.135 |
1,069 |
15,736 |
+499 |
Jul13 |
120831 |
99.250 |
99.950 |
98.950 |
99.785 |
+0.085 |
136 |
3,905 |
+51 |
Aug13 |
120831 |
98.250 |
98.700 |
98.200 |
98.400 |
-0.250 |
73 |
3,065 |
+40 |
Total Volume and Open Interest |
34,330 |
231,691 |
+1,484 |
Class III Milk(CME) |
Sep12 |
120831 |
19.07 |
19.07 |
18.86 |
18.89 |
-0.22 |
432 |
5,053 |
-30 |
Oct12 |
120831 |
20.12 |
20.19 |
19.70 |
19.76 |
-0.43 |
347 |
5,157 |
+119 |
Nov12 |
120831 |
20.21 |
20.21 |
19.82 |
19.90 |
-0.31 |
296 |
4,030 |
+108 |
Dec12 |
120831 |
20.14 |
20.21 |
19.81 |
19.88 |
-0.33 |
210 |
3,532 |
+50 |
Jan13 |
120831 |
19.85 |
19.90 |
19.73 |
19.77 |
-0.13 |
90 |
1,364 |
+57 |
Total Volume and Open Interest |
1,489 |
25,368 |
-3,820 |
Cocoa(ICE) |
Sep12 |
120831 |
2673 |
2673 |
2650 |
2656 |
+14 |
37 |
199 |
+7 |
Dec12 |
120831 |
2613 |
2647 |
2588 |
2610 |
+9 |
12,887 |
102,873 |
-669 |
Mar13 |
120831 |
2621 |
2653 |
2598 |
2617 |
+9 |
2,500 |
41,168 |
+68 |
May13 |
120831 |
2621 |
2655 |
2606 |
2620 |
+4 |
937 |
16,665 |
+191 |
Jul13 |
120831 |
2639 |
2663 |
2622 |
2628 |
+5 |
1,309 |
11,942 |
+1,074 |
Sep13 |
120831 |
2645 |
2664 |
2628 |
2634 |
+4 |
28 |
4,916 |
+18 |
Dec13 |
120831 |
2652 |
2670 |
2638 |
2645 |
+7 |
22 |
5,967 |
+2 |
Total Volume and Open Interest |
18,855 |
190,302 |
+1,806 |
Coffee "C"(ICE) |
Sep12 |
120831 |
163.75 |
165.20 |
162.80 |
164.55 |
+1.55 |
69 |
177 |
-81 |
Dec12 |
120831 |
164.10 |
167.45 |
162.50 |
164.75 |
+1.35 |
6,969 |
90,318 |
+268 |
Mar13 |
120831 |
167.90 |
171.10 |
166.25 |
168.45 |
+1.35 |
2,053 |
29,411 |
+349 |
May13 |
120831 |
170.50 |
172.25 |
169.20 |
171.10 |
+1.35 |
604 |
7,938 |
+82 |
Jul13 |
120831 |
173.05 |
173.85 |
171.80 |
173.60 |
+1.30 |
456 |
5,373 |
+37 |
Sep13 |
120831 |
175.10 |
176.40 |
174.70 |
176.20 |
+1.35 |
179 |
1,752 |
-13 |
Total Volume and Open Interest |
10,349 |
136,868 |
+633 |
Orange Juice(ICE) |
Sep12 |
120831 |
129.00 |
131.90 |
126.50 |
131.90 |
+2.10 |
322 |
619 |
-235 |
Nov12 |
120831 |
118.65 |
120.80 |
115.30 |
118.95 |
+1.75 |
1,096 |
17,106 |
+280 |
Jan13 |
120831 |
120.35 |
120.35 |
115.65 |
119.00 |
+1.25 |
119 |
2,365 |
-68 |
Mar13 |
120831 |
122.00 |
122.00 |
118.45 |
120.75 |
+1.15 |
10 |
2,061 |
+3 |
May13 |
120831 |
122.95 |
122.95 |
120.45 |
122.60 |
+1.10 |
52 |
683 |
+52 |
Jul13 |
120831 |
124.10 |
124.10 |
124.10 |
124.10 |
+1.10 |
0 |
16 |
+0 |
Total Volume and Open Interest |
1,599 |
22,863 |
+32 |
Sugar #11(ICE) |
Oct12 |
120831 |
19.86 |
19.99 |
19.62 |
19.78 |
+0.03 |
62,365 |
295,469 |
-7,740 |
Mar13 |
120831 |
20.61 |
20.66 |
20.36 |
20.51 |
+0.07 |
28,315 |
200,634 |
+2,199 |
May13 |
120831 |
20.55 |
20.64 |
20.35 |
20.50 |
+0.06 |
6,633 |
47,633 |
+890 |
Jul13 |
120831 |
20.54 |
20.62 |
20.36 |
20.48 |
+0.05 |
4,094 |
81,245 |
+544 |
Oct13 |
120831 |
20.83 |
20.90 |
20.64 |
20.79 |
+0.05 |
3,912 |
43,823 |
+158 |
Mar14 |
120831 |
21.14 |
21.20 |
21.02 |
21.16 |
+0.04 |
2,072 |
27,587 |
+499 |
May14 |
120831 |
21.00 |
21.06 |
20.94 |
21.02 |
+0.05 |
347 |
7,535 |
+150 |
Jul14 |
120831 |
20.85 |
20.87 |
20.81 |
20.87 |
+0.03 |
266 |
6,058 |
-55 |
Total Volume and Open Interest |
108,470 |
720,235 |
-3,181 |
London Cocoa(LCE) |
Sep12 |
120831 |
1699 |
1703 |
1683 |
1686 |
-1 |
1,639 |
21,725 |
-3,055 |
Dec12 |
120831 |
1714 |
1720 |
1694 |
1697 |
-8 |
14,242 |
65,703 |
+2,331 |
Mar13 |
120831 |
1704 |
1710 |
1684 |
1688 |
-8 |
3,305 |
56,961 |
-18 |
May13 |
120831 |
1706 |
1714 |
1691 |
1694 |
-7 |
1,485 |
23,852 |
-21 |
Jul13 |
120831 |
1711 |
1721 |
1695 |
1699 |
-7 |
1,305 |
14,014 |
+220 |
Sep13 |
120831 |
1712 |
1721 |
1704 |
1704 |
-6 |
200 |
8,462 |
+71 |
Dec13 |
120831 |
1716 |
1719 |
1702 |
1702 |
-7 |
165 |
8,024 |
+98 |
Total Volume and Open Interest |
22,458 |
199,777 |
-124 |
London Sugar(LCE) |
Oct12 |
120831 |
559.00 |
568.00 |
559.00 |
566.40 |
+7.30 |
3,523 |
21,290 |
+492 |
Dec12 |
120831 |
553.00 |
563.20 |
553.00 |
562.10 |
+9.70 |
2,673 |
15,434 |
+445 |
Mar13 |
120831 |
553.70 |
559.10 |
553.40 |
557.50 |
+4.20 |
2,166 |
20,187 |
+457 |
May13 |
120831 |
556.60 |
560.10 |
555.60 |
557.70 |
+1.90 |
1,557 |
4,685 |
+223 |
Aug13 |
120831 |
558.30 |
559.50 |
555.10 |
556.80 |
+1.40 |
580 |
3,031 |
+91 |
Total Volume and Open Interest |
10,698 |
68,121 |
+1,756 |
Cotton(ICE) |
Oct12 |
120831 |
76.10 |
76.48 |
76.02 |
76.48 |
+0.33 |
21 |
327 |
+0 |
Dec12 |
120831 |
76.90 |
77.29 |
76.25 |
77.26 |
+0.32 |
9,644 |
126,778 |
+1,103 |
Mar13 |
120831 |
77.59 |
78.02 |
77.05 |
77.98 |
+0.25 |
1,534 |
38,439 |
+416 |
May13 |
120831 |
78.19 |
78.69 |
77.90 |
78.66 |
+0.29 |
219 |
6,234 |
-17 |
Jul13 |
120831 |
78.80 |
79.33 |
78.55 |
79.33 |
+0.44 |
94 |
6,678 |
+29 |
Oct13 |
120831 |
80.40 |
80.75 |
80.40 |
80.75 |
+0.75 |
0 |
5 |
+0 |
Total Volume and Open Interest |
11,561 |
181,356 |
+1,559 |
Lumber(CME) |
Sep12 |
120831 |
289.0 |
290.8 |
287.6 |
288.1 |
-0.3 |
185 |
1,188 |
-59 |
Nov12 |
120831 |
285.1 |
288.5 |
282.0 |
283.0 |
-1.7 |
327 |
6,491 |
-44 |
Jan13 |
120831 |
300.6 |
301.4 |
299.0 |
299.0 |
-0.4 |
66 |
1,504 |
+2 |
Mar13 |
120831 |
309.2 |
310.5 |
307.1 |
307.1 |
-1.2 |
32 |
397 |
+18 |
Total Volume and Open Interest |
610 |
9,607 |
-83 |
Crude Oil(NYM) |
Oct12 |
120831 |
94.75 |
96.92 |
94.51 |
96.47 |
+1.85 |
185,887 |
269,239 |
-2,706 |
Nov12 |
120831 |
95.02 |
97.21 |
94.86 |
96.76 |
+1.80 |
29,466 |
157,313 |
+1,801 |
Dec12 |
120831 |
95.33 |
97.50 |
95.20 |
97.07 |
+1.76 |
45,442 |
197,908 |
+724 |
Jan13 |
120831 |
95.77 |
97.79 |
95.69 |
97.49 |
+1.73 |
15,338 |
110,242 |
-963 |
Feb13 |
120831 |
96.49 |
98.11 |
96.49 |
97.86 |
+1.72 |
11,522 |
41,280 |
-230 |
Mar13 |
120831 |
96.77 |
98.45 |
96.31 |
98.12 |
+1.72 |
14,484 |
56,427 |
+494 |
Apr13 |
120831 |
96.95 |
98.55 |
96.95 |
98.22 |
+1.71 |
6,907 |
24,984 |
+540 |
May13 |
120831 |
96.99 |
98.25 |
96.79 |
98.18 |
+1.69 |
4,504 |
21,442 |
+267 |
Jun13 |
120831 |
96.28 |
98.30 |
96.26 |
98.03 |
+1.66 |
16,621 |
80,142 |
-928 |
Jul13 |
120831 |
96.48 |
97.83 |
96.48 |
97.83 |
+1.62 |
2,420 |
28,137 |
-299 |
Aug13 |
120831 |
97.35 |
97.59 |
97.35 |
97.57 |
+1.57 |
2,286 |
18,998 |
+796 |
Sep13 |
120831 |
96.95 |
97.27 |
95.93 |
97.27 |
+1.52 |
1,559 |
26,972 |
-130 |
Oct13 |
120831 |
96.98 |
96.98 |
96.98 |
96.98 |
+1.48 |
2,707 |
15,847 |
+901 |
Nov13 |
120831 |
96.69 |
96.69 |
96.69 |
96.69 |
+1.44 |
2,623 |
19,593 |
-184 |
Dec13 |
120831 |
95.26 |
96.61 |
95.19 |
96.42 |
+1.41 |
20,125 |
154,032 |
+1,319 |
Jan14 |
120831 |
96.03 |
96.03 |
96.03 |
96.03 |
+1.38 |
724 |
21,126 |
-166 |
Total Volume and Open Interest |
368,240 |
1,512,995 |
+1,681 |
e-miNY Crude Oil(NYM) |
Sep12 |
120820 |
96.375 |
96.550 |
95.025 |
95.975 |
-0.025 |
6,395 |
4,351 |
-17 |
Oct12 |
120831 |
94.675 |
96.900 |
94.500 |
96.475 |
+1.850 |
6,833 |
5,298 |
-157 |
Nov12 |
120831 |
94.900 |
97.175 |
94.875 |
96.750 |
+1.800 |
136 |
2,465 |
+18 |
Dec12 |
120831 |
95.250 |
97.450 |
95.250 |
97.075 |
+1.775 |
86 |
3,580 |
+2 |
Jan13 |
120831 |
97.325 |
97.500 |
97.325 |
97.500 |
+1.750 |
52 |
666 |
-12 |
Feb13 |
120831 |
97.000 |
97.850 |
97.000 |
97.850 |
+1.700 |
0 |
72 |
+0 |
Mar13 |
120831 |
98.125 |
98.125 |
98.125 |
98.125 |
+1.725 |
0 |
6 |
+0 |
Apr13 |
120831 |
98.225 |
98.225 |
98.225 |
98.225 |
+1.725 |
0 |
1 |
+0 |
May13 |
120831 |
98.175 |
98.175 |
98.175 |
98.175 |
+1.675 |
1 |
1 |
+0 |
Jun13 |
120831 |
98.025 |
98.025 |
98.025 |
98.025 |
+1.650 |
0 |
39 |
+0 |
Total Volume and Open Interest |
7,108 |
12,326 |
-149 |
Heating Oil(NYM) |
Oct12 |
120831 |
313.26 |
318.81 |
313.10 |
318.02 |
+4.69 |
46,833 |
91,760 |
+5,343 |
Nov12 |
120831 |
313.39 |
318.54 |
313.29 |
317.86 |
+4.49 |
16,533 |
46,455 |
+1,322 |
Dec12 |
120831 |
313.28 |
318.22 |
313.28 |
317.59 |
+4.31 |
18,598 |
50,478 |
+2,034 |
Jan13 |
120831 |
314.01 |
317.75 |
312.90 |
317.10 |
+4.14 |
7,507 |
32,399 |
+929 |
Feb13 |
120831 |
312.39 |
315.52 |
311.51 |
315.45 |
+3.98 |
3,805 |
11,852 |
-234 |
Mar13 |
120831 |
310.45 |
312.99 |
310.10 |
312.96 |
+3.87 |
3,387 |
23,086 |
+324 |
Apr13 |
120831 |
307.10 |
310.56 |
306.50 |
309.98 |
+3.75 |
1,903 |
22,109 |
+532 |
May13 |
120831 |
309.74 |
311.30 |
309.74 |
311.30 |
+3.69 |
884 |
9,753 |
+162 |
Jun13 |
120831 |
306.01 |
308.77 |
305.26 |
308.77 |
+3.65 |
895 |
10,271 |
-3 |
Jul13 |
120831 |
307.62 |
307.62 |
307.62 |
307.62 |
+3.65 |
146 |
2,708 |
-19 |
Aug13 |
120831 |
307.05 |
307.05 |
307.05 |
307.05 |
+3.67 |
133 |
1,236 |
+28 |
Sep13 |
120831 |
306.93 |
306.93 |
306.93 |
306.93 |
+3.67 |
37 |
1,093 |
+19 |
Oct13 |
120831 |
307.09 |
307.09 |
307.09 |
307.09 |
+3.70 |
0 |
499 |
+0 |
Nov13 |
120831 |
307.24 |
307.24 |
307.24 |
307.24 |
+3.70 |
0 |
569 |
+0 |
Total Volume and Open Interest |
116,195 |
323,675 |
+6,420 |
Gasoline(NYMEX) |
Oct12 |
120831 |
290.71 |
297.99 |
290.55 |
297.28 |
+6.48 |
47,229 |
104,020 |
+3,123 |
Nov12 |
120831 |
282.84 |
288.92 |
282.81 |
288.45 |
+6.11 |
19,387 |
44,361 |
+2,196 |
Dec12 |
120831 |
277.11 |
283.38 |
277.10 |
282.80 |
+5.69 |
13,344 |
50,768 |
+533 |
Jan13 |
120831 |
274.87 |
280.77 |
274.87 |
280.36 |
+5.49 |
6,132 |
20,024 |
+337 |
Feb13 |
120831 |
276.03 |
280.24 |
275.58 |
279.87 |
+5.35 |
2,737 |
9,633 |
-252 |
Mar13 |
120831 |
275.00 |
281.04 |
275.00 |
280.67 |
+5.15 |
2,670 |
11,844 |
-65 |
Apr13 |
120831 |
291.10 |
294.60 |
289.12 |
294.23 |
+5.01 |
892 |
6,325 |
-95 |
May13 |
120831 |
289.65 |
292.78 |
289.65 |
292.78 |
+4.89 |
511 |
3,101 |
+54 |
Jun13 |
120831 |
285.44 |
290.25 |
285.44 |
290.21 |
+4.77 |
1,128 |
6,572 |
+176 |
Jul13 |
120831 |
286.89 |
286.89 |
286.89 |
286.89 |
+4.59 |
490 |
927 |
+83 |
Total Volume and Open Interest |
123,237 |
278,053 |
+2,856 |
e-miNY RBOB Gasoline(NYM) |
Oct12 |
120831 |
297.30 |
297.30 |
297.28 |
297.30 |
+6.50 |
|
|
|
Nov12 |
120831 |
288.50 |
288.50 |
288.45 |
288.50 |
+6.20 |
|
|
|
Dec12 |
120831 |
282.80 |
282.80 |
282.80 |
282.80 |
+5.70 |
|
|
|
Jan13 |
120831 |
280.40 |
280.40 |
280.36 |
280.40 |
+5.50 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Oct12 |
120831 |
2.760 |
2.808 |
2.707 |
2.799 |
+0.051 |
151,025 |
211,927 |
-5,373 |
Nov12 |
120831 |
2.918 |
2.973 |
2.875 |
2.963 |
+0.044 |
52,260 |
221,460 |
-527 |
Dec12 |
120831 |
3.181 |
3.230 |
3.144 |
3.220 |
+0.034 |
35,753 |
71,935 |
+1,653 |
Jan13 |
120831 |
3.321 |
3.365 |
3.282 |
3.357 |
+0.032 |
28,184 |
165,223 |
+2,294 |
Feb13 |
120831 |
3.330 |
3.385 |
3.308 |
3.375 |
+0.031 |
4,972 |
31,280 |
+335 |
Mar13 |
120831 |
3.328 |
3.374 |
3.297 |
3.364 |
+0.029 |
6,998 |
56,635 |
+1,042 |
Apr13 |
120831 |
3.310 |
3.366 |
3.290 |
3.357 |
+0.029 |
11,179 |
72,881 |
+2,695 |
May13 |
120831 |
3.345 |
3.401 |
3.328 |
3.392 |
+0.028 |
2,155 |
18,934 |
+39 |
Jun13 |
120831 |
3.402 |
3.445 |
3.374 |
3.434 |
+0.027 |
1,149 |
15,656 |
+205 |
Jul13 |
120831 |
3.427 |
3.483 |
3.410 |
3.473 |
+0.027 |
1,269 |
15,903 |
+207 |
Aug13 |
120831 |
3.444 |
3.503 |
3.427 |
3.492 |
+0.026 |
993 |
10,801 |
+8 |
Sep13 |
120831 |
3.448 |
3.505 |
3.434 |
3.495 |
+0.026 |
1,177 |
9,302 |
+133 |
Oct13 |
120831 |
3.477 |
3.528 |
3.468 |
3.524 |
+0.027 |
4,910 |
43,113 |
-382 |
Nov13 |
120831 |
3.605 |
3.636 |
3.578 |
3.636 |
+0.025 |
383 |
20,604 |
+120 |
Dec13 |
120831 |
3.811 |
3.849 |
3.799 |
3.841 |
+0.025 |
740 |
18,099 |
+331 |
Jan14 |
120831 |
3.920 |
3.946 |
3.901 |
3.940 |
+0.023 |
732 |
31,241 |
+88 |
Total Volume and Open Interest |
304,363 |
1,076,573 |
-3,841 |
Brent Crude Oil(ICE) |
Oct12 |
120831 |
112.48 |
114.93 |
112.36 |
114.57 |
+1.92 |
181,929 |
213,744 |
-5,352 |
Nov12 |
120831 |
112.07 |
114.35 |
111.97 |
114.05 |
+1.84 |
96,030 |
192,145 |
+1,794 |
Dec12 |
120831 |
111.65 |
113.85 |
111.55 |
113.60 |
+1.80 |
103,511 |
151,148 |
-402 |
Jan13 |
120831 |
111.40 |
113.40 |
111.17 |
113.18 |
+1.77 |
25,741 |
57,991 |
+3,142 |
Feb13 |
120831 |
111.00 |
112.93 |
110.77 |
112.72 |
+1.71 |
14,116 |
36,599 |
+317 |
Mar13 |
120831 |
110.60 |
112.44 |
110.36 |
112.24 |
+1.64 |
13,173 |
37,218 |
+180 |
Apr13 |
120831 |
110.56 |
111.94 |
110.42 |
111.75 |
+1.58 |
4,735 |
19,844 |
+293 |
May13 |
120831 |
110.11 |
111.41 |
109.95 |
111.23 |
+1.50 |
3,983 |
19,360 |
+252 |
Jun13 |
120831 |
109.29 |
110.91 |
109.29 |
110.72 |
+1.43 |
20,026 |
54,718 |
+1,290 |
Jul13 |
120831 |
110.50 |
110.50 |
110.24 |
110.24 |
+1.37 |
1,904 |
18,201 |
+171 |
Aug13 |
120831 |
109.80 |
109.80 |
109.73 |
109.76 |
+1.32 |
2,257 |
22,415 |
+911 |
Sep13 |
120831 |
109.35 |
109.45 |
109.23 |
109.23 |
+1.26 |
3,856 |
25,221 |
+816 |
Oct13 |
120831 |
108.47 |
108.89 |
108.47 |
108.71 |
+1.20 |
1,943 |
20,263 |
+980 |
Nov13 |
120831 |
108.02 |
108.22 |
108.02 |
108.22 |
+1.14 |
1,011 |
15,827 |
+90 |
Total Volume and Open Interest |
504,485 |
1,140,754 |
+5,189 |
Gas Oil(ICE) |
Sep12 |
120831 |
985.00 |
998.00 |
983.50 |
995.00 |
+10.75 |
41,271 |
86,062 |
-3,885 |
Oct12 |
120831 |
980.75 |
997.75 |
980.75 |
994.25 |
+11.00 |
68,726 |
132,581 |
+3,354 |
Nov12 |
120831 |
979.25 |
993.00 |
977.75 |
989.75 |
+11.25 |
30,202 |
76,458 |
+837 |
Dec12 |
120831 |
974.25 |
987.50 |
972.00 |
984.00 |
+11.50 |
34,324 |
74,288 |
+1,334 |
Jan13 |
120831 |
968.00 |
983.00 |
967.75 |
979.75 |
+11.25 |
9,759 |
39,110 |
+419 |
Feb13 |
120831 |
964.50 |
975.75 |
962.50 |
974.25 |
+11.25 |
3,138 |
22,744 |
-112 |
Mar13 |
120831 |
958.50 |
970.75 |
958.50 |
968.25 |
+11.25 |
3,165 |
19,234 |
+350 |
Apr13 |
120831 |
952.75 |
964.75 |
952.75 |
962.50 |
+11.00 |
1,765 |
16,182 |
+192 |
May13 |
120831 |
947.00 |
957.75 |
947.00 |
956.50 |
+10.50 |
1,243 |
10,857 |
-173 |
Jun13 |
120831 |
942.25 |
953.50 |
942.25 |
951.75 |
+10.00 |
2,569 |
37,076 |
-384 |
Total Volume and Open Interest |
199,023 |
603,177 |
+2,459 |
Ethanol(CBOT) |
Sep12 |
120831 |
2.562 |
2.562 |
2.547 |
2.553 |
-0.034 |
321 |
352 |
-137 |
Oct12 |
120831 |
2.580 |
2.580 |
2.555 |
2.559 |
-0.019 |
239 |
1,219 |
+75 |
Nov12 |
120831 |
2.570 |
2.570 |
2.541 |
2.544 |
-0.021 |
60 |
1,895 |
+15 |
Dec12 |
120831 |
2.531 |
2.539 |
2.527 |
2.530 |
-0.019 |
34 |
1,750 |
-3 |
Jan13 |
120831 |
2.535 |
2.535 |
2.520 |
2.520 |
-0.021 |
11 |
1,622 |
+1 |
Feb13 |
120831 |
2.523 |
2.523 |
2.504 |
2.507 |
-0.022 |
22 |
1,221 |
-17 |
Mar13 |
120831 |
2.525 |
2.525 |
2.506 |
2.513 |
-0.013 |
73 |
1,629 |
+45 |
Apr13 |
120831 |
2.530 |
2.530 |
2.529 |
2.530 |
-0.014 |
34 |
484 |
-26 |
Total Volume and Open Interest |
894 |
11,986 |
+5 |
WTI Crude Oil(ICE) |
Oct12 |
120831 |
94.62 |
96.93 |
94.52 |
96.47 |
+1.85 |
41,241 |
59,250 |
+1,530 |
Nov12 |
120831 |
94.95 |
97.16 |
94.92 |
96.76 |
+1.80 |
11,967 |
44,180 |
-651 |
Dec12 |
120831 |
95.35 |
97.46 |
95.32 |
97.07 |
+1.76 |
15,049 |
93,826 |
-2,184 |
Jan13 |
120831 |
95.79 |
97.87 |
95.74 |
97.49 |
+1.73 |
4,563 |
24,548 |
+261 |
Feb13 |
120831 |
96.75 |
98.10 |
96.75 |
97.86 |
+1.72 |
2,514 |
14,189 |
+52 |
Mar13 |
120831 |
96.70 |
98.40 |
96.69 |
98.12 |
+1.72 |
2,887 |
16,748 |
+337 |
Apr13 |
120831 |
97.50 |
98.41 |
97.50 |
98.22 |
+1.71 |
1,253 |
5,612 |
-50 |
May13 |
120831 |
97.48 |
98.32 |
97.48 |
98.18 |
+1.69 |
1,067 |
6,116 |
-85 |
Jun13 |
120831 |
97.35 |
98.16 |
97.30 |
98.03 |
+1.66 |
4,218 |
34,818 |
+207 |
Jul13 |
120831 |
97.83 |
97.83 |
97.83 |
97.83 |
+1.62 |
340 |
2,790 |
-65 |
Aug13 |
120831 |
97.57 |
97.57 |
97.57 |
97.57 |
+1.57 |
267 |
3,668 |
-2 |
Sep13 |
120831 |
97.27 |
97.27 |
97.27 |
97.27 |
+1.52 |
195 |
8,036 |
-36 |
Oct13 |
120831 |
96.98 |
96.98 |
96.98 |
96.98 |
+1.48 |
234 |
2,405 |
+16 |
Nov13 |
120831 |
96.69 |
96.69 |
96.69 |
96.69 |
+1.44 |
217 |
3,930 |
-11 |
Dec13 |
120831 |
95.47 |
96.61 |
95.47 |
96.42 |
+1.41 |
8,899 |
68,698 |
-1,310 |
Jan14 |
120831 |
96.03 |
96.03 |
96.03 |
96.03 |
+1.38 |
0 |
3,323 |
+0 |
Total Volume and Open Interest |
95,963 |
476,404 |
-2,245 |
US Dollar Index(ICE) |
Sep12 |
120831 |
81.700 |
81.740 |
80.960 |
81.215 |
-0.498 |
11,040 |
62,709 |
-940 |
Dec12 |
120831 |
81.930 |
81.950 |
81.300 |
81.530 |
-0.497 |
120 |
1,288 |
+57 |
Mar13 |
120831 |
81.920 |
81.920 |
81.920 |
81.920 |
-0.498 |
|
|
|
Total Volume and Open Interest |
11,160 |
63,997 |
-883 |
Australian Dollar(CME) |
Sep12 |
120831 |
102.79 |
103.41 |
102.63 |
103.11 |
+0.26 |
89,154 |
189,261 |
+964 |
Dec12 |
120831 |
102.00 |
102.53 |
101.79 |
102.28 |
+0.27 |
184 |
2,392 |
+74 |
Mar13 |
120831 |
101.52 |
101.52 |
101.25 |
101.52 |
+0.27 |
0 |
5 |
+0 |
Total Volume and Open Interest |
89,338 |
191,669 |
+1,038 |
British Pound(CME) |
Sep12 |
120831 |
157.83 |
158.90 |
157.78 |
158.82 |
+0.96 |
69,257 |
113,726 |
-799 |
Dec12 |
120831 |
157.73 |
158.95 |
157.73 |
158.78 |
+0.95 |
51 |
2,394 |
+27 |
Mar13 |
120831 |
158.76 |
158.76 |
157.81 |
158.76 |
+0.95 |
0 |
88 |
+0 |
Total Volume and Open Interest |
69,308 |
116,262 |
-772 |
Canadian Dollar(CME) |
Sep12 |
120831 |
100.74 |
101.48 |
100.66 |
101.44 |
+0.73 |
63,001 |
148,668 |
-3,424 |
Dec12 |
120831 |
100.53 |
101.25 |
100.50 |
101.23 |
+0.73 |
277 |
9,685 |
+63 |
Mar13 |
120831 |
101.00 |
101.00 |
100.26 |
100.98 |
+0.72 |
3 |
1,606 |
-3 |
Jun13 |
120831 |
100.71 |
100.71 |
100.01 |
100.71 |
+0.70 |
191 |
462 |
+68 |
Total Volume and Open Interest |
63,472 |
160,546 |
-3,296 |
Japanese Yen(CME) |
Sep12 |
120831 |
127.20 |
127.93 |
127.17 |
127.67 |
+0.49 |
54,418 |
142,962 |
-4,061 |
Dec12 |
120831 |
127.30 |
128.04 |
127.29 |
127.78 |
+0.49 |
210 |
2,359 |
-2 |
Mar13 |
120831 |
127.94 |
127.94 |
127.46 |
127.93 |
+0.47 |
0 |
51 |
+0 |
Total Volume and Open Interest |
54,628 |
145,381 |
-4,063 |
Swiss Franc(CME) |
Sep12 |
120831 |
104.13 |
105.27 |
104.06 |
104.80 |
+0.63 |
25,279 |
54,636 |
-174 |
Dec12 |
120831 |
104.43 |
105.46 |
104.35 |
105.01 |
+0.63 |
21 |
615 |
+1 |
Mar13 |
120831 |
105.26 |
105.26 |
104.64 |
105.26 |
+0.62 |
0 |
2 |
+0 |
Total Volume and Open Interest |
25,300 |
55,253 |
-173 |
EuroFX(CME) |
Sep12 |
120831 |
125.09 |
126.40 |
124.96 |
125.82 |
+0.73 |
177,805 |
303,819 |
-407 |
Dec12 |
120831 |
125.24 |
126.52 |
125.12 |
125.96 |
+0.72 |
750 |
7,149 |
+106 |
Mar13 |
120831 |
126.15 |
126.27 |
125.41 |
126.12 |
+0.71 |
11 |
115 |
+2 |
Total Volume and Open Interest |
178,566 |
311,626 |
-299 |
Mexican Peso(CME) |
Sep12 |
120831 |
749.00 |
757.75 |
746.25 |
757.50 |
+10.00 |
32,268 |
181,654 |
+628 |
Oct12 |
120831 |
755.75 |
755.75 |
745.50 |
755.75 |
+10.25 |
|
|
|
Total Volume and Open Interest |
32,455 |
222,130 |
+601 |
Brazilian Real(CME) |
Oct12 |
120831 |
490.70 |
491.30 |
486.35 |
491.25 |
+4.55 |
454 |
1,673 |
+420 |
Nov12 |
120831 |
488.50 |
488.50 |
484.45 |
488.50 |
+4.05 |
|
|
|
Dec12 |
120831 |
486.85 |
486.85 |
486.60 |
486.60 |
+4.40 |
1,175 |
1,673 |
+791 |
Jan13 |
120831 |
485.05 |
485.05 |
480.65 |
485.05 |
+4.40 |
|
|
|
Total Volume and Open Interest |
3,514 |
18,693 |
+615 |
30-Year T-Bonds(CBOT) |
Sep12 |
120831 |
149~160 |
150~250 |
149~000 |
150~160 |
+0~280 |
531,339 |
202,431 |
-132,801 |
Dec12 |
120831 |
150~120 |
151~230 |
149~260 |
151~130 |
+0~300 |
332,081 |
481,877 |
+175,949 |
Mar13 |
120831 |
149~240 |
150~180 |
149~200 |
150~180 |
+0~300 |
0 |
4 |
+0 |
Total Volume and Open Interest |
863,420 |
684,312 |
+43,148 |
10-Year T-Notes(CBOT) |
Sep12 |
120831 |
134~045 |
134~280 |
133~290 |
134~240 |
+0~180 |
1,547,323 |
420,439 |
-465,964 |
Dec12 |
120831 |
133~025 |
133~265 |
132~275 |
133~230 |
+0~185 |
1,041,134 |
1,215,878 |
+497,382 |
Mar13 |
120831 |
132~280 |
132~280 |
132~095 |
132~280 |
+0~185 |
|
|
|
Total Volume and Open Interest |
2,588,457 |
1,636,317 |
+31,418 |
5-Year T-Notes(CBOT) |
Sep12 |
120831 |
124~082 |
125~000 |
124~070 |
124~122 |
+0~037 |
955,975 |
358,162 |
-292,488 |
Dec12 |
120831 |
124~046 |
124~091 |
124~027 |
124~085 |
+0~041 |
630,912 |
916,253 |
+270,690 |
Mar13 |
120831 |
124~005 |
124~005 |
123~092 |
124~005 |
+0~041 |
|
|
|
Total Volume and Open Interest |
1,586,887 |
1,274,415 |
-21,798 |
2 Year T-Notes(CBOT) |
Sep12 |
120831 |
110~027 |
110~036 |
110~024 |
110~034 |
+0~007 |
466,813 |
231,654 |
-216,552 |
Dec12 |
120831 |
110~029 |
110~039 |
110~026 |
110~037 |
+0~008 |
438,123 |
749,796 |
+223,640 |
Mar13 |
120831 |
110~029 |
110~029 |
110~029 |
110~029 |
+0~008 |
|
|
|
Total Volume and Open Interest |
904,936 |
981,450 |
+7,088 |
Eurodollars(CME) |
Sep12 |
120831 |
99.603 |
99.618 |
99.600 |
99.610 |
+0.005 |
94,263 |
788,450 |
-7,659 |
Dec12 |
120831 |
99.625 |
99.655 |
99.620 |
99.645 |
+0.020 |
123,093 |
916,761 |
+20,168 |
Mar13 |
120831 |
99.620 |
99.655 |
99.610 |
99.645 |
+0.030 |
146,052 |
715,459 |
-4,317 |
Jun13 |
120831 |
99.605 |
99.645 |
99.600 |
99.635 |
+0.030 |
118,299 |
640,157 |
-9,363 |
Sep13 |
120831 |
99.585 |
99.630 |
99.580 |
99.620 |
+0.035 |
117,792 |
683,652 |
-4,429 |
Dec13 |
120831 |
99.555 |
99.600 |
99.545 |
99.595 |
+0.040 |
104,844 |
649,539 |
-2,727 |
Mar14 |
120831 |
99.525 |
99.575 |
99.515 |
99.570 |
+0.040 |
122,060 |
555,948 |
-14,906 |
Jun14 |
120831 |
99.490 |
99.545 |
99.470 |
99.535 |
+0.045 |
117,732 |
472,950 |
+26,532 |
Sep14 |
120831 |
99.440 |
99.500 |
99.420 |
99.495 |
+0.055 |
78,592 |
363,077 |
+9,905 |
Dec14 |
120831 |
99.370 |
99.445 |
99.350 |
99.435 |
+0.060 |
76,432 |
377,643 |
+1,534 |
Mar15 |
120831 |
99.310 |
99.395 |
99.290 |
99.385 |
+0.070 |
58,832 |
354,388 |
+6,499 |
Jun15 |
120831 |
0.921 |
1.021 |
0.896 |
1.006 |
+0.080 |
74,092 |
373,615 |
+10,409 |
Sep15 |
120831 |
0.806 |
0.911 |
0.781 |
0.901 |
+0.090 |
51,590 |
265,254 |
+3,735 |
Dec15 |
120831 |
0.666 |
0.781 |
0.636 |
0.766 |
+0.095 |
47,722 |
198,481 |
+1,971 |
Mar16 |
120831 |
0.531 |
0.651 |
0.501 |
0.636 |
+0.100 |
32,257 |
113,649 |
+3,613 |
Jun16 |
120831 |
0.386 |
0.511 |
0.356 |
0.491 |
+0.095 |
31,545 |
111,157 |
+1,827 |
Sep16 |
120831 |
0.246 |
0.366 |
0.206 |
0.346 |
+0.095 |
21,018 |
88,272 |
+2,537 |
Dec16 |
120831 |
0.086 |
0.201 |
0.046 |
0.186 |
+0.095 |
26,012 |
83,902 |
+3,464 |
Total Volume and Open Interest |
1,475,510 |
7,962,582 |
+49,269 |
30 Day Federal Funds(CBOT) |
Sep12 |
120831 |
99.865 |
99.880 |
99.865 |
99.865 |
unch |
1,126 |
50,725 |
+994 |
Oct12 |
120831 |
99.870 |
99.880 |
99.865 |
99.870 |
+0.005 |
2,815 |
58,348 |
+2,054 |
Nov12 |
120831 |
99.875 |
99.885 |
99.870 |
99.875 |
+0.005 |
3,544 |
47,088 |
+2,052 |
Dec12 |
120831 |
99.875 |
99.885 |
99.870 |
99.880 |
+0.010 |
1,399 |
30,144 |
+262 |
Jan13 |
120831 |
99.875 |
99.885 |
99.870 |
99.880 |
+0.010 |
363 |
19,363 |
-45 |
Feb13 |
120831 |
99.870 |
99.885 |
99.870 |
99.875 |
+0.005 |
449 |
18,720 |
-127 |
Total Volume and Open Interest |
19,343 |
492,843 |
+9,705 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Sep12 |
120831 |
99.675 |
99.675 |
99.675 |
99.675 |
unch |
|
|
|
Dec12 |
120831 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
|
|
|
Mar13 |
120831 |
99.700 |
99.700 |
99.700 |
99.700 |
unch |
|
|
|
Jun13 |
120831 |
99.715 |
99.715 |
99.715 |
99.715 |
unch |
|
|
|
Sep13 |
120831 |
99.715 |
99.715 |
99.715 |
99.715 |
unch |
|
|
|
Dec13 |
120831 |
99.725 |
99.725 |
99.725 |
99.725 |
unch |
|
|
|
Mar14 |
120831 |
99.725 |
99.725 |
99.725 |
99.725 |
unch |
|
|
|
Jun14 |
120831 |
99.585 |
99.585 |
99.585 |
99.585 |
unch |
|
|
|
Sep14 |
120831 |
99.445 |
99.445 |
99.445 |
99.445 |
unch |
|
|
|
Dec14 |
120831 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Sep12 |
120831 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
1,571 |
+0 |
Dec12 |
120831 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
660 |
+0 |
Mar13 |
120831 |
99.70 |
99.70 |
99.70 |
99.70 |
unch |
0 |
183 |
+0 |
Jun13 |
120831 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
201 |
+0 |
Sep13 |
120831 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
0 |
305 |
+0 |
Dec13 |
120831 |
99.72 |
99.72 |
99.72 |
99.72 |
unch |
0 |
384 |
+0 |
Mar14 |
120831 |
99.72 |
99.72 |
99.72 |
99.72 |
unch |
0 |
344 |
+0 |
Jun14 |
120831 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
3,652 |
+0 |
Japanese Gov't Bonds(SGX) |
Sep12 |
120831 |
143.91 |
144.02 |
143.91 |
143.98 |
+0.15 |
1,176 |
15,525 |
-212 |
Dec12 |
120831 |
143.76 |
143.76 |
143.73 |
143.75 |
+0.13 |
45 |
73 |
+23 |
Mar13 |
120831 |
141.66 |
141.66 |
141.66 |
141.66 |
+0.13 |
|
|
|
Total Volume and Open Interest |
1,221 |
15,598 |
-189 |
Euro-Bund(EUREX) |
Sep12 |
120831 |
144.20 |
144.31 |
143.17 |
144.02 |
-0.13 |
616,455 |
799,835 |
-38,279 |
Dec12 |
120831 |
142.47 |
142.58 |
141.45 |
142.30 |
-0.13 |
33,739 |
54,472 |
+5,939 |
Mar13 |
120831 |
144.00 |
144.00 |
143.20 |
143.90 |
-0.17 |
6,282 |
6,437 |
+6,278 |
Total Volume and Open Interest |
656,476 |
860,744 |
-26,062 |
Euro-Bobl(EUREX) |
Sep12 |
120831 |
127.76 |
127.77 |
127.27 |
127.62 |
-0.14 |
310,571 |
634,419 |
-16,129 |
Dec12 |
120831 |
126.11 |
126.11 |
125.61 |
125.96 |
-0.14 |
23,929 |
74,374 |
+17,793 |
Mar13 |
120831 |
125.96 |
125.96 |
125.96 |
125.96 |
-0.14 |
|
|
|
Total Volume and Open Interest |
334,500 |
708,793 |
+1,664 |
3-Mth Euribor(EUREX) |
Sep12 |
120831 |
99.755 |
99.755 |
99.755 |
99.755 |
unch |
50 |
3,219 |
-13 |
Dec12 |
120831 |
99.780 |
99.780 |
99.780 |
99.780 |
-0.010 |
50 |
1,422 |
+0 |
Mar13 |
120831 |
99.765 |
99.775 |
99.765 |
99.775 |
-0.010 |
50 |
1,247 |
-46 |
Total Volume and Open Interest |
761 |
7,591 |
+18 |
Long Gilt(LIFFE) |
Sep12 |
120831 |
122~07 |
122~10 |
121~18 |
121~30 |
-0~06 |
47,574 |
62,607 |
-98,932 |
Dec12 |
120831 |
121~08 |
121~10 |
120~18 |
120~30 |
-0~06 |
129,371 |
346,994 |
+75,842 |
Total Volume and Open Interest |
176,945 |
409,601 |
-23,090 |
3-Mth Short Sterling(LIFFE) |
Sep12 |
120831 |
99.35 |
99.36 |
99.35 |
99.36 |
+0.01 |
15,547 |
325,441 |
-3,779 |
Dec12 |
120831 |
99.43 |
99.46 |
99.42 |
99.45 |
+0.02 |
21,317 |
360,718 |
-1,698 |
Mar13 |
120831 |
99.47 |
99.49 |
99.45 |
99.48 |
+0.02 |
33,172 |
313,870 |
+1,708 |
Jun13 |
120831 |
99.48 |
99.50 |
99.45 |
99.49 |
+0.02 |
33,355 |
306,602 |
-4,458 |
Sep13 |
120831 |
99.48 |
99.49 |
99.45 |
99.48 |
+0.01 |
44,503 |
356,477 |
-1,078 |
Dec13 |
120831 |
99.45 |
99.47 |
99.42 |
99.46 |
+0.01 |
55,007 |
251,724 |
+2,226 |
Total Volume and Open Interest |
351,544 |
2,641,004 |
-4,168 |
3-Mth Euribor(LIFFE) |
Sep12 |
120831 |
99.755 |
99.765 |
99.750 |
99.755 |
unch |
81,018 |
465,130 |
+3,369 |
Dec12 |
120831 |
99.775 |
99.790 |
99.770 |
99.780 |
-0.010 |
129,489 |
525,201 |
-736 |
Mar13 |
120831 |
99.780 |
99.790 |
99.760 |
99.775 |
-0.010 |
78,667 |
455,584 |
-1,906 |
Total Volume and Open Interest |
718,373 |
3,696,966 |
+18,009 |
3-Mth Aus T-Bills(SFE) |
Sep12 |
120831 |
96.45 |
96.45 |
96.43 |
96.45 |
unch |
18,669 |
106,585 |
-1,033 |
Dec12 |
120831 |
96.77 |
96.83 |
96.77 |
96.81 |
+0.03 |
36,173 |
167,164 |
+4,832 |
Mar13 |
120831 |
96.98 |
97.05 |
96.96 |
97.03 |
+0.05 |
23,185 |
116,243 |
+2,497 |
Jun13 |
120831 |
97.02 |
97.11 |
97.02 |
97.09 |
+0.06 |
12,555 |
98,661 |
+2,970 |
Sep13 |
120831 |
96.97 |
97.06 |
96.97 |
97.05 |
+0.07 |
8,992 |
62,235 |
+2,375 |
Dec13 |
120831 |
96.89 |
96.99 |
96.89 |
96.98 |
+0.07 |
5,430 |
50,340 |
+2,469 |
Mar14 |
120831 |
96.84 |
96.93 |
96.83 |
96.91 |
+0.07 |
3,115 |
31,364 |
+1,256 |
Jun14 |
120831 |
96.78 |
96.86 |
96.76 |
96.83 |
+0.06 |
1,629 |
16,657 |
+569 |
Sep14 |
120831 |
96.72 |
96.78 |
96.69 |
96.77 |
+0.06 |
0 |
2,170 |
-1 |
Dec14 |
120831 |
96.66 |
96.69 |
96.66 |
96.69 |
+0.06 |
0 |
583 |
+0 |
Total Volume and Open Interest |
109,748 |
652,051 |
+15,934 |
10-Year Aus T-Bonds(SFE) |
Sep12 |
120831 |
96.97 |
97.02 |
96.95 |
97.00 |
+0.03 |
52,222 |
367,816 |
+3,054 |
Dec12 |
120831 |
96.96 |
97.00 |
96.96 |
97.00 |
+0.03 |
7 |
17 |
+7 |
Total Volume and Open Interest |
52,229 |
367,833 |
+3,061 |
3-Year Aus T-Bonds(SFE) |
Sep12 |
120831 |
97.50 |
97.57 |
97.48 |
97.55 |
+0.05 |
210,899 |
455,388 |
+12,486 |
Dec12 |
120831 |
97.62 |
97.62 |
97.62 |
97.62 |
+0.06 |
310 |
310 |
+310 |
Total Volume and Open Interest |
211,209 |
455,698 |
+12,796 |
Gold(CMX) |
Oct12 |
120831 |
1655.5 |
1692.9 |
1644.8 |
1685.3 |
+30.5 |
10,706 |
31,528 |
-2,975 |
Dec12 |
120831 |
1657.8 |
1695.5 |
1647.1 |
1687.6 |
+30.5 |
112,444 |
276,729 |
-1,102 |
Feb13 |
120831 |
1660.2 |
1697.0 |
1651.9 |
1689.7 |
+30.5 |
1,001 |
24,084 |
+321 |
Apr13 |
120831 |
1669.9 |
1698.5 |
1655.0 |
1691.8 |
+30.5 |
536 |
14,302 |
-82 |
Jun13 |
120831 |
1672.0 |
1700.5 |
1655.3 |
1693.9 |
+30.5 |
640 |
19,898 |
+153 |
Aug13 |
120831 |
1665.8 |
1703.0 |
1661.0 |
1695.9 |
+30.4 |
59 |
4,382 |
-5 |
Oct13 |
120831 |
1669.2 |
1702.0 |
1667.0 |
1698.0 |
+30.4 |
34 |
730 |
+4 |
Dec13 |
120831 |
1671.5 |
1707.2 |
1668.0 |
1700.3 |
+30.5 |
151 |
9,472 |
-18 |
Feb14 |
120831 |
1702.7 |
1702.7 |
1702.7 |
1702.7 |
+30.6 |
1 |
2,277 |
+1 |
Apr14 |
120831 |
1704.9 |
1704.9 |
1704.9 |
1704.9 |
+30.8 |
0 |
3,606 |
+0 |
Jun14 |
120831 |
1707.2 |
1707.2 |
1707.2 |
1707.2 |
+31.0 |
0 |
7,780 |
+0 |
Total Volume and Open Interest |
126,001 |
422,751 |
-3,808 |
Silver(CMX) |
Sep12 |
120831 |
3043.5 |
3170.0 |
3025.5 |
3137.0 |
+100.3 |
42,548 |
6,474 |
-8,608 |
Dec12 |
120831 |
3049.5 |
3181.5 |
3029.5 |
3144.2 |
+99.6 |
37,346 |
74,200 |
+5,539 |
Mar13 |
120831 |
3050.0 |
3185.0 |
3042.0 |
3150.9 |
+99.3 |
1,560 |
4,964 |
+57 |
May13 |
120831 |
3048.5 |
3170.0 |
3048.5 |
3154.2 |
+99.0 |
89 |
3,990 |
+1 |
Jul13 |
120831 |
3066.5 |
3188.0 |
3050.0 |
3157.0 |
+98.9 |
376 |
5,018 |
-17 |
Sep13 |
120831 |
3055.0 |
3159.7 |
3055.0 |
3159.7 |
+98.8 |
139 |
2,104 |
+16 |
Dec13 |
120831 |
3105.0 |
3180.0 |
3080.0 |
3162.5 |
+98.7 |
399 |
12,762 |
+119 |
Total Volume and Open Interest |
82,744 |
118,929 |
-2,848 |
Platinum(NYMEX) |
Oct12 |
120831 |
1508.0 |
1541.3 |
1498.2 |
1537.3 |
+33.6 |
6,614 |
49,025 |
-155 |
Jan13 |
120831 |
1510.1 |
1544.0 |
1502.0 |
1540.6 |
+33.7 |
459 |
4,734 |
+152 |
Apr13 |
120831 |
1524.0 |
1543.2 |
1521.3 |
1543.2 |
+33.6 |
2 |
696 |
+2 |
Jul13 |
120831 |
1544.2 |
1544.2 |
1544.2 |
1544.2 |
+33.6 |
0 |
1 |
+0 |
Total Volume and Open Interest |
7,079 |
54,457 |
-1 |
Palladium(NYMEX) |
Sep12 |
120831 |
617.05 |
629.00 |
617.00 |
627.95 |
+13.05 |
3,495 |
1,391 |
-2,169 |
Dec12 |
120831 |
620.50 |
630.00 |
604.05 |
629.40 |
+13.00 |
5,101 |
19,063 |
+1,512 |
Mar13 |
120831 |
613.60 |
631.15 |
607.25 |
630.90 |
+13.05 |
1 |
613 |
+0 |
Total Volume and Open Interest |
8,601 |
21,075 |
-655 |
Copper(CMX) |
Sep12 |
120831 |
343.95 |
346.40 |
340.45 |
345.40 |
+1.35 |
38,825 |
14,324 |
-6,504 |
Dec12 |
120831 |
344.20 |
346.80 |
340.75 |
345.70 |
+1.00 |
34,045 |
92,545 |
+3,145 |
Mar13 |
120831 |
345.70 |
347.55 |
341.70 |
346.55 |
+0.90 |
1,690 |
16,305 |
+484 |
May13 |
120831 |
346.30 |
347.15 |
343.50 |
347.15 |
+0.90 |
40 |
2,710 |
+15 |
Jul13 |
120831 |
347.45 |
347.85 |
347.45 |
347.55 |
+0.95 |
10 |
2,586 |
+2 |
Total Volume and Open Interest |
76,720 |
143,060 |
-2,154 |
DJIA Index(CBOT) |
Sep12 |
120831 |
12999 |
13145 |
12999 |
13079 |
+97 |
81 |
12,423 |
-2 |
Dec12 |
120831 |
12975 |
12999 |
12901 |
12997 |
+96 |
8 |
31 |
-3 |
Mar13 |
120831 |
12923 |
12925 |
12827 |
12923 |
+96 |
|
|
|
Jun13 |
120831 |
12847 |
12849 |
12751 |
12847 |
+96 |
|
|
|
Total Volume and Open Interest |
89 |
12,454 |
-5 |
E-mini DJIA Index(CBOT) |
Sep12 |
120831 |
12984 |
13144 |
12971 |
13079 |
+97 |
82,619 |
118,489 |
+1,042 |
Dec12 |
120831 |
12901 |
13058 |
12891 |
12997 |
+96 |
93 |
293 |
+32 |
Mar13 |
120831 |
12923 |
12925 |
12923 |
12923 |
+96 |
0 |
5 |
+0 |
Jun13 |
120831 |
12847 |
12849 |
12847 |
12847 |
+96 |
0 |
39 |
+0 |
Total Volume and Open Interest |
82,712 |
118,826 |
+1,074 |
S & P 500(CME) |
Sep12 |
120831 |
1397.10 |
1411.90 |
1395.80 |
1405.10 |
+8.00 |
5,764 |
220,687 |
+175 |
Dec12 |
120831 |
1402.00 |
1403.00 |
1389.50 |
1398.00 |
+8.00 |
47 |
15,313 |
+0 |
Mar13 |
120831 |
1391.10 |
1396.20 |
1382.70 |
1391.10 |
+7.90 |
0 |
1,307 |
+0 |
Jun13 |
120831 |
1383.90 |
1389.00 |
1375.50 |
1383.90 |
+7.90 |
0 |
131 |
+0 |
Total Volume and Open Interest |
5,811 |
237,438 |
+175 |
S & P 500 E-Mini(Globex) |
Sep12 |
120831 |
1397.00 |
1412.25 |
1395.50 |
1405.00 |
+8.00 |
959,745 |
3,029,887 |
+23,389 |
Dec12 |
120831 |
1389.75 |
1405.00 |
1388.75 |
1398.00 |
+8.00 |
3,076 |
49,902 |
+2,104 |
Total Volume and Open Interest |
962,845 |
3,081,874 |
+25,491 |
NASDAQ 100(CME) |
Sep12 |
120831 |
2757.00 |
2785.00 |
2745.00 |
2771.00 |
+17.20 |
2,106 |
19,879 |
+1,468 |
Dec12 |
120831 |
2775.00 |
2775.00 |
2760.00 |
2763.50 |
+17.00 |
9 |
93 |
+6 |
Mar13 |
120831 |
2758.00 |
2758.00 |
2741.00 |
2758.00 |
+17.00 |
|
|
|
Total Volume and Open Interest |
2,115 |
19,972 |
+1,474 |
NASDAQ 100 E-Mini(Globex) |
Sep12 |
120831 |
2755.00 |
2785.30 |
2745.30 |
2771.00 |
+17.20 |
134,170 |
461,148 |
+1,877 |
Dec12 |
120831 |
2758.80 |
2777.50 |
2739.50 |
2763.50 |
+17.00 |
693 |
1,575 |
+601 |
Total Volume and Open Interest |
134,863 |
462,733 |
+2,478 |
S & P Midcap 400(CME) |
Sep12 |
120831 |
970.80 |
972.00 |
960.00 |
970.80 |
+5.40 |
2 |
3,412 |
-2 |
Dec12 |
120831 |
967.50 |
967.50 |
961.90 |
967.50 |
+5.60 |
|
|
|
Mar13 |
120831 |
965.50 |
965.50 |
959.90 |
965.50 |
+5.60 |
|
|
|
Total Volume and Open Interest |
2 |
3,412 |
-2 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Sep12 |
120831 |
8915 |
8935 |
8820 |
8895 |
-20 |
3,224 |
31,217 |
+229 |
Dec12 |
120831 |
8840 |
8890 |
8805 |
8850 |
-20 |
308 |
391 |
+250 |
Total Volume and Open Interest |
3,532 |
31,608 |
+479 |
Nikkei 225(SGX) |
Sep12 |
120831 |
8980 |
8990 |
8815 |
8825 |
-155 |
57,909 |
192,446 |
+3,991 |
Dec12 |
120831 |
8915 |
8915 |
8760 |
8760 |
-155 |
274 |
12,451 |
+23 |
Mar13 |
120831 |
8750 |
8750 |
8750 |
8750 |
-150 |
0 |
48 |
+0 |
Total Volume and Open Interest |
60,996 |
218,072 |
+6,877 |
CAC 40(EURONEXT) |
Sep12 |
120831 |
3376.5 |
3430.0 |
3366.5 |
3405.5 |
+28.5 |
67,364 |
325,317 |
-1,536 |
Oct12 |
120831 |
3362.0 |
3414.5 |
3360.5 |
3392.5 |
+28.0 |
554 |
6,900 |
+4,761 |
Nov12 |
120831 |
3390.0 |
3390.0 |
3390.0 |
3390.0 |
+27.0 |
|
|
|
Total Volume and Open Interest |
67,922 |
332,329 |
+3,225 |
Hang Seng Index(HKFE) |
Sep12 |
120831 |
19397 |
19461 |
19321 |
19369 |
-49 |
44,849 |
84,286 |
+21,420 |
Oct12 |
120831 |
19350 |
19434 |
19300 |
19350 |
|
|
|
|
DAX(EUREX) |
Sep12 |
120831 |
6907.0 |
7014.0 |
6890.0 |
6969.5 |
+62.0 |
97,896 |
153,354 |
-267 |
Dec12 |
120831 |
6905.5 |
7011.0 |
6892.0 |
6970.5 |
+62.5 |
317 |
11,599 |
-32 |
Mar13 |
120831 |
6904.0 |
7006.0 |
6898.0 |
6971.5 |
+62.0 |
55 |
1,031 |
+4 |
Total Volume and Open Interest |
98,268 |
165,984 |
-295 |
FT-SE 100(EURONEXT) |
Sep12 |
120831 |
5706.50 |
5758.50 |
5686.50 |
5698.50 |
-22.00 |
60,894 |
642,713 |
+5,113 |
Dec12 |
120831 |
5674.50 |
5727.00 |
5660.50 |
5670.00 |
-21.50 |
766 |
8,174 |
+2,917 |
Mar13 |
120831 |
5621.50 |
5626.50 |
5621.50 |
5626.50 |
-21.00 |
0 |
227 |
+0 |
Total Volume and Open Interest |
61,660 |
651,114 |
+8,030 |
SPI 200(SFE) |
Sep12 |
120831 |
4305.0 |
4322.0 |
4287.0 |
4308.0 |
+3.0 |
29,589 |
266,675 |
+1,739 |
Dec12 |
120831 |
4310.0 |
4315.0 |
4297.0 |
4310.0 |
+4.0 |
403 |
6,434 |
-45 |
Mar13 |
120831 |
4277.0 |
4277.0 |
4277.0 |
4277.0 |
+4.0 |
0 |
1,365 |
+0 |
Total Volume and Open Interest |
30,069 |
276,257 |
+1,728 |
GSCI(CME) |
Sep12 |
120831 |
671.00 |
676.50 |
669.25 |
676.50 |
+9.00 |
80 |
8,980 |
+9 |
Oct12 |
120831 |
676.70 |
676.70 |
667.95 |
676.70 |
+8.70 |
3 |
5 |
+1 |
Nov12 |
120831 |
677.20 |
677.20 |
668.45 |
677.20 |
+8.70 |
|
|
|
Total Volume and Open Interest |
83 |
8,985 |
+10 |
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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