|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri August 17, 2007 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep07 |
070817 |
799.25 |
814.00 |
798.25 |
811.50 |
+12.25 |
19,243 |
27,892 |
+1,395 |
Nov07 |
070817 |
816.00 |
830.00 |
811.50 |
827.75 |
+13.25 |
142,125 |
284,091 |
-14,412 |
Jan08 |
070817 |
832.00 |
844.00 |
828.25 |
842.75 |
+12.50 |
10,072 |
38,906 |
+1,995 |
Mar08 |
070817 |
845.25 |
853.75 |
840.00 |
852.50 |
+11.25 |
3,787 |
22,954 |
+1,201 |
May08 |
070817 |
853.50 |
860.00 |
848.00 |
860.00 |
+13.00 |
3,385 |
24,512 |
+149 |
Jul08 |
070817 |
862.50 |
872.00 |
858.50 |
871.00 |
+13.00 |
6,897 |
35,315 |
+2,110 |
Aug08 |
070817 |
871.00 |
871.00 |
871.00 |
871.00 |
+11.00 |
6 |
542 |
-1 |
Sep08 |
070817 |
860.00 |
860.00 |
860.00 |
860.00 |
+10.00 |
0 |
236 |
+0 |
Nov08 |
070817 |
845.50 |
854.00 |
842.00 |
849.00 |
+5.00 |
11,111 |
54,266 |
+1,782 |
Jan09 |
070817 |
851.00 |
852.00 |
843.00 |
852.00 |
+4.00 |
10 |
369 |
+2 |
Jul09 |
070817 |
858.00 |
858.00 |
858.00 |
858.00 |
+6.00 |
0 |
244 |
+1 |
Total Volume and Open Interest |
196,680 |
495,091 |
-5,771 |
Soybean Meal(CBOT) |
Sep07 |
070817 |
218.90 |
221.00 |
216.50 |
218.80 |
unch |
17,178 |
26,362 |
-2,347 |
Oct07 |
070817 |
220.80 |
223.70 |
218.90 |
222.00 |
+1.20 |
7,834 |
19,078 |
+1,270 |
Dec07 |
070817 |
226.00 |
227.60 |
222.80 |
225.70 |
+0.20 |
40,918 |
86,460 |
+447 |
Jan08 |
070817 |
229.00 |
229.00 |
225.80 |
228.50 |
+1.60 |
5,309 |
13,999 |
+682 |
Mar08 |
070817 |
231.00 |
233.50 |
229.50 |
232.50 |
+2.00 |
2,658 |
14,723 |
+551 |
May08 |
070817 |
233.40 |
235.50 |
231.70 |
234.50 |
+1.20 |
2,617 |
16,636 |
+402 |
Jul08 |
070817 |
236.40 |
238.00 |
234.70 |
237.70 |
+1.30 |
790 |
12,336 |
+168 |
Aug08 |
070817 |
236.00 |
236.00 |
234.00 |
235.20 |
+0.20 |
325 |
3,025 |
+155 |
Sep08 |
070817 |
236.00 |
236.00 |
233.00 |
234.30 |
-1.00 |
229 |
3,075 |
+75 |
Oct08 |
070817 |
231.00 |
231.00 |
226.50 |
227.30 |
-2.00 |
84 |
1,502 |
+83 |
Total Volume and Open Interest |
78,588 |
202,874 |
+1,665 |
Soybean Oil(CBOT) |
Sep07 |
070817 |
34.52 |
35.47 |
34.10 |
35.39 |
+0.89 |
16,423 |
45,298 |
+479 |
Oct07 |
070817 |
34.79 |
35.70 |
34.40 |
35.64 |
+0.91 |
9,710 |
23,729 |
-936 |
Dec07 |
070817 |
35.00 |
36.12 |
34.73 |
36.05 |
+1.05 |
56,871 |
159,938 |
-4,623 |
Jan08 |
070817 |
35.77 |
36.45 |
35.50 |
36.43 |
+1.13 |
2,889 |
19,881 |
+1,017 |
Mar08 |
070817 |
36.18 |
36.83 |
35.85 |
36.83 |
+1.08 |
3,644 |
10,517 |
+232 |
May08 |
070817 |
36.04 |
37.07 |
36.04 |
36.97 |
+0.93 |
2,769 |
9,493 |
+349 |
Jul08 |
070817 |
36.66 |
37.29 |
36.66 |
37.27 |
+0.97 |
597 |
10,858 |
+190 |
Aug08 |
070817 |
36.85 |
37.25 |
36.85 |
37.25 |
+1.00 |
191 |
799 |
+103 |
Sep08 |
070817 |
36.80 |
37.25 |
36.80 |
37.25 |
+0.95 |
26 |
380 |
+26 |
Oct08 |
070817 |
36.80 |
37.30 |
36.80 |
37.30 |
+1.02 |
106 |
460 |
+59 |
Total Volume and Open Interest |
93,996 |
291,526 |
-3,010 |
Canola(WCE) |
Corn(CBOT) |
Sep07 |
070817 |
320.00 |
329.50 |
317.25 |
328.50 |
+7.00 |
70,522 |
117,439 |
-12,098 |
Dec07 |
070817 |
338.00 |
346.25 |
334.00 |
345.75 |
+6.75 |
161,723 |
590,128 |
-6,208 |
Mar08 |
070817 |
353.50 |
361.00 |
349.50 |
360.00 |
+5.75 |
19,926 |
109,232 |
+2,198 |
May08 |
070817 |
362.75 |
370.00 |
359.00 |
369.25 |
+5.75 |
7,929 |
33,259 |
-746 |
Jul08 |
070817 |
371.75 |
379.50 |
369.00 |
378.75 |
+6.00 |
10,824 |
74,273 |
-811 |
Sep08 |
070817 |
375.75 |
382.00 |
374.50 |
381.50 |
+4.50 |
443 |
11,103 |
+164 |
Dec08 |
070817 |
387.00 |
391.50 |
382.25 |
390.75 |
+3.75 |
14,566 |
134,611 |
-51 |
Mar09 |
070817 |
396.00 |
399.00 |
390.50 |
399.00 |
+4.75 |
447 |
4,345 |
+49 |
Jul09 |
070817 |
398.50 |
403.00 |
397.50 |
403.00 |
+3.50 |
0 |
1,124 |
+5 |
Total Volume and Open Interest |
286,770 |
1,104,955 |
-17,575 |
Wheat(CBOT) |
Sep07 |
070817 |
674.25 |
678.00 |
660.50 |
672.00 |
-1.00 |
29,613 |
67,682 |
-8,641 |
Dec07 |
070817 |
691.50 |
693.25 |
675.50 |
688.50 |
+1.00 |
57,836 |
237,718 |
+676 |
Mar08 |
070817 |
683.75 |
687.50 |
674.00 |
684.25 |
-1.75 |
4,268 |
23,101 |
+1,031 |
May08 |
070817 |
663.00 |
663.00 |
652.00 |
654.00 |
-5.50 |
936 |
5,131 |
+548 |
Jul08 |
070817 |
575.00 |
578.25 |
566.00 |
573.00 |
-2.50 |
3,004 |
47,053 |
-251 |
Sep08 |
070817 |
569.00 |
575.00 |
565.25 |
573.00 |
-3.00 |
242 |
1,676 |
+106 |
Total Volume and Open Interest |
97,323 |
401,676 |
-6,640 |
Wheat(KCBT) |
Sep07 |
070817 |
650.50 |
654.00 |
641.00 |
650.50 |
-0.25 |
12,769 |
42,580 |
-3,961 |
Dec07 |
070817 |
664.50 |
668.75 |
656.00 |
664.00 |
unch |
15,077 |
100,241 |
+7,280 |
Mar08 |
070817 |
660.50 |
670.25 |
660.50 |
668.00 |
+0.25 |
1,555 |
7,918 |
+352 |
May08 |
070817 |
651.00 |
651.00 |
645.00 |
645.00 |
-9.50 |
0 |
66 |
+0 |
Jul08 |
070817 |
574.00 |
580.00 |
572.00 |
575.00 |
unch |
459 |
11,198 |
+247 |
Sep08 |
070817 |
573.00 |
574.00 |
572.00 |
574.00 |
-1.00 |
5 |
288 |
-2 |
Total Volume and Open Interest |
29,876 |
163,826 |
+3,917 |
Wheat(MGE) |
Sep07 |
070817 |
654.50 |
657.00 |
648.50 |
652.25 |
-2.75 |
4,215 |
11,765 |
-1,118 |
Dec07 |
070817 |
660.00 |
663.00 |
651.00 |
657.50 |
-3.00 |
5,049 |
36,245 |
+469 |
Mar08 |
070817 |
658.50 |
665.00 |
652.00 |
663.25 |
-1.75 |
560 |
3,849 |
+7 |
May08 |
070817 |
665.00 |
665.00 |
665.00 |
665.00 |
unch |
27 |
305 |
+7 |
Jul08 |
070817 |
613.00 |
618.00 |
613.00 |
616.50 |
-1.50 |
16 |
371 |
-2 |
Total Volume and Open Interest |
9,924 |
54,758 |
-619 |
Oats(CBOT) |
Sep07 |
070817 |
244.00 |
247.00 |
244.00 |
245.50 |
+1.50 |
190 |
575 |
-22 |
Dec07 |
070817 |
252.00 |
255.50 |
250.50 |
253.50 |
+3.00 |
1,686 |
11,459 |
-23 |
Mar08 |
070817 |
262.50 |
265.75 |
262.50 |
264.00 |
+1.50 |
1,099 |
1,410 |
+243 |
May08 |
070817 |
269.50 |
269.50 |
269.50 |
269.50 |
-0.50 |
159 |
129 |
+96 |
Total Volume and Open Interest |
3,184 |
13,594 |
+294 |
Rough Rice(CBOT) |
Sep07 |
070817 |
10.29 |
10.38 |
10.29 |
10.36 |
+0.07 |
1,262 |
3,204 |
-229 |
Nov07 |
070817 |
10.61 |
10.72 |
10.56 |
10.68 |
+0.07 |
1,295 |
10,025 |
+278 |
Jan08 |
070817 |
11.00 |
11.00 |
11.00 |
11.00 |
+0.06 |
108 |
1,438 |
+9 |
Mar08 |
070817 |
11.21 |
11.30 |
11.21 |
11.29 |
+0.04 |
91 |
702 |
+72 |
Total Volume and Open Interest |
2,877 |
15,656 |
+215 |
Live Cattle(CME) |
Aug07 |
070817 |
91.150 |
92.000 |
90.785 |
91.950 |
+1.550 |
5,439 |
7,716 |
-2,178 |
Oct07 |
070817 |
94.135 |
95.500 |
93.900 |
95.480 |
+1.780 |
24,916 |
126,767 |
-2,310 |
Dec07 |
070817 |
97.550 |
98.385 |
97.000 |
97.885 |
+0.885 |
8,129 |
49,455 |
+611 |
Feb08 |
070817 |
98.000 |
98.850 |
97.600 |
98.800 |
+1.500 |
1,730 |
21,863 |
-181 |
Apr08 |
070817 |
97.950 |
99.100 |
97.950 |
99.050 |
+1.100 |
1,527 |
10,964 |
-67 |
Jun08 |
070817 |
93.900 |
94.750 |
93.700 |
94.635 |
+1.035 |
1,359 |
3,932 |
+286 |
Total Volume and Open Interest |
43,125 |
221,380 |
-3,820 |
Feeder Cattle(CME) |
Aug07 |
070817 |
116.200 |
116.500 |
115.750 |
116.430 |
+0.880 |
1,653 |
4,305 |
-685 |
Sep07 |
070817 |
116.300 |
116.950 |
115.650 |
116.885 |
+1.555 |
1,597 |
5,116 |
-292 |
Oct07 |
070817 |
115.575 |
117.500 |
115.575 |
117.230 |
+1.695 |
2,067 |
11,428 |
-187 |
Nov07 |
070817 |
116.000 |
117.400 |
115.900 |
117.330 |
+1.430 |
623 |
3,204 |
-6 |
Jan08 |
070817 |
114.250 |
115.000 |
113.950 |
114.980 |
+1.230 |
284 |
2,061 |
+144 |
Mar08 |
070817 |
111.300 |
112.200 |
111.100 |
112.200 |
+1.100 |
22 |
419 |
+15 |
Apr08 |
070817 |
112.175 |
112.600 |
112.175 |
112.600 |
+1.100 |
8 |
164 |
+2 |
Total Volume and Open Interest |
6,268 |
27,020 |
-1,000 |
Lean Hogs(CME) |
Oct07 |
070817 |
67.600 |
67.950 |
67.050 |
67.275 |
+0.300 |
17,898 |
73,957 |
-2,753 |
Dec07 |
070817 |
66.800 |
67.050 |
66.100 |
66.650 |
+0.350 |
10,667 |
54,042 |
+1,579 |
Feb08 |
070817 |
68.150 |
68.700 |
67.700 |
68.650 |
+0.750 |
3,136 |
18,958 |
+497 |
Apr08 |
070817 |
69.100 |
69.200 |
68.550 |
68.900 |
+0.450 |
320 |
14,582 |
+32 |
May08 |
070817 |
73.300 |
73.550 |
72.900 |
73.550 |
+0.100 |
45 |
1,497 |
-6 |
Jun08 |
070817 |
75.100 |
75.300 |
74.700 |
75.100 |
+0.500 |
299 |
8,990 |
+61 |
Jul08 |
070817 |
73.600 |
73.700 |
73.100 |
73.700 |
+0.600 |
93 |
2,365 |
+30 |
Aug08 |
070817 |
69.950 |
70.500 |
69.950 |
70.500 |
+0.550 |
1 |
321 |
+0 |
Total Volume and Open Interest |
36,094 |
174,713 |
-560 |
Class III Milk(CME) |
Aug07 |
070817 |
19.80 |
19.82 |
19.78 |
19.82 |
+0.10 |
25 |
4,615 |
+3 |
Sep07 |
070817 |
19.38 |
19.45 |
19.32 |
19.36 |
+0.11 |
184 |
4,783 |
+22 |
Oct07 |
070817 |
18.20 |
18.49 |
18.12 |
18.38 |
+0.18 |
306 |
4,030 |
+55 |
Nov07 |
070817 |
17.40 |
17.46 |
17.27 |
17.41 |
+0.27 |
194 |
3,369 |
+31 |
Dec07 |
070817 |
17.15 |
17.19 |
17.00 |
17.09 |
+0.14 |
233 |
3,275 |
+24 |
Total Volume and Open Interest |
1,447 |
35,111 |
+167 |
Cocoa(ICE) |
Sep07 |
070817 |
1783 |
1812 |
1771 |
1775 |
-12 |
3,282 |
3,552 |
-1,845 |
Dec07 |
070817 |
1795 |
1815 |
1774 |
1779 |
-16 |
26,161 |
76,324 |
-2,176 |
Mar08 |
070817 |
1808 |
1832 |
1797 |
1799 |
-17 |
5,215 |
27,646 |
+800 |
May08 |
070817 |
1839 |
1839 |
1813 |
1813 |
-16 |
549 |
6,739 |
+106 |
Jul08 |
070817 |
1854 |
1861 |
1829 |
1829 |
-16 |
500 |
2,983 |
+9 |
Sep08 |
070817 |
1870 |
1876 |
1845 |
1845 |
-15 |
50 |
3,911 |
+2 |
Dec08 |
070817 |
1896 |
1896 |
1871 |
1871 |
-15 |
2,188 |
11,338 |
+738 |
Total Volume and Open Interest |
37,945 |
132,576 |
-2,366 |
Coffee "C"(ICE) |
Sep07 |
070817 |
112.10 |
115.95 |
112.10 |
115.55 |
+4.25 |
21,773 |
26,099 |
-4,670 |
Dec07 |
070817 |
115.80 |
119.95 |
115.80 |
119.50 |
+4.25 |
32,412 |
88,332 |
+111 |
Mar08 |
070817 |
120.00 |
123.50 |
120.00 |
123.20 |
+4.35 |
4,658 |
18,702 |
+50 |
May08 |
070817 |
123.35 |
125.40 |
122.85 |
125.25 |
+4.35 |
1,940 |
7,447 |
+475 |
Jul08 |
070817 |
125.50 |
127.20 |
125.50 |
127.15 |
+4.45 |
809 |
3,364 |
+5 |
Sep08 |
070817 |
127.20 |
129.20 |
127.20 |
128.90 |
+4.50 |
921 |
9,445 |
+489 |
Total Volume and Open Interest |
62,860 |
162,941 |
-3,601 |
Orange Juice(ICE) |
Sep07 |
070817 |
121.40 |
123.50 |
120.90 |
123.05 |
+2.20 |
5,832 |
7,617 |
-1,525 |
Nov07 |
070817 |
122.00 |
124.45 |
121.75 |
123.80 |
+2.15 |
4,331 |
13,652 |
+658 |
Jan08 |
070817 |
123.70 |
124.75 |
123.00 |
124.75 |
+2.60 |
174 |
4,445 |
-67 |
Mar08 |
070817 |
123.00 |
125.80 |
123.00 |
125.80 |
+3.15 |
113 |
3,124 |
+0 |
May08 |
070817 |
123.55 |
126.55 |
123.55 |
126.55 |
+3.40 |
8 |
656 |
+0 |
Jul08 |
070817 |
127.30 |
127.30 |
127.30 |
127.30 |
+3.65 |
0 |
135 |
+0 |
Total Volume and Open Interest |
10,478 |
30,599 |
-914 |
Sugar #11(ICE) |
Oct07 |
070817 |
9.14 |
9.59 |
9.11 |
9.40 |
+0.31 |
103,480 |
336,323 |
+1,312 |
Mar08 |
070817 |
9.35 |
9.78 |
9.35 |
9.64 |
+0.27 |
27,970 |
160,984 |
-2,593 |
May08 |
070817 |
9.45 |
9.83 |
9.44 |
9.68 |
+0.23 |
6,487 |
41,972 |
-827 |
Jul08 |
070817 |
9.62 |
9.85 |
9.62 |
9.75 |
+0.19 |
3,911 |
36,865 |
+232 |
Oct08 |
070817 |
9.76 |
10.03 |
9.72 |
9.94 |
+0.20 |
4,135 |
43,265 |
-561 |
Total Volume and Open Interest |
150,008 |
667,640 |
-2,267 |
London Cocoa(LCE) |
Sep07 |
070817 |
931 |
945 |
920 |
927 |
-6 |
1,781 |
49,058 |
-678 |
Dec07 |
070817 |
957 |
971 |
947 |
953 |
-7 |
6,511 |
59,749 |
+60 |
Mar08 |
070817 |
974 |
987 |
965 |
970 |
-7 |
4,576 |
36,826 |
-1,095 |
May08 |
070817 |
988 |
993 |
977 |
981 |
-7 |
1,180 |
13,909 |
+83 |
Jul08 |
070817 |
996 |
1003 |
988 |
992 |
-7 |
614 |
13,200 |
+279 |
Sep08 |
070817 |
1009 |
1010 |
998 |
1003 |
-7 |
94 |
9,905 |
+68 |
Dec08 |
070817 |
1023 |
1023 |
1010 |
1013 |
-4 |
53 |
4,892 |
+47 |
Total Volume and Open Interest |
14,809 |
187,635 |
-1,236 |
London Sugar(LCE) |
Oct07 |
070817 |
273.50 |
283.70 |
273.50 |
281.80 |
+9.30 |
7,830 |
41,947 |
+2,878 |
Dec07 |
070817 |
278.50 |
286.00 |
278.50 |
285.00 |
+8.50 |
1,094 |
9,569 |
-47 |
Mar08 |
070817 |
287.00 |
295.20 |
287.00 |
293.90 |
+6.90 |
1,720 |
16,090 |
+1,035 |
May08 |
070817 |
290.80 |
296.60 |
290.40 |
296.60 |
+5.80 |
574 |
5,597 |
+178 |
Aug08 |
070817 |
292.80 |
298.10 |
292.40 |
298.10 |
+5.30 |
126 |
4,733 |
+38 |
Total Volume and Open Interest |
11,662 |
83,436 |
+4,303 |
Cotton(ICE) |
Oct07 |
070817 |
55.90 |
56.20 |
55.13 |
55.50 |
+0.27 |
1,949 |
5,865 |
+272 |
Dec07 |
070817 |
57.50 |
58.35 |
56.90 |
57.50 |
+0.32 |
43,259 |
134,409 |
-4,154 |
Mar08 |
070817 |
61.75 |
61.75 |
60.50 |
60.95 |
+0.25 |
5,525 |
44,386 |
+552 |
May08 |
070817 |
62.25 |
62.30 |
61.35 |
62.10 |
+0.30 |
468 |
3,580 |
+63 |
Jul08 |
070817 |
62.90 |
63.10 |
62.30 |
63.10 |
+0.30 |
500 |
3,649 |
+108 |
Oct08 |
070817 |
64.10 |
64.10 |
64.10 |
64.10 |
+0.30 |
4 |
99 |
-2 |
Total Volume and Open Interest |
54,873 |
205,089 |
-2,183 |
Lumber(CME) |
Sep07 |
070817 |
275.8 |
279.7 |
275.6 |
278.2 |
+3.7 |
777 |
3,903 |
-136 |
Nov07 |
070817 |
276.5 |
279.7 |
275.1 |
276.8 |
+2.1 |
439 |
3,611 |
+78 |
Jan08 |
070817 |
289.5 |
293.5 |
289.5 |
292.9 |
+1.5 |
76 |
242 |
+0 |
Mar08 |
070817 |
296.6 |
297.8 |
295.5 |
296.6 |
+0.8 |
2 |
35 |
+2 |
Total Volume and Open Interest |
1,296 |
7,818 |
-54 |
Crude Oil(NYM) |
Sep07 |
070817 |
71.67 |
72.54 |
71.00 |
71.98 |
+0.98 |
293,836 |
108,515 |
-29,120 |
Oct07 |
070817 |
71.42 |
72.42 |
70.82 |
71.82 |
+0.95 |
164,943 |
299,747 |
-1,854 |
Nov07 |
070817 |
70.98 |
72.04 |
70.54 |
71.46 |
+0.86 |
44,656 |
113,679 |
+2,588 |
Dec07 |
070817 |
70.55 |
71.57 |
70.04 |
70.98 |
+0.80 |
52,277 |
196,826 |
-1,662 |
Jan08 |
070817 |
70.41 |
71.00 |
69.84 |
70.58 |
+0.77 |
9,310 |
62,959 |
-392 |
Feb08 |
070817 |
70.50 |
70.50 |
70.10 |
70.24 |
+0.74 |
2,889 |
32,436 |
+1,262 |
Mar08 |
070817 |
69.46 |
69.99 |
69.46 |
69.99 |
+0.72 |
1,825 |
32,161 |
-113 |
Apr08 |
070817 |
69.79 |
69.79 |
69.78 |
69.78 |
+0.69 |
940 |
38,695 |
-449 |
May08 |
070817 |
69.75 |
69.75 |
69.62 |
69.62 |
+0.67 |
1,461 |
32,366 |
-379 |
Jun08 |
070817 |
69.45 |
69.80 |
69.36 |
69.49 |
+0.65 |
2,404 |
53,578 |
-315 |
Jul08 |
070817 |
69.38 |
69.38 |
69.38 |
69.38 |
+0.63 |
370 |
15,116 |
+340 |
Aug08 |
070817 |
69.29 |
69.29 |
69.29 |
69.29 |
+0.62 |
53 |
12,881 |
+15 |
Sep08 |
070817 |
69.21 |
69.21 |
69.21 |
69.21 |
+0.61 |
164 |
43,437 |
+27 |
Oct08 |
070817 |
69.14 |
69.14 |
69.14 |
69.14 |
+0.60 |
295 |
20,015 |
-162 |
Nov08 |
070817 |
69.07 |
69.07 |
69.07 |
69.07 |
+0.59 |
457 |
14,734 |
+13 |
Dec08 |
070817 |
68.70 |
69.29 |
68.60 |
69.00 |
+0.58 |
14,064 |
157,036 |
-312 |
Total Volume and Open Interest |
596,454 |
1,488,282 |
-29,896 |
e-miNY Crude Oil(NYM) |
Aug07 |
070719 |
74.875 |
76.000 |
74.625 |
75.925 |
+0.875 |
|
|
|
Sep07 |
070817 |
71.625 |
72.525 |
71.000 |
71.975 |
+0.975 |
|
|
|
Oct07 |
070817 |
71.475 |
72.375 |
70.825 |
71.825 |
+0.950 |
|
|
|
Nov07 |
070817 |
71.125 |
71.750 |
71.125 |
71.450 |
+0.850 |
|
|
|
Dec07 |
070817 |
70.475 |
71.625 |
70.375 |
70.975 |
+0.800 |
|
|
|
Jan08 |
070817 |
70.575 |
70.575 |
70.575 |
70.575 |
+0.775 |
|
|
|
Feb08 |
070817 |
70.250 |
70.250 |
70.250 |
70.250 |
+0.750 |
|
|
|
Mar08 |
070817 |
70.000 |
70.000 |
70.000 |
70.000 |
+0.725 |
|
|
|
Apr08 |
070817 |
69.775 |
69.775 |
69.775 |
69.775 |
+0.675 |
|
|
|
May08 |
070817 |
69.625 |
69.625 |
69.625 |
69.625 |
+0.675 |
|
|
|
Total Volume and Open Interest |
24,391 |
9,040 |
+1,013 |
Heating Oil(NYM) |
Sep07 |
070817 |
200.80 |
202.37 |
198.25 |
201.73 |
+3.44 |
35,532 |
39,587 |
-2,185 |
Oct07 |
070817 |
202.30 |
203.76 |
199.50 |
203.50 |
+3.61 |
20,274 |
48,301 |
+820 |
Nov07 |
070817 |
205.00 |
205.63 |
201.74 |
205.50 |
+3.46 |
6,622 |
31,643 |
+573 |
Dec07 |
070817 |
203.40 |
206.95 |
203.40 |
206.80 |
+3.31 |
5,508 |
34,443 |
+648 |
Jan08 |
070817 |
204.16 |
207.83 |
204.16 |
207.70 |
+3.16 |
2,889 |
17,857 |
-493 |
Feb08 |
070817 |
206.00 |
206.82 |
205.50 |
206.80 |
+3.06 |
2,403 |
12,777 |
-98 |
Mar08 |
070817 |
204.25 |
204.80 |
203.20 |
204.80 |
+2.96 |
1,030 |
5,115 |
-309 |
Apr08 |
070817 |
199.60 |
200.80 |
199.60 |
200.80 |
+2.81 |
366 |
6,109 |
+289 |
May08 |
070817 |
195.50 |
197.05 |
195.50 |
197.05 |
+2.71 |
235 |
1,983 |
+136 |
Jun08 |
070817 |
192.75 |
194.55 |
192.75 |
194.55 |
+2.61 |
896 |
13,034 |
-499 |
Jul08 |
070817 |
194.50 |
194.75 |
194.50 |
194.75 |
+2.61 |
33 |
517 |
+29 |
Aug08 |
070817 |
196.15 |
196.15 |
196.15 |
196.15 |
+2.61 |
22 |
316 |
+13 |
Total Volume and Open Interest |
75,845 |
215,572 |
-1,081 |
Gasoline(NYMEX) |
Sep07 |
070817 |
201.73 |
204.20 |
199.90 |
203.88 |
+6.05 |
40,449 |
52,183 |
-2,707 |
Oct07 |
070817 |
192.25 |
194.49 |
190.55 |
194.03 |
+4.80 |
21,157 |
47,051 |
-297 |
Nov07 |
070817 |
190.05 |
191.00 |
187.60 |
190.93 |
+3.95 |
6,771 |
27,904 |
-217 |
Dec07 |
070817 |
187.61 |
189.25 |
186.48 |
188.93 |
+3.35 |
4,333 |
20,150 |
-145 |
Jan08 |
070817 |
188.00 |
189.68 |
187.15 |
189.68 |
+3.05 |
994 |
10,683 |
+216 |
Feb08 |
070817 |
190.85 |
191.28 |
190.85 |
191.28 |
+2.85 |
819 |
4,454 |
+220 |
Mar08 |
070817 |
191.50 |
193.03 |
191.50 |
193.03 |
+2.75 |
569 |
6,819 |
+174 |
Apr08 |
070817 |
205.32 |
205.83 |
204.00 |
205.83 |
+2.50 |
223 |
4,976 |
-72 |
May08 |
070817 |
207.13 |
207.13 |
207.13 |
207.13 |
+2.50 |
55 |
2,400 |
+55 |
Jun08 |
070817 |
207.33 |
207.33 |
207.33 |
207.33 |
+2.50 |
1 |
4,820 |
+1 |
Total Volume and Open Interest |
75,380 |
188,029 |
-2,774 |
e-miNY RBOB Gasoline(NYM) |
Sep07 |
070817 |
203.88 |
203.88 |
203.88 |
203.88 |
+6.05 |
0 |
2 |
+0 |
Oct07 |
070817 |
194.03 |
194.03 |
194.03 |
194.03 |
+4.80 |
|
|
|
Nov07 |
070817 |
190.93 |
190.93 |
190.93 |
190.93 |
+3.95 |
|
|
|
Dec07 |
070817 |
188.93 |
188.93 |
188.93 |
188.93 |
+3.35 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
3 |
+0 |
Natural Gas(NYM) |
Sep07 |
070817 |
6.890 |
7.132 |
6.705 |
7.010 |
+0.135 |
70,364 |
44,084 |
-5,725 |
Oct07 |
070817 |
7.016 |
7.250 |
6.884 |
7.123 |
+0.108 |
29,852 |
85,837 |
+1,244 |
Nov07 |
070817 |
7.643 |
7.959 |
7.643 |
7.828 |
+0.083 |
10,582 |
67,212 |
+203 |
Dec07 |
070817 |
8.310 |
8.589 |
8.310 |
8.463 |
+0.058 |
7,569 |
48,374 |
-975 |
Jan08 |
070817 |
8.750 |
8.964 |
8.695 |
8.838 |
+0.048 |
5,715 |
43,380 |
+393 |
Feb08 |
070817 |
8.872 |
8.964 |
8.840 |
8.855 |
+0.050 |
1,274 |
34,824 |
-54 |
Mar08 |
070817 |
8.680 |
8.740 |
8.580 |
8.620 |
+0.040 |
3,250 |
47,458 |
+123 |
Apr08 |
070817 |
7.950 |
8.103 |
7.908 |
7.935 |
+0.015 |
2,888 |
39,665 |
-583 |
May08 |
070817 |
7.850 |
7.963 |
7.850 |
7.902 |
+0.012 |
1,250 |
26,966 |
-303 |
Jun08 |
070817 |
8.038 |
8.070 |
7.969 |
7.980 |
+0.010 |
336 |
16,701 |
-19 |
Jul08 |
070817 |
8.121 |
8.142 |
8.050 |
8.066 |
+0.008 |
212 |
10,129 |
+34 |
Aug08 |
070817 |
8.190 |
8.200 |
8.114 |
8.129 |
+0.006 |
165 |
9,495 |
-33 |
Sep08 |
070817 |
8.230 |
8.240 |
8.168 |
8.172 |
+0.004 |
241 |
6,350 |
+8 |
Oct08 |
070817 |
8.378 |
8.378 |
8.280 |
8.295 |
+0.002 |
963 |
27,194 |
+83 |
Nov08 |
070817 |
8.772 |
8.787 |
8.725 |
8.725 |
-0.003 |
183 |
13,838 |
-98 |
Dec08 |
070817 |
9.220 |
9.230 |
9.160 |
9.160 |
-0.008 |
54 |
14,191 |
-24 |
Total Volume and Open Interest |
142,142 |
758,369 |
-876 |
Brent Crude Oil(ICE) |
Oct07 |
070817 |
70.09 |
71.10 |
69.39 |
70.44 |
+0.67 |
121,043 |
116,052 |
+542 |
Nov07 |
070817 |
70.46 |
71.42 |
69.80 |
70.79 |
+0.61 |
38,562 |
120,102 |
+1,320 |
Dec07 |
070817 |
70.63 |
71.58 |
70.00 |
70.99 |
+0.61 |
33,642 |
106,966 |
+3,304 |
Jan08 |
070817 |
70.46 |
71.35 |
70.46 |
70.94 |
+0.62 |
6,652 |
26,643 |
-345 |
Feb08 |
070817 |
69.91 |
71.23 |
69.91 |
70.84 |
+0.62 |
4,456 |
16,559 |
-455 |
Mar08 |
070817 |
69.76 |
70.74 |
69.76 |
70.74 |
+0.61 |
2,324 |
10,985 |
+660 |
Apr08 |
070817 |
70.65 |
70.65 |
70.65 |
70.65 |
+0.62 |
653 |
10,712 |
-85 |
May08 |
070817 |
70.56 |
70.56 |
70.56 |
70.56 |
+0.63 |
1,125 |
4,322 |
-118 |
Jun08 |
070817 |
70.46 |
70.46 |
70.00 |
70.46 |
+0.62 |
2,099 |
26,527 |
+137 |
Jul08 |
070817 |
70.37 |
70.37 |
70.37 |
70.37 |
+0.62 |
0 |
2,839 |
+0 |
Aug08 |
070817 |
70.28 |
70.28 |
70.28 |
70.28 |
+0.60 |
0 |
2,492 |
+0 |
Sep08 |
070817 |
70.00 |
70.19 |
70.00 |
70.19 |
+0.58 |
0 |
3,660 |
+0 |
Oct08 |
070817 |
70.10 |
70.10 |
70.10 |
70.10 |
+0.56 |
0 |
5,087 |
+0 |
Nov08 |
070817 |
70.01 |
70.01 |
70.01 |
70.01 |
+0.53 |
85 |
3,097 |
+85 |
Total Volume and Open Interest |
242,112 |
598,718 |
-24,487 |
Gas Oil(ICE) |
Sep07 |
070817 |
622.00 |
629.75 |
615.25 |
627.00 |
+10.25 |
42,190 |
68,163 |
-3,744 |
Oct07 |
070817 |
624.50 |
632.00 |
618.00 |
629.50 |
+10.50 |
23,706 |
57,201 |
+2,757 |
Nov07 |
070817 |
620.75 |
633.25 |
620.00 |
631.00 |
+9.75 |
5,187 |
23,503 |
+278 |
Dec07 |
070817 |
622.00 |
634.75 |
622.00 |
632.25 |
+9.25 |
6,253 |
45,104 |
+324 |
Jan08 |
070817 |
628.00 |
638.50 |
628.00 |
637.50 |
+9.00 |
4,327 |
38,374 |
-779 |
Feb08 |
070817 |
633.75 |
633.75 |
625.00 |
633.75 |
+8.75 |
170 |
10,236 |
-92 |
Mar08 |
070817 |
629.50 |
629.50 |
621.25 |
629.50 |
+8.25 |
350 |
7,011 |
+110 |
Apr08 |
070817 |
625.00 |
625.00 |
617.00 |
625.00 |
+8.00 |
104 |
3,063 |
+0 |
May08 |
070817 |
620.75 |
620.75 |
620.75 |
620.75 |
+7.75 |
695 |
3,775 |
+525 |
Jun08 |
070817 |
617.00 |
617.00 |
609.50 |
617.00 |
+7.50 |
2,310 |
28,567 |
+170 |
Total Volume and Open Interest |
112,419 |
317,820 |
+2,221 |
Ethanol(CBOT) |
Aug07 |
070803 |
1.905 |
1.905 |
1.905 |
1.905 |
-0.010 |
0 |
63 |
-14 |
Sep07 |
070817 |
1.825 |
1.825 |
1.810 |
1.812 |
+0.012 |
8 |
93 |
+0 |
Oct07 |
070817 |
1.730 |
1.730 |
1.730 |
1.730 |
+0.020 |
0 |
144 |
+1 |
Nov07 |
070817 |
1.755 |
1.755 |
1.755 |
1.755 |
+0.027 |
0 |
45 |
+0 |
Dec07 |
070817 |
1.745 |
1.745 |
1.745 |
1.745 |
-0.020 |
0 |
139 |
+0 |
Jan08 |
070817 |
1.745 |
1.745 |
1.745 |
1.745 |
-0.030 |
0 |
130 |
+0 |
Feb08 |
070817 |
1.740 |
1.740 |
1.740 |
1.740 |
+0.010 |
0 |
101 |
+0 |
Mar08 |
070817 |
1.710 |
1.710 |
1.710 |
1.710 |
-0.005 |
0 |
91 |
+0 |
Total Volume and Open Interest |
21 |
1,067 |
+1 |
WTI Crude Oil(ICE) |
Sep07 |
070817 |
71.56 |
72.54 |
71.00 |
71.98 |
+0.98 |
119,536 |
63,193 |
+11,127 |
Oct07 |
070817 |
71.35 |
72.41 |
70.83 |
71.82 |
+0.95 |
86,632 |
93,825 |
+1,289 |
Nov07 |
070817 |
71.05 |
72.07 |
70.56 |
71.46 |
+0.86 |
23,547 |
55,543 |
+2,644 |
Dec07 |
070817 |
70.58 |
71.60 |
70.10 |
70.98 |
+0.80 |
24,579 |
114,243 |
+658 |
Jan08 |
070817 |
70.78 |
70.90 |
70.18 |
70.58 |
+0.77 |
2,652 |
26,926 |
-66 |
Feb08 |
070817 |
70.36 |
70.36 |
70.24 |
70.24 |
+0.74 |
284 |
10,514 |
-87 |
Mar08 |
070817 |
69.99 |
69.99 |
69.99 |
69.99 |
+0.72 |
140 |
9,668 |
+41 |
Apr08 |
070817 |
69.78 |
69.78 |
69.78 |
69.78 |
+0.69 |
0 |
5,981 |
+0 |
May08 |
070817 |
69.62 |
69.62 |
69.62 |
69.62 |
+0.67 |
0 |
2,114 |
+0 |
Jun08 |
070817 |
69.75 |
69.75 |
69.20 |
69.49 |
+0.65 |
1,440 |
25,380 |
+279 |
Jul08 |
070817 |
69.38 |
69.38 |
69.38 |
69.38 |
+0.63 |
0 |
1,601 |
+0 |
Aug08 |
070817 |
69.29 |
69.29 |
69.29 |
69.29 |
+0.62 |
60 |
764 |
-60 |
Sep08 |
070817 |
69.21 |
69.21 |
69.21 |
69.21 |
+0.61 |
0 |
3,040 |
+0 |
Oct08 |
070817 |
69.14 |
69.14 |
69.14 |
69.14 |
+0.60 |
0 |
3,182 |
+0 |
Nov08 |
070817 |
69.07 |
69.07 |
69.07 |
69.07 |
+0.59 |
0 |
1,298 |
+0 |
Dec08 |
070817 |
69.19 |
69.19 |
68.68 |
69.00 |
+0.58 |
8,817 |
80,829 |
+1,637 |
Total Volume and Open Interest |
271,644 |
605,969 |
+17,464 |
US Dollar Index(ICE) |
Sep07 |
070817 |
81.630 |
81.710 |
80.980 |
81.360 |
-0.360 |
5,379 |
27,275 |
-1,375 |
Dec07 |
070817 |
81.450 |
81.450 |
80.900 |
81.220 |
-0.360 |
279 |
3,398 |
-16 |
Mar08 |
070817 |
81.090 |
81.090 |
81.090 |
81.090 |
-0.360 |
50 |
635 |
+0 |
Total Volume and Open Interest |
5,708 |
31,317 |
-1,391 |
Australian Dollar(CME) |
Sep07 |
070817 |
79.31 |
79.97 |
76.65 |
79.17 |
+0.60 |
110,268 |
97,156 |
-925 |
Dec07 |
070817 |
79.21 |
79.66 |
76.52 |
78.88 |
+0.60 |
1,041 |
1,261 |
+236 |
Mar08 |
070817 |
78.53 |
78.53 |
78.53 |
78.53 |
+0.60 |
2 |
154 |
+1 |
Total Volume and Open Interest |
111,313 |
98,583 |
-687 |
British Pound(CME) |
Sep07 |
070817 |
198.25 |
199.23 |
196.38 |
197.86 |
+0.11 |
131,113 |
120,759 |
-2,879 |
Dec07 |
070817 |
197.81 |
198.49 |
195.86 |
197.36 |
+0.09 |
124 |
965 |
+20 |
Mar08 |
070817 |
196.78 |
197.93 |
195.63 |
196.78 |
+0.06 |
7 |
28 |
+5 |
Total Volume and Open Interest |
131,244 |
121,775 |
-2,854 |
Canadian Dollar(CME) |
Sep07 |
070817 |
93.01 |
94.76 |
92.66 |
94.08 |
+1.25 |
71,735 |
125,313 |
-2,579 |
Dec07 |
070817 |
93.19 |
95.00 |
92.82 |
94.23 |
+1.26 |
656 |
5,674 |
-108 |
Mar08 |
070817 |
94.46 |
94.86 |
93.60 |
94.36 |
+1.29 |
2 |
875 |
+1 |
Jun08 |
070817 |
94.42 |
94.90 |
94.33 |
94.42 |
+1.31 |
3 |
336 |
+1 |
Total Volume and Open Interest |
72,409 |
132,477 |
-2,683 |
Japanese Yen(CME) |
Sep07 |
070817 |
87.92 |
89.95 |
87.35 |
88.06 |
-0.69 |
419,087 |
256,118 |
+7,526 |
Dec07 |
070817 |
88.55 |
90.89 |
88.30 |
89.03 |
-0.71 |
2,817 |
16,518 |
+829 |
Mar08 |
070817 |
89.73 |
91.63 |
89.09 |
89.90 |
-0.73 |
66 |
196 |
+58 |
Total Volume and Open Interest |
421,975 |
288,435 |
+8,412 |
Swiss Franc(CME) |
Sep07 |
070817 |
82.39 |
83.57 |
82.25 |
83.01 |
+0.52 |
104,382 |
115,782 |
-1,069 |
Dec07 |
070817 |
82.83 |
84.07 |
82.81 |
83.55 |
+0.52 |
452 |
608 |
+131 |
Mar08 |
070817 |
83.48 |
84.49 |
83.46 |
83.99 |
+0.52 |
0 |
18 |
+0 |
Total Volume and Open Interest |
104,835 |
116,417 |
-937 |
EuroFX(CME) |
Sep07 |
070817 |
134.38 |
135.59 |
133.83 |
134.88 |
+0.69 |
260,416 |
213,628 |
+2,424 |
Dec07 |
070817 |
134.68 |
135.82 |
134.12 |
135.13 |
+0.67 |
859 |
4,531 |
+170 |
Mar08 |
070817 |
134.65 |
135.96 |
134.45 |
135.30 |
+0.66 |
13 |
115 |
-13 |
Total Volume and Open Interest |
261,292 |
218,399 |
+2,581 |
Mexican Peso(CME) |
Sep07 |
070817 |
892.8 |
901.0 |
886.2 |
899.5 |
+12.0 |
32,122 |
73,832 |
+332 |
Oct07 |
070817 |
897.5 |
897.5 |
897.5 |
897.5 |
+12.0 |
0 |
68 |
+0 |
Total Volume and Open Interest |
32,305 |
96,652 |
+340 |
Brazilian Real(CME) |
Sep07 |
070817 |
476.90 |
498.00 |
476.90 |
493.30 |
+16.40 |
4,325 |
8,754 |
+984 |
Oct07 |
070817 |
491.90 |
491.90 |
475.60 |
491.90 |
+16.30 |
|
|
|
Nov07 |
070817 |
490.60 |
490.60 |
473.80 |
490.60 |
+16.80 |
|
|
|
Dec07 |
070817 |
489.60 |
489.60 |
472.70 |
489.60 |
+16.90 |
262 |
880 |
+10 |
Total Volume and Open Interest |
4,587 |
9,634 |
+994 |
30-Year T-Bonds(CBOT) |
Sep07 |
070817 |
110~050 |
110~190 |
109~080 |
109~270 |
-0~240 |
560,941 |
1,001,896 |
+9,747 |
Dec07 |
070817 |
109~280 |
110~090 |
108~300 |
109~180 |
-0~240 |
1,995 |
14,928 |
+181 |
Mar08 |
070817 |
109~170 |
109~170 |
109~170 |
109~170 |
-0~240 |
0 |
929 |
+40 |
Total Volume and Open Interest |
563,017 |
1,017,782 |
+9,969 |
10-Year T-Notes(CBOT) |
Sep07 |
070817 |
108~170 |
109~000 |
108~040 |
108~190 |
-0~085 |
2,107,541 |
2,723,679 |
+21,636 |
Dec07 |
070817 |
108~030 |
108~200 |
107~250 |
108~080 |
-0~095 |
72,125 |
243,088 |
+20,603 |
Mar08 |
070817 |
108~015 |
108~015 |
108~015 |
108~015 |
-0~095 |
0 |
1,300 |
+4 |
Total Volume and Open Interest |
2,179,679 |
2,968,077 |
+42,243 |
5-Year T-Notes(CBOT) |
Sep07 |
070817 |
106~088 |
106~092 |
106~026 |
106~064 |
-0~038 |
1,358,074 |
0 |
+0 |
Dec07 |
070817 |
106~052 |
106~052 |
106~050 |
106~050 |
-0~040 |
26,006 |
0 |
+0 |
Mar08 |
070817 |
106~050 |
106~050 |
106~050 |
106~050 |
-0~040 |
|
|
|
Total Volume and Open Interest |
1,519,967 |
1,704,590 |
+37,575 |
2 Year T-Notes(CBOT) |
Sep07 |
070817 |
102~115 |
103~018 |
102~109 |
103~002 |
-0~015 |
690,680 |
960,327 |
-28,772 |
Dec07 |
070817 |
103~007 |
103~016 |
102~122 |
103~016 |
-0~008 |
10,125 |
16,365 |
+1,292 |
Total Volume and Open Interest |
700,805 |
976,692 |
-27,480 |
Eurodollars(CME) |
Sep07 |
070817 |
94.760 |
95.000 |
94.753 |
94.887 |
+0.082 |
611,865 |
1,718,662 |
+32,822 |
Dec07 |
070817 |
95.170 |
95.340 |
95.150 |
95.285 |
+0.025 |
656,407 |
1,573,434 |
+38,780 |
Mar08 |
070817 |
95.500 |
95.655 |
95.470 |
95.525 |
-0.070 |
969,935 |
1,728,193 |
-45,838 |
Jun08 |
070817 |
95.510 |
95.660 |
95.490 |
95.535 |
-0.080 |
766,507 |
1,487,194 |
-22,084 |
Sep08 |
070817 |
95.410 |
95.555 |
95.365 |
95.430 |
-0.080 |
719,633 |
1,198,059 |
+12,951 |
Dec08 |
070817 |
95.300 |
95.450 |
95.255 |
95.320 |
-0.075 |
559,244 |
1,059,871 |
+1,424 |
Mar09 |
070817 |
95.215 |
95.365 |
95.175 |
95.235 |
-0.075 |
391,198 |
657,836 |
-12,539 |
Jun09 |
070817 |
95.150 |
95.295 |
95.110 |
95.165 |
-0.070 |
260,750 |
526,715 |
-7,861 |
Sep09 |
070817 |
95.085 |
95.220 |
95.040 |
95.090 |
-0.070 |
79,459 |
306,297 |
+4,347 |
Dec09 |
070817 |
95.050 |
95.135 |
94.965 |
95.010 |
-0.070 |
48,069 |
237,729 |
+1,261 |
Mar10 |
070817 |
95.010 |
95.075 |
94.905 |
94.950 |
-0.065 |
35,391 |
162,513 |
-2,674 |
Jun10 |
070817 |
94.910 |
95.010 |
94.845 |
94.885 |
-0.065 |
24,417 |
132,351 |
+599 |
Sep10 |
070817 |
94.850 |
94.935 |
94.785 |
94.825 |
-0.060 |
9,894 |
101,533 |
+1,073 |
Dec10 |
070817 |
94.775 |
94.810 |
94.715 |
94.750 |
-0.060 |
11,479 |
109,505 |
-100 |
Mar11 |
070817 |
94.745 |
94.765 |
94.665 |
94.695 |
-0.060 |
10,042 |
97,567 |
-1,423 |
Jun11 |
070817 |
94.610 |
94.695 |
94.610 |
94.635 |
-0.060 |
9,054 |
89,726 |
-1,251 |
Sep11 |
070817 |
94.650 |
94.650 |
94.545 |
94.580 |
-0.060 |
9,887 |
74,683 |
+319 |
Dec11 |
070817 |
94.585 |
94.585 |
94.485 |
94.515 |
-0.065 |
6,808 |
50,954 |
-388 |
Total Volume and Open Interest |
363,983 |
11,513,920 |
+1,551 |
30 Day Federal Funds(CBOT) |
Aug07 |
070817 |
94.980 |
94.995 |
94.970 |
94.970 |
-0.070 |
5 |
109,788 |
-10,881 |
Sep07 |
070817 |
95.015 |
95.065 |
95.015 |
95.065 |
-0.025 |
1,181 |
150,511 |
-6,250 |
Oct07 |
070817 |
95.120 |
95.150 |
95.120 |
95.150 |
-0.010 |
1,179 |
100,543 |
-3,002 |
Nov07 |
070817 |
95.355 |
95.365 |
95.345 |
95.365 |
-0.015 |
1,452 |
118,032 |
-2,948 |
Dec07 |
070817 |
95.435 |
95.455 |
95.420 |
95.455 |
-0.015 |
89 |
41,323 |
+4,151 |
Jan08 |
070817 |
95.500 |
95.500 |
95.500 |
95.500 |
-0.020 |
2,505 |
10,297 |
-1,422 |
Total Volume and Open Interest |
7,203 |
539,899 |
-21,922 |
30 Day Fed Funds(e-CBOT) |
Aug07 |
070817 |
95.020 |
95.090 |
94.955 |
94.960 |
-0.060 |
38,058 |
0 |
+0 |
Sep07 |
070817 |
95.060 |
95.145 |
95.005 |
95.055 |
-0.005 |
37,483 |
0 |
+0 |
Oct07 |
070817 |
95.130 |
95.200 |
95.105 |
95.135 |
+0.025 |
28,290 |
0 |
+0 |
Nov07 |
070817 |
95.315 |
95.420 |
95.315 |
95.340 |
+0.045 |
32,199 |
0 |
+0 |
Dec07 |
070817 |
95.395 |
95.565 |
95.395 |
95.450 |
+0.065 |
15,357 |
0 |
+0 |
Jan08 |
070817 |
95.475 |
95.570 |
95.465 |
95.510 |
+0.040 |
6,368 |
0 |
+0 |
Total Volume and Open Interest |
161,629 |
|
|
3-Mth Euro-Yen(CME) |
Sep07 |
070817 |
99.185 |
99.200 |
99.185 |
99.190 |
-0.020 |
3,423 |
21,491 |
+89 |
Dec07 |
070817 |
99.180 |
99.180 |
99.150 |
99.155 |
-0.025 |
2,280 |
11,354 |
+75 |
Mar08 |
070817 |
99.125 |
99.140 |
99.115 |
99.120 |
-0.020 |
1,669 |
7,570 |
+283 |
Jun08 |
070817 |
99.060 |
99.085 |
99.050 |
99.070 |
-0.010 |
1,503 |
4,825 |
+348 |
Sep08 |
070817 |
99.015 |
99.015 |
98.995 |
98.995 |
-0.010 |
464 |
3,102 |
+297 |
Dec08 |
070817 |
98.925 |
98.945 |
98.925 |
98.925 |
-0.020 |
287 |
1,634 |
+165 |
Mar09 |
070817 |
98.800 |
98.865 |
98.800 |
98.845 |
-0.020 |
27 |
150 |
+0 |
Jun09 |
070817 |
98.770 |
98.790 |
98.770 |
98.770 |
-0.020 |
0 |
100 |
+0 |
Sep09 |
070817 |
98.675 |
98.675 |
98.675 |
98.675 |
unch |
|
|
|
Dec09 |
070817 |
98.595 |
98.595 |
98.595 |
98.595 |
unch |
|
|
|
Total Volume and Open Interest |
9,653 |
50,226 |
+1,257 |
3-Mth Euro-Yen(SGX) |
Sep07 |
070817 |
99.19 |
99.20 |
99.18 |
99.18 |
-0.03 |
6,410 |
77,648 |
-703 |
Dec07 |
070817 |
99.14 |
99.17 |
99.14 |
99.14 |
-0.04 |
3,188 |
60,331 |
-3,750 |
Mar08 |
070817 |
99.12 |
99.12 |
99.10 |
99.10 |
-0.03 |
902 |
43,372 |
+397 |
Jun08 |
070817 |
99.07 |
99.09 |
99.04 |
99.06 |
-0.01 |
2,251 |
22,842 |
-172 |
Sep08 |
070817 |
99.00 |
99.07 |
98.98 |
98.99 |
-0.01 |
1,001 |
11,704 |
-264 |
Dec08 |
070817 |
98.93 |
98.95 |
98.91 |
98.92 |
unch |
1,078 |
8,801 |
+386 |
Mar09 |
070817 |
98.88 |
98.88 |
98.83 |
98.83 |
unch |
0 |
4,555 |
+0 |
Jun09 |
070817 |
98.76 |
98.79 |
98.76 |
98.76 |
unch |
0 |
1,168 |
+0 |
Total Volume and Open Interest |
14,830 |
232,221 |
-4,106 |
Japanese Gov't Bonds(SGX) |
Sep07 |
070817 |
135.67 |
136.38 |
135.33 |
135.95 |
+0.59 |
5,230 |
38,933 |
+2,615 |
Dec07 |
070817 |
135.22 |
135.87 |
135.10 |
135.49 |
+0.59 |
12 |
20 |
+2 |
Mar08 |
070817 |
135.49 |
135.49 |
135.49 |
135.49 |
+0.59 |
|
|
|
Total Volume and Open Interest |
5,242 |
38,953 |
+2,617 |
Euro-Bund(EUREX) |
Sep07 |
070817 |
113.77 |
113.90 |
113.05 |
113.33 |
-0.19 |
1,770,812 |
1,671,761 |
+78,289 |
Dec07 |
070817 |
113.41 |
113.50 |
112.68 |
112.93 |
-0.20 |
19,321 |
55,101 |
+11,417 |
Mar08 |
070817 |
113.18 |
113.18 |
113.18 |
113.18 |
-0.19 |
121 |
10 |
+0 |
Total Volume and Open Interest |
1,790,254 |
1,726,872 |
+89,706 |
Euro-Bobl(EUREX) |
Sep07 |
070817 |
108.34 |
108.53 |
107.97 |
108.13 |
+0.06 |
1,025,688 |
1,206,241 |
-35,433 |
Dec07 |
070817 |
108.04 |
108.04 |
107.94 |
107.94 |
+0.04 |
2,086 |
7,675 |
+1,493 |
Mar08 |
070817 |
107.84 |
107.84 |
107.84 |
107.84 |
+0.07 |
622 |
0 |
+0 |
Total Volume and Open Interest |
1,028,396 |
1,213,916 |
-33,940 |
3-Mth Euribor(EUREX) |
Sep07 |
070817 |
95.560 |
95.685 |
95.550 |
95.645 |
+0.065 |
1,224 |
26,822 |
-1,977 |
Dec07 |
070817 |
95.705 |
95.800 |
95.665 |
95.745 |
+0.075 |
626 |
11,539 |
-22 |
Mar08 |
070817 |
95.850 |
95.910 |
95.800 |
95.855 |
+0.070 |
303 |
9,447 |
-44 |
Total Volume and Open Interest |
2,977 |
58,863 |
-2,180 |
Long Gilt(LIFFE) |
Sep07 |
070817 |
107~02 |
107~12 |
106~17 |
106~24 |
+0~02 |
122,316 |
341,035 |
+5,678 |
Dec07 |
070817 |
106~25 |
106~25 |
106~25 |
106~25 |
+0~02 |
|
|
|
Total Volume and Open Interest |
122,316 |
341,035 |
+5,678 |
3-Mth Short Sterling(LIFFE) |
Sep07 |
070817 |
93.69 |
93.86 |
93.63 |
93.77 |
+0.10 |
262,764 |
496,916 |
-23,845 |
Dec07 |
070817 |
94.06 |
94.08 |
93.94 |
93.99 |
+0.03 |
213,109 |
555,553 |
+2,885 |
Mar08 |
070817 |
94.17 |
94.19 |
94.08 |
94.11 |
+0.03 |
206,209 |
478,302 |
-16,906 |
Jun08 |
070817 |
94.22 |
94.24 |
94.13 |
94.16 |
+0.03 |
155,720 |
440,752 |
-6,857 |
Sep08 |
070817 |
94.22 |
94.24 |
94.13 |
94.17 |
+0.03 |
132,590 |
318,512 |
-5,078 |
Dec08 |
070817 |
94.20 |
94.22 |
94.11 |
94.16 |
+0.03 |
117,303 |
231,899 |
-5,369 |
Total Volume and Open Interest |
1,192,376 |
2,861,392 |
-49,626 |
3-Mth Euribor(LIFFE) |
Sep07 |
070817 |
95.590 |
95.740 |
95.530 |
95.645 |
+0.070 |
378,980 |
1,007,128 |
-34,432 |
Dec07 |
070817 |
95.655 |
95.890 |
95.655 |
95.745 |
+0.070 |
323,406 |
866,379 |
+31,445 |
Mar08 |
070817 |
95.815 |
95.995 |
95.775 |
95.855 |
+0.070 |
348,189 |
619,042 |
-13,504 |
Total Volume and Open Interest |
1,844,565 |
4,313,396 |
+21,382 |
3-Mth Aus T-Bills(SFE) |
Sep07 |
070817 |
93.25 |
93.28 |
93.22 |
93.28 |
+0.03 |
33,444 |
497,384 |
+3,450 |
Dec07 |
070817 |
93.23 |
93.30 |
93.21 |
93.28 |
+0.05 |
62,634 |
362,112 |
+10,980 |
Mar08 |
070817 |
93.19 |
93.27 |
93.18 |
93.27 |
+0.08 |
33,324 |
190,356 |
+13,629 |
Jun08 |
070817 |
93.17 |
93.27 |
93.16 |
93.26 |
+0.08 |
19,795 |
134,513 |
+7,258 |
Sep08 |
070817 |
93.17 |
93.27 |
93.15 |
93.27 |
+0.10 |
4,254 |
62,633 |
+3,387 |
Dec08 |
070817 |
93.16 |
93.28 |
93.16 |
93.28 |
+0.11 |
6,272 |
44,841 |
+5,091 |
Mar09 |
070817 |
93.18 |
93.28 |
93.18 |
93.28 |
+0.10 |
635 |
29,768 |
-16 |
Jun09 |
070817 |
93.18 |
93.30 |
93.18 |
93.30 |
+0.11 |
212 |
21,704 |
-87 |
Sep09 |
070817 |
93.24 |
93.30 |
93.24 |
93.30 |
+0.11 |
63 |
1,993 |
+63 |
Dec09 |
070817 |
93.22 |
93.30 |
93.22 |
93.30 |
+0.09 |
1 |
638 |
-1 |
Total Volume and Open Interest |
160,638 |
1,346,128 |
+43,752 |
10-Year Aus T-Bonds(SFE) |
Sep07 |
070817 |
94.12 |
94.22 |
94.10 |
94.20 |
+0.09 |
138,474 |
661,188 |
+29,890 |
Dec07 |
070817 |
94.20 |
94.20 |
94.20 |
94.20 |
+0.09 |
|
|
|
Total Volume and Open Interest |
138,474 |
661,188 |
+29,890 |
3-Year Aus T-Bonds(SFE) |
Sep07 |
070817 |
93.81 |
93.96 |
93.79 |
93.93 |
+0.13 |
256,735 |
919,915 |
+105,612 |
Dec07 |
070817 |
93.96 |
93.96 |
93.96 |
93.96 |
+0.15 |
|
|
|
Total Volume and Open Interest |
256,735 |
919,915 |
+105,612 |
Gold(CMX) |
Aug07 |
070817 |
648.4 |
657.7 |
648.4 |
656.9 |
+8.6 |
130 |
274 |
-725 |
Oct07 |
070817 |
656.5 |
668.2 |
649.7 |
660.9 |
+8.7 |
6,299 |
36,608 |
+139 |
Dec07 |
070817 |
660.8 |
674.5 |
655.5 |
666.8 |
+8.8 |
169,664 |
194,880 |
-3,810 |
Feb08 |
070817 |
664.0 |
674.7 |
661.9 |
672.4 |
+8.9 |
3,958 |
15,183 |
+2,330 |
Apr08 |
070817 |
668.5 |
679.0 |
668.5 |
677.9 |
+9.0 |
1,519 |
21,945 |
+292 |
Jun08 |
070817 |
675.0 |
684.8 |
675.0 |
683.3 |
+9.1 |
3,666 |
14,876 |
-2,109 |
Aug08 |
070817 |
688.2 |
688.5 |
688.2 |
688.5 |
+9.2 |
0 |
5,035 |
+0 |
Oct08 |
070817 |
693.7 |
693.7 |
693.7 |
693.7 |
+9.3 |
0 |
1,469 |
+0 |
Dec08 |
070817 |
692.8 |
704.0 |
692.8 |
698.9 |
+9.3 |
3,497 |
15,699 |
-3,223 |
Feb09 |
070817 |
704.5 |
704.5 |
704.5 |
704.5 |
+9.4 |
0 |
10,712 |
+0 |
Apr09 |
070817 |
709.9 |
709.9 |
709.9 |
709.9 |
+9.5 |
0 |
1,630 |
+0 |
Jun09 |
070817 |
715.4 |
715.4 |
715.4 |
715.4 |
+9.5 |
0 |
10,763 |
+0 |
Total Volume and Open Interest |
194,785 |
339,753 |
-12,956 |
Silver(CMX) |
Sep07 |
070817 |
1176.5 |
1201.5 |
1149.0 |
1180.0 |
+30.5 |
23,373 |
47,744 |
-1,401 |
Dec07 |
070817 |
1193.0 |
1218.0 |
1165.0 |
1196.7 |
+31.1 |
0 |
46,844 |
+1,043 |
Mar08 |
070817 |
1213.0 |
1217.5 |
1204.0 |
1212.3 |
+31.2 |
0 |
6,476 |
+175 |
May08 |
070817 |
1216.5 |
1221.8 |
1216.5 |
1221.8 |
+31.3 |
0 |
4,369 |
+0 |
Jul08 |
070817 |
1231.4 |
1231.4 |
1231.4 |
1231.4 |
+32.0 |
0 |
4,627 |
-4 |
Sep08 |
070817 |
1241.0 |
1241.0 |
1241.0 |
1241.0 |
+33.0 |
0 |
905 |
+0 |
Dec08 |
070817 |
1240.0 |
1270.0 |
1240.0 |
1255.0 |
+33.0 |
0 |
5,143 |
-69 |
Total Volume and Open Interest |
23,373 |
123,947 |
-204 |
Platinum(NYMEX) |
Oct07 |
070817 |
1235.0 |
1255.0 |
1229.2 |
1231.6 |
+1.6 |
4,661 |
11,369 |
-1,285 |
Jan08 |
070817 |
1256.0 |
1256.0 |
1240.6 |
1240.6 |
+1.6 |
36 |
338 |
+21 |
Apr08 |
070817 |
1252.0 |
1252.0 |
1252.0 |
1252.0 |
+1.6 |
0 |
1 |
+0 |
Total Volume and Open Interest |
4,697 |
11,708 |
-1,264 |
Palladium(NYMEX) |
Sep07 |
070817 |
334.00 |
337.45 |
325.75 |
329.75 |
+1.90 |
2,273 |
9,953 |
-690 |
Dec07 |
070817 |
339.80 |
341.25 |
328.00 |
334.75 |
+1.80 |
603 |
6,501 |
+398 |
Mar08 |
070817 |
339.75 |
339.75 |
339.75 |
339.75 |
+1.70 |
7 |
490 |
-9 |
Total Volume and Open Interest |
2,883 |
18,194 |
-301 |
Copper(CMX) |
Sep07 |
070817 |
314.45 |
320.75 |
307.00 |
314.65 |
+5.65 |
25,811 |
21,604 |
-2,947 |
Dec07 |
070817 |
313.90 |
319.50 |
306.80 |
314.75 |
+5.65 |
11,718 |
39,284 |
+2,341 |
Mar08 |
070817 |
307.00 |
314.00 |
306.70 |
311.50 |
+5.40 |
684 |
4,801 |
+30 |
May08 |
070817 |
310.00 |
310.50 |
308.25 |
308.25 |
+5.15 |
185 |
873 |
+58 |
Jul08 |
070817 |
304.80 |
305.80 |
304.80 |
304.80 |
+5.10 |
106 |
466 |
+30 |
Total Volume and Open Interest |
39,651 |
75,655 |
-524 |
DJIA Index(CBOT) |
Sep07 |
070817 |
12954 |
13220 |
12746 |
13105 |
+161 |
10,688 |
38,545 |
+342 |
Dec07 |
070817 |
13270 |
13320 |
13025 |
13190 |
+161 |
60 |
314 |
+19 |
Mar08 |
070817 |
13289 |
13289 |
13289 |
13289 |
+161 |
0 |
1 |
+0 |
Jun08 |
070817 |
13383 |
13383 |
13383 |
13383 |
+161 |
|
|
|
Total Volume and Open Interest |
10,750 |
38,860 |
+361 |
E-mini DJIA Index(CBOT) |
Sep07 |
070817 |
12951 |
13250 |
12747 |
13105 |
+161 |
409,969 |
110,441 |
+7,482 |
Dec07 |
070817 |
12887 |
13300 |
12887 |
13190 |
+161 |
172 |
282 |
+18 |
Mar08 |
070817 |
13289 |
13289 |
13289 |
13289 |
+161 |
|
|
|
Jun08 |
070817 |
13383 |
13383 |
13383 |
13383 |
+161 |
|
|
|
Total Volume and Open Interest |
410,141 |
110,723 |
+7,500 |
S & P 500(CME) |
Sep07 |
070817 |
1424.80 |
1469.70 |
1399.50 |
1449.90 |
+25.40 |
95,963 |
544,411 |
+1,268 |
Dec07 |
070817 |
1468.50 |
1470.50 |
1438.00 |
1460.60 |
+25.50 |
6,174 |
89,157 |
+3,880 |
Mar08 |
070817 |
1470.20 |
1479.70 |
1447.70 |
1470.20 |
+25.50 |
261 |
6,976 |
+0 |
Jun08 |
070817 |
1481.20 |
1490.70 |
1458.70 |
1481.20 |
+25.50 |
0 |
203 |
+0 |
Total Volume and Open Interest |
102,398 |
641,909 |
+5,148 |
S & P 500 E-Mini(Globex) |
Sep07 |
070817 |
1424.75 |
1471.50 |
1399.50 |
1450.00 |
+25.50 |
4,817,982 |
2,162,602 |
+86,654 |
Dec07 |
070817 |
1435.00 |
1483.50 |
1410.75 |
1460.50 |
+25.50 |
15,292 |
68,767 |
+7,395 |
Total Volume and Open Interest |
4,833,274 |
2,231,370 |
+94,049 |
NASDAQ 100(CME) |
Sep07 |
070817 |
1860.80 |
1906.80 |
1830.30 |
1892.30 |
+35.80 |
11,196 |
68,281 |
+324 |
Dec07 |
070817 |
1910.00 |
1913.30 |
1890.00 |
1913.30 |
+35.80 |
0 |
55 |
+0 |
Mar08 |
070817 |
1936.00 |
1936.00 |
1930.30 |
1936.00 |
+35.70 |
0 |
10 |
+0 |
Total Volume and Open Interest |
11,196 |
68,346 |
+324 |
NASDAQ 100 E-Mini(Globex) |
Sep07 |
070817 |
1860.00 |
1913.00 |
1829.30 |
1892.30 |
+35.80 |
982,573 |
441,880 |
+1,924 |
Dec07 |
070817 |
1878.00 |
1931.00 |
1841.80 |
1913.30 |
+35.80 |
165 |
635 |
+52 |
Total Volume and Open Interest |
982,738 |
442,515 |
+1,976 |
S & P Midcap 400(CME) |
Sep07 |
070817 |
832.55 |
852.00 |
813.90 |
841.70 |
+17.10 |
229 |
6,615 |
-3 |
Dec07 |
070817 |
850.65 |
850.65 |
848.45 |
850.65 |
+17.10 |
|
|
|
Mar08 |
070817 |
860.35 |
860.35 |
858.15 |
860.35 |
+17.10 |
|
|
|
Total Volume and Open Interest |
229 |
6,615 |
-3 |
Russell 2000 E-Mini(Globex) |
Sep07 |
070817 |
774.30 |
806.20 |
761.00 |
789.90 |
+15.40 |
644,255 |
610,969 |
-35,437 |
Dec07 |
070817 |
780.00 |
811.90 |
767.10 |
795.40 |
+15.40 |
459 |
1,162 |
+134 |
Mar08 |
070817 |
801.40 |
801.40 |
801.40 |
801.40 |
+15.40 |
|
|
|
Total Volume and Open Interest |
644,714 |
612,131 |
-35,303 |
Nikkei 225(CME) |
Sep07 |
070817 |
15865 |
15970 |
15650 |
15835 |
-115 |
32,646 |
55,659 |
+258 |
Dec07 |
070817 |
15830 |
15830 |
15825 |
15830 |
-115 |
6 |
11 |
+4 |
Total Volume and Open Interest |
32,652 |
55,671 |
+262 |
Nikkei 225(SGX) |
Sep07 |
070817 |
16010 |
16025 |
15235 |
15275 |
-765 |
155,834 |
246,845 |
+6,048 |
Dec07 |
070817 |
15955 |
15985 |
15210 |
15235 |
-875 |
654 |
920 |
+210 |
Mar08 |
070817 |
15255 |
15255 |
15255 |
15255 |
-875 |
|
|
|
Total Volume and Open Interest |
156,488 |
247,806 |
+6,258 |
CAC 40(EURONEXT) |
Aug07 |
070817 |
5257.0 |
5450.5 |
5216.0 |
5404.5 |
+137.0 |
408,324 |
679,822 |
-43,530 |
Sep07 |
070817 |
5276.5 |
5474.0 |
5236.5 |
5382.0 |
+94.5 |
133,006 |
353,789 |
+80,195 |
Oct07 |
070817 |
5306.0 |
5399.0 |
5270.0 |
5399.0 |
+94.5 |
79 |
339 |
+30 |
Total Volume and Open Interest |
541,431 |
1,035,901 |
+36,714 |
Hang Seng Index(HKFE) |
Aug07 |
070817 |
20400 |
20683 |
19363 |
20187 |
-352 |
98,273 |
126,782 |
+2,520 |
Sep07 |
070817 |
20253 |
20652 |
19340 |
20175 |
-336 |
8,065 |
14,140 |
+1,923 |
Total Volume and Open Interest |
106,842 |
141,538 |
+4,427 |
DAX(EUREX) |
Sep07 |
070817 |
7295.0 |
7528.0 |
7223.0 |
7423.5 |
+93.5 |
399,195 |
291,472 |
-26,141 |
Dec07 |
070817 |
7390.0 |
7602.0 |
7307.0 |
7503.0 |
+92.0 |
1,164 |
14,046 |
+49 |
Mar08 |
070817 |
7456.0 |
7677.5 |
7416.5 |
7582.5 |
+91.5 |
441 |
1,794 |
-354 |
Total Volume and Open Interest |
400,800 |
307,312 |
-26,446 |
FT-SE 100(EURONEXT) |
Sep07 |
070817 |
5887.50 |
6162.00 |
5840.00 |
6102.00 |
+209.00 |
234,043 |
504,890 |
+2,904 |
Dec07 |
070817 |
5935.50 |
6209.50 |
5899.00 |
6159.00 |
+211.00 |
67 |
12,348 |
+31 |
Mar08 |
070817 |
5903.00 |
6170.00 |
5903.00 |
6168.50 |
+213.00 |
73 |
595 |
+25 |
Total Volume and Open Interest |
234,183 |
517,835 |
+2,960 |
SPI 200(SFE) |
Sep07 |
070817 |
5702.0 |
5780.0 |
5487.0 |
5588.0 |
-112.0 |
58,166 |
443,914 |
+37,304 |
Dec07 |
070817 |
5630.0 |
5773.0 |
5550.0 |
5630.0 |
-110.0 |
394 |
4,933 |
+171 |
Mar08 |
070817 |
5567.0 |
5639.0 |
5567.0 |
5639.0 |
-110.0 |
3 |
1,185 |
+3 |
Total Volume and Open Interest |
58,563 |
451,603 |
+36,689 |
GSCI(CME) |
Sep07 |
070817 |
489.00 |
489.50 |
485.70 |
487.80 |
+6.80 |
623 |
19,577 |
+98 |
Oct07 |
070817 |
492.00 |
493.00 |
485.95 |
492.00 |
+6.00 |
8 |
0 |
+0 |
Nov07 |
070817 |
494.00 |
495.50 |
487.95 |
494.00 |
+6.00 |
|
|
|
Total Volume and Open Interest |
631 |
19,577 |
+98 |
Reuters CCI(ICE) |
Nov07 |
070817 |
412.00 |
412.20 |
402.50 |
410.00 |
+3.00 |
27 |
880 |
+6 |
Jan08 |
070817 |
410.75 |
412.00 |
403.00 |
412.00 |
+3.00 |
4 |
415 |
-1 |
Feb08 |
070817 |
414.00 |
414.00 |
409.00 |
412.00 |
+3.00 |
4 |
241 |
+4 |
Total Volume and Open Interest |
|
|
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|