|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu August 23, 2007 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep07 |
070823 |
831.00 |
852.00 |
831.00 |
842.00 |
+10.75 |
7,102 |
25,026 |
+126 |
Nov07 |
070823 |
849.00 |
868.00 |
846.50 |
858.25 |
+11.25 |
65,811 |
280,065 |
+573 |
Jan08 |
070823 |
861.25 |
882.50 |
861.25 |
873.25 |
+11.50 |
3,571 |
40,374 |
+65 |
Mar08 |
070823 |
873.50 |
893.00 |
872.25 |
884.00 |
+12.00 |
2,956 |
25,423 |
-106 |
May08 |
070823 |
882.00 |
900.00 |
879.50 |
890.00 |
+10.00 |
1,521 |
24,605 |
+274 |
Jul08 |
070823 |
892.50 |
919.75 |
889.00 |
900.50 |
+11.00 |
2,731 |
34,120 |
+887 |
Aug08 |
070823 |
895.00 |
895.00 |
895.00 |
895.00 |
+8.00 |
0 |
542 |
+0 |
Sep08 |
070823 |
880.00 |
880.00 |
880.00 |
880.00 |
+8.00 |
0 |
236 |
+0 |
Nov08 |
070823 |
866.00 |
883.00 |
866.00 |
877.50 |
+12.00 |
3,169 |
52,913 |
+261 |
Jan09 |
070823 |
880.00 |
883.00 |
870.00 |
883.00 |
+13.00 |
5 |
367 |
+0 |
Jul09 |
070823 |
887.00 |
887.00 |
887.00 |
887.00 |
+12.00 |
0 |
240 |
+0 |
Total Volume and Open Interest |
86,926 |
489,794 |
+2,099 |
Soybean Meal(CBOT) |
Sep07 |
070823 |
229.40 |
235.00 |
228.80 |
232.30 |
+3.10 |
11,331 |
21,517 |
-1,190 |
Oct07 |
070823 |
232.50 |
237.80 |
231.90 |
235.20 |
+3.00 |
6,342 |
22,214 |
+2,267 |
Dec07 |
070823 |
236.50 |
242.50 |
235.80 |
239.60 |
+3.00 |
23,803 |
83,806 |
+2,610 |
Jan08 |
070823 |
240.70 |
244.50 |
240.00 |
241.50 |
+3.00 |
1,247 |
14,645 |
+354 |
Mar08 |
070823 |
242.00 |
247.80 |
242.00 |
245.10 |
+3.60 |
1,140 |
15,434 |
+94 |
May08 |
070823 |
248.80 |
249.50 |
245.00 |
247.70 |
+4.10 |
891 |
17,350 |
+226 |
Jul08 |
070823 |
249.00 |
252.50 |
248.00 |
250.20 |
+3.70 |
305 |
12,329 |
-56 |
Aug08 |
070823 |
249.00 |
251.00 |
248.00 |
248.20 |
+4.00 |
43 |
3,130 |
+37 |
Sep08 |
070823 |
249.00 |
250.00 |
247.00 |
248.20 |
+3.50 |
39 |
3,172 |
+7 |
Oct08 |
070823 |
240.70 |
240.70 |
240.70 |
240.70 |
+2.60 |
1 |
1,556 |
-1 |
Total Volume and Open Interest |
46,558 |
201,349 |
+4,833 |
Soybean Oil(CBOT) |
Sep07 |
070823 |
35.30 |
35.80 |
35.14 |
35.29 |
+0.09 |
7,259 |
38,752 |
-1,214 |
Oct07 |
070823 |
35.37 |
36.01 |
35.31 |
35.50 |
+0.02 |
3,758 |
25,043 |
+230 |
Dec07 |
070823 |
35.81 |
36.47 |
35.76 |
35.98 |
+0.16 |
21,257 |
155,110 |
-120 |
Jan08 |
070823 |
36.69 |
36.80 |
36.28 |
36.38 |
+0.22 |
3,779 |
20,309 |
-585 |
Mar08 |
070823 |
37.01 |
37.10 |
36.64 |
36.72 |
+0.10 |
2,800 |
13,325 |
+1,623 |
May08 |
070823 |
37.25 |
37.25 |
36.85 |
36.93 |
+0.18 |
577 |
10,459 |
+200 |
Jul08 |
070823 |
37.57 |
37.57 |
37.10 |
37.18 |
+0.18 |
880 |
11,404 |
+70 |
Aug08 |
070823 |
37.25 |
37.25 |
37.15 |
37.17 |
+0.20 |
11 |
838 |
+9 |
Sep08 |
070823 |
37.17 |
37.17 |
37.15 |
37.17 |
+0.20 |
11 |
395 |
+8 |
Oct08 |
070823 |
37.20 |
37.20 |
37.20 |
37.20 |
+0.23 |
11 |
476 |
+5 |
Total Volume and Open Interest |
41,625 |
286,848 |
+592 |
Canola(WCE) |
Corn(CBOT) |
Sep07 |
070823 |
346.50 |
354.50 |
344.00 |
345.25 |
-2.25 |
40,753 |
94,746 |
-3,453 |
Dec07 |
070823 |
363.75 |
372.00 |
360.50 |
362.00 |
-2.25 |
118,698 |
607,250 |
+4,502 |
Mar08 |
070823 |
378.50 |
387.50 |
376.00 |
377.25 |
-1.75 |
11,500 |
115,566 |
+1,937 |
May08 |
070823 |
386.75 |
393.50 |
383.00 |
385.75 |
-0.75 |
4,568 |
34,036 |
+559 |
Jul08 |
070823 |
395.75 |
402.50 |
393.25 |
394.25 |
-2.00 |
8,066 |
76,533 |
+427 |
Sep08 |
070823 |
396.00 |
402.00 |
394.50 |
395.25 |
-1.25 |
276 |
11,418 |
+205 |
Dec08 |
070823 |
400.00 |
405.50 |
399.25 |
401.25 |
+0.50 |
12,267 |
132,518 |
-1,592 |
Mar09 |
070823 |
407.00 |
411.00 |
407.00 |
409.00 |
+1.50 |
236 |
4,471 |
+91 |
Jul09 |
070823 |
420.50 |
421.00 |
414.00 |
414.50 |
unch |
6 |
1,145 |
+25 |
Total Volume and Open Interest |
198,419 |
1,108,194 |
+3,387 |
Wheat(CBOT) |
Sep07 |
070823 |
716.50 |
741.00 |
708.50 |
722.50 |
+4.00 |
24,402 |
45,995 |
-5,215 |
Dec07 |
070823 |
733.00 |
754.00 |
724.00 |
739.00 |
+7.25 |
70,990 |
244,811 |
+5,266 |
Mar08 |
070823 |
729.75 |
751.00 |
718.25 |
739.00 |
+9.75 |
5,966 |
27,774 |
+1,576 |
May08 |
070823 |
684.50 |
708.00 |
670.00 |
682.00 |
-4.50 |
522 |
5,395 |
+65 |
Jul08 |
070823 |
588.00 |
597.00 |
575.25 |
582.50 |
-7.50 |
2,738 |
49,462 |
+616 |
Sep08 |
070823 |
593.00 |
593.00 |
579.00 |
582.50 |
-8.00 |
2 |
1,714 |
-6 |
Total Volume and Open Interest |
105,738 |
395,846 |
+2,772 |
Wheat(KCBT) |
Sep07 |
070823 |
666.00 |
682.00 |
662.00 |
673.75 |
+6.75 |
9,546 |
29,874 |
-3,644 |
Dec07 |
070823 |
680.50 |
700.00 |
675.00 |
688.50 |
+8.00 |
16,761 |
105,521 |
+4,435 |
Mar08 |
070823 |
685.00 |
700.00 |
680.00 |
693.25 |
+8.50 |
1,055 |
8,587 |
+188 |
May08 |
070823 |
663.00 |
663.00 |
650.00 |
654.00 |
-9.00 |
54 |
117 |
+49 |
Jul08 |
070823 |
577.00 |
589.00 |
577.00 |
578.25 |
+1.25 |
416 |
11,323 |
+168 |
Sep08 |
070823 |
580.00 |
580.00 |
577.00 |
577.00 |
unch |
11 |
310 |
+9 |
Total Volume and Open Interest |
27,865 |
157,292 |
+1,214 |
Wheat(MGE) |
Sep07 |
070823 |
663.50 |
677.00 |
656.00 |
670.50 |
+8.50 |
4,224 |
9,740 |
-906 |
Dec07 |
070823 |
672.25 |
688.00 |
666.00 |
681.50 |
+10.00 |
8,073 |
39,477 |
+1,626 |
Mar08 |
070823 |
679.00 |
693.00 |
672.00 |
687.00 |
+8.00 |
472 |
4,334 |
+103 |
May08 |
070823 |
675.00 |
676.00 |
663.00 |
676.00 |
+2.00 |
131 |
375 |
+12 |
Jul08 |
070823 |
627.00 |
627.00 |
615.00 |
626.00 |
+4.00 |
21 |
390 |
+9 |
Total Volume and Open Interest |
13,060 |
56,683 |
+939 |
Oats(CBOT) |
Sep07 |
070823 |
259.00 |
260.00 |
246.00 |
248.00 |
-4.00 |
90 |
492 |
-1 |
Dec07 |
070823 |
264.00 |
268.25 |
256.25 |
258.25 |
-5.75 |
2,765 |
11,334 |
+297 |
Mar08 |
070823 |
271.00 |
279.00 |
268.50 |
268.50 |
-4.50 |
150 |
1,467 |
-12 |
May08 |
070823 |
287.50 |
287.50 |
273.00 |
273.00 |
unch |
0 |
133 |
-1 |
Total Volume and Open Interest |
3,006 |
13,447 |
+283 |
Rough Rice(CBOT) |
Sep07 |
070823 |
10.57 |
10.68 |
10.56 |
10.60 |
+0.04 |
900 |
1,828 |
-623 |
Nov07 |
070823 |
10.85 |
11.00 |
10.85 |
10.92 |
+0.07 |
1,431 |
10,411 |
+80 |
Jan08 |
070823 |
11.25 |
11.25 |
11.18 |
11.20 |
+0.04 |
45 |
1,458 |
+10 |
Mar08 |
070823 |
11.49 |
11.49 |
11.49 |
11.49 |
+0.03 |
120 |
817 |
+108 |
Total Volume and Open Interest |
2,499 |
14,803 |
-425 |
Live Cattle(CME) |
Aug07 |
070823 |
92.650 |
94.180 |
92.150 |
93.650 |
+1.365 |
2,185 |
4,307 |
-849 |
Oct07 |
070823 |
95.500 |
97.300 |
95.385 |
96.850 |
+1.370 |
12,576 |
123,968 |
-1,738 |
Dec07 |
070823 |
98.600 |
100.000 |
98.480 |
99.430 |
+0.830 |
6,434 |
51,724 |
-539 |
Feb08 |
070823 |
99.200 |
100.000 |
98.950 |
99.980 |
+0.845 |
3,526 |
24,252 |
+125 |
Apr08 |
070823 |
99.250 |
100.000 |
99.150 |
100.000 |
+0.615 |
1,853 |
11,355 |
+197 |
Jun08 |
070823 |
94.885 |
95.500 |
94.885 |
95.480 |
+0.595 |
282 |
4,487 |
-52 |
Total Volume and Open Interest |
26,991 |
220,899 |
-2,784 |
Feeder Cattle(CME) |
Aug07 |
070823 |
115.700 |
117.200 |
115.700 |
116.750 |
+0.770 |
318 |
3,160 |
-125 |
Sep07 |
070823 |
117.000 |
117.400 |
116.150 |
117.330 |
+0.780 |
455 |
5,330 |
-110 |
Oct07 |
070823 |
116.750 |
117.700 |
116.200 |
117.500 |
+0.750 |
636 |
11,565 |
+18 |
Nov07 |
070823 |
117.000 |
117.800 |
116.500 |
117.730 |
+0.680 |
415 |
3,749 |
+5 |
Jan08 |
070823 |
114.550 |
115.400 |
114.400 |
115.400 |
+0.720 |
129 |
2,485 |
+58 |
Mar08 |
070823 |
111.750 |
112.700 |
111.600 |
112.700 |
+0.720 |
24 |
487 |
+8 |
Apr08 |
070823 |
112.500 |
113.500 |
112.500 |
113.480 |
+0.650 |
20 |
198 |
+15 |
Total Volume and Open Interest |
2,036 |
27,421 |
-101 |
Lean Hogs(CME) |
Oct07 |
070823 |
67.450 |
68.575 |
67.450 |
68.475 |
+0.675 |
7,286 |
72,423 |
+146 |
Dec07 |
070823 |
66.925 |
67.550 |
66.925 |
67.525 |
+0.225 |
4,908 |
52,956 |
-164 |
Feb08 |
070823 |
69.100 |
69.700 |
69.050 |
69.625 |
+0.250 |
1,902 |
19,361 |
+208 |
Apr08 |
070823 |
70.000 |
70.400 |
69.500 |
70.350 |
+0.150 |
1,120 |
15,084 |
+728 |
May08 |
070823 |
74.300 |
74.375 |
74.150 |
74.350 |
-0.025 |
6 |
1,449 |
-3 |
Jun08 |
070823 |
76.000 |
76.550 |
75.900 |
76.450 |
+0.350 |
73 |
8,950 |
-8 |
Jul08 |
070823 |
74.700 |
74.800 |
74.650 |
74.750 |
-0.050 |
14 |
2,168 |
+5 |
Aug08 |
070823 |
71.250 |
71.400 |
71.250 |
71.375 |
+0.125 |
54 |
391 |
+38 |
Total Volume and Open Interest |
19,830 |
172,795 |
+950 |
Class III Milk(CME) |
Aug07 |
070823 |
19.82 |
19.83 |
19.82 |
19.83 |
-0.08 |
57 |
4,611 |
+11 |
Sep07 |
070823 |
19.98 |
19.98 |
19.70 |
19.78 |
-0.15 |
185 |
4,697 |
-35 |
Oct07 |
070823 |
19.08 |
19.17 |
18.75 |
18.99 |
-0.10 |
518 |
4,162 |
+52 |
Nov07 |
070823 |
18.10 |
18.10 |
17.60 |
17.74 |
-0.23 |
213 |
3,427 |
-4 |
Dec07 |
070823 |
17.30 |
17.40 |
17.10 |
17.25 |
-0.11 |
340 |
3,462 |
+9 |
Total Volume and Open Interest |
1,746 |
35,886 |
+155 |
Cocoa(ICE) |
Sep07 |
070823 |
1807 |
1823 |
1800 |
1823 |
+49 |
41 |
472 |
-41 |
Dec07 |
070823 |
1754 |
1797 |
1754 |
1792 |
+38 |
12,025 |
71,984 |
-1,797 |
Mar08 |
070823 |
1776 |
1817 |
1776 |
1813 |
+38 |
1,777 |
28,466 |
+55 |
May08 |
070823 |
1807 |
1826 |
1796 |
1826 |
+36 |
588 |
6,623 |
-19 |
Jul08 |
070823 |
1815 |
1841 |
1812 |
1841 |
+36 |
65 |
3,429 |
+1 |
Sep08 |
070823 |
1827 |
1857 |
1827 |
1857 |
+37 |
22 |
3,920 |
+1 |
Dec08 |
070823 |
1850 |
1883 |
1850 |
1883 |
+38 |
401 |
13,300 |
-48 |
Total Volume and Open Interest |
14,919 |
128,277 |
-1,848 |
Coffee "C"(ICE) |
Sep07 |
070823 |
114.40 |
116.35 |
114.40 |
115.85 |
+1.40 |
11,527 |
4,907 |
-8,248 |
Dec07 |
070823 |
118.90 |
120.40 |
118.75 |
119.70 |
+0.90 |
24,410 |
100,703 |
+3,718 |
Mar08 |
070823 |
122.60 |
124.10 |
122.60 |
123.45 |
+0.85 |
2,781 |
19,808 |
+496 |
May08 |
070823 |
125.55 |
126.00 |
125.55 |
125.55 |
+0.85 |
645 |
7,328 |
-62 |
Jul08 |
070823 |
127.35 |
127.45 |
127.35 |
127.45 |
+0.80 |
411 |
3,105 |
-95 |
Sep08 |
070823 |
129.20 |
129.20 |
129.15 |
129.15 |
+0.75 |
83 |
9,231 |
-359 |
Total Volume and Open Interest |
39,986 |
155,070 |
-4,465 |
Orange Juice(ICE) |
Sep07 |
070823 |
124.70 |
127.00 |
123.70 |
126.90 |
+2.05 |
964 |
3,441 |
-740 |
Nov07 |
070823 |
123.70 |
124.10 |
122.00 |
123.45 |
+0.35 |
1,472 |
14,739 |
+234 |
Jan08 |
070823 |
125.00 |
125.40 |
123.00 |
124.45 |
+0.75 |
42 |
4,470 |
+9 |
Mar08 |
070823 |
124.50 |
125.45 |
124.50 |
125.45 |
+1.15 |
5 |
3,300 |
+0 |
May08 |
070823 |
126.20 |
126.20 |
126.20 |
126.20 |
+1.30 |
0 |
651 |
+0 |
Jul08 |
070823 |
126.95 |
126.95 |
126.95 |
126.95 |
+1.45 |
0 |
135 |
+0 |
Total Volume and Open Interest |
2,483 |
27,706 |
-497 |
Sugar #11(ICE) |
Oct07 |
070823 |
9.54 |
9.73 |
9.52 |
9.53 |
+0.03 |
53,348 |
320,553 |
-2,920 |
Mar08 |
070823 |
9.81 |
9.98 |
9.80 |
9.82 |
+0.02 |
18,201 |
162,215 |
-115 |
May08 |
070823 |
9.87 |
10.01 |
9.85 |
9.87 |
+0.01 |
3,411 |
42,536 |
+139 |
Jul08 |
070823 |
9.96 |
10.08 |
9.94 |
9.95 |
unch |
1,815 |
37,885 |
+653 |
Oct08 |
070823 |
10.24 |
10.35 |
10.19 |
10.23 |
unch |
3,393 |
41,973 |
-546 |
Total Volume and Open Interest |
87,665 |
654,450 |
-2,449 |
London Cocoa(LCE) |
Sep07 |
070823 |
908 |
924 |
907 |
923 |
+15 |
1,192 |
47,731 |
-54 |
Dec07 |
070823 |
935 |
954 |
933 |
950 |
+15 |
3,655 |
58,553 |
-143 |
Mar08 |
070823 |
954 |
970 |
951 |
968 |
+15 |
1,785 |
36,532 |
+40 |
May08 |
070823 |
965 |
980 |
963 |
978 |
+15 |
280 |
14,905 |
+67 |
Jul08 |
070823 |
975 |
990 |
974 |
990 |
+15 |
324 |
13,833 |
+152 |
Sep08 |
070823 |
987 |
1000 |
984 |
1000 |
+13 |
78 |
10,321 |
-11 |
Dec08 |
070823 |
1000 |
1010 |
994 |
1010 |
+13 |
237 |
5,161 |
+69 |
Total Volume and Open Interest |
7,561 |
187,148 |
+130 |
London Sugar(LCE) |
Oct07 |
070823 |
284.50 |
286.60 |
281.00 |
281.00 |
-0.90 |
1,450 |
40,169 |
-238 |
Dec07 |
070823 |
287.90 |
287.90 |
284.00 |
284.10 |
-1.00 |
754 |
8,721 |
-306 |
Mar08 |
070823 |
296.20 |
296.20 |
293.00 |
293.10 |
-1.40 |
445 |
15,693 |
+165 |
May08 |
070823 |
298.20 |
298.40 |
296.00 |
296.00 |
-1.40 |
198 |
5,929 |
+129 |
Aug08 |
070823 |
298.30 |
298.30 |
297.10 |
297.10 |
-1.40 |
316 |
4,981 |
+163 |
Total Volume and Open Interest |
3,778 |
81,251 |
+132 |
Cotton(ICE) |
Oct07 |
070823 |
55.90 |
56.70 |
55.90 |
56.40 |
+0.20 |
1,346 |
5,066 |
-240 |
Dec07 |
070823 |
58.46 |
58.85 |
58.26 |
58.61 |
+0.25 |
15,219 |
124,863 |
-1,550 |
Mar08 |
070823 |
62.00 |
62.10 |
61.59 |
61.91 |
+0.23 |
3,325 |
43,350 |
-338 |
May08 |
070823 |
62.80 |
63.05 |
62.80 |
63.05 |
+0.15 |
57 |
4,013 |
+0 |
Jul08 |
070823 |
64.00 |
64.15 |
63.65 |
64.15 |
+0.15 |
53 |
4,307 |
+3 |
Oct08 |
070823 |
65.25 |
65.25 |
65.25 |
65.25 |
+0.15 |
0 |
119 |
+0 |
Total Volume and Open Interest |
21,237 |
197,083 |
-2,037 |
Lumber(CME) |
Sep07 |
070823 |
267.0 |
267.0 |
262.3 |
262.5 |
-3.0 |
1,389 |
3,245 |
-244 |
Nov07 |
070823 |
265.0 |
267.5 |
264.0 |
264.6 |
-2.2 |
1,058 |
4,265 |
+455 |
Jan08 |
070823 |
282.0 |
282.4 |
278.7 |
281.4 |
unch |
56 |
240 |
-7 |
Mar08 |
070823 |
288.8 |
290.0 |
285.8 |
286.0 |
-1.5 |
12 |
56 |
+11 |
Total Volume and Open Interest |
2,517 |
7,834 |
+216 |
Crude Oil(NYM) |
Oct07 |
070823 |
69.35 |
70.08 |
69.03 |
69.83 |
+0.57 |
207,894 |
319,185 |
-7,302 |
Nov07 |
070823 |
69.40 |
69.76 |
68.77 |
69.56 |
+0.53 |
60,401 |
127,216 |
+239 |
Dec07 |
070823 |
68.79 |
69.43 |
68.44 |
69.23 |
+0.51 |
50,459 |
192,568 |
-1,226 |
Jan08 |
070823 |
68.75 |
69.11 |
68.22 |
69.00 |
+0.50 |
12,455 |
61,993 |
-550 |
Feb08 |
070823 |
68.49 |
68.88 |
68.30 |
68.83 |
+0.51 |
3,865 |
32,811 |
+635 |
Mar08 |
070823 |
68.36 |
68.69 |
67.88 |
68.69 |
+0.51 |
1,482 |
33,788 |
+431 |
Apr08 |
070823 |
68.20 |
68.59 |
67.92 |
68.59 |
+0.52 |
1,275 |
38,312 |
+332 |
May08 |
070823 |
68.10 |
68.54 |
68.10 |
68.52 |
+0.53 |
873 |
32,278 |
-226 |
Jun08 |
070823 |
68.15 |
68.46 |
67.76 |
68.46 |
+0.53 |
1,947 |
52,022 |
-486 |
Jul08 |
070823 |
68.41 |
68.41 |
68.41 |
68.41 |
+0.53 |
250 |
15,161 |
+155 |
Aug08 |
070823 |
67.85 |
68.37 |
67.85 |
68.37 |
+0.52 |
5 |
13,052 |
+0 |
Sep08 |
070823 |
68.34 |
68.34 |
68.34 |
68.34 |
+0.51 |
235 |
43,790 |
+0 |
Oct08 |
070823 |
68.05 |
68.32 |
68.05 |
68.32 |
+0.51 |
35 |
20,092 |
-23 |
Nov08 |
070823 |
68.30 |
68.30 |
68.30 |
68.30 |
+0.51 |
1 |
14,467 |
-1 |
Dec08 |
070823 |
67.80 |
68.34 |
67.51 |
68.28 |
+0.51 |
10,813 |
157,491 |
+154 |
Jan09 |
070823 |
68.25 |
68.25 |
68.25 |
68.25 |
+0.51 |
2 |
20,635 |
+0 |
Total Volume and Open Interest |
359,053 |
1,407,973 |
-8,396 |
e-miNY Crude Oil(NYM) |
Aug07 |
070719 |
74.875 |
76.000 |
74.625 |
75.925 |
+0.875 |
|
|
|
Sep07 |
070820 |
71.950 |
71.950 |
70.075 |
71.125 |
-0.850 |
|
|
|
Oct07 |
070823 |
69.425 |
70.100 |
69.025 |
69.825 |
+0.575 |
|
|
|
Nov07 |
070823 |
69.350 |
69.700 |
68.750 |
69.550 |
+0.525 |
|
|
|
Dec07 |
070823 |
69.000 |
69.325 |
68.425 |
69.225 |
+0.500 |
|
|
|
Jan08 |
070823 |
69.000 |
69.000 |
69.000 |
69.000 |
+0.500 |
|
|
|
Feb08 |
070823 |
68.825 |
68.825 |
68.825 |
68.825 |
+0.500 |
|
|
|
Mar08 |
070823 |
68.600 |
68.700 |
68.600 |
68.700 |
+0.525 |
|
|
|
Apr08 |
070823 |
68.600 |
68.600 |
68.600 |
68.600 |
+0.525 |
|
|
|
May08 |
070823 |
68.525 |
68.525 |
68.525 |
68.525 |
+0.525 |
|
|
|
Total Volume and Open Interest |
17,591 |
4,086 |
+587 |
Heating Oil(NYM) |
Sep07 |
070823 |
195.60 |
196.80 |
194.83 |
196.10 |
+1.27 |
20,673 |
28,723 |
-3,019 |
Oct07 |
070823 |
197.20 |
198.53 |
196.47 |
197.84 |
+1.40 |
21,726 |
55,338 |
+1,026 |
Nov07 |
070823 |
199.23 |
200.56 |
198.54 |
199.89 |
+1.25 |
4,571 |
34,191 |
-53 |
Dec07 |
070823 |
201.53 |
202.39 |
200.43 |
201.64 |
+1.25 |
5,030 |
34,803 |
+301 |
Jan08 |
070823 |
202.70 |
203.20 |
201.80 |
203.09 |
+1.30 |
2,040 |
17,822 |
+55 |
Feb08 |
070823 |
203.70 |
203.70 |
202.00 |
202.99 |
+1.35 |
965 |
12,885 |
+55 |
Mar08 |
070823 |
202.12 |
203.00 |
200.97 |
201.49 |
+1.35 |
1,044 |
5,189 |
+267 |
Apr08 |
070823 |
198.25 |
198.25 |
196.70 |
197.54 |
+1.40 |
591 |
6,422 |
+271 |
May08 |
070823 |
193.70 |
194.00 |
192.75 |
193.69 |
+1.30 |
604 |
2,410 |
+356 |
Jun08 |
070823 |
191.02 |
191.33 |
189.97 |
190.99 |
+1.20 |
1,323 |
12,108 |
-426 |
Jul08 |
070823 |
190.87 |
191.14 |
190.87 |
191.14 |
+1.15 |
36 |
589 |
+25 |
Aug08 |
070823 |
192.59 |
192.59 |
192.59 |
192.59 |
+1.15 |
1 |
320 |
+1 |
Total Volume and Open Interest |
58,606 |
214,720 |
-1,140 |
Gasoline(NYMEX) |
Sep07 |
070823 |
187.90 |
192.90 |
187.90 |
192.32 |
+3.42 |
24,118 |
38,484 |
-2,652 |
Oct07 |
070823 |
183.00 |
186.39 |
182.52 |
185.73 |
+3.09 |
31,222 |
57,202 |
+3,236 |
Nov07 |
070823 |
181.50 |
184.09 |
180.83 |
183.58 |
+2.34 |
7,301 |
29,609 |
-267 |
Dec07 |
070823 |
182.00 |
182.80 |
180.10 |
182.53 |
+1.89 |
3,919 |
20,514 |
+105 |
Jan08 |
070823 |
183.08 |
184.00 |
181.90 |
183.83 |
+1.79 |
1,779 |
11,013 |
+215 |
Feb08 |
070823 |
185.36 |
185.78 |
183.71 |
185.78 |
+1.79 |
1,237 |
4,968 |
-113 |
Mar08 |
070823 |
186.85 |
187.88 |
185.35 |
187.88 |
+1.74 |
1,056 |
7,550 |
+397 |
Apr08 |
070823 |
199.80 |
200.93 |
199.40 |
200.78 |
+1.59 |
481 |
5,823 |
-11 |
May08 |
070823 |
202.28 |
202.28 |
202.28 |
202.28 |
+1.54 |
628 |
2,841 |
+268 |
Jun08 |
070823 |
202.63 |
202.63 |
202.63 |
202.63 |
+1.54 |
143 |
5,138 |
+18 |
Total Volume and Open Interest |
72,404 |
189,962 |
+1,315 |
e-miNY RBOB Gasoline(NYM) |
Sep07 |
070823 |
192.32 |
192.32 |
192.32 |
192.32 |
+3.42 |
0 |
3 |
+0 |
Oct07 |
070823 |
185.73 |
185.73 |
185.73 |
185.73 |
+3.09 |
1 |
1 |
+1 |
Nov07 |
070823 |
183.58 |
183.58 |
183.58 |
183.58 |
+2.34 |
|
|
|
Dec07 |
070823 |
182.53 |
182.53 |
182.53 |
182.53 |
+1.89 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1 |
5 |
+1 |
Natural Gas(NYM) |
Sep07 |
070823 |
5.631 |
5.715 |
5.519 |
5.622 |
+0.044 |
53,377 |
33,846 |
-1,015 |
Oct07 |
070823 |
5.844 |
5.925 |
5.746 |
5.845 |
+0.055 |
34,676 |
97,794 |
+4,063 |
Nov07 |
070823 |
6.782 |
6.890 |
6.743 |
6.805 |
+0.035 |
10,644 |
69,923 |
+1,819 |
Dec07 |
070823 |
7.710 |
7.786 |
7.672 |
7.735 |
+0.055 |
5,064 |
46,574 |
-392 |
Jan08 |
070823 |
8.150 |
8.200 |
8.090 |
8.140 |
+0.040 |
4,411 |
45,834 |
+524 |
Feb08 |
070823 |
8.190 |
8.230 |
8.118 |
8.160 |
+0.034 |
1,492 |
35,210 |
+877 |
Mar08 |
070823 |
8.010 |
8.050 |
7.944 |
7.985 |
+0.035 |
3,339 |
47,905 |
+425 |
Apr08 |
070823 |
7.560 |
7.592 |
7.457 |
7.492 |
+0.007 |
1,435 |
41,031 |
+87 |
May08 |
070823 |
7.543 |
7.580 |
7.450 |
7.483 |
+0.006 |
850 |
27,222 |
+51 |
Jun08 |
070823 |
7.590 |
7.650 |
7.541 |
7.558 |
+0.001 |
451 |
17,242 |
+27 |
Jul08 |
070823 |
7.720 |
7.735 |
7.632 |
7.651 |
-0.001 |
431 |
10,310 |
-5 |
Aug08 |
070823 |
7.810 |
7.810 |
7.712 |
7.716 |
-0.003 |
275 |
9,690 |
+95 |
Sep08 |
070823 |
7.890 |
7.890 |
7.745 |
7.759 |
-0.005 |
213 |
6,611 |
+80 |
Oct08 |
070823 |
7.940 |
8.034 |
7.869 |
7.882 |
-0.007 |
1,443 |
27,843 |
+197 |
Nov08 |
070823 |
8.420 |
8.420 |
8.320 |
8.322 |
-0.012 |
39 |
13,977 |
-6 |
Dec08 |
070823 |
8.900 |
8.900 |
8.762 |
8.762 |
-0.022 |
36 |
13,938 |
+1 |
Total Volume and Open Interest |
122,642 |
770,995 |
+7,944 |
Brent Crude Oil(ICE) |
Oct07 |
070823 |
69.02 |
70.00 |
68.75 |
69.86 |
+1.16 |
89,989 |
102,200 |
-6,665 |
Nov07 |
070823 |
69.05 |
70.07 |
68.92 |
69.92 |
+0.99 |
45,348 |
126,922 |
+2,431 |
Dec07 |
070823 |
69.16 |
70.10 |
69.02 |
69.94 |
+0.86 |
36,308 |
111,241 |
-799 |
Jan08 |
070823 |
69.19 |
69.84 |
69.05 |
69.82 |
+0.81 |
5,450 |
27,161 |
+479 |
Feb08 |
070823 |
69.09 |
69.70 |
69.09 |
69.69 |
+0.79 |
5,229 |
16,856 |
-768 |
Mar08 |
070823 |
69.00 |
69.57 |
68.83 |
69.57 |
+0.77 |
2,491 |
12,485 |
+964 |
Apr08 |
070823 |
69.48 |
69.48 |
69.48 |
69.48 |
+0.76 |
2,501 |
9,605 |
-866 |
May08 |
070823 |
69.40 |
69.40 |
69.40 |
69.40 |
+0.76 |
494 |
4,146 |
-34 |
Jun08 |
070823 |
68.88 |
69.31 |
68.67 |
69.31 |
+0.74 |
3,139 |
27,031 |
-306 |
Jul08 |
070823 |
69.25 |
69.25 |
69.25 |
69.25 |
+0.73 |
200 |
5,373 |
+200 |
Aug08 |
070823 |
69.19 |
69.19 |
69.19 |
69.19 |
+0.71 |
175 |
2,719 |
+175 |
Sep08 |
070823 |
69.16 |
69.16 |
69.16 |
69.16 |
+0.71 |
120 |
3,640 |
-20 |
Oct08 |
070823 |
69.12 |
69.12 |
69.12 |
69.12 |
+0.70 |
295 |
4,792 |
-295 |
Nov08 |
070823 |
69.08 |
69.08 |
69.08 |
69.08 |
+0.69 |
70 |
3,417 |
+0 |
Total Volume and Open Interest |
205,914 |
600,157 |
-6,915 |
Gas Oil(ICE) |
Sep07 |
070823 |
613.75 |
618.00 |
611.75 |
615.50 |
+7.50 |
40,457 |
61,843 |
+256 |
Oct07 |
070823 |
615.50 |
619.75 |
613.25 |
617.25 |
+7.50 |
30,947 |
61,382 |
+2,567 |
Nov07 |
070823 |
616.25 |
621.25 |
614.75 |
618.50 |
+7.50 |
10,557 |
29,328 |
+1,923 |
Dec07 |
070823 |
617.25 |
621.00 |
615.75 |
619.50 |
+7.75 |
7,304 |
45,316 |
-792 |
Jan08 |
070823 |
622.00 |
625.50 |
620.50 |
624.25 |
+8.00 |
4,925 |
38,681 |
+170 |
Feb08 |
070823 |
617.50 |
622.00 |
617.50 |
621.00 |
+8.00 |
1,440 |
10,315 |
+45 |
Mar08 |
070823 |
614.00 |
618.25 |
614.00 |
617.25 |
+8.00 |
895 |
7,306 |
+0 |
Apr08 |
070823 |
612.75 |
612.75 |
612.75 |
612.75 |
+7.75 |
377 |
3,114 |
+72 |
May08 |
070823 |
608.50 |
608.50 |
608.50 |
608.50 |
+7.25 |
979 |
4,399 |
+502 |
Jun08 |
070823 |
605.25 |
605.25 |
598.00 |
605.25 |
+7.25 |
2,679 |
30,510 |
+749 |
Total Volume and Open Interest |
77,085 |
319,287 |
-4,116 |
Ethanol(CBOT) |
Aug07 |
070803 |
1.905 |
1.905 |
1.905 |
1.905 |
-0.010 |
0 |
63 |
-14 |
Sep07 |
070823 |
1.725 |
1.727 |
1.725 |
1.727 |
-0.001 |
11 |
93 |
-2 |
Oct07 |
070823 |
1.661 |
1.661 |
1.661 |
1.661 |
-0.004 |
0 |
153 |
+1 |
Nov07 |
070823 |
1.685 |
1.685 |
1.685 |
1.685 |
+0.007 |
0 |
59 |
+1 |
Dec07 |
070823 |
1.680 |
1.680 |
1.680 |
1.680 |
+0.001 |
0 |
145 |
-5 |
Jan08 |
070823 |
1.670 |
1.670 |
1.670 |
1.670 |
-0.005 |
0 |
130 |
-10 |
Feb08 |
070823 |
1.670 |
1.670 |
1.670 |
1.670 |
+0.010 |
0 |
113 |
-1 |
Mar08 |
070823 |
1.660 |
1.660 |
1.660 |
1.660 |
unch |
0 |
102 |
-4 |
Total Volume and Open Interest |
40 |
1,239 |
-15 |
WTI Crude Oil(ICE) |
Oct07 |
070823 |
69.58 |
70.10 |
69.03 |
69.83 |
+0.57 |
85,573 |
97,219 |
-1,869 |
Nov07 |
070823 |
69.57 |
69.76 |
68.77 |
69.56 |
+0.53 |
32,573 |
58,597 |
-888 |
Dec07 |
070823 |
69.03 |
69.44 |
68.45 |
69.23 |
+0.51 |
33,106 |
115,449 |
+2,762 |
Jan08 |
070823 |
68.58 |
69.09 |
68.29 |
69.00 |
+0.50 |
5,652 |
28,247 |
+511 |
Feb08 |
070823 |
68.63 |
68.83 |
68.31 |
68.83 |
+0.51 |
833 |
10,771 |
-7 |
Mar08 |
070823 |
68.15 |
68.69 |
68.15 |
68.69 |
+0.51 |
878 |
10,162 |
+590 |
Apr08 |
070823 |
68.59 |
68.59 |
68.59 |
68.59 |
+0.52 |
365 |
6,118 |
+106 |
May08 |
070823 |
68.52 |
68.52 |
68.52 |
68.52 |
+0.53 |
15 |
2,147 |
+15 |
Jun08 |
070823 |
68.30 |
68.46 |
68.10 |
68.46 |
+0.53 |
1,737 |
24,559 |
-7 |
Jul08 |
070823 |
68.41 |
68.41 |
68.41 |
68.41 |
+0.53 |
200 |
1,701 |
+100 |
Aug08 |
070823 |
68.37 |
68.37 |
68.37 |
68.37 |
+0.52 |
0 |
824 |
+0 |
Sep08 |
070823 |
68.34 |
68.34 |
68.34 |
68.34 |
+0.51 |
70 |
2,970 |
-70 |
Oct08 |
070823 |
68.32 |
68.32 |
68.32 |
68.32 |
+0.51 |
120 |
3,062 |
-120 |
Nov08 |
070823 |
68.30 |
68.30 |
68.30 |
68.30 |
+0.51 |
70 |
1,298 |
+0 |
Dec08 |
070823 |
67.75 |
68.28 |
67.51 |
68.28 |
+0.51 |
10,543 |
82,797 |
-198 |
Jan09 |
070823 |
68.25 |
68.25 |
68.25 |
68.25 |
+0.51 |
80 |
1,330 |
+80 |
Total Volume and Open Interest |
177,632 |
553,784 |
+1,495 |
US Dollar Index(ICE) |
Sep07 |
070823 |
81.190 |
81.200 |
81.030 |
81.110 |
-0.110 |
1,985 |
20,562 |
-1,145 |
Dec07 |
070823 |
81.100 |
81.100 |
80.890 |
80.970 |
-0.110 |
138 |
3,442 |
+2 |
Mar08 |
070823 |
80.840 |
80.840 |
80.840 |
80.840 |
-0.110 |
0 |
637 |
+0 |
Total Volume and Open Interest |
2,123 |
24,650 |
-1,143 |
Australian Dollar(CME) |
Sep07 |
070823 |
80.77 |
82.09 |
80.68 |
81.67 |
+1.09 |
34,406 |
94,607 |
+675 |
Dec07 |
070823 |
80.55 |
81.80 |
80.48 |
81.37 |
+1.10 |
696 |
1,796 |
-6 |
Mar08 |
070823 |
80.02 |
81.02 |
80.02 |
81.02 |
+1.10 |
0 |
153 |
+0 |
Total Volume and Open Interest |
35,622 |
96,825 |
+924 |
British Pound(CME) |
Sep07 |
070823 |
199.20 |
200.85 |
199.10 |
200.21 |
+1.17 |
56,242 |
118,533 |
+2,240 |
Dec07 |
070823 |
198.88 |
200.30 |
198.61 |
199.70 |
+1.19 |
83 |
1,257 |
+33 |
Mar08 |
070823 |
198.20 |
199.46 |
198.20 |
199.09 |
+1.19 |
0 |
28 |
+0 |
Total Volume and Open Interest |
56,325 |
119,841 |
+2,273 |
Canadian Dollar(CME) |
Sep07 |
070823 |
94.23 |
95.52 |
94.23 |
94.82 |
+0.62 |
27,835 |
122,372 |
+826 |
Dec07 |
070823 |
94.40 |
95.64 |
94.40 |
94.96 |
+0.62 |
508 |
5,736 |
+141 |
Mar08 |
070823 |
95.64 |
95.76 |
94.92 |
95.09 |
+0.62 |
10 |
838 |
+10 |
Jun08 |
070823 |
95.15 |
95.80 |
94.98 |
95.15 |
+0.62 |
9 |
336 |
+0 |
Total Volume and Open Interest |
28,370 |
129,567 |
+976 |
Japanese Yen(CME) |
Sep07 |
070823 |
86.95 |
86.95 |
85.63 |
86.53 |
-0.69 |
123,170 |
240,590 |
+554 |
Dec07 |
070823 |
87.84 |
87.84 |
86.57 |
87.48 |
-0.69 |
2,185 |
17,693 |
+514 |
Mar08 |
070823 |
88.70 |
88.70 |
87.56 |
88.34 |
-0.69 |
0 |
190 |
+0 |
Total Volume and Open Interest |
125,655 |
274,313 |
+1,305 |
Swiss Franc(CME) |
Sep07 |
070823 |
83.08 |
83.16 |
82.75 |
83.01 |
+0.01 |
46,112 |
111,752 |
+1,197 |
Dec07 |
070823 |
83.53 |
83.68 |
83.28 |
83.52 |
+0.01 |
103 |
1,161 |
+8 |
Mar08 |
070823 |
83.96 |
84.08 |
83.87 |
83.96 |
+0.01 |
0 |
18 |
+0 |
Total Volume and Open Interest |
46,215 |
112,940 |
+1,205 |
EuroFX(CME) |
Sep07 |
070823 |
135.59 |
135.99 |
135.46 |
135.68 |
+0.24 |
151,463 |
213,730 |
+3,789 |
Dec07 |
070823 |
135.80 |
136.20 |
135.70 |
135.91 |
+0.24 |
809 |
5,940 |
+101 |
Mar08 |
070823 |
136.08 |
136.30 |
135.98 |
136.08 |
+0.24 |
13 |
132 |
+11 |
Total Volume and Open Interest |
152,286 |
219,927 |
+3,901 |
Mexican Peso(CME) |
Sep07 |
070823 |
904.8 |
908.0 |
900.2 |
902.0 |
-0.2 |
12,590 |
77,928 |
-688 |
Oct07 |
070823 |
900.0 |
900.0 |
900.0 |
900.0 |
-0.2 |
0 |
68 |
+0 |
Total Volume and Open Interest |
12,932 |
101,016 |
-488 |
Brazilian Real(CME) |
Sep07 |
070823 |
505.00 |
505.00 |
495.00 |
502.80 |
+6.40 |
66 |
7,882 |
-148 |
Oct07 |
070823 |
501.30 |
501.30 |
495.00 |
501.30 |
+6.30 |
|
|
|
Nov07 |
070823 |
499.50 |
499.50 |
493.70 |
499.50 |
+5.80 |
|
|
|
Dec07 |
070823 |
500.00 |
500.00 |
498.40 |
498.40 |
+5.70 |
0 |
880 |
+0 |
Total Volume and Open Interest |
66 |
8,762 |
-148 |
30-Year T-Bonds(CBOT) |
Sep07 |
070823 |
110~040 |
110~230 |
109~230 |
110~220 |
+0~100 |
325,131 |
961,238 |
-13,412 |
Dec07 |
070823 |
109~230 |
110~160 |
109~160 |
110~150 |
+0~120 |
13,195 |
17,928 |
+2,682 |
Mar08 |
070823 |
110~130 |
110~130 |
110~130 |
110~130 |
+0~130 |
0 |
929 |
+0 |
Total Volume and Open Interest |
338,326 |
980,124 |
-10,730 |
10-Year T-Notes(CBOT) |
Sep07 |
070823 |
108~185 |
108~285 |
108~060 |
108~260 |
-0~010 |
1,297,494 |
2,403,245 |
-76,793 |
Dec07 |
070823 |
108~070 |
108~155 |
107~265 |
108~140 |
+0~010 |
104,596 |
348,769 |
+36,221 |
Mar08 |
070823 |
108~075 |
108~075 |
108~075 |
108~075 |
+0~010 |
0 |
1,300 |
+0 |
Total Volume and Open Interest |
1,402,090 |
2,753,324 |
-40,572 |
5-Year T-Notes(CBOT) |
Sep07 |
070823 |
106~018 |
106~054 |
106~014 |
106~044 |
-0~016 |
653,214 |
0 |
+0 |
Dec07 |
070823 |
105~126 |
106~028 |
105~126 |
106~028 |
-0~014 |
29,784 |
0 |
+0 |
Mar08 |
070823 |
106~026 |
106~026 |
106~026 |
106~026 |
-0~014 |
|
|
|
Total Volume and Open Interest |
756,598 |
1,674,408 |
-21,794 |
2 Year T-Notes(CBOT) |
Sep07 |
070823 |
102~105 |
102~123 |
102~087 |
102~118 |
-0~002 |
437,079 |
927,456 |
-4,500 |
Dec07 |
070823 |
102~097 |
103~006 |
102~097 |
102~127 |
unch |
25,336 |
32,623 |
+11,891 |
Total Volume and Open Interest |
462,415 |
960,079 |
+7,391 |
Eurodollars(CME) |
Sep07 |
070823 |
94.762 |
94.762 |
94.688 |
94.710 |
-0.080 |
381,556 |
1,558,922 |
-14,381 |
Dec07 |
070823 |
95.190 |
95.190 |
95.055 |
95.135 |
-0.080 |
375,480 |
1,555,872 |
-11,745 |
Mar08 |
070823 |
95.400 |
95.420 |
95.250 |
95.360 |
-0.075 |
465,137 |
1,690,775 |
-21,342 |
Jun08 |
070823 |
95.425 |
95.440 |
95.285 |
95.395 |
-0.060 |
408,534 |
1,404,153 |
-12,558 |
Sep08 |
070823 |
95.345 |
95.375 |
95.230 |
95.335 |
-0.045 |
378,807 |
1,185,884 |
+9,320 |
Dec08 |
070823 |
95.275 |
95.310 |
95.170 |
95.270 |
-0.040 |
330,660 |
1,067,664 |
+19,585 |
Mar09 |
070823 |
95.205 |
95.255 |
95.130 |
95.215 |
-0.035 |
213,213 |
657,565 |
+6,295 |
Jun09 |
070823 |
95.150 |
95.195 |
95.075 |
95.155 |
-0.035 |
143,979 |
512,579 |
-1,025 |
Sep09 |
070823 |
95.095 |
95.140 |
95.030 |
95.105 |
-0.030 |
64,680 |
320,430 |
+6,486 |
Dec09 |
070823 |
95.000 |
95.075 |
94.970 |
95.050 |
-0.020 |
45,040 |
238,499 |
+2,411 |
Mar10 |
070823 |
94.965 |
95.040 |
94.945 |
95.015 |
-0.010 |
24,085 |
158,991 |
+667 |
Jun10 |
070823 |
94.915 |
94.990 |
94.890 |
94.970 |
unch |
19,088 |
128,306 |
-459 |
Sep10 |
070823 |
94.870 |
94.930 |
94.865 |
94.920 |
+0.005 |
11,116 |
103,065 |
+2,188 |
Dec10 |
070823 |
94.895 |
94.895 |
94.800 |
94.860 |
+0.010 |
9,790 |
110,737 |
+2,549 |
Mar11 |
070823 |
94.805 |
94.835 |
94.765 |
94.820 |
+0.015 |
9,731 |
98,364 |
+1,743 |
Jun11 |
070823 |
94.725 |
94.785 |
94.710 |
94.770 |
+0.020 |
11,131 |
91,495 |
+2,098 |
Sep11 |
070823 |
94.690 |
94.735 |
94.670 |
94.720 |
+0.020 |
8,721 |
75,861 |
+400 |
Dec11 |
070823 |
94.635 |
94.675 |
94.610 |
94.665 |
+0.025 |
6,389 |
51,087 |
+184 |
Total Volume and Open Interest |
257,859 |
11,216,777 |
-5,298 |
30 Day Federal Funds(CBOT) |
Aug07 |
070823 |
95.015 |
95.035 |
95.015 |
95.030 |
+0.020 |
119 |
104,229 |
-461 |
Sep07 |
070823 |
95.050 |
95.050 |
95.045 |
95.050 |
-0.025 |
219 |
136,246 |
-4,746 |
Oct07 |
070823 |
95.085 |
95.110 |
95.085 |
95.110 |
-0.035 |
368 |
89,474 |
-674 |
Nov07 |
070823 |
95.250 |
95.280 |
95.250 |
95.265 |
-0.055 |
275 |
111,415 |
-1,107 |
Dec07 |
070823 |
95.335 |
95.370 |
95.330 |
95.365 |
-0.050 |
151 |
54,559 |
+1,020 |
Jan08 |
070823 |
95.400 |
95.400 |
95.400 |
95.400 |
-0.065 |
2 |
10,353 |
+277 |
Total Volume and Open Interest |
1,134 |
515,950 |
-5,324 |
30 Day Fed Funds(e-CBOT) |
Aug07 |
070823 |
95.020 |
95.035 |
95.010 |
95.030 |
+0.015 |
6,355 |
0 |
+0 |
Sep07 |
070823 |
95.055 |
95.055 |
95.015 |
95.035 |
-0.025 |
20,153 |
0 |
+0 |
Oct07 |
070823 |
95.080 |
95.115 |
95.070 |
95.090 |
-0.035 |
11,188 |
0 |
+0 |
Nov07 |
070823 |
95.220 |
95.280 |
95.220 |
95.250 |
-0.040 |
8,890 |
0 |
+0 |
Dec07 |
070823 |
95.370 |
95.400 |
95.290 |
95.360 |
-0.025 |
3,886 |
0 |
+0 |
Jan08 |
070823 |
95.385 |
95.440 |
95.335 |
95.385 |
-0.075 |
306 |
0 |
+0 |
Total Volume and Open Interest |
51,185 |
|
|
3-Mth Euro-Yen(CME) |
Sep07 |
070823 |
99.150 |
99.155 |
99.140 |
99.155 |
unch |
1,527 |
24,098 |
+36 |
Dec07 |
070823 |
99.095 |
99.115 |
99.095 |
99.110 |
-0.005 |
562 |
10,986 |
-16 |
Mar08 |
070823 |
99.040 |
99.050 |
99.040 |
99.045 |
unch |
170 |
6,618 |
-132 |
Jun08 |
070823 |
98.990 |
99.000 |
98.990 |
99.000 |
-0.005 |
285 |
4,337 |
-4 |
Sep08 |
070823 |
98.935 |
98.945 |
98.935 |
98.935 |
-0.010 |
0 |
3,239 |
-100 |
Dec08 |
070823 |
98.860 |
98.870 |
98.860 |
98.860 |
-0.010 |
0 |
1,474 |
-37 |
Mar09 |
070823 |
98.780 |
98.795 |
98.780 |
98.780 |
-0.015 |
0 |
157 |
-20 |
Jun09 |
070823 |
98.705 |
98.720 |
98.705 |
98.705 |
-0.015 |
0 |
100 |
+0 |
Sep09 |
070823 |
98.615 |
98.660 |
98.615 |
98.615 |
-0.045 |
|
|
|
Dec09 |
070823 |
98.535 |
98.580 |
98.535 |
98.535 |
-0.045 |
|
|
|
Total Volume and Open Interest |
2,544 |
51,009 |
-273 |
3-Mth Euro-Yen(SGX) |
Sep07 |
070823 |
99.07 |
99.15 |
99.07 |
99.15 |
-0.02 |
1,760 |
78,255 |
+279 |
Dec07 |
070823 |
99.10 |
99.11 |
99.09 |
99.11 |
-0.02 |
1,303 |
57,205 |
-1,076 |
Mar08 |
070823 |
99.04 |
99.06 |
99.03 |
99.04 |
-0.04 |
604 |
43,012 |
+89 |
Jun08 |
070823 |
98.98 |
99.00 |
98.97 |
98.99 |
-0.05 |
812 |
23,855 |
-233 |
Sep08 |
070823 |
98.93 |
98.94 |
98.92 |
98.93 |
-0.04 |
162 |
12,205 |
-112 |
Dec08 |
070823 |
98.86 |
98.86 |
98.84 |
98.86 |
-0.04 |
2 |
8,344 |
+29 |
Mar09 |
070823 |
98.77 |
98.78 |
98.77 |
98.78 |
-0.04 |
0 |
4,468 |
-1 |
Jun09 |
070823 |
98.70 |
98.70 |
98.70 |
98.70 |
-0.05 |
0 |
1,168 |
+0 |
Total Volume and Open Interest |
4,643 |
230,412 |
-1,025 |
Japanese Gov't Bonds(SGX) |
Sep07 |
070823 |
135.20 |
135.60 |
135.09 |
135.23 |
-0.35 |
3,447 |
44,481 |
-466 |
Dec07 |
070823 |
134.94 |
135.14 |
134.70 |
134.77 |
-0.35 |
5 |
31 |
+0 |
Mar08 |
070823 |
134.77 |
134.77 |
134.77 |
134.77 |
-0.35 |
|
|
|
Total Volume and Open Interest |
3,452 |
44,512 |
-466 |
Euro-Bund(EUREX) |
Sep07 |
070823 |
113.10 |
113.70 |
112.89 |
113.46 |
+0.17 |
1,309,955 |
1,521,500 |
-31,423 |
Dec07 |
070823 |
112.64 |
113.30 |
112.49 |
113.06 |
+0.17 |
11,730 |
66,507 |
+1,550 |
Mar08 |
070823 |
113.31 |
113.31 |
113.31 |
113.31 |
+0.17 |
926 |
10 |
+0 |
Total Volume and Open Interest |
1,322,611 |
1,588,017 |
-29,873 |
Euro-Bobl(EUREX) |
Sep07 |
070823 |
107.81 |
108.14 |
107.65 |
108.00 |
+0.06 |
670,321 |
1,218,667 |
-4,766 |
Dec07 |
070823 |
107.59 |
107.94 |
107.47 |
107.84 |
+0.09 |
3,292 |
11,210 |
-3,706 |
Mar08 |
070823 |
107.70 |
107.70 |
107.70 |
107.70 |
+0.06 |
|
|
|
Total Volume and Open Interest |
673,613 |
1,229,877 |
-8,472 |
3-Mth Euribor(EUREX) |
Sep07 |
070823 |
95.470 |
95.475 |
95.410 |
95.445 |
-0.070 |
2,617 |
28,441 |
+710 |
Dec07 |
070823 |
95.555 |
95.555 |
95.495 |
95.540 |
-0.075 |
645 |
12,088 |
+429 |
Mar08 |
070823 |
95.635 |
95.640 |
95.590 |
95.640 |
-0.055 |
253 |
9,324 |
+132 |
Total Volume and Open Interest |
3,922 |
60,668 |
+1,390 |
Long Gilt(LIFFE) |
Sep07 |
070823 |
106~06 |
106~31 |
106~05 |
106~25 |
+0~07 |
85,799 |
317,365 |
-2,084 |
Dec07 |
070823 |
106~11 |
106~27 |
106~06 |
106~27 |
+0~07 |
1,033 |
1,170 |
+1,026 |
Total Volume and Open Interest |
86,832 |
318,535 |
-1,058 |
3-Mth Short Sterling(LIFFE) |
Sep07 |
070823 |
93.59 |
93.63 |
93.56 |
93.61 |
-0.02 |
111,278 |
523,016 |
+33,701 |
Dec07 |
070823 |
93.84 |
93.85 |
93.76 |
93.82 |
-0.05 |
105,342 |
525,722 |
+9,328 |
Mar08 |
070823 |
93.94 |
93.94 |
93.85 |
93.91 |
-0.07 |
109,227 |
451,160 |
-20,202 |
Jun08 |
070823 |
94.01 |
94.02 |
93.92 |
93.99 |
-0.06 |
90,164 |
423,131 |
-13,838 |
Sep08 |
070823 |
94.04 |
94.09 |
93.96 |
94.05 |
-0.03 |
75,672 |
329,347 |
+1,050 |
Dec08 |
070823 |
94.08 |
94.13 |
93.98 |
94.08 |
-0.02 |
50,072 |
239,591 |
+3,306 |
Total Volume and Open Interest |
611,906 |
2,854,328 |
+23,380 |
3-Mth Euribor(LIFFE) |
Sep07 |
070823 |
95.495 |
95.495 |
95.400 |
95.445 |
-0.070 |
441,046 |
933,092 |
+22,819 |
Dec07 |
070823 |
95.580 |
95.580 |
95.490 |
95.540 |
-0.075 |
341,924 |
859,803 |
+231 |
Mar08 |
070823 |
95.635 |
95.670 |
95.580 |
95.640 |
-0.060 |
280,787 |
593,121 |
-10,803 |
Total Volume and Open Interest |
1,755,726 |
4,202,461 |
+5,218 |
3-Mth Aus T-Bills(SFE) |
Sep07 |
070823 |
93.20 |
93.24 |
93.17 |
93.23 |
+0.02 |
38,982 |
521,040 |
+12,082 |
Dec07 |
070823 |
93.23 |
93.23 |
93.17 |
93.21 |
-0.03 |
46,934 |
372,140 |
+11,702 |
Mar08 |
070823 |
93.24 |
93.25 |
93.17 |
93.20 |
-0.06 |
26,574 |
168,923 |
+4,103 |
Jun08 |
070823 |
93.25 |
93.25 |
93.17 |
93.20 |
-0.06 |
14,635 |
119,876 |
+5,547 |
Sep08 |
070823 |
93.24 |
93.25 |
93.16 |
93.20 |
-0.06 |
1,744 |
57,866 |
+84 |
Dec08 |
070823 |
93.18 |
93.19 |
93.16 |
93.19 |
-0.06 |
711 |
40,831 |
-797 |
Mar09 |
070823 |
93.24 |
93.24 |
93.15 |
93.18 |
-0.07 |
510 |
31,649 |
-1,089 |
Jun09 |
070823 |
93.21 |
93.22 |
93.16 |
93.19 |
-0.06 |
615 |
21,727 |
-599 |
Sep09 |
070823 |
93.17 |
93.18 |
93.16 |
93.18 |
-0.06 |
214 |
2,409 |
+158 |
Dec09 |
070823 |
93.20 |
93.20 |
93.19 |
93.19 |
-0.07 |
2 |
635 |
-1 |
Total Volume and Open Interest |
130,921 |
1,337,282 |
+31,190 |
10-Year Aus T-Bonds(SFE) |
Sep07 |
070823 |
94.11 |
94.12 |
94.05 |
94.06 |
-0.06 |
72,302 |
605,365 |
+16,156 |
Dec07 |
070823 |
94.07 |
94.07 |
94.07 |
94.07 |
-0.06 |
|
|
|
Total Volume and Open Interest |
72,302 |
605,365 |
+16,156 |
3-Year Aus T-Bonds(SFE) |
Sep07 |
070823 |
93.88 |
93.88 |
93.78 |
93.79 |
-0.10 |
130,762 |
973,128 |
+20,228 |
Dec07 |
070823 |
93.82 |
93.82 |
93.82 |
93.82 |
-0.10 |
|
|
|
Total Volume and Open Interest |
130,762 |
973,128 |
+20,228 |
Gold(CMX) |
Aug07 |
070823 |
663.6 |
663.7 |
658.9 |
658.9 |
-0.2 |
303 |
439 |
+297 |
Oct07 |
070823 |
664.3 |
668.3 |
661.6 |
662.5 |
-0.4 |
1,952 |
36,171 |
+255 |
Dec07 |
070823 |
670.1 |
674.5 |
667.4 |
668.4 |
-0.3 |
55,486 |
187,503 |
+239 |
Feb08 |
070823 |
676.4 |
679.0 |
674.1 |
674.1 |
-0.2 |
1,622 |
15,818 |
+2 |
Apr08 |
070823 |
679.6 |
679.6 |
679.6 |
679.6 |
-0.1 |
293 |
17,594 |
-49 |
Jun08 |
070823 |
687.5 |
691.0 |
685.0 |
685.0 |
unch |
52 |
14,734 |
-12 |
Aug08 |
070823 |
690.2 |
690.2 |
690.2 |
690.2 |
unch |
12 |
7,397 |
+7 |
Oct08 |
070823 |
695.5 |
695.5 |
695.5 |
695.5 |
+0.1 |
0 |
1,469 |
+0 |
Dec08 |
070823 |
703.6 |
706.9 |
700.5 |
700.8 |
+0.1 |
372 |
15,799 |
+315 |
Feb09 |
070823 |
706.3 |
706.3 |
706.3 |
706.3 |
+0.1 |
25 |
11,076 |
+25 |
Apr09 |
070823 |
711.7 |
711.7 |
711.7 |
711.7 |
+0.1 |
0 |
1,630 |
+0 |
Jun09 |
070823 |
717.2 |
717.2 |
717.2 |
717.2 |
+0.1 |
25 |
10,983 |
+25 |
Total Volume and Open Interest |
60,662 |
331,329 |
+1,125 |
Silver(CMX) |
Sep07 |
070823 |
1164.5 |
1189.5 |
1162.0 |
1164.0 |
+7.5 |
22,939 |
36,418 |
-1,187 |
Dec07 |
070823 |
1182.0 |
1205.0 |
1178.0 |
1179.8 |
+6.9 |
9,568 |
51,846 |
+1,553 |
Mar08 |
070823 |
1204.5 |
1221.5 |
1195.1 |
1195.1 |
+6.9 |
120 |
6,506 |
-41 |
May08 |
070823 |
1204.5 |
1204.5 |
1204.5 |
1204.5 |
+7.1 |
173 |
4,406 |
-68 |
Jul08 |
070823 |
1213.8 |
1213.8 |
1213.8 |
1213.8 |
+7.3 |
41 |
4,895 |
+21 |
Sep08 |
070823 |
1222.8 |
1222.8 |
1222.8 |
1222.8 |
+7.4 |
0 |
955 |
+0 |
Dec08 |
070823 |
1240.0 |
1240.0 |
1235.7 |
1235.7 |
+7.4 |
32 |
5,205 |
-92 |
Total Volume and Open Interest |
33,103 |
118,205 |
+291 |
Platinum(NYMEX) |
Oct07 |
070823 |
1242.0 |
1257.5 |
1238.1 |
1245.1 |
-3.5 |
1,446 |
10,111 |
-672 |
Jan08 |
070823 |
1253.6 |
1259.0 |
1253.6 |
1254.1 |
-3.5 |
1 |
334 |
+0 |
Apr08 |
070823 |
1265.5 |
1265.5 |
1265.5 |
1265.5 |
-3.5 |
0 |
2 |
+0 |
Total Volume and Open Interest |
1,447 |
10,447 |
-672 |
Palladium(NYMEX) |
Sep07 |
070823 |
322.95 |
330.85 |
321.00 |
327.85 |
+4.85 |
1,408 |
6,936 |
-385 |
Dec07 |
070823 |
327.00 |
335.00 |
325.50 |
332.55 |
+4.80 |
1,014 |
7,881 |
+163 |
Mar08 |
070823 |
337.50 |
337.50 |
333.50 |
337.30 |
+4.80 |
60 |
672 |
+10 |
Total Volume and Open Interest |
2,482 |
17,465 |
-212 |
Copper(CMX) |
Sep07 |
070823 |
322.95 |
329.30 |
322.95 |
326.30 |
+5.10 |
9,705 |
15,165 |
-1,676 |
Dec07 |
070823 |
324.50 |
330.60 |
324.00 |
327.65 |
+5.40 |
83 |
44,877 |
+1,004 |
Mar08 |
070823 |
324.30 |
326.75 |
324.30 |
324.90 |
+5.00 |
353 |
5,952 |
+151 |
May08 |
070823 |
322.50 |
323.00 |
321.90 |
321.90 |
+4.80 |
1 |
1,014 |
-4 |
Jul08 |
070823 |
318.60 |
318.60 |
318.60 |
318.60 |
+4.80 |
6 |
513 |
+0 |
Total Volume and Open Interest |
19,687 |
75,988 |
-510 |
DJIA Index(CBOT) |
Sep07 |
070823 |
13322 |
13379 |
13205 |
13261 |
-14 |
2,115 |
37,377 |
-174 |
Dec07 |
070823 |
13440 |
13440 |
13310 |
13344 |
-13 |
7 |
384 |
+2 |
Mar08 |
070823 |
13445 |
13445 |
13445 |
13445 |
-14 |
0 |
1 |
+0 |
Jun08 |
070823 |
13539 |
13539 |
13539 |
13539 |
-14 |
|
|
|
Total Volume and Open Interest |
2,122 |
37,762 |
-172 |
E-mini DJIA Index(CBOT) |
Sep07 |
070823 |
13302 |
13379 |
13202 |
13261 |
-14 |
147,460 |
96,399 |
+1,505 |
Dec07 |
070823 |
13400 |
13455 |
13288 |
13344 |
-13 |
64 |
265 |
-6 |
Mar08 |
070823 |
13445 |
13445 |
13445 |
13445 |
-14 |
|
|
|
Jun08 |
070823 |
13539 |
13539 |
13539 |
13539 |
-14 |
|
|
|
Total Volume and Open Interest |
147,524 |
96,664 |
+1,499 |
S & P 500(CME) |
Sep07 |
070823 |
1467.70 |
1483.80 |
1457.20 |
1466.40 |
-2.30 |
49,537 |
539,952 |
-890 |
Dec07 |
070823 |
1483.00 |
1489.00 |
1469.50 |
1478.30 |
-1.70 |
5,934 |
103,420 |
+3,601 |
Mar08 |
070823 |
1489.30 |
1499.70 |
1480.20 |
1489.30 |
-1.40 |
150 |
7,126 |
+145 |
Jun08 |
070823 |
1500.30 |
1510.70 |
1491.20 |
1500.30 |
-1.40 |
0 |
203 |
+0 |
Total Volume and Open Interest |
55,626 |
651,893 |
+2,881 |
S & P 500 E-Mini(Globex) |
Sep07 |
070823 |
1468.00 |
1483.75 |
1457.00 |
1466.50 |
-2.25 |
1,577,659 |
1,997,365 |
-11,768 |
Dec07 |
070823 |
1479.75 |
1495.25 |
1469.00 |
1478.25 |
-1.75 |
11,599 |
76,329 |
-118 |
Total Volume and Open Interest |
1,589,258 |
2,073,695 |
-11,886 |
NASDAQ 100(CME) |
Sep07 |
070823 |
1945.80 |
1959.80 |
1927.00 |
1939.50 |
-5.50 |
3,835 |
67,498 |
-62 |
Dec07 |
070823 |
1961.00 |
1961.50 |
1961.00 |
1961.00 |
-5.50 |
10 |
102 |
+6 |
Mar08 |
070823 |
1983.80 |
1984.30 |
1983.80 |
1983.80 |
-5.50 |
|
|
|
Total Volume and Open Interest |
3,845 |
67,600 |
-56 |
NASDAQ 100 E-Mini(Globex) |
Sep07 |
070823 |
1944.80 |
1960.00 |
1927.50 |
1939.50 |
-5.50 |
311,159 |
414,863 |
-2,467 |
Dec07 |
070823 |
1978.00 |
1982.30 |
1950.30 |
1961.00 |
-5.50 |
59 |
705 |
+5 |
Total Volume and Open Interest |
311,218 |
415,568 |
-2,462 |
S & P Midcap 400(CME) |
Sep07 |
070823 |
861.00 |
865.10 |
852.00 |
854.50 |
-3.80 |
70 |
6,726 |
-61 |
Dec07 |
070823 |
863.15 |
863.75 |
863.15 |
863.15 |
-4.10 |
|
|
|
Mar08 |
070823 |
872.85 |
873.45 |
872.85 |
872.85 |
-4.10 |
|
|
|
Total Volume and Open Interest |
70 |
6,726 |
-61 |
Russell 2000 E-Mini(Globex) |
Sep07 |
070823 |
800.90 |
800.90 |
791.00 |
791.00 |
-10.00 |
213,989 |
585,652 |
-3,044 |
Dec07 |
070823 |
797.00 |
797.00 |
797.00 |
797.00 |
-9.90 |
237 |
1,149 |
-12 |
Mar08 |
070823 |
803.00 |
803.00 |
803.00 |
803.00 |
-9.90 |
|
|
|
Total Volume and Open Interest |
214,226 |
586,801 |
-3,056 |
Nikkei 225(CME) |
Sep07 |
070823 |
16495 |
16495 |
16300 |
16365 |
+210 |
13,520 |
60,668 |
+2,178 |
Dec07 |
070823 |
16400 |
16400 |
16350 |
16355 |
+210 |
8 |
18 |
+4 |
Total Volume and Open Interest |
13,528 |
60,687 |
+2,182 |
Nikkei 225(SGX) |
Sep07 |
070823 |
16205 |
16425 |
16190 |
16415 |
+520 |
77,327 |
262,994 |
-496 |
Dec07 |
070823 |
16180 |
16390 |
16170 |
16275 |
+415 |
234 |
1,448 |
+60 |
Mar08 |
070823 |
16300 |
16300 |
16300 |
16300 |
+420 |
|
|
|
Total Volume and Open Interest |
77,561 |
264,483 |
-436 |
CAC 40(EURONEXT) |
Sep07 |
070823 |
5582.5 |
5612.5 |
5521.0 |
5537.5 |
+6.5 |
130,108 |
529,291 |
+27,088 |
Oct07 |
070823 |
5573.0 |
5616.5 |
5555.0 |
5555.5 |
+6.5 |
60 |
329 |
-7 |
Nov07 |
070823 |
5616.0 |
5616.0 |
5572.5 |
5572.5 |
+6.5 |
16 |
16 |
+16 |
Total Volume and Open Interest |
130,711 |
532,371 |
+27,618 |
Hang Seng Index(HKFE) |
Aug07 |
070823 |
23126 |
23200 |
22754 |
22932 |
+525 |
73,441 |
119,807 |
-2,696 |
Sep07 |
070823 |
23042 |
23167 |
22732 |
22911 |
+531 |
3,684 |
16,119 |
+357 |
Total Volume and Open Interest |
77,341 |
136,684 |
-2,278 |
DAX(EUREX) |
Sep07 |
070823 |
7612.0 |
7627.0 |
7488.5 |
7550.0 |
+19.5 |
186,225 |
281,623 |
+8,247 |
Dec07 |
070823 |
7697.5 |
7703.0 |
7581.0 |
7636.0 |
+22.0 |
2,262 |
18,298 |
+1,625 |
Mar08 |
070823 |
7765.0 |
7782.0 |
7663.0 |
7720.0 |
+24.5 |
83 |
1,951 |
+28 |
Total Volume and Open Interest |
188,570 |
301,872 |
+9,900 |
FT-SE 100(EURONEXT) |
Sep07 |
070823 |
6271.00 |
6313.00 |
6195.00 |
6236.00 |
+12.50 |
108,231 |
507,507 |
+4,242 |
Dec07 |
070823 |
6349.00 |
6372.00 |
6266.50 |
6297.00 |
+12.50 |
13 |
12,357 |
+4 |
Mar08 |
070823 |
6361.00 |
6368.00 |
6304.50 |
6313.00 |
+14.50 |
38 |
685 |
+21 |
Total Volume and Open Interest |
108,282 |
520,550 |
+4,266 |
SPI 200(SFE) |
Sep07 |
070823 |
6024.0 |
6185.0 |
6024.0 |
6185.0 |
+163.0 |
38,551 |
464,946 |
+13,592 |
Dec07 |
070823 |
6100.0 |
6224.0 |
6094.0 |
6224.0 |
+162.0 |
181 |
4,878 |
+105 |
Mar08 |
070823 |
6233.0 |
6233.0 |
6233.0 |
6233.0 |
+162.0 |
0 |
1,180 |
+0 |
Total Volume and Open Interest |
38,732 |
472,575 |
+13,697 |
GSCI(CME) |
Sep07 |
070823 |
480.40 |
480.60 |
476.50 |
480.50 |
+4.50 |
141 |
19,701 |
+39 |
Oct07 |
070823 |
485.00 |
485.00 |
480.95 |
485.00 |
+4.00 |
|
|
|
Nov07 |
070823 |
489.00 |
489.00 |
484.95 |
489.00 |
+4.00 |
|
|
|
Total Volume and Open Interest |
141 |
19,701 |
+39 |
Reuters CCI(ICE) |
Nov07 |
070823 |
409.50 |
412.00 |
409.50 |
412.00 |
+1.75 |
13 |
882 |
-1 |
Jan08 |
070823 |
412.00 |
413.75 |
412.00 |
413.75 |
+1.75 |
0 |
415 |
+0 |
Feb08 |
070823 |
411.75 |
413.50 |
411.75 |
413.50 |
+1.75 |
0 |
246 |
+0 |
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. |
|
|