|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri August 24, 2007 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep07 |
070824 |
840.25 |
850.50 |
838.50 |
849.00 |
+7.00 |
6,589 |
23,305 |
-1,721 |
Nov07 |
070824 |
857.75 |
866.25 |
853.75 |
865.00 |
+6.75 |
70,366 |
290,789 |
+10,724 |
Jan08 |
070824 |
872.75 |
881.00 |
869.00 |
880.25 |
+7.00 |
3,207 |
40,213 |
-161 |
Mar08 |
070824 |
883.75 |
899.00 |
881.00 |
890.50 |
+6.50 |
1,994 |
25,078 |
-345 |
May08 |
070824 |
890.00 |
898.00 |
888.50 |
897.00 |
+7.00 |
1,258 |
24,433 |
-172 |
Jul08 |
070824 |
899.25 |
909.00 |
893.00 |
908.50 |
+8.00 |
3,438 |
34,218 |
+98 |
Aug08 |
070824 |
896.00 |
906.00 |
896.00 |
906.00 |
+11.00 |
0 |
542 |
+0 |
Sep08 |
070824 |
892.00 |
892.00 |
892.00 |
892.00 |
+12.00 |
0 |
236 |
+0 |
Nov08 |
070824 |
876.50 |
882.00 |
855.00 |
878.50 |
+1.00 |
4,000 |
55,225 |
+2,312 |
Jan09 |
070824 |
876.00 |
883.00 |
876.00 |
883.00 |
unch |
2 |
376 |
+9 |
Jul09 |
070824 |
887.00 |
887.00 |
887.00 |
887.00 |
unch |
0 |
240 |
+0 |
Total Volume and Open Interest |
91,094 |
500,673 |
+10,879 |
Soybean Meal(CBOT) |
Sep07 |
070824 |
232.20 |
234.00 |
230.40 |
233.70 |
+1.40 |
7,542 |
20,961 |
-556 |
Oct07 |
070824 |
236.00 |
236.50 |
233.00 |
235.50 |
+0.30 |
3,548 |
22,205 |
-9 |
Dec07 |
070824 |
240.20 |
241.40 |
237.40 |
240.70 |
+1.10 |
22,197 |
85,940 |
+2,134 |
Jan08 |
070824 |
241.00 |
243.50 |
240.20 |
242.50 |
+1.00 |
1,781 |
15,073 |
+428 |
Mar08 |
070824 |
248.70 |
248.70 |
243.00 |
245.50 |
+0.40 |
1,556 |
15,428 |
-6 |
May08 |
070824 |
246.50 |
248.50 |
245.00 |
247.50 |
-0.20 |
673 |
17,477 |
+127 |
Jul08 |
070824 |
249.10 |
253.90 |
248.50 |
250.50 |
+0.30 |
649 |
12,582 |
+253 |
Aug08 |
070824 |
251.50 |
251.50 |
248.00 |
248.00 |
-0.20 |
57 |
3,137 |
+7 |
Sep08 |
070824 |
251.00 |
253.00 |
247.50 |
247.50 |
-0.70 |
68 |
3,172 |
+0 |
Oct08 |
070824 |
247.00 |
247.00 |
239.50 |
239.50 |
-1.20 |
0 |
1,556 |
+0 |
Total Volume and Open Interest |
38,782 |
203,897 |
+2,548 |
Soybean Oil(CBOT) |
Sep07 |
070824 |
35.30 |
35.99 |
35.29 |
35.92 |
+0.63 |
9,984 |
38,094 |
-658 |
Oct07 |
070824 |
35.69 |
36.20 |
35.55 |
36.11 |
+0.61 |
2,753 |
25,450 |
+407 |
Dec07 |
070824 |
35.98 |
36.72 |
35.96 |
36.67 |
+0.69 |
25,876 |
155,258 |
+148 |
Jan08 |
070824 |
36.40 |
37.02 |
36.40 |
37.02 |
+0.64 |
1,756 |
20,462 |
+153 |
Mar08 |
070824 |
37.10 |
37.38 |
36.75 |
37.38 |
+0.66 |
1,064 |
13,376 |
+51 |
May08 |
070824 |
37.25 |
37.60 |
37.00 |
37.60 |
+0.67 |
782 |
10,278 |
-181 |
Jul08 |
070824 |
37.25 |
37.85 |
37.25 |
37.85 |
+0.67 |
744 |
11,426 |
+22 |
Aug08 |
070824 |
37.30 |
37.80 |
37.30 |
37.80 |
+0.63 |
15 |
840 |
+2 |
Sep08 |
070824 |
37.85 |
37.85 |
37.85 |
37.85 |
+0.68 |
2 |
397 |
+2 |
Oct08 |
070824 |
37.82 |
37.82 |
37.82 |
37.82 |
+0.62 |
4 |
472 |
-4 |
Total Volume and Open Interest |
44,048 |
287,219 |
+371 |
Canola(WCE) |
Corn(CBOT) |
Sep07 |
070824 |
344.50 |
345.50 |
341.00 |
341.50 |
-3.75 |
35,772 |
88,272 |
-6,474 |
Dec07 |
070824 |
361.75 |
363.00 |
358.00 |
358.75 |
-3.25 |
115,133 |
614,186 |
+6,936 |
Mar08 |
070824 |
376.00 |
377.25 |
373.00 |
374.25 |
-3.00 |
15,109 |
116,590 |
+1,024 |
May08 |
070824 |
385.25 |
385.75 |
382.50 |
383.00 |
-2.75 |
3,965 |
34,525 |
+489 |
Jul08 |
070824 |
393.50 |
394.25 |
391.25 |
391.50 |
-2.75 |
8,223 |
77,387 |
+854 |
Sep08 |
070824 |
392.00 |
395.00 |
392.00 |
394.25 |
-1.00 |
206 |
11,413 |
-5 |
Dec08 |
070824 |
400.50 |
402.25 |
398.25 |
398.50 |
-2.75 |
9,733 |
130,973 |
-1,545 |
Mar09 |
070824 |
407.50 |
407.50 |
405.50 |
405.50 |
-3.50 |
145 |
4,565 |
+94 |
Jul09 |
070824 |
411.00 |
411.00 |
411.00 |
411.00 |
-3.50 |
21 |
1,153 |
+8 |
Total Volume and Open Interest |
188,677 |
1,109,716 |
+1,522 |
Wheat(CBOT) |
Sep07 |
070824 |
723.50 |
732.00 |
718.50 |
725.75 |
+3.25 |
22,970 |
43,917 |
-2,078 |
Dec07 |
070824 |
740.25 |
743.50 |
733.50 |
742.00 |
+3.00 |
58,401 |
248,222 |
+3,411 |
Mar08 |
070824 |
732.50 |
746.50 |
731.00 |
742.00 |
+3.00 |
3,911 |
28,608 |
+834 |
May08 |
070824 |
685.00 |
685.00 |
680.50 |
684.00 |
+2.00 |
352 |
5,500 |
+105 |
Jul08 |
070824 |
580.75 |
589.00 |
580.00 |
587.00 |
+4.50 |
3,662 |
49,859 |
+397 |
Sep08 |
070824 |
582.00 |
587.00 |
581.00 |
587.00 |
+4.50 |
36 |
1,730 |
+16 |
Total Volume and Open Interest |
90,314 |
398,745 |
+2,899 |
Wheat(KCBT) |
Sep07 |
070824 |
670.00 |
683.00 |
669.00 |
682.75 |
+9.00 |
7,647 |
26,555 |
-3,319 |
Dec07 |
070824 |
688.00 |
698.75 |
684.00 |
698.00 |
+9.50 |
17,498 |
108,127 |
+2,606 |
Mar08 |
070824 |
690.00 |
699.00 |
688.00 |
698.00 |
+4.75 |
1,526 |
9,042 |
+455 |
May08 |
070824 |
654.00 |
654.00 |
654.00 |
654.00 |
unch |
26 |
133 |
+16 |
Jul08 |
070824 |
577.75 |
580.00 |
575.00 |
580.00 |
+1.75 |
315 |
11,518 |
+195 |
Sep08 |
070824 |
576.00 |
578.00 |
572.00 |
578.00 |
+1.00 |
15 |
324 |
+14 |
Total Volume and Open Interest |
27,046 |
157,272 |
-20 |
Wheat(MGE) |
Sep07 |
070824 |
670.00 |
672.50 |
666.25 |
670.75 |
+0.25 |
5,694 |
8,243 |
-1,497 |
Dec07 |
070824 |
680.50 |
685.50 |
676.50 |
683.00 |
+1.50 |
9,645 |
40,369 |
+892 |
Mar08 |
070824 |
680.00 |
690.00 |
680.00 |
685.75 |
-1.25 |
1,159 |
4,701 |
+367 |
May08 |
070824 |
675.00 |
683.00 |
673.00 |
683.00 |
+7.00 |
101 |
338 |
-37 |
Jul08 |
070824 |
618.00 |
630.00 |
618.00 |
629.50 |
+3.50 |
18 |
397 |
+7 |
Total Volume and Open Interest |
16,770 |
56,468 |
-215 |
Oats(CBOT) |
Sep07 |
070824 |
247.00 |
250.00 |
245.00 |
247.00 |
-1.00 |
70 |
464 |
-28 |
Dec07 |
070824 |
256.25 |
259.00 |
254.00 |
257.50 |
-0.75 |
1,244 |
11,368 |
+34 |
Mar08 |
070824 |
269.75 |
270.00 |
266.00 |
266.50 |
-2.00 |
60 |
1,490 |
+23 |
May08 |
070824 |
273.00 |
273.00 |
273.00 |
273.00 |
unch |
11 |
132 |
-1 |
Total Volume and Open Interest |
1,385 |
13,475 |
+28 |
Rough Rice(CBOT) |
Sep07 |
070824 |
10.61 |
10.62 |
10.56 |
10.61 |
+0.01 |
193 |
1,658 |
-170 |
Nov07 |
070824 |
10.92 |
10.92 |
10.83 |
10.90 |
-0.02 |
355 |
10,240 |
-171 |
Jan08 |
070824 |
11.20 |
11.20 |
11.20 |
11.20 |
unch |
11 |
1,467 |
+9 |
Mar08 |
070824 |
11.49 |
11.49 |
11.49 |
11.49 |
unch |
0 |
817 |
+0 |
Total Volume and Open Interest |
574 |
14,471 |
-332 |
Live Cattle(CME) |
Aug07 |
070824 |
94.250 |
94.550 |
94.000 |
94.385 |
+0.735 |
1,748 |
3,470 |
-837 |
Oct07 |
070824 |
97.250 |
98.550 |
97.150 |
97.830 |
+0.980 |
16,885 |
125,705 |
+1,737 |
Dec07 |
070824 |
99.875 |
101.000 |
99.750 |
100.730 |
+1.300 |
7,664 |
53,187 |
+1,463 |
Feb08 |
070824 |
100.000 |
100.950 |
99.900 |
100.930 |
+0.950 |
3,113 |
25,451 |
+1,199 |
Apr08 |
070824 |
100.000 |
100.550 |
99.850 |
100.500 |
+0.500 |
1,618 |
11,867 |
+512 |
Jun08 |
070824 |
95.500 |
96.000 |
95.300 |
96.000 |
+0.520 |
367 |
4,680 |
+193 |
Total Volume and Open Interest |
31,535 |
225,174 |
+4,275 |
Feeder Cattle(CME) |
Aug07 |
070824 |
117.250 |
117.750 |
116.550 |
117.580 |
+0.830 |
718 |
3,049 |
-111 |
Sep07 |
070824 |
118.000 |
118.500 |
117.550 |
118.050 |
+0.720 |
552 |
5,444 |
+114 |
Oct07 |
070824 |
117.500 |
118.500 |
117.500 |
118.300 |
+0.800 |
878 |
11,659 |
+94 |
Nov07 |
070824 |
118.000 |
118.500 |
117.600 |
118.430 |
+0.700 |
524 |
4,009 |
+260 |
Jan08 |
070824 |
115.300 |
115.850 |
115.200 |
115.800 |
+0.400 |
243 |
2,571 |
+86 |
Mar08 |
070824 |
112.750 |
113.300 |
112.600 |
113.250 |
+0.550 |
55 |
524 |
+37 |
Apr08 |
070824 |
113.400 |
114.000 |
113.400 |
114.000 |
+0.520 |
24 |
211 |
+13 |
Total Volume and Open Interest |
3,076 |
27,989 |
+568 |
Lean Hogs(CME) |
Oct07 |
070824 |
68.250 |
71.425 |
67.850 |
70.650 |
+2.175 |
7,623 |
72,037 |
-386 |
Dec07 |
070824 |
67.400 |
70.400 |
67.000 |
69.600 |
+2.075 |
5,780 |
53,104 |
+148 |
Feb08 |
070824 |
69.350 |
71.500 |
69.100 |
70.750 |
+1.125 |
1,752 |
19,696 |
+335 |
Apr08 |
070824 |
70.050 |
71.800 |
69.900 |
70.950 |
+0.600 |
957 |
15,483 |
+399 |
May08 |
070824 |
74.700 |
75.300 |
74.300 |
74.800 |
+0.450 |
31 |
1,456 |
+7 |
Jun08 |
070824 |
76.450 |
77.550 |
76.100 |
77.050 |
+0.600 |
205 |
9,063 |
+113 |
Jul08 |
070824 |
74.400 |
75.600 |
74.400 |
75.600 |
+0.850 |
12 |
2,173 |
+5 |
Aug08 |
070824 |
71.300 |
72.900 |
71.300 |
72.100 |
+0.725 |
10 |
398 |
+7 |
Total Volume and Open Interest |
26,361 |
173,423 |
+628 |
Class III Milk(CME) |
Aug07 |
070824 |
19.85 |
19.85 |
19.77 |
19.83 |
unch |
32 |
4,613 |
+2 |
Sep07 |
070824 |
19.70 |
19.82 |
19.65 |
19.76 |
-0.02 |
135 |
4,734 |
+37 |
Oct07 |
070824 |
18.95 |
19.05 |
18.75 |
19.04 |
+0.05 |
410 |
4,200 |
+38 |
Nov07 |
070824 |
17.76 |
17.95 |
17.60 |
17.92 |
+0.18 |
150 |
3,441 |
+14 |
Dec07 |
070824 |
17.20 |
17.32 |
17.15 |
17.30 |
+0.05 |
237 |
3,500 |
+38 |
Total Volume and Open Interest |
1,425 |
36,199 |
+313 |
Cocoa(ICE) |
Sep07 |
070824 |
1833 |
1850 |
1781 |
1841 |
+18 |
35 |
466 |
-6 |
Dec07 |
070824 |
1793 |
1816 |
1772 |
1798 |
+6 |
11,831 |
70,368 |
-1,616 |
Mar08 |
070824 |
1811 |
1836 |
1796 |
1820 |
+7 |
1,479 |
28,485 |
+19 |
May08 |
070824 |
1828 |
1847 |
1812 |
1835 |
+9 |
562 |
6,560 |
-63 |
Jul08 |
070824 |
1846 |
1850 |
1846 |
1850 |
+9 |
106 |
3,420 |
-9 |
Sep08 |
070824 |
1861 |
1865 |
1861 |
1865 |
+8 |
13 |
3,920 |
+0 |
Dec08 |
070824 |
1888 |
1890 |
1873 |
1890 |
+7 |
353 |
13,169 |
-131 |
Total Volume and Open Interest |
14,888 |
126,471 |
-1,806 |
Coffee "C"(ICE) |
Sep07 |
070824 |
115.95 |
116.65 |
114.40 |
114.65 |
-1.20 |
1,202 |
2,772 |
-2,135 |
Dec07 |
070824 |
119.70 |
120.75 |
118.25 |
119.05 |
-0.65 |
14,926 |
100,850 |
+147 |
Mar08 |
070824 |
123.45 |
124.45 |
122.10 |
122.85 |
-0.60 |
1,267 |
19,806 |
-2 |
May08 |
070824 |
125.50 |
126.35 |
124.50 |
124.95 |
-0.60 |
323 |
7,300 |
-28 |
Jul08 |
070824 |
128.25 |
128.25 |
125.75 |
126.85 |
-0.60 |
130 |
3,084 |
-21 |
Sep08 |
070824 |
129.45 |
129.45 |
128.25 |
128.60 |
-0.55 |
272 |
9,292 |
+61 |
Total Volume and Open Interest |
18,971 |
153,509 |
-1,561 |
Orange Juice(ICE) |
Sep07 |
070824 |
126.85 |
128.00 |
124.60 |
126.00 |
-0.90 |
1,186 |
3,062 |
-379 |
Nov07 |
070824 |
122.25 |
124.50 |
121.50 |
122.25 |
-1.20 |
1,753 |
15,114 |
+375 |
Jan08 |
070824 |
124.50 |
124.50 |
123.00 |
123.20 |
-1.25 |
349 |
4,472 |
+2 |
Mar08 |
070824 |
123.50 |
124.15 |
123.50 |
124.15 |
-1.30 |
213 |
3,292 |
-8 |
May08 |
070824 |
124.70 |
124.90 |
124.70 |
124.90 |
-1.30 |
125 |
551 |
-100 |
Jul08 |
070824 |
126.00 |
126.00 |
125.65 |
125.65 |
-1.30 |
21 |
135 |
+0 |
Total Volume and Open Interest |
3,719 |
27,606 |
-100 |
Sugar #11(ICE) |
Oct07 |
070824 |
9.53 |
9.65 |
9.37 |
9.39 |
-0.14 |
54,792 |
312,445 |
-8,108 |
Mar08 |
070824 |
9.80 |
9.92 |
9.66 |
9.69 |
-0.13 |
18,556 |
162,376 |
+161 |
May08 |
070824 |
9.85 |
9.96 |
9.72 |
9.74 |
-0.13 |
3,012 |
42,353 |
-183 |
Jul08 |
070824 |
9.95 |
10.04 |
9.81 |
9.83 |
-0.12 |
1,204 |
37,962 |
+77 |
Oct08 |
070824 |
10.26 |
10.29 |
10.09 |
10.12 |
-0.11 |
1,584 |
42,123 |
+150 |
Total Volume and Open Interest |
81,705 |
647,093 |
-7,357 |
London Cocoa(LCE) |
Sep07 |
070824 |
923 |
937 |
909 |
921 |
-2 |
1,046 |
47,464 |
-267 |
Dec07 |
070824 |
950 |
964 |
936 |
948 |
-2 |
3,747 |
59,534 |
+981 |
Mar08 |
070824 |
968 |
981 |
954 |
966 |
-2 |
1,818 |
36,376 |
-156 |
May08 |
070824 |
974 |
991 |
970 |
977 |
-1 |
188 |
14,953 |
+48 |
Jul08 |
070824 |
985 |
993 |
980 |
987 |
-3 |
197 |
13,839 |
+6 |
Sep08 |
070824 |
997 |
997 |
997 |
997 |
-3 |
110 |
10,318 |
-3 |
Dec08 |
070824 |
1016 |
1016 |
1000 |
1005 |
-5 |
79 |
5,088 |
-73 |
Total Volume and Open Interest |
7,185 |
187,684 |
+536 |
London Sugar(LCE) |
Oct07 |
070824 |
280.00 |
283.50 |
278.50 |
279.00 |
-2.00 |
4,086 |
38,586 |
-1,583 |
Dec07 |
070824 |
284.00 |
285.60 |
280.80 |
282.50 |
-1.60 |
827 |
8,691 |
-30 |
Mar08 |
070824 |
292.50 |
293.70 |
290.50 |
291.00 |
-2.10 |
349 |
15,909 |
+216 |
May08 |
070824 |
296.40 |
296.40 |
294.00 |
294.00 |
-2.00 |
143 |
5,934 |
+5 |
Aug08 |
070824 |
295.20 |
295.20 |
295.20 |
295.20 |
-1.90 |
1 |
4,981 |
+0 |
Total Volume and Open Interest |
5,496 |
79,897 |
-1,354 |
Cotton(ICE) |
Oct07 |
070824 |
56.70 |
56.70 |
55.82 |
56.20 |
-0.20 |
776 |
4,957 |
-109 |
Dec07 |
070824 |
58.90 |
59.25 |
57.91 |
58.35 |
-0.26 |
10,432 |
124,819 |
-44 |
Mar08 |
070824 |
62.20 |
62.90 |
61.17 |
61.70 |
-0.21 |
2,903 |
43,340 |
-10 |
May08 |
070824 |
62.88 |
62.90 |
62.00 |
62.90 |
-0.15 |
168 |
4,062 |
+49 |
Jul08 |
070824 |
63.53 |
64.10 |
63.50 |
64.10 |
-0.05 |
238 |
4,393 |
+86 |
Oct08 |
070824 |
65.15 |
65.15 |
65.15 |
65.15 |
-0.10 |
0 |
119 |
+0 |
Total Volume and Open Interest |
15,120 |
197,271 |
+188 |
Lumber(CME) |
Sep07 |
070824 |
262.5 |
264.5 |
262.1 |
263.5 |
+1.0 |
1,021 |
2,637 |
-608 |
Nov07 |
070824 |
264.2 |
266.0 |
263.1 |
265.4 |
+0.8 |
1,006 |
4,077 |
-188 |
Jan08 |
070824 |
281.0 |
281.9 |
278.6 |
280.5 |
-0.9 |
62 |
241 |
+1 |
Mar08 |
070824 |
287.0 |
288.0 |
286.6 |
286.9 |
+0.9 |
4 |
57 |
+1 |
Total Volume and Open Interest |
2,094 |
7,039 |
-795 |
Crude Oil(NYM) |
Oct07 |
070824 |
70.02 |
71.35 |
69.52 |
71.09 |
+1.26 |
170,980 |
323,636 |
+4,451 |
Nov07 |
070824 |
69.75 |
70.90 |
69.18 |
70.69 |
+1.13 |
55,398 |
127,173 |
-43 |
Dec07 |
070824 |
69.28 |
70.42 |
68.86 |
70.23 |
+1.00 |
49,803 |
190,158 |
-2,410 |
Jan08 |
070824 |
69.02 |
70.07 |
68.81 |
69.94 |
+0.94 |
9,091 |
61,491 |
-502 |
Feb08 |
070824 |
68.60 |
69.80 |
68.60 |
69.73 |
+0.90 |
3,057 |
32,948 |
+137 |
Mar08 |
070824 |
68.35 |
69.63 |
68.35 |
69.57 |
+0.88 |
2,684 |
33,905 |
+117 |
Apr08 |
070824 |
69.14 |
69.44 |
69.14 |
69.44 |
+0.85 |
710 |
38,486 |
+174 |
May08 |
070824 |
68.96 |
69.35 |
68.96 |
69.35 |
+0.83 |
4,386 |
32,452 |
+174 |
Jun08 |
070824 |
68.51 |
69.42 |
68.51 |
69.26 |
+0.80 |
11,305 |
52,266 |
+244 |
Jul08 |
070824 |
69.18 |
69.18 |
69.18 |
69.18 |
+0.77 |
432 |
15,206 |
+45 |
Aug08 |
070824 |
69.12 |
69.12 |
69.12 |
69.12 |
+0.75 |
389 |
13,262 |
+210 |
Sep08 |
070824 |
69.08 |
69.08 |
69.08 |
69.08 |
+0.74 |
123 |
43,793 |
+3 |
Oct08 |
070824 |
69.04 |
69.04 |
69.04 |
69.04 |
+0.72 |
470 |
20,047 |
-45 |
Nov08 |
070824 |
69.00 |
69.00 |
69.00 |
69.00 |
+0.70 |
190 |
14,449 |
-18 |
Dec08 |
070824 |
68.11 |
69.08 |
67.76 |
68.97 |
+0.69 |
8,672 |
158,198 |
+707 |
Jan09 |
070824 |
68.91 |
68.91 |
68.91 |
68.91 |
+0.66 |
42 |
20,675 |
+40 |
Total Volume and Open Interest |
324,936 |
1,413,756 |
+5,783 |
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 |
070824 |
70.050 |
71.325 |
69.500 |
71.100 |
+1.275 |
|
|
|
Nov07 |
070824 |
69.500 |
70.875 |
69.250 |
70.700 |
+1.150 |
|
|
|
Dec07 |
070824 |
69.125 |
70.225 |
69.125 |
70.225 |
+1.000 |
|
|
|
Jan08 |
070824 |
69.900 |
69.950 |
69.900 |
69.950 |
+0.950 |
|
|
|
Feb08 |
070824 |
69.650 |
69.725 |
69.650 |
69.725 |
+0.900 |
|
|
|
Mar08 |
070824 |
69.500 |
69.575 |
69.500 |
69.575 |
+0.875 |
|
|
|
Apr08 |
070824 |
69.400 |
69.450 |
69.400 |
69.450 |
+0.850 |
|
|
|
May08 |
070824 |
69.350 |
69.350 |
69.350 |
69.350 |
+0.825 |
|
|
|
Total Volume and Open Interest |
8,791 |
3,829 |
-257 |
Heating Oil(NYM) |
Sep07 |
070824 |
196.00 |
199.80 |
195.15 |
199.72 |
+3.62 |
14,823 |
27,650 |
-1,073 |
Oct07 |
070824 |
197.80 |
201.75 |
196.87 |
201.58 |
+3.74 |
18,789 |
54,977 |
-361 |
Nov07 |
070824 |
199.33 |
203.50 |
199.00 |
203.38 |
+3.49 |
5,818 |
34,306 |
+115 |
Dec07 |
070824 |
201.25 |
204.98 |
200.84 |
204.93 |
+3.29 |
5,389 |
35,233 |
+430 |
Jan08 |
070824 |
202.33 |
206.08 |
202.33 |
206.08 |
+2.99 |
2,081 |
18,444 |
+622 |
Feb08 |
070824 |
202.60 |
205.88 |
202.50 |
205.88 |
+2.89 |
1,195 |
12,802 |
-83 |
Mar08 |
070824 |
202.50 |
204.28 |
202.50 |
204.28 |
+2.79 |
1,331 |
5,416 |
+227 |
Apr08 |
070824 |
198.75 |
200.45 |
198.70 |
200.38 |
+2.84 |
816 |
6,371 |
-51 |
May08 |
070824 |
195.00 |
196.53 |
195.00 |
196.53 |
+2.84 |
155 |
2,417 |
+7 |
Jun08 |
070824 |
192.10 |
193.83 |
191.91 |
193.83 |
+2.84 |
406 |
11,978 |
-130 |
Jul08 |
070824 |
192.75 |
193.83 |
192.75 |
193.83 |
+2.69 |
19 |
576 |
-13 |
Aug08 |
070824 |
195.28 |
195.28 |
195.28 |
195.28 |
+2.69 |
0 |
320 |
+0 |
Total Volume and Open Interest |
50,824 |
214,411 |
-309 |
Gasoline(NYMEX) |
Sep07 |
070824 |
192.35 |
199.32 |
191.57 |
198.14 |
+5.82 |
21,381 |
38,225 |
-259 |
Oct07 |
070824 |
185.95 |
191.60 |
185.07 |
190.60 |
+4.87 |
28,796 |
58,699 |
+1,497 |
Nov07 |
070824 |
183.41 |
188.34 |
183.15 |
187.45 |
+3.87 |
9,867 |
31,792 |
+2,183 |
Dec07 |
070824 |
182.25 |
186.46 |
182.25 |
185.70 |
+3.17 |
6,447 |
20,440 |
-74 |
Jan08 |
070824 |
183.98 |
187.55 |
183.75 |
186.80 |
+2.97 |
1,559 |
11,194 |
+181 |
Feb08 |
070824 |
185.89 |
189.20 |
185.87 |
188.70 |
+2.92 |
1,103 |
5,005 |
+37 |
Mar08 |
070824 |
187.96 |
191.20 |
187.96 |
190.75 |
+2.87 |
1,300 |
7,127 |
-423 |
Apr08 |
070824 |
202.52 |
203.79 |
202.40 |
203.45 |
+2.67 |
932 |
5,525 |
-298 |
May08 |
070824 |
204.50 |
204.90 |
203.75 |
204.90 |
+2.62 |
228 |
2,897 |
+56 |
Jun08 |
070824 |
205.25 |
205.25 |
205.25 |
205.25 |
+2.62 |
109 |
5,138 |
+0 |
Total Volume and Open Interest |
71,953 |
192,806 |
+2,844 |
e-miNY RBOB Gasoline(NYM) |
Sep07 |
070824 |
198.14 |
198.14 |
198.14 |
198.14 |
+5.82 |
0 |
3 |
+0 |
Oct07 |
070824 |
190.60 |
190.60 |
190.60 |
190.60 |
+4.87 |
0 |
1 |
+0 |
Nov07 |
070824 |
187.45 |
187.45 |
187.45 |
187.45 |
+3.87 |
|
|
|
Dec07 |
070824 |
185.70 |
185.70 |
185.70 |
185.70 |
+3.17 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
5 |
+0 |
Natural Gas(NYM) |
Sep07 |
070824 |
5.635 |
5.700 |
5.434 |
5.523 |
-0.099 |
38,545 |
31,638 |
-2,208 |
Oct07 |
070824 |
5.870 |
5.920 |
5.651 |
5.739 |
-0.106 |
23,794 |
98,679 |
+885 |
Nov07 |
070824 |
6.880 |
6.880 |
6.660 |
6.704 |
-0.101 |
7,061 |
70,841 |
+918 |
Dec07 |
070824 |
7.750 |
7.780 |
7.600 |
7.629 |
-0.106 |
4,339 |
46,643 |
+69 |
Jan08 |
070824 |
8.150 |
8.184 |
8.000 |
8.034 |
-0.106 |
3,981 |
45,243 |
-591 |
Feb08 |
070824 |
8.170 |
8.197 |
8.042 |
8.062 |
-0.098 |
1,215 |
35,658 |
+448 |
Mar08 |
070824 |
7.995 |
8.033 |
7.861 |
7.887 |
-0.098 |
2,738 |
47,818 |
-87 |
Apr08 |
070824 |
7.480 |
7.518 |
7.390 |
7.392 |
-0.100 |
2,093 |
41,078 |
+47 |
May08 |
070824 |
7.475 |
7.475 |
7.380 |
7.385 |
-0.098 |
517 |
27,365 |
+143 |
Jun08 |
070824 |
7.553 |
7.553 |
7.465 |
7.465 |
-0.093 |
257 |
17,298 |
+56 |
Jul08 |
070824 |
7.625 |
7.634 |
7.550 |
7.558 |
-0.093 |
234 |
10,330 |
+20 |
Aug08 |
070824 |
7.690 |
7.720 |
7.620 |
7.624 |
-0.092 |
224 |
9,816 |
+126 |
Sep08 |
070824 |
7.759 |
7.759 |
7.650 |
7.668 |
-0.091 |
201 |
6,727 |
+116 |
Oct08 |
070824 |
7.830 |
7.850 |
7.730 |
7.792 |
-0.090 |
561 |
27,966 |
+123 |
Nov08 |
070824 |
8.250 |
8.255 |
8.230 |
8.237 |
-0.085 |
217 |
14,080 |
+103 |
Dec08 |
070824 |
8.780 |
8.780 |
8.660 |
8.682 |
-0.080 |
6 |
13,936 |
-2 |
Total Volume and Open Interest |
89,257 |
773,173 |
+2,178 |
Brent Crude Oil(ICE) |
Oct07 |
070824 |
70.04 |
70.84 |
69.50 |
70.62 |
+0.76 |
102,482 |
108,950 |
+6,750 |
Nov07 |
070824 |
69.90 |
70.88 |
69.53 |
70.68 |
+0.76 |
61,025 |
127,563 |
+641 |
Dec07 |
070824 |
69.91 |
70.86 |
69.55 |
70.70 |
+0.76 |
44,222 |
110,503 |
-738 |
Jan08 |
070824 |
69.71 |
70.69 |
69.51 |
70.61 |
+0.79 |
9,961 |
28,149 |
+988 |
Feb08 |
070824 |
69.70 |
70.49 |
69.44 |
70.49 |
+0.80 |
1,968 |
17,660 |
+804 |
Mar08 |
070824 |
69.45 |
70.40 |
69.45 |
70.37 |
+0.80 |
454 |
12,585 |
+100 |
Apr08 |
070824 |
69.35 |
70.28 |
69.35 |
70.28 |
+0.80 |
276 |
9,646 |
+41 |
May08 |
070824 |
70.19 |
70.19 |
70.19 |
70.19 |
+0.79 |
328 |
4,346 |
+200 |
Jun08 |
070824 |
69.12 |
70.08 |
69.12 |
70.08 |
+0.77 |
1,484 |
26,776 |
-255 |
Jul08 |
070824 |
70.01 |
70.01 |
70.01 |
70.01 |
+0.76 |
200 |
5,373 |
+0 |
Aug08 |
070824 |
69.94 |
69.94 |
69.94 |
69.94 |
+0.75 |
250 |
2,969 |
+250 |
Sep08 |
070824 |
69.88 |
69.88 |
69.88 |
69.88 |
+0.72 |
0 |
3,640 |
+0 |
Oct08 |
070824 |
69.82 |
69.82 |
69.82 |
69.82 |
+0.70 |
250 |
4,542 |
-250 |
Nov08 |
070824 |
69.76 |
69.76 |
69.76 |
69.76 |
+0.68 |
0 |
3,417 |
+0 |
Total Volume and Open Interest |
232,656 |
610,482 |
+10,325 |
Gas Oil(ICE) |
Sep07 |
070824 |
617.50 |
625.25 |
613.25 |
620.00 |
+4.50 |
31,772 |
57,435 |
-4,408 |
Oct07 |
070824 |
619.25 |
627.25 |
615.00 |
622.00 |
+4.75 |
21,029 |
61,826 |
+444 |
Nov07 |
070824 |
618.50 |
628.25 |
616.25 |
623.25 |
+4.75 |
10,349 |
29,306 |
-22 |
Dec07 |
070824 |
619.50 |
629.00 |
617.00 |
624.25 |
+4.75 |
7,097 |
43,975 |
-1,341 |
Jan08 |
070824 |
624.25 |
633.25 |
622.25 |
628.50 |
+4.25 |
3,530 |
40,296 |
+1,615 |
Feb08 |
070824 |
620.50 |
630.25 |
620.50 |
625.50 |
+4.50 |
524 |
10,075 |
-240 |
Mar08 |
070824 |
618.25 |
626.00 |
618.25 |
621.50 |
+4.25 |
370 |
7,207 |
-99 |
Apr08 |
070824 |
617.00 |
617.00 |
617.00 |
617.00 |
+4.25 |
533 |
3,233 |
+119 |
May08 |
070824 |
612.50 |
612.50 |
612.50 |
612.50 |
+4.00 |
155 |
4,279 |
-120 |
Jun08 |
070824 |
609.00 |
609.00 |
605.25 |
609.00 |
+3.75 |
566 |
30,479 |
-31 |
Total Volume and Open Interest |
81,110 |
324,964 |
+5,677 |
Ethanol(CBOT) |
Aug07 |
070803 |
1.905 |
1.905 |
1.905 |
1.905 |
-0.010 |
0 |
63 |
-14 |
Sep07 |
070824 |
1.730 |
1.760 |
1.721 |
1.721 |
-0.006 |
5 |
93 |
+0 |
Oct07 |
070824 |
1.670 |
1.670 |
1.630 |
1.639 |
-0.022 |
1 |
153 |
+0 |
Nov07 |
070824 |
1.680 |
1.680 |
1.650 |
1.680 |
-0.005 |
1 |
60 |
+1 |
Dec07 |
070824 |
1.650 |
1.670 |
1.650 |
1.670 |
-0.010 |
1 |
146 |
+1 |
Jan08 |
070824 |
1.677 |
1.677 |
1.677 |
1.677 |
+0.007 |
0 |
130 |
+0 |
Feb08 |
070824 |
1.670 |
1.670 |
1.670 |
1.670 |
unch |
0 |
114 |
+1 |
Mar08 |
070824 |
1.650 |
1.650 |
1.650 |
1.650 |
-0.010 |
0 |
102 |
+0 |
Total Volume and Open Interest |
9 |
1,242 |
+3 |
WTI Crude Oil(ICE) |
Oct07 |
070824 |
70.05 |
71.32 |
69.53 |
71.09 |
+1.26 |
70,067 |
101,538 |
+4,319 |
Nov07 |
070824 |
69.60 |
70.88 |
69.17 |
70.69 |
+1.13 |
33,202 |
61,455 |
+2,858 |
Dec07 |
070824 |
69.26 |
70.39 |
68.82 |
70.23 |
+1.00 |
29,372 |
114,653 |
-796 |
Jan08 |
070824 |
68.93 |
70.03 |
68.69 |
69.94 |
+0.94 |
3,781 |
28,490 |
+243 |
Feb08 |
070824 |
68.75 |
69.75 |
68.73 |
69.73 |
+0.90 |
861 |
10,634 |
-137 |
Mar08 |
070824 |
68.61 |
69.60 |
68.61 |
69.57 |
+0.88 |
225 |
10,284 |
+122 |
Apr08 |
070824 |
69.44 |
69.44 |
69.44 |
69.44 |
+0.85 |
0 |
6,118 |
+0 |
May08 |
070824 |
69.35 |
69.35 |
69.35 |
69.35 |
+0.83 |
0 |
2,147 |
+0 |
Jun08 |
070824 |
68.66 |
69.28 |
68.66 |
69.26 |
+0.80 |
3,516 |
26,801 |
+2,242 |
Jul08 |
070824 |
69.18 |
69.18 |
69.18 |
69.18 |
+0.77 |
0 |
1,701 |
+0 |
Aug08 |
070824 |
69.12 |
69.12 |
69.12 |
69.12 |
+0.75 |
0 |
824 |
+0 |
Sep08 |
070824 |
69.08 |
69.08 |
69.08 |
69.08 |
+0.74 |
0 |
2,970 |
+0 |
Oct08 |
070824 |
69.04 |
69.04 |
69.04 |
69.04 |
+0.72 |
0 |
3,062 |
+0 |
Nov08 |
070824 |
69.00 |
69.00 |
69.00 |
69.00 |
+0.70 |
0 |
1,298 |
+0 |
Dec08 |
070824 |
67.76 |
69.06 |
67.76 |
68.97 |
+0.69 |
8,369 |
82,574 |
-223 |
Jan09 |
070824 |
68.91 |
68.91 |
68.91 |
68.91 |
+0.66 |
0 |
1,330 |
+0 |
Total Volume and Open Interest |
151,226 |
562,606 |
+8,822 |
US Dollar Index(ICE) |
Sep07 |
070824 |
81.080 |
81.130 |
80.540 |
80.610 |
-0.500 |
2,190 |
19,915 |
-647 |
Dec07 |
070824 |
80.950 |
80.950 |
80.400 |
80.460 |
-0.510 |
43 |
3,451 |
+9 |
Mar08 |
070824 |
80.320 |
80.320 |
80.320 |
80.320 |
-0.520 |
0 |
637 |
+0 |
Total Volume and Open Interest |
2,233 |
24,012 |
-638 |
Australian Dollar(CME) |
Sep07 |
070824 |
81.89 |
82.68 |
81.50 |
82.55 |
+0.88 |
53,078 |
95,683 |
+1,076 |
Dec07 |
070824 |
81.61 |
82.32 |
81.37 |
82.26 |
+0.89 |
248 |
1,775 |
-21 |
Mar08 |
070824 |
81.91 |
81.91 |
81.91 |
81.91 |
+0.89 |
1 |
152 |
-1 |
Total Volume and Open Interest |
53,347 |
97,874 |
+1,049 |
British Pound(CME) |
Sep07 |
070824 |
200.40 |
201.42 |
199.69 |
201.27 |
+1.06 |
76,723 |
116,556 |
-1,977 |
Dec07 |
070824 |
199.99 |
200.85 |
199.22 |
200.76 |
+1.06 |
987 |
1,557 |
+300 |
Mar08 |
070824 |
200.15 |
200.15 |
198.88 |
200.15 |
+1.06 |
3 |
31 |
+3 |
Total Volume and Open Interest |
77,713 |
118,167 |
-1,674 |
Canadian Dollar(CME) |
Sep07 |
070824 |
94.91 |
95.35 |
94.65 |
95.03 |
+0.21 |
54,976 |
120,984 |
-1,388 |
Dec07 |
070824 |
95.05 |
95.52 |
94.80 |
95.18 |
+0.22 |
718 |
5,821 |
+85 |
Mar08 |
070824 |
95.46 |
95.63 |
95.24 |
95.31 |
+0.22 |
20 |
838 |
+0 |
Jun08 |
070824 |
95.37 |
95.68 |
95.34 |
95.37 |
+0.22 |
0 |
336 |
+0 |
Total Volume and Open Interest |
55,717 |
128,264 |
-1,303 |
Japanese Yen(CME) |
Sep07 |
070824 |
86.25 |
86.82 |
86.10 |
86.30 |
-0.23 |
172,149 |
239,275 |
-1,315 |
Dec07 |
070824 |
87.25 |
87.75 |
87.10 |
87.25 |
-0.23 |
2,198 |
19,375 |
+1,682 |
Mar08 |
070824 |
88.11 |
88.42 |
88.11 |
88.11 |
-0.23 |
300 |
486 |
+296 |
Total Volume and Open Interest |
175,247 |
275,576 |
+1,263 |
Swiss Franc(CME) |
Sep07 |
070824 |
82.92 |
83.54 |
82.90 |
83.36 |
+0.35 |
49,809 |
116,746 |
+4,994 |
Dec07 |
070824 |
83.60 |
84.05 |
83.50 |
83.89 |
+0.37 |
170 |
1,189 |
+28 |
Mar08 |
070824 |
84.33 |
84.46 |
84.30 |
84.33 |
+0.37 |
0 |
18 |
+0 |
Total Volume and Open Interest |
49,979 |
117,962 |
+5,022 |
EuroFX(CME) |
Sep07 |
070824 |
135.77 |
136.94 |
135.63 |
136.82 |
+1.14 |
128,232 |
211,470 |
-2,260 |
Dec07 |
070824 |
135.91 |
137.17 |
135.86 |
137.07 |
+1.16 |
616 |
6,112 |
+172 |
Mar08 |
070824 |
136.51 |
137.32 |
136.51 |
137.24 |
+1.16 |
0 |
132 |
+0 |
Total Volume and Open Interest |
128,848 |
217,839 |
-2,088 |
Mexican Peso(CME) |
Sep07 |
070824 |
901.0 |
910.5 |
901.0 |
906.0 |
+4.0 |
12,153 |
78,106 |
+178 |
Oct07 |
070824 |
904.0 |
904.0 |
904.0 |
904.0 |
+4.0 |
0 |
68 |
+0 |
Total Volume and Open Interest |
12,231 |
101,235 |
+219 |
Brazilian Real(CME) |
Sep07 |
070824 |
502.20 |
516.00 |
502.20 |
514.60 |
+11.80 |
136 |
7,910 |
+28 |
Oct07 |
070824 |
513.10 |
513.10 |
501.30 |
513.10 |
+11.80 |
|
|
|
Nov07 |
070824 |
511.50 |
511.50 |
499.50 |
511.50 |
+12.00 |
|
|
|
Dec07 |
070824 |
498.50 |
510.30 |
498.50 |
510.30 |
+11.90 |
2 |
882 |
+2 |
Total Volume and Open Interest |
138 |
8,792 |
+30 |
30-Year T-Bonds(CBOT) |
Sep07 |
070824 |
110~140 |
111~000 |
110~140 |
110~270 |
+0~050 |
317,828 |
953,682 |
-7,556 |
Dec07 |
070824 |
110~090 |
110~270 |
110~080 |
110~220 |
+0~070 |
33,316 |
31,515 |
+13,587 |
Mar08 |
070824 |
110~160 |
110~200 |
110~160 |
110~200 |
+0~070 |
0 |
929 |
+0 |
Total Volume and Open Interest |
351,144 |
986,155 |
+6,031 |
10-Year T-Notes(CBOT) |
Sep07 |
070824 |
108~195 |
108~295 |
108~180 |
108~210 |
-0~050 |
1,330,245 |
2,302,360 |
-100,885 |
Dec07 |
070824 |
108~080 |
108~180 |
108~080 |
108~105 |
-0~035 |
117,873 |
408,516 |
+59,747 |
Mar08 |
070824 |
108~040 |
108~040 |
108~040 |
108~040 |
-0~035 |
0 |
1,300 |
+0 |
Total Volume and Open Interest |
1,448,118 |
2,712,186 |
-41,138 |
5-Year T-Notes(CBOT) |
Sep07 |
070824 |
106~042 |
106~046 |
106~002 |
106~016 |
-0~028 |
665,440 |
0 |
+0 |
Dec07 |
070824 |
106~036 |
106~036 |
106~000 |
106~004 |
-0~024 |
46,929 |
0 |
+0 |
Mar08 |
070824 |
106~004 |
106~004 |
106~004 |
106~004 |
-0~022 |
|
|
|
Total Volume and Open Interest |
827,298 |
1,648,365 |
-26,043 |
2 Year T-Notes(CBOT) |
Sep07 |
070824 |
102~101 |
102~125 |
102~091 |
102~099 |
-0~019 |
391,653 |
878,181 |
-49,275 |
Dec07 |
070824 |
102~114 |
103~004 |
102~106 |
102~113 |
-0~014 |
38,074 |
54,115 |
+21,492 |
Total Volume and Open Interest |
429,727 |
932,296 |
-27,783 |
Eurodollars(CME) |
Sep07 |
070824 |
94.685 |
94.717 |
94.618 |
94.668 |
-0.042 |
335,145 |
1,530,531 |
-28,391 |
Dec07 |
070824 |
95.105 |
95.180 |
95.020 |
95.030 |
-0.105 |
451,618 |
1,539,200 |
-16,672 |
Mar08 |
070824 |
95.320 |
95.395 |
95.220 |
95.260 |
-0.100 |
487,191 |
1,670,619 |
-20,156 |
Jun08 |
070824 |
95.345 |
95.420 |
95.265 |
95.310 |
-0.085 |
395,614 |
1,409,561 |
+5,408 |
Sep08 |
070824 |
95.285 |
95.365 |
95.235 |
95.275 |
-0.060 |
331,771 |
1,191,051 |
+5,167 |
Dec08 |
070824 |
95.230 |
95.300 |
95.185 |
95.225 |
-0.045 |
294,444 |
1,044,284 |
-23,380 |
Mar09 |
070824 |
95.175 |
95.245 |
95.140 |
95.180 |
-0.035 |
202,125 |
673,548 |
+15,983 |
Jun09 |
070824 |
95.105 |
95.180 |
95.090 |
95.130 |
-0.025 |
159,132 |
504,107 |
-8,472 |
Sep09 |
070824 |
95.065 |
95.125 |
95.045 |
95.085 |
-0.020 |
58,206 |
314,131 |
-6,299 |
Dec09 |
070824 |
95.035 |
95.075 |
94.990 |
95.035 |
-0.015 |
47,289 |
231,589 |
-6,910 |
Mar10 |
070824 |
95.000 |
95.045 |
94.955 |
95.005 |
-0.010 |
29,945 |
157,982 |
-1,009 |
Jun10 |
070824 |
94.970 |
95.015 |
94.940 |
94.970 |
unch |
22,063 |
128,769 |
+463 |
Sep10 |
070824 |
94.925 |
94.960 |
94.900 |
94.925 |
+0.005 |
15,319 |
104,391 |
+1,326 |
Dec10 |
070824 |
94.865 |
94.910 |
94.830 |
94.870 |
+0.010 |
21,157 |
111,575 |
+838 |
Mar11 |
070824 |
94.815 |
94.885 |
94.810 |
94.835 |
+0.015 |
12,457 |
100,309 |
+1,945 |
Jun11 |
070824 |
94.780 |
94.845 |
94.760 |
94.790 |
+0.020 |
10,804 |
90,691 |
-804 |
Sep11 |
070824 |
94.720 |
94.780 |
94.720 |
94.745 |
+0.025 |
7,347 |
77,546 |
+1,685 |
Dec11 |
070824 |
94.685 |
94.725 |
94.670 |
94.695 |
+0.030 |
11,575 |
53,178 |
+2,091 |
Total Volume and Open Interest |
289,876 |
11,144,341 |
-72,436 |
30 Day Federal Funds(CBOT) |
Aug07 |
070824 |
95.000 |
95.010 |
95.000 |
95.010 |
-0.020 |
1,146 |
101,623 |
-2,606 |
Sep07 |
070824 |
95.055 |
95.055 |
95.055 |
95.055 |
+0.005 |
1,752 |
132,828 |
-3,418 |
Oct07 |
070824 |
95.100 |
95.115 |
95.100 |
95.105 |
-0.005 |
525 |
88,928 |
-546 |
Nov07 |
070824 |
95.220 |
95.225 |
95.220 |
95.220 |
-0.045 |
692 |
112,004 |
+589 |
Dec07 |
070824 |
95.305 |
95.310 |
95.290 |
95.290 |
-0.075 |
1,345 |
56,010 |
+1,451 |
Jan08 |
070824 |
95.315 |
95.315 |
95.315 |
95.315 |
-0.085 |
70 |
10,584 |
+231 |
Total Volume and Open Interest |
5,530 |
511,766 |
-4,184 |
30 Day Fed Funds(e-CBOT) |
Aug07 |
070824 |
95.030 |
95.040 |
95.000 |
95.005 |
-0.025 |
2,710 |
0 |
+0 |
Sep07 |
070824 |
95.035 |
95.085 |
95.030 |
95.040 |
+0.005 |
15,541 |
0 |
+0 |
Oct07 |
070824 |
95.105 |
95.135 |
95.080 |
95.100 |
+0.010 |
6,656 |
0 |
+0 |
Nov07 |
070824 |
95.245 |
95.265 |
95.180 |
95.205 |
-0.045 |
8,875 |
0 |
+0 |
Dec07 |
070824 |
95.340 |
95.370 |
95.270 |
95.300 |
-0.060 |
6,987 |
0 |
+0 |
Jan08 |
070824 |
95.425 |
95.425 |
95.315 |
95.320 |
-0.065 |
1,487 |
0 |
+0 |
Total Volume and Open Interest |
42,532 |
|
|
3-Mth Euro-Yen(CME) |
Sep07 |
070824 |
99.160 |
99.165 |
99.150 |
99.160 |
+0.005 |
1,715 |
24,164 |
+66 |
Dec07 |
070824 |
99.120 |
99.125 |
99.110 |
99.115 |
+0.005 |
602 |
11,097 |
+111 |
Mar08 |
070824 |
99.060 |
99.075 |
99.045 |
99.060 |
+0.015 |
119 |
6,581 |
-37 |
Jun08 |
070824 |
99.015 |
99.030 |
99.010 |
99.015 |
+0.015 |
456 |
4,393 |
+56 |
Sep08 |
070824 |
98.950 |
98.970 |
98.935 |
98.950 |
+0.015 |
20 |
3,211 |
-28 |
Dec08 |
070824 |
98.910 |
98.920 |
98.900 |
98.900 |
+0.040 |
0 |
1,378 |
-96 |
Mar09 |
070824 |
98.820 |
98.820 |
98.780 |
98.820 |
+0.040 |
0 |
184 |
+27 |
Jun09 |
070824 |
98.745 |
98.745 |
98.705 |
98.745 |
+0.040 |
0 |
100 |
+0 |
Sep09 |
070824 |
98.660 |
98.660 |
98.615 |
98.660 |
+0.045 |
|
|
|
Dec09 |
070824 |
98.580 |
98.580 |
98.535 |
98.580 |
+0.045 |
|
|
|
Total Volume and Open Interest |
2,912 |
51,108 |
+99 |
3-Mth Euro-Yen(SGX) |
Sep07 |
070824 |
99.15 |
99.18 |
99.15 |
99.17 |
+0.01 |
3,452 |
80,405 |
+2,150 |
Dec07 |
070824 |
99.11 |
99.13 |
99.11 |
99.12 |
+0.01 |
2,172 |
56,459 |
-746 |
Mar08 |
070824 |
99.04 |
99.08 |
99.04 |
99.07 |
+0.02 |
1,942 |
43,101 |
+89 |
Jun08 |
070824 |
99.00 |
99.04 |
99.00 |
99.03 |
+0.04 |
1,014 |
23,712 |
-143 |
Sep08 |
070824 |
98.94 |
98.99 |
98.94 |
98.96 |
+0.03 |
100 |
12,205 |
+0 |
Dec08 |
070824 |
98.88 |
98.91 |
98.87 |
98.90 |
+0.04 |
0 |
8,341 |
-3 |
Mar09 |
070824 |
98.81 |
98.82 |
98.81 |
98.82 |
+0.04 |
1 |
4,495 |
+27 |
Jun09 |
070824 |
98.75 |
98.75 |
98.75 |
98.75 |
+0.05 |
0 |
1,168 |
+0 |
Total Volume and Open Interest |
8,681 |
231,786 |
+1,374 |
Japanese Gov't Bonds(SGX) |
Sep07 |
070824 |
135.40 |
135.75 |
135.40 |
135.59 |
+0.36 |
5,928 |
43,721 |
-760 |
Dec07 |
070824 |
135.15 |
135.29 |
135.13 |
135.13 |
+0.36 |
24 |
40 |
+9 |
Mar08 |
070824 |
135.13 |
135.13 |
135.13 |
135.13 |
+0.36 |
|
|
|
Total Volume and Open Interest |
5,952 |
43,761 |
-751 |
Euro-Bund(EUREX) |
Sep07 |
070824 |
113.59 |
113.84 |
113.46 |
113.58 |
+0.12 |
1,186,982 |
1,524,353 |
+2,853 |
Dec07 |
070824 |
113.23 |
113.43 |
113.10 |
113.19 |
+0.13 |
14,586 |
65,487 |
-1,020 |
Mar08 |
070824 |
113.43 |
113.43 |
113.43 |
113.43 |
+0.12 |
810 |
10 |
+0 |
Total Volume and Open Interest |
1,202,378 |
1,589,850 |
+1,833 |
Euro-Bobl(EUREX) |
Sep07 |
070824 |
108.03 |
108.20 |
107.93 |
108.01 |
+0.01 |
646,041 |
1,192,753 |
-25,914 |
Dec07 |
070824 |
107.90 |
108.01 |
107.79 |
107.84 |
unch |
5,212 |
14,163 |
+2,953 |
Mar08 |
070824 |
107.71 |
107.71 |
107.71 |
107.71 |
+0.01 |
|
|
|
Total Volume and Open Interest |
651,253 |
1,206,916 |
-22,961 |
3-Mth Euribor(EUREX) |
Sep07 |
070824 |
95.410 |
95.460 |
95.410 |
95.435 |
-0.010 |
3,443 |
27,853 |
-588 |
Dec07 |
070824 |
95.540 |
95.575 |
95.520 |
95.540 |
unch |
1,089 |
12,212 |
+124 |
Mar08 |
070824 |
95.635 |
95.680 |
95.630 |
95.635 |
-0.005 |
366 |
9,302 |
-22 |
Total Volume and Open Interest |
5,771 |
60,354 |
-314 |
Long Gilt(LIFFE) |
Sep07 |
070824 |
106~30 |
106~31 |
106~17 |
106~21 |
-0~04 |
76,869 |
316,877 |
-488 |
Dec07 |
070824 |
107~01 |
107~01 |
106~20 |
106~24 |
-0~03 |
373 |
1,465 |
+295 |
Total Volume and Open Interest |
77,242 |
318,342 |
-193 |
3-Mth Short Sterling(LIFFE) |
Sep07 |
070824 |
93.59 |
93.61 |
93.53 |
93.54 |
-0.07 |
80,573 |
536,420 |
+13,404 |
Dec07 |
070824 |
93.82 |
93.84 |
93.74 |
93.77 |
-0.05 |
99,215 |
533,800 |
+8,078 |
Mar08 |
070824 |
93.92 |
93.96 |
93.82 |
93.87 |
-0.04 |
132,416 |
434,535 |
-16,625 |
Jun08 |
070824 |
94.01 |
94.05 |
93.90 |
93.95 |
-0.04 |
105,655 |
410,840 |
-12,291 |
Sep08 |
070824 |
94.07 |
94.11 |
93.97 |
94.02 |
-0.03 |
93,265 |
327,254 |
-2,093 |
Dec08 |
070824 |
94.10 |
94.16 |
94.01 |
94.06 |
-0.02 |
68,246 |
230,755 |
-8,836 |
Total Volume and Open Interest |
682,902 |
2,844,681 |
-9,647 |
3-Mth Euribor(LIFFE) |
Sep07 |
070824 |
95.435 |
95.490 |
95.405 |
95.435 |
-0.010 |
289,749 |
914,551 |
-18,541 |
Dec07 |
070824 |
95.515 |
95.595 |
95.505 |
95.535 |
-0.005 |
346,625 |
862,222 |
+2,419 |
Mar08 |
070824 |
95.645 |
95.695 |
95.605 |
95.630 |
-0.010 |
244,350 |
586,072 |
-7,049 |
Total Volume and Open Interest |
1,475,169 |
4,179,977 |
-22,484 |
3-Mth Aus T-Bills(SFE) |
Sep07 |
070824 |
93.22 |
93.24 |
93.21 |
93.24 |
+0.01 |
19,599 |
515,290 |
-5,750 |
Dec07 |
070824 |
93.20 |
93.22 |
93.17 |
93.22 |
+0.01 |
34,654 |
384,149 |
+12,009 |
Mar08 |
070824 |
93.18 |
93.23 |
93.17 |
93.22 |
+0.02 |
15,762 |
169,176 |
+253 |
Jun08 |
070824 |
93.18 |
93.24 |
93.16 |
93.24 |
+0.04 |
17,002 |
127,173 |
+7,297 |
Sep08 |
070824 |
93.19 |
93.25 |
93.16 |
93.24 |
+0.04 |
4,538 |
59,400 |
+1,534 |
Dec08 |
070824 |
93.18 |
93.24 |
93.17 |
93.23 |
+0.04 |
3,081 |
42,139 |
+1,308 |
Mar09 |
070824 |
93.21 |
93.23 |
93.21 |
93.22 |
+0.04 |
2,430 |
32,449 |
+800 |
Jun09 |
070824 |
93.19 |
93.23 |
93.19 |
93.22 |
+0.03 |
253 |
21,638 |
-89 |
Sep09 |
070824 |
93.22 |
93.22 |
93.21 |
93.21 |
+0.03 |
2 |
2,410 |
+1 |
Dec09 |
070824 |
93.22 |
93.22 |
93.22 |
93.22 |
+0.03 |
1 |
635 |
+0 |
Total Volume and Open Interest |
97,322 |
1,354,645 |
+17,363 |
10-Year Aus T-Bonds(SFE) |
Sep07 |
070824 |
94.05 |
94.10 |
94.02 |
94.05 |
-0.01 |
62,962 |
610,994 |
+5,629 |
Dec07 |
070824 |
94.06 |
94.06 |
94.06 |
94.06 |
-0.01 |
44 |
44 |
+44 |
Total Volume and Open Interest |
63,006 |
611,038 |
+5,673 |
3-Year Aus T-Bonds(SFE) |
Sep07 |
070824 |
93.79 |
93.83 |
93.75 |
93.81 |
+0.01 |
127,400 |
1,021,017 |
+47,889 |
Dec07 |
070824 |
93.83 |
93.83 |
93.83 |
93.83 |
+0.01 |
|
|
|
Total Volume and Open Interest |
127,400 |
1,021,017 |
+47,889 |
Gold(CMX) |
Aug07 |
070824 |
662.1 |
668.8 |
662.1 |
668.0 |
+9.1 |
135 |
261 |
-178 |
Oct07 |
070824 |
662.6 |
673.1 |
661.0 |
671.5 |
+9.0 |
3,353 |
35,815 |
-356 |
Dec07 |
070824 |
669.3 |
679.0 |
666.7 |
677.5 |
+9.1 |
57,081 |
188,352 |
+849 |
Feb08 |
070824 |
673.9 |
683.4 |
673.0 |
683.4 |
+9.3 |
921 |
16,264 |
+446 |
Apr08 |
070824 |
679.4 |
689.1 |
679.4 |
689.1 |
+9.5 |
179 |
17,710 |
+116 |
Jun08 |
070824 |
685.0 |
694.7 |
685.0 |
694.7 |
+9.7 |
390 |
14,606 |
-128 |
Aug08 |
070824 |
700.1 |
700.1 |
700.1 |
700.1 |
+9.9 |
199 |
7,541 |
+144 |
Oct08 |
070824 |
705.5 |
705.5 |
705.5 |
705.5 |
+10.0 |
0 |
1,469 |
+0 |
Dec08 |
070824 |
701.3 |
712.2 |
701.3 |
710.9 |
+10.1 |
356 |
15,978 |
+179 |
Feb09 |
070824 |
716.6 |
716.6 |
716.6 |
716.6 |
+10.3 |
0 |
11,076 |
+0 |
Apr09 |
070824 |
722.2 |
722.2 |
722.2 |
722.2 |
+10.5 |
0 |
1,630 |
+0 |
Jun09 |
070824 |
727.8 |
727.8 |
727.8 |
727.8 |
+10.6 |
0 |
10,983 |
+0 |
Total Volume and Open Interest |
62,619 |
332,398 |
+1,069 |
Silver(CMX) |
Sep07 |
070824 |
1172.5 |
1200.5 |
1158.0 |
1194.0 |
+30.0 |
25,524 |
33,742 |
-2,676 |
Dec07 |
070824 |
1185.0 |
1216.5 |
1173.5 |
1209.8 |
+30.0 |
13,738 |
51,463 |
-383 |
Mar08 |
070824 |
1200.0 |
1232.0 |
1196.0 |
1225.3 |
+30.2 |
1,407 |
7,304 |
+798 |
May08 |
070824 |
1240.5 |
1240.5 |
1235.3 |
1235.3 |
+30.8 |
3 |
4,406 |
+0 |
Jul08 |
070824 |
1244.8 |
1244.8 |
1244.8 |
1244.8 |
+31.0 |
14 |
4,905 |
+10 |
Sep08 |
070824 |
1254.0 |
1254.0 |
1254.0 |
1254.0 |
+31.2 |
102 |
968 |
+13 |
Dec08 |
070824 |
1242.5 |
1267.0 |
1242.5 |
1267.0 |
+31.3 |
56 |
5,247 |
+42 |
Total Volume and Open Interest |
40,899 |
116,027 |
-2,178 |
Platinum(NYMEX) |
Oct07 |
070824 |
1241.8 |
1248.9 |
1236.5 |
1247.0 |
+1.9 |
1,255 |
10,253 |
+142 |
Jan08 |
070824 |
1248.7 |
1256.0 |
1248.7 |
1256.0 |
+1.9 |
16 |
349 |
+15 |
Apr08 |
070824 |
1267.4 |
1267.4 |
1267.4 |
1267.4 |
+1.9 |
0 |
2 |
+0 |
Total Volume and Open Interest |
1,271 |
10,604 |
+157 |
Palladium(NYMEX) |
Sep07 |
070824 |
325.75 |
331.80 |
321.00 |
331.80 |
+3.95 |
2,173 |
5,960 |
-976 |
Dec07 |
070824 |
330.50 |
337.00 |
326.00 |
336.50 |
+3.95 |
2,324 |
8,480 |
+599 |
Mar08 |
070824 |
341.25 |
341.25 |
341.25 |
341.25 |
+3.95 |
7 |
676 |
+4 |
Total Volume and Open Interest |
4,504 |
17,092 |
-373 |
Copper(CMX) |
Sep07 |
070824 |
326.85 |
337.60 |
321.30 |
333.75 |
+7.45 |
6,517 |
14,202 |
-963 |
Dec07 |
070824 |
328.25 |
339.00 |
322.80 |
335.00 |
+7.35 |
5,476 |
46,195 |
+1,318 |
Mar08 |
070824 |
323.20 |
332.30 |
320.50 |
332.30 |
+7.40 |
101 |
5,922 |
-30 |
May08 |
070824 |
317.45 |
330.40 |
317.25 |
329.30 |
+7.40 |
82 |
996 |
-18 |
Jul08 |
070824 |
326.00 |
326.00 |
326.00 |
326.00 |
+7.40 |
0 |
513 |
+0 |
Total Volume and Open Interest |
13,074 |
76,345 |
+357 |
DJIA Index(CBOT) |
Sep07 |
070824 |
13250 |
13420 |
13217 |
13407 |
+146 |
6,113 |
37,216 |
-161 |
Dec07 |
070824 |
13347 |
13493 |
13335 |
13493 |
+149 |
64 |
381 |
-3 |
Mar08 |
070824 |
13591 |
13591 |
13591 |
13591 |
+146 |
0 |
1 |
+0 |
Jun08 |
070824 |
13685 |
13685 |
13685 |
13685 |
+146 |
|
|
|
Total Volume and Open Interest |
6,192 |
37,598 |
-164 |
E-mini DJIA Index(CBOT) |
Sep07 |
070824 |
13248 |
13418 |
13216 |
13407 |
+146 |
131,125 |
95,148 |
-1,251 |
Dec07 |
070824 |
13320 |
13507 |
13320 |
13493 |
+149 |
192 |
322 |
+57 |
Mar08 |
070824 |
13591 |
13591 |
13591 |
13591 |
+146 |
|
|
|
Jun08 |
070824 |
13685 |
13685 |
13685 |
13685 |
+146 |
|
|
|
Total Volume and Open Interest |
131,317 |
95,470 |
-1,194 |
S & P 500(CME) |
Sep07 |
070824 |
1466.60 |
1483.90 |
1460.00 |
1483.60 |
+17.20 |
54,203 |
539,912 |
-40 |
Dec07 |
070824 |
1481.50 |
1496.00 |
1476.30 |
1495.90 |
+17.60 |
10,868 |
108,360 |
+4,940 |
Mar08 |
070824 |
1506.90 |
1506.90 |
1487.30 |
1506.90 |
+17.60 |
153 |
7,329 |
+203 |
Jun08 |
070824 |
1517.90 |
1517.90 |
1498.30 |
1517.90 |
+17.60 |
0 |
203 |
+0 |
Total Volume and Open Interest |
65,874 |
657,601 |
+5,708 |
S & P 500 E-Mini(Globex) |
Sep07 |
070824 |
1466.50 |
1484.00 |
1460.00 |
1483.50 |
+17.00 |
1,638,692 |
1,975,569 |
-21,796 |
Dec07 |
070824 |
1477.25 |
1496.00 |
1472.25 |
1496.00 |
+17.75 |
24,146 |
81,188 |
+4,859 |
Total Volume and Open Interest |
1,662,838 |
2,056,758 |
-16,937 |
NASDAQ 100(CME) |
Sep07 |
070824 |
1939.00 |
1970.00 |
1930.00 |
1969.50 |
+30.00 |
3,974 |
66,674 |
-824 |
Dec07 |
070824 |
1960.00 |
1992.00 |
1960.00 |
1992.00 |
+31.00 |
0 |
102 |
+0 |
Mar08 |
070824 |
2014.80 |
2014.80 |
2010.80 |
2014.80 |
+31.00 |
|
|
|
Total Volume and Open Interest |
3,974 |
66,776 |
-824 |
NASDAQ 100 E-Mini(Globex) |
Sep07 |
070824 |
1939.30 |
1970.00 |
1930.00 |
1969.50 |
+30.00 |
323,828 |
411,438 |
-3,425 |
Dec07 |
070824 |
1964.30 |
1992.00 |
1953.80 |
1992.00 |
+31.00 |
264 |
769 |
+64 |
Total Volume and Open Interest |
324,092 |
412,207 |
-3,361 |
S & P Midcap 400(CME) |
Sep07 |
070824 |
852.75 |
869.25 |
852.75 |
868.90 |
+14.40 |
499 |
7,012 |
+286 |
Dec07 |
070824 |
876.90 |
877.15 |
876.90 |
876.90 |
+13.75 |
|
|
|
Mar08 |
070824 |
886.60 |
886.85 |
886.60 |
886.60 |
+13.75 |
|
|
|
Total Volume and Open Interest |
499 |
7,012 |
+286 |
Russell 2000 E-Mini(Globex) |
Sep07 |
070824 |
790.20 |
801.90 |
787.90 |
801.70 |
+10.70 |
236,727 |
588,551 |
+2,899 |
Dec07 |
070824 |
796.30 |
807.60 |
794.30 |
807.60 |
+10.60 |
423 |
1,351 |
+202 |
Mar08 |
070824 |
813.60 |
813.60 |
813.60 |
813.60 |
+10.60 |
|
|
|
Total Volume and Open Interest |
237,150 |
589,902 |
+3,101 |
Nikkei 225(CME) |
Sep07 |
070824 |
16295 |
16495 |
16260 |
16495 |
+130 |
15,339 |
59,808 |
-860 |
Dec07 |
070824 |
16485 |
16485 |
16470 |
16485 |
+130 |
9 |
23 |
+5 |
Total Volume and Open Interest |
15,348 |
59,832 |
-855 |
Nikkei 225(SGX) |
Sep07 |
070824 |
16365 |
16430 |
16185 |
16200 |
-215 |
93,199 |
261,184 |
-1,810 |
Dec07 |
070824 |
16300 |
16385 |
16160 |
16210 |
-65 |
243 |
1,519 |
+71 |
Mar08 |
070824 |
16230 |
16230 |
16230 |
16230 |
-70 |
|
|
|
Total Volume and Open Interest |
93,442 |
262,744 |
-1,739 |
CAC 40(EURONEXT) |
Sep07 |
070824 |
5528.0 |
5595.0 |
5510.0 |
5584.0 |
+46.5 |
125,676 |
468,485 |
-60,806 |
Oct07 |
070824 |
5535.0 |
5602.0 |
5535.0 |
5602.0 |
+46.5 |
136 |
412 |
+83 |
Nov07 |
070824 |
5579.0 |
5619.0 |
5579.0 |
5619.0 |
+46.5 |
25 |
33 |
+17 |
Total Volume and Open Interest |
126,386 |
472,176 |
-60,195 |
Hang Seng Index(HKFE) |
Aug07 |
070824 |
22753 |
22939 |
22656 |
22904 |
-28 |
79,475 |
119,905 |
+98 |
Sep07 |
070824 |
22722 |
22910 |
22635 |
22865 |
-46 |
5,567 |
17,126 |
+1,007 |
Total Volume and Open Interest |
85,276 |
137,915 |
+1,231 |
DAX(EUREX) |
Sep07 |
070824 |
7515.5 |
7591.5 |
7483.5 |
7526.0 |
-24.0 |
155,773 |
282,264 |
+641 |
Dec07 |
070824 |
7602.0 |
7669.0 |
7580.5 |
7611.5 |
-24.5 |
1,207 |
19,159 |
+861 |
Mar08 |
070824 |
7654.0 |
7740.0 |
7654.0 |
7696.0 |
-24.0 |
197 |
1,987 |
+36 |
Total Volume and Open Interest |
157,177 |
303,410 |
+1,538 |
FT-SE 100(EURONEXT) |
Sep07 |
070824 |
6217.00 |
6265.00 |
6202.50 |
6239.50 |
+3.50 |
96,620 |
516,462 |
+8,955 |
Dec07 |
070824 |
6271.50 |
6304.00 |
6271.50 |
6301.50 |
+4.50 |
161 |
12,346 |
-11 |
Mar08 |
070824 |
6283.50 |
6334.50 |
6283.00 |
6318.50 |
+5.50 |
32 |
685 |
+0 |
Total Volume and Open Interest |
96,813 |
529,494 |
+8,944 |
SPI 200(SFE) |
Sep07 |
070824 |
6176.0 |
6206.0 |
6071.0 |
6093.0 |
-92.0 |
33,414 |
479,106 |
+14,160 |
Dec07 |
070824 |
6222.0 |
6234.0 |
6120.0 |
6133.0 |
-91.0 |
159 |
4,962 |
+84 |
Mar08 |
070824 |
6142.0 |
6142.0 |
6142.0 |
6142.0 |
-91.0 |
1 |
1,179 |
-1 |
Total Volume and Open Interest |
33,598 |
486,841 |
+14,266 |
GSCI(CME) |
Sep07 |
070824 |
483.50 |
486.70 |
479.00 |
486.00 |
+5.50 |
165 |
19,779 |
+78 |
Oct07 |
070824 |
490.00 |
490.50 |
484.50 |
490.00 |
+5.00 |
|
|
|
Nov07 |
070824 |
494.00 |
495.50 |
488.50 |
494.00 |
+5.00 |
|
|
|
Total Volume and Open Interest |
165 |
19,779 |
+78 |
Reuters CCI(ICE) |
Nov07 |
070824 |
412.00 |
414.50 |
411.75 |
414.50 |
+2.50 |
6 |
881 |
-1 |
Jan08 |
070824 |
415.00 |
416.50 |
413.20 |
416.50 |
+2.75 |
11 |
418 |
+3 |
Feb08 |
070824 |
413.00 |
416.50 |
413.00 |
416.50 |
+3.00 |
9 |
249 |
+3 |
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. |
|
|