|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed August 29, 2007 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep07 |
070829 |
853.00 |
862.00 |
848.75 |
858.50 |
+3.25 |
13,660 |
17,561 |
-3,666 |
Nov07 |
070829 |
870.00 |
877.75 |
865.25 |
874.25 |
+2.00 |
70,179 |
281,799 |
-3,907 |
Jan08 |
070829 |
885.00 |
892.50 |
880.50 |
889.50 |
+1.50 |
4,774 |
42,628 |
+656 |
Mar08 |
070829 |
894.50 |
903.00 |
892.25 |
900.00 |
+2.50 |
2,535 |
25,985 |
+458 |
May08 |
070829 |
901.00 |
909.00 |
900.00 |
907.00 |
+2.00 |
1,789 |
24,620 |
+21 |
Jul08 |
070829 |
909.50 |
919.00 |
909.50 |
915.00 |
+0.25 |
3,074 |
35,560 |
+82 |
Aug08 |
070829 |
910.00 |
910.00 |
910.00 |
910.00 |
+1.00 |
2 |
543 |
+0 |
Sep08 |
070829 |
902.00 |
902.00 |
898.00 |
898.00 |
-2.00 |
15 |
266 |
+7 |
Nov08 |
070829 |
886.00 |
893.00 |
868.00 |
886.50 |
-2.50 |
4,803 |
54,000 |
+199 |
Jan09 |
070829 |
886.00 |
892.00 |
886.00 |
889.00 |
-3.00 |
2 |
389 |
+2 |
Jul09 |
070829 |
900.00 |
901.00 |
900.00 |
900.00 |
+1.00 |
0 |
240 |
+0 |
Total Volume and Open Interest |
100,950 |
489,683 |
-6,103 |
Soybean Meal(CBOT) |
Sep07 |
070829 |
234.90 |
236.30 |
233.50 |
235.00 |
+0.20 |
11,347 |
15,695 |
-2,249 |
Oct07 |
070829 |
237.00 |
238.50 |
235.70 |
237.50 |
unch |
7,297 |
24,942 |
+1,176 |
Dec07 |
070829 |
241.80 |
243.30 |
240.30 |
242.50 |
+0.50 |
16,660 |
83,708 |
+606 |
Jan08 |
070829 |
243.50 |
245.50 |
243.30 |
245.00 |
+0.30 |
951 |
14,443 |
-112 |
Mar08 |
070829 |
247.00 |
248.60 |
246.30 |
247.90 |
+0.10 |
1,751 |
15,748 |
+448 |
May08 |
070829 |
248.00 |
249.80 |
248.00 |
248.50 |
-1.30 |
555 |
17,403 |
-26 |
Jul08 |
070829 |
252.00 |
252.70 |
250.60 |
252.00 |
-0.30 |
422 |
12,708 |
-71 |
Aug08 |
070829 |
249.50 |
251.50 |
249.50 |
250.00 |
-0.70 |
42 |
3,129 |
-22 |
Sep08 |
070829 |
248.50 |
250.00 |
248.00 |
249.00 |
-1.00 |
130 |
3,401 |
+83 |
Oct08 |
070829 |
244.00 |
244.00 |
244.00 |
244.00 |
+1.50 |
0 |
1,559 |
+0 |
Total Volume and Open Interest |
39,997 |
199,516 |
-84 |
Soybean Oil(CBOT) |
Sep07 |
070829 |
36.28 |
36.52 |
35.70 |
36.26 |
+0.21 |
15,675 |
19,071 |
-5,409 |
Oct07 |
070829 |
36.10 |
36.78 |
35.95 |
36.48 |
+0.18 |
5,486 |
31,077 |
+2,502 |
Dec07 |
070829 |
36.80 |
37.28 |
36.41 |
36.99 |
+0.17 |
16,958 |
148,987 |
-436 |
Jan08 |
070829 |
36.90 |
37.60 |
36.90 |
37.35 |
+0.20 |
2,508 |
20,261 |
-305 |
Mar08 |
070829 |
37.40 |
37.95 |
37.40 |
37.67 |
+0.17 |
614 |
13,705 |
+236 |
May08 |
070829 |
37.45 |
38.12 |
37.45 |
37.90 |
+0.14 |
369 |
10,236 |
-32 |
Jul08 |
070829 |
37.90 |
38.35 |
37.90 |
38.12 |
+0.13 |
474 |
11,570 |
+3 |
Aug08 |
070829 |
38.15 |
38.15 |
38.10 |
38.12 |
+0.12 |
32 |
848 |
+8 |
Sep08 |
070829 |
38.12 |
38.12 |
38.12 |
38.12 |
+0.12 |
36 |
424 |
+27 |
Oct08 |
070829 |
38.15 |
38.15 |
38.15 |
38.15 |
+0.15 |
31 |
499 |
+27 |
Total Volume and Open Interest |
42,683 |
268,396 |
-3,254 |
Canola(WCE) |
Corn(CBOT) |
Sep07 |
070829 |
326.25 |
329.50 |
321.75 |
322.75 |
-4.50 |
47,641 |
49,487 |
-14,466 |
Dec07 |
070829 |
343.75 |
346.75 |
339.00 |
340.25 |
-4.50 |
109,525 |
625,249 |
+2,559 |
Mar08 |
070829 |
360.00 |
363.00 |
355.25 |
357.00 |
-4.50 |
21,320 |
128,929 |
+2,262 |
May08 |
070829 |
368.50 |
371.75 |
365.25 |
366.00 |
-5.00 |
1,568 |
33,966 |
+51 |
Jul08 |
070829 |
378.00 |
381.00 |
374.50 |
375.25 |
-4.50 |
8,532 |
79,182 |
+1,985 |
Sep08 |
070829 |
384.50 |
385.00 |
376.75 |
380.50 |
-4.00 |
208 |
11,551 |
+56 |
Dec08 |
070829 |
392.00 |
393.50 |
389.00 |
390.50 |
-1.75 |
8,209 |
131,036 |
-50 |
Mar09 |
070829 |
400.00 |
400.50 |
397.50 |
399.00 |
-1.50 |
73 |
4,616 |
+31 |
Jul09 |
070829 |
405.00 |
409.00 |
403.00 |
404.50 |
-1.00 |
63 |
1,204 |
+51 |
Total Volume and Open Interest |
197,687 |
1,096,189 |
-7,416 |
Wheat(CBOT) |
Sep07 |
070829 |
720.75 |
744.00 |
714.00 |
742.00 |
+21.50 |
23,149 |
17,868 |
-8,703 |
Dec07 |
070829 |
736.75 |
760.50 |
731.50 |
758.50 |
+20.25 |
47,681 |
251,543 |
+1,482 |
Mar08 |
070829 |
738.00 |
758.75 |
732.50 |
756.00 |
+17.00 |
6,947 |
30,278 |
+1,047 |
May08 |
070829 |
681.50 |
697.00 |
681.50 |
694.00 |
+11.00 |
183 |
5,427 |
-9 |
Jul08 |
070829 |
590.25 |
600.00 |
585.25 |
599.50 |
+7.50 |
4,358 |
50,836 |
+386 |
Sep08 |
070829 |
598.00 |
600.50 |
596.00 |
600.50 |
+8.50 |
34 |
1,766 |
+12 |
Total Volume and Open Interest |
84,627 |
379,096 |
-5,654 |
Wheat(KCBT) |
Sep07 |
070829 |
680.50 |
697.00 |
677.75 |
695.25 |
+14.75 |
9,996 |
13,583 |
-4,192 |
Dec07 |
070829 |
697.00 |
715.00 |
694.00 |
712.50 |
+14.25 |
12,948 |
117,954 |
+3,495 |
Mar08 |
070829 |
700.00 |
710.00 |
698.00 |
709.00 |
+10.50 |
762 |
9,429 |
+324 |
May08 |
070829 |
670.00 |
671.00 |
670.00 |
670.00 |
+7.00 |
14 |
145 |
+12 |
Jul08 |
070829 |
581.00 |
588.00 |
581.00 |
587.00 |
+5.25 |
493 |
11,970 |
+256 |
Sep08 |
070829 |
582.00 |
589.00 |
582.00 |
588.00 |
+6.00 |
81 |
458 |
+29 |
Total Volume and Open Interest |
24,322 |
155,159 |
-51 |
Wheat(MGE) |
Sep07 |
070829 |
662.75 |
668.25 |
657.25 |
667.00 |
+4.50 |
5,527 |
4,327 |
-1,340 |
Dec07 |
070829 |
678.00 |
689.00 |
676.00 |
687.25 |
+8.25 |
7,934 |
42,699 |
+1,074 |
Mar08 |
070829 |
690.00 |
695.50 |
684.00 |
695.25 |
+11.25 |
450 |
4,974 |
+102 |
May08 |
070829 |
680.00 |
688.00 |
680.00 |
686.00 |
+8.50 |
83 |
355 |
+5 |
Jul08 |
070829 |
633.00 |
639.00 |
629.00 |
639.00 |
+5.00 |
22 |
412 |
+0 |
Total Volume and Open Interest |
14,045 |
55,225 |
-147 |
Oats(CBOT) |
Sep07 |
070829 |
238.00 |
240.50 |
235.00 |
239.00 |
-1.00 |
73 |
268 |
-79 |
Dec07 |
070829 |
252.00 |
254.50 |
247.50 |
252.25 |
unch |
1,315 |
11,576 |
-4 |
Mar08 |
070829 |
262.00 |
272.00 |
258.75 |
263.75 |
+0.50 |
73 |
1,546 |
+34 |
May08 |
070829 |
269.50 |
269.50 |
269.50 |
269.50 |
-0.25 |
0 |
132 |
+0 |
Total Volume and Open Interest |
1,461 |
13,543 |
-49 |
Rough Rice(CBOT) |
Sep07 |
070829 |
10.43 |
10.43 |
10.31 |
10.31 |
-0.18 |
413 |
1,111 |
-111 |
Nov07 |
070829 |
10.77 |
10.77 |
10.60 |
10.60 |
-0.15 |
486 |
10,651 |
+193 |
Jan08 |
070829 |
11.01 |
11.01 |
10.92 |
10.92 |
-0.15 |
7 |
1,463 |
+2 |
Mar08 |
070829 |
11.36 |
11.36 |
11.23 |
11.24 |
-0.12 |
0 |
817 |
+0 |
Total Volume and Open Interest |
912 |
14,331 |
+84 |
Live Cattle(CME) |
Aug07 |
070829 |
94.635 |
94.730 |
94.230 |
94.650 |
+0.250 |
1,102 |
1,611 |
-617 |
Oct07 |
070829 |
97.400 |
98.500 |
97.400 |
98.050 |
+0.450 |
11,112 |
121,323 |
-1,834 |
Dec07 |
070829 |
100.225 |
101.000 |
100.225 |
100.900 |
+0.300 |
4,766 |
57,083 |
+218 |
Feb08 |
070829 |
100.900 |
101.000 |
100.300 |
100.885 |
+0.235 |
3,222 |
28,265 |
+111 |
Apr08 |
070829 |
100.300 |
100.900 |
100.300 |
100.885 |
+0.385 |
1,242 |
14,050 |
+340 |
Jun08 |
070829 |
95.800 |
96.000 |
95.750 |
95.980 |
+0.095 |
272 |
5,093 |
+133 |
Total Volume and Open Interest |
21,728 |
228,259 |
-1,647 |
Feeder Cattle(CME) |
Aug07 |
070829 |
118.025 |
118.150 |
117.900 |
118.050 |
+0.050 |
683 |
2,212 |
-350 |
Sep07 |
070829 |
118.900 |
119.000 |
118.600 |
118.700 |
+0.250 |
630 |
5,507 |
+30 |
Oct07 |
070829 |
118.950 |
119.350 |
118.750 |
118.980 |
+0.130 |
1,892 |
12,575 |
+265 |
Nov07 |
070829 |
118.975 |
119.300 |
118.800 |
119.230 |
+0.250 |
587 |
4,718 |
+227 |
Jan08 |
070829 |
116.400 |
116.500 |
116.000 |
116.480 |
+0.280 |
182 |
2,976 |
+72 |
Mar08 |
070829 |
113.150 |
113.450 |
113.150 |
113.400 |
+0.100 |
25 |
579 |
+23 |
Apr08 |
070829 |
113.750 |
114.000 |
113.750 |
114.000 |
+0.150 |
6 |
232 |
+2 |
Total Volume and Open Interest |
4,025 |
29,356 |
+278 |
Lean Hogs(CME) |
Oct07 |
070829 |
68.100 |
68.475 |
67.400 |
67.750 |
-0.150 |
10,679 |
72,816 |
-361 |
Dec07 |
070829 |
68.350 |
69.000 |
67.700 |
68.750 |
+0.725 |
9,757 |
53,715 |
+539 |
Feb08 |
070829 |
69.700 |
70.300 |
69.300 |
70.100 |
+0.350 |
1,988 |
20,108 |
+77 |
Apr08 |
070829 |
69.750 |
70.600 |
69.550 |
70.475 |
+0.650 |
610 |
15,697 |
-82 |
May08 |
070829 |
73.000 |
73.800 |
73.000 |
73.750 |
+0.450 |
46 |
1,482 |
+6 |
Jun08 |
070829 |
75.950 |
76.400 |
75.700 |
76.050 |
+0.100 |
105 |
9,306 |
+65 |
Jul08 |
070829 |
74.650 |
74.800 |
74.400 |
74.600 |
-0.100 |
22 |
2,229 |
+14 |
Aug08 |
070829 |
71.750 |
71.950 |
71.750 |
71.950 |
+0.250 |
14 |
535 |
+9 |
Total Volume and Open Interest |
28,325 |
175,910 |
+267 |
Class III Milk(CME) |
Aug07 |
070829 |
19.85 |
19.85 |
19.85 |
19.85 |
+0.02 |
64 |
4,607 |
-92 |
Sep07 |
070829 |
19.95 |
20.29 |
19.95 |
20.25 |
+0.30 |
287 |
4,805 |
+26 |
Oct07 |
070829 |
19.26 |
19.95 |
19.26 |
19.85 |
+0.52 |
586 |
4,262 |
+60 |
Nov07 |
070829 |
18.13 |
18.72 |
18.13 |
18.63 |
+0.50 |
381 |
3,480 |
+11 |
Dec07 |
070829 |
17.41 |
18.00 |
17.41 |
17.72 |
+0.31 |
229 |
3,500 |
+8 |
Total Volume and Open Interest |
1,931 |
36,344 |
-19 |
Cocoa(ICE) |
Sep07 |
070829 |
1816 |
1850 |
1809 |
1825 |
+13 |
22 |
432 |
-7 |
Dec07 |
070829 |
1774 |
1823 |
1774 |
1806 |
+36 |
9,277 |
68,361 |
-345 |
Mar08 |
070829 |
1815 |
1837 |
1815 |
1826 |
+35 |
1,145 |
28,672 |
+108 |
May08 |
070829 |
1844 |
1850 |
1835 |
1841 |
+36 |
152 |
6,757 |
-9 |
Jul08 |
070829 |
1855 |
1856 |
1849 |
1856 |
+36 |
215 |
3,514 |
+90 |
Sep08 |
070829 |
1872 |
1872 |
1872 |
1872 |
+36 |
13 |
3,924 |
+1 |
Dec08 |
070829 |
1894 |
1896 |
1894 |
1896 |
+35 |
66 |
12,278 |
-17 |
Total Volume and Open Interest |
10,890 |
124,530 |
-179 |
Coffee "C"(ICE) |
Sep07 |
070829 |
113.90 |
114.25 |
112.50 |
112.65 |
-1.00 |
426 |
523 |
-238 |
Dec07 |
070829 |
117.50 |
118.10 |
115.60 |
116.10 |
-1.45 |
14,516 |
100,531 |
+516 |
Mar08 |
070829 |
120.95 |
121.75 |
119.55 |
119.90 |
-1.45 |
2,294 |
22,037 |
-304 |
May08 |
070829 |
122.50 |
124.00 |
121.90 |
122.05 |
-1.35 |
836 |
6,282 |
+249 |
Jul08 |
070829 |
124.55 |
124.55 |
123.75 |
124.00 |
-1.35 |
77 |
3,374 |
+0 |
Sep08 |
070829 |
127.10 |
127.10 |
125.50 |
125.80 |
-1.30 |
328 |
9,381 |
-2 |
Total Volume and Open Interest |
19,573 |
153,817 |
+397 |
Orange Juice(ICE) |
Sep07 |
070829 |
126.50 |
128.95 |
125.10 |
128.95 |
+2.45 |
1,102 |
1,297 |
-555 |
Nov07 |
070829 |
122.25 |
123.00 |
120.25 |
121.95 |
+0.45 |
2,042 |
15,856 |
+522 |
Jan08 |
070829 |
121.50 |
122.90 |
121.40 |
122.90 |
+0.40 |
566 |
4,232 |
-253 |
Mar08 |
070829 |
123.00 |
123.85 |
123.00 |
123.85 |
+0.60 |
114 |
3,328 |
+8 |
May08 |
070829 |
124.80 |
124.80 |
124.80 |
124.80 |
+0.80 |
0 |
558 |
+0 |
Jul08 |
070829 |
125.75 |
125.75 |
125.75 |
125.75 |
+1.00 |
0 |
136 |
+0 |
Total Volume and Open Interest |
3,824 |
26,385 |
-278 |
Sugar #11(ICE) |
Oct07 |
070829 |
9.44 |
9.46 |
9.30 |
9.42 |
-0.03 |
27,876 |
312,376 |
-692 |
Mar08 |
070829 |
9.73 |
9.73 |
9.58 |
9.68 |
-0.05 |
9,385 |
166,868 |
+1,780 |
May08 |
070829 |
9.75 |
9.75 |
9.63 |
9.72 |
-0.07 |
2,170 |
42,656 |
-85 |
Jul08 |
070829 |
9.85 |
9.85 |
9.72 |
9.82 |
-0.09 |
1,648 |
38,078 |
-45 |
Oct08 |
070829 |
10.12 |
10.12 |
10.00 |
10.10 |
-0.08 |
2,300 |
40,796 |
-506 |
Total Volume and Open Interest |
46,476 |
652,372 |
+414 |
London Cocoa(LCE) |
Sep07 |
070829 |
923 |
940 |
923 |
931 |
+16 |
1,075 |
46,767 |
-748 |
Dec07 |
070829 |
950 |
958 |
946 |
949 |
+11 |
3,829 |
60,508 |
-223 |
Mar08 |
070829 |
970 |
974 |
964 |
966 |
+10 |
2,092 |
36,995 |
-118 |
May08 |
070829 |
976 |
986 |
975 |
977 |
+10 |
1,108 |
15,639 |
+177 |
Jul08 |
070829 |
992 |
992 |
989 |
989 |
+11 |
325 |
13,935 |
+46 |
Sep08 |
070829 |
1003 |
1003 |
999 |
999 |
+9 |
12 |
10,324 |
+6 |
Dec08 |
070829 |
1010 |
1010 |
1008 |
1008 |
+9 |
0 |
5,008 |
-112 |
Total Volume and Open Interest |
8,441 |
189,288 |
-972 |
London Sugar(LCE) |
Oct07 |
070829 |
279.80 |
279.80 |
275.50 |
279.00 |
-0.50 |
1,476 |
37,418 |
-636 |
Dec07 |
070829 |
281.20 |
282.40 |
277.60 |
281.90 |
-0.60 |
506 |
8,849 |
-48 |
Mar08 |
070829 |
289.40 |
290.90 |
287.00 |
290.90 |
-0.10 |
457 |
16,173 |
+169 |
May08 |
070829 |
290.10 |
293.30 |
290.10 |
293.30 |
-0.50 |
263 |
5,950 |
+16 |
Aug08 |
070829 |
295.00 |
295.00 |
292.50 |
294.40 |
-0.90 |
12 |
4,981 |
+0 |
Total Volume and Open Interest |
2,726 |
79,203 |
-491 |
Cotton(ICE) |
Oct07 |
070829 |
55.38 |
56.15 |
55.38 |
55.58 |
+0.06 |
261 |
4,896 |
-38 |
Dec07 |
070829 |
57.48 |
58.10 |
57.38 |
57.42 |
-0.06 |
15,327 |
124,400 |
-634 |
Mar08 |
070829 |
60.84 |
61.25 |
60.60 |
60.70 |
-0.09 |
2,428 |
43,935 |
+197 |
May08 |
070829 |
61.90 |
61.90 |
61.80 |
61.80 |
-0.05 |
110 |
3,971 |
-193 |
Jul08 |
070829 |
63.00 |
63.00 |
62.90 |
62.90 |
-0.10 |
117 |
4,971 |
+86 |
Oct08 |
070829 |
64.25 |
64.25 |
64.25 |
64.25 |
-0.15 |
0 |
236 |
+0 |
Total Volume and Open Interest |
18,985 |
198,641 |
-508 |
Lumber(CME) |
Sep07 |
070829 |
258.8 |
260.8 |
256.7 |
259.9 |
+2.1 |
1,231 |
1,755 |
-320 |
Nov07 |
070829 |
259.3 |
260.0 |
256.2 |
260.0 |
+2.7 |
1,400 |
4,644 |
+357 |
Jan08 |
070829 |
275.7 |
280.0 |
270.2 |
278.4 |
+4.4 |
25 |
332 |
+0 |
Mar08 |
070829 |
283.1 |
284.5 |
281.0 |
283.6 |
+2.8 |
1 |
67 |
+1 |
Total Volume and Open Interest |
2,658 |
6,830 |
+39 |
Crude Oil(NYM) |
Oct07 |
070829 |
71.58 |
73.64 |
71.41 |
73.51 |
+1.78 |
181,538 |
322,074 |
-2,735 |
Nov07 |
070829 |
71.10 |
72.90 |
70.82 |
72.78 |
+1.64 |
58,585 |
137,094 |
+5,425 |
Dec07 |
070829 |
70.50 |
72.14 |
70.25 |
72.00 |
+1.45 |
39,628 |
184,694 |
-470 |
Jan08 |
070829 |
70.08 |
71.60 |
69.97 |
71.43 |
+1.26 |
7,343 |
62,647 |
+353 |
Feb08 |
070829 |
69.76 |
71.08 |
69.62 |
71.00 |
+1.13 |
2,209 |
30,055 |
-237 |
Mar08 |
070829 |
69.50 |
70.70 |
69.50 |
70.69 |
+1.02 |
4,087 |
35,666 |
+1,043 |
Apr08 |
070829 |
70.30 |
70.50 |
70.30 |
70.48 |
+0.95 |
401 |
39,090 |
-85 |
May08 |
070829 |
70.00 |
70.33 |
69.97 |
70.33 |
+0.91 |
3,424 |
44,119 |
+187 |
Jun08 |
070829 |
69.50 |
70.19 |
69.50 |
70.19 |
+0.87 |
6,647 |
51,172 |
+1,271 |
Jul08 |
070829 |
70.06 |
70.06 |
70.06 |
70.06 |
+0.83 |
195 |
16,298 |
+90 |
Aug08 |
070829 |
69.94 |
69.94 |
69.94 |
69.94 |
+0.79 |
150 |
13,344 |
+75 |
Sep08 |
070829 |
69.83 |
69.83 |
69.83 |
69.83 |
+0.75 |
298 |
44,875 |
+202 |
Oct08 |
070829 |
69.74 |
69.74 |
69.74 |
69.74 |
+0.72 |
5,200 |
19,964 |
-349 |
Nov08 |
070829 |
69.65 |
69.65 |
69.65 |
69.65 |
+0.69 |
5,200 |
16,826 |
+2,377 |
Dec08 |
070829 |
68.92 |
69.60 |
68.91 |
69.56 |
+0.65 |
7,773 |
157,253 |
-458 |
Jan09 |
070829 |
69.47 |
69.47 |
69.47 |
69.47 |
+0.62 |
463 |
21,055 |
+30 |
Total Volume and Open Interest |
327,216 |
1,432,723 |
+7,481 |
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 |
070829 |
71.575 |
73.650 |
71.400 |
73.500 |
+1.775 |
|
|
|
Nov07 |
070829 |
70.875 |
72.850 |
70.875 |
72.775 |
+1.625 |
|
|
|
Dec07 |
070829 |
70.625 |
72.000 |
70.250 |
72.000 |
+1.450 |
|
|
|
Jan08 |
070829 |
71.425 |
71.425 |
71.425 |
71.425 |
+1.250 |
|
|
|
Feb08 |
070829 |
71.000 |
71.000 |
71.000 |
71.000 |
+1.125 |
|
|
|
Mar08 |
070829 |
70.700 |
70.700 |
70.700 |
70.700 |
+1.025 |
|
|
|
Apr08 |
070829 |
70.475 |
70.475 |
70.475 |
70.475 |
+0.950 |
|
|
|
May08 |
070829 |
70.325 |
70.325 |
70.325 |
70.325 |
+0.900 |
|
|
|
Total Volume and Open Interest |
10,367 |
4,186 |
-630 |
Heating Oil(NYM) |
Sep07 |
070829 |
199.45 |
204.68 |
199.25 |
204.19 |
+4.56 |
17,947 |
15,970 |
-7,211 |
Oct07 |
070829 |
201.25 |
206.47 |
201.25 |
206.05 |
+4.47 |
27,836 |
64,957 |
+4,701 |
Nov07 |
070829 |
203.00 |
207.90 |
203.00 |
207.65 |
+4.32 |
5,425 |
36,394 |
+1,006 |
Dec07 |
070829 |
204.65 |
208.84 |
204.57 |
208.75 |
+3.92 |
3,566 |
36,463 |
+497 |
Jan08 |
070829 |
206.31 |
209.50 |
206.08 |
209.40 |
+3.52 |
787 |
19,355 |
+221 |
Feb08 |
070829 |
205.51 |
208.65 |
205.42 |
208.65 |
+3.12 |
575 |
13,231 |
+116 |
Mar08 |
070829 |
204.15 |
206.68 |
204.15 |
206.65 |
+2.97 |
665 |
5,426 |
-265 |
Apr08 |
070829 |
202.27 |
202.67 |
201.99 |
202.55 |
+2.77 |
578 |
6,336 |
-34 |
May08 |
070829 |
198.25 |
198.60 |
198.25 |
198.60 |
+2.62 |
19 |
2,663 |
+3 |
Jun08 |
070829 |
194.65 |
196.00 |
194.55 |
195.85 |
+2.57 |
265 |
12,247 |
-57 |
Jul08 |
070829 |
195.25 |
195.65 |
195.25 |
195.65 |
+2.42 |
145 |
706 |
+63 |
Aug08 |
070829 |
197.05 |
197.05 |
197.05 |
197.05 |
+2.37 |
0 |
324 |
+0 |
Total Volume and Open Interest |
57,808 |
218,000 |
-960 |
Gasoline(NYMEX) |
Sep07 |
070829 |
201.70 |
210.57 |
201.70 |
210.08 |
+8.54 |
34,003 |
24,117 |
-6,492 |
Oct07 |
070829 |
191.78 |
198.00 |
191.55 |
197.37 |
+5.83 |
40,369 |
56,652 |
+1,402 |
Nov07 |
070829 |
188.45 |
193.55 |
188.45 |
193.42 |
+5.08 |
8,937 |
32,853 |
+307 |
Dec07 |
070829 |
186.80 |
191.08 |
186.80 |
191.07 |
+4.63 |
5,738 |
21,241 |
+545 |
Jan08 |
070829 |
188.48 |
191.72 |
188.30 |
191.72 |
+4.38 |
1,732 |
11,362 |
+433 |
Feb08 |
070829 |
190.54 |
193.42 |
190.54 |
193.42 |
+4.18 |
1,002 |
6,007 |
+222 |
Mar08 |
070829 |
192.75 |
195.32 |
192.75 |
195.32 |
+3.98 |
626 |
7,040 |
+134 |
Apr08 |
070829 |
204.90 |
207.12 |
204.90 |
207.12 |
+3.63 |
436 |
5,834 |
+222 |
May08 |
070829 |
206.87 |
208.42 |
206.87 |
208.42 |
+3.48 |
140 |
2,996 |
+41 |
Jun08 |
070829 |
208.25 |
208.72 |
208.25 |
208.72 |
+3.43 |
30 |
5,352 |
+0 |
Total Volume and Open Interest |
93,065 |
180,320 |
-3,141 |
e-miNY RBOB Gasoline(NYM) |
Sep07 |
070829 |
210.08 |
210.08 |
210.08 |
210.08 |
+8.54 |
2 |
0 |
-2 |
Oct07 |
070829 |
197.37 |
197.37 |
197.37 |
197.37 |
+5.83 |
0 |
1 |
+0 |
Nov07 |
070829 |
193.42 |
193.42 |
193.42 |
193.42 |
+5.08 |
|
|
|
Dec07 |
070829 |
191.07 |
191.07 |
191.07 |
191.07 |
+4.63 |
1 |
2 |
+1 |
Total Volume and Open Interest |
3 |
3 |
-1 |
Natural Gas(NYM) |
Sep07 |
070829 |
5.670 |
5.750 |
5.369 |
5.430 |
-0.163 |
76,715 |
14,595 |
-11,348 |
Oct07 |
070829 |
5.832 |
5.915 |
5.537 |
5.581 |
-0.180 |
47,000 |
107,772 |
+1,416 |
Nov07 |
070829 |
6.820 |
6.863 |
6.517 |
6.561 |
-0.135 |
10,049 |
73,801 |
+1,249 |
Dec07 |
070829 |
7.675 |
7.707 |
7.445 |
7.486 |
-0.095 |
7,020 |
48,184 |
+1,283 |
Jan08 |
070829 |
8.030 |
8.085 |
7.844 |
7.886 |
-0.085 |
8,525 |
46,303 |
+834 |
Feb08 |
070829 |
8.020 |
8.043 |
7.890 |
7.913 |
-0.088 |
1,817 |
35,591 |
-38 |
Mar08 |
070829 |
7.839 |
7.863 |
7.704 |
7.741 |
-0.080 |
2,496 |
47,402 |
+195 |
Apr08 |
070829 |
7.385 |
7.425 |
7.285 |
7.306 |
-0.055 |
2,703 |
38,920 |
-580 |
May08 |
070829 |
7.370 |
7.440 |
7.310 |
7.321 |
-0.047 |
1,577 |
26,976 |
-40 |
Jun08 |
070829 |
7.490 |
7.519 |
7.401 |
7.401 |
-0.042 |
413 |
17,597 |
+93 |
Jul08 |
070829 |
7.550 |
7.610 |
7.490 |
7.491 |
-0.042 |
121 |
10,521 |
+19 |
Aug08 |
070829 |
7.620 |
7.687 |
7.561 |
7.561 |
-0.038 |
119 |
10,430 |
+24 |
Sep08 |
070829 |
7.660 |
7.727 |
7.606 |
7.606 |
-0.037 |
159 |
7,292 |
+14 |
Oct08 |
070829 |
7.780 |
7.842 |
7.731 |
7.731 |
-0.036 |
548 |
28,909 |
-12 |
Nov08 |
070829 |
8.260 |
8.260 |
8.183 |
8.186 |
-0.026 |
156 |
14,483 |
+115 |
Dec08 |
070829 |
8.640 |
8.730 |
8.630 |
8.641 |
-0.016 |
15 |
13,953 |
+0 |
Total Volume and Open Interest |
160,269 |
771,157 |
-6,623 |
Brent Crude Oil(ICE) |
Oct07 |
070829 |
70.55 |
72.28 |
70.23 |
72.13 |
+1.58 |
82,944 |
109,803 |
-8,405 |
Nov07 |
070829 |
70.70 |
72.10 |
70.36 |
71.94 |
+1.27 |
46,369 |
123,339 |
-2,413 |
Dec07 |
070829 |
70.62 |
71.97 |
70.39 |
71.83 |
+1.12 |
31,658 |
107,609 |
-3,270 |
Jan08 |
070829 |
70.36 |
71.75 |
70.36 |
71.62 |
+1.03 |
5,966 |
26,479 |
-1,182 |
Feb08 |
070829 |
70.28 |
71.46 |
70.28 |
71.40 |
+0.97 |
1,004 |
17,483 |
+102 |
Mar08 |
070829 |
70.14 |
71.28 |
70.14 |
71.19 |
+0.92 |
971 |
12,607 |
+67 |
Apr08 |
070829 |
70.10 |
71.01 |
70.10 |
71.01 |
+0.86 |
234 |
9,799 |
+158 |
May08 |
070829 |
70.85 |
70.85 |
70.85 |
70.85 |
+0.82 |
368 |
4,221 |
-21 |
Jun08 |
070829 |
69.90 |
70.69 |
69.80 |
70.69 |
+0.76 |
1,860 |
25,893 |
-297 |
Jul08 |
070829 |
70.58 |
70.58 |
70.58 |
70.58 |
+0.73 |
55 |
5,403 |
+35 |
Aug08 |
070829 |
70.47 |
70.47 |
70.47 |
70.47 |
+0.69 |
70 |
2,999 |
+0 |
Sep08 |
070829 |
69.85 |
70.35 |
69.85 |
70.35 |
+0.64 |
115 |
3,707 |
+62 |
Oct08 |
070829 |
70.23 |
70.23 |
70.23 |
70.23 |
+0.60 |
75 |
4,467 |
-75 |
Nov08 |
070829 |
70.11 |
70.11 |
70.11 |
70.11 |
+0.57 |
0 |
3,417 |
+0 |
Total Volume and Open Interest |
181,007 |
603,052 |
-13,886 |
Gas Oil(ICE) |
Sep07 |
070829 |
625.50 |
639.75 |
623.50 |
635.25 |
+9.00 |
14,736 |
51,864 |
-2,642 |
Oct07 |
070829 |
626.75 |
641.00 |
625.00 |
636.25 |
+8.50 |
11,437 |
67,945 |
+223 |
Nov07 |
070829 |
627.50 |
640.25 |
626.00 |
636.00 |
+7.50 |
2,273 |
31,260 |
-358 |
Dec07 |
070829 |
629.00 |
640.50 |
628.00 |
635.75 |
+6.50 |
957 |
44,391 |
-58 |
Jan08 |
070829 |
632.00 |
642.75 |
632.00 |
638.50 |
+5.25 |
211 |
39,337 |
+109 |
Feb08 |
070829 |
634.00 |
638.50 |
633.25 |
634.75 |
+5.00 |
35 |
10,415 |
+24 |
Mar08 |
070829 |
630.00 |
630.00 |
625.25 |
630.00 |
+4.75 |
32 |
7,547 |
+0 |
Apr08 |
070829 |
624.75 |
624.75 |
620.75 |
624.75 |
+4.00 |
0 |
3,294 |
+0 |
May08 |
070829 |
619.50 |
619.50 |
619.50 |
619.50 |
+3.25 |
0 |
5,429 |
+0 |
Jun08 |
070829 |
612.25 |
618.50 |
611.25 |
615.50 |
+2.75 |
148 |
31,450 |
+142 |
Total Volume and Open Interest |
91,795 |
336,803 |
+11,337 |
Ethanol(CBOT) |
Aug07 |
070803 |
1.905 |
1.905 |
1.905 |
1.905 |
-0.010 |
0 |
63 |
-14 |
Sep07 |
070829 |
1.710 |
1.719 |
1.709 |
1.719 |
+0.037 |
39 |
87 |
-4 |
Oct07 |
070829 |
1.633 |
1.633 |
1.630 |
1.631 |
+0.001 |
1 |
186 |
+1 |
Nov07 |
070829 |
1.650 |
1.670 |
1.630 |
1.657 |
-0.013 |
1 |
76 |
+0 |
Dec07 |
070829 |
1.669 |
1.669 |
1.669 |
1.669 |
-0.001 |
0 |
157 |
+0 |
Jan08 |
070829 |
1.658 |
1.658 |
1.658 |
1.658 |
-0.002 |
0 |
135 |
+1 |
Feb08 |
070829 |
1.640 |
1.640 |
1.640 |
1.640 |
+0.010 |
0 |
115 |
+0 |
Mar08 |
070829 |
1.620 |
1.620 |
1.620 |
1.620 |
-0.010 |
0 |
103 |
+1 |
Total Volume and Open Interest |
92 |
1,330 |
+17 |
WTI Crude Oil(ICE) |
Oct07 |
070829 |
71.49 |
73.63 |
71.42 |
73.51 |
+1.78 |
69,282 |
103,285 |
-622 |
Nov07 |
070829 |
70.87 |
72.89 |
70.82 |
72.78 |
+1.64 |
28,719 |
55,383 |
-3,373 |
Dec07 |
070829 |
70.33 |
72.13 |
70.25 |
72.00 |
+1.45 |
23,925 |
113,893 |
-3,259 |
Jan08 |
070829 |
70.24 |
71.50 |
70.13 |
71.43 |
+1.26 |
4,850 |
28,215 |
-245 |
Feb08 |
070829 |
69.93 |
71.00 |
69.93 |
71.00 |
+1.13 |
873 |
10,363 |
-69 |
Mar08 |
070829 |
69.70 |
70.69 |
69.70 |
70.69 |
+1.02 |
721 |
10,762 |
-101 |
Apr08 |
070829 |
70.48 |
70.48 |
70.48 |
70.48 |
+0.95 |
126 |
6,269 |
-75 |
May08 |
070829 |
70.33 |
70.33 |
70.33 |
70.33 |
+0.91 |
222 |
2,099 |
-48 |
Jun08 |
070829 |
69.40 |
70.20 |
69.40 |
70.19 |
+0.87 |
914 |
29,322 |
-17 |
Jul08 |
070829 |
70.06 |
70.06 |
70.06 |
70.06 |
+0.83 |
0 |
1,701 |
+0 |
Aug08 |
070829 |
69.94 |
69.94 |
69.94 |
69.94 |
+0.79 |
0 |
824 |
+0 |
Sep08 |
070829 |
69.83 |
69.83 |
69.83 |
69.83 |
+0.75 |
0 |
2,970 |
+0 |
Oct08 |
070829 |
69.74 |
69.74 |
69.74 |
69.74 |
+0.72 |
700 |
3,762 |
+700 |
Nov08 |
070829 |
69.65 |
69.65 |
69.65 |
69.65 |
+0.69 |
27 |
1,324 |
+26 |
Dec08 |
070829 |
69.00 |
69.56 |
68.90 |
69.56 |
+0.65 |
7,874 |
83,281 |
-1,040 |
Jan09 |
070829 |
69.47 |
69.47 |
69.47 |
69.47 |
+0.62 |
0 |
1,330 |
+0 |
Total Volume and Open Interest |
143,407 |
564,416 |
-6,180 |
US Dollar Index(ICE) |
Sep07 |
070829 |
80.920 |
80.950 |
80.550 |
80.640 |
-0.080 |
2,047 |
19,509 |
+602 |
Dec07 |
070829 |
80.800 |
80.830 |
80.390 |
80.490 |
-0.080 |
79 |
3,492 |
+42 |
Mar08 |
070829 |
80.480 |
80.480 |
80.350 |
80.350 |
-0.080 |
30 |
652 |
+15 |
Total Volume and Open Interest |
2,156 |
23,662 |
+659 |
Australian Dollar(CME) |
Sep07 |
070829 |
81.36 |
82.32 |
80.47 |
81.53 |
-0.42 |
42,432 |
94,374 |
-1,343 |
Dec07 |
070829 |
80.90 |
82.00 |
80.19 |
81.24 |
-0.42 |
410 |
1,822 |
+45 |
Mar08 |
070829 |
80.89 |
81.56 |
80.66 |
80.89 |
-0.42 |
1 |
152 |
+0 |
Total Volume and Open Interest |
42,843 |
96,642 |
-1,298 |
British Pound(CME) |
Sep07 |
070829 |
199.92 |
201.80 |
199.54 |
201.56 |
+0.90 |
67,534 |
121,435 |
+188 |
Dec07 |
070829 |
199.46 |
201.23 |
199.05 |
201.06 |
+0.90 |
413 |
2,081 |
+1 |
Mar08 |
070829 |
200.40 |
200.54 |
198.60 |
200.40 |
+0.90 |
0 |
31 |
+0 |
Total Volume and Open Interest |
67,947 |
123,570 |
+189 |
Canadian Dollar(CME) |
Sep07 |
070829 |
93.91 |
94.56 |
93.67 |
94.18 |
+0.03 |
40,155 |
126,365 |
-590 |
Dec07 |
070829 |
94.14 |
94.70 |
93.84 |
94.33 |
+0.03 |
558 |
6,013 |
+128 |
Mar08 |
070829 |
94.70 |
94.77 |
94.10 |
94.46 |
+0.03 |
1 |
859 |
+1 |
Jun08 |
070829 |
94.59 |
94.81 |
94.16 |
94.52 |
+0.03 |
5 |
339 |
+7 |
Total Volume and Open Interest |
40,723 |
133,856 |
-451 |
Japanese Yen(CME) |
Sep07 |
070829 |
87.74 |
88.05 |
86.26 |
86.83 |
-0.70 |
141,975 |
240,284 |
+3,628 |
Dec07 |
070829 |
88.68 |
89.00 |
87.27 |
87.83 |
-0.66 |
1,522 |
19,860 |
+152 |
Mar08 |
070829 |
88.69 |
89.68 |
88.18 |
88.69 |
-0.66 |
0 |
411 |
-75 |
Total Volume and Open Interest |
143,497 |
276,995 |
+3,705 |
Swiss Franc(CME) |
Sep07 |
070829 |
83.40 |
83.60 |
83.18 |
83.49 |
-0.01 |
41,509 |
117,457 |
+81 |
Dec07 |
070829 |
83.90 |
84.13 |
83.74 |
84.03 |
unch |
78 |
1,386 |
-6 |
Mar08 |
070829 |
84.47 |
84.53 |
84.32 |
84.47 |
unch |
0 |
18 |
+0 |
Total Volume and Open Interest |
41,587 |
118,870 |
+75 |
EuroFX(CME) |
Sep07 |
070829 |
136.13 |
136.92 |
135.72 |
136.70 |
+0.28 |
129,318 |
214,903 |
+708 |
Dec07 |
070829 |
136.38 |
137.17 |
135.99 |
136.96 |
+0.29 |
1,129 |
5,943 |
-164 |
Mar08 |
070829 |
136.30 |
137.23 |
136.30 |
137.13 |
+0.29 |
4 |
126 |
+2 |
Total Volume and Open Interest |
130,452 |
221,098 |
+547 |
Mexican Peso(CME) |
Sep07 |
070829 |
895.2 |
903.8 |
895.2 |
901.0 |
+2.8 |
18,004 |
75,754 |
-566 |
Oct07 |
070829 |
899.0 |
899.0 |
899.0 |
899.0 |
+2.8 |
0 |
68 |
+0 |
Total Volume and Open Interest |
20,495 |
101,179 |
+967 |
Brazilian Real(CME) |
Sep07 |
070829 |
500.80 |
508.90 |
500.80 |
508.90 |
+9.50 |
210 |
6,806 |
-47 |
Oct07 |
070829 |
507.50 |
507.50 |
498.00 |
507.50 |
+9.50 |
|
|
|
Nov07 |
070829 |
505.70 |
505.70 |
496.20 |
505.70 |
+9.50 |
|
|
|
Dec07 |
070829 |
495.50 |
504.60 |
495.50 |
504.60 |
+9.50 |
214 |
2,314 |
+182 |
Total Volume and Open Interest |
424 |
9,120 |
+135 |
30-Year T-Bonds(CBOT) |
Sep07 |
070829 |
111~270 |
112~010 |
111~100 |
111~150 |
-0~050 |
633,721 |
671,682 |
-145,272 |
Dec07 |
070829 |
111~230 |
111~280 |
111~060 |
111~100 |
-0~060 |
286,470 |
330,043 |
+169,847 |
Mar08 |
070829 |
111~090 |
111~090 |
111~090 |
111~090 |
-0~060 |
16 |
1,007 |
+10 |
Total Volume and Open Interest |
920,238 |
1,002,833 |
+24,591 |
10-Year T-Notes(CBOT) |
Sep07 |
070829 |
109~235 |
109~265 |
109~070 |
109~125 |
-0~035 |
1,756,703 |
1,589,794 |
-340,189 |
Dec07 |
070829 |
109~120 |
109~155 |
108~265 |
109~000 |
-0~055 |
637,908 |
950,411 |
+279,753 |
Mar08 |
070829 |
108~245 |
108~245 |
108~245 |
108~245 |
-0~065 |
926 |
1,949 |
+650 |
Total Volume and Open Interest |
2,395,539 |
2,542,164 |
-59,786 |
5-Year T-Notes(CBOT) |
Sep07 |
070829 |
106~116 |
107~012 |
106~090 |
106~094 |
-0~024 |
1,029,512 |
0 |
+0 |
Dec07 |
070829 |
106~120 |
106~120 |
106~086 |
106~086 |
-0~030 |
457,966 |
0 |
+0 |
Mar08 |
070829 |
106~088 |
106~088 |
106~086 |
106~086 |
-0~030 |
|
|
|
Total Volume and Open Interest |
1,765,583 |
1,633,324 |
+79,645 |
2 Year T-Notes(CBOT) |
Sep07 |
070829 |
103~025 |
103~034 |
102~127 |
103~007 |
-0~010 |
506,471 |
642,299 |
-129,725 |
Dec07 |
070829 |
103~043 |
103~048 |
103~009 |
103~018 |
-0~015 |
233,399 |
322,617 |
+143,464 |
Total Volume and Open Interest |
739,870 |
964,916 |
+13,739 |
Eurodollars(CME) |
Sep07 |
070829 |
94.700 |
94.705 |
94.585 |
94.603 |
-0.077 |
234,889 |
1,506,274 |
+4,486 |
Dec07 |
070829 |
95.230 |
95.245 |
95.085 |
95.120 |
-0.065 |
301,848 |
1,570,273 |
+26,857 |
Mar08 |
070829 |
95.485 |
95.500 |
95.340 |
95.380 |
-0.060 |
374,521 |
1,626,538 |
-1,817 |
Jun08 |
070829 |
95.525 |
95.545 |
95.410 |
95.460 |
-0.025 |
340,489 |
1,382,021 |
-5,712 |
Sep08 |
070829 |
95.505 |
95.510 |
95.395 |
95.445 |
-0.010 |
286,115 |
1,182,930 |
+8,583 |
Dec08 |
070829 |
95.465 |
95.465 |
95.355 |
95.405 |
-0.010 |
249,327 |
1,083,885 |
+13,889 |
Mar09 |
070829 |
95.415 |
95.415 |
95.300 |
95.355 |
-0.010 |
161,469 |
668,236 |
-8,010 |
Jun09 |
070829 |
95.350 |
95.350 |
95.235 |
95.290 |
-0.015 |
122,611 |
493,992 |
+4,586 |
Sep09 |
070829 |
95.270 |
95.285 |
95.180 |
95.235 |
-0.010 |
46,126 |
317,583 |
+2,666 |
Dec09 |
070829 |
95.215 |
95.220 |
95.120 |
95.170 |
-0.010 |
33,937 |
225,542 |
+1,891 |
Mar10 |
070829 |
95.150 |
95.175 |
95.080 |
95.125 |
-0.015 |
21,924 |
159,197 |
+1,141 |
Jun10 |
070829 |
95.100 |
95.130 |
95.030 |
95.075 |
-0.015 |
18,269 |
135,478 |
-2,378 |
Sep10 |
070829 |
95.030 |
95.070 |
94.980 |
95.015 |
-0.020 |
6,422 |
102,028 |
+202 |
Dec10 |
070829 |
94.965 |
95.005 |
94.915 |
94.950 |
-0.025 |
7,529 |
109,260 |
-582 |
Mar11 |
070829 |
94.925 |
94.965 |
94.880 |
94.905 |
-0.025 |
5,447 |
98,853 |
-185 |
Jun11 |
070829 |
94.870 |
94.910 |
94.830 |
94.850 |
-0.030 |
5,614 |
92,786 |
+402 |
Sep11 |
070829 |
94.820 |
94.850 |
94.770 |
94.795 |
-0.035 |
4,211 |
78,238 |
-345 |
Dec11 |
070829 |
94.785 |
94.790 |
94.725 |
94.735 |
-0.040 |
6,702 |
55,109 |
+132 |
Total Volume and Open Interest |
202,539 |
11,107,037 |
+51,103 |
30 Day Federal Funds(CBOT) |
Aug07 |
070829 |
94.960 |
94.965 |
94.960 |
94.965 |
unch |
2 |
95,593 |
-3,141 |
Sep07 |
070829 |
95.030 |
95.030 |
94.995 |
94.995 |
+0.010 |
848 |
131,323 |
-2,014 |
Oct07 |
070829 |
95.120 |
95.125 |
95.110 |
95.110 |
+0.020 |
352 |
90,716 |
+7,380 |
Nov07 |
070829 |
95.305 |
95.315 |
95.285 |
95.290 |
+0.005 |
241 |
109,751 |
+1,456 |
Dec07 |
070829 |
95.410 |
95.430 |
95.390 |
95.410 |
unch |
202 |
57,291 |
+1,128 |
Jan08 |
070829 |
95.450 |
95.450 |
95.450 |
95.450 |
-0.005 |
0 |
12,164 |
+819 |
Total Volume and Open Interest |
1,647 |
508,826 |
+6,762 |
30 Day Fed Funds(e-CBOT) |
Aug07 |
070829 |
94.960 |
94.970 |
94.950 |
94.960 |
-0.005 |
4,685 |
0 |
+0 |
Sep07 |
070829 |
94.990 |
95.035 |
94.990 |
94.995 |
-0.010 |
17,282 |
0 |
+0 |
Oct07 |
070829 |
95.090 |
95.135 |
95.090 |
95.105 |
+0.010 |
22,507 |
0 |
+0 |
Nov07 |
070829 |
95.285 |
95.330 |
95.250 |
95.275 |
-0.005 |
8,684 |
0 |
+0 |
Dec07 |
070829 |
95.405 |
95.445 |
95.365 |
95.380 |
-0.030 |
3,371 |
0 |
+0 |
Jan08 |
070829 |
95.460 |
95.480 |
95.430 |
95.440 |
-0.040 |
1,603 |
0 |
+0 |
Total Volume and Open Interest |
60,008 |
|
|
3-Mth Euro-Yen(CME) |
Sep07 |
070829 |
99.190 |
99.190 |
99.180 |
99.185 |
+0.015 |
2,092 |
24,172 |
+833 |
Dec07 |
070829 |
99.145 |
99.150 |
99.110 |
99.150 |
+0.020 |
1,215 |
11,092 |
-329 |
Mar08 |
070829 |
99.105 |
99.110 |
99.090 |
99.105 |
+0.020 |
1,054 |
6,738 |
+87 |
Jun08 |
070829 |
99.065 |
99.070 |
99.040 |
99.065 |
+0.025 |
101 |
4,325 |
-3 |
Sep08 |
070829 |
99.020 |
99.020 |
98.980 |
99.020 |
+0.040 |
100 |
3,191 |
-20 |
Dec08 |
070829 |
98.950 |
98.950 |
98.915 |
98.950 |
+0.035 |
662 |
1,991 |
+602 |
Mar09 |
070829 |
98.850 |
98.865 |
98.835 |
98.865 |
+0.030 |
100 |
184 |
+0 |
Jun09 |
070829 |
98.790 |
98.790 |
98.760 |
98.790 |
+0.030 |
0 |
100 |
+0 |
Sep09 |
070829 |
98.705 |
98.705 |
98.665 |
98.705 |
+0.040 |
|
|
|
Dec09 |
070829 |
98.625 |
98.625 |
98.585 |
98.625 |
+0.040 |
|
|
|
Total Volume and Open Interest |
5,324 |
51,793 |
+1,170 |
3-Mth Euro-Yen(SGX) |
Sep07 |
070829 |
99.18 |
99.18 |
99.18 |
99.18 |
+0.00 |
556 |
77,982 |
-138 |
Dec07 |
070829 |
99.15 |
99.15 |
99.14 |
99.14 |
+0.01 |
411 |
56,680 |
-302 |
Mar08 |
070829 |
99.11 |
99.11 |
99.10 |
99.10 |
+0.02 |
643 |
41,666 |
-184 |
Jun08 |
070829 |
99.07 |
99.08 |
99.06 |
99.06 |
+0.02 |
491 |
23,350 |
+50 |
Sep08 |
070829 |
99.02 |
99.03 |
99.00 |
99.00 |
+0.03 |
0 |
12,775 |
+0 |
Dec08 |
070829 |
98.96 |
98.96 |
98.93 |
98.93 |
+0.03 |
0 |
8,518 |
+0 |
Mar09 |
070829 |
98.87 |
98.88 |
98.86 |
98.86 |
+0.04 |
0 |
4,495 |
-1 |
Jun09 |
070829 |
98.79 |
98.79 |
98.79 |
98.79 |
+0.04 |
0 |
1,168 |
+0 |
Total Volume and Open Interest |
2,101 |
228,534 |
-575 |
Japanese Gov't Bonds(SGX) |
Sep07 |
070829 |
135.72 |
136.04 |
135.55 |
135.68 |
+0.24 |
1,988 |
42,026 |
+58 |
Dec07 |
070829 |
135.52 |
135.57 |
135.17 |
135.26 |
+0.28 |
197 |
230 |
+187 |
Mar08 |
070829 |
135.26 |
135.26 |
135.26 |
135.26 |
+0.28 |
|
|
|
Total Volume and Open Interest |
2,185 |
42,256 |
+245 |
Euro-Bund(EUREX) |
Sep07 |
070829 |
114.10 |
114.25 |
113.62 |
113.90 |
+0.05 |
974,727 |
1,420,316 |
-35,607 |
Dec07 |
070829 |
113.72 |
113.84 |
113.25 |
113.51 |
+0.06 |
34,211 |
84,727 |
+9,878 |
Mar08 |
070829 |
113.87 |
113.87 |
113.87 |
113.87 |
+0.05 |
0 |
12 |
+0 |
Total Volume and Open Interest |
1,008,938 |
1,505,055 |
-25,729 |
Euro-Bobl(EUREX) |
Sep07 |
070829 |
108.35 |
108.38 |
108.03 |
108.23 |
+0.04 |
476,578 |
1,282,508 |
-17,318 |
Dec07 |
070829 |
108.19 |
108.19 |
107.92 |
108.06 |
+0.04 |
26,139 |
33,407 |
+12,878 |
Mar08 |
070829 |
107.94 |
107.94 |
107.94 |
107.94 |
+0.05 |
350 |
0 |
+0 |
Total Volume and Open Interest |
503,067 |
1,315,915 |
-4,440 |
3-Mth Euribor(EUREX) |
Sep07 |
070829 |
95.400 |
95.400 |
95.365 |
95.380 |
-0.055 |
702 |
29,792 |
+418 |
Dec07 |
070829 |
95.635 |
95.635 |
95.525 |
95.550 |
-0.070 |
459 |
14,344 |
+301 |
Mar08 |
070829 |
95.720 |
95.730 |
95.675 |
95.680 |
-0.035 |
75 |
9,524 |
+64 |
Total Volume and Open Interest |
1,288 |
64,882 |
+783 |
Long Gilt(LIFFE) |
Sep07 |
070829 |
106~30 |
107~11 |
106~25 |
107~00 |
+0~05 |
254,828 |
250,688 |
-58,105 |
Dec07 |
070829 |
107~02 |
107~14 |
106~28 |
107~03 |
+0~05 |
195,133 |
149,987 |
+130,954 |
Total Volume and Open Interest |
449,961 |
400,675 |
+72,849 |
3-Mth Short Sterling(LIFFE) |
Sep07 |
070829 |
93.52 |
93.52 |
93.44 |
93.47 |
-0.05 |
64,495 |
522,478 |
-11,436 |
Dec07 |
070829 |
93.80 |
93.81 |
93.71 |
93.75 |
-0.04 |
78,706 |
514,767 |
-14,334 |
Mar08 |
070829 |
93.93 |
93.95 |
93.87 |
93.90 |
-0.01 |
54,044 |
433,463 |
-2,601 |
Jun08 |
070829 |
94.02 |
94.05 |
93.97 |
93.99 |
unch |
54,798 |
407,467 |
-5,692 |
Sep08 |
070829 |
94.09 |
94.11 |
94.02 |
94.05 |
unch |
45,367 |
323,398 |
-5,698 |
Dec08 |
070829 |
94.12 |
94.15 |
94.07 |
94.09 |
unch |
27,909 |
232,821 |
-944 |
Total Volume and Open Interest |
355,576 |
2,806,662 |
-39,662 |
3-Mth Euribor(LIFFE) |
Sep07 |
070829 |
95.445 |
95.445 |
95.355 |
95.380 |
-0.050 |
102,313 |
912,363 |
+4,911 |
Dec07 |
070829 |
95.640 |
95.645 |
95.510 |
95.545 |
-0.070 |
170,801 |
832,555 |
-22,058 |
Mar08 |
070829 |
95.740 |
95.750 |
95.630 |
95.675 |
-0.035 |
107,629 |
557,954 |
-4,611 |
Total Volume and Open Interest |
649,387 |
4,096,059 |
-40,239 |
3-Mth Aus T-Bills(SFE) |
Sep07 |
070829 |
93.21 |
93.22 |
93.20 |
93.21 |
unch |
14,560 |
481,670 |
+364 |
Dec07 |
070829 |
93.21 |
93.24 |
93.20 |
93.23 |
+0.02 |
22,007 |
345,970 |
+1,486 |
Mar08 |
070829 |
93.21 |
93.26 |
93.21 |
93.25 |
+0.03 |
13,017 |
156,351 |
+1,001 |
Jun08 |
070829 |
93.22 |
93.27 |
93.22 |
93.26 |
+0.03 |
4,484 |
104,663 |
-2,043 |
Sep08 |
070829 |
93.24 |
93.29 |
93.24 |
93.27 |
+0.03 |
2,643 |
57,738 |
-901 |
Dec08 |
070829 |
93.23 |
93.28 |
93.23 |
93.27 |
+0.04 |
2,110 |
41,269 |
+385 |
Mar09 |
070829 |
93.25 |
93.27 |
93.25 |
93.26 |
+0.03 |
3,510 |
32,107 |
+1,559 |
Jun09 |
070829 |
93.27 |
93.27 |
93.25 |
93.25 |
+0.04 |
1,253 |
21,129 |
-51 |
Sep09 |
070829 |
93.21 |
93.24 |
93.21 |
93.24 |
+0.04 |
1 |
2,408 |
+0 |
Dec09 |
070829 |
93.24 |
93.24 |
93.24 |
93.24 |
+0.04 |
0 |
635 |
+0 |
Total Volume and Open Interest |
63,585 |
1,244,123 |
+1,800 |
10-Year Aus T-Bonds(SFE) |
Sep07 |
070829 |
94.07 |
94.16 |
94.06 |
94.13 |
+0.06 |
60,722 |
593,172 |
-26,279 |
Dec07 |
070829 |
94.12 |
94.15 |
94.09 |
94.15 |
+0.06 |
24 |
53 |
+9 |
Total Volume and Open Interest |
60,746 |
593,225 |
-26,270 |
3-Year Aus T-Bonds(SFE) |
Sep07 |
070829 |
93.81 |
93.89 |
93.80 |
93.87 |
+0.07 |
119,708 |
752,057 |
-62,531 |
Dec07 |
070829 |
93.88 |
93.90 |
93.88 |
93.90 |
+0.06 |
8 |
8 |
+8 |
Total Volume and Open Interest |
119,716 |
752,065 |
-62,523 |
Gold(CMX) |
Aug07 |
070829 |
667.0 |
667.7 |
666.3 |
666.3 |
+1.9 |
22 |
21 |
-58 |
Oct07 |
070829 |
665.5 |
672.3 |
664.5 |
669.5 |
+1.9 |
2,736 |
33,870 |
-85 |
Dec07 |
070829 |
671.1 |
678.2 |
670.2 |
675.4 |
+1.9 |
53,511 |
183,109 |
-373 |
Feb08 |
070829 |
676.5 |
681.2 |
676.4 |
681.2 |
+1.9 |
766 |
15,816 |
-350 |
Apr08 |
070829 |
682.5 |
686.7 |
682.5 |
686.7 |
+1.9 |
103 |
17,918 |
+101 |
Jun08 |
070829 |
692.1 |
692.1 |
692.1 |
692.1 |
+2.0 |
592 |
14,775 |
+100 |
Aug08 |
070829 |
697.4 |
697.4 |
697.4 |
697.4 |
+2.1 |
257 |
7,915 |
+50 |
Oct08 |
070829 |
702.6 |
702.6 |
702.6 |
702.6 |
+2.1 |
320 |
1,589 |
+120 |
Dec08 |
070829 |
706.8 |
709.0 |
706.8 |
707.8 |
+2.0 |
965 |
15,973 |
+330 |
Feb09 |
070829 |
713.2 |
713.2 |
713.2 |
713.2 |
+1.9 |
0 |
11,176 |
+0 |
Apr09 |
070829 |
718.5 |
718.5 |
718.5 |
718.5 |
+1.8 |
0 |
1,630 |
+0 |
Jun09 |
070829 |
724.0 |
724.0 |
724.0 |
724.0 |
+1.9 |
25 |
11,033 |
+0 |
Total Volume and Open Interest |
59,403 |
325,767 |
-149 |
Silver(CMX) |
Sep07 |
070829 |
1174.5 |
1192.5 |
1170.5 |
1184.5 |
+8.0 |
26,731 |
17,618 |
-6,810 |
Dec07 |
070829 |
1190.0 |
1209.0 |
1186.0 |
1200.7 |
+8.3 |
16,093 |
62,223 |
+4,540 |
Mar08 |
070829 |
1221.0 |
1223.0 |
1215.5 |
1216.2 |
+8.3 |
182 |
7,402 |
+40 |
May08 |
070829 |
1227.5 |
1227.5 |
1226.1 |
1226.1 |
+8.3 |
456 |
5,140 |
+347 |
Jul08 |
070829 |
1237.5 |
1237.5 |
1235.3 |
1235.3 |
+8.3 |
57 |
4,928 |
+34 |
Sep08 |
070829 |
1247.5 |
1249.0 |
1244.5 |
1244.5 |
+8.3 |
2 |
969 |
+0 |
Dec08 |
070829 |
1246.0 |
1257.3 |
1246.0 |
1257.3 |
+8.3 |
152 |
5,400 |
+151 |
Total Volume and Open Interest |
43,674 |
111,791 |
-1,673 |
Platinum(NYMEX) |
Oct07 |
070829 |
1256.0 |
1273.0 |
1251.0 |
1266.8 |
+6.2 |
933 |
10,067 |
-117 |
Jan08 |
070829 |
1262.8 |
1276.0 |
1260.9 |
1276.0 |
+6.2 |
6 |
460 |
+6 |
Apr08 |
070829 |
1287.4 |
1287.4 |
1287.4 |
1287.4 |
+6.2 |
0 |
2 |
+0 |
Total Volume and Open Interest |
939 |
10,529 |
-111 |
Palladium(NYMEX) |
Sep07 |
070829 |
324.15 |
331.00 |
324.10 |
331.00 |
+3.25 |
1,997 |
4,410 |
-1,076 |
Dec07 |
070829 |
331.05 |
336.00 |
328.00 |
335.80 |
+3.25 |
2,016 |
10,656 |
+1,141 |
Mar08 |
070829 |
340.55 |
340.55 |
340.55 |
340.55 |
+3.25 |
204 |
776 |
+100 |
Total Volume and Open Interest |
4,217 |
17,819 |
+165 |
Copper(CMX) |
Sep07 |
070829 |
328.00 |
336.10 |
325.35 |
335.00 |
+3.85 |
7,312 |
9,089 |
-2,452 |
Dec07 |
070829 |
328.30 |
335.60 |
325.50 |
334.40 |
+3.15 |
12,189 |
48,448 |
+926 |
Mar08 |
070829 |
325.15 |
332.45 |
324.35 |
331.65 |
+2.95 |
132 |
5,974 |
+64 |
May08 |
070829 |
323.80 |
328.45 |
323.80 |
328.25 |
+2.70 |
13 |
997 |
-15 |
Jul08 |
070829 |
321.05 |
324.90 |
321.05 |
324.90 |
+2.70 |
1 |
514 |
+1 |
Total Volume and Open Interest |
20,257 |
73,083 |
-1,685 |
DJIA Index(CBOT) |
Sep07 |
070829 |
13085 |
13320 |
13064 |
13311 |
+216 |
4,476 |
37,355 |
-419 |
Dec07 |
070829 |
13157 |
13400 |
13157 |
13400 |
+218 |
68 |
505 |
+2 |
Mar08 |
070829 |
13495 |
13495 |
13495 |
13495 |
+216 |
0 |
1 |
+0 |
Jun08 |
070829 |
13589 |
13589 |
13589 |
13589 |
+216 |
|
|
|
Total Volume and Open Interest |
4,544 |
37,861 |
-417 |
E-mini DJIA Index(CBOT) |
Sep07 |
070829 |
13091 |
13325 |
13064 |
13311 |
+216 |
166,064 |
96,025 |
+4,226 |
Dec07 |
070829 |
13168 |
13407 |
13146 |
13400 |
+218 |
117 |
397 |
+13 |
Mar08 |
070829 |
13495 |
13495 |
13495 |
13495 |
+216 |
|
|
|
Jun08 |
070829 |
13589 |
13589 |
13589 |
13589 |
+216 |
|
|
|
Total Volume and Open Interest |
166,181 |
96,422 |
+4,239 |
S & P 500(CME) |
Sep07 |
070829 |
1438.50 |
1467.20 |
1435.00 |
1465.40 |
+27.10 |
58,206 |
541,995 |
+7,203 |
Dec07 |
070829 |
1455.00 |
1479.50 |
1451.50 |
1477.80 |
+27.70 |
8,942 |
124,108 |
+6,572 |
Mar08 |
070829 |
1488.00 |
1488.30 |
1462.30 |
1488.00 |
+27.70 |
375 |
7,469 |
+159 |
Jun08 |
070829 |
1499.00 |
1499.30 |
1473.30 |
1499.00 |
+27.70 |
0 |
203 |
+0 |
Total Volume and Open Interest |
67,523 |
675,892 |
+13,929 |
S & P 500 E-Mini(Globex) |
Sep07 |
070829 |
1438.50 |
1467.25 |
1435.00 |
1465.50 |
+27.25 |
1,968,439 |
2,007,338 |
+22,545 |
Dec07 |
070829 |
1451.25 |
1479.50 |
1447.00 |
1477.75 |
+27.75 |
18,072 |
108,101 |
+5,660 |
Total Volume and Open Interest |
1,986,511 |
2,115,440 |
+28,205 |
NASDAQ 100(CME) |
Sep07 |
070829 |
1909.80 |
1962.00 |
1906.80 |
1961.00 |
+53.20 |
4,402 |
67,801 |
+677 |
Dec07 |
070829 |
1979.00 |
1984.00 |
1979.00 |
1984.00 |
+54.20 |
0 |
102 |
-1 |
Mar08 |
070829 |
2006.80 |
2006.80 |
2006.50 |
2006.80 |
+54.30 |
|
|
|
Total Volume and Open Interest |
4,402 |
67,903 |
+676 |
NASDAQ 100 E-Mini(Globex) |
Sep07 |
070829 |
1909.80 |
1962.00 |
1906.00 |
1961.00 |
+53.20 |
315,532 |
408,977 |
+6,103 |
Dec07 |
070829 |
1932.50 |
1984.50 |
1929.30 |
1984.00 |
+54.20 |
686 |
1,535 |
+614 |
Total Volume and Open Interest |
316,218 |
410,512 |
+6,717 |
S & P Midcap 400(CME) |
Sep07 |
070829 |
843.00 |
857.50 |
841.50 |
857.20 |
+17.90 |
210 |
7,004 |
+45 |
Dec07 |
070829 |
865.15 |
865.50 |
865.15 |
865.15 |
+17.85 |
|
|
|
Mar08 |
070829 |
874.90 |
875.20 |
874.90 |
874.90 |
+17.90 |
|
|
|
Total Volume and Open Interest |
210 |
7,004 |
+45 |
Russell 2000 E-Mini(Globex) |
Sep07 |
070829 |
770.00 |
789.80 |
768.70 |
789.40 |
+19.40 |
224,825 |
597,285 |
+8,312 |
Dec07 |
070829 |
775.50 |
795.50 |
774.20 |
795.30 |
+19.50 |
616 |
1,679 |
+163 |
Mar08 |
070829 |
801.30 |
801.30 |
801.30 |
801.30 |
+19.50 |
|
|
|
Total Volume and Open Interest |
225,441 |
598,964 |
+8,475 |
Nikkei 225(CME) |
Sep07 |
070829 |
16090 |
16400 |
16090 |
16375 |
+425 |
10,467 |
60,964 |
+832 |
Dec07 |
070829 |
16365 |
16390 |
16365 |
16365 |
+425 |
58 |
151 |
+28 |
Total Volume and Open Interest |
10,525 |
61,116 |
+860 |
Nikkei 225(SGX) |
Sep07 |
070829 |
15900 |
16070 |
15825 |
16050 |
-255 |
64,807 |
257,095 |
-2,220 |
Dec07 |
070829 |
15840 |
16035 |
15800 |
15975 |
-275 |
261 |
5,000 |
-24 |
Mar08 |
070829 |
15995 |
15995 |
15995 |
15995 |
-275 |
4 |
2 |
+2 |
Total Volume and Open Interest |
65,072 |
262,138 |
-2,242 |
CAC 40(EURONEXT) |
Sep07 |
070829 |
5452.5 |
5557.0 |
5438.0 |
5533.0 |
+48.5 |
114,427 |
505,369 |
+31,556 |
Oct07 |
070829 |
5470.0 |
5568.5 |
5470.0 |
5551.0 |
+48.5 |
71 |
453 |
+18 |
Nov07 |
070829 |
5566.0 |
5566.0 |
5566.0 |
5566.0 |
+46.5 |
4 |
118 |
+1 |
Total Volume and Open Interest |
114,638 |
509,401 |
+31,583 |
Hang Seng Index(HKFE) |
Aug07 |
070829 |
22895 |
23139 |
22650 |
23000 |
-314 |
102,932 |
85,393 |
-21,104 |
Sep07 |
070829 |
22797 |
23090 |
22592 |
22953 |
-309 |
51,974 |
74,757 |
+35,360 |
Total Volume and Open Interest |
155,819 |
161,583 |
+14,712 |
DAX(EUREX) |
Sep07 |
070829 |
7390.0 |
7533.5 |
7373.0 |
7451.5 |
+1.0 |
162,779 |
282,854 |
-7,320 |
Dec07 |
070829 |
7484.5 |
7614.5 |
7460.0 |
7535.5 |
unch |
527 |
19,558 |
+238 |
Mar08 |
070829 |
7619.0 |
7674.0 |
7543.0 |
7619.0 |
+1.0 |
69 |
1,980 |
+14 |
Total Volume and Open Interest |
163,375 |
304,392 |
-7,068 |
FT-SE 100(EURONEXT) |
Sep07 |
070829 |
6100.00 |
6166.00 |
6070.50 |
6144.00 |
+27.00 |
96,610 |
518,413 |
+1,956 |
Dec07 |
070829 |
6140.00 |
6212.50 |
6140.00 |
6205.00 |
+27.50 |
277 |
12,499 |
+174 |
Mar08 |
070829 |
6187.00 |
6224.50 |
6179.50 |
6222.00 |
+28.00 |
21 |
735 |
+13 |
Total Volume and Open Interest |
96,913 |
531,653 |
+2,148 |
SPI 200(SFE) |
Sep07 |
070829 |
6160.0 |
6161.0 |
6017.0 |
6102.0 |
-67.0 |
29,001 |
474,292 |
-380 |
Dec07 |
070829 |
6178.0 |
6178.0 |
6080.0 |
6142.0 |
-68.0 |
178 |
5,168 |
+117 |
Mar08 |
070829 |
6151.0 |
6151.0 |
6151.0 |
6151.0 |
-68.0 |
0 |
1,129 |
-50 |
Total Volume and Open Interest |
29,179 |
482,185 |
-313 |
GSCI(CME) |
Sep07 |
070829 |
488.60 |
492.50 |
488.40 |
492.35 |
+7.15 |
98 |
20,513 |
+26 |
Oct07 |
070829 |
496.35 |
496.35 |
489.45 |
496.35 |
+6.85 |
|
|
|
Nov07 |
070829 |
499.35 |
499.50 |
492.95 |
499.35 |
+6.35 |
|
|
|
Total Volume and Open Interest |
98 |
20,513 |
+26 |
Reuters CCI(ICE) |
Nov07 |
070829 |
412.50 |
412.50 |
411.00 |
412.50 |
+1.50 |
7 |
875 |
+1 |
Jan08 |
070829 |
414.50 |
414.50 |
413.00 |
414.50 |
+1.50 |
2 |
417 |
-1 |
Feb08 |
070829 |
413.00 |
414.50 |
413.00 |
414.50 |
+1.50 |
0 |
248 |
-1 |
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. |
|
|