|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu August 30, 2007 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep07 |
070830 |
859.00 |
878.00 |
856.00 |
870.50 |
+12.00 |
15,934 |
14,692 |
-2,869 |
Nov07 |
070830 |
874.50 |
893.75 |
871.00 |
885.00 |
+10.75 |
76,479 |
282,665 |
+866 |
Jan08 |
070830 |
888.25 |
908.75 |
886.50 |
899.50 |
+10.00 |
5,289 |
42,869 |
+241 |
Mar08 |
070830 |
900.00 |
919.00 |
897.50 |
910.25 |
+10.25 |
3,074 |
26,581 |
+596 |
May08 |
070830 |
906.50 |
923.00 |
906.50 |
914.00 |
+7.00 |
1,426 |
24,834 |
+214 |
Jul08 |
070830 |
915.00 |
932.50 |
913.25 |
924.25 |
+9.25 |
3,110 |
35,868 |
+308 |
Aug08 |
070830 |
918.00 |
918.00 |
918.00 |
918.00 |
+8.00 |
0 |
543 |
+0 |
Sep08 |
070830 |
902.00 |
905.00 |
902.00 |
905.00 |
+7.00 |
10 |
271 |
+5 |
Nov08 |
070830 |
886.00 |
899.50 |
882.75 |
892.75 |
+6.25 |
4,533 |
54,327 |
+327 |
Jan09 |
070830 |
894.00 |
898.00 |
888.00 |
895.00 |
+6.00 |
8 |
397 |
+8 |
Jul09 |
070830 |
905.00 |
905.00 |
902.00 |
902.00 |
+2.00 |
8 |
247 |
+7 |
Total Volume and Open Interest |
109,938 |
489,402 |
-281 |
Soybean Meal(CBOT) |
Sep07 |
070830 |
235.50 |
242.10 |
235.00 |
240.00 |
+5.00 |
13,029 |
12,622 |
-3,073 |
Oct07 |
070830 |
238.00 |
244.60 |
236.40 |
242.10 |
+4.60 |
10,508 |
26,327 |
+1,385 |
Dec07 |
070830 |
242.50 |
249.30 |
241.20 |
246.60 |
+4.10 |
18,246 |
84,671 |
+963 |
Jan08 |
070830 |
244.60 |
251.00 |
244.60 |
249.50 |
+4.50 |
963 |
14,088 |
-355 |
Mar08 |
070830 |
248.30 |
254.00 |
248.30 |
252.50 |
+4.60 |
789 |
15,635 |
-113 |
May08 |
070830 |
252.00 |
255.00 |
250.80 |
253.50 |
+5.00 |
630 |
17,590 |
+187 |
Jul08 |
070830 |
254.00 |
258.00 |
253.50 |
256.50 |
+4.50 |
282 |
12,698 |
-10 |
Aug08 |
070830 |
254.50 |
256.50 |
252.50 |
253.50 |
+3.50 |
36 |
3,118 |
-11 |
Sep08 |
070830 |
251.00 |
253.00 |
251.00 |
251.70 |
+2.70 |
24 |
3,411 |
+10 |
Oct08 |
070830 |
248.00 |
248.00 |
245.50 |
245.50 |
+1.50 |
2 |
1,561 |
+2 |
Total Volume and Open Interest |
44,808 |
198,621 |
-895 |
Soybean Oil(CBOT) |
Sep07 |
070830 |
36.42 |
36.68 |
36.21 |
36.33 |
+0.07 |
10,427 |
17,053 |
-2,018 |
Oct07 |
070830 |
36.74 |
36.89 |
36.48 |
36.56 |
+0.08 |
7,893 |
31,810 |
+733 |
Dec07 |
070830 |
37.01 |
37.40 |
36.94 |
37.05 |
+0.06 |
24,960 |
150,114 |
+1,127 |
Jan08 |
070830 |
37.47 |
37.75 |
37.37 |
37.42 |
+0.07 |
902 |
20,238 |
-23 |
Mar08 |
070830 |
37.67 |
37.95 |
37.67 |
37.73 |
+0.06 |
1,046 |
13,633 |
-72 |
May08 |
070830 |
38.15 |
38.20 |
37.95 |
37.96 |
+0.06 |
883 |
10,606 |
+370 |
Jul08 |
070830 |
38.35 |
38.37 |
38.05 |
38.23 |
+0.11 |
751 |
11,793 |
+223 |
Aug08 |
070830 |
38.05 |
38.10 |
38.05 |
38.10 |
-0.02 |
56 |
848 |
+0 |
Sep08 |
070830 |
38.15 |
38.15 |
38.15 |
38.15 |
+0.03 |
0 |
424 |
+0 |
Oct08 |
070830 |
38.13 |
38.13 |
38.13 |
38.13 |
-0.02 |
0 |
499 |
+0 |
Total Volume and Open Interest |
47,598 |
269,160 |
+764 |
Canola(WCE) |
Corn(CBOT) |
Sep07 |
070830 |
322.75 |
331.00 |
316.00 |
322.75 |
unch |
48,705 |
36,753 |
-12,734 |
Dec07 |
070830 |
339.75 |
348.00 |
332.50 |
339.75 |
-0.50 |
107,096 |
622,860 |
-2,389 |
Mar08 |
070830 |
356.50 |
364.25 |
349.25 |
356.00 |
-1.00 |
20,399 |
131,140 |
+2,211 |
May08 |
070830 |
366.00 |
373.00 |
359.00 |
364.75 |
-1.25 |
3,080 |
34,584 |
+618 |
Jul08 |
070830 |
375.25 |
382.50 |
368.50 |
374.75 |
-0.50 |
13,468 |
81,388 |
+2,206 |
Sep08 |
070830 |
381.00 |
387.00 |
375.25 |
380.00 |
-0.50 |
205 |
11,541 |
-10 |
Dec08 |
070830 |
390.25 |
397.00 |
383.50 |
390.00 |
-0.50 |
11,662 |
131,891 |
+855 |
Mar09 |
070830 |
393.50 |
404.00 |
393.50 |
398.50 |
-0.50 |
67 |
4,649 |
+33 |
Jul09 |
070830 |
408.00 |
408.00 |
404.50 |
404.50 |
unch |
4 |
1,206 |
+2 |
Total Volume and Open Interest |
205,017 |
1,086,935 |
-9,254 |
Wheat(CBOT) |
Sep07 |
070830 |
742.00 |
774.00 |
741.75 |
770.00 |
+28.00 |
19,650 |
12,477 |
-5,391 |
Dec07 |
070830 |
760.75 |
788.50 |
759.50 |
784.50 |
+26.00 |
54,432 |
254,369 |
+2,826 |
Mar08 |
070830 |
760.00 |
781.50 |
758.00 |
777.50 |
+21.50 |
7,554 |
32,374 |
+2,096 |
May08 |
070830 |
697.50 |
715.00 |
697.00 |
711.00 |
+17.00 |
592 |
5,492 |
+65 |
Jul08 |
070830 |
597.00 |
612.00 |
596.50 |
610.00 |
+10.50 |
4,029 |
51,529 |
+693 |
Sep08 |
070830 |
604.00 |
611.75 |
604.00 |
611.00 |
+10.50 |
126 |
1,826 |
+60 |
Total Volume and Open Interest |
89,245 |
379,806 |
+710 |
Wheat(KCBT) |
Sep07 |
070830 |
695.00 |
725.25 |
695.00 |
720.75 |
+25.50 |
9,665 |
9,458 |
-4,125 |
Dec07 |
070830 |
712.00 |
739.50 |
712.00 |
733.50 |
+21.00 |
15,037 |
120,761 |
+2,807 |
Mar08 |
070830 |
710.50 |
734.00 |
710.50 |
727.50 |
+18.50 |
1,287 |
9,611 |
+182 |
May08 |
070830 |
676.00 |
700.00 |
676.00 |
686.00 |
+16.00 |
15 |
152 |
+7 |
Jul08 |
070830 |
586.00 |
599.50 |
586.00 |
592.00 |
+5.00 |
201 |
12,069 |
+99 |
Sep08 |
070830 |
590.00 |
598.00 |
588.00 |
594.00 |
+6.00 |
18 |
475 |
+17 |
Total Volume and Open Interest |
26,309 |
154,217 |
-942 |
Wheat(MGE) |
Sep07 |
070830 |
670.00 |
693.50 |
668.75 |
681.25 |
+14.25 |
4,581 |
2,124 |
-2,203 |
Dec07 |
070830 |
687.50 |
714.00 |
686.75 |
705.75 |
+18.50 |
9,879 |
44,670 |
+1,971 |
Mar08 |
070830 |
695.00 |
719.00 |
695.00 |
711.50 |
+16.25 |
1,622 |
5,257 |
+283 |
May08 |
070830 |
700.00 |
712.00 |
699.00 |
699.00 |
+13.00 |
7 |
356 |
+1 |
Jul08 |
070830 |
642.00 |
660.00 |
642.00 |
653.00 |
+14.00 |
27 |
417 |
+5 |
Total Volume and Open Interest |
16,537 |
55,406 |
+181 |
Oats(CBOT) |
Sep07 |
070830 |
240.00 |
246.00 |
238.00 |
238.25 |
-0.75 |
100 |
247 |
-21 |
Dec07 |
070830 |
251.50 |
256.50 |
251.50 |
252.75 |
+0.50 |
1,776 |
11,450 |
-126 |
Mar08 |
070830 |
263.75 |
269.00 |
263.75 |
263.75 |
unch |
473 |
1,678 |
+132 |
May08 |
070830 |
269.50 |
269.50 |
269.50 |
269.50 |
unch |
25 |
157 |
+25 |
Total Volume and Open Interest |
2,383 |
13,554 |
+11 |
Rough Rice(CBOT) |
Sep07 |
070830 |
10.30 |
10.78 |
10.30 |
10.69 |
+0.38 |
553 |
1,015 |
-96 |
Nov07 |
070830 |
10.62 |
11.10 |
10.57 |
10.99 |
+0.39 |
1,310 |
11,048 |
+397 |
Jan08 |
070830 |
10.94 |
11.31 |
10.94 |
11.28 |
+0.36 |
51 |
1,502 |
+39 |
Mar08 |
070830 |
11.39 |
11.60 |
11.28 |
11.54 |
+0.30 |
48 |
853 |
+36 |
Total Volume and Open Interest |
1,964 |
14,708 |
+377 |
Live Cattle(CME) |
Aug07 |
070830 |
94.980 |
95.000 |
93.950 |
94.580 |
-0.070 |
895 |
1,096 |
-515 |
Oct07 |
070830 |
98.100 |
98.350 |
96.980 |
97.080 |
-0.970 |
11,288 |
121,783 |
+460 |
Dec07 |
070830 |
100.900 |
101.200 |
99.800 |
99.900 |
-1.000 |
5,784 |
57,357 |
+274 |
Feb08 |
070830 |
101.000 |
101.000 |
100.100 |
100.480 |
-0.405 |
2,804 |
29,104 |
+839 |
Apr08 |
070830 |
100.850 |
100.950 |
99.850 |
100.285 |
-0.600 |
1,869 |
14,895 |
+845 |
Jun08 |
070830 |
95.900 |
95.950 |
95.450 |
95.885 |
-0.095 |
396 |
5,287 |
+194 |
Total Volume and Open Interest |
23,098 |
230,343 |
+2,084 |
Feeder Cattle(CME) |
Aug07 |
070830 |
117.750 |
117.800 |
117.500 |
117.635 |
-0.415 |
472 |
1,982 |
-230 |
Sep07 |
070830 |
118.700 |
118.700 |
117.900 |
117.980 |
-0.720 |
444 |
5,508 |
+1 |
Oct07 |
070830 |
118.950 |
118.950 |
118.000 |
118.150 |
-0.830 |
1,658 |
12,958 |
+383 |
Nov07 |
070830 |
118.800 |
119.000 |
118.100 |
118.180 |
-1.050 |
641 |
5,098 |
+380 |
Jan08 |
070830 |
116.150 |
116.150 |
115.500 |
115.550 |
-0.930 |
221 |
3,066 |
+90 |
Mar08 |
070830 |
113.400 |
113.400 |
112.650 |
112.900 |
-0.500 |
29 |
603 |
+24 |
Apr08 |
070830 |
113.400 |
113.500 |
113.150 |
113.500 |
-0.500 |
10 |
234 |
+2 |
Total Volume and Open Interest |
3,493 |
30,012 |
+656 |
Lean Hogs(CME) |
Oct07 |
070830 |
67.450 |
68.300 |
67.450 |
67.850 |
+0.100 |
8,248 |
73,817 |
+1,001 |
Dec07 |
070830 |
68.350 |
69.000 |
68.350 |
68.975 |
+0.225 |
7,345 |
52,958 |
-757 |
Feb08 |
070830 |
69.850 |
70.300 |
69.750 |
70.275 |
+0.175 |
1,945 |
20,420 |
+312 |
Apr08 |
070830 |
70.100 |
70.600 |
70.100 |
70.550 |
+0.075 |
576 |
15,682 |
-15 |
May08 |
070830 |
73.200 |
73.600 |
73.200 |
73.550 |
-0.200 |
28 |
1,485 |
+3 |
Jun08 |
070830 |
75.925 |
76.400 |
75.850 |
76.100 |
+0.050 |
39 |
9,307 |
+1 |
Jul08 |
070830 |
74.475 |
74.575 |
74.200 |
74.575 |
-0.025 |
4 |
2,232 |
+3 |
Aug08 |
070830 |
71.975 |
72.100 |
71.650 |
72.100 |
+0.150 |
10 |
540 |
+5 |
Total Volume and Open Interest |
22,211 |
176,463 |
+553 |
Class III Milk(CME) |
Aug07 |
070830 |
19.87 |
19.87 |
19.87 |
19.87 |
+0.02 |
9 |
4,604 |
-3 |
Sep07 |
070830 |
20.25 |
20.51 |
20.13 |
20.27 |
+0.02 |
502 |
4,814 |
+9 |
Oct07 |
070830 |
19.85 |
20.25 |
19.80 |
19.96 |
+0.11 |
785 |
4,262 |
+0 |
Nov07 |
070830 |
18.64 |
19.00 |
18.55 |
18.80 |
+0.17 |
464 |
3,497 |
+17 |
Dec07 |
070830 |
17.75 |
18.05 |
17.71 |
17.90 |
+0.18 |
347 |
3,468 |
-32 |
Total Volume and Open Interest |
2,897 |
36,423 |
+79 |
Cocoa(ICE) |
Sep07 |
070830 |
1815 |
1815 |
1815 |
1815 |
-10 |
252 |
143 |
-289 |
Dec07 |
070830 |
1805 |
1807 |
1769 |
1794 |
-12 |
12,222 |
67,362 |
-999 |
Mar08 |
070830 |
1815 |
1825 |
1792 |
1814 |
-12 |
1,299 |
28,750 |
+78 |
May08 |
070830 |
1838 |
1838 |
1823 |
1833 |
-8 |
158 |
6,736 |
-21 |
Jul08 |
070830 |
1845 |
1850 |
1845 |
1848 |
-8 |
100 |
3,504 |
-10 |
Sep08 |
070830 |
1863 |
1863 |
1863 |
1863 |
-9 |
7 |
3,925 |
+1 |
Dec08 |
070830 |
1877 |
1889 |
1861 |
1885 |
-11 |
2,045 |
11,830 |
-448 |
Total Volume and Open Interest |
16,083 |
122,842 |
-1,688 |
Coffee "C"(ICE) |
Sep07 |
070830 |
112.65 |
112.95 |
111.75 |
111.75 |
-0.90 |
134 |
381 |
-142 |
Dec07 |
070830 |
116.55 |
116.80 |
115.40 |
116.15 |
+0.05 |
14,104 |
101,755 |
+1,224 |
Mar08 |
070830 |
120.15 |
120.35 |
119.25 |
119.95 |
+0.05 |
1,273 |
22,177 |
+140 |
May08 |
070830 |
122.30 |
122.30 |
121.80 |
122.10 |
+0.05 |
198 |
6,364 |
+82 |
Jul08 |
070830 |
124.30 |
124.30 |
123.45 |
124.00 |
unch |
113 |
3,392 |
+18 |
Sep08 |
070830 |
125.85 |
126.00 |
125.15 |
125.75 |
-0.05 |
589 |
9,525 |
+144 |
Total Volume and Open Interest |
16,764 |
155,473 |
+1,656 |
Orange Juice(ICE) |
Sep07 |
070830 |
128.50 |
128.70 |
123.50 |
126.00 |
-2.95 |
828 |
859 |
-438 |
Nov07 |
070830 |
121.75 |
121.75 |
117.75 |
118.55 |
-3.40 |
2,229 |
16,264 |
+408 |
Jan08 |
070830 |
121.60 |
122.50 |
117.50 |
119.50 |
-3.40 |
109 |
4,197 |
-35 |
Mar08 |
070830 |
121.50 |
121.50 |
120.45 |
120.45 |
-3.40 |
1 |
3,329 |
+1 |
May08 |
070830 |
121.40 |
121.40 |
121.40 |
121.40 |
-3.40 |
0 |
558 |
+0 |
Jul08 |
070830 |
122.35 |
122.35 |
122.35 |
122.35 |
-3.40 |
0 |
136 |
+0 |
Total Volume and Open Interest |
3,167 |
26,321 |
-64 |
Sugar #11(ICE) |
Oct07 |
070830 |
9.42 |
9.58 |
9.38 |
9.54 |
+0.12 |
39,084 |
311,249 |
-1,127 |
Mar08 |
070830 |
9.67 |
9.81 |
9.65 |
9.80 |
+0.12 |
16,774 |
170,003 |
+3,135 |
May08 |
070830 |
9.73 |
9.82 |
9.69 |
9.82 |
+0.10 |
4,178 |
43,432 |
+776 |
Jul08 |
070830 |
9.79 |
9.90 |
9.79 |
9.90 |
+0.08 |
2,093 |
38,673 |
+595 |
Oct08 |
070830 |
10.10 |
10.17 |
10.10 |
10.17 |
+0.07 |
2,930 |
40,620 |
-176 |
Total Volume and Open Interest |
69,131 |
656,404 |
+4,032 |
London Cocoa(LCE) |
Sep07 |
070830 |
931 |
936 |
918 |
931 |
unch |
2,343 |
45,871 |
-896 |
Dec07 |
070830 |
950 |
956 |
935 |
949 |
unch |
4,109 |
60,785 |
+277 |
Mar08 |
070830 |
968 |
973 |
953 |
966 |
unch |
528 |
37,168 |
+173 |
May08 |
070830 |
980 |
982 |
965 |
977 |
unch |
337 |
15,663 |
+24 |
Jul08 |
070830 |
987 |
990 |
980 |
989 |
unch |
18 |
13,943 |
+8 |
Sep08 |
070830 |
988 |
999 |
988 |
999 |
unch |
2 |
10,324 |
+0 |
Dec08 |
070830 |
1005 |
1007 |
995 |
1007 |
-1 |
5 |
5,008 |
+0 |
Total Volume and Open Interest |
7,342 |
188,874 |
-414 |
London Sugar(LCE) |
Oct07 |
070830 |
278.90 |
280.20 |
277.50 |
278.70 |
-0.30 |
2,658 |
36,963 |
-455 |
Dec07 |
070830 |
281.80 |
282.30 |
280.00 |
281.50 |
-0.40 |
1,358 |
9,212 |
+363 |
Mar08 |
070830 |
290.40 |
291.00 |
288.90 |
290.40 |
-0.50 |
664 |
16,422 |
+249 |
May08 |
070830 |
293.00 |
293.00 |
291.80 |
292.40 |
-0.90 |
141 |
5,991 |
+41 |
Aug08 |
070830 |
293.60 |
294.00 |
293.60 |
294.00 |
-0.40 |
178 |
4,944 |
-37 |
Total Volume and Open Interest |
4,999 |
79,364 |
+161 |
Cotton(ICE) |
Oct07 |
070830 |
56.15 |
57.46 |
56.15 |
57.15 |
+1.57 |
183 |
4,869 |
-27 |
Dec07 |
070830 |
57.45 |
59.28 |
57.45 |
59.07 |
+1.65 |
16,981 |
124,544 |
+144 |
Mar08 |
070830 |
61.00 |
62.30 |
61.00 |
62.20 |
+1.50 |
2,596 |
44,300 |
+365 |
May08 |
070830 |
63.00 |
63.40 |
63.00 |
63.40 |
+1.60 |
135 |
4,041 |
+70 |
Jul08 |
070830 |
64.00 |
64.50 |
64.00 |
64.50 |
+1.60 |
93 |
5,018 |
+47 |
Oct08 |
070830 |
65.95 |
65.95 |
65.95 |
65.95 |
+1.70 |
0 |
236 |
+0 |
Total Volume and Open Interest |
20,855 |
199,412 |
+771 |
Lumber(CME) |
Sep07 |
070830 |
260.5 |
261.2 |
256.4 |
259.7 |
-0.2 |
283 |
1,706 |
-49 |
Nov07 |
070830 |
261.0 |
261.4 |
256.2 |
259.9 |
-0.1 |
561 |
4,523 |
-121 |
Jan08 |
070830 |
277.0 |
277.0 |
272.8 |
276.2 |
-2.2 |
42 |
351 |
+19 |
Mar08 |
070830 |
284.2 |
293.4 |
281.2 |
291.6 |
+8.0 |
4 |
70 |
+3 |
Total Volume and Open Interest |
892 |
6,683 |
-147 |
Crude Oil(NYM) |
Oct07 |
070830 |
73.50 |
73.96 |
72.75 |
73.36 |
-0.15 |
213,070 |
320,167 |
-1,907 |
Nov07 |
070830 |
72.85 |
73.14 |
72.00 |
72.61 |
-0.17 |
85,617 |
148,393 |
+11,299 |
Dec07 |
070830 |
72.10 |
72.30 |
71.19 |
71.75 |
-0.25 |
67,735 |
186,915 |
+2,221 |
Jan08 |
070830 |
71.45 |
71.64 |
70.58 |
71.14 |
-0.29 |
23,163 |
60,405 |
-2,242 |
Feb08 |
070830 |
71.01 |
71.07 |
70.50 |
70.68 |
-0.32 |
6,208 |
30,219 |
+164 |
Mar08 |
070830 |
70.31 |
70.64 |
70.18 |
70.35 |
-0.34 |
6,534 |
36,457 |
+791 |
Apr08 |
070830 |
70.04 |
70.21 |
70.04 |
70.12 |
-0.36 |
2,659 |
38,634 |
-456 |
May08 |
070830 |
70.14 |
70.14 |
69.96 |
69.96 |
-0.37 |
2,601 |
43,602 |
-517 |
Jun08 |
070830 |
70.15 |
70.15 |
69.52 |
69.81 |
-0.38 |
5,161 |
50,303 |
-869 |
Jul08 |
070830 |
69.68 |
69.68 |
69.68 |
69.68 |
-0.38 |
1,827 |
16,686 |
+388 |
Aug08 |
070830 |
69.56 |
69.56 |
69.56 |
69.56 |
-0.38 |
214 |
13,330 |
-14 |
Sep08 |
070830 |
69.45 |
69.45 |
69.45 |
69.45 |
-0.38 |
846 |
44,529 |
-346 |
Oct08 |
070830 |
69.30 |
69.36 |
69.30 |
69.36 |
-0.38 |
690 |
19,964 |
+0 |
Nov08 |
070830 |
69.17 |
69.27 |
69.17 |
69.27 |
-0.38 |
344 |
17,024 |
+198 |
Dec08 |
070830 |
69.45 |
69.56 |
68.94 |
69.18 |
-0.38 |
11,241 |
156,778 |
-475 |
Jan09 |
070830 |
69.09 |
69.09 |
69.09 |
69.09 |
-0.38 |
100 |
21,059 |
+4 |
Total Volume and Open Interest |
432,654 |
1,442,037 |
+9,314 |
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 |
070830 |
73.500 |
73.975 |
72.750 |
73.350 |
-0.150 |
|
|
|
Nov07 |
070830 |
72.850 |
73.150 |
72.025 |
72.600 |
-0.175 |
|
|
|
Dec07 |
070830 |
72.250 |
72.425 |
71.300 |
71.750 |
-0.250 |
|
|
|
Jan08 |
070830 |
71.400 |
71.450 |
71.150 |
71.150 |
-0.275 |
|
|
|
Feb08 |
070830 |
70.675 |
70.675 |
70.675 |
70.675 |
-0.325 |
|
|
|
Mar08 |
070830 |
70.350 |
70.350 |
70.350 |
70.350 |
-0.350 |
|
|
|
Apr08 |
070830 |
70.125 |
70.125 |
70.125 |
70.125 |
-0.350 |
|
|
|
May08 |
070830 |
69.950 |
69.950 |
69.950 |
69.950 |
-0.375 |
|
|
|
Total Volume and Open Interest |
12,239 |
4,803 |
+617 |
Heating Oil(NYM) |
Sep07 |
070830 |
204.50 |
205.20 |
202.20 |
202.84 |
-1.35 |
18,800 |
10,508 |
-5,462 |
Oct07 |
070830 |
206.33 |
207.00 |
204.00 |
204.76 |
-1.29 |
31,279 |
70,418 |
+5,461 |
Nov07 |
070830 |
208.17 |
208.27 |
205.66 |
206.36 |
-1.29 |
10,265 |
38,902 |
+2,508 |
Dec07 |
070830 |
209.00 |
209.25 |
206.68 |
207.46 |
-1.29 |
8,925 |
38,223 |
+1,760 |
Jan08 |
070830 |
208.70 |
209.86 |
207.40 |
208.06 |
-1.34 |
2,893 |
19,608 |
+253 |
Feb08 |
070830 |
207.75 |
209.00 |
206.90 |
207.31 |
-1.34 |
2,105 |
12,917 |
-314 |
Mar08 |
070830 |
206.71 |
206.71 |
204.61 |
205.26 |
-1.39 |
1,733 |
5,759 |
+333 |
Apr08 |
070830 |
201.40 |
201.75 |
201.16 |
201.16 |
-1.39 |
570 |
6,190 |
-146 |
May08 |
070830 |
197.40 |
197.40 |
197.20 |
197.21 |
-1.39 |
610 |
3,034 |
+371 |
Jun08 |
070830 |
194.85 |
194.85 |
193.85 |
194.41 |
-1.44 |
710 |
11,721 |
-526 |
Jul08 |
070830 |
193.85 |
194.16 |
193.85 |
194.16 |
-1.49 |
2 |
705 |
-1 |
Aug08 |
070830 |
195.56 |
195.56 |
195.56 |
195.56 |
-1.49 |
0 |
324 |
+0 |
Total Volume and Open Interest |
77,945 |
222,260 |
+4,260 |
Gasoline(NYMEX) |
Sep07 |
070830 |
210.45 |
211.50 |
203.69 |
208.01 |
-2.07 |
25,045 |
14,854 |
-9,263 |
Oct07 |
070830 |
197.40 |
198.75 |
193.40 |
195.97 |
-1.40 |
43,380 |
59,490 |
+2,838 |
Nov07 |
070830 |
194.37 |
194.37 |
190.14 |
192.52 |
-0.90 |
9,773 |
34,276 |
+1,423 |
Dec07 |
070830 |
191.13 |
191.50 |
188.30 |
190.62 |
-0.45 |
7,563 |
21,258 |
+17 |
Jan08 |
070830 |
192.10 |
192.10 |
189.38 |
191.32 |
-0.40 |
2,508 |
11,438 |
+76 |
Feb08 |
070830 |
193.00 |
193.20 |
191.74 |
193.02 |
-0.40 |
1,423 |
6,184 |
+177 |
Mar08 |
070830 |
194.40 |
195.10 |
194.23 |
194.92 |
-0.40 |
1,493 |
7,294 |
+254 |
Apr08 |
070830 |
206.35 |
206.62 |
206.35 |
206.62 |
-0.50 |
327 |
5,981 |
+147 |
May08 |
070830 |
207.92 |
207.92 |
207.92 |
207.92 |
-0.50 |
105 |
2,998 |
+2 |
Jun08 |
070830 |
208.17 |
208.17 |
208.17 |
208.17 |
-0.55 |
294 |
5,132 |
-220 |
Total Volume and Open Interest |
92,051 |
175,772 |
-4,548 |
e-miNY RBOB Gasoline(NYM) |
Sep07 |
070830 |
208.01 |
208.01 |
208.01 |
208.01 |
-2.07 |
|
|
|
Oct07 |
070830 |
198.00 |
198.00 |
195.97 |
195.97 |
-1.40 |
0 |
1 |
+0 |
Nov07 |
070830 |
192.52 |
192.52 |
192.52 |
192.52 |
-0.90 |
|
|
|
Dec07 |
070830 |
190.62 |
190.62 |
190.62 |
190.62 |
-0.45 |
0 |
2 |
+0 |
Total Volume and Open Interest |
0 |
3 |
+0 |
Natural Gas(NYM) |
Oct07 |
070830 |
5.593 |
5.785 |
5.521 |
5.635 |
+0.054 |
42,514 |
110,787 |
+3,015 |
Nov07 |
070830 |
6.565 |
6.713 |
6.525 |
6.607 |
+0.046 |
9,190 |
74,746 |
+945 |
Dec07 |
070830 |
7.520 |
7.590 |
7.458 |
7.510 |
+0.024 |
4,470 |
47,887 |
-297 |
Jan08 |
070830 |
7.886 |
7.996 |
7.852 |
7.920 |
+0.034 |
4,077 |
46,175 |
-128 |
Feb08 |
070830 |
7.900 |
8.033 |
7.887 |
7.948 |
+0.035 |
1,692 |
35,813 |
+222 |
Mar08 |
070830 |
7.725 |
7.870 |
7.725 |
7.783 |
+0.042 |
1,989 |
47,525 |
+123 |
Apr08 |
070830 |
7.292 |
7.408 |
7.292 |
7.348 |
+0.042 |
2,535 |
38,874 |
-46 |
May08 |
070830 |
7.350 |
7.421 |
7.327 |
7.363 |
+0.042 |
1,157 |
26,807 |
-169 |
Jun08 |
070830 |
7.410 |
7.500 |
7.410 |
7.448 |
+0.047 |
166 |
17,619 |
+22 |
Jul08 |
070830 |
7.486 |
7.576 |
7.486 |
7.538 |
+0.047 |
246 |
10,685 |
+164 |
Aug08 |
070830 |
7.592 |
7.650 |
7.580 |
7.613 |
+0.052 |
354 |
10,413 |
-17 |
Sep08 |
070830 |
7.691 |
7.691 |
7.620 |
7.658 |
+0.052 |
76 |
7,303 |
+11 |
Oct08 |
070830 |
7.750 |
7.781 |
7.740 |
7.781 |
+0.050 |
1,164 |
28,652 |
-257 |
Nov08 |
070830 |
8.200 |
8.275 |
8.200 |
8.241 |
+0.055 |
37 |
14,499 |
+16 |
Dec08 |
070830 |
8.680 |
8.760 |
8.650 |
8.699 |
+0.058 |
33 |
13,953 |
+0 |
Jan09 |
070830 |
8.953 |
8.986 |
8.940 |
8.986 |
+0.060 |
415 |
29,260 |
+223 |
Total Volume and Open Interest |
71,611 |
760,849 |
-10,308 |
Brent Crude Oil(ICE) |
Oct07 |
070830 |
72.13 |
72.47 |
71.37 |
71.90 |
-0.23 |
106,163 |
102,408 |
-7,395 |
Nov07 |
070830 |
71.94 |
72.19 |
71.16 |
71.68 |
-0.26 |
67,221 |
130,207 |
+6,868 |
Dec07 |
070830 |
71.82 |
72.02 |
71.04 |
71.53 |
-0.30 |
46,602 |
109,133 |
+1,524 |
Jan08 |
070830 |
71.70 |
71.78 |
71.00 |
71.33 |
-0.29 |
7,127 |
28,083 |
+1,604 |
Feb08 |
070830 |
71.54 |
71.54 |
70.87 |
71.13 |
-0.27 |
1,472 |
17,599 |
+116 |
Mar08 |
070830 |
71.36 |
71.36 |
70.65 |
70.92 |
-0.27 |
855 |
12,564 |
-43 |
Apr08 |
070830 |
71.15 |
71.15 |
70.45 |
70.72 |
-0.29 |
395 |
9,922 |
+123 |
May08 |
070830 |
70.15 |
70.53 |
70.15 |
70.53 |
-0.32 |
198 |
4,173 |
-48 |
Jun08 |
070830 |
70.55 |
70.55 |
69.95 |
70.34 |
-0.35 |
1,494 |
26,577 |
+684 |
Jul08 |
070830 |
70.21 |
70.21 |
70.21 |
70.21 |
-0.37 |
500 |
5,518 |
+115 |
Aug08 |
070830 |
70.11 |
70.11 |
70.11 |
70.11 |
-0.36 |
0 |
2,999 |
+0 |
Sep08 |
070830 |
69.99 |
69.99 |
69.99 |
69.99 |
-0.36 |
5 |
3,707 |
+0 |
Oct08 |
070830 |
69.87 |
69.87 |
69.87 |
69.87 |
-0.36 |
0 |
4,467 |
+0 |
Nov08 |
070830 |
69.75 |
69.75 |
69.75 |
69.75 |
-0.36 |
0 |
3,417 |
+0 |
Total Volume and Open Interest |
242,616 |
606,960 |
+3,908 |
Gas Oil(ICE) |
Sep07 |
070830 |
640.00 |
640.75 |
634.25 |
636.50 |
+1.25 |
35,356 |
50,766 |
-1,098 |
Oct07 |
070830 |
641.25 |
641.50 |
635.00 |
637.25 |
+1.00 |
30,488 |
74,595 |
+6,650 |
Nov07 |
070830 |
641.00 |
641.25 |
634.50 |
637.00 |
+1.00 |
10,819 |
34,370 |
+3,110 |
Dec07 |
070830 |
640.00 |
640.75 |
634.50 |
636.75 |
+1.00 |
9,019 |
45,426 |
+1,035 |
Jan08 |
070830 |
641.00 |
643.25 |
637.25 |
639.50 |
+1.00 |
3,804 |
40,867 |
+1,530 |
Feb08 |
070830 |
637.75 |
637.75 |
635.75 |
635.75 |
+1.00 |
153 |
10,507 |
+92 |
Mar08 |
070830 |
633.25 |
633.25 |
631.00 |
631.00 |
+1.00 |
636 |
7,645 |
+98 |
Apr08 |
070830 |
625.00 |
625.00 |
625.00 |
625.00 |
+0.25 |
100 |
3,294 |
+0 |
May08 |
070830 |
620.00 |
620.00 |
620.00 |
620.00 |
+0.50 |
0 |
5,429 |
+0 |
Jun08 |
070830 |
619.25 |
619.25 |
616.00 |
616.00 |
+0.50 |
1,040 |
31,395 |
-55 |
Total Volume and Open Interest |
126,097 |
341,165 |
+4,362 |
Ethanol(CBOT) |
Aug07 |
070803 |
1.905 |
1.905 |
1.905 |
1.905 |
-0.010 |
0 |
63 |
-14 |
Sep07 |
070830 |
1.685 |
1.695 |
1.685 |
1.690 |
-0.029 |
20 |
82 |
-5 |
Oct07 |
070830 |
1.610 |
1.610 |
1.580 |
1.580 |
-0.051 |
8 |
187 |
+1 |
Nov07 |
070830 |
1.634 |
1.634 |
1.605 |
1.619 |
-0.038 |
10 |
79 |
+3 |
Dec07 |
070830 |
1.630 |
1.630 |
1.630 |
1.630 |
-0.039 |
6 |
157 |
+0 |
Jan08 |
070830 |
1.600 |
1.630 |
1.600 |
1.630 |
-0.028 |
1 |
135 |
+0 |
Feb08 |
070830 |
1.600 |
1.625 |
1.600 |
1.625 |
-0.015 |
1 |
114 |
-1 |
Mar08 |
070830 |
1.600 |
1.600 |
1.600 |
1.600 |
-0.020 |
0 |
102 |
-1 |
Total Volume and Open Interest |
48 |
1,328 |
-2 |
WTI Crude Oil(ICE) |
Oct07 |
070830 |
73.55 |
73.96 |
72.77 |
73.36 |
-0.15 |
84,869 |
114,469 |
+11,184 |
Nov07 |
070830 |
72.77 |
73.16 |
72.00 |
72.61 |
-0.17 |
44,275 |
61,716 |
+6,333 |
Dec07 |
070830 |
72.00 |
72.30 |
71.20 |
71.75 |
-0.25 |
38,883 |
115,241 |
+1,348 |
Jan08 |
070830 |
71.34 |
71.49 |
70.63 |
71.14 |
-0.29 |
6,687 |
28,575 |
+360 |
Feb08 |
070830 |
70.68 |
70.68 |
70.68 |
70.68 |
-0.32 |
1,672 |
10,847 |
+484 |
Mar08 |
070830 |
70.36 |
70.36 |
70.35 |
70.35 |
-0.34 |
411 |
10,814 |
+52 |
Apr08 |
070830 |
70.00 |
70.12 |
69.97 |
70.12 |
-0.36 |
521 |
6,639 |
+370 |
May08 |
070830 |
69.96 |
69.96 |
69.96 |
69.96 |
-0.37 |
88 |
2,125 |
+26 |
Jun08 |
070830 |
69.80 |
69.81 |
69.54 |
69.81 |
-0.38 |
3,324 |
31,149 |
+1,827 |
Jul08 |
070830 |
69.68 |
69.68 |
69.68 |
69.68 |
-0.38 |
400 |
2,075 |
+374 |
Aug08 |
070830 |
69.56 |
69.56 |
69.56 |
69.56 |
-0.38 |
0 |
824 |
+0 |
Sep08 |
070830 |
69.45 |
69.45 |
69.45 |
69.45 |
-0.38 |
0 |
2,970 |
+0 |
Oct08 |
070830 |
69.36 |
69.36 |
69.36 |
69.36 |
-0.38 |
10 |
3,752 |
-10 |
Nov08 |
070830 |
69.27 |
69.27 |
69.27 |
69.27 |
-0.38 |
20 |
1,333 |
+9 |
Dec08 |
070830 |
69.06 |
69.50 |
68.81 |
69.18 |
-0.38 |
10,594 |
84,607 |
+1,326 |
Jan09 |
070830 |
69.09 |
69.09 |
69.09 |
69.09 |
-0.38 |
0 |
1,330 |
+0 |
Total Volume and Open Interest |
198,715 |
588,667 |
+24,251 |
US Dollar Index(ICE) |
Sep07 |
070830 |
80.660 |
80.960 |
80.590 |
80.760 |
+0.120 |
1,042 |
19,187 |
-322 |
Dec07 |
070830 |
80.810 |
80.810 |
80.480 |
80.610 |
+0.120 |
114 |
3,543 |
+51 |
Mar08 |
070830 |
80.420 |
80.470 |
80.420 |
80.470 |
+0.120 |
1 |
653 |
+1 |
Total Volume and Open Interest |
1,157 |
23,392 |
-270 |
Australian Dollar(CME) |
Sep07 |
070830 |
82.14 |
82.14 |
81.24 |
81.47 |
-0.06 |
47,586 |
95,029 |
+655 |
Dec07 |
070830 |
81.74 |
81.82 |
81.00 |
81.18 |
-0.06 |
394 |
1,986 |
+164 |
Mar08 |
070830 |
80.83 |
81.34 |
80.79 |
80.83 |
-0.06 |
0 |
152 |
+0 |
Total Volume and Open Interest |
47,980 |
97,461 |
+819 |
British Pound(CME) |
Sep07 |
070830 |
201.67 |
201.79 |
200.38 |
201.32 |
-0.24 |
79,965 |
125,729 |
+4,294 |
Dec07 |
070830 |
200.90 |
201.29 |
199.94 |
200.85 |
-0.21 |
546 |
2,207 |
+126 |
Mar08 |
070830 |
199.95 |
200.50 |
199.32 |
200.19 |
-0.21 |
0 |
31 |
+0 |
Total Volume and Open Interest |
80,511 |
127,990 |
+4,420 |
Canadian Dollar(CME) |
Sep07 |
070830 |
94.44 |
94.88 |
93.81 |
94.50 |
+0.32 |
33,153 |
125,091 |
-1,274 |
Dec07 |
070830 |
94.37 |
95.02 |
93.96 |
94.63 |
+0.30 |
738 |
6,162 |
+149 |
Mar08 |
070830 |
95.00 |
95.12 |
94.22 |
94.76 |
+0.30 |
7 |
861 |
+2 |
Jun08 |
070830 |
95.00 |
95.13 |
94.27 |
94.82 |
+0.30 |
1 |
339 |
+0 |
Total Volume and Open Interest |
33,906 |
132,733 |
-1,123 |
Japanese Yen(CME) |
Sep07 |
070830 |
86.32 |
86.99 |
86.28 |
86.59 |
-0.24 |
153,135 |
241,157 |
+873 |
Dec07 |
070830 |
87.35 |
87.96 |
87.33 |
87.61 |
-0.22 |
662 |
19,870 |
+10 |
Mar08 |
070830 |
88.47 |
88.70 |
88.26 |
88.47 |
-0.22 |
0 |
411 |
+0 |
Total Volume and Open Interest |
153,808 |
277,877 |
+882 |
Swiss Franc(CME) |
Sep07 |
070830 |
83.50 |
83.53 |
82.98 |
83.26 |
-0.23 |
34,235 |
118,542 |
+1,085 |
Dec07 |
070830 |
83.94 |
84.07 |
83.54 |
83.84 |
-0.19 |
485 |
1,731 |
+345 |
Mar08 |
070830 |
84.28 |
84.28 |
84.01 |
84.28 |
-0.19 |
0 |
18 |
+0 |
Total Volume and Open Interest |
34,720 |
120,300 |
+1,430 |
EuroFX(CME) |
Sep07 |
070830 |
136.86 |
136.86 |
136.02 |
136.47 |
-0.23 |
168,740 |
220,237 |
+5,334 |
Dec07 |
070830 |
137.04 |
137.10 |
136.30 |
136.77 |
-0.19 |
923 |
5,993 |
+50 |
Mar08 |
070830 |
136.63 |
137.09 |
136.46 |
136.94 |
-0.19 |
4 |
124 |
-2 |
Total Volume and Open Interest |
169,668 |
226,480 |
+5,382 |
Mexican Peso(CME) |
Sep07 |
070830 |
901.5 |
903.0 |
898.8 |
900.8 |
-0.2 |
13,244 |
77,421 |
+1,667 |
Oct07 |
070830 |
899.0 |
899.0 |
899.0 |
899.0 |
unch |
0 |
68 |
+0 |
Total Volume and Open Interest |
17,082 |
105,467 |
+4,288 |
Brazilian Real(CME) |
Sep07 |
070830 |
509.50 |
509.50 |
506.00 |
506.00 |
-2.90 |
293 |
6,526 |
-280 |
Oct07 |
070830 |
504.30 |
507.50 |
504.30 |
504.30 |
-3.20 |
|
|
|
Nov07 |
070830 |
502.40 |
505.70 |
502.40 |
502.40 |
-3.30 |
|
|
|
Dec07 |
070830 |
501.10 |
504.60 |
501.10 |
501.10 |
-3.50 |
508 |
2,737 |
+423 |
Total Volume and Open Interest |
801 |
9,263 |
+143 |
30-Year T-Bonds(CBOT) |
Sep07 |
070830 |
111~130 |
112~040 |
111~110 |
112~030 |
+0~200 |
604,560 |
474,986 |
-196,696 |
Dec07 |
070830 |
111~080 |
111~310 |
111~060 |
111~300 |
+0~200 |
327,254 |
552,505 |
+222,462 |
Mar08 |
070830 |
111~290 |
111~290 |
111~290 |
111~290 |
+0~200 |
0 |
1,010 |
+3 |
Total Volume and Open Interest |
931,820 |
1,028,605 |
+25,772 |
10-Year T-Notes(CBOT) |
Sep07 |
070830 |
109~090 |
109~270 |
109~080 |
109~265 |
+0~140 |
1,633,146 |
1,221,405 |
-368,389 |
Dec07 |
070830 |
108~290 |
109~150 |
108~280 |
109~140 |
+0~140 |
678,495 |
1,229,949 |
+279,538 |
Mar08 |
070830 |
109~020 |
109~045 |
109~020 |
109~045 |
+0~120 |
0 |
1,949 |
+0 |
Total Volume and Open Interest |
2,311,641 |
2,453,313 |
-88,851 |
5-Year T-Notes(CBOT) |
Sep07 |
070830 |
106~108 |
107~002 |
106~096 |
107~002 |
+0~036 |
1,152,951 |
0 |
+0 |
Dec07 |
070830 |
106~104 |
106~124 |
106~088 |
106~124 |
+0~038 |
567,475 |
0 |
+0 |
Mar08 |
070830 |
106~124 |
106~124 |
106~124 |
106~124 |
+0~038 |
|
|
|
Total Volume and Open Interest |
1,997,621 |
1,668,948 |
+35,624 |
2 Year T-Notes(CBOT) |
Sep07 |
070830 |
103~002 |
103~020 |
103~000 |
103~018 |
+0~011 |
607,099 |
425,465 |
-216,834 |
Dec07 |
070830 |
103~014 |
103~044 |
103~012 |
103~032 |
+0~014 |
367,982 |
525,507 |
+202,890 |
Total Volume and Open Interest |
975,081 |
950,972 |
-13,944 |
Eurodollars(CME) |
Sep07 |
070830 |
94.592 |
94.600 |
94.507 |
94.545 |
-0.058 |
398,805 |
1,549,354 |
+43,080 |
Dec07 |
070830 |
95.100 |
95.140 |
95.040 |
95.110 |
-0.010 |
392,410 |
1,575,494 |
+5,221 |
Mar08 |
070830 |
95.340 |
95.440 |
95.340 |
95.435 |
+0.055 |
473,312 |
1,595,859 |
-30,679 |
Jun08 |
070830 |
95.415 |
95.540 |
95.415 |
95.535 |
+0.075 |
433,081 |
1,406,762 |
+24,741 |
Sep08 |
070830 |
95.405 |
95.535 |
95.400 |
95.530 |
+0.085 |
365,008 |
1,207,030 |
+24,100 |
Dec08 |
070830 |
95.380 |
95.490 |
95.370 |
95.485 |
+0.080 |
319,837 |
1,107,479 |
+23,594 |
Mar09 |
070830 |
95.325 |
95.440 |
95.320 |
95.430 |
+0.075 |
200,320 |
672,506 |
+4,270 |
Jun09 |
070830 |
95.265 |
95.375 |
95.250 |
95.365 |
+0.075 |
136,185 |
506,865 |
+12,873 |
Sep09 |
070830 |
95.200 |
95.315 |
95.200 |
95.310 |
+0.075 |
50,270 |
316,208 |
-1,375 |
Dec09 |
070830 |
95.175 |
95.245 |
95.170 |
95.235 |
+0.065 |
34,812 |
230,238 |
+4,696 |
Mar10 |
070830 |
95.125 |
95.195 |
95.125 |
95.185 |
+0.060 |
20,878 |
159,616 |
+419 |
Jun10 |
070830 |
95.050 |
95.135 |
95.045 |
95.125 |
+0.050 |
21,129 |
134,467 |
-1,011 |
Sep10 |
070830 |
95.045 |
95.075 |
95.020 |
95.065 |
+0.050 |
8,696 |
101,769 |
-259 |
Dec10 |
070830 |
94.965 |
95.000 |
94.960 |
94.995 |
+0.045 |
7,772 |
110,864 |
+1,604 |
Mar11 |
070830 |
94.915 |
94.955 |
94.915 |
94.950 |
+0.045 |
7,214 |
97,223 |
-1,630 |
Jun11 |
070830 |
94.880 |
94.900 |
94.855 |
94.890 |
+0.040 |
5,613 |
91,611 |
-1,175 |
Sep11 |
070830 |
94.820 |
94.845 |
94.800 |
94.835 |
+0.040 |
5,672 |
78,221 |
-17 |
Dec11 |
070830 |
94.760 |
94.785 |
94.740 |
94.775 |
+0.040 |
6,068 |
55,864 |
+755 |
Total Volume and Open Interest |
210,552 |
11,217,516 |
+110,479 |
30 Day Federal Funds(CBOT) |
Aug07 |
070830 |
94.980 |
94.980 |
94.980 |
94.980 |
+0.015 |
100 |
96,822 |
+1,229 |
Sep07 |
070830 |
95.035 |
95.035 |
95.030 |
95.030 |
+0.035 |
13 |
132,258 |
+935 |
Oct07 |
070830 |
95.145 |
95.165 |
95.145 |
95.160 |
+0.050 |
276 |
95,144 |
+4,428 |
Nov07 |
070830 |
95.330 |
95.345 |
95.325 |
95.345 |
+0.055 |
122 |
110,598 |
+847 |
Dec07 |
070830 |
95.445 |
95.465 |
95.410 |
95.465 |
+0.055 |
23 |
59,381 |
+2,090 |
Jan08 |
070830 |
95.505 |
95.505 |
95.505 |
95.505 |
+0.055 |
0 |
12,328 |
+164 |
Total Volume and Open Interest |
535 |
519,598 |
+10,772 |
30 Day Fed Funds(e-CBOT) |
Aug07 |
070830 |
94.970 |
94.990 |
94.965 |
94.975 |
+0.015 |
4,905 |
0 |
+0 |
Sep07 |
070830 |
94.990 |
95.060 |
94.990 |
95.025 |
+0.030 |
17,631 |
0 |
+0 |
Oct07 |
070830 |
95.100 |
95.170 |
95.100 |
95.150 |
+0.045 |
16,532 |
0 |
+0 |
Nov07 |
070830 |
95.270 |
95.360 |
95.270 |
95.340 |
+0.065 |
6,982 |
0 |
+0 |
Dec07 |
070830 |
95.400 |
95.470 |
95.400 |
95.460 |
+0.080 |
5,922 |
0 |
+0 |
Jan08 |
070830 |
95.455 |
95.510 |
95.445 |
95.500 |
+0.060 |
247 |
0 |
+0 |
Total Volume and Open Interest |
53,537 |
|
|
3-Mth Euro-Yen(CME) |
Sep07 |
070830 |
99.180 |
99.190 |
99.175 |
99.180 |
-0.005 |
1,865 |
24,167 |
-5 |
Dec07 |
070830 |
99.155 |
99.155 |
99.140 |
99.150 |
unch |
1,162 |
11,560 |
+468 |
Mar08 |
070830 |
99.110 |
99.115 |
99.105 |
99.110 |
+0.005 |
200 |
6,086 |
-652 |
Jun08 |
070830 |
99.080 |
99.085 |
99.040 |
99.070 |
+0.005 |
328 |
4,418 |
+93 |
Sep08 |
070830 |
99.025 |
99.030 |
98.995 |
99.025 |
+0.005 |
100 |
3,291 |
+100 |
Dec08 |
070830 |
98.950 |
98.955 |
98.920 |
98.950 |
unch |
0 |
1,891 |
-100 |
Mar09 |
070830 |
98.880 |
98.880 |
98.865 |
98.880 |
+0.015 |
100 |
694 |
+510 |
Jun09 |
070830 |
98.805 |
98.805 |
98.790 |
98.805 |
+0.015 |
0 |
100 |
+0 |
Sep09 |
070830 |
98.725 |
98.725 |
98.705 |
98.725 |
+0.020 |
|
|
|
Dec09 |
070830 |
98.645 |
98.645 |
98.625 |
98.645 |
+0.020 |
|
|
|
Total Volume and Open Interest |
3,755 |
52,207 |
+414 |
3-Mth Euro-Yen(SGX) |
Sep07 |
070830 |
99.18 |
99.19 |
99.18 |
99.18 |
unch |
605 |
78,998 |
+1,016 |
Dec07 |
070830 |
99.15 |
99.16 |
99.15 |
99.15 |
+0.01 |
1,262 |
57,151 |
+471 |
Mar08 |
070830 |
99.10 |
99.12 |
99.10 |
99.11 |
+0.02 |
225 |
41,400 |
-266 |
Jun08 |
070830 |
99.06 |
99.08 |
99.06 |
99.07 |
+0.02 |
514 |
23,199 |
-151 |
Sep08 |
070830 |
99.02 |
99.04 |
99.01 |
99.03 |
+0.02 |
314 |
12,659 |
-116 |
Dec08 |
070830 |
98.93 |
98.96 |
98.93 |
98.96 |
+0.02 |
105 |
8,612 |
+94 |
Mar09 |
070830 |
98.89 |
98.89 |
98.86 |
98.89 |
+0.02 |
7 |
4,502 |
+7 |
Jun09 |
070830 |
98.81 |
98.82 |
98.81 |
98.81 |
+0.02 |
0 |
1,168 |
+0 |
Total Volume and Open Interest |
3,032 |
229,589 |
+1,055 |
Japanese Gov't Bonds(SGX) |
Sep07 |
070830 |
135.46 |
135.83 |
135.35 |
135.72 |
+0.04 |
2,054 |
42,162 |
+136 |
Dec07 |
070830 |
135.12 |
135.41 |
134.97 |
135.30 |
+0.04 |
179 |
341 |
+111 |
Mar08 |
070830 |
135.30 |
135.30 |
135.30 |
135.30 |
+0.04 |
|
|
|
Total Volume and Open Interest |
2,233 |
42,503 |
+247 |
Euro-Bund(EUREX) |
Sep07 |
070830 |
113.77 |
113.98 |
113.62 |
113.79 |
-0.11 |
1,137,756 |
1,427,692 |
+7,376 |
Dec07 |
070830 |
113.40 |
113.55 |
113.25 |
113.40 |
-0.11 |
51,494 |
104,615 |
+19,888 |
Mar08 |
070830 |
113.76 |
113.76 |
113.76 |
113.76 |
-0.11 |
460 |
12 |
+0 |
Total Volume and Open Interest |
1,189,710 |
1,532,319 |
+27,264 |
Euro-Bobl(EUREX) |
Sep07 |
070830 |
108.14 |
108.24 |
108.03 |
108.14 |
-0.09 |
542,754 |
1,254,782 |
-27,726 |
Dec07 |
070830 |
107.96 |
108.06 |
107.89 |
107.97 |
-0.09 |
26,195 |
49,392 |
+15,985 |
Mar08 |
070830 |
107.84 |
107.84 |
107.84 |
107.84 |
-0.10 |
112 |
0 |
+0 |
Total Volume and Open Interest |
569,061 |
1,304,174 |
-11,741 |
3-Mth Euribor(EUREX) |
Sep07 |
070830 |
95.360 |
95.365 |
95.355 |
95.360 |
-0.020 |
594 |
29,883 |
+91 |
Dec07 |
070830 |
95.530 |
95.535 |
95.510 |
95.525 |
-0.025 |
369 |
14,444 |
+100 |
Mar08 |
070830 |
95.640 |
95.670 |
95.640 |
95.655 |
-0.025 |
277 |
9,682 |
+158 |
Total Volume and Open Interest |
1,321 |
65,204 |
+322 |
Long Gilt(LIFFE) |
Sep07 |
070830 |
106~29 |
107~05 |
106~26 |
107~02 |
+0~02 |
277,137 |
179,232 |
-71,456 |
Dec07 |
070830 |
106~30 |
107~06 |
106~28 |
107~04 |
+0~01 |
209,684 |
246,148 |
+96,161 |
Total Volume and Open Interest |
486,821 |
425,380 |
+24,705 |
3-Mth Short Sterling(LIFFE) |
Sep07 |
070830 |
93.45 |
93.47 |
93.42 |
93.43 |
-0.04 |
53,676 |
518,727 |
-3,751 |
Dec07 |
070830 |
93.70 |
93.75 |
93.67 |
93.70 |
-0.05 |
92,383 |
512,733 |
-2,034 |
Mar08 |
070830 |
93.87 |
93.92 |
93.85 |
93.89 |
-0.01 |
81,314 |
443,263 |
+9,800 |
Jun08 |
070830 |
93.98 |
94.04 |
93.96 |
94.01 |
+0.02 |
74,750 |
407,937 |
+470 |
Sep08 |
070830 |
94.02 |
94.10 |
94.02 |
94.08 |
+0.03 |
52,090 |
319,362 |
-4,036 |
Dec08 |
070830 |
94.07 |
94.14 |
94.07 |
94.12 |
+0.03 |
33,003 |
232,665 |
-156 |
Total Volume and Open Interest |
421,192 |
2,808,045 |
+1,383 |
3-Mth Euribor(LIFFE) |
Sep07 |
070830 |
95.370 |
95.370 |
95.340 |
95.360 |
-0.020 |
180,150 |
914,963 |
+2,600 |
Dec07 |
070830 |
95.530 |
95.550 |
95.505 |
95.525 |
-0.020 |
230,968 |
851,509 |
+18,954 |
Mar08 |
070830 |
95.635 |
95.685 |
95.610 |
95.650 |
-0.025 |
157,182 |
541,299 |
-16,655 |
Total Volume and Open Interest |
942,985 |
4,116,834 |
+20,775 |
3-Mth Aus T-Bills(SFE) |
Sep07 |
070830 |
93.20 |
93.21 |
93.17 |
93.20 |
-0.01 |
23,831 |
484,461 |
+2,791 |
Dec07 |
070830 |
93.22 |
93.23 |
93.18 |
93.23 |
unch |
34,573 |
348,917 |
+2,947 |
Mar08 |
070830 |
93.24 |
93.25 |
93.19 |
93.23 |
-0.02 |
27,046 |
161,995 |
+5,644 |
Jun08 |
070830 |
93.25 |
93.26 |
93.20 |
93.23 |
-0.03 |
10,228 |
105,821 |
+1,158 |
Sep08 |
070830 |
93.27 |
93.27 |
93.21 |
93.24 |
-0.03 |
1,237 |
57,936 |
+198 |
Dec08 |
070830 |
93.25 |
93.25 |
93.21 |
93.23 |
-0.04 |
2,404 |
42,685 |
+1,416 |
Mar09 |
070830 |
93.22 |
93.22 |
93.22 |
93.22 |
-0.04 |
450 |
32,357 |
+250 |
Jun09 |
070830 |
93.20 |
93.22 |
93.20 |
93.22 |
-0.03 |
1 |
20,129 |
-1,000 |
Sep09 |
070830 |
93.20 |
93.20 |
93.20 |
93.20 |
-0.04 |
1 |
2,408 |
+0 |
Dec09 |
070830 |
93.20 |
93.20 |
93.20 |
93.20 |
-0.04 |
0 |
635 |
+0 |
Total Volume and Open Interest |
99,771 |
1,257,527 |
+13,404 |
10-Year Aus T-Bonds(SFE) |
Sep07 |
070830 |
94.13 |
94.15 |
94.05 |
94.09 |
-0.04 |
70,444 |
561,990 |
-31,182 |
Dec07 |
070830 |
94.13 |
94.14 |
94.08 |
94.10 |
-0.05 |
28 |
80 |
+27 |
Total Volume and Open Interest |
70,472 |
562,070 |
-31,155 |
3-Year Aus T-Bonds(SFE) |
Sep07 |
070830 |
93.86 |
93.88 |
93.78 |
93.83 |
-0.04 |
109,532 |
779,504 |
+27,447 |
Dec07 |
070830 |
93.87 |
93.87 |
93.87 |
93.87 |
-0.03 |
700 |
708 |
+700 |
Total Volume and Open Interest |
110,232 |
780,212 |
+28,147 |
Gold(CMX) |
Oct07 |
070830 |
669.5 |
670.5 |
666.3 |
668.0 |
-1.5 |
3,748 |
32,127 |
-1,743 |
Dec07 |
070830 |
676.5 |
676.8 |
671.8 |
673.9 |
-1.5 |
53,618 |
183,305 |
+196 |
Feb08 |
070830 |
680.7 |
681.2 |
679.7 |
679.7 |
-1.5 |
768 |
15,878 |
+62 |
Apr08 |
070830 |
686.5 |
686.5 |
685.2 |
685.2 |
-1.5 |
940 |
17,953 |
+35 |
Jun08 |
070830 |
690.6 |
690.6 |
690.6 |
690.6 |
-1.5 |
395 |
14,948 |
+173 |
Aug08 |
070830 |
695.9 |
695.9 |
695.9 |
695.9 |
-1.5 |
172 |
8,000 |
+85 |
Oct08 |
070830 |
701.1 |
701.1 |
701.1 |
701.1 |
-1.5 |
0 |
1,589 |
+0 |
Dec08 |
070830 |
705.0 |
706.3 |
705.0 |
706.3 |
-1.5 |
664 |
15,862 |
-111 |
Feb09 |
070830 |
711.6 |
711.6 |
711.6 |
711.6 |
-1.6 |
100 |
11,226 |
+50 |
Apr09 |
070830 |
716.8 |
716.8 |
716.8 |
716.8 |
-1.7 |
100 |
1,730 |
+100 |
Jun09 |
070830 |
722.2 |
722.2 |
722.2 |
722.2 |
-1.8 |
225 |
10,908 |
-125 |
Total Volume and Open Interest |
60,808 |
324,433 |
-1,334 |
Silver(CMX) |
Sep07 |
070830 |
1189.5 |
1190.5 |
1172.5 |
1179.1 |
-5.4 |
24,849 |
8,201 |
-9,417 |
Dec07 |
070830 |
1207.5 |
1207.5 |
1189.0 |
1196.0 |
-4.7 |
20,754 |
69,494 |
+7,271 |
Mar08 |
070830 |
1218.0 |
1218.5 |
1208.5 |
1211.5 |
-4.7 |
286 |
7,506 |
+104 |
May08 |
070830 |
1223.0 |
1223.0 |
1221.0 |
1221.4 |
-4.7 |
4 |
5,142 |
+2 |
Jul08 |
070830 |
1230.0 |
1231.0 |
1230.0 |
1230.6 |
-4.7 |
8 |
4,932 |
+4 |
Sep08 |
070830 |
1242.0 |
1242.0 |
1239.8 |
1239.8 |
-4.7 |
6 |
969 |
+0 |
Dec08 |
070830 |
1258.5 |
1258.5 |
1252.6 |
1252.6 |
-4.7 |
21 |
5,412 |
+12 |
Total Volume and Open Interest |
45,947 |
109,756 |
-2,035 |
Platinum(NYMEX) |
Oct07 |
070830 |
1272.1 |
1274.9 |
1259.0 |
1260.1 |
-6.7 |
1,367 |
9,866 |
-201 |
Jan08 |
070830 |
1277.2 |
1278.2 |
1270.1 |
1270.1 |
-5.9 |
36 |
483 |
+23 |
Apr08 |
070830 |
1281.5 |
1281.5 |
1281.5 |
1281.5 |
-5.9 |
0 |
2 |
+0 |
Total Volume and Open Interest |
1,403 |
10,351 |
-178 |
Palladium(NYMEX) |
Sep07 |
070830 |
330.00 |
330.80 |
325.15 |
330.70 |
-0.30 |
2,217 |
3,104 |
-1,306 |
Dec07 |
070830 |
334.60 |
336.00 |
330.00 |
335.60 |
-0.20 |
2,214 |
11,922 |
+1,266 |
Mar08 |
070830 |
335.60 |
340.35 |
335.60 |
340.35 |
-0.20 |
0 |
776 |
+0 |
Total Volume and Open Interest |
4,431 |
17,779 |
-40 |
Copper(CMX) |
Sep07 |
070830 |
335.20 |
336.65 |
332.00 |
335.35 |
+0.35 |
5,686 |
7,573 |
-1,516 |
Dec07 |
070830 |
334.70 |
336.40 |
331.05 |
334.80 |
+0.40 |
10,091 |
48,811 |
+363 |
Mar08 |
070830 |
329.80 |
332.70 |
329.80 |
332.40 |
+0.75 |
181 |
6,062 |
+88 |
May08 |
070830 |
329.00 |
329.00 |
329.00 |
329.00 |
+0.75 |
33 |
995 |
-2 |
Jul08 |
070830 |
325.65 |
325.65 |
325.65 |
325.65 |
+0.75 |
1 |
514 |
+0 |
Total Volume and Open Interest |
16,608 |
71,685 |
-1,398 |
DJIA Index(CBOT) |
Sep07 |
070830 |
13311 |
13340 |
13205 |
13279 |
-32 |
3,954 |
37,298 |
-57 |
Dec07 |
070830 |
13395 |
13420 |
13320 |
13370 |
-30 |
60 |
539 |
+34 |
Mar08 |
070830 |
13463 |
13463 |
13463 |
13463 |
-32 |
0 |
1 |
+0 |
Jun08 |
070830 |
13557 |
13557 |
13557 |
13557 |
-32 |
|
|
|
Total Volume and Open Interest |
4,014 |
37,838 |
-23 |
E-mini DJIA Index(CBOT) |
Sep07 |
070830 |
13318 |
13340 |
13205 |
13279 |
-32 |
161,960 |
94,557 |
-1,468 |
Dec07 |
070830 |
13400 |
13423 |
13315 |
13370 |
-30 |
222 |
419 |
+22 |
Mar08 |
070830 |
13463 |
13463 |
13463 |
13463 |
-32 |
|
|
|
Jun08 |
070830 |
13557 |
13557 |
13557 |
13557 |
-32 |
|
|
|
Total Volume and Open Interest |
162,182 |
94,976 |
-1,446 |
S & P 500(CME) |
Sep07 |
070830 |
1465.20 |
1471.50 |
1452.50 |
1461.60 |
-3.80 |
51,825 |
541,283 |
-712 |
Dec07 |
070830 |
1466.50 |
1483.50 |
1465.50 |
1474.10 |
-3.70 |
6,455 |
126,508 |
+2,400 |
Mar08 |
070830 |
1484.90 |
1492.00 |
1477.00 |
1484.90 |
-3.10 |
50 |
7,519 |
+50 |
Jun08 |
070830 |
1495.70 |
1503.00 |
1488.00 |
1495.70 |
-3.30 |
0 |
203 |
+0 |
Total Volume and Open Interest |
58,330 |
677,630 |
+1,738 |
S & P 500 E-Mini(Globex) |
Sep07 |
070830 |
1465.25 |
1471.50 |
1452.50 |
1461.50 |
-4.00 |
2,013,564 |
2,036,036 |
+28,698 |
Dec07 |
070830 |
1476.75 |
1483.75 |
1465.00 |
1474.00 |
-3.75 |
20,761 |
118,010 |
+9,909 |
Total Volume and Open Interest |
2,034,325 |
2,154,047 |
+38,607 |
NASDAQ 100(CME) |
Sep07 |
070830 |
1961.00 |
1988.00 |
1946.00 |
1974.80 |
+13.80 |
5,692 |
68,780 |
+979 |
Dec07 |
070830 |
1974.00 |
2009.00 |
1974.00 |
1998.00 |
+14.00 |
4 |
105 |
+3 |
Mar08 |
070830 |
2020.80 |
2020.80 |
2006.80 |
2020.80 |
+14.00 |
|
|
|
Total Volume and Open Interest |
5,696 |
68,885 |
+982 |
NASDAQ 100 E-Mini(Globex) |
Sep07 |
070830 |
1961.30 |
1987.00 |
1946.80 |
1974.80 |
+13.80 |
369,827 |
417,936 |
+8,959 |
Dec07 |
070830 |
1982.50 |
2010.00 |
1970.00 |
1998.00 |
+14.00 |
1,007 |
2,320 |
+785 |
Total Volume and Open Interest |
370,834 |
420,256 |
+9,744 |
S & P Midcap 400(CME) |
Sep07 |
070830 |
852.50 |
859.50 |
849.50 |
852.60 |
-4.60 |
320 |
7,012 |
+8 |
Dec07 |
070830 |
861.00 |
861.00 |
860.15 |
861.00 |
-4.15 |
|
|
|
Mar08 |
070830 |
870.75 |
870.75 |
869.90 |
870.75 |
-4.15 |
|
|
|
Total Volume and Open Interest |
320 |
7,012 |
+8 |
Russell 2000 E-Mini(Globex) |
Sep07 |
070830 |
789.20 |
793.90 |
779.00 |
784.60 |
-4.80 |
220,996 |
598,444 |
+1,159 |
Dec07 |
070830 |
794.60 |
794.60 |
790.60 |
790.60 |
-4.70 |
253 |
1,718 |
+39 |
Mar08 |
070830 |
796.50 |
796.50 |
796.50 |
796.50 |
-4.80 |
|
|
|
Total Volume and Open Interest |
225,441 |
598,964 |
+0 |
Nikkei 225(CME) |
Sep07 |
070830 |
16110 |
16375 |
16070 |
16235 |
-140 |
10,849 |
60,937 |
-27 |
Dec07 |
070830 |
16225 |
16225 |
16225 |
16225 |
-140 |
5 |
152 |
+1 |
Total Volume and Open Interest |
10,854 |
61,090 |
-26 |
Nikkei 225(SGX) |
Sep07 |
070830 |
16330 |
16345 |
16085 |
16190 |
+140 |
89,950 |
259,234 |
+2,139 |
Dec07 |
070830 |
16270 |
16300 |
16060 |
16115 |
+140 |
294 |
5,152 |
+152 |
Mar08 |
070830 |
16140 |
16140 |
16140 |
16140 |
+145 |
0 |
2 |
+0 |
Total Volume and Open Interest |
90,244 |
264,429 |
+2,291 |
CAC 40(EURONEXT) |
Sep07 |
070830 |
5575.5 |
5620.0 |
5531.5 |
5604.5 |
+71.5 |
148,410 |
534,809 |
+29,440 |
Oct07 |
070830 |
5593.5 |
5624.0 |
5551.5 |
5622.5 |
+71.5 |
31 |
471 |
+18 |
Nov07 |
070830 |
5637.5 |
5637.5 |
5637.5 |
5637.5 |
+71.5 |
0 |
118 |
+0 |
Total Volume and Open Interest |
148,458 |
538,858 |
+29,457 |
Hang Seng Index(HKFE) |
Aug07 |
070830 |
23449 |
23548 |
23372 |
23501 |
+501 |
110,307 |
54,374 |
-31,019 |
Sep07 |
070830 |
23467 |
23487 |
23282 |
23387 |
+434 |
80,331 |
111,291 |
+36,534 |
Total Volume and Open Interest |
191,017 |
166,893 |
+5,310 |
DAX(EUREX) |
Sep07 |
070830 |
7512.5 |
7560.0 |
7435.5 |
7542.5 |
+91.0 |
185,087 |
274,360 |
-8,494 |
Dec07 |
070830 |
7594.5 |
7641.0 |
7523.5 |
7628.0 |
+92.5 |
2,083 |
20,963 |
+1,405 |
Mar08 |
070830 |
7675.0 |
7712.0 |
7608.0 |
7712.0 |
+93.0 |
69 |
2,001 |
+21 |
Total Volume and Open Interest |
187,239 |
297,324 |
-7,068 |
FT-SE 100(EURONEXT) |
Sep07 |
070830 |
6188.00 |
6243.00 |
6135.00 |
6220.50 |
+76.50 |
114,470 |
516,707 |
-1,706 |
Dec07 |
070830 |
6260.50 |
6297.00 |
6210.00 |
6284.00 |
+79.00 |
314 |
12,653 |
+154 |
Mar08 |
070830 |
6277.00 |
6319.00 |
6218.00 |
6301.50 |
+79.50 |
99 |
776 |
+41 |
Total Volume and Open Interest |
114,883 |
530,142 |
-1,511 |
SPI 200(SFE) |
Sep07 |
070830 |
6090.0 |
6204.0 |
6081.0 |
6149.0 |
+47.0 |
23,675 |
482,692 |
+8,400 |
Dec07 |
070830 |
6190.0 |
6222.0 |
6180.0 |
6189.0 |
+47.0 |
28 |
5,177 |
+9 |
Mar08 |
070830 |
6198.0 |
6198.0 |
6198.0 |
6198.0 |
+47.0 |
1 |
1,129 |
+0 |
Total Volume and Open Interest |
23,706 |
490,595 |
+8,410 |
GSCI(CME) |
Sep07 |
070830 |
492.40 |
495.70 |
490.90 |
493.00 |
+0.65 |
634 |
20,504 |
-9 |
Oct07 |
070830 |
497.00 |
497.50 |
496.00 |
497.00 |
+0.65 |
|
|
|
Nov07 |
070830 |
499.00 |
500.50 |
499.00 |
499.00 |
-0.35 |
|
|
|
Total Volume and Open Interest |
634 |
20,504 |
-9 |
Reuters CCI(ICE) |
Nov07 |
070830 |
410.50 |
414.00 |
410.50 |
414.00 |
+1.50 |
21 |
875 |
+0 |
Jan08 |
070830 |
413.00 |
416.00 |
413.00 |
416.00 |
+1.50 |
2 |
417 |
+0 |
Feb08 |
070830 |
414.50 |
416.00 |
414.50 |
416.00 |
+1.50 |
0 |
248 |
+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. |
|
|