|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon September 17, 2007 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov07 |
070917 |
963.00 |
974.75 |
960.00 |
968.50 |
+13.75 |
84,907 |
288,602 |
+1,596 |
Jan08 |
070917 |
976.00 |
989.50 |
975.75 |
983.50 |
+14.25 |
9,807 |
57,995 |
+2,054 |
Mar08 |
070917 |
980.75 |
999.50 |
980.75 |
993.00 |
+13.25 |
6,228 |
36,830 |
+1,987 |
May08 |
070917 |
983.25 |
999.50 |
983.25 |
993.75 |
+11.25 |
5,749 |
31,450 |
+542 |
Jul08 |
070917 |
987.75 |
1005.00 |
987.75 |
998.50 |
+11.00 |
8,164 |
37,435 |
-267 |
Aug08 |
070917 |
983.25 |
985.00 |
980.00 |
985.00 |
+11.00 |
240 |
820 |
+127 |
Sep08 |
070917 |
954.00 |
954.00 |
954.00 |
954.00 |
+3.00 |
15 |
425 |
+6 |
Nov08 |
070917 |
923.75 |
937.00 |
923.75 |
929.50 |
+4.50 |
5,684 |
60,061 |
+286 |
Jan09 |
070917 |
930.00 |
933.00 |
928.00 |
932.00 |
+2.00 |
39 |
578 |
+25 |
Jul09 |
070917 |
942.00 |
942.00 |
942.00 |
942.00 |
+6.00 |
11 |
270 |
+0 |
Total Volume and Open Interest |
121,426 |
521,206 |
+6,347 |
Soybean Meal(CBOT) |
Oct07 |
070917 |
259.90 |
266.80 |
259.90 |
264.10 |
+4.10 |
6,200 |
27,442 |
-593 |
Dec07 |
070917 |
266.90 |
272.80 |
266.80 |
269.70 |
+4.30 |
29,630 |
105,806 |
+1,670 |
Jan08 |
070917 |
269.70 |
274.50 |
269.70 |
271.80 |
+4.10 |
2,980 |
16,483 |
+617 |
Mar08 |
070917 |
272.10 |
277.50 |
272.10 |
275.00 |
+3.80 |
3,394 |
19,741 |
+1,278 |
May08 |
070917 |
275.00 |
277.00 |
274.00 |
274.50 |
+3.90 |
2,990 |
20,753 |
+284 |
Jul08 |
070917 |
277.10 |
280.00 |
275.80 |
277.00 |
+4.00 |
3,604 |
17,332 |
+1,832 |
Aug08 |
070917 |
274.00 |
275.00 |
271.00 |
271.20 |
+3.20 |
196 |
3,330 |
+78 |
Sep08 |
070917 |
270.00 |
270.00 |
266.00 |
266.00 |
+3.50 |
571 |
3,097 |
-296 |
Oct08 |
070917 |
253.50 |
253.50 |
251.00 |
251.00 |
+1.50 |
9 |
1,432 |
+5 |
Dec08 |
070917 |
256.40 |
256.40 |
244.00 |
251.80 |
+0.30 |
704 |
7,415 |
+266 |
Total Volume and Open Interest |
50,303 |
223,058 |
+4,628 |
Soybean Oil(CBOT) |
Oct07 |
070917 |
39.72 |
39.95 |
39.53 |
39.72 |
+0.20 |
9,144 |
27,977 |
-1,071 |
Dec07 |
070917 |
40.02 |
40.46 |
40.00 |
40.21 |
+0.19 |
28,920 |
162,612 |
-110 |
Jan08 |
070917 |
40.56 |
40.72 |
40.41 |
40.60 |
+0.20 |
3,265 |
23,593 |
+890 |
Mar08 |
070917 |
40.73 |
41.03 |
40.70 |
40.94 |
+0.23 |
1,681 |
18,002 |
+224 |
May08 |
070917 |
40.84 |
41.10 |
40.73 |
41.08 |
+0.28 |
1,613 |
13,470 |
+12 |
Jul08 |
070917 |
40.90 |
41.25 |
40.90 |
41.22 |
+0.30 |
2,438 |
15,292 |
-67 |
Aug08 |
070917 |
41.25 |
41.25 |
40.75 |
41.05 |
+0.25 |
259 |
1,253 |
+149 |
Sep08 |
070917 |
40.85 |
40.90 |
40.85 |
40.90 |
+0.30 |
43 |
603 |
+25 |
Oct08 |
070917 |
40.90 |
40.90 |
40.90 |
40.90 |
+0.33 |
25 |
670 |
+25 |
Dec08 |
070917 |
40.45 |
40.97 |
40.45 |
40.90 |
+0.25 |
661 |
14,810 |
+142 |
Total Volume and Open Interest |
48,068 |
278,284 |
-397 |
Canola(WCE) |
Corn(CBOT) |
Dec07 |
070917 |
348.25 |
354.25 |
347.75 |
352.25 |
+3.25 |
73,929 |
617,249 |
-1,793 |
Mar08 |
070917 |
365.00 |
371.00 |
364.50 |
369.00 |
+3.00 |
13,530 |
146,139 |
+1,081 |
May08 |
070917 |
376.00 |
381.00 |
376.00 |
379.75 |
+3.50 |
1,688 |
40,573 |
+317 |
Jul08 |
070917 |
384.25 |
390.25 |
384.25 |
388.50 |
+3.50 |
8,195 |
94,817 |
-343 |
Sep08 |
070917 |
394.25 |
396.50 |
394.00 |
396.00 |
+3.00 |
597 |
13,410 |
+242 |
Dec08 |
070917 |
402.25 |
406.00 |
400.50 |
404.00 |
+4.25 |
11,306 |
142,853 |
+2,271 |
Mar09 |
070917 |
408.00 |
413.00 |
408.00 |
413.00 |
+4.00 |
162 |
5,215 |
+64 |
Jul09 |
070917 |
420.75 |
422.25 |
420.00 |
420.00 |
+5.25 |
8 |
1,192 |
+0 |
Total Volume and Open Interest |
109,739 |
1,093,472 |
-519 |
Wheat(CBOT) |
Dec07 |
070917 |
854.50 |
876.00 |
853.75 |
875.00 |
+29.00 |
48,713 |
238,537 |
-2,338 |
Mar08 |
070917 |
859.75 |
882.00 |
859.75 |
877.00 |
+23.00 |
6,764 |
45,127 |
+547 |
May08 |
070917 |
749.00 |
757.00 |
746.00 |
753.00 |
+10.00 |
1,383 |
6,699 |
+8 |
Jul08 |
070917 |
587.75 |
597.00 |
586.00 |
596.00 |
+8.50 |
3,890 |
55,164 |
-804 |
Sep08 |
070917 |
596.00 |
600.00 |
594.00 |
600.00 |
+6.00 |
162 |
2,217 |
-3 |
Dec08 |
070917 |
600.00 |
608.00 |
596.75 |
607.00 |
+8.00 |
1,056 |
17,104 |
+177 |
Total Volume and Open Interest |
62,090 |
371,484 |
-2,596 |
Wheat(KCBT) |
Dec07 |
070917 |
834.75 |
859.00 |
834.75 |
858.00 |
+29.00 |
10,132 |
114,366 |
+0 |
Mar08 |
070917 |
828.00 |
858.00 |
828.00 |
856.50 |
+28.50 |
2,565 |
16,212 |
+0 |
May08 |
070917 |
769.50 |
769.50 |
753.00 |
753.00 |
+8.00 |
35 |
764 |
+0 |
Jul08 |
070917 |
588.00 |
607.00 |
588.00 |
604.00 |
+16.00 |
2,315 |
15,838 |
+0 |
Sep08 |
070917 |
596.00 |
608.00 |
595.50 |
605.00 |
+9.00 |
7 |
830 |
+0 |
Dec08 |
070917 |
600.00 |
620.00 |
600.00 |
620.00 |
+21.00 |
47 |
833 |
+0 |
Total Volume and Open Interest |
15,304 |
150,013 |
-66 |
Wheat(MGE) |
Sep07 |
070914 |
796.75 |
800.00 |
790.00 |
797.00 |
-1.00 |
13 |
13 |
-17 |
Dec07 |
070917 |
809.00 |
825.00 |
803.00 |
825.00 |
+30.00 |
5,225 |
48,846 |
+15 |
Mar08 |
070917 |
797.25 |
827.25 |
797.25 |
827.25 |
+30.00 |
1,255 |
10,651 |
+406 |
May08 |
070917 |
797.75 |
810.00 |
795.00 |
806.00 |
+21.00 |
261 |
990 |
+32 |
Jul08 |
070917 |
712.00 |
716.00 |
700.00 |
716.00 |
+18.50 |
141 |
818 |
+74 |
Total Volume and Open Interest |
7,323 |
64,847 |
+546 |
Oats(CBOT) |
Dec07 |
070917 |
278.00 |
287.50 |
278.00 |
282.50 |
+1.75 |
712 |
12,527 |
-59 |
Mar08 |
070917 |
292.75 |
295.25 |
291.00 |
291.50 |
+1.50 |
34 |
1,679 |
-11 |
May08 |
070917 |
294.50 |
296.00 |
294.50 |
296.00 |
+1.00 |
3 |
162 |
+0 |
Jul08 |
070917 |
288.00 |
288.50 |
288.00 |
288.50 |
+0.50 |
0 |
26 |
+0 |
Total Volume and Open Interest |
758 |
14,403 |
-61 |
Rough Rice(CBOT) |
Sep07 |
070914 |
10.99 |
10.99 |
10.99 |
10.99 |
+0.06 |
0 |
3 |
-6 |
Nov07 |
070917 |
11.18 |
11.20 |
11.10 |
11.12 |
-0.06 |
178 |
11,695 |
+49 |
Jan08 |
070917 |
11.43 |
11.43 |
11.43 |
11.43 |
-0.05 |
0 |
1,558 |
-1 |
Mar08 |
070917 |
11.73 |
11.79 |
11.69 |
11.69 |
-0.05 |
4 |
1,093 |
-3 |
Total Volume and Open Interest |
183 |
14,689 |
+42 |
Live Cattle(CME) |
Oct07 |
070917 |
95.180 |
95.450 |
94.500 |
94.980 |
-0.270 |
27,433 |
58,169 |
-6,881 |
Dec07 |
070917 |
99.150 |
99.150 |
98.150 |
98.550 |
-0.600 |
26,904 |
102,742 |
+8,720 |
Feb08 |
070917 |
100.100 |
100.600 |
99.900 |
100.035 |
-0.665 |
5,880 |
39,253 |
+2,158 |
Apr08 |
070917 |
100.050 |
100.350 |
99.600 |
99.930 |
-0.605 |
2,004 |
19,979 |
+580 |
Jun08 |
070917 |
95.800 |
95.800 |
95.400 |
95.600 |
-0.500 |
629 |
7,838 |
-145 |
Aug08 |
070917 |
94.500 |
94.500 |
94.250 |
94.350 |
-0.350 |
97 |
2,006 |
+5 |
Total Volume and Open Interest |
62,947 |
229,987 |
+4,437 |
Feeder Cattle(CME) |
Sep07 |
070917 |
115.825 |
116.450 |
115.600 |
115.680 |
-1.150 |
458 |
3,297 |
-135 |
Oct07 |
070917 |
116.100 |
116.550 |
115.250 |
115.500 |
-1.350 |
3,085 |
9,629 |
-854 |
Nov07 |
070917 |
116.350 |
116.550 |
115.475 |
115.635 |
-1.500 |
2,622 |
9,849 |
+928 |
Jan08 |
070917 |
114.500 |
114.800 |
114.000 |
114.200 |
-1.150 |
347 |
4,158 |
-47 |
Mar08 |
070917 |
113.000 |
113.000 |
112.000 |
112.285 |
-0.815 |
35 |
929 |
+34 |
Apr08 |
070917 |
112.750 |
112.900 |
112.750 |
112.800 |
-1.000 |
8 |
390 |
+6 |
May08 |
070917 |
112.600 |
113.000 |
112.600 |
113.000 |
-0.800 |
39 |
794 |
+16 |
Total Volume and Open Interest |
6,607 |
29,072 |
-40 |
Lean Hogs(CME) |
Oct07 |
070917 |
65.800 |
66.250 |
64.350 |
65.025 |
-0.525 |
19,246 |
35,413 |
-4,994 |
Dec07 |
070917 |
68.800 |
69.100 |
66.600 |
67.150 |
-1.475 |
22,929 |
79,844 |
+7,185 |
Feb08 |
070917 |
72.050 |
72.400 |
70.250 |
71.250 |
-0.925 |
5,113 |
27,474 |
+1,389 |
Apr08 |
070917 |
72.950 |
73.200 |
71.600 |
72.550 |
-0.600 |
1,998 |
18,268 |
+640 |
May08 |
070917 |
76.200 |
76.250 |
74.900 |
75.900 |
-0.250 |
45 |
1,619 |
+34 |
Jun08 |
070917 |
78.300 |
78.750 |
77.500 |
78.625 |
unch |
2,190 |
11,266 |
+1,167 |
Jul08 |
070917 |
76.600 |
76.600 |
75.600 |
76.475 |
+0.275 |
514 |
2,894 |
+366 |
Aug08 |
070917 |
73.550 |
73.600 |
72.500 |
73.300 |
-0.050 |
198 |
1,106 |
+163 |
Total Volume and Open Interest |
56,420 |
178,001 |
+5,964 |
Class III Milk(CME) |
Sep07 |
070917 |
20.10 |
20.11 |
20.04 |
20.10 |
unch |
127 |
4,902 |
+12 |
Oct07 |
070917 |
18.62 |
18.75 |
18.31 |
18.55 |
-0.20 |
636 |
4,458 |
-22 |
Nov07 |
070917 |
17.36 |
17.86 |
17.36 |
17.80 |
-0.01 |
727 |
3,827 |
-12 |
Dec07 |
070917 |
17.34 |
17.60 |
17.22 |
17.51 |
+0.05 |
492 |
3,947 |
+14 |
Jan08 |
070917 |
16.69 |
16.75 |
16.65 |
16.72 |
-0.01 |
115 |
2,083 |
+33 |
Total Volume and Open Interest |
2,854 |
34,504 |
+275 |
Cocoa(ICE) |
Dec07 |
070917 |
1836 |
1885 |
1819 |
1864 |
+27 |
11,344 |
63,203 |
-423 |
Mar08 |
070917 |
1850 |
1898 |
1835 |
1878 |
+26 |
1,835 |
29,348 |
+107 |
May08 |
070917 |
1870 |
1905 |
1870 |
1886 |
+24 |
849 |
7,057 |
-46 |
Jul08 |
070917 |
1916 |
1921 |
1902 |
1902 |
+24 |
99 |
3,639 |
+2 |
Sep08 |
070917 |
1923 |
1923 |
1918 |
1918 |
+24 |
35 |
3,963 |
+5 |
Dec08 |
070917 |
1961 |
1961 |
1940 |
1942 |
+24 |
99 |
12,251 |
+54 |
Mar09 |
070917 |
1946 |
1966 |
1946 |
1966 |
+20 |
0 |
622 |
+0 |
Total Volume and Open Interest |
14,261 |
120,085 |
-301 |
Coffee "C"(ICE) |
Sep07 |
070917 |
122.15 |
125.25 |
122.15 |
125.00 |
+6.95 |
17 |
82 |
-5 |
Dec07 |
070917 |
120.90 |
128.15 |
120.80 |
127.80 |
+6.90 |
33,434 |
103,347 |
+458 |
Mar08 |
070917 |
125.00 |
131.50 |
125.00 |
131.20 |
+6.55 |
3,993 |
24,652 |
+351 |
May08 |
070917 |
128.00 |
133.30 |
128.00 |
133.05 |
+6.30 |
760 |
7,759 |
+73 |
Jul08 |
070917 |
130.00 |
135.00 |
130.00 |
134.85 |
+6.25 |
432 |
3,384 |
+14 |
Sep08 |
070917 |
130.15 |
136.80 |
130.15 |
136.55 |
+6.25 |
794 |
7,689 |
-99 |
Total Volume and Open Interest |
40,311 |
160,650 |
+918 |
Orange Juice(ICE) |
Nov07 |
070917 |
123.80 |
124.05 |
121.15 |
122.80 |
-0.65 |
1,484 |
17,270 |
-235 |
Jan08 |
070917 |
123.50 |
123.50 |
120.00 |
122.75 |
-0.80 |
190 |
5,202 |
-15 |
Mar08 |
070917 |
122.90 |
125.00 |
122.90 |
123.85 |
-0.20 |
9 |
3,828 |
+5 |
May08 |
070917 |
124.00 |
124.35 |
124.00 |
124.35 |
-0.20 |
5 |
553 |
+0 |
Jul08 |
070917 |
124.45 |
124.45 |
124.45 |
124.45 |
-0.60 |
0 |
136 |
+0 |
Sep08 |
070917 |
124.95 |
124.95 |
124.95 |
124.95 |
-0.60 |
0 |
119 |
+0 |
Total Volume and Open Interest |
1,709 |
27,970 |
-245 |
Sugar #11(ICE) |
Oct07 |
070917 |
9.39 |
9.44 |
9.30 |
9.34 |
-0.01 |
91,085 |
141,314 |
-26,359 |
Mar08 |
070917 |
9.71 |
9.75 |
9.59 |
9.62 |
-0.07 |
76,388 |
303,414 |
+26,190 |
May08 |
070917 |
9.78 |
9.81 |
9.66 |
9.68 |
-0.09 |
4,075 |
57,053 |
+219 |
Jul08 |
070917 |
9.86 |
9.89 |
9.73 |
9.77 |
-0.08 |
2,267 |
42,069 |
+113 |
Oct08 |
070917 |
10.12 |
10.17 |
10.02 |
10.08 |
-0.06 |
1,696 |
41,946 |
+365 |
Total Volume and Open Interest |
178,857 |
644,611 |
+807 |
London Cocoa(LCE) |
Dec07 |
070917 |
967 |
988 |
955 |
979 |
+12 |
4,934 |
77,513 |
+106 |
Mar08 |
070917 |
971 |
1002 |
970 |
994 |
+14 |
1,901 |
41,424 |
-432 |
May08 |
070917 |
1003 |
1009 |
997 |
1003 |
+14 |
447 |
17,381 |
-110 |
Jul08 |
070917 |
992 |
1018 |
992 |
1012 |
+13 |
166 |
15,749 |
+52 |
Sep08 |
070917 |
1002 |
1027 |
1002 |
1021 |
+11 |
608 |
18,239 |
+511 |
Dec08 |
070917 |
1039 |
1039 |
1030 |
1030 |
+11 |
15 |
5,158 |
+0 |
Mar09 |
070917 |
1041 |
1041 |
1039 |
1039 |
+11 |
0 |
116 |
+0 |
Total Volume and Open Interest |
8,071 |
175,590 |
+127 |
London Sugar(LCE) |
Dec07 |
070917 |
271.50 |
275.70 |
271.50 |
273.40 |
+3.40 |
5,597 |
39,587 |
+773 |
Mar08 |
070917 |
279.80 |
282.60 |
279.80 |
281.00 |
+1.70 |
2,159 |
17,659 |
+269 |
May08 |
070917 |
284.10 |
285.40 |
283.50 |
284.30 |
+1.10 |
168 |
7,924 |
-68 |
Aug08 |
070917 |
285.20 |
286.10 |
284.50 |
285.30 |
+0.80 |
271 |
5,544 |
-29 |
Oct08 |
070917 |
291.10 |
293.00 |
290.20 |
290.90 |
-0.20 |
231 |
5,009 |
-45 |
Total Volume and Open Interest |
8,660 |
77,221 |
-3,420 |
Cotton(ICE) |
Oct07 |
070917 |
60.83 |
61.90 |
60.83 |
61.67 |
+0.75 |
837 |
2,742 |
-897 |
Dec07 |
070917 |
63.60 |
64.63 |
63.35 |
64.43 |
+0.82 |
27,855 |
131,159 |
+775 |
Mar08 |
070917 |
66.58 |
67.55 |
66.45 |
67.43 |
+0.79 |
3,745 |
47,474 |
+469 |
May08 |
070917 |
68.50 |
68.75 |
68.20 |
68.75 |
+0.90 |
258 |
4,753 |
+12 |
Jul08 |
070917 |
69.73 |
69.98 |
69.25 |
69.88 |
+0.73 |
541 |
6,187 |
+53 |
Oct08 |
070917 |
71.38 |
71.38 |
71.38 |
71.38 |
+0.58 |
30 |
264 |
+28 |
Total Volume and Open Interest |
34,631 |
211,751 |
+903 |
Lumber(CME) |
Nov07 |
070917 |
250.0 |
250.2 |
243.7 |
245.0 |
-2.7 |
873 |
5,093 |
+158 |
Jan08 |
070917 |
266.5 |
267.9 |
261.8 |
264.7 |
-1.1 |
128 |
536 |
+40 |
Mar08 |
070917 |
281.0 |
282.7 |
278.7 |
282.4 |
-1.9 |
39 |
201 |
+15 |
May08 |
070917 |
282.0 |
284.5 |
278.2 |
279.3 |
-1.8 |
2 |
47 |
+1 |
Total Volume and Open Interest |
1,042 |
5,880 |
+125 |
Crude Oil(NYM) |
Oct07 |
070917 |
79.03 |
80.92 |
78.25 |
80.57 |
+1.47 |
257,062 |
171,442 |
-25,828 |
Nov07 |
070917 |
78.00 |
79.67 |
77.30 |
79.38 |
+1.29 |
166,798 |
335,851 |
+22,073 |
Dec07 |
070917 |
76.99 |
78.38 |
76.44 |
78.16 |
+0.99 |
74,596 |
207,247 |
+1,544 |
Jan08 |
070917 |
76.22 |
77.33 |
75.76 |
77.32 |
+0.83 |
21,689 |
73,884 |
+4,995 |
Feb08 |
070917 |
75.56 |
76.66 |
75.48 |
76.65 |
+0.79 |
5,306 |
36,564 |
+1,402 |
Mar08 |
070917 |
74.89 |
76.10 |
74.67 |
76.10 |
+0.78 |
5,142 |
42,665 |
+139 |
Apr08 |
070917 |
74.92 |
75.64 |
74.92 |
75.64 |
+0.77 |
2,261 |
43,619 |
-299 |
May08 |
070917 |
75.25 |
75.28 |
75.09 |
75.28 |
+0.76 |
3,950 |
45,502 |
-175 |
Jun08 |
070917 |
73.75 |
75.02 |
73.75 |
74.98 |
+0.75 |
6,700 |
51,178 |
+123 |
Jul08 |
070917 |
74.70 |
74.70 |
74.70 |
74.70 |
+0.75 |
715 |
17,676 |
-91 |
Aug08 |
070917 |
74.12 |
74.43 |
74.12 |
74.43 |
+0.75 |
252 |
13,608 |
+179 |
Sep08 |
070917 |
74.17 |
74.17 |
74.17 |
74.17 |
+0.75 |
15 |
45,649 |
+3 |
Oct08 |
070917 |
73.92 |
73.92 |
73.92 |
73.92 |
+0.74 |
591 |
20,514 |
+298 |
Nov08 |
070917 |
73.68 |
73.68 |
73.68 |
73.68 |
+0.73 |
1,046 |
16,750 |
-423 |
Dec08 |
070917 |
72.50 |
73.55 |
72.42 |
73.45 |
+0.72 |
13,151 |
162,105 |
-225 |
Jan09 |
070917 |
73.22 |
73.22 |
73.22 |
73.22 |
+0.68 |
447 |
20,703 |
+175 |
Total Volume and Open Interest |
569,161 |
1,547,851 |
+4,365 |
e-miNY Crude Oil(NYM) |
Sep07 |
070820 |
71.950 |
71.950 |
70.075 |
71.125 |
-0.850 |
|
|
|
Oct07 |
070917 |
79.025 |
80.900 |
78.275 |
80.575 |
+1.475 |
|
|
|
Nov07 |
070917 |
77.500 |
79.900 |
77.275 |
79.375 |
+1.275 |
|
|
|
Dec07 |
070917 |
76.850 |
78.250 |
76.500 |
78.150 |
+0.975 |
|
|
|
Jan08 |
070917 |
76.700 |
77.325 |
76.700 |
77.325 |
+0.825 |
|
|
|
Feb08 |
070917 |
76.650 |
76.650 |
76.650 |
76.650 |
+0.800 |
|
|
|
Mar08 |
070917 |
76.100 |
76.100 |
76.100 |
76.100 |
+0.775 |
|
|
|
Apr08 |
070917 |
75.650 |
75.650 |
75.650 |
75.650 |
+0.775 |
|
|
|
May08 |
070917 |
75.275 |
75.275 |
75.275 |
75.275 |
+0.750 |
|
|
|
Jun08 |
070917 |
74.975 |
74.975 |
74.975 |
74.975 |
+0.750 |
|
|
|
Total Volume and Open Interest |
13,933 |
9,264 |
+781 |
Heating Oil(NYM) |
Oct07 |
070917 |
220.75 |
223.43 |
219.10 |
222.87 |
+2.09 |
37,209 |
53,223 |
-2,240 |
Nov07 |
070917 |
221.80 |
224.75 |
220.46 |
224.22 |
+2.29 |
22,274 |
68,169 |
+5,261 |
Dec07 |
070917 |
222.18 |
225.45 |
221.20 |
224.97 |
+2.29 |
9,728 |
44,575 |
+1,008 |
Jan08 |
070917 |
222.79 |
225.50 |
221.50 |
225.07 |
+2.24 |
4,725 |
24,491 |
+918 |
Feb08 |
070917 |
220.00 |
223.43 |
220.00 |
223.12 |
+2.24 |
1,012 |
13,103 |
+152 |
Mar08 |
070917 |
217.50 |
220.35 |
217.48 |
220.07 |
+2.24 |
605 |
7,620 |
+35 |
Apr08 |
070917 |
214.36 |
215.70 |
214.36 |
215.47 |
+2.29 |
134 |
6,715 |
-42 |
May08 |
070917 |
210.50 |
211.02 |
210.50 |
211.02 |
+2.34 |
128 |
3,298 |
-5 |
Jun08 |
070917 |
205.77 |
208.50 |
205.50 |
208.32 |
+2.39 |
235 |
11,006 |
+39 |
Jul08 |
070917 |
207.82 |
207.85 |
207.62 |
207.62 |
+2.39 |
2 |
1,676 |
-2 |
Aug08 |
070917 |
208.00 |
208.00 |
207.92 |
207.92 |
+2.24 |
0 |
833 |
+0 |
Sep08 |
070917 |
209.80 |
209.80 |
209.37 |
209.37 |
+2.14 |
0 |
460 |
+0 |
Total Volume and Open Interest |
76,052 |
238,901 |
+5,124 |
Gasoline(NYMEX) |
Oct07 |
070917 |
204.36 |
205.30 |
201.08 |
204.42 |
+0.78 |
39,376 |
48,088 |
-2,098 |
Nov07 |
070917 |
200.28 |
203.40 |
199.16 |
202.57 |
+1.13 |
25,178 |
61,087 |
+7,054 |
Dec07 |
070917 |
199.13 |
202.15 |
197.99 |
201.52 |
+1.33 |
8,195 |
26,310 |
+361 |
Jan08 |
070917 |
199.73 |
202.98 |
198.80 |
202.32 |
+1.48 |
2,637 |
14,526 |
+449 |
Feb08 |
070917 |
202.04 |
204.00 |
201.60 |
203.77 |
+1.48 |
2,112 |
7,621 |
+252 |
Mar08 |
070917 |
203.71 |
205.59 |
203.46 |
205.27 |
+1.48 |
1,816 |
9,502 |
+489 |
Apr08 |
070917 |
214.83 |
216.67 |
214.83 |
216.67 |
+1.63 |
721 |
7,229 |
+169 |
May08 |
070917 |
216.86 |
217.96 |
216.48 |
217.42 |
+1.58 |
507 |
3,262 |
-4 |
Jun08 |
070917 |
217.63 |
217.63 |
217.02 |
217.42 |
+1.48 |
385 |
4,864 |
+180 |
Jul08 |
070917 |
213.00 |
215.92 |
213.00 |
215.92 |
+1.53 |
97 |
1,677 |
+17 |
Total Volume and Open Interest |
81,532 |
190,025 |
+6,884 |
e-miNY RBOB Gasoline(NYM) |
Oct07 |
070917 |
204.42 |
204.42 |
204.42 |
204.42 |
+0.78 |
0 |
1 |
+0 |
Nov07 |
070917 |
202.57 |
202.57 |
202.57 |
202.57 |
+1.13 |
|
|
|
Dec07 |
070917 |
201.52 |
201.52 |
201.52 |
201.52 |
+1.33 |
0 |
1 |
+0 |
Jan08 |
070917 |
202.32 |
202.32 |
202.32 |
202.32 |
+1.48 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Oct07 |
070917 |
6.395 |
6.680 |
6.275 |
6.653 |
+0.374 |
83,460 |
78,902 |
-8,841 |
Nov07 |
070917 |
7.119 |
7.339 |
7.001 |
7.317 |
+0.263 |
40,706 |
122,105 |
+10,263 |
Dec07 |
070917 |
7.815 |
7.950 |
7.765 |
7.932 |
+0.178 |
10,529 |
53,455 |
+614 |
Jan08 |
070917 |
8.171 |
8.284 |
8.156 |
8.272 |
+0.158 |
6,788 |
52,152 |
+783 |
Feb08 |
070917 |
8.195 |
8.306 |
8.195 |
8.292 |
+0.143 |
1,614 |
35,233 |
-444 |
Mar08 |
070917 |
8.036 |
8.108 |
8.000 |
8.097 |
+0.133 |
4,055 |
48,508 |
+0 |
Apr08 |
070917 |
7.570 |
7.653 |
7.562 |
7.647 |
+0.108 |
2,649 |
36,385 |
+238 |
May08 |
070917 |
7.630 |
7.682 |
7.607 |
7.669 |
+0.100 |
844 |
27,709 |
+213 |
Jun08 |
070917 |
7.700 |
7.753 |
7.675 |
7.741 |
+0.095 |
293 |
17,311 |
+74 |
Jul08 |
070917 |
7.820 |
7.842 |
7.765 |
7.826 |
+0.095 |
276 |
12,804 |
+88 |
Aug08 |
070917 |
7.820 |
7.907 |
7.820 |
7.890 |
+0.094 |
303 |
11,136 |
+27 |
Sep08 |
070917 |
7.912 |
7.937 |
7.896 |
7.920 |
+0.089 |
262 |
7,848 |
+36 |
Oct08 |
070917 |
7.950 |
8.020 |
7.950 |
8.007 |
+0.088 |
685 |
30,717 |
-13 |
Nov08 |
070917 |
8.422 |
8.432 |
8.400 |
8.432 |
+0.078 |
59 |
16,032 |
-37 |
Dec08 |
070917 |
8.840 |
8.853 |
8.811 |
8.852 |
+0.073 |
20 |
14,297 |
-16 |
Jan09 |
070917 |
9.120 |
9.122 |
9.050 |
9.122 |
+0.070 |
479 |
31,993 |
-30 |
Total Volume and Open Interest |
154,607 |
801,847 |
+3,191 |
Brent Crude Oil(ICE) |
Nov07 |
070917 |
76.20 |
77.24 |
75.52 |
76.98 |
+0.76 |
108,224 |
183,411 |
-15,033 |
Dec07 |
070917 |
76.19 |
77.37 |
75.60 |
77.12 |
+0.91 |
97,307 |
166,913 |
+9,763 |
Jan08 |
070917 |
76.05 |
77.11 |
75.51 |
77.05 |
+0.95 |
23,037 |
40,523 |
-1,022 |
Feb08 |
070917 |
75.59 |
76.92 |
75.45 |
76.86 |
+1.01 |
8,416 |
19,972 |
+991 |
Mar08 |
070917 |
75.16 |
76.65 |
75.07 |
76.62 |
+1.09 |
8,973 |
17,691 |
+1,630 |
Apr08 |
070917 |
75.05 |
76.35 |
75.03 |
76.35 |
+1.11 |
6,958 |
15,478 |
+3,230 |
May08 |
070917 |
76.07 |
76.07 |
76.07 |
76.07 |
+1.09 |
5,440 |
9,079 |
+3,570 |
Jun08 |
070917 |
74.40 |
75.79 |
74.40 |
75.79 |
+1.09 |
6,432 |
34,711 |
+1,005 |
Jul08 |
070917 |
75.56 |
75.56 |
75.56 |
75.56 |
+1.09 |
323 |
5,742 |
+47 |
Aug08 |
070917 |
75.33 |
75.33 |
75.33 |
75.33 |
+1.09 |
163 |
3,320 |
+102 |
Sep08 |
070917 |
75.11 |
75.11 |
75.11 |
75.11 |
+1.09 |
0 |
3,695 |
+0 |
Oct08 |
070917 |
74.90 |
74.90 |
74.90 |
74.90 |
+1.10 |
31 |
4,417 |
+0 |
Nov08 |
070917 |
74.69 |
74.69 |
74.69 |
74.69 |
+1.11 |
122 |
3,417 |
+0 |
Dec08 |
070917 |
73.23 |
74.48 |
73.23 |
74.48 |
+1.12 |
8,276 |
48,023 |
-2,172 |
Total Volume and Open Interest |
275,259 |
649,704 |
+2,542 |
Gas Oil(ICE) |
Oct07 |
070917 |
689.00 |
700.75 |
686.00 |
696.50 |
+2.00 |
45,946 |
103,874 |
+32 |
Nov07 |
070917 |
685.50 |
697.00 |
682.75 |
693.25 |
+2.50 |
34,075 |
66,011 |
+8,202 |
Dec07 |
070917 |
682.50 |
692.25 |
679.50 |
689.50 |
+2.50 |
14,141 |
52,418 |
+463 |
Jan08 |
070917 |
680.00 |
691.50 |
679.50 |
689.00 |
+3.00 |
6,012 |
37,793 |
-867 |
Feb08 |
070917 |
674.75 |
683.50 |
673.50 |
683.50 |
+3.25 |
1,583 |
16,653 |
+857 |
Mar08 |
070917 |
668.00 |
677.50 |
668.00 |
676.75 |
+3.50 |
893 |
10,197 |
+158 |
Apr08 |
070917 |
662.00 |
669.00 |
662.00 |
668.50 |
+3.25 |
396 |
4,529 |
-28 |
May08 |
070917 |
660.50 |
660.50 |
657.25 |
660.50 |
+3.25 |
255 |
7,718 |
+176 |
Jun08 |
070917 |
654.00 |
655.75 |
652.00 |
655.50 |
+3.50 |
2,198 |
30,887 |
+246 |
Jul08 |
070917 |
655.50 |
655.50 |
655.50 |
655.50 |
+4.00 |
125 |
3,953 |
+75 |
Total Volume and Open Interest |
83,759 |
365,690 |
+144 |
Ethanol(CBOT) |
Sep07 |
070906 |
1.640 |
1.640 |
1.640 |
1.640 |
-0.010 |
0 |
62 |
-4 |
Oct07 |
070917 |
1.619 |
1.620 |
1.611 |
1.615 |
+0.007 |
4 |
153 |
-3 |
Nov07 |
070917 |
1.600 |
1.600 |
1.600 |
1.600 |
unch |
0 |
90 |
-1 |
Dec07 |
070917 |
1.600 |
1.600 |
1.600 |
1.600 |
+0.005 |
0 |
167 |
-1 |
Jan08 |
070917 |
1.600 |
1.600 |
1.600 |
1.600 |
+0.005 |
0 |
148 |
+0 |
Feb08 |
070917 |
1.600 |
1.600 |
1.600 |
1.600 |
+0.010 |
0 |
127 |
+0 |
Mar08 |
070917 |
1.600 |
1.600 |
1.600 |
1.600 |
+0.010 |
0 |
137 |
+0 |
Apr08 |
070917 |
1.600 |
1.600 |
1.600 |
1.600 |
+0.010 |
0 |
60 |
+0 |
Total Volume and Open Interest |
5 |
1,336 |
-5 |
WTI Crude Oil(ICE) |
Oct07 |
070917 |
78.78 |
81.00 |
78.25 |
80.57 |
+1.47 |
84,969 |
88,697 |
-7,672 |
Nov07 |
070917 |
77.84 |
79.68 |
77.30 |
79.38 |
+1.29 |
67,819 |
103,513 |
-312 |
Dec07 |
070917 |
76.79 |
78.43 |
76.42 |
78.16 |
+0.99 |
46,131 |
129,781 |
+467 |
Jan08 |
070917 |
76.09 |
77.34 |
75.83 |
77.32 |
+0.83 |
8,300 |
29,217 |
-3,077 |
Feb08 |
070917 |
76.40 |
76.65 |
76.40 |
76.65 |
+0.79 |
2,241 |
12,251 |
-723 |
Mar08 |
070917 |
75.75 |
76.10 |
75.75 |
76.10 |
+0.78 |
2,343 |
12,285 |
+454 |
Apr08 |
070917 |
75.64 |
75.64 |
75.64 |
75.64 |
+0.77 |
679 |
8,859 |
+11 |
May08 |
070917 |
75.28 |
75.28 |
75.28 |
75.28 |
+0.76 |
272 |
6,151 |
+86 |
Jun08 |
070917 |
73.82 |
74.98 |
73.82 |
74.98 |
+0.75 |
2,963 |
34,293 |
+453 |
Jul08 |
070917 |
74.70 |
74.70 |
74.70 |
74.70 |
+0.75 |
24 |
2,395 |
+0 |
Aug08 |
070917 |
74.43 |
74.43 |
74.43 |
74.43 |
+0.75 |
0 |
823 |
+0 |
Sep08 |
070917 |
74.17 |
74.17 |
74.17 |
74.17 |
+0.75 |
0 |
3,122 |
+0 |
Oct08 |
070917 |
73.92 |
73.92 |
73.92 |
73.92 |
+0.74 |
10 |
3,794 |
+0 |
Nov08 |
070917 |
73.68 |
73.68 |
73.68 |
73.68 |
+0.73 |
0 |
1,347 |
+0 |
Dec08 |
070917 |
72.46 |
73.60 |
72.40 |
73.45 |
+0.72 |
13,206 |
86,198 |
-1,629 |
Jan09 |
070917 |
73.22 |
73.22 |
73.22 |
73.22 |
+0.68 |
0 |
1,330 |
+0 |
Total Volume and Open Interest |
236,066 |
625,058 |
-10,738 |
US Dollar Index(ICE) |
Sep07 |
070917 |
79.630 |
79.660 |
79.560 |
79.652 |
+0.032 |
846 |
3,265 |
-372 |
Dec07 |
070917 |
79.430 |
79.650 |
79.410 |
79.540 |
+0.080 |
4,277 |
33,772 |
+2,482 |
Mar08 |
070917 |
79.300 |
79.470 |
79.300 |
79.470 |
+0.080 |
78 |
2,687 |
-70 |
Total Volume and Open Interest |
5,201 |
40,140 |
+2,040 |
Australian Dollar(CME) |
Sep07 |
070917 |
83.71 |
84.58 |
83.71 |
83.95 |
-0.33 |
8,422 |
60,933 |
-3,295 |
Dec07 |
070917 |
83.87 |
84.34 |
82.83 |
83.11 |
-0.91 |
37,789 |
55,381 |
+5,080 |
Mar08 |
070917 |
82.99 |
83.84 |
82.49 |
82.71 |
-0.91 |
3 |
157 |
+3 |
Total Volume and Open Interest |
46,217 |
116,764 |
+1,789 |
British Pound(CME) |
Sep07 |
070917 |
200.69 |
200.90 |
199.52 |
200.24 |
-0.72 |
22,212 |
59,329 |
-8,366 |
Dec07 |
070917 |
200.25 |
200.44 |
198.64 |
198.91 |
-1.58 |
111,494 |
82,699 |
+1,666 |
Mar08 |
070917 |
199.29 |
199.84 |
198.20 |
198.39 |
-1.58 |
10 |
48 |
+4 |
Total Volume and Open Interest |
133,716 |
142,099 |
-6,696 |
Canadian Dollar(CME) |
Sep07 |
070917 |
96.96 |
97.65 |
96.96 |
97.30 |
+0.16 |
18,103 |
39,859 |
-3,952 |
Dec07 |
070917 |
97.18 |
97.74 |
97.03 |
97.38 |
+0.16 |
60,433 |
118,032 |
+13,731 |
Mar08 |
070917 |
97.20 |
97.72 |
97.10 |
97.41 |
+0.16 |
90 |
1,193 |
-36 |
Jun08 |
070917 |
97.21 |
97.56 |
97.12 |
97.41 |
+0.16 |
20 |
353 |
+4 |
Total Volume and Open Interest |
78,678 |
159,828 |
+9,747 |
Japanese Yen(CME) |
Sep07 |
070917 |
86.70 |
87.20 |
86.70 |
86.76 |
-0.08 |
34,670 |
156,273 |
-8,095 |
Dec07 |
070917 |
87.84 |
88.22 |
87.65 |
87.84 |
unch |
163,775 |
138,963 |
+3,653 |
Mar08 |
070917 |
88.74 |
89.02 |
88.63 |
88.74 |
unch |
5 |
514 |
+2 |
Total Volume and Open Interest |
198,450 |
312,273 |
-4,440 |
Swiss Franc(CME) |
Sep07 |
070917 |
84.05 |
84.39 |
84.04 |
84.23 |
+0.10 |
13,558 |
87,352 |
-7,300 |
Dec07 |
070917 |
84.78 |
85.01 |
84.61 |
84.85 |
+0.11 |
64,953 |
58,020 |
+7,334 |
Mar08 |
070917 |
85.34 |
85.42 |
85.17 |
85.34 |
+0.11 |
10 |
32 |
+8 |
Total Volume and Open Interest |
78,521 |
145,413 |
+42 |
EuroFX(CME) |
Sep07 |
070917 |
138.72 |
138.89 |
138.55 |
138.75 |
unch |
60,237 |
92,657 |
-18,557 |
Dec07 |
070917 |
139.07 |
139.21 |
138.81 |
138.99 |
-0.08 |
179,607 |
186,871 |
+28,109 |
Mar08 |
070917 |
139.30 |
139.35 |
139.00 |
139.16 |
-0.08 |
306 |
971 |
+242 |
Total Volume and Open Interest |
240,168 |
280,650 |
+9,792 |
Mexican Peso(CME) |
Sep07 |
070917 |
898.0 |
898.8 |
897.2 |
897.2 |
-1.5 |
11,658 |
54,205 |
-10,310 |
Oct07 |
070917 |
896.5 |
896.5 |
896.5 |
896.5 |
-1.2 |
0 |
68 |
+0 |
Total Volume and Open Interest |
20,526 |
116,480 |
-8,761 |
Brazilian Real(CME) |
Oct07 |
070917 |
520.10 |
525.20 |
520.10 |
520.10 |
-5.10 |
|
|
|
Nov07 |
070917 |
518.20 |
523.30 |
518.20 |
518.20 |
-5.10 |
|
|
|
Dec07 |
070917 |
516.20 |
521.30 |
516.20 |
516.20 |
-5.10 |
510 |
4,056 |
-114 |
Jan08 |
070917 |
515.50 |
520.60 |
515.50 |
515.50 |
-5.10 |
|
|
|
Total Volume and Open Interest |
510 |
4,056 |
-114 |
30-Year T-Bonds(CBOT) |
Sep07 |
070917 |
112~310 |
113~050 |
112~190 |
113~000 |
+0~010 |
23,218 |
44,479 |
-4,287 |
Dec07 |
070917 |
112~250 |
113~060 |
112~150 |
112~280 |
+0~010 |
373,562 |
882,421 |
+11,986 |
Mar08 |
070917 |
112~290 |
112~290 |
112~160 |
112~260 |
unch |
26 |
1,406 |
+0 |
Total Volume and Open Interest |
396,816 |
928,462 |
+7,709 |
10-Year T-Notes(CBOT) |
Sep07 |
070917 |
110~030 |
110~095 |
109~285 |
110~020 |
-0~020 |
65,141 |
87,389 |
-37,559 |
Dec07 |
070917 |
109~270 |
110~000 |
109~180 |
109~245 |
-0~020 |
1,350,474 |
2,149,706 |
+52,395 |
Mar08 |
070917 |
109~140 |
109~140 |
109~120 |
109~120 |
-0~020 |
0 |
3,925 |
+0 |
Total Volume and Open Interest |
1,415,615 |
2,241,034 |
+14,836 |
5-Year T-Notes(CBOT) |
Sep07 |
070917 |
107~022 |
107~022 |
107~022 |
107~022 |
-0~010 |
27,055 |
0 |
+0 |
Dec07 |
070917 |
107~006 |
107~012 |
106~118 |
107~006 |
-0~010 |
623,284 |
0 |
+0 |
Mar08 |
070917 |
107~006 |
107~006 |
107~006 |
107~006 |
-0~010 |
|
|
|
Total Volume and Open Interest |
693,031 |
1,512,655 |
-42,297 |
2 Year T-Notes(CBOT) |
Sep07 |
070917 |
103~047 |
103~047 |
103~025 |
103~033 |
-0~003 |
4,819 |
23,219 |
-1,547 |
Dec07 |
070917 |
103~050 |
103~058 |
103~035 |
103~044 |
-0~007 |
226,337 |
840,660 |
+4,142 |
Total Volume and Open Interest |
231,156 |
863,879 |
+2,595 |
Eurodollars(CME) |
Sep07 |
070917 |
94.408 |
94.418 |
93.960 |
93.960 |
-0.445 |
298,815 |
1,496,493 |
-39,863 |
Dec07 |
070917 |
95.120 |
95.150 |
95.065 |
95.090 |
-0.020 |
322,014 |
1,638,201 |
+4,360 |
Mar08 |
070917 |
95.485 |
95.520 |
95.400 |
95.435 |
-0.045 |
348,961 |
1,599,807 |
-11,573 |
Jun08 |
070917 |
95.610 |
95.635 |
95.530 |
95.565 |
-0.035 |
450,278 |
1,415,364 |
-2,006 |
Sep08 |
070917 |
95.645 |
95.670 |
95.570 |
95.610 |
-0.030 |
459,554 |
1,113,463 |
-111,210 |
Dec08 |
070917 |
95.625 |
95.650 |
95.555 |
95.595 |
-0.025 |
303,334 |
1,122,511 |
+2,031 |
Mar09 |
070917 |
95.570 |
95.595 |
95.500 |
95.535 |
-0.030 |
176,348 |
695,316 |
+2,960 |
Jun09 |
070917 |
95.460 |
95.515 |
95.420 |
95.455 |
-0.030 |
128,608 |
490,506 |
+3,635 |
Sep09 |
070917 |
95.365 |
95.440 |
95.340 |
95.375 |
-0.035 |
61,475 |
335,161 |
-59,825 |
Dec09 |
070917 |
95.320 |
95.365 |
95.270 |
95.300 |
-0.035 |
38,372 |
254,024 |
-3,348 |
Mar10 |
070917 |
95.250 |
95.315 |
95.220 |
95.250 |
-0.035 |
26,338 |
178,543 |
+1,707 |
Jun10 |
070917 |
95.265 |
95.265 |
95.165 |
95.190 |
-0.040 |
24,273 |
137,877 |
+1,375 |
Sep10 |
070917 |
95.200 |
95.205 |
95.105 |
95.135 |
-0.035 |
14,991 |
106,269 |
+2,696 |
Dec10 |
070917 |
95.100 |
95.135 |
95.045 |
95.070 |
-0.035 |
7,403 |
110,170 |
-789 |
Mar11 |
070917 |
95.040 |
95.090 |
95.000 |
95.025 |
-0.035 |
8,874 |
96,395 |
-708 |
Jun11 |
070917 |
95.015 |
95.035 |
94.940 |
94.965 |
-0.035 |
7,327 |
87,813 |
-618 |
Sep11 |
070917 |
94.960 |
94.960 |
94.890 |
94.915 |
-0.035 |
6,976 |
75,598 |
+1,050 |
Dec11 |
070917 |
94.875 |
94.885 |
94.830 |
94.850 |
-0.035 |
3,701 |
59,311 |
-120 |
Total Volume and Open Interest |
232,975 |
11,353,460 |
-179,879 |
30 Day Federal Funds(CBOT) |
Sep07 |
070917 |
95.005 |
95.010 |
95.005 |
95.010 |
-0.020 |
680 |
108,707 |
+2,040 |
Oct07 |
070917 |
95.130 |
95.130 |
95.115 |
95.125 |
-0.020 |
680 |
106,802 |
+665 |
Nov07 |
070917 |
95.310 |
95.320 |
95.305 |
95.315 |
unch |
108 |
105,712 |
+3,229 |
Dec07 |
070917 |
95.410 |
95.410 |
95.405 |
95.410 |
+0.005 |
184 |
62,217 |
-424 |
Jan08 |
070917 |
95.465 |
95.465 |
95.460 |
95.460 |
+0.005 |
67 |
28,292 |
+1,827 |
Feb08 |
070917 |
95.560 |
95.560 |
95.560 |
95.560 |
+0.005 |
0 |
13,968 |
+1,305 |
Total Volume and Open Interest |
1,719 |
433,973 |
+9,378 |
30 Day Fed Funds(e-CBOT) |
Sep07 |
070917 |
95.025 |
95.025 |
95.000 |
95.000 |
-0.010 |
12,634 |
0 |
+0 |
Oct07 |
070917 |
95.145 |
95.155 |
95.110 |
95.125 |
-0.015 |
18,765 |
0 |
+0 |
Nov07 |
070917 |
95.300 |
95.330 |
95.290 |
95.320 |
+0.015 |
13,502 |
0 |
+0 |
Dec07 |
070917 |
95.395 |
95.430 |
95.385 |
95.405 |
+0.010 |
7,978 |
0 |
+0 |
Jan08 |
070917 |
95.445 |
95.525 |
95.440 |
95.465 |
unch |
6,661 |
0 |
+0 |
Feb08 |
070917 |
95.535 |
95.600 |
95.530 |
95.560 |
+0.015 |
1,849 |
0 |
+0 |
Total Volume and Open Interest |
62,377 |
|
|
3-Mth Euro-Yen(CME) |
Sep07 |
070914 |
99.170 |
99.170 |
99.162 |
99.162 |
-0.003 |
653 |
19,764 |
-356 |
Dec07 |
070917 |
99.210 |
99.210 |
99.210 |
99.210 |
-0.005 |
1,475 |
12,615 |
-4 |
Mar08 |
070917 |
99.190 |
99.190 |
99.190 |
99.190 |
unch |
16 |
5,606 |
-392 |
Jun08 |
070917 |
99.165 |
99.165 |
99.160 |
99.165 |
+0.005 |
61 |
3,762 |
+2 |
Sep08 |
070917 |
99.105 |
99.105 |
99.100 |
99.105 |
+0.005 |
36 |
3,134 |
+0 |
Dec08 |
070917 |
99.030 |
99.030 |
99.025 |
99.030 |
+0.005 |
0 |
1,509 |
-100 |
Mar09 |
070917 |
98.960 |
98.960 |
98.955 |
98.960 |
+0.005 |
0 |
157 |
+0 |
Jun09 |
070917 |
98.885 |
98.885 |
98.880 |
98.885 |
+0.005 |
0 |
100 |
+0 |
Sep09 |
070917 |
98.810 |
98.815 |
98.810 |
98.810 |
-0.005 |
|
|
|
Dec09 |
070917 |
98.715 |
98.715 |
98.710 |
98.715 |
+0.005 |
|
|
|
Total Volume and Open Interest |
1,670 |
26,883 |
-20,258 |
3-Mth Euro-Yen(SGX) |
Dec07 |
070917 |
99.19 |
99.21 |
99.19 |
99.21 |
+0.01 |
7,331 |
60,026 |
+3,801 |
Mar08 |
070917 |
99.17 |
99.19 |
99.17 |
99.19 |
+0.01 |
966 |
42,113 |
+352 |
Jun08 |
070917 |
99.17 |
99.17 |
99.17 |
99.17 |
+0.01 |
763 |
17,303 |
-313 |
Sep08 |
070917 |
99.10 |
99.11 |
99.08 |
99.11 |
+0.01 |
963 |
21,450 |
+654 |
Dec08 |
070917 |
99.00 |
99.03 |
99.00 |
99.03 |
+0.01 |
452 |
9,361 |
+351 |
Mar09 |
070917 |
98.96 |
98.96 |
98.96 |
98.96 |
+0.01 |
0 |
4,536 |
-40 |
Jun09 |
070917 |
98.88 |
98.88 |
98.88 |
98.88 |
+0.00 |
0 |
1,168 |
+0 |
Sep09 |
070917 |
98.79 |
98.79 |
98.79 |
98.79 |
+0.00 |
0 |
200 |
+0 |
Total Volume and Open Interest |
10,879 |
158,607 |
-72,396 |
Japanese Gov't Bonds(SGX) |
Dec07 |
070914 |
136.11 |
136.11 |
135.69 |
135.83 |
-0.41 |
1,013 |
41,804 |
-750 |
Mar08 |
070914 |
135.83 |
135.83 |
135.83 |
135.83 |
-0.41 |
|
|
|
Jun08 |
070914 |
135.83 |
135.83 |
135.83 |
135.83 |
-0.41 |
|
|
|
Total Volume and Open Interest |
1,013 |
41,804 |
-750 |
Euro-Bund(EUREX) |
Dec07 |
070917 |
113.99 |
114.37 |
113.91 |
114.11 |
+0.05 |
1,117,992 |
1,292,608 |
-87,353 |
Mar08 |
070917 |
114.74 |
114.76 |
114.55 |
114.55 |
+0.05 |
411 |
423 |
-11 |
Jun08 |
070917 |
114.55 |
114.55 |
114.55 |
114.55 |
+0.05 |
|
|
|
Total Volume and Open Interest |
1,118,403 |
1,293,031 |
-87,364 |
Euro-Bobl(EUREX) |
Dec07 |
070917 |
108.19 |
108.43 |
108.11 |
108.24 |
+0.02 |
541,593 |
1,028,930 |
-29,323 |
Mar08 |
070917 |
108.06 |
108.06 |
108.06 |
108.06 |
+0.02 |
|
|
|
Jun08 |
070917 |
108.06 |
108.06 |
108.06 |
108.06 |
+0.02 |
|
|
|
Total Volume and Open Interest |
541,593 |
1,028,930 |
-29,323 |
3-Mth Euribor(EUREX) |
Sep07 |
070917 |
95.280 |
95.285 |
95.270 |
95.270 |
-0.025 |
1,408 |
28,602 |
-72 |
Dec07 |
070917 |
95.545 |
95.570 |
95.535 |
95.540 |
-0.020 |
523 |
14,678 |
+435 |
Mar08 |
070917 |
95.765 |
95.780 |
95.720 |
95.735 |
-0.030 |
199 |
9,713 |
+131 |
Total Volume and Open Interest |
2,228 |
64,844 |
+500 |
Long Gilt(LIFFE) |
Sep07 |
070917 |
108~21 |
108~21 |
108~08 |
108~12 |
+0~04 |
6,603 |
44,654 |
-4,428 |
Dec07 |
070917 |
108~05 |
108~27 |
108~05 |
108~13 |
+0~04 |
93,752 |
328,022 |
-2,731 |
Total Volume and Open Interest |
100,355 |
372,676 |
-7,159 |
3-Mth Short Sterling(LIFFE) |
Sep07 |
070917 |
93.39 |
93.42 |
93.27 |
93.28 |
-0.06 |
111,695 |
491,538 |
-24,390 |
Dec07 |
070917 |
93.91 |
94.05 |
93.80 |
93.88 |
unch |
175,611 |
535,267 |
-20,167 |
Mar08 |
070917 |
94.30 |
94.45 |
94.25 |
94.32 |
+0.05 |
212,697 |
481,361 |
-28,637 |
Jun08 |
070917 |
94.46 |
94.60 |
94.42 |
94.49 |
+0.05 |
167,655 |
470,427 |
-16,475 |
Sep08 |
070917 |
94.52 |
94.63 |
94.47 |
94.54 |
+0.04 |
94,035 |
313,642 |
-29,524 |
Dec08 |
070917 |
94.53 |
94.62 |
94.47 |
94.55 |
+0.04 |
63,895 |
267,639 |
-14,911 |
Total Volume and Open Interest |
888,908 |
2,985,039 |
-138,874 |
3-Mth Euribor(LIFFE) |
Sep07 |
070917 |
95.290 |
95.290 |
95.265 |
95.270 |
-0.025 |
135,735 |
824,531 |
-66,292 |
Dec07 |
070917 |
95.545 |
95.575 |
95.530 |
95.540 |
-0.015 |
225,179 |
863,705 |
-15,141 |
Mar08 |
070917 |
95.745 |
95.795 |
95.715 |
95.730 |
-0.020 |
211,023 |
595,246 |
-27,053 |
Total Volume and Open Interest |
1,086,146 |
4,223,035 |
-120,704 |
3-Mth Aus T-Bills(SFE) |
Sep07 |
070913 |
92.92 |
92.92 |
92.88 |
92.92 |
unch |
23,761 |
1,293 |
-48,292 |
Dec07 |
070917 |
93.09 |
93.13 |
93.09 |
93.12 |
+0.02 |
19,941 |
396,570 |
-17,663 |
Mar08 |
070917 |
93.08 |
93.11 |
93.07 |
93.10 |
+0.01 |
10,463 |
218,621 |
+2,243 |
Jun08 |
070917 |
93.10 |
93.13 |
93.09 |
93.11 |
unch |
4,892 |
120,056 |
+3,161 |
Sep08 |
070917 |
93.13 |
93.14 |
93.12 |
93.14 |
+0.01 |
2,265 |
59,695 |
+1,065 |
Dec08 |
070917 |
93.17 |
93.17 |
93.15 |
93.16 |
-0.01 |
981 |
43,389 |
+504 |
Mar09 |
070917 |
93.16 |
93.19 |
93.16 |
93.19 |
unch |
387 |
34,185 |
+169 |
Jun09 |
070917 |
93.17 |
93.20 |
93.17 |
93.19 |
unch |
706 |
21,292 |
+8 |
Sep09 |
070917 |
93.16 |
93.21 |
93.16 |
93.19 |
+0.01 |
593 |
3,656 |
+484 |
Dec09 |
070917 |
93.21 |
93.21 |
93.20 |
93.20 |
+0.01 |
1 |
638 |
+0 |
Total Volume and Open Interest |
40,232 |
898,287 |
-10,029 |
10-Year Aus T-Bonds(SFE) |
Sep07 |
070917 |
94.07 |
94.11 |
94.05 |
94.08 |
+0.01 |
29,878 |
24,430 |
-336,671 |
Dec07 |
070917 |
94.09 |
94.13 |
94.07 |
94.10 |
+0.01 |
57,481 |
420,163 |
+32,503 |
Total Volume and Open Interest |
87,359 |
444,593 |
-304,168 |
3-Year Aus T-Bonds(SFE) |
Sep07 |
070917 |
93.78 |
93.82 |
93.76 |
93.79 |
+0.01 |
65,439 |
64,479 |
-320,306 |
Dec07 |
070917 |
93.82 |
93.86 |
93.81 |
93.83 |
+0.01 |
124,736 |
479,367 |
+96,835 |
Total Volume and Open Interest |
190,175 |
543,846 |
-223,471 |
Gold(CMX) |
Oct07 |
070917 |
709.1 |
722.0 |
708.1 |
717.1 |
+6.0 |
4,468 |
29,122 |
+1,192 |
Dec07 |
070917 |
715.8 |
728.9 |
714.8 |
723.8 |
+6.0 |
94,363 |
242,953 |
-2,152 |
Feb08 |
070917 |
725.2 |
733.0 |
725.2 |
730.0 |
+6.0 |
2,010 |
18,313 |
+401 |
Apr08 |
070917 |
730.8 |
738.1 |
730.8 |
736.0 |
+6.1 |
259 |
16,924 |
+2 |
Jun08 |
070917 |
733.7 |
744.1 |
733.7 |
741.7 |
+6.2 |
246 |
15,307 |
+160 |
Aug08 |
070917 |
747.2 |
747.2 |
747.2 |
747.2 |
+6.2 |
501 |
9,481 |
+221 |
Oct08 |
070917 |
752.7 |
752.7 |
752.7 |
752.7 |
+6.2 |
0 |
1,585 |
+0 |
Dec08 |
070917 |
754.5 |
761.0 |
754.0 |
758.2 |
+6.3 |
801 |
16,074 |
-127 |
Feb09 |
070917 |
764.0 |
764.0 |
764.0 |
764.0 |
+6.4 |
0 |
11,689 |
+0 |
Apr09 |
070917 |
769.6 |
769.6 |
769.6 |
769.6 |
+6.5 |
50 |
1,725 |
+0 |
Jun09 |
070917 |
775.3 |
775.3 |
775.3 |
775.3 |
+6.6 |
100 |
11,401 |
+100 |
Total Volume and Open Interest |
104,642 |
387,063 |
+667 |
Silver(CMX) |
Sep07 |
070917 |
1259.5 |
1275.0 |
1259.5 |
1273.9 |
+19.5 |
54 |
127 |
-14 |
Dec07 |
070917 |
1268.0 |
1298.0 |
1267.5 |
1290.0 |
+19.5 |
19,937 |
72,860 |
-634 |
Mar08 |
070917 |
1302.5 |
1312.5 |
1300.0 |
1307.0 |
+19.8 |
491 |
7,942 |
+31 |
May08 |
070917 |
1317.7 |
1317.7 |
1317.7 |
1317.7 |
+20.0 |
52 |
5,208 |
+0 |
Jul08 |
070917 |
1320.0 |
1328.4 |
1320.0 |
1328.4 |
+20.2 |
97 |
4,937 |
+25 |
Sep08 |
070917 |
1337.6 |
1337.6 |
1337.6 |
1337.6 |
+20.4 |
3 |
1,205 |
+1 |
Dec08 |
070917 |
1346.5 |
1352.5 |
1346.5 |
1351.4 |
+20.5 |
120 |
5,568 |
-106 |
Total Volume and Open Interest |
20,761 |
106,851 |
-703 |
Platinum(NYMEX) |
Oct07 |
070917 |
1299.0 |
1304.9 |
1295.0 |
1302.6 |
+3.4 |
1,039 |
8,767 |
-17 |
Jan08 |
070917 |
1308.4 |
1314.5 |
1306.9 |
1312.1 |
+3.4 |
279 |
3,328 |
+142 |
Apr08 |
070917 |
1323.5 |
1323.5 |
1323.5 |
1323.5 |
+3.4 |
0 |
2 |
+0 |
Total Volume and Open Interest |
1,318 |
12,097 |
+125 |
Palladium(NYMEX) |
Sep07 |
070917 |
330.65 |
331.35 |
330.65 |
331.35 |
+1.35 |
14 |
23 |
-5 |
Dec07 |
070917 |
335.50 |
336.00 |
328.50 |
335.35 |
+1.60 |
787 |
12,988 |
+64 |
Mar08 |
070917 |
340.10 |
340.10 |
340.10 |
340.10 |
+1.60 |
20 |
831 |
+4 |
Total Volume and Open Interest |
822 |
15,934 |
+64 |
Copper(CMX) |
Sep07 |
070917 |
343.00 |
343.25 |
340.50 |
341.75 |
+2.65 |
291 |
1,321 |
-201 |
Dec07 |
070917 |
339.25 |
344.20 |
338.20 |
342.00 |
+2.75 |
11,807 |
51,309 |
+445 |
Mar08 |
070917 |
339.50 |
341.50 |
339.25 |
340.25 |
+2.70 |
1,153 |
7,885 |
+536 |
May08 |
070917 |
337.50 |
337.50 |
337.50 |
337.50 |
+2.70 |
32 |
1,160 |
-11 |
Jul08 |
070917 |
334.50 |
334.50 |
334.00 |
334.00 |
+2.70 |
5 |
546 |
-4 |
Total Volume and Open Interest |
13,571 |
70,002 |
+644 |
DJIA Index(CBOT) |
Sep07 |
070917 |
13434 |
13450 |
13370 |
13407 |
-47 |
3,114 |
32,146 |
-439 |
Dec07 |
070917 |
13539 |
13558 |
13467 |
13503 |
-48 |
4,683 |
11,795 |
+652 |
Mar08 |
070917 |
13608 |
13608 |
13608 |
13608 |
-48 |
0 |
6 |
+0 |
Jun08 |
070917 |
13684 |
13684 |
13684 |
13684 |
-48 |
|
|
|
Total Volume and Open Interest |
7,797 |
43,947 |
+213 |
E-mini DJIA Index(CBOT) |
Sep07 |
070917 |
13448 |
13459 |
13371 |
13407 |
-47 |
35,416 |
81,291 |
-4,208 |
Dec07 |
070917 |
13541 |
13556 |
13465 |
13503 |
-48 |
128,894 |
27,618 |
+9,224 |
Mar08 |
070917 |
13584 |
13608 |
13584 |
13608 |
-48 |
2 |
10 |
+0 |
Jun08 |
070917 |
13684 |
13684 |
13684 |
13684 |
-48 |
|
|
|
Total Volume and Open Interest |
164,312 |
108,919 |
+5,016 |
S & P 500(CME) |
Sep07 |
070917 |
1478.80 |
1482.50 |
1472.00 |
1476.90 |
-8.10 |
67,896 |
318,525 |
-31,974 |
Dec07 |
070917 |
1497.40 |
1497.80 |
1485.20 |
1489.80 |
-8.20 |
78,567 |
405,413 |
+43,007 |
Mar08 |
070917 |
1500.60 |
1503.80 |
1496.80 |
1500.60 |
-8.20 |
328 |
7,792 |
+100 |
Jun08 |
070917 |
1511.60 |
1514.80 |
1507.80 |
1511.60 |
-8.20 |
0 |
297 |
+0 |
Total Volume and Open Interest |
146,791 |
735,200 |
+11,133 |
S & P 500 E-Mini(Globex) |
Sep07 |
070917 |
1484.50 |
1484.50 |
1472.25 |
1477.00 |
-8.00 |
560,738 |
1,671,056 |
-97,173 |
Dec07 |
070917 |
1497.25 |
1497.50 |
1485.00 |
1489.75 |
-8.25 |
1,397,778 |
887,523 |
+197,931 |
Total Volume and Open Interest |
1,958,516 |
2,558,580 |
+100,758 |
NASDAQ 100(CME) |
Sep07 |
070917 |
1993.50 |
1996.00 |
1977.00 |
1982.50 |
-18.80 |
4,319 |
63,220 |
-1,156 |
Dec07 |
070917 |
2020.30 |
2022.00 |
1999.50 |
2006.00 |
-19.00 |
5,399 |
15,657 |
+1,975 |
Mar08 |
070917 |
2029.30 |
2031.30 |
2029.30 |
2029.30 |
-19.00 |
0 |
1 |
+0 |
Total Volume and Open Interest |
9,718 |
78,878 |
+819 |
NASDAQ 100 E-Mini(Globex) |
Sep07 |
070917 |
2000.30 |
2000.80 |
1976.80 |
1982.50 |
-18.80 |
88,401 |
414,452 |
-19,287 |
Dec07 |
070917 |
2024.80 |
2025.00 |
2000.30 |
2006.00 |
-19.00 |
281,648 |
122,627 |
+38,809 |
Total Volume and Open Interest |
370,049 |
537,079 |
+19,522 |
S & P Midcap 400(CME) |
Sep07 |
070917 |
860.00 |
860.50 |
856.50 |
857.95 |
-5.90 |
1,214 |
5,308 |
-124 |
Dec07 |
070917 |
868.50 |
871.00 |
864.50 |
866.60 |
-5.80 |
1,038 |
2,442 |
+659 |
Mar08 |
070917 |
876.70 |
877.10 |
876.70 |
876.70 |
-5.80 |
|
|
|
Total Volume and Open Interest |
2,252 |
7,750 |
+535 |
Russell 2000 E-Mini(Globex) |
Sep07 |
070917 |
783.00 |
783.00 |
774.60 |
775.30 |
-8.50 |
102,117 |
457,457 |
-54,200 |
Dec07 |
070917 |
788.90 |
788.90 |
779.80 |
780.50 |
-8.70 |
214,496 |
238,776 |
+48,270 |
Mar08 |
070917 |
786.60 |
786.60 |
786.60 |
786.60 |
-8.70 |
|
|
|
Total Volume and Open Interest |
442,058 |
702,163 |
+0 |
Nikkei 225(CME) |
Dec07 |
070917 |
16000 |
16050 |
15970 |
16005 |
-125 |
7,622 |
68,830 |
+495 |
Mar08 |
070917 |
15985 |
16110 |
15985 |
15985 |
-125 |
0 |
1 |
+0 |
Total Volume and Open Interest |
7,622 |
68,831 |
+495 |
Nikkei 225(SGX) |
Dec07 |
070914 |
15925 |
16130 |
15835 |
16105 |
+350 |
89,177 |
198,969 |
+37,106 |
Mar08 |
070914 |
15920 |
16150 |
15885 |
16105 |
+310 |
0 |
2 |
+0 |
Jun08 |
070914 |
16050 |
16050 |
16050 |
16050 |
+310 |
0 |
1 |
+0 |
Total Volume and Open Interest |
89,177 |
199,012 |
+37,106 |
CAC 40(EURONEXT) |
Sep07 |
070917 |
5532.5 |
5537.0 |
5421.0 |
5442.5 |
-101.0 |
125,012 |
675,020 |
+15,040 |
Oct07 |
070917 |
5553.5 |
5554.5 |
5438.5 |
5460.0 |
-101.5 |
4,856 |
7,564 |
+2,893 |
Nov07 |
070917 |
5507.5 |
5507.5 |
5467.5 |
5467.5 |
-100.0 |
70 |
574 |
+52 |
Total Volume and Open Interest |
131,623 |
690,211 |
+19,185 |
Hang Seng Index(HKFE) |
Sep07 |
070917 |
24950 |
24980 |
24460 |
24470 |
-429 |
44,878 |
127,894 |
+86 |
Oct07 |
070917 |
25033 |
25060 |
24544 |
24545 |
-434 |
1,279 |
3,626 |
+342 |
Total Volume and Open Interest |
46,311 |
133,677 |
+431 |
DAX(EUREX) |
Sep07 |
070917 |
7496.5 |
7537.0 |
7437.5 |
7495.5 |
-10.5 |
159,400 |
267,523 |
-10,342 |
Dec07 |
070917 |
7589.0 |
7621.5 |
7523.0 |
7582.0 |
-10.0 |
8,182 |
38,235 |
+4,373 |
Mar08 |
070917 |
7663.0 |
7703.0 |
7610.0 |
7663.0 |
-10.0 |
408 |
3,190 |
+332 |
Total Volume and Open Interest |
167,990 |
308,948 |
-5,637 |
FT-SE 100(EURONEXT) |
Sep07 |
070917 |
6261.00 |
6265.50 |
6146.00 |
6186.00 |
-112.50 |
178,401 |
469,806 |
-23,055 |
Dec07 |
070917 |
6336.00 |
6338.00 |
6212.00 |
6252.50 |
-114.00 |
43,388 |
95,269 |
+19,979 |
Mar08 |
070917 |
6270.50 |
6270.50 |
6270.50 |
6270.50 |
-115.00 |
10 |
3,664 |
+0 |
Total Volume and Open Interest |
221,799 |
568,750 |
-3,076 |
SPI 200(SFE) |
Sep07 |
070917 |
6290.0 |
6316.0 |
6230.0 |
6266.0 |
-18.0 |
75,093 |
358,442 |
+35,109 |
Dec07 |
070917 |
6335.0 |
6364.0 |
6283.0 |
6316.0 |
-15.0 |
60,399 |
100,515 |
+58,508 |
Mar08 |
070917 |
6337.0 |
6337.0 |
6325.0 |
6325.0 |
-15.0 |
3 |
1,225 |
+2 |
Total Volume and Open Interest |
135,495 |
462,151 |
+93,612 |
GSCI(CME) |
Oct07 |
070917 |
528.00 |
533.75 |
526.00 |
533.75 |
+7.25 |
4,209 |
20,632 |
+3,929 |
Nov07 |
070917 |
532.50 |
533.75 |
527.00 |
533.75 |
+6.25 |
|
|
|
Total Volume and Open Interest |
8,480 |
24,280 |
+2,504 |
Reuters CCI(ICE) |
Nov07 |
070917 |
428.00 |
435.00 |
428.00 |
435.00 |
+4.25 |
21 |
748 |
-1 |
Jan08 |
070917 |
431.75 |
436.00 |
431.75 |
436.00 |
+4.25 |
0 |
415 |
+0 |
Feb08 |
070917 |
430.75 |
435.00 |
430.75 |
435.00 |
+4.25 |
0 |
223 |
+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. |
|
|