|
 |
| MRCI's Free Historical Futures 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 |
965.00 |
974.50 |
961.50 |
968.50 |
+13.75 |
20,059 |
288,602 |
+1,596 |
| Jan08 |
070917 |
980.00 |
989.50 |
976.50 |
983.50 |
+14.25 |
3,657 |
57,995 |
+2,054 |
| Mar08 |
070917 |
990.00 |
998.00 |
987.50 |
993.00 |
+13.25 |
2,630 |
36,830 |
+1,987 |
| May08 |
070917 |
990.00 |
999.00 |
988.00 |
993.75 |
+11.25 |
1,867 |
31,450 |
+542 |
| Jul08 |
070917 |
1000.00 |
1004.00 |
996.00 |
998.50 |
+11.00 |
4,094 |
37,435 |
-267 |
| Aug08 |
070917 |
980.00 |
985.00 |
980.00 |
985.00 |
+11.00 |
193 |
820 |
+127 |
| Sep08 |
070917 |
954.00 |
954.00 |
954.00 |
954.00 |
+3.00 |
15 |
425 |
+6 |
| Total Volume and Open Interest |
35,423 |
521,275 |
+6,416 |
| Soybean Meal(CBOT) |
| Oct07 |
070917 |
264.50 |
266.70 |
263.30 |
264.10 |
+4.10 |
2,711 |
27,442 |
-593 |
| Dec07 |
070917 |
271.00 |
272.70 |
269.00 |
269.70 |
+4.30 |
11,092 |
105,806 |
+1,670 |
| Jan08 |
070917 |
273.50 |
274.50 |
271.30 |
271.80 |
+4.10 |
1,823 |
16,483 |
+617 |
| Mar08 |
070917 |
276.50 |
277.50 |
274.50 |
275.00 |
+3.80 |
2,264 |
19,741 |
+1,278 |
| May08 |
070917 |
275.00 |
277.00 |
274.00 |
274.50 |
+3.90 |
2,533 |
20,753 |
+284 |
| Jul08 |
070917 |
278.00 |
279.00 |
276.00 |
277.00 |
+4.00 |
2,212 |
17,332 |
+1,832 |
| Aug08 |
070917 |
274.00 |
275.00 |
271.00 |
271.20 |
+3.20 |
196 |
3,330 |
+78 |
| Sep08 |
070917 |
268.00 |
269.00 |
266.00 |
266.00 |
+3.50 |
571 |
3,097 |
-296 |
| Total Volume and Open Interest |
23,924 |
223,417 |
+4,987 |
| Soybean Oil(CBOT) |
| Oct07 |
070917 |
39.80 |
39.87 |
39.58 |
39.72 |
+0.20 |
5,193 |
27,977 |
-1,071 |
| Dec07 |
070917 |
40.22 |
40.38 |
40.00 |
40.21 |
+0.19 |
9,928 |
162,612 |
-110 |
| Jan08 |
070917 |
40.64 |
40.72 |
40.42 |
40.60 |
+0.20 |
2,448 |
23,593 |
+890 |
| Mar08 |
070917 |
40.90 |
40.98 |
40.70 |
40.94 |
+0.23 |
1,011 |
18,002 |
+224 |
| May08 |
070917 |
40.90 |
41.10 |
40.73 |
41.08 |
+0.28 |
1,167 |
13,470 |
+12 |
| Jul08 |
070917 |
41.14 |
41.25 |
41.01 |
41.22 |
+0.30 |
1,610 |
15,292 |
-67 |
| Aug08 |
070917 |
40.75 |
41.05 |
40.75 |
41.05 |
+0.25 |
249 |
1,253 |
+149 |
| Sep08 |
070917 |
40.85 |
40.90 |
40.85 |
40.90 |
+0.30 |
43 |
603 |
+25 |
| Total Volume and Open Interest |
22,241 |
278,716 |
+35 |
| Canola(WCE) |
| Corn(CBOT) |
| Dec07 |
070917 |
351.00 |
354.25 |
349.25 |
352.25 |
+3.25 |
13,864 |
617,249 |
-1,793 |
| Mar08 |
070917 |
367.50 |
371.00 |
366.25 |
369.00 |
+3.00 |
3,369 |
146,139 |
+1,081 |
| May08 |
070917 |
378.00 |
380.00 |
377.00 |
379.75 |
+3.50 |
596 |
40,573 |
+317 |
| Jul08 |
070917 |
387.50 |
390.25 |
385.75 |
388.50 |
+3.50 |
2,271 |
94,817 |
-343 |
| Sep08 |
070917 |
395.50 |
396.50 |
394.00 |
396.00 |
+3.00 |
264 |
13,410 |
+242 |
| Dec08 |
070917 |
403.50 |
405.50 |
402.50 |
404.00 |
+4.25 |
3,651 |
142,853 |
+2,271 |
| Total Volume and Open Interest |
25,397 |
1,094,114 |
+123 |
| Wheat(CBOT) |
| Dec07 |
070917 |
870.00 |
876.00 |
854.50 |
875.00 |
+29.00 |
6,711 |
238,537 |
-2,338 |
| Mar08 |
070917 |
874.00 |
880.00 |
863.00 |
877.00 |
+23.00 |
1,761 |
45,127 |
+547 |
| May08 |
070917 |
751.00 |
756.00 |
746.00 |
753.00 |
+10.00 |
657 |
6,699 |
+8 |
| Jul08 |
070917 |
592.00 |
597.00 |
588.00 |
596.00 |
+8.50 |
1,112 |
55,164 |
-804 |
| Sep08 |
070917 |
598.00 |
600.00 |
596.00 |
600.00 |
+6.00 |
12 |
2,217 |
-3 |
| Total Volume and Open Interest |
10,961 |
371,705 |
-2,375 |
| Wheat(KCBT) |
| Dec07 |
070917 |
842.00 |
859.00 |
837.00 |
858.00 |
+29.00 |
10,132 |
112,528 |
-1,838 |
| Mar08 |
070917 |
848.00 |
858.00 |
837.00 |
856.50 |
+28.50 |
2,565 |
16,471 |
+259 |
| May08 |
070917 |
757.00 |
757.00 |
753.00 |
753.00 |
+8.00 |
35 |
760 |
-4 |
| Jul08 |
070917 |
596.00 |
607.00 |
588.00 |
604.00 |
+16.00 |
2,315 |
15,394 |
-444 |
| Sep08 |
070917 |
600.00 |
608.00 |
595.50 |
605.00 |
+9.00 |
7 |
830 |
+0 |
| Total Volume and Open Interest |
15,304 |
148,169 |
-1,910 |
| Wheat(MGE) |
| Sep07 |
070914 |
790.00 |
797.00 |
790.00 |
797.00 |
-1.00 |
12 |
13 |
-17 |
| Dec07 |
070917 |
821.00 |
825.00 |
805.00 |
825.00 |
+30.00 |
4,834 |
48,846 |
+15 |
| Mar08 |
070917 |
826.00 |
827.25 |
810.00 |
827.25 |
+22.25 |
1,160 |
10,651 |
+406 |
| May08 |
070917 |
810.00 |
810.00 |
797.00 |
806.00 |
+21.00 |
226 |
990 |
+32 |
| Jul08 |
070917 |
705.00 |
716.00 |
700.00 |
716.00 |
+18.50 |
131 |
818 |
+74 |
| Total Volume and Open Interest |
6,790 |
64,850 |
+549 |
| Oats(CBOT) |
| Dec07 |
070917 |
286.50 |
287.00 |
280.00 |
282.50 |
+1.75 |
315 |
12,527 |
-59 |
| Mar08 |
070917 |
294.50 |
294.75 |
291.00 |
291.50 |
+1.50 |
10 |
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 |
328 |
14,394 |
-70 |
| 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 |
59 |
11,695 |
+49 |
| Jan08 |
070917 |
11.43 |
11.43 |
11.43 |
11.43 |
-0.05 |
0 |
1,558 |
-1 |
| Mar08 |
070917 |
11.79 |
11.79 |
11.69 |
11.69 |
-0.05 |
4 |
1,093 |
-3 |
| Total Volume and Open Interest |
63 |
14,689 |
+42 |
| Live Cattle(CME) |
| Oct07 |
070917 |
95.050 |
95.150 |
94.535 |
94.980 |
-0.270 |
26,657 |
58,169 |
-6,881 |
| Dec07 |
070917 |
99.000 |
99.000 |
98.150 |
98.550 |
-0.600 |
26,100 |
102,742 |
+8,720 |
| Feb08 |
070917 |
100.600 |
100.600 |
99.900 |
100.035 |
-0.665 |
5,833 |
39,253 |
+2,158 |
| Apr08 |
070917 |
100.300 |
100.350 |
99.600 |
99.930 |
-0.605 |
1,990 |
19,979 |
+580 |
| Jun08 |
070917 |
95.600 |
95.800 |
95.400 |
95.600 |
-0.500 |
625 |
7,838 |
-145 |
| Aug08 |
070917 |
94.500 |
94.500 |
94.250 |
94.350 |
-0.350 |
97 |
2,006 |
+5 |
| Total Volume and Open Interest |
61,302 |
229,987 |
+4,437 |
| Feeder Cattle(CME) |
| Sep07 |
070917 |
116.350 |
116.450 |
115.600 |
115.680 |
-1.150 |
456 |
3,297 |
-135 |
| Oct07 |
070917 |
116.450 |
116.550 |
115.450 |
115.500 |
-1.350 |
3,066 |
9,629 |
-854 |
| Nov07 |
070917 |
116.500 |
116.550 |
115.600 |
115.635 |
-1.500 |
2,612 |
9,849 |
+928 |
| Jan08 |
070917 |
114.800 |
114.800 |
114.000 |
114.200 |
-1.150 |
341 |
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 |
6,570 |
29,072 |
-40 |
| Lean Hogs(CME) |
| Oct07 |
070917 |
65.800 |
66.250 |
64.350 |
65.035 |
-0.515 |
19,246 |
35,413 |
-4,994 |
| Dec07 |
070917 |
68.800 |
69.100 |
66.600 |
67.150 |
-1.485 |
22,929 |
79,844 |
+7,185 |
| Feb08 |
070917 |
72.050 |
72.400 |
70.250 |
71.250 |
-0.930 |
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 |
78.635 |
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 |
52,247 |
178,001 |
+5,964 |
| Pork Bellies(CME) |
| Feb08 |
070917 |
91.000 |
91.000 |
88.350 |
88.550 |
-1.550 |
205 |
819 |
-4 |
| Mar08 |
070917 |
91.750 |
91.750 |
88.450 |
88.450 |
-1.550 |
0 |
32 |
+0 |
| May08 |
070917 |
90.500 |
90.500 |
90.500 |
90.500 |
-1.500 |
1 |
30 |
+0 |
| Jul08 |
070917 |
93.000 |
93.000 |
93.000 |
93.000 |
-1.250 |
1 |
4 |
+0 |
| Aug08 |
070917 |
92.430 |
92.430 |
92.430 |
92.430 |
unch |
|
|
|
| Total Volume and Open Interest |
207 |
885 |
-4 |
| Class III Milk(CME) |
| Sep07 |
070917 |
20.05 |
20.10 |
20.05 |
20.10 |
unch |
95 |
4,902 |
+12 |
| Oct07 |
070917 |
18.55 |
18.65 |
18.45 |
18.55 |
-0.20 |
410 |
4,458 |
-22 |
| Nov07 |
070917 |
17.65 |
17.85 |
17.65 |
17.80 |
-0.01 |
407 |
3,827 |
-12 |
| Dec07 |
070917 |
17.48 |
17.51 |
17.48 |
17.51 |
+0.05 |
333 |
3,947 |
+14 |
| Jan08 |
070917 |
16.70 |
16.75 |
16.70 |
16.72 |
-0.01 |
67 |
2,083 |
+33 |
| Total Volume and Open Interest |
1,782 |
34,504 |
+275 |
| Cocoa(NYBOT) |
| Dec07 |
070917 |
1849 |
1885 |
1847 |
1864 |
+27 |
4,998 |
63,203 |
-423 |
| Mar08 |
070917 |
1865 |
1891 |
1865 |
1878 |
+26 |
916 |
29,348 |
+107 |
| May08 |
070917 |
1886 |
1886 |
1886 |
1886 |
+24 |
271 |
7,057 |
-46 |
| Jul08 |
070917 |
1902 |
1902 |
1902 |
1902 |
+24 |
64 |
3,639 |
+2 |
| Sep08 |
070917 |
1918 |
1918 |
1918 |
1918 |
+24 |
23 |
3,963 |
+5 |
| Dec08 |
070917 |
1942 |
1942 |
1942 |
1942 |
+24 |
77 |
12,251 |
+54 |
| Mar09 |
070917 |
1946 |
1966 |
1946 |
1966 |
+20 |
0 |
622 |
+0 |
| Total Volume and Open Interest |
6,349 |
120,085 |
-301 |
| Coffee "C"(NYBOT) |
| Sep07 |
070917 |
122.25 |
125.00 |
122.25 |
125.00 |
+6.95 |
12 |
82 |
-5 |
| Dec07 |
070917 |
125.00 |
128.00 |
124.75 |
127.80 |
+6.90 |
9,543 |
103,347 |
+458 |
| Mar08 |
070917 |
129.50 |
131.20 |
128.60 |
131.20 |
+6.55 |
1,263 |
24,652 |
+351 |
| May08 |
070917 |
131.25 |
133.05 |
131.25 |
133.05 |
+6.30 |
276 |
7,759 |
+73 |
| Jul08 |
070917 |
134.85 |
134.85 |
134.85 |
134.85 |
+6.25 |
249 |
3,384 |
+14 |
| Sep08 |
070917 |
134.00 |
136.55 |
134.00 |
136.55 |
+6.25 |
361 |
7,689 |
-99 |
| Total Volume and Open Interest |
11,978 |
160,650 |
+918 |
| Orange Juice(NYBOT) |
| Nov07 |
070917 |
122.50 |
122.90 |
121.15 |
122.80 |
-0.65 |
956 |
17,270 |
-235 |
| Jan08 |
070917 |
122.75 |
122.95 |
122.00 |
122.75 |
-0.80 |
108 |
5,202 |
-15 |
| Mar08 |
070917 |
123.50 |
123.85 |
123.50 |
123.85 |
-0.20 |
6 |
3,828 |
+5 |
| May08 |
070917 |
124.35 |
124.35 |
124.35 |
124.35 |
-0.20 |
0 |
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 |
1,091 |
27,970 |
-245 |
| Sugar #11(NYBOT) |
| Oct07 |
070917 |
9.37 |
9.44 |
9.31 |
9.34 |
-0.01 |
77,668 |
141,314 |
-26,359 |
| Mar08 |
070917 |
9.69 |
9.75 |
9.59 |
9.62 |
-0.07 |
61,462 |
303,414 |
+26,190 |
| May08 |
070917 |
9.75 |
9.77 |
9.66 |
9.68 |
-0.09 |
2,808 |
57,053 |
+219 |
| Jul08 |
070917 |
9.84 |
9.88 |
9.74 |
9.77 |
-0.08 |
1,425 |
42,069 |
+113 |
| Oct08 |
070917 |
10.09 |
10.09 |
10.04 |
10.08 |
-0.06 |
1,048 |
41,946 |
+365 |
| Total Volume and Open Interest |
146,638 |
644,611 |
+807 |
| Sugar #14(NYBOT) |
| Sep07 |
070808 |
22.53 |
22.53 |
22.53 |
22.53 |
+0.01 |
484 |
589 |
-408 |
| Nov07 |
070917 |
21.11 |
21.11 |
21.11 |
21.11 |
-0.01 |
1,531 |
1,328 |
-895 |
| Jan08 |
070917 |
20.86 |
20.86 |
20.86 |
20.86 |
unch |
135 |
3,339 |
+110 |
| Mar08 |
070917 |
20.85 |
20.85 |
20.85 |
20.85 |
-0.01 |
78 |
2,979 |
+4 |
| May08 |
070917 |
20.89 |
20.89 |
20.89 |
20.89 |
-0.03 |
100 |
894 |
+100 |
| Total Volume and Open Interest |
1,844 |
9,249 |
-702 |
| London Cocoa(LCE) |
| Sep07 |
070913 |
909 |
918 |
907 |
907 |
-8 |
3,789 |
5,613 |
-1,015 |
| 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 |
| Total Volume and Open Interest |
8,071 |
175,590 |
-2,470 |
| London Coffee(LCE) |
| Sep07 |
070917 |
1921.00 |
1985.00 |
1910.00 |
1935.00 |
+50.00 |
314 |
390 |
+33 |
| Nov07 |
070917 |
1965.00 |
2026.00 |
1950.00 |
1985.00 |
+45.00 |
11,164 |
89,534 |
+4,678 |
| Jan08 |
070917 |
1830.00 |
1842.00 |
1820.00 |
1821.00 |
+10.00 |
6,912 |
40,380 |
+4,323 |
| Mar08 |
070917 |
1817.00 |
1827.00 |
1805.00 |
1811.00 |
+12.00 |
766 |
13,255 |
+136 |
| May08 |
070917 |
1814.00 |
1820.00 |
1814.00 |
1816.00 |
+11.00 |
5 |
4,390 |
+1 |
| Jul08 |
070917 |
1820.00 |
1820.00 |
1820.00 |
1820.00 |
+10.00 |
0 |
1,188 |
+0 |
| Total Volume and Open Interest |
19,161 |
150,426 |
+9,171 |
| London Sugar(LCE) |
| Oct07 |
070914 |
258.50 |
274.70 |
257.90 |
272.50 |
+13.00 |
6,044 |
4,386 |
-3,839 |
| 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 |
| Total Volume and Open Interest |
12,622 |
77,668 |
-2,973 |
| Cotton(NYBOT) |
| Oct07 |
070917 |
61.20 |
61.90 |
61.05 |
61.67 |
+0.75 |
791 |
2,742 |
-897 |
| Dec07 |
070917 |
63.98 |
64.63 |
63.35 |
64.43 |
+0.82 |
16,266 |
131,159 |
+775 |
| Mar08 |
070917 |
66.95 |
67.50 |
66.78 |
67.43 |
+0.79 |
3,015 |
47,474 |
+469 |
| May08 |
070917 |
68.25 |
68.75 |
68.20 |
68.75 |
+0.90 |
252 |
4,753 |
+12 |
| Jul08 |
070917 |
69.25 |
69.88 |
69.25 |
69.88 |
+0.73 |
534 |
6,187 |
+53 |
| Oct08 |
070917 |
71.38 |
71.38 |
71.38 |
71.38 |
+0.58 |
30 |
264 |
+28 |
| Total Volume and Open Interest |
21,917 |
211,751 |
+903 |
| Lumber(CME) |
| Nov07 |
070917 |
250.0 |
250.0 |
243.7 |
245.0 |
-2.7 |
873 |
5,093 |
+158 |
| Jan08 |
070917 |
266.5 |
266.5 |
261.8 |
264.7 |
-1.1 |
128 |
536 |
+40 |
| Mar08 |
070917 |
281.0 |
282.5 |
279.5 |
282.4 |
-1.9 |
39 |
201 |
+15 |
| May08 |
070917 |
282.0 |
282.0 |
279.3 |
279.3 |
-1.8 |
2 |
47 |
+1 |
| Total Volume and Open Interest |
1,218 |
5,902 |
+147 |
| Crude Oil(NYM) |
| Oct07 |
070917 |
78.85 |
80.70 |
78.80 |
80.57 |
+1.47 |
257,062 |
171,442 |
-25,828 |
| Nov07 |
070917 |
77.85 |
79.40 |
77.75 |
79.38 |
+1.29 |
166,798 |
335,851 |
+22,073 |
| Dec07 |
070917 |
76.90 |
78.15 |
76.85 |
78.07 |
+0.90 |
74,596 |
207,247 |
+1,544 |
| Jan08 |
070917 |
77.00 |
77.00 |
76.85 |
77.00 |
+0.51 |
21,689 |
73,884 |
+4,995 |
| Feb08 |
070917 |
76.25 |
76.25 |
76.25 |
76.25 |
+0.39 |
5,306 |
36,564 |
+1,402 |
| Mar08 |
070917 |
75.72 |
75.72 |
75.72 |
75.72 |
+0.40 |
5,142 |
42,665 |
+139 |
| Apr08 |
070917 |
75.64 |
75.64 |
75.64 |
75.64 |
+0.77 |
0 |
43,619 |
-299 |
| May08 |
070917 |
75.28 |
75.28 |
75.28 |
75.28 |
+0.76 |
0 |
45,502 |
-175 |
| Jun08 |
070917 |
74.98 |
74.98 |
74.98 |
74.98 |
+0.75 |
0 |
51,178 |
+123 |
| Jul08 |
070917 |
74.70 |
74.70 |
74.70 |
74.70 |
+0.75 |
0 |
17,676 |
-91 |
| Aug08 |
070917 |
74.43 |
74.43 |
74.43 |
74.43 |
+0.75 |
0 |
13,608 |
+179 |
| Sep08 |
070917 |
74.17 |
74.17 |
74.17 |
74.17 |
+0.75 |
0 |
45,649 |
+3 |
| Oct08 |
070917 |
73.92 |
73.92 |
73.92 |
73.92 |
+0.74 |
0 |
20,514 |
+298 |
| Nov08 |
070917 |
73.68 |
73.68 |
73.68 |
73.68 |
+0.73 |
0 |
16,750 |
-423 |
| Dec08 |
070917 |
73.10 |
73.40 |
73.10 |
73.40 |
+0.67 |
13,151 |
162,105 |
-225 |
| Jan09 |
070917 |
73.22 |
73.22 |
73.22 |
73.22 |
+0.68 |
0 |
20,703 |
+175 |
| Total Volume and Open Interest |
551,973 |
1,547,851 |
+4,365 |
| Heating Oil(NYM) |
| Oct07 |
070917 |
220.00 |
223.10 |
220.00 |
222.87 |
+2.09 |
37,209 |
53,223 |
-2,240 |
| Nov07 |
070917 |
221.80 |
224.22 |
221.80 |
224.22 |
+2.29 |
22,274 |
68,169 |
+5,261 |
| Dec07 |
070917 |
224.97 |
224.97 |
224.97 |
224.97 |
+2.29 |
9,728 |
44,575 |
+1,008 |
| Jan08 |
070917 |
225.07 |
225.07 |
225.07 |
225.07 |
+2.24 |
4,725 |
24,491 |
+918 |
| Feb08 |
070917 |
222.00 |
223.12 |
222.00 |
223.12 |
+2.24 |
1,012 |
13,103 |
+152 |
| Mar08 |
070917 |
220.07 |
220.07 |
220.07 |
220.07 |
+2.24 |
605 |
7,620 |
+35 |
| Apr08 |
070917 |
215.47 |
215.47 |
215.47 |
215.47 |
+2.29 |
134 |
6,715 |
-42 |
| May08 |
070917 |
211.02 |
211.02 |
211.02 |
211.02 |
+2.34 |
128 |
3,298 |
-5 |
| Jun08 |
070917 |
205.50 |
208.32 |
205.50 |
208.32 |
+2.39 |
235 |
11,006 |
+39 |
| Jul08 |
070917 |
207.62 |
207.62 |
207.62 |
207.62 |
+2.39 |
2 |
1,676 |
-2 |
| Aug08 |
070917 |
207.92 |
207.92 |
207.92 |
207.92 |
+2.24 |
221 |
833 |
+0 |
| Sep08 |
070917 |
209.37 |
209.37 |
209.37 |
209.37 |
+2.14 |
13 |
460 |
+0 |
| Total Volume and Open Interest |
76,652 |
238,901 |
+5,124 |
| Gasoline(NYMEX) |
| Oct07 |
070917 |
204.36 |
205.21 |
201.08 |
204.42 |
+0.78 |
53,907 |
50,186 |
-9,919 |
| Nov07 |
070917 |
200.28 |
203.32 |
199.16 |
202.57 |
+1.13 |
37,720 |
54,033 |
+8,754 |
| Dec07 |
070917 |
199.13 |
202.15 |
197.99 |
201.52 |
+1.33 |
14,744 |
25,949 |
+446 |
| Jan08 |
070917 |
199.73 |
202.98 |
198.80 |
202.32 |
+1.48 |
5,755 |
14,077 |
+826 |
| Feb08 |
070917 |
202.04 |
204.00 |
201.60 |
203.77 |
+1.48 |
2,827 |
7,369 |
-97 |
| Mar08 |
070917 |
203.71 |
205.59 |
203.46 |
205.27 |
+1.48 |
1,618 |
9,013 |
+473 |
| Apr08 |
070917 |
214.83 |
216.67 |
214.83 |
216.67 |
+1.63 |
316 |
7,060 |
+187 |
| May08 |
070917 |
216.86 |
217.96 |
216.48 |
217.42 |
+1.58 |
130 |
3,266 |
-13 |
| Jun08 |
070917 |
217.63 |
217.63 |
217.02 |
217.42 |
+1.48 |
19 |
4,684 |
+0 |
| Jul08 |
070917 |
213.00 |
215.92 |
213.00 |
215.92 |
+1.53 |
2 |
1,660 |
+1 |
| Total Volume and Open Interest |
117,107 |
183,141 |
+661 |
| e-MiNY RBOB Gasoline(NYMEX) |
| 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 |
1 |
0 |
+0 |
| Dec07 |
070917 |
201.52 |
201.52 |
201.52 |
201.52 |
+1.33 |
1 |
1 |
-1 |
| Jan08 |
070917 |
202.32 |
202.32 |
202.32 |
202.32 |
+1.48 |
|
|
|
| Total Volume and Open Interest |
2 |
2 |
-1 |
| Natural Gas(NYM) |
| Oct07 |
070917 |
6.395 |
6.690 |
6.360 |
6.653 |
+0.374 |
83,460 |
78,902 |
-8,841 |
| Nov07 |
070917 |
7.145 |
7.325 |
7.110 |
7.317 |
+0.263 |
40,706 |
122,105 |
+10,263 |
| Dec07 |
070917 |
7.820 |
7.932 |
7.820 |
7.932 |
+0.178 |
10,529 |
53,455 |
+614 |
| Jan08 |
070917 |
8.185 |
8.280 |
8.170 |
8.272 |
+0.158 |
6,788 |
52,152 |
+783 |
| Feb08 |
070917 |
8.215 |
8.292 |
8.215 |
8.292 |
+0.143 |
1,614 |
35,233 |
-444 |
| Mar08 |
070917 |
8.030 |
8.097 |
8.030 |
8.097 |
+0.133 |
4,055 |
48,508 |
+0 |
| Apr08 |
070917 |
7.590 |
7.647 |
7.590 |
7.647 |
+0.108 |
2,649 |
36,385 |
+238 |
| May08 |
070917 |
7.669 |
7.669 |
7.669 |
7.669 |
+0.100 |
844 |
27,709 |
+213 |
| Jun08 |
070917 |
7.741 |
7.741 |
7.741 |
7.741 |
+0.095 |
293 |
17,311 |
+74 |
| Jul08 |
070917 |
7.826 |
7.826 |
7.826 |
7.826 |
+0.095 |
276 |
12,804 |
+88 |
| Aug08 |
070917 |
7.890 |
7.890 |
7.890 |
7.890 |
+0.094 |
303 |
11,136 |
+27 |
| Sep08 |
070917 |
7.920 |
7.920 |
7.920 |
7.920 |
+0.089 |
262 |
7,848 |
+36 |
| Oct08 |
070917 |
8.007 |
8.007 |
8.007 |
8.007 |
+0.088 |
685 |
30,717 |
-13 |
| Nov08 |
070917 |
8.432 |
8.432 |
8.432 |
8.432 |
+0.078 |
59 |
16,032 |
-37 |
| Dec08 |
070917 |
8.852 |
8.852 |
8.852 |
8.852 |
+0.073 |
20 |
14,297 |
-16 |
| Jan09 |
070917 |
9.120 |
9.122 |
9.120 |
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 |
76.07 |
77.24 |
75.52 |
76.98 |
+0.76 |
102,980 |
183,411 |
-15,033 |
| Dec07 |
070917 |
76.01 |
77.37 |
75.60 |
77.12 |
+0.91 |
91,669 |
166,913 |
+9,763 |
| Jan08 |
070917 |
75.85 |
77.11 |
75.51 |
77.05 |
+0.95 |
21,183 |
40,523 |
-1,022 |
| Feb08 |
070917 |
75.59 |
76.92 |
75.45 |
76.86 |
+1.01 |
6,285 |
19,972 |
+991 |
| Mar08 |
070917 |
75.16 |
76.65 |
75.07 |
76.62 |
+1.09 |
3,073 |
17,691 |
+1,630 |
| Apr08 |
070917 |
75.05 |
76.35 |
75.03 |
76.35 |
+1.11 |
1,811 |
15,478 |
-583 |
| May08 |
070917 |
76.07 |
76.07 |
76.07 |
76.07 |
+1.09 |
0 |
9,079 |
-3,169 |
| Jun08 |
070917 |
74.40 |
75.79 |
74.40 |
75.79 |
+1.09 |
2,232 |
34,711 |
+1,005 |
| Jul08 |
070917 |
75.56 |
75.56 |
75.56 |
75.56 |
+1.09 |
0 |
5,742 |
+47 |
| Aug08 |
070917 |
75.33 |
75.33 |
75.33 |
75.33 |
+1.09 |
0 |
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 |
0 |
4,417 |
+0 |
| Nov08 |
070917 |
74.69 |
74.69 |
74.69 |
74.69 |
+1.11 |
0 |
3,417 |
+0 |
| Dec08 |
070917 |
73.23 |
74.48 |
73.23 |
74.48 |
+1.12 |
5,711 |
48,023 |
-2,172 |
| Total Volume and Open Interest |
236,024 |
649,704 |
-8,010 |
| Gas Oil(ICE) |
| Oct07 |
070914 |
695.75 |
697.25 |
690.00 |
694.50 |
+4.75 |
41,492 |
103,874 |
+32 |
| Nov07 |
070914 |
692.00 |
694.00 |
686.50 |
690.75 |
+4.75 |
28,416 |
66,011 |
+8,202 |
| Dec07 |
070914 |
686.75 |
690.25 |
683.00 |
687.00 |
+4.75 |
12,338 |
52,418 |
+463 |
| Jan08 |
070914 |
685.25 |
689.50 |
682.50 |
686.00 |
+5.00 |
6,012 |
37,793 |
-867 |
| Feb08 |
070914 |
678.00 |
680.25 |
677.75 |
680.25 |
+4.75 |
1,583 |
16,653 |
+857 |
| Mar08 |
070914 |
671.00 |
673.25 |
671.00 |
673.25 |
+4.75 |
893 |
10,197 |
+158 |
| Apr08 |
070914 |
663.00 |
665.25 |
663.00 |
665.25 |
+4.50 |
396 |
4,529 |
-28 |
| May08 |
070914 |
655.00 |
657.25 |
655.00 |
657.25 |
+4.75 |
255 |
7,718 |
+176 |
| Jun08 |
070914 |
649.50 |
652.00 |
649.50 |
652.00 |
+5.00 |
2,198 |
30,887 |
+246 |
| Jul08 |
070917 |
655.50 |
655.50 |
655.50 |
655.50 |
+4.00 |
0 |
3,936 |
-17 |
| Total Volume and Open Interest |
80,124 |
365,690 |
+144 |
| US Dollar Index(NYBOT) |
| Sep07 |
070917 |
79.605 |
79.652 |
79.460 |
79.652 |
+0.032 |
846 |
3,265 |
-372 |
| Dec07 |
070917 |
79.425 |
79.540 |
79.300 |
79.540 |
+0.080 |
4,277 |
33,772 |
+2,482 |
| Mar08 |
070917 |
79.420 |
79.470 |
79.420 |
79.470 |
+0.080 |
78 |
2,687 |
-70 |
| Total Volume and Open Interest |
5,201 |
40,140 |
+2,040 |
| Australian Dollar(CME) |
| Sep07 |
070917 |
83.95 |
83.95 |
83.95 |
83.95 |
-0.33 |
1,128 |
60,933 |
-3,295 |
| Dec07 |
070917 |
83.66 |
83.67 |
82.83 |
83.11 |
-0.91 |
2,771 |
55,381 |
+5,080 |
| Mar08 |
070917 |
82.71 |
82.71 |
82.71 |
82.71 |
-0.91 |
0 |
157 |
+3 |
| Total Volume and Open Interest |
3,899 |
116,764 |
+1,789 |
| British Pound(CME) |
| Sep07 |
070917 |
200.24 |
200.24 |
200.24 |
200.24 |
-0.72 |
1,085 |
59,329 |
-8,366 |
| Dec07 |
070917 |
199.42 |
199.72 |
198.70 |
198.91 |
-1.58 |
3,821 |
82,699 |
+1,666 |
| Mar08 |
070917 |
198.39 |
198.39 |
198.39 |
198.39 |
-1.58 |
2 |
48 |
+4 |
| Total Volume and Open Interest |
4,908 |
142,099 |
-6,696 |
| Canadian Dollar(CME) |
| Sep07 |
070917 |
97.40 |
97.40 |
97.20 |
97.30 |
+0.16 |
3,418 |
39,859 |
-3,952 |
| Dec07 |
070917 |
97.46 |
97.55 |
97.09 |
97.38 |
+0.16 |
5,151 |
118,032 |
+13,731 |
| Mar08 |
070917 |
97.41 |
97.41 |
97.41 |
97.41 |
+0.16 |
50 |
1,193 |
-36 |
| Jun08 |
070917 |
97.41 |
97.41 |
97.41 |
97.41 |
+0.16 |
11 |
353 |
+4 |
| Total Volume and Open Interest |
8,651 |
159,828 |
+9,747 |
| Japanese Yen(CME) |
| Sep07 |
070917 |
86.76 |
86.76 |
86.76 |
86.76 |
-0.08 |
3,003 |
156,273 |
-8,095 |
| Dec07 |
070917 |
88.06 |
88.09 |
87.83 |
87.84 |
unch |
1,550 |
138,963 |
+3,653 |
| Mar08 |
070917 |
88.74 |
88.74 |
88.74 |
88.74 |
unch |
0 |
514 |
+2 |
| Total Volume and Open Interest |
4,553 |
312,273 |
-4,440 |
| Swiss Franc(CME) |
| Sep07 |
070917 |
84.23 |
84.23 |
84.23 |
84.23 |
+0.10 |
4,821 |
87,352 |
-7,300 |
| Dec07 |
070917 |
84.89 |
84.89 |
84.85 |
84.85 |
+0.11 |
4,872 |
58,020 |
+7,334 |
| Mar08 |
070917 |
85.34 |
85.34 |
85.34 |
85.34 |
+0.11 |
0 |
32 |
+8 |
| Total Volume and Open Interest |
9,693 |
145,413 |
+42 |
| EuroFX(CME) |
| Sep07 |
070917 |
138.75 |
138.75 |
138.75 |
138.75 |
unch |
10,092 |
92,657 |
-18,557 |
| Dec07 |
070917 |
139.09 |
139.09 |
138.90 |
138.99 |
-0.08 |
8,001 |
186,871 |
+28,109 |
| Mar08 |
070917 |
139.25 |
139.25 |
139.11 |
139.16 |
-0.08 |
63 |
971 |
+242 |
| Total Volume and Open Interest |
18,161 |
280,650 |
+9,792 |
| Mexican Peso(CME) |
| Sep07 |
070917 |
897.2 |
897.2 |
897.2 |
897.2 |
-1.5 |
9,612 |
54,205 |
-10,310 |
| Oct07 |
070917 |
896.5 |
896.5 |
896.5 |
896.5 |
-1.2 |
0 |
68 |
+0 |
| Total Volume and Open Interest |
10,969 |
116,480 |
-8,761 |
| 30-Year T-Bonds(CBOT) |
| Sep07 |
070917 |
112~31 |
113~05 |
112~19 |
113~00 |
+0~01 |
10,561 |
44,479 |
-4,287 |
| Dec07 |
070917 |
112~25 |
113~06 |
112~15 |
112~28 |
+0~01 |
361,289 |
882,421 |
+11,986 |
| Mar08 |
070917 |
112~29 |
112~29 |
112~16 |
112~26 |
unch |
26 |
1,406 |
+0 |
| Total Volume and Open Interest |
371,886 |
928,462 |
+7,709 |
| 10-Year T-Notes(CBOT) |
| Sep07 |
070917 |
110~030 |
110~095 |
109~285 |
110~020 |
-0~020 |
34,324 |
87,389 |
-37,559 |
| Dec07 |
070917 |
109~270 |
110~000 |
109~180 |
109~245 |
-0~020 |
1,330,235 |
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 |
1,364,559 |
2,241,034 |
+14,836 |
| 5-Year T-Notes(CBOT) |
| Sep07 |
070917 |
107~055 |
107~055 |
107~055 |
107~055 |
-0~025 |
27,055 |
0 |
+0 |
| Dec07 |
070917 |
107~015 |
107~030 |
106~295 |
107~015 |
-0~025 |
623,284 |
0 |
+0 |
| Mar08 |
070917 |
107~015 |
107~015 |
107~015 |
107~015 |
-0~025 |
|
|
|
| Total Volume and Open Interest |
650,339 |
|
|
| 2 Year T-Notes(CBOT) |
| Sep07 |
070917 |
103~032 |
103~032 |
103~032 |
103~032 |
-0~004 |
25 |
23,219 |
-1,547 |
| Dec07 |
070917 |
103~045 |
103~046 |
103~036 |
103~044 |
-0~006 |
2,146 |
840,660 |
+4,142 |
| Total Volume and Open Interest |
2,171 |
863,879 |
+2,595 |
| Eurodollars(CME) |
| Sep07 |
070917 |
94.408 |
94.418 |
93.960 |
93.960 |
-0.445 |
19,996 |
1,496,493 |
-39,863 |
| Dec07 |
070917 |
95.095 |
95.100 |
95.065 |
95.090 |
-0.020 |
23,085 |
1,638,201 |
+4,360 |
| Mar08 |
070917 |
95.440 |
95.455 |
95.405 |
95.435 |
-0.045 |
16,080 |
1,599,807 |
-11,573 |
| Jun08 |
070917 |
95.565 |
95.585 |
95.530 |
95.565 |
-0.035 |
14,187 |
1,415,364 |
-2,006 |
| Sep08 |
070917 |
95.605 |
95.620 |
95.575 |
95.610 |
-0.030 |
27,036 |
1,113,463 |
-111,210 |
| Dec08 |
070917 |
95.590 |
95.610 |
95.565 |
95.595 |
-0.025 |
14,703 |
1,122,511 |
+2,031 |
| Mar09 |
070917 |
95.535 |
95.540 |
95.510 |
95.535 |
-0.030 |
17,520 |
695,316 |
+2,960 |
| Jun09 |
070917 |
95.470 |
95.470 |
95.435 |
95.455 |
-0.030 |
10,039 |
490,506 |
+3,635 |
| Sep09 |
070917 |
95.380 |
95.380 |
95.340 |
95.375 |
-0.035 |
15,393 |
335,161 |
-59,825 |
| Dec09 |
070917 |
95.295 |
95.300 |
95.270 |
95.300 |
-0.035 |
9,240 |
254,024 |
-3,348 |
| Mar10 |
070917 |
95.245 |
95.250 |
95.220 |
95.250 |
-0.035 |
7,598 |
178,543 |
+1,707 |
| Jun10 |
070917 |
95.180 |
95.190 |
95.165 |
95.190 |
-0.040 |
8,868 |
137,877 |
+1,375 |
| Sep10 |
070917 |
95.145 |
95.155 |
95.105 |
95.135 |
-0.035 |
9,866 |
106,269 |
+2,696 |
| Dec10 |
070917 |
95.075 |
95.075 |
95.060 |
95.070 |
-0.035 |
3,002 |
110,170 |
-789 |
| Mar11 |
070917 |
95.030 |
95.030 |
95.010 |
95.025 |
-0.035 |
4,710 |
96,395 |
-708 |
| Jun11 |
070917 |
94.975 |
94.975 |
94.955 |
94.965 |
-0.035 |
3,238 |
87,813 |
-618 |
| Sep11 |
070917 |
94.930 |
94.945 |
94.900 |
94.915 |
-0.035 |
5,820 |
75,598 |
+1,050 |
| Dec11 |
070917 |
94.880 |
94.880 |
94.835 |
94.850 |
-0.035 |
2,397 |
59,311 |
-120 |
| Total Volume and Open Interest |
232,975 |
11,353,460 |
-179,879 |
| 30 Day Federal Funds(CBOT) |
| Sep07 |
070917 |
95.010 |
95.010 |
95.010 |
95.010 |
-0.020 |
680 |
108,707 |
+2,040 |
| Oct07 |
070917 |
3.380 |
3.380 |
3.365 |
3.375 |
-0.020 |
680 |
106,802 |
+665 |
| Nov07 |
070917 |
3.560 |
3.570 |
3.555 |
3.565 |
unch |
108 |
105,712 |
+3,229 |
| Dec07 |
070917 |
3.660 |
3.660 |
3.655 |
3.660 |
+0.005 |
184 |
62,217 |
-424 |
| Jan08 |
070917 |
3.715 |
3.715 |
3.710 |
3.710 |
+0.005 |
67 |
28,292 |
+1,827 |
| Feb08 |
070917 |
3.810 |
3.810 |
3.810 |
3.810 |
+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 |
99.16 |
99.16 |
99.16 |
99.16 |
-0.01 |
653 |
19,764 |
-356 |
| Dec07 |
070917 |
99.21 |
99.21 |
99.21 |
99.21 |
-0.01 |
1,475 |
12,615 |
-4 |
| Mar08 |
070917 |
99.19 |
99.19 |
99.19 |
99.19 |
unch |
16 |
5,606 |
-392 |
| Jun08 |
070917 |
99.17 |
99.17 |
99.17 |
99.17 |
+0.01 |
61 |
3,762 |
+2 |
| Sep08 |
070917 |
99.11 |
99.11 |
99.11 |
99.11 |
+0.01 |
36 |
3,134 |
+0 |
| Dec08 |
070917 |
99.03 |
99.03 |
99.03 |
99.03 |
unch |
0 |
1,509 |
-100 |
| Mar09 |
070917 |
98.96 |
98.96 |
98.96 |
98.96 |
unch |
0 |
157 |
+0 |
| Jun09 |
070917 |
98.89 |
98.89 |
98.89 |
98.89 |
+0.01 |
0 |
100 |
+0 |
| Sep09 |
070917 |
98.81 |
98.81 |
98.81 |
98.81 |
-0.01 |
|
|
|
| Dec09 |
070917 |
98.72 |
98.72 |
98.72 |
98.72 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
1,588 |
46,298 |
-843 |
| 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 |
42,554 |
-1,788 |
| 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 |
42,554 |
-1,788 |
| Euro-Bund(EUREX) |
| Dec07 |
070914 |
114.19 |
114.46 |
113.93 |
114.06 |
-0.02 |
998,067 |
1,295,859 |
-39,924 |
| Mar08 |
070914 |
114.62 |
114.83 |
114.40 |
114.50 |
unch |
9 |
414 |
+4 |
| Jun08 |
070914 |
114.50 |
114.50 |
114.50 |
114.50 |
unch |
|
|
|
| Total Volume and Open Interest |
998,076 |
1,296,273 |
-39,920 |
| Euro-Bobl(EUREX) |
| Dec07 |
070914 |
108.30 |
108.45 |
108.14 |
108.22 |
+0.03 |
501,220 |
1,011,322 |
+1,282 |
| Mar08 |
070914 |
108.04 |
108.04 |
108.04 |
108.04 |
+0.03 |
|
|
|
| Jun08 |
070914 |
42.50 |
42.50 |
42.50 |
42.50 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
501,220 |
1,011,322 |
+1,282 |
| 3-Mth Euribor(EUREX) |
| Sep07 |
070914 |
95.300 |
95.300 |
95.290 |
95.295 |
-0.015 |
1,832 |
29,263 |
+347 |
| Dec07 |
070914 |
95.540 |
95.580 |
95.530 |
95.560 |
+0.040 |
485 |
14,359 |
+212 |
| Mar08 |
070914 |
95.740 |
95.780 |
95.730 |
95.765 |
+0.035 |
174 |
9,436 |
-88 |
| Total Volume and Open Interest |
2,799 |
64,782 |
+681 |
| 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 |
93.30 |
93.30 |
93.30 |
93.30 |
-0.05 |
111,695 |
491,538 |
-24,390 |
| Dec07 |
070917 |
93.91 |
93.91 |
93.91 |
93.91 |
+0.04 |
175,611 |
535,267 |
-20,167 |
| Mar08 |
070917 |
94.35 |
94.35 |
94.35 |
94.35 |
+0.09 |
212,697 |
481,361 |
-28,637 |
| Jun08 |
070917 |
94.52 |
94.52 |
94.52 |
94.52 |
+0.09 |
167,655 |
470,427 |
-16,475 |
| Sep08 |
070917 |
94.57 |
94.57 |
94.57 |
94.57 |
+0.08 |
94,035 |
313,642 |
-29,524 |
| Dec08 |
070917 |
94.57 |
94.57 |
94.57 |
94.57 |
+0.07 |
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 |
260,043 |
890,823 |
-44,369 |
| Dec07 |
070917 |
95.545 |
95.575 |
95.530 |
95.540 |
-0.015 |
308,230 |
878,846 |
+24,896 |
| Mar08 |
070917 |
95.745 |
95.795 |
95.715 |
95.730 |
-0.020 |
180,911 |
622,299 |
+235 |
| Total Volume and Open Interest |
1,266,754 |
4,343,739 |
+10,721 |
| 3-Mth Aus T-Bills(SFE) |
| Sep07 |
070913 |
92.90 |
92.92 |
92.88 |
92.92 |
unch |
32,992 |
49,585 |
-390,670 |
| Dec07 |
070917 |
93.10 |
93.13 |
93.10 |
93.12 |
+0.02 |
27,077 |
414,233 |
+8,473 |
| Mar08 |
070917 |
93.08 |
93.11 |
93.08 |
93.10 |
+0.01 |
14,352 |
216,378 |
+3,788 |
| Jun08 |
070917 |
93.10 |
93.13 |
93.10 |
93.11 |
unch |
7,901 |
116,895 |
-6,699 |
| Sep08 |
070917 |
93.13 |
93.14 |
93.12 |
93.14 |
+0.01 |
2,075 |
58,630 |
-3,565 |
| Dec08 |
070917 |
93.17 |
93.17 |
93.16 |
93.16 |
-0.01 |
802 |
42,885 |
+627 |
| Mar09 |
070917 |
93.19 |
93.19 |
93.18 |
93.19 |
unch |
438 |
34,016 |
-50 |
| Jun09 |
070917 |
93.20 |
93.20 |
93.18 |
93.19 |
unch |
634 |
21,284 |
+231 |
| Sep09 |
070917 |
93.19 |
93.21 |
93.18 |
93.19 |
+0.01 |
456 |
3,172 |
+481 |
| Dec09 |
070917 |
93.21 |
93.21 |
93.20 |
93.20 |
+0.01 |
0 |
638 |
+0 |
| Total Volume and Open Interest |
53,736 |
908,316 |
+1,994 |
| 10-Year Aus T-Bonds(SFE) |
| Sep07 |
070917 |
94.11 |
94.11 |
94.07 |
94.08 |
+0.01 |
103,796 |
361,101 |
+13,420 |
| Dec07 |
070917 |
94.12 |
94.13 |
94.07 |
94.10 |
+0.01 |
110,826 |
387,660 |
+64,447 |
| Total Volume and Open Interest |
214,622 |
748,761 |
+77,867 |
| 3-Year Aus T-Bonds(SFE) |
| Sep07 |
070917 |
93.80 |
93.81 |
93.79 |
93.79 |
+0.01 |
142,083 |
384,785 |
-28,174 |
| Dec07 |
070917 |
93.84 |
93.85 |
93.81 |
93.83 |
+0.01 |
121,627 |
382,532 |
+83,869 |
| Total Volume and Open Interest |
263,710 |
767,317 |
+55,695 |
| Gold(CMX) |
| Oct07 |
070917 |
712.5 |
722.0 |
712.5 |
717.1 |
+6.0 |
4,468 |
29,122 |
+1,192 |
| Dec07 |
070917 |
720.0 |
728.3 |
719.8 |
723.8 |
+6.0 |
94,363 |
242,953 |
-2,152 |
| Feb08 |
070917 |
730.0 |
730.0 |
730.0 |
730.0 |
+6.0 |
2,010 |
18,313 |
+401 |
| Apr08 |
070917 |
736.0 |
736.0 |
736.0 |
736.0 |
+6.1 |
259 |
16,924 |
+2 |
| Jun08 |
070917 |
741.7 |
741.7 |
741.7 |
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 |
8 |
1,585 |
+0 |
| Dec08 |
070917 |
758.2 |
758.2 |
758.2 |
758.2 |
+6.3 |
801 |
16,074 |
-127 |
| Feb09 |
070917 |
764.0 |
764.0 |
764.0 |
764.0 |
+6.4 |
150 |
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 |
104,854 |
387,063 |
+667 |
| Silver(CMX) |
| Sep07 |
070917 |
1273.9 |
1273.9 |
1273.9 |
1273.9 |
+19.5 |
54 |
127 |
-14 |
| Dec07 |
070917 |
1275.0 |
1295.0 |
1275.0 |
1290.0 |
+19.5 |
19,937 |
72,860 |
-634 |
| Mar08 |
070917 |
1300.0 |
1307.0 |
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 |
1328.4 |
1328.4 |
1328.4 |
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 |
1351.4 |
1351.4 |
1351.4 |
1351.4 |
+20.5 |
120 |
5,568 |
-106 |
| Total Volume and Open Interest |
20,886 |
106,853 |
-703 |
| Platinum(NYM) |
| Oct07 |
070917 |
1295.0 |
1303.0 |
1295.0 |
1302.6 |
+3.4 |
1,039 |
8,767 |
-17 |
| Jan08 |
070917 |
1307.0 |
1312.1 |
1307.0 |
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(NYME) |
| Sep07 |
070917 |
331.35 |
331.35 |
331.35 |
331.35 |
+1.35 |
14 |
23 |
-5 |
| Dec07 |
070917 |
328.50 |
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 |
823 |
15,934 |
+64 |
| Copper(CMX) |
| Sep07 |
070917 |
340.25 |
342.50 |
340.25 |
341.75 |
+2.65 |
291 |
1,321 |
-201 |
| Dec07 |
070917 |
340.25 |
344.10 |
340.00 |
342.00 |
+2.75 |
11,807 |
51,309 |
+445 |
| Mar08 |
070917 |
339.25 |
340.25 |
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 |
334.00 |
334.00 |
334.00 |
334.00 |
+2.70 |
5 |
546 |
-4 |
| Total Volume and Open Interest |
13,586 |
70,002 |
+644 |
| Aluminum(CMX) |
| Sep07 |
070917 |
104.50 |
104.50 |
104.50 |
104.50 |
-2.00 |
|
|
|
| Oct07 |
070917 |
107.25 |
107.25 |
105.25 |
105.25 |
-2.00 |
|
|
|
| Nov07 |
070917 |
108.00 |
108.00 |
106.00 |
106.00 |
-2.00 |
|
|
|
| Dec07 |
070917 |
106.75 |
106.75 |
106.75 |
106.75 |
-2.00 |
|
|
|
| Jan08 |
070917 |
108.75 |
108.75 |
106.75 |
106.75 |
-2.00 |
|
|
|
| Feb08 |
070917 |
108.75 |
108.75 |
106.75 |
106.75 |
-2.00 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| DJIA Index(CBOT) |
| Sep07 |
070917 |
13410 |
13450 |
13370 |
13407 |
-47 |
2,694 |
32,146 |
-439 |
| Dec07 |
070917 |
13508 |
13558 |
13467 |
13503 |
-48 |
4,320 |
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 |
7,014 |
43,947 |
+213 |
| S & P 500(CME) |
| Sep07 |
070917 |
1479.00 |
1482.50 |
1472.00 |
1476.90 |
-8.10 |
67,896 |
318,525 |
-31,974 |
| Dec07 |
070917 |
1491.80 |
1495.50 |
1485.20 |
1489.80 |
-8.20 |
73,741 |
405,413 |
+43,007 |
| Mar08 |
070917 |
1500.60 |
1500.60 |
1500.60 |
1500.60 |
-8.20 |
328 |
7,792 |
+100 |
| Jun08 |
070917 |
1511.60 |
1511.60 |
1511.60 |
1511.60 |
-8.20 |
0 |
297 |
+0 |
| Total Volume and Open Interest |
141,965 |
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 |
1,397,000 |
887,523 |
+197,931 |
| Total Volume and Open Interest |
1,957,738 |
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 |
2017.00 |
2022.00 |
1999.50 |
2006.00 |
-19.00 |
5,068 |
15,657 |
+1,975 |
| Mar08 |
070917 |
2029.30 |
2029.30 |
2029.30 |
2029.30 |
-19.00 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
9,387 |
78,878 |
+799 |
| NASDAQ 100 E-Mini(Globex) |
| Sep07 |
070917 |
2000.30 |
2000.30 |
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 |
857.95 |
857.95 |
-5.90 |
1,214 |
5,308 |
-124 |
| Dec07 |
070917 |
868.50 |
871.00 |
865.75 |
866.60 |
-5.80 |
1,038 |
2,442 |
+659 |
| Mar08 |
070917 |
876.70 |
876.70 |
876.70 |
876.70 |
-5.80 |
|
|
|
| Total Volume and Open Interest |
2,252 |
7,750 |
+535 |
| Russell 2000(CME) |
| Sep07 |
070917 |
781.50 |
781.50 |
775.00 |
775.30 |
-8.50 |
2,755 |
51,581 |
-1,597 |
| Dec07 |
070917 |
786.50 |
787.50 |
780.25 |
780.50 |
-8.70 |
2,378 |
11,553 |
+1,402 |
| Mar08 |
070917 |
786.55 |
786.55 |
786.55 |
786.55 |
-8.70 |
0 |
22 |
+0 |
| Total Volume and Open Interest |
5,133 |
63,166 |
-195 |
| 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 |
316,613 |
696,233 |
-5,930 |
| Value Line(KCBT) |
| Sep07 |
070917 |
2242.00 |
2242.00 |
2242.00 |
2242.00 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Nikkei 225(CME) |
| Dec07 |
070914 |
15925 |
16130 |
15835 |
16105 |
+350 |
89,177 |
161,863 |
+63,579 |
| Mar08 |
070914 |
15920 |
16150 |
15885 |
16105 |
+310 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
89,177 |
161,906 |
-183,601 |
| Nikkei 225(SGX) |
| Dec07 |
070914 |
15925 |
16130 |
15835 |
16105 |
+350 |
89,177 |
161,863 |
+63,579 |
| 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 |
161,906 |
-183,601 |
| 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 |
53,170 |
127,808 |
+874 |
| Oct07 |
070917 |
25033 |
25060 |
24544 |
24545 |
-434 |
802 |
3,284 |
+288 |
| Total Volume and Open Interest |
54,074 |
133,246 |
+1,146 |
| 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 |
7648.0 |
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 |
6294.0 |
6316.0 |
6257.0 |
6266.0 |
-18.0 |
50,432 |
323,333 |
+24,983 |
| Dec07 |
070917 |
6344.0 |
6364.0 |
6306.0 |
6316.0 |
-15.0 |
31,475 |
42,007 |
+28,806 |
| Mar08 |
070917 |
6325.0 |
6325.0 |
6325.0 |
6325.0 |
-15.0 |
0 |
1,223 |
+0 |
| Total Volume and Open Interest |
82,030 |
368,539 |
+53,912 |
| GSCI(CME) |
| Oct07 |
070917 |
528.00 |
533.75 |
527.70 |
533.75 |
+7.25 |
4,209 |
20,632 |
+3,929 |
| Nov07 |
070917 |
532.50 |
533.75 |
532.50 |
533.75 |
+6.25 |
|
|
|
| Total Volume and Open Interest |
8,480 |
24,280 |
+2,504 |
| Reuters CRB Index(NYBOT) |
| 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 |
24 |
1,414 |
+1 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|
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