|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Tue September 25, 2007 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov07 |
070925 |
975.50 |
982.50 |
970.25 |
973.00 |
-5.75 |
12,860 |
288,557 |
+2,772 |
| Jan08 |
070925 |
991.00 |
998.00 |
986.25 |
989.00 |
-5.50 |
4,648 |
73,721 |
+6,687 |
| Mar08 |
070925 |
999.50 |
1005.50 |
994.50 |
996.75 |
-6.00 |
2,371 |
43,439 |
+1,669 |
| May08 |
070925 |
997.00 |
1004.00 |
993.00 |
996.25 |
-5.75 |
397 |
33,756 |
-169 |
| Jul08 |
070925 |
999.00 |
1009.50 |
997.00 |
999.50 |
-6.00 |
1,667 |
37,551 |
+714 |
| Aug08 |
070925 |
991.00 |
994.00 |
985.00 |
985.00 |
-8.00 |
214 |
983 |
+103 |
| Sep08 |
070925 |
960.00 |
960.00 |
960.00 |
960.00 |
-7.00 |
0 |
527 |
+0 |
| Total Volume and Open Interest |
23,939 |
550,804 |
+11,658 |
| Soybean Meal(CBOT) |
| Oct07 |
070925 |
270.30 |
273.90 |
269.00 |
271.40 |
+0.20 |
4,877 |
17,723 |
-1,731 |
| Dec07 |
070925 |
276.00 |
280.10 |
275.00 |
277.60 |
+0.50 |
9,607 |
108,338 |
+1,565 |
| Jan08 |
070925 |
278.80 |
282.10 |
277.00 |
279.70 |
+1.10 |
492 |
17,406 |
+880 |
| Mar08 |
070925 |
281.50 |
284.80 |
279.50 |
282.40 |
+0.60 |
2,079 |
22,951 |
+637 |
| May08 |
070925 |
280.00 |
282.50 |
278.00 |
281.30 |
+1.50 |
924 |
21,683 |
-174 |
| Jul08 |
070925 |
280.50 |
284.00 |
279.50 |
282.00 |
unch |
727 |
20,516 |
-144 |
| Aug08 |
070925 |
275.00 |
279.10 |
275.00 |
276.00 |
unch |
289 |
4,049 |
+134 |
| Sep08 |
070925 |
267.00 |
271.00 |
267.00 |
269.50 |
+1.50 |
153 |
3,509 |
+103 |
| Total Volume and Open Interest |
19,834 |
226,978 |
+1,244 |
| Soybean Oil(CBOT) |
| Oct07 |
070925 |
39.05 |
39.11 |
38.63 |
38.64 |
-0.67 |
3,517 |
21,589 |
-970 |
| Dec07 |
070925 |
39.50 |
39.70 |
39.17 |
39.19 |
-0.64 |
7,665 |
169,432 |
+1,046 |
| Jan08 |
070925 |
40.00 |
40.00 |
39.63 |
39.63 |
-0.59 |
1,552 |
22,781 |
+278 |
| Mar08 |
070925 |
40.30 |
40.35 |
39.98 |
39.98 |
-0.54 |
1,024 |
21,738 |
+461 |
| May08 |
070925 |
40.40 |
40.40 |
40.20 |
40.26 |
-0.44 |
523 |
13,958 |
+130 |
| Jul08 |
070925 |
40.55 |
40.55 |
40.30 |
40.30 |
-0.51 |
561 |
15,179 |
+112 |
| Aug08 |
070925 |
40.60 |
40.60 |
40.20 |
40.33 |
-0.52 |
166 |
1,416 |
+84 |
| Sep08 |
070925 |
40.60 |
40.60 |
40.35 |
40.35 |
-0.50 |
20 |
664 |
+9 |
| Total Volume and Open Interest |
15,472 |
284,365 |
+1,167 |
| Canola(WCE) |
| Nov07 |
070925 |
430.6 |
433.6 |
426.9 |
429.9 |
-2.2 |
7,624 |
83,901 |
-1,069 |
| Jan08 |
070925 |
440.0 |
444.3 |
438.0 |
441.7 |
-0.7 |
885 |
22,026 |
+600 |
| Mar08 |
070925 |
448.4 |
451.7 |
448.4 |
450.1 |
-1.1 |
70 |
4,397 |
+21 |
| May08 |
070925 |
455.1 |
457.0 |
455.1 |
457.0 |
-1.8 |
71 |
2,263 |
+70 |
| Jul08 |
070925 |
456.0 |
461.0 |
456.0 |
459.8 |
-1.7 |
133 |
4,404 |
-42 |
| Total Volume and Open Interest |
9,139 |
124,726 |
-120 |
| Corn(CBOT) |
| Dec07 |
070925 |
371.50 |
375.50 |
371.25 |
371.75 |
-1.75 |
18,239 |
627,490 |
+6,326 |
| Mar08 |
070925 |
387.50 |
390.50 |
387.00 |
387.25 |
-1.75 |
8,678 |
157,261 |
+1,501 |
| May08 |
070925 |
397.00 |
399.00 |
396.00 |
396.25 |
-2.25 |
1,155 |
42,194 |
+116 |
| Jul08 |
070925 |
404.50 |
408.00 |
404.50 |
404.75 |
-1.75 |
4,407 |
98,514 |
+853 |
| Sep08 |
070925 |
409.50 |
410.25 |
407.25 |
409.00 |
-1.50 |
254 |
13,488 |
-19 |
| Dec08 |
070925 |
414.50 |
416.50 |
414.00 |
414.25 |
-2.50 |
1,930 |
151,164 |
-319 |
| Total Volume and Open Interest |
35,196 |
1,131,280 |
+8,927 |
| Wheat(CBOT) |
| Dec07 |
070925 |
876.00 |
905.00 |
874.00 |
887.25 |
+9.50 |
3,758 |
237,796 |
-1,282 |
| Mar08 |
070925 |
880.00 |
907.00 |
879.50 |
892.00 |
+8.75 |
1,103 |
50,950 |
+486 |
| May08 |
070925 |
790.00 |
806.00 |
788.00 |
793.00 |
+10.50 |
839 |
8,232 |
+241 |
| Jul08 |
070925 |
633.00 |
641.00 |
632.00 |
637.50 |
unch |
937 |
59,271 |
+362 |
| Sep08 |
070925 |
639.00 |
639.00 |
637.00 |
638.00 |
-0.50 |
26 |
3,069 |
+86 |
| Total Volume and Open Interest |
7,024 |
385,884 |
+9 |
| Wheat(KCBT) |
| Dec07 |
070925 |
862.00 |
887.00 |
862.00 |
873.25 |
+8.50 |
8,071 |
105,149 |
+390 |
| Mar08 |
070925 |
860.00 |
883.50 |
860.00 |
869.00 |
+6.00 |
3,631 |
19,531 |
+1,481 |
| May08 |
070925 |
785.00 |
810.00 |
785.00 |
794.00 |
+9.00 |
64 |
872 |
+38 |
| Jul08 |
070925 |
631.00 |
645.00 |
631.00 |
642.00 |
+6.00 |
1,224 |
15,622 |
-123 |
| Sep08 |
070925 |
636.00 |
647.00 |
636.00 |
643.00 |
+6.50 |
17 |
831 |
+2 |
| Total Volume and Open Interest |
13,080 |
144,223 |
+1,827 |
| Wheat(MGE) |
| Dec07 |
070925 |
832.00 |
852.00 |
831.00 |
836.00 |
+3.50 |
3,154 |
47,520 |
+134 |
| Mar08 |
070925 |
838.00 |
860.00 |
837.00 |
843.25 |
+2.00 |
1,434 |
13,431 |
+432 |
| May08 |
070925 |
820.00 |
833.00 |
818.00 |
818.00 |
-2.00 |
50 |
1,067 |
+7 |
| Jul08 |
070925 |
725.00 |
733.00 |
721.00 |
721.00 |
+1.00 |
43 |
881 |
+3 |
| Sep08 |
070925 |
635.00 |
645.00 |
634.00 |
643.00 |
+6.00 |
81 |
1,814 |
+32 |
| Total Volume and Open Interest |
4,801 |
66,802 |
+643 |
| Oats(CBOT) |
| Dec07 |
070925 |
281.00 |
281.50 |
279.00 |
281.50 |
-2.25 |
179 |
12,062 |
+0 |
| Mar08 |
070925 |
293.00 |
293.00 |
290.00 |
292.00 |
-1.00 |
231 |
1,869 |
+115 |
| May08 |
070925 |
294.00 |
294.00 |
294.00 |
294.00 |
+1.50 |
0 |
159 |
+0 |
| Jul08 |
070925 |
297.00 |
297.00 |
297.00 |
297.00 |
unch |
0 |
43 |
+0 |
| Total Volume and Open Interest |
410 |
14,144 |
+115 |
| Rough Rice(CBOT) |
| Nov07 |
070925 |
11.44 |
11.52 |
11.38 |
11.48 |
-0.02 |
208 |
11,723 |
-170 |
| Jan08 |
070925 |
11.83 |
11.83 |
11.80 |
11.81 |
-0.01 |
3 |
1,656 |
+39 |
| Mar08 |
070925 |
12.09 |
12.09 |
12.05 |
12.05 |
-0.01 |
0 |
1,156 |
+1 |
| May08 |
070925 |
12.12 |
12.12 |
12.12 |
12.12 |
-0.06 |
0 |
245 |
+0 |
| Total Volume and Open Interest |
211 |
14,922 |
-128 |
| Live Cattle(CME) |
| Oct07 |
070925 |
97.450 |
97.650 |
97.250 |
97.580 |
-0.070 |
12,774 |
42,196 |
-2,067 |
| Dec07 |
070925 |
100.600 |
100.785 |
100.400 |
100.500 |
-0.285 |
19,204 |
120,515 |
+3,700 |
| Feb08 |
070925 |
101.730 |
101.785 |
101.400 |
101.650 |
-0.135 |
6,514 |
45,904 |
+1,202 |
| Apr08 |
070925 |
101.100 |
101.100 |
100.900 |
101.080 |
-0.270 |
3,261 |
22,895 |
+478 |
| Jun08 |
070925 |
96.750 |
96.980 |
96.700 |
96.900 |
-0.100 |
854 |
9,529 |
+470 |
| Aug08 |
070925 |
95.400 |
95.800 |
95.350 |
95.450 |
unch |
167 |
2,287 |
+104 |
| Total Volume and Open Interest |
42,842 |
244,051 |
+3,936 |
| Feeder Cattle(CME) |
| Sep07 |
070925 |
116.000 |
116.000 |
115.700 |
115.830 |
-0.320 |
395 |
2,149 |
-146 |
| Oct07 |
070925 |
115.950 |
116.180 |
115.850 |
116.080 |
-0.170 |
1,780 |
7,443 |
-183 |
| Nov07 |
070925 |
116.450 |
116.600 |
116.200 |
116.385 |
-0.215 |
1,424 |
12,193 |
+512 |
| Jan08 |
070925 |
114.950 |
115.150 |
114.750 |
114.900 |
-0.350 |
317 |
4,719 |
+142 |
| Mar08 |
070925 |
112.700 |
112.900 |
112.700 |
112.900 |
-0.030 |
92 |
1,159 |
+53 |
| Apr08 |
070925 |
113.150 |
113.500 |
113.100 |
113.500 |
-0.100 |
9 |
452 |
+3 |
| May08 |
070925 |
113.300 |
113.450 |
113.100 |
113.450 |
-0.150 |
28 |
872 |
+10 |
| Total Volume and Open Interest |
4,056 |
29,088 |
+400 |
| Lean Hogs(CME) |
| Oct07 |
070925 |
61.150 |
61.600 |
60.950 |
61.000 |
-0.535 |
5,374 |
23,884 |
-1,640 |
| Dec07 |
070925 |
62.950 |
63.250 |
62.250 |
62.300 |
-1.030 |
9,647 |
87,648 |
+848 |
| Feb08 |
070925 |
67.200 |
67.500 |
66.830 |
67.225 |
-0.325 |
2,634 |
29,925 |
+1,163 |
| Apr08 |
070925 |
69.400 |
69.600 |
69.050 |
69.285 |
-0.600 |
893 |
16,644 |
+112 |
| May08 |
070925 |
73.700 |
74.100 |
73.600 |
74.080 |
-0.220 |
21 |
1,608 |
+8 |
| Jun08 |
070925 |
76.300 |
77.000 |
75.850 |
76.800 |
+0.100 |
297 |
10,751 |
+47 |
| Jul08 |
070925 |
74.100 |
75.300 |
73.700 |
74.800 |
+0.300 |
49 |
2,653 |
-10 |
| Aug08 |
070925 |
71.150 |
72.050 |
71.150 |
72.050 |
+0.550 |
19 |
1,213 |
+7 |
| Total Volume and Open Interest |
18,940 |
174,537 |
+537 |
| Pork Bellies(CME) |
| Feb08 |
070925 |
88.900 |
88.900 |
87.300 |
88.730 |
+1.230 |
201 |
989 |
+19 |
| Mar08 |
070925 |
88.600 |
88.600 |
88.600 |
88.600 |
+1.850 |
0 |
44 |
+0 |
| May08 |
070925 |
90.000 |
90.000 |
89.300 |
89.350 |
+1.600 |
10 |
54 |
+10 |
| Jul08 |
070925 |
92.250 |
92.250 |
92.150 |
92.150 |
+0.550 |
0 |
3 |
+0 |
| Aug08 |
070925 |
92.250 |
92.250 |
92.200 |
92.200 |
+0.400 |
|
|
|
| Total Volume and Open Interest |
211 |
1,090 |
+29 |
| Class III Milk(CME) |
| Sep07 |
070925 |
20.15 |
20.20 |
20.15 |
20.17 |
+0.01 |
26 |
4,951 |
-6 |
| Oct07 |
070925 |
18.35 |
18.45 |
18.29 |
18.29 |
-0.11 |
273 |
4,237 |
-67 |
| Nov07 |
070925 |
17.55 |
17.55 |
17.45 |
17.45 |
-0.10 |
371 |
4,038 |
-93 |
| Dec07 |
070925 |
17.06 |
17.06 |
17.06 |
17.06 |
-0.29 |
294 |
3,939 |
+97 |
| Jan08 |
070925 |
16.28 |
16.28 |
16.28 |
16.28 |
-0.24 |
23 |
2,097 |
+10 |
| Total Volume and Open Interest |
1,592 |
35,372 |
+235 |
| Cocoa(ICE) |
| Dec07 |
070925 |
2004 |
2046 |
2001 |
2042 |
+31 |
10,388 |
63,192 |
+498 |
| Mar08 |
070925 |
1981 |
1989 |
1981 |
1989 |
+14 |
3,904 |
30,429 |
+1,444 |
| May08 |
070925 |
1978 |
1978 |
1978 |
1978 |
+13 |
539 |
10,235 |
+188 |
| Jul08 |
070925 |
1966 |
1966 |
1966 |
1966 |
-4 |
322 |
4,134 |
+59 |
| Sep08 |
070925 |
1974 |
1974 |
1974 |
1974 |
-9 |
252 |
4,026 |
+27 |
| Dec08 |
070925 |
1995 |
1995 |
1995 |
1995 |
-8 |
947 |
12,300 |
-224 |
| Mar09 |
070925 |
2022 |
2022 |
2022 |
2022 |
-6 |
0 |
614 |
+0 |
| Total Volume and Open Interest |
16,352 |
124,932 |
+1,992 |
| Coffee "C"(ICE) |
| Dec07 |
070925 |
131.50 |
135.00 |
130.90 |
133.10 |
+0.70 |
13,629 |
104,633 |
+1,310 |
| Mar08 |
070925 |
135.50 |
138.25 |
135.00 |
136.70 |
+0.65 |
2,071 |
28,285 |
+787 |
| May08 |
070925 |
137.90 |
140.00 |
137.90 |
138.70 |
+0.70 |
1,784 |
8,823 |
-340 |
| Jul08 |
070925 |
139.10 |
140.55 |
139.10 |
140.55 |
+0.70 |
1,155 |
4,348 |
+765 |
| Sep08 |
070925 |
142.05 |
142.05 |
142.05 |
142.05 |
+0.65 |
675 |
8,091 |
+42 |
| Dec08 |
070925 |
143.80 |
143.80 |
143.80 |
143.80 |
+0.40 |
537 |
6,330 |
-101 |
| Total Volume and Open Interest |
21,032 |
166,445 |
+2,485 |
| Orange Juice(ICE) |
| Nov07 |
070925 |
131.10 |
132.25 |
130.00 |
131.00 |
+0.25 |
1,677 |
17,124 |
-271 |
| Jan08 |
070925 |
130.00 |
131.70 |
129.75 |
130.70 |
+0.35 |
885 |
6,268 |
+255 |
| Mar08 |
070925 |
130.80 |
132.00 |
130.60 |
131.20 |
+0.30 |
118 |
3,917 |
+30 |
| May08 |
070925 |
131.70 |
131.70 |
131.70 |
131.70 |
+0.30 |
19 |
570 |
-4 |
| Jul08 |
070925 |
132.20 |
132.20 |
132.20 |
132.20 |
+0.30 |
0 |
136 |
+0 |
| Sep08 |
070925 |
132.70 |
132.70 |
132.70 |
132.70 |
+0.30 |
0 |
119 |
+0 |
| Total Volume and Open Interest |
2,709 |
29,008 |
+20 |
| Sugar #11(ICE) |
| Oct07 |
070925 |
9.96 |
9.97 |
9.82 |
9.83 |
-0.05 |
30,080 |
56,195 |
-12,474 |
| Mar08 |
070925 |
10.18 |
10.22 |
10.08 |
10.10 |
-0.04 |
35,743 |
363,420 |
+7,191 |
| May08 |
070925 |
10.21 |
10.22 |
10.14 |
10.14 |
-0.04 |
9,658 |
59,757 |
-1,205 |
| Jul08 |
070925 |
10.13 |
10.14 |
10.07 |
10.07 |
-0.04 |
6,605 |
54,534 |
+3,828 |
| Oct08 |
070925 |
10.41 |
10.43 |
10.37 |
10.37 |
-0.02 |
1,796 |
47,221 |
+268 |
| Total Volume and Open Interest |
86,246 |
655,006 |
-2,290 |
| Sugar #14(ICE) |
| Nov07 |
070925 |
21.20 |
21.20 |
21.20 |
21.20 |
unch |
12 |
1,879 |
+176 |
| Jan08 |
070925 |
20.90 |
20.90 |
20.90 |
20.90 |
-0.03 |
60 |
3,766 |
+60 |
| Mar08 |
070925 |
20.78 |
20.78 |
20.78 |
20.78 |
-0.05 |
0 |
3,101 |
+0 |
| May08 |
070925 |
20.88 |
20.88 |
20.88 |
20.88 |
unch |
110 |
1,290 |
+110 |
| Jul08 |
070925 |
21.03 |
21.03 |
21.03 |
21.03 |
+0.04 |
0 |
369 |
+21 |
| Total Volume and Open Interest |
196 |
10,748 |
+381 |
| London Cocoa(LCE) |
| Dec07 |
070925 |
990 |
1008 |
984 |
1006 |
+13 |
4,988 |
75,719 |
+128 |
| Mar08 |
070925 |
1002 |
1015 |
995 |
1014 |
+9 |
2,978 |
42,940 |
+42,940 |
| May08 |
070925 |
1005 |
1022 |
1003 |
1022 |
+11 |
934 |
17,093 |
+17,093 |
| Jul08 |
070925 |
1016 |
1029 |
1009 |
1029 |
+10 |
277 |
16,261 |
+16,261 |
| Sep08 |
070925 |
1027 |
1039 |
1027 |
1038 |
+9 |
26 |
19,119 |
+19,119 |
| Dec08 |
070925 |
1039 |
1050 |
1037 |
1050 |
+7 |
582 |
7,685 |
+7,685 |
| Mar09 |
070925 |
1060 |
1060 |
1059 |
1059 |
+8 |
0 |
117 |
+117 |
| Total Volume and Open Interest |
9,785 |
178,944 |
+178,944 |
| London Coffee(LCE) |
| Sep07 |
070925 |
1851.00 |
1851.00 |
1844.00 |
1844.00 |
+14.00 |
36 |
68 |
+68 |
| Nov07 |
070925 |
1877.00 |
1905.00 |
1876.00 |
1892.00 |
+12.00 |
12,043 |
85,024 |
+85,024 |
| Jan08 |
070925 |
1799.00 |
1825.00 |
1799.00 |
1820.00 |
+15.00 |
6,053 |
50,918 |
+50,918 |
| Mar08 |
070925 |
1804.00 |
1822.00 |
1793.00 |
1817.00 |
+17.00 |
938 |
13,240 |
+13,240 |
| May08 |
070925 |
1805.00 |
1826.00 |
1805.00 |
1826.00 |
+17.00 |
66 |
4,485 |
+4,485 |
| Jul08 |
070925 |
1819.00 |
1829.00 |
1814.00 |
1829.00 |
+15.00 |
54 |
1,210 |
+1,210 |
| Total Volume and Open Interest |
19,285 |
156,270 |
+156,270 |
| London Sugar(LCE) |
| Dec07 |
070925 |
282.20 |
285.30 |
279.20 |
281.60 |
+0.10 |
9,559 |
38,463 |
+38,463 |
| Mar08 |
070925 |
288.60 |
291.30 |
286.60 |
288.80 |
+0.30 |
3,806 |
21,206 |
+21,206 |
| May08 |
070925 |
292.20 |
293.00 |
291.00 |
292.10 |
+0.10 |
571 |
6,959 |
+6,959 |
| Aug08 |
070925 |
293.30 |
293.30 |
292.10 |
292.10 |
+0.50 |
169 |
5,862 |
+5,862 |
| Oct08 |
070925 |
296.50 |
297.80 |
296.50 |
297.60 |
+1.50 |
367 |
4,634 |
+4,634 |
| Total Volume and Open Interest |
14,643 |
79,566 |
+79,566 |
| Cotton(ICE) |
| Oct07 |
070925 |
63.25 |
63.25 |
63.00 |
63.08 |
-0.16 |
135 |
527 |
-257 |
| Dec07 |
070925 |
65.65 |
66.43 |
65.15 |
66.08 |
-0.15 |
20,296 |
142,944 |
+2,450 |
| Mar08 |
070925 |
68.45 |
69.40 |
68.45 |
69.15 |
-0.10 |
3,953 |
49,632 |
+937 |
| May08 |
070925 |
69.90 |
70.35 |
69.75 |
70.25 |
-0.15 |
511 |
5,458 |
+91 |
| Jul08 |
070925 |
70.80 |
71.30 |
70.80 |
71.30 |
-0.15 |
871 |
6,676 |
+109 |
| Oct08 |
070925 |
72.17 |
72.17 |
72.17 |
72.17 |
-0.23 |
0 |
264 |
+0 |
| Total Volume and Open Interest |
27,747 |
225,166 |
+3,338 |
| Lumber(CME) |
| Nov07 |
070925 |
241.7 |
250.2 |
241.7 |
247.5 |
+4.0 |
519 |
5,707 |
+41 |
| Jan08 |
070925 |
262.0 |
269.5 |
262.0 |
268.5 |
+4.5 |
107 |
864 |
+36 |
| Mar08 |
070925 |
282.9 |
291.0 |
282.0 |
289.7 |
+5.0 |
33 |
322 |
+22 |
| May08 |
070925 |
287.0 |
287.0 |
285.4 |
285.4 |
+4.4 |
3 |
50 |
-2 |
| Total Volume and Open Interest |
662 |
6,947 |
+97 |
| Crude Oil(NYM) |
| Nov07 |
070925 |
80.20 |
80.25 |
79.00 |
79.53 |
-1.42 |
200,779 |
359,266 |
+2,004 |
| Dec07 |
070925 |
79.50 |
79.55 |
78.30 |
78.61 |
-1.54 |
101,126 |
220,234 |
-5,747 |
| Jan08 |
070925 |
79.02 |
79.02 |
77.80 |
78.02 |
-1.62 |
36,159 |
82,972 |
-2,297 |
| Feb08 |
070925 |
78.20 |
78.20 |
77.56 |
77.56 |
-1.64 |
11,658 |
41,348 |
+678 |
| Mar08 |
070925 |
77.25 |
77.25 |
77.19 |
77.19 |
-1.61 |
6,259 |
45,307 |
+201 |
| Apr08 |
070925 |
76.88 |
76.88 |
76.88 |
76.88 |
-1.58 |
5,236 |
44,128 |
-1,394 |
| May08 |
070925 |
76.60 |
76.60 |
76.60 |
76.60 |
-1.55 |
4,796 |
45,320 |
-1,245 |
| Jun08 |
070925 |
78.55 |
78.55 |
76.34 |
76.34 |
-1.53 |
8,550 |
51,213 |
+2,075 |
| Jul08 |
070925 |
76.20 |
76.20 |
76.10 |
76.10 |
-1.49 |
778 |
16,562 |
-155 |
| Aug08 |
070925 |
75.89 |
75.89 |
75.89 |
75.89 |
-1.45 |
528 |
10,866 |
+61 |
| Sep08 |
070925 |
75.69 |
75.69 |
75.69 |
75.69 |
-1.42 |
495 |
35,716 |
-119 |
| Oct08 |
070925 |
75.50 |
75.50 |
75.50 |
75.50 |
-1.39 |
211 |
21,814 |
-95 |
| Nov08 |
070925 |
75.31 |
75.31 |
75.31 |
75.31 |
-1.36 |
998 |
14,979 |
-6 |
| Dec08 |
070925 |
76.40 |
76.40 |
75.10 |
75.12 |
-1.33 |
15,879 |
155,638 |
-712 |
| Jan09 |
070925 |
74.94 |
74.94 |
74.94 |
74.94 |
-1.29 |
662 |
22,500 |
+93 |
| Feb09 |
070925 |
74.78 |
74.78 |
74.78 |
74.78 |
-1.25 |
0 |
15,385 |
+0 |
| Total Volume and Open Interest |
405,760 |
1,408,667 |
-4,721 |
| Heating Oil(NYM) |
| Oct07 |
070925 |
221.30 |
221.60 |
218.13 |
218.13 |
-4.93 |
26,357 |
26,160 |
-5,858 |
| Nov07 |
070925 |
223.50 |
223.50 |
220.68 |
220.68 |
-4.48 |
30,288 |
89,469 |
+4,014 |
| Dec07 |
070925 |
225.20 |
225.40 |
222.33 |
222.33 |
-4.33 |
9,980 |
50,775 |
+954 |
| Jan08 |
070925 |
223.00 |
223.50 |
223.00 |
223.48 |
-4.18 |
4,347 |
26,491 |
+123 |
| Feb08 |
070925 |
223.00 |
223.00 |
222.88 |
222.88 |
-3.88 |
2,652 |
15,514 |
+331 |
| Mar08 |
070925 |
219.80 |
220.33 |
219.80 |
220.33 |
-3.68 |
867 |
7,714 |
+11 |
| Apr08 |
070925 |
216.53 |
216.53 |
216.53 |
216.53 |
-3.58 |
373 |
7,233 |
-63 |
| May08 |
070925 |
212.78 |
212.78 |
212.78 |
212.78 |
-3.38 |
223 |
3,121 |
-10 |
| Jun08 |
070925 |
210.40 |
210.63 |
210.40 |
210.63 |
-3.28 |
404 |
11,428 |
-97 |
| Jul08 |
070925 |
210.23 |
210.23 |
210.23 |
210.23 |
-3.13 |
10 |
1,570 |
-8 |
| Aug08 |
070925 |
210.63 |
210.63 |
210.63 |
210.63 |
-3.08 |
32 |
741 |
-10 |
| Sep08 |
070925 |
211.88 |
211.88 |
211.88 |
211.88 |
-3.03 |
79 |
778 |
+0 |
| Total Volume and Open Interest |
75,817 |
245,372 |
-613 |
| Gasoline(NYMEX) |
| Oct07 |
070925 |
207.48 |
207.48 |
203.27 |
203.79 |
-4.55 |
31,415 |
35,531 |
-3,647 |
| Nov07 |
070925 |
205.60 |
205.60 |
201.78 |
202.24 |
-4.04 |
37,314 |
78,367 |
+3,192 |
| Dec07 |
070925 |
204.33 |
204.98 |
201.25 |
201.74 |
-3.99 |
12,987 |
26,988 |
-175 |
| Jan08 |
070925 |
205.50 |
206.15 |
202.56 |
202.99 |
-3.89 |
4,482 |
17,910 |
+274 |
| Feb08 |
070925 |
206.09 |
206.09 |
204.60 |
204.74 |
-3.89 |
3,463 |
8,400 |
+284 |
| Mar08 |
070925 |
207.00 |
207.45 |
205.87 |
206.39 |
-3.89 |
2,399 |
9,523 |
+0 |
| Apr08 |
070925 |
219.68 |
219.68 |
218.42 |
218.69 |
-3.44 |
1,577 |
8,498 |
+265 |
| May08 |
070925 |
220.00 |
220.07 |
218.72 |
219.54 |
-3.24 |
599 |
3,903 |
+210 |
| Jun08 |
070925 |
219.00 |
219.29 |
219.00 |
219.29 |
-3.14 |
161 |
5,018 |
-14 |
| Jul08 |
070925 |
216.91 |
217.79 |
216.91 |
217.79 |
-3.04 |
103 |
1,751 |
-1 |
| Total Volume and Open Interest |
94,877 |
202,094 |
+416 |
| e-MiNY RBOB Gasoline(NYMEX) |
| Oct07 |
070925 |
203.79 |
203.79 |
203.79 |
203.79 |
-4.55 |
0 |
1 |
+0 |
| Nov07 |
070925 |
202.00 |
202.24 |
202.00 |
202.24 |
-4.04 |
|
|
|
| Dec07 |
070925 |
201.74 |
201.74 |
201.74 |
201.74 |
-3.99 |
0 |
1 |
+0 |
| Jan08 |
070925 |
202.99 |
202.99 |
202.99 |
202.99 |
-3.89 |
|
|
|
| Total Volume and Open Interest |
0 |
2 |
+0 |
| Natural Gas(NYM) |
| Oct07 |
070925 |
6.450 |
6.480 |
6.295 |
6.360 |
-0.010 |
63,532 |
30,650 |
-11,043 |
| Nov07 |
070925 |
7.210 |
7.215 |
7.055 |
7.087 |
-0.081 |
30,859 |
131,870 |
+512 |
| Dec07 |
070925 |
7.920 |
7.935 |
7.760 |
7.787 |
-0.128 |
9,706 |
53,544 |
-916 |
| Jan08 |
070925 |
8.270 |
8.270 |
8.139 |
8.139 |
-0.124 |
7,293 |
53,180 |
+1,344 |
| Feb08 |
070925 |
8.290 |
8.290 |
8.167 |
8.167 |
-0.121 |
3,828 |
34,780 |
-447 |
| Mar08 |
070925 |
8.095 |
8.095 |
7.970 |
7.989 |
-0.106 |
4,149 |
46,344 |
-934 |
| Apr08 |
070925 |
7.700 |
7.700 |
7.570 |
7.599 |
-0.081 |
898 |
36,265 |
+134 |
| May08 |
070925 |
7.600 |
7.619 |
7.600 |
7.619 |
-0.076 |
164 |
28,240 |
-6 |
| Jun08 |
070925 |
7.670 |
7.689 |
7.670 |
7.689 |
-0.076 |
92 |
17,143 |
-4 |
| Jul08 |
070925 |
7.769 |
7.769 |
7.769 |
7.769 |
-0.076 |
80 |
13,194 |
+17 |
| Aug08 |
070925 |
7.831 |
7.831 |
7.831 |
7.831 |
-0.076 |
59 |
11,919 |
+7 |
| Sep08 |
070925 |
7.854 |
7.854 |
7.854 |
7.854 |
-0.073 |
579 |
9,272 |
+502 |
| Oct08 |
070925 |
7.937 |
7.937 |
7.937 |
7.937 |
-0.073 |
171 |
30,962 |
+30 |
| Nov08 |
070925 |
8.357 |
8.357 |
8.357 |
8.357 |
-0.078 |
9 |
17,361 |
+1 |
| Dec08 |
070925 |
8.769 |
8.769 |
8.769 |
8.769 |
-0.083 |
27 |
14,272 |
-4 |
| Jan09 |
070925 |
9.027 |
9.027 |
9.027 |
9.027 |
-0.088 |
89 |
32,147 |
+36 |
| Total Volume and Open Interest |
121,602 |
771,826 |
-10,762 |
| Brent Crude Oil(ICE) |
| Nov07 |
070925 |
78.54 |
78.63 |
77.17 |
77.62 |
-1.29 |
98,956 |
159,958 |
+0 |
| Dec07 |
070925 |
78.67 |
78.84 |
77.39 |
77.72 |
-1.43 |
72,854 |
170,921 |
+0 |
| Jan08 |
070925 |
78.64 |
78.83 |
77.40 |
77.72 |
-1.48 |
21,104 |
47,472 |
+0 |
| Feb08 |
070925 |
78.62 |
78.62 |
77.21 |
77.55 |
-1.51 |
6,133 |
26,602 |
+0 |
| Mar08 |
070925 |
78.42 |
78.42 |
77.17 |
77.33 |
-1.51 |
2,827 |
19,445 |
+610 |
| Apr08 |
070925 |
78.21 |
78.21 |
77.04 |
77.13 |
-1.49 |
745 |
16,590 |
-72 |
| May08 |
070925 |
78.11 |
78.11 |
76.94 |
76.94 |
-1.46 |
454 |
9,543 |
+116 |
| Jun08 |
070925 |
77.76 |
77.78 |
76.65 |
76.76 |
-1.42 |
1,526 |
34,800 |
+0 |
| Jul08 |
070925 |
76.59 |
76.59 |
76.59 |
76.59 |
-1.41 |
0 |
5,732 |
+0 |
| Aug08 |
070925 |
76.19 |
76.41 |
76.19 |
76.41 |
-1.38 |
70 |
3,421 |
+0 |
| Sep08 |
070925 |
77.37 |
77.37 |
76.21 |
76.21 |
-1.37 |
140 |
3,697 |
+0 |
| Oct08 |
070925 |
76.02 |
76.02 |
76.02 |
76.02 |
-1.35 |
140 |
4,712 |
+70 |
| Nov08 |
070925 |
75.83 |
75.83 |
75.83 |
75.83 |
-1.33 |
70 |
3,417 |
+0 |
| Dec08 |
070925 |
76.60 |
76.74 |
75.47 |
75.66 |
-1.32 |
6,552 |
40,405 |
+0 |
| Total Volume and Open Interest |
4,652 |
129,699 |
-510,858 |
| Gas Oil(ICE) |
| Oct07 |
070925 |
702.50 |
704.25 |
688.50 |
695.75 |
-11.50 |
39,412 |
85,903 |
-2,864 |
| Nov07 |
070925 |
702.50 |
703.25 |
688.00 |
694.75 |
-11.50 |
28,307 |
87,469 |
-228 |
| Dec07 |
070925 |
700.75 |
701.50 |
686.50 |
693.00 |
-11.25 |
15,230 |
51,009 |
-2,415 |
| Jan08 |
070925 |
701.50 |
703.00 |
688.50 |
694.25 |
-10.50 |
9,273 |
35,255 |
-4,380 |
| Feb08 |
070925 |
689.75 |
690.25 |
685.75 |
690.25 |
-9.50 |
2,076 |
17,502 |
+775 |
| Mar08 |
070925 |
682.00 |
684.50 |
680.00 |
684.50 |
-8.50 |
1,048 |
10,829 |
-165 |
| Apr08 |
070925 |
675.50 |
677.00 |
675.25 |
677.00 |
-8.25 |
638 |
5,911 |
-58 |
| May08 |
070925 |
668.25 |
669.75 |
668.00 |
669.75 |
-7.75 |
159 |
7,845 |
+44 |
| Jun08 |
070925 |
670.00 |
672.50 |
661.50 |
665.75 |
-7.00 |
2,165 |
33,586 |
+1,075 |
| Jul08 |
070925 |
670.50 |
670.50 |
664.50 |
665.75 |
-7.25 |
173 |
4,549 |
+172 |
| Total Volume and Open Interest |
99,216 |
371,447 |
-8,104 |
| US Dollar Index(ICE) |
| Dec07 |
070925 |
78.455 |
78.565 |
78.100 |
78.195 |
-0.225 |
4,378 |
35,999 |
+170 |
| Mar08 |
070925 |
78.835 |
78.835 |
78.125 |
78.125 |
-0.225 |
0 |
2,765 |
+0 |
| Jun08 |
070925 |
78.095 |
78.095 |
78.095 |
78.095 |
-0.225 |
0 |
426 |
+0 |
| Total Volume and Open Interest |
4,378 |
39,190 |
+170 |
| Australian Dollar(CME) |
| Dec07 |
070925 |
86.04 |
86.96 |
86.04 |
86.96 |
+0.53 |
3,500 |
68,035 |
+1,725 |
| Mar08 |
070925 |
86.52 |
86.52 |
86.52 |
86.52 |
+0.53 |
0 |
184 |
+11 |
| Jun08 |
070925 |
86.01 |
86.01 |
86.01 |
86.01 |
+0.53 |
0 |
285 |
+0 |
| Total Volume and Open Interest |
3,500 |
68,510 |
+1,736 |
| British Pound(CME) |
| Dec07 |
070925 |
201.00 |
201.40 |
201.00 |
201.36 |
-0.34 |
2,784 |
85,747 |
-73 |
| Mar08 |
070925 |
200.77 |
200.77 |
200.77 |
200.77 |
-0.33 |
200 |
266 |
+141 |
| Jun08 |
070925 |
200.18 |
200.18 |
200.18 |
200.18 |
-0.31 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
2,984 |
86,038 |
+68 |
| Canadian Dollar(CME) |
| Dec07 |
070925 |
99.89 |
100.01 |
99.88 |
99.96 |
-0.01 |
2,944 |
116,416 |
-390 |
| Mar08 |
070925 |
100.00 |
100.00 |
100.00 |
100.00 |
-0.01 |
20 |
1,647 |
+24 |
| Jun08 |
070925 |
100.03 |
100.03 |
100.03 |
100.03 |
-0.01 |
0 |
666 |
+0 |
| Sep08 |
070925 |
100.13 |
100.13 |
100.04 |
100.04 |
-0.03 |
3 |
342 |
+5 |
| Total Volume and Open Interest |
2,967 |
119,164 |
-360 |
| Japanese Yen(CME) |
| Dec07 |
070925 |
88.33 |
88.52 |
88.17 |
88.17 |
+0.24 |
456 |
148,122 |
+2,572 |
| Mar08 |
070925 |
89.03 |
89.03 |
89.03 |
89.03 |
+0.25 |
0 |
909 |
+24 |
| Jun08 |
070925 |
89.81 |
89.81 |
89.81 |
89.81 |
+0.25 |
0 |
16,334 |
+1 |
| Total Volume and Open Interest |
456 |
165,765 |
+2,597 |
| Swiss Franc(CME) |
| Dec07 |
070925 |
86.09 |
86.43 |
86.09 |
86.27 |
+0.51 |
237 |
68,609 |
+59 |
| Mar08 |
070925 |
86.72 |
86.72 |
86.72 |
86.72 |
+0.52 |
0 |
48 |
+1 |
| Jun08 |
070925 |
87.11 |
87.11 |
87.11 |
87.11 |
+0.52 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
237 |
68,664 |
+60 |
| EuroFX(CME) |
| Dec07 |
070925 |
141.29 |
141.66 |
141.28 |
141.64 |
+0.57 |
574 |
201,347 |
+417 |
| Mar08 |
070925 |
141.75 |
141.75 |
141.75 |
141.75 |
+0.57 |
0 |
1,118 |
+17 |
| Jun08 |
070925 |
141.83 |
141.83 |
141.83 |
141.83 |
+0.57 |
0 |
137 |
-1 |
| Total Volume and Open Interest |
574 |
202,666 |
+433 |
| Mexican Peso(CME) |
| Oct07 |
070925 |
913.5 |
913.5 |
913.2 |
913.2 |
+2.0 |
0 |
69 |
+0 |
| Nov07 |
070925 |
911.5 |
911.5 |
911.2 |
911.2 |
+2.0 |
0 |
86 |
+0 |
| Total Volume and Open Interest |
2,112 |
73,467 |
+248 |
| 30-Year T-Bonds(CBOT) |
| Dec07 |
070925 |
110~24 |
111~13 |
110~20 |
110~26 |
-0~02 |
220,441 |
877,511 |
+3,203 |
| Mar08 |
070925 |
110~30 |
110~30 |
110~22 |
110~22 |
-0~02 |
234 |
1,575 |
+61 |
| Jun08 |
070925 |
110~18 |
110~18 |
110~18 |
110~18 |
-0~02 |
33 |
199 |
+31 |
| Total Volume and Open Interest |
220,708 |
879,306 |
+3,295 |
| 10-Year T-Notes(CBOT) |
| Dec07 |
070925 |
108~270 |
109~125 |
108~265 |
109~015 |
+0~035 |
808,855 |
2,185,464 |
+49,981 |
| Mar08 |
070925 |
108~245 |
108~280 |
108~180 |
108~180 |
+0~030 |
17,015 |
53,354 |
+15,993 |
| Jun08 |
070925 |
108~115 |
108~115 |
108~115 |
108~115 |
+0~030 |
0 |
14 |
+0 |
| Total Volume and Open Interest |
825,870 |
2,238,832 |
+65,974 |
| 5-Year T-Notes(CBOT) |
| Dec07 |
070925 |
106~300 |
107~030 |
106~265 |
106~270 |
+0~055 |
6,077 |
1,539,911 |
+22,238 |
| Mar08 |
070925 |
106~270 |
106~270 |
106~270 |
106~270 |
+0~055 |
|
|
|
| Jun08 |
070925 |
106~270 |
106~270 |
106~270 |
106~270 |
+0~055 |
|
|
|
| Total Volume and Open Interest |
6,077 |
1,564,747 |
+22,137 |
| 2 Year T-Notes(CBOT) |
| Dec07 |
070925 |
103~066 |
103~073 |
103~060 |
103~060 |
+0~015 |
420 |
899,359 |
+8,008 |
| Total Volume and Open Interest |
420 |
912,912 |
+5,331 |
| Eurodollars(CME) |
| Dec07 |
070925 |
95.135 |
95.160 |
95.115 |
95.130 |
-0.020 |
56,106 |
1,571,111 |
-9,991 |
| Mar08 |
070925 |
95.435 |
95.560 |
95.435 |
95.495 |
+0.005 |
44,516 |
1,569,493 |
+24,604 |
| Jun08 |
070925 |
95.650 |
95.685 |
95.610 |
95.610 |
+0.015 |
11,353 |
1,364,118 |
+8,785 |
| Sep08 |
070925 |
95.695 |
95.730 |
95.650 |
95.650 |
+0.020 |
7,966 |
1,194,322 |
+154 |
| Dec08 |
070925 |
95.665 |
95.685 |
95.625 |
95.625 |
+0.030 |
11,133 |
1,200,874 |
+21,273 |
| Mar09 |
070925 |
95.565 |
95.605 |
95.545 |
95.545 |
+0.035 |
11,044 |
728,447 |
+8,143 |
| Jun09 |
070925 |
95.460 |
95.490 |
95.430 |
95.430 |
+0.030 |
5,913 |
501,655 |
+5,932 |
| Sep09 |
070925 |
95.360 |
95.375 |
95.325 |
95.325 |
+0.025 |
8,179 |
368,193 |
+185 |
| Dec09 |
070925 |
95.270 |
95.285 |
95.225 |
95.225 |
+0.020 |
5,583 |
255,200 |
+1,626 |
| Mar10 |
070925 |
95.190 |
95.205 |
95.150 |
95.150 |
+0.015 |
3,742 |
178,320 |
+827 |
| Jun10 |
070925 |
95.110 |
95.125 |
95.065 |
95.070 |
+0.015 |
3,696 |
139,178 |
+1,298 |
| Sep10 |
070925 |
95.025 |
95.045 |
94.995 |
94.995 |
+0.010 |
4,920 |
118,487 |
+479 |
| Dec10 |
070925 |
94.945 |
94.945 |
94.915 |
94.920 |
+0.015 |
1,847 |
105,718 |
-87 |
| Mar11 |
070925 |
94.895 |
94.895 |
94.865 |
94.865 |
+0.010 |
2,020 |
93,030 |
+319 |
| Jun11 |
070925 |
94.825 |
94.850 |
94.800 |
94.800 |
+0.005 |
1,833 |
85,629 |
+485 |
| Sep11 |
070925 |
94.765 |
94.790 |
94.740 |
94.740 |
+0.005 |
5,136 |
77,760 |
+3,316 |
| Dec11 |
070925 |
94.710 |
94.725 |
94.670 |
94.680 |
+0.005 |
1,359 |
55,190 |
+270 |
| Mar12 |
070925 |
94.655 |
94.675 |
94.625 |
94.635 |
+0.005 |
2,202 |
42,536 |
+158 |
| Total Volume and Open Interest |
205,501 |
10,037,862 |
+72,641 |
| 30 Day Federal Funds(CBOT) |
| Sep07 |
070925 |
95.060 |
95.060 |
95.060 |
95.060 |
-0.010 |
3 |
89,291 |
-830 |
| Oct07 |
070925 |
3.540 |
3.540 |
3.530 |
3.530 |
unch |
19 |
76,225 |
+1,873 |
| Nov07 |
070925 |
3.705 |
3.735 |
3.705 |
3.720 |
+0.040 |
63 |
92,884 |
+2,443 |
| Dec07 |
070925 |
3.835 |
3.890 |
3.835 |
3.865 |
+0.060 |
23 |
60,398 |
-259 |
| Jan08 |
070925 |
3.940 |
3.940 |
3.930 |
3.930 |
+0.070 |
365 |
38,831 |
+1,589 |
| Feb08 |
070925 |
4.025 |
4.025 |
4.025 |
4.025 |
+0.075 |
40 |
20,946 |
-258 |
| Total Volume and Open Interest |
554 |
386,974 |
+4,544 |
| 30 Day Fed Funds(e-CBOT) |
| Sep07 |
070925 |
95.065 |
95.065 |
95.060 |
95.060 |
-0.005 |
19,140 |
0 |
+0 |
| Oct07 |
070925 |
95.280 |
95.290 |
95.275 |
95.280 |
-0.005 |
11,770 |
0 |
+0 |
| Nov07 |
070925 |
95.430 |
95.490 |
95.420 |
95.470 |
+0.040 |
15,922 |
0 |
+0 |
| Dec07 |
070925 |
95.555 |
95.640 |
95.545 |
95.610 |
+0.045 |
10,869 |
0 |
+0 |
| Jan08 |
070925 |
95.610 |
95.710 |
95.610 |
95.675 |
+0.050 |
12,203 |
0 |
+0 |
| Feb08 |
070925 |
95.695 |
95.795 |
95.675 |
95.770 |
+0.050 |
3,427 |
0 |
+0 |
| Total Volume and Open Interest |
75,653 |
|
|
| 3-Mth Euro-Yen(CME) |
| Dec07 |
070925 |
99.16 |
99.16 |
99.16 |
99.16 |
unch |
2,347 |
15,719 |
+1,741 |
| Mar08 |
070925 |
99.12 |
99.12 |
99.12 |
99.12 |
-0.01 |
52 |
6,275 |
+27 |
| Jun08 |
070925 |
99.08 |
99.08 |
99.08 |
99.08 |
unch |
931 |
4,350 |
+474 |
| Sep08 |
070925 |
99.02 |
99.02 |
99.02 |
99.02 |
+0.01 |
0 |
3,384 |
-35 |
| Dec08 |
070925 |
98.93 |
98.93 |
98.93 |
98.93 |
+0.01 |
0 |
1,759 |
-317 |
| Mar09 |
070925 |
98.85 |
98.85 |
98.85 |
98.85 |
+0.01 |
0 |
207 |
+0 |
| Jun09 |
070925 |
98.77 |
98.77 |
98.77 |
98.77 |
+0.01 |
0 |
150 |
+0 |
| Sep09 |
070925 |
98.69 |
98.69 |
98.69 |
98.69 |
+0.01 |
|
|
|
| Dec09 |
070925 |
98.60 |
98.60 |
98.60 |
98.60 |
unch |
|
|
|
| Mar10 |
070925 |
98.49 |
98.49 |
98.49 |
98.49 |
unch |
|
|
|
| Total Volume and Open Interest |
3,330 |
31,844 |
+1,890 |
| 3-Mth Euro-Yen(SGX) |
| Dec07 |
070925 |
99.16 |
99.17 |
99.15 |
99.17 |
unch |
53 |
61,700 |
+61,700 |
| Mar08 |
070925 |
99.12 |
99.12 |
99.11 |
99.12 |
0.00 |
52 |
42,297 |
+42,297 |
| Jun08 |
070925 |
99.08 |
99.08 |
99.07 |
99.08 |
0.00 |
1 |
16,857 |
+16,857 |
| Sep08 |
070925 |
99.01 |
99.01 |
99.00 |
99.01 |
0.00 |
0 |
18,242 |
+18,242 |
| Dec08 |
070925 |
98.93 |
98.93 |
98.92 |
98.92 |
-0.01 |
1 |
9,119 |
+9,119 |
| Mar09 |
070925 |
98.83 |
98.84 |
98.83 |
98.84 |
unch |
0 |
4,943 |
+4,943 |
| Jun09 |
070925 |
98.75 |
98.76 |
98.75 |
98.76 |
unch |
0 |
1,168 |
+1,168 |
| Sep09 |
070925 |
98.68 |
98.68 |
98.68 |
98.68 |
unch |
0 |
200 |
+200 |
| Total Volume and Open Interest |
107 |
156,976 |
+156,976 |
| Japanese Gov't Bonds(SGX) |
| Dec07 |
070921 |
134.96 |
134.96 |
134.45 |
134.80 |
-0.54 |
2,671 |
43,249 |
+625 |
| Mar08 |
070925 |
134.73 |
134.73 |
134.73 |
134.73 |
-0.07 |
|
|
|
| Jun08 |
070925 |
134.73 |
134.73 |
134.73 |
134.73 |
-0.07 |
|
|
|
| Total Volume and Open Interest |
7,501 |
42,381 |
-868 |
| Euro-Bund(EUREX) |
| Dec07 |
070925 |
112.49 |
112.88 |
112.43 |
112.71 |
+0.35 |
1,052,431 |
1,305,227 |
-65,064 |
| Mar08 |
070925 |
113.05 |
113.24 |
113.03 |
113.10 |
+0.31 |
228 |
433 |
+8 |
| Jun08 |
070925 |
113.21 |
113.21 |
113.21 |
113.21 |
+0.35 |
|
|
|
| Total Volume and Open Interest |
1,052,659 |
1,305,660 |
-65,056 |
| Euro-Bobl(EUREX) |
| Dec07 |
070925 |
107.52 |
107.81 |
107.52 |
107.71 |
+0.22 |
473,085 |
1,011,163 |
-17,092 |
| Mar08 |
070925 |
107.79 |
107.79 |
107.77 |
107.79 |
+0.35 |
94 |
0 |
+0 |
| Jun08 |
070925 |
42.63 |
42.63 |
42.63 |
42.63 |
+0.22 |
|
|
|
| Total Volume and Open Interest |
473,179 |
1,011,163 |
-17,092 |
| 3-Mth Euribor(EUREX) |
| Sep07 |
070914 |
95.300 |
95.300 |
95.290 |
95.295 |
-0.015 |
1,832 |
29,263 |
+347 |
| Dec07 |
070925 |
95.430 |
95.440 |
95.410 |
95.415 |
-0.025 |
867 |
24,377 |
+660 |
| Mar08 |
070925 |
95.715 |
95.715 |
95.700 |
95.705 |
+0.005 |
388 |
11,384 |
+100 |
| Total Volume and Open Interest |
1,773 |
48,648 |
+859 |
| Long Gilt(LIFFE) |
| Sep07 |
070925 |
106~27 |
106~29 |
106~24 |
106~28 |
+0~10 |
19,217 |
26,784 |
-3,740 |
| Dec07 |
070925 |
106~26 |
106~31 |
106~23 |
106~27 |
+0~10 |
53,440 |
307,080 |
-2,175 |
| Total Volume and Open Interest |
72,657 |
333,864 |
-5,915 |
| 3-Mth Short Sterling(LIFFE) |
| Dec07 |
070925 |
93.82 |
93.82 |
93.82 |
93.82 |
unch |
112,300 |
562,705 |
+13,779 |
| Mar08 |
070925 |
94.26 |
94.26 |
94.26 |
94.26 |
+0.04 |
72,861 |
524,241 |
-3,770 |
| Jun08 |
070925 |
94.44 |
94.44 |
94.44 |
94.44 |
+0.06 |
42,850 |
470,257 |
-1,396 |
| Sep08 |
070925 |
94.50 |
94.50 |
94.50 |
94.50 |
+0.06 |
37,317 |
332,357 |
-1,955 |
| Dec08 |
070925 |
94.51 |
94.51 |
94.51 |
94.51 |
+0.05 |
33,615 |
271,101 |
+275 |
| Mar09 |
070925 |
94.51 |
94.51 |
94.51 |
94.51 |
+0.05 |
21,667 |
213,399 |
+4,573 |
| Total Volume and Open Interest |
347,255 |
2,629,372 |
+15,795 |
| 3-Mth Euribor(LIFFE) |
| Dec07 |
070925 |
95.450 |
95.450 |
95.405 |
95.410 |
-0.030 |
224,253 |
884,912 |
-21,005 |
| Mar08 |
070925 |
95.710 |
95.725 |
95.685 |
95.705 |
+0.005 |
217,024 |
645,854 |
+9,061 |
| Jun08 |
070925 |
95.775 |
95.805 |
95.760 |
95.785 |
+0.025 |
200,966 |
467,166 |
-6,765 |
| Total Volume and Open Interest |
1,103,591 |
3,566,639 |
-21,944 |
| 3-Mth Aus T-Bills(SFE) |
| Dec07 |
070925 |
93.04 |
93.06 |
93.03 |
93.06 |
-0.02 |
12,967 |
384,654 |
+2,218 |
| Mar08 |
070925 |
93.00 |
93.04 |
92.99 |
93.04 |
+0.01 |
6,348 |
197,842 |
-349 |
| Jun08 |
070925 |
93.00 |
93.04 |
93.00 |
93.04 |
+0.02 |
5,175 |
111,167 |
-585 |
| Sep08 |
070925 |
93.00 |
93.05 |
93.00 |
93.05 |
+0.03 |
3,165 |
62,937 |
+306 |
| Dec08 |
070925 |
93.01 |
93.06 |
93.01 |
93.06 |
+0.03 |
1,000 |
41,435 |
-180 |
| Mar09 |
070925 |
93.03 |
93.06 |
93.03 |
93.06 |
+0.02 |
901 |
33,525 |
-816 |
| Jun09 |
070925 |
93.02 |
93.05 |
93.02 |
93.05 |
+0.02 |
714 |
21,823 |
-86 |
| Sep09 |
070925 |
93.04 |
93.04 |
93.01 |
93.04 |
+0.03 |
202 |
4,395 |
+97 |
| Dec09 |
070925 |
93.03 |
93.03 |
93.03 |
93.03 |
+0.03 |
51 |
619 |
-46 |
| Mar10 |
070925 |
93.02 |
93.02 |
93.02 |
93.02 |
+0.03 |
51 |
171 |
+0 |
| Total Volume and Open Interest |
30,577 |
858,582 |
+558 |
| 10-Year Aus T-Bonds(SFE) |
| Dec07 |
070925 |
93.82 |
93.85 |
93.81 |
93.82 |
unch |
35,790 |
427,617 |
+9,071 |
| Mar08 |
070925 |
93.82 |
93.82 |
93.82 |
93.82 |
unch |
|
|
|
| Total Volume and Open Interest |
35,790 |
427,617 |
+9,071 |
| 3-Year Aus T-Bonds(SFE) |
| Dec07 |
070925 |
93.56 |
93.62 |
93.56 |
93.58 |
+0.02 |
58,158 |
561,110 |
-6,872 |
| Mar08 |
070925 |
93.58 |
93.58 |
93.58 |
93.58 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
58,158 |
561,110 |
-6,872 |
| Gold(CMX) |
| Oct07 |
070925 |
725.0 |
733.0 |
724.5 |
732.0 |
-0.5 |
5,013 |
25,050 |
+562 |
| Dec07 |
070925 |
732.4 |
741.0 |
730.8 |
738.8 |
-0.5 |
80,781 |
273,131 |
+696 |
| Feb08 |
070925 |
738.7 |
745.0 |
738.7 |
745.0 |
-0.5 |
2,858 |
21,674 |
+1,789 |
| Apr08 |
070925 |
750.8 |
750.8 |
750.8 |
750.8 |
-0.5 |
2,147 |
19,669 |
+1,057 |
| Jun08 |
070925 |
756.6 |
756.6 |
756.6 |
756.6 |
-0.5 |
1,291 |
17,000 |
+743 |
| Aug08 |
070925 |
762.7 |
762.7 |
762.1 |
762.1 |
-0.6 |
869 |
15,340 |
+671 |
| Oct08 |
070925 |
767.7 |
767.7 |
767.7 |
767.7 |
-0.7 |
202 |
2,522 |
+151 |
| Dec08 |
070925 |
768.0 |
773.2 |
767.5 |
773.2 |
-0.9 |
327 |
14,715 |
-232 |
| Feb09 |
070925 |
779.0 |
779.0 |
779.0 |
779.0 |
-1.1 |
250 |
12,839 |
+150 |
| Apr09 |
070925 |
784.6 |
784.6 |
784.6 |
784.6 |
-1.3 |
50 |
1,700 |
+0 |
| Jun09 |
070925 |
790.4 |
790.4 |
790.4 |
790.4 |
-1.4 |
50 |
11,381 |
+0 |
| Total Volume and Open Interest |
94,316 |
427,545 |
+5,731 |
| Silver(CMX) |
| Sep07 |
070925 |
1340.0 |
1348.2 |
1340.0 |
1348.2 |
-1.5 |
70 |
269 |
-20 |
| Dec07 |
070925 |
1353.0 |
1363.0 |
1348.0 |
1362.0 |
-2.0 |
23,975 |
78,856 |
+154 |
| Mar08 |
070925 |
1379.4 |
1379.4 |
1379.4 |
1379.4 |
-2.1 |
951 |
10,159 |
+157 |
| May08 |
070925 |
1390.1 |
1390.1 |
1390.1 |
1390.1 |
-2.1 |
132 |
5,369 |
+104 |
| Jul08 |
070925 |
1400.6 |
1400.6 |
1400.6 |
1400.6 |
-2.4 |
89 |
5,008 |
+12 |
| Sep08 |
070925 |
1410.6 |
1410.6 |
1410.6 |
1410.6 |
-2.4 |
7 |
1,169 |
+4 |
| Dec08 |
070925 |
1399.5 |
1425.6 |
1399.5 |
1425.6 |
-2.4 |
327 |
6,088 |
+159 |
| Total Volume and Open Interest |
26,008 |
116,184 |
+531 |
| Platinum(NYMEX) |
| Oct07 |
070925 |
1340.0 |
1349.4 |
1333.0 |
1349.4 |
+5.2 |
2,878 |
6,133 |
-1,372 |
| Jan08 |
070925 |
1344.0 |
1362.0 |
1341.0 |
1357.8 |
+5.2 |
2,546 |
7,362 |
+1,375 |
| Apr08 |
070925 |
1367.5 |
1367.5 |
1367.5 |
1367.5 |
+5.4 |
1 |
4 |
+0 |
| Total Volume and Open Interest |
5,425 |
13,499 |
+3 |
| Palladium(NYMEX) |
| Sep07 |
070925 |
340.05 |
340.05 |
340.05 |
340.05 |
-1.95 |
2 |
10 |
+0 |
| Dec07 |
070925 |
340.00 |
343.40 |
340.00 |
342.95 |
-2.45 |
585 |
12,848 |
+42 |
| Mar08 |
070925 |
347.75 |
347.75 |
347.75 |
347.75 |
-2.45 |
66 |
880 |
+50 |
| Total Volume and Open Interest |
700 |
15,844 |
+96 |
| Copper(CMX) |
| Sep07 |
070925 |
361.50 |
361.90 |
361.15 |
361.15 |
-1.55 |
263 |
547 |
-111 |
| Dec07 |
070925 |
362.25 |
363.50 |
359.00 |
362.90 |
-1.60 |
7,348 |
55,638 |
+6 |
| Mar08 |
070925 |
361.00 |
361.00 |
361.00 |
361.00 |
-1.50 |
919 |
9,159 |
-21 |
| May08 |
070925 |
357.95 |
357.95 |
357.95 |
357.95 |
-1.55 |
447 |
1,719 |
+183 |
| Jul08 |
070925 |
353.60 |
353.60 |
353.60 |
353.60 |
-1.40 |
94 |
632 |
+3 |
| Total Volume and Open Interest |
9,771 |
77,450 |
+174 |
| Aluminum(CMX) |
| Sep07 |
070925 |
107.50 |
107.50 |
107.50 |
107.50 |
+106.44 |
|
|
|
| Oct07 |
070925 |
108.25 |
108.25 |
108.25 |
108.25 |
+107.18 |
0 |
40 |
+0 |
| Nov07 |
070925 |
109.00 |
109.00 |
109.00 |
109.00 |
+107.92 |
0 |
40 |
+0 |
| Dec07 |
070925 |
109.75 |
109.75 |
109.75 |
109.75 |
+108.67 |
0 |
154 |
+0 |
| Jan08 |
070925 |
109.75 |
109.75 |
109.75 |
109.75 |
+1.50 |
|
|
|
| Feb08 |
070925 |
109.75 |
109.75 |
109.75 |
109.75 |
+1.50 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| DJIA Index(CBOT) |
| Dec07 |
070925 |
13830 |
13883 |
13785 |
13868 |
+6 |
2,607 |
23,411 |
-138 |
| Mar08 |
070925 |
13966 |
13966 |
13966 |
13966 |
+4 |
2 |
15 |
+2 |
| Jun08 |
070925 |
14049 |
14049 |
14049 |
14049 |
+6 |
|
|
|
| Total Volume and Open Interest |
2,609 |
23,426 |
-136 |
| S & P 500(CME) |
| Dec07 |
070925 |
1522.50 |
1531.30 |
1519.00 |
1528.90 |
-2.80 |
22,316 |
563,918 |
+1,594 |
| Mar08 |
070925 |
1539.60 |
1539.60 |
1539.60 |
1539.60 |
-2.80 |
33 |
7,638 |
-20 |
| Jun08 |
070925 |
1550.10 |
1550.10 |
1550.10 |
1550.10 |
-2.80 |
62 |
459 |
+32 |
| Sep08 |
070925 |
1559.80 |
1559.80 |
1559.80 |
1559.80 |
-2.80 |
0 |
25 |
+0 |
| Total Volume and Open Interest |
22,411 |
575,188 |
+1,606 |
| S & P 500 E-Mini(Globex) |
| Dec07 |
070925 |
1531.25 |
1531.50 |
1518.75 |
1529.00 |
-2.75 |
1,496,817 |
1,731,529 |
+45,918 |
| Mar08 |
070925 |
1538.00 |
1541.50 |
1529.25 |
1539.50 |
-3.00 |
94 |
69 |
+57 |
| Total Volume and Open Interest |
1,496,911 |
1,731,599 |
-890,903 |
| NASDAQ 100(CME) |
| Dec07 |
070925 |
2074.00 |
2101.00 |
2071.00 |
2097.50 |
+17.70 |
3,286 |
40,682 |
+1,484 |
| Mar08 |
070925 |
2119.50 |
2119.50 |
2119.50 |
2119.50 |
+17.70 |
0 |
1 |
+0 |
| Jun08 |
070925 |
2146.50 |
2146.50 |
2146.50 |
2146.50 |
+17.70 |
|
|
|
| Total Volume and Open Interest |
3,286 |
40,688 |
+1,468 |
| NASDAQ 100 E-Mini(Globex) |
| Dec07 |
070925 |
2079.00 |
2101.00 |
2071.30 |
2097.50 |
+17.70 |
327,183 |
311,200 |
+15,575 |
| Mar08 |
070925 |
2110.50 |
2121.30 |
2094.30 |
2119.50 |
+17.70 |
4 |
5 |
+3 |
| Total Volume and Open Interest |
327,187 |
311,205 |
-300,576 |
| S & P Midcap 400(CME) |
| Dec07 |
070925 |
880.00 |
884.00 |
876.75 |
883.20 |
-1.70 |
112 |
5,529 |
-25 |
| Mar08 |
070925 |
893.30 |
893.30 |
893.30 |
893.30 |
-1.70 |
|
|
|
| Jun08 |
070925 |
903.00 |
903.00 |
903.00 |
903.00 |
-1.70 |
|
|
|
| Total Volume and Open Interest |
112 |
5,529 |
-25 |
| Russell 2000(CME) |
| Dec07 |
070925 |
806.00 |
810.00 |
802.00 |
808.30 |
-3.30 |
1,363 |
30,847 |
+232 |
| Mar08 |
070925 |
813.85 |
813.85 |
813.85 |
813.85 |
-2.75 |
0 |
22 |
+0 |
| Jun08 |
070925 |
820.35 |
820.35 |
820.35 |
820.35 |
-3.30 |
|
|
|
| Total Volume and Open Interest |
1,363 |
30,879 |
+232 |
| Russell 2000 E-Mini(Globex) |
| Sep07 |
070921 |
810.40 |
817.70 |
810.10 |
816.80 |
+6.00 |
74,372 |
201,142 |
-1,083 |
| Dec07 |
070925 |
811.50 |
811.50 |
801.80 |
808.30 |
-3.30 |
203,469 |
576,007 |
+9,430 |
| Mar08 |
070925 |
810.90 |
815.40 |
807.10 |
813.90 |
-2.70 |
4 |
4 |
+4 |
| Total Volume and Open Interest |
203,473 |
576,011 |
-191,273 |
| Value Line(KCBT) |
| Dec07 |
070925 |
2242.00 |
2242.00 |
2242.00 |
2242.00 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Nikkei 225(CME) |
| Dec07 |
070925 |
16335 |
16480 |
16275 |
16450 |
+185 |
61,895 |
208,704 |
-3,934 |
| Mar08 |
070925 |
16415 |
16505 |
16315 |
16450 |
+165 |
25 |
424 |
-74 |
| Total Volume and Open Interest |
61,920 |
209,180 |
-4,008 |
| Nikkei 225(SGX) |
| Dec07 |
070925 |
16335 |
16480 |
16275 |
16450 |
+185 |
61,895 |
208,704 |
-3,934 |
| Mar08 |
070925 |
16415 |
16505 |
16315 |
16450 |
+165 |
25 |
424 |
-74 |
| Jun08 |
070925 |
16395 |
16395 |
16395 |
16395 |
+165 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
61,920 |
209,180 |
-4,008 |
| CAC 40(EURONEXT) |
| Oct07 |
070925 |
5681.0 |
5692.5 |
5622.0 |
5659.5 |
-51.5 |
67,001 |
338,546 |
-5,963 |
| Nov07 |
070925 |
5680.0 |
5680.0 |
5643.0 |
5665.5 |
-51.0 |
45 |
724 |
-150 |
| Dec07 |
070925 |
5709.5 |
5714.0 |
5655.0 |
5688.5 |
-50.5 |
646 |
39,759 |
-240 |
| Total Volume and Open Interest |
67,692 |
379,804 |
-6,353 |
| Hang Seng Index(HKFE) |
| Sep07 |
070925 |
26478 |
26617 |
26270 |
26380 |
-115 |
65,813 |
125,847 |
-334 |
| Oct07 |
070925 |
26525 |
26706 |
26367 |
26474 |
-111 |
17,497 |
21,154 |
+13,410 |
| Total Volume and Open Interest |
85,188 |
157,142 |
+14,855 |
| DAX(EUREX) |
| Dec07 |
070925 |
7835.0 |
7872.5 |
7801.0 |
7857.0 |
-15.5 |
107,791 |
213,783 |
+3,166 |
| Mar08 |
070925 |
7919.5 |
7951.0 |
7891.0 |
7942.0 |
-15.0 |
61 |
5,147 |
-7 |
| Jun08 |
070925 |
7993.0 |
8026.5 |
7993.0 |
8026.5 |
-13.5 |
5 |
5 |
|
| Total Volume and Open Interest |
107,857 |
218,935 |
|
| FT-SE 100(EURONEXT) |
| Dec07 |
070925 |
6497.50 |
6504.00 |
6426.50 |
6456.00 |
-73.00 |
61,205 |
486,195 |
-1,886 |
| Mar08 |
070925 |
6518.00 |
6522.50 |
6453.00 |
6478.00 |
-73.00 |
55 |
3,655 |
-2 |
| Jun08 |
070925 |
6509.00 |
6509.00 |
6509.00 |
6509.00 |
-75.00 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
61,260 |
489,861 |
-1,888 |
| SPI 200(SFE) |
| Sep07 |
070920 |
6423.0 |
6436.0 |
6389.0 |
6436.0 |
+48.0 |
70,765 |
207,241 |
-114,625 |
| Dec07 |
070925 |
6476.0 |
15.4 |
6474.0 |
5.4 |
-6496.6 |
20,353 |
254,336 |
+6,364 |
| Mar08 |
070925 |
6506.0 |
15.4 |
6506.0 |
15.4 |
-6495.6 |
41 |
1,292 |
+4 |
| Total Volume and Open Interest |
20,396 |
257,680 |
+6,369 |
| GSCI(CME) |
| Oct07 |
070925 |
541.00 |
541.00 |
537.00 |
537.00 |
-6.30 |
251 |
21,471 |
+107 |
| Nov07 |
070925 |
538.80 |
538.80 |
538.50 |
538.50 |
-7.00 |
0 |
12 |
+1 |
| Dec07 |
070925 |
540.50 |
540.50 |
540.50 |
540.50 |
-7.00 |
|
|
|
| Total Volume and Open Interest |
251 |
21,483 |
+108 |
| RJ/CRB Index(ICE) |
| Nov07 |
070925 |
447.00 |
447.50 |
446.00 |
446.40 |
-0.10 |
24 |
744 |
-3 |
| Jan08 |
070925 |
446.50 |
446.50 |
446.40 |
446.40 |
-0.10 |
0 |
416 |
+0 |
| Feb08 |
070925 |
444.50 |
444.50 |
444.40 |
444.40 |
-0.10 |
0 |
220 |
+0 |
| Total Volume and Open Interest |
28 |
1,413 |
+0 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|