|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu September 27, 2007 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov07 |
070927 |
991.50 |
1017.75 |
991.00 |
1009.00 |
+18.25 |
78,489 |
289,513 |
+3,078 |
Jan08 |
070927 |
1006.00 |
1033.75 |
1006.00 |
1025.25 |
+19.00 |
11,503 |
79,883 |
+3,361 |
Mar08 |
070927 |
1014.75 |
1041.50 |
1014.75 |
1033.75 |
+18.25 |
7,997 |
44,750 |
+1,208 |
May08 |
070927 |
1016.00 |
1038.75 |
1016.00 |
1030.50 |
+14.50 |
4,836 |
33,941 |
+12 |
Jul08 |
070927 |
1020.00 |
1043.25 |
1020.00 |
1035.00 |
+14.50 |
5,746 |
39,349 |
+462 |
Aug08 |
070927 |
1022.75 |
1027.00 |
1016.00 |
1022.00 |
+15.00 |
153 |
1,076 |
+101 |
Sep08 |
070927 |
999.00 |
999.00 |
995.00 |
995.00 |
+17.00 |
11 |
536 |
+9 |
Nov08 |
070927 |
955.00 |
976.00 |
955.00 |
974.00 |
+18.00 |
3,248 |
64,637 |
-12 |
Jan09 |
070927 |
960.00 |
978.00 |
960.00 |
978.00 |
+20.00 |
39 |
733 |
+15 |
Jul09 |
070927 |
977.50 |
988.00 |
977.50 |
988.00 |
+15.00 |
9 |
324 |
+7 |
Total Volume and Open Interest |
112,180 |
561,942 |
+8,326 |
Soybean Meal(CBOT) |
Oct07 |
070927 |
278.30 |
286.50 |
278.30 |
282.80 |
+4.40 |
12,059 |
11,813 |
-1,922 |
Dec07 |
070927 |
284.80 |
293.00 |
284.70 |
288.80 |
+4.00 |
30,893 |
111,404 |
+2,823 |
Jan08 |
070927 |
287.60 |
294.90 |
287.00 |
290.80 |
+4.00 |
863 |
18,190 |
+151 |
Mar08 |
070927 |
289.30 |
297.20 |
289.30 |
293.80 |
+4.10 |
4,255 |
23,502 |
-162 |
May08 |
070927 |
287.70 |
295.00 |
287.70 |
292.00 |
+4.30 |
3,314 |
21,839 |
+69 |
Jul08 |
070927 |
288.90 |
296.50 |
287.80 |
292.20 |
+3.30 |
1,476 |
20,892 |
+103 |
Aug08 |
070927 |
290.00 |
292.00 |
286.00 |
286.00 |
+3.00 |
68 |
4,047 |
-23 |
Sep08 |
070927 |
281.00 |
283.50 |
279.50 |
279.50 |
+3.00 |
102 |
3,528 |
-14 |
Oct08 |
070927 |
267.90 |
269.00 |
267.10 |
269.00 |
+4.00 |
419 |
1,541 |
+99 |
Dec08 |
070927 |
260.20 |
269.00 |
260.20 |
267.00 |
+4.30 |
995 |
9,050 |
+46 |
Total Volume and Open Interest |
54,489 |
226,458 |
+1,215 |
Soybean Oil(CBOT) |
Oct07 |
070927 |
39.04 |
39.80 |
38.96 |
39.68 |
+0.71 |
12,977 |
12,760 |
-3,166 |
Dec07 |
070927 |
39.62 |
40.42 |
39.54 |
40.35 |
+0.81 |
32,292 |
171,385 |
+1,930 |
Jan08 |
070927 |
39.94 |
40.80 |
39.94 |
40.80 |
+0.73 |
1,127 |
24,276 |
+303 |
Mar08 |
070927 |
40.30 |
41.15 |
40.30 |
41.13 |
+0.78 |
1,657 |
22,721 |
+183 |
May08 |
070927 |
40.45 |
41.30 |
40.45 |
41.25 |
+0.64 |
908 |
14,003 |
+20 |
Jul08 |
070927 |
40.70 |
41.47 |
40.70 |
41.42 |
+0.72 |
1,159 |
15,336 |
+197 |
Aug08 |
070927 |
41.06 |
41.40 |
40.95 |
41.40 |
+0.75 |
48 |
1,453 |
+27 |
Sep08 |
070927 |
41.30 |
41.30 |
41.30 |
41.30 |
+0.65 |
10 |
690 |
+0 |
Oct08 |
070927 |
41.30 |
41.72 |
41.00 |
41.25 |
+0.60 |
352 |
1,397 |
+142 |
Dec08 |
070927 |
40.86 |
41.83 |
40.86 |
41.55 |
+0.75 |
1,247 |
17,000 |
+755 |
Total Volume and Open Interest |
51,786 |
281,025 |
+391 |
Canola(WCE) |
Nov07 |
070927 |
436.5 |
442.2 |
432.5 |
441.3 |
+6.7 |
5,178 |
83,442 |
+446 |
Jan08 |
070927 |
443.0 |
452.5 |
443.0 |
452.4 |
+6.3 |
1,302 |
22,597 |
+230 |
Mar08 |
070927 |
454.0 |
461.5 |
454.0 |
459.6 |
+5.9 |
713 |
4,252 |
-157 |
May08 |
070927 |
463.5 |
466.7 |
463.5 |
466.5 |
+5.9 |
19 |
2,270 |
+3 |
Jul08 |
070927 |
464.8 |
470.0 |
464.8 |
470.0 |
+5.2 |
52 |
4,400 |
-8 |
Total Volume and Open Interest |
7,616 |
124,395 |
+497 |
Corn(CBOT) |
Dec07 |
070927 |
376.00 |
389.50 |
374.50 |
386.75 |
+11.75 |
87,757 |
634,884 |
+4,018 |
Mar08 |
070927 |
390.75 |
404.75 |
390.00 |
402.25 |
+11.50 |
23,765 |
159,547 |
+777 |
May08 |
070927 |
399.50 |
413.50 |
399.50 |
411.25 |
+11.75 |
4,267 |
41,794 |
-496 |
Jul08 |
070927 |
406.00 |
421.50 |
406.00 |
419.25 |
+12.50 |
9,984 |
99,574 |
-843 |
Sep08 |
070927 |
410.00 |
422.50 |
410.00 |
420.00 |
+8.50 |
1,056 |
13,588 |
+11 |
Dec08 |
070927 |
416.00 |
427.00 |
415.50 |
424.25 |
+7.75 |
9,591 |
152,078 |
+323 |
Mar09 |
070927 |
424.25 |
434.00 |
424.25 |
432.25 |
+7.00 |
472 |
6,573 |
+119 |
May09 |
070927 |
434.00 |
438.00 |
431.50 |
437.25 |
+6.75 |
29 |
44 |
+27 |
Jul09 |
070927 |
436.00 |
441.00 |
435.50 |
440.25 |
+6.25 |
92 |
1,215 |
-20 |
Total Volume and Open Interest |
137,607 |
1,143,237 |
+3,972 |
Wheat(CBOT) |
Dec07 |
070927 |
929.25 |
946.75 |
925.50 |
933.00 |
+15.75 |
53,500 |
236,308 |
-887 |
Mar08 |
070927 |
930.25 |
949.75 |
928.50 |
936.50 |
+14.50 |
8,245 |
53,230 |
+884 |
May08 |
070927 |
823.00 |
853.00 |
823.00 |
841.00 |
+18.00 |
1,472 |
8,305 |
+153 |
Jul08 |
070927 |
645.00 |
676.00 |
643.50 |
670.50 |
+23.50 |
3,917 |
60,078 |
+353 |
Sep08 |
070927 |
649.00 |
676.00 |
649.00 |
673.00 |
+26.00 |
287 |
3,379 |
+152 |
Dec08 |
070927 |
649.75 |
680.00 |
648.75 |
678.50 |
+28.50 |
968 |
19,916 |
+238 |
Total Volume and Open Interest |
68,581 |
388,202 |
+942 |
Wheat(KCBT) |
Dec07 |
070927 |
906.75 |
926.50 |
906.25 |
919.50 |
+16.50 |
17,163 |
103,860 |
+66 |
Mar08 |
070927 |
898.25 |
922.00 |
898.25 |
906.25 |
+8.00 |
5,662 |
20,214 |
+408 |
May08 |
070927 |
838.75 |
854.00 |
835.00 |
840.00 |
+16.00 |
26 |
945 |
+8 |
Jul08 |
070927 |
651.00 |
684.00 |
651.00 |
678.75 |
+24.75 |
1,797 |
16,465 |
+529 |
Sep08 |
070927 |
656.00 |
685.00 |
656.00 |
681.00 |
+24.50 |
43 |
867 |
+21 |
Dec08 |
070927 |
661.00 |
686.00 |
661.00 |
686.00 |
+30.00 |
40 |
1,004 |
+14 |
Total Volume and Open Interest |
24,759 |
144,653 |
+1,055 |
Wheat(MGE) |
Dec07 |
070927 |
870.50 |
893.75 |
870.50 |
884.25 |
+18.25 |
7,832 |
49,555 |
+1,707 |
Mar08 |
070927 |
873.00 |
896.00 |
873.00 |
888.25 |
+15.00 |
3,571 |
14,993 |
+750 |
May08 |
070927 |
850.00 |
857.00 |
840.00 |
844.50 |
+4.50 |
628 |
1,528 |
+368 |
Jul08 |
070927 |
745.00 |
774.00 |
744.75 |
763.00 |
+19.00 |
162 |
851 |
-30 |
Sep08 |
070927 |
670.00 |
680.25 |
653.00 |
680.25 |
+30.00 |
109 |
1,972 |
+46 |
Total Volume and Open Interest |
12,460 |
71,148 |
+2,846 |
Oats(CBOT) |
Dec07 |
070927 |
283.00 |
287.00 |
280.50 |
285.75 |
+4.25 |
1,205 |
12,109 |
-28 |
Mar08 |
070927 |
295.00 |
297.75 |
292.00 |
297.00 |
+5.00 |
41 |
2,008 |
+27 |
May08 |
070927 |
300.00 |
300.00 |
300.00 |
300.00 |
+5.00 |
3 |
136 |
+0 |
Jul08 |
070927 |
300.00 |
305.00 |
300.00 |
305.00 |
+8.00 |
0 |
43 |
+0 |
Total Volume and Open Interest |
1,250 |
14,307 |
-1 |
Rough Rice(CBOT) |
Nov07 |
070927 |
11.59 |
11.77 |
11.59 |
11.75 |
+0.15 |
1,348 |
11,570 |
-76 |
Jan08 |
070927 |
11.97 |
12.09 |
11.96 |
12.09 |
+0.16 |
676 |
1,970 |
+307 |
Mar08 |
070927 |
12.17 |
12.30 |
12.17 |
12.30 |
+0.18 |
273 |
1,228 |
+70 |
May08 |
070927 |
12.30 |
12.35 |
12.30 |
12.33 |
+0.11 |
122 |
267 |
+22 |
Total Volume and Open Interest |
2,669 |
15,350 |
+486 |
Live Cattle(CME) |
Oct07 |
070927 |
97.250 |
97.300 |
96.650 |
96.900 |
-0.350 |
9,456 |
37,723 |
-2,136 |
Dec07 |
070927 |
99.850 |
100.350 |
99.800 |
100.200 |
+0.150 |
13,112 |
122,965 |
+409 |
Feb08 |
070927 |
101.025 |
101.600 |
100.900 |
101.550 |
+0.415 |
5,191 |
48,271 |
+382 |
Apr08 |
070927 |
100.800 |
101.150 |
100.475 |
101.135 |
+0.485 |
1,809 |
23,253 |
+228 |
Jun08 |
070927 |
96.550 |
97.180 |
96.500 |
97.135 |
+0.500 |
461 |
9,912 |
+268 |
Aug08 |
070927 |
95.535 |
96.450 |
95.535 |
95.900 |
+0.400 |
126 |
2,560 |
+134 |
Total Volume and Open Interest |
30,257 |
246,269 |
-645 |
Feeder Cattle(CME) |
Sep07 |
070927 |
116.000 |
116.150 |
115.950 |
116.080 |
+0.230 |
442 |
1,568 |
-164 |
Oct07 |
070927 |
115.400 |
116.150 |
115.375 |
115.500 |
-0.430 |
1,320 |
7,027 |
-290 |
Nov07 |
070927 |
116.000 |
116.100 |
115.075 |
115.830 |
-0.420 |
1,574 |
12,485 |
+269 |
Jan08 |
070927 |
114.700 |
114.750 |
114.300 |
114.680 |
-0.355 |
504 |
4,969 |
+160 |
Mar08 |
070927 |
112.900 |
112.900 |
112.400 |
112.750 |
-0.180 |
54 |
1,223 |
+33 |
Apr08 |
070927 |
112.800 |
113.450 |
112.800 |
113.450 |
+0.020 |
11 |
458 |
+3 |
May08 |
070927 |
112.900 |
113.425 |
112.700 |
113.400 |
-0.100 |
54 |
909 |
+35 |
Total Volume and Open Interest |
3,962 |
28,743 |
+48 |
Lean Hogs(CME) |
Oct07 |
070927 |
60.050 |
60.300 |
58.400 |
58.900 |
-1.400 |
10,317 |
20,804 |
-1,537 |
Dec07 |
070927 |
62.150 |
63.150 |
61.650 |
62.525 |
+0.125 |
18,318 |
91,909 |
+1,785 |
Feb08 |
070927 |
67.300 |
68.650 |
67.300 |
68.350 |
+0.575 |
3,882 |
30,895 |
+456 |
Apr08 |
070927 |
69.150 |
70.450 |
69.150 |
70.175 |
+0.675 |
1,381 |
16,329 |
-32 |
May08 |
070927 |
73.600 |
74.800 |
73.600 |
74.800 |
+0.825 |
27 |
1,650 |
+20 |
Jun08 |
070927 |
76.100 |
77.500 |
76.100 |
77.450 |
+0.925 |
322 |
10,704 |
+124 |
Jul08 |
070927 |
74.700 |
75.650 |
74.600 |
75.625 |
+0.475 |
167 |
2,593 |
+52 |
Aug08 |
070927 |
72.250 |
73.250 |
72.250 |
72.800 |
+0.450 |
88 |
1,255 |
+32 |
Total Volume and Open Interest |
30,638 |
176,467 |
+989 |
Class III Milk(CME) |
Sep07 |
070927 |
20.12 |
20.15 |
19.93 |
20.14 |
-0.01 |
73 |
4,837 |
-20 |
Oct07 |
070927 |
18.15 |
18.23 |
18.13 |
18.20 |
+0.05 |
161 |
4,170 |
-8 |
Nov07 |
070927 |
17.20 |
17.20 |
17.10 |
17.18 |
-0.02 |
314 |
4,033 |
-9 |
Dec07 |
070927 |
16.90 |
16.99 |
16.80 |
16.83 |
-0.12 |
306 |
3,944 |
+1 |
Jan08 |
070927 |
16.19 |
16.21 |
16.15 |
16.15 |
-0.09 |
105 |
2,114 |
+15 |
Total Volume and Open Interest |
1,748 |
35,459 |
+153 |
Cocoa(ICE) |
Dec07 |
070927 |
2045 |
2054 |
2005 |
2031 |
-15 |
13,840 |
65,333 |
+548 |
Mar08 |
070927 |
1988 |
1989 |
1958 |
1975 |
-11 |
3,060 |
31,056 |
+322 |
May08 |
070927 |
1975 |
1982 |
1955 |
1972 |
-7 |
766 |
11,262 |
+212 |
Jul08 |
070927 |
1963 |
1968 |
1963 |
1968 |
-6 |
51 |
4,260 |
+1 |
Sep08 |
070927 |
1983 |
1983 |
1969 |
1975 |
-7 |
66 |
3,995 |
+7 |
Dec08 |
070927 |
2004 |
2004 |
1990 |
1993 |
-8 |
90 |
12,216 |
+10 |
Mar09 |
070927 |
2013 |
2013 |
2013 |
2013 |
-10 |
60 |
674 |
+60 |
Total Volume and Open Interest |
17,933 |
128,798 |
+1,160 |
Coffee "C"(ICE) |
Dec07 |
070927 |
127.90 |
130.70 |
126.50 |
128.80 |
+0.20 |
24,669 |
105,155 |
-903 |
Mar08 |
070927 |
131.80 |
134.25 |
130.20 |
132.55 |
+0.25 |
4,134 |
29,739 |
+1,055 |
May08 |
070927 |
133.90 |
136.25 |
132.25 |
134.60 |
+0.20 |
917 |
9,142 |
+208 |
Jul08 |
070927 |
137.50 |
138.00 |
136.35 |
136.50 |
+0.20 |
781 |
4,573 |
+170 |
Sep08 |
070927 |
139.15 |
139.15 |
138.10 |
138.10 |
+0.20 |
1,038 |
8,184 |
+156 |
Dec08 |
070927 |
140.85 |
141.40 |
139.90 |
140.10 |
+0.25 |
349 |
6,016 |
-27 |
Total Volume and Open Interest |
32,013 |
168,861 |
+715 |
Orange Juice(ICE) |
Nov07 |
070927 |
129.75 |
130.50 |
125.10 |
126.10 |
-3.65 |
2,252 |
17,007 |
-77 |
Jan08 |
070927 |
130.00 |
130.00 |
125.15 |
126.50 |
-3.60 |
513 |
6,528 |
+99 |
Mar08 |
070927 |
130.00 |
130.00 |
127.00 |
127.05 |
-2.95 |
137 |
3,997 |
+75 |
May08 |
070927 |
127.60 |
127.60 |
127.60 |
127.60 |
-2.85 |
20 |
590 |
+20 |
Jul08 |
070927 |
128.15 |
128.15 |
128.15 |
128.15 |
-2.80 |
0 |
136 |
+0 |
Sep08 |
070927 |
128.70 |
128.70 |
128.70 |
128.70 |
-2.75 |
0 |
119 |
+0 |
Total Volume and Open Interest |
2,922 |
29,246 |
+117 |
Sugar #11(ICE) |
Oct07 |
070927 |
9.75 |
9.90 |
9.63 |
9.82 |
+0.10 |
40,920 |
25,632 |
-15,606 |
Mar08 |
070927 |
10.03 |
10.31 |
9.91 |
10.10 |
+0.08 |
109,277 |
377,235 |
+4,616 |
May08 |
070927 |
10.08 |
10.30 |
9.99 |
10.15 |
+0.06 |
9,996 |
61,029 |
-487 |
Jul08 |
070927 |
10.00 |
10.18 |
9.95 |
10.06 |
+0.06 |
4,625 |
55,951 |
+586 |
Oct08 |
070927 |
10.22 |
10.40 |
10.22 |
10.33 |
+0.03 |
2,107 |
48,464 |
+624 |
Total Volume and Open Interest |
169,593 |
642,365 |
-10,287 |
London Cocoa(LCE) |
Dec07 |
070927 |
1005 |
1011 |
990 |
997 |
-8 |
3,735 |
74,389 |
-106 |
Mar08 |
070927 |
1015 |
1019 |
1002 |
1009 |
-5 |
1,837 |
43,976 |
-87 |
May08 |
070927 |
1024 |
1027 |
1012 |
1018 |
-4 |
517 |
17,905 |
+199 |
Jul08 |
070927 |
1033 |
1033 |
1018 |
1026 |
-3 |
434 |
16,275 |
-55 |
Sep08 |
070927 |
1040 |
1040 |
1029 |
1034 |
-4 |
308 |
19,016 |
+47 |
Dec08 |
070927 |
1045 |
1045 |
1045 |
1045 |
-5 |
11 |
8,073 |
+0 |
Mar09 |
070927 |
1055 |
1055 |
1055 |
1055 |
-4 |
1 |
125 |
+1 |
Total Volume and Open Interest |
6,843 |
179,769 |
-1 |
London Sugar(LCE) |
Dec07 |
070927 |
277.90 |
284.30 |
274.80 |
279.30 |
+0.80 |
2,900 |
40,531 |
+1,469 |
Mar08 |
070927 |
285.00 |
289.90 |
282.20 |
286.30 |
+0.80 |
1,522 |
21,997 |
+649 |
May08 |
070927 |
288.50 |
293.00 |
285.40 |
290.00 |
+0.50 |
206 |
7,174 |
-125 |
Aug08 |
070927 |
290.40 |
293.60 |
289.90 |
291.80 |
+1.30 |
135 |
5,993 |
+120 |
Oct08 |
070927 |
296.40 |
299.00 |
296.40 |
297.50 |
+2.00 |
42 |
4,545 |
+12 |
Total Volume and Open Interest |
4,888 |
83,063 |
+2,156 |
Cotton(ICE) |
Oct07 |
070927 |
63.48 |
63.70 |
63.48 |
63.67 |
+0.54 |
83 |
75 |
-418 |
Dec07 |
070927 |
65.80 |
67.50 |
65.45 |
66.67 |
+0.72 |
25,893 |
145,229 |
+1,127 |
Mar08 |
070927 |
68.75 |
70.50 |
68.75 |
69.96 |
+0.94 |
5,196 |
51,480 |
+1,057 |
May08 |
070927 |
70.12 |
71.17 |
69.95 |
71.08 |
+0.96 |
289 |
5,517 |
-11 |
Jul08 |
070927 |
71.20 |
72.25 |
71.10 |
72.18 |
+0.98 |
429 |
6,856 |
+146 |
Oct08 |
070927 |
73.70 |
73.70 |
73.10 |
73.10 |
+0.98 |
0 |
264 |
+0 |
Total Volume and Open Interest |
33,486 |
228,996 |
+2,154 |
Lumber(CME) |
Nov07 |
070927 |
242.0 |
243.1 |
240.8 |
242.3 |
+0.7 |
1,073 |
5,819 |
-158 |
Jan08 |
070927 |
262.9 |
266.3 |
262.0 |
265.9 |
+1.8 |
455 |
1,052 |
+97 |
Mar08 |
070927 |
280.6 |
283.3 |
279.1 |
283.3 |
-0.1 |
54 |
347 |
+7 |
May08 |
070927 |
283.0 |
283.0 |
279.6 |
280.4 |
-0.4 |
1 |
50 |
-1 |
Total Volume and Open Interest |
1,583 |
7,272 |
-55 |
Crude Oil(NYM) |
Nov07 |
070927 |
80.63 |
83.09 |
80.50 |
82.88 |
+2.58 |
342,097 |
349,125 |
-6,560 |
Dec07 |
070927 |
79.10 |
81.70 |
78.96 |
81.51 |
+2.65 |
180,309 |
222,684 |
+3,134 |
Jan08 |
070927 |
78.10 |
80.61 |
77.91 |
80.42 |
+2.46 |
64,483 |
89,097 |
+5,903 |
Feb08 |
070927 |
77.49 |
79.80 |
77.19 |
79.59 |
+2.22 |
18,573 |
41,571 |
-360 |
Mar08 |
070927 |
76.95 |
79.18 |
76.74 |
78.96 |
+2.03 |
8,405 |
46,250 |
+1,291 |
Apr08 |
070927 |
76.46 |
78.74 |
76.46 |
78.47 |
+1.90 |
5,918 |
44,210 |
-73 |
May08 |
070927 |
75.96 |
78.19 |
75.95 |
78.00 |
+1.76 |
2,686 |
45,383 |
-487 |
Jun08 |
070927 |
75.67 |
77.65 |
75.67 |
77.58 |
+1.64 |
8,366 |
53,756 |
+136 |
Jul08 |
070927 |
77.08 |
77.19 |
77.08 |
77.19 |
+1.53 |
1,357 |
16,900 |
+325 |
Aug08 |
070927 |
76.83 |
76.83 |
76.83 |
76.83 |
+1.42 |
402 |
10,725 |
+5 |
Sep08 |
070927 |
76.12 |
76.50 |
76.05 |
76.50 |
+1.32 |
321 |
36,202 |
+16 |
Oct08 |
070927 |
76.19 |
76.19 |
76.19 |
76.19 |
+1.23 |
85 |
21,851 |
+35 |
Nov08 |
070927 |
75.18 |
75.90 |
75.10 |
75.90 |
+1.15 |
312 |
15,098 |
+117 |
Dec08 |
070927 |
74.50 |
75.80 |
74.19 |
75.63 |
+1.09 |
17,445 |
152,900 |
-1,814 |
Jan09 |
070927 |
74.70 |
75.38 |
74.70 |
75.38 |
+1.04 |
205 |
22,705 |
+205 |
Feb09 |
070927 |
75.16 |
75.16 |
75.16 |
75.16 |
+0.99 |
465 |
15,355 |
-30 |
Total Volume and Open Interest |
660,734 |
1,410,877 |
+1,257 |
e-miNY Crude Oil(NYM) |
Sep07 |
070820 |
71.950 |
71.950 |
70.075 |
71.125 |
-0.850 |
|
|
|
Oct07 |
070919 |
82.200 |
82.525 |
80.875 |
81.925 |
+0.425 |
|
|
|
Nov07 |
070927 |
80.550 |
83.050 |
80.500 |
82.875 |
+2.575 |
|
|
|
Dec07 |
070927 |
79.075 |
81.675 |
79.000 |
81.500 |
+2.650 |
|
|
|
Jan08 |
070927 |
79.850 |
80.425 |
79.850 |
80.425 |
+2.475 |
|
|
|
Feb08 |
070927 |
77.900 |
79.600 |
77.900 |
79.600 |
+2.225 |
|
|
|
Mar08 |
070927 |
78.950 |
78.950 |
78.950 |
78.950 |
+2.025 |
|
|
|
Apr08 |
070927 |
78.475 |
78.475 |
78.475 |
78.475 |
+1.900 |
|
|
|
May08 |
070927 |
78.000 |
78.000 |
78.000 |
78.000 |
+1.750 |
|
|
|
Jun08 |
070927 |
77.575 |
77.575 |
77.575 |
77.575 |
+1.625 |
|
|
|
Total Volume and Open Interest |
25,695 |
8,155 |
+233 |
Heating Oil(NYM) |
Oct07 |
070927 |
218.50 |
225.60 |
218.26 |
225.21 |
+6.95 |
23,259 |
11,221 |
-6,605 |
Nov07 |
070927 |
220.64 |
227.30 |
220.38 |
226.94 |
+6.65 |
42,684 |
93,028 |
+1,315 |
Dec07 |
070927 |
222.05 |
228.90 |
222.05 |
228.39 |
+6.50 |
15,424 |
51,848 |
+83 |
Jan08 |
070927 |
223.66 |
229.60 |
223.64 |
229.34 |
+6.30 |
6,928 |
28,518 |
+598 |
Feb08 |
070927 |
223.51 |
228.28 |
223.51 |
228.19 |
+5.85 |
3,340 |
14,815 |
-394 |
Mar08 |
070927 |
222.34 |
225.24 |
222.19 |
225.24 |
+5.50 |
1,748 |
7,642 |
+27 |
Apr08 |
070927 |
219.36 |
221.14 |
218.55 |
221.14 |
+5.25 |
897 |
7,257 |
-103 |
May08 |
070927 |
214.05 |
217.09 |
213.93 |
217.09 |
+5.00 |
353 |
3,013 |
+16 |
Jun08 |
070927 |
212.21 |
214.79 |
211.75 |
214.79 |
+4.95 |
1,712 |
12,204 |
+464 |
Jul08 |
070927 |
211.82 |
214.09 |
211.82 |
214.09 |
+4.75 |
1,054 |
1,924 |
+367 |
Aug08 |
070927 |
214.29 |
214.29 |
214.29 |
214.29 |
+4.60 |
154 |
682 |
-44 |
Sep08 |
070927 |
215.39 |
215.39 |
215.39 |
215.39 |
+4.50 |
91 |
898 |
+60 |
Total Volume and Open Interest |
97,751 |
237,485 |
-4,214 |
Gasoline(NYMEX) |
Oct07 |
070927 |
202.65 |
210.00 |
202.52 |
209.39 |
+6.65 |
29,153 |
13,312 |
-7,868 |
Nov07 |
070927 |
201.39 |
208.00 |
201.03 |
207.63 |
+6.18 |
52,746 |
87,337 |
+1,821 |
Dec07 |
070927 |
201.09 |
207.85 |
200.73 |
207.48 |
+6.58 |
14,905 |
28,709 |
+733 |
Jan08 |
070927 |
202.49 |
208.75 |
202.49 |
208.73 |
+6.43 |
7,350 |
18,200 |
+534 |
Feb08 |
070927 |
205.10 |
210.48 |
205.10 |
210.48 |
+6.33 |
3,614 |
9,255 |
+460 |
Mar08 |
070927 |
206.65 |
212.35 |
206.65 |
212.18 |
+6.38 |
3,520 |
9,935 |
+695 |
Apr08 |
070927 |
221.50 |
224.98 |
220.36 |
224.98 |
+6.53 |
2,337 |
9,580 |
+698 |
May08 |
070927 |
221.00 |
225.73 |
221.00 |
225.73 |
+6.28 |
1,219 |
4,658 |
+294 |
Jun08 |
070927 |
220.00 |
225.13 |
220.00 |
225.13 |
+5.93 |
342 |
4,989 |
-18 |
Jul08 |
070927 |
223.38 |
223.38 |
223.38 |
223.38 |
+5.68 |
157 |
1,816 |
+8 |
Total Volume and Open Interest |
115,881 |
194,539 |
-2,396 |
e-miNY RBOB Gasoline(NYM) |
Oct07 |
070927 |
207.00 |
209.39 |
207.00 |
209.39 |
+6.65 |
1 |
1 |
+0 |
Nov07 |
070927 |
207.63 |
207.63 |
207.63 |
207.63 |
+6.18 |
0 |
3 |
+0 |
Dec07 |
070927 |
207.48 |
207.48 |
207.48 |
207.48 |
+6.58 |
0 |
1 |
+0 |
Jan08 |
070927 |
208.73 |
208.73 |
208.73 |
208.73 |
+6.43 |
|
|
|
Total Volume and Open Interest |
1 |
5 |
+0 |
Natural Gas(NYM) |
Nov07 |
070927 |
7.030 |
7.039 |
6.744 |
6.919 |
-0.127 |
47,618 |
133,778 |
+202 |
Dec07 |
070927 |
7.722 |
7.739 |
7.500 |
7.694 |
-0.052 |
13,327 |
56,600 |
+2,364 |
Jan08 |
070927 |
8.070 |
8.100 |
7.880 |
8.067 |
-0.029 |
5,647 |
54,377 |
+223 |
Feb08 |
070927 |
8.070 |
8.132 |
7.944 |
8.104 |
-0.022 |
2,191 |
33,924 |
-15 |
Mar08 |
070927 |
7.951 |
7.962 |
7.750 |
7.934 |
-0.017 |
3,647 |
44,962 |
-38 |
Apr08 |
070927 |
7.570 |
7.575 |
7.420 |
7.569 |
-0.002 |
1,670 |
35,319 |
-17 |
May08 |
070927 |
7.535 |
7.614 |
7.485 |
7.594 |
+0.001 |
584 |
28,810 |
+247 |
Jun08 |
070927 |
7.605 |
7.667 |
7.550 |
7.667 |
+0.004 |
532 |
17,876 |
+179 |
Jul08 |
070927 |
7.668 |
7.764 |
7.620 |
7.752 |
+0.009 |
333 |
12,990 |
+82 |
Aug08 |
070927 |
7.749 |
7.826 |
7.710 |
7.810 |
+0.007 |
191 |
11,494 |
-5 |
Sep08 |
070927 |
7.780 |
7.830 |
7.720 |
7.830 |
+0.004 |
307 |
9,225 |
+93 |
Oct08 |
070927 |
7.850 |
7.925 |
7.750 |
7.909 |
+0.003 |
2,657 |
32,101 |
+1,099 |
Nov08 |
070927 |
8.190 |
8.312 |
8.190 |
8.312 |
-0.007 |
2,029 |
18,762 |
+1,412 |
Dec08 |
070927 |
8.664 |
8.712 |
8.610 |
8.712 |
-0.014 |
172 |
14,062 |
+47 |
Jan09 |
070927 |
8.879 |
8.967 |
8.875 |
8.967 |
-0.014 |
814 |
32,277 |
+104 |
Feb09 |
070927 |
8.880 |
8.967 |
8.880 |
8.967 |
-0.014 |
34 |
4,056 |
+6 |
Total Volume and Open Interest |
85,747 |
746,178 |
-9,785 |
Brent Crude Oil(ICE) |
Nov07 |
070927 |
77.77 |
80.20 |
77.65 |
80.03 |
+2.60 |
132,067 |
139,461 |
-7,901 |
Dec07 |
070927 |
77.68 |
79.94 |
77.54 |
79.79 |
+2.45 |
95,338 |
177,811 |
+1,087 |
Jan08 |
070927 |
77.46 |
79.63 |
77.43 |
79.51 |
+2.29 |
34,224 |
57,053 |
-533 |
Feb08 |
070927 |
77.34 |
79.28 |
77.15 |
79.15 |
+2.15 |
9,420 |
26,529 |
-248 |
Mar08 |
070927 |
77.08 |
78.89 |
77.02 |
78.80 |
+2.02 |
2,670 |
19,074 |
+290 |
Apr08 |
070927 |
76.86 |
78.56 |
76.74 |
78.47 |
+1.90 |
1,359 |
16,663 |
-31 |
May08 |
070927 |
76.97 |
78.12 |
76.97 |
78.12 |
+1.75 |
1,364 |
9,858 |
+98 |
Jun08 |
070927 |
76.29 |
77.76 |
76.29 |
77.76 |
+1.60 |
3,497 |
31,984 |
+72 |
Jul08 |
070927 |
77.48 |
77.48 |
77.48 |
77.48 |
+1.50 |
594 |
5,923 |
-122 |
Aug08 |
070927 |
77.13 |
77.23 |
77.13 |
77.23 |
+1.43 |
329 |
3,740 |
+165 |
Sep08 |
070927 |
77.01 |
77.01 |
77.01 |
77.01 |
+1.41 |
19 |
3,953 |
+0 |
Oct08 |
070927 |
76.74 |
76.74 |
76.74 |
76.74 |
+1.34 |
1 |
4,712 |
+0 |
Nov08 |
070927 |
76.47 |
76.47 |
76.47 |
76.47 |
+1.28 |
3,136 |
5,572 |
+2,138 |
Dec08 |
070927 |
75.23 |
76.38 |
74.85 |
76.19 |
+1.21 |
10,176 |
47,440 |
+3,674 |
Total Volume and Open Interest |
297,095 |
647,298 |
-806 |
Gas Oil(ICE) |
Oct07 |
070927 |
692.00 |
712.25 |
691.50 |
705.50 |
+16.00 |
57,929 |
78,259 |
-4,732 |
Nov07 |
070927 |
692.25 |
709.75 |
689.75 |
703.00 |
+15.00 |
50,910 |
86,391 |
+2,526 |
Dec07 |
070927 |
691.25 |
707.25 |
688.25 |
700.50 |
+14.00 |
26,561 |
55,683 |
+1,220 |
Jan08 |
070927 |
693.25 |
708.00 |
690.00 |
701.50 |
+13.50 |
13,113 |
38,089 |
+3,314 |
Feb08 |
070927 |
689.25 |
703.00 |
689.25 |
696.25 |
+12.50 |
2,187 |
19,487 |
+1,019 |
Mar08 |
070927 |
685.75 |
695.50 |
685.75 |
689.00 |
+11.25 |
1,337 |
11,093 |
+333 |
Apr08 |
070927 |
680.50 |
686.50 |
678.50 |
680.75 |
+10.75 |
2,131 |
7,735 |
+527 |
May08 |
070927 |
672.25 |
677.25 |
670.00 |
672.25 |
+9.50 |
2,475 |
10,226 |
+1,136 |
Jun08 |
070927 |
659.25 |
672.25 |
659.00 |
667.25 |
+8.75 |
4,916 |
33,062 |
+268 |
Jul08 |
070927 |
658.75 |
658.75 |
658.75 |
658.75 |
-7.00 |
160 |
4,620 |
+17 |
Total Volume and Open Interest |
114,803 |
369,515 |
-6,855 |
Ethanol(CBOT) |
Sep07 |
070906 |
1.640 |
1.640 |
1.640 |
1.640 |
-0.010 |
0 |
62 |
-4 |
Oct07 |
070927 |
1.545 |
1.549 |
1.545 |
1.549 |
+0.034 |
35 |
96 |
-9 |
Nov07 |
070927 |
1.521 |
1.521 |
1.521 |
1.521 |
+0.021 |
0 |
80 |
-2 |
Dec07 |
070927 |
1.559 |
1.560 |
1.559 |
1.559 |
+0.020 |
4 |
152 |
-1 |
Jan08 |
070927 |
1.559 |
1.559 |
1.559 |
1.559 |
+0.020 |
0 |
149 |
+0 |
Feb08 |
070927 |
1.530 |
1.555 |
1.530 |
1.555 |
+0.045 |
1 |
127 |
+1 |
Mar08 |
070927 |
1.565 |
1.565 |
1.555 |
1.555 |
+0.025 |
0 |
157 |
+0 |
Apr08 |
070927 |
1.555 |
1.555 |
1.555 |
1.555 |
+0.025 |
0 |
63 |
+0 |
Total Volume and Open Interest |
46 |
1,331 |
-11 |
WTI Crude Oil(ICE) |
Nov07 |
070927 |
80.61 |
83.07 |
80.50 |
82.88 |
+2.58 |
130,354 |
115,802 |
+3,905 |
Dec07 |
070927 |
79.06 |
81.69 |
78.97 |
81.51 |
+2.65 |
97,409 |
121,182 |
+3,383 |
Jan08 |
070927 |
78.11 |
80.59 |
77.89 |
80.42 |
+2.46 |
32,339 |
33,022 |
+2,352 |
Feb08 |
070927 |
77.44 |
79.75 |
77.19 |
79.59 |
+2.22 |
7,208 |
16,539 |
+485 |
Mar08 |
070927 |
77.86 |
78.96 |
77.76 |
78.96 |
+2.03 |
2,306 |
14,207 |
+192 |
Apr08 |
070927 |
77.40 |
78.47 |
77.40 |
78.47 |
+1.90 |
1,081 |
8,555 |
+229 |
May08 |
070927 |
78.00 |
78.00 |
78.00 |
78.00 |
+1.76 |
880 |
5,547 |
+66 |
Jun08 |
070927 |
75.98 |
77.58 |
75.80 |
77.58 |
+1.64 |
6,794 |
38,256 |
+3,049 |
Jul08 |
070927 |
77.19 |
77.19 |
77.19 |
77.19 |
+1.53 |
9,336 |
4,935 |
+1,914 |
Aug08 |
070927 |
76.83 |
76.83 |
76.83 |
76.83 |
+1.42 |
13,383 |
757 |
+137 |
Sep08 |
070927 |
76.50 |
76.50 |
76.50 |
76.50 |
+1.32 |
7,097 |
10,307 |
+6,812 |
Oct08 |
070927 |
76.19 |
76.19 |
76.19 |
76.19 |
+1.23 |
261 |
3,820 |
-19 |
Nov08 |
070927 |
75.90 |
75.90 |
75.90 |
75.90 |
+1.15 |
271 |
1,343 |
+0 |
Dec08 |
070927 |
74.39 |
75.70 |
74.25 |
75.63 |
+1.09 |
15,414 |
82,881 |
+2,064 |
Jan09 |
070927 |
75.38 |
75.38 |
75.38 |
75.38 |
+1.04 |
0 |
1,330 |
+0 |
Feb09 |
070927 |
75.16 |
75.16 |
75.16 |
75.16 |
+0.99 |
0 |
1,450 |
+0 |
Total Volume and Open Interest |
328,812 |
562,956 |
+24,276 |
US Dollar Index(ICE) |
Dec07 |
070927 |
78.350 |
78.390 |
78.050 |
78.245 |
-0.155 |
1,340 |
37,968 |
+383 |
Mar08 |
070927 |
78.175 |
78.175 |
78.175 |
78.175 |
-0.155 |
40 |
2,795 |
+30 |
Jun08 |
070927 |
78.145 |
78.145 |
78.145 |
78.145 |
-0.155 |
8 |
430 |
-1 |
Total Volume and Open Interest |
1,388 |
41,193 |
+412 |
Australian Dollar(CME) |
Dec07 |
070927 |
87.37 |
88.08 |
87.20 |
87.80 |
+0.58 |
32,901 |
75,084 |
+1,551 |
Mar08 |
070927 |
87.15 |
87.60 |
87.02 |
87.36 |
+0.58 |
5 |
195 |
+2 |
Jun08 |
070927 |
86.84 |
86.94 |
86.62 |
86.84 |
+0.57 |
0 |
285 |
+0 |
Total Volume and Open Interest |
32,906 |
75,570 |
+1,553 |
British Pound(CME) |
Dec07 |
070927 |
201.13 |
202.50 |
200.98 |
202.31 |
+1.16 |
54,461 |
84,442 |
-388 |
Mar08 |
070927 |
201.06 |
201.83 |
200.96 |
201.72 |
+1.15 |
40 |
275 |
+7 |
Jun08 |
070927 |
201.11 |
201.18 |
200.53 |
201.11 |
+1.13 |
0 |
16 |
+0 |
Total Volume and Open Interest |
54,501 |
84,743 |
-381 |
Canadian Dollar(CME) |
Dec07 |
070927 |
99.64 |
100.31 |
99.55 |
99.96 |
+0.42 |
46,148 |
130,323 |
+6,541 |
Mar08 |
070927 |
99.99 |
100.33 |
99.61 |
100.00 |
+0.42 |
154 |
1,705 |
+50 |
Jun08 |
070927 |
100.19 |
100.28 |
99.75 |
100.00 |
+0.39 |
2 |
674 |
+0 |
Sep08 |
070927 |
100.24 |
100.24 |
99.78 |
99.99 |
+0.37 |
7 |
356 |
+7 |
Total Volume and Open Interest |
46,311 |
133,203 |
+6,598 |
Japanese Yen(CME) |
Dec07 |
070927 |
87.39 |
87.68 |
87.08 |
87.31 |
-0.15 |
125,976 |
153,844 |
-192 |
Mar08 |
070927 |
88.19 |
88.52 |
87.95 |
88.16 |
-0.16 |
7,622 |
8,615 |
+7,610 |
Jun08 |
070927 |
88.94 |
89.20 |
88.79 |
88.94 |
-0.16 |
1 |
16,335 |
+1 |
Total Volume and Open Interest |
133,599 |
179,189 |
+7,419 |
Swiss Franc(CME) |
Dec07 |
070927 |
85.95 |
86.20 |
85.65 |
85.79 |
-0.20 |
31,992 |
71,168 |
+696 |
Mar08 |
070927 |
86.47 |
86.58 |
86.12 |
86.24 |
-0.20 |
24 |
122 |
+19 |
Jun08 |
070927 |
86.61 |
86.86 |
86.52 |
86.61 |
-0.22 |
1 |
3 |
+1 |
Total Volume and Open Interest |
32,017 |
71,298 |
+716 |
EuroFX(CME) |
Dec07 |
070927 |
141.51 |
142.14 |
141.46 |
141.82 |
+0.27 |
115,732 |
207,354 |
-939 |
Mar08 |
070927 |
141.80 |
142.18 |
141.60 |
141.90 |
+0.25 |
89 |
1,124 |
-31 |
Jun08 |
070927 |
141.86 |
142.18 |
141.71 |
141.95 |
+0.24 |
0 |
138 |
+0 |
Total Volume and Open Interest |
115,821 |
208,682 |
-970 |
Mexican Peso(CME) |
Oct07 |
070927 |
914.2 |
914.2 |
914.2 |
914.2 |
+0.8 |
0 |
69 |
+0 |
Nov07 |
070927 |
912.2 |
912.2 |
912.2 |
912.2 |
+0.8 |
0 |
86 |
+0 |
Total Volume and Open Interest |
15,468 |
75,977 |
+826 |
Brazilian Real(CME) |
Oct07 |
070927 |
542.50 |
542.50 |
541.60 |
542.50 |
+0.90 |
|
|
|
Nov07 |
070927 |
540.30 |
540.30 |
539.40 |
540.30 |
+0.90 |
|
|
|
Dec07 |
070927 |
538.60 |
538.60 |
537.60 |
538.60 |
+1.00 |
192 |
6,063 |
+182 |
Jan08 |
070927 |
537.10 |
537.10 |
536.10 |
537.10 |
+1.00 |
|
|
|
Total Volume and Open Interest |
192 |
6,063 |
+182 |
30-Year T-Bonds(CBOT) |
Dec07 |
070927 |
110~230 |
111~140 |
110~120 |
111~110 |
+0~200 |
322,114 |
877,551 |
+432 |
Mar08 |
070927 |
111~000 |
111~080 |
111~000 |
111~060 |
+0~200 |
7 |
1,599 |
+3 |
Jun08 |
070927 |
111~020 |
111~020 |
111~020 |
111~020 |
+0~200 |
0 |
201 |
+2 |
Total Volume and Open Interest |
322,124 |
879,372 |
+437 |
10-Year T-Notes(CBOT) |
Dec07 |
070927 |
109~015 |
109~135 |
108~255 |
109~120 |
+0~105 |
1,011,851 |
2,204,139 |
+27,113 |
Mar08 |
070927 |
108~215 |
108~285 |
108~160 |
108~285 |
+0~105 |
12,894 |
75,069 |
+10,447 |
Jun08 |
070927 |
108~220 |
108~220 |
108~220 |
108~220 |
+0~105 |
0 |
14 |
+0 |
Total Volume and Open Interest |
1,024,745 |
2,279,222 |
+37,560 |
5-Year T-Notes(CBOT) |
Sep07 |
070927 |
107~018 |
107~018 |
107~018 |
107~018 |
+0~018 |
1,700 |
0 |
+0 |
Dec07 |
070927 |
106~122 |
107~008 |
106~100 |
107~004 |
+0~022 |
422,639 |
0 |
+0 |
Mar08 |
070927 |
107~004 |
107~004 |
107~004 |
107~004 |
+0~022 |
|
|
|
Total Volume and Open Interest |
447,911 |
1,588,094 |
+114 |
2 Year T-Notes(CBOT) |
Sep07 |
070927 |
103~052 |
103~058 |
103~050 |
103~057 |
+0~005 |
1,049 |
9,356 |
-234 |
Dec07 |
070927 |
103~062 |
103~073 |
103~051 |
103~070 |
+0~008 |
197,349 |
910,330 |
-2,754 |
Total Volume and Open Interest |
198,398 |
919,686 |
-2,988 |
Eurodollars(CME) |
Dec07 |
070927 |
95.170 |
95.225 |
95.140 |
95.195 |
+0.025 |
314,116 |
1,581,990 |
+13,209 |
Mar08 |
070927 |
95.520 |
95.560 |
95.480 |
95.545 |
+0.030 |
271,051 |
1,564,828 |
-10,899 |
Jun08 |
070927 |
95.640 |
95.700 |
95.590 |
95.685 |
+0.050 |
268,383 |
1,363,319 |
-2,258 |
Sep08 |
070927 |
95.685 |
95.765 |
95.635 |
95.745 |
+0.060 |
254,987 |
1,203,978 |
+10,302 |
Dec08 |
070927 |
95.670 |
95.745 |
95.610 |
95.730 |
+0.070 |
270,109 |
1,238,709 |
+10,907 |
Mar09 |
070927 |
95.580 |
95.670 |
95.535 |
95.655 |
+0.075 |
177,500 |
753,183 |
+17,799 |
Jun09 |
070927 |
95.465 |
95.555 |
95.420 |
95.540 |
+0.075 |
105,350 |
511,511 |
+4,365 |
Sep09 |
070927 |
95.360 |
95.440 |
95.315 |
95.430 |
+0.070 |
79,883 |
376,436 |
+1,855 |
Dec09 |
070927 |
95.245 |
95.330 |
95.215 |
95.325 |
+0.070 |
30,921 |
258,241 |
-1,875 |
Mar10 |
070927 |
95.160 |
95.245 |
95.135 |
95.240 |
+0.065 |
23,641 |
178,289 |
-1,120 |
Jun10 |
070927 |
95.085 |
95.165 |
95.045 |
95.155 |
+0.065 |
15,494 |
139,514 |
+1,075 |
Sep10 |
070927 |
94.975 |
95.090 |
94.975 |
95.080 |
+0.065 |
16,458 |
119,182 |
+295 |
Dec10 |
070927 |
94.895 |
95.000 |
94.890 |
95.000 |
+0.065 |
6,393 |
103,260 |
-1,488 |
Mar11 |
070927 |
94.895 |
94.955 |
94.840 |
94.940 |
+0.065 |
4,921 |
91,607 |
-412 |
Jun11 |
070927 |
94.755 |
94.880 |
94.750 |
94.875 |
+0.065 |
6,947 |
88,445 |
+1,574 |
Sep11 |
070927 |
94.700 |
94.815 |
94.700 |
94.810 |
+0.065 |
9,891 |
78,816 |
+1,099 |
Dec11 |
070927 |
94.715 |
94.760 |
94.655 |
94.745 |
+0.065 |
4,421 |
55,044 |
-1,381 |
Mar12 |
070927 |
94.620 |
94.705 |
94.605 |
94.695 |
+0.065 |
2,753 |
42,144 |
-506 |
Total Volume and Open Interest |
166,017 |
10,138,161 |
+40,883 |
30 Day Federal Funds(CBOT) |
Sep07 |
070927 |
95.045 |
95.050 |
95.045 |
95.050 |
-0.005 |
150 |
90,283 |
-263 |
Oct07 |
070927 |
95.280 |
95.290 |
95.280 |
95.285 |
+0.005 |
260 |
77,084 |
-2,019 |
Nov07 |
070927 |
95.465 |
95.470 |
95.465 |
95.470 |
+0.005 |
147 |
95,689 |
-241 |
Dec07 |
070927 |
95.590 |
95.600 |
95.590 |
95.595 |
unch |
306 |
56,346 |
-4,794 |
Jan08 |
070927 |
95.655 |
95.655 |
95.655 |
95.655 |
unch |
3,305 |
37,508 |
-1,012 |
Feb08 |
070927 |
95.750 |
95.750 |
95.750 |
95.750 |
unch |
0 |
22,226 |
+535 |
Total Volume and Open Interest |
4,168 |
388,527 |
-7,731 |
30 Day Fed Funds(e-CBOT) |
Sep07 |
070927 |
95.055 |
95.055 |
95.045 |
95.045 |
-0.010 |
8,310 |
0 |
+0 |
Oct07 |
070927 |
95.280 |
95.290 |
95.275 |
95.290 |
+0.015 |
12,480 |
0 |
+0 |
Nov07 |
070927 |
95.460 |
95.475 |
95.450 |
95.470 |
+0.010 |
18,979 |
0 |
+0 |
Dec07 |
070927 |
95.590 |
95.605 |
95.580 |
95.595 |
+0.005 |
14,985 |
0 |
+0 |
Jan08 |
070927 |
95.655 |
95.675 |
95.645 |
95.655 |
+0.005 |
10,285 |
0 |
+0 |
Feb08 |
070927 |
95.730 |
95.765 |
95.730 |
95.750 |
+0.010 |
3,751 |
0 |
+0 |
Total Volume and Open Interest |
70,234 |
|
|
3-Mth Euro-Yen(CME) |
Dec07 |
070927 |
99.145 |
99.150 |
99.145 |
99.145 |
-0.005 |
2,049 |
18,714 |
+824 |
Mar08 |
070927 |
99.115 |
99.115 |
99.105 |
99.105 |
unch |
773 |
6,405 |
+147 |
Jun08 |
070927 |
99.060 |
99.060 |
99.060 |
99.060 |
-0.005 |
19 |
3,711 |
-20 |
Sep08 |
070927 |
98.990 |
99.000 |
98.990 |
98.990 |
-0.010 |
30 |
3,403 |
-79 |
Dec08 |
070927 |
98.895 |
98.910 |
98.895 |
98.895 |
-0.015 |
59 |
1,955 |
-4 |
Mar09 |
070927 |
98.815 |
98.830 |
98.815 |
98.815 |
-0.015 |
254 |
271 |
+64 |
Jun09 |
070927 |
98.740 |
98.755 |
98.740 |
98.740 |
-0.015 |
0 |
100 |
+0 |
Sep09 |
070927 |
98.655 |
98.670 |
98.655 |
98.655 |
-0.015 |
|
|
|
Dec09 |
070927 |
98.580 |
98.595 |
98.580 |
98.580 |
-0.015 |
|
|
|
Mar10 |
070927 |
98.465 |
98.480 |
98.465 |
98.465 |
-0.015 |
|
|
|
Total Volume and Open Interest |
3,707 |
34,559 |
+932 |
3-Mth Euro-Yen(SGX) |
Dec07 |
070927 |
99.15 |
99.15 |
99.12 |
99.14 |
-0.01 |
1,142 |
62,490 |
-169 |
Mar08 |
070927 |
99.11 |
99.11 |
99.09 |
99.10 |
-0.01 |
513 |
42,945 |
+301 |
Jun08 |
070927 |
99.06 |
99.07 |
99.06 |
99.06 |
-0.01 |
75 |
16,602 |
-401 |
Sep08 |
070927 |
99.00 |
99.00 |
98.98 |
98.99 |
-0.01 |
274 |
18,254 |
+90 |
Dec08 |
070927 |
98.91 |
98.93 |
98.89 |
98.90 |
-0.01 |
540 |
9,182 |
+113 |
Mar09 |
070927 |
98.82 |
98.82 |
98.82 |
98.82 |
-0.01 |
0 |
4,798 |
+0 |
Jun09 |
070927 |
98.74 |
98.75 |
98.74 |
98.75 |
-0.01 |
0 |
1,280 |
+0 |
Sep09 |
070927 |
98.66 |
98.66 |
98.66 |
98.66 |
-0.01 |
0 |
200 |
+0 |
Total Volume and Open Interest |
2,544 |
158,201 |
-66 |
Japanese Gov't Bonds(SGX) |
Dec07 |
070927 |
134.71 |
134.74 |
134.34 |
134.52 |
-0.27 |
2,805 |
33,219 |
-2,616 |
Mar08 |
070927 |
134.52 |
134.52 |
134.52 |
134.52 |
-0.27 |
|
|
|
Jun08 |
070927 |
134.52 |
134.52 |
134.52 |
134.52 |
-0.27 |
|
|
|
Total Volume and Open Interest |
2,805 |
33,219 |
-2,616 |
Euro-Bund(EUREX) |
Dec07 |
070927 |
112.23 |
112.47 |
112.03 |
112.27 |
+0.05 |
1,163,618 |
1,307,150 |
+16,751 |
Mar08 |
070927 |
112.50 |
112.77 |
112.50 |
112.64 |
+0.02 |
8 |
463 |
+5 |
Jun08 |
070927 |
112.77 |
112.77 |
112.77 |
112.77 |
+0.05 |
|
|
|
Total Volume and Open Interest |
1,163,626 |
1,307,613 |
+16,756 |
Euro-Bobl(EUREX) |
Dec07 |
070927 |
107.39 |
107.55 |
107.25 |
107.46 |
+0.06 |
729,881 |
1,047,885 |
+2,288 |
Mar08 |
070927 |
107.34 |
107.57 |
107.34 |
107.55 |
+0.07 |
3,229 |
7,731 |
+2,420 |
Jun08 |
070927 |
107.92 |
107.92 |
107.92 |
107.92 |
+0.06 |
|
|
|
Total Volume and Open Interest |
733,110 |
1,055,616 |
+4,708 |
3-Mth Euribor(EUREX) |
Sep07 |
070917 |
95.280 |
95.285 |
95.270 |
95.270 |
-0.025 |
1,408 |
28,602 |
-72 |
Dec07 |
070927 |
95.380 |
95.390 |
95.365 |
95.380 |
-0.015 |
4,390 |
25,460 |
-285 |
Mar08 |
070927 |
95.625 |
95.645 |
95.610 |
95.645 |
-0.015 |
584 |
11,920 |
+515 |
Total Volume and Open Interest |
5,853 |
50,738 |
+371 |
Long Gilt(LIFFE) |
Dec07 |
070927 |
106~10 |
106~23 |
106~09 |
106~16 |
-0~01 |
99,227 |
305,840 |
+554 |
Mar08 |
070927 |
106~19 |
106~19 |
106~19 |
106~19 |
-0~05 |
|
|
|
Total Volume and Open Interest |
99,227 |
305,840 |
-23,541 |
3-Mth Short Sterling(LIFFE) |
Dec07 |
070927 |
93.84 |
93.87 |
93.80 |
93.83 |
-0.01 |
118,645 |
527,898 |
-15,642 |
Mar08 |
070927 |
94.24 |
94.27 |
94.20 |
94.23 |
-0.02 |
86,830 |
525,746 |
+3,600 |
Jun08 |
070927 |
94.40 |
94.44 |
94.36 |
94.39 |
-0.03 |
93,072 |
476,789 |
+2,302 |
Sep08 |
070927 |
94.46 |
94.50 |
94.41 |
94.45 |
-0.02 |
73,374 |
337,570 |
+5,600 |
Dec08 |
070927 |
94.48 |
94.51 |
94.43 |
94.48 |
-0.01 |
80,203 |
284,318 |
+5,936 |
Mar09 |
070927 |
94.47 |
94.52 |
94.43 |
94.49 |
unch |
39,200 |
218,316 |
+1,869 |
Total Volume and Open Interest |
533,670 |
2,645,201 |
+14,228 |
3-Mth Euribor(LIFFE) |
Dec07 |
070927 |
95.390 |
95.400 |
95.360 |
95.380 |
-0.015 |
207,178 |
858,886 |
+1,198 |
Mar08 |
070927 |
95.650 |
95.655 |
95.605 |
95.640 |
-0.015 |
183,187 |
639,430 |
+9,764 |
Jun08 |
070927 |
95.715 |
95.720 |
95.665 |
95.705 |
-0.010 |
133,324 |
451,990 |
-8,987 |
Total Volume and Open Interest |
886,820 |
3,535,897 |
-11,230 |
3-Mth Aus T-Bills(SFE) |
Dec07 |
070927 |
93.04 |
93.07 |
93.03 |
93.07 |
+0.02 |
17,124 |
383,375 |
+346 |
Mar08 |
070927 |
93.02 |
93.04 |
93.01 |
93.04 |
+0.01 |
12,855 |
199,449 |
-2,817 |
Jun08 |
070927 |
93.04 |
93.05 |
93.02 |
93.04 |
-0.01 |
3,200 |
105,593 |
-2,224 |
Sep08 |
070927 |
93.06 |
93.07 |
93.04 |
93.05 |
-0.02 |
1,985 |
63,573 |
+15 |
Dec08 |
070927 |
93.06 |
93.08 |
93.06 |
93.07 |
-0.01 |
2,110 |
41,627 |
+828 |
Mar09 |
070927 |
93.07 |
93.08 |
93.06 |
93.07 |
-0.01 |
1,994 |
34,344 |
+4 |
Jun09 |
070927 |
93.07 |
93.07 |
93.06 |
93.06 |
-0.01 |
3,845 |
25,368 |
+3,270 |
Sep09 |
070927 |
93.05 |
93.06 |
93.04 |
93.04 |
-0.02 |
3,031 |
5,227 |
+535 |
Dec09 |
070927 |
93.05 |
93.05 |
93.03 |
93.03 |
-0.02 |
1 |
618 |
-1 |
Mar10 |
070927 |
93.03 |
93.03 |
93.03 |
93.03 |
-0.01 |
0 |
171 |
+0 |
Total Volume and Open Interest |
46,145 |
859,359 |
-44 |
10-Year Aus T-Bonds(SFE) |
Dec07 |
070927 |
93.83 |
93.84 |
93.79 |
93.82 |
-0.01 |
45,882 |
436,201 |
+14,133 |
Mar08 |
070927 |
93.82 |
93.82 |
93.82 |
93.82 |
-0.01 |
|
|
|
Total Volume and Open Interest |
45,882 |
436,201 |
+14,133 |
3-Year Aus T-Bonds(SFE) |
Dec07 |
070927 |
93.60 |
93.61 |
93.57 |
93.58 |
-0.02 |
77,982 |
516,154 |
-15,065 |
Mar08 |
070927 |
93.58 |
93.58 |
93.58 |
93.58 |
-0.02 |
|
|
|
Total Volume and Open Interest |
77,982 |
516,154 |
-15,065 |
Gold(CMX) |
Oct07 |
070927 |
728.2 |
735.5 |
727.4 |
732.7 |
+4.1 |
12,901 |
23,382 |
-6,439 |
Dec07 |
070927 |
734.9 |
743.2 |
733.9 |
739.9 |
+4.4 |
104,086 |
282,568 |
+5,808 |
Feb08 |
070927 |
741.4 |
749.2 |
740.6 |
746.0 |
+4.4 |
1,573 |
22,993 |
+882 |
Apr08 |
070927 |
746.7 |
753.3 |
746.4 |
751.7 |
+4.3 |
989 |
20,690 |
+453 |
Jun08 |
070927 |
752.0 |
759.3 |
752.0 |
757.4 |
+4.3 |
315 |
18,309 |
+182 |
Aug08 |
070927 |
757.5 |
763.5 |
757.5 |
762.9 |
+4.3 |
976 |
16,432 |
+742 |
Oct08 |
070927 |
768.4 |
768.4 |
768.4 |
768.4 |
+4.2 |
101 |
2,582 |
+60 |
Dec08 |
070927 |
769.7 |
775.7 |
769.7 |
773.9 |
+4.2 |
255 |
15,107 |
-91 |
Feb09 |
070927 |
779.6 |
779.6 |
779.6 |
779.6 |
+4.1 |
0 |
14,033 |
+0 |
Apr09 |
070927 |
785.1 |
785.1 |
785.1 |
785.1 |
+4.0 |
0 |
1,700 |
+0 |
Jun09 |
070927 |
790.9 |
790.9 |
790.9 |
790.9 |
+4.0 |
0 |
12,131 |
+0 |
Total Volume and Open Interest |
121,735 |
442,887 |
+1,942 |
Silver(CMX) |
Dec07 |
070927 |
1352.0 |
1373.0 |
1348.0 |
1364.5 |
+10.0 |
22,717 |
78,006 |
+293 |
Mar08 |
070927 |
1368.0 |
1389.0 |
1366.0 |
1382.0 |
+10.1 |
711 |
11,499 |
-246 |
May08 |
070927 |
1388.5 |
1394.5 |
1388.5 |
1392.7 |
+10.3 |
253 |
5,368 |
+49 |
Jul08 |
070927 |
1403.5 |
1403.5 |
1403.0 |
1403.0 |
+10.3 |
184 |
5,166 |
+129 |
Sep08 |
070927 |
1413.1 |
1413.1 |
1413.1 |
1413.1 |
+10.3 |
253 |
1,354 |
+194 |
Dec08 |
070927 |
1435.5 |
1436.0 |
1423.5 |
1428.4 |
+10.6 |
57 |
6,146 |
+57 |
Mar09 |
070927 |
1443.0 |
1443.0 |
1443.0 |
1443.0 |
+10.6 |
0 |
212 |
+0 |
Total Volume and Open Interest |
24,330 |
117,050 |
+513 |
Platinum(NYMEX) |
Oct07 |
070927 |
1346.4 |
1367.0 |
1344.5 |
1364.7 |
+13.2 |
3,738 |
2,029 |
-2,410 |
Jan08 |
070927 |
1357.0 |
1376.0 |
1352.0 |
1373.0 |
+12.5 |
3,637 |
11,464 |
+2,181 |
Apr08 |
070927 |
1360.0 |
1382.5 |
1359.0 |
1382.5 |
+12.5 |
10 |
11 |
+4 |
Total Volume and Open Interest |
7,385 |
13,504 |
-225 |
Palladium(NYMEX) |
Dec07 |
070927 |
344.10 |
348.00 |
343.50 |
347.75 |
+2.95 |
924 |
12,861 |
+58 |
Mar08 |
070927 |
352.55 |
352.55 |
352.55 |
352.55 |
+2.95 |
104 |
930 |
+50 |
Jun08 |
070927 |
357.30 |
357.30 |
357.30 |
357.30 |
+2.95 |
9 |
1,309 |
-1 |
Total Volume and Open Interest |
1,042 |
15,897 |
+98 |
Copper(CMX) |
Dec07 |
070927 |
361.80 |
367.75 |
361.40 |
364.80 |
+3.40 |
7,899 |
55,787 |
+673 |
Mar08 |
070927 |
364.55 |
365.50 |
362.35 |
362.80 |
+3.30 |
737 |
9,415 |
+54 |
May08 |
070927 |
359.70 |
359.70 |
359.50 |
359.50 |
+3.10 |
793 |
2,326 |
+260 |
Jul08 |
070927 |
354.65 |
354.65 |
354.65 |
354.65 |
+2.60 |
3 |
652 |
+0 |
Sep08 |
070927 |
349.45 |
349.45 |
349.45 |
349.45 |
+2.30 |
8 |
529 |
+8 |
Total Volume and Open Interest |
10,435 |
77,926 |
+398 |
DJIA Index(CBOT) |
Dec07 |
070927 |
13961 |
14030 |
13951 |
14005 |
+47 |
3,971 |
24,577 |
+85 |
Mar08 |
070927 |
14097 |
14097 |
14097 |
14097 |
+43 |
2 |
17 |
+2 |
Jun08 |
070927 |
14186 |
14186 |
14186 |
14186 |
+47 |
|
|
|
Total Volume and Open Interest |
3,975 |
24,594 |
+87 |
E-mini DJIA Index(CBOT) |
Sep07 |
070920 |
13813 |
13826 |
13746 |
13762 |
-39 |
22,475 |
59,448 |
-4,449 |
Dec07 |
070927 |
13964 |
14036 |
13952 |
14005 |
+47 |
151,662 |
75,534 |
-2,070 |
Mar08 |
070927 |
14080 |
14098 |
14074 |
14097 |
+43 |
3 |
31 |
+1 |
Jun08 |
070927 |
14186 |
14186 |
14186 |
14186 |
+47 |
|
|
|
Total Volume and Open Interest |
151,665 |
75,565 |
-2,069 |
S & P 500(CME) |
Dec07 |
070927 |
1536.00 |
1544.70 |
1536.00 |
1544.60 |
+8.40 |
38,819 |
567,652 |
+1,469 |
Mar08 |
070927 |
1555.30 |
1555.30 |
1547.90 |
1555.30 |
+8.40 |
6 |
7,792 |
+4 |
Jun08 |
070927 |
1565.70 |
1565.70 |
1558.40 |
1565.70 |
+8.30 |
0 |
459 |
+0 |
Sep08 |
070927 |
1575.30 |
1575.30 |
1568.10 |
1575.30 |
+8.20 |
0 |
25 |
+0 |
Total Volume and Open Interest |
38,825 |
579,076 |
+1,473 |
S & P 500 E-Mini(Globex) |
Dec07 |
070927 |
1536.00 |
1545.00 |
1535.75 |
1544.50 |
+8.25 |
1,689,313 |
1,815,834 |
+69,066 |
Mar08 |
070927 |
1547.75 |
1555.50 |
1547.25 |
1555.25 |
+8.25 |
861 |
1,307 |
+613 |
Total Volume and Open Interest |
1,690,174 |
1,817,142 |
+69,679 |
NASDAQ 100(CME) |
Dec07 |
070927 |
2111.50 |
2122.50 |
2110.80 |
2121.80 |
+12.30 |
2,461 |
41,910 |
+448 |
Mar08 |
070927 |
2143.80 |
2143.80 |
2141.50 |
2143.80 |
+12.30 |
0 |
1 |
+0 |
Jun08 |
070927 |
2170.80 |
2170.80 |
2168.50 |
2170.80 |
+12.30 |
|
|
|
Total Volume and Open Interest |
2,461 |
41,911 |
+448 |
NASDAQ 100 E-Mini(Globex) |
Dec07 |
070927 |
2109.50 |
2123.00 |
2109.50 |
2121.80 |
+12.30 |
292,449 |
335,458 |
+9,889 |
Mar08 |
070927 |
2139.00 |
2144.00 |
2134.80 |
2143.80 |
+12.30 |
69 |
50 |
+42 |
Total Volume and Open Interest |
292,518 |
335,508 |
+9,931 |
S & P Midcap 400(CME) |
Dec07 |
070927 |
891.25 |
897.25 |
891.00 |
896.80 |
+8.20 |
73 |
5,818 |
-42 |
Mar08 |
070927 |
906.90 |
906.90 |
906.60 |
906.90 |
+8.20 |
|
|
|
Jun08 |
070927 |
916.60 |
916.60 |
916.30 |
916.60 |
+8.20 |
|
|
|
Total Volume and Open Interest |
73 |
5,818 |
-42 |
Russell 2000 E-Mini(Globex) |
Sep07 |
070921 |
810.40 |
817.70 |
810.10 |
816.80 |
+6.00 |
74,372 |
201,142 |
-1,083 |
Dec07 |
070927 |
814.40 |
820.10 |
814.20 |
818.70 |
+4.30 |
199,805 |
571,352 |
-2,189 |
Mar08 |
070927 |
821.60 |
825.40 |
820.10 |
824.30 |
+4.30 |
130 |
191 |
+85 |
Total Volume and Open Interest |
199,935 |
571,543 |
-2,104 |
Nikkei 225(CME) |
Dec07 |
070927 |
16910 |
16960 |
16900 |
16960 |
+355 |
9,204 |
66,149 |
-326 |
Mar08 |
070927 |
16995 |
16995 |
16955 |
16995 |
+365 |
3 |
4 |
+2 |
Total Volume and Open Interest |
9,207 |
66,163 |
-324 |
Nikkei 225(SGX) |
Dec07 |
070927 |
16605 |
16920 |
16605 |
16845 |
+350 |
51,092 |
219,563 |
+104 |
Mar08 |
070927 |
16695 |
16940 |
16695 |
16885 |
+400 |
26 |
441 |
+20 |
Jun08 |
070927 |
16830 |
16830 |
16830 |
16830 |
+400 |
0 |
1 |
+0 |
Total Volume and Open Interest |
51,178 |
220,086 |
+124 |
CAC 40(EURONEXT) |
Oct07 |
070927 |
5733.0 |
5768.0 |
5729.0 |
5746.5 |
+36.5 |
97,041 |
360,633 |
+4,459 |
Nov07 |
070927 |
5748.0 |
5773.0 |
5744.0 |
5753.0 |
+36.5 |
83 |
762 |
+50 |
Dec07 |
070927 |
5772.0 |
5794.0 |
5761.5 |
5776.5 |
+36.5 |
1,023 |
39,378 |
+99 |
Total Volume and Open Interest |
98,213 |
401,534 |
+4,594 |
Hang Seng Index(HKFE) |
Sep07 |
070927 |
26666 |
27087 |
26554 |
26976 |
+596 |
115,303 |
81,778 |
-28,285 |
Oct07 |
070927 |
26595 |
27240 |
26595 |
27234 |
+760 |
85,487 |
95,914 |
+42,414 |
Total Volume and Open Interest |
201,717 |
188,473 |
+14,515 |
DAX(EUREX) |
Sep07 |
070921 |
7716.0 |
7831.5 |
7709.0 |
7831.5 |
+92.5 |
194,638 |
153,361 |
-24,745 |
Dec07 |
070927 |
7930.0 |
7964.0 |
7916.5 |
7931.5 |
+48.0 |
132,973 |
219,112 |
+6,249 |
Mar08 |
070927 |
8022.0 |
8047.5 |
8005.0 |
8017.5 |
+48.5 |
388 |
5,144 |
-38 |
Total Volume and Open Interest |
133,565 |
224,448 |
+6,395 |
FT-SE 100(EURONEXT) |
Dec07 |
070927 |
6536.00 |
6569.50 |
6526.00 |
6543.50 |
+53.00 |
113,244 |
489,313 |
-5,270 |
Mar08 |
070927 |
6559.00 |
6589.50 |
6556.50 |
6565.50 |
+53.50 |
378 |
3,896 |
+228 |
Jun08 |
070927 |
6598.50 |
6598.50 |
6598.50 |
6598.50 |
+54.50 |
0 |
11 |
+0 |
Total Volume and Open Interest |
113,622 |
493,220 |
-5,042 |
SPI 200(SFE) |
Sep07 |
070920 |
6395.0 |
6436.0 |
6382.0 |
6436.0 |
+48.0 |
15,251 |
165,926 |
-41,315 |
Dec07 |
070927 |
6551.0 |
6609.0 |
6549.0 |
6578.0 |
+31.0 |
25,424 |
241,103 |
-19,835 |
Mar08 |
070927 |
6591.0 |
6591.0 |
6591.0 |
6591.0 |
+33.0 |
9 |
1,323 |
+9 |
Total Volume and Open Interest |
25,437 |
244,688 |
-19,822 |
GSCI(CME) |
Oct07 |
070927 |
545.00 |
552.20 |
545.00 |
552.15 |
+12.05 |
357 |
21,759 |
+102 |
Nov07 |
070927 |
552.45 |
552.50 |
552.30 |
552.45 |
+12.35 |
51 |
50 |
+38 |
Dec07 |
070927 |
553.00 |
553.00 |
553.00 |
553.00 |
+11.50 |
|
|
|
Total Volume and Open Interest |
408 |
21,809 |
+140 |
Reuters CCI(ICE) |
Nov07 |
070927 |
446.50 |
450.00 |
445.25 |
450.00 |
+4.00 |
7 |
738 |
-3 |
Jan08 |
070927 |
446.00 |
450.00 |
446.00 |
450.00 |
+4.00 |
0 |
416 |
+0 |
Feb08 |
070927 |
444.00 |
448.00 |
444.00 |
448.00 |
+4.00 |
0 |
220 |
+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. |
|
|