|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed October 03, 2007 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov07 |
071003 |
944.50 |
957.50 |
931.00 |
951.00 |
+7.25 |
137,239 |
261,913 |
-14,298 |
Jan08 |
071003 |
962.00 |
975.00 |
948.75 |
969.50 |
+7.50 |
38,958 |
105,873 |
+4,523 |
Mar08 |
071003 |
970.00 |
986.75 |
962.00 |
981.25 |
+8.00 |
10,814 |
47,870 |
+1,844 |
May08 |
071003 |
970.00 |
989.00 |
966.00 |
983.50 |
+6.50 |
4,926 |
35,846 |
+484 |
Jul08 |
071003 |
983.00 |
996.50 |
971.00 |
991.00 |
+7.50 |
6,455 |
41,502 |
+763 |
Aug08 |
071003 |
969.00 |
985.00 |
966.75 |
980.00 |
+2.00 |
36 |
1,130 |
+31 |
Sep08 |
071003 |
949.00 |
961.00 |
949.00 |
960.00 |
unch |
23 |
613 |
+22 |
Nov08 |
071003 |
943.00 |
952.00 |
933.25 |
949.50 |
+4.00 |
9,066 |
67,358 |
+405 |
Jan09 |
071003 |
938.00 |
953.00 |
935.00 |
953.00 |
+7.00 |
59 |
886 |
+41 |
Mar09 |
071003 |
936.00 |
939.00 |
936.00 |
939.00 |
-9.00 |
0 |
3 |
+0 |
Jul09 |
071003 |
957.00 |
965.00 |
957.00 |
965.00 |
+2.00 |
23 |
393 |
+4 |
Total Volume and Open Interest |
207,907 |
570,919 |
-6,016 |
Soybean Meal(CBOT) |
Oct07 |
071003 |
263.00 |
267.00 |
259.00 |
266.10 |
+3.20 |
8,339 |
4,691 |
-733 |
Dec07 |
071003 |
268.40 |
273.50 |
264.70 |
271.80 |
+3.10 |
50,899 |
104,019 |
-4,668 |
Jan08 |
071003 |
271.00 |
276.50 |
267.50 |
274.00 |
+2.20 |
4,103 |
18,575 |
+523 |
Mar08 |
071003 |
273.50 |
279.50 |
271.20 |
278.00 |
+2.50 |
3,310 |
24,313 |
+787 |
May08 |
071003 |
272.40 |
279.20 |
270.00 |
276.50 |
+2.10 |
2,016 |
22,984 |
+155 |
Jul08 |
071003 |
273.00 |
279.30 |
271.50 |
278.20 |
+2.90 |
2,524 |
20,992 |
+301 |
Aug08 |
071003 |
270.50 |
276.50 |
268.00 |
274.20 |
+2.70 |
310 |
4,602 |
+44 |
Sep08 |
071003 |
267.50 |
272.50 |
265.00 |
269.50 |
+1.00 |
355 |
4,206 |
+158 |
Oct08 |
071003 |
262.00 |
264.50 |
260.00 |
264.50 |
+1.20 |
489 |
1,880 |
-67 |
Dec08 |
071003 |
260.00 |
263.50 |
257.40 |
262.50 |
unch |
1,323 |
8,733 |
-251 |
Total Volume and Open Interest |
73,683 |
215,646 |
-3,751 |
Soybean Oil(CBOT) |
Oct07 |
071003 |
37.80 |
38.20 |
37.78 |
38.11 |
+0.08 |
8,026 |
5,822 |
-302 |
Dec07 |
071003 |
38.59 |
38.91 |
38.22 |
38.70 |
+0.10 |
56,963 |
155,326 |
-10,304 |
Jan08 |
071003 |
39.13 |
39.36 |
38.70 |
39.21 |
+0.08 |
6,887 |
28,116 |
+914 |
Mar08 |
071003 |
39.23 |
39.66 |
39.20 |
39.58 |
unch |
3,947 |
28,296 |
+778 |
May08 |
071003 |
39.57 |
39.93 |
39.45 |
39.92 |
+0.14 |
1,735 |
13,976 |
-92 |
Jul08 |
071003 |
39.62 |
40.35 |
39.58 |
40.27 |
+0.24 |
1,820 |
14,471 |
-18 |
Aug08 |
071003 |
39.75 |
40.30 |
39.70 |
40.30 |
+0.30 |
37 |
1,579 |
-15 |
Sep08 |
071003 |
39.95 |
40.20 |
39.60 |
40.20 |
+0.25 |
55 |
764 |
+38 |
Oct08 |
071003 |
39.81 |
40.00 |
39.60 |
39.95 |
+0.15 |
238 |
1,771 |
+47 |
Dec08 |
071003 |
40.25 |
40.35 |
39.80 |
40.17 |
+0.09 |
882 |
16,830 |
+193 |
Total Volume and Open Interest |
80,592 |
266,956 |
-8,760 |
Canola(WCE) |
Nov07 |
071003 |
426.1 |
428.9 |
422.5 |
428.0 |
+2.0 |
18,220 |
70,908 |
-5,496 |
Jan08 |
071003 |
437.2 |
440.1 |
433.6 |
440.0 |
+2.8 |
3,301 |
28,868 |
+1,744 |
Mar08 |
071003 |
443.0 |
447.9 |
443.0 |
447.1 |
+0.7 |
197 |
4,017 |
-165 |
May08 |
071003 |
450.9 |
454.6 |
450.9 |
454.6 |
+2.8 |
24 |
2,253 |
-10 |
Jul08 |
071003 |
457.2 |
458.6 |
455.5 |
458.3 |
+1.8 |
402 |
5,141 |
+200 |
Total Volume and Open Interest |
22,804 |
119,566 |
-3,440 |
Corn(CBOT) |
Dec07 |
071003 |
347.25 |
351.50 |
342.25 |
344.50 |
-4.25 |
127,613 |
614,752 |
-14,568 |
Mar08 |
071003 |
364.00 |
368.25 |
359.00 |
361.00 |
-4.50 |
30,988 |
170,072 |
+3,497 |
May08 |
071003 |
373.00 |
378.50 |
369.50 |
371.50 |
-3.50 |
6,710 |
45,019 |
+2,363 |
Jul08 |
071003 |
382.00 |
387.25 |
378.50 |
380.75 |
-3.25 |
19,003 |
101,957 |
-1,503 |
Sep08 |
071003 |
389.00 |
393.75 |
385.00 |
387.50 |
-2.00 |
2,279 |
15,091 |
+1,116 |
Dec08 |
071003 |
395.00 |
400.75 |
391.75 |
395.50 |
unch |
17,993 |
160,410 |
+1,355 |
Mar09 |
071003 |
403.00 |
407.50 |
401.00 |
404.75 |
+0.25 |
637 |
7,362 |
+207 |
May09 |
071003 |
410.00 |
412.00 |
405.00 |
410.50 |
+0.25 |
8 |
58 |
+8 |
Jul09 |
071003 |
412.25 |
415.00 |
411.00 |
411.50 |
-1.50 |
33 |
1,249 |
-1 |
Total Volume and Open Interest |
206,352 |
1,151,532 |
-7,216 |
Wheat(CBOT) |
Dec07 |
071003 |
913.50 |
944.00 |
892.50 |
927.00 |
+4.50 |
36,204 |
234,235 |
-1,460 |
Mar08 |
071003 |
920.50 |
951.75 |
903.00 |
935.50 |
+5.00 |
9,723 |
59,586 |
+884 |
May08 |
071003 |
833.50 |
857.00 |
818.00 |
846.00 |
+1.00 |
1,497 |
9,365 |
+389 |
Jul08 |
071003 |
657.00 |
674.50 |
648.00 |
672.50 |
+8.50 |
6,241 |
63,364 |
+1,094 |
Sep08 |
071003 |
664.00 |
676.00 |
651.00 |
676.00 |
+10.00 |
325 |
4,047 |
+140 |
Dec08 |
071003 |
668.00 |
682.00 |
656.00 |
681.50 |
+9.00 |
1,295 |
20,387 |
+85 |
Total Volume and Open Interest |
55,549 |
398,282 |
+1,191 |
Wheat(KCBT) |
Dec07 |
071003 |
913.25 |
940.75 |
894.75 |
927.00 |
+7.75 |
12,680 |
97,252 |
-3,685 |
Mar08 |
071003 |
907.50 |
940.00 |
895.00 |
923.00 |
+6.00 |
3,439 |
21,042 |
+738 |
May08 |
071003 |
859.75 |
869.00 |
845.00 |
858.00 |
+8.00 |
35 |
1,136 |
+9 |
Jul08 |
071003 |
663.50 |
685.00 |
649.50 |
684.75 |
+12.75 |
1,793 |
18,094 |
+228 |
Sep08 |
071003 |
670.75 |
685.75 |
665.00 |
683.00 |
+7.00 |
180 |
2,021 |
+95 |
Dec08 |
071003 |
674.75 |
690.00 |
664.00 |
690.00 |
+8.00 |
125 |
1,923 |
+47 |
Total Volume and Open Interest |
18,284 |
142,837 |
-2,541 |
Wheat(MGE) |
Dec07 |
071003 |
895.00 |
925.50 |
876.75 |
909.25 |
+12.75 |
7,348 |
43,424 |
-1,249 |
Mar08 |
071003 |
890.25 |
919.00 |
874.00 |
902.00 |
+7.00 |
2,987 |
18,581 |
+114 |
May08 |
071003 |
862.00 |
873.00 |
850.00 |
870.75 |
+0.75 |
208 |
1,762 |
+14 |
Jul08 |
071003 |
785.00 |
788.00 |
780.00 |
788.00 |
-2.50 |
549 |
1,129 |
+283 |
Sep08 |
071003 |
672.00 |
683.00 |
660.00 |
683.00 |
+6.00 |
149 |
2,431 |
-447 |
Total Volume and Open Interest |
11,281 |
69,937 |
-1,280 |
Oats(CBOT) |
Dec07 |
071003 |
276.00 |
280.50 |
272.00 |
279.50 |
+3.50 |
1,293 |
11,596 |
-88 |
Mar08 |
071003 |
285.50 |
290.75 |
283.00 |
289.50 |
+3.50 |
172 |
2,191 |
+76 |
May08 |
071003 |
293.00 |
293.00 |
293.00 |
293.00 |
unch |
1 |
137 |
+2 |
Jul08 |
071003 |
302.00 |
302.00 |
295.00 |
299.00 |
unch |
0 |
43 |
+0 |
Total Volume and Open Interest |
1,469 |
13,978 |
-10 |
Rough Rice(CBOT) |
Nov07 |
071003 |
11.53 |
11.66 |
11.42 |
11.63 |
+0.06 |
692 |
10,587 |
-182 |
Jan08 |
071003 |
11.84 |
11.96 |
11.75 |
11.96 |
+0.08 |
299 |
3,497 |
+100 |
Mar08 |
071003 |
12.06 |
12.18 |
12.06 |
12.18 |
+0.06 |
19 |
1,342 |
+0 |
May08 |
071003 |
12.28 |
12.28 |
12.28 |
12.28 |
+0.04 |
0 |
254 |
+0 |
Total Volume and Open Interest |
1,073 |
16,458 |
-54 |
Live Cattle(CME) |
Oct07 |
071003 |
95.650 |
95.750 |
95.050 |
95.100 |
-0.630 |
6,846 |
26,520 |
-2,042 |
Dec07 |
071003 |
98.050 |
98.180 |
97.350 |
97.400 |
-0.580 |
17,357 |
123,329 |
-1,392 |
Feb08 |
071003 |
99.580 |
99.750 |
99.100 |
99.150 |
-0.680 |
6,538 |
49,254 |
-122 |
Apr08 |
071003 |
99.650 |
100.080 |
99.150 |
99.200 |
-0.650 |
2,436 |
25,332 |
+1,156 |
Jun08 |
071003 |
95.750 |
95.830 |
95.350 |
95.430 |
-0.500 |
356 |
10,798 |
-89 |
Aug08 |
071003 |
95.000 |
95.600 |
94.500 |
94.500 |
-0.680 |
167 |
3,653 |
+49 |
Total Volume and Open Interest |
33,860 |
241,252 |
-2,399 |
Feeder Cattle(CME) |
Oct07 |
071003 |
115.925 |
115.925 |
114.350 |
114.900 |
-1.030 |
1,161 |
5,658 |
-338 |
Nov07 |
071003 |
115.275 |
115.625 |
114.225 |
114.700 |
-0.980 |
2,614 |
11,810 |
-292 |
Jan08 |
071003 |
114.950 |
115.000 |
113.400 |
114.035 |
-0.915 |
1,504 |
6,081 |
+398 |
Mar08 |
071003 |
112.800 |
112.800 |
111.600 |
112.600 |
-0.650 |
122 |
1,453 |
+36 |
Apr08 |
071003 |
112.600 |
113.500 |
112.250 |
113.500 |
-0.050 |
50 |
539 |
+8 |
May08 |
071003 |
113.000 |
113.400 |
112.000 |
113.400 |
-0.200 |
21 |
992 |
+6 |
Aug08 |
071003 |
113.100 |
113.700 |
112.800 |
113.700 |
-0.100 |
12 |
214 |
+5 |
Total Volume and Open Interest |
5,486 |
26,749 |
-175 |
Lean Hogs(CME) |
Oct07 |
071003 |
58.700 |
59.000 |
58.350 |
58.675 |
+0.475 |
3,815 |
14,793 |
-658 |
Dec07 |
071003 |
59.800 |
60.750 |
59.800 |
60.600 |
+1.225 |
12,753 |
94,488 |
+258 |
Feb08 |
071003 |
66.150 |
66.900 |
66.100 |
66.750 |
+0.725 |
5,167 |
32,503 |
+180 |
Apr08 |
071003 |
68.600 |
69.250 |
68.575 |
69.225 |
+0.750 |
987 |
17,863 |
+120 |
May08 |
071003 |
73.500 |
74.575 |
73.000 |
74.575 |
+1.000 |
53 |
1,720 |
+40 |
Jun08 |
071003 |
76.150 |
76.750 |
75.900 |
76.675 |
+0.525 |
675 |
11,803 |
+146 |
Jul08 |
071003 |
74.600 |
75.225 |
74.400 |
75.225 |
+0.625 |
135 |
2,692 |
+37 |
Aug08 |
071003 |
71.800 |
72.400 |
71.750 |
72.350 |
+0.550 |
102 |
1,426 |
+32 |
Total Volume and Open Interest |
27,667 |
178,232 |
+309 |
Class III Milk(CME) |
Oct07 |
071003 |
18.55 |
18.60 |
18.41 |
18.50 |
-0.14 |
322 |
4,113 |
-15 |
Nov07 |
071003 |
17.59 |
17.65 |
17.29 |
17.34 |
-0.28 |
571 |
3,982 |
+47 |
Dec07 |
071003 |
17.13 |
17.15 |
16.80 |
16.86 |
-0.24 |
505 |
3,641 |
-87 |
Jan08 |
071003 |
16.38 |
16.50 |
16.25 |
16.26 |
-0.09 |
169 |
2,085 |
-30 |
Feb08 |
071003 |
15.86 |
16.02 |
15.85 |
15.85 |
-0.02 |
112 |
2,151 |
+11 |
Total Volume and Open Interest |
2,290 |
30,750 |
+57 |
Cocoa(ICE) |
Dec07 |
071003 |
1907 |
1916 |
1852 |
1876 |
-41 |
27,482 |
66,885 |
-2,019 |
Mar08 |
071003 |
1906 |
1911 |
1854 |
1875 |
-35 |
8,112 |
32,481 |
+255 |
May08 |
071003 |
1901 |
1915 |
1858 |
1882 |
-35 |
1,187 |
11,991 |
+502 |
Jul08 |
071003 |
1896 |
1896 |
1871 |
1891 |
-27 |
477 |
4,318 |
-7 |
Sep08 |
071003 |
1901 |
1909 |
1880 |
1906 |
-20 |
221 |
4,133 |
+1 |
Dec08 |
071003 |
1925 |
1934 |
1914 |
1928 |
-19 |
96 |
12,814 |
+30 |
Mar09 |
071003 |
1947 |
1947 |
1947 |
1947 |
-16 |
0 |
773 |
+0 |
Total Volume and Open Interest |
37,575 |
133,397 |
-1,238 |
Coffee "C"(ICE) |
Dec07 |
071003 |
134.00 |
136.25 |
133.15 |
135.85 |
+1.55 |
20,120 |
105,043 |
-1,115 |
Mar08 |
071003 |
137.30 |
139.80 |
136.90 |
139.50 |
+1.65 |
3,000 |
31,092 |
+387 |
May08 |
071003 |
139.20 |
141.65 |
138.75 |
141.55 |
+1.75 |
1,325 |
9,287 |
-186 |
Jul08 |
071003 |
141.50 |
143.45 |
141.20 |
143.30 |
+1.75 |
747 |
5,295 |
+316 |
Sep08 |
071003 |
142.90 |
144.90 |
142.60 |
144.70 |
+1.70 |
911 |
8,502 |
-9 |
Dec08 |
071003 |
145.00 |
146.45 |
145.00 |
146.45 |
+1.75 |
350 |
5,984 |
+0 |
Total Volume and Open Interest |
26,659 |
170,840 |
-498 |
Orange Juice(ICE) |
Nov07 |
071003 |
132.35 |
135.00 |
131.30 |
134.30 |
+1.80 |
4,955 |
12,441 |
-1,451 |
Jan08 |
071003 |
133.00 |
134.90 |
131.00 |
134.15 |
+1.70 |
3,662 |
9,838 |
+1,849 |
Mar08 |
071003 |
133.00 |
135.00 |
131.75 |
134.00 |
+1.55 |
1,061 |
3,896 |
-128 |
May08 |
071003 |
135.00 |
135.00 |
132.00 |
134.00 |
+1.55 |
31 |
590 |
+0 |
Jul08 |
071003 |
135.00 |
135.00 |
134.00 |
134.00 |
+1.55 |
5 |
136 |
+0 |
Sep08 |
071003 |
134.00 |
134.00 |
134.00 |
134.00 |
+1.55 |
0 |
119 |
+0 |
Total Volume and Open Interest |
9,733 |
27,905 |
+284 |
Sugar #11(ICE) |
Mar08 |
071003 |
10.10 |
10.18 |
9.81 |
9.84 |
-0.18 |
73,561 |
384,646 |
-5,416 |
May08 |
071003 |
10.13 |
10.19 |
9.86 |
9.88 |
-0.18 |
13,831 |
64,964 |
+1,514 |
Jul08 |
071003 |
10.01 |
10.05 |
9.76 |
9.79 |
-0.16 |
5,825 |
57,631 |
+458 |
Oct08 |
071003 |
10.21 |
10.27 |
10.02 |
10.05 |
-0.11 |
3,315 |
50,254 |
+398 |
Mar09 |
071003 |
10.47 |
10.47 |
10.32 |
10.33 |
-0.09 |
6,531 |
33,120 |
-2,430 |
Total Volume and Open Interest |
106,182 |
631,152 |
-4,652 |
London Cocoa(LCE) |
Dec07 |
071003 |
962 |
967 |
944 |
951 |
-11 |
10,429 |
70,935 |
-1,506 |
Mar08 |
071003 |
978 |
982 |
961 |
967 |
-10 |
5,015 |
44,059 |
-604 |
May08 |
071003 |
980 |
989 |
970 |
976 |
-10 |
1,004 |
18,816 |
+385 |
Jul08 |
071003 |
990 |
996 |
978 |
984 |
-9 |
561 |
16,731 |
+150 |
Sep08 |
071003 |
1005 |
1005 |
988 |
994 |
-8 |
424 |
19,661 |
+83 |
Dec08 |
071003 |
1001 |
1006 |
1000 |
1006 |
-8 |
112 |
8,135 |
+59 |
Mar09 |
071003 |
1015 |
1015 |
1015 |
1015 |
-8 |
2 |
117 |
+2 |
Total Volume and Open Interest |
17,547 |
178,464 |
-1,431 |
London Sugar(LCE) |
Dec07 |
071003 |
280.00 |
282.90 |
274.50 |
275.00 |
-3.00 |
4,530 |
40,695 |
-1,909 |
Mar08 |
071003 |
286.50 |
288.90 |
281.80 |
282.00 |
-2.50 |
1,268 |
23,224 |
-155 |
May08 |
071003 |
288.20 |
289.70 |
284.00 |
284.30 |
-2.70 |
685 |
7,577 |
+180 |
Aug08 |
071003 |
290.00 |
291.90 |
285.20 |
285.90 |
-2.90 |
234 |
5,983 |
+20 |
Oct08 |
071003 |
296.50 |
296.50 |
291.10 |
291.10 |
-2.70 |
393 |
4,582 |
+4 |
Total Volume and Open Interest |
7,630 |
85,122 |
-1,678 |
Cotton(ICE) |
Oct07 |
071003 |
59.10 |
60.43 |
59.10 |
60.43 |
+0.13 |
4 |
7 |
+0 |
Dec07 |
071003 |
63.23 |
63.77 |
62.15 |
63.43 |
+0.19 |
34,006 |
143,089 |
-1,683 |
Mar08 |
071003 |
66.40 |
67.15 |
65.60 |
66.91 |
+0.28 |
7,012 |
55,791 |
+531 |
May08 |
071003 |
67.33 |
68.11 |
67.20 |
68.11 |
+0.28 |
192 |
6,295 |
-6 |
Jul08 |
071003 |
68.65 |
69.40 |
68.40 |
69.26 |
+0.16 |
341 |
7,462 |
+72 |
Oct08 |
071003 |
70.30 |
70.30 |
70.30 |
70.30 |
+0.05 |
7 |
266 |
+2 |
Total Volume and Open Interest |
42,451 |
232,612 |
-1,074 |
Lumber(CME) |
Nov07 |
071003 |
241.0 |
243.8 |
240.0 |
243.4 |
+2.9 |
1,192 |
5,053 |
-83 |
Jan08 |
071003 |
263.7 |
266.5 |
263.3 |
265.8 |
+2.1 |
433 |
4,078 |
+19 |
Mar08 |
071003 |
279.7 |
283.2 |
279.4 |
282.8 |
+3.0 |
120 |
438 |
+30 |
May08 |
071003 |
285.0 |
290.0 |
282.0 |
284.2 |
+1.2 |
29 |
68 |
+14 |
Total Volume and Open Interest |
1,774 |
9,641 |
-20 |
Crude Oil(NYM) |
Nov07 |
071003 |
80.23 |
80.88 |
79.57 |
79.94 |
-0.11 |
219,221 |
317,969 |
-9,091 |
Dec07 |
071003 |
79.12 |
79.74 |
78.53 |
79.02 |
-0.02 |
113,513 |
243,543 |
+6,623 |
Jan08 |
071003 |
78.19 |
78.67 |
77.59 |
78.10 |
-0.07 |
33,316 |
93,189 |
+4,305 |
Feb08 |
071003 |
77.57 |
77.88 |
76.93 |
77.37 |
-0.10 |
17,106 |
45,935 |
+1,305 |
Mar08 |
071003 |
76.88 |
77.21 |
76.42 |
76.80 |
-0.11 |
8,771 |
44,565 |
-118 |
Apr08 |
071003 |
76.40 |
76.68 |
75.97 |
76.33 |
-0.12 |
3,904 |
46,423 |
+330 |
May08 |
071003 |
75.93 |
75.93 |
75.93 |
75.93 |
-0.12 |
627 |
45,131 |
+42 |
Jun08 |
071003 |
75.65 |
75.95 |
75.30 |
75.57 |
-0.11 |
3,719 |
54,869 |
-582 |
Jul08 |
071003 |
75.23 |
75.23 |
75.23 |
75.23 |
-0.10 |
339 |
16,641 |
-45 |
Aug08 |
071003 |
75.00 |
75.10 |
74.92 |
74.92 |
-0.09 |
418 |
11,328 |
+24 |
Sep08 |
071003 |
74.57 |
74.82 |
74.54 |
74.65 |
-0.08 |
540 |
36,911 |
+117 |
Oct08 |
071003 |
74.39 |
74.39 |
74.39 |
74.39 |
-0.08 |
54 |
22,261 |
-2 |
Nov08 |
071003 |
74.14 |
74.14 |
74.14 |
74.14 |
-0.08 |
74 |
15,180 |
+8 |
Dec08 |
071003 |
73.89 |
74.30 |
73.40 |
73.90 |
-0.08 |
8,372 |
156,868 |
+706 |
Jan09 |
071003 |
73.70 |
73.70 |
73.66 |
73.66 |
-0.08 |
305 |
22,983 |
+305 |
Feb09 |
071003 |
73.45 |
73.45 |
73.45 |
73.45 |
-0.08 |
300 |
15,526 |
+300 |
Total Volume and Open Interest |
415,840 |
1,426,044 |
+5,214 |
e-miNY Crude Oil(NYM) |
Oct07 |
070919 |
82.200 |
82.525 |
80.875 |
81.925 |
+0.425 |
|
|
|
Nov07 |
071003 |
80.325 |
80.875 |
79.550 |
79.950 |
-0.100 |
|
|
|
Dec07 |
071003 |
79.225 |
79.700 |
78.700 |
79.025 |
-0.025 |
|
|
|
Jan08 |
071003 |
78.100 |
78.100 |
78.100 |
78.100 |
-0.075 |
|
|
|
Feb08 |
071003 |
77.375 |
77.375 |
77.375 |
77.375 |
-0.100 |
|
|
|
Mar08 |
071003 |
76.800 |
76.800 |
76.800 |
76.800 |
-0.100 |
|
|
|
Apr08 |
071003 |
76.325 |
76.325 |
76.325 |
76.325 |
-0.125 |
|
|
|
May08 |
071003 |
75.925 |
75.925 |
75.925 |
75.925 |
-0.125 |
|
|
|
Jun08 |
071003 |
75.575 |
75.575 |
75.575 |
75.575 |
-0.100 |
|
|
|
Jul08 |
071003 |
75.225 |
75.225 |
75.225 |
75.225 |
-0.100 |
|
|
|
Total Volume and Open Interest |
15,181 |
9,745 |
+322 |
Heating Oil(NYM) |
Nov07 |
071003 |
216.31 |
219.18 |
214.98 |
217.87 |
+1.64 |
33,877 |
87,199 |
-5,074 |
Dec07 |
071003 |
219.10 |
220.93 |
216.92 |
219.62 |
+1.44 |
15,589 |
55,064 |
+1,423 |
Jan08 |
071003 |
219.70 |
222.04 |
218.15 |
221.02 |
+1.29 |
7,148 |
29,696 |
+668 |
Feb08 |
071003 |
219.26 |
221.42 |
217.87 |
220.37 |
+1.24 |
1,182 |
15,144 |
-5 |
Mar08 |
071003 |
216.40 |
221.00 |
216.04 |
218.12 |
+1.24 |
619 |
7,574 |
+15 |
Apr08 |
071003 |
212.90 |
215.11 |
212.51 |
214.42 |
+1.19 |
941 |
7,025 |
-242 |
May08 |
071003 |
211.20 |
211.50 |
210.50 |
210.77 |
+1.14 |
305 |
3,089 |
+193 |
Jun08 |
071003 |
207.20 |
209.95 |
207.20 |
208.77 |
+1.14 |
1,720 |
11,935 |
-129 |
Jul08 |
071003 |
208.22 |
209.50 |
208.22 |
208.22 |
+1.09 |
117 |
2,019 |
+62 |
Aug08 |
071003 |
207.48 |
209.50 |
207.48 |
208.52 |
+1.04 |
53 |
676 |
+0 |
Sep08 |
071003 |
209.77 |
210.50 |
209.77 |
209.77 |
+0.99 |
80 |
990 |
-3 |
Oct08 |
071003 |
211.42 |
211.42 |
211.42 |
211.42 |
+0.94 |
11 |
574 |
+1 |
Total Volume and Open Interest |
61,860 |
225,427 |
-3,091 |
Gasoline(NYMEX) |
Nov07 |
071003 |
198.75 |
201.74 |
197.65 |
199.59 |
+1.31 |
35,303 |
87,421 |
+66 |
Dec07 |
071003 |
200.15 |
202.15 |
198.82 |
200.24 |
+1.11 |
12,333 |
30,540 |
-424 |
Jan08 |
071003 |
201.25 |
203.35 |
200.46 |
201.79 |
+0.81 |
4,486 |
19,632 |
+368 |
Feb08 |
071003 |
203.06 |
204.93 |
202.88 |
203.49 |
+0.71 |
1,653 |
9,702 |
+88 |
Mar08 |
071003 |
204.75 |
206.53 |
204.48 |
205.19 |
+0.61 |
1,296 |
10,767 |
-78 |
Apr08 |
071003 |
217.91 |
219.87 |
217.77 |
218.49 |
+0.31 |
723 |
11,075 |
-40 |
May08 |
071003 |
220.56 |
220.56 |
219.19 |
219.19 |
+0.01 |
884 |
4,807 |
+79 |
Jun08 |
071003 |
218.69 |
218.69 |
218.69 |
218.69 |
-0.09 |
285 |
5,820 |
-13 |
Jul08 |
071003 |
217.19 |
217.19 |
217.19 |
217.19 |
-0.14 |
20 |
2,072 |
-6 |
Aug08 |
071003 |
214.79 |
214.79 |
214.79 |
214.79 |
-0.14 |
30 |
759 |
-8 |
Total Volume and Open Interest |
57,664 |
189,668 |
+189 |
e-miNY RBOB Gasoline(NYM) |
Nov07 |
071003 |
199.00 |
199.59 |
199.00 |
199.59 |
+1.31 |
3 |
3 |
+3 |
Dec07 |
071003 |
200.24 |
200.24 |
200.24 |
200.24 |
+1.11 |
0 |
2 |
+0 |
Jan08 |
071003 |
201.79 |
201.79 |
201.79 |
201.79 |
+0.81 |
|
|
|
Feb08 |
071003 |
203.49 |
203.49 |
203.49 |
203.49 |
+0.71 |
|
|
|
Total Volume and Open Interest |
3 |
5 |
+3 |
Natural Gas(NYM) |
Nov07 |
071003 |
7.449 |
7.505 |
7.200 |
7.277 |
-0.150 |
70,584 |
127,848 |
-3,859 |
Dec07 |
071003 |
8.067 |
8.130 |
7.855 |
7.915 |
-0.152 |
28,624 |
61,244 |
+2,014 |
Jan08 |
071003 |
8.438 |
8.448 |
8.204 |
8.255 |
-0.142 |
17,319 |
59,689 |
+3,380 |
Feb08 |
071003 |
8.420 |
8.420 |
8.229 |
8.285 |
-0.137 |
5,022 |
32,903 |
+240 |
Mar08 |
071003 |
8.185 |
8.241 |
8.065 |
8.097 |
-0.120 |
9,494 |
45,166 |
+1,471 |
Apr08 |
071003 |
7.803 |
7.803 |
7.652 |
7.697 |
-0.090 |
6,594 |
38,197 |
+1,567 |
May08 |
071003 |
7.731 |
7.756 |
7.684 |
7.719 |
-0.086 |
3,390 |
28,722 |
+318 |
Jun08 |
071003 |
7.773 |
7.810 |
7.739 |
7.786 |
-0.086 |
2,984 |
18,097 |
+130 |
Jul08 |
071003 |
7.950 |
7.950 |
7.826 |
7.864 |
-0.085 |
766 |
12,861 |
+94 |
Aug08 |
071003 |
7.940 |
7.950 |
7.905 |
7.924 |
-0.085 |
729 |
11,463 |
+76 |
Sep08 |
071003 |
7.922 |
7.970 |
7.920 |
7.941 |
-0.086 |
916 |
9,660 |
+203 |
Oct08 |
071003 |
8.030 |
8.050 |
7.973 |
8.014 |
-0.090 |
687 |
34,669 |
+262 |
Nov08 |
071003 |
8.400 |
8.404 |
8.365 |
8.404 |
-0.095 |
194 |
20,128 |
+82 |
Dec08 |
071003 |
8.800 |
8.800 |
8.750 |
8.789 |
-0.100 |
92 |
14,026 |
+22 |
Jan09 |
071003 |
9.023 |
9.044 |
9.000 |
9.044 |
-0.100 |
321 |
32,803 |
+134 |
Feb09 |
071003 |
9.000 |
9.070 |
8.990 |
9.041 |
-0.100 |
83 |
4,412 |
+14 |
Total Volume and Open Interest |
150,114 |
758,406 |
+6,334 |
Brent Crude Oil(ICE) |
Nov07 |
071003 |
77.45 |
77.86 |
76.85 |
77.19 |
-0.19 |
100,379 |
95,215 |
-6,835 |
Dec07 |
071003 |
77.15 |
77.41 |
76.50 |
76.83 |
-0.24 |
94,727 |
179,833 |
-7,764 |
Jan08 |
071003 |
76.99 |
77.09 |
76.26 |
76.61 |
-0.27 |
37,081 |
71,804 |
+6,595 |
Feb08 |
071003 |
76.57 |
76.79 |
76.01 |
76.36 |
-0.28 |
7,195 |
27,585 |
-228 |
Mar08 |
071003 |
76.32 |
76.37 |
75.73 |
76.12 |
-0.28 |
2,104 |
19,451 |
+316 |
Apr08 |
071003 |
76.08 |
76.08 |
75.57 |
75.91 |
-0.25 |
3,027 |
14,947 |
-1,801 |
May08 |
071003 |
75.90 |
75.90 |
75.69 |
75.69 |
-0.24 |
2,966 |
11,615 |
-254 |
Jun08 |
071003 |
75.54 |
75.89 |
75.23 |
75.49 |
-0.22 |
5,833 |
34,359 |
-447 |
Jul08 |
071003 |
75.30 |
75.30 |
75.30 |
75.30 |
-0.21 |
692 |
6,374 |
+310 |
Aug08 |
071003 |
75.08 |
75.08 |
75.08 |
75.08 |
-0.22 |
374 |
3,804 |
-56 |
Sep08 |
071003 |
74.87 |
74.87 |
74.87 |
74.87 |
-0.20 |
391 |
3,668 |
-244 |
Oct08 |
071003 |
74.67 |
74.67 |
74.67 |
74.67 |
-0.20 |
95 |
4,711 |
-1 |
Nov08 |
071003 |
74.47 |
74.47 |
74.47 |
74.47 |
-0.20 |
62 |
10,887 |
+0 |
Dec08 |
071003 |
74.35 |
74.60 |
74.04 |
74.27 |
-0.20 |
8,688 |
54,389 |
+1,164 |
Total Volume and Open Interest |
265,865 |
639,458 |
-8,583 |
Gas Oil(ICE) |
Oct07 |
071003 |
679.50 |
682.75 |
672.00 |
678.75 |
+3.25 |
50,673 |
58,373 |
-6,219 |
Nov07 |
071003 |
678.75 |
683.25 |
673.50 |
679.25 |
+4.00 |
51,505 |
97,345 |
+342 |
Dec07 |
071003 |
678.50 |
683.75 |
674.00 |
679.50 |
+4.50 |
21,432 |
61,068 |
+1,409 |
Jan08 |
071003 |
682.75 |
686.25 |
678.25 |
683.75 |
+5.25 |
12,653 |
39,162 |
+2,040 |
Feb08 |
071003 |
678.00 |
681.50 |
675.50 |
680.00 |
+5.25 |
1,961 |
21,025 |
+437 |
Mar08 |
071003 |
671.50 |
675.00 |
670.00 |
674.25 |
+5.75 |
1,011 |
11,721 |
+380 |
Apr08 |
071003 |
664.50 |
668.50 |
663.00 |
667.00 |
+5.75 |
453 |
7,559 |
+123 |
May08 |
071003 |
657.50 |
661.00 |
656.00 |
659.75 |
+5.75 |
308 |
10,758 |
+7 |
Jun08 |
071003 |
653.00 |
657.00 |
651.50 |
656.00 |
+5.75 |
2,573 |
32,207 |
+482 |
Jul08 |
071003 |
656.50 |
656.50 |
656.50 |
656.50 |
+5.75 |
67 |
4,546 |
-36 |
Total Volume and Open Interest |
127,250 |
368,699 |
-6,389 |
Ethanol(CBOT) |
Oct07 |
071003 |
1.585 |
1.585 |
1.560 |
1.565 |
-0.020 |
13 |
56 |
-12 |
Nov07 |
071003 |
1.550 |
1.570 |
1.550 |
1.570 |
+0.002 |
3 |
71 |
-2 |
Dec07 |
071003 |
1.570 |
1.575 |
1.550 |
1.575 |
-0.010 |
2 |
159 |
-2 |
Jan08 |
071003 |
1.575 |
1.575 |
1.575 |
1.575 |
-0.010 |
0 |
144 |
+0 |
Feb08 |
071003 |
1.580 |
1.580 |
1.580 |
1.580 |
+0.010 |
0 |
126 |
+0 |
Mar08 |
071003 |
1.580 |
1.580 |
1.580 |
1.580 |
+0.010 |
0 |
171 |
+9 |
Apr08 |
071003 |
1.580 |
1.580 |
1.580 |
1.580 |
+0.010 |
0 |
84 |
+19 |
May08 |
071003 |
1.580 |
1.580 |
1.580 |
1.580 |
+0.010 |
0 |
76 |
+1 |
Total Volume and Open Interest |
70 |
1,346 |
+17 |
WTI Crude Oil(ICE) |
Nov07 |
071003 |
80.31 |
80.88 |
79.57 |
79.94 |
-0.11 |
84,361 |
108,267 |
-1,956 |
Dec07 |
071003 |
79.21 |
79.73 |
78.53 |
79.02 |
-0.02 |
58,916 |
112,335 |
-1,625 |
Jan08 |
071003 |
78.12 |
78.65 |
77.62 |
78.10 |
-0.07 |
15,637 |
35,266 |
+1,502 |
Feb08 |
071003 |
77.30 |
77.86 |
76.86 |
77.37 |
-0.10 |
5,379 |
18,813 |
+272 |
Mar08 |
071003 |
76.80 |
77.11 |
76.30 |
76.80 |
-0.11 |
1,990 |
15,789 |
-96 |
Apr08 |
071003 |
76.31 |
76.33 |
76.29 |
76.33 |
-0.12 |
919 |
9,018 |
+259 |
May08 |
071003 |
75.93 |
75.93 |
75.93 |
75.93 |
-0.12 |
249 |
5,486 |
-22 |
Jun08 |
071003 |
75.50 |
75.95 |
75.28 |
75.57 |
-0.11 |
5,148 |
42,142 |
+652 |
Jul08 |
071003 |
75.23 |
75.23 |
75.23 |
75.23 |
-0.10 |
1,295 |
4,875 |
+100 |
Aug08 |
071003 |
74.92 |
74.92 |
74.92 |
74.92 |
-0.09 |
422 |
1,131 |
+132 |
Sep08 |
071003 |
74.65 |
74.65 |
74.65 |
74.65 |
-0.08 |
605 |
10,318 |
+174 |
Oct08 |
071003 |
74.39 |
74.39 |
74.39 |
74.39 |
-0.08 |
60 |
3,864 |
+60 |
Nov08 |
071003 |
74.14 |
74.14 |
74.14 |
74.14 |
-0.08 |
0 |
1,443 |
+0 |
Dec08 |
071003 |
73.71 |
74.27 |
73.50 |
73.90 |
-0.08 |
12,498 |
83,097 |
+1,874 |
Jan09 |
071003 |
73.66 |
73.66 |
73.66 |
73.66 |
-0.08 |
0 |
1,330 |
+0 |
Feb09 |
071003 |
73.45 |
73.45 |
73.45 |
73.45 |
-0.08 |
0 |
1,450 |
+0 |
Total Volume and Open Interest |
191,823 |
558,897 |
+1,613 |
US Dollar Index(ICE) |
Dec07 |
071003 |
78.180 |
78.510 |
78.020 |
78.460 |
+0.260 |
3,202 |
37,319 |
+898 |
Mar08 |
071003 |
78.030 |
78.390 |
78.030 |
78.390 |
+0.260 |
2 |
2,822 |
+1 |
Jun08 |
071003 |
78.360 |
78.360 |
78.360 |
78.360 |
+0.260 |
0 |
433 |
+0 |
Total Volume and Open Interest |
3,204 |
40,574 |
+899 |
Australian Dollar(CME) |
Dec07 |
071003 |
87.87 |
88.87 |
87.85 |
87.96 |
-0.36 |
39,183 |
97,068 |
+4,195 |
Mar08 |
071003 |
87.60 |
88.36 |
87.45 |
87.53 |
-0.36 |
22 |
193 |
-7 |
Jun08 |
071003 |
87.01 |
87.71 |
87.01 |
87.01 |
-0.36 |
0 |
285 |
+0 |
Total Volume and Open Interest |
39,208 |
97,556 |
+4,191 |
British Pound(CME) |
Dec07 |
071003 |
203.75 |
204.13 |
202.79 |
202.88 |
-0.89 |
54,934 |
97,730 |
+3,825 |
Mar08 |
071003 |
203.21 |
203.41 |
202.33 |
202.38 |
-0.89 |
538 |
833 |
+429 |
Jun08 |
071003 |
201.86 |
202.76 |
201.86 |
201.86 |
-0.89 |
1 |
16 |
+0 |
Total Volume and Open Interest |
55,473 |
98,589 |
+4,254 |
Canadian Dollar(CME) |
Dec07 |
071003 |
100.25 |
100.72 |
100.11 |
100.36 |
+0.06 |
42,071 |
141,221 |
+1,447 |
Mar08 |
071003 |
100.50 |
100.76 |
100.25 |
100.41 |
+0.07 |
88 |
1,686 |
+12 |
Jun08 |
071003 |
100.62 |
100.75 |
100.40 |
100.44 |
+0.05 |
14 |
704 |
+13 |
Sep08 |
071003 |
100.60 |
100.71 |
100.40 |
100.47 |
+0.03 |
6 |
423 |
+4 |
Total Volume and Open Interest |
42,185 |
144,193 |
+1,481 |
Japanese Yen(CME) |
Dec07 |
071003 |
87.22 |
87.31 |
86.38 |
86.46 |
-0.65 |
74,732 |
171,635 |
-5,021 |
Mar08 |
071003 |
87.75 |
88.00 |
87.26 |
87.31 |
-0.65 |
90 |
8,695 |
+70 |
Jun08 |
071003 |
88.10 |
88.22 |
88.10 |
88.13 |
-0.61 |
0 |
16,335 |
+0 |
Total Volume and Open Interest |
74,822 |
197,060 |
-4,951 |
Swiss Franc(CME) |
Dec07 |
071003 |
85.54 |
85.83 |
85.12 |
85.24 |
-0.26 |
38,577 |
75,451 |
+790 |
Mar08 |
071003 |
85.83 |
86.27 |
85.61 |
85.70 |
-0.26 |
37 |
157 |
+35 |
Jun08 |
071003 |
86.08 |
86.59 |
86.05 |
86.08 |
-0.26 |
3 |
3 |
+0 |
Total Volume and Open Interest |
38,617 |
75,617 |
+825 |
EuroFX(CME) |
Dec07 |
071003 |
141.71 |
142.22 |
141.07 |
141.26 |
-0.49 |
167,039 |
212,931 |
+2,944 |
Mar08 |
071003 |
142.12 |
142.33 |
141.21 |
141.38 |
-0.49 |
324 |
1,432 |
+52 |
Jun08 |
071003 |
141.56 |
142.35 |
141.37 |
141.46 |
-0.47 |
11 |
131 |
-3 |
Total Volume and Open Interest |
167,374 |
214,561 |
+2,993 |
Mexican Peso(CME) |
Oct07 |
071003 |
915.5 |
916.2 |
915.5 |
915.5 |
-0.8 |
0 |
69 |
+0 |
Nov07 |
071003 |
913.5 |
914.2 |
913.5 |
913.5 |
-0.8 |
0 |
86 |
+0 |
Total Volume and Open Interest |
12,851 |
73,625 |
-2,256 |
Brazilian Real(CME) |
Nov07 |
071003 |
541.90 |
546.40 |
541.90 |
541.90 |
-4.50 |
|
|
|
Dec07 |
071003 |
544.90 |
544.90 |
540.40 |
540.40 |
-4.50 |
180 |
6,927 |
+174 |
Jan08 |
071003 |
538.90 |
543.40 |
538.90 |
538.90 |
-4.50 |
|
|
|
Feb08 |
071003 |
536.80 |
541.30 |
536.80 |
536.80 |
-4.50 |
|
|
|
Total Volume and Open Interest |
180 |
6,927 |
+174 |
30-Year T-Bonds(CBOT) |
Dec07 |
071003 |
112~020 |
112~100 |
111~160 |
111~270 |
-0~050 |
332,219 |
923,069 |
+4,513 |
Mar08 |
071003 |
111~300 |
111~300 |
111~180 |
111~250 |
-0~040 |
678 |
1,749 |
+98 |
Jun08 |
071003 |
111~220 |
111~220 |
111~220 |
111~220 |
-0~050 |
0 |
237 |
+20 |
Total Volume and Open Interest |
332,918 |
925,079 |
+4,632 |
10-Year T-Notes(CBOT) |
Dec07 |
071003 |
109~210 |
109~270 |
109~080 |
109~150 |
-0~045 |
1,147,402 |
2,310,227 |
+59,249 |
Mar08 |
071003 |
109~075 |
109~085 |
108~270 |
109~005 |
-0~045 |
5,519 |
80,107 |
+3,127 |
Jun08 |
071003 |
108~260 |
108~260 |
108~260 |
108~260 |
-0~045 |
0 |
14 |
+0 |
Total Volume and Open Interest |
1,152,921 |
2,390,348 |
+62,376 |
5-Year T-Notes(CBOT) |
Dec07 |
071003 |
106~026 |
107~036 |
106~026 |
107~002 |
-0~016 |
476,494 |
0 |
+0 |
Mar08 |
071003 |
107~004 |
107~004 |
106~112 |
106~112 |
-0~016 |
2 |
699 |
+699 |
Jun08 |
071003 |
106~112 |
106~112 |
106~112 |
106~112 |
-0~016 |
|
|
|
Total Volume and Open Interest |
488,434 |
1,616,067 |
+12,982 |
2 Year T-Notes(CBOT) |
Dec07 |
071003 |
103~064 |
103~073 |
103~049 |
103~058 |
-0~006 |
158,668 |
908,908 |
-13,570 |
Total Volume and Open Interest |
158,668 |
908,908 |
-13,570 |
Eurodollars(CME) |
Dec07 |
071003 |
95.070 |
95.090 |
95.035 |
95.045 |
-0.030 |
256,732 |
1,543,822 |
-7,954 |
Mar08 |
071003 |
95.420 |
95.455 |
95.355 |
95.380 |
-0.040 |
298,217 |
1,482,509 |
-26,318 |
Jun08 |
071003 |
95.600 |
95.645 |
95.525 |
95.555 |
-0.045 |
290,746 |
1,346,908 |
-11,920 |
Sep08 |
071003 |
95.690 |
95.730 |
95.610 |
95.640 |
-0.045 |
255,248 |
1,231,754 |
+11,257 |
Dec08 |
071003 |
95.695 |
95.725 |
95.605 |
95.640 |
-0.045 |
292,262 |
1,265,120 |
+7,681 |
Mar09 |
071003 |
95.630 |
95.660 |
95.545 |
95.580 |
-0.040 |
169,990 |
765,325 |
-7,686 |
Jun09 |
071003 |
95.520 |
95.560 |
95.440 |
95.480 |
-0.035 |
95,616 |
510,926 |
-10,755 |
Sep09 |
071003 |
95.430 |
95.465 |
95.350 |
95.390 |
-0.030 |
74,877 |
394,076 |
+3,256 |
Dec09 |
071003 |
95.330 |
95.375 |
95.265 |
95.305 |
-0.025 |
30,637 |
264,845 |
+40 |
Mar10 |
071003 |
95.265 |
95.300 |
95.200 |
95.240 |
-0.025 |
27,492 |
179,166 |
+2,288 |
Jun10 |
071003 |
95.195 |
95.230 |
95.135 |
95.170 |
-0.025 |
17,846 |
137,677 |
-1,134 |
Sep10 |
071003 |
95.125 |
95.160 |
95.065 |
95.105 |
-0.020 |
17,603 |
121,534 |
+738 |
Dec10 |
071003 |
95.075 |
95.080 |
94.990 |
95.035 |
-0.015 |
4,296 |
103,351 |
-119 |
Mar11 |
071003 |
95.010 |
95.020 |
94.940 |
94.985 |
-0.010 |
4,845 |
89,340 |
+454 |
Jun11 |
071003 |
94.950 |
94.960 |
94.880 |
94.925 |
-0.010 |
2,310 |
88,620 |
-396 |
Sep11 |
071003 |
94.890 |
94.900 |
94.820 |
94.870 |
-0.005 |
4,654 |
77,666 |
-397 |
Dec11 |
071003 |
94.835 |
94.840 |
94.760 |
94.810 |
-0.005 |
3,198 |
55,692 |
+551 |
Mar12 |
071003 |
94.790 |
94.795 |
94.725 |
94.770 |
unch |
|
|
|
Total Volume and Open Interest |
1,885,287 |
9,997,920 |
-113,808 |
30 Day Federal Funds(CBOT) |
Oct07 |
071003 |
95.260 |
95.265 |
95.260 |
95.265 |
-0.005 |
55 |
82,529 |
+181 |
Nov07 |
071003 |
95.420 |
95.430 |
95.415 |
95.430 |
-0.005 |
355 |
101,501 |
+3,190 |
Dec07 |
071003 |
95.555 |
95.555 |
95.535 |
95.550 |
-0.010 |
155 |
56,390 |
-252 |
Jan08 |
071003 |
95.610 |
95.610 |
95.600 |
95.605 |
-0.010 |
1,181 |
42,648 |
+1,917 |
Feb08 |
071003 |
95.695 |
95.695 |
95.690 |
95.695 |
unch |
1,181 |
24,062 |
+437 |
Mar08 |
071003 |
95.720 |
95.720 |
95.715 |
95.720 |
unch |
9 |
3,391 |
+221 |
Total Volume and Open Interest |
2,936 |
316,788 |
+5,709 |
30 Day Fed Funds(e-CBOT) |
Oct07 |
071003 |
95.270 |
95.270 |
95.260 |
95.260 |
-0.010 |
7,044 |
0 |
+0 |
Nov07 |
071003 |
95.430 |
95.440 |
95.410 |
95.415 |
-0.020 |
16,118 |
0 |
+0 |
Dec07 |
071003 |
95.555 |
95.565 |
95.535 |
95.535 |
-0.025 |
8,844 |
0 |
+0 |
Jan08 |
071003 |
95.615 |
95.620 |
95.590 |
95.590 |
-0.030 |
8,545 |
0 |
+0 |
Feb08 |
071003 |
95.695 |
95.700 |
95.680 |
95.680 |
-0.020 |
3,928 |
0 |
+0 |
Mar08 |
071003 |
95.720 |
95.730 |
95.700 |
95.700 |
-0.020 |
509 |
0 |
+0 |
Total Volume and Open Interest |
45,014 |
|
|
3-Mth Euro-Yen(CME) |
Dec07 |
071003 |
99.135 |
99.140 |
99.135 |
99.135 |
+0.005 |
1,603 |
16,906 |
-813 |
Mar08 |
071003 |
99.105 |
99.105 |
99.100 |
99.100 |
unch |
934 |
7,241 |
+604 |
Jun08 |
071003 |
99.065 |
99.065 |
99.060 |
99.060 |
unch |
655 |
3,817 |
+395 |
Sep08 |
071003 |
99.000 |
99.000 |
98.995 |
98.995 |
unch |
485 |
4,005 |
-87 |
Dec08 |
071003 |
98.915 |
98.915 |
98.910 |
98.910 |
unch |
220 |
2,156 |
+130 |
Mar09 |
071003 |
98.830 |
98.840 |
98.830 |
98.830 |
unch |
8 |
427 |
+0 |
Jun09 |
071003 |
98.755 |
98.760 |
98.755 |
98.755 |
unch |
0 |
100 |
+0 |
Sep09 |
071003 |
98.670 |
98.675 |
98.670 |
98.670 |
unch |
|
|
|
Dec09 |
071003 |
98.605 |
98.605 |
98.585 |
98.605 |
+0.020 |
|
|
|
Mar10 |
071003 |
98.540 |
98.540 |
98.520 |
98.540 |
+0.020 |
|
|
|
Total Volume and Open Interest |
3,905 |
34,652 |
+229 |
3-Mth Euro-Yen(SGX) |
Dec07 |
071003 |
99.13 |
99.14 |
99.13 |
99.14 |
+0.01 |
3,990 |
62,890 |
+1,430 |
Mar08 |
071003 |
99.11 |
99.11 |
99.11 |
99.11 |
+0.02 |
1,879 |
41,891 |
-889 |
Jun08 |
071003 |
99.07 |
99.07 |
99.06 |
99.07 |
+0.02 |
546 |
17,601 |
-107 |
Sep08 |
071003 |
99.00 |
99.00 |
99.00 |
99.00 |
+0.02 |
494 |
18,199 |
-42 |
Dec08 |
071003 |
98.92 |
98.93 |
98.92 |
98.93 |
+0.02 |
169 |
9,303 |
-192 |
Mar09 |
071003 |
98.84 |
98.85 |
98.84 |
98.85 |
+0.02 |
53 |
4,950 |
-7 |
Jun09 |
071003 |
98.77 |
98.77 |
98.77 |
98.77 |
+0.02 |
0 |
1,186 |
+0 |
Sep09 |
071003 |
98.68 |
98.68 |
98.68 |
98.68 |
+0.02 |
0 |
200 |
+0 |
Total Volume and Open Interest |
7,131 |
158,670 |
+193 |
Japanese Gov't Bonds(SGX) |
Dec07 |
071003 |
134.99 |
135.10 |
134.88 |
135.06 |
+0.19 |
4,659 |
36,375 |
+2,389 |
Mar08 |
071003 |
135.06 |
135.06 |
135.06 |
135.06 |
+0.19 |
|
|
|
Jun08 |
071003 |
135.06 |
135.06 |
135.06 |
135.06 |
+0.19 |
|
|
|
Total Volume and Open Interest |
4,659 |
36,375 |
+2,389 |
Euro-Bund(EUREX) |
Dec07 |
071003 |
112.77 |
113.01 |
112.49 |
112.57 |
-0.16 |
1,025,106 |
1,439,672 |
+44,524 |
Mar08 |
071003 |
113.38 |
113.40 |
112.99 |
112.99 |
-0.14 |
340 |
1,771 |
+216 |
Jun08 |
071003 |
113.07 |
113.07 |
113.07 |
113.07 |
-0.16 |
148 |
0 |
+0 |
Total Volume and Open Interest |
1,025,594 |
1,441,443 |
+44,740 |
Euro-Bobl(EUREX) |
Dec07 |
071003 |
107.81 |
107.93 |
107.60 |
107.67 |
-0.08 |
509,640 |
1,127,954 |
+17,752 |
Mar08 |
071003 |
107.82 |
107.82 |
107.80 |
107.82 |
-0.07 |
303 |
10,312 |
+101 |
Jun08 |
071003 |
108.13 |
108.13 |
108.13 |
108.13 |
-0.08 |
|
|
|
Total Volume and Open Interest |
509,943 |
1,138,266 |
+17,853 |
3-Mth Euribor(EUREX) |
Dec07 |
071003 |
95.380 |
95.390 |
95.380 |
95.385 |
+0.005 |
1,576 |
26,030 |
+321 |
Mar08 |
071003 |
95.620 |
95.620 |
95.615 |
95.620 |
-0.005 |
580 |
12,102 |
-67 |
Jun08 |
071003 |
95.755 |
95.755 |
95.700 |
95.710 |
-0.015 |
121 |
5,114 |
+23 |
Total Volume and Open Interest |
2,510 |
51,692 |
+388 |
Long Gilt(LIFFE) |
Dec07 |
071003 |
107~10 |
107~20 |
107~04 |
107~05 |
-0~03 |
112,840 |
313,441 |
+5,655 |
Mar08 |
071003 |
107~08 |
107~08 |
107~08 |
107~08 |
-0~03 |
|
|
|
Total Volume and Open Interest |
112,840 |
313,441 |
+5,655 |
3-Mth Short Sterling(LIFFE) |
Dec07 |
071003 |
93.99 |
94.02 |
93.96 |
93.97 |
-0.02 |
49,208 |
510,757 |
-2,782 |
Mar08 |
071003 |
94.31 |
94.36 |
94.27 |
94.28 |
-0.03 |
37,490 |
532,017 |
+15 |
Jun08 |
071003 |
94.49 |
94.55 |
94.43 |
94.44 |
-0.04 |
47,823 |
496,407 |
-2,360 |
Sep08 |
071003 |
94.59 |
94.64 |
94.51 |
94.52 |
-0.04 |
48,333 |
343,217 |
-8,077 |
Dec08 |
071003 |
94.60 |
94.67 |
94.55 |
94.56 |
-0.03 |
46,862 |
294,243 |
-522 |
Mar09 |
071003 |
94.63 |
94.68 |
94.55 |
94.56 |
-0.04 |
32,023 |
218,533 |
-4,897 |
Total Volume and Open Interest |
289,119 |
2,700,618 |
-22,257 |
3-Mth Euribor(LIFFE) |
Dec07 |
071003 |
95.375 |
95.395 |
95.370 |
95.380 |
+0.005 |
85,154 |
871,680 |
+540 |
Mar08 |
071003 |
95.620 |
95.645 |
95.605 |
95.615 |
-0.005 |
120,385 |
624,857 |
+4,768 |
Jun08 |
071003 |
95.735 |
95.760 |
95.690 |
95.705 |
-0.020 |
104,932 |
439,904 |
-3,338 |
Total Volume and Open Interest |
572,754 |
3,567,992 |
+21,354 |
3-Mth Aus T-Bills(SFE) |
Dec07 |
071003 |
93.04 |
93.05 |
92.99 |
93.02 |
-0.03 |
18,805 |
386,441 |
+4,164 |
Mar08 |
071003 |
92.98 |
92.99 |
92.92 |
92.95 |
-0.04 |
15,085 |
206,431 |
+5,932 |
Jun08 |
071003 |
92.97 |
92.99 |
92.92 |
92.94 |
-0.04 |
7,056 |
111,142 |
+1,219 |
Sep08 |
071003 |
92.99 |
93.01 |
92.95 |
92.96 |
-0.04 |
7,472 |
72,847 |
+5,833 |
Dec08 |
071003 |
93.02 |
93.03 |
92.99 |
93.00 |
-0.03 |
4,311 |
46,403 |
+2,882 |
Mar09 |
071003 |
93.03 |
93.05 |
93.01 |
93.02 |
-0.02 |
3,024 |
37,652 |
+2,530 |
Jun09 |
071003 |
93.04 |
93.05 |
93.02 |
93.03 |
-0.01 |
2,011 |
26,263 |
+261 |
Sep09 |
071003 |
93.04 |
93.04 |
93.01 |
93.02 |
-0.01 |
155 |
5,415 |
-118 |
Dec09 |
071003 |
93.01 |
93.01 |
93.01 |
93.01 |
-0.01 |
1 |
617 |
-3 |
Mar10 |
071003 |
93.01 |
93.01 |
93.01 |
93.01 |
-0.01 |
0 |
171 |
+0 |
Total Volume and Open Interest |
57,920 |
893,395 |
+22,700 |
10-Year Aus T-Bonds(SFE) |
Dec07 |
071003 |
93.82 |
93.86 |
93.81 |
93.84 |
+0.01 |
57,326 |
461,740 |
+15,812 |
Mar08 |
071003 |
93.84 |
93.84 |
93.84 |
93.84 |
+0.01 |
|
|
|
Total Volume and Open Interest |
57,326 |
461,740 |
+15,812 |
3-Year Aus T-Bonds(SFE) |
Dec07 |
071003 |
93.54 |
93.58 |
93.50 |
93.52 |
-0.03 |
118,468 |
620,525 |
+44,294 |
Mar08 |
071003 |
93.52 |
93.52 |
93.52 |
93.52 |
-0.03 |
|
|
|
Total Volume and Open Interest |
118,468 |
620,525 |
+44,294 |
Gold(CMX) |
Oct07 |
071003 |
727.6 |
732.5 |
726.7 |
729.3 |
-0.5 |
319 |
674 |
-544 |
Dec07 |
071003 |
738.4 |
742.5 |
732.3 |
735.7 |
-0.6 |
125,569 |
295,168 |
-4,740 |
Feb08 |
071003 |
746.8 |
747.6 |
739.0 |
742.0 |
-0.5 |
3,352 |
25,652 |
+596 |
Apr08 |
071003 |
751.9 |
753.6 |
745.9 |
747.8 |
-0.6 |
1,780 |
22,008 |
+1,387 |
Jun08 |
071003 |
753.6 |
753.6 |
753.6 |
753.6 |
-0.6 |
1,384 |
18,849 |
-14 |
Aug08 |
071003 |
764.1 |
765.4 |
757.3 |
759.2 |
-0.5 |
63 |
16,786 |
+7 |
Oct08 |
071003 |
764.8 |
764.8 |
764.8 |
764.8 |
-0.4 |
0 |
2,731 |
+0 |
Dec08 |
071003 |
776.2 |
776.2 |
767.3 |
770.4 |
-0.3 |
207 |
15,699 |
-19 |
Feb09 |
071003 |
776.2 |
776.2 |
776.2 |
776.2 |
-0.2 |
0 |
14,777 |
+0 |
Apr09 |
071003 |
781.7 |
781.7 |
781.7 |
781.7 |
-0.2 |
0 |
2,044 |
+0 |
Jun09 |
071003 |
787.5 |
787.5 |
787.5 |
787.5 |
-0.1 |
0 |
12,131 |
+0 |
Aug09 |
071003 |
793.4 |
793.4 |
793.4 |
793.4 |
-0.1 |
|
|
|
Total Volume and Open Interest |
132,718 |
439,865 |
-3,324 |
Silver(CMX) |
Dec07 |
071003 |
1345.5 |
1359.5 |
1335.0 |
1347.0 |
+2.0 |
34,170 |
77,790 |
-120 |
Mar08 |
071003 |
1365.5 |
1374.5 |
1352.5 |
1364.5 |
+2.1 |
895 |
12,144 |
+180 |
May08 |
071003 |
1386.0 |
1386.0 |
1375.0 |
1375.5 |
+2.2 |
89 |
5,338 |
+17 |
Jul08 |
071003 |
1385.6 |
1385.6 |
1385.6 |
1385.6 |
+2.2 |
194 |
5,236 |
+2 |
Sep08 |
071003 |
1395.8 |
1395.8 |
1395.8 |
1395.8 |
+2.2 |
200 |
1,475 |
-15 |
Dec08 |
071003 |
1409.0 |
1411.1 |
1409.0 |
1411.1 |
+2.3 |
251 |
6,225 |
+72 |
Mar09 |
071003 |
1426.3 |
1426.3 |
1426.3 |
1426.3 |
+2.5 |
0 |
212 |
+0 |
Total Volume and Open Interest |
36,013 |
117,498 |
-94 |
Platinum(NYMEX) |
Oct07 |
071003 |
1366.0 |
1366.0 |
1359.0 |
1363.9 |
+13.9 |
83 |
217 |
-30 |
Jan08 |
071003 |
1361.0 |
1370.0 |
1355.5 |
1368.9 |
+13.9 |
2,621 |
14,368 |
-117 |
Apr08 |
071003 |
1377.9 |
1377.9 |
1377.9 |
1377.9 |
+13.9 |
5 |
36 |
+5 |
Total Volume and Open Interest |
2,709 |
14,621 |
-142 |
Palladium(NYMEX) |
Dec07 |
071003 |
352.00 |
363.00 |
351.50 |
361.65 |
+8.05 |
1,314 |
12,907 |
-95 |
Mar08 |
071003 |
359.10 |
366.35 |
359.10 |
366.35 |
+8.05 |
108 |
933 |
+1 |
Jun08 |
071003 |
370.95 |
370.95 |
370.95 |
370.95 |
+8.05 |
0 |
1,309 |
+0 |
Total Volume and Open Interest |
1,422 |
15,946 |
-94 |
Copper(CMX) |
Dec07 |
071003 |
372.80 |
378.00 |
371.70 |
376.35 |
+5.25 |
14,465 |
59,499 |
+1,713 |
Mar08 |
071003 |
370.85 |
375.00 |
370.30 |
374.25 |
+4.95 |
1,550 |
10,459 |
+273 |
May08 |
071003 |
368.40 |
371.25 |
368.40 |
370.35 |
+4.50 |
199 |
2,506 |
+73 |
Jul08 |
071003 |
365.50 |
365.50 |
365.50 |
365.50 |
+4.35 |
418 |
1,273 |
+407 |
Sep08 |
071003 |
360.10 |
360.10 |
360.10 |
360.10 |
+3.85 |
19 |
528 |
-3 |
Total Volume and Open Interest |
17,023 |
83,055 |
+2,403 |
DJIA Index(CBOT) |
Dec07 |
071003 |
14105 |
14117 |
14025 |
14052 |
-54 |
3,407 |
27,540 |
-48 |
Mar08 |
071003 |
14180 |
14205 |
14150 |
14150 |
-55 |
3 |
20 |
+3 |
Jun08 |
071003 |
14233 |
14233 |
14233 |
14233 |
-54 |
|
|
|
Total Volume and Open Interest |
3,410 |
27,560 |
-45 |
E-mini DJIA Index(CBOT) |
Dec07 |
071003 |
14106 |
14116 |
14024 |
14052 |
-54 |
124,265 |
87,096 |
-1,478 |
Mar08 |
071003 |
14203 |
14203 |
14150 |
14150 |
-55 |
16 |
35 |
+1 |
Jun08 |
071003 |
14233 |
14233 |
14233 |
14233 |
-54 |
|
|
|
Sep08 |
071003 |
14309 |
14309 |
14309 |
14309 |
-54 |
|
|
|
Total Volume and Open Interest |
124,281 |
87,131 |
-1,477 |
S & P 500(CME) |
Dec07 |
071003 |
1554.30 |
1556.30 |
1546.70 |
1550.70 |
-3.90 |
31,942 |
574,303 |
+2,188 |
Mar08 |
071003 |
1561.80 |
1565.70 |
1558.20 |
1561.80 |
-3.90 |
449 |
8,150 |
+86 |
Jun08 |
071003 |
1572.00 |
1575.90 |
1568.40 |
1572.30 |
-3.60 |
400 |
873 |
+398 |
Sep08 |
071003 |
1582.50 |
1585.70 |
1578.20 |
1582.50 |
-3.20 |
0 |
35 |
+0 |
Total Volume and Open Interest |
32,791 |
586,509 |
+2,672 |
S & P 500 E-Mini(Globex) |
Dec07 |
071003 |
1554.25 |
1556.50 |
1546.50 |
1550.75 |
-3.75 |
1,273,754 |
1,863,544 |
+26,590 |
Mar08 |
071003 |
1565.25 |
1567.25 |
1558.00 |
1561.75 |
-4.00 |
1,402 |
2,436 |
+632 |
Total Volume and Open Interest |
1,275,156 |
1,865,981 |
+27,222 |
NASDAQ 100(CME) |
Dec07 |
071003 |
2133.80 |
2139.00 |
2115.50 |
2120.80 |
-14.70 |
4,309 |
47,068 |
+1,616 |
Mar08 |
071003 |
2143.30 |
2143.30 |
2143.30 |
2143.30 |
-14.70 |
0 |
1 |
+0 |
Jun08 |
071003 |
2170.30 |
2170.30 |
2170.30 |
2170.30 |
-14.70 |
|
|
|
Total Volume and Open Interest |
4,309 |
47,069 |
+1,616 |
NASDAQ 100 E-Mini(Globex) |
Dec07 |
071003 |
2134.80 |
2138.80 |
2115.30 |
2120.80 |
-14.70 |
247,898 |
376,873 |
+6,018 |
Mar08 |
071003 |
2166.80 |
2166.80 |
2138.50 |
2143.30 |
-14.70 |
18 |
56 |
+0 |
Total Volume and Open Interest |
247,916 |
376,929 |
+6,018 |
S & P Midcap 400(CME) |
Dec07 |
071003 |
904.50 |
910.00 |
903.00 |
909.00 |
+2.20 |
437 |
5,503 |
-202 |
Mar08 |
071003 |
919.10 |
919.10 |
919.10 |
919.10 |
+2.20 |
|
|
|
Jun08 |
071003 |
928.80 |
928.80 |
928.80 |
928.80 |
+2.20 |
|
|
|
Total Volume and Open Interest |
437 |
5,503 |
-202 |
Russell 2000 E-Mini(Globex) |
Dec07 |
071003 |
835.00 |
836.80 |
828.40 |
832.40 |
-2.60 |
202,372 |
572,534 |
-5,059 |
Mar08 |
071003 |
837.00 |
842.20 |
834.50 |
838.20 |
-2.60 |
63 |
210 |
+8 |
Jun08 |
071003 |
844.70 |
844.70 |
844.70 |
844.70 |
-2.60 |
|
|
|
Total Volume and Open Interest |
202,435 |
572,744 |
-5,051 |
Nikkei 225(CME) |
Dec07 |
071003 |
17150 |
17160 |
17090 |
17135 |
+45 |
8,726 |
68,673 |
+377 |
Mar08 |
071003 |
17180 |
17180 |
17180 |
17180 |
+45 |
0 |
3 |
+0 |
Total Volume and Open Interest |
8,726 |
68,686 |
+377 |
Nikkei 225(SGX) |
Dec07 |
071003 |
17080 |
17250 |
17045 |
17195 |
+105 |
60,719 |
227,909 |
+3,554 |
Mar08 |
071003 |
17140 |
17270 |
17085 |
17250 |
+155 |
0 |
591 |
+0 |
Jun08 |
071003 |
17195 |
17195 |
17195 |
17195 |
+150 |
0 |
1 |
+0 |
Total Volume and Open Interest |
60,719 |
228,665 |
+3,554 |
CAC 40(EURONEXT) |
Oct07 |
071003 |
5817.0 |
5822.0 |
5788.0 |
5817.0 |
+8.0 |
115,079 |
415,722 |
+15,927 |
Nov07 |
071003 |
5816.5 |
5823.0 |
5806.0 |
5823.0 |
+7.5 |
73 |
1,443 |
-47 |
Dec07 |
071003 |
5844.5 |
5849.0 |
5818.5 |
5847.0 |
+8.0 |
3,370 |
41,127 |
+1,298 |
Total Volume and Open Interest |
118,579 |
459,107 |
+17,227 |
Hang Seng Index(HKFE) |
Oct07 |
071003 |
28200 |
28966 |
27190 |
27255 |
-960 |
61,034 |
112,792 |
+1,086 |
Nov07 |
071003 |
28287 |
29000 |
27263 |
27304 |
-996 |
872 |
845 |
+479 |
Dec07 |
071003 |
28250 |
29070 |
27364 |
27402 |
-949 |
337 |
10,957 |
+175 |
Total Volume and Open Interest |
62,321 |
125,034 |
+1,787 |
DAX(EUREX) |
Dec07 |
071003 |
8042.0 |
8047.0 |
8003.5 |
8028.5 |
+7.5 |
144,768 |
235,334 |
+7,571 |
Mar08 |
071003 |
8110.0 |
8124.0 |
8098.5 |
8115.5 |
+7.5 |
1,817 |
6,476 |
+356 |
Jun08 |
071003 |
8200.0 |
8202.0 |
8195.5 |
8202.0 |
+8.0 |
110 |
406 |
+0 |
Total Volume and Open Interest |
146,695 |
242,216 |
+7,927 |
FT-SE 100(EURONEXT) |
Dec07 |
071003 |
6579.00 |
6602.00 |
6552.00 |
6596.00 |
+31.50 |
117,705 |
481,003 |
-1,796 |
Mar08 |
071003 |
6581.00 |
6616.50 |
6581.00 |
6616.50 |
+31.50 |
96 |
4,024 |
+59 |
Jun08 |
071003 |
6649.50 |
6649.50 |
6649.50 |
6649.50 |
+31.50 |
0 |
11 |
+0 |
Total Volume and Open Interest |
117,801 |
485,038 |
-1,737 |
SPI 200(SFE) |
Dec07 |
071003 |
6723.0 |
6738.0 |
6683.0 |
6722.0 |
-2.0 |
18,065 |
253,579 |
+757 |
Mar08 |
071003 |
6743.0 |
6743.0 |
6720.0 |
6735.0 |
-1.0 |
110 |
1,492 |
+4 |
Jun08 |
071003 |
6772.0 |
6786.0 |
6772.0 |
6786.0 |
-1.0 |
2 |
1,269 |
-1 |
Total Volume and Open Interest |
18,183 |
257,373 |
+763 |
GSCI(CME) |
Oct07 |
071003 |
539.40 |
541.70 |
536.00 |
537.50 |
-0.90 |
350 |
21,912 |
-20 |
Nov07 |
071003 |
539.00 |
541.50 |
537.00 |
539.00 |
-0.60 |
3 |
210 |
+1 |
Dec07 |
071003 |
541.00 |
543.00 |
538.50 |
541.00 |
-0.20 |
|
|
|
Total Volume and Open Interest |
353 |
22,122 |
-19 |
Reuters CCI(ICE) |
Nov07 |
071003 |
445.50 |
445.50 |
442.50 |
443.00 |
+0.25 |
49 |
715 |
-32 |
Jan08 |
071003 |
445.75 |
445.75 |
442.75 |
443.00 |
+0.25 |
2 |
418 |
+1 |
Feb08 |
071003 |
440.75 |
441.00 |
440.75 |
441.00 |
+0.25 |
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. |
|
|