|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Mon October 08, 2007 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov07 |
071008 |
937.00 |
939.25 |
922.75 |
925.50 |
-15.00 |
67,882 |
254,425 |
-7,583 |
| Jan08 |
071008 |
956.50 |
957.00 |
941.00 |
942.00 |
-18.00 |
20,287 |
115,138 |
+2,428 |
| Mar08 |
071008 |
966.00 |
969.00 |
953.75 |
955.75 |
-15.50 |
9,792 |
48,092 |
-10 |
| May08 |
071008 |
970.00 |
973.25 |
959.00 |
961.75 |
-14.25 |
2,861 |
35,688 |
-605 |
| Jul08 |
071008 |
978.75 |
981.00 |
966.25 |
969.75 |
-12.25 |
4,869 |
43,584 |
+419 |
| Aug08 |
071008 |
954.00 |
963.00 |
954.00 |
963.00 |
-11.00 |
20 |
1,313 |
+0 |
| Sep08 |
071008 |
950.00 |
950.00 |
935.00 |
935.00 |
-20.00 |
219 |
805 |
+103 |
| Total Volume and Open Interest |
111,784 |
577,467 |
-4,889 |
| Soybean Meal(CBOT) |
| Oct07 |
071008 |
258.70 |
258.70 |
254.00 |
254.70 |
-4.70 |
7,678 |
3,965 |
-953 |
| Dec07 |
071008 |
264.80 |
264.80 |
259.90 |
260.50 |
-4.90 |
27,685 |
103,358 |
-34 |
| Jan08 |
071008 |
266.60 |
266.60 |
262.70 |
263.20 |
-4.60 |
2,922 |
18,743 |
-313 |
| Mar08 |
071008 |
271.70 |
271.70 |
266.50 |
267.30 |
-4.50 |
3,160 |
25,287 |
+763 |
| May08 |
071008 |
269.50 |
270.50 |
266.50 |
267.40 |
-4.10 |
1,640 |
22,777 |
+11 |
| Jul08 |
071008 |
271.20 |
272.30 |
268.00 |
268.80 |
-4.40 |
2,821 |
20,900 |
-164 |
| Aug08 |
071008 |
269.00 |
269.00 |
265.50 |
265.50 |
-3.80 |
496 |
4,500 |
-347 |
| Sep08 |
071008 |
262.50 |
263.00 |
260.00 |
260.50 |
-3.50 |
476 |
4,190 |
-68 |
| Total Volume and Open Interest |
48,000 |
215,071 |
-974 |
| Soybean Oil(CBOT) |
| Oct07 |
071008 |
38.18 |
38.55 |
37.94 |
37.98 |
-0.52 |
4,877 |
4,351 |
-715 |
| Dec07 |
071008 |
39.00 |
39.17 |
38.42 |
38.48 |
-0.55 |
35,423 |
150,769 |
-1,530 |
| Jan08 |
071008 |
39.39 |
39.40 |
38.92 |
39.01 |
-0.59 |
8,090 |
33,043 |
+3,076 |
| Mar08 |
071008 |
39.61 |
39.78 |
39.36 |
39.44 |
-0.50 |
3,819 |
29,439 |
+1,498 |
| May08 |
071008 |
39.92 |
39.95 |
39.64 |
39.77 |
-0.45 |
992 |
13,738 |
-270 |
| Jul08 |
071008 |
40.24 |
40.29 |
39.97 |
40.05 |
-0.51 |
2,405 |
14,419 |
-222 |
| Aug08 |
071008 |
40.30 |
40.30 |
40.00 |
40.05 |
-0.48 |
92 |
1,654 |
+65 |
| Sep08 |
071008 |
40.23 |
40.23 |
40.05 |
40.05 |
-0.45 |
106 |
919 |
+95 |
| Total Volume and Open Interest |
58,665 |
266,742 |
+1,806 |
| Canola(WCE) |
| Nov07 |
071005 |
431.0 |
431.2 |
421.5 |
424.8 |
-6.4 |
8,546 |
67,820 |
+0 |
| Jan08 |
071005 |
440.5 |
440.5 |
433.0 |
436.9 |
-5.6 |
1,887 |
29,727 |
+0 |
| Mar08 |
071005 |
449.0 |
449.3 |
442.0 |
444.8 |
-6.3 |
104 |
4,023 |
+0 |
| May08 |
071005 |
451.7 |
455.6 |
451.5 |
452.7 |
-5.1 |
10 |
2,255 |
+0 |
| Jul08 |
071005 |
458.0 |
459.8 |
455.9 |
457.3 |
-4.7 |
185 |
5,100 |
+0 |
| Total Volume and Open Interest |
11,782 |
117,569 |
+0 |
| Corn(CBOT) |
| Dec07 |
071008 |
342.25 |
342.50 |
335.00 |
339.75 |
-2.50 |
82,576 |
594,558 |
-5,042 |
| Mar08 |
071008 |
358.25 |
359.00 |
352.00 |
356.25 |
-2.75 |
17,972 |
171,364 |
+767 |
| May08 |
071008 |
369.00 |
369.00 |
362.50 |
367.00 |
-2.50 |
3,760 |
46,927 |
+721 |
| Jul08 |
071008 |
378.00 |
378.00 |
371.75 |
375.50 |
-2.75 |
5,372 |
101,231 |
+98 |
| Sep08 |
071008 |
384.75 |
384.75 |
378.75 |
382.50 |
-2.25 |
830 |
15,947 |
+343 |
| Dec08 |
071008 |
393.50 |
393.50 |
386.50 |
391.00 |
-2.50 |
7,824 |
163,561 |
+466 |
| Total Volume and Open Interest |
119,504 |
1,138,039 |
-2,692 |
| Wheat(CBOT) |
| Dec07 |
071008 |
886.50 |
889.00 |
860.00 |
860.00 |
-30.00 |
58,737 |
229,921 |
-3,390 |
| Mar08 |
071008 |
899.50 |
899.50 |
872.00 |
872.00 |
-30.00 |
13,895 |
63,933 |
+1,867 |
| May08 |
071008 |
832.00 |
832.00 |
802.50 |
802.50 |
-30.00 |
872 |
10,212 |
+192 |
| Jul08 |
071008 |
684.00 |
686.00 |
656.50 |
657.25 |
-29.25 |
6,342 |
63,548 |
+1,367 |
| Sep08 |
071008 |
690.75 |
690.75 |
662.00 |
662.00 |
-29.50 |
884 |
5,302 |
+551 |
| Total Volume and Open Interest |
82,572 |
401,298 |
+917 |
| Wheat(KCBT) |
| Dec07 |
071008 |
894.50 |
894.50 |
864.50 |
864.50 |
-30.00 |
21,606 |
89,897 |
-3,948 |
| Mar08 |
071008 |
895.75 |
895.75 |
865.75 |
865.75 |
-30.00 |
9,024 |
23,175 |
+1,660 |
| May08 |
071008 |
804.00 |
822.00 |
803.00 |
803.00 |
-30.00 |
53 |
1,158 |
+11 |
| Jul08 |
071008 |
689.50 |
692.00 |
663.50 |
668.75 |
-23.75 |
4,050 |
18,828 |
+359 |
| Sep08 |
071008 |
689.25 |
689.25 |
665.00 |
668.00 |
-21.00 |
319 |
2,141 |
+117 |
| Total Volume and Open Interest |
35,330 |
138,566 |
-1,831 |
| Wheat(MGE) |
| Dec07 |
071008 |
891.00 |
891.00 |
860.75 |
860.75 |
-30.00 |
7,588 |
40,521 |
-1,169 |
| Mar08 |
071008 |
890.00 |
890.00 |
860.00 |
860.00 |
-30.00 |
4,889 |
20,755 |
+1,065 |
| May08 |
071008 |
850.00 |
850.00 |
835.00 |
835.00 |
-30.00 |
349 |
1,893 |
+78 |
| Jul08 |
071008 |
760.00 |
760.00 |
740.00 |
740.75 |
-29.25 |
477 |
1,412 |
+270 |
| Sep08 |
071008 |
690.00 |
695.00 |
665.00 |
665.00 |
-25.00 |
167 |
2,530 |
+64 |
| Total Volume and Open Interest |
13,638 |
69,808 |
+372 |
| Oats(CBOT) |
| Dec07 |
071008 |
273.00 |
273.00 |
267.75 |
270.50 |
-2.50 |
466 |
11,414 |
-59 |
| Mar08 |
071008 |
283.50 |
283.50 |
280.00 |
282.00 |
-3.00 |
65 |
2,264 |
+43 |
| May08 |
071008 |
290.00 |
291.00 |
289.00 |
290.00 |
-1.50 |
2 |
138 |
+0 |
| Jul08 |
071008 |
298.00 |
298.00 |
298.00 |
298.00 |
unch |
0 |
63 |
+0 |
| Total Volume and Open Interest |
535 |
13,891 |
-16 |
| Rough Rice(CBOT) |
| Nov07 |
071008 |
11.50 |
11.80 |
11.50 |
11.73 |
+0.18 |
892 |
10,435 |
-83 |
| Jan08 |
071008 |
11.83 |
12.10 |
11.83 |
12.05 |
+0.18 |
409 |
3,630 |
+18 |
| Mar08 |
071008 |
12.24 |
12.45 |
12.08 |
12.35 |
+0.27 |
22 |
1,356 |
+15 |
| May08 |
071008 |
12.29 |
12.50 |
12.29 |
12.50 |
+0.30 |
0 |
264 |
+0 |
| Total Volume and Open Interest |
1,941 |
16,907 |
+362 |
| Live Cattle(CME) |
| Oct07 |
071008 |
93.875 |
94.050 |
93.300 |
93.725 |
+0.050 |
6,399 |
23,433 |
+23,433 |
| Dec07 |
071008 |
96.125 |
96.700 |
95.975 |
96.250 |
+0.125 |
13,153 |
121,501 |
+121,501 |
| Feb08 |
071008 |
98.150 |
98.500 |
98.000 |
98.275 |
+0.075 |
6,154 |
48,575 |
+48,575 |
| Apr08 |
071008 |
98.200 |
98.450 |
98.100 |
98.425 |
+0.200 |
2,592 |
25,142 |
+25,142 |
| Jun08 |
071008 |
94.500 |
95.000 |
94.500 |
94.875 |
+0.400 |
363 |
10,930 |
+10,930 |
| Aug08 |
071008 |
93.950 |
94.200 |
93.950 |
94.100 |
+0.175 |
427 |
4,450 |
+4,450 |
| Total Volume and Open Interest |
29,719 |
236,860 |
-1,294 |
| Feeder Cattle(CME) |
| Oct07 |
071008 |
114.050 |
114.100 |
113.700 |
113.850 |
-0.100 |
1,143 |
4,888 |
+4,888 |
| Nov07 |
071008 |
113.500 |
114.000 |
113.200 |
113.900 |
+0.400 |
1,812 |
11,555 |
+11,555 |
| Jan08 |
071008 |
112.750 |
113.550 |
111.850 |
113.525 |
+0.700 |
1,111 |
6,435 |
+6,435 |
| Mar08 |
071008 |
111.700 |
112.350 |
111.500 |
112.350 |
+0.575 |
112 |
1,513 |
+1,513 |
| Apr08 |
071008 |
112.750 |
113.300 |
112.700 |
113.275 |
+0.225 |
54 |
580 |
+580 |
| May08 |
071008 |
112.900 |
113.700 |
112.800 |
113.700 |
+0.600 |
160 |
1,167 |
+1,167 |
| Aug08 |
071008 |
113.000 |
113.600 |
112.900 |
113.600 |
+0.450 |
36 |
233 |
+233 |
| Total Volume and Open Interest |
4,428 |
26,373 |
-157 |
| Lean Hogs(CME) |
| Oct07 |
071008 |
58.100 |
58.350 |
57.475 |
57.675 |
-0.550 |
4,443 |
12,338 |
+12,338 |
| Dec07 |
071008 |
60.300 |
60.525 |
59.175 |
59.475 |
-0.825 |
14,803 |
96,900 |
+96,900 |
| Feb08 |
071008 |
66.500 |
66.825 |
65.800 |
66.175 |
-0.775 |
5,460 |
33,466 |
+33,466 |
| Apr08 |
071008 |
69.950 |
70.100 |
69.100 |
69.500 |
-0.700 |
2,013 |
18,245 |
+18,245 |
| May08 |
071008 |
73.900 |
74.500 |
73.700 |
74.475 |
-0.475 |
54 |
1,764 |
+1,764 |
| Jun08 |
071008 |
77.000 |
77.200 |
76.250 |
76.700 |
-0.600 |
317 |
11,972 |
+11,972 |
| Jul08 |
071008 |
75.000 |
75.800 |
74.900 |
75.800 |
-0.150 |
169 |
2,845 |
+2,845 |
| Aug08 |
071008 |
72.200 |
72.275 |
72.000 |
72.000 |
-0.600 |
104 |
1,493 |
+1,493 |
| Total Volume and Open Interest |
27,401 |
180,211 |
+743 |
| Pork Bellies(CME) |
| Feb08 |
071008 |
87.250 |
88.200 |
86.900 |
87.000 |
-0.425 |
92 |
1,042 |
+1,042 |
| Mar08 |
071008 |
88.000 |
88.100 |
86.850 |
86.850 |
unch |
0 |
87 |
+87 |
| May08 |
071008 |
89.150 |
89.150 |
89.150 |
89.150 |
unch |
2 |
76 |
+76 |
| Jul08 |
071008 |
88.900 |
88.900 |
88.900 |
88.900 |
unch |
0 |
82 |
+82 |
| Aug08 |
071008 |
88.850 |
88.850 |
88.850 |
88.850 |
unch |
0 |
34 |
+34 |
| Total Volume and Open Interest |
94 |
1,321 |
+3 |
| Class III Milk(CME) |
| Oct07 |
071008 |
18.33 |
18.33 |
18.10 |
18.12 |
-0.18 |
190 |
4,090 |
+4,090 |
| Nov07 |
071008 |
17.13 |
17.13 |
16.80 |
16.82 |
-0.38 |
366 |
4,073 |
+4,073 |
| Dec07 |
071008 |
16.65 |
16.68 |
16.30 |
16.40 |
-0.32 |
237 |
3,645 |
+3,645 |
| Jan08 |
071008 |
16.10 |
16.30 |
15.90 |
15.90 |
-0.35 |
110 |
2,081 |
+2,081 |
| Feb08 |
071008 |
15.75 |
15.80 |
15.51 |
15.51 |
-0.29 |
37 |
2,149 |
+2,149 |
| Total Volume and Open Interest |
1,244 |
30,886 |
+70 |
| Cocoa(ICE) |
| Dec07 |
071005 |
1875 |
1882 |
1850 |
1858 |
-17 |
12,231 |
64,217 |
+0 |
| Mar08 |
071005 |
1882 |
1883 |
1850 |
1860 |
-17 |
3,845 |
34,298 |
+0 |
| May08 |
071005 |
1878 |
1880 |
1860 |
1867 |
-15 |
622 |
12,009 |
+0 |
| Jul08 |
071005 |
1883 |
1883 |
1875 |
1876 |
-14 |
147 |
4,241 |
+0 |
| Sep08 |
071005 |
1887 |
1888 |
1885 |
1888 |
-15 |
252 |
4,026 |
+0 |
| Dec08 |
071005 |
1913 |
1913 |
1910 |
1913 |
-14 |
77 |
12,854 |
+0 |
| Mar09 |
071005 |
1934 |
1934 |
1934 |
1934 |
-21 |
55 |
828 |
+0 |
| Total Volume and Open Interest |
24,401 |
132,475 |
+0 |
| Coffee "C"(ICE) |
| Dec07 |
071005 |
135.20 |
137.85 |
134.20 |
137.00 |
+1.80 |
10,769 |
106,550 |
+0 |
| Mar08 |
071005 |
138.30 |
141.35 |
137.90 |
140.65 |
+1.85 |
2,644 |
31,576 |
+0 |
| May08 |
071005 |
140.00 |
143.00 |
139.90 |
142.15 |
+1.40 |
1,038 |
9,428 |
+0 |
| Jul08 |
071005 |
142.45 |
144.00 |
142.00 |
143.70 |
+1.25 |
563 |
5,338 |
+0 |
| Sep08 |
071005 |
143.80 |
145.20 |
143.35 |
145.10 |
+1.25 |
861 |
8,652 |
+0 |
| Dec08 |
071005 |
145.40 |
147.50 |
144.95 |
146.80 |
+1.35 |
170 |
5,982 |
+0 |
| Total Volume and Open Interest |
29,449 |
173,217 |
+0 |
| Orange Juice(ICE) |
| Nov07 |
071005 |
138.90 |
139.90 |
136.00 |
137.15 |
unch |
2,672 |
12,496 |
+0 |
| Jan08 |
071005 |
139.00 |
139.00 |
136.00 |
136.60 |
-0.65 |
1,137 |
10,004 |
+0 |
| Mar08 |
071005 |
137.00 |
137.30 |
136.15 |
137.00 |
-0.45 |
884 |
4,280 |
+0 |
| May08 |
071005 |
137.80 |
137.80 |
137.10 |
137.10 |
-0.35 |
73 |
546 |
+0 |
| Jul08 |
071005 |
137.10 |
137.10 |
137.10 |
137.10 |
-0.35 |
5 |
136 |
+0 |
| Sep08 |
071005 |
137.20 |
137.20 |
137.20 |
137.20 |
-0.25 |
0 |
119 |
+0 |
| Total Volume and Open Interest |
7,511 |
28,466 |
+0 |
| Sugar #11(ICE) |
| Mar08 |
071005 |
9.84 |
9.92 |
9.76 |
9.79 |
unch |
45,363 |
386,938 |
+0 |
| May08 |
071005 |
9.92 |
9.95 |
9.82 |
9.85 |
+0.01 |
10,578 |
63,204 |
+0 |
| Jul08 |
071005 |
9.84 |
9.88 |
9.78 |
9.79 |
unch |
3,573 |
57,906 |
+0 |
| Oct08 |
071005 |
10.15 |
10.17 |
10.09 |
10.09 |
+0.01 |
2,239 |
49,858 |
+0 |
| Mar09 |
071005 |
10.45 |
10.46 |
10.40 |
10.40 |
+0.03 |
1,681 |
32,756 |
+0 |
| Total Volume and Open Interest |
105,122 |
631,727 |
+0 |
| Sugar #14(ICE) |
| Nov07 |
071004 |
21.20 |
21.20 |
21.20 |
21.20 |
+0.05 |
18 |
363 |
-18 |
| Jan08 |
071004 |
20.65 |
20.65 |
20.65 |
20.65 |
-0.10 |
36 |
3,863 |
+30 |
| Mar08 |
071004 |
20.52 |
20.52 |
20.52 |
20.52 |
-0.03 |
30 |
3,129 |
+10 |
| May08 |
071004 |
20.60 |
20.60 |
20.60 |
20.60 |
-0.05 |
6 |
1,456 |
+5 |
| Jul08 |
071004 |
20.73 |
20.73 |
20.73 |
20.73 |
-0.20 |
0 |
385 |
+0 |
| Total Volume and Open Interest |
140 |
9,644 |
+77 |
| London Cocoa(LCE) |
| Dec07 |
071004 |
959 |
970 |
949 |
959 |
+8 |
8,306 |
71,796 |
+861 |
| Mar08 |
071008 |
955 |
958 |
946 |
947 |
-15 |
4,292 |
43,928 |
+43,928 |
| May08 |
071008 |
966 |
966 |
956 |
957 |
-13 |
686 |
18,979 |
+18,979 |
| Jul08 |
071008 |
975 |
975 |
965 |
965 |
-13 |
387 |
17,043 |
+17,043 |
| Sep08 |
071008 |
985 |
985 |
975 |
977 |
-12 |
80 |
19,574 |
+19,574 |
| Dec08 |
071008 |
995 |
995 |
986 |
987 |
-13 |
9 |
8,199 |
+8,199 |
| Mar09 |
071008 |
1000 |
1000 |
1000 |
1000 |
-10 |
0 |
117 |
+117 |
| Total Volume and Open Interest |
12,489 |
180,941 |
+1,993 |
| London Coffee(LCE) |
| Nov07 |
071008 |
1926.00 |
1970.00 |
1925.00 |
1954.00 |
+40.00 |
3,257 |
75,343 |
+75,343 |
| Jan08 |
071008 |
1817.00 |
1841.00 |
1814.00 |
1831.00 |
+24.00 |
3,443 |
59,902 |
+59,902 |
| Mar08 |
071008 |
1805.00 |
1815.00 |
1792.00 |
1797.00 |
+10.00 |
579 |
14,669 |
+14,669 |
| May08 |
071008 |
1823.00 |
1823.00 |
1803.00 |
1804.00 |
+7.00 |
169 |
4,764 |
+4,764 |
| Jul08 |
071008 |
1826.00 |
1826.00 |
1809.00 |
1809.00 |
+4.00 |
131 |
1,324 |
+1,324 |
| Sep08 |
071008 |
1826.00 |
1827.00 |
1818.00 |
1818.00 |
+7.00 |
145 |
998 |
+998 |
| Total Volume and Open Interest |
7,918 |
157,276 |
-433 |
| London Sugar(LCE) |
| Dec07 |
071008 |
274.20 |
275.00 |
270.00 |
274.90 |
-0.10 |
4,508 |
41,113 |
+41,113 |
| Mar08 |
071008 |
281.10 |
282.20 |
278.00 |
282.20 |
-0.10 |
1,125 |
24,028 |
+24,028 |
| May08 |
071008 |
284.10 |
284.90 |
281.50 |
284.90 |
-0.30 |
161 |
7,726 |
+7,726 |
| Aug08 |
071008 |
285.10 |
287.70 |
282.90 |
286.40 |
-0.50 |
126 |
5,995 |
+5,995 |
| Oct08 |
071008 |
290.10 |
292.20 |
290.00 |
292.20 |
-0.90 |
11 |
4,544 |
+4,544 |
| Total Volume and Open Interest |
6,403 |
86,518 |
+1,267 |
| Cotton(ICE) |
| Oct07 |
071005 |
61.25 |
61.25 |
60.22 |
60.22 |
-0.27 |
25 |
27 |
+0 |
| Dec07 |
071005 |
63.49 |
63.50 |
62.70 |
63.22 |
-0.27 |
18,702 |
142,819 |
+0 |
| Mar08 |
071005 |
66.80 |
67.00 |
66.30 |
66.86 |
-0.15 |
5,239 |
56,747 |
+0 |
| May08 |
071005 |
68.11 |
68.11 |
67.55 |
67.99 |
-0.12 |
211 |
6,230 |
+0 |
| Jul08 |
071005 |
68.86 |
69.20 |
68.80 |
69.20 |
-0.01 |
544 |
7,403 |
+0 |
| Oct08 |
071005 |
70.25 |
70.25 |
70.25 |
70.25 |
unch |
0 |
266 |
+0 |
| Total Volume and Open Interest |
28,810 |
233,231 |
+0 |
| Lumber(CME) |
| Nov07 |
071008 |
252.0 |
252.1 |
240.0 |
246.5 |
-2.5 |
418 |
4,943 |
+4,943 |
| Jan08 |
071008 |
273.8 |
273.8 |
268.2 |
268.6 |
+0.3 |
251 |
4,159 |
+4,159 |
| Mar08 |
071008 |
293.2 |
293.3 |
286.6 |
291.5 |
+2.8 |
78 |
458 |
+458 |
| May08 |
071008 |
293.5 |
293.5 |
286.6 |
293.5 |
+4.4 |
37 |
74 |
+74 |
| Total Volume and Open Interest |
784 |
9,638 |
-41 |
| Crude Oil(NYM) |
| Nov07 |
071008 |
81.11 |
81.11 |
78.35 |
79.02 |
-2.20 |
252,123 |
307,759 |
-4,312 |
| Dec07 |
071008 |
80.33 |
80.37 |
77.83 |
78.40 |
-2.22 |
123,200 |
257,920 |
+5,163 |
| Jan08 |
071008 |
79.95 |
79.95 |
77.23 |
77.83 |
-2.11 |
39,229 |
94,855 |
-1,241 |
| Feb08 |
071008 |
79.35 |
79.35 |
76.77 |
77.32 |
-2.00 |
18,417 |
47,476 |
+1,796 |
| Mar08 |
071008 |
78.27 |
78.27 |
76.48 |
76.92 |
-1.90 |
8,502 |
44,586 |
-1,382 |
| Apr08 |
071008 |
77.00 |
77.00 |
76.43 |
76.57 |
-1.85 |
3,474 |
46,576 |
-318 |
| May08 |
071008 |
76.37 |
76.37 |
75.88 |
76.26 |
-1.82 |
1,264 |
44,959 |
+51 |
| Jun08 |
071008 |
76.71 |
76.71 |
75.51 |
75.97 |
-1.79 |
2,275 |
54,268 |
+37 |
| Jul08 |
071008 |
75.70 |
75.70 |
75.70 |
75.70 |
-1.76 |
290 |
16,850 |
+134 |
| Aug08 |
071008 |
75.35 |
75.46 |
75.35 |
75.46 |
-1.73 |
454 |
11,729 |
+208 |
| Sep08 |
071008 |
75.25 |
75.25 |
75.25 |
75.25 |
-1.70 |
313 |
36,834 |
+132 |
| Oct08 |
071008 |
75.05 |
75.05 |
75.05 |
75.05 |
-1.67 |
833 |
22,700 |
+174 |
| Nov08 |
071008 |
75.00 |
75.00 |
74.86 |
74.86 |
-1.63 |
143 |
15,015 |
-98 |
| Dec08 |
071008 |
75.75 |
75.95 |
74.16 |
74.67 |
-1.60 |
11,013 |
156,347 |
+844 |
| Jan09 |
071008 |
74.49 |
74.49 |
74.49 |
74.49 |
-1.57 |
1,840 |
25,087 |
+1,701 |
| Feb09 |
071008 |
74.31 |
74.31 |
74.31 |
74.31 |
-1.54 |
0 |
15,562 |
+0 |
| Total Volume and Open Interest |
474,285 |
1,435,047 |
+2,642 |
| Heating Oil(NYM) |
| Nov07 |
071008 |
221.80 |
221.96 |
214.65 |
215.96 |
-6.39 |
38,157 |
83,518 |
-422 |
| Dec07 |
071008 |
223.78 |
223.78 |
216.50 |
217.81 |
-6.24 |
14,747 |
58,567 |
+2,494 |
| Jan08 |
071008 |
224.80 |
224.80 |
218.25 |
219.66 |
-5.89 |
6,811 |
29,567 |
-204 |
| Feb08 |
071008 |
224.21 |
224.21 |
218.02 |
219.46 |
-5.49 |
2,162 |
15,080 |
-68 |
| Mar08 |
071008 |
220.01 |
220.01 |
216.00 |
217.36 |
-5.29 |
1,737 |
7,719 |
-138 |
| Apr08 |
071008 |
215.25 |
215.25 |
212.90 |
213.51 |
-5.24 |
728 |
7,029 |
+3 |
| May08 |
071008 |
212.12 |
212.12 |
209.81 |
209.81 |
-5.19 |
474 |
3,145 |
+31 |
| Jun08 |
071008 |
209.60 |
209.60 |
207.65 |
207.91 |
-5.09 |
2,515 |
12,983 |
+821 |
| Jul08 |
071008 |
209.19 |
209.19 |
207.02 |
207.51 |
-4.99 |
27 |
2,083 |
+15 |
| Aug08 |
071008 |
210.00 |
211.50 |
207.00 |
207.91 |
-4.89 |
48 |
687 |
+11 |
| Sep08 |
071008 |
211.28 |
211.33 |
208.94 |
209.21 |
-4.84 |
31 |
966 |
-26 |
| Oct08 |
071008 |
212.00 |
212.00 |
210.91 |
210.91 |
-4.79 |
55 |
566 |
-10 |
| Total Volume and Open Interest |
67,762 |
226,553 |
+2,645 |
| Gasoline(NYMEX) |
| Nov07 |
071008 |
204.38 |
204.52 |
198.00 |
200.02 |
-4.91 |
40,049 |
87,126 |
-192 |
| Dec07 |
071008 |
205.17 |
205.17 |
198.92 |
200.77 |
-4.71 |
16,687 |
33,689 |
+2,164 |
| Jan08 |
071008 |
206.40 |
206.40 |
200.73 |
202.62 |
-4.51 |
6,465 |
19,253 |
-194 |
| Feb08 |
071008 |
207.55 |
207.55 |
202.57 |
204.22 |
-4.46 |
1,880 |
10,265 |
+171 |
| Mar08 |
071008 |
209.00 |
209.00 |
205.19 |
205.82 |
-4.46 |
2,775 |
11,288 |
+331 |
| Apr08 |
071008 |
218.83 |
219.07 |
218.55 |
219.07 |
-4.46 |
1,270 |
11,516 |
+547 |
| May08 |
071008 |
219.47 |
219.47 |
219.47 |
219.47 |
-4.36 |
541 |
4,967 |
+21 |
| Jun08 |
071008 |
221.01 |
221.01 |
217.28 |
218.97 |
-4.31 |
931 |
5,798 |
+36 |
| Jul08 |
071008 |
217.52 |
217.52 |
217.52 |
217.52 |
-4.26 |
87 |
2,118 |
+45 |
| Aug08 |
071008 |
216.04 |
216.04 |
215.12 |
215.12 |
-4.21 |
53 |
759 |
+0 |
| Total Volume and Open Interest |
71,219 |
194,201 |
+3,186 |
| e-MiNY RBOB Gasoline(NYMEX) |
| Nov07 |
071008 |
200.02 |
200.02 |
200.02 |
200.02 |
-4.91 |
2 |
1 |
-2 |
| Dec07 |
071008 |
200.77 |
200.77 |
200.77 |
200.77 |
-4.71 |
0 |
2 |
+0 |
| Jan08 |
071008 |
202.62 |
202.62 |
202.62 |
202.62 |
-4.51 |
|
|
|
| Feb08 |
071008 |
204.22 |
204.22 |
204.22 |
204.22 |
-4.46 |
|
|
|
| Total Volume and Open Interest |
2 |
3 |
-2 |
| Natural Gas(NYM) |
| Nov07 |
071008 |
7.027 |
7.186 |
6.826 |
6.846 |
-0.227 |
43,951 |
123,108 |
-1,334 |
| Dec07 |
071008 |
7.750 |
7.896 |
7.635 |
7.661 |
-0.183 |
14,982 |
60,910 |
+1,040 |
| Jan08 |
071008 |
8.115 |
8.244 |
8.021 |
8.044 |
-0.175 |
10,857 |
60,695 |
+1,053 |
| Feb08 |
071008 |
8.190 |
8.259 |
8.056 |
8.072 |
-0.175 |
5,003 |
33,562 |
+613 |
| Mar08 |
071008 |
8.028 |
8.090 |
7.890 |
7.904 |
-0.175 |
7,272 |
42,840 |
-1,137 |
| Apr08 |
071008 |
7.603 |
7.690 |
7.516 |
7.529 |
-0.155 |
2,827 |
38,310 |
+526 |
| May08 |
071008 |
7.638 |
7.711 |
7.548 |
7.554 |
-0.153 |
3,016 |
29,302 |
+432 |
| Jun08 |
071008 |
7.700 |
7.785 |
7.629 |
7.629 |
-0.146 |
421 |
18,047 |
-5 |
| Jul08 |
071008 |
7.770 |
7.845 |
7.714 |
7.714 |
-0.138 |
195 |
12,898 |
+25 |
| Aug08 |
071008 |
7.810 |
7.935 |
7.784 |
7.784 |
-0.133 |
272 |
11,519 |
+48 |
| Sep08 |
071008 |
7.941 |
7.941 |
7.792 |
7.801 |
-0.133 |
247 |
9,709 |
+35 |
| Oct08 |
071008 |
7.933 |
7.958 |
7.874 |
7.874 |
-0.133 |
1,328 |
34,411 |
-455 |
| Nov08 |
071008 |
8.366 |
8.366 |
8.259 |
8.259 |
-0.133 |
66 |
20,170 |
+30 |
| Dec08 |
071008 |
8.789 |
8.789 |
8.634 |
8.634 |
-0.133 |
63 |
14,114 |
+17 |
| Jan09 |
071008 |
8.990 |
9.035 |
8.894 |
8.894 |
-0.128 |
665 |
33,009 |
+29 |
| Feb09 |
071008 |
8.930 |
8.930 |
8.894 |
8.894 |
-0.128 |
60 |
4,609 |
+30 |
| Total Volume and Open Interest |
93,422 |
753,873 |
+1,235 |
| Brent Crude Oil(ICE) |
| Nov07 |
071008 |
78.42 |
78.65 |
76.15 |
76.58 |
-2.32 |
80,012 |
84,259 |
+84,259 |
| Dec07 |
071008 |
78.20 |
78.42 |
75.95 |
76.35 |
-2.32 |
75,627 |
188,061 |
+188,061 |
| Jan08 |
071008 |
78.23 |
78.27 |
75.96 |
76.35 |
-2.26 |
32,773 |
86,004 |
+86,004 |
| Feb08 |
071008 |
78.04 |
78.09 |
75.86 |
76.27 |
-2.18 |
5,986 |
28,092 |
+28,092 |
| Mar08 |
071008 |
77.84 |
77.85 |
75.72 |
76.08 |
-2.16 |
5,401 |
20,200 |
+20,200 |
| Apr08 |
071008 |
77.59 |
77.65 |
75.81 |
75.91 |
-2.14 |
860 |
15,154 |
+15,154 |
| May08 |
071008 |
75.72 |
75.76 |
75.72 |
75.76 |
-2.07 |
413 |
11,591 |
+11,591 |
| Jun08 |
071008 |
77.24 |
77.24 |
75.50 |
75.61 |
-2.00 |
3,523 |
35,005 |
+35,005 |
| Jul08 |
071008 |
75.47 |
75.47 |
75.47 |
75.47 |
-1.96 |
66 |
6,390 |
+6,390 |
| Aug08 |
071008 |
75.32 |
75.32 |
75.32 |
75.32 |
-1.93 |
0 |
3,804 |
+3,804 |
| Sep08 |
071008 |
75.17 |
75.17 |
75.17 |
75.17 |
-1.88 |
0 |
3,668 |
+3,668 |
| Oct08 |
071008 |
75.02 |
75.02 |
75.02 |
75.02 |
-1.83 |
0 |
4,711 |
+4,711 |
| Nov08 |
071008 |
74.86 |
74.86 |
74.86 |
74.86 |
-1.79 |
0 |
10,887 |
+10,887 |
| Dec08 |
071008 |
76.10 |
76.10 |
74.27 |
74.70 |
-1.75 |
6,356 |
56,016 |
+56,016 |
| Total Volume and Open Interest |
219,971 |
658,380 |
+12,275 |
| Gas Oil(ICE) |
| Oct07 |
071008 |
688.50 |
692.75 |
671.00 |
676.00 |
-15.75 |
26,337 |
39,635 |
-2,577 |
| Nov07 |
071008 |
689.00 |
693.25 |
671.75 |
676.75 |
-15.50 |
41,713 |
91,798 |
+2,633 |
| Dec07 |
071008 |
689.00 |
693.75 |
672.25 |
677.50 |
-14.75 |
21,020 |
66,419 |
+2,663 |
| Jan08 |
071008 |
695.00 |
696.00 |
677.00 |
681.50 |
-14.25 |
10,567 |
44,232 |
+1,399 |
| Feb08 |
071008 |
689.75 |
689.75 |
676.25 |
677.75 |
-13.75 |
2,090 |
21,339 |
-189 |
| Mar08 |
071008 |
670.75 |
671.50 |
670.25 |
671.50 |
-13.50 |
994 |
11,145 |
+6 |
| Apr08 |
071008 |
663.75 |
664.50 |
663.25 |
664.25 |
-13.00 |
819 |
8,358 |
+471 |
| May08 |
071008 |
657.00 |
658.00 |
656.75 |
657.25 |
-12.75 |
746 |
11,500 |
+321 |
| Jun08 |
071008 |
654.75 |
654.75 |
651.75 |
653.50 |
-12.50 |
3,560 |
30,797 |
-291 |
| Jul08 |
071008 |
654.50 |
655.00 |
654.00 |
654.00 |
-12.25 |
105 |
4,638 |
+74 |
| Total Volume and Open Interest |
108,807 |
360,936 |
+4,271 |
| US Dollar Index(ICE) |
| Dec07 |
071008 |
78.255 |
78.570 |
78.255 |
78.550 |
+0.315 |
2,153 |
37,241 |
+53 |
| Mar08 |
071008 |
78.480 |
78.480 |
78.480 |
78.480 |
+0.315 |
3 |
2,822 |
-2 |
| Jun08 |
071008 |
78.450 |
78.450 |
78.450 |
78.450 |
+0.315 |
0 |
435 |
+0 |
| Total Volume and Open Interest |
2,156 |
40,498 |
+51 |
| Australian Dollar(CME) |
| Dec07 |
071005 |
88.55 |
89.78 |
88.38 |
89.45 |
+1.00 |
97 |
0 |
-101,524 |
| Mar08 |
071005 |
88.50 |
89.34 |
87.98 |
89.02 |
+1.00 |
|
|
|
| Jun08 |
071005 |
88.72 |
88.72 |
87.97 |
88.50 |
+1.00 |
|
|
|
| Total Volume and Open Interest |
42,521 |
102,013 |
+0 |
| British Pound(CME) |
| Dec07 |
071005 |
203.57 |
204.12 |
202.69 |
203.91 |
+0.45 |
724 |
0 |
-104,514 |
| Mar08 |
071005 |
202.94 |
203.60 |
202.25 |
203.41 |
+0.45 |
|
|
|
| Jun08 |
071005 |
202.90 |
203.01 |
201.91 |
202.90 |
+0.46 |
|
|
|
| Total Volume and Open Interest |
62,978 |
105,373 |
+0 |
| Canadian Dollar(CME) |
| Dec07 |
071005 |
100.35 |
102.25 |
100.23 |
101.94 |
+1.54 |
5 |
0 |
-145,472 |
| Mar08 |
071005 |
100.89 |
102.26 |
100.42 |
101.98 |
+1.53 |
4 |
0 |
-1,726 |
| Jun08 |
071005 |
102.01 |
102.25 |
101.44 |
102.01 |
+1.53 |
12 |
0 |
-717 |
| Sep08 |
071005 |
102.10 |
102.18 |
101.46 |
102.04 |
+1.53 |
|
|
|
| Total Volume and Open Interest |
34,359 |
148,976 |
+0 |
| Japanese Yen(CME) |
| Dec07 |
071005 |
86.64 |
86.67 |
85.97 |
86.23 |
-0.34 |
78,682 |
0 |
-198,186 |
| Mar08 |
071005 |
87.40 |
87.51 |
86.87 |
87.11 |
-0.32 |
14 |
0 |
-8,620 |
| Jun08 |
071005 |
87.93 |
88.25 |
87.87 |
87.93 |
-0.32 |
|
|
|
| Total Volume and Open Interest |
140,504 |
223,539 |
+0 |
| Swiss Franc(CME) |
| Dec07 |
071005 |
85.55 |
85.59 |
84.76 |
85.38 |
-0.10 |
36,771 |
0 |
-77,045 |
| Mar08 |
071005 |
85.96 |
85.99 |
85.27 |
85.85 |
-0.09 |
|
|
|
| Jun08 |
071005 |
86.25 |
86.30 |
85.82 |
86.25 |
-0.08 |
|
|
|
| Total Volume and Open Interest |
46,612 |
77,206 |
+0 |
| EuroFX(CME) |
| Dec07 |
071005 |
141.53 |
141.80 |
140.51 |
141.58 |
+0.21 |
162,191 |
0 |
-208,935 |
| Mar08 |
071005 |
141.70 |
141.92 |
140.67 |
141.73 |
+0.24 |
12 |
0 |
-1,321 |
| Jun08 |
071005 |
141.69 |
142.01 |
140.97 |
141.87 |
+0.29 |
|
|
|
| Total Volume and Open Interest |
161,758 |
210,453 |
+0 |
| Mexican Peso(CME) |
| Oct07 |
071005 |
921.5 |
921.5 |
921.5 |
921.5 |
+3.2 |
|
|
|
| Nov07 |
071005 |
919.5 |
919.5 |
919.5 |
919.5 |
+3.2 |
|
|
|
| Total Volume and Open Interest |
19,517 |
74,791 |
+0 |
| 30-Year T-Bonds(CBOT) |
| Dec07 |
071005 |
112~05 |
112~07 |
110~15 |
110~25 |
-1~10 |
284,817 |
914,980 |
+0 |
| Mar08 |
071005 |
111~11 |
111~30 |
110~18 |
110~23 |
-1~10 |
83 |
1,785 |
+0 |
| Jun08 |
071005 |
110~20 |
110~20 |
110~20 |
110~20 |
-1~10 |
45 |
282 |
+0 |
| Total Volume and Open Interest |
293,616 |
917,071 |
+0 |
| 10-Year T-Notes(CBOT) |
| Dec07 |
071005 |
109~215 |
109~225 |
108~210 |
108~245 |
-0~275 |
1,111,659 |
2,307,596 |
+0 |
| Mar08 |
071005 |
109~030 |
109~040 |
108~080 |
108~105 |
-0~275 |
18,616 |
95,543 |
+0 |
| Jun08 |
071005 |
107~315 |
107~315 |
107~315 |
107~315 |
-0~275 |
0 |
14 |
+0 |
| Total Volume and Open Interest |
1,147,178 |
2,403,153 |
+0 |
| 5-Year T-Notes(CBOT) |
| Dec07 |
071005 |
107~045 |
107~055 |
106~165 |
106~180 |
-0~175 |
6,613 |
1,634,048 |
+1,634,048 |
| Mar08 |
071005 |
106~130 |
106~130 |
106~130 |
106~130 |
-0~180 |
61 |
760 |
+0 |
| Jun08 |
071005 |
106~130 |
106~130 |
106~130 |
106~130 |
-0~180 |
|
|
|
| Total Volume and Open Interest |
498,337 |
1,634,808 |
+1,634,048 |
| 2 Year T-Notes(CBOT) |
| Dec07 |
071005 |
103~062 |
103~063 |
103~028 |
103~040 |
-0~020 |
1,528 |
914,679 |
+0 |
| Total Volume and Open Interest |
157,645 |
914,679 |
+0 |
| Eurodollars(CME) |
| Dec07 |
071005 |
95.050 |
95.060 |
94.950 |
94.980 |
-0.065 |
202,500 |
0 |
-1,543,488 |
| Mar08 |
071005 |
95.375 |
95.385 |
95.235 |
95.265 |
-0.110 |
2,835 |
0 |
-1,452,115 |
| Jun08 |
071005 |
95.555 |
95.560 |
95.395 |
95.430 |
-0.125 |
3,941 |
0 |
-1,336,326 |
| Sep08 |
071005 |
95.645 |
95.645 |
95.480 |
95.515 |
-0.125 |
1,043 |
0 |
-1,218,370 |
| Dec08 |
071005 |
95.645 |
95.650 |
95.490 |
95.525 |
-0.120 |
14,431 |
0 |
-1,266,425 |
| Mar09 |
071005 |
95.590 |
95.600 |
95.450 |
95.480 |
-0.115 |
9,208 |
0 |
-779,571 |
| Jun09 |
071005 |
95.505 |
95.505 |
95.350 |
95.380 |
-0.120 |
3,297 |
0 |
-510,944 |
| Sep09 |
071005 |
95.405 |
95.405 |
95.265 |
95.275 |
-0.125 |
5,971 |
0 |
-391,058 |
| Dec09 |
071005 |
95.305 |
95.305 |
95.175 |
95.175 |
-0.130 |
6,568 |
0 |
-267,572 |
| Mar10 |
071005 |
95.240 |
95.240 |
95.100 |
95.100 |
-0.135 |
3,993 |
0 |
-180,145 |
| Jun10 |
071005 |
95.165 |
95.165 |
95.020 |
95.030 |
-0.135 |
5,000 |
0 |
-137,425 |
| Sep10 |
071005 |
95.105 |
95.105 |
94.965 |
94.965 |
-0.140 |
4,513 |
0 |
-121,475 |
| Dec10 |
071005 |
95.035 |
95.045 |
94.890 |
94.890 |
-0.145 |
3,773 |
0 |
-103,212 |
| Mar11 |
071005 |
94.985 |
94.990 |
94.835 |
94.840 |
-0.145 |
2,711 |
0 |
-88,680 |
| Jun11 |
071005 |
94.930 |
94.940 |
94.780 |
94.785 |
-0.145 |
2,958 |
0 |
-88,167 |
| Sep11 |
071005 |
94.875 |
94.885 |
94.715 |
94.730 |
-0.145 |
4,093 |
0 |
-76,876 |
| Dec11 |
071005 |
94.820 |
94.820 |
94.660 |
94.670 |
-0.150 |
1,920 |
0 |
-54,978 |
| Mar12 |
071005 |
94.745 |
94.795 |
94.615 |
94.625 |
-0.155 |
2,861 |
0 |
-43,828 |
| Total Volume and Open Interest |
307,941 |
|
|
| 30 Day Federal Funds(CBOT) |
| Oct07 |
071005 |
3.515 |
3.515 |
3.515 |
3.515 |
-0.005 |
133 |
73,703 |
+0 |
| Nov07 |
071005 |
3.630 |
3.630 |
3.610 |
3.620 |
-0.060 |
761 |
111,675 |
+0 |
| Dec07 |
071005 |
3.735 |
3.735 |
3.715 |
3.720 |
-0.070 |
240 |
55,259 |
+0 |
| Jan08 |
071005 |
3.850 |
3.850 |
3.765 |
3.765 |
-0.085 |
330 |
42,843 |
+0 |
| Feb08 |
071005 |
3.920 |
3.920 |
3.835 |
3.835 |
-0.090 |
340 |
26,616 |
+0 |
| Mar08 |
071005 |
3.945 |
3.945 |
3.845 |
3.850 |
-0.095 |
210 |
3,703 |
+0 |
| Total Volume and Open Interest |
2,014 |
320,935 |
+0 |
| 30 Day Fed Funds(e-CBOT) |
| Oct07 |
071004 |
95.265 |
95.275 |
95.260 |
95.270 |
+0.010 |
19,415 |
0 |
+0 |
| Nov07 |
071004 |
95.415 |
95.435 |
95.410 |
95.425 |
+0.010 |
38,467 |
0 |
+0 |
| Dec07 |
071004 |
95.535 |
95.550 |
95.525 |
95.535 |
unch |
9,095 |
0 |
+0 |
| Jan08 |
071004 |
95.590 |
95.610 |
95.585 |
95.595 |
+0.005 |
8,135 |
0 |
+0 |
| Feb08 |
071004 |
95.675 |
95.690 |
95.665 |
95.665 |
-0.015 |
7,466 |
0 |
+0 |
| Mar08 |
071004 |
95.700 |
95.700 |
95.685 |
95.690 |
-0.010 |
1,191 |
0 |
+0 |
| Total Volume and Open Interest |
84,978 |
|
|
| 3-Mth Euro-Yen(CME) |
| Dec07 |
071005 |
99.12 |
99.12 |
99.12 |
99.12 |
-0.02 |
243 |
0 |
-17,529 |
| Mar08 |
071005 |
99.08 |
99.08 |
99.08 |
99.08 |
-0.02 |
593 |
0 |
-6,941 |
| Jun08 |
071005 |
99.04 |
99.04 |
99.04 |
99.04 |
-0.02 |
300 |
0 |
-3,667 |
| Sep08 |
071005 |
98.98 |
98.98 |
98.98 |
98.98 |
-0.02 |
|
|
|
| Dec08 |
071005 |
98.90 |
98.90 |
98.90 |
98.90 |
-0.01 |
|
|
|
| Mar09 |
071005 |
98.82 |
98.82 |
98.82 |
98.82 |
-0.01 |
|
|
|
| Jun09 |
071005 |
98.75 |
98.75 |
98.75 |
98.75 |
-0.01 |
|
|
|
| Sep09 |
071005 |
98.66 |
98.66 |
98.66 |
98.66 |
-0.01 |
|
|
|
| Dec09 |
071005 |
98.59 |
98.59 |
98.59 |
98.59 |
unch |
|
|
|
| Mar10 |
071005 |
98.53 |
98.53 |
98.53 |
98.53 |
unch |
|
|
|
| Total Volume and Open Interest |
1,136 |
|
|
| 3-Mth Euro-Yen(SGX) |
| Dec07 |
071008 |
99.12 |
99.12 |
99.11 |
99.11 |
-0.01 |
1,507 |
62,742 |
+62,742 |
| Mar08 |
071008 |
99.08 |
99.08 |
99.08 |
99.08 |
-0.01 |
370 |
41,186 |
+41,186 |
| Jun08 |
071008 |
99.03 |
99.04 |
99.03 |
99.04 |
-0.01 |
356 |
17,027 |
+17,027 |
| Sep08 |
071008 |
98.96 |
98.97 |
98.96 |
98.97 |
-0.01 |
149 |
18,567 |
+18,567 |
| Dec08 |
071008 |
98.89 |
98.89 |
98.89 |
98.89 |
-0.02 |
101 |
8,666 |
+8,666 |
| Mar09 |
071008 |
98.82 |
98.82 |
98.82 |
98.82 |
-0.01 |
3 |
4,863 |
+4,863 |
| Jun09 |
071008 |
98.74 |
98.74 |
98.74 |
98.74 |
-0.01 |
0 |
1,186 |
+1,186 |
| Sep09 |
071008 |
98.65 |
98.65 |
98.65 |
98.65 |
-0.01 |
0 |
200 |
+200 |
| Total Volume and Open Interest |
2,486 |
156,887 |
-3,820 |
| Japanese Gov't Bonds(SGX) |
| Dec07 |
070921 |
134.96 |
134.96 |
134.45 |
134.80 |
-0.54 |
2,671 |
43,249 |
+625 |
| Mar08 |
071005 |
134.75 |
134.75 |
134.75 |
134.75 |
+0.12 |
|
|
|
| Jun08 |
071005 |
134.75 |
134.75 |
134.75 |
134.75 |
+0.12 |
|
|
|
| Total Volume and Open Interest |
3,518 |
36,874 |
+499 |
| Euro-Bund(EUREX) |
| Dec07 |
071008 |
112.39 |
112.48 |
112.20 |
112.34 |
-0.07 |
1,063,505 |
1,400,270 |
-18,320 |
| Mar08 |
071008 |
112.82 |
112.87 |
112.76 |
112.76 |
-0.08 |
328 |
1,937 |
+150 |
| Jun08 |
071008 |
112.74 |
112.74 |
112.74 |
112.74 |
-0.07 |
|
|
|
| Total Volume and Open Interest |
1,063,833 |
1,402,207 |
-18,170 |
| Euro-Bobl(EUREX) |
| Dec07 |
071008 |
107.57 |
107.61 |
107.44 |
107.52 |
-0.05 |
563,980 |
1,098,548 |
+2,656 |
| Mar08 |
071008 |
107.67 |
107.67 |
107.67 |
107.67 |
-0.06 |
601 |
11,269 |
+407 |
| Jun08 |
071008 |
42.44 |
42.44 |
42.44 |
42.44 |
-0.05 |
|
|
|
| Total Volume and Open Interest |
564,581 |
1,109,817 |
+3,063 |
| 3-Mth Euribor(EUREX) |
| Dec07 |
071008 |
95.400 |
95.430 |
95.400 |
95.430 |
+0.015 |
2,197 |
25,607 |
-232 |
| Mar08 |
071008 |
95.620 |
95.645 |
95.615 |
95.645 |
+0.005 |
64 |
12,014 |
-33 |
| Jun08 |
071008 |
95.700 |
95.720 |
95.700 |
95.720 |
-0.005 |
186 |
5,160 |
+66 |
| Total Volume and Open Interest |
2,731 |
51,312 |
-64 |
| Long Gilt(LIFFE) |
| Dec07 |
071005 |
107~14 |
107~17 |
106~30 |
107~08 |
-0~02 |
86,230 |
0 |
-329,040 |
| Mar08 |
071008 |
107~11 |
107~11 |
107~11 |
107~11 |
0~00 |
|
|
|
| Total Volume and Open Interest |
98,540 |
348,041 |
+19,001 |
| 3-Mth Short Sterling(LIFFE) |
| Dec07 |
071008 |
93.92 |
93.92 |
93.88 |
93.89 |
-0.02 |
122,966 |
491,938 |
+491,938 |
| Mar08 |
071008 |
94.19 |
94.19 |
94.14 |
94.16 |
-0.04 |
89,148 |
525,418 |
+525,418 |
| Jun08 |
071008 |
94.36 |
94.41 |
94.30 |
94.31 |
-0.05 |
111,542 |
494,947 |
+494,947 |
| Sep08 |
071008 |
94.45 |
94.45 |
94.37 |
94.38 |
-0.07 |
84,408 |
349,384 |
+349,384 |
| Dec08 |
071008 |
94.48 |
94.49 |
94.40 |
94.41 |
-0.08 |
61,161 |
309,178 |
+309,178 |
| Mar09 |
071008 |
94.48 |
94.50 |
94.42 |
94.43 |
-0.07 |
33,505 |
215,494 |
+215,494 |
| Total Volume and Open Interest |
556,015 |
2,687,732 |
+2,400 |
| 3-Mth Euribor(LIFFE) |
| Dec07 |
071008 |
95.420 |
95.430 |
95.400 |
95.425 |
+0.010 |
191,768 |
860,085 |
-16,889 |
| Mar08 |
071008 |
95.630 |
95.650 |
95.610 |
95.645 |
+0.010 |
193,216 |
625,095 |
-1,425 |
| Jun08 |
071008 |
95.715 |
95.730 |
95.690 |
95.720 |
unch |
168,813 |
441,333 |
+989 |
| Total Volume and Open Interest |
1,036,228 |
3,569,034 |
+1,995 |
| 3-Mth Aus T-Bills(SFE) |
| Dec07 |
071008 |
92.99 |
92.99 |
92.90 |
92.95 |
-0.05 |
7,411 |
385,734 |
+385,734 |
| Mar08 |
071008 |
92.92 |
92.92 |
92.85 |
92.87 |
-0.06 |
8,204 |
215,823 |
+215,823 |
| Jun08 |
071008 |
92.91 |
92.91 |
92.83 |
92.84 |
-0.07 |
3,644 |
111,879 |
+111,879 |
| Sep08 |
071008 |
92.93 |
92.93 |
92.84 |
92.86 |
-0.07 |
2,257 |
74,302 |
+74,302 |
| Dec08 |
071008 |
92.97 |
92.97 |
92.87 |
92.89 |
-0.08 |
1,283 |
45,899 |
+45,899 |
| Mar09 |
071008 |
92.90 |
92.92 |
92.90 |
92.92 |
-0.07 |
2,476 |
38,063 |
+38,063 |
| Jun09 |
071008 |
92.93 |
92.94 |
92.92 |
92.93 |
-0.07 |
1,549 |
26,596 |
+26,596 |
| Sep09 |
071008 |
92.93 |
92.93 |
92.93 |
92.93 |
-0.06 |
644 |
5,819 |
+5,819 |
| Dec09 |
071008 |
92.91 |
92.92 |
92.91 |
92.92 |
-0.06 |
1 |
614 |
+614 |
| Mar10 |
071008 |
92.92 |
92.92 |
92.92 |
92.92 |
-0.06 |
0 |
171 |
+171 |
| Total Volume and Open Interest |
27,469 |
904,913 |
+10,924 |
| 10-Year Aus T-Bonds(SFE) |
| Dec07 |
071004 |
93.78 |
93.85 |
93.78 |
93.83 |
-0.01 |
42,896 |
461,740 |
+15,812 |
| Mar08 |
071008 |
93.76 |
93.76 |
93.76 |
93.76 |
-0.08 |
|
|
|
| Total Volume and Open Interest |
25,844 |
470,662 |
+9,333 |
| 3-Year Aus T-Bonds(SFE) |
| Dec07 |
071004 |
93.46 |
93.52 |
93.46 |
93.51 |
0.00 |
89,844 |
620,525 |
+44,294 |
| Mar08 |
071008 |
93.44 |
93.44 |
93.44 |
93.44 |
-0.07 |
|
|
|
| Total Volume and Open Interest |
65,681 |
603,043 |
-39,601 |
| Gold(CMX) |
| Oct07 |
071008 |
735.2 |
737.0 |
732.4 |
732.8 |
-8.5 |
17 |
605 |
-8 |
| Dec07 |
071008 |
747.5 |
748.5 |
736.7 |
738.7 |
-8.5 |
132,488 |
299,568 |
+4,848 |
| Feb08 |
071008 |
753.0 |
754.8 |
743.5 |
745.0 |
-8.6 |
4,941 |
29,559 |
+2,229 |
| Apr08 |
071008 |
760.3 |
760.3 |
751.0 |
751.0 |
-8.6 |
4,883 |
17,750 |
-4,539 |
| Jun08 |
071008 |
764.5 |
764.6 |
756.9 |
757.1 |
-8.6 |
4,875 |
17,087 |
-2,222 |
| Aug08 |
071008 |
762.9 |
762.9 |
762.9 |
762.9 |
-8.7 |
172 |
17,590 |
+109 |
| Oct08 |
071008 |
768.7 |
768.7 |
768.7 |
768.7 |
-8.7 |
0 |
3,140 |
+0 |
| Dec08 |
071008 |
784.7 |
784.7 |
774.1 |
774.5 |
-8.7 |
2,663 |
14,240 |
-1,260 |
| Feb09 |
071008 |
780.5 |
780.5 |
780.5 |
780.5 |
-8.8 |
2,915 |
14,017 |
-1,335 |
| Apr09 |
071008 |
786.2 |
786.2 |
786.2 |
786.2 |
-8.9 |
2,815 |
4,739 |
+2,695 |
| Jun09 |
071008 |
792.2 |
792.2 |
792.2 |
792.2 |
-9.0 |
2,000 |
10,632 |
-1,999 |
| Aug09 |
071008 |
798.3 |
798.3 |
798.3 |
798.3 |
-9.0 |
|
|
|
| Total Volume and Open Interest |
158,053 |
442,640 |
-1,272 |
| Silver(CMX) |
| Dec07 |
071008 |
1352.0 |
1354.5 |
1332.5 |
1336.0 |
-13.0 |
23,612 |
78,432 |
+899 |
| Mar08 |
071008 |
1369.0 |
1371.0 |
1352.0 |
1353.6 |
-13.1 |
268 |
12,378 |
+152 |
| May08 |
071008 |
1381.5 |
1381.5 |
1364.7 |
1364.7 |
-13.2 |
87 |
5,235 |
-4 |
| Jul08 |
071008 |
1374.9 |
1374.9 |
1374.9 |
1374.9 |
-13.3 |
158 |
5,234 |
-2 |
| Sep08 |
071008 |
1401.5 |
1401.5 |
1385.1 |
1385.1 |
-13.4 |
370 |
1,445 |
-30 |
| Dec08 |
071008 |
1405.0 |
1405.0 |
1400.0 |
1400.3 |
-13.7 |
17 |
6,188 |
-11 |
| Mar09 |
071008 |
1415.7 |
1415.7 |
1415.7 |
1415.7 |
-13.8 |
0 |
212 |
+0 |
| Total Volume and Open Interest |
24,594 |
118,239 |
+1,024 |
| Platinum(NYMEX) |
| Oct07 |
071008 |
1372.7 |
1375.2 |
1372.0 |
1375.2 |
-14.6 |
36 |
191 |
-25 |
| Jan08 |
071008 |
1387.0 |
1387.0 |
1364.1 |
1373.2 |
-14.6 |
1,760 |
14,828 |
+548 |
| Apr08 |
071008 |
1382.2 |
1382.2 |
1382.2 |
1382.2 |
-14.6 |
1 |
35 |
-1 |
| Total Volume and Open Interest |
1,797 |
15,054 |
+522 |
| Palladium(NYMEX) |
| Dec07 |
071008 |
369.00 |
370.75 |
360.25 |
364.85 |
-4.65 |
2,184 |
12,736 |
-107 |
| Mar08 |
071008 |
369.55 |
369.55 |
369.55 |
369.55 |
-4.65 |
316 |
1,068 |
+131 |
| Jun08 |
071008 |
372.80 |
372.80 |
372.80 |
372.80 |
-4.65 |
269 |
1,265 |
-44 |
| Total Volume and Open Interest |
2,769 |
15,866 |
-20 |
| Copper(CMX) |
| Dec07 |
071008 |
373.45 |
376.00 |
358.10 |
361.30 |
-11.25 |
9,932 |
61,369 |
+626 |
| Mar08 |
071008 |
372.85 |
372.85 |
359.00 |
360.30 |
-10.50 |
1,076 |
10,769 |
-287 |
| May08 |
071008 |
357.80 |
357.80 |
357.10 |
357.10 |
-9.80 |
153 |
3,138 |
+70 |
| Jul08 |
071008 |
353.00 |
353.00 |
353.00 |
353.00 |
-9.30 |
110 |
1,381 |
+87 |
| Sep08 |
071008 |
347.90 |
348.40 |
347.90 |
348.40 |
-8.90 |
17 |
543 |
+13 |
| Total Volume and Open Interest |
12,176 |
85,787 |
+687 |
| Aluminum(CMX) |
| Oct07 |
071008 |
1.05 |
1.05 |
1.05 |
1.05 |
-0.02 |
|
|
|
| Nov07 |
071008 |
1.06 |
1.06 |
1.06 |
1.06 |
-0.02 |
0 |
40 |
+40 |
| Dec07 |
071008 |
1.07 |
1.07 |
1.07 |
1.07 |
-0.01 |
0 |
154 |
+154 |
| Jan08 |
071008 |
1.07 |
1.07 |
1.07 |
1.07 |
-0.01 |
|
|
|
| Feb08 |
071008 |
1.07 |
1.07 |
1.07 |
1.07 |
-0.01 |
|
|
|
| Mar08 |
071008 |
1.07 |
1.07 |
1.07 |
1.07 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
0 |
194 |
+0 |
| DJIA Index(CBOT) |
| Dec07 |
071008 |
14149 |
14164 |
14085 |
14112 |
-44 |
2,003 |
29,305 |
+1,719 |
| Mar08 |
071008 |
14220 |
14220 |
14210 |
14210 |
-44 |
0 |
24 |
+0 |
| Jun08 |
071008 |
14300 |
14300 |
14293 |
14293 |
-44 |
|
|
|
| Total Volume and Open Interest |
2,003 |
29,329 |
+1,719 |
| S & P 500(CME) |
| Dec07 |
071008 |
1570.30 |
1570.50 |
1560.00 |
1562.70 |
-8.00 |
23,667 |
572,786 |
+572,786 |
| Mar08 |
071008 |
1574.00 |
1574.30 |
1573.30 |
1574.30 |
-8.00 |
138 |
8,149 |
+8,149 |
| Jun08 |
071008 |
1585.30 |
1587.30 |
1584.30 |
1585.30 |
-8.00 |
119 |
944 |
+944 |
| Sep08 |
071008 |
1596.10 |
1598.10 |
1595.10 |
1596.10 |
-8.00 |
0 |
40 |
+40 |
| Total Volume and Open Interest |
23,924 |
585,167 |
-538 |
| S & P 500 E-Mini(Globex) |
| Dec07 |
071008 |
1570.25 |
1570.50 |
1559.75 |
1562.75 |
-8.00 |
925,288 |
1,873,495 |
+1,873,495 |
| Mar08 |
071008 |
1579.50 |
1580.25 |
1571.50 |
1574.25 |
-8.00 |
805 |
3,042 |
+3,042 |
| Total Volume and Open Interest |
926,093 |
1,876,538 |
+9,574 |
| NASDAQ 100(CME) |
| Dec07 |
071008 |
2170.00 |
2182.80 |
2164.50 |
2180.30 |
+9.50 |
2,837 |
45,926 |
+45,926 |
| Mar08 |
071008 |
2203.50 |
2203.50 |
2203.00 |
2203.50 |
+9.50 |
0 |
1 |
+1 |
| Jun08 |
071008 |
2230.50 |
2230.50 |
2230.00 |
2230.50 |
+9.50 |
|
|
|
| Total Volume and Open Interest |
2,837 |
45,927 |
-57 |
| NASDAQ 100 E-Mini(Globex) |
| Dec07 |
071008 |
2170.80 |
2183.00 |
2164.00 |
2180.30 |
+9.50 |
215,217 |
385,181 |
+385,181 |
| Mar08 |
071008 |
2180.00 |
2206.80 |
2180.00 |
2203.50 |
+9.50 |
28 |
69 |
+69 |
| Total Volume and Open Interest |
215,245 |
385,250 |
+4,575 |
| S & P Midcap 400(CME) |
| Dec07 |
071008 |
919.50 |
924.50 |
914.50 |
916.20 |
-6.30 |
41 |
5,520 |
+5,520 |
| Mar08 |
071008 |
926.30 |
927.60 |
926.30 |
926.30 |
-6.30 |
|
|
|
| Jun08 |
071008 |
936.00 |
937.30 |
936.00 |
936.00 |
-6.30 |
|
|
|
| Total Volume and Open Interest |
41 |
5,520 |
-7 |
| Russell 2000(CME) |
| Dec07 |
071008 |
848.85 |
850.00 |
842.00 |
844.40 |
-5.80 |
920 |
31,568 |
+31,568 |
| Mar08 |
071008 |
850.20 |
850.30 |
850.20 |
850.20 |
-5.80 |
0 |
23 |
+23 |
| Jun08 |
071008 |
856.70 |
856.80 |
856.70 |
856.70 |
-5.80 |
|
|
|
| Total Volume and Open Interest |
920 |
31,601 |
-176 |
| Russell 2000 E-Mini(Globex) |
| Dec07 |
071008 |
850.00 |
850.80 |
841.30 |
844.40 |
-5.80 |
124,986 |
568,673 |
+568,673 |
| Mar08 |
071008 |
849.80 |
856.40 |
847.50 |
850.20 |
-5.80 |
13 |
213 |
+213 |
| Jun08 |
071008 |
856.70 |
860.60 |
855.50 |
856.70 |
-5.80 |
|
|
|
| Total Volume and Open Interest |
124,999 |
568,886 |
-2,895 |
| Value Line(KCBT) |
| Dec07 |
071008 |
2242.00 |
2242.00 |
2242.00 |
2242.00 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Nikkei 225(CME) |
| Dec07 |
071005 |
17120 |
17180 |
17060 |
17110 |
+25 |
58,862 |
231,179 |
+3,270 |
| Mar08 |
071005 |
17150 |
17200 |
17105 |
17115 |
-25 |
84 |
552 |
-39 |
| Total Volume and Open Interest |
58,948 |
231,957 |
+3,292 |
| Nikkei 225(SGX) |
| Dec07 |
071005 |
17120 |
17180 |
17060 |
17110 |
+25 |
58,862 |
231,179 |
+3,270 |
| Mar08 |
071005 |
17150 |
17200 |
17105 |
17115 |
-25 |
84 |
552 |
-39 |
| Jun08 |
071005 |
17060 |
17060 |
17060 |
17060 |
-30 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
58,948 |
231,957 |
+3,292 |
| CAC 40(EURONEXT) |
| Oct07 |
071008 |
5853.0 |
5863.5 |
5822.0 |
5835.0 |
-14.0 |
93,744 |
432,674 |
+432,674 |
| Nov07 |
071008 |
5852.5 |
5859.5 |
5840.0 |
5840.5 |
-14.5 |
159 |
2,184 |
+2,184 |
| Dec07 |
071008 |
5881.5 |
5889.5 |
5852.5 |
5864.0 |
-14.0 |
3,567 |
44,081 |
+44,081 |
| Total Volume and Open Interest |
97,495 |
479,779 |
+16,418 |
| Hang Seng Index(HKFE) |
| Oct07 |
071008 |
28415 |
28500 |
27644 |
27790 |
-134 |
82,159 |
115,072 |
-513 |
| Nov07 |
071008 |
28522 |
28526 |
27708 |
27831 |
-136 |
767 |
1,075 |
+224 |
| Dec07 |
071008 |
28679 |
28679 |
27891 |
27930 |
-149 |
288 |
10,861 |
-119 |
| Total Volume and Open Interest |
83,270 |
127,488 |
-383 |
| DAX(EUREX) |
| Dec07 |
071008 |
8064.0 |
8081.0 |
8021.5 |
8043.0 |
-18.5 |
125,388 |
233,028 |
+6,670 |
| Mar08 |
071008 |
8155.0 |
8156.0 |
8115.0 |
8129.5 |
-18.5 |
371 |
6,488 |
+80 |
| Jun08 |
071008 |
8236.0 |
8236.0 |
8217.5 |
8217.5 |
-18.5 |
348 |
606 |
+199 |
| Total Volume and Open Interest |
126,107 |
240,122 |
+6,949 |
| FT-SE 100(EURONEXT) |
| Dec07 |
071008 |
6654.50 |
6658.50 |
6578.50 |
6608.00 |
-23.00 |
109,543 |
481,747 |
+481,747 |
| Mar08 |
071008 |
6670.00 |
6670.00 |
6606.00 |
6630.50 |
-23.00 |
125 |
4,048 |
+4,048 |
| Jun08 |
071008 |
6665.00 |
6665.00 |
6665.00 |
6665.00 |
-23.00 |
2 |
13 |
+13 |
| Total Volume and Open Interest |
109,670 |
485,808 |
+2,681 |
| SPI 200(SFE) |
| Dec07 |
071008 |
91.4 |
182.4 |
91.4 |
126.4 |
+29.0 |
14,203 |
265,191 |
+265,191 |
| Mar08 |
071008 |
191.4 |
191.4 |
139.4 |
139.4 |
+29.0 |
13 |
1,452 |
+1,452 |
| Jun08 |
071008 |
190.4 |
190.4 |
190.4 |
190.4 |
+29.0 |
0 |
1,351 |
+1,351 |
| Total Volume and Open Interest |
14,216 |
269,034 |
+2,144 |
| GSCI(CME) |
| Oct07 |
071008 |
534.80 |
534.80 |
526.00 |
527.30 |
-13.50 |
200 |
21,983 |
+21,983 |
| Nov07 |
071008 |
536.00 |
536.50 |
529.00 |
530.50 |
-13.20 |
17 |
219 |
+219 |
| Dec07 |
071008 |
533.00 |
533.00 |
533.00 |
533.00 |
-14.00 |
|
|
|
| Total Volume and Open Interest |
217 |
22,202 |
+74 |
| RJ/CRB Index(ICE) |
| Nov07 |
071004 |
441.75 |
445.25 |
440.50 |
445.25 |
+2.25 |
10 |
714 |
-1 |
| Jan08 |
071004 |
441.25 |
446.25 |
441.25 |
446.25 |
+3.25 |
7 |
414 |
-4 |
| Feb08 |
071004 |
441.00 |
445.25 |
441.00 |
445.25 |
+4.25 |
0 |
220 |
+0 |
| Total Volume and Open Interest |
17 |
1,382 |
-5 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|