|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Fri October 26, 2007 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov07 |
071026 |
1005.00 |
1007.00 |
994.00 |
995.50 |
+0.75 |
8,022 |
98,632 |
-4,191 |
| Jan08 |
071026 |
1024.00 |
1025.00 |
1012.00 |
1013.25 |
+0.75 |
12,464 |
257,515 |
+14,564 |
| Mar08 |
071026 |
1037.50 |
1038.50 |
1027.00 |
1027.50 |
+0.75 |
3,673 |
74,512 |
+3,222 |
| May08 |
071026 |
1039.00 |
1041.00 |
1030.00 |
1031.00 |
+2.00 |
417 |
39,185 |
+273 |
| Jul08 |
071026 |
1046.00 |
1048.00 |
1033.00 |
1034.50 |
-1.50 |
2,404 |
48,065 |
+1,457 |
| Aug08 |
071026 |
1034.00 |
1034.00 |
1025.00 |
1025.00 |
+1.00 |
32 |
1,485 |
+21 |
| Sep08 |
071026 |
992.00 |
992.00 |
992.00 |
992.00 |
+4.00 |
171 |
933 |
+65 |
| Total Volume and Open Interest |
29,141 |
609,197 |
+16,165 |
| Soybean Meal(CBOT) |
| Dec07 |
071026 |
282.00 |
283.00 |
277.50 |
277.80 |
-1.70 |
9,741 |
94,344 |
-640 |
| Jan08 |
071026 |
285.00 |
285.20 |
280.50 |
280.60 |
-1.80 |
3,370 |
29,083 |
+1,144 |
| Mar08 |
071026 |
289.50 |
289.50 |
284.80 |
284.90 |
-1.60 |
3,959 |
36,753 |
+1,175 |
| May08 |
071026 |
289.00 |
289.00 |
285.00 |
285.00 |
-1.50 |
740 |
28,079 |
+243 |
| Jul08 |
071026 |
289.00 |
289.50 |
285.00 |
285.80 |
-1.20 |
970 |
26,609 |
+30 |
| Aug08 |
071026 |
284.00 |
284.00 |
279.50 |
279.50 |
-1.00 |
124 |
4,653 |
-18 |
| Sep08 |
071026 |
276.00 |
276.00 |
272.00 |
272.00 |
-1.00 |
378 |
4,458 |
+123 |
| Oct08 |
071026 |
262.50 |
262.50 |
260.00 |
260.30 |
-1.20 |
157 |
2,743 |
+215 |
| Total Volume and Open Interest |
20,206 |
238,137 |
+2,709 |
| Soybean Oil(CBOT) |
| Dec07 |
071026 |
41.48 |
41.50 |
41.25 |
41.38 |
+0.46 |
5,546 |
107,375 |
+41 |
| Jan08 |
071026 |
41.95 |
41.95 |
41.75 |
41.86 |
+0.51 |
1,912 |
82,250 |
+2,087 |
| Mar08 |
071026 |
42.34 |
42.42 |
42.24 |
42.38 |
+0.54 |
988 |
36,796 |
+721 |
| May08 |
071026 |
42.70 |
42.82 |
42.62 |
42.78 |
+0.58 |
480 |
17,308 |
-88 |
| Jul08 |
071026 |
42.90 |
43.25 |
42.90 |
43.22 |
+0.68 |
557 |
17,349 |
-84 |
| Aug08 |
071026 |
43.10 |
43.15 |
43.02 |
43.15 |
+0.63 |
5 |
2,549 |
+2 |
| Sep08 |
071026 |
43.20 |
43.30 |
43.10 |
43.30 |
+0.75 |
157 |
2,320 |
+85 |
| Oct08 |
071026 |
42.90 |
43.05 |
42.90 |
43.05 |
+0.58 |
92 |
2,822 |
+114 |
| Total Volume and Open Interest |
11,729 |
286,319 |
+3,639 |
| Canola(WCE) |
| Nov07 |
071026 |
431.0 |
433.6 |
430.5 |
431.0 |
+0.8 |
7,195 |
8,333 |
-5,212 |
| Jan08 |
071026 |
441.9 |
446.5 |
441.9 |
443.6 |
+0.4 |
13,362 |
80,559 |
+4,098 |
| Mar08 |
071026 |
450.5 |
456.1 |
450.5 |
453.9 |
unch |
1,702 |
8,492 |
+565 |
| May08 |
071026 |
463.5 |
465.7 |
462.9 |
464.5 |
+1.6 |
1,476 |
5,757 |
+470 |
| Jul08 |
071026 |
469.2 |
471.0 |
468.8 |
469.6 |
+1.4 |
2,107 |
6,514 |
+936 |
| Total Volume and Open Interest |
26,776 |
122,529 |
+1,517 |
| Corn(CBOT) |
| Dec07 |
071026 |
370.00 |
374.50 |
370.00 |
372.00 |
+5.75 |
9,874 |
547,207 |
-1,297 |
| Mar08 |
071026 |
386.50 |
391.00 |
386.50 |
388.75 |
+5.75 |
5,002 |
213,280 |
+2,677 |
| May08 |
071026 |
397.00 |
400.50 |
397.00 |
399.00 |
+6.50 |
842 |
56,959 |
+1,120 |
| Jul08 |
071026 |
406.00 |
409.00 |
406.00 |
407.50 |
+5.50 |
1,901 |
111,838 |
+625 |
| Sep08 |
071026 |
412.50 |
414.50 |
411.75 |
413.50 |
+5.50 |
83 |
19,500 |
+153 |
| Dec08 |
071026 |
418.25 |
422.00 |
418.00 |
419.75 |
+4.50 |
2,771 |
177,306 |
+1,787 |
| Total Volume and Open Interest |
20,710 |
1,176,535 |
+5,727 |
| Wheat(CBOT) |
| Dec07 |
071026 |
808.00 |
809.00 |
795.00 |
800.00 |
-2.00 |
6,113 |
193,024 |
-1,145 |
| Mar08 |
071026 |
828.00 |
828.50 |
815.00 |
822.00 |
+0.75 |
3,375 |
88,328 |
+1,778 |
| May08 |
071026 |
787.00 |
788.00 |
782.00 |
784.50 |
+4.00 |
579 |
14,710 |
+367 |
| Jul08 |
071026 |
670.00 |
679.00 |
666.00 |
677.00 |
+14.50 |
1,905 |
73,701 |
+237 |
| Sep08 |
071026 |
676.50 |
688.00 |
676.50 |
688.00 |
+17.50 |
887 |
10,454 |
+805 |
| Total Volume and Open Interest |
13,261 |
413,890 |
+2,288 |
| Wheat(KCBT) |
| Dec07 |
071026 |
830.00 |
833.00 |
820.00 |
827.50 |
+2.50 |
6,844 |
69,620 |
-1,097 |
| Mar08 |
071026 |
840.00 |
841.00 |
829.00 |
837.00 |
+2.50 |
3,601 |
36,954 |
+973 |
| May08 |
071026 |
803.00 |
804.00 |
792.00 |
793.00 |
-4.50 |
502 |
2,157 |
+244 |
| Jul08 |
071026 |
675.00 |
687.25 |
675.00 |
686.00 |
+17.00 |
1,119 |
20,774 |
-4 |
| Sep08 |
071026 |
680.00 |
688.00 |
677.00 |
686.00 |
+14.50 |
189 |
3,543 |
+86 |
| Total Volume and Open Interest |
12,383 |
137,329 |
+269 |
| Wheat(MGE) |
| Dec07 |
071026 |
826.00 |
830.00 |
818.00 |
827.00 |
+5.00 |
2,510 |
26,488 |
-529 |
| Mar08 |
071026 |
834.00 |
834.00 |
824.00 |
829.00 |
+3.00 |
2,886 |
28,757 |
+115 |
| May08 |
071026 |
812.00 |
817.00 |
801.00 |
807.00 |
+3.00 |
294 |
2,690 |
+63 |
| Jul08 |
071026 |
744.00 |
745.00 |
739.00 |
739.00 |
-1.00 |
106 |
1,856 |
-32 |
| Sep08 |
071026 |
688.00 |
698.00 |
683.00 |
698.00 |
+15.00 |
98 |
3,383 |
+40 |
| Total Volume and Open Interest |
6,070 |
66,754 |
-361 |
| Oats(CBOT) |
| Dec07 |
071026 |
281.25 |
282.75 |
278.50 |
278.50 |
+0.50 |
376 |
10,803 |
+22 |
| Mar08 |
071026 |
294.00 |
295.00 |
291.00 |
291.00 |
+1.00 |
562 |
3,287 |
+108 |
| May08 |
071026 |
299.00 |
303.00 |
299.00 |
299.00 |
+1.00 |
147 |
274 |
+73 |
| Jul08 |
071026 |
297.00 |
297.00 |
297.00 |
297.00 |
-1.00 |
0 |
75 |
+0 |
| Total Volume and Open Interest |
1,093 |
14,499 |
+206 |
| Rough Rice(CBOT) |
| Nov07 |
071026 |
11.61 |
11.65 |
11.61 |
11.65 |
+0.05 |
1,214 |
4,709 |
-722 |
| Jan08 |
071026 |
11.97 |
12.00 |
11.95 |
12.00 |
+0.06 |
1,451 |
8,663 |
+550 |
| Mar08 |
071026 |
12.30 |
12.32 |
12.30 |
12.31 |
+0.05 |
568 |
2,787 |
+205 |
| May08 |
071026 |
12.52 |
12.52 |
12.52 |
12.52 |
+0.07 |
0 |
287 |
+0 |
| Total Volume and Open Interest |
3,233 |
17,823 |
+38 |
| Live Cattle(CME) |
| Oct07 |
071026 |
95.500 |
95.550 |
93.950 |
94.385 |
-1.015 |
1,118 |
3,970 |
-570 |
| Dec07 |
071026 |
96.300 |
96.450 |
95.100 |
95.135 |
-1.115 |
8,627 |
118,273 |
+9 |
| Feb08 |
071026 |
98.050 |
98.250 |
97.150 |
97.330 |
-0.720 |
3,731 |
51,357 |
+300 |
| Apr08 |
071026 |
97.850 |
98.000 |
97.150 |
97.300 |
-0.500 |
1,994 |
32,936 |
-689 |
| Jun08 |
071026 |
94.300 |
94.450 |
93.600 |
94.000 |
-0.385 |
450 |
15,669 |
+114 |
| Aug08 |
071026 |
94.500 |
94.700 |
93.750 |
93.885 |
-0.650 |
807 |
7,668 |
+272 |
| Total Volume and Open Interest |
16,801 |
233,872 |
-538 |
| Feeder Cattle(CME) |
| Nov07 |
071026 |
110.150 |
110.250 |
108.500 |
109.050 |
-1.400 |
902 |
5,738 |
-179 |
| Jan08 |
071026 |
109.700 |
109.750 |
107.900 |
108.200 |
-1.585 |
1,225 |
12,859 |
+162 |
| Mar08 |
071026 |
109.700 |
109.750 |
108.250 |
108.785 |
-1.295 |
238 |
2,617 |
+142 |
| Apr08 |
071026 |
111.700 |
111.700 |
110.385 |
110.900 |
-0.985 |
90 |
1,182 |
+52 |
| May08 |
071026 |
112.850 |
112.850 |
111.980 |
112.330 |
-0.820 |
198 |
1,963 |
+159 |
| Aug08 |
071026 |
113.680 |
113.680 |
112.550 |
112.950 |
-0.750 |
32 |
704 |
+17 |
| Sep08 |
071026 |
113.000 |
113.050 |
112.500 |
112.500 |
-0.700 |
12 |
44 |
+12 |
| Total Volume and Open Interest |
2,983 |
25,107 |
-1,159 |
| Lean Hogs(CME) |
| Dec07 |
071026 |
54.900 |
55.000 |
54.150 |
54.535 |
-0.065 |
9,052 |
93,338 |
-189 |
| Feb08 |
071026 |
62.050 |
62.200 |
60.800 |
61.485 |
-0.165 |
7,161 |
38,938 |
-614 |
| Apr08 |
071026 |
65.900 |
65.950 |
64.600 |
65.050 |
-0.335 |
3,593 |
23,424 |
+378 |
| May08 |
071026 |
71.000 |
71.475 |
70.500 |
71.430 |
+0.100 |
87 |
2,046 |
+21 |
| Jun08 |
071026 |
74.200 |
74.250 |
73.330 |
74.150 |
+0.015 |
1,182 |
14,333 |
+68 |
| Jul08 |
071026 |
73.550 |
73.600 |
72.600 |
73.535 |
-0.100 |
231 |
3,993 |
-17 |
| Aug08 |
071026 |
71.400 |
71.850 |
71.050 |
71.650 |
+0.150 |
641 |
2,434 |
+322 |
| Oct08 |
071026 |
65.430 |
66.000 |
65.300 |
65.700 |
+0.200 |
1,076 |
3,027 |
+613 |
| Total Volume and Open Interest |
23,410 |
181,978 |
+897 |
| Pork Bellies(CME) |
| Feb08 |
071026 |
81.000 |
83.535 |
81.000 |
83.535 |
+3.000 |
111 |
1,242 |
+4 |
| Mar08 |
071026 |
81.600 |
83.535 |
81.600 |
82.950 |
+2.415 |
0 |
181 |
+0 |
| May08 |
071026 |
84.800 |
84.800 |
84.000 |
84.000 |
+2.200 |
0 |
143 |
+0 |
| Jul08 |
071026 |
84.000 |
84.000 |
84.000 |
84.000 |
+0.450 |
1 |
107 |
-1 |
| Aug08 |
071026 |
86.250 |
86.250 |
84.300 |
84.300 |
+1.050 |
0 |
39 |
+0 |
| Total Volume and Open Interest |
112 |
1,712 |
+3 |
| Class III Milk(CME) |
| Oct07 |
071026 |
18.61 |
18.62 |
18.61 |
18.62 |
+0.05 |
60 |
3,709 |
-12 |
| Nov07 |
071026 |
18.47 |
18.73 |
18.47 |
18.73 |
+0.43 |
405 |
4,369 |
+143 |
| Dec07 |
071026 |
17.57 |
17.90 |
17.57 |
17.90 |
+0.45 |
185 |
3,699 |
+56 |
| Jan08 |
071026 |
16.70 |
16.91 |
16.70 |
16.91 |
+0.37 |
91 |
2,360 |
+24 |
| Feb08 |
071026 |
16.15 |
16.37 |
16.15 |
16.37 |
+0.29 |
86 |
2,180 |
+6 |
| Total Volume and Open Interest |
1,143 |
32,240 |
+396 |
| Cocoa(ICE) |
| Dec07 |
071026 |
1828 |
1940 |
1828 |
1911 |
+85 |
4,043 |
52,705 |
+122 |
| Mar08 |
071026 |
1840 |
1895 |
1840 |
1895 |
+64 |
2,046 |
40,731 |
+971 |
| May08 |
071026 |
1898 |
1898 |
1898 |
1898 |
+64 |
700 |
15,692 |
-121 |
| Jul08 |
071026 |
1911 |
1911 |
1911 |
1911 |
+65 |
54 |
4,232 |
+29 |
| Sep08 |
071026 |
1924 |
1924 |
1924 |
1924 |
+62 |
129 |
4,007 |
-92 |
| Dec08 |
071026 |
1945 |
1945 |
1945 |
1945 |
+63 |
21 |
13,968 |
-80 |
| Mar09 |
071026 |
1965 |
1965 |
1965 |
1965 |
+59 |
11 |
2,292 |
+11 |
| Total Volume and Open Interest |
7,004 |
134,957 |
+840 |
| Coffee "C"(ICE) |
| Dec07 |
071026 |
120.40 |
122.10 |
119.80 |
121.45 |
+0.85 |
13,241 |
85,369 |
-2,375 |
| Mar08 |
071026 |
124.50 |
125.90 |
123.90 |
125.55 |
+0.85 |
5,975 |
47,958 |
+149 |
| May08 |
071026 |
127.40 |
128.20 |
127.30 |
127.95 |
+0.85 |
1,515 |
11,155 |
+13 |
| Jul08 |
071026 |
130.80 |
130.80 |
130.20 |
130.20 |
+0.85 |
1,007 |
4,686 |
+158 |
| Sep08 |
071026 |
132.40 |
132.40 |
132.40 |
132.40 |
+0.85 |
1,177 |
8,529 |
-2 |
| Dec08 |
071026 |
135.30 |
135.30 |
135.30 |
135.30 |
+1.25 |
589 |
6,254 |
+270 |
| Total Volume and Open Interest |
24,107 |
170,396 |
-1,509 |
| Orange Juice(ICE) |
| Nov07 |
071026 |
145.30 |
145.50 |
140.95 |
140.95 |
-5.25 |
848 |
2,975 |
-384 |
| Jan08 |
071026 |
143.00 |
143.00 |
138.65 |
138.80 |
-5.05 |
1,100 |
17,169 |
-199 |
| Mar08 |
071026 |
143.00 |
143.00 |
139.95 |
139.95 |
-4.35 |
275 |
6,664 |
+195 |
| May08 |
071026 |
142.80 |
142.80 |
140.50 |
140.50 |
-4.35 |
68 |
812 |
+43 |
| Jul08 |
071026 |
141.40 |
141.40 |
141.40 |
141.40 |
-4.00 |
92 |
235 |
+35 |
| Sep08 |
071026 |
142.50 |
142.50 |
141.65 |
141.65 |
-3.85 |
10 |
169 |
+10 |
| Total Volume and Open Interest |
2,413 |
29,127 |
-280 |
| Sugar #11(ICE) |
| Mar08 |
071026 |
10.43 |
10.50 |
10.13 |
10.15 |
-0.07 |
34,609 |
442,971 |
-4,729 |
| May08 |
071026 |
10.39 |
10.45 |
10.20 |
10.20 |
-0.01 |
10,609 |
74,005 |
+2,465 |
| Jul08 |
071026 |
10.27 |
10.33 |
10.12 |
10.12 |
-0.01 |
5,902 |
73,257 |
+1,410 |
| Oct08 |
071026 |
10.60 |
10.60 |
10.44 |
10.44 |
+0.01 |
3,657 |
51,742 |
-140 |
| Mar09 |
071026 |
10.91 |
10.92 |
10.82 |
10.82 |
+0.03 |
2,249 |
28,071 |
-615 |
| Total Volume and Open Interest |
61,230 |
718,652 |
+554 |
| Sugar #14(ICE) |
| Jan08 |
071026 |
20.59 |
20.59 |
20.59 |
20.59 |
+0.01 |
10 |
3,608 |
-8 |
| Mar08 |
071026 |
20.20 |
20.20 |
20.20 |
20.20 |
+0.03 |
8 |
3,661 |
+0 |
| May08 |
071026 |
20.37 |
20.37 |
20.37 |
20.37 |
-0.02 |
2 |
2,808 |
+0 |
| Jul08 |
071026 |
20.61 |
20.61 |
20.61 |
20.61 |
unch |
0 |
1,103 |
+0 |
| Sep08 |
071026 |
20.70 |
20.70 |
20.70 |
20.70 |
-0.03 |
0 |
848 |
+0 |
| Total Volume and Open Interest |
23 |
12,094 |
-5 |
| London Cocoa(LCE) |
| Dec07 |
071026 |
920 |
950 |
918 |
941 |
+19 |
5,481 |
70,266 |
-305 |
| Mar08 |
071026 |
938 |
967 |
936 |
959 |
+20 |
2,822 |
45,718 |
+190 |
| May08 |
071026 |
950 |
976 |
948 |
970 |
+20 |
1,060 |
19,372 |
-96 |
| Jul08 |
071026 |
960 |
989 |
960 |
982 |
+20 |
1,126 |
18,475 |
+306 |
| Sep08 |
071026 |
970 |
998 |
970 |
993 |
+21 |
279 |
19,279 |
-104 |
| Dec08 |
071026 |
980 |
1007 |
979 |
1001 |
+20 |
481 |
10,177 |
+333 |
| Mar09 |
071026 |
992 |
1019 |
992 |
1011 |
+19 |
5 |
364 |
+0 |
| Total Volume and Open Interest |
11,259 |
183,694 |
+329 |
| London Coffee(LCE) |
| Nov07 |
071026 |
2088.00 |
2115.00 |
2048.00 |
2109.00 |
+12.00 |
8,768 |
44,406 |
-1,693 |
| Jan08 |
071026 |
1787.00 |
1847.00 |
1787.00 |
1825.00 |
+38.00 |
6,226 |
65,611 |
+143 |
| Mar08 |
071026 |
1767.00 |
1817.00 |
1762.00 |
1797.00 |
+37.00 |
1,614 |
23,909 |
+359 |
| May08 |
071026 |
1770.00 |
1819.00 |
1770.00 |
1801.00 |
+36.00 |
147 |
7,167 |
+36 |
| Jul08 |
071026 |
1773.00 |
1805.00 |
1773.00 |
1805.00 |
+35.00 |
11 |
1,318 |
+0 |
| Sep08 |
071026 |
1817.00 |
1817.00 |
1817.00 |
1817.00 |
+40.00 |
11 |
803 |
+11 |
| Total Volume and Open Interest |
16,777 |
143,593 |
-1,144 |
| London Sugar(LCE) |
| Dec07 |
071026 |
281.90 |
288.50 |
281.60 |
283.00 |
+2.40 |
5,275 |
54,353 |
-1,617 |
| Mar08 |
071026 |
286.70 |
293.10 |
286.70 |
288.40 |
+2.30 |
3,583 |
29,552 |
+1,762 |
| May08 |
071026 |
292.00 |
295.30 |
291.20 |
291.90 |
+2.00 |
228 |
7,650 |
-4 |
| Aug08 |
071026 |
292.50 |
294.80 |
291.10 |
291.90 |
+1.10 |
81 |
6,112 |
-9 |
| Oct08 |
071026 |
299.50 |
302.80 |
299.10 |
299.10 |
+1.30 |
226 |
4,811 |
-1 |
| Total Volume and Open Interest |
9,531 |
105,881 |
+187 |
| Cotton(ICE) |
| Dec07 |
071026 |
65.10 |
65.20 |
64.00 |
64.63 |
+0.24 |
13,890 |
133,827 |
-1,367 |
| Mar08 |
071026 |
69.40 |
69.52 |
68.60 |
69.15 |
+0.27 |
7,612 |
68,880 |
+1,988 |
| May08 |
071026 |
70.90 |
70.95 |
70.90 |
70.91 |
+0.53 |
435 |
8,700 |
+252 |
| Jul08 |
071026 |
72.15 |
72.31 |
72.10 |
72.31 |
+0.56 |
531 |
10,922 |
+246 |
| Oct08 |
071026 |
74.25 |
74.25 |
74.25 |
74.25 |
+0.55 |
11 |
345 |
+0 |
| Dec08 |
071026 |
76.40 |
76.40 |
75.50 |
75.73 |
+0.48 |
1,468 |
22,638 |
+345 |
| Total Volume and Open Interest |
23,963 |
246,758 |
+1,469 |
| Lumber(CME) |
| Nov07 |
071026 |
225.5 |
228.1 |
225.5 |
226.3 |
+1.8 |
495 |
2,192 |
-179 |
| Jan08 |
071026 |
252.9 |
254.8 |
251.8 |
252.8 |
-0.1 |
1,040 |
5,874 |
+364 |
| Mar08 |
071026 |
271.3 |
273.3 |
271.2 |
273.3 |
+2.8 |
102 |
943 |
+28 |
| May08 |
071026 |
280.6 |
281.8 |
280.1 |
281.8 |
+0.9 |
9 |
90 |
-2 |
| Total Volume and Open Interest |
1,650 |
9,110 |
+213 |
| Crude Oil(NYM) |
| Dec07 |
071026 |
91.40 |
92.00 |
90.60 |
91.86 |
+1.40 |
282,486 |
437,168 |
+13,701 |
| Jan08 |
071026 |
89.90 |
90.74 |
89.65 |
90.74 |
+1.50 |
96,161 |
159,233 |
+6,797 |
| Feb08 |
071026 |
89.10 |
89.62 |
89.00 |
89.62 |
+1.49 |
40,396 |
66,934 |
+288 |
| Mar08 |
071026 |
88.70 |
88.70 |
88.70 |
88.70 |
+1.43 |
18,225 |
68,325 |
+855 |
| Apr08 |
071026 |
87.10 |
87.88 |
87.10 |
87.88 |
+1.37 |
5,896 |
47,082 |
+911 |
| May08 |
071026 |
87.13 |
87.13 |
87.13 |
87.13 |
+1.32 |
4,566 |
51,519 |
+47 |
| Jun08 |
071026 |
85.55 |
86.43 |
85.55 |
86.43 |
+1.26 |
7,196 |
58,896 |
+699 |
| Jul08 |
071026 |
85.77 |
85.77 |
85.77 |
85.77 |
+1.20 |
1,637 |
16,775 |
+572 |
| Aug08 |
071026 |
85.17 |
85.17 |
85.17 |
85.17 |
+1.15 |
995 |
16,010 |
-191 |
| Sep08 |
071026 |
84.59 |
84.59 |
84.59 |
84.59 |
+1.10 |
3,698 |
30,711 |
-2,575 |
| Oct08 |
071026 |
84.03 |
84.03 |
84.03 |
84.03 |
+1.05 |
344 |
27,081 |
-72 |
| Nov08 |
071026 |
83.51 |
83.51 |
83.51 |
83.51 |
+1.01 |
194 |
16,319 |
-111 |
| Dec08 |
071026 |
82.25 |
83.04 |
82.25 |
83.04 |
+0.98 |
16,144 |
158,130 |
-1,674 |
| Jan09 |
071026 |
82.62 |
82.62 |
82.62 |
82.62 |
+0.96 |
156 |
23,655 |
+102 |
| Feb09 |
071026 |
82.23 |
82.23 |
82.23 |
82.23 |
+0.94 |
147 |
14,771 |
-73 |
| Mar09 |
071026 |
81.85 |
81.85 |
81.85 |
81.85 |
+0.93 |
945 |
5,562 |
-384 |
| Total Volume and Open Interest |
490,143 |
1,434,669 |
+19,658 |
| Heating Oil(NYM) |
| Nov07 |
071026 |
242.70 |
243.40 |
241.00 |
243.25 |
+2.41 |
20,925 |
24,296 |
-4,106 |
| Dec07 |
071026 |
244.15 |
245.10 |
243.45 |
245.10 |
+2.43 |
31,515 |
104,238 |
+1,718 |
| Jan08 |
071026 |
245.75 |
246.80 |
245.10 |
246.80 |
+2.58 |
9,158 |
41,607 |
-848 |
| Feb08 |
071026 |
244.90 |
246.65 |
244.90 |
246.65 |
+2.73 |
2,004 |
17,678 |
+716 |
| Mar08 |
071026 |
244.30 |
244.50 |
244.20 |
244.45 |
+2.78 |
916 |
9,645 |
+116 |
| Apr08 |
071026 |
238.25 |
239.75 |
238.25 |
239.75 |
+2.73 |
499 |
8,174 |
+19 |
| May08 |
071026 |
235.50 |
235.50 |
235.50 |
235.50 |
+2.63 |
244 |
4,333 |
-78 |
| Jun08 |
071026 |
232.75 |
232.75 |
232.75 |
232.75 |
+2.53 |
3,265 |
13,499 |
-246 |
| Jul08 |
071026 |
231.80 |
231.80 |
231.80 |
231.80 |
+2.38 |
367 |
2,729 |
-22 |
| Aug08 |
071026 |
231.80 |
231.80 |
231.80 |
231.80 |
+2.33 |
205 |
726 |
-6 |
| Sep08 |
071026 |
232.70 |
232.70 |
232.70 |
232.70 |
+2.28 |
1,634 |
1,980 |
+938 |
| Oct08 |
071026 |
234.05 |
234.05 |
234.05 |
234.05 |
+2.23 |
25 |
643 |
+9 |
| Total Volume and Open Interest |
72,418 |
239,232 |
-1,560 |
| Gasoline(NYMEX) |
| Nov07 |
071026 |
223.05 |
228.00 |
223.05 |
227.40 |
+3.82 |
26,982 |
30,956 |
+30,956 |
| Dec07 |
071026 |
224.95 |
228.11 |
224.15 |
227.75 |
+3.20 |
28,985 |
70,803 |
+70,803 |
| Jan08 |
071026 |
226.80 |
229.44 |
226.06 |
229.25 |
+3.10 |
7,586 |
31,537 |
+31,537 |
| Feb08 |
071026 |
228.85 |
230.90 |
227.88 |
230.90 |
+3.00 |
3,342 |
10,352 |
+10,352 |
| Mar08 |
071026 |
231.91 |
232.60 |
229.64 |
232.60 |
+3.00 |
2,010 |
13,362 |
+13,362 |
| Apr08 |
071026 |
242.79 |
244.90 |
241.80 |
244.90 |
+2.80 |
1,911 |
13,243 |
+13,243 |
| May08 |
071026 |
243.33 |
245.30 |
242.64 |
245.30 |
+2.85 |
1,526 |
6,866 |
+6,866 |
| Jun08 |
071026 |
241.25 |
244.25 |
241.25 |
244.25 |
+2.70 |
1,510 |
8,582 |
+8,582 |
| Jul08 |
071026 |
240.00 |
242.10 |
238.50 |
242.10 |
+2.60 |
169 |
2,519 |
+2,519 |
| Aug08 |
071026 |
238.85 |
238.85 |
238.85 |
238.85 |
+2.50 |
66 |
1,342 |
+1,342 |
| Total Volume and Open Interest |
74,553 |
201,749 |
-142 |
| e-MiNY RBOB Gasoline(NYMEX) |
| Nov07 |
071026 |
227.40 |
227.40 |
227.40 |
227.40 |
+3.82 |
0 |
8 |
+0 |
| Dec07 |
071026 |
227.75 |
227.75 |
227.75 |
227.75 |
+3.20 |
0 |
27 |
+0 |
| Jan08 |
071026 |
229.25 |
229.25 |
229.25 |
229.25 |
+3.10 |
0 |
2 |
+0 |
| Feb08 |
071026 |
230.90 |
230.90 |
230.90 |
230.90 |
+3.00 |
|
|
|
| Total Volume and Open Interest |
0 |
39 |
+0 |
| Natural Gas(NYM) |
| Nov07 |
071026 |
7.125 |
7.225 |
7.080 |
7.218 |
+0.030 |
64,196 |
26,883 |
-7,310 |
| Dec07 |
071026 |
7.760 |
7.825 |
7.685 |
7.808 |
-0.008 |
28,984 |
103,504 |
+3,014 |
| Jan08 |
071026 |
8.115 |
8.140 |
8.065 |
8.138 |
-0.025 |
7,757 |
87,347 |
+1,056 |
| Feb08 |
071026 |
8.100 |
8.170 |
8.100 |
8.170 |
-0.028 |
3,366 |
32,473 |
-134 |
| Mar08 |
071026 |
7.965 |
7.995 |
7.965 |
7.995 |
-0.028 |
2,621 |
48,204 |
+515 |
| Apr08 |
071026 |
7.690 |
7.720 |
7.690 |
7.720 |
-0.011 |
2,405 |
39,250 |
-7 |
| May08 |
071026 |
7.760 |
7.760 |
7.760 |
7.760 |
-0.011 |
1,064 |
32,161 |
+196 |
| Jun08 |
071026 |
7.800 |
7.845 |
7.800 |
7.845 |
-0.011 |
813 |
19,082 |
-87 |
| Jul08 |
071026 |
7.940 |
7.940 |
7.940 |
7.940 |
-0.009 |
795 |
14,565 |
+282 |
| Aug08 |
071026 |
8.010 |
8.010 |
8.010 |
8.010 |
-0.009 |
762 |
12,762 |
+18 |
| Sep08 |
071026 |
8.031 |
8.031 |
8.031 |
8.031 |
-0.009 |
597 |
9,782 |
-25 |
| Oct08 |
071026 |
8.080 |
8.096 |
8.080 |
8.096 |
-0.009 |
1,007 |
33,116 |
-102 |
| Nov08 |
071026 |
8.491 |
8.491 |
8.491 |
8.491 |
-0.004 |
392 |
20,392 |
-45 |
| Dec08 |
071026 |
8.926 |
8.926 |
8.926 |
8.926 |
+0.001 |
853 |
15,300 |
+19 |
| Jan09 |
071026 |
9.201 |
9.201 |
9.201 |
9.201 |
+0.006 |
1,305 |
34,160 |
+90 |
| Feb09 |
071026 |
9.200 |
9.201 |
9.200 |
9.201 |
+0.006 |
47 |
5,008 |
-34 |
| Total Volume and Open Interest |
119,204 |
753,959 |
-2,419 |
| Brent Crude Oil(ICE) |
| Dec07 |
071026 |
87.55 |
89.30 |
87.46 |
88.69 |
+1.21 |
108,436 |
163,400 |
+9,168 |
| Jan08 |
071026 |
87.37 |
88.85 |
87.00 |
88.27 |
+1.17 |
53,109 |
154,184 |
+5,592 |
| Feb08 |
071026 |
87.30 |
88.34 |
86.69 |
87.82 |
+1.19 |
27,490 |
66,158 |
+7,752 |
| Mar08 |
071026 |
86.68 |
87.72 |
86.01 |
87.27 |
+1.21 |
11,359 |
31,520 |
+1,367 |
| Apr08 |
071026 |
87.12 |
87.12 |
85.59 |
86.70 |
+1.18 |
3,501 |
17,593 |
+549 |
| May08 |
071026 |
85.94 |
86.23 |
85.20 |
86.16 |
+1.16 |
2,496 |
12,656 |
-281 |
| Jun08 |
071026 |
85.61 |
85.68 |
84.66 |
85.61 |
+1.14 |
4,256 |
37,728 |
+845 |
| Jul08 |
071026 |
85.15 |
85.15 |
85.08 |
85.08 |
+1.11 |
0 |
8,229 |
-10 |
| Aug08 |
071026 |
84.57 |
84.57 |
84.57 |
84.57 |
+1.08 |
0 |
4,476 |
+3 |
| Sep08 |
071026 |
84.07 |
84.07 |
84.07 |
84.07 |
+1.05 |
0 |
6,696 |
+34 |
| Oct08 |
071026 |
83.57 |
83.57 |
83.57 |
83.57 |
+0.98 |
0 |
8,825 |
-29 |
| Nov08 |
071026 |
83.09 |
83.09 |
83.09 |
83.09 |
+0.94 |
0 |
4,241 |
-1 |
| Dec08 |
071026 |
82.87 |
82.87 |
81.59 |
82.63 |
+0.90 |
7,286 |
46,535 |
+73 |
| Jan09 |
071026 |
82.24 |
82.24 |
82.24 |
82.24 |
+0.88 |
0 |
9,575 |
+0 |
| Total Volume and Open Interest |
219,661 |
660,500 |
+24,818 |
| Gas Oil(ICE) |
| Nov07 |
071026 |
756.50 |
761.25 |
752.50 |
757.00 |
+14.75 |
32,565 |
84,062 |
-1,188 |
| Dec07 |
071026 |
758.00 |
763.00 |
754.25 |
758.50 |
+14.50 |
25,559 |
82,244 |
+5,408 |
| Jan08 |
071026 |
765.75 |
767.50 |
759.25 |
763.25 |
+14.25 |
11,229 |
56,660 |
+1,299 |
| Feb08 |
071026 |
760.00 |
760.75 |
755.00 |
757.50 |
+13.50 |
4,233 |
23,263 |
-268 |
| Mar08 |
071026 |
750.75 |
751.50 |
746.25 |
749.00 |
+13.50 |
1,411 |
13,672 |
+199 |
| Apr08 |
071026 |
742.00 |
742.00 |
737.75 |
739.50 |
+13.25 |
1,144 |
9,910 |
+356 |
| May08 |
071026 |
733.50 |
733.50 |
728.75 |
730.50 |
+12.50 |
649 |
13,250 |
-491 |
| Jun08 |
071026 |
728.50 |
729.00 |
721.75 |
725.25 |
+12.25 |
2,541 |
26,756 |
-488 |
| Jul08 |
071026 |
724.00 |
724.50 |
722.25 |
723.75 |
+11.25 |
104 |
5,022 |
-268 |
| Aug08 |
071026 |
722.25 |
723.25 |
722.25 |
723.25 |
+19.00 |
20 |
1,410 |
+110 |
| Total Volume and Open Interest |
80,285 |
348,353 |
+4,936 |
| US Dollar Index(ICE) |
| Dec07 |
071026 |
77.245 |
77.255 |
76.940 |
76.980 |
-0.250 |
1,769 |
37,949 |
+226 |
| Mar08 |
071026 |
77.180 |
77.180 |
76.900 |
76.940 |
-0.220 |
6 |
2,765 |
+2 |
| Jun08 |
071026 |
76.910 |
76.940 |
76.910 |
76.940 |
-0.190 |
1 |
436 |
+0 |
| Total Volume and Open Interest |
1,776 |
41,160 |
+238 |
| Australian Dollar(CME) |
| Dec07 |
071026 |
91.15 |
91.53 |
91.15 |
91.51 |
+1.00 |
20,270 |
84,439 |
-665 |
| Mar08 |
071026 |
90.98 |
90.98 |
90.98 |
90.98 |
+1.00 |
15 |
423 |
+17 |
| Jun08 |
071026 |
90.34 |
90.34 |
90.34 |
90.34 |
+0.98 |
0 |
356 |
+0 |
| Total Volume and Open Interest |
20,290 |
85,239 |
-643 |
| British Pound(CME) |
| Dec07 |
071026 |
204.78 |
205.02 |
204.72 |
204.88 |
+0.09 |
27,931 |
126,215 |
+216 |
| Mar08 |
071026 |
204.10 |
204.24 |
204.10 |
204.24 |
+0.09 |
2 |
1,011 |
+91 |
| Jun08 |
071026 |
203.58 |
203.58 |
203.58 |
203.58 |
+0.10 |
0 |
18 |
+0 |
| Total Volume and Open Interest |
27,933 |
127,258 |
+307 |
| Canadian Dollar(CME) |
| Dec07 |
071026 |
104.00 |
104.04 |
103.79 |
103.95 |
+0.44 |
26,504 |
133,545 |
-1,102 |
| Mar08 |
071026 |
103.94 |
104.01 |
103.78 |
103.93 |
+0.44 |
119 |
2,390 |
+31 |
| Jun08 |
071026 |
103.90 |
103.90 |
103.90 |
103.90 |
+0.44 |
10 |
1,120 |
+4 |
| Sep08 |
071026 |
103.99 |
103.99 |
103.86 |
103.86 |
+0.44 |
16 |
890 |
+11 |
| Total Volume and Open Interest |
26,651 |
138,146 |
-1,053 |
| Japanese Yen(CME) |
| Dec07 |
071026 |
87.95 |
88.23 |
87.93 |
88.04 |
-0.14 |
78,148 |
192,981 |
-3,938 |
| Mar08 |
071026 |
88.88 |
88.88 |
88.88 |
88.88 |
-0.14 |
143 |
8,870 |
+82 |
| Jun08 |
071026 |
89.66 |
89.66 |
89.66 |
89.66 |
-0.15 |
5 |
16,347 |
+0 |
| Total Volume and Open Interest |
78,296 |
218,606 |
-3,852 |
| Swiss Franc(CME) |
| Dec07 |
071026 |
86.25 |
86.32 |
86.16 |
86.16 |
+0.09 |
21,075 |
70,854 |
+917 |
| Mar08 |
071026 |
86.67 |
86.67 |
86.58 |
86.58 |
+0.09 |
30 |
127 |
-47 |
| Jun08 |
071026 |
86.92 |
86.92 |
86.92 |
86.92 |
+0.09 |
11 |
15 |
+11 |
| Total Volume and Open Interest |
21,116 |
71,003 |
+881 |
| EuroFX(CME) |
| Dec07 |
071026 |
143.86 |
143.98 |
143.75 |
143.96 |
+0.66 |
71,193 |
201,838 |
+7,395 |
| Mar08 |
071026 |
144.03 |
144.03 |
144.03 |
144.03 |
+0.66 |
1,350 |
2,113 |
+126 |
| Jun08 |
071026 |
144.07 |
144.07 |
144.07 |
144.07 |
+0.66 |
4 |
749 |
+3 |
| Total Volume and Open Interest |
72,551 |
205,071 |
+7,524 |
| Mexican Peso(CME) |
| Nov07 |
071026 |
929.5 |
929.5 |
929.5 |
929.5 |
+7.5 |
0 |
86 |
+0 |
| Dec07 |
071026 |
923.5 |
929.0 |
923.5 |
927.8 |
+7.5 |
9,456 |
95,964 |
+2,765 |
| Total Volume and Open Interest |
9,463 |
98,864 |
+2,765 |
| 30-Year T-Bonds(CBOT) |
| Dec07 |
071026 |
113~15 |
113~29 |
113~06 |
113~16 |
-0~09 |
329,472 |
976,357 |
+11,714 |
| Mar08 |
071026 |
113~17 |
113~27 |
113~10 |
113~17 |
-0~09 |
128 |
9,768 |
+44 |
| Jun08 |
071026 |
113~02 |
113~06 |
113~02 |
113~04 |
-0~09 |
6 |
532 |
+2 |
| Total Volume and Open Interest |
329,606 |
986,686 |
+11,760 |
| 10-Year T-Notes(CBOT) |
| Dec07 |
071026 |
110~220 |
110~290 |
110~135 |
110~205 |
-0~070 |
1,258,280 |
2,426,245 |
+3,205 |
| Mar08 |
071026 |
110~105 |
110~150 |
110~020 |
110~075 |
-0~070 |
2,477 |
146,251 |
+868 |
| Jun08 |
071026 |
109~230 |
109~275 |
109~230 |
109~275 |
-0~070 |
1 |
44 |
+0 |
| Total Volume and Open Interest |
1,260,758 |
2,572,540 |
+4,073 |
| 5-Year T-Notes(CBOT) |
| Dec07 |
071026 |
107~270 |
108~025 |
107~235 |
107~290 |
-0~035 |
688,334 |
0 |
+0 |
| Mar08 |
071026 |
107~230 |
107~250 |
107~230 |
107~250 |
-0~035 |
319 |
0 |
-13,684 |
| Jun08 |
071026 |
107~250 |
107~250 |
107~250 |
107~250 |
-0~035 |
|
|
|
| Total Volume and Open Interest |
688,653 |
|
|
| 2 Year T-Notes(CBOT) |
| Dec07 |
071026 |
103~106 |
103~122 |
103~100 |
103~112 |
-0~004 |
13,723 |
1,008,931 |
+2,432 |
| Mar08 |
071026 |
103~116 |
103~116 |
103~116 |
103~116 |
-0~004 |
|
|
|
| Total Volume and Open Interest |
13,723 |
1,008,931 |
+2,427 |
| Eurodollars(CME) |
| Dec07 |
071026 |
95.345 |
95.370 |
95.330 |
95.355 |
unch |
15,752 |
1,566,446 |
-7,018 |
| Mar08 |
071026 |
95.655 |
95.715 |
95.635 |
95.675 |
-0.020 |
9,935 |
1,448,749 |
+25,869 |
| Jun08 |
071026 |
95.800 |
95.870 |
95.775 |
95.805 |
-0.040 |
12,272 |
1,429,259 |
+26,592 |
| Sep08 |
071026 |
95.890 |
95.950 |
95.855 |
95.885 |
-0.045 |
8,639 |
1,250,945 |
+11,303 |
| Dec08 |
071026 |
95.900 |
95.930 |
95.865 |
95.895 |
-0.045 |
19,734 |
1,333,805 |
+7,426 |
| Mar09 |
071026 |
95.840 |
95.875 |
95.815 |
95.835 |
-0.040 |
8,974 |
842,773 |
+6,412 |
| Jun09 |
071026 |
95.725 |
95.760 |
95.710 |
95.730 |
-0.040 |
7,373 |
537,618 |
+5,780 |
| Sep09 |
071026 |
95.600 |
95.620 |
95.600 |
95.620 |
-0.045 |
9,904 |
441,633 |
+6,791 |
| Dec09 |
071026 |
95.510 |
95.530 |
95.485 |
95.505 |
-0.055 |
4,244 |
265,618 |
-2,851 |
| Mar10 |
071026 |
95.425 |
95.450 |
95.400 |
95.415 |
-0.060 |
3,308 |
181,703 |
+392 |
| Jun10 |
071026 |
95.370 |
95.370 |
95.320 |
95.330 |
-0.065 |
5,433 |
146,683 |
-1,087 |
| Sep10 |
071026 |
95.265 |
95.265 |
95.230 |
95.245 |
-0.070 |
4,833 |
127,357 |
+456 |
| Dec10 |
071026 |
95.165 |
95.180 |
95.150 |
95.160 |
-0.075 |
2,991 |
104,938 |
+734 |
| Mar11 |
071026 |
95.115 |
95.115 |
95.085 |
95.095 |
-0.075 |
3,246 |
89,829 |
-1,181 |
| Jun11 |
071026 |
95.050 |
95.050 |
95.015 |
95.030 |
-0.075 |
2,116 |
93,691 |
+642 |
| Sep11 |
071026 |
94.970 |
94.970 |
94.950 |
94.965 |
-0.075 |
2,506 |
79,873 |
+698 |
| Dec11 |
071026 |
94.915 |
94.915 |
94.880 |
94.895 |
-0.080 |
2,871 |
56,040 |
-582 |
| Mar12 |
071026 |
94.850 |
94.855 |
94.830 |
94.845 |
-0.080 |
1,987 |
49,806 |
-572 |
| Total Volume and Open Interest |
137,375 |
10,285,612 |
+87,557 |
| 30 Day Federal Funds(CBOT) |
| Oct07 |
071026 |
3.510 |
3.510 |
3.510 |
3.510 |
-0.010 |
64 |
70,786 |
-133 |
| Nov07 |
071026 |
3.765 |
3.770 |
3.765 |
3.770 |
-0.015 |
668 |
150,525 |
-901 |
| Dec07 |
071026 |
3.895 |
3.895 |
3.895 |
3.895 |
-0.015 |
205 |
72,927 |
+335 |
| Jan08 |
071026 |
3.955 |
3.955 |
3.955 |
3.955 |
-0.025 |
103 |
43,932 |
+1,419 |
| Feb08 |
071026 |
4.070 |
4.070 |
4.070 |
4.070 |
-0.035 |
2 |
46,719 |
+1,101 |
| Mar08 |
071026 |
4.100 |
4.100 |
4.100 |
4.100 |
-0.035 |
0 |
9,311 |
+92 |
| Total Volume and Open Interest |
1,042 |
410,109 |
+1,574 |
| 30 Day Fed Funds(e-CBOT) |
| Oct07 |
071026 |
95.265 |
95.265 |
95.255 |
95.255 |
-0.010 |
2,504 |
0 |
+0 |
| Nov07 |
071026 |
95.530 |
95.540 |
95.510 |
95.520 |
-0.005 |
50,384 |
0 |
+0 |
| Dec07 |
071026 |
95.650 |
95.675 |
95.635 |
95.640 |
-0.010 |
16,424 |
0 |
+0 |
| Jan08 |
071026 |
95.730 |
95.740 |
95.695 |
95.700 |
-0.020 |
16,594 |
0 |
+0 |
| Feb08 |
071026 |
95.840 |
95.865 |
95.810 |
95.820 |
-0.015 |
6,246 |
0 |
+0 |
| Mar08 |
071026 |
95.880 |
95.915 |
95.850 |
95.865 |
-0.005 |
1,440 |
0 |
+0 |
| Total Volume and Open Interest |
94,696 |
|
|
| 3-Mth Euro-Yen(CME) |
| Dec07 |
071026 |
99.17 |
99.17 |
99.17 |
99.17 |
-0.01 |
1,115 |
16,883 |
+800 |
| Mar08 |
071026 |
99.16 |
99.16 |
99.16 |
99.16 |
-0.01 |
766 |
6,688 |
-301 |
| Jun08 |
071026 |
99.13 |
99.13 |
99.13 |
99.13 |
-0.01 |
0 |
4,052 |
-169 |
| Sep08 |
071026 |
99.07 |
99.07 |
99.07 |
99.07 |
-0.01 |
42 |
4,094 |
+58 |
| Dec08 |
071026 |
99.01 |
99.01 |
99.01 |
99.01 |
-0.01 |
0 |
2,253 |
+0 |
| Mar09 |
071026 |
98.95 |
98.95 |
98.95 |
98.95 |
-0.01 |
0 |
432 |
+0 |
| Jun09 |
071026 |
98.89 |
98.89 |
98.89 |
98.89 |
-0.01 |
0 |
156 |
+0 |
| Sep09 |
071026 |
98.83 |
98.83 |
98.83 |
98.83 |
-0.01 |
|
|
|
| Dec09 |
071026 |
98.75 |
98.75 |
98.75 |
98.75 |
-0.01 |
|
|
|
| Mar10 |
071026 |
98.69 |
98.69 |
98.69 |
98.69 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
1,923 |
34,558 |
+388 |
| 3-Mth Euro-Yen(SGX) |
| Dec07 |
071026 |
99.18 |
99.18 |
99.17 |
99.17 |
-0.01 |
2,646 |
63,314 |
+1,300 |
| Mar08 |
071026 |
99.16 |
99.17 |
99.15 |
99.15 |
-0.01 |
1,069 |
44,599 |
-423 |
| Jun08 |
071026 |
99.14 |
99.14 |
99.12 |
99.12 |
-0.01 |
624 |
16,665 |
-76 |
| Sep08 |
071026 |
99.08 |
99.08 |
99.07 |
99.07 |
-0.01 |
1,313 |
17,786 |
+929 |
| Dec08 |
071026 |
99.03 |
99.03 |
99.01 |
99.01 |
-0.01 |
366 |
9,291 |
+154 |
| Mar09 |
071026 |
98.95 |
98.95 |
98.95 |
98.95 |
-0.01 |
0 |
4,928 |
+0 |
| Jun09 |
071026 |
98.89 |
98.89 |
98.89 |
98.89 |
-0.01 |
0 |
1,264 |
+0 |
| Sep09 |
071026 |
98.82 |
98.82 |
98.82 |
98.82 |
-0.01 |
0 |
200 |
+0 |
| Total Volume and Open Interest |
6,018 |
160,497 |
+1,884 |
| Japanese Gov't Bonds(SGX) |
| Dec07 |
071025 |
136.25 |
136.27 |
135.98 |
136.00 |
+0.74 |
5,815 |
30,305 |
-153 |
| Mar08 |
071026 |
135.69 |
135.69 |
135.69 |
135.69 |
-0.31 |
|
|
|
| Jun08 |
071026 |
135.69 |
135.69 |
135.69 |
135.69 |
-0.31 |
|
|
|
| Total Volume and Open Interest |
4,151 |
37,808 |
-18 |
| Euro-Bund(EUREX) |
| Dec07 |
071026 |
113.85 |
114.06 |
113.59 |
113.76 |
-0.21 |
1,445,304 |
1,556,583 |
+170,933 |
| Mar08 |
071026 |
114.42 |
114.49 |
114.20 |
114.22 |
-0.22 |
166 |
7,411 |
+311 |
| Jun08 |
071026 |
113.70 |
113.70 |
113.70 |
113.70 |
-0.21 |
|
|
|
| Total Volume and Open Interest |
1,445,470 |
1,563,994 |
+171,244 |
| Euro-Bobl(EUREX) |
| Dec07 |
071026 |
108.16 |
108.29 |
108.00 |
108.10 |
-0.15 |
744,170 |
1,139,296 |
+72,661 |
| Mar08 |
071026 |
108.22 |
108.41 |
108.22 |
108.28 |
-0.16 |
544 |
12,027 |
+100 |
| Jun08 |
071026 |
43.02 |
43.02 |
43.02 |
43.02 |
-0.15 |
|
|
|
| Total Volume and Open Interest |
744,714 |
1,151,323 |
+72,761 |
| 3-Mth Euribor(EUREX) |
| Dec07 |
071026 |
95.515 |
95.515 |
95.505 |
95.510 |
-0.010 |
871 |
21,621 |
-1,979 |
| Mar08 |
071026 |
95.715 |
95.720 |
95.705 |
95.705 |
-0.025 |
176 |
11,757 |
+1,520 |
| Jun08 |
071026 |
95.780 |
95.795 |
95.765 |
95.765 |
-0.035 |
234 |
5,336 |
+64 |
| Total Volume and Open Interest |
1,548 |
47,330 |
-562 |
| Long Gilt(LIFFE) |
| Dec07 |
071026 |
107~26 |
108~03 |
107~21 |
107~28 |
-0~02 |
93,018 |
347,266 |
-413 |
| Mar08 |
071026 |
107~30 |
107~30 |
107~30 |
107~30 |
-0~02 |
|
|
|
| Total Volume and Open Interest |
93,018 |
347,266 |
-413 |
| 3-Mth Short Sterling(LIFFE) |
| Dec07 |
071026 |
93.94 |
93.94 |
93.94 |
93.94 |
+0.02 |
36,696 |
481,451 |
+4,724 |
| Mar08 |
071026 |
94.27 |
94.27 |
94.27 |
94.27 |
+0.01 |
75,245 |
577,107 |
+13,035 |
| Jun08 |
071026 |
94.49 |
94.49 |
94.49 |
94.49 |
+0.02 |
99,397 |
517,991 |
+2,435 |
| Sep08 |
071026 |
94.60 |
94.60 |
94.60 |
94.60 |
+0.02 |
95,585 |
360,493 |
+7,678 |
| Dec08 |
071026 |
94.64 |
94.64 |
94.64 |
94.64 |
+0.03 |
82,322 |
325,048 |
+13,212 |
| Mar09 |
071026 |
94.64 |
94.64 |
94.64 |
94.64 |
+0.03 |
41,497 |
211,115 |
+8,055 |
| Total Volume and Open Interest |
465,948 |
2,811,696 |
+52,824 |
| 3-Mth Euribor(LIFFE) |
| Dec07 |
071026 |
95.520 |
95.525 |
95.500 |
95.510 |
-0.010 |
101,325 |
827,757 |
-11,136 |
| Mar08 |
071026 |
95.730 |
95.730 |
95.690 |
95.705 |
-0.025 |
127,978 |
581,741 |
+23,636 |
| Jun08 |
071026 |
95.800 |
95.805 |
95.750 |
95.765 |
-0.035 |
137,879 |
477,072 |
+3,555 |
| Total Volume and Open Interest |
780,391 |
3,433,783 |
+40,851 |
| 3-Mth Aus T-Bills(SFE) |
| Dec07 |
071026 |
92.89 |
92.90 |
92.88 |
92.89 |
-0.02 |
20,309 |
421,076 |
+16,976 |
| Mar08 |
071026 |
92.75 |
92.77 |
92.74 |
92.76 |
-0.02 |
17,203 |
304,250 |
+51,272 |
| Jun08 |
071026 |
92.72 |
92.73 |
92.70 |
92.71 |
-0.03 |
11,124 |
143,506 |
+25,484 |
| Sep08 |
071026 |
92.71 |
92.73 |
92.69 |
92.71 |
-0.03 |
9,241 |
106,922 |
+16,007 |
| Dec08 |
071026 |
92.75 |
92.77 |
92.73 |
92.74 |
-0.04 |
2,502 |
55,338 |
+7,805 |
| Mar09 |
071026 |
92.79 |
92.81 |
92.77 |
92.77 |
-0.04 |
2,217 |
43,469 |
+4,207 |
| Jun09 |
071026 |
92.80 |
92.81 |
92.80 |
92.80 |
-0.03 |
2,682 |
35,425 |
+4,118 |
| Sep09 |
071026 |
92.82 |
92.83 |
92.81 |
92.82 |
-0.01 |
809 |
9,467 |
+1,044 |
| Dec09 |
071026 |
92.83 |
92.83 |
92.82 |
92.82 |
-0.02 |
558 |
944 |
+372 |
| Mar10 |
071026 |
92.84 |
92.84 |
92.83 |
92.83 |
-0.02 |
52 |
273 |
+102 |
| Total Volume and Open Interest |
66,697 |
1,120,683 |
+127,387 |
| 10-Year Aus T-Bonds(SFE) |
| Dec07 |
071026 |
93.89 |
93.95 |
93.88 |
93.92 |
-0.02 |
54,341 |
554,035 |
+63,769 |
| Mar08 |
071026 |
93.92 |
93.92 |
93.92 |
93.92 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
54,341 |
554,035 |
+63,769 |
| 3-Year Aus T-Bonds(SFE) |
| Dec07 |
071026 |
93.45 |
93.49 |
93.44 |
93.47 |
-0.02 |
99,648 |
697,539 |
+91,520 |
| Mar08 |
071026 |
93.47 |
93.47 |
93.47 |
93.47 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
99,648 |
697,539 |
+91,520 |
| Gold(CMX) |
| Oct07 |
071026 |
783.9 |
783.9 |
783.9 |
783.9 |
+16.6 |
10 |
89 |
-27 |
| Dec07 |
071026 |
781.0 |
787.8 |
779.0 |
787.5 |
+16.5 |
84,788 |
310,132 |
+3,706 |
| Feb08 |
071026 |
788.5 |
794.5 |
787.0 |
793.9 |
+16.6 |
9,255 |
48,129 |
+3,455 |
| Apr08 |
071026 |
799.8 |
799.8 |
799.8 |
799.8 |
+16.7 |
691 |
25,666 |
+429 |
| Jun08 |
071026 |
802.0 |
805.6 |
802.0 |
805.6 |
+16.9 |
1,255 |
23,917 |
+991 |
| Aug08 |
071026 |
807.0 |
811.2 |
807.0 |
811.2 |
+17.0 |
280 |
19,195 |
+107 |
| Oct08 |
071026 |
816.8 |
816.8 |
816.8 |
816.8 |
+17.1 |
5 |
3,336 |
+0 |
| Dec08 |
071026 |
817.5 |
822.3 |
817.5 |
822.3 |
+17.2 |
1,594 |
24,154 |
+1,292 |
| Feb09 |
071026 |
828.1 |
828.1 |
828.1 |
828.1 |
+17.4 |
1,350 |
17,500 |
+1,121 |
| Apr09 |
071026 |
833.6 |
833.6 |
833.6 |
833.6 |
+17.6 |
525 |
5,269 |
+220 |
| Jun09 |
071026 |
839.3 |
839.3 |
839.3 |
839.3 |
+17.8 |
343 |
9,112 |
+38 |
| Aug09 |
071026 |
845.1 |
845.1 |
845.1 |
845.1 |
+18.0 |
1 |
1 |
+0 |
| Total Volume and Open Interest |
100,946 |
505,224 |
+11,860 |
| Silver(CMX) |
| Dec07 |
071026 |
1412.0 |
1431.0 |
1406.0 |
1428.0 |
+37.5 |
31,584 |
78,230 |
+1,791 |
| Mar08 |
071026 |
1444.0 |
1445.8 |
1444.0 |
1445.8 |
+37.7 |
2,296 |
16,235 |
+30 |
| May08 |
071026 |
1456.5 |
1456.5 |
1456.5 |
1456.5 |
+37.8 |
761 |
6,600 |
+429 |
| Jul08 |
071026 |
1466.7 |
1466.7 |
1466.7 |
1466.7 |
+37.8 |
139 |
5,460 |
+150 |
| Sep08 |
071026 |
1476.9 |
1476.9 |
1476.9 |
1476.9 |
+37.9 |
4 |
2,092 |
-2 |
| Dec08 |
071026 |
1480.0 |
1491.9 |
1480.0 |
1491.9 |
+37.9 |
751 |
8,066 |
+749 |
| Mar09 |
071026 |
1506.6 |
1506.6 |
1506.6 |
1506.6 |
+38.1 |
1 |
243 |
+0 |
| Total Volume and Open Interest |
35,816 |
126,502 |
+3,099 |
| Platinum(NYMEX) |
| Oct07 |
071026 |
1472.1 |
1472.1 |
1472.1 |
1472.1 |
+19.5 |
1 |
176 |
-1 |
| Jan08 |
071026 |
1464.5 |
1469.5 |
1463.5 |
1469.1 |
+15.4 |
1,203 |
15,315 |
+6 |
| Apr08 |
071026 |
1474.0 |
1474.0 |
1469.1 |
1469.1 |
+15.4 |
2 |
155 |
+2 |
| Total Volume and Open Interest |
1,206 |
15,646 |
+7 |
| Palladium(NYMEX) |
| Dec07 |
071026 |
374.80 |
376.25 |
374.00 |
375.75 |
+6.25 |
1,072 |
13,542 |
+316 |
| Mar08 |
071026 |
380.30 |
380.30 |
380.30 |
380.30 |
+6.25 |
29 |
1,301 |
+15 |
| Jun08 |
071026 |
384.55 |
384.55 |
384.55 |
384.55 |
+6.25 |
1 |
1,267 |
+0 |
| Total Volume and Open Interest |
1,104 |
16,908 |
+331 |
| Copper(CMX) |
| Dec07 |
071026 |
351.25 |
355.00 |
351.25 |
353.75 |
+5.15 |
5,580 |
54,354 |
-556 |
| Mar08 |
071026 |
354.00 |
355.50 |
353.80 |
355.00 |
+4.80 |
1,071 |
15,614 |
+316 |
| May08 |
071026 |
353.70 |
353.70 |
353.70 |
353.70 |
+4.60 |
90 |
4,692 |
+8 |
| Jul08 |
071026 |
351.55 |
351.55 |
351.55 |
351.55 |
+4.45 |
40 |
2,085 |
+24 |
| Sep08 |
071026 |
348.80 |
348.80 |
348.80 |
348.80 |
+4.20 |
11 |
762 |
+11 |
| Total Volume and Open Interest |
7,432 |
86,227 |
-154 |
| Aluminum(CMX) |
| Oct07 |
071026 |
112.25 |
112.25 |
112.25 |
112.25 |
+1.00 |
|
|
|
| Nov07 |
071026 |
113.00 |
113.00 |
113.00 |
113.00 |
+1.00 |
|
|
|
| Dec07 |
071026 |
113.75 |
113.75 |
113.75 |
113.75 |
+1.00 |
|
|
|
| Jan08 |
071026 |
113.75 |
113.75 |
113.75 |
113.75 |
+1.00 |
|
|
|
| Feb08 |
071026 |
113.75 |
113.75 |
113.75 |
113.75 |
+1.00 |
|
|
|
| Mar08 |
071026 |
113.75 |
113.75 |
113.75 |
113.75 |
+1.00 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| DJIA Index(CBOT) |
| Dec07 |
071026 |
13783 |
13855 |
13733 |
13848 |
+109 |
2,312 |
33,286 |
-48 |
| Mar08 |
071026 |
13820 |
13928 |
13820 |
13928 |
+109 |
66 |
111 |
-22 |
| Jun08 |
071026 |
13987 |
13987 |
13987 |
13987 |
+109 |
0 |
2 |
+0 |
| Sep08 |
071026 |
14067 |
14067 |
14067 |
14067 |
+109 |
1 |
1 |
+1 |
| Total Volume and Open Interest |
2,379 |
33,400 |
-69 |
| S & P 500(CME) |
| Dec07 |
071026 |
1537.50 |
1543.20 |
1526.00 |
1542.60 |
+17.50 |
36,811 |
588,299 |
-276 |
| Mar08 |
071026 |
1542.00 |
1552.40 |
1542.00 |
1552.40 |
+17.50 |
5,311 |
17,270 |
+4,586 |
| Jun08 |
071026 |
1561.40 |
1561.40 |
1561.40 |
1561.40 |
+17.50 |
2,260 |
2,534 |
+1,515 |
| Sep08 |
071026 |
1571.30 |
1571.30 |
1571.30 |
1571.30 |
+17.50 |
0 |
40 |
+0 |
| Total Volume and Open Interest |
44,682 |
611,692 |
+6,125 |
| S & P 500 E-Mini(Globex) |
| Dec07 |
071026 |
1528.00 |
1543.25 |
1521.75 |
1542.50 |
+17.50 |
953,681 |
2,015,254 |
+17,982 |
| Mar08 |
071026 |
1532.50 |
1553.50 |
1531.75 |
1552.50 |
+17.50 |
1,125 |
16,722 |
+108 |
| Total Volume and Open Interest |
954,806 |
2,031,977 |
+18,090 |
| NASDAQ 100(CME) |
| Dec07 |
071026 |
2213.00 |
2220.00 |
2188.00 |
2207.30 |
+14.00 |
4,535 |
54,528 |
-461 |
| Mar08 |
071026 |
2229.80 |
2229.80 |
2229.80 |
2229.80 |
+14.00 |
0 |
2 |
+0 |
| Jun08 |
071026 |
2256.80 |
2256.80 |
2256.80 |
2256.80 |
+14.00 |
0 |
20 |
+20 |
| Total Volume and Open Interest |
4,535 |
54,555 |
-436 |
| NASDAQ 100 E-Mini(Globex) |
| Dec07 |
071026 |
2200.00 |
2220.00 |
2188.00 |
2207.30 |
+14.00 |
540,679 |
418,037 |
+197 |
| Mar08 |
071026 |
2220.00 |
2241.50 |
2211.00 |
2229.80 |
+14.00 |
112 |
220 |
+29 |
| Total Volume and Open Interest |
540,791 |
418,257 |
+226 |
| S & P Midcap 400(CME) |
| Dec07 |
071026 |
902.50 |
903.00 |
896.75 |
901.90 |
+7.40 |
140 |
6,481 |
+81 |
| Mar08 |
071026 |
908.65 |
908.65 |
908.65 |
908.65 |
+7.40 |
|
|
|
| Jun08 |
071026 |
918.35 |
918.35 |
918.35 |
918.35 |
+7.40 |
|
|
|
| Total Volume and Open Interest |
140 |
6,536 |
+81 |
| Russell 2000(CME) |
| Dec07 |
071026 |
821.50 |
826.70 |
813.50 |
826.70 |
+13.20 |
2,031 |
33,273 |
-256 |
| Mar08 |
071026 |
831.20 |
831.20 |
831.20 |
831.20 |
+12.90 |
0 |
26 |
+0 |
| Jun08 |
071026 |
837.90 |
837.90 |
837.90 |
837.90 |
+13.20 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
2,031 |
33,310 |
-256 |
| Russell 2000 E-Mini(Globex) |
| Dec07 |
071026 |
814.70 |
827.20 |
811.00 |
826.70 |
+13.20 |
290,361 |
576,189 |
-1,796 |
| Mar08 |
071026 |
818.50 |
831.60 |
815.90 |
831.20 |
+12.90 |
41 |
559 |
-6 |
| Jun08 |
071026 |
837.90 |
837.90 |
837.90 |
837.90 |
+13.20 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
290,404 |
576,750 |
-1,802 |
| Value Line(KCBT) |
| Dec07 |
071026 |
2242.00 |
2242.00 |
2242.00 |
2242.00 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Nikkei 225(CME) |
| Dec07 |
071026 |
16390 |
16530 |
16365 |
16490 |
+200 |
80,691 |
250,158 |
-2,076 |
| Mar08 |
071026 |
16545 |
16555 |
16545 |
16545 |
+225 |
40 |
592 |
+0 |
| Total Volume and Open Interest |
80,731 |
250,920 |
-2,063 |
| Nikkei 225(SGX) |
| Dec07 |
071026 |
16390 |
16530 |
16365 |
16490 |
+200 |
80,691 |
250,158 |
-2,076 |
| Mar08 |
071026 |
16545 |
16555 |
16545 |
16545 |
+225 |
40 |
592 |
+0 |
| Jun08 |
071026 |
16485 |
16485 |
16485 |
16485 |
+220 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
80,731 |
250,920 |
-2,063 |
| CAC 40(EURONEXT) |
| Nov07 |
071026 |
5772.0 |
5806.0 |
5744.0 |
5794.0 |
+35.0 |
128,311 |
408,481 |
+15,028 |
| Dec07 |
071026 |
5793.5 |
5825.5 |
5768.0 |
5813.5 |
+35.0 |
1,749 |
53,548 |
+850 |
| Jan08 |
071026 |
5832.5 |
5834.5 |
5832.5 |
5834.5 |
+35.0 |
1 |
4 |
+1 |
| Total Volume and Open Interest |
130,092 |
463,704 |
+15,892 |
| Hang Seng Index(HKFE) |
| Oct07 |
071026 |
29979 |
30599 |
29867 |
30390 |
+530 |
75,327 |
114,061 |
-5,292 |
| Nov07 |
071026 |
30050 |
30648 |
29922 |
30431 |
+526 |
6,573 |
13,955 |
+8,264 |
| Dec07 |
071026 |
30150 |
30740 |
30039 |
30577 |
+533 |
345 |
13,028 |
+99 |
| Total Volume and Open Interest |
82,252 |
141,859 |
+3,072 |
| DAX(EUREX) |
| Dec07 |
071026 |
8006.5 |
8025.0 |
7969.0 |
7992.0 |
+17.5 |
204,196 |
276,020 |
+15,143 |
| Mar08 |
071026 |
8083.0 |
8100.5 |
8060.0 |
8072.5 |
+18.5 |
411 |
6,887 |
-3 |
| Jun08 |
071026 |
8167.5 |
8179.0 |
8137.0 |
8150.5 |
+19.0 |
449 |
6,769 |
+4 |
| Total Volume and Open Interest |
205,056 |
289,676 |
+15,144 |
| FT-SE 100(EURONEXT) |
| Dec07 |
071026 |
6618.00 |
6719.50 |
6600.00 |
6695.50 |
+100.50 |
100,199 |
478,632 |
-8,202 |
| Mar08 |
071026 |
6641.00 |
6737.00 |
6641.00 |
6717.00 |
+102.50 |
530 |
5,419 |
+519 |
| Jun08 |
071026 |
6715.00 |
6751.50 |
6715.00 |
6751.50 |
+103.00 |
6 |
36 |
+6 |
| Total Volume and Open Interest |
100,735 |
484,587 |
-7,677 |
| SPI 200(SFE) |
| Dec07 |
071026 |
124.4 |
178.4 |
123.4 |
172.4 |
+93.0 |
25,343 |
275,806 |
-10,057 |
| Mar08 |
071026 |
106.4 |
190.4 |
106.4 |
190.4 |
+92.0 |
445 |
1,891 |
+237 |
| Jun08 |
071026 |
244.4 |
244.4 |
244.4 |
244.4 |
+93.0 |
0 |
1,344 |
+2 |
| Total Volume and Open Interest |
25,824 |
280,102 |
-9,853 |
| GSCI(CME) |
| Nov07 |
071026 |
582.85 |
586.10 |
582.50 |
585.50 |
+6.50 |
301 |
21,970 |
-54 |
| Dec07 |
071026 |
586.00 |
586.00 |
586.00 |
586.00 |
+6.50 |
2 |
7 |
+1 |
| Jan08 |
071026 |
583.00 |
583.00 |
583.00 |
583.00 |
+5.00 |
|
|
|
| Total Volume and Open Interest |
303 |
21,977 |
-53 |
| RJ/CRB Index(ICE) |
| Nov07 |
071026 |
446.00 |
450.00 |
446.00 |
450.00 |
+2.50 |
102 |
707 |
+0 |
| Jan08 |
071026 |
450.00 |
454.00 |
450.00 |
454.00 |
+3.50 |
13 |
726 |
+1 |
| Feb08 |
071026 |
451.50 |
455.00 |
451.50 |
455.00 |
+3.50 |
100 |
418 |
+100 |
| Total Volume and Open Interest |
215 |
1,890 |
+101 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|