|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Mon November 12, 2007 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov07 |
071112 |
1029.00 |
1035.00 |
1025.00 |
1032.75 |
-10.25 |
1,102 |
4,634 |
-1,378 |
| Jan08 |
071112 |
1044.00 |
1049.50 |
1034.50 |
1046.25 |
-9.75 |
12,718 |
289,954 |
+3,327 |
| Mar08 |
071112 |
1058.00 |
1063.00 |
1049.00 |
1061.00 |
-9.50 |
4,917 |
96,715 |
+4,549 |
| May08 |
071112 |
1060.00 |
1066.50 |
1053.00 |
1064.50 |
-7.75 |
992 |
42,034 |
+458 |
| Jul08 |
071112 |
1055.00 |
1068.50 |
1055.00 |
1066.50 |
-7.50 |
2,738 |
52,894 |
-154 |
| Aug08 |
071112 |
1045.00 |
1053.00 |
1045.00 |
1051.00 |
-6.00 |
50 |
1,836 |
+29 |
| Sep08 |
071112 |
1008.00 |
1008.00 |
1008.00 |
1008.00 |
-7.00 |
1 |
1,051 |
+1 |
| Total Volume and Open Interest |
25,411 |
588,528 |
+9,261 |
| Soybean Meal(CBOT) |
| Dec07 |
071112 |
278.00 |
280.50 |
276.00 |
280.10 |
-1.70 |
7,692 |
77,791 |
-2,849 |
| Jan08 |
071112 |
278.50 |
282.10 |
278.00 |
281.60 |
-1.70 |
3,330 |
36,933 |
+1,707 |
| Mar08 |
071112 |
282.50 |
286.00 |
282.00 |
285.20 |
-1.50 |
2,708 |
46,795 |
+1,407 |
| May08 |
071112 |
282.00 |
286.00 |
282.00 |
285.50 |
-1.20 |
1,221 |
33,038 |
+525 |
| Jul08 |
071112 |
282.00 |
286.00 |
282.00 |
285.00 |
-1.70 |
2,183 |
27,004 |
-29 |
| Aug08 |
071112 |
277.00 |
279.50 |
277.00 |
278.50 |
-0.50 |
22 |
4,920 |
+107 |
| Sep08 |
071112 |
267.00 |
269.50 |
267.00 |
268.50 |
-0.50 |
74 |
4,467 |
+110 |
| Oct08 |
071112 |
254.50 |
255.00 |
253.50 |
254.30 |
-1.20 |
43 |
3,357 |
+22 |
| Total Volume and Open Interest |
17,624 |
248,237 |
+1,190 |
| Soybean Oil(CBOT) |
| Dec07 |
071112 |
44.00 |
44.57 |
44.00 |
44.46 |
-0.62 |
8,772 |
93,660 |
-1,389 |
| Jan08 |
071112 |
44.68 |
45.02 |
44.65 |
44.88 |
-0.63 |
4,036 |
92,415 |
-2 |
| Mar08 |
071112 |
45.05 |
45.42 |
45.05 |
45.34 |
-0.63 |
5,498 |
44,272 |
+2,717 |
| May08 |
071112 |
45.40 |
45.65 |
45.40 |
45.65 |
-0.50 |
1,192 |
21,730 |
+248 |
| Jul08 |
071112 |
45.65 |
45.92 |
45.65 |
45.87 |
-0.49 |
4,173 |
20,765 |
+1,846 |
| Aug08 |
071112 |
45.45 |
45.75 |
45.45 |
45.75 |
-0.45 |
6 |
3,463 |
+2 |
| Sep08 |
071112 |
45.35 |
45.65 |
45.35 |
45.58 |
-0.52 |
8 |
3,238 |
+4 |
| Oct08 |
071112 |
44.90 |
45.35 |
44.90 |
45.00 |
-0.85 |
10 |
3,609 |
-821 |
| Total Volume and Open Interest |
24,316 |
302,308 |
+2,702 |
| Canola(WCE) |
| Nov07 |
071109 |
434.8 |
434.8 |
434.8 |
434.8 |
+1.9 |
30 |
70 |
-28 |
| Jan08 |
071109 |
440.3 |
444.8 |
440.0 |
444.3 |
+1.9 |
5,513 |
99,444 |
+1,609 |
| Mar08 |
071109 |
449.7 |
454.6 |
449.7 |
454.2 |
+2.5 |
361 |
11,488 |
+268 |
| May08 |
071109 |
462.9 |
463.8 |
458.6 |
462.6 |
+1.1 |
83 |
4,959 |
+15 |
| Jul08 |
071109 |
468.3 |
471.3 |
466.8 |
471.0 |
+2.7 |
1,118 |
7,579 |
+218 |
| Total Volume and Open Interest |
7,422 |
139,640 |
+2,243 |
| Corn(CBOT) |
| Dec07 |
071112 |
379.50 |
382.00 |
378.00 |
379.00 |
-7.75 |
29,854 |
376,386 |
-22,268 |
| Mar08 |
071112 |
395.50 |
398.75 |
395.00 |
396.00 |
-8.00 |
22,864 |
358,726 |
+19,148 |
| May08 |
071112 |
406.50 |
408.50 |
405.00 |
406.25 |
-7.50 |
1,094 |
68,069 |
+1,642 |
| Jul08 |
071112 |
414.50 |
417.50 |
413.50 |
415.00 |
-7.50 |
2,743 |
131,657 |
+1,426 |
| Sep08 |
071112 |
418.50 |
420.50 |
418.50 |
418.75 |
-7.00 |
357 |
21,834 |
+420 |
| Dec08 |
071112 |
424.00 |
426.50 |
423.75 |
424.50 |
-7.00 |
5,134 |
223,666 |
+2,922 |
| Total Volume and Open Interest |
62,937 |
1,240,954 |
+4,071 |
| Wheat(CBOT) |
| Dec07 |
071112 |
754.00 |
770.00 |
749.00 |
761.00 |
-1.00 |
16,951 |
119,736 |
-9,837 |
| Mar08 |
071112 |
774.00 |
789.00 |
769.50 |
781.50 |
-3.00 |
17,254 |
141,866 |
+10,329 |
| May08 |
071112 |
752.00 |
771.00 |
752.00 |
767.50 |
+3.50 |
999 |
19,397 |
+889 |
| Jul08 |
071112 |
677.00 |
680.00 |
673.50 |
676.00 |
-5.50 |
2,603 |
80,501 |
+1,368 |
| Sep08 |
071112 |
686.00 |
686.00 |
680.00 |
683.50 |
-8.50 |
662 |
15,349 |
+455 |
| Total Volume and Open Interest |
39,869 |
420,676 |
+4,110 |
| Wheat(KCBT) |
| Dec07 |
071112 |
779.00 |
788.50 |
773.00 |
776.50 |
-8.25 |
11,796 |
42,893 |
-5,629 |
| Mar08 |
071112 |
787.00 |
798.50 |
783.00 |
790.75 |
-4.50 |
9,309 |
52,352 |
+2,499 |
| May08 |
071112 |
763.00 |
780.50 |
763.00 |
767.00 |
-8.00 |
299 |
3,294 |
-138 |
| Jul08 |
071112 |
695.00 |
699.00 |
689.00 |
692.00 |
-6.75 |
1,316 |
22,636 |
+295 |
| Sep08 |
071112 |
698.00 |
700.00 |
692.00 |
692.00 |
-6.00 |
172 |
3,998 |
+2 |
| Total Volume and Open Interest |
23,041 |
129,861 |
-2,907 |
| Wheat(MGE) |
| Dec07 |
071112 |
810.00 |
821.00 |
807.00 |
817.00 |
-1.00 |
4,240 |
17,444 |
-1,570 |
| Mar08 |
071112 |
807.00 |
816.00 |
800.00 |
810.25 |
-3.25 |
4,644 |
34,765 |
-94 |
| May08 |
071112 |
778.00 |
792.00 |
778.00 |
788.00 |
unch |
81 |
3,469 |
+33 |
| Jul08 |
071112 |
740.00 |
750.00 |
740.00 |
746.00 |
+6.00 |
38 |
1,719 |
-7 |
| Sep08 |
071112 |
702.00 |
709.00 |
702.00 |
706.00 |
-8.00 |
141 |
3,897 |
+63 |
| Total Volume and Open Interest |
9,423 |
65,742 |
-1,359 |
| Oats(CBOT) |
| Dec07 |
071112 |
284.50 |
288.00 |
282.50 |
285.50 |
-4.00 |
926 |
5,913 |
-574 |
| Mar08 |
071112 |
299.00 |
300.00 |
298.00 |
300.00 |
-3.75 |
928 |
7,782 |
+456 |
| May08 |
071112 |
307.50 |
307.50 |
307.50 |
307.50 |
-2.50 |
1 |
312 |
+0 |
| Jul08 |
071112 |
313.00 |
313.00 |
313.00 |
313.00 |
-1.00 |
0 |
104 |
+0 |
| Total Volume and Open Interest |
1,855 |
14,225 |
-118 |
| Rough Rice(CBOT) |
| Nov07 |
071112 |
12.40 |
12.40 |
12.40 |
12.40 |
-0.15 |
2 |
7 |
-3 |
| Jan08 |
071112 |
12.65 |
12.66 |
12.60 |
12.65 |
-0.12 |
110 |
12,491 |
-106 |
| Mar08 |
071112 |
12.95 |
13.01 |
12.95 |
12.98 |
-0.12 |
40 |
3,396 |
+0 |
| May08 |
071112 |
13.18 |
13.18 |
13.18 |
13.18 |
-0.08 |
11 |
473 |
+6 |
| Total Volume and Open Interest |
163 |
18,566 |
-101 |
| Live Cattle(CME) |
| Dec07 |
071112 |
95.330 |
96.000 |
95.050 |
95.100 |
-0.400 |
26,061 |
82,178 |
-4,903 |
| Feb08 |
071112 |
98.150 |
98.800 |
97.800 |
97.950 |
-0.380 |
24,585 |
84,025 |
+5,858 |
| Apr08 |
071112 |
98.750 |
99.000 |
98.350 |
98.480 |
-0.450 |
8,568 |
42,842 |
+2,773 |
| Jun08 |
071112 |
94.200 |
94.385 |
93.700 |
93.730 |
-0.655 |
1,549 |
17,593 |
+823 |
| Aug08 |
071112 |
94.250 |
94.500 |
93.785 |
93.850 |
-0.480 |
447 |
9,623 |
+222 |
| Oct08 |
071112 |
97.900 |
97.900 |
97.700 |
97.750 |
-0.200 |
185 |
2,040 |
+128 |
| Total Volume and Open Interest |
61,436 |
241,807 |
+4,908 |
| Feeder Cattle(CME) |
| Nov07 |
071112 |
108.200 |
108.600 |
108.200 |
108.430 |
+0.480 |
794 |
2,544 |
-426 |
| Jan08 |
071112 |
108.150 |
109.700 |
108.150 |
108.980 |
+0.945 |
1,801 |
14,403 |
+325 |
| Mar08 |
071112 |
108.900 |
109.600 |
108.900 |
109.350 |
+0.670 |
623 |
3,831 |
+115 |
| Apr08 |
071112 |
110.700 |
111.300 |
110.600 |
111.150 |
+0.650 |
183 |
1,852 |
+9 |
| May08 |
071112 |
112.100 |
112.500 |
111.900 |
112.350 |
+0.500 |
244 |
2,661 |
+34 |
| Aug08 |
071112 |
112.750 |
113.050 |
112.650 |
113.000 |
+0.350 |
40 |
1,138 |
+35 |
| Sep08 |
071112 |
112.600 |
112.600 |
112.600 |
112.600 |
+0.200 |
2 |
64 |
+1 |
| Total Volume and Open Interest |
3,688 |
26,499 |
+93 |
| Lean Hogs(CME) |
| Dec07 |
071112 |
53.600 |
53.700 |
52.300 |
52.550 |
-1.350 |
28,847 |
69,057 |
-7,464 |
| Feb08 |
071112 |
60.900 |
61.000 |
59.050 |
59.300 |
-2.150 |
27,694 |
60,653 |
+4,991 |
| Apr08 |
071112 |
66.350 |
66.400 |
64.600 |
65.150 |
-1.350 |
6,526 |
31,364 |
+968 |
| May08 |
071112 |
71.850 |
72.200 |
71.150 |
71.975 |
-0.725 |
182 |
2,413 |
+123 |
| Jun08 |
071112 |
76.000 |
76.000 |
74.500 |
75.475 |
-1.325 |
3,333 |
20,511 |
+2,071 |
| Jul08 |
071112 |
75.350 |
75.400 |
74.000 |
74.830 |
-1.070 |
1,791 |
7,085 |
+1,275 |
| Aug08 |
071112 |
72.950 |
73.000 |
71.850 |
72.800 |
-0.650 |
401 |
4,455 |
+90 |
| Oct08 |
071112 |
67.200 |
68.000 |
66.050 |
68.000 |
+0.100 |
285 |
4,472 |
+192 |
| Total Volume and Open Interest |
69,509 |
204,880 |
+2,578 |
| Pork Bellies(CME) |
| Feb08 |
071112 |
88.750 |
89.000 |
87.100 |
87.180 |
+0.430 |
235 |
1,366 |
+34 |
| Mar08 |
071112 |
88.500 |
89.000 |
86.550 |
86.550 |
+0.500 |
10 |
280 |
-1 |
| May08 |
071112 |
87.450 |
87.450 |
87.450 |
87.450 |
+0.150 |
3 |
166 |
+0 |
| Jul08 |
071112 |
87.230 |
87.230 |
87.230 |
87.230 |
+0.130 |
0 |
128 |
+0 |
| Aug08 |
071112 |
85.000 |
85.000 |
85.000 |
85.000 |
+0.400 |
0 |
51 |
+0 |
| Total Volume and Open Interest |
248 |
1,991 |
+33 |
| Class III Milk(CME) |
| Nov07 |
071112 |
19.10 |
19.20 |
19.10 |
19.20 |
unch |
90 |
4,266 |
-5 |
| Dec07 |
071112 |
18.50 |
18.73 |
18.48 |
18.72 |
+0.27 |
477 |
4,340 |
+66 |
| Jan08 |
071112 |
17.35 |
17.57 |
17.35 |
17.57 |
+0.18 |
224 |
2,799 |
+2 |
| Feb08 |
071112 |
16.65 |
16.71 |
16.65 |
16.71 |
+0.12 |
89 |
2,477 |
+5 |
| Mar08 |
071112 |
16.45 |
16.46 |
16.45 |
16.46 |
+0.08 |
72 |
2,212 |
+3 |
| Total Volume and Open Interest |
1,132 |
30,893 |
+128 |
| Cocoa(ICE) |
| Dec07 |
071112 |
1899 |
1899 |
1870 |
1877 |
-44 |
4,012 |
16,781 |
-2,310 |
| Mar08 |
071112 |
1927 |
1934 |
1912 |
1917 |
-34 |
6,954 |
70,190 |
+2,816 |
| May08 |
071112 |
1936 |
1936 |
1928 |
1928 |
-31 |
1,431 |
16,883 |
+497 |
| Jul08 |
071112 |
1935 |
1935 |
1935 |
1935 |
-31 |
465 |
4,672 |
+119 |
| Sep08 |
071112 |
1946 |
1946 |
1946 |
1946 |
-32 |
31 |
3,478 |
+12 |
| Dec08 |
071112 |
1961 |
1961 |
1961 |
1961 |
-34 |
201 |
14,274 |
+3 |
| Mar09 |
071112 |
1980 |
1980 |
1980 |
1980 |
-30 |
120 |
4,116 |
+105 |
| Total Volume and Open Interest |
13,214 |
131,826 |
+1,242 |
| Coffee "C"(ICE) |
| Dec07 |
071112 |
120.70 |
122.00 |
118.40 |
121.75 |
unch |
11,937 |
42,671 |
-4,817 |
| Mar08 |
071112 |
125.00 |
125.90 |
122.65 |
125.90 |
+0.10 |
9,657 |
72,339 |
+3,212 |
| May08 |
071112 |
127.80 |
128.50 |
125.20 |
128.50 |
+0.15 |
948 |
14,800 |
+219 |
| Jul08 |
071112 |
130.00 |
131.00 |
128.50 |
131.00 |
+0.20 |
224 |
5,057 |
+77 |
| Sep08 |
071112 |
132.90 |
133.40 |
131.20 |
133.40 |
+0.25 |
1,030 |
8,636 |
+374 |
| Dec08 |
071112 |
136.20 |
136.45 |
136.20 |
136.45 |
+0.25 |
519 |
6,807 |
+106 |
| Total Volume and Open Interest |
24,436 |
156,681 |
-818 |
| Orange Juice(ICE) |
| Nov07 |
071112 |
135.55 |
135.55 |
135.55 |
135.55 |
unch |
|
|
|
| Jan08 |
071112 |
134.00 |
134.70 |
133.25 |
134.20 |
+1.05 |
1,165 |
16,326 |
-109 |
| Mar08 |
071112 |
135.00 |
135.00 |
134.75 |
134.75 |
+0.85 |
386 |
7,180 |
-86 |
| May08 |
071112 |
135.75 |
135.75 |
135.75 |
135.75 |
+0.55 |
83 |
1,076 |
+24 |
| Jul08 |
071112 |
135.70 |
135.70 |
135.70 |
135.70 |
-0.05 |
141 |
517 |
+106 |
| Sep08 |
071112 |
136.15 |
136.15 |
136.15 |
136.15 |
-0.05 |
21 |
216 |
+11 |
| Total Volume and Open Interest |
1,796 |
26,427 |
-192 |
| Sugar #11(ICE) |
| Mar08 |
071112 |
9.98 |
10.00 |
9.93 |
9.96 |
-0.07 |
42,042 |
431,561 |
-5,225 |
| May08 |
071112 |
10.18 |
10.19 |
10.15 |
10.18 |
-0.05 |
11,822 |
93,375 |
-818 |
| Jul08 |
071112 |
10.25 |
10.27 |
10.23 |
10.26 |
-0.05 |
6,534 |
81,287 |
-1,262 |
| Oct08 |
071112 |
10.60 |
10.60 |
10.59 |
10.59 |
-0.07 |
3,179 |
61,722 |
+641 |
| Mar09 |
071112 |
11.15 |
11.17 |
11.15 |
11.17 |
-0.02 |
3,098 |
41,477 |
+598 |
| Total Volume and Open Interest |
68,969 |
774,343 |
-5,104 |
| Sugar #14(ICE) |
| Jan08 |
071112 |
20.05 |
20.05 |
20.02 |
20.02 |
-0.02 |
98 |
3,504 |
+30 |
| Mar08 |
071112 |
19.95 |
19.95 |
19.95 |
19.95 |
+0.07 |
76 |
3,688 |
+41 |
| May08 |
071112 |
20.03 |
20.03 |
20.03 |
20.03 |
-0.01 |
109 |
3,082 |
+42 |
| Jul08 |
071112 |
20.37 |
20.37 |
20.37 |
20.37 |
+0.02 |
4 |
1,623 |
+3 |
| Sep08 |
071112 |
20.57 |
20.57 |
20.57 |
20.57 |
-0.06 |
4 |
1,235 |
+64 |
| Total Volume and Open Interest |
294 |
13,285 |
+183 |
| London Cocoa(LCE) |
| Dec07 |
071112 |
920 |
925 |
915 |
918 |
-4 |
6,061 |
65,491 |
-345 |
| Mar08 |
071112 |
954 |
954 |
947 |
949 |
-3 |
7,858 |
61,202 |
+2,867 |
| May08 |
071112 |
967 |
970 |
963 |
965 |
-2 |
1,368 |
21,003 |
-106 |
| Jul08 |
071112 |
980 |
983 |
978 |
979 |
-2 |
1,825 |
27,662 |
+1,162 |
| Sep08 |
071112 |
990 |
992 |
988 |
989 |
-2 |
309 |
20,208 |
+163 |
| Dec08 |
071112 |
1000 |
1000 |
995 |
996 |
-1 |
749 |
15,154 |
+325 |
| Mar09 |
071112 |
1009 |
1009 |
1007 |
1007 |
-1 |
231 |
2,988 |
+91 |
| Total Volume and Open Interest |
18,401 |
213,836 |
+4,157 |
| London Coffee(LCE) |
| Nov07 |
071112 |
2397.00 |
2397.00 |
2351.00 |
2389.00 |
-26.00 |
590 |
17,493 |
-1,226 |
| Jan08 |
071112 |
1904.00 |
1915.00 |
1862.00 |
1890.00 |
-25.00 |
5,071 |
85,947 |
-575 |
| Mar08 |
071112 |
1867.00 |
1870.00 |
1821.00 |
1846.00 |
-27.00 |
2,571 |
40,322 |
+361 |
| May08 |
071112 |
1863.00 |
1863.00 |
1837.00 |
1850.00 |
-28.00 |
132 |
8,172 |
+28 |
| Jul08 |
071112 |
1879.00 |
1879.00 |
1854.00 |
1855.00 |
-26.00 |
80 |
1,569 |
+27 |
| Sep08 |
071112 |
1886.00 |
1886.00 |
1850.00 |
1862.00 |
-25.00 |
40 |
862 |
+28 |
| Total Volume and Open Interest |
8,504 |
154,739 |
-1,347 |
| London Sugar(LCE) |
| Mar08 |
071112 |
286.20 |
286.30 |
284.00 |
284.80 |
-1.50 |
3,348 |
53,448 |
+1,037 |
| May08 |
071112 |
290.50 |
290.90 |
289.00 |
289.30 |
-1.50 |
76 |
8,198 |
-3 |
| Aug08 |
071112 |
296.50 |
296.50 |
292.70 |
293.00 |
-1.50 |
35 |
6,609 |
+10 |
| Oct08 |
071112 |
301.00 |
301.00 |
300.00 |
300.00 |
-0.80 |
40 |
5,309 |
+5 |
| Dec08 |
071112 |
307.00 |
307.00 |
306.50 |
306.50 |
-1.20 |
2 |
1,237 |
+0 |
| Total Volume and Open Interest |
8,446 |
99,166 |
-579 |
| Cotton(ICE) |
| Dec07 |
071112 |
63.75 |
63.75 |
63.01 |
63.12 |
-1.52 |
25,143 |
81,602 |
-13,811 |
| Mar08 |
071112 |
68.21 |
68.21 |
67.50 |
67.63 |
-1.50 |
16,094 |
105,927 |
+6,387 |
| May08 |
071112 |
69.45 |
69.45 |
68.90 |
69.00 |
-1.53 |
566 |
10,467 |
+90 |
| Jul08 |
071112 |
70.70 |
70.70 |
70.17 |
70.17 |
-1.46 |
1,506 |
16,833 |
+1,164 |
| Oct08 |
071112 |
72.00 |
72.00 |
72.00 |
72.00 |
-1.20 |
0 |
376 |
+0 |
| Dec08 |
071112 |
74.00 |
74.20 |
73.60 |
73.72 |
-1.31 |
1,402 |
28,994 |
+225 |
| Total Volume and Open Interest |
44,711 |
245,658 |
-5,945 |
| Lumber(CME) |
| Nov07 |
071112 |
241.0 |
243.0 |
236.2 |
236.5 |
-4.0 |
394 |
538 |
-162 |
| Jan08 |
071112 |
265.9 |
265.9 |
257.4 |
261.2 |
-2.5 |
982 |
6,762 |
+69 |
| Mar08 |
071112 |
279.9 |
280.0 |
275.2 |
275.5 |
-3.0 |
146 |
1,081 |
+50 |
| May08 |
071112 |
291.8 |
291.8 |
289.0 |
291.0 |
-1.7 |
33 |
380 |
+22 |
| Total Volume and Open Interest |
1,560 |
8,802 |
-19 |
| Crude Oil(NYM) |
| Dec07 |
071112 |
94.65 |
95.10 |
93.65 |
94.62 |
-1.70 |
329,488 |
298,553 |
-21,868 |
| Jan08 |
071112 |
93.60 |
93.65 |
92.75 |
93.52 |
-1.78 |
159,156 |
316,281 |
+26,241 |
| Feb08 |
071112 |
92.65 |
92.67 |
92.65 |
92.67 |
-1.78 |
37,306 |
90,773 |
+6,267 |
| Mar08 |
071112 |
91.60 |
91.91 |
91.50 |
91.91 |
-1.79 |
16,767 |
88,189 |
+1,330 |
| Apr08 |
071112 |
91.19 |
91.19 |
91.19 |
91.19 |
-1.78 |
6,476 |
51,877 |
+763 |
| May08 |
071112 |
90.15 |
90.47 |
90.15 |
90.47 |
-1.77 |
5,411 |
52,719 |
-1,189 |
| Jun08 |
071112 |
89.55 |
89.80 |
89.55 |
89.78 |
-1.74 |
7,722 |
65,699 |
+699 |
| Jul08 |
071112 |
89.10 |
89.10 |
89.10 |
89.10 |
-1.71 |
1,896 |
18,402 |
-1,213 |
| Aug08 |
071112 |
88.45 |
88.45 |
88.45 |
88.45 |
-1.68 |
200 |
16,539 |
-25 |
| Sep08 |
071112 |
87.81 |
87.81 |
87.81 |
87.81 |
-1.65 |
573 |
31,338 |
+226 |
| Oct08 |
071112 |
87.18 |
87.18 |
87.18 |
87.18 |
-1.63 |
1,096 |
30,328 |
-145 |
| Nov08 |
071112 |
86.58 |
86.58 |
86.58 |
86.58 |
-1.60 |
399 |
19,689 |
-160 |
| Dec08 |
071112 |
86.07 |
86.07 |
85.90 |
86.03 |
-1.57 |
12,160 |
170,985 |
+2,718 |
| Jan09 |
071112 |
85.49 |
85.49 |
85.49 |
85.49 |
-1.56 |
101 |
23,926 |
+20 |
| Feb09 |
071112 |
85.00 |
85.00 |
85.00 |
85.00 |
-1.55 |
36 |
13,801 |
+9 |
| Mar09 |
071112 |
84.53 |
84.53 |
84.53 |
84.53 |
-1.54 |
150 |
7,659 |
+0 |
| Total Volume and Open Interest |
596,733 |
1,556,901 |
+21,646 |
| Heating Oil(NYM) |
| Dec07 |
071112 |
259.35 |
259.70 |
256.90 |
258.21 |
-3.67 |
37,035 |
71,569 |
-4,229 |
| Jan08 |
071112 |
259.70 |
259.70 |
259.37 |
259.37 |
-3.81 |
20,176 |
61,285 |
+3,987 |
| Feb08 |
071112 |
258.32 |
258.32 |
258.32 |
258.32 |
-3.76 |
8,159 |
24,979 |
+1,496 |
| Mar08 |
071112 |
255.00 |
255.07 |
255.00 |
255.07 |
-3.76 |
1,472 |
11,860 |
+275 |
| Apr08 |
071112 |
249.22 |
249.22 |
249.22 |
249.22 |
-3.76 |
827 |
8,862 |
+56 |
| May08 |
071112 |
243.92 |
243.92 |
243.92 |
243.92 |
-3.81 |
665 |
5,296 |
+87 |
| Jun08 |
071112 |
240.37 |
240.37 |
240.37 |
240.37 |
-3.86 |
2,285 |
16,789 |
+454 |
| Jul08 |
071112 |
238.92 |
238.92 |
238.92 |
238.92 |
-3.76 |
52 |
3,518 |
+2 |
| Aug08 |
071112 |
238.62 |
238.62 |
238.62 |
238.62 |
-3.71 |
47 |
805 |
+1 |
| Sep08 |
071112 |
240.00 |
240.00 |
239.37 |
239.37 |
-3.71 |
39 |
2,594 |
+6 |
| Oct08 |
071112 |
240.82 |
240.82 |
240.82 |
240.82 |
-3.66 |
13 |
657 |
+0 |
| Nov08 |
071112 |
242.27 |
242.27 |
242.27 |
242.27 |
-3.71 |
20 |
570 |
+13 |
| Total Volume and Open Interest |
71,842 |
221,755 |
+2,530 |
| Gasoline(NYMEX) |
| Dec07 |
071112 |
244.54 |
245.00 |
238.75 |
241.65 |
-3.95 |
49,595 |
0 |
-71,536 |
| Jan08 |
071112 |
242.02 |
244.35 |
238.23 |
240.55 |
-4.15 |
23,071 |
0 |
-47,383 |
| Feb08 |
071112 |
243.31 |
244.81 |
239.45 |
241.50 |
-4.40 |
7,555 |
0 |
-15,304 |
| Mar08 |
071112 |
245.99 |
245.99 |
241.17 |
243.20 |
-4.47 |
5,183 |
0 |
-18,015 |
| Apr08 |
071112 |
253.42 |
255.67 |
253.00 |
254.35 |
-4.64 |
2,908 |
0 |
-16,504 |
| May08 |
071112 |
256.00 |
256.00 |
252.85 |
254.10 |
-4.64 |
1,844 |
0 |
-8,356 |
| Jun08 |
071112 |
252.53 |
253.00 |
252.53 |
252.65 |
-4.64 |
2,440 |
0 |
-12,023 |
| Jul08 |
071112 |
249.20 |
251.19 |
249.20 |
249.70 |
-4.64 |
427 |
0 |
-2,603 |
| Aug08 |
071112 |
245.60 |
245.60 |
245.60 |
245.60 |
-4.64 |
207 |
0 |
-1,681 |
| Sep08 |
071112 |
240.50 |
240.50 |
240.50 |
240.50 |
-4.64 |
74 |
0 |
-3,795 |
| Total Volume and Open Interest |
93,375 |
210,117 |
+2,518 |
| e-MiNY RBOB Gasoline(NYMEX) |
| Dec07 |
071112 |
242.00 |
242.00 |
241.00 |
241.65 |
-3.95 |
2 |
30 |
+1 |
| Jan08 |
071112 |
240.55 |
240.55 |
240.55 |
240.55 |
-4.15 |
0 |
2 |
+0 |
| Feb08 |
071112 |
241.50 |
241.50 |
241.50 |
241.50 |
-4.40 |
|
|
|
| Mar08 |
071112 |
243.20 |
243.20 |
243.20 |
243.20 |
-4.47 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
2 |
34 |
+1 |
| Natural Gas(NYM) |
| Dec07 |
071112 |
7.760 |
8.070 |
7.740 |
7.961 |
+0.064 |
47,380 |
78,076 |
-5,436 |
| Jan08 |
071112 |
8.150 |
8.415 |
8.150 |
8.329 |
+0.039 |
25,541 |
106,985 |
+3,957 |
| Feb08 |
071112 |
8.210 |
8.389 |
8.205 |
8.389 |
+0.046 |
8,771 |
44,816 |
+2,851 |
| Mar08 |
071112 |
8.219 |
8.219 |
8.219 |
8.219 |
+0.034 |
6,371 |
66,810 |
+2,164 |
| Apr08 |
071112 |
7.930 |
7.930 |
7.879 |
7.879 |
+0.024 |
4,709 |
44,849 |
+1,160 |
| May08 |
071112 |
7.950 |
7.950 |
7.922 |
7.922 |
+0.024 |
1,091 |
34,094 |
+163 |
| Jun08 |
071112 |
8.010 |
8.010 |
7.992 |
7.992 |
+0.021 |
386 |
20,282 |
+172 |
| Jul08 |
071112 |
8.090 |
8.090 |
8.074 |
8.074 |
+0.018 |
793 |
16,053 |
-71 |
| Aug08 |
071112 |
8.165 |
8.165 |
8.142 |
8.142 |
+0.014 |
291 |
16,105 |
+183 |
| Sep08 |
071112 |
8.180 |
8.180 |
8.167 |
8.167 |
+0.014 |
207 |
11,427 |
+134 |
| Oct08 |
071112 |
8.250 |
8.250 |
8.237 |
8.237 |
+0.014 |
747 |
36,546 |
-160 |
| Nov08 |
071112 |
8.630 |
8.630 |
8.622 |
8.622 |
+0.014 |
264 |
21,968 |
+52 |
| Dec08 |
071112 |
8.970 |
9.040 |
8.970 |
9.029 |
+0.014 |
967 |
16,179 |
+87 |
| Jan09 |
071112 |
9.330 |
9.330 |
9.294 |
9.294 |
+0.016 |
394 |
34,931 |
+156 |
| Feb09 |
071112 |
9.231 |
9.297 |
9.231 |
9.297 |
+0.016 |
4 |
5,442 |
+4 |
| Mar09 |
071112 |
9.049 |
9.049 |
9.049 |
9.049 |
+0.016 |
1,290 |
28,432 |
+207 |
| Total Volume and Open Interest |
99,958 |
788,217 |
+5,571 |
| Brent Crude Oil(ICE) |
| Dec07 |
071112 |
92.75 |
93.46 |
90.96 |
91.98 |
-1.20 |
79,739 |
81,347 |
-6,514 |
| Jan08 |
071112 |
92.36 |
92.95 |
90.54 |
91.48 |
-1.27 |
72,265 |
153,575 |
+1,464 |
| Feb08 |
071112 |
91.49 |
92.51 |
90.19 |
91.11 |
-1.27 |
34,809 |
98,171 |
+52 |
| Mar08 |
071112 |
91.10 |
91.90 |
89.75 |
90.69 |
-1.26 |
7,661 |
31,543 |
-1,242 |
| Apr08 |
071112 |
90.68 |
91.43 |
89.33 |
90.21 |
-1.25 |
3,378 |
15,986 |
-681 |
| May08 |
071112 |
90.24 |
90.97 |
88.92 |
89.70 |
-1.24 |
2,597 |
12,323 |
-1,616 |
| Jun08 |
071112 |
89.80 |
90.50 |
88.48 |
89.18 |
-1.25 |
3,962 |
34,902 |
-763 |
| Jul08 |
071112 |
88.69 |
88.69 |
88.69 |
88.69 |
-1.25 |
618 |
7,610 |
-69 |
| Aug08 |
071112 |
88.22 |
88.22 |
88.22 |
88.22 |
-1.23 |
0 |
5,917 |
+27 |
| Sep08 |
071112 |
88.15 |
88.15 |
87.50 |
87.73 |
-1.24 |
0 |
6,737 |
+82 |
| Oct08 |
071112 |
87.24 |
87.24 |
87.24 |
87.24 |
-1.25 |
0 |
9,530 |
-164 |
| Nov08 |
071112 |
86.75 |
86.75 |
86.75 |
86.75 |
-1.26 |
0 |
4,224 |
-205 |
| Dec08 |
071112 |
87.23 |
87.53 |
85.81 |
86.25 |
-1.28 |
4,937 |
45,690 |
+165 |
| Jan09 |
071112 |
85.82 |
85.82 |
85.82 |
85.82 |
-1.24 |
0 |
10,345 |
-570 |
| Total Volume and Open Interest |
210,879 |
608,460 |
-10,073 |
| Gas Oil(ICE) |
| Nov07 |
071112 |
822.00 |
832.00 |
822.00 |
831.50 |
-0.50 |
53,209 |
31,725 |
-14,212 |
| Dec07 |
071112 |
818.75 |
825.75 |
805.00 |
813.25 |
-9.50 |
41,214 |
94,267 |
-3,767 |
| Jan08 |
071112 |
817.00 |
822.75 |
803.25 |
810.75 |
-10.25 |
20,789 |
71,874 |
+2,103 |
| Feb08 |
071112 |
805.00 |
810.75 |
794.75 |
798.75 |
-11.00 |
3,739 |
26,799 |
+369 |
| Mar08 |
071112 |
792.75 |
798.25 |
785.25 |
786.50 |
-11.25 |
734 |
18,289 |
-148 |
| Apr08 |
071112 |
783.75 |
783.75 |
773.00 |
774.50 |
-11.25 |
946 |
10,841 |
-46 |
| May08 |
071112 |
763.00 |
765.75 |
763.00 |
765.00 |
-11.25 |
677 |
11,671 |
+341 |
| Jun08 |
071112 |
769.00 |
769.25 |
753.75 |
759.25 |
-11.25 |
4,293 |
27,119 |
-685 |
| Jul08 |
071112 |
754.75 |
754.75 |
754.75 |
754.75 |
-13.75 |
646 |
5,489 |
-254 |
| Aug08 |
071112 |
756.00 |
756.00 |
756.00 |
756.00 |
-10.75 |
46 |
1,828 |
+36 |
| Total Volume and Open Interest |
95,573 |
317,779 |
-7,037 |
| US Dollar Index(ICE) |
| Dec07 |
071112 |
75.585 |
76.100 |
75.480 |
76.090 |
+0.700 |
3,142 |
34,071 |
+74 |
| Mar08 |
071112 |
75.645 |
76.135 |
75.610 |
76.105 |
+0.725 |
79 |
2,861 |
+32 |
| Jun08 |
071112 |
76.050 |
76.130 |
75.935 |
76.130 |
+0.720 |
0 |
430 |
+0 |
| Total Volume and Open Interest |
3,221 |
37,362 |
+106 |
| Australian Dollar(CME) |
| Dec07 |
071109 |
91.56 |
91.56 |
91.04 |
91.17 |
-0.93 |
899 |
87,806 |
-4,695 |
| Mar08 |
071109 |
90.63 |
90.63 |
90.63 |
90.63 |
-0.93 |
131 |
1,001 |
+275 |
| Jun08 |
071109 |
89.95 |
89.95 |
89.95 |
89.95 |
-0.93 |
0 |
407 |
+1 |
| Total Volume and Open Interest |
1,030 |
89,322 |
-4,419 |
| British Pound(CME) |
| Dec07 |
071109 |
209.33 |
209.65 |
208.76 |
208.78 |
-1.86 |
859 |
145,635 |
+2,611 |
| Mar08 |
071109 |
208.13 |
208.13 |
208.13 |
208.13 |
-1.88 |
15 |
1,322 |
-130 |
| Jun08 |
071109 |
207.46 |
207.46 |
207.46 |
207.46 |
-1.85 |
0 |
18 |
+0 |
| Total Volume and Open Interest |
874 |
146,989 |
+2,481 |
| Canadian Dollar(CME) |
| Dec07 |
071109 |
106.22 |
106.60 |
106.13 |
106.48 |
-0.01 |
7,190 |
128,249 |
-3,631 |
| Mar08 |
071109 |
106.24 |
106.60 |
106.00 |
106.46 |
-0.02 |
212 |
3,134 |
-112 |
| Jun08 |
071109 |
106.43 |
106.43 |
106.43 |
106.43 |
-0.03 |
16 |
1,315 |
+24 |
| Sep08 |
071109 |
106.42 |
106.42 |
106.38 |
106.38 |
-0.05 |
69 |
1,231 |
+9 |
| Total Volume and Open Interest |
7,487 |
134,235 |
-3,707 |
| Japanese Yen(CME) |
| Dec07 |
071109 |
90.34 |
90.85 |
90.25 |
90.54 |
+1.19 |
1,979 |
184,134 |
-8,724 |
| Mar08 |
071109 |
91.60 |
91.60 |
91.42 |
91.42 |
+1.19 |
131 |
10,006 |
-91 |
| Jun08 |
071109 |
92.19 |
92.19 |
92.19 |
92.19 |
+1.19 |
0 |
16,352 |
+2 |
| Total Volume and Open Interest |
2,110 |
210,905 |
-8,811 |
| Swiss Franc(CME) |
| Dec07 |
071109 |
89.26 |
89.39 |
89.14 |
89.27 |
+0.30 |
1,817 |
82,568 |
-2,846 |
| Mar08 |
071109 |
89.81 |
89.81 |
89.72 |
89.72 |
+0.30 |
0 |
280 |
+40 |
| Jun08 |
071109 |
90.07 |
90.07 |
90.07 |
90.07 |
+0.30 |
0 |
35 |
+0 |
| Total Volume and Open Interest |
1,817 |
82,903 |
-2,806 |
| EuroFX(CME) |
| Dec07 |
071109 |
146.95 |
147.05 |
146.39 |
146.76 |
unch |
6,873 |
218,121 |
-1,028 |
| Mar08 |
071109 |
146.85 |
146.85 |
146.85 |
146.85 |
unch |
615 |
3,977 |
+1,001 |
| Jun08 |
071109 |
146.86 |
146.86 |
146.86 |
146.86 |
unch |
0 |
648 |
+0 |
| Total Volume and Open Interest |
7,488 |
223,326 |
-26 |
| Mexican Peso(CME) |
| Nov07 |
071109 |
923.0 |
923.0 |
918.2 |
918.2 |
-4.2 |
43 |
48 |
-38 |
| Dec07 |
071109 |
919.5 |
919.5 |
914.5 |
916.5 |
-4.2 |
3,649 |
98,247 |
-4,591 |
| Total Volume and Open Interest |
5,312 |
107,362 |
-3,411 |
| 30-Year T-Bonds(CBOT) |
| Dec07 |
071109 |
113~29 |
114~25 |
113~23 |
114~22 |
+0~20 |
493,728 |
999,493 |
+11,384 |
| Mar08 |
071109 |
113~07 |
114~24 |
113~07 |
114~21 |
+0~19 |
942 |
17,346 |
+216 |
| Jun08 |
071109 |
114~01 |
114~01 |
114~01 |
114~01 |
+0~15 |
10 |
569 |
+1 |
| Total Volume and Open Interest |
494,684 |
1,017,438 |
+11,597 |
| 10-Year T-Notes(CBOT) |
| Dec07 |
071109 |
111~165 |
112~010 |
111~125 |
111~315 |
+0~115 |
1,722,138 |
2,577,936 |
+33,023 |
| Mar08 |
071109 |
111~115 |
111~170 |
111~110 |
111~165 |
+0~110 |
25,609 |
207,547 |
+11,361 |
| Jun08 |
071109 |
111~015 |
111~015 |
111~015 |
111~015 |
+0~095 |
15 |
61 |
+10 |
| Total Volume and Open Interest |
1,747,762 |
2,785,544 |
+44,394 |
| 5-Year T-Notes(CBOT) |
| Dec07 |
071109 |
108~310 |
109~030 |
108~280 |
109~000 |
+0~055 |
948,019 |
0 |
+0 |
| Mar08 |
071109 |
108~260 |
108~265 |
108~260 |
108~265 |
+0~050 |
9,818 |
0 |
+0 |
| Jun08 |
071109 |
108~265 |
108~265 |
108~265 |
108~265 |
+0~050 |
|
|
|
| Total Volume and Open Interest |
957,837 |
|
|
| 2 Year T-Notes(CBOT) |
| Dec07 |
071109 |
104~049 |
104~054 |
104~038 |
104~044 |
unch |
1,805 |
1,067,693 |
+266 |
| Mar08 |
071109 |
104~053 |
104~053 |
104~053 |
104~053 |
unch |
0 |
12 |
+0 |
| Total Volume and Open Interest |
1,805 |
1,067,705 |
+266 |
| Eurodollars(CME) |
| Dec07 |
071109 |
95.270 |
95.280 |
95.235 |
95.265 |
+0.015 |
23,015 |
1,455,981 |
+8,203 |
| Mar08 |
071109 |
95.765 |
95.790 |
95.725 |
95.765 |
+0.045 |
16,057 |
1,471,129 |
-3,878 |
| Jun08 |
071109 |
96.000 |
96.030 |
95.960 |
96.000 |
+0.035 |
18,842 |
1,469,096 |
+4,151 |
| Sep08 |
071109 |
96.115 |
96.145 |
96.075 |
96.105 |
+0.030 |
18,038 |
1,266,855 |
-754 |
| Dec08 |
071109 |
96.120 |
96.140 |
96.085 |
96.100 |
+0.020 |
18,060 |
1,420,619 |
+12,948 |
| Mar09 |
071109 |
96.040 |
96.050 |
96.000 |
96.015 |
+0.015 |
15,183 |
925,548 |
+2,718 |
| Jun09 |
071109 |
95.910 |
95.925 |
95.870 |
95.885 |
+0.020 |
14,811 |
572,715 |
+16,812 |
| Sep09 |
071109 |
95.785 |
95.805 |
95.750 |
95.760 |
+0.025 |
15,945 |
468,077 |
-2,864 |
| Dec09 |
071109 |
95.640 |
95.655 |
95.625 |
95.640 |
+0.035 |
12,512 |
272,200 |
+1,135 |
| Mar10 |
071109 |
95.535 |
95.560 |
95.535 |
95.540 |
+0.040 |
3,348 |
193,749 |
+2,178 |
| Jun10 |
071109 |
95.435 |
95.455 |
95.435 |
95.445 |
+0.045 |
3,236 |
157,418 |
+2,451 |
| Sep10 |
071109 |
95.340 |
95.380 |
95.340 |
95.355 |
+0.050 |
5,653 |
134,505 |
+521 |
| Dec10 |
071109 |
95.245 |
95.280 |
95.240 |
95.260 |
+0.055 |
1,513 |
105,773 |
+858 |
| Mar11 |
071109 |
95.170 |
95.205 |
95.170 |
95.185 |
+0.055 |
2,880 |
90,274 |
+65 |
| Jun11 |
071109 |
95.115 |
95.120 |
95.105 |
95.105 |
+0.060 |
1,571 |
91,208 |
-95 |
| Sep11 |
071109 |
95.040 |
95.050 |
95.035 |
95.035 |
+0.065 |
3,177 |
78,073 |
-66 |
| Dec11 |
071109 |
94.950 |
94.975 |
94.950 |
94.965 |
+0.070 |
1,153 |
55,484 |
-121 |
| Mar12 |
071109 |
94.905 |
94.925 |
94.905 |
94.910 |
+0.070 |
1,142 |
49,137 |
-110 |
| Total Volume and Open Interest |
180,362 |
10,558,564 |
+44,452 |
| 30 Day Federal Funds(CBOT) |
| Nov07 |
071109 |
3.825 |
3.825 |
3.820 |
3.825 |
-0.005 |
74 |
145,115 |
-348 |
| Dec07 |
071109 |
3.950 |
3.950 |
3.940 |
3.940 |
+0.015 |
717 |
80,777 |
+3,138 |
| Jan08 |
071109 |
4.005 |
4.005 |
3.995 |
3.995 |
+0.020 |
228 |
67,483 |
+1,900 |
| Feb08 |
071109 |
4.180 |
4.180 |
4.180 |
4.180 |
+0.025 |
20 |
56,474 |
-1,583 |
| Mar08 |
071109 |
4.235 |
4.235 |
4.235 |
4.235 |
+0.040 |
521 |
13,474 |
-136 |
| Apr08 |
071109 |
4.310 |
4.310 |
4.310 |
4.310 |
+0.040 |
0 |
7,455 |
-1,815 |
| Total Volume and Open Interest |
1,560 |
380,780 |
+1,224 |
| 30 Day Fed Funds(e-CBOT) |
| Nov07 |
071109 |
95.575 |
95.580 |
95.570 |
95.570 |
-0.005 |
11,171 |
0 |
+0 |
| Dec07 |
071109 |
95.665 |
95.705 |
95.660 |
95.690 |
+0.025 |
28,038 |
0 |
+0 |
| Jan08 |
071109 |
95.720 |
95.760 |
95.710 |
95.745 |
+0.025 |
26,812 |
0 |
+0 |
| Feb08 |
071109 |
95.900 |
95.945 |
95.900 |
95.940 |
+0.055 |
7,526 |
0 |
+0 |
| Mar08 |
071109 |
95.940 |
95.995 |
95.940 |
95.990 |
+0.055 |
4,860 |
0 |
+0 |
| Apr08 |
071109 |
96.000 |
96.075 |
96.000 |
96.075 |
+0.075 |
6,549 |
0 |
+0 |
| Total Volume and Open Interest |
85,607 |
|
|
| 3-Mth Euro-Yen(CME) |
| Dec07 |
071109 |
99.20 |
99.20 |
99.19 |
99.19 |
+0.01 |
729 |
16,021 |
-344 |
| Mar08 |
071109 |
99.18 |
99.18 |
99.18 |
99.18 |
+0.01 |
496 |
7,495 |
+174 |
| Jun08 |
071109 |
99.16 |
99.16 |
99.16 |
99.16 |
+0.01 |
574 |
4,794 |
-528 |
| Sep08 |
071109 |
99.12 |
99.12 |
99.12 |
99.12 |
+0.02 |
285 |
4,340 |
+253 |
| Dec08 |
071109 |
99.04 |
99.05 |
99.04 |
99.05 |
+0.01 |
0 |
1,859 |
-300 |
| Mar09 |
071109 |
99.00 |
99.00 |
99.00 |
99.00 |
+0.01 |
0 |
612 |
+80 |
| Jun09 |
071109 |
98.94 |
98.94 |
98.94 |
98.94 |
+0.01 |
0 |
156 |
+0 |
| Sep09 |
071109 |
98.88 |
98.88 |
98.88 |
98.88 |
+0.02 |
10 |
0 |
+0 |
| Dec09 |
071109 |
98.80 |
98.80 |
98.80 |
98.80 |
+0.02 |
|
|
|
| Mar10 |
071109 |
98.74 |
98.74 |
98.74 |
98.74 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
2,094 |
35,277 |
-665 |
| 3-Mth Euro-Yen(SGX) |
| Dec07 |
071112 |
99.18 |
99.18 |
99.17 |
99.17 |
-0.01 |
262 |
63,100 |
+692 |
| Mar08 |
071112 |
99.18 |
99.18 |
99.16 |
99.16 |
-0.01 |
142 |
45,032 |
-15 |
| Jun08 |
071112 |
99.16 |
99.17 |
99.14 |
99.14 |
-0.01 |
976 |
17,062 |
-369 |
| Sep08 |
071112 |
99.11 |
99.11 |
99.10 |
99.10 |
-0.01 |
982 |
17,382 |
+282 |
| Dec08 |
071112 |
99.06 |
99.06 |
99.04 |
99.04 |
-0.01 |
779 |
10,200 |
+613 |
| Mar09 |
071112 |
98.99 |
98.99 |
98.99 |
98.99 |
-0.01 |
200 |
5,071 |
+0 |
| Jun09 |
071112 |
98.93 |
98.93 |
98.93 |
98.93 |
-0.01 |
0 |
1,328 |
+0 |
| Sep09 |
071112 |
98.86 |
98.86 |
98.86 |
98.86 |
-0.01 |
0 |
200 |
+0 |
| Total Volume and Open Interest |
3,341 |
161,825 |
+1,203 |
| Japanese Gov't Bonds(SGX) |
| Dec07 |
071112 |
137.17 |
137.17 |
136.56 |
136.58 |
+0.58 |
4,151 |
37,808 |
+7,503 |
| Mar08 |
071112 |
136.58 |
136.58 |
136.58 |
136.58 |
-0.09 |
|
|
|
| Jun08 |
071112 |
136.58 |
136.58 |
136.58 |
136.58 |
-0.09 |
|
|
|
| Total Volume and Open Interest |
3,406 |
35,012 |
-650 |
| Euro-Bund(EUREX) |
| Dec07 |
071112 |
114.75 |
114.82 |
114.43 |
114.55 |
-0.15 |
1,395,449 |
1,615,686 |
+54,136 |
| Mar08 |
071112 |
115.18 |
115.29 |
114.95 |
115.03 |
-0.14 |
2,367 |
16,427 |
+1,660 |
| Jun08 |
071112 |
114.74 |
114.74 |
114.74 |
114.74 |
-0.06 |
|
|
|
| Total Volume and Open Interest |
1,397,816 |
1,632,113 |
+55,796 |
| Euro-Bobl(EUREX) |
| Dec07 |
071112 |
108.81 |
108.87 |
108.64 |
108.72 |
-0.06 |
744,764 |
1,182,073 |
+32,499 |
| Mar08 |
071112 |
109.09 |
109.10 |
108.94 |
108.96 |
-0.06 |
2,067 |
14,822 |
+19 |
| Jun08 |
071112 |
43.64 |
43.64 |
43.64 |
43.64 |
-0.06 |
|
|
|
| Total Volume and Open Interest |
746,831 |
1,196,895 |
+32,518 |
| 3-Mth Euribor(EUREX) |
| Dec07 |
071112 |
95.505 |
95.505 |
95.495 |
95.495 |
-0.005 |
1,210 |
22,851 |
+73 |
| Mar08 |
071112 |
95.690 |
95.695 |
95.685 |
95.695 |
unch |
1,188 |
11,884 |
-288 |
| Jun08 |
071112 |
95.850 |
95.850 |
95.810 |
95.820 |
unch |
909 |
5,766 |
-780 |
| Total Volume and Open Interest |
3,761 |
49,059 |
-1,040 |
| Long Gilt(LIFFE) |
| Dec07 |
071112 |
108~28 |
108~31 |
108~21 |
108~24 |
-0~05 |
95,302 |
360,892 |
+4,599 |
| Mar08 |
071112 |
108~27 |
108~27 |
108~27 |
108~27 |
-0~05 |
|
|
|
| Total Volume and Open Interest |
95,302 |
360,892 |
+4,599 |
| 3-Mth Short Sterling(LIFFE) |
| Dec07 |
071112 |
93.82 |
93.82 |
93.82 |
93.82 |
-0.03 |
77,819 |
504,114 |
-5,682 |
| Mar08 |
071112 |
94.28 |
94.28 |
94.28 |
94.28 |
-0.05 |
98,331 |
579,943 |
-2,840 |
| Jun08 |
071112 |
94.55 |
94.55 |
94.55 |
94.55 |
-0.07 |
150,665 |
561,739 |
+9,278 |
| Sep08 |
071112 |
94.67 |
94.67 |
94.67 |
94.67 |
-0.07 |
86,602 |
412,002 |
+1,807 |
| Dec08 |
071112 |
94.71 |
94.71 |
94.71 |
94.71 |
-0.06 |
62,811 |
353,077 |
-4,596 |
| Mar09 |
071112 |
94.71 |
94.71 |
94.71 |
94.71 |
-0.06 |
35,962 |
234,420 |
+2,052 |
| Total Volume and Open Interest |
552,602 |
3,014,240 |
+2,069 |
| 3-Mth Euribor(LIFFE) |
| Dec07 |
071112 |
95.505 |
95.510 |
95.490 |
95.495 |
-0.005 |
213,258 |
731,060 |
-18,498 |
| Mar08 |
071112 |
95.710 |
95.720 |
95.675 |
95.695 |
-0.005 |
174,598 |
632,986 |
-7,275 |
| Jun08 |
071112 |
95.835 |
95.865 |
95.800 |
95.820 |
-0.010 |
191,398 |
475,877 |
+162 |
| Total Volume and Open Interest |
1,115,140 |
3,549,452 |
+18,745 |
| 3-Mth Aus T-Bills(SFE) |
| Dec07 |
071112 |
92.81 |
92.84 |
92.76 |
92.83 |
+0.04 |
13,777 |
423,264 |
-3,477 |
| Mar08 |
071112 |
92.67 |
92.71 |
92.62 |
92.70 |
+0.05 |
15,715 |
325,221 |
-2,409 |
| Jun08 |
071112 |
92.60 |
92.65 |
92.55 |
92.64 |
+0.06 |
10,171 |
177,889 |
-1,581 |
| Sep08 |
071112 |
92.57 |
92.62 |
92.52 |
92.61 |
+0.06 |
8,293 |
124,087 |
+9,163 |
| Dec08 |
071112 |
92.58 |
92.62 |
92.52 |
92.60 |
+0.05 |
5,311 |
72,855 |
-1,148 |
| Mar09 |
071112 |
92.55 |
92.61 |
92.55 |
92.60 |
+0.06 |
997 |
50,686 |
-433 |
| Jun09 |
071112 |
92.51 |
92.61 |
92.51 |
92.60 |
+0.05 |
889 |
39,908 |
+155 |
| Sep09 |
071112 |
92.51 |
92.61 |
92.51 |
92.60 |
+0.05 |
550 |
13,297 |
-6 |
| Dec09 |
071112 |
92.51 |
92.60 |
92.51 |
92.59 |
+0.05 |
700 |
2,672 |
+382 |
| Mar10 |
071112 |
92.61 |
92.61 |
92.60 |
92.60 |
+0.06 |
300 |
325 |
+105 |
| Total Volume and Open Interest |
56,803 |
1,230,331 |
+851 |
| 10-Year Aus T-Bonds(SFE) |
| Dec07 |
071112 |
93.99 |
94.03 |
93.96 |
94.01 |
+0.05 |
44,651 |
658,996 |
+13,922 |
| Mar08 |
071112 |
94.01 |
94.01 |
94.01 |
94.01 |
+0.05 |
|
|
|
| Total Volume and Open Interest |
44,651 |
658,996 |
+13,922 |
| 3-Year Aus T-Bonds(SFE) |
| Dec07 |
071112 |
93.39 |
93.46 |
93.33 |
93.44 |
+0.08 |
74,048 |
930,579 |
+28,645 |
| Mar08 |
071112 |
93.44 |
93.44 |
93.44 |
93.44 |
+0.08 |
|
|
|
| Total Volume and Open Interest |
74,048 |
930,579 |
+28,645 |
| Gold(CMX) |
| Dec07 |
071112 |
814.0 |
815.0 |
799.0 |
807.7 |
-27.0 |
122,786 |
290,514 |
+142 |
| Feb08 |
071112 |
820.0 |
822.5 |
809.0 |
814.7 |
-27.2 |
11,100 |
97,970 |
+4,435 |
| Apr08 |
071112 |
822.0 |
823.0 |
816.5 |
820.7 |
-27.5 |
1,692 |
32,502 |
+864 |
| Jun08 |
071112 |
831.0 |
831.0 |
825.5 |
826.6 |
-27.7 |
1,536 |
30,292 |
+1,037 |
| Aug08 |
071112 |
832.3 |
832.3 |
832.3 |
832.3 |
-27.9 |
1,312 |
24,173 |
+1,137 |
| Oct08 |
071112 |
838.0 |
838.0 |
838.0 |
838.0 |
-28.1 |
104 |
3,211 |
+0 |
| Dec08 |
071112 |
844.2 |
844.2 |
836.5 |
843.4 |
-28.4 |
210 |
28,335 |
+116 |
| Feb09 |
071112 |
849.2 |
849.2 |
849.2 |
849.2 |
-28.6 |
1 |
18,927 |
+0 |
| Apr09 |
071112 |
854.7 |
854.7 |
854.7 |
854.7 |
-28.8 |
25 |
5,329 |
+0 |
| Jun09 |
071112 |
860.4 |
860.4 |
860.4 |
860.4 |
-29.0 |
220 |
9,858 |
+0 |
| Aug09 |
071112 |
866.1 |
866.1 |
866.1 |
866.1 |
-29.3 |
8 |
9 |
+8 |
| Total Volume and Open Interest |
139,218 |
563,029 |
+7,743 |
| Silver(CMX) |
| Dec07 |
071112 |
1501.0 |
1502.0 |
1461.0 |
1476.2 |
-78.3 |
35,277 |
70,725 |
+358 |
| Mar08 |
071112 |
1524.0 |
1524.0 |
1477.0 |
1495.3 |
-79.2 |
5,539 |
29,988 |
+414 |
| May08 |
071112 |
1506.8 |
1506.8 |
1506.8 |
1506.8 |
-79.5 |
263 |
10,722 |
+120 |
| Jul08 |
071112 |
1517.9 |
1517.9 |
1517.9 |
1517.9 |
-80.2 |
652 |
10,819 |
+154 |
| Sep08 |
071112 |
1528.4 |
1528.4 |
1528.4 |
1528.4 |
-80.9 |
22 |
6,260 |
+6 |
| Dec08 |
071112 |
1543.7 |
1543.7 |
1543.7 |
1543.7 |
-81.6 |
501 |
11,691 |
-45 |
| Mar09 |
071112 |
1560.6 |
1560.6 |
1560.6 |
1560.6 |
-82.2 |
9 |
245 |
+0 |
| Total Volume and Open Interest |
43,360 |
150,148 |
+1,213 |
| Platinum(NYMEX) |
| Jan08 |
071112 |
1410.5 |
1414.0 |
1390.8 |
1390.8 |
-35.2 |
2,336 |
14,724 |
-995 |
| Apr08 |
071112 |
1397.3 |
1397.3 |
1397.3 |
1397.3 |
-35.2 |
20 |
210 |
+15 |
| Jul08 |
071112 |
1403.8 |
1403.8 |
1403.8 |
1403.8 |
-35.2 |
10 |
54 |
+10 |
| Oct08 |
071109 |
1429.9 |
1429.9 |
1429.9 |
1429.9 |
-12.9 |
|
|
|
| Total Volume and Open Interest |
1,310 |
15,661 |
-34 |
| Palladium(NYMEX) |
| Dec07 |
071112 |
367.80 |
373.00 |
367.80 |
372.25 |
-4.00 |
720 |
12,490 |
-238 |
| Mar08 |
071112 |
373.00 |
377.15 |
373.00 |
377.15 |
-3.95 |
485 |
3,378 |
+458 |
| Jun08 |
071112 |
381.65 |
381.65 |
381.65 |
381.65 |
-3.95 |
1 |
1,282 |
+0 |
| Total Volume and Open Interest |
1,208 |
17,948 |
+220 |
| Copper(CMX) |
| Dec07 |
071112 |
305.70 |
313.00 |
303.50 |
310.90 |
-3.65 |
12,400 |
34,518 |
-3,673 |
| Mar08 |
071112 |
309.60 |
316.80 |
309.60 |
314.70 |
-3.40 |
6,263 |
29,309 |
+2,368 |
| May08 |
071112 |
318.25 |
318.25 |
315.30 |
315.30 |
-3.10 |
318 |
4,718 |
+117 |
| Jul08 |
071112 |
315.60 |
315.60 |
315.60 |
315.60 |
-2.65 |
118 |
2,543 |
+28 |
| Sep08 |
071112 |
318.25 |
318.25 |
315.35 |
315.35 |
-2.10 |
179 |
908 |
-6 |
| Total Volume and Open Interest |
20,003 |
80,238 |
-940 |
| Aluminum(CMX) |
| Nov07 |
071112 |
114.25 |
114.25 |
114.25 |
114.25 |
-1.75 |
0 |
20 |
+0 |
| Dec07 |
071112 |
115.00 |
115.00 |
115.00 |
115.00 |
-1.75 |
0 |
154 |
+0 |
| Jan08 |
071112 |
115.00 |
115.00 |
115.00 |
115.00 |
-1.75 |
|
|
|
| Feb08 |
071112 |
115.00 |
115.00 |
115.00 |
115.00 |
-1.75 |
|
|
|
| Mar08 |
071112 |
115.00 |
115.00 |
115.00 |
115.00 |
-1.75 |
|
|
|
| Apr08 |
071112 |
115.00 |
115.00 |
115.00 |
115.00 |
-1.75 |
|
|
|
| Total Volume and Open Interest |
0 |
174 |
+0 |
| DJIA Index(CBOT) |
| Dec07 |
071112 |
13048 |
13176 |
12985 |
12990 |
-57 |
3,052 |
33,942 |
-215 |
| Mar08 |
071112 |
13120 |
13255 |
13065 |
13065 |
-57 |
215 |
494 |
+210 |
| Jun08 |
071112 |
13207 |
13207 |
13150 |
13150 |
-57 |
0 |
2 |
+0 |
| Sep08 |
071112 |
13230 |
13230 |
13230 |
13230 |
-57 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
3,267 |
34,439 |
-5 |
| S & P 500(CME) |
| Dec07 |
071112 |
1454.80 |
1469.00 |
1439.50 |
1440.20 |
-14.70 |
39,457 |
566,443 |
-5,997 |
| Mar08 |
071112 |
1463.50 |
1475.00 |
1449.10 |
1449.10 |
-14.90 |
2,897 |
47,931 |
+2,095 |
| Jun08 |
071112 |
1458.10 |
1458.10 |
1458.10 |
1458.10 |
-15.10 |
1,635 |
4,763 |
-1,285 |
| Sep08 |
071112 |
1467.30 |
1467.30 |
1467.30 |
1467.30 |
-15.10 |
0 |
80 |
-3 |
| Total Volume and Open Interest |
46,843 |
622,469 |
-6,008 |
| S & P 500 E-Mini(Globex) |
| Dec07 |
071112 |
1453.75 |
1469.25 |
1439.50 |
1440.25 |
-14.75 |
2,533,438 |
2,038,596 |
+24,839 |
| Mar08 |
071112 |
1465.25 |
1478.00 |
1449.00 |
1449.00 |
-15.00 |
4,046 |
35,737 |
+2,550 |
| Total Volume and Open Interest |
2,537,484 |
2,074,334 |
+27,389 |
| NASDAQ 100(CME) |
| Dec07 |
071112 |
2039.00 |
2052.00 |
1986.00 |
1989.50 |
-52.30 |
7,969 |
53,141 |
-1,313 |
| Mar08 |
071112 |
2009.80 |
2009.80 |
2009.80 |
2009.80 |
-52.20 |
0 |
2 |
+0 |
| Jun08 |
071112 |
2037.30 |
2037.30 |
2037.30 |
2037.30 |
-52.20 |
|
|
|
| Total Volume and Open Interest |
7,969 |
53,143 |
-1,313 |
| NASDAQ 100 E-Mini(Globex) |
| Dec07 |
071112 |
2041.00 |
2051.80 |
1986.50 |
1989.50 |
-52.30 |
702,060 |
443,128 |
-12,876 |
| Mar08 |
071112 |
2067.30 |
2071.50 |
2006.50 |
2009.80 |
-52.20 |
322 |
634 |
+149 |
| Total Volume and Open Interest |
702,382 |
443,762 |
-12,727 |
| S & P Midcap 400(CME) |
| Dec07 |
071112 |
862.75 |
867.50 |
848.10 |
848.10 |
-14.80 |
738 |
7,120 |
+606 |
| Mar08 |
071112 |
855.00 |
855.00 |
855.00 |
855.00 |
-14.80 |
|
|
|
| Jun08 |
071112 |
864.70 |
864.70 |
864.70 |
864.70 |
-14.80 |
|
|
|
| Total Volume and Open Interest |
738 |
7,175 |
+606 |
| Russell 2000(CME) |
| Dec07 |
071112 |
763.00 |
784.50 |
763.00 |
765.40 |
-8.00 |
1,673 |
37,152 |
+511 |
| Mar08 |
071112 |
769.90 |
769.90 |
769.90 |
769.90 |
-8.00 |
0 |
24 |
+0 |
| Jun08 |
071112 |
776.60 |
776.60 |
776.60 |
776.60 |
-8.00 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
1,673 |
37,187 |
+511 |
| Russell 2000 E-Mini(Globex) |
| Dec07 |
071112 |
772.60 |
785.90 |
764.70 |
765.40 |
-8.00 |
296,723 |
634,819 |
+6,071 |
| Mar08 |
071112 |
778.60 |
789.90 |
769.70 |
769.90 |
-8.00 |
151 |
683 |
+18 |
| Jun08 |
071112 |
776.60 |
776.60 |
776.60 |
776.60 |
-8.00 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
296,874 |
635,504 |
+6,089 |
| Value Line(KCBT) |
| Dec07 |
071112 |
2242.00 |
2242.00 |
2242.00 |
2242.00 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Nikkei 225(CME) |
| Dec07 |
071112 |
15205 |
15285 |
14980 |
15220 |
-350 |
95,175 |
257,310 |
+8,546 |
| Mar08 |
071112 |
15250 |
15305 |
15015 |
15225 |
-385 |
35 |
1,751 |
+27 |
| Total Volume and Open Interest |
95,210 |
259,128 |
+8,343 |
| Nikkei 225(SGX) |
| Dec07 |
071112 |
15205 |
15285 |
14980 |
15220 |
-350 |
95,175 |
257,310 |
+8,546 |
| Mar08 |
071112 |
15250 |
15305 |
15015 |
15225 |
-385 |
35 |
1,751 |
+27 |
| Jun08 |
071112 |
15160 |
15160 |
15160 |
15160 |
-390 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
95,210 |
259,128 |
+8,343 |
| CAC 40(EURONEXT) |
| Nov07 |
071112 |
5480.5 |
5534.5 |
5464.5 |
5526.0 |
+12.0 |
214,612 |
532,036 |
+46,076 |
| Dec07 |
071112 |
5499.5 |
5554.0 |
5489.5 |
5545.5 |
+12.5 |
13,264 |
83,080 |
+5,533 |
| Jan08 |
071112 |
5540.0 |
5572.0 |
5538.0 |
5564.5 |
+11.5 |
14 |
660 |
+1 |
| Total Volume and Open Interest |
227,918 |
617,963 |
+51,594 |
| Hang Seng Index(HKFE) |
| Nov07 |
071112 |
28077 |
28100 |
27350 |
27627 |
-1244 |
69,780 |
121,052 |
+3,708 |
| Dec07 |
071112 |
28166 |
28166 |
27427 |
27651 |
-1239 |
1,955 |
15,109 |
+267 |
| Total Volume and Open Interest |
71,903 |
137,402 |
+4,047 |
| DAX(EUREX) |
| Dec07 |
071112 |
7819.0 |
7867.5 |
7744.5 |
7843.5 |
-14.5 |
240,692 |
301,922 |
-4,577 |
| Mar08 |
071112 |
7882.0 |
7940.0 |
7835.0 |
7923.0 |
-14.5 |
415 |
7,089 |
+23 |
| Jun08 |
071112 |
7975.0 |
8002.5 |
7969.0 |
8002.5 |
-14.0 |
79 |
6,749 |
-4 |
| Total Volume and Open Interest |
241,186 |
315,760 |
-4,558 |
| FT-SE 100(EURONEXT) |
| Dec07 |
071112 |
6302.50 |
6393.00 |
6293.00 |
6364.50 |
+32.50 |
150,470 |
475,541 |
-3,995 |
| Mar08 |
071112 |
6326.50 |
6403.50 |
6326.00 |
6383.00 |
+33.00 |
45 |
5,471 |
-7 |
| Jun08 |
071112 |
6390.50 |
6413.50 |
6390.50 |
6413.50 |
+33.50 |
67 |
2,065 |
+0 |
| Total Volume and Open Interest |
150,582 |
483,577 |
-4,002 |
| SPI 200(SFE) |
| Dec07 |
071112 |
6530.0 |
23.4 |
6461.0 |
6484.0 |
+6455.6 |
25,973 |
327,958 |
+4,368 |
| Mar08 |
071112 |
2.4 |
8.4 |
6499.0 |
6507.0 |
+6452.6 |
175 |
2,060 |
+81 |
| Jun08 |
071112 |
59.4 |
63.4 |
11.4 |
11.4 |
-99.0 |
2 |
1,379 |
-6 |
| Total Volume and Open Interest |
26,480 |
332,861 |
+4,540 |
| GSCI(CME) |
| Nov07 |
071112 |
597.80 |
599.00 |
594.00 |
597.00 |
-8.50 |
4,295 |
11,862 |
-2,284 |
| Dec07 |
071112 |
600.25 |
601.25 |
597.00 |
599.10 |
-8.90 |
4,316 |
11,803 |
+3,809 |
| Jan08 |
071112 |
596.00 |
596.00 |
596.00 |
596.00 |
-9.00 |
|
|
|
| Total Volume and Open Interest |
8,611 |
23,665 |
+1,525 |
| RJ/CRB Index(ICE) |
| Jan08 |
071112 |
459.00 |
462.25 |
454.50 |
454.50 |
-7.75 |
18 |
1,225 |
+1 |
| Feb08 |
071112 |
462.25 |
462.25 |
454.50 |
454.50 |
-7.75 |
0 |
419 |
+0 |
| Apr08 |
071112 |
462.25 |
462.25 |
454.50 |
454.50 |
-7.75 |
0 |
238 |
+0 |
| Total Volume and Open Interest |
18 |
1,882 |
-44 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
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|