|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Wed December 05, 2007 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan08 |
071205 |
1097.50 |
1105.00 |
1089.50 |
1099.50 |
+8.00 |
10,875 |
249,891 |
-3,884 |
| Mar08 |
071205 |
1116.00 |
1123.00 |
1107.50 |
1117.50 |
+8.00 |
6,617 |
126,434 |
+1,860 |
| May08 |
071205 |
1124.00 |
1133.00 |
1119.00 |
1127.75 |
+9.25 |
2,127 |
42,959 |
-773 |
| Jul08 |
071205 |
1127.50 |
1131.75 |
1127.50 |
1131.75 |
+9.50 |
1,687 |
55,080 |
-365 |
| Aug08 |
071205 |
1103.00 |
1115.50 |
1103.00 |
1111.50 |
+9.00 |
69 |
3,556 |
+78 |
| Sep08 |
071205 |
1075.00 |
1075.00 |
1075.00 |
1075.00 |
+5.00 |
2 |
1,751 |
+0 |
| Nov08 |
071205 |
1038.00 |
1041.00 |
1030.00 |
1038.75 |
+5.50 |
3,682 |
92,857 |
+2,765 |
| Total Volume and Open Interest |
25,175 |
588,841 |
-235 |
| Soybean Meal(CBOT) |
| Dec07 |
071205 |
297.00 |
300.60 |
297.00 |
300.60 |
+5.10 |
1,602 |
3,742 |
-687 |
| Jan08 |
071205 |
299.50 |
304.00 |
298.50 |
303.40 |
+5.10 |
6,065 |
61,085 |
-472 |
| Mar08 |
071205 |
305.20 |
309.00 |
303.50 |
308.20 |
+5.40 |
4,374 |
76,873 |
+812 |
| May08 |
071205 |
307.00 |
310.60 |
307.00 |
310.60 |
+6.00 |
1,515 |
40,619 |
-23 |
| Jul08 |
071205 |
307.00 |
311.00 |
305.80 |
310.70 |
+6.50 |
1,457 |
30,736 |
-239 |
| Aug08 |
071205 |
300.00 |
304.00 |
299.50 |
301.50 |
+4.50 |
255 |
6,764 |
+59 |
| Sep08 |
071205 |
289.50 |
300.00 |
289.50 |
290.50 |
+3.50 |
38 |
4,829 |
+166 |
| Oct08 |
071205 |
274.00 |
276.50 |
274.00 |
276.50 |
+5.50 |
25 |
4,877 |
+14 |
| Total Volume and Open Interest |
16,927 |
247,337 |
+579 |
| Soybean Oil(CBOT) |
| Dec07 |
071205 |
45.70 |
45.70 |
45.10 |
45.25 |
-0.25 |
1,369 |
3,924 |
-113 |
| Jan08 |
071205 |
46.15 |
46.17 |
45.55 |
45.70 |
-0.39 |
8,197 |
124,425 |
-4,570 |
| Mar08 |
071205 |
46.70 |
46.80 |
46.14 |
46.28 |
-0.21 |
6,039 |
88,868 |
+6,061 |
| May08 |
071205 |
46.95 |
47.00 |
46.55 |
46.75 |
-0.23 |
1,513 |
32,364 |
+1,458 |
| Jul08 |
071205 |
47.45 |
47.45 |
46.88 |
47.05 |
-0.25 |
964 |
26,249 |
-321 |
| Aug08 |
071205 |
47.25 |
47.25 |
46.70 |
46.98 |
-0.17 |
19 |
4,345 |
-18 |
| Sep08 |
071205 |
47.20 |
47.20 |
46.50 |
46.70 |
-0.32 |
98 |
3,931 |
+68 |
| Oct08 |
071205 |
46.80 |
46.80 |
46.00 |
46.00 |
-0.27 |
198 |
4,758 |
+45 |
| Total Volume and Open Interest |
20,433 |
307,847 |
+2,420 |
| Canola(WCE) |
| Jan08 |
071205 |
471.8 |
475.5 |
470.1 |
475.1 |
+4.1 |
5,647 |
85,178 |
-2,550 |
| Mar08 |
071205 |
483.1 |
487.2 |
482.0 |
486.7 |
+4.1 |
5,406 |
24,113 |
+1,145 |
| May08 |
071205 |
492.2 |
495.5 |
492.0 |
495.4 |
+3.2 |
291 |
6,604 |
+60 |
| Jul08 |
071205 |
499.9 |
501.5 |
498.5 |
501.5 |
+2.9 |
664 |
10,571 |
+288 |
| Total Volume and Open Interest |
12,733 |
151,043 |
-606 |
| Corn(CBOT) |
| Dec07 |
071205 |
396.00 |
396.00 |
390.75 |
394.00 |
unch |
8,936 |
20,460 |
-2,244 |
| Mar08 |
071205 |
412.50 |
413.00 |
408.25 |
411.25 |
unch |
25,387 |
557,621 |
+11,139 |
| May08 |
071205 |
423.00 |
423.50 |
419.00 |
422.25 |
+0.50 |
2,186 |
95,857 |
+3,051 |
| Jul08 |
071205 |
431.50 |
432.00 |
427.50 |
430.25 |
unch |
1,992 |
137,446 |
+1,157 |
| Sep08 |
071205 |
432.00 |
432.75 |
432.00 |
432.75 |
unch |
309 |
24,911 |
+720 |
| Dec08 |
071205 |
438.00 |
438.75 |
434.25 |
435.75 |
-1.75 |
3,370 |
235,689 |
+3,450 |
| Total Volume and Open Interest |
42,760 |
1,141,792 |
+18,247 |
| Wheat(CBOT) |
| Dec07 |
071205 |
872.00 |
886.75 |
857.00 |
863.75 |
-11.25 |
1,220 |
4,610 |
-715 |
| Mar08 |
071205 |
892.00 |
898.00 |
872.00 |
885.00 |
-9.00 |
6,636 |
205,818 |
+416 |
| May08 |
071205 |
892.00 |
892.00 |
886.50 |
886.50 |
-4.50 |
1,690 |
37,393 |
+679 |
| Jul08 |
071205 |
773.00 |
775.00 |
759.50 |
771.75 |
-2.75 |
2,585 |
92,527 |
+1,387 |
| Sep08 |
071205 |
772.50 |
774.00 |
768.00 |
774.00 |
-6.00 |
129 |
17,888 |
+3 |
| Total Volume and Open Interest |
12,923 |
409,430 |
+2,367 |
| Wheat(KCBT) |
| Dec07 |
071205 |
906.00 |
910.00 |
896.00 |
910.00 |
-3.00 |
251 |
856 |
-868 |
| Mar08 |
071205 |
912.00 |
915.00 |
896.00 |
909.50 |
-5.00 |
7,497 |
77,451 |
+115 |
| May08 |
071205 |
897.00 |
904.00 |
890.00 |
904.00 |
-2.00 |
435 |
5,739 |
+219 |
| Jul08 |
071205 |
793.00 |
796.00 |
783.50 |
792.00 |
-5.75 |
1,377 |
26,728 |
+430 |
| Sep08 |
071205 |
790.00 |
792.00 |
786.00 |
792.00 |
-5.00 |
189 |
4,973 |
+124 |
| Total Volume and Open Interest |
9,872 |
120,902 |
+74 |
| Wheat(MGE) |
| Dec07 |
071205 |
978.00 |
988.00 |
978.00 |
988.00 |
+10.00 |
833 |
1,256 |
-475 |
| Mar08 |
071205 |
952.00 |
955.00 |
937.00 |
954.75 |
+3.50 |
3,608 |
42,391 |
-119 |
| May08 |
071205 |
925.75 |
929.00 |
915.50 |
926.00 |
+1.00 |
920 |
5,632 |
+122 |
| Jul08 |
071205 |
868.00 |
870.00 |
862.00 |
870.00 |
+6.00 |
82 |
2,124 |
-7 |
| Sep08 |
071205 |
802.00 |
809.25 |
797.00 |
809.25 |
+3.00 |
221 |
4,950 |
+68 |
| Total Volume and Open Interest |
6,018 |
61,716 |
-357 |
| Oats(CBOT) |
| Dec07 |
071205 |
265.75 |
265.75 |
265.50 |
265.50 |
+1.00 |
193 |
117 |
+4 |
| Mar08 |
071205 |
279.75 |
279.75 |
279.25 |
279.25 |
unch |
490 |
9,082 |
+93 |
| May08 |
071205 |
287.50 |
287.50 |
286.75 |
286.75 |
-1.25 |
173 |
717 |
+40 |
| Jul08 |
071205 |
296.00 |
296.00 |
296.00 |
296.00 |
-1.00 |
4 |
142 |
+10 |
| Total Volume and Open Interest |
860 |
10,208 |
+147 |
| Rough Rice(CBOT) |
| Jan08 |
071205 |
13.06 |
13.14 |
13.06 |
13.10 |
+0.06 |
46 |
11,395 |
-135 |
| Mar08 |
071205 |
13.40 |
13.43 |
13.40 |
13.43 |
+0.08 |
5 |
5,087 |
-35 |
| May08 |
071205 |
13.66 |
13.66 |
13.66 |
13.66 |
+0.06 |
0 |
533 |
+0 |
| Jul08 |
071205 |
13.78 |
13.78 |
13.78 |
13.78 |
+0.06 |
0 |
943 |
+0 |
| Total Volume and Open Interest |
62 |
19,453 |
-163 |
| Live Cattle(CME) |
| Dec07 |
071205 |
94.100 |
94.150 |
93.650 |
93.730 |
-0.555 |
5,567 |
17,394 |
-3,342 |
| Feb08 |
071205 |
96.150 |
96.200 |
95.900 |
95.950 |
-0.350 |
12,581 |
120,967 |
+432 |
| Apr08 |
071205 |
97.600 |
97.850 |
97.500 |
97.600 |
-0.250 |
4,654 |
58,342 |
-161 |
| Jun08 |
071205 |
93.700 |
93.700 |
93.500 |
93.650 |
-0.135 |
1,350 |
20,171 |
+253 |
| Aug08 |
071205 |
94.100 |
94.150 |
93.900 |
94.000 |
-0.200 |
916 |
12,393 |
-13 |
| Oct08 |
071205 |
97.750 |
97.950 |
97.750 |
97.830 |
-0.170 |
180 |
3,630 |
+49 |
| Total Volume and Open Interest |
25,332 |
237,412 |
-2,753 |
| Feeder Cattle(CME) |
| Jan08 |
071205 |
106.700 |
106.800 |
106.000 |
106.250 |
-0.550 |
2,543 |
12,921 |
-273 |
| Mar08 |
071205 |
107.550 |
107.600 |
106.900 |
107.450 |
-0.585 |
1,569 |
7,038 |
+466 |
| Apr08 |
071205 |
109.550 |
109.550 |
108.750 |
109.350 |
-0.380 |
313 |
2,517 |
+61 |
| May08 |
071205 |
110.750 |
110.750 |
110.150 |
110.680 |
-0.370 |
385 |
3,443 |
+128 |
| Aug08 |
071205 |
111.000 |
111.400 |
110.800 |
111.350 |
-0.400 |
56 |
1,602 |
-1 |
| Sep08 |
071205 |
109.900 |
110.600 |
109.900 |
110.600 |
-0.300 |
0 |
72 |
+0 |
| Oct08 |
071205 |
111.000 |
111.000 |
111.000 |
111.000 |
unch |
0 |
6 |
+0 |
| Total Volume and Open Interest |
4,866 |
27,605 |
+381 |
| Lean Hogs(CME) |
| Dec07 |
071205 |
54.200 |
55.450 |
54.200 |
55.380 |
+1.080 |
6,832 |
19,181 |
-3,322 |
| Feb08 |
071205 |
60.300 |
61.700 |
60.100 |
61.100 |
+0.770 |
16,339 |
92,993 |
+1,193 |
| Apr08 |
071205 |
65.950 |
66.700 |
65.550 |
66.330 |
+0.380 |
4,801 |
37,902 |
-229 |
| May08 |
071205 |
72.300 |
73.900 |
72.300 |
73.800 |
+0.850 |
49 |
2,618 |
+30 |
| Jun08 |
071205 |
75.400 |
76.680 |
75.135 |
76.550 |
+0.900 |
2,353 |
26,476 |
+130 |
| Jul08 |
071205 |
74.300 |
75.300 |
74.000 |
75.285 |
+0.885 |
106 |
11,012 |
+4 |
| Aug08 |
071205 |
72.300 |
73.550 |
72.300 |
73.535 |
+1.185 |
230 |
4,970 |
-8 |
| Oct08 |
071205 |
64.900 |
66.300 |
64.900 |
66.285 |
+1.185 |
738 |
4,774 |
+401 |
| Total Volume and Open Interest |
31,954 |
206,864 |
-1,777 |
| Pork Bellies(CME) |
| Feb08 |
071205 |
89.500 |
90.500 |
88.830 |
90.180 |
+0.630 |
270 |
1,111 |
-33 |
| Mar08 |
071205 |
89.650 |
89.650 |
89.650 |
89.650 |
+0.100 |
21 |
246 |
+1 |
| May08 |
071205 |
90.450 |
90.450 |
90.450 |
90.450 |
+0.400 |
8 |
172 |
+8 |
| Jul08 |
071205 |
89.400 |
89.400 |
89.400 |
89.400 |
+0.300 |
11 |
146 |
+11 |
| Aug08 |
071205 |
88.200 |
88.200 |
88.200 |
88.200 |
+0.400 |
2 |
53 |
+2 |
| Total Volume and Open Interest |
312 |
1,728 |
-11 |
| Class III Milk(CME) |
| Dec07 |
071205 |
20.25 |
20.30 |
20.25 |
20.30 |
+0.12 |
279 |
4,451 |
-1 |
| Jan08 |
071205 |
18.53 |
18.75 |
18.53 |
18.68 |
+0.11 |
348 |
3,506 |
+4 |
| Feb08 |
071205 |
17.70 |
17.75 |
17.70 |
17.73 |
+0.22 |
127 |
2,872 |
+14 |
| Mar08 |
071205 |
17.07 |
17.07 |
17.07 |
17.07 |
+0.10 |
59 |
2,470 |
+18 |
| Apr08 |
071205 |
16.43 |
16.43 |
16.43 |
16.43 |
+0.02 |
112 |
2,230 |
-5 |
| Total Volume and Open Interest |
1,174 |
29,161 |
+29,161 |
| Cocoa(ICE) |
| Dec07 |
071205 |
2134 |
2134 |
2134 |
2134 |
+21 |
5 |
973 |
-1 |
| Mar08 |
071205 |
2056 |
2084 |
2055 |
2072 |
+5 |
10,498 |
94,383 |
+1,503 |
| May08 |
071205 |
2075 |
2075 |
2075 |
2075 |
+4 |
2,174 |
20,084 |
+966 |
| Jul08 |
071205 |
2079 |
2079 |
2079 |
2079 |
+7 |
568 |
8,752 |
+183 |
| Sep08 |
071205 |
2083 |
2083 |
2083 |
2083 |
+6 |
417 |
4,902 |
+149 |
| Dec08 |
071205 |
2094 |
2094 |
2094 |
2094 |
+5 |
345 |
14,314 |
-20 |
| Mar09 |
071205 |
2106 |
2106 |
2106 |
2106 |
+6 |
106 |
4,815 |
+90 |
| Total Volume and Open Interest |
14,516 |
150,307 |
+2,919 |
| Coffee "C"(ICE) |
| Dec07 |
071205 |
128.25 |
128.25 |
128.05 |
128.05 |
+0.70 |
91 |
626 |
-179 |
| Mar08 |
071205 |
130.40 |
131.50 |
130.10 |
131.15 |
+0.55 |
6,710 |
107,304 |
+460 |
| May08 |
071205 |
133.00 |
133.80 |
133.00 |
133.65 |
+0.55 |
1,447 |
19,594 |
+336 |
| Jul08 |
071205 |
135.60 |
136.10 |
135.60 |
136.10 |
+0.60 |
898 |
5,615 |
-27 |
| Sep08 |
071205 |
138.40 |
138.40 |
138.40 |
138.40 |
+0.55 |
738 |
8,404 |
-99 |
| Dec08 |
071205 |
141.55 |
141.55 |
141.55 |
141.55 |
+0.60 |
618 |
7,551 |
-72 |
| Total Volume and Open Interest |
10,582 |
155,570 |
+452 |
| Orange Juice(ICE) |
| Jan08 |
071205 |
140.90 |
141.30 |
139.60 |
141.30 |
+1.30 |
1,490 |
11,777 |
-632 |
| Mar08 |
071205 |
140.45 |
141.00 |
140.00 |
140.90 |
+1.30 |
681 |
12,399 |
+482 |
| May08 |
071205 |
141.25 |
141.30 |
141.25 |
141.30 |
+1.60 |
2 |
1,152 |
-1 |
| Jul08 |
071205 |
141.50 |
141.50 |
141.50 |
141.50 |
+1.40 |
0 |
729 |
+0 |
| Sep08 |
071205 |
142.35 |
142.35 |
142.35 |
142.35 |
+1.85 |
0 |
422 |
+0 |
| Nov08 |
071205 |
140.95 |
140.95 |
140.95 |
140.95 |
+2.10 |
0 |
362 |
+0 |
| Total Volume and Open Interest |
2,173 |
27,618 |
-151 |
| Sugar #11(ICE) |
| Mar08 |
071205 |
9.77 |
9.90 |
9.75 |
9.85 |
+0.11 |
21,406 |
432,855 |
+1,130 |
| May08 |
071205 |
10.08 |
10.16 |
10.07 |
10.14 |
+0.10 |
5,045 |
90,195 |
+220 |
| Jul08 |
071205 |
10.24 |
10.34 |
10.24 |
10.33 |
+0.09 |
3,862 |
82,144 |
+84 |
| Oct08 |
071205 |
10.66 |
10.68 |
10.65 |
10.68 |
+0.10 |
4,425 |
64,424 |
-547 |
| Mar09 |
071205 |
11.26 |
11.26 |
11.26 |
11.26 |
+0.11 |
4,315 |
43,584 |
+1,392 |
| Total Volume and Open Interest |
41,348 |
784,065 |
+2,915 |
| Sugar #14(ICE) |
| Jan08 |
071205 |
19.35 |
19.35 |
19.35 |
19.35 |
-0.15 |
131 |
2,535 |
-4 |
| Mar08 |
071205 |
19.69 |
19.69 |
19.69 |
19.69 |
+0.04 |
108 |
3,747 |
+89 |
| May08 |
071205 |
19.80 |
19.80 |
19.80 |
19.80 |
-0.12 |
109 |
3,413 |
+50 |
| Jul08 |
071205 |
20.20 |
20.20 |
20.20 |
20.20 |
-0.13 |
16 |
1,693 |
+0 |
| Sep08 |
071205 |
20.45 |
20.45 |
20.45 |
20.45 |
-0.06 |
10 |
1,282 |
+10 |
| Total Volume and Open Interest |
374 |
12,965 |
+145 |
| London Cocoa(LCE) |
| Dec07 |
071205 |
988 |
1011 |
983 |
1005 |
+17 |
7,632 |
56,466 |
-2,393 |
| Mar08 |
071205 |
1017 |
1043 |
1010 |
1035 |
+18 |
21,112 |
69,941 |
+841 |
| May08 |
071205 |
1028 |
1052 |
1025 |
1046 |
+16 |
2,760 |
22,943 |
+1,067 |
| Jul08 |
071205 |
1044 |
1066 |
1038 |
1059 |
+16 |
3,880 |
35,166 |
+1,554 |
| Sep08 |
071205 |
1051 |
1073 |
1048 |
1067 |
+16 |
731 |
21,593 |
+158 |
| Dec08 |
071205 |
1060 |
1077 |
1054 |
1072 |
+14 |
892 |
17,360 |
+460 |
| Mar09 |
071205 |
1067 |
1087 |
1067 |
1080 |
+15 |
148 |
4,633 |
+1 |
| Total Volume and Open Interest |
37,179 |
228,433 |
+1,711 |
| London Coffee(LCE) |
| Jan08 |
071205 |
1744.00 |
1778.00 |
1732.00 |
1771.00 |
+31.00 |
19,214 |
67,776 |
-8,464 |
| Mar08 |
071205 |
1770.00 |
1800.00 |
1759.00 |
1792.00 |
+27.00 |
15,565 |
73,201 |
+3,778 |
| May08 |
071205 |
1786.00 |
1812.00 |
1779.00 |
1809.00 |
+25.00 |
2,279 |
10,689 |
-162 |
| Jul08 |
071205 |
1799.00 |
1827.00 |
1795.00 |
1825.00 |
+26.00 |
1,126 |
3,141 |
+356 |
| Sep08 |
071205 |
1815.00 |
1851.00 |
1815.00 |
1838.00 |
+26.00 |
11 |
4,194 |
+0 |
| Nov08 |
071205 |
1827.00 |
1861.00 |
1825.00 |
1848.00 |
+26.00 |
36 |
804 |
+35 |
| Total Volume and Open Interest |
38,281 |
160,578 |
-4,457 |
| London Sugar(LCE) |
| Mar08 |
071205 |
288.60 |
291.50 |
287.30 |
290.30 |
+2.30 |
2,834 |
57,532 |
-203 |
| May08 |
071205 |
292.50 |
295.10 |
291.70 |
293.90 |
+1.40 |
941 |
9,026 |
+505 |
| Aug08 |
071205 |
295.10 |
297.50 |
294.60 |
296.50 |
+1.40 |
252 |
6,320 |
-104 |
| Oct08 |
071205 |
301.10 |
303.50 |
300.60 |
302.50 |
+1.40 |
210 |
5,108 |
-81 |
| Dec08 |
071205 |
307.60 |
309.00 |
307.60 |
308.30 |
+1.40 |
8 |
1,364 |
-4 |
| Total Volume and Open Interest |
4,246 |
82,448 |
+113 |
| Cotton(ICE) |
| Dec07 |
071205 |
58.75 |
58.75 |
58.10 |
58.10 |
-0.25 |
12 |
126 |
-82 |
| Mar08 |
071205 |
63.60 |
63.80 |
63.10 |
63.37 |
-0.13 |
12,744 |
131,934 |
-862 |
| May08 |
071205 |
65.25 |
65.30 |
64.70 |
64.98 |
-0.13 |
1,477 |
20,544 |
+122 |
| Jul08 |
071205 |
67.00 |
67.15 |
66.40 |
66.69 |
-0.18 |
1,257 |
20,829 |
+213 |
| Oct08 |
071205 |
69.00 |
69.00 |
69.00 |
69.00 |
-0.10 |
10 |
430 |
+7 |
| Dec08 |
071205 |
71.20 |
71.35 |
70.75 |
71.11 |
unch |
966 |
35,035 |
+171 |
| Total Volume and Open Interest |
16,472 |
210,401 |
-431 |
| Lumber(CME) |
| Jan08 |
071205 |
244.0 |
247.5 |
244.0 |
245.3 |
-0.6 |
1,095 |
5,476 |
-269 |
| Mar08 |
071205 |
267.4 |
269.0 |
267.2 |
267.8 |
+0.4 |
372 |
4,305 |
+19 |
| May08 |
071205 |
281.9 |
282.9 |
280.3 |
281.0 |
-1.4 |
22 |
545 |
+2 |
| Jul08 |
071205 |
284.2 |
286.1 |
284.2 |
284.3 |
+0.6 |
9 |
76 |
+9 |
| Total Volume and Open Interest |
1,509 |
10,470 |
-238 |
| Crude Oil(NYM) |
| Jan08 |
071205 |
89.70 |
90.20 |
87.35 |
87.49 |
-0.83 |
281,146 |
322,877 |
-15,843 |
| Feb08 |
071205 |
89.50 |
89.80 |
87.29 |
87.29 |
-0.82 |
100,764 |
149,583 |
+13,565 |
| Mar08 |
071205 |
89.35 |
89.40 |
87.05 |
87.05 |
-0.82 |
35,014 |
103,628 |
-1,161 |
| Apr08 |
071205 |
86.81 |
86.81 |
86.81 |
86.81 |
-0.82 |
19,462 |
56,912 |
+79 |
| May08 |
071205 |
86.59 |
86.59 |
86.59 |
86.59 |
-0.81 |
8,294 |
54,249 |
-1,239 |
| Jun08 |
071205 |
87.45 |
87.45 |
86.38 |
86.38 |
-0.81 |
18,469 |
69,787 |
-301 |
| Jul08 |
071205 |
87.55 |
87.55 |
86.18 |
86.18 |
-0.81 |
7,004 |
19,914 |
-27 |
| Aug08 |
071205 |
85.99 |
85.99 |
85.99 |
85.99 |
-0.81 |
4,601 |
17,475 |
+1,178 |
| Sep08 |
071205 |
85.82 |
85.82 |
85.82 |
85.82 |
-0.81 |
2,974 |
34,367 |
+617 |
| Oct08 |
071205 |
86.25 |
86.25 |
85.66 |
85.66 |
-0.81 |
53 |
29,904 |
-64 |
| Nov08 |
071205 |
86.07 |
86.07 |
85.51 |
85.51 |
-0.81 |
98 |
19,871 |
+26 |
| Dec08 |
071205 |
86.75 |
87.12 |
85.36 |
85.36 |
-0.81 |
18,086 |
162,658 |
-1,415 |
| Jan09 |
071205 |
85.21 |
85.21 |
85.21 |
85.21 |
-0.79 |
2,387 |
25,131 |
-962 |
| Feb09 |
071205 |
85.07 |
85.07 |
85.07 |
85.07 |
-0.79 |
225 |
13,059 |
+17 |
| Mar09 |
071205 |
84.93 |
84.93 |
84.93 |
84.93 |
-0.79 |
582 |
6,687 |
-448 |
| Apr09 |
071205 |
84.80 |
84.80 |
84.80 |
84.80 |
-0.79 |
300 |
13,628 |
+25 |
| Total Volume and Open Interest |
514,444 |
1,382,485 |
-2,668 |
| Heating Oil(NYM) |
| Jan08 |
071205 |
254.35 |
255.00 |
248.50 |
248.93 |
-2.25 |
39,367 |
91,767 |
-2,778 |
| Feb08 |
071205 |
253.40 |
253.80 |
248.38 |
248.38 |
-1.75 |
15,799 |
33,987 |
-476 |
| Mar08 |
071205 |
246.13 |
246.13 |
246.13 |
246.13 |
-1.45 |
6,570 |
18,568 |
-249 |
| Apr08 |
071205 |
240.88 |
240.88 |
240.88 |
240.88 |
-1.35 |
2,510 |
13,124 |
-228 |
| May08 |
071205 |
237.23 |
237.23 |
237.23 |
237.23 |
-1.35 |
1,952 |
6,460 |
-40 |
| Jun08 |
071205 |
238.93 |
238.93 |
235.38 |
235.38 |
-1.35 |
5,982 |
16,116 |
-431 |
| Jul08 |
071205 |
234.98 |
234.98 |
234.98 |
234.98 |
-1.35 |
1,171 |
4,447 |
+335 |
| Aug08 |
071205 |
235.18 |
235.18 |
235.18 |
235.18 |
-1.35 |
450 |
932 |
+74 |
| Sep08 |
071205 |
236.03 |
236.03 |
236.03 |
236.03 |
-1.35 |
454 |
2,697 |
+95 |
| Oct08 |
071205 |
237.58 |
237.58 |
237.58 |
237.58 |
-1.35 |
369 |
1,105 |
+82 |
| Nov08 |
071205 |
243.50 |
243.50 |
239.18 |
239.18 |
-1.35 |
306 |
836 |
-106 |
| Dec08 |
071205 |
240.78 |
240.78 |
240.78 |
240.78 |
-1.35 |
1,884 |
8,724 |
-432 |
| Total Volume and Open Interest |
78,106 |
203,922 |
-3,970 |
| Gasoline(NYMEX) |
| Jan08 |
071205 |
224.91 |
230.43 |
220.77 |
221.70 |
-3.47 |
36,211 |
80,539 |
-1,797 |
| Feb08 |
071205 |
228.50 |
232.45 |
223.44 |
224.45 |
-3.22 |
11,020 |
19,832 |
+871 |
| Mar08 |
071205 |
231.25 |
234.91 |
226.75 |
227.44 |
-3.23 |
6,762 |
20,837 |
+623 |
| Apr08 |
071205 |
244.57 |
247.89 |
240.65 |
241.59 |
-2.98 |
6,166 |
21,986 |
-42 |
| May08 |
071205 |
245.35 |
248.50 |
241.10 |
242.39 |
-2.93 |
3,536 |
13,769 |
+728 |
| Jun08 |
071205 |
247.23 |
247.23 |
242.29 |
242.29 |
-2.83 |
1,934 |
15,456 |
+12 |
| Jul08 |
071205 |
245.67 |
245.67 |
240.15 |
240.79 |
-2.78 |
578 |
3,307 |
+33 |
| Aug08 |
071205 |
243.04 |
243.04 |
238.49 |
238.49 |
-2.48 |
589 |
2,629 |
+280 |
| Sep08 |
071205 |
239.49 |
239.49 |
235.04 |
235.04 |
-2.28 |
378 |
4,539 |
+73 |
| Oct08 |
071205 |
221.59 |
221.59 |
221.59 |
221.59 |
-2.23 |
275 |
1,616 |
-32 |
| Total Volume and Open Interest |
68,070 |
194,713 |
+1,017 |
| e-MiNY RBOB Gasoline(NYMEX) |
| Jan08 |
071205 |
226.20 |
229.50 |
221.70 |
221.70 |
-3.47 |
1 |
22 |
+1 |
| Feb08 |
071205 |
224.45 |
224.45 |
224.45 |
224.45 |
-3.22 |
4 |
10 |
+4 |
| Mar08 |
071205 |
230.50 |
230.50 |
230.50 |
230.50 |
-0.40 |
0 |
2 |
+0 |
| Apr08 |
071205 |
243.90 |
243.90 |
243.90 |
243.90 |
-0.80 |
|
|
|
| Total Volume and Open Interest |
5 |
34 |
+5 |
| Natural Gas(NYM) |
| Jan08 |
071205 |
7.100 |
7.265 |
7.100 |
7.185 |
+0.030 |
50,809 |
131,522 |
-6,276 |
| Feb08 |
071205 |
7.185 |
7.325 |
7.185 |
7.275 |
+0.095 |
17,189 |
60,790 |
+2,497 |
| Mar08 |
071205 |
7.195 |
7.246 |
7.195 |
7.246 |
+0.046 |
15,949 |
81,389 |
+5,198 |
| Apr08 |
071205 |
7.201 |
7.201 |
7.201 |
7.201 |
+0.101 |
6,623 |
56,578 |
+721 |
| May08 |
071205 |
7.210 |
7.269 |
7.210 |
7.269 |
+0.059 |
3,060 |
39,942 |
-64 |
| Jun08 |
071205 |
7.335 |
7.365 |
7.335 |
7.365 |
+0.060 |
1,405 |
22,300 |
+672 |
| Jul08 |
071205 |
7.430 |
7.466 |
7.430 |
7.466 |
+0.061 |
1,142 |
18,928 |
+607 |
| Aug08 |
071205 |
7.544 |
7.544 |
7.544 |
7.544 |
+0.062 |
1,235 |
17,365 |
+348 |
| Sep08 |
071205 |
7.571 |
7.571 |
7.571 |
7.571 |
+0.091 |
1,336 |
13,040 |
+687 |
| Oct08 |
071205 |
7.655 |
7.655 |
7.639 |
7.639 |
+0.064 |
1,749 |
37,691 |
+825 |
| Nov08 |
071205 |
8.065 |
8.065 |
8.049 |
8.049 |
+0.064 |
320 |
23,167 |
-136 |
| Dec08 |
071205 |
8.490 |
8.490 |
8.484 |
8.484 |
+0.084 |
454 |
18,669 |
+162 |
| Jan09 |
071205 |
8.690 |
8.790 |
8.690 |
8.754 |
+0.067 |
1,015 |
37,977 |
-252 |
| Feb09 |
071205 |
8.590 |
8.790 |
8.590 |
8.764 |
+0.067 |
598 |
6,633 |
-19 |
| Mar09 |
071205 |
8.480 |
8.550 |
8.480 |
8.529 |
+0.069 |
608 |
30,253 |
-309 |
| Apr09 |
071205 |
7.840 |
7.840 |
7.829 |
7.829 |
+0.049 |
862 |
30,649 |
+420 |
| Total Volume and Open Interest |
106,952 |
827,928 |
+5,162 |
| Brent Crude Oil(ICE) |
| Jan08 |
071205 |
89.75 |
91.91 |
87.85 |
88.49 |
-1.04 |
99,161 |
77,121 |
-12,987 |
| Feb08 |
071205 |
89.49 |
91.51 |
87.70 |
88.21 |
-0.99 |
65,608 |
138,874 |
-5,103 |
| Mar08 |
071205 |
89.42 |
91.15 |
87.55 |
88.02 |
-0.94 |
34,514 |
49,838 |
+1,839 |
| Apr08 |
071205 |
89.03 |
90.78 |
87.47 |
87.78 |
-0.89 |
15,498 |
19,730 |
+288 |
| May08 |
071205 |
88.77 |
90.48 |
87.26 |
87.55 |
-0.89 |
8,972 |
15,291 |
+233 |
| Jun08 |
071205 |
88.13 |
90.24 |
87.00 |
87.36 |
-0.90 |
18,267 |
32,694 |
-1,227 |
| Jul08 |
071205 |
88.26 |
88.26 |
87.17 |
87.17 |
-0.93 |
2,537 |
9,325 |
+389 |
| Aug08 |
071205 |
87.01 |
87.01 |
87.01 |
87.01 |
-0.92 |
525 |
6,625 |
+204 |
| Sep08 |
071205 |
86.88 |
86.88 |
86.88 |
86.88 |
-0.89 |
252 |
7,642 |
-89 |
| Oct08 |
071205 |
86.75 |
86.75 |
86.75 |
86.75 |
-0.86 |
0 |
9,581 |
-15 |
| Nov08 |
071205 |
86.61 |
86.61 |
86.61 |
86.61 |
-0.85 |
0 |
5,709 |
+9 |
| Dec08 |
071205 |
87.13 |
89.05 |
86.35 |
86.47 |
-0.84 |
10,668 |
63,235 |
+2,203 |
| Jan09 |
071205 |
86.31 |
86.31 |
86.31 |
86.31 |
-0.88 |
0 |
12,382 |
+0 |
| Feb09 |
071205 |
86.15 |
86.15 |
86.15 |
86.15 |
-0.92 |
0 |
3,705 |
-25 |
| Total Volume and Open Interest |
257,390 |
541,658 |
-14,922 |
| Gas Oil(ICE) |
| Dec07 |
071205 |
789.75 |
811.75 |
779.25 |
795.50 |
+7.75 |
37,148 |
42,818 |
-2,653 |
| Jan08 |
071205 |
783.25 |
806.25 |
774.75 |
791.25 |
+8.25 |
52,702 |
91,067 |
+2,666 |
| Feb08 |
071205 |
776.50 |
797.00 |
767.75 |
783.50 |
+8.50 |
17,744 |
44,966 |
+72 |
| Mar08 |
071205 |
773.00 |
787.50 |
763.00 |
775.00 |
+8.75 |
5,004 |
21,012 |
-40 |
| Apr08 |
071205 |
763.00 |
778.50 |
754.50 |
766.25 |
+8.25 |
2,277 |
13,248 |
-170 |
| May08 |
071205 |
758.50 |
772.00 |
754.75 |
760.50 |
+7.25 |
1,090 |
12,281 |
+19 |
| Jun08 |
071205 |
754.25 |
767.00 |
750.00 |
756.00 |
+6.00 |
5,029 |
32,453 |
+2,166 |
| Jul08 |
071205 |
756.00 |
756.00 |
756.00 |
756.00 |
+6.50 |
467 |
5,520 |
-40 |
| Aug08 |
071205 |
757.25 |
757.25 |
757.25 |
757.25 |
+5.75 |
0 |
2,283 |
+0 |
| Sep08 |
071205 |
758.25 |
758.25 |
758.25 |
758.25 |
+20.00 |
80 |
1,248 |
+50 |
| Total Volume and Open Interest |
122,681 |
300,516 |
+2,406 |
| US Dollar Index(ICE) |
| Dec07 |
071205 |
75.735 |
76.500 |
75.710 |
76.450 |
+0.725 |
2,926 |
32,934 |
-637 |
| Mar08 |
071205 |
75.820 |
76.450 |
75.690 |
76.450 |
+0.725 |
511 |
3,735 |
+222 |
| Jun08 |
071205 |
76.270 |
76.500 |
76.270 |
76.500 |
+0.725 |
102 |
538 |
+90 |
| Total Volume and Open Interest |
3,539 |
37,432 |
-325 |
| Australian Dollar(CME) |
| Dec07 |
071205 |
86.79 |
86.94 |
86.79 |
86.94 |
-0.38 |
1,879 |
63,989 |
+344 |
| Mar08 |
071205 |
86.40 |
86.52 |
86.40 |
86.49 |
-0.36 |
5 |
3,344 |
+544 |
| Jun08 |
071205 |
85.83 |
85.83 |
85.83 |
85.83 |
-0.36 |
0 |
408 |
-4 |
| Total Volume and Open Interest |
1,884 |
67,940 |
+959 |
| British Pound(CME) |
| Dec07 |
071205 |
203.52 |
203.55 |
202.50 |
202.50 |
-3.16 |
2,264 |
113,130 |
-613 |
| Mar08 |
071205 |
202.70 |
202.70 |
201.85 |
201.85 |
-3.16 |
20 |
4,474 |
+387 |
| Jun08 |
071205 |
201.12 |
201.12 |
201.12 |
201.12 |
-3.08 |
8 |
23 |
+0 |
| Total Volume and Open Interest |
2,292 |
117,681 |
-668 |
| Canadian Dollar(CME) |
| Dec07 |
071205 |
98.25 |
98.83 |
98.25 |
98.43 |
-0.14 |
1,962 |
99,844 |
-308 |
| Mar08 |
071205 |
98.76 |
98.82 |
98.48 |
98.48 |
-0.15 |
137 |
9,491 |
+829 |
| Jun08 |
071205 |
98.83 |
98.83 |
98.46 |
98.46 |
-0.15 |
125 |
2,923 |
+140 |
| Sep08 |
071205 |
98.71 |
98.80 |
98.43 |
98.43 |
-0.14 |
11 |
1,291 |
+1 |
| Total Volume and Open Interest |
2,241 |
114,020 |
+752 |
| Japanese Yen(CME) |
| Dec07 |
071205 |
90.67 |
90.68 |
90.50 |
90.56 |
-0.55 |
778 |
161,424 |
-4,089 |
| Mar08 |
071205 |
91.63 |
91.63 |
91.23 |
91.49 |
-0.56 |
254 |
17,440 |
+1,138 |
| Jun08 |
071205 |
92.25 |
92.25 |
92.25 |
92.25 |
-0.56 |
0 |
16,363 |
-1 |
| Total Volume and Open Interest |
1,032 |
195,761 |
-2,951 |
| Swiss Franc(CME) |
| Dec07 |
071205 |
89.38 |
89.39 |
88.86 |
88.86 |
-0.71 |
1,070 |
74,465 |
+2,382 |
| Mar08 |
071205 |
89.94 |
89.94 |
89.36 |
89.40 |
-0.72 |
469 |
3,411 |
+1,025 |
| Jun08 |
071205 |
89.76 |
89.76 |
89.76 |
89.76 |
-0.72 |
5 |
24 |
+3 |
| Total Volume and Open Interest |
1,544 |
77,920 |
+3,408 |
| EuroFX(CME) |
| Dec07 |
071205 |
147.18 |
147.18 |
146.20 |
146.20 |
-1.50 |
3,968 |
211,349 |
+8,626 |
| Mar08 |
071205 |
146.85 |
146.85 |
146.30 |
146.30 |
-1.51 |
1,433 |
23,242 |
+4,286 |
| Jun08 |
071205 |
146.23 |
146.23 |
146.23 |
146.23 |
-1.51 |
0 |
929 |
-2 |
| Total Volume and Open Interest |
5,401 |
236,107 |
+236,107 |
| Mexican Peso(CME) |
| Dec07 |
071205 |
920.0 |
920.5 |
919.2 |
920.0 |
+1.5 |
2,531 |
74,318 |
+1,534 |
| Jan08 |
071205 |
917.0 |
917.0 |
917.0 |
917.0 |
+1.5 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
2,874 |
105,039 |
+1,906 |
| 30-Year T-Bonds(CBOT) |
| Dec07 |
071205 |
117~31 |
118~00 |
116~31 |
117~21 |
-0~11 |
0 |
68,298 |
-19,673 |
| Mar08 |
071205 |
117~30 |
118~03 |
117~00 |
117~22 |
-0~12 |
0 |
933,309 |
+17,889 |
| Jun08 |
071205 |
117~04 |
117~04 |
116~16 |
117~01 |
-0~12 |
0 |
2,056 |
+1 |
| Total Volume and Open Interest |
39,285 |
1,003,685 |
-1,781 |
| 10-Year T-Notes(CBOT) |
| Dec07 |
071205 |
114~200 |
114~270 |
114~060 |
114~225 |
+0~015 |
140,176 |
349,307 |
-58,408 |
| Mar08 |
071205 |
113~285 |
114~040 |
113~140 |
113~300 |
unch |
1,142,404 |
2,184,057 |
+36,756 |
| Jun08 |
071205 |
113~100 |
113~100 |
113~100 |
113~100 |
unch |
4 |
103 |
+2 |
| Total Volume and Open Interest |
1,282,584 |
2,533,467 |
-21,650 |
| 5-Year T-Notes(CBOT) |
| Dec07 |
071205 |
111~005 |
111~020 |
111~005 |
111~020 |
+0~015 |
96,450 |
0 |
+0 |
| Mar08 |
071205 |
110~145 |
110~260 |
110~110 |
110~225 |
+0~010 |
603,307 |
0 |
+0 |
| Jun08 |
071205 |
111~020 |
111~020 |
110~225 |
110~225 |
+0~010 |
|
|
|
| Total Volume and Open Interest |
699,757 |
|
|
| 2 Year T-Notes(CBOT) |
| Dec07 |
071205 |
105~016 |
105~036 |
105~016 |
105~036 |
+0~003 |
2,729 |
157,512 |
-57,426 |
| Mar08 |
071205 |
105~020 |
105~042 |
105~017 |
105~040 |
unch |
3,458 |
836,151 |
+44,232 |
| Total Volume and Open Interest |
6,187 |
993,663 |
-13,194 |
| Eurodollars(CME) |
| Dec07 |
071205 |
95.110 |
95.110 |
95.092 |
95.100 |
+0.002 |
25,360 |
1,501,894 |
+16,078 |
| Mar08 |
071205 |
95.815 |
95.820 |
95.750 |
95.795 |
-0.020 |
23,163 |
1,553,652 |
+23,940 |
| Jun08 |
071205 |
96.260 |
96.280 |
96.240 |
96.280 |
unch |
13,459 |
1,529,255 |
-6,739 |
| Sep08 |
071205 |
96.525 |
96.565 |
96.485 |
96.540 |
unch |
21,211 |
1,386,424 |
+10,749 |
| Dec08 |
071205 |
96.635 |
96.670 |
96.595 |
96.650 |
unch |
10,627 |
1,543,629 |
-249 |
| Mar09 |
071205 |
96.630 |
96.675 |
96.610 |
96.655 |
+0.005 |
15,919 |
983,674 |
+6,079 |
| Jun09 |
071205 |
96.530 |
96.560 |
96.520 |
96.560 |
+0.010 |
26,418 |
683,657 |
+12,903 |
| Sep09 |
071205 |
96.395 |
96.425 |
96.385 |
96.425 |
+0.010 |
8,879 |
506,672 |
-2,659 |
| Dec09 |
071205 |
96.235 |
96.275 |
96.235 |
96.275 |
+0.015 |
13,811 |
285,417 |
+9,028 |
| Mar10 |
071205 |
96.120 |
96.145 |
96.110 |
96.140 |
+0.015 |
10,144 |
203,867 |
+2,232 |
| Jun10 |
071205 |
95.990 |
96.005 |
95.990 |
96.005 |
+0.015 |
18,651 |
204,501 |
+13,202 |
| Sep10 |
071205 |
95.850 |
95.895 |
95.850 |
95.895 |
+0.010 |
5,519 |
136,991 |
+3,148 |
| Dec10 |
071205 |
95.750 |
95.790 |
95.750 |
95.785 |
+0.010 |
3,163 |
104,003 |
+847 |
| Mar11 |
071205 |
95.690 |
95.700 |
95.690 |
95.695 |
+0.010 |
2,268 |
88,623 |
+533 |
| Jun11 |
071205 |
95.560 |
95.605 |
95.560 |
95.595 |
+0.005 |
5,834 |
85,200 |
-2,876 |
| Sep11 |
071205 |
95.510 |
95.515 |
95.510 |
95.510 |
+0.005 |
2,350 |
73,713 |
-130 |
| Dec11 |
071205 |
95.430 |
95.430 |
95.405 |
95.420 |
+0.005 |
1,999 |
53,736 |
-801 |
| Mar12 |
071205 |
95.360 |
95.360 |
95.345 |
95.350 |
+0.005 |
2,038 |
48,028 |
+339 |
| Total Volume and Open Interest |
221,226 |
11,168,181 |
+86,908 |
| 30 Day Federal Funds(CBOT) |
| Dec07 |
071205 |
4.020 |
4.020 |
4.005 |
4.005 |
-0.025 |
1,428 |
124,807 |
+251 |
| Jan08 |
071205 |
4.095 |
4.110 |
4.085 |
4.110 |
-0.010 |
2,228 |
131,894 |
-612 |
| Feb08 |
071205 |
4.285 |
4.305 |
4.285 |
4.305 |
unch |
2,666 |
59,806 |
-1,277 |
| Mar08 |
071205 |
4.380 |
4.395 |
4.380 |
4.395 |
unch |
636 |
26,061 |
-167 |
| Apr08 |
071205 |
4.485 |
4.485 |
4.485 |
4.485 |
unch |
1,081 |
15,201 |
+639 |
| May08 |
071205 |
4.645 |
4.645 |
4.645 |
4.645 |
unch |
0 |
8,887 |
+476 |
| Total Volume and Open Interest |
8,039 |
373,526 |
-403 |
| 30 Day Fed Funds(e-CBOT) |
| Dec07 |
071205 |
95.785 |
95.790 |
95.740 |
95.750 |
-0.040 |
11,742 |
0 |
+0 |
| Jan08 |
071205 |
95.875 |
95.885 |
95.825 |
95.855 |
-0.030 |
23,647 |
0 |
+0 |
| Feb08 |
071205 |
96.055 |
96.070 |
96.025 |
96.045 |
-0.025 |
13,866 |
0 |
+0 |
| Mar08 |
071205 |
96.140 |
96.155 |
96.115 |
96.140 |
-0.015 |
9,307 |
0 |
+0 |
| Apr08 |
071205 |
96.235 |
96.240 |
96.190 |
96.220 |
-0.025 |
3,548 |
0 |
+0 |
| May08 |
071205 |
96.400 |
96.400 |
96.340 |
96.370 |
-0.030 |
1,343 |
0 |
+0 |
| Total Volume and Open Interest |
64,293 |
|
|
| 3-Mth Euro-Yen(CME) |
| Dec07 |
071205 |
99.14 |
99.14 |
99.14 |
99.14 |
unch |
85 |
19,038 |
+791 |
| Mar08 |
071205 |
99.17 |
99.17 |
99.17 |
99.17 |
unch |
705 |
8,933 |
-334 |
| Jun08 |
071205 |
99.17 |
99.17 |
99.17 |
99.17 |
-0.01 |
8 |
5,799 |
+3 |
| Sep08 |
071205 |
99.15 |
99.15 |
99.15 |
99.15 |
-0.02 |
601 |
5,252 |
+401 |
| Dec08 |
071205 |
99.12 |
99.12 |
99.12 |
99.12 |
-0.01 |
20 |
2,430 |
+12 |
| Mar09 |
071205 |
99.07 |
99.07 |
99.07 |
99.07 |
-0.01 |
120 |
685 |
+170 |
| Jun09 |
071205 |
99.01 |
99.01 |
99.01 |
99.01 |
-0.02 |
0 |
156 |
+0 |
| Sep09 |
071205 |
98.95 |
98.95 |
98.95 |
98.95 |
-0.01 |
|
|
|
| Dec09 |
071205 |
98.87 |
98.87 |
98.87 |
98.87 |
-0.01 |
|
|
|
| Mar10 |
071205 |
98.81 |
98.81 |
98.81 |
98.81 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
1,539 |
42,293 |
+1,043 |
| 3-Mth Euro-Yen(SGX) |
| Dec07 |
071205 |
99.13 |
99.14 |
99.13 |
99.14 |
unch |
1,224 |
67,184 |
-2,234 |
| Mar08 |
071205 |
99.17 |
99.18 |
99.17 |
99.18 |
unch |
798 |
44,229 |
-28 |
| Jun08 |
071205 |
99.18 |
99.18 |
99.17 |
99.18 |
0.00 |
300 |
18,518 |
-26 |
| Sep08 |
071205 |
99.16 |
99.16 |
99.14 |
99.15 |
-0.01 |
366 |
23,299 |
+214 |
| Dec08 |
071205 |
99.13 |
99.14 |
99.12 |
99.12 |
0.00 |
807 |
10,531 |
+297 |
| Mar09 |
071205 |
99.07 |
99.07 |
99.07 |
99.07 |
0.00 |
11 |
5,630 |
+61 |
| Jun09 |
071205 |
99.02 |
99.02 |
99.01 |
99.01 |
0.00 |
0 |
1,240 |
+0 |
| Sep09 |
071205 |
98.95 |
98.95 |
98.95 |
98.95 |
-0.01 |
0 |
200 |
+0 |
| Total Volume and Open Interest |
3,506 |
173,281 |
-1,716 |
| Japanese Gov't Bonds(SGX) |
| Dec07 |
071204 |
137.38 |
137.72 |
137.35 |
137.66 |
+0.52 |
3,967 |
41,259 |
+346 |
| Mar08 |
071205 |
137.38 |
137.40 |
136.81 |
136.82 |
-0.51 |
6,314 |
3,306 |
+2,393 |
| Jun08 |
071205 |
136.82 |
136.82 |
136.82 |
136.82 |
-0.51 |
|
|
|
| Total Volume and Open Interest |
13,108 |
43,704 |
+3,882 |
| Euro-Bund(EUREX) |
| Dec07 |
071204 |
114.93 |
115.22 |
114.74 |
115.18 |
+0.40 |
1,468,913 |
1,324,324 |
-76,060 |
| Mar08 |
071204 |
115.38 |
115.79 |
115.24 |
115.72 |
+0.46 |
124,341 |
229,807 |
+59,728 |
| Jun08 |
071204 |
115.06 |
115.38 |
115.06 |
115.38 |
+0.43 |
1 |
5 |
+1 |
| Total Volume and Open Interest |
1,593,255 |
1,554,136 |
+14,409 |
| Euro-Bobl(EUREX) |
| Dec07 |
071205 |
108.98 |
109.11 |
108.89 |
109.07 |
-0.06 |
956,294 |
901,026 |
-168,386 |
| Mar08 |
071205 |
109.41 |
109.60 |
109.35 |
109.53 |
-0.02 |
425,205 |
330,114 |
+189,750 |
| Jun08 |
071205 |
43.86 |
43.86 |
43.86 |
43.86 |
-0.19 |
|
|
|
| Total Volume and Open Interest |
1,381,499 |
1,231,140 |
+21,364 |
| 3-Mth Euribor(EUREX) |
| Dec07 |
071204 |
95.190 |
95.195 |
95.170 |
95.175 |
-0.040 |
468 |
27,797 |
-116 |
| Mar08 |
071204 |
95.555 |
95.555 |
95.540 |
95.550 |
-0.015 |
1,004 |
12,782 |
+241 |
| Jun08 |
071204 |
95.745 |
95.770 |
95.735 |
95.770 |
+0.010 |
150 |
5,954 |
+2 |
| Total Volume and Open Interest |
2,109 |
55,489 |
+259 |
| Long Gilt(LIFFE) |
| Dec07 |
071205 |
110~11 |
110~28 |
110~10 |
110~20 |
+0~08 |
23,565 |
39,984 |
-15,607 |
| Mar08 |
071205 |
110~11 |
110~28 |
110~09 |
110~20 |
+0~08 |
107,187 |
336,691 |
-1,042 |
| Total Volume and Open Interest |
130,752 |
376,675 |
-16,649 |
| 3-Mth Short Sterling(LIFFE) |
| Dec07 |
071205 |
93.59 |
93.59 |
93.59 |
93.59 |
+0.04 |
72,204 |
507,296 |
-8,119 |
| Mar08 |
071205 |
94.29 |
94.29 |
94.29 |
94.29 |
+0.09 |
63,669 |
517,962 |
-11,311 |
| Jun08 |
071205 |
94.76 |
94.76 |
94.76 |
94.76 |
+0.10 |
69,144 |
595,390 |
+15,442 |
| Sep08 |
071205 |
95.02 |
95.02 |
95.02 |
95.02 |
+0.08 |
63,886 |
447,825 |
+2,180 |
| Dec08 |
071205 |
95.14 |
95.14 |
95.14 |
95.14 |
+0.07 |
44,623 |
396,549 |
+4,637 |
| Mar09 |
071205 |
95.16 |
95.16 |
95.16 |
95.16 |
+0.07 |
33,803 |
251,858 |
+8,675 |
| Total Volume and Open Interest |
389,562 |
3,095,097 |
+18,240 |
| 3-Mth Euribor(LIFFE) |
| Dec07 |
071205 |
95.175 |
95.205 |
95.160 |
95.185 |
+0.015 |
144,309 |
740,046 |
+2,841 |
| Mar08 |
071205 |
95.545 |
95.585 |
95.525 |
95.555 |
+0.010 |
61,738 |
653,380 |
-10,987 |
| Jun08 |
071205 |
95.760 |
95.795 |
95.740 |
95.755 |
-0.015 |
76,107 |
562,883 |
+4,988 |
| Total Volume and Open Interest |
652,863 |
3,810,771 |
+29,981 |
| 3-Mth Aus T-Bills(SFE) |
| Dec07 |
071205 |
92.75 |
92.79 |
92.73 |
92.78 |
+0.03 |
21,986 |
383,995 |
+6,802 |
| Mar08 |
071205 |
92.62 |
92.73 |
92.61 |
92.70 |
+0.08 |
28,915 |
357,323 |
+6,848 |
| Jun08 |
071205 |
92.59 |
92.70 |
92.57 |
92.68 |
+0.09 |
17,149 |
191,867 |
+1,445 |
| Sep08 |
071205 |
92.59 |
92.72 |
92.59 |
92.71 |
+0.10 |
6,655 |
125,463 |
-2,078 |
| Dec08 |
071205 |
92.59 |
92.72 |
92.59 |
92.71 |
+0.11 |
732 |
68,191 |
-2,071 |
| Mar09 |
071205 |
92.61 |
92.72 |
92.61 |
92.71 |
+0.12 |
175 |
47,458 |
-1,086 |
| Jun09 |
071205 |
92.66 |
92.72 |
92.66 |
92.71 |
+0.12 |
417 |
43,401 |
+46 |
| Sep09 |
071205 |
92.70 |
92.72 |
92.68 |
92.69 |
+0.11 |
461 |
16,397 |
-692 |
| Dec09 |
071205 |
92.64 |
92.70 |
92.64 |
92.68 |
+0.12 |
660 |
3,218 |
+509 |
| Mar10 |
071205 |
92.63 |
92.68 |
92.63 |
92.68 |
+0.12 |
0 |
324 |
+0 |
| Total Volume and Open Interest |
77,150 |
1,238,320 |
+9,723 |
| 10-Year Aus T-Bonds(SFE) |
| Dec07 |
071205 |
94.01 |
94.06 |
93.98 |
94.02 |
+0.02 |
48,152 |
583,885 |
-38,170 |
| Mar08 |
071205 |
94.06 |
94.06 |
94.05 |
94.05 |
+0.03 |
282 |
604 |
+601 |
| Total Volume and Open Interest |
48,434 |
584,489 |
-37,569 |
| 3-Year Aus T-Bonds(SFE) |
| Dec07 |
071205 |
93.59 |
93.68 |
93.58 |
93.64 |
+0.06 |
105,176 |
885,127 |
-11,850 |
| Mar08 |
071205 |
93.66 |
93.75 |
93.65 |
93.71 |
+0.06 |
2,164 |
3,296 |
+2,336 |
| Total Volume and Open Interest |
107,340 |
888,423 |
-9,514 |
| Gold(CMX) |
| Dec07 |
071205 |
794.0 |
797.5 |
794.0 |
797.5 |
-3.8 |
925 |
7,635 |
-2,059 |
| Feb08 |
071205 |
804.5 |
806.8 |
798.0 |
803.7 |
-3.9 |
92,933 |
256,497 |
+6,132 |
| Apr08 |
071205 |
805.5 |
809.9 |
805.5 |
809.9 |
-3.9 |
1,485 |
55,070 |
+443 |
| Jun08 |
071205 |
812.0 |
815.5 |
812.0 |
815.5 |
-3.9 |
370 |
45,453 |
-106 |
| Aug08 |
071205 |
820.6 |
820.6 |
820.6 |
820.6 |
-4.0 |
352 |
23,805 |
+140 |
| Oct08 |
071205 |
825.3 |
825.3 |
825.3 |
825.3 |
-4.1 |
122 |
3,357 |
+20 |
| Dec08 |
071205 |
828.8 |
829.9 |
828.8 |
829.9 |
-4.1 |
656 |
29,580 |
-99 |
| Feb09 |
071205 |
834.7 |
834.7 |
834.7 |
834.7 |
-4.2 |
8 |
21,540 |
+0 |
| Apr09 |
071205 |
839.2 |
839.2 |
839.2 |
839.2 |
-4.3 |
200 |
5,695 |
+0 |
| Jun09 |
071205 |
843.8 |
843.8 |
843.8 |
843.8 |
-4.4 |
231 |
9,387 |
+0 |
| Aug09 |
071205 |
848.7 |
848.7 |
848.7 |
848.7 |
-4.5 |
8 |
9 |
+0 |
| Oct09 |
071205 |
853.6 |
853.6 |
853.6 |
853.6 |
-4.6 |
|
|
|
| Total Volume and Open Interest |
98,231 |
486,709 |
+4,724 |
| Silver(CMX) |
| Dec07 |
071205 |
1482.0 |
1482.0 |
1427.0 |
1427.0 |
-0.1 |
1,269 |
1,194 |
+9 |
| Mar08 |
071205 |
1434.0 |
1452.0 |
1428.0 |
1446.0 |
-0.5 |
20,642 |
72,214 |
+1,534 |
| May08 |
071205 |
1447.0 |
1457.4 |
1447.0 |
1457.4 |
-0.6 |
1,375 |
11,995 |
+762 |
| Jul08 |
071205 |
1460.0 |
1468.1 |
1460.0 |
1468.1 |
-0.6 |
1,218 |
15,891 |
+1,014 |
| Sep08 |
071205 |
1469.0 |
1477.7 |
1469.0 |
1477.7 |
-0.6 |
1,075 |
11,045 |
+1,012 |
| Dec08 |
071205 |
1482.0 |
1497.0 |
1482.0 |
1490.2 |
-0.8 |
657 |
15,656 |
+221 |
| Mar09 |
071205 |
1503.0 |
1503.0 |
1503.0 |
1503.0 |
-1.0 |
28 |
245 |
+0 |
| Total Volume and Open Interest |
26,911 |
138,128 |
+4,600 |
| Platinum(NYMEX) |
| Jan08 |
071205 |
1478.0 |
1478.0 |
1466.5 |
1468.3 |
-4.0 |
1,876 |
11,913 |
+416 |
| Apr08 |
071205 |
1471.3 |
1471.3 |
1471.3 |
1471.3 |
-6.3 |
261 |
1,855 |
+95 |
| Jul08 |
071205 |
1475.0 |
1475.0 |
1475.0 |
1475.0 |
-6.3 |
6 |
132 |
+3 |
| Oct08 |
071109 |
0.0 |
0.0 |
0.0 |
0.0 |
-1442.8 |
|
|
|
| Total Volume and Open Interest |
1,310 |
15,661 |
-34 |
| Palladium(NYMEX) |
| Dec07 |
071205 |
350.10 |
350.10 |
350.10 |
350.10 |
+1.20 |
50 |
364 |
-122 |
| Mar08 |
071205 |
353.00 |
355.00 |
350.00 |
354.45 |
+1.05 |
447 |
12,252 |
-26 |
| Jun08 |
071205 |
358.45 |
358.45 |
358.45 |
358.45 |
+1.05 |
2 |
1,345 |
+1 |
| Total Volume and Open Interest |
502 |
14,761 |
-147 |
| Copper(CMX) |
| Dec07 |
071205 |
297.00 |
301.60 |
297.00 |
301.60 |
+1.80 |
1,020 |
3,975 |
+21 |
| Mar08 |
071205 |
300.60 |
305.25 |
299.00 |
304.00 |
+2.00 |
8,408 |
49,120 |
+128 |
| May08 |
071205 |
304.30 |
305.05 |
304.30 |
305.05 |
+2.00 |
573 |
5,354 |
-103 |
| Jul08 |
071205 |
305.65 |
305.65 |
305.65 |
305.65 |
+2.00 |
66 |
2,960 |
+17 |
| Sep08 |
071205 |
305.90 |
305.90 |
305.90 |
305.90 |
+2.00 |
23 |
940 |
+7 |
| Total Volume and Open Interest |
10,586 |
70,839 |
+144 |
| Aluminum(CMX) |
| Dec07 |
071205 |
1.09 |
1.09 |
1.09 |
1.09 |
-108.16 |
1 |
132 |
+0 |
| Jan08 |
071205 |
1.09 |
1.09 |
1.09 |
1.09 |
-108.16 |
|
|
|
| Feb08 |
071205 |
1.09 |
1.09 |
1.09 |
1.09 |
-108.16 |
|
|
|
| Mar08 |
071205 |
1.09 |
1.09 |
1.09 |
1.09 |
-108.16 |
|
|
|
| Apr08 |
071205 |
1.09 |
1.09 |
1.09 |
1.09 |
-108.16 |
|
|
|
| May08 |
071205 |
1.09 |
1.09 |
1.09 |
1.09 |
-108.16 |
|
|
|
| Total Volume and Open Interest |
1 |
132 |
+132 |
| DJIA Index(CBOT) |
| Dec07 |
071205 |
13340 |
13480 |
13335 |
13456 |
+194 |
1,303 |
34,944 |
+14 |
| Mar08 |
071205 |
13415 |
13550 |
13415 |
13532 |
+195 |
25 |
1,170 |
+6 |
| Jun08 |
071205 |
13616 |
13616 |
13616 |
13616 |
+194 |
0 |
3 |
+0 |
| Sep08 |
071205 |
13696 |
13696 |
13696 |
13696 |
+194 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
1,328 |
36,118 |
+440 |
| S & P 500(CME) |
| Dec07 |
071205 |
1477.70 |
1488.70 |
1477.00 |
1486.90 |
+23.60 |
35,877 |
521,811 |
-9,722 |
| Mar08 |
071205 |
1487.80 |
1496.50 |
1487.00 |
1496.50 |
+23.80 |
15,512 |
127,126 |
+12,135 |
| Jun08 |
071205 |
1505.50 |
1505.50 |
1505.50 |
1505.50 |
+23.80 |
0 |
5,165 |
+0 |
| Sep08 |
071205 |
1512.80 |
1512.80 |
1512.80 |
1512.80 |
+23.00 |
0 |
80 |
+0 |
| Total Volume and Open Interest |
51,389 |
657,039 |
+2,413 |
| S & P 500 E-Mini(Globex) |
| Dec07 |
071205 |
1463.50 |
1489.00 |
1463.00 |
1487.00 |
+23.75 |
1,380,860 |
2,025,941 |
-50,255 |
| Mar08 |
071205 |
1473.00 |
1498.25 |
1473.00 |
1496.50 |
+23.75 |
32,797 |
138,065 |
+20,487 |
| Total Volume and Open Interest |
1,413,657 |
2,164,011 |
+2,164,011 |
| NASDAQ 100(CME) |
| Dec07 |
071205 |
2085.00 |
2109.00 |
2083.00 |
2101.30 |
+39.00 |
1,860 |
52,530 |
-187 |
| Mar08 |
071205 |
2107.00 |
2127.00 |
2105.50 |
2122.00 |
+39.20 |
12 |
168 |
+3 |
| Jun08 |
071205 |
2142.50 |
2142.50 |
2142.50 |
2142.50 |
+39.20 |
9 |
17 |
+7 |
| Total Volume and Open Interest |
1,881 |
52,715 |
+52,715 |
| NASDAQ 100 E-Mini(Globex) |
| Dec07 |
071205 |
2061.80 |
2108.30 |
2061.80 |
2101.30 |
+39.00 |
323,481 |
411,727 |
-954 |
| Mar08 |
071205 |
2088.30 |
2128.50 |
2084.30 |
2122.00 |
+39.20 |
1,083 |
5,637 |
+538 |
| Total Volume and Open Interest |
324,564 |
417,364 |
+417,364 |
| S & P Midcap 400(CME) |
| Dec07 |
071205 |
867.00 |
869.25 |
865.25 |
868.90 |
+12.10 |
164 |
10,872 |
+9 |
| Mar08 |
071205 |
875.85 |
875.85 |
875.85 |
875.85 |
+12.05 |
|
|
|
| Jun08 |
071205 |
885.55 |
885.55 |
885.55 |
885.55 |
+12.05 |
|
|
|
| Total Volume and Open Interest |
164 |
10,927 |
+9 |
| Russell 2000(CME) |
| Dec07 |
071205 |
764.00 |
767.90 |
760.00 |
767.40 |
+14.00 |
1,283 |
38,237 |
+670 |
| Mar08 |
071205 |
770.95 |
770.95 |
770.95 |
770.95 |
+14.05 |
1 |
34 |
-1 |
| Jun08 |
071205 |
777.85 |
777.85 |
777.85 |
777.85 |
+14.00 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
1,284 |
38,287 |
+38,287 |
| Russell 2000 E-Mini(Globex) |
| Dec07 |
071205 |
753.40 |
769.10 |
753.30 |
767.40 |
+14.00 |
200,984 |
659,687 |
+9,731 |
| Mar08 |
071205 |
756.80 |
772.40 |
756.80 |
771.00 |
+14.10 |
498 |
2,430 |
+253 |
| Jun08 |
071205 |
777.90 |
777.90 |
777.90 |
777.90 |
+14.00 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
201,482 |
662,120 |
+662,120 |
| Value Line(KCBT) |
| Dec07 |
071205 |
2242.00 |
2242.00 |
2242.00 |
2242.00 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Nikkei 225(CME) |
| Dec07 |
071205 |
15460 |
15680 |
15360 |
15650 |
+195 |
69,577 |
256,853 |
-1,858 |
| Mar08 |
071205 |
15480 |
15705 |
15395 |
15685 |
+185 |
1,109 |
5,607 |
+152 |
| Total Volume and Open Interest |
70,686 |
262,594 |
-1,706 |
| Nikkei 225(SGX) |
| Dec07 |
071205 |
15460 |
15680 |
15360 |
15650 |
+195 |
69,577 |
256,853 |
-1,858 |
| Mar08 |
071205 |
15480 |
15705 |
15395 |
15685 |
+185 |
1,109 |
5,607 |
+152 |
| Jun08 |
071205 |
15565 |
15565 |
15565 |
15565 |
+130 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
70,686 |
262,594 |
-1,706 |
| CAC 40(EURONEXT) |
| Dec07 |
071205 |
5594.0 |
5678.5 |
5584.5 |
5668.5 |
+111.0 |
127,061 |
484,461 |
+8,478 |
| Jan08 |
071205 |
5610.0 |
5694.0 |
5610.0 |
5687.5 |
+111.0 |
125 |
3,178 |
+31 |
| Feb08 |
071205 |
5647.5 |
5712.0 |
5647.5 |
5708.5 |
+111.0 |
58 |
1,371 |
+1 |
| Total Volume and Open Interest |
127,625 |
492,048 |
+492,048 |
| Hang Seng Index(HKFE) |
| Dec07 |
071205 |
28957 |
29530 |
28761 |
29527 |
+425 |
48,677 |
119,124 |
+1,088 |
| Jan08 |
071205 |
29060 |
29586 |
28862 |
29576 |
+416 |
375 |
338 |
+149 |
| Total Volume and Open Interest |
49,133 |
121,876 |
+1,268 |
| DAX(EUREX) |
| Dec07 |
071205 |
7864.0 |
7971.0 |
7859.5 |
7964.5 |
+136.5 |
127,673 |
281,378 |
-13,011 |
| Mar08 |
071205 |
7958.0 |
8057.5 |
7952.0 |
8053.5 |
+137.5 |
1,543 |
10,231 |
+305 |
| Jun08 |
071205 |
8041.5 |
8142.0 |
8038.0 |
8139.0 |
+138.5 |
934 |
7,782 |
+526 |
| Total Volume and Open Interest |
130,150 |
299,391 |
-1,740 |
| FT-SE 100(EURONEXT) |
| Dec07 |
071205 |
6378.00 |
6523.50 |
6374.00 |
6508.00 |
+173.00 |
127,945 |
456,990 |
+4,233 |
| Mar08 |
071205 |
6394.50 |
6539.50 |
6394.50 |
6529.50 |
+173.50 |
4,393 |
19,329 |
+3,810 |
| Jun08 |
071205 |
6500.50 |
6565.50 |
6500.50 |
6565.50 |
+174.50 |
68 |
2,657 |
+50 |
| Total Volume and Open Interest |
132,406 |
479,476 |
+8,093 |
| SPI 200(SFE) |
| Dec07 |
071205 |
6521.0 |
6547.0 |
6496.0 |
6537.0 |
-8.0 |
22,087 |
285,899 |
-10,944 |
| Mar08 |
071205 |
6542.0 |
1.4 |
6523.0 |
1.4 |
-7.0 |
74 |
3,377 |
+43 |
| Jun08 |
071205 |
63.4 |
63.4 |
63.4 |
63.4 |
-7.0 |
10 |
1,708 |
+10 |
| Total Volume and Open Interest |
22,172 |
292,265 |
+292,265 |
| GSCI(CME) |
| Dec07 |
071205 |
585.20 |
585.20 |
572.00 |
572.00 |
-4.80 |
230 |
20,822 |
-128 |
| Jan08 |
071205 |
572.00 |
572.00 |
572.00 |
572.00 |
-4.30 |
2 |
278 |
+2 |
| Feb08 |
071205 |
570.50 |
570.50 |
570.50 |
570.50 |
-4.50 |
|
|
|
| Total Volume and Open Interest |
232 |
21,100 |
-126 |
| RJ/CRB Index(ICE) |
| Jan08 |
071205 |
453.25 |
457.00 |
453.25 |
457.00 |
+1.00 |
14 |
299 |
+0 |
| Feb08 |
071205 |
457.00 |
458.00 |
457.00 |
458.00 |
+1.00 |
0 |
419 |
+0 |
| Apr08 |
071205 |
457.50 |
459.00 |
457.50 |
459.00 |
+1.00 |
1 |
753 |
+1 |
| Total Volume and Open Interest |
15 |
1,475 |
+1 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|