 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Wed July 11, 2007 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul07 |
070711 |
893.00 |
893.00 |
887.00 |
891.00 |
+2.00 |
3,317 |
4,718 |
-1,580 |
Aug07 |
070711 |
897.00 |
898.50 |
891.50 |
896.00 |
+2.50 |
6,655 |
52,135 |
-411 |
Sep07 |
070711 |
908.00 |
908.00 |
901.00 |
905.00 |
+2.00 |
1,702 |
27,568 |
+530 |
Nov07 |
070711 |
926.00 |
926.00 |
918.25 |
922.75 |
+2.25 |
20,323 |
313,857 |
+3,640 |
Jan08 |
070711 |
937.00 |
939.00 |
933.00 |
937.25 |
+3.00 |
1,821 |
23,935 |
+432 |
Mar08 |
070711 |
946.50 |
948.50 |
943.00 |
947.50 |
+4.75 |
2,138 |
17,457 |
+203 |
May08 |
070711 |
945.00 |
950.00 |
945.00 |
949.25 |
+5.50 |
1,536 |
21,815 |
+444 |
Total Volume and Open Interest |
43,055 |
545,115 |
+5,718 |
Soybean Meal(CBOT) |
Jul07 |
070711 |
244.80 |
246.40 |
243.80 |
246.40 |
+2.10 |
474 |
2,036 |
-763 |
Aug07 |
070711 |
245.80 |
246.70 |
244.50 |
246.40 |
+1.50 |
6,308 |
38,902 |
-979 |
Sep07 |
070711 |
248.50 |
249.30 |
247.20 |
249.30 |
+1.90 |
4,180 |
26,588 |
+576 |
Oct07 |
070711 |
250.50 |
252.00 |
249.60 |
251.90 |
+1.90 |
1,159 |
10,775 |
-195 |
Dec07 |
070711 |
254.30 |
256.00 |
253.50 |
255.80 |
+2.20 |
10,615 |
93,450 |
+1,770 |
Jan08 |
070711 |
256.50 |
257.20 |
255.00 |
256.70 |
+2.00 |
256 |
9,182 |
+203 |
Mar08 |
070711 |
258.50 |
260.00 |
257.80 |
259.50 |
+2.30 |
987 |
8,287 |
-66 |
May08 |
070711 |
259.50 |
260.50 |
258.00 |
260.00 |
+1.00 |
1,676 |
7,747 |
+471 |
Total Volume and Open Interest |
28,971 |
213,250 |
+1,819 |
Soybean Oil(CBOT) |
Jul07 |
070711 |
37.68 |
37.68 |
37.55 |
37.55 |
-0.13 |
1,476 |
2,240 |
-882 |
Aug07 |
070711 |
37.83 |
37.89 |
37.63 |
37.73 |
-0.11 |
5,150 |
51,863 |
-384 |
Sep07 |
070711 |
38.08 |
38.16 |
37.96 |
38.02 |
-0.07 |
2,398 |
24,460 |
+561 |
Oct07 |
070711 |
38.35 |
38.40 |
38.25 |
38.28 |
-0.09 |
1,155 |
10,960 |
-239 |
Dec07 |
070711 |
38.92 |
38.95 |
38.68 |
38.72 |
-0.21 |
7,867 |
155,521 |
+1,475 |
Jan08 |
070711 |
39.16 |
39.16 |
38.97 |
38.98 |
-0.31 |
678 |
12,957 |
+179 |
Mar08 |
070711 |
39.40 |
39.40 |
39.30 |
39.30 |
-0.30 |
1,104 |
6,840 |
+487 |
May08 |
070711 |
39.50 |
39.55 |
39.35 |
39.35 |
-0.30 |
1,023 |
7,724 |
+445 |
Total Volume and Open Interest |
22,664 |
288,733 |
+1,899 |
Canola(WCE) |
Jul07 |
070711 |
395.4 |
395.4 |
394.1 |
394.1 |
+1.9 |
0 |
5 |
-48 |
Total Volume and Open Interest |
8,575 |
116,141 |
+671 |
Corn(CBOT) |
Jul07 |
070711 |
338.50 |
339.00 |
335.50 |
336.00 |
-2.00 |
1,169 |
2,190 |
-862 |
Sep07 |
070711 |
345.50 |
346.75 |
341.75 |
343.00 |
-2.50 |
15,222 |
359,804 |
-770 |
Dec07 |
070711 |
357.75 |
359.25 |
353.75 |
355.50 |
-1.50 |
30,436 |
527,731 |
-221 |
Mar08 |
070711 |
371.50 |
373.00 |
367.50 |
369.50 |
-1.50 |
1,808 |
73,964 |
+1,260 |
May08 |
070711 |
380.75 |
382.50 |
377.50 |
379.75 |
-1.00 |
1,040 |
22,516 |
+769 |
Jul08 |
070711 |
389.50 |
390.75 |
386.50 |
388.00 |
-1.50 |
2,020 |
49,561 |
-14 |
Total Volume and Open Interest |
55,099 |
1,198,041 |
+3,309 |
Wheat(CBOT) |
Jul07 |
070711 |
597.00 |
613.50 |
597.00 |
611.00 |
+19.00 |
261 |
1,207 |
-224 |
Sep07 |
070711 |
604.00 |
624.00 |
603.50 |
622.00 |
+20.25 |
7,253 |
211,538 |
+691 |
Dec07 |
070711 |
619.00 |
636.00 |
618.00 |
634.00 |
+18.25 |
5,149 |
123,731 |
+1,429 |
Mar08 |
070711 |
622.00 |
639.00 |
621.00 |
638.00 |
+18.50 |
831 |
10,431 |
+1,026 |
May08 |
070711 |
624.00 |
625.00 |
624.00 |
625.00 |
+12.00 |
71 |
1,257 |
+115 |
Total Volume and Open Interest |
14,991 |
399,297 |
+3,772 |
Wheat(KCBT) |
Jul07 |
070711 |
605.00 |
616.00 |
602.50 |
613.00 |
+13.00 |
302 |
942 |
-393 |
Sep07 |
070711 |
594.00 |
607.00 |
593.00 |
604.00 |
+14.00 |
11,474 |
84,538 |
+1,342 |
Dec07 |
070711 |
609.00 |
622.00 |
608.00 |
619.00 |
+15.50 |
2,497 |
35,871 |
+923 |
Mar08 |
070711 |
619.00 |
626.00 |
618.50 |
625.00 |
+14.00 |
217 |
3,212 |
-28 |
May08 |
070711 |
603.00 |
603.00 |
603.00 |
603.00 |
unch |
0 |
11 |
+0 |
Total Volume and Open Interest |
14,766 |
134,518 |
+1,948 |
Wheat(MGE) |
Jul07 |
070711 |
620.00 |
620.00 |
619.00 |
619.00 |
+12.00 |
20 |
50 |
+0 |
Sep07 |
070711 |
613.00 |
630.00 |
613.00 |
628.00 |
+18.25 |
1,843 |
21,441 |
-406 |
Dec07 |
070711 |
622.00 |
636.00 |
622.00 |
635.00 |
+15.50 |
1,227 |
24,230 |
-18 |
Mar08 |
070711 |
635.00 |
642.50 |
634.00 |
642.00 |
+15.00 |
150 |
2,044 |
+22 |
May08 |
070711 |
642.00 |
642.00 |
642.00 |
642.00 |
+12.00 |
0 |
55 |
+0 |
Total Volume and Open Interest |
3,316 |
49,629 |
-451 |
Oats(CBOT) |
Jul07 |
070711 |
293.00 |
296.00 |
289.00 |
289.00 |
-5.25 |
71 |
81 |
-29 |
Sep07 |
070711 |
271.50 |
273.00 |
266.50 |
267.50 |
-4.25 |
61 |
4,005 |
+11 |
Dec07 |
070711 |
274.75 |
276.00 |
271.00 |
271.00 |
-3.00 |
184 |
10,467 |
+61 |
Mar08 |
070711 |
283.00 |
283.00 |
279.50 |
279.50 |
+0.50 |
0 |
665 |
-1 |
Total Volume and Open Interest |
316 |
15,245 |
+42 |
Rough Rice(CBOT) |
Jul07 |
070711 |
10.16 |
10.16 |
10.14 |
10.14 |
-0.01 |
0 |
113 |
-55 |
Sep07 |
070711 |
10.38 |
10.41 |
10.35 |
10.37 |
-0.05 |
133 |
6,330 |
-69 |
Nov07 |
070711 |
10.67 |
10.72 |
10.65 |
10.67 |
-0.05 |
229 |
7,204 |
+46 |
Jan08 |
070711 |
11.00 |
11.00 |
10.98 |
10.99 |
-0.05 |
357 |
1,074 |
+182 |
Total Volume and Open Interest |
1,073 |
15,300 |
+416 |
Live Cattle(CME) |
Aug07 |
070711 |
92.150 |
92.850 |
91.950 |
92.250 |
+0.270 |
29,004 |
88,729 |
-6,905 |
Oct07 |
070711 |
96.480 |
97.080 |
96.350 |
96.750 |
+0.250 |
21,444 |
89,600 |
+9,270 |
Dec07 |
070711 |
97.480 |
97.980 |
97.300 |
97.930 |
+0.450 |
6,363 |
26,968 |
+1,767 |
Feb08 |
070711 |
98.250 |
98.600 |
98.135 |
98.535 |
+0.250 |
1,068 |
14,855 |
+192 |
Apr08 |
070711 |
98.950 |
99.150 |
98.650 |
99.135 |
+0.155 |
580 |
6,425 |
+293 |
Jun08 |
070711 |
94.500 |
95.000 |
94.500 |
94.980 |
+0.180 |
326 |
2,486 |
-9 |
Total Volume and Open Interest |
58,801 |
229,572 |
+4,614 |
Feeder Cattle(CME) |
Aug07 |
070711 |
114.200 |
115.000 |
113.730 |
114.635 |
+0.600 |
2,993 |
13,145 |
-463 |
Sep07 |
070711 |
115.180 |
115.800 |
114.700 |
115.600 |
+0.420 |
1,954 |
7,025 |
+745 |
Oct07 |
070711 |
115.100 |
115.850 |
114.750 |
115.500 |
+0.300 |
1,007 |
3,334 |
+305 |
Nov07 |
070711 |
114.800 |
115.450 |
114.400 |
115.450 |
+0.500 |
200 |
1,013 |
+66 |
Jan08 |
070711 |
112.750 |
113.400 |
112.650 |
113.400 |
+0.470 |
218 |
858 |
+67 |
Mar08 |
070711 |
110.850 |
111.500 |
110.850 |
111.500 |
+0.600 |
23 |
120 |
+19 |
Apr08 |
070711 |
111.000 |
111.600 |
110.950 |
111.300 |
+0.320 |
10 |
43 |
+4 |
Total Volume and Open Interest |
6,408 |
25,557 |
+746 |
Lean Hogs(CME) |
Jul07 |
070711 |
69.900 |
70.000 |
69.700 |
69.830 |
-0.500 |
3,062 |
6,515 |
-1,045 |
Aug07 |
070711 |
70.550 |
71.600 |
70.450 |
71.080 |
+0.280 |
24,006 |
60,068 |
-4,638 |
Oct07 |
070711 |
65.150 |
65.885 |
65.100 |
65.635 |
+0.305 |
20,033 |
54,710 |
+5,056 |
Dec07 |
070711 |
63.650 |
64.400 |
63.600 |
64.150 |
+0.350 |
4,664 |
30,287 |
+378 |
Feb08 |
070711 |
67.250 |
67.950 |
67.150 |
67.900 |
+0.550 |
1,382 |
10,429 |
+141 |
Apr08 |
070711 |
69.400 |
70.000 |
69.200 |
69.930 |
+0.455 |
1,156 |
5,584 |
-130 |
May08 |
070711 |
73.385 |
73.400 |
73.250 |
73.400 |
+0.015 |
67 |
528 |
+53 |
Jun08 |
070711 |
75.600 |
76.000 |
75.600 |
75.975 |
+0.075 |
422 |
1,670 |
+293 |
Total Volume and Open Interest |
54,810 |
169,978 |
+120 |
Pork Bellies(CME) |
Jul07 |
070711 |
86.400 |
88.750 |
85.900 |
88.500 |
+2.150 |
52 |
205 |
-25 |
Aug07 |
070711 |
86.330 |
87.450 |
85.800 |
86.950 |
+0.700 |
171 |
941 |
-7 |
Feb08 |
070711 |
91.000 |
91.000 |
89.400 |
90.500 |
+1.000 |
2 |
58 |
+2 |
Mar08 |
070711 |
90.500 |
90.500 |
90.500 |
90.500 |
+0.500 |
0 |
5 |
+0 |
May08 |
070711 |
91.500 |
91.500 |
91.500 |
91.500 |
+0.500 |
0 |
5 |
+0 |
Total Volume and Open Interest |
225 |
1,214 |
-30 |
Class III Milk(CME) |
Jul07 |
070711 |
21.05 |
21.07 |
21.05 |
21.07 |
-0.16 |
26 |
4,645 |
-40 |
Aug07 |
070711 |
19.50 |
19.57 |
18.95 |
19.05 |
-0.51 |
146 |
4,641 |
+0 |
Sep07 |
070711 |
19.55 |
19.60 |
18.80 |
19.00 |
-0.55 |
154 |
4,500 |
-37 |
Oct07 |
070711 |
18.25 |
18.30 |
17.90 |
17.95 |
-0.30 |
51 |
3,533 |
-10 |
Nov07 |
070711 |
17.05 |
17.13 |
17.00 |
17.00 |
unch |
27 |
3,113 |
-3 |
Total Volume and Open Interest |
511 |
37,369 |
-126 |
Cocoa(NYBOT) |
Jul07 |
070711 |
2065 |
2065 |
2065 |
2065 |
+40 |
50 |
121 |
-88 |
Sep07 |
070711 |
2065 |
2072 |
2050 |
2065 |
+43 |
13,736 |
90,423 |
-2,904 |
Dec07 |
070711 |
2080 |
2093 |
2080 |
2091 |
+42 |
3,842 |
41,498 |
-690 |
Mar08 |
070711 |
2115 |
2115 |
2115 |
2115 |
+42 |
1,541 |
18,621 |
+1,176 |
May08 |
070711 |
2129 |
2129 |
2129 |
2129 |
+42 |
20 |
3,687 |
+8 |
Jul08 |
070711 |
2145 |
2145 |
2145 |
2145 |
+42 |
14 |
2,956 |
-7 |
Sep08 |
070711 |
2161 |
2161 |
2161 |
2161 |
+42 |
82 |
3,435 |
+0 |
Total Volume and Open Interest |
19,755 |
170,240 |
-2,681 |
Coffee "C"(NYBOT) |
Jul07 |
070711 |
109.20 |
109.20 |
109.20 |
109.20 |
+0.70 |
39 |
86 |
+6 |
Sep07 |
070711 |
111.90 |
112.10 |
111.10 |
111.85 |
+0.70 |
11,804 |
97,507 |
-1,194 |
Dec07 |
070711 |
116.00 |
116.10 |
115.25 |
115.80 |
+0.75 |
3,488 |
31,922 |
+400 |
Mar08 |
070711 |
119.65 |
119.65 |
119.40 |
119.40 |
+0.80 |
596 |
11,685 |
+109 |
May08 |
070711 |
121.55 |
121.55 |
121.55 |
121.55 |
+0.75 |
364 |
4,916 |
-18 |
Jul08 |
070711 |
123.60 |
123.60 |
123.60 |
123.60 |
+0.75 |
344 |
3,646 |
+28 |
Total Volume and Open Interest |
17,616 |
163,546 |
-523 |
Orange Juice(NYBOT) |
Jul07 |
070711 |
129.25 |
129.25 |
129.25 |
129.25 |
-1.65 |
179 |
522 |
-142 |
Sep07 |
070711 |
127.60 |
130.00 |
127.50 |
129.50 |
+0.35 |
1,342 |
16,106 |
+303 |
Nov07 |
070711 |
128.85 |
130.50 |
128.50 |
130.50 |
+0.35 |
376 |
7,122 |
-64 |
Jan08 |
070711 |
131.50 |
131.50 |
131.50 |
131.50 |
+0.35 |
322 |
3,456 |
+165 |
Mar08 |
070711 |
132.50 |
132.50 |
132.50 |
132.50 |
+0.35 |
66 |
1,832 |
+30 |
May08 |
070711 |
133.50 |
133.50 |
133.50 |
133.50 |
+0.35 |
0 |
353 |
+0 |
Total Volume and Open Interest |
2,288 |
30,094 |
+295 |
Sugar #11(NYBOT) |
Oct07 |
070711 |
9.72 |
9.77 |
9.60 |
9.75 |
+0.09 |
60,102 |
407,727 |
+5,139 |
Mar08 |
070711 |
10.17 |
10.21 |
10.08 |
10.20 |
+0.10 |
12,980 |
110,084 |
-295 |
May08 |
070711 |
10.26 |
10.32 |
10.26 |
10.32 |
+0.10 |
2,638 |
27,793 |
-755 |
Jul08 |
070711 |
10.43 |
10.48 |
10.35 |
10.48 |
+0.11 |
2,003 |
38,551 |
+210 |
Oct08 |
070711 |
10.69 |
10.69 |
10.69 |
10.69 |
+0.13 |
1,148 |
35,044 |
+334 |
Total Volume and Open Interest |
80,420 |
660,083 |
+5,019 |
Sugar #14(NYBOT) |
Jul07 |
070608 |
21.49 |
21.49 |
21.49 |
21.49 |
+0.01 |
4 |
1,009 |
+0 |
Sep07 |
070711 |
22.75 |
22.85 |
22.75 |
22.85 |
+0.22 |
28 |
3,202 |
-13 |
Nov07 |
070711 |
21.40 |
21.40 |
21.40 |
21.40 |
+0.10 |
375 |
2,250 |
+137 |
Jan08 |
070711 |
21.10 |
21.10 |
21.10 |
21.10 |
unch |
15 |
2,064 |
+10 |
Mar08 |
070711 |
21.25 |
21.25 |
21.25 |
21.25 |
+0.07 |
2 |
1,754 |
-2 |
Total Volume and Open Interest |
471 |
9,763 |
+132 |
London Cocoa(LCE) |
Jul07 |
070711 |
1071 |
1083 |
1069 |
1071 |
+20 |
4,774 |
36,430 |
-2,341 |
Sep07 |
070711 |
1095 |
1111 |
1094 |
1102 |
+21 |
10,240 |
67,506 |
-838 |
Dec07 |
070711 |
1099 |
1113 |
1099 |
1105 |
+18 |
4,375 |
41,132 |
+410 |
Mar08 |
070711 |
1106 |
1114 |
1103 |
1108 |
+17 |
2,098 |
35,165 |
+1,115 |
May08 |
070711 |
1116 |
1122 |
1110 |
1115 |
+17 |
286 |
10,492 |
+64 |
Jul08 |
070711 |
1120 |
1122 |
1120 |
1122 |
+17 |
20 |
6,222 |
+9 |
Sep08 |
070711 |
1132 |
1132 |
1127 |
1130 |
+17 |
60 |
7,702 |
+42 |
Total Volume and Open Interest |
21,853 |
207,487 |
-1,539 |
London Coffee(LCE) |
Jul07 |
070711 |
1915.00 |
1923.00 |
1906.00 |
1910.00 |
unch |
360 |
1,856 |
-270 |
Sep07 |
070711 |
1926.00 |
1935.00 |
1916.00 |
1921.00 |
unch |
8,278 |
107,653 |
-401 |
Nov07 |
070711 |
1915.00 |
1924.00 |
1907.00 |
1912.00 |
+1.00 |
4,103 |
44,669 |
-322 |
Jan08 |
070711 |
1877.00 |
1887.00 |
1870.00 |
1873.00 |
-2.00 |
1,809 |
15,385 |
+466 |
Mar08 |
070711 |
1850.00 |
1860.00 |
1846.00 |
1849.00 |
+4.00 |
272 |
3,716 |
+25 |
May08 |
070711 |
1842.00 |
1843.00 |
1842.00 |
1843.00 |
+2.00 |
0 |
4,027 |
+0 |
Total Volume and Open Interest |
14,835 |
179,081 |
-489 |
London Sugar(LCE) |
Aug07 |
070711 |
315.80 |
316.10 |
300.10 |
310.00 |
-4.00 |
7,985 |
11,192 |
-4,592 |
Oct07 |
070711 |
312.90 |
314.40 |
301.10 |
311.50 |
+0.10 |
5,700 |
25,382 |
+1,073 |
Dec07 |
070711 |
308.90 |
310.40 |
300.40 |
308.30 |
+0.80 |
636 |
6,699 |
+130 |
Mar08 |
070711 |
307.90 |
308.00 |
300.00 |
306.80 |
+1.70 |
324 |
9,535 |
+137 |
May08 |
070711 |
307.50 |
307.50 |
300.50 |
306.30 |
+1.70 |
40 |
4,674 |
+0 |
Total Volume and Open Interest |
14,817 |
65,914 |
-3,167 |
Cotton(NYBOT) |
Oct07 |
070711 |
64.80 |
65.40 |
64.30 |
65.25 |
+0.09 |
443 |
7,318 |
-63 |
Dec07 |
070711 |
66.80 |
67.50 |
66.25 |
66.92 |
-0.16 |
19,232 |
163,291 |
+1,153 |
Mar08 |
070711 |
69.75 |
70.30 |
69.25 |
69.85 |
-0.20 |
5,749 |
32,454 |
+873 |
May08 |
070711 |
69.85 |
70.50 |
69.85 |
70.50 |
-0.15 |
504 |
2,524 |
+289 |
Jul08 |
070711 |
70.75 |
71.00 |
70.25 |
70.90 |
-0.10 |
298 |
3,244 |
-135 |
Oct08 |
070711 |
70.75 |
70.75 |
70.60 |
70.60 |
-0.13 |
0 |
87 |
+0 |
Total Volume and Open Interest |
26,679 |
215,039 |
+2,114 |
Lumber(CME) |
Jul07 |
070711 |
276.3 |
276.8 |
274.1 |
274.1 |
-3.0 |
355 |
483 |
-241 |
Sep07 |
070711 |
300.2 |
302.0 |
298.0 |
299.8 |
-1.6 |
516 |
5,047 |
-6 |
Nov07 |
070711 |
290.3 |
294.7 |
290.3 |
292.2 |
-1.7 |
66 |
1,419 |
+21 |
Jan08 |
070711 |
301.0 |
301.2 |
301.0 |
301.2 |
+0.2 |
18 |
129 |
-3 |
Total Volume and Open Interest |
955 |
7,130 |
-229 |
Crude Oil(NYM) |
Aug07 |
070711 |
72.60 |
73.00 |
72.20 |
72.56 |
-0.25 |
214,253 |
199,368 |
-18,257 |
Sep07 |
070711 |
73.00 |
73.25 |
72.65 |
72.94 |
-0.25 |
105,774 |
273,583 |
+15,160 |
Oct07 |
070711 |
73.02 |
73.02 |
73.02 |
73.02 |
-0.26 |
31,245 |
86,534 |
+593 |
Nov07 |
070711 |
73.10 |
73.10 |
73.10 |
73.10 |
-0.31 |
14,506 |
51,715 |
+691 |
Dec07 |
070711 |
73.15 |
73.40 |
73.00 |
73.19 |
-0.33 |
33,158 |
191,300 |
-2,131 |
Jan08 |
070711 |
73.30 |
73.30 |
73.30 |
73.30 |
-0.34 |
9,877 |
63,131 |
+2,986 |
Feb08 |
070711 |
73.40 |
73.40 |
73.40 |
73.40 |
-0.34 |
1,777 |
29,068 |
+129 |
Mar08 |
070711 |
73.49 |
73.49 |
73.49 |
73.49 |
-0.34 |
4,219 |
30,110 |
+2,043 |
Apr08 |
070711 |
73.57 |
73.57 |
73.57 |
73.57 |
-0.34 |
2,666 |
39,765 |
-1,936 |
May08 |
070711 |
73.65 |
73.65 |
73.65 |
73.65 |
-0.34 |
187 |
26,991 |
-9 |
Jun08 |
070711 |
73.73 |
73.73 |
73.73 |
73.73 |
-0.34 |
2,458 |
42,813 |
+122 |
Jul08 |
070711 |
73.80 |
73.80 |
73.80 |
73.80 |
-0.35 |
339 |
16,940 |
+39 |
Aug08 |
070711 |
73.86 |
73.86 |
73.86 |
73.86 |
-0.35 |
188 |
10,209 |
-4 |
Sep08 |
070711 |
73.92 |
73.92 |
73.92 |
73.92 |
-0.35 |
357 |
42,076 |
+333 |
Oct08 |
070711 |
73.96 |
73.96 |
73.96 |
73.96 |
-0.35 |
130 |
20,651 |
+0 |
Nov08 |
070711 |
74.00 |
74.00 |
74.00 |
74.00 |
-0.34 |
218 |
13,836 |
+100 |
Total Volume and Open Interest |
433,795 |
1,546,372 |
+3,629 |
Heating Oil(NYM) |
Aug07 |
070711 |
212.00 |
212.10 |
209.80 |
210.08 |
-2.30 |
36,871 |
68,437 |
-2,019 |
Sep07 |
070711 |
212.95 |
213.65 |
211.90 |
212.03 |
-2.05 |
17,688 |
54,996 |
+2,059 |
Oct07 |
070711 |
213.93 |
213.93 |
213.93 |
213.93 |
-1.85 |
5,345 |
17,917 |
+594 |
Nov07 |
070711 |
215.88 |
215.88 |
215.88 |
215.88 |
-1.70 |
1,394 |
10,303 |
+186 |
Dec07 |
070711 |
217.78 |
217.78 |
217.78 |
217.78 |
-1.70 |
2,899 |
31,906 |
+311 |
Jan08 |
070711 |
219.43 |
219.43 |
219.43 |
219.43 |
-1.60 |
748 |
17,657 |
+94 |
Feb08 |
070711 |
219.98 |
219.98 |
219.98 |
219.98 |
-1.65 |
312 |
10,306 |
+13 |
Mar08 |
070711 |
217.93 |
217.93 |
217.93 |
217.93 |
-1.50 |
105 |
4,745 |
+18 |
Apr08 |
070711 |
213.18 |
213.18 |
213.18 |
213.18 |
-1.45 |
150 |
4,242 |
-15 |
May08 |
070711 |
208.33 |
208.33 |
208.33 |
208.33 |
-1.40 |
103 |
1,742 |
-1 |
Jun08 |
070711 |
206.25 |
206.25 |
205.43 |
205.43 |
-1.35 |
446 |
12,776 |
+202 |
Jul08 |
070711 |
206.18 |
206.18 |
206.18 |
206.18 |
-1.35 |
25 |
452 |
+18 |
Total Volume and Open Interest |
66,120 |
239,269 |
+1,478 |
Gasoline(NYMEX) |
Aug07 |
070711 |
235.75 |
236.05 |
229.38 |
230.63 |
-6.31 |
49,695 |
68,403 |
-2,918 |
Sep07 |
070711 |
228.76 |
229.00 |
223.71 |
224.68 |
-5.06 |
23,670 |
47,141 |
+2,428 |
Oct07 |
070711 |
211.85 |
212.10 |
208.60 |
209.18 |
-3.36 |
9,845 |
19,119 |
+988 |
Nov07 |
070711 |
204.85 |
204.85 |
202.14 |
202.68 |
-2.56 |
5,424 |
9,643 |
+177 |
Dec07 |
070711 |
201.55 |
202.51 |
199.78 |
199.93 |
-2.11 |
5,999 |
15,625 |
+236 |
Jan08 |
070711 |
202.07 |
202.45 |
200.78 |
200.78 |
-1.91 |
1,440 |
7,394 |
-144 |
Feb08 |
070711 |
203.00 |
203.00 |
202.53 |
202.53 |
-1.71 |
535 |
2,840 |
+24 |
Mar08 |
070711 |
205.00 |
205.00 |
204.63 |
204.63 |
-1.56 |
917 |
4,210 |
+396 |
Apr08 |
070711 |
218.23 |
218.23 |
218.23 |
218.23 |
-1.46 |
779 |
3,830 |
+291 |
May08 |
070711 |
219.43 |
219.43 |
219.43 |
219.43 |
-1.41 |
130 |
1,826 |
+50 |
Total Volume and Open Interest |
99,148 |
188,332 |
+1,807 |
e-MiNY RBOB Gasoline(NYMEX) |
Aug07 |
070628 |
222.20 |
222.20 |
220.86 |
220.86 |
+0.67 |
2 |
4 |
+0 |
Sep07 |
070711 |
224.68 |
224.68 |
224.68 |
224.68 |
-5.06 |
0 |
1 |
+0 |
Oct07 |
070711 |
209.18 |
209.18 |
209.18 |
209.18 |
-3.36 |
|
|
|
Nov07 |
070711 |
202.68 |
202.68 |
202.68 |
202.68 |
-2.56 |
0 |
1 |
+0 |
Total Volume and Open Interest |
0 |
9 |
+0 |
Natural Gas(NYM) |
Aug07 |
070711 |
6.800 |
6.840 |
6.600 |
6.600 |
-0.099 |
72,936 |
81,510 |
-5,361 |
Sep07 |
070711 |
6.930 |
6.930 |
6.700 |
6.711 |
-0.103 |
29,423 |
113,843 |
+5,893 |
Oct07 |
070711 |
6.979 |
7.080 |
6.877 |
6.877 |
-0.102 |
13,687 |
70,933 |
+2,593 |
Nov07 |
070711 |
7.810 |
7.810 |
7.637 |
7.637 |
-0.107 |
3,344 |
33,952 |
+336 |
Dec07 |
070711 |
8.550 |
8.550 |
8.357 |
8.357 |
-0.127 |
3,371 |
45,899 |
+830 |
Jan08 |
070711 |
8.875 |
8.875 |
8.722 |
8.722 |
-0.122 |
4,074 |
40,903 |
-135 |
Feb08 |
070711 |
8.880 |
8.880 |
8.724 |
8.724 |
-0.121 |
1,147 |
32,325 |
+379 |
Mar08 |
070711 |
8.550 |
8.560 |
8.511 |
8.511 |
-0.114 |
4,035 |
49,420 |
+995 |
Apr08 |
070711 |
7.900 |
7.900 |
7.806 |
7.806 |
-0.024 |
2,808 |
42,509 |
-707 |
May08 |
070711 |
7.790 |
7.790 |
7.741 |
7.741 |
-0.024 |
355 |
26,899 |
-92 |
Jun08 |
070711 |
7.870 |
7.870 |
7.823 |
7.823 |
-0.024 |
76 |
14,134 |
+43 |
Jul08 |
070711 |
7.970 |
7.970 |
7.923 |
7.923 |
-0.024 |
110 |
6,492 |
+10 |
Aug08 |
070711 |
8.040 |
8.040 |
7.995 |
7.995 |
-0.024 |
82 |
9,405 |
+37 |
Sep08 |
070711 |
8.052 |
8.052 |
8.052 |
8.052 |
-0.024 |
43 |
6,590 |
-6 |
Oct08 |
070711 |
8.215 |
8.230 |
8.171 |
8.171 |
-0.024 |
1,574 |
25,263 |
-89 |
Nov08 |
070711 |
8.720 |
8.720 |
8.636 |
8.636 |
-0.029 |
334 |
10,678 |
+285 |
Total Volume and Open Interest |
139,305 |
835,983 |
+18,434 |
Brent Crude Oil(ICE) |
Aug07 |
070711 |
76.25 |
76.44 |
75.30 |
75.44 |
-0.96 |
45,498 |
65,766 |
-8,379 |
Sep07 |
070711 |
76.70 |
76.76 |
75.70 |
75.81 |
-0.87 |
88,160 |
176,485 |
+1,970 |
Oct07 |
070711 |
76.50 |
76.66 |
75.76 |
75.85 |
-0.75 |
50,724 |
84,153 |
+14,768 |
Nov07 |
070711 |
76.45 |
76.51 |
75.78 |
75.86 |
-0.69 |
17,842 |
34,163 |
+2,431 |
Dec07 |
070711 |
76.45 |
76.50 |
75.75 |
75.82 |
-0.65 |
26,035 |
76,939 |
-2,960 |
Jan08 |
070711 |
76.44 |
76.44 |
75.76 |
75.83 |
-0.63 |
3,568 |
23,058 |
+592 |
Feb08 |
070711 |
76.15 |
76.15 |
75.83 |
75.83 |
-0.64 |
1,094 |
16,235 |
+53 |
Mar08 |
070711 |
75.81 |
75.81 |
75.81 |
75.81 |
-0.64 |
765 |
9,130 |
-157 |
Apr08 |
070711 |
75.77 |
75.77 |
75.77 |
75.77 |
-0.62 |
784 |
8,330 |
+358 |
May08 |
070711 |
75.73 |
75.73 |
75.73 |
75.73 |
-0.59 |
0 |
7,486 |
+7,486 |
Jun08 |
070711 |
76.10 |
76.10 |
75.65 |
75.71 |
-0.50 |
3,883 |
25,403 |
+630 |
Jul08 |
070711 |
75.69 |
75.69 |
75.69 |
75.69 |
-0.48 |
0 |
2,590 |
-2 |
Aug08 |
070711 |
75.67 |
75.67 |
75.67 |
75.67 |
-0.47 |
0 |
1,718 |
+0 |
Sep08 |
070711 |
76.00 |
76.00 |
75.67 |
75.67 |
-0.47 |
26 |
2,257 |
+26 |
Total Volume and Open Interest |
241,819 |
679,897 |
+16,956 |
Gas Oil(ICE) |
Jul07 |
070711 |
655.00 |
657.00 |
648.00 |
650.25 |
-3.00 |
|
|
|
Aug07 |
070711 |
658.75 |
660.75 |
650.50 |
653.50 |
-3.50 |
|
|
|
Sep07 |
070711 |
659.75 |
661.00 |
654.25 |
657.50 |
-3.75 |
|
|
|
Oct07 |
070711 |
663.50 |
665.00 |
660.25 |
661.00 |
-3.75 |
|
|
|
Nov07 |
070711 |
667.00 |
667.00 |
663.75 |
664.50 |
-3.75 |
|
|
|
Dec07 |
070711 |
670.50 |
672.00 |
666.50 |
668.25 |
-3.50 |
|
|
|
Jan08 |
070711 |
678.00 |
678.00 |
674.75 |
674.75 |
-3.50 |
|
|
|
Feb08 |
070711 |
674.75 |
674.75 |
671.50 |
671.50 |
-3.00 |
|
|
|
Mar08 |
070711 |
670.50 |
670.75 |
667.75 |
667.75 |
-3.25 |
|
|
|
Apr08 |
070711 |
664.25 |
664.25 |
664.25 |
664.25 |
-3.00 |
|
|
|
Total Volume and Open Interest |
1,378 |
26,184 |
+15,139 |
US Dollar Index(NYBOT) |
Sep07 |
070711 |
81.230 |
81.360 |
80.525 |
80.525 |
-0.125 |
7,141 |
34,651 |
-1,503 |
Dec07 |
070711 |
80.800 |
80.800 |
80.315 |
80.315 |
-0.125 |
7 |
2,773 |
+5 |
Mar08 |
070711 |
80.750 |
80.750 |
80.115 |
80.115 |
-0.125 |
1 |
637 |
+1 |
Total Volume and Open Interest |
7,151 |
38,063 |
-1,495 |
Australian Dollar(CME) |
Sep07 |
070711 |
86.02 |
86.20 |
85.96 |
85.96 |
-0.12 |
1,419 |
110,052 |
+1,892 |
Dec07 |
070711 |
85.72 |
85.72 |
85.72 |
85.72 |
-0.12 |
0 |
769 |
+3 |
Mar08 |
070711 |
85.44 |
85.44 |
85.44 |
85.44 |
-0.12 |
0 |
151 |
+0 |
Total Volume and Open Interest |
1,419 |
110,984 |
+1,895 |
British Pound(CME) |
Sep07 |
070711 |
203.02 |
203.40 |
203.02 |
203.17 |
+0.70 |
6,030 |
155,916 |
+4,328 |
Dec07 |
070711 |
202.81 |
202.81 |
202.81 |
202.81 |
+0.70 |
0 |
413 |
-3 |
Mar08 |
070711 |
202.39 |
202.39 |
202.39 |
202.39 |
+0.70 |
0 |
12 |
+0 |
Total Volume and Open Interest |
6,030 |
156,362 |
+4,326 |
Canadian Dollar(CME) |
Sep07 |
070711 |
94.51 |
94.92 |
94.49 |
94.90 |
-0.38 |
1,333 |
139,034 |
-5,266 |
Dec07 |
070711 |
94.74 |
95.08 |
94.74 |
95.04 |
-0.38 |
9 |
3,536 |
+41 |
Mar08 |
070711 |
95.13 |
95.13 |
95.13 |
95.13 |
-0.38 |
0 |
503 |
-33 |
Jun08 |
070711 |
95.10 |
95.22 |
95.10 |
95.22 |
-0.38 |
0 |
250 |
-52 |
Total Volume and Open Interest |
1,342 |
143,434 |
-5,317 |
Japanese Yen(CME) |
Sep07 |
070711 |
82.93 |
82.94 |
82.57 |
82.67 |
-0.01 |
10,513 |
290,650 |
-16,316 |
Dec07 |
070711 |
83.59 |
83.59 |
83.59 |
83.59 |
-0.01 |
1 |
14,285 |
+65 |
Mar08 |
070711 |
84.48 |
84.48 |
84.48 |
84.48 |
-0.01 |
0 |
23 |
+0 |
Total Volume and Open Interest |
10,514 |
320,333 |
-16,249 |
Swiss Franc(CME) |
Sep07 |
070711 |
83.65 |
83.71 |
83.48 |
83.50 |
+0.12 |
11,319 |
102,895 |
+4,947 |
Dec07 |
070711 |
84.00 |
84.00 |
84.00 |
84.00 |
+0.12 |
0 |
90 |
+2 |
Mar08 |
070711 |
84.44 |
84.44 |
84.44 |
84.44 |
+0.12 |
0 |
2 |
+0 |
Total Volume and Open Interest |
11,319 |
102,992 |
+4,949 |
EuroFX(CME) |
Sep07 |
070711 |
137.93 |
138.07 |
137.82 |
137.93 |
+0.32 |
8,836 |
221,872 |
+18,988 |
Dec07 |
070711 |
138.16 |
138.26 |
138.16 |
138.26 |
+0.32 |
2 |
1,649 |
+95 |
Mar08 |
070711 |
0.88 |
0.88 |
0.88 |
0.88 |
+0.32 |
0 |
99 |
+0 |
Total Volume and Open Interest |
8,838 |
223,674 |
+19,086 |
Mexican Peso(CME) |
Jul07 |
070711 |
2686.5 |
2686.5 |
2686.5 |
2686.5 |
-10.0 |
27 |
56 |
+0 |
Aug07 |
070711 |
2666.5 |
2666.5 |
2666.5 |
2666.5 |
-10.0 |
0 |
3 |
+0 |
Total Volume and Open Interest |
4,772 |
95,605 |
-5,789 |
30-Year T-Bonds(CBOT) |
Sep07 |
070711 |
107~26 |
108~07 |
106~31 |
107~06 |
-0~15 |
551,179 |
987,332 |
-6,475 |
Dec07 |
070711 |
107~26 |
108~20 |
106~27 |
107~00 |
-0~16 |
875 |
4,319 |
+590 |
Mar08 |
070711 |
106~31 |
106~31 |
106~31 |
106~31 |
-0~16 |
0 |
140 |
+0 |
Total Volume and Open Interest |
552,054 |
991,794 |
-5,885 |
10-Year T-Notes(CBOT) |
Sep07 |
070711 |
105~230 |
106~005 |
105~095 |
105~135 |
-0~065 |
2,046,701 |
2,802,888 |
-24,839 |
Dec07 |
070711 |
105~180 |
105~245 |
105~020 |
105~050 |
-0~070 |
7,863 |
55,827 |
+3,599 |
Total Volume and Open Interest |
2,054,570 |
2,860,122 |
-21,235 |
5-Year T-Notes(CBOT) |
Sep07 |
070711 |
104~080 |
104~080 |
103~300 |
103~315 |
-0~040 |
704,687 |
0 |
+0 |
Dec07 |
070711 |
104~050 |
104~050 |
103~300 |
103~300 |
-0~040 |
867 |
20,682 |
+737 |
Total Volume and Open Interest |
705,554 |
20,682 |
+737 |
2 Year T-Notes(CBOT) |
Sep07 |
070711 |
101~124 |
101~124 |
101~109 |
101~112 |
-0~004 |
667 |
1,001,141 |
-253 |
Dec07 |
070711 |
101~116 |
101~116 |
101~116 |
101~116 |
-0~004 |
0 |
5 |
+0 |
Total Volume and Open Interest |
667 |
1,001,146 |
-253 |
Eurodollars(CME) |
Sep07 |
070711 |
94.665 |
94.670 |
94.655 |
94.660 |
unch |
19,505 |
1,515,424 |
+32,927 |
Dec07 |
070711 |
94.710 |
94.710 |
94.670 |
94.675 |
-0.020 |
16,731 |
1,621,105 |
-24,088 |
Mar08 |
070711 |
94.785 |
94.795 |
94.725 |
94.740 |
-0.025 |
18,281 |
1,730,244 |
+7,181 |
Jun08 |
070711 |
94.845 |
94.860 |
94.780 |
94.795 |
-0.020 |
15,710 |
1,531,873 |
+7,629 |
Sep08 |
070711 |
94.850 |
94.855 |
94.790 |
94.810 |
-0.015 |
18,182 |
1,125,018 |
-5,956 |
Dec08 |
070711 |
94.825 |
94.825 |
94.775 |
94.785 |
-0.020 |
12,189 |
976,737 |
+11,084 |
Mar09 |
070711 |
94.785 |
94.785 |
94.720 |
94.730 |
-0.025 |
9,627 |
596,197 |
+6,709 |
Jun09 |
070711 |
94.705 |
94.705 |
94.655 |
94.660 |
-0.030 |
8,229 |
448,980 |
+7,177 |
Sep09 |
070711 |
94.645 |
94.645 |
94.595 |
94.600 |
-0.035 |
10,506 |
287,126 |
+3,549 |
Dec09 |
070711 |
94.570 |
94.570 |
94.535 |
94.540 |
-0.040 |
6,752 |
199,773 |
-899 |
Mar10 |
070711 |
94.545 |
94.545 |
94.500 |
94.500 |
-0.045 |
3,946 |
150,033 |
+144 |
Jun10 |
070711 |
94.510 |
94.510 |
94.455 |
94.455 |
-0.045 |
4,053 |
120,319 |
+1,547 |
Sep10 |
070711 |
94.430 |
94.430 |
94.405 |
94.415 |
-0.045 |
4,451 |
89,961 |
+2,058 |
Dec10 |
070711 |
94.380 |
94.380 |
94.365 |
94.365 |
-0.045 |
2,302 |
103,300 |
-23 |
Mar11 |
070711 |
94.375 |
94.375 |
94.340 |
94.340 |
-0.045 |
3,486 |
92,464 |
+513 |
Jun11 |
070711 |
94.325 |
94.325 |
94.305 |
94.305 |
-0.050 |
2,363 |
91,287 |
-169 |
Sep11 |
070711 |
94.315 |
94.315 |
94.275 |
94.275 |
-0.050 |
1,473 |
63,502 |
-460 |
Dec11 |
070711 |
94.255 |
94.255 |
94.235 |
94.235 |
-0.050 |
1,264 |
48,427 |
-125 |
Total Volume and Open Interest |
163,183 |
11,019,923 |
+50,044 |
3-Mth Euro-Yen(CME) |
Sep07 |
070711 |
99.12 |
99.12 |
99.12 |
99.12 |
unch |
594 |
14,916 |
+525 |
Dec07 |
070711 |
99.00 |
99.00 |
98.99 |
98.99 |
+0.01 |
301 |
10,982 |
-8 |
Mar08 |
070711 |
98.86 |
98.86 |
98.86 |
98.86 |
+0.01 |
105 |
6,309 |
+97 |
Jun08 |
070711 |
98.76 |
98.76 |
98.76 |
98.76 |
+0.02 |
104 |
3,375 |
+58 |
Sep08 |
070711 |
98.66 |
98.66 |
98.66 |
98.66 |
+0.02 |
27 |
2,778 |
-78 |
Dec08 |
070711 |
98.56 |
98.56 |
98.56 |
98.56 |
+0.02 |
0 |
897 |
+0 |
Mar09 |
070711 |
98.46 |
98.46 |
98.46 |
98.46 |
+0.02 |
0 |
120 |
+0 |
Jun09 |
070711 |
98.39 |
98.39 |
98.39 |
98.39 |
+0.02 |
|
|
|
Sep09 |
070711 |
98.30 |
98.30 |
98.30 |
98.30 |
+0.03 |
|
|
|
Dec09 |
070711 |
98.22 |
98.22 |
98.22 |
98.22 |
+0.03 |
|
|
|
Total Volume and Open Interest |
1,131 |
39,377 |
+579 |
3-Mth Euro-Yen(SGX) |
Sep07 |
070711 |
99.12 |
99.12 |
99.11 |
99.12 |
+0.01 |
1,083 |
68,542 |
+347 |
Dec07 |
070711 |
98.99 |
99.00 |
98.99 |
98.99 |
+0.01 |
1,417 |
60,723 |
-668 |
Mar08 |
070711 |
98.85 |
98.88 |
98.85 |
98.86 |
+0.02 |
1,287 |
42,181 |
+269 |
Jun08 |
070711 |
98.75 |
98.78 |
98.75 |
98.76 |
+0.03 |
1,145 |
25,060 |
+349 |
Sep08 |
070711 |
98.64 |
98.68 |
98.64 |
98.66 |
+0.03 |
521 |
12,060 |
-194 |
Dec08 |
070711 |
98.58 |
98.58 |
98.56 |
98.56 |
+0.03 |
192 |
5,634 |
+192 |
Mar09 |
070711 |
98.46 |
98.46 |
98.46 |
98.46 |
+0.03 |
0 |
4,535 |
+0 |
Jun09 |
070711 |
98.38 |
98.38 |
98.38 |
98.38 |
+0.02 |
0 |
368 |
+0 |
Total Volume and Open Interest |
5,645 |
220,903 |
+295 |
Japanese Gov't Bonds(SGX) |
Sep07 |
070711 |
131.65 |
132.04 |
131.64 |
131.90 |
+0.56 |
2,058 |
42,582 |
+781 |
Dec07 |
070711 |
131.90 |
131.90 |
131.90 |
131.90 |
+0.56 |
0 |
1 |
+0 |
Mar08 |
070711 |
131.90 |
131.90 |
131.90 |
131.90 |
+0.56 |
|
|
|
Total Volume and Open Interest |
2,058 |
42,583 |
+114 |
Euro-Bund(EUREX) |
Sep07 |
070711 |
111.09 |
111.31 |
110.61 |
110.74 |
+0.75 |
1,396,263 |
1,558,232 |
-49,786 |
Dec07 |
070711 |
110.65 |
110.81 |
110.24 |
110.35 |
+0.75 |
2,612 |
17,376 |
+247 |
Mar08 |
070711 |
110.37 |
110.37 |
110.37 |
110.37 |
+0.63 |
405 |
13 |
+0 |
Total Volume and Open Interest |
1,399,280 |
1,575,621 |
-49,539 |
Euro-Bobl(EUREX) |
Sep07 |
070711 |
106.21 |
106.41 |
105.99 |
106.07 |
+0.37 |
647,701 |
1,274,422 |
+3,271 |
Dec07 |
070711 |
105.82 |
105.82 |
105.82 |
105.82 |
+0.37 |
0 |
3 |
+0 |
Mar08 |
070711 |
105.77 |
105.77 |
105.77 |
105.77 |
+0.37 |
688 |
0 |
+0 |
Total Volume and Open Interest |
648,389 |
1,274,425 |
+3,271 |
3-Mth Euribor(EUREX) |
Sep07 |
070711 |
95.640 |
95.640 |
95.620 |
95.625 |
+0.010 |
676 |
18,606 |
-323 |
Dec07 |
070711 |
95.460 |
95.460 |
95.430 |
95.430 |
+0.020 |
145 |
9,648 |
+122 |
Mar08 |
070711 |
95.355 |
95.370 |
95.315 |
95.315 |
+0.030 |
143 |
9,124 |
+80 |
Total Volume and Open Interest |
1,200 |
45,564 |
-83 |
Long Gilt(LIFFE) |
Sep07 |
070711 |
104~08 |
104~12 |
103~24 |
103~27 |
0~00 |
127,106 |
405,767 |
+5,022 |
Dec07 |
070711 |
103~30 |
103~30 |
103~30 |
103~30 |
0~00 |
|
|
|
Total Volume and Open Interest |
127,106 |
405,767 |
+5,022 |
3-Mth Short Sterling(LIFFE) |
Sep07 |
070711 |
93.84 |
93.84 |
93.84 |
93.84 |
-0.01 |
67,652 |
530,025 |
-9,778 |
Dec07 |
070711 |
93.72 |
93.72 |
93.72 |
93.72 |
-0.02 |
101,141 |
590,656 |
-38,695 |
Mar08 |
070711 |
93.68 |
93.68 |
93.68 |
93.68 |
-0.03 |
91,701 |
505,073 |
-13,409 |
Jun08 |
070711 |
93.68 |
93.68 |
93.68 |
93.68 |
-0.03 |
83,724 |
477,392 |
+2,455 |
Sep08 |
070711 |
93.69 |
93.69 |
93.69 |
93.69 |
-0.04 |
56,735 |
355,837 |
+2,781 |
Dec08 |
070711 |
93.70 |
93.70 |
93.70 |
93.70 |
-0.04 |
63,373 |
220,695 |
-592 |
Total Volume and Open Interest |
539,491 |
2,967,316 |
-64,573 |
3-Mth Euribor(LIFFE) |
Sep07 |
070711 |
95.630 |
95.645 |
95.620 |
95.630 |
unch |
48,764 |
917,490 |
-17,088 |
Dec07 |
070711 |
95.450 |
95.470 |
95.415 |
95.430 |
-0.015 |
110,072 |
932,778 |
+6,201 |
Mar08 |
070711 |
95.345 |
95.380 |
95.295 |
95.315 |
-0.020 |
70,805 |
651,000 |
-8,016 |
Total Volume and Open Interest |
423,148 |
4,331,051 |
-24,501 |
3-Mth Aus T-Bills(SFE) |
Sep07 |
070711 |
93.47 |
93.47 |
93.46 |
93.47 |
+0.02 |
6,653 |
446,194 |
-944 |
Dec07 |
070711 |
93.34 |
93.34 |
93.32 |
93.33 |
+0.04 |
6,241 |
262,017 |
-4,462 |
Mar08 |
070711 |
93.23 |
93.24 |
93.22 |
93.23 |
+0.05 |
2,119 |
130,117 |
-9,751 |
Jun08 |
070711 |
93.16 |
93.17 |
93.14 |
93.16 |
+0.06 |
1,967 |
86,736 |
-5,604 |
Sep08 |
070711 |
93.13 |
93.13 |
93.11 |
93.13 |
+0.07 |
1,426 |
54,119 |
-280 |
Dec08 |
070711 |
93.09 |
93.11 |
93.09 |
93.11 |
+0.07 |
1,853 |
42,588 |
+492 |
Mar09 |
070711 |
93.07 |
93.09 |
93.07 |
93.08 |
+0.07 |
2,965 |
29,586 |
+2,883 |
Jun09 |
070711 |
93.07 |
93.07 |
93.06 |
93.07 |
+0.08 |
1,129 |
13,534 |
-113 |
Sep09 |
070711 |
93.03 |
93.04 |
93.03 |
93.04 |
+0.08 |
100 |
1,578 |
+25 |
Dec09 |
070711 |
93.01 |
93.01 |
93.01 |
93.01 |
+0.07 |
25 |
1,145 |
-45 |
Total Volume and Open Interest |
24,479 |
1,067,805 |
-17,798 |
10-Year Aus T-Bonds(SFE) |
Sep07 |
070711 |
93.80 |
93.85 |
93.79 |
93.84 |
+0.11 |
14,005 |
547,775 |
-42,984 |
Dec07 |
070711 |
93.84 |
93.84 |
93.84 |
93.84 |
+0.11 |
|
|
|
Total Volume and Open Interest |
14,005 |
547,775 |
-42,984 |
3-Year Aus T-Bonds(SFE) |
Sep07 |
070711 |
93.60 |
93.63 |
93.59 |
93.62 |
+0.09 |
48,435 |
612,240 |
-66,819 |
Dec07 |
070711 |
93.62 |
93.62 |
93.62 |
93.62 |
+0.09 |
|
|
|
Total Volume and Open Interest |
48,435 |
612,240 |
-66,819 |
Gold(CMX) |
Aug07 |
070711 |
665.5 |
666.1 |
661.4 |
662.1 |
-2.3 |
77,458 |
167,351 |
-2,866 |
Oct07 |
070711 |
670.0 |
670.0 |
668.0 |
668.4 |
-2.3 |
868 |
20,899 |
+291 |
Dec07 |
070711 |
678.5 |
678.5 |
673.5 |
674.7 |
-2.3 |
10,655 |
80,348 |
+3,966 |
Feb08 |
070711 |
680.8 |
680.8 |
680.8 |
680.8 |
-2.3 |
1,399 |
10,501 |
+757 |
Apr08 |
070711 |
686.9 |
686.9 |
686.9 |
686.9 |
-2.3 |
312 |
21,654 |
+77 |
Jun08 |
070711 |
693.1 |
693.1 |
693.1 |
693.1 |
-2.3 |
329 |
18,124 |
+229 |
Aug08 |
070711 |
699.2 |
699.2 |
699.2 |
699.2 |
-2.4 |
545 |
2,547 |
+369 |
Oct08 |
070711 |
705.3 |
705.3 |
705.3 |
705.3 |
-2.4 |
420 |
1,420 |
+380 |
Dec08 |
070711 |
711.4 |
711.4 |
711.4 |
711.4 |
-2.5 |
306 |
23,109 |
+119 |
Feb09 |
070711 |
717.7 |
717.7 |
717.7 |
717.7 |
-2.6 |
420 |
14,630 |
+370 |
Apr09 |
070711 |
723.9 |
723.9 |
723.9 |
723.9 |
-2.6 |
10 |
1,500 |
+0 |
Jun09 |
070711 |
730.2 |
730.2 |
730.2 |
730.2 |
-2.6 |
710 |
11,291 |
+350 |
Total Volume and Open Interest |
93,618 |
387,919 |
+4,159 |
Silver(CMX) |
Jul07 |
070711 |
1283.0 |
1286.9 |
1282.0 |
1286.9 |
+0.2 |
133 |
724 |
-155 |
Sep07 |
070711 |
1303.0 |
1304.5 |
1292.5 |
1297.5 |
unch |
17,059 |
68,656 |
-444 |
Dec07 |
070711 |
1317.0 |
1318.0 |
1315.0 |
1315.4 |
-0.1 |
466 |
24,040 |
+93 |
Mar08 |
070711 |
1332.9 |
1332.9 |
1332.9 |
1332.9 |
-0.2 |
21 |
4,711 |
+8 |
May08 |
070711 |
1343.7 |
1343.7 |
1343.7 |
1343.7 |
-0.3 |
25 |
4,191 |
+0 |
Jul08 |
070711 |
1354.3 |
1354.3 |
1354.3 |
1354.3 |
-0.4 |
6 |
2,288 |
+0 |
Sep08 |
070711 |
1365.3 |
1365.3 |
1365.3 |
1365.3 |
-0.5 |
56 |
607 |
+16 |
Total Volume and Open Interest |
17,994 |
116,724 |
-475 |
Platinum(NYM) |
Jul07 |
070711 |
1319.1 |
1319.1 |
1319.1 |
1319.1 |
+2.6 |
22 |
252 |
-19 |
Oct07 |
070711 |
1320.0 |
1323.0 |
1312.0 |
1316.1 |
+2.6 |
1,057 |
15,469 |
+54 |
Jan08 |
070711 |
1321.1 |
1321.1 |
1321.1 |
1321.1 |
+2.6 |
28 |
78 |
+23 |
Total Volume and Open Interest |
1,107 |
15,799 |
+58 |
Palladium(NYME) |
Sep07 |
070711 |
371.75 |
371.75 |
370.00 |
371.45 |
+1.20 |
334 |
17,062 |
-5 |
Dec07 |
070711 |
376.05 |
376.05 |
376.05 |
376.05 |
+1.20 |
5 |
530 |
-1 |
Mar08 |
070711 |
381.30 |
381.30 |
381.30 |
381.30 |
+1.20 |
0 |
21 |
+0 |
Total Volume and Open Interest |
339 |
17,613 |
-6 |
Copper(CMX) |
Jul07 |
070711 |
364.00 |
364.15 |
364.00 |
364.15 |
+1.30 |
830 |
4,631 |
-234 |
Sep07 |
070711 |
362.20 |
363.55 |
361.30 |
362.15 |
+1.15 |
8,460 |
57,997 |
+615 |
Dec07 |
070711 |
357.20 |
357.75 |
356.70 |
356.70 |
+1.15 |
1,268 |
14,165 |
+579 |
Mar08 |
070711 |
348.85 |
348.85 |
348.85 |
348.85 |
+0.60 |
158 |
1,915 |
+53 |
May08 |
070711 |
342.85 |
342.85 |
342.85 |
342.85 |
+0.50 |
20 |
180 |
+10 |
Total Volume and Open Interest |
11,008 |
87,538 |
+1,044 |
Aluminum(CMX) |
Jul07 |
070711 |
122.65 |
122.65 |
122.65 |
122.65 |
+1.25 |
|
|
|
Aug07 |
070711 |
122.85 |
122.85 |
122.85 |
122.85 |
+1.25 |
|
|
|
Sep07 |
070711 |
123.05 |
123.05 |
123.05 |
123.05 |
+1.25 |
|
|
|
Oct07 |
070711 |
123.25 |
123.25 |
123.25 |
123.25 |
+1.25 |
|
|
|
Nov07 |
070711 |
123.45 |
123.45 |
123.45 |
123.45 |
+1.25 |
|
|
|
Dec07 |
070711 |
123.65 |
123.65 |
123.65 |
123.65 |
+1.25 |
|
|
|
Total Volume and Open Interest |
|
|
|
DJIA Index(CBOT) |
Sep07 |
070711 |
13580 |
13680 |
13555 |
13677 |
+92 |
4,733 |
32,475 |
+416 |
Dec07 |
070711 |
13675 |
13775 |
13675 |
13774 |
+92 |
9 |
34 |
+3 |
Mar08 |
070711 |
13897 |
13897 |
13897 |
13897 |
+92 |
|
|
|
Jun08 |
070711 |
13997 |
13997 |
13997 |
13997 |
+92 |
|
|
|
Total Volume and Open Interest |
4,742 |
32,509 |
+419 |
S & P 500(CME) |
Sep07 |
070711 |
1518.00 |
1531.50 |
1516.00 |
1531.10 |
+11.10 |
28,120 |
580,491 |
+477 |
Dec07 |
070711 |
1537.50 |
1544.30 |
1537.50 |
1544.30 |
+11.20 |
823 |
11,572 |
+709 |
Mar08 |
070711 |
1556.80 |
1556.80 |
1556.80 |
1556.80 |
+11.20 |
80 |
5,765 |
+29 |
Jun08 |
070711 |
258.88 |
258.88 |
258.88 |
258.88 |
+11.00 |
0 |
204 |
+0 |
Total Volume and Open Interest |
29,023 |
598,046 |
+1,215 |
S & P 500 E-Mini(Globex) |
Sep07 |
070711 |
1520.25 |
1531.75 |
1515.25 |
1531.00 |
+11.00 |
1,735,981 |
1,676,120 |
+45,007 |
Dec07 |
070711 |
1533.00 |
1544.25 |
1528.75 |
1544.25 |
+11.25 |
1,292 |
6,560 |
+509 |
Total Volume and Open Interest |
1,737,273 |
1,682,680 |
+45,516 |
NASDAQ 100(CME) |
Sep07 |
070711 |
1986.50 |
2010.00 |
1984.00 |
2009.50 |
+17.50 |
3,853 |
60,417 |
-17 |
Dec07 |
070711 |
2033.00 |
2033.00 |
2033.00 |
2033.00 |
+17.50 |
0 |
30 |
+0 |
Mar08 |
070711 |
2055.80 |
2055.80 |
2055.80 |
2055.80 |
+17.50 |
|
|
|
Total Volume and Open Interest |
3,853 |
60,447 |
-17 |
NASDAQ 100 E-Mini(Globex) |
Sep07 |
070711 |
1992.00 |
2010.00 |
1983.00 |
2009.50 |
+17.50 |
379,924 |
395,724 |
+10 |
Dec07 |
070711 |
2015.00 |
2033.00 |
2007.00 |
2033.00 |
+17.50 |
228 |
264 |
+105 |
Total Volume and Open Interest |
380,152 |
395,988 |
+115 |
S & P Midcap 400(CME) |
Sep07 |
070711 |
911.00 |
918.75 |
908.75 |
918.70 |
+7.20 |
190 |
6,633 |
-51 |
Dec07 |
070711 |
928.20 |
928.20 |
928.20 |
928.20 |
+7.20 |
|
|
|
Mar08 |
070711 |
937.90 |
937.90 |
937.90 |
937.90 |
+7.20 |
|
|
|
Total Volume and Open Interest |
190 |
6,633 |
-51 |
Russell 2000(CME) |
Sep07 |
070711 |
842.00 |
848.75 |
839.60 |
848.60 |
+4.70 |
1,188 |
39,167 |
+622 |
Dec07 |
070711 |
855.75 |
855.75 |
855.75 |
855.75 |
+4.70 |
0 |
6 |
+0 |
Mar08 |
070711 |
863.35 |
863.35 |
863.35 |
863.35 |
+4.70 |
|
|
|
Total Volume and Open Interest |
1,188 |
39,173 |
+622 |
Russell 2000 E-Mini(Globex) |
Sep07 |
070711 |
843.90 |
849.00 |
838.90 |
848.60 |
+4.70 |
266,156 |
564,866 |
+12,778 |
Dec07 |
070711 |
851.80 |
855.80 |
845.80 |
855.80 |
+4.70 |
289 |
353 |
+66 |
Mar08 |
070711 |
863.40 |
863.40 |
863.40 |
863.40 |
+4.70 |
|
|
|
Total Volume and Open Interest |
266,445 |
565,219 |
+12,844 |
Value Line(KCBT) |
Sep07 |
070711 |
2242.00 |
2242.00 |
2242.00 |
2242.00 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
Nikkei 225(CME) |
Sep07 |
070711 |
18060 |
18130 |
18040 |
18045 |
-225 |
38,251 |
252,718 |
+8,003 |
Dec07 |
070711 |
18080 |
18080 |
18020 |
18030 |
-205 |
0 |
351 |
+1 |
Total Volume and Open Interest |
38,255 |
253,174 |
+8,004 |
Nikkei 225(SGX) |
Sep07 |
070711 |
18060 |
18130 |
18040 |
18045 |
-225 |
38,251 |
252,718 |
+8,003 |
Dec07 |
070711 |
18080 |
18080 |
18020 |
18030 |
-205 |
0 |
351 |
+1 |
Mar08 |
070711 |
18055 |
18055 |
18055 |
18055 |
-205 |
|
|
|
Total Volume and Open Interest |
38,255 |
253,174 |
+8,004 |
CAC 40(EURONEXT) |
Jul07 |
070711 |
5974.5 |
6016.0 |
5939.5 |
6006.5 |
-18.0 |
158,444 |
514,190 |
+38,566 |
Aug07 |
070711 |
5996.5 |
6030.0 |
5961.0 |
6025.0 |
-18.0 |
786 |
8,981 |
+238 |
Sep07 |
070711 |
6017.0 |
6053.0 |
5981.5 |
6048.0 |
-18.0 |
495 |
35,828 |
-96 |
Total Volume and Open Interest |
159,834 |
560,296 |
+38,749 |
Hang Seng Index(HKFE) |
Jul07 |
070711 |
22630 |
22856 |
22586 |
22601 |
-216 |
49,707 |
132,830 |
-72 |
Aug07 |
070711 |
22627 |
22888 |
22627 |
22645 |
-214 |
1,066 |
2,394 |
+706 |
Sep07 |
070711 |
22635 |
22860 |
22605 |
22614 |
-216 |
214 |
2,644 |
-27 |
Total Volume and Open Interest |
51,124 |
138,702 |
+729 |
DAX(EUREX) |
Sep07 |
070711 |
7924.0 |
7987.5 |
7863.0 |
7965.0 |
-73.5 |
252,848 |
344,889 |
+1,248 |
Dec07 |
070711 |
8033.0 |
8072.0 |
7953.5 |
8052.5 |
-74.0 |
326 |
13,730 |
-6 |
Mar08 |
070711 |
8110.0 |
8165.0 |
8060.0 |
8144.5 |
-74.5 |
116 |
418 |
-38 |
Total Volume and Open Interest |
253,290 |
359,037 |
+1,204 |
FT-SE 100(EURONEXT) |
Sep07 |
070711 |
6612.50 |
6654.00 |
6596.00 |
6643.00 |
-17.50 |
108,582 |
527,500 |
-2,124 |
Dec07 |
070711 |
6678.50 |
6710.50 |
6669.00 |
6706.50 |
-18.00 |
892 |
10,995 |
+693 |
Mar08 |
070711 |
6702.00 |
6730.00 |
6702.00 |
6730.00 |
-22.00 |
2 |
558 |
+0 |
Total Volume and Open Interest |
109,476 |
539,053 |
-1,431 |
SPI 200(SFE) |
Sep07 |
070711 |
6305.0 |
6349.0 |
6298.0 |
6327.0 |
-48.0 |
18,194 |
314,545 |
+2,576 |
Dec07 |
070711 |
6374.0 |
6390.0 |
6373.0 |
6375.0 |
-47.0 |
16 |
4,019 |
+3 |
Mar08 |
070711 |
6388.0 |
6388.0 |
6387.0 |
6387.0 |
-47.0 |
0 |
995 |
+0 |
Total Volume and Open Interest |
18,216 |
321,133 |
+2,575 |
GSCI(CME) |
Jul07 |
070711 |
503.25 |
504.80 |
502.20 |
502.20 |
-1.70 |
3,412 |
12,794 |
-3,085 |
Aug07 |
070711 |
506.00 |
507.00 |
504.20 |
504.20 |
-1.60 |
1,715 |
9,254 |
+4,090 |
Sep07 |
070711 |
506.20 |
506.20 |
506.20 |
506.20 |
-1.60 |
3 |
22 |
+2 |
Total Volume and Open Interest |
5,130 |
22,070 |
+1,007 |
Reuters CRB Index(NYBOT) |
Aug07 |
070711 |
418.00 |
422.00 |
417.90 |
422.00 |
+2.00 |
27 |
307 |
-6 |
Nov07 |
070711 |
427.00 |
429.00 |
427.00 |
429.00 |
+2.00 |
0 |
832 |
-2 |
Jan08 |
070711 |
433.00 |
435.00 |
433.00 |
435.00 |
+2.00 |
0 |
212 |
+0 |
Total Volume and Open Interest |
27 |
1,351 |
-8 |
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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