|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Mon July 23, 2007 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Aug07 |
070723 |
835.00 |
836.00 |
809.50 |
816.25 |
-34.00 |
2,841 |
43,539 |
-1,977 |
| Sep07 |
070723 |
844.50 |
845.50 |
818.50 |
824.00 |
-35.50 |
1,876 |
30,062 |
-910 |
| Nov07 |
070723 |
857.00 |
862.00 |
834.00 |
841.00 |
-34.25 |
17,484 |
306,152 |
-5,517 |
| Jan08 |
070723 |
872.00 |
875.00 |
849.50 |
856.75 |
-35.25 |
322 |
28,678 |
+444 |
| Mar08 |
070723 |
888.00 |
888.00 |
863.00 |
868.75 |
-34.25 |
936 |
18,942 |
-24 |
| May08 |
070723 |
893.00 |
893.00 |
871.00 |
879.00 |
-30.50 |
1,006 |
23,406 |
+135 |
| Jul08 |
070723 |
899.50 |
899.50 |
880.50 |
886.50 |
-30.00 |
885 |
31,743 |
+443 |
| Total Volume and Open Interest |
27,309 |
538,209 |
-7,724 |
| Soybean Meal(CBOT) |
| Aug07 |
070723 |
220.50 |
221.00 |
213.70 |
214.40 |
-10.80 |
1,314 |
28,225 |
-1,740 |
| Sep07 |
070723 |
224.00 |
224.50 |
217.00 |
217.00 |
-11.20 |
412 |
29,502 |
+461 |
| Oct07 |
070723 |
228.00 |
228.00 |
219.80 |
219.90 |
-11.10 |
110 |
13,005 |
+231 |
| Dec07 |
070723 |
230.80 |
231.00 |
222.50 |
223.80 |
-10.90 |
220 |
95,118 |
+26 |
| Jan08 |
070723 |
231.00 |
231.00 |
225.50 |
225.50 |
-11.50 |
220 |
10,768 |
+285 |
| Mar08 |
070723 |
235.50 |
237.00 |
230.00 |
231.30 |
-10.20 |
330 |
10,263 |
+585 |
| May08 |
070723 |
236.00 |
239.50 |
234.00 |
235.00 |
-7.80 |
551 |
10,492 |
+311 |
| Jul08 |
070723 |
242.30 |
242.30 |
236.00 |
236.00 |
-9.30 |
0 |
9,450 |
-105 |
| Total Volume and Open Interest |
3,157 |
214,885 |
+108 |
| Soybean Oil(CBOT) |
| Aug07 |
070723 |
37.12 |
37.14 |
36.15 |
36.67 |
-0.82 |
2,663 |
33,020 |
-3,297 |
| Sep07 |
070723 |
37.42 |
37.45 |
36.40 |
36.95 |
-0.82 |
2,456 |
43,990 |
+382 |
| Oct07 |
070723 |
37.62 |
37.62 |
36.75 |
37.28 |
-0.75 |
459 |
12,415 |
+84 |
| Dec07 |
070723 |
38.20 |
38.20 |
37.15 |
37.75 |
-0.75 |
8,552 |
164,341 |
+1,032 |
| Jan08 |
070723 |
38.45 |
38.45 |
38.08 |
38.10 |
-0.63 |
373 |
13,599 |
-127 |
| Mar08 |
070723 |
38.60 |
38.60 |
37.80 |
38.35 |
-0.70 |
135 |
7,890 |
-11 |
| May08 |
070723 |
38.75 |
38.75 |
38.00 |
38.48 |
-0.70 |
808 |
7,910 |
-294 |
| Jul08 |
070723 |
39.05 |
39.05 |
38.45 |
38.80 |
-0.65 |
217 |
9,766 |
-124 |
| Total Volume and Open Interest |
16,041 |
299,669 |
-2,256 |
| Canola(WCE) |
| Jul07 |
070713 |
397.1 |
397.1 |
397.1 |
397.1 |
+0.2 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
5,365 |
118,650 |
+983 |
| Corn(CBOT) |
| Sep07 |
070723 |
313.00 |
314.25 |
308.50 |
310.00 |
-8.25 |
9,510 |
353,327 |
-459 |
| Dec07 |
070723 |
330.00 |
330.00 |
324.50 |
325.50 |
-8.00 |
18,286 |
537,462 |
-1,792 |
| Mar08 |
070723 |
344.00 |
344.75 |
340.00 |
340.75 |
-8.00 |
3,382 |
93,518 |
+2,501 |
| May08 |
070723 |
353.50 |
355.25 |
350.50 |
351.50 |
-7.75 |
765 |
26,630 |
+251 |
| Jul08 |
070723 |
362.50 |
365.50 |
359.75 |
361.25 |
-7.00 |
2,669 |
60,374 |
+137 |
| Sep08 |
070723 |
369.00 |
371.50 |
368.00 |
368.50 |
-6.50 |
45 |
9,266 |
+130 |
| Total Volume and Open Interest |
41,941 |
1,239,953 |
-2,024 |
| Wheat(CBOT) |
| Sep07 |
070723 |
619.00 |
622.50 |
613.00 |
620.25 |
+4.00 |
6,650 |
205,584 |
-3,516 |
| Dec07 |
070723 |
636.00 |
638.00 |
629.00 |
637.50 |
+4.00 |
4,702 |
136,768 |
+902 |
| Mar08 |
070723 |
637.00 |
641.00 |
636.00 |
640.50 |
+7.00 |
1,153 |
13,251 |
+213 |
| May08 |
070723 |
619.00 |
624.00 |
617.00 |
624.00 |
+11.00 |
8 |
3,275 |
+8 |
| Jul08 |
070723 |
566.00 |
570.00 |
560.00 |
568.50 |
+4.75 |
606 |
42,297 |
+498 |
| Total Volume and Open Interest |
14,034 |
418,314 |
-1,234 |
| Wheat(KCBT) |
| Sep07 |
070723 |
609.00 |
611.00 |
604.50 |
609.75 |
+6.25 |
12,303 |
87,593 |
-1,913 |
| Dec07 |
070723 |
624.00 |
626.00 |
618.50 |
625.25 |
+6.50 |
3,619 |
43,693 |
+501 |
| Mar08 |
070723 |
630.00 |
634.00 |
627.50 |
632.50 |
+4.00 |
379 |
3,999 |
+21 |
| May08 |
070723 |
615.00 |
615.00 |
615.00 |
615.00 |
unch |
0 |
11 |
+0 |
| Jul08 |
070723 |
560.00 |
561.00 |
555.00 |
560.25 |
+0.25 |
186 |
9,206 |
-61 |
| Total Volume and Open Interest |
16,491 |
146,042 |
-1,452 |
| Wheat(MGE) |
| Jul07 |
070713 |
628.00 |
642.00 |
628.00 |
642.00 |
+5.00 |
26 |
57 |
+9 |
| Sep07 |
070723 |
623.00 |
625.00 |
620.00 |
621.25 |
+1.25 |
2,657 |
22,512 |
+155 |
| Dec07 |
070723 |
638.00 |
638.00 |
633.00 |
633.75 |
+0.75 |
2,386 |
25,804 |
-139 |
| Mar08 |
070723 |
645.50 |
648.50 |
644.00 |
646.50 |
+1.00 |
394 |
2,363 |
+18 |
| May08 |
070723 |
648.00 |
650.00 |
648.00 |
650.00 |
+2.00 |
2 |
57 |
+2 |
| Total Volume and Open Interest |
5,453 |
52,627 |
+34 |
| Oats(CBOT) |
| Sep07 |
070723 |
237.50 |
241.50 |
237.50 |
239.00 |
-1.00 |
112 |
3,537 |
-197 |
| Dec07 |
070723 |
243.00 |
245.50 |
242.50 |
245.00 |
+1.25 |
817 |
9,912 |
+20 |
| Mar08 |
070723 |
252.50 |
254.50 |
252.50 |
254.50 |
unch |
100 |
1,196 |
+30 |
| May08 |
070723 |
261.00 |
261.00 |
260.00 |
260.00 |
-3.00 |
2 |
7 |
+1 |
| Total Volume and Open Interest |
1,034 |
14,673 |
-146 |
| Rough Rice(CBOT) |
| Sep07 |
070723 |
10.35 |
10.35 |
10.18 |
10.35 |
-0.09 |
45 |
6,277 |
-140 |
| Nov07 |
070723 |
10.70 |
10.70 |
10.53 |
10.66 |
-0.12 |
62 |
7,276 |
-25 |
| Jan08 |
070723 |
10.95 |
10.95 |
10.90 |
10.95 |
-0.13 |
0 |
1,293 |
+4 |
| Mar08 |
070723 |
11.20 |
11.20 |
11.20 |
11.20 |
-0.13 |
0 |
428 |
+0 |
| Total Volume and Open Interest |
107 |
15,435 |
-161 |
| Live Cattle(CME) |
| Aug07 |
070723 |
91.000 |
92.000 |
91.000 |
91.980 |
+1.150 |
10,761 |
38,257 |
-4,463 |
| Oct07 |
070723 |
96.750 |
97.250 |
96.385 |
97.180 |
+0.580 |
12,273 |
132,385 |
+3,849 |
| Dec07 |
070723 |
98.750 |
99.250 |
98.635 |
99.180 |
+0.500 |
3,296 |
38,591 |
+806 |
| Feb08 |
070723 |
99.000 |
99.350 |
98.800 |
99.350 |
+0.450 |
1,120 |
17,115 |
+352 |
| Apr08 |
070723 |
99.135 |
99.350 |
98.900 |
99.330 |
+0.430 |
535 |
8,188 |
+202 |
| Jun08 |
070723 |
94.600 |
95.000 |
94.500 |
94.950 |
+0.220 |
67 |
2,824 |
+16 |
| Total Volume and Open Interest |
28,059 |
237,899 |
+763 |
| Feeder Cattle(CME) |
| Aug07 |
070723 |
115.800 |
117.000 |
115.800 |
116.700 |
+1.200 |
1,332 |
10,935 |
-362 |
| Sep07 |
070723 |
117.050 |
117.900 |
116.900 |
117.830 |
+1.150 |
464 |
10,997 |
-5 |
| Oct07 |
070723 |
117.200 |
117.950 |
117.200 |
117.850 |
+0.920 |
1,014 |
5,056 |
+481 |
| Nov07 |
070723 |
116.500 |
117.300 |
116.400 |
117.285 |
+0.885 |
71 |
1,506 |
+38 |
| Jan08 |
070723 |
114.500 |
115.200 |
114.400 |
115.200 |
+0.900 |
64 |
1,255 |
+49 |
| Mar08 |
070723 |
112.000 |
112.900 |
112.000 |
112.900 |
+0.900 |
15 |
230 |
+15 |
| Apr08 |
070723 |
112.550 |
112.930 |
112.550 |
112.850 |
+0.370 |
5 |
80 |
+3 |
| Total Volume and Open Interest |
2,994 |
30,219 |
+246 |
| Lean Hogs(CME) |
| Aug07 |
070723 |
74.150 |
74.700 |
73.650 |
74.550 |
+0.665 |
6,575 |
22,668 |
-1,672 |
| Oct07 |
070723 |
72.350 |
72.550 |
71.400 |
72.180 |
+0.205 |
13,880 |
78,867 |
+2,041 |
| Dec07 |
070723 |
69.600 |
70.300 |
69.150 |
70.000 |
+0.525 |
6,171 |
39,641 |
+849 |
| Feb08 |
070723 |
71.000 |
72.000 |
70.650 |
71.975 |
+0.625 |
3,134 |
16,050 |
+727 |
| Apr08 |
070723 |
71.300 |
72.300 |
70.930 |
72.250 |
+1.050 |
817 |
7,973 |
-344 |
| May08 |
070723 |
75.250 |
75.900 |
75.000 |
75.885 |
+0.635 |
100 |
1,087 |
+43 |
| Jun08 |
070723 |
77.300 |
78.750 |
77.300 |
78.750 |
+1.250 |
458 |
4,417 |
-29 |
| Jul08 |
070723 |
75.850 |
77.300 |
75.750 |
77.300 |
+1.050 |
356 |
1,087 |
+191 |
| Total Volume and Open Interest |
31,521 |
171,859 |
+1,810 |
| Pork Bellies(CME) |
| Jul07 |
070723 |
93.950 |
94.400 |
93.950 |
94.400 |
+1.400 |
8 |
17 |
+0 |
| Aug07 |
070723 |
88.600 |
89.850 |
87.800 |
89.700 |
+2.450 |
107 |
966 |
-12 |
| Feb08 |
070723 |
91.800 |
91.800 |
91.350 |
91.400 |
-0.400 |
8 |
143 |
+4 |
| Mar08 |
070723 |
92.300 |
92.300 |
92.300 |
92.300 |
-0.050 |
0 |
6 |
+0 |
| May08 |
070723 |
93.300 |
93.300 |
93.300 |
93.300 |
-0.100 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
123 |
1,142 |
-8 |
| Class III Milk(CME) |
| Jul07 |
070723 |
21.25 |
21.29 |
21.25 |
21.29 |
unch |
28 |
4,539 |
+0 |
| Aug07 |
070723 |
19.20 |
19.20 |
18.80 |
19.10 |
unch |
287 |
4,804 |
+4 |
| Sep07 |
070723 |
18.10 |
18.20 |
17.90 |
17.90 |
+0.10 |
479 |
4,427 |
-94 |
| Oct07 |
070723 |
17.40 |
17.40 |
17.27 |
17.27 |
-0.03 |
281 |
3,605 |
+16 |
| Nov07 |
070723 |
16.95 |
16.95 |
16.85 |
16.92 |
+0.03 |
186 |
3,242 |
+35 |
| Total Volume and Open Interest |
1,771 |
38,128 |
+78 |
| Cocoa(NYBOT) |
| Sep07 |
070723 |
2075 |
2086 |
2056 |
2067 |
-32 |
4,978 |
87,538 |
-615 |
| Dec07 |
070723 |
2100 |
2115 |
2087 |
2100 |
-28 |
2,090 |
41,557 |
+375 |
| Mar08 |
070723 |
2126 |
2126 |
2126 |
2126 |
-29 |
220 |
19,721 |
+33 |
| May08 |
070723 |
2141 |
2141 |
2141 |
2141 |
-29 |
38 |
3,752 |
+29 |
| Jul08 |
070723 |
2160 |
2160 |
2158 |
2158 |
-28 |
10 |
2,980 |
+8 |
| Sep08 |
070723 |
2173 |
2174 |
2173 |
2174 |
-28 |
67 |
3,799 |
+55 |
| Dec08 |
070723 |
2196 |
2196 |
2196 |
2196 |
-28 |
0 |
9,141 |
-68 |
| Total Volume and Open Interest |
7,403 |
168,488 |
-183 |
| Coffee "C"(NYBOT) |
| Sep07 |
070723 |
114.00 |
114.90 |
111.80 |
112.35 |
-1.65 |
5,335 |
96,348 |
-733 |
| Dec07 |
070723 |
117.90 |
118.90 |
116.00 |
116.30 |
-1.65 |
1,271 |
35,961 |
+557 |
| Mar08 |
070723 |
120.10 |
120.10 |
119.95 |
119.95 |
-1.65 |
334 |
12,646 |
+95 |
| May08 |
070723 |
122.25 |
122.25 |
122.25 |
122.25 |
-1.60 |
268 |
5,510 |
+71 |
| Jul08 |
070723 |
124.40 |
124.40 |
124.40 |
124.40 |
-1.55 |
208 |
4,836 |
+1 |
| Sep08 |
070723 |
126.30 |
126.30 |
126.30 |
126.30 |
-1.70 |
275 |
7,708 |
+76 |
| Total Volume and Open Interest |
8,159 |
170,310 |
+210 |
| Orange Juice(NYBOT) |
| Sep07 |
070723 |
133.25 |
135.00 |
132.80 |
133.25 |
-3.20 |
2,505 |
16,351 |
+67 |
| Nov07 |
070723 |
133.25 |
135.00 |
133.25 |
134.10 |
-2.70 |
1,635 |
7,747 |
+388 |
| Jan08 |
070723 |
135.25 |
135.50 |
135.00 |
135.00 |
-2.70 |
60 |
3,558 |
+3 |
| Mar08 |
070723 |
135.90 |
135.90 |
135.90 |
135.90 |
-2.70 |
35 |
2,527 |
+6 |
| May08 |
070723 |
136.80 |
136.80 |
136.80 |
136.80 |
-2.70 |
10 |
392 |
+10 |
| Jul08 |
070723 |
137.70 |
137.70 |
137.70 |
137.70 |
-2.70 |
0 |
111 |
+0 |
| Total Volume and Open Interest |
4,246 |
31,398 |
+475 |
| Sugar #11(NYBOT) |
| Oct07 |
070723 |
10.28 |
10.34 |
10.06 |
10.15 |
-0.15 |
45,556 |
399,878 |
-32 |
| Mar08 |
070723 |
10.73 |
10.75 |
10.35 |
10.49 |
-0.26 |
15,968 |
132,837 |
+6,794 |
| May08 |
070723 |
10.55 |
10.55 |
10.47 |
10.48 |
-0.29 |
3,160 |
29,217 |
+237 |
| Jul08 |
070723 |
10.51 |
10.51 |
10.51 |
10.51 |
-0.29 |
2,082 |
36,862 |
-278 |
| Oct08 |
070723 |
10.96 |
10.96 |
10.73 |
10.83 |
-0.24 |
1,480 |
40,962 |
+424 |
| Total Volume and Open Interest |
69,908 |
686,819 |
+7,579 |
| Sugar #14(NYBOT) |
| Jul07 |
070608 |
21.49 |
21.49 |
21.49 |
21.49 |
+0.01 |
4 |
1,009 |
+0 |
| Sep07 |
070723 |
23.18 |
23.18 |
23.18 |
23.18 |
+0.18 |
225 |
1,575 |
+10 |
| Nov07 |
070723 |
21.40 |
21.40 |
21.40 |
21.40 |
unch |
61 |
2,237 |
+14 |
| Jan08 |
070723 |
21.00 |
21.00 |
21.00 |
21.00 |
unch |
0 |
2,186 |
+0 |
| Mar08 |
070723 |
20.99 |
20.99 |
20.99 |
20.99 |
-0.08 |
0 |
2,102 |
+0 |
| Total Volume and Open Interest |
286 |
8,839 |
+24 |
| London Cocoa(LCE) |
| Jul07 |
070716 |
1071 |
1071 |
1050 |
1054 |
-22 |
14,284 |
3,685 |
-13,010 |
| Sep07 |
070723 |
1083 |
1083 |
1083 |
1083 |
-18 |
1,227 |
71,705 |
-180 |
| Dec07 |
070723 |
1092 |
1092 |
1092 |
1092 |
-14 |
795 |
49,453 |
+130 |
| Mar08 |
070723 |
1097 |
1097 |
1097 |
1097 |
-14 |
481 |
35,895 |
+95 |
| May08 |
070723 |
1105 |
1105 |
1105 |
1105 |
-14 |
123 |
10,675 |
+62 |
| Jul08 |
070723 |
1114 |
1114 |
1114 |
1114 |
-13 |
25 |
10,384 |
+25 |
| Sep08 |
070723 |
1121 |
1121 |
1121 |
1121 |
-13 |
1 |
8,807 |
+1 |
| Total Volume and Open Interest |
2,652 |
190,033 |
+133 |
| London Coffee(LCE) |
| Jul07 |
070723 |
1837.00 |
1837.00 |
1837.00 |
1837.00 |
-15.00 |
112 |
624 |
+69 |
| Sep07 |
070723 |
1853.00 |
1853.00 |
1853.00 |
1853.00 |
-24.00 |
4,924 |
93,269 |
-1,862 |
| Nov07 |
070723 |
1864.00 |
1864.00 |
1864.00 |
1864.00 |
-20.00 |
6,141 |
53,023 |
+3,448 |
| Jan08 |
070723 |
1844.00 |
1844.00 |
1844.00 |
1844.00 |
-19.00 |
812 |
16,858 |
+361 |
| Mar08 |
070723 |
1822.00 |
1822.00 |
1822.00 |
1822.00 |
-18.00 |
209 |
5,095 |
+114 |
| May08 |
070723 |
1820.00 |
1820.00 |
1820.00 |
1820.00 |
-15.00 |
159 |
3,689 |
-40 |
| Total Volume and Open Interest |
12,439 |
174,616 |
+2,133 |
| London Sugar(LCE) |
| Aug07 |
070716 |
310.00 |
318.00 |
306.60 |
318.00 |
+9.50 |
6,918 |
2,904 |
-2,565 |
| Oct07 |
070723 |
311.40 |
311.40 |
311.40 |
311.40 |
-1.40 |
4,864 |
26,917 |
-1,879 |
| Dec07 |
070723 |
310.90 |
310.90 |
310.90 |
310.90 |
-2.40 |
1,588 |
7,966 |
-392 |
| Mar08 |
070723 |
312.90 |
312.90 |
312.90 |
312.90 |
-3.20 |
1,707 |
13,040 |
+956 |
| May08 |
070723 |
311.60 |
311.60 |
311.60 |
311.60 |
-3.00 |
90 |
4,978 |
-99 |
| Total Volume and Open Interest |
8,275 |
61,998 |
-1,388 |
| Cotton(NYBOT) |
| Oct07 |
070723 |
60.55 |
61.00 |
60.25 |
61.00 |
-0.10 |
1,844 |
6,491 |
-442 |
| Dec07 |
070723 |
62.60 |
62.90 |
62.20 |
62.80 |
+0.08 |
37,006 |
156,861 |
-5,494 |
| Mar08 |
070723 |
65.95 |
66.00 |
65.40 |
65.95 |
-0.02 |
4,162 |
37,043 |
+1,435 |
| May08 |
070723 |
66.85 |
66.85 |
66.85 |
66.85 |
-0.10 |
101 |
3,160 |
+37 |
| Jul08 |
070723 |
67.50 |
67.75 |
67.50 |
67.75 |
unch |
96 |
3,465 |
+9 |
| Oct08 |
070723 |
67.75 |
67.75 |
67.75 |
67.75 |
unch |
0 |
87 |
+0 |
| Total Volume and Open Interest |
44,199 |
216,090 |
-4,018 |
| Lumber(CME) |
| Sep07 |
070723 |
290.5 |
297.0 |
290.5 |
293.5 |
+2.2 |
760 |
5,153 |
+71 |
| Nov07 |
070723 |
284.1 |
289.0 |
283.0 |
286.2 |
+1.3 |
71 |
1,529 |
+36 |
| Jan08 |
070723 |
298.0 |
298.0 |
294.2 |
294.2 |
+0.5 |
8 |
119 |
+1 |
| Mar08 |
070723 |
300.5 |
300.5 |
299.2 |
299.2 |
+0.6 |
4 |
35 |
+3 |
| Total Volume and Open Interest |
846 |
6,857 |
+110 |
| Crude Oil(NYM) |
| Sep07 |
070723 |
75.45 |
75.55 |
74.44 |
74.89 |
-0.90 |
173,789 |
394,573 |
+4,887 |
| Oct07 |
070723 |
75.55 |
75.55 |
74.50 |
74.78 |
-0.77 |
58,234 |
108,433 |
+1,433 |
| Nov07 |
070723 |
74.80 |
74.80 |
74.48 |
74.60 |
-0.66 |
22,551 |
63,891 |
-439 |
| Dec07 |
070723 |
74.10 |
74.40 |
74.08 |
74.37 |
-0.57 |
30,492 |
183,779 |
+2,695 |
| Jan08 |
070723 |
74.13 |
74.13 |
74.13 |
74.13 |
-0.49 |
8,178 |
60,408 |
-3,445 |
| Feb08 |
070723 |
73.90 |
73.90 |
73.90 |
73.90 |
-0.42 |
1,322 |
28,678 |
-134 |
| Mar08 |
070723 |
73.68 |
73.68 |
73.68 |
73.68 |
-0.35 |
1,040 |
30,324 |
+667 |
| Apr08 |
070723 |
73.49 |
73.49 |
73.49 |
73.49 |
-0.30 |
2,698 |
39,486 |
-537 |
| May08 |
070723 |
73.31 |
73.31 |
73.31 |
73.31 |
-0.26 |
178 |
27,413 |
-48 |
| Jun08 |
070723 |
73.15 |
73.15 |
73.15 |
73.15 |
-0.23 |
2,755 |
46,433 |
-223 |
| Jul08 |
070723 |
72.98 |
72.98 |
72.98 |
72.98 |
-0.21 |
1,197 |
16,350 |
+560 |
| Aug08 |
070723 |
72.81 |
72.81 |
72.81 |
72.81 |
-0.19 |
118 |
11,325 |
+93 |
| Sep08 |
070723 |
72.65 |
72.65 |
72.65 |
72.65 |
-0.17 |
341 |
42,833 |
-57 |
| Oct08 |
070723 |
72.50 |
72.50 |
72.50 |
72.50 |
-0.15 |
200 |
20,947 |
+150 |
| Nov08 |
070723 |
72.36 |
72.36 |
72.36 |
72.36 |
-0.13 |
108 |
14,028 |
+58 |
| Dec08 |
070723 |
72.23 |
72.23 |
72.23 |
72.23 |
-0.11 |
11,867 |
160,739 |
+3,145 |
| Total Volume and Open Interest |
364,790 |
1,510,597 |
-20,549 |
| Heating Oil(NYM) |
| Aug07 |
070723 |
209.00 |
209.30 |
205.00 |
205.61 |
-3.61 |
21,190 |
35,317 |
-3,191 |
| Sep07 |
070723 |
211.00 |
211.00 |
207.05 |
207.84 |
-3.53 |
21,656 |
79,977 |
+2,957 |
| Oct07 |
070723 |
210.24 |
210.24 |
210.24 |
210.24 |
-3.28 |
5,411 |
25,595 |
+264 |
| Nov07 |
070723 |
212.40 |
212.90 |
212.40 |
212.54 |
-3.13 |
1,640 |
11,280 |
+316 |
| Dec07 |
070723 |
213.75 |
214.44 |
213.75 |
214.44 |
-2.98 |
3,763 |
33,357 |
+536 |
| Jan08 |
070723 |
215.89 |
215.89 |
215.89 |
215.89 |
-2.83 |
1,075 |
18,048 |
-148 |
| Feb08 |
070723 |
216.20 |
216.20 |
216.14 |
216.14 |
-2.63 |
523 |
10,853 |
+48 |
| Mar08 |
070723 |
214.00 |
214.00 |
213.90 |
213.99 |
-2.58 |
55 |
4,663 |
-15 |
| Apr08 |
070723 |
211.65 |
211.65 |
209.44 |
209.44 |
-2.38 |
21 |
4,985 |
+0 |
| May08 |
070723 |
205.35 |
205.35 |
204.99 |
204.99 |
-2.18 |
77 |
1,789 |
-2 |
| Jun08 |
070723 |
203.50 |
203.50 |
202.44 |
202.44 |
-1.98 |
988 |
14,746 |
+202 |
| Jul08 |
070723 |
202.79 |
202.79 |
202.79 |
202.79 |
-1.98 |
0 |
478 |
+0 |
| Total Volume and Open Interest |
56,614 |
244,909 |
+944 |
| Gasoline(NYMEX) |
| Aug07 |
070723 |
216.23 |
216.23 |
209.55 |
210.41 |
-6.05 |
35,112 |
37,890 |
-151 |
| Sep07 |
070723 |
213.48 |
213.65 |
208.05 |
208.64 |
-5.60 |
25,213 |
64,738 |
+1,823 |
| Oct07 |
070723 |
202.50 |
202.54 |
198.50 |
199.04 |
-4.05 |
9,111 |
26,472 |
+833 |
| Nov07 |
070723 |
199.00 |
199.00 |
195.85 |
196.14 |
-3.35 |
1,773 |
11,720 |
+137 |
| Dec07 |
070723 |
197.60 |
197.60 |
194.10 |
194.99 |
-3.20 |
2,720 |
14,794 |
+377 |
| Jan08 |
070723 |
198.10 |
198.10 |
195.88 |
196.34 |
-3.10 |
621 |
7,895 |
+69 |
| Feb08 |
070723 |
198.70 |
199.50 |
198.49 |
198.49 |
-2.75 |
200 |
3,265 |
+22 |
| Mar08 |
070723 |
200.47 |
200.49 |
200.47 |
200.49 |
-2.70 |
141 |
4,905 |
+41 |
| Apr08 |
070723 |
214.00 |
214.15 |
214.00 |
214.09 |
-2.60 |
40 |
4,806 |
-10 |
| May08 |
070723 |
215.34 |
215.34 |
215.34 |
215.34 |
-2.60 |
0 |
2,007 |
+0 |
| Total Volume and Open Interest |
75,572 |
187,810 |
+3,439 |
| e-MiNY RBOB Gasoline(NYMEX) |
| Aug07 |
070628 |
222.20 |
222.20 |
220.86 |
220.86 |
+0.67 |
2 |
4 |
+0 |
| Sep07 |
070723 |
208.64 |
208.64 |
208.64 |
208.64 |
-5.60 |
0 |
1 |
+0 |
| Oct07 |
070723 |
199.04 |
199.04 |
199.04 |
199.04 |
-4.05 |
|
|
|
| Nov07 |
070723 |
196.14 |
196.14 |
196.14 |
196.14 |
-3.35 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
0 |
9 |
+0 |
| Natural Gas(NYM) |
| Aug07 |
070723 |
6.150 |
6.180 |
6.010 |
6.039 |
-0.407 |
43,761 |
44,686 |
-3,687 |
| Sep07 |
070723 |
6.225 |
6.250 |
6.100 |
6.118 |
-0.405 |
16,282 |
135,530 |
+537 |
| Oct07 |
070723 |
6.405 |
6.405 |
6.280 |
6.289 |
-0.387 |
10,235 |
84,251 |
+783 |
| Nov07 |
070723 |
7.250 |
7.260 |
7.229 |
7.229 |
-0.347 |
3,422 |
37,840 |
+735 |
| Dec07 |
070723 |
8.155 |
8.170 |
8.135 |
8.144 |
-0.307 |
2,199 |
47,995 |
+36 |
| Jan08 |
070723 |
8.590 |
8.605 |
8.580 |
8.589 |
-0.252 |
3,402 |
40,858 |
+1,129 |
| Feb08 |
070723 |
8.600 |
8.606 |
8.600 |
8.606 |
-0.252 |
1,200 |
33,384 |
+225 |
| Mar08 |
070723 |
8.456 |
8.456 |
8.456 |
8.456 |
-0.244 |
5,416 |
51,167 |
-262 |
| Apr08 |
070723 |
7.800 |
7.806 |
7.800 |
7.806 |
-0.174 |
5,500 |
41,237 |
+153 |
| May08 |
070723 |
7.750 |
7.768 |
7.750 |
7.768 |
-0.170 |
455 |
27,831 |
+10 |
| Jun08 |
070723 |
7.860 |
7.860 |
7.853 |
7.853 |
-0.169 |
262 |
14,655 |
+136 |
| Jul08 |
070723 |
7.950 |
7.965 |
7.950 |
7.950 |
-0.168 |
167 |
6,682 |
+24 |
| Aug08 |
070723 |
8.021 |
8.021 |
8.021 |
8.021 |
-0.167 |
203 |
9,578 |
+33 |
| Sep08 |
070723 |
8.076 |
8.076 |
8.076 |
8.076 |
-0.165 |
86 |
6,467 |
+34 |
| Oct08 |
070723 |
8.195 |
8.200 |
8.191 |
8.191 |
-0.165 |
277 |
25,170 |
+70 |
| Nov08 |
070723 |
8.656 |
8.656 |
8.656 |
8.656 |
-0.140 |
29 |
11,101 |
+11 |
| Total Volume and Open Interest |
94,392 |
833,947 |
+201 |
| Brent Crude Oil(ICE) |
| Sep07 |
070723 |
77.35 |
77.50 |
76.42 |
76.86 |
-0.78 |
58,750 |
153,183 |
-1,635 |
| Oct07 |
070723 |
77.06 |
77.28 |
76.23 |
76.68 |
-0.73 |
36,440 |
143,375 |
+2,888 |
| Nov07 |
070723 |
76.90 |
77.05 |
76.06 |
76.55 |
-0.63 |
12,004 |
39,235 |
+2,053 |
| Dec07 |
070723 |
76.61 |
76.79 |
75.84 |
76.33 |
-0.57 |
15,157 |
87,029 |
+3,148 |
| Jan08 |
070723 |
76.25 |
76.51 |
75.63 |
76.09 |
-0.52 |
2,800 |
24,927 |
+189 |
| Feb08 |
070723 |
76.02 |
76.23 |
75.54 |
75.87 |
-0.46 |
785 |
16,770 |
+67 |
| Mar08 |
070723 |
75.75 |
75.75 |
75.27 |
75.65 |
-0.42 |
552 |
10,293 |
-6 |
| Apr08 |
070723 |
75.44 |
75.44 |
75.44 |
75.44 |
-0.38 |
0 |
8,721 |
+36 |
| May08 |
070723 |
75.23 |
75.23 |
75.23 |
75.23 |
-0.34 |
0 |
7,981 |
+27 |
| Jun08 |
070723 |
74.92 |
75.16 |
74.65 |
75.00 |
-0.33 |
1,337 |
24,992 |
-591 |
| Jul08 |
070723 |
74.83 |
74.83 |
74.83 |
74.83 |
-0.32 |
0 |
2,661 |
+0 |
| Aug08 |
070723 |
74.66 |
74.66 |
74.66 |
74.66 |
-0.31 |
0 |
1,747 |
+0 |
| Sep08 |
070723 |
74.49 |
74.49 |
74.49 |
74.49 |
-0.31 |
0 |
2,382 |
+0 |
| Oct08 |
070723 |
74.32 |
74.32 |
74.32 |
74.32 |
-0.31 |
0 |
4,837 |
+0 |
| Total Volume and Open Interest |
135,223 |
669,548 |
+6,945 |
| Gas Oil(ICE) |
| Aug07 |
070723 |
653.50 |
654.50 |
645.00 |
646.25 |
-8.50 |
23,714 |
76,962 |
-2,415 |
| Sep07 |
070723 |
657.75 |
658.25 |
648.50 |
649.75 |
-9.00 |
13,464 |
75,163 |
+2,794 |
| Oct07 |
070723 |
661.50 |
662.00 |
652.75 |
653.75 |
-8.75 |
3,500 |
30,099 |
-198 |
| Nov07 |
070723 |
665.00 |
665.50 |
656.25 |
657.25 |
-8.75 |
3,484 |
18,425 |
+392 |
| Dec07 |
070723 |
669.00 |
669.00 |
659.75 |
661.00 |
-8.75 |
3,945 |
49,789 |
-587 |
| Jan08 |
070723 |
671.00 |
671.75 |
666.00 |
666.50 |
-8.75 |
2,101 |
28,492 |
+1,424 |
| Feb08 |
070723 |
663.25 |
663.25 |
661.50 |
661.50 |
-8.00 |
107 |
8,564 |
-44 |
| Mar08 |
070723 |
657.00 |
657.00 |
656.50 |
656.50 |
-7.50 |
0 |
6,653 |
+0 |
| Apr08 |
070723 |
651.75 |
651.75 |
651.75 |
651.75 |
-7.50 |
0 |
2,857 |
+0 |
| May08 |
070723 |
648.25 |
648.25 |
648.25 |
648.25 |
-7.50 |
0 |
2,278 |
+0 |
| Total Volume and Open Interest |
52,116 |
348,822 |
+1,323 |
| US Dollar Index(NYBOT) |
| Sep07 |
070723 |
80.265 |
80.380 |
80.220 |
80.220 |
+0.070 |
2,890 |
41,699 |
+547 |
| Dec07 |
070723 |
80.080 |
80.080 |
80.020 |
80.020 |
+0.070 |
9 |
3,079 |
+3 |
| Mar08 |
070723 |
79.830 |
79.830 |
79.830 |
79.830 |
+0.070 |
1 |
626 |
+1 |
| Total Volume and Open Interest |
2,903 |
45,410 |
+554 |
| Australian Dollar(CME) |
| Sep07 |
070723 |
88.09 |
88.09 |
88.09 |
88.09 |
+0.34 |
5,211 |
114,820 |
-3,711 |
| Dec07 |
070723 |
87.85 |
87.85 |
87.85 |
87.85 |
+0.34 |
0 |
795 |
+4 |
| Mar08 |
070723 |
87.57 |
87.57 |
87.57 |
87.57 |
+0.34 |
0 |
151 |
+0 |
| Total Volume and Open Interest |
5,211 |
115,780 |
-3,707 |
| British Pound(CME) |
| Sep07 |
070723 |
205.70 |
205.81 |
205.57 |
205.65 |
+0.35 |
952 |
160,833 |
+101 |
| Dec07 |
070723 |
205.27 |
205.27 |
205.27 |
205.27 |
+0.35 |
0 |
598 |
+39 |
| Mar08 |
070723 |
204.81 |
204.81 |
204.81 |
204.81 |
+0.35 |
0 |
13 |
+0 |
| Total Volume and Open Interest |
952 |
161,465 |
+140 |
| Canadian Dollar(CME) |
| Sep07 |
070723 |
95.81 |
95.96 |
95.63 |
95.67 |
+0.12 |
1,337 |
148,176 |
-3,573 |
| Dec07 |
070723 |
96.15 |
96.15 |
95.81 |
95.81 |
+0.12 |
0 |
3,928 |
-7 |
| Mar08 |
070723 |
95.90 |
95.90 |
95.90 |
95.90 |
+0.12 |
0 |
565 |
+3 |
| Jun08 |
070723 |
96.01 |
96.01 |
95.99 |
95.99 |
+0.12 |
9 |
296 |
+9 |
| Total Volume and Open Interest |
1,349 |
153,126 |
-3,557 |
| Japanese Yen(CME) |
| Sep07 |
070723 |
83.06 |
83.07 |
82.96 |
83.02 |
-0.05 |
3,684 |
268,449 |
-12,998 |
| Dec07 |
070723 |
84.01 |
84.01 |
83.95 |
83.95 |
-0.05 |
5 |
14,315 |
+8 |
| Mar08 |
070723 |
84.84 |
84.84 |
84.84 |
84.84 |
-0.05 |
0 |
29 |
-8 |
| Total Volume and Open Interest |
3,689 |
298,173 |
-12,997 |
| Swiss Franc(CME) |
| Sep07 |
070723 |
83.39 |
83.40 |
83.13 |
83.18 |
-0.41 |
2,996 |
112,826 |
+5,464 |
| Dec07 |
070723 |
83.89 |
83.89 |
83.69 |
83.69 |
-0.40 |
0 |
107 |
+2 |
| Mar08 |
070723 |
84.13 |
84.13 |
84.13 |
84.13 |
-0.40 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
2,996 |
112,950 |
+5,466 |
| EuroFX(CME) |
| Sep07 |
070723 |
138.45 |
138.47 |
138.25 |
138.29 |
-0.18 |
3,884 |
231,880 |
+5,658 |
| Dec07 |
070723 |
138.62 |
138.62 |
138.62 |
138.62 |
-0.18 |
2 |
1,713 |
+36 |
| Mar08 |
070723 |
138.87 |
138.87 |
138.87 |
138.87 |
-0.18 |
0 |
107 |
+3 |
| Total Volume and Open Interest |
3,886 |
233,758 |
+5,696 |
| Mexican Peso(CME) |
| Aug07 |
070723 |
929.5 |
929.5 |
929.5 |
929.5 |
+3.8 |
0 |
3 |
+0 |
| Sep07 |
070723 |
925.5 |
927.5 |
925.5 |
927.5 |
+3.8 |
3,226 |
81,594 |
-1,180 |
| Total Volume and Open Interest |
3,226 |
104,354 |
+423 |
| 30-Year T-Bonds(CBOT) |
| Sep07 |
070723 |
108~16 |
108~22 |
108~05 |
108~12 |
-0~01 |
439,321 |
979,306 |
+17,167 |
| Dec07 |
070723 |
108~09 |
108~16 |
108~03 |
108~08 |
-0~01 |
1,171 |
5,247 |
+413 |
| Mar08 |
070723 |
108~22 |
108~22 |
108~07 |
108~07 |
-0~01 |
0 |
326 |
+0 |
| Total Volume and Open Interest |
440,492 |
984,882 |
+17,580 |
| 10-Year T-Notes(CBOT) |
| Sep07 |
070723 |
106~100 |
106~135 |
106~030 |
106~055 |
-0~020 |
1,829,743 |
2,781,515 |
+23,834 |
| Dec07 |
070723 |
106~015 |
106~015 |
105~290 |
105~310 |
-0~025 |
7,845 |
71,199 |
+1,913 |
| Total Volume and Open Interest |
1,837,663 |
2,854,075 |
+25,697 |
| 5-Year T-Notes(CBOT) |
| Sep07 |
070723 |
104~160 |
104~160 |
104~115 |
104~135 |
-0~015 |
584,817 |
0 |
+0 |
| Dec07 |
070723 |
104~120 |
104~120 |
104~120 |
104~120 |
-0~020 |
3 |
24,954 |
+24,954 |
| Total Volume and Open Interest |
584,820 |
24,954 |
+24,954 |
| 2 Year T-Notes(CBOT) |
| Sep07 |
070723 |
102~008 |
102~008 |
102~000 |
102~002 |
-0~006 |
1,002 |
1,034,121 |
+25,126 |
| Dec07 |
070723 |
102~012 |
102~012 |
102~012 |
102~012 |
-0~005 |
0 |
626 |
+510 |
| Total Volume and Open Interest |
1,002 |
1,034,747 |
+25,636 |
| Eurodollars(CME) |
| Sep07 |
070723 |
94.670 |
94.670 |
94.660 |
94.665 |
unch |
20,588 |
1,664,532 |
+27,313 |
| Dec07 |
070723 |
94.735 |
94.735 |
94.705 |
94.710 |
-0.025 |
26,369 |
1,634,650 |
+25,244 |
| Mar08 |
070723 |
94.830 |
94.830 |
94.785 |
94.800 |
-0.030 |
26,576 |
1,831,587 |
+18,749 |
| Jun08 |
070723 |
94.895 |
94.895 |
94.850 |
94.870 |
-0.025 |
13,761 |
1,522,783 |
+5,397 |
| Sep08 |
070723 |
94.900 |
94.910 |
94.870 |
94.890 |
-0.025 |
26,795 |
1,124,779 |
+21,010 |
| Dec08 |
070723 |
94.880 |
94.890 |
94.860 |
94.870 |
-0.025 |
10,467 |
1,024,652 |
-16,500 |
| Mar09 |
070723 |
94.840 |
94.855 |
94.825 |
94.830 |
-0.025 |
9,705 |
602,778 |
-9,575 |
| Jun09 |
070723 |
94.780 |
94.780 |
94.760 |
94.770 |
-0.020 |
16,280 |
475,442 |
+6,766 |
| Sep09 |
070723 |
94.715 |
94.715 |
94.700 |
94.710 |
-0.015 |
11,116 |
291,987 |
+2,354 |
| Dec09 |
070723 |
94.645 |
94.650 |
94.630 |
94.645 |
-0.010 |
7,366 |
204,517 |
+1,213 |
| Mar10 |
070723 |
94.595 |
94.600 |
94.585 |
94.600 |
-0.005 |
7,468 |
157,421 |
+780 |
| Jun10 |
070723 |
94.550 |
94.565 |
94.550 |
94.555 |
-0.005 |
9,385 |
121,200 |
-1,065 |
| Sep10 |
070723 |
94.505 |
94.520 |
94.505 |
94.515 |
-0.005 |
5,569 |
91,308 |
+457 |
| Dec10 |
070723 |
94.460 |
94.470 |
94.455 |
94.470 |
unch |
2,417 |
104,406 |
-310 |
| Mar11 |
070723 |
94.435 |
94.450 |
94.435 |
94.445 |
unch |
2,965 |
91,593 |
+709 |
| Jun11 |
070723 |
94.410 |
94.420 |
94.410 |
94.415 |
+0.005 |
3,843 |
89,347 |
+144 |
| Sep11 |
070723 |
94.365 |
94.390 |
94.365 |
94.385 |
+0.005 |
2,703 |
66,803 |
+377 |
| Dec11 |
070723 |
94.320 |
94.350 |
94.320 |
94.345 |
+0.005 |
1,724 |
49,239 |
-256 |
| Total Volume and Open Interest |
210,588 |
11,350,847 |
+82,639 |
| 3-Mth Euro-Yen(CME) |
| Sep07 |
070723 |
99.13 |
99.13 |
99.13 |
99.13 |
unch |
528 |
17,955 |
-267 |
| Dec07 |
070723 |
99.01 |
99.01 |
99.01 |
99.01 |
unch |
13 |
10,895 |
-465 |
| Mar08 |
070723 |
98.89 |
98.89 |
98.89 |
98.89 |
unch |
424 |
6,656 |
+360 |
| Jun08 |
070723 |
98.79 |
98.79 |
98.79 |
98.79 |
unch |
2 |
3,650 |
+3 |
| Sep08 |
070723 |
98.70 |
98.70 |
98.70 |
98.70 |
+0.01 |
17 |
2,926 |
+15 |
| Dec08 |
070723 |
98.60 |
98.60 |
98.60 |
98.60 |
+0.01 |
5 |
903 |
+5 |
| Mar09 |
070723 |
98.50 |
98.50 |
98.50 |
98.50 |
+0.01 |
0 |
100 |
+0 |
| Jun09 |
070723 |
98.43 |
98.43 |
98.43 |
98.43 |
+0.01 |
|
|
|
| Sep09 |
070723 |
98.37 |
98.37 |
98.37 |
98.37 |
+0.03 |
|
|
|
| Dec09 |
070723 |
98.29 |
98.29 |
98.29 |
98.29 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
989 |
43,085 |
-349 |
| 3-Mth Euro-Yen(SGX) |
| Sep07 |
070723 |
99.12 |
99.13 |
99.12 |
99.12 |
+0.00 |
2,271 |
71,999 |
+858 |
| Dec07 |
070723 |
99.00 |
99.01 |
99.00 |
99.00 |
+0.00 |
2,313 |
61,354 |
+372 |
| Mar08 |
070723 |
98.89 |
98.89 |
98.89 |
98.89 |
+0.01 |
2,036 |
42,216 |
+572 |
| Jun08 |
070723 |
98.79 |
98.79 |
98.79 |
98.79 |
+0.01 |
555 |
24,661 |
+128 |
| Sep08 |
070723 |
98.70 |
98.71 |
98.70 |
98.70 |
+0.01 |
632 |
12,996 |
+328 |
| Dec08 |
070723 |
98.60 |
98.61 |
98.60 |
98.61 |
+0.03 |
316 |
5,731 |
+140 |
| Mar09 |
070723 |
98.53 |
98.53 |
98.53 |
98.53 |
+0.03 |
0 |
4,555 |
+0 |
| Jun09 |
070723 |
98.45 |
98.45 |
98.45 |
98.45 |
+0.02 |
0 |
368 |
+0 |
| Total Volume and Open Interest |
8,123 |
225,680 |
+2,398 |
| Japanese Gov't Bonds(SGX) |
| Sep07 |
070723 |
132.28 |
132.50 |
132.28 |
132.42 |
+0.23 |
4,003 |
37,156 |
-2,464 |
| Dec07 |
070723 |
132.42 |
132.42 |
131.94 |
132.42 |
+0.23 |
0 |
2 |
+0 |
| Mar08 |
070723 |
132.42 |
132.42 |
132.42 |
132.42 |
+0.23 |
|
|
|
| Total Volume and Open Interest |
4,003 |
37,158 |
-1,020 |
| Euro-Bund(EUREX) |
| Sep07 |
070723 |
112.04 |
112.26 |
111.78 |
111.95 |
+0.03 |
1,119,247 |
1,749,801 |
-8,218 |
| Dec07 |
070723 |
111.51 |
111.81 |
111.41 |
111.56 |
+0.03 |
882 |
19,943 |
+2 |
| Mar08 |
070723 |
111.70 |
111.70 |
111.70 |
111.70 |
+0.07 |
675 |
10 |
+0 |
| Total Volume and Open Interest |
1,120,804 |
1,769,754 |
-8,216 |
| Euro-Bobl(EUREX) |
| Sep07 |
070723 |
106.60 |
106.74 |
106.50 |
106.57 |
+0.01 |
542,143 |
1,289,153 |
-783 |
| Dec07 |
070723 |
106.38 |
106.38 |
106.38 |
106.38 |
+0.02 |
3 |
31 |
+1 |
| Mar08 |
070723 |
106.27 |
106.27 |
106.27 |
106.27 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
542,146 |
1,289,184 |
-782 |
| 3-Mth Euribor(EUREX) |
| Sep07 |
070723 |
95.620 |
95.625 |
95.615 |
95.620 |
-0.005 |
2,530 |
21,394 |
+205 |
| Dec07 |
070723 |
95.455 |
95.460 |
95.450 |
95.450 |
-0.005 |
48 |
10,075 |
-1 |
| Mar08 |
070723 |
95.370 |
95.380 |
95.360 |
95.360 |
-0.010 |
84 |
9,660 |
-31 |
| Total Volume and Open Interest |
2,796 |
49,149 |
+243 |
| Long Gilt(LIFFE) |
| Sep07 |
070723 |
104~28 |
105~02 |
104~20 |
104~23 |
-0~02 |
109,035 |
395,066 |
+7,365 |
| Dec07 |
070723 |
104~28 |
104~28 |
104~28 |
104~28 |
-0~02 |
|
|
|
| Total Volume and Open Interest |
109,035 |
395,066 |
+7,365 |
| 3-Mth Short Sterling(LIFFE) |
| Sep07 |
070723 |
93.82 |
93.82 |
93.82 |
93.82 |
-0.02 |
50,377 |
521,419 |
-5,136 |
| Dec07 |
070723 |
93.71 |
93.71 |
93.71 |
93.71 |
-0.04 |
86,667 |
560,331 |
-6,827 |
| Mar08 |
070723 |
93.68 |
93.68 |
93.68 |
93.68 |
-0.05 |
106,518 |
512,071 |
-9,329 |
| Jun08 |
070723 |
93.68 |
93.68 |
93.68 |
93.68 |
-0.05 |
106,023 |
467,560 |
-13,327 |
| Sep08 |
070723 |
93.69 |
93.69 |
93.69 |
93.69 |
-0.05 |
54,348 |
373,093 |
+8,399 |
| Dec08 |
070723 |
93.70 |
93.70 |
93.70 |
93.70 |
-0.05 |
43,553 |
223,531 |
-3,252 |
| Total Volume and Open Interest |
493,211 |
2,966,714 |
-27,359 |
| 3-Mth Euribor(LIFFE) |
| Sep07 |
070723 |
95.625 |
95.635 |
95.615 |
95.615 |
-0.010 |
89,622 |
885,218 |
+7,674 |
| Dec07 |
070723 |
95.460 |
95.470 |
95.440 |
95.450 |
-0.005 |
91,908 |
1,018,967 |
+664 |
| Mar08 |
070723 |
95.365 |
95.390 |
95.345 |
95.355 |
-0.010 |
178,376 |
644,923 |
-3,309 |
| Total Volume and Open Interest |
627,567 |
4,328,267 |
+16,651 |
| 3-Mth Aus T-Bills(SFE) |
| Sep07 |
070723 |
93.51 |
93.52 |
93.49 |
93.50 |
-0.01 |
3,904 |
450,028 |
+512 |
| Dec07 |
070723 |
93.42 |
93.43 |
93.38 |
93.40 |
unch |
14,774 |
250,418 |
+3,026 |
| Mar08 |
070723 |
93.32 |
93.32 |
93.27 |
93.29 |
+0.01 |
4,742 |
122,196 |
+676 |
| Jun08 |
070723 |
93.23 |
93.23 |
93.19 |
93.21 |
+0.01 |
8,365 |
98,169 |
+4,447 |
| Sep08 |
070723 |
93.20 |
93.20 |
93.15 |
93.18 |
+0.02 |
581 |
52,852 |
-380 |
| Dec08 |
070723 |
93.17 |
93.17 |
93.14 |
93.15 |
+0.02 |
1,460 |
41,298 |
+1,023 |
| Mar09 |
070723 |
93.13 |
93.14 |
93.13 |
93.14 |
+0.03 |
485 |
28,057 |
-235 |
| Jun09 |
070723 |
93.12 |
93.12 |
93.10 |
93.12 |
+0.02 |
550 |
12,471 |
+0 |
| Sep09 |
070723 |
93.08 |
93.11 |
93.08 |
93.11 |
+0.03 |
0 |
1,478 |
+0 |
| Dec09 |
070723 |
93.09 |
93.09 |
93.09 |
93.09 |
+0.01 |
0 |
644 |
+0 |
| Total Volume and Open Interest |
34,861 |
1,057,802 |
+9,069 |
| 10-Year Aus T-Bonds(SFE) |
| Sep07 |
070723 |
93.91 |
93.93 |
93.90 |
93.92 |
+0.06 |
29,486 |
524,542 |
-1,680 |
| Dec07 |
070723 |
93.92 |
93.92 |
93.92 |
93.92 |
+0.06 |
|
|
|
| Total Volume and Open Interest |
29,486 |
524,542 |
-1,680 |
| 3-Year Aus T-Bonds(SFE) |
| Sep07 |
070723 |
93.71 |
93.71 |
93.67 |
93.69 |
+0.03 |
49,090 |
603,199 |
+2,865 |
| Dec07 |
070723 |
93.69 |
93.69 |
93.69 |
93.69 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
49,090 |
603,199 |
+2,865 |
| Gold(CMX) |
| Aug07 |
070723 |
684.8 |
685.8 |
680.5 |
681.5 |
-3.2 |
103,817 |
141,866 |
+5,235 |
| Oct07 |
070723 |
689.5 |
690.0 |
687.8 |
687.8 |
-3.2 |
4,475 |
23,899 |
+1,504 |
| Dec07 |
070723 |
698.5 |
698.5 |
693.9 |
694.3 |
-3.2 |
14,777 |
117,838 |
+9,123 |
| Feb08 |
070723 |
700.6 |
700.6 |
700.6 |
700.6 |
-3.2 |
1,344 |
14,173 |
+526 |
| Apr08 |
070723 |
706.8 |
706.8 |
706.8 |
706.8 |
-3.2 |
306 |
23,214 |
+120 |
| Jun08 |
070723 |
713.1 |
713.1 |
713.1 |
713.1 |
-3.2 |
611 |
16,524 |
+560 |
| Aug08 |
070723 |
719.2 |
719.2 |
719.2 |
719.2 |
-3.2 |
524 |
2,612 |
-333 |
| Oct08 |
070723 |
725.4 |
725.4 |
725.4 |
725.4 |
-3.2 |
50 |
1,470 |
+0 |
| Dec08 |
070723 |
731.7 |
731.7 |
731.7 |
731.7 |
-3.2 |
115 |
15,736 |
+95 |
| Feb09 |
070723 |
738.1 |
738.1 |
738.1 |
738.1 |
-3.2 |
300 |
9,045 |
+0 |
| Apr09 |
070723 |
744.3 |
744.3 |
744.3 |
744.3 |
-3.2 |
200 |
1,700 |
+0 |
| Jun09 |
070723 |
750.6 |
750.6 |
750.6 |
750.6 |
-3.2 |
14 |
10,355 |
+0 |
| Total Volume and Open Interest |
126,747 |
393,507 |
+16,830 |
| Silver(CMX) |
| Jul07 |
070723 |
1324.0 |
1324.4 |
1324.0 |
1324.4 |
-7.1 |
45 |
332 |
-36 |
| Sep07 |
070723 |
1346.0 |
1347.0 |
1332.0 |
1333.0 |
-7.3 |
16,855 |
69,975 |
+670 |
| Dec07 |
070723 |
1353.0 |
1353.0 |
1351.3 |
1351.3 |
-7.2 |
510 |
24,100 |
+5 |
| Mar08 |
070723 |
1369.0 |
1369.0 |
1369.0 |
1369.0 |
-7.1 |
124 |
4,693 |
-5 |
| May08 |
070723 |
1379.7 |
1379.7 |
1379.7 |
1379.7 |
-7.1 |
1 |
4,262 |
+0 |
| Jul08 |
070723 |
1390.3 |
1390.3 |
1390.3 |
1390.3 |
-7.2 |
559 |
3,620 |
+276 |
| Sep08 |
070723 |
1400.8 |
1400.8 |
1400.8 |
1400.8 |
-7.2 |
31 |
650 |
+0 |
| Total Volume and Open Interest |
18,598 |
119,526 |
+1,142 |
| Platinum(NYM) |
| Jul07 |
070723 |
1344.9 |
1344.9 |
1344.9 |
1344.9 |
-4.7 |
2 |
182 |
-2 |
| Oct07 |
070723 |
1340.0 |
1344.0 |
1338.0 |
1341.9 |
-4.7 |
1,516 |
18,151 |
+514 |
| Jan08 |
070723 |
1346.9 |
1346.9 |
1346.9 |
1346.9 |
-4.7 |
22 |
100 |
+0 |
| Total Volume and Open Interest |
1,540 |
18,433 |
+512 |
| Palladium(NYME) |
| Sep07 |
070723 |
374.50 |
374.50 |
372.00 |
373.50 |
-1.25 |
527 |
17,436 |
+149 |
| Dec07 |
070723 |
378.10 |
378.10 |
378.10 |
378.10 |
-1.25 |
30 |
855 |
+21 |
| Mar08 |
070723 |
383.35 |
383.35 |
383.35 |
383.35 |
-1.25 |
0 |
276 |
+0 |
| Total Volume and Open Interest |
557 |
19,067 |
+670 |
| Copper(CMX) |
| Jul07 |
070723 |
375.50 |
375.50 |
368.50 |
369.00 |
-6.40 |
679 |
2,671 |
-324 |
| Sep07 |
070723 |
370.80 |
371.25 |
365.65 |
365.65 |
-4.90 |
10,349 |
58,838 |
+384 |
| Dec07 |
070723 |
366.00 |
366.00 |
361.75 |
361.95 |
-4.20 |
2,285 |
18,313 |
+1,130 |
| Mar08 |
070723 |
359.00 |
359.00 |
355.05 |
355.05 |
-3.95 |
130 |
2,808 |
+53 |
| May08 |
070723 |
349.45 |
349.45 |
349.45 |
349.45 |
-3.85 |
13 |
396 |
-5 |
| Total Volume and Open Interest |
18,370 |
93,068 |
+1,357 |
| Aluminum(CMX) |
| Jul07 |
070723 |
122.65 |
122.65 |
121.15 |
121.15 |
-1.50 |
14 |
14 |
-6 |
| Aug07 |
070723 |
123.05 |
123.05 |
121.55 |
121.55 |
-1.50 |
14 |
68 |
+14 |
| Sep07 |
070723 |
123.45 |
123.45 |
121.95 |
121.95 |
-1.50 |
40 |
40 |
+0 |
| Oct07 |
070723 |
122.35 |
122.35 |
122.35 |
122.35 |
-1.50 |
40 |
40 |
+0 |
| Nov07 |
070723 |
122.75 |
122.75 |
122.75 |
122.75 |
-1.50 |
1 |
40 |
+0 |
| Dec07 |
070723 |
123.15 |
123.15 |
123.15 |
123.15 |
-1.50 |
1 |
154 |
+0 |
| Total Volume and Open Interest |
110 |
356 |
+8 |
| DJIA Index(CBOT) |
| Sep07 |
070723 |
13972 |
14045 |
13965 |
14011 |
+73 |
4,919 |
34,575 |
+973 |
| Dec07 |
070723 |
14075 |
14115 |
14075 |
14115 |
+73 |
3 |
84 |
-2 |
| Mar08 |
070723 |
14231 |
14231 |
14231 |
14231 |
+73 |
0 |
20 |
+20 |
| Jun08 |
070723 |
14331 |
14331 |
14331 |
14331 |
+73 |
0 |
5 |
+5 |
| Total Volume and Open Interest |
4,922 |
34,684 |
+996 |
| S & P 500(CME) |
| Sep07 |
070723 |
1552.20 |
1556.20 |
1547.70 |
1549.00 |
+3.90 |
41,221 |
586,661 |
-44 |
| Dec07 |
070723 |
1561.50 |
1562.40 |
1561.00 |
1562.40 |
+3.90 |
0 |
12,622 |
+0 |
| Mar08 |
070723 |
1575.50 |
1575.50 |
1575.50 |
1575.50 |
+3.90 |
0 |
6,738 |
+0 |
| Jun08 |
070723 |
278.08 |
278.08 |
278.08 |
278.08 |
+3.90 |
0 |
204 |
+0 |
| Total Volume and Open Interest |
41,221 |
606,239 |
-44 |
| S & P 500 E-Mini(Globex) |
| Sep07 |
070723 |
1543.75 |
1556.25 |
1543.50 |
1549.00 |
+4.00 |
2,192,420 |
1,734,742 |
+31,776 |
| Dec07 |
070723 |
1558.00 |
1569.50 |
1556.50 |
1562.50 |
+4.00 |
864 |
10,028 |
+248 |
| Total Volume and Open Interest |
2,193,284 |
1,744,770 |
+32,024 |
| NASDAQ 100(CME) |
| Sep07 |
070723 |
2059.50 |
2063.00 |
2047.00 |
2053.50 |
-1.80 |
3,907 |
64,137 |
+13 |
| Dec07 |
070723 |
2078.00 |
2078.00 |
2078.00 |
2078.00 |
-1.80 |
0 |
30 |
+0 |
| Mar08 |
070723 |
2100.80 |
2100.80 |
2100.80 |
2100.80 |
-1.70 |
|
|
|
| Total Volume and Open Interest |
3,907 |
64,167 |
+13 |
| NASDAQ 100 E-Mini(Globex) |
| Sep07 |
070723 |
2053.50 |
2063.00 |
2047.00 |
2053.50 |
-1.80 |
492,089 |
421,966 |
-6,196 |
| Dec07 |
070723 |
2081.00 |
2086.80 |
2071.50 |
2078.00 |
-1.80 |
29 |
447 |
+8 |
| Total Volume and Open Interest |
492,118 |
422,413 |
-6,188 |
| S & P Midcap 400(CME) |
| Sep07 |
070723 |
925.50 |
925.50 |
916.80 |
916.90 |
-4.10 |
44 |
6,759 |
-8 |
| Dec07 |
070723 |
926.40 |
926.40 |
926.40 |
926.40 |
-4.10 |
|
|
|
| Mar08 |
070723 |
936.10 |
936.10 |
936.10 |
936.10 |
-4.10 |
|
|
|
| Total Volume and Open Interest |
44 |
6,759 |
-8 |
| Russell 2000(CME) |
| Sep07 |
070723 |
845.00 |
846.70 |
838.40 |
838.40 |
-3.00 |
1,662 |
40,374 |
+653 |
| Dec07 |
070723 |
845.40 |
845.40 |
845.40 |
845.40 |
-3.00 |
0 |
6 |
+0 |
| Mar08 |
070723 |
853.00 |
853.00 |
853.00 |
853.00 |
-3.00 |
|
|
|
| Total Volume and Open Interest |
1,662 |
40,380 |
+653 |
| Russell 2000 E-Mini(Globex) |
| Sep07 |
070723 |
840.70 |
847.30 |
838.00 |
838.40 |
-3.00 |
356,452 |
590,391 |
+12,382 |
| Dec07 |
070723 |
848.80 |
854.00 |
845.30 |
845.40 |
-3.00 |
750 |
800 |
-91 |
| Mar08 |
070723 |
853.00 |
853.00 |
853.00 |
853.00 |
-3.00 |
|
|
|
| Total Volume and Open Interest |
357,202 |
591,191 |
+12,291 |
| Value Line(KCBT) |
| Sep07 |
070723 |
2242.00 |
2242.00 |
2242.00 |
2242.00 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Nikkei 225(CME) |
| Sep07 |
070723 |
17990 |
18010 |
17905 |
17975 |
-210 |
61,383 |
250,725 |
-837 |
| Dec07 |
070723 |
17920 |
17975 |
17885 |
17940 |
-195 |
46 |
372 |
+5 |
| Total Volume and Open Interest |
61,444 |
251,164 |
-827 |
| Nikkei 225(SGX) |
| Sep07 |
070723 |
17990 |
18010 |
17905 |
17975 |
-210 |
61,383 |
250,725 |
-837 |
| Dec07 |
070723 |
17920 |
17975 |
17885 |
17940 |
-195 |
46 |
372 |
+5 |
| Mar08 |
070723 |
17965 |
17965 |
17965 |
17965 |
-195 |
|
|
|
| Total Volume and Open Interest |
61,444 |
251,164 |
-827 |
| CAC 40(EURONEXT) |
| Jul07 |
070720 |
6049.5 |
6075.5 |
5995.0 |
5999.5 |
-66.0 |
184,643 |
601,550 |
-10,380 |
| Aug07 |
070723 |
5959.5 |
6031.5 |
5946.0 |
6028.5 |
+52.5 |
147,931 |
395,637 |
+40,577 |
| Sep07 |
070723 |
5983.0 |
6053.5 |
5976.5 |
6051.0 |
+52.5 |
1,582 |
40,607 |
+715 |
| Total Volume and Open Interest |
212,058 |
437,675 |
-560,246 |
| Hang Seng Index(HKFE) |
| Jul07 |
070723 |
23183 |
23348 |
23176 |
23322 |
+70 |
37,614 |
133,417 |
-1,720 |
| Aug07 |
070723 |
23210 |
23385 |
23210 |
23365 |
+74 |
2,350 |
5,904 |
+1,427 |
| Sep07 |
070723 |
23215 |
23358 |
23200 |
23330 |
+60 |
406 |
2,616 |
+80 |
| Total Volume and Open Interest |
40,374 |
142,730 |
-214 |
| DAX(EUREX) |
| Sep07 |
070723 |
7943.0 |
7999.5 |
7885.5 |
7991.5 |
+58.5 |
216,072 |
376,019 |
-1,030 |
| Dec07 |
070723 |
8029.0 |
8086.0 |
7975.0 |
8078.5 |
+59.0 |
373 |
13,949 |
-55 |
| Mar08 |
070723 |
8101.0 |
8175.5 |
8075.0 |
8170.5 |
+60.0 |
242 |
675 |
+40 |
| Total Volume and Open Interest |
216,687 |
390,643 |
-1,045 |
| FT-SE 100(EURONEXT) |
| Sep07 |
070723 |
6608.50 |
6643.50 |
6596.00 |
6638.00 |
+37.50 |
106,206 |
522,031 |
-9,384 |
| Dec07 |
070723 |
6672.50 |
6707.50 |
6663.00 |
6702.00 |
+38.50 |
129 |
11,426 |
+19 |
| Mar08 |
070723 |
6697.50 |
6724.50 |
6689.50 |
6724.50 |
+37.00 |
0 |
562 |
-9 |
| Total Volume and Open Interest |
106,335 |
534,019 |
-9,374 |
| SPI 200(SFE) |
| Sep07 |
070723 |
6390.0 |
6390.0 |
6347.0 |
6380.0 |
-45.0 |
12,942 |
305,144 |
-1,816 |
| Dec07 |
070723 |
6406.0 |
6429.0 |
6406.0 |
6426.0 |
-45.0 |
99 |
4,452 |
+59 |
| Mar08 |
070723 |
6439.0 |
6439.0 |
6439.0 |
6439.0 |
-45.0 |
0 |
1,037 |
-32 |
| Total Volume and Open Interest |
13,089 |
312,140 |
-2,402 |
| GSCI(CME) |
| Aug07 |
070723 |
508.50 |
508.50 |
504.90 |
505.80 |
-7.20 |
219 |
20,598 |
+63 |
| Sep07 |
070723 |
507.80 |
507.80 |
507.80 |
507.80 |
-6.70 |
0 |
299 |
+0 |
| Oct07 |
070723 |
512.50 |
512.50 |
512.50 |
512.50 |
-5.50 |
|
|
|
| Total Volume and Open Interest |
219 |
20,897 |
+63 |
| Reuters CRB Index(NYBOT) |
| Aug07 |
070723 |
428.00 |
428.00 |
420.00 |
420.00 |
-5.75 |
3 |
306 |
+0 |
| Nov07 |
070723 |
436.50 |
436.50 |
428.00 |
428.00 |
-4.75 |
3 |
837 |
+3 |
| Jan08 |
070723 |
437.75 |
437.75 |
432.00 |
432.00 |
-5.75 |
0 |
212 |
+0 |
| Total Volume and Open Interest |
6 |
1,381 |
+3 |
|
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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