 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Wed August 01, 2007 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug07 |
070801 |
839.50 |
843.00 |
825.00 |
825.75 |
-8.25 |
14,401 |
11,317 |
-5,728 |
Sep07 |
070801 |
847.00 |
850.50 |
832.00 |
832.50 |
-8.75 |
13,432 |
32,283 |
-309 |
Nov07 |
070801 |
864.00 |
867.00 |
847.50 |
848.75 |
-8.75 |
20,295 |
306,289 |
+3,477 |
Jan08 |
070801 |
877.00 |
879.00 |
862.50 |
863.00 |
-9.25 |
1,447 |
31,247 |
+1,377 |
Mar08 |
070801 |
891.00 |
891.00 |
874.00 |
874.50 |
-8.75 |
1,432 |
19,375 |
+206 |
May08 |
070801 |
896.50 |
898.00 |
882.50 |
883.00 |
-7.50 |
1,218 |
22,841 |
+37 |
Jul08 |
070801 |
907.00 |
909.50 |
893.00 |
893.00 |
-8.50 |
2,500 |
31,299 |
+93 |
Total Volume and Open Interest |
57,475 |
508,853 |
-500 |
Soybean Meal(CBOT) |
Aug07 |
070801 |
218.00 |
219.00 |
215.00 |
215.30 |
-0.30 |
4,280 |
8,077 |
-2,373 |
Sep07 |
070801 |
220.00 |
221.70 |
217.00 |
217.60 |
-0.80 |
6,086 |
37,154 |
+1,799 |
Oct07 |
070801 |
223.50 |
224.50 |
220.00 |
220.70 |
+0.10 |
1,092 |
13,039 |
-145 |
Dec07 |
070801 |
226.70 |
228.80 |
223.50 |
223.90 |
-1.00 |
9,272 |
85,112 |
-799 |
Jan08 |
070801 |
230.50 |
231.20 |
227.00 |
227.10 |
-0.40 |
563 |
11,127 |
+27 |
Mar08 |
070801 |
235.00 |
235.50 |
230.50 |
230.80 |
-0.40 |
784 |
12,223 |
+595 |
May08 |
070801 |
238.00 |
238.70 |
234.00 |
234.80 |
-0.30 |
275 |
12,801 |
+158 |
Jul08 |
070801 |
241.00 |
242.50 |
236.50 |
237.00 |
-1.20 |
654 |
12,117 |
+322 |
Total Volume and Open Interest |
23,562 |
201,808 |
-122 |
Soybean Oil(CBOT) |
Aug07 |
070801 |
37.92 |
37.92 |
37.18 |
37.29 |
-0.47 |
3,663 |
9,818 |
-2,192 |
Sep07 |
070801 |
38.15 |
38.18 |
37.45 |
37.57 |
-0.46 |
8,458 |
55,164 |
-755 |
Oct07 |
070801 |
38.40 |
38.47 |
37.71 |
37.90 |
-0.45 |
2,147 |
18,863 |
+3,809 |
Dec07 |
070801 |
38.85 |
39.00 |
38.20 |
38.36 |
-0.56 |
9,003 |
164,623 |
+2,514 |
Jan08 |
070801 |
39.23 |
39.23 |
38.51 |
38.66 |
-0.51 |
582 |
14,833 |
+288 |
Mar08 |
070801 |
39.55 |
39.55 |
38.80 |
38.95 |
-0.61 |
154 |
7,805 |
-193 |
May08 |
070801 |
39.60 |
39.60 |
39.00 |
39.14 |
-0.46 |
1,154 |
7,324 |
-363 |
Jul08 |
070801 |
39.90 |
39.90 |
39.25 |
39.35 |
-0.61 |
1,084 |
9,676 |
-298 |
Total Volume and Open Interest |
27,374 |
297,131 |
+3,181 |
Canola(WCE) |
Corn(CBOT) |
Sep07 |
070801 |
326.25 |
327.75 |
317.00 |
319.00 |
-6.75 |
13,758 |
323,838 |
-3,986 |
Dec07 |
070801 |
342.50 |
344.25 |
333.25 |
336.00 |
-6.25 |
20,571 |
529,315 |
+3,817 |
Mar08 |
070801 |
356.75 |
359.50 |
349.25 |
351.25 |
-6.25 |
1,981 |
96,014 |
-2,563 |
May08 |
070801 |
367.25 |
367.25 |
360.00 |
361.75 |
-6.50 |
932 |
29,009 |
+223 |
Jul08 |
070801 |
378.00 |
379.25 |
369.75 |
371.75 |
-6.50 |
2,309 |
67,933 |
+2,451 |
Sep08 |
070801 |
384.75 |
384.75 |
376.00 |
378.50 |
-5.00 |
175 |
10,095 |
+82 |
Total Volume and Open Interest |
43,005 |
1,218,657 |
+756 |
Wheat(CBOT) |
Sep07 |
070801 |
631.00 |
637.00 |
620.00 |
636.00 |
+6.00 |
12,564 |
186,108 |
-2,567 |
Dec07 |
070801 |
652.00 |
658.00 |
639.00 |
656.00 |
+7.00 |
10,965 |
167,900 |
+7,233 |
Mar08 |
070801 |
649.00 |
653.50 |
640.00 |
653.25 |
+5.25 |
557 |
17,402 |
+353 |
May08 |
070801 |
621.00 |
629.50 |
621.00 |
629.50 |
+3.50 |
28 |
3,660 |
+1 |
Jul08 |
070801 |
560.00 |
561.00 |
554.00 |
555.50 |
-4.00 |
851 |
43,857 |
+551 |
Total Volume and Open Interest |
25,147 |
437,376 |
+5,660 |
Wheat(KCBT) |
Sep07 |
070801 |
630.50 |
634.00 |
617.00 |
632.50 |
+3.50 |
9,520 |
83,958 |
-1,021 |
Dec07 |
070801 |
644.00 |
648.50 |
633.00 |
647.75 |
+2.75 |
3,312 |
50,481 |
+900 |
Mar08 |
070801 |
647.00 |
650.00 |
637.00 |
650.00 |
+2.50 |
214 |
5,132 |
+49 |
May08 |
070801 |
612.00 |
612.00 |
612.00 |
612.00 |
unch |
0 |
46 |
+0 |
Jul08 |
070801 |
562.00 |
565.00 |
557.00 |
562.00 |
-3.00 |
260 |
9,782 |
+180 |
Total Volume and Open Interest |
13,307 |
151,080 |
+108 |
Wheat(MGE) |
Sep07 |
070801 |
628.00 |
633.00 |
621.75 |
632.25 |
+5.25 |
3,508 |
21,688 |
-421 |
Dec07 |
070801 |
642.00 |
646.00 |
640.00 |
646.00 |
+4.75 |
2,180 |
26,145 |
+401 |
Mar08 |
070801 |
652.00 |
657.50 |
647.50 |
656.75 |
+3.75 |
328 |
3,042 |
+188 |
May08 |
070801 |
648.00 |
656.00 |
648.00 |
656.00 |
+4.00 |
10 |
120 |
+10 |
Jul08 |
070801 |
605.00 |
610.00 |
605.00 |
610.00 |
+7.00 |
14 |
278 |
-1 |
Total Volume and Open Interest |
6,094 |
53,180 |
+187 |
Oats(CBOT) |
Sep07 |
070801 |
265.00 |
265.00 |
257.00 |
257.00 |
-4.25 |
1,327 |
1,829 |
-933 |
Dec07 |
070801 |
272.25 |
272.25 |
267.00 |
269.00 |
-2.75 |
1,555 |
10,885 |
+709 |
Mar08 |
070801 |
276.50 |
276.50 |
275.50 |
275.50 |
-1.50 |
21 |
1,178 |
+0 |
May08 |
070801 |
277.00 |
277.00 |
277.00 |
277.00 |
unch |
0 |
27 |
+0 |
Total Volume and Open Interest |
2,903 |
13,940 |
-224 |
Rough Rice(CBOT) |
Sep07 |
070801 |
10.45 |
10.70 |
10.45 |
10.56 |
+0.14 |
570 |
5,524 |
-755 |
Nov07 |
070801 |
10.78 |
11.05 |
10.78 |
10.90 |
+0.13 |
675 |
8,231 |
-335 |
Jan08 |
070801 |
11.30 |
11.30 |
11.22 |
11.22 |
+0.12 |
21 |
1,341 |
+21 |
Mar08 |
070801 |
11.47 |
11.47 |
11.47 |
11.47 |
+0.12 |
0 |
536 |
+1 |
Total Volume and Open Interest |
1,266 |
15,833 |
-1,068 |
Live Cattle(CME) |
Aug07 |
070801 |
94.800 |
94.800 |
93.150 |
93.430 |
-1.455 |
4,349 |
28,913 |
-1,901 |
Oct07 |
070801 |
100.100 |
100.150 |
98.500 |
98.800 |
-1.150 |
14,131 |
140,842 |
+2,326 |
Dec07 |
070801 |
101.000 |
101.100 |
99.650 |
100.285 |
-0.695 |
6,940 |
47,646 |
+1,235 |
Feb08 |
070801 |
100.300 |
100.300 |
99.350 |
100.035 |
-0.565 |
1,984 |
19,997 |
+472 |
Apr08 |
070801 |
99.900 |
100.000 |
99.200 |
99.885 |
-0.465 |
1,632 |
10,733 |
+289 |
Jun08 |
070801 |
94.800 |
95.550 |
94.535 |
95.500 |
-0.500 |
222 |
3,115 |
+96 |
Total Volume and Open Interest |
29,291 |
251,840 |
+2,512 |
Feeder Cattle(CME) |
Aug07 |
070801 |
117.400 |
117.550 |
116.700 |
116.980 |
-0.370 |
1,754 |
8,498 |
-496 |
Sep07 |
070801 |
118.100 |
118.150 |
117.200 |
117.400 |
-0.650 |
722 |
12,252 |
-6 |
Oct07 |
070801 |
118.800 |
118.900 |
117.650 |
118.200 |
-0.685 |
1,545 |
7,151 |
+280 |
Nov07 |
070801 |
117.700 |
117.930 |
117.000 |
117.500 |
-0.450 |
187 |
2,025 |
+90 |
Jan08 |
070801 |
114.800 |
114.800 |
114.150 |
114.400 |
-0.500 |
107 |
1,649 |
+88 |
Mar08 |
070801 |
112.300 |
112.300 |
112.000 |
112.250 |
-0.300 |
84 |
324 |
+35 |
Apr08 |
070801 |
112.600 |
112.600 |
112.600 |
112.600 |
-0.300 |
5 |
98 |
+2 |
Total Volume and Open Interest |
4,416 |
32,197 |
+3 |
Lean Hogs(CME) |
Aug07 |
070801 |
73.050 |
73.100 |
72.100 |
72.330 |
-1.000 |
4,006 |
12,979 |
-1,811 |
Oct07 |
070801 |
75.100 |
75.150 |
74.000 |
74.580 |
-0.620 |
14,108 |
86,120 |
+1,494 |
Dec07 |
070801 |
72.750 |
72.750 |
71.300 |
72.300 |
-0.600 |
7,027 |
45,235 |
+429 |
Feb08 |
070801 |
72.550 |
72.700 |
71.500 |
72.400 |
-0.750 |
2,806 |
19,393 |
+848 |
Apr08 |
070801 |
73.035 |
73.035 |
71.300 |
71.900 |
-1.530 |
795 |
9,258 |
+261 |
May08 |
070801 |
76.700 |
76.700 |
75.135 |
76.385 |
-1.065 |
91 |
1,400 |
+72 |
Jun08 |
070801 |
78.550 |
78.550 |
76.750 |
76.900 |
-1.950 |
410 |
7,027 |
-9 |
Jul08 |
070801 |
76.600 |
76.800 |
75.400 |
76.000 |
-1.500 |
190 |
2,001 |
+76 |
Total Volume and Open Interest |
29,450 |
183,624 |
+1,374 |
Pork Bellies(CME) |
Aug07 |
070801 |
90.200 |
90.200 |
87.500 |
87.500 |
-3.000 |
244 |
608 |
-70 |
Feb08 |
070801 |
90.000 |
90.000 |
87.950 |
89.600 |
-1.000 |
151 |
401 |
+74 |
Mar08 |
070801 |
90.250 |
90.250 |
90.250 |
90.250 |
-1.550 |
0 |
6 |
+0 |
May08 |
070801 |
91.750 |
91.750 |
91.750 |
91.750 |
-1.050 |
0 |
10 |
+0 |
Total Volume and Open Interest |
395 |
1,025 |
+4 |
Class III Milk(CME) |
Aug07 |
070801 |
19.55 |
19.56 |
19.55 |
19.56 |
+0.01 |
133 |
4,749 |
+24 |
Sep07 |
070801 |
18.50 |
18.62 |
18.50 |
18.60 |
+0.05 |
140 |
4,423 |
+52 |
Oct07 |
070801 |
17.60 |
17.70 |
17.60 |
17.70 |
unch |
80 |
3,606 |
+40 |
Nov07 |
070801 |
17.08 |
17.19 |
17.08 |
17.12 |
-0.07 |
63 |
3,244 |
+7 |
Dec07 |
070801 |
16.50 |
16.60 |
16.50 |
16.52 |
-0.14 |
33 |
3,139 |
+2 |
Total Volume and Open Interest |
691 |
33,444 |
-4,376 |
Cocoa(NYBOT) |
Sep07 |
070801 |
1930 |
1940 |
1905 |
1917 |
-25 |
8,559 |
68,143 |
-1,958 |
Dec07 |
070801 |
1964 |
1970 |
1941 |
1952 |
-25 |
3,427 |
48,004 |
+1,434 |
Mar08 |
070801 |
1978 |
1978 |
1978 |
1978 |
-24 |
944 |
21,171 |
-350 |
May08 |
070801 |
1991 |
1991 |
1991 |
1991 |
-23 |
79 |
4,237 |
+9 |
Jul08 |
070801 |
2007 |
2007 |
2007 |
2007 |
-23 |
50 |
2,976 |
-21 |
Sep08 |
070801 |
2023 |
2023 |
2023 |
2023 |
-24 |
121 |
3,937 |
-4 |
Dec08 |
070801 |
2047 |
2047 |
2047 |
2047 |
-25 |
375 |
9,998 |
+402 |
Total Volume and Open Interest |
13,557 |
158,478 |
-486 |
Coffee "C"(NYBOT) |
Sep07 |
070801 |
113.80 |
114.50 |
112.75 |
113.10 |
-1.20 |
10,318 |
88,025 |
-667 |
Dec07 |
070801 |
117.75 |
118.10 |
116.80 |
117.05 |
-1.25 |
4,084 |
46,435 |
+1,871 |
Mar08 |
070801 |
120.70 |
120.70 |
120.70 |
120.70 |
-1.30 |
1,094 |
15,324 |
+645 |
May08 |
070801 |
123.00 |
123.00 |
123.00 |
123.00 |
-1.25 |
306 |
5,863 |
+62 |
Jul08 |
070801 |
125.15 |
125.15 |
125.15 |
125.15 |
-1.20 |
313 |
3,913 |
-3 |
Sep08 |
070801 |
127.10 |
127.10 |
127.10 |
127.10 |
-1.20 |
460 |
8,426 |
-1 |
Total Volume and Open Interest |
18,108 |
175,837 |
+1,995 |
Orange Juice(NYBOT) |
Sep07 |
070801 |
141.00 |
141.80 |
139.00 |
139.15 |
-0.85 |
1,746 |
13,354 |
-715 |
Nov07 |
070801 |
141.75 |
142.40 |
140.00 |
140.10 |
-0.90 |
1,455 |
9,398 |
+775 |
Jan08 |
070801 |
141.00 |
141.20 |
140.55 |
140.55 |
-0.85 |
306 |
3,782 |
+258 |
Mar08 |
070801 |
141.80 |
141.80 |
141.15 |
141.15 |
-0.65 |
14 |
2,610 |
+0 |
May08 |
070801 |
141.65 |
141.65 |
141.65 |
141.65 |
-0.55 |
10 |
634 |
+0 |
Jul08 |
070801 |
142.15 |
142.15 |
142.15 |
142.15 |
-0.45 |
8 |
114 |
+3 |
Total Volume and Open Interest |
3,554 |
30,708 |
+326 |
Sugar #11(NYBOT) |
Oct07 |
070801 |
10.25 |
10.31 |
10.12 |
10.28 |
-0.05 |
52,030 |
383,317 |
+861 |
Mar08 |
070801 |
10.38 |
10.38 |
10.24 |
10.33 |
-0.09 |
35,801 |
142,960 |
-1,923 |
May08 |
070801 |
10.36 |
10.38 |
10.36 |
10.36 |
-0.06 |
9,800 |
37,760 |
+6,779 |
Jul08 |
070801 |
10.48 |
10.49 |
10.40 |
10.45 |
-0.06 |
2,062 |
36,418 |
+238 |
Oct08 |
070801 |
10.71 |
10.71 |
10.71 |
10.71 |
-0.06 |
1,700 |
42,885 |
+276 |
Total Volume and Open Interest |
103,474 |
692,159 |
+6,561 |
Sugar #14(NYBOT) |
Sep07 |
070801 |
22.18 |
22.18 |
22.18 |
22.18 |
+0.38 |
50 |
920 |
-242 |
Nov07 |
070801 |
21.44 |
21.44 |
21.44 |
21.44 |
+0.04 |
1 |
2,210 |
-1 |
Jan08 |
070801 |
21.10 |
21.10 |
21.10 |
21.10 |
+0.05 |
7 |
2,278 |
+0 |
Mar08 |
070801 |
21.10 |
21.10 |
21.10 |
21.10 |
unch |
0 |
2,417 |
+0 |
May08 |
070801 |
21.25 |
21.25 |
21.25 |
21.25 |
+0.03 |
0 |
371 |
+0 |
Total Volume and Open Interest |
58 |
8,578 |
-243 |
London Cocoa(LCE) |
Sep07 |
070801 |
1012 |
1013 |
996 |
997 |
-21 |
9,474 |
59,877 |
-1,177 |
Dec07 |
070801 |
1034 |
1035 |
1019 |
1021 |
-18 |
10,938 |
56,596 |
+3,935 |
Mar08 |
070801 |
1040 |
1043 |
1033 |
1034 |
-16 |
2,786 |
36,149 |
+156 |
May08 |
070801 |
1045 |
1054 |
1042 |
1042 |
-17 |
65 |
12,536 |
+16 |
Jul08 |
070801 |
1056 |
1056 |
1051 |
1051 |
-16 |
339 |
11,554 |
+179 |
Sep08 |
070801 |
1060 |
1060 |
1060 |
1060 |
-16 |
49 |
9,192 |
+5 |
Dec08 |
070801 |
1072 |
1073 |
1068 |
1068 |
-16 |
200 |
3,967 |
+200 |
Total Volume and Open Interest |
23,851 |
189,877 |
+3,314 |
London Coffee(LCE) |
Sep07 |
070801 |
1830.00 |
1830.00 |
1804.00 |
1806.00 |
-29.00 |
4,844 |
77,605 |
-198 |
Nov07 |
070801 |
1840.00 |
1846.00 |
1820.00 |
1821.00 |
-30.00 |
1,880 |
61,022 |
+763 |
Jan08 |
070801 |
1834.00 |
1834.00 |
1804.00 |
1806.00 |
-29.00 |
589 |
18,120 |
+286 |
Mar08 |
070801 |
1815.00 |
1816.00 |
1780.00 |
1786.00 |
-37.00 |
600 |
7,585 |
+591 |
May08 |
070801 |
1807.00 |
1807.00 |
1783.00 |
1784.00 |
-38.00 |
0 |
3,033 |
+0 |
Jul08 |
070801 |
1784.00 |
1784.00 |
1784.00 |
1784.00 |
-35.00 |
0 |
1,341 |
+0 |
Total Volume and Open Interest |
8,011 |
170,075 |
+1,332 |
London Sugar(LCE) |
Aug07 |
070716 |
310.00 |
318.00 |
306.60 |
318.00 |
+9.50 |
6,918 |
2,904 |
-2,565 |
Oct07 |
070801 |
309.30 |
309.30 |
303.00 |
303.10 |
-6.30 |
4,249 |
27,520 |
+345 |
Dec07 |
070801 |
307.20 |
307.20 |
303.00 |
303.50 |
-5.20 |
1,438 |
8,570 |
+926 |
Mar08 |
070801 |
308.70 |
308.70 |
306.00 |
306.40 |
-3.80 |
418 |
13,349 |
+206 |
May08 |
070801 |
306.00 |
307.60 |
305.90 |
305.90 |
-3.60 |
2 |
5,065 |
+2 |
Total Volume and Open Interest |
6,298 |
63,379 |
+1,398 |
Cotton(NYBOT) |
Oct07 |
070801 |
62.25 |
62.30 |
61.75 |
62.25 |
-0.75 |
605 |
5,663 |
-191 |
Dec07 |
070801 |
64.40 |
64.45 |
63.65 |
64.26 |
-0.64 |
12,217 |
152,249 |
+537 |
Mar08 |
070801 |
67.40 |
67.45 |
66.90 |
67.40 |
-0.70 |
835 |
38,983 |
+310 |
May08 |
070801 |
68.25 |
68.45 |
68.25 |
68.45 |
-0.65 |
103 |
3,224 |
-52 |
Jul08 |
070801 |
69.35 |
69.35 |
69.35 |
69.35 |
-0.64 |
61 |
3,464 |
+9 |
Oct08 |
070801 |
69.65 |
69.65 |
69.65 |
69.65 |
-0.55 |
0 |
87 |
+0 |
Total Volume and Open Interest |
14,054 |
213,491 |
+741 |
Lumber(CME) |
Sep07 |
070801 |
279.6 |
280.6 |
273.5 |
274.5 |
-5.0 |
1,441 |
4,760 |
-28 |
Nov07 |
070801 |
282.9 |
282.9 |
277.1 |
281.0 |
-2.2 |
1,363 |
3,143 |
+754 |
Jan08 |
070801 |
292.5 |
292.5 |
290.0 |
290.2 |
-3.1 |
10 |
141 |
+8 |
Mar08 |
070801 |
295.5 |
295.5 |
293.6 |
293.6 |
-3.4 |
0 |
38 |
+0 |
Total Volume and Open Interest |
2,814 |
8,103 |
+734 |
Crude Oil(NYM) |
Sep07 |
070801 |
77.90 |
78.70 |
76.16 |
76.53 |
-1.68 |
196,464 |
365,191 |
+4,694 |
Oct07 |
070801 |
77.35 |
78.10 |
75.75 |
76.21 |
-1.39 |
84,973 |
140,823 |
+9,549 |
Nov07 |
070801 |
76.25 |
77.30 |
75.80 |
75.80 |
-1.02 |
31,278 |
68,106 |
+3,833 |
Dec07 |
070801 |
76.00 |
76.31 |
74.90 |
75.29 |
-0.76 |
46,762 |
187,734 |
+1,126 |
Jan08 |
070801 |
74.25 |
74.82 |
74.25 |
74.82 |
-0.58 |
7,970 |
61,369 |
+214 |
Feb08 |
070801 |
73.90 |
74.41 |
73.90 |
74.41 |
-0.47 |
1,902 |
27,456 |
+62 |
Mar08 |
070801 |
74.00 |
74.85 |
74.00 |
74.10 |
-0.41 |
1,312 |
30,115 |
-260 |
Apr08 |
070801 |
73.85 |
73.85 |
73.85 |
73.85 |
-0.34 |
6,479 |
33,780 |
-3,532 |
May08 |
070801 |
73.55 |
73.70 |
73.55 |
73.67 |
-0.27 |
5,608 |
36,266 |
+4,653 |
Jun08 |
070801 |
73.52 |
73.52 |
73.52 |
73.52 |
-0.23 |
8,972 |
50,640 |
+3,144 |
Jul08 |
070801 |
73.38 |
73.38 |
73.38 |
73.38 |
-0.18 |
6,525 |
13,447 |
-4,507 |
Aug08 |
070801 |
73.25 |
73.25 |
73.25 |
73.25 |
-0.15 |
100 |
13,663 |
-100 |
Sep08 |
070801 |
73.12 |
73.12 |
73.12 |
73.12 |
-0.12 |
1,532 |
42,742 |
+107 |
Oct08 |
070801 |
73.00 |
73.00 |
73.00 |
73.00 |
-0.09 |
60 |
20,478 |
+0 |
Nov08 |
070801 |
72.88 |
72.88 |
72.88 |
72.88 |
-0.07 |
20 |
14,732 |
+20 |
Dec08 |
070801 |
72.75 |
72.77 |
72.30 |
72.77 |
-0.05 |
10,782 |
160,392 |
-307 |
Total Volume and Open Interest |
417,249 |
1,521,237 |
+18,675 |
Heating Oil(NYM) |
Sep07 |
070801 |
210.60 |
211.20 |
205.75 |
206.94 |
-5.38 |
37,503 |
92,215 |
+5,213 |
Oct07 |
070801 |
213.00 |
213.20 |
208.60 |
209.14 |
-4.98 |
6,945 |
29,115 |
+614 |
Nov07 |
070801 |
210.70 |
214.15 |
210.70 |
211.39 |
-4.58 |
2,385 |
14,005 |
+507 |
Dec07 |
070801 |
213.00 |
213.09 |
211.75 |
213.09 |
-4.23 |
4,753 |
34,546 |
+999 |
Jan08 |
070801 |
216.50 |
216.50 |
214.00 |
214.59 |
-3.78 |
1,973 |
18,003 |
+411 |
Feb08 |
070801 |
213.00 |
214.64 |
213.00 |
214.64 |
-3.48 |
695 |
12,236 |
+152 |
Mar08 |
070801 |
214.25 |
214.25 |
212.00 |
212.64 |
-3.23 |
175 |
4,756 |
-90 |
Apr08 |
070801 |
208.00 |
209.50 |
208.00 |
208.44 |
-2.98 |
95 |
5,444 |
+0 |
May08 |
070801 |
206.00 |
206.00 |
204.00 |
204.44 |
-2.68 |
287 |
1,726 |
+8 |
Jun08 |
070801 |
201.75 |
202.50 |
201.75 |
201.99 |
-2.53 |
805 |
15,282 |
+420 |
Jul08 |
070801 |
202.24 |
202.24 |
202.24 |
202.24 |
-2.48 |
0 |
470 |
+0 |
Aug08 |
070801 |
203.69 |
203.69 |
203.69 |
203.69 |
-2.43 |
0 |
288 |
+0 |
Total Volume and Open Interest |
66,808 |
233,209 |
+1,094 |
Gasoline(NYMEX) |
Sep07 |
070801 |
210.55 |
210.66 |
200.15 |
202.96 |
-7.63 |
36,696 |
82,827 |
+1,240 |
Oct07 |
070801 |
200.50 |
200.78 |
192.20 |
195.36 |
-5.68 |
9,812 |
35,440 |
+2,305 |
Nov07 |
070801 |
198.00 |
198.00 |
191.29 |
194.56 |
-3.93 |
3,660 |
12,646 |
+635 |
Dec07 |
070801 |
197.07 |
197.11 |
191.79 |
194.61 |
-2.93 |
1,994 |
15,578 |
-456 |
Jan08 |
070801 |
198.10 |
198.11 |
193.56 |
196.21 |
-2.53 |
1,006 |
8,707 |
+50 |
Feb08 |
070801 |
196.50 |
198.36 |
196.45 |
198.36 |
-2.38 |
327 |
3,646 |
+115 |
Mar08 |
070801 |
198.75 |
200.51 |
198.50 |
200.51 |
-2.23 |
128 |
4,899 |
+28 |
Apr08 |
070801 |
212.12 |
213.87 |
211.60 |
213.76 |
-2.23 |
41 |
4,825 |
+5 |
May08 |
070801 |
214.70 |
215.06 |
214.70 |
215.06 |
-2.18 |
21 |
2,007 |
+0 |
Jun08 |
070801 |
215.00 |
215.21 |
215.00 |
215.21 |
-2.13 |
151 |
4,535 |
+25 |
Total Volume and Open Interest |
77,297 |
190,865 |
-3,810 |
e-MiNY RBOB Gasoline(NYMEX) |
Sep07 |
070801 |
206.60 |
206.60 |
202.96 |
202.96 |
-7.63 |
0 |
3 |
+0 |
Oct07 |
070801 |
195.36 |
195.36 |
195.36 |
195.36 |
-5.68 |
|
|
|
Nov07 |
070801 |
194.56 |
194.56 |
194.56 |
194.56 |
-3.93 |
|
|
|
Dec07 |
070801 |
195.00 |
195.00 |
194.61 |
194.61 |
-2.93 |
|
|
|
Total Volume and Open Interest |
0 |
3 |
-7 |
Natural Gas(NYM) |
Sep07 |
070801 |
6.240 |
6.475 |
6.240 |
6.352 |
+0.161 |
59,860 |
144,466 |
-144 |
Oct07 |
070801 |
6.470 |
6.670 |
6.470 |
6.564 |
+0.143 |
17,678 |
88,466 |
-339 |
Nov07 |
070801 |
7.374 |
7.555 |
7.374 |
7.484 |
+0.110 |
7,373 |
40,411 |
+363 |
Dec07 |
070801 |
8.390 |
8.390 |
8.369 |
8.369 |
+0.075 |
5,486 |
48,440 |
+510 |
Jan08 |
070801 |
8.790 |
8.790 |
8.764 |
8.764 |
+0.070 |
5,746 |
41,508 |
-248 |
Feb08 |
070801 |
8.805 |
8.805 |
8.782 |
8.782 |
+0.068 |
1,513 |
33,718 |
+35 |
Mar08 |
070801 |
8.622 |
8.622 |
8.622 |
8.622 |
+0.068 |
5,152 |
48,163 |
-228 |
Apr08 |
070801 |
8.080 |
8.080 |
8.047 |
8.047 |
+0.058 |
3,087 |
40,263 |
-769 |
May08 |
070801 |
8.010 |
8.024 |
8.010 |
8.024 |
+0.055 |
1,385 |
28,303 |
-268 |
Jun08 |
070801 |
8.119 |
8.119 |
8.119 |
8.119 |
+0.055 |
187 |
14,748 |
+6 |
Jul08 |
070801 |
8.222 |
8.222 |
8.222 |
8.222 |
+0.055 |
160 |
7,001 |
+46 |
Aug08 |
070801 |
8.330 |
8.330 |
8.295 |
8.295 |
+0.055 |
148 |
9,602 |
+58 |
Sep08 |
070801 |
8.353 |
8.353 |
8.353 |
8.353 |
+0.053 |
86 |
6,290 |
-20 |
Oct08 |
070801 |
8.480 |
8.480 |
8.480 |
8.480 |
+0.053 |
1,139 |
26,526 |
-129 |
Nov08 |
070801 |
8.945 |
8.945 |
8.945 |
8.945 |
+0.048 |
34 |
11,495 |
+19 |
Dec08 |
070801 |
9.490 |
9.490 |
9.420 |
9.420 |
+0.043 |
6 |
13,694 |
+5 |
Total Volume and Open Interest |
117,455 |
809,913 |
+2,975 |
Brent Crude Oil(ICE) |
Sep07 |
070801 |
76.95 |
77.16 |
74.85 |
75.35 |
-1.70 |
79,587 |
120,270 |
+7,554 |
Oct07 |
070801 |
76.87 |
77.10 |
74.86 |
75.47 |
-1.41 |
44,440 |
155,389 |
+13,888 |
Nov07 |
070801 |
76.66 |
76.91 |
74.78 |
75.57 |
-1.09 |
21,660 |
47,431 |
+1,921 |
Dec07 |
070801 |
76.00 |
76.62 |
74.59 |
75.48 |
-0.81 |
20,759 |
94,445 |
+709 |
Jan08 |
070801 |
75.96 |
76.31 |
74.28 |
75.29 |
-0.63 |
3,537 |
26,541 |
+181 |
Feb08 |
070801 |
75.67 |
75.85 |
73.98 |
75.07 |
-0.52 |
2,665 |
18,312 |
+156 |
Mar08 |
070801 |
75.14 |
75.45 |
74.35 |
74.82 |
-0.47 |
942 |
10,294 |
+117 |
Apr08 |
070801 |
74.61 |
74.61 |
74.61 |
74.61 |
-0.43 |
140 |
9,218 |
+37 |
May08 |
070801 |
74.38 |
74.38 |
74.38 |
74.38 |
-0.38 |
169 |
4,560 |
+13 |
Jun08 |
070801 |
74.43 |
74.43 |
73.30 |
74.14 |
-0.37 |
1,554 |
24,418 |
-229 |
Jul08 |
070801 |
74.05 |
74.05 |
74.05 |
74.05 |
-0.30 |
0 |
2,972 |
+0 |
Aug08 |
070801 |
73.97 |
73.97 |
73.97 |
73.97 |
-0.23 |
0 |
1,883 |
+196 |
Sep08 |
070801 |
73.87 |
73.87 |
73.87 |
73.87 |
-0.14 |
0 |
2,417 |
+0 |
Oct08 |
070801 |
73.77 |
73.77 |
73.77 |
73.77 |
-0.06 |
0 |
5,137 |
+150 |
Total Volume and Open Interest |
186,443 |
677,468 |
+31,949 |
Gas Oil(ICE) |
Aug07 |
070801 |
654.25 |
658.75 |
643.00 |
655.50 |
+0.75 |
25,580 |
47,316 |
+2,386 |
Sep07 |
070801 |
659.00 |
661.50 |
645.50 |
658.25 |
+0.75 |
31,938 |
99,753 |
+7,741 |
Oct07 |
070801 |
661.00 |
663.00 |
648.50 |
661.00 |
+1.25 |
12,247 |
37,897 |
+4,625 |
Nov07 |
070801 |
663.25 |
664.00 |
651.75 |
663.00 |
+1.50 |
5,665 |
20,242 |
+1,168 |
Dec07 |
070801 |
666.00 |
666.00 |
653.00 |
665.00 |
+1.75 |
6,947 |
45,994 |
+939 |
Jan08 |
070801 |
671.00 |
671.25 |
660.00 |
670.25 |
+2.00 |
3,813 |
33,076 |
+649 |
Feb08 |
070801 |
666.00 |
666.75 |
662.75 |
665.50 |
+2.25 |
655 |
8,797 |
+591 |
Mar08 |
070801 |
660.75 |
660.75 |
660.75 |
660.75 |
+2.25 |
140 |
6,835 |
-52 |
Apr08 |
070801 |
655.50 |
655.50 |
655.50 |
655.50 |
+2.50 |
0 |
2,857 |
+0 |
May08 |
070801 |
650.25 |
650.25 |
650.25 |
650.25 |
+1.25 |
0 |
2,473 |
+0 |
Total Volume and Open Interest |
86,985 |
356,999 |
+18,149 |
US Dollar Index(NYBOT) |
Sep07 |
070801 |
80.625 |
80.750 |
80.535 |
80.750 |
+0.090 |
1,831 |
39,777 |
+0 |
Dec07 |
070801 |
80.405 |
80.550 |
80.405 |
80.550 |
+0.090 |
5 |
3,423 |
-1 |
Mar08 |
070801 |
80.250 |
80.380 |
80.250 |
80.380 |
+0.090 |
2 |
636 |
+0 |
Total Volume and Open Interest |
1,838 |
43,845 |
-1 |
Australian Dollar(CME) |
Sep07 |
070801 |
84.95 |
85.10 |
84.75 |
84.75 |
-0.73 |
3,033 |
106,779 |
-1,059 |
Dec07 |
070801 |
84.48 |
84.48 |
84.48 |
84.48 |
-0.73 |
0 |
1,077 |
-3 |
Mar08 |
070801 |
84.17 |
84.17 |
84.17 |
84.17 |
-0.73 |
0 |
153 |
+0 |
Total Volume and Open Interest |
3,033 |
108,022 |
-1,062 |
British Pound(CME) |
Sep07 |
070801 |
202.55 |
203.50 |
202.50 |
202.67 |
-0.66 |
2,554 |
128,044 |
-3,156 |
Dec07 |
070801 |
202.29 |
202.29 |
202.29 |
202.29 |
-0.66 |
0 |
638 |
+13 |
Mar08 |
070801 |
201.79 |
201.79 |
201.79 |
201.79 |
-0.66 |
0 |
17 |
+2 |
Total Volume and Open Interest |
2,554 |
128,722 |
-3,141 |
Canadian Dollar(CME) |
Sep07 |
070801 |
93.98 |
94.70 |
93.98 |
94.50 |
+0.49 |
3,931 |
128,504 |
+262 |
Dec07 |
070801 |
94.54 |
94.88 |
94.54 |
94.63 |
+0.49 |
17 |
4,333 |
+42 |
Mar08 |
070801 |
94.71 |
94.71 |
94.71 |
94.71 |
+0.49 |
0 |
584 |
-2 |
Jun08 |
070801 |
94.48 |
94.73 |
94.48 |
94.73 |
+0.49 |
1 |
315 |
+0 |
Total Volume and Open Interest |
3,956 |
133,951 |
+306 |
Japanese Yen(CME) |
Sep07 |
070801 |
84.89 |
84.97 |
84.65 |
84.87 |
+0.18 |
7,934 |
234,006 |
+6,267 |
Dec07 |
070801 |
85.78 |
85.81 |
85.78 |
85.81 |
+0.18 |
0 |
14,841 |
-3 |
Mar08 |
070801 |
86.70 |
86.70 |
86.70 |
86.70 |
+0.18 |
0 |
41 |
+0 |
Total Volume and Open Interest |
7,934 |
264,271 |
+6,264 |
Swiss Franc(CME) |
Sep07 |
070801 |
83.43 |
83.68 |
83.35 |
83.40 |
-0.06 |
1,612 |
116,628 |
-2,156 |
Dec07 |
070801 |
83.91 |
83.91 |
83.91 |
83.91 |
-0.06 |
1 |
192 |
+0 |
Mar08 |
070801 |
84.35 |
84.35 |
84.35 |
84.35 |
-0.06 |
0 |
12 |
+0 |
Total Volume and Open Interest |
1,613 |
116,838 |
-2,156 |
EuroFX(CME) |
Sep07 |
070801 |
136.94 |
137.24 |
136.70 |
136.79 |
-0.32 |
5,525 |
212,308 |
-3,836 |
Dec07 |
070801 |
137.44 |
137.50 |
137.10 |
137.10 |
-0.32 |
201 |
2,024 |
+13 |
Mar08 |
070801 |
137.33 |
137.33 |
137.33 |
137.33 |
-0.32 |
0 |
116 |
+0 |
Total Volume and Open Interest |
5,726 |
214,527 |
-3,814 |
Mexican Peso(CME) |
Aug07 |
070801 |
909.2 |
909.5 |
909.2 |
909.5 |
-2.8 |
0 |
3 |
+0 |
Sep07 |
070801 |
908.5 |
909.5 |
907.0 |
907.2 |
-3.0 |
2,548 |
73,167 |
-89 |
Total Volume and Open Interest |
2,598 |
95,940 |
-89 |
30-Year T-Bonds(CBOT) |
Sep07 |
070801 |
110~11 |
110~25 |
109~26 |
110~02 |
unch |
580,491 |
998,171 |
+619 |
Dec07 |
070801 |
110~12 |
110~21 |
109~24 |
109~31 |
unch |
2,468 |
7,624 |
+615 |
Mar08 |
070801 |
110~15 |
110~15 |
109~30 |
109~30 |
unch |
117 |
495 |
+85 |
Total Volume and Open Interest |
583,098 |
1,006,306 |
+1,320 |
10-Year T-Notes(CBOT) |
Sep07 |
070801 |
107~210 |
107~310 |
107~070 |
107~145 |
+0~010 |
1,950,788 |
2,838,273 |
+16,625 |
Dec07 |
070801 |
107~160 |
107~250 |
107~045 |
107~095 |
+0~010 |
15,821 |
109,457 |
+10,003 |
Total Volume and Open Interest |
1,966,609 |
2,949,093 |
+26,628 |
5-Year T-Notes(CBOT) |
Sep07 |
070801 |
105~215 |
105~215 |
105~105 |
105~150 |
unch |
915,858 |
0 |
+0 |
Dec07 |
070801 |
105~210 |
105~210 |
105~155 |
105~155 |
+0~005 |
6,694 |
0 |
+0 |
Mar08 |
070801 |
105~150 |
105~150 |
105~150 |
105~150 |
+0~005 |
|
|
|
Total Volume and Open Interest |
922,552 |
|
|
2 Year T-Notes(CBOT) |
Sep07 |
070801 |
102~068 |
102~068 |
102~049 |
102~060 |
unch |
1,648 |
1,017,936 |
-14,627 |
Dec07 |
070801 |
102~073 |
102~078 |
102~073 |
102~078 |
+0~001 |
800 |
12,328 |
+550 |
Total Volume and Open Interest |
2,448 |
1,030,264 |
-14,077 |
Eurodollars(CME) |
Sep07 |
070801 |
94.735 |
94.745 |
94.725 |
94.745 |
+0.020 |
22,970 |
1,625,267 |
+21,503 |
Dec07 |
070801 |
94.950 |
94.950 |
94.895 |
94.935 |
+0.030 |
18,049 |
1,635,305 |
+14,528 |
Mar08 |
070801 |
95.115 |
95.115 |
95.035 |
95.085 |
+0.025 |
15,688 |
1,811,091 |
-33,942 |
Jun08 |
070801 |
95.180 |
95.190 |
95.110 |
95.155 |
+0.010 |
13,742 |
1,570,808 |
+33,260 |
Sep08 |
070801 |
95.195 |
95.200 |
95.125 |
95.170 |
+0.005 |
17,785 |
1,209,885 |
+24,528 |
Dec08 |
070801 |
95.175 |
95.180 |
95.105 |
95.145 |
unch |
17,153 |
995,275 |
+19,758 |
Mar09 |
070801 |
95.130 |
95.130 |
95.070 |
95.105 |
+0.005 |
16,799 |
669,643 |
+9,435 |
Jun09 |
070801 |
95.050 |
95.055 |
94.995 |
95.035 |
+0.005 |
16,812 |
499,959 |
+7,592 |
Sep09 |
070801 |
94.995 |
94.995 |
94.925 |
94.955 |
+0.005 |
9,211 |
296,918 |
+951 |
Dec09 |
070801 |
94.910 |
94.910 |
94.845 |
94.875 |
+0.010 |
8,253 |
220,947 |
-6,011 |
Mar10 |
070801 |
94.835 |
94.835 |
94.780 |
94.810 |
+0.010 |
9,379 |
169,742 |
-2,764 |
Jun10 |
070801 |
94.770 |
94.770 |
94.720 |
94.745 |
+0.010 |
9,282 |
129,012 |
+2,273 |
Sep10 |
070801 |
94.700 |
94.705 |
94.665 |
94.690 |
+0.010 |
2,569 |
86,822 |
-1,275 |
Dec10 |
070801 |
94.640 |
94.670 |
94.620 |
94.635 |
+0.015 |
4,555 |
109,589 |
+8 |
Mar11 |
070801 |
94.600 |
94.630 |
94.575 |
94.595 |
+0.015 |
2,411 |
95,700 |
-654 |
Jun11 |
070801 |
94.560 |
94.585 |
94.530 |
94.550 |
+0.015 |
2,796 |
90,418 |
+1,092 |
Sep11 |
070801 |
94.500 |
94.525 |
94.495 |
94.510 |
+0.015 |
3,071 |
64,970 |
+1,054 |
Dec11 |
070801 |
94.450 |
94.480 |
94.445 |
94.460 |
+0.015 |
2,578 |
48,325 |
+423 |
Total Volume and Open Interest |
198,596 |
11,534,805 |
+90,656 |
3-Mth Euro-Yen(CME) |
Sep07 |
070801 |
99.17 |
99.17 |
99.16 |
99.16 |
+0.01 |
1,540 |
19,885 |
-193 |
Dec07 |
070801 |
99.07 |
99.07 |
99.07 |
99.07 |
+0.02 |
1,231 |
10,872 |
+323 |
Mar08 |
070801 |
98.97 |
98.97 |
98.97 |
98.97 |
+0.04 |
568 |
7,675 |
+374 |
Jun08 |
070801 |
98.89 |
98.89 |
98.89 |
98.89 |
+0.04 |
264 |
4,419 |
+245 |
Sep08 |
070801 |
98.80 |
98.80 |
98.80 |
98.80 |
+0.04 |
0 |
2,818 |
+0 |
Dec08 |
070801 |
98.71 |
98.71 |
98.71 |
98.71 |
+0.04 |
0 |
994 |
+0 |
Mar09 |
070801 |
98.62 |
98.62 |
98.62 |
98.62 |
+0.04 |
0 |
100 |
+0 |
Jun09 |
070801 |
98.55 |
98.55 |
98.55 |
98.55 |
+0.04 |
|
|
|
Sep09 |
070801 |
98.46 |
98.46 |
98.46 |
98.46 |
+0.04 |
|
|
|
Dec09 |
070801 |
98.38 |
98.38 |
98.38 |
98.38 |
+0.04 |
|
|
|
Total Volume and Open Interest |
3,603 |
46,763 |
+749 |
3-Mth Euro-Yen(SGX) |
Sep07 |
070801 |
99.15 |
99.18 |
99.14 |
99.18 |
+0.03 |
2,266 |
75,971 |
-776 |
Dec07 |
070801 |
99.05 |
99.09 |
99.04 |
99.08 |
+0.03 |
1,177 |
60,435 |
-388 |
Mar08 |
070801 |
98.93 |
98.99 |
98.93 |
98.99 |
+0.04 |
772 |
41,753 |
-221 |
Jun08 |
070801 |
98.86 |
98.90 |
98.86 |
98.89 |
+0.04 |
829 |
19,755 |
-234 |
Sep08 |
070801 |
98.78 |
98.81 |
98.77 |
98.81 |
+0.04 |
105 |
12,706 |
-10 |
Dec08 |
070801 |
98.68 |
98.71 |
98.68 |
98.71 |
+0.04 |
5 |
6,177 |
+0 |
Mar09 |
070801 |
98.62 |
98.62 |
98.62 |
98.62 |
+0.04 |
0 |
4,555 |
+0 |
Jun09 |
070801 |
98.54 |
98.54 |
98.54 |
98.54 |
+0.04 |
0 |
368 |
+0 |
Total Volume and Open Interest |
5,154 |
223,520 |
-1,629 |
Japanese Gov't Bonds(SGX) |
Sep07 |
070730 |
133.40 |
133.40 |
132.96 |
133.12 |
-0.03 |
683 |
31,020 |
-869 |
Dec07 |
070801 |
133.10 |
133.27 |
132.75 |
133.27 |
+0.44 |
0 |
2 |
+0 |
Mar08 |
070801 |
133.27 |
133.27 |
133.27 |
133.27 |
+0.44 |
|
|
|
Total Volume and Open Interest |
2,140 |
25,552 |
-4,376 |
Euro-Bund(EUREX) |
Sep07 |
070801 |
113.35 |
113.38 |
112.63 |
112.78 |
-0.35 |
1,851,623 |
1,840,290 |
-8,450 |
Dec07 |
070801 |
112.85 |
112.96 |
112.36 |
112.41 |
+0.03 |
2,131 |
25,432 |
+1,776 |
Mar08 |
070801 |
112.56 |
112.56 |
112.56 |
112.56 |
+0.04 |
2,477 |
10 |
+0 |
Total Volume and Open Interest |
1,582,523 |
1,840,372 |
-23,584 |
Euro-Bobl(EUREX) |
Sep07 |
070801 |
107.40 |
107.41 |
107.05 |
107.13 |
+0.07 |
634,674 |
1,268,990 |
-3,756 |
Dec07 |
070801 |
107.19 |
107.19 |
106.96 |
106.96 |
+0.08 |
282 |
312 |
+281 |
Mar08 |
070801 |
106.84 |
106.84 |
106.84 |
106.84 |
+0.08 |
|
|
|
Total Volume and Open Interest |
634,956 |
1,269,302 |
-3,475 |
3-Mth Euribor(EUREX) |
Sep07 |
070801 |
95.650 |
95.650 |
95.635 |
95.645 |
+0.010 |
1,093 |
21,490 |
-149 |
Dec07 |
070801 |
95.545 |
95.545 |
95.520 |
95.525 |
+0.015 |
370 |
9,844 |
-155 |
Mar08 |
070801 |
95.510 |
95.510 |
95.460 |
95.470 |
+0.020 |
40 |
9,409 |
-2 |
Total Volume and Open Interest |
1,609 |
50,094 |
-343 |
Long Gilt(LIFFE) |
Sep07 |
070801 |
105~30 |
106~00 |
105~15 |
105~20 |
+0~04 |
91,223 |
356,451 |
-1,371 |
Dec07 |
070801 |
105~25 |
105~25 |
105~25 |
105~25 |
+0~04 |
|
|
|
Total Volume and Open Interest |
91,223 |
356,451 |
-1,371 |
3-Mth Short Sterling(LIFFE) |
Sep07 |
070801 |
93.88 |
93.88 |
93.88 |
93.88 |
unch |
21,618 |
502,085 |
-294 |
Dec07 |
070801 |
93.83 |
93.83 |
93.83 |
93.83 |
unch |
61,646 |
558,403 |
+711 |
Mar08 |
070801 |
93.82 |
93.82 |
93.82 |
93.82 |
+0.01 |
65,143 |
483,333 |
+1,703 |
Jun08 |
070801 |
93.83 |
93.83 |
93.83 |
93.83 |
+0.01 |
48,385 |
444,672 |
+2,233 |
Sep08 |
070801 |
93.84 |
93.84 |
93.84 |
93.84 |
unch |
35,416 |
342,632 |
-6,189 |
Dec08 |
070801 |
93.85 |
93.85 |
93.85 |
93.85 |
unch |
32,730 |
244,726 |
+1,777 |
Total Volume and Open Interest |
291,492 |
2,906,810 |
+3,759 |
3-Mth Euribor(LIFFE) |
Sep07 |
070801 |
95.645 |
95.660 |
95.635 |
95.640 |
+0.010 |
157,239 |
860,722 |
-4,192 |
Dec07 |
070801 |
95.540 |
95.565 |
95.505 |
95.520 |
+0.015 |
284,504 |
902,885 |
-29,760 |
Mar08 |
070801 |
95.500 |
95.535 |
95.445 |
95.465 |
+0.020 |
216,080 |
593,828 |
-11,850 |
Total Volume and Open Interest |
1,031,150 |
4,091,036 |
-38,649 |
3-Mth Aus T-Bills(SFE) |
Sep07 |
070801 |
93.37 |
93.43 |
93.36 |
93.41 |
+0.04 |
12,867 |
463,046 |
-6,353 |
Dec07 |
070801 |
93.24 |
93.32 |
93.23 |
93.32 |
+0.10 |
28,836 |
305,787 |
-4,797 |
Mar08 |
070801 |
93.13 |
93.22 |
93.11 |
93.21 |
+0.10 |
13,239 |
160,419 |
+7,432 |
Jun08 |
070801 |
93.04 |
93.14 |
93.04 |
93.14 |
+0.12 |
10,779 |
126,018 |
+4,016 |
Sep08 |
070801 |
93.02 |
93.12 |
93.02 |
93.11 |
+0.12 |
2,591 |
58,468 |
-380 |
Dec08 |
070801 |
93.02 |
93.10 |
93.02 |
93.10 |
+0.11 |
2,296 |
42,990 |
+815 |
Mar09 |
070801 |
93.02 |
93.09 |
93.02 |
93.09 |
+0.10 |
470 |
28,694 |
+277 |
Jun09 |
070801 |
93.02 |
93.09 |
93.02 |
93.09 |
+0.11 |
812 |
17,560 |
+369 |
Sep09 |
070801 |
93.03 |
93.08 |
93.03 |
93.08 |
+0.09 |
0 |
1,637 |
+0 |
Dec09 |
070801 |
93.06 |
93.07 |
93.06 |
93.07 |
+0.07 |
0 |
644 |
+0 |
Total Volume and Open Interest |
71,890 |
1,205,461 |
+1,379 |
10-Year Aus T-Bonds(SFE) |
Sep07 |
070801 |
94.03 |
94.09 |
94.02 |
94.08 |
+0.11 |
60,672 |
695,286 |
+44,767 |
Dec07 |
070801 |
94.08 |
94.08 |
94.08 |
94.08 |
+0.11 |
|
|
|
Total Volume and Open Interest |
60,672 |
695,286 |
+44,767 |
3-Year Aus T-Bonds(SFE) |
Sep07 |
070801 |
93.65 |
93.72 |
93.61 |
93.71 |
+0.10 |
92,786 |
728,770 |
-10,330 |
Dec07 |
070801 |
93.71 |
93.71 |
93.71 |
93.71 |
+0.10 |
|
|
|
Total Volume and Open Interest |
92,786 |
728,770 |
-10,330 |
Gold(CMX) |
Aug07 |
070801 |
665.0 |
665.0 |
663.0 |
663.6 |
-3.3 |
5,769 |
3,851 |
-13,611 |
Oct07 |
070801 |
667.5 |
671.8 |
667.5 |
669.6 |
-3.4 |
3,683 |
38,011 |
-637 |
Dec07 |
070801 |
673.5 |
678.7 |
671.1 |
675.9 |
-3.4 |
52,274 |
196,533 |
+1,449 |
Feb08 |
070801 |
681.9 |
681.9 |
681.9 |
681.9 |
-3.4 |
2,089 |
13,106 |
+273 |
Apr08 |
070801 |
687.8 |
687.8 |
687.8 |
687.8 |
-3.5 |
6 |
23,750 |
+0 |
Jun08 |
070801 |
693.7 |
693.7 |
693.7 |
693.7 |
-3.5 |
53 |
15,905 |
-3 |
Aug08 |
070801 |
699.4 |
699.4 |
699.4 |
699.4 |
-3.5 |
50 |
2,700 |
+0 |
Oct08 |
070801 |
705.2 |
705.2 |
705.2 |
705.2 |
-3.5 |
1 |
1,469 |
+0 |
Dec08 |
070801 |
708.5 |
711.0 |
708.5 |
711.0 |
-3.5 |
348 |
17,546 |
+111 |
Feb09 |
070801 |
716.9 |
716.9 |
716.9 |
716.9 |
-3.6 |
260 |
10,175 |
+210 |
Apr09 |
070801 |
722.6 |
722.6 |
722.6 |
722.6 |
-3.7 |
50 |
1,750 |
+50 |
Jun09 |
070801 |
728.5 |
728.5 |
728.5 |
728.5 |
-3.7 |
15 |
10,463 |
+0 |
Total Volume and Open Interest |
65,209 |
351,185 |
-11,744 |
Silver(CMX) |
Sep07 |
070801 |
1281.0 |
1307.0 |
1281.0 |
1295.5 |
-6.2 |
16,214 |
64,953 |
-795 |
Dec07 |
070801 |
1301.0 |
1323.0 |
1298.5 |
1313.6 |
-6.1 |
2,940 |
26,445 |
+901 |
Mar08 |
070801 |
1330.9 |
1330.9 |
1330.9 |
1330.9 |
-6.1 |
30 |
5,662 |
+18 |
May08 |
070801 |
1341.4 |
1341.4 |
1341.4 |
1341.4 |
-6.1 |
9 |
4,262 |
+0 |
Jul08 |
070801 |
1351.6 |
1351.6 |
1351.6 |
1351.6 |
-6.0 |
28 |
4,399 |
+2 |
Sep08 |
070801 |
1362.3 |
1362.3 |
1362.3 |
1362.3 |
-5.9 |
2 |
719 |
+0 |
Dec08 |
070801 |
1376.5 |
1376.5 |
1376.5 |
1376.5 |
-5.6 |
158 |
4,755 |
-42 |
Total Volume and Open Interest |
19,662 |
118,550 |
+57 |
Platinum(NYM) |
Oct07 |
070801 |
1282.0 |
1296.0 |
1282.0 |
1290.9 |
-11.7 |
2,550 |
14,657 |
-661 |
Jan08 |
070801 |
1295.9 |
1295.9 |
1295.9 |
1295.9 |
-11.7 |
8 |
116 |
+0 |
Total Volume and Open Interest |
2,558 |
14,773 |
-661 |
Palladium(NYME) |
Sep07 |
070801 |
360.00 |
369.00 |
360.00 |
368.30 |
+1.40 |
537 |
16,506 |
-60 |
Dec07 |
070801 |
370.00 |
375.00 |
370.00 |
373.40 |
+1.50 |
276 |
1,266 |
+136 |
Mar08 |
070801 |
378.65 |
378.65 |
378.65 |
378.65 |
+1.50 |
0 |
276 |
+276 |
Total Volume and Open Interest |
888 |
18,623 |
+927 |
Copper(CMX) |
Sep07 |
070801 |
357.80 |
359.50 |
355.00 |
358.50 |
-6.35 |
9,198 |
52,495 |
+166 |
Dec07 |
070801 |
366.70 |
366.70 |
353.20 |
356.60 |
-5.55 |
1,228 |
22,732 |
+432 |
Mar08 |
070801 |
351.05 |
351.05 |
351.05 |
351.05 |
-5.15 |
41 |
3,417 |
+17 |
May08 |
070801 |
346.05 |
346.05 |
346.05 |
346.05 |
-4.80 |
9 |
589 |
+10 |
Jul08 |
070801 |
340.65 |
340.65 |
340.65 |
340.65 |
-4.50 |
2 |
438 |
+2 |
Total Volume and Open Interest |
15,513 |
89,395 |
+486 |
Aluminum(CMX) |
Aug07 |
070801 |
117.30 |
117.30 |
117.30 |
117.30 |
-0.25 |
28 |
20 |
-20 |
Sep07 |
070801 |
118.00 |
118.00 |
118.00 |
118.00 |
-0.25 |
14 |
40 |
-14 |
Oct07 |
070801 |
118.75 |
118.75 |
118.75 |
118.75 |
-0.25 |
40 |
40 |
+0 |
Nov07 |
070801 |
119.50 |
119.50 |
119.50 |
119.50 |
-0.25 |
1 |
40 |
+0 |
Dec07 |
070801 |
120.25 |
120.25 |
120.25 |
120.25 |
-0.25 |
14 |
154 |
+0 |
Jan08 |
070801 |
120.25 |
120.25 |
120.25 |
120.25 |
-0.25 |
|
|
|
Total Volume and Open Interest |
97 |
294 |
-34 |
DJIA Index(CBOT) |
Sep07 |
070801 |
13200 |
13435 |
13175 |
13404 |
+129 |
4,224 |
35,227 |
+324 |
Dec07 |
070801 |
13300 |
13496 |
13270 |
13496 |
+124 |
22 |
156 |
-6 |
Mar08 |
070801 |
13624 |
13624 |
13624 |
13624 |
+129 |
0 |
1 |
+0 |
Jun08 |
070801 |
13724 |
13724 |
13724 |
13724 |
+129 |
|
|
|
Total Volume and Open Interest |
4,246 |
35,384 |
+318 |
S & P 500(CME) |
Sep07 |
070801 |
1457.20 |
1475.00 |
1445.00 |
1469.90 |
+8.00 |
54,819 |
583,345 |
+2,283 |
Dec07 |
070801 |
1470.00 |
1482.50 |
1465.50 |
1482.00 |
+8.10 |
281 |
13,004 |
+75 |
Mar08 |
070801 |
1493.00 |
1493.00 |
1493.00 |
1493.00 |
+7.90 |
0 |
6,993 |
+0 |
Jun08 |
070801 |
194.28 |
194.28 |
194.28 |
194.28 |
+7.90 |
0 |
203 |
+0 |
Total Volume and Open Interest |
55,863 |
604,309 |
+3,108 |
S & P 500 E-Mini(Globex) |
Sep07 |
070801 |
1462.50 |
1475.00 |
1442.25 |
1470.00 |
+8.00 |
2,589,335 |
1,967,126 |
+73,286 |
Dec07 |
070801 |
1473.25 |
1486.50 |
1454.75 |
1482.00 |
+8.00 |
3,004 |
14,047 |
+588 |
Total Volume and Open Interest |
2,592,339 |
1,981,173 |
+73,874 |
NASDAQ 100(CME) |
Sep07 |
070801 |
1940.00 |
1962.00 |
1923.00 |
1960.50 |
+14.70 |
5,356 |
66,886 |
-47 |
Dec07 |
070801 |
1960.00 |
1983.50 |
1960.00 |
1983.50 |
+14.70 |
0 |
30 |
+0 |
Mar08 |
070801 |
2006.50 |
2006.50 |
2006.50 |
2006.50 |
+14.70 |
0 |
10 |
+0 |
Total Volume and Open Interest |
5,356 |
66,958 |
-15 |
NASDAQ 100 E-Mini(Globex) |
Sep07 |
070801 |
1951.50 |
1963.50 |
1923.80 |
1960.50 |
+14.70 |
544,970 |
449,600 |
-4,204 |
Dec07 |
070801 |
1981.00 |
1986.30 |
1947.50 |
1983.50 |
+14.70 |
140 |
454 |
-26 |
Total Volume and Open Interest |
545,110 |
450,054 |
-3,750 |
S & P Midcap 400(CME) |
Sep07 |
070801 |
858.50 |
866.25 |
851.40 |
862.90 |
+1.50 |
155 |
6,469 |
+5 |
Dec07 |
070801 |
872.30 |
872.30 |
872.30 |
872.30 |
+1.40 |
|
|
|
Mar08 |
070801 |
882.00 |
882.00 |
882.00 |
882.00 |
+1.40 |
|
|
|
Total Volume and Open Interest |
155 |
6,469 |
+5 |
Russell 2000(CME) |
Sep07 |
070801 |
775.75 |
785.00 |
768.50 |
781.40 |
+0.40 |
3,682 |
52,024 |
+2,552 |
Dec07 |
070801 |
787.40 |
787.40 |
787.40 |
787.40 |
+0.40 |
0 |
24 |
+0 |
Mar08 |
070801 |
790.00 |
795.00 |
790.00 |
795.00 |
-11.50 |
|
|
|
Total Volume and Open Interest |
3,682 |
52,048 |
+2,552 |
Russell 2000 E-Mini(Globex) |
Sep07 |
070801 |
777.50 |
785.90 |
764.70 |
781.40 |
+0.40 |
359,812 |
658,250 |
+14,156 |
Dec07 |
070801 |
782.30 |
791.80 |
771.60 |
787.40 |
+0.40 |
148 |
1,072 |
-16 |
Mar08 |
070801 |
795.00 |
795.00 |
795.00 |
795.00 |
-11.50 |
|
|
|
Total Volume and Open Interest |
359,960 |
659,322 |
+14,140 |
Value Line(KCBT) |
Sep07 |
070801 |
2242.00 |
2242.00 |
2242.00 |
2242.00 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
Nikkei 225(CME) |
Sep07 |
070801 |
17135 |
17150 |
16770 |
16780 |
-490 |
78,283 |
265,588 |
+3,530 |
Dec07 |
070801 |
17080 |
17105 |
16745 |
16840 |
-380 |
21 |
497 |
+3 |
Total Volume and Open Interest |
78,309 |
266,324 |
+3,525 |
Nikkei 225(SGX) |
Sep07 |
070801 |
17135 |
17150 |
16770 |
16780 |
-490 |
78,283 |
265,588 |
+3,530 |
Dec07 |
070801 |
17080 |
17105 |
16745 |
16840 |
-380 |
21 |
497 |
+3 |
Mar08 |
070801 |
16865 |
16865 |
16865 |
16865 |
-380 |
|
|
|
Total Volume and Open Interest |
78,309 |
266,324 |
+3,525 |
CAC 40(EURONEXT) |
Aug07 |
070801 |
5627.0 |
5719.5 |
5570.0 |
5661.5 |
-103.0 |
158,913 |
523,072 |
+6,954 |
Sep07 |
070801 |
5649.5 |
5734.0 |
5599.0 |
5683.5 |
-103.0 |
2,793 |
41,901 |
+719 |
Oct07 |
070801 |
5701.5 |
5701.5 |
5701.5 |
5701.5 |
-103.0 |
2 |
2 |
+2 |
Total Volume and Open Interest |
161,714 |
566,416 |
+7,643 |
Hang Seng Index(HKFE) |
Aug07 |
070801 |
22960 |
22995 |
22133 |
22320 |
-899 |
59,491 |
118,409 |
+8,836 |
Sep07 |
070801 |
22955 |
22980 |
22110 |
22300 |
-890 |
421 |
2,734 |
+27 |
Total Volume and Open Interest |
81,841 |
121,935 |
-46,432 |
DAX(EUREX) |
Sep07 |
070801 |
7425.5 |
7674.5 |
7413.0 |
7504.5 |
-109.5 |
249,003 |
396,911 |
+8,198 |
Dec07 |
070801 |
7530.0 |
7746.5 |
7502.0 |
7585.5 |
-111.0 |
398 |
14,419 |
+146 |
Mar08 |
070801 |
7645.0 |
7830.0 |
7645.0 |
7669.5 |
-113.5 |
87 |
1,806 |
+86 |
Total Volume and Open Interest |
249,488 |
413,136 |
+8,430 |
FT-SE 100(EURONEXT) |
Sep07 |
070801 |
6250.00 |
6322.50 |
6193.50 |
6258.50 |
-95.00 |
157,433 |
509,294 |
+11,592 |
Dec07 |
070801 |
6317.50 |
6372.50 |
6317.00 |
6317.00 |
-95.50 |
19 |
11,936 |
+2 |
Mar08 |
070801 |
6333.50 |
6333.50 |
6333.50 |
6333.50 |
-96.50 |
6 |
589 |
+0 |
Total Volume and Open Interest |
157,458 |
521,819 |
+11,594 |
SPI 200(SFE) |
Sep07 |
070801 |
6089.0 |
6089.0 |
5917.0 |
5925.0 |
-198.0 |
31,186 |
362,376 |
+8,857 |
Dec07 |
070801 |
6121.0 |
6121.0 |
5967.0 |
5970.0 |
-198.0 |
43 |
4,656 |
+29 |
Mar08 |
070801 |
5996.0 |
5996.0 |
5978.0 |
5978.0 |
-198.0 |
7 |
1,064 |
+4 |
Total Volume and Open Interest |
31,236 |
369,692 |
+8,890 |
GSCI(CME) |
Aug07 |
070801 |
513.65 |
516.55 |
507.20 |
508.20 |
-8.40 |
571 |
20,252 |
+128 |
Sep07 |
070801 |
510.50 |
510.50 |
510.50 |
510.50 |
-7.20 |
83 |
762 |
+165 |
Oct07 |
070801 |
514.50 |
514.50 |
514.50 |
514.50 |
-5.00 |
|
|
|
Total Volume and Open Interest |
654 |
21,014 |
+293 |
Reuters CRB Index(NYBOT) |
Aug07 |
070801 |
423.00 |
424.75 |
420.50 |
420.50 |
-4.25 |
12 |
107 |
-1 |
Nov07 |
070801 |
429.50 |
432.75 |
428.50 |
428.50 |
-4.25 |
7 |
766 |
-3 |
Jan08 |
070801 |
434.75 |
434.75 |
430.50 |
430.50 |
-4.25 |
0 |
408 |
+0 |
Total Volume and Open Interest |
19 |
1,498 |
-4 |
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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