|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Tue August 14, 2007 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Aug07 |
070814 |
860.00 |
862.00 |
845.50 |
850.00 |
-11.00 |
597 |
1,138 |
+0 |
| Sep07 |
070814 |
857.50 |
866.50 |
847.25 |
851.00 |
-15.00 |
3,310 |
27,033 |
+0 |
| Nov07 |
070814 |
879.75 |
882.50 |
863.25 |
866.00 |
-15.75 |
19,450 |
301,802 |
+0 |
| Jan08 |
070814 |
894.25 |
897.00 |
879.00 |
881.75 |
-15.00 |
2,193 |
34,583 |
+0 |
| Mar08 |
070814 |
905.00 |
906.75 |
889.25 |
892.75 |
-13.75 |
1,024 |
21,443 |
+0 |
| May08 |
070814 |
913.25 |
914.25 |
898.00 |
900.00 |
-14.00 |
715 |
24,218 |
+0 |
| Jul08 |
070814 |
919.75 |
925.50 |
909.00 |
911.25 |
-13.75 |
2,336 |
34,008 |
+0 |
| Total Volume and Open Interest |
108,000 |
501,448 |
+0 |
| Soybean Meal(CBOT) |
| Aug07 |
070814 |
235.50 |
236.00 |
230.50 |
232.80 |
-2.80 |
876 |
1,050 |
+0 |
| Sep07 |
070814 |
236.70 |
238.40 |
232.00 |
233.40 |
-3.60 |
5,160 |
34,117 |
+0 |
| Oct07 |
070814 |
237.70 |
240.90 |
234.40 |
236.00 |
-3.30 |
1,403 |
15,048 |
+0 |
| Dec07 |
070814 |
243.50 |
245.00 |
238.30 |
239.90 |
-4.20 |
7,915 |
86,199 |
+0 |
| Jan08 |
070814 |
245.70 |
246.20 |
241.00 |
242.50 |
-3.70 |
457 |
12,916 |
+0 |
| Mar08 |
070814 |
248.60 |
249.10 |
244.00 |
245.20 |
-3.90 |
300 |
14,137 |
+0 |
| May08 |
070814 |
251.10 |
251.80 |
246.00 |
248.50 |
-3.30 |
1,089 |
15,672 |
+0 |
| Jul08 |
070814 |
253.60 |
254.10 |
249.20 |
250.50 |
-4.20 |
1,268 |
12,140 |
+0 |
| Total Volume and Open Interest |
42,881 |
203,520 |
+0 |
| Soybean Oil(CBOT) |
| Aug07 |
070814 |
36.36 |
36.50 |
35.95 |
35.95 |
-0.55 |
787 |
507 |
+0 |
| Sep07 |
070814 |
36.61 |
36.71 |
35.93 |
35.96 |
-0.65 |
4,763 |
46,406 |
+0 |
| Oct07 |
070814 |
36.69 |
36.91 |
36.20 |
36.22 |
-0.63 |
1,827 |
22,525 |
+0 |
| Dec07 |
070814 |
37.33 |
37.42 |
36.62 |
36.67 |
-0.68 |
9,689 |
162,703 |
+0 |
| Jan08 |
070814 |
37.50 |
37.76 |
37.05 |
37.08 |
-0.62 |
1,181 |
18,513 |
+0 |
| Mar08 |
070814 |
37.81 |
38.06 |
37.40 |
37.42 |
-0.66 |
856 |
9,869 |
+0 |
| May08 |
070814 |
38.17 |
38.25 |
37.65 |
37.73 |
-0.52 |
796 |
9,115 |
+0 |
| Jul08 |
070814 |
38.30 |
38.40 |
37.85 |
38.00 |
-0.47 |
1,269 |
10,800 |
+0 |
| Total Volume and Open Interest |
48,852 |
291,537 |
+0 |
| Canola(WCE) |
| Corn(CBOT) |
| Sep07 |
070814 |
331.00 |
335.00 |
324.25 |
327.50 |
-3.50 |
28,404 |
178,169 |
+0 |
| Dec07 |
070814 |
349.00 |
352.50 |
341.50 |
345.00 |
-4.00 |
36,174 |
572,988 |
+0 |
| Mar08 |
070814 |
364.25 |
368.00 |
357.25 |
360.50 |
-3.75 |
1,719 |
103,864 |
+0 |
| May08 |
070814 |
374.50 |
378.00 |
367.50 |
371.00 |
-3.50 |
1,088 |
33,444 |
+0 |
| Jul08 |
070814 |
383.00 |
387.25 |
377.25 |
380.25 |
-3.75 |
1,404 |
75,850 |
+0 |
| Sep08 |
070814 |
389.25 |
393.00 |
385.00 |
385.50 |
-3.50 |
20 |
10,427 |
+0 |
| Total Volume and Open Interest |
228,527 |
1,143,470 |
+0 |
| Wheat(CBOT) |
| Sep07 |
070814 |
669.25 |
693.50 |
667.25 |
692.50 |
+26.00 |
14,972 |
106,993 |
+0 |
| Dec07 |
070814 |
688.50 |
712.00 |
687.00 |
711.00 |
+20.50 |
16,731 |
217,449 |
+0 |
| Mar08 |
070814 |
686.00 |
704.00 |
685.00 |
703.00 |
+17.75 |
1,425 |
21,081 |
+0 |
| May08 |
070814 |
655.75 |
674.00 |
655.75 |
673.50 |
+18.50 |
136 |
4,123 |
+0 |
| Jul08 |
070814 |
579.00 |
591.00 |
577.00 |
590.00 |
+10.00 |
1,464 |
45,796 |
+0 |
| Total Volume and Open Interest |
125,122 |
415,488 |
+0 |
| Wheat(KCBT) |
| Sep07 |
070814 |
655.00 |
674.75 |
655.00 |
672.25 |
+17.50 |
13,728 |
62,024 |
+0 |
| Dec07 |
070814 |
671.00 |
694.00 |
670.00 |
683.00 |
+9.00 |
11,836 |
76,363 |
+0 |
| Mar08 |
070814 |
673.00 |
690.00 |
671.75 |
682.00 |
+8.00 |
470 |
6,447 |
+0 |
| May08 |
070814 |
651.00 |
667.00 |
650.00 |
665.00 |
+20.00 |
4 |
48 |
+0 |
| Jul08 |
070814 |
574.00 |
585.00 |
574.00 |
583.50 |
+5.00 |
356 |
10,241 |
+0 |
| Total Volume and Open Interest |
42,661 |
156,843 |
+0 |
| Wheat(MGE) |
| Sep07 |
070814 |
661.50 |
681.00 |
661.00 |
674.25 |
+13.25 |
3,649 |
15,305 |
+0 |
| Dec07 |
070814 |
666.50 |
685.00 |
666.00 |
679.25 |
+13.50 |
5,061 |
33,209 |
+0 |
| Mar08 |
070814 |
683.00 |
685.50 |
678.00 |
685.00 |
+15.75 |
297 |
3,573 |
+0 |
| May08 |
070814 |
674.00 |
680.00 |
674.00 |
679.00 |
+14.00 |
23 |
249 |
+0 |
| Jul08 |
070814 |
623.00 |
629.00 |
623.00 |
629.00 |
+10.00 |
19 |
350 |
+0 |
| Total Volume and Open Interest |
12,975 |
54,715 |
+0 |
| Oats(CBOT) |
| Sep07 |
070814 |
249.00 |
255.00 |
247.00 |
248.00 |
-2.25 |
207 |
645 |
+0 |
| Dec07 |
070814 |
258.00 |
263.00 |
258.00 |
260.00 |
+1.00 |
517 |
11,452 |
+0 |
| Mar08 |
070814 |
269.50 |
269.50 |
269.50 |
269.50 |
unch |
144 |
1,163 |
+0 |
| May08 |
070814 |
277.50 |
277.50 |
277.50 |
277.50 |
+1.50 |
1 |
31 |
+0 |
| Total Volume and Open Interest |
1,425 |
13,312 |
+0 |
| Rough Rice(CBOT) |
| Sep07 |
070814 |
10.49 |
10.53 |
10.47 |
10.50 |
+0.06 |
45 |
3,653 |
+0 |
| Nov07 |
070814 |
10.82 |
10.88 |
10.81 |
10.83 |
+0.05 |
54 |
9,250 |
+0 |
| Jan08 |
070814 |
11.15 |
11.15 |
11.15 |
11.15 |
+0.07 |
0 |
1,382 |
+0 |
| Mar08 |
070814 |
11.42 |
11.44 |
11.42 |
11.44 |
+0.07 |
0 |
630 |
+0 |
| Total Volume and Open Interest |
200 |
15,117 |
+0 |
| Live Cattle(CME) |
| Aug07 |
070814 |
90.825 |
91.275 |
90.700 |
91.025 |
+0.275 |
3,043 |
0 |
-11,962 |
| Oct07 |
070814 |
95.150 |
95.800 |
94.775 |
95.150 |
+0.100 |
10,680 |
0 |
-130,924 |
| Dec07 |
070814 |
98.175 |
98.600 |
97.950 |
98.225 |
+0.045 |
4,335 |
0 |
-47,243 |
| Feb08 |
070814 |
98.400 |
98.750 |
98.075 |
98.200 |
-0.150 |
801 |
0 |
-21,994 |
| Apr08 |
070814 |
98.400 |
98.775 |
98.175 |
98.450 |
unch |
272 |
0 |
-11,161 |
| Jun08 |
070814 |
94.750 |
94.750 |
94.400 |
94.525 |
-0.055 |
30 |
0 |
-3,486 |
| Total Volume and Open Interest |
28,060 |
227,404 |
+0 |
| Feeder Cattle(CME) |
| Aug07 |
070814 |
115.750 |
116.500 |
115.350 |
115.700 |
+0.165 |
397 |
0 |
-5,875 |
| Sep07 |
070814 |
115.675 |
116.025 |
115.300 |
115.800 |
+0.450 |
2,067 |
0 |
-6,854 |
| Oct07 |
070814 |
115.850 |
116.100 |
115.600 |
116.025 |
+0.140 |
2,161 |
0 |
-10,911 |
| Nov07 |
070814 |
115.600 |
116.150 |
115.575 |
116.000 |
+0.270 |
239 |
0 |
-2,847 |
| Jan08 |
070814 |
113.600 |
113.800 |
113.300 |
113.750 |
+0.150 |
115 |
0 |
-1,829 |
| Mar08 |
070814 |
111.275 |
111.350 |
111.275 |
111.275 |
+0.175 |
16 |
0 |
-380 |
| Apr08 |
070814 |
111.675 |
111.700 |
111.575 |
111.700 |
+0.270 |
5 |
0 |
-157 |
| Total Volume and Open Interest |
6,131 |
29,138 |
+0 |
| Lean Hogs(CME) |
| Aug07 |
070814 |
73.950 |
74.200 |
73.700 |
74.000 |
+0.050 |
1,866 |
0 |
-4,713 |
| Oct07 |
070814 |
71.625 |
71.800 |
69.500 |
69.800 |
-1.600 |
7,152 |
0 |
-76,809 |
| Dec07 |
070814 |
70.400 |
70.875 |
68.400 |
68.675 |
-1.860 |
4,589 |
0 |
-50,520 |
| Feb08 |
070814 |
71.825 |
72.000 |
69.750 |
70.000 |
-1.830 |
1,444 |
0 |
-17,722 |
| Apr08 |
070814 |
71.825 |
71.900 |
70.250 |
70.800 |
-1.050 |
366 |
0 |
-13,989 |
| May08 |
070814 |
74.800 |
75.000 |
74.200 |
74.400 |
-0.600 |
5 |
0 |
-1,446 |
| Jun08 |
070814 |
77.400 |
77.600 |
76.150 |
76.500 |
-0.700 |
382 |
0 |
-8,326 |
| Jul08 |
070814 |
75.425 |
75.875 |
74.600 |
74.700 |
-0.980 |
8 |
0 |
-2,257 |
| Total Volume and Open Interest |
22,353 |
176,085 |
+0 |
| Pork Bellies(CME) |
| Aug07 |
070814 |
73.200 |
74.500 |
72.900 |
74.500 |
unch |
41 |
0 |
-99 |
| Feb08 |
070814 |
95.250 |
95.250 |
92.700 |
92.775 |
-2.725 |
247 |
0 |
-779 |
| Mar08 |
070814 |
94.000 |
94.000 |
93.200 |
93.200 |
-2.700 |
3 |
0 |
-29 |
| May08 |
070814 |
93.750 |
93.750 |
93.750 |
93.750 |
-0.250 |
|
|
|
| Total Volume and Open Interest |
213 |
920 |
+0 |
| Class III Milk(CME) |
| Aug07 |
070814 |
19.76 |
19.78 |
19.69 |
19.78 |
+0.02 |
2 |
0 |
-4,613 |
| Sep07 |
070814 |
19.49 |
19.55 |
19.20 |
19.35 |
-0.24 |
10 |
0 |
-4,709 |
| Oct07 |
070814 |
18.59 |
18.65 |
18.30 |
18.45 |
-0.23 |
10 |
0 |
-3,968 |
| Nov07 |
070814 |
17.54 |
17.56 |
17.37 |
17.38 |
-0.20 |
6 |
0 |
-3,227 |
| Dec07 |
070814 |
17.14 |
17.19 |
16.96 |
17.10 |
-0.12 |
6 |
0 |
-3,223 |
| Total Volume and Open Interest |
1,318 |
34,728 |
+0 |
| Cocoa(NYBOT) |
| Sep07 |
070814 |
1860 |
1875 |
1845 |
1853 |
-10 |
6,651 |
18,499 |
+0 |
| Dec07 |
070814 |
1880 |
1897 |
1858 |
1871 |
-15 |
10,396 |
70,616 |
+0 |
| Mar08 |
070814 |
1902 |
1924 |
1885 |
1898 |
-15 |
932 |
23,542 |
+0 |
| May08 |
070814 |
1915 |
1934 |
1909 |
1911 |
-16 |
108 |
5,763 |
+0 |
| Jul08 |
070814 |
1935 |
1935 |
1926 |
1926 |
-17 |
96 |
3,040 |
+0 |
| Sep08 |
070814 |
1933 |
1944 |
1933 |
1942 |
-16 |
131 |
4,050 |
+0 |
| Dec08 |
070814 |
1968 |
1969 |
1966 |
1969 |
-14 |
226 |
10,407 |
+0 |
| Total Volume and Open Interest |
27,799 |
136,000 |
+0 |
| Coffee "C"(NYBOT) |
| Sep07 |
070814 |
120.60 |
121.90 |
118.35 |
119.15 |
-1.60 |
23,619 |
48,722 |
+0 |
| Dec07 |
070814 |
124.50 |
125.75 |
122.40 |
123.15 |
-1.60 |
13,969 |
71,491 |
+0 |
| Mar08 |
070814 |
128.20 |
129.30 |
126.10 |
126.75 |
-1.55 |
1,380 |
18,698 |
+0 |
| May08 |
070814 |
130.10 |
131.10 |
128.30 |
128.65 |
-1.65 |
601 |
6,101 |
+0 |
| Jul08 |
070814 |
131.85 |
132.85 |
130.25 |
130.35 |
-1.70 |
173 |
3,029 |
+0 |
| Sep08 |
070814 |
133.50 |
134.50 |
131.80 |
131.95 |
-1.75 |
175 |
8,725 |
+0 |
| Total Volume and Open Interest |
60,462 |
166,209 |
+0 |
| Orange Juice(NYBOT) |
| Sep07 |
070814 |
130.85 |
133.50 |
129.85 |
131.70 |
+1.90 |
820 |
10,499 |
+0 |
| Nov07 |
070814 |
130.05 |
133.90 |
130.00 |
131.95 |
+1.75 |
367 |
12,117 |
+0 |
| Jan08 |
070814 |
130.80 |
132.40 |
130.55 |
132.40 |
+2.00 |
173 |
4,491 |
+0 |
| Mar08 |
070814 |
130.80 |
132.60 |
130.80 |
132.60 |
+2.00 |
24 |
3,100 |
+0 |
| May08 |
070814 |
130.80 |
132.80 |
130.80 |
132.80 |
+2.00 |
13 |
654 |
+0 |
| Jul08 |
070814 |
132.90 |
132.90 |
132.90 |
132.90 |
+2.00 |
3 |
130 |
+0 |
| Total Volume and Open Interest |
2,449 |
31,940 |
+0 |
| Sugar #11(NYBOT) |
| Oct07 |
070814 |
9.47 |
9.58 |
9.41 |
9.46 |
+0.01 |
64,437 |
350,407 |
+0 |
| Mar08 |
070814 |
9.75 |
9.84 |
9.71 |
9.75 |
+0.01 |
19,108 |
161,675 |
+0 |
| May08 |
070814 |
9.87 |
9.94 |
9.81 |
9.84 |
unch |
6,455 |
42,219 |
+0 |
| Jul08 |
070814 |
9.99 |
10.06 |
9.91 |
9.94 |
-0.01 |
1,231 |
35,805 |
+0 |
| Oct08 |
070814 |
10.26 |
10.26 |
10.12 |
10.15 |
+0.02 |
675 |
43,842 |
+0 |
| Total Volume and Open Interest |
137,656 |
682,028 |
+0 |
| Sugar #14(NYBOT) |
| Sep07 |
070808 |
22.53 |
22.53 |
22.53 |
22.53 |
+0.01 |
484 |
589 |
-408 |
| Nov07 |
070813 |
21.52 |
21.52 |
21.52 |
21.52 |
+0.11 |
14 |
2,198 |
-156 |
| Jan08 |
070813 |
21.13 |
21.13 |
21.13 |
21.13 |
+0.07 |
3 |
2,311 |
+0 |
| Mar08 |
070813 |
21.15 |
21.15 |
21.15 |
21.15 |
+0.03 |
0 |
2,417 |
+0 |
| May08 |
070813 |
21.24 |
21.29 |
21.24 |
21.29 |
+0.05 |
14 |
405 |
+14 |
| Total Volume and Open Interest |
31 |
7,783 |
-168 |
| London Cocoa(LCE) |
| Sep07 |
070814 |
966 |
975 |
959 |
961 |
-5 |
3,404 |
0 |
-50,935 |
| Dec07 |
070814 |
995 |
1005 |
988 |
991 |
-5 |
3,940 |
0 |
-56,874 |
| Mar08 |
070814 |
1012 |
1022 |
1005 |
1008 |
-5 |
1,443 |
0 |
-37,085 |
| May08 |
070814 |
1020 |
1029 |
1016 |
1017 |
-5 |
177 |
0 |
-13,622 |
| Jul08 |
070814 |
1037 |
1037 |
1026 |
1028 |
-5 |
8 |
0 |
-12,846 |
| Sep08 |
070814 |
1042 |
1042 |
1035 |
1037 |
-5 |
374 |
0 |
-9,797 |
| Dec08 |
070814 |
1050 |
1050 |
1045 |
1045 |
-6 |
178 |
0 |
-4,844 |
| Total Volume and Open Interest |
14,308 |
186,099 |
+0 |
| London Coffee(LCE) |
| Sep07 |
070814 |
1801.00 |
1813.00 |
1762.00 |
1769.00 |
-38.00 |
8,120 |
0 |
-49,727 |
| Nov07 |
070814 |
1824.00 |
1835.00 |
1785.00 |
1792.00 |
-37.00 |
9,250 |
0 |
-82,456 |
| Jan08 |
070814 |
1816.00 |
1830.00 |
1781.00 |
1786.00 |
-36.00 |
657 |
0 |
-20,522 |
| Mar08 |
070814 |
1814.00 |
1823.00 |
1780.00 |
1782.00 |
-35.00 |
302 |
0 |
-8,260 |
| May08 |
070814 |
1795.00 |
1795.00 |
1780.00 |
1780.00 |
-34.00 |
19 |
0 |
-3,057 |
| Jul08 |
070814 |
1815.00 |
1815.00 |
1781.00 |
1781.00 |
-27.00 |
|
|
|
| Total Volume and Open Interest |
18,169 |
166,747 |
+0 |
| London Sugar(LCE) |
| Aug07 |
070716 |
310.00 |
318.00 |
306.60 |
318.00 |
+9.50 |
6,918 |
2,904 |
-2,565 |
| Oct07 |
070813 |
281.20 |
285.40 |
281.10 |
281.40 |
+0.40 |
9,049 |
39,038 |
+1,915 |
| Dec07 |
070814 |
287.00 |
288.70 |
286.90 |
287.00 |
unch |
751 |
0 |
-9,796 |
| Mar08 |
070814 |
297.40 |
297.90 |
295.90 |
296.20 |
+0.30 |
752 |
0 |
-14,619 |
| May08 |
070814 |
299.00 |
299.00 |
299.00 |
299.00 |
+0.60 |
239 |
0 |
-5,309 |
| Total Volume and Open Interest |
14,014 |
78,185 |
+0 |
| Cotton(NYBOT) |
| Oct07 |
070814 |
59.25 |
59.55 |
58.18 |
58.35 |
-0.70 |
549 |
5,504 |
+0 |
| Dec07 |
070814 |
61.33 |
61.62 |
60.15 |
60.54 |
-0.67 |
22,777 |
145,653 |
+0 |
| Mar08 |
070814 |
64.60 |
64.80 |
63.45 |
64.08 |
-0.43 |
2,114 |
41,827 |
+0 |
| May08 |
070814 |
65.15 |
65.15 |
64.37 |
65.05 |
-0.45 |
200 |
3,325 |
+0 |
| Jul08 |
070814 |
66.08 |
66.50 |
65.30 |
65.85 |
-0.65 |
219 |
3,584 |
+0 |
| Oct08 |
070814 |
66.80 |
66.90 |
66.80 |
66.90 |
-0.40 |
0 |
87 |
+0 |
| Total Volume and Open Interest |
36,302 |
211,600 |
+0 |
| Lumber(CME) |
| Sep07 |
070814 |
281.9 |
286.5 |
281.0 |
285.8 |
+3.9 |
378 |
0 |
-4,300 |
| Nov07 |
070814 |
282.8 |
287.1 |
281.2 |
284.6 |
+1.8 |
193 |
0 |
-3,392 |
| Jan08 |
070814 |
297.2 |
299.9 |
297.0 |
299.9 |
+2.1 |
22 |
0 |
-224 |
| Mar08 |
070814 |
301.3 |
302.5 |
299.7 |
299.7 |
+1.2 |
|
|
|
| Total Volume and Open Interest |
1,101 |
7,977 |
+0 |
| Crude Oil(NYM) |
| Sep07 |
070814 |
71.55 |
72.77 |
71.36 |
72.38 |
+0.76 |
226,674 |
197,000 |
+0 |
| Oct07 |
070814 |
71.29 |
72.40 |
71.06 |
72.02 |
+0.70 |
138,362 |
243,331 |
+0 |
| Nov07 |
070814 |
70.87 |
71.96 |
70.65 |
71.59 |
+0.61 |
56,712 |
101,604 |
+0 |
| Dec07 |
070814 |
70.50 |
71.40 |
70.10 |
71.04 |
+0.52 |
62,586 |
192,079 |
+0 |
| Jan08 |
070814 |
70.12 |
70.65 |
69.84 |
70.60 |
+0.45 |
9,324 |
65,788 |
+0 |
| Feb08 |
070814 |
69.87 |
70.27 |
69.51 |
70.27 |
+0.40 |
2,607 |
31,415 |
+0 |
| Mar08 |
070814 |
69.72 |
70.04 |
69.29 |
70.04 |
+0.38 |
1,329 |
31,260 |
+0 |
| Apr08 |
070814 |
69.81 |
69.88 |
69.81 |
69.88 |
+0.35 |
1,241 |
38,947 |
+0 |
| May08 |
070814 |
69.75 |
69.75 |
69.75 |
69.75 |
+0.33 |
354 |
33,381 |
+0 |
| Jun08 |
070814 |
69.20 |
69.63 |
68.75 |
69.63 |
+0.32 |
5,101 |
53,067 |
+0 |
| Jul08 |
070814 |
69.52 |
69.52 |
69.52 |
69.52 |
+0.32 |
1,371 |
14,664 |
+0 |
| Aug08 |
070814 |
69.42 |
69.42 |
69.42 |
69.42 |
+0.32 |
160 |
13,139 |
+0 |
| Sep08 |
070814 |
69.32 |
69.32 |
69.32 |
69.32 |
+0.32 |
769 |
42,249 |
+0 |
| Oct08 |
070814 |
69.24 |
69.24 |
69.24 |
69.24 |
+0.32 |
196 |
20,979 |
+0 |
| Nov08 |
070814 |
69.16 |
69.16 |
69.16 |
69.16 |
+0.32 |
172 |
14,721 |
+0 |
| Dec08 |
070814 |
69.00 |
69.15 |
68.23 |
69.09 |
+0.32 |
13,791 |
160,029 |
+0 |
| Total Volume and Open Interest |
526,426 |
1,507,188 |
+0 |
| Heating Oil(NYM) |
| Sep07 |
070814 |
196.90 |
199.20 |
195.35 |
198.25 |
+1.60 |
39,277 |
51,782 |
+0 |
| Oct07 |
070814 |
198.48 |
200.75 |
197.17 |
199.93 |
+1.33 |
21,468 |
44,687 |
+0 |
| Nov07 |
070814 |
200.91 |
202.82 |
199.65 |
202.28 |
+1.18 |
10,150 |
26,449 |
+0 |
| Dec07 |
070814 |
203.90 |
204.63 |
201.45 |
203.98 |
+1.13 |
6,168 |
33,739 |
+0 |
| Jan08 |
070814 |
205.00 |
205.76 |
202.78 |
205.13 |
+1.13 |
3,229 |
17,788 |
+0 |
| Feb08 |
070814 |
204.68 |
204.98 |
202.31 |
204.53 |
+1.13 |
541 |
12,617 |
+0 |
| Mar08 |
070814 |
203.34 |
203.34 |
201.15 |
202.88 |
+1.08 |
463 |
5,315 |
+0 |
| Apr08 |
070814 |
199.11 |
199.18 |
197.50 |
199.18 |
+0.98 |
461 |
5,808 |
+0 |
| May08 |
070814 |
196.00 |
196.00 |
194.60 |
195.68 |
+0.93 |
99 |
1,787 |
+0 |
| Jun08 |
070814 |
193.00 |
193.45 |
191.10 |
193.38 |
+0.93 |
1,132 |
14,116 |
+0 |
| Jul08 |
070814 |
193.10 |
194.00 |
192.75 |
193.68 |
+0.93 |
8 |
464 |
+0 |
| Aug08 |
070814 |
194.15 |
195.13 |
194.15 |
195.13 |
+0.93 |
0 |
298 |
+0 |
| Total Volume and Open Interest |
83,038 |
218,705 |
+0 |
| Gasoline(NYMEX) |
| Sep07 |
070814 |
193.28 |
199.20 |
191.80 |
197.38 |
+3.63 |
38,369 |
61,483 |
-5,165 |
| Oct07 |
070814 |
187.00 |
191.48 |
185.97 |
190.38 |
+3.38 |
21,941 |
42,140 |
-1,178 |
| Nov07 |
070814 |
185.76 |
189.12 |
184.38 |
188.43 |
+2.78 |
10,110 |
24,439 |
+2,865 |
| Dec07 |
070814 |
186.00 |
187.25 |
183.50 |
187.18 |
+2.23 |
4,697 |
19,438 |
+186 |
| Jan08 |
070814 |
187.07 |
188.50 |
185.14 |
188.28 |
+2.03 |
810 |
9,952 |
+267 |
| Feb08 |
070814 |
188.45 |
190.13 |
187.72 |
190.13 |
+1.93 |
288 |
4,612 |
+115 |
| Mar08 |
070814 |
190.52 |
192.03 |
188.80 |
192.03 |
+1.83 |
284 |
5,308 |
+52 |
| Apr08 |
070814 |
202.75 |
205.23 |
202.75 |
205.23 |
+1.73 |
229 |
4,817 |
+64 |
| May08 |
070814 |
206.58 |
206.58 |
206.58 |
206.58 |
+1.73 |
164 |
2,288 |
+30 |
| Jun08 |
070814 |
205.23 |
206.73 |
205.23 |
206.73 |
+1.68 |
108 |
4,528 |
+23 |
| Total Volume and Open Interest |
77,010 |
185,291 |
-2,891 |
| e-MiNY RBOB Gasoline(NYMEX) |
| Sep07 |
070814 |
197.00 |
199.00 |
197.00 |
197.38 |
+3.63 |
2 |
4 |
+0 |
| Oct07 |
070814 |
190.38 |
190.38 |
190.38 |
190.38 |
+3.38 |
|
|
|
| Nov07 |
070814 |
188.43 |
188.43 |
188.43 |
188.43 |
+2.78 |
|
|
|
| Dec07 |
070814 |
187.18 |
187.18 |
187.18 |
187.18 |
+2.23 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
2 |
6 |
+0 |
| Natural Gas(NYM) |
| Sep07 |
070814 |
6.850 |
7.059 |
6.672 |
6.940 |
+0.146 |
96,026 |
72,214 |
+0 |
| Oct07 |
070814 |
7.036 |
7.236 |
6.890 |
7.130 |
+0.112 |
61,075 |
86,440 |
+0 |
| Nov07 |
070814 |
7.830 |
8.024 |
7.757 |
7.935 |
+0.086 |
24,779 |
57,266 |
+0 |
| Dec07 |
070814 |
8.600 |
8.705 |
8.510 |
8.650 |
+0.062 |
6,187 |
48,093 |
+0 |
| Jan08 |
070814 |
8.930 |
9.085 |
8.859 |
9.020 |
+0.067 |
7,137 |
41,805 |
+0 |
| Feb08 |
070814 |
8.875 |
9.068 |
8.875 |
9.020 |
+0.067 |
3,276 |
33,954 |
+0 |
| Mar08 |
070814 |
8.646 |
8.830 |
8.628 |
8.783 |
+0.065 |
3,912 |
48,065 |
+0 |
| Apr08 |
070814 |
7.975 |
8.080 |
7.922 |
8.053 |
+0.065 |
2,481 |
40,258 |
+0 |
| May08 |
070814 |
7.970 |
8.020 |
7.950 |
8.020 |
+0.067 |
2,336 |
26,811 |
+0 |
| Jun08 |
070814 |
7.980 |
8.137 |
7.980 |
8.100 |
+0.067 |
651 |
17,049 |
+0 |
| Jul08 |
070814 |
8.122 |
8.190 |
8.122 |
8.190 |
+0.067 |
353 |
10,081 |
+0 |
| Aug08 |
070814 |
8.219 |
8.295 |
8.219 |
8.255 |
+0.067 |
83 |
9,658 |
+0 |
| Sep08 |
070814 |
8.300 |
8.303 |
8.250 |
8.303 |
+0.065 |
1,039 |
6,339 |
+0 |
| Oct08 |
070814 |
8.382 |
8.423 |
8.382 |
8.423 |
+0.065 |
1,740 |
26,197 |
+0 |
| Nov08 |
070814 |
8.860 |
8.863 |
8.860 |
8.863 |
+0.060 |
446 |
12,468 |
+0 |
| Dec08 |
070814 |
9.270 |
9.308 |
9.270 |
9.308 |
+0.060 |
202 |
13,753 |
+0 |
| Total Volume and Open Interest |
223,000 |
766,920 |
+0 |
| Brent Crude Oil(ICE) |
| Sep07 |
070814 |
70.22 |
70.90 |
69.60 |
70.51 |
+0.28 |
69,774 |
60,929 |
+0 |
| Oct07 |
070814 |
70.40 |
71.13 |
69.85 |
70.78 |
+0.35 |
84,842 |
129,254 |
+0 |
| Nov07 |
070814 |
70.67 |
71.47 |
70.25 |
71.16 |
+0.38 |
42,049 |
104,658 |
+0 |
| Dec07 |
070814 |
70.83 |
71.48 |
70.45 |
71.31 |
+0.42 |
24,199 |
95,557 |
+0 |
| Jan08 |
070814 |
70.98 |
71.31 |
70.50 |
71.22 |
+0.41 |
3,059 |
0 |
-26,153 |
| Feb08 |
070814 |
70.55 |
71.16 |
70.37 |
71.06 |
+0.38 |
637 |
0 |
-17,325 |
| Mar08 |
070814 |
70.42 |
70.90 |
70.42 |
70.90 |
+0.34 |
368 |
0 |
-10,245 |
| Apr08 |
070814 |
70.76 |
70.76 |
70.46 |
70.76 |
+0.30 |
40 |
10,705 |
+0 |
| May08 |
070814 |
70.64 |
70.64 |
70.34 |
70.64 |
+0.30 |
6 |
4,542 |
+0 |
| Jun08 |
070814 |
70.46 |
70.52 |
69.96 |
70.52 |
+0.29 |
2,995 |
25,845 |
+0 |
| Jul08 |
070814 |
70.42 |
70.42 |
70.15 |
70.42 |
+0.27 |
0 |
2,839 |
+0 |
| Aug08 |
070814 |
70.32 |
70.32 |
70.05 |
70.32 |
+0.27 |
0 |
2,492 |
+0 |
| Sep08 |
070814 |
70.25 |
70.25 |
69.98 |
70.25 |
+0.27 |
0 |
2,661 |
+0 |
| Oct08 |
070814 |
70.18 |
70.18 |
69.92 |
70.18 |
+0.26 |
0 |
5,137 |
+0 |
| Total Volume and Open Interest |
239,796 |
642,937 |
+0 |
| Gas Oil(ICE) |
| Sep07 |
070810 |
624.25 |
627.00 |
611.50 |
617.75 |
-4.00 |
49,562 |
82,056 |
-2,469 |
| Oct07 |
070810 |
628.75 |
628.75 |
614.50 |
620.50 |
-4.00 |
21,236 |
51,358 |
+2,462 |
| Nov07 |
070810 |
623.75 |
628.00 |
617.25 |
622.75 |
-4.00 |
3,649 |
20,289 |
+687 |
| Dec07 |
070810 |
628.50 |
630.25 |
619.00 |
625.25 |
-4.00 |
8,237 |
44,699 |
-1,257 |
| Jan08 |
070810 |
633.50 |
633.50 |
625.50 |
631.50 |
-4.25 |
5,166 |
38,792 |
+605 |
| Feb08 |
070810 |
628.25 |
628.50 |
625.00 |
628.25 |
-4.25 |
396 |
10,236 |
+130 |
| Mar08 |
070810 |
625.00 |
625.00 |
622.00 |
624.75 |
-4.25 |
110 |
6,765 |
+57 |
| Apr08 |
070810 |
620.50 |
621.25 |
620.00 |
621.25 |
-3.75 |
100 |
2,990 |
+100 |
| May08 |
070810 |
617.00 |
617.75 |
617.00 |
617.75 |
-3.50 |
12 |
3,155 |
+411 |
| Jun08 |
070813 |
623.25 |
623.25 |
622.00 |
623.00 |
+8.25 |
1,342 |
28,077 |
+970 |
| Total Volume and Open Interest |
1,696 |
326,407 |
+900 |
| US Dollar Index(NYBOT) |
| Sep07 |
070814 |
80.980 |
81.450 |
80.950 |
81.430 |
+0.460 |
2,429 |
34,234 |
+0 |
| Dec07 |
070814 |
80.880 |
81.270 |
80.880 |
81.230 |
+0.460 |
40 |
3,300 |
+0 |
| Mar08 |
070814 |
81.060 |
81.060 |
81.060 |
81.060 |
+0.460 |
3 |
636 |
+0 |
| Total Volume and Open Interest |
2,472 |
38,179 |
+0 |
| Australian Dollar(CME) |
| Sep07 |
070814 |
84.12 |
84.18 |
83.33 |
83.40 |
-0.71 |
2,533 |
0 |
-100,489 |
| Dec07 |
070814 |
83.60 |
83.83 |
83.01 |
83.11 |
-0.72 |
34 |
0 |
-966 |
| Mar08 |
070814 |
82.76 |
83.14 |
82.76 |
82.76 |
-0.72 |
|
|
|
| Total Volume and Open Interest |
58,435 |
101,625 |
+0 |
| British Pound(CME) |
| Sep07 |
070814 |
201.02 |
201.22 |
199.50 |
199.62 |
-1.63 |
2,434 |
0 |
-127,716 |
| Dec07 |
070814 |
200.22 |
200.69 |
199.00 |
199.22 |
-1.61 |
103 |
0 |
-972 |
| Mar08 |
070814 |
198.72 |
199.08 |
198.71 |
198.72 |
-1.58 |
|
|
|
| Total Volume and Open Interest |
108,501 |
128,733 |
+0 |
| Canadian Dollar(CME) |
| Sep07 |
070814 |
94.93 |
94.94 |
93.64 |
93.71 |
-1.43 |
32,032 |
0 |
-127,560 |
| Dec07 |
070814 |
94.99 |
94.99 |
93.81 |
93.86 |
-1.41 |
474 |
0 |
-4,625 |
| Mar08 |
070814 |
94.69 |
94.73 |
93.91 |
93.96 |
-1.39 |
|
|
|
| Jun08 |
070814 |
94.29 |
94.77 |
93.96 |
94.00 |
-1.37 |
|
|
|
| Total Volume and Open Interest |
38,663 |
133,385 |
+0 |
| Japanese Yen(CME) |
| Sep07 |
070814 |
85.04 |
85.45 |
84.77 |
85.28 |
+0.40 |
126,352 |
0 |
-242,298 |
| Dec07 |
070814 |
86.20 |
86.39 |
85.72 |
86.23 |
+0.41 |
188 |
0 |
-15,660 |
| Mar08 |
070814 |
86.63 |
87.17 |
86.63 |
87.12 |
+0.41 |
|
|
|
| Total Volume and Open Interest |
247,291 |
273,699 |
+0 |
| Swiss Franc(CME) |
| Sep07 |
070814 |
83.17 |
83.35 |
82.73 |
82.83 |
-0.35 |
2,552 |
0 |
-121,758 |
| Dec07 |
070814 |
83.80 |
83.81 |
83.29 |
83.37 |
-0.34 |
156 |
0 |
-327 |
| Mar08 |
070814 |
84.16 |
84.16 |
83.76 |
83.81 |
-0.34 |
|
|
|
| Total Volume and Open Interest |
86,457 |
122,110 |
+0 |
| EuroFX(CME) |
| Sep07 |
070814 |
136.26 |
136.44 |
135.46 |
135.58 |
-0.80 |
150,446 |
0 |
-218,411 |
| Dec07 |
070814 |
136.56 |
136.72 |
135.78 |
135.88 |
-0.80 |
912 |
0 |
-3,472 |
| Mar08 |
070814 |
136.66 |
136.90 |
136.04 |
136.07 |
-0.80 |
2 |
0 |
-126 |
| Total Volume and Open Interest |
180,729 |
222,092 |
+0 |
| Mexican Peso(CME) |
| Aug07 |
070813 |
910.2 |
910.2 |
910.2 |
910.2 |
+2.2 |
3 |
0 |
-3 |
| Sep07 |
070814 |
904.2 |
906.2 |
899.0 |
901.0 |
-5.0 |
1,314 |
0 |
-69,262 |
| Total Volume and Open Interest |
18,985 |
92,040 |
+0 |
| 30-Year T-Bonds(CBOT) |
| Sep07 |
070814 |
109~16 |
109~30 |
109~00 |
109~26 |
+0~11 |
402,106 |
970,503 |
+0 |
| Dec07 |
070814 |
109~08 |
109~24 |
108~30 |
109~21 |
+0~11 |
1,269 |
10,837 |
+0 |
| Mar08 |
070814 |
109~14 |
109~21 |
109~14 |
109~21 |
+0~11 |
0 |
880 |
+0 |
| Total Volume and Open Interest |
426,396 |
982,249 |
+0 |
| 10-Year T-Notes(CBOT) |
| Sep07 |
070814 |
107~200 |
107~295 |
107~070 |
107~280 |
+0~110 |
1,504,934 |
2,803,217 |
+0 |
| Dec07 |
070814 |
107~125 |
107~220 |
107~005 |
107~205 |
+0~110 |
13,288 |
167,390 |
+0 |
| Total Volume and Open Interest |
1,583,524 |
2,971,915 |
+0 |
| 5-Year T-Notes(CBOT) |
| Sep07 |
070814 |
105~150 |
105~265 |
105~095 |
105~255 |
+0~090 |
19,075 |
1,568,144 |
+1,568,144 |
| Dec07 |
070814 |
105~125 |
105~250 |
105~105 |
105~250 |
+0~090 |
131 |
68,945 |
+68,945 |
| Mar08 |
070814 |
105~250 |
105~250 |
105~250 |
105~250 |
+0~090 |
|
|
|
| Total Volume and Open Interest |
852,988 |
1,637,089 |
+1,637,089 |
| 2 Year T-Notes(CBOT) |
| Sep07 |
070814 |
102~077 |
102~089 |
102~053 |
102~087 |
+0~018 |
21,886 |
998,508 |
+0 |
| Dec07 |
070814 |
102~076 |
102~106 |
102~076 |
102~106 |
+0~018 |
0 |
11,260 |
+0 |
| Total Volume and Open Interest |
393,704 |
1,009,768 |
+0 |
| Eurodollars(CME) |
| Sep07 |
070814 |
94.740 |
94.745 |
94.685 |
94.725 |
-0.007 |
2,205 |
0 |
-1,700,911 |
| Dec07 |
070814 |
95.075 |
95.080 |
94.970 |
95.060 |
+0.020 |
467,000 |
0 |
-1,588,042 |
| Mar08 |
070814 |
95.270 |
95.295 |
95.170 |
95.285 |
+0.050 |
563,000 |
0 |
-1,764,401 |
| Jun08 |
070814 |
95.305 |
95.340 |
95.215 |
95.330 |
+0.055 |
375,000 |
0 |
-1,521,186 |
| Sep08 |
070814 |
95.265 |
95.295 |
95.180 |
95.290 |
+0.050 |
343,000 |
0 |
-1,177,352 |
| Dec08 |
070814 |
95.200 |
95.230 |
95.115 |
95.215 |
+0.045 |
666 |
0 |
-1,047,944 |
| Mar09 |
070814 |
95.120 |
95.155 |
95.050 |
95.145 |
+0.045 |
1,910 |
0 |
-682,360 |
| Jun09 |
070814 |
95.050 |
95.085 |
94.985 |
95.075 |
+0.045 |
4,208 |
0 |
-527,070 |
| Sep09 |
070814 |
94.975 |
95.010 |
94.910 |
94.995 |
+0.040 |
5,397 |
0 |
-289,954 |
| Dec09 |
070814 |
94.905 |
94.930 |
94.830 |
94.915 |
+0.040 |
6,628 |
0 |
-226,401 |
| Mar10 |
070814 |
94.860 |
94.865 |
94.775 |
94.850 |
+0.035 |
4,206 |
0 |
-169,347 |
| Jun10 |
070814 |
94.750 |
94.805 |
94.715 |
94.790 |
+0.035 |
2,006 |
0 |
-132,227 |
| Sep10 |
070814 |
94.680 |
94.755 |
94.665 |
94.735 |
+0.030 |
3,361 |
0 |
-100,201 |
| Dec10 |
070814 |
94.650 |
94.690 |
94.605 |
94.670 |
+0.030 |
2,174 |
0 |
-107,277 |
| Mar11 |
070814 |
94.670 |
94.670 |
94.565 |
94.630 |
+0.030 |
1,666 |
0 |
-96,563 |
| Jun11 |
070814 |
94.530 |
94.605 |
94.520 |
94.580 |
+0.025 |
1,683 |
0 |
-90,717 |
| Sep11 |
070814 |
94.475 |
94.560 |
94.475 |
94.535 |
+0.025 |
2,237 |
0 |
-71,704 |
| Dec11 |
070814 |
94.430 |
94.505 |
94.420 |
94.480 |
+0.025 |
3,509 |
0 |
-48,985 |
| Total Volume and Open Interest |
1,797,226 |
|
|
| 3-Mth Euro-Yen(CME) |
| Sep07 |
070814 |
99.16 |
99.16 |
99.16 |
99.16 |
-0.01 |
414 |
0 |
-20,413 |
| Dec07 |
070814 |
99.11 |
99.11 |
99.11 |
99.11 |
-0.02 |
244 |
0 |
-11,064 |
| Mar08 |
070814 |
99.04 |
99.04 |
99.04 |
99.04 |
-0.02 |
543 |
0 |
-7,533 |
| Jun08 |
070814 |
98.96 |
98.96 |
98.96 |
98.96 |
-0.02 |
52 |
0 |
-4,150 |
| Sep08 |
070814 |
98.86 |
98.86 |
98.86 |
98.86 |
-0.02 |
3 |
0 |
-2,937 |
| Dec08 |
070814 |
98.76 |
98.76 |
98.76 |
98.76 |
-0.02 |
|
|
|
| Mar09 |
070814 |
98.68 |
98.68 |
98.68 |
98.68 |
-0.02 |
|
|
|
| Jun09 |
070814 |
98.61 |
98.61 |
98.61 |
98.61 |
-0.01 |
|
|
|
| Sep09 |
070814 |
98.51 |
98.51 |
98.51 |
98.51 |
-0.03 |
|
|
|
| Dec09 |
070814 |
98.43 |
98.43 |
98.43 |
98.43 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
1,256 |
|
|
| 3-Mth Euro-Yen(SGX) |
| Sep07 |
070814 |
99.18 |
99.18 |
99.14 |
99.14 |
-0.03 |
835 |
0 |
-77,180 |
| Dec07 |
070814 |
99.13 |
99.13 |
99.10 |
99.10 |
-0.03 |
2,926 |
0 |
-61,310 |
| Mar08 |
070814 |
99.06 |
99.06 |
99.03 |
99.03 |
-0.04 |
3,888 |
0 |
-42,209 |
| Jun08 |
070814 |
98.97 |
98.98 |
98.94 |
98.94 |
-0.03 |
2,294 |
0 |
-20,485 |
| Sep08 |
070814 |
98.87 |
98.88 |
98.85 |
98.85 |
-0.03 |
660 |
0 |
-12,745 |
| Dec08 |
070814 |
98.78 |
98.78 |
98.75 |
98.75 |
-0.03 |
18 |
0 |
-6,753 |
| Mar09 |
070814 |
98.69 |
98.69 |
98.68 |
98.68 |
-0.02 |
|
|
|
| Jun09 |
070814 |
98.60 |
98.60 |
98.60 |
98.60 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
10,620 |
228,205 |
+0 |
| Japanese Gov't Bonds(SGX) |
| Sep07 |
070813 |
134.36 |
134.55 |
134.06 |
134.38 |
+0.58 |
3,984 |
25,139 |
+1,206 |
| Dec07 |
070814 |
133.98 |
134.03 |
133.84 |
133.98 |
+0.06 |
0 |
18 |
+0 |
| Mar08 |
070814 |
133.98 |
133.98 |
133.98 |
133.98 |
+0.06 |
|
|
|
| Total Volume and Open Interest |
7,873 |
26,807 |
+1,289 |
| Euro-Bund(EUREX) |
| Sep07 |
070814 |
112.75 |
112.84 |
112.19 |
112.74 |
+0.19 |
1,483,464 |
1,630,741 |
-27,625 |
| Dec07 |
070814 |
112.41 |
112.42 |
111.85 |
112.35 |
+0.18 |
6,817 |
43,256 |
+4,783 |
| Mar08 |
070814 |
112.58 |
112.58 |
112.58 |
112.58 |
+0.23 |
250 |
10 |
+0 |
| Total Volume and Open Interest |
1,490,531 |
1,674,007 |
-22,842 |
| Euro-Bobl(EUREX) |
| Sep07 |
070814 |
107.28 |
107.35 |
107.02 |
107.32 |
+0.12 |
896,475 |
1,264,373 |
-11,894 |
| Dec07 |
070814 |
107.16 |
107.16 |
107.16 |
107.16 |
+0.12 |
952 |
4,421 |
+1 |
| Mar08 |
070814 |
107.02 |
107.02 |
107.02 |
107.02 |
+0.12 |
|
|
|
| Total Volume and Open Interest |
897,427 |
1,268,794 |
-11,893 |
| 3-Mth Euribor(EUREX) |
| Sep07 |
070814 |
95.645 |
95.645 |
95.595 |
95.625 |
-0.010 |
1,414 |
23,225 |
-17 |
| Dec07 |
070814 |
95.610 |
95.610 |
95.565 |
95.600 |
unch |
1,326 |
11,461 |
+26 |
| Mar08 |
070814 |
95.580 |
95.590 |
95.540 |
95.585 |
+0.015 |
464 |
9,401 |
-219 |
| Total Volume and Open Interest |
4,633 |
55,271 |
+51 |
| Long Gilt(LIFFE) |
| Sep07 |
070814 |
105~24 |
106~05 |
105~16 |
105~31 |
+0~14 |
53,031 |
0 |
-343,729 |
| Dec07 |
070814 |
106~03 |
106~03 |
106~03 |
106~03 |
+0~13 |
|
|
|
| Total Volume and Open Interest |
102,274 |
343,729 |
+0 |
| 3-Mth Short Sterling(LIFFE) |
| Sep07 |
070814 |
93.80 |
93.87 |
93.78 |
93.86 |
+0.06 |
|
|
|
| Dec07 |
070814 |
93.87 |
93.97 |
93.85 |
93.94 |
+0.07 |
|
|
|
| Mar08 |
070814 |
93.89 |
93.99 |
93.87 |
93.97 |
+0.08 |
|
|
|
| Jun08 |
070814 |
93.90 |
94.00 |
93.88 |
93.99 |
+0.09 |
|
|
|
| Sep08 |
070814 |
93.91 |
94.01 |
93.88 |
94.00 |
+0.09 |
|
|
|
| Dec08 |
070814 |
93.92 |
94.01 |
93.88 |
94.00 |
+0.09 |
|
|
|
| Total Volume and Open Interest |
827,546 |
2,893,563 |
+0 |
| 3-Mth Euribor(LIFFE) |
| Sep07 |
070814 |
95.640 |
95.650 |
95.590 |
95.625 |
-0.005 |
546,337 |
960,622 |
+55,274 |
| Dec07 |
070814 |
95.610 |
95.625 |
95.550 |
95.600 |
unch |
513,296 |
881,268 |
+29,132 |
| Mar08 |
070814 |
95.570 |
95.610 |
95.525 |
95.585 |
+0.015 |
426,129 |
575,511 |
-1,477 |
| Total Volume and Open Interest |
2,347,878 |
4,203,512 |
+114,946 |
| 3-Mth Aus T-Bills(SFE) |
| Sep07 |
070814 |
93.28 |
93.29 |
93.24 |
93.27 |
-0.02 |
24,050 |
0 |
-474,505 |
| Dec07 |
070814 |
93.20 |
93.21 |
93.15 |
93.18 |
-0.03 |
37,603 |
0 |
-307,484 |
| Mar08 |
070814 |
93.12 |
93.13 |
93.06 |
93.09 |
-0.04 |
15,960 |
0 |
-146,580 |
| Jun08 |
070814 |
93.07 |
93.08 |
93.01 |
93.05 |
-0.03 |
4,992 |
0 |
-114,533 |
| Sep08 |
070814 |
93.07 |
93.07 |
93.00 |
93.04 |
-0.03 |
3,788 |
0 |
-57,770 |
| Dec08 |
070814 |
93.07 |
93.07 |
93.03 |
93.05 |
-0.03 |
3,104 |
0 |
-39,960 |
| Mar09 |
070814 |
93.06 |
93.06 |
93.05 |
93.06 |
-0.02 |
1,418 |
0 |
-29,001 |
| Jun09 |
070814 |
93.07 |
93.07 |
93.06 |
93.07 |
-0.02 |
926 |
0 |
-18,447 |
| Sep09 |
070814 |
93.07 |
93.07 |
93.07 |
93.07 |
-0.02 |
4 |
0 |
-1,814 |
| Dec09 |
070814 |
93.07 |
93.09 |
93.07 |
93.09 |
-0.01 |
1 |
0 |
-642 |
| Total Volume and Open Interest |
105,531 |
1,174,378 |
-16,554 |
| 10-Year Aus T-Bonds(SFE) |
| Sep07 |
070814 |
93.98 |
94.04 |
93.94 |
94.02 |
+0.04 |
48,289 |
0 |
-597,675 |
| Dec07 |
070814 |
94.02 |
94.02 |
94.02 |
94.02 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
74,278 |
595,125 |
-2,550 |
| 3-Year Aus T-Bonds(SFE) |
| Sep07 |
070814 |
93.66 |
93.67 |
93.61 |
93.65 |
-0.01 |
112,895 |
0 |
-717,617 |
| Dec07 |
070814 |
93.65 |
93.65 |
93.65 |
93.65 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
138,017 |
737,266 |
+19,649 |
| Gold(CMX) |
| Aug07 |
070814 |
665.0 |
670.5 |
665.0 |
668.6 |
-1.1 |
1,101 |
1,437 |
+0 |
| Oct07 |
070814 |
673.4 |
675.8 |
670.1 |
673.4 |
-1.2 |
5,578 |
36,267 |
+0 |
| Dec07 |
070814 |
680.0 |
682.2 |
676.3 |
679.7 |
-1.2 |
111,757 |
201,577 |
+0 |
| Feb08 |
070814 |
686.0 |
688.0 |
683.6 |
685.6 |
-1.3 |
2,731 |
11,889 |
+0 |
| Apr08 |
070814 |
691.2 |
691.3 |
690.7 |
691.3 |
-1.3 |
870 |
20,666 |
+0 |
| Jun08 |
070814 |
696.4 |
697.0 |
696.4 |
697.0 |
-1.3 |
54 |
16,235 |
+0 |
| Aug08 |
070814 |
702.5 |
702.5 |
702.5 |
702.5 |
-1.4 |
550 |
4,719 |
+0 |
| Oct08 |
070814 |
708.1 |
708.1 |
708.1 |
708.1 |
-1.5 |
1 |
1,469 |
+0 |
| Dec08 |
070814 |
714.7 |
714.8 |
712.0 |
713.9 |
-1.5 |
321 |
17,977 |
+0 |
| Feb09 |
070814 |
719.7 |
719.7 |
719.7 |
719.7 |
-1.6 |
200 |
10,512 |
+0 |
| Apr09 |
070814 |
725.3 |
725.3 |
725.3 |
725.3 |
-1.7 |
50 |
1,750 |
+0 |
| Jun09 |
070814 |
731.1 |
731.1 |
731.1 |
731.1 |
-1.8 |
200 |
10,713 |
+0 |
| Total Volume and Open Interest |
123,430 |
351,736 |
+0 |
| Silver(CMX) |
| Sep07 |
070814 |
1282.0 |
1291.0 |
1270.0 |
1274.8 |
-10.7 |
31,522 |
52,006 |
+0 |
| Dec07 |
070814 |
1301.5 |
1309.5 |
1288.0 |
1293.3 |
-10.7 |
7,249 |
41,587 |
+0 |
| Mar08 |
070814 |
1317.0 |
1323.0 |
1310.6 |
1310.6 |
-10.7 |
256 |
6,267 |
+0 |
| May08 |
070814 |
1321.1 |
1321.1 |
1321.1 |
1321.1 |
-10.7 |
157 |
4,372 |
+0 |
| Jul08 |
070814 |
1331.1 |
1331.1 |
1331.1 |
1331.1 |
-10.9 |
61 |
4,603 |
+0 |
| Sep08 |
070814 |
1341.5 |
1341.5 |
1341.5 |
1341.5 |
-11.0 |
5 |
795 |
+0 |
| Dec08 |
070814 |
1352.5 |
1356.8 |
1352.5 |
1356.8 |
-10.7 |
9 |
5,040 |
+0 |
| Total Volume and Open Interest |
39,271 |
122,314 |
-2 |
| Platinum(NYM) |
| Oct07 |
070814 |
1284.0 |
1285.0 |
1275.1 |
1277.0 |
-10.1 |
2,022 |
13,720 |
+0 |
| Jan08 |
070814 |
1290.0 |
1290.0 |
1285.6 |
1285.6 |
-9.5 |
54 |
238 |
+0 |
| Apr08 |
070814 |
1297.0 |
1297.0 |
1297.0 |
1297.0 |
|
|
|
|
| Palladium(NYME) |
| Sep07 |
070814 |
356.50 |
356.50 |
350.00 |
354.70 |
-3.45 |
4,534 |
14,586 |
+0 |
| Dec07 |
070814 |
358.45 |
359.90 |
355.75 |
359.90 |
-3.45 |
409 |
2,213 |
+0 |
| Mar08 |
070814 |
361.30 |
364.90 |
361.30 |
364.90 |
-3.45 |
0 |
277 |
+0 |
| Total Volume and Open Interest |
4,943 |
18,151 |
+0 |
| Copper(CMX) |
| Sep07 |
070814 |
341.50 |
345.35 |
334.20 |
337.00 |
-7.10 |
15,633 |
31,765 |
+0 |
| Dec07 |
070814 |
341.00 |
344.00 |
333.10 |
335.95 |
-7.40 |
6,681 |
32,214 |
+0 |
| Mar08 |
070814 |
335.90 |
340.00 |
330.35 |
331.75 |
-7.35 |
663 |
3,796 |
+0 |
| May08 |
070814 |
333.55 |
333.55 |
327.35 |
327.35 |
-7.55 |
26 |
745 |
+0 |
| Jul08 |
070814 |
322.85 |
322.85 |
322.85 |
322.85 |
-7.35 |
7 |
454 |
+0 |
| Total Volume and Open Interest |
23,566 |
77,957 |
+0 |
| Aluminum(CMX) |
| Aug07 |
070813 |
110.05 |
110.05 |
110.05 |
110.05 |
unch |
1 |
1 |
+0 |
| Sep07 |
070813 |
110.75 |
110.75 |
110.75 |
110.75 |
unch |
14 |
40 |
+0 |
| Oct07 |
070813 |
111.50 |
111.50 |
111.50 |
111.50 |
unch |
40 |
40 |
+0 |
| Nov07 |
070813 |
112.25 |
112.25 |
112.25 |
112.25 |
unch |
1 |
40 |
+0 |
| Dec07 |
070813 |
113.00 |
113.00 |
113.00 |
113.00 |
unch |
1 |
154 |
+0 |
| Jan08 |
070813 |
113.00 |
113.00 |
113.00 |
113.00 |
unch |
|
|
|
| Total Volume and Open Interest |
57 |
275 |
+0 |
| DJIA Index(CBOT) |
| Sep07 |
070814 |
13253 |
13310 |
13060 |
13089 |
-166 |
5,078 |
37,703 |
+0 |
| Dec07 |
070814 |
13390 |
13390 |
13170 |
13179 |
-167 |
47 |
218 |
+0 |
| Mar08 |
070814 |
13273 |
13273 |
13273 |
13273 |
-166 |
0 |
1 |
+0 |
| Jun08 |
070814 |
13367 |
13367 |
13367 |
13367 |
-166 |
|
|
|
| Total Volume and Open Interest |
6,247 |
37,922 |
+0 |
| S & P 500(CME) |
| Sep07 |
070814 |
1455.10 |
1462.50 |
1430.00 |
1434.30 |
-20.80 |
36,475 |
0 |
-577,561 |
| Dec07 |
070814 |
1469.50 |
1473.00 |
1441.90 |
1445.70 |
-21.20 |
12,190 |
0 |
-60,487 |
| Mar08 |
070814 |
1456.20 |
1484.70 |
1452.70 |
1456.20 |
-21.50 |
|
|
|
| Jun08 |
070814 |
157.48 |
185.98 |
153.98 |
157.48 |
-21.50 |
|
|
|
| Total Volume and Open Interest |
136,585 |
646,390 |
+0 |
| S & P 500 E-Mini(Globex) |
| Sep07 |
070814 |
1455.25 |
1462.75 |
1430.25 |
1434.25 |
-20.75 |
1,798,440 |
0 |
-2,083,824 |
| Dec07 |
070814 |
1465.00 |
1474.25 |
1441.75 |
1445.75 |
-21.25 |
9,369 |
0 |
-29,904 |
| Total Volume and Open Interest |
3,639,734 |
2,113,729 |
+0 |
| NASDAQ 100(CME) |
| Sep07 |
070814 |
1943.00 |
1951.00 |
1910.00 |
1914.80 |
-27.70 |
3,219 |
0 |
-68,640 |
| Dec07 |
070814 |
1971.00 |
1971.00 |
1937.00 |
1937.00 |
-28.30 |
|
|
|
| Mar08 |
070814 |
1959.80 |
1988.00 |
1959.80 |
1959.80 |
-28.20 |
|
|
|
| Total Volume and Open Interest |
6,392 |
68,690 |
+0 |
| NASDAQ 100 E-Mini(Globex) |
| Sep07 |
070814 |
1942.00 |
1951.80 |
1910.30 |
1914.80 |
-27.70 |
353,391 |
0 |
-429,354 |
| Dec07 |
070814 |
1972.00 |
1974.00 |
1933.50 |
1937.00 |
-28.30 |
8 |
0 |
-483 |
| Total Volume and Open Interest |
706,385 |
429,837 |
+0 |
| S & P Midcap 400(CME) |
| Sep07 |
070814 |
858.00 |
860.50 |
841.00 |
844.00 |
-13.20 |
56 |
0 |
-6,486 |
| Dec07 |
070814 |
853.00 |
853.00 |
851.20 |
853.00 |
-13.20 |
|
|
|
| Mar08 |
070814 |
862.70 |
862.70 |
860.90 |
862.70 |
-13.20 |
|
|
|
| Total Volume and Open Interest |
35 |
6,486 |
+0 |
| Russell 2000(CME) |
| Sep07 |
070814 |
782.05 |
787.00 |
765.00 |
769.40 |
-12.90 |
371 |
0 |
-57,872 |
| Dec07 |
070814 |
779.00 |
779.00 |
774.00 |
775.40 |
-13.10 |
|
|
|
| Mar08 |
070814 |
781.40 |
781.80 |
781.40 |
781.40 |
-14.70 |
|
|
|
| Total Volume and Open Interest |
2,238 |
57,904 |
+0 |
| Russell 2000 E-Mini(Globex) |
| Sep07 |
070814 |
782.40 |
787.80 |
765.10 |
769.40 |
-12.90 |
291,930 |
0 |
-660,222 |
| Dec07 |
070814 |
789.00 |
793.70 |
772.00 |
775.40 |
-13.10 |
95 |
0 |
-1,021 |
| Mar08 |
070814 |
781.40 |
781.40 |
781.40 |
781.40 |
-14.70 |
|
|
|
| Total Volume and Open Interest |
490,539 |
661,243 |
+0 |
| Value Line(KCBT) |
| Sep07 |
070814 |
2242.00 |
2242.00 |
2242.00 |
2242.00 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Nikkei 225(CME) |
| Sep07 |
070814 |
16735 |
16865 |
16730 |
16855 |
+80 |
97,844 |
240,080 |
+3,917 |
| Dec07 |
070814 |
16780 |
16825 |
16710 |
16810 |
+45 |
43 |
620 |
+101 |
| Total Volume and Open Interest |
97,887 |
240,741 |
+4,018 |
| Nikkei 225(SGX) |
| Sep07 |
070814 |
16735 |
16865 |
16730 |
16855 |
+80 |
97,844 |
240,080 |
+3,917 |
| Dec07 |
070814 |
16780 |
16825 |
16710 |
16810 |
+45 |
43 |
620 |
+101 |
| Mar08 |
070814 |
16835 |
16835 |
16835 |
16835 |
+45 |
|
|
|
| Total Volume and Open Interest |
97,887 |
240,741 |
+4,018 |
| CAC 40(EURONEXT) |
| Aug07 |
070814 |
5518.0 |
5578.0 |
5465.5 |
5481.0 |
-93.5 |
181,993 |
0 |
-663,240 |
| Sep07 |
070814 |
5539.0 |
5596.5 |
5486.5 |
5502.5 |
-93.5 |
33,422 |
0 |
-61,175 |
| Oct07 |
070814 |
5598.5 |
5598.5 |
5519.0 |
5519.0 |
-93.5 |
127 |
0 |
-241 |
| Total Volume and Open Interest |
316,512 |
726,244 |
+0 |
| Hang Seng Index(HKFE) |
| Aug07 |
070814 |
21780 |
21978 |
21735 |
21903 |
+13 |
58,143 |
125,061 |
+293 |
| Sep07 |
070814 |
21770 |
21960 |
21730 |
21901 |
+13 |
2,738 |
10,231 |
+1,021 |
| Total Volume and Open Interest |
60,980 |
135,976 |
+1,316 |
| DAX(EUREX) |
| Sep07 |
070814 |
7440.0 |
7526.0 |
7414.0 |
7463.0 |
-41.5 |
368,510 |
334,298 |
+0 |
| Dec07 |
070814 |
7521.0 |
7602.5 |
7501.0 |
7544.5 |
-40.5 |
649 |
13,980 |
+0 |
| Mar08 |
070814 |
7625.0 |
7683.0 |
7625.0 |
7625.0 |
-42.5 |
105 |
2,090 |
+0 |
| Total Volume and Open Interest |
369,264 |
350,368 |
+0 |
| FT-SE 100(EURONEXT) |
| Sep07 |
070814 |
6184.00 |
6281.00 |
6142.50 |
6161.50 |
-84.00 |
128,601 |
0 |
-489,521 |
| Dec07 |
070814 |
6236.50 |
6325.50 |
6208.50 |
6218.50 |
-85.50 |
370 |
0 |
-12,186 |
| Mar08 |
070814 |
6312.50 |
6330.00 |
6231.00 |
6231.00 |
-87.50 |
8 |
0 |
-575 |
| Total Volume and Open Interest |
234,594 |
502,283 |
+0 |
| SPI 200(SFE) |
| Sep07 |
070814 |
6004.0 |
6118.0 |
5908.0 |
5964.0 |
-33.0 |
27,712 |
0 |
-364,134 |
| Dec07 |
070814 |
6050.0 |
6146.0 |
5976.0 |
6007.0 |
-33.0 |
16 |
0 |
-4,714 |
| Mar08 |
070814 |
5997.0 |
6016.0 |
5997.0 |
6016.0 |
-34.0 |
|
|
|
| Total Volume and Open Interest |
32,635 |
383,428 |
+11,656 |
| GSCI(CME) |
| Aug07 |
070814 |
490.00 |
491.50 |
486.75 |
491.00 |
+2.90 |
4,590 |
0 |
-6,425 |
| Sep07 |
070814 |
492.20 |
494.00 |
488.20 |
493.10 |
+2.35 |
4,442 |
0 |
-14,753 |
| Oct07 |
070814 |
497.00 |
497.50 |
493.50 |
497.00 |
+1.70 |
|
|
|
| Total Volume and Open Interest |
6,530 |
21,178 |
+0 |
| Reuters CRB Index(NYBOT) |
| Nov07 |
070813 |
421.00 |
424.50 |
420.00 |
424.50 |
+1.00 |
15 |
868 |
+6 |
| Jan08 |
070813 |
425.50 |
426.50 |
425.50 |
426.50 |
+1.00 |
1 |
415 |
+1 |
| Feb08 |
070813 |
424.00 |
426.50 |
424.00 |
426.50 |
+1.00 |
1 |
230 |
+3 |
| Total Volume and Open Interest |
17 |
1,513 |
-46 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|
