 |
MRCI's End of Day Prices |
Daily Futures Price Listing Thu August 16, 2007 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep07 |
070816 |
838.25 |
838.25 |
789.00 |
799.25 |
-39.75 |
5,386 |
26,497 |
-525 |
Nov07 |
070816 |
851.50 |
852.50 |
804.50 |
814.50 |
-40.00 |
74,498 |
298,503 |
-2,189 |
Jan08 |
070816 |
866.00 |
866.00 |
820.50 |
830.25 |
-40.25 |
3,557 |
36,911 |
+1,369 |
Mar08 |
070816 |
881.00 |
881.00 |
831.50 |
841.25 |
-40.25 |
2,490 |
21,753 |
-47 |
May08 |
070816 |
884.50 |
884.50 |
837.00 |
847.00 |
-40.00 |
838 |
24,363 |
-216 |
Jul08 |
070816 |
898.25 |
898.25 |
848.50 |
858.00 |
-40.50 |
3,504 |
33,205 |
-498 |
Aug08 |
070816 |
885.00 |
885.00 |
849.00 |
860.00 |
-39.00 |
0 |
543 |
+0 |
Sep08 |
070816 |
850.00 |
850.00 |
850.00 |
850.00 |
-38.00 |
0 |
236 |
+0 |
Nov08 |
070816 |
878.75 |
878.75 |
829.50 |
844.00 |
-35.50 |
3,212 |
52,484 |
+561 |
Jan09 |
070816 |
846.25 |
850.00 |
833.00 |
848.00 |
-35.00 |
11 |
367 |
+11 |
Jul09 |
070816 |
865.50 |
865.50 |
848.00 |
852.00 |
-39.00 |
70 |
243 |
+4 |
Total Volume and Open Interest |
93,602 |
500,862 |
-1,500 |
Soybean Meal(CBOT) |
Sep07 |
070816 |
228.50 |
228.50 |
214.10 |
218.80 |
-9.00 |
6,486 |
28,709 |
-201 |
Oct07 |
070816 |
230.00 |
230.00 |
216.70 |
220.80 |
-10.20 |
2,767 |
17,808 |
+325 |
Dec07 |
070816 |
235.10 |
235.10 |
220.70 |
225.50 |
-9.60 |
17,011 |
86,013 |
-343 |
Jan08 |
070816 |
236.30 |
236.30 |
223.50 |
226.90 |
-11.30 |
771 |
13,317 |
-256 |
Mar08 |
070816 |
240.50 |
240.50 |
227.00 |
230.50 |
-10.50 |
501 |
14,172 |
+64 |
May08 |
070816 |
241.30 |
241.30 |
229.50 |
233.30 |
-10.20 |
454 |
16,234 |
+39 |
Jul08 |
070816 |
234.90 |
239.50 |
232.50 |
236.40 |
-10.10 |
354 |
12,168 |
+51 |
Aug08 |
070816 |
235.90 |
240.00 |
232.50 |
235.00 |
-10.00 |
56 |
2,870 |
+13 |
Sep08 |
070816 |
238.00 |
239.10 |
232.50 |
235.30 |
-9.70 |
122 |
3,000 |
+92 |
Oct08 |
070816 |
233.00 |
236.00 |
228.00 |
229.30 |
-10.70 |
60 |
1,419 |
+44 |
Total Volume and Open Interest |
28,711 |
201,209 |
-235 |
Soybean Oil(CBOT) |
Sep07 |
070816 |
35.85 |
35.91 |
33.91 |
34.50 |
-1.34 |
7,766 |
44,819 |
-417 |
Oct07 |
070816 |
36.05 |
36.05 |
34.13 |
34.73 |
-1.30 |
3,909 |
24,665 |
+841 |
Dec07 |
070816 |
36.52 |
36.61 |
34.53 |
35.00 |
-1.52 |
23,700 |
164,561 |
+311 |
Jan08 |
070816 |
36.86 |
36.86 |
34.98 |
35.30 |
-1.56 |
666 |
18,864 |
+114 |
Mar08 |
070816 |
36.21 |
36.40 |
35.30 |
35.75 |
-1.53 |
483 |
10,285 |
+72 |
May08 |
070816 |
37.55 |
37.55 |
35.55 |
36.04 |
-1.51 |
405 |
9,144 |
+212 |
Jul08 |
070816 |
36.82 |
37.00 |
35.83 |
36.30 |
-1.53 |
694 |
10,668 |
+124 |
Aug08 |
070816 |
37.00 |
37.00 |
35.90 |
36.25 |
-1.60 |
58 |
696 |
+58 |
Sep08 |
070816 |
37.00 |
37.00 |
36.30 |
36.30 |
-1.55 |
45 |
354 |
-29 |
Oct08 |
070816 |
36.80 |
36.80 |
36.00 |
36.28 |
-1.62 |
8 |
401 |
+8 |
Total Volume and Open Interest |
38,167 |
294,536 |
+1,427 |
Canola(WCE) |
Corn(CBOT) |
Sep07 |
070816 |
326.75 |
326.75 |
309.50 |
321.50 |
-6.50 |
38,052 |
129,537 |
-7,341 |
Dec07 |
070816 |
343.50 |
343.75 |
326.50 |
339.00 |
-6.25 |
92,974 |
596,336 |
-2,121 |
Mar08 |
070816 |
360.00 |
360.00 |
342.25 |
354.25 |
-6.25 |
16,568 |
107,034 |
+632 |
May08 |
070816 |
366.75 |
368.00 |
351.00 |
363.50 |
-7.00 |
2,411 |
34,005 |
+469 |
Jul08 |
070816 |
377.50 |
377.50 |
360.00 |
372.75 |
-7.00 |
10,073 |
75,084 |
-1,541 |
Sep08 |
070816 |
382.00 |
382.00 |
368.00 |
377.00 |
-7.75 |
720 |
10,939 |
+315 |
Dec08 |
070816 |
392.75 |
392.75 |
375.50 |
387.00 |
-7.75 |
7,533 |
134,662 |
-472 |
Mar09 |
070816 |
396.00 |
396.00 |
385.50 |
394.25 |
-7.75 |
20 |
4,296 |
+2 |
Jul09 |
070816 |
404.00 |
404.00 |
399.50 |
399.50 |
-7.50 |
27 |
1,119 |
+20 |
Total Volume and Open Interest |
168,591 |
1,122,530 |
-10,016 |
Wheat(CBOT) |
Sep07 |
070816 |
678.50 |
682.75 |
654.75 |
673.00 |
-5.50 |
35,685 |
76,323 |
-6,592 |
Dec07 |
070816 |
699.00 |
699.50 |
670.00 |
687.50 |
-9.50 |
53,190 |
237,042 |
+4,241 |
Mar08 |
070816 |
698.00 |
698.00 |
669.50 |
686.00 |
-9.50 |
3,182 |
22,070 |
+277 |
May08 |
070816 |
664.00 |
667.50 |
653.00 |
659.50 |
-8.00 |
223 |
4,583 |
+59 |
Jul08 |
070816 |
584.00 |
586.00 |
565.00 |
575.50 |
-10.75 |
3,654 |
47,304 |
+221 |
Sep08 |
070816 |
585.00 |
588.75 |
568.00 |
576.00 |
-11.50 |
164 |
1,570 |
+22 |
Total Volume and Open Interest |
97,162 |
408,316 |
-1,601 |
Wheat(KCBT) |
Sep07 |
070816 |
658.75 |
662.25 |
635.00 |
650.75 |
-7.25 |
13,821 |
46,541 |
-3,590 |
Dec07 |
070816 |
674.75 |
677.00 |
649.00 |
664.00 |
-11.75 |
15,176 |
92,961 |
+4,704 |
Mar08 |
070816 |
674.00 |
675.00 |
651.00 |
667.75 |
-6.50 |
1,014 |
7,566 |
+105 |
May08 |
070816 |
665.00 |
665.00 |
650.00 |
654.50 |
-5.50 |
6 |
66 |
+6 |
Jul08 |
070816 |
582.00 |
583.00 |
572.00 |
575.00 |
-8.00 |
618 |
10,951 |
+383 |
Sep08 |
070816 |
580.00 |
580.00 |
575.00 |
575.00 |
-9.50 |
12 |
290 |
+8 |
Total Volume and Open Interest |
30,679 |
159,909 |
+1,642 |
Wheat(MGE) |
Sep07 |
070816 |
663.00 |
665.00 |
635.25 |
655.00 |
-8.50 |
4,848 |
12,883 |
-590 |
Dec07 |
070816 |
670.00 |
670.75 |
641.25 |
660.50 |
-10.25 |
5,659 |
35,776 |
+562 |
Mar08 |
070816 |
664.50 |
671.00 |
648.00 |
665.00 |
-9.75 |
511 |
3,842 |
+50 |
May08 |
070816 |
666.25 |
666.25 |
645.00 |
665.00 |
-8.00 |
9 |
298 |
+0 |
Jul08 |
070816 |
610.00 |
618.00 |
610.00 |
618.00 |
-7.00 |
11 |
373 |
+10 |
Total Volume and Open Interest |
11,089 |
55,377 |
+43 |
Oats(CBOT) |
Sep07 |
070816 |
246.75 |
246.75 |
239.75 |
244.00 |
-5.50 |
70 |
597 |
-6 |
Dec07 |
070816 |
259.50 |
260.00 |
250.00 |
250.50 |
-7.50 |
310 |
11,482 |
+23 |
Mar08 |
070816 |
269.00 |
269.00 |
261.00 |
262.50 |
-7.50 |
8 |
1,167 |
+5 |
May08 |
070816 |
274.50 |
277.00 |
270.00 |
270.00 |
-7.25 |
3 |
33 |
+2 |
Total Volume and Open Interest |
391 |
13,300 |
+24 |
Rough Rice(CBOT) |
Sep07 |
070816 |
10.46 |
10.50 |
10.18 |
10.29 |
-0.23 |
421 |
3,433 |
-63 |
Nov07 |
070816 |
10.86 |
10.86 |
10.50 |
10.61 |
-0.25 |
444 |
9,747 |
+193 |
Jan08 |
070816 |
11.18 |
11.18 |
10.88 |
10.94 |
-0.21 |
65 |
1,429 |
+47 |
Mar08 |
070816 |
11.29 |
11.35 |
11.18 |
11.25 |
-0.19 |
21 |
630 |
+0 |
Total Volume and Open Interest |
951 |
15,441 |
+177 |
Live Cattle(CME) |
Aug07 |
070816 |
92.400 |
92.400 |
90.330 |
90.400 |
-1.735 |
2,289 |
9,894 |
-662 |
Oct07 |
070816 |
96.035 |
96.730 |
93.600 |
93.700 |
-2.230 |
12,384 |
129,077 |
+533 |
Dec07 |
070816 |
98.785 |
99.000 |
96.500 |
97.000 |
-1.900 |
5,046 |
48,844 |
+264 |
Feb08 |
070816 |
98.850 |
98.850 |
97.000 |
97.300 |
-1.680 |
1,883 |
22,044 |
+255 |
Apr08 |
070816 |
98.300 |
98.700 |
97.400 |
97.950 |
-1.500 |
1,288 |
11,031 |
+97 |
Jun08 |
070816 |
94.600 |
94.600 |
93.250 |
93.600 |
-1.250 |
215 |
3,646 |
+125 |
Total Volume and Open Interest |
23,117 |
225,200 |
+618 |
Feeder Cattle(CME) |
Aug07 |
070816 |
116.000 |
116.050 |
114.700 |
115.550 |
-0.630 |
725 |
4,990 |
-434 |
Sep07 |
070816 |
116.150 |
116.150 |
114.100 |
115.330 |
-1.055 |
1,398 |
5,408 |
+28 |
Oct07 |
070816 |
116.600 |
116.750 |
114.200 |
115.535 |
-1.015 |
1,182 |
11,615 |
-93 |
Nov07 |
070816 |
115.500 |
116.700 |
114.750 |
115.900 |
-1.030 |
746 |
3,210 |
+194 |
Jan08 |
070816 |
114.150 |
114.150 |
112.400 |
113.750 |
-0.635 |
111 |
1,917 |
+48 |
Mar08 |
070816 |
111.500 |
111.500 |
110.500 |
111.100 |
-0.830 |
18 |
404 |
+13 |
Apr08 |
070816 |
110.500 |
111.500 |
110.500 |
111.500 |
-0.750 |
4 |
162 |
+0 |
Total Volume and Open Interest |
4,207 |
28,020 |
-225 |
Lean Hogs(CME) |
Oct07 |
070816 |
67.750 |
68.200 |
65.675 |
66.975 |
-1.600 |
13,681 |
76,710 |
-573 |
Dec07 |
070816 |
66.650 |
66.950 |
64.675 |
66.300 |
-1.375 |
6,750 |
52,463 |
+1,556 |
Feb08 |
070816 |
67.600 |
68.000 |
65.750 |
67.900 |
-0.550 |
1,925 |
18,461 |
+526 |
Apr08 |
070816 |
68.800 |
68.800 |
66.650 |
68.450 |
-1.200 |
1,002 |
14,550 |
+233 |
May08 |
070816 |
72.200 |
73.600 |
70.950 |
73.450 |
+0.125 |
71 |
1,503 |
+50 |
Jun08 |
070816 |
74.900 |
74.900 |
73.150 |
74.600 |
-1.175 |
238 |
8,929 |
+108 |
Jul08 |
070816 |
73.000 |
73.100 |
71.500 |
73.100 |
-0.975 |
74 |
2,335 |
+57 |
Aug08 |
070816 |
69.750 |
69.950 |
69.750 |
69.950 |
-1.250 |
11 |
321 |
+6 |
Total Volume and Open Interest |
33,032 |
175,273 |
+1,964 |
Class III Milk(CME) |
Aug07 |
070816 |
19.72 |
19.77 |
19.71 |
19.72 |
-0.06 |
41 |
4,612 |
+2 |
Sep07 |
070816 |
19.40 |
19.52 |
19.10 |
19.25 |
-0.31 |
359 |
4,761 |
+2 |
Oct07 |
070816 |
18.45 |
18.60 |
18.05 |
18.20 |
-0.37 |
434 |
3,975 |
-2 |
Nov07 |
070816 |
17.44 |
17.57 |
17.01 |
17.14 |
-0.36 |
208 |
3,338 |
+9 |
Dec07 |
070816 |
17.10 |
17.20 |
16.75 |
16.95 |
-0.27 |
240 |
3,251 |
+28 |
Total Volume and Open Interest |
1,746 |
34,944 |
+72 |
Cocoa(ICE) |
Sep07 |
070816 |
1879 |
1879 |
1782 |
1787 |
-85 |
5,009 |
5,397 |
-3,045 |
Dec07 |
070816 |
1874 |
1885 |
1784 |
1795 |
-79 |
21,972 |
78,500 |
+828 |
Mar08 |
070816 |
1905 |
1905 |
1804 |
1816 |
-81 |
5,503 |
26,846 |
+1,859 |
May08 |
070816 |
1881 |
1881 |
1817 |
1829 |
-80 |
787 |
6,633 |
+166 |
Jul08 |
070816 |
1879 |
1879 |
1834 |
1845 |
-80 |
26 |
2,974 |
+0 |
Sep08 |
070816 |
1929 |
1929 |
1848 |
1860 |
-81 |
114 |
3,909 |
-31 |
Dec08 |
070816 |
1957 |
1957 |
1875 |
1886 |
-83 |
160 |
10,600 |
+110 |
Total Volume and Open Interest |
33,571 |
134,942 |
-113 |
Coffee "C"(ICE) |
Sep07 |
070816 |
118.50 |
118.90 |
110.95 |
111.30 |
-7.90 |
24,421 |
30,769 |
-4,440 |
Dec07 |
070816 |
122.70 |
122.75 |
115.00 |
115.25 |
-7.95 |
25,703 |
88,221 |
+3,569 |
Mar08 |
070816 |
125.95 |
125.95 |
118.80 |
118.85 |
-7.95 |
1,809 |
18,652 |
+188 |
May08 |
070816 |
127.05 |
127.60 |
120.90 |
120.90 |
-7.80 |
1,094 |
6,972 |
+247 |
Jul08 |
070816 |
128.80 |
129.35 |
122.70 |
122.70 |
-7.70 |
605 |
3,359 |
+132 |
Sep08 |
070816 |
130.40 |
130.95 |
124.25 |
124.40 |
-7.60 |
775 |
8,956 |
+240 |
Total Volume and Open Interest |
55,183 |
166,542 |
-30 |
Orange Juice(ICE) |
Sep07 |
070816 |
122.05 |
122.70 |
117.50 |
120.85 |
-0.90 |
4,367 |
9,142 |
-603 |
Nov07 |
070816 |
122.50 |
123.50 |
117.75 |
121.65 |
-0.85 |
2,590 |
12,994 |
-53 |
Jan08 |
070816 |
120.00 |
123.50 |
119.45 |
122.15 |
-0.85 |
199 |
4,512 |
-17 |
Mar08 |
070816 |
120.00 |
122.65 |
120.00 |
122.65 |
-0.85 |
80 |
3,124 |
+3 |
May08 |
070816 |
120.45 |
123.15 |
120.45 |
123.15 |
-0.85 |
2 |
656 |
+0 |
Jul08 |
070816 |
123.65 |
123.65 |
123.65 |
123.65 |
-0.85 |
5 |
135 |
+5 |
Total Volume and Open Interest |
7,245 |
31,513 |
-665 |
Sugar #11(ICE) |
Oct07 |
070816 |
9.45 |
9.48 |
9.08 |
9.09 |
-0.36 |
79,018 |
335,011 |
-1,478 |
Mar08 |
070816 |
9.66 |
9.72 |
9.35 |
9.37 |
-0.33 |
25,420 |
163,577 |
+1,191 |
May08 |
070816 |
9.75 |
9.80 |
9.42 |
9.45 |
-0.33 |
5,798 |
42,799 |
-24 |
Jul08 |
070816 |
9.84 |
9.87 |
9.50 |
9.56 |
-0.31 |
3,224 |
36,633 |
-346 |
Oct08 |
070816 |
10.05 |
10.05 |
9.72 |
9.74 |
-0.32 |
3,029 |
43,826 |
+151 |
Total Volume and Open Interest |
118,828 |
669,907 |
-410 |
London Cocoa(LCE) |
Sep07 |
070816 |
962 |
963 |
930 |
933 |
-28 |
3,733 |
49,736 |
-188 |
Dec07 |
070816 |
991 |
993 |
956 |
960 |
-31 |
6,366 |
59,689 |
+2,512 |
Mar08 |
070816 |
1008 |
1009 |
974 |
977 |
-31 |
1,380 |
37,921 |
+226 |
May08 |
070816 |
1013 |
1017 |
985 |
988 |
-29 |
178 |
13,826 |
+57 |
Jul08 |
070816 |
1022 |
1022 |
997 |
999 |
-29 |
26 |
12,921 |
+10 |
Sep08 |
070816 |
1018 |
1019 |
1007 |
1010 |
-27 |
40 |
9,837 |
+40 |
Dec08 |
070816 |
1025 |
1031 |
1017 |
1017 |
-28 |
0 |
4,845 |
+0 |
Total Volume and Open Interest |
11,723 |
188,871 |
+2,657 |
London Sugar(LCE) |
Oct07 |
070816 |
282.00 |
282.00 |
272.00 |
272.50 |
-8.40 |
1,419 |
39,069 |
+697 |
Dec07 |
070816 |
285.00 |
285.10 |
276.50 |
276.50 |
-8.20 |
595 |
9,616 |
-159 |
Mar08 |
070816 |
295.00 |
295.00 |
286.90 |
287.00 |
-7.60 |
697 |
15,055 |
+243 |
May08 |
070816 |
295.10 |
295.90 |
290.80 |
290.80 |
-6.80 |
151 |
5,419 |
-27 |
Aug08 |
070816 |
298.00 |
298.00 |
292.80 |
292.80 |
-6.30 |
95 |
4,695 |
-6 |
Total Volume and Open Interest |
3,344 |
79,133 |
+867 |
Cotton(ICE) |
Oct07 |
070816 |
58.16 |
58.16 |
55.00 |
55.23 |
-2.77 |
986 |
5,593 |
+48 |
Dec07 |
070816 |
60.20 |
60.25 |
57.18 |
57.18 |
-3.00 |
31,288 |
138,563 |
-743 |
Mar08 |
070816 |
63.39 |
63.39 |
60.70 |
60.70 |
-3.00 |
2,972 |
43,834 |
+280 |
May08 |
070816 |
64.37 |
64.37 |
61.80 |
61.80 |
-3.00 |
333 |
3,517 |
-43 |
Jul08 |
070816 |
65.35 |
65.35 |
62.80 |
62.80 |
-3.00 |
257 |
3,541 |
-10 |
Oct08 |
070816 |
66.50 |
66.50 |
63.80 |
63.80 |
-3.00 |
18 |
101 |
+13 |
Total Volume and Open Interest |
37,555 |
207,272 |
-294 |
Lumber(CME) |
Sep07 |
070816 |
277.0 |
281.5 |
274.5 |
274.5 |
-10.0 |
504 |
4,039 |
-92 |
Nov07 |
070816 |
279.0 |
281.5 |
274.6 |
274.7 |
-9.3 |
185 |
3,533 |
-4 |
Jan08 |
070816 |
293.5 |
293.6 |
289.0 |
291.4 |
-7.1 |
17 |
242 |
-2 |
Mar08 |
070816 |
298.6 |
298.6 |
295.8 |
295.8 |
-5.0 |
1 |
33 |
-1 |
Total Volume and Open Interest |
707 |
7,872 |
-99 |
Crude Oil(NYM) |
Sep07 |
070816 |
73.14 |
73.14 |
70.10 |
71.00 |
-2.33 |
280,131 |
137,635 |
-27,691 |
Oct07 |
070816 |
73.01 |
73.01 |
69.97 |
70.87 |
-2.34 |
172,973 |
301,601 |
+23,464 |
Nov07 |
070816 |
72.60 |
72.60 |
69.75 |
70.60 |
-2.23 |
55,360 |
111,091 |
+2,968 |
Dec07 |
070816 |
72.01 |
72.08 |
69.35 |
70.18 |
-2.13 |
62,234 |
198,488 |
+2,614 |
Jan08 |
070816 |
71.46 |
71.46 |
69.25 |
69.81 |
-2.05 |
14,043 |
63,351 |
-1,312 |
Feb08 |
070816 |
70.15 |
70.21 |
69.02 |
69.50 |
-1.98 |
1,704 |
31,174 |
-161 |
Mar08 |
070816 |
68.80 |
69.35 |
68.80 |
69.27 |
-1.93 |
2,123 |
32,274 |
+424 |
Apr08 |
070816 |
69.09 |
69.09 |
69.09 |
69.09 |
-1.89 |
1,756 |
39,144 |
-165 |
May08 |
070816 |
68.62 |
68.95 |
68.61 |
68.95 |
-1.85 |
1,788 |
32,745 |
-532 |
Jun08 |
070816 |
70.20 |
70.20 |
68.18 |
68.84 |
-1.81 |
3,278 |
53,893 |
+599 |
Jul08 |
070816 |
68.75 |
68.75 |
68.75 |
68.75 |
-1.78 |
240 |
14,776 |
+99 |
Aug08 |
070816 |
68.67 |
68.67 |
68.67 |
68.67 |
-1.75 |
585 |
12,866 |
-276 |
Sep08 |
070816 |
68.20 |
68.60 |
68.20 |
68.60 |
-1.71 |
960 |
43,410 |
+577 |
Oct08 |
070816 |
69.67 |
69.67 |
68.54 |
68.54 |
-1.68 |
330 |
20,177 |
-325 |
Nov08 |
070816 |
68.48 |
68.48 |
68.48 |
68.48 |
-1.65 |
2 |
14,721 |
-2 |
Dec08 |
070816 |
70.03 |
70.03 |
67.85 |
68.42 |
-1.63 |
11,173 |
157,348 |
+482 |
Total Volume and Open Interest |
615,578 |
1,518,178 |
+1,215 |
e-miNY Crude Oil(NYM) |
Aug07 |
070719 |
74.875 |
76.000 |
74.625 |
75.925 |
+0.875 |
|
|
|
Sep07 |
070816 |
73.150 |
73.150 |
70.100 |
71.000 |
-2.325 |
|
|
|
Oct07 |
070816 |
72.900 |
72.900 |
69.950 |
70.875 |
-2.325 |
|
|
|
Nov07 |
070816 |
72.150 |
72.400 |
70.000 |
70.600 |
-2.225 |
|
|
|
Dec07 |
070816 |
71.600 |
71.600 |
69.250 |
70.175 |
-2.125 |
|
|
|
Jan08 |
070816 |
69.800 |
69.800 |
69.800 |
69.800 |
-2.050 |
|
|
|
Feb08 |
070816 |
69.500 |
69.500 |
69.500 |
69.500 |
-1.975 |
|
|
|
Mar08 |
070816 |
69.275 |
69.275 |
69.275 |
69.275 |
-1.925 |
|
|
|
Apr08 |
070816 |
69.100 |
69.100 |
69.100 |
69.100 |
-1.875 |
|
|
|
May08 |
070816 |
68.950 |
68.950 |
68.950 |
68.950 |
-1.850 |
|
|
|
Total Volume and Open Interest |
18,251 |
8,027 |
+175 |
Heating Oil(NYM) |
Sep07 |
070816 |
202.25 |
202.25 |
194.68 |
198.29 |
-4.40 |
44,087 |
41,772 |
-2,465 |
Oct07 |
070816 |
203.67 |
203.67 |
196.50 |
199.89 |
-4.50 |
22,991 |
47,481 |
+1,170 |
Nov07 |
070816 |
205.41 |
205.41 |
198.95 |
202.04 |
-4.50 |
9,974 |
31,070 |
+606 |
Dec07 |
070816 |
206.52 |
206.52 |
200.50 |
203.49 |
-4.55 |
8,893 |
33,795 |
-311 |
Jan08 |
070816 |
207.14 |
207.14 |
202.25 |
204.54 |
-4.55 |
1,870 |
18,350 |
+158 |
Feb08 |
070816 |
206.52 |
206.52 |
201.00 |
203.74 |
-4.55 |
627 |
12,875 |
+21 |
Mar08 |
070816 |
205.14 |
205.14 |
199.67 |
201.84 |
-4.55 |
672 |
5,424 |
-12 |
Apr08 |
070816 |
198.25 |
198.94 |
195.87 |
197.99 |
-4.50 |
133 |
5,820 |
+1 |
May08 |
070816 |
194.90 |
194.90 |
193.00 |
194.34 |
-4.40 |
121 |
1,847 |
-9 |
Jun08 |
070816 |
192.45 |
192.45 |
189.97 |
191.94 |
-4.35 |
1,384 |
13,533 |
-359 |
Jul08 |
070816 |
191.50 |
192.14 |
191.50 |
192.14 |
-4.35 |
6 |
488 |
+2 |
Aug08 |
070816 |
192.50 |
193.54 |
192.50 |
193.54 |
-4.35 |
5 |
303 |
+4 |
Total Volume and Open Interest |
90,824 |
216,653 |
-1,172 |
Gasoline(NYMEX) |
Sep07 |
070816 |
200.83 |
201.80 |
192.35 |
197.83 |
-3.05 |
44,178 |
54,890 |
+121 |
Oct07 |
070816 |
193.28 |
193.28 |
185.50 |
189.23 |
-4.05 |
24,370 |
47,348 |
+1,573 |
Nov07 |
070816 |
190.88 |
190.88 |
183.69 |
186.98 |
-4.40 |
9,755 |
28,121 |
+699 |
Dec07 |
070816 |
188.00 |
188.00 |
182.55 |
185.58 |
-4.55 |
5,194 |
20,295 |
-867 |
Jan08 |
070816 |
188.08 |
188.08 |
184.50 |
186.63 |
-4.60 |
1,345 |
10,467 |
+152 |
Feb08 |
070816 |
188.43 |
188.43 |
188.43 |
188.43 |
-4.55 |
866 |
4,234 |
-229 |
Mar08 |
070816 |
189.95 |
190.35 |
189.86 |
190.28 |
-4.55 |
1,630 |
6,645 |
+966 |
Apr08 |
070816 |
203.22 |
203.33 |
202.64 |
203.33 |
-4.55 |
717 |
5,048 |
+217 |
May08 |
070816 |
204.63 |
204.63 |
204.63 |
204.63 |
-4.55 |
172 |
2,345 |
+71 |
Jun08 |
070816 |
204.83 |
204.83 |
204.83 |
204.83 |
-4.50 |
29 |
4,819 |
-19 |
Total Volume and Open Interest |
88,281 |
190,803 |
+2,674 |
e-miNY RBOB Gasoline(NYM) |
Sep07 |
070816 |
197.83 |
197.83 |
197.83 |
197.83 |
-3.05 |
4 |
2 |
-1 |
Oct07 |
070816 |
189.23 |
189.23 |
189.23 |
189.23 |
-4.05 |
|
|
|
Nov07 |
070816 |
186.98 |
186.98 |
186.98 |
186.98 |
-4.40 |
|
|
|
Dec07 |
070816 |
185.58 |
185.58 |
185.58 |
185.58 |
-4.55 |
1 |
1 |
-1 |
Total Volume and Open Interest |
5 |
3 |
-2 |
Natural Gas(NYM) |
Sep07 |
070816 |
6.848 |
6.997 |
6.546 |
6.875 |
+0.011 |
79,112 |
49,809 |
-7,963 |
Oct07 |
070816 |
7.045 |
7.153 |
6.700 |
7.015 |
-0.027 |
37,951 |
84,593 |
+172 |
Nov07 |
070816 |
7.795 |
7.940 |
7.510 |
7.745 |
-0.092 |
16,773 |
67,009 |
+770 |
Dec07 |
070816 |
8.494 |
8.590 |
8.220 |
8.405 |
-0.132 |
6,906 |
49,349 |
-462 |
Jan08 |
070816 |
8.908 |
8.963 |
8.624 |
8.790 |
-0.112 |
4,088 |
42,987 |
+126 |
Feb08 |
070816 |
8.840 |
8.900 |
8.649 |
8.805 |
-0.104 |
2,143 |
34,878 |
-540 |
Mar08 |
070816 |
8.600 |
8.727 |
8.445 |
8.580 |
-0.089 |
9,290 |
47,335 |
-2,904 |
Apr08 |
070816 |
7.950 |
8.075 |
7.880 |
7.920 |
-0.084 |
3,766 |
40,248 |
-159 |
May08 |
070816 |
8.014 |
8.014 |
7.870 |
7.890 |
-0.079 |
855 |
27,269 |
+205 |
Jun08 |
070816 |
8.006 |
8.036 |
7.947 |
7.970 |
-0.077 |
575 |
16,720 |
-205 |
Jul08 |
070816 |
8.081 |
8.125 |
8.030 |
8.058 |
-0.077 |
351 |
10,095 |
+124 |
Aug08 |
070816 |
8.141 |
8.250 |
8.123 |
8.123 |
-0.077 |
510 |
9,528 |
-234 |
Sep08 |
070816 |
8.240 |
8.240 |
8.168 |
8.168 |
-0.077 |
58 |
6,342 |
+7 |
Oct08 |
070816 |
8.365 |
8.440 |
8.293 |
8.293 |
-0.072 |
834 |
27,111 |
+94 |
Nov08 |
070816 |
8.775 |
8.890 |
8.728 |
8.728 |
-0.072 |
389 |
13,936 |
-7 |
Dec08 |
070816 |
9.240 |
9.240 |
9.140 |
9.168 |
-0.072 |
592 |
14,215 |
+383 |
Total Volume and Open Interest |
166,197 |
759,245 |
-10,193 |
Brent Crude Oil(ICE) |
Oct07 |
070816 |
71.80 |
71.80 |
69.05 |
69.77 |
-2.19 |
88,046 |
115,510 |
+178 |
Nov07 |
070816 |
72.03 |
72.03 |
69.46 |
70.18 |
-2.13 |
34,518 |
118,782 |
+1,657 |
Dec07 |
070816 |
71.55 |
71.55 |
69.67 |
70.38 |
-2.05 |
24,806 |
103,662 |
+1,542 |
Jan08 |
070816 |
71.42 |
71.42 |
69.64 |
70.32 |
-2.00 |
5,406 |
26,988 |
-1,023 |
Feb08 |
070816 |
71.25 |
71.25 |
70.22 |
70.22 |
-1.93 |
1,172 |
17,014 |
-260 |
Mar08 |
070816 |
71.05 |
71.05 |
70.10 |
70.13 |
-1.85 |
429 |
10,325 |
+69 |
Apr08 |
070816 |
70.11 |
70.11 |
70.03 |
70.03 |
-1.79 |
194 |
10,797 |
-50 |
May08 |
070816 |
69.94 |
69.94 |
69.93 |
69.93 |
-1.74 |
143 |
4,440 |
-57 |
Jun08 |
070816 |
70.02 |
70.02 |
69.35 |
69.84 |
-1.68 |
1,722 |
26,390 |
-27 |
Jul08 |
070816 |
69.75 |
69.75 |
69.75 |
69.75 |
-1.64 |
0 |
2,839 |
+0 |
Aug08 |
070816 |
69.68 |
69.68 |
69.68 |
69.68 |
-1.59 |
0 |
2,492 |
+0 |
Sep08 |
070816 |
69.61 |
69.61 |
69.61 |
69.61 |
-1.54 |
928 |
3,660 |
+503 |
Oct08 |
070816 |
69.54 |
69.54 |
69.54 |
69.54 |
-1.50 |
50 |
5,087 |
-50 |
Nov08 |
070816 |
69.48 |
69.48 |
69.48 |
69.48 |
-1.45 |
231 |
3,012 |
+131 |
Total Volume and Open Interest |
213,987 |
623,205 |
-9,623 |
Gas Oil(ICE) |
Sep07 |
070816 |
629.00 |
629.25 |
612.00 |
616.75 |
-16.25 |
46,642 |
71,907 |
-4,129 |
Oct07 |
070816 |
632.00 |
632.00 |
614.25 |
619.00 |
-16.75 |
27,270 |
54,444 |
+916 |
Nov07 |
070816 |
629.50 |
630.25 |
616.25 |
621.25 |
-16.25 |
7,980 |
23,225 |
-1,041 |
Dec07 |
070816 |
632.00 |
632.00 |
618.00 |
623.00 |
-16.00 |
6,733 |
44,780 |
-247 |
Jan08 |
070816 |
630.75 |
632.75 |
625.75 |
628.50 |
-16.00 |
3,372 |
39,153 |
+53 |
Feb08 |
070816 |
625.00 |
629.50 |
622.50 |
625.00 |
-15.50 |
229 |
10,328 |
+10 |
Mar08 |
070816 |
621.25 |
621.25 |
621.25 |
621.25 |
-15.00 |
229 |
6,901 |
+126 |
Apr08 |
070816 |
617.00 |
617.00 |
617.00 |
617.00 |
-14.75 |
158 |
3,063 |
+57 |
May08 |
070816 |
613.00 |
613.00 |
613.00 |
613.00 |
-14.25 |
70 |
3,250 |
+70 |
Jun08 |
070816 |
612.50 |
612.50 |
609.50 |
609.50 |
-13.75 |
740 |
28,397 |
+320 |
Total Volume and Open Interest |
85,817 |
315,599 |
-4,393 |
Ethanol(CBOT) |
Aug07 |
070803 |
1.905 |
1.905 |
1.905 |
1.905 |
-0.010 |
0 |
63 |
-14 |
Sep07 |
070816 |
1.775 |
1.800 |
1.770 |
1.800 |
-0.054 |
23 |
93 |
-8 |
Oct07 |
070816 |
1.710 |
1.710 |
1.710 |
1.710 |
-0.035 |
0 |
143 |
+21 |
Nov07 |
070816 |
1.705 |
1.728 |
1.705 |
1.728 |
-0.012 |
14 |
45 |
+0 |
Dec07 |
070816 |
1.765 |
1.765 |
1.765 |
1.765 |
-0.020 |
0 |
139 |
+0 |
Jan08 |
070816 |
1.775 |
1.775 |
1.775 |
1.775 |
+0.020 |
0 |
130 |
+1 |
Feb08 |
070816 |
1.730 |
1.730 |
1.730 |
1.730 |
-0.020 |
0 |
101 |
+0 |
Mar08 |
070816 |
1.715 |
1.715 |
1.715 |
1.715 |
-0.005 |
0 |
91 |
+0 |
Total Volume and Open Interest |
61 |
1,066 |
+14 |
WTI Crude Oil(ICE) |
Sep07 |
070816 |
72.91 |
72.93 |
70.11 |
71.00 |
-2.33 |
103,802 |
52,066 |
-3,352 |
Oct07 |
070816 |
72.84 |
72.84 |
69.98 |
70.87 |
-2.34 |
71,679 |
92,536 |
+1,204 |
Nov07 |
070816 |
72.42 |
72.42 |
69.74 |
70.60 |
-2.23 |
27,234 |
52,899 |
+3,389 |
Dec07 |
070816 |
71.96 |
71.96 |
69.38 |
70.18 |
-2.13 |
28,397 |
113,585 |
-1,901 |
Jan08 |
070816 |
71.57 |
71.57 |
69.21 |
69.81 |
-2.05 |
3,777 |
26,992 |
-1,330 |
Feb08 |
070816 |
68.80 |
69.50 |
68.80 |
69.50 |
-1.98 |
272 |
10,601 |
-16 |
Mar08 |
070816 |
69.27 |
69.27 |
69.27 |
69.27 |
-1.93 |
50 |
9,627 |
-20 |
Apr08 |
070816 |
69.09 |
69.09 |
69.09 |
69.09 |
-1.89 |
16 |
5,981 |
+16 |
May08 |
070816 |
68.95 |
68.95 |
68.95 |
68.95 |
-1.85 |
0 |
2,114 |
+0 |
Jun08 |
070816 |
69.13 |
69.29 |
68.35 |
68.84 |
-1.81 |
1,559 |
25,101 |
+301 |
Jul08 |
070816 |
68.75 |
68.75 |
68.75 |
68.75 |
-1.78 |
0 |
1,601 |
+0 |
Aug08 |
070816 |
68.67 |
68.67 |
68.67 |
68.67 |
-1.75 |
0 |
824 |
+0 |
Sep08 |
070816 |
68.60 |
68.60 |
68.60 |
68.60 |
-1.71 |
1,750 |
3,040 |
+682 |
Oct08 |
070816 |
68.54 |
68.54 |
68.54 |
68.54 |
-1.68 |
0 |
3,182 |
+0 |
Nov08 |
070816 |
68.48 |
68.48 |
68.48 |
68.48 |
-1.65 |
0 |
1,298 |
+0 |
Dec08 |
070816 |
68.78 |
69.06 |
67.94 |
68.42 |
-1.63 |
8,766 |
79,192 |
+389 |
Total Volume and Open Interest |
249,272 |
588,505 |
-213 |
US Dollar Index(ICE) |
Sep07 |
070816 |
81.940 |
82.000 |
81.610 |
81.720 |
-0.040 |
4,486 |
28,650 |
-1,221 |
Dec07 |
070816 |
81.780 |
81.780 |
81.540 |
81.580 |
unch |
93 |
3,414 |
-3 |
Mar08 |
070816 |
81.450 |
81.450 |
81.450 |
81.450 |
+0.020 |
2 |
635 |
-1 |
Total Volume and Open Interest |
4,581 |
32,708 |
-1,225 |
Australian Dollar(CME) |
Sep07 |
070816 |
81.74 |
81.94 |
77.81 |
78.57 |
-3.64 |
63,278 |
98,081 |
-5,815 |
Dec07 |
070816 |
81.30 |
81.60 |
77.69 |
78.28 |
-3.64 |
244 |
1,025 |
+12 |
Mar08 |
070816 |
80.00 |
80.00 |
77.93 |
77.93 |
-3.64 |
0 |
153 |
+0 |
Total Volume and Open Interest |
63,522 |
99,270 |
-5,810 |
British Pound(CME) |
Sep07 |
070816 |
198.52 |
198.77 |
197.54 |
197.75 |
-1.52 |
122,520 |
123,638 |
+3,985 |
Dec07 |
070816 |
198.32 |
198.32 |
196.89 |
197.27 |
-1.59 |
275 |
945 |
+20 |
Mar08 |
070816 |
197.19 |
197.61 |
196.54 |
196.72 |
-1.64 |
1 |
23 |
+1 |
Total Volume and Open Interest |
122,796 |
124,629 |
+4,006 |
Canadian Dollar(CME) |
Sep07 |
070816 |
92.66 |
93.73 |
92.05 |
92.83 |
-0.03 |
64,914 |
127,892 |
+893 |
Dec07 |
070816 |
92.82 |
93.85 |
92.24 |
92.97 |
-0.04 |
1,440 |
5,782 |
+17 |
Mar08 |
070816 |
93.42 |
93.90 |
92.50 |
93.07 |
-0.04 |
342 |
874 |
+184 |
Jun08 |
070816 |
93.00 |
93.90 |
92.81 |
93.11 |
-0.04 |
28 |
335 |
+12 |
Total Volume and Open Interest |
66,760 |
135,160 |
+1,116 |
Japanese Yen(CME) |
Sep07 |
070816 |
86.31 |
89.65 |
86.00 |
88.75 |
+2.86 |
210,730 |
248,592 |
+1,595 |
Dec07 |
070816 |
87.30 |
90.66 |
87.00 |
89.74 |
+2.90 |
454 |
15,689 |
+30 |
Mar08 |
070816 |
89.46 |
91.48 |
88.35 |
90.63 |
+2.90 |
1 |
138 |
+0 |
Total Volume and Open Interest |
211,188 |
280,023 |
+1,625 |
Swiss Franc(CME) |
Sep07 |
070816 |
82.24 |
82.60 |
82.05 |
82.49 |
+0.24 |
103,964 |
116,851 |
+35 |
Dec07 |
070816 |
82.73 |
83.22 |
82.59 |
83.03 |
+0.24 |
113 |
477 |
+53 |
Mar08 |
070816 |
83.47 |
83.48 |
83.20 |
83.47 |
+0.24 |
0 |
18 |
+0 |
Total Volume and Open Interest |
104,081 |
117,354 |
+90 |
EuroFX(CME) |
Sep07 |
070816 |
134.39 |
134.61 |
133.70 |
134.19 |
-0.59 |
213,781 |
211,204 |
-2,813 |
Dec07 |
070816 |
134.59 |
134.89 |
133.99 |
134.46 |
-0.60 |
1,090 |
4,361 |
+50 |
Mar08 |
070816 |
135.01 |
135.24 |
134.35 |
134.64 |
-0.60 |
1 |
128 |
+1 |
Total Volume and Open Interest |
214,926 |
215,818 |
-2,728 |
Mexican Peso(CME) |
Sep07 |
070816 |
890.8 |
892.0 |
880.8 |
887.5 |
-7.2 |
27,394 |
73,500 |
+2,295 |
Oct07 |
070816 |
885.5 |
885.5 |
885.5 |
885.5 |
-7.2 |
0 |
68 |
+0 |
Total Volume and Open Interest |
27,417 |
96,312 |
+2,298 |
Brazilian Real(CME) |
Sep07 |
070816 |
492.00 |
492.00 |
472.00 |
476.90 |
-14.70 |
577 |
7,770 |
-534 |
Oct07 |
070816 |
475.60 |
490.10 |
475.60 |
475.60 |
-14.50 |
|
|
|
Nov07 |
070816 |
473.80 |
488.30 |
473.80 |
473.80 |
-14.50 |
|
|
|
Dec07 |
070816 |
468.30 |
473.40 |
468.30 |
472.70 |
-14.30 |
521 |
870 |
+521 |
Total Volume and Open Interest |
1,098 |
8,640 |
-13 |
30-Year T-Bonds(CBOT) |
Sep07 |
070816 |
109~180 |
110~300 |
109~170 |
110~190 |
+1~010 |
420,396 |
992,149 |
+8,477 |
Dec07 |
070816 |
109~080 |
110~220 |
109~080 |
110~100 |
+0~310 |
5,922 |
14,747 |
+2,897 |
Mar08 |
070816 |
110~100 |
110~100 |
110~090 |
110~090 |
+0~300 |
2 |
889 |
+1 |
Total Volume and Open Interest |
426,320 |
1,007,813 |
+11,375 |
10-Year T-Notes(CBOT) |
Sep07 |
070816 |
108~070 |
109~085 |
108~050 |
108~275 |
+0~215 |
1,678,202 |
2,702,043 |
-21,123 |
Dec07 |
070816 |
107~300 |
108~280 |
107~300 |
108~175 |
+0~200 |
42,124 |
222,485 |
+24,748 |
Mar08 |
070816 |
108~110 |
108~110 |
108~110 |
108~110 |
+0~200 |
0 |
1,296 |
+0 |
Total Volume and Open Interest |
1,720,326 |
2,925,834 |
+3,625 |
5-Year T-Notes(CBOT) |
Sep07 |
070816 |
106~046 |
107~010 |
106~024 |
106~102 |
+0~088 |
930,134 |
0 |
+0 |
Dec07 |
070816 |
106~030 |
106~090 |
106~026 |
106~090 |
+0~082 |
20,899 |
0 |
+0 |
Mar08 |
070816 |
106~090 |
106~090 |
106~090 |
106~090 |
+0~082 |
|
|
|
Total Volume and Open Interest |
1,034,501 |
1,667,015 |
+30,979 |
2 Year T-Notes(CBOT) |
Sep07 |
070816 |
102~107 |
103~045 |
102~102 |
103~017 |
+0~040 |
363,082 |
989,099 |
-3,690 |
Dec07 |
070816 |
102~120 |
103~026 |
102~120 |
103~024 |
+0~030 |
4,898 |
15,073 |
+749 |
Total Volume and Open Interest |
367,980 |
1,004,172 |
-2,941 |
Eurodollars(CME) |
Sep07 |
070816 |
94.740 |
94.832 |
94.700 |
94.805 |
+0.067 |
542,357 |
1,685,840 |
-44,376 |
Dec07 |
070816 |
95.120 |
95.310 |
95.090 |
95.260 |
+0.130 |
484,388 |
1,534,654 |
+293 |
Mar08 |
070816 |
95.385 |
95.650 |
95.380 |
95.595 |
+0.215 |
760,280 |
1,774,031 |
+27,554 |
Jun08 |
070816 |
95.410 |
95.660 |
95.410 |
95.615 |
+0.205 |
644,803 |
1,509,278 |
+19,011 |
Sep08 |
070816 |
95.345 |
95.550 |
95.345 |
95.510 |
+0.160 |
489,076 |
1,185,108 |
+1,260 |
Dec08 |
070816 |
95.260 |
95.430 |
95.240 |
95.395 |
+0.125 |
394,432 |
1,058,447 |
-8,272 |
Mar09 |
070816 |
95.205 |
95.340 |
95.165 |
95.310 |
+0.110 |
268,575 |
670,375 |
-15,755 |
Jun09 |
070816 |
95.120 |
95.260 |
95.095 |
95.235 |
+0.105 |
191,949 |
534,576 |
+4,622 |
Sep09 |
070816 |
95.065 |
95.185 |
95.020 |
95.160 |
+0.105 |
69,024 |
301,950 |
-1,023 |
Dec09 |
070816 |
94.990 |
95.115 |
94.945 |
95.080 |
+0.110 |
44,826 |
236,468 |
+4,649 |
Mar10 |
070816 |
94.935 |
95.040 |
94.880 |
95.015 |
+0.110 |
29,901 |
165,187 |
-142 |
Jun10 |
070816 |
94.855 |
94.990 |
94.820 |
94.950 |
+0.105 |
23,801 |
131,752 |
+715 |
Sep10 |
070816 |
94.825 |
94.885 |
94.755 |
94.885 |
+0.100 |
12,316 |
100,460 |
+679 |
Dec10 |
070816 |
94.740 |
94.810 |
94.685 |
94.810 |
+0.095 |
8,828 |
109,605 |
+346 |
Mar11 |
070816 |
94.675 |
94.815 |
94.630 |
94.755 |
+0.085 |
7,821 |
98,990 |
+446 |
Jun11 |
070816 |
94.605 |
94.700 |
94.585 |
94.695 |
+0.080 |
6,275 |
90,977 |
+1,145 |
Sep11 |
070816 |
94.550 |
94.640 |
94.515 |
94.640 |
+0.075 |
6,251 |
74,364 |
+1,131 |
Dec11 |
070816 |
94.490 |
94.580 |
94.460 |
94.580 |
+0.070 |
5,852 |
51,342 |
-60 |
Total Volume and Open Interest |
273,604 |
11,512,369 |
-5,792 |
30 Day Federal Funds(CBOT) |
Aug07 |
070816 |
95.040 |
95.040 |
95.040 |
95.040 |
+0.010 |
415 |
120,669 |
-3,696 |
Sep07 |
070816 |
95.080 |
95.090 |
95.060 |
95.090 |
+0.040 |
4,124 |
156,761 |
-936 |
Oct07 |
070816 |
95.160 |
95.180 |
95.130 |
95.160 |
+0.070 |
157 |
103,545 |
+6,099 |
Nov07 |
070816 |
95.310 |
95.380 |
95.295 |
95.380 |
+0.165 |
4,599 |
120,980 |
+9,292 |
Dec07 |
070816 |
95.395 |
95.470 |
95.385 |
95.470 |
+0.165 |
49 |
37,172 |
+2,600 |
Jan08 |
070816 |
95.440 |
95.520 |
95.440 |
95.520 |
+0.155 |
1,201 |
11,719 |
-537 |
Total Volume and Open Interest |
11,046 |
561,821 |
+12,401 |
30 Day Fed Funds(e-CBOT) |
Aug07 |
070816 |
95.010 |
95.100 |
95.010 |
95.020 |
+0.010 |
65,280 |
0 |
+0 |
Sep07 |
070816 |
95.050 |
95.145 |
95.030 |
95.060 |
+0.005 |
73,289 |
0 |
+0 |
Oct07 |
070816 |
95.110 |
95.230 |
95.100 |
95.110 |
+0.005 |
37,700 |
0 |
+0 |
Nov07 |
070816 |
95.220 |
95.410 |
95.220 |
95.295 |
+0.055 |
28,429 |
0 |
+0 |
Dec07 |
070816 |
95.330 |
95.515 |
95.310 |
95.385 |
+0.045 |
8,874 |
0 |
+0 |
Jan08 |
070816 |
95.400 |
95.590 |
94.800 |
95.470 |
+0.040 |
3,042 |
0 |
+0 |
Total Volume and Open Interest |
217,518 |
|
|
3-Mth Euro-Yen(CME) |
Sep07 |
070816 |
99.205 |
99.220 |
99.170 |
99.210 |
+0.045 |
2,004 |
21,402 |
+723 |
Dec07 |
070816 |
99.165 |
99.200 |
99.165 |
99.180 |
+0.055 |
1,706 |
11,279 |
-57 |
Mar08 |
070816 |
99.125 |
99.140 |
99.115 |
99.140 |
+0.080 |
1,218 |
7,287 |
-93 |
Jun08 |
070816 |
99.070 |
99.095 |
99.070 |
99.080 |
+0.095 |
1,125 |
4,477 |
+161 |
Sep08 |
070816 |
99.000 |
99.010 |
98.895 |
99.005 |
+0.110 |
517 |
2,805 |
-43 |
Dec08 |
070816 |
98.945 |
98.950 |
98.805 |
98.945 |
+0.140 |
432 |
1,469 |
+168 |
Mar09 |
070816 |
98.865 |
98.865 |
98.720 |
98.865 |
+0.145 |
30 |
150 |
+50 |
Jun09 |
070816 |
98.650 |
98.790 |
98.645 |
98.790 |
+0.145 |
50 |
100 |
+0 |
Sep09 |
070816 |
98.675 |
98.675 |
98.580 |
98.675 |
+0.095 |
|
|
|
Dec09 |
070816 |
98.595 |
98.595 |
98.500 |
98.595 |
+0.095 |
|
|
|
Total Volume and Open Interest |
7,082 |
48,969 |
+909 |
3-Mth Euro-Yen(SGX) |
Sep07 |
070816 |
99.18 |
99.22 |
99.17 |
99.21 |
+0.04 |
1,352 |
78,351 |
+479 |
Dec07 |
070816 |
99.14 |
99.18 |
99.14 |
99.18 |
+0.05 |
4,943 |
64,081 |
+1,208 |
Mar08 |
070816 |
99.09 |
99.13 |
99.07 |
99.13 |
+0.06 |
1,002 |
42,975 |
+813 |
Jun08 |
070816 |
99.04 |
99.08 |
99.01 |
99.07 |
+0.07 |
2,077 |
23,014 |
+302 |
Sep08 |
070816 |
98.93 |
99.05 |
98.93 |
99.00 |
+0.08 |
1,407 |
11,968 |
-27 |
Dec08 |
070816 |
98.85 |
98.98 |
98.84 |
98.92 |
+0.10 |
2,476 |
8,415 |
+2,017 |
Mar09 |
070816 |
98.83 |
98.89 |
98.83 |
98.83 |
+0.10 |
81 |
4,555 |
+0 |
Jun09 |
070816 |
98.76 |
98.76 |
98.76 |
98.76 |
+0.10 |
0 |
1,168 |
+0 |
Total Volume and Open Interest |
13,338 |
236,327 |
+4,792 |
Japanese Gov't Bonds(SGX) |
Sep07 |
070816 |
135.04 |
135.47 |
134.73 |
135.36 |
+0.39 |
7,221 |
36,318 |
+4,818 |
Dec07 |
070816 |
134.56 |
134.96 |
134.30 |
134.90 |
+0.39 |
0 |
18 |
+0 |
Mar08 |
070816 |
134.90 |
134.90 |
134.90 |
134.90 |
+0.39 |
|
|
|
Total Volume and Open Interest |
7,221 |
36,336 |
+4,818 |
Euro-Bund(EUREX) |
Sep07 |
070816 |
113.24 |
114.11 |
113.12 |
113.52 |
+0.63 |
1,411,777 |
1,593,472 |
+52,130 |
Dec07 |
070816 |
112.83 |
113.65 |
112.75 |
113.13 |
+0.63 |
987 |
43,684 |
+134 |
Mar08 |
070816 |
113.37 |
113.37 |
113.37 |
113.37 |
+0.63 |
1,296 |
10 |
+0 |
Total Volume and Open Interest |
1,414,060 |
1,637,166 |
+52,264 |
Euro-Bobl(EUREX) |
Sep07 |
070816 |
107.75 |
108.54 |
107.67 |
108.07 |
+0.55 |
690,508 |
1,241,674 |
+12,121 |
Dec07 |
070816 |
107.65 |
108.14 |
107.65 |
107.90 |
+0.53 |
576 |
6,182 |
+551 |
Mar08 |
070816 |
107.77 |
107.77 |
107.77 |
107.77 |
+0.54 |
|
|
|
Total Volume and Open Interest |
691,084 |
1,247,856 |
+12,672 |
3-Mth Euribor(EUREX) |
Sep07 |
070816 |
95.550 |
95.590 |
95.520 |
95.580 |
-0.040 |
290 |
28,799 |
+248 |
Dec07 |
070816 |
95.645 |
95.700 |
95.610 |
95.670 |
+0.215 |
455 |
11,561 |
-151 |
Mar08 |
070816 |
95.730 |
95.805 |
95.725 |
95.785 |
+0.415 |
115 |
9,491 |
-85 |
Total Volume and Open Interest |
1,165 |
61,043 |
-100 |
Long Gilt(LIFFE) |
Sep07 |
070816 |
106~22 |
107~11 |
106~15 |
106~22 |
+0~13 |
114,709 |
335,357 |
-1,992 |
Dec07 |
070816 |
106~24 |
106~24 |
106~24 |
106~24 |
+0~13 |
|
|
|
Total Volume and Open Interest |
114,709 |
335,357 |
-1,992 |
3-Mth Short Sterling(LIFFE) |
Sep07 |
070816 |
93.78 |
93.78 |
93.59 |
93.67 |
-0.11 |
206,037 |
520,761 |
+3,391 |
Dec07 |
070816 |
93.98 |
94.09 |
93.91 |
93.96 |
unch |
146,501 |
552,668 |
+13,255 |
Mar08 |
070816 |
94.06 |
94.22 |
94.03 |
94.08 |
+0.06 |
175,669 |
495,208 |
+18,811 |
Jun08 |
070816 |
94.10 |
94.27 |
94.09 |
94.13 |
+0.08 |
120,671 |
447,609 |
+94 |
Sep08 |
070816 |
94.11 |
94.29 |
94.10 |
94.14 |
+0.08 |
106,398 |
323,590 |
+4,624 |
Dec08 |
070816 |
94.11 |
94.26 |
94.10 |
94.13 |
+0.07 |
60,548 |
237,268 |
-2,518 |
Total Volume and Open Interest |
879,339 |
2,911,018 |
+35,873 |
3-Mth Euribor(LIFFE) |
Sep07 |
070816 |
95.600 |
95.625 |
95.515 |
95.575 |
-0.015 |
222,427 |
1,041,560 |
+19,181 |
Dec07 |
070816 |
95.640 |
95.740 |
95.605 |
95.675 |
+0.055 |
303,844 |
834,934 |
+28,638 |
Mar08 |
070816 |
95.695 |
95.885 |
95.685 |
95.785 |
+0.130 |
304,444 |
632,546 |
+26,050 |
Total Volume and Open Interest |
1,373,263 |
4,292,014 |
+75,527 |
3-Mth Aus T-Bills(SFE) |
Sep07 |
070816 |
93.22 |
93.27 |
93.19 |
93.25 |
+0.02 |
53,160 |
493,934 |
-10,563 |
Dec07 |
070816 |
93.17 |
93.26 |
93.16 |
93.23 |
+0.06 |
79,481 |
351,132 |
-11,270 |
Mar08 |
070816 |
93.11 |
93.22 |
93.10 |
93.19 |
+0.07 |
59,474 |
176,727 |
+5,283 |
Jun08 |
070816 |
93.08 |
93.20 |
93.08 |
93.18 |
+0.08 |
22,918 |
127,255 |
+722 |
Sep08 |
070816 |
93.09 |
93.20 |
93.09 |
93.17 |
+0.07 |
7,368 |
59,246 |
-4,999 |
Dec08 |
070816 |
93.10 |
93.20 |
93.10 |
93.17 |
+0.06 |
1,846 |
39,750 |
-2,263 |
Mar09 |
070816 |
93.12 |
93.21 |
93.12 |
93.18 |
+0.05 |
1,016 |
29,784 |
-859 |
Jun09 |
070816 |
93.14 |
93.21 |
93.14 |
93.19 |
+0.04 |
896 |
21,791 |
-465 |
Sep09 |
070816 |
93.16 |
93.21 |
93.16 |
93.19 |
+0.03 |
24 |
1,930 |
-76 |
Dec09 |
070816 |
93.19 |
93.21 |
93.19 |
93.21 |
+0.03 |
2 |
639 |
-1 |
Total Volume and Open Interest |
226,186 |
1,302,376 |
-24,492 |
10-Year Aus T-Bonds(SFE) |
Sep07 |
070816 |
94.08 |
94.16 |
94.07 |
94.11 |
+0.02 |
107,336 |
631,298 |
+14,062 |
Dec07 |
070816 |
94.11 |
94.11 |
94.11 |
94.11 |
+0.02 |
|
|
|
Total Volume and Open Interest |
107,336 |
631,298 |
+14,062 |
3-Year Aus T-Bonds(SFE) |
Sep07 |
070816 |
93.74 |
93.85 |
93.73 |
93.80 |
+0.06 |
213,368 |
814,303 |
-58,839 |
Dec07 |
070816 |
93.80 |
93.80 |
93.80 |
93.80 |
+0.06 |
|
|
|
Total Volume and Open Interest |
213,368 |
814,303 |
-58,839 |
Gold(CMX) |
Aug07 |
070816 |
665.2 |
665.2 |
642.9 |
648.3 |
-20.6 |
845 |
999 |
+675 |
Oct07 |
070816 |
672.5 |
672.5 |
646.4 |
652.2 |
-21.2 |
3,716 |
36,469 |
+168 |
Dec07 |
070816 |
677.8 |
678.5 |
651.6 |
658.0 |
-21.7 |
76,382 |
198,690 |
+2,597 |
Feb08 |
070816 |
683.1 |
683.1 |
661.5 |
663.5 |
-22.0 |
942 |
12,853 |
+200 |
Apr08 |
070816 |
686.8 |
686.9 |
666.4 |
668.9 |
-22.3 |
957 |
21,653 |
+351 |
Jun08 |
070816 |
694.1 |
694.1 |
669.7 |
674.2 |
-22.6 |
445 |
16,985 |
+218 |
Aug08 |
070816 |
679.3 |
679.3 |
679.3 |
679.3 |
-23.0 |
260 |
5,035 |
+177 |
Oct08 |
070816 |
684.4 |
684.4 |
684.4 |
684.4 |
-23.4 |
0 |
1,469 |
+0 |
Dec08 |
070816 |
710.4 |
710.4 |
686.0 |
689.6 |
-23.9 |
535 |
18,922 |
+274 |
Feb09 |
070816 |
695.1 |
695.1 |
695.1 |
695.1 |
-24.2 |
100 |
10,712 |
+100 |
Apr09 |
070816 |
700.4 |
700.4 |
700.4 |
700.4 |
-24.5 |
0 |
1,630 |
+0 |
Jun09 |
070816 |
705.9 |
705.9 |
705.9 |
705.9 |
-24.8 |
0 |
10,763 |
+0 |
Total Volume and Open Interest |
84,229 |
352,709 |
+4,736 |
Silver(CMX) |
Sep07 |
070816 |
1250.0 |
1256.0 |
1106.0 |
1149.5 |
-106.0 |
32,182 |
49,145 |
-2,203 |
Dec07 |
070816 |
1271.0 |
1274.0 |
1124.5 |
1165.6 |
-107.9 |
8,576 |
45,801 |
+3,258 |
Mar08 |
070816 |
1282.0 |
1286.0 |
1150.0 |
1181.1 |
-109.6 |
229 |
6,301 |
+9 |
May08 |
070816 |
1276.5 |
1276.5 |
1172.5 |
1190.5 |
-110.6 |
28 |
4,369 |
-3 |
Jul08 |
070816 |
1194.5 |
1199.4 |
1155.0 |
1199.4 |
-111.6 |
13 |
4,631 |
+0 |
Sep08 |
070816 |
1208.0 |
1208.0 |
1208.0 |
1208.0 |
-112.7 |
112 |
905 |
+100 |
Dec08 |
070816 |
1334.0 |
1334.0 |
1183.0 |
1222.0 |
-113.2 |
158 |
5,212 |
-4 |
Total Volume and Open Interest |
41,399 |
124,151 |
+1,239 |
Platinum(NYMEX) |
Oct07 |
070816 |
1269.0 |
1273.0 |
1226.5 |
1230.0 |
-41.5 |
1,077 |
12,654 |
-43 |
Jan08 |
070816 |
1260.5 |
1260.5 |
1236.2 |
1239.0 |
-41.5 |
86 |
317 |
+81 |
Apr08 |
070816 |
1250.4 |
1250.4 |
1250.4 |
1250.4 |
-41.5 |
0 |
1 |
+1 |
Total Volume and Open Interest |
1,163 |
12,972 |
+39 |
Palladium(NYMEX) |
Sep07 |
070816 |
346.60 |
346.60 |
325.25 |
327.85 |
-22.65 |
3,192 |
10,643 |
-1,481 |
Dec07 |
070816 |
350.00 |
350.00 |
330.00 |
332.95 |
-22.80 |
1,973 |
6,103 |
+1,584 |
Mar08 |
070816 |
352.00 |
352.00 |
338.05 |
338.05 |
-22.80 |
219 |
499 |
+221 |
Total Volume and Open Interest |
5,614 |
18,495 |
+499 |
Copper(CMX) |
Sep07 |
070816 |
331.50 |
333.20 |
304.10 |
309.00 |
-24.20 |
11,433 |
24,551 |
-1,632 |
Dec07 |
070816 |
330.00 |
332.00 |
304.70 |
309.10 |
-23.10 |
7,481 |
36,943 |
+1,076 |
Mar08 |
070816 |
321.50 |
321.50 |
301.70 |
306.10 |
-22.00 |
1,158 |
4,771 |
+708 |
May08 |
070816 |
315.00 |
315.00 |
300.40 |
303.10 |
-21.10 |
54 |
815 |
+48 |
Jul08 |
070816 |
297.75 |
306.00 |
297.75 |
299.70 |
-20.40 |
1 |
436 |
+1 |
Total Volume and Open Interest |
20,529 |
76,179 |
+68 |
DJIA Index(CBOT) |
Sep07 |
070816 |
12896 |
12949 |
12555 |
12944 |
+23 |
6,823 |
38,203 |
+243 |
Dec07 |
070816 |
12979 |
13029 |
12680 |
13029 |
+19 |
31 |
295 |
+10 |
Mar08 |
070816 |
13128 |
13128 |
13128 |
13128 |
+23 |
0 |
1 |
+0 |
Jun08 |
070816 |
13222 |
13222 |
13222 |
13222 |
+23 |
|
|
|
Total Volume and Open Interest |
6,854 |
38,499 |
+253 |
E-mini DJIA Index(CBOT) |
Sep07 |
070816 |
12898 |
12976 |
12555 |
12944 |
+23 |
293,306 |
102,959 |
+2,358 |
Dec07 |
070816 |
12915 |
13029 |
12649 |
13029 |
+19 |
112 |
264 |
+9 |
Mar08 |
070816 |
13128 |
13128 |
13128 |
13128 |
+23 |
|
|
|
Jun08 |
070816 |
13222 |
13222 |
13222 |
13222 |
+23 |
|
|
|
Total Volume and Open Interest |
293,418 |
103,223 |
+2,367 |
S & P 500(CME) |
Sep07 |
070816 |
1414.50 |
1425.00 |
1375.00 |
1424.50 |
+10.10 |
71,874 |
543,143 |
-7,514 |
Dec07 |
070816 |
1411.00 |
1435.10 |
1387.00 |
1435.10 |
+9.90 |
11,663 |
85,277 |
+8,351 |
Mar08 |
070816 |
1444.70 |
1444.70 |
1397.40 |
1444.70 |
+9.30 |
40 |
6,976 |
+0 |
Jun08 |
070816 |
1455.70 |
1455.70 |
1409.40 |
1455.70 |
+8.30 |
0 |
203 |
+0 |
Total Volume and Open Interest |
83,577 |
636,761 |
+837 |
S & P 500 E-Mini(Globex) |
Sep07 |
070816 |
1414.50 |
1433.00 |
1374.50 |
1424.50 |
+10.00 |
2,962,153 |
2,075,948 |
+8,836 |
Dec07 |
070816 |
1425.00 |
1440.50 |
1385.00 |
1435.00 |
+9.75 |
17,765 |
61,372 |
+6,516 |
Total Volume and Open Interest |
2,979,918 |
2,137,321 |
+15,352 |
NASDAQ 100(CME) |
Sep07 |
070816 |
1879.30 |
1879.30 |
1813.00 |
1856.50 |
-22.00 |
5,452 |
67,957 |
+491 |
Dec07 |
070816 |
1877.50 |
1880.80 |
1877.50 |
1877.50 |
-23.30 |
5 |
55 |
+5 |
Mar08 |
070816 |
1900.30 |
1903.50 |
1900.30 |
1900.30 |
-23.20 |
0 |
10 |
+0 |
Total Volume and Open Interest |
5,457 |
68,022 |
+496 |
NASDAQ 100 E-Mini(Globex) |
Sep07 |
070816 |
1877.50 |
1878.80 |
1813.80 |
1856.50 |
-22.00 |
588,210 |
439,956 |
+11,086 |
Dec07 |
070816 |
1889.00 |
1896.30 |
1835.30 |
1877.50 |
-23.30 |
418 |
583 |
+99 |
Total Volume and Open Interest |
588,628 |
440,539 |
+11,185 |
S & P Midcap 400(CME) |
Sep07 |
070816 |
825.05 |
825.05 |
801.00 |
824.60 |
-2.90 |
183 |
6,618 |
+156 |
Dec07 |
070816 |
833.55 |
833.55 |
832.95 |
833.55 |
-2.90 |
|
|
|
Mar08 |
070816 |
843.25 |
843.25 |
842.65 |
843.25 |
-2.90 |
|
|
|
Total Volume and Open Interest |
183 |
6,618 |
+156 |
Russell 2000 E-Mini(Globex) |
Sep07 |
070816 |
758.10 |
775.30 |
737.70 |
774.50 |
+16.70 |
376,838 |
646,406 |
-6,508 |
Dec07 |
070816 |
760.30 |
780.00 |
743.50 |
780.00 |
+16.40 |
224 |
1,028 |
-15 |
Mar08 |
070816 |
786.00 |
786.00 |
786.00 |
786.00 |
+16.40 |
|
|
|
Total Volume and Open Interest |
377,062 |
647,434 |
-6,523 |
Nikkei 225(CME) |
Sep07 |
070816 |
15830 |
15950 |
15510 |
15950 |
-325 |
16,834 |
55,401 |
+391 |
Dec07 |
070816 |
15900 |
15945 |
15900 |
15945 |
-325 |
1 |
7 |
+1 |
Total Volume and Open Interest |
16,835 |
55,409 |
+392 |
Nikkei 225(SGX) |
Sep07 |
070816 |
16240 |
16305 |
15865 |
16040 |
-365 |
95,737 |
240,797 |
+4,386 |
Dec07 |
070816 |
16195 |
16200 |
15845 |
16110 |
-330 |
125 |
710 |
+76 |
Mar08 |
070816 |
16130 |
16130 |
16130 |
16130 |
-330 |
|
|
|
Total Volume and Open Interest |
95,862 |
241,548 |
+4,462 |
CAC 40(EURONEXT) |
Aug07 |
070816 |
5334.0 |
5346.5 |
5248.5 |
5267.5 |
-172.5 |
328,318 |
723,352 |
-5,415 |
Sep07 |
070816 |
5355.0 |
5366.5 |
5268.0 |
5287.5 |
-173.5 |
136,432 |
273,594 |
+100,976 |
Oct07 |
070816 |
5375.5 |
5379.0 |
5304.5 |
5304.5 |
-175.0 |
20 |
309 |
+20 |
Total Volume and Open Interest |
464,883 |
999,187 |
+95,645 |
Hang Seng Index(HKFE) |
Aug07 |
070816 |
20800 |
20815 |
20439 |
20539 |
-849 |
70,054 |
124,262 |
+4,934 |
Sep07 |
070816 |
20800 |
20800 |
20418 |
20511 |
-859 |
3,374 |
12,217 |
+1,053 |
Total Volume and Open Interest |
73,491 |
137,111 |
+6,000 |
DAX(EUREX) |
Sep07 |
070816 |
7315.0 |
7420.0 |
7220.5 |
7330.0 |
-166.0 |
260,927 |
317,613 |
-15,522 |
Dec07 |
070816 |
7400.0 |
7498.0 |
7310.0 |
7411.0 |
-166.5 |
278 |
13,997 |
+32 |
Mar08 |
070816 |
7495.5 |
7569.0 |
7398.0 |
7491.0 |
-167.0 |
100 |
2,148 |
+57 |
Total Volume and Open Interest |
261,305 |
333,758 |
-15,433 |
FT-SE 100(EURONEXT) |
Sep07 |
070816 |
6003.00 |
6028.00 |
5842.00 |
5893.00 |
-248.50 |
139,904 |
501,986 |
+2,488 |
Dec07 |
070816 |
6078.50 |
6078.50 |
5929.50 |
5948.00 |
-251.00 |
20 |
12,317 |
-4 |
Mar08 |
070816 |
6073.00 |
6073.00 |
5939.00 |
5955.50 |
-254.50 |
2 |
570 |
+2 |
Total Volume and Open Interest |
139,926 |
514,875 |
+2,486 |
SPI 200(SFE) |
Sep07 |
070816 |
5789.0 |
5854.0 |
5535.0 |
5700.0 |
-81.0 |
62,281 |
406,610 |
+20,122 |
Dec07 |
070816 |
5851.0 |
5870.0 |
5603.0 |
5740.0 |
-84.0 |
87 |
4,762 |
+17 |
Mar08 |
070816 |
5773.0 |
5773.0 |
5629.0 |
5749.0 |
-84.0 |
4 |
1,182 |
-3 |
Total Volume and Open Interest |
62,418 |
414,914 |
+20,121 |
GSCI(CME) |
Sep07 |
070816 |
485.80 |
488.00 |
476.70 |
481.00 |
-16.65 |
343 |
19,479 |
+86 |
Oct07 |
070816 |
486.00 |
487.00 |
482.00 |
486.00 |
-15.00 |
|
|
|
Nov07 |
070816 |
488.00 |
489.00 |
485.00 |
488.00 |
-15.50 |
|
|
|
Total Volume and Open Interest |
343 |
19,479 |
|
Reuters CCI(ICE) |
Nov07 |
070816 |
421.75 |
422.00 |
407.00 |
407.00 |
-12.25 |
12 |
874 |
+2 |
Jan08 |
070816 |
422.90 |
422.90 |
409.00 |
409.00 |
-12.25 |
1 |
416 |
+0 |
Feb08 |
070816 |
421.25 |
421.25 |
409.00 |
409.00 |
-12.25 |
0 |
237 |
+0 |
Total Volume and Open Interest |
|
|
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|