|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed August 22, 2007 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep07 |
070822 |
815.75 |
834.50 |
815.75 |
831.25 |
+15.50 |
9,543 |
24,900 |
-1,538 |
Nov07 |
070822 |
831.00 |
850.00 |
831.00 |
847.00 |
+16.00 |
70,317 |
279,492 |
+1,137 |
Jan08 |
070822 |
847.00 |
864.50 |
846.00 |
861.75 |
+16.25 |
5,180 |
40,309 |
+1,615 |
Mar08 |
070822 |
858.00 |
874.50 |
857.00 |
872.00 |
+15.00 |
2,899 |
25,529 |
+745 |
May08 |
070822 |
864.75 |
882.00 |
863.50 |
880.00 |
+18.00 |
799 |
24,331 |
-42 |
Jul08 |
070822 |
874.50 |
892.50 |
874.00 |
889.50 |
+15.50 |
1,750 |
33,233 |
+171 |
Aug08 |
070822 |
887.00 |
887.00 |
887.00 |
887.00 |
+22.00 |
0 |
542 |
+0 |
Sep08 |
070822 |
872.00 |
872.00 |
872.00 |
872.00 |
+17.00 |
0 |
236 |
+0 |
Nov08 |
070822 |
852.00 |
868.50 |
852.00 |
865.50 |
+13.75 |
2,589 |
52,652 |
-76 |
Jan09 |
070822 |
870.00 |
870.00 |
870.00 |
870.00 |
+14.00 |
0 |
367 |
-3 |
Jul09 |
070822 |
875.00 |
875.00 |
875.00 |
875.00 |
+11.00 |
9 |
240 |
-4 |
Total Volume and Open Interest |
93,116 |
487,695 |
+2,028 |
Soybean Meal(CBOT) |
Sep07 |
070822 |
223.20 |
229.50 |
223.20 |
229.20 |
+6.80 |
11,112 |
22,707 |
-1,333 |
Oct07 |
070822 |
225.30 |
232.50 |
225.30 |
232.20 |
+7.00 |
3,779 |
19,947 |
+1,216 |
Dec07 |
070822 |
229.10 |
237.00 |
229.10 |
236.60 |
+7.50 |
22,297 |
81,196 |
+452 |
Jan08 |
070822 |
232.80 |
238.80 |
232.80 |
238.50 |
+6.70 |
1,148 |
14,291 |
+20 |
Mar08 |
070822 |
237.30 |
242.00 |
237.20 |
241.50 |
+6.50 |
1,128 |
15,340 |
+64 |
May08 |
070822 |
237.40 |
244.00 |
237.40 |
243.60 |
+6.20 |
778 |
17,124 |
+304 |
Jul08 |
070822 |
243.80 |
247.00 |
242.10 |
246.50 |
+6.80 |
820 |
12,385 |
-143 |
Aug08 |
070822 |
244.40 |
246.00 |
242.50 |
244.20 |
+5.70 |
123 |
3,093 |
+9 |
Sep08 |
070822 |
242.00 |
245.00 |
242.00 |
244.70 |
+6.20 |
116 |
3,165 |
+106 |
Oct08 |
070822 |
238.10 |
238.10 |
238.10 |
238.10 |
+5.10 |
1 |
1,557 |
+0 |
Total Volume and Open Interest |
41,619 |
196,516 |
+735 |
Soybean Oil(CBOT) |
Sep07 |
070822 |
34.90 |
35.38 |
34.83 |
35.20 |
+0.28 |
7,577 |
39,966 |
-2,208 |
Oct07 |
070822 |
35.05 |
35.60 |
35.05 |
35.48 |
+0.30 |
2,239 |
24,813 |
-144 |
Dec07 |
070822 |
35.63 |
36.05 |
35.50 |
35.82 |
+0.24 |
22,152 |
155,230 |
-173 |
Jan08 |
070822 |
35.91 |
36.42 |
35.87 |
36.16 |
+0.30 |
1,107 |
20,894 |
-69 |
Mar08 |
070822 |
36.65 |
36.80 |
36.33 |
36.62 |
+0.42 |
1,151 |
11,702 |
+261 |
May08 |
070822 |
36.79 |
36.94 |
36.55 |
36.75 |
+0.25 |
1,146 |
10,259 |
+555 |
Jul08 |
070822 |
36.83 |
37.20 |
36.80 |
37.00 |
+0.23 |
719 |
11,334 |
+202 |
Aug08 |
070822 |
37.25 |
37.25 |
36.85 |
36.97 |
+0.22 |
19 |
829 |
+16 |
Sep08 |
070822 |
37.30 |
37.30 |
36.90 |
36.97 |
+0.22 |
8 |
387 |
+7 |
Oct08 |
070822 |
37.35 |
37.35 |
36.85 |
36.97 |
+0.17 |
11 |
471 |
+11 |
Total Volume and Open Interest |
36,462 |
286,256 |
-1,401 |
Canola(WCE) |
Corn(CBOT) |
Sep07 |
070822 |
338.00 |
348.00 |
337.25 |
347.50 |
+9.00 |
36,018 |
98,199 |
-2,929 |
Dec07 |
070822 |
354.00 |
365.00 |
354.00 |
364.25 |
+9.25 |
93,556 |
602,748 |
+7,263 |
Mar08 |
070822 |
370.00 |
379.50 |
369.25 |
379.00 |
+9.00 |
7,543 |
113,629 |
+1,514 |
May08 |
070822 |
379.00 |
387.75 |
379.00 |
386.50 |
+7.50 |
1,062 |
33,477 |
-27 |
Jul08 |
070822 |
388.75 |
396.50 |
387.75 |
396.25 |
+7.50 |
4,927 |
76,106 |
+762 |
Sep08 |
070822 |
392.00 |
397.00 |
392.00 |
396.50 |
+6.25 |
61 |
11,213 |
+16 |
Dec08 |
070822 |
398.00 |
402.00 |
397.75 |
400.75 |
+2.50 |
6,685 |
134,110 |
+607 |
Mar09 |
070822 |
406.00 |
410.50 |
406.00 |
407.50 |
+2.00 |
64 |
4,380 |
+28 |
Jul09 |
070822 |
415.00 |
416.75 |
414.00 |
414.50 |
+2.50 |
10 |
1,120 |
-2 |
Total Volume and Open Interest |
150,541 |
1,104,807 |
+7,364 |
Wheat(CBOT) |
Sep07 |
070822 |
691.00 |
720.00 |
686.25 |
718.50 |
+27.00 |
13,567 |
51,210 |
-3,577 |
Dec07 |
070822 |
705.25 |
734.00 |
701.25 |
731.75 |
+27.75 |
47,086 |
239,545 |
+726 |
Mar08 |
070822 |
706.25 |
732.75 |
700.00 |
729.25 |
+24.75 |
4,991 |
26,198 |
+1,519 |
May08 |
070822 |
670.00 |
690.00 |
670.00 |
686.50 |
+14.50 |
487 |
5,330 |
+82 |
Jul08 |
070822 |
581.00 |
590.00 |
579.00 |
590.00 |
+9.00 |
3,632 |
48,846 |
+1,433 |
Sep08 |
070822 |
583.00 |
590.50 |
583.00 |
590.50 |
+8.50 |
88 |
1,720 |
+30 |
Total Volume and Open Interest |
71,313 |
393,074 |
+783 |
Wheat(KCBT) |
Sep07 |
070822 |
655.00 |
671.75 |
655.00 |
667.00 |
+12.00 |
7,636 |
33,518 |
-3,609 |
Dec07 |
070822 |
669.00 |
688.00 |
669.00 |
680.50 |
+11.50 |
12,898 |
101,086 |
+4,360 |
Mar08 |
070822 |
671.00 |
690.00 |
671.00 |
684.75 |
+13.25 |
1,044 |
8,399 |
+54 |
May08 |
070822 |
650.00 |
665.00 |
650.00 |
663.00 |
+9.00 |
10 |
68 |
+1 |
Jul08 |
070822 |
568.25 |
579.50 |
568.25 |
577.00 |
+10.00 |
250 |
11,155 |
-33 |
Sep08 |
070822 |
579.00 |
579.00 |
576.00 |
577.00 |
+4.00 |
12 |
301 |
+6 |
Total Volume and Open Interest |
21,870 |
156,078 |
+794 |
Wheat(MGE) |
Sep07 |
070822 |
656.00 |
665.00 |
653.00 |
662.00 |
+13.50 |
4,376 |
10,646 |
-1,298 |
Dec07 |
070822 |
660.00 |
675.50 |
658.50 |
671.50 |
+13.00 |
7,926 |
37,851 |
+636 |
Mar08 |
070822 |
671.50 |
681.00 |
668.00 |
679.00 |
+13.00 |
529 |
4,231 |
+107 |
May08 |
070822 |
663.00 |
676.00 |
663.00 |
674.00 |
+11.00 |
40 |
363 |
+27 |
Jul08 |
070822 |
615.00 |
622.00 |
615.00 |
622.00 |
+8.00 |
4 |
381 |
+0 |
Total Volume and Open Interest |
12,911 |
55,744 |
-523 |
Oats(CBOT) |
Sep07 |
070822 |
246.50 |
255.00 |
246.50 |
252.00 |
+7.00 |
100 |
493 |
-46 |
Dec07 |
070822 |
252.00 |
265.00 |
251.25 |
264.00 |
+12.00 |
592 |
11,037 |
+58 |
Mar08 |
070822 |
263.75 |
273.00 |
263.50 |
273.00 |
+10.00 |
56 |
1,479 |
+25 |
May08 |
070822 |
274.25 |
274.25 |
273.00 |
273.00 |
+3.50 |
0 |
134 |
+0 |
Total Volume and Open Interest |
748 |
13,164 |
+37 |
Rough Rice(CBOT) |
Sep07 |
070822 |
10.37 |
10.64 |
10.36 |
10.56 |
+0.17 |
207 |
2,451 |
-78 |
Nov07 |
070822 |
10.68 |
10.94 |
10.64 |
10.85 |
+0.17 |
218 |
10,331 |
+103 |
Jan08 |
070822 |
11.06 |
11.20 |
11.06 |
11.16 |
+0.15 |
1 |
1,448 |
+0 |
Mar08 |
070822 |
11.32 |
11.46 |
11.32 |
11.46 |
+0.16 |
10 |
709 |
+5 |
Total Volume and Open Interest |
436 |
15,228 |
+30 |
Live Cattle(CME) |
Aug07 |
070822 |
92.750 |
92.850 |
92.150 |
92.285 |
-0.600 |
1,336 |
5,156 |
-582 |
Oct07 |
070822 |
96.400 |
96.800 |
95.350 |
95.480 |
-0.920 |
11,063 |
125,706 |
-1,444 |
Dec07 |
070822 |
99.450 |
99.480 |
98.400 |
98.600 |
-0.730 |
5,556 |
52,263 |
+1,076 |
Feb08 |
070822 |
99.500 |
99.885 |
98.400 |
99.135 |
-0.445 |
1,771 |
24,127 |
+443 |
Apr08 |
070822 |
99.500 |
99.980 |
98.730 |
99.385 |
-0.365 |
687 |
11,158 |
+165 |
Jun08 |
070822 |
95.080 |
95.135 |
94.700 |
94.885 |
-0.365 |
456 |
4,539 |
+272 |
Total Volume and Open Interest |
20,908 |
223,683 |
-47 |
Feeder Cattle(CME) |
Aug07 |
070822 |
115.825 |
116.200 |
115.750 |
115.980 |
-0.100 |
772 |
3,285 |
-381 |
Sep07 |
070822 |
117.200 |
117.250 |
116.100 |
116.550 |
-0.735 |
766 |
5,440 |
+214 |
Oct07 |
070822 |
117.400 |
117.750 |
116.250 |
116.750 |
-1.035 |
1,019 |
11,547 |
-33 |
Nov07 |
070822 |
116.550 |
117.850 |
116.450 |
117.050 |
-0.800 |
555 |
3,744 |
+366 |
Jan08 |
070822 |
115.200 |
115.200 |
114.250 |
114.680 |
-0.670 |
181 |
2,427 |
+134 |
Mar08 |
070822 |
112.400 |
112.400 |
111.600 |
111.980 |
-0.620 |
63 |
479 |
+23 |
Apr08 |
070822 |
112.900 |
112.950 |
112.525 |
112.830 |
-0.400 |
21 |
183 |
+6 |
Total Volume and Open Interest |
3,411 |
27,522 |
+354 |
Lean Hogs(CME) |
Oct07 |
070822 |
67.700 |
68.400 |
67.650 |
67.800 |
-0.400 |
8,292 |
72,277 |
-721 |
Dec07 |
070822 |
67.050 |
67.550 |
66.850 |
67.300 |
-0.200 |
5,371 |
53,120 |
-101 |
Feb08 |
070822 |
68.500 |
69.500 |
68.500 |
69.375 |
+0.275 |
1,800 |
19,153 |
-177 |
Apr08 |
070822 |
69.500 |
70.250 |
69.450 |
70.200 |
+0.325 |
443 |
14,356 |
+15 |
May08 |
070822 |
74.200 |
74.375 |
74.100 |
74.375 |
-0.200 |
72 |
1,452 |
-39 |
Jun08 |
070822 |
76.100 |
76.200 |
76.050 |
76.100 |
-0.100 |
415 |
8,958 |
-83 |
Jul08 |
070822 |
74.700 |
74.800 |
74.600 |
74.800 |
-0.050 |
175 |
2,163 |
-156 |
Aug08 |
070822 |
71.200 |
71.250 |
71.100 |
71.250 |
unch |
20 |
353 |
+10 |
Total Volume and Open Interest |
20,044 |
171,845 |
-1,243 |
Class III Milk(CME) |
Aug07 |
070822 |
19.83 |
19.91 |
19.82 |
19.91 |
+0.06 |
69 |
4,600 |
-7 |
Sep07 |
070822 |
19.80 |
20.00 |
19.70 |
19.93 |
+0.13 |
230 |
4,732 |
-48 |
Oct07 |
070822 |
18.73 |
19.10 |
18.67 |
19.09 |
+0.36 |
415 |
4,110 |
+24 |
Nov07 |
070822 |
17.75 |
18.05 |
17.71 |
17.97 |
+0.32 |
136 |
3,431 |
+3 |
Dec07 |
070822 |
17.20 |
17.38 |
17.17 |
17.36 |
+0.24 |
186 |
3,453 |
+21 |
Total Volume and Open Interest |
1,798 |
35,731 |
-73 |
Cocoa(ICE) |
Sep07 |
070822 |
1799 |
1799 |
1763 |
1774 |
-19 |
178 |
513 |
-261 |
Dec07 |
070822 |
1767 |
1779 |
1750 |
1754 |
-5 |
11,765 |
73,781 |
-620 |
Mar08 |
070822 |
1794 |
1797 |
1772 |
1775 |
-5 |
3,356 |
28,411 |
-239 |
May08 |
070822 |
1808 |
1808 |
1787 |
1790 |
-5 |
516 |
6,642 |
-17 |
Jul08 |
070822 |
1805 |
1805 |
1805 |
1805 |
-5 |
124 |
3,428 |
+111 |
Sep08 |
070822 |
1820 |
1820 |
1820 |
1820 |
-5 |
29 |
3,919 |
-5 |
Dec08 |
070822 |
1846 |
1852 |
1845 |
1845 |
-5 |
243 |
13,348 |
+7 |
Total Volume and Open Interest |
16,216 |
130,125 |
-1,024 |
Coffee "C"(ICE) |
Sep07 |
070822 |
114.40 |
115.05 |
113.75 |
114.45 |
+0.20 |
11,671 |
13,155 |
-4,622 |
Dec07 |
070822 |
118.00 |
119.50 |
118.00 |
118.80 |
+0.45 |
22,923 |
96,985 |
+5,337 |
Mar08 |
070822 |
122.10 |
123.30 |
121.90 |
122.60 |
+0.50 |
1,905 |
19,312 |
+569 |
May08 |
070822 |
124.80 |
125.25 |
124.70 |
124.70 |
+0.45 |
294 |
7,390 |
-115 |
Jul08 |
070822 |
126.70 |
126.70 |
126.65 |
126.65 |
+0.50 |
317 |
3,200 |
-53 |
Sep08 |
070822 |
128.40 |
128.40 |
128.40 |
128.40 |
+0.55 |
537 |
9,590 |
+244 |
Total Volume and Open Interest |
38,317 |
159,535 |
+1,550 |
Orange Juice(ICE) |
Sep07 |
070822 |
123.80 |
125.50 |
123.80 |
124.85 |
+0.90 |
1,689 |
4,181 |
-1,355 |
Nov07 |
070822 |
121.50 |
124.75 |
121.00 |
123.10 |
unch |
2,243 |
14,505 |
+304 |
Jan08 |
070822 |
124.00 |
124.50 |
123.70 |
123.70 |
+0.40 |
197 |
4,461 |
-12 |
Mar08 |
070822 |
125.00 |
125.50 |
124.30 |
124.30 |
+0.40 |
201 |
3,300 |
+126 |
May08 |
070822 |
124.90 |
124.90 |
124.90 |
124.90 |
+0.40 |
0 |
651 |
+0 |
Jul08 |
070822 |
125.50 |
125.50 |
125.50 |
125.50 |
+0.40 |
0 |
135 |
+0 |
Total Volume and Open Interest |
4,330 |
28,203 |
-937 |
Sugar #11(ICE) |
Oct07 |
070822 |
9.29 |
9.55 |
9.27 |
9.50 |
+0.19 |
44,321 |
323,473 |
-7,443 |
Mar08 |
070822 |
9.58 |
9.84 |
9.55 |
9.80 |
+0.21 |
17,212 |
162,330 |
+252 |
May08 |
070822 |
9.64 |
9.89 |
9.62 |
9.86 |
+0.21 |
2,901 |
42,397 |
-434 |
Jul08 |
070822 |
9.71 |
9.96 |
9.70 |
9.95 |
+0.23 |
1,376 |
37,232 |
+126 |
Oct08 |
070822 |
9.96 |
10.25 |
9.95 |
10.23 |
+0.26 |
2,702 |
42,519 |
+41 |
Total Volume and Open Interest |
74,073 |
656,899 |
-7,662 |
London Cocoa(LCE) |
Sep07 |
070822 |
920 |
920 |
907 |
908 |
-8 |
1,900 |
47,785 |
-1,129 |
Dec07 |
070822 |
940 |
945 |
933 |
935 |
-3 |
4,151 |
58,696 |
-253 |
Mar08 |
070822 |
960 |
962 |
951 |
953 |
-4 |
1,905 |
36,492 |
-916 |
May08 |
070822 |
972 |
972 |
963 |
963 |
-5 |
264 |
14,838 |
+37 |
Jul08 |
070822 |
980 |
982 |
975 |
975 |
-4 |
210 |
13,681 |
+71 |
Sep08 |
070822 |
992 |
992 |
986 |
987 |
-4 |
23 |
10,332 |
+3 |
Dec08 |
070822 |
1004 |
1004 |
997 |
997 |
-5 |
0 |
5,092 |
+0 |
Total Volume and Open Interest |
8,453 |
187,018 |
-2,187 |
London Sugar(LCE) |
Oct07 |
070822 |
277.10 |
282.10 |
276.10 |
281.90 |
+4.70 |
2,519 |
40,407 |
-382 |
Dec07 |
070822 |
280.00 |
285.50 |
279.80 |
285.10 |
+3.90 |
789 |
9,027 |
+121 |
Mar08 |
070822 |
290.00 |
294.50 |
289.90 |
294.50 |
+3.70 |
765 |
15,528 |
-121 |
May08 |
070822 |
293.40 |
297.50 |
293.40 |
297.40 |
+2.90 |
300 |
5,800 |
+72 |
Aug08 |
070822 |
297.10 |
298.50 |
296.20 |
298.50 |
+2.80 |
241 |
4,818 |
+47 |
Total Volume and Open Interest |
4,669 |
81,119 |
-272 |
Cotton(ICE) |
Oct07 |
070822 |
56.50 |
56.60 |
56.00 |
56.20 |
-0.15 |
1,022 |
5,306 |
-43 |
Dec07 |
070822 |
58.50 |
58.80 |
58.05 |
58.36 |
+0.01 |
19,847 |
126,413 |
-838 |
Mar08 |
070822 |
62.00 |
62.10 |
61.39 |
61.68 |
-0.22 |
4,952 |
43,688 |
-65 |
May08 |
070822 |
62.90 |
62.90 |
62.90 |
62.90 |
-0.10 |
880 |
4,013 |
+386 |
Jul08 |
070822 |
64.00 |
64.00 |
63.75 |
64.00 |
-0.05 |
365 |
4,304 |
+147 |
Oct08 |
070822 |
65.10 |
65.10 |
65.10 |
65.10 |
unch |
20 |
119 |
+20 |
Total Volume and Open Interest |
28,798 |
199,120 |
+17 |
Lumber(CME) |
Sep07 |
070822 |
274.0 |
274.0 |
264.4 |
265.5 |
-8.9 |
425 |
3,489 |
-184 |
Nov07 |
070822 |
271.0 |
272.0 |
263.5 |
266.8 |
-6.2 |
410 |
3,810 |
+110 |
Jan08 |
070822 |
286.6 |
286.6 |
279.3 |
281.4 |
-7.7 |
34 |
247 |
+11 |
Mar08 |
070822 |
293.6 |
293.6 |
286.9 |
287.5 |
-7.5 |
3 |
45 |
+3 |
Total Volume and Open Interest |
872 |
7,618 |
-60 |
Crude Oil(NYM) |
Oct07 |
070822 |
69.64 |
70.30 |
68.63 |
69.26 |
-0.31 |
248,510 |
326,487 |
+7,132 |
Nov07 |
070822 |
69.99 |
70.04 |
68.46 |
69.03 |
-0.31 |
61,037 |
126,977 |
+5,420 |
Dec07 |
070822 |
69.15 |
69.63 |
68.21 |
68.72 |
-0.29 |
52,676 |
193,794 |
-5,158 |
Jan08 |
070822 |
68.96 |
69.39 |
68.20 |
68.50 |
-0.26 |
8,778 |
62,543 |
+188 |
Feb08 |
070822 |
68.75 |
68.94 |
68.09 |
68.32 |
-0.23 |
4,539 |
32,176 |
-1,273 |
Mar08 |
070822 |
68.50 |
68.78 |
67.95 |
68.18 |
-0.20 |
2,709 |
33,357 |
+249 |
Apr08 |
070822 |
68.64 |
68.70 |
67.80 |
68.07 |
-0.17 |
962 |
37,980 |
-433 |
May08 |
070822 |
67.99 |
67.99 |
67.99 |
67.99 |
-0.14 |
246 |
32,504 |
+21 |
Jun08 |
070822 |
68.30 |
68.45 |
67.50 |
67.93 |
-0.11 |
1,773 |
52,508 |
-220 |
Jul08 |
070822 |
67.88 |
67.88 |
67.88 |
67.88 |
-0.10 |
56 |
15,006 |
+50 |
Aug08 |
070822 |
67.85 |
67.85 |
67.85 |
67.85 |
-0.08 |
119 |
13,052 |
+51 |
Sep08 |
070822 |
67.83 |
67.83 |
67.83 |
67.83 |
-0.06 |
626 |
43,790 |
+195 |
Oct08 |
070822 |
67.81 |
67.81 |
67.81 |
67.81 |
-0.04 |
0 |
20,115 |
+0 |
Nov08 |
070822 |
67.69 |
67.79 |
67.69 |
67.79 |
-0.02 |
104 |
14,468 |
-102 |
Dec08 |
070822 |
67.96 |
68.26 |
67.32 |
67.77 |
unch |
14,252 |
157,337 |
-1,838 |
Jan09 |
070822 |
67.00 |
67.74 |
67.00 |
67.74 |
+0.01 |
0 |
20,635 |
+0 |
Total Volume and Open Interest |
401,688 |
1,416,369 |
-31,896 |
e-miNY Crude Oil(NYM) |
Aug07 |
070719 |
74.875 |
76.000 |
74.625 |
75.925 |
+0.875 |
|
|
|
Sep07 |
070820 |
71.950 |
71.950 |
70.075 |
71.125 |
-0.850 |
|
|
|
Oct07 |
070822 |
69.600 |
70.350 |
68.650 |
69.250 |
-0.325 |
|
|
|
Nov07 |
070822 |
69.550 |
70.025 |
68.525 |
69.025 |
-0.325 |
|
|
|
Dec07 |
070822 |
69.200 |
69.500 |
68.500 |
68.725 |
-0.275 |
|
|
|
Jan08 |
070822 |
68.500 |
68.500 |
68.500 |
68.500 |
-0.250 |
|
|
|
Feb08 |
070822 |
68.325 |
68.325 |
68.325 |
68.325 |
-0.225 |
|
|
|
Mar08 |
070822 |
68.000 |
68.175 |
68.000 |
68.175 |
-0.200 |
|
|
|
Apr08 |
070822 |
68.075 |
68.075 |
68.075 |
68.075 |
-0.175 |
|
|
|
May08 |
070822 |
68.000 |
68.000 |
68.000 |
68.000 |
-0.125 |
|
|
|
Total Volume and Open Interest |
15,612 |
3,499 |
-374 |
Heating Oil(NYM) |
Sep07 |
070822 |
195.96 |
196.60 |
193.13 |
194.83 |
-0.37 |
28,072 |
31,742 |
-3,921 |
Oct07 |
070822 |
197.55 |
198.42 |
195.07 |
196.44 |
-0.56 |
26,084 |
54,312 |
+3,031 |
Nov07 |
070822 |
199.45 |
200.40 |
197.50 |
198.64 |
-0.51 |
7,136 |
34,244 |
+998 |
Dec07 |
070822 |
201.24 |
202.10 |
199.28 |
200.39 |
-0.41 |
4,610 |
34,502 |
+275 |
Jan08 |
070822 |
203.00 |
203.50 |
200.67 |
201.79 |
-0.21 |
1,713 |
17,767 |
-317 |
Feb08 |
070822 |
202.00 |
202.90 |
200.48 |
201.64 |
+0.04 |
563 |
12,830 |
+11 |
Mar08 |
070822 |
200.75 |
201.26 |
199.00 |
200.14 |
+0.19 |
696 |
4,922 |
+40 |
Apr08 |
070822 |
195.50 |
196.67 |
195.50 |
196.14 |
+0.09 |
125 |
6,151 |
+19 |
May08 |
070822 |
192.25 |
193.92 |
191.90 |
192.39 |
+0.09 |
43 |
2,054 |
+10 |
Jun08 |
070822 |
189.98 |
190.01 |
188.95 |
189.79 |
+0.04 |
403 |
12,534 |
-205 |
Jul08 |
070822 |
189.99 |
189.99 |
189.99 |
189.99 |
+0.04 |
15 |
564 |
+15 |
Aug08 |
070822 |
191.44 |
191.44 |
191.44 |
191.44 |
+0.04 |
1 |
319 |
+1 |
Total Volume and Open Interest |
69,489 |
215,860 |
-116 |
Gasoline(NYMEX) |
Sep07 |
070822 |
186.95 |
189.90 |
185.60 |
188.90 |
+2.53 |
44,198 |
41,136 |
-5,988 |
Oct07 |
070822 |
182.41 |
184.70 |
180.37 |
182.64 |
+0.87 |
36,468 |
53,966 |
+2,988 |
Nov07 |
070822 |
182.06 |
183.17 |
179.40 |
181.24 |
+0.22 |
11,397 |
29,876 |
+1,144 |
Dec07 |
070822 |
181.36 |
182.33 |
179.07 |
180.64 |
+0.07 |
6,943 |
20,409 |
+54 |
Jan08 |
070822 |
182.60 |
183.06 |
180.90 |
182.04 |
-0.08 |
3,939 |
10,798 |
-123 |
Feb08 |
070822 |
185.50 |
185.50 |
183.00 |
183.99 |
-0.18 |
1,596 |
5,081 |
+543 |
Mar08 |
070822 |
187.10 |
187.30 |
186.14 |
186.14 |
-0.18 |
516 |
7,153 |
+20 |
Apr08 |
070822 |
199.92 |
199.92 |
199.19 |
199.19 |
-0.28 |
1,215 |
5,834 |
+848 |
May08 |
070822 |
200.74 |
200.74 |
200.74 |
200.74 |
-0.23 |
448 |
2,573 |
+95 |
Jun08 |
070822 |
201.09 |
201.09 |
201.09 |
201.09 |
-0.23 |
445 |
5,120 |
-3 |
Total Volume and Open Interest |
107,865 |
188,647 |
-310 |
e-miNY RBOB Gasoline(NYM) |
Sep07 |
070822 |
188.90 |
188.90 |
188.90 |
188.90 |
+2.53 |
0 |
3 |
+0 |
Oct07 |
070822 |
182.00 |
182.64 |
182.00 |
182.64 |
+0.87 |
2 |
0 |
+0 |
Nov07 |
070822 |
181.24 |
181.24 |
181.24 |
181.24 |
+0.22 |
|
|
|
Dec07 |
070822 |
180.64 |
180.64 |
180.64 |
180.64 |
+0.07 |
0 |
1 |
+0 |
Total Volume and Open Interest |
2 |
4 |
+0 |
Natural Gas(NYM) |
Sep07 |
070822 |
5.865 |
5.879 |
5.544 |
5.578 |
-0.239 |
59,963 |
34,861 |
-3,087 |
Oct07 |
070822 |
6.077 |
6.107 |
5.760 |
5.790 |
-0.240 |
39,244 |
93,731 |
+1,115 |
Nov07 |
070822 |
7.061 |
7.061 |
6.756 |
6.770 |
-0.193 |
11,817 |
68,104 |
-818 |
Dec07 |
070822 |
7.880 |
7.880 |
7.659 |
7.680 |
-0.143 |
5,410 |
46,966 |
-1,272 |
Jan08 |
070822 |
8.270 |
8.290 |
8.070 |
8.100 |
-0.133 |
8,109 |
45,310 |
+1,215 |
Feb08 |
070822 |
8.281 |
8.314 |
8.100 |
8.126 |
-0.130 |
2,734 |
34,333 |
-294 |
Mar08 |
070822 |
8.090 |
8.103 |
7.925 |
7.950 |
-0.118 |
4,182 |
47,480 |
+687 |
Apr08 |
070822 |
7.630 |
7.649 |
7.481 |
7.485 |
-0.088 |
3,225 |
40,944 |
+249 |
May08 |
070822 |
7.610 |
7.629 |
7.477 |
7.477 |
-0.076 |
1,932 |
27,171 |
+187 |
Jun08 |
070822 |
7.686 |
7.705 |
7.557 |
7.557 |
-0.076 |
867 |
17,215 |
+150 |
Jul08 |
070822 |
7.768 |
7.785 |
7.652 |
7.652 |
-0.076 |
439 |
10,315 |
+120 |
Aug08 |
070822 |
7.820 |
7.827 |
7.719 |
7.719 |
-0.076 |
448 |
9,595 |
+31 |
Sep08 |
070822 |
7.900 |
7.900 |
7.764 |
7.764 |
-0.076 |
374 |
6,531 |
+29 |
Oct08 |
070822 |
7.990 |
8.010 |
7.889 |
7.889 |
-0.076 |
1,294 |
27,646 |
+229 |
Nov08 |
070822 |
8.390 |
8.409 |
8.334 |
8.334 |
-0.066 |
42 |
13,983 |
-20 |
Dec08 |
070822 |
8.840 |
8.840 |
8.784 |
8.784 |
-0.056 |
418 |
13,937 |
-250 |
Total Volume and Open Interest |
143,855 |
763,051 |
-767 |
Brent Crude Oil(ICE) |
Oct07 |
070822 |
68.80 |
69.45 |
68.20 |
68.70 |
+0.01 |
94,867 |
108,865 |
+6,897 |
Nov07 |
070822 |
69.21 |
69.63 |
68.43 |
68.93 |
-0.08 |
40,246 |
124,491 |
+2,676 |
Dec07 |
070822 |
69.33 |
69.71 |
68.57 |
69.08 |
-0.13 |
32,071 |
112,040 |
+3,179 |
Jan08 |
070822 |
69.29 |
69.53 |
68.63 |
69.01 |
-0.18 |
7,368 |
26,682 |
+587 |
Feb08 |
070822 |
69.26 |
69.42 |
68.64 |
68.90 |
-0.20 |
3,088 |
17,624 |
-264 |
Mar08 |
070822 |
69.17 |
69.23 |
68.55 |
68.80 |
-0.20 |
1,570 |
11,521 |
+207 |
Apr08 |
070822 |
68.72 |
68.72 |
68.72 |
68.72 |
-0.20 |
357 |
10,471 |
-114 |
May08 |
070822 |
69.04 |
69.04 |
68.64 |
68.64 |
-0.20 |
112 |
4,180 |
+13 |
Jun08 |
070822 |
68.90 |
68.90 |
68.41 |
68.57 |
-0.21 |
2,200 |
27,337 |
+1,006 |
Jul08 |
070822 |
68.52 |
68.52 |
68.52 |
68.52 |
-0.19 |
174 |
5,173 |
+44 |
Aug08 |
070822 |
68.48 |
68.48 |
68.48 |
68.48 |
-0.17 |
54 |
2,544 |
+42 |
Sep08 |
070822 |
68.45 |
68.45 |
68.45 |
68.45 |
-0.14 |
0 |
3,660 |
+0 |
Oct08 |
070822 |
68.42 |
68.42 |
68.42 |
68.42 |
-0.11 |
0 |
5,087 |
+0 |
Nov08 |
070822 |
68.39 |
68.39 |
68.39 |
68.39 |
-0.08 |
0 |
3,417 |
+0 |
Total Volume and Open Interest |
193,966 |
607,072 |
+15,575 |
Gas Oil(ICE) |
Sep07 |
070822 |
614.50 |
616.75 |
607.00 |
608.00 |
-6.75 |
33,558 |
61,587 |
-3,390 |
Oct07 |
070822 |
615.50 |
618.50 |
608.75 |
609.75 |
-7.00 |
22,656 |
58,815 |
+1,256 |
Nov07 |
070822 |
616.50 |
619.50 |
610.25 |
611.00 |
-7.00 |
8,632 |
27,405 |
+994 |
Dec07 |
070822 |
618.00 |
620.50 |
611.25 |
611.75 |
-7.00 |
7,492 |
46,108 |
+512 |
Jan08 |
070822 |
622.25 |
624.50 |
616.00 |
616.25 |
-7.00 |
2,207 |
38,511 |
-27 |
Feb08 |
070822 |
616.00 |
616.50 |
613.00 |
613.00 |
-6.75 |
41 |
10,270 |
+7 |
Mar08 |
070822 |
612.25 |
612.75 |
609.25 |
609.25 |
-6.50 |
60 |
7,306 |
+45 |
Apr08 |
070822 |
605.00 |
605.00 |
605.00 |
605.00 |
-6.50 |
35 |
3,042 |
-12 |
May08 |
070822 |
601.25 |
601.25 |
601.25 |
601.25 |
-6.25 |
25 |
3,897 |
-25 |
Jun08 |
070822 |
605.25 |
605.75 |
598.00 |
598.00 |
-6.25 |
640 |
29,761 |
+485 |
Total Volume and Open Interest |
101,983 |
323,403 |
+5,896 |
Ethanol(CBOT) |
Aug07 |
070803 |
1.905 |
1.905 |
1.905 |
1.905 |
-0.010 |
0 |
63 |
-14 |
Sep07 |
070822 |
1.730 |
1.730 |
1.720 |
1.728 |
+0.004 |
7 |
95 |
+1 |
Oct07 |
070822 |
1.665 |
1.665 |
1.665 |
1.665 |
+0.014 |
0 |
152 |
+3 |
Nov07 |
070822 |
1.678 |
1.678 |
1.678 |
1.678 |
+0.007 |
0 |
58 |
+3 |
Dec07 |
070822 |
1.670 |
1.679 |
1.670 |
1.679 |
+0.004 |
4 |
150 |
+4 |
Jan08 |
070822 |
1.670 |
1.675 |
1.655 |
1.675 |
+0.006 |
9 |
140 |
+8 |
Feb08 |
070822 |
1.660 |
1.660 |
1.660 |
1.660 |
unch |
0 |
114 |
+8 |
Mar08 |
070822 |
1.660 |
1.660 |
1.660 |
1.660 |
+0.030 |
0 |
106 |
+10 |
Total Volume and Open Interest |
85 |
1,254 |
+75 |
WTI Crude Oil(ICE) |
Oct07 |
070822 |
69.78 |
70.33 |
68.64 |
69.26 |
-0.31 |
93,290 |
99,088 |
+6,717 |
Nov07 |
070822 |
69.59 |
70.04 |
68.45 |
69.03 |
-0.31 |
36,136 |
59,485 |
+3,681 |
Dec07 |
070822 |
69.24 |
69.64 |
68.20 |
68.72 |
-0.29 |
32,785 |
112,687 |
+1,992 |
Jan08 |
070822 |
68.92 |
69.24 |
68.19 |
68.50 |
-0.26 |
4,579 |
27,736 |
+994 |
Feb08 |
070822 |
68.55 |
68.55 |
68.32 |
68.32 |
-0.23 |
779 |
10,778 |
+351 |
Mar08 |
070822 |
68.18 |
68.18 |
68.18 |
68.18 |
-0.20 |
398 |
9,572 |
-135 |
Apr08 |
070822 |
68.07 |
68.07 |
68.07 |
68.07 |
-0.17 |
161 |
6,012 |
+31 |
May08 |
070822 |
67.99 |
67.99 |
67.99 |
67.99 |
-0.14 |
18 |
2,132 |
+18 |
Jun08 |
070822 |
68.34 |
68.40 |
67.75 |
67.93 |
-0.11 |
1,835 |
24,566 |
-547 |
Jul08 |
070822 |
67.88 |
67.88 |
67.88 |
67.88 |
-0.10 |
0 |
1,601 |
+0 |
Aug08 |
070822 |
67.85 |
67.85 |
67.85 |
67.85 |
-0.08 |
0 |
824 |
+0 |
Sep08 |
070822 |
67.83 |
67.83 |
67.83 |
67.83 |
-0.06 |
0 |
3,040 |
+0 |
Oct08 |
070822 |
67.81 |
67.81 |
67.81 |
67.81 |
-0.04 |
0 |
3,182 |
+0 |
Nov08 |
070822 |
67.79 |
67.79 |
67.79 |
67.79 |
-0.02 |
0 |
1,298 |
+0 |
Dec08 |
070822 |
68.09 |
68.15 |
67.38 |
67.77 |
unch |
10,467 |
82,995 |
+292 |
Jan09 |
070822 |
67.74 |
67.74 |
67.74 |
67.74 |
+0.01 |
0 |
1,250 |
+0 |
Total Volume and Open Interest |
183,554 |
552,289 |
+13,264 |
US Dollar Index(ICE) |
Sep07 |
070822 |
81.390 |
81.480 |
81.140 |
81.220 |
-0.250 |
783 |
21,707 |
-540 |
Dec07 |
070822 |
81.300 |
81.300 |
81.000 |
81.080 |
-0.250 |
53 |
3,440 |
+26 |
Mar08 |
070822 |
80.950 |
80.950 |
80.950 |
80.950 |
-0.250 |
2 |
637 |
+2 |
Total Volume and Open Interest |
838 |
25,793 |
-512 |
Australian Dollar(CME) |
Sep07 |
070822 |
80.06 |
80.63 |
79.64 |
80.58 |
+0.54 |
43,061 |
93,932 |
+62 |
Dec07 |
070822 |
79.56 |
80.30 |
79.48 |
80.27 |
+0.55 |
406 |
1,802 |
+5 |
Mar08 |
070822 |
79.92 |
79.92 |
79.92 |
79.92 |
+0.55 |
0 |
153 |
+0 |
Total Volume and Open Interest |
43,467 |
95,901 |
+67 |
British Pound(CME) |
Sep07 |
070822 |
197.99 |
199.20 |
197.90 |
199.04 |
+0.94 |
52,948 |
116,293 |
+1,401 |
Dec07 |
070822 |
197.52 |
198.69 |
197.43 |
198.51 |
+0.94 |
119 |
1,224 |
+10 |
Mar08 |
070822 |
197.90 |
197.98 |
197.37 |
197.90 |
+0.94 |
0 |
28 |
+0 |
Total Volume and Open Interest |
53,067 |
117,568 |
+1,411 |
Canadian Dollar(CME) |
Sep07 |
070822 |
94.04 |
94.63 |
93.81 |
94.20 |
+0.18 |
31,636 |
121,546 |
+111 |
Dec07 |
070822 |
94.10 |
94.76 |
93.75 |
94.34 |
+0.18 |
777 |
5,595 |
-20 |
Mar08 |
070822 |
94.45 |
94.76 |
94.28 |
94.47 |
+0.18 |
1 |
828 |
-1 |
Jun08 |
070822 |
94.57 |
94.79 |
94.41 |
94.53 |
+0.18 |
36 |
336 |
+0 |
Total Volume and Open Interest |
32,456 |
128,591 |
+88 |
Japanese Yen(CME) |
Sep07 |
070822 |
87.77 |
88.03 |
86.90 |
87.22 |
-0.51 |
136,955 |
240,036 |
-1,804 |
Dec07 |
070822 |
88.84 |
88.92 |
87.86 |
88.17 |
-0.50 |
499 |
17,179 |
-86 |
Mar08 |
070822 |
89.03 |
89.60 |
88.93 |
89.03 |
-0.50 |
15 |
190 |
+4 |
Total Volume and Open Interest |
137,469 |
273,008 |
-1,886 |
Swiss Franc(CME) |
Sep07 |
070822 |
83.08 |
83.22 |
82.73 |
83.00 |
-0.06 |
55,008 |
110,555 |
+2,949 |
Dec07 |
070822 |
83.56 |
83.71 |
83.25 |
83.51 |
-0.06 |
208 |
1,153 |
+70 |
Mar08 |
070822 |
83.95 |
84.13 |
83.72 |
83.95 |
-0.06 |
0 |
18 |
+0 |
Total Volume and Open Interest |
55,216 |
111,735 |
+3,019 |
EuroFX(CME) |
Sep07 |
070822 |
134.75 |
135.63 |
134.62 |
135.44 |
+0.64 |
144,729 |
209,941 |
+2,456 |
Dec07 |
070822 |
134.92 |
135.85 |
134.86 |
135.67 |
+0.64 |
673 |
5,839 |
+297 |
Mar08 |
070822 |
135.36 |
135.97 |
135.18 |
135.84 |
+0.64 |
38 |
121 |
+4 |
Total Volume and Open Interest |
145,440 |
216,026 |
+2,757 |
Mexican Peso(CME) |
Sep07 |
070822 |
897.0 |
905.0 |
896.0 |
902.2 |
+5.5 |
11,385 |
78,616 |
-6,563 |
Oct07 |
070822 |
900.2 |
900.2 |
900.2 |
900.2 |
+5.5 |
0 |
68 |
+0 |
Total Volume and Open Interest |
11,388 |
101,504 |
-6,563 |
Brazilian Real(CME) |
Sep07 |
070822 |
498.00 |
498.00 |
496.40 |
496.40 |
+5.70 |
119 |
8,030 |
-720 |
Oct07 |
070822 |
495.00 |
495.00 |
489.30 |
495.00 |
+5.70 |
|
|
|
Nov07 |
070822 |
493.70 |
493.70 |
488.00 |
493.70 |
+5.70 |
|
|
|
Dec07 |
070822 |
492.70 |
492.70 |
487.00 |
492.70 |
+5.70 |
0 |
880 |
+0 |
Total Volume and Open Interest |
119 |
8,910 |
-720 |
30-Year T-Bonds(CBOT) |
Sep07 |
070822 |
110~180 |
110~190 |
109~290 |
110~120 |
-0~080 |
350,897 |
974,650 |
-16,982 |
Dec07 |
070822 |
110~020 |
110~080 |
109~210 |
110~030 |
-0~060 |
4,696 |
15,246 |
-158 |
Mar08 |
070822 |
110~000 |
110~000 |
110~000 |
110~000 |
-0~060 |
0 |
929 |
+1 |
Total Volume and Open Interest |
355,605 |
990,854 |
-17,139 |
10-Year T-Notes(CBOT) |
Sep07 |
070822 |
109~020 |
109~025 |
108~145 |
108~270 |
-0~075 |
1,425,669 |
2,480,038 |
-87,103 |
Dec07 |
070822 |
108~180 |
108~180 |
108~015 |
108~130 |
-0~080 |
112,483 |
312,548 |
+55,856 |
Mar08 |
070822 |
108~065 |
108~065 |
108~065 |
108~065 |
-0~080 |
0 |
1,300 |
+0 |
Total Volume and Open Interest |
1,538,152 |
2,793,896 |
-31,247 |
5-Year T-Notes(CBOT) |
Sep07 |
070822 |
106~058 |
106~068 |
106~028 |
106~060 |
-0~040 |
659,627 |
0 |
+0 |
Dec07 |
070822 |
106~040 |
106~042 |
106~014 |
106~042 |
-0~038 |
23,423 |
0 |
+0 |
Mar08 |
070822 |
106~040 |
106~040 |
106~040 |
106~040 |
-0~040 |
|
|
|
Total Volume and Open Interest |
734,335 |
1,696,202 |
+18,919 |
2 Year T-Notes(CBOT) |
Sep07 |
070822 |
103~016 |
103~018 |
102~097 |
102~120 |
-0~027 |
421,352 |
931,956 |
+11,939 |
Dec07 |
070822 |
103~004 |
103~006 |
102~112 |
102~127 |
-0~022 |
19,502 |
20,732 |
+3,341 |
Total Volume and Open Interest |
440,854 |
952,688 |
+15,280 |
Eurodollars(CME) |
Sep07 |
070822 |
94.878 |
94.878 |
94.757 |
94.790 |
-0.090 |
480,941 |
1,573,303 |
-53,653 |
Dec07 |
070822 |
95.350 |
95.350 |
95.175 |
95.215 |
-0.135 |
484,813 |
1,567,617 |
+22,935 |
Mar08 |
070822 |
95.560 |
95.565 |
95.395 |
95.435 |
-0.135 |
489,378 |
1,712,117 |
-7,124 |
Jun08 |
070822 |
95.550 |
95.555 |
95.420 |
95.455 |
-0.110 |
405,281 |
1,416,711 |
-33,959 |
Sep08 |
070822 |
95.460 |
95.460 |
95.340 |
95.380 |
-0.090 |
354,911 |
1,176,564 |
-3,078 |
Dec08 |
070822 |
95.365 |
95.375 |
95.255 |
95.310 |
-0.075 |
305,350 |
1,048,079 |
-9,758 |
Mar09 |
070822 |
95.315 |
95.315 |
95.195 |
95.250 |
-0.070 |
208,465 |
651,270 |
-10,712 |
Jun09 |
070822 |
95.230 |
95.230 |
95.130 |
95.190 |
-0.065 |
137,707 |
513,604 |
-593 |
Sep09 |
070822 |
95.185 |
95.185 |
95.075 |
95.135 |
-0.055 |
47,000 |
313,944 |
-1,320 |
Dec09 |
070822 |
95.085 |
95.090 |
95.005 |
95.070 |
-0.045 |
26,749 |
236,088 |
-2,016 |
Mar10 |
070822 |
94.990 |
95.040 |
94.965 |
95.025 |
-0.035 |
18,306 |
158,324 |
-184 |
Jun10 |
070822 |
94.920 |
94.980 |
94.910 |
94.970 |
-0.030 |
14,076 |
128,765 |
-1,284 |
Sep10 |
070822 |
94.860 |
94.930 |
94.855 |
94.915 |
-0.025 |
6,666 |
100,877 |
-100 |
Dec10 |
070822 |
94.810 |
94.860 |
94.785 |
94.850 |
-0.015 |
6,960 |
108,188 |
-576 |
Mar11 |
070822 |
94.810 |
94.820 |
94.760 |
94.805 |
-0.005 |
7,639 |
96,621 |
-30 |
Jun11 |
070822 |
94.740 |
94.765 |
94.695 |
94.750 |
unch |
8,066 |
89,397 |
+786 |
Sep11 |
070822 |
94.695 |
94.710 |
94.655 |
94.700 |
+0.005 |
7,480 |
75,461 |
-799 |
Dec11 |
070822 |
94.630 |
94.655 |
94.590 |
94.640 |
+0.010 |
4,767 |
50,903 |
+1,740 |
Total Volume and Open Interest |
298,850 |
11,222,075 |
-99,882 |
30 Day Federal Funds(CBOT) |
Aug07 |
070822 |
95.010 |
95.010 |
95.010 |
95.010 |
+0.005 |
480 |
104,690 |
-2,768 |
Sep07 |
070822 |
95.070 |
95.075 |
95.060 |
95.075 |
-0.055 |
2,890 |
140,992 |
-1,000 |
Oct07 |
070822 |
95.140 |
95.155 |
95.130 |
95.145 |
-0.080 |
639 |
90,148 |
-1,345 |
Nov07 |
070822 |
95.340 |
95.340 |
95.315 |
95.320 |
-0.105 |
446 |
112,522 |
-1,345 |
Dec07 |
070822 |
95.415 |
95.425 |
95.410 |
95.415 |
-0.090 |
16 |
53,539 |
+1,011 |
Jan08 |
070822 |
95.465 |
95.465 |
95.465 |
95.465 |
-0.100 |
388 |
10,076 |
-600 |
Total Volume and Open Interest |
4,859 |
521,274 |
-5,602 |
30 Day Fed Funds(e-CBOT) |
Aug07 |
070822 |
95.005 |
95.020 |
95.000 |
95.015 |
+0.005 |
11,654 |
0 |
+0 |
Sep07 |
070822 |
95.115 |
95.115 |
95.060 |
95.060 |
-0.060 |
15,464 |
0 |
+0 |
Oct07 |
070822 |
95.190 |
95.200 |
95.125 |
95.125 |
-0.090 |
12,480 |
0 |
+0 |
Nov07 |
070822 |
95.390 |
95.390 |
95.290 |
95.290 |
-0.160 |
8,255 |
0 |
+0 |
Dec07 |
070822 |
95.480 |
95.480 |
95.385 |
95.385 |
-0.150 |
6,309 |
0 |
+0 |
Jan08 |
070822 |
95.520 |
95.520 |
95.455 |
95.460 |
-0.130 |
1,313 |
0 |
+0 |
Total Volume and Open Interest |
56,981 |
|
|
3-Mth Euro-Yen(CME) |
Sep07 |
070822 |
99.165 |
99.165 |
99.155 |
99.155 |
-0.015 |
312 |
24,062 |
+879 |
Dec07 |
070822 |
99.120 |
99.140 |
99.110 |
99.115 |
-0.040 |
462 |
11,002 |
-246 |
Mar08 |
070822 |
99.060 |
99.120 |
99.040 |
99.045 |
-0.080 |
323 |
6,750 |
-275 |
Jun08 |
070822 |
99.020 |
99.050 |
98.995 |
99.005 |
-0.070 |
270 |
4,341 |
+79 |
Sep08 |
070822 |
99.000 |
99.000 |
98.945 |
98.945 |
-0.070 |
27 |
3,339 |
+13 |
Dec08 |
070822 |
98.910 |
98.910 |
98.870 |
98.870 |
-0.070 |
0 |
1,511 |
-50 |
Mar09 |
070822 |
98.795 |
98.870 |
98.795 |
98.795 |
-0.075 |
0 |
177 |
+0 |
Jun09 |
070822 |
98.720 |
98.795 |
98.720 |
98.720 |
-0.075 |
0 |
100 |
+0 |
Sep09 |
070822 |
98.660 |
98.710 |
98.660 |
98.660 |
-0.050 |
|
|
|
Dec09 |
070822 |
98.580 |
98.630 |
98.580 |
98.580 |
-0.050 |
|
|
|
Total Volume and Open Interest |
1,394 |
51,282 |
+400 |
3-Mth Euro-Yen(SGX) |
Sep07 |
070822 |
99.18 |
99.18 |
99.16 |
99.17 |
-0.03 |
1,785 |
77,976 |
+1,342 |
Dec07 |
070822 |
99.15 |
99.15 |
99.11 |
99.13 |
-0.03 |
2,336 |
58,281 |
-1,884 |
Mar08 |
070822 |
99.12 |
99.12 |
99.07 |
99.08 |
-0.04 |
490 |
42,923 |
-2,419 |
Jun08 |
070822 |
99.08 |
99.08 |
99.03 |
99.04 |
-0.05 |
1,926 |
24,088 |
-183 |
Sep08 |
070822 |
99.04 |
99.04 |
98.97 |
98.97 |
-0.05 |
573 |
12,317 |
-53 |
Dec08 |
070822 |
98.94 |
98.94 |
98.90 |
98.90 |
-0.05 |
391 |
8,315 |
+170 |
Mar09 |
070822 |
98.82 |
98.82 |
98.82 |
98.82 |
-0.05 |
7 |
4,469 |
+1 |
Jun09 |
070822 |
98.75 |
98.75 |
98.75 |
98.75 |
-0.05 |
0 |
1,168 |
+0 |
Total Volume and Open Interest |
7,508 |
231,437 |
-3,026 |
Japanese Gov't Bonds(SGX) |
Sep07 |
070822 |
136.39 |
136.39 |
135.49 |
135.58 |
-0.81 |
3,036 |
44,947 |
+638 |
Dec07 |
070822 |
135.47 |
135.48 |
135.10 |
135.12 |
-0.81 |
6 |
31 |
+5 |
Mar08 |
070822 |
135.12 |
135.12 |
135.12 |
135.12 |
-0.81 |
|
|
|
Total Volume and Open Interest |
3,042 |
44,978 |
+643 |
Euro-Bund(EUREX) |
Sep07 |
070822 |
113.68 |
113.71 |
113.10 |
113.29 |
-0.46 |
1,211,853 |
1,552,923 |
-9,569 |
Dec07 |
070822 |
113.28 |
113.29 |
112.74 |
112.89 |
-0.45 |
12,203 |
64,957 |
+7,707 |
Mar08 |
070822 |
113.14 |
113.14 |
113.14 |
113.14 |
-0.46 |
309 |
10 |
+0 |
Total Volume and Open Interest |
1,224,365 |
1,617,890 |
-1,862 |
Euro-Bobl(EUREX) |
Sep07 |
070822 |
108.35 |
108.35 |
107.75 |
107.94 |
-0.47 |
667,868 |
1,223,433 |
-40,497 |
Dec07 |
070822 |
107.96 |
108.07 |
107.60 |
107.75 |
-0.48 |
439 |
14,916 |
-401 |
Mar08 |
070822 |
107.64 |
107.64 |
107.64 |
107.64 |
-0.48 |
|
|
|
Total Volume and Open Interest |
668,307 |
1,238,349 |
-40,898 |
3-Mth Euribor(EUREX) |
Sep07 |
070822 |
95.550 |
95.550 |
95.490 |
95.515 |
-0.070 |
1,921 |
27,731 |
+987 |
Dec07 |
070822 |
95.725 |
95.725 |
95.595 |
95.615 |
-0.140 |
760 |
11,659 |
+63 |
Mar08 |
070822 |
95.820 |
95.820 |
95.615 |
95.695 |
-0.155 |
263 |
9,192 |
+26 |
Total Volume and Open Interest |
3,280 |
59,278 |
+1,234 |
Long Gilt(LIFFE) |
Sep07 |
070822 |
107~03 |
107~04 |
106~13 |
106~17 |
-0~22 |
108,910 |
319,449 |
-3,022 |
Dec07 |
070822 |
107~02 |
107~02 |
106~18 |
106~20 |
-0~22 |
150 |
144 |
+144 |
Total Volume and Open Interest |
109,060 |
319,593 |
-2,878 |
3-Mth Short Sterling(LIFFE) |
Sep07 |
070822 |
93.69 |
93.69 |
93.60 |
93.63 |
-0.08 |
98,449 |
489,315 |
+25,694 |
Dec07 |
070822 |
93.96 |
93.96 |
93.83 |
93.87 |
-0.10 |
106,243 |
516,394 |
-12,269 |
Mar08 |
070822 |
94.09 |
94.09 |
93.94 |
93.98 |
-0.12 |
85,356 |
471,362 |
+3,399 |
Jun08 |
070822 |
94.15 |
94.15 |
94.01 |
94.05 |
-0.11 |
72,018 |
436,969 |
-311 |
Sep08 |
070822 |
94.15 |
94.17 |
94.04 |
94.08 |
-0.11 |
47,467 |
328,297 |
-1,210 |
Dec08 |
070822 |
94.19 |
94.19 |
94.06 |
94.10 |
-0.09 |
49,829 |
236,285 |
-342 |
Total Volume and Open Interest |
518,692 |
2,830,948 |
+17,686 |
3-Mth Euribor(LIFFE) |
Sep07 |
070822 |
95.560 |
95.590 |
95.465 |
95.515 |
-0.085 |
287,939 |
910,273 |
-43,704 |
Dec07 |
070822 |
95.735 |
95.750 |
95.545 |
95.615 |
-0.145 |
277,261 |
859,572 |
-4,289 |
Mar08 |
070822 |
95.850 |
95.850 |
95.600 |
95.700 |
-0.150 |
224,613 |
603,924 |
-5,430 |
Total Volume and Open Interest |
1,263,700 |
4,197,243 |
-59,064 |
3-Mth Aus T-Bills(SFE) |
Sep07 |
070822 |
93.25 |
93.25 |
93.20 |
93.21 |
-0.04 |
23,710 |
508,958 |
+9,556 |
Dec07 |
070822 |
93.27 |
93.28 |
93.23 |
93.24 |
-0.03 |
44,534 |
360,438 |
+19,582 |
Mar08 |
070822 |
93.28 |
93.29 |
93.24 |
93.26 |
-0.02 |
19,590 |
164,820 |
-1,201 |
Jun08 |
070822 |
93.30 |
93.30 |
93.25 |
93.26 |
-0.02 |
23,525 |
114,329 |
+2,881 |
Sep08 |
070822 |
93.29 |
93.30 |
93.26 |
93.26 |
-0.02 |
3,583 |
57,782 |
-414 |
Dec08 |
070822 |
93.29 |
93.29 |
93.25 |
93.25 |
-0.03 |
1,368 |
41,628 |
-605 |
Mar09 |
070822 |
93.28 |
93.28 |
93.25 |
93.25 |
-0.02 |
2,578 |
32,738 |
+2,163 |
Jun09 |
070822 |
93.26 |
93.26 |
93.25 |
93.25 |
-0.03 |
602 |
22,326 |
+537 |
Sep09 |
070822 |
93.24 |
93.24 |
93.24 |
93.24 |
-0.03 |
0 |
2,251 |
+0 |
Dec09 |
070822 |
93.26 |
93.26 |
93.26 |
93.26 |
-0.02 |
3 |
636 |
+3 |
Total Volume and Open Interest |
119,499 |
1,306,092 |
+32,504 |
10-Year Aus T-Bonds(SFE) |
Sep07 |
070822 |
94.18 |
94.19 |
94.11 |
94.12 |
-0.04 |
76,452 |
589,209 |
-20,961 |
Dec07 |
070822 |
94.13 |
94.13 |
94.13 |
94.13 |
-0.03 |
|
|
|
Total Volume and Open Interest |
76,452 |
589,209 |
-20,961 |
3-Year Aus T-Bonds(SFE) |
Sep07 |
070822 |
93.93 |
93.95 |
93.88 |
93.89 |
-0.03 |
154,584 |
952,900 |
-22,691 |
Dec07 |
070822 |
93.92 |
93.92 |
93.92 |
93.92 |
-0.03 |
|
|
|
Total Volume and Open Interest |
154,584 |
952,900 |
-22,691 |
Gold(CMX) |
Aug07 |
070822 |
658.9 |
661.1 |
658.9 |
659.1 |
+2.4 |
9 |
142 |
-86 |
Oct07 |
070822 |
661.3 |
665.6 |
659.0 |
662.9 |
+2.4 |
2,518 |
35,916 |
-583 |
Dec07 |
070822 |
667.0 |
671.6 |
664.2 |
668.7 |
+2.5 |
58,169 |
187,264 |
-624 |
Feb08 |
070822 |
672.4 |
676.3 |
672.4 |
674.3 |
+2.7 |
1,875 |
15,816 |
+437 |
Apr08 |
070822 |
681.7 |
681.7 |
679.7 |
679.7 |
+2.8 |
18 |
17,643 |
-4 |
Jun08 |
070822 |
685.2 |
685.2 |
685.0 |
685.0 |
+2.9 |
95 |
14,746 |
+29 |
Aug08 |
070822 |
690.3 |
690.4 |
690.0 |
690.2 |
+3.0 |
80 |
7,390 |
+74 |
Oct08 |
070822 |
695.4 |
695.4 |
695.4 |
695.4 |
+3.1 |
0 |
1,469 |
+0 |
Dec08 |
070822 |
695.9 |
703.2 |
695.9 |
700.7 |
+3.2 |
949 |
15,484 |
+100 |
Feb09 |
070822 |
706.2 |
706.2 |
706.2 |
706.2 |
+3.3 |
414 |
11,051 |
+214 |
Apr09 |
070822 |
711.6 |
711.6 |
711.6 |
711.6 |
+3.4 |
0 |
1,630 |
+0 |
Jun09 |
070822 |
717.1 |
717.1 |
717.1 |
717.1 |
+3.5 |
10 |
10,958 |
-10 |
Total Volume and Open Interest |
64,395 |
330,204 |
-453 |
Silver(CMX) |
Sep07 |
070822 |
1156.5 |
1179.0 |
1152.0 |
1156.5 |
+5.5 |
27,424 |
37,605 |
-3,377 |
Dec07 |
070822 |
1171.0 |
1195.0 |
1168.5 |
1172.9 |
+5.9 |
8,931 |
50,293 |
+189 |
Mar08 |
070822 |
1197.0 |
1197.0 |
1188.2 |
1188.2 |
+6.1 |
84 |
6,547 |
-62 |
May08 |
070822 |
1191.0 |
1197.4 |
1191.0 |
1197.4 |
+6.2 |
0 |
4,474 |
+3 |
Jul08 |
070822 |
1206.5 |
1206.5 |
1206.5 |
1206.5 |
+6.3 |
2 |
4,874 |
+4 |
Sep08 |
070822 |
1215.4 |
1215.4 |
1215.4 |
1215.4 |
+6.4 |
0 |
955 |
+0 |
Dec08 |
070822 |
1222.5 |
1242.0 |
1222.5 |
1228.3 |
+6.5 |
3 |
5,297 |
+102 |
Total Volume and Open Interest |
36,453 |
117,914 |
-3,133 |
Platinum(NYMEX) |
Oct07 |
070822 |
1251.4 |
1251.4 |
1234.1 |
1248.6 |
-2.8 |
1,164 |
10,783 |
+87 |
Jan08 |
070822 |
1247.4 |
1257.6 |
1247.4 |
1257.6 |
-2.8 |
5 |
334 |
-1 |
Apr08 |
070822 |
1269.0 |
1269.0 |
1269.0 |
1269.0 |
-2.8 |
0 |
2 |
+0 |
Total Volume and Open Interest |
1,169 |
11,119 |
+86 |
Palladium(NYMEX) |
Sep07 |
070822 |
317.40 |
324.95 |
315.20 |
323.00 |
-0.50 |
2,360 |
7,321 |
-713 |
Dec07 |
070822 |
322.00 |
332.00 |
320.00 |
327.75 |
-0.50 |
1,931 |
7,718 |
+878 |
Mar08 |
070822 |
332.50 |
332.50 |
332.50 |
332.50 |
-0.50 |
152 |
662 |
-31 |
Total Volume and Open Interest |
4,443 |
17,677 |
+134 |
Copper(CMX) |
Sep07 |
070822 |
315.15 |
323.90 |
314.60 |
321.20 |
+6.20 |
11,582 |
16,841 |
-2,428 |
Dec07 |
070822 |
316.90 |
325.00 |
316.10 |
322.25 |
+5.75 |
11,788 |
43,873 |
+2,755 |
Mar08 |
070822 |
320.90 |
321.70 |
317.95 |
319.90 |
+5.65 |
1,127 |
5,801 |
+565 |
May08 |
070822 |
317.00 |
317.10 |
316.20 |
317.10 |
+5.50 |
78 |
1,018 |
-8 |
Jul08 |
070822 |
313.55 |
313.80 |
312.50 |
313.80 |
+5.20 |
8 |
513 |
+0 |
Total Volume and Open Interest |
25,438 |
76,498 |
+662 |
DJIA Index(CBOT) |
Sep07 |
070822 |
13117 |
13280 |
13117 |
13275 |
+158 |
3,321 |
37,551 |
+134 |
Dec07 |
070822 |
13310 |
13357 |
13310 |
13357 |
+158 |
69 |
382 |
+46 |
Mar08 |
070822 |
13459 |
13459 |
13459 |
13459 |
+158 |
0 |
1 |
+0 |
Jun08 |
070822 |
13553 |
13553 |
13553 |
13553 |
+158 |
|
|
|
Total Volume and Open Interest |
3,392 |
37,934 |
+180 |
E-mini DJIA Index(CBOT) |
Sep07 |
070822 |
13116 |
13285 |
13116 |
13275 |
+158 |
182,553 |
94,894 |
-2,860 |
Dec07 |
070822 |
13260 |
13357 |
13250 |
13357 |
+158 |
138 |
271 |
-16 |
Mar08 |
070822 |
13459 |
13459 |
13459 |
13459 |
+158 |
|
|
|
Jun08 |
070822 |
13553 |
13553 |
13553 |
13553 |
+158 |
|
|
|
Total Volume and Open Interest |
182,691 |
95,165 |
-2,876 |
S & P 500(CME) |
Sep07 |
070822 |
1450.40 |
1469.00 |
1448.70 |
1468.70 |
+18.40 |
54,966 |
540,842 |
-5,718 |
Dec07 |
070822 |
1473.00 |
1480.00 |
1466.00 |
1480.00 |
+19.00 |
7,243 |
99,819 |
+6,394 |
Mar08 |
070822 |
1490.70 |
1490.70 |
1476.60 |
1490.70 |
+20.10 |
0 |
6,981 |
+0 |
Jun08 |
070822 |
1501.70 |
1501.70 |
1487.60 |
1501.70 |
+20.10 |
0 |
203 |
+0 |
Total Volume and Open Interest |
62,209 |
649,012 |
+676 |
S & P 500 E-Mini(Globex) |
Sep07 |
070822 |
1450.25 |
1469.50 |
1448.75 |
1468.75 |
+18.50 |
1,790,908 |
2,009,133 |
-61,038 |
Dec07 |
070822 |
1461.00 |
1480.50 |
1460.50 |
1480.00 |
+19.00 |
11,221 |
76,447 |
+5,339 |
Total Volume and Open Interest |
1,802,129 |
2,085,581 |
-55,699 |
NASDAQ 100(CME) |
Sep07 |
070822 |
1920.00 |
1947.00 |
1917.50 |
1945.00 |
+25.20 |
3,578 |
67,560 |
-208 |
Dec07 |
070822 |
1959.00 |
1966.50 |
1959.00 |
1966.50 |
+25.70 |
58 |
96 |
+51 |
Mar08 |
070822 |
1989.30 |
1989.30 |
1986.50 |
1989.30 |
+25.80 |
|
|
|
Total Volume and Open Interest |
3,636 |
67,656 |
-157 |
NASDAQ 100 E-Mini(Globex) |
Sep07 |
070822 |
1920.50 |
1946.30 |
1917.80 |
1945.00 |
+25.20 |
330,618 |
417,330 |
-3,633 |
Dec07 |
070822 |
1942.00 |
1967.30 |
1940.50 |
1966.50 |
+25.70 |
64 |
700 |
+16 |
Total Volume and Open Interest |
330,682 |
418,030 |
-3,617 |
S & P Midcap 400(CME) |
Sep07 |
070822 |
856.00 |
860.00 |
847.50 |
858.30 |
+10.40 |
153 |
6,787 |
+89 |
Dec07 |
070822 |
867.25 |
867.25 |
866.85 |
867.25 |
+10.40 |
|
|
|
Mar08 |
070822 |
876.95 |
876.95 |
876.55 |
876.95 |
+10.40 |
|
|
|
Total Volume and Open Interest |
153 |
6,787 |
+89 |
Russell 2000 E-Mini(Globex) |
Sep07 |
070822 |
792.10 |
802.40 |
790.80 |
801.00 |
+8.90 |
249,400 |
588,696 |
-1,175 |
Dec07 |
070822 |
803.00 |
806.90 |
802.00 |
806.90 |
+9.30 |
254 |
1,161 |
+0 |
Mar08 |
070822 |
812.90 |
812.90 |
812.90 |
812.90 |
+11.70 |
|
|
|
Total Volume and Open Interest |
249,654 |
589,857 |
-1,175 |
Nikkei 225(CME) |
Sep07 |
070822 |
16080 |
16155 |
16065 |
16155 |
+325 |
12,951 |
58,490 |
+461 |
Dec07 |
070822 |
16150 |
16150 |
16145 |
16145 |
+320 |
5 |
14 |
+3 |
Total Volume and Open Interest |
12,956 |
58,505 |
+464 |
Nikkei 225(SGX) |
Sep07 |
070822 |
15835 |
15960 |
15785 |
15895 |
+30 |
108,817 |
263,490 |
+2,933 |
Dec07 |
070822 |
15770 |
15920 |
15760 |
15860 |
unch |
591 |
1,388 |
+111 |
Mar08 |
070822 |
15880 |
15880 |
15880 |
15880 |
unch |
|
|
|
Total Volume and Open Interest |
109,408 |
264,919 |
+3,044 |
CAC 40(EURONEXT) |
Sep07 |
070822 |
5442.5 |
5550.5 |
5438.5 |
5531.0 |
+88.5 |
177,331 |
502,203 |
+40,338 |
Oct07 |
070822 |
5500.0 |
5565.0 |
5500.0 |
5549.0 |
+88.5 |
48 |
336 |
-7 |
Nov07 |
070822 |
5558.5 |
5571.5 |
5558.5 |
5566.0 |
+88.5 |
|
|
|
Total Volume and Open Interest |
177,415 |
504,753 |
+40,289 |
Hang Seng Index(HKFE) |
Aug07 |
070822 |
21726 |
22418 |
21726 |
22407 |
+807 |
127,330 |
122,503 |
-1,199 |
Sep07 |
070822 |
22038 |
22385 |
21777 |
22380 |
+812 |
11,801 |
15,762 |
+1,356 |
Total Volume and Open Interest |
139,542 |
138,962 |
+165 |
DAX(EUREX) |
Sep07 |
070822 |
7443.5 |
7551.5 |
7440.0 |
7530.5 |
+90.5 |
223,872 |
273,376 |
-24,348 |
Dec07 |
070822 |
7532.0 |
7634.0 |
7524.0 |
7614.0 |
+93.0 |
1,154 |
16,673 |
+527 |
Mar08 |
070822 |
7605.5 |
7716.0 |
7605.5 |
7695.5 |
+96.5 |
93 |
1,923 |
-1 |
Total Volume and Open Interest |
225,119 |
291,972 |
-23,822 |
FT-SE 100(EURONEXT) |
Sep07 |
070822 |
6130.00 |
6229.00 |
6130.00 |
6223.50 |
+122.50 |
121,637 |
503,265 |
-11,878 |
Dec07 |
070822 |
6191.00 |
6284.50 |
6191.00 |
6284.50 |
+125.50 |
15 |
12,353 |
+2 |
Mar08 |
070822 |
6221.50 |
6301.50 |
6221.50 |
6298.50 |
+129.00 |
5 |
664 |
+5 |
Total Volume and Open Interest |
121,657 |
516,284 |
-11,871 |
SPI 200(SFE) |
Sep07 |
070822 |
5949.0 |
6046.0 |
5880.0 |
6022.0 |
+54.0 |
30,794 |
451,354 |
+6,715 |
Dec07 |
070822 |
5991.0 |
6080.0 |
5930.0 |
6062.0 |
+52.0 |
125 |
4,773 |
+51 |
Mar08 |
070822 |
6071.0 |
6071.0 |
6071.0 |
6071.0 |
+53.0 |
2 |
1,180 |
+2 |
Total Volume and Open Interest |
30,966 |
458,878 |
+6,768 |
GSCI(CME) |
Sep07 |
070822 |
477.30 |
478.05 |
473.25 |
476.00 |
+0.50 |
148 |
19,662 |
+42 |
Oct07 |
070822 |
481.00 |
482.50 |
479.00 |
481.00 |
+0.50 |
|
|
|
Nov07 |
070822 |
486.50 |
486.50 |
484.45 |
485.00 |
+0.50 |
|
|
|
Total Volume and Open Interest |
148 |
19,662 |
+42 |
Reuters CCI(ICE) |
Nov07 |
070822 |
408.50 |
410.25 |
407.50 |
410.25 |
+2.75 |
12 |
883 |
-3 |
Jan08 |
070822 |
410.00 |
412.00 |
408.50 |
412.00 |
+2.75 |
5 |
415 |
+0 |
Feb08 |
070822 |
409.00 |
411.75 |
409.00 |
411.75 |
+2.75 |
0 |
246 |
+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. |
|
|