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MRCI's End of Day Prices

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MRCI's End of Day Prices

Daily Futures Price Listing Wed August 29, 2007
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep07 070829 853.00 862.00 848.75 858.50 +3.25 13,660 17,561 -3,666
Nov07 070829 870.00 877.75 865.25 874.25 +2.00 70,179 281,799 -3,907
Jan08 070829 885.00 892.50 880.50 889.50 +1.50 4,774 42,628 +656
Mar08 070829 894.50 903.00 892.25 900.00 +2.50 2,535 25,985 +458
May08 070829 901.00 909.00 900.00 907.00 +2.00 1,789 24,620 +21
Jul08 070829 909.50 919.00 909.50 915.00 +0.25 3,074 35,560 +82
Aug08 070829 910.00 910.00 910.00 910.00 +1.00 2 543 +0
Sep08 070829 902.00 902.00 898.00 898.00 -2.00 15 266 +7
Nov08 070829 886.00 893.00 868.00 886.50 -2.50 4,803 54,000 +199
Jan09 070829 886.00 892.00 886.00 889.00 -3.00 2 389 +2
Jul09 070829 900.00 901.00 900.00 900.00 +1.00 0 240 +0
Total Volume and Open Interest 100,950 489,683 -6,103
Soybean Meal(CBOT)
Sep07 070829 234.90 236.30 233.50 235.00 +0.20 11,347 15,695 -2,249
Oct07 070829 237.00 238.50 235.70 237.50 unch 7,297 24,942 +1,176
Dec07 070829 241.80 243.30 240.30 242.50 +0.50 16,660 83,708 +606
Jan08 070829 243.50 245.50 243.30 245.00 +0.30 951 14,443 -112
Mar08 070829 247.00 248.60 246.30 247.90 +0.10 1,751 15,748 +448
May08 070829 248.00 249.80 248.00 248.50 -1.30 555 17,403 -26
Jul08 070829 252.00 252.70 250.60 252.00 -0.30 422 12,708 -71
Aug08 070829 249.50 251.50 249.50 250.00 -0.70 42 3,129 -22
Sep08 070829 248.50 250.00 248.00 249.00 -1.00 130 3,401 +83
Oct08 070829 244.00 244.00 244.00 244.00 +1.50 0 1,559 +0
Total Volume and Open Interest 39,997 199,516 -84
Soybean Oil(CBOT)
Sep07 070829 36.28 36.52 35.70 36.26 +0.21 15,675 19,071 -5,409
Oct07 070829 36.10 36.78 35.95 36.48 +0.18 5,486 31,077 +2,502
Dec07 070829 36.80 37.28 36.41 36.99 +0.17 16,958 148,987 -436
Jan08 070829 36.90 37.60 36.90 37.35 +0.20 2,508 20,261 -305
Mar08 070829 37.40 37.95 37.40 37.67 +0.17 614 13,705 +236
May08 070829 37.45 38.12 37.45 37.90 +0.14 369 10,236 -32
Jul08 070829 37.90 38.35 37.90 38.12 +0.13 474 11,570 +3
Aug08 070829 38.15 38.15 38.10 38.12 +0.12 32 848 +8
Sep08 070829 38.12 38.12 38.12 38.12 +0.12 36 424 +27
Oct08 070829 38.15 38.15 38.15 38.15 +0.15 31 499 +27
Total Volume and Open Interest 42,683 268,396 -3,254
Canola(WCE)
Corn(CBOT)
Sep07 070829 326.25 329.50 321.75 322.75 -4.50 47,641 49,487 -14,466
Dec07 070829 343.75 346.75 339.00 340.25 -4.50 109,525 625,249 +2,559
Mar08 070829 360.00 363.00 355.25 357.00 -4.50 21,320 128,929 +2,262
May08 070829 368.50 371.75 365.25 366.00 -5.00 1,568 33,966 +51
Jul08 070829 378.00 381.00 374.50 375.25 -4.50 8,532 79,182 +1,985
Sep08 070829 384.50 385.00 376.75 380.50 -4.00 208 11,551 +56
Dec08 070829 392.00 393.50 389.00 390.50 -1.75 8,209 131,036 -50
Mar09 070829 400.00 400.50 397.50 399.00 -1.50 73 4,616 +31
Jul09 070829 405.00 409.00 403.00 404.50 -1.00 63 1,204 +51
Total Volume and Open Interest 197,687 1,096,189 -7,416
Wheat(CBOT)
Sep07 070829 720.75 744.00 714.00 742.00 +21.50 23,149 17,868 -8,703
Dec07 070829 736.75 760.50 731.50 758.50 +20.25 47,681 251,543 +1,482
Mar08 070829 738.00 758.75 732.50 756.00 +17.00 6,947 30,278 +1,047
May08 070829 681.50 697.00 681.50 694.00 +11.00 183 5,427 -9
Jul08 070829 590.25 600.00 585.25 599.50 +7.50 4,358 50,836 +386
Sep08 070829 598.00 600.50 596.00 600.50 +8.50 34 1,766 +12
Total Volume and Open Interest 84,627 379,096 -5,654
Wheat(KCBT)
Sep07 070829 680.50 697.00 677.75 695.25 +14.75 9,996 13,583 -4,192
Dec07 070829 697.00 715.00 694.00 712.50 +14.25 12,948 117,954 +3,495
Mar08 070829 700.00 710.00 698.00 709.00 +10.50 762 9,429 +324
May08 070829 670.00 671.00 670.00 670.00 +7.00 14 145 +12
Jul08 070829 581.00 588.00 581.00 587.00 +5.25 493 11,970 +256
Sep08 070829 582.00 589.00 582.00 588.00 +6.00 81 458 +29
Total Volume and Open Interest 24,322 155,159 -51
Wheat(MGE)
Sep07 070829 662.75 668.25 657.25 667.00 +4.50 5,527 4,327 -1,340
Dec07 070829 678.00 689.00 676.00 687.25 +8.25 7,934 42,699 +1,074
Mar08 070829 690.00 695.50 684.00 695.25 +11.25 450 4,974 +102
May08 070829 680.00 688.00 680.00 686.00 +8.50 83 355 +5
Jul08 070829 633.00 639.00 629.00 639.00 +5.00 22 412 +0
Total Volume and Open Interest 14,045 55,225 -147
Oats(CBOT)
Sep07 070829 238.00 240.50 235.00 239.00 -1.00 73 268 -79
Dec07 070829 252.00 254.50 247.50 252.25 unch 1,315 11,576 -4
Mar08 070829 262.00 272.00 258.75 263.75 +0.50 73 1,546 +34
May08 070829 269.50 269.50 269.50 269.50 -0.25 0 132 +0
Total Volume and Open Interest 1,461 13,543 -49
Rough Rice(CBOT)
Sep07 070829 10.43 10.43 10.31 10.31 -0.18 413 1,111 -111
Nov07 070829 10.77 10.77 10.60 10.60 -0.15 486 10,651 +193
Jan08 070829 11.01 11.01 10.92 10.92 -0.15 7 1,463 +2
Mar08 070829 11.36 11.36 11.23 11.24 -0.12 0 817 +0
Total Volume and Open Interest 912 14,331 +84
Live Cattle(CME)
Aug07 070829 94.635 94.730 94.230 94.650 +0.250 1,102 1,611 -617
Oct07 070829 97.400 98.500 97.400 98.050 +0.450 11,112 121,323 -1,834
Dec07 070829 100.225 101.000 100.225 100.900 +0.300 4,766 57,083 +218
Feb08 070829 100.900 101.000 100.300 100.885 +0.235 3,222 28,265 +111
Apr08 070829 100.300 100.900 100.300 100.885 +0.385 1,242 14,050 +340
Jun08 070829 95.800 96.000 95.750 95.980 +0.095 272 5,093 +133
Total Volume and Open Interest 21,728 228,259 -1,647
Feeder Cattle(CME)
Aug07 070829 118.025 118.150 117.900 118.050 +0.050 683 2,212 -350
Sep07 070829 118.900 119.000 118.600 118.700 +0.250 630 5,507 +30
Oct07 070829 118.950 119.350 118.750 118.980 +0.130 1,892 12,575 +265
Nov07 070829 118.975 119.300 118.800 119.230 +0.250 587 4,718 +227
Jan08 070829 116.400 116.500 116.000 116.480 +0.280 182 2,976 +72
Mar08 070829 113.150 113.450 113.150 113.400 +0.100 25 579 +23
Apr08 070829 113.750 114.000 113.750 114.000 +0.150 6 232 +2
Total Volume and Open Interest 4,025 29,356 +278
Lean Hogs(CME)
Oct07 070829 68.100 68.475 67.400 67.750 -0.150 10,679 72,816 -361
Dec07 070829 68.350 69.000 67.700 68.750 +0.725 9,757 53,715 +539
Feb08 070829 69.700 70.300 69.300 70.100 +0.350 1,988 20,108 +77
Apr08 070829 69.750 70.600 69.550 70.475 +0.650 610 15,697 -82
May08 070829 73.000 73.800 73.000 73.750 +0.450 46 1,482 +6
Jun08 070829 75.950 76.400 75.700 76.050 +0.100 105 9,306 +65
Jul08 070829 74.650 74.800 74.400 74.600 -0.100 22 2,229 +14
Aug08 070829 71.750 71.950 71.750 71.950 +0.250 14 535 +9
Total Volume and Open Interest 28,325 175,910 +267
Class III Milk(CME)
Aug07 070829 19.85 19.85 19.85 19.85 +0.02 64 4,607 -92
Sep07 070829 19.95 20.29 19.95 20.25 +0.30 287 4,805 +26
Oct07 070829 19.26 19.95 19.26 19.85 +0.52 586 4,262 +60
Nov07 070829 18.13 18.72 18.13 18.63 +0.50 381 3,480 +11
Dec07 070829 17.41 18.00 17.41 17.72 +0.31 229 3,500 +8
Total Volume and Open Interest 1,931 36,344 -19
Cocoa(ICE)
Sep07 070829 1816 1850 1809 1825 +13 22 432 -7
Dec07 070829 1774 1823 1774 1806 +36 9,277 68,361 -345
Mar08 070829 1815 1837 1815 1826 +35 1,145 28,672 +108
May08 070829 1844 1850 1835 1841 +36 152 6,757 -9
Jul08 070829 1855 1856 1849 1856 +36 215 3,514 +90
Sep08 070829 1872 1872 1872 1872 +36 13 3,924 +1
Dec08 070829 1894 1896 1894 1896 +35 66 12,278 -17
Total Volume and Open Interest 10,890 124,530 -179
Coffee "C"(ICE)
Sep07 070829 113.90 114.25 112.50 112.65 -1.00 426 523 -238
Dec07 070829 117.50 118.10 115.60 116.10 -1.45 14,516 100,531 +516
Mar08 070829 120.95 121.75 119.55 119.90 -1.45 2,294 22,037 -304
May08 070829 122.50 124.00 121.90 122.05 -1.35 836 6,282 +249
Jul08 070829 124.55 124.55 123.75 124.00 -1.35 77 3,374 +0
Sep08 070829 127.10 127.10 125.50 125.80 -1.30 328 9,381 -2
Total Volume and Open Interest 19,573 153,817 +397
Orange Juice(ICE)
Sep07 070829 126.50 128.95 125.10 128.95 +2.45 1,102 1,297 -555
Nov07 070829 122.25 123.00 120.25 121.95 +0.45 2,042 15,856 +522
Jan08 070829 121.50 122.90 121.40 122.90 +0.40 566 4,232 -253
Mar08 070829 123.00 123.85 123.00 123.85 +0.60 114 3,328 +8
May08 070829 124.80 124.80 124.80 124.80 +0.80 0 558 +0
Jul08 070829 125.75 125.75 125.75 125.75 +1.00 0 136 +0
Total Volume and Open Interest 3,824 26,385 -278
Sugar #11(ICE)
Oct07 070829 9.44 9.46 9.30 9.42 -0.03 27,876 312,376 -692
Mar08 070829 9.73 9.73 9.58 9.68 -0.05 9,385 166,868 +1,780
May08 070829 9.75 9.75 9.63 9.72 -0.07 2,170 42,656 -85
Jul08 070829 9.85 9.85 9.72 9.82 -0.09 1,648 38,078 -45
Oct08 070829 10.12 10.12 10.00 10.10 -0.08 2,300 40,796 -506
Total Volume and Open Interest 46,476 652,372 +414
London Cocoa(LCE)
Sep07 070829 923 940 923 931 +16 1,075 46,767 -748
Dec07 070829 950 958 946 949 +11 3,829 60,508 -223
Mar08 070829 970 974 964 966 +10 2,092 36,995 -118
May08 070829 976 986 975 977 +10 1,108 15,639 +177
Jul08 070829 992 992 989 989 +11 325 13,935 +46
Sep08 070829 1003 1003 999 999 +9 12 10,324 +6
Dec08 070829 1010 1010 1008 1008 +9 0 5,008 -112
Total Volume and Open Interest 8,441 189,288 -972
London Sugar(LCE)
Oct07 070829 279.80 279.80 275.50 279.00 -0.50 1,476 37,418 -636
Dec07 070829 281.20 282.40 277.60 281.90 -0.60 506 8,849 -48
Mar08 070829 289.40 290.90 287.00 290.90 -0.10 457 16,173 +169
May08 070829 290.10 293.30 290.10 293.30 -0.50 263 5,950 +16
Aug08 070829 295.00 295.00 292.50 294.40 -0.90 12 4,981 +0
Total Volume and Open Interest 2,726 79,203 -491
Cotton(ICE)
Oct07 070829 55.38 56.15 55.38 55.58 +0.06 261 4,896 -38
Dec07 070829 57.48 58.10 57.38 57.42 -0.06 15,327 124,400 -634
Mar08 070829 60.84 61.25 60.60 60.70 -0.09 2,428 43,935 +197
May08 070829 61.90 61.90 61.80 61.80 -0.05 110 3,971 -193
Jul08 070829 63.00 63.00 62.90 62.90 -0.10 117 4,971 +86
Oct08 070829 64.25 64.25 64.25 64.25 -0.15 0 236 +0
Total Volume and Open Interest 18,985 198,641 -508
Lumber(CME)
Sep07 070829 258.8 260.8 256.7 259.9 +2.1 1,231 1,755 -320
Nov07 070829 259.3 260.0 256.2 260.0 +2.7 1,400 4,644 +357
Jan08 070829 275.7 280.0 270.2 278.4 +4.4 25 332 +0
Mar08 070829 283.1 284.5 281.0 283.6 +2.8 1 67 +1
Total Volume and Open Interest 2,658 6,830 +39
Crude Oil(NYM)
Oct07 070829 71.58 73.64 71.41 73.51 +1.78 181,538 322,074 -2,735
Nov07 070829 71.10 72.90 70.82 72.78 +1.64 58,585 137,094 +5,425
Dec07 070829 70.50 72.14 70.25 72.00 +1.45 39,628 184,694 -470
Jan08 070829 70.08 71.60 69.97 71.43 +1.26 7,343 62,647 +353
Feb08 070829 69.76 71.08 69.62 71.00 +1.13 2,209 30,055 -237
Mar08 070829 69.50 70.70 69.50 70.69 +1.02 4,087 35,666 +1,043
Apr08 070829 70.30 70.50 70.30 70.48 +0.95 401 39,090 -85
May08 070829 70.00 70.33 69.97 70.33 +0.91 3,424 44,119 +187
Jun08 070829 69.50 70.19 69.50 70.19 +0.87 6,647 51,172 +1,271
Jul08 070829 70.06 70.06 70.06 70.06 +0.83 195 16,298 +90
Aug08 070829 69.94 69.94 69.94 69.94 +0.79 150 13,344 +75
Sep08 070829 69.83 69.83 69.83 69.83 +0.75 298 44,875 +202
Oct08 070829 69.74 69.74 69.74 69.74 +0.72 5,200 19,964 -349
Nov08 070829 69.65 69.65 69.65 69.65 +0.69 5,200 16,826 +2,377
Dec08 070829 68.92 69.60 68.91 69.56 +0.65 7,773 157,253 -458
Jan09 070829 69.47 69.47 69.47 69.47 +0.62 463 21,055 +30
Total Volume and Open Interest 327,216 1,432,723 +7,481
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 070829 71.575 73.650 71.400 73.500 +1.775      
Nov07 070829 70.875 72.850 70.875 72.775 +1.625      
Dec07 070829 70.625 72.000 70.250 72.000 +1.450      
Jan08 070829 71.425 71.425 71.425 71.425 +1.250      
Feb08 070829 71.000 71.000 71.000 71.000 +1.125      
Mar08 070829 70.700 70.700 70.700 70.700 +1.025      
Apr08 070829 70.475 70.475 70.475 70.475 +0.950      
May08 070829 70.325 70.325 70.325 70.325 +0.900      
Total Volume and Open Interest 10,367 4,186 -630
Heating Oil(NYM)
Sep07 070829 199.45 204.68 199.25 204.19 +4.56 17,947 15,970 -7,211
Oct07 070829 201.25 206.47 201.25 206.05 +4.47 27,836 64,957 +4,701
Nov07 070829 203.00 207.90 203.00 207.65 +4.32 5,425 36,394 +1,006
Dec07 070829 204.65 208.84 204.57 208.75 +3.92 3,566 36,463 +497
Jan08 070829 206.31 209.50 206.08 209.40 +3.52 787 19,355 +221
Feb08 070829 205.51 208.65 205.42 208.65 +3.12 575 13,231 +116
Mar08 070829 204.15 206.68 204.15 206.65 +2.97 665 5,426 -265
Apr08 070829 202.27 202.67 201.99 202.55 +2.77 578 6,336 -34
May08 070829 198.25 198.60 198.25 198.60 +2.62 19 2,663 +3
Jun08 070829 194.65 196.00 194.55 195.85 +2.57 265 12,247 -57
Jul08 070829 195.25 195.65 195.25 195.65 +2.42 145 706 +63
Aug08 070829 197.05 197.05 197.05 197.05 +2.37 0 324 +0
Total Volume and Open Interest 57,808 218,000 -960
Gasoline(NYMEX)
Sep07 070829 201.70 210.57 201.70 210.08 +8.54 34,003 24,117 -6,492
Oct07 070829 191.78 198.00 191.55 197.37 +5.83 40,369 56,652 +1,402
Nov07 070829 188.45 193.55 188.45 193.42 +5.08 8,937 32,853 +307
Dec07 070829 186.80 191.08 186.80 191.07 +4.63 5,738 21,241 +545
Jan08 070829 188.48 191.72 188.30 191.72 +4.38 1,732 11,362 +433
Feb08 070829 190.54 193.42 190.54 193.42 +4.18 1,002 6,007 +222
Mar08 070829 192.75 195.32 192.75 195.32 +3.98 626 7,040 +134
Apr08 070829 204.90 207.12 204.90 207.12 +3.63 436 5,834 +222
May08 070829 206.87 208.42 206.87 208.42 +3.48 140 2,996 +41
Jun08 070829 208.25 208.72 208.25 208.72 +3.43 30 5,352 +0
Total Volume and Open Interest 93,065 180,320 -3,141
e-miNY RBOB Gasoline(NYM)
Sep07 070829 210.08 210.08 210.08 210.08 +8.54 2 0 -2
Oct07 070829 197.37 197.37 197.37 197.37 +5.83 0 1 +0
Nov07 070829 193.42 193.42 193.42 193.42 +5.08      
Dec07 070829 191.07 191.07 191.07 191.07 +4.63 1 2 +1
Total Volume and Open Interest 3 3 -1
Natural Gas(NYM)
Sep07 070829 5.670 5.750 5.369 5.430 -0.163 76,715 14,595 -11,348
Oct07 070829 5.832 5.915 5.537 5.581 -0.180 47,000 107,772 +1,416
Nov07 070829 6.820 6.863 6.517 6.561 -0.135 10,049 73,801 +1,249
Dec07 070829 7.675 7.707 7.445 7.486 -0.095 7,020 48,184 +1,283
Jan08 070829 8.030 8.085 7.844 7.886 -0.085 8,525 46,303 +834
Feb08 070829 8.020 8.043 7.890 7.913 -0.088 1,817 35,591 -38
Mar08 070829 7.839 7.863 7.704 7.741 -0.080 2,496 47,402 +195
Apr08 070829 7.385 7.425 7.285 7.306 -0.055 2,703 38,920 -580
May08 070829 7.370 7.440 7.310 7.321 -0.047 1,577 26,976 -40
Jun08 070829 7.490 7.519 7.401 7.401 -0.042 413 17,597 +93
Jul08 070829 7.550 7.610 7.490 7.491 -0.042 121 10,521 +19
Aug08 070829 7.620 7.687 7.561 7.561 -0.038 119 10,430 +24
Sep08 070829 7.660 7.727 7.606 7.606 -0.037 159 7,292 +14
Oct08 070829 7.780 7.842 7.731 7.731 -0.036 548 28,909 -12
Nov08 070829 8.260 8.260 8.183 8.186 -0.026 156 14,483 +115
Dec08 070829 8.640 8.730 8.630 8.641 -0.016 15 13,953 +0
Total Volume and Open Interest 160,269 771,157 -6,623
Brent Crude Oil(ICE)
Oct07 070829 70.55 72.28 70.23 72.13 +1.58 82,944 109,803 -8,405
Nov07 070829 70.70 72.10 70.36 71.94 +1.27 46,369 123,339 -2,413
Dec07 070829 70.62 71.97 70.39 71.83 +1.12 31,658 107,609 -3,270
Jan08 070829 70.36 71.75 70.36 71.62 +1.03 5,966 26,479 -1,182
Feb08 070829 70.28 71.46 70.28 71.40 +0.97 1,004 17,483 +102
Mar08 070829 70.14 71.28 70.14 71.19 +0.92 971 12,607 +67
Apr08 070829 70.10 71.01 70.10 71.01 +0.86 234 9,799 +158
May08 070829 70.85 70.85 70.85 70.85 +0.82 368 4,221 -21
Jun08 070829 69.90 70.69 69.80 70.69 +0.76 1,860 25,893 -297
Jul08 070829 70.58 70.58 70.58 70.58 +0.73 55 5,403 +35
Aug08 070829 70.47 70.47 70.47 70.47 +0.69 70 2,999 +0
Sep08 070829 69.85 70.35 69.85 70.35 +0.64 115 3,707 +62
Oct08 070829 70.23 70.23 70.23 70.23 +0.60 75 4,467 -75
Nov08 070829 70.11 70.11 70.11 70.11 +0.57 0 3,417 +0
Total Volume and Open Interest 181,007 603,052 -13,886
Gas Oil(ICE)
Sep07 070829 625.50 639.75 623.50 635.25 +9.00 14,736 51,864 -2,642
Oct07 070829 626.75 641.00 625.00 636.25 +8.50 11,437 67,945 +223
Nov07 070829 627.50 640.25 626.00 636.00 +7.50 2,273 31,260 -358
Dec07 070829 629.00 640.50 628.00 635.75 +6.50 957 44,391 -58
Jan08 070829 632.00 642.75 632.00 638.50 +5.25 211 39,337 +109
Feb08 070829 634.00 638.50 633.25 634.75 +5.00 35 10,415 +24
Mar08 070829 630.00 630.00 625.25 630.00 +4.75 32 7,547 +0
Apr08 070829 624.75 624.75 620.75 624.75 +4.00 0 3,294 +0
May08 070829 619.50 619.50 619.50 619.50 +3.25 0 5,429 +0
Jun08 070829 612.25 618.50 611.25 615.50 +2.75 148 31,450 +142
Total Volume and Open Interest 91,795 336,803 +11,337
Ethanol(CBOT)
Aug07 070803 1.905 1.905 1.905 1.905 -0.010 0 63 -14
Sep07 070829 1.710 1.719 1.709 1.719 +0.037 39 87 -4
Oct07 070829 1.633 1.633 1.630 1.631 +0.001 1 186 +1
Nov07 070829 1.650 1.670 1.630 1.657 -0.013 1 76 +0
Dec07 070829 1.669 1.669 1.669 1.669 -0.001 0 157 +0
Jan08 070829 1.658 1.658 1.658 1.658 -0.002 0 135 +1
Feb08 070829 1.640 1.640 1.640 1.640 +0.010 0 115 +0
Mar08 070829 1.620 1.620 1.620 1.620 -0.010 0 103 +1
Total Volume and Open Interest 92 1,330 +17
WTI Crude Oil(ICE)
Oct07 070829 71.49 73.63 71.42 73.51 +1.78 69,282 103,285 -622
Nov07 070829 70.87 72.89 70.82 72.78 +1.64 28,719 55,383 -3,373
Dec07 070829 70.33 72.13 70.25 72.00 +1.45 23,925 113,893 -3,259
Jan08 070829 70.24 71.50 70.13 71.43 +1.26 4,850 28,215 -245
Feb08 070829 69.93 71.00 69.93 71.00 +1.13 873 10,363 -69
Mar08 070829 69.70 70.69 69.70 70.69 +1.02 721 10,762 -101
Apr08 070829 70.48 70.48 70.48 70.48 +0.95 126 6,269 -75
May08 070829 70.33 70.33 70.33 70.33 +0.91 222 2,099 -48
Jun08 070829 69.40 70.20 69.40 70.19 +0.87 914 29,322 -17
Jul08 070829 70.06 70.06 70.06 70.06 +0.83 0 1,701 +0
Aug08 070829 69.94 69.94 69.94 69.94 +0.79 0 824 +0
Sep08 070829 69.83 69.83 69.83 69.83 +0.75 0 2,970 +0
Oct08 070829 69.74 69.74 69.74 69.74 +0.72 700 3,762 +700
Nov08 070829 69.65 69.65 69.65 69.65 +0.69 27 1,324 +26
Dec08 070829 69.00 69.56 68.90 69.56 +0.65 7,874 83,281 -1,040
Jan09 070829 69.47 69.47 69.47 69.47 +0.62 0 1,330 +0
Total Volume and Open Interest 143,407 564,416 -6,180
US Dollar Index(ICE)
Sep07 070829 80.920 80.950 80.550 80.640 -0.080 2,047 19,509 +602
Dec07 070829 80.800 80.830 80.390 80.490 -0.080 79 3,492 +42
Mar08 070829 80.480 80.480 80.350 80.350 -0.080 30 652 +15
Total Volume and Open Interest 2,156 23,662 +659
Australian Dollar(CME)
Sep07 070829 81.36 82.32 80.47 81.53 -0.42 42,432 94,374 -1,343
Dec07 070829 80.90 82.00 80.19 81.24 -0.42 410 1,822 +45
Mar08 070829 80.89 81.56 80.66 80.89 -0.42 1 152 +0
Total Volume and Open Interest 42,843 96,642 -1,298
British Pound(CME)
Sep07 070829 199.92 201.80 199.54 201.56 +0.90 67,534 121,435 +188
Dec07 070829 199.46 201.23 199.05 201.06 +0.90 413 2,081 +1
Mar08 070829 200.40 200.54 198.60 200.40 +0.90 0 31 +0
Total Volume and Open Interest 67,947 123,570 +189
Canadian Dollar(CME)
Sep07 070829 93.91 94.56 93.67 94.18 +0.03 40,155 126,365 -590
Dec07 070829 94.14 94.70 93.84 94.33 +0.03 558 6,013 +128
Mar08 070829 94.70 94.77 94.10 94.46 +0.03 1 859 +1
Jun08 070829 94.59 94.81 94.16 94.52 +0.03 5 339 +7
Total Volume and Open Interest 40,723 133,856 -451
Japanese Yen(CME)
Sep07 070829 87.74 88.05 86.26 86.83 -0.70 141,975 240,284 +3,628
Dec07 070829 88.68 89.00 87.27 87.83 -0.66 1,522 19,860 +152
Mar08 070829 88.69 89.68 88.18 88.69 -0.66 0 411 -75
Total Volume and Open Interest 143,497 276,995 +3,705
Swiss Franc(CME)
Sep07 070829 83.40 83.60 83.18 83.49 -0.01 41,509 117,457 +81
Dec07 070829 83.90 84.13 83.74 84.03 unch 78 1,386 -6
Mar08 070829 84.47 84.53 84.32 84.47 unch 0 18 +0
Total Volume and Open Interest 41,587 118,870 +75
EuroFX(CME)
Sep07 070829 136.13 136.92 135.72 136.70 +0.28 129,318 214,903 +708
Dec07 070829 136.38 137.17 135.99 136.96 +0.29 1,129 5,943 -164
Mar08 070829 136.30 137.23 136.30 137.13 +0.29 4 126 +2
Total Volume and Open Interest 130,452 221,098 +547
Mexican Peso(CME)
Sep07 070829 895.2 903.8 895.2 901.0 +2.8 18,004 75,754 -566
Oct07 070829 899.0 899.0 899.0 899.0 +2.8 0 68 +0
Total Volume and Open Interest 20,495 101,179 +967
Brazilian Real(CME)
Sep07 070829 500.80 508.90 500.80 508.90 +9.50 210 6,806 -47
Oct07 070829 507.50 507.50 498.00 507.50 +9.50      
Nov07 070829 505.70 505.70 496.20 505.70 +9.50      
Dec07 070829 495.50 504.60 495.50 504.60 +9.50 214 2,314 +182
Total Volume and Open Interest 424 9,120 +135
30-Year T-Bonds(CBOT)
Sep07 070829 111~270 112~010 111~100 111~150 -0~050 633,721 671,682 -145,272
Dec07 070829 111~230 111~280 111~060 111~100 -0~060 286,470 330,043 +169,847
Mar08 070829 111~090 111~090 111~090 111~090 -0~060 16 1,007 +10
Total Volume and Open Interest 920,238 1,002,833 +24,591
10-Year T-Notes(CBOT)
Sep07 070829 109~235 109~265 109~070 109~125 -0~035 1,756,703 1,589,794 -340,189
Dec07 070829 109~120 109~155 108~265 109~000 -0~055 637,908 950,411 +279,753
Mar08 070829 108~245 108~245 108~245 108~245 -0~065 926 1,949 +650
Total Volume and Open Interest 2,395,539 2,542,164 -59,786
5-Year T-Notes(CBOT)
Sep07 070829 106~116 107~012 106~090 106~094 -0~024 1,029,512 0 +0
Dec07 070829 106~120 106~120 106~086 106~086 -0~030 457,966 0 +0
Mar08 070829 106~088 106~088 106~086 106~086 -0~030      
Total Volume and Open Interest 1,765,583 1,633,324 +79,645
2 Year T-Notes(CBOT)
Sep07 070829 103~025 103~034 102~127 103~007 -0~010 506,471 642,299 -129,725
Dec07 070829 103~043 103~048 103~009 103~018 -0~015 233,399 322,617 +143,464
Total Volume and Open Interest 739,870 964,916 +13,739
Eurodollars(CME)
Sep07 070829 94.700 94.705 94.585 94.603 -0.077 234,889 1,506,274 +4,486
Dec07 070829 95.230 95.245 95.085 95.120 -0.065 301,848 1,570,273 +26,857
Mar08 070829 95.485 95.500 95.340 95.380 -0.060 374,521 1,626,538 -1,817
Jun08 070829 95.525 95.545 95.410 95.460 -0.025 340,489 1,382,021 -5,712
Sep08 070829 95.505 95.510 95.395 95.445 -0.010 286,115 1,182,930 +8,583
Dec08 070829 95.465 95.465 95.355 95.405 -0.010 249,327 1,083,885 +13,889
Mar09 070829 95.415 95.415 95.300 95.355 -0.010 161,469 668,236 -8,010
Jun09 070829 95.350 95.350 95.235 95.290 -0.015 122,611 493,992 +4,586
Sep09 070829 95.270 95.285 95.180 95.235 -0.010 46,126 317,583 +2,666
Dec09 070829 95.215 95.220 95.120 95.170 -0.010 33,937 225,542 +1,891
Mar10 070829 95.150 95.175 95.080 95.125 -0.015 21,924 159,197 +1,141
Jun10 070829 95.100 95.130 95.030 95.075 -0.015 18,269 135,478 -2,378
Sep10 070829 95.030 95.070 94.980 95.015 -0.020 6,422 102,028 +202
Dec10 070829 94.965 95.005 94.915 94.950 -0.025 7,529 109,260 -582
Mar11 070829 94.925 94.965 94.880 94.905 -0.025 5,447 98,853 -185
Jun11 070829 94.870 94.910 94.830 94.850 -0.030 5,614 92,786 +402
Sep11 070829 94.820 94.850 94.770 94.795 -0.035 4,211 78,238 -345
Dec11 070829 94.785 94.790 94.725 94.735 -0.040 6,702 55,109 +132
Total Volume and Open Interest 202,539 11,107,037 +51,103
30 Day Federal Funds(CBOT)
Aug07 070829 94.960 94.965 94.960 94.965 unch 2 95,593 -3,141
Sep07 070829 95.030 95.030 94.995 94.995 +0.010 848 131,323 -2,014
Oct07 070829 95.120 95.125 95.110 95.110 +0.020 352 90,716 +7,380
Nov07 070829 95.305 95.315 95.285 95.290 +0.005 241 109,751 +1,456
Dec07 070829 95.410 95.430 95.390 95.410 unch 202 57,291 +1,128
Jan08 070829 95.450 95.450 95.450 95.450 -0.005 0 12,164 +819
Total Volume and Open Interest 1,647 508,826 +6,762
30 Day Fed Funds(e-CBOT)
Aug07 070829 94.960 94.970 94.950 94.960 -0.005 4,685 0 +0
Sep07 070829 94.990 95.035 94.990 94.995 -0.010 17,282 0 +0
Oct07 070829 95.090 95.135 95.090 95.105 +0.010 22,507 0 +0
Nov07 070829 95.285 95.330 95.250 95.275 -0.005 8,684 0 +0
Dec07 070829 95.405 95.445 95.365 95.380 -0.030 3,371 0 +0
Jan08 070829 95.460 95.480 95.430 95.440 -0.040 1,603 0 +0
Total Volume and Open Interest 60,008    
3-Mth Euro-Yen(CME)
Sep07 070829 99.190 99.190 99.180 99.185 +0.015 2,092 24,172 +833
Dec07 070829 99.145 99.150 99.110 99.150 +0.020 1,215 11,092 -329
Mar08 070829 99.105 99.110 99.090 99.105 +0.020 1,054 6,738 +87
Jun08 070829 99.065 99.070 99.040 99.065 +0.025 101 4,325 -3
Sep08 070829 99.020 99.020 98.980 99.020 +0.040 100 3,191 -20
Dec08 070829 98.950 98.950 98.915 98.950 +0.035 662 1,991 +602
Mar09 070829 98.850 98.865 98.835 98.865 +0.030 100 184 +0
Jun09 070829 98.790 98.790 98.760 98.790 +0.030 0 100 +0
Sep09 070829 98.705 98.705 98.665 98.705 +0.040      
Dec09 070829 98.625 98.625 98.585 98.625 +0.040      
Total Volume and Open Interest 5,324 51,793 +1,170
3-Mth Euro-Yen(SGX)
Sep07 070829 99.18 99.18 99.18 99.18 +0.00 556 77,982 -138
Dec07 070829 99.15 99.15 99.14 99.14 +0.01 411 56,680 -302
Mar08 070829 99.11 99.11 99.10 99.10 +0.02 643 41,666 -184
Jun08 070829 99.07 99.08 99.06 99.06 +0.02 491 23,350 +50
Sep08 070829 99.02 99.03 99.00 99.00 +0.03 0 12,775 +0
Dec08 070829 98.96 98.96 98.93 98.93 +0.03 0 8,518 +0
Mar09 070829 98.87 98.88 98.86 98.86 +0.04 0 4,495 -1
Jun09 070829 98.79 98.79 98.79 98.79 +0.04 0 1,168 +0
Total Volume and Open Interest 2,101 228,534 -575
Japanese Gov't Bonds(SGX)
Sep07 070829 135.72 136.04 135.55 135.68 +0.24 1,988 42,026 +58
Dec07 070829 135.52 135.57 135.17 135.26 +0.28 197 230 +187
Mar08 070829 135.26 135.26 135.26 135.26 +0.28      
Total Volume and Open Interest 2,185 42,256 +245
Euro-Bund(EUREX)
Sep07 070829 114.10 114.25 113.62 113.90 +0.05 974,727 1,420,316 -35,607
Dec07 070829 113.72 113.84 113.25 113.51 +0.06 34,211 84,727 +9,878
Mar08 070829 113.87 113.87 113.87 113.87 +0.05 0 12 +0
Total Volume and Open Interest 1,008,938 1,505,055 -25,729
Euro-Bobl(EUREX)
Sep07 070829 108.35 108.38 108.03 108.23 +0.04 476,578 1,282,508 -17,318
Dec07 070829 108.19 108.19 107.92 108.06 +0.04 26,139 33,407 +12,878
Mar08 070829 107.94 107.94 107.94 107.94 +0.05 350 0 +0
Total Volume and Open Interest 503,067 1,315,915 -4,440
3-Mth Euribor(EUREX)
Sep07 070829 95.400 95.400 95.365 95.380 -0.055 702 29,792 +418
Dec07 070829 95.635 95.635 95.525 95.550 -0.070 459 14,344 +301
Mar08 070829 95.720 95.730 95.675 95.680 -0.035 75 9,524 +64
Total Volume and Open Interest 1,288 64,882 +783
Long Gilt(LIFFE)
Sep07 070829 106~30 107~11 106~25 107~00 +0~05 254,828 250,688 -58,105
Dec07 070829 107~02 107~14 106~28 107~03 +0~05 195,133 149,987 +130,954
Total Volume and Open Interest 449,961 400,675 +72,849
3-Mth Short Sterling(LIFFE)
Sep07 070829 93.52 93.52 93.44 93.47 -0.05 64,495 522,478 -11,436
Dec07 070829 93.80 93.81 93.71 93.75 -0.04 78,706 514,767 -14,334
Mar08 070829 93.93 93.95 93.87 93.90 -0.01 54,044 433,463 -2,601
Jun08 070829 94.02 94.05 93.97 93.99 unch 54,798 407,467 -5,692
Sep08 070829 94.09 94.11 94.02 94.05 unch 45,367 323,398 -5,698
Dec08 070829 94.12 94.15 94.07 94.09 unch 27,909 232,821 -944
Total Volume and Open Interest 355,576 2,806,662 -39,662
3-Mth Euribor(LIFFE)
Sep07 070829 95.445 95.445 95.355 95.380 -0.050 102,313 912,363 +4,911
Dec07 070829 95.640 95.645 95.510 95.545 -0.070 170,801 832,555 -22,058
Mar08 070829 95.740 95.750 95.630 95.675 -0.035 107,629 557,954 -4,611
Total Volume and Open Interest 649,387 4,096,059 -40,239
3-Mth Aus T-Bills(SFE)
Sep07 070829 93.21 93.22 93.20 93.21 unch 14,560 481,670 +364
Dec07 070829 93.21 93.24 93.20 93.23 +0.02 22,007 345,970 +1,486
Mar08 070829 93.21 93.26 93.21 93.25 +0.03 13,017 156,351 +1,001
Jun08 070829 93.22 93.27 93.22 93.26 +0.03 4,484 104,663 -2,043
Sep08 070829 93.24 93.29 93.24 93.27 +0.03 2,643 57,738 -901
Dec08 070829 93.23 93.28 93.23 93.27 +0.04 2,110 41,269 +385
Mar09 070829 93.25 93.27 93.25 93.26 +0.03 3,510 32,107 +1,559
Jun09 070829 93.27 93.27 93.25 93.25 +0.04 1,253 21,129 -51
Sep09 070829 93.21 93.24 93.21 93.24 +0.04 1 2,408 +0
Dec09 070829 93.24 93.24 93.24 93.24 +0.04 0 635 +0
Total Volume and Open Interest 63,585 1,244,123 +1,800
10-Year Aus T-Bonds(SFE)
Sep07 070829 94.07 94.16 94.06 94.13 +0.06 60,722 593,172 -26,279
Dec07 070829 94.12 94.15 94.09 94.15 +0.06 24 53 +9
Total Volume and Open Interest 60,746 593,225 -26,270
3-Year Aus T-Bonds(SFE)
Sep07 070829 93.81 93.89 93.80 93.87 +0.07 119,708 752,057 -62,531
Dec07 070829 93.88 93.90 93.88 93.90 +0.06 8 8 +8
Total Volume and Open Interest 119,716 752,065 -62,523
Gold(CMX)
Aug07 070829 667.0 667.7 666.3 666.3 +1.9 22 21 -58
Oct07 070829 665.5 672.3 664.5 669.5 +1.9 2,736 33,870 -85
Dec07 070829 671.1 678.2 670.2 675.4 +1.9 53,511 183,109 -373
Feb08 070829 676.5 681.2 676.4 681.2 +1.9 766 15,816 -350
Apr08 070829 682.5 686.7 682.5 686.7 +1.9 103 17,918 +101
Jun08 070829 692.1 692.1 692.1 692.1 +2.0 592 14,775 +100
Aug08 070829 697.4 697.4 697.4 697.4 +2.1 257 7,915 +50
Oct08 070829 702.6 702.6 702.6 702.6 +2.1 320 1,589 +120
Dec08 070829 706.8 709.0 706.8 707.8 +2.0 965 15,973 +330
Feb09 070829 713.2 713.2 713.2 713.2 +1.9 0 11,176 +0
Apr09 070829 718.5 718.5 718.5 718.5 +1.8 0 1,630 +0
Jun09 070829 724.0 724.0 724.0 724.0 +1.9 25 11,033 +0
Total Volume and Open Interest 59,403 325,767 -149
Silver(CMX)
Sep07 070829 1174.5 1192.5 1170.5 1184.5 +8.0 26,731 17,618 -6,810
Dec07 070829 1190.0 1209.0 1186.0 1200.7 +8.3 16,093 62,223 +4,540
Mar08 070829 1221.0 1223.0 1215.5 1216.2 +8.3 182 7,402 +40
May08 070829 1227.5 1227.5 1226.1 1226.1 +8.3 456 5,140 +347
Jul08 070829 1237.5 1237.5 1235.3 1235.3 +8.3 57 4,928 +34
Sep08 070829 1247.5 1249.0 1244.5 1244.5 +8.3 2 969 +0
Dec08 070829 1246.0 1257.3 1246.0 1257.3 +8.3 152 5,400 +151
Total Volume and Open Interest 43,674 111,791 -1,673
Platinum(NYMEX)
Oct07 070829 1256.0 1273.0 1251.0 1266.8 +6.2 933 10,067 -117
Jan08 070829 1262.8 1276.0 1260.9 1276.0 +6.2 6 460 +6
Apr08 070829 1287.4 1287.4 1287.4 1287.4 +6.2 0 2 +0
Total Volume and Open Interest 939 10,529 -111
Palladium(NYMEX)
Sep07 070829 324.15 331.00 324.10 331.00 +3.25 1,997 4,410 -1,076
Dec07 070829 331.05 336.00 328.00 335.80 +3.25 2,016 10,656 +1,141
Mar08 070829 340.55 340.55 340.55 340.55 +3.25 204 776 +100
Total Volume and Open Interest 4,217 17,819 +165
Copper(CMX)
Sep07 070829 328.00 336.10 325.35 335.00 +3.85 7,312 9,089 -2,452
Dec07 070829 328.30 335.60 325.50 334.40 +3.15 12,189 48,448 +926
Mar08 070829 325.15 332.45 324.35 331.65 +2.95 132 5,974 +64
May08 070829 323.80 328.45 323.80 328.25 +2.70 13 997 -15
Jul08 070829 321.05 324.90 321.05 324.90 +2.70 1 514 +1
Total Volume and Open Interest 20,257 73,083 -1,685
DJIA Index(CBOT)
Sep07 070829 13085 13320 13064 13311 +216 4,476 37,355 -419
Dec07 070829 13157 13400 13157 13400 +218 68 505 +2
Mar08 070829 13495 13495 13495 13495 +216 0 1 +0
Jun08 070829 13589 13589 13589 13589 +216      
Total Volume and Open Interest 4,544 37,861 -417
E-mini DJIA Index(CBOT)
Sep07 070829 13091 13325 13064 13311 +216 166,064 96,025 +4,226
Dec07 070829 13168 13407 13146 13400 +218 117 397 +13
Mar08 070829 13495 13495 13495 13495 +216      
Jun08 070829 13589 13589 13589 13589 +216      
Total Volume and Open Interest 166,181 96,422 +4,239
S & P 500(CME)
Sep07 070829 1438.50 1467.20 1435.00 1465.40 +27.10 58,206 541,995 +7,203
Dec07 070829 1455.00 1479.50 1451.50 1477.80 +27.70 8,942 124,108 +6,572
Mar08 070829 1488.00 1488.30 1462.30 1488.00 +27.70 375 7,469 +159
Jun08 070829 1499.00 1499.30 1473.30 1499.00 +27.70 0 203 +0
Total Volume and Open Interest 67,523 675,892 +13,929
S & P 500 E-Mini(Globex)
Sep07 070829 1438.50 1467.25 1435.00 1465.50 +27.25 1,968,439 2,007,338 +22,545
Dec07 070829 1451.25 1479.50 1447.00 1477.75 +27.75 18,072 108,101 +5,660
Total Volume and Open Interest 1,986,511 2,115,440 +28,205
NASDAQ 100(CME)
Sep07 070829 1909.80 1962.00 1906.80 1961.00 +53.20 4,402 67,801 +677
Dec07 070829 1979.00 1984.00 1979.00 1984.00 +54.20 0 102 -1
Mar08 070829 2006.80 2006.80 2006.50 2006.80 +54.30      
Total Volume and Open Interest 4,402 67,903 +676
NASDAQ 100 E-Mini(Globex)
Sep07 070829 1909.80 1962.00 1906.00 1961.00 +53.20 315,532 408,977 +6,103
Dec07 070829 1932.50 1984.50 1929.30 1984.00 +54.20 686 1,535 +614
Total Volume and Open Interest 316,218 410,512 +6,717
S & P Midcap 400(CME)
Sep07 070829 843.00 857.50 841.50 857.20 +17.90 210 7,004 +45
Dec07 070829 865.15 865.50 865.15 865.15 +17.85      
Mar08 070829 874.90 875.20 874.90 874.90 +17.90      
Total Volume and Open Interest 210 7,004 +45
Russell 2000 E-Mini(Globex)
Sep07 070829 770.00 789.80 768.70 789.40 +19.40 224,825 597,285 +8,312
Dec07 070829 775.50 795.50 774.20 795.30 +19.50 616 1,679 +163
Mar08 070829 801.30 801.30 801.30 801.30 +19.50      
Total Volume and Open Interest 225,441 598,964 +8,475
Nikkei 225(CME)
Sep07 070829 16090 16400 16090 16375 +425 10,467 60,964 +832
Dec07 070829 16365 16390 16365 16365 +425 58 151 +28
Total Volume and Open Interest 10,525 61,116 +860
Nikkei 225(SGX)
Sep07 070829 15900 16070 15825 16050 -255 64,807 257,095 -2,220
Dec07 070829 15840 16035 15800 15975 -275 261 5,000 -24
Mar08 070829 15995 15995 15995 15995 -275 4 2 +2
Total Volume and Open Interest 65,072 262,138 -2,242
CAC 40(EURONEXT)
Sep07 070829 5452.5 5557.0 5438.0 5533.0 +48.5 114,427 505,369 +31,556
Oct07 070829 5470.0 5568.5 5470.0 5551.0 +48.5 71 453 +18
Nov07 070829 5566.0 5566.0 5566.0 5566.0 +46.5 4 118 +1
Total Volume and Open Interest 114,638 509,401 +31,583
Hang Seng Index(HKFE)
Aug07 070829 22895 23139 22650 23000 -314 102,932 85,393 -21,104
Sep07 070829 22797 23090 22592 22953 -309 51,974 74,757 +35,360
Total Volume and Open Interest 155,819 161,583 +14,712
DAX(EUREX)
Sep07 070829 7390.0 7533.5 7373.0 7451.5 +1.0 162,779 282,854 -7,320
Dec07 070829 7484.5 7614.5 7460.0 7535.5 unch 527 19,558 +238
Mar08 070829 7619.0 7674.0 7543.0 7619.0 +1.0 69 1,980 +14
Total Volume and Open Interest 163,375 304,392 -7,068
FT-SE 100(EURONEXT)
Sep07 070829 6100.00 6166.00 6070.50 6144.00 +27.00 96,610 518,413 +1,956
Dec07 070829 6140.00 6212.50 6140.00 6205.00 +27.50 277 12,499 +174
Mar08 070829 6187.00 6224.50 6179.50 6222.00 +28.00 21 735 +13
Total Volume and Open Interest 96,913 531,653 +2,148
SPI 200(SFE)
Sep07 070829 6160.0 6161.0 6017.0 6102.0 -67.0 29,001 474,292 -380
Dec07 070829 6178.0 6178.0 6080.0 6142.0 -68.0 178 5,168 +117
Mar08 070829 6151.0 6151.0 6151.0 6151.0 -68.0 0 1,129 -50
Total Volume and Open Interest 29,179 482,185 -313
GSCI(CME)
Sep07 070829 488.60 492.50 488.40 492.35 +7.15 98 20,513 +26
Oct07 070829 496.35 496.35 489.45 496.35 +6.85      
Nov07 070829 499.35 499.50 492.95 499.35 +6.35      
Total Volume and Open Interest 98 20,513 +26
Reuters CCI(ICE)
Nov07 070829 412.50 412.50 411.00 412.50 +1.50 7 875 +1
Jan08 070829 414.50 414.50 413.00 414.50 +1.50 2 417 -1
Feb08 070829 413.00 414.50 413.00 414.50 +1.50 0 248 -1
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.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

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(3)  how often it tends to gap up/down
(4)  historical summary of daily % of price change

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