|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri August 31, 2007 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep07 |
070831 |
870.00 |
880.50 |
867.00 |
868.00 |
-2.50 |
20,639 |
9,710 |
-4,982 |
Nov07 |
070831 |
884.75 |
896.00 |
881.50 |
882.50 |
-2.50 |
96,476 |
285,162 |
+2,497 |
Jan08 |
070831 |
892.00 |
910.00 |
892.00 |
898.00 |
-1.50 |
8,805 |
44,452 |
+1,583 |
Mar08 |
070831 |
908.25 |
920.50 |
907.00 |
907.50 |
-2.75 |
3,379 |
27,592 |
+1,011 |
May08 |
070831 |
916.25 |
926.50 |
912.00 |
913.00 |
-1.00 |
3,370 |
26,443 |
+1,609 |
Jul08 |
070831 |
922.00 |
932.50 |
920.50 |
922.00 |
-2.25 |
3,327 |
36,194 |
+326 |
Aug08 |
070831 |
922.00 |
922.00 |
919.00 |
919.00 |
+1.00 |
1 |
542 |
-1 |
Sep08 |
070831 |
905.00 |
910.00 |
905.00 |
910.00 |
+5.00 |
10 |
283 |
+12 |
Nov08 |
070831 |
892.00 |
900.00 |
891.50 |
893.50 |
+0.75 |
4,283 |
54,603 |
+276 |
Jan09 |
070831 |
900.00 |
900.00 |
895.00 |
898.00 |
+3.00 |
20 |
404 |
+7 |
Jul09 |
070831 |
908.00 |
908.00 |
902.00 |
902.00 |
unch |
1 |
248 |
+1 |
Total Volume and Open Interest |
140,454 |
491,805 |
+2,403 |
Soybean Meal(CBOT) |
Sep07 |
070831 |
239.60 |
242.20 |
239.10 |
239.80 |
-0.20 |
17,177 |
8,779 |
-3,843 |
Oct07 |
070831 |
242.10 |
245.10 |
241.00 |
241.10 |
-1.00 |
17,449 |
28,677 |
+2,350 |
Dec07 |
070831 |
246.80 |
250.00 |
245.50 |
245.70 |
-0.90 |
33,344 |
88,680 |
+4,009 |
Jan08 |
070831 |
255.00 |
255.00 |
247.70 |
247.70 |
-1.80 |
1,944 |
14,414 |
+326 |
Mar08 |
070831 |
253.00 |
256.00 |
251.30 |
251.30 |
-1.20 |
1,672 |
15,838 |
+203 |
May08 |
070831 |
254.00 |
256.00 |
252.50 |
252.50 |
-1.00 |
1,409 |
17,624 |
+34 |
Jul08 |
070831 |
260.20 |
260.20 |
255.00 |
255.00 |
-1.50 |
963 |
12,862 |
+164 |
Aug08 |
070831 |
256.00 |
256.00 |
251.00 |
252.00 |
-1.50 |
78 |
3,079 |
-39 |
Sep08 |
070831 |
254.00 |
254.00 |
249.00 |
249.00 |
-2.70 |
256 |
3,412 |
+1 |
Oct08 |
070831 |
247.00 |
248.00 |
244.00 |
244.00 |
-1.50 |
60 |
1,618 |
+57 |
Total Volume and Open Interest |
74,866 |
201,888 |
+3,267 |
Soybean Oil(CBOT) |
Sep07 |
070831 |
36.69 |
36.75 |
36.35 |
36.54 |
+0.21 |
18,203 |
8,220 |
-8,833 |
Oct07 |
070831 |
36.56 |
37.03 |
36.55 |
36.79 |
+0.23 |
12,747 |
32,736 |
+926 |
Dec07 |
070831 |
37.07 |
37.50 |
37.02 |
37.11 |
+0.06 |
27,157 |
148,813 |
-1,301 |
Jan08 |
070831 |
37.50 |
37.85 |
37.40 |
37.42 |
unch |
1,379 |
20,836 |
+598 |
Mar08 |
070831 |
37.73 |
38.15 |
37.63 |
37.67 |
-0.06 |
1,412 |
13,820 |
+187 |
May08 |
070831 |
38.87 |
38.87 |
37.88 |
37.92 |
-0.04 |
631 |
10,787 |
+181 |
Jul08 |
070831 |
38.40 |
38.48 |
38.15 |
38.27 |
+0.04 |
333 |
12,075 |
+282 |
Aug08 |
070831 |
38.45 |
38.45 |
38.25 |
38.25 |
+0.15 |
2 |
848 |
+0 |
Sep08 |
070831 |
38.35 |
38.45 |
38.25 |
38.25 |
+0.10 |
9 |
427 |
+3 |
Oct08 |
070831 |
38.30 |
38.30 |
38.30 |
38.30 |
+0.17 |
0 |
499 |
+0 |
Total Volume and Open Interest |
62,548 |
261,440 |
-7,720 |
Canola(WCE) |
Corn(CBOT) |
Sep07 |
070831 |
322.75 |
330.50 |
321.25 |
324.00 |
+1.25 |
51,542 |
27,640 |
-9,113 |
Dec07 |
070831 |
339.25 |
346.75 |
337.50 |
340.00 |
+0.25 |
147,938 |
619,262 |
-3,598 |
Mar08 |
070831 |
355.50 |
362.00 |
354.00 |
356.00 |
unch |
19,545 |
132,667 |
+1,527 |
May08 |
070831 |
363.50 |
371.00 |
362.75 |
366.00 |
+1.25 |
2,371 |
34,396 |
-188 |
Jul08 |
070831 |
375.50 |
380.50 |
372.50 |
375.50 |
+0.75 |
12,175 |
84,340 |
+2,952 |
Sep08 |
070831 |
381.50 |
386.00 |
377.00 |
385.00 |
+5.00 |
134 |
11,584 |
+43 |
Dec08 |
070831 |
389.50 |
396.00 |
388.50 |
391.50 |
+1.50 |
15,825 |
133,228 |
+1,337 |
Mar09 |
070831 |
400.00 |
402.00 |
398.00 |
400.00 |
+1.50 |
35 |
4,652 |
+3 |
Jul09 |
070831 |
405.00 |
407.00 |
404.50 |
407.00 |
+2.50 |
10 |
1,211 |
+5 |
Total Volume and Open Interest |
249,763 |
1,079,952 |
-6,983 |
Wheat(CBOT) |
Sep07 |
070831 |
768.50 |
795.00 |
761.25 |
767.00 |
-3.00 |
18,298 |
8,050 |
-4,427 |
Dec07 |
070831 |
784.75 |
807.75 |
773.00 |
775.50 |
-9.00 |
76,365 |
249,525 |
-4,844 |
Mar08 |
070831 |
776.75 |
798.75 |
768.00 |
771.25 |
-6.25 |
11,329 |
33,316 |
+942 |
May08 |
070831 |
713.50 |
729.00 |
707.00 |
707.00 |
-4.00 |
598 |
5,390 |
-102 |
Jul08 |
070831 |
603.00 |
622.00 |
594.00 |
601.00 |
-9.00 |
6,958 |
53,106 |
+1,577 |
Sep08 |
070831 |
614.50 |
616.00 |
597.00 |
602.00 |
-9.00 |
121 |
1,849 |
+23 |
Total Volume and Open Interest |
115,846 |
373,342 |
-6,464 |
Wheat(KCBT) |
Sep07 |
070831 |
715.75 |
733.00 |
709.75 |
721.00 |
+0.25 |
7,842 |
6,885 |
-2,573 |
Dec07 |
070831 |
732.00 |
757.00 |
723.00 |
731.25 |
-2.25 |
20,562 |
122,768 |
+2,007 |
Mar08 |
070831 |
725.00 |
747.50 |
725.00 |
733.50 |
+6.00 |
1,279 |
10,099 |
+488 |
May08 |
070831 |
681.00 |
684.00 |
680.00 |
684.00 |
-2.00 |
65 |
186 |
+34 |
Jul08 |
070831 |
590.00 |
600.00 |
575.00 |
594.50 |
+2.50 |
1,047 |
12,147 |
+78 |
Sep08 |
070831 |
593.75 |
598.00 |
592.00 |
595.00 |
+1.00 |
71 |
525 |
+50 |
Total Volume and Open Interest |
30,966 |
154,394 |
+177 |
Wheat(MGE) |
Sep07 |
070831 |
693.00 |
703.00 |
682.00 |
692.00 |
+10.75 |
3,281 |
1,043 |
-1,081 |
Dec07 |
070831 |
703.50 |
731.00 |
701.00 |
711.50 |
+5.75 |
11,212 |
47,240 |
+2,570 |
Mar08 |
070831 |
710.00 |
730.50 |
708.00 |
725.00 |
+13.50 |
1,320 |
5,817 |
+560 |
May08 |
070831 |
715.00 |
715.00 |
700.00 |
705.00 |
+6.00 |
448 |
612 |
+256 |
Jul08 |
070831 |
651.00 |
655.00 |
642.00 |
648.75 |
-4.25 |
149 |
502 |
+85 |
Total Volume and Open Interest |
16,629 |
57,896 |
+2,490 |
Oats(CBOT) |
Sep07 |
070831 |
238.25 |
242.00 |
238.25 |
242.00 |
+3.75 |
461 |
105 |
-142 |
Dec07 |
070831 |
255.00 |
258.75 |
252.50 |
254.75 |
+2.00 |
858 |
11,619 |
+169 |
Mar08 |
070831 |
265.00 |
267.00 |
264.00 |
265.75 |
+2.00 |
135 |
1,771 |
+93 |
May08 |
070831 |
273.00 |
273.00 |
270.25 |
270.25 |
+0.75 |
0 |
157 |
+0 |
Total Volume and Open Interest |
1,454 |
13,674 |
+120 |
Rough Rice(CBOT) |
Sep07 |
070831 |
10.81 |
10.85 |
10.71 |
10.85 |
+0.16 |
668 |
733 |
-282 |
Nov07 |
070831 |
10.98 |
11.15 |
10.98 |
11.13 |
+0.14 |
1,720 |
11,245 |
+197 |
Jan08 |
070831 |
11.35 |
11.40 |
11.28 |
11.40 |
+0.12 |
105 |
1,518 |
+16 |
Mar08 |
070831 |
11.55 |
11.65 |
11.55 |
11.65 |
+0.11 |
106 |
897 |
+44 |
Total Volume and Open Interest |
2,614 |
14,688 |
-20 |
Live Cattle(CME) |
Aug07 |
070831 |
95.200 |
95.580 |
94.000 |
94.100 |
-0.480 |
923 |
328 |
-768 |
Oct07 |
070831 |
97.600 |
97.830 |
96.700 |
96.900 |
-0.180 |
12,616 |
121,020 |
-763 |
Dec07 |
070831 |
100.700 |
100.700 |
99.600 |
100.035 |
+0.135 |
7,435 |
58,393 |
+1,036 |
Feb08 |
070831 |
100.900 |
100.900 |
100.100 |
100.385 |
-0.095 |
1,892 |
29,618 |
+514 |
Apr08 |
070831 |
100.325 |
101.000 |
99.950 |
100.450 |
+0.165 |
1,310 |
15,480 |
+585 |
Jun08 |
070831 |
95.900 |
96.000 |
95.680 |
96.000 |
+0.115 |
270 |
5,377 |
+90 |
Total Volume and Open Interest |
24,493 |
231,055 |
+712 |
Feeder Cattle(CME) |
Sep07 |
070831 |
118.250 |
118.350 |
117.500 |
117.535 |
-0.445 |
765 |
5,470 |
-38 |
Oct07 |
070831 |
118.350 |
118.500 |
117.500 |
117.635 |
-0.515 |
1,609 |
13,135 |
+177 |
Nov07 |
070831 |
118.300 |
118.500 |
117.700 |
117.830 |
-0.350 |
547 |
5,253 |
+155 |
Jan08 |
070831 |
115.750 |
116.000 |
115.050 |
115.430 |
-0.120 |
106 |
3,099 |
+33 |
Mar08 |
070831 |
112.950 |
113.100 |
112.700 |
112.900 |
unch |
45 |
620 |
+17 |
Apr08 |
070831 |
113.300 |
113.800 |
113.250 |
113.800 |
+0.300 |
7 |
237 |
+3 |
May08 |
070831 |
113.700 |
113.700 |
113.250 |
113.700 |
+0.300 |
12 |
572 |
+9 |
Total Volume and Open Interest |
3,699 |
30,182 |
+170 |
Lean Hogs(CME) |
Oct07 |
070831 |
67.600 |
68.150 |
66.750 |
66.825 |
-1.025 |
6,216 |
72,068 |
-1,749 |
Dec07 |
070831 |
68.800 |
69.200 |
68.000 |
68.825 |
-0.150 |
5,968 |
53,431 |
+473 |
Feb08 |
070831 |
70.100 |
70.400 |
69.500 |
70.050 |
-0.225 |
1,210 |
20,591 |
+171 |
Apr08 |
070831 |
70.300 |
70.950 |
70.000 |
70.800 |
+0.250 |
734 |
16,052 |
+370 |
May08 |
070831 |
73.500 |
74.100 |
73.300 |
73.900 |
+0.350 |
46 |
1,508 |
+23 |
Jun08 |
070831 |
76.100 |
76.400 |
75.750 |
76.400 |
+0.300 |
112 |
9,333 |
+26 |
Jul08 |
070831 |
74.575 |
74.900 |
74.400 |
74.900 |
+0.325 |
19 |
2,248 |
+16 |
Aug08 |
070831 |
72.250 |
72.250 |
71.900 |
72.200 |
+0.100 |
38 |
561 |
+21 |
Total Volume and Open Interest |
18,460 |
175,825 |
-638 |
Class III Milk(CME) |
Aug07 |
070831 |
19.83 |
19.83 |
19.83 |
19.83 |
-0.04 |
|
|
|
Sep07 |
070831 |
20.20 |
20.36 |
20.16 |
20.22 |
-0.05 |
410 |
4,849 |
+35 |
Oct07 |
070831 |
19.87 |
20.00 |
19.80 |
19.85 |
-0.11 |
405 |
4,272 |
+10 |
Nov07 |
070831 |
18.80 |
18.87 |
18.66 |
18.73 |
-0.07 |
528 |
3,611 |
+114 |
Dec07 |
070831 |
17.87 |
17.90 |
17.85 |
17.90 |
unch |
300 |
3,433 |
-35 |
Total Volume and Open Interest |
2,307 |
32,127 |
-4,296 |
Cocoa(ICE) |
Sep07 |
070831 |
1868 |
1868 |
1860 |
1868 |
+53 |
7 |
143 |
+0 |
Dec07 |
070831 |
1800 |
1835 |
1800 |
1824 |
+30 |
10,692 |
67,507 |
+145 |
Mar08 |
070831 |
1829 |
1850 |
1822 |
1844 |
+30 |
1,575 |
29,138 |
+388 |
May08 |
070831 |
1859 |
1861 |
1845 |
1857 |
+24 |
107 |
6,741 |
+5 |
Jul08 |
070831 |
1869 |
1873 |
1869 |
1873 |
+25 |
44 |
3,503 |
-1 |
Sep08 |
070831 |
1888 |
1888 |
1888 |
1888 |
+25 |
5 |
3,927 |
+2 |
Dec08 |
070831 |
1916 |
1916 |
1913 |
1913 |
+28 |
392 |
11,583 |
-247 |
Total Volume and Open Interest |
12,822 |
123,134 |
+292 |
Coffee "C"(ICE) |
Sep07 |
070831 |
112.25 |
113.45 |
111.75 |
112.65 |
+0.90 |
196 |
296 |
-85 |
Dec07 |
070831 |
116.50 |
117.00 |
115.25 |
115.85 |
-0.30 |
11,884 |
102,050 |
+295 |
Mar08 |
070831 |
120.40 |
120.60 |
119.10 |
119.65 |
-0.30 |
1,039 |
22,626 |
+449 |
May08 |
070831 |
122.10 |
122.10 |
121.45 |
121.75 |
-0.35 |
197 |
6,271 |
-93 |
Jul08 |
070831 |
124.00 |
124.00 |
123.25 |
123.60 |
-0.40 |
261 |
3,266 |
-126 |
Sep08 |
070831 |
125.80 |
125.80 |
125.00 |
125.35 |
-0.40 |
434 |
9,477 |
-48 |
Total Volume and Open Interest |
14,657 |
155,867 |
+394 |
Orange Juice(ICE) |
Sep07 |
070831 |
126.00 |
127.50 |
125.00 |
125.00 |
-1.00 |
566 |
631 |
-228 |
Nov07 |
070831 |
118.60 |
119.10 |
117.90 |
118.60 |
+0.05 |
2,760 |
16,615 |
+351 |
Jan08 |
070831 |
118.80 |
119.35 |
118.75 |
119.35 |
-0.15 |
320 |
4,198 |
+1 |
Mar08 |
070831 |
120.40 |
120.50 |
119.90 |
120.25 |
-0.20 |
183 |
3,339 |
+10 |
May08 |
070831 |
121.15 |
121.15 |
121.15 |
121.15 |
-0.25 |
0 |
558 |
+0 |
Jul08 |
070831 |
122.05 |
122.05 |
122.05 |
122.05 |
-0.30 |
0 |
136 |
+0 |
Total Volume and Open Interest |
3,829 |
26,455 |
+134 |
Sugar #11(ICE) |
Oct07 |
070831 |
9.49 |
9.55 |
9.42 |
9.48 |
-0.06 |
40,991 |
310,702 |
-547 |
Mar08 |
070831 |
9.75 |
9.82 |
9.72 |
9.78 |
-0.02 |
19,335 |
173,526 |
+3,523 |
May08 |
070831 |
9.77 |
9.85 |
9.74 |
9.80 |
-0.02 |
5,065 |
43,941 |
+509 |
Jul08 |
070831 |
9.85 |
9.92 |
9.80 |
9.89 |
-0.01 |
1,847 |
38,821 |
+148 |
Oct08 |
070831 |
10.11 |
10.18 |
10.06 |
10.16 |
-0.01 |
1,836 |
41,292 |
+672 |
Total Volume and Open Interest |
72,599 |
661,106 |
+4,702 |
London Cocoa(LCE) |
Sep07 |
070831 |
938 |
947 |
933 |
947 |
+16 |
358 |
45,734 |
-137 |
Dec07 |
070831 |
950 |
967 |
950 |
966 |
+17 |
3,268 |
60,688 |
-97 |
Mar08 |
070831 |
968 |
983 |
968 |
982 |
+16 |
1,077 |
37,540 |
+372 |
May08 |
070831 |
986 |
993 |
979 |
993 |
+16 |
496 |
15,844 |
+181 |
Jul08 |
070831 |
990 |
1005 |
990 |
1004 |
+15 |
450 |
14,016 |
+73 |
Sep08 |
070831 |
1011 |
1014 |
1011 |
1014 |
+15 |
18 |
10,313 |
-11 |
Dec08 |
070831 |
1024 |
1024 |
1024 |
1024 |
+17 |
267 |
4,904 |
-104 |
Total Volume and Open Interest |
5,939 |
189,151 |
+277 |
London Sugar(LCE) |
Oct07 |
070831 |
279.70 |
280.40 |
273.90 |
279.50 |
+0.80 |
4,249 |
34,719 |
-2,244 |
Dec07 |
070831 |
281.40 |
283.00 |
277.50 |
283.00 |
+1.50 |
1,531 |
9,724 |
+512 |
Mar08 |
070831 |
290.40 |
291.00 |
286.50 |
291.00 |
+0.60 |
864 |
16,733 |
+311 |
May08 |
070831 |
291.40 |
292.90 |
288.00 |
292.00 |
-0.40 |
266 |
6,153 |
+162 |
Aug08 |
070831 |
294.00 |
294.00 |
290.50 |
293.40 |
-0.60 |
106 |
4,888 |
-56 |
Total Volume and Open Interest |
7,230 |
78,056 |
-1,308 |
Cotton(ICE) |
Oct07 |
070831 |
57.28 |
59.90 |
57.28 |
58.87 |
+1.72 |
620 |
4,677 |
-192 |
Dec07 |
070831 |
59.07 |
61.80 |
58.91 |
60.97 |
+1.90 |
33,950 |
123,575 |
-969 |
Mar08 |
070831 |
62.50 |
64.69 |
62.50 |
64.31 |
+2.11 |
3,722 |
44,267 |
-33 |
May08 |
070831 |
64.50 |
65.75 |
64.40 |
65.50 |
+2.10 |
236 |
4,104 |
+63 |
Jul08 |
070831 |
65.31 |
66.70 |
65.30 |
66.50 |
+2.00 |
385 |
5,242 |
+224 |
Oct08 |
070831 |
67.85 |
67.85 |
67.85 |
67.85 |
+1.90 |
0 |
236 |
+0 |
Total Volume and Open Interest |
40,456 |
199,040 |
-372 |
Lumber(CME) |
Sep07 |
070831 |
261.8 |
261.8 |
259.7 |
261.0 |
+1.3 |
465 |
1,363 |
-343 |
Nov07 |
070831 |
261.9 |
261.9 |
258.0 |
259.6 |
-0.3 |
438 |
4,552 |
+29 |
Jan08 |
070831 |
276.0 |
276.9 |
273.0 |
276.5 |
+0.3 |
37 |
367 |
+16 |
Mar08 |
070831 |
285.7 |
294.0 |
283.8 |
293.5 |
+1.9 |
162 |
122 |
+52 |
Total Volume and Open Interest |
1,102 |
6,437 |
-246 |
Crude Oil(NYM) |
Oct07 |
070831 |
73.60 |
74.44 |
73.40 |
74.04 |
+0.68 |
180,828 |
321,302 |
+1,135 |
Nov07 |
070831 |
72.78 |
73.59 |
72.63 |
73.32 |
+0.71 |
65,225 |
151,672 |
+3,279 |
Dec07 |
070831 |
71.96 |
72.69 |
71.74 |
72.46 |
+0.71 |
45,832 |
189,766 |
+2,851 |
Jan08 |
070831 |
71.45 |
72.00 |
71.35 |
71.83 |
+0.69 |
17,980 |
64,580 |
+4,175 |
Feb08 |
070831 |
70.80 |
71.35 |
70.80 |
71.35 |
+0.67 |
5,933 |
31,206 |
+987 |
Mar08 |
070831 |
70.48 |
71.11 |
70.48 |
71.00 |
+0.65 |
5,364 |
36,610 |
+153 |
Apr08 |
070831 |
70.80 |
70.80 |
70.51 |
70.75 |
+0.63 |
2,760 |
39,702 |
+1,068 |
May08 |
070831 |
70.61 |
70.61 |
70.29 |
70.58 |
+0.62 |
2,105 |
44,954 |
+1,352 |
Jun08 |
070831 |
70.50 |
70.50 |
70.14 |
70.43 |
+0.62 |
4,203 |
50,073 |
-230 |
Jul08 |
070831 |
70.29 |
70.29 |
70.29 |
70.29 |
+0.61 |
326 |
16,786 |
+100 |
Aug08 |
070831 |
70.16 |
70.16 |
70.16 |
70.16 |
+0.60 |
251 |
13,329 |
-1 |
Sep08 |
070831 |
69.60 |
70.10 |
69.60 |
70.05 |
+0.60 |
300 |
44,333 |
-196 |
Oct08 |
070831 |
69.95 |
69.95 |
69.95 |
69.95 |
+0.59 |
1 |
19,964 |
+0 |
Nov08 |
070831 |
69.85 |
69.86 |
69.85 |
69.86 |
+0.59 |
1 |
17,024 |
+0 |
Dec08 |
070831 |
69.45 |
69.81 |
69.15 |
69.77 |
+0.59 |
6,773 |
156,898 |
+120 |
Jan09 |
070831 |
69.68 |
69.68 |
69.68 |
69.68 |
+0.59 |
0 |
21,059 |
+0 |
Total Volume and Open Interest |
341,482 |
1,458,133 |
+16,096 |
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 |
070831 |
73.550 |
74.450 |
73.425 |
74.050 |
+0.700 |
|
|
|
Nov07 |
070831 |
72.700 |
73.575 |
72.700 |
73.325 |
+0.725 |
|
|
|
Dec07 |
070831 |
71.900 |
72.625 |
71.900 |
72.450 |
+0.700 |
|
|
|
Jan08 |
070831 |
71.825 |
71.825 |
71.825 |
71.825 |
+0.675 |
|
|
|
Feb08 |
070831 |
71.350 |
71.350 |
71.350 |
71.350 |
+0.675 |
|
|
|
Mar08 |
070831 |
71.000 |
71.000 |
71.000 |
71.000 |
+0.650 |
|
|
|
Apr08 |
070831 |
70.750 |
70.750 |
70.750 |
70.750 |
+0.625 |
|
|
|
May08 |
070831 |
70.575 |
70.575 |
70.575 |
70.575 |
+0.625 |
|
|
|
Total Volume and Open Interest |
10,332 |
4,248 |
-555 |
Heating Oil(NYM) |
Sep07 |
070831 |
204.05 |
205.90 |
203.20 |
204.22 |
+1.38 |
13,153 |
5,821 |
-4,687 |
Oct07 |
070831 |
205.50 |
207.72 |
204.75 |
205.74 |
+0.98 |
25,722 |
71,057 |
+639 |
Nov07 |
070831 |
206.50 |
209.32 |
206.50 |
207.49 |
+1.13 |
7,427 |
40,063 |
+1,161 |
Dec07 |
070831 |
207.54 |
210.31 |
207.52 |
208.59 |
+1.13 |
4,035 |
38,411 |
+188 |
Jan08 |
070831 |
211.80 |
211.80 |
208.90 |
209.19 |
+1.13 |
1,846 |
20,122 |
+514 |
Feb08 |
070831 |
209.80 |
209.80 |
208.39 |
208.39 |
+1.08 |
2,155 |
12,386 |
-531 |
Mar08 |
070831 |
207.50 |
207.90 |
206.21 |
206.34 |
+1.08 |
1,261 |
6,340 |
+581 |
Apr08 |
070831 |
203.40 |
203.40 |
202.24 |
202.24 |
+1.08 |
310 |
6,184 |
-6 |
May08 |
070831 |
199.00 |
199.50 |
198.29 |
198.29 |
+1.08 |
141 |
3,141 |
+107 |
Jun08 |
070831 |
196.30 |
198.30 |
195.49 |
195.49 |
+1.08 |
519 |
11,824 |
+103 |
Jul08 |
070831 |
195.19 |
195.19 |
195.19 |
195.19 |
+1.03 |
28 |
706 |
+1 |
Aug08 |
070831 |
196.59 |
196.59 |
196.59 |
196.59 |
+1.03 |
0 |
324 |
+0 |
Total Volume and Open Interest |
56,597 |
220,330 |
-1,930 |
Gasoline(NYMEX) |
Sep07 |
070831 |
207.90 |
210.49 |
202.39 |
205.19 |
-2.82 |
22,396 |
5,301 |
-9,553 |
Oct07 |
070831 |
197.00 |
198.52 |
194.37 |
196.45 |
+0.48 |
41,434 |
59,483 |
-7 |
Nov07 |
070831 |
192.90 |
194.65 |
191.73 |
193.65 |
+1.13 |
9,789 |
35,492 |
+1,216 |
Dec07 |
070831 |
190.50 |
192.60 |
190.15 |
192.00 |
+1.38 |
6,573 |
21,890 |
+632 |
Jan08 |
070831 |
192.09 |
193.27 |
190.60 |
192.75 |
+1.43 |
1,427 |
11,699 |
+261 |
Feb08 |
070831 |
194.56 |
194.56 |
193.38 |
194.45 |
+1.43 |
443 |
6,235 |
+51 |
Mar08 |
070831 |
196.25 |
196.35 |
195.25 |
196.35 |
+1.43 |
1,089 |
7,304 |
+10 |
Apr08 |
070831 |
208.05 |
208.10 |
206.20 |
208.10 |
+1.48 |
558 |
6,199 |
+218 |
May08 |
070831 |
208.50 |
209.40 |
208.50 |
209.40 |
+1.48 |
165 |
3,053 |
+55 |
Jun08 |
070831 |
208.76 |
209.55 |
208.76 |
209.55 |
+1.38 |
120 |
5,158 |
+26 |
Total Volume and Open Interest |
84,085 |
168,644 |
-7,128 |
e-miNY RBOB Gasoline(NYM) |
Oct07 |
070831 |
195.00 |
196.45 |
195.00 |
196.45 |
+0.48 |
2 |
1 |
+0 |
Nov07 |
070831 |
193.65 |
193.65 |
193.65 |
193.65 |
+1.13 |
|
|
|
Dec07 |
070831 |
192.00 |
192.00 |
192.00 |
192.00 |
+1.38 |
0 |
2 |
+0 |
Jan08 |
070831 |
192.75 |
192.75 |
192.75 |
192.75 |
+1.43 |
|
|
|
Total Volume and Open Interest |
2 |
3 |
+0 |
Natural Gas(NYM) |
Oct07 |
070831 |
5.696 |
5.762 |
5.414 |
5.468 |
-0.167 |
43,778 |
109,893 |
-894 |
Nov07 |
070831 |
6.677 |
6.711 |
6.422 |
6.461 |
-0.146 |
9,297 |
75,395 |
+649 |
Dec07 |
070831 |
7.600 |
7.623 |
7.350 |
7.381 |
-0.129 |
4,127 |
47,369 |
-518 |
Jan08 |
070831 |
7.983 |
8.031 |
7.770 |
7.798 |
-0.122 |
4,452 |
45,891 |
-284 |
Feb08 |
070831 |
8.022 |
8.063 |
7.800 |
7.828 |
-0.120 |
939 |
35,959 |
+146 |
Mar08 |
070831 |
7.800 |
7.898 |
7.650 |
7.668 |
-0.115 |
2,053 |
47,711 |
+186 |
Apr08 |
070831 |
7.390 |
7.449 |
7.230 |
7.248 |
-0.100 |
1,266 |
39,028 |
+154 |
May08 |
070831 |
7.420 |
7.450 |
7.248 |
7.270 |
-0.093 |
996 |
26,870 |
+63 |
Jun08 |
070831 |
7.519 |
7.525 |
7.345 |
7.355 |
-0.093 |
184 |
17,698 |
+79 |
Jul08 |
070831 |
7.610 |
7.620 |
7.440 |
7.448 |
-0.090 |
72 |
10,664 |
-21 |
Aug08 |
070831 |
7.687 |
7.687 |
7.523 |
7.523 |
-0.090 |
613 |
10,356 |
-57 |
Sep08 |
070831 |
7.727 |
7.727 |
7.563 |
7.567 |
-0.091 |
41 |
7,317 |
+14 |
Oct08 |
070831 |
7.863 |
7.863 |
7.680 |
7.690 |
-0.091 |
730 |
28,736 |
+84 |
Nov08 |
070831 |
8.310 |
8.327 |
8.160 |
8.160 |
-0.081 |
160 |
14,543 |
+44 |
Dec08 |
070831 |
8.740 |
8.740 |
8.618 |
8.618 |
-0.081 |
53 |
13,963 |
+10 |
Jan09 |
070831 |
9.070 |
9.070 |
8.905 |
8.905 |
-0.081 |
699 |
29,744 |
+484 |
Total Volume and Open Interest |
71,663 |
761,651 |
+802 |
Brent Crude Oil(ICE) |
Oct07 |
070831 |
72.03 |
73.09 |
71.83 |
72.69 |
+0.79 |
84,637 |
95,492 |
-6,916 |
Nov07 |
070831 |
71.88 |
72.74 |
71.61 |
72.35 |
+0.67 |
58,520 |
130,095 |
-112 |
Dec07 |
070831 |
71.70 |
72.46 |
71.44 |
72.09 |
+0.56 |
33,718 |
108,221 |
-912 |
Jan08 |
070831 |
71.50 |
71.95 |
71.38 |
71.83 |
+0.50 |
5,152 |
26,734 |
-1,349 |
Feb08 |
070831 |
71.32 |
71.69 |
71.32 |
71.58 |
+0.45 |
2,605 |
17,419 |
-180 |
Mar08 |
070831 |
71.11 |
71.37 |
71.11 |
71.33 |
+0.41 |
1,806 |
12,446 |
-118 |
Apr08 |
070831 |
71.13 |
71.13 |
71.13 |
71.13 |
+0.41 |
1,521 |
10,310 |
+388 |
May08 |
070831 |
70.70 |
71.21 |
70.70 |
70.93 |
+0.40 |
674 |
3,842 |
-331 |
Jun08 |
070831 |
70.74 |
70.74 |
70.74 |
70.74 |
+0.40 |
1,394 |
26,251 |
-326 |
Jul08 |
070831 |
70.60 |
70.60 |
70.60 |
70.60 |
+0.39 |
0 |
5,518 |
+0 |
Aug08 |
070831 |
70.48 |
70.48 |
70.48 |
70.48 |
+0.37 |
50 |
3,019 |
+20 |
Sep08 |
070831 |
70.35 |
70.35 |
70.35 |
70.35 |
+0.36 |
0 |
3,707 |
+0 |
Oct08 |
070831 |
70.25 |
70.25 |
70.25 |
70.25 |
+0.38 |
0 |
4,467 |
+0 |
Nov08 |
070831 |
70.16 |
70.16 |
70.16 |
70.16 |
+0.41 |
0 |
3,417 |
+0 |
Total Volume and Open Interest |
198,488 |
596,662 |
-10,298 |
Gas Oil(ICE) |
Sep07 |
070831 |
637.50 |
645.25 |
636.75 |
641.25 |
+4.75 |
42,961 |
49,823 |
-943 |
Oct07 |
070831 |
637.00 |
646.00 |
637.00 |
642.00 |
+4.75 |
38,995 |
78,693 |
+4,098 |
Nov07 |
070831 |
638.00 |
645.25 |
637.50 |
641.00 |
+4.00 |
15,212 |
34,706 |
+336 |
Dec07 |
070831 |
638.00 |
644.50 |
637.00 |
640.00 |
+3.25 |
15,811 |
46,451 |
+1,025 |
Jan08 |
070831 |
639.75 |
645.75 |
639.75 |
642.50 |
+3.00 |
8,293 |
40,448 |
-419 |
Feb08 |
070831 |
637.25 |
641.00 |
637.00 |
638.25 |
+2.50 |
1,208 |
10,475 |
-32 |
Mar08 |
070831 |
632.00 |
634.75 |
632.00 |
633.00 |
+2.00 |
1,009 |
7,983 |
+338 |
Apr08 |
070831 |
626.75 |
626.75 |
626.75 |
626.75 |
+1.75 |
325 |
3,475 |
+181 |
May08 |
070831 |
621.00 |
621.00 |
621.00 |
621.00 |
+1.00 |
56 |
5,418 |
-11 |
Jun08 |
070831 |
617.00 |
617.00 |
616.00 |
617.00 |
+1.00 |
1,119 |
31,330 |
-65 |
Total Volume and Open Interest |
87,106 |
337,956 |
-3,209 |
Ethanol(CBOT) |
Aug07 |
070803 |
1.905 |
1.905 |
1.905 |
1.905 |
-0.010 |
0 |
63 |
-14 |
Sep07 |
070831 |
1.691 |
1.691 |
1.670 |
1.670 |
-0.020 |
16 |
82 |
+0 |
Oct07 |
070831 |
1.630 |
1.679 |
1.610 |
1.626 |
+0.046 |
4 |
185 |
-2 |
Nov07 |
070831 |
1.659 |
1.659 |
1.610 |
1.642 |
+0.023 |
3 |
81 |
+2 |
Dec07 |
070831 |
1.660 |
1.660 |
1.660 |
1.660 |
+0.030 |
0 |
162 |
+5 |
Jan08 |
070831 |
1.640 |
1.640 |
1.640 |
1.640 |
+0.010 |
0 |
147 |
+12 |
Feb08 |
070831 |
1.620 |
1.620 |
1.620 |
1.620 |
-0.005 |
0 |
124 |
+10 |
Mar08 |
070831 |
1.630 |
1.630 |
1.620 |
1.620 |
+0.020 |
13 |
115 |
+13 |
Total Volume and Open Interest |
79 |
1,383 |
+55 |
WTI Crude Oil(ICE) |
Oct07 |
070831 |
73.53 |
74.46 |
73.40 |
74.04 |
+0.68 |
66,308 |
105,498 |
-8,971 |
Nov07 |
070831 |
72.89 |
73.59 |
72.62 |
73.32 |
+0.71 |
33,306 |
61,538 |
-178 |
Dec07 |
070831 |
71.95 |
72.69 |
71.74 |
72.46 |
+0.71 |
27,417 |
113,460 |
-1,781 |
Jan08 |
070831 |
71.46 |
71.83 |
71.28 |
71.83 |
+0.69 |
4,045 |
27,660 |
-915 |
Feb08 |
070831 |
71.35 |
71.35 |
71.05 |
71.35 |
+0.67 |
735 |
11,099 |
+252 |
Mar08 |
070831 |
71.00 |
71.00 |
70.95 |
71.00 |
+0.65 |
105 |
10,853 |
+39 |
Apr08 |
070831 |
70.75 |
70.75 |
70.75 |
70.75 |
+0.63 |
116 |
6,688 |
+49 |
May08 |
070831 |
70.58 |
70.58 |
70.58 |
70.58 |
+0.62 |
269 |
2,216 |
+91 |
Jun08 |
070831 |
70.20 |
70.43 |
70.20 |
70.43 |
+0.62 |
1,343 |
30,907 |
-242 |
Jul08 |
070831 |
70.29 |
70.29 |
70.29 |
70.29 |
+0.61 |
146 |
2,103 |
+28 |
Aug08 |
070831 |
70.16 |
70.16 |
70.16 |
70.16 |
+0.60 |
122 |
824 |
+0 |
Sep08 |
070831 |
70.05 |
70.05 |
70.05 |
70.05 |
+0.60 |
50 |
2,970 |
+0 |
Oct08 |
070831 |
69.95 |
69.95 |
69.95 |
69.95 |
+0.59 |
0 |
3,752 |
+0 |
Nov08 |
070831 |
69.86 |
69.86 |
69.86 |
69.86 |
+0.59 |
0 |
1,333 |
+0 |
Dec08 |
070831 |
69.39 |
69.79 |
69.39 |
69.77 |
+0.59 |
6,826 |
83,962 |
-645 |
Jan09 |
070831 |
69.68 |
69.68 |
69.68 |
69.68 |
+0.59 |
0 |
1,330 |
+0 |
Total Volume and Open Interest |
142,837 |
576,431 |
-12,236 |
US Dollar Index(ICE) |
Sep07 |
070831 |
80.660 |
80.820 |
80.390 |
80.745 |
-0.015 |
800 |
19,277 |
+90 |
Dec07 |
070831 |
80.515 |
80.600 |
80.250 |
80.595 |
-0.015 |
72 |
3,570 |
+27 |
Mar08 |
070831 |
80.455 |
80.455 |
80.455 |
80.455 |
-0.015 |
2 |
652 |
-1 |
Total Volume and Open Interest |
874 |
23,508 |
+116 |
Australian Dollar(CME) |
Sep07 |
070831 |
81.54 |
82.48 |
81.04 |
81.60 |
+0.13 |
35,872 |
95,846 |
+817 |
Dec07 |
070831 |
81.54 |
82.18 |
80.77 |
81.32 |
+0.14 |
295 |
2,151 |
+165 |
Mar08 |
070831 |
80.97 |
80.97 |
80.97 |
80.97 |
+0.14 |
0 |
152 |
+0 |
Total Volume and Open Interest |
36,167 |
98,443 |
+982 |
British Pound(CME) |
Sep07 |
070831 |
201.21 |
202.30 |
201.00 |
201.61 |
+0.29 |
67,320 |
123,080 |
-2,649 |
Dec07 |
070831 |
201.09 |
201.86 |
200.62 |
201.16 |
+0.31 |
1,240 |
2,722 |
+515 |
Mar08 |
070831 |
200.51 |
201.10 |
200.14 |
200.51 |
+0.32 |
1 |
31 |
+0 |
Total Volume and Open Interest |
68,561 |
125,856 |
-2,134 |
Canadian Dollar(CME) |
Sep07 |
070831 |
94.55 |
95.20 |
94.41 |
94.87 |
+0.37 |
41,889 |
124,303 |
-788 |
Dec07 |
070831 |
94.73 |
95.38 |
94.55 |
95.00 |
+0.37 |
2,814 |
7,013 |
+851 |
Mar08 |
070831 |
94.98 |
95.28 |
94.87 |
95.13 |
+0.37 |
5 |
856 |
-5 |
Jun08 |
070831 |
95.19 |
95.29 |
94.99 |
95.19 |
+0.37 |
5 |
339 |
+0 |
Total Volume and Open Interest |
44,728 |
132,792 |
+59 |
Japanese Yen(CME) |
Sep07 |
070831 |
86.45 |
86.78 |
85.94 |
86.45 |
-0.14 |
129,087 |
234,869 |
-6,288 |
Dec07 |
070831 |
87.40 |
87.82 |
86.99 |
87.50 |
-0.11 |
2,221 |
21,022 |
+1,152 |
Mar08 |
070831 |
88.36 |
88.47 |
87.93 |
88.36 |
-0.11 |
37 |
410 |
-1 |
Total Volume and Open Interest |
131,353 |
272,742 |
-5,135 |
Swiss Franc(CME) |
Sep07 |
070831 |
83.21 |
83.54 |
82.83 |
82.97 |
-0.29 |
61,693 |
123,124 |
+4,582 |
Dec07 |
070831 |
83.78 |
84.14 |
83.47 |
83.58 |
-0.26 |
4,382 |
4,526 |
+2,795 |
Mar08 |
070831 |
84.02 |
84.50 |
84.02 |
84.02 |
-0.26 |
0 |
18 |
+0 |
Total Volume and Open Interest |
66,075 |
127,677 |
+7,377 |
EuroFX(CME) |
Sep07 |
070831 |
136.41 |
137.30 |
136.30 |
136.47 |
unch |
169,905 |
223,758 |
+3,521 |
Dec07 |
070831 |
136.71 |
137.62 |
136.64 |
136.84 |
+0.07 |
6,431 |
5,880 |
-113 |
Mar08 |
070831 |
137.64 |
137.71 |
137.01 |
137.01 |
+0.07 |
4 |
126 |
+2 |
Total Volume and Open Interest |
176,365 |
229,894 |
+3,414 |
Mexican Peso(CME) |
Sep07 |
070831 |
903.0 |
907.0 |
902.5 |
906.0 |
+5.2 |
14,988 |
79,352 |
+1,931 |
Oct07 |
070831 |
904.2 |
904.2 |
904.2 |
904.2 |
+5.2 |
0 |
68 |
+0 |
Total Volume and Open Interest |
18,217 |
108,587 |
+3,120 |
Brazilian Real(CME) |
Sep07 |
070831 |
509.00 |
509.00 |
506.00 |
509.00 |
+3.00 |
11 |
6,510 |
-16 |
Oct07 |
070831 |
507.20 |
507.20 |
504.30 |
507.20 |
+2.90 |
|
|
|
Nov07 |
070831 |
505.40 |
505.40 |
502.40 |
505.40 |
+3.00 |
|
|
|
Dec07 |
070831 |
506.80 |
506.80 |
503.80 |
504.10 |
+3.00 |
209 |
2,946 |
+209 |
Total Volume and Open Interest |
220 |
9,456 |
+193 |
30-Year T-Bonds(CBOT) |
Sep07 |
070831 |
112~010 |
112~040 |
111~160 |
111~250 |
-0~100 |
601,637 |
268,132 |
-206,854 |
Dec07 |
070831 |
111~270 |
111~300 |
111~100 |
111~180 |
-0~120 |
360,573 |
687,864 |
+135,359 |
Mar08 |
070831 |
111~110 |
111~170 |
111~110 |
111~170 |
-0~120 |
28 |
1,024 |
+14 |
Total Volume and Open Interest |
962,239 |
957,123 |
-71,482 |
10-Year T-Notes(CBOT) |
Sep07 |
070831 |
109~230 |
109~250 |
109~065 |
109~155 |
-0~110 |
1,720,976 |
799,281 |
-422,124 |
Dec07 |
070831 |
109~100 |
109~125 |
108~245 |
109~015 |
-0~125 |
928,779 |
1,596,087 |
+366,138 |
Mar08 |
070831 |
109~110 |
109~110 |
108~240 |
108~240 |
-0~125 |
520 |
2,069 |
+120 |
Total Volume and Open Interest |
2,650,275 |
2,397,447 |
-55,866 |
5-Year T-Notes(CBOT) |
Sep07 |
070831 |
106~092 |
106~100 |
106~082 |
106~100 |
-0~030 |
920,887 |
0 |
+0 |
Dec07 |
070831 |
106~080 |
106~112 |
106~060 |
106~090 |
-0~034 |
501,714 |
0 |
+0 |
Mar08 |
070831 |
106~090 |
106~090 |
106~090 |
106~090 |
-0~034 |
|
|
|
Total Volume and Open Interest |
1,693,193 |
1,677,878 |
+8,930 |
2 Year T-Notes(CBOT) |
Sep07 |
070831 |
103~011 |
103~017 |
102~107 |
103~004 |
-0~014 |
550,149 |
243,386 |
-182,079 |
Dec07 |
070831 |
103~024 |
103~025 |
102~121 |
103~010 |
-0~022 |
401,205 |
698,033 |
+172,526 |
Total Volume and Open Interest |
951,354 |
941,419 |
-9,553 |
Eurodollars(CME) |
Sep07 |
070831 |
94.515 |
94.530 |
94.445 |
94.493 |
-0.052 |
415,904 |
1,545,306 |
-4,048 |
Dec07 |
070831 |
95.090 |
95.100 |
95.000 |
95.065 |
-0.045 |
431,158 |
1,532,234 |
-43,260 |
Mar08 |
070831 |
95.415 |
95.420 |
95.290 |
95.360 |
-0.075 |
424,929 |
1,596,625 |
+766 |
Jun08 |
070831 |
95.510 |
95.525 |
95.380 |
95.445 |
-0.090 |
470,299 |
1,384,946 |
-21,816 |
Sep08 |
070831 |
95.505 |
95.520 |
95.370 |
95.440 |
-0.090 |
372,245 |
1,186,954 |
-20,076 |
Dec08 |
070831 |
95.465 |
95.480 |
95.335 |
95.400 |
-0.085 |
353,107 |
1,100,779 |
-6,700 |
Mar09 |
070831 |
95.410 |
95.420 |
95.285 |
95.345 |
-0.085 |
205,207 |
658,083 |
-14,423 |
Jun09 |
070831 |
95.350 |
95.360 |
95.235 |
95.290 |
-0.075 |
125,327 |
498,771 |
-8,094 |
Sep09 |
070831 |
95.285 |
95.295 |
95.190 |
95.250 |
-0.060 |
44,703 |
319,534 |
+3,326 |
Dec09 |
070831 |
95.210 |
95.230 |
95.120 |
95.190 |
-0.045 |
39,122 |
237,212 |
+6,974 |
Mar10 |
070831 |
95.140 |
95.185 |
95.085 |
95.150 |
-0.035 |
18,626 |
159,323 |
-293 |
Jun10 |
070831 |
95.045 |
95.140 |
95.045 |
95.100 |
-0.025 |
16,382 |
134,406 |
-61 |
Sep10 |
070831 |
95.020 |
95.090 |
95.005 |
95.050 |
-0.015 |
8,209 |
100,577 |
-1,192 |
Dec10 |
070831 |
94.945 |
95.015 |
94.940 |
94.985 |
-0.010 |
5,739 |
109,974 |
-890 |
Mar11 |
070831 |
94.935 |
94.970 |
94.900 |
94.940 |
-0.010 |
6,261 |
96,781 |
-442 |
Jun11 |
070831 |
94.885 |
94.935 |
94.845 |
94.885 |
-0.005 |
5,541 |
89,904 |
-1,707 |
Sep11 |
070831 |
94.795 |
94.870 |
94.795 |
94.835 |
unch |
3,127 |
77,816 |
-405 |
Dec11 |
070831 |
94.780 |
94.810 |
94.740 |
94.775 |
unch |
4,108 |
56,429 |
+565 |
Total Volume and Open Interest |
257,183 |
11,109,132 |
-108,384 |
30 Day Federal Funds(CBOT) |
Aug07 |
070831 |
94.980 |
94.980 |
94.980 |
94.980 |
unch |
0 |
98,003 |
+1,181 |
Sep07 |
070831 |
95.005 |
95.010 |
95.000 |
95.005 |
-0.025 |
114 |
131,347 |
-911 |
Oct07 |
070831 |
95.115 |
95.120 |
95.095 |
95.115 |
-0.045 |
236 |
95,321 |
+177 |
Nov07 |
070831 |
95.265 |
95.305 |
95.265 |
95.295 |
-0.050 |
16 |
110,537 |
-61 |
Dec07 |
070831 |
95.385 |
95.415 |
95.385 |
95.400 |
-0.065 |
112 |
60,996 |
+1,615 |
Jan08 |
070831 |
95.445 |
95.445 |
95.445 |
95.445 |
-0.060 |
0 |
13,506 |
+1,178 |
Total Volume and Open Interest |
478 |
523,841 |
+4,243 |
30 Day Fed Funds(e-CBOT) |
Aug07 |
070831 |
94.980 |
94.985 |
94.975 |
94.985 |
+0.010 |
4,459 |
0 |
+0 |
Sep07 |
070831 |
95.025 |
95.035 |
94.990 |
95.000 |
-0.025 |
17,774 |
0 |
+0 |
Oct07 |
070831 |
95.145 |
95.145 |
95.085 |
95.100 |
-0.050 |
14,301 |
0 |
+0 |
Nov07 |
070831 |
95.315 |
95.320 |
95.225 |
95.290 |
-0.050 |
8,259 |
0 |
+0 |
Dec07 |
070831 |
95.420 |
95.430 |
95.330 |
95.390 |
-0.070 |
4,208 |
0 |
+0 |
Jan08 |
070831 |
95.455 |
95.470 |
95.410 |
95.440 |
-0.060 |
1,934 |
0 |
+0 |
Total Volume and Open Interest |
52,881 |
|
|
3-Mth Euro-Yen(CME) |
Sep07 |
070831 |
99.170 |
99.185 |
99.165 |
99.170 |
-0.010 |
2,399 |
24,067 |
-100 |
Dec07 |
070831 |
99.145 |
99.150 |
99.135 |
99.145 |
-0.005 |
552 |
11,983 |
+423 |
Mar08 |
070831 |
99.105 |
99.120 |
99.065 |
99.105 |
-0.005 |
50 |
6,086 |
+0 |
Jun08 |
070831 |
99.050 |
99.075 |
99.030 |
99.065 |
-0.005 |
545 |
4,625 |
+207 |
Sep08 |
070831 |
99.005 |
99.025 |
99.000 |
99.010 |
-0.015 |
100 |
3,291 |
+0 |
Dec08 |
070831 |
98.940 |
98.940 |
98.930 |
98.940 |
-0.010 |
0 |
1,509 |
-382 |
Mar09 |
070831 |
98.870 |
98.880 |
98.870 |
98.870 |
-0.010 |
0 |
694 |
+0 |
Jun09 |
070831 |
98.795 |
98.805 |
98.795 |
98.795 |
-0.010 |
0 |
100 |
+0 |
Sep09 |
070831 |
98.695 |
98.725 |
98.695 |
98.695 |
-0.030 |
|
|
|
Dec09 |
070831 |
98.615 |
98.645 |
98.615 |
98.615 |
-0.030 |
|
|
|
Total Volume and Open Interest |
3,646 |
52,355 |
+148 |
3-Mth Euro-Yen(SGX) |
Sep07 |
070831 |
99.18 |
99.18 |
99.16 |
99.17 |
-0.01 |
1,963 |
78,612 |
-386 |
Dec07 |
070831 |
99.16 |
99.16 |
99.04 |
99.13 |
-0.03 |
3,737 |
56,366 |
-785 |
Mar08 |
070831 |
99.11 |
99.12 |
99.08 |
99.09 |
-0.03 |
3,000 |
42,516 |
+1,116 |
Jun08 |
070831 |
99.08 |
99.08 |
99.05 |
99.05 |
-0.02 |
804 |
23,259 |
+60 |
Sep08 |
070831 |
99.02 |
99.04 |
99.00 |
99.00 |
-0.03 |
1,744 |
13,779 |
+1,120 |
Dec08 |
070831 |
98.92 |
98.97 |
98.92 |
98.93 |
-0.03 |
1,050 |
9,006 |
+394 |
Mar09 |
070831 |
98.86 |
98.86 |
98.85 |
98.86 |
-0.03 |
0 |
4,502 |
+0 |
Jun09 |
070831 |
98.78 |
98.78 |
98.78 |
98.78 |
-0.03 |
0 |
1,168 |
+0 |
Total Volume and Open Interest |
12,748 |
231,558 |
+1,969 |
Japanese Gov't Bonds(SGX) |
Sep07 |
070831 |
136.06 |
136.11 |
134.96 |
135.39 |
-0.33 |
1,743 |
42,407 |
+245 |
Dec07 |
070831 |
134.87 |
135.58 |
134.59 |
134.97 |
-0.33 |
113 |
343 |
+2 |
Mar08 |
070831 |
134.97 |
134.97 |
134.97 |
134.97 |
-0.33 |
|
|
|
Total Volume and Open Interest |
1,856 |
42,750 |
+247 |
Euro-Bund(EUREX) |
Sep07 |
070831 |
113.61 |
113.89 |
113.24 |
113.77 |
-0.02 |
1,194,378 |
1,459,681 |
+31,989 |
Dec07 |
070831 |
113.20 |
113.48 |
112.83 |
113.37 |
-0.03 |
143,688 |
157,803 |
+53,188 |
Mar08 |
070831 |
113.63 |
113.74 |
113.63 |
113.74 |
-0.02 |
0 |
12 |
+0 |
Total Volume and Open Interest |
1,338,066 |
1,617,496 |
+85,177 |
Euro-Bobl(EUREX) |
Sep07 |
070831 |
108.02 |
108.08 |
107.72 |
108.03 |
-0.11 |
511,128 |
1,227,947 |
-26,835 |
Dec07 |
070831 |
107.82 |
107.89 |
107.53 |
107.84 |
-0.13 |
62,798 |
87,403 |
+38,011 |
Mar08 |
070831 |
107.73 |
107.73 |
107.73 |
107.73 |
-0.11 |
363 |
0 |
+0 |
Total Volume and Open Interest |
574,289 |
1,315,350 |
+11,176 |
3-Mth Euribor(EUREX) |
Sep07 |
070831 |
95.365 |
95.365 |
95.345 |
95.365 |
+0.005 |
552 |
28,880 |
-1,003 |
Dec07 |
070831 |
95.500 |
95.515 |
95.490 |
95.510 |
-0.015 |
555 |
13,309 |
-1,135 |
Mar08 |
070831 |
95.630 |
95.630 |
95.610 |
95.625 |
-0.030 |
142 |
9,540 |
-142 |
Total Volume and Open Interest |
1,727 |
63,081 |
-2,123 |
Long Gilt(LIFFE) |
Sep07 |
070831 |
106~28 |
107~03 |
106~15 |
107~01 |
-0~02 |
183,301 |
119,707 |
-59,525 |
Dec07 |
070831 |
106~30 |
107~04 |
106~15 |
107~02 |
-0~02 |
86,770 |
270,885 |
+24,737 |
Total Volume and Open Interest |
270,071 |
390,592 |
-34,788 |
3-Mth Short Sterling(LIFFE) |
Sep07 |
070831 |
93.42 |
93.44 |
93.39 |
93.43 |
unch |
79,588 |
521,419 |
+2,692 |
Dec07 |
070831 |
93.66 |
93.70 |
93.62 |
93.69 |
-0.01 |
109,808 |
514,684 |
+1,951 |
Mar08 |
070831 |
93.88 |
93.88 |
93.80 |
93.87 |
-0.02 |
79,885 |
453,071 |
+9,808 |
Jun08 |
070831 |
94.00 |
94.01 |
93.92 |
93.99 |
-0.02 |
63,929 |
407,541 |
-396 |
Sep08 |
070831 |
94.05 |
94.08 |
94.00 |
94.07 |
-0.01 |
52,129 |
312,242 |
-7,120 |
Dec08 |
070831 |
94.10 |
94.13 |
94.04 |
94.12 |
unch |
50,469 |
236,128 |
+3,463 |
Total Volume and Open Interest |
494,968 |
2,813,925 |
+5,880 |
3-Mth Euribor(LIFFE) |
Sep07 |
070831 |
95.350 |
95.375 |
95.330 |
95.365 |
+0.005 |
188,239 |
889,074 |
-25,889 |
Dec07 |
070831 |
95.525 |
95.530 |
95.470 |
95.510 |
-0.015 |
219,585 |
827,931 |
-23,578 |
Mar08 |
070831 |
95.650 |
95.650 |
95.590 |
95.620 |
-0.030 |
130,518 |
544,455 |
+3,156 |
Total Volume and Open Interest |
893,881 |
4,061,396 |
-55,438 |
3-Mth Aus T-Bills(SFE) |
Sep07 |
070831 |
93.19 |
93.19 |
93.13 |
93.15 |
-0.05 |
23,804 |
491,908 |
+7,447 |
Dec07 |
070831 |
93.22 |
93.23 |
93.17 |
93.18 |
-0.05 |
28,544 |
348,374 |
-543 |
Mar08 |
070831 |
93.23 |
93.23 |
93.18 |
93.19 |
-0.04 |
20,179 |
167,236 |
+5,241 |
Jun08 |
070831 |
93.23 |
93.24 |
93.18 |
93.20 |
-0.03 |
11,417 |
109,166 |
+3,345 |
Sep08 |
070831 |
93.24 |
93.25 |
93.19 |
93.21 |
-0.03 |
2,420 |
58,274 |
+338 |
Dec08 |
070831 |
93.22 |
93.23 |
93.20 |
93.20 |
-0.03 |
992 |
42,009 |
-676 |
Mar09 |
070831 |
93.20 |
93.22 |
93.18 |
93.19 |
-0.03 |
657 |
31,915 |
-442 |
Jun09 |
070831 |
93.18 |
93.20 |
93.18 |
93.18 |
-0.04 |
306 |
20,135 |
+6 |
Sep09 |
070831 |
93.16 |
93.16 |
93.16 |
93.16 |
-0.04 |
2 |
2,410 |
+2 |
Dec09 |
070831 |
93.17 |
93.17 |
93.17 |
93.17 |
-0.03 |
0 |
635 |
+0 |
Total Volume and Open Interest |
88,321 |
1,272,245 |
+14,718 |
10-Year Aus T-Bonds(SFE) |
Sep07 |
070831 |
94.09 |
94.12 |
94.06 |
94.07 |
-0.02 |
50,612 |
567,908 |
+5,918 |
Dec07 |
070831 |
94.09 |
94.09 |
94.09 |
94.09 |
-0.01 |
145 |
225 |
+145 |
Total Volume and Open Interest |
50,757 |
568,133 |
+6,063 |
3-Year Aus T-Bonds(SFE) |
Sep07 |
070831 |
93.83 |
93.86 |
93.79 |
93.81 |
-0.03 |
120,141 |
768,764 |
-10,740 |
Dec07 |
070831 |
93.85 |
93.85 |
93.85 |
93.85 |
-0.03 |
0 |
708 |
+0 |
Total Volume and Open Interest |
120,141 |
769,472 |
-10,740 |
Gold(CMX) |
Oct07 |
070831 |
667.0 |
677.9 |
667.0 |
675.8 |
+7.8 |
1,971 |
31,943 |
-184 |
Dec07 |
070831 |
673.3 |
683.9 |
673.0 |
681.9 |
+8.0 |
46,155 |
181,635 |
-1,670 |
Feb08 |
070831 |
679.1 |
688.3 |
679.1 |
687.8 |
+8.1 |
163 |
15,905 |
+27 |
Apr08 |
070831 |
684.8 |
693.8 |
684.8 |
693.5 |
+8.3 |
560 |
17,869 |
-84 |
Jun08 |
070831 |
700.0 |
700.0 |
698.6 |
699.0 |
+8.4 |
5 |
14,943 |
-5 |
Aug08 |
070831 |
704.3 |
704.3 |
704.3 |
704.3 |
+8.4 |
2 |
8,000 |
+0 |
Oct08 |
070831 |
709.6 |
709.6 |
709.6 |
709.6 |
+8.5 |
0 |
1,589 |
+0 |
Dec08 |
070831 |
714.8 |
714.8 |
714.8 |
714.8 |
+8.5 |
51 |
15,812 |
-50 |
Feb09 |
070831 |
720.3 |
720.3 |
720.3 |
720.3 |
+8.7 |
0 |
11,226 |
+0 |
Apr09 |
070831 |
725.6 |
725.6 |
725.6 |
725.6 |
+8.8 |
50 |
1,730 |
+0 |
Jun09 |
070831 |
731.1 |
731.1 |
731.1 |
731.1 |
+8.9 |
0 |
10,908 |
+0 |
Total Volume and Open Interest |
49,244 |
322,524 |
-1,909 |
Silver(CMX) |
Sep07 |
070831 |
1177.0 |
1211.0 |
1177.0 |
1206.3 |
+27.2 |
12,492 |
3,147 |
-5,054 |
Dec07 |
070831 |
1194.5 |
1227.5 |
1193.0 |
1223.0 |
+27.0 |
20,618 |
74,747 |
+5,253 |
Mar08 |
070831 |
1210.5 |
1240.0 |
1210.5 |
1238.8 |
+27.3 |
366 |
7,640 |
+134 |
May08 |
070831 |
1221.0 |
1249.0 |
1221.0 |
1249.0 |
+27.6 |
23 |
5,132 |
-10 |
Jul08 |
070831 |
1256.0 |
1258.5 |
1256.0 |
1258.5 |
+27.9 |
24 |
4,939 |
+7 |
Sep08 |
070831 |
1241.5 |
1268.5 |
1241.5 |
1268.0 |
+28.2 |
6 |
969 |
+0 |
Dec08 |
070831 |
1260.0 |
1281.0 |
1260.0 |
1281.0 |
+28.4 |
41 |
5,431 |
+19 |
Total Volume and Open Interest |
33,628 |
110,096 |
+340 |
Platinum(NYMEX) |
Oct07 |
070831 |
1266.8 |
1279.5 |
1261.0 |
1271.6 |
+11.5 |
2,037 |
9,464 |
-402 |
Jan08 |
070831 |
1282.9 |
1282.9 |
1275.0 |
1281.6 |
+11.5 |
815 |
877 |
+394 |
Apr08 |
070831 |
1293.0 |
1293.0 |
1293.0 |
1293.0 |
+11.5 |
0 |
2 |
+0 |
Total Volume and Open Interest |
2,852 |
10,343 |
-8 |
Palladium(NYMEX) |
Sep07 |
070831 |
329.75 |
334.30 |
329.75 |
333.50 |
+2.80 |
1,674 |
2,475 |
-629 |
Dec07 |
070831 |
333.00 |
338.95 |
333.00 |
337.75 |
+2.15 |
1,787 |
12,915 |
+993 |
Mar08 |
070831 |
342.50 |
342.50 |
342.50 |
342.50 |
+2.15 |
6 |
782 |
+6 |
Total Volume and Open Interest |
3,467 |
18,149 |
+370 |
Copper(CMX) |
Sep07 |
070831 |
336.75 |
342.50 |
336.65 |
341.10 |
+5.75 |
3,242 |
6,056 |
-1,517 |
Dec07 |
070831 |
333.00 |
342.00 |
333.00 |
339.70 |
+4.90 |
6,715 |
49,192 |
+381 |
Mar08 |
070831 |
334.65 |
339.05 |
334.60 |
336.80 |
+4.40 |
31 |
6,069 |
+7 |
May08 |
070831 |
333.20 |
333.20 |
333.20 |
333.20 |
+4.20 |
57 |
1,012 |
+17 |
Jul08 |
070831 |
329.60 |
329.60 |
329.30 |
329.30 |
+3.65 |
21 |
515 |
+1 |
Total Volume and Open Interest |
10,349 |
70,518 |
-1,167 |
DJIA Index(CBOT) |
Sep07 |
070831 |
13286 |
13452 |
13278 |
13364 |
+85 |
3,415 |
37,362 |
+64 |
Dec07 |
070831 |
13453 |
13540 |
13415 |
13460 |
+90 |
199 |
623 |
+84 |
Mar08 |
070831 |
13548 |
13548 |
13548 |
13548 |
+85 |
0 |
1 |
+0 |
Jun08 |
070831 |
13642 |
13642 |
13642 |
13642 |
+85 |
|
|
|
Total Volume and Open Interest |
3,614 |
37,986 |
+148 |
E-mini DJIA Index(CBOT) |
Sep07 |
070831 |
13290 |
13454 |
13276 |
13364 |
+85 |
188,756 |
95,812 |
+1,255 |
Dec07 |
070831 |
13372 |
13547 |
13372 |
13460 |
+90 |
149 |
412 |
-7 |
Mar08 |
070831 |
13548 |
13548 |
13548 |
13548 |
+85 |
|
|
|
Jun08 |
070831 |
13642 |
13642 |
13642 |
13642 |
+85 |
|
|
|
Total Volume and Open Interest |
188,905 |
96,224 |
+1,248 |
S & P 500(CME) |
Sep07 |
070831 |
1461.60 |
1484.50 |
1461.40 |
1476.70 |
+15.10 |
41,853 |
534,765 |
-6,518 |
Dec07 |
070831 |
1489.50 |
1496.50 |
1482.00 |
1489.50 |
+15.40 |
7,569 |
131,768 |
+5,260 |
Mar08 |
070831 |
1500.00 |
1504.90 |
1498.90 |
1500.50 |
+15.60 |
8 |
7,523 |
+4 |
Jun08 |
070831 |
1511.70 |
1515.70 |
1503.20 |
1511.70 |
+16.00 |
0 |
203 |
+0 |
Total Volume and Open Interest |
49,435 |
676,381 |
-1,249 |
S & P 500 E-Mini(Globex) |
Sep07 |
070831 |
1461.50 |
1484.75 |
1461.25 |
1476.75 |
+15.25 |
1,859,430 |
2,014,224 |
-21,812 |
Dec07 |
070831 |
1474.00 |
1497.25 |
1474.00 |
1489.50 |
+15.50 |
47,009 |
150,336 |
+32,326 |
Total Volume and Open Interest |
1,906,439 |
2,164,561 |
+10,514 |
NASDAQ 100(CME) |
Sep07 |
070831 |
1973.50 |
2001.00 |
1973.30 |
1994.80 |
+20.00 |
5,337 |
69,827 |
+1,047 |
Dec07 |
070831 |
2015.00 |
2022.00 |
2011.00 |
2018.30 |
+20.30 |
32 |
125 |
+20 |
Mar08 |
070831 |
2041.00 |
2041.00 |
2035.80 |
2041.00 |
+20.20 |
|
|
|
Total Volume and Open Interest |
5,369 |
69,952 |
+1,067 |
NASDAQ 100 E-Mini(Globex) |
Sep07 |
070831 |
1973.00 |
2000.80 |
1973.00 |
1994.80 |
+20.00 |
412,327 |
411,598 |
-6,338 |
Dec07 |
070831 |
1998.00 |
2023.00 |
1998.00 |
2018.30 |
+20.30 |
1,992 |
4,061 |
+1,741 |
Total Volume and Open Interest |
414,319 |
415,659 |
-4,597 |
S & P Midcap 400(CME) |
Sep07 |
070831 |
861.00 |
868.00 |
856.50 |
865.20 |
+12.60 |
36 |
6,894 |
-118 |
Dec07 |
070831 |
873.70 |
873.70 |
872.40 |
873.70 |
+12.70 |
|
|
|
Mar08 |
070831 |
883.45 |
883.45 |
882.15 |
883.45 |
+12.70 |
|
|
|
Total Volume and Open Interest |
36 |
6,894 |
-118 |
Russell 2000 E-Mini(Globex) |
Sep07 |
070831 |
784.20 |
798.50 |
784.20 |
794.80 |
+10.20 |
216,742 |
596,358 |
-2,086 |
Dec07 |
070831 |
793.00 |
803.20 |
792.20 |
800.80 |
+10.20 |
831 |
1,822 |
+104 |
Mar08 |
070831 |
806.70 |
806.70 |
806.70 |
806.70 |
+10.20 |
|
|
|
Total Volume and Open Interest |
217,573 |
598,180 |
-784 |
Nikkei 225(CME) |
Sep07 |
070831 |
16600 |
16655 |
16555 |
16585 |
+350 |
12,859 |
60,248 |
-689 |
Dec07 |
070831 |
16600 |
16600 |
16575 |
16575 |
+350 |
0 |
152 |
+0 |
Total Volume and Open Interest |
12,859 |
60,401 |
-689 |
Nikkei 225(SGX) |
Sep07 |
070831 |
16230 |
16605 |
16230 |
16575 |
+385 |
74,243 |
259,316 |
+82 |
Dec07 |
070831 |
16270 |
16560 |
16245 |
16530 |
+415 |
66 |
5,177 |
+25 |
Mar08 |
070831 |
16555 |
16555 |
16555 |
16555 |
+415 |
0 |
2 |
+0 |
Total Volume and Open Interest |
74,309 |
264,536 |
+107 |
CAC 40(EURONEXT) |
Sep07 |
070831 |
5643.5 |
5699.5 |
5628.0 |
5673.5 |
+69.0 |
134,572 |
543,286 |
+8,477 |
Oct07 |
070831 |
5657.0 |
5704.5 |
5654.5 |
5691.5 |
+69.0 |
187 |
600 |
+129 |
Nov07 |
070831 |
5706.5 |
5706.5 |
5706.5 |
5706.5 |
+69.0 |
0 |
118 |
+0 |
Total Volume and Open Interest |
134,833 |
547,505 |
+8,647 |
Hang Seng Index(HKFE) |
Aug07 |
070830 |
23449 |
23548 |
23372 |
23501 |
+501 |
110,307 |
54,374 |
-31,019 |
Sep07 |
070831 |
23463 |
24099 |
23430 |
23854 |
+467 |
62,530 |
120,127 |
+8,836 |
Oct07 |
070831 |
23567 |
24152 |
23538 |
23929 |
|
|
|
|
DAX(EUREX) |
Sep07 |
070831 |
7599.0 |
7708.5 |
7555.5 |
7651.5 |
+109.0 |
184,345 |
274,758 |
+398 |
Dec07 |
070831 |
7690.0 |
7788.0 |
7647.0 |
7738.0 |
+110.0 |
1,653 |
21,514 |
+551 |
Mar08 |
070831 |
7730.0 |
7870.0 |
7730.0 |
7824.5 |
+112.5 |
82 |
1,982 |
-19 |
Total Volume and Open Interest |
186,080 |
298,254 |
+930 |
FT-SE 100(EURONEXT) |
Sep07 |
070831 |
6273.00 |
6339.00 |
6230.00 |
6315.50 |
+95.00 |
102,934 |
511,016 |
-5,691 |
Dec07 |
070831 |
6312.00 |
6400.00 |
6304.00 |
6381.00 |
+97.00 |
232 |
12,759 |
+106 |
Mar08 |
070831 |
6361.50 |
6400.50 |
6360.00 |
6400.50 |
+99.00 |
35 |
785 |
+9 |
Total Volume and Open Interest |
103,206 |
524,571 |
-5,571 |
SPI 200(SFE) |
Sep07 |
070831 |
6149.0 |
6261.0 |
6100.0 |
6261.0 |
+112.0 |
27,905 |
493,750 |
+11,058 |
Dec07 |
070831 |
6180.0 |
6301.0 |
6171.0 |
6301.0 |
+112.0 |
73 |
5,109 |
-68 |
Mar08 |
070831 |
6310.0 |
6310.0 |
6310.0 |
6310.0 |
+112.0 |
0 |
1,129 |
+0 |
Total Volume and Open Interest |
27,978 |
501,585 |
+10,990 |
GSCI(CME) |
Sep07 |
070831 |
497.55 |
500.60 |
496.00 |
497.35 |
+4.35 |
1,169 |
20,533 |
+29 |
Oct07 |
070831 |
501.50 |
503.00 |
501.50 |
501.50 |
+4.50 |
25 |
25 |
+25 |
Nov07 |
070831 |
503.50 |
505.00 |
503.50 |
503.50 |
+4.50 |
|
|
|
Total Volume and Open Interest |
1,194 |
20,558 |
+54 |
Reuters CCI(ICE) |
Nov07 |
070831 |
415.00 |
416.75 |
414.00 |
416.75 |
+2.75 |
18 |
883 |
+8 |
Jan08 |
070831 |
415.75 |
418.75 |
415.75 |
418.75 |
+2.75 |
1 |
417 |
+0 |
Feb08 |
070831 |
415.50 |
418.75 |
415.50 |
418.75 |
+2.75 |
25 |
248 |
+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. |
|
|