|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Mon September 03, 2007 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Sep07 |
070831 |
878.50 |
878.50 |
868.00 |
868.00 |
-2.50 |
8,867 |
9,710 |
-4,982 |
| Nov07 |
070831 |
894.00 |
894.00 |
882.00 |
882.50 |
-2.50 |
26,821 |
285,162 |
+2,497 |
| Jan08 |
070831 |
909.00 |
909.00 |
897.00 |
898.00 |
-1.50 |
1,516 |
44,452 |
+1,583 |
| Mar08 |
070831 |
919.00 |
919.00 |
907.25 |
907.50 |
-2.75 |
1,224 |
27,592 |
+1,011 |
| May08 |
070831 |
924.50 |
924.50 |
912.00 |
913.00 |
-1.00 |
1,436 |
26,443 |
+1,609 |
| Jul08 |
070831 |
931.00 |
931.00 |
920.50 |
922.00 |
-2.25 |
1,791 |
36,194 |
+326 |
| Aug08 |
070831 |
922.00 |
922.00 |
919.00 |
919.00 |
+1.00 |
1 |
542 |
-1 |
| Total Volume and Open Interest |
44,103 |
491,805 |
+2,122 |
| Soybean Meal(CBOT) |
| Sep07 |
070831 |
242.00 |
242.00 |
239.10 |
239.80 |
-0.20 |
8,455 |
8,779 |
-3,843 |
| Oct07 |
070831 |
245.00 |
245.00 |
241.00 |
241.10 |
-1.00 |
8,906 |
28,677 |
+2,350 |
| Dec07 |
070831 |
250.00 |
250.00 |
245.50 |
245.70 |
-0.90 |
13,489 |
88,680 |
+4,009 |
| Jan08 |
070831 |
251.50 |
251.50 |
247.70 |
247.70 |
-1.80 |
905 |
14,414 |
+326 |
| Mar08 |
070831 |
254.50 |
255.00 |
251.30 |
251.30 |
-1.20 |
1,309 |
15,838 |
+203 |
| May08 |
070831 |
256.00 |
256.00 |
252.50 |
252.50 |
-1.00 |
1,349 |
17,624 |
+34 |
| Jul08 |
070831 |
258.50 |
258.80 |
255.00 |
255.00 |
-1.50 |
832 |
12,862 |
+164 |
| Aug08 |
070831 |
256.00 |
256.00 |
251.00 |
252.00 |
-1.50 |
78 |
3,079 |
-39 |
| Total Volume and Open Interest |
36,084 |
201,888 |
+2,372 |
| Soybean Oil(CBOT) |
| Sep07 |
070831 |
36.75 |
36.75 |
36.45 |
36.54 |
+0.21 |
7,140 |
8,220 |
-8,833 |
| Oct07 |
070831 |
37.00 |
37.03 |
36.60 |
36.79 |
+0.23 |
5,119 |
32,736 |
+926 |
| Dec07 |
070831 |
37.47 |
37.48 |
37.02 |
37.11 |
+0.06 |
10,051 |
148,813 |
-1,301 |
| Jan08 |
070831 |
37.85 |
37.85 |
37.40 |
37.42 |
unch |
986 |
20,836 |
+598 |
| Mar08 |
070831 |
38.15 |
38.15 |
37.63 |
37.67 |
-0.06 |
832 |
13,820 |
+187 |
| May08 |
070831 |
38.15 |
38.25 |
37.88 |
37.92 |
-0.04 |
484 |
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 |
| Total Volume and Open Interest |
25,304 |
261,440 |
-6,956 |
| Canola(WCE) |
| Corn(CBOT) |
| Sep07 |
070831 |
329.00 |
330.00 |
323.00 |
324.00 |
+1.25 |
18,562 |
27,640 |
-9,113 |
| Dec07 |
070831 |
345.50 |
346.00 |
339.00 |
340.00 |
+0.25 |
37,435 |
619,262 |
-3,598 |
| Mar08 |
070831 |
360.50 |
361.50 |
355.00 |
356.00 |
unch |
5,141 |
132,667 |
+1,527 |
| May08 |
070831 |
371.00 |
371.00 |
366.00 |
366.00 |
+1.25 |
553 |
34,396 |
-188 |
| Jul08 |
070831 |
379.00 |
379.00 |
375.00 |
375.50 |
+0.75 |
3,840 |
84,340 |
+2,952 |
| Sep08 |
070831 |
384.50 |
386.00 |
382.00 |
385.00 |
+5.00 |
114 |
11,584 |
+43 |
| Total Volume and Open Interest |
71,378 |
1,079,952 |
-16,237 |
| Wheat(CBOT) |
| Sep07 |
070831 |
795.00 |
795.00 |
764.00 |
767.00 |
-3.00 |
3,764 |
8,050 |
-4,427 |
| Dec07 |
070831 |
802.00 |
805.00 |
773.00 |
775.50 |
-9.00 |
16,303 |
249,525 |
-4,844 |
| Mar08 |
070831 |
796.00 |
796.00 |
770.00 |
771.25 |
-6.25 |
1,781 |
33,316 |
+942 |
| May08 |
070831 |
729.00 |
729.00 |
707.00 |
707.00 |
-4.00 |
215 |
5,390 |
-102 |
| Jul08 |
070831 |
615.00 |
617.00 |
596.00 |
601.00 |
-9.00 |
1,424 |
53,106 |
+1,577 |
| Total Volume and Open Interest |
23,809 |
373,342 |
-5,754 |
| Wheat(KCBT) |
| Sep07 |
070831 |
724.00 |
733.00 |
711.00 |
721.00 |
+0.25 |
7,842 |
6,885 |
-2,573 |
| Dec07 |
070831 |
745.00 |
750.00 |
723.00 |
731.25 |
-2.25 |
20,562 |
122,768 |
+2,007 |
| Mar08 |
070831 |
737.00 |
742.00 |
726.00 |
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 |
595.00 |
598.00 |
583.00 |
594.50 |
+2.50 |
1,047 |
12,147 |
+78 |
| Total Volume and Open Interest |
30,966 |
154,394 |
-765 |
| Wheat(MGE) |
| Sep07 |
070831 |
703.00 |
703.00 |
688.00 |
692.00 |
+10.75 |
3,115 |
1,043 |
-1,081 |
| Dec07 |
070831 |
725.00 |
725.00 |
701.00 |
711.50 |
+5.75 |
9,821 |
47,240 |
+2,570 |
| Mar08 |
070831 |
730.00 |
730.00 |
708.00 |
725.00 |
+13.50 |
1,252 |
5,817 |
+560 |
| May08 |
070831 |
715.00 |
715.00 |
705.00 |
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 |
15,002 |
57,896 |
+2,671 |
| Oats(CBOT) |
| Sep07 |
070831 |
242.00 |
242.00 |
242.00 |
242.00 |
+3.75 |
408 |
105 |
-142 |
| Dec07 |
070831 |
256.25 |
258.00 |
253.00 |
254.75 |
+2.00 |
437 |
11,619 |
+169 |
| Mar08 |
070831 |
266.50 |
266.50 |
264.00 |
265.75 |
+2.00 |
90 |
1,771 |
+93 |
| May08 |
070831 |
273.00 |
273.00 |
270.25 |
270.25 |
+0.75 |
0 |
157 |
+0 |
| Total Volume and Open Interest |
935 |
13,674 |
+131 |
| Rough Rice(CBOT) |
| Sep07 |
070831 |
10.75 |
10.85 |
10.75 |
10.85 |
+0.16 |
441 |
733 |
-282 |
| Nov07 |
070831 |
11.03 |
11.15 |
10.99 |
11.13 |
+0.14 |
760 |
11,245 |
+197 |
| Jan08 |
070831 |
11.38 |
11.40 |
11.28 |
11.40 |
+0.12 |
40 |
1,518 |
+16 |
| Mar08 |
070831 |
11.65 |
11.65 |
11.65 |
11.65 |
+0.11 |
56 |
897 |
+44 |
| Total Volume and Open Interest |
1,297 |
14,688 |
+357 |
| Live Cattle(CME) |
| Oct07 |
070831 |
97.500 |
97.650 |
96.700 |
96.900 |
-0.180 |
11,275 |
121,020 |
-763 |
| Dec07 |
070831 |
100.200 |
100.450 |
99.635 |
100.035 |
+0.135 |
6,914 |
58,393 |
+1,036 |
| Feb08 |
070831 |
100.450 |
100.700 |
100.100 |
100.385 |
-0.095 |
1,823 |
29,618 |
+514 |
| Apr08 |
070831 |
100.330 |
100.500 |
99.950 |
100.450 |
+0.165 |
1,286 |
15,480 |
+585 |
| Jun08 |
070831 |
95.900 |
96.000 |
95.680 |
96.000 |
+0.115 |
270 |
5,377 |
+90 |
| Aug08 |
070831 |
94.600 |
94.650 |
94.500 |
94.650 |
+0.050 |
47 |
839 |
+18 |
| Total Volume and Open Interest |
22,523 |
231,055 |
+2,796 |
| Feeder Cattle(CME) |
| Sep07 |
070831 |
118.200 |
118.350 |
117.500 |
117.535 |
-0.445 |
763 |
5,470 |
-38 |
| Oct07 |
070831 |
118.350 |
118.500 |
117.500 |
117.635 |
-0.515 |
1,595 |
13,135 |
+177 |
| Nov07 |
070831 |
118.200 |
118.500 |
117.700 |
117.830 |
-0.350 |
546 |
5,253 |
+155 |
| Jan08 |
070831 |
115.700 |
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 |
3,657 |
30,182 |
+826 |
| Lean Hogs(CME) |
| Oct07 |
070831 |
67.600 |
68.150 |
66.750 |
66.830 |
-1.020 |
6,216 |
72,068 |
-1,749 |
| Dec07 |
070831 |
68.800 |
69.200 |
68.000 |
68.830 |
-0.145 |
5,968 |
53,431 |
+473 |
| Feb08 |
070831 |
70.100 |
70.400 |
69.500 |
70.050 |
-0.235 |
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 |
74.580 |
74.900 |
74.400 |
74.900 |
+0.320 |
19 |
2,248 |
+16 |
| Aug08 |
070831 |
72.250 |
72.250 |
71.900 |
72.200 |
+0.100 |
38 |
561 |
+21 |
| Total Volume and Open Interest |
14,356 |
175,825 |
-85 |
| Pork Bellies(CME) |
| Feb08 |
070831 |
91.250 |
91.250 |
89.750 |
90.400 |
-1.600 |
80 |
644 |
-12 |
| Mar08 |
070831 |
91.900 |
91.900 |
90.450 |
90.450 |
-1.150 |
0 |
29 |
+0 |
| May08 |
070831 |
92.250 |
92.250 |
92.250 |
92.250 |
-0.750 |
0 |
19 |
+0 |
| Jul08 |
070831 |
95.000 |
95.000 |
95.000 |
95.000 |
-0.950 |
0 |
5 |
+0 |
| Aug08 |
070831 |
97.750 |
97.750 |
97.750 |
97.750 |
|
|
|
|
| Class III Milk(CME) |
| Sep07 |
070831 |
20.25 |
20.25 |
20.20 |
20.22 |
-0.05 |
290 |
4,849 |
+35 |
| Oct07 |
070831 |
19.80 |
19.95 |
19.80 |
19.85 |
-0.11 |
349 |
4,272 |
+10 |
| Nov07 |
070831 |
18.78 |
18.80 |
18.73 |
18.73 |
-0.07 |
474 |
3,611 |
+114 |
| Dec07 |
070831 |
17.90 |
17.90 |
17.90 |
17.90 |
unch |
246 |
3,433 |
-35 |
| Jan08 |
070831 |
16.80 |
16.80 |
16.80 |
16.80 |
+0.03 |
160 |
1,929 |
+11 |
| Total Volume and Open Interest |
1,919 |
36,706 |
+362 |
| Cocoa(NYBOT) |
| Sep07 |
070831 |
1868 |
1868 |
1868 |
1868 |
+53 |
1 |
143 |
+0 |
| Dec07 |
070831 |
1825 |
1835 |
1811 |
1824 |
+30 |
5,734 |
67,507 |
+145 |
| Mar08 |
070831 |
1850 |
1850 |
1836 |
1844 |
+30 |
876 |
29,138 |
+388 |
| May08 |
070831 |
1861 |
1861 |
1857 |
1857 |
+24 |
51 |
6,741 |
+5 |
| Jul08 |
070831 |
1873 |
1873 |
1873 |
1873 |
+25 |
39 |
3,503 |
-1 |
| Sep08 |
070831 |
1888 |
1888 |
1888 |
1888 |
+25 |
5 |
3,927 |
+2 |
| Dec08 |
070831 |
1913 |
1913 |
1913 |
1913 |
+28 |
383 |
11,583 |
-247 |
| Total Volume and Open Interest |
7,089 |
123,134 |
-1,396 |
| Coffee "C"(NYBOT) |
| Sep07 |
070831 |
113.00 |
113.00 |
112.25 |
112.65 |
+0.90 |
92 |
296 |
-85 |
| Dec07 |
070831 |
116.80 |
116.80 |
115.25 |
115.85 |
-0.30 |
6,247 |
102,050 |
+295 |
| Mar08 |
070831 |
120.50 |
120.50 |
119.45 |
119.65 |
-0.30 |
701 |
22,626 |
+449 |
| May08 |
070831 |
121.75 |
121.75 |
121.75 |
121.75 |
-0.35 |
153 |
6,271 |
-93 |
| Jul08 |
070831 |
123.60 |
123.60 |
123.60 |
123.60 |
-0.40 |
220 |
3,266 |
-126 |
| Sep08 |
070831 |
125.35 |
125.35 |
125.35 |
125.35 |
-0.40 |
327 |
9,477 |
-48 |
| Total Volume and Open Interest |
8,219 |
155,867 |
+2,050 |
| Orange Juice(NYBOT) |
| Sep07 |
070831 |
125.80 |
127.50 |
125.00 |
125.00 |
-1.00 |
481 |
631 |
-228 |
| Nov07 |
070831 |
118.90 |
119.10 |
117.90 |
118.60 |
+0.05 |
2,199 |
16,615 |
+351 |
| Jan08 |
070831 |
119.00 |
119.35 |
118.75 |
119.35 |
-0.15 |
299 |
4,198 |
+1 |
| Mar08 |
070831 |
120.15 |
120.50 |
120.15 |
120.25 |
-0.20 |
12 |
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 |
2,991 |
26,455 |
+70 |
| Sugar #11(NYBOT) |
| Oct07 |
070831 |
9.51 |
9.55 |
9.42 |
9.48 |
-0.06 |
30,431 |
310,702 |
-547 |
| Mar08 |
070831 |
9.78 |
9.80 |
9.74 |
9.78 |
-0.02 |
15,456 |
173,526 |
+3,523 |
| May08 |
070831 |
9.82 |
9.82 |
9.78 |
9.80 |
-0.02 |
3,419 |
43,941 |
+509 |
| Jul08 |
070831 |
9.90 |
9.90 |
9.85 |
9.89 |
-0.01 |
1,000 |
38,821 |
+148 |
| Oct08 |
070831 |
10.12 |
10.16 |
10.09 |
10.16 |
-0.01 |
1,343 |
41,292 |
+672 |
| Total Volume and Open Interest |
53,631 |
661,106 |
+8,734 |
| Sugar #14(NYBOT) |
| Sep07 |
070808 |
22.53 |
22.53 |
22.53 |
22.53 |
+0.01 |
484 |
589 |
-408 |
| Nov07 |
070831 |
22.18 |
22.18 |
22.18 |
22.18 |
-0.05 |
72 |
3,186 |
-46 |
| Jan08 |
070831 |
21.20 |
21.20 |
21.20 |
21.20 |
-0.02 |
0 |
2,961 |
+0 |
| Mar08 |
070831 |
21.25 |
21.25 |
21.25 |
21.25 |
+0.06 |
0 |
2,903 |
+0 |
| May08 |
070831 |
21.36 |
21.36 |
21.36 |
21.36 |
-0.02 |
0 |
475 |
+0 |
| Total Volume and Open Interest |
72 |
10,039 |
-46 |
| London Cocoa(LCE) |
| Sep07 |
070831 |
938 |
947 |
933 |
947 |
+16 |
358 |
45,734 |
-137 |
| Dec07 |
070903 |
960 |
964 |
947 |
958 |
-8 |
3,377 |
60,404 |
-284 |
| Mar08 |
070903 |
975 |
979 |
961 |
974 |
-8 |
2,445 |
38,831 |
+1,291 |
| May08 |
070903 |
975 |
987 |
974 |
985 |
-8 |
473 |
15,913 |
+69 |
| Jul08 |
070903 |
986 |
995 |
980 |
995 |
-9 |
81 |
14,029 |
+13 |
| Sep08 |
070903 |
999 |
1005 |
999 |
1005 |
-9 |
27 |
10,339 |
+26 |
| Dec08 |
070903 |
1009 |
1014 |
1009 |
1014 |
-10 |
0 |
4,904 |
+0 |
| Total Volume and Open Interest |
7,159 |
190,190 |
+1,039 |
| London Coffee(LCE) |
| Sep07 |
070903 |
1650.00 |
1721.00 |
1650.00 |
1720.00 |
+56.00 |
11,640 |
1,863 |
-9,780 |
| Nov07 |
070903 |
1720.00 |
1777.00 |
1718.00 |
1775.00 |
+57.00 |
13,489 |
81,667 |
+3,096 |
| Jan08 |
070903 |
1715.00 |
1754.00 |
1715.00 |
1751.00 |
+36.00 |
1,229 |
26,962 |
+314 |
| Mar08 |
070903 |
1732.00 |
1737.00 |
1719.00 |
1730.00 |
+15.00 |
66 |
9,484 |
-14 |
| May08 |
070903 |
1739.00 |
1743.00 |
1720.00 |
1729.00 |
+6.00 |
2 |
3,400 |
+2 |
| Jul08 |
070903 |
1734.00 |
1734.00 |
1734.00 |
1734.00 |
+6.00 |
0 |
1,188 |
+0 |
| Total Volume and Open Interest |
26,426 |
125,875 |
-6,382 |
| London Sugar(LCE) |
| Oct07 |
070903 |
276.00 |
278.80 |
273.10 |
276.00 |
-3.50 |
2,622 |
33,638 |
-1,081 |
| Dec07 |
070903 |
280.30 |
282.20 |
275.50 |
278.30 |
-4.70 |
2,337 |
10,762 |
+1,038 |
| Mar08 |
070903 |
289.90 |
289.90 |
285.00 |
286.50 |
-4.50 |
741 |
16,711 |
-22 |
| May08 |
070903 |
287.70 |
288.50 |
287.00 |
288.30 |
-3.70 |
316 |
6,398 |
+245 |
| Aug08 |
070903 |
291.00 |
291.00 |
288.00 |
289.30 |
-4.10 |
84 |
4,932 |
+44 |
| Total Volume and Open Interest |
6,168 |
78,309 |
+253 |
| Cotton(NYBOT) |
| Oct07 |
070831 |
59.00 |
59.90 |
58.75 |
58.87 |
+1.72 |
442 |
4,677 |
-192 |
| Dec07 |
070831 |
60.55 |
61.80 |
60.35 |
60.97 |
+1.90 |
15,376 |
123,575 |
-969 |
| Mar08 |
070831 |
63.60 |
64.60 |
63.10 |
64.31 |
+2.11 |
2,275 |
44,267 |
-33 |
| May08 |
070831 |
64.60 |
65.75 |
64.60 |
65.50 |
+2.10 |
186 |
4,104 |
+63 |
| Jul08 |
070831 |
66.45 |
66.50 |
66.45 |
66.50 |
+2.00 |
321 |
5,242 |
+224 |
| Oct08 |
070831 |
67.85 |
67.85 |
67.85 |
67.85 |
+1.90 |
0 |
236 |
+0 |
| Total Volume and Open Interest |
19,853 |
199,040 |
+399 |
| Lumber(CME) |
| Sep07 |
070831 |
261.0 |
261.5 |
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 |
276.5 |
274.0 |
276.5 |
+0.3 |
37 |
367 |
+16 |
| Mar08 |
070831 |
285.7 |
293.5 |
285.7 |
293.5 |
+1.9 |
162 |
122 |
+52 |
| Total Volume and Open Interest |
1,102 |
6,437 |
-393 |
| Crude Oil(NYM) |
| Oct07 |
070831 |
74.25 |
74.40 |
73.70 |
74.04 |
+0.68 |
180,828 |
321,302 |
+1,135 |
| Nov07 |
070831 |
73.50 |
73.50 |
72.81 |
73.32 |
+0.71 |
65,225 |
151,672 |
+3,279 |
| Dec07 |
070831 |
72.50 |
72.60 |
72.05 |
72.46 |
+0.71 |
45,832 |
189,766 |
+2,851 |
| Jan08 |
070831 |
71.83 |
71.83 |
71.83 |
71.83 |
+0.69 |
17,980 |
64,580 |
+4,175 |
| Feb08 |
070831 |
71.35 |
71.35 |
71.35 |
71.35 |
+0.67 |
5,933 |
31,206 |
+987 |
| Mar08 |
070831 |
71.00 |
71.00 |
71.00 |
71.00 |
+0.65 |
5,364 |
36,610 |
+153 |
| Apr08 |
070831 |
70.75 |
70.75 |
70.75 |
70.75 |
+0.63 |
2,760 |
39,702 |
+1,068 |
| May08 |
070831 |
70.58 |
70.58 |
70.58 |
70.58 |
+0.62 |
2,105 |
44,954 |
+1,352 |
| Jun08 |
070831 |
70.43 |
70.43 |
70.43 |
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 |
70.05 |
70.05 |
70.05 |
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 |
69.77 |
69.77 |
69.77 |
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 |
+25,410 |
| Heating Oil(NYM) |
| Oct07 |
070831 |
207.10 |
207.60 |
205.50 |
205.74 |
+0.98 |
25,722 |
71,057 |
+639 |
| Nov07 |
070831 |
208.90 |
208.90 |
207.49 |
207.49 |
+1.13 |
7,427 |
40,063 |
+1,161 |
| Dec07 |
070831 |
208.50 |
208.59 |
208.50 |
208.59 |
+1.13 |
4,035 |
38,411 |
+188 |
| Jan08 |
070831 |
209.50 |
209.50 |
208.90 |
209.19 |
+1.13 |
1,846 |
20,122 |
+514 |
| Feb08 |
070831 |
208.39 |
208.39 |
208.39 |
208.39 |
+1.08 |
2,155 |
12,386 |
-531 |
| Mar08 |
070831 |
206.34 |
206.34 |
206.34 |
206.34 |
+1.08 |
1,261 |
6,340 |
+581 |
| Apr08 |
070831 |
202.24 |
202.24 |
202.24 |
202.24 |
+1.08 |
310 |
6,184 |
-6 |
| May08 |
070831 |
198.29 |
198.29 |
198.29 |
198.29 |
+1.08 |
141 |
3,141 |
+107 |
| Jun08 |
070831 |
195.49 |
195.49 |
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 |
| Sep08 |
070831 |
198.39 |
198.39 |
198.39 |
198.39 |
+1.03 |
0 |
457 |
+0 |
| Total Volume and Open Interest |
56,597 |
220,330 |
+2,330 |
| Gasoline(NYMEX) |
| Oct07 |
070831 |
197.00 |
198.52 |
194.37 |
196.45 |
+0.48 |
43,380 |
59,490 |
+2,838 |
| Nov07 |
070831 |
192.90 |
194.65 |
191.73 |
193.65 |
+1.13 |
9,773 |
34,276 |
+1,423 |
| Dec07 |
070831 |
190.50 |
192.60 |
190.15 |
192.00 |
+1.38 |
7,563 |
21,258 |
+17 |
| Jan08 |
070831 |
192.09 |
193.27 |
190.60 |
192.75 |
+1.43 |
2,508 |
11,438 |
+76 |
| Feb08 |
070831 |
194.56 |
194.56 |
193.38 |
194.45 |
+1.43 |
1,423 |
6,184 |
+177 |
| Mar08 |
070831 |
196.25 |
196.35 |
195.25 |
196.35 |
+1.43 |
1,493 |
7,294 |
+254 |
| Apr08 |
070831 |
208.05 |
208.10 |
206.20 |
208.10 |
+1.48 |
327 |
5,981 |
+147 |
| May08 |
070831 |
208.50 |
209.40 |
208.50 |
209.40 |
+1.48 |
105 |
2,998 |
+2 |
| Jun08 |
070831 |
208.76 |
209.55 |
208.76 |
209.55 |
+1.38 |
294 |
5,132 |
-220 |
| Jul08 |
070831 |
207.00 |
208.15 |
207.00 |
208.15 |
+1.28 |
0 |
1,186 |
+0 |
| Total Volume and Open Interest |
92,051 |
175,772 |
-4,548 |
| e-MiNY RBOB Gasoline(NYMEX) |
| Oct07 |
070831 |
195.00 |
196.45 |
195.00 |
196.45 |
+0.48 |
0 |
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 |
0 |
3 |
+0 |
| Natural Gas(NYM) |
| Oct07 |
070831 |
5.680 |
5.750 |
5.468 |
5.468 |
-0.167 |
43,778 |
109,893 |
-894 |
| Nov07 |
070831 |
6.680 |
6.680 |
6.450 |
6.461 |
-0.146 |
9,297 |
75,395 |
+649 |
| Dec07 |
070831 |
7.600 |
7.600 |
7.381 |
7.381 |
-0.129 |
4,127 |
47,369 |
-518 |
| Jan08 |
070831 |
7.980 |
7.990 |
7.775 |
7.798 |
-0.122 |
4,452 |
45,891 |
-284 |
| Feb08 |
070831 |
8.000 |
8.000 |
7.828 |
7.828 |
-0.120 |
939 |
35,959 |
+146 |
| Mar08 |
070831 |
7.830 |
7.830 |
7.668 |
7.668 |
-0.115 |
2,053 |
47,711 |
+186 |
| Apr08 |
070831 |
7.248 |
7.248 |
7.248 |
7.248 |
-0.100 |
1,266 |
39,028 |
+154 |
| May08 |
070831 |
7.270 |
7.270 |
7.270 |
7.270 |
-0.093 |
996 |
26,870 |
+63 |
| Jun08 |
070831 |
7.355 |
7.355 |
7.355 |
7.355 |
-0.093 |
184 |
17,698 |
+79 |
| Jul08 |
070831 |
7.448 |
7.448 |
7.448 |
7.448 |
-0.090 |
72 |
10,664 |
-21 |
| Aug08 |
070831 |
7.523 |
7.523 |
7.523 |
7.523 |
-0.090 |
613 |
10,356 |
-57 |
| Sep08 |
070831 |
7.567 |
7.567 |
7.567 |
7.567 |
-0.091 |
41 |
7,317 |
+14 |
| Oct08 |
070831 |
7.690 |
7.690 |
7.690 |
7.690 |
-0.091 |
730 |
28,736 |
+84 |
| Nov08 |
070831 |
8.160 |
8.160 |
8.160 |
8.160 |
-0.081 |
160 |
14,543 |
+44 |
| Dec08 |
070831 |
8.618 |
8.618 |
8.618 |
8.618 |
-0.081 |
53 |
13,963 |
+10 |
| Jan09 |
070831 |
8.905 |
8.905 |
8.905 |
8.905 |
-0.081 |
699 |
29,744 |
+484 |
| Total Volume and Open Interest |
71,663 |
761,651 |
-9,506 |
| Brent Crude Oil(ICE) |
| Oct07 |
070903 |
72.69 |
73.51 |
72.69 |
73.41 |
+0.72 |
67,352 |
93,765 |
-1,727 |
| Nov07 |
070903 |
72.42 |
73.19 |
72.42 |
73.04 |
+0.69 |
46,182 |
139,165 |
+9,070 |
| Dec07 |
070903 |
72.19 |
72.89 |
72.18 |
72.76 |
+0.67 |
24,735 |
111,047 |
+2,826 |
| Jan08 |
070903 |
72.05 |
72.56 |
72.01 |
72.50 |
+0.67 |
4,097 |
27,303 |
+569 |
| Feb08 |
070903 |
71.74 |
72.25 |
71.74 |
72.25 |
+0.67 |
1,128 |
17,379 |
-40 |
| Mar08 |
070903 |
71.48 |
72.00 |
71.48 |
72.00 |
+0.67 |
648 |
12,779 |
+333 |
| Apr08 |
070903 |
71.77 |
71.77 |
71.77 |
71.77 |
+0.64 |
0 |
10,583 |
+273 |
| May08 |
070903 |
71.58 |
71.58 |
71.58 |
71.58 |
+0.65 |
170 |
3,921 |
+79 |
| Jun08 |
070903 |
71.18 |
71.40 |
71.18 |
71.40 |
+0.66 |
0 |
26,557 |
+306 |
| Jul08 |
070903 |
71.26 |
71.26 |
71.26 |
71.26 |
+0.66 |
0 |
5,518 |
+0 |
| Aug08 |
070903 |
71.13 |
71.13 |
71.13 |
71.13 |
+0.65 |
0 |
3,019 |
+0 |
| Sep08 |
070903 |
71.01 |
71.01 |
71.01 |
71.01 |
+0.66 |
0 |
3,707 |
+0 |
| Oct08 |
070903 |
70.90 |
70.90 |
70.90 |
70.90 |
+0.65 |
0 |
4,392 |
-75 |
| Nov08 |
070903 |
70.82 |
70.82 |
70.82 |
70.82 |
+0.66 |
0 |
3,417 |
+0 |
| Total Volume and Open Interest |
150,130 |
609,457 |
+12,795 |
| Gas Oil(ICE) |
| Sep07 |
070831 |
637.50 |
645.25 |
636.75 |
641.25 |
+4.75 |
24,001 |
47,076 |
-2,747 |
| Oct07 |
070831 |
637.00 |
646.00 |
637.00 |
642.00 |
+4.75 |
25,005 |
80,374 |
+1,681 |
| Nov07 |
070831 |
638.00 |
645.25 |
637.50 |
641.00 |
+4.00 |
10,767 |
33,369 |
-1,337 |
| Dec07 |
070831 |
638.00 |
644.50 |
637.00 |
640.00 |
+3.25 |
9,592 |
46,142 |
-309 |
| Jan08 |
070831 |
639.75 |
645.75 |
639.75 |
642.50 |
+3.00 |
5,584 |
39,571 |
-877 |
| Feb08 |
070831 |
637.25 |
641.00 |
637.00 |
638.25 |
+2.50 |
321 |
10,445 |
-30 |
| Mar08 |
070831 |
632.00 |
634.75 |
632.00 |
633.00 |
+2.00 |
306 |
7,926 |
-57 |
| Apr08 |
070831 |
626.75 |
626.75 |
626.75 |
626.75 |
+1.75 |
0 |
3,385 |
-90 |
| May08 |
070831 |
621.00 |
621.00 |
621.00 |
621.00 |
+1.00 |
0 |
5,461 |
+43 |
| Jun08 |
070831 |
617.00 |
617.00 |
617.00 |
617.00 |
+1.00 |
2,403 |
31,538 |
+208 |
| Total Volume and Open Interest |
77,999 |
337,956 |
-3,209 |
| US Dollar Index(NYBOT) |
| Sep07 |
070831 |
80.590 |
80.970 |
80.590 |
80.840 |
+0.080 |
800 |
19,277 |
+90 |
| Dec07 |
070831 |
80.740 |
80.810 |
80.670 |
80.740 |
+0.130 |
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 |
-154 |
| Australian Dollar(CME) |
| Sep07 |
070831 |
81.98 |
81.98 |
81.53 |
81.60 |
+0.13 |
1,861 |
95,846 |
+817 |
| Dec07 |
070831 |
81.32 |
81.32 |
81.32 |
81.32 |
+0.14 |
0 |
2,151 |
+165 |
| Mar08 |
070831 |
80.97 |
80.97 |
80.97 |
80.97 |
+0.14 |
0 |
152 |
+0 |
| Total Volume and Open Interest |
1,861 |
98,443 |
+1,801 |
| British Pound(CME) |
| Sep07 |
070831 |
202.04 |
202.04 |
201.58 |
201.61 |
+0.29 |
328 |
123,080 |
-2,649 |
| Dec07 |
070831 |
201.60 |
201.60 |
201.11 |
201.16 |
+0.31 |
4 |
2,722 |
+515 |
| Mar08 |
070831 |
200.51 |
200.51 |
200.51 |
200.51 |
+0.32 |
0 |
31 |
+0 |
| Total Volume and Open Interest |
332 |
125,856 |
+2,286 |
| Canadian Dollar(CME) |
| Sep07 |
070831 |
94.89 |
95.10 |
94.67 |
94.87 |
+0.37 |
2,569 |
124,303 |
-788 |
| Dec07 |
070831 |
95.38 |
95.38 |
94.58 |
95.00 |
+0.37 |
335 |
7,013 |
+851 |
| Mar08 |
070831 |
95.13 |
95.13 |
95.13 |
95.13 |
+0.37 |
0 |
856 |
-5 |
| Jun08 |
070831 |
95.19 |
95.19 |
95.19 |
95.19 |
+0.37 |
0 |
339 |
+0 |
| Total Volume and Open Interest |
2,911 |
132,792 |
-1,064 |
| Japanese Yen(CME) |
| Sep07 |
070831 |
86.35 |
86.75 |
86.18 |
86.45 |
-0.14 |
3,364 |
234,869 |
+14,632 |
| Dec07 |
070831 |
87.46 |
87.70 |
87.28 |
87.50 |
-0.11 |
13 |
21,022 |
+15,029 |
| Mar08 |
070831 |
88.36 |
88.36 |
88.36 |
88.36 |
-0.11 |
0 |
410 |
+286 |
| Total Volume and Open Interest |
3,381 |
272,742 |
-4,253 |
| Swiss Franc(CME) |
| Sep07 |
070831 |
83.40 |
83.40 |
82.87 |
82.97 |
-0.29 |
5,776 |
123,124 |
+4,582 |
| Dec07 |
070831 |
84.05 |
84.05 |
83.47 |
83.58 |
-0.26 |
4 |
4,526 |
+2,795 |
| Mar08 |
070831 |
84.02 |
84.02 |
84.02 |
84.02 |
-0.26 |
0 |
18 |
+0 |
| Total Volume and Open Interest |
5,780 |
127,677 |
+8,807 |
| EuroFX(CME) |
| Sep07 |
070831 |
137.10 |
137.15 |
136.42 |
136.47 |
unch |
3,800 |
223,758 |
+3,521 |
| Dec07 |
070831 |
137.47 |
137.47 |
136.83 |
136.84 |
+0.07 |
0 |
5,880 |
-113 |
| Mar08 |
070831 |
137.01 |
137.01 |
137.01 |
137.01 |
+0.07 |
0 |
126 |
+2 |
| Total Volume and Open Interest |
3,800 |
229,894 |
+8,796 |
| Mexican Peso(CME) |
| Sep07 |
070831 |
904.2 |
907.0 |
904.2 |
906.0 |
+5.2 |
2,615 |
79,352 |
+1,931 |
| Oct07 |
070831 |
904.2 |
904.2 |
904.2 |
904.2 |
+5.2 |
0 |
68 |
+0 |
| Total Volume and Open Interest |
3,496 |
108,587 |
+7,408 |
| 30-Year T-Bonds(CBOT) |
| Sep07 |
070831 |
112~01 |
112~04 |
111~16 |
111~25 |
-0~10 |
584,545 |
268,132 |
-206,854 |
| Dec07 |
070831 |
111~27 |
111~30 |
111~10 |
111~18 |
-0~12 |
353,761 |
687,864 |
+135,359 |
| Mar08 |
070831 |
111~11 |
111~17 |
111~11 |
111~17 |
-0~12 |
28 |
1,024 |
+14 |
| Total Volume and Open Interest |
938,335 |
957,123 |
-45,710 |
| 10-Year T-Notes(CBOT) |
| Sep07 |
070831 |
109~230 |
109~250 |
109~065 |
109~155 |
-0~110 |
1,668,093 |
799,281 |
-422,124 |
| Dec07 |
070831 |
109~100 |
109~125 |
108~245 |
109~015 |
-0~125 |
925,380 |
1,596,087 |
+366,138 |
| Total Volume and Open Interest |
2,593,993 |
2,397,447 |
-144,717 |
| 5-Year T-Notes(CBOT) |
| Sep07 |
070831 |
106~230 |
106~250 |
106~205 |
106~250 |
-0~075 |
920,887 |
0 |
+0 |
| Dec07 |
070831 |
106~200 |
106~280 |
106~150 |
106~225 |
-0~085 |
501,714 |
0 |
+0 |
| Mar08 |
070831 |
106~225 |
106~225 |
106~225 |
106~225 |
-0~085 |
|
|
|
| Total Volume and Open Interest |
1,422,601 |
|
|
| 2 Year T-Notes(CBOT) |
| Sep07 |
070831 |
102~122 |
103~016 |
102~114 |
103~004 |
-0~013 |
104,414 |
243,386 |
-182,079 |
| Dec07 |
070831 |
103~008 |
103~024 |
102~125 |
103~009 |
-0~023 |
100,651 |
698,033 |
+172,526 |
| Total Volume and Open Interest |
205,065 |
941,419 |
-23,497 |
| Eurodollars(CME) |
| Sep07 |
070831 |
94.490 |
94.522 |
94.485 |
94.493 |
-0.052 |
32,523 |
1,545,306 |
-4,048 |
| Dec07 |
070831 |
95.050 |
95.090 |
95.030 |
95.065 |
-0.045 |
30,145 |
1,532,234 |
-43,260 |
| Mar08 |
070831 |
95.345 |
95.415 |
95.320 |
95.360 |
-0.075 |
32,207 |
1,596,625 |
+766 |
| Jun08 |
070831 |
95.445 |
95.505 |
95.410 |
95.445 |
-0.090 |
30,167 |
1,384,946 |
-21,816 |
| Sep08 |
070831 |
95.455 |
95.505 |
95.410 |
95.440 |
-0.090 |
21,615 |
1,186,954 |
-20,076 |
| Dec08 |
070831 |
95.425 |
95.460 |
95.370 |
95.400 |
-0.085 |
34,086 |
1,100,779 |
-6,700 |
| Mar09 |
070831 |
95.375 |
95.400 |
95.320 |
95.345 |
-0.085 |
9,498 |
658,083 |
-14,423 |
| Jun09 |
070831 |
95.320 |
95.330 |
95.260 |
95.290 |
-0.075 |
9,885 |
498,771 |
-8,094 |
| Sep09 |
070831 |
95.265 |
95.280 |
95.210 |
95.250 |
-0.060 |
5,658 |
319,534 |
+3,326 |
| Dec09 |
070831 |
95.200 |
95.230 |
95.145 |
95.190 |
-0.045 |
12,200 |
237,212 |
+6,974 |
| Mar10 |
070831 |
95.155 |
95.180 |
95.150 |
95.150 |
-0.035 |
5,420 |
159,323 |
-293 |
| Jun10 |
070831 |
95.095 |
95.130 |
95.060 |
95.100 |
-0.025 |
4,766 |
134,406 |
-61 |
| Sep10 |
070831 |
95.045 |
95.065 |
95.035 |
95.050 |
-0.015 |
4,550 |
100,577 |
-1,192 |
| Dec10 |
070831 |
94.975 |
95.005 |
94.975 |
94.985 |
-0.010 |
3,850 |
109,974 |
-890 |
| Mar11 |
070831 |
94.960 |
94.960 |
94.940 |
94.940 |
-0.010 |
4,157 |
96,781 |
-442 |
| Jun11 |
070831 |
94.900 |
94.935 |
94.880 |
94.885 |
-0.005 |
3,537 |
89,904 |
-1,707 |
| Sep11 |
070831 |
94.855 |
94.855 |
94.830 |
94.835 |
unch |
2,867 |
77,816 |
-405 |
| Dec11 |
070831 |
94.745 |
94.795 |
94.740 |
94.775 |
unch |
3,266 |
56,429 |
+565 |
| Total Volume and Open Interest |
257,183 |
11,109,132 |
-108,384 |
| 3-Mth Euro-Yen(CME) |
| Sep07 |
070831 |
99.17 |
99.17 |
99.17 |
99.17 |
-0.01 |
1,565 |
24,067 |
-100 |
| Dec07 |
070831 |
99.15 |
99.15 |
99.15 |
99.15 |
unch |
500 |
11,983 |
+423 |
| Mar08 |
070831 |
99.11 |
99.11 |
99.11 |
99.11 |
unch |
0 |
6,086 |
+0 |
| Jun08 |
070831 |
99.07 |
99.07 |
99.07 |
99.07 |
unch |
220 |
4,625 |
+207 |
| Sep08 |
070831 |
99.01 |
99.01 |
99.01 |
99.01 |
-0.02 |
0 |
3,291 |
+0 |
| Dec08 |
070831 |
98.94 |
98.94 |
98.94 |
98.94 |
-0.01 |
0 |
1,509 |
-382 |
| Mar09 |
070831 |
98.87 |
98.87 |
98.87 |
98.87 |
-0.01 |
0 |
694 |
+0 |
| Jun09 |
070831 |
98.80 |
98.80 |
98.80 |
98.80 |
-0.01 |
0 |
100 |
+0 |
| Sep09 |
070831 |
98.70 |
98.70 |
98.70 |
98.70 |
-0.03 |
|
|
|
| Dec09 |
070831 |
98.62 |
98.62 |
98.62 |
98.62 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
2,285 |
52,355 |
+148 |
| 3-Mth Euro-Yen(SGX) |
| Sep07 |
070903 |
99.17 |
99.18 |
99.17 |
99.18 |
+0.01 |
3,607 |
81,293 |
+2,681 |
| Dec07 |
070903 |
99.14 |
99.15 |
99.14 |
99.14 |
+0.01 |
2,386 |
56,558 |
+192 |
| Mar08 |
070903 |
99.10 |
99.11 |
99.10 |
99.11 |
+0.02 |
514 |
41,915 |
-601 |
| Jun08 |
070903 |
99.07 |
99.07 |
99.06 |
99.07 |
+0.01 |
462 |
22,965 |
-294 |
| Sep08 |
070903 |
99.01 |
99.01 |
99.00 |
99.01 |
+0.01 |
315 |
13,645 |
-134 |
| Dec08 |
070903 |
98.93 |
98.94 |
98.92 |
98.94 |
+0.01 |
102 |
8,907 |
-99 |
| Mar09 |
070903 |
98.87 |
98.87 |
98.87 |
98.87 |
+0.01 |
0 |
4,602 |
+100 |
| Jun09 |
070903 |
98.79 |
98.79 |
98.79 |
98.79 |
+0.01 |
0 |
1,168 |
+0 |
| Total Volume and Open Interest |
7,386 |
233,403 |
+1,845 |
| Japanese Gov't Bonds(SGX) |
| Sep07 |
070903 |
135.26 |
135.40 |
135.12 |
135.12 |
-0.32 |
1,988 |
41,968 |
+547 |
| Dec07 |
070903 |
134.91 |
135.01 |
134.70 |
134.70 |
-0.27 |
1,183 |
343 |
+2 |
| Mar08 |
070903 |
134.70 |
134.70 |
134.70 |
134.70 |
-0.27 |
|
|
|
| Total Volume and Open Interest |
6,610 |
42,750 |
+247 |
| Euro-Bund(EUREX) |
| Sep07 |
070903 |
113.57 |
113.84 |
113.47 |
113.54 |
-0.25 |
1,137,756 |
1,427,692 |
+7,376 |
| Dec07 |
070903 |
113.18 |
113.43 |
113.07 |
113.15 |
-0.25 |
51,494 |
104,615 |
+19,888 |
| Mar08 |
070903 |
113.23 |
113.23 |
113.21 |
113.23 |
-0.53 |
460 |
12 |
+0 |
| Total Volume and Open Interest |
1,189,710 |
1,532,319 |
+27,264 |
| Euro-Bobl(EUREX) |
| Sep07 |
070903 |
107.90 |
108.09 |
107.84 |
107.90 |
-0.24 |
542,754 |
1,254,782 |
-27,726 |
| Dec07 |
070903 |
107.73 |
107.90 |
107.68 |
107.72 |
-0.25 |
26,195 |
49,392 |
+15,985 |
| Mar08 |
070903 |
107.60 |
107.60 |
107.60 |
107.60 |
-0.24 |
112 |
0 |
+0 |
| Total Volume and Open Interest |
569,061 |
1,304,174 |
-11,741 |
| 3-Mth Euribor(EUREX) |
| Sep07 |
070903 |
95.330 |
95.345 |
95.320 |
95.320 |
-0.040 |
594 |
29,883 |
+91 |
| Dec07 |
070903 |
95.495 |
95.510 |
95.475 |
95.480 |
-0.045 |
369 |
14,444 |
+100 |
| Mar08 |
070903 |
95.610 |
95.640 |
95.610 |
95.615 |
-0.040 |
277 |
9,682 |
+158 |
| Total Volume and Open Interest |
1,321 |
65,204 |
+322 |
| Long Gilt(LIFFE) |
| Sep07 |
070903 |
106~30 |
106~31 |
106~20 |
106~23 |
-0~10 |
88,982 |
91,810 |
-27,897 |
| Dec07 |
070903 |
106~31 |
107~01 |
106~20 |
106~24 |
-0~10 |
84,953 |
276,695 |
+5,810 |
| Total Volume and Open Interest |
173,935 |
368,505 |
-22,087 |
| 3-Mth Short Sterling(LIFFE) |
| Sep07 |
070903 |
93.41 |
93.42 |
93.34 |
93.37 |
-0.06 |
69,637 |
527,473 |
+6,054 |
| Dec07 |
070903 |
93.69 |
93.69 |
93.60 |
93.64 |
-0.04 |
73,175 |
520,950 |
+6,266 |
| Mar08 |
070903 |
93.87 |
93.87 |
93.79 |
93.82 |
-0.03 |
96,136 |
447,475 |
-5,596 |
| Jun08 |
070903 |
93.98 |
93.99 |
93.92 |
93.96 |
-0.02 |
68,133 |
402,783 |
-4,758 |
| Sep08 |
070903 |
94.07 |
94.07 |
94.01 |
94.05 |
-0.01 |
52,760 |
306,931 |
-5,311 |
| Dec08 |
070903 |
94.11 |
94.12 |
94.06 |
94.10 |
-0.01 |
38,570 |
238,679 |
+2,551 |
| Total Volume and Open Interest |
450,671 |
2,818,541 |
+4,616 |
| 3-Mth Euribor(LIFFE) |
| Sep07 |
070903 |
95.350 |
95.360 |
95.310 |
95.315 |
-0.330 |
378,980 |
1,007,128 |
-34,432 |
| Dec07 |
070903 |
95.500 |
95.520 |
95.470 |
95.475 |
-0.035 |
219,585 |
827,931 |
-23,578 |
| Mar08 |
070903 |
95.605 |
95.645 |
95.600 |
95.615 |
-0.005 |
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 |
070903 |
93.14 |
93.16 |
93.11 |
93.12 |
-0.03 |
20,711 |
491,908 |
+7,447 |
| Dec07 |
070903 |
93.17 |
93.19 |
93.14 |
93.16 |
-0.02 |
23,756 |
348,374 |
-543 |
| Mar08 |
070903 |
93.19 |
93.19 |
93.15 |
93.16 |
-0.03 |
16,812 |
167,236 |
+5,241 |
| Jun08 |
070903 |
93.18 |
93.20 |
93.16 |
93.17 |
-0.03 |
9,192 |
109,166 |
+3,345 |
| Sep08 |
070903 |
93.18 |
93.19 |
93.17 |
93.17 |
-0.04 |
2,116 |
58,274 |
+338 |
| Dec08 |
070903 |
93.18 |
93.19 |
93.16 |
93.17 |
-0.03 |
533 |
42,009 |
-676 |
| Mar09 |
070903 |
93.18 |
93.18 |
93.15 |
93.16 |
-0.03 |
657 |
31,915 |
-442 |
| Jun09 |
070903 |
93.18 |
93.18 |
93.14 |
93.15 |
-0.03 |
306 |
20,135 |
+6 |
| Sep09 |
070903 |
93.14 |
93.14 |
93.12 |
93.13 |
-0.03 |
2 |
2,410 |
+2 |
| Dec09 |
070903 |
93.16 |
93.16 |
93.14 |
93.14 |
-0.03 |
0 |
635 |
+0 |
| Total Volume and Open Interest |
74,085 |
1,272,245 |
+14,718 |
| 10-Year Aus T-Bonds(SFE) |
| Sep07 |
070831 |
94.11 |
94.12 |
94.06 |
94.07 |
-0.02 |
41,663 |
561,990 |
-31,182 |
| Dec07 |
070903 |
94.06 |
94.06 |
94.06 |
94.06 |
-0.03 |
145 |
225 |
+145 |
| Total Volume and Open Interest |
34,372 |
568,133 |
+6,063 |
| 3-Year Aus T-Bonds(SFE) |
| Sep07 |
070831 |
93.84 |
93.85 |
93.79 |
93.81 |
-0.03 |
80,337 |
779,504 |
+27,447 |
| Dec07 |
070903 |
93.82 |
93.82 |
93.82 |
93.82 |
-0.03 |
0 |
708 |
+0 |
| Total Volume and Open Interest |
99,852 |
769,472 |
-10,740 |
| Gold(CMX) |
| Oct07 |
070831 |
677.0 |
677.0 |
675.0 |
675.8 |
+7.8 |
1,971 |
31,943 |
-184 |
| Dec07 |
070831 |
682.4 |
683.9 |
680.5 |
681.9 |
+8.0 |
46,155 |
181,635 |
-1,670 |
| Feb08 |
070831 |
687.8 |
687.8 |
687.8 |
687.8 |
+8.1 |
163 |
15,905 |
+27 |
| Apr08 |
070831 |
693.5 |
693.5 |
693.5 |
693.5 |
+8.3 |
560 |
17,869 |
-84 |
| Jun08 |
070831 |
699.0 |
699.0 |
699.0 |
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 |
709.5 |
709.6 |
709.5 |
709.6 |
+8.5 |
320 |
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 |
100 |
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 |
225 |
10,908 |
+0 |
| Total Volume and Open Interest |
50,464 |
322,524 |
-3,243 |
| Silver(CMX) |
| Sep07 |
070831 |
1207.0 |
1207.0 |
1198.0 |
1206.3 |
+27.2 |
12,492 |
3,147 |
-5,054 |
| Dec07 |
070831 |
1224.0 |
1227.0 |
1213.0 |
1223.0 |
+27.0 |
20,618 |
74,747 |
+5,253 |
| Mar08 |
070831 |
1238.8 |
1238.8 |
1238.8 |
1238.8 |
+27.3 |
366 |
7,640 |
+134 |
| May08 |
070831 |
1249.0 |
1249.0 |
1249.0 |
1249.0 |
+27.6 |
23 |
5,132 |
-10 |
| Jul08 |
070831 |
1258.5 |
1258.5 |
1258.5 |
1258.5 |
+27.9 |
24 |
4,939 |
+7 |
| Sep08 |
070831 |
1268.0 |
1268.0 |
1268.0 |
1268.0 |
+28.2 |
6 |
969 |
+0 |
| Dec08 |
070831 |
1281.0 |
1281.0 |
1281.0 |
1281.0 |
+28.4 |
41 |
5,431 |
+19 |
| Total Volume and Open Interest |
33,712 |
110,095 |
-1,696 |
| Platinum(NYM) |
| Oct07 |
070831 |
1277.5 |
1279.5 |
1265.0 |
1271.6 |
+11.5 |
2,037 |
9,464 |
-402 |
| Jan08 |
070831 |
1275.0 |
1281.6 |
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 |
-186 |
| Palladium(NYME) |
| Sep07 |
070831 |
333.50 |
333.50 |
333.50 |
333.50 |
+2.80 |
1,674 |
2,475 |
-629 |
| Dec07 |
070831 |
337.00 |
338.00 |
334.50 |
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 |
3,487 |
18,149 |
+330 |
| Copper(CMX) |
| Sep07 |
070831 |
341.00 |
342.50 |
339.50 |
341.10 |
+5.75 |
3,242 |
6,056 |
-1,517 |
| Dec07 |
070831 |
341.00 |
342.00 |
337.15 |
339.70 |
+4.90 |
6,715 |
49,192 |
+381 |
| Mar08 |
070831 |
336.80 |
336.80 |
336.80 |
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 |
329.30 |
329.30 |
329.30 |
329.30 |
+3.65 |
21 |
515 |
+1 |
| Total Volume and Open Interest |
10,364 |
70,518 |
-2,565 |
| Aluminum(CMX) |
| Sep07 |
070831 |
109.00 |
109.00 |
109.00 |
109.00 |
+0.75 |
0 |
40 |
+0 |
| Oct07 |
070831 |
109.75 |
109.75 |
109.75 |
109.75 |
+0.75 |
0 |
40 |
+0 |
| Nov07 |
070831 |
110.50 |
110.50 |
110.50 |
110.50 |
+0.75 |
0 |
40 |
+0 |
| Dec07 |
070831 |
111.25 |
111.25 |
111.25 |
111.25 |
+0.75 |
0 |
154 |
+0 |
| Jan08 |
070831 |
111.25 |
111.25 |
111.25 |
111.25 |
+0.75 |
|
|
|
| Feb08 |
070831 |
111.25 |
111.25 |
111.25 |
111.25 |
+0.75 |
|
|
|
| Total Volume and Open Interest |
0 |
274 |
+0 |
| DJIA Index(CBOT) |
| Sep07 |
070831 |
13370 |
13452 |
13318 |
13364 |
+85 |
2,949 |
37,362 |
+64 |
| Dec07 |
070831 |
13475 |
13540 |
13415 |
13460 |
+90 |
197 |
623 |
+84 |
| Mar08 |
070831 |
13548 |
13548 |
13548 |
13548 |
+85 |
0 |
1 |
+0 |
| Jun08 |
070831 |
13642 |
13642 |
13642 |
13642 |
+85 |
|
|
|
| Total Volume and Open Interest |
3,146 |
37,986 |
+125 |
| S & P 500(CME) |
| Sep07 |
070831 |
1476.30 |
1484.50 |
1468.00 |
1476.70 |
+15.10 |
34,606 |
534,765 |
-6,518 |
| Dec07 |
070831 |
1489.50 |
1496.50 |
1482.50 |
1489.50 |
+15.40 |
7,569 |
131,768 |
+5,260 |
| Mar08 |
070831 |
1500.00 |
1502.00 |
1500.00 |
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 |
42,188 |
676,381 |
+489 |
| 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 |
+49,121 |
| NASDAQ 100(CME) |
| Sep07 |
070831 |
1992.50 |
2001.00 |
1981.00 |
1994.80 |
+20.00 |
4,728 |
69,827 |
+1,047 |
| Dec07 |
070831 |
2015.00 |
2022.00 |
2015.00 |
2018.30 |
+20.30 |
32 |
125 |
+20 |
| Mar08 |
070831 |
2041.00 |
2041.00 |
2041.00 |
2041.00 |
+20.20 |
|
|
|
| Total Volume and Open Interest |
4,760 |
69,952 |
+2,049 |
| 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 |
1996.50 |
2018.30 |
+20.30 |
1,992 |
4,061 |
+1,741 |
| Total Volume and Open Interest |
414,319 |
415,659 |
+5,147 |
| S & P Midcap 400(CME) |
| Sep07 |
070831 |
861.00 |
867.25 |
857.50 |
865.20 |
+12.60 |
36 |
6,894 |
-118 |
| Dec07 |
070831 |
873.70 |
873.70 |
873.70 |
873.70 |
+12.70 |
|
|
|
| Mar08 |
070831 |
883.45 |
883.45 |
883.45 |
883.45 |
+12.70 |
|
|
|
| Total Volume and Open Interest |
36 |
6,894 |
-110 |
| Russell 2000(CME) |
| Sep07 |
070831 |
795.50 |
797.00 |
788.25 |
794.80 |
+10.20 |
496 |
58,271 |
+28 |
| Dec07 |
070831 |
800.75 |
800.75 |
800.75 |
800.75 |
+10.20 |
0 |
45 |
-15 |
| Mar08 |
070831 |
806.65 |
806.65 |
806.65 |
806.65 |
+10.20 |
0 |
22 |
+0 |
| Total Volume and Open Interest |
496 |
58,338 |
-3 |
| 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 |
| Value Line(KCBT) |
| Sep07 |
070831 |
2242.00 |
2242.00 |
2242.00 |
2242.00 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Nikkei 225(CME) |
| Sep07 |
070903 |
16590 |
16595 |
16450 |
16515 |
-60 |
82,842 |
259,316 |
+82 |
| Dec07 |
070903 |
16565 |
16565 |
16430 |
16485 |
-45 |
151 |
5,177 |
+25 |
| Total Volume and Open Interest |
82,993 |
264,536 |
+107 |
| Nikkei 225(SGX) |
| Sep07 |
070903 |
16590 |
16595 |
16450 |
16515 |
-60 |
82,842 |
259,316 |
+82 |
| Dec07 |
070903 |
16565 |
16565 |
16430 |
16485 |
-45 |
151 |
5,177 |
+25 |
| Mar08 |
070903 |
16510 |
16510 |
16510 |
16510 |
-45 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
82,993 |
264,536 |
+107 |
| CAC 40(EURONEXT) |
| Sep07 |
070903 |
5695.5 |
5714.0 |
5649.5 |
5661.0 |
-12.5 |
154,785 |
562,289 |
+19,003 |
| Oct07 |
070903 |
5685.0 |
5699.0 |
5669.0 |
5679.0 |
-12.5 |
301 |
825 |
+225 |
| Nov07 |
070903 |
5712.5 |
5715.5 |
5693.0 |
5694.0 |
-12.5 |
0 |
118 |
+0 |
| Total Volume and Open Interest |
155,251 |
566,719 |
+19,332 |
| Hang Seng Index(HKFE) |
| Sep07 |
070903 |
23791 |
23936 |
23477 |
23936 |
+82 |
62,530 |
120,127 |
+8,836 |
| Oct07 |
070903 |
23789 |
24000 |
23577 |
24000 |
+71 |
|
|
|
| Total Volume and Open Interest |
78,209 |
121,336 |
|
| DAX(EUREX) |
| Sep07 |
070903 |
7679.5 |
7697.0 |
7647.5 |
7662.5 |
+11.0 |
188,927 |
274,541 |
-217 |
| Dec07 |
070903 |
7766.5 |
7779.5 |
7741.0 |
7750.0 |
+12.0 |
709 |
21,625 |
+111 |
| Mar08 |
070903 |
7848.0 |
7855.0 |
7836.5 |
7836.5 |
+12.0 |
77 |
2,007 |
+25 |
| Total Volume and Open Interest |
189,713 |
298,173 |
-81 |
| FT-SE 100(EURONEXT) |
| Sep07 |
070903 |
6343.00 |
6350.00 |
6318.50 |
6328.50 |
+13.00 |
120,006 |
516,565 |
+5,549 |
| Dec07 |
070903 |
6403.50 |
6412.00 |
6387.00 |
6395.00 |
+14.00 |
1,635 |
13,692 |
+933 |
| Mar08 |
070903 |
6422.00 |
6422.00 |
6416.50 |
6416.50 |
+16.00 |
10 |
788 |
+3 |
| Total Volume and Open Interest |
121,651 |
531,056 |
+6,485 |
| SPI 200(SFE) |
| Sep07 |
070903 |
6265.0 |
6300.0 |
6240.0 |
6299.0 |
+38.0 |
26,148 |
493,750 |
+11,058 |
| Dec07 |
070903 |
6305.0 |
6340.0 |
6295.0 |
6340.0 |
+39.0 |
66 |
5,109 |
-68 |
| Mar08 |
070903 |
6349.0 |
6349.0 |
6349.0 |
6349.0 |
+39.0 |
0 |
1,129 |
+0 |
| Total Volume and Open Interest |
26,214 |
501,585 |
+10,990 |
| GSCI(CME) |
| Sep07 |
070831 |
497.55 |
500.50 |
496.00 |
497.35 |
+4.35 |
1,169 |
20,533 |
+29 |
| Oct07 |
070831 |
501.50 |
501.50 |
501.50 |
501.50 |
+4.50 |
25 |
25 |
+25 |
| Nov07 |
070831 |
503.50 |
503.50 |
503.50 |
503.50 |
+4.50 |
|
|
|
| Total Volume and Open Interest |
1,194 |
20,558 |
+45 |
| Reuters CRB Index(NYBOT) |
| 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 |
69 |
1,586 |
+1,586 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|
