|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu September 06, 2007 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep07 |
070906 |
885.50 |
887.50 |
874.75 |
878.00 |
-11.00 |
9,248 |
3,973 |
-1,403 |
Nov07 |
070906 |
902.00 |
903.00 |
888.00 |
892.50 |
-10.50 |
100,655 |
289,762 |
+1,970 |
Jan08 |
070906 |
916.50 |
918.00 |
903.00 |
908.00 |
-10.50 |
9,979 |
47,271 |
+206 |
Mar08 |
070906 |
928.00 |
929.00 |
906.00 |
919.00 |
-9.75 |
4,707 |
29,368 |
+635 |
May08 |
070906 |
932.00 |
935.25 |
921.50 |
926.25 |
-9.00 |
2,749 |
27,640 |
+145 |
Jul08 |
070906 |
944.00 |
944.00 |
931.00 |
934.50 |
-9.50 |
3,588 |
37,018 |
+220 |
Aug08 |
070906 |
926.00 |
926.00 |
926.00 |
926.00 |
-10.00 |
73 |
616 |
+73 |
Sep08 |
070906 |
907.00 |
907.00 |
907.00 |
907.00 |
-11.00 |
73 |
366 |
+73 |
Nov08 |
070906 |
910.00 |
918.00 |
903.00 |
904.50 |
-13.50 |
5,475 |
55,031 |
+702 |
Jan09 |
070906 |
910.00 |
910.00 |
909.00 |
909.00 |
-11.00 |
27 |
450 |
+20 |
Jul09 |
070906 |
925.00 |
925.00 |
920.00 |
920.00 |
-5.00 |
5 |
256 |
+5 |
Total Volume and Open Interest |
136,667 |
498,094 |
+2,683 |
Soybean Meal(CBOT) |
Sep07 |
070906 |
243.00 |
245.50 |
241.00 |
242.80 |
-2.60 |
8,017 |
4,614 |
-896 |
Oct07 |
070906 |
247.40 |
251.00 |
242.20 |
244.30 |
-3.10 |
17,220 |
28,636 |
+381 |
Dec07 |
070906 |
252.00 |
252.50 |
246.90 |
249.20 |
-3.40 |
35,815 |
95,424 |
+2,812 |
Jan08 |
070906 |
253.80 |
254.00 |
250.00 |
251.30 |
-3.50 |
2,914 |
15,004 |
+86 |
Mar08 |
070906 |
253.00 |
258.00 |
251.50 |
254.80 |
-3.10 |
3,259 |
17,111 |
+525 |
May08 |
070906 |
256.80 |
257.50 |
254.50 |
255.20 |
-3.10 |
2,773 |
19,578 |
+879 |
Jul08 |
070906 |
258.00 |
260.00 |
257.00 |
258.00 |
-3.20 |
3,233 |
15,200 |
+1,584 |
Aug08 |
070906 |
256.50 |
257.50 |
256.00 |
256.00 |
-3.50 |
105 |
3,056 |
-82 |
Sep08 |
070906 |
255.00 |
256.50 |
254.00 |
255.00 |
-3.00 |
254 |
3,710 |
+75 |
Oct08 |
070906 |
250.00 |
250.00 |
250.00 |
250.00 |
-1.50 |
186 |
1,636 |
+0 |
Total Volume and Open Interest |
75,050 |
211,303 |
+5,510 |
Soybean Oil(CBOT) |
Sep07 |
070906 |
37.23 |
37.60 |
37.04 |
37.08 |
-0.23 |
5,949 |
4,099 |
-463 |
Oct07 |
070906 |
37.50 |
37.54 |
37.18 |
37.24 |
-0.24 |
10,605 |
33,700 |
-297 |
Dec07 |
070906 |
38.00 |
38.03 |
37.67 |
37.74 |
-0.26 |
31,287 |
153,006 |
+631 |
Jan08 |
070906 |
38.33 |
38.33 |
38.03 |
38.06 |
-0.31 |
2,199 |
21,867 |
+639 |
Mar08 |
070906 |
38.23 |
38.62 |
38.23 |
38.40 |
-0.23 |
2,712 |
14,919 |
+202 |
May08 |
070906 |
38.60 |
38.77 |
38.50 |
38.53 |
-0.32 |
1,486 |
11,457 |
-11 |
Jul08 |
070906 |
38.77 |
38.95 |
38.73 |
38.73 |
-0.35 |
2,828 |
13,559 |
+870 |
Aug08 |
070906 |
38.95 |
38.95 |
38.75 |
38.75 |
-0.31 |
73 |
938 |
+17 |
Sep08 |
070906 |
38.73 |
38.73 |
38.73 |
38.73 |
-0.34 |
0 |
528 |
+0 |
Oct08 |
070906 |
38.73 |
38.73 |
38.73 |
38.73 |
-0.34 |
0 |
599 |
+0 |
Total Volume and Open Interest |
58,630 |
268,905 |
+2,284 |
Canola(WCE) |
Corn(CBOT) |
Sep07 |
070906 |
329.00 |
330.75 |
321.00 |
323.25 |
-5.50 |
25,109 |
14,314 |
-3,974 |
Dec07 |
070906 |
345.75 |
348.00 |
337.25 |
339.25 |
-6.50 |
140,915 |
627,873 |
-2,558 |
Mar08 |
070906 |
363.00 |
364.00 |
354.00 |
355.75 |
-6.00 |
12,903 |
135,366 |
+402 |
May08 |
070906 |
371.50 |
374.00 |
363.00 |
366.00 |
-5.50 |
3,761 |
36,077 |
+656 |
Jul08 |
070906 |
380.25 |
382.00 |
372.25 |
374.75 |
-6.25 |
5,654 |
86,743 |
+802 |
Sep08 |
070906 |
380.00 |
384.50 |
380.00 |
384.00 |
-4.50 |
816 |
11,875 |
+202 |
Dec08 |
070906 |
396.00 |
398.00 |
389.25 |
392.75 |
-4.00 |
16,507 |
136,575 |
+1,653 |
Mar09 |
070906 |
398.00 |
401.00 |
398.00 |
401.00 |
-4.00 |
36 |
4,725 |
+32 |
Jul09 |
070906 |
408.50 |
408.50 |
407.00 |
407.75 |
-4.25 |
18 |
1,212 |
+1 |
Total Volume and Open Interest |
207,648 |
1,086,314 |
-2,523 |
Wheat(CBOT) |
Sep07 |
070906 |
843.50 |
844.00 |
808.00 |
816.00 |
-26.50 |
7,389 |
3,718 |
-2,100 |
Dec07 |
070906 |
848.00 |
849.00 |
814.00 |
824.00 |
-11.50 |
49,713 |
248,139 |
+2,719 |
Mar08 |
070906 |
844.25 |
846.00 |
808.00 |
824.00 |
-7.25 |
10,591 |
35,216 |
+1,209 |
May08 |
070906 |
771.50 |
795.00 |
746.75 |
756.00 |
-11.00 |
1,555 |
5,716 |
+292 |
Jul08 |
070906 |
627.25 |
630.25 |
602.00 |
606.50 |
-19.75 |
7,910 |
56,006 |
+1,898 |
Sep08 |
070906 |
627.50 |
627.50 |
607.00 |
608.00 |
-19.50 |
157 |
1,966 |
+23 |
Total Volume and Open Interest |
79,626 |
374,244 |
+4,309 |
Wheat(KCBT) |
Sep07 |
070906 |
801.00 |
801.00 |
770.00 |
790.00 |
+9.00 |
222 |
1,481 |
-237 |
Dec07 |
070906 |
799.50 |
804.00 |
772.25 |
788.75 |
-2.50 |
12,556 |
122,312 |
+201 |
Mar08 |
070906 |
798.00 |
798.50 |
775.00 |
785.00 |
-8.50 |
4,567 |
12,881 |
+1,351 |
May08 |
070906 |
730.00 |
750.00 |
720.00 |
750.00 |
+20.00 |
3 |
198 |
+3 |
Jul08 |
070906 |
619.25 |
620.00 |
597.00 |
598.75 |
-21.75 |
1,241 |
13,259 |
+404 |
Sep08 |
070906 |
603.00 |
610.00 |
600.00 |
600.00 |
-23.00 |
96 |
614 |
+39 |
Total Volume and Open Interest |
18,721 |
152,592 |
+1,775 |
Wheat(MGE) |
Sep07 |
070906 |
766.00 |
770.00 |
750.00 |
760.00 |
+8.00 |
215 |
503 |
-39 |
Dec07 |
070906 |
779.75 |
781.50 |
752.25 |
759.75 |
-11.75 |
10,181 |
47,462 |
-727 |
Mar08 |
070906 |
785.00 |
790.00 |
755.00 |
768.00 |
-17.00 |
3,738 |
7,837 |
+909 |
May08 |
070906 |
765.25 |
770.00 |
755.00 |
763.00 |
-2.00 |
220 |
677 |
+58 |
Jul08 |
070906 |
683.75 |
690.00 |
670.00 |
690.00 |
-10.00 |
91 |
530 |
+35 |
Total Volume and Open Interest |
14,758 |
60,202 |
+394 |
Oats(CBOT) |
Sep07 |
070906 |
251.00 |
251.00 |
251.00 |
251.00 |
-6.00 |
0 |
4 |
+0 |
Dec07 |
070906 |
261.25 |
262.25 |
256.25 |
260.50 |
-2.00 |
851 |
12,052 |
-16 |
Mar08 |
070906 |
269.00 |
270.50 |
265.50 |
270.00 |
-2.00 |
80 |
1,694 |
-27 |
May08 |
070906 |
273.00 |
273.00 |
273.00 |
273.00 |
-1.00 |
0 |
158 |
+0 |
Total Volume and Open Interest |
938 |
13,934 |
-39 |
Rough Rice(CBOT) |
Sep07 |
070906 |
10.75 |
10.83 |
10.75 |
10.83 |
-0.09 |
46 |
57 |
-19 |
Nov07 |
070906 |
11.12 |
11.15 |
11.03 |
11.10 |
-0.09 |
306 |
11,150 |
-30 |
Jan08 |
070906 |
11.46 |
11.46 |
11.40 |
11.42 |
-0.06 |
23 |
1,490 |
-7 |
Mar08 |
070906 |
11.75 |
11.75 |
11.71 |
11.71 |
-0.04 |
10 |
926 |
+4 |
Total Volume and Open Interest |
389 |
13,931 |
-54 |
Live Cattle(CME) |
Oct07 |
070906 |
97.200 |
97.400 |
96.700 |
96.800 |
-0.250 |
16,087 |
113,686 |
-3,110 |
Dec07 |
070906 |
100.450 |
100.800 |
100.200 |
100.230 |
-0.320 |
10,031 |
63,602 |
+2,353 |
Feb08 |
070906 |
101.000 |
101.200 |
100.850 |
100.950 |
-0.100 |
2,773 |
31,475 |
+365 |
Apr08 |
070906 |
100.450 |
101.275 |
100.450 |
101.250 |
+0.070 |
1,921 |
16,515 |
+55 |
Jun08 |
070906 |
96.730 |
96.900 |
96.650 |
96.850 |
+0.120 |
913 |
6,387 |
+667 |
Aug08 |
070906 |
95.500 |
95.500 |
95.200 |
95.400 |
+0.100 |
456 |
1,159 |
+319 |
Total Volume and Open Interest |
32,181 |
232,824 |
+649 |
Feeder Cattle(CME) |
Sep07 |
070906 |
119.350 |
119.800 |
119.150 |
119.480 |
+0.380 |
318 |
5,141 |
-23 |
Oct07 |
070906 |
118.950 |
119.650 |
118.950 |
119.150 |
+0.250 |
1,818 |
13,599 |
-15 |
Nov07 |
070906 |
119.250 |
119.675 |
119.150 |
119.450 |
+0.300 |
908 |
6,395 |
+273 |
Jan08 |
070906 |
117.000 |
117.500 |
116.900 |
117.480 |
+0.530 |
297 |
3,404 |
+145 |
Mar08 |
070906 |
114.200 |
114.700 |
114.200 |
114.700 |
+0.500 |
46 |
728 |
+31 |
Apr08 |
070906 |
114.500 |
114.980 |
114.500 |
114.980 |
+0.280 |
9 |
299 |
+8 |
May08 |
070906 |
114.500 |
114.930 |
114.350 |
114.930 |
+0.230 |
23 |
640 |
+18 |
Total Volume and Open Interest |
3,419 |
30,206 |
+437 |
Lean Hogs(CME) |
Oct07 |
070906 |
66.175 |
66.750 |
65.800 |
66.000 |
+0.100 |
11,010 |
67,445 |
-1,848 |
Dec07 |
070906 |
68.000 |
68.375 |
67.300 |
67.925 |
-0.025 |
12,010 |
55,188 |
+391 |
Feb08 |
070906 |
70.250 |
70.750 |
69.875 |
70.550 |
+0.200 |
3,551 |
21,321 |
+42 |
Apr08 |
070906 |
70.550 |
71.200 |
70.250 |
70.950 |
+0.375 |
1,729 |
17,404 |
+897 |
May08 |
070906 |
74.250 |
74.250 |
74.250 |
74.250 |
-0.175 |
20 |
1,535 |
+0 |
Jun08 |
070906 |
76.600 |
76.800 |
76.400 |
76.700 |
+0.100 |
175 |
9,527 |
+79 |
Jul08 |
070906 |
75.300 |
75.350 |
74.800 |
75.100 |
-0.200 |
11 |
2,272 |
+5 |
Aug08 |
070906 |
72.850 |
73.325 |
72.600 |
72.950 |
+0.050 |
27 |
660 |
+14 |
Total Volume and Open Interest |
33,439 |
175,442 |
-401 |
Class III Milk(CME) |
Sep07 |
070906 |
20.30 |
20.30 |
20.15 |
20.28 |
-0.12 |
280 |
4,840 |
-50 |
Oct07 |
070906 |
20.00 |
20.25 |
19.65 |
20.22 |
-0.18 |
925 |
4,189 |
-84 |
Nov07 |
070906 |
18.80 |
19.09 |
18.60 |
19.03 |
-0.11 |
557 |
3,629 |
+4 |
Dec07 |
070906 |
18.05 |
18.24 |
17.50 |
18.00 |
-0.24 |
458 |
3,614 |
+99 |
Jan08 |
070906 |
16.78 |
17.00 |
16.50 |
16.91 |
-0.17 |
190 |
1,964 |
+17 |
Total Volume and Open Interest |
2,900 |
32,490 |
+134 |
Cocoa(ICE) |
Sep07 |
070906 |
1900 |
1900 |
1874 |
1874 |
+33 |
1 |
136 |
+0 |
Dec07 |
070906 |
1811 |
1854 |
1804 |
1835 |
+31 |
16,235 |
66,149 |
+32 |
Mar08 |
070906 |
1840 |
1869 |
1836 |
1852 |
+29 |
2,471 |
28,883 |
+68 |
May08 |
070906 |
1853 |
1880 |
1848 |
1863 |
+26 |
297 |
6,773 |
+44 |
Jul08 |
070906 |
1864 |
1896 |
1864 |
1878 |
+25 |
135 |
3,567 |
+59 |
Sep08 |
070906 |
1898 |
1898 |
1894 |
1894 |
+25 |
39 |
3,958 |
+32 |
Dec08 |
070906 |
1925 |
1934 |
1919 |
1920 |
+26 |
399 |
11,749 |
+99 |
Total Volume and Open Interest |
19,609 |
121,839 |
+366 |
Coffee "C"(ICE) |
Sep07 |
070906 |
112.65 |
113.60 |
112.65 |
113.55 |
+1.10 |
29 |
220 |
-9 |
Dec07 |
070906 |
116.20 |
117.10 |
115.35 |
116.75 |
+0.70 |
16,042 |
102,739 |
-640 |
Mar08 |
070906 |
120.00 |
120.90 |
119.40 |
120.50 |
+0.70 |
1,789 |
21,942 |
-86 |
May08 |
070906 |
122.10 |
122.80 |
121.75 |
122.75 |
+0.80 |
989 |
7,044 |
-137 |
Jul08 |
070906 |
124.05 |
124.75 |
124.00 |
124.75 |
+0.80 |
390 |
3,276 |
-9 |
Sep08 |
070906 |
125.90 |
126.65 |
125.85 |
126.65 |
+0.90 |
384 |
9,303 |
-205 |
Total Volume and Open Interest |
19,997 |
157,041 |
-1,261 |
Orange Juice(ICE) |
Sep07 |
070906 |
125.00 |
125.00 |
120.75 |
122.40 |
+1.25 |
27 |
237 |
-43 |
Nov07 |
070906 |
114.10 |
115.80 |
114.10 |
114.90 |
+1.50 |
2,501 |
17,962 |
+475 |
Jan08 |
070906 |
115.25 |
117.00 |
115.25 |
115.25 |
+0.95 |
207 |
4,267 |
+34 |
Mar08 |
070906 |
116.25 |
116.50 |
116.00 |
116.25 |
+0.95 |
133 |
3,527 |
+12 |
May08 |
070906 |
117.25 |
117.25 |
117.25 |
117.25 |
+0.95 |
8 |
561 |
+0 |
Jul08 |
070906 |
118.25 |
118.25 |
118.25 |
118.25 |
+0.95 |
0 |
136 |
+0 |
Total Volume and Open Interest |
2,880 |
27,672 |
+482 |
Sugar #11(ICE) |
Oct07 |
070906 |
9.38 |
9.47 |
9.22 |
9.37 |
-0.01 |
67,796 |
291,720 |
-6,890 |
Mar08 |
070906 |
9.74 |
9.84 |
9.59 |
9.74 |
+0.01 |
43,881 |
193,677 |
+7,414 |
May08 |
070906 |
9.79 |
9.85 |
9.63 |
9.77 |
+0.01 |
4,561 |
47,179 |
+1,773 |
Jul08 |
070906 |
9.87 |
9.91 |
9.78 |
9.84 |
unch |
1,777 |
40,225 |
+1 |
Oct08 |
070906 |
10.08 |
10.15 |
10.04 |
10.10 |
+0.01 |
1,508 |
41,754 |
+210 |
Total Volume and Open Interest |
122,815 |
669,621 |
+3,068 |
London Cocoa(LCE) |
Sep07 |
070906 |
943 |
962 |
942 |
956 |
+16 |
8,920 |
23,527 |
-6,741 |
Dec07 |
070906 |
956 |
978 |
953 |
969 |
+17 |
15,064 |
71,163 |
+838 |
Mar08 |
070906 |
966 |
983 |
959 |
976 |
+16 |
4,009 |
39,536 |
+522 |
May08 |
070906 |
969 |
991 |
969 |
985 |
+14 |
867 |
17,200 |
+60 |
Jul08 |
070906 |
986 |
1003 |
986 |
997 |
+15 |
1,097 |
14,876 |
+760 |
Sep08 |
070906 |
1011 |
1014 |
1008 |
1008 |
+15 |
51 |
10,324 |
-16 |
Dec08 |
070906 |
1018 |
1023 |
1017 |
1017 |
+15 |
34 |
4,920 |
+20 |
Total Volume and Open Interest |
30,044 |
181,671 |
-4,558 |
London Sugar(LCE) |
Oct07 |
070906 |
270.80 |
273.90 |
270.80 |
273.00 |
-0.70 |
6,675 |
30,657 |
-2,026 |
Dec07 |
070906 |
272.70 |
275.80 |
272.70 |
274.50 |
-1.60 |
3,795 |
16,448 |
+2,599 |
Mar08 |
070906 |
283.70 |
285.40 |
283.20 |
284.30 |
-0.90 |
1,241 |
17,021 |
+44 |
May08 |
070906 |
287.00 |
287.60 |
285.70 |
287.10 |
-0.10 |
185 |
6,693 |
+111 |
Aug08 |
070906 |
286.60 |
287.90 |
285.10 |
287.90 |
-0.20 |
474 |
5,060 |
+201 |
Total Volume and Open Interest |
12,591 |
82,163 |
+1,024 |
Cotton(ICE) |
Oct07 |
070906 |
58.35 |
58.93 |
57.70 |
58.16 |
-0.19 |
386 |
4,379 |
-64 |
Dec07 |
070906 |
60.58 |
61.27 |
59.90 |
60.42 |
-0.16 |
24,074 |
128,395 |
+867 |
Mar08 |
070906 |
63.50 |
64.25 |
63.05 |
63.51 |
-0.20 |
2,988 |
45,487 |
+110 |
May08 |
070906 |
64.80 |
64.90 |
64.60 |
64.60 |
-0.25 |
269 |
4,403 |
+50 |
Jul08 |
070906 |
65.50 |
65.70 |
65.50 |
65.70 |
-0.25 |
151 |
5,419 |
-3 |
Oct08 |
070906 |
67.15 |
67.15 |
67.15 |
67.15 |
-0.35 |
14 |
238 |
+2 |
Total Volume and Open Interest |
29,255 |
205,996 |
+990 |
Lumber(CME) |
Sep07 |
070906 |
247.3 |
251.9 |
247.3 |
250.9 |
+1.7 |
242 |
946 |
-86 |
Nov07 |
070906 |
249.1 |
250.5 |
247.6 |
247.7 |
-0.8 |
718 |
4,526 |
+15 |
Jan08 |
070906 |
266.2 |
268.0 |
263.8 |
268.0 |
+1.6 |
118 |
385 |
-1 |
Mar08 |
070906 |
283.9 |
284.0 |
279.0 |
282.0 |
+1.0 |
8 |
144 |
+6 |
Total Volume and Open Interest |
1,089 |
6,040 |
-64 |
Crude Oil(NYM) |
Oct07 |
070906 |
75.88 |
77.43 |
75.33 |
76.30 |
+0.57 |
226,377 |
311,961 |
-6,008 |
Nov07 |
070906 |
74.67 |
76.18 |
74.29 |
75.31 |
+0.64 |
133,957 |
192,969 |
+13,696 |
Dec07 |
070906 |
73.60 |
74.95 |
73.19 |
74.17 |
+0.62 |
95,154 |
191,834 |
+1,001 |
Jan08 |
070906 |
72.74 |
73.93 |
72.38 |
73.34 |
+0.64 |
25,307 |
66,001 |
+3,152 |
Feb08 |
070906 |
72.43 |
72.92 |
71.89 |
72.70 |
+0.65 |
10,852 |
34,617 |
+981 |
Mar08 |
070906 |
71.90 |
72.40 |
71.36 |
72.24 |
+0.64 |
5,184 |
36,395 |
+27 |
Apr08 |
070906 |
71.50 |
72.05 |
71.25 |
71.93 |
+0.62 |
1,823 |
39,660 |
+174 |
May08 |
070906 |
71.61 |
71.80 |
71.02 |
71.71 |
+0.60 |
1,485 |
45,501 |
+205 |
Jun08 |
070906 |
71.28 |
71.60 |
70.78 |
71.54 |
+0.59 |
4,962 |
51,425 |
+311 |
Jul08 |
070906 |
71.39 |
71.39 |
71.39 |
71.39 |
+0.59 |
2,380 |
17,884 |
+501 |
Aug08 |
070906 |
71.25 |
71.25 |
71.25 |
71.25 |
+0.58 |
929 |
13,228 |
-246 |
Sep08 |
070906 |
71.12 |
71.12 |
71.12 |
71.12 |
+0.57 |
1,835 |
45,678 |
+1,058 |
Oct08 |
070906 |
70.13 |
71.01 |
70.13 |
71.01 |
+0.56 |
387 |
19,922 |
-68 |
Nov08 |
070906 |
70.90 |
70.90 |
70.90 |
70.90 |
+0.55 |
424 |
17,146 |
-26 |
Dec08 |
070906 |
70.38 |
70.80 |
70.03 |
70.79 |
+0.54 |
16,798 |
159,947 |
+1,304 |
Jan09 |
070906 |
70.68 |
70.68 |
70.68 |
70.68 |
+0.53 |
175 |
21,189 |
-45 |
Total Volume and Open Interest |
537,007 |
1,504,133 |
+14,902 |
e-miNY Crude Oil(NYM) |
Sep07 |
070820 |
71.950 |
71.950 |
70.075 |
71.125 |
-0.850 |
|
|
|
Oct07 |
070906 |
75.850 |
77.525 |
75.325 |
76.300 |
+0.575 |
|
|
|
Nov07 |
070906 |
74.875 |
76.250 |
74.350 |
75.300 |
+0.625 |
|
|
|
Dec07 |
070906 |
73.475 |
74.275 |
73.475 |
74.175 |
+0.625 |
|
|
|
Jan08 |
070906 |
73.350 |
73.350 |
73.350 |
73.350 |
+0.650 |
|
|
|
Feb08 |
070906 |
72.700 |
72.700 |
72.700 |
72.700 |
+0.650 |
|
|
|
Mar08 |
070906 |
72.250 |
72.250 |
72.250 |
72.250 |
+0.650 |
|
|
|
Apr08 |
070906 |
72.000 |
72.000 |
71.925 |
71.925 |
+0.625 |
|
|
|
May08 |
070906 |
71.700 |
71.700 |
71.700 |
71.700 |
+0.600 |
|
|
|
Jun08 |
070906 |
71.550 |
71.550 |
71.550 |
71.550 |
+0.600 |
|
|
|
Total Volume and Open Interest |
10,467 |
5,474 |
+342 |
Heating Oil(NYM) |
Oct07 |
070906 |
210.95 |
215.08 |
210.25 |
213.68 |
+3.69 |
26,331 |
70,755 |
-2,811 |
Nov07 |
070906 |
212.25 |
216.13 |
211.58 |
214.93 |
+3.44 |
11,729 |
43,669 |
+1,249 |
Dec07 |
070906 |
212.97 |
216.46 |
212.14 |
215.43 |
+3.14 |
7,023 |
39,529 |
+481 |
Jan08 |
070906 |
213.49 |
216.35 |
212.50 |
215.63 |
+2.94 |
3,576 |
21,149 |
+391 |
Feb08 |
070906 |
211.95 |
214.60 |
211.95 |
214.23 |
+2.74 |
2,109 |
12,604 |
+16 |
Mar08 |
070906 |
210.05 |
212.01 |
209.37 |
211.83 |
+2.59 |
1,238 |
7,263 |
+455 |
Apr08 |
070906 |
206.15 |
207.48 |
204.39 |
207.48 |
+2.49 |
443 |
6,130 |
-4 |
May08 |
070906 |
202.90 |
203.23 |
200.65 |
203.23 |
+2.29 |
57 |
3,234 |
+45 |
Jun08 |
070906 |
199.20 |
200.45 |
196.84 |
200.28 |
+2.19 |
165 |
11,562 |
-46 |
Jul08 |
070906 |
198.50 |
199.68 |
198.50 |
199.68 |
+2.09 |
7 |
1,204 |
+5 |
Aug08 |
070906 |
200.98 |
200.98 |
200.98 |
200.98 |
+2.09 |
4 |
331 |
+2 |
Sep08 |
070906 |
202.73 |
202.73 |
202.73 |
202.73 |
+2.09 |
3 |
460 |
+3 |
Total Volume and Open Interest |
52,687 |
221,472 |
-214 |
Gasoline(NYMEX) |
Oct07 |
070906 |
200.19 |
202.79 |
193.59 |
197.17 |
-2.48 |
30,284 |
65,484 |
+1,060 |
Nov07 |
070906 |
196.39 |
199.25 |
190.89 |
194.47 |
-1.54 |
9,650 |
38,643 |
+295 |
Dec07 |
070906 |
194.42 |
196.52 |
189.69 |
193.22 |
-0.64 |
6,255 |
23,967 |
+788 |
Jan08 |
070906 |
195.47 |
196.89 |
190.76 |
194.32 |
-0.09 |
2,271 |
12,478 |
+282 |
Feb08 |
070906 |
197.98 |
197.98 |
195.47 |
196.22 |
+0.26 |
512 |
6,200 |
-119 |
Mar08 |
070906 |
199.83 |
200.00 |
194.89 |
198.12 |
+0.46 |
555 |
7,531 |
+218 |
Apr08 |
070906 |
211.03 |
211.03 |
207.14 |
209.92 |
+0.66 |
140 |
6,470 |
+10 |
May08 |
070906 |
211.63 |
211.68 |
210.26 |
211.02 |
+0.61 |
160 |
3,156 |
+67 |
Jun08 |
070906 |
211.58 |
211.73 |
207.79 |
211.22 |
+0.71 |
198 |
4,847 |
-126 |
Jul08 |
070906 |
209.87 |
209.87 |
209.87 |
209.87 |
+0.76 |
119 |
1,477 |
+35 |
Total Volume and Open Interest |
50,904 |
175,946 |
+2,604 |
e-miNY RBOB Gasoline(NYM) |
Oct07 |
070906 |
198.50 |
198.50 |
196.00 |
197.17 |
-2.48 |
0 |
2 |
+0 |
Nov07 |
070906 |
194.47 |
194.47 |
194.47 |
194.47 |
-1.54 |
|
|
|
Dec07 |
070906 |
193.22 |
193.22 |
193.22 |
193.22 |
-0.64 |
0 |
2 |
+0 |
Jan08 |
070906 |
194.32 |
194.32 |
194.32 |
194.32 |
-0.09 |
|
|
|
Total Volume and Open Interest |
0 |
4 |
+0 |
Natural Gas(NYM) |
Oct07 |
070906 |
5.856 |
6.019 |
5.584 |
5.650 |
-0.155 |
57,600 |
108,944 |
-975 |
Nov07 |
070906 |
6.730 |
6.860 |
6.526 |
6.577 |
-0.113 |
16,876 |
81,141 |
+1,136 |
Dec07 |
070906 |
7.576 |
7.608 |
7.369 |
7.417 |
-0.103 |
8,495 |
49,543 |
+1,250 |
Jan08 |
070906 |
7.960 |
7.990 |
7.756 |
7.799 |
-0.106 |
6,449 |
46,595 |
+850 |
Feb08 |
070906 |
7.970 |
8.006 |
7.802 |
7.826 |
-0.106 |
1,408 |
36,437 |
-51 |
Mar08 |
070906 |
7.795 |
7.845 |
7.638 |
7.664 |
-0.111 |
4,050 |
48,246 |
-421 |
Apr08 |
070906 |
7.440 |
7.470 |
7.303 |
7.332 |
-0.058 |
6,207 |
38,191 |
-614 |
May08 |
070906 |
7.438 |
7.475 |
7.346 |
7.367 |
-0.048 |
3,247 |
27,229 |
-370 |
Jun08 |
070906 |
7.577 |
7.577 |
7.440 |
7.455 |
-0.048 |
2,551 |
16,820 |
-923 |
Jul08 |
070906 |
7.605 |
7.635 |
7.531 |
7.548 |
-0.050 |
2,397 |
12,432 |
+1,639 |
Aug08 |
070906 |
7.735 |
7.735 |
7.603 |
7.620 |
-0.050 |
714 |
10,849 |
+356 |
Sep08 |
070906 |
7.760 |
7.760 |
7.650 |
7.660 |
-0.050 |
399 |
7,696 |
+287 |
Oct08 |
070906 |
7.880 |
7.880 |
7.765 |
7.772 |
-0.053 |
753 |
29,576 |
+249 |
Nov08 |
070906 |
8.295 |
8.295 |
8.234 |
8.234 |
-0.056 |
172 |
14,965 |
+146 |
Dec08 |
070906 |
8.770 |
8.770 |
8.684 |
8.684 |
-0.056 |
53 |
14,112 |
+28 |
Jan09 |
070906 |
9.050 |
9.050 |
8.962 |
8.962 |
-0.058 |
617 |
30,269 |
+199 |
Total Volume and Open Interest |
113,686 |
775,465 |
+3,422 |
Brent Crude Oil(ICE) |
Oct07 |
070906 |
74.50 |
75.70 |
73.74 |
74.77 |
+0.43 |
69,177 |
74,835 |
-3,722 |
Nov07 |
070906 |
74.00 |
75.13 |
73.38 |
74.39 |
+0.59 |
70,121 |
166,108 |
+10,841 |
Dec07 |
070906 |
73.69 |
74.55 |
73.05 |
74.08 |
+0.66 |
53,164 |
122,853 |
+8,669 |
Jan08 |
070906 |
73.34 |
73.93 |
72.85 |
73.72 |
+0.69 |
12,827 |
29,810 |
+2,225 |
Feb08 |
070906 |
73.01 |
73.44 |
72.81 |
73.35 |
+0.67 |
3,326 |
17,282 |
-197 |
Mar08 |
070906 |
72.73 |
73.06 |
72.58 |
73.00 |
+0.62 |
2,728 |
14,182 |
+604 |
Apr08 |
070906 |
72.57 |
72.68 |
72.57 |
72.68 |
+0.56 |
655 |
10,450 |
-58 |
May08 |
070906 |
72.40 |
72.40 |
72.40 |
72.40 |
+0.52 |
513 |
3,853 |
+150 |
Jun08 |
070906 |
71.62 |
72.14 |
71.37 |
72.14 |
+0.49 |
2,588 |
29,525 |
+1,340 |
Jul08 |
070906 |
71.94 |
71.94 |
71.94 |
71.94 |
+0.46 |
0 |
5,498 |
+0 |
Aug08 |
070906 |
71.76 |
71.76 |
71.76 |
71.76 |
+0.45 |
200 |
3,019 |
+0 |
Sep08 |
070906 |
71.05 |
71.59 |
71.05 |
71.59 |
+0.42 |
0 |
3,707 |
+0 |
Oct08 |
070906 |
71.46 |
71.46 |
71.46 |
71.46 |
+0.43 |
0 |
4,392 |
+0 |
Nov08 |
070906 |
71.34 |
71.34 |
71.34 |
71.34 |
+0.45 |
0 |
3,417 |
+0 |
Total Volume and Open Interest |
224,219 |
634,589 |
+18,983 |
Gas Oil(ICE) |
Sep07 |
070905 |
649.50 |
657.00 |
649.00 |
651.00 |
+2.75 |
16,279 |
45,638 |
-2,237 |
Oct07 |
070905 |
650.75 |
657.25 |
650.00 |
651.25 |
+1.75 |
17,017 |
87,843 |
+2,893 |
Nov07 |
070905 |
650.25 |
655.00 |
649.50 |
649.50 |
+0.50 |
5,481 |
34,805 |
+876 |
Dec07 |
070905 |
649.75 |
653.75 |
647.50 |
647.75 |
-0.50 |
2,734 |
44,765 |
+490 |
Jan08 |
070905 |
654.50 |
654.50 |
649.00 |
649.50 |
-1.25 |
1,433 |
39,148 |
+462 |
Feb08 |
070905 |
650.25 |
650.25 |
645.25 |
645.25 |
-1.75 |
231 |
10,291 |
+65 |
Mar08 |
070905 |
641.75 |
641.75 |
639.25 |
639.50 |
-1.75 |
125 |
8,033 |
-145 |
Apr08 |
070905 |
635.50 |
635.50 |
633.00 |
633.00 |
-2.00 |
20 |
3,909 |
+37 |
May08 |
070905 |
630.00 |
630.00 |
627.00 |
627.00 |
-2.50 |
0 |
6,405 |
+0 |
Jun08 |
070905 |
626.25 |
626.25 |
622.75 |
622.75 |
-2.75 |
871 |
30,084 |
-464 |
Total Volume and Open Interest |
115,815 |
341,943 |
-2,378 |
Ethanol(CBOT) |
Sep07 |
070906 |
1.640 |
1.640 |
1.640 |
1.640 |
-0.010 |
0 |
62 |
-4 |
Oct07 |
070906 |
1.561 |
1.561 |
1.530 |
1.539 |
-0.021 |
6 |
184 |
+0 |
Nov07 |
070906 |
1.580 |
1.580 |
1.580 |
1.580 |
-0.039 |
0 |
89 |
+1 |
Dec07 |
070906 |
1.580 |
1.580 |
1.580 |
1.580 |
-0.039 |
0 |
165 |
+0 |
Jan08 |
070906 |
1.580 |
1.580 |
1.580 |
1.580 |
-0.029 |
0 |
148 |
+0 |
Feb08 |
070906 |
1.580 |
1.580 |
1.580 |
1.580 |
-0.029 |
10 |
124 |
+0 |
Mar08 |
070906 |
1.580 |
1.580 |
1.580 |
1.580 |
-0.030 |
0 |
125 |
+0 |
Apr08 |
070906 |
1.580 |
1.580 |
1.580 |
1.580 |
-0.010 |
0 |
57 |
+0 |
Total Volume and Open Interest |
26 |
1,387 |
-1 |
WTI Crude Oil(ICE) |
Oct07 |
070906 |
75.92 |
77.42 |
75.33 |
76.30 |
+0.57 |
83,185 |
108,985 |
+4,677 |
Nov07 |
070906 |
74.99 |
76.19 |
74.29 |
75.31 |
+0.64 |
62,638 |
70,935 |
+7,639 |
Dec07 |
070906 |
73.80 |
74.89 |
73.19 |
74.17 |
+0.62 |
43,271 |
117,431 |
+4,199 |
Jan08 |
070906 |
72.82 |
73.90 |
72.39 |
73.34 |
+0.64 |
7,358 |
29,713 |
+2,522 |
Feb08 |
070906 |
72.65 |
72.71 |
72.10 |
72.70 |
+0.65 |
1,728 |
11,240 |
-48 |
Mar08 |
070906 |
71.78 |
72.24 |
71.62 |
72.24 |
+0.64 |
1,928 |
10,640 |
-121 |
Apr08 |
070906 |
71.75 |
72.10 |
71.75 |
71.93 |
+0.62 |
454 |
6,706 |
-1 |
May08 |
070906 |
71.71 |
71.71 |
71.71 |
71.71 |
+0.60 |
302 |
2,449 |
+114 |
Jun08 |
070906 |
71.07 |
71.54 |
70.91 |
71.54 |
+0.59 |
1,534 |
29,632 |
+44 |
Jul08 |
070906 |
71.39 |
71.39 |
71.39 |
71.39 |
+0.59 |
0 |
2,103 |
+0 |
Aug08 |
070906 |
71.25 |
71.25 |
71.25 |
71.25 |
+0.58 |
0 |
829 |
+0 |
Sep08 |
070906 |
71.00 |
71.12 |
71.00 |
71.12 |
+0.57 |
0 |
2,975 |
+0 |
Oct08 |
070906 |
71.01 |
71.01 |
71.01 |
71.01 |
+0.56 |
0 |
3,752 |
+0 |
Nov08 |
070906 |
70.90 |
70.90 |
70.90 |
70.90 |
+0.55 |
0 |
1,333 |
+0 |
Dec08 |
070906 |
70.25 |
70.80 |
69.97 |
70.79 |
+0.54 |
12,992 |
84,734 |
-1,403 |
Jan09 |
070906 |
70.68 |
70.68 |
70.68 |
70.68 |
+0.53 |
0 |
1,330 |
+0 |
Total Volume and Open Interest |
219,625 |
590,000 |
+15,344 |
US Dollar Index(ICE) |
Sep07 |
070906 |
80.635 |
80.660 |
80.330 |
80.450 |
-0.120 |
3,112 |
19,435 |
-541 |
Dec07 |
070906 |
80.270 |
80.460 |
80.120 |
80.250 |
-0.120 |
1,077 |
4,281 |
+680 |
Mar08 |
070906 |
80.130 |
80.130 |
80.130 |
80.130 |
-0.120 |
0 |
652 |
+0 |
Total Volume and Open Interest |
4,189 |
24,381 |
+139 |
Australian Dollar(CME) |
Sep07 |
070906 |
82.19 |
82.95 |
81.87 |
82.85 |
+0.61 |
48,360 |
96,995 |
-2,426 |
Dec07 |
070906 |
81.94 |
82.69 |
81.63 |
82.59 |
+0.62 |
2,185 |
4,159 |
+498 |
Mar08 |
070906 |
81.40 |
82.24 |
81.40 |
82.24 |
+0.62 |
0 |
152 |
+0 |
Total Volume and Open Interest |
50,546 |
101,599 |
-1,928 |
British Pound(CME) |
Sep07 |
070906 |
201.98 |
202.67 |
201.39 |
202.29 |
+0.26 |
98,068 |
120,292 |
-315 |
Dec07 |
070906 |
201.49 |
202.20 |
200.93 |
201.86 |
+0.26 |
14,078 |
14,810 |
+9,530 |
Mar08 |
070906 |
201.20 |
201.32 |
200.55 |
201.20 |
+0.25 |
16 |
44 |
+14 |
Total Volume and Open Interest |
112,162 |
135,169 |
+9,229 |
Canadian Dollar(CME) |
Sep07 |
070906 |
94.93 |
95.20 |
94.51 |
95.02 |
+0.09 |
55,318 |
113,879 |
-8,305 |
Dec07 |
070906 |
95.05 |
95.32 |
94.64 |
95.15 |
+0.09 |
12,592 |
22,258 |
+10,013 |
Mar08 |
070906 |
95.31 |
95.31 |
94.80 |
95.26 |
+0.09 |
0 |
867 |
+0 |
Jun08 |
070906 |
95.05 |
95.34 |
94.83 |
95.31 |
+0.09 |
9 |
342 |
+3 |
Total Volume and Open Interest |
67,959 |
137,664 |
+1,724 |
Japanese Yen(CME) |
Sep07 |
070906 |
87.00 |
87.21 |
86.64 |
86.85 |
-0.17 |
163,220 |
229,989 |
+1,299 |
Dec07 |
070906 |
87.98 |
88.26 |
87.72 |
87.92 |
-0.16 |
7,554 |
27,328 |
+3,017 |
Mar08 |
070906 |
88.70 |
88.78 |
88.69 |
88.78 |
-0.16 |
0 |
410 |
+0 |
Total Volume and Open Interest |
170,774 |
274,150 |
+4,316 |
Swiss Franc(CME) |
Sep07 |
070906 |
83.14 |
83.44 |
82.95 |
83.30 |
+0.16 |
75,286 |
122,157 |
-3,676 |
Dec07 |
070906 |
83.72 |
84.06 |
83.58 |
83.91 |
+0.16 |
2,032 |
6,257 |
+961 |
Mar08 |
070906 |
84.35 |
84.42 |
84.35 |
84.35 |
+0.16 |
0 |
18 |
+0 |
Total Volume and Open Interest |
77,318 |
128,441 |
-2,715 |
EuroFX(CME) |
Sep07 |
070906 |
136.55 |
137.16 |
136.40 |
136.91 |
+0.31 |
168,246 |
207,122 |
-6,062 |
Dec07 |
070906 |
136.89 |
137.51 |
136.77 |
137.27 |
+0.31 |
17,743 |
16,213 |
+8,020 |
Mar08 |
070906 |
137.13 |
137.59 |
137.10 |
137.41 |
+0.31 |
18 |
162 |
+11 |
Total Volume and Open Interest |
186,018 |
223,632 |
+1,970 |
Mexican Peso(CME) |
Sep07 |
070906 |
901.8 |
904.8 |
901.0 |
904.0 |
+2.2 |
20,985 |
79,228 |
+1,368 |
Oct07 |
070906 |
902.8 |
902.8 |
902.8 |
902.8 |
+2.2 |
0 |
68 |
+0 |
Total Volume and Open Interest |
24,247 |
112,605 |
+3,487 |
Brazilian Real(CME) |
Oct07 |
070906 |
512.90 |
512.90 |
507.00 |
512.90 |
+5.90 |
|
|
|
Nov07 |
070906 |
511.10 |
511.10 |
505.10 |
511.10 |
+6.00 |
|
|
|
Dec07 |
070906 |
504.20 |
509.90 |
504.20 |
509.90 |
+6.00 |
33 |
3,324 |
+33 |
Jan08 |
070906 |
508.50 |
508.50 |
502.40 |
508.50 |
+6.10 |
|
|
|
Total Volume and Open Interest |
33 |
3,324 |
+33 |
30-Year T-Bonds(CBOT) |
Sep07 |
070906 |
112~150 |
112~210 |
112~040 |
112~090 |
-0~070 |
94,278 |
110,892 |
-60,002 |
Dec07 |
070906 |
112~100 |
112~130 |
111~280 |
112~020 |
-0~050 |
383,011 |
846,634 |
+63,933 |
Mar08 |
070906 |
112~020 |
112~020 |
112~010 |
112~010 |
-0~040 |
31 |
1,047 |
+21 |
Total Volume and Open Interest |
477,341 |
958,697 |
+3,973 |
10-Year T-Notes(CBOT) |
Sep07 |
070906 |
110~070 |
110~095 |
109~270 |
109~305 |
-0~090 |
390,934 |
386,688 |
-144,579 |
Dec07 |
070906 |
109~245 |
109~255 |
109~125 |
109~160 |
-0~070 |
1,331,369 |
1,944,808 |
+167,716 |
Mar08 |
070906 |
109~055 |
109~055 |
109~055 |
109~055 |
-0~070 |
1,763 |
4,160 |
+1,474 |
Total Volume and Open Interest |
1,724,066 |
2,335,666 |
+24,611 |
5-Year T-Notes(CBOT) |
Sep07 |
070906 |
107~032 |
107~040 |
107~016 |
107~016 |
-0~024 |
57,675 |
0 |
+0 |
Dec07 |
070906 |
107~026 |
107~028 |
106~122 |
107~002 |
-0~028 |
560,384 |
0 |
+0 |
Mar08 |
070906 |
107~002 |
107~002 |
107~002 |
107~002 |
-0~028 |
|
|
|
Total Volume and Open Interest |
666,150 |
1,582,511 |
+1,408 |
2 Year T-Notes(CBOT) |
Sep07 |
070906 |
103~034 |
103~042 |
103~027 |
103~032 |
-0~010 |
60,476 |
119,515 |
-27,966 |
Dec07 |
070906 |
103~046 |
103~047 |
103~030 |
103~035 |
-0~011 |
226,938 |
813,588 |
+15,110 |
Total Volume and Open Interest |
287,414 |
933,103 |
-12,856 |
Eurodollars(CME) |
Sep07 |
070906 |
94.442 |
94.450 |
94.387 |
94.405 |
-0.037 |
406,654 |
1,608,818 |
+13,666 |
Dec07 |
070906 |
95.090 |
95.100 |
95.020 |
95.060 |
-0.035 |
426,674 |
1,570,500 |
+19,644 |
Mar08 |
070906 |
95.485 |
95.495 |
95.415 |
95.440 |
-0.050 |
425,339 |
1,644,741 |
+45,448 |
Jun08 |
070906 |
95.590 |
95.605 |
95.520 |
95.540 |
-0.045 |
487,936 |
1,358,200 |
-17,876 |
Sep08 |
070906 |
95.590 |
95.595 |
95.525 |
95.545 |
-0.035 |
455,579 |
1,203,350 |
+13,620 |
Dec08 |
070906 |
95.550 |
95.555 |
95.485 |
95.505 |
-0.035 |
275,207 |
1,101,884 |
+4,386 |
Mar09 |
070906 |
95.495 |
95.500 |
95.425 |
95.445 |
-0.035 |
164,152 |
661,127 |
+6,551 |
Jun09 |
070906 |
95.425 |
95.435 |
95.360 |
95.380 |
-0.035 |
126,746 |
510,868 |
+2,254 |
Sep09 |
070906 |
95.370 |
95.380 |
95.310 |
95.330 |
-0.025 |
67,370 |
337,715 |
+9,191 |
Dec09 |
070906 |
95.295 |
95.315 |
95.250 |
95.270 |
-0.020 |
45,124 |
245,213 |
+210 |
Mar10 |
070906 |
95.235 |
95.275 |
95.215 |
95.235 |
-0.015 |
24,446 |
159,386 |
-988 |
Jun10 |
070906 |
95.180 |
95.220 |
95.160 |
95.185 |
-0.010 |
21,658 |
135,360 |
+388 |
Sep10 |
070906 |
95.165 |
95.165 |
95.110 |
95.135 |
-0.005 |
9,496 |
99,307 |
-2,355 |
Dec10 |
070906 |
95.060 |
95.100 |
95.050 |
95.075 |
unch |
8,508 |
108,990 |
-192 |
Mar11 |
070906 |
95.060 |
95.060 |
95.010 |
95.030 |
unch |
7,824 |
96,803 |
-593 |
Jun11 |
070906 |
94.995 |
95.010 |
94.950 |
94.975 |
+0.005 |
7,322 |
89,990 |
-617 |
Sep11 |
070906 |
94.925 |
94.950 |
94.895 |
94.925 |
+0.005 |
6,335 |
77,822 |
-1,358 |
Dec11 |
070906 |
94.870 |
94.890 |
94.835 |
94.865 |
+0.005 |
6,106 |
54,946 |
-857 |
Total Volume and Open Interest |
198,667 |
11,302,615 |
+94,708 |
30 Day Federal Funds(CBOT) |
Sep07 |
070906 |
95.005 |
95.010 |
95.005 |
95.010 |
-0.035 |
0 |
140,742 |
+131 |
Oct07 |
070906 |
95.160 |
95.160 |
95.105 |
95.105 |
-0.075 |
675 |
95,192 |
+1,358 |
Nov07 |
070906 |
95.350 |
95.350 |
95.305 |
95.305 |
-0.050 |
180 |
108,662 |
+267 |
Dec07 |
070906 |
95.460 |
95.460 |
95.425 |
95.425 |
-0.040 |
167 |
63,384 |
+1,749 |
Jan08 |
070906 |
95.475 |
95.475 |
95.475 |
95.475 |
-0.050 |
0 |
15,259 |
+451 |
Feb08 |
070906 |
95.570 |
95.570 |
95.570 |
95.570 |
-0.050 |
100 |
8,801 |
+84 |
Total Volume and Open Interest |
1,122 |
437,809 |
+4,161 |
30 Day Fed Funds(e-CBOT) |
Sep07 |
070906 |
95.040 |
95.045 |
94.995 |
95.015 |
-0.025 |
32,040 |
0 |
+0 |
Oct07 |
070906 |
95.170 |
95.175 |
95.095 |
95.105 |
-0.075 |
20,840 |
0 |
+0 |
Nov07 |
070906 |
95.350 |
95.365 |
95.300 |
95.310 |
-0.050 |
8,223 |
0 |
+0 |
Dec07 |
070906 |
95.470 |
95.470 |
95.410 |
95.425 |
-0.050 |
6,277 |
0 |
+0 |
Jan08 |
070906 |
95.540 |
95.540 |
95.460 |
95.470 |
-0.050 |
1,987 |
0 |
+0 |
Feb08 |
070906 |
95.590 |
95.605 |
95.590 |
95.595 |
-0.025 |
623 |
0 |
+0 |
Total Volume and Open Interest |
70,451 |
|
|
3-Mth Euro-Yen(CME) |
Sep07 |
070906 |
99.165 |
99.165 |
99.160 |
99.165 |
unch |
855 |
24,405 |
+177 |
Dec07 |
070906 |
99.150 |
99.150 |
99.145 |
99.150 |
unch |
1,111 |
12,364 |
-147 |
Mar08 |
070906 |
99.115 |
99.115 |
99.115 |
99.115 |
unch |
0 |
5,590 |
-1 |
Jun08 |
070906 |
99.070 |
99.080 |
99.070 |
99.080 |
+0.005 |
7 |
4,114 |
-150 |
Sep08 |
070906 |
99.025 |
99.025 |
99.020 |
99.025 |
+0.005 |
0 |
3,085 |
-200 |
Dec08 |
070906 |
98.955 |
98.955 |
98.950 |
98.955 |
+0.005 |
1 |
1,509 |
+0 |
Mar09 |
070906 |
98.885 |
98.885 |
98.880 |
98.885 |
+0.005 |
0 |
157 |
+0 |
Jun09 |
070906 |
98.810 |
98.810 |
98.805 |
98.810 |
+0.005 |
0 |
100 |
+0 |
Sep09 |
070906 |
98.720 |
98.720 |
98.715 |
98.720 |
+0.005 |
|
|
|
Dec09 |
070906 |
98.640 |
98.640 |
98.635 |
98.640 |
+0.005 |
|
|
|
Total Volume and Open Interest |
1,975 |
51,324 |
-321 |
3-Mth Euro-Yen(SGX) |
Sep07 |
070906 |
99.17 |
99.17 |
99.16 |
99.16 |
+0.01 |
650 |
79,953 |
-253 |
Dec07 |
070906 |
99.15 |
99.15 |
99.14 |
99.14 |
+0.00 |
900 |
56,688 |
-348 |
Mar08 |
070906 |
99.14 |
99.14 |
99.11 |
99.11 |
+0.00 |
1,404 |
42,728 |
+524 |
Jun08 |
070906 |
99.10 |
99.10 |
99.07 |
99.07 |
+0.00 |
260 |
23,540 |
-97 |
Sep08 |
070906 |
99.05 |
99.05 |
99.02 |
99.02 |
+0.00 |
109 |
12,391 |
+54 |
Dec08 |
070906 |
98.97 |
98.97 |
98.95 |
98.95 |
+0.00 |
319 |
8,921 |
+86 |
Mar09 |
070906 |
98.91 |
98.91 |
98.87 |
98.88 |
+0.00 |
16 |
4,590 |
+0 |
Jun09 |
070906 |
98.80 |
98.81 |
98.80 |
98.81 |
+0.00 |
0 |
1,168 |
+0 |
Total Volume and Open Interest |
3,658 |
232,329 |
-34 |
Japanese Gov't Bonds(SGX) |
Sep07 |
070906 |
135.89 |
136.00 |
135.51 |
135.70 |
+0.10 |
26,804 |
25,251 |
-7,103 |
Dec07 |
070906 |
135.63 |
135.63 |
135.15 |
135.35 |
+0.13 |
25,227 |
31,797 |
+16,630 |
Mar08 |
070906 |
135.35 |
135.35 |
135.35 |
135.35 |
+0.13 |
|
|
|
Total Volume and Open Interest |
52,031 |
57,048 |
+9,527 |
Euro-Bund(EUREX) |
Sep07 |
070906 |
113.88 |
113.99 |
113.81 |
113.99 |
+0.01 |
1,690,602 |
53,145 |
-726,616 |
Dec07 |
070906 |
113.53 |
113.80 |
113.43 |
113.75 |
+0.12 |
1,679,520 |
1,279,418 |
+490,374 |
Mar08 |
070906 |
113.75 |
114.06 |
113.75 |
114.06 |
+0.17 |
173 |
199 |
+97 |
Total Volume and Open Interest |
3,370,295 |
1,332,762 |
-236,145 |
Euro-Bobl(EUREX) |
Sep07 |
070906 |
108.10 |
108.10 |
107.92 |
108.07 |
-0.08 |
862,922 |
122,806 |
-452,035 |
Dec07 |
070906 |
108.01 |
108.12 |
107.88 |
108.11 |
+0.07 |
923,852 |
916,935 |
+308,988 |
Mar08 |
070906 |
107.93 |
107.93 |
107.93 |
107.93 |
+0.07 |
|
|
|
Total Volume and Open Interest |
1,786,774 |
1,039,741 |
-143,047 |
3-Mth Euribor(EUREX) |
Sep07 |
070906 |
95.315 |
95.355 |
95.300 |
95.335 |
+0.020 |
2,242 |
28,852 |
-681 |
Dec07 |
070906 |
95.475 |
95.505 |
95.465 |
95.495 |
+0.015 |
695 |
14,070 |
+169 |
Mar08 |
070906 |
95.635 |
95.705 |
95.635 |
95.690 |
+0.030 |
775 |
9,885 |
+93 |
Total Volume and Open Interest |
3,987 |
64,123 |
-488 |
Long Gilt(LIFFE) |
Sep07 |
070906 |
106~28 |
107~04 |
106~25 |
107~04 |
+0~05 |
26,852 |
63,228 |
-15,756 |
Dec07 |
070906 |
107~00 |
107~06 |
106~24 |
107~05 |
+0~05 |
115,440 |
298,430 |
+6,641 |
Total Volume and Open Interest |
142,292 |
361,658 |
-9,115 |
3-Mth Short Sterling(LIFFE) |
Sep07 |
070906 |
93.25 |
93.25 |
93.15 |
93.18 |
-0.09 |
195,961 |
521,789 |
+4,270 |
Dec07 |
070906 |
93.57 |
93.57 |
93.48 |
93.55 |
-0.04 |
112,865 |
537,023 |
-4,832 |
Mar08 |
070906 |
93.83 |
93.91 |
93.77 |
93.90 |
+0.05 |
108,779 |
454,512 |
-1,087 |
Jun08 |
070906 |
94.01 |
94.14 |
93.96 |
94.12 |
+0.09 |
103,899 |
403,297 |
+7,611 |
Sep08 |
070906 |
94.10 |
94.23 |
94.06 |
94.22 |
+0.09 |
110,348 |
312,479 |
-5,486 |
Dec08 |
070906 |
94.15 |
94.27 |
94.11 |
94.26 |
+0.08 |
51,008 |
240,888 |
-1,982 |
Total Volume and Open Interest |
724,124 |
2,845,250 |
-2,708 |
3-Mth Euribor(LIFFE) |
Sep07 |
070906 |
95.305 |
95.360 |
95.280 |
95.335 |
+0.025 |
292,008 |
915,358 |
-3,689 |
Dec07 |
070906 |
95.480 |
95.555 |
95.425 |
95.505 |
+0.025 |
226,678 |
801,073 |
+5,097 |
Mar08 |
070906 |
95.640 |
95.755 |
95.625 |
95.705 |
+0.050 |
171,365 |
552,527 |
+17,691 |
Total Volume and Open Interest |
1,093,074 |
4,077,930 |
+30,376 |
3-Mth Aus T-Bills(SFE) |
Sep07 |
070906 |
93.01 |
93.13 |
92.97 |
93.06 |
+0.04 |
45,890 |
506,253 |
+7,769 |
Dec07 |
070906 |
93.01 |
93.12 |
92.94 |
93.03 |
+0.01 |
72,746 |
398,434 |
+22,635 |
Mar08 |
070906 |
92.97 |
93.09 |
92.93 |
93.01 |
+0.02 |
35,376 |
192,563 |
+1,798 |
Jun08 |
070906 |
92.99 |
93.09 |
92.95 |
93.02 |
+0.02 |
9,427 |
116,471 |
-1,051 |
Sep08 |
070906 |
93.00 |
93.12 |
92.98 |
93.05 |
+0.03 |
3,049 |
60,200 |
+1,021 |
Dec08 |
070906 |
93.03 |
93.14 |
93.00 |
93.06 |
+0.02 |
2,913 |
43,387 |
+1,749 |
Mar09 |
070906 |
93.06 |
93.15 |
93.05 |
93.07 |
+0.02 |
2,000 |
33,461 |
-585 |
Jun09 |
070906 |
93.09 |
93.15 |
93.06 |
93.08 |
+0.03 |
433 |
20,037 |
+24 |
Sep09 |
070906 |
93.08 |
93.09 |
93.08 |
93.09 |
+0.03 |
3 |
2,392 |
+3 |
Dec09 |
070906 |
93.12 |
93.12 |
93.12 |
93.12 |
+0.04 |
0 |
637 |
+0 |
Total Volume and Open Interest |
171,837 |
1,374,018 |
+33,363 |
10-Year Aus T-Bonds(SFE) |
Sep07 |
070906 |
94.02 |
94.10 |
94.00 |
94.09 |
+0.06 |
68,524 |
533,707 |
-52,535 |
Dec07 |
070906 |
94.04 |
94.10 |
94.01 |
94.10 |
+0.06 |
5,746 |
8,551 |
+5,548 |
Total Volume and Open Interest |
74,270 |
542,258 |
-46,987 |
3-Year Aus T-Bonds(SFE) |
Sep07 |
070906 |
93.71 |
93.79 |
93.68 |
93.74 |
+0.03 |
150,734 |
817,854 |
-3,870 |
Dec07 |
070906 |
93.74 |
93.82 |
93.72 |
93.77 |
+0.03 |
19,761 |
27,926 |
+17,720 |
Total Volume and Open Interest |
170,495 |
845,780 |
+13,850 |
Gold(CMX) |
Oct07 |
070906 |
685.0 |
700.4 |
684.0 |
698.1 |
+13.8 |
1,735 |
30,342 |
-212 |
Dec07 |
070906 |
691.0 |
707.3 |
690.2 |
704.6 |
+13.9 |
63,440 |
201,196 |
+2,774 |
Feb08 |
070906 |
696.3 |
712.2 |
696.3 |
710.7 |
+14.0 |
509 |
16,090 |
-93 |
Apr08 |
070906 |
704.2 |
716.5 |
704.2 |
716.5 |
+14.1 |
1,124 |
16,792 |
-572 |
Jun08 |
070906 |
710.3 |
723.2 |
710.3 |
722.1 |
+14.2 |
199 |
15,178 |
-20 |
Aug08 |
070906 |
726.5 |
727.5 |
726.5 |
727.5 |
+14.3 |
520 |
8,707 |
+404 |
Oct08 |
070906 |
725.5 |
732.8 |
724.0 |
732.8 |
+14.4 |
0 |
1,595 |
+0 |
Dec08 |
070906 |
722.8 |
739.1 |
722.8 |
738.1 |
+14.5 |
754 |
16,154 |
-246 |
Feb09 |
070906 |
735.0 |
743.6 |
735.0 |
743.6 |
+14.6 |
0 |
11,614 |
+0 |
Apr09 |
070906 |
749.0 |
749.0 |
749.0 |
749.0 |
+14.7 |
0 |
1,725 |
+0 |
Jun09 |
070906 |
754.5 |
754.5 |
754.5 |
754.5 |
+14.8 |
51 |
11,253 |
-51 |
Total Volume and Open Interest |
68,527 |
341,594 |
+2,155 |
Silver(CMX) |
Sep07 |
070906 |
1223.0 |
1247.0 |
1223.0 |
1236.5 |
+17.5 |
187 |
486 |
-39 |
Dec07 |
070906 |
1237.5 |
1267.0 |
1235.0 |
1253.3 |
+17.8 |
13,140 |
73,982 |
-653 |
Mar08 |
070906 |
1255.5 |
1283.0 |
1253.0 |
1269.7 |
+18.1 |
938 |
7,589 |
-274 |
May08 |
070906 |
1280.0 |
1280.0 |
1280.0 |
1280.0 |
+18.3 |
8 |
5,138 |
-2 |
Jul08 |
070906 |
1295.0 |
1295.0 |
1290.1 |
1290.1 |
+18.6 |
191 |
4,914 |
-26 |
Sep08 |
070906 |
1299.7 |
1299.7 |
1299.7 |
1299.7 |
+18.9 |
2 |
979 |
+0 |
Dec08 |
070906 |
1320.0 |
1320.0 |
1313.0 |
1313.0 |
+19.1 |
1,561 |
6,557 |
+1,072 |
Total Volume and Open Interest |
16,196 |
108,051 |
+237 |
Platinum(NYMEX) |
Oct07 |
070906 |
1274.0 |
1292.0 |
1274.0 |
1288.9 |
+15.9 |
696 |
9,016 |
-310 |
Jan08 |
070906 |
1291.0 |
1301.5 |
1291.0 |
1298.9 |
+16.3 |
252 |
1,648 |
+95 |
Apr08 |
070906 |
1310.3 |
1310.3 |
1310.3 |
1310.3 |
+16.3 |
0 |
2 |
+0 |
Total Volume and Open Interest |
948 |
10,666 |
-215 |
Palladium(NYMEX) |
Sep07 |
070906 |
334.25 |
337.00 |
333.65 |
337.00 |
+4.40 |
42 |
442 |
-8 |
Dec07 |
070906 |
336.95 |
342.90 |
336.95 |
341.25 |
+4.40 |
459 |
13,327 |
+24 |
Mar08 |
070906 |
346.00 |
346.00 |
346.00 |
346.00 |
+4.40 |
8 |
781 |
+0 |
Total Volume and Open Interest |
538 |
16,545 |
+34 |
Copper(CMX) |
Sep07 |
070906 |
327.00 |
333.60 |
325.00 |
331.55 |
+3.65 |
1,150 |
3,107 |
-737 |
Dec07 |
070906 |
325.15 |
335.00 |
323.00 |
330.25 |
+3.95 |
10,303 |
50,319 |
+264 |
Mar08 |
070906 |
323.00 |
330.15 |
321.20 |
327.75 |
+3.80 |
369 |
6,467 |
+196 |
May08 |
070906 |
324.85 |
324.85 |
324.85 |
324.85 |
+3.90 |
23 |
981 |
-20 |
Jul08 |
070906 |
321.40 |
321.40 |
321.40 |
321.40 |
+3.90 |
6 |
516 |
+1 |
Total Volume and Open Interest |
12,124 |
68,932 |
-224 |
DJIA Index(CBOT) |
Sep07 |
070906 |
13333 |
13417 |
13295 |
13378 |
+35 |
4,327 |
37,469 |
+50 |
Dec07 |
070906 |
13435 |
13505 |
13400 |
13476 |
+35 |
536 |
711 |
+43 |
Mar08 |
070906 |
13562 |
13562 |
13562 |
13562 |
+35 |
0 |
4 |
+0 |
Jun08 |
070906 |
13656 |
13656 |
13656 |
13656 |
+35 |
|
|
|
Total Volume and Open Interest |
4,863 |
38,184 |
+93 |
E-mini DJIA Index(CBOT) |
Sep07 |
070906 |
13332 |
13417 |
13293 |
13378 |
+35 |
174,005 |
96,129 |
-1,729 |
Dec07 |
070906 |
13430 |
13510 |
13395 |
13476 |
+35 |
480 |
699 |
-37 |
Mar08 |
070906 |
13562 |
13562 |
13562 |
13562 |
+35 |
|
|
|
Jun08 |
070906 |
13656 |
13656 |
13656 |
13656 |
+35 |
|
|
|
Total Volume and Open Interest |
174,485 |
96,828 |
-1,766 |
S & P 500(CME) |
Sep07 |
070906 |
1476.30 |
1484.00 |
1469.80 |
1479.60 |
+3.00 |
56,463 |
508,443 |
-7,084 |
Dec07 |
070906 |
1491.20 |
1495.70 |
1483.00 |
1492.60 |
+2.90 |
12,913 |
149,165 |
+9,305 |
Mar08 |
070906 |
1503.80 |
1505.90 |
1493.90 |
1503.80 |
+2.90 |
50 |
7,545 |
+5 |
Jun08 |
070906 |
1514.80 |
1516.90 |
1504.90 |
1514.80 |
+2.90 |
0 |
265 |
+0 |
Total Volume and Open Interest |
69,577 |
668,741 |
+2,277 |
S & P 500 E-Mini(Globex) |
Sep07 |
070906 |
1476.25 |
1484.50 |
1469.50 |
1479.50 |
+3.00 |
1,938,199 |
1,934,244 |
+19,854 |
Dec07 |
070906 |
1489.25 |
1497.25 |
1482.75 |
1492.50 |
+2.75 |
36,493 |
180,856 |
+8,812 |
Total Volume and Open Interest |
1,974,692 |
2,115,101 |
+28,666 |
NASDAQ 100(CME) |
Sep07 |
070906 |
1999.80 |
2011.00 |
1988.00 |
2003.80 |
+0.50 |
4,367 |
71,189 |
+100 |
Dec07 |
070906 |
2027.00 |
2034.00 |
2016.00 |
2027.80 |
unch |
174 |
309 |
+98 |
Mar08 |
070906 |
2050.50 |
2050.50 |
2050.50 |
2050.50 |
unch |
|
|
|
Total Volume and Open Interest |
4,541 |
71,518 |
+198 |
NASDAQ 100 E-Mini(Globex) |
Sep07 |
070906 |
2002.50 |
2011.00 |
1988.80 |
2003.80 |
+0.50 |
359,771 |
436,860 |
+3,837 |
Dec07 |
070906 |
2028.30 |
2035.50 |
2014.00 |
2027.80 |
unch |
760 |
5,443 |
+34 |
Total Volume and Open Interest |
360,531 |
442,303 |
+3,871 |
S & P Midcap 400(CME) |
Sep07 |
070906 |
869.50 |
872.50 |
862.00 |
871.10 |
+1.60 |
109 |
6,794 |
-2 |
Dec07 |
070906 |
879.60 |
879.75 |
879.60 |
879.60 |
+1.35 |
1 |
1 |
+1 |
Mar08 |
070906 |
889.60 |
889.60 |
889.50 |
889.60 |
+1.60 |
|
|
|
Total Volume and Open Interest |
110 |
6,795 |
-1 |
Russell 2000 E-Mini(Globex) |
Sep07 |
070906 |
794.20 |
797.20 |
785.70 |
793.60 |
-1.10 |
225,100 |
604,037 |
+5,314 |
Dec07 |
070906 |
798.60 |
802.40 |
791.70 |
799.60 |
-1.00 |
2,574 |
5,809 |
+1,861 |
Mar08 |
070906 |
805.50 |
805.50 |
805.50 |
805.50 |
-1.00 |
|
|
|
Total Volume and Open Interest |
227,674 |
609,846 |
+12,417 |
Nikkei 225(CME) |
Sep07 |
070906 |
16170 |
16240 |
16110 |
16195 |
+90 |
18,668 |
63,081 |
+3,179 |
Dec07 |
070906 |
16140 |
16200 |
16110 |
16195 |
+90 |
7,920 |
13,599 |
+6,181 |
Total Volume and Open Interest |
26,588 |
76,681 |
+9,360 |
Nikkei 225(SGX) |
Sep07 |
070906 |
16125 |
16270 |
15835 |
16235 |
+15 |
110,688 |
263,032 |
+7,229 |
Dec07 |
070906 |
16115 |
16245 |
15815 |
16205 |
+85 |
2,675 |
6,934 |
+968 |
Mar08 |
070906 |
16240 |
16240 |
16240 |
16240 |
+100 |
0 |
2 |
+0 |
Total Volume and Open Interest |
113,363 |
270,009 |
+8,197 |
CAC 40(EURONEXT) |
Sep07 |
070906 |
5593.0 |
5607.0 |
5510.0 |
5586.5 |
+28.0 |
140,702 |
573,349 |
+16,999 |
Oct07 |
070906 |
5612.5 |
5619.0 |
5541.0 |
5604.5 |
+28.0 |
241 |
1,299 |
+197 |
Nov07 |
070906 |
5628.5 |
5630.5 |
5551.0 |
5613.5 |
+28.0 |
462 |
347 |
+89 |
Total Volume and Open Interest |
142,073 |
579,402 |
+17,754 |
Hang Seng Index(HKFE) |
Sep07 |
070906 |
23850 |
24114 |
23830 |
24071 |
+21 |
61,124 |
125,512 |
+2,394 |
Oct07 |
070906 |
23899 |
24166 |
23899 |
24145 |
+29 |
1,137 |
1,064 |
+578 |
Total Volume and Open Interest |
62,424 |
127,913 |
+3,029 |
DAX(EUREX) |
Sep07 |
070906 |
7645.0 |
7667.0 |
7521.0 |
7624.0 |
+12.0 |
192,025 |
276,794 |
-3,579 |
Dec07 |
070906 |
7733.0 |
7750.0 |
7621.0 |
7710.5 |
+11.5 |
1,049 |
22,589 |
+83 |
Mar08 |
070906 |
7840.0 |
7840.0 |
7723.0 |
7796.0 |
+10.0 |
113 |
2,165 |
+3 |
Total Volume and Open Interest |
193,187 |
301,548 |
-3,493 |
FT-SE 100(EURONEXT) |
Sep07 |
070906 |
6334.00 |
6348.00 |
6225.50 |
6310.00 |
+25.50 |
146,996 |
507,606 |
-7,430 |
Dec07 |
070906 |
6397.00 |
6418.00 |
6297.00 |
6378.50 |
+26.00 |
17,214 |
27,875 |
+12,901 |
Mar08 |
070906 |
6386.00 |
6403.50 |
6348.50 |
6403.50 |
+27.00 |
0 |
3,118 |
+1,660 |
Total Volume and Open Interest |
164,210 |
538,610 |
+7,131 |
SPI 200(SFE) |
Sep07 |
070906 |
6248.0 |
6283.0 |
6155.0 |
6274.0 |
+23.0 |
24,409 |
429,095 |
+6,488 |
Dec07 |
070906 |
6257.0 |
6319.0 |
6224.0 |
6319.0 |
+23.0 |
119 |
5,331 |
+58 |
Mar08 |
070906 |
6328.0 |
6328.0 |
6328.0 |
6328.0 |
+23.0 |
0 |
1,132 |
+0 |
Total Volume and Open Interest |
24,528 |
437,155 |
+6,546 |
GSCI(CME) |
Sep07 |
070906 |
507.00 |
510.50 |
503.80 |
506.00 |
+1.50 |
1,650 |
19,421 |
-1,467 |
Oct07 |
070906 |
508.00 |
512.00 |
506.40 |
508.75 |
+2.05 |
1,432 |
1,558 |
+1,433 |
Nov07 |
070906 |
510.50 |
512.00 |
507.00 |
510.00 |
+2.20 |
|
|
|
Total Volume and Open Interest |
3,082 |
20,979 |
-34 |
Reuters CCI(ICE) |
Nov07 |
070906 |
418.50 |
418.50 |
416.50 |
418.50 |
+2.00 |
184 |
743 |
-116 |
Jan08 |
070906 |
418.50 |
420.00 |
418.50 |
420.00 |
+1.50 |
0 |
414 |
+0 |
Feb08 |
070906 |
418.50 |
419.50 |
418.50 |
419.50 |
+1.00 |
0 |
223 |
+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. |
|
|