|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri September 07, 2007 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep07 |
070907 |
879.50 |
892.75 |
872.50 |
891.00 |
+13.00 |
5,561 |
2,823 |
-1,150 |
Nov07 |
070907 |
892.75 |
908.25 |
887.00 |
905.25 |
+12.75 |
67,429 |
288,183 |
-1,579 |
Jan08 |
070907 |
906.25 |
922.50 |
902.50 |
920.25 |
+12.25 |
10,341 |
48,729 |
+1,458 |
Mar08 |
070907 |
918.75 |
934.00 |
914.00 |
931.50 |
+12.50 |
2,820 |
29,920 |
+552 |
May08 |
070907 |
926.00 |
940.00 |
920.75 |
938.00 |
+11.75 |
2,524 |
27,578 |
-62 |
Jul08 |
070907 |
932.00 |
949.00 |
931.00 |
947.25 |
+12.75 |
2,516 |
36,788 |
-230 |
Aug08 |
070907 |
940.00 |
940.00 |
940.00 |
940.00 |
+14.00 |
3 |
618 |
+2 |
Sep08 |
070907 |
910.00 |
915.00 |
910.00 |
915.00 |
+8.00 |
0 |
366 |
+0 |
Nov08 |
070907 |
904.00 |
914.00 |
893.00 |
913.00 |
+8.50 |
5,274 |
56,231 |
+1,200 |
Jan09 |
070907 |
905.00 |
913.50 |
900.00 |
913.50 |
+4.50 |
20 |
456 |
+6 |
Jul09 |
070907 |
920.00 |
920.00 |
920.00 |
920.00 |
unch |
0 |
261 |
+5 |
Total Volume and Open Interest |
96,533 |
498,308 |
+214 |
Soybean Meal(CBOT) |
Sep07 |
070907 |
242.80 |
247.50 |
240.60 |
247.40 |
+4.60 |
8,073 |
3,491 |
-1,123 |
Oct07 |
070907 |
244.50 |
249.30 |
242.20 |
248.70 |
+4.40 |
15,138 |
28,220 |
-416 |
Dec07 |
070907 |
249.10 |
255.00 |
247.20 |
254.40 |
+5.20 |
23,430 |
94,710 |
-714 |
Jan08 |
070907 |
253.50 |
256.50 |
250.00 |
256.00 |
+4.70 |
1,866 |
15,145 |
+141 |
Mar08 |
070907 |
255.00 |
259.50 |
252.50 |
259.50 |
+4.70 |
2,197 |
17,383 |
+272 |
May08 |
070907 |
255.80 |
260.50 |
254.00 |
259.70 |
+4.50 |
1,229 |
19,816 |
+238 |
Jul08 |
070907 |
257.00 |
262.50 |
256.50 |
262.50 |
+4.50 |
1,170 |
15,286 |
+86 |
Aug08 |
070907 |
255.00 |
260.50 |
255.00 |
260.00 |
+4.00 |
63 |
3,061 |
+5 |
Sep08 |
070907 |
254.00 |
257.50 |
254.00 |
257.50 |
+2.50 |
165 |
3,771 |
+61 |
Oct08 |
070907 |
250.50 |
251.00 |
250.00 |
250.00 |
unch |
2 |
1,638 |
+2 |
Total Volume and Open Interest |
53,703 |
209,965 |
-1,338 |
Soybean Oil(CBOT) |
Sep07 |
070907 |
37.44 |
37.44 |
36.95 |
37.28 |
+0.20 |
4,598 |
3,394 |
-705 |
Oct07 |
070907 |
37.25 |
37.75 |
37.08 |
37.44 |
+0.20 |
12,440 |
32,638 |
-1,062 |
Dec07 |
070907 |
37.74 |
38.10 |
37.57 |
37.91 |
+0.17 |
20,077 |
154,291 |
+1,285 |
Jan08 |
070907 |
38.10 |
38.32 |
37.96 |
38.25 |
+0.19 |
2,921 |
22,714 |
+847 |
Mar08 |
070907 |
38.33 |
38.65 |
38.30 |
38.56 |
+0.16 |
2,507 |
15,260 |
+341 |
May08 |
070907 |
38.55 |
38.80 |
38.48 |
38.76 |
+0.23 |
958 |
11,605 |
+148 |
Jul08 |
070907 |
38.70 |
39.00 |
38.65 |
38.93 |
+0.20 |
970 |
13,831 |
+272 |
Aug08 |
070907 |
38.85 |
38.95 |
38.85 |
38.92 |
+0.17 |
7 |
939 |
+1 |
Sep08 |
070907 |
38.92 |
38.92 |
38.92 |
38.92 |
+0.19 |
0 |
528 |
+0 |
Oct08 |
070907 |
38.92 |
38.92 |
38.92 |
38.92 |
+0.19 |
0 |
599 |
+0 |
Total Volume and Open Interest |
44,790 |
269,948 |
+1,043 |
Canola(WCE) |
Corn(CBOT) |
Sep07 |
070907 |
323.25 |
332.25 |
319.75 |
331.25 |
+8.00 |
25,019 |
11,430 |
-2,884 |
Dec07 |
070907 |
339.25 |
349.25 |
335.50 |
347.50 |
+8.25 |
105,650 |
625,961 |
-1,912 |
Mar08 |
070907 |
355.75 |
365.25 |
352.25 |
364.00 |
+8.25 |
16,974 |
136,777 |
+1,411 |
May08 |
070907 |
365.50 |
375.00 |
362.75 |
374.00 |
+8.00 |
3,810 |
36,263 |
+186 |
Jul08 |
070907 |
374.50 |
384.00 |
371.25 |
383.25 |
+8.50 |
7,271 |
88,893 |
+2,150 |
Sep08 |
070907 |
383.00 |
392.00 |
381.00 |
392.00 |
+8.00 |
197 |
11,926 |
+51 |
Dec08 |
070907 |
392.00 |
401.00 |
390.00 |
400.50 |
+7.75 |
9,994 |
138,451 |
+1,876 |
Mar09 |
070907 |
401.00 |
409.00 |
399.00 |
408.00 |
+7.00 |
137 |
4,795 |
+70 |
Jul09 |
070907 |
414.50 |
414.50 |
414.50 |
414.50 |
+6.75 |
0 |
1,206 |
-6 |
Total Volume and Open Interest |
169,483 |
1,087,317 |
+1,003 |
Wheat(CBOT) |
Sep07 |
070907 |
818.50 |
840.00 |
808.75 |
840.00 |
+24.00 |
2,255 |
2,484 |
-1,234 |
Dec07 |
070907 |
824.00 |
848.00 |
815.50 |
843.50 |
+19.50 |
64,353 |
247,696 |
-443 |
Mar08 |
070907 |
821.00 |
845.00 |
813.75 |
843.50 |
+19.50 |
8,552 |
35,546 |
+330 |
May08 |
070907 |
758.25 |
770.00 |
744.75 |
757.50 |
+1.50 |
1,645 |
5,920 |
+204 |
Jul08 |
070907 |
604.50 |
607.00 |
591.00 |
593.50 |
-13.00 |
7,775 |
58,100 |
+2,094 |
Sep08 |
070907 |
600.00 |
603.00 |
596.00 |
597.50 |
-10.50 |
105 |
1,968 |
+2 |
Total Volume and Open Interest |
86,275 |
375,378 |
+1,134 |
Wheat(KCBT) |
Sep07 |
070907 |
806.00 |
810.00 |
783.00 |
810.00 |
+20.00 |
376 |
1,264 |
-217 |
Dec07 |
070907 |
787.50 |
810.00 |
781.00 |
807.50 |
+18.75 |
21,793 |
119,946 |
-2,366 |
Mar08 |
070907 |
783.00 |
805.00 |
778.50 |
798.25 |
+13.25 |
5,509 |
14,327 |
+1,446 |
May08 |
070907 |
740.00 |
750.00 |
740.00 |
748.00 |
-2.00 |
57 |
210 |
+12 |
Jul08 |
070907 |
595.75 |
602.00 |
590.50 |
595.25 |
-3.50 |
1,965 |
14,184 |
+925 |
Sep08 |
070907 |
603.50 |
605.00 |
596.00 |
599.00 |
-1.00 |
60 |
641 |
+27 |
Total Volume and Open Interest |
29,884 |
152,431 |
-161 |
Wheat(MGE) |
Sep07 |
070907 |
758.00 |
773.00 |
758.00 |
771.00 |
+11.00 |
48 |
222 |
-281 |
Dec07 |
070907 |
760.25 |
780.00 |
754.00 |
774.00 |
+14.25 |
10,563 |
48,673 |
+1,211 |
Mar08 |
070907 |
768.75 |
784.00 |
761.50 |
783.75 |
+15.75 |
2,091 |
8,300 |
+463 |
May08 |
070907 |
763.00 |
775.00 |
749.75 |
772.00 |
+9.00 |
244 |
767 |
+90 |
Jul08 |
070907 |
680.00 |
680.00 |
670.00 |
670.00 |
-20.00 |
47 |
543 |
+13 |
Total Volume and Open Interest |
13,282 |
61,705 |
+1,503 |
Oats(CBOT) |
Sep07 |
070907 |
253.50 |
253.50 |
253.50 |
253.50 |
+2.50 |
0 |
3 |
-1 |
Dec07 |
070907 |
260.00 |
264.75 |
258.00 |
263.75 |
+3.25 |
836 |
12,144 |
+92 |
Mar08 |
070907 |
272.00 |
274.00 |
272.00 |
274.00 |
+4.00 |
58 |
1,684 |
-10 |
May08 |
070907 |
275.00 |
275.00 |
275.00 |
275.00 |
+2.00 |
0 |
158 |
+0 |
Total Volume and Open Interest |
894 |
14,015 |
+81 |
Rough Rice(CBOT) |
Sep07 |
070907 |
10.93 |
10.93 |
10.93 |
10.93 |
+0.10 |
21 |
29 |
-28 |
Nov07 |
070907 |
11.09 |
11.23 |
11.01 |
11.20 |
+0.10 |
676 |
11,000 |
-150 |
Jan08 |
070907 |
11.35 |
11.52 |
11.35 |
11.50 |
+0.08 |
66 |
1,487 |
-3 |
Mar08 |
070907 |
11.75 |
11.75 |
11.75 |
11.75 |
+0.04 |
0 |
951 |
+25 |
Total Volume and Open Interest |
912 |
13,821 |
-110 |
Live Cattle(CME) |
Oct07 |
070907 |
96.885 |
97.100 |
96.050 |
96.100 |
-0.700 |
13,241 |
109,598 |
-4,088 |
Dec07 |
070907 |
100.100 |
100.500 |
99.330 |
99.450 |
-0.780 |
10,119 |
64,673 |
+1,071 |
Feb08 |
070907 |
101.050 |
101.050 |
100.250 |
100.400 |
-0.550 |
3,426 |
32,756 |
+1,281 |
Apr08 |
070907 |
101.200 |
101.200 |
100.350 |
100.830 |
-0.420 |
2,067 |
17,119 |
+604 |
Jun08 |
070907 |
96.180 |
96.800 |
96.180 |
96.750 |
-0.100 |
386 |
6,553 |
+166 |
Aug08 |
070907 |
95.500 |
95.500 |
95.300 |
95.450 |
+0.050 |
224 |
1,208 |
+49 |
Total Volume and Open Interest |
29,463 |
231,907 |
-917 |
Feeder Cattle(CME) |
Sep07 |
070907 |
120.200 |
120.200 |
118.650 |
118.800 |
-0.680 |
334 |
5,003 |
-138 |
Oct07 |
070907 |
119.250 |
119.300 |
118.250 |
118.330 |
-0.820 |
1,585 |
13,688 |
+89 |
Nov07 |
070907 |
119.450 |
119.450 |
118.450 |
118.580 |
-0.870 |
981 |
6,669 |
+274 |
Jan08 |
070907 |
117.300 |
117.350 |
116.350 |
116.550 |
-0.930 |
635 |
3,689 |
+285 |
Mar08 |
070907 |
114.700 |
114.700 |
113.850 |
113.900 |
-0.800 |
127 |
794 |
+66 |
Apr08 |
070907 |
114.850 |
114.850 |
114.350 |
114.450 |
-0.530 |
26 |
313 |
+14 |
May08 |
070907 |
114.425 |
114.425 |
114.000 |
114.300 |
-0.630 |
30 |
660 |
+20 |
Total Volume and Open Interest |
3,719 |
30,817 |
+611 |
Lean Hogs(CME) |
Oct07 |
070907 |
66.200 |
66.400 |
65.650 |
66.300 |
+0.300 |
7,970 |
66,493 |
-952 |
Dec07 |
070907 |
67.900 |
68.000 |
67.250 |
67.950 |
+0.025 |
8,010 |
56,967 |
+1,779 |
Feb08 |
070907 |
70.250 |
70.700 |
69.950 |
70.600 |
+0.050 |
2,231 |
21,615 |
+294 |
Apr08 |
070907 |
70.650 |
71.175 |
70.350 |
71.075 |
+0.125 |
1,179 |
17,414 |
+10 |
May08 |
070907 |
74.125 |
74.150 |
74.100 |
74.150 |
-0.100 |
0 |
1,530 |
-5 |
Jun08 |
070907 |
76.700 |
76.900 |
76.400 |
76.875 |
+0.175 |
159 |
9,648 |
+121 |
Jul08 |
070907 |
75.100 |
75.250 |
74.600 |
75.250 |
+0.150 |
23 |
2,292 |
+20 |
Aug08 |
070907 |
72.600 |
72.700 |
72.200 |
72.700 |
-0.250 |
218 |
812 |
+152 |
Total Volume and Open Interest |
24,577 |
176,861 |
+1,419 |
Class III Milk(CME) |
Sep07 |
070907 |
20.28 |
20.32 |
20.21 |
20.29 |
+0.01 |
316 |
4,826 |
-14 |
Oct07 |
070907 |
19.99 |
20.34 |
19.91 |
20.07 |
-0.15 |
791 |
4,343 |
+154 |
Nov07 |
070907 |
19.02 |
19.17 |
18.67 |
18.73 |
-0.30 |
362 |
3,673 |
+44 |
Dec07 |
070907 |
18.05 |
18.25 |
17.87 |
17.97 |
-0.03 |
823 |
3,823 |
+209 |
Jan08 |
070907 |
17.00 |
17.04 |
16.80 |
16.90 |
-0.01 |
144 |
1,970 |
+6 |
Total Volume and Open Interest |
2,685 |
32,953 |
+463 |
Cocoa(ICE) |
Sep07 |
070907 |
1877 |
1877 |
1877 |
1877 |
+3 |
11 |
106 |
-30 |
Dec07 |
070907 |
1845 |
1857 |
1825 |
1836 |
+1 |
15,884 |
64,657 |
-1,492 |
Mar08 |
070907 |
1852 |
1869 |
1847 |
1852 |
unch |
2,398 |
28,960 |
+77 |
May08 |
070907 |
1870 |
1877 |
1861 |
1863 |
unch |
486 |
6,747 |
-26 |
Jul08 |
070907 |
1885 |
1885 |
1879 |
1879 |
+1 |
211 |
3,635 |
+68 |
Sep08 |
070907 |
1895 |
1895 |
1895 |
1895 |
+1 |
95 |
3,951 |
-7 |
Dec08 |
070907 |
1920 |
1920 |
1920 |
1920 |
unch |
249 |
11,786 |
+37 |
Total Volume and Open Interest |
19,334 |
120,466 |
-1,373 |
Coffee "C"(ICE) |
Sep07 |
070907 |
113.70 |
114.25 |
113.50 |
113.75 |
+0.20 |
21 |
142 |
-78 |
Dec07 |
070907 |
116.45 |
117.95 |
116.25 |
116.90 |
+0.15 |
10,462 |
102,638 |
-101 |
Mar08 |
070907 |
120.50 |
121.60 |
120.15 |
120.75 |
+0.25 |
788 |
22,037 |
+95 |
May08 |
070907 |
123.40 |
123.65 |
122.90 |
122.95 |
+0.20 |
445 |
7,308 |
+264 |
Jul08 |
070907 |
124.95 |
125.00 |
124.95 |
124.95 |
+0.20 |
116 |
3,254 |
-22 |
Sep08 |
070907 |
126.80 |
126.90 |
126.75 |
126.75 |
+0.10 |
79 |
9,324 |
+21 |
Total Volume and Open Interest |
11,995 |
157,233 |
+192 |
Orange Juice(ICE) |
Sep07 |
070907 |
123.50 |
123.50 |
122.00 |
122.00 |
-0.40 |
28 |
206 |
-31 |
Nov07 |
070907 |
113.50 |
116.00 |
113.50 |
115.20 |
+0.30 |
1,261 |
18,146 |
+184 |
Jan08 |
070907 |
115.25 |
116.00 |
114.75 |
115.75 |
+0.50 |
176 |
4,376 |
+109 |
Mar08 |
070907 |
116.50 |
116.80 |
115.75 |
116.75 |
+0.50 |
169 |
3,562 |
+35 |
May08 |
070907 |
117.25 |
117.75 |
117.25 |
117.75 |
+0.50 |
5 |
561 |
+0 |
Jul08 |
070907 |
118.75 |
118.75 |
118.75 |
118.75 |
+0.50 |
0 |
136 |
+0 |
Total Volume and Open Interest |
1,639 |
27,969 |
+297 |
Sugar #11(ICE) |
Oct07 |
070907 |
9.37 |
9.45 |
9.23 |
9.41 |
+0.04 |
64,605 |
286,182 |
-5,538 |
Mar08 |
070907 |
9.74 |
9.81 |
9.55 |
9.76 |
+0.02 |
66,913 |
196,028 |
+2,351 |
May08 |
070907 |
9.77 |
9.84 |
9.62 |
9.80 |
+0.03 |
5,401 |
48,908 |
+1,729 |
Jul08 |
070907 |
9.82 |
9.90 |
9.70 |
9.87 |
+0.03 |
2,032 |
40,493 |
+268 |
Oct08 |
070907 |
10.08 |
10.15 |
9.95 |
10.12 |
+0.02 |
773 |
41,925 |
+171 |
Total Volume and Open Interest |
142,217 |
668,974 |
-647 |
London Cocoa(LCE) |
Sep07 |
070907 |
957 |
960 |
948 |
948 |
-8 |
2,804 |
22,452 |
-1,075 |
Dec07 |
070907 |
972 |
975 |
957 |
963 |
-6 |
7,898 |
71,992 |
+829 |
Mar08 |
070907 |
975 |
981 |
965 |
971 |
-5 |
2,569 |
39,650 |
+114 |
May08 |
070907 |
984 |
989 |
977 |
981 |
-4 |
402 |
17,072 |
-128 |
Jul08 |
070907 |
998 |
1000 |
991 |
991 |
-6 |
191 |
14,838 |
-38 |
Sep08 |
070907 |
1004 |
1004 |
1002 |
1002 |
-6 |
2 |
10,326 |
+2 |
Dec08 |
070907 |
1013 |
1013 |
1011 |
1011 |
-6 |
51 |
4,955 |
+35 |
Total Volume and Open Interest |
13,917 |
181,410 |
-261 |
London Sugar(LCE) |
Oct07 |
070907 |
272.20 |
273.60 |
269.10 |
273.40 |
+0.40 |
8,231 |
25,013 |
-5,644 |
Dec07 |
070907 |
273.80 |
275.90 |
271.10 |
275.20 |
+0.70 |
6,865 |
22,048 |
+5,600 |
Mar08 |
070907 |
283.50 |
285.70 |
281.40 |
285.00 |
+0.70 |
829 |
16,965 |
-56 |
May08 |
070907 |
286.00 |
287.80 |
285.00 |
287.50 |
+0.40 |
555 |
7,088 |
+395 |
Aug08 |
070907 |
286.50 |
288.40 |
285.50 |
288.40 |
+0.50 |
235 |
5,268 |
+208 |
Total Volume and Open Interest |
16,765 |
82,666 |
+503 |
Cotton(ICE) |
Oct07 |
070907 |
58.30 |
58.30 |
57.55 |
57.90 |
-0.26 |
489 |
4,229 |
-150 |
Dec07 |
070907 |
60.42 |
60.79 |
59.80 |
60.25 |
-0.17 |
19,365 |
127,773 |
-622 |
Mar08 |
070907 |
63.51 |
63.55 |
62.82 |
63.40 |
-0.11 |
2,697 |
45,685 |
+198 |
May08 |
070907 |
64.00 |
64.50 |
63.95 |
64.50 |
-0.10 |
252 |
4,473 |
+70 |
Jul08 |
070907 |
65.35 |
65.60 |
65.35 |
65.60 |
-0.10 |
43 |
5,402 |
-17 |
Oct08 |
070907 |
66.90 |
66.90 |
66.90 |
66.90 |
-0.25 |
0 |
238 |
+0 |
Total Volume and Open Interest |
23,920 |
205,669 |
-327 |
Lumber(CME) |
Sep07 |
070907 |
249.4 |
251.8 |
248.0 |
249.0 |
-1.9 |
484 |
679 |
-267 |
Nov07 |
070907 |
247.2 |
249.9 |
245.0 |
245.5 |
-2.2 |
623 |
4,676 |
+150 |
Jan08 |
070907 |
265.0 |
267.8 |
263.5 |
265.5 |
-2.5 |
107 |
392 |
+7 |
Mar08 |
070907 |
280.0 |
284.0 |
278.7 |
282.7 |
+0.7 |
30 |
138 |
-6 |
Total Volume and Open Interest |
1,245 |
5,925 |
-115 |
Crude Oil(NYM) |
Oct07 |
070907 |
76.59 |
77.00 |
75.63 |
76.70 |
+0.40 |
330,624 |
302,562 |
-9,399 |
Nov07 |
070907 |
75.55 |
75.81 |
74.65 |
75.62 |
+0.31 |
173,480 |
214,384 |
+21,415 |
Dec07 |
070907 |
74.40 |
74.66 |
73.60 |
74.54 |
+0.37 |
112,777 |
195,549 |
+3,715 |
Jan08 |
070907 |
73.36 |
73.87 |
72.94 |
73.78 |
+0.44 |
30,224 |
66,718 |
+717 |
Feb08 |
070907 |
73.00 |
73.30 |
72.38 |
73.16 |
+0.46 |
13,193 |
36,033 |
+1,416 |
Mar08 |
070907 |
72.55 |
72.88 |
71.92 |
72.72 |
+0.48 |
16,546 |
40,340 |
+3,945 |
Apr08 |
070907 |
72.00 |
72.42 |
71.63 |
72.42 |
+0.49 |
6,707 |
40,054 |
+394 |
May08 |
070907 |
71.75 |
72.31 |
71.75 |
72.20 |
+0.49 |
2,255 |
45,269 |
-232 |
Jun08 |
070907 |
71.90 |
72.14 |
71.26 |
72.03 |
+0.49 |
10,415 |
52,245 |
+820 |
Jul08 |
070907 |
71.75 |
71.88 |
71.75 |
71.88 |
+0.49 |
1,368 |
18,248 |
+364 |
Aug08 |
070907 |
71.74 |
71.74 |
71.74 |
71.74 |
+0.49 |
1,467 |
13,874 |
+646 |
Sep08 |
070907 |
71.25 |
71.61 |
71.25 |
71.61 |
+0.49 |
161 |
45,724 |
+46 |
Oct08 |
070907 |
71.50 |
71.50 |
71.50 |
71.50 |
+0.49 |
666 |
20,175 |
+253 |
Nov08 |
070907 |
71.39 |
71.39 |
71.39 |
71.39 |
+0.49 |
136 |
17,173 |
+27 |
Dec08 |
070907 |
70.79 |
71.30 |
70.66 |
71.28 |
+0.49 |
19,149 |
161,243 |
+1,296 |
Jan09 |
070907 |
71.17 |
71.17 |
71.17 |
71.17 |
+0.49 |
100 |
21,189 |
+0 |
Total Volume and Open Interest |
727,431 |
1,528,577 |
+24,444 |
e-miNY Crude Oil(NYM) |
Sep07 |
070820 |
71.950 |
71.950 |
70.075 |
71.125 |
-0.850 |
|
|
|
Oct07 |
070907 |
76.525 |
76.975 |
75.625 |
76.700 |
+0.400 |
|
|
|
Nov07 |
070907 |
75.500 |
75.775 |
74.675 |
75.625 |
+0.325 |
|
|
|
Dec07 |
070907 |
73.700 |
74.625 |
73.700 |
74.550 |
+0.375 |
|
|
|
Jan08 |
070907 |
73.350 |
73.900 |
73.350 |
73.775 |
+0.425 |
|
|
|
Feb08 |
070907 |
73.100 |
73.150 |
73.100 |
73.150 |
+0.450 |
|
|
|
Mar08 |
070907 |
72.600 |
72.725 |
72.600 |
72.725 |
+0.475 |
|
|
|
Apr08 |
070907 |
72.300 |
72.425 |
72.300 |
72.425 |
+0.500 |
|
|
|
May08 |
070907 |
72.200 |
72.200 |
72.200 |
72.200 |
+0.500 |
|
|
|
Jun08 |
070907 |
72.025 |
72.025 |
72.025 |
72.025 |
+0.475 |
|
|
|
Total Volume and Open Interest |
22,669 |
5,742 |
+268 |
Heating Oil(NYM) |
Oct07 |
070907 |
213.78 |
215.74 |
212.00 |
214.32 |
+0.64 |
48,601 |
70,180 |
-575 |
Nov07 |
070907 |
215.05 |
217.01 |
213.34 |
215.72 |
+0.79 |
16,848 |
44,887 |
+1,218 |
Dec07 |
070907 |
215.65 |
217.59 |
213.96 |
216.32 |
+0.89 |
15,295 |
40,338 |
+809 |
Jan08 |
070907 |
215.93 |
217.70 |
214.77 |
216.57 |
+0.94 |
4,822 |
22,176 |
+1,027 |
Feb08 |
070907 |
213.60 |
215.93 |
213.60 |
215.07 |
+0.84 |
1,486 |
12,621 |
+17 |
Mar08 |
070907 |
211.50 |
213.77 |
211.10 |
212.52 |
+0.69 |
1,564 |
7,076 |
-187 |
Apr08 |
070907 |
207.59 |
209.05 |
207.37 |
208.17 |
+0.69 |
745 |
6,272 |
+142 |
May08 |
070907 |
203.20 |
204.50 |
203.20 |
203.92 |
+0.69 |
174 |
3,225 |
-9 |
Jun08 |
070907 |
200.09 |
201.93 |
199.71 |
200.97 |
+0.69 |
792 |
11,457 |
-105 |
Jul08 |
070907 |
200.30 |
200.32 |
200.30 |
200.32 |
+0.64 |
31 |
1,226 |
+22 |
Aug08 |
070907 |
201.57 |
201.57 |
201.57 |
201.57 |
+0.59 |
0 |
331 |
+0 |
Sep08 |
070907 |
203.27 |
203.27 |
203.27 |
203.27 |
+0.54 |
0 |
460 |
+0 |
Total Volume and Open Interest |
90,374 |
223,839 |
+2,367 |
Gasoline(NYMEX) |
Oct07 |
070907 |
197.50 |
199.82 |
194.90 |
198.64 |
+1.47 |
52,236 |
65,901 |
+417 |
Nov07 |
070907 |
194.90 |
196.95 |
192.75 |
196.04 |
+1.57 |
22,329 |
39,146 |
+503 |
Dec07 |
070907 |
193.49 |
195.29 |
191.45 |
194.79 |
+1.57 |
14,307 |
24,558 |
+591 |
Jan08 |
070907 |
193.76 |
196.15 |
193.17 |
195.69 |
+1.37 |
5,690 |
13,219 |
+741 |
Feb08 |
070907 |
195.00 |
197.73 |
194.93 |
197.49 |
+1.27 |
1,475 |
6,479 |
+279 |
Mar08 |
070907 |
197.12 |
199.54 |
197.12 |
199.34 |
+1.22 |
1,231 |
7,743 |
+212 |
Apr08 |
070907 |
211.14 |
211.14 |
211.14 |
211.14 |
+1.22 |
1,076 |
6,473 |
+3 |
May08 |
070907 |
210.31 |
212.59 |
210.28 |
212.24 |
+1.22 |
713 |
3,278 |
+122 |
Jun08 |
070907 |
212.67 |
212.67 |
212.44 |
212.44 |
+1.22 |
723 |
4,759 |
-88 |
Jul08 |
070907 |
211.12 |
211.13 |
210.79 |
211.09 |
+1.22 |
189 |
1,531 |
+54 |
Total Volume and Open Interest |
100,543 |
178,851 |
+2,905 |
e-miNY RBOB Gasoline(NYM) |
Oct07 |
070907 |
198.64 |
198.64 |
198.64 |
198.64 |
+1.47 |
3 |
1 |
-1 |
Nov07 |
070907 |
196.04 |
196.04 |
196.04 |
196.04 |
+1.57 |
|
|
|
Dec07 |
070907 |
194.79 |
194.79 |
194.79 |
194.79 |
+1.57 |
0 |
2 |
+0 |
Jan08 |
070907 |
195.69 |
195.69 |
195.69 |
195.69 |
+1.37 |
|
|
|
Total Volume and Open Interest |
3 |
3 |
-1 |
Natural Gas(NYM) |
Oct07 |
070907 |
5.605 |
5.620 |
5.427 |
5.501 |
-0.149 |
68,323 |
108,888 |
-56 |
Nov07 |
070907 |
6.525 |
6.580 |
6.386 |
6.446 |
-0.131 |
21,451 |
83,257 |
+2,116 |
Dec07 |
070907 |
7.350 |
7.369 |
7.240 |
7.301 |
-0.116 |
13,254 |
48,724 |
-819 |
Jan08 |
070907 |
7.750 |
7.768 |
7.640 |
7.706 |
-0.093 |
8,207 |
47,166 |
+571 |
Feb08 |
070907 |
7.782 |
7.790 |
7.674 |
7.738 |
-0.088 |
2,761 |
35,970 |
-467 |
Mar08 |
070907 |
7.624 |
7.624 |
7.515 |
7.571 |
-0.093 |
4,385 |
47,815 |
-431 |
Apr08 |
070907 |
7.250 |
7.280 |
7.208 |
7.231 |
-0.101 |
4,325 |
36,989 |
-1,202 |
May08 |
070907 |
7.290 |
7.330 |
7.265 |
7.269 |
-0.098 |
2,164 |
26,737 |
-492 |
Jun08 |
070907 |
7.380 |
7.421 |
7.357 |
7.357 |
-0.098 |
787 |
16,990 |
+170 |
Jul08 |
070907 |
7.486 |
7.509 |
7.450 |
7.450 |
-0.098 |
297 |
12,500 |
+68 |
Aug08 |
070907 |
7.563 |
7.580 |
7.522 |
7.522 |
-0.098 |
251 |
10,854 |
+5 |
Sep08 |
070907 |
7.596 |
7.640 |
7.562 |
7.562 |
-0.098 |
156 |
7,754 |
+58 |
Oct08 |
070907 |
7.712 |
7.728 |
7.669 |
7.669 |
-0.103 |
619 |
29,626 |
+50 |
Nov08 |
070907 |
8.186 |
8.198 |
8.134 |
8.134 |
-0.100 |
481 |
15,255 |
+290 |
Dec08 |
070907 |
8.580 |
8.680 |
8.580 |
8.584 |
-0.100 |
57 |
14,084 |
-28 |
Jan09 |
070907 |
8.900 |
8.913 |
8.864 |
8.864 |
-0.098 |
936 |
30,685 |
+416 |
Total Volume and Open Interest |
130,651 |
776,286 |
+821 |
Brent Crude Oil(ICE) |
Oct07 |
070907 |
74.81 |
75.22 |
74.18 |
75.07 |
+0.30 |
107,136 |
67,496 |
-7,339 |
Nov07 |
070907 |
74.40 |
74.82 |
73.88 |
74.66 |
+0.27 |
102,178 |
188,799 |
+22,691 |
Dec07 |
070907 |
74.09 |
74.60 |
73.62 |
74.44 |
+0.36 |
66,538 |
136,317 |
+13,464 |
Jan08 |
070907 |
73.71 |
74.23 |
73.29 |
74.16 |
+0.44 |
17,468 |
31,247 |
+1,437 |
Feb08 |
070907 |
73.36 |
73.90 |
72.95 |
73.83 |
+0.48 |
3,537 |
17,370 |
+88 |
Mar08 |
070907 |
73.01 |
73.48 |
72.86 |
73.48 |
+0.48 |
2,205 |
14,590 |
+408 |
Apr08 |
070907 |
72.68 |
73.16 |
72.53 |
73.16 |
+0.48 |
800 |
10,552 |
+102 |
May08 |
070907 |
72.89 |
72.89 |
72.89 |
72.89 |
+0.49 |
565 |
3,935 |
+82 |
Jun08 |
070907 |
72.30 |
72.66 |
72.08 |
72.66 |
+0.52 |
5,480 |
31,917 |
+2,392 |
Jul08 |
070907 |
72.49 |
72.49 |
72.49 |
72.49 |
+0.55 |
415 |
5,673 |
+175 |
Aug08 |
070907 |
72.34 |
72.34 |
72.34 |
72.34 |
+0.58 |
288 |
3,211 |
+192 |
Sep08 |
070907 |
72.23 |
72.23 |
72.23 |
72.23 |
+0.64 |
25 |
3,707 |
+0 |
Oct08 |
070907 |
72.12 |
72.12 |
72.12 |
72.12 |
+0.66 |
0 |
4,392 |
+0 |
Nov08 |
070907 |
72.01 |
72.01 |
72.01 |
72.01 |
+0.67 |
0 |
3,417 |
+0 |
Total Volume and Open Interest |
317,688 |
665,568 |
+30,979 |
Gas Oil(ICE) |
Sep07 |
070907 |
669.75 |
676.25 |
664.25 |
668.50 |
+17.50 |
30,355 |
40,205 |
-5,433 |
Oct07 |
070907 |
669.00 |
675.00 |
663.75 |
667.75 |
+16.50 |
41,505 |
89,828 |
+1,985 |
Nov07 |
070907 |
664.25 |
671.75 |
660.25 |
664.50 |
+15.00 |
17,653 |
33,143 |
-1,662 |
Dec07 |
070907 |
660.50 |
668.25 |
657.00 |
661.00 |
+13.25 |
9,109 |
44,840 |
+75 |
Jan08 |
070907 |
659.00 |
667.00 |
656.75 |
660.75 |
+11.25 |
7,438 |
39,821 |
+673 |
Feb08 |
070907 |
654.75 |
658.50 |
654.50 |
656.00 |
+10.75 |
1,540 |
10,724 |
+433 |
Mar08 |
070907 |
651.25 |
652.25 |
649.75 |
649.75 |
+10.25 |
1,213 |
8,275 |
+242 |
Apr08 |
070907 |
643.75 |
644.25 |
642.50 |
642.50 |
+9.50 |
792 |
3,556 |
-353 |
May08 |
070907 |
635.25 |
636.00 |
635.25 |
635.25 |
+8.25 |
706 |
6,542 |
+137 |
Jun08 |
070907 |
630.00 |
631.75 |
629.50 |
630.75 |
+8.00 |
3,902 |
31,571 |
+1,487 |
Total Volume and Open Interest |
136,001 |
357,894 |
+15,951 |
Ethanol(CBOT) |
Sep07 |
070906 |
1.640 |
1.640 |
1.640 |
1.640 |
-0.010 |
0 |
62 |
-4 |
Oct07 |
070907 |
1.540 |
1.540 |
1.540 |
1.540 |
+0.001 |
0 |
186 |
+2 |
Nov07 |
070907 |
1.570 |
1.570 |
1.570 |
1.570 |
-0.010 |
0 |
90 |
+1 |
Dec07 |
070907 |
1.570 |
1.570 |
1.570 |
1.570 |
-0.010 |
0 |
166 |
+1 |
Jan08 |
070907 |
1.540 |
1.540 |
1.540 |
1.540 |
-0.040 |
0 |
149 |
+1 |
Feb08 |
070907 |
1.540 |
1.540 |
1.540 |
1.540 |
-0.040 |
0 |
124 |
+0 |
Mar08 |
070907 |
1.540 |
1.540 |
1.540 |
1.540 |
-0.040 |
0 |
125 |
+0 |
Apr08 |
070907 |
1.540 |
1.540 |
1.540 |
1.540 |
-0.040 |
0 |
57 |
+0 |
Total Volume and Open Interest |
8 |
1,330 |
-57 |
WTI Crude Oil(ICE) |
Oct07 |
070907 |
76.55 |
76.97 |
75.63 |
76.70 |
+0.40 |
123,553 |
106,725 |
-2,260 |
Nov07 |
070907 |
75.40 |
75.81 |
74.65 |
75.62 |
+0.31 |
83,150 |
86,531 |
+15,596 |
Dec07 |
070907 |
74.25 |
74.64 |
73.63 |
74.54 |
+0.37 |
68,843 |
121,433 |
+4,002 |
Jan08 |
070907 |
73.24 |
73.86 |
72.96 |
73.78 |
+0.44 |
14,300 |
30,527 |
+814 |
Feb08 |
070907 |
72.72 |
73.16 |
72.59 |
73.16 |
+0.46 |
2,903 |
11,544 |
+304 |
Mar08 |
070907 |
72.32 |
72.72 |
72.09 |
72.72 |
+0.48 |
2,140 |
11,415 |
+775 |
Apr08 |
070907 |
72.42 |
72.42 |
72.42 |
72.42 |
+0.49 |
643 |
6,347 |
-359 |
May08 |
070907 |
71.90 |
72.20 |
71.90 |
72.20 |
+0.49 |
935 |
3,199 |
+750 |
Jun08 |
070907 |
71.78 |
72.03 |
71.72 |
72.03 |
+0.49 |
9,387 |
29,076 |
-556 |
Jul08 |
070907 |
71.88 |
71.88 |
71.88 |
71.88 |
+0.49 |
20 |
2,133 |
+30 |
Aug08 |
070907 |
71.74 |
71.74 |
71.74 |
71.74 |
+0.49 |
65 |
824 |
-5 |
Sep08 |
070907 |
71.61 |
71.61 |
71.61 |
71.61 |
+0.49 |
88 |
2,975 |
+0 |
Oct08 |
070907 |
71.50 |
71.50 |
71.50 |
71.50 |
+0.49 |
37 |
3,712 |
-40 |
Nov08 |
070907 |
71.39 |
71.39 |
71.39 |
71.39 |
+0.49 |
0 |
1,333 |
+0 |
Dec08 |
070907 |
70.77 |
71.30 |
70.64 |
71.28 |
+0.49 |
21,780 |
81,034 |
-3,700 |
Jan09 |
070907 |
71.17 |
71.17 |
71.17 |
71.17 |
+0.49 |
0 |
1,330 |
+0 |
Total Volume and Open Interest |
333,027 |
603,393 |
+13,393 |
US Dollar Index(ICE) |
Sep07 |
070907 |
80.480 |
80.480 |
79.810 |
79.910 |
-0.540 |
6,584 |
18,228 |
-1,207 |
Dec07 |
070907 |
80.270 |
80.280 |
79.600 |
79.725 |
-0.525 |
4,550 |
7,162 |
+2,881 |
Mar08 |
070907 |
79.700 |
79.700 |
79.605 |
79.605 |
-0.525 |
2 |
652 |
+0 |
Total Volume and Open Interest |
11,136 |
26,055 |
+1,674 |
Australian Dollar(CME) |
Sep07 |
070907 |
82.86 |
83.10 |
82.26 |
82.66 |
-0.19 |
38,441 |
89,921 |
-7,074 |
Dec07 |
070907 |
82.62 |
82.85 |
82.01 |
82.40 |
-0.19 |
7,138 |
9,505 |
+5,346 |
Mar08 |
070907 |
82.05 |
82.05 |
82.05 |
82.05 |
-0.19 |
1 |
153 |
+1 |
Total Volume and Open Interest |
45,580 |
99,872 |
-1,727 |
British Pound(CME) |
Sep07 |
070907 |
202.34 |
203.25 |
201.58 |
202.76 |
+0.47 |
89,170 |
112,580 |
-7,712 |
Dec07 |
070907 |
201.92 |
202.80 |
201.19 |
202.29 |
+0.43 |
10,728 |
22,956 |
+8,146 |
Mar08 |
070907 |
201.63 |
201.85 |
200.73 |
201.63 |
+0.43 |
0 |
44 |
+0 |
Total Volume and Open Interest |
99,898 |
135,603 |
+434 |
Canadian Dollar(CME) |
Sep07 |
070907 |
95.08 |
95.42 |
94.56 |
94.80 |
-0.22 |
51,056 |
108,597 |
-5,282 |
Dec07 |
070907 |
95.20 |
95.56 |
94.66 |
94.90 |
-0.25 |
8,893 |
28,448 |
+6,190 |
Mar08 |
070907 |
95.39 |
95.46 |
94.96 |
94.99 |
-0.27 |
1 |
867 |
+0 |
Jun08 |
070907 |
95.02 |
95.02 |
95.00 |
95.02 |
-0.29 |
5 |
341 |
-1 |
Total Volume and Open Interest |
59,963 |
138,578 |
+914 |
Japanese Yen(CME) |
Sep07 |
070907 |
86.74 |
88.50 |
86.54 |
88.35 |
+1.50 |
128,943 |
229,411 |
-578 |
Dec07 |
070907 |
87.88 |
89.57 |
87.63 |
89.41 |
+1.49 |
14,432 |
34,708 |
+7,380 |
Mar08 |
070907 |
90.27 |
90.27 |
88.72 |
90.27 |
+1.49 |
101 |
510 |
+100 |
Total Volume and Open Interest |
143,576 |
281,152 |
+7,002 |
Swiss Franc(CME) |
Sep07 |
070907 |
83.29 |
84.37 |
83.20 |
84.25 |
+0.95 |
54,814 |
118,955 |
-3,202 |
Dec07 |
070907 |
84.00 |
84.99 |
83.84 |
84.86 |
+0.95 |
9,093 |
13,306 |
+7,049 |
Mar08 |
070907 |
85.30 |
85.31 |
85.30 |
85.30 |
+0.95 |
0 |
18 |
+0 |
Total Volume and Open Interest |
63,907 |
132,288 |
+3,847 |
EuroFX(CME) |
Sep07 |
070907 |
136.96 |
138.04 |
136.68 |
137.73 |
+0.82 |
154,470 |
198,770 |
-8,352 |
Dec07 |
070907 |
137.33 |
138.35 |
137.05 |
138.05 |
+0.78 |
17,144 |
24,557 |
+8,344 |
Mar08 |
070907 |
138.15 |
138.41 |
137.74 |
138.18 |
+0.77 |
2 |
161 |
-1 |
Total Volume and Open Interest |
171,616 |
223,623 |
-9 |
Mexican Peso(CME) |
Sep07 |
070907 |
903.5 |
904.8 |
895.5 |
896.8 |
-7.2 |
17,560 |
75,955 |
-3,273 |
Oct07 |
070907 |
895.5 |
895.5 |
895.5 |
895.5 |
-7.2 |
0 |
68 |
+0 |
Total Volume and Open Interest |
23,135 |
114,056 |
+1,451 |
Brazilian Real(CME) |
Oct07 |
070907 |
508.40 |
512.90 |
508.40 |
508.40 |
-4.50 |
|
|
|
Nov07 |
070907 |
506.50 |
511.10 |
506.50 |
506.50 |
-4.60 |
|
|
|
Dec07 |
070907 |
509.90 |
509.90 |
505.40 |
505.40 |
-4.50 |
83 |
3,393 |
+69 |
Jan08 |
070907 |
503.90 |
508.50 |
503.90 |
503.90 |
-4.60 |
|
|
|
Total Volume and Open Interest |
83 |
3,393 |
+69 |
30-Year T-Bonds(CBOT) |
Sep07 |
070907 |
112~040 |
113~280 |
112~040 |
113~170 |
+1~080 |
58,314 |
81,276 |
-29,616 |
Dec07 |
070907 |
111~290 |
113~150 |
111~280 |
113~100 |
+1~080 |
323,466 |
855,018 |
+8,384 |
Mar08 |
070907 |
112~000 |
113~090 |
112~000 |
113~090 |
+1~080 |
4 |
1,048 |
+1 |
Total Volume and Open Interest |
381,784 |
937,466 |
-21,231 |
10-Year T-Notes(CBOT) |
Sep07 |
070907 |
109~275 |
111~015 |
109~275 |
111~000 |
+1~015 |
279,129 |
261,527 |
-125,161 |
Dec07 |
070907 |
109~135 |
110~195 |
109~125 |
110~175 |
+1~015 |
1,205,108 |
2,030,434 |
+85,626 |
Mar08 |
070907 |
110~010 |
110~085 |
110~010 |
110~070 |
+1~015 |
0 |
4,160 |
+0 |
Total Volume and Open Interest |
1,484,237 |
2,296,131 |
-39,535 |
5-Year T-Notes(CBOT) |
Sep07 |
070907 |
107~018 |
107~110 |
107~018 |
107~110 |
+0~094 |
46,330 |
0 |
+0 |
Dec07 |
070907 |
107~002 |
107~100 |
107~002 |
107~094 |
+0~092 |
473,451 |
0 |
+0 |
Mar08 |
070907 |
107~094 |
107~094 |
107~094 |
107~094 |
+0~092 |
|
|
|
Total Volume and Open Interest |
553,599 |
1,569,657 |
-12,854 |
2 Year T-Notes(CBOT) |
Sep07 |
070907 |
103~030 |
103~075 |
103~025 |
103~070 |
+0~038 |
71,865 |
79,516 |
-39,999 |
Dec07 |
070907 |
103~029 |
103~082 |
103~024 |
103~077 |
+0~042 |
266,118 |
846,193 |
+32,605 |
Total Volume and Open Interest |
337,983 |
925,709 |
-7,394 |
Eurodollars(CME) |
Sep07 |
070907 |
94.387 |
94.490 |
94.378 |
94.440 |
+0.035 |
335,330 |
1,578,616 |
-30,202 |
Dec07 |
070907 |
95.040 |
95.265 |
95.015 |
95.260 |
+0.200 |
297,796 |
1,584,230 |
+13,730 |
Mar08 |
070907 |
95.430 |
95.690 |
95.395 |
95.685 |
+0.245 |
339,682 |
1,658,245 |
+13,504 |
Jun08 |
070907 |
95.530 |
95.785 |
95.500 |
95.765 |
+0.225 |
309,487 |
1,374,456 |
+16,256 |
Sep08 |
070907 |
95.530 |
95.780 |
95.505 |
95.755 |
+0.210 |
282,096 |
1,191,017 |
-12,333 |
Dec08 |
070907 |
95.485 |
95.735 |
95.470 |
95.705 |
+0.200 |
223,666 |
1,103,666 |
+1,782 |
Mar09 |
070907 |
95.430 |
95.665 |
95.410 |
95.640 |
+0.195 |
150,506 |
676,883 |
+15,756 |
Jun09 |
070907 |
95.365 |
95.595 |
95.345 |
95.575 |
+0.195 |
105,094 |
512,007 |
+1,139 |
Sep09 |
070907 |
95.310 |
95.545 |
95.295 |
95.525 |
+0.195 |
38,113 |
341,575 |
+3,860 |
Dec09 |
070907 |
95.250 |
95.485 |
95.245 |
95.470 |
+0.200 |
27,860 |
247,367 |
+2,154 |
Mar10 |
070907 |
95.235 |
95.445 |
95.215 |
95.430 |
+0.195 |
24,488 |
163,861 |
+4,475 |
Jun10 |
070907 |
95.190 |
95.390 |
95.170 |
95.380 |
+0.195 |
12,887 |
134,178 |
-1,182 |
Sep10 |
070907 |
95.120 |
95.340 |
95.120 |
95.330 |
+0.195 |
4,257 |
98,661 |
-646 |
Dec10 |
070907 |
95.070 |
95.280 |
95.060 |
95.270 |
+0.195 |
4,225 |
109,118 |
+128 |
Mar11 |
070907 |
95.015 |
95.240 |
95.015 |
95.225 |
+0.195 |
3,206 |
97,029 |
+226 |
Jun11 |
070907 |
94.995 |
95.185 |
94.985 |
95.170 |
+0.195 |
3,720 |
90,164 |
+174 |
Sep11 |
070907 |
94.925 |
95.125 |
94.925 |
95.125 |
+0.200 |
1,972 |
77,892 |
+70 |
Dec11 |
070907 |
94.865 |
95.065 |
94.865 |
95.065 |
+0.200 |
1,567 |
54,886 |
-60 |
Total Volume and Open Interest |
225,766 |
11,353,428 |
+50,813 |
30 Day Federal Funds(CBOT) |
Sep07 |
070907 |
95.065 |
95.075 |
95.060 |
95.060 |
+0.050 |
150 |
141,748 |
+1,006 |
Oct07 |
070907 |
95.180 |
95.200 |
95.180 |
95.190 |
+0.085 |
2,651 |
99,735 |
+4,543 |
Nov07 |
070907 |
95.380 |
95.445 |
95.380 |
95.425 |
+0.120 |
46 |
109,682 |
+1,020 |
Dec07 |
070907 |
95.515 |
95.590 |
95.515 |
95.560 |
+0.135 |
51 |
65,550 |
+2,166 |
Jan08 |
070907 |
95.620 |
95.620 |
95.620 |
95.620 |
+0.145 |
0 |
17,006 |
+1,747 |
Feb08 |
070907 |
95.790 |
95.790 |
95.790 |
95.790 |
+0.220 |
0 |
9,678 |
+877 |
Total Volume and Open Interest |
2,899 |
449,259 |
+11,450 |
30 Day Fed Funds(e-CBOT) |
Sep07 |
070907 |
95.015 |
95.080 |
95.000 |
95.065 |
+0.050 |
14,115 |
0 |
+0 |
Oct07 |
070907 |
95.115 |
95.205 |
95.100 |
95.185 |
+0.080 |
18,555 |
0 |
+0 |
Nov07 |
070907 |
95.310 |
95.450 |
95.300 |
95.420 |
+0.110 |
9,237 |
0 |
+0 |
Dec07 |
070907 |
95.425 |
95.590 |
95.415 |
95.550 |
+0.125 |
6,022 |
0 |
+0 |
Jan08 |
070907 |
95.475 |
95.665 |
95.470 |
95.610 |
+0.140 |
2,215 |
0 |
+0 |
Feb08 |
070907 |
95.555 |
95.790 |
95.555 |
95.720 |
+0.125 |
1,084 |
0 |
+0 |
Total Volume and Open Interest |
51,624 |
|
|
3-Mth Euro-Yen(CME) |
Sep07 |
070907 |
99.165 |
99.170 |
99.165 |
99.170 |
+0.005 |
4,376 |
23,652 |
-753 |
Dec07 |
070907 |
99.180 |
99.185 |
99.180 |
99.185 |
+0.035 |
325 |
12,397 |
+33 |
Mar08 |
070907 |
99.160 |
99.170 |
99.160 |
99.160 |
+0.045 |
153 |
5,590 |
+0 |
Jun08 |
070907 |
99.130 |
99.130 |
99.080 |
99.130 |
+0.050 |
2 |
4,012 |
-102 |
Sep08 |
070907 |
99.070 |
99.090 |
99.025 |
99.080 |
+0.055 |
2 |
3,085 |
+0 |
Dec08 |
070907 |
99.010 |
99.010 |
98.955 |
99.010 |
+0.055 |
0 |
1,509 |
+0 |
Mar09 |
070907 |
98.940 |
98.940 |
98.885 |
98.940 |
+0.055 |
0 |
157 |
+0 |
Jun09 |
070907 |
98.865 |
98.865 |
98.810 |
98.865 |
+0.055 |
0 |
100 |
+0 |
Sep09 |
070907 |
98.740 |
98.740 |
98.720 |
98.740 |
+0.020 |
|
|
|
Dec09 |
070907 |
98.660 |
98.660 |
98.640 |
98.660 |
+0.020 |
|
|
|
Total Volume and Open Interest |
4,858 |
50,502 |
-822 |
3-Mth Euro-Yen(SGX) |
Sep07 |
070907 |
99.17 |
99.17 |
99.17 |
99.17 |
+0.00 |
1,401 |
79,628 |
-325 |
Dec07 |
070907 |
99.16 |
99.16 |
99.15 |
99.15 |
+0.01 |
898 |
57,412 |
+724 |
Mar08 |
070907 |
99.12 |
99.14 |
99.12 |
99.13 |
+0.02 |
389 |
42,095 |
-633 |
Jun08 |
070907 |
99.08 |
99.10 |
99.08 |
99.10 |
+0.02 |
8,013 |
19,115 |
-4,425 |
Sep08 |
070907 |
99.04 |
99.04 |
99.04 |
99.04 |
+0.02 |
8,221 |
19,081 |
+6,690 |
Dec08 |
070907 |
98.97 |
98.97 |
98.97 |
98.97 |
+0.02 |
293 |
8,991 |
+70 |
Mar09 |
070907 |
98.90 |
98.90 |
98.90 |
98.90 |
+0.02 |
203 |
4,706 |
+116 |
Jun09 |
070907 |
98.82 |
98.82 |
98.82 |
98.82 |
+0.02 |
10 |
1,168 |
+0 |
Total Volume and Open Interest |
19,428 |
234,546 |
+2,217 |
Japanese Gov't Bonds(SGX) |
Sep07 |
070907 |
135.85 |
135.87 |
135.63 |
135.80 |
+0.10 |
15,700 |
0 |
-25,251 |
Dec07 |
070907 |
135.38 |
135.53 |
135.32 |
135.48 |
+0.13 |
16,026 |
42,467 |
+10,670 |
Mar08 |
070907 |
135.48 |
135.48 |
135.48 |
135.48 |
+0.13 |
|
|
|
Total Volume and Open Interest |
31,726 |
42,467 |
-14,581 |
Euro-Bund(EUREX) |
Sep07 |
070906 |
113.88 |
113.99 |
113.81 |
113.99 |
+0.01 |
1,690,602 |
53,145 |
-726,616 |
Dec07 |
070907 |
113.72 |
114.53 |
113.61 |
114.46 |
+0.71 |
1,071,469 |
1,298,417 |
+18,999 |
Mar08 |
070907 |
113.96 |
114.76 |
113.94 |
114.75 |
+0.69 |
157 |
325 |
+126 |
Total Volume and Open Interest |
1,188,971 |
1,298,742 |
-34,020 |
Euro-Bobl(EUREX) |
Sep07 |
070906 |
108.10 |
108.10 |
107.92 |
108.07 |
-0.08 |
862,922 |
122,806 |
-452,035 |
Dec07 |
070907 |
108.07 |
108.64 |
107.99 |
108.60 |
+0.49 |
566,017 |
944,149 |
+27,214 |
Mar08 |
070907 |
108.41 |
108.41 |
108.41 |
108.41 |
+0.48 |
|
|
|
Total Volume and Open Interest |
639,379 |
944,149 |
-95,592 |
3-Mth Euribor(EUREX) |
Sep07 |
070907 |
95.315 |
95.350 |
95.310 |
95.340 |
+0.005 |
1,456 |
28,080 |
-772 |
Dec07 |
070907 |
95.480 |
95.550 |
95.470 |
95.545 |
+0.050 |
934 |
14,182 |
+112 |
Mar08 |
070907 |
95.670 |
95.810 |
95.670 |
95.800 |
+0.110 |
317 |
9,820 |
-65 |
Total Volume and Open Interest |
2,898 |
63,324 |
-799 |
Long Gilt(LIFFE) |
Sep07 |
070907 |
107~06 |
107~23 |
107~02 |
107~21 |
+0~17 |
8,083 |
57,576 |
-5,652 |
Dec07 |
070907 |
107~04 |
107~24 |
107~02 |
107~22 |
+0~16 |
81,495 |
302,049 |
+3,619 |
Total Volume and Open Interest |
89,578 |
359,625 |
-2,033 |
3-Mth Short Sterling(LIFFE) |
Sep07 |
070907 |
93.18 |
93.24 |
93.14 |
93.22 |
+0.04 |
175,431 |
527,605 |
+5,816 |
Dec07 |
070907 |
93.54 |
93.69 |
93.50 |
93.67 |
+0.12 |
210,983 |
556,452 |
+19,429 |
Mar08 |
070907 |
93.88 |
94.08 |
93.85 |
94.04 |
+0.14 |
172,689 |
469,067 |
+14,555 |
Jun08 |
070907 |
94.12 |
94.32 |
94.07 |
94.26 |
+0.14 |
168,504 |
437,485 |
+34,188 |
Sep08 |
070907 |
94.21 |
94.41 |
94.18 |
94.36 |
+0.14 |
111,515 |
307,467 |
-5,012 |
Dec08 |
070907 |
94.25 |
94.43 |
94.22 |
94.38 |
+0.12 |
86,489 |
253,565 |
+12,677 |
Total Volume and Open Interest |
1,028,271 |
2,953,791 |
+108,541 |
3-Mth Euribor(LIFFE) |
Sep07 |
070907 |
95.330 |
95.350 |
95.305 |
95.345 |
+0.010 |
378,623 |
940,028 |
+24,670 |
Dec07 |
070907 |
95.495 |
95.560 |
95.460 |
95.550 |
+0.045 |
324,835 |
808,833 |
+7,760 |
Mar08 |
070907 |
95.695 |
95.815 |
95.670 |
95.805 |
+0.100 |
251,568 |
592,672 |
+40,145 |
Total Volume and Open Interest |
1,379,031 |
4,171,204 |
+93,274 |
3-Mth Aus T-Bills(SFE) |
Sep07 |
070907 |
93.05 |
93.05 |
93.00 |
93.01 |
-0.05 |
11,353 |
480,021 |
-26,232 |
Dec07 |
070907 |
93.02 |
93.03 |
92.97 |
92.99 |
-0.04 |
9,936 |
364,153 |
-34,281 |
Mar08 |
070907 |
92.99 |
93.02 |
92.96 |
92.97 |
-0.04 |
6,398 |
182,276 |
-10,287 |
Jun08 |
070907 |
93.02 |
93.03 |
92.98 |
92.99 |
-0.03 |
2,651 |
109,770 |
-6,701 |
Sep08 |
070907 |
93.05 |
93.05 |
93.01 |
93.03 |
-0.02 |
528 |
59,741 |
-459 |
Dec08 |
070907 |
93.06 |
93.06 |
93.03 |
93.05 |
-0.01 |
182 |
41,434 |
-1,953 |
Mar09 |
070907 |
93.07 |
93.07 |
93.04 |
93.06 |
-0.01 |
367 |
33,501 |
+40 |
Jun09 |
070907 |
93.08 |
93.08 |
93.05 |
93.07 |
-0.01 |
78 |
18,272 |
-1,765 |
Sep09 |
070907 |
93.05 |
93.07 |
93.05 |
93.07 |
-0.02 |
3 |
2,395 |
+3 |
Dec09 |
070907 |
93.08 |
93.09 |
93.08 |
93.09 |
-0.03 |
1 |
638 |
+1 |
Total Volume and Open Interest |
31,497 |
1,292,384 |
-81,634 |
10-Year Aus T-Bonds(SFE) |
Sep07 |
070907 |
94.08 |
94.09 |
94.03 |
94.04 |
-0.05 |
28,704 |
493,561 |
-40,146 |
Dec07 |
070907 |
94.10 |
94.11 |
94.06 |
94.06 |
-0.04 |
2,025 |
8,171 |
-380 |
Total Volume and Open Interest |
30,729 |
501,732 |
-40,526 |
3-Year Aus T-Bonds(SFE) |
Sep07 |
070907 |
93.74 |
93.75 |
93.71 |
93.71 |
-0.03 |
46,103 |
800,333 |
-17,521 |
Dec07 |
070907 |
93.75 |
93.75 |
93.75 |
93.75 |
-0.02 |
2,499 |
29,684 |
+1,758 |
Total Volume and Open Interest |
48,602 |
830,017 |
-15,763 |
Gold(CMX) |
Oct07 |
070907 |
699.0 |
710.0 |
695.1 |
703.2 |
+5.1 |
5,467 |
28,996 |
-1,346 |
Dec07 |
070907 |
705.5 |
716.6 |
701.5 |
709.7 |
+5.1 |
127,691 |
214,225 |
+13,029 |
Feb08 |
070907 |
709.9 |
720.8 |
708.5 |
715.7 |
+5.0 |
2,449 |
17,387 |
+1,297 |
Apr08 |
070907 |
715.2 |
724.5 |
714.6 |
721.3 |
+4.8 |
85 |
16,825 |
+33 |
Jun08 |
070907 |
721.9 |
733.3 |
719.5 |
726.7 |
+4.6 |
190 |
15,192 |
+14 |
Aug08 |
070907 |
725.9 |
732.0 |
725.9 |
732.0 |
+4.5 |
90 |
8,707 |
+0 |
Oct08 |
070907 |
737.1 |
737.1 |
737.1 |
737.1 |
+4.3 |
4 |
1,598 |
+3 |
Dec08 |
070907 |
737.8 |
745.5 |
737.8 |
742.3 |
+4.2 |
346 |
15,929 |
-225 |
Feb09 |
070907 |
747.6 |
747.6 |
747.6 |
747.6 |
+4.0 |
26 |
11,639 |
+25 |
Apr09 |
070907 |
752.8 |
752.8 |
752.8 |
752.8 |
+3.8 |
25 |
1,725 |
+0 |
Jun09 |
070907 |
758.2 |
758.2 |
758.2 |
758.2 |
+3.7 |
0 |
11,253 |
+0 |
Total Volume and Open Interest |
136,482 |
354,459 |
+12,865 |
Silver(CMX) |
Sep07 |
070907 |
1253.5 |
1259.2 |
1240.5 |
1259.2 |
+22.7 |
357 |
593 |
+107 |
Dec07 |
070907 |
1258.5 |
1284.5 |
1253.0 |
1276.0 |
+22.7 |
25,532 |
74,004 |
+22 |
Mar08 |
070907 |
1272.0 |
1301.0 |
1271.5 |
1292.3 |
+22.6 |
412 |
7,548 |
-41 |
May08 |
070907 |
1281.5 |
1302.4 |
1281.5 |
1302.4 |
+22.4 |
106 |
5,135 |
-3 |
Jul08 |
070907 |
1300.0 |
1312.5 |
1300.0 |
1312.5 |
+22.4 |
54 |
4,895 |
-19 |
Sep08 |
070907 |
1311.5 |
1321.7 |
1308.5 |
1321.7 |
+22.0 |
2 |
977 |
-2 |
Dec08 |
070907 |
1329.0 |
1334.7 |
1321.0 |
1334.7 |
+21.7 |
64 |
5,536 |
-1,021 |
Total Volume and Open Interest |
26,667 |
107,152 |
-899 |
Platinum(NYMEX) |
Oct07 |
070907 |
1290.0 |
1300.0 |
1286.9 |
1295.0 |
+6.1 |
1,647 |
8,626 |
-390 |
Jan08 |
070907 |
1299.0 |
1310.0 |
1298.5 |
1304.5 |
+5.6 |
573 |
1,891 |
+243 |
Apr08 |
070907 |
1315.9 |
1315.9 |
1315.9 |
1315.9 |
+5.6 |
0 |
2 |
+0 |
Total Volume and Open Interest |
2,220 |
10,519 |
-147 |
Palladium(NYMEX) |
Sep07 |
070907 |
337.80 |
337.80 |
334.15 |
336.55 |
-0.45 |
238 |
362 |
-80 |
Dec07 |
070907 |
340.90 |
341.75 |
338.90 |
340.80 |
-0.45 |
889 |
13,585 |
+258 |
Mar08 |
070907 |
345.00 |
346.25 |
345.00 |
345.55 |
-0.45 |
0 |
781 |
+0 |
Total Volume and Open Interest |
1,194 |
16,764 |
+219 |
Copper(CMX) |
Sep07 |
070907 |
331.65 |
331.65 |
321.50 |
325.95 |
-5.60 |
444 |
2,782 |
-325 |
Dec07 |
070907 |
330.25 |
332.25 |
320.60 |
325.15 |
-5.10 |
10,963 |
49,839 |
-480 |
Mar08 |
070907 |
326.65 |
326.65 |
319.95 |
323.10 |
-4.65 |
134 |
6,520 |
+53 |
May08 |
070907 |
322.90 |
323.00 |
318.00 |
320.60 |
-4.25 |
22 |
972 |
-9 |
Jul08 |
070907 |
319.80 |
319.80 |
315.00 |
317.60 |
-3.80 |
0 |
515 |
-1 |
Total Volume and Open Interest |
11,781 |
68,256 |
-676 |
DJIA Index(CBOT) |
Sep07 |
070907 |
13368 |
13370 |
13100 |
13166 |
-212 |
2,446 |
37,664 |
+195 |
Dec07 |
070907 |
13425 |
13455 |
13200 |
13262 |
-214 |
359 |
961 |
+250 |
Mar08 |
070907 |
13295 |
13350 |
13295 |
13350 |
-212 |
0 |
4 |
+0 |
Jun08 |
070907 |
13444 |
13444 |
13444 |
13444 |
-212 |
|
|
|
Total Volume and Open Interest |
2,805 |
38,629 |
+445 |
E-mini DJIA Index(CBOT) |
Sep07 |
070907 |
13368 |
13372 |
13097 |
13166 |
-212 |
143,458 |
97,451 |
+1,322 |
Dec07 |
070907 |
13461 |
13465 |
13200 |
13262 |
-214 |
548 |
730 |
+31 |
Mar08 |
070907 |
13350 |
13350 |
13350 |
13350 |
-212 |
|
|
|
Jun08 |
070907 |
13444 |
13444 |
13444 |
13444 |
-212 |
|
|
|
Total Volume and Open Interest |
144,006 |
98,181 |
+1,353 |
S & P 500(CME) |
Sep07 |
070907 |
1479.40 |
1480.00 |
1450.50 |
1459.80 |
-19.80 |
46,006 |
506,367 |
-2,076 |
Dec07 |
070907 |
1475.00 |
1478.00 |
1464.00 |
1472.40 |
-20.20 |
12,813 |
158,982 |
+9,817 |
Mar08 |
070907 |
1482.70 |
1488.80 |
1476.80 |
1482.70 |
-21.10 |
288 |
7,707 |
+162 |
Jun08 |
070907 |
1493.70 |
1499.80 |
1487.80 |
1493.70 |
-21.10 |
32 |
327 |
+62 |
Total Volume and Open Interest |
59,139 |
676,556 |
+7,815 |
S & P 500 E-Mini(Globex) |
Sep07 |
070907 |
1479.25 |
1480.25 |
1450.25 |
1459.75 |
-19.75 |
1,520,257 |
1,947,312 |
+13,068 |
Dec07 |
070907 |
1492.50 |
1492.75 |
1463.00 |
1472.50 |
-20.00 |
39,773 |
204,922 |
+24,066 |
Total Volume and Open Interest |
1,560,030 |
2,152,235 |
+37,134 |
NASDAQ 100(CME) |
Sep07 |
070907 |
2003.50 |
2003.50 |
1953.00 |
1970.50 |
-33.30 |
2,299 |
71,412 |
+223 |
Dec07 |
070907 |
2000.50 |
2000.50 |
1979.00 |
1994.00 |
-33.80 |
59 |
335 |
+26 |
Mar08 |
070907 |
2016.80 |
2020.50 |
2016.80 |
2016.80 |
-33.70 |
0 |
20 |
+20 |
Total Volume and Open Interest |
2,358 |
71,767 |
+249 |
NASDAQ 100 E-Mini(Globex) |
Sep07 |
070907 |
2003.50 |
2004.30 |
1952.80 |
1970.50 |
-33.30 |
312,916 |
442,461 |
+5,601 |
Dec07 |
070907 |
2028.00 |
2029.30 |
1976.50 |
1994.00 |
-33.80 |
8,240 |
9,133 |
+3,690 |
Total Volume and Open Interest |
321,156 |
451,594 |
+9,291 |
S & P Midcap 400(CME) |
Sep07 |
070907 |
872.00 |
872.40 |
853.00 |
857.00 |
-14.10 |
122 |
6,850 |
+56 |
Dec07 |
070907 |
865.40 |
865.40 |
863.60 |
865.40 |
-14.20 |
0 |
5 |
+4 |
Mar08 |
070907 |
875.50 |
875.50 |
873.60 |
875.50 |
-14.10 |
|
|
|
Total Volume and Open Interest |
122 |
6,855 |
+60 |
Russell 2000 E-Mini(Globex) |
Sep07 |
070907 |
793.40 |
794.40 |
773.00 |
780.30 |
-13.30 |
192,784 |
603,904 |
-133 |
Dec07 |
070907 |
798.20 |
800.00 |
778.80 |
786.00 |
-13.60 |
6,550 |
9,704 |
+3,895 |
Mar08 |
070907 |
792.20 |
792.20 |
792.20 |
792.20 |
-13.30 |
|
|
|
Total Volume and Open Interest |
199,334 |
613,608 |
+3,762 |
Nikkei 225(CME) |
Sep07 |
070907 |
15805 |
15840 |
15750 |
15805 |
-390 |
24,642 |
74,327 |
+11,246 |
Dec07 |
070907 |
15810 |
15810 |
15770 |
15810 |
-385 |
16,778 |
26,712 |
+13,113 |
Total Volume and Open Interest |
41,420 |
101,040 |
+24,359 |
Nikkei 225(SGX) |
Sep07 |
070907 |
16185 |
16235 |
16020 |
16110 |
-125 |
123,302 |
265,069 |
+2,037 |
Dec07 |
070907 |
16145 |
16200 |
16000 |
16080 |
-125 |
3,751 |
8,407 |
+1,473 |
Mar08 |
070907 |
16100 |
16100 |
16100 |
16100 |
-140 |
0 |
2 |
+0 |
Total Volume and Open Interest |
127,053 |
273,519 |
+3,510 |
CAC 40(EURONEXT) |
Sep07 |
070907 |
5563.0 |
5604.0 |
5420.0 |
5436.0 |
-150.5 |
148,769 |
592,878 |
+19,529 |
Oct07 |
070907 |
5586.5 |
5610.0 |
5440.0 |
5454.0 |
-150.5 |
265 |
1,352 |
+53 |
Nov07 |
070907 |
5593.0 |
5616.5 |
5453.5 |
5462.5 |
-151.0 |
62 |
409 |
+62 |
Total Volume and Open Interest |
150,239 |
599,412 |
+20,010 |
Hang Seng Index(HKFE) |
Sep07 |
070907 |
24098 |
24100 |
23860 |
23943 |
-128 |
55,087 |
124,706 |
-806 |
Oct07 |
070907 |
24136 |
24180 |
23941 |
24028 |
-117 |
897 |
1,569 |
+505 |
Total Volume and Open Interest |
56,202 |
127,745 |
-168 |
DAX(EUREX) |
Sep07 |
070907 |
7606.0 |
7641.5 |
7431.0 |
7433.5 |
-190.5 |
215,156 |
272,860 |
-3,934 |
Dec07 |
070907 |
7700.0 |
7726.5 |
7517.0 |
7519.0 |
-191.5 |
1,294 |
22,815 |
+226 |
Mar08 |
070907 |
7777.0 |
7777.0 |
7601.5 |
7601.5 |
-194.5 |
496 |
2,473 |
+308 |
Total Volume and Open Interest |
216,946 |
298,148 |
-3,400 |
FT-SE 100(EURONEXT) |
Sep07 |
070907 |
6316.00 |
6351.50 |
6184.50 |
6187.00 |
-123.00 |
123,456 |
512,978 |
+5,372 |
Dec07 |
070907 |
6384.00 |
6418.50 |
6252.00 |
6254.00 |
-124.50 |
675 |
28,387 |
+512 |
Mar08 |
070907 |
6390.00 |
6390.00 |
6276.50 |
6276.50 |
-127.00 |
58 |
3,654 |
+536 |
Total Volume and Open Interest |
124,189 |
545,030 |
+6,420 |
SPI 200(SFE) |
Sep07 |
070907 |
6271.0 |
6306.0 |
6232.0 |
6291.0 |
+17.0 |
11,327 |
418,839 |
-10,256 |
Dec07 |
070907 |
6312.0 |
6350.0 |
6291.0 |
6337.0 |
+18.0 |
145 |
5,382 |
+51 |
Mar08 |
070907 |
6336.0 |
6346.0 |
6336.0 |
6346.0 |
+18.0 |
52 |
1,132 |
+0 |
Total Volume and Open Interest |
11,524 |
426,950 |
-10,205 |
GSCI(CME) |
Sep07 |
070907 |
505.00 |
509.80 |
503.00 |
508.40 |
+2.40 |
1,857 |
18,022 |
-1,399 |
Oct07 |
070907 |
511.00 |
511.00 |
506.50 |
511.00 |
+2.25 |
1,357 |
2,905 |
+1,347 |
Nov07 |
070907 |
512.00 |
512.00 |
508.00 |
512.00 |
+2.00 |
|
|
|
Total Volume and Open Interest |
3,214 |
20,927 |
-52 |
Reuters CCI(ICE) |
Nov07 |
070907 |
416.00 |
422.50 |
416.00 |
422.50 |
+4.00 |
18 |
740 |
-3 |
Jan08 |
070907 |
421.00 |
423.50 |
420.00 |
423.50 |
+3.50 |
2 |
413 |
-1 |
Feb08 |
070907 |
417.00 |
422.50 |
417.00 |
422.50 |
+3.00 |
1 |
224 |
+1 |
Total Volume and Open Interest |
|
|
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|