 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Tue September 11, 2007 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep07 |
070911 |
903.00 |
906.00 |
900.00 |
905.00 |
+1.50 |
174 |
2,017 |
-374 |
Nov07 |
070911 |
916.00 |
921.00 |
913.50 |
920.50 |
+2.50 |
12,179 |
286,022 |
-1,811 |
Jan08 |
070911 |
932.00 |
936.00 |
930.00 |
935.75 |
+2.50 |
2,535 |
51,891 |
-200 |
Mar08 |
070911 |
942.00 |
947.50 |
941.50 |
947.50 |
+1.75 |
1,988 |
31,546 |
+1,146 |
May08 |
070911 |
949.00 |
953.00 |
948.00 |
953.00 |
+1.00 |
1,331 |
27,855 |
+325 |
Jul08 |
070911 |
958.00 |
962.00 |
955.00 |
961.50 |
+1.25 |
2,140 |
37,129 |
+187 |
Aug08 |
070911 |
952.00 |
952.00 |
952.00 |
952.00 |
unch |
2 |
627 |
+9 |
Total Volume and Open Interest |
21,900 |
501,949 |
+3,641 |
Soybean Meal(CBOT) |
Sep07 |
070911 |
249.50 |
250.50 |
248.70 |
250.00 |
-0.40 |
1,420 |
2,752 |
-432 |
Oct07 |
070911 |
251.00 |
252.60 |
250.80 |
251.80 |
unch |
3,959 |
26,747 |
-1,693 |
Dec07 |
070911 |
256.00 |
257.90 |
255.90 |
257.20 |
-0.20 |
8,381 |
96,155 |
+639 |
Jan08 |
070911 |
259.20 |
259.90 |
258.30 |
259.50 |
+0.50 |
403 |
15,732 |
+716 |
Mar08 |
070911 |
262.00 |
263.00 |
261.50 |
263.00 |
+0.50 |
2,037 |
18,061 |
+577 |
May08 |
070911 |
263.00 |
264.00 |
262.50 |
264.00 |
+0.50 |
1,573 |
19,755 |
+230 |
Jul08 |
070911 |
265.50 |
266.00 |
265.00 |
266.00 |
+0.20 |
1,590 |
15,702 |
+7 |
Aug08 |
070911 |
265.00 |
265.00 |
263.00 |
263.30 |
-0.20 |
69 |
3,110 |
+63 |
Total Volume and Open Interest |
19,755 |
211,392 |
+1,427 |
Soybean Oil(CBOT) |
Sep07 |
070911 |
37.78 |
37.88 |
37.65 |
37.88 |
+0.20 |
1,088 |
1,847 |
-578 |
Oct07 |
070911 |
37.95 |
38.05 |
37.76 |
38.02 |
+0.12 |
3,002 |
30,929 |
-293 |
Dec07 |
070911 |
38.40 |
38.52 |
38.22 |
38.45 |
+0.13 |
7,794 |
157,461 |
+977 |
Jan08 |
070911 |
38.70 |
38.77 |
38.61 |
38.76 |
+0.10 |
516 |
23,373 |
+216 |
Mar08 |
070911 |
38.90 |
39.03 |
38.90 |
39.03 |
+0.08 |
1,571 |
16,413 |
+694 |
May08 |
070911 |
39.17 |
39.25 |
39.07 |
39.22 |
+0.07 |
1,718 |
12,537 |
+548 |
Jul08 |
070911 |
39.40 |
39.50 |
39.35 |
39.43 |
+0.08 |
965 |
14,310 |
-76 |
Aug08 |
070911 |
39.35 |
39.45 |
39.27 |
39.40 |
+0.05 |
134 |
963 |
+24 |
Total Volume and Open Interest |
17,848 |
273,174 |
+3,226 |
Canola(WCE) |
Corn(CBOT) |
Sep07 |
070911 |
327.00 |
328.00 |
322.50 |
324.50 |
-5.25 |
4,759 |
7,121 |
-1,551 |
Dec07 |
070911 |
343.25 |
345.00 |
338.50 |
341.25 |
-4.75 |
12,312 |
619,773 |
-2,284 |
Mar08 |
070911 |
349.50 |
361.75 |
349.50 |
357.75 |
-5.25 |
3,158 |
138,712 |
+1,066 |
May08 |
070911 |
371.25 |
371.25 |
365.50 |
368.00 |
-5.00 |
234 |
36,557 |
+441 |
Jul08 |
070911 |
379.00 |
380.25 |
375.00 |
376.75 |
-4.75 |
476 |
89,071 |
+284 |
Sep08 |
070911 |
387.00 |
387.00 |
382.50 |
384.25 |
-5.75 |
931 |
12,471 |
+360 |
Total Volume and Open Interest |
23,184 |
1,080,490 |
-6,827 |
Wheat(CBOT) |
Sep07 |
070911 |
848.00 |
871.00 |
846.00 |
871.00 |
+22.00 |
332 |
948 |
-494 |
Dec07 |
070911 |
862.00 |
891.00 |
858.00 |
890.50 |
+29.50 |
9,413 |
245,783 |
-1,070 |
Mar08 |
070911 |
860.00 |
891.50 |
858.50 |
891.50 |
+30.00 |
2,168 |
38,722 |
+1,859 |
May08 |
070911 |
760.00 |
786.00 |
760.00 |
786.00 |
+22.00 |
527 |
6,440 |
+99 |
Jul08 |
070911 |
590.00 |
599.00 |
588.00 |
598.00 |
+6.00 |
1,026 |
56,170 |
-1,027 |
Total Volume and Open Interest |
13,843 |
373,978 |
-1,400 |
Wheat(KCBT) |
Sep07 |
070911 |
833.50 |
860.00 |
833.50 |
860.00 |
+30.00 |
427 |
701 |
-309 |
Dec07 |
070911 |
833.00 |
859.00 |
829.00 |
859.00 |
+30.00 |
10,747 |
119,501 |
-89 |
Mar08 |
070911 |
824.00 |
853.25 |
823.00 |
853.25 |
+30.00 |
2,287 |
15,644 |
+932 |
May08 |
070911 |
763.00 |
796.00 |
760.00 |
780.00 |
+14.00 |
244 |
438 |
+220 |
Jul08 |
070911 |
593.00 |
601.00 |
591.00 |
601.00 |
+9.25 |
1,421 |
14,610 |
+176 |
Total Volume and Open Interest |
15,227 |
153,501 |
+1,070 |
Wheat(MGE) |
Sep07 |
070911 |
801.00 |
829.00 |
801.00 |
829.00 |
+28.00 |
137 |
127 |
-42 |
Dec07 |
070911 |
800.00 |
828.00 |
797.00 |
827.00 |
+23.00 |
5,204 |
48,594 |
+5 |
Mar08 |
070911 |
800.50 |
830.00 |
800.50 |
829.50 |
+27.00 |
2,107 |
9,025 |
+279 |
May08 |
070911 |
795.00 |
810.00 |
791.00 |
810.00 |
+22.00 |
110 |
722 |
-48 |
Jul08 |
070911 |
680.00 |
701.00 |
680.00 |
701.00 |
+16.00 |
63 |
562 |
+22 |
Total Volume and Open Interest |
7,842 |
62,396 |
+691 |
Oats(CBOT) |
Sep07 |
070911 |
256.00 |
256.00 |
256.00 |
256.00 |
unch |
3 |
2 |
-1 |
Dec07 |
070911 |
269.50 |
270.50 |
266.00 |
270.25 |
+2.50 |
370 |
12,349 |
+193 |
Mar08 |
070911 |
278.50 |
279.00 |
277.50 |
279.00 |
+1.00 |
68 |
1,661 |
-24 |
May08 |
070911 |
280.00 |
280.00 |
280.00 |
280.00 |
+2.00 |
0 |
158 |
+0 |
Total Volume and Open Interest |
441 |
14,196 |
+181 |
Rough Rice(CBOT) |
Sep07 |
070911 |
11.02 |
11.12 |
11.02 |
11.05 |
-0.03 |
16 |
28 |
+15 |
Nov07 |
070911 |
11.32 |
11.40 |
11.28 |
11.33 |
-0.01 |
281 |
11,488 |
+454 |
Jan08 |
070911 |
11.64 |
11.69 |
11.58 |
11.63 |
-0.01 |
15 |
1,542 |
+35 |
Mar08 |
070911 |
11.92 |
11.92 |
11.88 |
11.88 |
+0.01 |
21 |
1,097 |
+146 |
Total Volume and Open Interest |
333 |
14,512 |
+691 |
Live Cattle(CME) |
Oct07 |
070911 |
95.550 |
96.000 |
95.550 |
95.700 |
unch |
23,446 |
95,629 |
-9,268 |
Dec07 |
070911 |
99.450 |
99.885 |
99.400 |
99.600 |
-0.150 |
19,964 |
72,351 |
+4,690 |
Feb08 |
070911 |
100.700 |
101.050 |
100.500 |
101.035 |
+0.135 |
5,102 |
34,205 |
+952 |
Apr08 |
070911 |
100.850 |
101.200 |
100.830 |
101.135 |
unch |
1,872 |
17,891 |
+259 |
Jun08 |
070911 |
96.800 |
96.885 |
96.750 |
96.850 |
-0.080 |
425 |
7,223 |
+186 |
Aug08 |
070911 |
95.430 |
95.430 |
95.300 |
95.350 |
-0.150 |
144 |
1,712 |
+65 |
Total Volume and Open Interest |
50,953 |
229,011 |
+229,011 |
Feeder Cattle(CME) |
Sep07 |
070911 |
118.900 |
118.900 |
118.500 |
118.535 |
-0.350 |
478 |
4,639 |
-263 |
Oct07 |
070911 |
118.450 |
118.500 |
118.200 |
118.330 |
-0.120 |
1,889 |
13,519 |
+80 |
Nov07 |
070911 |
118.700 |
118.900 |
118.500 |
118.730 |
-0.220 |
952 |
7,334 |
+255 |
Jan08 |
070911 |
116.500 |
116.800 |
116.400 |
116.730 |
+0.050 |
186 |
3,892 |
+111 |
Mar08 |
070911 |
113.930 |
114.050 |
113.930 |
114.000 |
unch |
62 |
816 |
+21 |
Apr08 |
070911 |
114.600 |
114.600 |
114.250 |
114.550 |
-0.050 |
22 |
333 |
+15 |
May08 |
070911 |
114.400 |
114.400 |
114.200 |
114.400 |
-0.100 |
18 |
682 |
+17 |
Total Volume and Open Interest |
3,611 |
31,220 |
+31,220 |
Lean Hogs(CME) |
Oct07 |
070911 |
66.000 |
66.550 |
65.750 |
65.850 |
-0.600 |
17,175 |
58,220 |
-6,651 |
Dec07 |
070911 |
67.950 |
68.430 |
67.600 |
68.100 |
-0.230 |
16,664 |
58,803 |
+1,394 |
Feb08 |
070911 |
71.300 |
71.535 |
70.850 |
71.330 |
-0.250 |
3,840 |
23,194 |
+1,313 |
Apr08 |
070911 |
71.650 |
72.100 |
71.500 |
72.035 |
+0.205 |
814 |
17,446 |
+7 |
May08 |
070911 |
74.400 |
75.400 |
74.300 |
75.400 |
+0.450 |
42 |
1,558 |
+29 |
Jun08 |
070911 |
77.330 |
77.700 |
77.100 |
77.700 |
+0.370 |
213 |
9,769 |
+107 |
Jul08 |
070911 |
75.200 |
75.900 |
75.200 |
75.900 |
-0.050 |
18 |
2,314 |
+17 |
Aug08 |
070911 |
72.950 |
73.100 |
72.700 |
73.100 |
+0.350 |
34 |
835 |
+18 |
Total Volume and Open Interest |
38,811 |
172,229 |
+172,229 |
Pork Bellies(CME) |
Feb08 |
070911 |
86.800 |
87.600 |
86.550 |
86.830 |
-0.270 |
209 |
845 |
+33 |
Mar08 |
070911 |
87.350 |
87.350 |
87.350 |
87.350 |
-0.300 |
0 |
33 |
+0 |
May08 |
070911 |
89.550 |
89.550 |
89.150 |
89.150 |
-0.400 |
0 |
30 |
+0 |
Jul08 |
070911 |
91.400 |
91.400 |
91.400 |
91.400 |
-0.400 |
2 |
3 |
-2 |
Aug08 |
070911 |
92.500 |
92.500 |
92.500 |
92.500 |
-0.500 |
|
|
|
Total Volume and Open Interest |
211 |
911 |
+911 |
Class III Milk(CME) |
Sep07 |
070911 |
20.26 |
20.38 |
20.26 |
20.38 |
+0.15 |
68 |
4,875 |
+6 |
Oct07 |
070911 |
20.20 |
20.29 |
20.20 |
20.27 |
+0.72 |
504 |
4,392 |
-40 |
Nov07 |
070911 |
18.63 |
19.00 |
18.63 |
18.96 |
+0.59 |
206 |
3,737 |
+57 |
Dec07 |
070911 |
17.98 |
18.35 |
17.90 |
18.32 |
+0.63 |
148 |
3,794 |
-44 |
Jan08 |
070911 |
17.09 |
17.09 |
17.09 |
17.09 |
+0.24 |
88 |
2,023 |
+22 |
Total Volume and Open Interest |
1,559 |
33,557 |
+33,557 |
Cocoa(NYBOT) |
Sep07 |
070911 |
1876 |
1876 |
1876 |
1876 |
-40 |
28 |
64 |
-42 |
Dec07 |
070911 |
1844 |
1859 |
1842 |
1856 |
+4 |
5,521 |
65,064 |
+535 |
Mar08 |
070911 |
1863 |
1871 |
1863 |
1871 |
+2 |
815 |
28,886 |
-117 |
May08 |
070911 |
1883 |
1883 |
1883 |
1883 |
unch |
203 |
6,887 |
+40 |
Jul08 |
070911 |
1899 |
1899 |
1899 |
1899 |
+2 |
94 |
3,638 |
+3 |
Sep08 |
070911 |
1915 |
1915 |
1915 |
1915 |
+3 |
32 |
3,955 |
+4 |
Dec08 |
070911 |
1940 |
1940 |
1940 |
1940 |
+3 |
179 |
12,011 |
+120 |
Total Volume and Open Interest |
6,872 |
121,129 |
+663 |
Coffee "C"(NYBOT) |
Sep07 |
070911 |
116.55 |
116.55 |
116.55 |
116.55 |
-0.50 |
25 |
136 |
-5 |
Dec07 |
070911 |
119.60 |
120.35 |
118.40 |
119.50 |
-0.55 |
13,605 |
103,351 |
+1,186 |
Mar08 |
070911 |
122.20 |
123.30 |
122.20 |
123.25 |
-0.55 |
3,217 |
23,221 |
+1,115 |
May08 |
070911 |
125.40 |
125.40 |
125.20 |
125.35 |
-0.55 |
451 |
7,526 |
+188 |
Jul08 |
070911 |
127.10 |
127.10 |
127.10 |
127.10 |
-0.55 |
257 |
3,284 |
-2 |
Sep08 |
070911 |
128.80 |
128.80 |
128.80 |
128.80 |
-0.45 |
1,106 |
8,367 |
-231 |
Total Volume and Open Interest |
20,008 |
159,522 |
+2,289 |
Orange Juice(NYBOT) |
Nov07 |
070911 |
119.50 |
120.40 |
118.20 |
119.75 |
+0.45 |
2,242 |
17,857 |
-321 |
Jan08 |
070911 |
120.00 |
120.95 |
119.05 |
119.90 |
+0.10 |
454 |
4,710 |
+270 |
Mar08 |
070911 |
120.00 |
120.90 |
119.80 |
120.90 |
+0.10 |
48 |
3,770 |
+48 |
May08 |
070911 |
121.90 |
121.90 |
121.90 |
121.90 |
+0.10 |
5 |
561 |
-5 |
Jul08 |
070911 |
122.90 |
122.90 |
122.90 |
122.90 |
+0.10 |
0 |
136 |
+0 |
Sep08 |
070911 |
123.90 |
123.90 |
123.90 |
123.90 |
+0.10 |
0 |
119 |
+0 |
Total Volume and Open Interest |
2,749 |
28,016 |
+47 |
Sugar #11(NYBOT) |
Oct07 |
070911 |
9.40 |
9.40 |
9.20 |
9.30 |
+0.01 |
76,178 |
254,266 |
-26,051 |
Mar08 |
070911 |
9.81 |
9.82 |
9.56 |
9.66 |
-0.03 |
74,120 |
220,641 |
+15,489 |
May08 |
070911 |
9.81 |
9.81 |
9.69 |
9.71 |
-0.01 |
5,244 |
51,045 |
+1,784 |
Jul08 |
070911 |
9.76 |
9.83 |
9.75 |
9.77 |
-0.02 |
1,370 |
41,299 |
+469 |
Oct08 |
070911 |
10.04 |
10.06 |
10.02 |
10.05 |
unch |
2,180 |
41,648 |
-494 |
Total Volume and Open Interest |
162,463 |
665,914 |
-3,060 |
Sugar #14(NYBOT) |
Sep07 |
070808 |
22.53 |
22.53 |
22.53 |
22.53 |
+0.01 |
484 |
589 |
-408 |
Nov07 |
070911 |
21.64 |
21.64 |
21.64 |
21.64 |
-0.03 |
189 |
2,407 |
+29 |
Jan08 |
070911 |
21.18 |
21.18 |
21.18 |
21.18 |
+0.01 |
103 |
3,099 |
+78 |
Mar08 |
070911 |
21.18 |
21.18 |
21.18 |
21.18 |
+0.06 |
135 |
2,907 |
+7 |
May08 |
070911 |
21.30 |
21.30 |
21.30 |
21.30 |
+0.03 |
0 |
594 |
+0 |
Total Volume and Open Interest |
427 |
9,711 |
+55 |
London Cocoa(LCE) |
Sep07 |
070911 |
942 |
950 |
930 |
932 |
-10 |
10,239 |
10,019 |
-9,779 |
Dec07 |
070911 |
967 |
972 |
957 |
961 |
-6 |
5,263 |
73,181 |
+1,131 |
Mar08 |
070911 |
972 |
983 |
969 |
974 |
-2 |
929 |
40,891 |
+236 |
May08 |
070911 |
982 |
987 |
980 |
984 |
-2 |
70 |
17,297 |
+22 |
Jul08 |
070911 |
996 |
998 |
989 |
994 |
-2 |
272 |
14,976 |
+23 |
Sep08 |
070911 |
1004 |
1005 |
1002 |
1005 |
-1 |
7,821 |
17,613 |
+7,286 |
Dec08 |
070911 |
1010 |
1014 |
1010 |
1014 |
-1 |
124 |
5,055 |
+100 |
Total Volume and Open Interest |
24,718 |
179,157 |
+179,157 |
London Coffee(LCE) |
Sep07 |
070911 |
1845.00 |
1860.00 |
1835.00 |
1855.00 |
+20.00 |
190 |
730 |
-24 |
Nov07 |
070911 |
1900.00 |
1922.00 |
1866.00 |
1904.00 |
+14.00 |
13,363 |
81,337 |
+192 |
Jan08 |
070911 |
1791.00 |
1808.00 |
1770.00 |
1801.00 |
+13.00 |
4,761 |
33,436 |
+1,825 |
Mar08 |
070911 |
1788.00 |
1790.00 |
1771.00 |
1786.00 |
+18.00 |
737 |
11,958 |
+555 |
May08 |
070911 |
1792.00 |
1796.00 |
1779.00 |
1791.00 |
+21.00 |
13 |
3,685 |
+4 |
Jul08 |
070911 |
1786.00 |
1786.00 |
1786.00 |
1786.00 |
+12.00 |
10 |
1,189 |
+0 |
Total Volume and Open Interest |
19,074 |
133,624 |
+133,624 |
London Sugar(LCE) |
Oct07 |
070911 |
267.90 |
271.40 |
267.80 |
268.60 |
+0.10 |
9,753 |
15,285 |
-7,346 |
Dec07 |
070911 |
271.40 |
274.40 |
270.10 |
271.50 |
unch |
8,665 |
29,876 |
+6,130 |
Mar08 |
070911 |
281.80 |
284.90 |
281.20 |
281.80 |
-0.40 |
815 |
16,801 |
-132 |
May08 |
070911 |
285.00 |
286.90 |
283.40 |
285.00 |
-0.20 |
493 |
7,920 |
+698 |
Aug08 |
070911 |
286.00 |
288.00 |
285.00 |
286.00 |
unch |
90 |
5,492 |
+28 |
Total Volume and Open Interest |
19,852 |
81,744 |
+81,744 |
Cotton(NYBOT) |
Oct07 |
070911 |
59.20 |
59.30 |
58.40 |
59.15 |
+0.60 |
545 |
4,184 |
-91 |
Dec07 |
070911 |
61.60 |
61.70 |
60.80 |
61.64 |
+0.64 |
9,514 |
127,167 |
-397 |
Mar08 |
070911 |
64.65 |
64.95 |
64.05 |
64.92 |
+0.80 |
3,665 |
45,564 |
-103 |
May08 |
070911 |
65.90 |
66.10 |
65.60 |
66.10 |
+0.90 |
104 |
4,457 |
-27 |
Jul08 |
070911 |
66.30 |
67.20 |
66.30 |
67.15 |
+0.80 |
319 |
5,528 |
+118 |
Oct08 |
070911 |
70.45 |
70.45 |
68.65 |
68.65 |
+0.75 |
0 |
238 |
+0 |
Total Volume and Open Interest |
14,870 |
205,167 |
-502 |
Lumber(CME) |
Sep07 |
070911 |
244.0 |
244.0 |
241.0 |
241.3 |
-2.9 |
120 |
404 |
-59 |
Nov07 |
070911 |
244.8 |
246.3 |
244.0 |
245.7 |
+0.8 |
379 |
4,744 |
-13 |
Jan08 |
070911 |
262.1 |
264.2 |
261.7 |
263.4 |
-2.4 |
60 |
435 |
+18 |
Mar08 |
070911 |
279.5 |
283.4 |
278.9 |
283.3 |
+0.8 |
21 |
159 |
+11 |
Total Volume and Open Interest |
581 |
5,788 |
+5,788 |
Crude Oil(NYM) |
Oct07 |
070911 |
77.50 |
78.30 |
77.00 |
78.23 |
+0.74 |
296,680 |
266,423 |
-18,254 |
Nov07 |
070911 |
76.15 |
77.05 |
75.80 |
77.00 |
+0.74 |
146,736 |
248,806 |
+20,822 |
Dec07 |
070911 |
75.10 |
75.80 |
74.60 |
75.77 |
+0.69 |
54,243 |
204,792 |
+4,244 |
Jan08 |
070911 |
74.20 |
74.95 |
74.10 |
74.95 |
+0.70 |
13,982 |
71,856 |
+2,174 |
Feb08 |
070911 |
73.62 |
74.34 |
73.62 |
74.34 |
+0.72 |
6,117 |
39,036 |
-353 |
Mar08 |
070911 |
73.60 |
73.91 |
73.00 |
73.91 |
+0.74 |
4,501 |
40,052 |
-249 |
Apr08 |
070911 |
73.62 |
73.62 |
73.62 |
73.62 |
+0.76 |
1,933 |
40,117 |
+133 |
May08 |
070911 |
73.41 |
73.41 |
73.41 |
73.41 |
+0.78 |
2,132 |
46,502 |
+1,125 |
Jun08 |
070911 |
73.25 |
73.25 |
73.25 |
73.25 |
+0.78 |
3,177 |
53,540 |
+591 |
Jul08 |
070911 |
73.10 |
73.10 |
73.10 |
73.10 |
+0.77 |
269 |
18,457 |
+108 |
Aug08 |
070911 |
72.95 |
72.95 |
72.95 |
72.95 |
+0.76 |
77 |
13,861 |
-54 |
Sep08 |
070911 |
72.81 |
72.81 |
72.81 |
72.81 |
+0.75 |
221 |
45,792 |
+62 |
Oct08 |
070911 |
72.69 |
72.69 |
72.69 |
72.69 |
+0.75 |
131 |
20,243 |
-69 |
Nov08 |
070911 |
72.57 |
72.57 |
72.57 |
72.57 |
+0.75 |
168 |
17,076 |
+34 |
Dec08 |
070911 |
71.80 |
72.45 |
71.80 |
72.45 |
+0.75 |
7,946 |
162,062 |
+464 |
Jan09 |
070911 |
72.33 |
72.33 |
72.33 |
72.33 |
+0.75 |
198 |
21,089 |
-6 |
Total Volume and Open Interest |
547,700 |
1,548,450 |
+19,873 |
Heating Oil(NYM) |
Oct07 |
070911 |
217.20 |
218.60 |
215.60 |
218.27 |
+1.11 |
37,406 |
65,270 |
-3,187 |
Nov07 |
070911 |
218.30 |
219.52 |
217.90 |
219.52 |
+1.06 |
17,499 |
51,712 |
+4,215 |
Dec07 |
070911 |
218.95 |
219.97 |
218.80 |
219.97 |
+1.06 |
7,967 |
43,315 |
+1,540 |
Jan08 |
070911 |
220.12 |
220.12 |
220.12 |
220.12 |
+1.06 |
3,193 |
22,917 |
+113 |
Feb08 |
070911 |
216.50 |
218.22 |
216.50 |
218.22 |
+0.96 |
1,729 |
12,795 |
+94 |
Mar08 |
070911 |
215.47 |
215.47 |
215.47 |
215.47 |
+0.91 |
2,301 |
7,071 |
-76 |
Apr08 |
070911 |
210.97 |
210.97 |
210.97 |
210.97 |
+0.86 |
1,062 |
6,671 |
+286 |
May08 |
070911 |
206.62 |
206.62 |
206.62 |
206.62 |
+0.81 |
403 |
3,334 |
+174 |
Jun08 |
070911 |
203.82 |
203.82 |
203.82 |
203.82 |
+0.91 |
608 |
11,259 |
-15 |
Jul08 |
070911 |
203.17 |
203.17 |
203.17 |
203.17 |
+0.86 |
477 |
1,589 |
+260 |
Aug08 |
070911 |
204.02 |
204.02 |
204.02 |
204.02 |
+0.71 |
195 |
679 |
+125 |
Sep08 |
070911 |
205.62 |
205.62 |
205.62 |
205.62 |
+0.71 |
25 |
460 |
+0 |
Total Volume and Open Interest |
73,087 |
230,725 |
+6,886 |
Gasoline(NYMEX) |
Oct07 |
070911 |
198.90 |
199.85 |
194.00 |
198.11 |
+0.25 |
42,094 |
64,835 |
-1,066 |
Nov07 |
070911 |
197.06 |
197.50 |
192.52 |
196.06 |
+0.15 |
14,066 |
39,183 |
+37 |
Dec07 |
070911 |
195.55 |
196.17 |
191.96 |
195.21 |
+0.15 |
6,946 |
24,675 |
+117 |
Jan08 |
070911 |
196.30 |
197.25 |
193.69 |
196.41 |
+0.25 |
3,097 |
13,252 |
+33 |
Feb08 |
070911 |
196.35 |
198.60 |
195.39 |
198.21 |
+0.25 |
1,958 |
7,132 |
+653 |
Mar08 |
070911 |
198.67 |
200.06 |
198.27 |
200.06 |
+0.25 |
1,462 |
8,067 |
+324 |
Apr08 |
070911 |
210.51 |
211.91 |
209.58 |
211.91 |
+0.25 |
637 |
6,573 |
+100 |
May08 |
070911 |
212.09 |
213.06 |
212.09 |
213.06 |
+0.25 |
64 |
3,291 |
+13 |
Jun08 |
070911 |
212.34 |
213.49 |
212.34 |
213.31 |
+0.25 |
309 |
4,747 |
-12 |
Jul08 |
070911 |
210.50 |
211.96 |
210.50 |
211.96 |
+0.25 |
127 |
1,592 |
+61 |
Total Volume and Open Interest |
71,182 |
179,152 |
+301 |
e-MiNY RBOB Gasoline(NYMEX) |
Oct07 |
070911 |
196.00 |
198.11 |
196.00 |
198.11 |
+0.25 |
0 |
1 |
+0 |
Nov07 |
070911 |
194.20 |
196.06 |
194.20 |
196.06 |
+0.15 |
|
|
|
Dec07 |
070911 |
195.21 |
195.21 |
195.21 |
195.21 |
+0.15 |
0 |
2 |
+0 |
Jan08 |
070911 |
196.41 |
196.41 |
196.41 |
196.41 |
+0.25 |
|
|
|
Total Volume and Open Interest |
0 |
3 |
+0 |
Natural Gas(NYM) |
Oct07 |
070911 |
5.885 |
5.960 |
5.820 |
5.950 |
+0.059 |
90,267 |
105,387 |
-5,502 |
Nov07 |
070911 |
6.670 |
6.780 |
6.630 |
6.780 |
+0.100 |
35,057 |
91,608 |
+6,468 |
Dec07 |
070911 |
7.410 |
7.470 |
7.410 |
7.470 |
+0.085 |
11,681 |
49,403 |
+1,361 |
Jan08 |
070911 |
7.785 |
7.835 |
7.730 |
7.835 |
+0.105 |
9,988 |
48,341 |
+352 |
Feb08 |
070911 |
7.820 |
7.840 |
7.820 |
7.840 |
+0.105 |
1,757 |
36,105 |
+162 |
Mar08 |
070911 |
7.650 |
7.750 |
7.650 |
7.730 |
+0.100 |
2,815 |
47,221 |
+441 |
Apr08 |
070911 |
7.300 |
7.370 |
7.300 |
7.350 |
+0.095 |
3,345 |
36,770 |
+334 |
May08 |
070911 |
7.335 |
7.335 |
7.335 |
7.335 |
+0.066 |
814 |
26,176 |
+44 |
Jun08 |
070911 |
7.447 |
7.447 |
7.447 |
7.447 |
+0.090 |
190 |
17,120 |
+43 |
Jul08 |
070911 |
7.537 |
7.537 |
7.537 |
7.537 |
+0.057 |
185 |
12,588 |
+31 |
Aug08 |
070911 |
7.607 |
7.607 |
7.607 |
7.607 |
-0.014 |
224 |
10,955 |
+80 |
Sep08 |
070911 |
7.645 |
7.645 |
7.645 |
7.645 |
+0.015 |
274 |
7,878 |
+96 |
Oct08 |
070911 |
7.745 |
7.745 |
7.745 |
7.745 |
-0.019 |
501 |
29,694 |
+99 |
Nov08 |
070911 |
8.195 |
8.195 |
8.195 |
8.195 |
+0.035 |
92 |
15,279 |
+38 |
Dec08 |
070911 |
8.633 |
8.633 |
8.633 |
8.633 |
-0.029 |
98 |
14,098 |
+25 |
Jan09 |
070911 |
8.911 |
8.911 |
8.911 |
8.911 |
-0.029 |
507 |
31,433 |
+274 |
Total Volume and Open Interest |
161,676 |
784,879 |
+8,593 |
Brent Crude Oil(ICE) |
Oct07 |
070911 |
75.95 |
76.49 |
75.00 |
76.38 |
+0.90 |
62,824 |
57,706 |
-9,790 |
Nov07 |
070911 |
75.30 |
75.89 |
74.50 |
75.77 |
+0.75 |
72,080 |
185,748 |
-3,051 |
Dec07 |
070911 |
75.00 |
75.52 |
74.19 |
75.45 |
+0.71 |
50,366 |
132,479 |
-3,838 |
Jan08 |
070911 |
74.46 |
75.16 |
73.87 |
75.13 |
+0.67 |
6,953 |
31,274 |
+27 |
Feb08 |
070911 |
74.17 |
74.79 |
73.80 |
74.79 |
+0.63 |
1,609 |
16,865 |
-505 |
Mar08 |
070911 |
73.86 |
74.48 |
73.48 |
74.48 |
+0.62 |
659 |
14,605 |
+15 |
Apr08 |
070911 |
73.43 |
74.20 |
73.33 |
74.20 |
+0.63 |
0 |
10,630 |
+78 |
May08 |
070911 |
73.97 |
73.97 |
73.97 |
73.97 |
+0.67 |
0 |
4,041 |
+106 |
Jun08 |
070911 |
72.97 |
73.78 |
72.71 |
73.78 |
+0.69 |
936 |
32,071 |
+154 |
Jul08 |
070911 |
73.63 |
73.63 |
73.63 |
73.63 |
+0.69 |
0 |
5,695 |
+22 |
Aug08 |
070911 |
73.49 |
73.49 |
73.49 |
73.49 |
+0.70 |
0 |
3,186 |
-25 |
Sep08 |
070911 |
72.75 |
73.36 |
72.75 |
73.36 |
+0.72 |
0 |
3,707 |
+0 |
Oct08 |
070911 |
73.23 |
73.23 |
73.23 |
73.23 |
+0.73 |
0 |
4,417 |
+25 |
Nov08 |
070911 |
73.12 |
73.12 |
73.12 |
73.12 |
+0.75 |
0 |
3,417 |
+0 |
Total Volume and Open Interest |
198,690 |
649,308 |
+649,308 |
Gas Oil(ICE) |
Sep07 |
070911 |
691.50 |
691.50 |
680.25 |
683.75 |
+6.50 |
24,804 |
20,970 |
-7,300 |
Oct07 |
070911 |
687.50 |
688.00 |
677.50 |
681.25 |
+7.75 |
53,811 |
100,324 |
-284 |
Nov07 |
070911 |
682.25 |
682.25 |
672.75 |
676.75 |
+8.00 |
26,479 |
51,894 |
+5,769 |
Dec07 |
070911 |
673.00 |
677.00 |
668.00 |
672.75 |
+8.50 |
11,398 |
47,965 |
+1,814 |
Jan08 |
070911 |
671.75 |
673.75 |
667.00 |
671.75 |
+8.75 |
5,000 |
41,275 |
-556 |
Feb08 |
070911 |
666.50 |
668.25 |
663.25 |
666.75 |
+8.75 |
1,465 |
15,500 |
-128 |
Mar08 |
070911 |
661.00 |
661.00 |
659.75 |
659.75 |
+8.25 |
670 |
9,998 |
+82 |
Apr08 |
070911 |
646.75 |
653.75 |
646.75 |
652.25 |
+8.25 |
268 |
4,712 |
+205 |
May08 |
070911 |
639.25 |
644.50 |
639.25 |
644.50 |
+8.00 |
0 |
7,489 |
+95 |
Jun08 |
070911 |
635.00 |
641.00 |
635.00 |
639.75 |
+7.75 |
0 |
30,506 |
+158 |
Total Volume and Open Interest |
123,895 |
365,071 |
+365,071 |
US Dollar Index(NYBOT) |
Sep07 |
070911 |
79.835 |
79.960 |
79.670 |
79.670 |
-0.140 |
9,201 |
12,590 |
-5,519 |
Dec07 |
070911 |
79.680 |
79.780 |
79.500 |
79.500 |
-0.140 |
12,807 |
14,713 |
+4,940 |
Mar08 |
070911 |
79.400 |
79.430 |
79.400 |
79.430 |
-0.090 |
2,205 |
2,648 |
+1,996 |
Total Volume and Open Interest |
24,217 |
29,964 |
+3,909 |
Australian Dollar(CME) |
Sep07 |
070911 |
82.75 |
83.38 |
82.75 |
83.38 |
+0.87 |
1,893 |
80,528 |
+15,499 |
Dec07 |
070911 |
82.42 |
83.11 |
82.42 |
83.11 |
+0.87 |
2,784 |
23,015 |
+21,968 |
Mar08 |
070911 |
82.76 |
82.76 |
82.76 |
82.76 |
+0.87 |
0 |
152 |
+147 |
Total Volume and Open Interest |
4,677 |
103,987 |
+103,987 |
British Pound(CME) |
Sep07 |
070911 |
203.25 |
203.25 |
202.96 |
203.15 |
+0.42 |
2,363 |
100,608 |
-509,590 |
Dec07 |
070911 |
202.71 |
202.82 |
202.37 |
202.67 |
+0.42 |
2,017 |
38,300 |
-53,361 |
Mar08 |
070911 |
202.01 |
202.01 |
202.01 |
202.01 |
+0.41 |
0 |
44 |
+41 |
Total Volume and Open Interest |
4,380 |
138,975 |
+138,975 |
Canadian Dollar(CME) |
Sep07 |
070911 |
95.52 |
96.00 |
95.52 |
95.95 |
+0.91 |
1,787 |
86,226 |
+80,166 |
Dec07 |
070911 |
95.66 |
96.10 |
95.66 |
96.04 |
+0.91 |
3,232 |
52,562 |
+51,281 |
Mar08 |
070911 |
96.19 |
96.19 |
96.19 |
96.19 |
+0.97 |
0 |
931 |
+840 |
Jun08 |
070911 |
96.34 |
96.34 |
96.34 |
96.34 |
+1.09 |
0 |
341 |
+339 |
Total Volume and Open Interest |
5,021 |
140,394 |
+140,394 |
Japanese Yen(CME) |
Sep07 |
070911 |
87.94 |
87.95 |
87.55 |
87.58 |
-0.57 |
4,209 |
216,125 |
-306,781 |
Dec07 |
070911 |
88.96 |
89.05 |
88.64 |
88.64 |
-0.57 |
3,343 |
53,569 |
+40,927 |
Mar08 |
070911 |
89.50 |
89.50 |
89.50 |
89.50 |
-0.57 |
1 |
511 |
+504 |
Total Volume and Open Interest |
7,553 |
286,728 |
+286,728 |
Swiss Franc(CME) |
Sep07 |
070911 |
84.35 |
84.37 |
84.13 |
84.14 |
-0.19 |
3,278 |
106,631 |
+46,996 |
Dec07 |
070911 |
84.97 |
85.02 |
84.73 |
84.75 |
-0.19 |
2,575 |
28,077 |
-33,372 |
Mar08 |
070911 |
85.19 |
85.19 |
85.19 |
85.19 |
-0.19 |
0 |
18 |
+18 |
Total Volume and Open Interest |
5,853 |
134,735 |
+134,735 |
EuroFX(CME) |
Sep07 |
070911 |
138.25 |
138.46 |
138.25 |
138.36 |
+0.27 |
3,036 |
181,410 |
-137,829 |
Dec07 |
070911 |
138.60 |
138.80 |
138.52 |
138.70 |
+0.28 |
3,860 |
44,771 |
-7,197 |
Mar08 |
070911 |
138.82 |
138.82 |
138.82 |
138.82 |
+0.28 |
0 |
174 |
+93 |
Total Volume and Open Interest |
6,897 |
226,495 |
+226,495 |
Mexican Peso(CME) |
Sep07 |
070911 |
900.2 |
902.5 |
900.2 |
902.5 |
+4.5 |
6,862 |
73,993 |
+21,868 |
Oct07 |
070911 |
901.5 |
901.5 |
901.5 |
901.5 |
+4.8 |
0 |
68 |
+68 |
Total Volume and Open Interest |
10,425 |
122,539 |
+122,539 |
30-Year T-Bonds(CBOT) |
Sep07 |
070911 |
114~23 |
114~23 |
113~27 |
114~00 |
-0~06 |
10,819 |
60,878 |
-6,342 |
Dec07 |
070911 |
113~30 |
114~05 |
113~21 |
113~25 |
-0~06 |
350,134 |
906,088 |
+21,657 |
Mar08 |
070911 |
113~27 |
114~11 |
113~18 |
113~24 |
-0~06 |
14 |
1,099 |
+5 |
Total Volume and Open Interest |
360,967 |
968,209 |
+30,743 |
10-Year T-Notes(CBOT) |
Sep07 |
070911 |
111~065 |
111~070 |
110~255 |
110~275 |
-0~120 |
39,891 |
210,568 |
-19,754 |
Dec07 |
070911 |
110~240 |
110~245 |
110~105 |
110~135 |
-0~115 |
1,164,149 |
2,133,708 |
+49,777 |
Total Volume and Open Interest |
1,204,537 |
2,348,202 |
+52,071 |
5-Year T-Notes(CBOT) |
Sep07 |
070911 |
107~260 |
107~260 |
107~230 |
107~230 |
-0~095 |
40,672 |
0 |
+0 |
Dec07 |
070911 |
107~225 |
107~250 |
107~175 |
107~180 |
-0~100 |
543,167 |
0 |
+0 |
Mar08 |
070911 |
107~180 |
107~180 |
107~180 |
107~180 |
-0~100 |
|
|
|
Total Volume and Open Interest |
583,839 |
|
|
2 Year T-Notes(CBOT) |
Sep07 |
070911 |
103~065 |
103~069 |
103~057 |
103~057 |
-0~021 |
2,411 |
52,192 |
-16,163 |
Dec07 |
070911 |
103~080 |
103~080 |
103~064 |
103~065 |
-0~025 |
4,674 |
817,982 |
-35,600 |
Total Volume and Open Interest |
7,085 |
870,174 |
-55,535 |
Eurodollars(CME) |
Sep07 |
070911 |
94.338 |
94.348 |
94.330 |
94.332 |
-0.045 |
25,558 |
1,559,757 |
-30,108 |
Dec07 |
070911 |
95.155 |
95.155 |
95.070 |
95.070 |
-0.145 |
23,175 |
1,592,777 |
+42,731 |
Mar08 |
070911 |
95.635 |
95.635 |
95.535 |
95.545 |
-0.140 |
23,290 |
1,692,100 |
+4,567 |
Jun08 |
070911 |
95.735 |
95.735 |
95.665 |
95.670 |
-0.115 |
10,837 |
1,432,942 |
+11,049 |
Sep08 |
070911 |
95.750 |
95.760 |
95.700 |
95.700 |
-0.095 |
17,048 |
1,250,234 |
+6,733 |
Dec08 |
070911 |
95.725 |
95.725 |
95.685 |
95.685 |
-0.075 |
22,938 |
1,119,457 |
-23,572 |
Mar09 |
070911 |
95.675 |
95.690 |
95.635 |
95.635 |
-0.070 |
17,861 |
707,266 |
+8,676 |
Jun09 |
070911 |
95.610 |
95.625 |
95.565 |
95.565 |
-0.075 |
17,849 |
513,608 |
+6,436 |
Sep09 |
070911 |
95.555 |
95.570 |
95.505 |
95.505 |
-0.080 |
8,098 |
393,834 |
+16,984 |
Dec09 |
070911 |
95.485 |
95.515 |
95.445 |
95.445 |
-0.080 |
9,346 |
267,685 |
+4,511 |
Mar10 |
070911 |
95.450 |
95.470 |
95.410 |
95.410 |
-0.075 |
8,173 |
172,563 |
+2,064 |
Jun10 |
070911 |
95.415 |
95.415 |
95.360 |
95.360 |
-0.075 |
5,889 |
141,300 |
-387 |
Sep10 |
070911 |
95.365 |
95.375 |
95.310 |
95.310 |
-0.075 |
5,116 |
101,031 |
+1,406 |
Dec10 |
070911 |
95.305 |
95.305 |
95.250 |
95.250 |
-0.075 |
4,403 |
110,383 |
+1,417 |
Mar11 |
070911 |
95.250 |
95.280 |
95.210 |
95.210 |
-0.070 |
4,831 |
105,243 |
+4,023 |
Jun11 |
070911 |
95.195 |
95.205 |
95.155 |
95.155 |
-0.070 |
4,070 |
92,178 |
+152 |
Sep11 |
070911 |
95.150 |
95.170 |
95.110 |
95.110 |
-0.070 |
1,435 |
79,713 |
+27 |
Dec11 |
070911 |
95.090 |
95.090 |
95.050 |
95.050 |
-0.070 |
1,432 |
57,967 |
+135 |
Total Volume and Open Interest |
221,018 |
11,695,915 |
+11,695,915 |
3-Mth Euro-Yen(CME) |
Sep07 |
070911 |
99.16 |
99.16 |
99.16 |
99.16 |
unch |
632 |
21,800 |
-1,848 |
Dec07 |
070911 |
99.17 |
99.18 |
99.17 |
99.18 |
-0.01 |
144 |
12,067 |
-31 |
Mar08 |
070911 |
99.17 |
99.17 |
99.17 |
99.17 |
unch |
37 |
5,574 |
-318 |
Jun08 |
070911 |
99.14 |
99.14 |
99.14 |
99.14 |
-0.01 |
0 |
3,810 |
+0 |
Sep08 |
070911 |
99.08 |
99.08 |
99.08 |
99.08 |
-0.02 |
2 |
3,410 |
+0 |
Dec08 |
070911 |
99.01 |
99.01 |
99.01 |
99.01 |
-0.02 |
0 |
1,509 |
+0 |
Mar09 |
070911 |
98.94 |
98.94 |
98.94 |
98.94 |
-0.02 |
0 |
157 |
+0 |
Jun09 |
070911 |
98.87 |
98.87 |
98.87 |
98.87 |
-0.02 |
0 |
100 |
+0 |
Sep09 |
070911 |
98.80 |
98.80 |
98.80 |
98.80 |
unch |
|
|
|
Dec09 |
070911 |
98.72 |
98.72 |
98.72 |
98.72 |
unch |
|
|
|
Total Volume and Open Interest |
815 |
48,427 |
+48,427 |
3-Mth Euro-Yen(SGX) |
Dec07 |
070911 |
99.19 |
99.19 |
99.18 |
99.18 |
+0.00 |
699 |
57,020 |
+132 |
Mar08 |
070911 |
99.17 |
99.18 |
99.17 |
99.17 |
+0.00 |
3,079 |
41,998 |
-358 |
Jun08 |
070911 |
99.15 |
99.16 |
99.14 |
99.14 |
+0.00 |
209 |
18,941 |
-98 |
Sep08 |
070911 |
99.11 |
99.11 |
99.08 |
99.10 |
+0.01 |
54 |
19,068 |
+1 |
Dec08 |
070911 |
99.04 |
99.04 |
99.03 |
99.03 |
unch |
0 |
8,922 |
+0 |
Mar09 |
070911 |
98.94 |
98.96 |
98.94 |
98.96 |
unch |
0 |
4,506 |
-200 |
Jun09 |
070911 |
98.89 |
98.89 |
98.89 |
98.89 |
unch |
0 |
1,168 |
+0 |
Sep09 |
070911 |
98.80 |
98.80 |
98.80 |
98.80 |
unch |
0 |
200 |
+0 |
Total Volume and Open Interest |
4,707 |
234,315 |
+234,315 |
Japanese Gov't Bonds(SGX) |
Dec07 |
070910 |
136.09 |
136.28 |
136.04 |
136.04 |
+0.82 |
25,227 |
15,167 |
+13,555 |
Mar08 |
070911 |
136.08 |
136.08 |
136.08 |
136.08 |
+0.04 |
|
|
|
Jun08 |
070911 |
136.08 |
136.08 |
136.08 |
136.08 |
+0.04 |
|
|
|
Total Volume and Open Interest |
3,303 |
44,773 |
+2,306 |
Euro-Bund(EUREX) |
Dec07 |
070911 |
114.69 |
114.79 |
114.52 |
114.71 |
+0.25 |
1,071,469 |
1,298,417 |
+509,373 |
Mar08 |
070911 |
115.04 |
115.10 |
114.93 |
115.07 |
+0.32 |
157 |
325 |
+223 |
Jun08 |
070911 |
115.07 |
115.07 |
115.07 |
115.07 |
+0.32 |
|
|
|
Total Volume and Open Interest |
1,188,971 |
1,298,742 |
|
Euro-Bobl(EUREX) |
Dec07 |
070911 |
108.70 |
108.74 |
108.58 |
108.68 |
+0.08 |
566,017 |
944,149 |
+336,202 |
Mar08 |
070911 |
108.50 |
108.50 |
108.50 |
108.50 |
+0.09 |
|
|
|
Jun08 |
070911 |
42.96 |
42.96 |
42.96 |
42.96 |
+0.09 |
|
|
|
Total Volume and Open Interest |
639,379 |
944,149 |
|
3-Mth Euribor(EUREX) |
Sep07 |
070911 |
95.305 |
95.310 |
95.285 |
95.295 |
-0.045 |
1,456 |
28,080 |
-1,453 |
Dec07 |
070911 |
95.505 |
95.505 |
95.480 |
95.495 |
-0.050 |
934 |
14,182 |
+281 |
Mar08 |
070911 |
95.775 |
95.780 |
95.775 |
95.780 |
-0.020 |
317 |
9,820 |
+28 |
Total Volume and Open Interest |
2,898 |
63,324 |
-1,287 |
Long Gilt(LIFFE) |
Sep07 |
070911 |
107~28 |
108~00 |
107~23 |
107~32 |
-0~02 |
1,652 |
55,009 |
-785 |
Dec07 |
070911 |
107~30 |
108~04 |
107~22 |
108~00 |
-0~02 |
73,642 |
318,038 |
+7,315 |
Total Volume and Open Interest |
75,294 |
373,047 |
+373,047 |
3-Mth Short Sterling(LIFFE) |
Sep07 |
070911 |
93.13 |
93.13 |
93.13 |
93.13 |
-0.01 |
59,170 |
536,963 |
+13,747 |
Dec07 |
070911 |
93.60 |
93.60 |
93.60 |
93.60 |
-0.03 |
100,496 |
565,244 |
+15,040 |
Mar08 |
070911 |
94.02 |
94.02 |
94.02 |
94.02 |
-0.03 |
100,032 |
492,494 |
+9,525 |
Jun08 |
070911 |
94.29 |
94.29 |
94.29 |
94.29 |
-0.02 |
94,849 |
462,158 |
+9,977 |
Sep08 |
070911 |
94.42 |
94.42 |
94.42 |
94.42 |
unch |
67,840 |
307,682 |
-1,246 |
Dec08 |
070911 |
94.46 |
94.46 |
94.46 |
94.46 |
+0.01 |
48,506 |
265,230 |
+5,911 |
Total Volume and Open Interest |
508,121 |
3,035,733 |
+3,035,733 |
3-Mth Euribor(LIFFE) |
Sep07 |
070911 |
95.305 |
95.310 |
95.275 |
95.295 |
-0.020 |
183,230 |
946,863 |
+6,835 |
Dec07 |
070911 |
95.540 |
95.550 |
95.465 |
95.495 |
-0.035 |
265,001 |
825,734 |
+16,901 |
Mar08 |
070911 |
95.805 |
95.810 |
95.745 |
95.780 |
-0.040 |
242,568 |
615,422 |
+22,750 |
Total Volume and Open Interest |
1,228,171 |
4,234,962 |
+63,758 |
3-Mth Aus T-Bills(SFE) |
Sep07 |
070911 |
92.96 |
92.96 |
92.92 |
92.94 |
-0.05 |
27,066 |
451,236 |
-28,785 |
Dec07 |
070911 |
93.00 |
93.01 |
92.97 |
93.00 |
-0.02 |
38,976 |
373,131 |
+8,978 |
Mar08 |
070911 |
93.02 |
93.04 |
93.00 |
93.02 |
-0.01 |
25,761 |
192,480 |
+10,204 |
Jun08 |
070911 |
93.08 |
93.10 |
93.05 |
93.06 |
-0.02 |
4,548 |
111,163 |
+1,393 |
Sep08 |
070911 |
93.13 |
93.13 |
93.11 |
93.11 |
-0.02 |
2,448 |
60,422 |
+681 |
Dec08 |
070911 |
93.16 |
93.17 |
93.14 |
93.15 |
-0.02 |
2,930 |
43,473 |
+2,039 |
Mar09 |
070911 |
93.18 |
93.18 |
93.17 |
93.17 |
-0.01 |
1,466 |
33,782 |
+281 |
Jun09 |
070911 |
93.19 |
93.19 |
93.17 |
93.18 |
-0.01 |
3,421 |
21,146 |
+2,874 |
Sep09 |
070911 |
93.19 |
93.19 |
93.18 |
93.18 |
-0.01 |
129 |
2,521 |
+126 |
Dec09 |
070911 |
93.21 |
93.21 |
93.21 |
93.21 |
unch |
1 |
638 |
+0 |
Total Volume and Open Interest |
106,749 |
1,290,178 |
+1,290,178 |
10-Year Aus T-Bonds(SFE) |
Sep07 |
070911 |
94.19 |
94.19 |
94.13 |
94.14 |
-0.04 |
72,959 |
507,837 |
+14,276 |
Dec07 |
070911 |
94.21 |
94.21 |
94.16 |
94.16 |
-0.05 |
13,867 |
19,227 |
+11,056 |
Total Volume and Open Interest |
86,826 |
527,064 |
+527,064 |
3-Year Aus T-Bonds(SFE) |
Sep07 |
070911 |
93.86 |
93.86 |
93.81 |
93.82 |
-0.02 |
153,447 |
871,061 |
+70,728 |
Dec07 |
070911 |
93.91 |
93.91 |
93.86 |
93.87 |
-0.02 |
14,217 |
43,137 |
+13,453 |
Total Volume and Open Interest |
167,664 |
914,198 |
+914,198 |
Gold(CMX) |
Oct07 |
070911 |
707.5 |
716.0 |
705.0 |
714.4 |
+8.8 |
1,419 |
27,476 |
-196 |
Dec07 |
070911 |
714.3 |
723.5 |
711.9 |
721.1 |
+8.9 |
67,168 |
224,042 |
-993 |
Feb08 |
070911 |
721.0 |
729.5 |
721.0 |
727.2 |
+9.0 |
1,583 |
18,396 |
+72 |
Apr08 |
070911 |
733.0 |
733.0 |
733.0 |
733.0 |
+9.2 |
77 |
16,880 |
+2 |
Jun08 |
070911 |
738.6 |
738.6 |
738.6 |
738.6 |
+9.4 |
240 |
15,166 |
-53 |
Aug08 |
070911 |
744.0 |
744.0 |
744.0 |
744.0 |
+9.6 |
90 |
9,021 |
+68 |
Oct08 |
070911 |
749.2 |
749.2 |
749.2 |
749.2 |
+9.7 |
10 |
1,588 |
+0 |
Dec08 |
070911 |
753.0 |
754.4 |
753.0 |
754.4 |
+9.8 |
1,289 |
16,081 |
+248 |
Feb09 |
070911 |
759.8 |
759.8 |
759.8 |
759.8 |
+9.9 |
26 |
11,639 |
+0 |
Apr09 |
070911 |
765.0 |
765.0 |
765.0 |
765.0 |
+10.0 |
25 |
1,725 |
+0 |
Jun09 |
070911 |
770.5 |
770.5 |
770.5 |
770.5 |
+10.1 |
225 |
11,253 |
+0 |
Total Volume and Open Interest |
72,947 |
364,361 |
+9,902 |
Silver(CMX) |
Sep07 |
070911 |
1266.7 |
1266.7 |
1266.7 |
1266.7 |
+13.5 |
47 |
329 |
-116 |
Dec07 |
070911 |
1276.0 |
1295.0 |
1274.0 |
1283.5 |
+13.5 |
18,337 |
73,720 |
-523 |
Mar08 |
070911 |
1300.1 |
1300.1 |
1300.1 |
1300.1 |
+13.8 |
613 |
7,666 |
-49 |
May08 |
070911 |
1310.4 |
1310.4 |
1310.4 |
1310.4 |
+14.0 |
25 |
5,136 |
+3 |
Jul08 |
070911 |
1320.6 |
1320.6 |
1320.6 |
1320.6 |
+14.2 |
6 |
4,944 |
-1 |
Sep08 |
070911 |
1329.7 |
1329.7 |
1329.7 |
1329.7 |
+14.2 |
217 |
1,003 |
+0 |
Dec08 |
070911 |
1343.0 |
1343.0 |
1343.0 |
1343.0 |
+14.3 |
31 |
5,585 |
-1 |
Total Volume and Open Interest |
19,615 |
107,144 |
-10 |
Platinum(NYM) |
Oct07 |
070911 |
1297.0 |
1307.5 |
1294.0 |
1302.6 |
+8.6 |
757 |
8,943 |
-18 |
Jan08 |
070911 |
1318.0 |
1318.0 |
1312.3 |
1312.3 |
+8.8 |
102 |
2,249 |
+85 |
Apr08 |
070911 |
1323.7 |
1323.7 |
1323.7 |
1323.7 |
+8.8 |
0 |
2 |
+0 |
Total Volume and Open Interest |
859 |
11,194 |
+675 |
Palladium(NYME) |
Sep07 |
070911 |
334.65 |
334.65 |
334.65 |
334.65 |
+2.65 |
1 |
31 |
-235 |
Dec07 |
070911 |
337.00 |
339.75 |
337.00 |
338.90 |
+2.65 |
293 |
13,434 |
+96 |
Mar08 |
070911 |
343.65 |
343.65 |
343.65 |
343.65 |
+0.15 |
1 |
822 |
+0 |
Total Volume and Open Interest |
297 |
16,378 |
-386 |
Copper(CMX) |
Sep07 |
070911 |
323.60 |
338.90 |
323.60 |
338.90 |
+12.50 |
365 |
2,257 |
-248 |
Dec07 |
070911 |
333.25 |
339.25 |
332.85 |
338.75 |
+13.15 |
7,383 |
49,646 |
-37 |
Mar08 |
070911 |
333.00 |
336.55 |
333.00 |
336.55 |
+13.00 |
499 |
6,734 |
+184 |
May08 |
070911 |
333.70 |
333.70 |
333.70 |
333.70 |
+12.75 |
43 |
980 |
+3 |
Jul08 |
070911 |
330.20 |
330.20 |
330.20 |
330.20 |
+12.40 |
56 |
555 |
+15 |
Total Volume and Open Interest |
8,673 |
67,969 |
-287 |
Aluminum(CMX) |
Sep07 |
070911 |
106.50 |
106.50 |
106.50 |
106.50 |
+1.00 |
5 |
5 |
-5 |
Oct07 |
070911 |
107.25 |
107.25 |
107.25 |
107.25 |
+1.00 |
0 |
40 |
+0 |
Nov07 |
070911 |
108.00 |
108.00 |
108.00 |
108.00 |
+1.00 |
0 |
40 |
+0 |
Dec07 |
070911 |
108.75 |
108.75 |
108.75 |
108.75 |
+1.00 |
0 |
154 |
+0 |
Jan08 |
070911 |
108.75 |
108.75 |
108.75 |
108.75 |
+1.00 |
|
|
|
Feb08 |
070911 |
108.75 |
108.75 |
108.75 |
108.75 |
+1.00 |
|
|
|
Total Volume and Open Interest |
5 |
239 |
-5 |
DJIA Index(CBOT) |
Sep07 |
070911 |
13205 |
13339 |
13185 |
13321 |
+163 |
5,237 |
36,874 |
-937 |
Dec07 |
070911 |
13310 |
13430 |
13295 |
13422 |
+168 |
2,190 |
2,264 |
+1,227 |
Mar08 |
070911 |
13505 |
13505 |
13505 |
13505 |
+163 |
0 |
4 |
+0 |
Jun08 |
070911 |
13599 |
13599 |
13599 |
13599 |
+163 |
|
|
|
Total Volume and Open Interest |
7,427 |
39,142 |
+513 |
S & P 500(CME) |
Sep07 |
070911 |
1459.80 |
1474.30 |
1459.00 |
1472.80 |
+17.50 |
55,719 |
490,097 |
-6,266 |
Dec07 |
070911 |
1472.50 |
1487.00 |
1471.50 |
1485.80 |
+17.90 |
24,630 |
198,647 |
+22,431 |
Mar08 |
070911 |
1496.70 |
1496.70 |
1496.70 |
1496.70 |
+18.50 |
0 |
7,719 |
+0 |
Jun08 |
070911 |
1507.70 |
1507.70 |
1507.70 |
1507.70 |
+18.50 |
0 |
327 |
+0 |
Total Volume and Open Interest |
80,349 |
699,963 |
+699,963 |
S & P 500 E-Mini(Globex) |
Sep07 |
070911 |
1454.75 |
1474.50 |
1453.25 |
1472.75 |
+17.50 |
2,089,521 |
2,040,812 |
+13,252 |
Dec07 |
070911 |
1467.50 |
1487.50 |
1465.75 |
1485.75 |
+17.75 |
104,421 |
248,889 |
+21,460 |
Total Volume and Open Interest |
2,193,942 |
2,289,702 |
+2,289,702 |
NASDAQ 100(CME) |
Sep07 |
070911 |
1975.00 |
1995.00 |
1972.00 |
1993.50 |
+25.20 |
3,659 |
71,149 |
+118 |
Dec07 |
070911 |
1999.50 |
2017.50 |
1999.50 |
2017.00 |
+25.20 |
436 |
644 |
+278 |
Mar08 |
070911 |
2043.50 |
2043.50 |
2043.50 |
2043.50 |
+29.00 |
0 |
10 |
+0 |
Total Volume and Open Interest |
4,095 |
71,823 |
+71,823 |
NASDAQ 100 E-Mini(Globex) |
Sep07 |
070911 |
1968.50 |
1995.00 |
1966.50 |
1993.50 |
+25.20 |
408,332 |
464,105 |
+6,075 |
Dec07 |
070911 |
1992.30 |
2017.00 |
1992.30 |
2017.00 |
+25.20 |
6,486 |
13,549 |
+2,291 |
Total Volume and Open Interest |
414,818 |
477,654 |
+477,654 |
S & P Midcap 400(CME) |
Sep07 |
070911 |
853.00 |
859.00 |
852.25 |
859.00 |
+10.10 |
24 |
6,880 |
-2 |
Dec07 |
070911 |
862.00 |
867.90 |
862.00 |
867.00 |
+10.10 |
0 |
21 |
-2 |
Mar08 |
070911 |
877.10 |
877.10 |
877.10 |
877.10 |
+10.10 |
|
|
|
Total Volume and Open Interest |
24 |
6,901 |
+6,901 |
Russell 2000(CME) |
Sep07 |
070911 |
775.00 |
783.75 |
774.75 |
783.40 |
+13.10 |
2,105 |
59,812 |
+1,221 |
Dec07 |
070911 |
779.50 |
789.50 |
779.50 |
788.85 |
+13.25 |
128 |
832 |
+328 |
Mar08 |
070911 |
794.90 |
794.90 |
794.90 |
794.90 |
+13.10 |
0 |
22 |
+0 |
Total Volume and Open Interest |
2,233 |
60,676 |
+60,676 |
Russell 2000 E-Mini(Globex) |
Sep07 |
070911 |
769.90 |
784.00 |
769.00 |
783.40 |
+13.10 |
286,430 |
632,192 |
+13,506 |
Dec07 |
070911 |
774.90 |
789.40 |
774.90 |
788.90 |
+13.30 |
20,000 |
23,828 |
+12,721 |
Mar08 |
070911 |
794.90 |
794.90 |
794.90 |
794.90 |
+13.10 |
|
|
|
Total Volume and Open Interest |
306,430 |
656,020 |
+656,020 |
Value Line(KCBT) |
Sep07 |
070911 |
2242.00 |
2242.00 |
2242.00 |
2242.00 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
Nikkei 225(CME) |
Sep07 |
070911 |
15705 |
15950 |
15610 |
15825 |
+50 |
118,449 |
263,647 |
-1,422 |
Dec07 |
070911 |
15670 |
15915 |
15585 |
15805 |
+85 |
13,858 |
20,027 |
+11,620 |
Total Volume and Open Interest |
132,307 |
283,717 |
+10,198 |
Nikkei 225(SGX) |
Sep07 |
070911 |
15705 |
15950 |
15610 |
15825 |
+50 |
118,449 |
263,647 |
-1,422 |
Dec07 |
070911 |
15670 |
15915 |
15585 |
15805 |
+85 |
13,858 |
20,027 |
+11,620 |
Mar08 |
070911 |
15855 |
15855 |
15855 |
15855 |
+115 |
0 |
2 |
+0 |
Total Volume and Open Interest |
132,307 |
283,717 |
+10,198 |
CAC 40(EURONEXT) |
Sep07 |
070911 |
5454.0 |
5500.5 |
5430.0 |
5487.0 |
+98.5 |
142,606 |
634,339 |
+12,114 |
Oct07 |
070911 |
5468.5 |
5516.5 |
5457.0 |
5504.5 |
+98.0 |
165 |
1,568 |
+152 |
Nov07 |
070911 |
5492.0 |
5512.0 |
5492.0 |
5512.0 |
+97.5 |
1 |
482 |
-4 |
Total Volume and Open Interest |
143,153 |
641,615 |
+641,615 |
Hang Seng Index(HKFE) |
Sep07 |
070911 |
24076 |
24162 |
23717 |
23890 |
-116 |
48,467 |
125,035 |
+329 |
Oct07 |
070911 |
24078 |
24244 |
23821 |
23984 |
-116 |
434 |
1,789 |
+220 |
Total Volume and Open Interest |
49,126 |
128,412 |
+667 |
DAX(EUREX) |
Sep07 |
070911 |
7460.0 |
7506.0 |
7424.0 |
7468.0 |
+81.5 |
211,203 |
278,899 |
+6,046 |
Dec07 |
070911 |
7546.5 |
7595.0 |
7510.0 |
7554.0 |
+83.0 |
2,357 |
23,300 |
+234 |
Mar08 |
070911 |
7620.0 |
7661.0 |
7620.0 |
7637.0 |
+83.5 |
123 |
2,591 |
+77 |
Total Volume and Open Interest |
213,683 |
304,790 |
+6,642 |
FT-SE 100(EURONEXT) |
Sep07 |
070911 |
6203.00 |
6290.50 |
6184.50 |
6285.50 |
+144.50 |
116,406 |
514,468 |
-1,015 |
Dec07 |
070911 |
6260.00 |
6357.00 |
6253.00 |
6354.50 |
+146.00 |
458 |
30,301 |
+313 |
Mar08 |
070911 |
6377.00 |
6377.00 |
6377.00 |
6377.00 |
+148.50 |
20 |
3,664 |
+10 |
Total Volume and Open Interest |
116,884 |
548,444 |
+548,444 |
SPI 200(SFE) |
Sep07 |
070911 |
6213.0 |
6268.0 |
6206.0 |
6250.0 |
+24.0 |
21,322 |
427,250 |
+8,411 |
Dec07 |
070911 |
6258.0 |
6315.0 |
6255.0 |
6297.0 |
+24.0 |
874 |
6,046 |
+664 |
Mar08 |
070911 |
6306.0 |
6306.0 |
6306.0 |
6306.0 |
+24.0 |
2 |
1,133 |
+1 |
Total Volume and Open Interest |
22,227 |
436,033 |
+436,033 |
GSCI(CME) |
Sep07 |
070911 |
514.70 |
518.80 |
513.50 |
518.60 |
+4.00 |
3,507 |
15,115 |
-2,862 |
Oct07 |
070911 |
515.00 |
520.80 |
514.50 |
520.35 |
+3.95 |
3,428 |
6,227 |
+3,241 |
Nov07 |
070911 |
521.00 |
521.00 |
521.00 |
521.00 |
+4.00 |
|
|
|
Total Volume and Open Interest |
6,935 |
21,342 |
+21,342 |
Reuters CRB Index(NYBOT) |
Nov07 |
070911 |
423.00 |
426.50 |
422.75 |
426.50 |
+2.00 |
11 |
740 |
-2 |
Jan08 |
070911 |
423.50 |
427.50 |
423.50 |
427.50 |
+2.00 |
6 |
413 |
+0 |
Feb08 |
070911 |
422.65 |
426.50 |
422.65 |
426.50 |
+2.00 |
7 |
224 |
+1 |
Total Volume and Open Interest |
26 |
1,402 |
+0 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
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