|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed September 12, 2007 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep07 |
070912 |
906.25 |
940.00 |
906.00 |
925.00 |
+20.00 |
1,969 |
1,719 |
-298 |
Nov07 |
070912 |
920.00 |
959.75 |
919.00 |
938.50 |
+18.00 |
63,305 |
281,766 |
-4,256 |
Jan08 |
070912 |
934.00 |
973.75 |
934.00 |
953.75 |
+18.00 |
19,349 |
53,907 |
+2,016 |
Mar08 |
070912 |
945.50 |
984.00 |
945.50 |
964.75 |
+17.25 |
5,880 |
32,542 |
+996 |
May08 |
070912 |
952.50 |
987.00 |
952.50 |
968.25 |
+15.25 |
4,140 |
29,168 |
+1,313 |
Jul08 |
070912 |
962.25 |
995.00 |
959.75 |
974.50 |
+13.00 |
3,690 |
37,367 |
+238 |
Aug08 |
070912 |
952.00 |
984.00 |
952.00 |
966.00 |
+14.00 |
14 |
632 |
+5 |
Sep08 |
070912 |
945.00 |
945.00 |
943.00 |
943.00 |
+3.00 |
31 |
399 |
+20 |
Nov08 |
070912 |
918.00 |
938.25 |
916.50 |
924.50 |
+5.50 |
3,433 |
57,489 |
+220 |
Jan09 |
070912 |
918.00 |
934.00 |
918.00 |
926.00 |
+8.00 |
33 |
524 |
+13 |
Jul09 |
070912 |
935.00 |
942.00 |
932.00 |
937.00 |
+6.00 |
4 |
263 |
+3 |
Total Volume and Open Interest |
101,914 |
502,241 |
+292 |
Soybean Meal(CBOT) |
Sep07 |
070912 |
249.90 |
261.00 |
249.80 |
254.20 |
+4.20 |
3,847 |
1,774 |
-978 |
Oct07 |
070912 |
252.00 |
262.90 |
250.40 |
255.50 |
+3.70 |
9,451 |
26,640 |
-107 |
Dec07 |
070912 |
257.20 |
268.70 |
255.50 |
261.10 |
+3.90 |
14,689 |
97,552 |
+1,397 |
Jan08 |
070912 |
261.30 |
270.00 |
258.00 |
262.80 |
+3.30 |
1,237 |
15,546 |
-186 |
Mar08 |
070912 |
264.00 |
273.00 |
262.00 |
266.20 |
+3.20 |
1,947 |
18,503 |
+442 |
May08 |
070912 |
264.00 |
273.50 |
264.00 |
267.00 |
+3.00 |
2,829 |
19,487 |
-268 |
Jul08 |
070912 |
265.00 |
275.50 |
265.00 |
268.70 |
+2.70 |
656 |
15,895 |
+193 |
Aug08 |
070912 |
269.90 |
273.00 |
264.50 |
265.20 |
+1.90 |
62 |
3,125 |
+15 |
Sep08 |
070912 |
261.00 |
265.00 |
261.00 |
262.00 |
+1.00 |
35 |
4,002 |
+29 |
Oct08 |
070912 |
253.20 |
253.20 |
249.00 |
249.00 |
-1.50 |
2 |
1,639 |
+0 |
Total Volume and Open Interest |
35,060 |
211,928 |
+536 |
Soybean Oil(CBOT) |
Sep07 |
070912 |
38.03 |
39.03 |
38.03 |
38.87 |
+0.99 |
2,288 |
1,487 |
-360 |
Oct07 |
070912 |
38.04 |
39.26 |
38.04 |
38.95 |
+0.93 |
10,979 |
29,984 |
-945 |
Dec07 |
070912 |
38.49 |
39.77 |
38.45 |
39.52 |
+1.07 |
20,107 |
156,782 |
-679 |
Jan08 |
070912 |
38.84 |
40.04 |
38.84 |
39.85 |
+1.09 |
1,624 |
23,418 |
+45 |
Mar08 |
070912 |
39.17 |
40.33 |
39.17 |
40.15 |
+1.12 |
1,570 |
16,910 |
+497 |
May08 |
070912 |
39.35 |
40.46 |
39.35 |
40.28 |
+1.06 |
1,118 |
12,973 |
+436 |
Jul08 |
070912 |
39.67 |
40.68 |
39.67 |
40.57 |
+1.14 |
851 |
14,418 |
+108 |
Aug08 |
070912 |
40.54 |
40.63 |
40.00 |
40.45 |
+1.05 |
71 |
1,022 |
+59 |
Sep08 |
070912 |
40.05 |
40.45 |
40.05 |
40.45 |
+1.10 |
22 |
538 |
+0 |
Oct08 |
070912 |
40.10 |
40.55 |
40.10 |
40.40 |
+1.03 |
0 |
600 |
+1 |
Total Volume and Open Interest |
38,805 |
272,342 |
-832 |
Canola(WCE) |
Corn(CBOT) |
Sep07 |
070912 |
323.50 |
341.75 |
321.75 |
339.75 |
+15.25 |
10,713 |
4,504 |
-2,617 |
Dec07 |
070912 |
341.00 |
358.75 |
338.25 |
356.50 |
+15.25 |
93,421 |
618,888 |
-885 |
Mar08 |
070912 |
357.25 |
375.00 |
355.25 |
373.00 |
+15.25 |
24,558 |
143,848 |
+5,136 |
May08 |
070912 |
367.50 |
384.25 |
365.25 |
382.50 |
+14.50 |
6,791 |
38,714 |
+2,157 |
Jul08 |
070912 |
376.00 |
393.00 |
374.00 |
391.50 |
+14.75 |
8,846 |
90,999 |
+1,928 |
Sep08 |
070912 |
383.00 |
398.00 |
380.00 |
397.50 |
+13.25 |
78 |
12,485 |
+14 |
Dec08 |
070912 |
390.25 |
404.50 |
387.75 |
403.50 |
+12.00 |
10,783 |
140,058 |
+1,006 |
Mar09 |
070912 |
398.00 |
412.00 |
397.50 |
412.00 |
+11.75 |
51 |
4,885 |
+41 |
Jul09 |
070912 |
407.00 |
418.50 |
405.00 |
418.50 |
+12.00 |
25 |
1,194 |
-9 |
Total Volume and Open Interest |
155,419 |
1,087,317 |
+6,827 |
Wheat(CBOT) |
Sep07 |
070912 |
881.50 |
887.75 |
838.00 |
840.00 |
-31.00 |
577 |
637 |
-311 |
Dec07 |
070912 |
893.75 |
911.25 |
860.50 |
860.50 |
-30.00 |
45,602 |
244,387 |
-1,396 |
Mar08 |
070912 |
892.25 |
910.25 |
861.50 |
861.50 |
-30.00 |
9,213 |
39,482 |
+760 |
May08 |
070912 |
785.25 |
798.25 |
760.00 |
760.00 |
-26.00 |
782 |
6,622 |
+182 |
Jul08 |
070912 |
597.75 |
606.50 |
581.50 |
592.00 |
-6.00 |
2,936 |
56,452 |
+282 |
Sep08 |
070912 |
607.25 |
610.00 |
598.00 |
598.00 |
-7.00 |
269 |
2,271 |
+123 |
Total Volume and Open Interest |
60,013 |
373,592 |
-386 |
Wheat(KCBT) |
Sep07 |
070912 |
862.00 |
874.00 |
830.00 |
830.00 |
-30.00 |
170 |
471 |
-230 |
Dec07 |
070912 |
864.00 |
880.00 |
830.00 |
832.50 |
-26.50 |
18,180 |
120,750 |
+1,249 |
Mar08 |
070912 |
853.75 |
871.75 |
826.00 |
826.00 |
-27.25 |
3,061 |
16,252 |
+608 |
May08 |
070912 |
784.50 |
790.00 |
750.00 |
750.00 |
-30.00 |
201 |
555 |
+117 |
Jul08 |
070912 |
601.00 |
607.25 |
587.75 |
594.75 |
-6.25 |
1,166 |
14,684 |
+74 |
Sep08 |
070912 |
604.00 |
604.00 |
594.00 |
595.00 |
-9.00 |
91 |
676 |
+34 |
Total Volume and Open Interest |
22,985 |
155,402 |
+1,901 |
Wheat(MGE) |
Sep07 |
070912 |
847.25 |
848.00 |
815.00 |
815.00 |
-14.00 |
58 |
124 |
-3 |
Dec07 |
070912 |
831.00 |
849.00 |
802.00 |
803.50 |
-23.50 |
9,453 |
48,770 |
+176 |
Mar08 |
070912 |
831.25 |
853.00 |
806.50 |
807.00 |
-22.50 |
2,187 |
9,535 |
+510 |
May08 |
070912 |
825.00 |
835.00 |
793.00 |
797.00 |
-13.00 |
143 |
766 |
+44 |
Jul08 |
070912 |
699.00 |
706.00 |
680.00 |
700.00 |
-1.00 |
141 |
596 |
+34 |
Total Volume and Open Interest |
12,163 |
63,213 |
+817 |
Oats(CBOT) |
Sep07 |
070912 |
256.00 |
256.00 |
256.00 |
256.00 |
unch |
|
|
|
Dec07 |
070912 |
270.00 |
283.00 |
270.00 |
276.75 |
+6.50 |
598 |
12,319 |
-30 |
Mar08 |
070912 |
280.50 |
291.00 |
280.00 |
287.00 |
+8.00 |
52 |
1,679 |
+18 |
May08 |
070912 |
294.50 |
294.75 |
290.00 |
290.00 |
+10.00 |
0 |
158 |
+0 |
Total Volume and Open Interest |
650 |
14,182 |
-14 |
Rough Rice(CBOT) |
Sep07 |
070912 |
11.05 |
11.05 |
11.00 |
11.00 |
-0.05 |
18 |
12 |
-16 |
Nov07 |
070912 |
11.28 |
11.35 |
11.25 |
11.28 |
-0.05 |
478 |
11,520 |
+32 |
Jan08 |
070912 |
11.65 |
11.65 |
11.59 |
11.60 |
-0.03 |
47 |
1,539 |
-3 |
Mar08 |
070912 |
11.85 |
11.93 |
11.80 |
11.86 |
-0.02 |
9 |
1,099 |
+2 |
Total Volume and Open Interest |
552 |
14,527 |
+15 |
Live Cattle(CME) |
Oct07 |
070912 |
95.230 |
95.885 |
94.635 |
94.730 |
-0.970 |
25,092 |
84,871 |
-10,758 |
Dec07 |
070912 |
99.550 |
99.850 |
98.700 |
99.000 |
-0.600 |
21,055 |
79,773 |
+7,422 |
Feb08 |
070912 |
100.825 |
101.050 |
100.100 |
100.385 |
-0.650 |
3,934 |
34,990 |
+785 |
Apr08 |
070912 |
101.000 |
101.000 |
100.200 |
100.535 |
-0.600 |
1,662 |
18,255 |
+364 |
Jun08 |
070912 |
96.750 |
96.800 |
96.050 |
96.250 |
-0.600 |
442 |
7,480 |
+257 |
Aug08 |
070912 |
95.480 |
95.480 |
94.700 |
94.800 |
-0.550 |
60 |
1,739 |
+27 |
Total Volume and Open Interest |
52,245 |
227,108 |
-1,903 |
Feeder Cattle(CME) |
Sep07 |
070912 |
117.550 |
118.800 |
116.400 |
116.850 |
-1.685 |
606 |
4,329 |
-310 |
Oct07 |
070912 |
118.500 |
118.525 |
116.350 |
116.700 |
-1.630 |
2,674 |
12,392 |
-1,127 |
Nov07 |
070912 |
118.775 |
118.800 |
116.650 |
117.180 |
-1.550 |
1,601 |
7,859 |
+525 |
Jan08 |
070912 |
115.200 |
116.750 |
114.650 |
115.500 |
-1.230 |
211 |
4,000 |
+108 |
Mar08 |
070912 |
112.250 |
114.050 |
112.250 |
113.000 |
-1.000 |
38 |
833 |
+17 |
Apr08 |
070912 |
114.000 |
114.000 |
112.700 |
113.500 |
-1.050 |
11 |
337 |
+4 |
May08 |
070912 |
113.700 |
113.700 |
112.600 |
113.500 |
-0.900 |
14 |
683 |
+1 |
Total Volume and Open Interest |
5,155 |
30,438 |
-782 |
Lean Hogs(CME) |
Oct07 |
070912 |
65.750 |
66.200 |
65.050 |
65.200 |
-0.650 |
16,689 |
51,351 |
-6,869 |
Dec07 |
070912 |
67.900 |
68.400 |
67.450 |
68.000 |
-0.100 |
16,917 |
64,427 |
+5,624 |
Feb08 |
070912 |
71.000 |
71.300 |
70.500 |
71.025 |
-0.300 |
3,400 |
23,945 |
+751 |
Apr08 |
070912 |
71.800 |
72.200 |
71.400 |
72.125 |
+0.100 |
1,368 |
17,522 |
+76 |
May08 |
070912 |
75.000 |
75.700 |
74.750 |
75.700 |
+0.300 |
66 |
1,565 |
+7 |
Jun08 |
070912 |
77.650 |
78.050 |
77.400 |
78.000 |
+0.300 |
99 |
9,754 |
-15 |
Jul08 |
070912 |
75.500 |
76.000 |
75.500 |
75.975 |
+0.075 |
14 |
2,322 |
+8 |
Aug08 |
070912 |
72.950 |
73.250 |
72.600 |
73.175 |
+0.075 |
72 |
837 |
+2 |
Total Volume and Open Interest |
47,119 |
171,822 |
-407 |
Class III Milk(CME) |
Sep07 |
070912 |
20.40 |
20.40 |
20.30 |
20.36 |
-0.02 |
562 |
4,884 |
+9 |
Oct07 |
070912 |
20.23 |
20.50 |
20.11 |
20.21 |
-0.06 |
727 |
4,446 |
+54 |
Nov07 |
070912 |
18.95 |
19.13 |
18.73 |
18.87 |
-0.09 |
420 |
3,732 |
-5 |
Dec07 |
070912 |
18.35 |
18.45 |
18.14 |
18.27 |
-0.05 |
640 |
3,781 |
-13 |
Jan08 |
070912 |
17.10 |
17.18 |
16.94 |
17.00 |
-0.09 |
186 |
2,029 |
+6 |
Total Volume and Open Interest |
3,027 |
33,524 |
-33 |
Cocoa(ICE) |
Sep07 |
070912 |
1880 |
1900 |
1867 |
1867 |
-9 |
2 |
64 |
+0 |
Dec07 |
070912 |
1856 |
1857 |
1807 |
1829 |
-27 |
9,146 |
65,105 |
+41 |
Mar08 |
070912 |
1856 |
1856 |
1825 |
1847 |
-24 |
1,642 |
29,049 |
+163 |
May08 |
070912 |
1867 |
1867 |
1835 |
1857 |
-26 |
300 |
6,934 |
+47 |
Jul08 |
070912 |
1874 |
1874 |
1872 |
1872 |
-27 |
5 |
3,641 |
+3 |
Sep08 |
070912 |
1888 |
1888 |
1888 |
1888 |
-27 |
7 |
3,959 |
+4 |
Dec08 |
070912 |
1927 |
1927 |
1908 |
1913 |
-27 |
46 |
12,026 |
+15 |
Total Volume and Open Interest |
11,149 |
121,402 |
+273 |
Coffee "C"(ICE) |
Sep07 |
070912 |
117.35 |
117.35 |
117.00 |
117.10 |
+0.55 |
16 |
106 |
-30 |
Dec07 |
070912 |
119.70 |
120.80 |
119.55 |
120.05 |
+0.55 |
12,322 |
102,833 |
-518 |
Mar08 |
070912 |
123.70 |
124.55 |
123.40 |
123.80 |
+0.55 |
1,422 |
23,408 |
+187 |
May08 |
070912 |
125.90 |
126.60 |
125.70 |
125.85 |
+0.50 |
678 |
7,722 |
+196 |
Jul08 |
070912 |
128.35 |
128.35 |
127.65 |
127.65 |
+0.55 |
151 |
3,345 |
+61 |
Sep08 |
070912 |
130.00 |
130.00 |
129.35 |
129.35 |
+0.55 |
192 |
7,858 |
-509 |
Total Volume and Open Interest |
14,933 |
158,880 |
-642 |
Orange Juice(ICE) |
Nov07 |
070912 |
119.75 |
125.50 |
119.30 |
124.70 |
+4.95 |
1,979 |
17,820 |
-37 |
Jan08 |
070912 |
121.00 |
125.60 |
119.50 |
124.00 |
+4.10 |
624 |
4,969 |
+259 |
Mar08 |
070912 |
120.50 |
125.50 |
120.50 |
124.50 |
+3.60 |
197 |
3,817 |
+47 |
May08 |
070912 |
125.50 |
125.50 |
125.00 |
125.00 |
+3.10 |
5 |
561 |
+0 |
Jul08 |
070912 |
125.50 |
125.50 |
125.50 |
125.50 |
+2.60 |
0 |
136 |
+0 |
Sep08 |
070912 |
126.00 |
126.00 |
126.00 |
126.00 |
+2.10 |
0 |
119 |
+0 |
Total Volume and Open Interest |
2,805 |
28,285 |
+269 |
Sugar #11(ICE) |
Oct07 |
070912 |
9.30 |
9.40 |
9.25 |
9.29 |
-0.01 |
83,400 |
225,321 |
-28,945 |
Mar08 |
070912 |
9.64 |
9.75 |
9.58 |
9.63 |
-0.03 |
79,889 |
247,419 |
+26,778 |
May08 |
070912 |
9.68 |
9.77 |
9.64 |
9.67 |
-0.04 |
6,206 |
52,710 |
+1,665 |
Jul08 |
070912 |
9.76 |
9.84 |
9.73 |
9.74 |
-0.03 |
2,036 |
41,679 |
+380 |
Oct08 |
070912 |
10.02 |
10.11 |
10.00 |
10.03 |
-0.02 |
3,088 |
41,704 |
+56 |
Total Volume and Open Interest |
178,390 |
666,459 |
+545 |
London Cocoa(LCE) |
Sep07 |
070912 |
930 |
930 |
901 |
915 |
-17 |
4,168 |
6,628 |
-3,391 |
Dec07 |
070912 |
962 |
962 |
935 |
950 |
-11 |
3,512 |
74,100 |
+919 |
Mar08 |
070912 |
974 |
974 |
951 |
965 |
-9 |
1,900 |
41,452 |
+561 |
May08 |
070912 |
981 |
981 |
963 |
976 |
-8 |
455 |
17,229 |
-68 |
Jul08 |
070912 |
985 |
986 |
974 |
986 |
-8 |
1,003 |
15,549 |
+573 |
Sep08 |
070912 |
1002 |
1002 |
984 |
997 |
-8 |
41 |
17,585 |
-28 |
Dec08 |
070912 |
1005 |
1007 |
1005 |
1007 |
-7 |
5 |
5,054 |
-1 |
Total Volume and Open Interest |
11,084 |
177,722 |
-1,435 |
London Sugar(LCE) |
Dec07 |
070912 |
271.50 |
272.20 |
268.80 |
269.50 |
-2.00 |
4,705 |
32,447 |
+2,571 |
Mar08 |
070912 |
281.00 |
282.90 |
280.50 |
280.60 |
-1.20 |
675 |
16,861 |
+60 |
May08 |
070912 |
284.50 |
285.10 |
284.00 |
284.60 |
-0.40 |
445 |
7,985 |
+65 |
Aug08 |
070912 |
284.00 |
286.10 |
284.00 |
286.10 |
+0.10 |
239 |
5,523 |
+31 |
Oct08 |
070912 |
292.50 |
293.60 |
292.50 |
293.60 |
+1.00 |
0 |
4,983 |
+0 |
Total Volume and Open Interest |
13,673 |
80,329 |
-1,415 |
Cotton(ICE) |
Oct07 |
070912 |
59.20 |
60.25 |
58.50 |
60.10 |
+0.95 |
492 |
4,131 |
-53 |
Dec07 |
070912 |
61.64 |
62.81 |
60.81 |
62.57 |
+0.93 |
26,158 |
126,648 |
-519 |
Mar08 |
070912 |
64.80 |
65.80 |
63.97 |
65.71 |
+0.79 |
6,876 |
45,837 |
+273 |
May08 |
070912 |
65.60 |
66.95 |
65.58 |
66.95 |
+0.85 |
679 |
4,740 |
+283 |
Jul08 |
070912 |
66.67 |
68.50 |
66.67 |
68.20 |
+1.05 |
852 |
5,815 |
+287 |
Oct08 |
070912 |
69.35 |
69.55 |
69.35 |
69.55 |
+0.90 |
0 |
238 |
+0 |
Total Volume and Open Interest |
36,053 |
205,561 |
+394 |
Lumber(CME) |
Sep07 |
070912 |
240.0 |
240.0 |
234.5 |
235.0 |
-6.3 |
173 |
312 |
-92 |
Nov07 |
070912 |
243.8 |
243.8 |
240.5 |
240.8 |
-4.9 |
317 |
4,833 |
+89 |
Jan08 |
070912 |
261.7 |
261.9 |
258.2 |
259.0 |
-4.4 |
38 |
453 |
+18 |
Mar08 |
070912 |
278.7 |
278.9 |
275.7 |
276.3 |
-7.0 |
11 |
163 |
+4 |
Total Volume and Open Interest |
540 |
5,808 |
+20 |
Crude Oil(NYM) |
Oct07 |
070912 |
78.16 |
80.18 |
78.01 |
79.91 |
+1.68 |
291,803 |
248,609 |
-17,814 |
Nov07 |
070912 |
76.85 |
78.80 |
76.79 |
78.54 |
+1.54 |
147,992 |
272,753 |
+23,947 |
Dec07 |
070912 |
75.67 |
77.50 |
75.60 |
77.29 |
+1.52 |
78,182 |
205,533 |
+741 |
Jan08 |
070912 |
74.88 |
76.63 |
74.88 |
76.44 |
+1.49 |
25,258 |
68,766 |
-3,090 |
Feb08 |
070912 |
74.39 |
75.94 |
74.11 |
75.77 |
+1.43 |
16,675 |
35,308 |
-3,728 |
Mar08 |
070912 |
73.90 |
75.41 |
73.84 |
75.28 |
+1.37 |
19,654 |
38,348 |
-1,704 |
Apr08 |
070912 |
73.60 |
75.00 |
73.56 |
74.94 |
+1.32 |
7,493 |
41,690 |
+1,573 |
May08 |
070912 |
73.80 |
74.83 |
73.80 |
74.68 |
+1.27 |
8,406 |
44,869 |
-1,633 |
Jun08 |
070912 |
73.30 |
74.60 |
73.20 |
74.46 |
+1.21 |
9,565 |
50,649 |
-2,891 |
Jul08 |
070912 |
73.20 |
74.27 |
73.20 |
74.27 |
+1.17 |
874 |
18,580 |
+123 |
Aug08 |
070912 |
72.90 |
74.08 |
72.90 |
74.08 |
+1.13 |
490 |
13,498 |
-363 |
Sep08 |
070912 |
73.89 |
73.89 |
73.89 |
73.89 |
+1.08 |
773 |
45,717 |
-75 |
Oct08 |
070912 |
73.72 |
73.72 |
73.72 |
73.72 |
+1.03 |
514 |
20,061 |
-182 |
Nov08 |
070912 |
73.55 |
73.55 |
73.55 |
73.55 |
+0.98 |
181 |
17,008 |
-68 |
Dec08 |
070912 |
72.44 |
73.52 |
72.40 |
73.39 |
+0.94 |
12,320 |
163,018 |
+956 |
Jan09 |
070912 |
73.24 |
73.24 |
73.24 |
73.24 |
+0.91 |
131 |
21,037 |
-52 |
Total Volume and Open Interest |
631,795 |
1,544,715 |
-3,735 |
e-miNY Crude Oil(NYM) |
Sep07 |
070820 |
71.950 |
71.950 |
70.075 |
71.125 |
-0.850 |
|
|
|
Oct07 |
070912 |
78.100 |
80.200 |
78.025 |
79.900 |
+1.675 |
|
|
|
Nov07 |
070912 |
76.875 |
78.775 |
76.875 |
78.550 |
+1.550 |
|
|
|
Dec07 |
070912 |
75.475 |
77.350 |
75.450 |
77.300 |
+1.525 |
|
|
|
Jan08 |
070912 |
75.550 |
76.450 |
75.550 |
76.450 |
+1.500 |
|
|
|
Feb08 |
070912 |
75.000 |
75.775 |
75.000 |
75.775 |
+1.425 |
|
|
|
Mar08 |
070912 |
75.275 |
75.275 |
75.275 |
75.275 |
+1.375 |
|
|
|
Apr08 |
070912 |
74.950 |
74.950 |
74.950 |
74.950 |
+1.325 |
|
|
|
May08 |
070912 |
74.675 |
74.675 |
74.675 |
74.675 |
+1.275 |
|
|
|
Jun08 |
070912 |
74.450 |
74.450 |
74.450 |
74.450 |
+1.200 |
|
|
|
Total Volume and Open Interest |
16,604 |
7,882 |
+1,010 |
Heating Oil(NYM) |
Oct07 |
070912 |
218.20 |
222.24 |
217.71 |
221.91 |
+3.64 |
35,579 |
61,299 |
-3,971 |
Nov07 |
070912 |
219.30 |
223.49 |
219.07 |
223.16 |
+3.64 |
17,022 |
55,312 |
+3,600 |
Dec07 |
070912 |
219.83 |
224.07 |
219.69 |
223.81 |
+3.84 |
7,781 |
43,513 |
+198 |
Jan08 |
070912 |
220.40 |
224.25 |
220.40 |
224.06 |
+3.94 |
4,096 |
23,685 |
+768 |
Feb08 |
070912 |
219.25 |
222.19 |
218.80 |
222.11 |
+3.89 |
2,833 |
12,943 |
+148 |
Mar08 |
070912 |
216.80 |
219.16 |
216.00 |
219.16 |
+3.69 |
1,368 |
7,007 |
-64 |
Apr08 |
070912 |
212.00 |
214.61 |
211.60 |
214.61 |
+3.64 |
612 |
6,769 |
+98 |
May08 |
070912 |
207.75 |
210.26 |
207.75 |
210.26 |
+3.64 |
269 |
3,267 |
-67 |
Jun08 |
070912 |
205.11 |
207.51 |
204.99 |
207.51 |
+3.69 |
1,244 |
11,287 |
+28 |
Jul08 |
070912 |
206.00 |
206.86 |
206.00 |
206.86 |
+3.69 |
218 |
1,678 |
+89 |
Aug08 |
070912 |
207.51 |
207.51 |
207.51 |
207.51 |
+3.49 |
140 |
780 |
+101 |
Sep08 |
070912 |
209.11 |
209.11 |
209.11 |
209.11 |
+3.49 |
0 |
460 |
+0 |
Total Volume and Open Interest |
71,162 |
231,663 |
+938 |
Gasoline(NYMEX) |
Oct07 |
070912 |
198.10 |
203.00 |
196.64 |
201.60 |
+3.49 |
46,066 |
59,862 |
-1,203 |
Nov07 |
070912 |
196.20 |
201.00 |
195.19 |
200.00 |
+3.94 |
19,524 |
41,784 |
+1,401 |
Dec07 |
070912 |
195.17 |
200.16 |
194.42 |
199.25 |
+4.04 |
7,678 |
24,856 |
-448 |
Jan08 |
070912 |
196.74 |
201.19 |
196.42 |
200.40 |
+3.99 |
2,825 |
13,438 |
-120 |
Feb08 |
070912 |
198.79 |
202.67 |
198.79 |
202.05 |
+3.84 |
873 |
7,402 |
+41 |
Mar08 |
070912 |
200.80 |
203.80 |
200.22 |
203.80 |
+3.74 |
797 |
8,471 |
+22 |
Apr08 |
070912 |
212.80 |
215.45 |
212.40 |
215.45 |
+3.54 |
580 |
6,852 |
+58 |
May08 |
070912 |
213.88 |
216.60 |
213.60 |
216.60 |
+3.54 |
64 |
3,229 |
-11 |
Jun08 |
070912 |
214.30 |
217.30 |
213.75 |
216.85 |
+3.54 |
35 |
4,692 |
-102 |
Jul08 |
070912 |
215.50 |
215.50 |
215.50 |
215.50 |
+3.54 |
18 |
1,650 |
-11 |
Total Volume and Open Interest |
78,584 |
178,068 |
-349 |
e-miNY RBOB Gasoline(NYM) |
Oct07 |
070912 |
198.00 |
201.60 |
198.00 |
201.60 |
+3.49 |
1 |
2 |
+1 |
Nov07 |
070912 |
197.80 |
200.00 |
197.80 |
200.00 |
+3.94 |
1 |
1 |
+0 |
Dec07 |
070912 |
199.25 |
199.25 |
199.25 |
199.25 |
+4.04 |
0 |
2 |
+0 |
Jan08 |
070912 |
200.40 |
200.40 |
200.40 |
200.40 |
+3.99 |
|
|
|
Total Volume and Open Interest |
2 |
5 |
+1 |
Natural Gas(NYM) |
Oct07 |
070912 |
5.939 |
6.490 |
5.931 |
6.438 |
+0.504 |
73,759 |
101,681 |
-3,706 |
Nov07 |
070912 |
6.775 |
7.265 |
6.767 |
7.229 |
+0.472 |
30,119 |
96,504 |
+4,896 |
Dec07 |
070912 |
7.539 |
7.950 |
7.530 |
7.919 |
+0.415 |
10,717 |
48,714 |
-689 |
Jan08 |
070912 |
7.930 |
8.300 |
7.930 |
8.269 |
+0.398 |
10,015 |
49,353 |
+1,012 |
Feb08 |
070912 |
7.915 |
8.312 |
7.915 |
8.297 |
+0.395 |
3,877 |
35,011 |
-1,094 |
Mar08 |
070912 |
7.825 |
8.123 |
7.815 |
8.099 |
+0.372 |
2,220 |
47,608 |
+387 |
Apr08 |
070912 |
7.440 |
7.673 |
7.415 |
7.669 |
+0.334 |
1,827 |
36,364 |
-406 |
May08 |
070912 |
7.465 |
7.690 |
7.465 |
7.689 |
+0.324 |
965 |
26,421 |
+245 |
Jun08 |
070912 |
7.596 |
7.769 |
7.552 |
7.769 |
+0.322 |
228 |
17,048 |
-72 |
Jul08 |
070912 |
7.664 |
7.856 |
7.627 |
7.856 |
+0.319 |
147 |
12,550 |
-38 |
Aug08 |
070912 |
7.739 |
7.923 |
7.719 |
7.923 |
+0.316 |
103 |
10,933 |
-22 |
Sep08 |
070912 |
7.768 |
7.959 |
7.768 |
7.959 |
+0.314 |
120 |
7,898 |
+20 |
Oct08 |
070912 |
7.844 |
8.054 |
7.810 |
8.054 |
+0.309 |
358 |
29,501 |
-193 |
Nov08 |
070912 |
8.320 |
8.491 |
8.320 |
8.491 |
+0.296 |
28 |
15,278 |
-1 |
Dec08 |
070912 |
8.730 |
8.916 |
8.730 |
8.916 |
+0.283 |
50 |
14,118 |
+20 |
Jan09 |
070912 |
9.030 |
9.189 |
8.989 |
9.189 |
+0.278 |
279 |
31,548 |
+115 |
Total Volume and Open Interest |
135,778 |
785,276 |
+397 |
Brent Crude Oil(ICE) |
Oct07 |
070912 |
76.39 |
77.93 |
76.09 |
77.68 |
+1.30 |
71,446 |
46,521 |
-11,185 |
Nov07 |
070912 |
75.80 |
77.37 |
75.48 |
77.16 |
+1.39 |
103,059 |
188,077 |
+2,329 |
Dec07 |
070912 |
75.50 |
77.14 |
75.22 |
76.94 |
+1.49 |
64,966 |
132,135 |
-344 |
Jan08 |
070912 |
75.07 |
76.83 |
75.07 |
76.65 |
+1.52 |
10,762 |
33,389 |
+2,115 |
Feb08 |
070912 |
74.75 |
76.38 |
74.75 |
76.30 |
+1.51 |
3,315 |
17,373 |
+508 |
Mar08 |
070912 |
74.43 |
75.94 |
74.43 |
75.94 |
+1.46 |
967 |
14,382 |
-223 |
Apr08 |
070912 |
74.20 |
75.61 |
74.20 |
75.61 |
+1.41 |
399 |
10,613 |
-17 |
May08 |
070912 |
75.29 |
75.29 |
75.29 |
75.29 |
+1.32 |
120 |
3,997 |
-44 |
Jun08 |
070912 |
73.90 |
74.99 |
73.90 |
74.99 |
+1.21 |
3,399 |
33,190 |
+1,119 |
Jul08 |
070912 |
74.81 |
74.81 |
74.81 |
74.81 |
+1.18 |
0 |
5,695 |
+0 |
Aug08 |
070912 |
74.65 |
74.65 |
74.65 |
74.65 |
+1.16 |
0 |
3,186 |
+0 |
Sep08 |
070912 |
74.48 |
74.48 |
74.48 |
74.48 |
+1.12 |
5 |
3,702 |
-5 |
Oct08 |
070912 |
74.30 |
74.30 |
74.30 |
74.30 |
+1.07 |
0 |
4,417 |
+0 |
Nov08 |
070912 |
74.12 |
74.12 |
74.12 |
74.12 |
+1.00 |
0 |
3,417 |
+0 |
Total Volume and Open Interest |
265,868 |
642,455 |
-6,853 |
Gas Oil(ICE) |
Sep07 |
070912 |
688.75 |
688.75 |
683.75 |
683.75 |
unch |
31,243 |
20,970 |
-7,300 |
Oct07 |
070912 |
685.75 |
696.00 |
682.75 |
686.50 |
+5.25 |
61,587 |
100,324 |
-284 |
Nov07 |
070912 |
679.75 |
692.50 |
678.00 |
683.00 |
+6.25 |
29,512 |
51,894 |
+5,769 |
Dec07 |
070912 |
674.00 |
689.00 |
673.25 |
679.75 |
+7.00 |
12,598 |
47,965 |
+1,814 |
Jan08 |
070912 |
675.00 |
688.25 |
674.00 |
679.25 |
+7.50 |
5,250 |
41,275 |
-556 |
Feb08 |
070912 |
672.25 |
680.25 |
672.00 |
674.50 |
+7.75 |
1,715 |
15,500 |
-128 |
Mar08 |
070912 |
663.00 |
669.00 |
663.00 |
667.75 |
+8.00 |
670 |
9,998 |
+82 |
Apr08 |
070912 |
656.00 |
661.25 |
656.00 |
660.25 |
+8.00 |
268 |
4,712 |
+205 |
May08 |
070912 |
648.25 |
653.50 |
648.25 |
652.50 |
+8.00 |
255 |
7,489 |
+95 |
Jun08 |
070912 |
643.00 |
653.25 |
643.00 |
647.75 |
+8.00 |
780 |
30,506 |
+158 |
Total Volume and Open Interest |
151,077 |
357,037 |
-8,034 |
Ethanol(CBOT) |
Sep07 |
070906 |
1.640 |
1.640 |
1.640 |
1.640 |
-0.010 |
0 |
62 |
-4 |
Oct07 |
070912 |
1.588 |
1.588 |
1.588 |
1.588 |
-0.005 |
5 |
166 |
-11 |
Nov07 |
070912 |
1.580 |
1.580 |
1.580 |
1.580 |
-0.004 |
0 |
92 |
+1 |
Dec07 |
070912 |
1.580 |
1.580 |
1.580 |
1.580 |
-0.009 |
0 |
168 |
+0 |
Jan08 |
070912 |
1.580 |
1.580 |
1.580 |
1.580 |
+0.030 |
0 |
146 |
-3 |
Feb08 |
070912 |
1.550 |
1.580 |
1.550 |
1.580 |
+0.030 |
6 |
124 |
+0 |
Mar08 |
070912 |
1.550 |
1.580 |
1.550 |
1.580 |
+0.030 |
1 |
126 |
+0 |
Apr08 |
070912 |
1.570 |
1.570 |
1.570 |
1.570 |
+0.020 |
0 |
59 |
+1 |
Total Volume and Open Interest |
62 |
1,315 |
-11 |
WTI Crude Oil(ICE) |
Oct07 |
070912 |
78.19 |
80.18 |
78.00 |
79.91 |
+1.68 |
87,654 |
105,908 |
+1,879 |
Nov07 |
070912 |
77.03 |
78.79 |
76.81 |
78.54 |
+1.54 |
57,653 |
97,166 |
+6,406 |
Dec07 |
070912 |
75.61 |
77.50 |
75.61 |
77.29 |
+1.52 |
36,089 |
122,475 |
+354 |
Jan08 |
070912 |
75.07 |
76.61 |
75.07 |
76.44 |
+1.49 |
7,778 |
27,161 |
-2,689 |
Feb08 |
070912 |
74.75 |
75.84 |
74.75 |
75.77 |
+1.43 |
2,541 |
11,496 |
-241 |
Mar08 |
070912 |
74.33 |
75.28 |
74.33 |
75.28 |
+1.37 |
1,802 |
11,621 |
+391 |
Apr08 |
070912 |
74.78 |
74.94 |
74.78 |
74.94 |
+1.32 |
1,113 |
7,622 |
+955 |
May08 |
070912 |
74.68 |
74.68 |
74.68 |
74.68 |
+1.27 |
1,149 |
3,544 |
+243 |
Jun08 |
070912 |
74.42 |
74.49 |
74.35 |
74.46 |
+1.21 |
3,020 |
30,763 |
+1,126 |
Jul08 |
070912 |
74.27 |
74.27 |
74.27 |
74.27 |
+1.17 |
200 |
2,333 |
+200 |
Aug08 |
070912 |
74.08 |
74.08 |
74.08 |
74.08 |
+1.13 |
0 |
823 |
+0 |
Sep08 |
070912 |
73.89 |
73.89 |
73.89 |
73.89 |
+1.08 |
172 |
3,002 |
+29 |
Oct08 |
070912 |
73.72 |
73.72 |
73.72 |
73.72 |
+1.03 |
45 |
3,794 |
-20 |
Nov08 |
070912 |
73.55 |
73.55 |
73.55 |
73.55 |
+0.98 |
114 |
1,347 |
-34 |
Dec08 |
070912 |
72.66 |
73.44 |
72.55 |
73.39 |
+0.94 |
7,737 |
81,059 |
+270 |
Jan09 |
070912 |
73.24 |
73.24 |
73.24 |
73.24 |
+0.91 |
0 |
1,330 |
+0 |
Total Volume and Open Interest |
208,555 |
614,242 |
+8,848 |
US Dollar Index(ICE) |
Sep07 |
070912 |
79.510 |
79.530 |
79.290 |
79.340 |
-0.330 |
10,765 |
7,901 |
-4,689 |
Dec07 |
070912 |
79.360 |
79.420 |
79.140 |
79.170 |
-0.330 |
13,455 |
23,891 |
+9,178 |
Mar08 |
070912 |
79.100 |
79.100 |
79.100 |
79.100 |
-0.330 |
23 |
2,667 |
+19 |
Total Volume and Open Interest |
24,245 |
34,474 |
+4,510 |
Australian Dollar(CME) |
Sep07 |
070912 |
83.37 |
84.35 |
83.26 |
84.22 |
+0.84 |
38,619 |
76,816 |
-3,712 |
Dec07 |
070912 |
83.11 |
84.08 |
83.00 |
83.95 |
+0.84 |
16,569 |
29,414 |
+6,399 |
Mar08 |
070912 |
82.97 |
83.65 |
82.86 |
83.55 |
+0.79 |
0 |
152 |
+0 |
Total Volume and Open Interest |
55,202 |
106,674 |
+2,687 |
British Pound(CME) |
Sep07 |
070912 |
203.27 |
203.65 |
202.86 |
203.04 |
-0.11 |
68,835 |
93,963 |
-6,645 |
Dec07 |
070912 |
202.72 |
203.20 |
202.38 |
202.57 |
-0.10 |
21,255 |
49,158 |
+10,858 |
Mar08 |
070912 |
201.95 |
202.25 |
201.95 |
201.95 |
-0.06 |
1 |
44 |
+0 |
Total Volume and Open Interest |
90,091 |
143,188 |
+4,213 |
Canadian Dollar(CME) |
Sep07 |
070912 |
95.95 |
96.60 |
95.75 |
96.52 |
+0.57 |
56,886 |
79,070 |
-7,156 |
Dec07 |
070912 |
96.01 |
96.69 |
95.84 |
96.62 |
+0.58 |
28,738 |
64,487 |
+11,925 |
Mar08 |
070912 |
96.15 |
96.80 |
96.00 |
96.66 |
+0.47 |
382 |
1,143 |
+212 |
Jun08 |
070912 |
96.66 |
96.66 |
96.03 |
96.66 |
+0.32 |
2 |
341 |
+0 |
Total Volume and Open Interest |
86,025 |
145,388 |
+4,994 |
Japanese Yen(CME) |
Sep07 |
070912 |
87.51 |
87.95 |
87.48 |
87.59 |
+0.01 |
132,503 |
211,232 |
-4,893 |
Dec07 |
070912 |
88.61 |
89.01 |
88.53 |
88.63 |
-0.01 |
40,144 |
71,271 |
+17,702 |
Mar08 |
070912 |
89.60 |
89.85 |
89.50 |
89.53 |
+0.03 |
2 |
512 |
+1 |
Total Volume and Open Interest |
172,650 |
299,538 |
+12,810 |
Swiss Franc(CME) |
Sep07 |
070912 |
84.17 |
84.66 |
84.06 |
84.43 |
+0.29 |
49,912 |
104,548 |
-2,083 |
Dec07 |
070912 |
84.79 |
85.27 |
84.69 |
85.04 |
+0.29 |
12,740 |
31,470 |
+3,393 |
Mar08 |
070912 |
85.57 |
85.67 |
85.53 |
85.53 |
+0.34 |
0 |
18 |
+0 |
Total Volume and Open Interest |
62,652 |
136,045 |
+1,310 |
EuroFX(CME) |
Sep07 |
070912 |
138.41 |
139.18 |
138.27 |
139.11 |
+0.75 |
125,226 |
172,423 |
-8,987 |
Dec07 |
070912 |
138.78 |
139.54 |
138.62 |
139.47 |
+0.77 |
41,007 |
62,156 |
+17,385 |
Mar08 |
070912 |
138.93 |
139.66 |
138.93 |
139.61 |
+0.79 |
278 |
440 |
+266 |
Total Volume and Open Interest |
166,524 |
235,169 |
+8,674 |
Mexican Peso(CME) |
Sep07 |
070912 |
901.8 |
904.0 |
900.2 |
901.8 |
-0.8 |
18,185 |
71,762 |
-2,231 |
Oct07 |
070912 |
900.8 |
900.8 |
900.8 |
900.8 |
-0.8 |
0 |
68 |
+0 |
Total Volume and Open Interest |
35,380 |
128,847 |
+6,308 |
Brazilian Real(CME) |
Oct07 |
070912 |
523.00 |
523.00 |
518.80 |
523.00 |
+4.20 |
|
|
|
Nov07 |
070912 |
521.10 |
521.10 |
516.70 |
521.10 |
+4.40 |
|
|
|
Dec07 |
070912 |
519.00 |
519.10 |
518.20 |
519.10 |
+4.40 |
250 |
3,467 |
+81 |
Jan08 |
070912 |
518.40 |
518.40 |
513.90 |
518.40 |
+4.50 |
|
|
|
Total Volume and Open Interest |
250 |
3,467 |
+81 |
30-Year T-Bonds(CBOT) |
Sep07 |
070912 |
114~040 |
114~080 |
113~150 |
113~170 |
-0~150 |
17,452 |
51,506 |
-9,372 |
Dec07 |
070912 |
113~220 |
114~020 |
113~070 |
113~110 |
-0~140 |
263,327 |
892,176 |
-13,912 |
Mar08 |
070912 |
113~080 |
113~110 |
113~080 |
113~110 |
-0~130 |
46 |
1,103 |
+4 |
Total Volume and Open Interest |
280,827 |
944,931 |
-23,278 |
10-Year T-Notes(CBOT) |
Sep07 |
070912 |
110~265 |
111~040 |
110~160 |
110~185 |
-0~090 |
72,916 |
177,740 |
-32,828 |
Dec07 |
070912 |
110~110 |
110~220 |
110~020 |
110~050 |
-0~085 |
1,055,572 |
2,119,270 |
-14,438 |
Mar08 |
070912 |
109~245 |
109~245 |
109~245 |
109~245 |
-0~090 |
24 |
3,912 |
+0 |
Total Volume and Open Interest |
1,128,513 |
2,300,936 |
-47,266 |
5-Year T-Notes(CBOT) |
Sep07 |
070912 |
107~072 |
107~072 |
107~072 |
107~072 |
-0~020 |
29,454 |
0 |
+0 |
Dec07 |
070912 |
107~094 |
107~094 |
107~042 |
107~050 |
-0~022 |
513,237 |
0 |
+0 |
Mar08 |
070912 |
107~050 |
107~050 |
107~050 |
107~050 |
-0~022 |
|
|
|
Total Volume and Open Interest |
590,676 |
1,560,801 |
-28,699 |
2 Year T-Notes(CBOT) |
Sep07 |
070912 |
103~068 |
103~068 |
103~050 |
103~056 |
-0~002 |
14,984 |
40,671 |
-11,521 |
Dec07 |
070912 |
103~066 |
103~079 |
103~056 |
103~063 |
-0~003 |
220,480 |
848,406 |
+30,424 |
Total Volume and Open Interest |
235,464 |
889,077 |
+18,903 |
Eurodollars(CME) |
Sep07 |
070912 |
94.323 |
94.340 |
94.310 |
94.312 |
-0.020 |
250,262 |
1,555,823 |
-3,934 |
Dec07 |
070912 |
95.050 |
95.100 |
95.010 |
95.030 |
-0.040 |
386,430 |
1,579,542 |
-13,235 |
Mar08 |
070912 |
95.530 |
95.600 |
95.470 |
95.490 |
-0.055 |
356,865 |
1,653,473 |
-38,627 |
Jun08 |
070912 |
95.655 |
95.740 |
95.635 |
95.655 |
-0.015 |
413,106 |
1,392,284 |
-40,658 |
Sep08 |
070912 |
95.680 |
95.765 |
95.675 |
95.700 |
unch |
472,255 |
1,234,175 |
-16,059 |
Dec08 |
070912 |
95.665 |
95.750 |
95.660 |
95.685 |
unch |
319,171 |
1,132,842 |
+13,385 |
Mar09 |
070912 |
95.620 |
95.700 |
95.610 |
95.635 |
unch |
204,595 |
701,509 |
-5,757 |
Jun09 |
070912 |
95.570 |
95.630 |
95.540 |
95.560 |
-0.005 |
140,825 |
502,415 |
-11,193 |
Sep09 |
070912 |
95.500 |
95.565 |
95.475 |
95.495 |
-0.010 |
117,716 |
404,058 |
+10,224 |
Dec09 |
070912 |
95.450 |
95.500 |
95.410 |
95.430 |
-0.015 |
64,781 |
269,664 |
+1,979 |
Mar10 |
070912 |
95.440 |
95.465 |
95.375 |
95.385 |
-0.025 |
34,764 |
175,287 |
+2,724 |
Jun10 |
070912 |
95.385 |
95.415 |
95.315 |
95.330 |
-0.030 |
27,768 |
139,445 |
-1,855 |
Sep10 |
070912 |
95.330 |
95.360 |
95.265 |
95.275 |
-0.035 |
15,163 |
103,093 |
+2,062 |
Dec10 |
070912 |
95.245 |
95.295 |
95.200 |
95.210 |
-0.040 |
15,831 |
109,624 |
-759 |
Mar11 |
070912 |
95.210 |
95.255 |
95.155 |
95.165 |
-0.045 |
10,672 |
100,295 |
-4,948 |
Jun11 |
070912 |
95.125 |
95.200 |
95.095 |
95.105 |
-0.050 |
10,175 |
90,643 |
-1,535 |
Sep11 |
070912 |
95.105 |
95.145 |
95.050 |
95.055 |
-0.055 |
12,863 |
76,904 |
-2,809 |
Dec11 |
070912 |
94.995 |
95.085 |
94.985 |
94.990 |
-0.060 |
7,050 |
59,556 |
+1,589 |
Total Volume and Open Interest |
252,616 |
11,591,321 |
-104,594 |
30 Day Federal Funds(CBOT) |
Sep07 |
070912 |
95.075 |
95.095 |
95.070 |
95.080 |
-0.005 |
720 |
118,787 |
-761 |
Oct07 |
070912 |
95.185 |
95.205 |
95.180 |
95.185 |
+0.005 |
644 |
108,277 |
+3,211 |
Nov07 |
070912 |
95.405 |
95.405 |
95.385 |
95.385 |
-0.005 |
591 |
111,036 |
+4,638 |
Dec07 |
070912 |
95.485 |
95.485 |
95.480 |
95.485 |
-0.015 |
1,053 |
60,678 |
+2,562 |
Jan08 |
070912 |
95.530 |
95.530 |
95.530 |
95.530 |
-0.025 |
200 |
18,716 |
+716 |
Feb08 |
070912 |
95.645 |
95.645 |
95.645 |
95.645 |
-0.055 |
0 |
11,186 |
+277 |
Total Volume and Open Interest |
3,209 |
436,753 |
+11,163 |
30 Day Fed Funds(e-CBOT) |
Sep07 |
070912 |
95.080 |
95.100 |
95.070 |
95.080 |
unch |
7,157 |
0 |
+0 |
Oct07 |
070912 |
95.190 |
95.210 |
95.170 |
95.190 |
+0.010 |
21,475 |
0 |
+0 |
Nov07 |
070912 |
95.380 |
95.405 |
95.375 |
95.380 |
unch |
8,725 |
0 |
+0 |
Dec07 |
070912 |
95.500 |
95.515 |
95.470 |
95.475 |
-0.010 |
5,619 |
0 |
+0 |
Jan08 |
070912 |
95.560 |
95.570 |
95.520 |
95.530 |
unch |
1,531 |
0 |
+0 |
Feb08 |
070912 |
95.690 |
95.695 |
95.635 |
95.635 |
-0.015 |
619 |
0 |
+0 |
Total Volume and Open Interest |
46,863 |
|
|
3-Mth Euro-Yen(CME) |
Sep07 |
070912 |
99.165 |
99.165 |
99.160 |
99.165 |
+0.005 |
3,563 |
21,664 |
-136 |
Dec07 |
070912 |
99.175 |
99.190 |
99.175 |
99.185 |
+0.010 |
875 |
11,954 |
-113 |
Mar08 |
070912 |
99.185 |
99.185 |
99.165 |
99.180 |
+0.015 |
200 |
5,598 |
+24 |
Jun08 |
070912 |
99.155 |
99.155 |
99.140 |
99.155 |
+0.015 |
100 |
3,810 |
+0 |
Sep08 |
070912 |
99.105 |
99.105 |
99.075 |
99.105 |
+0.030 |
100 |
3,085 |
-325 |
Dec08 |
070912 |
99.040 |
99.040 |
99.010 |
99.040 |
+0.030 |
100 |
1,509 |
+0 |
Mar09 |
070912 |
98.970 |
98.970 |
98.940 |
98.970 |
+0.030 |
0 |
157 |
+0 |
Jun09 |
070912 |
98.895 |
98.895 |
98.865 |
98.895 |
+0.030 |
0 |
100 |
+0 |
Sep09 |
070912 |
98.815 |
98.815 |
98.800 |
98.815 |
+0.015 |
|
|
|
Dec09 |
070912 |
98.735 |
98.735 |
98.720 |
98.735 |
+0.015 |
|
|
|
Total Volume and Open Interest |
4,938 |
47,877 |
-550 |
3-Mth Euro-Yen(SGX) |
Dec07 |
070912 |
99.18 |
99.19 |
99.18 |
99.18 |
unch |
1,460 |
57,166 |
+146 |
Mar08 |
070912 |
99.16 |
99.19 |
99.16 |
99.18 |
+0.01 |
1,500 |
42,172 |
+174 |
Jun08 |
070912 |
99.13 |
99.17 |
99.13 |
99.16 |
+0.02 |
1,315 |
18,266 |
-675 |
Sep08 |
070912 |
99.08 |
99.11 |
99.08 |
99.11 |
+0.01 |
3,746 |
20,673 |
+1,605 |
Dec08 |
070912 |
99.01 |
99.05 |
99.01 |
99.04 |
+0.01 |
956 |
9,210 |
+288 |
Mar09 |
070912 |
98.94 |
98.99 |
98.94 |
98.97 |
+0.01 |
20 |
4,506 |
+0 |
Jun09 |
070912 |
98.90 |
98.90 |
98.88 |
98.90 |
+0.01 |
0 |
1,168 |
+0 |
Sep09 |
070912 |
98.82 |
98.82 |
98.82 |
98.82 |
+0.01 |
0 |
200 |
+0 |
Total Volume and Open Interest |
11,229 |
235,452 |
+1,137 |
Japanese Gov't Bonds(SGX) |
Dec07 |
070912 |
135.95 |
136.40 |
135.88 |
136.29 |
+0.21 |
2,320 |
44,342 |
+269 |
Mar08 |
070912 |
136.29 |
136.29 |
136.29 |
136.29 |
+0.21 |
|
|
|
Jun08 |
070912 |
136.29 |
136.29 |
136.29 |
136.29 |
+0.21 |
|
|
|
Total Volume and Open Interest |
2,320 |
44,342 |
+269 |
Euro-Bund(EUREX) |
Dec07 |
070912 |
114.66 |
114.75 |
114.34 |
114.41 |
-0.30 |
1,148,322 |
1,335,783 |
+26,384 |
Mar08 |
070912 |
115.01 |
115.08 |
114.77 |
114.77 |
-0.30 |
291 |
410 |
+134 |
Jun08 |
070912 |
114.77 |
114.77 |
114.77 |
114.77 |
-0.30 |
|
|
|
Total Volume and Open Interest |
1,148,613 |
1,336,193 |
+26,518 |
Euro-Bobl(EUREX) |
Dec07 |
070912 |
108.66 |
108.71 |
108.48 |
108.54 |
-0.14 |
496,788 |
1,010,040 |
+7,079 |
Mar08 |
070912 |
108.36 |
108.36 |
108.36 |
108.36 |
-0.14 |
|
|
|
Jun08 |
070912 |
108.36 |
108.36 |
108.36 |
108.36 |
-0.14 |
|
|
|
Total Volume and Open Interest |
496,788 |
1,010,040 |
+7,022 |
3-Mth Euribor(EUREX) |
Sep07 |
070912 |
95.300 |
95.300 |
95.270 |
95.280 |
-0.015 |
480 |
28,916 |
+146 |
Dec07 |
070912 |
95.495 |
95.495 |
95.460 |
95.460 |
-0.035 |
284 |
14,147 |
+4 |
Mar08 |
070912 |
95.755 |
95.765 |
95.735 |
95.735 |
-0.045 |
54 |
9,524 |
+0 |
Total Volume and Open Interest |
870 |
64,101 |
+164 |
Long Gilt(LIFFE) |
Sep07 |
070912 |
107~30 |
108~04 |
107~29 |
108~01 |
+0~02 |
4,084 |
51,406 |
-3,603 |
Dec07 |
070912 |
108~01 |
108~06 |
107~28 |
108~02 |
+0~01 |
91,956 |
321,181 |
+3,143 |
Total Volume and Open Interest |
96,040 |
372,587 |
-460 |
3-Mth Short Sterling(LIFFE) |
Sep07 |
070912 |
93.12 |
93.15 |
93.11 |
93.13 |
unch |
45,632 |
540,461 |
+3,498 |
Dec07 |
070912 |
93.59 |
93.63 |
93.57 |
93.60 |
unch |
82,453 |
572,659 |
+7,415 |
Mar08 |
070912 |
94.02 |
94.12 |
94.00 |
94.09 |
+0.07 |
94,103 |
495,831 |
+3,337 |
Jun08 |
070912 |
94.28 |
94.41 |
94.27 |
94.38 |
+0.09 |
97,676 |
460,963 |
-1,195 |
Sep08 |
070912 |
94.40 |
94.52 |
94.40 |
94.50 |
+0.08 |
75,303 |
313,420 |
+5,738 |
Dec08 |
070912 |
94.45 |
94.56 |
94.44 |
94.54 |
+0.08 |
75,629 |
269,833 |
+4,603 |
Total Volume and Open Interest |
567,892 |
3,066,827 |
+31,094 |
3-Mth Euribor(LIFFE) |
Sep07 |
070912 |
95.295 |
95.315 |
95.270 |
95.275 |
-0.020 |
175,703 |
961,072 |
+17,577 |
Dec07 |
070912 |
95.480 |
95.510 |
95.455 |
95.465 |
-0.030 |
195,767 |
851,306 |
+21,951 |
Mar08 |
070912 |
95.750 |
95.785 |
95.730 |
95.745 |
-0.035 |
158,389 |
620,571 |
-4,030 |
Total Volume and Open Interest |
897,411 |
4,316,455 |
+57,058 |
3-Mth Aus T-Bills(SFE) |
Sep07 |
070912 |
92.94 |
92.97 |
92.89 |
92.92 |
-0.02 |
36,469 |
49,585 |
-390,670 |
Dec07 |
070912 |
93.00 |
93.03 |
92.95 |
93.02 |
+0.02 |
52,040 |
394,279 |
+12,156 |
Mar08 |
070912 |
93.01 |
93.05 |
92.96 |
93.03 |
+0.01 |
22,386 |
205,786 |
-101 |
Jun08 |
070912 |
93.06 |
93.08 |
93.00 |
93.07 |
+0.01 |
7,188 |
116,374 |
-168 |
Sep08 |
070912 |
93.11 |
93.13 |
93.05 |
93.11 |
unch |
3,211 |
61,050 |
+123 |
Dec08 |
070912 |
93.13 |
93.14 |
93.09 |
93.14 |
-0.01 |
1,119 |
41,644 |
-82 |
Mar09 |
070912 |
93.12 |
93.18 |
93.12 |
93.16 |
-0.01 |
579 |
33,951 |
-1,099 |
Jun09 |
070912 |
93.18 |
93.18 |
93.13 |
93.17 |
-0.01 |
695 |
21,376 |
+75 |
Sep09 |
070912 |
93.15 |
93.18 |
93.15 |
93.17 |
-0.01 |
72 |
2,613 |
+32 |
Dec09 |
070912 |
93.19 |
93.19 |
93.19 |
93.19 |
-0.02 |
1 |
638 |
+0 |
Total Volume and Open Interest |
123,765 |
927,480 |
-379,737 |
10-Year Aus T-Bonds(SFE) |
Sep07 |
070912 |
94.15 |
94.17 |
94.10 |
94.13 |
-0.01 |
175,744 |
497,690 |
-74,782 |
Dec07 |
070912 |
94.16 |
94.18 |
94.12 |
94.15 |
-0.01 |
133,265 |
192,585 |
+108,100 |
Total Volume and Open Interest |
309,009 |
690,275 |
+33,318 |
3-Year Aus T-Bonds(SFE) |
Sep07 |
070912 |
93.83 |
93.83 |
93.76 |
93.81 |
-0.02 |
190,379 |
466,903 |
-463,858 |
Dec07 |
070912 |
93.88 |
93.88 |
93.79 |
93.85 |
-0.02 |
73,034 |
144,983 |
+40,132 |
Total Volume and Open Interest |
263,413 |
611,886 |
-423,726 |
Gold(CMX) |
Oct07 |
070912 |
713.7 |
716.5 |
707.9 |
714.0 |
-0.4 |
4,528 |
27,081 |
-395 |
Dec07 |
070912 |
721.2 |
723.6 |
714.5 |
720.7 |
-0.4 |
99,930 |
234,018 |
+9,976 |
Feb08 |
070912 |
726.0 |
728.3 |
721.4 |
726.9 |
-0.3 |
2,229 |
17,963 |
-433 |
Apr08 |
070912 |
732.0 |
734.4 |
729.5 |
732.8 |
-0.2 |
128 |
16,898 |
+18 |
Jun08 |
070912 |
736.6 |
739.5 |
734.0 |
738.4 |
-0.2 |
209 |
15,191 |
+25 |
Aug08 |
070912 |
742.2 |
744.4 |
742.2 |
743.9 |
-0.1 |
105 |
9,094 |
+73 |
Oct08 |
070912 |
749.2 |
749.2 |
749.2 |
749.2 |
unch |
8 |
1,585 |
-3 |
Dec08 |
070912 |
755.5 |
755.5 |
748.7 |
754.5 |
+0.1 |
422 |
16,152 |
+71 |
Feb09 |
070912 |
760.0 |
760.0 |
760.0 |
760.0 |
+0.2 |
0 |
11,639 |
+0 |
Apr09 |
070912 |
765.3 |
765.3 |
765.3 |
765.3 |
+0.3 |
0 |
1,725 |
+0 |
Jun09 |
070912 |
770.8 |
770.8 |
770.8 |
770.8 |
+0.3 |
6 |
11,251 |
-2 |
Total Volume and Open Interest |
107,632 |
373,686 |
+9,325 |
Silver(CMX) |
Sep07 |
070912 |
1271.0 |
1271.0 |
1250.0 |
1262.5 |
-4.2 |
194 |
231 |
-98 |
Dec07 |
070912 |
1284.0 |
1292.5 |
1264.5 |
1279.3 |
-4.2 |
21,043 |
74,365 |
+645 |
Mar08 |
070912 |
1301.0 |
1304.5 |
1282.0 |
1296.0 |
-4.1 |
1,047 |
7,867 |
+201 |
May08 |
070912 |
1306.3 |
1306.3 |
1306.3 |
1306.3 |
-4.1 |
41 |
5,135 |
-1 |
Jul08 |
070912 |
1316.5 |
1316.5 |
1316.5 |
1316.5 |
-4.1 |
11 |
4,944 |
+0 |
Sep08 |
070912 |
1325.3 |
1325.3 |
1325.3 |
1325.3 |
-4.4 |
102 |
1,104 |
+101 |
Dec08 |
070912 |
1343.5 |
1350.5 |
1338.0 |
1338.8 |
-4.2 |
99 |
5,613 |
+28 |
Total Volume and Open Interest |
22,753 |
108,199 |
+1,057 |
Platinum(NYMEX) |
Oct07 |
070912 |
1304.0 |
1308.5 |
1300.9 |
1304.7 |
+2.1 |
1,660 |
8,672 |
-271 |
Jan08 |
070912 |
1314.0 |
1317.7 |
1310.8 |
1314.4 |
+2.1 |
798 |
2,678 |
+429 |
Apr08 |
070912 |
1325.8 |
1325.8 |
1325.8 |
1325.8 |
+2.1 |
0 |
2 |
+0 |
Total Volume and Open Interest |
2,458 |
11,352 |
+158 |
Palladium(NYMEX) |
Sep07 |
070912 |
335.40 |
335.70 |
335.40 |
335.70 |
+1.05 |
0 |
31 |
+0 |
Dec07 |
070912 |
338.85 |
340.40 |
337.05 |
339.45 |
+0.55 |
452 |
13,320 |
-114 |
Mar08 |
070912 |
344.20 |
344.20 |
344.20 |
344.20 |
+0.55 |
0 |
822 |
+0 |
Total Volume and Open Interest |
452 |
16,264 |
-114 |
Copper(CMX) |
Sep07 |
070912 |
336.15 |
338.20 |
332.80 |
335.95 |
-2.95 |
475 |
2,125 |
-132 |
Dec07 |
070912 |
338.00 |
338.75 |
332.20 |
335.95 |
-2.80 |
12,336 |
50,231 |
+585 |
Mar08 |
070912 |
333.55 |
336.00 |
331.40 |
334.00 |
-2.55 |
847 |
6,702 |
-32 |
May08 |
070912 |
331.30 |
331.30 |
331.30 |
331.30 |
-2.40 |
258 |
1,176 |
+196 |
Jul08 |
070912 |
327.90 |
327.90 |
327.90 |
327.90 |
-2.30 |
0 |
555 |
+0 |
Total Volume and Open Interest |
14,260 |
68,684 |
+715 |
DJIA Index(CBOT) |
Sep07 |
070912 |
13305 |
13375 |
13273 |
13330 |
+9 |
4,787 |
37,293 |
+419 |
Dec07 |
070912 |
13409 |
13470 |
13362 |
13429 |
+7 |
2,018 |
3,753 |
+1,489 |
Mar08 |
070912 |
13514 |
13514 |
13514 |
13514 |
+9 |
0 |
4 |
+0 |
Jun08 |
070912 |
13608 |
13608 |
13608 |
13608 |
+9 |
|
|
|
Total Volume and Open Interest |
6,805 |
41,050 |
+1,908 |
E-mini DJIA Index(CBOT) |
Sep07 |
070912 |
13307 |
13374 |
13272 |
13330 |
+9 |
163,574 |
90,574 |
-2,376 |
Dec07 |
070912 |
13406 |
13476 |
13375 |
13429 |
+7 |
4,646 |
2,934 |
+1,614 |
Mar08 |
070912 |
13514 |
13514 |
13514 |
13514 |
+9 |
|
|
|
Jun08 |
070912 |
13608 |
13608 |
13608 |
13608 |
+9 |
|
|
|
Total Volume and Open Interest |
168,220 |
93,508 |
-762 |
S & P 500(CME) |
Sep07 |
070912 |
1472.40 |
1481.00 |
1465.70 |
1476.20 |
+3.40 |
97,632 |
448,113 |
-41,984 |
Dec07 |
070912 |
1483.00 |
1494.00 |
1480.00 |
1489.40 |
+3.60 |
62,473 |
244,230 |
+45,583 |
Mar08 |
070912 |
1500.00 |
1504.70 |
1493.20 |
1500.00 |
+3.30 |
13 |
7,693 |
-26 |
Jun08 |
070912 |
1511.00 |
1515.70 |
1504.20 |
1511.00 |
+3.30 |
0 |
297 |
-30 |
Total Volume and Open Interest |
160,118 |
703,506 |
+3,543 |
S & P 500 E-Mini(Globex) |
Sep07 |
070912 |
1472.00 |
1481.25 |
1465.75 |
1476.25 |
+3.50 |
1,855,898 |
1,961,487 |
-79,325 |
Dec07 |
070912 |
1485.00 |
1494.25 |
1479.00 |
1489.50 |
+3.75 |
93,240 |
303,376 |
+54,487 |
Total Volume and Open Interest |
1,949,138 |
2,264,864 |
-24,838 |
NASDAQ 100(CME) |
Sep07 |
070912 |
1993.00 |
2010.00 |
1984.30 |
1996.30 |
+2.80 |
3,089 |
71,328 |
+179 |
Dec07 |
070912 |
2011.50 |
2033.00 |
2009.50 |
2020.00 |
+3.00 |
829 |
1,172 |
+528 |
Mar08 |
070912 |
2043.30 |
2043.50 |
2043.30 |
2043.30 |
-0.20 |
1 |
1 |
+1 |
Total Volume and Open Interest |
3,919 |
72,501 |
+708 |
NASDAQ 100 E-Mini(Globex) |
Sep07 |
070912 |
1993.30 |
2009.30 |
1984.00 |
1996.30 |
+2.80 |
333,519 |
468,271 |
+4,166 |
Dec07 |
070912 |
2017.30 |
2032.80 |
2007.30 |
2020.00 |
+3.00 |
13,303 |
20,592 |
+7,043 |
Total Volume and Open Interest |
346,822 |
488,863 |
+11,209 |
S & P Midcap 400(CME) |
Sep07 |
070912 |
857.00 |
862.25 |
856.00 |
859.40 |
+0.40 |
143 |
6,843 |
-37 |
Dec07 |
070912 |
864.50 |
867.45 |
864.50 |
867.45 |
+0.45 |
87 |
87 |
+66 |
Mar08 |
070912 |
877.55 |
877.55 |
877.10 |
877.55 |
+0.45 |
|
|
|
Total Volume and Open Interest |
230 |
6,930 |
+29 |
Russell 2000 E-Mini(Globex) |
Sep07 |
070912 |
782.90 |
784.80 |
776.70 |
778.30 |
-5.10 |
219,207 |
622,698 |
-9,494 |
Dec07 |
070912 |
788.60 |
790.10 |
782.20 |
783.70 |
-5.20 |
15,000 |
32,925 |
+9,097 |
Mar08 |
070912 |
789.80 |
789.80 |
789.80 |
789.80 |
-5.10 |
|
|
|
Total Volume and Open Interest |
234,207 |
655,623 |
-397 |
Nikkei 225(CME) |
Sep07 |
070912 |
15835 |
15910 |
15835 |
15890 |
-65 |
28,282 |
71,684 |
+475 |
Dec07 |
070912 |
15865 |
15950 |
15855 |
15905 |
-65 |
20,345 |
51,093 |
+13,320 |
Total Volume and Open Interest |
48,627 |
122,778 |
+13,795 |
Nikkei 225(SGX) |
Sep07 |
070912 |
15955 |
16045 |
15725 |
15815 |
-10 |
169,125 |
247,180 |
-13,965 |
Dec07 |
070912 |
15950 |
16015 |
15695 |
15755 |
-50 |
76,580 |
98,284 |
+64,612 |
Mar08 |
070912 |
15775 |
15775 |
15775 |
15775 |
-80 |
0 |
2 |
+0 |
Total Volume and Open Interest |
245,705 |
345,507 |
+50,647 |
CAC 40(EURONEXT) |
Sep07 |
070912 |
5489.5 |
5525.5 |
5467.5 |
5516.0 |
+29.0 |
111,326 |
639,122 |
+4,783 |
Oct07 |
070912 |
5505.0 |
5537.5 |
5491.5 |
5534.0 |
+29.5 |
2,232 |
3,498 |
+1,930 |
Nov07 |
070912 |
5506.0 |
5541.0 |
5498.0 |
5541.0 |
+29.0 |
9 |
490 |
+8 |
Total Volume and Open Interest |
114,368 |
648,540 |
+6,925 |
Hang Seng Index(HKFE) |
Sep07 |
070912 |
24166 |
24360 |
24052 |
24328 |
+438 |
55,361 |
127,886 |
-97 |
Oct07 |
070912 |
24170 |
24441 |
24136 |
24408 |
+424 |
960 |
2,920 |
+483 |
Total Volume and Open Interest |
56,639 |
132,915 |
+522 |
DAX(EUREX) |
Sep07 |
070912 |
7461.0 |
7488.5 |
7431.5 |
7479.5 |
+11.5 |
154,546 |
281,288 |
+2,389 |
Dec07 |
070912 |
7546.0 |
7573.0 |
7520.0 |
7565.5 |
+11.5 |
6,058 |
27,197 |
+3,897 |
Mar08 |
070912 |
7648.5 |
7648.5 |
7611.0 |
7648.5 |
+11.5 |
26 |
2,613 |
+22 |
Total Volume and Open Interest |
160,630 |
311,098 |
+6,308 |
FT-SE 100(EURONEXT) |
Sep07 |
070912 |
6287.00 |
6326.00 |
6237.00 |
6305.50 |
+20.00 |
108,391 |
510,786 |
-3,682 |
Dec07 |
070912 |
6356.50 |
6394.00 |
6308.50 |
6375.50 |
+21.00 |
5,185 |
34,829 |
+4,528 |
Mar08 |
070912 |
6367.50 |
6399.00 |
6362.50 |
6399.00 |
+22.00 |
0 |
3,664 |
+0 |
Total Volume and Open Interest |
113,576 |
549,290 |
+846 |
SPI 200(SFE) |
Sep07 |
070912 |
6242.0 |
6344.0 |
6211.0 |
6230.0 |
-20.0 |
27,449 |
292,702 |
-146,153 |
Dec07 |
070912 |
6282.0 |
6387.0 |
6260.0 |
6278.0 |
-19.0 |
2,624 |
11,158 |
+1,671 |
Mar08 |
070912 |
6329.0 |
6329.0 |
6287.0 |
6287.0 |
-19.0 |
100 |
1,223 |
+90 |
Total Volume and Open Interest |
30,446 |
306,956 |
-144,130 |
GSCI(CME) |
Sep07 |
070912 |
520.00 |
527.50 |
520.00 |
527.10 |
+8.50 |
4,504 |
11,595 |
-3,520 |
Oct07 |
070912 |
523.50 |
529.10 |
523.50 |
528.60 |
+8.25 |
3,863 |
9,943 |
+3,716 |
Nov07 |
070912 |
528.50 |
528.50 |
528.50 |
528.50 |
+7.50 |
|
|
|
Total Volume and Open Interest |
8,367 |
21,538 |
+196 |
Reuters CCI(ICE) |
Nov07 |
070912 |
426.50 |
429.00 |
424.25 |
429.00 |
+2.50 |
15 |
733 |
-7 |
Jan08 |
070912 |
427.50 |
430.00 |
427.50 |
430.00 |
+2.50 |
0 |
413 |
+0 |
Feb08 |
070912 |
426.50 |
429.00 |
426.50 |
429.00 |
+2.50 |
0 |
223 |
-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. |
|
|