|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu September 13, 2007 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep07 |
070913 |
926.75 |
932.00 |
921.00 |
928.00 |
+3.00 |
1,009 |
660 |
-1,059 |
Nov07 |
070913 |
938.00 |
948.00 |
933.00 |
941.25 |
+2.75 |
137,046 |
286,243 |
+4,477 |
Jan08 |
070913 |
952.00 |
962.50 |
948.25 |
956.25 |
+2.50 |
21,112 |
55,017 |
+1,110 |
Mar08 |
070913 |
961.25 |
973.50 |
959.75 |
967.50 |
+2.75 |
6,565 |
34,566 |
+2,024 |
May08 |
070913 |
965.00 |
975.75 |
962.50 |
971.75 |
+3.50 |
5,361 |
30,212 |
+1,044 |
Jul08 |
070913 |
972.50 |
983.00 |
970.00 |
978.50 |
+4.00 |
7,179 |
36,687 |
-680 |
Aug08 |
070913 |
965.00 |
970.00 |
965.00 |
970.00 |
+4.00 |
68 |
675 |
+43 |
Sep08 |
070913 |
930.00 |
940.00 |
930.00 |
940.00 |
-3.00 |
2 |
399 |
+0 |
Nov08 |
070913 |
923.25 |
931.00 |
912.50 |
918.25 |
-6.25 |
5,800 |
58,973 |
+1,484 |
Jan09 |
070913 |
928.75 |
928.75 |
917.25 |
920.00 |
-6.00 |
99 |
565 |
+41 |
Jul09 |
070913 |
930.00 |
932.00 |
930.00 |
932.00 |
-5.00 |
9 |
266 |
+3 |
Total Volume and Open Interest |
184,555 |
510,765 |
+8,524 |
Soybean Meal(CBOT) |
Sep07 |
070913 |
254.40 |
256.50 |
253.00 |
254.40 |
+0.20 |
4,111 |
834 |
-940 |
Oct07 |
070913 |
255.70 |
258.00 |
254.50 |
255.60 |
+0.10 |
14,654 |
27,320 |
+680 |
Dec07 |
070913 |
260.60 |
264.00 |
260.00 |
261.10 |
unch |
43,724 |
101,609 |
+4,057 |
Jan08 |
070913 |
265.00 |
266.20 |
262.40 |
263.50 |
+0.70 |
2,973 |
15,772 |
+226 |
Mar08 |
070913 |
266.00 |
268.00 |
265.10 |
266.50 |
+0.30 |
2,521 |
18,150 |
-353 |
May08 |
070913 |
267.10 |
269.50 |
265.50 |
266.80 |
-0.20 |
2,687 |
19,691 |
+204 |
Jul08 |
070913 |
270.20 |
270.20 |
268.00 |
269.00 |
+0.30 |
1,796 |
15,318 |
-577 |
Aug08 |
070913 |
266.00 |
267.00 |
264.50 |
264.50 |
-0.70 |
260 |
3,216 |
+91 |
Sep08 |
070913 |
265.00 |
265.00 |
259.50 |
259.80 |
-2.20 |
557 |
3,764 |
-238 |
Oct08 |
070913 |
251.10 |
251.10 |
247.00 |
247.00 |
-2.00 |
2 |
1,427 |
-212 |
Total Volume and Open Interest |
74,787 |
214,191 |
+2,263 |
Soybean Oil(CBOT) |
Sep07 |
070913 |
38.70 |
39.08 |
38.67 |
39.08 |
+0.21 |
1,305 |
1,036 |
-451 |
Oct07 |
070913 |
39.01 |
39.23 |
38.75 |
39.17 |
+0.22 |
9,722 |
29,389 |
-595 |
Dec07 |
070913 |
39.51 |
39.72 |
39.23 |
39.67 |
+0.15 |
51,503 |
161,145 |
+4,363 |
Jan08 |
070913 |
39.67 |
40.05 |
39.55 |
40.05 |
+0.20 |
2,626 |
22,759 |
-659 |
Mar08 |
070913 |
40.21 |
40.30 |
39.88 |
40.30 |
+0.15 |
3,227 |
17,610 |
+700 |
May08 |
070913 |
40.44 |
40.50 |
40.01 |
40.45 |
+0.17 |
2,561 |
13,191 |
+218 |
Jul08 |
070913 |
40.44 |
40.70 |
40.20 |
40.67 |
+0.10 |
2,511 |
15,037 |
+619 |
Aug08 |
070913 |
40.20 |
40.50 |
40.20 |
40.50 |
+0.05 |
157 |
1,095 |
+73 |
Sep08 |
070913 |
40.50 |
40.50 |
40.50 |
40.50 |
+0.05 |
41 |
578 |
+40 |
Oct08 |
070913 |
40.52 |
40.52 |
40.52 |
40.52 |
+0.12 |
32 |
628 |
+28 |
Total Volume and Open Interest |
75,984 |
277,078 |
+4,736 |
Canola(WCE) |
Corn(CBOT) |
Sep07 |
070913 |
340.50 |
342.00 |
327.50 |
330.75 |
-9.00 |
6,380 |
3,763 |
-741 |
Dec07 |
070913 |
355.50 |
358.75 |
343.75 |
346.75 |
-9.75 |
177,377 |
624,260 |
+5,372 |
Mar08 |
070913 |
372.25 |
375.00 |
360.50 |
363.75 |
-9.25 |
35,417 |
142,914 |
-934 |
May08 |
070913 |
381.00 |
385.00 |
371.00 |
373.75 |
-8.75 |
3,866 |
38,699 |
-15 |
Jul08 |
070913 |
389.75 |
394.00 |
380.00 |
383.25 |
-8.25 |
11,372 |
91,777 |
+778 |
Sep08 |
070913 |
395.00 |
397.00 |
388.50 |
390.50 |
-7.00 |
1,440 |
12,938 |
+453 |
Dec08 |
070913 |
402.50 |
405.00 |
394.75 |
397.25 |
-6.25 |
18,518 |
140,551 |
+493 |
Mar09 |
070913 |
410.00 |
410.00 |
404.00 |
406.50 |
-5.50 |
273 |
5,100 |
+215 |
Jul09 |
070913 |
418.50 |
420.00 |
412.50 |
412.50 |
-6.00 |
24 |
1,191 |
-3 |
Total Volume and Open Interest |
255,918 |
1,093,111 |
+5,794 |
Wheat(CBOT) |
Sep07 |
070913 |
845.25 |
845.25 |
815.00 |
825.50 |
-14.50 |
821 |
513 |
-124 |
Dec07 |
070913 |
853.25 |
868.00 |
830.75 |
845.00 |
-15.50 |
78,116 |
246,033 |
+1,646 |
Mar08 |
070913 |
855.00 |
869.00 |
833.50 |
850.50 |
-11.00 |
12,306 |
42,535 |
+3,053 |
May08 |
070913 |
757.75 |
777.00 |
738.00 |
742.00 |
-18.00 |
1,236 |
6,662 |
+40 |
Jul08 |
070913 |
588.00 |
594.25 |
575.50 |
582.00 |
-10.00 |
5,024 |
56,677 |
+225 |
Sep08 |
070913 |
594.75 |
597.00 |
581.00 |
589.00 |
-9.00 |
200 |
2,308 |
+37 |
Total Volume and Open Interest |
99,179 |
378,609 |
+5,017 |
Wheat(KCBT) |
Sep07 |
070913 |
829.50 |
829.50 |
800.00 |
817.00 |
-13.00 |
66 |
421 |
-50 |
Dec07 |
070913 |
828.50 |
842.00 |
806.00 |
825.00 |
-7.50 |
19,915 |
117,568 |
-3,182 |
Mar08 |
070913 |
824.00 |
833.00 |
803.00 |
821.75 |
-4.25 |
3,766 |
16,294 |
+42 |
May08 |
070913 |
750.25 |
760.00 |
745.00 |
745.00 |
-5.00 |
235 |
706 |
+151 |
Jul08 |
070913 |
591.00 |
594.50 |
577.00 |
585.00 |
-9.75 |
1,210 |
14,718 |
+34 |
Sep08 |
070913 |
596.00 |
596.00 |
585.00 |
593.00 |
-2.00 |
18 |
684 |
+8 |
Total Volume and Open Interest |
25,314 |
152,424 |
-2,978 |
Wheat(MGE) |
Sep07 |
070913 |
800.00 |
811.00 |
785.00 |
798.00 |
-17.00 |
17 |
30 |
-94 |
Dec07 |
070913 |
799.00 |
815.00 |
778.50 |
789.50 |
-14.00 |
10,982 |
49,549 |
+779 |
Mar08 |
070913 |
802.25 |
814.00 |
784.00 |
796.25 |
-10.75 |
2,151 |
9,946 |
+411 |
May08 |
070913 |
794.00 |
798.00 |
770.00 |
790.00 |
-7.00 |
208 |
850 |
+84 |
Jul08 |
070913 |
680.00 |
694.00 |
674.00 |
693.00 |
-7.00 |
241 |
732 |
+136 |
Total Volume and Open Interest |
13,856 |
64,578 |
+1,365 |
Oats(CBOT) |
Sep07 |
070913 |
256.00 |
256.00 |
256.00 |
256.00 |
unch |
|
|
|
Dec07 |
070913 |
280.00 |
281.75 |
273.00 |
279.00 |
+2.25 |
2,168 |
12,355 |
+36 |
Mar08 |
070913 |
289.50 |
290.00 |
284.00 |
289.00 |
+2.00 |
196 |
1,661 |
-18 |
May08 |
070913 |
290.00 |
290.00 |
289.00 |
290.00 |
unch |
6 |
160 |
+2 |
Total Volume and Open Interest |
2,370 |
14,202 |
+20 |
Rough Rice(CBOT) |
Sep07 |
070913 |
11.06 |
11.07 |
10.93 |
10.93 |
-0.07 |
12 |
9 |
-3 |
Nov07 |
070913 |
11.28 |
11.29 |
11.15 |
11.17 |
-0.11 |
457 |
11,632 |
+112 |
Jan08 |
070913 |
11.50 |
11.56 |
11.45 |
11.48 |
-0.12 |
175 |
1,563 |
+24 |
Mar08 |
070913 |
11.86 |
11.87 |
11.71 |
11.74 |
-0.12 |
53 |
1,099 |
+0 |
Total Volume and Open Interest |
718 |
14,646 |
+119 |
Live Cattle(CME) |
Oct07 |
070913 |
94.800 |
94.950 |
94.450 |
94.680 |
-0.050 |
31,521 |
73,192 |
-11,679 |
Dec07 |
070913 |
99.000 |
99.050 |
98.400 |
98.635 |
-0.365 |
26,102 |
86,117 |
+6,344 |
Feb08 |
070913 |
100.350 |
100.350 |
99.800 |
100.230 |
-0.155 |
5,413 |
35,782 |
+792 |
Apr08 |
070913 |
100.225 |
100.450 |
100.000 |
100.400 |
-0.135 |
2,383 |
19,078 |
+823 |
Jun08 |
070913 |
96.200 |
96.400 |
95.800 |
96.330 |
+0.080 |
824 |
7,908 |
+428 |
Aug08 |
070913 |
94.700 |
94.900 |
94.550 |
94.600 |
-0.200 |
308 |
1,946 |
+207 |
Total Volume and Open Interest |
66,551 |
224,023 |
-3,085 |
Feeder Cattle(CME) |
Sep07 |
070913 |
116.700 |
117.200 |
116.500 |
116.950 |
+0.100 |
1,489 |
3,580 |
-749 |
Oct07 |
070913 |
116.800 |
116.975 |
115.975 |
116.535 |
-0.165 |
3,959 |
11,544 |
-848 |
Nov07 |
070913 |
116.900 |
117.250 |
116.650 |
117.000 |
-0.180 |
2,088 |
8,098 |
+239 |
Jan08 |
070913 |
115.100 |
115.325 |
114.700 |
115.250 |
-0.250 |
469 |
4,148 |
+148 |
Mar08 |
070913 |
112.500 |
113.200 |
112.500 |
113.180 |
+0.180 |
57 |
873 |
+40 |
Apr08 |
070913 |
113.200 |
113.730 |
113.000 |
113.730 |
+0.230 |
80 |
349 |
+12 |
May08 |
070913 |
113.200 |
113.800 |
113.000 |
113.800 |
+0.300 |
166 |
731 |
+48 |
Total Volume and Open Interest |
8,309 |
29,329 |
-1,109 |
Lean Hogs(CME) |
Oct07 |
070913 |
65.600 |
65.950 |
65.300 |
65.400 |
+0.200 |
18,596 |
45,593 |
-5,758 |
Dec07 |
070913 |
68.400 |
68.950 |
68.250 |
68.850 |
+0.850 |
18,958 |
69,656 |
+5,229 |
Feb08 |
070913 |
71.400 |
72.000 |
71.200 |
71.900 |
+0.875 |
4,024 |
24,636 |
+691 |
Apr08 |
070913 |
72.125 |
73.050 |
72.125 |
72.975 |
+0.850 |
1,611 |
17,547 |
+25 |
May08 |
070913 |
75.250 |
76.200 |
75.250 |
76.200 |
+0.500 |
14 |
1,571 |
+6 |
Jun08 |
070913 |
77.800 |
78.525 |
77.800 |
78.300 |
+0.300 |
947 |
9,770 |
+16 |
Jul08 |
070913 |
75.975 |
76.250 |
75.900 |
76.175 |
+0.200 |
138 |
2,413 |
+91 |
Aug08 |
070913 |
73.100 |
73.900 |
73.100 |
73.800 |
+0.625 |
59 |
850 |
+13 |
Total Volume and Open Interest |
52,403 |
172,137 |
+315 |
Class III Milk(CME) |
Sep07 |
070913 |
20.29 |
20.35 |
20.10 |
20.16 |
-0.20 |
486 |
4,857 |
-27 |
Oct07 |
070913 |
20.24 |
20.24 |
19.46 |
19.50 |
-0.71 |
721 |
4,472 |
+26 |
Nov07 |
070913 |
18.87 |
18.95 |
18.12 |
18.37 |
-0.50 |
488 |
3,816 |
+84 |
Dec07 |
070913 |
18.18 |
18.25 |
17.52 |
17.87 |
-0.40 |
589 |
3,890 |
+109 |
Jan08 |
070913 |
16.90 |
17.00 |
16.51 |
16.82 |
-0.18 |
246 |
2,020 |
-9 |
Total Volume and Open Interest |
3,257 |
33,751 |
+227 |
Cocoa(ICE) |
Sep07 |
070913 |
1856 |
1857 |
1856 |
1857 |
-10 |
11 |
5 |
-59 |
Dec07 |
070913 |
1820 |
1842 |
1805 |
1818 |
-11 |
10,672 |
63,494 |
-1,611 |
Mar08 |
070913 |
1836 |
1855 |
1823 |
1834 |
-13 |
2,921 |
28,781 |
-268 |
May08 |
070913 |
1845 |
1865 |
1835 |
1846 |
-11 |
780 |
6,972 |
+38 |
Jul08 |
070913 |
1873 |
1873 |
1856 |
1861 |
-11 |
12 |
3,644 |
+3 |
Sep08 |
070913 |
1876 |
1876 |
1876 |
1876 |
-12 |
8 |
3,962 |
+3 |
Dec08 |
070913 |
1899 |
1900 |
1897 |
1900 |
-13 |
126 |
12,129 |
+103 |
Total Volume and Open Interest |
14,530 |
119,611 |
-1,791 |
Coffee "C"(ICE) |
Sep07 |
070913 |
116.10 |
116.20 |
115.15 |
116.20 |
-0.90 |
19 |
100 |
-6 |
Dec07 |
070913 |
120.00 |
120.00 |
117.25 |
119.30 |
-0.75 |
13,506 |
102,982 |
+149 |
Mar08 |
070913 |
123.30 |
123.30 |
121.40 |
123.10 |
-0.70 |
1,675 |
23,622 |
+214 |
May08 |
070913 |
124.35 |
125.30 |
124.20 |
125.25 |
-0.60 |
377 |
7,623 |
-99 |
Jul08 |
070913 |
126.05 |
127.05 |
126.05 |
127.05 |
-0.60 |
127 |
3,390 |
+45 |
Sep08 |
070913 |
127.80 |
128.80 |
127.80 |
128.80 |
-0.55 |
172 |
7,847 |
-11 |
Total Volume and Open Interest |
16,170 |
159,160 |
+280 |
Orange Juice(ICE) |
Nov07 |
070913 |
124.55 |
125.50 |
122.80 |
123.50 |
-1.20 |
3,391 |
17,649 |
-171 |
Jan08 |
070913 |
126.25 |
126.25 |
122.50 |
123.70 |
-0.30 |
924 |
5,197 |
+228 |
Mar08 |
070913 |
125.00 |
125.50 |
123.80 |
124.20 |
-0.30 |
145 |
3,822 |
+5 |
May08 |
070913 |
125.00 |
125.00 |
124.70 |
124.70 |
-0.30 |
21 |
556 |
-5 |
Jul08 |
070913 |
125.20 |
125.20 |
125.20 |
125.20 |
-0.30 |
0 |
136 |
+0 |
Sep08 |
070913 |
125.70 |
125.70 |
125.70 |
125.70 |
-0.30 |
0 |
119 |
+0 |
Total Volume and Open Interest |
4,482 |
28,342 |
+57 |
Sugar #11(ICE) |
Oct07 |
070913 |
9.30 |
9.41 |
9.25 |
9.27 |
-0.02 |
79,055 |
201,342 |
-23,979 |
Mar08 |
070913 |
9.67 |
9.73 |
9.48 |
9.54 |
-0.09 |
71,447 |
266,227 |
+18,808 |
May08 |
070913 |
9.69 |
9.75 |
9.56 |
9.61 |
-0.06 |
5,892 |
54,770 |
+2,060 |
Jul08 |
070913 |
9.75 |
9.80 |
9.64 |
9.68 |
-0.06 |
1,461 |
41,946 |
+267 |
Oct08 |
070913 |
10.05 |
10.09 |
9.93 |
9.99 |
-0.04 |
2,281 |
41,614 |
-90 |
Total Volume and Open Interest |
164,737 |
664,402 |
-2,057 |
London Cocoa(LCE) |
Sep07 |
070913 |
909 |
918 |
907 |
907 |
-8 |
3,789 |
5,613 |
-1,015 |
Dec07 |
070913 |
947 |
951 |
936 |
943 |
-7 |
8,752 |
77,145 |
+3,045 |
Mar08 |
070913 |
960 |
967 |
953 |
959 |
-6 |
3,070 |
41,560 |
+108 |
May08 |
070913 |
970 |
977 |
966 |
970 |
-6 |
688 |
17,405 |
+176 |
Jul08 |
070913 |
981 |
982 |
975 |
980 |
-6 |
288 |
15,706 |
+157 |
Sep08 |
070913 |
990 |
992 |
990 |
991 |
-6 |
110 |
17,673 |
+88 |
Dec08 |
070913 |
1002 |
1002 |
1000 |
1000 |
-7 |
10 |
5,064 |
+10 |
Total Volume and Open Interest |
16,708 |
180,291 |
+2,569 |
London Sugar(LCE) |
Dec07 |
070913 |
269.10 |
270.00 |
265.90 |
266.30 |
-3.20 |
4,538 |
35,324 |
+2,877 |
Mar08 |
070913 |
280.00 |
281.30 |
277.60 |
278.20 |
-2.40 |
885 |
16,846 |
-15 |
May08 |
070913 |
284.10 |
284.10 |
281.10 |
281.70 |
-2.90 |
144 |
7,995 |
+10 |
Aug08 |
070913 |
284.50 |
284.60 |
283.00 |
283.70 |
-2.40 |
4 |
5,528 |
+5 |
Oct08 |
070913 |
293.10 |
294.70 |
292.20 |
292.20 |
-1.40 |
36 |
5,009 |
+26 |
Total Volume and Open Interest |
11,369 |
80,349 |
+20 |
Cotton(ICE) |
Oct07 |
070913 |
60.11 |
60.44 |
59.85 |
60.25 |
+0.15 |
750 |
3,780 |
-351 |
Dec07 |
070913 |
62.57 |
62.94 |
62.23 |
62.85 |
+0.28 |
28,363 |
129,847 |
+3,199 |
Mar08 |
070913 |
65.75 |
66.00 |
65.35 |
65.85 |
+0.14 |
6,924 |
46,706 |
+869 |
May08 |
070913 |
66.75 |
67.10 |
66.75 |
67.10 |
+0.15 |
380 |
4,772 |
+32 |
Jul08 |
070913 |
68.20 |
68.40 |
67.79 |
68.40 |
+0.20 |
974 |
5,983 |
+168 |
Oct08 |
070913 |
70.05 |
70.05 |
70.05 |
70.05 |
+0.50 |
2 |
236 |
-2 |
Total Volume and Open Interest |
38,704 |
209,870 |
+4,309 |
Lumber(CME) |
Sep07 |
070913 |
235.0 |
239.9 |
233.5 |
233.9 |
-1.1 |
209 |
184 |
-128 |
Nov07 |
070913 |
240.0 |
248.0 |
240.0 |
243.1 |
+2.3 |
665 |
4,897 |
+64 |
Jan08 |
070913 |
257.7 |
263.1 |
257.1 |
262.5 |
+3.5 |
76 |
477 |
+24 |
Mar08 |
070913 |
276.3 |
279.0 |
273.3 |
279.0 |
+2.7 |
33 |
175 |
+12 |
Total Volume and Open Interest |
985 |
5,782 |
-26 |
Crude Oil(NYM) |
Oct07 |
070913 |
79.65 |
80.20 |
79.19 |
80.09 |
+0.18 |
302,927 |
249,619 |
+1,010 |
Nov07 |
070913 |
78.26 |
78.85 |
77.88 |
78.78 |
+0.24 |
174,261 |
289,512 |
+16,759 |
Dec07 |
070913 |
76.99 |
77.67 |
76.65 |
77.63 |
+0.34 |
70,185 |
206,868 |
+1,335 |
Jan08 |
070913 |
76.28 |
76.80 |
75.80 |
76.75 |
+0.31 |
22,764 |
70,856 |
+2,090 |
Feb08 |
070913 |
75.66 |
76.08 |
75.10 |
76.05 |
+0.28 |
7,310 |
35,114 |
-194 |
Mar08 |
070913 |
75.30 |
75.54 |
74.69 |
75.49 |
+0.21 |
8,999 |
40,912 |
+2,564 |
Apr08 |
070913 |
74.80 |
75.04 |
74.58 |
75.04 |
+0.10 |
5,385 |
43,105 |
+1,415 |
May08 |
070913 |
74.60 |
74.69 |
74.10 |
74.69 |
+0.01 |
2,223 |
45,191 |
+322 |
Jun08 |
070913 |
74.35 |
74.60 |
73.85 |
74.40 |
-0.06 |
3,902 |
50,372 |
-277 |
Jul08 |
070913 |
74.00 |
74.25 |
73.75 |
74.13 |
-0.14 |
1,369 |
18,294 |
-286 |
Aug08 |
070913 |
73.86 |
73.86 |
73.86 |
73.86 |
-0.22 |
261 |
13,489 |
-9 |
Sep08 |
070913 |
73.60 |
73.60 |
73.60 |
73.60 |
-0.29 |
746 |
45,716 |
-1 |
Oct08 |
070913 |
73.50 |
73.50 |
73.36 |
73.36 |
-0.36 |
1,644 |
20,254 |
+193 |
Nov08 |
070913 |
73.14 |
73.14 |
73.14 |
73.14 |
-0.41 |
59 |
17,020 |
+12 |
Dec08 |
070913 |
73.26 |
73.47 |
72.48 |
72.93 |
-0.46 |
14,689 |
162,537 |
-481 |
Jan09 |
070913 |
72.74 |
72.74 |
72.74 |
72.74 |
-0.50 |
766 |
20,503 |
-534 |
Total Volume and Open Interest |
628,644 |
1,571,864 |
+27,149 |
e-miNY Crude Oil(NYM) |
Sep07 |
070820 |
71.950 |
71.950 |
70.075 |
71.125 |
-0.850 |
|
|
|
Oct07 |
070913 |
79.575 |
80.225 |
79.175 |
80.100 |
+0.200 |
|
|
|
Nov07 |
070913 |
78.225 |
78.850 |
77.825 |
78.775 |
+0.225 |
|
|
|
Dec07 |
070913 |
77.300 |
77.625 |
76.875 |
77.625 |
+0.325 |
|
|
|
Jan08 |
070913 |
76.000 |
76.750 |
76.000 |
76.750 |
+0.300 |
|
|
|
Feb08 |
070913 |
76.050 |
76.050 |
76.050 |
76.050 |
+0.275 |
|
|
|
Mar08 |
070913 |
75.500 |
75.500 |
75.500 |
75.500 |
+0.225 |
|
|
|
Apr08 |
070913 |
75.050 |
75.050 |
75.050 |
75.050 |
+0.100 |
|
|
|
May08 |
070913 |
74.700 |
74.700 |
74.700 |
74.700 |
+0.025 |
|
|
|
Jun08 |
070913 |
74.400 |
74.400 |
74.400 |
74.400 |
-0.050 |
|
|
|
Total Volume and Open Interest |
16,677 |
8,227 |
+345 |
Heating Oil(NYM) |
Oct07 |
070913 |
221.00 |
223.47 |
219.26 |
221.90 |
-0.01 |
41,296 |
61,294 |
-5 |
Nov07 |
070913 |
222.40 |
224.49 |
220.61 |
223.25 |
+0.09 |
19,574 |
58,837 |
+3,525 |
Dec07 |
070913 |
223.15 |
224.84 |
221.22 |
223.95 |
+0.14 |
8,731 |
43,780 |
+267 |
Jan08 |
070913 |
223.35 |
224.76 |
222.20 |
224.15 |
+0.09 |
3,146 |
23,317 |
-368 |
Feb08 |
070913 |
220.75 |
222.45 |
219.94 |
222.15 |
+0.04 |
1,464 |
12,883 |
-60 |
Mar08 |
070913 |
217.54 |
219.13 |
216.90 |
219.05 |
-0.11 |
2,568 |
7,324 |
+317 |
Apr08 |
070913 |
213.75 |
214.75 |
212.78 |
214.40 |
-0.21 |
607 |
6,806 |
+37 |
May08 |
070913 |
209.90 |
209.90 |
209.90 |
209.90 |
-0.36 |
258 |
3,294 |
+27 |
Jun08 |
070913 |
207.00 |
207.25 |
204.95 |
207.15 |
-0.36 |
613 |
10,992 |
-295 |
Jul08 |
070913 |
206.45 |
206.45 |
206.45 |
206.45 |
-0.41 |
131 |
1,722 |
+44 |
Aug08 |
070913 |
206.90 |
206.90 |
206.90 |
206.90 |
-0.61 |
74 |
829 |
+49 |
Sep08 |
070913 |
208.45 |
208.45 |
208.45 |
208.45 |
-0.66 |
13 |
473 |
+13 |
Total Volume and Open Interest |
78,501 |
235,208 |
+3,545 |
Gasoline(NYMEX) |
Oct07 |
070913 |
200.90 |
206.25 |
200.19 |
204.64 |
+3.04 |
41,197 |
60,105 |
+243 |
Nov07 |
070913 |
199.34 |
203.36 |
198.99 |
202.99 |
+2.99 |
22,641 |
45,279 |
+3,495 |
Dec07 |
070913 |
198.70 |
201.74 |
198.05 |
201.74 |
+2.49 |
7,360 |
25,503 |
+647 |
Jan08 |
070913 |
199.90 |
202.59 |
199.50 |
202.59 |
+2.19 |
3,111 |
13,251 |
-187 |
Feb08 |
070913 |
201.95 |
204.09 |
201.54 |
204.09 |
+2.04 |
1,117 |
7,466 |
+64 |
Mar08 |
070913 |
203.93 |
205.64 |
203.80 |
205.64 |
+1.84 |
839 |
8,540 |
+69 |
Apr08 |
070913 |
215.40 |
217.19 |
215.40 |
217.19 |
+1.74 |
407 |
6,873 |
+21 |
May08 |
070913 |
216.46 |
218.09 |
215.74 |
218.09 |
+1.49 |
210 |
3,279 |
+50 |
Jun08 |
070913 |
215.75 |
218.24 |
215.75 |
218.24 |
+1.39 |
275 |
4,684 |
-8 |
Jul08 |
070913 |
216.89 |
216.89 |
216.89 |
216.89 |
+1.39 |
64 |
1,659 |
+9 |
Total Volume and Open Interest |
77,303 |
182,480 |
+4,412 |
e-miNY RBOB Gasoline(NYM) |
Oct07 |
070913 |
204.64 |
204.64 |
204.64 |
204.64 |
+3.04 |
1 |
1 |
-1 |
Nov07 |
070913 |
202.40 |
202.99 |
202.40 |
202.99 |
+2.99 |
1 |
0 |
-1 |
Dec07 |
070913 |
199.00 |
201.74 |
199.00 |
201.74 |
+2.49 |
0 |
2 |
+0 |
Jan08 |
070913 |
202.59 |
202.59 |
202.59 |
202.59 |
+2.19 |
|
|
|
Total Volume and Open Interest |
2 |
3 |
-2 |
Natural Gas(NYM) |
Oct07 |
070913 |
6.471 |
6.490 |
6.000 |
6.029 |
-0.409 |
80,618 |
94,487 |
-7,194 |
Nov07 |
070913 |
7.270 |
7.270 |
6.861 |
6.881 |
-0.348 |
35,868 |
101,809 |
+5,305 |
Dec07 |
070913 |
7.930 |
7.930 |
7.622 |
7.661 |
-0.258 |
12,649 |
50,884 |
+2,170 |
Jan08 |
070913 |
8.235 |
8.250 |
7.990 |
8.021 |
-0.248 |
7,822 |
49,927 |
+574 |
Feb08 |
070913 |
8.280 |
8.280 |
8.024 |
8.061 |
-0.236 |
3,696 |
35,067 |
+56 |
Mar08 |
070913 |
8.060 |
8.100 |
7.854 |
7.873 |
-0.226 |
3,006 |
47,856 |
+248 |
Apr08 |
070913 |
7.600 |
7.600 |
7.426 |
7.483 |
-0.186 |
2,823 |
36,184 |
-180 |
May08 |
070913 |
7.689 |
7.689 |
7.440 |
7.515 |
-0.174 |
1,880 |
26,763 |
+342 |
Jun08 |
070913 |
7.643 |
7.643 |
7.582 |
7.595 |
-0.174 |
437 |
17,100 |
+52 |
Jul08 |
070913 |
7.630 |
7.720 |
7.630 |
7.680 |
-0.176 |
279 |
12,583 |
+33 |
Aug08 |
070913 |
7.770 |
7.796 |
7.741 |
7.745 |
-0.178 |
205 |
10,991 |
+58 |
Sep08 |
070913 |
7.870 |
7.870 |
7.780 |
7.780 |
-0.179 |
534 |
7,789 |
-109 |
Oct08 |
070913 |
7.940 |
7.940 |
7.850 |
7.870 |
-0.184 |
1,764 |
30,170 |
+669 |
Nov08 |
070913 |
8.389 |
8.390 |
8.280 |
8.305 |
-0.186 |
174 |
15,446 |
+168 |
Dec08 |
070913 |
8.747 |
8.774 |
8.700 |
8.730 |
-0.186 |
275 |
14,309 |
+191 |
Jan09 |
070913 |
9.057 |
9.065 |
8.990 |
9.003 |
-0.186 |
1,201 |
31,906 |
+358 |
Total Volume and Open Interest |
154,566 |
788,663 |
+3,387 |
Brent Crude Oil(ICE) |
Oct07 |
070913 |
77.62 |
77.86 |
77.18 |
77.40 |
-0.28 |
45,364 |
34,255 |
-12,266 |
Nov07 |
070913 |
76.94 |
77.28 |
76.30 |
77.12 |
-0.04 |
106,884 |
199,566 |
+11,489 |
Dec07 |
070913 |
76.84 |
77.05 |
76.06 |
76.89 |
-0.05 |
56,234 |
141,560 |
+9,425 |
Jan08 |
070913 |
76.50 |
76.70 |
75.92 |
76.66 |
+0.01 |
10,239 |
35,455 |
+2,066 |
Feb08 |
070913 |
75.97 |
76.32 |
75.59 |
76.32 |
+0.02 |
3,205 |
18,159 |
+786 |
Mar08 |
070913 |
75.85 |
75.93 |
75.40 |
75.93 |
-0.01 |
1,904 |
14,803 |
+421 |
Apr08 |
070913 |
75.56 |
75.56 |
75.56 |
75.56 |
-0.05 |
2,259 |
11,683 |
+1,070 |
May08 |
070913 |
75.20 |
75.20 |
75.20 |
75.20 |
-0.09 |
1,722 |
5,235 |
+1,238 |
Jun08 |
070913 |
74.65 |
74.88 |
74.40 |
74.85 |
-0.14 |
1,308 |
32,994 |
-196 |
Jul08 |
070913 |
74.59 |
74.59 |
74.59 |
74.59 |
-0.22 |
0 |
5,695 |
+0 |
Aug08 |
070913 |
74.37 |
74.37 |
74.37 |
74.37 |
-0.28 |
0 |
3,186 |
+0 |
Sep08 |
070913 |
74.15 |
74.15 |
74.15 |
74.15 |
-0.33 |
0 |
3,702 |
+0 |
Oct08 |
070913 |
73.93 |
73.93 |
73.93 |
73.93 |
-0.37 |
200 |
4,417 |
+0 |
Nov08 |
070913 |
73.72 |
73.72 |
73.72 |
73.72 |
-0.40 |
0 |
3,417 |
+0 |
Total Volume and Open Interest |
237,294 |
655,887 |
+13,432 |
Gas Oil(ICE) |
Oct07 |
070913 |
692.00 |
698.50 |
687.50 |
689.75 |
+3.25 |
68,753 |
103,707 |
+3,383 |
Nov07 |
070913 |
688.25 |
694.25 |
684.00 |
686.00 |
+3.00 |
30,867 |
55,414 |
+3,520 |
Dec07 |
070913 |
685.50 |
690.50 |
680.25 |
682.25 |
+2.50 |
12,910 |
48,205 |
+240 |
Jan08 |
070913 |
684.50 |
688.25 |
680.00 |
681.00 |
+1.75 |
7,303 |
40,217 |
-1,058 |
Feb08 |
070913 |
678.25 |
682.50 |
675.50 |
675.50 |
+1.00 |
905 |
15,956 |
+456 |
Mar08 |
070913 |
672.00 |
674.75 |
668.50 |
668.50 |
+0.75 |
450 |
9,904 |
-94 |
Apr08 |
070913 |
664.25 |
666.25 |
660.75 |
660.75 |
+0.50 |
689 |
4,451 |
-261 |
May08 |
070913 |
656.25 |
657.75 |
652.50 |
652.50 |
unch |
75 |
7,497 |
+8 |
Jun08 |
070913 |
651.00 |
652.50 |
646.00 |
647.00 |
-0.75 |
475 |
30,881 |
+375 |
Jul08 |
070913 |
647.00 |
647.00 |
647.00 |
647.00 |
-0.75 |
0 |
3,699 |
+0 |
Total Volume and Open Interest |
131,594 |
355,410 |
-1,627 |
Ethanol(CBOT) |
Sep07 |
070906 |
1.640 |
1.640 |
1.640 |
1.640 |
-0.010 |
0 |
62 |
-4 |
Oct07 |
070913 |
1.650 |
1.650 |
1.600 |
1.608 |
+0.020 |
0 |
166 |
+0 |
Nov07 |
070913 |
1.600 |
1.600 |
1.590 |
1.590 |
+0.010 |
1 |
92 |
+0 |
Dec07 |
070913 |
1.585 |
1.585 |
1.585 |
1.585 |
+0.005 |
0 |
168 |
+0 |
Jan08 |
070913 |
1.585 |
1.585 |
1.585 |
1.585 |
+0.005 |
0 |
148 |
+2 |
Feb08 |
070913 |
1.580 |
1.580 |
1.580 |
1.580 |
unch |
0 |
124 |
+0 |
Mar08 |
070913 |
1.580 |
1.580 |
1.580 |
1.580 |
unch |
0 |
135 |
+9 |
Apr08 |
070913 |
1.575 |
1.575 |
1.575 |
1.575 |
+0.005 |
0 |
59 |
+0 |
Total Volume and Open Interest |
39 |
1,333 |
+18 |
WTI Crude Oil(ICE) |
Oct07 |
070913 |
79.68 |
80.20 |
79.20 |
80.09 |
+0.18 |
94,429 |
93,950 |
-11,958 |
Nov07 |
070913 |
78.28 |
78.84 |
77.88 |
78.78 |
+0.24 |
68,576 |
95,625 |
-1,541 |
Dec07 |
070913 |
77.08 |
77.65 |
76.66 |
77.63 |
+0.34 |
34,915 |
125,609 |
+3,134 |
Jan08 |
070913 |
76.38 |
76.75 |
75.80 |
76.75 |
+0.31 |
9,604 |
29,678 |
+2,517 |
Feb08 |
070913 |
75.40 |
76.07 |
75.30 |
76.05 |
+0.28 |
2,693 |
12,118 |
+622 |
Mar08 |
070913 |
75.04 |
75.50 |
75.04 |
75.49 |
+0.21 |
1,509 |
12,046 |
+425 |
Apr08 |
070913 |
75.04 |
75.04 |
75.04 |
75.04 |
+0.10 |
3,080 |
8,801 |
+1,179 |
May08 |
070913 |
74.69 |
74.69 |
74.69 |
74.69 |
+0.01 |
2,434 |
5,199 |
+1,655 |
Jun08 |
070913 |
74.45 |
74.55 |
73.89 |
74.40 |
-0.06 |
1,951 |
31,436 |
+673 |
Jul08 |
070913 |
74.13 |
74.13 |
74.13 |
74.13 |
-0.14 |
62 |
2,395 |
+62 |
Aug08 |
070913 |
73.86 |
73.86 |
73.86 |
73.86 |
-0.22 |
0 |
823 |
+0 |
Sep08 |
070913 |
73.60 |
73.60 |
73.60 |
73.60 |
-0.29 |
120 |
3,122 |
+120 |
Oct08 |
070913 |
73.36 |
73.36 |
73.36 |
73.36 |
-0.36 |
0 |
3,794 |
+0 |
Nov08 |
070913 |
73.14 |
73.14 |
73.14 |
73.14 |
-0.41 |
0 |
1,347 |
+0 |
Dec08 |
070913 |
73.30 |
73.42 |
72.55 |
72.93 |
-0.46 |
9,887 |
84,797 |
+3,738 |
Jan09 |
070913 |
72.74 |
72.74 |
72.74 |
72.74 |
-0.50 |
0 |
1,330 |
+0 |
Total Volume and Open Interest |
236,618 |
614,283 |
+41 |
US Dollar Index(ICE) |
Sep07 |
070913 |
79.410 |
79.620 |
79.410 |
79.480 |
+0.140 |
4,734 |
4,704 |
-3,197 |
Dec07 |
070913 |
79.250 |
79.480 |
79.140 |
79.310 |
+0.140 |
6,553 |
27,641 |
+3,750 |
Mar08 |
070913 |
79.240 |
79.240 |
79.240 |
79.240 |
+0.140 |
4 |
2,667 |
+0 |
Total Volume and Open Interest |
11,492 |
35,228 |
+754 |
Australian Dollar(CME) |
Sep07 |
070913 |
84.15 |
84.38 |
83.66 |
84.07 |
-0.15 |
39,081 |
68,011 |
-8,805 |
Dec07 |
070913 |
83.84 |
84.13 |
83.39 |
83.80 |
-0.15 |
42,804 |
43,438 |
+14,024 |
Mar08 |
070913 |
83.40 |
83.40 |
83.40 |
83.40 |
-0.15 |
11 |
154 |
+2 |
Total Volume and Open Interest |
81,896 |
111,895 |
+5,221 |
British Pound(CME) |
Sep07 |
070913 |
202.91 |
203.47 |
202.33 |
203.18 |
+0.14 |
79,155 |
81,276 |
-12,687 |
Dec07 |
070913 |
202.54 |
203.03 |
201.86 |
202.71 |
+0.14 |
52,044 |
64,707 |
+15,549 |
Mar08 |
070913 |
201.50 |
202.18 |
201.47 |
202.09 |
+0.14 |
|
|
|
Total Volume and Open Interest |
131,199 |
145,983 |
+2,795 |
Canadian Dollar(CME) |
Sep07 |
070913 |
96.46 |
97.09 |
96.33 |
96.91 |
+0.39 |
67,850 |
59,215 |
-19,855 |
Dec07 |
070913 |
96.56 |
97.06 |
96.44 |
97.00 |
+0.38 |
60,513 |
85,456 |
+20,969 |
Mar08 |
070913 |
97.04 |
97.04 |
96.64 |
97.04 |
+0.38 |
218 |
1,226 |
+83 |
Jun08 |
070913 |
97.00 |
97.04 |
96.65 |
97.04 |
+0.38 |
20 |
349 |
+8 |
Total Volume and Open Interest |
128,710 |
146,635 |
+1,247 |
Japanese Yen(CME) |
Sep07 |
070913 |
87.55 |
87.64 |
86.27 |
86.75 |
-0.84 |
114,090 |
190,351 |
-20,881 |
Dec07 |
070913 |
88.61 |
88.70 |
87.60 |
87.76 |
-0.87 |
89,787 |
104,947 |
+33,676 |
Mar08 |
070913 |
88.66 |
88.76 |
88.66 |
88.66 |
-0.87 |
3 |
512 |
+0 |
Total Volume and Open Interest |
203,880 |
312,333 |
+12,795 |
Swiss Franc(CME) |
Sep07 |
070913 |
84.43 |
84.74 |
84.12 |
84.27 |
-0.16 |
32,734 |
98,965 |
-5,583 |
Dec07 |
070913 |
85.04 |
85.35 |
84.72 |
84.88 |
-0.16 |
36,642 |
41,548 |
+10,078 |
Mar08 |
070913 |
85.33 |
85.78 |
85.33 |
85.37 |
-0.16 |
1 |
18 |
+0 |
Total Volume and Open Interest |
69,377 |
140,540 |
+4,495 |
EuroFX(CME) |
Sep07 |
070913 |
139.08 |
139.28 |
138.63 |
138.86 |
-0.25 |
141,825 |
148,920 |
-23,503 |
Dec07 |
070913 |
139.44 |
139.64 |
138.98 |
139.19 |
-0.28 |
122,224 |
99,857 |
+37,701 |
Mar08 |
070913 |
139.45 |
139.77 |
139.19 |
139.36 |
-0.25 |
20 |
445 |
+5 |
Total Volume and Open Interest |
264,072 |
249,373 |
+14,204 |
Mexican Peso(CME) |
Sep07 |
070913 |
902.5 |
903.8 |
899.8 |
901.2 |
-0.5 |
7,372 |
67,985 |
-3,777 |
Oct07 |
070913 |
900.2 |
900.2 |
900.2 |
900.2 |
-0.5 |
0 |
68 |
+0 |
Total Volume and Open Interest |
20,799 |
125,873 |
-2,974 |
Brazilian Real(CME) |
Oct07 |
070913 |
524.40 |
524.40 |
523.00 |
524.40 |
+1.40 |
|
|
|
Nov07 |
070913 |
522.50 |
522.50 |
521.10 |
522.50 |
+1.40 |
|
|
|
Dec07 |
070913 |
521.80 |
521.80 |
520.50 |
520.50 |
+1.40 |
291 |
3,754 |
+287 |
Jan08 |
070913 |
519.70 |
519.70 |
518.40 |
519.70 |
+1.30 |
|
|
|
Total Volume and Open Interest |
291 |
3,754 |
+287 |
30-Year T-Bonds(CBOT) |
Sep07 |
070913 |
113~150 |
113~200 |
112~210 |
112~260 |
-0~230 |
5,974 |
51,497 |
-9 |
Dec07 |
070913 |
113~110 |
113~170 |
112~140 |
112~210 |
-0~220 |
312,911 |
883,405 |
-8,771 |
Mar08 |
070913 |
113~120 |
113~120 |
112~160 |
112~210 |
-0~220 |
77 |
1,145 |
+42 |
Total Volume and Open Interest |
318,962 |
936,193 |
-8,738 |
10-Year T-Notes(CBOT) |
Sep07 |
070913 |
110~195 |
110~225 |
109~295 |
110~005 |
-0~180 |
75,058 |
151,481 |
-26,259 |
Dec07 |
070913 |
110~040 |
110~100 |
109~170 |
109~210 |
-0~160 |
1,189,098 |
2,129,509 |
+10,239 |
Mar08 |
070913 |
109~160 |
109~160 |
109~085 |
109~085 |
-0~160 |
0 |
3,917 |
+5 |
Total Volume and Open Interest |
1,264,161 |
2,284,921 |
-16,015 |
5-Year T-Notes(CBOT) |
Sep07 |
070913 |
107~018 |
107~018 |
107~018 |
107~018 |
-0~054 |
28,760 |
0 |
+0 |
Dec07 |
070913 |
107~036 |
107~044 |
106~120 |
107~002 |
-0~048 |
496,233 |
0 |
+0 |
Mar08 |
070913 |
107~002 |
107~002 |
107~002 |
107~002 |
-0~048 |
|
|
|
Total Volume and Open Interest |
568,041 |
1,568,926 |
+8,125 |
2 Year T-Notes(CBOT) |
Sep07 |
070913 |
103~061 |
103~061 |
103~030 |
103~034 |
-0~022 |
9,687 |
34,943 |
-5,728 |
Dec07 |
070913 |
103~060 |
103~070 |
103~037 |
103~042 |
-0~021 |
190,055 |
845,893 |
-2,513 |
Total Volume and Open Interest |
199,742 |
880,836 |
-8,241 |
Eurodollars(CME) |
Sep07 |
070913 |
94.310 |
94.375 |
94.310 |
94.368 |
+0.055 |
218,786 |
1,537,171 |
-18,652 |
Dec07 |
070913 |
95.025 |
95.150 |
95.005 |
95.055 |
+0.025 |
410,728 |
1,638,039 |
+58,497 |
Mar08 |
070913 |
95.490 |
95.550 |
95.430 |
95.455 |
-0.035 |
379,433 |
1,623,048 |
-30,425 |
Jun08 |
070913 |
95.660 |
95.695 |
95.555 |
95.575 |
-0.080 |
343,217 |
1,412,041 |
+19,757 |
Sep08 |
070913 |
95.700 |
95.730 |
95.580 |
95.600 |
-0.100 |
303,413 |
1,234,079 |
-96 |
Dec08 |
070913 |
95.680 |
95.715 |
95.560 |
95.580 |
-0.105 |
230,482 |
1,136,567 |
+3,725 |
Mar09 |
070913 |
95.625 |
95.660 |
95.510 |
95.530 |
-0.105 |
146,136 |
700,104 |
-1,405 |
Jun09 |
070913 |
95.545 |
95.590 |
95.435 |
95.455 |
-0.105 |
115,950 |
504,277 |
+1,862 |
Sep09 |
070913 |
95.480 |
95.520 |
95.370 |
95.385 |
-0.110 |
79,589 |
400,181 |
-3,877 |
Dec09 |
070913 |
95.435 |
95.450 |
95.300 |
95.315 |
-0.115 |
40,643 |
262,676 |
-6,988 |
Mar10 |
070913 |
95.370 |
95.410 |
95.255 |
95.270 |
-0.115 |
29,384 |
176,731 |
+1,444 |
Jun10 |
070913 |
95.335 |
95.350 |
95.200 |
95.220 |
-0.110 |
24,145 |
135,018 |
-4,427 |
Sep10 |
070913 |
95.255 |
95.280 |
95.145 |
95.165 |
-0.110 |
9,798 |
103,477 |
+384 |
Dec10 |
070913 |
95.215 |
95.215 |
95.085 |
95.100 |
-0.110 |
8,494 |
111,409 |
+1,785 |
Mar11 |
070913 |
95.175 |
95.175 |
95.040 |
95.055 |
-0.110 |
7,798 |
98,085 |
-2,210 |
Jun11 |
070913 |
95.085 |
95.120 |
94.980 |
95.000 |
-0.105 |
6,248 |
89,397 |
-1,246 |
Sep11 |
070913 |
95.015 |
95.045 |
94.930 |
94.950 |
-0.105 |
4,074 |
74,373 |
-2,531 |
Dec11 |
070913 |
94.960 |
94.965 |
94.865 |
94.885 |
-0.105 |
3,030 |
59,417 |
-139 |
Total Volume and Open Interest |
153,155 |
11,604,309 |
+12,988 |
30 Day Federal Funds(CBOT) |
Sep07 |
070913 |
95.065 |
95.065 |
95.045 |
95.055 |
-0.025 |
203 |
117,176 |
-1,611 |
Oct07 |
070913 |
95.170 |
95.170 |
95.145 |
95.145 |
-0.040 |
2,893 |
109,346 |
+1,069 |
Nov07 |
070913 |
95.360 |
95.365 |
95.325 |
95.330 |
-0.055 |
556 |
105,114 |
-5,922 |
Dec07 |
070913 |
95.460 |
95.465 |
95.420 |
95.425 |
-0.060 |
16 |
61,366 |
+688 |
Jan08 |
070913 |
95.510 |
95.510 |
95.475 |
95.475 |
-0.055 |
0 |
20,880 |
+2,164 |
Feb08 |
070913 |
95.570 |
95.570 |
95.570 |
95.570 |
-0.075 |
0 |
11,685 |
+499 |
Total Volume and Open Interest |
3,669 |
433,656 |
-3,097 |
30 Day Fed Funds(e-CBOT) |
Sep07 |
070913 |
95.070 |
95.070 |
95.040 |
95.060 |
-0.020 |
10,660 |
0 |
+0 |
Oct07 |
070913 |
95.195 |
95.195 |
95.130 |
95.145 |
-0.045 |
26,489 |
0 |
+0 |
Nov07 |
070913 |
95.385 |
95.395 |
95.295 |
95.320 |
-0.060 |
9,922 |
0 |
+0 |
Dec07 |
070913 |
95.495 |
95.495 |
95.385 |
95.405 |
-0.070 |
5,305 |
0 |
+0 |
Jan08 |
070913 |
95.540 |
95.550 |
95.430 |
95.455 |
-0.075 |
3,343 |
0 |
+0 |
Feb08 |
070913 |
95.675 |
95.675 |
95.550 |
95.580 |
-0.055 |
1,731 |
0 |
+0 |
Total Volume and Open Interest |
58,258 |
|
|
3-Mth Euro-Yen(CME) |
Sep07 |
070913 |
99.165 |
99.165 |
99.165 |
99.165 |
unch |
920 |
20,120 |
-1,544 |
Dec07 |
070913 |
99.215 |
99.215 |
99.185 |
99.215 |
+0.030 |
1,187 |
11,958 |
+4 |
Mar08 |
070913 |
99.190 |
99.190 |
99.180 |
99.190 |
+0.010 |
600 |
5,798 |
+200 |
Jun08 |
070913 |
99.160 |
99.160 |
99.155 |
99.160 |
+0.005 |
0 |
3,810 |
+0 |
Sep08 |
070913 |
99.100 |
99.120 |
99.100 |
99.100 |
-0.005 |
1 |
3,083 |
-2 |
Dec08 |
070913 |
99.035 |
99.040 |
99.035 |
99.035 |
-0.005 |
100 |
1,609 |
+100 |
Mar09 |
070913 |
98.965 |
98.970 |
98.965 |
98.965 |
-0.005 |
0 |
157 |
+0 |
Jun09 |
070913 |
98.890 |
98.895 |
98.890 |
98.890 |
-0.005 |
0 |
100 |
+0 |
Sep09 |
070913 |
98.825 |
98.825 |
98.815 |
98.825 |
+0.010 |
|
|
|
Dec09 |
070913 |
98.745 |
98.745 |
98.735 |
98.745 |
+0.010 |
|
|
|
Total Volume and Open Interest |
3,461 |
46,635 |
-1,242 |
3-Mth Euro-Yen(SGX) |
Dec07 |
070913 |
99.19 |
99.22 |
99.19 |
99.21 |
+0.03 |
3,478 |
56,362 |
-804 |
Mar08 |
070913 |
99.18 |
99.19 |
99.18 |
99.19 |
+0.01 |
875 |
41,773 |
-399 |
Jun08 |
070913 |
99.15 |
99.17 |
99.15 |
99.17 |
+0.01 |
798 |
17,845 |
-421 |
Sep08 |
070913 |
99.11 |
99.12 |
99.11 |
99.12 |
+0.01 |
791 |
20,672 |
-1 |
Dec08 |
070913 |
99.04 |
99.06 |
99.04 |
99.06 |
+0.01 |
1,926 |
9,380 |
+170 |
Mar09 |
070913 |
98.99 |
98.99 |
98.97 |
98.99 |
+0.01 |
210 |
4,576 |
+70 |
Jun09 |
070913 |
98.91 |
98.91 |
98.91 |
98.91 |
+0.01 |
0 |
1,168 |
+0 |
Sep09 |
070913 |
98.82 |
98.82 |
98.82 |
98.82 |
+0.01 |
0 |
200 |
+0 |
Total Volume and Open Interest |
13,202 |
232,858 |
-2,594 |
Japanese Gov't Bonds(SGX) |
Dec07 |
070913 |
136.20 |
136.27 |
136.13 |
136.24 |
-0.05 |
6,159 |
42,554 |
-1,788 |
Mar08 |
070913 |
136.24 |
136.24 |
136.24 |
136.24 |
-0.05 |
|
|
|
Jun08 |
070913 |
136.24 |
136.24 |
136.24 |
136.24 |
-0.05 |
|
|
|
Total Volume and Open Interest |
6,159 |
42,554 |
-1,788 |
Euro-Bund(EUREX) |
Dec07 |
070913 |
114.50 |
114.62 |
113.94 |
114.08 |
-0.33 |
998,067 |
1,295,859 |
-39,924 |
Mar08 |
070913 |
114.94 |
114.94 |
114.40 |
114.50 |
-0.27 |
9 |
414 |
+4 |
Jun08 |
070913 |
114.50 |
114.50 |
114.50 |
114.50 |
-0.27 |
|
|
|
Total Volume and Open Interest |
998,076 |
1,296,273 |
-39,920 |
Euro-Bobl(EUREX) |
Dec07 |
070913 |
108.55 |
108.62 |
108.11 |
108.19 |
-0.35 |
501,220 |
1,011,322 |
+1,282 |
Mar08 |
070913 |
108.01 |
108.01 |
108.01 |
108.01 |
-0.35 |
|
|
|
Jun08 |
070913 |
108.01 |
108.01 |
108.01 |
108.01 |
-0.35 |
|
|
|
Total Volume and Open Interest |
501,220 |
1,011,322 |
+1,282 |
3-Mth Euribor(EUREX) |
Sep07 |
070913 |
95.280 |
95.310 |
95.275 |
95.310 |
+0.030 |
1,832 |
29,263 |
+347 |
Dec07 |
070913 |
95.460 |
95.525 |
95.455 |
95.520 |
+0.060 |
485 |
14,359 |
+212 |
Mar08 |
070913 |
95.740 |
95.755 |
95.725 |
95.730 |
-0.005 |
174 |
9,436 |
-88 |
Total Volume and Open Interest |
2,799 |
64,782 |
+681 |
Long Gilt(LIFFE) |
Sep07 |
070913 |
108~07 |
108~09 |
107~24 |
107~26 |
-0~07 |
1,740 |
50,654 |
-752 |
Dec07 |
070913 |
108~04 |
108~11 |
107~24 |
107~27 |
-0~07 |
78,390 |
320,098 |
-1,083 |
Total Volume and Open Interest |
80,130 |
370,752 |
-1,835 |
3-Mth Short Sterling(LIFFE) |
Sep07 |
070913 |
93.12 |
93.27 |
93.12 |
93.24 |
+0.11 |
50,289 |
541,916 |
+1,455 |
Dec07 |
070913 |
93.62 |
93.74 |
93.60 |
93.70 |
+0.10 |
116,000 |
585,065 |
+12,406 |
Mar08 |
070913 |
94.14 |
94.16 |
94.03 |
94.09 |
unch |
168,370 |
512,034 |
+16,203 |
Jun08 |
070913 |
94.43 |
94.46 |
94.27 |
94.32 |
-0.06 |
150,573 |
471,861 |
+10,898 |
Sep08 |
070913 |
94.55 |
94.58 |
94.38 |
94.41 |
-0.09 |
92,439 |
312,602 |
-818 |
Dec08 |
070913 |
94.56 |
94.60 |
94.41 |
94.44 |
-0.10 |
74,906 |
270,445 |
+612 |
Total Volume and Open Interest |
726,784 |
3,114,344 |
+47,517 |
3-Mth Euribor(LIFFE) |
Sep07 |
070913 |
95.275 |
95.330 |
95.275 |
95.305 |
+0.030 |
246,829 |
935,192 |
-25,880 |
Dec07 |
070913 |
95.465 |
95.545 |
95.450 |
95.530 |
+0.065 |
172,680 |
853,950 |
+2,644 |
Mar08 |
070913 |
95.740 |
95.775 |
95.715 |
95.730 |
-0.015 |
137,555 |
622,064 |
+1,493 |
Total Volume and Open Interest |
936,400 |
4,333,018 |
+16,563 |
3-Mth Aus T-Bills(SFE) |
Sep07 |
070913 |
92.92 |
92.92 |
92.88 |
92.92 |
unch |
23,761 |
1,293 |
-48,292 |
Dec07 |
070913 |
93.01 |
93.05 |
92.96 |
93.05 |
+0.03 |
35,239 |
405,760 |
+11,481 |
Mar08 |
070913 |
93.03 |
93.06 |
92.98 |
93.06 |
+0.03 |
17,217 |
212,590 |
+6,804 |
Jun08 |
070913 |
93.06 |
93.10 |
93.01 |
93.10 |
+0.03 |
9,169 |
123,594 |
+7,220 |
Sep08 |
070913 |
93.10 |
93.14 |
93.06 |
93.14 |
+0.03 |
2,506 |
62,195 |
+1,145 |
Dec08 |
070913 |
93.14 |
93.17 |
93.11 |
93.17 |
+0.03 |
815 |
42,258 |
+614 |
Mar09 |
070913 |
93.14 |
93.19 |
93.14 |
93.19 |
+0.03 |
401 |
34,066 |
+115 |
Jun09 |
070913 |
93.19 |
93.20 |
93.18 |
93.20 |
+0.03 |
129 |
21,053 |
-323 |
Sep09 |
070913 |
93.18 |
93.20 |
93.18 |
93.20 |
+0.03 |
78 |
2,691 |
+78 |
Dec09 |
070913 |
93.20 |
93.20 |
93.20 |
93.20 |
+0.01 |
0 |
638 |
+0 |
Total Volume and Open Interest |
89,316 |
906,322 |
-21,158 |
10-Year Aus T-Bonds(SFE) |
Sep07 |
070913 |
94.14 |
94.15 |
94.10 |
94.14 |
+0.01 |
170,735 |
347,681 |
-150,009 |
Dec07 |
070913 |
94.16 |
94.17 |
94.12 |
94.16 |
+0.01 |
153,004 |
323,213 |
+130,628 |
Total Volume and Open Interest |
323,739 |
670,894 |
-19,381 |
3-Year Aus T-Bonds(SFE) |
Sep07 |
070913 |
93.81 |
93.82 |
93.76 |
93.82 |
+0.01 |
255,347 |
412,959 |
-53,944 |
Dec07 |
070913 |
93.85 |
93.86 |
93.80 |
93.86 |
+0.01 |
192,676 |
298,663 |
+153,680 |
Total Volume and Open Interest |
448,023 |
711,622 |
+99,736 |
Gold(CMX) |
Oct07 |
070913 |
712.9 |
712.9 |
705.6 |
711.2 |
-2.8 |
2,169 |
27,145 |
+64 |
Dec07 |
070913 |
720.0 |
721.2 |
712.0 |
717.9 |
-2.8 |
78,049 |
236,241 |
+2,223 |
Feb08 |
070913 |
726.0 |
727.1 |
720.0 |
724.1 |
-2.8 |
1,394 |
18,296 |
+333 |
Apr08 |
070913 |
732.7 |
732.7 |
728.5 |
730.0 |
-2.8 |
152 |
16,916 |
+18 |
Jun08 |
070913 |
738.1 |
738.1 |
730.0 |
735.6 |
-2.8 |
160 |
15,230 |
+39 |
Aug08 |
070913 |
741.1 |
741.1 |
741.1 |
741.1 |
-2.8 |
185 |
9,210 |
+116 |
Oct08 |
070913 |
746.6 |
746.6 |
746.6 |
746.6 |
-2.6 |
0 |
1,585 |
+0 |
Dec08 |
070913 |
752.6 |
752.6 |
747.1 |
752.0 |
-2.5 |
584 |
16,128 |
-24 |
Feb09 |
070913 |
757.7 |
757.7 |
757.7 |
757.7 |
-2.3 |
0 |
11,639 |
+0 |
Apr09 |
070913 |
763.2 |
763.2 |
763.2 |
763.2 |
-2.1 |
0 |
1,725 |
+0 |
Jun09 |
070913 |
768.9 |
768.9 |
768.9 |
768.9 |
-1.9 |
0 |
11,251 |
+0 |
Total Volume and Open Interest |
83,602 |
377,021 |
+3,335 |
Silver(CMX) |
Sep07 |
070913 |
1259.0 |
1259.0 |
1240.0 |
1251.4 |
-11.1 |
167 |
247 |
+16 |
Dec07 |
070913 |
1276.5 |
1280.0 |
1249.0 |
1268.0 |
-11.3 |
22,663 |
73,994 |
-371 |
Mar08 |
070913 |
1296.0 |
1296.0 |
1267.0 |
1284.7 |
-11.3 |
2,544 |
7,742 |
-125 |
May08 |
070913 |
1305.5 |
1305.5 |
1295.0 |
1295.0 |
-11.3 |
77 |
5,208 |
+73 |
Jul08 |
070913 |
1305.2 |
1305.2 |
1305.2 |
1305.2 |
-11.3 |
38 |
4,961 |
+17 |
Sep08 |
070913 |
1314.0 |
1314.0 |
1314.0 |
1314.0 |
-11.3 |
200 |
1,204 |
+100 |
Dec08 |
070913 |
1323.0 |
1330.0 |
1323.0 |
1327.5 |
-11.3 |
85 |
5,606 |
-7 |
Total Volume and Open Interest |
25,882 |
107,916 |
-283 |
Platinum(NYMEX) |
Oct07 |
070913 |
1305.0 |
1308.8 |
1296.1 |
1299.9 |
-4.8 |
965 |
8,677 |
+5 |
Jan08 |
070913 |
1310.1 |
1313.0 |
1305.0 |
1309.6 |
-4.8 |
417 |
3,051 |
+373 |
Apr08 |
070913 |
1321.0 |
1321.0 |
1321.0 |
1321.0 |
-4.8 |
0 |
2 |
+0 |
Total Volume and Open Interest |
1,382 |
11,730 |
+378 |
Palladium(NYMEX) |
Sep07 |
070913 |
332.85 |
332.85 |
332.85 |
332.85 |
-2.85 |
15 |
29 |
-2 |
Dec07 |
070913 |
336.85 |
338.85 |
331.00 |
336.60 |
-2.85 |
1,064 |
13,011 |
-309 |
Mar08 |
070913 |
341.35 |
341.35 |
341.35 |
341.35 |
-2.85 |
5 |
827 |
+5 |
Total Volume and Open Interest |
1,084 |
15,958 |
-306 |
Copper(CMX) |
Sep07 |
070913 |
335.00 |
342.25 |
334.50 |
339.50 |
+3.55 |
496 |
1,768 |
-357 |
Dec07 |
070913 |
335.50 |
343.00 |
333.60 |
339.65 |
+3.70 |
9,618 |
50,509 |
+278 |
Mar08 |
070913 |
333.00 |
339.40 |
333.00 |
337.70 |
+3.70 |
1,048 |
7,071 |
+369 |
May08 |
070913 |
334.95 |
334.95 |
334.95 |
334.95 |
+3.65 |
92 |
1,172 |
-4 |
Jul08 |
070913 |
331.45 |
331.45 |
331.45 |
331.45 |
+3.55 |
6 |
550 |
-5 |
Total Volume and Open Interest |
11,695 |
68,944 |
+260 |
DJIA Index(CBOT) |
Sep07 |
070913 |
13333 |
13477 |
13302 |
13436 |
+106 |
8,320 |
34,986 |
-2,307 |
Dec07 |
070913 |
13425 |
13580 |
13396 |
13536 |
+107 |
7,399 |
7,939 |
+4,186 |
Mar08 |
070913 |
13636 |
13636 |
13636 |
13636 |
+122 |
2 |
6 |
+2 |
Jun08 |
070913 |
13714 |
13714 |
13714 |
13714 |
+106 |
|
|
|
Total Volume and Open Interest |
15,721 |
42,931 |
+1,881 |
E-mini DJIA Index(CBOT) |
Sep07 |
070913 |
13330 |
13482 |
13303 |
13436 |
+106 |
148,249 |
91,668 |
+1,094 |
Dec07 |
070913 |
13423 |
13581 |
13401 |
13536 |
+107 |
11,735 |
7,136 |
+4,202 |
Mar08 |
070913 |
13514 |
13636 |
13514 |
13636 |
+122 |
|
|
|
Jun08 |
070913 |
13714 |
13714 |
13714 |
13714 |
+106 |
|
|
|
Total Volume and Open Interest |
159,984 |
98,804 |
+5,296 |
S & P 500(CME) |
Sep07 |
070913 |
1475.80 |
1491.00 |
1471.10 |
1484.90 |
+8.70 |
87,215 |
404,118 |
-43,995 |
Dec07 |
070913 |
1495.30 |
1504.00 |
1491.50 |
1498.00 |
+8.60 |
60,992 |
289,571 |
+45,341 |
Mar08 |
070913 |
1508.60 |
1513.50 |
1508.00 |
1508.60 |
+8.60 |
0 |
7,693 |
+0 |
Jun08 |
070913 |
1519.60 |
1524.50 |
1519.00 |
1519.60 |
+8.60 |
0 |
297 |
+0 |
Total Volume and Open Interest |
148,207 |
704,852 |
+1,346 |
S & P 500 E-Mini(Globex) |
Sep07 |
070913 |
1475.75 |
1491.00 |
1471.00 |
1485.00 |
+8.75 |
1,803,900 |
1,933,025 |
-28,462 |
Dec07 |
070913 |
1488.25 |
1504.25 |
1484.25 |
1498.00 |
+8.50 |
196,990 |
422,418 |
+119,042 |
Total Volume and Open Interest |
2,000,890 |
2,355,444 |
+90,580 |
NASDAQ 100(CME) |
Sep07 |
070913 |
1996.50 |
2008.00 |
1991.80 |
2000.80 |
+4.50 |
7,636 |
68,890 |
-2,438 |
Dec07 |
070913 |
2031.00 |
2033.00 |
2017.00 |
2024.50 |
+4.50 |
5,504 |
5,790 |
+4,618 |
Mar08 |
070913 |
2047.80 |
2047.80 |
2043.30 |
2047.80 |
+4.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
13,140 |
74,681 |
+2,180 |
NASDAQ 100 E-Mini(Globex) |
Sep07 |
070913 |
1997.00 |
2008.50 |
1991.30 |
2000.80 |
+4.50 |
342,460 |
472,690 |
+4,419 |
Dec07 |
070913 |
2020.30 |
2032.30 |
2014.80 |
2024.50 |
+4.50 |
23,761 |
34,119 |
+13,527 |
Total Volume and Open Interest |
366,221 |
506,809 |
+17,946 |
S & P Midcap 400(CME) |
Sep07 |
070913 |
864.50 |
864.50 |
856.50 |
859.60 |
+0.20 |
648 |
6,389 |
-454 |
Dec07 |
070913 |
872.00 |
873.00 |
863.75 |
868.00 |
+0.55 |
578 |
634 |
+547 |
Mar08 |
070913 |
878.10 |
878.10 |
878.10 |
878.10 |
+0.55 |
|
|
|
Total Volume and Open Interest |
1,226 |
7,023 |
+93 |
Russell 2000 E-Mini(Globex) |
Sep07 |
070913 |
778.10 |
788.20 |
774.40 |
779.60 |
+1.30 |
257,689 |
606,350 |
-16,348 |
Dec07 |
070913 |
783.30 |
793.50 |
779.80 |
784.90 |
+1.20 |
78,000 |
89,726 |
+56,801 |
Mar08 |
070913 |
791.00 |
791.00 |
791.00 |
791.00 |
+1.20 |
|
|
|
Total Volume and Open Interest |
335,689 |
696,076 |
+40,453 |
Nikkei 225(CME) |
Sep07 |
070913 |
15870 |
16015 |
15870 |
15980 |
+90 |
23,307 |
68,910 |
-2,774 |
Dec07 |
070913 |
15950 |
16040 |
15910 |
15980 |
+75 |
17,467 |
65,759 |
+14,666 |
Total Volume and Open Interest |
40,774 |
134,670 |
+11,892 |
Nikkei 225(SGX) |
Dec07 |
070913 |
15835 |
15910 |
15750 |
15755 |
unch |
102,998 |
161,863 |
+63,579 |
Mar08 |
070913 |
15795 |
15795 |
15795 |
15795 |
+20 |
0 |
2 |
+0 |
Jun08 |
070913 |
15740 |
15740 |
15740 |
15740 |
+20 |
0 |
1 |
+0 |
Total Volume and Open Interest |
303,169 |
161,906 |
-183,601 |
CAC 40(EURONEXT) |
Sep07 |
070913 |
5499.5 |
5580.0 |
5476.5 |
5569.0 |
+53.0 |
87,281 |
650,768 |
+11,646 |
Oct07 |
070913 |
5517.5 |
5595.0 |
5498.0 |
5587.0 |
+53.0 |
597 |
3,832 |
+334 |
Nov07 |
070913 |
5503.0 |
5594.0 |
5503.0 |
5594.0 |
+53.0 |
10 |
500 |
+10 |
Total Volume and Open Interest |
88,038 |
660,519 |
+11,979 |
Hang Seng Index(HKFE) |
Sep07 |
070913 |
24435 |
24582 |
24182 |
24518 |
+190 |
56,319 |
126,934 |
-952 |
Oct07 |
070913 |
24494 |
24660 |
24282 |
24592 |
+184 |
895 |
2,996 |
+76 |
Total Volume and Open Interest |
57,467 |
132,100 |
-815 |
DAX(EUREX) |
Sep07 |
070913 |
7461.0 |
7553.0 |
7436.5 |
7551.5 |
+72.0 |
142,211 |
278,329 |
-2,959 |
Dec07 |
070913 |
7547.0 |
7637.5 |
7525.0 |
7637.5 |
+72.0 |
4,597 |
30,718 |
+3,521 |
Mar08 |
070913 |
7610.0 |
7719.5 |
7610.0 |
7719.5 |
+71.0 |
126 |
2,729 |
+116 |
Total Volume and Open Interest |
146,934 |
311,776 |
+678 |
FT-SE 100(EURONEXT) |
Sep07 |
070913 |
6298.50 |
6381.00 |
6286.00 |
6376.50 |
+71.00 |
113,233 |
495,100 |
-15,686 |
Dec07 |
070913 |
6367.00 |
6450.00 |
6357.50 |
6446.50 |
+71.00 |
17,734 |
46,631 |
+11,802 |
Mar08 |
070913 |
6469.50 |
6469.50 |
6469.50 |
6469.50 |
+70.50 |
8 |
3,664 |
+0 |
Total Volume and Open Interest |
130,975 |
545,406 |
-3,884 |
SPI 200(SFE) |
Sep07 |
070913 |
6234.0 |
6270.0 |
6207.0 |
6240.0 |
+10.0 |
16,918 |
298,350 |
+5,648 |
Dec07 |
070913 |
6283.0 |
6311.0 |
6258.0 |
6287.0 |
+9.0 |
2,163 |
13,201 |
+2,043 |
Mar08 |
070913 |
6296.0 |
6296.0 |
6296.0 |
6296.0 |
+9.0 |
0 |
1,223 |
+0 |
Total Volume and Open Interest |
19,081 |
314,627 |
+7,671 |
GSCI(CME) |
Sep07 |
070913 |
527.00 |
527.50 |
522.50 |
525.60 |
-1.50 |
3,999 |
8,172 |
-3,423 |
Oct07 |
070913 |
528.60 |
529.00 |
524.50 |
527.60 |
-1.00 |
3,818 |
13,481 |
+3,538 |
Nov07 |
070913 |
528.25 |
529.00 |
525.00 |
528.25 |
-0.25 |
|
|
|
Total Volume and Open Interest |
7,817 |
21,653 |
+115 |
Reuters CCI(ICE) |
Nov07 |
070913 |
428.00 |
430.50 |
427.75 |
427.75 |
-1.25 |
73 |
750 |
+17 |
Jan08 |
070913 |
431.00 |
431.00 |
428.75 |
428.75 |
-1.25 |
8 |
415 |
+2 |
Feb08 |
070913 |
429.00 |
429.00 |
427.75 |
427.75 |
-1.25 |
0 |
223 |
+0 |
Total Volume and Open Interest |
|
|
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|