|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri September 14, 2007 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov07 |
070914 |
941.25 |
958.50 |
938.00 |
954.75 |
+13.50 |
67,820 |
287,006 |
+763 |
Jan08 |
070914 |
955.00 |
973.50 |
954.00 |
969.25 |
+13.00 |
8,194 |
55,941 |
+924 |
Mar08 |
070914 |
965.50 |
983.75 |
964.75 |
979.75 |
+12.25 |
2,636 |
34,843 |
+277 |
May08 |
070914 |
971.00 |
985.50 |
969.25 |
982.50 |
+10.75 |
4,557 |
30,908 |
+696 |
Jul08 |
070914 |
977.50 |
992.00 |
976.25 |
987.50 |
+9.00 |
5,865 |
37,702 |
+1,015 |
Aug08 |
070914 |
969.00 |
979.00 |
968.00 |
974.00 |
+4.00 |
28 |
693 |
+18 |
Sep08 |
070914 |
951.00 |
951.00 |
951.00 |
951.00 |
+11.00 |
10 |
419 |
+20 |
Nov08 |
070914 |
918.25 |
930.00 |
917.25 |
925.00 |
+6.75 |
4,050 |
59,775 |
+802 |
Jan09 |
070914 |
925.00 |
930.00 |
918.00 |
930.00 |
+10.00 |
40 |
553 |
-12 |
Jul09 |
070914 |
933.50 |
940.00 |
933.50 |
936.00 |
+4.00 |
4 |
270 |
+4 |
Total Volume and Open Interest |
93,690 |
514,859 |
+4,094 |
Soybean Meal(CBOT) |
Oct07 |
070914 |
256.00 |
261.80 |
255.60 |
260.00 |
+4.40 |
8,277 |
28,035 |
+715 |
Dec07 |
070914 |
261.10 |
267.50 |
260.20 |
265.40 |
+4.30 |
22,338 |
104,136 |
+2,527 |
Jan08 |
070914 |
262.40 |
269.40 |
262.30 |
267.70 |
+4.20 |
772 |
15,866 |
+94 |
Mar08 |
070914 |
266.40 |
272.50 |
266.40 |
271.20 |
+4.70 |
1,866 |
18,463 |
+313 |
May08 |
070914 |
268.40 |
272.70 |
268.00 |
270.60 |
+3.80 |
3,066 |
20,469 |
+778 |
Jul08 |
070914 |
271.80 |
274.50 |
269.50 |
273.00 |
+4.00 |
1,867 |
15,500 |
+182 |
Aug08 |
070914 |
268.00 |
271.00 |
266.00 |
268.00 |
+3.50 |
76 |
3,252 |
+36 |
Sep08 |
070914 |
263.00 |
265.00 |
261.50 |
262.50 |
+2.70 |
505 |
3,393 |
-371 |
Oct08 |
070914 |
250.00 |
252.50 |
249.00 |
249.50 |
+2.50 |
3 |
1,427 |
+0 |
Dec08 |
070914 |
249.00 |
252.00 |
248.00 |
251.50 |
+3.50 |
604 |
7,149 |
+286 |
Total Volume and Open Interest |
40,700 |
218,430 |
+4,239 |
Soybean Oil(CBOT) |
Oct07 |
070914 |
39.20 |
39.63 |
39.13 |
39.52 |
+0.35 |
8,067 |
29,048 |
-341 |
Dec07 |
070914 |
39.70 |
40.15 |
39.61 |
40.02 |
+0.35 |
26,649 |
162,722 |
+1,577 |
Jan08 |
070914 |
40.03 |
40.40 |
40.03 |
40.40 |
+0.35 |
1,049 |
22,703 |
-56 |
Mar08 |
070914 |
40.38 |
40.72 |
40.38 |
40.71 |
+0.41 |
823 |
17,778 |
+168 |
May08 |
070914 |
40.44 |
40.80 |
40.44 |
40.80 |
+0.35 |
919 |
13,458 |
+267 |
Jul08 |
070914 |
40.67 |
40.96 |
40.67 |
40.92 |
+0.25 |
1,553 |
15,359 |
+322 |
Aug08 |
070914 |
40.65 |
40.80 |
40.60 |
40.80 |
+0.30 |
4 |
1,104 |
+9 |
Sep08 |
070914 |
40.65 |
40.65 |
40.60 |
40.60 |
+0.10 |
9 |
578 |
+0 |
Oct08 |
070914 |
40.55 |
40.60 |
40.55 |
40.57 |
+0.05 |
17 |
645 |
+17 |
Dec08 |
070914 |
40.50 |
40.70 |
40.40 |
40.65 |
+0.13 |
897 |
14,668 |
+60 |
Total Volume and Open Interest |
40,382 |
278,681 |
+1,603 |
Canola(WCE) |
Corn(CBOT) |
Dec07 |
070914 |
346.75 |
354.25 |
345.25 |
349.00 |
+2.25 |
105,709 |
619,042 |
-5,218 |
Mar08 |
070914 |
363.00 |
371.00 |
362.00 |
366.00 |
+2.25 |
23,382 |
145,058 |
+2,144 |
May08 |
070914 |
374.00 |
381.00 |
372.50 |
376.25 |
+2.50 |
6,158 |
40,256 |
+1,557 |
Jul08 |
070914 |
383.50 |
390.50 |
381.50 |
385.00 |
+1.75 |
11,867 |
95,160 |
+3,383 |
Sep08 |
070914 |
390.25 |
399.00 |
389.00 |
393.00 |
+2.50 |
685 |
13,168 |
+230 |
Dec08 |
070914 |
397.00 |
408.75 |
396.75 |
399.75 |
+2.50 |
7,978 |
140,582 |
+31 |
Mar09 |
070914 |
407.25 |
417.00 |
406.50 |
409.00 |
+2.50 |
192 |
5,151 |
+51 |
Jul09 |
070914 |
420.75 |
420.75 |
414.75 |
414.75 |
+2.25 |
10 |
1,192 |
+1 |
Total Volume and Open Interest |
161,436 |
1,093,991 |
+880 |
Wheat(CBOT) |
Dec07 |
070914 |
845.50 |
859.00 |
828.00 |
846.00 |
+1.00 |
73,700 |
240,875 |
-5,158 |
Mar08 |
070914 |
851.50 |
863.50 |
832.50 |
854.00 |
+3.50 |
10,276 |
44,580 |
+2,045 |
May08 |
070914 |
740.00 |
753.00 |
731.75 |
743.00 |
+1.00 |
2,246 |
6,691 |
+29 |
Jul08 |
070914 |
582.00 |
590.00 |
566.00 |
587.50 |
+5.50 |
7,021 |
55,968 |
-709 |
Sep08 |
070914 |
581.50 |
594.00 |
578.00 |
594.00 |
+5.00 |
293 |
2,220 |
-88 |
Dec08 |
070914 |
588.25 |
600.00 |
582.50 |
599.00 |
+2.00 |
1,497 |
16,927 |
-345 |
Total Volume and Open Interest |
95,407 |
374,080 |
-4,529 |
Wheat(KCBT) |
Dec07 |
070914 |
824.25 |
837.25 |
812.00 |
829.00 |
+4.00 |
22,111 |
114,366 |
-3,202 |
Mar08 |
070914 |
821.75 |
837.00 |
811.00 |
828.00 |
+6.25 |
8,972 |
16,212 |
-82 |
May08 |
070914 |
755.00 |
760.00 |
740.00 |
745.00 |
unch |
129 |
764 |
+58 |
Jul08 |
070914 |
585.00 |
588.00 |
581.00 |
588.00 |
+3.00 |
3,636 |
15,838 |
+1,120 |
Sep08 |
070914 |
593.50 |
596.00 |
588.00 |
596.00 |
+3.00 |
199 |
830 |
+146 |
Dec08 |
070914 |
600.00 |
605.00 |
595.00 |
599.00 |
+2.50 |
57 |
833 |
-30 |
Total Volume and Open Interest |
35,186 |
150,079 |
-2,345 |
Wheat(MGE) |
Sep07 |
070914 |
796.75 |
800.00 |
790.00 |
797.00 |
-1.00 |
13 |
13 |
-17 |
Dec07 |
070914 |
788.25 |
809.00 |
779.50 |
795.00 |
+5.50 |
8,098 |
48,831 |
-718 |
Mar08 |
070914 |
796.00 |
814.00 |
785.00 |
797.25 |
+1.00 |
1,413 |
10,245 |
+299 |
May08 |
070914 |
781.50 |
799.00 |
781.50 |
785.00 |
-5.00 |
412 |
958 |
+108 |
Jul08 |
070914 |
685.00 |
700.00 |
684.00 |
697.50 |
+4.50 |
55 |
744 |
+12 |
Total Volume and Open Interest |
10,287 |
64,301 |
-277 |
Oats(CBOT) |
Dec07 |
070914 |
277.00 |
282.75 |
275.25 |
280.75 |
+1.75 |
1,913 |
12,586 |
+231 |
Mar08 |
070914 |
290.00 |
291.00 |
287.50 |
290.00 |
+1.00 |
138 |
1,690 |
+29 |
May08 |
070914 |
295.00 |
295.00 |
295.00 |
295.00 |
+5.00 |
70 |
162 |
+2 |
Jul08 |
070914 |
288.00 |
288.00 |
288.00 |
288.00 |
+3.00 |
0 |
26 |
+0 |
Total Volume and Open Interest |
2,147 |
14,464 |
+262 |
Rough Rice(CBOT) |
Sep07 |
070914 |
10.99 |
10.99 |
10.99 |
10.99 |
+0.06 |
0 |
3 |
-6 |
Nov07 |
070914 |
11.11 |
11.24 |
11.08 |
11.18 |
+0.01 |
170 |
11,646 |
+14 |
Jan08 |
070914 |
11.42 |
11.48 |
11.42 |
11.48 |
unch |
9 |
1,559 |
-4 |
Mar08 |
070914 |
11.70 |
11.74 |
11.69 |
11.74 |
unch |
0 |
1,096 |
-3 |
Total Volume and Open Interest |
194 |
14,647 |
+1 |
Live Cattle(CME) |
Oct07 |
070914 |
94.450 |
95.700 |
94.385 |
95.250 |
+0.570 |
24,085 |
65,050 |
-8,142 |
Dec07 |
070914 |
98.450 |
99.535 |
98.350 |
99.150 |
+0.515 |
24,911 |
94,022 |
+7,905 |
Feb08 |
070914 |
100.000 |
101.000 |
100.000 |
100.700 |
+0.470 |
5,242 |
37,095 |
+1,313 |
Apr08 |
070914 |
100.175 |
100.875 |
100.000 |
100.535 |
+0.135 |
1,170 |
19,399 |
+321 |
Jun08 |
070914 |
96.000 |
96.400 |
95.980 |
96.100 |
-0.230 |
226 |
7,983 |
+75 |
Aug08 |
070914 |
94.700 |
95.000 |
94.550 |
94.700 |
+0.100 |
67 |
2,001 |
+55 |
Total Volume and Open Interest |
55,701 |
225,550 |
+1,527 |
Feeder Cattle(CME) |
Sep07 |
070914 |
117.000 |
117.700 |
116.700 |
116.830 |
-0.120 |
424 |
3,432 |
-148 |
Oct07 |
070914 |
116.250 |
117.350 |
116.050 |
116.850 |
+0.315 |
2,253 |
10,483 |
-1,061 |
Nov07 |
070914 |
116.650 |
117.500 |
116.350 |
117.135 |
+0.135 |
1,752 |
8,921 |
+823 |
Jan08 |
070914 |
115.250 |
115.550 |
114.600 |
115.350 |
+0.100 |
168 |
4,205 |
+57 |
Mar08 |
070914 |
112.900 |
113.150 |
112.800 |
113.100 |
-0.080 |
32 |
895 |
+22 |
Apr08 |
070914 |
113.450 |
113.800 |
113.200 |
113.800 |
+0.070 |
47 |
384 |
+35 |
May08 |
070914 |
113.500 |
113.800 |
113.500 |
113.800 |
unch |
62 |
778 |
+47 |
Total Volume and Open Interest |
4,749 |
29,112 |
-217 |
Lean Hogs(CME) |
Oct07 |
070914 |
65.700 |
66.250 |
65.200 |
65.550 |
+0.150 |
14,965 |
40,407 |
-5,186 |
Dec07 |
070914 |
68.700 |
69.550 |
68.250 |
68.625 |
-0.225 |
17,945 |
72,659 |
+3,003 |
Feb08 |
070914 |
71.850 |
72.700 |
71.500 |
72.175 |
+0.275 |
6,177 |
26,085 |
+1,449 |
Apr08 |
070914 |
72.800 |
73.300 |
72.650 |
73.150 |
+0.175 |
1,577 |
17,628 |
+81 |
May08 |
070914 |
75.700 |
76.200 |
75.700 |
76.150 |
-0.050 |
27 |
1,585 |
+14 |
Jun08 |
070914 |
78.250 |
78.650 |
78.100 |
78.625 |
+0.325 |
658 |
10,099 |
+329 |
Jul08 |
070914 |
76.100 |
76.500 |
76.050 |
76.200 |
+0.025 |
241 |
2,528 |
+115 |
Aug08 |
070914 |
73.800 |
73.800 |
73.350 |
73.350 |
-0.450 |
123 |
943 |
+93 |
Total Volume and Open Interest |
50,346 |
172,037 |
-100 |
Class III Milk(CME) |
Sep07 |
070914 |
20.18 |
20.18 |
20.03 |
20.10 |
-0.06 |
279 |
4,890 |
+33 |
Oct07 |
070914 |
19.50 |
19.60 |
18.75 |
18.75 |
-0.75 |
684 |
4,480 |
+8 |
Nov07 |
070914 |
18.29 |
18.40 |
17.65 |
17.81 |
-0.56 |
593 |
3,839 |
+23 |
Dec07 |
070914 |
17.71 |
17.90 |
17.22 |
17.46 |
-0.41 |
514 |
3,933 |
+43 |
Jan08 |
070914 |
16.85 |
16.85 |
16.60 |
16.73 |
-0.09 |
208 |
2,050 |
+30 |
Total Volume and Open Interest |
3,303 |
34,229 |
+478 |
Cocoa(ICE) |
Sep07 |
070914 |
1857 |
1857 |
1857 |
1857 |
unch |
|
|
|
Dec07 |
070914 |
1805 |
1848 |
1795 |
1837 |
+19 |
9,184 |
63,626 |
+132 |
Mar08 |
070914 |
1825 |
1861 |
1812 |
1852 |
+18 |
1,830 |
29,241 |
+460 |
May08 |
070914 |
1830 |
1871 |
1825 |
1862 |
+16 |
539 |
7,103 |
+131 |
Jul08 |
070914 |
1878 |
1883 |
1878 |
1878 |
+17 |
30 |
3,637 |
-7 |
Sep08 |
070914 |
1898 |
1898 |
1894 |
1894 |
+18 |
14 |
3,958 |
-4 |
Dec08 |
070914 |
1923 |
1923 |
1918 |
1918 |
+18 |
73 |
12,197 |
+68 |
Total Volume and Open Interest |
11,670 |
120,386 |
+775 |
Coffee "C"(ICE) |
Sep07 |
070914 |
117.00 |
118.05 |
117.00 |
118.05 |
+1.85 |
19 |
87 |
-13 |
Dec07 |
070914 |
119.50 |
121.50 |
119.10 |
120.90 |
+1.60 |
16,124 |
102,889 |
-93 |
Mar08 |
070914 |
123.10 |
125.00 |
122.85 |
124.65 |
+1.55 |
2,294 |
24,301 |
+679 |
May08 |
070914 |
125.25 |
127.10 |
125.15 |
126.75 |
+1.50 |
459 |
7,686 |
+63 |
Jul08 |
070914 |
127.05 |
128.75 |
127.05 |
128.60 |
+1.55 |
153 |
3,370 |
-20 |
Sep08 |
070914 |
129.55 |
130.85 |
129.10 |
130.30 |
+1.50 |
265 |
7,788 |
-59 |
Total Volume and Open Interest |
19,643 |
159,732 |
+572 |
Orange Juice(ICE) |
Nov07 |
070914 |
123.50 |
125.00 |
121.50 |
123.45 |
-0.05 |
2,011 |
17,505 |
-144 |
Jan08 |
070914 |
122.10 |
124.80 |
121.75 |
123.55 |
-0.15 |
205 |
5,217 |
+20 |
Mar08 |
070914 |
123.50 |
124.05 |
122.40 |
124.05 |
-0.15 |
50 |
3,823 |
+1 |
May08 |
070914 |
124.55 |
124.55 |
124.55 |
124.55 |
-0.15 |
12 |
553 |
-3 |
Jul08 |
070914 |
125.05 |
125.05 |
125.05 |
125.05 |
-0.15 |
0 |
136 |
+0 |
Sep08 |
070914 |
125.55 |
125.55 |
125.55 |
125.55 |
-0.15 |
0 |
119 |
+0 |
Total Volume and Open Interest |
2,302 |
28,215 |
-127 |
Sugar #11(ICE) |
Oct07 |
070914 |
9.28 |
9.39 |
9.24 |
9.35 |
+0.08 |
109,214 |
167,673 |
-33,669 |
Mar08 |
070914 |
9.53 |
9.71 |
9.46 |
9.69 |
+0.15 |
95,588 |
277,224 |
+10,997 |
May08 |
070914 |
9.60 |
9.77 |
9.56 |
9.77 |
+0.16 |
13,120 |
56,834 |
+2,064 |
Jul08 |
070914 |
9.68 |
9.85 |
9.63 |
9.85 |
+0.17 |
2,513 |
41,956 |
+10 |
Oct08 |
070914 |
9.97 |
10.14 |
9.93 |
10.14 |
+0.15 |
2,175 |
41,581 |
-33 |
Total Volume and Open Interest |
228,029 |
643,804 |
-20,598 |
London Cocoa(LCE) |
Dec07 |
070914 |
945 |
971 |
935 |
967 |
+24 |
5,977 |
77,407 |
+262 |
Mar08 |
070914 |
958 |
983 |
953 |
980 |
+21 |
1,432 |
41,856 |
+296 |
May08 |
070914 |
966 |
992 |
965 |
989 |
+19 |
378 |
17,491 |
+86 |
Jul08 |
070914 |
982 |
1002 |
975 |
999 |
+19 |
152 |
15,697 |
-9 |
Sep08 |
070914 |
989 |
1012 |
989 |
1010 |
+19 |
70 |
17,728 |
+55 |
Dec08 |
070914 |
1000 |
1019 |
998 |
1019 |
+19 |
94 |
5,158 |
+94 |
Mar09 |
070914 |
1028 |
1028 |
1028 |
1028 |
+19 |
1 |
116 |
+1 |
Total Volume and Open Interest |
8,104 |
175,463 |
-4,828 |
London Sugar(LCE) |
Dec07 |
070914 |
266.20 |
274.30 |
265.20 |
270.00 |
+3.70 |
6,015 |
38,814 |
+3,490 |
Mar08 |
070914 |
277.00 |
283.60 |
277.00 |
279.30 |
+1.10 |
1,079 |
17,390 |
+544 |
May08 |
070914 |
282.20 |
283.30 |
281.90 |
283.20 |
+1.50 |
116 |
7,992 |
-3 |
Aug08 |
070914 |
283.40 |
286.20 |
283.10 |
284.50 |
+0.80 |
217 |
5,573 |
+45 |
Oct08 |
070914 |
292.20 |
297.30 |
291.10 |
291.10 |
-1.10 |
116 |
5,054 |
+45 |
Total Volume and Open Interest |
13,690 |
80,641 |
+292 |
Cotton(ICE) |
Oct07 |
070914 |
61.00 |
61.05 |
60.33 |
60.92 |
+0.67 |
808 |
3,639 |
-141 |
Dec07 |
070914 |
62.90 |
63.92 |
62.81 |
63.61 |
+0.76 |
18,845 |
130,384 |
+537 |
Mar08 |
070914 |
66.00 |
66.85 |
65.91 |
66.64 |
+0.79 |
3,017 |
47,005 |
+299 |
May08 |
070914 |
67.71 |
67.85 |
67.60 |
67.85 |
+0.75 |
179 |
4,741 |
-31 |
Jul08 |
070914 |
68.50 |
69.15 |
68.50 |
69.15 |
+0.75 |
407 |
6,134 |
+151 |
Oct08 |
070914 |
70.80 |
70.80 |
70.80 |
70.80 |
+0.75 |
0 |
236 |
+0 |
Total Volume and Open Interest |
24,341 |
210,848 |
+978 |
Lumber(CME) |
Sep07 |
070914 |
233.1 |
234.8 |
231.5 |
233.5 |
-0.4 |
182 |
89 |
-95 |
Nov07 |
070914 |
244.9 |
251.8 |
244.9 |
247.7 |
+4.6 |
735 |
4,935 |
+38 |
Jan08 |
070914 |
260.0 |
267.4 |
260.0 |
265.8 |
+3.3 |
89 |
496 |
+19 |
Mar08 |
070914 |
278.5 |
284.4 |
277.7 |
284.3 |
+5.3 |
48 |
186 |
+11 |
Total Volume and Open Interest |
1,054 |
5,755 |
-27 |
Crude Oil(NYM) |
Oct07 |
070914 |
79.92 |
80.36 |
78.75 |
79.10 |
-0.99 |
237,513 |
197,270 |
-52,349 |
Nov07 |
070914 |
78.64 |
79.10 |
77.73 |
78.09 |
-0.69 |
153,146 |
313,778 |
+24,266 |
Dec07 |
070914 |
77.50 |
78.01 |
76.83 |
77.17 |
-0.46 |
69,388 |
205,703 |
-1,165 |
Jan08 |
070914 |
76.64 |
77.12 |
76.21 |
76.49 |
-0.26 |
23,140 |
68,889 |
-1,967 |
Feb08 |
070914 |
75.99 |
76.40 |
75.56 |
75.86 |
-0.19 |
9,728 |
35,162 |
+48 |
Mar08 |
070914 |
75.45 |
75.90 |
75.13 |
75.32 |
-0.17 |
12,394 |
42,526 |
+1,614 |
Apr08 |
070914 |
75.30 |
75.32 |
74.87 |
74.87 |
-0.17 |
5,523 |
43,918 |
+813 |
May08 |
070914 |
74.71 |
74.97 |
74.26 |
74.52 |
-0.17 |
3,525 |
45,677 |
+486 |
Jun08 |
070914 |
74.41 |
74.71 |
73.89 |
74.23 |
-0.17 |
3,366 |
51,055 |
+683 |
Jul08 |
070914 |
73.83 |
74.30 |
73.83 |
73.95 |
-0.18 |
1,126 |
17,767 |
-527 |
Aug08 |
070914 |
73.90 |
73.90 |
73.68 |
73.68 |
-0.18 |
190 |
13,429 |
-60 |
Sep08 |
070914 |
73.65 |
73.65 |
73.42 |
73.42 |
-0.18 |
623 |
45,646 |
-70 |
Oct08 |
070914 |
73.18 |
73.18 |
73.18 |
73.18 |
-0.18 |
903 |
20,216 |
-38 |
Nov08 |
070914 |
72.95 |
72.95 |
72.95 |
72.95 |
-0.19 |
860 |
17,173 |
+153 |
Dec08 |
070914 |
72.71 |
73.23 |
72.47 |
72.73 |
-0.20 |
13,883 |
162,330 |
-207 |
Jan09 |
070914 |
72.54 |
72.54 |
72.54 |
72.54 |
-0.20 |
575 |
20,528 |
+25 |
Total Volume and Open Interest |
545,509 |
1,543,486 |
-28,378 |
e-miNY Crude Oil(NYM) |
Sep07 |
070820 |
71.950 |
71.950 |
70.075 |
71.125 |
-0.850 |
|
|
|
Oct07 |
070914 |
79.925 |
80.350 |
78.750 |
79.100 |
-1.000 |
|
|
|
Nov07 |
070914 |
78.600 |
79.075 |
77.750 |
78.100 |
-0.675 |
|
|
|
Dec07 |
070914 |
77.250 |
78.000 |
77.025 |
77.175 |
-0.450 |
|
|
|
Jan08 |
070914 |
76.150 |
76.500 |
76.150 |
76.500 |
-0.250 |
|
|
|
Feb08 |
070914 |
75.850 |
75.850 |
75.850 |
75.850 |
-0.200 |
|
|
|
Mar08 |
070914 |
75.325 |
75.325 |
75.325 |
75.325 |
-0.175 |
|
|
|
Apr08 |
070914 |
74.875 |
74.875 |
74.875 |
74.875 |
-0.175 |
|
|
|
May08 |
070914 |
74.525 |
74.525 |
74.525 |
74.525 |
-0.175 |
|
|
|
Jun08 |
070914 |
74.225 |
74.225 |
74.225 |
74.225 |
-0.175 |
|
|
|
Total Volume and Open Interest |
11,900 |
8,483 |
+256 |
Heating Oil(NYM) |
Oct07 |
070914 |
221.95 |
223.10 |
220.25 |
220.78 |
-1.12 |
35,787 |
55,463 |
-5,831 |
Nov07 |
070914 |
223.35 |
224.20 |
221.41 |
221.93 |
-1.32 |
19,620 |
62,908 |
+4,071 |
Dec07 |
070914 |
223.65 |
224.77 |
222.25 |
222.68 |
-1.27 |
9,237 |
43,567 |
-213 |
Jan08 |
070914 |
224.40 |
224.76 |
222.45 |
222.83 |
-1.32 |
3,740 |
23,573 |
+256 |
Feb08 |
070914 |
221.48 |
222.66 |
220.51 |
220.88 |
-1.27 |
673 |
12,951 |
+68 |
Mar08 |
070914 |
219.00 |
219.05 |
217.73 |
217.83 |
-1.22 |
1,116 |
7,585 |
+261 |
Apr08 |
070914 |
214.45 |
214.45 |
212.93 |
213.18 |
-1.22 |
164 |
6,757 |
-49 |
May08 |
070914 |
210.02 |
210.02 |
208.40 |
208.68 |
-1.22 |
151 |
3,303 |
+9 |
Jun08 |
070914 |
206.12 |
207.25 |
205.34 |
205.93 |
-1.22 |
894 |
10,967 |
-25 |
Jul08 |
070914 |
205.23 |
205.23 |
205.23 |
205.23 |
-1.22 |
336 |
1,678 |
-44 |
Aug08 |
070914 |
205.68 |
205.68 |
205.68 |
205.68 |
-1.22 |
221 |
833 |
+4 |
Sep08 |
070914 |
207.23 |
207.23 |
207.23 |
207.23 |
-1.22 |
0 |
460 |
-13 |
Total Volume and Open Interest |
72,219 |
233,777 |
-1,431 |
Gasoline(NYMEX) |
Oct07 |
070914 |
203.85 |
206.86 |
202.73 |
203.64 |
-1.00 |
53,907 |
50,186 |
-9,919 |
Nov07 |
070914 |
202.39 |
204.38 |
200.55 |
201.44 |
-1.55 |
37,720 |
54,033 |
+8,754 |
Dec07 |
070914 |
201.10 |
202.60 |
199.47 |
200.19 |
-1.55 |
14,744 |
25,949 |
+446 |
Jan08 |
070914 |
201.99 |
203.20 |
200.25 |
200.84 |
-1.75 |
5,755 |
14,077 |
+826 |
Feb08 |
070914 |
203.64 |
204.35 |
202.29 |
202.29 |
-1.80 |
2,827 |
7,369 |
-97 |
Mar08 |
070914 |
205.67 |
205.93 |
203.46 |
203.79 |
-1.85 |
1,618 |
9,013 |
+473 |
Apr08 |
070914 |
216.10 |
216.10 |
215.04 |
215.04 |
-2.15 |
316 |
7,060 |
+187 |
May08 |
070914 |
217.00 |
217.50 |
215.65 |
215.84 |
-2.25 |
130 |
3,266 |
-13 |
Jun08 |
070914 |
216.25 |
216.25 |
215.75 |
215.94 |
-2.30 |
19 |
4,684 |
+0 |
Jul08 |
070914 |
214.39 |
214.39 |
214.39 |
214.39 |
-2.50 |
2 |
1,660 |
+1 |
Total Volume and Open Interest |
117,107 |
183,141 |
+661 |
e-miNY RBOB Gasoline(NYM) |
Oct07 |
070914 |
203.64 |
203.64 |
203.64 |
203.64 |
-1.00 |
0 |
1 |
+0 |
Nov07 |
070914 |
201.44 |
201.44 |
201.44 |
201.44 |
-1.55 |
1 |
0 |
+0 |
Dec07 |
070914 |
200.19 |
200.19 |
200.19 |
200.19 |
-1.55 |
1 |
1 |
-1 |
Jan08 |
070914 |
200.84 |
200.84 |
200.84 |
200.84 |
-1.75 |
|
|
|
Total Volume and Open Interest |
2 |
2 |
-1 |
Natural Gas(NYM) |
Oct07 |
070914 |
6.070 |
6.498 |
6.025 |
6.279 |
+0.250 |
72,709 |
87,743 |
-6,744 |
Nov07 |
070914 |
6.915 |
7.236 |
6.881 |
7.054 |
+0.173 |
31,585 |
111,842 |
+10,033 |
Dec07 |
070914 |
7.715 |
7.912 |
7.665 |
7.754 |
+0.093 |
11,252 |
52,841 |
+1,957 |
Jan08 |
070914 |
8.100 |
8.285 |
8.100 |
8.114 |
+0.093 |
6,129 |
51,369 |
+1,442 |
Feb08 |
070914 |
8.280 |
8.297 |
8.137 |
8.149 |
+0.088 |
2,177 |
35,677 |
+610 |
Mar08 |
070914 |
7.905 |
8.114 |
7.905 |
7.964 |
+0.091 |
3,312 |
48,508 |
+652 |
Apr08 |
070914 |
7.566 |
7.660 |
7.522 |
7.539 |
+0.056 |
2,565 |
36,147 |
-37 |
May08 |
070914 |
7.600 |
7.681 |
7.555 |
7.569 |
+0.054 |
1,138 |
27,496 |
+733 |
Jun08 |
070914 |
7.737 |
7.740 |
7.644 |
7.646 |
+0.051 |
912 |
17,237 |
+137 |
Jul08 |
070914 |
7.840 |
7.840 |
7.720 |
7.731 |
+0.051 |
636 |
12,716 |
+133 |
Aug08 |
070914 |
7.900 |
7.900 |
7.796 |
7.796 |
+0.051 |
279 |
11,109 |
+118 |
Sep08 |
070914 |
7.930 |
7.945 |
7.831 |
7.831 |
+0.051 |
408 |
7,812 |
+23 |
Oct08 |
070914 |
8.000 |
8.000 |
7.900 |
7.919 |
+0.049 |
1,931 |
30,730 |
+560 |
Nov08 |
070914 |
8.415 |
8.415 |
8.327 |
8.354 |
+0.049 |
717 |
16,069 |
+623 |
Dec08 |
070914 |
8.815 |
8.815 |
8.733 |
8.779 |
+0.049 |
40 |
14,313 |
+4 |
Jan09 |
070914 |
9.100 |
9.150 |
9.020 |
9.052 |
+0.049 |
421 |
32,023 |
+117 |
Total Volume and Open Interest |
140,086 |
798,656 |
+9,993 |
Brent Crude Oil(ICE) |
Nov07 |
070914 |
77.00 |
77.28 |
76.07 |
76.22 |
-0.90 |
131,525 |
198,444 |
-1,122 |
Dec07 |
070914 |
76.71 |
77.18 |
76.03 |
76.21 |
-0.68 |
80,558 |
157,150 |
+15,590 |
Jan08 |
070914 |
76.45 |
77.00 |
75.90 |
76.10 |
-0.56 |
19,489 |
41,545 |
+6,090 |
Feb08 |
070914 |
76.17 |
76.67 |
75.82 |
75.85 |
-0.47 |
6,636 |
18,981 |
+822 |
Mar08 |
070914 |
75.85 |
76.27 |
75.50 |
75.53 |
-0.40 |
3,669 |
16,061 |
+1,258 |
Apr08 |
070914 |
75.62 |
75.95 |
75.24 |
75.24 |
-0.32 |
2,377 |
12,248 |
+565 |
May08 |
070914 |
74.98 |
74.98 |
74.98 |
74.98 |
-0.22 |
2,328 |
5,509 |
+274 |
Jun08 |
070914 |
74.60 |
75.04 |
74.59 |
74.70 |
-0.15 |
3,020 |
33,706 |
+712 |
Jul08 |
070914 |
74.47 |
74.47 |
74.47 |
74.47 |
-0.12 |
195 |
5,695 |
+0 |
Aug08 |
070914 |
74.24 |
74.24 |
74.24 |
74.24 |
-0.13 |
110 |
3,218 |
+32 |
Sep08 |
070914 |
74.02 |
74.02 |
74.02 |
74.02 |
-0.13 |
20 |
3,695 |
-7 |
Oct08 |
070914 |
73.80 |
73.80 |
73.80 |
73.80 |
-0.13 |
0 |
4,417 |
+0 |
Nov08 |
070914 |
73.58 |
73.58 |
73.58 |
73.58 |
-0.14 |
0 |
3,417 |
+0 |
Dec08 |
070914 |
73.50 |
74.05 |
73.36 |
73.36 |
-0.15 |
9,358 |
50,195 |
+1,210 |
Total Volume and Open Interest |
292,763 |
647,162 |
-8,725 |
Gas Oil(ICE) |
Oct07 |
070914 |
695.75 |
697.25 |
690.00 |
694.50 |
+4.75 |
58,609 |
103,842 |
+135 |
Nov07 |
070914 |
692.00 |
694.00 |
686.50 |
690.75 |
+4.75 |
37,549 |
57,809 |
+2,395 |
Dec07 |
070914 |
686.75 |
690.25 |
683.00 |
687.00 |
+4.75 |
17,477 |
51,955 |
+3,750 |
Jan08 |
070914 |
685.25 |
689.50 |
682.50 |
686.00 |
+5.00 |
6,827 |
38,660 |
-1,557 |
Feb08 |
070914 |
678.00 |
680.25 |
677.75 |
680.25 |
+4.75 |
984 |
15,796 |
-160 |
Mar08 |
070914 |
671.00 |
673.25 |
671.00 |
673.25 |
+4.75 |
392 |
10,039 |
+135 |
Apr08 |
070914 |
663.00 |
665.25 |
663.00 |
665.25 |
+4.50 |
273 |
4,557 |
+106 |
May08 |
070914 |
655.00 |
657.25 |
655.00 |
657.25 |
+4.75 |
281 |
7,542 |
+45 |
Jun08 |
070914 |
649.50 |
652.00 |
649.50 |
652.00 |
+5.00 |
1,542 |
30,641 |
-240 |
Jul08 |
070914 |
651.50 |
651.50 |
651.50 |
651.50 |
+4.50 |
238 |
3,878 |
+179 |
Total Volume and Open Interest |
106,935 |
365,546 |
+10,136 |
Ethanol(CBOT) |
Sep07 |
070906 |
1.640 |
1.640 |
1.640 |
1.640 |
-0.010 |
0 |
62 |
-4 |
Oct07 |
070914 |
1.605 |
1.610 |
1.600 |
1.608 |
unch |
15 |
156 |
-10 |
Nov07 |
070914 |
1.600 |
1.600 |
1.600 |
1.600 |
+0.010 |
0 |
91 |
-1 |
Dec07 |
070914 |
1.595 |
1.595 |
1.595 |
1.595 |
+0.010 |
0 |
168 |
+0 |
Jan08 |
070914 |
1.595 |
1.595 |
1.595 |
1.595 |
+0.010 |
0 |
148 |
+0 |
Feb08 |
070914 |
1.590 |
1.590 |
1.590 |
1.590 |
+0.010 |
0 |
127 |
+3 |
Mar08 |
070914 |
1.590 |
1.590 |
1.590 |
1.590 |
+0.010 |
0 |
137 |
+2 |
Apr08 |
070914 |
1.590 |
1.590 |
1.590 |
1.590 |
+0.015 |
0 |
60 |
+1 |
Total Volume and Open Interest |
36 |
1,341 |
+8 |
WTI Crude Oil(ICE) |
Oct07 |
070914 |
79.77 |
80.35 |
78.75 |
79.10 |
-0.99 |
71,174 |
96,369 |
+2,419 |
Nov07 |
070914 |
78.61 |
79.10 |
77.74 |
78.09 |
-0.69 |
64,018 |
103,825 |
+8,200 |
Dec07 |
070914 |
77.47 |
78.01 |
76.85 |
77.17 |
-0.46 |
41,590 |
129,314 |
+3,705 |
Jan08 |
070914 |
76.35 |
77.16 |
76.25 |
76.49 |
-0.26 |
11,977 |
32,294 |
+2,616 |
Feb08 |
070914 |
76.11 |
76.20 |
75.66 |
75.86 |
-0.19 |
3,346 |
12,974 |
+856 |
Mar08 |
070914 |
75.54 |
75.60 |
75.12 |
75.32 |
-0.17 |
2,048 |
11,831 |
-215 |
Apr08 |
070914 |
74.87 |
74.87 |
74.87 |
74.87 |
-0.17 |
1,261 |
8,848 |
+47 |
May08 |
070914 |
74.52 |
74.52 |
74.52 |
74.52 |
-0.17 |
2,385 |
6,065 |
+866 |
Jun08 |
070914 |
74.41 |
74.65 |
74.19 |
74.23 |
-0.17 |
4,701 |
33,840 |
+2,404 |
Jul08 |
070914 |
73.95 |
73.95 |
73.95 |
73.95 |
-0.18 |
150 |
2,395 |
+0 |
Aug08 |
070914 |
73.68 |
73.68 |
73.68 |
73.68 |
-0.18 |
0 |
823 |
+0 |
Sep08 |
070914 |
73.42 |
73.42 |
73.42 |
73.42 |
-0.18 |
0 |
3,122 |
+0 |
Oct08 |
070914 |
73.18 |
73.18 |
73.18 |
73.18 |
-0.18 |
0 |
3,794 |
+0 |
Nov08 |
070914 |
72.95 |
72.95 |
72.95 |
72.95 |
-0.19 |
0 |
1,347 |
+0 |
Dec08 |
070914 |
72.90 |
73.09 |
72.48 |
72.73 |
-0.20 |
13,342 |
87,827 |
+3,030 |
Jan09 |
070914 |
72.54 |
72.54 |
72.54 |
72.54 |
-0.20 |
0 |
1,330 |
+0 |
Total Volume and Open Interest |
220,949 |
635,796 |
+21,513 |
US Dollar Index(ICE) |
Sep07 |
070914 |
79.600 |
79.750 |
79.460 |
79.620 |
+0.140 |
3,191 |
3,637 |
-1,067 |
Dec07 |
070914 |
79.440 |
79.640 |
79.300 |
79.460 |
+0.150 |
5,731 |
31,290 |
+3,649 |
Mar08 |
070914 |
79.510 |
79.510 |
79.390 |
79.390 |
+0.150 |
366 |
2,757 |
+90 |
Total Volume and Open Interest |
9,488 |
38,100 |
+2,872 |
Australian Dollar(CME) |
Sep07 |
070914 |
83.45 |
84.30 |
83.21 |
84.28 |
+0.21 |
32,266 |
64,228 |
-3,783 |
Dec07 |
070914 |
83.29 |
84.07 |
83.17 |
84.02 |
+0.22 |
54,545 |
50,301 |
+6,863 |
Mar08 |
070914 |
83.45 |
83.62 |
83.25 |
83.62 |
+0.22 |
0 |
154 |
+0 |
Total Volume and Open Interest |
86,811 |
114,975 |
+3,080 |
British Pound(CME) |
Sep07 |
070914 |
202.43 |
202.43 |
200.52 |
200.96 |
-2.22 |
46,223 |
67,695 |
-13,581 |
Dec07 |
070914 |
202.00 |
202.12 |
200.08 |
200.49 |
-2.22 |
81,943 |
81,033 |
+16,326 |
Mar08 |
070914 |
201.09 |
201.09 |
199.66 |
199.97 |
-2.12 |
2 |
44 |
+44 |
Total Volume and Open Interest |
128,168 |
148,795 |
+2,812 |
Canadian Dollar(CME) |
Sep07 |
070914 |
96.71 |
97.29 |
96.50 |
97.14 |
+0.23 |
30,529 |
43,811 |
-15,404 |
Dec07 |
070914 |
96.71 |
97.38 |
96.58 |
97.22 |
+0.22 |
63,853 |
104,301 |
+18,845 |
Mar08 |
070914 |
97.19 |
97.37 |
96.79 |
97.25 |
+0.21 |
2 |
1,229 |
+3 |
Jun08 |
070914 |
97.25 |
97.37 |
96.80 |
97.25 |
+0.21 |
2 |
349 |
+0 |
Total Volume and Open Interest |
94,388 |
150,081 |
+3,446 |
Japanese Yen(CME) |
Sep07 |
070914 |
86.86 |
87.44 |
86.65 |
86.84 |
+0.09 |
78,328 |
164,368 |
-25,983 |
Dec07 |
070914 |
87.84 |
88.46 |
87.64 |
87.84 |
+0.08 |
151,731 |
135,310 |
+30,363 |
Mar08 |
070914 |
88.69 |
89.22 |
88.57 |
88.74 |
+0.08 |
0 |
512 |
+0 |
Total Volume and Open Interest |
230,059 |
316,713 |
+4,380 |
Swiss Franc(CME) |
Sep07 |
070914 |
84.22 |
84.48 |
83.88 |
84.13 |
-0.14 |
28,091 |
94,652 |
-4,313 |
Dec07 |
070914 |
84.99 |
85.09 |
84.48 |
84.74 |
-0.14 |
61,313 |
50,686 |
+9,138 |
Mar08 |
070914 |
85.08 |
85.38 |
84.99 |
85.23 |
-0.14 |
12 |
24 |
+6 |
Total Volume and Open Interest |
89,416 |
145,371 |
+4,831 |
EuroFX(CME) |
Sep07 |
070914 |
138.72 |
138.96 |
138.44 |
138.75 |
-0.11 |
97,454 |
111,214 |
-37,706 |
Dec07 |
070914 |
139.05 |
139.30 |
138.75 |
139.07 |
-0.12 |
191,879 |
158,762 |
+58,905 |
Mar08 |
070914 |
139.21 |
139.44 |
138.90 |
139.24 |
-0.12 |
383 |
729 |
+284 |
Total Volume and Open Interest |
289,727 |
270,858 |
+21,485 |
Mexican Peso(CME) |
Sep07 |
070914 |
900.0 |
900.8 |
898.2 |
898.8 |
-2.5 |
6,358 |
64,515 |
-3,470 |
Oct07 |
070914 |
897.8 |
897.8 |
897.8 |
897.8 |
-2.5 |
0 |
68 |
+0 |
Total Volume and Open Interest |
21,237 |
125,241 |
-632 |
Brazilian Real(CME) |
Oct07 |
070914 |
525.20 |
525.20 |
524.40 |
525.20 |
+0.80 |
|
|
|
Nov07 |
070914 |
523.30 |
523.30 |
522.50 |
523.30 |
+0.80 |
|
|
|
Dec07 |
070914 |
523.00 |
523.00 |
521.30 |
521.30 |
+0.80 |
418 |
4,170 |
+416 |
Jan08 |
070914 |
520.60 |
520.60 |
519.70 |
520.60 |
+0.90 |
|
|
|
Total Volume and Open Interest |
418 |
4,170 |
+416 |
30-Year T-Bonds(CBOT) |
Sep07 |
070914 |
113~020 |
113~200 |
112~200 |
112~310 |
+0~050 |
14,319 |
48,766 |
-2,731 |
Dec07 |
070914 |
112~260 |
113~160 |
112~140 |
112~270 |
+0~060 |
350,174 |
870,435 |
-12,970 |
Mar08 |
070914 |
113~080 |
113~090 |
112~170 |
112~260 |
+0~050 |
302 |
1,406 |
+261 |
Total Volume and Open Interest |
364,797 |
920,753 |
-15,440 |
10-Year T-Notes(CBOT) |
Sep07 |
070914 |
110~065 |
110~180 |
109~295 |
110~040 |
+0~035 |
85,985 |
124,948 |
-26,533 |
Dec07 |
070914 |
109~260 |
110~080 |
109~180 |
109~265 |
+0~055 |
1,271,774 |
2,097,311 |
-32,198 |
Mar08 |
070914 |
109~140 |
109~140 |
109~140 |
109~140 |
+0~055 |
168 |
3,925 |
+8 |
Total Volume and Open Interest |
1,357,937 |
2,226,198 |
-58,723 |
5-Year T-Notes(CBOT) |
Sep07 |
070914 |
107~032 |
107~032 |
107~032 |
107~032 |
+0~014 |
16,957 |
0 |
+0 |
Dec07 |
070914 |
107~028 |
107~052 |
106~118 |
107~016 |
+0~014 |
589,173 |
0 |
+0 |
Mar08 |
070914 |
107~016 |
107~016 |
107~016 |
107~016 |
+0~014 |
|
|
|
Total Volume and Open Interest |
701,017 |
1,554,952 |
-13,974 |
2 Year T-Notes(CBOT) |
Sep07 |
070914 |
103~053 |
103~054 |
103~023 |
103~036 |
+0~002 |
14,054 |
24,766 |
-10,177 |
Dec07 |
070914 |
103~052 |
103~071 |
103~036 |
103~051 |
+0~009 |
271,220 |
836,518 |
-9,375 |
Total Volume and Open Interest |
285,274 |
861,284 |
-19,552 |
Eurodollars(CME) |
Sep07 |
070914 |
94.375 |
94.415 |
94.360 |
94.405 |
+0.037 |
364,377 |
1,536,356 |
-815 |
Dec07 |
070914 |
95.085 |
95.150 |
95.060 |
95.110 |
+0.055 |
468,509 |
1,633,841 |
-4,198 |
Mar08 |
070914 |
95.475 |
95.545 |
95.420 |
95.480 |
+0.025 |
340,306 |
1,611,380 |
-11,668 |
Jun08 |
070914 |
95.610 |
95.680 |
95.550 |
95.600 |
+0.025 |
373,894 |
1,417,370 |
+5,329 |
Sep08 |
070914 |
95.635 |
95.700 |
95.590 |
95.640 |
+0.040 |
424,746 |
1,224,673 |
-9,406 |
Dec08 |
070914 |
95.605 |
95.680 |
95.570 |
95.620 |
+0.040 |
318,955 |
1,120,480 |
-16,087 |
Mar09 |
070914 |
95.570 |
95.620 |
95.515 |
95.565 |
+0.035 |
210,622 |
692,356 |
-7,748 |
Jun09 |
070914 |
95.485 |
95.540 |
95.435 |
95.485 |
+0.030 |
145,502 |
486,871 |
-17,406 |
Sep09 |
070914 |
95.410 |
95.465 |
95.370 |
95.410 |
+0.025 |
81,596 |
394,986 |
-5,195 |
Dec09 |
070914 |
95.335 |
95.390 |
95.295 |
95.335 |
+0.020 |
40,074 |
257,372 |
-5,304 |
Mar10 |
070914 |
95.305 |
95.345 |
95.240 |
95.285 |
+0.015 |
31,468 |
176,836 |
+105 |
Jun10 |
070914 |
95.240 |
95.295 |
95.185 |
95.230 |
+0.010 |
22,625 |
136,502 |
+1,484 |
Sep10 |
070914 |
95.195 |
95.235 |
95.135 |
95.170 |
+0.005 |
8,843 |
103,573 |
+96 |
Dec10 |
070914 |
95.125 |
95.170 |
95.070 |
95.105 |
+0.005 |
6,896 |
110,959 |
-450 |
Mar11 |
070914 |
95.085 |
95.130 |
95.025 |
95.060 |
+0.005 |
7,718 |
97,103 |
-982 |
Jun11 |
070914 |
95.030 |
95.070 |
94.970 |
95.000 |
unch |
6,188 |
88,431 |
-966 |
Sep11 |
070914 |
94.940 |
95.020 |
94.920 |
94.950 |
unch |
6,124 |
74,548 |
+175 |
Dec11 |
070914 |
94.885 |
94.955 |
94.855 |
94.885 |
unch |
4,396 |
59,431 |
+14 |
Total Volume and Open Interest |
226,401 |
11,533,339 |
-70,970 |
30 Day Federal Funds(CBOT) |
Sep07 |
070914 |
95.045 |
95.045 |
95.030 |
95.030 |
-0.025 |
4,596 |
106,667 |
-10,509 |
Oct07 |
070914 |
95.160 |
95.160 |
95.145 |
95.145 |
unch |
3,867 |
106,137 |
-3,209 |
Nov07 |
070914 |
95.330 |
95.330 |
95.295 |
95.315 |
-0.015 |
520 |
102,483 |
-2,631 |
Dec07 |
070914 |
95.430 |
95.430 |
95.385 |
95.405 |
-0.020 |
967 |
62,641 |
+1,275 |
Jan08 |
070914 |
95.465 |
95.465 |
95.445 |
95.455 |
-0.020 |
300 |
26,465 |
+5,585 |
Feb08 |
070914 |
95.555 |
95.555 |
95.555 |
95.555 |
-0.015 |
0 |
12,663 |
+978 |
Total Volume and Open Interest |
10,250 |
424,595 |
-9,061 |
30 Day Fed Funds(e-CBOT) |
Sep07 |
070914 |
95.055 |
95.055 |
95.010 |
95.010 |
-0.050 |
17,978 |
0 |
+0 |
Oct07 |
070914 |
95.150 |
95.170 |
95.135 |
95.140 |
-0.005 |
27,519 |
0 |
+0 |
Nov07 |
070914 |
95.335 |
95.340 |
95.290 |
95.305 |
-0.015 |
17,592 |
0 |
+0 |
Dec07 |
070914 |
95.425 |
95.435 |
95.380 |
95.395 |
-0.010 |
13,549 |
0 |
+0 |
Jan08 |
070914 |
95.480 |
95.495 |
95.430 |
95.465 |
+0.010 |
14,080 |
0 |
+0 |
Feb08 |
070914 |
95.600 |
95.600 |
95.510 |
95.545 |
-0.035 |
1,903 |
0 |
+0 |
Total Volume and Open Interest |
95,117 |
|
|
3-Mth Euro-Yen(CME) |
Sep07 |
070914 |
99.170 |
99.170 |
99.162 |
99.162 |
-0.003 |
653 |
19,764 |
-356 |
Dec07 |
070914 |
99.200 |
99.220 |
99.200 |
99.215 |
unch |
1,896 |
12,619 |
+661 |
Mar08 |
070914 |
99.185 |
99.190 |
99.185 |
99.190 |
unch |
416 |
5,998 |
+200 |
Jun08 |
070914 |
99.155 |
99.160 |
99.155 |
99.160 |
unch |
61 |
3,760 |
-50 |
Sep08 |
070914 |
99.100 |
99.100 |
99.100 |
99.100 |
unch |
2 |
3,134 |
+51 |
Dec08 |
070914 |
99.025 |
99.035 |
99.025 |
99.025 |
-0.010 |
0 |
1,609 |
+0 |
Mar09 |
070914 |
98.955 |
98.965 |
98.955 |
98.955 |
-0.010 |
0 |
157 |
+0 |
Jun09 |
070914 |
98.880 |
98.890 |
98.880 |
98.880 |
-0.010 |
0 |
100 |
+0 |
Sep09 |
070914 |
98.815 |
98.825 |
98.815 |
98.815 |
-0.010 |
|
|
|
Dec09 |
070914 |
98.710 |
98.745 |
98.710 |
98.710 |
-0.035 |
|
|
|
Total Volume and Open Interest |
3,064 |
47,141 |
+506 |
3-Mth Euro-Yen(SGX) |
Dec07 |
070914 |
99.21 |
99.21 |
99.19 |
99.19 |
-0.01 |
3,812 |
56,225 |
-137 |
Mar08 |
070914 |
99.19 |
99.19 |
99.17 |
99.18 |
-0.02 |
317 |
41,761 |
-12 |
Jun08 |
070914 |
99.16 |
99.16 |
99.14 |
99.15 |
-0.02 |
485 |
17,616 |
-229 |
Sep08 |
070914 |
99.11 |
99.11 |
99.08 |
99.10 |
-0.03 |
401 |
20,796 |
+124 |
Dec08 |
070914 |
99.04 |
99.04 |
99.00 |
99.02 |
-0.04 |
355 |
9,010 |
-370 |
Mar09 |
070914 |
98.95 |
98.95 |
98.94 |
98.95 |
-0.04 |
0 |
4,576 |
+0 |
Jun09 |
070914 |
98.88 |
98.88 |
98.88 |
98.88 |
-0.04 |
0 |
1,168 |
+0 |
Sep09 |
070914 |
98.79 |
98.79 |
98.79 |
98.79 |
-0.03 |
0 |
200 |
+0 |
Total Volume and Open Interest |
7,712 |
231,003 |
-1,855 |
Japanese Gov't Bonds(SGX) |
Dec07 |
070914 |
136.11 |
136.11 |
135.69 |
135.83 |
-0.41 |
1,013 |
41,804 |
-750 |
Mar08 |
070914 |
135.83 |
135.83 |
135.83 |
135.83 |
-0.41 |
|
|
|
Jun08 |
070914 |
135.83 |
135.83 |
135.83 |
135.83 |
-0.41 |
|
|
|
Total Volume and Open Interest |
1,013 |
41,804 |
-750 |
Euro-Bund(EUREX) |
Dec07 |
070914 |
114.19 |
114.46 |
113.93 |
114.06 |
-0.02 |
1,248,825 |
1,379,961 |
+84,102 |
Mar08 |
070914 |
114.62 |
114.83 |
114.40 |
114.50 |
unch |
802 |
434 |
+20 |
Jun08 |
070914 |
114.50 |
114.50 |
114.50 |
114.50 |
unch |
|
|
|
Total Volume and Open Interest |
1,249,627 |
1,380,395 |
+84,122 |
Euro-Bobl(EUREX) |
Dec07 |
070914 |
108.30 |
108.45 |
108.14 |
108.22 |
+0.03 |
637,350 |
1,058,253 |
+46,931 |
Mar08 |
070914 |
108.04 |
108.04 |
108.04 |
108.04 |
+0.03 |
332 |
0 |
+0 |
Jun08 |
070914 |
108.04 |
108.04 |
108.04 |
108.04 |
+0.03 |
|
|
|
Total Volume and Open Interest |
637,682 |
1,058,253 |
+46,931 |
3-Mth Euribor(EUREX) |
Sep07 |
070914 |
95.300 |
95.300 |
95.290 |
95.295 |
-0.015 |
1,483 |
28,674 |
-589 |
Dec07 |
070914 |
95.540 |
95.580 |
95.530 |
95.560 |
+0.040 |
550 |
14,243 |
-116 |
Mar08 |
070914 |
95.740 |
95.780 |
95.730 |
95.765 |
+0.035 |
292 |
9,582 |
+146 |
Total Volume and Open Interest |
2,570 |
64,344 |
-438 |
Long Gilt(LIFFE) |
Sep07 |
070914 |
107~29 |
108~14 |
107~29 |
108~09 |
+0~15 |
3,772 |
49,082 |
-1,572 |
Dec07 |
070914 |
107~31 |
108~15 |
107~29 |
108~09 |
+0~14 |
95,603 |
330,753 |
+10,655 |
Total Volume and Open Interest |
99,375 |
379,835 |
+9,083 |
3-Mth Short Sterling(LIFFE) |
Sep07 |
070914 |
93.27 |
93.37 |
93.20 |
93.34 |
+0.10 |
129,014 |
515,928 |
-25,988 |
Dec07 |
070914 |
93.74 |
93.92 |
93.71 |
93.88 |
+0.18 |
184,606 |
555,434 |
-29,631 |
Mar08 |
070914 |
94.15 |
94.31 |
94.11 |
94.27 |
+0.18 |
162,928 |
509,998 |
-2,036 |
Jun08 |
070914 |
94.37 |
94.51 |
94.34 |
94.44 |
+0.12 |
178,438 |
486,902 |
+15,041 |
Sep08 |
070914 |
94.46 |
94.57 |
94.42 |
94.50 |
+0.09 |
163,858 |
343,166 |
+30,564 |
Dec08 |
070914 |
94.48 |
94.57 |
94.43 |
94.51 |
+0.07 |
139,068 |
282,550 |
+12,105 |
Total Volume and Open Interest |
1,045,386 |
3,123,913 |
+9,569 |
3-Mth Euribor(LIFFE) |
Sep07 |
070914 |
95.325 |
95.325 |
95.285 |
95.295 |
-0.010 |
260,043 |
890,823 |
-44,369 |
Dec07 |
070914 |
95.535 |
95.590 |
95.525 |
95.555 |
+0.025 |
308,230 |
878,846 |
+24,896 |
Mar08 |
070914 |
95.735 |
95.790 |
95.720 |
95.750 |
+0.020 |
180,911 |
622,299 |
+235 |
Total Volume and Open Interest |
1,266,754 |
4,343,739 |
+10,721 |
3-Mth Aus T-Bills(SFE) |
Sep07 |
070913 |
92.92 |
92.92 |
92.88 |
92.92 |
unch |
23,761 |
1,293 |
-48,292 |
Dec07 |
070914 |
93.04 |
93.12 |
93.04 |
93.10 |
+0.05 |
50,386 |
414,233 |
+8,473 |
Mar08 |
070914 |
93.05 |
93.11 |
93.05 |
93.09 |
+0.03 |
39,826 |
216,378 |
+3,788 |
Jun08 |
070914 |
93.09 |
93.13 |
93.06 |
93.11 |
+0.01 |
13,852 |
116,895 |
-6,699 |
Sep08 |
070914 |
93.13 |
93.15 |
93.09 |
93.13 |
-0.01 |
3,025 |
58,630 |
-3,565 |
Dec08 |
070914 |
93.17 |
93.19 |
93.16 |
93.17 |
unch |
1,720 |
42,885 |
+627 |
Mar09 |
070914 |
93.20 |
93.20 |
93.17 |
93.19 |
unch |
788 |
34,016 |
-50 |
Jun09 |
070914 |
93.20 |
93.21 |
93.18 |
93.19 |
-0.01 |
735 |
21,284 |
+231 |
Sep09 |
070914 |
93.19 |
93.21 |
93.17 |
93.18 |
-0.02 |
506 |
3,172 |
+481 |
Dec09 |
070914 |
93.19 |
93.19 |
93.19 |
93.19 |
-0.01 |
0 |
638 |
+0 |
Total Volume and Open Interest |
110,839 |
908,316 |
+1,994 |
10-Year Aus T-Bonds(SFE) |
Sep07 |
070914 |
94.14 |
94.14 |
94.04 |
94.07 |
-0.07 |
136,229 |
361,101 |
+13,420 |
Dec07 |
070914 |
94.16 |
94.16 |
94.05 |
94.09 |
-0.07 |
135,929 |
387,660 |
+64,447 |
Total Volume and Open Interest |
272,158 |
748,761 |
+77,867 |
3-Year Aus T-Bonds(SFE) |
Sep07 |
070914 |
93.81 |
93.82 |
93.75 |
93.78 |
-0.04 |
202,918 |
384,785 |
-28,174 |
Dec07 |
070914 |
93.86 |
93.86 |
93.79 |
93.82 |
-0.03 |
164,184 |
382,532 |
+83,869 |
Total Volume and Open Interest |
367,102 |
767,317 |
+55,695 |
Gold(CMX) |
Oct07 |
070914 |
708.7 |
719.2 |
706.2 |
711.1 |
-0.1 |
1,669 |
27,930 |
+785 |
Dec07 |
070914 |
717.0 |
726.5 |
712.7 |
717.8 |
-0.1 |
75,139 |
245,105 |
+8,864 |
Feb08 |
070914 |
721.2 |
732.0 |
719.5 |
724.0 |
-0.1 |
1,590 |
17,912 |
-384 |
Apr08 |
070914 |
728.1 |
737.2 |
726.0 |
729.9 |
-0.1 |
49 |
16,922 |
+6 |
Jun08 |
070914 |
732.8 |
743.8 |
732.8 |
735.5 |
-0.1 |
481 |
15,147 |
-83 |
Aug08 |
070914 |
738.2 |
741.0 |
738.1 |
741.0 |
-0.1 |
670 |
9,260 |
+50 |
Oct08 |
070914 |
746.5 |
746.5 |
746.5 |
746.5 |
-0.1 |
0 |
1,585 |
+0 |
Dec08 |
070914 |
747.1 |
759.7 |
747.1 |
751.9 |
-0.1 |
259 |
16,201 |
+73 |
Feb09 |
070914 |
757.6 |
757.6 |
757.6 |
757.6 |
-0.1 |
150 |
11,689 |
+50 |
Apr09 |
070914 |
763.1 |
763.1 |
763.1 |
763.1 |
-0.1 |
100 |
1,725 |
+0 |
Jun09 |
070914 |
768.7 |
768.7 |
768.7 |
768.7 |
-0.2 |
50 |
11,301 |
+50 |
Total Volume and Open Interest |
80,277 |
386,396 |
+9,375 |
Silver(CMX) |
Sep07 |
070914 |
1250.0 |
1269.0 |
1250.0 |
1254.4 |
+3.0 |
56 |
141 |
-106 |
Dec07 |
070914 |
1267.0 |
1293.5 |
1258.5 |
1270.5 |
+2.5 |
19,812 |
73,494 |
-500 |
Mar08 |
070914 |
1282.0 |
1302.0 |
1281.5 |
1287.2 |
+2.5 |
737 |
7,911 |
+169 |
May08 |
070914 |
1291.0 |
1297.7 |
1291.0 |
1297.7 |
+2.7 |
2 |
5,208 |
+0 |
Jul08 |
070914 |
1308.2 |
1308.2 |
1308.2 |
1308.2 |
+3.0 |
67 |
4,912 |
-49 |
Sep08 |
070914 |
1318.0 |
1318.0 |
1317.2 |
1317.2 |
+3.2 |
0 |
1,204 |
+0 |
Dec08 |
070914 |
1330.0 |
1345.0 |
1330.0 |
1330.9 |
+3.4 |
137 |
5,674 |
+68 |
Total Volume and Open Interest |
20,932 |
107,554 |
-362 |
Platinum(NYMEX) |
Oct07 |
070914 |
1298.1 |
1303.0 |
1288.5 |
1299.2 |
-0.7 |
1,277 |
8,784 |
+107 |
Jan08 |
070914 |
1306.4 |
1311.0 |
1298.9 |
1308.7 |
-0.9 |
294 |
3,186 |
+135 |
Apr08 |
070914 |
1320.1 |
1320.1 |
1320.1 |
1320.1 |
-0.9 |
0 |
2 |
+0 |
Total Volume and Open Interest |
1,571 |
11,972 |
+242 |
Palladium(NYMEX) |
Sep07 |
070914 |
330.50 |
331.00 |
330.00 |
330.00 |
-2.85 |
8 |
28 |
-1 |
Dec07 |
070914 |
336.60 |
336.60 |
324.50 |
333.75 |
-2.85 |
1,022 |
12,924 |
-87 |
Mar08 |
070914 |
339.20 |
339.20 |
338.00 |
338.50 |
-2.85 |
0 |
827 |
+0 |
Total Volume and Open Interest |
1,030 |
15,870 |
-88 |
Copper(CMX) |
Sep07 |
070914 |
340.30 |
345.70 |
338.10 |
339.10 |
-0.40 |
486 |
1,522 |
-246 |
Dec07 |
070914 |
339.70 |
346.50 |
336.50 |
339.25 |
-0.40 |
10,149 |
50,864 |
+355 |
Mar08 |
070914 |
337.00 |
343.50 |
335.70 |
337.55 |
-0.15 |
580 |
7,349 |
+278 |
May08 |
070914 |
334.80 |
334.80 |
334.80 |
334.80 |
-0.15 |
3 |
1,171 |
-1 |
Jul08 |
070914 |
331.30 |
331.30 |
331.30 |
331.30 |
-0.15 |
0 |
550 |
+0 |
Total Volume and Open Interest |
11,907 |
69,358 |
+414 |
DJIA Index(CBOT) |
Sep07 |
070914 |
13415 |
13475 |
13336 |
13454 |
+18 |
4,780 |
32,585 |
-2,401 |
Dec07 |
070914 |
13504 |
13570 |
13435 |
13551 |
+15 |
4,971 |
11,143 |
+3,204 |
Mar08 |
070914 |
13656 |
13656 |
13656 |
13656 |
+20 |
0 |
6 |
+0 |
Jun08 |
070914 |
13732 |
13732 |
13732 |
13732 |
+18 |
|
|
|
Total Volume and Open Interest |
9,751 |
43,734 |
+803 |
E-mini DJIA Index(CBOT) |
Sep07 |
070914 |
13412 |
13480 |
13335 |
13454 |
+18 |
56,661 |
85,499 |
-6,169 |
Dec07 |
070914 |
13505 |
13569 |
13434 |
13551 |
+15 |
91,601 |
18,394 |
+11,258 |
Mar08 |
070914 |
13684 |
13684 |
13656 |
13656 |
+20 |
11 |
10 |
+10 |
Jun08 |
070914 |
13732 |
13732 |
13732 |
13732 |
+18 |
|
|
|
Total Volume and Open Interest |
148,273 |
103,903 |
+5,099 |
S & P 500(CME) |
Sep07 |
070914 |
1476.20 |
1486.50 |
1473.70 |
1485.00 |
+0.10 |
111,507 |
350,499 |
-53,619 |
Dec07 |
070914 |
1497.80 |
1500.00 |
1486.00 |
1498.00 |
unch |
105,521 |
362,406 |
+72,835 |
Mar08 |
070914 |
1508.80 |
1509.60 |
1498.60 |
1508.80 |
+0.20 |
0 |
7,692 |
-1 |
Jun08 |
070914 |
1519.80 |
1520.60 |
1509.60 |
1519.80 |
+0.20 |
0 |
297 |
+0 |
Total Volume and Open Interest |
217,028 |
724,067 |
+19,215 |
S & P 500 E-Mini(Globex) |
Sep07 |
070914 |
1484.75 |
1487.00 |
1473.25 |
1485.00 |
unch |
865,139 |
1,768,229 |
-164,796 |
Dec07 |
070914 |
1497.75 |
1500.00 |
1485.75 |
1498.00 |
unch |
1,147,767 |
689,592 |
+267,174 |
Total Volume and Open Interest |
2,012,906 |
2,457,822 |
+102,378 |
NASDAQ 100(CME) |
Sep07 |
070914 |
1986.50 |
2005.00 |
1983.50 |
2001.30 |
+0.50 |
11,804 |
64,376 |
-4,514 |
Dec07 |
070914 |
2024.00 |
2031.00 |
2006.00 |
2025.00 |
+0.50 |
10,757 |
13,682 |
+7,892 |
Mar08 |
070914 |
2048.30 |
2048.30 |
2047.80 |
2048.30 |
+0.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
22,561 |
78,059 |
+3,378 |
NASDAQ 100 E-Mini(Globex) |
Sep07 |
070914 |
2003.00 |
2006.50 |
1981.30 |
2001.30 |
+0.50 |
166,789 |
433,739 |
-38,951 |
Dec07 |
070914 |
2024.30 |
2030.50 |
2005.80 |
2025.00 |
+0.50 |
225,069 |
83,818 |
+49,699 |
Total Volume and Open Interest |
391,858 |
517,557 |
+10,748 |
S & P Midcap 400(CME) |
Sep07 |
070914 |
851.25 |
865.25 |
851.25 |
863.85 |
+4.25 |
1,212 |
5,432 |
-957 |
Dec07 |
070914 |
860.00 |
873.00 |
860.00 |
872.40 |
+4.40 |
1,236 |
1,783 |
+1,149 |
Mar08 |
070914 |
882.50 |
883.10 |
882.50 |
882.50 |
+4.40 |
|
|
|
Total Volume and Open Interest |
2,448 |
7,215 |
+192 |
Russell 2000 E-Mini(Globex) |
Sep07 |
070914 |
779.50 |
785.50 |
769.70 |
783.80 |
+4.20 |
198,058 |
511,657 |
-94,693 |
Dec07 |
070914 |
785.20 |
790.80 |
775.20 |
789.20 |
+4.30 |
244,000 |
190,506 |
+100,780 |
Mar08 |
070914 |
795.30 |
795.30 |
795.30 |
795.30 |
+4.30 |
|
|
|
Total Volume and Open Interest |
442,058 |
702,163 |
+6,087 |
Nikkei 225(CME) |
Dec07 |
070914 |
16130 |
16130 |
16020 |
16130 |
+150 |
14,983 |
68,335 |
+2,576 |
Mar08 |
070914 |
16110 |
16110 |
16090 |
16110 |
+150 |
0 |
1 |
+0 |
Total Volume and Open Interest |
14,983 |
68,336 |
-66,334 |
Nikkei 225(SGX) |
Dec07 |
070914 |
15925 |
16130 |
15835 |
16105 |
+350 |
89,177 |
198,969 |
+37,106 |
Mar08 |
070914 |
15920 |
16150 |
15885 |
16105 |
+310 |
0 |
2 |
+0 |
Jun08 |
070914 |
16050 |
16050 |
16050 |
16050 |
+310 |
0 |
1 |
+0 |
Total Volume and Open Interest |
89,177 |
199,012 |
+37,106 |
CAC 40(EURONEXT) |
Sep07 |
070914 |
5556.0 |
5560.5 |
5489.5 |
5543.5 |
-25.5 |
108,499 |
659,980 |
+9,212 |
Oct07 |
070914 |
5556.5 |
5575.0 |
5512.5 |
5561.5 |
-25.5 |
1,411 |
4,671 |
+839 |
Nov07 |
070914 |
5558.0 |
5569.5 |
5518.5 |
5567.5 |
-26.5 |
23 |
522 |
+22 |
Total Volume and Open Interest |
111,084 |
671,026 |
+10,507 |
Hang Seng Index(HKFE) |
Sep07 |
070914 |
24800 |
24975 |
24715 |
24899 |
+381 |
53,170 |
127,808 |
+874 |
Oct07 |
070914 |
24900 |
25050 |
24816 |
24979 |
+387 |
802 |
3,284 |
+288 |
Total Volume and Open Interest |
54,074 |
133,246 |
+1,146 |
DAX(EUREX) |
Sep07 |
070914 |
7515.5 |
7528.0 |
7448.0 |
7506.0 |
-45.5 |
157,652 |
277,865 |
-464 |
Dec07 |
070914 |
7601.0 |
7613.5 |
7534.0 |
7592.0 |
-45.5 |
6,193 |
33,862 |
+3,144 |
Mar08 |
070914 |
7680.0 |
7691.5 |
7616.0 |
7673.0 |
-46.5 |
269 |
2,858 |
+129 |
Total Volume and Open Interest |
164,114 |
314,585 |
+2,809 |
FT-SE 100(EURONEXT) |
Sep07 |
070914 |
6315.00 |
6338.50 |
6211.50 |
6298.50 |
-78.00 |
120,831 |
492,861 |
-2,239 |
Dec07 |
070914 |
6398.50 |
6408.00 |
6280.00 |
6366.50 |
-80.00 |
38,627 |
75,290 |
+28,659 |
Mar08 |
070914 |
6341.50 |
6385.50 |
6303.00 |
6385.50 |
-84.00 |
0 |
3,664 |
+0 |
Total Volume and Open Interest |
159,458 |
571,826 |
+26,420 |
SPI 200(SFE) |
Sep07 |
070914 |
6239.0 |
6323.0 |
6222.0 |
6284.0 |
+44.0 |
52,393 |
323,333 |
+24,983 |
Dec07 |
070914 |
6284.0 |
6370.0 |
6273.0 |
6331.0 |
+44.0 |
31,887 |
42,007 |
+28,806 |
Mar08 |
070914 |
6340.0 |
6340.0 |
6340.0 |
6340.0 |
+44.0 |
0 |
1,223 |
+0 |
Total Volume and Open Interest |
84,403 |
368,539 |
+53,912 |
GSCI(CME) |
Sep07 |
070914 |
525.50 |
527.70 |
522.00 |
524.20 |
-1.40 |
4,260 |
5,073 |
-3,099 |
Oct07 |
070914 |
526.60 |
530.10 |
524.50 |
526.50 |
-1.10 |
3,799 |
16,703 |
+3,222 |
Nov07 |
070914 |
527.50 |
530.00 |
527.00 |
527.50 |
-0.75 |
|
|
|
Total Volume and Open Interest |
8,059 |
21,776 |
+123 |
Reuters CCI(ICE) |
Nov07 |
070914 |
429.00 |
430.75 |
427.50 |
430.75 |
+3.00 |
5 |
749 |
-1 |
Jan08 |
070914 |
428.75 |
431.75 |
428.75 |
431.75 |
+3.00 |
0 |
415 |
+0 |
Feb08 |
070914 |
427.75 |
430.75 |
427.75 |
430.75 |
+3.00 |
0 |
223 |
+0 |
Total Volume and Open Interest |
|
|
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|