|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Tue September 18, 2007 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov07 |
070918 |
974.00 |
974.00 |
960.50 |
969.50 |
+1.00 |
13,821 |
289,905 |
+1,303 |
| Jan08 |
070918 |
989.50 |
989.50 |
976.00 |
984.50 |
+1.00 |
2,641 |
58,597 |
+602 |
| Mar08 |
070918 |
998.50 |
998.50 |
985.00 |
992.00 |
-1.00 |
2,895 |
37,992 |
+1,162 |
| May08 |
070918 |
999.00 |
999.00 |
985.50 |
993.50 |
-0.25 |
1,179 |
31,813 |
+363 |
| Jul08 |
070918 |
994.00 |
1001.00 |
991.00 |
998.25 |
-0.25 |
2,512 |
38,245 |
+810 |
| Aug08 |
070918 |
988.00 |
988.00 |
984.00 |
984.00 |
-1.00 |
3 |
822 |
+2 |
| Sep08 |
070918 |
961.00 |
961.00 |
953.00 |
955.00 |
+1.00 |
5 |
440 |
+15 |
| Total Volume and Open Interest |
25,881 |
525,429 |
+10,570 |
| Soybean Meal(CBOT) |
| Oct07 |
070918 |
266.30 |
267.00 |
263.10 |
266.40 |
+2.30 |
3,601 |
26,699 |
-743 |
| Dec07 |
070918 |
272.00 |
273.10 |
269.00 |
272.70 |
+3.00 |
8,349 |
106,136 |
+330 |
| Jan08 |
070918 |
274.00 |
275.20 |
271.50 |
274.10 |
+2.30 |
337 |
16,578 |
+95 |
| Mar08 |
070918 |
276.50 |
278.00 |
274.30 |
277.30 |
+2.30 |
1,494 |
20,546 |
+805 |
| May08 |
070918 |
276.50 |
277.50 |
273.50 |
276.10 |
+1.60 |
1,594 |
21,065 |
+312 |
| Jul08 |
070918 |
277.50 |
278.80 |
275.30 |
278.00 |
+1.00 |
763 |
18,672 |
+1,340 |
| Aug08 |
070918 |
274.50 |
275.00 |
270.00 |
271.70 |
+0.50 |
184 |
3,482 |
+152 |
| Sep08 |
070918 |
268.00 |
268.50 |
265.00 |
266.00 |
unch |
323 |
3,087 |
-10 |
| Total Volume and Open Interest |
17,668 |
225,766 |
+7,336 |
| Soybean Oil(CBOT) |
| Oct07 |
070918 |
39.88 |
39.88 |
39.20 |
39.48 |
-0.24 |
3,983 |
25,835 |
-2,142 |
| Dec07 |
070918 |
40.40 |
40.40 |
39.71 |
39.89 |
-0.32 |
7,284 |
162,568 |
-44 |
| Jan08 |
070918 |
40.61 |
40.61 |
40.11 |
40.28 |
-0.32 |
1,690 |
23,254 |
-339 |
| Mar08 |
070918 |
40.45 |
40.72 |
40.45 |
40.64 |
-0.30 |
852 |
18,553 |
+551 |
| May08 |
070918 |
40.90 |
40.90 |
40.63 |
40.70 |
-0.38 |
927 |
13,748 |
+278 |
| Jul08 |
070918 |
41.23 |
41.23 |
40.76 |
40.85 |
-0.37 |
1,459 |
14,927 |
-365 |
| Aug08 |
070918 |
40.70 |
40.75 |
40.70 |
40.73 |
-0.32 |
82 |
1,335 |
+82 |
| Sep08 |
070918 |
40.65 |
40.65 |
40.65 |
40.65 |
-0.25 |
18 |
629 |
+26 |
| Total Volume and Open Interest |
17,768 |
277,071 |
-1,610 |
| Canola(WCE) |
| Corn(CBOT) |
| Dec07 |
070918 |
352.00 |
354.00 |
344.25 |
352.25 |
unch |
9,939 |
618,370 |
+1,121 |
| Mar08 |
070918 |
368.50 |
370.50 |
361.50 |
369.00 |
unch |
2,313 |
147,498 |
+1,359 |
| May08 |
070918 |
378.50 |
380.50 |
372.50 |
379.00 |
-0.75 |
797 |
41,170 |
+597 |
| Jul08 |
070918 |
387.50 |
389.50 |
381.50 |
388.50 |
unch |
1,072 |
94,857 |
+40 |
| Sep08 |
070918 |
393.50 |
397.00 |
390.00 |
396.50 |
+0.50 |
28 |
13,417 |
+7 |
| Dec08 |
070918 |
403.00 |
405.00 |
397.75 |
404.25 |
+0.25 |
1,354 |
143,951 |
+1,098 |
| Total Volume and Open Interest |
16,229 |
1,097,863 |
+3,872 |
| Wheat(CBOT) |
| Dec07 |
070918 |
881.00 |
881.00 |
865.00 |
869.00 |
-6.00 |
5,662 |
239,770 |
+1,233 |
| Mar08 |
070918 |
888.00 |
888.00 |
870.00 |
872.50 |
-4.50 |
1,970 |
47,101 |
+1,974 |
| May08 |
070918 |
753.00 |
755.00 |
748.50 |
748.50 |
-4.50 |
363 |
7,227 |
+528 |
| Jul08 |
070918 |
597.00 |
599.00 |
592.50 |
593.00 |
-3.00 |
808 |
55,183 |
+19 |
| Sep08 |
070918 |
596.00 |
600.00 |
596.00 |
596.00 |
-4.00 |
11 |
2,299 |
+82 |
| Total Volume and Open Interest |
8,965 |
375,495 |
+1,415 |
| Wheat(KCBT) |
| Dec07 |
070918 |
865.00 |
865.00 |
847.00 |
848.75 |
-9.25 |
8,969 |
111,301 |
-1,227 |
| Mar08 |
070918 |
868.00 |
868.00 |
847.00 |
848.50 |
-8.00 |
2,153 |
17,040 |
+569 |
| May08 |
070918 |
745.00 |
755.00 |
745.00 |
752.00 |
-1.00 |
60 |
760 |
+0 |
| Jul08 |
070918 |
599.00 |
604.00 |
593.00 |
602.00 |
-2.00 |
459 |
14,803 |
-591 |
| Sep08 |
070918 |
604.00 |
608.00 |
604.00 |
607.00 |
+2.00 |
42 |
820 |
-10 |
| Total Volume and Open Interest |
11,725 |
146,748 |
-3,331 |
| Wheat(MGE) |
| Sep07 |
070914 |
790.00 |
797.00 |
790.00 |
797.00 |
-1.00 |
12 |
13 |
-17 |
| Dec07 |
070918 |
831.00 |
832.00 |
815.00 |
815.75 |
-9.25 |
4,391 |
48,705 |
-141 |
| Mar08 |
070918 |
837.00 |
837.00 |
821.00 |
821.75 |
-5.50 |
1,225 |
10,917 |
+266 |
| May08 |
070918 |
807.00 |
807.00 |
803.00 |
805.00 |
-1.00 |
100 |
1,008 |
+18 |
| Jul08 |
070918 |
716.00 |
716.00 |
712.00 |
712.00 |
-4.00 |
85 |
844 |
+26 |
| Total Volume and Open Interest |
5,942 |
65,107 |
+806 |
| Oats(CBOT) |
| Dec07 |
070918 |
283.75 |
283.75 |
271.50 |
277.50 |
-5.00 |
308 |
12,547 |
+20 |
| Mar08 |
070918 |
292.00 |
292.00 |
286.00 |
287.00 |
-4.50 |
21 |
1,683 |
+4 |
| May08 |
070918 |
296.50 |
297.50 |
296.00 |
296.00 |
unch |
4 |
162 |
+0 |
| Jul08 |
070918 |
288.50 |
288.50 |
288.50 |
288.50 |
unch |
14 |
39 |
+13 |
| Total Volume and Open Interest |
347 |
14,440 |
-24 |
| Rough Rice(CBOT) |
| Sep07 |
070914 |
10.99 |
10.99 |
10.99 |
10.99 |
+0.06 |
0 |
3 |
-6 |
| Nov07 |
070918 |
11.15 |
11.32 |
11.14 |
11.31 |
+0.19 |
111 |
11,802 |
+107 |
| Jan08 |
070918 |
11.59 |
11.63 |
11.59 |
11.63 |
+0.20 |
0 |
1,558 |
+0 |
| Mar08 |
070918 |
11.86 |
11.88 |
11.86 |
11.88 |
+0.19 |
1 |
1,094 |
+1 |
| Total Volume and Open Interest |
112 |
14,797 |
+150 |
| Live Cattle(CME) |
| Oct07 |
070918 |
94.980 |
95.700 |
94.850 |
95.650 |
+0.670 |
15,617 |
53,293 |
-4,876 |
| Dec07 |
070918 |
98.600 |
99.500 |
98.550 |
99.450 |
+0.900 |
14,789 |
106,179 |
+3,437 |
| Feb08 |
070918 |
100.035 |
100.750 |
100.035 |
100.650 |
+0.615 |
2,662 |
39,460 |
+207 |
| Apr08 |
070918 |
99.930 |
100.550 |
99.930 |
100.535 |
+0.605 |
1,324 |
20,247 |
+268 |
| Jun08 |
070918 |
95.750 |
96.400 |
95.600 |
96.400 |
+0.800 |
343 |
7,897 |
+59 |
| Aug08 |
070918 |
94.350 |
94.600 |
94.350 |
94.600 |
+0.250 |
98 |
2,047 |
+41 |
| Total Volume and Open Interest |
35,182 |
229,444 |
+3,894 |
| Feeder Cattle(CME) |
| Sep07 |
070918 |
115.885 |
116.200 |
115.800 |
116.035 |
+0.355 |
764 |
2,843 |
-454 |
| Oct07 |
070918 |
115.500 |
116.600 |
115.500 |
116.450 |
+0.950 |
2,376 |
9,004 |
-625 |
| Nov07 |
070918 |
115.700 |
116.600 |
115.650 |
116.480 |
+0.845 |
1,903 |
10,010 |
+161 |
| Jan08 |
070918 |
114.200 |
114.950 |
114.200 |
114.930 |
+0.730 |
358 |
4,245 |
+87 |
| Mar08 |
070918 |
112.200 |
112.850 |
112.200 |
112.850 |
+0.565 |
40 |
956 |
+27 |
| Apr08 |
070918 |
113.000 |
113.600 |
113.000 |
113.600 |
+0.800 |
19 |
402 |
+12 |
| May08 |
070918 |
112.900 |
113.600 |
112.700 |
113.600 |
+0.600 |
9 |
797 |
+3 |
| Total Volume and Open Interest |
5,473 |
28,286 |
-826 |
| Lean Hogs(CME) |
| Oct07 |
070918 |
64.750 |
65.200 |
63.550 |
63.880 |
-1.155 |
10,939 |
31,123 |
-4,290 |
| Dec07 |
070918 |
66.900 |
67.300 |
65.100 |
66.000 |
-1.150 |
18,099 |
82,437 |
+2,593 |
| Feb08 |
070918 |
70.800 |
71.000 |
69.100 |
69.535 |
-1.715 |
4,752 |
27,829 |
+355 |
| Apr08 |
070918 |
72.200 |
72.300 |
70.550 |
70.785 |
-1.765 |
2,121 |
17,867 |
-401 |
| May08 |
070918 |
74.930 |
74.930 |
74.300 |
74.300 |
-1.600 |
14 |
1,624 |
+5 |
| Jun08 |
070918 |
78.250 |
78.250 |
76.700 |
76.800 |
-1.835 |
1,535 |
11,066 |
-200 |
| Jul08 |
070918 |
76.150 |
76.150 |
74.600 |
74.750 |
-1.725 |
123 |
2,915 |
+21 |
| Aug08 |
070918 |
72.500 |
72.500 |
71.500 |
71.500 |
-1.800 |
29 |
1,114 |
+8 |
| Total Volume and Open Interest |
37,651 |
176,119 |
+4,082 |
| Pork Bellies(CME) |
| Feb08 |
070918 |
87.700 |
89.100 |
86.100 |
86.930 |
-1.620 |
107 |
826 |
+7 |
| Mar08 |
070918 |
88.600 |
88.600 |
86.950 |
87.050 |
-1.400 |
1 |
33 |
+1 |
| May08 |
070918 |
90.150 |
90.150 |
89.050 |
89.050 |
-1.450 |
0 |
30 |
+0 |
| Jul08 |
070918 |
92.050 |
92.050 |
92.050 |
92.050 |
-0.950 |
1 |
3 |
-1 |
| Aug08 |
070918 |
92.430 |
92.430 |
92.430 |
92.430 |
unch |
|
|
|
| Total Volume and Open Interest |
109 |
892 |
+3 |
| Class III Milk(CME) |
| Sep07 |
070918 |
20.11 |
20.15 |
20.11 |
20.15 |
+0.05 |
52 |
4,899 |
-3 |
| Oct07 |
070918 |
18.60 |
18.61 |
18.40 |
18.48 |
-0.07 |
281 |
4,435 |
-23 |
| Nov07 |
070918 |
17.80 |
17.85 |
17.78 |
17.84 |
+0.04 |
371 |
3,931 |
+104 |
| Dec07 |
070918 |
17.50 |
17.53 |
17.50 |
17.53 |
+0.02 |
176 |
3,919 |
-28 |
| Jan08 |
070918 |
16.69 |
16.69 |
16.68 |
16.68 |
-0.04 |
89 |
2,109 |
+26 |
| Total Volume and Open Interest |
1,634 |
34,848 |
+619 |
| Cocoa(NYBOT) |
| Dec07 |
070918 |
1860 |
1885 |
1853 |
1873 |
+9 |
8,712 |
64,080 |
+877 |
| Mar08 |
070918 |
1876 |
1887 |
1876 |
1884 |
+6 |
2,331 |
29,686 |
+338 |
| May08 |
070918 |
1890 |
1890 |
1890 |
1890 |
+4 |
655 |
7,369 |
+312 |
| Jul08 |
070918 |
1904 |
1904 |
1904 |
1904 |
+2 |
66 |
3,640 |
+1 |
| Sep08 |
070918 |
1920 |
1920 |
1920 |
1920 |
+2 |
29 |
3,972 |
+9 |
| Dec08 |
070918 |
1944 |
1944 |
1944 |
1944 |
+2 |
67 |
12,289 |
+38 |
| Mar09 |
070918 |
1968 |
1968 |
1968 |
1968 |
+2 |
9 |
622 |
+0 |
| Total Volume and Open Interest |
11,869 |
121,660 |
+1,274 |
| Coffee "C"(NYBOT) |
| Sep07 |
070918 |
126.70 |
126.70 |
126.70 |
126.70 |
+1.70 |
42 |
23 |
-59 |
| Dec07 |
070918 |
128.25 |
130.75 |
127.40 |
130.40 |
+2.60 |
32,201 |
104,430 |
+1,083 |
| Mar08 |
070918 |
131.50 |
133.75 |
131.50 |
133.75 |
+2.55 |
6,967 |
25,723 |
+1,071 |
| May08 |
070918 |
133.50 |
135.55 |
133.50 |
135.55 |
+2.50 |
2,043 |
8,093 |
+334 |
| Jul08 |
070918 |
137.25 |
137.25 |
137.25 |
137.25 |
+2.40 |
893 |
3,400 |
+16 |
| Sep08 |
070918 |
139.40 |
139.40 |
138.70 |
138.70 |
+2.15 |
1,874 |
7,469 |
-220 |
| Total Volume and Open Interest |
46,625 |
162,699 |
+2,967 |
| Orange Juice(NYBOT) |
| Nov07 |
070918 |
123.60 |
125.15 |
123.00 |
125.05 |
+2.25 |
819 |
17,310 |
+40 |
| Jan08 |
070918 |
123.50 |
125.10 |
123.30 |
125.10 |
+2.35 |
182 |
5,255 |
+53 |
| Mar08 |
070918 |
125.70 |
125.70 |
125.70 |
125.70 |
+1.85 |
36 |
3,851 |
+23 |
| May08 |
070918 |
126.25 |
126.25 |
126.25 |
126.25 |
+1.90 |
5 |
558 |
+5 |
| Jul08 |
070918 |
126.80 |
126.80 |
126.80 |
126.80 |
+2.35 |
0 |
136 |
+0 |
| Sep08 |
070918 |
127.35 |
127.35 |
127.35 |
127.35 |
+2.40 |
0 |
119 |
+0 |
| Total Volume and Open Interest |
1,042 |
28,091 |
-124 |
| Sugar #11(NYBOT) |
| Oct07 |
070918 |
9.32 |
9.39 |
9.32 |
9.35 |
+0.01 |
40,546 |
123,436 |
-17,878 |
| Mar08 |
070918 |
9.58 |
9.66 |
9.57 |
9.61 |
-0.01 |
40,323 |
312,793 |
+9,379 |
| May08 |
070918 |
9.70 |
9.70 |
9.65 |
9.66 |
-0.02 |
2,482 |
56,887 |
-166 |
| Jul08 |
070918 |
9.75 |
9.77 |
9.74 |
9.74 |
-0.03 |
1,520 |
41,880 |
-189 |
| Oct08 |
070918 |
10.10 |
10.11 |
10.04 |
10.05 |
-0.03 |
1,044 |
42,317 |
+371 |
| Total Volume and Open Interest |
109,538 |
649,710 |
+5,906 |
| Sugar #14(NYBOT) |
| Sep07 |
070808 |
22.53 |
22.53 |
22.53 |
22.53 |
+0.01 |
484 |
589 |
-408 |
| Nov07 |
070918 |
21.39 |
21.39 |
21.39 |
21.39 |
+0.28 |
55 |
1,312 |
-16 |
| Jan08 |
070918 |
21.01 |
21.01 |
21.01 |
21.01 |
+0.15 |
25 |
3,317 |
-22 |
| Mar08 |
070918 |
20.86 |
20.86 |
20.86 |
20.86 |
+0.01 |
34 |
2,982 |
+3 |
| May08 |
070918 |
20.90 |
20.90 |
20.90 |
20.90 |
+0.01 |
0 |
894 |
+0 |
| Total Volume and Open Interest |
117 |
9,217 |
-32 |
| London Cocoa(LCE) |
| Sep07 |
070913 |
909 |
918 |
907 |
907 |
-8 |
3,789 |
5,613 |
-1,015 |
| Dec07 |
070918 |
979 |
983 |
969 |
978 |
-1 |
5,372 |
77,791 |
+278 |
| Mar08 |
070918 |
991 |
1000 |
985 |
994 |
unch |
1,938 |
42,109 |
+685 |
| May08 |
070918 |
999 |
1008 |
996 |
1003 |
unch |
209 |
17,365 |
-16 |
| Jul08 |
070918 |
1015 |
1015 |
1014 |
1014 |
+2 |
80 |
15,672 |
-77 |
| Sep08 |
070918 |
1024 |
1024 |
1023 |
1023 |
+2 |
77 |
18,164 |
-75 |
| Dec08 |
070918 |
1033 |
1033 |
1033 |
1033 |
+3 |
20 |
5,168 |
+10 |
| Total Volume and Open Interest |
7,697 |
176,396 |
+933 |
| London Coffee(LCE) |
| Sep07 |
070918 |
1960.00 |
1960.00 |
1882.00 |
1903.00 |
-32.00 |
166 |
424 |
+34 |
| Nov07 |
070918 |
1990.00 |
1996.00 |
1922.00 |
1953.00 |
-32.00 |
16,206 |
90,810 |
+1,276 |
| Jan08 |
070918 |
1827.00 |
1837.00 |
1803.00 |
1815.00 |
-6.00 |
10,077 |
44,869 |
+4,489 |
| Mar08 |
070918 |
1814.00 |
1822.00 |
1798.00 |
1810.00 |
-1.00 |
944 |
13,699 |
+444 |
| May08 |
070918 |
1828.00 |
1833.00 |
1807.00 |
1817.00 |
+1.00 |
25 |
4,415 |
+25 |
| Jul08 |
070918 |
1829.00 |
1841.00 |
1812.00 |
1825.00 |
+5.00 |
0 |
1,188 |
+0 |
| Total Volume and Open Interest |
27,418 |
156,694 |
+15,439 |
| London Sugar(LCE) |
| Oct07 |
070914 |
258.50 |
274.70 |
257.90 |
272.50 |
+13.00 |
6,044 |
4,386 |
-3,839 |
| Dec07 |
070918 |
273.40 |
275.00 |
273.30 |
274.50 |
+1.10 |
4,437 |
37,475 |
-2,112 |
| Mar08 |
070918 |
281.00 |
282.00 |
280.70 |
281.50 |
+0.50 |
1,821 |
17,638 |
-21 |
| May08 |
070918 |
285.40 |
285.40 |
284.00 |
284.30 |
unch |
589 |
8,071 |
+147 |
| Aug08 |
070918 |
285.90 |
291.00 |
285.00 |
285.30 |
unch |
335 |
5,598 |
+54 |
| Total Volume and Open Interest |
8,067 |
75,247 |
-5,394 |
| Cotton(NYBOT) |
| Oct07 |
070918 |
61.35 |
62.25 |
60.85 |
62.25 |
+0.58 |
438 |
2,437 |
-305 |
| Dec07 |
070918 |
64.00 |
64.90 |
63.30 |
64.85 |
+0.42 |
16,727 |
133,335 |
+2,176 |
| Mar08 |
070918 |
66.90 |
67.80 |
66.40 |
67.73 |
+0.30 |
2,270 |
47,504 |
+30 |
| May08 |
070918 |
67.55 |
69.00 |
67.55 |
69.00 |
+0.25 |
321 |
4,868 |
+115 |
| Jul08 |
070918 |
69.10 |
70.12 |
69.10 |
70.12 |
+0.24 |
333 |
6,255 |
+68 |
| Oct08 |
070918 |
71.46 |
71.46 |
71.46 |
71.46 |
+0.08 |
0 |
264 |
+0 |
| Total Volume and Open Interest |
21,215 |
214,201 |
+3,353 |
| Lumber(CME) |
| Nov07 |
070918 |
244.0 |
244.0 |
239.8 |
241.3 |
-3.7 |
640 |
5,078 |
-15 |
| Jan08 |
070918 |
263.7 |
263.7 |
260.2 |
262.3 |
-2.4 |
151 |
627 |
+91 |
| Mar08 |
070918 |
278.6 |
282.3 |
276.6 |
279.9 |
-2.5 |
40 |
215 |
+14 |
| May08 |
070918 |
281.0 |
281.0 |
279.1 |
279.1 |
-0.2 |
1 |
48 |
+1 |
| Total Volume and Open Interest |
835 |
5,972 |
+217 |
| Crude Oil(NYM) |
| Oct07 |
070918 |
80.60 |
81.90 |
80.30 |
81.51 |
+0.94 |
270,760 |
123,985 |
-47,457 |
| Nov07 |
070918 |
79.20 |
80.45 |
79.00 |
80.23 |
+0.85 |
177,671 |
351,678 |
+15,827 |
| Dec07 |
070918 |
77.98 |
79.10 |
77.70 |
78.95 |
+0.88 |
87,330 |
210,274 |
+3,027 |
| Jan08 |
070918 |
78.06 |
78.06 |
78.06 |
78.06 |
+1.06 |
28,023 |
78,195 |
+4,311 |
| Feb08 |
070918 |
77.33 |
77.33 |
77.33 |
77.33 |
+1.08 |
13,974 |
37,122 |
+558 |
| Mar08 |
070918 |
76.50 |
76.73 |
76.50 |
76.73 |
+1.01 |
8,322 |
43,791 |
+1,126 |
| Apr08 |
070918 |
76.21 |
76.21 |
76.21 |
76.21 |
+0.57 |
4,707 |
44,729 |
+1,110 |
| May08 |
070918 |
75.80 |
75.80 |
75.80 |
75.80 |
+0.52 |
1,837 |
45,662 |
+160 |
| Jun08 |
070918 |
75.45 |
75.45 |
75.45 |
75.45 |
+0.47 |
7,383 |
51,898 |
+720 |
| Jul08 |
070918 |
75.12 |
75.12 |
75.12 |
75.12 |
+0.42 |
105 |
17,625 |
-51 |
| Aug08 |
070918 |
74.80 |
74.80 |
74.80 |
74.80 |
+0.37 |
2,890 |
10,789 |
-2,819 |
| Sep08 |
070918 |
74.50 |
74.50 |
74.50 |
74.50 |
+0.33 |
661 |
45,992 |
+343 |
| Oct08 |
070918 |
74.21 |
74.21 |
74.21 |
74.21 |
+0.29 |
2,814 |
20,694 |
+180 |
| Nov08 |
070918 |
73.93 |
73.93 |
73.93 |
73.93 |
+0.25 |
141 |
16,816 |
+66 |
| Dec08 |
070918 |
73.00 |
73.67 |
73.00 |
73.67 |
+0.27 |
14,028 |
161,909 |
-196 |
| Jan09 |
070918 |
73.42 |
73.42 |
73.42 |
73.42 |
+0.20 |
602 |
21,055 |
+352 |
| Total Volume and Open Interest |
625,796 |
1,524,551 |
-18,935 |
| Heating Oil(NYM) |
| Oct07 |
070918 |
222.25 |
224.50 |
219.80 |
224.23 |
+1.36 |
31,257 |
51,099 |
-2,124 |
| Nov07 |
070918 |
223.70 |
225.83 |
223.60 |
225.83 |
+1.61 |
14,193 |
71,161 |
+2,992 |
| Dec07 |
070918 |
226.30 |
226.68 |
226.30 |
226.68 |
+1.71 |
6,431 |
44,631 |
+56 |
| Jan08 |
070918 |
226.88 |
226.88 |
226.88 |
226.88 |
+1.81 |
3,995 |
24,544 |
+53 |
| Feb08 |
070918 |
224.98 |
224.98 |
224.98 |
224.98 |
+1.86 |
808 |
13,152 |
+49 |
| Mar08 |
070918 |
221.78 |
221.78 |
221.78 |
221.78 |
+1.71 |
772 |
7,609 |
-11 |
| Apr08 |
070918 |
217.18 |
217.18 |
217.18 |
217.18 |
+1.71 |
638 |
6,843 |
+128 |
| May08 |
070918 |
212.78 |
212.78 |
212.78 |
212.78 |
+1.76 |
102 |
3,265 |
-33 |
| Jun08 |
070918 |
210.13 |
210.13 |
210.13 |
210.13 |
+1.81 |
1,767 |
11,639 |
+633 |
| Jul08 |
070918 |
209.38 |
209.38 |
209.38 |
209.38 |
+1.76 |
18 |
1,680 |
+4 |
| Aug08 |
070918 |
208.50 |
209.63 |
208.50 |
209.63 |
+1.71 |
5 |
836 |
+3 |
| Sep08 |
070918 |
210.93 |
210.93 |
210.93 |
210.93 |
+1.56 |
161 |
541 |
+81 |
| Total Volume and Open Interest |
60,202 |
240,760 |
+6,983 |
| Gasoline(NYMEX) |
| Oct07 |
070918 |
205.16 |
208.05 |
202.26 |
206.03 |
+1.61 |
39,376 |
48,088 |
-2,098 |
| Nov07 |
070918 |
202.80 |
205.80 |
200.68 |
203.91 |
+1.34 |
25,178 |
61,087 |
+7,054 |
| Dec07 |
070918 |
202.00 |
204.25 |
199.83 |
202.81 |
+1.29 |
8,195 |
26,310 |
+361 |
| Jan08 |
070918 |
202.62 |
203.71 |
200.97 |
203.71 |
+1.39 |
2,637 |
14,526 |
+449 |
| Feb08 |
070918 |
203.50 |
205.24 |
202.50 |
205.21 |
+1.44 |
2,112 |
7,621 |
+252 |
| Mar08 |
070918 |
204.25 |
206.76 |
204.25 |
206.76 |
+1.49 |
1,816 |
9,502 |
+489 |
| Apr08 |
070918 |
215.96 |
219.00 |
215.91 |
218.16 |
+1.49 |
721 |
7,229 |
+169 |
| May08 |
070918 |
218.07 |
218.86 |
217.32 |
218.86 |
+1.44 |
507 |
3,262 |
-4 |
| Jun08 |
070918 |
218.76 |
218.76 |
218.76 |
218.76 |
+1.34 |
385 |
4,864 |
+180 |
| Jul08 |
070918 |
217.21 |
217.21 |
217.21 |
217.21 |
+1.29 |
97 |
1,677 |
+17 |
| Total Volume and Open Interest |
81,532 |
190,025 |
+6,884 |
| e-MiNY RBOB Gasoline(NYMEX) |
| Oct07 |
070918 |
206.03 |
206.03 |
206.03 |
206.03 |
+1.61 |
0 |
1 |
+0 |
| Nov07 |
070918 |
203.91 |
203.91 |
203.91 |
203.91 |
+1.34 |
|
|
|
| Dec07 |
070918 |
202.81 |
202.81 |
202.81 |
202.81 |
+1.29 |
0 |
1 |
+0 |
| Jan08 |
070918 |
203.71 |
203.71 |
203.71 |
203.71 |
+1.39 |
|
|
|
| Total Volume and Open Interest |
0 |
2 |
+0 |
| Natural Gas(NYM) |
| Oct07 |
070918 |
6.385 |
6.570 |
6.195 |
6.568 |
-0.085 |
61,989 |
72,433 |
-6,469 |
| Nov07 |
070918 |
7.000 |
7.228 |
6.950 |
7.228 |
-0.089 |
25,467 |
124,355 |
+2,250 |
| Dec07 |
070918 |
7.690 |
7.858 |
7.600 |
7.858 |
-0.074 |
9,429 |
54,725 |
+1,270 |
| Jan08 |
070918 |
8.055 |
8.188 |
7.975 |
8.188 |
-0.084 |
6,744 |
51,918 |
-234 |
| Feb08 |
070918 |
8.075 |
8.208 |
7.995 |
8.208 |
-0.084 |
3,488 |
35,560 |
+327 |
| Mar08 |
070918 |
7.880 |
8.020 |
7.875 |
8.018 |
-0.079 |
4,869 |
47,978 |
-530 |
| Apr08 |
070918 |
7.500 |
7.600 |
7.500 |
7.588 |
-0.059 |
3,569 |
36,760 |
+375 |
| May08 |
070918 |
7.485 |
7.608 |
7.485 |
7.608 |
-0.061 |
979 |
27,909 |
+200 |
| Jun08 |
070918 |
7.680 |
7.680 |
7.680 |
7.680 |
-0.061 |
246 |
17,347 |
+36 |
| Jul08 |
070918 |
7.765 |
7.765 |
7.765 |
7.765 |
-0.061 |
111 |
12,861 |
+57 |
| Aug08 |
070918 |
7.833 |
7.833 |
7.833 |
7.833 |
-0.057 |
64 |
11,153 |
+17 |
| Sep08 |
070918 |
7.750 |
7.863 |
7.750 |
7.863 |
-0.057 |
783 |
8,278 |
+430 |
| Oct08 |
070918 |
7.948 |
7.948 |
7.948 |
7.948 |
-0.059 |
1,023 |
30,780 |
+63 |
| Nov08 |
070918 |
8.363 |
8.363 |
8.363 |
8.363 |
-0.069 |
23 |
16,043 |
+11 |
| Dec08 |
070918 |
8.773 |
8.773 |
8.773 |
8.773 |
-0.079 |
394 |
14,249 |
-48 |
| Jan09 |
070918 |
8.900 |
9.038 |
8.900 |
9.038 |
-0.084 |
484 |
31,967 |
-26 |
| Total Volume and Open Interest |
120,446 |
798,882 |
+226 |
| Brent Crude Oil(ICE) |
| Nov07 |
070918 |
77.20 |
78.60 |
76.29 |
77.59 |
+0.61 |
108,224 |
183,411 |
+0 |
| Dec07 |
070918 |
77.36 |
78.70 |
76.41 |
77.66 |
+0.54 |
97,307 |
166,913 |
+0 |
| Jan08 |
070918 |
77.25 |
78.28 |
76.36 |
77.52 |
+0.47 |
23,037 |
40,523 |
+0 |
| Feb08 |
070918 |
76.95 |
77.79 |
76.45 |
77.28 |
+0.42 |
8,416 |
19,972 |
+0 |
| Mar08 |
070918 |
76.78 |
77.08 |
76.11 |
77.01 |
+0.39 |
2,777 |
18,329 |
+638 |
| Apr08 |
070918 |
76.55 |
76.69 |
75.95 |
76.69 |
+0.34 |
818 |
15,953 |
+475 |
| May08 |
070918 |
76.12 |
76.36 |
76.12 |
76.36 |
+0.29 |
0 |
9,191 |
+112 |
| Jun08 |
070918 |
75.80 |
76.02 |
75.25 |
76.02 |
+0.23 |
2,877 |
34,636 |
-75 |
| Jul08 |
070918 |
75.77 |
75.77 |
75.77 |
75.77 |
+0.21 |
0 |
5,742 |
+0 |
| Aug08 |
070918 |
75.53 |
75.53 |
75.53 |
75.53 |
+0.20 |
0 |
3,320 |
+0 |
| Sep08 |
070918 |
75.20 |
75.29 |
75.20 |
75.29 |
+0.18 |
0 |
3,695 |
+0 |
| Oct08 |
070918 |
75.05 |
75.05 |
75.05 |
75.05 |
+0.15 |
0 |
4,417 |
+0 |
| Nov08 |
070918 |
74.79 |
74.79 |
74.79 |
74.79 |
+0.10 |
0 |
3,417 |
+0 |
| Dec08 |
070918 |
74.26 |
75.10 |
73.85 |
74.54 |
+0.06 |
8,130 |
47,661 |
-362 |
| Total Volume and Open Interest |
16,701 |
239,271 |
-407,891 |
| Gas Oil(ICE) |
| Oct07 |
070918 |
699.75 |
710.00 |
691.25 |
697.50 |
+3.00 |
38,681 |
99,228 |
-4,646 |
| Nov07 |
070918 |
696.00 |
705.00 |
688.00 |
693.75 |
+3.00 |
26,826 |
69,637 |
+3,626 |
| Dec07 |
070918 |
692.00 |
700.50 |
684.50 |
689.75 |
+2.75 |
9,772 |
53,901 |
+1,483 |
| Jan08 |
070918 |
692.50 |
699.00 |
683.50 |
688.75 |
+2.75 |
3,530 |
37,484 |
-309 |
| Feb08 |
070918 |
681.75 |
687.50 |
678.75 |
682.75 |
+2.50 |
235 |
16,597 |
-56 |
| Mar08 |
070918 |
678.00 |
679.75 |
671.75 |
675.50 |
+2.25 |
267 |
10,261 |
+64 |
| Apr08 |
070918 |
665.75 |
670.75 |
665.75 |
666.75 |
+1.50 |
161 |
4,629 |
+100 |
| May08 |
070918 |
658.50 |
658.50 |
658.50 |
658.50 |
+1.25 |
50 |
7,751 |
+33 |
| Jun08 |
070918 |
656.00 |
657.25 |
652.25 |
653.25 |
+1.25 |
247 |
30,793 |
-94 |
| Jul08 |
070918 |
653.00 |
653.00 |
653.00 |
653.00 |
-2.50 |
0 |
3,936 |
+0 |
| Total Volume and Open Interest |
600 |
18,839 |
-346,851 |
| US Dollar Index(NYBOT) |
| Dec07 |
070918 |
79.495 |
79.650 |
79.060 |
79.060 |
-0.480 |
2,583 |
34,318 |
+546 |
| Mar08 |
070918 |
79.450 |
79.450 |
78.990 |
78.990 |
-0.480 |
128 |
2,727 |
+40 |
| Jun08 |
070918 |
78.960 |
78.960 |
78.960 |
78.960 |
-0.480 |
1 |
417 |
+1 |
| Total Volume and Open Interest |
3,058 |
40,434 |
+2,334 |
| Australian Dollar(CME) |
| Sep07 |
070917 |
83.95 |
83.95 |
83.95 |
83.95 |
-0.33 |
1,128 |
60,933 |
-3,295 |
| Dec07 |
070918 |
83.28 |
84.68 |
83.24 |
84.66 |
+1.55 |
996 |
55,272 |
-109 |
| Mar08 |
070918 |
84.30 |
84.30 |
84.30 |
84.30 |
+1.59 |
0 |
157 |
+0 |
| Total Volume and Open Interest |
1,361 |
116,217 |
+1,242 |
| British Pound(CME) |
| Sep07 |
070917 |
200.24 |
200.24 |
200.24 |
200.24 |
-0.72 |
1,085 |
59,329 |
-8,366 |
| Dec07 |
070918 |
199.02 |
200.80 |
199.00 |
200.80 |
+1.89 |
7,043 |
81,192 |
-1,507 |
| Mar08 |
070918 |
200.26 |
200.26 |
200.26 |
200.26 |
+1.87 |
0 |
50 |
+2 |
| Total Volume and Open Interest |
8,263 |
139,786 |
-9,009 |
| Canadian Dollar(CME) |
| Sep07 |
070918 |
97.80 |
97.80 |
97.80 |
97.80 |
+0.50 |
762 |
38,146 |
-1,713 |
| Dec07 |
070918 |
97.66 |
98.42 |
97.66 |
98.42 |
+1.04 |
3,004 |
121,028 |
+2,996 |
| Mar08 |
070918 |
97.91 |
98.44 |
97.91 |
98.44 |
+1.03 |
1 |
1,205 |
+12 |
| Jun08 |
070918 |
98.44 |
98.44 |
98.44 |
98.44 |
+1.03 |
0 |
353 |
+0 |
| Total Volume and Open Interest |
3,773 |
161,118 |
+11,037 |
| Japanese Yen(CME) |
| Sep07 |
070917 |
86.76 |
86.76 |
86.76 |
86.76 |
-0.08 |
3,003 |
156,273 |
-8,095 |
| Dec07 |
070918 |
87.51 |
87.59 |
87.19 |
87.35 |
-0.49 |
101,209 |
132,425 |
-6,538 |
| Mar08 |
070918 |
88.21 |
88.21 |
88.21 |
88.21 |
-0.53 |
0 |
514 |
+0 |
| Total Volume and Open Interest |
104,021 |
303,304 |
-13,409 |
| Swiss Franc(CME) |
| Sep07 |
070917 |
84.23 |
84.23 |
84.23 |
84.23 |
+0.10 |
4,821 |
87,352 |
-7,300 |
| Dec07 |
070918 |
84.77 |
85.20 |
84.74 |
85.20 |
+0.35 |
1,038 |
61,456 |
+3,436 |
| Mar08 |
070918 |
85.31 |
85.67 |
85.31 |
85.67 |
+0.33 |
0 |
32 |
+0 |
| Total Volume and Open Interest |
1,452 |
148,676 |
+3,305 |
| EuroFX(CME) |
| Sep07 |
070917 |
138.75 |
138.75 |
138.75 |
138.75 |
unch |
10,092 |
92,657 |
-18,557 |
| Dec07 |
070918 |
138.97 |
139.98 |
138.96 |
139.98 |
+0.99 |
1,711 |
191,317 |
+4,446 |
| Mar08 |
070918 |
140.10 |
140.10 |
140.10 |
140.10 |
+0.94 |
82 |
956 |
-15 |
| Total Volume and Open Interest |
3,030 |
281,805 |
+10,947 |
| Mexican Peso(CME) |
| Sep07 |
070917 |
897.2 |
897.2 |
897.2 |
897.2 |
-1.5 |
9,612 |
54,205 |
-10,310 |
| Oct07 |
070918 |
904.5 |
904.5 |
904.5 |
904.5 |
+8.0 |
0 |
68 |
+0 |
| Total Volume and Open Interest |
5,819 |
125,372 |
+131 |
| 30-Year T-Bonds(CBOT) |
| Sep07 |
070918 |
113~02 |
113~23 |
112~05 |
112~25 |
-0~07 |
13,352 |
20,923 |
-23,556 |
| Dec07 |
070918 |
112~31 |
113~03 |
111~27 |
112~18 |
-0~10 |
199,595 |
888,694 |
+6,273 |
| Mar08 |
070918 |
112~26 |
112~26 |
112~00 |
112~16 |
-0~10 |
14 |
1,413 |
+7 |
| Total Volume and Open Interest |
212,961 |
911,186 |
-9,567 |
| 10-Year T-Notes(CBOT) |
| Sep07 |
070918 |
110~025 |
110~110 |
109~225 |
110~055 |
+0~035 |
25,825 |
64,210 |
-23,179 |
| Dec07 |
070918 |
109~245 |
110~030 |
109~115 |
109~275 |
+0~030 |
795,654 |
2,177,792 |
+28,086 |
| Mar08 |
070918 |
109~040 |
109~190 |
109~040 |
109~135 |
+0~015 |
1,689 |
4,488 |
+563 |
| Total Volume and Open Interest |
823,168 |
2,246,504 |
+20,306 |
| 5-Year T-Notes(CBOT) |
| Sep07 |
070918 |
107~130 |
107~130 |
107~130 |
107~130 |
+0~075 |
12,179 |
0 |
+0 |
| Dec07 |
070918 |
106~305 |
107~135 |
106~260 |
107~085 |
+0~070 |
376,574 |
0 |
+0 |
| Mar08 |
070918 |
107~085 |
107~085 |
107~085 |
107~085 |
+0~070 |
|
|
|
| Total Volume and Open Interest |
388,753 |
|
|
| 2 Year T-Notes(CBOT) |
| Sep07 |
070918 |
103~053 |
103~053 |
103~053 |
103~053 |
+0~021 |
0 |
20,415 |
-2,804 |
| Dec07 |
070918 |
103~036 |
103~064 |
103~025 |
103~062 |
+0~018 |
2,917 |
834,752 |
-5,908 |
| Total Volume and Open Interest |
2,917 |
855,167 |
-6,117 |
| Eurodollars(CME) |
| Dec07 |
070918 |
95.075 |
95.285 |
95.045 |
95.285 |
+0.195 |
36,913 |
1,639,243 |
+1,042 |
| Mar08 |
070918 |
95.390 |
95.610 |
95.365 |
95.605 |
+0.170 |
19,868 |
1,577,907 |
-21,900 |
| Jun08 |
070918 |
95.515 |
95.715 |
95.485 |
95.715 |
+0.150 |
15,253 |
1,415,536 |
+172 |
| Sep08 |
070918 |
95.560 |
95.740 |
95.535 |
95.740 |
+0.130 |
10,622 |
1,162,383 |
+48,920 |
| Dec08 |
070918 |
95.560 |
95.715 |
95.535 |
95.700 |
+0.105 |
18,241 |
1,133,645 |
+11,134 |
| Mar09 |
070918 |
95.505 |
95.620 |
95.475 |
95.620 |
+0.085 |
16,120 |
699,159 |
+3,843 |
| Jun09 |
070918 |
95.420 |
95.535 |
95.390 |
95.525 |
+0.070 |
12,728 |
487,958 |
-2,548 |
| Sep09 |
070918 |
95.345 |
95.440 |
95.320 |
95.440 |
+0.065 |
13,950 |
347,724 |
+12,563 |
| Dec09 |
070918 |
95.275 |
95.350 |
95.250 |
95.350 |
+0.050 |
5,590 |
251,586 |
-2,438 |
| Mar10 |
070918 |
95.210 |
95.285 |
95.195 |
95.285 |
+0.035 |
14,461 |
186,773 |
+8,230 |
| Jun10 |
070918 |
95.150 |
95.225 |
95.135 |
95.215 |
+0.025 |
4,129 |
139,449 |
+1,572 |
| Sep10 |
070918 |
95.115 |
95.155 |
95.075 |
95.155 |
+0.020 |
10,847 |
107,789 |
+1,520 |
| Dec10 |
070918 |
95.065 |
95.105 |
95.035 |
95.085 |
+0.015 |
7,690 |
107,220 |
-2,950 |
| Mar11 |
070918 |
95.020 |
95.035 |
94.995 |
95.035 |
+0.010 |
7,266 |
97,713 |
+1,318 |
| Jun11 |
070918 |
94.960 |
94.985 |
94.935 |
94.975 |
+0.010 |
3,065 |
87,896 |
+83 |
| Sep11 |
070918 |
94.910 |
94.920 |
94.885 |
94.920 |
+0.005 |
2,836 |
76,549 |
+951 |
| Dec11 |
070918 |
94.825 |
94.855 |
94.820 |
94.855 |
+0.005 |
2,502 |
59,323 |
+12 |
| Mar12 |
070918 |
94.785 |
94.805 |
94.755 |
94.805 |
+0.005 |
1,807 |
47,249 |
+467 |
| Total Volume and Open Interest |
211,090 |
9,952,241 |
-1,401,219 |
| 30 Day Federal Funds(CBOT) |
| Sep07 |
070918 |
94.990 |
95.080 |
94.990 |
95.070 |
+0.060 |
543 |
108,764 |
+57 |
| Oct07 |
070918 |
3.355 |
3.535 |
3.340 |
3.535 |
+0.160 |
517 |
114,633 |
+7,831 |
| Nov07 |
070918 |
3.550 |
3.725 |
3.535 |
3.725 |
+0.160 |
423 |
108,400 |
+2,688 |
| Dec07 |
070918 |
3.645 |
3.835 |
3.635 |
3.835 |
+0.175 |
485 |
64,449 |
+2,232 |
| Jan08 |
070918 |
3.700 |
3.890 |
3.695 |
3.890 |
+0.180 |
12 |
27,916 |
-376 |
| Feb08 |
070918 |
3.785 |
4.010 |
3.785 |
4.010 |
+0.200 |
0 |
17,356 |
+3,388 |
| Total Volume and Open Interest |
1,980 |
449,891 |
+25,296 |
| 30 Day Fed Funds(e-CBOT) |
| Sep07 |
070918 |
95.000 |
95.200 |
94.980 |
95.070 |
+0.070 |
19,090 |
0 |
+0 |
| Oct07 |
070918 |
95.115 |
95.290 |
95.085 |
95.280 |
+0.155 |
24,882 |
0 |
+0 |
| Nov07 |
070918 |
95.310 |
95.530 |
95.275 |
95.450 |
+0.130 |
9,300 |
0 |
+0 |
| Dec07 |
070918 |
95.400 |
95.595 |
95.350 |
95.570 |
+0.165 |
4,430 |
0 |
+0 |
| Jan08 |
070918 |
95.455 |
95.655 |
95.435 |
95.645 |
+0.180 |
4,822 |
0 |
+0 |
| Feb08 |
070918 |
95.540 |
95.770 |
95.530 |
95.740 |
+0.180 |
4,543 |
0 |
+0 |
| Total Volume and Open Interest |
67,226 |
|
|
| 3-Mth Euro-Yen(CME) |
| Sep07 |
070914 |
99.16 |
99.16 |
99.16 |
99.16 |
-0.01 |
653 |
19,764 |
-356 |
| Dec07 |
070918 |
99.21 |
99.21 |
99.21 |
99.21 |
unch |
92 |
12,796 |
+181 |
| Mar08 |
070918 |
99.20 |
99.20 |
99.20 |
99.20 |
+0.01 |
0 |
5,590 |
-16 |
| Jun08 |
070918 |
99.14 |
99.14 |
99.14 |
99.14 |
-0.03 |
0 |
3,788 |
+26 |
| Sep08 |
070918 |
99.08 |
99.09 |
99.08 |
99.09 |
-0.02 |
0 |
3,170 |
+36 |
| Dec08 |
070918 |
99.02 |
99.02 |
99.02 |
99.02 |
-0.01 |
0 |
1,509 |
+0 |
| Mar09 |
070918 |
98.95 |
98.95 |
98.95 |
98.95 |
-0.01 |
0 |
157 |
+0 |
| Jun09 |
070918 |
98.87 |
98.87 |
98.87 |
98.87 |
-0.02 |
0 |
100 |
+0 |
| Sep09 |
070918 |
98.79 |
98.79 |
98.79 |
98.79 |
-0.02 |
|
|
|
| Dec09 |
070918 |
98.70 |
98.70 |
98.70 |
98.70 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
92 |
27,110 |
-19,188 |
| 3-Mth Euro-Yen(SGX) |
| Dec07 |
070918 |
99.20 |
99.21 |
99.20 |
99.21 |
0.00 |
1,065 |
60,779 |
+753 |
| Mar08 |
070918 |
99.18 |
99.18 |
99.18 |
99.18 |
-0.01 |
602 |
42,158 |
+45 |
| Jun08 |
070918 |
99.15 |
99.16 |
99.15 |
99.16 |
0.00 |
51 |
17,246 |
-57 |
| Sep08 |
070918 |
99.09 |
99.10 |
99.09 |
99.10 |
-0.01 |
150 |
21,534 |
+84 |
| Dec08 |
070918 |
99.02 |
99.02 |
99.02 |
99.02 |
-0.01 |
1 |
9,162 |
-199 |
| Mar09 |
070918 |
98.94 |
98.95 |
98.94 |
98.95 |
-0.01 |
0 |
4,536 |
+0 |
| Jun09 |
070918 |
98.88 |
98.88 |
98.88 |
98.88 |
0.00 |
0 |
1,168 |
+0 |
| Sep09 |
070918 |
98.79 |
98.79 |
98.79 |
98.79 |
0.00 |
0 |
200 |
+0 |
| Total Volume and Open Interest |
1,869 |
159,233 |
-71,770 |
| Japanese Gov't Bonds(SGX) |
| Dec07 |
070918 |
135.87 |
136.25 |
135.87 |
136.09 |
+0.26 |
2,609 |
41,804 |
-750 |
| Mar08 |
070918 |
136.09 |
136.09 |
136.09 |
136.09 |
+0.26 |
|
|
|
| Jun08 |
070918 |
136.09 |
136.09 |
136.09 |
136.09 |
+0.26 |
|
|
|
| Total Volume and Open Interest |
2,609 |
41,804 |
-750 |
| Euro-Bund(EUREX) |
| Dec07 |
070918 |
114.30 |
114.32 |
113.47 |
113.64 |
-0.42 |
1,248,825 |
1,379,961 |
+84,102 |
| Mar08 |
070918 |
114.08 |
114.14 |
113.95 |
114.10 |
-0.40 |
802 |
434 |
+20 |
| Jun08 |
070918 |
114.16 |
114.16 |
114.16 |
114.16 |
-0.39 |
|
|
|
| Total Volume and Open Interest |
1,118,403 |
1,293,031 |
-87,364 |
| Euro-Bobl(EUREX) |
| Dec07 |
070918 |
108.37 |
108.39 |
107.84 |
107.91 |
-0.31 |
637,350 |
1,058,253 |
+46,931 |
| Mar08 |
070918 |
107.73 |
107.73 |
107.73 |
107.73 |
-0.31 |
332 |
0 |
+0 |
| Jun08 |
070918 |
42.83 |
42.83 |
42.83 |
42.83 |
+0.33 |
|
|
|
| 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 |
1,832 |
29,263 |
+347 |
| Dec07 |
070918 |
95.550 |
95.550 |
95.505 |
95.505 |
-0.055 |
550 |
14,243 |
-116 |
| Mar08 |
070918 |
95.725 |
95.740 |
95.680 |
95.685 |
-0.080 |
292 |
9,582 |
+146 |
| Total Volume and Open Interest |
2,570 |
64,344 |
-438 |
| Long Gilt(LIFFE) |
| Sep07 |
070918 |
108~12 |
108~12 |
107~18 |
107~20 |
-0~24 |
1,270 |
45,477 |
+823 |
| Dec07 |
070918 |
108~14 |
108~14 |
107~17 |
107~20 |
-0~25 |
74,766 |
326,894 |
-1,128 |
| Total Volume and Open Interest |
76,036 |
372,371 |
-7,464 |
| 3-Mth Short Sterling(LIFFE) |
| Sep07 |
070918 |
93.29 |
93.29 |
93.29 |
93.29 |
-0.01 |
92,325 |
471,155 |
-20,383 |
| Dec07 |
070918 |
93.84 |
93.84 |
93.84 |
93.84 |
-0.07 |
179,774 |
530,242 |
-5,025 |
| Mar08 |
070918 |
94.22 |
94.22 |
94.22 |
94.22 |
-0.13 |
212,511 |
487,371 |
+6,010 |
| Jun08 |
070918 |
94.37 |
94.37 |
94.37 |
94.37 |
-0.15 |
148,820 |
450,956 |
-19,471 |
| Sep08 |
070918 |
94.43 |
94.43 |
94.43 |
94.43 |
-0.14 |
101,448 |
312,736 |
-906 |
| Dec08 |
070918 |
94.46 |
94.46 |
94.46 |
94.46 |
-0.11 |
73,649 |
264,851 |
-2,788 |
| Total Volume and Open Interest |
897,795 |
2,935,925 |
-187,988 |
| 3-Mth Euribor(LIFFE) |
| Dec07 |
070918 |
95.545 |
95.580 |
95.495 |
95.505 |
-0.035 |
225,179 |
863,705 |
-15,141 |
| Mar08 |
070918 |
95.740 |
95.790 |
95.675 |
95.685 |
-0.045 |
211,023 |
595,246 |
-27,053 |
| Jun08 |
070918 |
95.805 |
95.850 |
95.715 |
95.725 |
-0.065 |
186,908 |
460,012 |
-9,337 |
| Total Volume and Open Interest |
1,086,146 |
4,223,035 |
-120,704 |
| 3-Mth Aus T-Bills(SFE) |
| Sep07 |
070913 |
92.90 |
92.92 |
92.88 |
92.92 |
unch |
32,992 |
49,585 |
-390,670 |
| Dec07 |
070918 |
93.10 |
93.13 |
93.09 |
93.10 |
-0.02 |
15,320 |
396,570 |
-17,663 |
| Mar08 |
070918 |
93.08 |
93.11 |
93.07 |
93.08 |
-0.02 |
6,604 |
218,621 |
+2,243 |
| Jun08 |
070918 |
93.09 |
93.12 |
93.08 |
93.10 |
-0.01 |
4,636 |
120,056 |
+3,161 |
| Sep08 |
070918 |
93.12 |
93.14 |
93.11 |
93.12 |
-0.02 |
2,031 |
59,695 |
+1,065 |
| Dec08 |
070918 |
93.15 |
93.16 |
93.14 |
93.14 |
-0.02 |
586 |
43,389 |
+504 |
| Mar09 |
070918 |
93.17 |
93.18 |
93.16 |
93.17 |
-0.02 |
292 |
34,185 |
+169 |
| Jun09 |
070918 |
93.17 |
93.17 |
93.16 |
93.16 |
-0.03 |
531 |
21,292 |
+8 |
| Sep09 |
070918 |
93.17 |
93.18 |
93.16 |
93.16 |
-0.03 |
533 |
3,656 |
+484 |
| Dec09 |
070918 |
93.17 |
93.17 |
93.17 |
93.17 |
-0.03 |
1 |
638 |
+0 |
| Total Volume and Open Interest |
30,537 |
898,287 |
-10,029 |
| 10-Year Aus T-Bonds(SFE) |
| Dec07 |
070918 |
94.08 |
94.11 |
94.06 |
94.08 |
-0.02 |
36,953 |
420,163 |
+32,503 |
| Mar08 |
070918 |
94.08 |
94.08 |
94.08 |
94.08 |
|
|
|
|
| 3-Year Aus T-Bonds(SFE) |
| Dec07 |
070918 |
93.82 |
93.85 |
93.79 |
93.81 |
-0.03 |
79,554 |
479,367 |
+96,835 |
| Mar08 |
070918 |
93.81 |
93.81 |
93.81 |
93.81 |
|
|
|
|
| Gold(CMX) |
| Oct07 |
070918 |
720.8 |
720.8 |
715.0 |
717.0 |
-0.1 |
1,862 |
29,074 |
-48 |
| Dec07 |
070918 |
727.9 |
728.2 |
720.3 |
723.7 |
-0.1 |
78,796 |
242,628 |
-325 |
| Feb08 |
070918 |
733.5 |
735.0 |
725.5 |
729.9 |
-0.1 |
1,542 |
17,924 |
-389 |
| Apr08 |
070918 |
735.8 |
735.8 |
735.8 |
735.8 |
-0.2 |
116 |
16,945 |
+21 |
| Jun08 |
070918 |
741.5 |
741.5 |
741.5 |
741.5 |
-0.2 |
934 |
15,316 |
+9 |
| Aug08 |
070918 |
747.0 |
747.0 |
747.0 |
747.0 |
-0.2 |
1,605 |
10,794 |
+1,313 |
| Oct08 |
070918 |
752.6 |
752.6 |
752.6 |
752.6 |
-0.1 |
8 |
1,585 |
+0 |
| Dec08 |
070918 |
759.5 |
759.5 |
756.0 |
758.1 |
-0.1 |
1,342 |
15,587 |
-487 |
| Feb09 |
070918 |
763.9 |
763.9 |
763.9 |
763.9 |
-0.1 |
250 |
11,864 |
+175 |
| Apr09 |
070918 |
769.5 |
769.5 |
769.5 |
769.5 |
-0.1 |
50 |
1,725 |
+0 |
| Jun09 |
070918 |
775.2 |
775.2 |
775.2 |
775.2 |
-0.1 |
135 |
11,523 |
+122 |
| Total Volume and Open Interest |
87,748 |
387,394 |
+998 |
| Silver(CMX) |
| Sep07 |
070918 |
1276.7 |
1276.7 |
1276.7 |
1276.7 |
+2.8 |
155 |
159 |
+32 |
| Dec07 |
070918 |
1302.0 |
1305.0 |
1283.0 |
1292.5 |
+2.5 |
15,966 |
73,705 |
+845 |
| Mar08 |
070918 |
1322.0 |
1322.0 |
1309.6 |
1309.6 |
+2.6 |
532 |
8,032 |
+90 |
| May08 |
070918 |
1320.3 |
1320.3 |
1320.3 |
1320.3 |
+2.6 |
16 |
5,211 |
+3 |
| Jul08 |
070918 |
1331.0 |
1331.0 |
1331.0 |
1331.0 |
+2.6 |
18 |
4,951 |
+14 |
| Sep08 |
070918 |
1340.5 |
1340.5 |
1340.5 |
1340.5 |
+2.9 |
3 |
1,205 |
+0 |
| Dec08 |
070918 |
1354.5 |
1354.5 |
1354.5 |
1354.5 |
+3.1 |
361 |
5,870 |
+302 |
| Total Volume and Open Interest |
17,083 |
108,140 |
+586 |
| Platinum(NYM) |
| Oct07 |
070918 |
1308.5 |
1309.0 |
1305.0 |
1306.7 |
+4.1 |
1,261 |
8,657 |
-110 |
| Jan08 |
070918 |
1315.0 |
1315.2 |
1310.0 |
1315.2 |
+3.1 |
422 |
3,521 |
+193 |
| Apr08 |
070918 |
1326.6 |
1326.6 |
1326.6 |
1326.6 |
+3.1 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
1,683 |
12,180 |
+208 |
| Palladium(NYME) |
| Sep07 |
070918 |
331.70 |
331.70 |
331.70 |
331.70 |
+0.35 |
7 |
16 |
-7 |
| Dec07 |
070918 |
333.00 |
335.75 |
333.00 |
335.70 |
+0.35 |
602 |
12,911 |
-77 |
| Mar08 |
070918 |
340.45 |
340.45 |
340.45 |
340.45 |
+0.35 |
0 |
831 |
+0 |
| Total Volume and Open Interest |
611 |
15,850 |
-20 |
| Copper(CMX) |
| Sep07 |
070918 |
341.00 |
344.25 |
341.00 |
344.25 |
+2.50 |
415 |
1,123 |
-198 |
| Dec07 |
070918 |
341.20 |
345.50 |
340.50 |
344.80 |
+2.80 |
6,643 |
51,656 |
+347 |
| Mar08 |
070918 |
339.75 |
342.95 |
339.75 |
342.95 |
+2.70 |
214 |
8,001 |
+116 |
| May08 |
070918 |
340.30 |
340.30 |
340.30 |
340.30 |
+2.80 |
12 |
1,158 |
-2 |
| Jul08 |
070918 |
336.90 |
336.90 |
336.90 |
336.90 |
+2.90 |
6 |
550 |
+4 |
| Total Volume and Open Interest |
7,630 |
70,424 |
+1,066 |
| Aluminum(CMX) |
| Sep07 |
070918 |
105.00 |
105.00 |
105.00 |
105.00 |
+0.50 |
|
|
|
| Oct07 |
070918 |
105.75 |
105.75 |
105.75 |
105.75 |
+0.50 |
|
|
|
| Nov07 |
070918 |
106.50 |
106.50 |
106.50 |
106.50 |
+0.50 |
|
|
|
| Dec07 |
070918 |
107.25 |
107.25 |
107.25 |
107.25 |
+0.50 |
|
|
|
| Jan08 |
070918 |
107.25 |
107.25 |
107.25 |
107.25 |
+0.50 |
|
|
|
| Feb08 |
070918 |
107.25 |
107.25 |
107.25 |
107.25 |
+0.50 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| DJIA Index(CBOT) |
| Sep07 |
070918 |
13470 |
13745 |
13460 |
13739 |
+332 |
4,040 |
31,370 |
-776 |
| Dec07 |
070918 |
13570 |
13850 |
13535 |
13835 |
+332 |
6,509 |
15,013 |
+3,218 |
| Mar08 |
070918 |
13940 |
13940 |
13940 |
13940 |
+332 |
0 |
6 |
+0 |
| Jun08 |
070918 |
14016 |
14016 |
14016 |
14016 |
+332 |
|
|
|
| Total Volume and Open Interest |
10,549 |
46,389 |
+2,655 |
| S & P 500(CME) |
| Sep07 |
070918 |
1484.00 |
1520.50 |
1479.50 |
1520.10 |
+43.20 |
83,145 |
281,586 |
-36,939 |
| Dec07 |
070918 |
1497.10 |
1533.10 |
1492.70 |
1533.10 |
+43.30 |
93,447 |
455,900 |
+50,487 |
| Mar08 |
070918 |
1543.70 |
1543.70 |
1543.70 |
1543.70 |
+43.10 |
0 |
7,620 |
-172 |
| Jun08 |
070918 |
1554.40 |
1554.40 |
1554.40 |
1554.40 |
+42.80 |
0 |
297 |
+0 |
| Total Volume and Open Interest |
176,592 |
748,576 |
+24,509 |
| S & P 500 E-Mini(Globex) |
| Sep07 |
070918 |
1477.50 |
1521.00 |
1472.25 |
1520.00 |
+43.00 |
399,674 |
1,551,695 |
-119,361 |
| Dec07 |
070918 |
1490.25 |
1534.25 |
1485.00 |
1533.00 |
+43.25 |
1,352,000 |
1,073,160 |
+185,637 |
| Total Volume and Open Interest |
1,751,674 |
2,624,856 |
+167,034 |
| NASDAQ 100(CME) |
| Sep07 |
070918 |
1996.00 |
2036.50 |
1991.00 |
2035.80 |
+53.30 |
8,436 |
62,617 |
-603 |
| Dec07 |
070918 |
2021.00 |
2059.30 |
2010.00 |
2059.30 |
+53.30 |
8,833 |
19,945 |
+4,288 |
| Mar08 |
070918 |
2082.50 |
2082.50 |
2082.50 |
2082.50 |
+53.20 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
17,269 |
82,583 |
+4,524 |
| NASDAQ 100 E-Mini(Globex) |
| Sep07 |
070918 |
1982.50 |
2037.50 |
1978.00 |
2035.80 |
+53.30 |
91,905 |
375,178 |
-39,274 |
| Dec07 |
070918 |
2007.00 |
2061.30 |
2001.30 |
2059.30 |
+53.30 |
293,000 |
155,876 |
+33,249 |
| Total Volume and Open Interest |
384,905 |
531,054 |
+13,497 |
| S & P Midcap 400(CME) |
| Sep07 |
070918 |
862.50 |
882.40 |
862.00 |
882.40 |
+24.45 |
1,364 |
5,270 |
-38 |
| Dec07 |
070918 |
870.25 |
891.20 |
867.75 |
891.20 |
+24.60 |
1,340 |
3,796 |
+1,354 |
| Mar08 |
070918 |
901.30 |
901.30 |
901.30 |
901.30 |
+24.60 |
|
|
|
| Total Volume and Open Interest |
2,704 |
9,066 |
+1,851 |
| Russell 2000(CME) |
| Sep07 |
070918 |
778.50 |
808.85 |
775.75 |
808.85 |
+33.55 |
6,695 |
48,954 |
-2,627 |
| Dec07 |
070918 |
785.00 |
814.00 |
781.00 |
814.00 |
+33.50 |
6,369 |
17,080 |
+5,527 |
| Mar08 |
070918 |
820.05 |
820.05 |
820.05 |
820.05 |
+33.50 |
0 |
22 |
+0 |
| Total Volume and Open Interest |
13,064 |
66,066 |
+2,705 |
| Russell 2000 E-Mini(Globex) |
| Sep07 |
070918 |
775.90 |
809.60 |
775.90 |
808.90 |
+33.60 |
135,380 |
374,024 |
-83,433 |
| Dec07 |
070918 |
780.50 |
814.30 |
777.50 |
814.00 |
+33.50 |
265,000 |
344,742 |
+105,966 |
| Mar08 |
070918 |
820.10 |
820.10 |
820.10 |
820.10 |
+33.50 |
|
|
|
| Total Volume and Open Interest |
400,380 |
718,766 |
+16,603 |
| Value Line(KCBT) |
| Sep07 |
070918 |
2242.00 |
2242.00 |
2242.00 |
2242.00 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Nikkei 225(CME) |
| Dec07 |
070918 |
16005 |
16020 |
15745 |
15825 |
-280 |
93,366 |
198,969 |
+37,106 |
| Mar08 |
070918 |
15975 |
15980 |
15775 |
15775 |
-330 |
329 |
2 |
+0 |
| Total Volume and Open Interest |
93,709 |
199,012 |
+37,106 |
| Nikkei 225(SGX) |
| Dec07 |
070918 |
16005 |
16020 |
15745 |
15825 |
-280 |
93,366 |
198,969 |
+37,106 |
| Mar08 |
070918 |
15975 |
15980 |
15775 |
15775 |
-330 |
329 |
2 |
+0 |
| Jun08 |
070918 |
15720 |
15720 |
15720 |
15720 |
-330 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
93,709 |
199,012 |
+37,106 |
| CAC 40(EURONEXT) |
| Sep07 |
070918 |
5435.5 |
5561.5 |
5414.5 |
5550.5 |
+108.0 |
189,897 |
718,252 |
+43,232 |
| Oct07 |
070918 |
5453.0 |
5577.5 |
5436.0 |
5568.0 |
+108.0 |
48,878 |
46,411 |
+38,847 |
| Nov07 |
070918 |
5483.5 |
5575.5 |
5481.0 |
5575.5 |
+108.0 |
2 |
572 |
-2 |
| Total Volume and Open Interest |
250,860 |
783,760 |
+112,734 |
| Hang Seng Index(HKFE) |
| Sep07 |
070918 |
24492 |
24592 |
24335 |
24581 |
+111 |
44,878 |
127,894 |
+86 |
| Oct07 |
070918 |
24574 |
24673 |
24415 |
24673 |
+128 |
1,279 |
3,626 |
+342 |
| Total Volume and Open Interest |
46,311 |
133,677 |
+431 |
| DAX(EUREX) |
| Sep07 |
070918 |
7465.0 |
7700.0 |
7445.5 |
7581.5 |
+86.0 |
207,161 |
240,328 |
-27,195 |
| Dec07 |
070918 |
7550.5 |
7787.0 |
7533.5 |
7668.5 |
+86.5 |
46,013 |
75,470 |
+37,235 |
| Mar08 |
070918 |
7631.0 |
7863.0 |
7614.0 |
7750.5 |
+87.5 |
2,333 |
3,912 |
+722 |
| Total Volume and Open Interest |
255,507 |
319,710 |
+10,762 |
| FT-SE 100(EURONEXT) |
| Sep07 |
070918 |
6165.50 |
6325.00 |
6159.50 |
6278.50 |
+92.50 |
260,995 |
415,775 |
-54,031 |
| Dec07 |
070918 |
6231.00 |
6369.00 |
6226.00 |
6344.50 |
+92.00 |
145,319 |
186,098 |
+90,829 |
| Mar08 |
070918 |
6307.50 |
6364.00 |
6307.50 |
6364.00 |
+93.50 |
0 |
3,664 |
+0 |
| Total Volume and Open Interest |
406,314 |
605,548 |
+33,722 |
| SPI 200(SFE) |
| Sep07 |
070918 |
6246.0 |
6259.0 |
6165.0 |
6202.0 |
-64.0 |
70,799 |
358,442 |
+35,109 |
| Dec07 |
070918 |
6292.0 |
6308.0 |
6214.0 |
6251.0 |
-65.0 |
57,642 |
100,515 |
+58,508 |
| Mar08 |
070918 |
6260.0 |
6260.0 |
6260.0 |
6260.0 |
-65.0 |
1 |
1,225 |
+2 |
| Total Volume and Open Interest |
128,442 |
462,151 |
+93,612 |
| GSCI(CME) |
| Oct07 |
070918 |
530.60 |
530.60 |
530.50 |
530.50 |
-3.25 |
874 |
21,187 |
+555 |
| Nov07 |
070918 |
531.80 |
536.59 |
529.25 |
536.49 |
+2.74 |
8 |
8 |
+8 |
| Dec07 |
070918 |
537.20 |
537.20 |
537.20 |
537.20 |
|
|
|
|
| Reuters CRB Index(NYBOT) |
| Nov07 |
070918 |
434.50 |
436.90 |
433.50 |
436.90 |
+1.90 |
15 |
749 |
+1 |
| Jan08 |
070918 |
436.00 |
437.90 |
436.00 |
437.90 |
+1.90 |
0 |
415 |
+0 |
| Feb08 |
070918 |
435.00 |
436.90 |
435.00 |
436.90 |
+1.90 |
0 |
223 |
+0 |
| Total Volume and Open Interest |
17 |
1,415 |
+1,415 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|
