|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu September 20, 2007 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov07 |
070920 |
969.00 |
996.75 |
967.50 |
988.50 |
+17.50 |
90,449 |
290,546 |
-195 |
Jan08 |
070920 |
983.00 |
1012.00 |
983.00 |
1004.25 |
+18.25 |
14,410 |
60,832 |
+986 |
Mar08 |
070920 |
993.50 |
1020.00 |
992.00 |
1011.00 |
+16.00 |
9,106 |
39,869 |
+635 |
May08 |
070920 |
995.00 |
1019.00 |
994.00 |
1009.50 |
+14.50 |
3,080 |
31,408 |
-331 |
Jul08 |
070920 |
1000.00 |
1024.00 |
998.00 |
1014.25 |
+14.00 |
5,162 |
36,775 |
-667 |
Aug08 |
070920 |
982.50 |
1003.75 |
982.50 |
998.00 |
+13.00 |
26 |
841 |
+14 |
Sep08 |
070920 |
978.00 |
978.00 |
978.00 |
978.00 |
+18.00 |
0 |
526 |
+0 |
Nov08 |
070920 |
936.00 |
965.25 |
936.00 |
953.50 |
+14.00 |
6,197 |
60,366 |
+305 |
Jan09 |
070920 |
940.00 |
962.00 |
940.00 |
956.00 |
+16.50 |
23 |
620 |
+21 |
Jul09 |
070920 |
950.00 |
970.00 |
950.00 |
965.00 |
+15.00 |
16 |
280 |
+5 |
Total Volume and Open Interest |
128,548 |
528,820 |
+797 |
Soybean Meal(CBOT) |
Oct07 |
070920 |
267.00 |
277.90 |
266.30 |
275.30 |
+8.40 |
7,392 |
21,487 |
-2,061 |
Dec07 |
070920 |
273.00 |
284.00 |
271.70 |
281.20 |
+9.00 |
27,793 |
105,462 |
-1,430 |
Jan08 |
070920 |
274.40 |
286.00 |
274.20 |
283.10 |
+8.10 |
1,721 |
16,047 |
+88 |
Mar08 |
070920 |
279.30 |
288.50 |
279.30 |
286.50 |
+7.80 |
3,560 |
21,338 |
+663 |
May08 |
070920 |
284.10 |
287.00 |
281.50 |
284.20 |
+6.20 |
1,275 |
21,324 |
-46 |
Jul08 |
070920 |
280.00 |
289.00 |
280.00 |
285.60 |
+6.60 |
1,583 |
19,660 |
+429 |
Aug08 |
070920 |
282.00 |
283.00 |
278.50 |
278.50 |
+4.00 |
60 |
3,597 |
+17 |
Sep08 |
070920 |
271.40 |
275.00 |
271.00 |
271.00 |
+3.00 |
62 |
3,293 |
+10 |
Oct08 |
070920 |
261.00 |
261.20 |
259.00 |
259.50 |
+5.50 |
390 |
1,356 |
-32 |
Dec08 |
070920 |
254.10 |
264.90 |
254.10 |
260.00 |
+6.00 |
1,758 |
8,515 |
+358 |
Total Volume and Open Interest |
45,677 |
222,406 |
-2,004 |
Soybean Oil(CBOT) |
Oct07 |
070920 |
39.33 |
39.62 |
39.01 |
39.44 |
+0.16 |
4,090 |
25,633 |
-64 |
Dec07 |
070920 |
39.73 |
40.14 |
39.53 |
39.94 |
+0.24 |
27,563 |
165,960 |
+1,965 |
Jan08 |
070920 |
40.00 |
40.45 |
39.94 |
40.34 |
+0.37 |
2,030 |
21,624 |
-16 |
Mar08 |
070920 |
40.30 |
40.76 |
40.30 |
40.68 |
+0.35 |
2,688 |
20,148 |
+777 |
May08 |
070920 |
40.60 |
40.87 |
40.55 |
40.79 |
+0.39 |
826 |
14,000 |
+171 |
Jul08 |
070920 |
40.75 |
41.01 |
40.68 |
40.95 |
+0.27 |
1,089 |
14,974 |
-203 |
Aug08 |
070920 |
40.85 |
41.00 |
40.80 |
41.00 |
+0.40 |
4 |
1,324 |
+0 |
Sep08 |
070920 |
40.85 |
40.85 |
40.85 |
40.85 |
+0.25 |
0 |
638 |
+0 |
Oct08 |
070920 |
40.76 |
40.85 |
40.60 |
40.85 |
+0.25 |
71 |
1,227 |
+1 |
Dec08 |
070920 |
40.80 |
41.16 |
40.65 |
41.02 |
+0.27 |
829 |
15,875 |
+166 |
Total Volume and Open Interest |
39,196 |
281,407 |
+2,798 |
Canola(WCE) |
Corn(CBOT) |
Dec07 |
070920 |
357.50 |
375.50 |
357.00 |
369.25 |
+11.00 |
87,917 |
618,159 |
+4,500 |
Mar08 |
070920 |
372.50 |
391.00 |
372.50 |
385.25 |
+10.50 |
21,258 |
151,753 |
-1,089 |
May08 |
070920 |
384.50 |
400.50 |
384.50 |
394.50 |
+10.00 |
2,672 |
41,779 |
-84 |
Jul08 |
070920 |
392.25 |
409.75 |
392.25 |
403.50 |
+10.00 |
10,086 |
96,311 |
+737 |
Sep08 |
070920 |
398.00 |
414.00 |
398.00 |
408.00 |
+7.50 |
234 |
13,544 |
+52 |
Dec08 |
070920 |
407.75 |
421.00 |
407.50 |
416.25 |
+8.00 |
7,306 |
146,140 |
+668 |
Mar09 |
070920 |
417.00 |
426.50 |
417.00 |
424.25 |
+7.25 |
580 |
5,925 |
+469 |
May09 |
070920 |
427.00 |
429.00 |
427.00 |
429.00 |
+8.50 |
4 |
3 |
+2 |
Jul09 |
070920 |
425.00 |
435.00 |
425.00 |
430.50 |
+7.00 |
28 |
1,231 |
+5 |
Total Volume and Open Interest |
130,522 |
1,107,029 |
+5,380 |
Wheat(CBOT) |
Dec07 |
070920 |
845.50 |
863.00 |
839.00 |
850.00 |
+5.00 |
46,576 |
240,586 |
+399 |
Mar08 |
070920 |
849.25 |
867.25 |
845.25 |
854.25 |
+4.75 |
8,146 |
47,727 |
+501 |
May08 |
070920 |
735.00 |
746.00 |
735.00 |
743.50 |
+9.50 |
869 |
7,388 |
+187 |
Jul08 |
070920 |
596.25 |
613.00 |
596.00 |
612.00 |
+13.50 |
4,338 |
56,521 |
+969 |
Sep08 |
070920 |
602.00 |
614.00 |
602.00 |
614.00 |
+13.00 |
454 |
2,627 |
+271 |
Dec08 |
070920 |
607.00 |
618.00 |
607.00 |
617.00 |
+10.50 |
1,720 |
18,380 |
+829 |
Total Volume and Open Interest |
62,228 |
379,959 |
+3,217 |
Wheat(KCBT) |
Dec07 |
070920 |
828.50 |
845.50 |
826.75 |
834.00 |
+5.50 |
13,372 |
107,243 |
-2,392 |
Mar08 |
070920 |
828.50 |
845.00 |
827.00 |
835.00 |
+6.50 |
2,045 |
17,729 |
+415 |
May08 |
070920 |
755.50 |
764.00 |
725.00 |
752.00 |
+8.00 |
29 |
767 |
-4 |
Jul08 |
070920 |
605.50 |
620.00 |
605.50 |
619.50 |
+12.00 |
917 |
14,966 |
+154 |
Sep08 |
070920 |
610.00 |
622.00 |
610.00 |
622.00 |
+12.00 |
46 |
826 |
-4 |
Dec08 |
070920 |
617.25 |
623.00 |
617.25 |
622.00 |
+12.00 |
44 |
813 |
+11 |
Total Volume and Open Interest |
16,457 |
143,521 |
-1,819 |
Wheat(MGE) |
Sep07 |
070914 |
796.75 |
800.00 |
790.00 |
797.00 |
-1.00 |
13 |
13 |
-17 |
Dec07 |
070920 |
798.25 |
815.00 |
796.00 |
803.00 |
+4.75 |
6,130 |
47,874 |
-702 |
Mar08 |
070920 |
804.00 |
820.50 |
802.00 |
810.25 |
+5.50 |
1,472 |
12,178 |
+570 |
May08 |
070920 |
797.25 |
801.00 |
785.00 |
793.00 |
+3.00 |
115 |
980 |
-23 |
Jul08 |
070920 |
700.00 |
705.00 |
700.00 |
702.00 |
+2.00 |
116 |
873 |
+28 |
Total Volume and Open Interest |
7,912 |
65,607 |
-89 |
Oats(CBOT) |
Dec07 |
070920 |
276.00 |
286.75 |
275.50 |
282.25 |
+5.25 |
797 |
12,239 |
-188 |
Mar08 |
070920 |
291.00 |
295.50 |
288.50 |
291.00 |
+4.00 |
63 |
1,726 |
+29 |
May08 |
070920 |
295.00 |
299.00 |
292.00 |
292.00 |
unch |
0 |
162 |
+0 |
Jul08 |
070920 |
288.00 |
288.00 |
288.00 |
288.00 |
-0.50 |
0 |
43 |
+0 |
Total Volume and Open Interest |
860 |
14,179 |
-159 |
Rough Rice(CBOT) |
Nov07 |
070920 |
11.30 |
11.44 |
11.27 |
11.43 |
+0.13 |
791 |
11,859 |
-29 |
Jan08 |
070920 |
11.70 |
11.76 |
11.70 |
11.76 |
+0.13 |
257 |
1,646 |
+82 |
Mar08 |
070920 |
11.96 |
12.00 |
11.96 |
12.00 |
+0.10 |
128 |
1,140 |
+54 |
May08 |
070920 |
12.17 |
12.17 |
12.17 |
12.17 |
+0.06 |
0 |
245 |
+0 |
Total Volume and Open Interest |
1,190 |
15,000 |
+119 |
Live Cattle(CME) |
Oct07 |
070920 |
95.350 |
96.200 |
95.150 |
95.300 |
-0.200 |
10,303 |
49,701 |
-2,423 |
Dec07 |
070920 |
99.450 |
100.000 |
98.900 |
98.950 |
-0.500 |
12,584 |
109,065 |
+1,484 |
Feb08 |
070920 |
100.850 |
101.300 |
100.650 |
100.900 |
-0.030 |
3,423 |
40,886 |
+993 |
Apr08 |
070920 |
100.450 |
101.075 |
100.250 |
100.800 |
+0.050 |
1,446 |
20,942 |
+134 |
Jun08 |
070920 |
96.330 |
96.750 |
96.150 |
96.730 |
+0.280 |
307 |
8,068 |
+88 |
Aug08 |
070920 |
94.650 |
95.500 |
94.650 |
94.800 |
+0.050 |
69 |
2,108 |
+66 |
Total Volume and Open Interest |
28,159 |
231,376 |
+348 |
Feeder Cattle(CME) |
Sep07 |
070920 |
115.700 |
116.000 |
115.500 |
115.850 |
-0.230 |
206 |
2,640 |
-138 |
Oct07 |
070920 |
115.600 |
115.850 |
115.000 |
115.250 |
-1.035 |
1,602 |
8,365 |
-309 |
Nov07 |
070920 |
116.400 |
116.475 |
115.100 |
115.500 |
-1.050 |
1,582 |
10,747 |
+447 |
Jan08 |
070920 |
114.250 |
114.250 |
113.450 |
114.200 |
-0.780 |
173 |
4,361 |
+54 |
Mar08 |
070920 |
112.000 |
112.725 |
111.500 |
112.000 |
-0.750 |
26 |
999 |
+17 |
Apr08 |
070920 |
112.500 |
113.000 |
112.500 |
113.000 |
-0.450 |
2 |
417 |
+1 |
May08 |
070920 |
112.800 |
113.100 |
112.700 |
113.050 |
-0.400 |
19 |
824 |
+12 |
Total Volume and Open Interest |
3,632 |
28,420 |
+106 |
Lean Hogs(CME) |
Oct07 |
070920 |
62.600 |
63.850 |
62.250 |
62.375 |
-0.825 |
8,631 |
27,306 |
-1,219 |
Dec07 |
070920 |
65.000 |
65.800 |
64.250 |
64.775 |
-0.425 |
11,888 |
85,120 |
+1,305 |
Feb08 |
070920 |
68.300 |
69.100 |
68.300 |
68.575 |
-0.050 |
2,640 |
28,408 |
-83 |
Apr08 |
070920 |
69.600 |
70.150 |
69.400 |
69.975 |
+0.200 |
2,076 |
17,292 |
-578 |
May08 |
070920 |
73.800 |
74.475 |
73.700 |
74.475 |
+0.525 |
31 |
1,636 |
+10 |
Jun08 |
070920 |
76.100 |
76.700 |
75.800 |
76.650 |
+0.150 |
1,289 |
11,459 |
+3 |
Jul08 |
070920 |
74.300 |
74.900 |
74.050 |
74.900 |
+0.350 |
96 |
2,842 |
+42 |
Aug08 |
070920 |
71.050 |
71.700 |
71.050 |
71.475 |
+0.425 |
20 |
1,163 |
+17 |
Total Volume and Open Interest |
31,722 |
175,397 |
-487 |
Class III Milk(CME) |
Sep07 |
070920 |
20.17 |
20.18 |
20.15 |
20.17 |
unch |
194 |
4,878 |
+3 |
Oct07 |
070920 |
19.18 |
19.35 |
18.89 |
19.01 |
-0.08 |
703 |
4,437 |
+42 |
Nov07 |
070920 |
18.42 |
18.50 |
17.91 |
18.13 |
-0.17 |
672 |
4,056 |
+48 |
Dec07 |
070920 |
18.00 |
18.10 |
17.65 |
17.77 |
-0.06 |
273 |
3,878 |
+25 |
Jan08 |
070920 |
17.00 |
17.00 |
16.73 |
16.78 |
-0.07 |
119 |
2,095 |
-19 |
Total Volume and Open Interest |
2,522 |
35,011 |
+192 |
Cocoa(ICE) |
Dec07 |
070920 |
1905 |
1978 |
1900 |
1971 |
+71 |
19,809 |
62,463 |
-1,730 |
Mar08 |
070920 |
1903 |
1950 |
1903 |
1946 |
+46 |
5,575 |
28,998 |
-896 |
May08 |
070920 |
1902 |
1950 |
1895 |
1946 |
+51 |
4,631 |
8,820 |
+1,242 |
Jul08 |
070920 |
1917 |
1943 |
1904 |
1942 |
+33 |
565 |
3,909 |
+246 |
Sep08 |
070920 |
1927 |
1952 |
1927 |
1952 |
+29 |
65 |
4,025 |
+6 |
Dec08 |
070920 |
1930 |
1965 |
1930 |
1965 |
+29 |
89 |
12,374 |
+10 |
Mar09 |
070920 |
1985 |
1985 |
1985 |
1985 |
+30 |
8 |
614 |
-8 |
Total Volume and Open Interest |
30,742 |
121,205 |
-1,130 |
Coffee "C"(ICE) |
Dec07 |
070920 |
129.70 |
134.45 |
128.55 |
133.15 |
+1.80 |
34,263 |
104,162 |
+501 |
Mar08 |
070920 |
133.70 |
137.85 |
132.45 |
136.55 |
+1.70 |
5,614 |
26,315 |
+582 |
May08 |
070920 |
135.00 |
139.55 |
134.70 |
138.50 |
+1.70 |
2,525 |
9,038 |
+618 |
Jul08 |
070920 |
138.85 |
141.00 |
138.85 |
140.20 |
+1.65 |
1,880 |
3,461 |
+326 |
Sep08 |
070920 |
138.40 |
142.65 |
138.40 |
141.70 |
+1.70 |
938 |
8,073 |
+604 |
Dec08 |
070920 |
140.15 |
144.00 |
140.15 |
143.55 |
+1.80 |
324 |
6,724 |
-52 |
Total Volume and Open Interest |
45,801 |
163,702 |
+2,647 |
Orange Juice(ICE) |
Nov07 |
070920 |
125.00 |
127.25 |
124.50 |
126.40 |
+2.30 |
2,930 |
17,441 |
+168 |
Jan08 |
070920 |
125.00 |
127.05 |
124.75 |
126.50 |
+2.50 |
743 |
5,279 |
+50 |
Mar08 |
070920 |
127.00 |
127.00 |
127.00 |
127.00 |
+2.40 |
61 |
3,892 |
+41 |
May08 |
070920 |
127.50 |
127.50 |
127.50 |
127.50 |
+2.40 |
7 |
574 |
+2 |
Jul08 |
070920 |
128.00 |
128.00 |
128.00 |
128.00 |
+2.40 |
0 |
136 |
+0 |
Sep08 |
070920 |
128.50 |
128.50 |
128.50 |
128.50 |
+2.40 |
0 |
119 |
+0 |
Total Volume and Open Interest |
3,741 |
28,305 |
+261 |
Sugar #11(ICE) |
Oct07 |
070920 |
9.68 |
9.95 |
9.68 |
9.84 |
+0.15 |
68,906 |
98,285 |
-12,356 |
Mar08 |
070920 |
10.01 |
10.24 |
9.99 |
10.14 |
+0.15 |
137,722 |
335,902 |
+18,679 |
May08 |
070920 |
10.03 |
10.22 |
10.03 |
10.18 |
+0.19 |
15,307 |
58,479 |
+1,343 |
Jul08 |
070920 |
10.04 |
10.17 |
10.04 |
10.13 |
+0.13 |
8,739 |
43,480 |
+1,364 |
Oct08 |
070920 |
10.28 |
10.39 |
10.28 |
10.32 |
+0.07 |
6,179 |
44,433 |
+1,904 |
Total Volume and Open Interest |
242,865 |
653,578 |
+11,617 |
London Cocoa(LCE) |
Dec07 |
070920 |
984 |
1004 |
979 |
999 |
+18 |
4,300 |
76,775 |
-454 |
Mar08 |
070920 |
997 |
1016 |
991 |
1012 |
+17 |
1,999 |
42,402 |
+203 |
May08 |
070920 |
1008 |
1022 |
1000 |
1020 |
+16 |
3,920 |
16,874 |
-374 |
Jul08 |
070920 |
1015 |
1027 |
1010 |
1025 |
+12 |
172 |
15,609 |
-64 |
Sep08 |
070920 |
1029 |
1037 |
1024 |
1035 |
+11 |
883 |
19,009 |
+845 |
Dec08 |
070920 |
1039 |
1047 |
1036 |
1045 |
+9 |
2,273 |
7,096 |
+1,928 |
Mar09 |
070920 |
1054 |
1054 |
1054 |
1054 |
+10 |
0 |
117 |
+0 |
Total Volume and Open Interest |
13,547 |
177,892 |
+2,084 |
London Sugar(LCE) |
Dec07 |
070920 |
286.60 |
290.00 |
285.80 |
288.00 |
+2.70 |
10,129 |
34,166 |
-2,827 |
Mar08 |
070920 |
291.00 |
294.60 |
290.70 |
293.90 |
+3.40 |
3,812 |
18,643 |
+808 |
May08 |
070920 |
293.90 |
296.70 |
293.70 |
296.00 |
+4.00 |
1,777 |
6,988 |
-1,019 |
Aug08 |
070920 |
293.00 |
294.60 |
292.70 |
294.00 |
+2.00 |
807 |
5,783 |
+268 |
Oct08 |
070920 |
296.00 |
297.70 |
295.00 |
296.00 |
+0.80 |
509 |
4,796 |
+12 |
Total Volume and Open Interest |
17,559 |
72,609 |
-2,656 |
Cotton(ICE) |
Oct07 |
070920 |
61.35 |
62.25 |
60.85 |
62.20 |
+0.87 |
758 |
1,984 |
-281 |
Dec07 |
070920 |
63.79 |
64.97 |
63.30 |
64.87 |
+0.95 |
40,054 |
136,217 |
+2,227 |
Mar08 |
070920 |
66.50 |
67.85 |
66.25 |
67.74 |
+0.81 |
7,532 |
48,545 |
+443 |
May08 |
070920 |
67.53 |
69.20 |
67.51 |
68.94 |
+0.84 |
534 |
5,139 |
+241 |
Jul08 |
070920 |
69.35 |
70.40 |
69.35 |
70.40 |
+1.16 |
726 |
6,459 |
+180 |
Oct08 |
070920 |
71.86 |
71.86 |
71.86 |
71.86 |
+1.16 |
0 |
264 |
+0 |
Total Volume and Open Interest |
52,046 |
218,201 |
+2,672 |
Lumber(CME) |
Nov07 |
070920 |
244.5 |
245.0 |
238.2 |
238.9 |
-5.6 |
910 |
5,531 |
+366 |
Jan08 |
070920 |
264.8 |
264.8 |
259.9 |
261.5 |
-6.0 |
389 |
751 |
+157 |
Mar08 |
070920 |
282.4 |
283.6 |
277.2 |
279.8 |
-6.3 |
100 |
307 |
+76 |
May08 |
070920 |
286.1 |
286.1 |
279.0 |
279.7 |
-4.1 |
1 |
49 |
+1 |
Total Volume and Open Interest |
1,400 |
6,642 |
+600 |
Crude Oil(NYM) |
Oct07 |
070920 |
81.73 |
83.90 |
81.61 |
83.32 |
+1.39 |
203,173 |
47,176 |
-42,324 |
Nov07 |
070920 |
80.52 |
81.92 |
80.26 |
81.78 |
+0.93 |
291,889 |
362,857 |
+4,707 |
Dec07 |
070920 |
79.32 |
80.77 |
79.12 |
80.64 |
+0.94 |
116,113 |
221,050 |
+5,060 |
Jan08 |
070920 |
78.70 |
79.96 |
78.33 |
79.85 |
+0.97 |
46,133 |
82,624 |
+412 |
Feb08 |
070920 |
78.00 |
79.30 |
77.71 |
79.17 |
+0.99 |
15,319 |
37,615 |
+476 |
Mar08 |
070920 |
77.14 |
78.75 |
77.14 |
78.60 |
+1.02 |
14,995 |
45,444 |
+2,753 |
Apr08 |
070920 |
76.77 |
78.28 |
76.77 |
78.10 |
+1.05 |
8,965 |
45,928 |
+899 |
May08 |
070920 |
76.62 |
77.67 |
76.58 |
77.67 |
+1.05 |
5,283 |
45,379 |
-1,492 |
Jun08 |
070920 |
76.15 |
77.29 |
76.00 |
77.29 |
+1.04 |
7,232 |
48,090 |
+43 |
Jul08 |
070920 |
76.93 |
76.93 |
76.93 |
76.93 |
+1.03 |
1,171 |
16,634 |
-6 |
Aug08 |
070920 |
76.60 |
76.60 |
76.60 |
76.60 |
+1.02 |
112 |
10,860 |
+81 |
Sep08 |
070920 |
75.98 |
76.28 |
75.98 |
76.28 |
+1.00 |
2,664 |
36,501 |
-1,069 |
Oct08 |
070920 |
75.97 |
75.97 |
75.97 |
75.97 |
+0.98 |
1,078 |
21,742 |
+1,048 |
Nov08 |
070920 |
75.67 |
75.67 |
75.67 |
75.67 |
+0.96 |
30 |
14,919 |
+20 |
Dec08 |
070920 |
74.31 |
75.45 |
74.31 |
75.39 |
+0.94 |
18,248 |
156,828 |
-220 |
Jan09 |
070920 |
75.07 |
75.11 |
75.01 |
75.11 |
+0.92 |
286 |
22,378 |
-59 |
Total Volume and Open Interest |
739,971 |
1,458,953 |
-29,419 |
e-miNY Crude Oil(NYM) |
Sep07 |
070820 |
71.950 |
71.950 |
70.075 |
71.125 |
-0.850 |
|
|
|
Oct07 |
070919 |
82.200 |
82.525 |
80.875 |
81.925 |
+0.425 |
|
|
|
Nov07 |
070920 |
80.525 |
81.900 |
80.275 |
81.775 |
+0.925 |
|
|
|
Dec07 |
070920 |
79.475 |
80.725 |
79.200 |
80.650 |
+0.950 |
|
|
|
Jan08 |
070920 |
78.900 |
79.850 |
78.900 |
79.850 |
+0.975 |
|
|
|
Feb08 |
070920 |
79.175 |
79.175 |
79.175 |
79.175 |
+1.000 |
|
|
|
Mar08 |
070920 |
78.600 |
78.600 |
78.600 |
78.600 |
+1.025 |
|
|
|
Apr08 |
070920 |
78.100 |
78.100 |
78.100 |
78.100 |
+1.050 |
|
|
|
May08 |
070920 |
77.675 |
77.675 |
77.675 |
77.675 |
+1.050 |
|
|
|
Jun08 |
070920 |
77.300 |
77.300 |
77.300 |
77.300 |
+1.050 |
|
|
|
Total Volume and Open Interest |
15,623 |
6,451 |
-3,730 |
Heating Oil(NYM) |
Oct07 |
070920 |
224.05 |
226.40 |
222.96 |
226.09 |
+1.56 |
33,148 |
41,802 |
-4,707 |
Nov07 |
070920 |
225.70 |
228.03 |
224.67 |
227.79 |
+1.56 |
24,210 |
76,696 |
+2,951 |
Dec07 |
070920 |
226.88 |
228.96 |
225.74 |
228.79 |
+1.61 |
14,032 |
46,987 |
+1,174 |
Jan08 |
070920 |
226.10 |
229.52 |
225.89 |
229.29 |
+1.76 |
12,147 |
24,439 |
-264 |
Feb08 |
070920 |
224.94 |
227.54 |
224.93 |
227.54 |
+1.96 |
4,287 |
15,074 |
+2,184 |
Mar08 |
070920 |
221.35 |
224.62 |
221.35 |
224.49 |
+2.21 |
959 |
7,583 |
-6 |
Apr08 |
070920 |
217.20 |
220.40 |
217.20 |
220.29 |
+2.46 |
474 |
6,784 |
+13 |
May08 |
070920 |
213.25 |
216.19 |
213.25 |
216.19 |
+2.66 |
473 |
3,094 |
-27 |
Jun08 |
070920 |
210.62 |
213.84 |
210.61 |
213.84 |
+2.81 |
1,538 |
11,421 |
-5 |
Jul08 |
070920 |
213.04 |
213.04 |
213.04 |
213.04 |
+2.81 |
264 |
1,645 |
+76 |
Aug08 |
070920 |
213.29 |
213.29 |
213.29 |
213.29 |
+2.86 |
217 |
791 |
-115 |
Sep08 |
070920 |
214.54 |
214.54 |
214.54 |
214.54 |
+2.86 |
145 |
647 |
+0 |
Total Volume and Open Interest |
91,959 |
241,200 |
+1,311 |
Gasoline(NYMEX) |
Oct07 |
070920 |
209.70 |
213.90 |
208.83 |
213.51 |
+4.17 |
42,384 |
41,414 |
-3,125 |
Nov07 |
070920 |
206.80 |
210.77 |
205.83 |
210.46 |
+3.65 |
28,852 |
70,997 |
+3,433 |
Dec07 |
070920 |
204.75 |
209.00 |
204.00 |
208.66 |
+3.40 |
12,214 |
26,521 |
+309 |
Jan08 |
070920 |
204.69 |
209.11 |
204.69 |
209.11 |
+3.15 |
4,468 |
16,366 |
+303 |
Feb08 |
070920 |
206.74 |
210.26 |
206.74 |
210.26 |
+3.00 |
2,821 |
7,968 |
+128 |
Mar08 |
070920 |
207.90 |
211.46 |
207.90 |
211.46 |
+2.85 |
1,637 |
9,815 |
+241 |
Apr08 |
070920 |
219.83 |
222.71 |
219.56 |
222.71 |
+2.85 |
349 |
8,088 |
-57 |
May08 |
070920 |
219.90 |
223.21 |
219.90 |
223.21 |
+2.75 |
100 |
3,405 |
+31 |
Jun08 |
070920 |
219.41 |
222.86 |
219.33 |
222.86 |
+2.65 |
143 |
5,103 |
+32 |
Jul08 |
070920 |
221.16 |
221.16 |
221.16 |
221.16 |
+2.55 |
81 |
1,745 |
-25 |
Total Volume and Open Interest |
93,234 |
197,588 |
+1,314 |
e-miNY RBOB Gasoline(NYM) |
Oct07 |
070920 |
207.50 |
213.51 |
207.50 |
213.51 |
+4.17 |
0 |
1 |
+0 |
Nov07 |
070920 |
206.70 |
210.46 |
206.70 |
210.46 |
+3.65 |
1 |
1 |
+1 |
Dec07 |
070920 |
208.66 |
208.66 |
208.66 |
208.66 |
+3.40 |
0 |
1 |
+0 |
Jan08 |
070920 |
209.11 |
209.11 |
209.11 |
209.11 |
+3.15 |
|
|
|
Total Volume and Open Interest |
1 |
3 |
+1 |
Natural Gas(NYM) |
Oct07 |
070920 |
6.118 |
6.165 |
5.870 |
6.008 |
-0.172 |
64,981 |
59,585 |
-6,585 |
Nov07 |
070920 |
6.870 |
7.040 |
6.700 |
6.978 |
+0.068 |
31,121 |
127,157 |
+1,700 |
Dec07 |
070920 |
7.590 |
7.856 |
7.484 |
7.793 |
+0.178 |
11,427 |
54,223 |
-1,062 |
Jan08 |
070920 |
7.931 |
8.241 |
7.840 |
8.143 |
+0.188 |
8,742 |
52,771 |
-664 |
Feb08 |
070920 |
7.950 |
8.229 |
7.874 |
8.165 |
+0.180 |
2,040 |
34,597 |
-478 |
Mar08 |
070920 |
7.750 |
8.027 |
7.700 |
7.983 |
+0.172 |
3,634 |
47,943 |
+62 |
Apr08 |
070920 |
7.370 |
7.609 |
7.330 |
7.563 |
+0.147 |
2,105 |
36,374 |
-122 |
May08 |
070920 |
7.425 |
7.628 |
7.420 |
7.583 |
+0.140 |
936 |
28,113 |
-184 |
Jun08 |
070920 |
7.538 |
7.664 |
7.538 |
7.653 |
+0.138 |
430 |
17,288 |
-57 |
Jul08 |
070920 |
7.550 |
7.789 |
7.540 |
7.733 |
+0.133 |
364 |
13,104 |
+97 |
Aug08 |
070920 |
7.680 |
7.856 |
7.680 |
7.798 |
+0.130 |
509 |
11,624 |
+182 |
Sep08 |
070920 |
7.707 |
7.836 |
7.698 |
7.825 |
+0.127 |
232 |
8,436 |
+114 |
Oct08 |
070920 |
7.760 |
7.945 |
7.760 |
7.908 |
+0.125 |
647 |
30,888 |
-52 |
Nov08 |
070920 |
8.210 |
8.333 |
8.180 |
8.333 |
+0.135 |
20 |
16,094 |
+5 |
Dec08 |
070920 |
8.580 |
8.748 |
8.580 |
8.748 |
+0.140 |
33 |
14,442 |
+2 |
Jan09 |
070920 |
8.880 |
9.013 |
8.880 |
9.013 |
+0.140 |
424 |
31,912 |
+48 |
Total Volume and Open Interest |
130,527 |
791,413 |
-5,805 |
Brent Crude Oil(ICE) |
Nov07 |
070920 |
78.20 |
79.28 |
77.76 |
79.09 |
+0.62 |
110,802 |
167,953 |
-5,066 |
Dec07 |
070920 |
78.12 |
79.39 |
77.80 |
79.21 |
+0.76 |
90,155 |
183,501 |
+2,210 |
Jan08 |
070920 |
78.01 |
79.33 |
77.66 |
79.15 |
+0.87 |
27,050 |
44,549 |
+130 |
Feb08 |
070920 |
77.62 |
78.91 |
77.56 |
78.91 |
+0.95 |
8,989 |
24,136 |
+1,609 |
Mar08 |
070920 |
77.30 |
78.59 |
77.27 |
78.59 |
+0.98 |
4,976 |
20,625 |
+1,388 |
Apr08 |
070920 |
77.06 |
78.27 |
77.06 |
78.27 |
+0.99 |
1,566 |
16,181 |
+80 |
May08 |
070920 |
77.95 |
77.95 |
77.95 |
77.95 |
+0.98 |
1,419 |
9,278 |
-143 |
Jun08 |
070920 |
76.50 |
77.63 |
76.50 |
77.63 |
+0.97 |
2,267 |
35,385 |
-90 |
Jul08 |
070920 |
76.60 |
77.37 |
76.60 |
77.37 |
+0.95 |
0 |
5,742 |
+0 |
Aug08 |
070920 |
77.12 |
77.12 |
77.12 |
77.12 |
+0.94 |
126 |
3,421 |
+101 |
Sep08 |
070920 |
76.87 |
76.87 |
76.87 |
76.87 |
+0.94 |
1 |
3,697 |
+1 |
Oct08 |
070920 |
76.62 |
76.62 |
76.62 |
76.62 |
+0.94 |
0 |
4,417 |
+0 |
Nov08 |
070920 |
76.38 |
76.38 |
76.38 |
76.38 |
+0.95 |
0 |
3,417 |
+0 |
Dec08 |
070920 |
74.90 |
76.12 |
74.90 |
76.12 |
+0.93 |
14,193 |
40,724 |
-3,081 |
Total Volume and Open Interest |
262,785 |
657,291 |
-3,162 |
Gas Oil(ICE) |
Oct07 |
070920 |
706.50 |
712.50 |
701.00 |
704.75 |
+0.50 |
40,413 |
95,046 |
-1,489 |
Nov07 |
070920 |
702.75 |
710.00 |
698.00 |
702.25 |
+1.50 |
21,128 |
77,500 |
+2,834 |
Dec07 |
070920 |
698.75 |
706.00 |
694.50 |
698.75 |
+2.00 |
11,343 |
54,125 |
+1,342 |
Jan08 |
070920 |
696.75 |
705.00 |
694.00 |
698.25 |
+2.50 |
10,080 |
39,145 |
+1,079 |
Feb08 |
070920 |
691.50 |
697.50 |
691.50 |
692.50 |
+3.00 |
1,682 |
15,886 |
-730 |
Mar08 |
070920 |
682.50 |
689.50 |
682.50 |
684.75 |
+3.50 |
1,261 |
10,445 |
+165 |
Apr08 |
070920 |
674.00 |
680.50 |
674.00 |
676.25 |
+3.50 |
1,248 |
5,102 |
+380 |
May08 |
070920 |
668.00 |
668.00 |
668.00 |
668.00 |
+4.00 |
538 |
7,728 |
+0 |
Jun08 |
070920 |
659.25 |
666.75 |
659.25 |
662.75 |
+4.00 |
3,326 |
32,006 |
+1,104 |
Jul08 |
070920 |
662.25 |
662.25 |
662.25 |
662.25 |
+4.00 |
100 |
3,954 |
+18 |
Total Volume and Open Interest |
112,301 |
382,948 |
+10,221 |
Ethanol(CBOT) |
Sep07 |
070906 |
1.640 |
1.640 |
1.640 |
1.640 |
-0.010 |
0 |
62 |
-4 |
Oct07 |
070920 |
1.599 |
1.599 |
1.599 |
1.599 |
+0.009 |
5 |
137 |
+1 |
Nov07 |
070920 |
1.585 |
1.585 |
1.585 |
1.585 |
-0.005 |
0 |
85 |
+0 |
Dec07 |
070920 |
1.585 |
1.585 |
1.585 |
1.585 |
-0.005 |
6 |
159 |
+5 |
Jan08 |
070920 |
1.585 |
1.585 |
1.585 |
1.585 |
-0.005 |
0 |
154 |
-1 |
Feb08 |
070920 |
1.585 |
1.585 |
1.585 |
1.585 |
-0.005 |
0 |
126 |
-2 |
Mar08 |
070920 |
1.585 |
1.585 |
1.585 |
1.585 |
-0.005 |
0 |
137 |
+0 |
Apr08 |
070920 |
1.585 |
1.585 |
1.585 |
1.585 |
-0.005 |
0 |
62 |
+0 |
Total Volume and Open Interest |
55 |
1,340 |
+17 |
WTI Crude Oil(ICE) |
Nov07 |
070920 |
80.57 |
81.90 |
80.27 |
81.78 |
+0.93 |
110,820 |
119,221 |
+8,319 |
Dec07 |
070920 |
79.44 |
80.76 |
79.11 |
80.64 |
+0.94 |
70,618 |
132,891 |
+4,322 |
Jan08 |
070920 |
78.65 |
79.96 |
78.36 |
79.85 |
+0.97 |
19,774 |
34,240 |
+5,474 |
Feb08 |
070920 |
78.14 |
79.30 |
77.97 |
79.17 |
+0.99 |
5,170 |
14,422 |
+1,364 |
Mar08 |
070920 |
77.55 |
78.75 |
77.55 |
78.60 |
+1.02 |
2,984 |
13,227 |
+970 |
Apr08 |
070920 |
77.20 |
78.10 |
77.08 |
78.10 |
+1.05 |
1,930 |
7,901 |
-461 |
May08 |
070920 |
77.67 |
77.67 |
77.67 |
77.67 |
+1.05 |
985 |
5,174 |
-204 |
Jun08 |
070920 |
76.10 |
77.40 |
76.10 |
77.29 |
+1.04 |
2,634 |
35,545 |
+403 |
Jul08 |
070920 |
76.93 |
76.93 |
76.93 |
76.93 |
+1.03 |
32 |
2,395 |
+0 |
Aug08 |
070920 |
76.60 |
76.60 |
76.60 |
76.60 |
+1.02 |
12 |
830 |
+7 |
Sep08 |
070920 |
76.28 |
76.28 |
76.28 |
76.28 |
+1.00 |
0 |
3,122 |
+0 |
Oct08 |
070920 |
75.97 |
75.97 |
75.97 |
75.97 |
+0.98 |
0 |
3,794 |
+0 |
Nov08 |
070920 |
75.67 |
75.67 |
75.67 |
75.67 |
+0.96 |
0 |
1,347 |
+0 |
Dec08 |
070920 |
74.45 |
75.44 |
74.40 |
75.39 |
+0.94 |
18,796 |
78,850 |
-6,938 |
Jan09 |
070920 |
75.11 |
75.11 |
75.11 |
75.11 |
+0.92 |
0 |
1,330 |
+0 |
Feb09 |
070920 |
74.86 |
74.86 |
74.86 |
74.86 |
+0.90 |
0 |
1,450 |
+0 |
Total Volume and Open Interest |
283,030 |
557,475 |
-58,733 |
US Dollar Index(ICE) |
Dec07 |
070920 |
79.100 |
79.140 |
78.360 |
78.480 |
-0.710 |
2,885 |
35,310 |
-887 |
Mar08 |
070920 |
78.950 |
78.950 |
78.410 |
78.410 |
-0.710 |
1 |
2,727 |
+0 |
Jun08 |
070920 |
78.900 |
78.900 |
78.380 |
78.380 |
-0.710 |
2 |
419 |
+2 |
Total Volume and Open Interest |
2,888 |
38,456 |
-885 |
Australian Dollar(CME) |
Dec07 |
070920 |
85.26 |
86.28 |
85.23 |
86.17 |
+0.93 |
39,607 |
59,081 |
-406 |
Mar08 |
070920 |
85.60 |
85.80 |
85.34 |
85.73 |
+0.93 |
8 |
172 |
+1 |
Jun08 |
070920 |
84.95 |
85.22 |
84.92 |
85.22 |
+0.94 |
0 |
286 |
+0 |
Total Volume and Open Interest |
39,623 |
59,545 |
-405 |
British Pound(CME) |
Dec07 |
070920 |
199.57 |
201.05 |
199.27 |
200.54 |
+0.77 |
82,640 |
81,372 |
+2,680 |
Mar08 |
070920 |
199.10 |
200.39 |
198.91 |
199.94 |
+0.77 |
150 |
119 |
+43 |
Jun08 |
070920 |
199.12 |
199.71 |
198.38 |
199.33 |
+0.77 |
1 |
15 |
+0 |
Total Volume and Open Interest |
82,791 |
81,516 |
+2,723 |
Canadian Dollar(CME) |
Dec07 |
070920 |
98.60 |
100.15 |
98.55 |
100.00 |
+1.34 |
62,978 |
121,770 |
-6,195 |
Mar08 |
070920 |
99.38 |
100.13 |
98.58 |
100.01 |
+1.34 |
216 |
1,322 |
+112 |
Jun08 |
070920 |
99.25 |
100.07 |
98.92 |
99.97 |
+1.34 |
65 |
365 |
+10 |
Sep08 |
070920 |
99.96 |
99.96 |
99.95 |
99.95 |
+1.38 |
1 |
336 |
-1 |
Total Volume and Open Interest |
63,264 |
123,869 |
-6,074 |
Japanese Yen(CME) |
Dec07 |
070920 |
87.09 |
88.62 |
87.00 |
88.26 |
+1.22 |
115,709 |
143,974 |
-7,158 |
Mar08 |
070920 |
87.99 |
89.44 |
87.99 |
89.10 |
+1.22 |
18 |
537 |
+3 |
Jun08 |
070920 |
89.88 |
90.17 |
89.02 |
89.88 |
+1.22 |
5 |
16,133 |
+5 |
Total Volume and Open Interest |
115,732 |
161,039 |
-7,150 |
Swiss Franc(CME) |
Dec07 |
070920 |
85.02 |
86.10 |
84.95 |
85.86 |
+0.85 |
50,392 |
62,886 |
-3,180 |
Mar08 |
070920 |
86.30 |
86.50 |
85.85 |
86.30 |
+0.85 |
2 |
48 |
+1 |
Jun08 |
070920 |
86.70 |
86.83 |
86.45 |
86.70 |
+0.84 |
0 |
4 |
+0 |
Total Volume and Open Interest |
50,394 |
62,943 |
-3,179 |
EuroFX(CME) |
Dec07 |
070920 |
139.85 |
141.20 |
139.83 |
140.97 |
+1.15 |
141,168 |
195,059 |
-7,251 |
Mar08 |
070920 |
140.00 |
141.27 |
140.00 |
141.07 |
+1.15 |
82 |
972 |
-4 |
Jun08 |
070920 |
140.75 |
141.28 |
140.29 |
141.11 |
+1.16 |
1 |
88 |
+1 |
Total Volume and Open Interest |
141,251 |
196,183 |
-7,254 |
Mexican Peso(CME) |
Oct07 |
070920 |
909.0 |
909.0 |
909.0 |
909.0 |
+0.8 |
0 |
68 |
+0 |
Nov07 |
070920 |
907.0 |
907.0 |
907.0 |
907.0 |
+0.8 |
0 |
86 |
+0 |
Total Volume and Open Interest |
27,103 |
69,353 |
-3,201 |
Brazilian Real(CME) |
Oct07 |
070920 |
530.60 |
535.00 |
530.60 |
530.60 |
-4.40 |
|
|
|
Nov07 |
070920 |
528.60 |
533.00 |
528.60 |
528.60 |
-4.40 |
|
|
|
Dec07 |
070920 |
527.20 |
531.60 |
527.20 |
527.20 |
-4.40 |
175 |
5,075 |
-162 |
Jan08 |
070920 |
525.80 |
530.10 |
525.80 |
525.80 |
-4.30 |
|
|
|
Total Volume and Open Interest |
175 |
5,075 |
-162 |
30-Year T-Bonds(CBOT) |
Dec07 |
070920 |
111~210 |
111~230 |
109~290 |
110~080 |
-1~160 |
436,030 |
892,479 |
+3,918 |
Mar08 |
070920 |
112~080 |
112~080 |
109~270 |
110~040 |
-1~160 |
162 |
1,502 |
+77 |
Jun08 |
070920 |
110~090 |
110~090 |
110~000 |
110~000 |
-1~150 |
10 |
150 |
+10 |
Total Volume and Open Interest |
436,202 |
894,152 |
-9,324 |
10-Year T-Notes(CBOT) |
Dec07 |
070920 |
109~160 |
109~175 |
108~125 |
108~205 |
-0~305 |
1,498,436 |
2,212,182 |
+44,728 |
Mar08 |
070920 |
109~025 |
109~025 |
108~040 |
108~045 |
-0~300 |
7,905 |
8,727 |
+3,436 |
Jun08 |
070920 |
107~300 |
107~300 |
107~300 |
107~300 |
-0~300 |
0 |
14 |
+0 |
Total Volume and Open Interest |
1,506,341 |
2,220,923 |
+8,917 |
5-Year T-Notes(CBOT) |
Sep07 |
070920 |
106~088 |
106~088 |
106~088 |
106~088 |
-0~074 |
3,492 |
0 |
+0 |
Dec07 |
070920 |
106~122 |
106~126 |
106~056 |
106~068 |
-0~074 |
639,175 |
0 |
+0 |
Mar08 |
070920 |
106~068 |
106~068 |
106~068 |
106~068 |
-0~074 |
|
|
|
Total Volume and Open Interest |
695,859 |
1,541,467 |
+12,526 |
2 Year T-Notes(CBOT) |
Sep07 |
070920 |
103~042 |
103~043 |
103~022 |
103~028 |
-0~024 |
4,220 |
19,243 |
-630 |
Dec07 |
070920 |
103~058 |
103~064 |
103~027 |
103~037 |
-0~024 |
297,635 |
891,263 |
+32,002 |
Total Volume and Open Interest |
301,855 |
910,506 |
+31,372 |
Eurodollars(CME) |
Dec07 |
070920 |
95.335 |
95.345 |
95.240 |
95.265 |
-0.080 |
464,229 |
1,640,974 |
-20,655 |
Mar08 |
070920 |
95.605 |
95.630 |
95.480 |
95.515 |
-0.115 |
388,387 |
1,586,253 |
+30,268 |
Jun08 |
070920 |
95.670 |
95.695 |
95.530 |
95.565 |
-0.135 |
475,904 |
1,385,155 |
+10,089 |
Sep08 |
070920 |
95.695 |
95.710 |
95.530 |
95.570 |
-0.145 |
410,773 |
1,183,432 |
-3,969 |
Dec08 |
070920 |
95.670 |
95.675 |
95.485 |
95.525 |
-0.155 |
376,209 |
1,171,445 |
+2,432 |
Mar09 |
070920 |
95.600 |
95.605 |
95.390 |
95.440 |
-0.165 |
231,020 |
716,319 |
+11,868 |
Jun09 |
070920 |
95.520 |
95.520 |
95.285 |
95.345 |
-0.175 |
151,082 |
489,667 |
+7,651 |
Sep09 |
070920 |
95.435 |
95.435 |
95.190 |
95.255 |
-0.180 |
115,118 |
375,020 |
-1,488 |
Dec09 |
070920 |
95.340 |
95.350 |
95.100 |
95.165 |
-0.185 |
57,846 |
250,417 |
+1,164 |
Mar10 |
070920 |
95.275 |
95.275 |
95.035 |
95.100 |
-0.185 |
35,847 |
183,173 |
-1,890 |
Jun10 |
070920 |
95.180 |
95.200 |
94.955 |
95.025 |
-0.190 |
36,821 |
136,090 |
-3,051 |
Sep10 |
070920 |
95.110 |
95.130 |
94.885 |
94.955 |
-0.195 |
25,265 |
111,036 |
+715 |
Dec10 |
070920 |
95.010 |
95.030 |
94.820 |
94.880 |
-0.200 |
8,477 |
105,332 |
-707 |
Mar11 |
070920 |
95.020 |
95.020 |
94.765 |
94.830 |
-0.200 |
6,410 |
93,026 |
-2,587 |
Jun11 |
070920 |
94.905 |
94.915 |
94.700 |
94.770 |
-0.200 |
4,609 |
87,111 |
-304 |
Sep11 |
070920 |
94.835 |
94.845 |
94.640 |
94.710 |
-0.200 |
7,739 |
75,412 |
-2,390 |
Dec11 |
070920 |
94.760 |
94.775 |
94.580 |
94.645 |
-0.200 |
11,068 |
58,242 |
-3,284 |
Mar12 |
070920 |
94.695 |
94.725 |
94.575 |
94.595 |
-0.200 |
9,112 |
46,708 |
-386 |
Total Volume and Open Interest |
261,433 |
10,071,282 |
+31,537 |
30 Day Federal Funds(CBOT) |
Sep07 |
070920 |
95.070 |
95.075 |
95.070 |
95.070 |
unch |
880 |
95,109 |
-6,820 |
Oct07 |
070920 |
95.280 |
95.285 |
95.280 |
95.280 |
-0.005 |
2,219 |
82,805 |
-14,098 |
Nov07 |
070920 |
95.435 |
95.450 |
95.430 |
95.430 |
-0.020 |
1,743 |
93,096 |
-3,744 |
Dec07 |
070920 |
95.575 |
95.585 |
95.550 |
95.560 |
-0.030 |
734 |
61,830 |
-4,167 |
Jan08 |
070920 |
95.620 |
95.620 |
95.620 |
95.620 |
-0.045 |
36 |
33,505 |
+3,811 |
Feb08 |
070920 |
95.725 |
95.725 |
95.725 |
95.725 |
-0.060 |
6 |
18,908 |
+675 |
Total Volume and Open Interest |
5,624 |
393,522 |
-24,409 |
30 Day Fed Funds(e-CBOT) |
Sep07 |
070920 |
95.070 |
95.075 |
95.065 |
95.075 |
+0.005 |
11,170 |
0 |
+0 |
Oct07 |
070920 |
95.280 |
95.285 |
95.275 |
95.280 |
-0.005 |
16,911 |
0 |
+0 |
Nov07 |
070920 |
95.440 |
95.450 |
95.420 |
95.420 |
-0.020 |
28,447 |
0 |
+0 |
Dec07 |
070920 |
95.575 |
95.585 |
95.540 |
95.540 |
-0.040 |
9,531 |
0 |
+0 |
Jan08 |
070920 |
95.650 |
95.655 |
95.605 |
95.610 |
-0.035 |
5,955 |
0 |
+0 |
Feb08 |
070920 |
95.775 |
95.775 |
95.700 |
95.710 |
-0.040 |
755 |
0 |
+0 |
Total Volume and Open Interest |
73,884 |
|
|
3-Mth Euro-Yen(CME) |
Dec07 |
070920 |
99.185 |
99.200 |
99.175 |
99.185 |
-0.015 |
1,695 |
14,170 |
+1,073 |
Mar08 |
070920 |
99.160 |
99.175 |
99.135 |
99.145 |
-0.030 |
1,129 |
6,790 |
+880 |
Jun08 |
070920 |
99.110 |
99.135 |
99.105 |
99.115 |
-0.020 |
481 |
3,846 |
-69 |
Sep08 |
070920 |
99.055 |
99.070 |
99.050 |
99.055 |
-0.015 |
365 |
3,334 |
+165 |
Dec08 |
070920 |
98.950 |
99.000 |
98.950 |
98.960 |
-0.040 |
642 |
1,834 |
+325 |
Mar09 |
070920 |
98.890 |
98.915 |
98.890 |
98.890 |
-0.025 |
50 |
207 |
+50 |
Jun09 |
070920 |
98.815 |
98.830 |
98.815 |
98.815 |
-0.015 |
50 |
150 |
+50 |
Sep09 |
070920 |
98.730 |
98.750 |
98.730 |
98.730 |
-0.020 |
|
|
|
Dec09 |
070920 |
98.660 |
98.680 |
98.660 |
98.660 |
-0.020 |
|
|
|
Mar10 |
070920 |
98.545 |
98.565 |
98.545 |
98.545 |
-0.020 |
|
|
|
Total Volume and Open Interest |
4,412 |
30,331 |
+2,474 |
3-Mth Euro-Yen(SGX) |
Dec07 |
070920 |
99.19 |
99.21 |
99.18 |
99.18 |
-0.01 |
1,733 |
61,731 |
-1,096 |
Mar08 |
070920 |
99.17 |
99.17 |
99.14 |
99.15 |
-0.01 |
732 |
43,877 |
+276 |
Jun08 |
070920 |
99.13 |
99.13 |
99.11 |
99.11 |
-0.01 |
579 |
16,907 |
-239 |
Sep08 |
070920 |
99.07 |
99.07 |
99.04 |
99.06 |
-0.01 |
580 |
20,389 |
-1,155 |
Dec08 |
070920 |
98.97 |
98.97 |
98.96 |
98.97 |
-0.02 |
619 |
8,903 |
-391 |
Mar09 |
070920 |
98.89 |
98.90 |
98.89 |
98.90 |
-0.02 |
68 |
4,604 |
+46 |
Jun09 |
070920 |
98.82 |
98.82 |
98.81 |
98.82 |
-0.02 |
0 |
1,168 |
+0 |
Sep09 |
070920 |
98.74 |
98.74 |
98.74 |
98.74 |
-0.02 |
0 |
200 |
+0 |
Total Volume and Open Interest |
4,311 |
160,229 |
-2,559 |
Japanese Gov't Bonds(SGX) |
Dec07 |
070920 |
135.39 |
135.62 |
135.18 |
135.34 |
-0.21 |
3,355 |
43,249 |
+625 |
Mar08 |
070920 |
135.34 |
135.34 |
135.34 |
135.34 |
-0.21 |
|
|
|
Jun08 |
070920 |
135.34 |
135.34 |
135.34 |
135.34 |
-0.21 |
|
|
|
Total Volume and Open Interest |
3,355 |
43,249 |
+625 |
Euro-Bund(EUREX) |
Dec07 |
070920 |
112.98 |
113.24 |
112.28 |
112.69 |
-0.37 |
1,499,423 |
1,349,062 |
+71,268 |
Mar08 |
070920 |
113.51 |
113.52 |
113.02 |
113.07 |
-0.46 |
47 |
424 |
-2 |
Jun08 |
070920 |
113.19 |
113.19 |
113.19 |
113.19 |
-0.37 |
460 |
0 |
+0 |
Total Volume and Open Interest |
1,499,930 |
1,349,486 |
+71,266 |
Euro-Bobl(EUREX) |
Dec07 |
070920 |
107.68 |
107.85 |
107.35 |
107.59 |
-0.14 |
754,975 |
1,041,017 |
+31,850 |
Mar08 |
070920 |
107.49 |
107.49 |
107.49 |
107.49 |
-0.14 |
152 |
0 |
+0 |
Jun08 |
070920 |
108.05 |
108.05 |
108.05 |
108.05 |
-0.14 |
|
|
|
Total Volume and Open Interest |
755,127 |
1,041,017 |
+31,850 |
3-Mth Euribor(EUREX) |
Sep07 |
070917 |
95.280 |
95.285 |
95.270 |
95.270 |
-0.025 |
1,408 |
28,602 |
-72 |
Dec07 |
070920 |
95.555 |
95.575 |
95.535 |
95.550 |
-0.015 |
3,933 |
23,717 |
+1,109 |
Mar08 |
070920 |
95.720 |
95.745 |
95.695 |
95.715 |
-0.020 |
349 |
11,403 |
+155 |
Total Volume and Open Interest |
5,307 |
47,782 |
+1,600 |
Long Gilt(LIFFE) |
Sep07 |
070920 |
107~12 |
107~12 |
106~24 |
106~30 |
-0~11 |
2,911 |
42,243 |
-2,843 |
Dec07 |
070920 |
107~09 |
107~14 |
106~22 |
106~30 |
-0~12 |
107,045 |
314,574 |
-4,602 |
Total Volume and Open Interest |
109,956 |
356,817 |
-7,445 |
3-Mth Short Sterling(LIFFE) |
Dec07 |
070920 |
94.00 |
94.04 |
93.83 |
93.95 |
-0.05 |
250,026 |
531,913 |
-708 |
Mar08 |
070920 |
94.36 |
94.40 |
94.19 |
94.27 |
-0.06 |
218,424 |
536,287 |
+28,328 |
Jun08 |
070920 |
94.50 |
94.54 |
94.31 |
94.39 |
-0.07 |
173,078 |
466,390 |
+7,952 |
Sep08 |
070920 |
94.53 |
94.57 |
94.35 |
94.43 |
-0.06 |
132,650 |
326,930 |
+14,709 |
Dec08 |
070920 |
94.52 |
94.56 |
94.35 |
94.44 |
-0.05 |
114,924 |
266,172 |
+2,793 |
Mar09 |
070920 |
94.52 |
94.54 |
94.36 |
94.44 |
-0.05 |
63,001 |
197,260 |
+4,292 |
Total Volume and Open Interest |
1,022,589 |
2,561,607 |
-413,480 |
3-Mth Euribor(LIFFE) |
Dec07 |
070920 |
95.555 |
95.580 |
95.520 |
95.545 |
-0.015 |
263,675 |
880,681 |
-13,038 |
Mar08 |
070920 |
95.730 |
95.765 |
95.675 |
95.710 |
-0.020 |
187,843 |
585,524 |
+3,536 |
Jun08 |
070920 |
95.760 |
95.790 |
95.655 |
95.710 |
-0.040 |
200,578 |
475,796 |
+3,992 |
Total Volume and Open Interest |
1,053,526 |
3,528,499 |
+4,259 |
3-Mth Aus T-Bills(SFE) |
Sep07 |
070913 |
92.92 |
92.92 |
92.88 |
92.92 |
unch |
23,761 |
1,293 |
-48,292 |
Dec07 |
070920 |
93.13 |
93.15 |
93.12 |
93.13 |
-0.01 |
21,191 |
393,256 |
-6,540 |
Mar08 |
070920 |
93.09 |
93.12 |
93.06 |
93.08 |
-0.03 |
21,956 |
203,683 |
-19,487 |
Jun08 |
070920 |
93.09 |
93.12 |
93.06 |
93.08 |
-0.03 |
11,985 |
112,737 |
-5,331 |
Sep08 |
070920 |
93.11 |
93.13 |
93.07 |
93.09 |
-0.03 |
6,466 |
60,470 |
+715 |
Dec08 |
070920 |
93.12 |
93.16 |
93.11 |
93.11 |
-0.03 |
3,787 |
43,157 |
+213 |
Mar09 |
070920 |
93.14 |
93.17 |
93.11 |
93.13 |
-0.03 |
1,658 |
32,902 |
-1,301 |
Jun09 |
070920 |
93.15 |
93.18 |
93.11 |
93.12 |
-0.05 |
1,529 |
21,748 |
+286 |
Sep09 |
070920 |
93.14 |
93.15 |
93.09 |
93.12 |
-0.04 |
568 |
4,241 |
+486 |
Dec09 |
070920 |
93.11 |
93.11 |
93.11 |
93.11 |
-0.07 |
0 |
638 |
+0 |
Total Volume and Open Interest |
69,141 |
873,018 |
-30,958 |
10-Year Aus T-Bonds(SFE) |
Dec07 |
070920 |
94.01 |
94.03 |
93.90 |
93.92 |
-0.09 |
63,883 |
427,165 |
-13,116 |
Mar08 |
070920 |
93.92 |
93.92 |
93.92 |
93.92 |
-0.09 |
|
|
|
Total Volume and Open Interest |
63,883 |
427,165 |
-13,116 |
3-Year Aus T-Bonds(SFE) |
Dec07 |
070920 |
93.77 |
93.79 |
93.68 |
93.69 |
-0.09 |
171,250 |
538,246 |
+27,856 |
Mar08 |
070920 |
93.69 |
93.69 |
93.69 |
93.69 |
-0.09 |
|
|
|
Total Volume and Open Interest |
171,250 |
538,246 |
+27,856 |
Gold(CMX) |
Oct07 |
070920 |
724.0 |
739.4 |
723.5 |
733.2 |
+10.2 |
10,986 |
26,898 |
-962 |
Dec07 |
070920 |
729.6 |
746.5 |
728.9 |
739.9 |
+10.4 |
98,070 |
251,172 |
+2,516 |
Feb08 |
070920 |
736.9 |
752.4 |
736.3 |
746.0 |
+10.5 |
1,328 |
17,797 |
+460 |
Apr08 |
070920 |
741.9 |
757.2 |
741.9 |
751.8 |
+10.7 |
2,135 |
17,648 |
+530 |
Jun08 |
070920 |
748.0 |
762.5 |
748.0 |
757.5 |
+10.9 |
456 |
15,458 |
+72 |
Aug08 |
070920 |
753.2 |
768.0 |
752.6 |
763.1 |
+11.1 |
1,220 |
12,863 |
+886 |
Oct08 |
070920 |
768.8 |
768.8 |
768.8 |
768.8 |
+11.3 |
1 |
1,585 |
+0 |
Dec08 |
070920 |
764.7 |
779.9 |
764.7 |
774.4 |
+11.5 |
630 |
14,958 |
-275 |
Feb09 |
070920 |
780.3 |
780.3 |
780.3 |
780.3 |
+11.7 |
0 |
11,864 |
+0 |
Apr09 |
070920 |
786.0 |
786.0 |
786.0 |
786.0 |
+11.8 |
50 |
1,675 |
-50 |
Jun09 |
070920 |
792.0 |
792.0 |
792.0 |
792.0 |
+12.1 |
50 |
11,581 |
+50 |
Total Volume and Open Interest |
114,947 |
395,885 |
+3,137 |
Silver(CMX) |
Sep07 |
070920 |
1295.5 |
1346.5 |
1295.5 |
1332.1 |
+36.5 |
41 |
333 |
-119 |
Dec07 |
070920 |
1308.5 |
1364.0 |
1303.5 |
1347.0 |
+36.5 |
21,594 |
74,275 |
-350 |
Mar08 |
070920 |
1325.0 |
1379.0 |
1325.0 |
1364.3 |
+37.0 |
1,232 |
7,982 |
-311 |
May08 |
070920 |
1336.5 |
1388.0 |
1336.5 |
1374.8 |
+37.2 |
4 |
5,216 |
+0 |
Jul08 |
070920 |
1396.5 |
1396.5 |
1385.3 |
1385.3 |
+37.5 |
16 |
5,026 |
+8 |
Sep08 |
070920 |
1405.0 |
1405.0 |
1395.0 |
1395.0 |
+37.8 |
0 |
1,205 |
+0 |
Dec08 |
070920 |
1375.5 |
1424.0 |
1375.5 |
1409.2 |
+38.1 |
16 |
5,923 |
+1 |
Total Volume and Open Interest |
22,999 |
109,027 |
-723 |
Platinum(NYMEX) |
Oct07 |
070920 |
1306.1 |
1330.0 |
1306.1 |
1328.6 |
+20.1 |
1,574 |
8,331 |
-70 |
Jan08 |
070920 |
1318.5 |
1343.0 |
1318.0 |
1337.1 |
+20.0 |
942 |
4,409 |
+608 |
Apr08 |
070920 |
1346.6 |
1346.6 |
1346.6 |
1346.6 |
+18.1 |
0 |
3 |
+0 |
Total Volume and Open Interest |
2,516 |
12,743 |
+538 |
Palladium(NYMEX) |
Sep07 |
070920 |
338.00 |
340.60 |
338.00 |
340.60 |
+8.10 |
1 |
12 |
-4 |
Dec07 |
070920 |
336.20 |
346.00 |
335.00 |
344.10 |
+7.60 |
1,072 |
12,780 |
-98 |
Mar08 |
070920 |
348.90 |
348.90 |
348.90 |
348.90 |
+7.65 |
16 |
833 |
+2 |
Total Volume and Open Interest |
1,099 |
15,726 |
-91 |
Copper(CMX) |
Sep07 |
070920 |
355.15 |
360.00 |
355.00 |
357.40 |
+0.65 |
618 |
1,110 |
+28 |
Dec07 |
070920 |
356.00 |
362.00 |
355.30 |
359.45 |
+1.90 |
14,120 |
52,628 |
+165 |
Mar08 |
070920 |
354.95 |
358.75 |
354.30 |
357.30 |
+1.80 |
548 |
8,508 |
+301 |
May08 |
070920 |
354.50 |
354.50 |
354.45 |
354.45 |
+1.90 |
105 |
1,264 |
+80 |
Jul08 |
070920 |
350.65 |
350.65 |
350.65 |
350.65 |
+1.75 |
0 |
553 |
+0 |
Total Volume and Open Interest |
16,292 |
72,362 |
+805 |
DJIA Index(CBOT) |
Sep07 |
070920 |
13792 |
13830 |
13750 |
13762 |
-39 |
6,350 |
30,607 |
+1,674 |
Dec07 |
070920 |
13886 |
13918 |
13835 |
13855 |
-43 |
10,610 |
21,377 |
+4,137 |
Mar08 |
070920 |
13960 |
13960 |
13960 |
13960 |
-43 |
1 |
6 |
+0 |
Jun08 |
070920 |
14036 |
14036 |
14036 |
14036 |
-43 |
|
|
|
Total Volume and Open Interest |
16,961 |
51,990 |
+5,811 |
E-mini DJIA Index(CBOT) |
Sep07 |
070920 |
13813 |
13826 |
13746 |
13762 |
-39 |
22,475 |
59,448 |
-4,449 |
Dec07 |
070920 |
13888 |
13918 |
13837 |
13855 |
-43 |
137,246 |
63,626 |
+5,716 |
Mar08 |
070920 |
13960 |
13960 |
13960 |
13960 |
-43 |
2 |
11 |
+1 |
Jun08 |
070920 |
14036 |
14036 |
14036 |
14036 |
-43 |
|
|
|
Total Volume and Open Interest |
159,723 |
123,085 |
+1,268 |
S & P 500(CME) |
Sep07 |
070920 |
1529.00 |
1529.00 |
1517.00 |
1519.70 |
-9.00 |
70,493 |
228,461 |
-24,026 |
Dec07 |
070920 |
1540.90 |
1542.00 |
1528.80 |
1531.80 |
-9.60 |
110,483 |
539,147 |
+28,073 |
Mar08 |
070920 |
1542.40 |
1551.50 |
1542.00 |
1542.40 |
-9.60 |
131 |
7,852 |
+111 |
Jun08 |
070920 |
1552.90 |
1561.30 |
1552.30 |
1552.90 |
-9.40 |
100 |
397 |
+100 |
Total Volume and Open Interest |
181,207 |
779,030 |
+4,258 |
S & P 500 E-Mini(Globex) |
Sep07 |
070920 |
1528.25 |
1529.50 |
1516.75 |
1519.75 |
-9.00 |
580,287 |
1,080,981 |
-385,629 |
Dec07 |
070920 |
1540.75 |
1542.25 |
1528.75 |
1531.75 |
-9.75 |
2,651,718 |
1,583,364 |
+198,082 |
Total Volume and Open Interest |
3,232,005 |
2,664,346 |
-187,547 |
NASDAQ 100(CME) |
Sep07 |
070920 |
2035.00 |
2042.50 |
2030.00 |
2034.80 |
-6.00 |
7,371 |
67,960 |
+9,099 |
Dec07 |
070920 |
2062.30 |
2068.00 |
2052.50 |
2057.80 |
-6.20 |
10,143 |
33,285 |
+3,772 |
Mar08 |
070920 |
2079.80 |
2081.30 |
2079.80 |
2079.80 |
-7.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
17,514 |
101,246 |
+12,871 |
NASDAQ 100 E-Mini(Globex) |
Sep07 |
070920 |
2040.00 |
2043.80 |
2029.50 |
2034.80 |
-6.00 |
81,899 |
326,690 |
-21,897 |
Dec07 |
070920 |
2062.80 |
2067.30 |
2052.80 |
2057.80 |
-6.20 |
409,135 |
249,400 |
+24,199 |
Total Volume and Open Interest |
491,034 |
576,090 |
+2,302 |
S & P Midcap 400(CME) |
Sep07 |
070920 |
880.55 |
882.00 |
880.55 |
880.55 |
-6.10 |
1,388 |
4,408 |
-454 |
Dec07 |
070920 |
894.00 |
894.00 |
886.50 |
889.10 |
-6.20 |
1,516 |
5,573 |
+658 |
Mar08 |
070920 |
899.20 |
899.20 |
898.60 |
899.20 |
-6.20 |
|
|
|
Total Volume and Open Interest |
2,904 |
9,981 |
+204 |
Russell 2000 E-Mini(Globex) |
Sep07 |
070920 |
818.50 |
818.50 |
805.10 |
810.80 |
-8.40 |
135,795 |
202,225 |
-79,310 |
Dec07 |
070920 |
824.10 |
824.30 |
810.30 |
816.10 |
-8.40 |
350,000 |
531,120 |
+83,812 |
Mar08 |
070920 |
822.20 |
822.20 |
822.20 |
822.20 |
-8.40 |
|
|
|
Total Volume and Open Interest |
485,795 |
733,345 |
+4,502 |
Nikkei 225(CME) |
Dec07 |
070920 |
16455 |
16455 |
16190 |
16215 |
-265 |
11,746 |
66,826 |
-2,109 |
Mar08 |
070920 |
16220 |
16235 |
16220 |
16220 |
-260 |
0 |
2 |
+0 |
Total Volume and Open Interest |
11,746 |
66,838 |
-2,099 |
Nikkei 225(SGX) |
Dec07 |
070920 |
16400 |
16470 |
16305 |
16380 |
+15 |
80,381 |
212,638 |
+4,210 |
Mar08 |
070920 |
16485 |
16500 |
16350 |
16390 |
+35 |
143 |
498 |
+47 |
Jun08 |
070920 |
16335 |
16335 |
16335 |
16335 |
+35 |
0 |
1 |
+0 |
Total Volume and Open Interest |
80,524 |
213,188 |
+4,257 |
CAC 40(EURONEXT) |
Sep07 |
070920 |
5695.0 |
5712.0 |
5667.5 |
5689.0 |
-41.0 |
294,316 |
738,464 |
+3,006 |
Oct07 |
070920 |
5717.0 |
5727.5 |
5685.0 |
5705.5 |
-42.0 |
129,655 |
237,895 |
+99,618 |
Nov07 |
070920 |
5716.0 |
5716.0 |
5699.5 |
5709.5 |
-44.5 |
5 |
579 |
+4 |
Total Volume and Open Interest |
431,461 |
1,016,854 |
+107,903 |
Hang Seng Index(HKFE) |
Sep07 |
070920 |
25590 |
25775 |
25562 |
25668 |
-19 |
76,068 |
127,893 |
-3,151 |
Oct07 |
070920 |
25730 |
25851 |
25635 |
25742 |
-19 |
2,780 |
5,545 |
+1,188 |
Total Volume and Open Interest |
84,415 |
141,625 |
+3,350 |
DAX(EUREX) |
Sep07 |
070920 |
7718.0 |
7753.0 |
7696.5 |
7739.0 |
-17.0 |
308,885 |
178,106 |
-38,060 |
Dec07 |
070920 |
7808.0 |
7839.0 |
7783.0 |
7824.0 |
-18.5 |
104,571 |
176,003 |
+42,005 |
Mar08 |
070920 |
7884.0 |
7916.0 |
7865.5 |
7906.0 |
-19.5 |
7,190 |
4,673 |
+315 |
Total Volume and Open Interest |
420,646 |
358,782 |
+4,260 |
FT-SE 100(EURONEXT) |
Sep07 |
070920 |
6446.50 |
6456.00 |
6397.00 |
6438.50 |
-26.50 |
298,196 |
208,021 |
-104,584 |
Dec07 |
070920 |
6522.00 |
6522.00 |
6462.00 |
6501.50 |
-29.00 |
167,592 |
437,911 |
+124,263 |
Mar08 |
070920 |
6510.00 |
6522.50 |
6487.50 |
6522.50 |
-30.00 |
20 |
3,603 |
-20 |
Total Volume and Open Interest |
465,808 |
649,546 |
+19,659 |
SPI 200(SFE) |
Sep07 |
070920 |
6395.0 |
6436.0 |
6382.0 |
6436.0 |
+48.0 |
15,251 |
165,926 |
-41,315 |
Dec07 |
070920 |
6450.0 |
6490.0 |
6412.0 |
6453.0 |
+9.0 |
30,618 |
246,038 |
+14,504 |
Mar08 |
070920 |
6480.0 |
6482.0 |
6462.0 |
6462.0 |
+9.0 |
3 |
1,208 |
-1 |
Total Volume and Open Interest |
46,082 |
415,222 |
-26,602 |
GSCI(CME) |
Oct07 |
070920 |
540.70 |
544.80 |
538.50 |
544.80 |
+5.80 |
167 |
21,167 |
-9 |
Nov07 |
070920 |
540.95 |
545.50 |
539.50 |
545.50 |
+5.50 |
1 |
10 |
+1 |
Dec07 |
070920 |
547.50 |
547.50 |
540.50 |
547.50 |
+6.50 |
|
|
|
Total Volume and Open Interest |
168 |
21,177 |
-8 |
Reuters CCI(ICE) |
Nov07 |
070920 |
438.00 |
442.25 |
436.25 |
442.25 |
+5.25 |
8 |
749 |
+0 |
Jan08 |
070920 |
438.00 |
442.25 |
438.00 |
442.25 |
+4.25 |
0 |
415 |
+0 |
Feb08 |
070920 |
437.00 |
440.25 |
437.00 |
440.25 |
+3.25 |
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. |
|
|