|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri September 21, 2007 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov07 |
070921 |
990.00 |
993.00 |
978.00 |
979.00 |
-9.50 |
83,467 |
289,975 |
-571 |
Jan08 |
070921 |
1000.25 |
1008.00 |
993.50 |
994.50 |
-9.75 |
13,668 |
63,430 |
+2,598 |
Mar08 |
070921 |
1006.00 |
1015.00 |
1001.00 |
1002.50 |
-8.50 |
9,586 |
41,474 |
+1,605 |
May08 |
070921 |
1008.50 |
1013.00 |
999.00 |
1001.00 |
-8.50 |
7,923 |
33,571 |
+2,163 |
Jul08 |
070921 |
1013.00 |
1018.00 |
1001.50 |
1002.75 |
-11.50 |
9,980 |
37,172 |
+397 |
Aug08 |
070921 |
998.00 |
1000.00 |
990.00 |
990.00 |
-8.00 |
32 |
870 |
+29 |
Sep08 |
070921 |
968.75 |
982.50 |
967.00 |
967.00 |
-11.00 |
0 |
526 |
+0 |
Nov08 |
070921 |
951.25 |
956.50 |
940.00 |
942.50 |
-11.00 |
9,649 |
63,314 |
+2,948 |
Jan09 |
070921 |
956.00 |
956.00 |
946.00 |
946.00 |
-10.00 |
79 |
672 |
+52 |
Jul09 |
070921 |
958.00 |
958.00 |
958.00 |
958.00 |
-7.00 |
12 |
321 |
+41 |
Total Volume and Open Interest |
134,580 |
538,129 |
+9,309 |
Soybean Meal(CBOT) |
Oct07 |
070921 |
275.40 |
275.90 |
271.90 |
272.70 |
-2.60 |
8,362 |
21,714 |
+227 |
Dec07 |
070921 |
281.20 |
282.80 |
277.20 |
278.30 |
-2.90 |
28,644 |
106,611 |
+1,149 |
Jan08 |
070921 |
283.10 |
283.50 |
274.90 |
280.00 |
-3.10 |
2,233 |
16,353 |
+306 |
Mar08 |
070921 |
287.50 |
287.70 |
283.00 |
283.00 |
-3.50 |
3,308 |
21,390 |
+52 |
May08 |
070921 |
283.50 |
284.00 |
280.50 |
281.40 |
-2.80 |
1,273 |
21,622 |
+298 |
Jul08 |
070921 |
285.30 |
285.50 |
281.50 |
283.00 |
-2.60 |
2,859 |
20,416 |
+756 |
Aug08 |
070921 |
280.30 |
281.00 |
276.50 |
276.50 |
-2.00 |
358 |
3,627 |
+30 |
Sep08 |
070921 |
272.00 |
274.00 |
268.50 |
268.50 |
-2.50 |
384 |
3,225 |
-68 |
Oct08 |
070921 |
261.00 |
261.00 |
258.00 |
258.00 |
-1.50 |
31 |
1,376 |
+20 |
Dec08 |
070921 |
256.00 |
259.00 |
255.50 |
257.30 |
-2.70 |
2,067 |
8,840 |
+325 |
Total Volume and Open Interest |
49,630 |
225,601 |
+3,195 |
Soybean Oil(CBOT) |
Oct07 |
070921 |
39.44 |
39.55 |
38.90 |
38.99 |
-0.45 |
6,904 |
25,576 |
-57 |
Dec07 |
070921 |
40.00 |
40.10 |
39.42 |
39.52 |
-0.42 |
24,668 |
168,998 |
+3,038 |
Jan08 |
070921 |
40.35 |
40.42 |
39.75 |
39.84 |
-0.50 |
2,330 |
22,312 |
+688 |
Mar08 |
070921 |
40.70 |
40.70 |
40.05 |
40.09 |
-0.59 |
1,335 |
20,122 |
-26 |
May08 |
070921 |
40.75 |
40.80 |
40.20 |
40.30 |
-0.49 |
2,323 |
13,767 |
-233 |
Jul08 |
070921 |
40.75 |
41.00 |
40.31 |
40.50 |
-0.45 |
1,535 |
15,189 |
+215 |
Aug08 |
070921 |
40.80 |
40.80 |
40.42 |
40.50 |
-0.50 |
64 |
1,288 |
-36 |
Sep08 |
070921 |
40.45 |
40.45 |
40.45 |
40.45 |
-0.40 |
18 |
655 |
+17 |
Oct08 |
070921 |
40.85 |
40.85 |
40.35 |
40.35 |
-0.50 |
71 |
1,227 |
+0 |
Dec08 |
070921 |
41.00 |
41.00 |
40.45 |
40.50 |
-0.52 |
1,789 |
16,229 |
+354 |
Total Volume and Open Interest |
41,037 |
285,367 |
+3,960 |
Canola(WCE) |
Nov07 |
070921 |
434.5 |
436.9 |
427.6 |
429.4 |
-6.1 |
11,607 |
84,639 |
+1,064 |
Jan08 |
070921 |
447.2 |
447.2 |
438.0 |
441.5 |
-4.3 |
668 |
21,430 |
+174 |
Mar08 |
070921 |
453.9 |
453.9 |
449.7 |
449.7 |
-3.9 |
139 |
4,365 |
-70 |
May08 |
070921 |
454.0 |
457.0 |
454.0 |
457.0 |
-3.4 |
26 |
2,142 |
+6 |
Jul08 |
070921 |
464.2 |
464.2 |
458.3 |
458.3 |
-6.1 |
9 |
4,536 |
-2 |
Total Volume and Open Interest |
12,583 |
124,492 |
+1,294 |
Corn(CBOT) |
Dec07 |
070921 |
369.25 |
377.00 |
367.75 |
376.50 |
+7.25 |
146,815 |
624,115 |
+5,956 |
Mar08 |
070921 |
385.00 |
392.75 |
384.00 |
392.00 |
+6.75 |
38,207 |
153,698 |
+1,945 |
May08 |
070921 |
392.25 |
401.50 |
392.25 |
401.25 |
+6.75 |
5,030 |
42,183 |
+404 |
Jul08 |
070921 |
403.00 |
410.00 |
402.00 |
409.50 |
+6.00 |
18,139 |
96,640 |
+329 |
Sep08 |
070921 |
407.00 |
415.00 |
407.00 |
415.00 |
+7.00 |
793 |
13,481 |
-63 |
Dec08 |
070921 |
415.75 |
422.00 |
415.00 |
421.25 |
+5.00 |
12,912 |
149,572 |
+3,432 |
Mar09 |
070921 |
422.75 |
429.00 |
422.75 |
429.00 |
+4.75 |
344 |
6,153 |
+228 |
May09 |
070921 |
430.00 |
433.50 |
430.00 |
433.50 |
+4.50 |
8 |
9 |
+6 |
Jul09 |
070921 |
433.75 |
436.00 |
433.00 |
436.00 |
+5.50 |
121 |
1,197 |
-34 |
Total Volume and Open Interest |
223,364 |
1,119,706 |
+12,677 |
Wheat(CBOT) |
Dec07 |
070921 |
850.25 |
880.00 |
850.25 |
874.00 |
+24.00 |
48,635 |
239,739 |
-847 |
Mar08 |
070921 |
858.00 |
884.00 |
856.50 |
877.50 |
+23.25 |
7,915 |
49,777 |
+2,050 |
May08 |
070921 |
745.00 |
773.50 |
745.00 |
767.50 |
+24.00 |
1,409 |
7,604 |
+216 |
Jul08 |
070921 |
610.75 |
630.00 |
610.25 |
629.00 |
+17.00 |
5,642 |
58,156 |
+1,635 |
Sep08 |
070921 |
615.00 |
631.00 |
615.00 |
631.00 |
+17.00 |
289 |
2,803 |
+176 |
Dec08 |
070921 |
616.50 |
636.00 |
616.25 |
635.00 |
+18.00 |
1,652 |
19,319 |
+939 |
Total Volume and Open Interest |
65,715 |
384,203 |
+4,244 |
Wheat(KCBT) |
Dec07 |
070921 |
835.75 |
860.00 |
835.75 |
858.00 |
+24.00 |
10,170 |
105,606 |
-1,637 |
Mar08 |
070921 |
835.00 |
858.00 |
835.00 |
854.00 |
+19.00 |
3,040 |
17,608 |
-121 |
May08 |
070921 |
764.00 |
780.00 |
758.00 |
780.00 |
+28.00 |
67 |
816 |
+49 |
Jul08 |
070921 |
618.50 |
632.00 |
617.50 |
630.00 |
+10.50 |
1,220 |
15,240 |
+274 |
Sep08 |
070921 |
621.00 |
634.00 |
621.00 |
631.00 |
+9.00 |
149 |
806 |
-20 |
Dec08 |
070921 |
630.00 |
643.00 |
625.00 |
643.00 |
+21.00 |
161 |
870 |
+57 |
Total Volume and Open Interest |
14,839 |
142,148 |
-1,373 |
Wheat(MGE) |
Dec07 |
070921 |
808.50 |
833.00 |
807.25 |
826.00 |
+23.00 |
5,383 |
48,123 |
+249 |
Mar08 |
070921 |
813.50 |
837.00 |
813.50 |
833.00 |
+22.75 |
1,975 |
12,352 |
+174 |
May08 |
070921 |
804.00 |
815.00 |
793.00 |
810.00 |
+17.00 |
239 |
1,030 |
+50 |
Jul08 |
070921 |
700.00 |
720.00 |
700.00 |
720.00 |
+18.00 |
28 |
871 |
-2 |
Sep08 |
070921 |
617.00 |
629.00 |
617.00 |
629.00 |
+12.00 |
63 |
1,701 |
+5 |
Total Volume and Open Interest |
7,797 |
66,088 |
+481 |
Oats(CBOT) |
Dec07 |
070921 |
282.25 |
286.00 |
277.50 |
283.25 |
+1.00 |
1,141 |
12,293 |
+54 |
Mar08 |
070921 |
294.00 |
294.00 |
287.50 |
292.50 |
+1.50 |
107 |
1,753 |
+27 |
May08 |
070921 |
294.50 |
294.50 |
292.00 |
292.00 |
unch |
2 |
162 |
+0 |
Jul08 |
070921 |
288.00 |
288.00 |
288.00 |
288.00 |
unch |
0 |
43 |
+0 |
Total Volume and Open Interest |
1,252 |
14,262 |
+83 |
Rough Rice(CBOT) |
Nov07 |
070921 |
11.43 |
11.55 |
11.42 |
11.52 |
+0.09 |
632 |
11,745 |
-114 |
Jan08 |
070921 |
11.76 |
11.86 |
11.76 |
11.84 |
+0.08 |
95 |
1,607 |
-39 |
Mar08 |
070921 |
12.05 |
12.07 |
12.05 |
12.06 |
+0.06 |
42 |
1,147 |
+7 |
May08 |
070921 |
12.20 |
12.20 |
12.20 |
12.20 |
+0.03 |
0 |
245 |
+0 |
Total Volume and Open Interest |
786 |
14,864 |
-136 |
Live Cattle(CME) |
Oct07 |
070921 |
95.500 |
96.800 |
95.350 |
96.700 |
+1.400 |
11,450 |
47,740 |
-1,961 |
Dec07 |
070921 |
99.300 |
100.385 |
99.000 |
100.180 |
+1.230 |
15,259 |
112,658 |
+3,593 |
Feb08 |
070921 |
100.900 |
101.750 |
100.550 |
101.580 |
+0.680 |
6,173 |
42,473 |
+1,587 |
Apr08 |
070921 |
100.900 |
101.325 |
100.525 |
101.250 |
+0.450 |
2,271 |
21,701 |
+759 |
Jun08 |
070921 |
96.450 |
97.350 |
96.150 |
97.080 |
+0.350 |
690 |
8,356 |
+288 |
Aug08 |
070921 |
94.600 |
95.500 |
94.600 |
95.300 |
+0.500 |
44 |
2,137 |
+29 |
Total Volume and Open Interest |
36,002 |
235,720 |
+4,344 |
Feeder Cattle(CME) |
Sep07 |
070921 |
115.700 |
116.600 |
115.600 |
116.400 |
+0.550 |
372 |
2,479 |
-161 |
Oct07 |
070921 |
115.250 |
116.300 |
115.250 |
116.200 |
+0.950 |
2,813 |
8,065 |
-300 |
Nov07 |
070921 |
115.500 |
116.400 |
115.500 |
116.385 |
+0.885 |
1,841 |
11,301 |
+554 |
Jan08 |
070921 |
114.100 |
115.000 |
114.050 |
114.980 |
+0.780 |
376 |
4,455 |
+94 |
Mar08 |
070921 |
111.950 |
112.785 |
111.950 |
112.785 |
+0.785 |
70 |
1,048 |
+49 |
Apr08 |
070921 |
113.000 |
113.575 |
112.950 |
113.535 |
+0.535 |
22 |
429 |
+12 |
May08 |
070921 |
113.000 |
113.500 |
112.950 |
113.500 |
+0.450 |
46 |
852 |
+28 |
Total Volume and Open Interest |
5,547 |
28,698 |
+278 |
Lean Hogs(CME) |
Oct07 |
070921 |
62.100 |
62.250 |
60.900 |
61.350 |
-1.025 |
7,987 |
26,663 |
-643 |
Dec07 |
070921 |
64.300 |
64.600 |
63.350 |
63.800 |
-0.975 |
11,990 |
85,526 |
+406 |
Feb08 |
070921 |
68.400 |
68.600 |
67.550 |
68.100 |
-0.475 |
2,577 |
28,752 |
+344 |
Apr08 |
070921 |
69.900 |
69.975 |
69.050 |
69.825 |
-0.150 |
2,616 |
16,626 |
-666 |
May08 |
070921 |
73.800 |
74.300 |
73.800 |
74.275 |
-0.200 |
178 |
1,574 |
-62 |
Jun08 |
070921 |
76.500 |
76.875 |
75.600 |
76.775 |
+0.125 |
2,097 |
10,669 |
-790 |
Jul08 |
070921 |
74.500 |
74.875 |
74.100 |
74.875 |
-0.025 |
27 |
2,855 |
+13 |
Aug08 |
070921 |
71.000 |
71.700 |
71.000 |
71.450 |
-0.025 |
33 |
1,186 |
+23 |
Total Volume and Open Interest |
33,616 |
174,032 |
-1,365 |
Class III Milk(CME) |
Sep07 |
070921 |
20.16 |
20.19 |
20.11 |
20.17 |
unch |
73 |
4,866 |
-12 |
Oct07 |
070921 |
19.07 |
19.07 |
18.26 |
18.26 |
-0.75 |
545 |
4,376 |
-61 |
Nov07 |
070921 |
17.94 |
18.03 |
17.38 |
17.41 |
-0.72 |
591 |
4,060 |
+4 |
Dec07 |
070921 |
17.67 |
17.75 |
17.03 |
17.15 |
-0.62 |
382 |
3,887 |
+9 |
Jan08 |
070921 |
16.58 |
16.65 |
16.09 |
16.47 |
-0.31 |
137 |
2,101 |
+6 |
Total Volume and Open Interest |
2,167 |
35,047 |
+36 |
Cocoa(ICE) |
Dec07 |
070921 |
1972 |
2000 |
1941 |
1983 |
+12 |
23,218 |
62,239 |
-224 |
Mar08 |
070921 |
1952 |
1965 |
1925 |
1948 |
+2 |
4,627 |
28,794 |
-204 |
May08 |
070921 |
1953 |
1959 |
1930 |
1945 |
-1 |
2,542 |
9,911 |
+1,091 |
Jul08 |
070921 |
1935 |
1962 |
1930 |
1957 |
+15 |
300 |
4,009 |
+100 |
Sep08 |
070921 |
1947 |
1974 |
1941 |
1969 |
+17 |
112 |
3,999 |
-26 |
Dec08 |
070921 |
1965 |
1996 |
1960 |
1988 |
+23 |
188 |
12,334 |
-40 |
Mar09 |
070921 |
2008 |
2008 |
2008 |
2008 |
+23 |
0 |
614 |
+0 |
Total Volume and Open Interest |
30,987 |
121,902 |
+697 |
Coffee "C"(ICE) |
Dec07 |
070921 |
132.00 |
132.55 |
128.55 |
129.90 |
-3.25 |
35,490 |
105,307 |
+1,145 |
Mar08 |
070921 |
134.40 |
136.00 |
132.25 |
133.50 |
-3.05 |
4,621 |
27,165 |
+850 |
May08 |
070921 |
137.55 |
137.55 |
135.40 |
135.55 |
-2.95 |
1,305 |
9,414 |
+376 |
Jul08 |
070921 |
138.00 |
139.50 |
136.85 |
137.45 |
-2.75 |
514 |
3,821 |
+360 |
Sep08 |
070921 |
139.60 |
141.15 |
139.05 |
139.05 |
-2.65 |
513 |
7,982 |
-91 |
Dec08 |
070921 |
141.55 |
143.00 |
140.00 |
141.20 |
-2.35 |
425 |
6,553 |
-171 |
Total Volume and Open Interest |
43,476 |
166,103 |
+2,401 |
Orange Juice(ICE) |
Nov07 |
070921 |
126.00 |
129.50 |
125.15 |
128.05 |
+1.65 |
4,604 |
17,496 |
+55 |
Jan08 |
070921 |
126.00 |
129.20 |
125.00 |
128.05 |
+1.55 |
1,706 |
5,764 |
+485 |
Mar08 |
070921 |
126.80 |
130.50 |
126.80 |
128.55 |
+1.55 |
9 |
3,885 |
-7 |
May08 |
070921 |
129.05 |
129.05 |
129.05 |
129.05 |
+1.55 |
0 |
574 |
+0 |
Jul08 |
070921 |
129.55 |
129.55 |
129.55 |
129.55 |
+1.55 |
0 |
136 |
+0 |
Sep08 |
070921 |
130.05 |
130.05 |
130.05 |
130.05 |
+1.55 |
0 |
119 |
+0 |
Total Volume and Open Interest |
6,319 |
28,838 |
+533 |
Sugar #11(ICE) |
Oct07 |
070921 |
9.78 |
9.95 |
9.73 |
9.79 |
-0.05 |
53,924 |
80,708 |
-17,577 |
Mar08 |
070921 |
10.14 |
10.20 |
10.02 |
10.08 |
-0.06 |
115,279 |
350,389 |
+14,487 |
May08 |
070921 |
10.17 |
10.20 |
10.07 |
10.12 |
-0.06 |
21,940 |
59,595 |
+1,116 |
Jul08 |
070921 |
10.12 |
10.18 |
10.07 |
10.10 |
-0.03 |
10,700 |
48,665 |
+5,185 |
Oct08 |
070921 |
10.30 |
10.39 |
10.26 |
10.34 |
+0.02 |
4,499 |
46,459 |
+2,026 |
Total Volume and Open Interest |
211,739 |
659,341 |
+5,763 |
London Cocoa(LCE) |
Dec07 |
070921 |
1002 |
1003 |
979 |
996 |
-3 |
9,113 |
75,591 |
-1,184 |
Mar08 |
070921 |
1016 |
1016 |
992 |
1008 |
-4 |
3,006 |
43,393 |
+991 |
May08 |
070921 |
1020 |
1023 |
1006 |
1016 |
-4 |
1,878 |
17,314 |
+440 |
Jul08 |
070921 |
1025 |
1027 |
1013 |
1025 |
unch |
1,422 |
16,213 |
+604 |
Sep08 |
070921 |
1037 |
1037 |
1025 |
1036 |
+1 |
400 |
19,128 |
+119 |
Dec08 |
070921 |
1047 |
1048 |
1038 |
1047 |
+2 |
142 |
7,154 |
+58 |
Mar09 |
070921 |
1055 |
1055 |
1055 |
1055 |
+1 |
0 |
117 |
+0 |
Total Volume and Open Interest |
15,961 |
178,920 |
+1,028 |
London Sugar(LCE) |
Dec07 |
070921 |
289.50 |
289.80 |
277.80 |
278.50 |
-9.50 |
5,949 |
33,307 |
-859 |
Mar08 |
070921 |
294.00 |
294.00 |
286.70 |
287.50 |
-6.40 |
3,426 |
19,716 |
+1,073 |
May08 |
070921 |
296.00 |
296.00 |
291.10 |
292.30 |
-3.70 |
1,005 |
6,738 |
-250 |
Aug08 |
070921 |
294.00 |
294.00 |
290.60 |
292.10 |
-1.90 |
910 |
5,861 |
+78 |
Oct08 |
070921 |
298.00 |
298.00 |
293.00 |
295.50 |
-0.50 |
446 |
4,680 |
-116 |
Total Volume and Open Interest |
11,851 |
72,573 |
-36 |
Cotton(ICE) |
Oct07 |
070921 |
62.00 |
63.60 |
61.70 |
63.48 |
+1.28 |
953 |
1,688 |
-296 |
Dec07 |
070921 |
64.30 |
66.48 |
64.30 |
66.08 |
+1.21 |
29,051 |
137,555 |
+1,338 |
Mar08 |
070921 |
67.74 |
69.20 |
67.70 |
69.04 |
+1.30 |
3,198 |
48,647 |
+102 |
May08 |
070921 |
69.50 |
70.50 |
69.50 |
70.50 |
+1.56 |
182 |
5,250 |
+111 |
Jul08 |
070921 |
70.40 |
71.70 |
70.40 |
71.61 |
+1.21 |
165 |
6,555 |
+96 |
Oct08 |
070921 |
72.73 |
72.73 |
72.73 |
72.73 |
+0.87 |
0 |
264 |
+0 |
Total Volume and Open Interest |
35,493 |
219,860 |
+1,659 |
Lumber(CME) |
Nov07 |
070921 |
237.1 |
239.8 |
237.1 |
239.3 |
+0.4 |
720 |
5,608 |
+77 |
Jan08 |
070921 |
260.0 |
261.4 |
260.0 |
261.0 |
-0.5 |
253 |
789 |
+38 |
Mar08 |
070921 |
278.2 |
280.6 |
276.5 |
280.3 |
+0.5 |
78 |
301 |
-6 |
May08 |
070921 |
277.0 |
284.7 |
277.0 |
277.0 |
-2.7 |
4 |
52 |
+3 |
Total Volume and Open Interest |
1,055 |
6,754 |
+112 |
Crude Oil(NYM) |
Nov07 |
070921 |
81.78 |
82.34 |
80.55 |
81.62 |
-0.16 |
232,184 |
365,855 |
+2,998 |
Dec07 |
070921 |
80.62 |
81.19 |
79.67 |
80.64 |
unch |
101,112 |
219,953 |
-1,097 |
Jan08 |
070921 |
79.82 |
80.34 |
79.16 |
79.99 |
+0.14 |
34,253 |
83,427 |
+803 |
Feb08 |
070921 |
79.06 |
79.63 |
78.69 |
79.44 |
+0.27 |
10,487 |
38,660 |
+1,045 |
Mar08 |
070921 |
78.41 |
79.10 |
78.19 |
78.98 |
+0.38 |
6,953 |
45,280 |
-164 |
Apr08 |
070921 |
77.71 |
78.65 |
77.55 |
78.56 |
+0.46 |
5,500 |
45,478 |
-450 |
May08 |
070921 |
77.46 |
78.16 |
77.46 |
78.16 |
+0.49 |
6,687 |
44,987 |
-392 |
Jun08 |
070921 |
76.74 |
77.85 |
76.73 |
77.80 |
+0.51 |
5,576 |
48,827 |
+737 |
Jul08 |
070921 |
77.46 |
77.46 |
77.46 |
77.46 |
+0.53 |
1,146 |
16,779 |
+145 |
Aug08 |
070921 |
77.15 |
77.15 |
77.15 |
77.15 |
+0.55 |
1,553 |
10,753 |
-107 |
Sep08 |
070921 |
76.85 |
76.85 |
76.85 |
76.85 |
+0.57 |
2,150 |
35,857 |
-644 |
Oct08 |
070921 |
76.56 |
76.56 |
76.56 |
76.56 |
+0.59 |
335 |
21,647 |
-95 |
Nov08 |
070921 |
76.27 |
76.27 |
76.27 |
76.27 |
+0.60 |
788 |
15,065 |
+146 |
Dec08 |
070921 |
75.46 |
76.08 |
74.95 |
76.00 |
+0.61 |
12,254 |
155,202 |
-1,626 |
Jan09 |
070921 |
75.75 |
75.75 |
75.73 |
75.73 |
+0.62 |
2,280 |
22,691 |
+313 |
Feb09 |
070921 |
75.49 |
75.49 |
75.49 |
75.49 |
+0.63 |
202 |
15,385 |
-98 |
Total Volume and Open Interest |
433,927 |
1,412,195 |
-46,758 |
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 |
070921 |
81.675 |
82.350 |
80.550 |
81.625 |
-0.150 |
|
|
|
Dec07 |
070921 |
80.575 |
81.175 |
79.750 |
80.650 |
unch |
|
|
|
Jan08 |
070921 |
80.200 |
80.200 |
80.000 |
80.000 |
+0.150 |
|
|
|
Feb08 |
070921 |
79.450 |
79.450 |
79.450 |
79.450 |
+0.275 |
|
|
|
Mar08 |
070921 |
78.975 |
78.975 |
78.975 |
78.975 |
+0.375 |
|
|
|
Apr08 |
070921 |
78.550 |
78.550 |
78.550 |
78.550 |
+0.450 |
|
|
|
May08 |
070921 |
78.150 |
78.150 |
78.150 |
78.150 |
+0.475 |
|
|
|
Jun08 |
070921 |
77.800 |
77.800 |
77.800 |
77.800 |
+0.500 |
|
|
|
Total Volume and Open Interest |
12,143 |
7,107 |
+656 |
Heating Oil(NYM) |
Oct07 |
070921 |
226.09 |
226.09 |
223.61 |
225.62 |
-0.47 |
21,733 |
38,323 |
-3,479 |
Nov07 |
070921 |
227.74 |
227.80 |
225.60 |
227.51 |
-0.28 |
20,216 |
79,245 |
+2,549 |
Dec07 |
070921 |
228.17 |
228.89 |
226.75 |
228.61 |
-0.18 |
9,413 |
48,469 |
+1,482 |
Jan08 |
070921 |
228.50 |
229.52 |
227.65 |
229.31 |
+0.02 |
3,144 |
25,081 |
+642 |
Feb08 |
070921 |
226.78 |
227.90 |
226.46 |
227.81 |
+0.27 |
1,814 |
15,639 |
+565 |
Mar08 |
070921 |
223.80 |
225.40 |
223.70 |
224.86 |
+0.37 |
1,017 |
7,546 |
-37 |
Apr08 |
070921 |
219.99 |
221.02 |
219.90 |
220.86 |
+0.57 |
283 |
6,865 |
+81 |
May08 |
070921 |
216.50 |
216.76 |
216.50 |
216.76 |
+0.57 |
338 |
3,086 |
-8 |
Jun08 |
070921 |
214.00 |
214.41 |
213.62 |
214.41 |
+0.57 |
980 |
11,494 |
+73 |
Jul08 |
070921 |
213.00 |
213.71 |
213.00 |
213.71 |
+0.67 |
169 |
1,591 |
-54 |
Aug08 |
070921 |
214.01 |
214.01 |
214.01 |
214.01 |
+0.72 |
42 |
809 |
+18 |
Sep08 |
070921 |
215.21 |
215.21 |
215.21 |
215.21 |
+0.67 |
157 |
744 |
+97 |
Total Volume and Open Interest |
59,571 |
243,150 |
+1,950 |
Gasoline(NYMEX) |
Oct07 |
070921 |
213.11 |
215.64 |
209.64 |
211.45 |
-2.06 |
31,908 |
39,178 |
-2,236 |
Nov07 |
070921 |
210.00 |
212.24 |
207.20 |
208.84 |
-1.62 |
32,935 |
75,175 |
+4,178 |
Dec07 |
070921 |
208.10 |
210.15 |
206.20 |
207.74 |
-0.92 |
12,099 |
27,163 |
+642 |
Jan08 |
070921 |
207.93 |
210.55 |
206.97 |
208.49 |
-0.62 |
6,028 |
17,636 |
+1,270 |
Feb08 |
070921 |
210.26 |
211.55 |
208.56 |
209.89 |
-0.37 |
2,400 |
8,116 |
+148 |
Mar08 |
070921 |
211.59 |
212.56 |
210.20 |
211.29 |
-0.17 |
1,630 |
9,523 |
-292 |
Apr08 |
070921 |
223.00 |
223.60 |
222.00 |
222.94 |
+0.23 |
744 |
8,233 |
+145 |
May08 |
070921 |
223.76 |
224.16 |
223.49 |
223.49 |
+0.28 |
631 |
3,693 |
+288 |
Jun08 |
070921 |
222.22 |
223.09 |
222.22 |
223.09 |
+0.23 |
179 |
5,032 |
-71 |
Jul08 |
070921 |
220.41 |
221.44 |
220.00 |
221.44 |
+0.28 |
86 |
1,752 |
+7 |
Total Volume and Open Interest |
88,805 |
201,678 |
+4,090 |
e-miNY RBOB Gasoline(NYM) |
Oct07 |
070921 |
211.45 |
211.45 |
211.45 |
211.45 |
-2.06 |
1 |
1 |
+0 |
Nov07 |
070921 |
208.84 |
208.84 |
208.84 |
208.84 |
-1.62 |
1 |
0 |
-1 |
Dec07 |
070921 |
207.74 |
207.74 |
207.74 |
207.74 |
-0.92 |
0 |
1 |
+0 |
Jan08 |
070921 |
208.49 |
208.49 |
208.49 |
208.49 |
-0.62 |
2 |
0 |
+0 |
Total Volume and Open Interest |
6 |
2 |
-1 |
Natural Gas(NYM) |
Oct07 |
070921 |
6.000 |
6.259 |
5.725 |
6.080 |
+0.072 |
78,479 |
49,426 |
-10,159 |
Nov07 |
070921 |
7.010 |
7.212 |
6.811 |
6.990 |
+0.012 |
36,499 |
127,660 |
+503 |
Dec07 |
070921 |
7.731 |
8.025 |
7.669 |
7.820 |
+0.027 |
15,769 |
53,324 |
-899 |
Jan08 |
070921 |
8.081 |
8.361 |
8.065 |
8.180 |
+0.037 |
9,856 |
53,469 |
+698 |
Feb08 |
070921 |
8.125 |
8.384 |
8.116 |
8.210 |
+0.045 |
1,669 |
34,483 |
-114 |
Mar08 |
070921 |
7.932 |
8.203 |
7.923 |
8.020 |
+0.037 |
3,401 |
47,632 |
-311 |
Apr08 |
070921 |
7.530 |
7.750 |
7.530 |
7.605 |
+0.042 |
2,321 |
36,319 |
-55 |
May08 |
070921 |
7.685 |
7.690 |
7.583 |
7.625 |
+0.042 |
1,280 |
28,191 |
+78 |
Jun08 |
070921 |
7.796 |
7.815 |
7.680 |
7.695 |
+0.042 |
254 |
17,314 |
+26 |
Jul08 |
070921 |
7.750 |
7.870 |
7.750 |
7.775 |
+0.042 |
319 |
13,204 |
+100 |
Aug08 |
070921 |
8.012 |
8.012 |
7.820 |
7.840 |
+0.042 |
460 |
11,827 |
+203 |
Sep08 |
070921 |
7.830 |
7.890 |
7.830 |
7.862 |
+0.037 |
432 |
8,668 |
+232 |
Oct08 |
070921 |
7.980 |
7.980 |
7.887 |
7.945 |
+0.037 |
2,723 |
30,318 |
-570 |
Nov08 |
070921 |
8.432 |
8.432 |
8.350 |
8.370 |
+0.037 |
1,370 |
16,788 |
+694 |
Dec08 |
070921 |
8.855 |
8.855 |
8.770 |
8.790 |
+0.042 |
388 |
14,306 |
-136 |
Jan09 |
070921 |
9.086 |
9.086 |
9.040 |
9.055 |
+0.042 |
720 |
32,026 |
+114 |
Total Volume and Open Interest |
161,115 |
783,827 |
-7,586 |
Brent Crude Oil(ICE) |
Nov07 |
070921 |
79.13 |
79.94 |
78.47 |
79.30 |
+0.21 |
103,815 |
168,292 |
+339 |
Dec07 |
070921 |
79.00 |
79.93 |
78.58 |
79.39 |
+0.18 |
90,212 |
184,676 |
+1,175 |
Jan08 |
070921 |
78.89 |
79.70 |
78.59 |
79.37 |
+0.22 |
37,240 |
50,108 |
+5,559 |
Feb08 |
070921 |
78.68 |
79.38 |
78.47 |
79.15 |
+0.24 |
10,671 |
27,434 |
+3,298 |
Mar08 |
070921 |
78.36 |
79.04 |
78.15 |
78.88 |
+0.29 |
3,896 |
20,854 |
+229 |
Apr08 |
070921 |
78.05 |
78.59 |
78.01 |
78.59 |
+0.32 |
2,361 |
17,056 |
+875 |
May08 |
070921 |
78.29 |
78.29 |
78.29 |
78.29 |
+0.34 |
831 |
9,534 |
+256 |
Jun08 |
070921 |
77.37 |
78.00 |
77.34 |
78.00 |
+0.37 |
3,726 |
34,904 |
-481 |
Jul08 |
070921 |
77.74 |
77.74 |
77.74 |
77.74 |
+0.37 |
245 |
5,782 |
+40 |
Aug08 |
070921 |
77.50 |
77.50 |
77.50 |
77.50 |
+0.38 |
20 |
3,421 |
+0 |
Sep08 |
070921 |
77.27 |
77.27 |
77.27 |
77.27 |
+0.40 |
20 |
3,697 |
+0 |
Oct08 |
070921 |
77.04 |
77.04 |
77.04 |
77.04 |
+0.42 |
0 |
4,417 |
+0 |
Nov08 |
070921 |
76.81 |
76.81 |
76.81 |
76.81 |
+0.43 |
0 |
3,417 |
+0 |
Dec08 |
070921 |
75.90 |
76.66 |
75.72 |
76.57 |
+0.45 |
7,538 |
41,185 |
+461 |
Total Volume and Open Interest |
261,765 |
669,435 |
+12,144 |
Gas Oil(ICE) |
Oct07 |
070921 |
710.25 |
711.25 |
705.00 |
710.50 |
+5.75 |
46,657 |
92,287 |
-2,759 |
Nov07 |
070921 |
708.00 |
709.50 |
703.00 |
708.50 |
+6.25 |
29,227 |
81,945 |
+4,445 |
Dec07 |
070921 |
704.50 |
706.50 |
700.25 |
705.75 |
+7.00 |
14,410 |
55,663 |
+1,538 |
Jan08 |
070921 |
703.00 |
706.50 |
700.50 |
705.50 |
+7.25 |
10,537 |
41,459 |
+2,314 |
Feb08 |
070921 |
697.00 |
700.00 |
696.75 |
700.00 |
+7.50 |
3,585 |
16,923 |
+1,037 |
Mar08 |
070921 |
689.75 |
693.00 |
689.00 |
692.75 |
+8.00 |
2,410 |
11,000 |
+555 |
Apr08 |
070921 |
684.00 |
684.50 |
682.25 |
684.50 |
+8.25 |
1,678 |
5,957 |
+855 |
May08 |
070921 |
675.75 |
676.25 |
675.75 |
676.25 |
+8.25 |
289 |
7,801 |
+73 |
Jun08 |
070921 |
672.25 |
672.25 |
670.50 |
671.50 |
+8.75 |
2,485 |
33,610 |
+1,604 |
Jul08 |
070921 |
672.50 |
672.50 |
671.50 |
671.50 |
+9.25 |
400 |
4,354 |
+400 |
Total Volume and Open Interest |
103,997 |
379,551 |
-3,397 |
Ethanol(CBOT) |
Sep07 |
070906 |
1.640 |
1.640 |
1.640 |
1.640 |
-0.010 |
0 |
62 |
-4 |
Oct07 |
070921 |
1.580 |
1.580 |
1.570 |
1.575 |
-0.024 |
2 |
135 |
-2 |
Nov07 |
070921 |
1.600 |
1.600 |
1.580 |
1.595 |
+0.010 |
2 |
85 |
+0 |
Dec07 |
070921 |
1.590 |
1.590 |
1.580 |
1.580 |
-0.005 |
2 |
161 |
+2 |
Jan08 |
070921 |
1.570 |
1.580 |
1.570 |
1.580 |
-0.005 |
0 |
154 |
+0 |
Feb08 |
070921 |
1.580 |
1.580 |
1.580 |
1.580 |
-0.005 |
0 |
126 |
+0 |
Mar08 |
070921 |
1.580 |
1.580 |
1.580 |
1.580 |
-0.005 |
20 |
157 |
+20 |
Apr08 |
070921 |
1.585 |
1.585 |
1.573 |
1.585 |
unch |
4 |
66 |
+4 |
Total Volume and Open Interest |
64 |
1,378 |
+38 |
WTI Crude Oil(ICE) |
Nov07 |
070921 |
81.68 |
82.33 |
80.55 |
81.62 |
-0.16 |
74,920 |
120,389 |
+1,168 |
Dec07 |
070921 |
80.48 |
81.19 |
79.67 |
80.64 |
unch |
59,254 |
130,725 |
-2,166 |
Jan08 |
070921 |
79.75 |
80.33 |
79.12 |
79.99 |
+0.14 |
14,475 |
32,005 |
-2,235 |
Feb08 |
070921 |
78.78 |
79.46 |
78.70 |
79.44 |
+0.27 |
3,939 |
14,645 |
+223 |
Mar08 |
070921 |
78.17 |
78.98 |
78.13 |
78.98 |
+0.38 |
2,296 |
13,945 |
+718 |
Apr08 |
070921 |
78.56 |
78.56 |
78.56 |
78.56 |
+0.46 |
987 |
8,136 |
+235 |
May08 |
070921 |
78.16 |
78.16 |
78.16 |
78.16 |
+0.49 |
1,149 |
5,370 |
+196 |
Jun08 |
070921 |
76.75 |
77.80 |
76.72 |
77.80 |
+0.51 |
2,860 |
36,542 |
+997 |
Jul08 |
070921 |
77.46 |
77.46 |
77.46 |
77.46 |
+0.53 |
635 |
2,895 |
+500 |
Aug08 |
070921 |
77.15 |
77.15 |
77.15 |
77.15 |
+0.55 |
230 |
840 |
+10 |
Sep08 |
070921 |
76.85 |
76.85 |
76.85 |
76.85 |
+0.57 |
220 |
3,342 |
+220 |
Oct08 |
070921 |
76.56 |
76.56 |
76.56 |
76.56 |
+0.59 |
0 |
3,794 |
+0 |
Nov08 |
070921 |
76.27 |
76.27 |
76.27 |
76.27 |
+0.60 |
0 |
1,347 |
+0 |
Dec08 |
070921 |
75.20 |
76.08 |
74.98 |
76.00 |
+0.61 |
11,061 |
79,417 |
+567 |
Jan09 |
070921 |
75.73 |
75.73 |
75.73 |
75.73 |
+0.62 |
0 |
1,330 |
+0 |
Feb09 |
070921 |
75.49 |
75.49 |
75.49 |
75.49 |
+0.63 |
0 |
1,450 |
+0 |
Total Volume and Open Interest |
175,813 |
559,267 |
+1,792 |
US Dollar Index(ICE) |
Dec07 |
070921 |
78.440 |
78.730 |
78.340 |
78.480 |
unch |
6,053 |
36,008 |
+698 |
Mar08 |
070921 |
78.600 |
78.600 |
78.410 |
78.410 |
unch |
14 |
2,727 |
+0 |
Jun08 |
070921 |
78.380 |
78.380 |
78.380 |
78.380 |
unch |
8 |
426 |
+7 |
Total Volume and Open Interest |
6,075 |
39,161 |
+705 |
Australian Dollar(CME) |
Dec07 |
070921 |
85.99 |
86.73 |
85.76 |
86.27 |
+0.10 |
44,125 |
64,162 |
+5,081 |
Mar08 |
070921 |
85.91 |
86.20 |
85.32 |
85.83 |
+0.10 |
29 |
172 |
+0 |
Jun08 |
070921 |
85.32 |
85.56 |
84.93 |
85.32 |
+0.10 |
1 |
285 |
-1 |
Total Volume and Open Interest |
44,157 |
64,625 |
+5,080 |
British Pound(CME) |
Dec07 |
070921 |
200.50 |
201.72 |
200.24 |
201.56 |
+1.02 |
75,425 |
83,631 |
+2,259 |
Mar08 |
070921 |
199.97 |
201.07 |
199.77 |
200.96 |
+1.02 |
38 |
121 |
+2 |
Jun08 |
070921 |
200.35 |
200.44 |
199.25 |
200.35 |
+1.02 |
3 |
15 |
+0 |
Total Volume and Open Interest |
75,466 |
83,777 |
+2,261 |
Canadian Dollar(CME) |
Dec07 |
070921 |
99.90 |
100.70 |
99.47 |
100.01 |
+0.01 |
60,455 |
120,132 |
-1,638 |
Mar08 |
070921 |
99.94 |
100.68 |
99.52 |
100.05 |
+0.04 |
318 |
1,621 |
+299 |
Jun08 |
070921 |
99.98 |
100.50 |
99.55 |
100.04 |
+0.07 |
3 |
365 |
+0 |
Sep08 |
070921 |
100.28 |
100.52 |
99.60 |
100.01 |
+0.06 |
1 |
336 |
+0 |
Total Volume and Open Interest |
60,809 |
122,540 |
-1,329 |
Japanese Yen(CME) |
Dec07 |
070921 |
88.07 |
88.14 |
87.16 |
87.51 |
-0.75 |
148,810 |
139,959 |
-4,015 |
Mar08 |
070921 |
88.15 |
88.45 |
88.03 |
88.35 |
-0.75 |
415 |
887 |
+350 |
Jun08 |
070921 |
89.13 |
89.20 |
88.88 |
89.13 |
-0.75 |
50 |
16,133 |
+0 |
Total Volume and Open Interest |
149,280 |
157,379 |
-3,660 |
Swiss Franc(CME) |
Dec07 |
070921 |
85.89 |
86.16 |
85.45 |
85.79 |
-0.07 |
68,339 |
68,193 |
+5,307 |
Mar08 |
070921 |
86.29 |
86.57 |
85.92 |
86.23 |
-0.07 |
0 |
47 |
-1 |
Jun08 |
070921 |
86.62 |
86.76 |
86.34 |
86.62 |
-0.08 |
4 |
2 |
-2 |
Total Volume and Open Interest |
68,343 |
68,247 |
+5,304 |
EuroFX(CME) |
Dec07 |
070921 |
140.88 |
141.40 |
140.61 |
141.02 |
+0.05 |
193,325 |
205,806 |
+10,747 |
Mar08 |
070921 |
141.24 |
141.47 |
140.73 |
141.12 |
+0.05 |
363 |
1,092 |
+120 |
Jun08 |
070921 |
141.20 |
141.52 |
140.85 |
141.20 |
+0.09 |
102 |
138 |
+50 |
Total Volume and Open Interest |
193,802 |
207,100 |
+10,917 |
Mexican Peso(CME) |
Oct07 |
070921 |
908.2 |
910.2 |
908.2 |
910.2 |
+1.2 |
0 |
68 |
+0 |
Nov07 |
070921 |
908.2 |
908.2 |
908.2 |
908.2 |
+1.2 |
0 |
86 |
+0 |
Total Volume and Open Interest |
19,433 |
71,989 |
+2,636 |
Brazilian Real(CME) |
Oct07 |
070921 |
534.40 |
534.40 |
530.60 |
534.40 |
+3.80 |
|
|
|
Nov07 |
070921 |
532.40 |
532.40 |
528.60 |
532.40 |
+3.80 |
|
|
|
Dec07 |
070921 |
532.30 |
532.30 |
529.55 |
531.00 |
+3.80 |
293 |
5,281 |
+206 |
Jan08 |
070921 |
529.60 |
529.60 |
525.80 |
529.60 |
+3.80 |
|
|
|
Total Volume and Open Interest |
293 |
5,281 |
+206 |
30-Year T-Bonds(CBOT) |
Dec07 |
070921 |
110~000 |
110~290 |
109~290 |
110~240 |
+0~160 |
483,234 |
893,278 |
+799 |
Mar08 |
070921 |
109~240 |
110~230 |
109~240 |
110~200 |
+0~160 |
115 |
1,515 |
+13 |
Jun08 |
070921 |
109~290 |
110~160 |
109~290 |
110~160 |
+0~160 |
15 |
163 |
+13 |
Total Volume and Open Interest |
483,364 |
894,977 |
+825 |
10-Year T-Notes(CBOT) |
Dec07 |
070921 |
108~130 |
108~310 |
108~130 |
108~285 |
+0~080 |
1,642,237 |
2,232,928 |
+20,746 |
Mar08 |
070921 |
108~005 |
108~135 |
108~000 |
108~130 |
+0~085 |
26,930 |
30,999 |
+22,272 |
Jun08 |
070921 |
108~065 |
108~065 |
108~065 |
108~065 |
+0~085 |
0 |
14 |
+0 |
Total Volume and Open Interest |
1,669,167 |
2,263,941 |
+43,018 |
5-Year T-Notes(CBOT) |
Sep07 |
070921 |
106~104 |
106~104 |
106~104 |
106~104 |
+0~016 |
946 |
0 |
+0 |
Dec07 |
070921 |
106~068 |
106~096 |
106~048 |
106~086 |
+0~018 |
722,414 |
0 |
+0 |
Mar08 |
070921 |
106~086 |
106~086 |
106~086 |
106~086 |
+0~018 |
|
|
|
Total Volume and Open Interest |
753,457 |
1,562,396 |
+20,929 |
2 Year T-Notes(CBOT) |
Sep07 |
070921 |
103~026 |
103~035 |
103~021 |
103~035 |
+0~007 |
2,091 |
19,093 |
-150 |
Dec07 |
070921 |
103~029 |
103~049 |
103~023 |
103~044 |
+0~007 |
254,951 |
905,843 |
+14,580 |
Total Volume and Open Interest |
257,042 |
924,936 |
+14,430 |
Eurodollars(CME) |
Dec07 |
070921 |
95.250 |
95.285 |
95.205 |
95.260 |
-0.005 |
350,593 |
1,602,064 |
-38,910 |
Mar08 |
070921 |
95.495 |
95.560 |
95.460 |
95.525 |
+0.010 |
354,403 |
1,564,863 |
-21,390 |
Jun08 |
070921 |
95.545 |
95.635 |
95.520 |
95.610 |
+0.045 |
405,279 |
1,373,919 |
-11,236 |
Sep08 |
070921 |
95.545 |
95.650 |
95.530 |
95.630 |
+0.060 |
411,629 |
1,182,743 |
-689 |
Dec08 |
070921 |
95.495 |
95.610 |
95.480 |
95.585 |
+0.060 |
393,642 |
1,178,741 |
+7,296 |
Mar09 |
070921 |
95.400 |
95.515 |
95.390 |
95.490 |
+0.050 |
261,841 |
720,444 |
+4,125 |
Jun09 |
070921 |
95.300 |
95.405 |
95.285 |
95.380 |
+0.035 |
160,761 |
485,121 |
-4,546 |
Sep09 |
070921 |
95.205 |
95.305 |
95.190 |
95.280 |
+0.025 |
114,448 |
370,743 |
-4,277 |
Dec09 |
070921 |
95.125 |
95.215 |
95.095 |
95.190 |
+0.025 |
50,336 |
252,996 |
+2,579 |
Mar10 |
070921 |
95.070 |
95.145 |
95.030 |
95.125 |
+0.025 |
40,897 |
175,400 |
-7,773 |
Jun10 |
070921 |
95.000 |
95.065 |
94.960 |
95.050 |
+0.025 |
26,194 |
137,104 |
+1,014 |
Sep10 |
070921 |
94.940 |
94.995 |
94.890 |
94.980 |
+0.025 |
31,966 |
115,368 |
+4,332 |
Dec10 |
070921 |
94.880 |
94.920 |
94.820 |
94.910 |
+0.030 |
10,680 |
105,668 |
+336 |
Mar11 |
070921 |
94.850 |
94.870 |
94.770 |
94.860 |
+0.030 |
9,170 |
92,966 |
-60 |
Jun11 |
070921 |
94.765 |
94.810 |
94.710 |
94.800 |
+0.030 |
9,116 |
84,215 |
-2,896 |
Sep11 |
070921 |
94.705 |
94.750 |
94.650 |
94.740 |
+0.030 |
10,940 |
73,316 |
-2,096 |
Dec11 |
070921 |
94.630 |
94.700 |
94.585 |
94.680 |
+0.035 |
7,384 |
56,200 |
-2,042 |
Mar12 |
070921 |
94.550 |
94.650 |
94.535 |
94.635 |
+0.040 |
5,761 |
44,500 |
-2,208 |
Total Volume and Open Interest |
2,704,288 |
9,996,776 |
-74,506 |
30 Day Federal Funds(CBOT) |
Sep07 |
070921 |
95.070 |
95.070 |
95.070 |
95.070 |
unch |
378 |
92,518 |
-2,591 |
Oct07 |
070921 |
95.280 |
95.285 |
95.275 |
95.280 |
unch |
1,551 |
74,092 |
-8,713 |
Nov07 |
070921 |
95.420 |
95.430 |
95.420 |
95.430 |
unch |
2,311 |
94,976 |
+1,880 |
Dec07 |
070921 |
95.550 |
95.560 |
95.540 |
95.560 |
unch |
777 |
61,924 |
+94 |
Jan08 |
070921 |
95.615 |
95.620 |
95.615 |
95.620 |
unch |
740 |
37,189 |
+3,684 |
Feb08 |
070921 |
95.705 |
95.720 |
95.695 |
95.720 |
-0.005 |
400 |
20,713 |
+1,805 |
Total Volume and Open Interest |
6,557 |
389,849 |
-3,673 |
30 Day Fed Funds(e-CBOT) |
Sep07 |
070921 |
95.070 |
95.075 |
95.065 |
95.065 |
-0.010 |
19,140 |
0 |
+0 |
Oct07 |
070921 |
95.280 |
95.285 |
95.275 |
95.285 |
+0.005 |
11,770 |
0 |
+0 |
Nov07 |
070921 |
95.430 |
95.435 |
95.415 |
95.430 |
+0.010 |
15,922 |
0 |
+0 |
Dec07 |
070921 |
95.550 |
95.570 |
95.530 |
95.565 |
+0.025 |
10,869 |
0 |
+0 |
Jan08 |
070921 |
95.625 |
95.630 |
95.595 |
95.625 |
+0.015 |
12,203 |
0 |
+0 |
Feb08 |
070921 |
95.725 |
95.725 |
95.665 |
95.720 |
+0.010 |
3,427 |
0 |
+0 |
Total Volume and Open Interest |
75,522 |
|
|
3-Mth Euro-Yen(CME) |
Dec07 |
070921 |
99.165 |
99.170 |
99.165 |
99.165 |
-0.020 |
273 |
13,851 |
-319 |
Mar08 |
070921 |
99.125 |
99.145 |
99.125 |
99.125 |
-0.020 |
259 |
6,326 |
-464 |
Jun08 |
070921 |
99.080 |
99.115 |
99.080 |
99.080 |
-0.035 |
693 |
3,593 |
-253 |
Sep08 |
070921 |
99.020 |
99.055 |
99.005 |
99.005 |
-0.050 |
285 |
3,369 |
+35 |
Dec08 |
070921 |
98.915 |
98.960 |
98.915 |
98.915 |
-0.045 |
364 |
2,076 |
+242 |
Mar09 |
070921 |
98.840 |
98.890 |
98.830 |
98.840 |
-0.050 |
0 |
207 |
+0 |
Jun09 |
070921 |
98.765 |
98.815 |
98.765 |
98.765 |
-0.050 |
0 |
150 |
+0 |
Sep09 |
070921 |
98.680 |
98.730 |
98.680 |
98.680 |
-0.050 |
|
|
|
Dec09 |
070921 |
98.625 |
98.660 |
98.625 |
98.625 |
-0.035 |
|
|
|
Mar10 |
070921 |
98.510 |
98.545 |
98.510 |
98.510 |
-0.035 |
|
|
|
Total Volume and Open Interest |
1,874 |
29,572 |
-759 |
3-Mth Euro-Yen(SGX) |
Dec07 |
070921 |
99.17 |
99.18 |
99.17 |
99.17 |
-0.02 |
4,072 |
62,276 |
+545 |
Mar08 |
070921 |
99.14 |
99.14 |
99.12 |
99.13 |
-0.03 |
1,886 |
42,779 |
-1,098 |
Jun08 |
070921 |
99.08 |
99.09 |
99.07 |
99.09 |
-0.03 |
81 |
16,915 |
+8 |
Sep08 |
070921 |
99.03 |
99.03 |
99.00 |
99.03 |
-0.03 |
516 |
20,248 |
-141 |
Dec08 |
070921 |
98.93 |
98.94 |
98.91 |
98.94 |
-0.03 |
240 |
9,188 |
+285 |
Mar09 |
070921 |
98.85 |
98.86 |
98.83 |
98.86 |
-0.04 |
133 |
4,692 |
+88 |
Jun09 |
070921 |
98.79 |
98.79 |
98.76 |
98.79 |
-0.03 |
154 |
1,168 |
+0 |
Sep09 |
070921 |
98.71 |
98.71 |
98.71 |
98.71 |
-0.03 |
0 |
200 |
+0 |
Total Volume and Open Interest |
7,082 |
159,916 |
-313 |
Japanese Gov't Bonds(SGX) |
Dec07 |
070921 |
134.96 |
134.96 |
134.45 |
134.80 |
-0.54 |
2,671 |
42,381 |
-868 |
Mar08 |
070921 |
134.80 |
134.80 |
134.80 |
134.80 |
-0.54 |
|
|
|
Jun08 |
070921 |
134.80 |
134.80 |
134.80 |
134.80 |
-0.54 |
|
|
|
Total Volume and Open Interest |
2,671 |
42,381 |
-868 |
Euro-Bund(EUREX) |
Dec07 |
070921 |
112.41 |
112.64 |
112.24 |
112.50 |
-0.19 |
1,376,946 |
1,370,291 |
+21,229 |
Mar08 |
070921 |
112.86 |
112.96 |
112.78 |
112.90 |
-0.17 |
431 |
425 |
+1 |
Jun08 |
070921 |
113.00 |
113.00 |
113.00 |
113.00 |
-0.19 |
|
|
|
Total Volume and Open Interest |
1,377,377 |
1,370,716 |
+21,230 |
Euro-Bobl(EUREX) |
Dec07 |
070921 |
107.43 |
107.62 |
107.38 |
107.55 |
-0.04 |
691,703 |
1,028,255 |
-12,762 |
Mar08 |
070921 |
107.45 |
107.45 |
107.45 |
107.45 |
-0.04 |
|
|
|
Jun08 |
070921 |
108.01 |
108.01 |
108.01 |
108.01 |
-0.04 |
|
|
|
Total Volume and Open Interest |
691,703 |
1,028,255 |
-12,762 |
3-Mth Euribor(EUREX) |
Sep07 |
070917 |
95.280 |
95.285 |
95.270 |
95.270 |
-0.025 |
1,408 |
28,602 |
-72 |
Dec07 |
070921 |
95.540 |
95.550 |
95.495 |
95.495 |
-0.055 |
1,137 |
23,910 |
+193 |
Mar08 |
070921 |
95.745 |
95.745 |
95.720 |
95.725 |
+0.010 |
596 |
11,284 |
-119 |
Total Volume and Open Interest |
2,035 |
47,789 |
+7 |
Long Gilt(LIFFE) |
Sep07 |
070921 |
106~18 |
106~24 |
106~12 |
106~15 |
-0~15 |
11,909 |
30,589 |
-11,654 |
Dec07 |
070921 |
106~24 |
106~26 |
106~11 |
106~15 |
-0~15 |
117,141 |
309,904 |
-4,670 |
Total Volume and Open Interest |
129,050 |
340,493 |
-16,324 |
3-Mth Short Sterling(LIFFE) |
Dec07 |
070921 |
93.91 |
93.95 |
93.88 |
93.91 |
-0.04 |
153,595 |
548,669 |
+16,756 |
Mar08 |
070921 |
94.23 |
94.28 |
94.21 |
94.24 |
-0.03 |
163,109 |
524,844 |
-11,443 |
Jun08 |
070921 |
94.37 |
94.39 |
94.33 |
94.36 |
-0.03 |
130,371 |
474,926 |
+8,536 |
Sep08 |
070921 |
94.38 |
94.43 |
94.36 |
94.39 |
-0.04 |
95,070 |
325,015 |
-1,915 |
Dec08 |
070921 |
94.39 |
94.44 |
94.36 |
94.40 |
-0.04 |
76,436 |
266,590 |
+418 |
Mar09 |
070921 |
94.39 |
94.44 |
94.37 |
94.40 |
-0.04 |
57,549 |
205,114 |
+7,854 |
Total Volume and Open Interest |
737,630 |
2,586,540 |
+24,933 |
3-Mth Euribor(LIFFE) |
Dec07 |
070921 |
95.535 |
95.560 |
95.495 |
95.510 |
-0.035 |
223,203 |
905,917 |
+25,236 |
Mar08 |
070921 |
95.695 |
95.750 |
95.695 |
95.740 |
+0.030 |
253,204 |
636,793 |
+51,269 |
Jun08 |
070921 |
95.685 |
95.775 |
95.685 |
95.765 |
+0.055 |
233,970 |
473,931 |
-1,865 |
Total Volume and Open Interest |
1,246,815 |
3,588,583 |
+60,084 |
3-Mth Aus T-Bills(SFE) |
Dec07 |
070921 |
93.12 |
93.14 |
93.06 |
93.11 |
-0.02 |
20,120 |
382,436 |
-10,820 |
Mar08 |
070921 |
93.07 |
93.09 |
92.99 |
93.06 |
-0.02 |
16,017 |
198,191 |
-5,492 |
Jun08 |
070921 |
93.08 |
93.09 |
92.99 |
93.04 |
-0.04 |
9,125 |
111,752 |
-985 |
Sep08 |
070921 |
93.09 |
93.10 |
93.03 |
93.05 |
-0.04 |
6,572 |
62,631 |
+2,161 |
Dec08 |
070921 |
93.11 |
93.13 |
93.05 |
93.07 |
-0.04 |
2,014 |
41,615 |
-1,542 |
Mar09 |
070921 |
93.13 |
93.14 |
93.06 |
93.08 |
-0.05 |
2,141 |
34,341 |
+1,439 |
Jun09 |
070921 |
93.12 |
93.12 |
93.05 |
93.07 |
-0.05 |
738 |
21,909 |
+161 |
Sep09 |
070921 |
93.04 |
93.07 |
93.04 |
93.05 |
-0.07 |
87 |
4,298 |
+57 |
Dec09 |
070921 |
93.06 |
93.07 |
93.04 |
93.04 |
-0.07 |
27 |
665 |
+27 |
Mar10 |
070921 |
93.04 |
93.04 |
93.04 |
93.04 |
-0.07 |
0 |
171 |
+0 |
Total Volume and Open Interest |
56,841 |
858,024 |
-14,994 |
10-Year Aus T-Bonds(SFE) |
Dec07 |
070921 |
93.91 |
93.94 |
93.78 |
93.86 |
-0.06 |
55,086 |
418,546 |
-8,619 |
Mar08 |
070921 |
93.86 |
93.86 |
93.86 |
93.86 |
-0.06 |
|
|
|
Total Volume and Open Interest |
55,086 |
418,546 |
-8,619 |
3-Year Aus T-Bonds(SFE) |
Dec07 |
070921 |
93.68 |
93.71 |
93.51 |
93.61 |
-0.08 |
177,592 |
567,982 |
+29,736 |
Mar08 |
070921 |
93.61 |
93.61 |
93.61 |
93.61 |
-0.08 |
|
|
|
Total Volume and Open Interest |
177,592 |
567,982 |
+29,736 |
Gold(CMX) |
Oct07 |
070921 |
735.5 |
740.2 |
727.8 |
732.1 |
-1.1 |
11,314 |
24,880 |
-2,018 |
Dec07 |
070921 |
741.6 |
747.1 |
734.0 |
738.9 |
-1.0 |
140,150 |
267,705 |
+16,533 |
Feb08 |
070921 |
748.5 |
752.9 |
741.0 |
745.1 |
-0.9 |
3,381 |
18,778 |
+981 |
Apr08 |
070921 |
754.2 |
757.8 |
747.2 |
750.8 |
-1.0 |
2,268 |
18,249 |
+601 |
Jun08 |
070921 |
760.3 |
762.0 |
752.5 |
756.6 |
-0.9 |
1,528 |
15,764 |
+306 |
Aug08 |
070921 |
762.1 |
762.4 |
762.1 |
762.2 |
-0.9 |
1,470 |
14,093 |
+1,230 |
Oct08 |
070921 |
768.0 |
768.0 |
768.0 |
768.0 |
-0.8 |
500 |
1,982 |
+397 |
Dec08 |
070921 |
776.9 |
779.8 |
771.5 |
773.7 |
-0.7 |
1,795 |
15,080 |
+122 |
Feb09 |
070921 |
779.7 |
779.7 |
779.7 |
779.7 |
-0.6 |
974 |
12,614 |
+750 |
Apr09 |
070921 |
785.5 |
785.5 |
785.5 |
785.5 |
-0.5 |
6 |
1,675 |
+0 |
Jun09 |
070921 |
791.5 |
791.5 |
791.5 |
791.5 |
-0.5 |
806 |
11,381 |
-200 |
Total Volume and Open Interest |
165,095 |
414,575 |
+18,690 |
Silver(CMX) |
Sep07 |
070921 |
1347.0 |
1348.5 |
1336.0 |
1347.4 |
+15.3 |
185 |
265 |
-68 |
Dec07 |
070921 |
1350.0 |
1380.0 |
1343.5 |
1362.0 |
+15.0 |
39,732 |
77,134 |
+2,859 |
Mar08 |
070921 |
1368.0 |
1391.5 |
1362.0 |
1379.3 |
+15.0 |
2,234 |
9,349 |
+1,367 |
May08 |
070921 |
1389.8 |
1389.8 |
1389.8 |
1389.8 |
+15.0 |
99 |
5,218 |
+2 |
Jul08 |
070921 |
1393.0 |
1402.5 |
1393.0 |
1400.6 |
+15.3 |
27 |
5,041 |
+15 |
Sep08 |
070921 |
1411.5 |
1428.5 |
1410.6 |
1410.6 |
+15.6 |
102 |
1,165 |
-40 |
Dec08 |
070921 |
1423.0 |
1432.0 |
1423.0 |
1425.1 |
+15.9 |
97 |
5,928 |
+5 |
Total Volume and Open Interest |
42,492 |
113,169 |
+4,142 |
Platinum(NYMEX) |
Oct07 |
070921 |
1328.0 |
1344.2 |
1326.1 |
1331.6 |
+3.0 |
3,068 |
8,035 |
-296 |
Jan08 |
070921 |
1336.0 |
1350.0 |
1335.0 |
1339.6 |
+2.5 |
855 |
4,968 |
+559 |
Apr08 |
070921 |
1349.1 |
1349.1 |
1349.1 |
1349.1 |
+2.5 |
1 |
4 |
+1 |
Total Volume and Open Interest |
3,924 |
13,007 |
+264 |
Palladium(NYMEX) |
Sep07 |
070921 |
339.05 |
339.05 |
339.05 |
339.05 |
-1.55 |
2 |
12 |
+0 |
Dec07 |
070921 |
343.20 |
346.05 |
340.50 |
342.55 |
-1.55 |
1,791 |
12,760 |
-20 |
Mar08 |
070921 |
350.35 |
350.35 |
347.35 |
347.35 |
-1.55 |
143 |
825 |
-8 |
Total Volume and Open Interest |
1,978 |
15,699 |
-27 |
Copper(CMX) |
Sep07 |
070921 |
355.80 |
363.15 |
355.80 |
357.25 |
-0.15 |
532 |
884 |
-226 |
Dec07 |
070921 |
358.05 |
365.50 |
356.40 |
359.25 |
-0.20 |
11,487 |
54,401 |
+1,773 |
Mar08 |
070921 |
354.95 |
363.25 |
354.95 |
357.25 |
-0.05 |
1,352 |
8,763 |
+255 |
May08 |
070921 |
354.25 |
355.75 |
354.25 |
354.50 |
+0.05 |
189 |
1,330 |
+66 |
Jul08 |
070921 |
350.70 |
350.70 |
350.70 |
350.70 |
+0.05 |
71 |
547 |
-6 |
Total Volume and Open Interest |
14,802 |
74,719 |
+2,357 |
DJIA Index(CBOT) |
Dec07 |
070921 |
13850 |
13970 |
13850 |
13901 |
+46 |
5,148 |
23,581 |
+2,204 |
Mar08 |
070921 |
14040 |
14040 |
14008 |
14008 |
+48 |
0 |
6 |
+0 |
Jun08 |
070921 |
14082 |
14082 |
14082 |
14082 |
+46 |
|
|
|
Total Volume and Open Interest |
5,148 |
23,587 |
-28,403 |
E-mini DJIA Index(CBOT) |
Sep07 |
070920 |
13813 |
13826 |
13746 |
13762 |
-39 |
22,475 |
59,448 |
-4,449 |
Dec07 |
070921 |
13849 |
13969 |
13845 |
13901 |
+46 |
148,459 |
73,303 |
+9,677 |
Mar08 |
070921 |
14006 |
14008 |
14006 |
14008 |
+48 |
0 |
11 |
+0 |
Jun08 |
070921 |
14082 |
14082 |
14082 |
14082 |
+46 |
|
|
|
Total Volume and Open Interest |
148,459 |
73,314 |
-49,771 |
S & P 500(CME) |
Dec07 |
070921 |
1530.80 |
1543.70 |
1528.60 |
1534.40 |
+2.60 |
71,222 |
552,440 |
+13,293 |
Mar08 |
070921 |
1547.00 |
1552.40 |
1545.00 |
1545.10 |
+2.70 |
1 |
7,847 |
-5 |
Jun08 |
070921 |
1555.60 |
1562.90 |
1555.60 |
1555.60 |
+2.70 |
0 |
427 |
+30 |
Sep08 |
070921 |
1565.30 |
1572.60 |
1565.30 |
1565.30 |
+2.70 |
0 |
25 |
+0 |
Total Volume and Open Interest |
71,223 |
563,887 |
-215,143 |
S & P 500 E-Mini(Globex) |
Dec07 |
070921 |
1531.00 |
1544.00 |
1528.50 |
1534.50 |
+2.75 |
2,201,481 |
1,662,672 |
+79,308 |
Mar08 |
070921 |
1550.00 |
1552.25 |
1545.00 |
1545.00 |
+2.50 |
3 |
3 |
+3 |
Total Volume and Open Interest |
2,201,484 |
1,662,676 |
-1,001,670 |
NASDAQ 100(CME) |
Dec07 |
070921 |
2058.50 |
2078.00 |
2054.80 |
2068.50 |
+10.70 |
14,046 |
38,474 |
+5,189 |
Mar08 |
070921 |
2090.50 |
2090.50 |
2087.80 |
2090.50 |
+10.70 |
0 |
1 |
+0 |
Jun08 |
070921 |
2117.50 |
2117.50 |
2114.80 |
2117.50 |
+10.70 |
|
|
|
Total Volume and Open Interest |
14,046 |
38,475 |
-62,771 |
NASDAQ 100 E-Mini(Globex) |
Dec07 |
070921 |
2058.30 |
2078.00 |
2054.30 |
2068.50 |
+10.70 |
348,964 |
284,737 |
+35,337 |
Mar08 |
070921 |
2085.00 |
2097.80 |
2085.00 |
2090.50 |
+10.70 |
|
|
|
Total Volume and Open Interest |
415,462 |
604,368 |
+28,278 |
S & P Midcap 400(CME) |
Dec07 |
070921 |
894.00 |
895.30 |
887.75 |
888.60 |
-0.50 |
449 |
5,752 |
+179 |
Mar08 |
070921 |
898.70 |
898.70 |
897.85 |
898.70 |
-0.50 |
|
|
|
Jun08 |
070921 |
908.40 |
908.40 |
907.55 |
908.40 |
-0.50 |
|
|
|
Total Volume and Open Interest |
449 |
5,752 |
-4,229 |
Russell 2000 E-Mini(Globex) |
Sep07 |
070921 |
810.40 |
817.70 |
810.10 |
816.80 |
+6.00 |
74,372 |
201,142 |
-1,083 |
Dec07 |
070921 |
815.40 |
823.60 |
814.60 |
816.90 |
+0.80 |
274,225 |
563,630 |
+32,510 |
Mar08 |
070921 |
826.90 |
826.90 |
823.00 |
823.00 |
+0.80 |
|
|
|
Total Volume and Open Interest |
348,597 |
764,772 |
+31,427 |
Nikkei 225(CME) |
Dec07 |
070921 |
16425 |
16530 |
16400 |
16400 |
+185 |
13,012 |
66,472 |
-354 |
Mar08 |
070921 |
16405 |
16455 |
16405 |
16405 |
+185 |
0 |
2 |
+0 |
Total Volume and Open Interest |
13,012 |
66,484 |
-354 |
Nikkei 225(SGX) |
Dec07 |
070921 |
16195 |
16325 |
16170 |
16265 |
-115 |
62,157 |
208,704 |
-3,934 |
Mar08 |
070921 |
16345 |
16350 |
16215 |
16285 |
-105 |
85 |
424 |
-74 |
Jun08 |
070921 |
16230 |
16230 |
16230 |
16230 |
-105 |
0 |
1 |
+0 |
Total Volume and Open Interest |
62,244 |
209,180 |
-4,008 |
CAC 40(EURONEXT) |
Sep07 |
070921 |
5662.5 |
5728.5 |
5653.0 |
5692.0 |
+3.0 |
221,706 |
671,705 |
-66,759 |
Oct07 |
070921 |
5692.0 |
5744.0 |
5669.0 |
5718.5 |
+13.0 |
105,485 |
298,739 |
+60,844 |
Nov07 |
070921 |
5689.5 |
5743.0 |
5689.5 |
5723.0 |
+13.5 |
78 |
597 |
+18 |
Total Volume and Open Interest |
331,092 |
1,011,106 |
-5,748 |
Hang Seng Index(HKFE) |
Sep07 |
070921 |
25661 |
25920 |
25555 |
25832 |
+164 |
53,271 |
126,181 |
-1,712 |
Oct07 |
070921 |
25720 |
26002 |
25643 |
25918 |
+176 |
3,723 |
7,744 |
+2,199 |
Total Volume and Open Interest |
57,458 |
142,287 |
+662 |
DAX(EUREX) |
Sep07 |
070921 |
7716.0 |
7831.5 |
7709.0 |
7831.5 |
+92.5 |
194,638 |
153,361 |
-24,745 |
Dec07 |
070921 |
7795.5 |
7895.0 |
7792.5 |
7883.0 |
+59.0 |
71,367 |
194,831 |
+18,828 |
Mar08 |
070921 |
7881.5 |
7971.0 |
7875.5 |
7966.5 |
+60.5 |
9,174 |
4,918 |
+245 |
Total Volume and Open Interest |
275,179 |
353,110 |
-5,672 |
FT-SE 100(EURONEXT) |
Sep07 |
070921 |
6411.00 |
6479.00 |
6410.00 |
6474.00 |
+35.50 |
169,592 |
154,056 |
-53,965 |
Dec07 |
070921 |
6471.50 |
6550.00 |
6471.50 |
6518.00 |
+16.50 |
103,215 |
478,715 |
+40,804 |
Mar08 |
070921 |
6550.00 |
6550.00 |
6540.00 |
6540.00 |
+17.50 |
59 |
3,657 |
+54 |
Total Volume and Open Interest |
272,866 |
636,439 |
-13,107 |
SPI 200(SFE) |
Sep07 |
070920 |
6395.0 |
6436.0 |
6382.0 |
6436.0 |
+48.0 |
15,251 |
165,926 |
-41,315 |
Dec07 |
070921 |
6458.0 |
6463.0 |
6401.0 |
6422.0 |
-31.0 |
17,765 |
247,972 |
+1,934 |
Mar08 |
070921 |
6450.0 |
6450.0 |
6430.0 |
6432.0 |
-30.0 |
83 |
1,288 |
+80 |
Total Volume and Open Interest |
17,852 |
251,311 |
-163,911 |
GSCI(CME) |
Oct07 |
070921 |
543.70 |
547.20 |
540.70 |
544.50 |
-0.30 |
366 |
21,383 |
+216 |
Nov07 |
070921 |
543.10 |
547.50 |
543.10 |
545.50 |
unch |
3 |
12 |
+2 |
Dec07 |
070921 |
547.50 |
548.50 |
547.00 |
547.50 |
unch |
|
|
|
Total Volume and Open Interest |
369 |
21,395 |
+218 |
Reuters CCI(ICE) |
Nov07 |
070921 |
441.00 |
445.00 |
440.80 |
444.00 |
+1.75 |
37 |
749 |
+0 |
Jan08 |
070921 |
444.50 |
444.50 |
442.25 |
444.00 |
+1.75 |
4 |
416 |
+1 |
Feb08 |
070921 |
440.25 |
442.00 |
440.25 |
442.00 |
+1.75 |
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. |
|
|