|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon September 24, 2007 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov07 |
070924 |
977.50 |
987.00 |
971.00 |
978.75 |
-0.25 |
74,492 |
285,785 |
-4,190 |
Jan08 |
070924 |
992.00 |
1002.75 |
987.00 |
994.50 |
unch |
17,801 |
67,034 |
+3,604 |
Mar08 |
070924 |
1000.75 |
1010.00 |
995.00 |
1002.75 |
+0.25 |
11,852 |
41,770 |
+296 |
May08 |
070924 |
998.75 |
1005.00 |
992.00 |
1002.00 |
+1.00 |
4,905 |
33,925 |
+354 |
Jul08 |
070924 |
1005.00 |
1009.50 |
994.50 |
1005.50 |
+2.75 |
7,273 |
36,837 |
-335 |
Aug08 |
070924 |
990.00 |
997.50 |
983.50 |
993.00 |
+3.00 |
24 |
880 |
+10 |
Sep08 |
070924 |
967.00 |
967.00 |
967.00 |
967.00 |
unch |
0 |
527 |
+1 |
Nov08 |
070924 |
940.00 |
946.00 |
936.00 |
941.50 |
-1.00 |
7,803 |
64,567 |
+1,253 |
Jan09 |
070924 |
940.00 |
945.00 |
940.00 |
943.00 |
-3.00 |
28 |
687 |
+15 |
Jul09 |
070924 |
960.00 |
960.00 |
952.50 |
960.00 |
+2.00 |
2 |
323 |
+2 |
Total Volume and Open Interest |
124,347 |
539,146 |
+1,017 |
Soybean Meal(CBOT) |
Oct07 |
070924 |
272.00 |
275.00 |
269.90 |
271.20 |
-1.50 |
10,539 |
19,454 |
-2,260 |
Dec07 |
070924 |
278.10 |
281.20 |
275.70 |
277.10 |
-1.20 |
24,870 |
106,773 |
+162 |
Jan08 |
070924 |
282.70 |
282.70 |
278.00 |
278.60 |
-1.40 |
2,433 |
16,526 |
+173 |
Mar08 |
070924 |
283.00 |
285.00 |
280.50 |
281.80 |
-1.20 |
4,152 |
22,314 |
+924 |
May08 |
070924 |
280.80 |
282.50 |
278.50 |
279.80 |
-1.60 |
2,242 |
21,857 |
+235 |
Jul08 |
070924 |
283.00 |
283.00 |
279.80 |
282.00 |
-1.00 |
3,008 |
20,660 |
+244 |
Aug08 |
070924 |
277.00 |
279.50 |
275.50 |
276.00 |
-0.50 |
900 |
3,915 |
+288 |
Sep08 |
070924 |
270.40 |
273.00 |
268.00 |
268.00 |
-0.50 |
444 |
3,406 |
+181 |
Oct08 |
070924 |
258.00 |
258.00 |
256.00 |
258.00 |
unch |
67 |
1,377 |
+1 |
Dec08 |
070924 |
257.00 |
257.50 |
254.00 |
256.50 |
-0.80 |
1,128 |
8,925 |
+85 |
Total Volume and Open Interest |
49,883 |
225,734 |
+133 |
Soybean Oil(CBOT) |
Oct07 |
070924 |
38.99 |
39.43 |
38.91 |
39.31 |
+0.32 |
6,111 |
22,559 |
-3,017 |
Dec07 |
070924 |
39.52 |
39.98 |
39.44 |
39.83 |
+0.31 |
23,565 |
168,386 |
-612 |
Jan08 |
070924 |
40.00 |
40.32 |
39.90 |
40.22 |
+0.38 |
2,990 |
22,503 |
+191 |
Mar08 |
070924 |
40.32 |
40.63 |
40.15 |
40.52 |
+0.43 |
2,972 |
21,277 |
+1,155 |
May08 |
070924 |
40.48 |
40.75 |
40.35 |
40.70 |
+0.40 |
920 |
13,828 |
+61 |
Jul08 |
070924 |
40.60 |
40.90 |
40.44 |
40.81 |
+0.31 |
1,668 |
15,067 |
-122 |
Aug08 |
070924 |
40.50 |
41.00 |
40.50 |
40.85 |
+0.35 |
49 |
1,332 |
+44 |
Sep08 |
070924 |
41.05 |
41.05 |
40.65 |
40.85 |
+0.40 |
0 |
655 |
+0 |
Oct08 |
070924 |
40.55 |
41.20 |
40.55 |
40.85 |
+0.50 |
92 |
1,219 |
-8 |
Dec08 |
070924 |
40.92 |
41.00 |
40.55 |
40.85 |
+0.35 |
838 |
16,368 |
+139 |
Total Volume and Open Interest |
39,205 |
283,198 |
-2,169 |
Canola(WCE) |
Nov07 |
070924 |
435.6 |
435.7 |
428.2 |
432.1 |
+2.7 |
10,132 |
84,970 |
+331 |
Jan08 |
070924 |
445.9 |
445.9 |
439.0 |
442.4 |
+0.9 |
1,141 |
21,426 |
-4 |
Mar08 |
070924 |
452.0 |
453.1 |
448.5 |
451.2 |
+1.5 |
53 |
4,376 |
+11 |
May08 |
070924 |
457.3 |
459.8 |
457.3 |
458.8 |
+1.8 |
51 |
2,193 |
+51 |
Jul08 |
070924 |
461.3 |
462.6 |
459.2 |
461.5 |
+3.2 |
125 |
4,446 |
-90 |
Total Volume and Open Interest |
11,807 |
124,846 |
+354 |
Corn(CBOT) |
Dec07 |
070924 |
375.25 |
380.50 |
370.50 |
373.50 |
-3.00 |
87,996 |
621,164 |
-2,951 |
Mar08 |
070924 |
390.00 |
396.00 |
386.25 |
389.00 |
-3.00 |
22,186 |
155,760 |
+2,062 |
May08 |
070924 |
399.50 |
404.00 |
395.50 |
398.50 |
-2.75 |
3,288 |
42,078 |
-105 |
Jul08 |
070924 |
407.25 |
412.25 |
404.00 |
406.50 |
-3.00 |
8,964 |
97,661 |
+1,021 |
Sep08 |
070924 |
413.25 |
415.00 |
408.00 |
410.50 |
-4.50 |
327 |
13,507 |
+26 |
Dec08 |
070924 |
421.00 |
423.50 |
415.25 |
416.75 |
-4.50 |
9,581 |
151,483 |
+1,911 |
Mar09 |
070924 |
429.00 |
430.00 |
423.00 |
426.00 |
-3.00 |
331 |
6,312 |
+159 |
May09 |
070924 |
430.00 |
431.00 |
429.00 |
431.00 |
-2.50 |
4 |
13 |
+4 |
Jul09 |
070924 |
436.00 |
436.00 |
432.00 |
432.00 |
-4.00 |
114 |
1,228 |
+31 |
Total Volume and Open Interest |
134,023 |
1,122,353 |
+2,647 |
Wheat(CBOT) |
Dec07 |
070924 |
876.00 |
896.25 |
870.00 |
877.75 |
+3.75 |
43,786 |
239,078 |
-661 |
Mar08 |
070924 |
879.00 |
898.75 |
876.00 |
883.25 |
+5.75 |
5,922 |
50,464 |
+687 |
May08 |
070924 |
778.00 |
794.50 |
778.00 |
782.50 |
+15.00 |
1,319 |
7,991 |
+387 |
Jul08 |
070924 |
627.00 |
638.75 |
624.00 |
637.50 |
+8.50 |
3,818 |
58,909 |
+753 |
Sep08 |
070924 |
635.00 |
640.00 |
630.50 |
638.50 |
+7.50 |
361 |
2,983 |
+180 |
Dec08 |
070924 |
635.00 |
645.00 |
630.00 |
644.00 |
+9.00 |
2,145 |
19,571 |
+252 |
Total Volume and Open Interest |
57,639 |
385,875 |
+1,672 |
Wheat(KCBT) |
Dec07 |
070924 |
856.75 |
880.00 |
856.75 |
864.75 |
+6.75 |
6,631 |
104,759 |
-847 |
Mar08 |
070924 |
853.00 |
873.50 |
853.00 |
863.00 |
+9.00 |
1,813 |
18,050 |
+442 |
May08 |
070924 |
796.50 |
796.50 |
781.00 |
785.00 |
+5.00 |
51 |
834 |
+18 |
Jul08 |
070924 |
630.00 |
636.00 |
628.00 |
636.00 |
+6.00 |
1,577 |
15,745 |
+505 |
Sep08 |
070924 |
632.00 |
636.50 |
631.00 |
636.50 |
+5.50 |
135 |
829 |
+23 |
Dec08 |
070924 |
643.00 |
646.00 |
634.25 |
645.00 |
+2.00 |
95 |
944 |
+74 |
Total Volume and Open Interest |
10,336 |
142,396 |
+248 |
Wheat(MGE) |
Dec07 |
070924 |
822.00 |
845.00 |
822.00 |
832.50 |
+6.50 |
4,400 |
47,386 |
-737 |
Mar08 |
070924 |
830.00 |
852.00 |
830.00 |
841.25 |
+8.25 |
1,853 |
12,999 |
+647 |
May08 |
070924 |
825.00 |
826.00 |
820.00 |
820.00 |
+10.00 |
224 |
1,060 |
+30 |
Jul08 |
070924 |
720.00 |
726.00 |
720.00 |
720.00 |
unch |
72 |
878 |
+7 |
Sep08 |
070924 |
629.00 |
639.00 |
627.00 |
637.00 |
+8.00 |
183 |
1,782 |
+81 |
Total Volume and Open Interest |
6,852 |
66,159 |
+71 |
Oats(CBOT) |
Dec07 |
070924 |
282.50 |
285.75 |
279.25 |
283.75 |
+0.50 |
776 |
12,062 |
-231 |
Mar08 |
070924 |
293.00 |
295.00 |
291.50 |
293.00 |
+0.50 |
43 |
1,754 |
+1 |
May08 |
070924 |
292.50 |
292.50 |
292.50 |
292.50 |
+0.50 |
0 |
159 |
-3 |
Jul08 |
070924 |
297.00 |
297.00 |
297.00 |
297.00 |
+9.00 |
0 |
43 |
+0 |
Total Volume and Open Interest |
822 |
14,029 |
-233 |
Rough Rice(CBOT) |
Nov07 |
070924 |
11.52 |
11.55 |
11.41 |
11.49 |
-0.03 |
848 |
11,893 |
+148 |
Jan08 |
070924 |
11.76 |
11.82 |
11.75 |
11.82 |
-0.02 |
54 |
1,617 |
+10 |
Mar08 |
070924 |
12.00 |
12.06 |
12.00 |
12.06 |
unch |
9 |
1,155 |
+8 |
May08 |
070924 |
12.18 |
12.18 |
12.18 |
12.18 |
-0.02 |
0 |
245 |
+0 |
Total Volume and Open Interest |
932 |
15,050 |
+186 |
Live Cattle(CME) |
Oct07 |
070924 |
96.800 |
97.800 |
96.800 |
97.650 |
+0.950 |
15,352 |
44,263 |
-3,477 |
Dec07 |
070924 |
100.350 |
101.100 |
100.150 |
100.785 |
+0.605 |
20,179 |
116,815 |
+4,157 |
Feb08 |
070924 |
101.800 |
102.100 |
101.400 |
101.785 |
+0.205 |
7,841 |
44,702 |
+2,229 |
Apr08 |
070924 |
101.150 |
101.525 |
100.900 |
101.350 |
+0.100 |
2,281 |
22,417 |
+716 |
Jun08 |
070924 |
97.050 |
97.250 |
96.650 |
97.000 |
-0.080 |
1,256 |
9,059 |
+703 |
Aug08 |
070924 |
95.300 |
95.600 |
95.300 |
95.450 |
+0.150 |
186 |
2,183 |
+46 |
Total Volume and Open Interest |
47,122 |
240,115 |
+4,395 |
Feeder Cattle(CME) |
Sep07 |
070924 |
116.300 |
116.500 |
116.150 |
116.150 |
-0.250 |
435 |
2,295 |
-184 |
Oct07 |
070924 |
116.200 |
116.700 |
115.950 |
116.250 |
+0.050 |
1,637 |
7,626 |
-439 |
Nov07 |
070924 |
116.250 |
116.950 |
116.100 |
116.600 |
+0.215 |
1,510 |
11,681 |
+380 |
Jan08 |
070924 |
114.900 |
115.300 |
114.800 |
115.250 |
+0.270 |
322 |
4,577 |
+122 |
Mar08 |
070924 |
112.850 |
113.025 |
112.750 |
112.930 |
+0.145 |
74 |
1,106 |
+58 |
Apr08 |
070924 |
113.300 |
113.600 |
113.300 |
113.600 |
+0.065 |
37 |
449 |
+20 |
May08 |
070924 |
113.400 |
113.600 |
113.100 |
113.600 |
+0.100 |
38 |
862 |
+10 |
Total Volume and Open Interest |
4,076 |
28,688 |
-10 |
Lean Hogs(CME) |
Oct07 |
070924 |
61.400 |
61.750 |
61.150 |
61.525 |
+0.175 |
7,956 |
25,524 |
-1,139 |
Dec07 |
070924 |
63.600 |
64.000 |
63.100 |
63.325 |
-0.475 |
11,637 |
86,800 |
+1,274 |
Feb08 |
070924 |
68.150 |
68.150 |
67.400 |
67.550 |
-0.550 |
2,499 |
28,762 |
+10 |
Apr08 |
070924 |
69.825 |
70.000 |
69.300 |
69.875 |
+0.050 |
1,055 |
16,532 |
-94 |
May08 |
070924 |
73.900 |
74.300 |
73.800 |
74.300 |
+0.025 |
74 |
1,600 |
+26 |
Jun08 |
070924 |
76.700 |
76.875 |
76.300 |
76.700 |
-0.075 |
727 |
10,704 |
+35 |
Jul08 |
070924 |
74.450 |
74.750 |
74.200 |
74.500 |
-0.375 |
235 |
2,663 |
-192 |
Aug08 |
070924 |
71.500 |
71.750 |
71.400 |
71.500 |
+0.050 |
104 |
1,206 |
+20 |
Total Volume and Open Interest |
29,463 |
174,000 |
-32 |
Class III Milk(CME) |
Sep07 |
070924 |
20.10 |
20.17 |
20.05 |
20.16 |
-0.01 |
357 |
4,957 |
+91 |
Oct07 |
070924 |
18.15 |
18.47 |
17.96 |
18.40 |
+0.14 |
463 |
4,304 |
-72 |
Nov07 |
070924 |
17.30 |
17.71 |
17.05 |
17.55 |
+0.14 |
642 |
4,131 |
+71 |
Dec07 |
070924 |
17.05 |
17.44 |
16.94 |
17.35 |
+0.20 |
540 |
3,842 |
-45 |
Jan08 |
070924 |
16.35 |
16.64 |
16.30 |
16.52 |
+0.05 |
100 |
2,087 |
-14 |
Total Volume and Open Interest |
2,750 |
35,137 |
+90 |
Cocoa(ICE) |
Dec07 |
070924 |
1979 |
2020 |
1973 |
2011 |
+28 |
22,088 |
62,694 |
+455 |
Mar08 |
070924 |
1952 |
1983 |
1950 |
1975 |
+27 |
4,070 |
28,985 |
+191 |
May08 |
070924 |
1948 |
1972 |
1948 |
1965 |
+20 |
1,999 |
10,047 |
+136 |
Jul08 |
070924 |
1959 |
1970 |
1959 |
1970 |
+13 |
353 |
4,075 |
+66 |
Sep08 |
070924 |
1966 |
1984 |
1966 |
1983 |
+14 |
244 |
3,999 |
+0 |
Dec08 |
070924 |
1987 |
2012 |
1987 |
2003 |
+15 |
1,132 |
12,524 |
+190 |
Mar09 |
070924 |
2028 |
2028 |
2028 |
2028 |
+20 |
0 |
614 |
+0 |
Total Volume and Open Interest |
29,886 |
122,940 |
+1,038 |
Coffee "C"(ICE) |
Dec07 |
070924 |
128.20 |
133.25 |
127.90 |
132.40 |
+2.50 |
29,835 |
103,323 |
-1,984 |
Mar08 |
070924 |
131.90 |
136.80 |
131.90 |
136.05 |
+2.55 |
2,730 |
27,498 |
+333 |
May08 |
070924 |
133.70 |
138.70 |
133.65 |
138.00 |
+2.45 |
2,629 |
9,163 |
-251 |
Jul08 |
070924 |
137.35 |
140.15 |
137.35 |
139.85 |
+2.40 |
1,370 |
3,583 |
-238 |
Sep08 |
070924 |
140.00 |
142.00 |
140.00 |
141.40 |
+2.35 |
803 |
8,049 |
+67 |
Dec08 |
070924 |
141.50 |
144.05 |
141.50 |
143.40 |
+2.20 |
254 |
6,431 |
-122 |
Total Volume and Open Interest |
37,872 |
163,960 |
-2,143 |
Orange Juice(ICE) |
Nov07 |
070924 |
128.05 |
131.40 |
128.05 |
130.75 |
+2.70 |
3,443 |
17,395 |
-101 |
Jan08 |
070924 |
128.00 |
131.40 |
128.00 |
130.35 |
+2.30 |
946 |
6,013 |
+249 |
Mar08 |
070924 |
131.00 |
131.50 |
130.50 |
130.90 |
+2.35 |
16 |
3,887 |
+2 |
May08 |
070924 |
129.75 |
131.40 |
129.75 |
131.40 |
+2.35 |
9 |
574 |
+0 |
Jul08 |
070924 |
131.90 |
131.90 |
131.90 |
131.90 |
+2.35 |
0 |
136 |
+0 |
Sep08 |
070924 |
132.40 |
132.40 |
132.40 |
132.40 |
+2.35 |
0 |
119 |
+0 |
Total Volume and Open Interest |
4,414 |
28,988 |
+150 |
Sugar #11(ICE) |
Oct07 |
070924 |
9.79 |
9.95 |
9.79 |
9.88 |
+0.09 |
39,122 |
68,669 |
-12,039 |
Mar08 |
070924 |
10.08 |
10.21 |
10.05 |
10.14 |
+0.06 |
62,711 |
356,229 |
+5,840 |
May08 |
070924 |
10.14 |
10.23 |
10.08 |
10.18 |
+0.06 |
10,722 |
60,962 |
+1,367 |
Jul08 |
070924 |
10.12 |
10.16 |
10.06 |
10.11 |
+0.01 |
4,989 |
50,706 |
+2,041 |
Oct08 |
070924 |
10.36 |
10.40 |
10.29 |
10.39 |
+0.05 |
3,070 |
46,953 |
+494 |
Total Volume and Open Interest |
123,808 |
657,296 |
-2,045 |
London Cocoa(LCE) |
Dec07 |
070924 |
995 |
998 |
989 |
993 |
-3 |
4,988 |
75,719 |
+128 |
Mar08 |
070924 |
1008 |
1011 |
1001 |
1005 |
-3 |
2,978 |
42,940 |
-453 |
May08 |
070924 |
1014 |
1017 |
1010 |
1011 |
-5 |
934 |
17,093 |
-221 |
Jul08 |
070924 |
1023 |
1026 |
1018 |
1019 |
-6 |
277 |
16,261 |
+48 |
Sep08 |
070924 |
1032 |
1037 |
1027 |
1029 |
-7 |
26 |
19,119 |
-9 |
Dec08 |
070924 |
1043 |
1050 |
1043 |
1043 |
-4 |
582 |
7,685 |
+531 |
Mar09 |
070924 |
1056 |
1056 |
1051 |
1051 |
-4 |
0 |
117 |
+0 |
Total Volume and Open Interest |
9,785 |
178,944 |
+24 |
London Sugar(LCE) |
Dec07 |
070924 |
280.80 |
283.50 |
278.00 |
281.50 |
+3.00 |
9,559 |
38,463 |
+5,156 |
Mar08 |
070924 |
286.70 |
290.50 |
286.50 |
288.50 |
+1.00 |
3,806 |
21,206 |
+1,490 |
May08 |
070924 |
293.30 |
294.40 |
291.50 |
292.00 |
-0.30 |
571 |
6,959 |
+221 |
Aug08 |
070924 |
294.60 |
294.60 |
291.60 |
291.60 |
-0.50 |
169 |
5,862 |
+1 |
Oct08 |
070924 |
296.40 |
298.00 |
296.10 |
296.10 |
+0.60 |
367 |
4,634 |
-46 |
Total Volume and Open Interest |
14,643 |
79,566 |
+6,993 |
Cotton(ICE) |
Oct07 |
070924 |
63.00 |
63.65 |
62.45 |
63.24 |
-0.24 |
2,265 |
784 |
-904 |
Dec07 |
070924 |
66.20 |
66.70 |
65.12 |
66.23 |
+0.15 |
31,336 |
140,494 |
+2,939 |
Mar08 |
070924 |
69.49 |
69.60 |
68.25 |
69.25 |
+0.21 |
4,408 |
48,695 |
+48 |
May08 |
070924 |
70.60 |
70.80 |
69.30 |
70.40 |
-0.10 |
375 |
5,367 |
+117 |
Jul08 |
070924 |
71.85 |
71.85 |
70.30 |
71.45 |
-0.16 |
408 |
6,567 |
+12 |
Oct08 |
070924 |
72.40 |
72.40 |
72.40 |
72.40 |
-0.33 |
0 |
264 |
+0 |
Total Volume and Open Interest |
40,640 |
221,828 |
+1,968 |
Lumber(CME) |
Nov07 |
070924 |
240.0 |
245.5 |
239.6 |
243.5 |
+4.2 |
344 |
5,666 |
+58 |
Jan08 |
070924 |
261.8 |
264.8 |
260.7 |
264.0 |
+3.0 |
147 |
828 |
+39 |
Mar08 |
070924 |
281.9 |
285.7 |
279.3 |
284.7 |
+4.4 |
3 |
300 |
-1 |
May08 |
070924 |
284.5 |
284.5 |
281.0 |
281.0 |
+4.0 |
0 |
52 |
+0 |
Total Volume and Open Interest |
494 |
6,850 |
+96 |
Crude Oil(NYM) |
Nov07 |
070924 |
81.30 |
81.60 |
80.37 |
80.95 |
-0.67 |
225,621 |
357,262 |
-8,593 |
Dec07 |
070924 |
80.30 |
80.72 |
79.49 |
80.15 |
-0.49 |
98,994 |
225,981 |
+6,028 |
Jan08 |
070924 |
79.77 |
80.11 |
78.98 |
79.64 |
-0.35 |
28,145 |
85,269 |
+1,842 |
Feb08 |
070924 |
78.96 |
79.60 |
78.51 |
79.20 |
-0.24 |
18,096 |
40,670 |
+2,010 |
Mar08 |
070924 |
78.36 |
79.20 |
78.10 |
78.80 |
-0.18 |
8,614 |
45,106 |
-174 |
Apr08 |
070924 |
78.26 |
78.81 |
78.21 |
78.46 |
-0.10 |
5,534 |
45,522 |
+44 |
May08 |
070924 |
78.35 |
78.61 |
77.90 |
78.15 |
-0.01 |
3,915 |
46,565 |
+1,578 |
Jun08 |
070924 |
77.44 |
78.20 |
77.44 |
77.87 |
+0.07 |
4,729 |
49,138 |
+311 |
Jul08 |
070924 |
77.59 |
77.59 |
77.59 |
77.59 |
+0.13 |
214 |
16,717 |
-62 |
Aug08 |
070924 |
77.34 |
77.34 |
77.34 |
77.34 |
+0.19 |
434 |
10,805 |
+52 |
Sep08 |
070924 |
77.10 |
77.13 |
77.03 |
77.11 |
+0.26 |
562 |
35,835 |
-22 |
Oct08 |
070924 |
76.89 |
76.89 |
76.89 |
76.89 |
+0.33 |
438 |
21,909 |
+262 |
Nov08 |
070924 |
76.29 |
76.81 |
76.29 |
76.67 |
+0.40 |
132 |
14,985 |
-80 |
Dec08 |
070924 |
75.51 |
76.72 |
75.51 |
76.45 |
+0.45 |
10,648 |
156,350 |
+1,148 |
Jan09 |
070924 |
76.23 |
76.23 |
76.23 |
76.23 |
+0.50 |
284 |
22,407 |
-284 |
Feb09 |
070924 |
76.03 |
76.03 |
76.03 |
76.03 |
+0.54 |
0 |
15,385 |
+0 |
Total Volume and Open Interest |
416,244 |
1,413,388 |
+1,193 |
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 |
070924 |
81.375 |
81.600 |
80.375 |
80.950 |
-0.675 |
|
|
|
Dec07 |
070924 |
80.275 |
80.675 |
79.650 |
80.150 |
-0.500 |
|
|
|
Jan08 |
070924 |
80.000 |
80.125 |
79.650 |
79.650 |
-0.350 |
|
|
|
Feb08 |
070924 |
79.200 |
79.200 |
79.200 |
79.200 |
-0.250 |
|
|
|
Mar08 |
070924 |
78.800 |
78.800 |
78.800 |
78.800 |
-0.175 |
|
|
|
Apr08 |
070924 |
78.450 |
78.450 |
78.450 |
78.450 |
-0.100 |
|
|
|
May08 |
070924 |
78.150 |
78.150 |
78.150 |
78.150 |
unch |
|
|
|
Jun08 |
070924 |
77.875 |
77.875 |
77.875 |
77.875 |
+0.075 |
|
|
|
Total Volume and Open Interest |
14,871 |
7,180 |
+73 |
Heating Oil(NYM) |
Oct07 |
070924 |
225.00 |
225.49 |
221.50 |
223.06 |
-2.56 |
22,256 |
32,018 |
-6,305 |
Nov07 |
070924 |
227.51 |
227.52 |
223.68 |
225.16 |
-2.35 |
26,012 |
85,455 |
+6,210 |
Dec07 |
070924 |
227.90 |
228.55 |
225.52 |
226.66 |
-1.95 |
9,854 |
49,821 |
+1,352 |
Jan08 |
070924 |
228.01 |
229.25 |
226.71 |
227.66 |
-1.65 |
4,911 |
26,368 |
+1,287 |
Feb08 |
070924 |
226.37 |
228.22 |
225.99 |
226.76 |
-1.05 |
2,365 |
15,183 |
-456 |
Mar08 |
070924 |
224.00 |
225.35 |
223.70 |
224.01 |
-0.85 |
1,523 |
7,703 |
+157 |
Apr08 |
070924 |
219.33 |
220.70 |
219.32 |
220.11 |
-0.75 |
576 |
7,296 |
+431 |
May08 |
070924 |
216.16 |
216.16 |
216.16 |
216.16 |
-0.60 |
236 |
3,131 |
+45 |
Jun08 |
070924 |
213.41 |
213.91 |
213.41 |
213.91 |
-0.50 |
1,048 |
11,525 |
+31 |
Jul08 |
070924 |
213.25 |
213.36 |
213.25 |
213.36 |
-0.35 |
97 |
1,578 |
-13 |
Aug08 |
070924 |
213.25 |
213.71 |
213.25 |
213.71 |
-0.30 |
113 |
751 |
-58 |
Sep08 |
070924 |
214.00 |
214.91 |
214.00 |
214.91 |
-0.30 |
111 |
778 |
+34 |
Total Volume and Open Interest |
69,332 |
245,985 |
+2,835 |
Gasoline(NYMEX) |
Oct07 |
070924 |
211.00 |
211.30 |
205.55 |
208.34 |
-3.11 |
31,415 |
35,531 |
-3,647 |
Nov07 |
070924 |
208.55 |
208.55 |
203.90 |
206.28 |
-2.56 |
37,314 |
78,367 |
+3,192 |
Dec07 |
070924 |
207.05 |
207.60 |
203.43 |
205.73 |
-2.01 |
12,987 |
26,988 |
-175 |
Jan08 |
070924 |
207.15 |
207.80 |
204.59 |
206.88 |
-1.61 |
4,482 |
17,910 |
+274 |
Feb08 |
070924 |
208.09 |
209.56 |
206.80 |
208.63 |
-1.26 |
3,463 |
8,400 |
+284 |
Mar08 |
070924 |
210.00 |
211.05 |
207.66 |
210.28 |
-1.01 |
2,399 |
9,523 |
+0 |
Apr08 |
070924 |
222.84 |
222.84 |
220.54 |
222.13 |
-0.81 |
1,577 |
8,498 |
+265 |
May08 |
070924 |
222.48 |
222.78 |
222.20 |
222.78 |
-0.71 |
599 |
3,903 |
+210 |
Jun08 |
070924 |
222.43 |
222.43 |
222.43 |
222.43 |
-0.66 |
161 |
5,018 |
-14 |
Jul08 |
070924 |
220.83 |
220.83 |
220.83 |
220.83 |
-0.61 |
103 |
1,751 |
-1 |
Total Volume and Open Interest |
94,877 |
202,094 |
+416 |
e-miNY RBOB Gasoline(NYM) |
Oct07 |
070924 |
208.34 |
208.34 |
208.34 |
208.34 |
-3.11 |
0 |
1 |
+0 |
Nov07 |
070924 |
208.80 |
208.80 |
206.28 |
206.28 |
-2.56 |
|
|
|
Dec07 |
070924 |
205.73 |
205.73 |
205.73 |
205.73 |
-2.01 |
0 |
1 |
+0 |
Jan08 |
070924 |
206.88 |
206.88 |
206.88 |
206.88 |
-1.61 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Oct07 |
070924 |
6.018 |
6.432 |
5.916 |
6.370 |
+0.290 |
62,083 |
41,693 |
-7,733 |
Nov07 |
070924 |
6.905 |
7.218 |
6.861 |
7.168 |
+0.178 |
28,207 |
131,358 |
+3,698 |
Dec07 |
070924 |
7.803 |
7.925 |
7.717 |
7.915 |
+0.095 |
10,865 |
54,460 |
+1,136 |
Jan08 |
070924 |
8.140 |
8.280 |
8.140 |
8.263 |
+0.083 |
10,340 |
51,836 |
-1,633 |
Feb08 |
070924 |
8.217 |
8.300 |
8.174 |
8.288 |
+0.078 |
3,493 |
35,227 |
+744 |
Mar08 |
070924 |
7.970 |
8.104 |
7.970 |
8.095 |
+0.075 |
2,973 |
47,278 |
-354 |
Apr08 |
070924 |
7.610 |
7.692 |
7.600 |
7.680 |
+0.075 |
983 |
36,131 |
-188 |
May08 |
070924 |
7.639 |
7.696 |
7.619 |
7.695 |
+0.070 |
653 |
28,246 |
+55 |
Jun08 |
070924 |
7.722 |
7.770 |
7.694 |
7.765 |
+0.070 |
410 |
17,147 |
-167 |
Jul08 |
070924 |
7.779 |
7.845 |
7.774 |
7.845 |
+0.070 |
191 |
13,177 |
-27 |
Aug08 |
070924 |
7.846 |
7.907 |
7.846 |
7.907 |
+0.067 |
187 |
11,912 |
+85 |
Sep08 |
070924 |
7.860 |
7.940 |
7.860 |
7.927 |
+0.065 |
188 |
8,770 |
+102 |
Oct08 |
070924 |
7.995 |
8.010 |
7.931 |
8.010 |
+0.065 |
970 |
30,932 |
+614 |
Nov08 |
070924 |
8.435 |
8.435 |
8.435 |
8.435 |
+0.065 |
593 |
17,360 |
+572 |
Dec08 |
070924 |
8.817 |
8.852 |
8.795 |
8.852 |
+0.062 |
160 |
14,276 |
-30 |
Jan09 |
070924 |
9.050 |
9.135 |
9.050 |
9.115 |
+0.060 |
378 |
32,111 |
+85 |
Total Volume and Open Interest |
129,465 |
782,588 |
-1,239 |
Brent Crude Oil(ICE) |
Nov07 |
070924 |
78.90 |
79.48 |
78.23 |
78.91 |
-0.39 |
98,956 |
159,958 |
-8,334 |
Dec07 |
070924 |
78.89 |
79.65 |
78.41 |
79.15 |
-0.24 |
72,854 |
170,921 |
-13,755 |
Jan08 |
070924 |
78.96 |
79.62 |
78.47 |
79.20 |
-0.17 |
21,104 |
47,472 |
-2,636 |
Feb08 |
070924 |
78.76 |
79.40 |
78.37 |
79.06 |
-0.09 |
6,133 |
26,602 |
-832 |
Mar08 |
070924 |
78.26 |
79.16 |
78.26 |
78.84 |
-0.04 |
1,644 |
18,835 |
-2,019 |
Apr08 |
070924 |
78.63 |
78.63 |
78.62 |
78.62 |
+0.03 |
492 |
16,662 |
-394 |
May08 |
070924 |
78.40 |
78.40 |
78.40 |
78.40 |
+0.11 |
266 |
9,427 |
-107 |
Jun08 |
070924 |
77.56 |
78.26 |
77.56 |
78.18 |
+0.18 |
1,526 |
34,800 |
-104 |
Jul08 |
070924 |
78.00 |
78.00 |
78.00 |
78.00 |
+0.26 |
150 |
5,732 |
-50 |
Aug08 |
070924 |
77.79 |
77.79 |
77.79 |
77.79 |
+0.29 |
0 |
3,421 |
+0 |
Sep08 |
070924 |
77.58 |
77.58 |
77.58 |
77.58 |
+0.31 |
0 |
3,697 |
+0 |
Oct08 |
070924 |
77.37 |
77.37 |
77.37 |
77.37 |
+0.33 |
300 |
4,642 |
+225 |
Nov08 |
070924 |
77.16 |
77.16 |
77.16 |
77.16 |
+0.35 |
0 |
3,417 |
+0 |
Dec08 |
070924 |
76.09 |
77.15 |
76.09 |
76.98 |
+0.41 |
6,552 |
40,405 |
-780 |
Total Volume and Open Interest |
210,988 |
640,557 |
-28,878 |
Gas Oil(ICE) |
Oct07 |
070924 |
711.75 |
711.75 |
702.50 |
707.25 |
-3.25 |
44,566 |
88,767 |
-3,520 |
Nov07 |
070924 |
709.50 |
709.50 |
701.50 |
706.25 |
-2.25 |
32,961 |
87,697 |
+5,752 |
Dec07 |
070924 |
703.50 |
707.00 |
699.50 |
704.25 |
-1.50 |
15,947 |
53,424 |
-2,239 |
Jan08 |
070924 |
702.75 |
707.75 |
700.50 |
704.75 |
-0.75 |
7,612 |
39,635 |
-1,824 |
Feb08 |
070924 |
697.50 |
703.00 |
695.50 |
699.75 |
-0.25 |
1,193 |
16,727 |
-196 |
Mar08 |
070924 |
690.50 |
694.50 |
690.50 |
693.00 |
+0.25 |
398 |
10,994 |
-6 |
Apr08 |
070924 |
686.25 |
686.25 |
685.25 |
685.25 |
+0.75 |
46 |
5,969 |
+12 |
May08 |
070924 |
677.50 |
677.50 |
676.25 |
677.50 |
+1.25 |
0 |
7,801 |
+0 |
Jun08 |
070924 |
669.50 |
672.75 |
668.50 |
672.75 |
+1.25 |
874 |
32,511 |
-1,099 |
Jul08 |
070924 |
673.00 |
673.00 |
673.00 |
673.00 |
+1.50 |
130 |
4,377 |
+23 |
Total Volume and Open Interest |
99,216 |
371,447 |
-8,104 |
Ethanol(CBOT) |
Sep07 |
070906 |
1.640 |
1.640 |
1.640 |
1.640 |
-0.010 |
0 |
62 |
-4 |
Oct07 |
070924 |
1.551 |
1.551 |
1.550 |
1.550 |
-0.025 |
11 |
117 |
-18 |
Nov07 |
070924 |
1.570 |
1.570 |
1.570 |
1.570 |
-0.025 |
0 |
81 |
-4 |
Dec07 |
070924 |
1.570 |
1.570 |
1.570 |
1.570 |
-0.010 |
0 |
151 |
-10 |
Jan08 |
070924 |
1.570 |
1.570 |
1.570 |
1.570 |
-0.010 |
0 |
149 |
-5 |
Feb08 |
070924 |
1.570 |
1.570 |
1.570 |
1.570 |
-0.010 |
0 |
126 |
+0 |
Mar08 |
070924 |
1.570 |
1.570 |
1.570 |
1.570 |
-0.010 |
0 |
157 |
+0 |
Apr08 |
070924 |
1.565 |
1.565 |
1.565 |
1.565 |
-0.020 |
0 |
63 |
-3 |
Total Volume and Open Interest |
82 |
1,351 |
-27 |
WTI Crude Oil(ICE) |
Nov07 |
070924 |
81.14 |
81.58 |
80.37 |
80.95 |
-0.67 |
81,977 |
106,747 |
-13,642 |
Dec07 |
070924 |
80.15 |
80.71 |
79.50 |
80.15 |
-0.49 |
53,584 |
121,058 |
-9,667 |
Jan08 |
070924 |
79.51 |
80.13 |
78.98 |
79.64 |
-0.35 |
12,817 |
32,177 |
+172 |
Feb08 |
070924 |
78.91 |
79.63 |
78.57 |
79.20 |
-0.24 |
5,039 |
14,947 |
+302 |
Mar08 |
070924 |
78.33 |
79.14 |
78.33 |
78.80 |
-0.18 |
2,222 |
14,216 |
+271 |
Apr08 |
070924 |
77.83 |
78.46 |
77.83 |
78.46 |
-0.10 |
1,071 |
8,370 |
+234 |
May08 |
070924 |
78.15 |
78.15 |
78.15 |
78.15 |
-0.01 |
279 |
5,476 |
+106 |
Jun08 |
070924 |
77.35 |
78.18 |
77.35 |
77.87 |
+0.07 |
1,022 |
36,320 |
-222 |
Jul08 |
070924 |
77.59 |
77.59 |
77.59 |
77.59 |
+0.13 |
25 |
2,920 |
+25 |
Aug08 |
070924 |
77.34 |
77.34 |
77.34 |
77.34 |
+0.19 |
0 |
840 |
+0 |
Sep08 |
070924 |
77.11 |
77.11 |
77.11 |
77.11 |
+0.26 |
0 |
3,342 |
+0 |
Oct08 |
070924 |
76.89 |
76.89 |
76.89 |
76.89 |
+0.33 |
45 |
3,839 |
+45 |
Nov08 |
070924 |
76.67 |
76.67 |
76.67 |
76.67 |
+0.40 |
20 |
1,363 |
+16 |
Dec08 |
070924 |
75.61 |
76.70 |
75.61 |
76.45 |
+0.45 |
9,964 |
78,508 |
-909 |
Jan09 |
070924 |
76.23 |
76.23 |
76.23 |
76.23 |
+0.50 |
0 |
1,330 |
+0 |
Feb09 |
070924 |
76.03 |
76.03 |
76.03 |
76.03 |
+0.54 |
0 |
1,450 |
+0 |
Total Volume and Open Interest |
170,754 |
535,718 |
-23,549 |
US Dollar Index(ICE) |
Dec07 |
070924 |
78.300 |
78.550 |
78.240 |
78.420 |
-0.060 |
4,539 |
35,829 |
-179 |
Mar08 |
070924 |
78.350 |
78.350 |
78.350 |
78.350 |
-0.060 |
73 |
2,765 |
+38 |
Jun08 |
070924 |
78.320 |
78.320 |
78.320 |
78.320 |
-0.060 |
0 |
426 |
+0 |
Total Volume and Open Interest |
4,612 |
39,020 |
-141 |
Australian Dollar(CME) |
Dec07 |
070924 |
86.28 |
86.66 |
86.24 |
86.43 |
+0.16 |
32,844 |
66,310 |
+2,148 |
Mar08 |
070924 |
85.64 |
86.19 |
85.64 |
85.99 |
+0.16 |
37 |
173 |
+1 |
Jun08 |
070924 |
85.60 |
85.60 |
85.44 |
85.48 |
+0.16 |
0 |
285 |
+0 |
Total Volume and Open Interest |
32,881 |
66,774 |
+2,149 |
British Pound(CME) |
Dec07 |
070924 |
201.62 |
202.77 |
201.52 |
201.70 |
+0.14 |
48,203 |
85,820 |
+2,189 |
Mar08 |
070924 |
201.42 |
202.06 |
200.98 |
201.10 |
+0.14 |
7 |
125 |
+4 |
Jun08 |
070924 |
200.49 |
201.36 |
200.48 |
200.49 |
+0.14 |
0 |
15 |
+0 |
Total Volume and Open Interest |
48,210 |
85,970 |
+2,193 |
Canadian Dollar(CME) |
Dec07 |
070924 |
100.05 |
100.40 |
99.80 |
99.97 |
-0.04 |
53,047 |
116,806 |
-3,326 |
Mar08 |
070924 |
100.36 |
100.36 |
99.87 |
100.01 |
-0.04 |
249 |
1,623 |
+2 |
Jun08 |
070924 |
100.04 |
100.24 |
100.00 |
100.04 |
unch |
303 |
666 |
+301 |
Sep08 |
070924 |
100.05 |
100.22 |
100.00 |
100.07 |
+0.06 |
22 |
337 |
+1 |
Total Volume and Open Interest |
53,654 |
119,524 |
-3,016 |
Japanese Yen(CME) |
Dec07 |
070924 |
87.54 |
88.10 |
87.49 |
87.93 |
+0.42 |
104,599 |
145,550 |
+5,591 |
Mar08 |
070924 |
88.59 |
88.94 |
88.38 |
88.78 |
+0.43 |
6 |
885 |
-2 |
Jun08 |
070924 |
89.68 |
89.68 |
89.46 |
89.56 |
+0.43 |
205 |
16,333 |
+200 |
Total Volume and Open Interest |
104,810 |
163,168 |
+5,789 |
Swiss Franc(CME) |
Dec07 |
070924 |
85.78 |
86.08 |
85.55 |
85.76 |
-0.03 |
34,324 |
68,550 |
+357 |
Mar08 |
070924 |
86.20 |
86.48 |
86.03 |
86.20 |
-0.03 |
5 |
47 |
+0 |
Jun08 |
070924 |
86.59 |
86.75 |
86.47 |
86.59 |
-0.03 |
0 |
2 |
+0 |
Total Volume and Open Interest |
34,329 |
68,604 |
+357 |
EuroFX(CME) |
Dec07 |
070924 |
141.14 |
141.52 |
140.87 |
141.07 |
+0.05 |
114,373 |
200,930 |
-4,876 |
Mar08 |
070924 |
141.56 |
141.60 |
141.00 |
141.18 |
+0.06 |
166 |
1,101 |
+9 |
Jun08 |
070924 |
141.40 |
141.63 |
141.13 |
141.26 |
+0.06 |
0 |
138 |
+0 |
Total Volume and Open Interest |
114,539 |
202,233 |
-4,867 |
Mexican Peso(CME) |
Oct07 |
070924 |
911.2 |
911.2 |
911.2 |
911.2 |
+1.0 |
1 |
69 |
+1 |
Nov07 |
070924 |
909.2 |
909.2 |
909.2 |
909.2 |
+1.0 |
0 |
86 |
+0 |
Total Volume and Open Interest |
10,529 |
73,219 |
+1,230 |
Brazilian Real(CME) |
Oct07 |
070924 |
534.60 |
534.60 |
534.40 |
534.60 |
+0.20 |
|
|
|
Nov07 |
070924 |
532.00 |
532.40 |
532.00 |
532.00 |
-0.40 |
|
|
|
Dec07 |
070924 |
530.50 |
531.00 |
530.50 |
530.50 |
-0.50 |
221 |
5,477 |
+196 |
Jan08 |
070924 |
528.90 |
529.60 |
528.90 |
528.90 |
-0.70 |
|
|
|
Total Volume and Open Interest |
221 |
5,477 |
+196 |
30-Year T-Bonds(CBOT) |
Dec07 |
070924 |
110~230 |
110~310 |
110~100 |
110~280 |
+0~040 |
395,859 |
874,308 |
-18,970 |
Mar08 |
070924 |
110~150 |
110~260 |
110~080 |
110~240 |
+0~040 |
87 |
1,514 |
-1 |
Jun08 |
070924 |
110~160 |
110~200 |
110~160 |
110~200 |
+0~040 |
20 |
168 |
+5 |
Total Volume and Open Interest |
395,966 |
876,011 |
-18,966 |
10-Year T-Notes(CBOT) |
Dec07 |
070924 |
108~285 |
108~315 |
108~195 |
108~300 |
+0~015 |
1,148,248 |
2,135,483 |
-97,445 |
Mar08 |
070924 |
108~130 |
108~165 |
108~040 |
108~150 |
+0~020 |
9,351 |
37,361 |
+6,362 |
Jun08 |
070924 |
108~085 |
108~085 |
108~085 |
108~085 |
+0~020 |
0 |
14 |
+0 |
Total Volume and Open Interest |
1,157,599 |
2,172,858 |
-91,083 |
5-Year T-Notes(CBOT) |
Sep07 |
070924 |
106~104 |
106~104 |
106~104 |
106~104 |
unch |
335 |
24,937 |
+24,937 |
Dec07 |
070924 |
106~066 |
106~090 |
106~062 |
106~086 |
unch |
11,167 |
1,517,673 |
+1,517,673 |
Mar08 |
070924 |
106~086 |
106~086 |
106~086 |
106~086 |
unch |
|
|
|
Total Volume and Open Interest |
579,249 |
1,542,610 |
-19,786 |
2 Year T-Notes(CBOT) |
Sep07 |
070924 |
103~036 |
103~040 |
103~034 |
103~036 |
+0~001 |
5,215 |
16,230 |
-2,863 |
Dec07 |
070924 |
103~048 |
103~050 |
103~034 |
103~046 |
+0~002 |
210,699 |
891,351 |
-14,492 |
Total Volume and Open Interest |
215,914 |
907,581 |
-17,355 |
Eurodollars(CME) |
Dec07 |
070924 |
95.245 |
95.255 |
95.120 |
95.150 |
-0.110 |
259,662 |
1,581,102 |
-20,962 |
Mar08 |
070924 |
95.530 |
95.540 |
95.445 |
95.490 |
-0.035 |
273,160 |
1,544,889 |
-19,974 |
Jun08 |
070924 |
95.620 |
95.625 |
95.535 |
95.595 |
-0.015 |
358,635 |
1,355,333 |
-18,586 |
Sep08 |
070924 |
95.645 |
95.645 |
95.560 |
95.630 |
unch |
350,039 |
1,194,168 |
+11,425 |
Dec08 |
070924 |
95.595 |
95.600 |
95.515 |
95.595 |
+0.010 |
349,664 |
1,179,601 |
+860 |
Mar09 |
070924 |
95.495 |
95.510 |
95.430 |
95.510 |
+0.020 |
234,675 |
720,304 |
-140 |
Jun09 |
070924 |
95.400 |
95.405 |
95.330 |
95.400 |
+0.020 |
158,648 |
495,723 |
+10,602 |
Sep09 |
070924 |
95.290 |
95.305 |
95.230 |
95.300 |
+0.020 |
98,372 |
368,008 |
-2,735 |
Dec09 |
070924 |
95.195 |
95.210 |
95.140 |
95.205 |
+0.015 |
50,978 |
253,574 |
+578 |
Mar10 |
070924 |
95.125 |
95.140 |
95.075 |
95.135 |
+0.010 |
31,416 |
177,493 |
+2,093 |
Jun10 |
070924 |
95.045 |
95.065 |
95.000 |
95.055 |
+0.005 |
27,911 |
137,880 |
+776 |
Sep10 |
070924 |
94.940 |
94.990 |
94.935 |
94.985 |
+0.005 |
31,669 |
118,008 |
+2,640 |
Dec10 |
070924 |
94.865 |
94.915 |
94.860 |
94.905 |
-0.005 |
14,179 |
105,805 |
+137 |
Mar11 |
070924 |
94.815 |
94.860 |
94.815 |
94.855 |
-0.005 |
8,659 |
92,711 |
-255 |
Jun11 |
070924 |
94.765 |
94.805 |
94.750 |
94.795 |
-0.005 |
7,013 |
85,144 |
+929 |
Sep11 |
070924 |
94.685 |
94.745 |
94.685 |
94.735 |
-0.005 |
10,122 |
74,444 |
+1,128 |
Dec11 |
070924 |
94.640 |
94.685 |
94.640 |
94.675 |
-0.005 |
5,979 |
54,920 |
-1,280 |
Mar12 |
070924 |
94.600 |
94.640 |
94.595 |
94.630 |
-0.005 |
5,912 |
42,378 |
-2,122 |
Total Volume and Open Interest |
2,302,526 |
9,965,221 |
-31,555 |
30 Day Federal Funds(CBOT) |
Sep07 |
070924 |
95.060 |
95.065 |
95.060 |
95.065 |
-0.005 |
235 |
90,121 |
-2,397 |
Oct07 |
070924 |
95.280 |
95.280 |
95.280 |
95.280 |
unch |
136 |
74,352 |
+260 |
Nov07 |
070924 |
95.420 |
95.430 |
95.420 |
95.430 |
unch |
15 |
90,441 |
-4,535 |
Dec07 |
070924 |
95.540 |
95.555 |
95.535 |
95.555 |
-0.005 |
22 |
60,657 |
-1,267 |
Jan08 |
070924 |
95.590 |
95.610 |
95.585 |
95.610 |
-0.010 |
11 |
37,242 |
+53 |
Feb08 |
070924 |
95.665 |
95.700 |
95.665 |
95.700 |
-0.020 |
5 |
21,204 |
+491 |
Total Volume and Open Interest |
430 |
382,430 |
-7,419 |
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 |
070924 |
99.155 |
99.160 |
99.150 |
99.160 |
-0.005 |
2,261 |
13,978 |
+127 |
Mar08 |
070924 |
99.125 |
99.125 |
99.120 |
99.125 |
unch |
0 |
6,248 |
-78 |
Jun08 |
070924 |
99.080 |
99.080 |
99.080 |
99.080 |
unch |
364 |
3,876 |
+283 |
Sep08 |
070924 |
99.010 |
99.010 |
99.005 |
99.010 |
+0.005 |
85 |
3,419 |
+50 |
Dec08 |
070924 |
98.920 |
98.920 |
98.915 |
98.920 |
+0.005 |
47 |
2,076 |
+0 |
Mar09 |
070924 |
98.835 |
98.840 |
98.835 |
98.835 |
-0.005 |
0 |
207 |
+0 |
Jun09 |
070924 |
98.760 |
98.765 |
98.760 |
98.760 |
-0.005 |
0 |
150 |
+0 |
Sep09 |
070924 |
98.675 |
98.680 |
98.675 |
98.675 |
-0.005 |
|
|
|
Dec09 |
070924 |
98.600 |
98.625 |
98.600 |
98.600 |
-0.025 |
|
|
|
Mar10 |
070924 |
98.485 |
98.510 |
98.485 |
98.485 |
-0.025 |
|
|
|
Total Volume and Open Interest |
3,675 |
29,954 |
+382 |
3-Mth Euro-Yen(SGX) |
Dec07 |
070924 |
99.17 |
99.17 |
99.17 |
99.17 |
unch |
1,587 |
61,745 |
-531 |
Mar08 |
070924 |
99.13 |
99.13 |
99.12 |
99.13 |
unch |
1,538 |
42,366 |
-413 |
Jun08 |
070924 |
99.08 |
99.08 |
99.08 |
99.08 |
0.00 |
1,280 |
17,134 |
+219 |
Sep08 |
070924 |
99.01 |
99.01 |
99.01 |
99.01 |
-0.01 |
3,598 |
18,285 |
-1,963 |
Dec08 |
070924 |
98.91 |
98.93 |
98.91 |
98.93 |
-0.01 |
70 |
9,255 |
+67 |
Mar09 |
070924 |
98.84 |
98.84 |
98.84 |
98.84 |
-0.03 |
319 |
4,943 |
+251 |
Jun09 |
070924 |
98.76 |
98.76 |
98.76 |
98.76 |
-0.03 |
0 |
1,168 |
+0 |
Sep09 |
070924 |
98.68 |
98.68 |
98.68 |
98.68 |
-0.03 |
0 |
200 |
+0 |
Total Volume and Open Interest |
8,392 |
157,546 |
-2,370 |
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 |
070924 |
112.41 |
112.62 |
112.19 |
112.36 |
-0.14 |
1,052,431 |
1,305,227 |
-65,064 |
Mar08 |
070924 |
112.85 |
112.90 |
112.72 |
112.79 |
-0.11 |
228 |
433 |
+8 |
Jun08 |
070924 |
112.86 |
112.86 |
112.86 |
112.86 |
-0.14 |
|
|
|
Total Volume and Open Interest |
1,052,659 |
1,305,660 |
-65,056 |
Euro-Bobl(EUREX) |
Dec07 |
070924 |
107.53 |
107.64 |
107.44 |
107.49 |
-0.06 |
473,085 |
1,011,163 |
-17,092 |
Mar08 |
070924 |
107.44 |
107.44 |
107.44 |
107.44 |
-0.01 |
94 |
0 |
+0 |
Jun08 |
070924 |
107.95 |
107.95 |
107.95 |
107.95 |
-0.06 |
|
|
|
Total Volume and Open Interest |
473,179 |
1,011,163 |
-17,092 |
3-Mth Euribor(EUREX) |
Sep07 |
070917 |
95.280 |
95.285 |
95.270 |
95.270 |
-0.025 |
1,408 |
28,602 |
-72 |
Dec07 |
070924 |
95.500 |
95.500 |
95.435 |
95.440 |
-0.055 |
867 |
24,377 |
+467 |
Mar08 |
070924 |
95.725 |
95.725 |
95.700 |
95.700 |
-0.025 |
388 |
11,384 |
+100 |
Total Volume and Open Interest |
1,773 |
48,648 |
+859 |
Long Gilt(LIFFE) |
Sep07 |
070924 |
106~18 |
106~23 |
106~13 |
106~17 |
+0~03 |
1,606 |
30,524 |
-65 |
Dec07 |
070924 |
106~14 |
106~24 |
106~10 |
106~17 |
+0~02 |
97,380 |
309,255 |
-649 |
Total Volume and Open Interest |
98,986 |
339,779 |
-714 |
3-Mth Short Sterling(LIFFE) |
Dec07 |
070924 |
93.92 |
93.92 |
93.79 |
93.81 |
-0.10 |
73,603 |
548,926 |
+257 |
Mar08 |
070924 |
94.26 |
94.26 |
94.17 |
94.19 |
-0.05 |
63,421 |
528,011 |
+3,167 |
Jun08 |
070924 |
94.38 |
94.39 |
94.32 |
94.34 |
-0.02 |
57,267 |
471,653 |
-3,273 |
Sep08 |
070924 |
94.41 |
94.44 |
94.35 |
94.39 |
unch |
48,174 |
334,312 |
+9,297 |
Dec08 |
070924 |
94.41 |
94.46 |
94.36 |
94.40 |
unch |
35,252 |
270,826 |
+4,236 |
Mar09 |
070924 |
94.41 |
94.46 |
94.35 |
94.40 |
unch |
27,703 |
208,826 |
+3,712 |
Total Volume and Open Interest |
349,167 |
2,613,577 |
+27,037 |
3-Mth Euribor(LIFFE) |
Dec07 |
070924 |
95.500 |
95.510 |
95.430 |
95.440 |
-0.070 |
224,253 |
884,912 |
-21,005 |
Mar08 |
070924 |
95.740 |
95.740 |
95.695 |
95.700 |
-0.040 |
217,024 |
645,854 |
+9,061 |
Jun08 |
070924 |
95.775 |
95.780 |
95.750 |
95.760 |
-0.005 |
200,966 |
467,166 |
-6,765 |
Total Volume and Open Interest |
1,103,591 |
3,566,639 |
-21,944 |
3-Mth Aus T-Bills(SFE) |
Dec07 |
070924 |
93.11 |
93.12 |
93.06 |
93.08 |
-0.03 |
16,432 |
384,654 |
+2,218 |
Mar08 |
070924 |
93.06 |
93.07 |
93.01 |
93.03 |
-0.03 |
7,982 |
197,842 |
-349 |
Jun08 |
070924 |
93.05 |
93.06 |
92.99 |
93.02 |
-0.02 |
6,219 |
111,167 |
-585 |
Sep08 |
070924 |
93.05 |
93.06 |
93.01 |
93.02 |
-0.03 |
3,744 |
62,937 |
+306 |
Dec08 |
070924 |
93.07 |
93.08 |
93.03 |
93.03 |
-0.04 |
1,220 |
41,435 |
-180 |
Mar09 |
070924 |
93.08 |
93.08 |
93.04 |
93.04 |
-0.04 |
1,001 |
33,525 |
-816 |
Jun09 |
070924 |
93.07 |
93.07 |
93.02 |
93.03 |
-0.04 |
718 |
21,823 |
-86 |
Sep09 |
070924 |
93.06 |
93.06 |
93.01 |
93.01 |
-0.04 |
203 |
4,395 |
+97 |
Dec09 |
070924 |
93.00 |
93.00 |
93.00 |
93.00 |
-0.04 |
51 |
619 |
-46 |
Mar10 |
070924 |
92.99 |
92.99 |
92.99 |
92.99 |
-0.05 |
51 |
171 |
+0 |
Total Volume and Open Interest |
37,624 |
858,582 |
+558 |
10-Year Aus T-Bonds(SFE) |
Dec07 |
070924 |
93.85 |
93.89 |
93.78 |
93.82 |
-0.04 |
45,071 |
427,617 |
+9,071 |
Mar08 |
070924 |
93.82 |
93.82 |
93.82 |
93.82 |
-0.04 |
|
|
|
Total Volume and Open Interest |
45,071 |
427,617 |
+9,071 |
3-Year Aus T-Bonds(SFE) |
Dec07 |
070924 |
93.60 |
93.64 |
93.54 |
93.57 |
-0.04 |
81,109 |
561,110 |
-6,872 |
Mar08 |
070924 |
93.57 |
93.57 |
93.57 |
93.57 |
-0.04 |
|
|
|
Total Volume and Open Interest |
81,109 |
561,110 |
-6,872 |
Gold(CMX) |
Oct07 |
070924 |
732.2 |
737.0 |
726.8 |
732.5 |
+0.4 |
2,502 |
24,488 |
-392 |
Dec07 |
070924 |
738.6 |
743.9 |
733.5 |
739.3 |
+0.4 |
100,859 |
272,435 |
+4,730 |
Feb08 |
070924 |
742.7 |
750.0 |
742.0 |
745.5 |
+0.4 |
2,259 |
19,885 |
+1,107 |
Apr08 |
070924 |
751.8 |
752.0 |
746.9 |
751.3 |
+0.5 |
1,079 |
18,612 |
+363 |
Jun08 |
070924 |
754.6 |
760.0 |
754.5 |
757.1 |
+0.5 |
1,164 |
16,257 |
+493 |
Aug08 |
070924 |
762.7 |
762.7 |
762.7 |
762.7 |
+0.5 |
806 |
14,669 |
+576 |
Oct08 |
070924 |
767.6 |
768.4 |
767.6 |
768.4 |
+0.4 |
400 |
2,371 |
+389 |
Dec08 |
070924 |
773.5 |
777.1 |
768.6 |
774.1 |
+0.4 |
978 |
14,947 |
-133 |
Feb09 |
070924 |
780.1 |
780.1 |
780.1 |
780.1 |
+0.4 |
100 |
12,689 |
+75 |
Apr09 |
070924 |
785.9 |
785.9 |
785.9 |
785.9 |
+0.4 |
50 |
1,700 |
+25 |
Jun09 |
070924 |
791.8 |
791.8 |
791.8 |
791.8 |
+0.3 |
0 |
11,381 |
+0 |
Total Volume and Open Interest |
110,313 |
421,814 |
+7,239 |
Silver(CMX) |
Sep07 |
070924 |
1349.0 |
1349.7 |
1349.0 |
1349.7 |
+2.3 |
86 |
289 |
+24 |
Dec07 |
070924 |
1365.0 |
1387.0 |
1353.5 |
1364.0 |
+2.0 |
29,044 |
78,702 |
+1,568 |
Mar08 |
070924 |
1380.5 |
1400.5 |
1371.5 |
1381.5 |
+2.2 |
1,963 |
10,002 |
+653 |
May08 |
070924 |
1391.5 |
1392.2 |
1391.5 |
1392.2 |
+2.4 |
132 |
5,265 |
+47 |
Jul08 |
070924 |
1404.0 |
1407.0 |
1396.0 |
1403.0 |
+2.4 |
229 |
4,996 |
-45 |
Sep08 |
070924 |
1411.5 |
1414.0 |
1411.5 |
1413.0 |
+2.4 |
4 |
1,165 |
+0 |
Dec08 |
070924 |
1425.0 |
1428.0 |
1425.0 |
1428.0 |
+2.9 |
28 |
5,929 |
+1 |
Total Volume and Open Interest |
31,920 |
115,651 |
+2,482 |
Platinum(NYMEX) |
Oct07 |
070924 |
1328.1 |
1346.4 |
1325.0 |
1344.2 |
+12.6 |
2,686 |
7,505 |
-530 |
Jan08 |
070924 |
1336.1 |
1354.9 |
1336.1 |
1352.6 |
+13.0 |
1,494 |
5,987 |
+1,019 |
Apr08 |
070924 |
1355.0 |
1362.1 |
1355.0 |
1362.1 |
+13.0 |
0 |
4 |
+0 |
Total Volume and Open Interest |
4,180 |
13,496 |
+489 |
Palladium(NYMEX) |
Sep07 |
070924 |
342.00 |
342.00 |
342.00 |
342.00 |
+2.95 |
0 |
10 |
-2 |
Dec07 |
070924 |
343.00 |
349.00 |
339.10 |
345.40 |
+2.85 |
680 |
12,806 |
+46 |
Mar08 |
070924 |
348.85 |
350.20 |
348.85 |
350.20 |
+2.85 |
5 |
830 |
+5 |
Total Volume and Open Interest |
685 |
15,748 |
+49 |
Copper(CMX) |
Sep07 |
070924 |
360.15 |
363.50 |
360.00 |
362.70 |
+5.45 |
410 |
658 |
-226 |
Dec07 |
070924 |
358.80 |
365.70 |
358.30 |
364.50 |
+5.25 |
11,212 |
55,632 |
+1,231 |
Mar08 |
070924 |
361.50 |
363.35 |
360.50 |
362.50 |
+5.25 |
1,142 |
9,180 |
+417 |
May08 |
070924 |
359.00 |
359.50 |
359.00 |
359.50 |
+5.00 |
374 |
1,536 |
+206 |
Jul08 |
070924 |
354.70 |
355.00 |
354.30 |
355.00 |
+4.30 |
89 |
629 |
+82 |
Total Volume and Open Interest |
14,334 |
77,276 |
+2,557 |
DJIA Index(CBOT) |
Dec07 |
070924 |
13894 |
13965 |
13840 |
13862 |
-39 |
3,802 |
23,549 |
-32 |
Mar08 |
070924 |
13980 |
13980 |
13962 |
13962 |
-46 |
7 |
13 |
+7 |
Jun08 |
070924 |
14043 |
14043 |
14043 |
14043 |
-39 |
|
|
|
Total Volume and Open Interest |
3,809 |
23,562 |
-25 |
E-mini DJIA Index(CBOT) |
Sep07 |
070920 |
13813 |
13826 |
13746 |
13762 |
-39 |
22,475 |
59,448 |
-4,449 |
Dec07 |
070924 |
13896 |
13963 |
13841 |
13862 |
-39 |
96,902 |
73,467 |
+164 |
Mar08 |
070924 |
14051 |
14051 |
13962 |
13962 |
-46 |
13 |
16 |
+5 |
Jun08 |
070924 |
14043 |
14043 |
14043 |
14043 |
-39 |
|
|
|
Total Volume and Open Interest |
96,915 |
73,483 |
+169 |
S & P 500(CME) |
Dec07 |
070924 |
1533.20 |
1542.50 |
1528.20 |
1531.70 |
-2.70 |
42,789 |
562,324 |
+9,884 |
Mar08 |
070924 |
1546.50 |
1552.10 |
1539.10 |
1542.40 |
-2.70 |
237 |
7,658 |
-189 |
Jun08 |
070924 |
1552.90 |
1562.60 |
1549.60 |
1552.90 |
-2.70 |
0 |
427 |
+0 |
Sep08 |
070924 |
1562.60 |
1572.30 |
1559.30 |
1562.60 |
-2.70 |
0 |
25 |
+0 |
Total Volume and Open Interest |
43,026 |
573,582 |
+9,695 |
S & P 500 E-Mini(Globex) |
Dec07 |
070924 |
1533.25 |
1542.75 |
1528.00 |
1531.75 |
-2.75 |
1,346,720 |
1,685,611 |
+22,939 |
Mar08 |
070924 |
1546.00 |
1553.00 |
1539.00 |
1542.50 |
-2.50 |
14 |
12 |
+9 |
Total Volume and Open Interest |
1,346,734 |
1,685,624 |
+22,948 |
NASDAQ 100(CME) |
Dec07 |
070924 |
2066.30 |
2096.00 |
2066.30 |
2079.80 |
+11.30 |
3,472 |
39,198 |
+724 |
Mar08 |
070924 |
2101.80 |
2101.80 |
2100.50 |
2101.80 |
+11.30 |
1 |
1 |
+0 |
Jun08 |
070924 |
2128.80 |
2128.80 |
2127.50 |
2128.80 |
+11.30 |
|
|
|
Total Volume and Open Interest |
3,473 |
39,220 |
+745 |
NASDAQ 100 E-Mini(Globex) |
Dec07 |
070924 |
2068.50 |
2095.80 |
2066.50 |
2079.80 |
+11.30 |
257,684 |
295,625 |
+10,888 |
Mar08 |
070924 |
2105.00 |
2114.00 |
2093.30 |
2101.80 |
+11.30 |
5 |
2 |
+2 |
Total Volume and Open Interest |
257,689 |
295,627 |
-308,741 |
S & P Midcap 400(CME) |
Dec07 |
070924 |
890.00 |
891.45 |
882.00 |
884.90 |
-3.70 |
223 |
5,554 |
-198 |
Mar08 |
070924 |
895.00 |
895.00 |
894.10 |
895.00 |
-3.70 |
|
|
|
Jun08 |
070924 |
904.70 |
904.70 |
903.80 |
904.70 |
-3.70 |
|
|
|
Total Volume and Open Interest |
223 |
5,554 |
-198 |
Russell 2000 E-Mini(Globex) |
Sep07 |
070921 |
810.40 |
817.70 |
810.10 |
816.80 |
+6.00 |
74,372 |
201,142 |
-1,083 |
Dec07 |
070924 |
815.90 |
821.50 |
808.20 |
811.60 |
-5.30 |
158,154 |
566,577 |
+2,947 |
Mar08 |
070924 |
824.20 |
824.20 |
814.00 |
816.60 |
-6.40 |
2 |
0 |
+0 |
Total Volume and Open Interest |
159,366 |
767,284 |
+2,512 |
Nikkei 225(CME) |
Dec07 |
070924 |
16450 |
16450 |
16400 |
16415 |
+15 |
6,833 |
66,600 |
+128 |
Mar08 |
070924 |
16420 |
16420 |
16405 |
16420 |
+15 |
0 |
2 |
+0 |
Total Volume and Open Interest |
6,833 |
66,612 |
+128 |
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) |
Oct07 |
070924 |
5711.5 |
5729.5 |
5692.0 |
5711.0 |
-7.5 |
144,422 |
344,509 |
+45,770 |
Nov07 |
070924 |
5724.5 |
5724.5 |
5716.5 |
5716.5 |
-6.5 |
713 |
874 |
+277 |
Dec07 |
070924 |
5742.5 |
5756.0 |
5717.0 |
5739.0 |
-8.5 |
2,690 |
39,999 |
+659 |
Total Volume and Open Interest |
147,895 |
386,157 |
-624,949 |
Hang Seng Index(HKFE) |
Sep07 |
070924 |
25955 |
26619 |
25898 |
26495 |
+663 |
65,813 |
125,847 |
-334 |
Oct07 |
070924 |
26153 |
26702 |
25989 |
26585 |
+667 |
17,497 |
21,154 |
+13,410 |
Total Volume and Open Interest |
85,188 |
157,142 |
+14,855 |
DAX(EUREX) |
Sep07 |
070921 |
7716.0 |
7831.5 |
7709.0 |
7831.5 |
+92.5 |
194,638 |
153,361 |
-24,745 |
Dec07 |
070924 |
7874.5 |
7882.0 |
7839.0 |
7872.5 |
-10.5 |
192,167 |
210,617 |
+15,786 |
Mar08 |
070924 |
7942.5 |
7959.0 |
7927.0 |
7957.0 |
-9.5 |
7,389 |
5,154 |
+236 |
Total Volume and Open Interest |
247,920 |
215,771 |
-137,339 |
FT-SE 100(EURONEXT) |
Dec07 |
070924 |
6503.50 |
6558.50 |
6502.50 |
6529.00 |
+11.00 |
133,342 |
488,081 |
+9,366 |
Mar08 |
070924 |
6529.00 |
6575.00 |
6525.00 |
6551.00 |
+11.00 |
17 |
3,657 |
+0 |
Jun08 |
070924 |
6584.00 |
6584.00 |
6584.00 |
6584.00 |
+11.00 |
0 |
11 |
+0 |
Total Volume and Open Interest |
133,359 |
491,749 |
-144,690 |
SPI 200(SFE) |
Sep07 |
070920 |
6395.0 |
6436.0 |
6382.0 |
6436.0 |
+48.0 |
15,251 |
165,926 |
-41,315 |
Dec07 |
070924 |
6430.0 |
6530.0 |
6421.0 |
6502.0 |
+80.0 |
21,530 |
254,336 |
+6,364 |
Mar08 |
070924 |
6460.0 |
6513.0 |
6460.0 |
6511.0 |
+79.0 |
42 |
1,292 |
+4 |
Total Volume and Open Interest |
21,574 |
257,680 |
+6,369 |
GSCI(CME) |
Oct07 |
070924 |
542.70 |
546.50 |
542.00 |
543.30 |
-1.20 |
121 |
21,364 |
-19 |
Nov07 |
070924 |
545.50 |
547.50 |
543.50 |
545.50 |
unch |
1 |
11 |
-1 |
Dec07 |
070924 |
547.50 |
550.00 |
545.50 |
547.50 |
unch |
|
|
|
Total Volume and Open Interest |
122 |
21,375 |
-20 |
Reuters CCI(ICE) |
Nov07 |
070924 |
443.25 |
446.50 |
443.25 |
446.50 |
+2.50 |
27 |
747 |
-2 |
Jan08 |
070924 |
444.00 |
446.50 |
444.00 |
446.50 |
+2.50 |
0 |
416 |
+0 |
Feb08 |
070924 |
443.50 |
444.50 |
442.00 |
444.50 |
+2.50 |
9 |
220 |
-3 |
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. |
|
|