|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed September 26, 2007 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov07 |
070926 |
979.00 |
992.00 |
977.50 |
990.75 |
+17.75 |
11,511 |
286,435 |
-2,122 |
Jan08 |
070926 |
996.00 |
1007.50 |
993.00 |
1006.25 |
+17.25 |
3,512 |
76,522 |
+2,801 |
Mar08 |
070926 |
1003.00 |
1016.00 |
1001.00 |
1015.50 |
+18.75 |
2,106 |
43,542 |
+103 |
May08 |
070926 |
1001.00 |
1016.00 |
1000.00 |
1016.00 |
+19.75 |
1,227 |
33,929 |
+173 |
Jul08 |
070926 |
1005.00 |
1021.00 |
1005.00 |
1020.50 |
+21.00 |
1,384 |
38,887 |
+1,336 |
Aug08 |
070926 |
995.00 |
1007.00 |
995.00 |
1007.00 |
+22.00 |
33 |
975 |
-8 |
Sep08 |
070926 |
978.00 |
978.00 |
978.00 |
978.00 |
+18.00 |
0 |
527 |
+0 |
Total Volume and Open Interest |
20,878 |
553,616 |
+2,812 |
Soybean Meal(CBOT) |
Oct07 |
070926 |
274.00 |
278.70 |
273.50 |
278.40 |
+7.00 |
6,983 |
13,735 |
-3,988 |
Dec07 |
070926 |
280.00 |
285.50 |
280.00 |
284.80 |
+7.20 |
11,472 |
108,581 |
+243 |
Jan08 |
070926 |
283.00 |
287.50 |
282.50 |
286.80 |
+7.10 |
999 |
18,039 |
+633 |
Mar08 |
070926 |
285.50 |
290.00 |
285.00 |
289.70 |
+7.30 |
1,749 |
23,664 |
+713 |
May08 |
070926 |
283.00 |
288.50 |
283.00 |
287.70 |
+6.40 |
811 |
21,770 |
+87 |
Jul08 |
070926 |
284.50 |
290.00 |
284.50 |
288.90 |
+6.90 |
732 |
20,789 |
+273 |
Aug08 |
070926 |
280.50 |
285.00 |
280.50 |
283.00 |
+7.00 |
123 |
4,070 |
+21 |
Sep08 |
070926 |
273.00 |
278.00 |
273.00 |
276.50 |
+7.00 |
120 |
3,542 |
+33 |
Total Volume and Open Interest |
23,482 |
225,243 |
-1,735 |
Soybean Oil(CBOT) |
Oct07 |
070926 |
38.70 |
38.98 |
38.59 |
38.97 |
+0.33 |
6,021 |
15,926 |
-5,663 |
Dec07 |
070926 |
39.30 |
39.59 |
39.15 |
39.54 |
+0.35 |
12,564 |
169,455 |
+23 |
Jan08 |
070926 |
39.65 |
40.07 |
39.55 |
40.07 |
+0.44 |
2,083 |
23,973 |
+1,192 |
Mar08 |
070926 |
40.05 |
40.35 |
39.95 |
40.35 |
+0.37 |
1,012 |
22,538 |
+800 |
May08 |
070926 |
40.26 |
40.63 |
40.26 |
40.61 |
+0.35 |
301 |
13,983 |
+25 |
Jul08 |
070926 |
40.40 |
40.70 |
40.35 |
40.70 |
+0.40 |
648 |
15,139 |
-40 |
Aug08 |
070926 |
40.25 |
40.65 |
40.25 |
40.65 |
+0.32 |
50 |
1,426 |
+10 |
Sep08 |
070926 |
40.50 |
40.65 |
40.50 |
40.65 |
+0.30 |
27 |
690 |
+26 |
Total Volume and Open Interest |
23,346 |
280,634 |
-3,731 |
Canola(WCE) |
Nov07 |
070926 |
428.7 |
435.6 |
428.7 |
434.6 |
+4.7 |
7,179 |
82,996 |
-905 |
Jan08 |
070926 |
441.7 |
446.4 |
441.7 |
446.1 |
+4.4 |
455 |
22,367 |
+341 |
Mar08 |
070926 |
452.1 |
455.0 |
450.6 |
453.7 |
+3.6 |
33 |
4,409 |
+12 |
May08 |
070926 |
457.4 |
460.6 |
457.4 |
460.6 |
+3.6 |
11 |
2,267 |
+4 |
Jul08 |
070926 |
462.6 |
464.8 |
462.6 |
464.8 |
+5.0 |
37 |
4,408 |
+4 |
Total Volume and Open Interest |
7,799 |
123,898 |
-828 |
Corn(CBOT) |
Dec07 |
070926 |
370.75 |
376.00 |
370.75 |
375.00 |
+3.25 |
13,825 |
630,866 |
+3,376 |
Mar08 |
070926 |
387.00 |
391.50 |
386.50 |
390.75 |
+3.50 |
6,781 |
158,770 |
+1,509 |
May08 |
070926 |
396.00 |
400.00 |
395.75 |
399.50 |
+3.25 |
769 |
42,290 |
+96 |
Jul08 |
070926 |
404.00 |
407.50 |
404.00 |
406.75 |
+2.00 |
3,766 |
100,417 |
+1,903 |
Sep08 |
070926 |
409.00 |
412.00 |
409.00 |
411.50 |
+2.50 |
215 |
13,577 |
+89 |
Dec08 |
070926 |
414.50 |
418.00 |
414.50 |
416.50 |
+2.25 |
3,868 |
151,755 |
+591 |
Total Volume and Open Interest |
29,463 |
1,139,265 |
+7,985 |
Wheat(CBOT) |
Dec07 |
070926 |
890.00 |
917.25 |
885.00 |
917.25 |
+30.00 |
4,990 |
237,195 |
-601 |
Mar08 |
070926 |
901.00 |
922.00 |
890.00 |
922.00 |
+30.00 |
1,670 |
52,346 |
+1,396 |
May08 |
070926 |
804.00 |
823.00 |
799.00 |
823.00 |
+30.00 |
412 |
8,152 |
-80 |
Jul08 |
070926 |
640.00 |
648.00 |
638.00 |
647.00 |
+9.50 |
1,195 |
59,725 |
+454 |
Sep08 |
070926 |
638.00 |
647.00 |
638.00 |
647.00 |
+9.00 |
35 |
3,227 |
+158 |
Total Volume and Open Interest |
8,460 |
387,260 |
+1,376 |
Wheat(KCBT) |
Dec07 |
070926 |
883.00 |
903.25 |
870.00 |
903.00 |
+29.75 |
6,906 |
103,794 |
-1,355 |
Mar08 |
070926 |
878.00 |
899.00 |
870.50 |
898.25 |
+29.25 |
3,681 |
19,806 |
+275 |
May08 |
070926 |
815.00 |
824.00 |
806.00 |
824.00 |
+30.00 |
74 |
937 |
+65 |
Jul08 |
070926 |
646.00 |
655.00 |
645.00 |
654.00 |
+12.00 |
1,342 |
15,936 |
+314 |
Sep08 |
070926 |
648.00 |
656.50 |
648.00 |
656.50 |
+13.50 |
50 |
846 |
+15 |
Total Volume and Open Interest |
12,183 |
143,598 |
-625 |
Wheat(MGE) |
Dec07 |
070926 |
848.00 |
866.00 |
836.50 |
866.00 |
+30.00 |
3,810 |
47,848 |
+328 |
Mar08 |
070926 |
855.00 |
873.25 |
843.00 |
873.25 |
+30.00 |
1,939 |
14,243 |
+812 |
May08 |
070926 |
822.00 |
840.00 |
816.00 |
840.00 |
+22.00 |
312 |
1,160 |
+93 |
Jul08 |
070926 |
720.00 |
744.00 |
716.00 |
744.00 |
+23.00 |
43 |
881 |
+0 |
Sep08 |
070926 |
640.00 |
651.00 |
640.00 |
650.25 |
+7.25 |
196 |
1,926 |
+112 |
Total Volume and Open Interest |
6,572 |
68,302 |
+1,500 |
Oats(CBOT) |
Dec07 |
070926 |
280.00 |
282.50 |
278.50 |
281.50 |
unch |
150 |
12,137 |
+75 |
Mar08 |
070926 |
291.00 |
292.00 |
290.00 |
292.00 |
unch |
275 |
1,981 |
+112 |
May08 |
070926 |
295.00 |
295.00 |
295.00 |
295.00 |
+1.00 |
5 |
136 |
-23 |
Jul08 |
070926 |
297.00 |
297.00 |
297.00 |
297.00 |
unch |
0 |
43 |
+0 |
Total Volume and Open Interest |
430 |
14,308 |
+164 |
Rough Rice(CBOT) |
Nov07 |
070926 |
11.51 |
11.62 |
11.50 |
11.60 |
+0.12 |
126 |
11,646 |
-77 |
Jan08 |
070926 |
11.83 |
11.94 |
11.83 |
11.93 |
+0.12 |
2 |
1,663 |
+7 |
Mar08 |
070926 |
12.15 |
12.15 |
12.07 |
12.12 |
+0.07 |
1 |
1,158 |
+2 |
May08 |
070926 |
12.20 |
12.22 |
12.20 |
12.22 |
+0.10 |
0 |
245 |
+0 |
Total Volume and Open Interest |
156 |
14,864 |
-58 |
Live Cattle(CME) |
Oct07 |
070926 |
97.730 |
97.930 |
96.950 |
97.250 |
-0.330 |
7,747 |
39,859 |
-2,337 |
Dec07 |
070926 |
100.650 |
100.850 |
99.800 |
100.050 |
-0.450 |
13,523 |
122,556 |
+2,041 |
Feb08 |
070926 |
101.700 |
101.885 |
101.050 |
101.135 |
-0.515 |
7,357 |
47,889 |
+1,985 |
Apr08 |
070926 |
101.000 |
101.250 |
100.600 |
100.650 |
-0.430 |
1,842 |
23,025 |
+130 |
Jun08 |
070926 |
96.850 |
97.000 |
96.550 |
96.635 |
-0.265 |
401 |
9,644 |
+115 |
Aug08 |
070926 |
95.800 |
96.000 |
95.500 |
95.500 |
+0.050 |
212 |
2,426 |
+139 |
Total Volume and Open Interest |
32,394 |
246,914 |
+2,863 |
Feeder Cattle(CME) |
Sep07 |
070926 |
115.900 |
116.050 |
115.785 |
115.850 |
+0.020 |
469 |
1,732 |
-417 |
Oct07 |
070926 |
116.450 |
116.500 |
115.680 |
115.930 |
-0.150 |
1,420 |
7,317 |
-126 |
Nov07 |
070926 |
116.750 |
117.000 |
116.200 |
116.250 |
-0.135 |
1,712 |
12,216 |
+23 |
Jan08 |
070926 |
115.250 |
115.500 |
114.800 |
115.035 |
+0.135 |
744 |
4,809 |
+90 |
Mar08 |
070926 |
113.000 |
113.250 |
112.800 |
112.930 |
+0.030 |
43 |
1,190 |
+31 |
Apr08 |
070926 |
113.500 |
113.700 |
113.400 |
113.430 |
-0.070 |
9 |
455 |
+3 |
May08 |
070926 |
113.450 |
113.550 |
113.300 |
113.500 |
+0.050 |
25 |
874 |
+2 |
Total Volume and Open Interest |
4,423 |
28,695 |
-393 |
Lean Hogs(CME) |
Oct07 |
070926 |
60.700 |
60.900 |
60.200 |
60.300 |
-0.700 |
6,593 |
22,341 |
-1,543 |
Dec07 |
070926 |
61.950 |
63.050 |
61.930 |
62.400 |
+0.100 |
12,391 |
90,124 |
+2,476 |
Feb08 |
070926 |
66.830 |
67.950 |
66.830 |
67.785 |
+0.560 |
4,001 |
30,439 |
+514 |
Apr08 |
070926 |
68.900 |
69.600 |
68.900 |
69.500 |
+0.215 |
1,005 |
16,361 |
-283 |
May08 |
070926 |
73.400 |
74.200 |
73.200 |
73.975 |
-0.105 |
28 |
1,630 |
+22 |
Jun08 |
070926 |
76.200 |
76.550 |
76.100 |
76.535 |
-0.265 |
552 |
10,580 |
-171 |
Jul08 |
070926 |
74.300 |
75.300 |
74.000 |
75.150 |
+0.350 |
654 |
2,541 |
-112 |
Aug08 |
070926 |
72.250 |
72.350 |
72.100 |
72.350 |
+0.300 |
62 |
1,223 |
+10 |
Total Volume and Open Interest |
25,337 |
175,478 |
+941 |
Pork Bellies(CME) |
Feb08 |
070926 |
90.250 |
90.250 |
88.900 |
89.350 |
+0.620 |
149 |
1,024 |
+35 |
Mar08 |
070926 |
90.000 |
90.000 |
89.000 |
89.300 |
+0.700 |
0 |
44 |
+0 |
May08 |
070926 |
89.350 |
89.350 |
89.350 |
89.350 |
unch |
2 |
55 |
+1 |
Jul08 |
070926 |
92.180 |
92.180 |
92.180 |
92.180 |
+0.030 |
16 |
18 |
+15 |
Aug08 |
070926 |
92.230 |
92.230 |
92.230 |
92.230 |
+0.030 |
6 |
6 |
+6 |
Total Volume and Open Interest |
173 |
1,147 |
+57 |
Class III Milk(CME) |
Sep07 |
070926 |
20.15 |
20.15 |
20.15 |
20.15 |
-0.02 |
14 |
4,857 |
-94 |
Oct07 |
070926 |
18.25 |
18.25 |
18.15 |
18.15 |
-0.14 |
163 |
4,178 |
-59 |
Nov07 |
070926 |
17.40 |
17.40 |
17.12 |
17.20 |
-0.25 |
167 |
4,042 |
+4 |
Dec07 |
070926 |
17.15 |
17.15 |
16.95 |
16.95 |
-0.11 |
99 |
3,943 |
+4 |
Jan08 |
070926 |
16.35 |
16.35 |
16.24 |
16.24 |
-0.04 |
21 |
2,099 |
+2 |
Total Volume and Open Interest |
862 |
35,306 |
-66 |
Cocoa(ICE) |
Dec07 |
070926 |
2042 |
2050 |
2033 |
2046 |
+4 |
9,872 |
64,785 |
+1,593 |
Mar08 |
070926 |
1992 |
1992 |
1986 |
1986 |
-3 |
1,993 |
30,734 |
+305 |
May08 |
070926 |
1970 |
1979 |
1970 |
1979 |
+1 |
1,138 |
11,050 |
+815 |
Jul08 |
070926 |
1974 |
1974 |
1974 |
1974 |
+8 |
254 |
4,259 |
+125 |
Sep08 |
070926 |
1982 |
1982 |
1982 |
1982 |
+8 |
138 |
3,988 |
-38 |
Dec08 |
070926 |
2001 |
2001 |
2001 |
2001 |
+6 |
312 |
12,206 |
-94 |
Mar09 |
070926 |
2023 |
2023 |
2023 |
2023 |
+1 |
0 |
614 |
+0 |
Total Volume and Open Interest |
13,707 |
127,638 |
+2,706 |
Coffee "C"(ICE) |
Dec07 |
070926 |
129.40 |
130.10 |
127.25 |
128.60 |
-4.50 |
18,210 |
106,058 |
+1,425 |
Mar08 |
070926 |
132.80 |
133.20 |
131.00 |
132.30 |
-4.40 |
2,752 |
28,684 |
+399 |
May08 |
070926 |
135.65 |
135.65 |
134.00 |
134.40 |
-4.30 |
994 |
8,934 |
+111 |
Jul08 |
070926 |
136.30 |
136.30 |
136.30 |
136.30 |
-4.25 |
492 |
4,403 |
+55 |
Sep08 |
070926 |
137.90 |
137.90 |
137.90 |
137.90 |
-4.15 |
698 |
8,028 |
-63 |
Dec08 |
070926 |
139.85 |
139.85 |
139.85 |
139.85 |
-3.95 |
463 |
6,043 |
-287 |
Total Volume and Open Interest |
23,835 |
168,146 |
+1,701 |
Orange Juice(ICE) |
Nov07 |
070926 |
131.35 |
131.50 |
129.00 |
129.75 |
-1.25 |
1,684 |
17,084 |
-40 |
Jan08 |
070926 |
131.00 |
131.50 |
129.00 |
130.10 |
-0.60 |
509 |
6,429 |
+161 |
Mar08 |
070926 |
129.50 |
130.00 |
129.50 |
130.00 |
-1.20 |
91 |
3,922 |
+5 |
May08 |
070926 |
130.00 |
130.45 |
130.00 |
130.45 |
-1.25 |
0 |
570 |
+0 |
Jul08 |
070926 |
130.95 |
130.95 |
130.95 |
130.95 |
-1.25 |
0 |
136 |
+0 |
Sep08 |
070926 |
131.45 |
131.45 |
131.45 |
131.45 |
-1.25 |
0 |
119 |
+0 |
Total Volume and Open Interest |
2,289 |
29,129 |
+121 |
Sugar #11(ICE) |
Oct07 |
070926 |
9.73 |
9.78 |
9.72 |
9.72 |
-0.11 |
29,732 |
41,238 |
-14,957 |
Mar08 |
070926 |
10.01 |
10.08 |
10.00 |
10.02 |
-0.08 |
39,298 |
372,619 |
+9,199 |
May08 |
070926 |
10.09 |
10.11 |
10.09 |
10.09 |
-0.05 |
4,154 |
61,516 |
+1,759 |
Jul08 |
070926 |
10.00 |
10.01 |
9.98 |
10.00 |
-0.07 |
2,190 |
55,365 |
+831 |
Oct08 |
070926 |
10.30 |
10.30 |
10.29 |
10.30 |
-0.07 |
1,322 |
47,840 |
+619 |
Total Volume and Open Interest |
79,104 |
652,652 |
-2,354 |
Sugar #14(ICE) |
Nov07 |
070926 |
21.23 |
21.23 |
21.23 |
21.23 |
+0.03 |
94 |
1,770 |
-109 |
Jan08 |
070926 |
20.93 |
20.93 |
20.93 |
20.93 |
+0.03 |
140 |
3,833 |
+67 |
Mar08 |
070926 |
20.78 |
20.78 |
20.78 |
20.78 |
unch |
113 |
3,109 |
+8 |
May08 |
070926 |
20.88 |
20.88 |
20.88 |
20.88 |
unch |
0 |
1,290 |
+0 |
Jul08 |
070926 |
20.99 |
20.99 |
20.99 |
20.99 |
-0.04 |
4 |
344 |
-25 |
Total Volume and Open Interest |
360 |
10,698 |
-50 |
London Cocoa(LCE) |
Dec07 |
070926 |
1007 |
1008 |
997 |
1005 |
-1 |
7,185 |
74,495 |
-1,224 |
Mar08 |
070926 |
1014 |
1016 |
1006 |
1014 |
unch |
4,201 |
44,063 |
+1,123 |
May08 |
070926 |
1018 |
1024 |
1016 |
1022 |
unch |
546 |
17,706 |
+613 |
Jul08 |
070926 |
1029 |
1030 |
1021 |
1029 |
unch |
574 |
16,330 |
+69 |
Sep08 |
070926 |
1034 |
1040 |
1034 |
1038 |
unch |
341 |
18,969 |
-150 |
Dec08 |
070926 |
1044 |
1050 |
1044 |
1050 |
unch |
275 |
8,073 |
+388 |
Mar09 |
070926 |
1053 |
1059 |
1053 |
1059 |
unch |
2 |
124 |
+7 |
Total Volume and Open Interest |
13,124 |
179,770 |
+826 |
London Coffee(LCE) |
Sep07 |
070926 |
1820.00 |
1820.00 |
1816.00 |
1816.00 |
-28.00 |
2 |
62 |
-6 |
Nov07 |
070926 |
1870.00 |
1892.00 |
1856.00 |
1861.00 |
-31.00 |
5,897 |
83,051 |
-1,973 |
Jan08 |
070926 |
1805.00 |
1814.00 |
1785.00 |
1789.00 |
-31.00 |
4,384 |
50,876 |
-42 |
Mar08 |
070926 |
1816.00 |
1816.00 |
1777.00 |
1781.00 |
-36.00 |
1,609 |
13,044 |
-196 |
May08 |
070926 |
1815.00 |
1815.00 |
1790.00 |
1791.00 |
-35.00 |
67 |
4,482 |
-3 |
Jul08 |
070926 |
1797.00 |
1797.00 |
1797.00 |
1797.00 |
-32.00 |
67 |
1,210 |
+0 |
Total Volume and Open Interest |
12,093 |
153,983 |
-2,287 |
London Sugar(LCE) |
Dec07 |
070926 |
281.50 |
281.70 |
278.20 |
278.50 |
-3.10 |
2,768 |
39,062 |
+599 |
Mar08 |
070926 |
287.80 |
288.00 |
285.40 |
285.50 |
-3.30 |
673 |
21,348 |
+142 |
May08 |
070926 |
291.90 |
291.90 |
289.10 |
289.50 |
-2.60 |
189 |
7,299 |
+340 |
Aug08 |
070926 |
291.00 |
291.00 |
289.50 |
290.50 |
-1.60 |
12 |
5,873 |
+11 |
Oct08 |
070926 |
294.60 |
297.00 |
294.60 |
295.50 |
-2.10 |
92 |
4,533 |
-101 |
Total Volume and Open Interest |
3,896 |
80,907 |
+1,341 |
Cotton(ICE) |
Oct07 |
070926 |
62.68 |
63.13 |
62.65 |
63.13 |
+0.05 |
64 |
493 |
-34 |
Dec07 |
070926 |
65.65 |
65.95 |
65.25 |
65.95 |
-0.13 |
17,817 |
144,102 |
+1,158 |
Mar08 |
070926 |
68.70 |
69.10 |
68.40 |
69.02 |
-0.13 |
4,403 |
50,423 |
+791 |
May08 |
070926 |
69.85 |
70.20 |
69.85 |
70.12 |
-0.13 |
721 |
5,528 |
+70 |
Jul08 |
070926 |
71.00 |
71.20 |
70.80 |
71.20 |
-0.10 |
424 |
6,710 |
+34 |
Oct08 |
070926 |
72.12 |
72.12 |
72.12 |
72.12 |
-0.05 |
0 |
264 |
+0 |
Total Volume and Open Interest |
24,842 |
226,842 |
+1,676 |
Lumber(CME) |
Nov07 |
070926 |
247.9 |
249.5 |
241.3 |
241.6 |
-5.9 |
1,080 |
5,977 |
+270 |
Jan08 |
070926 |
268.4 |
268.4 |
262.5 |
264.1 |
-4.4 |
167 |
955 |
+91 |
Mar08 |
070926 |
288.0 |
288.0 |
279.7 |
283.4 |
-6.3 |
49 |
340 |
+18 |
May08 |
070926 |
280.8 |
280.8 |
280.8 |
280.8 |
-4.6 |
4 |
51 |
+1 |
Total Volume and Open Interest |
1,300 |
7,327 |
+380 |
Crude Oil(NYM) |
Nov07 |
070926 |
80.30 |
80.75 |
78.45 |
80.30 |
+0.77 |
249,620 |
355,685 |
-3,581 |
Dec07 |
070926 |
79.20 |
79.43 |
77.35 |
78.86 |
+0.25 |
122,032 |
219,550 |
-684 |
Jan08 |
070926 |
77.55 |
77.96 |
76.70 |
77.96 |
-0.06 |
44,946 |
83,194 |
+222 |
Feb08 |
070926 |
76.90 |
77.40 |
76.90 |
77.37 |
-0.19 |
20,949 |
41,931 |
+583 |
Mar08 |
070926 |
75.95 |
76.93 |
75.95 |
76.93 |
-0.26 |
10,318 |
44,959 |
-348 |
Apr08 |
070926 |
76.57 |
76.57 |
76.57 |
76.57 |
-0.31 |
4,980 |
44,283 |
+155 |
May08 |
070926 |
76.24 |
76.24 |
76.24 |
76.24 |
-0.36 |
2,204 |
45,882 |
+562 |
Jun08 |
070926 |
76.60 |
76.60 |
75.39 |
75.94 |
-0.40 |
7,807 |
53,620 |
+2,407 |
Jul08 |
070926 |
75.66 |
75.66 |
75.66 |
75.66 |
-0.44 |
910 |
16,575 |
+13 |
Aug08 |
070926 |
75.41 |
75.41 |
75.41 |
75.41 |
-0.48 |
841 |
10,720 |
-146 |
Sep08 |
070926 |
75.18 |
75.18 |
75.18 |
75.18 |
-0.51 |
642 |
36,186 |
+470 |
Oct08 |
070926 |
74.96 |
74.96 |
74.96 |
74.96 |
-0.54 |
5 |
21,816 |
+2 |
Nov08 |
070926 |
74.75 |
74.75 |
74.75 |
74.75 |
-0.56 |
16 |
14,981 |
+2 |
Dec08 |
070926 |
75.20 |
75.20 |
73.85 |
74.54 |
-0.58 |
14,742 |
154,714 |
-924 |
Jan09 |
070926 |
74.34 |
74.34 |
74.34 |
74.34 |
-0.60 |
180 |
22,500 |
+0 |
Feb09 |
070926 |
74.17 |
74.17 |
74.17 |
74.17 |
-0.61 |
15 |
15,385 |
+0 |
Total Volume and Open Interest |
486,664 |
1,409,632 |
+965 |
e-miNY Crude Oil(NYM) |
Sep07 |
070820 |
71.950 |
71.950 |
70.075 |
71.125 |
-0.850 |
20,903 |
6,867 |
+436 |
Oct07 |
070919 |
82.200 |
82.525 |
80.875 |
81.925 |
+0.425 |
11,489 |
7,614 |
-137 |
Nov07 |
070926 |
79.400 |
80.825 |
78.450 |
80.300 |
+0.775 |
12,857 |
7,091 |
+515 |
Dec07 |
070926 |
78.675 |
79.450 |
77.350 |
78.850 |
+0.250 |
319 |
442 |
-34 |
Jan08 |
070926 |
77.900 |
78.000 |
76.750 |
77.950 |
-0.075 |
17 |
17 |
+12 |
Feb08 |
070926 |
77.700 |
77.700 |
77.350 |
77.375 |
-0.175 |
0 |
6 |
+0 |
Mar08 |
070926 |
76.925 |
76.925 |
76.925 |
76.925 |
-0.275 |
0 |
3 |
+0 |
Apr08 |
070926 |
76.575 |
76.575 |
76.575 |
76.575 |
-0.300 |
0 |
3 |
+0 |
May08 |
070926 |
76.250 |
76.250 |
76.250 |
76.250 |
-0.350 |
|
|
|
Jun08 |
070926 |
75.950 |
75.950 |
75.950 |
75.950 |
-0.400 |
0 |
3 |
+0 |
Total Volume and Open Interest |
13,198 |
7,668 |
+488 |
Heating Oil(NYM) |
Oct07 |
070926 |
219.50 |
220.50 |
215.85 |
218.26 |
+0.13 |
29,516 |
17,826 |
-8,334 |
Nov07 |
070926 |
222.30 |
223.20 |
217.25 |
220.29 |
-0.39 |
41,369 |
91,713 |
+2,244 |
Dec07 |
070926 |
223.60 |
224.00 |
221.89 |
221.89 |
-0.44 |
14,497 |
51,765 |
+990 |
Jan08 |
070926 |
222.50 |
223.04 |
222.50 |
223.04 |
-0.44 |
6,400 |
27,920 |
+1,429 |
Feb08 |
070926 |
222.34 |
222.34 |
222.34 |
222.34 |
-0.54 |
2,342 |
15,209 |
-305 |
Mar08 |
070926 |
219.74 |
219.74 |
219.74 |
219.74 |
-0.59 |
1,950 |
7,615 |
-99 |
Apr08 |
070926 |
215.89 |
215.89 |
215.89 |
215.89 |
-0.64 |
740 |
7,360 |
+127 |
May08 |
070926 |
212.09 |
212.09 |
212.09 |
212.09 |
-0.69 |
1,011 |
2,997 |
-124 |
Jun08 |
070926 |
209.84 |
209.84 |
209.84 |
209.84 |
-0.79 |
1,747 |
11,740 |
+312 |
Jul08 |
070926 |
209.34 |
209.34 |
209.34 |
209.34 |
-0.89 |
25 |
1,557 |
-13 |
Aug08 |
070926 |
209.69 |
209.69 |
209.69 |
209.69 |
-0.94 |
32 |
726 |
-15 |
Sep08 |
070926 |
210.89 |
210.89 |
210.89 |
210.89 |
-0.99 |
80 |
838 |
+60 |
Total Volume and Open Interest |
100,049 |
241,699 |
-3,673 |
Gasoline(NYMEX) |
Oct07 |
070926 |
203.80 |
206.70 |
198.75 |
202.74 |
-1.05 |
36,656 |
29,209 |
-6,322 |
Nov07 |
070926 |
201.73 |
204.81 |
197.26 |
201.45 |
-0.79 |
39,279 |
81,711 |
+3,344 |
Dec07 |
070926 |
201.93 |
204.00 |
196.90 |
200.90 |
-0.84 |
13,411 |
27,516 |
+528 |
Jan08 |
070926 |
203.10 |
204.81 |
198.38 |
202.30 |
-0.69 |
3,453 |
17,774 |
-136 |
Feb08 |
070926 |
205.01 |
206.41 |
200.50 |
204.15 |
-0.59 |
2,276 |
8,497 |
+97 |
Mar08 |
070926 |
207.07 |
208.10 |
202.02 |
205.80 |
-0.59 |
1,811 |
9,385 |
-138 |
Apr08 |
070926 |
219.36 |
220.38 |
214.69 |
218.45 |
-0.24 |
1,202 |
8,391 |
-107 |
May08 |
070926 |
221.05 |
221.25 |
217.12 |
219.45 |
-0.09 |
676 |
4,195 |
+292 |
Jun08 |
070926 |
218.69 |
219.32 |
217.00 |
219.20 |
-0.09 |
328 |
5,008 |
-10 |
Jul08 |
070926 |
219.15 |
219.15 |
217.00 |
217.70 |
-0.09 |
214 |
1,795 |
+44 |
Total Volume and Open Interest |
99,591 |
199,740 |
-2,354 |
e-miNY RBOB Gasoline(NYM) |
Oct07 |
070926 |
202.00 |
202.74 |
202.00 |
202.74 |
-1.05 |
0 |
1 |
+0 |
Nov07 |
070926 |
201.45 |
201.45 |
201.45 |
201.45 |
-0.79 |
3 |
3 |
+3 |
Dec07 |
070926 |
200.90 |
200.90 |
200.90 |
200.90 |
-0.84 |
0 |
1 |
+0 |
Jan08 |
070926 |
202.30 |
202.30 |
202.30 |
202.30 |
-0.69 |
|
|
|
Total Volume and Open Interest |
3 |
5 |
+3 |
Natural Gas(NYM) |
Oct07 |
070926 |
6.360 |
6.474 |
6.253 |
6.423 |
+0.063 |
63,532 |
30,650 |
-11,043 |
Nov07 |
070926 |
7.099 |
7.142 |
6.943 |
7.046 |
-0.041 |
30,859 |
131,870 |
+512 |
Dec07 |
070926 |
7.790 |
7.835 |
7.659 |
7.746 |
-0.041 |
9,706 |
53,544 |
-916 |
Jan08 |
070926 |
8.130 |
8.176 |
8.008 |
8.096 |
-0.043 |
7,293 |
53,180 |
+1,344 |
Feb08 |
070926 |
8.155 |
8.202 |
8.065 |
8.126 |
-0.041 |
3,828 |
34,780 |
-447 |
Mar08 |
070926 |
7.983 |
8.020 |
7.874 |
7.951 |
-0.038 |
4,149 |
46,344 |
-934 |
Apr08 |
070926 |
7.600 |
7.643 |
7.520 |
7.571 |
-0.028 |
898 |
36,265 |
+134 |
May08 |
070926 |
7.620 |
7.659 |
7.530 |
7.593 |
-0.026 |
164 |
28,240 |
-6 |
Jun08 |
070926 |
7.690 |
7.739 |
7.618 |
7.663 |
-0.026 |
92 |
17,143 |
-4 |
Jul08 |
070926 |
7.770 |
7.799 |
7.689 |
7.743 |
-0.026 |
80 |
13,194 |
+17 |
Aug08 |
070926 |
7.830 |
7.886 |
7.754 |
7.803 |
-0.028 |
59 |
11,919 |
+7 |
Sep08 |
070926 |
7.855 |
7.880 |
7.800 |
7.826 |
-0.028 |
579 |
9,272 |
+502 |
Oct08 |
070926 |
7.940 |
7.977 |
7.850 |
7.906 |
-0.031 |
171 |
30,962 |
+30 |
Nov08 |
070926 |
8.380 |
8.380 |
8.280 |
8.319 |
-0.038 |
9 |
17,361 |
+1 |
Dec08 |
070926 |
8.750 |
8.780 |
8.713 |
8.726 |
-0.043 |
27 |
14,272 |
-4 |
Jan09 |
070926 |
9.000 |
9.040 |
8.960 |
8.981 |
-0.046 |
89 |
32,147 |
+36 |
Total Volume and Open Interest |
121,602 |
771,826 |
-10,762 |
Brent Crude Oil(ICE) |
Nov07 |
070926 |
77.70 |
78.29 |
76.36 |
77.43 |
-0.19 |
84,084 |
155,843 |
-4,115 |
Dec07 |
070926 |
77.81 |
78.25 |
76.25 |
77.34 |
-0.38 |
68,145 |
175,053 |
+4,132 |
Jan08 |
070926 |
77.85 |
78.15 |
76.11 |
77.22 |
-0.50 |
25,680 |
52,360 |
+4,888 |
Feb08 |
070926 |
77.56 |
77.92 |
75.90 |
77.00 |
-0.55 |
6,598 |
27,286 |
+684 |
Mar08 |
070926 |
77.28 |
77.55 |
75.79 |
76.78 |
-0.55 |
2,827 |
19,445 |
+610 |
Apr08 |
070926 |
77.07 |
77.20 |
75.60 |
76.57 |
-0.56 |
745 |
16,590 |
-72 |
May08 |
070926 |
77.04 |
77.09 |
75.30 |
76.37 |
-0.57 |
454 |
9,543 |
+116 |
Jun08 |
070926 |
76.80 |
76.85 |
75.20 |
76.16 |
-0.60 |
2,605 |
34,087 |
-713 |
Jul08 |
070926 |
75.98 |
75.98 |
75.98 |
75.98 |
-0.61 |
0 |
5,732 |
+0 |
Aug08 |
070926 |
75.80 |
75.80 |
75.80 |
75.80 |
-0.61 |
70 |
3,421 |
+0 |
Sep08 |
070926 |
75.60 |
75.60 |
75.60 |
75.60 |
-0.61 |
140 |
3,697 |
+0 |
Oct08 |
070926 |
75.40 |
75.40 |
75.40 |
75.40 |
-0.62 |
140 |
4,712 |
+70 |
Nov08 |
070926 |
75.19 |
75.19 |
75.19 |
75.19 |
-0.64 |
70 |
3,417 |
+0 |
Dec08 |
070926 |
75.57 |
75.86 |
74.10 |
74.98 |
-0.68 |
7,753 |
40,132 |
-273 |
Total Volume and Open Interest |
201,328 |
645,699 |
+5,142 |
Gas Oil(ICE) |
Oct07 |
070926 |
693.50 |
699.50 |
681.00 |
689.50 |
-6.25 |
38,797 |
82,991 |
-2,912 |
Nov07 |
070926 |
693.50 |
698.25 |
679.50 |
688.00 |
-6.75 |
34,056 |
83,865 |
-3,604 |
Dec07 |
070926 |
691.50 |
696.25 |
678.00 |
686.50 |
-6.50 |
15,183 |
54,463 |
+3,454 |
Jan08 |
070926 |
693.00 |
697.75 |
680.50 |
688.00 |
-6.25 |
6,588 |
34,775 |
-480 |
Feb08 |
070926 |
689.75 |
693.25 |
676.50 |
683.75 |
-6.50 |
2,653 |
18,468 |
+966 |
Mar08 |
070926 |
682.50 |
682.50 |
670.75 |
677.75 |
-6.75 |
1,870 |
10,760 |
-69 |
Apr08 |
070926 |
674.75 |
674.75 |
670.00 |
670.00 |
-7.00 |
3,029 |
7,208 |
+1,297 |
May08 |
070926 |
667.50 |
667.50 |
662.75 |
662.75 |
-7.00 |
1,464 |
9,090 |
+1,245 |
Jun08 |
070926 |
663.25 |
663.25 |
658.50 |
658.50 |
-7.25 |
846 |
32,794 |
-792 |
Jul08 |
070926 |
658.50 |
665.75 |
658.50 |
665.75 |
unch |
79 |
4,603 |
+54 |
Total Volume and Open Interest |
105,404 |
370,513 |
-934 |
Ethanol(CBOT) |
Sep07 |
070905 |
1.650 |
1.650 |
1.650 |
1.650 |
-0.013 |
0 |
66 |
-16 |
Oct07 |
070926 |
1.520 |
1.520 |
1.510 |
1.515 |
-0.025 |
0 |
108 |
-9 |
Nov07 |
070926 |
1.530 |
1.530 |
1.500 |
1.500 |
-0.060 |
0 |
82 |
+1 |
Dec07 |
070926 |
1.530 |
1.540 |
1.530 |
1.539 |
-0.011 |
0 |
151 |
+0 |
Jan08 |
070926 |
1.530 |
1.539 |
1.530 |
1.539 |
-0.011 |
0 |
149 |
+0 |
Feb08 |
070926 |
1.510 |
1.510 |
1.510 |
1.510 |
-0.040 |
0 |
126 |
+0 |
Mar08 |
070926 |
1.530 |
1.530 |
1.530 |
1.530 |
-0.020 |
0 |
157 |
+0 |
Apr08 |
070926 |
1.530 |
1.530 |
1.530 |
1.530 |
-0.020 |
0 |
63 |
+0 |
Total Volume and Open Interest |
10 |
1,343 |
-8 |
US Dollar Index(ICE) |
Dec07 |
070926 |
78.260 |
78.520 |
78.260 |
78.400 |
+0.205 |
4,637 |
37,585 |
+1,586 |
Mar08 |
070926 |
78.190 |
78.330 |
78.190 |
78.330 |
+0.205 |
2 |
2,765 |
+0 |
Jun08 |
070926 |
78.160 |
78.300 |
78.160 |
78.300 |
+0.205 |
5 |
431 |
+5 |
Total Volume and Open Interest |
4,644 |
40,781 |
+1,591 |
Australian Dollar(CME) |
Dec07 |
070926 |
87.05 |
87.22 |
87.05 |
87.22 |
+0.26 |
2,961 |
73,533 |
+5,498 |
Mar08 |
070926 |
86.78 |
86.78 |
86.78 |
86.78 |
+0.26 |
0 |
193 |
+9 |
Jun08 |
070926 |
86.27 |
86.27 |
86.27 |
86.27 |
+0.26 |
0 |
285 |
+0 |
Total Volume and Open Interest |
2,961 |
74,017 |
+5,507 |
British Pound(CME) |
Dec07 |
070926 |
201.20 |
201.43 |
201.10 |
201.15 |
-0.21 |
1,062 |
84,830 |
-917 |
Mar08 |
070926 |
200.57 |
200.57 |
200.57 |
200.57 |
-0.20 |
0 |
268 |
+2 |
Jun08 |
070926 |
199.98 |
199.98 |
199.98 |
199.98 |
-0.20 |
0 |
16 |
+1 |
Total Volume and Open Interest |
1,062 |
85,124 |
-914 |
Canadian Dollar(CME) |
Dec07 |
070926 |
99.51 |
99.67 |
99.36 |
99.54 |
-0.42 |
4,585 |
123,782 |
+7,366 |
Mar08 |
070926 |
99.57 |
99.67 |
99.57 |
99.58 |
-0.42 |
0 |
1,655 |
+8 |
Jun08 |
070926 |
99.60 |
99.61 |
99.60 |
99.61 |
-0.42 |
0 |
674 |
+8 |
Sep08 |
070926 |
99.61 |
99.62 |
99.61 |
99.62 |
-0.42 |
1 |
349 |
+7 |
Total Volume and Open Interest |
4,636 |
126,605 |
+7,441 |
Japanese Yen(CME) |
Dec07 |
070926 |
87.49 |
87.60 |
87.23 |
87.46 |
-0.71 |
6,922 |
154,036 |
+5,914 |
Mar08 |
070926 |
88.32 |
88.32 |
88.32 |
88.32 |
-0.71 |
0 |
1,005 |
+96 |
Jun08 |
070926 |
89.10 |
89.10 |
89.10 |
89.10 |
-0.71 |
0 |
16,334 |
+0 |
Total Volume and Open Interest |
6,922 |
171,770 |
+6,005 |
Swiss Franc(CME) |
Dec07 |
070926 |
85.96 |
85.99 |
85.85 |
85.99 |
-0.28 |
1,851 |
70,472 |
+1,863 |
Mar08 |
070926 |
86.44 |
86.44 |
86.44 |
86.44 |
-0.28 |
0 |
103 |
+55 |
Jun08 |
070926 |
86.83 |
86.83 |
86.83 |
86.83 |
-0.28 |
0 |
2 |
+0 |
Total Volume and Open Interest |
1,851 |
70,582 |
+1,918 |
EuroFX(CME) |
Dec07 |
070926 |
141.50 |
141.58 |
141.39 |
141.55 |
-0.09 |
4,563 |
208,293 |
+6,946 |
Mar08 |
070926 |
141.65 |
141.65 |
141.65 |
141.65 |
-0.10 |
0 |
1,155 |
+37 |
Jun08 |
070926 |
141.71 |
141.71 |
141.71 |
141.71 |
-0.12 |
0 |
138 |
+1 |
Total Volume and Open Interest |
4,563 |
209,652 |
+6,986 |
Mexican Peso(CME) |
Oct07 |
070926 |
913.5 |
913.5 |
913.5 |
913.5 |
+0.2 |
0 |
69 |
+0 |
Nov07 |
070926 |
911.5 |
911.5 |
911.5 |
911.5 |
+0.2 |
0 |
86 |
+0 |
Total Volume and Open Interest |
2,943 |
75,151 |
+1,684 |
30-Year T-Bonds(CBOT) |
Dec07 |
070926 |
110~210 |
110~290 |
110~060 |
110~230 |
-0~030 |
286,320 |
877,119 |
-392 |
Mar08 |
070926 |
110~090 |
110~180 |
110~090 |
110~180 |
-0~040 |
53 |
1,596 |
+21 |
Jun08 |
070926 |
110~040 |
110~140 |
110~040 |
110~140 |
-0~040 |
0 |
199 |
+0 |
Total Volume and Open Interest |
286,373 |
878,935 |
-371 |
10-Year T-Notes(CBOT) |
Dec07 |
070926 |
108~315 |
109~045 |
108~225 |
109~015 |
unch |
1,050,367 |
2,177,026 |
-8,438 |
Mar08 |
070926 |
108~210 |
108~210 |
108~090 |
108~180 |
unch |
13,343 |
64,622 |
+11,268 |
Jun08 |
070926 |
108~115 |
108~115 |
108~115 |
108~115 |
unch |
0 |
14 |
+0 |
Total Volume and Open Interest |
1,063,710 |
2,241,662 |
+2,830 |
5-Year T-Notes(CBOT) |
Dec07 |
070926 |
106~100 |
106~118 |
106~082 |
106~110 |
+0~002 |
481,404 |
0 |
-1,539,911 |
Mar08 |
070926 |
106~110 |
106~110 |
106~110 |
106~110 |
+0~002 |
|
|
|
Jun08 |
070926 |
106~110 |
106~110 |
106~110 |
106~110 |
+0~002 |
|
|
|
Total Volume and Open Interest |
483,276 |
|
|
2 Year T-Notes(CBOT) |
Dec07 |
070926 |
103~052 |
103~064 |
103~048 |
103~061 |
+0~001 |
4,860 |
913,084 |
+13,725 |
Total Volume and Open Interest |
4,860 |
922,674 |
+9,762 |
Eurodollars(CME) |
Dec07 |
070926 |
95.155 |
95.175 |
95.145 |
95.170 |
+0.040 |
23,349 |
1,568,781 |
-2,330 |
Mar08 |
070926 |
95.510 |
95.530 |
95.475 |
95.515 |
+0.020 |
11,537 |
1,575,727 |
+6,234 |
Jun08 |
070926 |
95.605 |
95.655 |
95.570 |
95.635 |
+0.025 |
8,528 |
1,365,577 |
+1,459 |
Sep08 |
070926 |
95.640 |
95.695 |
95.605 |
95.685 |
+0.035 |
7,014 |
1,193,676 |
-646 |
Dec08 |
070926 |
95.610 |
95.670 |
95.590 |
95.660 |
+0.035 |
24,791 |
1,227,802 |
+26,928 |
Mar09 |
070926 |
95.525 |
95.590 |
95.495 |
95.580 |
+0.035 |
8,697 |
735,384 |
+6,937 |
Jun09 |
070926 |
95.415 |
95.475 |
95.390 |
95.465 |
+0.035 |
7,165 |
507,146 |
+5,491 |
Sep09 |
070926 |
95.310 |
95.365 |
95.290 |
95.360 |
+0.035 |
4,708 |
374,581 |
+6,388 |
Dec09 |
070926 |
95.215 |
95.265 |
95.185 |
95.255 |
+0.030 |
11,165 |
260,116 |
+4,916 |
Mar10 |
070926 |
95.145 |
95.185 |
95.115 |
95.175 |
+0.025 |
2,567 |
179,409 |
+1,089 |
Jun10 |
070926 |
95.070 |
95.105 |
95.045 |
95.090 |
+0.020 |
3,823 |
138,439 |
-739 |
Sep10 |
070926 |
94.975 |
95.020 |
94.960 |
95.015 |
+0.020 |
2,425 |
118,887 |
+400 |
Dec10 |
070926 |
94.910 |
94.935 |
94.885 |
94.935 |
+0.015 |
5,106 |
104,748 |
-970 |
Mar11 |
070926 |
94.855 |
94.875 |
94.835 |
94.875 |
+0.010 |
3,855 |
92,019 |
-1,011 |
Jun11 |
070926 |
94.795 |
94.810 |
94.770 |
94.810 |
+0.010 |
3,070 |
86,871 |
+1,242 |
Sep11 |
070926 |
94.730 |
94.745 |
94.710 |
94.745 |
+0.005 |
2,737 |
77,717 |
-43 |
Dec11 |
070926 |
94.670 |
94.680 |
94.650 |
94.680 |
unch |
4,092 |
56,425 |
+1,235 |
Mar12 |
070926 |
94.630 |
94.635 |
94.605 |
94.630 |
-0.005 |
622 |
42,650 |
+114 |
Total Volume and Open Interest |
139,136 |
10,097,278 |
+59,416 |
30 Day Federal Funds(CBOT) |
Sep07 |
070926 |
95.055 |
95.055 |
95.055 |
95.055 |
-0.005 |
3 |
89,291 |
-830 |
Oct07 |
070926 |
95.280 |
95.280 |
95.275 |
95.280 |
unch |
19 |
76,225 |
+1,873 |
Nov07 |
070926 |
95.465 |
95.470 |
95.455 |
95.465 |
-0.005 |
63 |
92,884 |
+2,443 |
Dec07 |
070926 |
95.600 |
95.600 |
95.590 |
95.595 |
-0.020 |
23 |
60,398 |
-259 |
Jan08 |
070926 |
95.655 |
95.655 |
95.655 |
95.655 |
-0.025 |
365 |
38,831 |
+1,589 |
Feb08 |
070926 |
95.750 |
95.750 |
95.750 |
95.750 |
-0.025 |
40 |
20,946 |
-258 |
Total Volume and Open Interest |
554 |
386,974 |
+4,544 |
30 Day Fed Funds(e-CBOT) |
Sep07 |
070926 |
95.055 |
95.060 |
95.050 |
95.055 |
-0.005 |
3,840 |
0 |
+0 |
Oct07 |
070926 |
95.280 |
95.285 |
95.275 |
95.275 |
-0.005 |
12,840 |
0 |
+0 |
Nov07 |
070926 |
95.475 |
95.480 |
95.450 |
95.460 |
-0.010 |
19,443 |
0 |
+0 |
Dec07 |
070926 |
95.610 |
95.625 |
95.575 |
95.590 |
-0.020 |
11,392 |
0 |
+0 |
Jan08 |
070926 |
95.675 |
95.695 |
95.645 |
95.650 |
-0.025 |
7,588 |
0 |
+0 |
Feb08 |
070926 |
95.770 |
95.785 |
95.740 |
95.740 |
-0.030 |
2,070 |
0 |
+0 |
Total Volume and Open Interest |
59,045 |
|
|
3-Mth Euro-Yen(CME) |
Dec07 |
070926 |
99.15 |
99.15 |
99.15 |
99.15 |
-0.01 |
866 |
17,890 |
+2,171 |
Mar08 |
070926 |
99.11 |
99.11 |
99.11 |
99.11 |
-0.01 |
217 |
6,258 |
-17 |
Jun08 |
070926 |
99.07 |
99.07 |
99.07 |
99.07 |
-0.01 |
232 |
3,731 |
-619 |
Sep08 |
070926 |
99.00 |
99.00 |
99.00 |
99.00 |
-0.02 |
98 |
3,482 |
+98 |
Dec08 |
070926 |
98.91 |
98.91 |
98.91 |
98.91 |
-0.02 |
200 |
1,959 |
+200 |
Mar09 |
070926 |
98.83 |
98.83 |
98.83 |
98.83 |
-0.02 |
0 |
207 |
+0 |
Jun09 |
070926 |
98.76 |
98.76 |
98.76 |
98.76 |
-0.01 |
0 |
100 |
-50 |
Sep09 |
070926 |
98.67 |
98.67 |
98.67 |
98.67 |
-0.02 |
|
|
|
Dec09 |
070926 |
98.60 |
98.60 |
98.60 |
98.60 |
unch |
|
|
|
Mar10 |
070926 |
98.48 |
98.48 |
98.48 |
98.48 |
-0.01 |
|
|
|
Total Volume and Open Interest |
1,613 |
33,627 |
+1,783 |
3-Mth Euro-Yen(SGX) |
Dec07 |
070926 |
99.16 |
99.16 |
99.15 |
99.15 |
-0.01 |
2,128 |
62,659 |
+959 |
Mar08 |
070926 |
99.12 |
99.12 |
99.11 |
99.11 |
-0.01 |
1,104 |
42,644 |
+347 |
Jun08 |
070926 |
99.08 |
99.08 |
99.07 |
99.07 |
-0.01 |
639 |
17,003 |
+146 |
Sep08 |
070926 |
99.00 |
99.01 |
99.00 |
99.00 |
-0.01 |
182 |
18,164 |
-78 |
Dec08 |
070926 |
98.92 |
98.93 |
98.92 |
98.92 |
0.00 |
103 |
9,069 |
-50 |
Mar09 |
070926 |
98.83 |
98.83 |
98.83 |
98.83 |
0.00 |
73 |
4,798 |
-145 |
Jun09 |
070926 |
98.76 |
98.76 |
98.76 |
98.76 |
0.00 |
112 |
1,280 |
+112 |
Sep09 |
070926 |
98.68 |
98.68 |
98.68 |
98.68 |
0.00 |
0 |
200 |
+0 |
Total Volume and Open Interest |
4,341 |
158,267 |
+1,291 |
Japanese Gov't Bonds(SGX) |
Dec07 |
070921 |
134.96 |
134.96 |
134.45 |
134.80 |
-0.54 |
2,671 |
43,249 |
+625 |
Mar08 |
070926 |
134.79 |
134.79 |
134.79 |
134.79 |
+0.06 |
|
|
|
Jun08 |
070926 |
134.79 |
134.79 |
134.79 |
134.79 |
+0.06 |
|
|
|
Total Volume and Open Interest |
9,352 |
41,356 |
-1,025 |
Euro-Bund(EUREX) |
Dec07 |
070926 |
112.54 |
112.61 |
112.14 |
112.22 |
-0.49 |
926,188 |
1,292,327 |
-12,900 |
Mar08 |
070926 |
113.00 |
113.00 |
112.62 |
112.62 |
-0.48 |
51 |
481 |
+48 |
Jun08 |
070926 |
112.72 |
112.72 |
112.72 |
112.72 |
-0.49 |
|
|
|
Total Volume and Open Interest |
926,239 |
1,292,808 |
-12,852 |
Euro-Bobl(EUREX) |
Dec07 |
070926 |
107.62 |
107.67 |
107.36 |
107.40 |
-0.31 |
409,097 |
1,015,928 |
+4,765 |
Mar08 |
070926 |
107.48 |
107.48 |
107.48 |
107.48 |
-0.31 |
|
|
|
Jun08 |
070926 |
107.86 |
107.86 |
107.86 |
107.86 |
-0.31 |
|
|
|
Total Volume and Open Interest |
409,097 |
1,015,928 |
+4,765 |
3-Mth Euribor(EUREX) |
Sep07 |
070914 |
95.300 |
95.300 |
95.290 |
95.295 |
-0.015 |
1,832 |
29,263 |
+347 |
Dec07 |
070926 |
95.405 |
95.410 |
95.390 |
95.395 |
-0.020 |
1,109 |
25,150 |
+773 |
Mar08 |
070926 |
95.695 |
95.700 |
95.660 |
95.660 |
-0.045 |
294 |
11,288 |
-96 |
Total Volume and Open Interest |
1,491 |
49,381 |
+733 |
Long Gilt(LIFFE) |
Sep07 |
070926 |
106~21 |
106~25 |
106~20 |
106~23 |
-0~04 |
2,985 |
24,095 |
-2,689 |
Dec07 |
070926 |
106~21 |
106~26 |
106~14 |
106~18 |
-0~10 |
75,755 |
305,286 |
-1,794 |
Total Volume and Open Interest |
78,740 |
329,381 |
-4,483 |
3-Mth Short Sterling(LIFFE) |
Dec07 |
070926 |
93.82 |
93.92 |
93.79 |
93.84 |
+0.02 |
112,300 |
562,705 |
+13,779 |
Mar08 |
070926 |
94.25 |
94.30 |
94.23 |
94.25 |
+0.01 |
72,861 |
524,241 |
-3,770 |
Jun08 |
070926 |
94.45 |
94.47 |
94.40 |
94.42 |
unch |
42,850 |
470,257 |
-1,396 |
Sep08 |
070926 |
94.49 |
94.53 |
94.45 |
94.47 |
-0.01 |
37,317 |
332,357 |
-1,955 |
Dec08 |
070926 |
94.52 |
94.54 |
94.46 |
94.49 |
unch |
33,615 |
271,101 |
+275 |
Mar09 |
070926 |
94.48 |
94.54 |
94.46 |
94.49 |
unch |
21,667 |
213,399 |
+4,573 |
Total Volume and Open Interest |
347,255 |
2,629,372 |
+15,795 |
3-Mth Euribor(LIFFE) |
Dec07 |
070926 |
95.415 |
95.420 |
95.390 |
95.395 |
-0.015 |
167,513 |
857,763 |
-27,149 |
Mar08 |
070926 |
95.700 |
95.715 |
95.650 |
95.655 |
-0.050 |
119,381 |
631,881 |
-13,973 |
Jun08 |
070926 |
95.795 |
95.795 |
95.710 |
95.715 |
-0.070 |
112,944 |
460,747 |
-6,419 |
Total Volume and Open Interest |
646,524 |
3,519,511 |
-47,128 |
3-Mth Aus T-Bills(SFE) |
Dec07 |
070926 |
93.04 |
93.06 |
93.03 |
93.05 |
-0.01 |
13,817 |
379,902 |
-4,752 |
Mar08 |
070926 |
93.03 |
93.05 |
93.01 |
93.03 |
-0.01 |
9,344 |
197,484 |
-358 |
Jun08 |
070926 |
93.04 |
93.07 |
93.03 |
93.05 |
+0.01 |
4,799 |
108,656 |
-2,511 |
Sep08 |
070926 |
93.05 |
93.08 |
93.04 |
93.07 |
+0.02 |
3,574 |
63,977 |
+1,040 |
Dec08 |
070926 |
93.06 |
93.09 |
93.06 |
93.08 |
+0.02 |
837 |
41,320 |
-115 |
Mar09 |
070926 |
93.07 |
93.09 |
93.07 |
93.08 |
+0.02 |
1,273 |
34,346 |
+821 |
Jun09 |
070926 |
93.07 |
93.08 |
93.06 |
93.07 |
+0.02 |
985 |
22,244 |
+421 |
Sep09 |
070926 |
93.07 |
93.07 |
93.05 |
93.06 |
+0.02 |
36 |
4,397 |
+2 |
Dec09 |
070926 |
93.05 |
93.05 |
93.05 |
93.05 |
+0.02 |
0 |
619 |
+0 |
Mar10 |
070926 |
93.04 |
93.04 |
93.04 |
93.04 |
+0.02 |
0 |
171 |
+0 |
Total Volume and Open Interest |
34,665 |
853,130 |
-5,452 |
10-Year Aus T-Bonds(SFE) |
Dec07 |
070926 |
93.83 |
93.87 |
93.80 |
93.83 |
+0.01 |
64,520 |
438,101 |
+10,484 |
Mar08 |
070926 |
93.83 |
93.83 |
93.83 |
93.83 |
+0.01 |
|
|
|
Total Volume and Open Interest |
49,343 |
438,101 |
+10,484 |
3-Year Aus T-Bonds(SFE) |
Dec07 |
070926 |
93.59 |
93.62 |
93.57 |
93.61 |
+0.02 |
101,616 |
528,859 |
-32,251 |
Mar08 |
070926 |
93.61 |
93.61 |
93.61 |
93.61 |
+0.02 |
|
|
|
Total Volume and Open Interest |
101,616 |
528,859 |
-32,251 |
Gold(CMX) |
Oct07 |
070926 |
732.5 |
736.3 |
726.5 |
728.6 |
-3.4 |
5,013 |
25,050 |
+562 |
Dec07 |
070926 |
738.5 |
744.2 |
733.4 |
735.5 |
-3.3 |
80,781 |
273,131 |
+696 |
Feb08 |
070926 |
744.3 |
748.2 |
740.0 |
741.6 |
-3.4 |
2,858 |
21,674 |
+1,789 |
Apr08 |
070926 |
751.6 |
751.7 |
747.4 |
747.4 |
-3.4 |
2,147 |
19,669 |
+1,057 |
Jun08 |
070926 |
757.2 |
761.3 |
752.3 |
753.1 |
-3.5 |
1,291 |
17,000 |
+743 |
Aug08 |
070926 |
758.6 |
758.6 |
758.5 |
758.6 |
-3.5 |
869 |
15,340 |
+671 |
Oct08 |
070926 |
764.2 |
764.2 |
764.2 |
764.2 |
-3.5 |
202 |
2,522 |
+151 |
Dec08 |
070926 |
772.8 |
777.0 |
769.3 |
769.7 |
-3.5 |
327 |
14,715 |
-232 |
Feb09 |
070926 |
775.5 |
775.5 |
775.5 |
775.5 |
-3.5 |
250 |
12,839 |
+150 |
Apr09 |
070926 |
781.1 |
781.1 |
781.1 |
781.1 |
-3.5 |
0 |
1,700 |
+0 |
Jun09 |
070926 |
786.9 |
786.9 |
786.9 |
786.9 |
-3.5 |
50 |
11,381 |
+0 |
Total Volume and Open Interest |
93,965 |
427,545 |
+5,731 |
Silver(CMX) |
Sep07 |
070926 |
1340.0 |
1341.6 |
1340.0 |
1341.6 |
-6.6 |
70 |
269 |
-20 |
Dec07 |
070926 |
1361.0 |
1374.5 |
1346.5 |
1354.5 |
-7.5 |
23,975 |
78,856 |
+154 |
Mar08 |
070926 |
1379.0 |
1391.5 |
1364.0 |
1371.9 |
-7.5 |
951 |
10,159 |
+157 |
May08 |
070926 |
1380.5 |
1382.4 |
1380.0 |
1382.4 |
-7.7 |
132 |
5,369 |
+104 |
Jul08 |
070926 |
1395.5 |
1395.5 |
1390.0 |
1392.7 |
-7.9 |
89 |
5,008 |
+12 |
Sep08 |
070926 |
1409.0 |
1409.5 |
1402.8 |
1402.8 |
-7.8 |
7 |
1,169 |
+4 |
Dec08 |
070926 |
1424.0 |
1424.0 |
1412.0 |
1417.8 |
-7.8 |
327 |
6,088 |
+159 |
Total Volume and Open Interest |
25,803 |
116,182 |
+531 |
Platinum(NYMEX) |
Oct07 |
070926 |
1348.0 |
1355.0 |
1348.0 |
1351.5 |
+2.1 |
3,511 |
4,439 |
-1,694 |
Jan08 |
070926 |
1363.0 |
1363.0 |
1358.0 |
1360.5 |
+2.7 |
3,221 |
9,283 |
+1,921 |
Apr08 |
070926 |
1370.0 |
1370.0 |
1370.0 |
1370.0 |
+2.5 |
3 |
7 |
+3 |
Total Volume and Open Interest |
6,735 |
13,729 |
+230 |
Palladium(NYMEX) |
Dec07 |
070926 |
342.80 |
345.50 |
342.50 |
344.80 |
+1.85 |
789 |
12,803 |
-45 |
Mar08 |
070926 |
349.60 |
349.60 |
349.60 |
349.60 |
+1.85 |
0 |
880 |
+0 |
Jun08 |
070926 |
354.35 |
354.35 |
354.35 |
354.35 |
+1.85 |
42 |
1,310 |
+0 |
Total Volume and Open Interest |
850 |
15,799 |
-45 |
Copper(CMX) |
Sep07 |
070926 |
361.30 |
361.30 |
361.30 |
361.30 |
+0.15 |
506 |
517 |
-30 |
Dec07 |
070926 |
364.90 |
366.50 |
359.50 |
361.40 |
-1.50 |
9,297 |
55,114 |
-524 |
Mar08 |
070926 |
364.00 |
364.00 |
359.50 |
359.50 |
-1.50 |
1,405 |
9,361 |
+202 |
May08 |
070926 |
356.20 |
356.40 |
356.20 |
356.40 |
-1.55 |
692 |
2,066 |
+347 |
Jul08 |
070926 |
352.05 |
352.05 |
352.05 |
352.05 |
-1.55 |
53 |
652 |
+20 |
Total Volume and Open Interest |
12,778 |
77,528 |
+78 |
Aluminum(CMX) |
Sep07 |
070926 |
108.25 |
108.25 |
108.25 |
108.25 |
+0.75 |
|
|
|
Oct07 |
070926 |
109.00 |
109.00 |
109.00 |
109.00 |
+0.75 |
0 |
40 |
+0 |
Nov07 |
070926 |
109.75 |
109.75 |
109.75 |
109.75 |
+0.75 |
0 |
40 |
+0 |
Dec07 |
070926 |
110.50 |
110.50 |
110.50 |
110.50 |
+0.75 |
0 |
154 |
+0 |
Jan08 |
070926 |
110.50 |
110.50 |
110.50 |
110.50 |
+0.75 |
|
|
|
Feb08 |
070926 |
110.50 |
110.50 |
110.50 |
110.50 |
+0.75 |
|
|
|
Total Volume and Open Interest |
0 |
234 |
+0 |
DJIA Index(CBOT) |
Dec07 |
070926 |
13920 |
13999 |
13900 |
13958 |
+90 |
3,767 |
24,492 |
+1,081 |
Mar08 |
070926 |
14100 |
14100 |
14054 |
14054 |
+88 |
0 |
15 |
+0 |
Jun08 |
070926 |
14139 |
14139 |
14139 |
14139 |
+90 |
|
|
|
Total Volume and Open Interest |
3,767 |
24,507 |
+1,081 |
S & P 500(CME) |
Dec07 |
070926 |
1536.20 |
1541.60 |
1530.50 |
1536.20 |
+7.30 |
26,677 |
566,183 |
+2,265 |
Mar08 |
070926 |
1545.50 |
1546.90 |
1545.50 |
1546.90 |
+7.30 |
275 |
7,788 |
+150 |
Jun08 |
070926 |
1557.40 |
1557.40 |
1557.40 |
1557.40 |
+7.30 |
0 |
459 |
+0 |
Sep08 |
070926 |
1567.10 |
1567.10 |
1567.10 |
1567.10 |
+7.30 |
0 |
25 |
+0 |
Total Volume and Open Interest |
26,952 |
577,603 |
+2,415 |
S & P 500 E-Mini(Globex) |
Dec07 |
070926 |
1529.00 |
1541.75 |
1528.50 |
1536.25 |
+7.25 |
1,582,077 |
1,746,768 |
+15,239 |
Mar08 |
070926 |
1546.00 |
1552.00 |
1541.25 |
1547.00 |
+7.50 |
689 |
694 |
+625 |
Total Volume and Open Interest |
1,582,766 |
1,747,463 |
+15,864 |
NASDAQ 100(CME) |
Dec07 |
070926 |
2111.00 |
2118.00 |
2100.00 |
2109.50 |
+12.00 |
2,800 |
41,462 |
+780 |
Mar08 |
070926 |
2131.50 |
2131.50 |
2131.50 |
2131.50 |
+12.00 |
0 |
1 |
+0 |
Jun08 |
070926 |
2158.50 |
2158.50 |
2158.50 |
2158.50 |
+12.00 |
|
|
|
Total Volume and Open Interest |
2,800 |
41,463 |
+775 |
NASDAQ 100 E-Mini(Globex) |
Dec07 |
070926 |
2098.00 |
2117.80 |
2097.50 |
2109.50 |
+12.00 |
275,794 |
325,569 |
+14,369 |
Mar08 |
070926 |
2130.80 |
2138.80 |
2124.30 |
2131.50 |
+12.00 |
5 |
8 |
+3 |
Total Volume and Open Interest |
275,799 |
325,577 |
+14,372 |
S & P Midcap 400(CME) |
Dec07 |
070926 |
887.00 |
890.00 |
886.00 |
888.60 |
+5.40 |
402 |
5,860 |
+331 |
Mar08 |
070926 |
898.70 |
898.70 |
898.70 |
898.70 |
+5.40 |
|
|
|
Jun08 |
070926 |
908.40 |
908.40 |
908.40 |
908.40 |
+5.40 |
|
|
|
Total Volume and Open Interest |
402 |
5,860 |
+331 |
Russell 2000(CME) |
Dec07 |
070926 |
814.00 |
818.00 |
810.50 |
814.40 |
+6.10 |
880 |
30,573 |
-274 |
Mar08 |
070926 |
819.95 |
819.95 |
819.95 |
819.95 |
+6.10 |
0 |
22 |
+0 |
Jun08 |
070926 |
826.45 |
826.45 |
826.45 |
826.45 |
+6.10 |
|
|
|
Total Volume and Open Interest |
880 |
30,605 |
-274 |
Russell 2000 E-Mini(Globex) |
Sep07 |
070921 |
810.40 |
817.70 |
810.10 |
816.80 |
+6.00 |
74,372 |
201,142 |
-1,083 |
Dec07 |
070926 |
808.00 |
818.60 |
808.00 |
814.40 |
+6.10 |
191,541 |
573,541 |
-2,466 |
Mar08 |
070926 |
819.20 |
824.00 |
815.40 |
820.00 |
+6.10 |
110 |
106 |
+102 |
Total Volume and Open Interest |
191,651 |
573,647 |
-2,364 |
Nikkei 225(CME) |
Dec07 |
070926 |
16355 |
16505 |
16355 |
16495 |
+45 |
68,391 |
214,710 |
+6,006 |
Mar08 |
070926 |
16435 |
16525 |
16400 |
16485 |
+35 |
72 |
417 |
-7 |
Total Volume and Open Interest |
68,493 |
215,179 |
+5,999 |
Nikkei 225(SGX) |
Dec07 |
070926 |
16355 |
16505 |
16355 |
16495 |
+45 |
68,391 |
214,710 |
+6,006 |
Mar08 |
070926 |
16435 |
16525 |
16400 |
16485 |
+35 |
72 |
417 |
-7 |
Jun08 |
070926 |
16430 |
16430 |
16430 |
16430 |
+35 |
0 |
1 |
+0 |
Total Volume and Open Interest |
68,493 |
215,179 |
+5,999 |
CAC 40(EURONEXT) |
Oct07 |
070926 |
5682.0 |
5731.5 |
5675.0 |
5710.0 |
+50.5 |
111,214 |
356,174 |
+17,628 |
Nov07 |
070926 |
5699.5 |
5730.0 |
5698.0 |
5716.5 |
+51.0 |
36 |
712 |
-12 |
Dec07 |
070926 |
5713.0 |
5753.0 |
5703.5 |
5740.0 |
+51.5 |
602 |
39,279 |
-480 |
Total Volume and Open Interest |
111,852 |
396,940 |
+17,136 |
Hang Seng Index(HKFE) |
Sep07 |
070925 |
26478 |
26617 |
26270 |
26380 |
-115 |
65,813 |
125,847 |
-334 |
Oct07 |
070925 |
26525 |
26706 |
26367 |
26474 |
-111 |
17,497 |
21,154 |
+13,410 |
Total Volume and Open Interest |
85,188 |
157,142 |
+14,855 |
DAX(EUREX) |
Dec07 |
070926 |
7889.0 |
7907.0 |
7870.0 |
7883.5 |
+26.5 |
163,017 |
212,863 |
-920 |
Mar08 |
070926 |
7982.5 |
7991.0 |
7957.0 |
7969.0 |
+27.0 |
209 |
5,182 |
+35 |
Jun08 |
070926 |
8047.0 |
8057.5 |
8047.0 |
8055.0 |
+28.5 |
8 |
8 |
+3 |
Total Volume and Open Interest |
163,234 |
218,053 |
-882 |
FT-SE 100(EURONEXT) |
Dec07 |
070926 |
6498.00 |
6547.50 |
6478.50 |
6490.50 |
+34.50 |
110,693 |
494,583 |
+8,388 |
Mar08 |
070926 |
6510.00 |
6556.00 |
6500.00 |
6512.00 |
+34.00 |
206 |
3,668 |
+13 |
Jun08 |
070926 |
6544.00 |
6544.00 |
6544.00 |
6544.00 |
+35.00 |
0 |
11 |
+0 |
Total Volume and Open Interest |
110,899 |
498,262 |
+8,401 |
SPI 200(SFE) |
Sep07 |
070920 |
6423.0 |
6436.0 |
6389.0 |
6436.0 |
+48.0 |
70,765 |
207,241 |
-114,625 |
Dec07 |
070926 |
6543.0 |
5.4 |
6515.0 |
6547.0 |
+6541.6 |
23,233 |
258,803 |
+4,467 |
Mar08 |
070926 |
4.4 |
4.4 |
4.4 |
4.4 |
-11.0 |
4 |
1,293 |
+1 |
Total Volume and Open Interest |
23,303 |
262,185 |
+4,505 |
GSCI(CME) |
Oct07 |
070926 |
541.00 |
542.30 |
533.00 |
540.10 |
+3.10 |
554 |
21,657 |
+186 |
Nov07 |
070926 |
542.45 |
542.45 |
536.00 |
540.10 |
+1.60 |
1 |
12 |
+0 |
Dec07 |
070926 |
541.50 |
541.50 |
541.50 |
541.50 |
+1.00 |
|
|
|
Total Volume and Open Interest |
555 |
21,669 |
+186 |
Reuters CCI(ICE) |
Nov07 |
070926 |
445.50 |
447.00 |
445.50 |
446.00 |
-0.40 |
37 |
741 |
-3 |
Jan08 |
070926 |
446.00 |
446.40 |
446.00 |
446.00 |
-0.40 |
1 |
416 |
+0 |
Feb08 |
070926 |
444.40 |
444.40 |
444.00 |
444.00 |
-0.40 |
0 |
220 |
+0 |
Total Volume and Open Interest |
38 |
1,410 |
-3 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
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