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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.

Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.