|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri September 28, 2007 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov07 |
070928 |
1007.50 |
1012.00 |
985.50 |
991.25 |
-17.75 |
97,753 |
287,371 |
-2,142 |
Jan08 |
070928 |
1022.50 |
1028.50 |
1002.50 |
1008.50 |
-16.75 |
23,523 |
85,791 |
+5,908 |
Mar08 |
070928 |
1028.00 |
1036.50 |
1011.75 |
1018.25 |
-15.50 |
7,004 |
45,441 |
+691 |
May08 |
070928 |
1031.25 |
1032.50 |
1010.00 |
1017.50 |
-13.00 |
5,229 |
35,198 |
+1,257 |
Jul08 |
070928 |
1032.00 |
1038.00 |
1014.00 |
1022.00 |
-13.00 |
5,951 |
39,722 |
+373 |
Aug08 |
070928 |
1022.00 |
1022.00 |
1002.00 |
1018.00 |
-4.00 |
221 |
1,144 |
+68 |
Sep08 |
070928 |
990.00 |
995.00 |
980.00 |
980.00 |
-15.00 |
10 |
536 |
+0 |
Nov08 |
070928 |
972.75 |
975.00 |
954.50 |
964.00 |
-10.00 |
6,937 |
64,713 |
+76 |
Jan09 |
070928 |
970.00 |
971.25 |
956.00 |
970.00 |
-8.00 |
115 |
793 |
+60 |
Jul09 |
070928 |
974.00 |
982.00 |
970.00 |
982.00 |
-6.00 |
107 |
372 |
+48 |
Total Volume and Open Interest |
147,030 |
568,345 |
+6,403 |
Soybean Meal(CBOT) |
Oct07 |
070928 |
284.20 |
284.20 |
274.50 |
276.30 |
-6.50 |
20,068 |
7,765 |
-4,048 |
Dec07 |
070928 |
288.80 |
290.70 |
280.20 |
282.00 |
-6.80 |
44,649 |
110,552 |
-852 |
Jan08 |
070928 |
291.10 |
292.60 |
283.00 |
283.50 |
-7.30 |
4,106 |
18,683 |
+493 |
Mar08 |
070928 |
293.80 |
295.30 |
285.50 |
286.50 |
-7.30 |
4,187 |
22,927 |
-575 |
May08 |
070928 |
292.70 |
293.20 |
283.80 |
285.50 |
-6.50 |
2,408 |
22,102 |
+263 |
Jul08 |
070928 |
291.70 |
291.70 |
284.00 |
285.30 |
-6.90 |
1,515 |
21,215 |
+323 |
Aug08 |
070928 |
284.00 |
285.50 |
279.50 |
279.50 |
-6.50 |
567 |
4,185 |
+138 |
Sep08 |
070928 |
273.60 |
278.50 |
273.00 |
273.30 |
-6.20 |
396 |
3,605 |
+77 |
Oct08 |
070928 |
267.00 |
267.00 |
265.00 |
266.50 |
-2.50 |
884 |
1,877 |
+336 |
Dec08 |
070928 |
263.50 |
265.50 |
260.70 |
264.40 |
-2.60 |
1,373 |
9,082 |
+32 |
Total Volume and Open Interest |
80,156 |
222,645 |
-3,813 |
Soybean Oil(CBOT) |
Oct07 |
070928 |
39.68 |
40.00 |
39.40 |
39.49 |
-0.19 |
13,461 |
10,481 |
-2,279 |
Dec07 |
070928 |
40.35 |
40.59 |
39.93 |
40.00 |
-0.35 |
41,605 |
171,088 |
-297 |
Jan08 |
070928 |
40.70 |
40.84 |
40.40 |
40.41 |
-0.39 |
4,431 |
24,270 |
-6 |
Mar08 |
070928 |
40.88 |
41.06 |
40.70 |
40.76 |
-0.37 |
3,878 |
24,409 |
+1,688 |
May08 |
070928 |
41.00 |
41.26 |
40.94 |
41.01 |
-0.24 |
1,526 |
14,410 |
+407 |
Jul08 |
070928 |
41.16 |
41.47 |
41.14 |
41.25 |
-0.17 |
1,032 |
15,484 |
+148 |
Aug08 |
070928 |
41.26 |
41.30 |
41.10 |
41.18 |
-0.22 |
112 |
1,526 |
+73 |
Sep08 |
070928 |
41.30 |
41.45 |
41.10 |
41.20 |
-0.10 |
34 |
715 |
+25 |
Oct08 |
070928 |
41.20 |
41.20 |
41.20 |
41.20 |
-0.05 |
676 |
1,694 |
+297 |
Dec08 |
070928 |
41.55 |
41.65 |
41.30 |
41.38 |
-0.17 |
2,016 |
16,944 |
-56 |
Total Volume and Open Interest |
68,837 |
281,025 |
+0 |
Canola(WCE) |
Nov07 |
070928 |
442.4 |
442.5 |
436.6 |
438.1 |
-3.2 |
7,609 |
82,417 |
-1,025 |
Jan08 |
070928 |
453.0 |
453.0 |
448.0 |
449.0 |
-3.4 |
3,347 |
24,696 |
+2,099 |
Mar08 |
070928 |
460.0 |
460.0 |
457.5 |
457.8 |
-1.8 |
250 |
4,208 |
-44 |
May08 |
070928 |
461.0 |
464.5 |
461.0 |
464.5 |
-2.0 |
72 |
2,277 |
+7 |
Jul08 |
070928 |
465.2 |
468.5 |
465.2 |
467.6 |
-2.4 |
577 |
4,781 |
+381 |
Total Volume and Open Interest |
13,225 |
126,161 |
+1,766 |
Corn(CBOT) |
Dec07 |
070928 |
386.25 |
387.50 |
370.00 |
373.00 |
-13.75 |
140,641 |
635,953 |
+1,069 |
Mar08 |
070928 |
402.00 |
403.00 |
386.25 |
389.25 |
-13.00 |
39,313 |
160,398 |
+851 |
May08 |
070928 |
411.00 |
412.00 |
396.00 |
399.25 |
-12.00 |
4,219 |
41,639 |
-155 |
Jul08 |
070928 |
418.50 |
419.25 |
404.75 |
407.75 |
-11.50 |
15,899 |
102,754 |
+3,180 |
Sep08 |
070928 |
418.50 |
421.25 |
409.00 |
412.50 |
-7.50 |
831 |
13,524 |
-64 |
Dec08 |
070928 |
423.75 |
424.50 |
414.50 |
419.50 |
-4.75 |
17,030 |
153,988 |
+1,910 |
Mar09 |
070928 |
430.00 |
432.00 |
423.00 |
427.75 |
-4.50 |
248 |
6,772 |
+199 |
May09 |
070928 |
433.00 |
433.00 |
433.00 |
433.00 |
-4.25 |
5 |
50 |
+6 |
Jul09 |
070928 |
440.00 |
445.00 |
432.00 |
436.00 |
-4.25 |
88 |
1,200 |
-15 |
Total Volume and Open Interest |
220,946 |
1,150,957 |
+7,720 |
Wheat(CBOT) |
Dec07 |
070928 |
933.00 |
961.75 |
921.75 |
939.00 |
+6.00 |
53,819 |
236,479 |
+171 |
Mar08 |
070928 |
933.25 |
966.50 |
925.00 |
947.00 |
+10.50 |
9,978 |
54,989 |
+1,759 |
May08 |
070928 |
837.50 |
871.00 |
831.50 |
852.50 |
+11.50 |
1,624 |
8,431 |
+126 |
Jul08 |
070928 |
668.75 |
696.00 |
665.50 |
681.00 |
+10.50 |
8,399 |
61,997 |
+1,919 |
Sep08 |
070928 |
678.00 |
695.00 |
676.25 |
686.00 |
+13.00 |
703 |
3,722 |
+343 |
Dec08 |
070928 |
672.25 |
699.00 |
670.50 |
691.50 |
+13.00 |
1,932 |
20,101 |
+185 |
Total Volume and Open Interest |
76,952 |
392,831 |
+4,629 |
Wheat(KCBT) |
Dec07 |
070928 |
909.25 |
949.50 |
904.00 |
929.25 |
+9.75 |
11,693 |
101,634 |
-2,226 |
Mar08 |
070928 |
907.75 |
936.25 |
903.00 |
930.75 |
+24.50 |
5,066 |
20,177 |
-37 |
May08 |
070928 |
853.00 |
860.00 |
853.00 |
857.00 |
+17.00 |
127 |
972 |
+27 |
Jul08 |
070928 |
674.00 |
702.00 |
671.00 |
689.00 |
+10.25 |
2,077 |
16,571 |
+106 |
Sep08 |
070928 |
680.00 |
700.00 |
680.00 |
688.00 |
+7.00 |
148 |
906 |
+39 |
Dec08 |
070928 |
679.25 |
708.00 |
678.75 |
693.00 |
+7.00 |
69 |
1,022 |
+18 |
Total Volume and Open Interest |
19,225 |
142,585 |
-2,068 |
Wheat(MGE) |
Dec07 |
070928 |
883.00 |
914.25 |
875.50 |
905.75 |
+21.50 |
7,615 |
46,447 |
-3,108 |
Mar08 |
070928 |
881.00 |
918.25 |
881.00 |
910.75 |
+22.50 |
4,462 |
16,152 |
+1,159 |
May08 |
070928 |
844.75 |
874.50 |
844.75 |
874.50 |
+30.00 |
648 |
1,659 |
+131 |
Jul08 |
070928 |
780.00 |
793.00 |
760.00 |
793.00 |
+30.00 |
325 |
832 |
-19 |
Sep08 |
070928 |
680.00 |
700.00 |
680.00 |
696.00 |
+15.75 |
257 |
2,042 |
+70 |
Total Volume and Open Interest |
13,606 |
69,498 |
-1,650 |
Oats(CBOT) |
Dec07 |
070928 |
285.00 |
290.00 |
272.00 |
289.75 |
+4.00 |
1,117 |
11,553 |
-556 |
Mar08 |
070928 |
297.00 |
299.00 |
287.00 |
299.00 |
+2.00 |
337 |
2,028 |
+20 |
May08 |
070928 |
298.00 |
300.00 |
296.00 |
300.00 |
unch |
6 |
134 |
-2 |
Jul08 |
070928 |
302.50 |
302.50 |
302.50 |
302.50 |
-2.50 |
0 |
43 |
+0 |
Total Volume and Open Interest |
1,474 |
13,770 |
-537 |
Rough Rice(CBOT) |
Nov07 |
070928 |
11.71 |
11.74 |
11.57 |
11.73 |
-0.02 |
1,692 |
11,344 |
-226 |
Jan08 |
070928 |
11.90 |
12.09 |
11.90 |
12.09 |
unch |
992 |
2,542 |
+572 |
Mar08 |
070928 |
12.19 |
12.31 |
12.19 |
12.30 |
unch |
195 |
1,294 |
+66 |
May08 |
070928 |
12.33 |
12.40 |
12.33 |
12.40 |
+0.07 |
32 |
256 |
-11 |
Total Volume and Open Interest |
3,132 |
15,833 |
+483 |
Live Cattle(CME) |
Oct07 |
070928 |
96.950 |
97.800 |
96.450 |
96.950 |
+0.050 |
10,383 |
34,780 |
-2,943 |
Dec07 |
070928 |
100.200 |
100.750 |
99.650 |
99.800 |
-0.400 |
12,669 |
123,656 |
+691 |
Feb08 |
070928 |
101.450 |
102.050 |
101.275 |
101.500 |
-0.050 |
3,712 |
48,216 |
-55 |
Apr08 |
070928 |
100.900 |
101.500 |
100.800 |
101.250 |
+0.115 |
1,475 |
23,866 |
+613 |
Jun08 |
070928 |
97.000 |
97.100 |
96.785 |
97.035 |
-0.100 |
616 |
10,181 |
+269 |
Aug08 |
070928 |
96.150 |
96.300 |
95.900 |
95.930 |
+0.030 |
586 |
3,056 |
+496 |
Total Volume and Open Interest |
29,937 |
245,726 |
-543 |
Feeder Cattle(CME) |
Oct07 |
070928 |
114.750 |
116.600 |
114.750 |
116.300 |
+0.800 |
1,326 |
6,793 |
-234 |
Nov07 |
070928 |
115.500 |
116.975 |
115.500 |
116.635 |
+0.805 |
1,223 |
12,490 |
+5 |
Jan08 |
070928 |
115.200 |
115.500 |
114.750 |
115.330 |
+0.650 |
511 |
5,133 |
+164 |
Mar08 |
070928 |
113.400 |
113.450 |
112.900 |
113.135 |
+0.385 |
112 |
1,287 |
+64 |
Apr08 |
070928 |
113.600 |
113.850 |
113.350 |
113.750 |
+0.300 |
37 |
490 |
+32 |
May08 |
070928 |
113.450 |
113.850 |
113.350 |
113.750 |
+0.350 |
54 |
954 |
+45 |
Aug08 |
070928 |
113.450 |
114.000 |
113.450 |
113.950 |
+0.650 |
51 |
145 |
+41 |
Total Volume and Open Interest |
3,659 |
28,698 |
-45 |
Lean Hogs(CME) |
Oct07 |
070928 |
59.200 |
59.550 |
58.350 |
58.900 |
unch |
8,599 |
18,350 |
-2,454 |
Dec07 |
070928 |
62.750 |
63.150 |
62.025 |
62.250 |
-0.275 |
18,207 |
93,397 |
+1,488 |
Feb08 |
070928 |
68.650 |
68.750 |
67.775 |
67.900 |
-0.450 |
7,178 |
31,537 |
+642 |
Apr08 |
070928 |
70.250 |
70.450 |
69.600 |
69.625 |
-0.550 |
2,210 |
16,938 |
+609 |
May08 |
070928 |
74.200 |
74.700 |
73.900 |
74.600 |
-0.200 |
57 |
1,679 |
+29 |
Jun08 |
070928 |
77.100 |
77.300 |
76.650 |
76.875 |
-0.575 |
643 |
10,763 |
+59 |
Jul08 |
070928 |
75.475 |
75.475 |
74.750 |
74.850 |
-0.775 |
172 |
2,586 |
-7 |
Aug08 |
070928 |
72.750 |
72.950 |
72.000 |
72.500 |
-0.300 |
121 |
1,296 |
+41 |
Total Volume and Open Interest |
41,914 |
177,009 |
+542 |
Class III Milk(CME) |
Sep07 |
070928 |
20.11 |
20.12 |
20.05 |
20.11 |
-0.03 |
111 |
4,835 |
-2 |
Oct07 |
070928 |
18.20 |
18.30 |
18.12 |
18.26 |
+0.06 |
512 |
4,176 |
+6 |
Nov07 |
070928 |
17.10 |
17.27 |
16.98 |
17.21 |
+0.03 |
431 |
4,015 |
-18 |
Dec07 |
070928 |
16.78 |
16.87 |
16.60 |
16.83 |
unch |
398 |
3,959 |
+15 |
Jan08 |
070928 |
16.10 |
16.15 |
15.95 |
16.13 |
-0.02 |
115 |
2,105 |
-9 |
Total Volume and Open Interest |
2,207 |
35,625 |
+166 |
Cocoa(ICE) |
Dec07 |
070928 |
2033 |
2055 |
2015 |
2036 |
+5 |
14,271 |
65,696 |
+363 |
Mar08 |
070928 |
1973 |
1994 |
1964 |
1985 |
+10 |
4,195 |
31,789 |
+733 |
May08 |
070928 |
1964 |
1991 |
1964 |
1985 |
+13 |
765 |
11,327 |
+65 |
Jul08 |
070928 |
1959 |
1984 |
1959 |
1982 |
+14 |
313 |
4,252 |
-8 |
Sep08 |
070928 |
1988 |
1988 |
1986 |
1988 |
+13 |
99 |
3,961 |
-34 |
Dec08 |
070928 |
1984 |
2006 |
1984 |
2006 |
+13 |
201 |
12,181 |
-35 |
Mar09 |
070928 |
2025 |
2025 |
2025 |
2025 |
+12 |
5 |
678 |
+4 |
Total Volume and Open Interest |
19,849 |
129,886 |
+1,088 |
Coffee "C"(ICE) |
Dec07 |
070928 |
129.90 |
130.40 |
127.50 |
128.65 |
-0.15 |
19,705 |
105,013 |
-142 |
Mar08 |
070928 |
133.60 |
134.05 |
131.30 |
132.30 |
-0.25 |
2,792 |
30,091 |
+352 |
May08 |
070928 |
136.00 |
136.00 |
133.60 |
134.35 |
-0.25 |
1,146 |
9,646 |
+504 |
Jul08 |
070928 |
136.05 |
137.55 |
135.40 |
136.25 |
-0.25 |
251 |
4,633 |
+60 |
Sep08 |
070928 |
138.55 |
139.10 |
137.35 |
137.80 |
-0.30 |
170 |
8,174 |
-10 |
Dec08 |
070928 |
140.60 |
141.00 |
139.25 |
139.70 |
-0.40 |
503 |
5,846 |
-170 |
Total Volume and Open Interest |
24,944 |
169,298 |
+437 |
Orange Juice(ICE) |
Nov07 |
070928 |
127.00 |
129.90 |
125.50 |
129.10 |
+3.00 |
3,714 |
15,902 |
-1,105 |
Jan08 |
070928 |
126.00 |
130.00 |
126.00 |
129.40 |
+2.90 |
1,869 |
6,813 |
+285 |
Mar08 |
070928 |
128.00 |
129.90 |
128.00 |
129.90 |
+2.85 |
465 |
4,050 |
+53 |
May08 |
070928 |
130.40 |
130.40 |
130.40 |
130.40 |
+2.80 |
0 |
590 |
+0 |
Jul08 |
070928 |
130.90 |
130.90 |
130.90 |
130.90 |
+2.75 |
0 |
136 |
+0 |
Sep08 |
070928 |
131.40 |
131.40 |
131.40 |
131.40 |
+2.70 |
0 |
119 |
+0 |
Total Volume and Open Interest |
6,049 |
28,479 |
-767 |
Sugar #11(ICE) |
Oct07 |
070928 |
9.80 |
9.82 |
8.90 |
9.56 |
-0.26 |
37,908 |
10,558 |
-15,074 |
Mar08 |
070928 |
10.13 |
10.17 |
9.98 |
10.15 |
+0.05 |
124,974 |
398,258 |
+21,023 |
May08 |
070928 |
10.16 |
10.21 |
10.05 |
10.19 |
+0.04 |
12,967 |
62,578 |
+1,549 |
Jul08 |
070928 |
10.06 |
10.11 |
9.94 |
10.08 |
+0.02 |
4,108 |
56,065 |
+114 |
Oct08 |
070928 |
10.31 |
10.35 |
10.20 |
10.35 |
+0.02 |
2,529 |
49,095 |
+631 |
Total Volume and Open Interest |
186,001 |
651,074 |
+8,709 |
London Cocoa(LCE) |
Dec07 |
070928 |
992 |
1003 |
992 |
1000 |
+3 |
4,326 |
73,961 |
-428 |
Mar08 |
070928 |
1005 |
1014 |
1005 |
1010 |
+1 |
3,169 |
44,240 |
+264 |
May08 |
070928 |
1015 |
1023 |
1015 |
1019 |
+1 |
1,124 |
18,186 |
+281 |
Jul08 |
070928 |
1024 |
1029 |
1022 |
1026 |
unch |
159 |
16,294 |
+19 |
Sep08 |
070928 |
1033 |
1038 |
1030 |
1034 |
unch |
407 |
19,355 |
+339 |
Dec08 |
070928 |
1044 |
1045 |
1044 |
1045 |
unch |
0 |
8,073 |
+0 |
Mar09 |
070928 |
1059 |
1059 |
1055 |
1055 |
unch |
0 |
125 |
+0 |
Total Volume and Open Interest |
9,185 |
180,244 |
+475 |
London Sugar(LCE) |
Dec07 |
070928 |
278.30 |
281.00 |
277.00 |
280.20 |
+0.90 |
4,654 |
41,608 |
+1,077 |
Mar08 |
070928 |
285.70 |
287.50 |
284.50 |
286.80 |
+0.50 |
3,498 |
22,632 |
+635 |
May08 |
070928 |
289.50 |
290.80 |
287.50 |
290.10 |
+0.10 |
585 |
7,145 |
-29 |
Aug08 |
070928 |
292.00 |
292.90 |
289.40 |
292.20 |
+0.40 |
313 |
6,034 |
+41 |
Oct08 |
070928 |
296.00 |
298.00 |
296.00 |
298.00 |
+0.50 |
193 |
4,508 |
-37 |
Total Volume and Open Interest |
9,286 |
84,753 |
+1,690 |
Cotton(ICE) |
Oct07 |
070928 |
62.05 |
62.05 |
62.05 |
62.05 |
-1.62 |
4 |
8 |
-67 |
Dec07 |
070928 |
66.67 |
66.98 |
64.30 |
65.00 |
-1.67 |
35,091 |
147,551 |
+2,322 |
Mar08 |
070928 |
69.70 |
70.00 |
67.70 |
68.52 |
-1.44 |
8,100 |
52,429 |
+949 |
May08 |
070928 |
70.00 |
70.00 |
69.30 |
69.75 |
-1.33 |
950 |
5,892 |
+375 |
Jul08 |
070928 |
72.15 |
72.15 |
70.60 |
70.84 |
-1.34 |
452 |
7,102 |
+246 |
Oct08 |
070928 |
71.97 |
71.97 |
71.97 |
71.97 |
-1.13 |
0 |
264 |
+0 |
Total Volume and Open Interest |
46,238 |
232,783 |
+3,787 |
Lumber(CME) |
Nov07 |
070928 |
244.0 |
249.0 |
242.8 |
248.7 |
+6.4 |
1,487 |
5,436 |
-383 |
Jan08 |
070928 |
265.9 |
270.2 |
265.0 |
269.0 |
+3.1 |
1,500 |
1,963 |
+911 |
Mar08 |
070928 |
279.2 |
285.4 |
279.2 |
284.5 |
+1.2 |
51 |
382 |
+35 |
May08 |
070928 |
285.0 |
287.0 |
281.3 |
281.3 |
+0.9 |
16 |
54 |
+4 |
Total Volume and Open Interest |
3,054 |
7,839 |
+567 |
Crude Oil(NYM) |
Nov07 |
070928 |
82.95 |
83.76 |
81.39 |
81.66 |
-1.22 |
292,697 |
347,329 |
-1,796 |
Dec07 |
070928 |
81.61 |
82.45 |
80.20 |
80.48 |
-1.03 |
158,846 |
230,706 |
+8,022 |
Jan08 |
070928 |
80.58 |
81.33 |
79.38 |
79.58 |
-0.84 |
47,091 |
88,954 |
-143 |
Feb08 |
070928 |
79.60 |
80.47 |
78.67 |
78.85 |
-0.74 |
16,796 |
42,739 |
+1,168 |
Mar08 |
070928 |
79.03 |
79.81 |
78.20 |
78.31 |
-0.65 |
7,266 |
45,589 |
-661 |
Apr08 |
070928 |
78.47 |
79.26 |
77.82 |
77.82 |
-0.65 |
4,631 |
44,999 |
+789 |
May08 |
070928 |
78.63 |
78.79 |
77.37 |
77.37 |
-0.63 |
2,050 |
45,333 |
-50 |
Jun08 |
070928 |
77.50 |
78.35 |
76.85 |
76.95 |
-0.63 |
6,042 |
53,282 |
-474 |
Jul08 |
070928 |
77.19 |
77.75 |
76.55 |
76.55 |
-0.64 |
84 |
16,867 |
-33 |
Aug08 |
070928 |
76.83 |
76.83 |
76.18 |
76.18 |
-0.65 |
867 |
10,980 |
+255 |
Sep08 |
070928 |
76.50 |
76.50 |
75.85 |
75.85 |
-0.65 |
1,651 |
36,422 |
+220 |
Oct08 |
070928 |
76.19 |
76.19 |
75.54 |
75.54 |
-0.65 |
330 |
22,106 |
+255 |
Nov08 |
070928 |
75.90 |
75.90 |
75.25 |
75.25 |
-0.65 |
232 |
15,008 |
-90 |
Dec08 |
070928 |
75.63 |
76.21 |
74.87 |
74.98 |
-0.65 |
18,365 |
156,047 |
+3,147 |
Jan09 |
070928 |
74.73 |
74.73 |
74.73 |
74.73 |
-0.65 |
31 |
22,712 |
+7 |
Feb09 |
070928 |
74.51 |
74.51 |
74.51 |
74.51 |
-0.65 |
259 |
15,280 |
-75 |
Total Volume and Open Interest |
566,987 |
1,421,105 |
+10,228 |
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 |
070928 |
83.000 |
83.750 |
81.400 |
81.650 |
-1.225 |
|
|
|
Dec07 |
070928 |
81.625 |
82.425 |
80.250 |
80.475 |
-1.025 |
|
|
|
Jan08 |
070928 |
79.850 |
80.875 |
79.575 |
79.575 |
-0.850 |
|
|
|
Feb08 |
070928 |
78.900 |
78.900 |
78.850 |
78.850 |
-0.750 |
|
|
|
Mar08 |
070928 |
78.300 |
78.300 |
78.300 |
78.300 |
-0.650 |
|
|
|
Apr08 |
070928 |
77.825 |
77.825 |
77.825 |
77.825 |
-0.650 |
|
|
|
May08 |
070928 |
77.375 |
77.375 |
77.375 |
77.375 |
-0.625 |
|
|
|
Jun08 |
070928 |
76.950 |
76.950 |
76.950 |
76.950 |
-0.625 |
|
|
|
Total Volume and Open Interest |
22,400 |
8,968 |
+813 |
Heating Oil(NYM) |
Oct07 |
070928 |
225.20 |
226.38 |
220.50 |
223.79 |
-1.42 |
19,684 |
6,170 |
-5,051 |
Nov07 |
070928 |
226.85 |
228.25 |
221.55 |
222.56 |
-4.38 |
37,399 |
98,638 |
+5,610 |
Dec07 |
070928 |
228.44 |
229.75 |
223.37 |
224.26 |
-4.13 |
11,061 |
52,797 |
+949 |
Jan08 |
070928 |
229.52 |
230.73 |
224.55 |
225.41 |
-3.93 |
4,626 |
28,336 |
-182 |
Feb08 |
070928 |
229.33 |
229.33 |
224.12 |
224.26 |
-3.93 |
1,118 |
14,870 |
+55 |
Mar08 |
070928 |
226.00 |
226.00 |
221.10 |
221.31 |
-3.93 |
736 |
7,506 |
-136 |
Apr08 |
070928 |
222.33 |
222.50 |
217.21 |
217.21 |
-3.93 |
641 |
7,377 |
+120 |
May08 |
070928 |
217.41 |
217.41 |
213.16 |
213.16 |
-3.93 |
364 |
2,857 |
-156 |
Jun08 |
070928 |
215.00 |
215.28 |
210.86 |
210.86 |
-3.93 |
1,506 |
12,412 |
+208 |
Jul08 |
070928 |
214.50 |
214.50 |
210.11 |
210.11 |
-3.98 |
29 |
1,930 |
+6 |
Aug08 |
070928 |
210.26 |
210.26 |
210.26 |
210.26 |
-4.03 |
22 |
661 |
-21 |
Sep08 |
070928 |
211.36 |
211.36 |
211.36 |
211.36 |
-4.03 |
201 |
967 |
+69 |
Total Volume and Open Interest |
77,791 |
239,318 |
+1,833 |
Gasoline(NYMEX) |
Oct07 |
070928 |
209.50 |
209.50 |
204.06 |
206.83 |
-2.56 |
24,842 |
7,195 |
-6,117 |
Nov07 |
070928 |
208.00 |
208.40 |
203.35 |
204.11 |
-3.52 |
42,091 |
90,333 |
+2,996 |
Dec07 |
070928 |
207.27 |
208.20 |
203.32 |
204.16 |
-3.32 |
14,829 |
29,172 |
+463 |
Jan08 |
070928 |
208.30 |
209.50 |
205.24 |
205.51 |
-3.22 |
6,010 |
18,785 |
+585 |
Feb08 |
070928 |
211.13 |
211.13 |
207.16 |
207.16 |
-3.32 |
2,548 |
9,597 |
+342 |
Mar08 |
070928 |
212.25 |
212.25 |
208.91 |
208.91 |
-3.27 |
2,880 |
10,273 |
+338 |
Apr08 |
070928 |
225.33 |
225.33 |
222.01 |
222.01 |
-2.97 |
2,522 |
10,515 |
+935 |
May08 |
070928 |
224.13 |
226.33 |
222.71 |
222.71 |
-3.02 |
1,396 |
4,548 |
-110 |
Jun08 |
070928 |
223.50 |
225.53 |
222.06 |
222.06 |
-3.07 |
1,374 |
5,716 |
+727 |
Jul08 |
070928 |
222.00 |
222.00 |
220.21 |
220.21 |
-3.17 |
721 |
2,044 |
+228 |
Total Volume and Open Interest |
100,976 |
195,394 |
+855 |
e-miNY RBOB Gasoline(NYM) |
Nov07 |
070928 |
206.10 |
206.10 |
204.11 |
204.11 |
-3.52 |
0 |
3 |
+0 |
Dec07 |
070928 |
205.50 |
205.50 |
204.16 |
204.16 |
-3.32 |
0 |
1 |
+0 |
Jan08 |
070928 |
205.51 |
205.51 |
205.51 |
205.51 |
-3.22 |
|
|
|
Feb08 |
070928 |
207.16 |
207.16 |
207.16 |
207.16 |
-3.32 |
|
|
|
Total Volume and Open Interest |
0 |
4 |
-1 |
Natural Gas(NYM) |
Nov07 |
070928 |
6.944 |
7.035 |
6.823 |
6.870 |
-0.049 |
54,609 |
135,789 |
+2,011 |
Dec07 |
070928 |
7.685 |
7.800 |
7.683 |
7.705 |
+0.011 |
13,118 |
56,600 |
+0 |
Jan08 |
070928 |
8.100 |
8.178 |
8.035 |
8.102 |
+0.035 |
6,075 |
54,892 |
+515 |
Feb08 |
070928 |
8.200 |
8.200 |
8.117 |
8.137 |
+0.033 |
3,889 |
32,671 |
-1,253 |
Mar08 |
070928 |
7.995 |
8.020 |
7.940 |
7.960 |
+0.026 |
6,710 |
44,283 |
-679 |
Apr08 |
070928 |
7.632 |
7.636 |
7.567 |
7.580 |
+0.011 |
2,694 |
35,811 |
+492 |
May08 |
070928 |
7.668 |
7.668 |
7.605 |
7.605 |
+0.011 |
2,838 |
28,765 |
-45 |
Jun08 |
070928 |
7.720 |
7.735 |
7.675 |
7.678 |
+0.011 |
635 |
17,922 |
+46 |
Jul08 |
070928 |
7.810 |
7.825 |
7.758 |
7.763 |
+0.011 |
408 |
13,040 |
+50 |
Aug08 |
070928 |
7.860 |
7.860 |
7.816 |
7.821 |
+0.011 |
381 |
11,425 |
-69 |
Sep08 |
070928 |
7.860 |
7.888 |
7.826 |
7.841 |
+0.011 |
518 |
9,166 |
-59 |
Oct08 |
070928 |
7.925 |
7.981 |
7.900 |
7.920 |
+0.011 |
2,100 |
33,194 |
+1,093 |
Nov08 |
070928 |
8.325 |
8.375 |
8.305 |
8.323 |
+0.011 |
1,317 |
19,240 |
+478 |
Dec08 |
070928 |
8.730 |
8.730 |
8.723 |
8.723 |
+0.011 |
315 |
14,002 |
-60 |
Jan09 |
070928 |
9.000 |
9.010 |
8.978 |
8.978 |
+0.011 |
848 |
32,480 |
+203 |
Feb09 |
070928 |
9.007 |
9.007 |
8.978 |
8.978 |
+0.011 |
485 |
4,385 |
+329 |
Total Volume and Open Interest |
98,322 |
749,594 |
+3,416 |
Brent Crude Oil(ICE) |
Nov07 |
070928 |
80.25 |
81.05 |
78.84 |
79.17 |
-0.86 |
115,414 |
107,977 |
-31,484 |
Dec07 |
070928 |
79.88 |
80.70 |
78.52 |
78.88 |
-0.91 |
98,892 |
184,854 |
+7,043 |
Jan08 |
070928 |
79.85 |
80.35 |
78.31 |
78.61 |
-0.90 |
36,019 |
61,792 |
+4,739 |
Feb08 |
070928 |
79.51 |
79.92 |
78.11 |
78.35 |
-0.80 |
14,365 |
28,060 |
+1,531 |
Mar08 |
070928 |
78.95 |
79.54 |
77.96 |
78.07 |
-0.73 |
7,253 |
18,842 |
-232 |
Apr08 |
070928 |
78.60 |
79.19 |
77.79 |
77.79 |
-0.68 |
3,461 |
16,836 |
+173 |
May08 |
070928 |
78.03 |
78.03 |
77.50 |
77.50 |
-0.62 |
2,313 |
10,206 |
+348 |
Jun08 |
070928 |
77.85 |
78.50 |
77.05 |
77.20 |
-0.56 |
5,693 |
33,757 |
+1,773 |
Jul08 |
070928 |
76.94 |
76.94 |
76.94 |
76.94 |
-0.54 |
1,056 |
6,064 |
+141 |
Aug08 |
070928 |
76.67 |
76.67 |
76.67 |
76.67 |
-0.56 |
399 |
3,860 |
+120 |
Sep08 |
070928 |
76.45 |
76.45 |
76.42 |
76.42 |
-0.59 |
677 |
3,909 |
-44 |
Oct08 |
070928 |
76.12 |
76.12 |
76.12 |
76.12 |
-0.62 |
50 |
4,712 |
+0 |
Nov08 |
070928 |
75.82 |
75.82 |
75.82 |
75.82 |
-0.65 |
5,601 |
10,872 |
+5,300 |
Dec08 |
070928 |
76.21 |
76.91 |
75.52 |
75.52 |
-0.67 |
19,420 |
53,406 |
+5,966 |
Total Volume and Open Interest |
319,193 |
645,060 |
-2,238 |
Gas Oil(ICE) |
Oct07 |
070928 |
712.50 |
716.50 |
698.00 |
712.50 |
+7.00 |
45,434 |
70,521 |
-7,738 |
Nov07 |
070928 |
709.00 |
714.50 |
696.50 |
711.00 |
+8.00 |
39,380 |
89,843 |
+3,452 |
Dec07 |
070928 |
708.00 |
712.50 |
694.25 |
709.00 |
+8.50 |
17,278 |
55,637 |
-46 |
Jan08 |
070928 |
707.00 |
713.25 |
697.25 |
710.50 |
+9.00 |
5,792 |
36,668 |
-1,421 |
Feb08 |
070928 |
701.75 |
707.50 |
692.75 |
705.25 |
+9.00 |
1,298 |
19,913 |
+426 |
Mar08 |
070928 |
694.50 |
700.00 |
691.50 |
697.75 |
+8.75 |
689 |
10,628 |
-465 |
Apr08 |
070928 |
688.25 |
689.25 |
684.00 |
689.25 |
+8.50 |
132 |
7,274 |
-461 |
May08 |
070928 |
680.00 |
681.00 |
675.75 |
681.00 |
+8.75 |
934 |
10,566 |
+340 |
Jun08 |
070928 |
676.00 |
679.00 |
671.50 |
676.25 |
+9.00 |
1,780 |
32,141 |
-921 |
Jul08 |
070928 |
676.00 |
676.00 |
676.00 |
676.00 |
+17.25 |
186 |
4,580 |
-40 |
Total Volume and Open Interest |
116,582 |
376,482 |
+6,967 |
Ethanol(CBOT) |
Sep07 |
070906 |
1.640 |
1.640 |
1.640 |
1.640 |
-0.010 |
0 |
62 |
-4 |
Oct07 |
070928 |
1.570 |
1.570 |
1.540 |
1.550 |
+0.001 |
15 |
96 |
+0 |
Nov07 |
070928 |
1.560 |
1.560 |
1.500 |
1.528 |
+0.007 |
3 |
79 |
-1 |
Dec07 |
070928 |
1.560 |
1.560 |
1.540 |
1.553 |
-0.006 |
3 |
154 |
+2 |
Jan08 |
070928 |
1.560 |
1.560 |
1.550 |
1.553 |
-0.006 |
0 |
147 |
-2 |
Feb08 |
070928 |
1.550 |
1.550 |
1.550 |
1.550 |
-0.005 |
0 |
127 |
+0 |
Mar08 |
070928 |
1.560 |
1.560 |
1.550 |
1.550 |
-0.005 |
2 |
159 |
+2 |
Apr08 |
070928 |
1.550 |
1.550 |
1.550 |
1.550 |
-0.005 |
0 |
63 |
+0 |
Total Volume and Open Interest |
28 |
1,336 |
+5 |
WTI Crude Oil(ICE) |
Nov07 |
070928 |
83.13 |
83.75 |
81.39 |
81.66 |
-1.22 |
100,716 |
111,401 |
-4,401 |
Dec07 |
070928 |
81.72 |
82.44 |
80.20 |
80.48 |
-1.03 |
87,166 |
115,689 |
-5,493 |
Jan08 |
070928 |
80.70 |
81.34 |
79.35 |
79.58 |
-0.84 |
24,795 |
34,036 |
+1,014 |
Feb08 |
070928 |
79.85 |
80.46 |
78.72 |
78.85 |
-0.74 |
8,615 |
17,821 |
+1,282 |
Mar08 |
070928 |
78.64 |
79.58 |
78.31 |
78.31 |
-0.65 |
3,138 |
15,215 |
+1,008 |
Apr08 |
070928 |
77.82 |
77.82 |
77.82 |
77.82 |
-0.65 |
1,291 |
8,899 |
+344 |
May08 |
070928 |
77.37 |
77.37 |
77.37 |
77.37 |
-0.63 |
1,755 |
5,476 |
-71 |
Jun08 |
070928 |
77.59 |
78.16 |
76.95 |
76.95 |
-0.63 |
7,126 |
40,687 |
+2,431 |
Jul08 |
070928 |
76.55 |
76.55 |
76.55 |
76.55 |
-0.64 |
873 |
4,775 |
-160 |
Aug08 |
070928 |
76.18 |
76.18 |
76.18 |
76.18 |
-0.65 |
284 |
999 |
+242 |
Sep08 |
070928 |
75.85 |
75.85 |
75.85 |
75.85 |
-0.65 |
824 |
10,631 |
+324 |
Oct08 |
070928 |
75.54 |
75.54 |
75.54 |
75.54 |
-0.65 |
16 |
3,804 |
-16 |
Nov08 |
070928 |
75.20 |
75.25 |
75.20 |
75.25 |
-0.65 |
0 |
1,443 |
+100 |
Dec08 |
070928 |
75.35 |
76.18 |
74.98 |
74.98 |
-0.65 |
22,307 |
85,887 |
+3,006 |
Jan09 |
070928 |
74.73 |
74.73 |
74.73 |
74.73 |
-0.65 |
0 |
1,330 |
+0 |
Feb09 |
070928 |
74.51 |
74.51 |
74.51 |
74.51 |
-0.65 |
0 |
1,450 |
+0 |
Total Volume and Open Interest |
264,992 |
558,150 |
-4,806 |
US Dollar Index(ICE) |
Dec07 |
070928 |
78.210 |
78.210 |
77.580 |
77.625 |
-0.620 |
2,230 |
37,981 |
+13 |
Mar08 |
070928 |
77.980 |
77.980 |
77.555 |
77.555 |
-0.620 |
50 |
2,795 |
+0 |
Jun08 |
070928 |
77.800 |
77.800 |
77.525 |
77.525 |
-0.620 |
25 |
431 |
+1 |
Total Volume and Open Interest |
2,305 |
41,207 |
+14 |
Australian Dollar(CME) |
Dec07 |
070928 |
87.69 |
88.60 |
87.57 |
88.57 |
+0.77 |
29,688 |
77,960 |
+2,876 |
Mar08 |
070928 |
87.46 |
88.15 |
87.16 |
88.13 |
+0.77 |
68 |
205 |
+10 |
Jun08 |
070928 |
87.50 |
87.61 |
86.74 |
87.61 |
+0.77 |
0 |
285 |
+0 |
Total Volume and Open Interest |
29,756 |
78,456 |
+2,886 |
British Pound(CME) |
Dec07 |
070928 |
202.33 |
204.54 |
201.58 |
204.19 |
+1.88 |
65,493 |
89,421 |
+4,979 |
Mar08 |
070928 |
201.22 |
203.95 |
201.05 |
203.63 |
+1.91 |
76 |
288 |
+13 |
Jun08 |
070928 |
203.08 |
203.22 |
200.52 |
203.08 |
+1.97 |
0 |
16 |
+0 |
Total Volume and Open Interest |
65,569 |
89,735 |
+4,992 |
Canadian Dollar(CME) |
Dec07 |
070928 |
99.95 |
100.98 |
99.83 |
100.72 |
+0.76 |
43,470 |
134,033 |
+3,710 |
Mar08 |
070928 |
100.06 |
100.97 |
99.94 |
100.76 |
+0.76 |
74 |
1,697 |
-8 |
Jun08 |
070928 |
100.76 |
100.79 |
100.47 |
100.76 |
+0.76 |
18 |
688 |
+14 |
Sep08 |
070928 |
100.60 |
100.98 |
100.52 |
100.75 |
+0.76 |
68 |
361 |
+5 |
Total Volume and Open Interest |
43,657 |
136,931 |
+3,728 |
Japanese Yen(CME) |
Dec07 |
070928 |
87.34 |
88.05 |
87.26 |
87.97 |
+0.66 |
90,457 |
155,823 |
+1,979 |
Mar08 |
070928 |
88.44 |
88.84 |
88.19 |
88.82 |
+0.66 |
20 |
8,613 |
-2 |
Jun08 |
070928 |
89.60 |
89.60 |
89.13 |
89.60 |
+0.66 |
0 |
16,335 |
+0 |
Total Volume and Open Interest |
90,477 |
181,166 |
+1,977 |
Swiss Franc(CME) |
Dec07 |
070928 |
85.68 |
86.50 |
85.65 |
86.45 |
+0.66 |
38,367 |
71,573 |
+405 |
Mar08 |
070928 |
86.32 |
86.93 |
86.13 |
86.90 |
+0.66 |
5 |
121 |
-1 |
Jun08 |
070928 |
87.28 |
87.28 |
86.67 |
87.28 |
+0.67 |
0 |
3 |
+0 |
Total Volume and Open Interest |
38,372 |
71,702 |
+404 |
EuroFX(CME) |
Dec07 |
070928 |
141.67 |
143.00 |
141.66 |
142.93 |
+1.11 |
155,508 |
209,858 |
+2,504 |
Mar08 |
070928 |
142.00 |
143.07 |
141.78 |
143.03 |
+1.13 |
419 |
1,170 |
+46 |
Jun08 |
070928 |
142.19 |
143.12 |
141.94 |
143.08 |
+1.13 |
1 |
138 |
+0 |
Total Volume and Open Interest |
155,952 |
211,232 |
+2,550 |
Mexican Peso(CME) |
Oct07 |
070928 |
913.2 |
913.2 |
913.2 |
913.2 |
-1.0 |
0 |
69 |
+0 |
Nov07 |
070928 |
911.2 |
911.2 |
911.2 |
911.2 |
-1.0 |
0 |
86 |
+0 |
Total Volume and Open Interest |
22,138 |
78,295 |
+2,318 |
Brazilian Real(CME) |
Oct07 |
070928 |
545.30 |
545.30 |
542.50 |
545.30 |
+2.80 |
|
|
|
Nov07 |
070928 |
543.10 |
543.10 |
540.30 |
543.10 |
+2.80 |
|
|
|
Dec07 |
070928 |
540.40 |
542.50 |
540.40 |
540.90 |
+2.30 |
47 |
6,101 |
+38 |
Jan08 |
070928 |
540.10 |
540.10 |
537.10 |
540.10 |
+3.00 |
|
|
|
Total Volume and Open Interest |
47 |
6,101 |
+38 |
30-Year T-Bonds(CBOT) |
Dec07 |
070928 |
111~110 |
111~290 |
110~260 |
111~110 |
unch |
309,205 |
871,824 |
-5,727 |
Mar08 |
070928 |
111~020 |
111~210 |
110~240 |
111~070 |
+0~010 |
10 |
1,599 |
+0 |
Jun08 |
070928 |
111~030 |
111~030 |
111~030 |
111~030 |
+0~010 |
0 |
201 |
+0 |
Total Volume and Open Interest |
309,216 |
873,646 |
-5,726 |
10-Year T-Notes(CBOT) |
Dec07 |
070928 |
109~135 |
109~220 |
109~040 |
109~090 |
-0~030 |
1,042,767 |
2,216,740 |
+12,601 |
Mar08 |
070928 |
109~000 |
109~060 |
108~215 |
108~255 |
-0~030 |
2,562 |
75,819 |
+750 |
Jun08 |
070928 |
108~190 |
108~190 |
108~190 |
108~190 |
-0~030 |
0 |
14 |
+0 |
Total Volume and Open Interest |
1,045,329 |
2,292,573 |
+13,351 |
5-Year T-Notes(CBOT) |
Sep07 |
070928 |
107~036 |
107~044 |
107~036 |
107~042 |
+0~024 |
3,726 |
0 |
+0 |
Dec07 |
070928 |
107~018 |
107~036 |
106~118 |
107~004 |
unch |
415,371 |
0 |
+0 |
Mar08 |
070928 |
107~004 |
107~004 |
107~004 |
107~004 |
unch |
|
|
|
Total Volume and Open Interest |
433,332 |
1,595,140 |
+7,046 |
2 Year T-Notes(CBOT) |
Sep07 |
070928 |
103~055 |
103~063 |
103~055 |
103~063 |
+0~006 |
634 |
9,302 |
-54 |
Dec07 |
070928 |
103~069 |
103~080 |
103~058 |
103~067 |
-0~003 |
160,749 |
908,129 |
-2,201 |
Total Volume and Open Interest |
161,383 |
917,431 |
-2,255 |
Eurodollars(CME) |
Dec07 |
070928 |
95.190 |
95.210 |
95.145 |
95.155 |
-0.040 |
279,675 |
1,576,657 |
-5,333 |
Mar08 |
070928 |
95.545 |
95.575 |
95.465 |
95.480 |
-0.065 |
271,057 |
1,541,485 |
-23,343 |
Jun08 |
070928 |
95.680 |
95.725 |
95.610 |
95.625 |
-0.060 |
270,064 |
1,358,604 |
-4,715 |
Sep08 |
070928 |
95.740 |
95.785 |
95.675 |
95.690 |
-0.055 |
290,328 |
1,207,619 |
+3,641 |
Dec08 |
070928 |
95.735 |
95.775 |
95.665 |
95.685 |
-0.045 |
293,372 |
1,258,406 |
+19,697 |
Mar09 |
070928 |
95.650 |
95.705 |
95.595 |
95.615 |
-0.040 |
196,360 |
759,608 |
+6,425 |
Jun09 |
070928 |
95.540 |
95.595 |
95.485 |
95.500 |
-0.040 |
127,527 |
512,387 |
+876 |
Sep09 |
070928 |
95.430 |
95.490 |
95.370 |
95.395 |
-0.035 |
81,552 |
380,582 |
+4,146 |
Dec09 |
070928 |
95.325 |
95.390 |
95.270 |
95.300 |
-0.025 |
40,024 |
263,397 |
+5,156 |
Mar10 |
070928 |
95.240 |
95.305 |
95.185 |
95.225 |
-0.015 |
28,192 |
178,251 |
-38 |
Jun10 |
070928 |
95.155 |
95.225 |
95.105 |
95.155 |
unch |
21,150 |
141,057 |
+1,543 |
Sep10 |
070928 |
95.075 |
95.150 |
95.030 |
95.085 |
+0.005 |
17,413 |
119,397 |
+215 |
Dec10 |
070928 |
94.995 |
95.070 |
94.960 |
95.005 |
+0.005 |
7,070 |
104,568 |
+1,308 |
Mar11 |
070928 |
94.950 |
95.010 |
94.900 |
94.945 |
+0.005 |
7,058 |
91,500 |
-107 |
Jun11 |
070928 |
94.930 |
94.950 |
94.845 |
94.880 |
+0.005 |
5,076 |
88,717 |
+272 |
Sep11 |
070928 |
94.870 |
94.885 |
94.780 |
94.815 |
+0.005 |
7,115 |
78,285 |
-531 |
Dec11 |
070928 |
94.810 |
94.820 |
94.720 |
94.755 |
+0.010 |
6,330 |
53,731 |
-1,313 |
Mar12 |
070928 |
94.765 |
94.770 |
94.670 |
94.710 |
+0.015 |
4,578 |
42,129 |
-15 |
Total Volume and Open Interest |
190,137 |
10,146,282 |
+8,121 |
30 Day Federal Funds(CBOT) |
Sep07 |
070928 |
95.035 |
95.035 |
95.020 |
95.025 |
-0.025 |
60 |
89,973 |
-310 |
Oct07 |
070928 |
95.280 |
95.285 |
95.280 |
95.285 |
unch |
188 |
79,025 |
+1,941 |
Nov07 |
070928 |
95.460 |
95.465 |
95.460 |
95.460 |
-0.010 |
561 |
98,457 |
+2,768 |
Dec07 |
070928 |
95.585 |
95.590 |
95.585 |
95.585 |
-0.010 |
308 |
58,341 |
+1,995 |
Jan08 |
070928 |
95.655 |
95.655 |
95.645 |
95.645 |
-0.010 |
931 |
39,291 |
+1,783 |
Feb08 |
070928 |
95.730 |
95.735 |
95.730 |
95.730 |
-0.020 |
0 |
22,449 |
+223 |
Total Volume and Open Interest |
2,048 |
397,036 |
+8,509 |
30 Day Fed Funds(e-CBOT) |
Sep07 |
070928 |
95.040 |
95.040 |
95.025 |
95.025 |
-0.020 |
6,408 |
0 |
+0 |
Oct07 |
070928 |
95.285 |
95.290 |
95.280 |
95.285 |
-0.005 |
9,960 |
0 |
+0 |
Nov07 |
070928 |
95.470 |
95.470 |
95.435 |
95.450 |
-0.020 |
12,315 |
0 |
+0 |
Dec07 |
070928 |
95.595 |
95.600 |
95.555 |
95.570 |
-0.025 |
10,426 |
0 |
+0 |
Jan08 |
070928 |
95.660 |
95.665 |
95.630 |
95.630 |
-0.025 |
7,825 |
0 |
+0 |
Feb08 |
070928 |
95.750 |
95.750 |
95.710 |
95.710 |
-0.040 |
1,783 |
0 |
+0 |
Total Volume and Open Interest |
70,434 |
|
|
3-Mth Euro-Yen(CME) |
Dec07 |
070928 |
99.150 |
99.155 |
99.145 |
99.145 |
unch |
474 |
17,026 |
-1,688 |
Mar08 |
070928 |
99.110 |
99.110 |
99.055 |
99.105 |
unch |
610 |
6,375 |
-30 |
Jun08 |
070928 |
99.070 |
99.070 |
99.060 |
99.065 |
+0.005 |
574 |
3,767 |
+56 |
Sep08 |
070928 |
99.000 |
99.010 |
98.990 |
99.000 |
+0.010 |
0 |
3,373 |
-30 |
Dec08 |
070928 |
98.920 |
98.925 |
98.895 |
98.920 |
+0.025 |
29 |
1,935 |
-20 |
Mar09 |
070928 |
98.840 |
98.840 |
98.815 |
98.840 |
+0.025 |
36 |
427 |
+156 |
Jun09 |
070928 |
98.765 |
98.765 |
98.740 |
98.765 |
+0.025 |
0 |
100 |
+0 |
Sep09 |
070928 |
98.680 |
98.680 |
98.655 |
98.680 |
+0.025 |
|
|
|
Dec09 |
070928 |
98.605 |
98.605 |
98.580 |
98.605 |
+0.025 |
|
|
|
Mar10 |
070928 |
98.490 |
98.490 |
98.465 |
98.490 |
+0.025 |
|
|
|
Total Volume and Open Interest |
1,723 |
33,003 |
-1,556 |
3-Mth Euro-Yen(SGX) |
Dec07 |
070928 |
99.15 |
99.15 |
99.14 |
99.15 |
+0.01 |
3,444 |
64,098 |
+1,608 |
Mar08 |
070928 |
99.11 |
99.11 |
99.11 |
99.11 |
+0.01 |
907 |
42,515 |
-430 |
Jun08 |
070928 |
99.07 |
99.08 |
99.07 |
99.07 |
+0.01 |
1,037 |
17,204 |
+602 |
Sep08 |
070928 |
99.00 |
99.01 |
99.00 |
99.00 |
+0.01 |
719 |
18,547 |
+293 |
Dec08 |
070928 |
98.93 |
98.93 |
98.92 |
98.93 |
+0.03 |
589 |
9,378 |
+196 |
Mar09 |
070928 |
98.85 |
98.85 |
98.85 |
98.85 |
+0.03 |
31 |
4,966 |
+168 |
Jun09 |
070928 |
98.77 |
98.77 |
98.77 |
98.77 |
+0.02 |
100 |
1,186 |
-94 |
Sep09 |
070928 |
98.68 |
98.68 |
98.68 |
98.68 |
+0.02 |
0 |
200 |
+0 |
Total Volume and Open Interest |
6,827 |
160,544 |
+2,343 |
Japanese Gov't Bonds(SGX) |
Dec07 |
070928 |
134.83 |
135.08 |
134.72 |
134.99 |
+0.47 |
3,745 |
31,534 |
-1,685 |
Mar08 |
070928 |
134.99 |
134.99 |
134.99 |
134.99 |
+0.47 |
|
|
|
Jun08 |
070928 |
134.99 |
134.99 |
134.99 |
134.99 |
+0.47 |
|
|
|
Total Volume and Open Interest |
3,745 |
31,534 |
-1,685 |
Euro-Bund(EUREX) |
Dec07 |
070928 |
112.38 |
112.75 |
112.31 |
112.68 |
+0.41 |
1,244,571 |
1,329,524 |
+22,374 |
Mar08 |
070928 |
113.02 |
113.13 |
112.91 |
113.07 |
+0.43 |
31 |
453 |
-10 |
Jun08 |
070928 |
113.18 |
113.18 |
113.18 |
113.18 |
+0.41 |
|
|
|
Total Volume and Open Interest |
1,244,602 |
1,329,977 |
+22,364 |
Euro-Bobl(EUREX) |
Dec07 |
070928 |
107.50 |
107.73 |
107.47 |
107.68 |
+0.22 |
602,346 |
1,091,044 |
+43,159 |
Mar08 |
070928 |
107.79 |
107.79 |
107.79 |
107.79 |
+0.24 |
2,040 |
9,736 |
+2,005 |
Jun08 |
070928 |
108.14 |
108.14 |
108.14 |
108.14 |
+0.22 |
|
|
|
Total Volume and Open Interest |
604,386 |
1,100,780 |
+45,164 |
3-Mth Euribor(EUREX) |
Sep07 |
070917 |
95.280 |
95.285 |
95.270 |
95.270 |
-0.025 |
1,408 |
28,602 |
-72 |
Dec07 |
070928 |
95.380 |
95.400 |
95.365 |
95.395 |
+0.015 |
1,428 |
26,042 |
+582 |
Mar08 |
070928 |
95.625 |
95.645 |
95.625 |
95.645 |
unch |
612 |
12,023 |
+103 |
Total Volume and Open Interest |
2,825 |
51,817 |
+1,079 |
Long Gilt(LIFFE) |
Dec07 |
070928 |
106~22 |
107~01 |
106~20 |
106~30 |
+0~14 |
84,610 |
305,510 |
-330 |
Mar08 |
070928 |
107~01 |
107~01 |
107~01 |
107~01 |
+0~14 |
|
|
|
Total Volume and Open Interest |
84,610 |
305,510 |
-330 |
3-Mth Short Sterling(LIFFE) |
Dec07 |
070928 |
93.84 |
93.97 |
93.83 |
93.96 |
+0.13 |
52,816 |
529,601 |
+1,703 |
Mar08 |
070928 |
94.24 |
94.34 |
94.24 |
94.33 |
+0.10 |
51,233 |
529,245 |
+3,499 |
Jun08 |
070928 |
94.40 |
94.51 |
94.40 |
94.48 |
+0.09 |
68,464 |
491,506 |
+14,717 |
Sep08 |
070928 |
94.46 |
94.56 |
94.46 |
94.54 |
+0.09 |
66,406 |
344,163 |
+6,593 |
Dec08 |
070928 |
94.50 |
94.59 |
94.49 |
94.57 |
+0.09 |
49,819 |
281,143 |
-3,175 |
Mar09 |
070928 |
94.51 |
94.60 |
94.50 |
94.58 |
+0.09 |
26,534 |
219,376 |
+1,060 |
Total Volume and Open Interest |
359,706 |
2,679,302 |
+34,101 |
3-Mth Euribor(LIFFE) |
Dec07 |
070928 |
95.380 |
95.410 |
95.360 |
95.395 |
+0.015 |
145,617 |
848,857 |
-10,029 |
Mar08 |
070928 |
95.645 |
95.655 |
95.615 |
95.645 |
+0.005 |
189,772 |
627,781 |
-11,649 |
Jun08 |
070928 |
95.710 |
95.735 |
95.695 |
95.725 |
+0.020 |
142,621 |
445,806 |
-6,184 |
Total Volume and Open Interest |
852,873 |
3,514,428 |
-21,469 |
3-Mth Aus T-Bills(SFE) |
Dec07 |
070928 |
93.06 |
93.09 |
93.05 |
93.07 |
unch |
16,975 |
388,065 |
+4,690 |
Mar08 |
070928 |
93.03 |
93.07 |
93.02 |
93.03 |
-0.01 |
10,165 |
200,116 |
+667 |
Jun08 |
070928 |
93.03 |
93.07 |
93.02 |
93.03 |
-0.01 |
2,500 |
105,561 |
-32 |
Sep08 |
070928 |
93.04 |
93.08 |
93.04 |
93.05 |
unch |
2,566 |
63,893 |
+320 |
Dec08 |
070928 |
93.06 |
93.09 |
93.06 |
93.07 |
unch |
691 |
40,248 |
-1,379 |
Mar09 |
070928 |
93.06 |
93.10 |
93.06 |
93.08 |
+0.01 |
662 |
33,997 |
-347 |
Jun09 |
070928 |
93.05 |
93.07 |
93.05 |
93.07 |
+0.01 |
243 |
25,147 |
-221 |
Sep09 |
070928 |
93.05 |
93.05 |
93.05 |
93.05 |
+0.01 |
110 |
5,219 |
-8 |
Dec09 |
070928 |
93.04 |
93.04 |
93.04 |
93.04 |
+0.01 |
0 |
618 |
+0 |
Mar10 |
070928 |
93.04 |
93.04 |
93.04 |
93.04 |
+0.01 |
0 |
171 |
+0 |
Total Volume and Open Interest |
33,913 |
863,048 |
+3,689 |
10-Year Aus T-Bonds(SFE) |
Dec07 |
070928 |
93.82 |
93.86 |
93.80 |
93.84 |
+0.02 |
46,259 |
436,698 |
+497 |
Mar08 |
070928 |
93.84 |
93.84 |
93.84 |
93.84 |
+0.02 |
|
|
|
Total Volume and Open Interest |
46,259 |
436,698 |
+497 |
3-Year Aus T-Bonds(SFE) |
Dec07 |
070928 |
93.58 |
93.62 |
93.57 |
93.58 |
unch |
64,500 |
512,187 |
-3,967 |
Mar08 |
070928 |
93.58 |
93.58 |
93.58 |
93.58 |
unch |
|
|
|
Total Volume and Open Interest |
64,500 |
512,187 |
-3,967 |
Gold(CMX) |
Oct07 |
070928 |
733.7 |
745.7 |
733.7 |
742.8 |
+10.1 |
11,841 |
18,699 |
-4,683 |
Dec07 |
070928 |
740.8 |
752.8 |
740.0 |
750.0 |
+10.1 |
83,510 |
287,428 |
+4,860 |
Feb08 |
070928 |
750.5 |
758.7 |
748.5 |
756.3 |
+10.3 |
525 |
23,040 |
+47 |
Apr08 |
070928 |
756.8 |
763.2 |
756.8 |
762.1 |
+10.4 |
66 |
20,693 |
+3 |
Jun08 |
070928 |
762.3 |
769.1 |
758.7 |
767.9 |
+10.5 |
179 |
18,431 |
+122 |
Aug08 |
070928 |
773.5 |
773.5 |
773.5 |
773.5 |
+10.6 |
542 |
16,733 |
+301 |
Oct08 |
070928 |
779.0 |
779.0 |
779.0 |
779.0 |
+10.6 |
0 |
2,582 |
+0 |
Dec08 |
070928 |
778.0 |
786.3 |
776.7 |
784.5 |
+10.6 |
351 |
15,331 |
+224 |
Feb09 |
070928 |
790.3 |
790.3 |
790.3 |
790.3 |
+10.7 |
0 |
14,033 |
+0 |
Apr09 |
070928 |
795.9 |
795.9 |
795.9 |
795.9 |
+10.8 |
0 |
1,700 |
+0 |
Jun09 |
070928 |
801.7 |
801.7 |
801.7 |
801.7 |
+10.8 |
0 |
12,131 |
+0 |
Aug09 |
070928 |
807.7 |
807.7 |
807.7 |
807.7 |
|
|
|
|
Silver(CMX) |
Dec07 |
070928 |
1367.0 |
1400.0 |
1362.5 |
1392.0 |
+27.5 |
15,754 |
77,245 |
-761 |
Mar08 |
070928 |
1393.0 |
1416.0 |
1393.0 |
1409.8 |
+27.8 |
619 |
11,796 |
+297 |
May08 |
070928 |
1422.5 |
1422.5 |
1420.8 |
1420.8 |
+28.1 |
144 |
5,421 |
+53 |
Jul08 |
070928 |
1410.5 |
1433.0 |
1410.5 |
1431.3 |
+28.3 |
252 |
5,236 |
+70 |
Sep08 |
070928 |
1422.0 |
1441.6 |
1422.0 |
1441.6 |
+28.5 |
75 |
1,384 |
+30 |
Dec08 |
070928 |
1434.0 |
1465.0 |
1434.0 |
1457.2 |
+28.8 |
152 |
6,137 |
-9 |
Mar09 |
070928 |
1472.4 |
1472.4 |
1472.4 |
1472.4 |
+29.4 |
0 |
212 |
+0 |
Total Volume and Open Interest |
17,011 |
116,727 |
-323 |
Platinum(NYMEX) |
Oct07 |
070928 |
1366.0 |
1395.5 |
1366.0 |
1395.2 |
+30.5 |
2,246 |
560 |
-1,469 |
Jan08 |
070928 |
1375.9 |
1400.0 |
1371.1 |
1398.2 |
+25.2 |
3,148 |
13,392 |
+1,928 |
Apr08 |
070928 |
1407.2 |
1407.2 |
1407.2 |
1407.2 |
+24.7 |
24 |
25 |
+14 |
Total Volume and Open Interest |
5,418 |
13,977 |
+473 |
Palladium(NYMEX) |
Dec07 |
070928 |
346.00 |
353.00 |
346.00 |
351.95 |
+4.20 |
1,236 |
12,966 |
+105 |
Mar08 |
070928 |
356.75 |
356.75 |
356.75 |
356.75 |
+4.20 |
0 |
930 |
+0 |
Jun08 |
070928 |
360.05 |
361.50 |
357.30 |
361.50 |
+4.20 |
0 |
1,309 |
+0 |
Total Volume and Open Interest |
1,236 |
16,002 |
+105 |
Copper(CMX) |
Dec07 |
070928 |
364.60 |
369.80 |
362.60 |
364.00 |
-0.80 |
8,318 |
56,554 |
+767 |
Mar08 |
070928 |
365.60 |
365.65 |
360.75 |
362.10 |
-0.70 |
761 |
9,675 |
+260 |
May08 |
070928 |
360.05 |
360.05 |
358.90 |
358.90 |
-0.60 |
786 |
2,554 |
+228 |
Jul08 |
070928 |
356.00 |
356.00 |
354.45 |
354.45 |
-0.20 |
2 |
652 |
+0 |
Sep08 |
070928 |
350.70 |
350.70 |
349.60 |
349.60 |
+0.15 |
2 |
530 |
+1 |
Total Volume and Open Interest |
10,446 |
79,108 |
+1,182 |
DJIA Index(CBOT) |
Dec07 |
070928 |
14005 |
14009 |
13930 |
13994 |
-11 |
4,105 |
26,344 |
+1,767 |
Mar08 |
070928 |
14050 |
14090 |
14050 |
14086 |
-11 |
0 |
17 |
+0 |
Jun08 |
070928 |
14175 |
14175 |
14175 |
14175 |
-11 |
|
|
|
Total Volume and Open Interest |
4,105 |
26,361 |
+1,767 |
E-mini DJIA Index(CBOT) |
Sep07 |
070920 |
13813 |
13826 |
13746 |
13762 |
-39 |
22,475 |
59,448 |
-4,449 |
Dec07 |
070928 |
13992 |
14008 |
13932 |
13994 |
-11 |
124,648 |
78,628 |
+3,094 |
Mar08 |
070928 |
14091 |
14091 |
14086 |
14086 |
-11 |
4 |
32 |
+1 |
Jun08 |
070928 |
14175 |
14175 |
14175 |
14175 |
-11 |
|
|
|
Total Volume and Open Interest |
124,652 |
78,660 |
+3,095 |
S & P 500(CME) |
Dec07 |
070928 |
1544.20 |
1545.20 |
1533.30 |
1538.10 |
-6.50 |
36,536 |
571,988 |
+4,336 |
Mar08 |
070928 |
1548.70 |
1554.30 |
1544.30 |
1548.70 |
-6.60 |
0 |
7,792 |
+0 |
Jun08 |
070928 |
1558.90 |
1564.70 |
1554.70 |
1558.90 |
-6.80 |
0 |
459 |
+0 |
Sep08 |
070928 |
1568.70 |
1574.30 |
1564.30 |
1568.70 |
-6.60 |
0 |
25 |
+0 |
Total Volume and Open Interest |
36,537 |
583,413 |
+4,337 |
S & P 500 E-Mini(Globex) |
Dec07 |
070928 |
1544.00 |
1545.50 |
1533.00 |
1538.00 |
-6.50 |
1,311,882 |
1,775,494 |
-40,340 |
Mar08 |
070928 |
1554.00 |
1555.50 |
1544.00 |
1548.75 |
-6.50 |
263 |
1,339 |
+32 |
Total Volume and Open Interest |
1,312,145 |
1,776,834 |
-40,308 |
NASDAQ 100(CME) |
Dec07 |
070928 |
2120.00 |
2124.00 |
2103.00 |
2114.00 |
-7.80 |
3,021 |
42,787 |
+877 |
Mar08 |
070928 |
2136.00 |
2136.00 |
2136.00 |
2136.00 |
-7.80 |
0 |
1 |
+0 |
Jun08 |
070928 |
2163.00 |
2163.00 |
2163.00 |
2163.00 |
-7.80 |
|
|
|
Total Volume and Open Interest |
3,021 |
42,788 |
+877 |
NASDAQ 100 E-Mini(Globex) |
Dec07 |
070928 |
2121.30 |
2124.00 |
2103.30 |
2114.00 |
-7.80 |
229,470 |
343,528 |
+8,070 |
Mar08 |
070928 |
2143.80 |
2145.80 |
2126.30 |
2136.00 |
-7.80 |
3 |
50 |
+0 |
Total Volume and Open Interest |
229,473 |
343,578 |
+8,070 |
S & P Midcap 400(CME) |
Dec07 |
070928 |
896.50 |
899.00 |
890.00 |
893.30 |
-3.50 |
82 |
5,800 |
-18 |
Mar08 |
070928 |
903.40 |
903.40 |
903.10 |
903.40 |
-3.50 |
|
|
|
Jun08 |
070928 |
913.10 |
913.10 |
912.80 |
913.10 |
-3.50 |
|
|
|
Total Volume and Open Interest |
82 |
5,800 |
-18 |
Russell 2000 E-Mini(Globex) |
Sep07 |
070921 |
810.40 |
817.70 |
810.10 |
816.80 |
+6.00 |
74,372 |
201,142 |
-1,083 |
Dec07 |
070928 |
818.60 |
821.30 |
808.20 |
813.20 |
-5.50 |
167,957 |
569,032 |
-2,320 |
Mar08 |
070928 |
825.00 |
826.40 |
814.10 |
818.80 |
-5.50 |
65 |
185 |
-6 |
Total Volume and Open Interest |
168,022 |
|
|
Nikkei 225(CME) |
Dec07 |
070928 |
16825 |
16825 |
16740 |
16765 |
-195 |
8,365 |
66,912 |
+763 |
Mar08 |
070928 |
16800 |
16800 |
16795 |
16800 |
-195 |
0 |
4 |
+0 |
Total Volume and Open Interest |
8,365 |
66,926 |
+763 |
Nikkei 225(SGX) |
Dec07 |
070928 |
16990 |
17000 |
16790 |
16825 |
-20 |
76,448 |
223,971 |
+4,408 |
Mar08 |
070928 |
16980 |
17025 |
16830 |
16835 |
-50 |
179 |
465 |
+24 |
Jun08 |
070928 |
16780 |
16780 |
16780 |
16780 |
-50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
76,702 |
224,601 |
+4,515 |
CAC 40(EURONEXT) |
Oct07 |
070928 |
5760.5 |
5762.0 |
5687.0 |
5727.0 |
-19.5 |
107,421 |
375,973 |
+15,340 |
Nov07 |
070928 |
5730.0 |
5747.0 |
5702.0 |
5733.5 |
-19.5 |
281 |
898 |
+136 |
Dec07 |
070928 |
5786.0 |
5786.0 |
5722.5 |
5757.0 |
-19.5 |
1,310 |
38,950 |
-428 |
Total Volume and Open Interest |
109,018 |
416,588 |
+15,054 |
Hang Seng Index(HKFE) |
Sep07 |
070927 |
26666 |
27087 |
26554 |
26976 |
+596 |
115,303 |
81,778 |
-28,285 |
Oct07 |
070928 |
27248 |
27317 |
27010 |
27182 |
-52 |
89,113 |
112,626 |
+16,712 |
Nov07 |
070928 |
27220 |
27341 |
27070 |
27208 |
|
|
|
|
DAX(EUREX) |
Sep07 |
070921 |
7716.0 |
7831.5 |
7709.0 |
7831.5 |
+92.5 |
194,638 |
153,361 |
-24,745 |
Dec07 |
070928 |
7954.5 |
7964.0 |
7833.0 |
7954.5 |
+23.0 |
149,390 |
224,525 |
+5,413 |
Mar08 |
070928 |
8032.0 |
8048.0 |
7964.0 |
8040.5 |
+23.0 |
643 |
5,482 |
+338 |
Total Volume and Open Interest |
150,270 |
230,304 |
+5,856 |
FT-SE 100(EURONEXT) |
Dec07 |
070928 |
6550.00 |
6563.50 |
6466.50 |
6519.50 |
-24.00 |
125,514 |
485,846 |
-3,467 |
Mar08 |
070928 |
6544.50 |
6557.00 |
6503.50 |
6540.00 |
-25.50 |
25 |
3,892 |
-4 |
Jun08 |
070928 |
6572.00 |
6572.00 |
6572.00 |
6572.00 |
-26.50 |
0 |
11 |
+0 |
Total Volume and Open Interest |
125,539 |
489,749 |
-3,471 |
SPI 200(SFE) |
Sep07 |
070920 |
6395.0 |
6436.0 |
6382.0 |
6436.0 |
+48.0 |
15,251 |
165,926 |
-41,315 |
Dec07 |
070928 |
6586.0 |
6653.0 |
6560.0 |
6606.0 |
+28.0 |
23,101 |
235,860 |
-5,243 |
Mar08 |
070928 |
6647.0 |
6647.0 |
6618.0 |
6618.0 |
+27.0 |
167 |
1,479 |
+156 |
Total Volume and Open Interest |
23,298 |
239,616 |
-5,072 |
GSCI(CME) |
Oct07 |
070928 |
554.80 |
555.00 |
544.60 |
544.60 |
-7.55 |
373 |
21,768 |
+9 |
Nov07 |
070928 |
547.00 |
554.00 |
547.00 |
547.00 |
-5.45 |
25 |
62 |
+12 |
Dec07 |
070928 |
550.00 |
554.50 |
550.00 |
550.00 |
-3.00 |
|
|
|
Total Volume and Open Interest |
398 |
21,830 |
+21 |
Reuters CCI(ICE) |
Nov07 |
070928 |
448.00 |
451.00 |
448.00 |
451.00 |
+1.00 |
12 |
739 |
+1 |
Jan08 |
070928 |
450.00 |
451.00 |
450.00 |
451.00 |
+1.00 |
0 |
416 |
+0 |
Feb08 |
070928 |
448.00 |
449.00 |
448.00 |
449.00 |
+1.00 |
0 |
220 |
+0 |
Total Volume and Open Interest |
|
|
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|