|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu October 04, 2007 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov07 |
071004 |
951.25 |
958.50 |
946.00 |
954.25 |
+3.25 |
108,925 |
262,008 |
+95 |
Jan08 |
071004 |
969.00 |
976.25 |
963.75 |
972.25 |
+2.75 |
24,348 |
112,710 |
+6,837 |
Mar08 |
071004 |
981.00 |
988.50 |
977.00 |
984.25 |
+3.00 |
7,850 |
48,102 |
+232 |
May08 |
071004 |
989.00 |
992.00 |
980.00 |
989.00 |
+5.50 |
3,778 |
36,293 |
+447 |
Jul08 |
071004 |
982.50 |
999.50 |
982.50 |
996.25 |
+5.25 |
7,615 |
43,165 |
+1,663 |
Aug08 |
071004 |
985.00 |
987.00 |
985.00 |
987.00 |
+7.00 |
220 |
1,313 |
+183 |
Sep08 |
071004 |
962.00 |
962.00 |
962.00 |
962.00 |
+2.00 |
20 |
702 |
+89 |
Nov08 |
071004 |
947.00 |
952.75 |
943.75 |
949.25 |
-0.25 |
7,924 |
69,106 |
+1,748 |
Jan09 |
071004 |
953.00 |
955.75 |
947.75 |
951.50 |
-1.50 |
137 |
984 |
+98 |
Mar09 |
071004 |
950.00 |
950.00 |
950.00 |
950.00 |
+11.00 |
0 |
4 |
+1 |
Jul09 |
071004 |
965.00 |
965.00 |
961.00 |
963.00 |
-2.00 |
9 |
398 |
+5 |
Total Volume and Open Interest |
161,234 |
582,356 |
+11,437 |
Soybean Meal(CBOT) |
Oct07 |
071004 |
265.20 |
266.20 |
263.90 |
265.70 |
-0.40 |
7,223 |
4,918 |
+227 |
Dec07 |
071004 |
272.20 |
273.50 |
269.90 |
270.80 |
-1.00 |
39,983 |
103,392 |
-627 |
Jan08 |
071004 |
274.00 |
276.10 |
272.70 |
273.50 |
-0.50 |
5,398 |
19,056 |
+481 |
Mar08 |
071004 |
278.80 |
279.50 |
276.50 |
277.50 |
-0.50 |
3,627 |
24,524 |
+211 |
May08 |
071004 |
278.20 |
278.60 |
275.70 |
277.50 |
+1.00 |
1,731 |
22,766 |
-218 |
Jul08 |
071004 |
277.50 |
279.50 |
276.50 |
279.00 |
+0.80 |
2,179 |
21,064 |
+72 |
Aug08 |
071004 |
276.50 |
276.50 |
274.00 |
275.00 |
+0.80 |
275 |
4,847 |
+245 |
Sep08 |
071004 |
270.50 |
271.50 |
268.00 |
268.50 |
-1.00 |
354 |
4,258 |
+52 |
Oct08 |
071004 |
264.50 |
264.50 |
262.50 |
263.00 |
-1.50 |
60 |
1,818 |
-62 |
Dec08 |
071004 |
262.50 |
262.50 |
257.20 |
260.00 |
-2.50 |
621 |
8,751 |
+18 |
Total Volume and Open Interest |
61,451 |
216,045 |
+399 |
Soybean Oil(CBOT) |
Oct07 |
071004 |
38.08 |
38.60 |
38.06 |
38.55 |
+0.44 |
6,551 |
5,066 |
-756 |
Dec07 |
071004 |
38.70 |
39.29 |
38.53 |
39.18 |
+0.48 |
36,986 |
152,299 |
-3,027 |
Jan08 |
071004 |
39.25 |
39.75 |
39.02 |
39.66 |
+0.45 |
10,530 |
29,967 |
+1,851 |
Mar08 |
071004 |
39.59 |
40.15 |
39.40 |
40.12 |
+0.54 |
3,598 |
27,941 |
-355 |
May08 |
071004 |
39.92 |
40.45 |
39.81 |
40.45 |
+0.53 |
1,124 |
14,008 |
+32 |
Jul08 |
071004 |
40.10 |
40.80 |
40.08 |
40.75 |
+0.48 |
962 |
14,641 |
+170 |
Aug08 |
071004 |
40.45 |
40.65 |
40.45 |
40.65 |
+0.35 |
215 |
1,589 |
+10 |
Sep08 |
071004 |
40.00 |
40.65 |
40.00 |
40.65 |
+0.45 |
79 |
824 |
+60 |
Oct08 |
071004 |
40.75 |
40.75 |
39.70 |
40.70 |
+0.75 |
77 |
1,812 |
+41 |
Dec08 |
071004 |
40.35 |
40.95 |
40.34 |
40.89 |
+0.72 |
548 |
16,783 |
-47 |
Total Volume and Open Interest |
60,702 |
264,936 |
-2,020 |
Canola(WCE) |
Nov07 |
071004 |
426.1 |
434.0 |
426.1 |
431.2 |
+3.2 |
9,096 |
67,820 |
-3,088 |
Jan08 |
071004 |
438.9 |
445.2 |
438.1 |
442.5 |
+2.5 |
2,087 |
29,727 |
+859 |
Mar08 |
071004 |
450.8 |
454.0 |
450.3 |
451.1 |
+4.0 |
104 |
4,023 |
+6 |
May08 |
071004 |
455.6 |
457.8 |
455.6 |
457.8 |
+3.2 |
10 |
2,255 |
+2 |
Jul08 |
071004 |
457.9 |
462.7 |
457.9 |
462.0 |
+3.7 |
185 |
5,100 |
-41 |
Total Volume and Open Interest |
11,782 |
117,569 |
-1,997 |
Corn(CBOT) |
Dec07 |
071004 |
346.00 |
349.75 |
341.00 |
342.25 |
-2.25 |
141,891 |
599,600 |
-15,152 |
Mar08 |
071004 |
362.00 |
366.25 |
357.50 |
359.00 |
-2.00 |
30,444 |
170,597 |
+525 |
May08 |
071004 |
371.50 |
376.50 |
368.25 |
369.75 |
-1.75 |
7,432 |
46,206 |
+1,187 |
Jul08 |
071004 |
380.75 |
386.00 |
377.25 |
378.75 |
-2.00 |
12,624 |
101,133 |
-824 |
Sep08 |
071004 |
387.00 |
394.00 |
384.50 |
385.50 |
-2.00 |
1,278 |
15,604 |
+513 |
Dec08 |
071004 |
395.00 |
400.00 |
393.00 |
394.75 |
-0.75 |
18,939 |
163,095 |
+2,685 |
Mar09 |
071004 |
404.00 |
408.00 |
402.75 |
404.25 |
-0.50 |
339 |
7,500 |
+138 |
May09 |
071004 |
409.50 |
409.50 |
409.50 |
409.50 |
-1.00 |
26 |
73 |
+15 |
Jul09 |
071004 |
415.00 |
415.00 |
410.50 |
410.50 |
-1.00 |
45 |
1,266 |
+17 |
Total Volume and Open Interest |
214,915 |
1,140,731 |
-10,801 |
Wheat(CBOT) |
Dec07 |
071004 |
939.00 |
948.00 |
904.00 |
906.00 |
-21.00 |
70,642 |
233,311 |
-924 |
Mar08 |
071004 |
938.00 |
957.00 |
914.00 |
916.00 |
-19.50 |
17,035 |
62,066 |
+2,480 |
May08 |
071004 |
856.75 |
865.00 |
830.00 |
831.00 |
-15.00 |
2,151 |
10,020 |
+655 |
Jul08 |
071004 |
670.00 |
687.00 |
663.25 |
679.00 |
+6.50 |
9,163 |
62,181 |
-1,183 |
Sep08 |
071004 |
674.00 |
687.00 |
671.50 |
682.00 |
+6.00 |
1,594 |
4,751 |
+704 |
Dec08 |
071004 |
679.75 |
694.00 |
671.00 |
689.00 |
+7.50 |
2,554 |
20,656 |
+269 |
Total Volume and Open Interest |
103,405 |
400,381 |
+2,099 |
Wheat(KCBT) |
Dec07 |
071004 |
928.75 |
944.00 |
905.75 |
910.00 |
-17.00 |
13,219 |
93,845 |
-3,407 |
Mar08 |
071004 |
934.50 |
941.50 |
907.00 |
911.00 |
-12.00 |
3,291 |
21,515 |
+473 |
May08 |
071004 |
870.00 |
878.00 |
846.00 |
846.00 |
-12.00 |
120 |
1,147 |
+11 |
Jul08 |
071004 |
682.00 |
698.00 |
682.00 |
687.00 |
+2.25 |
2,739 |
18,469 |
+375 |
Sep08 |
071004 |
690.00 |
697.00 |
687.00 |
687.00 |
+4.00 |
93 |
2,024 |
+3 |
Dec08 |
071004 |
694.00 |
702.00 |
688.25 |
696.00 |
+6.00 |
234 |
1,980 |
+57 |
Total Volume and Open Interest |
19,758 |
140,397 |
-2,440 |
Wheat(MGE) |
Dec07 |
071004 |
908.75 |
935.75 |
899.75 |
903.50 |
-5.75 |
9,056 |
41,690 |
-1,734 |
Mar08 |
071004 |
910.00 |
925.00 |
897.00 |
901.00 |
-1.00 |
5,089 |
19,690 |
+1,109 |
May08 |
071004 |
870.00 |
880.00 |
864.00 |
869.75 |
-1.00 |
161 |
1,815 |
+53 |
Jul08 |
071004 |
790.00 |
795.00 |
780.00 |
788.00 |
unch |
113 |
1,142 |
+13 |
Sep08 |
071004 |
683.00 |
699.00 |
683.00 |
696.00 |
+13.00 |
122 |
2,466 |
+35 |
Total Volume and Open Interest |
14,675 |
69,436 |
-501 |
Oats(CBOT) |
Dec07 |
071004 |
278.50 |
282.00 |
274.25 |
274.25 |
-5.25 |
422 |
11,473 |
-123 |
Mar08 |
071004 |
290.00 |
292.00 |
285.50 |
285.50 |
-4.00 |
58 |
2,221 |
+30 |
May08 |
071004 |
295.00 |
295.00 |
291.50 |
291.50 |
-1.50 |
1 |
138 |
+1 |
Jul08 |
071004 |
300.00 |
300.00 |
298.00 |
298.00 |
-1.00 |
23 |
63 |
+20 |
Total Volume and Open Interest |
509 |
13,907 |
-71 |
Rough Rice(CBOT) |
Nov07 |
071004 |
11.64 |
11.78 |
11.60 |
11.67 |
+0.04 |
492 |
10,518 |
-69 |
Jan08 |
071004 |
11.98 |
12.08 |
11.93 |
12.00 |
+0.04 |
277 |
3,612 |
+115 |
Mar08 |
071004 |
12.25 |
12.30 |
12.20 |
12.20 |
+0.02 |
62 |
1,341 |
-1 |
May08 |
071004 |
12.32 |
12.32 |
12.32 |
12.32 |
+0.04 |
10 |
264 |
+10 |
Total Volume and Open Interest |
921 |
16,545 |
+87 |
Live Cattle(CME) |
Oct07 |
071004 |
95.050 |
95.450 |
94.785 |
95.350 |
+0.250 |
6,498 |
24,662 |
-1,858 |
Dec07 |
071004 |
97.400 |
98.000 |
96.900 |
97.850 |
+0.450 |
17,452 |
122,087 |
-1,242 |
Feb08 |
071004 |
99.250 |
99.600 |
98.700 |
99.550 |
+0.400 |
5,565 |
48,865 |
-389 |
Apr08 |
071004 |
98.850 |
99.500 |
98.800 |
99.480 |
+0.280 |
2,315 |
25,083 |
-249 |
Jun08 |
071004 |
95.200 |
95.850 |
95.050 |
95.785 |
+0.355 |
719 |
10,862 |
+64 |
Aug08 |
071004 |
94.650 |
95.150 |
94.650 |
95.035 |
+0.535 |
675 |
4,215 |
+562 |
Total Volume and Open Interest |
33,252 |
238,154 |
-3,098 |
Feeder Cattle(CME) |
Oct07 |
071004 |
114.750 |
115.075 |
114.450 |
115.000 |
+0.100 |
1,128 |
5,215 |
-443 |
Nov07 |
071004 |
114.500 |
115.200 |
114.250 |
115.050 |
+0.350 |
2,642 |
11,687 |
-123 |
Jan08 |
071004 |
113.900 |
114.300 |
113.200 |
114.150 |
+0.115 |
1,253 |
6,374 |
+293 |
Mar08 |
071004 |
112.100 |
113.000 |
111.900 |
112.885 |
+0.285 |
94 |
1,469 |
+16 |
Apr08 |
071004 |
112.950 |
113.750 |
112.650 |
113.730 |
+0.230 |
27 |
546 |
+7 |
May08 |
071004 |
113.000 |
113.750 |
112.800 |
113.730 |
+0.330 |
42 |
1,021 |
+29 |
Aug08 |
071004 |
113.500 |
113.900 |
113.200 |
113.900 |
+0.200 |
9 |
216 |
+2 |
Total Volume and Open Interest |
5,195 |
26,530 |
-219 |
Lean Hogs(CME) |
Oct07 |
071004 |
58.900 |
58.975 |
57.875 |
58.650 |
-0.025 |
3,237 |
13,584 |
-1,209 |
Dec07 |
071004 |
60.650 |
60.900 |
59.550 |
60.075 |
-0.525 |
11,941 |
95,916 |
+1,428 |
Feb08 |
071004 |
66.900 |
67.000 |
65.850 |
66.650 |
-0.100 |
4,222 |
33,103 |
+600 |
Apr08 |
071004 |
69.150 |
69.700 |
68.775 |
69.650 |
+0.425 |
1,191 |
17,820 |
-43 |
May08 |
071004 |
73.900 |
74.800 |
73.600 |
74.750 |
+0.175 |
23 |
1,727 |
+7 |
Jun08 |
071004 |
76.700 |
76.950 |
76.000 |
76.925 |
+0.250 |
290 |
11,937 |
+134 |
Jul08 |
071004 |
75.300 |
75.600 |
74.700 |
75.550 |
+0.325 |
192 |
2,777 |
+85 |
Aug08 |
071004 |
72.350 |
72.450 |
72.050 |
72.450 |
+0.100 |
79 |
1,450 |
+24 |
Total Volume and Open Interest |
27,788 |
179,468 |
+1,236 |
Class III Milk(CME) |
Oct07 |
071004 |
18.39 |
18.57 |
18.26 |
18.56 |
+0.06 |
176 |
4,100 |
-13 |
Nov07 |
071004 |
17.21 |
17.60 |
17.14 |
17.57 |
+0.23 |
429 |
4,028 |
+46 |
Dec07 |
071004 |
16.73 |
16.99 |
16.67 |
16.91 |
+0.05 |
346 |
3,658 |
+17 |
Jan08 |
071004 |
16.26 |
16.30 |
16.20 |
16.30 |
+0.04 |
111 |
2,088 |
+3 |
Feb08 |
071004 |
15.85 |
15.90 |
15.85 |
15.90 |
+0.05 |
64 |
2,147 |
-4 |
Total Volume and Open Interest |
1,338 |
30,816 |
+66 |
Cocoa(ICE) |
Dec07 |
071004 |
1881 |
1904 |
1866 |
1875 |
-1 |
17,517 |
64,217 |
-2,668 |
Mar08 |
071004 |
1880 |
1897 |
1866 |
1877 |
+2 |
5,231 |
34,298 |
+1,817 |
May08 |
071004 |
1887 |
1897 |
1870 |
1882 |
unch |
974 |
12,009 |
+18 |
Jul08 |
071004 |
1891 |
1900 |
1889 |
1890 |
-1 |
285 |
4,241 |
-77 |
Sep08 |
071004 |
1903 |
1903 |
1903 |
1903 |
-3 |
252 |
4,026 |
-107 |
Dec08 |
071004 |
1923 |
1927 |
1923 |
1927 |
-1 |
82 |
12,854 |
+40 |
Mar09 |
071004 |
1953 |
1955 |
1953 |
1955 |
+8 |
60 |
828 |
+55 |
Total Volume and Open Interest |
24,401 |
132,475 |
-922 |
Coffee "C"(ICE) |
Dec07 |
071004 |
135.85 |
137.40 |
134.10 |
135.20 |
-0.65 |
21,511 |
106,550 |
+1,507 |
Mar08 |
071004 |
139.00 |
140.90 |
137.80 |
138.80 |
-0.70 |
4,386 |
31,576 |
+484 |
May08 |
071004 |
141.00 |
142.80 |
139.75 |
140.75 |
-0.80 |
1,551 |
9,428 |
+141 |
Jul08 |
071004 |
143.15 |
144.45 |
141.70 |
142.45 |
-0.85 |
629 |
5,338 |
+43 |
Sep08 |
071004 |
144.50 |
145.70 |
143.05 |
143.85 |
-0.85 |
899 |
8,652 |
+150 |
Dec08 |
071004 |
146.10 |
147.10 |
145.05 |
145.45 |
-1.00 |
233 |
5,982 |
-2 |
Total Volume and Open Interest |
29,449 |
173,217 |
+2,377 |
Orange Juice(ICE) |
Nov07 |
071004 |
133.60 |
139.20 |
133.60 |
137.15 |
+2.85 |
4,207 |
12,496 |
+55 |
Jan08 |
071004 |
135.00 |
139.95 |
134.35 |
137.25 |
+3.10 |
1,788 |
10,004 |
+166 |
Mar08 |
071004 |
135.10 |
139.10 |
134.90 |
137.45 |
+3.45 |
1,432 |
4,280 |
+384 |
May08 |
071004 |
139.00 |
139.00 |
137.45 |
137.45 |
+3.45 |
74 |
546 |
-44 |
Jul08 |
071004 |
137.45 |
137.45 |
137.45 |
137.45 |
+3.45 |
5 |
136 |
+0 |
Sep08 |
071004 |
137.45 |
137.45 |
137.45 |
137.45 |
+3.45 |
0 |
119 |
+0 |
Total Volume and Open Interest |
7,511 |
28,466 |
+561 |
Sugar #11(ICE) |
Mar08 |
071004 |
9.81 |
9.94 |
9.77 |
9.79 |
-0.05 |
78,002 |
386,938 |
+2,292 |
May08 |
071004 |
9.87 |
9.97 |
9.83 |
9.84 |
-0.04 |
14,892 |
63,204 |
-1,760 |
Jul08 |
071004 |
9.78 |
9.88 |
9.76 |
9.79 |
unch |
5,195 |
57,906 |
+275 |
Oct08 |
071004 |
10.07 |
10.15 |
10.03 |
10.08 |
+0.03 |
2,889 |
49,858 |
-396 |
Mar09 |
071004 |
10.31 |
10.44 |
10.31 |
10.37 |
+0.04 |
1,990 |
32,756 |
-364 |
Total Volume and Open Interest |
105,122 |
631,727 |
+575 |
London Cocoa(LCE) |
Dec07 |
071004 |
959 |
970 |
949 |
959 |
+8 |
8,306 |
71,796 |
+861 |
Mar08 |
071004 |
974 |
980 |
963 |
970 |
+3 |
4,445 |
43,464 |
-595 |
May08 |
071004 |
975 |
986 |
972 |
978 |
+2 |
527 |
18,927 |
+111 |
Jul08 |
071004 |
986 |
993 |
980 |
986 |
+2 |
770 |
16,867 |
+136 |
Sep08 |
071004 |
994 |
995 |
990 |
995 |
+1 |
336 |
19,568 |
-93 |
Dec08 |
071004 |
1005 |
1007 |
1005 |
1007 |
+1 |
91 |
8,199 |
+64 |
Mar09 |
071004 |
1016 |
1016 |
1016 |
1016 |
+1 |
0 |
117 |
+0 |
Total Volume and Open Interest |
14,475 |
178,948 |
+484 |
London Sugar(LCE) |
Dec07 |
071004 |
276.30 |
277.50 |
274.30 |
274.40 |
-0.60 |
4,473 |
40,740 |
+45 |
Mar08 |
071004 |
282.70 |
284.60 |
281.80 |
281.90 |
-0.10 |
1,026 |
23,225 |
+1 |
May08 |
071004 |
285.20 |
287.00 |
284.40 |
284.80 |
+0.50 |
159 |
7,621 |
+44 |
Aug08 |
071004 |
287.40 |
287.50 |
286.10 |
286.30 |
+0.40 |
178 |
5,990 |
+7 |
Oct08 |
071004 |
292.50 |
292.50 |
292.50 |
292.50 |
+1.40 |
145 |
4,544 |
-38 |
Total Volume and Open Interest |
6,400 |
85,251 |
+129 |
Cotton(ICE) |
Oct07 |
071004 |
60.49 |
60.49 |
60.49 |
60.49 |
+0.06 |
25 |
27 |
+20 |
Dec07 |
071004 |
63.43 |
63.96 |
63.15 |
63.49 |
+0.06 |
22,196 |
142,819 |
-270 |
Mar08 |
071004 |
66.91 |
67.36 |
66.67 |
67.01 |
+0.10 |
5,503 |
56,747 |
+956 |
May08 |
071004 |
68.14 |
68.14 |
68.11 |
68.11 |
unch |
214 |
6,230 |
-65 |
Jul08 |
071004 |
69.10 |
69.21 |
69.10 |
69.21 |
-0.05 |
546 |
7,403 |
-59 |
Oct08 |
071004 |
70.25 |
70.25 |
70.25 |
70.25 |
-0.05 |
0 |
266 |
+0 |
Total Volume and Open Interest |
28,810 |
233,231 |
+619 |
Lumber(CME) |
Nov07 |
071004 |
243.1 |
246.5 |
240.6 |
242.5 |
-0.9 |
453 |
5,003 |
-50 |
Jan08 |
071004 |
265.2 |
268.2 |
262.1 |
262.6 |
-3.2 |
337 |
4,164 |
+86 |
Mar08 |
071004 |
280.9 |
284.8 |
280.3 |
282.8 |
unch |
144 |
440 |
+2 |
May08 |
071004 |
280.0 |
286.8 |
279.9 |
281.5 |
-2.7 |
7 |
68 |
+0 |
Total Volume and Open Interest |
941 |
9,679 |
+38 |
Crude Oil(NYM) |
Nov07 |
071004 |
79.68 |
81.75 |
78.91 |
81.44 |
+1.50 |
227,305 |
312,071 |
-5,898 |
Dec07 |
071004 |
78.70 |
80.91 |
78.10 |
80.64 |
+1.62 |
126,334 |
252,757 |
+9,214 |
Jan08 |
071004 |
77.83 |
80.09 |
77.36 |
79.83 |
+1.73 |
40,637 |
96,096 |
+2,907 |
Feb08 |
071004 |
77.16 |
79.28 |
76.70 |
79.12 |
+1.75 |
18,230 |
45,680 |
-255 |
Mar08 |
071004 |
76.53 |
78.71 |
75.95 |
78.55 |
+1.75 |
13,179 |
45,968 |
+1,403 |
Apr08 |
071004 |
76.01 |
78.13 |
76.01 |
78.08 |
+1.75 |
2,433 |
46,894 |
+471 |
May08 |
071004 |
75.87 |
77.73 |
75.65 |
77.68 |
+1.75 |
1,050 |
44,908 |
-223 |
Jun08 |
071004 |
75.55 |
77.43 |
75.26 |
77.32 |
+1.75 |
6,931 |
54,231 |
-638 |
Jul08 |
071004 |
75.05 |
76.98 |
75.05 |
76.98 |
+1.75 |
168 |
16,716 |
+75 |
Aug08 |
071004 |
76.67 |
76.67 |
76.67 |
76.67 |
+1.75 |
796 |
11,521 |
+193 |
Sep08 |
071004 |
74.47 |
76.40 |
74.47 |
76.40 |
+1.75 |
433 |
36,702 |
-209 |
Oct08 |
071004 |
76.14 |
76.14 |
76.14 |
76.14 |
+1.75 |
557 |
22,526 |
+265 |
Nov08 |
071004 |
74.83 |
75.89 |
74.83 |
75.89 |
+1.75 |
540 |
15,113 |
-67 |
Dec08 |
071004 |
73.83 |
76.00 |
73.56 |
75.65 |
+1.75 |
10,233 |
155,503 |
-1,365 |
Jan09 |
071004 |
75.41 |
75.41 |
75.41 |
75.41 |
+1.75 |
1,042 |
23,386 |
+403 |
Feb09 |
071004 |
75.20 |
75.20 |
75.20 |
75.20 |
+1.75 |
175 |
15,562 |
+36 |
Total Volume and Open Interest |
454,476 |
1,432,405 |
+6,361 |
e-miNY Crude Oil(NYM) |
Oct07 |
070919 |
82.200 |
82.525 |
80.875 |
81.925 |
+0.425 |
|
|
|
Nov07 |
071004 |
79.850 |
81.750 |
78.900 |
81.450 |
+1.500 |
|
|
|
Dec07 |
071004 |
78.800 |
80.925 |
78.200 |
80.650 |
+1.625 |
|
|
|
Jan08 |
071004 |
77.500 |
79.825 |
77.500 |
79.825 |
+1.725 |
|
|
|
Feb08 |
071004 |
79.125 |
79.125 |
79.125 |
79.125 |
+1.750 |
|
|
|
Mar08 |
071004 |
78.550 |
78.550 |
78.550 |
78.550 |
+1.750 |
|
|
|
Apr08 |
071004 |
78.075 |
78.075 |
78.075 |
78.075 |
+1.750 |
|
|
|
May08 |
071004 |
77.675 |
77.675 |
77.675 |
77.675 |
+1.750 |
|
|
|
Jun08 |
071004 |
77.325 |
77.325 |
77.325 |
77.325 |
+1.750 |
|
|
|
Jul08 |
071004 |
76.975 |
76.975 |
76.975 |
76.975 |
+1.750 |
|
|
|
Total Volume and Open Interest |
17,066 |
11,548 |
+1,803 |
Heating Oil(NYM) |
Nov07 |
071004 |
216.90 |
224.25 |
215.52 |
223.13 |
+5.26 |
36,567 |
83,940 |
-3,259 |
Dec07 |
071004 |
218.75 |
225.70 |
217.46 |
224.63 |
+5.01 |
18,605 |
56,073 |
+1,009 |
Jan08 |
071004 |
220.00 |
226.62 |
218.91 |
225.88 |
+4.86 |
8,728 |
29,771 |
+75 |
Feb08 |
071004 |
219.30 |
225.62 |
218.39 |
225.18 |
+4.81 |
3,288 |
15,148 |
+4 |
Mar08 |
071004 |
217.11 |
223.66 |
216.72 |
222.83 |
+4.71 |
1,826 |
7,857 |
+283 |
Apr08 |
071004 |
213.00 |
219.17 |
213.00 |
219.03 |
+4.61 |
728 |
7,026 |
+1 |
May08 |
071004 |
209.58 |
215.28 |
209.00 |
215.28 |
+4.51 |
298 |
3,114 |
+25 |
Jun08 |
071004 |
207.00 |
213.23 |
207.00 |
213.23 |
+4.46 |
892 |
12,162 |
+227 |
Jul08 |
071004 |
207.00 |
212.68 |
207.00 |
212.68 |
+4.46 |
81 |
2,068 |
+49 |
Aug08 |
071004 |
207.50 |
212.98 |
207.50 |
212.98 |
+4.46 |
15 |
676 |
+0 |
Sep08 |
071004 |
208.78 |
214.23 |
208.78 |
214.23 |
+4.46 |
7 |
992 |
+2 |
Oct08 |
071004 |
215.88 |
215.88 |
215.88 |
215.88 |
+4.46 |
2 |
576 |
+2 |
Total Volume and Open Interest |
71,296 |
223,908 |
-1,519 |
Gasoline(NYMEX) |
Nov07 |
071004 |
199.45 |
205.99 |
198.25 |
205.22 |
+5.63 |
35,376 |
87,318 |
-103 |
Dec07 |
071004 |
199.15 |
206.24 |
198.90 |
205.72 |
+5.48 |
13,607 |
31,525 |
+985 |
Jan08 |
071004 |
201.96 |
207.61 |
200.53 |
207.22 |
+5.43 |
6,162 |
19,447 |
-185 |
Feb08 |
071004 |
202.95 |
208.90 |
202.95 |
208.72 |
+5.23 |
2,554 |
10,094 |
+392 |
Mar08 |
071004 |
204.22 |
210.50 |
203.79 |
210.22 |
+5.03 |
2,934 |
10,957 |
+190 |
Apr08 |
071004 |
216.89 |
223.32 |
216.89 |
223.32 |
+4.83 |
1,844 |
10,969 |
-106 |
May08 |
071004 |
218.05 |
223.62 |
218.05 |
223.62 |
+4.43 |
300 |
4,946 |
+139 |
Jun08 |
071004 |
218.00 |
223.07 |
218.00 |
223.02 |
+4.33 |
185 |
5,762 |
-58 |
Jul08 |
071004 |
218.10 |
221.42 |
218.10 |
221.42 |
+4.23 |
25 |
2,073 |
+1 |
Aug08 |
071004 |
213.25 |
218.92 |
213.25 |
218.92 |
+4.13 |
13 |
759 |
+0 |
Total Volume and Open Interest |
63,280 |
191,015 |
+1,347 |
e-miNY RBOB Gasoline(NYM) |
Nov07 |
071004 |
201.50 |
205.22 |
201.50 |
205.22 |
+5.63 |
4 |
3 |
+0 |
Dec07 |
071004 |
205.72 |
205.72 |
205.72 |
205.72 |
+5.48 |
0 |
2 |
+0 |
Jan08 |
071004 |
207.22 |
207.22 |
207.22 |
207.22 |
+5.43 |
|
|
|
Feb08 |
071004 |
208.72 |
208.72 |
208.72 |
208.72 |
+5.23 |
|
|
|
Total Volume and Open Interest |
4 |
5 |
+0 |
Natural Gas(NYM) |
Nov07 |
071004 |
7.240 |
7.431 |
7.150 |
7.412 |
+0.135 |
59,219 |
124,442 |
-3,406 |
Dec07 |
071004 |
7.880 |
8.046 |
7.800 |
8.027 |
+0.112 |
18,586 |
59,870 |
-1,374 |
Jan08 |
071004 |
8.220 |
8.370 |
8.160 |
8.355 |
+0.100 |
10,777 |
59,642 |
-47 |
Feb08 |
071004 |
8.250 |
8.387 |
8.184 |
8.375 |
+0.090 |
2,675 |
32,949 |
+46 |
Mar08 |
071004 |
8.074 |
8.207 |
8.016 |
8.193 |
+0.096 |
4,063 |
43,977 |
-1,189 |
Apr08 |
071004 |
7.690 |
7.785 |
7.655 |
7.773 |
+0.076 |
2,163 |
37,784 |
-413 |
May08 |
071004 |
7.701 |
7.801 |
7.690 |
7.793 |
+0.074 |
795 |
28,870 |
+148 |
Jun08 |
071004 |
7.777 |
7.869 |
7.770 |
7.858 |
+0.072 |
467 |
18,052 |
-45 |
Jul08 |
071004 |
7.855 |
7.948 |
7.835 |
7.933 |
+0.069 |
114 |
12,873 |
+12 |
Aug08 |
071004 |
7.920 |
8.010 |
7.900 |
7.990 |
+0.066 |
130 |
11,471 |
+8 |
Sep08 |
071004 |
7.923 |
8.030 |
7.920 |
8.005 |
+0.064 |
341 |
9,674 |
+14 |
Oct08 |
071004 |
8.003 |
8.090 |
8.000 |
8.075 |
+0.061 |
502 |
34,866 |
+197 |
Nov08 |
071004 |
8.410 |
8.478 |
8.410 |
8.450 |
+0.046 |
40 |
20,140 |
+12 |
Dec08 |
071004 |
8.780 |
8.828 |
8.780 |
8.817 |
+0.028 |
734 |
14,097 |
+71 |
Jan09 |
071004 |
9.015 |
9.083 |
9.015 |
9.070 |
+0.026 |
586 |
32,980 |
+177 |
Feb09 |
071004 |
9.035 |
9.079 |
9.035 |
9.067 |
+0.026 |
245 |
4,579 |
+167 |
Total Volume and Open Interest |
102,206 |
752,638 |
-5,768 |
Brent Crude Oil(ICE) |
Nov07 |
071004 |
76.90 |
79.28 |
76.56 |
78.97 |
+1.78 |
90,710 |
82,492 |
-12,723 |
Dec07 |
071004 |
76.60 |
78.98 |
76.24 |
78.70 |
+1.87 |
91,579 |
185,842 |
+6,009 |
Jan08 |
071004 |
76.37 |
78.75 |
76.06 |
78.52 |
+1.91 |
44,228 |
82,723 |
+10,919 |
Feb08 |
071004 |
76.25 |
78.44 |
75.91 |
78.29 |
+1.93 |
13,134 |
28,721 |
+1,136 |
Mar08 |
071004 |
76.01 |
78.12 |
75.80 |
78.04 |
+1.92 |
3,930 |
19,737 |
+286 |
Apr08 |
071004 |
75.72 |
77.81 |
75.58 |
77.81 |
+1.90 |
1,212 |
15,033 |
+86 |
May08 |
071004 |
75.49 |
77.58 |
75.49 |
77.58 |
+1.89 |
848 |
11,561 |
-54 |
Jun08 |
071004 |
75.24 |
77.37 |
75.03 |
77.37 |
+1.88 |
3,664 |
34,626 |
+267 |
Jul08 |
071004 |
77.17 |
77.17 |
77.17 |
77.17 |
+1.87 |
83 |
6,423 |
+49 |
Aug08 |
071004 |
76.94 |
76.94 |
76.94 |
76.94 |
+1.86 |
0 |
3,804 |
+0 |
Sep08 |
071004 |
76.72 |
76.72 |
76.72 |
76.72 |
+1.85 |
0 |
3,668 |
+0 |
Oct08 |
071004 |
76.49 |
76.49 |
76.49 |
76.49 |
+1.82 |
0 |
4,711 |
+0 |
Nov08 |
071004 |
76.27 |
76.27 |
76.27 |
76.27 |
+1.80 |
0 |
10,887 |
+0 |
Dec08 |
071004 |
74.10 |
76.05 |
73.88 |
76.05 |
+1.78 |
6,017 |
54,991 |
+602 |
Total Volume and Open Interest |
255,950 |
646,105 |
+6,647 |
Gas Oil(ICE) |
Oct07 |
071004 |
675.75 |
696.25 |
672.75 |
679.00 |
+0.25 |
38,461 |
51,312 |
-7,061 |
Nov07 |
071004 |
676.50 |
696.50 |
673.00 |
679.50 |
+0.25 |
46,658 |
92,292 |
-5,053 |
Dec07 |
071004 |
676.75 |
696.50 |
673.75 |
680.00 |
+0.50 |
21,170 |
62,273 |
+1,205 |
Jan08 |
071004 |
682.75 |
699.00 |
678.00 |
684.25 |
+0.50 |
12,278 |
42,816 |
+3,654 |
Feb08 |
071004 |
678.00 |
695.00 |
675.00 |
680.50 |
+0.50 |
1,963 |
21,425 |
+400 |
Mar08 |
071004 |
670.00 |
686.25 |
669.75 |
674.25 |
unch |
421 |
11,209 |
-512 |
Apr08 |
071004 |
662.00 |
678.25 |
662.00 |
667.00 |
unch |
645 |
7,818 |
+259 |
May08 |
071004 |
654.75 |
670.50 |
654.75 |
659.75 |
unch |
344 |
11,009 |
+251 |
Jun08 |
071004 |
653.00 |
669.00 |
651.00 |
656.00 |
unch |
3,730 |
32,561 |
+354 |
Jul08 |
071004 |
656.75 |
663.00 |
656.75 |
663.00 |
+6.50 |
40 |
4,586 |
+40 |
Total Volume and Open Interest |
157,185 |
356,665 |
-12,034 |
Ethanol(CBOT) |
Oct07 |
071003 |
1.585 |
1.585 |
1.560 |
1.565 |
-0.020 |
13 |
56 |
-12 |
Nov07 |
071004 |
1.572 |
1.572 |
1.572 |
1.572 |
+0.002 |
0 |
71 |
+0 |
Dec07 |
071004 |
1.573 |
1.573 |
1.573 |
1.573 |
-0.002 |
0 |
161 |
+2 |
Jan08 |
071004 |
1.585 |
1.585 |
1.585 |
1.585 |
+0.010 |
0 |
144 |
+0 |
Feb08 |
071004 |
1.585 |
1.585 |
1.585 |
1.585 |
+0.005 |
0 |
126 |
+0 |
Mar08 |
071004 |
1.585 |
1.585 |
1.585 |
1.585 |
+0.005 |
0 |
171 |
+0 |
Apr08 |
071004 |
1.585 |
1.585 |
1.585 |
1.585 |
+0.005 |
0 |
84 |
+0 |
May08 |
071004 |
1.600 |
1.600 |
1.600 |
1.600 |
+0.020 |
0 |
76 |
+0 |
Total Volume and Open Interest |
4 |
1,291 |
-55 |
WTI Crude Oil(ICE) |
Nov07 |
071004 |
79.60 |
81.75 |
78.90 |
81.44 |
+1.50 |
90,326 |
102,523 |
-5,744 |
Dec07 |
071004 |
78.75 |
80.91 |
78.09 |
80.64 |
+1.62 |
68,075 |
108,169 |
-4,166 |
Jan08 |
071004 |
78.01 |
80.05 |
77.34 |
79.83 |
+1.73 |
19,006 |
35,320 |
+54 |
Feb08 |
071004 |
77.30 |
79.29 |
76.73 |
79.12 |
+1.75 |
5,306 |
18,785 |
-28 |
Mar08 |
071004 |
76.59 |
78.64 |
76.26 |
78.55 |
+1.75 |
1,756 |
15,778 |
-11 |
Apr08 |
071004 |
76.00 |
78.08 |
76.00 |
78.08 |
+1.75 |
700 |
9,012 |
-6 |
May08 |
071004 |
77.68 |
77.68 |
77.68 |
77.68 |
+1.75 |
422 |
5,628 |
+142 |
Jun08 |
071004 |
75.42 |
77.50 |
75.18 |
77.32 |
+1.75 |
2,460 |
42,355 |
+213 |
Jul08 |
071004 |
76.98 |
76.98 |
76.98 |
76.98 |
+1.75 |
216 |
4,750 |
-125 |
Aug08 |
071004 |
76.67 |
76.67 |
76.67 |
76.67 |
+1.75 |
6 |
1,131 |
+0 |
Sep08 |
071004 |
76.40 |
76.40 |
76.40 |
76.40 |
+1.75 |
313 |
10,302 |
-16 |
Oct08 |
071004 |
76.14 |
76.14 |
76.14 |
76.14 |
+1.75 |
50 |
3,814 |
-50 |
Nov08 |
071004 |
75.89 |
75.89 |
75.89 |
75.89 |
+1.75 |
0 |
1,443 |
+0 |
Dec08 |
071004 |
73.83 |
75.70 |
73.56 |
75.65 |
+1.75 |
9,337 |
83,628 |
+531 |
Jan09 |
071004 |
75.41 |
75.41 |
75.41 |
75.41 |
+1.75 |
300 |
1,630 |
+300 |
Feb09 |
071004 |
75.20 |
75.20 |
75.20 |
75.20 |
+1.75 |
0 |
1,450 |
+0 |
Total Volume and Open Interest |
201,602 |
549,831 |
-9,066 |
US Dollar Index(ICE) |
Dec07 |
071004 |
78.600 |
78.650 |
78.220 |
78.380 |
-0.080 |
1,623 |
37,188 |
-131 |
Mar08 |
071004 |
78.360 |
78.360 |
78.310 |
78.310 |
-0.080 |
9 |
2,824 |
+2 |
Jun08 |
071004 |
78.280 |
78.280 |
78.280 |
78.280 |
-0.080 |
2 |
435 |
+2 |
Total Volume and Open Interest |
1,634 |
40,447 |
-127 |
Australian Dollar(CME) |
Dec07 |
071004 |
87.97 |
88.73 |
87.68 |
88.45 |
+0.49 |
42,480 |
101,524 |
+4,456 |
Mar08 |
071004 |
87.41 |
88.28 |
87.37 |
88.02 |
+0.49 |
41 |
194 |
+1 |
Jun08 |
071004 |
87.50 |
87.64 |
86.94 |
87.50 |
+0.49 |
0 |
285 |
+0 |
Total Volume and Open Interest |
42,521 |
102,013 |
+4,457 |
British Pound(CME) |
Dec07 |
071004 |
202.89 |
204.00 |
202.47 |
203.46 |
+0.58 |
62,935 |
104,514 |
+6,784 |
Mar08 |
071004 |
202.56 |
203.45 |
202.04 |
202.96 |
+0.58 |
37 |
833 |
+0 |
Jun08 |
071004 |
202.44 |
202.73 |
201.62 |
202.44 |
+0.58 |
0 |
16 |
+0 |
Total Volume and Open Interest |
62,978 |
105,373 |
+6,784 |
Canadian Dollar(CME) |
Dec07 |
071004 |
100.25 |
100.44 |
99.90 |
100.40 |
+0.04 |
33,673 |
145,472 |
+4,251 |
Mar08 |
071004 |
100.19 |
100.47 |
99.99 |
100.45 |
+0.04 |
144 |
1,726 |
+40 |
Jun08 |
071004 |
100.34 |
100.48 |
100.20 |
100.48 |
+0.04 |
13 |
717 |
+13 |
Sep08 |
071004 |
100.45 |
100.51 |
100.22 |
100.51 |
+0.04 |
517 |
890 |
+467 |
Total Volume and Open Interest |
34,359 |
148,976 |
+4,783 |
Japanese Yen(CME) |
Dec07 |
071004 |
86.38 |
86.75 |
86.36 |
86.57 |
+0.11 |
140,328 |
198,186 |
+26,551 |
Mar08 |
071004 |
87.25 |
87.59 |
87.25 |
87.43 |
+0.12 |
166 |
8,620 |
-75 |
Jun08 |
071004 |
88.25 |
88.32 |
88.16 |
88.25 |
+0.12 |
10 |
16,338 |
+3 |
Total Volume and Open Interest |
140,504 |
223,539 |
+26,479 |
Swiss Franc(CME) |
Dec07 |
071004 |
85.17 |
85.62 |
85.05 |
85.48 |
+0.24 |
46,605 |
77,045 |
+1,594 |
Mar08 |
071004 |
85.63 |
86.08 |
85.56 |
85.94 |
+0.24 |
7 |
152 |
-5 |
Jun08 |
071004 |
86.33 |
86.33 |
85.99 |
86.33 |
+0.25 |
0 |
3 |
+0 |
Total Volume and Open Interest |
46,612 |
77,206 |
+1,589 |
EuroFX(CME) |
Dec07 |
071004 |
141.11 |
141.70 |
140.87 |
141.37 |
+0.11 |
161,489 |
208,935 |
-3,996 |
Mar08 |
071004 |
141.36 |
141.84 |
141.02 |
141.49 |
+0.11 |
268 |
1,321 |
-111 |
Jun08 |
071004 |
141.58 |
141.88 |
141.16 |
141.58 |
+0.12 |
1 |
130 |
-1 |
Total Volume and Open Interest |
161,758 |
210,453 |
-4,108 |
Mexican Peso(CME) |
Oct07 |
071004 |
918.2 |
918.2 |
918.2 |
918.2 |
+2.8 |
0 |
69 |
+0 |
Nov07 |
071004 |
916.2 |
916.2 |
916.2 |
916.2 |
+2.8 |
0 |
86 |
+0 |
Total Volume and Open Interest |
19,517 |
74,791 |
+1,166 |
Brazilian Real(CME) |
Nov07 |
071004 |
546.50 |
546.50 |
541.90 |
546.50 |
+4.60 |
|
|
|
Dec07 |
071004 |
543.20 |
545.00 |
540.70 |
545.00 |
+4.60 |
164 |
7,090 |
+163 |
Jan08 |
071004 |
543.50 |
543.50 |
538.90 |
543.50 |
+4.60 |
|
|
|
Feb08 |
071004 |
541.30 |
541.30 |
536.80 |
541.30 |
+4.50 |
|
|
|
Total Volume and Open Interest |
164 |
7,090 |
+163 |
30-Year T-Bonds(CBOT) |
Dec07 |
071004 |
111~200 |
112~070 |
111~150 |
112~030 |
+0~080 |
293,488 |
914,980 |
-8,089 |
Mar08 |
071004 |
111~250 |
112~010 |
111~230 |
112~010 |
+0~080 |
83 |
1,785 |
+36 |
Jun08 |
071004 |
111~300 |
111~300 |
111~300 |
111~300 |
+0~080 |
0 |
282 |
+45 |
Total Volume and Open Interest |
293,616 |
917,071 |
-8,008 |
10-Year T-Notes(CBOT) |
Dec07 |
071004 |
109~105 |
109~225 |
109~070 |
109~200 |
+0~050 |
1,125,660 |
2,307,596 |
-2,631 |
Mar08 |
071004 |
109~000 |
109~070 |
109~000 |
109~060 |
+0~055 |
21,518 |
95,543 |
+15,436 |
Jun08 |
071004 |
108~160 |
108~300 |
108~160 |
108~270 |
+0~010 |
0 |
14 |
+0 |
Total Volume and Open Interest |
1,147,178 |
2,403,153 |
+12,805 |
5-Year T-Notes(CBOT) |
Dec07 |
071004 |
106~116 |
107~020 |
106~108 |
107~014 |
+0~012 |
459,266 |
0 |
+0 |
Mar08 |
071004 |
106~094 |
106~124 |
106~094 |
106~124 |
+0~012 |
61 |
760 |
+61 |
Jun08 |
071004 |
106~124 |
106~124 |
106~124 |
106~124 |
+0~012 |
|
|
|
Total Volume and Open Interest |
498,337 |
1,634,808 |
+18,741 |
2 Year T-Notes(CBOT) |
Dec07 |
071004 |
103~051 |
103~066 |
103~046 |
103~060 |
+0~002 |
157,645 |
914,679 |
+5,771 |
Total Volume and Open Interest |
157,645 |
914,679 |
+5,771 |
Eurodollars(CME) |
Dec07 |
071004 |
95.030 |
95.060 |
95.010 |
95.045 |
unch |
261,146 |
1,543,488 |
-334 |
Mar08 |
071004 |
95.350 |
95.390 |
95.330 |
95.375 |
-0.005 |
280,787 |
1,452,115 |
-30,394 |
Jun08 |
071004 |
95.525 |
95.570 |
95.495 |
95.555 |
unch |
269,989 |
1,336,326 |
-10,582 |
Sep08 |
071004 |
95.595 |
95.655 |
95.575 |
95.640 |
unch |
267,955 |
1,218,370 |
-13,384 |
Dec08 |
071004 |
95.600 |
95.660 |
95.575 |
95.645 |
+0.005 |
305,675 |
1,266,425 |
+1,305 |
Mar09 |
071004 |
95.545 |
95.605 |
95.520 |
95.595 |
+0.015 |
143,828 |
779,571 |
+14,246 |
Jun09 |
071004 |
95.445 |
95.510 |
95.425 |
95.500 |
+0.020 |
102,106 |
510,944 |
+18 |
Sep09 |
071004 |
95.350 |
95.415 |
95.335 |
95.400 |
+0.010 |
71,210 |
391,058 |
-3,018 |
Dec09 |
071004 |
95.290 |
95.320 |
95.255 |
95.305 |
unch |
33,899 |
267,572 |
+2,727 |
Mar10 |
071004 |
95.205 |
95.250 |
95.185 |
95.235 |
-0.005 |
16,972 |
180,145 |
+979 |
Jun10 |
071004 |
95.140 |
95.180 |
95.115 |
95.165 |
-0.005 |
12,613 |
137,425 |
-252 |
Sep10 |
071004 |
95.075 |
95.115 |
95.055 |
95.105 |
unch |
11,577 |
121,475 |
-59 |
Dec10 |
071004 |
95.005 |
95.045 |
94.985 |
95.035 |
unch |
5,119 |
103,212 |
-139 |
Mar11 |
071004 |
94.940 |
94.995 |
94.940 |
94.985 |
unch |
2,894 |
88,680 |
-660 |
Jun11 |
071004 |
94.880 |
94.945 |
94.880 |
94.930 |
+0.005 |
2,276 |
88,167 |
-453 |
Sep11 |
071004 |
94.830 |
94.885 |
94.820 |
94.875 |
+0.005 |
2,406 |
76,876 |
-790 |
Dec11 |
071004 |
94.765 |
94.835 |
94.765 |
94.820 |
+0.010 |
1,550 |
54,978 |
-714 |
Mar12 |
071004 |
94.720 |
94.790 |
94.720 |
94.780 |
+0.010 |
3,433 |
43,828 |
+43,828 |
Total Volume and Open Interest |
149,175 |
10,025,704 |
+27,784 |
30 Day Federal Funds(CBOT) |
Oct07 |
071004 |
95.265 |
95.270 |
95.265 |
95.270 |
+0.005 |
133 |
73,703 |
-8,826 |
Nov07 |
071004 |
95.425 |
95.430 |
95.425 |
95.430 |
unch |
761 |
111,675 |
+10,174 |
Dec07 |
071004 |
95.540 |
95.540 |
95.540 |
95.540 |
-0.010 |
240 |
55,259 |
-1,131 |
Jan08 |
071004 |
95.605 |
95.605 |
95.600 |
95.600 |
-0.005 |
330 |
42,843 |
+195 |
Feb08 |
071004 |
95.680 |
95.680 |
95.675 |
95.675 |
-0.020 |
340 |
26,616 |
+2,554 |
Mar08 |
071004 |
95.695 |
95.695 |
95.695 |
95.695 |
-0.025 |
210 |
3,703 |
+312 |
Total Volume and Open Interest |
2,014 |
320,935 |
+4,147 |
30 Day Fed Funds(e-CBOT) |
Oct07 |
071004 |
95.265 |
95.275 |
95.260 |
95.270 |
+0.010 |
19,415 |
0 |
+0 |
Nov07 |
071004 |
95.415 |
95.435 |
95.410 |
95.425 |
+0.010 |
38,467 |
0 |
+0 |
Dec07 |
071004 |
95.535 |
95.550 |
95.525 |
95.535 |
unch |
9,095 |
0 |
+0 |
Jan08 |
071004 |
95.590 |
95.610 |
95.585 |
95.595 |
+0.005 |
8,135 |
0 |
+0 |
Feb08 |
071004 |
95.675 |
95.690 |
95.665 |
95.665 |
-0.015 |
7,466 |
0 |
+0 |
Mar08 |
071004 |
95.700 |
95.700 |
95.685 |
95.690 |
-0.010 |
1,191 |
0 |
+0 |
Total Volume and Open Interest |
84,978 |
|
|
3-Mth Euro-Yen(CME) |
Dec07 |
071004 |
99.135 |
99.135 |
99.125 |
99.135 |
unch |
1,844 |
17,529 |
+623 |
Mar08 |
071004 |
99.100 |
99.100 |
99.080 |
99.095 |
-0.005 |
860 |
6,941 |
-300 |
Jun08 |
071004 |
99.060 |
99.060 |
99.060 |
99.060 |
unch |
195 |
3,667 |
-150 |
Sep08 |
071004 |
98.995 |
98.995 |
98.990 |
98.995 |
unch |
250 |
4,337 |
+332 |
Dec08 |
071004 |
98.910 |
98.910 |
98.910 |
98.910 |
unch |
20 |
2,115 |
-41 |
Mar09 |
071004 |
98.830 |
98.830 |
98.830 |
98.830 |
unch |
0 |
435 |
+8 |
Jun09 |
071004 |
98.755 |
98.755 |
98.755 |
98.755 |
unch |
0 |
100 |
+0 |
Sep09 |
071004 |
98.670 |
98.670 |
98.670 |
98.670 |
unch |
|
|
|
Dec09 |
071004 |
98.590 |
98.605 |
98.590 |
98.590 |
-0.015 |
|
|
|
Mar10 |
071004 |
98.525 |
98.540 |
98.525 |
98.525 |
-0.015 |
|
|
|
Total Volume and Open Interest |
3,471 |
35,124 |
+472 |
3-Mth Euro-Yen(SGX) |
Dec07 |
071004 |
99.14 |
99.14 |
99.12 |
99.13 |
-0.01 |
3,365 |
64,063 |
+1,173 |
Mar08 |
071004 |
99.10 |
99.11 |
99.09 |
99.10 |
-0.01 |
962 |
41,776 |
-115 |
Jun08 |
071004 |
99.07 |
99.07 |
99.05 |
99.06 |
-0.01 |
1,450 |
17,231 |
-370 |
Sep08 |
071004 |
98.99 |
98.99 |
98.99 |
98.99 |
-0.01 |
873 |
18,936 |
+737 |
Dec08 |
071004 |
98.91 |
98.91 |
98.90 |
98.91 |
-0.01 |
1,322 |
9,948 |
+645 |
Mar09 |
071004 |
98.83 |
98.83 |
98.82 |
98.83 |
-0.01 |
100 |
4,917 |
-33 |
Jun09 |
071004 |
98.75 |
98.75 |
98.75 |
98.75 |
-0.01 |
0 |
1,186 |
+0 |
Sep09 |
071004 |
98.67 |
98.67 |
98.67 |
98.67 |
-0.01 |
0 |
200 |
+0 |
Total Volume and Open Interest |
8,072 |
160,707 |
+2,037 |
Japanese Gov't Bonds(SGX) |
Dec07 |
071004 |
134.91 |
134.94 |
134.57 |
134.63 |
-0.43 |
3,259 |
36,874 |
+499 |
Mar08 |
071004 |
134.63 |
134.63 |
134.63 |
134.63 |
-0.43 |
|
|
|
Jun08 |
071004 |
134.63 |
134.63 |
134.63 |
134.63 |
-0.43 |
|
|
|
Total Volume and Open Interest |
3,259 |
36,874 |
+499 |
Euro-Bund(EUREX) |
Dec07 |
071004 |
112.57 |
113.06 |
112.48 |
112.88 |
+0.31 |
1,039,878 |
1,418,590 |
-21,082 |
Mar08 |
071004 |
112.95 |
113.44 |
112.95 |
113.30 |
+0.31 |
539 |
1,787 |
+16 |
Jun08 |
071004 |
113.28 |
113.28 |
113.28 |
113.28 |
+0.21 |
|
|
|
Total Volume and Open Interest |
1,040,417 |
1,420,377 |
-21,066 |
Euro-Bobl(EUREX) |
Dec07 |
071004 |
107.66 |
108.01 |
107.61 |
107.85 |
+0.18 |
428,999 |
1,095,892 |
-32,062 |
Mar08 |
071004 |
107.88 |
108.01 |
107.88 |
108.01 |
+0.19 |
607 |
10,862 |
+550 |
Jun08 |
071004 |
108.31 |
108.31 |
108.31 |
108.31 |
+0.18 |
|
|
|
Total Volume and Open Interest |
429,606 |
1,106,754 |
-31,512 |
3-Mth Euribor(EUREX) |
Dec07 |
071004 |
95.385 |
95.410 |
95.385 |
95.410 |
+0.025 |
251 |
25,839 |
-191 |
Mar08 |
071004 |
95.615 |
95.650 |
95.605 |
95.645 |
+0.025 |
55 |
12,047 |
-55 |
Jun08 |
071004 |
95.710 |
95.735 |
95.700 |
95.730 |
+0.020 |
80 |
5,094 |
-20 |
Total Volume and Open Interest |
521 |
51,376 |
-316 |
Long Gilt(LIFFE) |
Dec07 |
071004 |
107~07 |
107~15 |
107~06 |
107~11 |
+0~05 |
113,563 |
329,040 |
+15,599 |
Mar08 |
071004 |
107~13 |
107~13 |
107~13 |
107~13 |
+0~05 |
|
|
|
Total Volume and Open Interest |
113,563 |
329,040 |
+15,599 |
3-Mth Short Sterling(LIFFE) |
Dec07 |
071004 |
93.97 |
94.00 |
93.91 |
93.94 |
-0.03 |
86,737 |
498,950 |
-11,807 |
Mar08 |
071004 |
94.29 |
94.31 |
94.21 |
94.24 |
-0.04 |
65,219 |
530,012 |
-2,005 |
Jun08 |
071004 |
94.44 |
94.47 |
94.37 |
94.40 |
-0.04 |
67,492 |
492,607 |
-3,800 |
Sep08 |
071004 |
94.52 |
94.56 |
94.45 |
94.49 |
-0.03 |
64,482 |
345,794 |
+2,577 |
Dec08 |
071004 |
94.59 |
94.59 |
94.49 |
94.53 |
-0.03 |
64,543 |
304,289 |
+10,046 |
Mar09 |
071004 |
94.56 |
94.60 |
94.50 |
94.53 |
-0.03 |
28,675 |
213,999 |
-4,534 |
Total Volume and Open Interest |
408,856 |
2,685,332 |
-15,286 |
3-Mth Euribor(LIFFE) |
Dec07 |
071004 |
95.380 |
95.415 |
95.380 |
95.410 |
+0.030 |
112,763 |
876,974 |
+5,294 |
Mar08 |
071004 |
95.610 |
95.665 |
95.600 |
95.640 |
+0.025 |
100,625 |
626,520 |
+1,663 |
Jun08 |
071004 |
95.715 |
95.770 |
95.690 |
95.730 |
+0.025 |
141,861 |
440,344 |
+440 |
Total Volume and Open Interest |
697,625 |
3,567,039 |
-953 |
3-Mth Aus T-Bills(SFE) |
Dec07 |
071004 |
93.01 |
93.01 |
92.97 |
93.01 |
-0.01 |
19,990 |
383,145 |
-3,296 |
Mar08 |
071004 |
92.94 |
92.95 |
92.89 |
92.95 |
unch |
21,786 |
212,863 |
+6,432 |
Jun08 |
071004 |
92.93 |
92.94 |
92.87 |
92.93 |
-0.01 |
6,293 |
110,191 |
-951 |
Sep08 |
071004 |
92.95 |
92.96 |
92.90 |
92.95 |
-0.01 |
6,025 |
73,122 |
+275 |
Dec08 |
071004 |
92.99 |
93.00 |
92.97 |
92.99 |
-0.01 |
1,073 |
45,080 |
-1,323 |
Mar09 |
071004 |
93.01 |
93.02 |
92.98 |
93.01 |
-0.01 |
1,816 |
36,675 |
-977 |
Jun09 |
071004 |
93.02 |
93.03 |
92.99 |
93.02 |
-0.01 |
1,566 |
26,632 |
+369 |
Sep09 |
071004 |
93.01 |
93.04 |
92.99 |
93.02 |
unch |
90 |
5,482 |
+67 |
Dec09 |
071004 |
93.01 |
93.01 |
93.01 |
93.01 |
unch |
1 |
615 |
-2 |
Mar10 |
071004 |
93.01 |
93.01 |
93.01 |
93.01 |
unch |
0 |
171 |
+0 |
Total Volume and Open Interest |
58,640 |
893,989 |
+594 |
10-Year Aus T-Bonds(SFE) |
Dec07 |
071004 |
93.84 |
93.86 |
93.78 |
93.83 |
-0.01 |
55,841 |
461,329 |
-411 |
Mar08 |
071004 |
93.83 |
93.83 |
93.83 |
93.83 |
-0.01 |
|
|
|
Total Volume and Open Interest |
55,841 |
461,329 |
-411 |
3-Year Aus T-Bonds(SFE) |
Dec07 |
071004 |
93.52 |
93.54 |
93.46 |
93.51 |
0.00 |
91,124 |
642,644 |
+22,119 |
Mar08 |
071004 |
93.51 |
93.51 |
93.51 |
93.51 |
0.00 |
|
|
|
Total Volume and Open Interest |
91,124 |
642,644 |
+22,119 |
Gold(CMX) |
Oct07 |
071004 |
725.1 |
737.8 |
724.3 |
737.8 |
+8.5 |
61 |
613 |
-61 |
Dec07 |
071004 |
734.8 |
744.7 |
726.3 |
743.8 |
+8.1 |
86,469 |
294,720 |
-448 |
Feb08 |
071004 |
740.8 |
750.6 |
733.3 |
750.1 |
+8.1 |
2,307 |
27,330 |
+1,678 |
Apr08 |
071004 |
747.2 |
756.1 |
738.5 |
756.0 |
+8.2 |
1,195 |
22,289 |
+281 |
Jun08 |
071004 |
752.4 |
761.9 |
746.5 |
761.9 |
+8.3 |
820 |
19,309 |
+460 |
Aug08 |
071004 |
758.0 |
767.6 |
755.7 |
767.6 |
+8.4 |
864 |
17,481 |
+695 |
Oct08 |
071004 |
773.2 |
773.2 |
773.2 |
773.2 |
+8.4 |
469 |
3,140 |
+409 |
Dec08 |
071004 |
764.3 |
778.8 |
762.4 |
778.8 |
+8.4 |
822 |
15,500 |
-199 |
Feb09 |
071004 |
784.7 |
784.7 |
784.7 |
784.7 |
+8.5 |
650 |
15,352 |
+575 |
Apr09 |
071004 |
790.3 |
790.3 |
790.3 |
790.3 |
+8.6 |
500 |
2,044 |
+0 |
Jun09 |
071004 |
796.2 |
796.2 |
796.2 |
796.2 |
+8.7 |
550 |
12,631 |
+500 |
Aug09 |
071004 |
802.1 |
802.1 |
802.1 |
802.1 |
+8.7 |
|
|
|
Total Volume and Open Interest |
94,955 |
443,912 |
+4,047 |
Silver(CMX) |
Dec07 |
071004 |
1343.0 |
1353.0 |
1315.0 |
1350.0 |
+3.0 |
18,882 |
77,533 |
-257 |
Mar08 |
071004 |
1361.0 |
1369.0 |
1336.0 |
1367.5 |
+3.0 |
272 |
12,226 |
+82 |
May08 |
071004 |
1372.0 |
1378.6 |
1372.0 |
1378.6 |
+3.1 |
167 |
5,239 |
-99 |
Jul08 |
071004 |
1378.0 |
1388.7 |
1378.0 |
1388.7 |
+3.1 |
50 |
5,236 |
+0 |
Sep08 |
071004 |
1398.9 |
1398.9 |
1398.9 |
1398.9 |
+3.1 |
100 |
1,475 |
+0 |
Dec08 |
071004 |
1405.0 |
1414.2 |
1381.5 |
1414.2 |
+3.1 |
46 |
6,199 |
-26 |
Mar09 |
071004 |
1429.4 |
1429.4 |
1429.4 |
1429.4 |
+3.1 |
0 |
212 |
+0 |
Total Volume and Open Interest |
19,550 |
117,215 |
-283 |
Platinum(NYMEX) |
Oct07 |
071004 |
1379.5 |
1379.9 |
1376.0 |
1377.4 |
+13.5 |
67 |
216 |
-1 |
Jan08 |
071004 |
1366.8 |
1380.0 |
1352.5 |
1378.4 |
+9.5 |
1,440 |
14,280 |
-88 |
Apr08 |
071004 |
1387.4 |
1387.4 |
1387.4 |
1387.4 |
+9.5 |
0 |
36 |
+0 |
Total Volume and Open Interest |
1,507 |
14,532 |
-89 |
Palladium(NYMEX) |
Dec07 |
071004 |
359.50 |
373.00 |
359.00 |
371.30 |
+9.65 |
1,048 |
12,843 |
-64 |
Mar08 |
071004 |
367.15 |
376.00 |
367.15 |
376.00 |
+9.65 |
4 |
937 |
+4 |
Jun08 |
071004 |
370.30 |
379.25 |
370.00 |
379.25 |
+8.30 |
0 |
1,309 |
+0 |
Total Volume and Open Interest |
1,052 |
15,886 |
-60 |
Copper(CMX) |
Dec07 |
071004 |
374.90 |
375.85 |
370.20 |
373.80 |
-2.55 |
11,954 |
60,743 |
+1,244 |
Mar08 |
071004 |
372.90 |
372.90 |
368.60 |
372.00 |
-2.25 |
1,989 |
11,056 |
+597 |
May08 |
071004 |
368.45 |
368.50 |
366.55 |
368.50 |
-1.85 |
631 |
3,068 |
+562 |
Jul08 |
071004 |
364.05 |
364.05 |
364.05 |
364.05 |
-1.45 |
166 |
1,294 |
+21 |
Sep08 |
071004 |
354.00 |
358.85 |
354.00 |
358.85 |
-1.25 |
2 |
530 |
+2 |
Total Volume and Open Interest |
15,696 |
85,100 |
+2,045 |
DJIA Index(CBOT) |
Dec07 |
071004 |
14059 |
14090 |
14025 |
14041 |
-11 |
3,834 |
27,586 |
+46 |
Mar08 |
071004 |
14139 |
14139 |
14139 |
14139 |
-11 |
4 |
24 |
+4 |
Jun08 |
071004 |
14222 |
14222 |
14222 |
14222 |
-11 |
|
|
|
Total Volume and Open Interest |
3,838 |
27,610 |
+50 |
E-mini DJIA Index(CBOT) |
Dec07 |
071004 |
14057 |
14090 |
14026 |
14041 |
-11 |
131,584 |
90,300 |
+3,204 |
Mar08 |
071004 |
14150 |
14153 |
14125 |
14139 |
-11 |
6 |
34 |
-1 |
Jun08 |
071004 |
14222 |
14222 |
14222 |
14222 |
-11 |
|
|
|
Sep08 |
071004 |
14298 |
14298 |
14298 |
14298 |
-11 |
|
|
|
Total Volume and Open Interest |
131,590 |
90,334 |
+3,203 |
S & P 500(CME) |
Dec07 |
071004 |
1551.40 |
1554.70 |
1548.10 |
1552.20 |
+1.50 |
26,288 |
573,448 |
-855 |
Mar08 |
071004 |
1563.40 |
1564.80 |
1560.80 |
1563.40 |
+1.60 |
18 |
8,095 |
-55 |
Jun08 |
071004 |
1574.50 |
1575.30 |
1571.30 |
1573.90 |
+1.60 |
1 |
874 |
+1 |
Sep08 |
071004 |
1584.10 |
1585.50 |
1581.50 |
1584.10 |
+1.60 |
5 |
40 |
+5 |
Total Volume and Open Interest |
26,413 |
585,705 |
-804 |
S & P 500 E-Mini(Globex) |
Dec07 |
071004 |
1551.50 |
1554.75 |
1548.00 |
1552.25 |
+1.50 |
1,385,584 |
1,864,257 |
+713 |
Mar08 |
071004 |
1562.75 |
1565.75 |
1559.50 |
1563.50 |
+1.75 |
579 |
2,706 |
+270 |
Total Volume and Open Interest |
1,386,163 |
1,866,964 |
+983 |
NASDAQ 100(CME) |
Dec07 |
071004 |
2121.80 |
2129.00 |
2109.00 |
2123.00 |
+2.20 |
3,246 |
45,983 |
-1,085 |
Mar08 |
071004 |
2146.00 |
2146.00 |
2143.30 |
2146.00 |
+2.70 |
0 |
1 |
+0 |
Jun08 |
071004 |
2173.00 |
2173.00 |
2170.30 |
2173.00 |
+2.70 |
|
|
|
Total Volume and Open Interest |
3,246 |
45,984 |
-1,085 |
NASDAQ 100 E-Mini(Globex) |
Dec07 |
071004 |
2122.30 |
2128.80 |
2108.50 |
2123.00 |
+2.20 |
282,508 |
380,611 |
+3,738 |
Mar08 |
071004 |
2140.00 |
2151.30 |
2132.50 |
2146.00 |
+2.70 |
23 |
64 |
+8 |
Total Volume and Open Interest |
282,531 |
380,675 |
+3,746 |
S & P Midcap 400(CME) |
Dec07 |
071004 |
911.00 |
911.00 |
905.50 |
906.50 |
-2.50 |
205 |
5,527 |
+24 |
Mar08 |
071004 |
916.60 |
916.60 |
916.35 |
916.60 |
-2.50 |
|
|
|
Jun08 |
071004 |
926.30 |
926.30 |
926.05 |
926.30 |
-2.50 |
|
|
|
Total Volume and Open Interest |
205 |
5,527 |
+24 |
Russell 2000 E-Mini(Globex) |
Dec07 |
071004 |
832.30 |
836.10 |
828.70 |
833.80 |
+1.40 |
180,216 |
571,570 |
-964 |
Mar08 |
071004 |
840.50 |
841.50 |
834.90 |
839.60 |
+1.40 |
8 |
211 |
+1 |
Jun08 |
071004 |
846.10 |
846.10 |
846.10 |
846.10 |
+1.40 |
|
|
|
Total Volume and Open Interest |
180,224 |
571,781 |
-963 |
Nikkei 225(CME) |
Dec07 |
071004 |
17170 |
17170 |
17100 |
17110 |
-25 |
7,975 |
68,967 |
+294 |
Mar08 |
071004 |
17155 |
17180 |
17155 |
17155 |
-25 |
0 |
3 |
+0 |
Total Volume and Open Interest |
7,975 |
68,980 |
+294 |
Nikkei 225(SGX) |
Dec07 |
071004 |
17090 |
17200 |
17075 |
17085 |
-110 |
60,735 |
231,179 |
+3,270 |
Mar08 |
071004 |
17200 |
17220 |
17115 |
17140 |
-110 |
154 |
552 |
-39 |
Jun08 |
071004 |
17090 |
17090 |
17090 |
17090 |
-105 |
0 |
1 |
+0 |
Total Volume and Open Interest |
60,929 |
231,957 |
+3,292 |
CAC 40(EURONEXT) |
Oct07 |
071004 |
5814.0 |
5836.5 |
5786.0 |
5809.5 |
-7.5 |
79,679 |
417,807 |
+2,085 |
Nov07 |
071004 |
5836.5 |
5836.5 |
5812.5 |
5815.5 |
-7.5 |
597 |
1,999 |
+556 |
Dec07 |
071004 |
5833.0 |
5860.0 |
5816.0 |
5839.0 |
-8.0 |
2,412 |
42,728 |
+1,601 |
Total Volume and Open Interest |
82,703 |
463,361 |
+4,254 |
Hang Seng Index(HKFE) |
Oct07 |
071004 |
27047 |
27467 |
26752 |
27013 |
-242 |
96,470 |
115,585 |
+2,793 |
Nov07 |
071004 |
27070 |
27500 |
26812 |
27200 |
-104 |
1,016 |
851 |
+6 |
Dec07 |
071004 |
27330 |
27537 |
26919 |
27360 |
-42 |
409 |
10,980 |
+23 |
Total Volume and Open Interest |
97,943 |
127,871 |
+2,837 |
DAX(EUREX) |
Dec07 |
071004 |
8028.0 |
8040.0 |
7983.5 |
8013.0 |
-15.5 |
111,850 |
226,358 |
-8,976 |
Mar08 |
071004 |
8100.5 |
8119.0 |
8074.0 |
8099.0 |
-16.5 |
176 |
6,408 |
-68 |
Jun08 |
071004 |
8159.5 |
8197.0 |
8155.5 |
8185.0 |
-17.0 |
3 |
407 |
+1 |
Total Volume and Open Interest |
112,029 |
233,173 |
-9,043 |
FT-SE 100(EURONEXT) |
Dec07 |
071004 |
6579.00 |
6647.50 |
6566.50 |
6606.00 |
+10.00 |
87,045 |
479,087 |
-1,916 |
Mar08 |
071004 |
6616.00 |
6663.50 |
6616.00 |
6627.50 |
+11.00 |
19 |
4,029 |
+5 |
Jun08 |
071004 |
6677.00 |
6677.00 |
6661.00 |
6661.00 |
+11.50 |
0 |
11 |
+0 |
Total Volume and Open Interest |
87,064 |
483,127 |
-1,911 |
SPI 200(SFE) |
Dec07 |
071004 |
6706.0 |
6711.0 |
6599.0 |
6644.0 |
-78.0 |
24,155 |
263,009 |
+9,430 |
Mar08 |
071004 |
6698.0 |
6698.0 |
6638.0 |
6656.0 |
-79.0 |
3 |
1,490 |
-2 |
Jun08 |
071004 |
6696.0 |
6707.0 |
6679.0 |
6707.0 |
-79.0 |
84 |
1,351 |
+82 |
Total Volume and Open Interest |
24,250 |
266,890 |
+9,517 |
GSCI(CME) |
Oct07 |
071004 |
534.20 |
545.50 |
533.70 |
544.00 |
+6.50 |
196 |
21,918 |
+6 |
Nov07 |
071004 |
541.00 |
546.00 |
535.50 |
545.50 |
+6.50 |
1 |
210 |
+0 |
Dec07 |
071004 |
548.00 |
548.00 |
538.00 |
548.00 |
+7.00 |
|
|
|
Total Volume and Open Interest |
197 |
22,128 |
+6 |
Reuters CCI(ICE) |
Nov07 |
071004 |
441.75 |
445.25 |
440.50 |
445.25 |
+2.25 |
10 |
714 |
-1 |
Jan08 |
071004 |
441.25 |
446.25 |
441.25 |
446.25 |
+3.25 |
7 |
414 |
-4 |
Feb08 |
071004 |
441.00 |
445.25 |
441.00 |
445.25 |
+4.25 |
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. |
|
|