|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri October 05, 2007 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov07 |
071005 |
954.50 |
958.00 |
937.25 |
940.50 |
-13.75 |
67,882 |
254,425 |
-7,583 |
Jan08 |
071005 |
972.00 |
975.25 |
955.00 |
960.00 |
-12.25 |
20,287 |
115,138 |
+2,428 |
Mar08 |
071005 |
984.00 |
985.25 |
967.00 |
971.25 |
-13.00 |
9,792 |
48,092 |
-10 |
May08 |
071005 |
988.00 |
989.00 |
971.00 |
976.00 |
-13.00 |
2,861 |
35,688 |
-605 |
Jul08 |
071005 |
993.00 |
996.25 |
979.00 |
982.00 |
-14.25 |
4,869 |
43,584 |
+419 |
Aug08 |
071005 |
974.00 |
974.00 |
974.00 |
974.00 |
-13.00 |
20 |
1,313 |
+0 |
Sep08 |
071005 |
955.00 |
955.00 |
955.00 |
955.00 |
-7.00 |
219 |
805 |
+103 |
Nov08 |
071005 |
948.25 |
950.00 |
931.50 |
937.00 |
-12.25 |
5,595 |
69,413 |
+307 |
Jan09 |
071005 |
951.50 |
951.50 |
936.00 |
940.00 |
-11.50 |
113 |
1,007 |
+23 |
Mar09 |
071005 |
960.00 |
960.00 |
947.00 |
947.00 |
-3.00 |
0 |
4 |
+0 |
Jul09 |
071005 |
952.00 |
953.00 |
952.00 |
952.00 |
-11.00 |
32 |
413 |
+15 |
Total Volume and Open Interest |
111,784 |
577,467 |
-4,889 |
Soybean Meal(CBOT) |
Oct07 |
071005 |
263.50 |
264.00 |
258.00 |
259.40 |
-6.30 |
7,678 |
3,965 |
-953 |
Dec07 |
071005 |
271.00 |
271.50 |
264.20 |
265.40 |
-5.40 |
27,685 |
103,358 |
-34 |
Jan08 |
071005 |
272.60 |
274.10 |
267.10 |
267.80 |
-5.70 |
2,922 |
18,743 |
-313 |
Mar08 |
071005 |
276.50 |
277.70 |
270.70 |
271.80 |
-5.70 |
3,160 |
25,287 |
+763 |
May08 |
071005 |
276.70 |
277.00 |
270.50 |
271.50 |
-6.00 |
1,640 |
22,777 |
+11 |
Jul08 |
071005 |
276.80 |
278.50 |
272.00 |
273.20 |
-5.80 |
2,821 |
20,900 |
-164 |
Aug08 |
071005 |
275.00 |
275.00 |
269.00 |
269.30 |
-5.70 |
496 |
4,500 |
-347 |
Sep08 |
071005 |
266.00 |
269.50 |
264.00 |
264.00 |
-4.50 |
476 |
4,190 |
-68 |
Oct08 |
071005 |
261.80 |
262.50 |
255.50 |
256.80 |
-6.20 |
31 |
1,809 |
-9 |
Dec08 |
071005 |
260.20 |
260.20 |
253.40 |
255.00 |
-5.00 |
1,091 |
8,891 |
+140 |
Total Volume and Open Interest |
48,000 |
215,071 |
-974 |
Soybean Oil(CBOT) |
Oct07 |
071005 |
38.59 |
38.62 |
38.38 |
38.50 |
-0.05 |
4,877 |
4,351 |
-715 |
Dec07 |
071005 |
39.19 |
39.35 |
38.91 |
39.03 |
-0.15 |
35,423 |
150,769 |
-1,530 |
Jan08 |
071005 |
39.64 |
39.65 |
39.40 |
39.60 |
-0.06 |
8,090 |
33,043 |
+3,076 |
Mar08 |
071005 |
39.90 |
40.10 |
39.82 |
39.94 |
-0.18 |
3,819 |
29,439 |
+1,498 |
May08 |
071005 |
40.30 |
40.35 |
40.15 |
40.22 |
-0.23 |
992 |
13,738 |
-270 |
Jul08 |
071005 |
40.79 |
40.79 |
40.40 |
40.56 |
-0.19 |
2,405 |
14,419 |
-222 |
Aug08 |
071005 |
40.47 |
40.79 |
40.40 |
40.53 |
-0.12 |
92 |
1,654 |
+65 |
Sep08 |
071005 |
40.50 |
40.50 |
40.50 |
40.50 |
-0.15 |
106 |
919 |
+95 |
Oct08 |
071005 |
40.60 |
40.60 |
40.38 |
40.50 |
-0.20 |
74 |
1,792 |
-20 |
Dec08 |
071005 |
40.54 |
40.79 |
40.47 |
40.55 |
-0.34 |
2,787 |
16,612 |
-171 |
Total Volume and Open Interest |
58,665 |
266,742 |
+1,806 |
Canola(WCE) |
Nov07 |
071005 |
431.0 |
431.2 |
421.5 |
424.8 |
-6.4 |
6,479 |
66,565 |
-1,255 |
Jan08 |
071005 |
440.5 |
440.5 |
433.0 |
436.9 |
-5.6 |
3,474 |
31,226 |
+1,499 |
Mar08 |
071005 |
449.0 |
449.3 |
442.0 |
444.8 |
-6.3 |
214 |
4,093 |
+70 |
May08 |
071005 |
451.7 |
455.6 |
451.5 |
452.7 |
-5.1 |
11 |
2,265 |
+10 |
Jul08 |
071005 |
458.0 |
459.8 |
455.9 |
457.3 |
-4.7 |
203 |
5,186 |
+86 |
Total Volume and Open Interest |
10,565 |
118,155 |
+586 |
Corn(CBOT) |
Dec07 |
071005 |
342.25 |
343.75 |
339.50 |
342.25 |
unch |
82,576 |
594,558 |
-5,042 |
Mar08 |
071005 |
358.50 |
360.25 |
356.00 |
359.00 |
unch |
17,972 |
171,364 |
+767 |
May08 |
071005 |
369.50 |
371.00 |
367.00 |
369.50 |
-0.25 |
3,760 |
46,927 |
+721 |
Jul08 |
071005 |
378.75 |
380.00 |
376.00 |
378.25 |
-0.50 |
5,372 |
101,231 |
+98 |
Sep08 |
071005 |
386.00 |
387.25 |
383.25 |
384.75 |
-0.75 |
830 |
15,947 |
+343 |
Dec08 |
071005 |
394.25 |
395.25 |
391.00 |
393.50 |
-1.25 |
7,824 |
163,561 |
+466 |
Mar09 |
071005 |
401.50 |
403.50 |
401.00 |
403.50 |
-0.75 |
355 |
7,518 |
+18 |
May09 |
071005 |
408.50 |
408.50 |
408.50 |
408.50 |
-1.00 |
18 |
91 |
+18 |
Jul09 |
071005 |
409.25 |
411.00 |
409.00 |
410.50 |
unch |
9 |
1,271 |
+5 |
Total Volume and Open Interest |
119,504 |
1,138,039 |
-2,692 |
Wheat(CBOT) |
Dec07 |
071005 |
907.25 |
912.25 |
888.00 |
890.00 |
-16.00 |
58,737 |
229,921 |
-3,390 |
Mar08 |
071005 |
916.00 |
921.75 |
898.00 |
902.00 |
-14.00 |
13,895 |
63,933 |
+1,867 |
May08 |
071005 |
836.75 |
839.75 |
825.00 |
832.50 |
+1.50 |
872 |
10,212 |
+192 |
Jul08 |
071005 |
676.25 |
689.75 |
673.00 |
686.50 |
+7.50 |
6,342 |
63,548 |
+1,367 |
Sep08 |
071005 |
680.00 |
691.50 |
679.50 |
691.50 |
+9.50 |
884 |
5,302 |
+551 |
Dec08 |
071005 |
687.25 |
698.00 |
684.00 |
698.00 |
+9.00 |
1,416 |
20,910 |
+254 |
Total Volume and Open Interest |
82,572 |
401,298 |
+917 |
Wheat(KCBT) |
Dec07 |
071005 |
907.50 |
916.50 |
894.00 |
894.50 |
-15.50 |
17,214 |
89,897 |
-3,948 |
Mar08 |
071005 |
911.00 |
914.50 |
895.50 |
895.75 |
-15.25 |
7,567 |
23,175 |
+1,660 |
May08 |
071005 |
846.00 |
847.00 |
833.00 |
833.00 |
-13.00 |
44 |
1,158 |
+11 |
Jul08 |
071005 |
687.00 |
697.50 |
686.00 |
692.50 |
+5.50 |
3,430 |
18,828 |
+359 |
Sep08 |
071005 |
692.00 |
697.00 |
687.00 |
689.00 |
+2.00 |
216 |
2,141 |
+117 |
Dec08 |
071005 |
696.00 |
702.00 |
696.00 |
697.00 |
+1.00 |
192 |
1,927 |
-53 |
Total Volume and Open Interest |
28,701 |
138,566 |
-1,831 |
Wheat(MGE) |
Dec07 |
071005 |
903.00 |
908.00 |
886.50 |
890.75 |
-12.75 |
7,588 |
40,521 |
-1,169 |
Mar08 |
071005 |
905.00 |
906.00 |
884.00 |
890.00 |
-11.00 |
4,889 |
20,755 |
+1,065 |
May08 |
071005 |
868.00 |
868.00 |
854.00 |
865.00 |
-4.75 |
349 |
1,893 |
+78 |
Jul08 |
071005 |
780.00 |
780.00 |
770.00 |
770.00 |
-18.00 |
477 |
1,412 |
+270 |
Sep08 |
071005 |
690.00 |
696.00 |
680.00 |
690.00 |
-6.00 |
167 |
2,530 |
+64 |
Total Volume and Open Interest |
13,638 |
69,808 |
+372 |
Oats(CBOT) |
Dec07 |
071005 |
274.25 |
278.00 |
272.50 |
273.00 |
-1.25 |
466 |
11,414 |
-59 |
Mar08 |
071005 |
285.00 |
287.50 |
284.00 |
285.00 |
-0.50 |
65 |
2,264 |
+43 |
May08 |
071005 |
291.50 |
291.50 |
291.50 |
291.50 |
unch |
2 |
138 |
+0 |
Jul08 |
071005 |
298.00 |
298.00 |
298.00 |
298.00 |
unch |
0 |
63 |
+0 |
Total Volume and Open Interest |
535 |
13,891 |
-16 |
Rough Rice(CBOT) |
Nov07 |
071005 |
11.64 |
11.65 |
11.48 |
11.55 |
-0.12 |
892 |
10,435 |
-83 |
Jan08 |
071005 |
11.88 |
11.95 |
11.81 |
11.87 |
-0.13 |
409 |
3,630 |
+18 |
Mar08 |
071005 |
12.11 |
12.24 |
12.08 |
12.08 |
-0.12 |
22 |
1,356 |
+15 |
May08 |
071005 |
12.20 |
12.20 |
12.20 |
12.20 |
-0.12 |
0 |
264 |
+0 |
Total Volume and Open Interest |
1,941 |
16,907 |
+362 |
Live Cattle(CME) |
Oct07 |
071005 |
95.100 |
95.200 |
93.600 |
93.680 |
-1.670 |
6,399 |
23,433 |
-1,229 |
Dec07 |
071005 |
97.600 |
97.885 |
96.100 |
96.135 |
-1.715 |
13,153 |
121,501 |
-586 |
Feb08 |
071005 |
99.200 |
99.480 |
98.080 |
98.200 |
-1.350 |
6,154 |
48,575 |
-290 |
Apr08 |
071005 |
99.300 |
100.200 |
98.100 |
98.230 |
-1.250 |
2,592 |
25,142 |
+59 |
Jun08 |
071005 |
95.400 |
95.400 |
94.350 |
94.480 |
-1.305 |
363 |
10,930 |
+68 |
Aug08 |
071005 |
94.730 |
94.750 |
93.800 |
93.930 |
-1.105 |
427 |
4,450 |
+235 |
Total Volume and Open Interest |
29,719 |
236,860 |
-1,294 |
Feeder Cattle(CME) |
Oct07 |
071005 |
115.850 |
115.850 |
113.750 |
113.950 |
-1.050 |
1,143 |
4,888 |
-327 |
Nov07 |
071005 |
115.000 |
115.000 |
113.375 |
113.500 |
-1.550 |
1,812 |
11,555 |
-132 |
Jan08 |
071005 |
112.950 |
113.900 |
112.600 |
112.830 |
-1.320 |
1,111 |
6,435 |
+61 |
Mar08 |
071005 |
112.500 |
112.500 |
111.250 |
111.785 |
-1.100 |
112 |
1,513 |
+44 |
Apr08 |
071005 |
113.100 |
113.100 |
112.250 |
113.050 |
-0.680 |
54 |
580 |
+34 |
May08 |
071005 |
112.400 |
113.100 |
112.400 |
113.100 |
-0.630 |
160 |
1,167 |
+146 |
Aug08 |
071005 |
112.800 |
113.150 |
112.800 |
113.150 |
-0.750 |
36 |
233 |
+17 |
Total Volume and Open Interest |
4,428 |
26,373 |
-157 |
Lean Hogs(CME) |
Oct07 |
071005 |
58.300 |
58.475 |
57.850 |
58.225 |
-0.425 |
3,531 |
12,338 |
-1,246 |
Dec07 |
071005 |
59.950 |
60.500 |
59.350 |
60.300 |
+0.225 |
12,619 |
96,900 |
+984 |
Feb08 |
071005 |
66.350 |
67.000 |
65.750 |
66.950 |
+0.300 |
4,912 |
33,466 |
+363 |
Apr08 |
071005 |
69.300 |
70.350 |
69.250 |
70.200 |
+0.550 |
1,814 |
18,245 |
+425 |
May08 |
071005 |
74.250 |
75.000 |
74.250 |
74.950 |
+0.200 |
54 |
1,764 |
+37 |
Jun08 |
071005 |
76.650 |
77.300 |
76.350 |
77.300 |
+0.375 |
309 |
11,972 |
+35 |
Jul08 |
071005 |
75.250 |
75.950 |
74.900 |
75.950 |
+0.400 |
168 |
2,845 |
+68 |
Aug08 |
071005 |
72.250 |
72.600 |
72.050 |
72.600 |
+0.150 |
104 |
1,493 |
+43 |
Total Volume and Open Interest |
27,401 |
180,211 |
+743 |
Class III Milk(CME) |
Oct07 |
071005 |
18.50 |
18.56 |
18.30 |
18.30 |
-0.26 |
190 |
4,090 |
-10 |
Nov07 |
071005 |
17.48 |
17.60 |
17.13 |
17.20 |
-0.37 |
366 |
4,073 |
+45 |
Dec07 |
071005 |
16.88 |
17.00 |
16.61 |
16.72 |
-0.19 |
237 |
3,645 |
-13 |
Jan08 |
071005 |
16.31 |
16.40 |
16.13 |
16.25 |
-0.05 |
110 |
2,081 |
-7 |
Feb08 |
071005 |
15.90 |
15.90 |
15.80 |
15.80 |
-0.10 |
37 |
2,149 |
+2 |
Total Volume and Open Interest |
1,244 |
30,886 |
+70 |
Cocoa(ICE) |
Dec07 |
071005 |
1875 |
1882 |
1850 |
1858 |
-17 |
11,290 |
62,180 |
-2,037 |
Mar08 |
071005 |
1882 |
1883 |
1850 |
1860 |
-17 |
3,121 |
34,271 |
-27 |
May08 |
071005 |
1878 |
1880 |
1860 |
1867 |
-15 |
648 |
12,172 |
+163 |
Jul08 |
071005 |
1883 |
1883 |
1875 |
1876 |
-14 |
151 |
4,266 |
+25 |
Sep08 |
071005 |
1887 |
1888 |
1885 |
1888 |
-15 |
213 |
4,230 |
+204 |
Dec08 |
071005 |
1913 |
1913 |
1910 |
1913 |
-14 |
24 |
12,859 |
+5 |
Mar09 |
071005 |
1934 |
1934 |
1934 |
1934 |
-21 |
6 |
832 |
+4 |
Total Volume and Open Interest |
15,456 |
130,813 |
-1,662 |
Coffee "C"(ICE) |
Dec07 |
071005 |
135.20 |
137.85 |
134.20 |
137.00 |
+1.80 |
19,716 |
104,928 |
-1,622 |
Mar08 |
071005 |
138.30 |
141.35 |
137.90 |
140.65 |
+1.85 |
3,503 |
31,806 |
+230 |
May08 |
071005 |
140.00 |
143.00 |
139.90 |
142.15 |
+1.40 |
876 |
9,785 |
+357 |
Jul08 |
071005 |
142.45 |
144.00 |
142.00 |
143.70 |
+1.25 |
309 |
5,221 |
-117 |
Sep08 |
071005 |
143.80 |
145.20 |
143.35 |
145.10 |
+1.25 |
358 |
8,686 |
+34 |
Dec08 |
071005 |
145.40 |
147.50 |
144.95 |
146.80 |
+1.35 |
324 |
6,130 |
+148 |
Total Volume and Open Interest |
25,217 |
172,292 |
-925 |
Orange Juice(ICE) |
Nov07 |
071005 |
138.90 |
139.90 |
136.00 |
137.15 |
unch |
4,309 |
12,090 |
-406 |
Jan08 |
071005 |
139.00 |
139.00 |
136.00 |
136.60 |
-0.65 |
2,684 |
10,617 |
+613 |
Mar08 |
071005 |
137.00 |
137.30 |
136.15 |
137.00 |
-0.45 |
1,262 |
4,813 |
+533 |
May08 |
071005 |
137.80 |
137.80 |
137.10 |
137.10 |
-0.35 |
58 |
523 |
-23 |
Jul08 |
071005 |
137.10 |
137.10 |
137.10 |
137.10 |
-0.35 |
0 |
136 |
+0 |
Sep08 |
071005 |
137.20 |
137.20 |
137.20 |
137.20 |
-0.25 |
0 |
119 |
+0 |
Total Volume and Open Interest |
8,318 |
29,183 |
+717 |
Sugar #11(ICE) |
Mar08 |
071005 |
9.84 |
9.92 |
9.76 |
9.79 |
unch |
61,670 |
387,245 |
+307 |
May08 |
071005 |
9.92 |
9.95 |
9.82 |
9.85 |
+0.01 |
9,647 |
62,765 |
-439 |
Jul08 |
071005 |
9.84 |
9.88 |
9.78 |
9.79 |
unch |
3,507 |
57,594 |
-312 |
Oct08 |
071005 |
10.15 |
10.17 |
10.09 |
10.09 |
+0.01 |
2,165 |
50,137 |
+279 |
Mar09 |
071005 |
10.45 |
10.46 |
10.40 |
10.40 |
+0.03 |
1,319 |
32,461 |
-295 |
Total Volume and Open Interest |
79,912 |
631,355 |
-372 |
London Cocoa(LCE) |
Dec07 |
071005 |
965 |
965 |
947 |
949 |
-10 |
7,035 |
73,091 |
+1,295 |
Mar08 |
071005 |
971 |
973 |
959 |
962 |
-8 |
4,292 |
43,928 |
+464 |
May08 |
071005 |
979 |
980 |
967 |
970 |
-8 |
686 |
18,979 |
+52 |
Jul08 |
071005 |
988 |
988 |
975 |
978 |
-8 |
387 |
17,043 |
+176 |
Sep08 |
071005 |
991 |
991 |
986 |
989 |
-6 |
80 |
19,574 |
+6 |
Dec08 |
071005 |
1000 |
1000 |
997 |
1000 |
-7 |
9 |
8,199 |
+0 |
Mar09 |
071005 |
1007 |
1010 |
1007 |
1010 |
-6 |
0 |
117 |
+0 |
Total Volume and Open Interest |
12,489 |
180,941 |
+1,993 |
London Sugar(LCE) |
Dec07 |
071005 |
276.80 |
277.50 |
274.80 |
275.00 |
+0.60 |
4,508 |
41,113 |
+373 |
Mar08 |
071005 |
284.00 |
284.50 |
282.00 |
282.30 |
+0.40 |
1,125 |
24,028 |
+803 |
May08 |
071005 |
286.40 |
286.50 |
285.00 |
285.20 |
+0.40 |
161 |
7,726 |
+105 |
Aug08 |
071005 |
287.00 |
287.20 |
286.50 |
286.90 |
+0.60 |
126 |
5,995 |
+5 |
Oct08 |
071005 |
293.10 |
293.10 |
293.10 |
293.10 |
+0.60 |
11 |
4,544 |
+0 |
Total Volume and Open Interest |
6,403 |
86,518 |
+1,267 |
Cotton(ICE) |
Oct07 |
071005 |
61.25 |
61.25 |
60.22 |
60.22 |
-0.27 |
0 |
2 |
-25 |
Dec07 |
071005 |
63.49 |
63.50 |
62.70 |
63.22 |
-0.27 |
9,784 |
142,491 |
-328 |
Mar08 |
071005 |
66.80 |
67.00 |
66.30 |
66.86 |
-0.15 |
1,666 |
56,820 |
+73 |
May08 |
071005 |
68.11 |
68.11 |
67.55 |
67.99 |
-0.12 |
209 |
6,364 |
+134 |
Jul08 |
071005 |
68.86 |
69.20 |
68.80 |
69.20 |
-0.01 |
129 |
7,357 |
-46 |
Oct08 |
071005 |
70.25 |
70.25 |
70.25 |
70.25 |
unch |
0 |
266 |
+0 |
Total Volume and Open Interest |
11,974 |
233,033 |
-198 |
Lumber(CME) |
Nov07 |
071005 |
243.0 |
249.0 |
241.1 |
249.0 |
+6.5 |
418 |
4,943 |
-60 |
Jan08 |
071005 |
263.7 |
269.6 |
263.6 |
268.3 |
+5.7 |
251 |
4,159 |
-5 |
Mar08 |
071005 |
280.6 |
288.9 |
280.5 |
288.7 |
+5.9 |
78 |
458 |
+18 |
May08 |
071005 |
283.8 |
290.0 |
283.0 |
289.1 |
+7.6 |
37 |
74 |
+6 |
Total Volume and Open Interest |
784 |
9,638 |
-41 |
Crude Oil(NYM) |
Nov07 |
071005 |
81.40 |
81.68 |
80.51 |
81.22 |
-0.22 |
252,123 |
307,759 |
-4,312 |
Dec07 |
071005 |
80.68 |
80.94 |
79.87 |
80.62 |
-0.02 |
123,200 |
257,920 |
+5,163 |
Jan08 |
071005 |
79.90 |
80.18 |
79.16 |
79.94 |
+0.11 |
39,229 |
94,855 |
-1,241 |
Feb08 |
071005 |
79.04 |
79.49 |
78.52 |
79.32 |
+0.20 |
18,417 |
47,476 |
+1,796 |
Mar08 |
071005 |
78.49 |
78.95 |
78.11 |
78.82 |
+0.27 |
8,502 |
44,586 |
-1,382 |
Apr08 |
071005 |
77.79 |
78.45 |
77.73 |
78.42 |
+0.34 |
3,474 |
46,576 |
-318 |
May08 |
071005 |
77.73 |
78.14 |
77.35 |
78.08 |
+0.40 |
1,264 |
44,959 |
+51 |
Jun08 |
071005 |
77.00 |
77.90 |
76.92 |
77.76 |
+0.44 |
2,275 |
54,268 |
+37 |
Jul08 |
071005 |
76.82 |
77.46 |
76.82 |
77.46 |
+0.48 |
290 |
16,850 |
+134 |
Aug08 |
071005 |
76.71 |
77.19 |
76.45 |
77.19 |
+0.52 |
454 |
11,729 |
+208 |
Sep08 |
071005 |
76.18 |
76.95 |
76.18 |
76.95 |
+0.55 |
313 |
36,834 |
+132 |
Oct08 |
071005 |
76.72 |
76.72 |
76.72 |
76.72 |
+0.58 |
833 |
22,700 |
+174 |
Nov08 |
071005 |
76.49 |
76.49 |
76.49 |
76.49 |
+0.60 |
143 |
15,015 |
-98 |
Dec08 |
071005 |
75.73 |
76.38 |
75.39 |
76.27 |
+0.62 |
11,013 |
156,347 |
+844 |
Jan09 |
071005 |
76.06 |
76.06 |
76.06 |
76.06 |
+0.65 |
1,840 |
25,087 |
+1,701 |
Feb09 |
071005 |
75.85 |
75.85 |
75.85 |
75.85 |
+0.65 |
0 |
15,562 |
+0 |
Total Volume and Open Interest |
474,285 |
1,435,047 |
+2,642 |
e-miNY Crude Oil(NYM) |
Oct07 |
070919 |
82.200 |
82.525 |
80.875 |
81.925 |
+0.425 |
|
|
|
Nov07 |
071005 |
81.450 |
81.675 |
80.500 |
81.225 |
-0.225 |
|
|
|
Dec07 |
071005 |
80.750 |
80.900 |
79.925 |
80.625 |
-0.025 |
|
|
|
Jan08 |
071005 |
80.100 |
80.100 |
79.950 |
79.950 |
+0.125 |
|
|
|
Feb08 |
071005 |
79.350 |
79.350 |
79.325 |
79.325 |
+0.200 |
|
|
|
Mar08 |
071005 |
78.825 |
78.825 |
78.825 |
78.825 |
+0.275 |
|
|
|
Apr08 |
071005 |
78.425 |
78.425 |
78.425 |
78.425 |
+0.350 |
|
|
|
May08 |
071005 |
78.075 |
78.075 |
78.075 |
78.075 |
+0.400 |
|
|
|
Jun08 |
071005 |
77.750 |
77.750 |
77.750 |
77.750 |
+0.425 |
|
|
|
Jul08 |
071005 |
77.450 |
77.450 |
77.450 |
77.450 |
+0.475 |
|
|
|
Total Volume and Open Interest |
21,792 |
12,325 |
+777 |
Heating Oil(NYM) |
Nov07 |
071005 |
222.95 |
223.90 |
220.61 |
222.35 |
-0.78 |
38,157 |
83,518 |
-422 |
Dec07 |
071005 |
224.00 |
225.30 |
222.30 |
224.05 |
-0.58 |
14,747 |
58,567 |
+2,494 |
Jan08 |
071005 |
226.00 |
226.09 |
223.61 |
225.55 |
-0.33 |
6,811 |
29,567 |
-204 |
Feb08 |
071005 |
224.71 |
225.30 |
222.95 |
224.95 |
-0.23 |
2,162 |
15,080 |
-68 |
Mar08 |
071005 |
222.45 |
222.68 |
220.99 |
222.65 |
-0.18 |
1,737 |
7,719 |
-138 |
Apr08 |
071005 |
218.50 |
218.92 |
216.80 |
218.75 |
-0.28 |
728 |
7,029 |
+3 |
May08 |
071005 |
214.86 |
215.00 |
213.11 |
215.00 |
-0.28 |
474 |
3,145 |
+31 |
Jun08 |
071005 |
212.43 |
213.00 |
210.65 |
213.00 |
-0.23 |
2,515 |
12,983 |
+821 |
Jul08 |
071005 |
212.22 |
212.50 |
212.22 |
212.50 |
-0.18 |
27 |
2,083 |
+15 |
Aug08 |
071005 |
212.67 |
212.80 |
212.67 |
212.80 |
-0.18 |
48 |
687 |
+11 |
Sep08 |
071005 |
213.10 |
214.05 |
213.10 |
214.05 |
-0.18 |
31 |
966 |
-26 |
Oct08 |
071005 |
215.70 |
215.70 |
215.70 |
215.70 |
-0.18 |
55 |
566 |
-10 |
Total Volume and Open Interest |
67,762 |
226,553 |
+2,645 |
Gasoline(NYMEX) |
Nov07 |
071005 |
205.30 |
206.71 |
202.60 |
204.93 |
-0.29 |
40,049 |
87,126 |
-192 |
Dec07 |
071005 |
205.57 |
207.00 |
203.20 |
205.48 |
-0.24 |
16,687 |
33,689 |
+2,164 |
Jan08 |
071005 |
207.23 |
208.17 |
204.66 |
207.13 |
-0.09 |
6,465 |
19,253 |
-194 |
Feb08 |
071005 |
208.31 |
209.43 |
206.50 |
208.68 |
-0.04 |
1,880 |
10,265 |
+171 |
Mar08 |
071005 |
210.00 |
210.28 |
208.71 |
210.28 |
+0.06 |
2,775 |
11,288 |
+331 |
Apr08 |
071005 |
223.25 |
223.53 |
221.69 |
223.53 |
+0.21 |
1,270 |
11,516 |
+547 |
May08 |
071005 |
222.48 |
223.83 |
222.48 |
223.83 |
+0.21 |
541 |
4,967 |
+21 |
Jun08 |
071005 |
221.94 |
223.50 |
221.94 |
223.28 |
+0.26 |
931 |
5,798 |
+36 |
Jul08 |
071005 |
221.78 |
221.78 |
221.78 |
221.78 |
+0.36 |
87 |
2,118 |
+45 |
Aug08 |
071005 |
219.33 |
219.33 |
219.33 |
219.33 |
+0.41 |
53 |
759 |
+0 |
Total Volume and Open Interest |
71,219 |
194,201 |
+3,186 |
e-miNY RBOB Gasoline(NYM) |
Nov07 |
071005 |
206.10 |
206.10 |
204.50 |
204.93 |
-0.29 |
2 |
1 |
-2 |
Dec07 |
071005 |
205.48 |
205.48 |
205.48 |
205.48 |
-0.24 |
0 |
2 |
+0 |
Jan08 |
071005 |
207.13 |
207.13 |
207.13 |
207.13 |
-0.09 |
|
|
|
Feb08 |
071005 |
208.68 |
208.68 |
208.68 |
208.68 |
-0.04 |
|
|
|
Total Volume and Open Interest |
2 |
3 |
-2 |
Natural Gas(NYM) |
Nov07 |
071005 |
7.398 |
7.412 |
7.026 |
7.073 |
-0.339 |
43,951 |
123,108 |
-1,334 |
Dec07 |
071005 |
8.000 |
8.000 |
7.777 |
7.844 |
-0.183 |
14,982 |
60,910 |
+1,040 |
Jan08 |
071005 |
8.272 |
8.301 |
8.145 |
8.219 |
-0.136 |
10,857 |
60,695 |
+1,053 |
Feb08 |
071005 |
8.297 |
8.316 |
8.174 |
8.247 |
-0.128 |
5,003 |
33,562 |
+613 |
Mar08 |
071005 |
8.123 |
8.131 |
8.006 |
8.079 |
-0.114 |
7,272 |
42,840 |
-1,137 |
Apr08 |
071005 |
7.690 |
7.726 |
7.620 |
7.684 |
-0.089 |
2,827 |
38,310 |
+526 |
May08 |
071005 |
7.731 |
7.754 |
7.656 |
7.707 |
-0.086 |
3,016 |
29,302 |
+432 |
Jun08 |
071005 |
7.780 |
7.820 |
7.730 |
7.775 |
-0.083 |
421 |
18,047 |
-5 |
Jul08 |
071005 |
7.881 |
7.890 |
7.799 |
7.852 |
-0.081 |
195 |
12,898 |
+25 |
Aug08 |
071005 |
7.950 |
7.950 |
7.900 |
7.917 |
-0.073 |
272 |
11,519 |
+48 |
Sep08 |
071005 |
7.960 |
7.990 |
7.906 |
7.934 |
-0.071 |
247 |
9,709 |
+35 |
Oct08 |
071005 |
8.010 |
8.046 |
7.966 |
8.007 |
-0.068 |
1,328 |
34,411 |
-455 |
Nov08 |
071005 |
8.422 |
8.422 |
8.350 |
8.392 |
-0.058 |
66 |
20,170 |
+30 |
Dec08 |
071005 |
8.811 |
8.811 |
8.742 |
8.767 |
-0.050 |
63 |
14,114 |
+17 |
Jan09 |
071005 |
9.057 |
9.057 |
8.979 |
9.022 |
-0.048 |
665 |
33,009 |
+29 |
Feb09 |
071005 |
9.040 |
9.040 |
8.970 |
9.022 |
-0.045 |
60 |
4,609 |
+30 |
Total Volume and Open Interest |
93,422 |
753,873 |
+1,235 |
Brent Crude Oil(ICE) |
Nov07 |
071005 |
78.85 |
79.21 |
78.17 |
78.90 |
-0.07 |
80,012 |
84,259 |
+1,767 |
Dec07 |
071005 |
78.58 |
78.86 |
77.95 |
78.67 |
-0.03 |
75,627 |
188,061 |
+2,219 |
Jan08 |
071005 |
78.40 |
78.77 |
77.83 |
78.61 |
+0.09 |
32,773 |
86,004 |
+3,281 |
Feb08 |
071005 |
78.01 |
78.60 |
77.67 |
78.45 |
+0.16 |
5,986 |
28,092 |
-629 |
Mar08 |
071005 |
77.80 |
78.30 |
77.51 |
78.24 |
+0.20 |
5,401 |
20,200 |
+463 |
Apr08 |
071005 |
77.61 |
78.10 |
77.29 |
78.05 |
+0.24 |
860 |
15,154 |
+121 |
May08 |
071005 |
77.38 |
77.83 |
77.30 |
77.83 |
+0.25 |
413 |
11,591 |
+30 |
Jun08 |
071005 |
77.30 |
77.74 |
76.88 |
77.61 |
+0.24 |
3,523 |
35,005 |
+379 |
Jul08 |
071005 |
77.43 |
77.43 |
77.43 |
77.43 |
+0.26 |
66 |
6,390 |
-33 |
Aug08 |
071005 |
77.25 |
77.25 |
77.25 |
77.25 |
+0.31 |
0 |
3,804 |
+0 |
Sep08 |
071005 |
76.54 |
77.05 |
76.51 |
77.05 |
+0.33 |
0 |
3,668 |
+0 |
Oct08 |
071005 |
76.85 |
76.85 |
76.85 |
76.85 |
+0.36 |
0 |
4,711 |
+0 |
Nov08 |
071005 |
76.65 |
76.65 |
76.65 |
76.65 |
+0.38 |
0 |
10,887 |
+0 |
Dec08 |
071005 |
76.14 |
76.50 |
75.64 |
76.45 |
+0.40 |
6,356 |
56,016 |
+1,025 |
Total Volume and Open Interest |
219,971 |
658,380 |
+12,275 |
Gas Oil(ICE) |
Oct07 |
071005 |
692.50 |
699.50 |
689.25 |
691.75 |
+12.75 |
37,434 |
42,212 |
-9,100 |
Nov07 |
071005 |
693.25 |
699.50 |
689.50 |
692.25 |
+12.75 |
56,909 |
89,165 |
-3,127 |
Dec07 |
071005 |
693.50 |
697.50 |
689.50 |
692.25 |
+12.25 |
30,570 |
63,756 |
+1,483 |
Jan08 |
071005 |
696.00 |
700.25 |
694.00 |
695.75 |
+11.50 |
17,712 |
42,833 |
+17 |
Feb08 |
071005 |
689.75 |
692.25 |
689.75 |
691.50 |
+11.00 |
3,702 |
21,528 |
+103 |
Mar08 |
071005 |
685.50 |
686.00 |
684.00 |
685.00 |
+10.75 |
1,015 |
11,139 |
-70 |
Apr08 |
071005 |
677.75 |
677.75 |
677.25 |
677.25 |
+10.25 |
736 |
7,887 |
+69 |
May08 |
071005 |
670.25 |
670.25 |
670.00 |
670.00 |
+10.25 |
1,017 |
11,179 |
+170 |
Jun08 |
071005 |
667.25 |
668.50 |
664.25 |
666.00 |
+10.00 |
5,725 |
31,088 |
-1,473 |
Jul08 |
071005 |
666.25 |
666.25 |
666.25 |
666.25 |
+3.25 |
22 |
4,564 |
-22 |
Total Volume and Open Interest |
108,807 |
360,936 |
+4,271 |
Ethanol(CBOT) |
Oct07 |
071003 |
1.585 |
1.585 |
1.560 |
1.565 |
-0.020 |
13 |
56 |
-12 |
Nov07 |
071005 |
1.600 |
1.600 |
1.579 |
1.579 |
+0.007 |
0 |
71 |
+0 |
Dec07 |
071005 |
1.583 |
1.583 |
1.583 |
1.583 |
+0.010 |
0 |
161 |
+0 |
Jan08 |
071005 |
1.595 |
1.595 |
1.595 |
1.595 |
+0.010 |
0 |
144 |
+0 |
Feb08 |
071005 |
1.595 |
1.595 |
1.595 |
1.595 |
+0.010 |
0 |
126 |
+0 |
Mar08 |
071005 |
1.595 |
1.595 |
1.595 |
1.595 |
+0.010 |
0 |
171 |
+0 |
Apr08 |
071005 |
1.610 |
1.610 |
1.595 |
1.595 |
+0.010 |
0 |
84 |
+0 |
May08 |
071005 |
1.610 |
1.610 |
1.610 |
1.610 |
+0.010 |
0 |
78 |
+2 |
Total Volume and Open Interest |
23 |
1,301 |
+10 |
WTI Crude Oil(ICE) |
Nov07 |
071005 |
81.40 |
81.68 |
80.51 |
81.22 |
-0.22 |
88,521 |
103,794 |
+1,271 |
Dec07 |
071005 |
80.54 |
80.92 |
79.87 |
80.62 |
-0.02 |
61,302 |
114,285 |
+6,116 |
Jan08 |
071005 |
79.61 |
80.13 |
79.17 |
79.94 |
+0.11 |
23,139 |
38,065 |
+2,745 |
Feb08 |
071005 |
78.90 |
79.52 |
78.56 |
79.32 |
+0.20 |
6,755 |
19,200 |
+415 |
Mar08 |
071005 |
78.65 |
78.82 |
78.08 |
78.82 |
+0.27 |
4,788 |
17,059 |
+1,281 |
Apr08 |
071005 |
78.17 |
78.42 |
78.04 |
78.42 |
+0.34 |
437 |
9,070 |
+58 |
May08 |
071005 |
78.08 |
78.08 |
78.08 |
78.08 |
+0.40 |
256 |
5,740 |
+112 |
Jun08 |
071005 |
76.94 |
77.88 |
76.92 |
77.76 |
+0.44 |
2,931 |
41,733 |
-622 |
Jul08 |
071005 |
77.46 |
77.46 |
77.46 |
77.46 |
+0.48 |
60 |
4,750 |
+0 |
Aug08 |
071005 |
77.19 |
77.19 |
77.19 |
77.19 |
+0.52 |
0 |
1,131 |
+0 |
Sep08 |
071005 |
76.95 |
76.95 |
76.95 |
76.95 |
+0.55 |
77 |
10,379 |
+77 |
Oct08 |
071005 |
76.72 |
76.72 |
76.72 |
76.72 |
+0.58 |
1,025 |
4,814 |
+1,000 |
Nov08 |
071005 |
76.49 |
76.49 |
76.49 |
76.49 |
+0.60 |
0 |
1,443 |
+0 |
Dec08 |
071005 |
75.52 |
76.38 |
75.39 |
76.27 |
+0.62 |
10,118 |
86,288 |
+2,660 |
Jan09 |
071005 |
76.06 |
76.06 |
76.06 |
76.06 |
+0.65 |
0 |
1,630 |
+0 |
Feb09 |
071005 |
75.85 |
75.85 |
75.85 |
75.85 |
+0.65 |
0 |
1,450 |
+0 |
Total Volume and Open Interest |
204,552 |
565,706 |
+15,875 |
US Dollar Index(ICE) |
Dec07 |
071005 |
78.400 |
78.750 |
78.130 |
78.235 |
-0.145 |
2,153 |
37,241 |
+53 |
Mar08 |
071005 |
78.560 |
78.620 |
78.165 |
78.165 |
-0.145 |
3 |
2,822 |
-2 |
Jun08 |
071005 |
78.135 |
78.135 |
78.135 |
78.135 |
-0.145 |
0 |
435 |
+0 |
Total Volume and Open Interest |
2,156 |
40,498 |
+51 |
Australian Dollar(CME) |
Dec07 |
071005 |
88.55 |
89.78 |
88.38 |
89.45 |
+1.00 |
41,159 |
101,939 |
+415 |
Mar08 |
071005 |
88.50 |
89.34 |
87.98 |
89.02 |
+1.00 |
40 |
194 |
+0 |
Jun08 |
071005 |
88.72 |
88.72 |
87.97 |
88.50 |
+1.00 |
0 |
285 |
+0 |
Total Volume and Open Interest |
41,202 |
102,430 |
+417 |
British Pound(CME) |
Dec07 |
071005 |
203.57 |
204.12 |
202.69 |
203.91 |
+0.45 |
73,175 |
108,682 |
+4,168 |
Mar08 |
071005 |
202.94 |
203.60 |
202.25 |
203.41 |
+0.45 |
4 |
832 |
-1 |
Jun08 |
071005 |
202.90 |
203.01 |
201.91 |
202.90 |
+0.46 |
0 |
16 |
+0 |
Total Volume and Open Interest |
73,179 |
109,540 |
+4,167 |
Canadian Dollar(CME) |
Dec07 |
071005 |
100.35 |
102.25 |
100.23 |
101.94 |
+1.54 |
36,573 |
144,393 |
-1,079 |
Mar08 |
071005 |
100.89 |
102.26 |
100.42 |
101.98 |
+1.53 |
52 |
1,741 |
+15 |
Jun08 |
071005 |
102.01 |
102.25 |
101.44 |
102.01 |
+1.53 |
13 |
715 |
-2 |
Sep08 |
071005 |
102.10 |
102.18 |
101.46 |
102.04 |
+1.53 |
94 |
803 |
-87 |
Total Volume and Open Interest |
36,737 |
147,823 |
-1,153 |
Japanese Yen(CME) |
Dec07 |
071005 |
86.64 |
86.67 |
85.97 |
86.23 |
-0.34 |
80,574 |
188,648 |
-9,538 |
Mar08 |
071005 |
87.40 |
87.51 |
86.87 |
87.11 |
-0.32 |
25 |
8,617 |
-3 |
Jun08 |
071005 |
87.93 |
88.25 |
87.87 |
87.93 |
-0.32 |
0 |
16,338 |
+0 |
Total Volume and Open Interest |
80,600 |
213,999 |
-9,540 |
Swiss Franc(CME) |
Dec07 |
071005 |
85.55 |
85.59 |
84.76 |
85.38 |
-0.10 |
37,460 |
76,510 |
-535 |
Mar08 |
071005 |
85.96 |
85.99 |
85.27 |
85.85 |
-0.09 |
6 |
153 |
+1 |
Jun08 |
071005 |
86.25 |
86.30 |
85.82 |
86.25 |
-0.08 |
0 |
3 |
+0 |
Total Volume and Open Interest |
37,466 |
76,672 |
-534 |
EuroFX(CME) |
Dec07 |
071005 |
141.53 |
141.80 |
140.51 |
141.58 |
+0.21 |
170,040 |
211,912 |
+2,977 |
Mar08 |
071005 |
141.70 |
141.92 |
140.67 |
141.73 |
+0.24 |
191 |
1,360 |
+39 |
Jun08 |
071005 |
141.69 |
142.01 |
140.97 |
141.87 |
+0.29 |
0 |
130 |
+0 |
Total Volume and Open Interest |
170,231 |
213,469 |
+3,016 |
Mexican Peso(CME) |
Oct07 |
071005 |
921.5 |
921.5 |
921.5 |
921.5 |
+3.2 |
0 |
69 |
+0 |
Nov07 |
071005 |
919.5 |
919.5 |
919.5 |
919.5 |
+3.2 |
0 |
86 |
+0 |
Total Volume and Open Interest |
7,734 |
75,598 |
+807 |
Brazilian Real(CME) |
Nov07 |
071005 |
551.80 |
551.80 |
546.50 |
551.80 |
+5.30 |
|
|
|
Dec07 |
071005 |
550.30 |
550.30 |
545.00 |
550.30 |
+5.30 |
175 |
7,245 |
+155 |
Jan08 |
071005 |
548.80 |
548.80 |
543.50 |
548.80 |
+5.30 |
|
|
|
Feb08 |
071005 |
546.70 |
546.70 |
541.30 |
546.70 |
+5.40 |
|
|
|
Total Volume and Open Interest |
175 |
7,245 |
+155 |
30-Year T-Bonds(CBOT) |
Dec07 |
071005 |
112~050 |
112~070 |
110~150 |
110~250 |
-1~100 |
213,871 |
924,954 |
+9,974 |
Mar08 |
071005 |
111~110 |
111~300 |
110~180 |
110~230 |
-1~100 |
1,077 |
2,506 |
+721 |
Jun08 |
071005 |
110~200 |
110~200 |
110~200 |
110~200 |
-1~100 |
0 |
290 |
+8 |
Total Volume and Open Interest |
214,966 |
927,774 |
+10,703 |
10-Year T-Notes(CBOT) |
Dec07 |
071005 |
109~215 |
109~225 |
108~210 |
108~245 |
-0~275 |
797,156 |
2,317,987 |
+10,391 |
Mar08 |
071005 |
109~030 |
109~040 |
108~080 |
108~105 |
-0~275 |
15,174 |
102,152 |
+6,609 |
Jun08 |
071005 |
107~315 |
107~315 |
107~315 |
107~315 |
-0~275 |
5 |
19 |
+5 |
Total Volume and Open Interest |
812,335 |
2,420,158 |
+17,005 |
5-Year T-Notes(CBOT) |
Dec07 |
071005 |
107~008 |
107~008 |
106~066 |
106~072 |
-0~070 |
382,375 |
0 |
+0 |
Mar08 |
071005 |
106~052 |
106~052 |
106~052 |
106~052 |
-0~072 |
531 |
869 |
+109 |
Jun08 |
071005 |
106~052 |
106~052 |
106~052 |
106~052 |
-0~072 |
|
|
|
Total Volume and Open Interest |
438,060 |
1,608,088 |
-26,720 |
2 Year T-Notes(CBOT) |
Dec07 |
071005 |
103~062 |
103~063 |
103~028 |
103~040 |
-0~020 |
198,466 |
915,919 |
+1,240 |
Total Volume and Open Interest |
198,466 |
915,919 |
+1,240 |
Eurodollars(CME) |
Dec07 |
071005 |
95.050 |
95.060 |
94.950 |
94.980 |
-0.065 |
220,899 |
1,534,583 |
-8,905 |
Mar08 |
071005 |
95.375 |
95.385 |
95.235 |
95.265 |
-0.110 |
241,217 |
1,418,268 |
-33,847 |
Jun08 |
071005 |
95.555 |
95.560 |
95.395 |
95.430 |
-0.125 |
229,990 |
1,328,521 |
-7,805 |
Sep08 |
071005 |
95.645 |
95.645 |
95.480 |
95.515 |
-0.125 |
276,664 |
1,213,052 |
-5,318 |
Dec08 |
071005 |
95.645 |
95.650 |
95.490 |
95.525 |
-0.120 |
275,259 |
1,260,104 |
-6,321 |
Mar09 |
071005 |
95.590 |
95.600 |
95.450 |
95.480 |
-0.115 |
193,101 |
792,497 |
+12,926 |
Jun09 |
071005 |
95.505 |
95.505 |
95.350 |
95.380 |
-0.120 |
130,313 |
521,596 |
+10,652 |
Sep09 |
071005 |
95.405 |
95.405 |
95.265 |
95.275 |
-0.125 |
94,673 |
401,204 |
+10,146 |
Dec09 |
071005 |
95.305 |
95.305 |
95.175 |
95.175 |
-0.130 |
45,182 |
271,676 |
+4,104 |
Mar10 |
071005 |
95.240 |
95.240 |
95.100 |
95.100 |
-0.135 |
27,869 |
180,262 |
+117 |
Jun10 |
071005 |
95.165 |
95.165 |
95.020 |
95.030 |
-0.135 |
23,680 |
139,170 |
+1,745 |
Sep10 |
071005 |
95.105 |
95.105 |
94.965 |
94.965 |
-0.140 |
17,946 |
123,223 |
+1,748 |
Dec10 |
071005 |
95.035 |
95.045 |
94.890 |
94.890 |
-0.145 |
8,381 |
103,898 |
+686 |
Mar11 |
071005 |
94.985 |
94.990 |
94.835 |
94.840 |
-0.145 |
6,326 |
89,218 |
+538 |
Jun11 |
071005 |
94.930 |
94.940 |
94.780 |
94.785 |
-0.145 |
7,368 |
88,696 |
+529 |
Sep11 |
071005 |
94.875 |
94.885 |
94.715 |
94.730 |
-0.145 |
8,002 |
77,819 |
+943 |
Dec11 |
071005 |
94.820 |
94.820 |
94.660 |
94.670 |
-0.150 |
4,808 |
55,301 |
+323 |
Mar12 |
071005 |
94.745 |
94.795 |
94.615 |
94.625 |
-0.155 |
4,771 |
44,048 |
+220 |
Total Volume and Open Interest |
167,745 |
10,007,021 |
-18,683 |
30 Day Federal Funds(CBOT) |
Oct07 |
071005 |
95.265 |
95.265 |
95.265 |
95.265 |
-0.005 |
1,281 |
73,795 |
+92 |
Nov07 |
071005 |
95.380 |
95.380 |
95.360 |
95.370 |
-0.060 |
1,120 |
126,610 |
+14,935 |
Dec07 |
071005 |
95.485 |
95.485 |
95.465 |
95.470 |
-0.070 |
302 |
55,703 |
+444 |
Jan08 |
071005 |
95.600 |
95.600 |
95.515 |
95.515 |
-0.085 |
1,307 |
43,246 |
+403 |
Feb08 |
071005 |
95.670 |
95.670 |
95.585 |
95.585 |
-0.090 |
623 |
28,942 |
+2,326 |
Mar08 |
071005 |
95.695 |
95.695 |
95.595 |
95.600 |
-0.095 |
8 |
3,803 |
+100 |
Total Volume and Open Interest |
4,641 |
339,308 |
+18,373 |
30 Day Fed Funds(e-CBOT) |
Oct07 |
071005 |
95.275 |
95.275 |
95.260 |
95.265 |
-0.005 |
5,960 |
0 |
+0 |
Nov07 |
071005 |
95.425 |
95.435 |
95.350 |
95.360 |
-0.065 |
26,148 |
0 |
+0 |
Dec07 |
071005 |
95.535 |
95.550 |
95.460 |
95.465 |
-0.070 |
5,332 |
0 |
+0 |
Jan08 |
071005 |
95.590 |
95.605 |
95.510 |
95.510 |
-0.085 |
5,804 |
0 |
+0 |
Feb08 |
071005 |
95.670 |
95.675 |
95.575 |
95.580 |
-0.085 |
6,627 |
0 |
+0 |
Mar08 |
071005 |
95.695 |
95.695 |
95.585 |
95.595 |
-0.095 |
306 |
0 |
+0 |
Total Volume and Open Interest |
50,402 |
|
|
3-Mth Euro-Yen(CME) |
Dec07 |
071005 |
99.125 |
99.135 |
99.120 |
99.120 |
-0.015 |
556 |
17,485 |
-44 |
Mar08 |
071005 |
99.085 |
99.095 |
99.085 |
99.085 |
-0.010 |
494 |
6,589 |
-352 |
Jun08 |
071005 |
99.045 |
99.060 |
99.045 |
99.045 |
-0.015 |
302 |
3,819 |
+152 |
Sep08 |
071005 |
98.980 |
98.995 |
98.980 |
98.980 |
-0.015 |
0 |
4,117 |
-220 |
Dec08 |
071005 |
98.900 |
98.910 |
98.900 |
98.900 |
-0.010 |
0 |
2,108 |
-7 |
Mar09 |
071005 |
98.820 |
98.830 |
98.820 |
98.820 |
-0.010 |
0 |
435 |
+0 |
Jun09 |
071005 |
98.745 |
98.755 |
98.745 |
98.745 |
-0.010 |
0 |
100 |
+0 |
Sep09 |
071005 |
98.660 |
98.670 |
98.660 |
98.660 |
-0.010 |
|
|
|
Dec09 |
071005 |
98.590 |
98.590 |
98.590 |
98.590 |
unch |
|
|
|
Mar10 |
071005 |
98.525 |
98.525 |
98.525 |
98.525 |
unch |
|
|
|
Total Volume and Open Interest |
1,352 |
34,653 |
-471 |
3-Mth Euro-Yen(SGX) |
Dec07 |
071005 |
99.14 |
99.14 |
99.13 |
99.13 |
unch |
1,209 |
62,742 |
-1,321 |
Mar08 |
071005 |
99.10 |
99.11 |
99.10 |
99.10 |
unch |
500 |
41,186 |
-590 |
Jun08 |
071005 |
99.06 |
99.07 |
99.06 |
99.06 |
unch |
444 |
17,027 |
-204 |
Sep08 |
071005 |
98.99 |
99.00 |
98.99 |
98.99 |
unch |
181 |
18,567 |
-369 |
Dec08 |
071005 |
98.90 |
98.92 |
98.90 |
98.91 |
unch |
66 |
8,666 |
-1,282 |
Mar09 |
071005 |
98.82 |
98.83 |
98.82 |
98.83 |
unch |
0 |
4,863 |
-54 |
Jun09 |
071005 |
98.75 |
98.75 |
98.75 |
98.75 |
unch |
0 |
1,186 |
+0 |
Sep09 |
071005 |
98.67 |
98.67 |
98.67 |
98.67 |
unch |
0 |
200 |
+0 |
Total Volume and Open Interest |
2,400 |
156,887 |
-3,820 |
Japanese Gov't Bonds(SGX) |
Dec07 |
071005 |
134.71 |
134.85 |
134.71 |
134.75 |
+0.12 |
3,518 |
35,503 |
-1,371 |
Mar08 |
071005 |
134.75 |
134.75 |
134.75 |
134.75 |
+0.12 |
|
|
|
Jun08 |
071005 |
134.75 |
134.75 |
134.75 |
134.75 |
+0.12 |
|
|
|
Total Volume and Open Interest |
3,518 |
35,503 |
-1,371 |
Euro-Bund(EUREX) |
Dec07 |
071005 |
112.93 |
113.09 |
112.26 |
112.41 |
-0.47 |
1,063,505 |
1,400,270 |
-18,320 |
Mar08 |
071005 |
113.39 |
113.50 |
112.77 |
112.84 |
-0.46 |
328 |
1,937 |
+150 |
Jun08 |
071005 |
112.81 |
112.81 |
112.81 |
112.81 |
-0.47 |
|
|
|
Total Volume and Open Interest |
1,063,833 |
1,402,207 |
-18,170 |
Euro-Bobl(EUREX) |
Dec07 |
071005 |
107.91 |
108.02 |
107.51 |
107.57 |
-0.28 |
563,980 |
1,098,548 |
+2,656 |
Mar08 |
071005 |
107.73 |
107.73 |
107.73 |
107.73 |
-0.28 |
601 |
11,269 |
+407 |
Jun08 |
071005 |
108.03 |
108.03 |
108.03 |
108.03 |
-0.28 |
|
|
|
Total Volume and Open Interest |
564,581 |
1,109,817 |
+3,063 |
3-Mth Euribor(EUREX) |
Dec07 |
071005 |
95.410 |
95.435 |
95.405 |
95.415 |
+0.005 |
2,197 |
25,607 |
-232 |
Mar08 |
071005 |
95.670 |
95.670 |
95.630 |
95.640 |
-0.005 |
64 |
12,014 |
-33 |
Jun08 |
071005 |
95.775 |
95.775 |
95.715 |
95.725 |
-0.005 |
186 |
5,160 |
+66 |
Total Volume and Open Interest |
2,731 |
51,312 |
-64 |
Long Gilt(LIFFE) |
Dec07 |
071005 |
107~14 |
107~17 |
106~30 |
107~08 |
-0~02 |
98,540 |
348,041 |
+19,001 |
Mar08 |
071005 |
107~11 |
107~11 |
107~11 |
107~11 |
-0~02 |
|
|
|
Total Volume and Open Interest |
98,540 |
348,041 |
+19,001 |
3-Mth Short Sterling(LIFFE) |
Dec07 |
071005 |
93.96 |
93.97 |
93.89 |
93.91 |
-0.03 |
122,966 |
491,938 |
-7,012 |
Mar08 |
071005 |
94.26 |
94.27 |
94.16 |
94.20 |
-0.04 |
89,148 |
525,418 |
-4,594 |
Jun08 |
071005 |
94.44 |
94.44 |
94.31 |
94.36 |
-0.04 |
111,542 |
494,947 |
+2,340 |
Sep08 |
071005 |
94.51 |
94.53 |
94.39 |
94.45 |
-0.04 |
84,408 |
349,384 |
+3,590 |
Dec08 |
071005 |
94.57 |
94.57 |
94.44 |
94.49 |
-0.04 |
61,161 |
309,178 |
+4,889 |
Mar09 |
071005 |
94.56 |
94.57 |
94.44 |
94.50 |
-0.03 |
33,505 |
215,494 |
+1,495 |
Total Volume and Open Interest |
556,015 |
2,687,732 |
+2,400 |
3-Mth Euribor(LIFFE) |
Dec07 |
071005 |
95.410 |
95.435 |
95.400 |
95.415 |
+0.005 |
191,768 |
860,085 |
-16,889 |
Mar08 |
071005 |
95.655 |
95.680 |
95.625 |
95.635 |
-0.005 |
193,216 |
625,095 |
-1,425 |
Jun08 |
071005 |
95.750 |
95.780 |
95.705 |
95.720 |
-0.010 |
168,813 |
441,333 |
+989 |
Total Volume and Open Interest |
1,036,228 |
3,569,034 |
+1,995 |
3-Mth Aus T-Bills(SFE) |
Dec07 |
071005 |
93.00 |
93.01 |
92.98 |
93.00 |
-0.01 |
7,411 |
385,734 |
+2,589 |
Mar08 |
071005 |
92.94 |
92.95 |
92.92 |
92.93 |
-0.02 |
8,204 |
215,823 |
+2,960 |
Jun08 |
071005 |
92.93 |
92.94 |
92.90 |
92.91 |
-0.02 |
3,644 |
111,879 |
+1,688 |
Sep08 |
071005 |
92.94 |
92.97 |
92.92 |
92.93 |
-0.02 |
2,257 |
74,302 |
+1,180 |
Dec08 |
071005 |
92.98 |
92.98 |
92.96 |
92.97 |
-0.02 |
1,283 |
45,899 |
+819 |
Mar09 |
071005 |
93.00 |
93.00 |
92.98 |
92.99 |
-0.02 |
2,476 |
38,063 |
+1,388 |
Jun09 |
071005 |
93.01 |
93.01 |
92.99 |
93.00 |
-0.02 |
1,549 |
26,596 |
-36 |
Sep09 |
071005 |
93.02 |
93.02 |
92.99 |
92.99 |
-0.03 |
644 |
5,819 |
+337 |
Dec09 |
071005 |
93.02 |
93.02 |
92.98 |
92.98 |
-0.03 |
1 |
614 |
-1 |
Mar10 |
071005 |
92.98 |
92.98 |
92.98 |
92.98 |
-0.03 |
0 |
171 |
+0 |
Total Volume and Open Interest |
27,469 |
904,913 |
+10,924 |
10-Year Aus T-Bonds(SFE) |
Dec07 |
071005 |
93.83 |
93.86 |
93.81 |
93.84 |
+0.01 |
25,844 |
470,662 |
+9,333 |
Mar08 |
071005 |
93.84 |
93.84 |
93.84 |
93.84 |
+0.01 |
|
|
|
Total Volume and Open Interest |
25,844 |
470,662 |
+9,333 |
3-Year Aus T-Bonds(SFE) |
Dec07 |
071005 |
93.50 |
93.54 |
93.49 |
93.51 |
0.00 |
65,681 |
603,043 |
-39,601 |
Mar08 |
071005 |
93.51 |
93.51 |
93.51 |
93.51 |
0.00 |
|
|
|
Total Volume and Open Interest |
65,681 |
603,043 |
-39,601 |
Gold(CMX) |
Oct07 |
071005 |
731.0 |
741.7 |
731.0 |
741.3 |
+3.5 |
17 |
605 |
-8 |
Dec07 |
071005 |
743.8 |
750.7 |
732.7 |
747.2 |
+3.4 |
132,488 |
299,568 |
+4,848 |
Feb08 |
071005 |
748.0 |
756.8 |
739.7 |
753.6 |
+3.5 |
4,941 |
29,559 |
+2,229 |
Apr08 |
071005 |
753.7 |
759.6 |
753.7 |
759.6 |
+3.6 |
4,883 |
17,750 |
-4,539 |
Jun08 |
071005 |
759.8 |
767.2 |
759.8 |
765.7 |
+3.8 |
4,875 |
17,087 |
-2,222 |
Aug08 |
071005 |
765.0 |
771.6 |
765.0 |
771.6 |
+4.0 |
172 |
17,590 |
+109 |
Oct08 |
071005 |
777.4 |
777.4 |
777.4 |
777.4 |
+4.2 |
0 |
3,140 |
+0 |
Dec08 |
071005 |
777.7 |
784.9 |
770.8 |
783.2 |
+4.4 |
2,663 |
14,240 |
-1,260 |
Feb09 |
071005 |
789.3 |
789.3 |
789.3 |
789.3 |
+4.6 |
2,915 |
14,017 |
-1,335 |
Apr09 |
071005 |
795.1 |
795.1 |
795.1 |
795.1 |
+4.8 |
2,815 |
4,739 |
+2,695 |
Jun09 |
071005 |
801.2 |
801.2 |
801.2 |
801.2 |
+5.0 |
2,000 |
10,632 |
-1,999 |
Aug09 |
071005 |
807.3 |
807.3 |
807.3 |
807.3 |
+5.2 |
|
|
|
Total Volume and Open Interest |
158,053 |
442,640 |
-1,272 |
Silver(CMX) |
Dec07 |
071005 |
1349.0 |
1363.0 |
1331.0 |
1349.0 |
-1.0 |
23,612 |
78,432 |
+899 |
Mar08 |
071005 |
1367.5 |
1378.0 |
1351.5 |
1366.7 |
-0.8 |
268 |
12,378 |
+152 |
May08 |
071005 |
1369.5 |
1386.5 |
1369.5 |
1377.9 |
-0.7 |
87 |
5,235 |
-4 |
Jul08 |
071005 |
1394.0 |
1394.0 |
1388.2 |
1388.2 |
-0.5 |
158 |
5,234 |
-2 |
Sep08 |
071005 |
1394.0 |
1398.5 |
1394.0 |
1398.5 |
-0.4 |
370 |
1,445 |
-30 |
Dec08 |
071005 |
1418.0 |
1418.0 |
1414.0 |
1414.0 |
-0.2 |
17 |
6,188 |
-11 |
Mar09 |
071005 |
1429.5 |
1429.5 |
1429.5 |
1429.5 |
+0.1 |
0 |
212 |
+0 |
Total Volume and Open Interest |
24,594 |
118,239 |
+1,024 |
Platinum(NYMEX) |
Oct07 |
071005 |
1384.0 |
1389.8 |
1384.0 |
1389.8 |
+12.4 |
36 |
191 |
-25 |
Jan08 |
071005 |
1374.0 |
1390.0 |
1370.6 |
1387.8 |
+9.4 |
1,760 |
14,828 |
+548 |
Apr08 |
071005 |
1391.5 |
1396.8 |
1391.5 |
1396.8 |
+9.4 |
1 |
35 |
-1 |
Total Volume and Open Interest |
1,797 |
15,054 |
+522 |
Palladium(NYMEX) |
Dec07 |
071005 |
370.00 |
373.90 |
367.00 |
369.50 |
-1.80 |
2,184 |
12,736 |
-107 |
Mar08 |
071005 |
376.00 |
376.00 |
372.80 |
374.20 |
-1.80 |
316 |
1,068 |
+131 |
Jun08 |
071005 |
377.45 |
377.45 |
377.45 |
377.45 |
-1.80 |
269 |
1,265 |
-44 |
Total Volume and Open Interest |
2,769 |
15,866 |
-20 |
Copper(CMX) |
Dec07 |
071005 |
373.85 |
375.70 |
371.35 |
372.55 |
-1.25 |
9,932 |
61,369 |
+626 |
Mar08 |
071005 |
371.65 |
373.75 |
369.90 |
370.80 |
-1.20 |
1,076 |
10,769 |
-287 |
May08 |
071005 |
370.00 |
370.00 |
366.15 |
366.90 |
-1.60 |
153 |
3,138 |
+70 |
Jul08 |
071005 |
362.30 |
362.30 |
362.30 |
362.30 |
-1.75 |
110 |
1,381 |
+87 |
Sep08 |
071005 |
357.30 |
357.30 |
357.30 |
357.30 |
-1.55 |
17 |
543 |
+13 |
Total Volume and Open Interest |
12,176 |
85,787 |
+687 |
DJIA Index(CBOT) |
Dec07 |
071005 |
14036 |
14205 |
14029 |
14156 |
+115 |
2,003 |
29,305 |
+1,719 |
Mar08 |
071005 |
14210 |
14254 |
14210 |
14254 |
+115 |
0 |
24 |
+0 |
Jun08 |
071005 |
14337 |
14337 |
14337 |
14337 |
+115 |
|
|
|
Total Volume and Open Interest |
2,003 |
29,329 |
+1,719 |
E-mini DJIA Index(CBOT) |
Dec07 |
071005 |
14029 |
14204 |
14025 |
14156 |
+115 |
87,204 |
90,779 |
+479 |
Mar08 |
071005 |
14218 |
14288 |
14207 |
14254 |
+115 |
33 |
45 |
+11 |
Jun08 |
071005 |
14337 |
14337 |
14337 |
14337 |
+115 |
|
|
|
Sep08 |
071005 |
14413 |
14413 |
14413 |
14413 |
+115 |
|
|
|
Total Volume and Open Interest |
87,237 |
90,824 |
+490 |
S & P 500(CME) |
Dec07 |
071005 |
1552.30 |
1573.50 |
1550.60 |
1570.70 |
+18.50 |
23,667 |
572,786 |
-662 |
Mar08 |
071005 |
1582.00 |
1584.40 |
1581.00 |
1582.30 |
+18.90 |
138 |
8,149 |
+54 |
Jun08 |
071005 |
1593.30 |
1594.90 |
1580.90 |
1593.30 |
+19.40 |
119 |
944 |
+70 |
Sep08 |
071005 |
1604.10 |
1605.10 |
1591.10 |
1604.10 |
+20.00 |
0 |
40 |
+0 |
Total Volume and Open Interest |
23,924 |
585,167 |
-538 |
S & P 500 E-Mini(Globex) |
Dec07 |
071005 |
1552.50 |
1573.50 |
1550.50 |
1570.75 |
+18.50 |
925,288 |
1,873,495 |
+9,238 |
Mar08 |
071005 |
1562.25 |
1584.75 |
1562.00 |
1582.25 |
+18.75 |
805 |
3,042 |
+336 |
Total Volume and Open Interest |
926,093 |
1,876,538 |
+9,574 |
NASDAQ 100(CME) |
Dec07 |
071005 |
2124.00 |
2173.00 |
2121.80 |
2170.80 |
+47.80 |
2,837 |
45,926 |
-57 |
Mar08 |
071005 |
2194.00 |
2194.00 |
2192.00 |
2194.00 |
+48.00 |
0 |
1 |
+0 |
Jun08 |
071005 |
2221.00 |
2221.00 |
2219.00 |
2221.00 |
+48.00 |
|
|
|
Total Volume and Open Interest |
2,837 |
45,927 |
-57 |
NASDAQ 100 E-Mini(Globex) |
Dec07 |
071005 |
2123.00 |
2173.00 |
2121.50 |
2170.80 |
+47.80 |
215,217 |
385,181 |
+4,570 |
Mar08 |
071005 |
2149.00 |
2196.00 |
2149.00 |
2194.00 |
+48.00 |
28 |
69 |
+5 |
Total Volume and Open Interest |
215,245 |
385,250 |
+4,575 |
S & P Midcap 400(CME) |
Dec07 |
071005 |
913.50 |
922.75 |
912.50 |
922.50 |
+16.00 |
41 |
5,520 |
-7 |
Mar08 |
071005 |
932.60 |
932.60 |
932.60 |
932.60 |
+16.00 |
|
|
|
Jun08 |
071005 |
942.30 |
942.30 |
942.30 |
942.30 |
+16.00 |
|
|
|
Total Volume and Open Interest |
41 |
5,520 |
-7 |
Russell 2000 E-Mini(Globex) |
Dec07 |
071005 |
834.00 |
853.20 |
832.70 |
850.20 |
+16.40 |
124,986 |
568,673 |
-2,897 |
Mar08 |
071005 |
844.20 |
856.00 |
844.20 |
856.00 |
+16.40 |
13 |
213 |
+2 |
Jun08 |
071005 |
862.50 |
862.50 |
862.50 |
862.50 |
+16.40 |
|
|
|
Total Volume and Open Interest |
124,999 |
568,886 |
-2,895 |
Nikkei 225(CME) |
Dec07 |
071005 |
17325 |
17350 |
17300 |
17315 |
+205 |
5,117 |
68,366 |
-601 |
Mar08 |
071005 |
17360 |
17365 |
17360 |
17360 |
+205 |
0 |
3 |
+0 |
Total Volume and Open Interest |
5,117 |
68,379 |
-601 |
Nikkei 225(SGX) |
Dec07 |
071005 |
17120 |
17180 |
17060 |
17110 |
+25 |
58,862 |
224,518 |
-6,661 |
Mar08 |
071005 |
17150 |
17200 |
17105 |
17115 |
-25 |
84 |
611 |
+59 |
Jun08 |
071005 |
17060 |
17060 |
17060 |
17060 |
-30 |
0 |
1 |
+0 |
Total Volume and Open Interest |
58,948 |
225,335 |
-6,622 |
CAC 40(EURONEXT) |
Oct07 |
071005 |
5802.5 |
5865.0 |
5802.0 |
5849.0 |
+39.5 |
93,744 |
432,674 |
+14,867 |
Nov07 |
071005 |
5828.5 |
5859.0 |
5810.5 |
5855.0 |
+39.5 |
159 |
2,184 |
+185 |
Dec07 |
071005 |
5836.5 |
5887.0 |
5833.5 |
5878.0 |
+39.0 |
3,567 |
44,081 |
+1,353 |
Total Volume and Open Interest |
97,495 |
479,779 |
+16,418 |
Hang Seng Index(HKFE) |
Oct07 |
071005 |
27209 |
27969 |
27193 |
27924 |
+911 |
82,159 |
115,072 |
-513 |
Nov07 |
071005 |
27250 |
28000 |
27250 |
27967 |
+767 |
767 |
1,075 |
+224 |
Dec07 |
071005 |
27409 |
28102 |
27360 |
28079 |
+719 |
288 |
10,861 |
-119 |
Total Volume and Open Interest |
83,270 |
127,488 |
-383 |
DAX(EUREX) |
Dec07 |
071005 |
8006.0 |
8089.0 |
8006.0 |
8061.5 |
+48.5 |
125,388 |
233,028 |
+6,670 |
Mar08 |
071005 |
8113.0 |
8171.5 |
8111.0 |
8148.0 |
+49.0 |
371 |
6,488 |
+80 |
Jun08 |
071005 |
8236.0 |
8248.0 |
8218.5 |
8236.0 |
+51.0 |
348 |
606 |
+199 |
Total Volume and Open Interest |
126,107 |
240,122 |
+6,949 |
FT-SE 100(EURONEXT) |
Dec07 |
071005 |
6633.00 |
6662.00 |
6606.50 |
6631.00 |
+25.00 |
109,543 |
481,747 |
+2,660 |
Mar08 |
071005 |
6649.00 |
6683.00 |
6649.00 |
6653.50 |
+26.00 |
125 |
4,048 |
+19 |
Jun08 |
071005 |
6688.00 |
6688.00 |
6688.00 |
6688.00 |
+27.00 |
2 |
13 |
+2 |
Total Volume and Open Interest |
109,670 |
485,808 |
+2,681 |
SPI 200(SFE) |
Dec07 |
071005 |
6635.0 |
6699.0 |
6631.0 |
6651.0 |
+7.0 |
14,203 |
265,191 |
+2,182 |
Mar08 |
071005 |
6686.0 |
6700.0 |
6663.0 |
6664.0 |
+8.0 |
13 |
1,452 |
-38 |
Jun08 |
071005 |
6715.0 |
6715.0 |
6715.0 |
6715.0 |
+8.0 |
0 |
1,351 |
+0 |
Total Volume and Open Interest |
14,216 |
269,034 |
+2,144 |
GSCI(CME) |
Oct07 |
071005 |
541.50 |
543.00 |
539.40 |
540.80 |
-3.20 |
200 |
21,983 |
+65 |
Nov07 |
071005 |
544.00 |
545.40 |
542.00 |
543.70 |
-1.80 |
17 |
219 |
+9 |
Dec07 |
071005 |
547.00 |
548.10 |
547.00 |
547.00 |
-1.00 |
|
|
|
Total Volume and Open Interest |
217 |
22,202 |
+74 |
Reuters CCI(ICE) |
Nov07 |
071005 |
444.00 |
445.25 |
444.00 |
444.00 |
-1.25 |
14 |
713 |
-1 |
Jan08 |
071005 |
445.50 |
446.25 |
445.50 |
445.50 |
-0.75 |
37 |
430 |
+16 |
Feb08 |
071005 |
445.25 |
445.25 |
445.00 |
445.00 |
-0.25 |
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. |
|
|