|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu October 11, 2007 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov07 |
071011 |
969.50 |
984.25 |
963.00 |
981.50 |
+13.25 |
101,777 |
187,151 |
-14,540 |
Jan08 |
071011 |
986.50 |
1002.00 |
980.75 |
1001.00 |
+14.25 |
33,979 |
164,685 |
+11,937 |
Mar08 |
071011 |
998.50 |
1013.25 |
993.00 |
1010.75 |
+12.50 |
8,651 |
56,324 |
-168 |
May08 |
071011 |
1002.75 |
1013.50 |
996.25 |
1013.00 |
+12.50 |
7,146 |
35,418 |
+837 |
Jul08 |
071011 |
1007.00 |
1018.75 |
1002.50 |
1017.25 |
+11.25 |
6,388 |
42,518 |
-786 |
Aug08 |
071011 |
995.50 |
1004.00 |
995.00 |
1004.00 |
+8.00 |
79 |
1,301 |
+5 |
Sep08 |
071011 |
972.00 |
972.00 |
972.00 |
972.00 |
+4.00 |
70 |
920 |
+37 |
Nov08 |
071011 |
942.00 |
954.00 |
935.75 |
950.00 |
+4.50 |
5,259 |
70,745 |
+345 |
Jan09 |
071011 |
949.00 |
955.00 |
944.00 |
952.00 |
+4.00 |
182 |
1,145 |
+92 |
Mar09 |
071011 |
945.00 |
957.00 |
945.00 |
957.00 |
+13.00 |
1 |
10 |
+7 |
Jul09 |
071011 |
956.00 |
963.00 |
947.00 |
963.00 |
+4.00 |
65 |
470 |
+45 |
Total Volume and Open Interest |
163,791 |
568,412 |
-2,161 |
Soybean Meal(CBOT) |
Oct07 |
071011 |
268.80 |
272.50 |
266.00 |
272.00 |
+3.20 |
2,464 |
1,358 |
-396 |
Dec07 |
071011 |
275.60 |
279.60 |
272.00 |
278.10 |
+3.20 |
29,935 |
97,673 |
-1,887 |
Jan08 |
071011 |
277.70 |
281.70 |
274.90 |
280.20 |
+3.30 |
2,311 |
20,560 |
+1 |
Mar08 |
071011 |
280.00 |
284.50 |
278.30 |
283.50 |
+3.00 |
3,061 |
28,042 |
+216 |
May08 |
071011 |
280.50 |
283.50 |
278.00 |
282.90 |
+2.40 |
1,748 |
23,909 |
+568 |
Jul08 |
071011 |
281.50 |
284.50 |
279.50 |
283.50 |
+1.60 |
1,457 |
22,055 |
+430 |
Aug08 |
071011 |
278.50 |
280.00 |
276.00 |
277.50 |
+1.30 |
223 |
4,700 |
+160 |
Sep08 |
071011 |
270.00 |
270.50 |
268.00 |
270.00 |
+1.30 |
188 |
4,203 |
+10 |
Oct08 |
071011 |
261.00 |
261.00 |
257.00 |
260.00 |
+0.50 |
428 |
2,347 |
+243 |
Dec08 |
071011 |
256.00 |
256.80 |
254.00 |
256.80 |
+0.10 |
891 |
8,903 |
+115 |
Total Volume and Open Interest |
42,864 |
214,426 |
-515 |
Soybean Oil(CBOT) |
Oct07 |
071011 |
39.25 |
39.45 |
39.10 |
39.40 |
+0.50 |
2,710 |
1,762 |
+401 |
Dec07 |
071011 |
39.54 |
40.04 |
39.41 |
39.97 |
+0.50 |
33,934 |
127,538 |
-6,514 |
Jan08 |
071011 |
40.01 |
40.52 |
39.90 |
40.48 |
+0.50 |
12,097 |
55,456 |
+4,435 |
Mar08 |
071011 |
40.50 |
40.95 |
40.41 |
40.93 |
+0.57 |
3,986 |
32,269 |
+1,106 |
May08 |
071011 |
40.75 |
41.27 |
40.75 |
41.26 |
+0.58 |
1,752 |
15,443 |
-50 |
Jul08 |
071011 |
40.99 |
41.55 |
40.99 |
41.51 |
+0.54 |
3,958 |
15,313 |
+892 |
Aug08 |
071011 |
41.04 |
41.45 |
41.04 |
41.42 |
+0.47 |
64 |
1,713 |
+39 |
Sep08 |
071011 |
41.15 |
41.35 |
41.05 |
41.35 |
+0.45 |
48 |
1,025 |
+30 |
Oct08 |
071011 |
41.03 |
41.42 |
41.03 |
41.35 |
+0.50 |
480 |
2,235 |
+247 |
Dec08 |
071011 |
41.20 |
41.55 |
41.09 |
41.40 |
+0.40 |
1,427 |
16,955 |
+84 |
Total Volume and Open Interest |
60,476 |
269,716 |
+670 |
Canola(WCE) |
Nov07 |
071011 |
433.7 |
438.8 |
430.7 |
438.4 |
+5.9 |
6,785 |
58,283 |
-1,428 |
Jan08 |
071011 |
444.3 |
450.0 |
442.2 |
449.8 |
+5.8 |
2,743 |
36,798 |
+1,171 |
Mar08 |
071011 |
454.0 |
458.5 |
451.5 |
458.5 |
+5.4 |
1,383 |
5,233 |
+394 |
May08 |
071011 |
461.9 |
466.2 |
459.1 |
465.6 |
+3.7 |
741 |
4,443 |
+45 |
Jul08 |
071011 |
468.4 |
471.2 |
467.1 |
471.0 |
+3.0 |
338 |
5,200 |
-136 |
Total Volume and Open Interest |
12,914 |
119,388 |
+609 |
Corn(CBOT) |
Dec07 |
071011 |
347.00 |
349.75 |
341.25 |
343.75 |
-3.50 |
57,417 |
578,737 |
-2,679 |
Mar08 |
071011 |
364.00 |
366.00 |
358.00 |
360.75 |
-3.50 |
12,789 |
177,266 |
+1,546 |
May08 |
071011 |
374.00 |
376.00 |
368.50 |
370.75 |
-3.50 |
2,964 |
48,915 |
+240 |
Jul08 |
071011 |
385.00 |
385.00 |
377.75 |
380.00 |
-3.25 |
4,662 |
103,556 |
-14 |
Sep08 |
071011 |
390.00 |
395.50 |
384.25 |
386.50 |
-3.50 |
566 |
16,668 |
+102 |
Dec08 |
071011 |
397.00 |
398.50 |
391.00 |
393.75 |
-3.50 |
5,876 |
169,783 |
+879 |
Mar09 |
071011 |
406.00 |
406.00 |
399.75 |
403.50 |
-2.50 |
270 |
7,949 |
+149 |
May09 |
071011 |
405.00 |
408.50 |
405.00 |
408.50 |
-2.50 |
22 |
152 |
+0 |
Jul09 |
071011 |
413.00 |
413.00 |
408.50 |
410.50 |
-3.00 |
35 |
1,371 |
-20 |
Total Volume and Open Interest |
84,924 |
1,140,636 |
+297 |
Wheat(CBOT) |
Dec07 |
071011 |
853.00 |
883.00 |
852.00 |
883.00 |
+30.00 |
47,669 |
212,777 |
-4,065 |
Mar08 |
071011 |
868.00 |
898.50 |
867.00 |
898.50 |
+30.00 |
14,069 |
71,688 |
+2,210 |
May08 |
071011 |
810.00 |
843.00 |
809.75 |
837.00 |
+24.00 |
1,506 |
12,104 |
+414 |
Jul08 |
071011 |
665.50 |
688.00 |
664.00 |
686.00 |
+20.25 |
4,582 |
67,233 |
+572 |
Sep08 |
071011 |
670.00 |
690.00 |
670.00 |
690.00 |
+19.00 |
795 |
6,735 |
+462 |
Dec08 |
071011 |
678.00 |
699.00 |
677.00 |
698.50 |
+19.50 |
862 |
22,337 |
+215 |
Total Volume and Open Interest |
69,702 |
400,761 |
-116 |
Wheat(KCBT) |
Dec07 |
071011 |
852.75 |
886.25 |
852.75 |
886.00 |
+29.75 |
8,647 |
80,346 |
-1,262 |
Mar08 |
071011 |
860.50 |
891.25 |
859.00 |
891.25 |
+30.00 |
3,557 |
26,562 |
+151 |
May08 |
071011 |
823.00 |
840.00 |
818.00 |
834.25 |
+22.25 |
218 |
1,282 |
+84 |
Jul08 |
071011 |
670.50 |
687.00 |
669.00 |
685.75 |
+16.25 |
1,323 |
19,571 |
-4 |
Sep08 |
071011 |
677.00 |
690.00 |
674.00 |
690.00 |
+20.00 |
97 |
2,483 |
+7 |
Dec08 |
071011 |
684.00 |
696.50 |
680.00 |
693.00 |
+14.00 |
152 |
1,973 |
+62 |
Total Volume and Open Interest |
14,003 |
133,787 |
-953 |
Wheat(MGE) |
Dec07 |
071011 |
858.75 |
890.75 |
858.75 |
890.75 |
+30.00 |
7,282 |
36,567 |
-633 |
Mar08 |
071011 |
856.00 |
886.00 |
856.00 |
886.00 |
+30.00 |
4,353 |
23,797 |
+272 |
May08 |
071011 |
840.75 |
855.00 |
831.00 |
854.00 |
+29.00 |
792 |
2,135 |
+96 |
Jul08 |
071011 |
750.00 |
769.00 |
750.00 |
769.00 |
+30.00 |
157 |
1,646 |
+34 |
Sep08 |
071011 |
678.00 |
697.00 |
678.00 |
695.00 |
+17.00 |
263 |
2,864 |
+123 |
Total Volume and Open Interest |
13,049 |
69,994 |
-19 |
Oats(CBOT) |
Dec07 |
071011 |
274.00 |
274.75 |
270.50 |
274.75 |
+0.75 |
650 |
11,256 |
-114 |
Mar08 |
071011 |
285.00 |
286.25 |
283.00 |
286.25 |
+0.75 |
352 |
2,550 |
+169 |
May08 |
071011 |
290.00 |
290.00 |
290.00 |
290.00 |
unch |
2 |
207 |
+1 |
Jul08 |
071011 |
299.00 |
300.00 |
299.00 |
300.00 |
unch |
0 |
77 |
+0 |
Total Volume and Open Interest |
1,005 |
14,105 |
+56 |
Rough Rice(CBOT) |
Nov07 |
071011 |
11.65 |
11.73 |
11.64 |
11.72 |
+0.04 |
527 |
8,587 |
+46 |
Jan08 |
071011 |
11.98 |
12.06 |
11.97 |
12.06 |
+0.05 |
313 |
5,609 |
+171 |
Mar08 |
071011 |
12.33 |
12.34 |
12.29 |
12.34 |
+0.05 |
242 |
2,135 |
+5 |
May08 |
071011 |
12.49 |
12.49 |
12.49 |
12.49 |
+0.05 |
0 |
271 |
+0 |
Total Volume and Open Interest |
1,084 |
17,855 |
+222 |
Live Cattle(CME) |
Oct07 |
071011 |
93.850 |
94.830 |
93.850 |
94.680 |
+0.580 |
6,169 |
14,952 |
-1,352 |
Dec07 |
071011 |
96.700 |
98.000 |
96.500 |
97.785 |
+1.150 |
22,942 |
120,479 |
-559 |
Feb08 |
071011 |
98.535 |
99.850 |
98.500 |
99.580 |
+1.180 |
6,734 |
48,675 |
+682 |
Apr08 |
071011 |
98.800 |
99.800 |
98.800 |
99.750 |
+1.050 |
3,867 |
27,062 |
+325 |
Jun08 |
071011 |
94.900 |
95.750 |
94.900 |
95.730 |
+0.830 |
1,249 |
11,583 |
+13 |
Aug08 |
071011 |
94.000 |
95.200 |
94.000 |
94.930 |
+0.930 |
201 |
5,464 |
+12 |
Total Volume and Open Interest |
41,439 |
231,394 |
-893 |
Feeder Cattle(CME) |
Oct07 |
071011 |
113.650 |
114.500 |
113.500 |
114.350 |
+1.150 |
895 |
3,502 |
-457 |
Nov07 |
071011 |
113.000 |
114.800 |
112.700 |
114.480 |
+1.400 |
3,421 |
9,164 |
-735 |
Jan08 |
071011 |
113.000 |
114.850 |
113.000 |
114.730 |
+1.580 |
2,392 |
8,891 |
+598 |
Mar08 |
071011 |
112.500 |
113.900 |
112.500 |
113.885 |
+1.635 |
163 |
1,673 |
+19 |
Apr08 |
071011 |
113.900 |
114.450 |
113.750 |
114.430 |
+1.395 |
47 |
677 |
+15 |
May08 |
071011 |
113.900 |
114.500 |
113.200 |
114.450 |
+1.250 |
59 |
1,268 |
+30 |
Aug08 |
071011 |
113.500 |
114.700 |
113.500 |
114.700 |
+1.500 |
55 |
355 |
+51 |
Total Volume and Open Interest |
7,032 |
25,534 |
-479 |
Lean Hogs(CME) |
Oct07 |
071011 |
57.400 |
57.675 |
57.250 |
57.550 |
+0.175 |
1,733 |
11,159 |
-126 |
Dec07 |
071011 |
60.400 |
61.050 |
60.250 |
60.525 |
+0.750 |
7,757 |
95,540 |
+212 |
Feb08 |
071011 |
66.950 |
67.450 |
66.850 |
66.975 |
+0.425 |
2,820 |
34,066 |
+454 |
Apr08 |
071011 |
69.650 |
70.000 |
69.600 |
69.725 |
+0.325 |
1,027 |
19,216 |
+180 |
May08 |
071011 |
74.500 |
74.950 |
74.500 |
74.925 |
+0.450 |
88 |
1,856 |
+71 |
Jun08 |
071011 |
76.750 |
76.975 |
76.750 |
76.850 |
+0.175 |
284 |
12,316 |
-1 |
Jul08 |
071011 |
75.400 |
75.600 |
75.350 |
75.600 |
+0.275 |
209 |
2,945 |
+43 |
Aug08 |
071011 |
72.200 |
72.650 |
72.200 |
72.425 |
+0.225 |
118 |
1,609 |
+40 |
Total Volume and Open Interest |
17,807 |
180,210 |
+958 |
Class III Milk(CME) |
Oct07 |
071011 |
18.31 |
18.35 |
18.23 |
18.30 |
-0.04 |
77 |
3,945 |
-7 |
Nov07 |
071011 |
17.34 |
17.47 |
17.20 |
17.42 |
+0.02 |
311 |
4,204 |
+9 |
Dec07 |
071011 |
16.97 |
17.05 |
16.81 |
17.00 |
+0.03 |
133 |
3,663 |
+16 |
Jan08 |
071011 |
16.20 |
16.28 |
16.20 |
16.28 |
+0.01 |
79 |
2,171 |
+21 |
Feb08 |
071011 |
15.68 |
15.73 |
15.65 |
15.72 |
-0.01 |
106 |
2,123 |
-28 |
Total Volume and Open Interest |
866 |
31,242 |
+43 |
Cocoa(ICE) |
Dec07 |
071011 |
1835 |
1867 |
1830 |
1855 |
+20 |
8,508 |
58,960 |
+111 |
Mar08 |
071011 |
1838 |
1847 |
1826 |
1841 |
+6 |
2,486 |
36,058 |
+238 |
May08 |
071011 |
1845 |
1857 |
1840 |
1854 |
+4 |
392 |
12,311 |
+159 |
Jul08 |
071011 |
1866 |
1867 |
1855 |
1864 |
+4 |
83 |
4,160 |
-43 |
Sep08 |
071011 |
1882 |
1883 |
1880 |
1880 |
+4 |
14 |
4,248 |
+1 |
Dec08 |
071011 |
1911 |
1912 |
1901 |
1903 |
+3 |
32 |
12,953 |
+14 |
Mar09 |
071011 |
1925 |
1925 |
1925 |
1925 |
+2 |
374 |
885 |
+2 |
Total Volume and Open Interest |
12,137 |
129,825 |
+729 |
Coffee "C"(ICE) |
Dec07 |
071011 |
134.90 |
139.70 |
134.00 |
138.25 |
+4.85 |
23,415 |
105,260 |
-1,132 |
Mar08 |
071011 |
138.05 |
143.40 |
138.00 |
142.00 |
+4.85 |
4,267 |
34,069 |
+654 |
May08 |
071011 |
139.95 |
145.25 |
139.95 |
143.85 |
+4.80 |
1,294 |
10,880 |
+83 |
Jul08 |
071011 |
143.15 |
146.65 |
143.15 |
145.40 |
+4.80 |
680 |
4,325 |
-149 |
Sep08 |
071011 |
145.55 |
148.10 |
145.10 |
146.80 |
+4.80 |
658 |
9,368 |
-54 |
Dec08 |
071011 |
146.70 |
149.50 |
146.30 |
148.00 |
+4.55 |
438 |
6,491 |
+142 |
Total Volume and Open Interest |
31,228 |
176,475 |
-391 |
Orange Juice(ICE) |
Nov07 |
071011 |
141.75 |
142.00 |
135.00 |
136.30 |
-5.15 |
4,886 |
10,505 |
-207 |
Jan08 |
071011 |
143.00 |
143.00 |
135.40 |
136.55 |
-4.55 |
3,546 |
13,550 |
+1,390 |
Mar08 |
071011 |
141.00 |
141.00 |
136.85 |
136.85 |
-4.15 |
478 |
5,399 |
-99 |
May08 |
071011 |
136.50 |
136.50 |
136.50 |
136.50 |
-4.25 |
1 |
542 |
-1 |
Jul08 |
071011 |
137.50 |
138.50 |
135.60 |
135.60 |
-4.90 |
43 |
201 |
+0 |
Sep08 |
071011 |
135.00 |
135.00 |
135.00 |
135.00 |
-5.25 |
35 |
138 |
+3 |
Total Volume and Open Interest |
9,094 |
31,371 |
+1,121 |
Sugar #11(ICE) |
Mar08 |
071011 |
9.74 |
9.89 |
9.72 |
9.81 |
+0.07 |
82,436 |
397,094 |
+10,814 |
May08 |
071011 |
9.82 |
9.92 |
9.78 |
9.85 |
+0.08 |
10,094 |
60,629 |
+427 |
Jul08 |
071011 |
9.80 |
9.91 |
9.76 |
9.84 |
+0.09 |
2,474 |
57,258 |
+37 |
Oct08 |
071011 |
10.06 |
10.16 |
10.03 |
10.11 |
+0.08 |
1,605 |
50,504 |
-234 |
Mar09 |
071011 |
10.45 |
10.48 |
10.42 |
10.42 |
+0.07 |
921 |
32,074 |
-114 |
Total Volume and Open Interest |
98,412 |
639,622 |
+11,174 |
London Cocoa(LCE) |
Dec07 |
071011 |
927 |
945 |
924 |
940 |
+10 |
4,591 |
73,787 |
+912 |
Mar08 |
071011 |
944 |
955 |
941 |
951 |
+6 |
4,723 |
45,539 |
+2,330 |
May08 |
071011 |
954 |
966 |
951 |
961 |
+6 |
270 |
19,270 |
+59 |
Jul08 |
071011 |
966 |
977 |
963 |
973 |
+8 |
322 |
17,288 |
+59 |
Sep08 |
071011 |
975 |
985 |
974 |
982 |
+6 |
51 |
19,504 |
+13 |
Dec08 |
071011 |
985 |
993 |
983 |
992 |
+6 |
1,418 |
9,626 |
+1,040 |
Mar09 |
071011 |
1000 |
1006 |
1000 |
1006 |
+7 |
103 |
207 |
+88 |
Total Volume and Open Interest |
11,478 |
185,231 |
+4,501 |
London Sugar(LCE) |
Dec07 |
071011 |
276.80 |
276.80 |
273.50 |
274.20 |
-1.00 |
3,045 |
41,107 |
-1,380 |
Mar08 |
071011 |
283.10 |
284.40 |
282.10 |
283.20 |
+0.30 |
854 |
23,475 |
-34 |
May08 |
071011 |
285.00 |
287.50 |
285.00 |
286.40 |
+0.90 |
195 |
7,914 |
+112 |
Aug08 |
071011 |
288.30 |
289.50 |
287.50 |
288.70 |
+1.70 |
134 |
6,042 |
+0 |
Oct08 |
071011 |
293.00 |
294.50 |
293.00 |
294.20 |
+1.70 |
252 |
4,640 |
+128 |
Total Volume and Open Interest |
4,848 |
86,462 |
-973 |
Cotton(ICE) |
Dec07 |
071011 |
64.25 |
64.48 |
63.20 |
63.73 |
-0.48 |
20,420 |
140,800 |
+562 |
Mar08 |
071011 |
67.95 |
68.26 |
67.20 |
67.64 |
-0.31 |
6,305 |
57,910 |
+184 |
May08 |
071011 |
69.35 |
70.00 |
68.20 |
68.90 |
-0.30 |
352 |
6,735 |
+39 |
Jul08 |
071011 |
70.03 |
70.25 |
69.80 |
70.05 |
-0.35 |
291 |
7,581 |
+58 |
Oct08 |
071011 |
71.00 |
71.00 |
71.00 |
71.00 |
-0.10 |
0 |
266 |
+0 |
Dec08 |
071011 |
73.25 |
74.00 |
72.51 |
73.00 |
-0.18 |
831 |
18,878 |
-11 |
Total Volume and Open Interest |
28,202 |
233,578 |
+834 |
Lumber(CME) |
Nov07 |
071011 |
238.5 |
239.3 |
236.3 |
238.0 |
-0.3 |
1,031 |
4,552 |
-198 |
Jan08 |
071011 |
259.5 |
261.8 |
259.0 |
260.3 |
+0.4 |
885 |
4,404 |
+214 |
Mar08 |
071011 |
280.7 |
281.9 |
277.7 |
279.1 |
-2.9 |
96 |
704 |
-28 |
May08 |
071011 |
285.5 |
285.5 |
282.0 |
283.4 |
-3.8 |
10 |
80 |
+6 |
Total Volume and Open Interest |
2,022 |
9,746 |
-6 |
Crude Oil(NYM) |
Nov07 |
071011 |
81.32 |
83.67 |
81.25 |
83.08 |
+1.78 |
264,143 |
189,300 |
-29,878 |
Dec07 |
071011 |
80.56 |
82.79 |
80.55 |
82.26 |
+1.65 |
158,270 |
326,784 |
+17,279 |
Jan08 |
071011 |
79.89 |
81.93 |
79.84 |
81.49 |
+1.55 |
52,019 |
118,364 |
+3,378 |
Feb08 |
071011 |
79.38 |
81.16 |
79.37 |
80.80 |
+1.43 |
13,420 |
52,571 |
+1,745 |
Mar08 |
071011 |
78.88 |
80.52 |
78.88 |
80.21 |
+1.30 |
10,243 |
54,560 |
+1,962 |
Apr08 |
071011 |
78.81 |
79.89 |
78.75 |
79.69 |
+1.18 |
2,591 |
45,421 |
-297 |
May08 |
071011 |
78.42 |
79.39 |
78.42 |
79.24 |
+1.08 |
1,350 |
45,803 |
-168 |
Jun08 |
071011 |
77.99 |
79.26 |
77.99 |
78.83 |
+0.99 |
5,540 |
58,452 |
-28 |
Jul08 |
071011 |
78.45 |
78.45 |
78.45 |
78.45 |
+0.91 |
394 |
18,722 |
-48 |
Aug08 |
071011 |
77.45 |
78.10 |
77.45 |
78.10 |
+0.83 |
68 |
11,833 |
-19 |
Sep08 |
071011 |
77.32 |
77.96 |
77.21 |
77.80 |
+0.76 |
407 |
36,758 |
+107 |
Oct08 |
071011 |
77.51 |
77.51 |
77.51 |
77.51 |
+0.70 |
110 |
22,476 |
-70 |
Nov08 |
071011 |
77.03 |
77.50 |
77.03 |
77.25 |
+0.65 |
336 |
15,389 |
+207 |
Dec08 |
071011 |
76.29 |
77.56 |
76.29 |
77.00 |
+0.61 |
7,270 |
156,711 |
-1,819 |
Jan09 |
071011 |
76.78 |
76.78 |
76.78 |
76.78 |
+0.58 |
20 |
24,734 |
-4 |
Feb09 |
071011 |
76.57 |
76.57 |
76.57 |
76.57 |
+0.55 |
0 |
15,449 |
+0 |
Total Volume and Open Interest |
521,763 |
1,433,187 |
-7,737 |
e-miNY Crude Oil(NYM) |
Oct07 |
070919 |
82.200 |
82.525 |
80.875 |
81.925 |
+0.425 |
|
|
|
Nov07 |
071011 |
81.250 |
83.675 |
81.250 |
83.075 |
+1.775 |
|
|
|
Dec07 |
071011 |
80.575 |
82.800 |
80.575 |
82.250 |
+1.650 |
|
|
|
Jan08 |
071011 |
79.675 |
81.500 |
79.675 |
81.500 |
+1.550 |
|
|
|
Feb08 |
071011 |
79.600 |
81.250 |
79.575 |
80.800 |
+1.425 |
|
|
|
Mar08 |
071011 |
80.200 |
80.200 |
80.200 |
80.200 |
+1.300 |
|
|
|
Apr08 |
071011 |
79.700 |
79.700 |
79.700 |
79.700 |
+1.200 |
|
|
|
May08 |
071011 |
79.500 |
79.500 |
79.250 |
79.250 |
+1.100 |
|
|
|
Jun08 |
071011 |
78.900 |
78.900 |
78.825 |
78.825 |
+0.975 |
|
|
|
Jul08 |
071011 |
78.450 |
78.450 |
78.450 |
78.450 |
+0.900 |
|
|
|
Total Volume and Open Interest |
14,727 |
9,257 |
-645 |
Heating Oil(NYM) |
Nov07 |
071011 |
221.93 |
227.11 |
221.72 |
224.73 |
+3.01 |
40,739 |
60,341 |
-2,541 |
Dec07 |
071011 |
223.54 |
228.69 |
223.49 |
226.58 |
+3.11 |
21,236 |
72,098 |
+5,688 |
Jan08 |
071011 |
225.25 |
230.26 |
225.25 |
228.38 |
+3.21 |
8,644 |
34,483 |
+1,270 |
Feb08 |
071011 |
226.74 |
229.23 |
226.00 |
227.93 |
+3.11 |
2,419 |
15,848 |
+141 |
Mar08 |
071011 |
224.21 |
226.80 |
223.64 |
225.63 |
+2.96 |
1,716 |
8,819 |
+449 |
Apr08 |
071011 |
219.58 |
221.65 |
219.58 |
221.23 |
+2.76 |
1,159 |
7,595 |
+138 |
May08 |
071011 |
215.26 |
217.50 |
215.26 |
217.03 |
+2.56 |
557 |
3,495 |
+65 |
Jun08 |
071011 |
213.52 |
216.30 |
213.29 |
214.98 |
+2.51 |
1,070 |
13,005 |
-146 |
Jul08 |
071011 |
212.74 |
215.00 |
212.74 |
214.43 |
+2.46 |
322 |
2,463 |
+206 |
Aug08 |
071011 |
213.10 |
214.63 |
213.10 |
214.63 |
+2.31 |
30 |
627 |
-8 |
Sep08 |
071011 |
215.78 |
215.78 |
215.78 |
215.78 |
+2.21 |
25 |
976 |
-6 |
Oct08 |
071011 |
218.00 |
218.00 |
217.30 |
217.38 |
+2.16 |
4 |
572 |
+0 |
Total Volume and Open Interest |
78,457 |
225,578 |
+5,643 |
Gasoline(NYMEX) |
Nov07 |
071011 |
203.35 |
207.62 |
203.19 |
206.66 |
+3.30 |
38,047 |
65,963 |
-7,183 |
Dec07 |
071011 |
204.09 |
208.33 |
204.05 |
207.56 |
+3.25 |
18,691 |
41,638 |
+3,843 |
Jan08 |
071011 |
206.50 |
210.00 |
206.50 |
209.51 |
+3.30 |
9,942 |
24,928 |
+1,552 |
Feb08 |
071011 |
209.20 |
211.50 |
208.83 |
211.16 |
+3.35 |
3,607 |
10,672 |
+495 |
Mar08 |
071011 |
210.96 |
212.81 |
210.96 |
212.81 |
+3.30 |
2,713 |
12,321 |
+346 |
Apr08 |
071011 |
226.00 |
226.01 |
224.64 |
226.01 |
+3.30 |
1,965 |
13,023 |
+305 |
May08 |
071011 |
224.54 |
226.61 |
224.54 |
226.61 |
+3.20 |
505 |
4,892 |
+47 |
Jun08 |
071011 |
224.00 |
226.06 |
223.71 |
226.06 |
+3.20 |
918 |
5,897 |
+189 |
Jul08 |
071011 |
224.41 |
224.41 |
224.41 |
224.41 |
+3.05 |
303 |
2,240 |
-5 |
Aug08 |
071011 |
222.06 |
222.06 |
222.06 |
222.06 |
+3.00 |
245 |
947 |
+56 |
Total Volume and Open Interest |
77,804 |
191,074 |
+288 |
e-miNY RBOB Gasoline(NYM) |
Nov07 |
071011 |
206.66 |
206.66 |
206.66 |
206.66 |
+3.30 |
0 |
3 |
+0 |
Dec07 |
071011 |
206.50 |
207.56 |
205.80 |
207.56 |
+3.25 |
0 |
2 |
+0 |
Jan08 |
071011 |
209.51 |
209.51 |
209.51 |
209.51 |
+3.30 |
|
|
|
Feb08 |
071011 |
211.16 |
211.16 |
211.16 |
211.16 |
+3.35 |
|
|
|
Total Volume and Open Interest |
0 |
5 |
+0 |
Natural Gas(NYM) |
Nov07 |
071011 |
7.011 |
7.117 |
6.846 |
6.876 |
-0.134 |
74,295 |
81,203 |
-10,602 |
Dec07 |
071011 |
7.787 |
7.800 |
7.607 |
7.641 |
-0.084 |
45,061 |
70,139 |
+3,063 |
Jan08 |
071011 |
8.125 |
8.166 |
7.996 |
8.041 |
-0.053 |
25,095 |
73,544 |
+4,108 |
Feb08 |
071011 |
8.150 |
8.160 |
8.034 |
8.071 |
-0.049 |
2,393 |
33,780 |
+42 |
Mar08 |
071011 |
8.000 |
8.000 |
7.860 |
7.896 |
-0.048 |
6,431 |
44,768 |
+528 |
Apr08 |
071011 |
7.600 |
7.636 |
7.470 |
7.546 |
-0.043 |
3,424 |
38,331 |
+880 |
May08 |
071011 |
7.625 |
7.650 |
7.576 |
7.579 |
-0.040 |
1,903 |
30,179 |
+177 |
Jun08 |
071011 |
7.700 |
7.720 |
7.650 |
7.654 |
-0.040 |
439 |
18,446 |
+202 |
Jul08 |
071011 |
7.800 |
7.800 |
7.704 |
7.736 |
-0.040 |
236 |
13,137 |
+100 |
Aug08 |
071011 |
7.860 |
7.871 |
7.805 |
7.805 |
-0.040 |
147 |
11,714 |
+55 |
Sep08 |
071011 |
7.878 |
7.891 |
7.819 |
7.822 |
-0.040 |
159 |
9,347 |
+53 |
Oct08 |
071011 |
7.945 |
7.970 |
7.892 |
7.892 |
-0.040 |
2,014 |
32,791 |
+591 |
Nov08 |
071011 |
8.325 |
8.325 |
8.178 |
8.272 |
-0.035 |
616 |
20,265 |
+59 |
Dec08 |
071011 |
8.695 |
8.695 |
8.640 |
8.644 |
-0.029 |
79 |
14,625 |
-11 |
Jan09 |
071011 |
8.950 |
8.955 |
8.914 |
8.914 |
-0.019 |
825 |
33,033 |
+461 |
Feb09 |
071011 |
8.950 |
8.950 |
8.914 |
8.914 |
-0.019 |
61 |
4,919 |
+48 |
Total Volume and Open Interest |
175,384 |
741,297 |
+799 |
Brent Crude Oil(ICE) |
Nov07 |
071011 |
78.80 |
80.68 |
78.69 |
80.15 |
+1.55 |
79,152 |
58,546 |
-7,005 |
Dec07 |
071011 |
78.39 |
80.32 |
78.38 |
79.77 |
+1.45 |
100,000 |
168,865 |
-7,549 |
Jan08 |
071011 |
78.18 |
80.02 |
78.18 |
79.54 |
+1.40 |
50,525 |
109,318 |
+5,525 |
Feb08 |
071011 |
78.20 |
79.65 |
77.98 |
79.25 |
+1.33 |
12,489 |
28,483 |
+702 |
Mar08 |
071011 |
77.99 |
79.31 |
77.77 |
78.91 |
+1.24 |
5,575 |
18,805 |
-944 |
Apr08 |
071011 |
77.81 |
78.64 |
77.81 |
78.63 |
+1.16 |
3,487 |
15,241 |
+249 |
May08 |
071011 |
78.35 |
78.35 |
78.35 |
78.35 |
+1.07 |
742 |
11,966 |
+184 |
Jun08 |
071011 |
77.36 |
78.50 |
77.18 |
78.06 |
+0.96 |
3,480 |
32,009 |
-134 |
Jul08 |
071011 |
77.81 |
77.81 |
77.81 |
77.81 |
+0.89 |
354 |
6,524 |
+30 |
Aug08 |
071011 |
77.57 |
77.57 |
77.57 |
77.57 |
+0.81 |
146 |
3,805 |
+1 |
Sep08 |
071011 |
77.33 |
77.33 |
77.33 |
77.33 |
+0.73 |
45 |
4,699 |
+40 |
Oct08 |
071011 |
77.10 |
77.10 |
77.10 |
77.10 |
+0.67 |
24 |
4,723 |
+12 |
Nov08 |
071011 |
76.87 |
76.87 |
76.87 |
76.87 |
+0.60 |
724 |
10,840 |
+0 |
Dec08 |
071011 |
76.32 |
77.15 |
76.21 |
76.64 |
+0.52 |
5,449 |
51,403 |
+576 |
Total Volume and Open Interest |
264,147 |
628,428 |
-7,993 |
Gas Oil(ICE) |
Nov07 |
071011 |
692.50 |
707.00 |
691.25 |
704.25 |
+20.50 |
64,644 |
98,386 |
+4,939 |
Dec07 |
071011 |
693.50 |
708.50 |
692.25 |
705.50 |
+20.75 |
35,011 |
75,340 |
+5,815 |
Jan08 |
071011 |
697.00 |
712.25 |
696.00 |
709.50 |
+20.75 |
14,072 |
50,048 |
+5,628 |
Feb08 |
071011 |
692.75 |
706.50 |
691.25 |
704.75 |
+20.25 |
2,568 |
21,786 |
+470 |
Mar08 |
071011 |
687.50 |
698.25 |
687.50 |
697.25 |
+19.50 |
1,602 |
12,799 |
+1,338 |
Apr08 |
071011 |
680.00 |
690.00 |
679.25 |
689.00 |
+18.75 |
1,315 |
9,439 |
+981 |
May08 |
071011 |
680.50 |
681.50 |
680.50 |
681.25 |
+18.00 |
250 |
11,884 |
+19 |
Jun08 |
071011 |
668.50 |
679.00 |
667.75 |
676.75 |
+17.50 |
3,834 |
30,369 |
+32 |
Jul08 |
071011 |
676.50 |
676.50 |
676.50 |
676.50 |
+16.75 |
75 |
4,967 |
+40 |
Aug08 |
071011 |
677.75 |
677.75 |
677.75 |
677.75 |
+17.00 |
0 |
677 |
+0 |
Total Volume and Open Interest |
125,696 |
356,242 |
-10,349 |
Ethanol(CBOT) |
Oct07 |
071003 |
1.585 |
1.585 |
1.560 |
1.565 |
-0.020 |
13 |
56 |
-12 |
Nov07 |
071011 |
1.570 |
1.570 |
1.570 |
1.570 |
+0.025 |
0 |
64 |
-7 |
Dec07 |
071011 |
1.570 |
1.570 |
1.570 |
1.570 |
+0.025 |
0 |
157 |
-1 |
Jan08 |
071011 |
1.570 |
1.570 |
1.570 |
1.570 |
+0.025 |
0 |
141 |
-3 |
Feb08 |
071011 |
1.550 |
1.550 |
1.550 |
1.550 |
+0.005 |
0 |
123 |
-3 |
Mar08 |
071011 |
1.550 |
1.550 |
1.550 |
1.550 |
+0.005 |
0 |
171 |
+0 |
Apr08 |
071011 |
1.550 |
1.550 |
1.550 |
1.550 |
+0.005 |
0 |
90 |
+0 |
May08 |
071011 |
1.550 |
1.550 |
1.550 |
1.550 |
+0.005 |
0 |
100 |
+1 |
Total Volume and Open Interest |
42 |
1,343 |
-10 |
WTI Crude Oil(ICE) |
Nov07 |
071011 |
81.42 |
83.68 |
81.39 |
83.08 |
+1.78 |
81,808 |
81,267 |
-10,148 |
Dec07 |
071011 |
80.75 |
82.79 |
80.72 |
82.26 |
+1.65 |
65,954 |
137,689 |
+11,418 |
Jan08 |
071011 |
80.07 |
81.90 |
80.01 |
81.49 |
+1.55 |
17,862 |
42,471 |
-1,595 |
Feb08 |
071011 |
79.54 |
81.10 |
79.54 |
80.80 |
+1.43 |
6,570 |
22,853 |
+1,004 |
Mar08 |
071011 |
78.95 |
80.51 |
78.95 |
80.21 |
+1.30 |
2,181 |
17,203 |
+272 |
Apr08 |
071011 |
78.73 |
79.77 |
78.73 |
79.69 |
+1.18 |
1,009 |
9,342 |
-84 |
May08 |
071011 |
79.14 |
79.24 |
79.14 |
79.24 |
+1.08 |
340 |
5,927 |
+75 |
Jun08 |
071011 |
77.98 |
79.18 |
77.98 |
78.83 |
+0.99 |
2,292 |
41,140 |
-168 |
Jul08 |
071011 |
78.45 |
78.45 |
78.45 |
78.45 |
+0.91 |
2 |
5,013 |
+2 |
Aug08 |
071011 |
78.10 |
78.10 |
78.10 |
78.10 |
+0.83 |
2 |
1,131 |
+0 |
Sep08 |
071011 |
77.80 |
77.80 |
77.80 |
77.80 |
+0.76 |
0 |
10,807 |
+0 |
Oct08 |
071011 |
77.51 |
77.51 |
77.51 |
77.51 |
+0.70 |
20 |
4,818 |
+20 |
Nov08 |
071011 |
77.25 |
77.25 |
77.25 |
77.25 |
+0.65 |
20 |
1,463 |
+20 |
Dec08 |
071011 |
76.50 |
77.50 |
76.50 |
77.00 |
+0.61 |
5,287 |
82,181 |
-97 |
Jan09 |
071011 |
76.78 |
76.78 |
76.78 |
76.78 |
+0.58 |
0 |
1,630 |
+0 |
Feb09 |
071011 |
76.57 |
76.57 |
76.57 |
76.57 |
+0.55 |
0 |
1,450 |
+0 |
Total Volume and Open Interest |
189,739 |
575,040 |
+4,433 |
US Dollar Index(ICE) |
Dec07 |
071011 |
78.180 |
78.250 |
77.880 |
78.000 |
-0.300 |
2,255 |
38,016 |
+697 |
Mar08 |
071011 |
77.920 |
77.920 |
77.920 |
77.920 |
-0.310 |
16 |
2,827 |
+1 |
Jun08 |
071011 |
77.890 |
77.890 |
77.890 |
77.890 |
-0.310 |
1 |
436 |
+1 |
Total Volume and Open Interest |
2,272 |
41,279 |
+699 |
Australian Dollar(CME) |
Dec07 |
071011 |
89.52 |
90.36 |
89.41 |
90.12 |
+0.72 |
34,825 |
91,760 |
-3,007 |
Mar08 |
071011 |
89.80 |
89.90 |
89.18 |
89.69 |
+0.72 |
119 |
337 |
+103 |
Jun08 |
071011 |
89.26 |
89.26 |
88.71 |
89.17 |
+0.72 |
0 |
280 |
+0 |
Total Volume and Open Interest |
34,946 |
92,391 |
-2,902 |
British Pound(CME) |
Dec07 |
071011 |
203.97 |
203.97 |
202.75 |
203.03 |
-0.81 |
67,547 |
111,783 |
+3,915 |
Mar08 |
071011 |
202.98 |
203.35 |
202.25 |
202.52 |
-0.82 |
176 |
766 |
-81 |
Jun08 |
071011 |
201.99 |
202.69 |
201.71 |
201.99 |
-0.82 |
0 |
16 |
+0 |
Total Volume and Open Interest |
67,723 |
112,575 |
+3,834 |
Canadian Dollar(CME) |
Dec07 |
071011 |
101.94 |
102.84 |
101.82 |
102.50 |
+0.55 |
34,792 |
149,554 |
-4,531 |
Mar08 |
071011 |
102.24 |
102.85 |
101.89 |
102.52 |
+0.55 |
134 |
1,861 |
+17 |
Jun08 |
071011 |
102.60 |
102.86 |
102.42 |
102.54 |
+0.55 |
314 |
1,024 |
+307 |
Sep08 |
071011 |
102.88 |
102.88 |
102.45 |
102.55 |
+0.55 |
1 |
812 |
+1 |
Total Volume and Open Interest |
35,241 |
153,422 |
-4,206 |
Japanese Yen(CME) |
Dec07 |
071011 |
86.03 |
86.13 |
85.54 |
85.95 |
-0.04 |
75,754 |
193,605 |
-5,427 |
Mar08 |
071011 |
86.88 |
86.97 |
86.43 |
86.83 |
-0.04 |
183 |
8,628 |
+47 |
Jun08 |
071011 |
87.65 |
87.65 |
87.32 |
87.65 |
-0.04 |
1 |
16,338 |
+0 |
Total Volume and Open Interest |
75,938 |
218,967 |
-5,380 |
Swiss Franc(CME) |
Dec07 |
071011 |
84.89 |
85.34 |
84.80 |
85.02 |
+0.16 |
42,747 |
71,956 |
+1,919 |
Mar08 |
071011 |
85.62 |
85.80 |
85.33 |
85.49 |
+0.16 |
12 |
149 |
+0 |
Jun08 |
071011 |
85.89 |
86.15 |
85.79 |
85.89 |
+0.16 |
0 |
4 |
+0 |
Total Volume and Open Interest |
42,760 |
72,115 |
+1,918 |
EuroFX(CME) |
Dec07 |
071011 |
141.63 |
142.62 |
141.54 |
142.32 |
+0.82 |
150,990 |
201,891 |
-795 |
Mar08 |
071011 |
141.92 |
142.78 |
141.75 |
142.49 |
+0.82 |
412 |
1,363 |
+61 |
Jun08 |
071011 |
142.83 |
142.90 |
142.14 |
142.63 |
+0.82 |
1 |
132 |
+0 |
Total Volume and Open Interest |
151,405 |
203,457 |
-736 |
Mexican Peso(CME) |
Oct07 |
071011 |
924.0 |
924.0 |
924.0 |
924.0 |
+1.0 |
0 |
69 |
+0 |
Nov07 |
071011 |
922.0 |
922.0 |
922.0 |
922.0 |
+1.0 |
0 |
86 |
+0 |
Total Volume and Open Interest |
16,669 |
79,830 |
-653 |
Brazilian Real(CME) |
Nov07 |
071011 |
552.80 |
553.00 |
552.80 |
552.80 |
-0.20 |
|
|
|
Dec07 |
071011 |
557.50 |
557.50 |
551.40 |
551.40 |
-0.10 |
66 |
7,423 |
+22 |
Jan08 |
071011 |
549.80 |
549.90 |
549.80 |
549.80 |
-0.10 |
|
|
|
Feb08 |
071011 |
547.60 |
547.80 |
547.60 |
547.60 |
-0.20 |
|
|
|
Total Volume and Open Interest |
66 |
7,423 |
+22 |
30-Year T-Bonds(CBOT) |
Dec07 |
071011 |
110~230 |
110~280 |
110~020 |
110~200 |
-0~050 |
287,947 |
925,830 |
+2,994 |
Mar08 |
071011 |
110~230 |
110~240 |
110~010 |
110~180 |
-0~050 |
1,155 |
2,779 |
+331 |
Jun08 |
071011 |
110~150 |
110~150 |
110~150 |
110~150 |
-0~060 |
0 |
288 |
-6 |
Total Volume and Open Interest |
289,127 |
928,922 |
+3,320 |
10-Year T-Notes(CBOT) |
Dec07 |
071011 |
108~225 |
108~270 |
108~095 |
108~210 |
-0~015 |
959,277 |
2,350,044 |
+4,602 |
Mar08 |
071011 |
108~045 |
108~075 |
107~315 |
108~075 |
-0~010 |
9,426 |
111,223 |
+4,389 |
Jun08 |
071011 |
107~275 |
107~275 |
107~275 |
107~275 |
-0~010 |
0 |
19 |
+0 |
Total Volume and Open Interest |
968,703 |
2,461,286 |
+8,991 |
5-Year T-Notes(CBOT) |
Dec07 |
071011 |
106~046 |
106~058 |
106~026 |
106~058 |
+0~002 |
437,822 |
0 |
+0 |
Mar08 |
071011 |
106~010 |
106~038 |
106~010 |
106~038 |
unch |
204 |
1,921 |
+251 |
Jun08 |
071011 |
106~038 |
106~038 |
106~038 |
106~038 |
unch |
|
|
|
Total Volume and Open Interest |
447,581 |
1,660,456 |
-8,707 |
2 Year T-Notes(CBOT) |
Dec07 |
071011 |
103~024 |
103~032 |
103~009 |
103~021 |
-0~002 |
195,654 |
965,342 |
-3,619 |
Mar08 |
071011 |
103~016 |
103~016 |
103~016 |
103~016 |
-0~002 |
1 |
0 |
|
Total Volume and Open Interest |
195,656 |
965,342 |
|
Eurodollars(CME) |
Dec07 |
071011 |
94.965 |
95.060 |
94.945 |
95.035 |
+0.085 |
219,984 |
1,550,172 |
+16,414 |
Mar08 |
071011 |
95.220 |
95.335 |
95.195 |
95.295 |
+0.090 |
308,111 |
1,361,401 |
-16,825 |
Jun08 |
071011 |
95.390 |
95.490 |
95.350 |
95.445 |
+0.070 |
224,191 |
1,320,199 |
+113 |
Sep08 |
071011 |
95.470 |
95.550 |
95.420 |
95.505 |
+0.045 |
255,055 |
1,197,885 |
+13,499 |
Dec08 |
071011 |
95.480 |
95.540 |
95.420 |
95.495 |
+0.025 |
330,524 |
1,242,561 |
+11,676 |
Mar09 |
071011 |
95.435 |
95.480 |
95.370 |
95.435 |
+0.010 |
178,318 |
777,850 |
+1,363 |
Jun09 |
071011 |
95.345 |
95.390 |
95.280 |
95.340 |
+0.005 |
91,577 |
502,423 |
-465 |
Sep09 |
071011 |
95.245 |
95.300 |
95.190 |
95.250 |
+0.005 |
75,992 |
402,611 |
+9,152 |
Dec09 |
071011 |
95.155 |
95.205 |
95.100 |
95.160 |
+0.005 |
30,134 |
266,421 |
+311 |
Mar10 |
071011 |
95.095 |
95.135 |
95.035 |
95.090 |
+0.005 |
20,250 |
178,181 |
-165 |
Jun10 |
071011 |
95.030 |
95.060 |
94.975 |
95.025 |
+0.005 |
9,342 |
139,719 |
-46 |
Sep10 |
071011 |
94.960 |
95.005 |
94.915 |
94.965 |
+0.005 |
9,110 |
124,379 |
+1,018 |
Dec10 |
071011 |
94.885 |
94.935 |
94.850 |
94.900 |
+0.005 |
2,802 |
100,310 |
+314 |
Mar11 |
071011 |
94.865 |
94.890 |
94.800 |
94.855 |
+0.010 |
2,540 |
88,892 |
+176 |
Jun11 |
071011 |
94.785 |
94.835 |
94.750 |
94.805 |
+0.010 |
5,923 |
89,185 |
+1,105 |
Sep11 |
071011 |
94.740 |
94.780 |
94.700 |
94.755 |
+0.010 |
7,146 |
77,903 |
-85 |
Dec11 |
071011 |
94.690 |
94.710 |
94.650 |
94.700 |
+0.010 |
1,178 |
54,703 |
+205 |
Mar12 |
071011 |
94.655 |
94.670 |
94.605 |
94.660 |
+0.015 |
1,342 |
43,880 |
+534 |
Total Volume and Open Interest |
1,803,379 |
9,866,851 |
+34,251 |
30 Day Federal Funds(CBOT) |
Oct07 |
071011 |
95.255 |
95.255 |
95.255 |
95.255 |
unch |
105 |
74,239 |
-86 |
Nov07 |
071011 |
95.340 |
95.350 |
95.340 |
95.350 |
+0.010 |
178 |
143,140 |
-4,381 |
Dec07 |
071011 |
95.430 |
95.435 |
95.430 |
95.435 |
unch |
168 |
61,233 |
-864 |
Jan08 |
071011 |
95.475 |
95.475 |
95.460 |
95.475 |
-0.005 |
364 |
43,095 |
-1,209 |
Feb08 |
071011 |
95.540 |
95.550 |
95.530 |
95.550 |
-0.005 |
495 |
35,766 |
+2,814 |
Mar08 |
071011 |
95.555 |
95.560 |
95.540 |
95.560 |
-0.005 |
795 |
6,504 |
+2,024 |
Total Volume and Open Interest |
2,105 |
375,296 |
+990 |
30 Day Fed Funds(e-CBOT) |
Oct07 |
071011 |
95.260 |
95.265 |
95.255 |
95.255 |
unch |
7,977 |
0 |
+0 |
Nov07 |
071011 |
95.340 |
95.375 |
95.330 |
95.360 |
+0.020 |
33,357 |
0 |
+0 |
Dec07 |
071011 |
95.440 |
95.460 |
95.420 |
95.445 |
+0.005 |
11,804 |
0 |
+0 |
Jan08 |
071011 |
95.485 |
95.495 |
95.450 |
95.485 |
unch |
12,774 |
0 |
+0 |
Feb08 |
071011 |
95.555 |
95.575 |
95.520 |
95.570 |
+0.010 |
13,242 |
0 |
+0 |
Mar08 |
071011 |
95.565 |
95.585 |
95.535 |
95.585 |
+0.015 |
3,215 |
0 |
+0 |
Total Volume and Open Interest |
85,561 |
|
|
3-Mth Euro-Yen(CME) |
Dec07 |
071011 |
99.115 |
99.120 |
99.105 |
99.120 |
+0.015 |
2,612 |
16,583 |
-239 |
Mar08 |
071011 |
99.065 |
99.065 |
99.060 |
99.065 |
+0.010 |
1,559 |
6,488 |
+39 |
Jun08 |
071011 |
99.025 |
99.030 |
99.010 |
99.025 |
+0.015 |
697 |
3,917 |
+99 |
Sep08 |
071011 |
98.965 |
98.965 |
98.945 |
98.960 |
+0.015 |
54 |
3,868 |
+1 |
Dec08 |
071011 |
98.870 |
98.875 |
98.865 |
98.870 |
+0.005 |
0 |
2,108 |
+0 |
Mar09 |
071011 |
98.790 |
98.795 |
98.785 |
98.790 |
+0.005 |
0 |
435 |
+0 |
Jun09 |
071011 |
98.715 |
98.715 |
98.710 |
98.715 |
+0.005 |
0 |
100 |
+0 |
Sep09 |
071011 |
98.630 |
98.630 |
98.625 |
98.630 |
+0.005 |
|
|
|
Dec09 |
071011 |
98.560 |
98.560 |
98.555 |
98.560 |
+0.005 |
|
|
|
Mar10 |
071011 |
98.495 |
98.495 |
98.490 |
98.495 |
+0.005 |
|
|
|
Total Volume and Open Interest |
4,922 |
33,499 |
-100 |
3-Mth Euro-Yen(SGX) |
Dec07 |
071011 |
99.11 |
99.11 |
99.11 |
99.11 |
+0.00 |
2,289 |
62,869 |
+15 |
Mar08 |
071011 |
99.06 |
99.07 |
99.06 |
99.07 |
+0.01 |
672 |
40,880 |
+366 |
Jun08 |
071011 |
99.02 |
99.03 |
99.02 |
99.03 |
+0.01 |
678 |
16,728 |
+101 |
Sep08 |
071011 |
98.96 |
98.96 |
98.96 |
98.96 |
+0.00 |
739 |
18,411 |
+33 |
Dec08 |
071011 |
98.87 |
98.89 |
98.87 |
98.88 |
+0.00 |
414 |
8,970 |
+254 |
Mar09 |
071011 |
98.80 |
98.81 |
98.80 |
98.80 |
+0.01 |
0 |
4,929 |
+0 |
Jun09 |
071011 |
98.72 |
98.72 |
98.72 |
98.72 |
+0.00 |
10 |
1,196 |
+10 |
Sep09 |
071011 |
98.64 |
98.64 |
98.64 |
98.64 |
+0.00 |
0 |
200 |
+0 |
Total Volume and Open Interest |
4,802 |
156,633 |
+779 |
Japanese Gov't Bonds(SGX) |
Dec07 |
071011 |
134.27 |
134.52 |
134.18 |
134.28 |
-0.11 |
2,833 |
32,442 |
-1,321 |
Mar08 |
071011 |
134.28 |
134.28 |
134.28 |
134.28 |
-0.11 |
|
|
|
Jun08 |
071011 |
134.28 |
134.28 |
134.28 |
134.28 |
-0.11 |
|
|
|
Total Volume and Open Interest |
2,833 |
32,442 |
-1,321 |
Euro-Bund(EUREX) |
Dec07 |
071011 |
112.37 |
112.39 |
111.92 |
112.07 |
-0.28 |
1,055,486 |
1,462,473 |
+16,552 |
Mar08 |
071011 |
112.50 |
112.58 |
112.37 |
112.46 |
-0.29 |
527 |
2,759 |
+490 |
Jun08 |
071011 |
112.22 |
112.22 |
112.22 |
112.22 |
-0.38 |
150 |
0 |
+0 |
Total Volume and Open Interest |
1,056,163 |
1,465,232 |
+17,042 |
Euro-Bobl(EUREX) |
Dec07 |
071011 |
107.40 |
107.42 |
107.11 |
107.22 |
-0.18 |
537,912 |
1,125,783 |
+16,311 |
Mar08 |
071011 |
107.31 |
107.33 |
107.31 |
107.33 |
-0.21 |
766 |
11,760 |
+490 |
Jun08 |
071011 |
107.68 |
107.68 |
107.68 |
107.68 |
-0.18 |
|
|
|
Total Volume and Open Interest |
538,678 |
1,137,543 |
+16,801 |
3-Mth Euribor(EUREX) |
Dec07 |
071011 |
95.425 |
95.500 |
95.425 |
95.495 |
+0.065 |
712 |
21,820 |
-184 |
Mar08 |
071011 |
95.610 |
95.630 |
95.595 |
95.630 |
+0.020 |
319 |
9,949 |
+27 |
Jun08 |
071011 |
95.655 |
95.675 |
95.650 |
95.670 |
-0.005 |
281 |
4,992 |
+185 |
Total Volume and Open Interest |
1,678 |
45,026 |
+40 |
Long Gilt(LIFFE) |
Dec07 |
071011 |
107~02 |
107~03 |
106~18 |
106~23 |
-0~10 |
133,723 |
342,719 |
-9,348 |
Mar08 |
071011 |
106~26 |
106~26 |
106~26 |
106~26 |
-0~10 |
|
|
|
Total Volume and Open Interest |
133,723 |
342,719 |
-9,348 |
3-Mth Short Sterling(LIFFE) |
Dec07 |
071011 |
93.80 |
93.85 |
93.78 |
93.84 |
+0.04 |
124,853 |
486,945 |
+5,627 |
Mar08 |
071011 |
94.05 |
94.10 |
94.00 |
94.08 |
+0.04 |
122,565 |
522,231 |
+1,007 |
Jun08 |
071011 |
94.21 |
94.26 |
94.14 |
94.24 |
+0.04 |
147,803 |
499,743 |
+4,385 |
Sep08 |
071011 |
94.28 |
94.33 |
94.21 |
94.31 |
+0.04 |
145,542 |
350,250 |
-4,022 |
Dec08 |
071011 |
94.31 |
94.36 |
94.24 |
94.34 |
+0.04 |
144,984 |
289,579 |
-13,735 |
Mar09 |
071011 |
94.32 |
94.38 |
94.27 |
94.36 |
+0.04 |
48,986 |
212,174 |
+339 |
Total Volume and Open Interest |
802,022 |
2,678,550 |
-8,725 |
3-Mth Euribor(LIFFE) |
Dec07 |
071011 |
95.430 |
95.510 |
95.420 |
95.495 |
+0.070 |
111,163 |
830,847 |
-1,800 |
Mar08 |
071011 |
95.610 |
95.640 |
95.580 |
95.630 |
+0.025 |
138,504 |
607,809 |
-15,103 |
Jun08 |
071011 |
95.685 |
95.685 |
95.625 |
95.670 |
unch |
158,484 |
436,989 |
-1,614 |
Total Volume and Open Interest |
868,684 |
3,489,270 |
-17,632 |
3-Mth Aus T-Bills(SFE) |
Dec07 |
071011 |
92.96 |
92.99 |
92.95 |
92.97 |
unch |
11,234 |
379,664 |
-10,091 |
Mar08 |
071011 |
92.85 |
92.88 |
92.83 |
92.85 |
unch |
12,995 |
213,868 |
-5,059 |
Jun08 |
071011 |
92.81 |
92.84 |
92.78 |
92.81 |
unch |
7,183 |
108,666 |
-7,755 |
Sep08 |
071011 |
92.81 |
92.84 |
92.79 |
92.81 |
-0.01 |
7,585 |
81,331 |
-4,678 |
Dec08 |
071011 |
92.85 |
92.87 |
92.83 |
92.85 |
unch |
1,616 |
46,373 |
-1,722 |
Mar09 |
071011 |
92.89 |
92.89 |
92.86 |
92.88 |
unch |
1,014 |
38,435 |
-1,521 |
Jun09 |
071011 |
92.90 |
92.90 |
92.89 |
92.90 |
unch |
1,940 |
26,906 |
-696 |
Sep09 |
071011 |
92.90 |
92.92 |
92.90 |
92.91 |
unch |
515 |
6,550 |
+132 |
Dec09 |
071011 |
92.90 |
92.90 |
92.90 |
92.90 |
unch |
0 |
613 |
+0 |
Mar10 |
071011 |
92.89 |
92.89 |
92.89 |
92.89 |
unch |
0 |
171 |
+0 |
Total Volume and Open Interest |
44,082 |
902,590 |
-31,390 |
10-Year Aus T-Bonds(SFE) |
Dec07 |
071011 |
93.75 |
93.78 |
93.74 |
93.76 |
+0.02 |
44,933 |
506,501 |
-18,107 |
Mar08 |
071011 |
93.76 |
93.76 |
93.76 |
93.76 |
+0.02 |
|
|
|
Total Volume and Open Interest |
44,933 |
506,501 |
-18,107 |
3-Year Aus T-Bonds(SFE) |
Dec07 |
071011 |
93.43 |
93.46 |
93.41 |
93.43 |
unch |
76,052 |
609,298 |
-29,355 |
Mar08 |
071011 |
93.43 |
93.43 |
93.43 |
93.43 |
unch |
|
|
|
Total Volume and Open Interest |
76,052 |
609,298 |
-29,355 |
Gold(CMX) |
Oct07 |
071011 |
747.4 |
751.3 |
746.0 |
751.3 |
+10.9 |
32 |
603 |
-16 |
Dec07 |
071011 |
746.1 |
759.3 |
745.8 |
756.7 |
+10.7 |
82,202 |
308,607 |
+6,290 |
Feb08 |
071011 |
753.4 |
765.5 |
753.4 |
763.2 |
+10.8 |
4,768 |
37,186 |
+2,302 |
Apr08 |
071011 |
759.8 |
769.9 |
759.8 |
769.4 |
+10.9 |
732 |
19,374 |
+188 |
Jun08 |
071011 |
765.8 |
778.0 |
765.3 |
775.6 |
+11.0 |
475 |
18,382 |
-87 |
Aug08 |
071011 |
771.7 |
781.6 |
771.6 |
781.6 |
+11.2 |
269 |
18,367 |
+96 |
Oct08 |
071011 |
787.5 |
787.5 |
787.5 |
787.5 |
+11.2 |
307 |
3,240 |
+100 |
Dec08 |
071011 |
785.0 |
794.3 |
785.0 |
793.3 |
+11.2 |
1,218 |
14,876 |
-42 |
Feb09 |
071011 |
799.4 |
799.4 |
799.4 |
799.4 |
+11.3 |
100 |
16,255 |
+75 |
Apr09 |
071011 |
805.3 |
805.3 |
805.3 |
805.3 |
+11.5 |
0 |
5,049 |
+0 |
Jun09 |
071011 |
811.5 |
811.5 |
811.5 |
811.5 |
+11.7 |
0 |
10,632 |
+0 |
Aug09 |
071011 |
817.8 |
817.8 |
817.8 |
817.8 |
+11.9 |
|
|
|
Total Volume and Open Interest |
90,672 |
468,293 |
+9,357 |
Silver(CMX) |
Dec07 |
071011 |
1367.5 |
1403.0 |
1365.0 |
1398.5 |
+31.7 |
14,212 |
78,560 |
-223 |
Mar08 |
071011 |
1388.5 |
1419.5 |
1388.5 |
1416.6 |
+31.9 |
421 |
14,193 |
+267 |
May08 |
071011 |
1414.5 |
1431.0 |
1410.0 |
1428.2 |
+32.1 |
332 |
5,392 |
+151 |
Jul08 |
071011 |
1426.0 |
1439.0 |
1423.0 |
1439.0 |
+32.3 |
31 |
5,288 |
+2 |
Sep08 |
071011 |
1449.7 |
1449.7 |
1449.7 |
1449.7 |
+32.5 |
302 |
1,697 |
+300 |
Dec08 |
071011 |
1434.0 |
1465.4 |
1434.0 |
1465.4 |
+32.7 |
29 |
6,515 |
+5 |
Mar09 |
071011 |
1481.1 |
1481.1 |
1481.1 |
1481.1 |
+32.8 |
0 |
212 |
+0 |
Total Volume and Open Interest |
15,347 |
120,978 |
+500 |
Platinum(NYMEX) |
Oct07 |
071011 |
1420.2 |
1420.2 |
1420.2 |
1420.2 |
+20.2 |
1 |
180 |
-1 |
Jan08 |
071011 |
1394.1 |
1425.3 |
1390.0 |
1420.4 |
+22.4 |
1,542 |
15,072 |
+402 |
Apr08 |
071011 |
1423.0 |
1428.2 |
1423.0 |
1428.1 |
+21.1 |
5 |
48 |
+5 |
Total Volume and Open Interest |
1,548 |
15,300 |
+406 |
Palladium(NYMEX) |
Dec07 |
071011 |
377.80 |
387.00 |
375.00 |
385.95 |
+6.80 |
1,719 |
13,170 |
+165 |
Mar08 |
071011 |
389.95 |
389.95 |
389.35 |
389.95 |
+7.30 |
114 |
1,015 |
-27 |
Jun08 |
071011 |
389.00 |
393.20 |
389.00 |
393.20 |
+7.30 |
58 |
1,265 |
+0 |
Total Volume and Open Interest |
1,971 |
16,247 |
+138 |
Copper(CMX) |
Dec07 |
071011 |
370.10 |
373.20 |
363.00 |
366.90 |
-2.50 |
10,824 |
62,290 |
+182 |
Mar08 |
071011 |
369.00 |
372.50 |
363.80 |
366.65 |
-2.35 |
1,277 |
11,148 |
+129 |
May08 |
071011 |
367.40 |
369.10 |
363.95 |
363.95 |
-2.10 |
487 |
3,858 |
+306 |
Jul08 |
071011 |
362.85 |
362.85 |
360.05 |
360.05 |
-2.05 |
101 |
1,473 |
+71 |
Sep08 |
071011 |
355.60 |
355.60 |
355.60 |
355.60 |
-1.90 |
46 |
593 |
+52 |
Total Volume and Open Interest |
13,110 |
87,648 |
+743 |
DJIA Index(CBOT) |
Dec07 |
071011 |
14159 |
14270 |
14018 |
14086 |
-56 |
3,027 |
29,202 |
+673 |
Mar08 |
071011 |
14265 |
14265 |
14165 |
14186 |
-56 |
8 |
26 |
+4 |
Jun08 |
071011 |
14267 |
14267 |
14267 |
14267 |
-56 |
0 |
1 |
+0 |
Sep08 |
071011 |
14343 |
14343 |
14343 |
14343 |
-56 |
2 |
0 |
|
Total Volume and Open Interest |
3,037 |
29,229 |
|
E-mini DJIA Index(CBOT) |
Dec07 |
071011 |
14144 |
14267 |
14015 |
14086 |
-56 |
147,329 |
92,762 |
-2,487 |
Mar08 |
071011 |
14322 |
14369 |
14176 |
14186 |
-56 |
12 |
43 |
-1 |
Jun08 |
071011 |
14267 |
14267 |
14267 |
14267 |
-56 |
|
|
|
Sep08 |
071011 |
14343 |
14343 |
14343 |
14343 |
-56 |
|
|
|
Total Volume and Open Interest |
147,341 |
92,805 |
-2,488 |
S & P 500(CME) |
Dec07 |
071011 |
1573.10 |
1586.50 |
1556.50 |
1565.20 |
-8.10 |
25,235 |
574,566 |
-900 |
Mar08 |
071011 |
1594.70 |
1597.10 |
1574.10 |
1576.70 |
-8.40 |
1,051 |
8,979 |
+826 |
Jun08 |
071011 |
1587.90 |
1608.30 |
1585.30 |
1587.90 |
-8.40 |
0 |
949 |
+0 |
Sep08 |
071011 |
1598.90 |
1619.30 |
1596.30 |
1598.90 |
-8.40 |
0 |
40 |
+0 |
Total Volume and Open Interest |
26,286 |
587,782 |
-74 |
S & P 500 E-Mini(Globex) |
Dec07 |
071011 |
1573.00 |
1586.75 |
1556.25 |
1565.25 |
-8.00 |
1,306,369 |
1,941,074 |
-2,047 |
Mar08 |
071011 |
1586.00 |
1598.50 |
1568.00 |
1576.75 |
-8.25 |
3,247 |
10,705 |
+2,885 |
Total Volume and Open Interest |
1,309,616 |
1,951,780 |
+838 |
NASDAQ 100(CME) |
Dec07 |
071011 |
2195.00 |
2214.00 |
2145.00 |
2166.80 |
-29.70 |
2,341 |
48,314 |
+562 |
Mar08 |
071011 |
2190.50 |
2190.50 |
2190.50 |
2190.50 |
-30.00 |
0 |
1 |
+0 |
Jun08 |
071011 |
2217.50 |
2217.50 |
2217.50 |
2217.50 |
-30.00 |
|
|
|
Total Volume and Open Interest |
2,341 |
48,315 |
+562 |
NASDAQ 100 E-Mini(Globex) |
Dec07 |
071011 |
2196.00 |
2214.00 |
2145.80 |
2166.80 |
-29.70 |
263,536 |
414,680 |
+8,156 |
Mar08 |
071011 |
2222.00 |
2238.00 |
2169.80 |
2190.50 |
-30.00 |
17 |
161 |
+5 |
Total Volume and Open Interest |
263,553 |
414,841 |
+8,161 |
S & P Midcap 400(CME) |
Dec07 |
071011 |
927.50 |
931.25 |
912.00 |
918.80 |
-3.80 |
117 |
5,833 |
-22 |
Mar08 |
071011 |
928.90 |
928.90 |
928.20 |
928.90 |
-3.80 |
|
|
|
Jun08 |
071011 |
938.60 |
938.60 |
937.90 |
938.60 |
-3.80 |
|
|
|
Total Volume and Open Interest |
117 |
5,833 |
-22 |
Russell 2000 E-Mini(Globex) |
Dec07 |
071011 |
850.20 |
858.00 |
835.00 |
840.50 |
-9.80 |
166,331 |
565,856 |
-443 |
Mar08 |
071011 |
860.90 |
863.70 |
841.20 |
846.40 |
-9.80 |
18 |
467 |
-3 |
Jun08 |
071011 |
852.80 |
852.80 |
852.80 |
852.80 |
-9.80 |
|
|
|
Total Volume and Open Interest |
166,349 |
566,323 |
-446 |
Nikkei 225(CME) |
Dec07 |
071011 |
17640 |
17640 |
17380 |
17400 |
+120 |
5,731 |
69,181 |
+285 |
Mar08 |
071011 |
17445 |
17445 |
17425 |
17445 |
+120 |
0 |
3 |
+0 |
Total Volume and Open Interest |
5,731 |
69,194 |
+285 |
Nikkei 225(SGX) |
Dec07 |
071011 |
17225 |
17530 |
17190 |
17490 |
+265 |
56,990 |
235,455 |
+4,582 |
Mar08 |
071011 |
17250 |
17550 |
17230 |
17505 |
+280 |
94 |
636 |
+45 |
Jun08 |
071011 |
17455 |
17455 |
17455 |
17455 |
+285 |
0 |
1 |
+0 |
Total Volume and Open Interest |
57,116 |
236,248 |
+4,521 |
CAC 40(EURONEXT) |
Oct07 |
071011 |
5865.0 |
5891.0 |
5841.5 |
5864.5 |
+18.5 |
99,956 |
482,093 |
+23,526 |
Nov07 |
071011 |
5861.5 |
5893.0 |
5856.5 |
5870.0 |
+18.5 |
176 |
3,097 |
-7 |
Dec07 |
071011 |
5893.0 |
5915.0 |
5873.0 |
5892.5 |
+18.0 |
316 |
45,905 |
-676 |
Total Volume and Open Interest |
100,487 |
532,010 |
+22,881 |
Hang Seng Index(HKFE) |
Oct07 |
071011 |
28660 |
29281 |
28620 |
29246 |
+696 |
66,817 |
112,663 |
+71 |
Nov07 |
071011 |
28756 |
29333 |
28676 |
29303 |
+713 |
729 |
1,543 |
+174 |
Dec07 |
071011 |
28730 |
29430 |
28730 |
29430 |
+735 |
2,984 |
12,440 |
+1,161 |
Total Volume and Open Interest |
70,553 |
127,193 |
+1,428 |
DAX(EUREX) |
Dec07 |
071011 |
8080.0 |
8130.5 |
8034.0 |
8096.0 |
+49.0 |
128,659 |
255,055 |
-493 |
Mar08 |
071011 |
8164.0 |
8204.5 |
8123.0 |
8182.0 |
+49.0 |
1,715 |
7,138 |
+400 |
Jun08 |
071011 |
8261.0 |
8285.0 |
8261.0 |
8270.5 |
+49.5 |
158 |
1,114 |
+100 |
Total Volume and Open Interest |
130,532 |
263,307 |
+7 |
FT-SE 100(EURONEXT) |
Dec07 |
071011 |
6699.50 |
6786.50 |
6693.00 |
6770.00 |
+86.50 |
84,607 |
474,142 |
-9,829 |
Mar08 |
071011 |
6737.00 |
6808.50 |
6737.00 |
6795.00 |
+88.00 |
58 |
4,222 |
+49 |
Jun08 |
071011 |
6806.50 |
6833.00 |
6806.50 |
6833.00 |
+88.00 |
0 |
13 |
+0 |
Total Volume and Open Interest |
84,665 |
478,377 |
-9,780 |
SPI 200(SFE) |
Dec07 |
071011 |
6764.0 |
6832.0 |
6727.0 |
6826.0 |
+61.0 |
17,519 |
255,812 |
-6,432 |
Mar08 |
071011 |
6772.0 |
6839.0 |
6770.0 |
6839.0 |
+62.0 |
23 |
1,523 |
+8 |
Jun08 |
071011 |
6890.0 |
6890.0 |
6890.0 |
6890.0 |
+62.0 |
0 |
1,340 |
+0 |
Total Volume and Open Interest |
17,544 |
259,724 |
-6,424 |
GSCI(CME) |
Oct07 |
071011 |
544.50 |
548.60 |
543.70 |
547.75 |
+8.25 |
4,796 |
7,008 |
-3,752 |
Nov07 |
071011 |
546.30 |
551.20 |
545.00 |
550.00 |
+8.20 |
4,554 |
15,568 |
+3,919 |
Dec07 |
071011 |
553.00 |
553.00 |
552.00 |
553.00 |
+8.50 |
|
|
|
Total Volume and Open Interest |
9,350 |
22,576 |
+167 |
Reuters CCI(ICE) |
Nov07 |
071011 |
443.00 |
448.00 |
443.00 |
448.00 |
+4.25 |
3 |
715 |
+1 |
Jan08 |
071011 |
445.75 |
450.00 |
445.75 |
450.00 |
+4.25 |
0 |
443 |
+0 |
Feb08 |
071011 |
445.75 |
450.00 |
445.75 |
450.00 |
+4.25 |
0 |
218 |
+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. |
|
|