 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Mon October 15, 2007 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov07 |
071015 |
977.25 |
992.25 |
972.50 |
987.00 |
+10.25 |
99,960 |
177,061 |
+0 |
Jan08 |
071015 |
994.50 |
1010.00 |
991.00 |
1005.75 |
+10.50 |
37,328 |
176,126 |
+0 |
Mar08 |
071015 |
1007.00 |
1023.50 |
1003.75 |
1018.50 |
+10.75 |
14,062 |
57,405 |
+0 |
May08 |
071015 |
1009.50 |
1027.25 |
1008.00 |
1023.50 |
+11.50 |
5,138 |
35,432 |
+0 |
Jul08 |
071015 |
1016.50 |
1033.75 |
1014.00 |
1027.50 |
+9.00 |
4,454 |
42,342 |
+0 |
Aug08 |
071015 |
1020.00 |
1020.00 |
1020.00 |
1020.00 |
+13.00 |
60 |
1,330 |
+0 |
Sep08 |
071015 |
992.00 |
995.00 |
992.00 |
995.00 |
+13.00 |
0 |
846 |
+0 |
Total Volume and Open Interest |
166,979 |
571,298 |
+2,886 |
Soybean Meal(CBOT) |
Dec07 |
071015 |
278.90 |
283.60 |
277.10 |
281.20 |
+2.30 |
31,156 |
96,309 |
+0 |
Jan08 |
071015 |
281.00 |
286.20 |
280.50 |
283.90 |
+2.70 |
2,409 |
21,184 |
+0 |
Mar08 |
071015 |
284.80 |
289.80 |
284.80 |
287.10 |
+2.10 |
6,113 |
29,838 |
+0 |
May08 |
071015 |
286.50 |
289.20 |
285.00 |
286.70 |
+2.30 |
3,107 |
25,076 |
+0 |
Jul08 |
071015 |
286.50 |
290.20 |
286.30 |
287.50 |
+2.50 |
3,013 |
23,411 |
+0 |
Aug08 |
071015 |
285.00 |
287.00 |
281.50 |
282.00 |
+2.50 |
166 |
4,619 |
+0 |
Sep08 |
071015 |
280.00 |
280.00 |
275.00 |
275.00 |
+5.00 |
288 |
4,366 |
+0 |
Oct08 |
071015 |
264.00 |
269.00 |
264.00 |
267.00 |
+4.30 |
417 |
2,446 |
+0 |
Total Volume and Open Interest |
48,705 |
217,605 |
+3,179 |
Soybean Oil(CBOT) |
Dec07 |
071015 |
39.76 |
40.17 |
39.50 |
40.06 |
+0.53 |
40,566 |
124,794 |
+0 |
Jan08 |
071015 |
40.18 |
40.65 |
40.09 |
40.61 |
+0.56 |
10,810 |
60,643 |
+0 |
Mar08 |
071015 |
40.90 |
41.02 |
40.78 |
41.02 |
+0.54 |
4,374 |
33,088 |
+0 |
May08 |
071015 |
41.13 |
41.35 |
41.13 |
41.32 |
+0.49 |
3,548 |
15,587 |
+0 |
Jul08 |
071015 |
41.43 |
41.66 |
41.43 |
41.56 |
+0.31 |
4,567 |
15,491 |
+0 |
Aug08 |
071015 |
41.35 |
41.55 |
41.35 |
41.47 |
+0.22 |
123 |
1,775 |
+0 |
Sep08 |
071015 |
41.40 |
41.55 |
41.40 |
41.40 |
+0.15 |
178 |
1,048 |
+0 |
Oct08 |
071015 |
41.65 |
41.65 |
41.30 |
41.40 |
+0.30 |
666 |
2,467 |
+0 |
Total Volume and Open Interest |
67,458 |
272,662 |
+2,946 |
Canola(WCE) |
Nov07 |
071015 |
431.3 |
439.5 |
431.1 |
438.2 |
+3.4 |
8,004 |
57,478 |
+0 |
Jan08 |
071015 |
448.2 |
450.9 |
442.4 |
449.6 |
+3.6 |
4,207 |
39,226 |
+0 |
Mar08 |
071015 |
457.0 |
459.5 |
453.9 |
458.9 |
+3.5 |
1,552 |
6,175 |
+0 |
May08 |
071015 |
464.8 |
466.5 |
462.9 |
465.4 |
+4.2 |
441 |
4,443 |
+0 |
Jul08 |
071015 |
471.0 |
471.0 |
467.6 |
469.4 |
+2.3 |
765 |
5,251 |
+0 |
Total Volume and Open Interest |
15,500 |
122,489 |
+3,101 |
Corn(CBOT) |
Dec07 |
071015 |
351.25 |
362.50 |
350.00 |
362.00 |
+11.00 |
84,971 |
578,474 |
+0 |
Mar08 |
071015 |
367.00 |
378.75 |
367.00 |
378.25 |
+10.50 |
19,543 |
179,300 |
+0 |
May08 |
071015 |
377.75 |
389.00 |
377.75 |
388.75 |
+10.50 |
2,598 |
49,289 |
+0 |
Jul08 |
071015 |
387.25 |
398.00 |
387.00 |
397.50 |
+9.75 |
7,835 |
103,636 |
+0 |
Sep08 |
071015 |
393.00 |
402.25 |
393.00 |
401.50 |
+8.50 |
810 |
16,902 |
+0 |
Dec08 |
071015 |
400.00 |
409.00 |
399.75 |
408.50 |
+8.25 |
15,534 |
168,627 |
+0 |
Total Volume and Open Interest |
132,077 |
1,142,155 |
+1,519 |
Wheat(CBOT) |
Dec07 |
071015 |
856.00 |
863.00 |
827.50 |
833.50 |
-24.00 |
37,691 |
211,407 |
+0 |
Mar08 |
071015 |
874.00 |
879.00 |
843.00 |
852.50 |
-20.50 |
11,323 |
72,788 |
+0 |
May08 |
071015 |
814.50 |
827.25 |
795.25 |
803.50 |
-11.50 |
1,993 |
12,032 |
+0 |
Jul08 |
071015 |
677.00 |
687.75 |
665.50 |
671.00 |
-9.50 |
6,534 |
68,835 |
+0 |
Sep08 |
071015 |
688.00 |
691.00 |
671.50 |
676.00 |
-10.00 |
817 |
7,279 |
+0 |
Total Volume and Open Interest |
59,897 |
402,886 |
+2,125 |
Wheat(KCBT) |
Dec07 |
071015 |
867.00 |
872.00 |
837.75 |
843.00 |
-24.75 |
11,582 |
78,015 |
+0 |
Mar08 |
071015 |
871.25 |
875.50 |
845.00 |
852.00 |
-23.00 |
5,421 |
27,831 |
+0 |
May08 |
071015 |
828.00 |
835.00 |
808.00 |
809.75 |
-17.25 |
89 |
1,286 |
+0 |
Jul08 |
071015 |
682.25 |
688.00 |
673.00 |
676.75 |
-8.75 |
1,693 |
19,613 |
+0 |
Sep08 |
071015 |
685.00 |
690.00 |
678.00 |
678.00 |
-10.00 |
269 |
2,573 |
+0 |
Total Volume and Open Interest |
19,299 |
132,985 |
-802 |
Wheat(MGE) |
Dec07 |
071015 |
871.25 |
882.00 |
840.00 |
850.00 |
-20.00 |
6,171 |
35,578 |
+0 |
Mar08 |
071015 |
866.50 |
872.00 |
840.00 |
849.25 |
-20.75 |
3,914 |
24,178 |
+0 |
May08 |
071015 |
841.00 |
841.00 |
815.00 |
826.00 |
-10.50 |
421 |
2,140 |
+0 |
Jul08 |
071015 |
762.00 |
770.00 |
745.00 |
746.00 |
unch |
110 |
1,685 |
+0 |
Sep08 |
071015 |
690.00 |
695.00 |
680.00 |
687.00 |
-3.00 |
431 |
2,927 |
+0 |
Total Volume and Open Interest |
11,300 |
69,607 |
-387 |
Oats(CBOT) |
Dec07 |
071015 |
278.00 |
281.00 |
276.50 |
278.00 |
+1.00 |
462 |
11,208 |
+0 |
Mar08 |
071015 |
290.00 |
292.00 |
288.75 |
290.00 |
+2.00 |
36 |
2,562 |
+0 |
May08 |
071015 |
294.00 |
295.00 |
293.50 |
295.00 |
+3.00 |
0 |
207 |
+0 |
Jul08 |
071015 |
301.00 |
301.00 |
292.00 |
295.00 |
-4.00 |
0 |
78 |
+0 |
Total Volume and Open Interest |
499 |
14,070 |
-35 |
Rough Rice(CBOT) |
Nov07 |
071015 |
11.65 |
11.71 |
11.50 |
11.53 |
-0.11 |
245 |
8,645 |
+0 |
Jan08 |
071015 |
11.97 |
12.06 |
11.83 |
11.86 |
-0.11 |
184 |
5,655 |
+0 |
Mar08 |
071015 |
12.32 |
12.32 |
12.15 |
12.16 |
-0.09 |
45 |
2,136 |
+0 |
May08 |
071015 |
12.36 |
12.36 |
12.32 |
12.32 |
-0.08 |
0 |
271 |
+0 |
Total Volume and Open Interest |
519 |
17,982 |
+127 |
Live Cattle(CME) |
Oct07 |
071015 |
95.000 |
95.300 |
94.400 |
95.150 |
+0.700 |
5,444 |
13,176 |
+0 |
Dec07 |
071015 |
97.550 |
98.100 |
97.400 |
97.975 |
+0.750 |
17,103 |
121,813 |
+0 |
Feb08 |
071015 |
99.700 |
100.000 |
99.450 |
99.825 |
+0.425 |
7,509 |
48,834 |
+0 |
Apr08 |
071015 |
99.750 |
99.925 |
99.450 |
99.650 |
+0.125 |
3,264 |
27,901 |
+0 |
Jun08 |
071015 |
95.700 |
95.925 |
95.600 |
95.700 |
-0.025 |
1,230 |
12,171 |
+0 |
Aug08 |
071015 |
95.125 |
95.600 |
95.100 |
95.375 |
+0.325 |
257 |
5,449 |
+0 |
Total Volume and Open Interest |
34,900 |
232,526 |
+1,132 |
Feeder Cattle(CME) |
Oct07 |
071015 |
113.100 |
113.400 |
112.750 |
113.100 |
-0.275 |
584 |
3,360 |
+0 |
Nov07 |
071015 |
113.000 |
113.475 |
112.600 |
113.225 |
-0.250 |
3,757 |
8,257 |
+0 |
Jan08 |
071015 |
113.350 |
113.900 |
113.150 |
113.850 |
-0.050 |
2,798 |
10,169 |
+0 |
Mar08 |
071015 |
113.000 |
113.350 |
112.525 |
113.350 |
unch |
601 |
1,806 |
+0 |
Apr08 |
071015 |
113.625 |
114.175 |
113.025 |
114.175 |
+0.025 |
53 |
711 |
+0 |
May08 |
071015 |
113.750 |
114.400 |
113.675 |
114.325 |
+0.125 |
84 |
1,303 |
+0 |
Aug08 |
071015 |
113.750 |
114.500 |
113.750 |
114.500 |
+0.250 |
81 |
425 |
+0 |
Total Volume and Open Interest |
7,959 |
26,036 |
+502 |
Lean Hogs(CME) |
Dec07 |
071015 |
58.650 |
59.000 |
57.725 |
58.325 |
+0.050 |
11,727 |
94,762 |
+0 |
Feb08 |
071015 |
65.550 |
65.575 |
64.625 |
65.250 |
+0.150 |
5,933 |
34,295 |
+0 |
Apr08 |
071015 |
68.100 |
68.300 |
67.650 |
68.200 |
+0.500 |
1,775 |
19,708 |
+0 |
May08 |
071015 |
74.300 |
74.500 |
73.400 |
74.200 |
-0.425 |
37 |
1,883 |
+0 |
Jun08 |
071015 |
76.100 |
76.250 |
75.600 |
76.200 |
+0.200 |
575 |
12,249 |
+0 |
Jul08 |
071015 |
74.750 |
75.100 |
74.450 |
75.000 |
-0.150 |
349 |
2,981 |
+0 |
Aug08 |
071015 |
72.500 |
72.800 |
72.200 |
72.650 |
+0.550 |
96 |
1,661 |
+0 |
Oct08 |
071015 |
67.350 |
67.475 |
67.100 |
67.475 |
-0.325 |
47 |
1,528 |
+0 |
Total Volume and Open Interest |
22,254 |
178,982 |
-1,228 |
Pork Bellies(CME) |
Feb08 |
071015 |
85.050 |
86.300 |
84.825 |
85.250 |
-0.450 |
210 |
1,123 |
+69 |
Mar08 |
071015 |
85.075 |
85.125 |
85.075 |
85.075 |
-0.025 |
0 |
92 |
+0 |
May08 |
071015 |
86.000 |
86.625 |
86.000 |
86.000 |
-0.600 |
3 |
121 |
+1 |
Jul08 |
071015 |
86.000 |
86.525 |
86.000 |
86.000 |
-0.500 |
0 |
87 |
+0 |
Aug08 |
071015 |
86.200 |
86.200 |
86.200 |
86.200 |
-0.300 |
0 |
34 |
+0 |
Total Volume and Open Interest |
139 |
1,387 |
-27 |
Class III Milk(CME) |
Oct07 |
071015 |
18.44 |
18.52 |
18.44 |
18.47 |
unch |
151 |
3,864 |
-71 |
Nov07 |
071015 |
17.60 |
17.82 |
17.60 |
17.80 |
+0.25 |
111 |
4,258 |
+12 |
Dec07 |
071015 |
17.10 |
17.35 |
17.10 |
17.30 |
+0.23 |
21 |
3,670 |
+4 |
Jan08 |
071015 |
16.40 |
16.62 |
16.40 |
16.61 |
+0.21 |
16 |
2,201 |
+11 |
Feb08 |
071015 |
15.80 |
15.94 |
15.80 |
15.94 |
+0.19 |
37 |
2,127 |
-8 |
Total Volume and Open Interest |
1,032 |
31,400 |
+158 |
Cocoa(ICE) |
Dec07 |
071015 |
1837 |
1883 |
1829 |
1859 |
+21 |
8,497 |
58,472 |
+0 |
Mar08 |
071015 |
1826 |
1869 |
1826 |
1853 |
+25 |
4,116 |
36,440 |
+0 |
May08 |
071015 |
1840 |
1880 |
1840 |
1864 |
+22 |
301 |
12,364 |
+0 |
Jul08 |
071015 |
1850 |
1895 |
1850 |
1878 |
+26 |
126 |
4,144 |
+0 |
Sep08 |
071015 |
1890 |
1893 |
1890 |
1893 |
+25 |
11 |
4,248 |
+0 |
Dec08 |
071015 |
1917 |
1917 |
1905 |
1913 |
+21 |
1,685 |
14,159 |
+0 |
Mar09 |
071015 |
1931 |
1933 |
1920 |
1933 |
+19 |
1 |
885 |
+0 |
Total Volume and Open Interest |
14,738 |
130,962 |
+1,137 |
Coffee "C"(ICE) |
Dec07 |
071015 |
138.05 |
138.50 |
129.25 |
130.05 |
-9.25 |
26,287 |
104,569 |
+0 |
Mar08 |
071015 |
141.00 |
141.25 |
133.20 |
133.95 |
-9.10 |
4,729 |
34,880 |
+0 |
May08 |
071015 |
142.80 |
142.80 |
135.65 |
136.10 |
-8.85 |
1,253 |
10,999 |
+0 |
Jul08 |
071015 |
144.00 |
144.10 |
137.45 |
137.95 |
-8.55 |
1,081 |
4,175 |
+0 |
Sep08 |
071015 |
145.50 |
145.50 |
138.90 |
139.50 |
-8.45 |
986 |
9,441 |
+0 |
Dec08 |
071015 |
146.00 |
146.00 |
140.75 |
140.75 |
-8.10 |
893 |
7,143 |
+0 |
Total Volume and Open Interest |
35,884 |
177,466 |
+991 |
Orange Juice(ICE) |
Nov07 |
071015 |
143.20 |
153.35 |
142.50 |
150.80 |
+7.45 |
3,203 |
9,891 |
+0 |
Jan08 |
071015 |
145.00 |
153.00 |
143.25 |
151.25 |
+7.65 |
2,783 |
13,923 |
+0 |
Mar08 |
071015 |
147.00 |
152.00 |
145.50 |
151.15 |
+7.45 |
500 |
5,481 |
+0 |
May08 |
071015 |
150.00 |
151.00 |
150.00 |
150.95 |
+7.45 |
50 |
542 |
+0 |
Jul08 |
071015 |
152.00 |
152.00 |
150.05 |
150.05 |
+7.45 |
44 |
168 |
+0 |
Sep08 |
071015 |
149.45 |
149.45 |
149.45 |
149.45 |
+7.45 |
60 |
148 |
+0 |
Total Volume and Open Interest |
6,700 |
31,211 |
-160 |
Sugar #11(ICE) |
Mar08 |
071015 |
9.80 |
10.00 |
9.77 |
9.95 |
+0.15 |
88,318 |
411,905 |
+0 |
May08 |
071015 |
9.83 |
10.03 |
9.81 |
9.97 |
+0.13 |
10,193 |
60,300 |
+0 |
Jul08 |
071015 |
9.83 |
10.00 |
9.79 |
9.95 |
+0.11 |
3,662 |
57,562 |
+0 |
Oct08 |
071015 |
10.14 |
10.26 |
10.08 |
10.23 |
+0.11 |
2,857 |
50,394 |
+0 |
Mar09 |
071015 |
10.40 |
10.60 |
10.40 |
10.55 |
+0.12 |
2,281 |
31,296 |
+0 |
Total Volume and Open Interest |
109,312 |
654,070 |
+14,448 |
Sugar #14(ICE) |
Jan08 |
071015 |
20.48 |
20.48 |
20.48 |
20.48 |
+0.07 |
213 |
3,660 |
-203 |
Mar08 |
071015 |
20.17 |
20.17 |
20.17 |
20.17 |
+0.01 |
83 |
3,578 |
+380 |
May08 |
071015 |
20.40 |
20.40 |
20.40 |
20.40 |
+0.08 |
280 |
2,455 |
+569 |
Jul08 |
071015 |
20.60 |
20.60 |
20.60 |
20.60 |
+0.05 |
85 |
902 |
+70 |
Sep08 |
071015 |
20.75 |
20.75 |
20.75 |
20.75 |
+0.05 |
13 |
796 |
+13 |
Total Volume and Open Interest |
689 |
11,440 |
+838 |
London Cocoa(LCE) |
Dec07 |
071015 |
929 |
944 |
928 |
940 |
+8 |
5,923 |
73,076 |
+0 |
Mar08 |
071015 |
941 |
958 |
941 |
954 |
+8 |
4,315 |
45,172 |
+0 |
May08 |
071015 |
954 |
967 |
954 |
964 |
+7 |
960 |
19,289 |
+0 |
Jul08 |
071015 |
965 |
975 |
965 |
975 |
+7 |
701 |
17,625 |
+0 |
Sep08 |
071015 |
985 |
985 |
983 |
985 |
+8 |
288 |
19,427 |
+0 |
Dec08 |
071015 |
993 |
994 |
993 |
994 |
+7 |
292 |
9,732 |
+0 |
Mar09 |
071015 |
1008 |
1008 |
1008 |
1008 |
+8 |
99 |
306 |
+0 |
Total Volume and Open Interest |
12,578 |
184,637 |
-594 |
London Coffee(LCE) |
Nov07 |
071015 |
2139.00 |
2168.00 |
2055.00 |
2075.00 |
-75.00 |
12,299 |
68,306 |
+0 |
Jan08 |
071015 |
1840.00 |
1865.00 |
1762.00 |
1799.00 |
-56.00 |
6,821 |
65,671 |
+0 |
Mar08 |
071015 |
1810.00 |
1827.00 |
1740.00 |
1789.00 |
-30.00 |
1,486 |
16,937 |
+0 |
May08 |
071015 |
1830.00 |
1830.00 |
1754.00 |
1795.00 |
-28.00 |
46 |
5,426 |
+0 |
Jul08 |
071015 |
1772.00 |
1805.00 |
1765.00 |
1797.00 |
-31.00 |
1 |
1,249 |
+0 |
Sep08 |
071015 |
1819.00 |
1840.00 |
1761.00 |
1806.00 |
-27.00 |
1 |
828 |
+0 |
Total Volume and Open Interest |
20,655 |
158,694 |
+1,010 |
London Sugar(LCE) |
Dec07 |
071015 |
271.70 |
272.80 |
268.40 |
270.00 |
-2.00 |
6,371 |
42,817 |
+0 |
Mar08 |
071015 |
281.00 |
284.10 |
279.00 |
280.70 |
-1.00 |
1,897 |
24,223 |
+0 |
May08 |
071015 |
284.90 |
287.00 |
283.50 |
285.70 |
-0.80 |
230 |
7,827 |
+0 |
Aug08 |
071015 |
286.50 |
289.80 |
286.50 |
287.70 |
-1.30 |
423 |
6,070 |
+0 |
Oct08 |
071015 |
293.00 |
295.50 |
293.00 |
294.00 |
-1.00 |
182 |
4,654 |
+0 |
Total Volume and Open Interest |
9,242 |
88,948 |
+2,486 |
Cotton(ICE) |
Dec07 |
071015 |
63.76 |
64.48 |
63.25 |
63.32 |
-0.55 |
23,573 |
138,948 |
+0 |
Mar08 |
071015 |
67.90 |
68.45 |
67.38 |
67.44 |
-0.44 |
7,381 |
58,898 |
+0 |
May08 |
071015 |
69.24 |
69.70 |
68.82 |
68.82 |
-0.42 |
1,601 |
7,014 |
+0 |
Jul08 |
071015 |
70.85 |
70.85 |
70.25 |
70.25 |
-0.29 |
1,060 |
7,952 |
+0 |
Oct08 |
071015 |
73.00 |
73.00 |
71.75 |
71.75 |
+0.05 |
0 |
266 |
+0 |
Dec08 |
071015 |
74.49 |
74.50 |
73.29 |
73.29 |
-0.11 |
1,195 |
19,157 |
+0 |
Total Volume and Open Interest |
34,810 |
233,643 |
+65 |
Lumber(CME) |
Nov07 |
071015 |
236.5 |
238.0 |
235.9 |
236.6 |
+0.2 |
457 |
4,426 |
+0 |
Jan08 |
071015 |
256.8 |
258.0 |
255.9 |
256.1 |
-0.8 |
422 |
4,466 |
+0 |
Mar08 |
071015 |
278.0 |
278.4 |
276.3 |
276.3 |
-2.5 |
137 |
750 |
+0 |
May08 |
071015 |
284.8 |
288.5 |
281.0 |
288.5 |
+4.3 |
3 |
82 |
+0 |
Total Volume and Open Interest |
1,019 |
9,730 |
-16 |
Crude Oil(NYM) |
Nov07 |
071015 |
83.91 |
86.71 |
83.50 |
86.13 |
+2.44 |
289,289 |
180,929 |
+0 |
Dec07 |
071015 |
82.76 |
85.65 |
82.53 |
85.13 |
+2.39 |
194,808 |
371,702 |
+0 |
Jan08 |
071015 |
81.92 |
84.63 |
81.71 |
84.25 |
+2.32 |
65,564 |
126,870 |
+0 |
Feb08 |
071015 |
81.15 |
83.77 |
80.97 |
83.41 |
+2.22 |
23,945 |
55,985 |
+0 |
Mar08 |
071015 |
80.46 |
83.00 |
80.30 |
82.69 |
+2.13 |
16,960 |
57,172 |
+0 |
Apr08 |
071015 |
80.07 |
82.13 |
80.07 |
82.05 |
+2.04 |
7,745 |
46,827 |
+0 |
May08 |
071015 |
79.56 |
81.62 |
79.56 |
81.51 |
+1.98 |
4,321 |
47,200 |
+0 |
Jun08 |
071015 |
79.06 |
81.12 |
78.73 |
81.01 |
+1.91 |
6,627 |
57,595 |
+0 |
Jul08 |
071015 |
80.55 |
80.55 |
80.55 |
80.55 |
+1.84 |
514 |
19,025 |
+0 |
Aug08 |
071015 |
80.12 |
80.12 |
80.12 |
80.12 |
+1.77 |
410 |
11,908 |
+0 |
Sep08 |
071015 |
79.74 |
79.74 |
79.74 |
79.74 |
+1.70 |
605 |
36,771 |
+0 |
Oct08 |
071015 |
79.37 |
79.37 |
79.37 |
79.37 |
+1.63 |
161 |
22,492 |
+0 |
Nov08 |
071015 |
77.25 |
79.05 |
77.25 |
79.05 |
+1.57 |
103 |
15,374 |
+0 |
Dec08 |
071015 |
77.26 |
78.80 |
77.20 |
78.74 |
+1.51 |
14,044 |
154,889 |
+0 |
Jan09 |
071015 |
78.45 |
78.45 |
78.45 |
78.45 |
+1.47 |
27 |
24,746 |
+0 |
Feb09 |
071015 |
78.18 |
78.18 |
78.18 |
78.18 |
+1.44 |
8 |
15,453 |
+0 |
Total Volume and Open Interest |
632,661 |
1,484,513 |
+51,326 |
Heating Oil(NYM) |
Nov07 |
071015 |
225.01 |
232.00 |
224.40 |
230.72 |
+6.08 |
42,694 |
58,848 |
+0 |
Dec07 |
071015 |
227.35 |
233.90 |
226.59 |
232.67 |
+5.98 |
23,895 |
75,964 |
+0 |
Jan08 |
071015 |
231.70 |
235.68 |
230.44 |
234.52 |
+5.93 |
13,736 |
36,778 |
+0 |
Feb08 |
071015 |
230.83 |
234.31 |
229.88 |
233.97 |
+5.78 |
3,295 |
15,826 |
+0 |
Mar08 |
071015 |
228.75 |
231.65 |
227.90 |
231.62 |
+5.63 |
1,920 |
8,946 |
+0 |
Apr08 |
071015 |
224.08 |
227.40 |
224.08 |
226.97 |
+5.38 |
1,305 |
7,690 |
+0 |
May08 |
071015 |
219.87 |
222.67 |
219.59 |
222.67 |
+5.23 |
1,103 |
3,420 |
+0 |
Jun08 |
071015 |
217.60 |
221.33 |
217.25 |
220.42 |
+5.08 |
1,755 |
13,251 |
+0 |
Jul08 |
071015 |
217.62 |
219.72 |
217.62 |
219.72 |
+4.98 |
366 |
2,646 |
+0 |
Aug08 |
071015 |
217.26 |
219.82 |
217.26 |
219.82 |
+4.93 |
121 |
648 |
+0 |
Sep08 |
071015 |
220.82 |
220.82 |
220.82 |
220.82 |
+4.83 |
56 |
991 |
+0 |
Oct08 |
071015 |
222.27 |
222.27 |
222.27 |
222.27 |
+4.73 |
2 |
574 |
+0 |
Total Volume and Open Interest |
90,580 |
230,864 |
+5,286 |
Gasoline(NYMEX) |
Nov07 |
071015 |
208.95 |
217.00 |
208.22 |
215.75 |
+7.24 |
44,053 |
59,741 |
-6,222 |
Dec07 |
071015 |
209.05 |
216.56 |
208.68 |
215.59 |
+6.58 |
21,780 |
46,011 |
+4,373 |
Jan08 |
071015 |
210.57 |
217.84 |
210.27 |
216.84 |
+6.18 |
10,917 |
27,492 |
+2,564 |
Feb08 |
071015 |
211.77 |
218.53 |
211.77 |
218.09 |
+5.93 |
3,572 |
10,276 |
-396 |
Mar08 |
071015 |
213.37 |
220.22 |
213.37 |
219.39 |
+5.68 |
2,982 |
12,896 |
+575 |
Apr08 |
071015 |
228.38 |
232.25 |
228.38 |
231.69 |
+4.99 |
1,595 |
13,426 |
+403 |
May08 |
071015 |
230.60 |
232.80 |
230.13 |
232.14 |
+4.84 |
452 |
4,890 |
-2 |
Jun08 |
071015 |
228.25 |
231.55 |
228.25 |
231.44 |
+4.79 |
864 |
6,244 |
+347 |
Jul08 |
071015 |
229.13 |
229.49 |
228.00 |
229.49 |
+4.59 |
127 |
2,209 |
-31 |
Aug08 |
071015 |
226.69 |
226.69 |
226.69 |
226.69 |
+4.34 |
277 |
1,025 |
+78 |
Total Volume and Open Interest |
87,227 |
192,962 |
+1,888 |
e-MiNY RBOB Gasoline(NYMEX) |
Nov07 |
071015 |
215.75 |
215.75 |
215.75 |
215.75 |
+7.24 |
0 |
3 |
+0 |
Dec07 |
071015 |
215.59 |
215.59 |
215.59 |
215.59 |
+6.58 |
20 |
22 |
+20 |
Jan08 |
071015 |
216.84 |
216.84 |
216.84 |
216.84 |
+6.18 |
|
|
|
Feb08 |
071015 |
218.09 |
218.09 |
218.09 |
218.09 |
+5.93 |
|
|
|
Total Volume and Open Interest |
20 |
25 |
+20 |
Natural Gas(NYM) |
Nov07 |
071015 |
7.087 |
7.490 |
7.087 |
7.445 |
+0.471 |
80,970 |
75,927 |
+0 |
Dec07 |
071015 |
7.760 |
8.056 |
7.760 |
8.012 |
+0.331 |
47,538 |
72,529 |
+0 |
Jan08 |
071015 |
8.160 |
8.375 |
8.110 |
8.333 |
+0.287 |
27,917 |
80,502 |
+0 |
Feb08 |
071015 |
8.150 |
8.375 |
8.150 |
8.363 |
+0.284 |
3,938 |
31,736 |
+0 |
Mar08 |
071015 |
8.050 |
8.190 |
8.041 |
8.173 |
+0.264 |
6,434 |
44,664 |
+0 |
Apr08 |
071015 |
7.686 |
7.789 |
7.630 |
7.778 |
+0.219 |
3,498 |
38,502 |
+0 |
May08 |
071015 |
7.711 |
7.812 |
7.711 |
7.803 |
+0.209 |
817 |
30,584 |
+0 |
Jun08 |
071015 |
7.833 |
7.880 |
7.807 |
7.875 |
+0.204 |
240 |
18,447 |
+0 |
Jul08 |
071015 |
7.890 |
7.954 |
7.870 |
7.954 |
+0.199 |
140 |
13,175 |
+0 |
Aug08 |
071015 |
7.930 |
8.041 |
7.930 |
8.023 |
+0.196 |
100 |
11,747 |
+0 |
Sep08 |
071015 |
7.962 |
8.038 |
7.962 |
8.038 |
+0.193 |
92 |
9,367 |
+0 |
Oct08 |
071015 |
8.040 |
8.118 |
8.034 |
8.105 |
+0.190 |
930 |
32,187 |
+0 |
Nov08 |
071015 |
8.430 |
8.480 |
8.426 |
8.480 |
+0.180 |
305 |
20,190 |
+0 |
Dec08 |
071015 |
8.804 |
8.860 |
8.800 |
8.860 |
+0.175 |
123 |
14,646 |
+0 |
Jan09 |
071015 |
9.100 |
9.125 |
9.070 |
9.125 |
+0.175 |
209 |
33,074 |
+0 |
Feb09 |
071015 |
9.125 |
9.125 |
9.125 |
9.125 |
+0.175 |
41 |
4,920 |
+0 |
Total Volume and Open Interest |
178,980 |
744,255 |
+2,958 |
Brent Crude Oil(ICE) |
Nov07 |
071015 |
80.00 |
83.00 |
80.00 |
82.75 |
+2.20 |
52,628 |
35,586 |
-8,407 |
Dec07 |
071015 |
79.61 |
82.65 |
79.61 |
82.27 |
+2.10 |
79,637 |
151,870 |
-23,583 |
Jan08 |
071015 |
80.16 |
82.10 |
79.62 |
81.94 |
+2.03 |
37,679 |
119,122 |
+4,395 |
Feb08 |
071015 |
79.32 |
81.67 |
79.32 |
81.56 |
+1.95 |
7,976 |
29,363 |
+1,964 |
Mar08 |
071015 |
79.38 |
81.25 |
79.38 |
81.16 |
+1.90 |
4,116 |
20,702 |
+1,525 |
Apr08 |
071015 |
79.10 |
80.81 |
79.10 |
80.81 |
+1.85 |
1,118 |
15,297 |
+437 |
May08 |
071015 |
80.60 |
80.60 |
80.47 |
80.47 |
+1.80 |
763 |
11,300 |
-397 |
Jun08 |
071015 |
78.91 |
80.12 |
78.86 |
80.12 |
+1.75 |
925 |
33,667 |
+68 |
Jul08 |
071015 |
79.78 |
79.78 |
79.78 |
79.78 |
+1.66 |
0 |
6,800 |
+5 |
Aug08 |
071015 |
79.44 |
79.44 |
79.44 |
79.44 |
+1.58 |
0 |
3,724 |
+0 |
Sep08 |
071015 |
79.12 |
79.12 |
79.12 |
79.12 |
+1.49 |
0 |
4,710 |
+0 |
Oct08 |
071015 |
77.40 |
78.81 |
77.40 |
78.81 |
+1.41 |
14 |
4,727 |
+4 |
Nov08 |
071015 |
78.50 |
78.50 |
78.50 |
78.50 |
+1.34 |
0 |
11,140 |
+0 |
Dec08 |
071015 |
77.40 |
78.19 |
77.28 |
78.19 |
+1.28 |
4,507 |
49,063 |
-181 |
Total Volume and Open Interest |
323,308 |
623,541 |
-4,887 |
Gas Oil(ICE) |
Nov07 |
071015 |
698.00 |
719.00 |
698.00 |
709.50 |
+11.25 |
67,486 |
101,002 |
+1,581 |
Dec07 |
071015 |
701.25 |
721.00 |
701.00 |
712.25 |
+10.75 |
48,778 |
77,602 |
+3,125 |
Jan08 |
071015 |
708.25 |
726.50 |
708.00 |
717.50 |
+10.50 |
18,515 |
52,173 |
+2,664 |
Feb08 |
071015 |
707.00 |
719.00 |
707.00 |
713.00 |
+10.25 |
3,559 |
20,864 |
-708 |
Mar08 |
071015 |
700.00 |
711.00 |
700.00 |
705.00 |
+9.75 |
1,735 |
12,687 |
-131 |
Apr08 |
071015 |
696.50 |
701.75 |
696.00 |
696.00 |
+9.00 |
1,182 |
9,677 |
-42 |
May08 |
071015 |
693.50 |
693.50 |
688.00 |
688.00 |
+8.50 |
802 |
12,549 |
+329 |
Jun08 |
071015 |
684.00 |
688.50 |
678.75 |
683.25 |
+8.25 |
5,656 |
30,590 |
-278 |
Jul08 |
071015 |
685.50 |
685.50 |
683.50 |
683.50 |
+8.25 |
350 |
5,452 |
+325 |
Aug08 |
071015 |
684.50 |
684.50 |
684.50 |
684.50 |
+8.25 |
125 |
801 |
+124 |
Total Volume and Open Interest |
159,496 |
354,308 |
-1,934 |
US Dollar Index(ICE) |
Dec07 |
071015 |
78.120 |
78.130 |
77.860 |
78.025 |
-0.135 |
3,738 |
37,809 |
+0 |
Mar08 |
071015 |
77.900 |
77.945 |
77.900 |
77.945 |
-0.135 |
1 |
2,825 |
+0 |
Jun08 |
071015 |
77.915 |
77.915 |
77.915 |
77.915 |
-0.135 |
0 |
436 |
+0 |
Total Volume and Open Interest |
3,739 |
41,070 |
-209 |
Australian Dollar(CME) |
Dec07 |
071015 |
90.18 |
90.53 |
89.30 |
89.57 |
-0.47 |
55,534 |
101,433 |
+0 |
Mar08 |
071015 |
89.67 |
90.04 |
88.78 |
89.14 |
-0.47 |
65 |
314 |
+0 |
Jun08 |
071015 |
88.62 |
89.42 |
88.23 |
88.62 |
-0.47 |
1 |
280 |
+0 |
Total Volume and Open Interest |
55,600 |
102,041 |
+9,650 |
British Pound(CME) |
Dec07 |
071015 |
203.16 |
204.05 |
202.85 |
203.90 |
+0.82 |
89,532 |
110,750 |
+0 |
Mar08 |
071015 |
202.36 |
203.49 |
202.36 |
203.38 |
+0.82 |
85 |
748 |
+0 |
Jun08 |
071015 |
202.88 |
202.88 |
202.07 |
202.84 |
+0.82 |
0 |
16 |
+0 |
Total Volume and Open Interest |
89,617 |
111,524 |
-1,051 |
Canadian Dollar(CME) |
Dec07 |
071015 |
102.95 |
103.06 |
102.30 |
102.37 |
-0.40 |
53,714 |
141,068 |
+0 |
Mar08 |
071015 |
103.00 |
103.05 |
102.34 |
102.38 |
-0.40 |
433 |
1,870 |
+0 |
Jun08 |
071015 |
102.74 |
102.89 |
102.39 |
102.39 |
-0.40 |
21 |
1,031 |
+0 |
Sep08 |
071015 |
102.65 |
102.87 |
102.40 |
102.40 |
-0.40 |
1 |
813 |
+0 |
Total Volume and Open Interest |
54,189 |
144,967 |
-8,455 |
Japanese Yen(CME) |
Dec07 |
071015 |
85.70 |
86.03 |
85.41 |
85.96 |
+0.27 |
98,116 |
199,532 |
+0 |
Mar08 |
071015 |
86.50 |
86.87 |
86.29 |
86.83 |
+0.26 |
107 |
8,672 |
+0 |
Jun08 |
071015 |
87.71 |
87.71 |
87.18 |
87.65 |
+0.26 |
1 |
16,338 |
+0 |
Total Volume and Open Interest |
98,224 |
224,938 |
+5,971 |
Swiss Franc(CME) |
Dec07 |
071015 |
84.78 |
85.28 |
84.70 |
85.08 |
+0.29 |
64,495 |
69,832 |
+0 |
Mar08 |
071015 |
85.40 |
85.72 |
85.18 |
85.55 |
+0.29 |
38 |
119 |
+0 |
Jun08 |
071015 |
85.95 |
86.07 |
85.61 |
85.95 |
+0.29 |
0 |
4 |
+0 |
Total Volume and Open Interest |
64,533 |
69,961 |
-2,154 |
EuroFX(CME) |
Dec07 |
071015 |
141.92 |
142.62 |
141.80 |
142.17 |
+0.25 |
230,395 |
209,826 |
+0 |
Mar08 |
071015 |
142.21 |
142.76 |
141.96 |
142.34 |
+0.25 |
542 |
1,320 |
+0 |
Jun08 |
071015 |
142.61 |
142.84 |
142.24 |
142.48 |
+0.25 |
2 |
133 |
+0 |
Total Volume and Open Interest |
230,939 |
211,350 |
+7,893 |
Mexican Peso(CME) |
Oct07 |
071015 |
925.8 |
925.8 |
925.8 |
925.8 |
unch |
0 |
69 |
+0 |
Nov07 |
071015 |
922.2 |
922.2 |
922.2 |
922.2 |
-1.5 |
0 |
86 |
+0 |
Total Volume and Open Interest |
20,883 |
79,981 |
+151 |
30-Year T-Bonds(CBOT) |
Dec07 |
071015 |
110~10 |
110~17 |
110~02 |
110~14 |
+0~02 |
372,027 |
924,148 |
+0 |
Mar08 |
071015 |
110~05 |
110~13 |
110~02 |
110~13 |
+0~03 |
368 |
3,035 |
+0 |
Jun08 |
071015 |
110~09 |
110~09 |
110~09 |
110~09 |
+0~02 |
29 |
315 |
+0 |
Total Volume and Open Interest |
372,425 |
927,522 |
-1,400 |
10-Year T-Notes(CBOT) |
Dec07 |
071015 |
108~130 |
108~210 |
108~065 |
108~200 |
+0~050 |
1,321,908 |
2,365,284 |
+0 |
Mar08 |
071015 |
108~000 |
108~070 |
107~260 |
108~070 |
+0~055 |
16,871 |
117,797 |
+0 |
Jun08 |
071015 |
107~270 |
107~270 |
107~270 |
107~270 |
+0~055 |
0 |
19 |
+0 |
Total Volume and Open Interest |
1,338,779 |
2,483,100 |
+21,814 |
5-Year T-Notes(CBOT) |
Dec07 |
071015 |
106~075 |
106~130 |
106~015 |
106~120 |
+0~035 |
575,017 |
1,643,867 |
+1,643,867 |
Mar08 |
071015 |
106~025 |
106~060 |
106~025 |
106~060 |
+0~025 |
478 |
4,639 |
+0 |
Jun08 |
071015 |
106~060 |
106~060 |
106~060 |
106~060 |
+0~025 |
|
|
|
Total Volume and Open Interest |
578,311 |
1,648,506 |
-11,950 |
2 Year T-Notes(CBOT) |
Dec07 |
071015 |
103~001 |
103~012 |
102~115 |
103~010 |
+0~006 |
208,177 |
996,338 |
+0 |
Mar08 |
071015 |
103~005 |
103~005 |
103~005 |
103~005 |
+0~006 |
|
|
|
Total Volume and Open Interest |
208,177 |
996,338 |
+30,996 |
Eurodollars(CME) |
Dec07 |
071015 |
95.035 |
95.060 |
94.990 |
95.045 |
+0.010 |
379,857 |
1,549,799 |
+0 |
Mar08 |
071015 |
95.235 |
95.260 |
95.180 |
95.250 |
+0.015 |
384,363 |
1,326,367 |
+0 |
Jun08 |
071015 |
95.365 |
95.400 |
95.295 |
95.390 |
+0.025 |
349,478 |
1,331,985 |
+0 |
Sep08 |
071015 |
95.420 |
95.470 |
95.355 |
95.455 |
+0.030 |
347,278 |
1,212,521 |
+0 |
Dec08 |
071015 |
95.400 |
95.460 |
95.345 |
95.445 |
+0.030 |
343,233 |
1,228,703 |
+0 |
Mar09 |
071015 |
95.340 |
95.400 |
95.295 |
95.385 |
+0.030 |
231,778 |
780,085 |
+0 |
Jun09 |
071015 |
95.255 |
95.310 |
95.205 |
95.295 |
+0.030 |
156,298 |
509,542 |
+0 |
Sep09 |
071015 |
95.175 |
95.220 |
95.120 |
95.205 |
+0.020 |
116,685 |
405,229 |
+0 |
Dec09 |
071015 |
95.095 |
95.140 |
95.040 |
95.125 |
+0.020 |
45,634 |
265,292 |
+0 |
Mar10 |
071015 |
95.040 |
95.080 |
94.980 |
95.065 |
+0.020 |
27,436 |
178,178 |
+0 |
Jun10 |
071015 |
94.975 |
95.015 |
94.925 |
95.000 |
+0.015 |
16,411 |
139,274 |
+0 |
Sep10 |
071015 |
94.915 |
94.955 |
94.865 |
94.940 |
+0.015 |
12,724 |
123,552 |
+0 |
Dec10 |
071015 |
94.825 |
94.885 |
94.815 |
94.875 |
+0.015 |
5,052 |
99,434 |
+0 |
Mar11 |
071015 |
94.780 |
94.850 |
94.775 |
94.830 |
+0.010 |
3,769 |
88,678 |
+0 |
Jun11 |
071015 |
94.730 |
94.800 |
94.725 |
94.780 |
+0.010 |
4,780 |
88,293 |
+0 |
Sep11 |
071015 |
94.685 |
94.750 |
94.675 |
94.725 |
+0.005 |
3,772 |
76,770 |
+0 |
Dec11 |
071015 |
94.650 |
94.690 |
94.635 |
94.675 |
+0.005 |
3,488 |
55,222 |
+0 |
Mar12 |
071015 |
94.610 |
94.650 |
94.595 |
94.635 |
+0.005 |
4,065 |
46,821 |
+0 |
Total Volume and Open Interest |
2,477,467 |
9,859,310 |
-7,541 |
30 Day Federal Funds(CBOT) |
Oct07 |
071015 |
3.505 |
3.505 |
3.505 |
3.505 |
unch |
17 |
71,681 |
+0 |
Nov07 |
071015 |
3.575 |
3.580 |
3.575 |
3.580 |
unch |
180 |
162,647 |
+0 |
Dec07 |
071015 |
3.645 |
3.645 |
3.645 |
3.645 |
-0.010 |
247 |
62,273 |
+0 |
Jan08 |
071015 |
3.660 |
3.680 |
3.660 |
3.680 |
-0.015 |
206 |
42,265 |
+0 |
Feb08 |
071015 |
3.730 |
3.755 |
3.730 |
3.755 |
-0.020 |
226 |
38,091 |
+0 |
Mar08 |
071015 |
3.750 |
3.765 |
3.750 |
3.765 |
-0.020 |
146 |
6,790 |
+0 |
Total Volume and Open Interest |
1,022 |
395,384 |
+20,088 |
30 Day Fed Funds(e-CBOT) |
Oct07 |
071015 |
95.255 |
95.260 |
95.255 |
95.255 |
+0.005 |
1,700 |
0 |
+0 |
Nov07 |
071015 |
95.325 |
95.330 |
95.305 |
95.325 |
unch |
53,011 |
0 |
+0 |
Dec07 |
071015 |
95.395 |
95.400 |
95.360 |
95.390 |
-0.005 |
10,811 |
0 |
+0 |
Jan08 |
071015 |
95.435 |
95.440 |
95.390 |
95.420 |
-0.015 |
7,998 |
0 |
+0 |
Feb08 |
071015 |
95.515 |
95.525 |
95.460 |
95.485 |
-0.025 |
4,753 |
0 |
+0 |
Mar08 |
071015 |
95.505 |
95.520 |
95.470 |
95.495 |
-0.025 |
2,094 |
0 |
+0 |
Total Volume and Open Interest |
80,866 |
|
|
3-Mth Euro-Yen(CME) |
Dec07 |
071015 |
99.12 |
99.12 |
99.12 |
99.12 |
unch |
108 |
16,571 |
+397 |
Mar08 |
071015 |
99.06 |
99.06 |
99.06 |
99.06 |
-0.01 |
583 |
5,757 |
+66 |
Jun08 |
071015 |
99.03 |
99.03 |
99.03 |
99.03 |
-0.01 |
325 |
3,717 |
-267 |
Sep08 |
071015 |
98.97 |
98.97 |
98.97 |
98.97 |
-0.01 |
403 |
3,776 |
-90 |
Dec08 |
071015 |
98.89 |
98.89 |
98.89 |
98.89 |
-0.01 |
0 |
1,825 |
-250 |
Mar09 |
071015 |
98.81 |
98.81 |
98.81 |
98.81 |
-0.01 |
0 |
435 |
+0 |
Jun09 |
071015 |
98.74 |
98.74 |
98.74 |
98.74 |
unch |
0 |
100 |
+0 |
Sep09 |
071015 |
98.65 |
98.65 |
98.65 |
98.65 |
-0.01 |
|
|
|
Dec09 |
071015 |
98.58 |
98.58 |
98.58 |
98.58 |
unch |
|
|
|
Mar10 |
071015 |
98.52 |
98.52 |
98.52 |
98.52 |
unch |
|
|
|
Total Volume and Open Interest |
1,419 |
32,181 |
-144 |
3-Mth Euro-Yen(SGX) |
Dec07 |
071015 |
99.11 |
99.11 |
99.11 |
99.11 |
-0.01 |
1,196 |
63,087 |
+0 |
Mar08 |
071015 |
99.07 |
99.07 |
99.06 |
99.07 |
-0.01 |
1,064 |
41,498 |
+0 |
Jun08 |
071015 |
99.03 |
99.04 |
99.03 |
99.03 |
-0.01 |
369 |
16,709 |
+0 |
Sep08 |
071015 |
98.97 |
98.97 |
98.96 |
98.96 |
-0.01 |
176 |
16,486 |
+0 |
Dec08 |
071015 |
98.89 |
98.89 |
98.89 |
98.89 |
0.00 |
104 |
8,976 |
+0 |
Mar09 |
071015 |
98.82 |
98.82 |
98.82 |
98.82 |
0.00 |
0 |
4,929 |
+0 |
Jun09 |
071015 |
98.74 |
98.74 |
98.74 |
98.74 |
-0.01 |
0 |
1,196 |
+0 |
Sep09 |
071015 |
98.65 |
98.65 |
98.65 |
98.65 |
-0.01 |
0 |
200 |
+0 |
Total Volume and Open Interest |
2,909 |
155,531 |
-1,102 |
Japanese Gov't Bonds(SGX) |
Dec07 |
070921 |
134.96 |
134.96 |
134.45 |
134.80 |
-0.54 |
2,671 |
43,249 |
+625 |
Mar08 |
071015 |
134.44 |
134.44 |
134.44 |
134.44 |
-0.35 |
|
|
|
Jun08 |
071015 |
134.44 |
134.44 |
134.44 |
134.44 |
-0.35 |
|
|
|
Total Volume and Open Interest |
2,423 |
31,611 |
-831 |
Euro-Bund(EUREX) |
Dec07 |
071015 |
111.63 |
111.85 |
111.54 |
111.75 |
-0.01 |
1,282,788 |
1,481,267 |
+18,794 |
Mar08 |
071015 |
112.03 |
112.21 |
112.00 |
112.14 |
-0.02 |
1,205 |
3,583 |
+824 |
Jun08 |
071015 |
111.69 |
111.69 |
111.69 |
111.69 |
-0.17 |
|
|
|
Total Volume and Open Interest |
1,283,993 |
1,484,850 |
+19,618 |
Euro-Bobl(EUREX) |
Dec07 |
071015 |
106.87 |
106.96 |
106.76 |
106.90 |
-0.05 |
638,365 |
1,107,388 |
-18,395 |
Mar08 |
071015 |
107.00 |
107.00 |
107.00 |
107.00 |
-0.05 |
7 |
11,760 |
+0 |
Jun08 |
071015 |
41.82 |
41.82 |
41.82 |
41.82 |
-0.04 |
|
|
|
Total Volume and Open Interest |
638,372 |
1,119,148 |
-18,395 |
3-Mth Euribor(EUREX) |
Dec07 |
071012 |
95.545 |
95.560 |
95.520 |
95.530 |
+0.035 |
712 |
21,820 |
-184 |
Mar08 |
071015 |
95.550 |
95.575 |
95.550 |
95.570 |
-0.035 |
320 |
10,062 |
+113 |
Jun08 |
071015 |
95.525 |
95.555 |
95.525 |
95.555 |
-0.050 |
43 |
5,015 |
+23 |
Total Volume and Open Interest |
2,109 |
45,614 |
+588 |
Long Gilt(LIFFE) |
Dec07 |
071015 |
106~07 |
106~11 |
106~01 |
106~04 |
-0~03 |
111,601 |
346,644 |
+0 |
Mar08 |
071015 |
106~07 |
106~07 |
106~07 |
106~07 |
-0~03 |
|
|
|
Total Volume and Open Interest |
111,601 |
346,644 |
+3,925 |
3-Mth Short Sterling(LIFFE) |
Dec07 |
071015 |
93.82 |
93.84 |
93.80 |
93.82 |
-0.02 |
76,478 |
479,637 |
+0 |
Mar08 |
071015 |
94.02 |
94.04 |
94.00 |
94.02 |
-0.04 |
102,970 |
519,951 |
+0 |
Jun08 |
071015 |
94.15 |
94.17 |
94.12 |
94.15 |
-0.05 |
102,185 |
499,686 |
+0 |
Sep08 |
071015 |
94.23 |
94.23 |
94.18 |
94.21 |
-0.06 |
102,003 |
344,585 |
+0 |
Dec08 |
071015 |
94.25 |
94.27 |
94.21 |
94.25 |
-0.05 |
66,674 |
283,141 |
+0 |
Mar09 |
071015 |
94.26 |
94.29 |
94.23 |
94.27 |
-0.05 |
36,205 |
207,727 |
+0 |
Total Volume and Open Interest |
524,372 |
2,653,223 |
-25,327 |
3-Mth Euribor(LIFFE) |
Dec07 |
071015 |
95.525 |
95.545 |
95.500 |
95.535 |
+0.010 |
275,910 |
843,475 |
+12,628 |
Mar08 |
071015 |
95.565 |
95.585 |
95.530 |
95.565 |
-0.040 |
201,072 |
603,202 |
-4,607 |
Jun08 |
071015 |
95.565 |
95.565 |
95.510 |
95.545 |
-0.060 |
138,213 |
436,649 |
-340 |
Total Volume and Open Interest |
1,057,547 |
3,487,035 |
-2,235 |
3-Mth Aus T-Bills(SFE) |
Dec07 |
071015 |
93.01 |
93.01 |
92.97 |
93.00 |
-0.01 |
24,189 |
387,729 |
+8,065 |
Mar08 |
071015 |
92.87 |
92.87 |
92.83 |
92.86 |
-0.01 |
11,915 |
218,844 |
+4,976 |
Jun08 |
071015 |
92.81 |
92.81 |
92.77 |
92.79 |
-0.03 |
7,142 |
109,707 |
+1,041 |
Sep08 |
071015 |
92.81 |
92.81 |
92.76 |
92.78 |
-0.04 |
5,311 |
81,474 |
+143 |
Dec08 |
071015 |
92.84 |
92.84 |
92.81 |
92.82 |
-0.03 |
781 |
46,850 |
+477 |
Mar09 |
071015 |
92.86 |
92.86 |
92.83 |
92.85 |
-0.03 |
401 |
38,617 |
+182 |
Jun09 |
071015 |
92.89 |
92.89 |
92.86 |
92.87 |
-0.03 |
3,006 |
29,212 |
+2,306 |
Sep09 |
071015 |
92.88 |
92.88 |
92.86 |
92.87 |
-0.03 |
16 |
6,261 |
-289 |
Dec09 |
071015 |
92.87 |
92.87 |
92.87 |
92.87 |
-0.03 |
0 |
613 |
+0 |
Mar10 |
071015 |
92.86 |
92.86 |
92.86 |
92.86 |
-0.03 |
0 |
171 |
+0 |
Total Volume and Open Interest |
52,761 |
919,491 |
+16,901 |
10-Year Aus T-Bonds(SFE) |
Dec07 |
071015 |
93.72 |
93.73 |
93.70 |
93.73 |
-0.02 |
24,974 |
487,122 |
-19,379 |
Mar08 |
071015 |
93.73 |
93.73 |
93.73 |
93.73 |
-0.02 |
|
|
|
Total Volume and Open Interest |
37,903 |
487,122 |
-19,379 |
3-Year Aus T-Bonds(SFE) |
Dec07 |
071015 |
93.43 |
93.43 |
93.36 |
93.40 |
-0.03 |
82,938 |
582,337 |
-26,961 |
Mar08 |
071015 |
93.40 |
93.40 |
93.40 |
93.40 |
-0.03 |
|
|
|
Total Volume and Open Interest |
82,938 |
582,337 |
-26,961 |
Gold(CMX) |
Oct07 |
071015 |
758.0 |
759.6 |
757.1 |
757.1 |
+8.4 |
180 |
770 |
+0 |
Dec07 |
071015 |
754.0 |
765.5 |
752.7 |
762.2 |
+8.4 |
120,317 |
314,544 |
+0 |
Feb08 |
071015 |
762.9 |
772.0 |
762.6 |
768.8 |
+8.5 |
4,529 |
36,363 |
+0 |
Apr08 |
071015 |
770.5 |
777.5 |
770.5 |
775.0 |
+8.6 |
1,040 |
20,128 |
+0 |
Jun08 |
071015 |
772.5 |
783.2 |
772.5 |
781.2 |
+8.7 |
515 |
18,428 |
+0 |
Aug08 |
071015 |
783.3 |
787.2 |
783.3 |
787.2 |
+8.7 |
159 |
18,460 |
+0 |
Oct08 |
071015 |
793.3 |
793.3 |
793.3 |
793.3 |
+8.9 |
54 |
3,234 |
+0 |
Dec08 |
071015 |
791.6 |
801.7 |
791.6 |
799.4 |
+9.1 |
1,983 |
15,938 |
+0 |
Feb09 |
071015 |
805.6 |
805.6 |
805.6 |
805.6 |
+9.2 |
100 |
16,355 |
+0 |
Apr09 |
071015 |
811.6 |
811.6 |
811.6 |
811.6 |
+9.4 |
0 |
5,049 |
+0 |
Jun09 |
071015 |
817.8 |
817.8 |
817.8 |
817.8 |
+9.5 |
1 |
10,632 |
+0 |
Aug09 |
071015 |
824.2 |
824.2 |
824.2 |
824.2 |
+9.6 |
|
|
|
Total Volume and Open Interest |
128,941 |
475,644 |
+7,351 |
Silver(CMX) |
Dec07 |
071015 |
1391.5 |
1412.0 |
1383.0 |
1385.5 |
-4.8 |
23,465 |
80,796 |
+0 |
Mar08 |
071015 |
1407.0 |
1428.5 |
1403.6 |
1403.6 |
-4.8 |
902 |
14,482 |
+0 |
May08 |
071015 |
1424.5 |
1434.5 |
1415.1 |
1415.1 |
-4.8 |
252 |
5,442 |
+0 |
Jul08 |
071015 |
1434.0 |
1440.0 |
1426.1 |
1426.1 |
-4.6 |
66 |
5,289 |
+0 |
Sep08 |
071015 |
1437.0 |
1437.0 |
1437.0 |
1437.0 |
-4.4 |
162 |
1,847 |
+0 |
Dec08 |
071015 |
1474.5 |
1476.0 |
1452.7 |
1452.7 |
-4.3 |
152 |
6,510 |
+0 |
Mar09 |
071015 |
1468.0 |
1468.0 |
1468.0 |
1468.0 |
-4.7 |
0 |
212 |
+0 |
Total Volume and Open Interest |
25,695 |
123,981 |
+3,003 |
Platinum(NYMEX) |
Oct07 |
071015 |
1423.9 |
1423.9 |
1423.9 |
1423.9 |
+9.2 |
0 |
180 |
+0 |
Jan08 |
071015 |
1410.1 |
1442.0 |
1410.1 |
1423.4 |
+9.2 |
2,380 |
14,704 |
+0 |
Apr08 |
071015 |
1429.9 |
1429.9 |
1429.9 |
1429.9 |
+9.2 |
2 |
48 |
+0 |
Total Volume and Open Interest |
2,382 |
14,932 |
-368 |
Palladium(NYMEX) |
Dec07 |
071015 |
376.10 |
385.00 |
371.00 |
377.15 |
-2.35 |
1,340 |
13,143 |
+0 |
Mar08 |
071015 |
389.65 |
389.65 |
379.00 |
381.45 |
-2.35 |
3 |
1,014 |
+0 |
Jun08 |
071015 |
385.20 |
385.20 |
385.20 |
385.20 |
-2.35 |
2 |
1,266 |
+0 |
Total Volume and Open Interest |
1,347 |
16,221 |
-26 |
Copper(CMX) |
Dec07 |
071015 |
364.75 |
373.80 |
364.75 |
368.60 |
+3.35 |
12,400 |
62,069 |
+0 |
Mar08 |
071015 |
368.15 |
373.20 |
367.35 |
369.10 |
+3.80 |
1,906 |
11,703 |
+0 |
May08 |
071015 |
371.00 |
371.00 |
366.50 |
367.10 |
+4.10 |
590 |
4,121 |
+0 |
Jul08 |
071015 |
364.00 |
364.00 |
364.00 |
364.00 |
+4.40 |
85 |
1,518 |
+0 |
Sep08 |
071015 |
359.85 |
359.85 |
359.85 |
359.85 |
+4.40 |
109 |
666 |
+0 |
Total Volume and Open Interest |
15,680 |
88,406 |
+758 |
Aluminum(CMX) |
Oct07 |
071015 |
1.11 |
1.11 |
1.11 |
1.11 |
unch |
|
|
|
Nov07 |
071015 |
1.11 |
1.11 |
1.11 |
1.11 |
-0.01 |
0 |
40 |
+40 |
Dec07 |
071015 |
1.12 |
1.12 |
1.12 |
1.12 |
-0.01 |
0 |
154 |
+154 |
Jan08 |
071015 |
1.12 |
1.12 |
1.12 |
1.12 |
-0.01 |
|
|
|
Feb08 |
071015 |
1.12 |
1.12 |
1.12 |
1.12 |
-0.01 |
|
|
|
Mar08 |
071015 |
1.12 |
1.12 |
1.12 |
1.12 |
-0.01 |
|
|
|
Total Volume and Open Interest |
0 |
194 |
+0 |
DJIA Index(CBOT) |
Dec07 |
071015 |
14181 |
14204 |
13965 |
14066 |
-113 |
4,379 |
29,430 |
+0 |
Mar08 |
071015 |
14165 |
14166 |
14125 |
14166 |
-113 |
14 |
22 |
+0 |
Jun08 |
071015 |
14247 |
14247 |
14247 |
14247 |
-113 |
0 |
1 |
+0 |
Sep08 |
071015 |
14323 |
14323 |
14323 |
14323 |
-113 |
|
|
|
Total Volume and Open Interest |
4,393 |
29,453 |
+224 |
S & P 500(CME) |
Dec07 |
071015 |
1574.40 |
1575.80 |
1550.30 |
1560.20 |
-14.40 |
40,151 |
575,981 |
+0 |
Mar08 |
071015 |
1584.70 |
1584.70 |
1568.00 |
1571.40 |
-14.70 |
51 |
9,023 |
+0 |
Jun08 |
071015 |
1582.60 |
1591.80 |
1579.30 |
1582.60 |
-14.70 |
0 |
949 |
+0 |
Sep08 |
071015 |
1593.60 |
1602.80 |
1590.30 |
1593.60 |
-14.70 |
0 |
40 |
+0 |
Total Volume and Open Interest |
40,202 |
589,241 |
+1,459 |
S & P 500 E-Mini(Globex) |
Dec07 |
071015 |
1574.50 |
1576.00 |
1550.00 |
1560.25 |
-14.25 |
2,280,665 |
1,961,269 |
+0 |
Mar08 |
071015 |
1587.00 |
1587.75 |
1561.75 |
1571.50 |
-14.50 |
560 |
10,563 |
+0 |
Total Volume and Open Interest |
2,281,225 |
1,971,833 |
+20,053 |
NASDAQ 100(CME) |
Dec07 |
071015 |
2199.50 |
2204.50 |
2162.00 |
2180.80 |
-18.50 |
6,356 |
48,439 |
+0 |
Mar08 |
071015 |
2204.50 |
2204.50 |
2204.00 |
2204.50 |
-18.50 |
0 |
1 |
+0 |
Jun08 |
071015 |
2231.50 |
2231.50 |
2231.00 |
2231.50 |
-18.50 |
|
|
|
Total Volume and Open Interest |
6,356 |
48,440 |
+125 |
NASDAQ 100 E-Mini(Globex) |
Dec07 |
071015 |
2199.50 |
2204.00 |
2162.00 |
2180.80 |
-18.50 |
569,241 |
409,636 |
+0 |
Mar08 |
071015 |
2224.30 |
2226.80 |
2186.30 |
2204.50 |
-18.50 |
105 |
172 |
+0 |
Total Volume and Open Interest |
569,346 |
409,808 |
-5,033 |
S & P Midcap 400(CME) |
Dec07 |
071015 |
915.50 |
920.05 |
907.50 |
915.70 |
-4.30 |
126 |
5,940 |
+0 |
Mar08 |
071015 |
925.80 |
925.80 |
925.60 |
925.80 |
-4.30 |
|
|
|
Jun08 |
071015 |
935.50 |
935.50 |
935.30 |
935.50 |
-4.30 |
|
|
|
Total Volume and Open Interest |
126 |
5,940 |
+107 |
Russell 2000(CME) |
Dec07 |
071015 |
846.80 |
847.85 |
828.60 |
837.50 |
-9.30 |
1,504 |
31,952 |
+0 |
Mar08 |
071015 |
843.20 |
843.20 |
842.90 |
843.20 |
-9.50 |
0 |
23 |
+0 |
Jun08 |
071015 |
849.60 |
849.60 |
849.30 |
849.60 |
-9.50 |
|
|
|
Total Volume and Open Interest |
1,504 |
31,985 |
+335 |
Russell 2000 E-Mini(Globex) |
Dec07 |
071015 |
847.60 |
848.80 |
828.50 |
837.50 |
-9.30 |
204,363 |
564,844 |
-4,300 |
Mar08 |
071015 |
851.90 |
853.80 |
834.50 |
843.20 |
-9.50 |
53 |
465 |
+0 |
Jun08 |
071015 |
849.60 |
849.60 |
842.70 |
849.60 |
-9.50 |
|
|
|
Total Volume and Open Interest |
292,533 |
569,609 |
+3,286 |
Value Line(KCBT) |
Dec07 |
071015 |
2242.00 |
2242.00 |
2242.00 |
2242.00 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
Nikkei 225(CME) |
Dec07 |
071015 |
17455 |
17490 |
17330 |
17400 |
+50 |
76,675 |
248,813 |
+13,358 |
Mar08 |
071015 |
17505 |
17515 |
17370 |
17405 |
+25 |
64 |
626 |
-10 |
Total Volume and Open Interest |
76,739 |
249,596 |
+13,348 |
Nikkei 225(SGX) |
Dec07 |
071015 |
17455 |
17490 |
17330 |
17400 |
+50 |
76,675 |
248,813 |
+13,358 |
Mar08 |
071015 |
17505 |
17515 |
17370 |
17405 |
+25 |
64 |
626 |
-10 |
Jun08 |
071015 |
17350 |
17350 |
17350 |
17350 |
+25 |
0 |
1 |
+0 |
Total Volume and Open Interest |
76,739 |
249,596 |
+13,348 |
CAC 40(EURONEXT) |
Oct07 |
071015 |
5843.0 |
5871.0 |
5797.5 |
5809.5 |
-38.5 |
115,515 |
513,040 |
+0 |
Nov07 |
071015 |
5845.0 |
5873.0 |
5804.0 |
5815.0 |
-38.5 |
183 |
3,222 |
+0 |
Dec07 |
071015 |
5870.0 |
5893.0 |
5827.0 |
5836.0 |
-40.0 |
2,404 |
47,762 |
+0 |
Total Volume and Open Interest |
118,133 |
564,955 |
+32,945 |
Hang Seng Index(HKFE) |
Oct07 |
071015 |
29087 |
29619 |
28760 |
29525 |
+762 |
56,097 |
112,676 |
+13 |
Nov07 |
071015 |
29156 |
29666 |
28826 |
29590 |
+771 |
1,336 |
1,986 |
+443 |
Dec07 |
071015 |
29116 |
29800 |
29030 |
29735 |
+790 |
273 |
12,504 |
+64 |
Total Volume and Open Interest |
57,780 |
127,773 |
+580 |
DAX(EUREX) |
Dec07 |
071015 |
8091.0 |
8102.5 |
8010.5 |
8031.0 |
-63.5 |
178,617 |
267,412 |
+0 |
Mar08 |
071015 |
8176.5 |
8182.0 |
8098.0 |
8114.5 |
-64.0 |
711 |
7,140 |
+0 |
Jun08 |
071015 |
8201.0 |
8270.0 |
8198.0 |
8201.0 |
-64.0 |
88 |
1,193 |
+0 |
Total Volume and Open Interest |
179,416 |
275,745 |
+12,438 |
FT-SE 100(EURONEXT) |
Dec07 |
071015 |
6770.00 |
6802.00 |
6676.50 |
6689.00 |
-84.50 |
118,535 |
485,064 |
+0 |
Mar08 |
071015 |
6811.00 |
6821.50 |
6705.00 |
6713.00 |
-85.00 |
144 |
4,337 |
+0 |
Jun08 |
071015 |
6849.00 |
6852.00 |
6751.50 |
6751.50 |
-85.50 |
5 |
13 |
+0 |
Total Volume and Open Interest |
118,684 |
489,414 |
+11,037 |
SPI 200(SFE) |
Dec07 |
071015 |
242.4 |
293.4 |
200.4 |
242.4 |
unch |
15,780 |
254,210 |
-1,602 |
Mar08 |
071015 |
271.4 |
271.4 |
216.4 |
256.4 |
unch |
26 |
1,526 |
+3 |
Jun08 |
071015 |
307.4 |
307.4 |
307.4 |
307.4 |
unch |
42 |
1,382 |
+42 |
Total Volume and Open Interest |
17,769 |
258,174 |
-1,550 |
GSCI(CME) |
Nov07 |
071015 |
556.80 |
562.00 |
556.80 |
562.00 |
+10.60 |
6,120 |
21,246 |
+0 |
Dec07 |
071015 |
564.50 |
564.50 |
559.50 |
564.50 |
+10.60 |
|
|
|
Jan08 |
071015 |
567.00 |
567.00 |
567.00 |
567.00 |
|
|
|
|
RJ/CRB Index(ICE) |
Nov07 |
071015 |
451.00 |
451.00 |
448.50 |
450.75 |
+2.25 |
4 |
714 |
+3 |
Jan08 |
071015 |
450.00 |
453.25 |
450.00 |
453.25 |
+2.75 |
2 |
444 |
+1 |
Feb08 |
071015 |
450.50 |
453.75 |
450.50 |
453.75 |
+3.25 |
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. |
|
|