|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Tue October 16, 2007 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov07 |
071016 |
986.00 |
986.00 |
975.00 |
977.50 |
-9.50 |
17,398 |
157,398 |
-19,663 |
| Jan08 |
071016 |
1005.00 |
1005.00 |
992.50 |
996.75 |
-9.00 |
10,209 |
193,109 |
+16,983 |
| Mar08 |
071016 |
1017.50 |
1017.50 |
1006.50 |
1011.25 |
-7.25 |
2,445 |
60,211 |
+2,806 |
| May08 |
071016 |
1020.00 |
1020.00 |
1012.00 |
1016.00 |
-7.50 |
1,787 |
35,414 |
-18 |
| Jul08 |
071016 |
1023.00 |
1025.50 |
1019.00 |
1021.75 |
-5.75 |
1,242 |
44,193 |
+1,851 |
| Aug08 |
071016 |
1010.00 |
1014.00 |
1010.00 |
1014.00 |
-6.00 |
0 |
1,366 |
+36 |
| Sep08 |
071016 |
989.00 |
989.00 |
989.00 |
989.00 |
-6.00 |
10 |
836 |
-10 |
| Total Volume and Open Interest |
34,719 |
575,158 |
+3,860 |
| Soybean Meal(CBOT) |
| Dec07 |
071016 |
280.00 |
280.00 |
275.30 |
275.90 |
-5.30 |
8,115 |
97,245 |
+936 |
| Jan08 |
071016 |
282.00 |
282.00 |
278.40 |
278.90 |
-5.00 |
3,508 |
23,690 |
+2,506 |
| Mar08 |
071016 |
286.50 |
286.50 |
282.30 |
283.30 |
-3.80 |
580 |
30,497 |
+659 |
| May08 |
071016 |
286.00 |
286.00 |
282.50 |
283.80 |
-2.90 |
817 |
25,369 |
+293 |
| Jul08 |
071016 |
286.50 |
286.50 |
283.70 |
283.80 |
-3.70 |
624 |
24,045 |
+634 |
| Aug08 |
071016 |
282.00 |
282.00 |
279.50 |
279.50 |
-2.50 |
133 |
4,477 |
-142 |
| Sep08 |
071016 |
275.00 |
275.00 |
272.50 |
273.00 |
-2.00 |
148 |
4,191 |
-175 |
| Oct08 |
071016 |
266.50 |
266.50 |
265.00 |
265.30 |
-1.70 |
128 |
2,555 |
+109 |
| Total Volume and Open Interest |
14,956 |
222,706 |
+5,101 |
| Soybean Oil(CBOT) |
| Dec07 |
071016 |
40.32 |
40.36 |
39.97 |
40.23 |
+0.17 |
11,217 |
115,424 |
-9,370 |
| Jan08 |
071016 |
40.78 |
40.78 |
40.45 |
40.71 |
+0.10 |
7,556 |
68,278 |
+7,635 |
| Mar08 |
071016 |
41.12 |
41.19 |
40.95 |
41.15 |
+0.13 |
546 |
33,273 |
+185 |
| May08 |
071016 |
41.43 |
41.55 |
41.20 |
41.46 |
+0.14 |
467 |
15,427 |
-160 |
| Jul08 |
071016 |
41.70 |
41.75 |
41.48 |
41.72 |
+0.16 |
447 |
15,673 |
+182 |
| Aug08 |
071016 |
41.69 |
41.69 |
41.69 |
41.69 |
+0.22 |
50 |
2,062 |
+287 |
| Sep08 |
071016 |
41.40 |
41.60 |
41.40 |
41.60 |
+0.20 |
19 |
1,390 |
+342 |
| Oct08 |
071016 |
41.65 |
41.65 |
41.60 |
41.60 |
+0.20 |
115 |
2,516 |
+49 |
| Total Volume and Open Interest |
20,700 |
271,063 |
-1,599 |
| Canola(WCE) |
| Nov07 |
071016 |
439.3 |
441.4 |
434.7 |
437.1 |
-1.1 |
6,983 |
51,336 |
-6,142 |
| Jan08 |
071016 |
450.6 |
452.0 |
446.1 |
448.6 |
-1.0 |
6,294 |
46,186 |
+6,960 |
| Mar08 |
071016 |
459.5 |
461.2 |
455.9 |
458.6 |
-0.3 |
113 |
6,034 |
-141 |
| May08 |
071016 |
468.8 |
468.8 |
463.4 |
465.9 |
+0.5 |
68 |
4,443 |
+0 |
| Jul08 |
071016 |
472.4 |
472.5 |
468.1 |
469.7 |
+0.3 |
15 |
5,260 |
+9 |
| Total Volume and Open Interest |
14,042 |
123,550 |
+1,061 |
| Corn(CBOT) |
| Dec07 |
071016 |
360.00 |
361.75 |
354.75 |
360.50 |
-1.50 |
15,478 |
581,299 |
+2,825 |
| Mar08 |
071016 |
376.50 |
378.25 |
371.50 |
377.25 |
-1.00 |
6,130 |
188,624 |
+9,324 |
| May08 |
071016 |
386.00 |
389.00 |
383.25 |
387.50 |
-1.25 |
876 |
49,376 |
+87 |
| Jul08 |
071016 |
396.50 |
398.00 |
391.50 |
396.75 |
-0.75 |
2,320 |
104,674 |
+1,038 |
| Sep08 |
071016 |
401.00 |
403.00 |
398.00 |
402.75 |
+1.25 |
113 |
17,534 |
+632 |
| Dec08 |
071016 |
407.00 |
409.00 |
404.50 |
408.75 |
+0.25 |
2,280 |
171,672 |
+3,045 |
| Total Volume and Open Interest |
27,451 |
1,159,709 |
+17,554 |
| Wheat(CBOT) |
| Dec07 |
071016 |
812.00 |
833.00 |
810.00 |
828.50 |
-5.00 |
5,728 |
207,876 |
-3,531 |
| Mar08 |
071016 |
834.00 |
849.00 |
833.00 |
847.50 |
-5.00 |
2,438 |
76,998 |
+4,210 |
| May08 |
071016 |
792.00 |
802.00 |
789.00 |
801.50 |
-2.00 |
286 |
12,515 |
+483 |
| Jul08 |
071016 |
664.00 |
669.00 |
660.00 |
668.00 |
-3.00 |
1,464 |
69,641 |
+806 |
| Sep08 |
071016 |
669.00 |
673.00 |
665.00 |
673.00 |
-3.00 |
97 |
7,817 |
+538 |
| Total Volume and Open Interest |
10,282 |
405,917 |
+3,031 |
| Wheat(KCBT) |
| Dec07 |
071016 |
831.00 |
841.00 |
825.00 |
838.00 |
-5.00 |
10,799 |
76,610 |
-1,405 |
| Mar08 |
071016 |
837.00 |
847.00 |
832.50 |
844.00 |
-8.00 |
4,457 |
30,032 |
+2,201 |
| May08 |
071016 |
805.00 |
807.00 |
800.00 |
801.00 |
-8.75 |
70 |
1,322 |
+36 |
| Jul08 |
071016 |
668.00 |
673.00 |
667.00 |
671.75 |
-5.00 |
795 |
19,891 |
+278 |
| Sep08 |
071016 |
674.00 |
675.00 |
673.00 |
673.00 |
-5.00 |
94 |
2,654 |
+81 |
| Total Volume and Open Interest |
16,244 |
134,201 |
+1,216 |
| Wheat(MGE) |
| Dec07 |
071016 |
836.00 |
842.00 |
827.00 |
837.00 |
-13.00 |
6,534 |
32,737 |
-2,841 |
| Mar08 |
071016 |
839.00 |
843.00 |
828.00 |
839.25 |
-10.00 |
2,785 |
25,317 |
+1,139 |
| May08 |
071016 |
812.00 |
822.00 |
810.00 |
822.00 |
-4.00 |
41 |
2,217 |
+77 |
| Jul08 |
071016 |
740.00 |
765.00 |
735.00 |
760.00 |
+14.00 |
147 |
1,839 |
+154 |
| Sep08 |
071016 |
675.00 |
685.00 |
675.00 |
685.00 |
-2.00 |
117 |
2,918 |
-9 |
| Total Volume and Open Interest |
9,776 |
68,092 |
-1,515 |
| Oats(CBOT) |
| Dec07 |
071016 |
275.75 |
277.00 |
275.50 |
276.00 |
-2.00 |
49 |
11,207 |
-1 |
| Mar08 |
071016 |
288.00 |
289.00 |
288.00 |
288.00 |
-2.00 |
17 |
2,659 |
+97 |
| May08 |
071016 |
295.00 |
295.00 |
295.00 |
295.00 |
unch |
0 |
205 |
-2 |
| Jul08 |
071016 |
295.00 |
295.00 |
295.00 |
295.00 |
unch |
3 |
77 |
-1 |
| Total Volume and Open Interest |
71 |
14,175 |
+105 |
| Rough Rice(CBOT) |
| Nov07 |
071016 |
11.46 |
11.48 |
11.39 |
11.40 |
-0.13 |
236 |
8,677 |
+32 |
| Jan08 |
071016 |
11.77 |
11.80 |
11.71 |
11.74 |
-0.11 |
234 |
5,959 |
+304 |
| Mar08 |
071016 |
12.08 |
12.10 |
12.06 |
12.06 |
-0.10 |
131 |
2,344 |
+208 |
| May08 |
071016 |
12.22 |
12.22 |
12.22 |
12.22 |
-0.10 |
0 |
276 |
+5 |
| Total Volume and Open Interest |
601 |
18,553 |
+571 |
| Live Cattle(CME) |
| Oct07 |
071016 |
95.550 |
95.900 |
95.035 |
95.250 |
+0.100 |
5,630 |
11,016 |
-2,160 |
| Dec07 |
071016 |
98.050 |
98.285 |
97.100 |
97.400 |
-0.580 |
11,719 |
120,890 |
-923 |
| Feb08 |
071016 |
99.830 |
100.000 |
98.800 |
99.050 |
-0.780 |
3,859 |
49,420 |
+586 |
| Apr08 |
071016 |
99.700 |
99.850 |
98.700 |
98.800 |
-0.850 |
2,102 |
29,557 |
+1,656 |
| Jun08 |
071016 |
95.750 |
95.950 |
95.200 |
95.385 |
-0.315 |
1,257 |
13,525 |
+1,354 |
| Aug08 |
071016 |
95.500 |
95.800 |
94.730 |
94.750 |
-0.635 |
111 |
5,321 |
-128 |
| Total Volume and Open Interest |
24,911 |
232,999 |
+473 |
| Feeder Cattle(CME) |
| Oct07 |
071016 |
113.150 |
113.500 |
112.500 |
112.500 |
-0.600 |
432 |
3,058 |
-302 |
| Nov07 |
071016 |
113.450 |
113.800 |
112.500 |
112.535 |
-0.695 |
2,058 |
7,136 |
-1,121 |
| Jan08 |
071016 |
113.900 |
114.300 |
113.000 |
113.080 |
-0.770 |
1,387 |
10,876 |
+707 |
| Mar08 |
071016 |
113.350 |
113.700 |
112.600 |
112.650 |
-0.700 |
116 |
1,890 |
+84 |
| Apr08 |
071016 |
114.180 |
114.330 |
113.635 |
113.730 |
-0.450 |
44 |
782 |
+71 |
| May08 |
071016 |
114.400 |
114.500 |
113.650 |
113.900 |
-0.430 |
48 |
1,344 |
+41 |
| Aug08 |
071016 |
114.400 |
114.600 |
114.000 |
114.200 |
-0.300 |
38 |
458 |
+33 |
| Total Volume and Open Interest |
4,124 |
25,550 |
-486 |
| Lean Hogs(CME) |
| Dec07 |
071016 |
58.600 |
59.100 |
57.650 |
57.735 |
-0.595 |
8,113 |
94,524 |
-238 |
| Feb08 |
071016 |
65.400 |
65.950 |
64.250 |
64.580 |
-0.670 |
4,158 |
35,082 |
+787 |
| Apr08 |
071016 |
68.300 |
68.750 |
67.800 |
68.000 |
-0.200 |
1,441 |
19,911 |
+203 |
| May08 |
071016 |
74.200 |
74.300 |
73.400 |
73.600 |
-0.600 |
95 |
1,906 |
+23 |
| Jun08 |
071016 |
76.150 |
76.475 |
75.650 |
76.035 |
-0.165 |
1,030 |
12,241 |
-8 |
| Jul08 |
071016 |
75.000 |
75.150 |
74.450 |
74.785 |
-0.215 |
501 |
3,148 |
+167 |
| Aug08 |
071016 |
72.650 |
72.950 |
72.150 |
72.500 |
-0.150 |
522 |
1,771 |
+110 |
| Oct08 |
071016 |
67.500 |
67.600 |
66.800 |
66.975 |
-0.500 |
11 |
1,679 |
+151 |
| Total Volume and Open Interest |
15,871 |
170,262 |
-8,720 |
| Pork Bellies(CME) |
| Feb08 |
071016 |
86.000 |
86.400 |
84.930 |
85.080 |
-0.170 |
65 |
1,107 |
-16 |
| Mar08 |
071016 |
86.000 |
86.000 |
85.080 |
85.080 |
unch |
0 |
92 |
+0 |
| May08 |
071016 |
86.050 |
86.050 |
86.050 |
86.050 |
+0.050 |
0 |
121 |
+0 |
| Jul08 |
071016 |
86.000 |
86.000 |
86.000 |
86.000 |
unch |
0 |
87 |
+0 |
| Aug08 |
071016 |
86.200 |
86.200 |
86.200 |
86.200 |
unch |
0 |
34 |
+0 |
| Total Volume and Open Interest |
65 |
1,441 |
+54 |
| Class III Milk(CME) |
| Oct07 |
071016 |
18.47 |
18.50 |
18.47 |
18.50 |
+0.03 |
115 |
3,815 |
-49 |
| Nov07 |
071016 |
17.87 |
17.96 |
17.87 |
17.90 |
+0.10 |
200 |
4,273 |
+15 |
| Dec07 |
071016 |
17.40 |
17.50 |
17.40 |
17.43 |
+0.13 |
157 |
3,660 |
-10 |
| Jan08 |
071016 |
16.71 |
16.75 |
16.70 |
16.70 |
+0.09 |
90 |
2,241 |
+40 |
| Feb08 |
071016 |
16.04 |
16.04 |
16.04 |
16.04 |
+0.10 |
39 |
2,136 |
+9 |
| Total Volume and Open Interest |
848 |
31,392 |
-8 |
| Cocoa(ICE) |
| Dec07 |
071016 |
1875 |
1883 |
1864 |
1870 |
+11 |
3,954 |
58,218 |
-254 |
| Mar08 |
071016 |
1862 |
1869 |
1855 |
1857 |
+4 |
1,460 |
36,454 |
+14 |
| May08 |
071016 |
1869 |
1869 |
1869 |
1869 |
+5 |
80 |
12,351 |
-13 |
| Jul08 |
071016 |
1882 |
1882 |
1882 |
1882 |
+4 |
170 |
4,141 |
-3 |
| Sep08 |
071016 |
1898 |
1898 |
1898 |
1898 |
+5 |
9 |
4,251 |
+3 |
| Dec08 |
071016 |
1918 |
1918 |
1918 |
1918 |
+5 |
44 |
14,205 |
+46 |
| Mar09 |
071016 |
1938 |
1938 |
1938 |
1938 |
+5 |
781 |
1,583 |
+698 |
| Total Volume and Open Interest |
6,870 |
132,074 |
+1,112 |
| Coffee "C"(ICE) |
| Dec07 |
071016 |
129.80 |
131.00 |
127.50 |
128.15 |
-1.90 |
23,434 |
102,461 |
-2,108 |
| Mar08 |
071016 |
133.90 |
134.20 |
131.50 |
132.05 |
-1.90 |
5,650 |
36,284 |
+1,404 |
| May08 |
071016 |
134.35 |
134.35 |
134.35 |
134.35 |
-1.75 |
1,006 |
11,370 |
+371 |
| Jul08 |
071016 |
137.00 |
137.00 |
136.35 |
136.35 |
-1.60 |
370 |
4,284 |
+109 |
| Sep08 |
071016 |
138.10 |
138.10 |
138.10 |
138.10 |
-1.40 |
408 |
9,620 |
+179 |
| Dec08 |
071016 |
139.85 |
139.85 |
139.85 |
139.85 |
-0.90 |
217 |
7,198 |
+55 |
| Total Volume and Open Interest |
31,309 |
177,424 |
-42 |
| Orange Juice(ICE) |
| Nov07 |
071016 |
150.50 |
160.25 |
150.50 |
156.05 |
+5.25 |
2,218 |
8,637 |
-1,254 |
| Jan08 |
071016 |
150.75 |
158.00 |
150.75 |
154.05 |
+2.80 |
3,332 |
13,841 |
-82 |
| Mar08 |
071016 |
151.75 |
155.00 |
151.75 |
153.90 |
+2.75 |
560 |
5,873 |
+392 |
| May08 |
071016 |
153.20 |
153.20 |
153.20 |
153.20 |
+2.25 |
21 |
624 |
+82 |
| Jul08 |
071016 |
152.40 |
152.40 |
152.40 |
152.40 |
+2.35 |
20 |
187 |
+19 |
| Sep08 |
071016 |
151.80 |
151.80 |
151.80 |
151.80 |
+2.35 |
0 |
159 |
+11 |
| Total Volume and Open Interest |
6,151 |
30,395 |
-816 |
| Sugar #11(ICE) |
| Mar08 |
071016 |
10.12 |
10.18 |
10.07 |
10.15 |
+0.20 |
30,442 |
432,670 |
+20,765 |
| May08 |
071016 |
10.11 |
10.18 |
10.10 |
10.15 |
+0.18 |
6,418 |
59,689 |
-611 |
| Jul08 |
071016 |
10.10 |
10.11 |
10.07 |
10.11 |
+0.16 |
3,549 |
59,257 |
+1,695 |
| Oct08 |
071016 |
10.37 |
10.37 |
10.34 |
10.34 |
+0.11 |
1,370 |
50,207 |
-187 |
| Mar09 |
071016 |
10.69 |
10.69 |
10.66 |
10.66 |
+0.11 |
1,451 |
30,770 |
-526 |
| Total Volume and Open Interest |
44,375 |
675,579 |
+21,509 |
| Sugar #14(ICE) |
| Jan08 |
071016 |
20.50 |
20.50 |
20.50 |
20.50 |
+0.02 |
20 |
3,655 |
-5 |
| Mar08 |
071016 |
20.20 |
20.20 |
20.20 |
20.20 |
+0.03 |
20 |
3,558 |
-20 |
| May08 |
071016 |
20.43 |
20.43 |
20.43 |
20.43 |
+0.03 |
44 |
2,499 |
+44 |
| Jul08 |
071016 |
20.65 |
20.65 |
20.65 |
20.65 |
+0.05 |
122 |
1,000 |
+98 |
| Sep08 |
071016 |
20.80 |
20.80 |
20.80 |
20.80 |
+0.05 |
0 |
796 |
+0 |
| Total Volume and Open Interest |
206 |
11,557 |
+117 |
| London Cocoa(LCE) |
| Dec07 |
071016 |
935 |
952 |
934 |
944 |
+4 |
3,223 |
74,104 |
+1,028 |
| Mar08 |
071016 |
951 |
966 |
950 |
960 |
+6 |
1,472 |
45,154 |
-18 |
| May08 |
071016 |
961 |
975 |
961 |
970 |
+6 |
131 |
19,368 |
+79 |
| Jul08 |
071016 |
977 |
983 |
977 |
980 |
+5 |
31 |
17,545 |
-80 |
| Sep08 |
071016 |
991 |
995 |
990 |
990 |
+5 |
193 |
19,240 |
-187 |
| Dec08 |
071016 |
1004 |
1004 |
1000 |
1000 |
+6 |
501 |
9,720 |
-12 |
| Mar09 |
071016 |
1013 |
1013 |
1013 |
1013 |
+5 |
0 |
306 |
+0 |
| Total Volume and Open Interest |
5,551 |
185,447 |
+810 |
| London Coffee(LCE) |
| Nov07 |
071016 |
2085.00 |
2086.00 |
1920.00 |
1948.00 |
-127.00 |
7,102 |
60,881 |
-7,425 |
| Jan08 |
071016 |
1805.00 |
1811.00 |
1750.00 |
1762.00 |
-37.00 |
12,113 |
66,550 |
+879 |
| Mar08 |
071016 |
1794.00 |
1800.00 |
1749.00 |
1761.00 |
-28.00 |
2,069 |
18,195 |
+1,258 |
| May08 |
071016 |
1800.00 |
1806.00 |
1764.00 |
1770.00 |
-25.00 |
227 |
5,833 |
+407 |
| Jul08 |
071016 |
1780.00 |
1780.00 |
1769.00 |
1776.00 |
-21.00 |
92 |
1,285 |
+36 |
| Sep08 |
071016 |
1793.00 |
1793.00 |
1782.00 |
1786.00 |
-20.00 |
80 |
867 |
+39 |
| Total Volume and Open Interest |
21,763 |
153,959 |
-4,735 |
| London Sugar(LCE) |
| Dec07 |
071016 |
272.50 |
276.80 |
272.50 |
274.60 |
+4.60 |
7,931 |
54,058 |
+11,241 |
| Mar08 |
071016 |
283.00 |
286.50 |
283.00 |
283.90 |
+3.20 |
4,213 |
25,905 |
+1,682 |
| May08 |
071016 |
290.00 |
290.00 |
288.00 |
288.10 |
+2.40 |
380 |
7,770 |
-57 |
| Aug08 |
071016 |
290.00 |
292.00 |
289.80 |
289.80 |
+2.10 |
44 |
5,925 |
-145 |
| Oct08 |
071016 |
296.00 |
296.00 |
296.00 |
296.00 |
+2.00 |
232 |
4,626 |
-28 |
| Total Volume and Open Interest |
12,810 |
101,634 |
+12,686 |
| Cotton(ICE) |
| Dec07 |
071016 |
62.80 |
63.65 |
62.62 |
63.45 |
+0.13 |
13,457 |
138,178 |
-770 |
| Mar08 |
071016 |
66.95 |
67.70 |
66.75 |
67.41 |
-0.03 |
5,349 |
60,282 |
+1,384 |
| May08 |
071016 |
68.88 |
68.88 |
68.88 |
68.88 |
+0.06 |
966 |
7,210 |
+196 |
| Jul08 |
071016 |
70.20 |
70.20 |
70.18 |
70.18 |
-0.07 |
1,304 |
8,879 |
+927 |
| Oct08 |
071016 |
71.75 |
71.75 |
71.75 |
71.75 |
unch |
53 |
321 |
+55 |
| Dec08 |
071016 |
73.05 |
73.50 |
73.05 |
73.49 |
+0.20 |
964 |
19,841 |
+684 |
| Total Volume and Open Interest |
22,094 |
236,119 |
+2,476 |
| Lumber(CME) |
| Nov07 |
071016 |
237.9 |
238.2 |
233.7 |
233.9 |
-2.7 |
944 |
3,943 |
-483 |
| Jan08 |
071016 |
256.1 |
258.5 |
254.3 |
255.4 |
-0.7 |
1,022 |
4,802 |
+336 |
| Mar08 |
071016 |
276.0 |
276.3 |
273.6 |
273.6 |
-2.7 |
54 |
756 |
+6 |
| May08 |
071016 |
284.0 |
285.4 |
284.0 |
285.4 |
-3.1 |
32 |
65 |
-17 |
| Total Volume and Open Interest |
2,054 |
9,573 |
-157 |
| Crude Oil(NYM) |
| Nov07 |
071016 |
86.55 |
88.20 |
86.20 |
87.61 |
+1.48 |
238,654 |
163,536 |
-17,393 |
| Dec07 |
071016 |
85.50 |
86.70 |
85.17 |
86.58 |
+1.45 |
157,049 |
378,371 |
+6,669 |
| Jan08 |
071016 |
84.60 |
85.60 |
84.30 |
85.58 |
+1.33 |
37,458 |
136,382 |
+9,512 |
| Feb08 |
071016 |
83.70 |
84.66 |
83.65 |
84.62 |
+1.21 |
16,355 |
58,224 |
+2,239 |
| Mar08 |
071016 |
83.78 |
83.78 |
83.78 |
83.78 |
+1.09 |
8,915 |
59,472 |
+2,300 |
| Apr08 |
071016 |
83.08 |
83.08 |
83.08 |
83.08 |
+1.03 |
2,627 |
47,118 |
+291 |
| May08 |
071016 |
81.40 |
82.48 |
81.40 |
82.48 |
+0.97 |
3,600 |
49,382 |
+2,182 |
| Jun08 |
071016 |
81.01 |
81.91 |
81.01 |
81.91 |
+0.90 |
4,216 |
57,290 |
-305 |
| Jul08 |
071016 |
81.40 |
81.40 |
81.40 |
81.40 |
+0.85 |
519 |
18,964 |
-61 |
| Aug08 |
071016 |
80.92 |
80.92 |
80.92 |
80.92 |
+0.80 |
398 |
12,175 |
+267 |
| Sep08 |
071016 |
80.49 |
80.49 |
80.49 |
80.49 |
+0.75 |
698 |
36,961 |
+190 |
| Oct08 |
071016 |
80.07 |
80.07 |
80.07 |
80.07 |
+0.70 |
214 |
22,600 |
+108 |
| Nov08 |
071016 |
79.70 |
79.70 |
79.70 |
79.70 |
+0.65 |
33 |
15,355 |
-19 |
| Dec08 |
071016 |
77.85 |
79.34 |
77.85 |
79.34 |
+0.60 |
11,034 |
154,026 |
-863 |
| Jan09 |
071016 |
79.00 |
79.00 |
79.00 |
79.00 |
+0.55 |
98 |
24,834 |
+88 |
| Feb09 |
071016 |
78.69 |
78.69 |
78.69 |
78.69 |
+0.51 |
7 |
15,456 |
+3 |
| Total Volume and Open Interest |
489,982 |
1,488,076 |
+3,563 |
| Heating Oil(NYM) |
| Nov07 |
071016 |
230.90 |
233.87 |
230.65 |
233.87 |
+3.15 |
33,776 |
52,019 |
-6,829 |
| Dec07 |
071016 |
233.00 |
235.77 |
231.90 |
235.77 |
+3.10 |
19,744 |
83,018 |
+7,054 |
| Jan08 |
071016 |
237.47 |
237.47 |
237.47 |
237.47 |
+2.95 |
8,236 |
39,833 |
+3,055 |
| Feb08 |
071016 |
236.87 |
236.87 |
236.87 |
236.87 |
+2.90 |
2,040 |
15,768 |
-58 |
| Mar08 |
071016 |
233.60 |
234.47 |
233.60 |
234.47 |
+2.85 |
1,782 |
9,318 |
+372 |
| Apr08 |
071016 |
229.62 |
229.62 |
229.62 |
229.62 |
+2.65 |
895 |
8,072 |
+382 |
| May08 |
071016 |
225.12 |
225.12 |
225.12 |
225.12 |
+2.45 |
531 |
3,682 |
+262 |
| Jun08 |
071016 |
222.67 |
222.67 |
222.67 |
222.67 |
+2.25 |
942 |
13,696 |
+445 |
| Jul08 |
071016 |
221.87 |
221.87 |
221.87 |
221.87 |
+2.15 |
89 |
2,718 |
+72 |
| Aug08 |
071016 |
220.82 |
221.87 |
220.82 |
221.87 |
+2.05 |
48 |
647 |
-1 |
| Sep08 |
071016 |
221.82 |
222.82 |
221.82 |
222.82 |
+2.00 |
0 |
996 |
+5 |
| Oct08 |
071016 |
224.22 |
224.22 |
224.22 |
224.22 |
+1.95 |
1 |
574 |
+0 |
| Total Volume and Open Interest |
68,170 |
236,001 |
+5,137 |
| Gasoline(NYMEX) |
| Nov07 |
071016 |
216.55 |
220.19 |
214.49 |
217.10 |
+1.35 |
36,473 |
58,363 |
-1,378 |
| Dec07 |
071016 |
216.10 |
219.31 |
214.20 |
216.91 |
+1.32 |
17,578 |
49,100 |
+3,089 |
| Jan08 |
071016 |
217.35 |
220.22 |
215.65 |
218.40 |
+1.56 |
6,872 |
28,407 |
+915 |
| Feb08 |
071016 |
219.16 |
220.50 |
217.08 |
219.55 |
+1.46 |
1,749 |
9,946 |
-330 |
| Mar08 |
071016 |
220.22 |
222.00 |
219.17 |
221.00 |
+1.61 |
1,881 |
13,249 |
+353 |
| Apr08 |
071016 |
232.25 |
234.00 |
231.50 |
233.50 |
+1.81 |
1,097 |
13,223 |
-203 |
| May08 |
071016 |
232.99 |
233.25 |
232.10 |
233.25 |
+1.11 |
290 |
4,955 |
+65 |
| Jun08 |
071016 |
231.01 |
233.25 |
231.01 |
233.25 |
+1.81 |
529 |
6,630 |
+386 |
| Jul08 |
071016 |
230.00 |
230.92 |
230.00 |
230.91 |
+1.42 |
88 |
2,236 |
+27 |
| Aug08 |
071016 |
226.79 |
226.79 |
226.79 |
226.79 |
+0.10 |
53 |
1,041 |
+16 |
| Total Volume and Open Interest |
67,136 |
196,313 |
+3,351 |
| e-MiNY RBOB Gasoline(NYMEX) |
| Nov07 |
071016 |
217.10 |
217.10 |
217.10 |
217.10 |
+1.35 |
2 |
3 |
+0 |
| Dec07 |
071016 |
216.00 |
216.00 |
216.00 |
216.00 |
+0.41 |
0 |
22 |
+0 |
| Jan08 |
071016 |
218.72 |
218.72 |
218.72 |
218.72 |
+1.88 |
|
|
|
| Feb08 |
071016 |
220.02 |
220.02 |
220.02 |
220.02 |
+1.93 |
|
|
|
| Total Volume and Open Interest |
2 |
25 |
+0 |
| Natural Gas(NYM) |
| Nov07 |
071016 |
7.445 |
7.510 |
7.290 |
7.367 |
-0.078 |
79,635 |
66,732 |
-9,195 |
| Dec07 |
071016 |
8.000 |
8.005 |
7.895 |
7.942 |
-0.070 |
30,049 |
78,304 |
+5,775 |
| Jan08 |
071016 |
8.330 |
8.330 |
8.230 |
8.275 |
-0.058 |
15,090 |
81,940 |
+1,438 |
| Feb08 |
071016 |
8.345 |
8.345 |
8.290 |
8.302 |
-0.061 |
3,448 |
31,925 |
+189 |
| Mar08 |
071016 |
8.155 |
8.155 |
8.100 |
8.120 |
-0.053 |
5,316 |
46,483 |
+1,819 |
| Apr08 |
071016 |
7.775 |
7.775 |
7.718 |
7.750 |
-0.028 |
7,243 |
39,028 |
+526 |
| May08 |
071016 |
7.710 |
7.790 |
7.710 |
7.780 |
-0.023 |
742 |
30,740 |
+156 |
| Jun08 |
071016 |
7.815 |
7.855 |
7.815 |
7.855 |
-0.020 |
897 |
18,994 |
+547 |
| Jul08 |
071016 |
7.894 |
7.936 |
7.894 |
7.936 |
-0.018 |
224 |
13,239 |
+64 |
| Aug08 |
071016 |
7.983 |
8.008 |
7.983 |
8.008 |
-0.015 |
481 |
11,651 |
-96 |
| Sep08 |
071016 |
7.998 |
8.025 |
7.998 |
8.025 |
-0.013 |
236 |
9,216 |
-151 |
| Oct08 |
071016 |
8.085 |
8.093 |
8.065 |
8.093 |
-0.012 |
1,225 |
32,907 |
+720 |
| Nov08 |
071016 |
8.440 |
8.473 |
8.440 |
8.473 |
-0.007 |
214 |
20,213 |
+23 |
| Dec08 |
071016 |
8.858 |
8.858 |
8.858 |
8.858 |
-0.002 |
80 |
14,729 |
+83 |
| Jan09 |
071016 |
9.085 |
9.123 |
9.085 |
9.123 |
-0.002 |
95 |
32,828 |
-246 |
| Feb09 |
071016 |
9.105 |
9.130 |
9.085 |
9.123 |
-0.002 |
14 |
4,925 |
+5 |
| Total Volume and Open Interest |
154,922 |
752,517 |
+8,262 |
| Brent Crude Oil(ICE) |
| Nov07 |
071016 |
82.85 |
84.49 |
82.84 |
84.16 |
+1.41 |
49,913 |
25,683 |
-9,903 |
| Dec07 |
071016 |
82.30 |
83.81 |
82.14 |
83.55 |
+1.28 |
104,482 |
160,064 |
+8,194 |
| Jan08 |
071016 |
82.00 |
83.36 |
81.73 |
83.12 |
+1.18 |
31,959 |
122,761 |
+3,639 |
| Feb08 |
071016 |
81.91 |
82.86 |
81.32 |
82.66 |
+1.10 |
10,128 |
32,395 |
+3,032 |
| Mar08 |
071016 |
81.46 |
82.41 |
80.92 |
82.20 |
+1.04 |
6,669 |
23,579 |
+2,877 |
| Apr08 |
071016 |
81.09 |
81.87 |
80.54 |
81.76 |
+0.95 |
3,091 |
15,772 |
+475 |
| May08 |
071016 |
80.65 |
81.33 |
80.25 |
81.33 |
+0.86 |
645 |
11,176 |
-124 |
| Jun08 |
071016 |
80.24 |
81.06 |
79.73 |
80.93 |
+0.81 |
2,543 |
34,518 |
+851 |
| Jul08 |
071016 |
79.91 |
80.60 |
79.91 |
80.56 |
+0.78 |
0 |
6,667 |
-133 |
| Aug08 |
071016 |
80.19 |
80.19 |
80.19 |
80.19 |
+0.75 |
0 |
3,719 |
-5 |
| Sep08 |
071016 |
79.82 |
79.82 |
79.82 |
79.82 |
+0.70 |
0 |
4,810 |
+100 |
| Oct08 |
071016 |
79.46 |
79.46 |
79.46 |
79.46 |
+0.65 |
2 |
4,726 |
-1 |
| Nov08 |
071016 |
79.11 |
79.11 |
79.11 |
79.11 |
+0.61 |
0 |
11,115 |
-25 |
| Dec08 |
071016 |
78.66 |
79.30 |
77.74 |
78.75 |
+0.56 |
7,903 |
49,461 |
+398 |
| Total Volume and Open Interest |
219,241 |
607,953 |
-15,588 |
| Gas Oil(ICE) |
| Nov07 |
071016 |
718.00 |
726.00 |
711.00 |
722.75 |
+13.25 |
43,418 |
93,873 |
-7,129 |
| Dec07 |
071016 |
720.75 |
728.75 |
714.00 |
725.75 |
+13.50 |
40,473 |
73,608 |
-3,994 |
| Jan08 |
071016 |
727.00 |
733.50 |
719.00 |
730.75 |
+13.25 |
25,476 |
52,685 |
+512 |
| Feb08 |
071016 |
721.00 |
728.50 |
715.50 |
725.75 |
+12.75 |
5,115 |
22,489 |
+1,625 |
| Mar08 |
071016 |
713.00 |
719.25 |
708.00 |
717.00 |
+12.00 |
2,596 |
12,740 |
+53 |
| Apr08 |
071016 |
708.00 |
710.00 |
699.25 |
708.00 |
+12.00 |
2,032 |
9,507 |
-170 |
| May08 |
071016 |
701.00 |
701.00 |
691.25 |
699.50 |
+11.50 |
1,568 |
12,749 |
+200 |
| Jun08 |
071016 |
692.25 |
696.50 |
684.25 |
694.25 |
+11.00 |
4,555 |
30,836 |
+246 |
| Jul08 |
071016 |
693.75 |
693.75 |
693.75 |
693.75 |
+10.25 |
67 |
5,452 |
+0 |
| Aug08 |
071016 |
694.00 |
694.00 |
694.00 |
694.00 |
+9.50 |
0 |
801 |
+0 |
| Total Volume and Open Interest |
126,552 |
345,940 |
-8,368 |
| US Dollar Index(ICE) |
| Dec07 |
071016 |
78.015 |
78.275 |
77.925 |
78.190 |
+0.165 |
2,747 |
36,179 |
-1,630 |
| Mar08 |
071016 |
78.120 |
78.120 |
77.995 |
78.110 |
+0.165 |
4 |
2,826 |
+1 |
| Jun08 |
071016 |
78.080 |
78.080 |
78.080 |
78.080 |
+0.165 |
0 |
436 |
+0 |
| Total Volume and Open Interest |
2,751 |
39,441 |
-1,629 |
| Australian Dollar(CME) |
| Dec07 |
071016 |
88.58 |
88.73 |
88.32 |
88.32 |
-1.25 |
1,406 |
99,704 |
-1,729 |
| Mar08 |
071016 |
87.60 |
87.89 |
87.60 |
87.89 |
-1.25 |
3 |
368 |
+54 |
| Jun08 |
071016 |
87.37 |
87.37 |
87.37 |
87.37 |
-1.25 |
0 |
280 |
+0 |
| Total Volume and Open Interest |
1,409 |
100,366 |
-1,675 |
| British Pound(CME) |
| Dec07 |
071016 |
202.70 |
203.38 |
202.70 |
202.80 |
-1.10 |
2,897 |
120,489 |
+9,739 |
| Mar08 |
071016 |
202.28 |
202.28 |
202.28 |
202.28 |
-1.10 |
0 |
757 |
+9 |
| Jun08 |
071016 |
201.72 |
201.72 |
201.72 |
201.72 |
-1.12 |
0 |
16 |
+0 |
| Total Volume and Open Interest |
2,897 |
121,272 |
+9,748 |
| Canadian Dollar(CME) |
| Dec07 |
071016 |
101.96 |
102.57 |
101.95 |
102.11 |
-0.26 |
1,273 |
143,789 |
+2,721 |
| Mar08 |
071016 |
102.53 |
102.53 |
102.12 |
102.13 |
-0.25 |
22 |
1,987 |
+117 |
| Jun08 |
071016 |
102.14 |
102.14 |
102.14 |
102.14 |
-0.25 |
1 |
1,078 |
+47 |
| Sep08 |
071016 |
102.26 |
102.30 |
102.15 |
102.15 |
-0.25 |
5 |
824 |
+11 |
| Total Volume and Open Interest |
1,301 |
147,864 |
+2,897 |
| Japanese Yen(CME) |
| Dec07 |
071016 |
86.29 |
86.43 |
86.24 |
86.32 |
+0.36 |
1,102 |
213,317 |
+13,785 |
| Mar08 |
071016 |
87.19 |
87.19 |
87.19 |
87.19 |
+0.36 |
20 |
8,769 |
+97 |
| Jun08 |
071016 |
88.01 |
88.01 |
88.01 |
88.01 |
+0.36 |
0 |
16,336 |
-2 |
| Total Volume and Open Interest |
1,122 |
238,818 |
+13,880 |
| Swiss Franc(CME) |
| Dec07 |
071016 |
84.80 |
85.04 |
84.80 |
84.93 |
-0.15 |
116 |
70,559 |
+727 |
| Mar08 |
071016 |
85.40 |
85.40 |
85.40 |
85.40 |
-0.15 |
0 |
120 |
+1 |
| Jun08 |
071016 |
85.80 |
85.80 |
85.80 |
85.80 |
-0.15 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
116 |
70,689 |
+728 |
| EuroFX(CME) |
| Dec07 |
071016 |
141.64 |
142.11 |
141.64 |
141.83 |
-0.34 |
645 |
204,101 |
-5,725 |
| Mar08 |
071016 |
142.00 |
142.00 |
142.00 |
142.00 |
-0.34 |
0 |
1,463 |
+143 |
| Jun08 |
071016 |
142.12 |
142.12 |
142.12 |
142.12 |
-0.36 |
1 |
136 |
+3 |
| Total Volume and Open Interest |
646 |
205,771 |
-5,579 |
| Mexican Peso(CME) |
| Oct07 |
071015 |
925.8 |
925.8 |
925.8 |
925.8 |
unch |
0 |
69 |
+0 |
| Nov07 |
071016 |
921.2 |
921.2 |
921.2 |
921.2 |
-1.0 |
0 |
86 |
+0 |
| Total Volume and Open Interest |
1,877 |
83,224 |
+3,243 |
| 30-Year T-Bonds(CBOT) |
| Dec07 |
071016 |
110~14 |
110~27 |
110~08 |
110~13 |
-0~01 |
213,134 |
938,281 |
+14,133 |
| Mar08 |
071016 |
110~22 |
110~23 |
110~12 |
110~12 |
-0~01 |
1,004 |
4,072 |
+1,037 |
| Jun08 |
071016 |
110~07 |
110~07 |
110~07 |
110~07 |
-0~02 |
123 |
447 |
+132 |
| Total Volume and Open Interest |
214,261 |
942,824 |
+15,302 |
| 10-Year T-Notes(CBOT) |
| Dec07 |
071016 |
108~170 |
108~295 |
108~145 |
108~255 |
+0~055 |
855,076 |
2,390,176 |
+24,892 |
| Mar08 |
071016 |
108~090 |
108~150 |
108~090 |
108~125 |
+0~055 |
4,740 |
119,788 |
+1,991 |
| Jun08 |
071016 |
108~005 |
108~005 |
108~005 |
108~005 |
+0~055 |
0 |
19 |
+0 |
| Total Volume and Open Interest |
859,816 |
2,509,983 |
+26,883 |
| 5-Year T-Notes(CBOT) |
| Dec07 |
071016 |
106~075 |
106~205 |
106~075 |
106~190 |
+0~070 |
462,214 |
0 |
-1,643,867 |
| Mar08 |
071016 |
106~120 |
106~140 |
106~120 |
106~140 |
+0~080 |
1,556 |
10,659 |
+6,020 |
| Jun08 |
071016 |
106~140 |
106~140 |
106~140 |
106~140 |
+0~080 |
|
|
|
| Total Volume and Open Interest |
463,770 |
10,659 |
-1,637,847 |
| 2 Year T-Notes(CBOT) |
| Dec07 |
071016 |
103~024 |
103~030 |
103~020 |
103~028 |
+0~019 |
3,527 |
1,016,126 |
+19,788 |
| Mar08 |
071016 |
103~010 |
103~010 |
103~010 |
103~010 |
+0~006 |
|
|
|
| Total Volume and Open Interest |
3,527 |
1,016,126 |
+19,788 |
| Eurodollars(CME) |
| Dec07 |
071016 |
95.060 |
95.080 |
95.055 |
95.075 |
+0.030 |
13,580 |
1,530,696 |
-19,103 |
| Mar08 |
071016 |
95.295 |
95.330 |
95.285 |
95.315 |
+0.065 |
8,438 |
1,322,235 |
-4,132 |
| Jun08 |
071016 |
95.440 |
95.480 |
95.425 |
95.460 |
+0.070 |
10,611 |
1,318,756 |
-13,229 |
| Sep08 |
071016 |
95.515 |
95.545 |
95.490 |
95.530 |
+0.075 |
9,042 |
1,190,658 |
-21,863 |
| Dec08 |
071016 |
95.505 |
95.530 |
95.485 |
95.520 |
+0.075 |
14,804 |
1,206,006 |
-22,697 |
| Mar09 |
071016 |
95.435 |
95.475 |
95.430 |
95.455 |
+0.070 |
11,696 |
783,164 |
+3,079 |
| Jun09 |
071016 |
95.340 |
95.380 |
95.340 |
95.360 |
+0.065 |
7,936 |
503,842 |
-5,700 |
| Sep09 |
071016 |
95.245 |
95.285 |
95.245 |
95.265 |
+0.060 |
9,129 |
402,278 |
-2,951 |
| Dec09 |
071016 |
95.160 |
95.190 |
95.160 |
95.180 |
+0.055 |
3,441 |
260,159 |
-5,133 |
| Mar10 |
071016 |
95.095 |
95.130 |
95.095 |
95.115 |
+0.050 |
3,570 |
175,649 |
-2,529 |
| Jun10 |
071016 |
95.030 |
95.065 |
95.030 |
95.045 |
+0.045 |
5,835 |
139,904 |
+630 |
| Sep10 |
071016 |
94.970 |
95.000 |
94.970 |
94.985 |
+0.045 |
7,156 |
121,877 |
-1,675 |
| Dec10 |
071016 |
94.905 |
94.930 |
94.900 |
94.920 |
+0.045 |
1,666 |
99,497 |
+63 |
| Mar11 |
071016 |
94.855 |
94.875 |
94.855 |
94.875 |
+0.045 |
1,914 |
88,564 |
-114 |
| Jun11 |
071016 |
94.810 |
94.825 |
94.805 |
94.820 |
+0.040 |
1,539 |
88,798 |
+505 |
| Sep11 |
071016 |
94.750 |
94.765 |
94.750 |
94.765 |
+0.040 |
2,341 |
77,240 |
+470 |
| Dec11 |
071016 |
94.690 |
94.710 |
94.675 |
94.710 |
+0.035 |
1,052 |
55,766 |
+544 |
| Mar12 |
071016 |
94.655 |
94.670 |
94.635 |
94.670 |
+0.035 |
1,671 |
48,432 |
+1,611 |
| Total Volume and Open Interest |
121,390 |
9,619,162 |
-240,148 |
| 30 Day Federal Funds(CBOT) |
| Oct07 |
071016 |
3.505 |
3.505 |
3.505 |
3.505 |
unch |
0 |
70,646 |
-1,035 |
| Nov07 |
071016 |
3.590 |
3.595 |
3.590 |
3.595 |
+0.015 |
515 |
168,482 |
+5,835 |
| Dec07 |
071016 |
3.670 |
3.675 |
3.670 |
3.675 |
+0.030 |
0 |
61,148 |
-1,125 |
| Jan08 |
071016 |
3.725 |
3.725 |
3.720 |
3.725 |
+0.045 |
25 |
40,726 |
-1,539 |
| Feb08 |
071016 |
3.795 |
3.805 |
3.790 |
3.805 |
+0.050 |
4 |
41,274 |
+3,183 |
| Mar08 |
071016 |
3.815 |
3.820 |
3.810 |
3.820 |
+0.055 |
4 |
7,297 |
+507 |
| Total Volume and Open Interest |
569 |
402,513 |
+7,129 |
| 30 Day Fed Funds(e-CBOT) |
| Oct07 |
071016 |
95.255 |
95.255 |
95.250 |
95.255 |
unch |
1,434 |
0 |
+0 |
| Nov07 |
071016 |
95.320 |
95.355 |
95.320 |
95.345 |
+0.020 |
39,111 |
0 |
+0 |
| Dec07 |
071016 |
95.385 |
95.440 |
95.380 |
95.430 |
+0.040 |
9,892 |
0 |
+0 |
| Jan08 |
071016 |
95.415 |
95.490 |
95.405 |
95.480 |
+0.060 |
5,369 |
0 |
+0 |
| Feb08 |
071016 |
95.490 |
95.565 |
95.480 |
95.555 |
+0.070 |
7,128 |
0 |
+0 |
| Mar08 |
071016 |
95.515 |
95.580 |
95.510 |
95.580 |
+0.085 |
1,547 |
0 |
+0 |
| Total Volume and Open Interest |
66,413 |
|
|
| 3-Mth Euro-Yen(CME) |
| Dec07 |
071016 |
99.15 |
99.15 |
99.14 |
99.14 |
+0.02 |
1 |
16,571 |
+0 |
| Mar08 |
071016 |
99.09 |
99.09 |
99.09 |
99.09 |
+0.03 |
300 |
5,368 |
-389 |
| Jun08 |
071016 |
99.05 |
99.05 |
99.05 |
99.05 |
+0.02 |
280 |
3,893 |
+176 |
| Sep08 |
071016 |
98.98 |
98.98 |
98.98 |
98.98 |
+0.01 |
8 |
4,001 |
+225 |
| Dec08 |
071016 |
98.93 |
98.93 |
98.93 |
98.93 |
+0.04 |
0 |
1,825 |
+0 |
| Mar09 |
071016 |
98.85 |
98.85 |
98.85 |
98.85 |
+0.04 |
0 |
435 |
+0 |
| Jun09 |
071016 |
98.78 |
98.78 |
98.78 |
98.78 |
+0.04 |
0 |
100 |
+0 |
| Sep09 |
071016 |
98.69 |
98.69 |
98.69 |
98.69 |
+0.04 |
|
|
|
| Dec09 |
071016 |
98.59 |
98.59 |
98.59 |
98.59 |
+0.01 |
|
|
|
| Mar10 |
071016 |
98.53 |
98.53 |
98.53 |
98.53 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
589 |
32,193 |
+12 |
| 3-Mth Euro-Yen(SGX) |
| Dec07 |
071016 |
99.11 |
99.12 |
99.11 |
99.12 |
+0.01 |
187 |
63,939 |
+852 |
| Mar08 |
071016 |
99.07 |
99.07 |
99.07 |
99.07 |
+0.01 |
377 |
42,338 |
+840 |
| Jun08 |
071016 |
99.04 |
99.04 |
99.04 |
99.04 |
+0.01 |
442 |
16,630 |
-79 |
| Sep08 |
071016 |
98.97 |
98.99 |
98.97 |
98.97 |
+0.01 |
274 |
16,437 |
-49 |
| Dec08 |
071016 |
98.89 |
98.91 |
98.89 |
98.90 |
+0.01 |
100 |
8,981 |
+5 |
| Mar09 |
071016 |
98.83 |
98.83 |
98.83 |
98.83 |
+0.01 |
100 |
4,979 |
+50 |
| Jun09 |
071016 |
98.75 |
98.75 |
98.75 |
98.75 |
+0.01 |
0 |
1,196 |
+0 |
| Sep09 |
071016 |
98.67 |
98.67 |
98.67 |
98.67 |
+0.01 |
0 |
200 |
+0 |
| Total Volume and Open Interest |
1,480 |
157,150 |
+1,619 |
| Japanese Gov't Bonds(SGX) |
| Dec07 |
071016 |
134.45 |
134.89 |
134.45 |
134.83 |
+0.03 |
7,501 |
42,381 |
-868 |
| Mar08 |
071016 |
134.83 |
134.83 |
134.83 |
134.83 |
+0.39 |
|
|
|
| Jun08 |
071016 |
134.83 |
134.83 |
134.83 |
134.83 |
+0.39 |
|
|
|
| Total Volume and Open Interest |
6,256 |
30,850 |
-761 |
| Euro-Bund(EUREX) |
| Dec07 |
071016 |
111.78 |
111.91 |
111.61 |
111.70 |
-0.05 |
1,318,207 |
1,470,616 |
-10,651 |
| Mar08 |
071016 |
112.19 |
112.23 |
112.05 |
112.09 |
-0.05 |
1,614 |
4,145 |
+562 |
| Jun08 |
071016 |
111.64 |
111.64 |
111.64 |
111.64 |
-0.05 |
|
|
|
| Total Volume and Open Interest |
1,319,821 |
1,474,761 |
-10,089 |
| Euro-Bobl(EUREX) |
| Dec07 |
071016 |
106.91 |
107.05 |
106.87 |
106.93 |
+0.03 |
631,212 |
1,112,326 |
+4,938 |
| Mar08 |
071016 |
107.04 |
107.04 |
107.04 |
107.04 |
+0.04 |
361 |
11,760 |
+0 |
| Jun08 |
071016 |
41.85 |
41.85 |
41.85 |
41.85 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
631,573 |
1,124,086 |
+4,938 |
| 3-Mth Euribor(EUREX) |
| Dec07 |
071016 |
95.540 |
95.550 |
95.525 |
95.535 |
+0.005 |
1,674 |
22,218 |
+398 |
| Mar08 |
071016 |
95.570 |
95.580 |
95.560 |
95.575 |
+0.005 |
194 |
10,016 |
-46 |
| Jun08 |
071016 |
95.550 |
95.585 |
95.550 |
95.570 |
+0.015 |
68 |
5,013 |
-2 |
| Total Volume and Open Interest |
967 |
45,534 |
-80 |
| Long Gilt(LIFFE) |
| Dec07 |
071016 |
106~05 |
106~15 |
106~04 |
106~08 |
+0~04 |
62,429 |
351,668 |
+5,024 |
| Mar08 |
071016 |
106~11 |
106~11 |
106~11 |
106~11 |
+0~04 |
|
|
|
| Total Volume and Open Interest |
62,429 |
351,668 |
+5,024 |
| 3-Mth Short Sterling(LIFFE) |
| Dec07 |
071016 |
93.85 |
93.85 |
93.85 |
93.85 |
+0.02 |
50,068 |
468,760 |
-10,877 |
| Mar08 |
071016 |
94.09 |
94.09 |
94.09 |
94.09 |
+0.05 |
62,837 |
539,458 |
+19,507 |
| Jun08 |
071016 |
94.24 |
94.24 |
94.24 |
94.24 |
+0.08 |
65,299 |
504,045 |
+4,359 |
| Sep08 |
071016 |
94.31 |
94.31 |
94.31 |
94.31 |
+0.09 |
53,085 |
342,981 |
-1,604 |
| Dec08 |
071016 |
94.34 |
94.34 |
94.34 |
94.34 |
+0.08 |
44,180 |
278,562 |
-4,579 |
| Mar09 |
071016 |
94.35 |
94.35 |
94.35 |
94.35 |
+0.07 |
28,602 |
206,476 |
-1,251 |
| Total Volume and Open Interest |
337,344 |
2,672,052 |
+18,829 |
| 3-Mth Euribor(LIFFE) |
| Dec07 |
071016 |
95.540 |
95.550 |
95.525 |
95.530 |
-0.005 |
327,315 |
842,505 |
-970 |
| Mar08 |
071016 |
95.580 |
95.590 |
95.555 |
95.570 |
+0.005 |
227,283 |
582,316 |
-20,886 |
| Jun08 |
071016 |
95.555 |
95.590 |
95.545 |
95.570 |
+0.025 |
190,375 |
444,771 |
+8,122 |
| Total Volume and Open Interest |
1,192,448 |
3,455,602 |
-31,433 |
| 3-Mth Aus T-Bills(SFE) |
| Dec07 |
071016 |
92.99 |
93.00 |
92.97 |
93.00 |
unch |
10,578 |
389,190 |
+1,461 |
| Mar08 |
071016 |
92.84 |
92.86 |
92.82 |
92.86 |
unch |
14,507 |
221,341 |
+2,497 |
| Jun08 |
071016 |
92.77 |
92.79 |
92.75 |
92.78 |
-0.01 |
3,154 |
105,061 |
-4,646 |
| Sep08 |
071016 |
92.76 |
92.77 |
92.74 |
92.77 |
-0.01 |
6,335 |
82,301 |
+827 |
| Dec08 |
071016 |
92.79 |
92.80 |
92.79 |
92.80 |
-0.02 |
672 |
45,859 |
-991 |
| Mar09 |
071016 |
92.83 |
92.83 |
92.82 |
92.83 |
-0.02 |
89 |
37,921 |
-696 |
| Jun09 |
071016 |
92.85 |
92.86 |
92.84 |
92.85 |
-0.02 |
1,091 |
28,760 |
-452 |
| Sep09 |
071016 |
92.87 |
92.87 |
92.85 |
92.87 |
unch |
61 |
5,944 |
-317 |
| Dec09 |
071016 |
92.87 |
92.87 |
92.85 |
92.87 |
unch |
1 |
613 |
+0 |
| Mar10 |
071016 |
92.87 |
92.87 |
92.87 |
92.87 |
+0.01 |
0 |
171 |
+0 |
| Total Volume and Open Interest |
36,488 |
917,174 |
-2,317 |
| 10-Year Aus T-Bonds(SFE) |
| Dec07 |
071016 |
93.71 |
93.71 |
93.68 |
93.70 |
-0.03 |
34,563 |
484,049 |
-3,073 |
| Mar08 |
071016 |
93.70 |
93.70 |
93.70 |
93.70 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
34,563 |
484,049 |
-3,073 |
| 3-Year Aus T-Bonds(SFE) |
| Dec07 |
071016 |
93.40 |
93.40 |
93.37 |
93.38 |
-0.02 |
64,590 |
584,601 |
+2,264 |
| Mar08 |
071016 |
93.38 |
93.38 |
93.38 |
93.38 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
64,590 |
584,601 |
+2,264 |
| Gold(CMX) |
| Oct07 |
071016 |
757.0 |
757.0 |
757.0 |
757.0 |
-0.1 |
344 |
918 |
+148 |
| Dec07 |
071016 |
761.3 |
767.7 |
758.5 |
762.0 |
-0.2 |
97,583 |
319,389 |
+4,845 |
| Feb08 |
071016 |
769.9 |
772.0 |
768.4 |
768.6 |
-0.2 |
7,638 |
39,991 |
+3,628 |
| Apr08 |
071016 |
773.5 |
778.2 |
773.5 |
774.7 |
-0.3 |
1,563 |
21,135 |
+1,007 |
| Jun08 |
071016 |
780.8 |
780.8 |
780.8 |
780.8 |
-0.4 |
1,335 |
18,987 |
+559 |
| Aug08 |
071016 |
786.8 |
786.8 |
786.8 |
786.8 |
-0.4 |
857 |
19,587 |
+1,127 |
| Oct08 |
071016 |
792.8 |
792.8 |
792.8 |
792.8 |
-0.5 |
1 |
3,337 |
+103 |
| Dec08 |
071016 |
798.8 |
798.8 |
798.8 |
798.8 |
-0.6 |
1,283 |
16,992 |
+1,054 |
| Feb09 |
071016 |
805.0 |
805.0 |
805.0 |
805.0 |
-0.6 |
600 |
16,929 |
+574 |
| Apr09 |
071016 |
810.9 |
810.9 |
810.9 |
810.9 |
-0.7 |
120 |
5,049 |
+0 |
| Jun09 |
071016 |
817.1 |
817.1 |
817.1 |
817.1 |
-0.7 |
2 |
10,889 |
+257 |
| Aug09 |
071016 |
823.4 |
823.4 |
823.4 |
823.4 |
-0.8 |
|
|
|
| Total Volume and Open Interest |
111,379 |
489,144 |
+13,500 |
| Silver(CMX) |
| Dec07 |
071016 |
1374.0 |
1391.0 |
1364.0 |
1365.8 |
-19.7 |
22,042 |
80,805 |
+9 |
| Mar08 |
071016 |
1398.0 |
1398.0 |
1383.8 |
1383.8 |
-19.8 |
1,156 |
14,892 |
+410 |
| May08 |
071016 |
1395.0 |
1395.0 |
1395.0 |
1395.0 |
-20.1 |
38 |
5,370 |
-72 |
| Jul08 |
071016 |
1406.0 |
1406.0 |
1406.0 |
1406.0 |
-20.1 |
7 |
5,302 |
+13 |
| Sep08 |
071016 |
1416.9 |
1416.9 |
1416.9 |
1416.9 |
-20.1 |
50 |
2,076 |
+229 |
| Dec08 |
071016 |
1432.4 |
1432.4 |
1432.4 |
1432.4 |
-20.3 |
179 |
6,724 |
+214 |
| Mar09 |
071016 |
1447.1 |
1447.1 |
1447.1 |
1447.1 |
-20.9 |
50 |
262 |
+50 |
| Total Volume and Open Interest |
23,744 |
124,849 |
+868 |
| Platinum(NYMEX) |
| Oct07 |
071016 |
1422.9 |
1422.9 |
1422.9 |
1422.9 |
-1.0 |
1 |
180 |
+0 |
| Jan08 |
071016 |
1415.0 |
1423.5 |
1405.0 |
1422.4 |
-1.0 |
1,292 |
14,469 |
-235 |
| Apr08 |
071016 |
1428.9 |
1428.9 |
1428.9 |
1428.9 |
-1.0 |
36 |
84 |
+36 |
| Total Volume and Open Interest |
1,329 |
14,733 |
-199 |
| Palladium(NYMEX) |
| Dec07 |
071016 |
369.25 |
375.50 |
367.70 |
375.30 |
-1.85 |
1,410 |
13,146 |
+3 |
| Mar08 |
071016 |
379.80 |
379.80 |
379.80 |
379.80 |
-1.65 |
34 |
1,038 |
+24 |
| Jun08 |
071016 |
383.55 |
383.55 |
383.55 |
383.55 |
-1.65 |
1 |
1,266 |
+0 |
| Total Volume and Open Interest |
1,447 |
16,248 |
+27 |
| Copper(CMX) |
| Dec07 |
071016 |
362.50 |
364.80 |
360.20 |
364.10 |
-4.50 |
10,454 |
62,084 |
+15 |
| Mar08 |
071016 |
362.50 |
364.50 |
362.50 |
364.45 |
-4.65 |
1,828 |
13,440 |
+1,737 |
| May08 |
071016 |
362.90 |
362.90 |
362.90 |
362.90 |
-4.20 |
189 |
4,735 |
+614 |
| Jul08 |
071016 |
359.95 |
359.95 |
359.95 |
359.95 |
-4.05 |
169 |
1,627 |
+109 |
| Sep08 |
071016 |
356.15 |
356.15 |
356.15 |
356.15 |
-3.70 |
109 |
666 |
+0 |
| Total Volume and Open Interest |
13,380 |
91,033 |
+2,627 |
| Aluminum(CMX) |
| Oct07 |
071016 |
110.50 |
110.50 |
110.50 |
110.50 |
unch |
|
|
|
| Nov07 |
071016 |
111.25 |
111.25 |
111.25 |
111.25 |
unch |
|
|
|
| Dec07 |
071016 |
112.00 |
112.00 |
112.00 |
112.00 |
unch |
|
|
|
| Jan08 |
071016 |
112.00 |
112.00 |
112.00 |
112.00 |
unch |
|
|
|
| Feb08 |
071016 |
112.00 |
112.00 |
112.00 |
112.00 |
unch |
|
|
|
| Mar08 |
071016 |
112.00 |
112.00 |
112.00 |
112.00 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| DJIA Index(CBOT) |
| Dec07 |
071016 |
14012 |
14040 |
13935 |
13972 |
-94 |
4,082 |
29,592 |
+162 |
| Mar08 |
071016 |
14106 |
14106 |
14069 |
14069 |
-97 |
11 |
25 |
+3 |
| Jun08 |
071016 |
14153 |
14153 |
14153 |
14153 |
-94 |
0 |
2 |
+1 |
| Sep08 |
071016 |
14229 |
14229 |
14229 |
14229 |
-94 |
|
|
|
| Total Volume and Open Interest |
4,093 |
29,619 |
+166 |
| S & P 500(CME) |
| Dec07 |
071016 |
1554.50 |
1556.00 |
1545.20 |
1547.60 |
-12.60 |
31,980 |
578,822 |
+2,841 |
| Mar08 |
071016 |
1560.00 |
1560.20 |
1558.60 |
1558.60 |
-12.80 |
69 |
9,054 |
+31 |
| Jun08 |
071016 |
1569.50 |
1569.50 |
1569.50 |
1569.50 |
-13.10 |
0 |
949 |
+0 |
| Sep08 |
071016 |
1580.40 |
1580.40 |
1580.40 |
1580.40 |
-13.20 |
0 |
40 |
+0 |
| Total Volume and Open Interest |
32,050 |
592,114 |
+2,873 |
| S & P 500 E-Mini(Globex) |
| Dec07 |
071016 |
1560.25 |
1561.75 |
1545.25 |
1547.50 |
-12.75 |
1,954,174 |
2,008,083 |
+46,814 |
| Mar08 |
071016 |
1572.25 |
1572.25 |
1556.50 |
1558.50 |
-13.00 |
2,109 |
11,611 |
+1,048 |
| Total Volume and Open Interest |
1,956,283 |
2,019,695 |
+47,862 |
| NASDAQ 100(CME) |
| Dec07 |
071016 |
2166.50 |
2186.00 |
2161.00 |
2176.30 |
-4.50 |
3,821 |
47,991 |
-448 |
| Mar08 |
071016 |
2200.00 |
2200.00 |
2200.00 |
2200.00 |
-4.50 |
0 |
1 |
+0 |
| Jun08 |
071016 |
2227.00 |
2227.00 |
2227.00 |
2227.00 |
-4.50 |
|
|
|
| Total Volume and Open Interest |
3,821 |
47,992 |
-448 |
| NASDAQ 100 E-Mini(Globex) |
| Dec07 |
071016 |
2180.00 |
2186.00 |
2161.50 |
2176.30 |
-4.50 |
397,174 |
412,149 |
+2,513 |
| Mar08 |
071016 |
2204.30 |
2208.80 |
2185.80 |
2200.00 |
-4.50 |
16 |
189 |
+17 |
| Total Volume and Open Interest |
397,190 |
412,338 |
+2,530 |
| S & P Midcap 400(CME) |
| Dec07 |
071016 |
912.50 |
913.00 |
903.00 |
903.90 |
-11.80 |
86 |
6,377 |
+437 |
| Mar08 |
071016 |
914.00 |
914.00 |
914.00 |
914.00 |
-11.80 |
|
|
|
| Jun08 |
071016 |
923.70 |
923.70 |
923.70 |
923.70 |
-11.80 |
|
|
|
| Total Volume and Open Interest |
86 |
6,377 |
+437 |
| Russell 2000(CME) |
| Dec07 |
071016 |
832.00 |
833.50 |
827.00 |
827.80 |
-9.70 |
1,341 |
31,754 |
-198 |
| Mar08 |
071016 |
833.50 |
833.50 |
833.50 |
833.50 |
-9.70 |
0 |
23 |
+0 |
| Jun08 |
071016 |
839.90 |
839.90 |
839.90 |
839.90 |
-9.70 |
0 |
1 |
+1 |
| Total Volume and Open Interest |
1,341 |
31,788 |
-197 |
| Russell 2000 E-Mini(Globex) |
| Dec07 |
071016 |
837.10 |
839.60 |
827.10 |
827.80 |
-9.70 |
255,174 |
568,770 |
+3,926 |
| Mar08 |
071016 |
845.30 |
845.30 |
833.10 |
833.50 |
-9.70 |
83 |
474 |
+9 |
| Jun08 |
071016 |
839.90 |
839.90 |
839.90 |
839.90 |
-9.70 |
0 |
1 |
+1 |
| Total Volume and Open Interest |
255,257 |
569,246 |
-363 |
| Value Line(KCBT) |
| Dec07 |
071016 |
2242.00 |
2242.00 |
2242.00 |
2242.00 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Nikkei 225(CME) |
| Dec07 |
071016 |
17280 |
17320 |
17115 |
17125 |
-275 |
49,896 |
247,893 |
-920 |
| Mar08 |
071016 |
17315 |
17345 |
17160 |
17180 |
-225 |
105 |
624 |
-2 |
| Total Volume and Open Interest |
50,001 |
248,674 |
-922 |
| Nikkei 225(SGX) |
| Dec07 |
071016 |
17280 |
17320 |
17115 |
17125 |
-275 |
49,896 |
247,893 |
-920 |
| Mar08 |
071016 |
17315 |
17345 |
17160 |
17180 |
-225 |
105 |
624 |
-2 |
| Jun08 |
071016 |
17130 |
17130 |
17130 |
17130 |
-220 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
50,001 |
248,674 |
-922 |
| CAC 40(EURONEXT) |
| Oct07 |
071016 |
5806.5 |
5807.5 |
5741.0 |
5781.5 |
-28.0 |
130,925 |
566,251 |
+53,211 |
| Nov07 |
071016 |
5811.5 |
5811.5 |
5748.5 |
5786.0 |
-29.0 |
47,074 |
43,311 |
+40,089 |
| Dec07 |
071016 |
5830.0 |
5830.0 |
5769.0 |
5806.5 |
-29.5 |
2,934 |
50,664 |
+2,902 |
| Total Volume and Open Interest |
181,535 |
661,591 |
+96,636 |
| Hang Seng Index(HKFE) |
| Oct07 |
071016 |
29300 |
29930 |
28705 |
28771 |
-754 |
67,071 |
116,375 |
+3,699 |
| Nov07 |
071016 |
29345 |
29963 |
28780 |
28850 |
-740 |
1,544 |
2,466 |
+480 |
| Dec07 |
071016 |
29460 |
30098 |
28958 |
28960 |
-775 |
238 |
12,465 |
-39 |
| Total Volume and Open Interest |
68,980 |
132,005 |
+4,232 |
| DAX(EUREX) |
| Dec07 |
071016 |
8035.0 |
8040.0 |
7987.0 |
8012.5 |
-18.5 |
142,700 |
259,042 |
-8,370 |
| Mar08 |
071016 |
8107.0 |
8120.0 |
8077.0 |
8095.5 |
-19.0 |
222 |
7,291 |
+151 |
| Jun08 |
071016 |
8170.0 |
8204.0 |
8160.5 |
8180.5 |
-20.5 |
525 |
1,995 |
+802 |
| Total Volume and Open Interest |
143,447 |
268,328 |
-7,417 |
| FT-SE 100(EURONEXT) |
| Dec07 |
071016 |
6685.00 |
6685.50 |
6644.00 |
6649.00 |
-40.00 |
85,881 |
479,186 |
-5,878 |
| Mar08 |
071016 |
6676.00 |
6683.50 |
6669.00 |
6672.00 |
-41.00 |
17 |
4,324 |
-13 |
| Jun08 |
071016 |
6708.50 |
6708.50 |
6708.50 |
6708.50 |
-43.00 |
4 |
15 |
+2 |
| Total Volume and Open Interest |
85,902 |
483,525 |
-5,889 |
| SPI 200(SFE) |
| Dec07 |
071016 |
189.4 |
210.4 |
131.4 |
184.4 |
-58.0 |
14,407 |
253,498 |
-712 |
| Mar08 |
071016 |
194.4 |
199.4 |
158.4 |
199.4 |
-57.0 |
221 |
1,705 |
+179 |
| Jun08 |
071016 |
250.4 |
250.4 |
250.4 |
250.4 |
-57.0 |
0 |
1,380 |
-2 |
| Total Volume and Open Interest |
14,854 |
257,669 |
-505 |
| GSCI(CME) |
| Nov07 |
071016 |
561.80 |
566.70 |
561.80 |
566.20 |
+4.20 |
396 |
22,055 |
+809 |
| Dec07 |
071016 |
564.00 |
568.70 |
564.00 |
568.70 |
+4.20 |
|
|
|
| Jan08 |
071016 |
565.50 |
565.50 |
565.50 |
565.50 |
-1.50 |
|
|
|
| Total Volume and Open Interest |
428 |
22,410 |
|
| RJ/CRB Index(ICE) |
| Nov07 |
071016 |
450.25 |
452.00 |
450.25 |
452.00 |
+1.25 |
4 |
715 |
+1 |
| Jan08 |
071016 |
453.00 |
456.25 |
453.00 |
456.25 |
+3.00 |
1 |
444 |
+0 |
| Feb08 |
071016 |
453.75 |
458.50 |
453.75 |
458.50 |
+4.75 |
0 |
218 |
+0 |
| Total Volume and Open Interest |
5 |
1,416 |
+1,416 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
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