 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Tue October 23, 2007 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov07 |
071023 |
983.00 |
987.00 |
977.00 |
981.75 |
+5.25 |
12,469 |
120,408 |
-10,876 |
Jan08 |
071023 |
999.00 |
1005.50 |
994.00 |
999.25 |
+5.50 |
18,380 |
229,081 |
+8,094 |
Mar08 |
071023 |
1013.50 |
1018.00 |
1008.00 |
1012.50 |
+4.75 |
6,531 |
67,171 |
+2,375 |
May08 |
071023 |
1018.00 |
1021.00 |
1012.00 |
1017.00 |
+6.00 |
949 |
36,863 |
+993 |
Jul08 |
071023 |
1024.00 |
1028.00 |
1018.00 |
1021.50 |
+3.75 |
944 |
46,264 |
-31 |
Aug08 |
071023 |
1015.00 |
1015.00 |
1006.50 |
1006.50 |
+4.50 |
10 |
1,429 |
-4 |
Sep08 |
071023 |
979.00 |
979.00 |
979.00 |
979.00 |
unch |
0 |
843 |
+0 |
Total Volume and Open Interest |
40,543 |
588,055 |
+820 |
Soybean Meal(CBOT) |
Dec07 |
071023 |
277.50 |
279.50 |
275.30 |
276.60 |
+0.90 |
6,967 |
94,796 |
-500 |
Jan08 |
071023 |
280.00 |
281.70 |
277.60 |
279.00 |
+1.00 |
4,983 |
27,166 |
+1,510 |
Mar08 |
071023 |
283.50 |
285.00 |
281.30 |
282.40 |
+1.40 |
2,305 |
34,842 |
+1,254 |
May08 |
071023 |
282.90 |
284.50 |
281.30 |
282.00 |
+0.30 |
685 |
27,856 |
+313 |
Jul08 |
071023 |
284.00 |
285.50 |
281.40 |
283.00 |
+0.50 |
1,355 |
26,011 |
+551 |
Aug08 |
071023 |
281.00 |
281.00 |
277.50 |
278.00 |
-0.50 |
124 |
4,509 |
-4 |
Sep08 |
071023 |
274.00 |
274.00 |
269.50 |
270.50 |
-0.50 |
81 |
4,115 |
-13 |
Oct08 |
071023 |
263.00 |
263.00 |
260.00 |
260.00 |
-1.50 |
39 |
2,562 |
+72 |
Total Volume and Open Interest |
17,821 |
232,504 |
+3,073 |
Soybean Oil(CBOT) |
Dec07 |
071023 |
40.45 |
40.48 |
40.03 |
40.42 |
+0.20 |
6,221 |
108,273 |
-488 |
Jan08 |
071023 |
41.85 |
41.85 |
40.55 |
40.92 |
+0.20 |
3,586 |
79,542 |
+1,976 |
Mar08 |
071023 |
41.30 |
41.42 |
41.07 |
41.41 |
+0.26 |
2,157 |
36,328 |
+890 |
May08 |
071023 |
41.68 |
41.90 |
41.40 |
41.90 |
+0.32 |
533 |
16,919 |
-392 |
Jul08 |
071023 |
42.00 |
42.22 |
41.85 |
42.22 |
+0.29 |
550 |
16,904 |
-14 |
Aug08 |
071023 |
42.00 |
42.15 |
41.95 |
42.15 |
+0.25 |
5 |
2,484 |
+19 |
Sep08 |
071023 |
42.10 |
42.25 |
42.05 |
42.10 |
+0.15 |
473 |
2,055 |
+318 |
Oct08 |
071023 |
42.05 |
42.05 |
42.05 |
42.05 |
+0.17 |
13 |
2,741 |
+10 |
Total Volume and Open Interest |
13,857 |
281,658 |
+2,233 |
Canola(WCE) |
Nov07 |
071023 |
430.6 |
430.7 |
428.0 |
429.0 |
+0.2 |
7,649 |
22,759 |
-6,547 |
Jan08 |
071023 |
438.2 |
442.8 |
438.2 |
441.2 |
+0.3 |
11,567 |
69,649 |
+1,917 |
Mar08 |
071023 |
449.9 |
451.8 |
449.9 |
451.8 |
+1.3 |
371 |
7,741 |
+132 |
May08 |
071023 |
460.0 |
461.1 |
459.1 |
460.0 |
-0.8 |
70 |
5,233 |
-20 |
Jul08 |
071023 |
465.0 |
466.5 |
464.3 |
465.1 |
+0.1 |
477 |
6,021 |
+226 |
Total Volume and Open Interest |
20,478 |
123,144 |
-4,085 |
Corn(CBOT) |
Dec07 |
071023 |
367.00 |
368.50 |
359.50 |
361.00 |
-3.50 |
10,204 |
561,610 |
-3,787 |
Mar08 |
071023 |
383.75 |
384.75 |
376.25 |
377.75 |
-3.25 |
3,658 |
205,208 |
+3,899 |
May08 |
071023 |
394.00 |
395.00 |
387.50 |
388.50 |
-3.25 |
589 |
54,391 |
+591 |
Jul08 |
071023 |
402.00 |
403.00 |
396.00 |
397.00 |
-2.75 |
1,066 |
109,084 |
+354 |
Sep08 |
071023 |
407.75 |
409.00 |
402.25 |
402.50 |
-3.25 |
279 |
19,317 |
+347 |
Dec08 |
071023 |
413.00 |
415.50 |
409.25 |
410.00 |
-1.25 |
1,425 |
173,346 |
+160 |
Total Volume and Open Interest |
17,337 |
1,172,350 |
+1,854 |
Wheat(CBOT) |
Dec07 |
071023 |
874.00 |
875.00 |
841.00 |
841.00 |
-30.00 |
4,843 |
197,119 |
-3,716 |
Mar08 |
071023 |
892.00 |
892.00 |
861.50 |
861.50 |
-30.00 |
1,836 |
83,957 |
+1,590 |
May08 |
071023 |
848.00 |
848.00 |
818.50 |
819.25 |
-26.25 |
692 |
13,847 |
+406 |
Jul08 |
071023 |
694.00 |
695.00 |
674.00 |
679.50 |
-15.50 |
1,783 |
73,364 |
+896 |
Sep08 |
071023 |
697.00 |
697.00 |
682.00 |
685.00 |
-15.50 |
57 |
9,013 |
+252 |
Total Volume and Open Interest |
9,656 |
410,128 |
-271 |
Wheat(KCBT) |
Dec07 |
071023 |
893.00 |
893.00 |
858.00 |
859.75 |
-28.25 |
7,441 |
72,859 |
+566 |
Mar08 |
071023 |
900.00 |
900.00 |
866.50 |
868.50 |
-26.00 |
2,915 |
33,638 |
+286 |
May08 |
071023 |
851.00 |
851.00 |
834.00 |
834.00 |
-16.50 |
346 |
1,702 |
+60 |
Jul08 |
071023 |
698.00 |
698.00 |
682.00 |
682.25 |
-15.75 |
1,409 |
20,458 |
+33 |
Sep08 |
071023 |
700.00 |
700.00 |
685.00 |
686.00 |
-14.00 |
170 |
2,974 |
+114 |
Total Volume and Open Interest |
12,413 |
135,668 |
+1,105 |
Wheat(MGE) |
Dec07 |
071023 |
885.00 |
886.00 |
856.00 |
856.00 |
-29.00 |
2,452 |
29,064 |
-402 |
Mar08 |
071023 |
887.00 |
890.00 |
858.00 |
859.25 |
-28.75 |
1,180 |
26,793 |
-311 |
May08 |
071023 |
868.00 |
868.00 |
840.00 |
840.00 |
-27.50 |
296 |
2,388 |
+24 |
Jul08 |
071023 |
768.00 |
768.00 |
759.00 |
759.00 |
-19.00 |
34 |
1,752 |
-81 |
Sep08 |
071023 |
710.00 |
710.00 |
690.00 |
697.00 |
-13.00 |
173 |
3,302 |
+73 |
Total Volume and Open Interest |
4,367 |
66,853 |
-767 |
Oats(CBOT) |
Dec07 |
071023 |
279.00 |
281.00 |
277.00 |
278.25 |
-1.25 |
166 |
10,997 |
+8 |
Mar08 |
071023 |
291.00 |
291.50 |
290.00 |
290.25 |
-1.50 |
397 |
2,822 |
-2 |
May08 |
071023 |
295.00 |
295.00 |
295.00 |
295.00 |
unch |
40 |
198 |
-7 |
Jul08 |
071023 |
297.00 |
297.00 |
297.00 |
297.00 |
unch |
0 |
75 |
+0 |
Total Volume and Open Interest |
623 |
14,153 |
+24 |
Rough Rice(CBOT) |
Nov07 |
071023 |
11.54 |
11.56 |
11.49 |
11.52 |
-0.04 |
241 |
6,147 |
-141 |
Jan08 |
071023 |
11.92 |
11.92 |
11.80 |
11.86 |
-0.04 |
157 |
7,451 |
+283 |
Mar08 |
071023 |
12.20 |
12.20 |
12.18 |
12.18 |
-0.02 |
55 |
2,461 |
+70 |
May08 |
071023 |
12.35 |
12.35 |
12.35 |
12.35 |
-0.07 |
1 |
282 |
+5 |
Total Volume and Open Interest |
462 |
17,657 |
+224 |
Live Cattle(CME) |
Oct07 |
071023 |
96.050 |
96.150 |
95.700 |
95.980 |
-0.070 |
2,601 |
6,821 |
-1,011 |
Dec07 |
071023 |
97.550 |
97.800 |
97.035 |
97.230 |
-0.350 |
12,798 |
119,137 |
+170 |
Feb08 |
071023 |
99.000 |
99.150 |
98.580 |
98.900 |
-0.200 |
6,662 |
50,532 |
-915 |
Apr08 |
071023 |
98.950 |
99.000 |
98.450 |
98.635 |
-0.400 |
2,666 |
32,244 |
+1,051 |
Jun08 |
071023 |
95.080 |
95.100 |
94.550 |
94.750 |
-0.230 |
680 |
15,151 |
+188 |
Aug08 |
071023 |
95.230 |
95.230 |
94.850 |
94.885 |
-0.165 |
179 |
6,966 |
+6 |
Total Volume and Open Interest |
25,703 |
234,691 |
-459 |
Feeder Cattle(CME) |
Oct07 |
071023 |
111.400 |
111.550 |
111.300 |
111.350 |
-0.100 |
399 |
2,001 |
-71 |
Nov07 |
071023 |
111.430 |
111.550 |
111.000 |
111.100 |
-0.535 |
1,612 |
6,253 |
-121 |
Jan08 |
071023 |
111.350 |
111.600 |
110.700 |
110.750 |
-0.830 |
1,400 |
12,435 |
+153 |
Mar08 |
071023 |
111.500 |
111.550 |
111.050 |
111.150 |
-0.680 |
121 |
2,385 |
+51 |
Apr08 |
071023 |
112.500 |
112.500 |
112.250 |
112.430 |
-0.470 |
20 |
937 |
+10 |
May08 |
071023 |
113.300 |
113.400 |
113.200 |
113.350 |
-0.330 |
73 |
1,610 |
+33 |
Aug08 |
071023 |
113.600 |
113.750 |
113.550 |
113.750 |
-0.150 |
55 |
614 |
+50 |
Total Volume and Open Interest |
3,697 |
26,261 |
+118 |
Lean Hogs(CME) |
Dec07 |
071023 |
57.050 |
57.300 |
56.150 |
56.285 |
-0.615 |
5,339 |
93,472 |
+80 |
Feb08 |
071023 |
63.400 |
63.800 |
62.750 |
62.930 |
-0.320 |
3,760 |
37,980 |
+487 |
Apr08 |
071023 |
67.850 |
68.150 |
67.100 |
67.180 |
-0.605 |
1,765 |
22,089 |
+172 |
May08 |
071023 |
73.050 |
73.300 |
72.650 |
72.850 |
-0.375 |
44 |
1,977 |
+3 |
Jun08 |
071023 |
75.400 |
75.550 |
74.500 |
74.725 |
-0.725 |
297 |
13,474 |
+63 |
Jul08 |
071023 |
74.600 |
74.680 |
73.800 |
73.950 |
-0.880 |
252 |
3,673 |
+104 |
Aug08 |
071023 |
72.350 |
72.500 |
71.600 |
72.180 |
-0.170 |
53 |
1,990 |
-16 |
Oct08 |
071023 |
65.850 |
66.000 |
64.950 |
65.830 |
-0.170 |
58 |
1,951 |
+9 |
Total Volume and Open Interest |
11,578 |
176,719 |
+908 |
Pork Bellies(CME) |
Feb08 |
071023 |
82.730 |
83.050 |
80.900 |
81.535 |
-1.195 |
169 |
1,232 |
+43 |
Mar08 |
071023 |
83.430 |
83.430 |
81.600 |
81.700 |
-1.850 |
15 |
152 |
+15 |
May08 |
071023 |
84.850 |
84.950 |
83.500 |
83.500 |
-1.330 |
5 |
135 |
+5 |
Jul08 |
071023 |
85.385 |
85.400 |
84.100 |
84.100 |
-1.230 |
1 |
90 |
+0 |
Aug08 |
071023 |
85.150 |
85.150 |
83.900 |
83.900 |
-1.150 |
0 |
36 |
+0 |
Total Volume and Open Interest |
190 |
1,645 |
+63 |
Class III Milk(CME) |
Oct07 |
071023 |
18.54 |
18.54 |
18.54 |
18.54 |
+0.02 |
36 |
3,707 |
-12 |
Nov07 |
071023 |
17.75 |
17.75 |
17.60 |
17.65 |
-0.05 |
64 |
4,251 |
-15 |
Dec07 |
071023 |
17.05 |
17.05 |
17.04 |
17.04 |
-0.07 |
73 |
3,649 |
+1 |
Jan08 |
071023 |
16.35 |
16.35 |
16.27 |
16.27 |
-0.04 |
112 |
2,333 |
+43 |
Feb08 |
071023 |
15.95 |
15.95 |
15.95 |
15.95 |
-0.02 |
55 |
2,153 |
+20 |
Total Volume and Open Interest |
663 |
31,702 |
+182 |
Cocoa(ICE) |
Dec07 |
071023 |
1860 |
1862 |
1846 |
1852 |
+11 |
5,775 |
53,332 |
-594 |
Mar08 |
071023 |
1860 |
1862 |
1856 |
1856 |
+12 |
2,452 |
38,900 |
+160 |
May08 |
071023 |
1860 |
1860 |
1860 |
1860 |
+11 |
394 |
15,733 |
+11 |
Jul08 |
071023 |
1871 |
1871 |
1871 |
1871 |
+10 |
176 |
4,231 |
+4 |
Sep08 |
071023 |
1886 |
1886 |
1886 |
1886 |
+11 |
36 |
4,228 |
+0 |
Dec08 |
071023 |
1907 |
1907 |
1907 |
1907 |
+11 |
29 |
14,202 |
-97 |
Mar09 |
071023 |
1932 |
1932 |
1932 |
1932 |
+15 |
0 |
2,271 |
+0 |
Total Volume and Open Interest |
8,862 |
134,227 |
-516 |
Coffee "C"(ICE) |
Dec07 |
071023 |
122.40 |
124.30 |
122.30 |
123.85 |
+0.30 |
18,873 |
90,858 |
-2,308 |
Mar08 |
071023 |
126.60 |
128.20 |
126.60 |
127.90 |
+0.25 |
6,756 |
45,272 |
+3,203 |
May08 |
071023 |
129.30 |
130.30 |
129.10 |
130.15 |
+0.25 |
1,467 |
11,306 |
+101 |
Jul08 |
071023 |
132.20 |
132.20 |
132.20 |
132.20 |
+0.20 |
754 |
4,503 |
+42 |
Sep08 |
071023 |
134.05 |
134.05 |
134.05 |
134.05 |
+0.20 |
1,183 |
8,805 |
-110 |
Dec08 |
071023 |
136.10 |
136.10 |
136.10 |
136.10 |
+0.20 |
535 |
5,786 |
+2 |
Total Volume and Open Interest |
29,757 |
172,649 |
+984 |
Orange Juice(ICE) |
Nov07 |
071023 |
151.75 |
151.75 |
148.45 |
148.45 |
-3.30 |
1,792 |
5,145 |
-667 |
Jan08 |
071023 |
145.00 |
147.50 |
142.50 |
145.65 |
-2.60 |
1,846 |
16,768 |
+586 |
Mar08 |
071023 |
144.40 |
147.50 |
144.00 |
145.85 |
-2.15 |
518 |
6,317 |
-35 |
May08 |
071023 |
146.15 |
146.15 |
146.15 |
146.15 |
-1.90 |
117 |
759 |
+66 |
Jul08 |
071023 |
146.05 |
146.05 |
146.05 |
146.05 |
-1.95 |
0 |
187 |
+0 |
Sep08 |
071023 |
146.05 |
146.05 |
146.05 |
146.05 |
-1.95 |
0 |
159 |
+0 |
Total Volume and Open Interest |
4,273 |
30,408 |
-50 |
Sugar #11(ICE) |
Mar08 |
071023 |
10.23 |
10.33 |
10.13 |
10.17 |
unch |
31,119 |
444,703 |
-4,052 |
May08 |
071023 |
10.23 |
10.32 |
10.20 |
10.21 |
+0.03 |
9,368 |
67,121 |
+2,831 |
Jul08 |
071023 |
10.15 |
10.20 |
10.14 |
10.14 |
+0.05 |
3,883 |
68,638 |
+1,586 |
Oct08 |
071023 |
10.42 |
10.42 |
10.42 |
10.42 |
+0.06 |
3,402 |
51,378 |
+140 |
Mar09 |
071023 |
10.80 |
10.80 |
10.76 |
10.77 |
+0.07 |
2,938 |
28,876 |
-72 |
Total Volume and Open Interest |
53,487 |
706,448 |
+659 |
Sugar #14(ICE) |
Jan08 |
071023 |
20.45 |
20.45 |
20.45 |
20.45 |
unch |
88 |
3,584 |
-12 |
Mar08 |
071023 |
20.15 |
20.15 |
20.15 |
20.15 |
-0.08 |
4 |
3,602 |
+0 |
May08 |
071023 |
20.33 |
20.33 |
20.33 |
20.33 |
unch |
57 |
2,612 |
+50 |
Jul08 |
071023 |
20.61 |
20.61 |
20.61 |
20.61 |
-0.04 |
50 |
1,103 |
+42 |
Sep08 |
071023 |
20.73 |
20.73 |
20.73 |
20.73 |
unch |
0 |
848 |
+0 |
Total Volume and Open Interest |
199 |
11,802 |
+80 |
London Cocoa(LCE) |
Dec07 |
071023 |
938 |
945 |
934 |
938 |
-1 |
3,813 |
71,599 |
-584 |
Mar08 |
071023 |
959 |
961 |
951 |
954 |
-2 |
1,776 |
45,274 |
+290 |
May08 |
071023 |
962 |
967 |
962 |
963 |
-2 |
75 |
19,550 |
-55 |
Jul08 |
071023 |
976 |
980 |
972 |
974 |
-2 |
161 |
18,054 |
+23 |
Sep08 |
071023 |
985 |
986 |
981 |
984 |
-2 |
84 |
19,138 |
+121 |
Dec08 |
071023 |
994 |
998 |
993 |
994 |
-1 |
55 |
9,637 |
+63 |
Mar09 |
071023 |
1005 |
1005 |
1005 |
1005 |
-1 |
57 |
354 |
+39 |
Total Volume and Open Interest |
6,049 |
183,644 |
-75 |
London Coffee(LCE) |
Nov07 |
071023 |
2131.00 |
2150.00 |
2102.00 |
2112.00 |
-5.00 |
3,531 |
49,101 |
-1,777 |
Jan08 |
071023 |
1777.00 |
1783.00 |
1767.00 |
1775.00 |
+3.00 |
5,999 |
64,923 |
+864 |
Mar08 |
071023 |
1758.00 |
1760.00 |
1748.00 |
1753.00 |
+4.00 |
1,312 |
23,226 |
+123 |
May08 |
071023 |
1759.00 |
1760.00 |
1750.00 |
1756.00 |
+3.00 |
332 |
7,120 |
-65 |
Jul08 |
071023 |
1756.00 |
1769.00 |
1756.00 |
1761.00 |
+8.00 |
15 |
1,318 |
-4 |
Sep08 |
071023 |
1779.00 |
1779.00 |
1768.00 |
1768.00 |
+5.00 |
28 |
788 |
-3 |
Total Volume and Open Interest |
11,273 |
146,852 |
-834 |
London Sugar(LCE) |
Dec07 |
071023 |
276.40 |
279.50 |
276.30 |
278.00 |
+2.00 |
1,583 |
59,134 |
-456 |
Mar08 |
071023 |
286.60 |
288.00 |
285.60 |
286.60 |
+1.10 |
366 |
26,706 |
+13 |
May08 |
071023 |
290.00 |
291.00 |
290.00 |
290.20 |
+0.80 |
46 |
7,638 |
-25 |
Aug08 |
071023 |
290.90 |
291.00 |
290.20 |
290.50 |
+0.80 |
27 |
6,062 |
+4 |
Oct08 |
071023 |
298.00 |
299.00 |
297.70 |
298.00 |
+1.00 |
130 |
4,642 |
+13 |
Total Volume and Open Interest |
2,190 |
107,467 |
-436 |
Cotton(ICE) |
Dec07 |
071023 |
65.40 |
65.50 |
64.60 |
65.26 |
+0.39 |
16,986 |
137,354 |
-1,174 |
Mar08 |
071023 |
69.50 |
69.50 |
68.80 |
69.42 |
+0.42 |
5,816 |
64,317 |
+1,098 |
May08 |
071023 |
70.85 |
70.90 |
70.85 |
70.90 |
+0.45 |
579 |
8,280 |
+139 |
Jul08 |
071023 |
72.10 |
72.40 |
71.65 |
72.28 |
+0.48 |
665 |
10,435 |
+73 |
Oct08 |
071023 |
73.55 |
73.85 |
73.55 |
73.85 |
+0.15 |
0 |
321 |
+0 |
Dec08 |
071023 |
75.80 |
75.80 |
75.00 |
75.50 |
+0.20 |
1,123 |
21,883 |
+150 |
Total Volume and Open Interest |
25,170 |
243,998 |
+286 |
Lumber(CME) |
Nov07 |
071023 |
225.8 |
228.3 |
225.1 |
225.1 |
-0.7 |
890 |
2,767 |
-235 |
Jan08 |
071023 |
247.0 |
250.0 |
247.0 |
247.7 |
+1.3 |
1,077 |
5,207 |
+138 |
Mar08 |
071023 |
267.5 |
269.3 |
266.7 |
268.4 |
+0.4 |
111 |
866 |
+55 |
May08 |
071023 |
280.3 |
280.4 |
275.0 |
279.4 |
+1.5 |
8 |
68 |
-1 |
Total Volume and Open Interest |
2,088 |
8,916 |
-42 |
Crude Oil(NYM) |
Dec07 |
071023 |
86.20 |
86.45 |
84.92 |
85.27 |
-0.75 |
310,584 |
431,104 |
-17,087 |
Jan08 |
071023 |
85.50 |
85.65 |
84.05 |
84.46 |
-0.75 |
74,143 |
149,810 |
+1,103 |
Feb08 |
071023 |
83.65 |
83.77 |
83.60 |
83.67 |
-0.72 |
27,746 |
65,705 |
+2,666 |
Mar08 |
071023 |
83.30 |
83.30 |
82.80 |
83.00 |
-0.66 |
13,348 |
64,797 |
+1,694 |
Apr08 |
071023 |
82.40 |
82.43 |
82.40 |
82.43 |
-0.58 |
4,368 |
46,145 |
-456 |
May08 |
071023 |
81.93 |
81.93 |
81.93 |
81.93 |
-0.50 |
2,421 |
51,366 |
-6 |
Jun08 |
071023 |
81.40 |
81.55 |
81.40 |
81.47 |
-0.42 |
4,353 |
58,685 |
+1,317 |
Jul08 |
071023 |
81.02 |
81.02 |
81.02 |
81.02 |
-0.36 |
87 |
16,073 |
+6 |
Aug08 |
071023 |
80.45 |
80.60 |
80.45 |
80.60 |
-0.30 |
168 |
16,171 |
-1 |
Sep08 |
071023 |
80.20 |
80.20 |
80.20 |
80.20 |
-0.26 |
21 |
32,652 |
+10 |
Oct08 |
071023 |
79.81 |
79.81 |
79.81 |
79.81 |
-0.22 |
291 |
27,286 |
-61 |
Nov08 |
071023 |
79.55 |
79.55 |
79.44 |
79.44 |
-0.20 |
271 |
15,602 |
+99 |
Dec08 |
071023 |
79.45 |
79.45 |
79.10 |
79.10 |
-0.17 |
10,711 |
156,112 |
-1,713 |
Jan09 |
071023 |
78.85 |
78.85 |
78.76 |
78.76 |
-0.14 |
525 |
25,277 |
+122 |
Feb09 |
071023 |
78.45 |
78.45 |
78.45 |
78.45 |
-0.12 |
130 |
15,506 |
+100 |
Mar09 |
071023 |
78.14 |
78.14 |
78.14 |
78.14 |
-0.10 |
545 |
5,916 |
+290 |
Total Volume and Open Interest |
517,450 |
1,412,681 |
-45,695 |
Heating Oil(NYM) |
Nov07 |
071023 |
231.85 |
231.85 |
229.45 |
229.98 |
-1.11 |
22,908 |
39,268 |
-2,414 |
Dec07 |
071023 |
231.90 |
231.95 |
231.90 |
231.95 |
-0.96 |
21,384 |
92,399 |
+1,265 |
Jan08 |
071023 |
235.70 |
235.90 |
233.70 |
233.70 |
-0.91 |
5,248 |
41,443 |
+103 |
Feb08 |
071023 |
233.50 |
233.50 |
233.50 |
233.50 |
-0.86 |
2,084 |
16,222 |
+140 |
Mar08 |
071023 |
231.30 |
231.30 |
231.30 |
231.30 |
-0.91 |
1,043 |
9,574 |
-82 |
Apr08 |
071023 |
226.75 |
226.75 |
226.75 |
226.75 |
-0.86 |
778 |
7,977 |
+134 |
May08 |
071023 |
222.70 |
222.70 |
222.70 |
222.70 |
-0.76 |
246 |
4,318 |
+142 |
Jun08 |
071023 |
220.10 |
220.10 |
220.10 |
220.10 |
-0.71 |
976 |
13,839 |
-208 |
Jul08 |
071023 |
219.45 |
219.45 |
219.45 |
219.45 |
-0.61 |
38 |
2,750 |
-5 |
Aug08 |
071023 |
219.55 |
219.55 |
219.55 |
219.55 |
-0.51 |
25 |
700 |
+11 |
Sep08 |
071023 |
220.60 |
220.60 |
220.60 |
220.60 |
-0.46 |
22 |
1,017 |
+6 |
Oct08 |
071023 |
222.10 |
222.10 |
222.10 |
222.10 |
-0.41 |
2 |
570 |
+0 |
Total Volume and Open Interest |
55,402 |
238,468 |
-464 |
Gasoline(NYMEX) |
Nov07 |
071023 |
212.69 |
214.75 |
209.53 |
210.89 |
-2.45 |
|
|
|
Dec07 |
071023 |
213.20 |
215.30 |
210.68 |
211.77 |
-2.07 |
|
|
|
Jan08 |
071023 |
215.41 |
216.99 |
212.82 |
213.72 |
-1.92 |
|
|
|
Feb08 |
071023 |
219.00 |
219.00 |
214.78 |
215.67 |
-1.82 |
|
|
|
Mar08 |
071023 |
220.99 |
221.00 |
216.76 |
217.57 |
-1.82 |
|
|
|
Apr08 |
071023 |
232.65 |
232.75 |
229.77 |
230.52 |
-1.62 |
|
|
|
May08 |
071023 |
233.20 |
233.20 |
231.27 |
231.27 |
-1.47 |
|
|
|
Jun08 |
071023 |
230.85 |
231.15 |
230.61 |
230.77 |
-1.27 |
|
|
|
Jul08 |
071023 |
229.75 |
229.75 |
229.00 |
229.07 |
-1.07 |
|
|
|
Aug08 |
071023 |
226.22 |
226.22 |
226.22 |
226.22 |
-0.92 |
|
|
|
Total Volume and Open Interest |
55,246 |
204,115 |
+204,115 |
e-MiNY RBOB Gasoline(NYMEX) |
Nov07 |
071023 |
210.89 |
210.89 |
210.89 |
210.89 |
-3.77 |
2 |
3 |
+0 |
Dec07 |
071023 |
211.77 |
211.77 |
211.77 |
211.77 |
-3.29 |
1 |
22 |
+0 |
Jan08 |
071023 |
213.72 |
213.72 |
213.72 |
213.72 |
-2.99 |
2 |
2 |
+2 |
Feb08 |
071023 |
215.67 |
215.67 |
215.67 |
215.67 |
-2.59 |
|
|
|
Total Volume and Open Interest |
7 |
29 |
+4 |
Natural Gas(NYM) |
Nov07 |
071023 |
6.780 |
6.830 |
6.640 |
6.761 |
-0.130 |
53,962 |
46,092 |
-2,251 |
Dec07 |
071023 |
7.450 |
7.471 |
7.365 |
7.471 |
-0.058 |
30,309 |
96,053 |
+4,770 |
Jan08 |
071023 |
7.830 |
7.855 |
7.760 |
7.851 |
-0.055 |
9,740 |
84,537 |
+1,405 |
Feb08 |
071023 |
7.885 |
7.896 |
7.810 |
7.896 |
-0.050 |
2,917 |
31,998 |
+360 |
Mar08 |
071023 |
7.640 |
7.726 |
7.640 |
7.726 |
-0.045 |
7,000 |
47,910 |
+769 |
Apr08 |
071023 |
7.430 |
7.456 |
7.410 |
7.456 |
-0.020 |
7,787 |
38,571 |
+1,172 |
May08 |
071023 |
7.420 |
7.500 |
7.420 |
7.500 |
-0.018 |
1,561 |
31,207 |
-318 |
Jun08 |
071023 |
7.590 |
7.590 |
7.590 |
7.590 |
-0.017 |
502 |
19,156 |
-67 |
Jul08 |
071023 |
7.650 |
7.685 |
7.650 |
7.685 |
-0.017 |
568 |
13,805 |
+161 |
Aug08 |
071023 |
7.730 |
7.758 |
7.730 |
7.758 |
-0.017 |
217 |
11,816 |
+52 |
Sep08 |
071023 |
7.740 |
7.779 |
7.740 |
7.779 |
-0.017 |
672 |
9,894 |
-342 |
Oct08 |
071023 |
7.810 |
7.844 |
7.810 |
7.844 |
-0.017 |
1,422 |
34,286 |
-214 |
Nov08 |
071023 |
8.249 |
8.249 |
8.249 |
8.249 |
-0.002 |
124 |
20,181 |
+25 |
Dec08 |
071023 |
8.689 |
8.689 |
8.689 |
8.689 |
+0.003 |
96 |
14,830 |
+28 |
Jan09 |
071023 |
8.969 |
8.969 |
8.969 |
8.969 |
-0.002 |
1,063 |
33,726 |
+86 |
Feb09 |
071023 |
8.972 |
8.972 |
8.972 |
8.972 |
+0.001 |
76 |
5,052 |
+15 |
Total Volume and Open Interest |
120,293 |
758,522 |
+5,671 |
Brent Crude Oil(ICE) |
Dec07 |
071023 |
83.00 |
84.04 |
82.35 |
82.85 |
-0.42 |
99,290 |
152,585 |
-6,818 |
Jan08 |
071023 |
82.65 |
83.75 |
82.17 |
82.64 |
-0.38 |
51,155 |
140,416 |
+3,861 |
Feb08 |
071023 |
82.33 |
83.34 |
81.88 |
82.34 |
-0.34 |
26,115 |
47,315 |
+3,727 |
Mar08 |
071023 |
81.99 |
82.85 |
81.54 |
81.96 |
-0.29 |
8,140 |
27,779 |
-778 |
Apr08 |
071023 |
81.57 |
82.43 |
81.19 |
81.58 |
-0.25 |
2,463 |
17,457 |
-239 |
May08 |
071023 |
81.55 |
82.00 |
80.79 |
81.20 |
-0.21 |
1,965 |
12,754 |
-158 |
Jun08 |
071023 |
80.92 |
81.59 |
80.38 |
80.83 |
-0.17 |
3,659 |
35,843 |
+48 |
Jul08 |
071023 |
80.48 |
80.48 |
80.48 |
80.48 |
-0.10 |
0 |
8,073 |
+11 |
Aug08 |
071023 |
80.14 |
80.14 |
80.14 |
80.14 |
-0.10 |
0 |
4,376 |
+0 |
Sep08 |
071023 |
79.80 |
79.80 |
79.80 |
79.80 |
-0.11 |
0 |
5,531 |
+676 |
Oct08 |
071023 |
79.46 |
79.46 |
79.46 |
79.46 |
-0.13 |
0 |
8,850 |
+2,300 |
Nov08 |
071023 |
79.14 |
79.14 |
79.14 |
79.14 |
-0.13 |
0 |
4,229 |
-2,000 |
Dec08 |
071023 |
78.80 |
79.27 |
78.39 |
78.82 |
-0.13 |
5,842 |
48,560 |
+955 |
Jan09 |
071023 |
78.43 |
78.52 |
78.43 |
78.52 |
-0.08 |
0 |
8,693 |
+0 |
Total Volume and Open Interest |
201,006 |
611,145 |
+1,377 |
Gas Oil(ICE) |
Nov07 |
071023 |
721.75 |
729.25 |
717.50 |
719.00 |
-9.00 |
47,456 |
87,930 |
-3,193 |
Dec07 |
071023 |
721.75 |
730.50 |
719.25 |
720.50 |
-10.00 |
37,589 |
76,373 |
+3,070 |
Jan08 |
071023 |
728.50 |
734.75 |
723.75 |
725.00 |
-10.00 |
15,628 |
55,728 |
+3,267 |
Feb08 |
071023 |
725.25 |
725.25 |
719.00 |
719.75 |
-9.75 |
2,855 |
22,073 |
-195 |
Mar08 |
071023 |
718.00 |
718.00 |
711.50 |
711.50 |
-8.75 |
3,589 |
11,993 |
-678 |
Apr08 |
071023 |
704.00 |
705.50 |
703.00 |
703.00 |
-7.75 |
2,937 |
9,782 |
+2 |
May08 |
071023 |
697.75 |
697.75 |
695.00 |
695.00 |
-7.25 |
1,207 |
12,996 |
+31 |
Jun08 |
071023 |
692.50 |
695.00 |
690.50 |
690.50 |
-6.50 |
6,238 |
30,003 |
-231 |
Jul08 |
071023 |
696.00 |
696.00 |
691.25 |
692.75 |
-3.00 |
325 |
5,570 |
+82 |
Aug08 |
071023 |
690.75 |
692.75 |
690.75 |
692.75 |
+2.25 |
265 |
901 |
+100 |
Total Volume and Open Interest |
120,049 |
345,106 |
+2,353 |
US Dollar Index(ICE) |
Dec07 |
071023 |
77.955 |
77.955 |
77.420 |
77.525 |
-0.500 |
4,073 |
37,546 |
-1,450 |
Mar08 |
071023 |
77.880 |
77.880 |
77.400 |
77.455 |
-0.500 |
50 |
2,823 |
+8 |
Jun08 |
071023 |
77.500 |
77.500 |
77.395 |
77.425 |
-0.500 |
2 |
437 |
+1 |
Total Volume and Open Interest |
4,125 |
40,806 |
-1,441 |
Australian Dollar(CME) |
Dec07 |
071023 |
89.36 |
89.46 |
89.12 |
89.46 |
+1.54 |
2,998 |
85,950 |
-11,922 |
Mar08 |
071023 |
88.98 |
88.98 |
88.77 |
88.98 |
+1.53 |
0 |
402 |
+18 |
Jun08 |
071023 |
88.41 |
88.41 |
88.41 |
88.41 |
+1.53 |
75 |
355 |
+75 |
Total Volume and Open Interest |
3,073 |
86,724 |
-11,826 |
British Pound(CME) |
Dec07 |
071023 |
204.58 |
204.74 |
204.48 |
204.70 |
+2.16 |
5,464 |
120,293 |
-8,907 |
Mar08 |
071023 |
204.09 |
204.09 |
204.09 |
204.09 |
+2.16 |
0 |
824 |
+56 |
Jun08 |
071023 |
203.46 |
203.46 |
203.46 |
203.46 |
+2.16 |
0 |
18 |
+2 |
Total Volume and Open Interest |
5,464 |
121,149 |
-8,849 |
Canadian Dollar(CME) |
Dec07 |
071023 |
103.77 |
103.81 |
103.18 |
103.48 |
+1.55 |
3,210 |
137,476 |
-8,903 |
Mar08 |
071023 |
103.36 |
103.62 |
103.22 |
103.46 |
+1.54 |
11 |
2,305 |
+110 |
Jun08 |
071023 |
103.44 |
103.44 |
103.44 |
103.44 |
+1.53 |
0 |
1,108 |
+19 |
Sep08 |
071023 |
103.22 |
103.44 |
103.22 |
103.40 |
+1.53 |
2 |
861 |
+21 |
Total Volume and Open Interest |
3,223 |
141,943 |
-8,752 |
Japanese Yen(CME) |
Dec07 |
071023 |
87.76 |
87.78 |
87.61 |
87.73 |
-0.45 |
3,834 |
210,158 |
-11,135 |
Mar08 |
071023 |
88.57 |
88.57 |
88.57 |
88.57 |
-0.45 |
0 |
8,707 |
-80 |
Jun08 |
071023 |
89.36 |
89.36 |
89.36 |
89.36 |
-0.45 |
0 |
16,347 |
+10 |
Total Volume and Open Interest |
3,834 |
235,615 |
-11,203 |
Swiss Franc(CME) |
Dec07 |
071023 |
85.60 |
85.62 |
85.46 |
85.46 |
+0.19 |
2,461 |
69,273 |
-7,699 |
Mar08 |
071023 |
85.89 |
85.89 |
85.89 |
85.89 |
+0.19 |
0 |
153 |
+6 |
Jun08 |
071023 |
86.25 |
86.25 |
86.25 |
86.25 |
+0.19 |
0 |
4 |
+0 |
Total Volume and Open Interest |
2,461 |
69,437 |
-7,693 |
EuroFX(CME) |
Dec07 |
071023 |
142.66 |
142.81 |
142.46 |
142.64 |
+0.93 |
5,365 |
196,967 |
-20,321 |
Mar08 |
071023 |
142.74 |
142.74 |
142.74 |
142.74 |
+0.93 |
303 |
1,882 |
-8 |
Jun08 |
071023 |
142.78 |
142.78 |
142.78 |
142.78 |
+0.93 |
600 |
742 |
+607 |
Total Volume and Open Interest |
6,568 |
199,962 |
-19,422 |
Mexican Peso(CME) |
Nov07 |
071023 |
922.5 |
922.5 |
922.5 |
922.5 |
+2.2 |
0 |
86 |
+0 |
Dec07 |
071023 |
920.8 |
920.8 |
920.8 |
920.8 |
+2.2 |
3,789 |
93,344 |
-4,078 |
Total Volume and Open Interest |
4,853 |
96,346 |
-2,947 |
30-Year T-Bonds(CBOT) |
Dec07 |
071023 |
113~06 |
113~13 |
112~28 |
113~06 |
-0~07 |
383,977 |
943,677 |
+1,399 |
Mar08 |
071023 |
113~00 |
113~12 |
112~30 |
113~06 |
-0~07 |
970 |
9,717 |
+1,173 |
Jun08 |
071023 |
112~26 |
112~26 |
112~26 |
112~26 |
-0~07 |
3 |
529 |
+0 |
Total Volume and Open Interest |
384,953 |
953,951 |
+2,572 |
10-Year T-Notes(CBOT) |
Dec07 |
071023 |
110~135 |
110~200 |
110~060 |
110~165 |
-0~005 |
1,377,441 |
2,418,492 |
-10,167 |
Mar08 |
071023 |
109~270 |
110~040 |
109~265 |
110~030 |
unch |
3,059 |
141,226 |
-68 |
Jun08 |
071023 |
109~230 |
109~230 |
109~230 |
109~230 |
unch |
10 |
33 |
+10 |
Total Volume and Open Interest |
1,380,510 |
2,559,751 |
-10,225 |
5-Year T-Notes(CBOT) |
Dec07 |
071023 |
107~215 |
107~260 |
107~180 |
107~255 |
+0~015 |
771,249 |
0 |
+0 |
Mar08 |
071023 |
107~170 |
107~205 |
107~170 |
107~205 |
+0~025 |
1,356 |
12,580 |
+12,580 |
Jun08 |
071023 |
107~205 |
107~205 |
107~205 |
107~205 |
+0~025 |
|
|
|
Total Volume and Open Interest |
772,605 |
12,580 |
+12,580 |
2 Year T-Notes(CBOT) |
Dec07 |
071023 |
103~081 |
103~098 |
103~081 |
103~096 |
+0~002 |
930 |
1,026,756 |
-10,682 |
Mar08 |
071023 |
103~092 |
103~092 |
103~092 |
103~092 |
+0~003 |
|
|
|
Total Volume and Open Interest |
930 |
1,026,756 |
-10,682 |
Eurodollars(CME) |
Dec07 |
071023 |
95.260 |
95.295 |
95.260 |
95.285 |
unch |
22,064 |
1,573,460 |
-5,770 |
Mar08 |
071023 |
95.560 |
95.590 |
95.540 |
95.585 |
unch |
8,870 |
1,395,200 |
+15,336 |
Jun08 |
071023 |
95.710 |
95.750 |
95.680 |
95.740 |
unch |
5,520 |
1,406,532 |
+24,357 |
Sep08 |
071023 |
95.800 |
95.840 |
95.770 |
95.835 |
+0.010 |
7,532 |
1,246,908 |
+11,408 |
Dec08 |
071023 |
95.805 |
95.850 |
95.795 |
95.845 |
+0.020 |
7,506 |
1,278,205 |
+6,272 |
Mar09 |
071023 |
95.745 |
95.795 |
95.740 |
95.790 |
+0.030 |
4,980 |
816,836 |
+9,506 |
Jun09 |
071023 |
95.650 |
95.695 |
95.640 |
95.690 |
+0.035 |
6,932 |
531,241 |
+13,447 |
Sep09 |
071023 |
95.550 |
95.595 |
95.540 |
95.590 |
+0.035 |
6,329 |
426,289 |
+5,418 |
Dec09 |
071023 |
95.460 |
95.495 |
95.445 |
95.490 |
+0.025 |
12,427 |
264,279 |
+53 |
Mar10 |
071023 |
95.385 |
95.415 |
95.370 |
95.410 |
+0.020 |
4,755 |
183,215 |
+3,111 |
Jun10 |
071023 |
95.310 |
95.335 |
95.310 |
95.335 |
+0.020 |
2,742 |
147,472 |
+3,086 |
Sep10 |
071023 |
95.240 |
95.265 |
95.225 |
95.260 |
+0.015 |
2,153 |
124,113 |
+1,741 |
Dec10 |
071023 |
95.155 |
95.185 |
95.155 |
95.185 |
+0.010 |
6,510 |
103,076 |
+2,913 |
Mar11 |
071023 |
95.100 |
95.130 |
95.100 |
95.130 |
+0.010 |
1,789 |
90,886 |
+615 |
Jun11 |
071023 |
95.040 |
95.065 |
95.035 |
95.065 |
+0.005 |
1,579 |
91,880 |
-197 |
Sep11 |
071023 |
94.985 |
95.010 |
94.980 |
95.010 |
+0.005 |
1,668 |
79,435 |
+273 |
Dec11 |
071023 |
94.930 |
94.950 |
94.920 |
94.945 |
unch |
3,113 |
57,668 |
+1,217 |
Mar12 |
071023 |
94.885 |
94.905 |
94.870 |
94.895 |
-0.005 |
1,109 |
49,854 |
-362 |
Total Volume and Open Interest |
116,269 |
10,091,265 |
+96,832 |
30 Day Federal Funds(CBOT) |
Oct07 |
071023 |
3.515 |
3.515 |
3.515 |
3.515 |
unch |
55 |
71,577 |
-851 |
Nov07 |
071023 |
3.700 |
3.725 |
3.700 |
3.720 |
+0.005 |
1,436 |
141,128 |
-2,092 |
Dec07 |
071023 |
3.835 |
3.850 |
3.835 |
3.850 |
unch |
55 |
66,466 |
-144 |
Jan08 |
071023 |
3.915 |
3.915 |
3.915 |
3.915 |
-0.005 |
176 |
39,753 |
+509 |
Feb08 |
071023 |
4.035 |
4.035 |
4.035 |
4.035 |
unch |
114 |
45,496 |
+25 |
Mar08 |
071023 |
4.065 |
4.065 |
4.065 |
4.065 |
+0.005 |
2 |
8,939 |
+193 |
Total Volume and Open Interest |
1,838 |
388,986 |
-1,964 |
30 Day Fed Funds(e-CBOT) |
Oct07 |
071023 |
95.260 |
95.270 |
95.260 |
95.265 |
unch |
4,028 |
0 |
+0 |
Nov07 |
071023 |
95.450 |
95.480 |
95.445 |
95.470 |
+0.020 |
71,202 |
0 |
+0 |
Dec07 |
071023 |
95.585 |
95.610 |
95.575 |
95.600 |
+0.015 |
13,433 |
0 |
+0 |
Jan08 |
071023 |
95.655 |
95.675 |
95.635 |
95.660 |
unch |
14,891 |
0 |
+0 |
Feb08 |
071023 |
95.750 |
95.790 |
95.745 |
95.785 |
+0.015 |
3,619 |
0 |
+0 |
Mar08 |
071023 |
95.780 |
95.820 |
95.780 |
95.820 |
+0.020 |
1,720 |
0 |
+0 |
Total Volume and Open Interest |
110,068 |
|
|
3-Mth Euro-Yen(CME) |
Dec07 |
071023 |
99.17 |
99.17 |
99.17 |
99.17 |
unch |
324 |
15,821 |
-934 |
Mar08 |
071023 |
99.15 |
99.15 |
99.15 |
99.15 |
unch |
1,272 |
6,928 |
+1,093 |
Jun08 |
071023 |
99.12 |
99.12 |
99.12 |
99.12 |
unch |
96 |
4,063 |
-11 |
Sep08 |
071023 |
99.06 |
99.06 |
99.06 |
99.06 |
unch |
51 |
4,086 |
-1 |
Dec08 |
071023 |
99.00 |
99.00 |
99.00 |
99.00 |
unch |
2 |
2,253 |
-100 |
Mar09 |
071023 |
98.93 |
98.93 |
98.93 |
98.93 |
unch |
0 |
432 |
+0 |
Jun09 |
071023 |
98.87 |
98.87 |
98.87 |
98.87 |
unch |
0 |
156 |
+0 |
Sep09 |
071023 |
98.80 |
98.80 |
98.80 |
98.80 |
+0.01 |
|
|
|
Dec09 |
071023 |
98.73 |
98.73 |
98.73 |
98.73 |
+0.01 |
|
|
|
Mar10 |
071023 |
98.67 |
98.67 |
98.67 |
98.67 |
+0.01 |
|
|
|
Total Volume and Open Interest |
1,745 |
33,739 |
+47 |
3-Mth Euro-Yen(SGX) |
Dec07 |
071023 |
99.17 |
99.17 |
99.17 |
99.17 |
unch |
1,276 |
61,054 |
-1,358 |
Mar08 |
071023 |
99.14 |
99.15 |
99.14 |
99.14 |
unch |
2,397 |
44,914 |
+2,000 |
Jun08 |
071023 |
99.11 |
99.12 |
99.11 |
99.11 |
unch |
427 |
16,456 |
-91 |
Sep08 |
071023 |
99.04 |
99.07 |
99.04 |
99.06 |
unch |
424 |
16,556 |
+122 |
Dec08 |
071023 |
98.97 |
99.00 |
98.97 |
99.00 |
unch |
1 |
8,689 |
-7 |
Mar09 |
071023 |
98.93 |
98.93 |
98.93 |
98.93 |
+0.00 |
30 |
4,867 |
+0 |
Jun09 |
071023 |
98.88 |
98.88 |
98.88 |
98.88 |
+0.01 |
0 |
1,252 |
+0 |
Sep09 |
071023 |
98.81 |
98.81 |
98.81 |
98.81 |
+0.01 |
0 |
200 |
+0 |
Total Volume and Open Interest |
4,555 |
156,438 |
+666 |
Japanese Gov't Bonds(SGX) |
Dec07 |
071017 |
134.88 |
135.45 |
134.79 |
135.26 |
+0.43 |
3,720 |
30,458 |
-11,923 |
Mar08 |
071023 |
135.95 |
135.95 |
135.95 |
135.95 |
+0.69 |
|
|
|
Jun08 |
071023 |
135.95 |
135.95 |
135.95 |
135.95 |
+0.69 |
|
|
|
Total Volume and Open Interest |
5,815 |
30,305 |
-153 |
Euro-Bund(EUREX) |
Dec07 |
071023 |
113.66 |
113.79 |
113.47 |
113.70 |
+1.64 |
1,247,223 |
1,450,668 |
-13,312 |
Mar08 |
071023 |
114.02 |
114.18 |
114.02 |
114.17 |
+1.72 |
1,320 |
5,193 |
+1,048 |
Jun08 |
071023 |
113.64 |
113.64 |
113.64 |
113.64 |
+1.64 |
1,000 |
0 |
+0 |
Total Volume and Open Interest |
1,249,543 |
1,455,861 |
-12,264 |
Euro-Bobl(EUREX) |
Dec07 |
071023 |
108.00 |
108.07 |
107.88 |
108.03 |
+0.91 |
544,255 |
1,072,935 |
-37,957 |
Mar08 |
071023 |
108.20 |
108.20 |
108.20 |
108.20 |
+0.97 |
100 |
11,810 |
+0 |
Jun08 |
071023 |
42.95 |
42.95 |
42.95 |
42.95 |
+0.91 |
|
|
|
Total Volume and Open Interest |
544,355 |
1,084,745 |
-37,957 |
3-Mth Euribor(EUREX) |
Dec07 |
071023 |
95.525 |
95.530 |
95.515 |
95.530 |
+0.025 |
2,774 |
24,080 |
+732 |
Mar08 |
071023 |
95.675 |
95.685 |
95.670 |
95.685 |
+0.115 |
642 |
9,768 |
-279 |
Jun08 |
071023 |
95.720 |
95.745 |
95.720 |
95.745 |
+0.160 |
281 |
5,200 |
+84 |
Total Volume and Open Interest |
4,191 |
47,470 |
+584 |
Long Gilt(LIFFE) |
Dec07 |
071023 |
107~18 |
107~21 |
107~12 |
107~20 |
-0~04 |
93,506 |
359,802 |
-670 |
Mar08 |
071023 |
107~23 |
107~23 |
107~23 |
107~23 |
-0~04 |
|
|
|
Total Volume and Open Interest |
93,506 |
359,802 |
-670 |
3-Mth Short Sterling(LIFFE) |
Dec07 |
071023 |
93.91 |
93.91 |
93.91 |
93.91 |
unch |
45,594 |
474,973 |
+5,957 |
Mar08 |
071023 |
94.22 |
94.22 |
94.22 |
94.22 |
+0.01 |
70,899 |
572,878 |
+1,132 |
Jun08 |
071023 |
94.39 |
94.39 |
94.39 |
94.39 |
+0.01 |
72,389 |
513,936 |
-66 |
Sep08 |
071023 |
94.47 |
94.47 |
94.47 |
94.47 |
+0.02 |
65,586 |
358,622 |
+716 |
Dec08 |
071023 |
94.50 |
94.50 |
94.50 |
94.50 |
+0.02 |
57,406 |
309,393 |
+1,547 |
Mar09 |
071023 |
94.51 |
94.51 |
94.51 |
94.51 |
+0.02 |
36,012 |
206,829 |
+1,841 |
Total Volume and Open Interest |
378,938 |
2,771,529 |
+12,238 |
3-Mth Euribor(LIFFE) |
Dec07 |
071023 |
95.530 |
95.535 |
95.515 |
95.530 |
+0.025 |
123,918 |
835,105 |
-14,403 |
Mar08 |
071023 |
95.675 |
95.690 |
95.655 |
95.685 |
+0.115 |
108,239 |
573,128 |
-1,877 |
Jun08 |
071023 |
95.720 |
95.750 |
95.705 |
95.745 |
+0.165 |
138,800 |
477,106 |
-4,040 |
Total Volume and Open Interest |
712,893 |
3,377,454 |
-280 |
3-Mth Aus T-Bills(SFE) |
Dec07 |
071023 |
93.01 |
93.02 |
93.00 |
93.01 |
-0.01 |
21,778 |
389,460 |
-5,262 |
Mar08 |
071023 |
92.86 |
92.86 |
92.83 |
92.84 |
-0.04 |
20,537 |
239,348 |
+2,937 |
Jun08 |
071023 |
92.80 |
92.81 |
92.77 |
92.78 |
-0.04 |
12,298 |
109,623 |
-4,285 |
Sep08 |
071023 |
92.78 |
92.80 |
92.76 |
92.77 |
-0.05 |
7,142 |
93,399 |
+999 |
Dec08 |
071023 |
92.80 |
92.82 |
92.79 |
92.80 |
-0.04 |
1,405 |
48,818 |
+997 |
Mar09 |
071023 |
92.85 |
92.85 |
92.82 |
92.82 |
-0.05 |
616 |
38,743 |
-825 |
Jun09 |
071023 |
92.86 |
92.86 |
92.84 |
92.84 |
-0.05 |
1,303 |
32,396 |
+1,154 |
Sep09 |
071023 |
92.87 |
92.87 |
92.85 |
92.85 |
-0.05 |
436 |
8,968 |
+2,110 |
Dec09 |
071023 |
92.85 |
92.85 |
92.85 |
92.85 |
-0.05 |
0 |
572 |
+0 |
Mar10 |
071023 |
92.86 |
92.86 |
92.86 |
92.86 |
-0.05 |
0 |
171 |
+0 |
Total Volume and Open Interest |
65,515 |
961,511 |
-2,175 |
10-Year Aus T-Bonds(SFE) |
Dec07 |
071023 |
9.39 |
9.39 |
9.39 |
9.39 |
unch |
62,781 |
509,578 |
-36,293 |
Mar08 |
071023 |
9.39 |
9.39 |
9.39 |
9.39 |
unch |
|
|
|
Total Volume and Open Interest |
62,781 |
509,578 |
-36,293 |
3-Year Aus T-Bonds(SFE) |
Dec07 |
071023 |
93.47 |
93.49 |
93.46 |
93.47 |
-0.04 |
106,845 |
785,683 |
+52,777 |
Mar08 |
071023 |
93.47 |
93.47 |
93.47 |
93.47 |
-0.04 |
|
|
|
Total Volume and Open Interest |
106,845 |
785,683 |
+52,777 |
Gold(CMX) |
Oct07 |
071023 |
755.7 |
759.0 |
755.7 |
759.0 |
+3.2 |
60 |
221 |
-5 |
Dec07 |
071023 |
763.2 |
765.5 |
759.0 |
763.1 |
+3.1 |
148,678 |
307,246 |
-8,895 |
Feb08 |
071023 |
769.4 |
769.4 |
769.4 |
769.4 |
+3.1 |
7,148 |
42,483 |
+323 |
Apr08 |
071023 |
775.3 |
775.3 |
775.3 |
775.3 |
+3.2 |
347 |
23,241 |
+214 |
Jun08 |
071023 |
776.8 |
781.1 |
776.8 |
781.1 |
+3.2 |
598 |
21,714 |
+71 |
Aug08 |
071023 |
786.8 |
786.8 |
786.8 |
786.8 |
+3.2 |
302 |
17,598 |
+144 |
Oct08 |
071023 |
792.4 |
792.4 |
792.4 |
792.4 |
+3.2 |
5 |
3,336 |
+0 |
Dec08 |
071023 |
797.0 |
798.0 |
797.0 |
798.0 |
+3.2 |
1,798 |
21,227 |
+1,598 |
Feb09 |
071023 |
803.8 |
803.8 |
803.8 |
803.8 |
+3.2 |
550 |
15,179 |
+0 |
Apr09 |
071023 |
809.3 |
809.3 |
809.3 |
809.3 |
+3.2 |
1 |
5,050 |
+0 |
Jun09 |
071023 |
815.0 |
815.0 |
815.0 |
815.0 |
+3.2 |
18 |
8,658 |
+12 |
Aug09 |
071023 |
820.8 |
820.8 |
820.8 |
820.8 |
+3.2 |
1 |
1 |
+0 |
Total Volume and Open Interest |
159,683 |
482,685 |
-6,496 |
Silver(CMX) |
Dec07 |
071023 |
1366.0 |
1369.0 |
1355.5 |
1365.0 |
+9.5 |
23,284 |
77,851 |
-2,171 |
Mar08 |
071023 |
1382.6 |
1382.6 |
1382.6 |
1382.6 |
+9.6 |
1,345 |
14,976 |
-68 |
May08 |
071023 |
1393.3 |
1393.3 |
1393.3 |
1393.3 |
+9.7 |
35 |
6,117 |
-3 |
Jul08 |
071023 |
1403.8 |
1403.8 |
1403.8 |
1403.8 |
+9.7 |
18 |
5,310 |
+0 |
Sep08 |
071023 |
1414.0 |
1414.0 |
1414.0 |
1414.0 |
+9.7 |
13 |
2,094 |
-8 |
Dec08 |
071023 |
1425.0 |
1429.0 |
1425.0 |
1429.0 |
+9.7 |
398 |
7,369 |
+132 |
Mar09 |
071023 |
1443.5 |
1443.5 |
1443.5 |
1443.5 |
+10.1 |
50 |
242 |
-20 |
Total Volume and Open Interest |
25,362 |
123,491 |
-2,143 |
Platinum(NYMEX) |
Oct07 |
071023 |
1452.8 |
1452.8 |
1452.8 |
1452.8 |
+13.2 |
4 |
177 |
+0 |
Jan08 |
071023 |
1445.0 |
1457.0 |
1445.0 |
1453.0 |
+13.2 |
1,031 |
15,178 |
-136 |
Apr08 |
071023 |
1453.0 |
1453.0 |
1453.0 |
1453.0 |
+13.2 |
10 |
152 |
+0 |
Total Volume and Open Interest |
1,045 |
15,507 |
-136 |
Palladium(NYMEX) |
Dec07 |
071023 |
367.50 |
367.50 |
366.40 |
366.40 |
+1.25 |
772 |
13,404 |
-17 |
Mar08 |
071023 |
371.10 |
371.10 |
371.10 |
371.10 |
+1.25 |
88 |
1,232 |
+8 |
Jun08 |
071023 |
375.35 |
375.35 |
375.35 |
375.35 |
+1.25 |
1 |
1,267 |
+1 |
Total Volume and Open Interest |
863 |
16,701 |
-8 |
Copper(CMX) |
Dec07 |
071023 |
354.00 |
354.75 |
349.00 |
351.35 |
+2.70 |
12,939 |
56,450 |
-1,636 |
Mar08 |
071023 |
354.00 |
354.00 |
350.00 |
352.65 |
+3.30 |
2,546 |
14,441 |
+323 |
May08 |
071023 |
349.30 |
351.35 |
349.30 |
351.35 |
+3.35 |
213 |
4,913 |
-15 |
Jul08 |
071023 |
349.35 |
349.35 |
349.35 |
349.35 |
+3.35 |
36 |
1,589 |
-1 |
Sep08 |
071023 |
343.50 |
346.55 |
343.50 |
346.55 |
+3.55 |
15 |
688 |
-1 |
Total Volume and Open Interest |
16,301 |
86,539 |
-1,332 |
Aluminum(CMX) |
Oct07 |
071023 |
112.00 |
112.00 |
112.00 |
112.00 |
unch |
|
|
|
Nov07 |
071023 |
112.75 |
112.75 |
112.75 |
112.75 |
unch |
|
|
|
Dec07 |
071023 |
113.50 |
113.50 |
113.50 |
113.50 |
unch |
|
|
|
Jan08 |
071023 |
113.50 |
113.50 |
113.50 |
113.50 |
unch |
|
|
|
Feb08 |
071023 |
113.50 |
113.50 |
113.50 |
113.50 |
unch |
|
|
|
Mar08 |
071023 |
113.50 |
113.50 |
113.50 |
113.50 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
DJIA Index(CBOT) |
Dec07 |
071023 |
13640 |
13730 |
13585 |
13707 |
+97 |
4,261 |
32,773 |
+745 |
Mar08 |
071023 |
13755 |
13797 |
13755 |
13797 |
+97 |
8 |
34 |
+2 |
Jun08 |
071023 |
13888 |
13888 |
13888 |
13888 |
+97 |
1 |
2 |
+0 |
Sep08 |
071023 |
13964 |
13964 |
13964 |
13964 |
+97 |
|
|
|
Total Volume and Open Interest |
4,270 |
32,809 |
+747 |
S & P 500(CME) |
Dec07 |
071023 |
1521.00 |
1527.50 |
1510.50 |
1525.40 |
+12.00 |
34,387 |
586,004 |
+5,583 |
Mar08 |
071023 |
1530.00 |
1535.30 |
1530.00 |
1535.30 |
+12.10 |
163 |
11,318 |
+6 |
Jun08 |
071023 |
1544.90 |
1544.90 |
1544.90 |
1544.90 |
+11.60 |
0 |
949 |
+0 |
Sep08 |
071023 |
1554.90 |
1554.90 |
1554.90 |
1554.90 |
+11.40 |
0 |
40 |
+0 |
Total Volume and Open Interest |
34,550 |
601,560 |
+5,589 |
S & P 500 E-Mini(Globex) |
Dec07 |
071023 |
1513.50 |
1527.50 |
1510.25 |
1525.50 |
+12.00 |
2,401,489 |
1,979,201 |
-17,217 |
Mar08 |
071023 |
1525.50 |
1537.00 |
1520.75 |
1535.25 |
+12.00 |
555 |
13,341 |
-14 |
Total Volume and Open Interest |
2,402,044 |
1,992,543 |
-17,231 |
NASDAQ 100(CME) |
Dec07 |
071023 |
2197.00 |
2221.00 |
2185.00 |
2212.00 |
+40.20 |
5,307 |
52,867 |
-1,072 |
Mar08 |
071023 |
2234.50 |
2234.50 |
2234.50 |
2234.50 |
+40.50 |
0 |
2 |
+0 |
Jun08 |
071023 |
2261.50 |
2261.50 |
2261.50 |
2261.50 |
+40.50 |
|
|
|
Total Volume and Open Interest |
5,307 |
52,869 |
-1,072 |
NASDAQ 100 E-Mini(Globex) |
Dec07 |
071023 |
2176.30 |
2221.00 |
2176.30 |
2212.00 |
+40.20 |
503,395 |
422,433 |
-7,449 |
Mar08 |
071023 |
2210.00 |
2243.00 |
2200.30 |
2234.50 |
+40.50 |
52 |
176 |
-16 |
Total Volume and Open Interest |
503,447 |
422,609 |
-7,465 |
S & P Midcap 400(CME) |
Dec07 |
071023 |
893.00 |
896.00 |
889.00 |
894.80 |
+5.70 |
141 |
6,441 |
-101 |
Mar08 |
071023 |
901.15 |
901.15 |
901.15 |
901.15 |
+1.95 |
|
|
|
Jun08 |
071023 |
910.85 |
910.85 |
910.85 |
910.85 |
+1.95 |
|
|
|
Total Volume and Open Interest |
141 |
6,496 |
-101 |
Russell 2000(CME) |
Dec07 |
071023 |
820.00 |
822.80 |
809.75 |
820.50 |
+5.70 |
1,049 |
33,832 |
+263 |
Mar08 |
071023 |
825.50 |
825.50 |
825.50 |
825.50 |
+5.70 |
0 |
24 |
+0 |
Jun08 |
071023 |
831.90 |
831.90 |
831.90 |
831.90 |
+5.70 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,049 |
33,867 |
+263 |
Russell 2000 E-Mini(Globex) |
Dec07 |
071023 |
815.10 |
822.50 |
808.80 |
820.50 |
+5.70 |
298,911 |
582,784 |
-1,196 |
Mar08 |
071023 |
823.90 |
827.30 |
814.20 |
825.50 |
+5.70 |
114 |
456 |
+22 |
Jun08 |
071023 |
831.90 |
831.90 |
831.90 |
831.90 |
+5.70 |
0 |
1 |
+0 |
Total Volume and Open Interest |
299,025 |
583,242 |
-1,174 |
Value Line(KCBT) |
Dec07 |
071023 |
2242.00 |
2242.00 |
2242.00 |
2242.00 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
Nikkei 225(CME) |
Dec07 |
071023 |
16510 |
16575 |
16440 |
16485 |
-500 |
114,724 |
249,326 |
+2,004 |
Mar08 |
071023 |
16490 |
16600 |
16485 |
16490 |
-510 |
22 |
539 |
+20 |
Total Volume and Open Interest |
114,746 |
250,022 |
+2,024 |
Nikkei 225(SGX) |
Dec07 |
071023 |
16510 |
16575 |
16440 |
16485 |
-500 |
114,724 |
249,326 |
+2,004 |
Mar08 |
071023 |
16490 |
16600 |
16485 |
16490 |
-510 |
22 |
539 |
+20 |
Jun08 |
071023 |
16435 |
16435 |
16435 |
16435 |
-510 |
0 |
1 |
+0 |
Total Volume and Open Interest |
114,746 |
250,022 |
+2,024 |
CAC 40(EURONEXT) |
Nov07 |
071023 |
5705.0 |
5731.5 |
5688.5 |
5704.0 |
+38.5 |
143,810 |
353,939 |
+22,101 |
Dec07 |
071023 |
5726.0 |
5750.5 |
5708.5 |
5723.5 |
+38.5 |
5,970 |
53,141 |
+795 |
Jan08 |
071023 |
5743.5 |
5744.0 |
5743.5 |
5744.0 |
+38.5 |
|
|
|
Total Volume and Open Interest |
149,784 |
408,639 |
|
Hang Seng Index(HKFE) |
Oct07 |
071023 |
28550 |
29481 |
28530 |
29481 |
+188 |
80,780 |
119,197 |
+3,006 |
Nov07 |
071023 |
28600 |
29525 |
28579 |
29525 |
+168 |
2,444 |
3,366 |
+590 |
Dec07 |
071023 |
28750 |
29679 |
28744 |
29679 |
+209 |
1,062 |
12,682 |
+141 |
Total Volume and Open Interest |
84,345 |
135,983 |
+3,743 |
DAX(EUREX) |
Dec07 |
071023 |
7904.0 |
7933.5 |
7875.5 |
7890.5 |
+44.5 |
180,643 |
261,550 |
+928 |
Mar08 |
071023 |
7979.0 |
8010.0 |
7960.0 |
7969.0 |
+44.0 |
653 |
6,811 |
-230 |
Jun08 |
071023 |
8067.0 |
8086.5 |
8039.5 |
8046.0 |
+43.0 |
1,499 |
5,550 |
+419 |
Total Volume and Open Interest |
182,795 |
273,911 |
+1,117 |
FT-SE 100(EURONEXT) |
Dec07 |
071023 |
6526.00 |
6603.00 |
6526.00 |
6541.50 |
+41.00 |
116,115 |
479,769 |
-890 |
Mar08 |
071023 |
6568.00 |
6618.00 |
6556.50 |
6561.00 |
+42.00 |
138 |
4,864 |
+29 |
Jun08 |
071023 |
6647.50 |
6647.50 |
6589.50 |
6595.00 |
+42.50 |
0 |
19 |
+0 |
Total Volume and Open Interest |
116,253 |
485,152 |
-861 |
SPI 200(SFE) |
Dec07 |
071023 |
74.4 |
157.4 |
64.4 |
128.4 |
+69.0 |
27,856 |
284,860 |
-14,542 |
Mar08 |
071023 |
111.4 |
165.4 |
111.4 |
144.4 |
+69.0 |
57 |
1,777 |
-55 |
Jun08 |
071023 |
195.4 |
195.4 |
195.4 |
195.4 |
+68.0 |
0 |
1,390 |
-4 |
Total Volume and Open Interest |
27,913 |
288,920 |
-14,603 |
GSCI(CME) |
Nov07 |
071023 |
564.40 |
565.10 |
557.90 |
558.50 |
-4.20 |
275 |
22,011 |
+25 |
Dec07 |
071023 |
561.50 |
561.50 |
561.50 |
561.50 |
-4.00 |
0 |
5 |
-5 |
Jan08 |
071023 |
559.50 |
559.50 |
559.50 |
559.50 |
-3.50 |
|
|
|
Total Volume and Open Interest |
275 |
22,016 |
+20 |
RJ/CRB Index(ICE) |
Nov07 |
071023 |
445.50 |
449.25 |
445.50 |
448.00 |
-1.00 |
3 |
706 |
-1 |
Jan08 |
071023 |
450.00 |
452.50 |
449.00 |
451.00 |
-1.00 |
3 |
721 |
+2 |
Feb08 |
071023 |
453.00 |
453.00 |
452.00 |
452.00 |
-1.00 |
0 |
218 |
+0 |
Total Volume and Open Interest |
6 |
1,684 |
+1 |
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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|