 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Mon October 29, 2007 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov07 |
071029 |
1007.00 |
1014.00 |
997.00 |
1011.00 |
+15.50 |
12,725 |
67,515 |
-31,117 |
Jan08 |
071029 |
1025.00 |
1031.50 |
1014.75 |
1028.75 |
+15.50 |
14,628 |
265,609 |
+8,094 |
Mar08 |
071029 |
1041.00 |
1046.00 |
1030.00 |
1043.50 |
+16.00 |
5,271 |
75,695 |
+1,183 |
May08 |
071029 |
1042.00 |
1050.00 |
1035.00 |
1046.50 |
+15.50 |
2,783 |
37,839 |
-1,346 |
Jul08 |
071029 |
1046.00 |
1055.00 |
1040.00 |
1053.00 |
+18.50 |
1,740 |
49,227 |
+1,162 |
Aug08 |
071029 |
1031.00 |
1040.00 |
1028.00 |
1040.00 |
+15.00 |
34 |
1,510 |
+25 |
Sep08 |
071029 |
1008.00 |
1008.00 |
1000.00 |
1002.00 |
+10.00 |
0 |
933 |
+0 |
Total Volume and Open Interest |
39,692 |
588,577 |
-20,620 |
Soybean Meal(CBOT) |
Dec07 |
071029 |
280.00 |
281.80 |
276.50 |
280.00 |
+2.20 |
7,515 |
93,046 |
-1,298 |
Jan08 |
071029 |
283.00 |
284.30 |
279.30 |
282.70 |
+2.10 |
2,768 |
29,691 |
+608 |
Mar08 |
071029 |
286.50 |
288.50 |
283.50 |
287.00 |
+2.10 |
2,289 |
37,999 |
+1,246 |
May08 |
071029 |
285.00 |
288.20 |
283.00 |
287.20 |
+2.20 |
1,783 |
28,505 |
+426 |
Jul08 |
071029 |
286.50 |
289.00 |
284.00 |
288.00 |
+2.20 |
1,227 |
26,299 |
-310 |
Aug08 |
071029 |
279.00 |
284.00 |
279.00 |
283.00 |
+3.50 |
20 |
4,662 |
+9 |
Sep08 |
071029 |
272.00 |
274.50 |
271.50 |
273.50 |
+1.50 |
11 |
4,458 |
+0 |
Oct08 |
071029 |
259.00 |
262.00 |
258.50 |
261.00 |
+0.70 |
182 |
2,782 |
+39 |
Total Volume and Open Interest |
16,146 |
238,729 |
+592 |
Soybean Oil(CBOT) |
Dec07 |
071029 |
41.95 |
42.25 |
41.80 |
42.20 |
+0.82 |
7,432 |
108,364 |
+989 |
Jan08 |
071029 |
42.50 |
42.70 |
42.25 |
42.58 |
+0.72 |
2,440 |
83,595 |
+1,345 |
Mar08 |
071029 |
42.88 |
43.20 |
42.72 |
43.15 |
+0.77 |
3,123 |
37,812 |
+1,016 |
May08 |
071029 |
43.30 |
43.57 |
43.15 |
43.48 |
+0.70 |
2,194 |
17,714 |
+406 |
Jul08 |
071029 |
43.50 |
43.90 |
43.50 |
43.85 |
+0.63 |
828 |
18,057 |
+708 |
Aug08 |
071029 |
43.75 |
43.85 |
43.75 |
43.85 |
+0.70 |
151 |
2,575 |
+26 |
Sep08 |
071029 |
43.75 |
43.90 |
43.70 |
43.80 |
+0.50 |
766 |
2,955 |
+635 |
Oct08 |
071029 |
43.70 |
43.70 |
43.65 |
43.70 |
+0.65 |
149 |
2,859 |
+37 |
Total Volume and Open Interest |
17,750 |
291,533 |
+5,214 |
Canola(WCE) |
Nov07 |
071029 |
433.0 |
434.3 |
429.0 |
429.0 |
-2.0 |
7,195 |
8,333 |
+0 |
Jan08 |
071029 |
444.9 |
447.1 |
442.1 |
443.3 |
-0.3 |
13,362 |
80,559 |
+0 |
Mar08 |
071029 |
457.0 |
457.2 |
453.2 |
454.6 |
+0.7 |
1,702 |
8,492 |
+0 |
May08 |
071029 |
464.4 |
465.8 |
463.5 |
463.8 |
-0.7 |
1,476 |
5,757 |
+0 |
Jul08 |
071029 |
471.1 |
473.4 |
468.1 |
470.5 |
+0.9 |
2,107 |
6,514 |
+0 |
Total Volume and Open Interest |
26,776 |
122,529 |
+0 |
Corn(CBOT) |
Dec07 |
071029 |
376.00 |
378.75 |
375.00 |
376.00 |
+4.00 |
18,748 |
536,052 |
-11,155 |
Mar08 |
071029 |
392.50 |
396.00 |
391.75 |
393.00 |
+4.25 |
8,734 |
217,874 |
+4,594 |
May08 |
071029 |
402.50 |
405.25 |
402.00 |
402.75 |
+3.75 |
1,937 |
57,133 |
+174 |
Jul08 |
071029 |
411.00 |
414.25 |
410.50 |
412.25 |
+4.75 |
4,223 |
113,018 |
+1,180 |
Sep08 |
071029 |
418.00 |
418.50 |
416.00 |
416.75 |
+3.25 |
390 |
19,771 |
+271 |
Dec08 |
071029 |
423.00 |
424.75 |
421.00 |
422.50 |
+2.75 |
4,095 |
178,813 |
+1,507 |
Total Volume and Open Interest |
38,943 |
1,174,271 |
-2,264 |
Wheat(CBOT) |
Dec07 |
071029 |
812.00 |
830.00 |
812.00 |
828.50 |
+28.50 |
6,777 |
196,130 |
+3,106 |
Mar08 |
071029 |
832.00 |
852.00 |
832.00 |
848.00 |
+26.00 |
3,374 |
89,585 |
+1,257 |
May08 |
071029 |
798.00 |
811.00 |
798.00 |
808.00 |
+23.50 |
1,119 |
14,862 |
+152 |
Jul08 |
071029 |
685.00 |
695.00 |
685.00 |
691.25 |
+14.25 |
2,070 |
74,804 |
+1,103 |
Sep08 |
071029 |
695.00 |
702.50 |
695.00 |
700.50 |
+12.50 |
901 |
11,145 |
+691 |
Total Volume and Open Interest |
16,396 |
422,433 |
+8,543 |
Wheat(KCBT) |
Dec07 |
071029 |
845.00 |
857.50 |
838.00 |
854.25 |
+26.75 |
4,104 |
68,705 |
-915 |
Mar08 |
071029 |
855.00 |
865.50 |
848.00 |
863.25 |
+26.25 |
2,650 |
37,704 |
+750 |
May08 |
071029 |
805.00 |
818.00 |
805.00 |
807.50 |
+14.50 |
314 |
2,227 |
+70 |
Jul08 |
071029 |
691.00 |
703.00 |
691.00 |
696.00 |
+10.00 |
1,207 |
20,920 |
+146 |
Sep08 |
071029 |
696.00 |
704.00 |
696.00 |
699.00 |
+13.00 |
66 |
3,532 |
-11 |
Total Volume and Open Interest |
8,443 |
137,396 |
+67 |
Wheat(MGE) |
Dec07 |
071029 |
837.00 |
857.00 |
837.00 |
855.00 |
+28.00 |
4,829 |
26,784 |
+296 |
Mar08 |
071029 |
839.00 |
858.75 |
839.00 |
857.00 |
+28.00 |
2,704 |
29,576 |
+819 |
May08 |
071029 |
825.00 |
830.00 |
824.00 |
826.00 |
+19.00 |
1,141 |
3,140 |
+450 |
Jul08 |
071029 |
752.00 |
758.00 |
752.00 |
754.00 |
+15.00 |
79 |
1,866 |
+10 |
Sep08 |
071029 |
700.00 |
710.00 |
700.00 |
709.00 |
+11.00 |
109 |
3,422 |
+39 |
Total Volume and Open Interest |
8,973 |
68,417 |
+1,663 |
Oats(CBOT) |
Dec07 |
071029 |
283.00 |
285.50 |
282.75 |
284.75 |
+6.25 |
249 |
10,761 |
-42 |
Mar08 |
071029 |
295.00 |
297.00 |
295.00 |
297.00 |
+6.00 |
173 |
3,356 |
+69 |
May08 |
071029 |
305.00 |
305.00 |
305.00 |
305.00 |
+6.00 |
21 |
288 |
+14 |
Jul08 |
071029 |
300.00 |
300.00 |
300.00 |
300.00 |
+3.00 |
1 |
75 |
+0 |
Total Volume and Open Interest |
449 |
14,547 |
+48 |
Rough Rice(CBOT) |
Nov07 |
071029 |
11.64 |
11.65 |
11.57 |
11.59 |
-0.06 |
315 |
4,185 |
-524 |
Jan08 |
071029 |
11.99 |
11.99 |
11.92 |
11.95 |
-0.05 |
279 |
9,112 |
+449 |
Mar08 |
071029 |
12.28 |
12.30 |
12.25 |
12.25 |
-0.06 |
9 |
2,794 |
+7 |
May08 |
071029 |
12.46 |
12.46 |
12.46 |
12.46 |
-0.06 |
0 |
287 |
+0 |
Total Volume and Open Interest |
638 |
17,826 |
+3 |
Live Cattle(CME) |
Oct07 |
071029 |
94.450 |
94.600 |
94.000 |
94.035 |
-0.350 |
2,515 |
2,333 |
-1,637 |
Dec07 |
071029 |
95.100 |
95.680 |
95.000 |
95.350 |
+0.215 |
12,347 |
117,850 |
-423 |
Feb08 |
071029 |
97.250 |
97.785 |
97.100 |
97.680 |
+0.350 |
5,175 |
52,415 |
+1,058 |
Apr08 |
071029 |
97.385 |
97.680 |
97.180 |
97.480 |
+0.180 |
2,595 |
33,334 |
+398 |
Jun08 |
071029 |
94.000 |
94.200 |
93.785 |
94.150 |
+0.150 |
2,295 |
15,485 |
-184 |
Aug08 |
071029 |
93.885 |
94.500 |
93.885 |
94.200 |
+0.315 |
899 |
8,005 |
+337 |
Total Volume and Open Interest |
25,890 |
233,445 |
-427 |
Feeder Cattle(CME) |
Nov07 |
071029 |
108.750 |
109.550 |
108.700 |
109.250 |
+0.200 |
1,593 |
5,539 |
-199 |
Jan08 |
071029 |
107.800 |
108.950 |
107.750 |
108.900 |
+0.700 |
1,914 |
13,022 |
+163 |
Mar08 |
071029 |
108.000 |
109.200 |
108.000 |
109.135 |
+0.350 |
688 |
2,891 |
+274 |
Apr08 |
071029 |
110.900 |
111.350 |
110.300 |
111.300 |
+0.400 |
251 |
1,263 |
+81 |
May08 |
071029 |
112.000 |
112.600 |
111.750 |
112.580 |
+0.250 |
282 |
2,192 |
+229 |
Aug08 |
071029 |
112.750 |
113.300 |
112.500 |
113.250 |
+0.300 |
62 |
749 |
+45 |
Sep08 |
071029 |
112.500 |
112.900 |
112.500 |
112.900 |
+0.400 |
3 |
47 |
+3 |
Total Volume and Open Interest |
4,793 |
25,703 |
+596 |
Lean Hogs(CME) |
Dec07 |
071029 |
54.450 |
55.300 |
54.350 |
54.485 |
-0.050 |
8,136 |
92,995 |
-343 |
Feb08 |
071029 |
61.500 |
62.000 |
60.800 |
61.200 |
-0.285 |
7,834 |
39,008 |
+70 |
Apr08 |
071029 |
65.050 |
65.800 |
64.800 |
64.850 |
-0.200 |
2,743 |
23,929 |
+505 |
May08 |
071029 |
71.250 |
71.700 |
71.150 |
71.680 |
+0.250 |
82 |
2,059 |
+13 |
Jun08 |
071029 |
73.950 |
74.635 |
73.950 |
74.385 |
+0.235 |
3,414 |
15,872 |
+1,539 |
Jul08 |
071029 |
73.400 |
74.250 |
73.400 |
73.800 |
+0.265 |
1,593 |
4,507 |
+514 |
Aug08 |
071029 |
71.500 |
72.150 |
71.500 |
71.950 |
+0.300 |
1,132 |
3,318 |
+884 |
Oct08 |
071029 |
65.900 |
66.250 |
65.750 |
66.000 |
+0.300 |
721 |
3,451 |
+424 |
Total Volume and Open Interest |
26,655 |
186,533 |
+4,555 |
Pork Bellies(CME) |
Feb08 |
071029 |
83.535 |
85.450 |
83.535 |
84.100 |
+0.565 |
249 |
1,284 |
+42 |
Mar08 |
071029 |
83.500 |
83.500 |
83.500 |
83.500 |
+0.550 |
79 |
247 |
+66 |
May08 |
071029 |
84.500 |
85.800 |
84.500 |
85.000 |
+1.000 |
7 |
150 |
+7 |
Jul08 |
071029 |
86.550 |
86.550 |
85.000 |
85.000 |
+1.000 |
0 |
107 |
+0 |
Aug08 |
071029 |
84.300 |
84.300 |
84.300 |
84.300 |
unch |
2 |
41 |
+2 |
Total Volume and Open Interest |
337 |
1,829 |
+117 |
Class III Milk(CME) |
Oct07 |
071029 |
18.62 |
18.62 |
18.62 |
18.62 |
unch |
54 |
3,712 |
+3 |
Nov07 |
071029 |
18.70 |
18.70 |
18.65 |
18.67 |
-0.06 |
208 |
4,369 |
+0 |
Dec07 |
071029 |
17.87 |
17.87 |
17.70 |
17.72 |
-0.18 |
497 |
3,779 |
+80 |
Jan08 |
071029 |
16.95 |
16.95 |
16.80 |
16.85 |
-0.06 |
300 |
2,445 |
+85 |
Feb08 |
071029 |
16.35 |
16.35 |
16.32 |
16.33 |
-0.04 |
178 |
2,134 |
-46 |
Total Volume and Open Interest |
1,670 |
32,346 |
+106 |
Cocoa(ICE) |
Dec07 |
071029 |
1898 |
1970 |
1888 |
1951 |
+40 |
9,901 |
52,684 |
-21 |
Mar08 |
071029 |
1880 |
1929 |
1880 |
1920 |
+25 |
4,655 |
41,689 |
+958 |
May08 |
071029 |
1914 |
1914 |
1914 |
1914 |
+16 |
916 |
15,450 |
-242 |
Jul08 |
071029 |
1919 |
1919 |
1919 |
1919 |
+8 |
79 |
4,212 |
-20 |
Sep08 |
071029 |
1932 |
1932 |
1932 |
1932 |
+8 |
69 |
3,985 |
-22 |
Dec08 |
071029 |
1953 |
1953 |
1953 |
1953 |
+8 |
105 |
13,948 |
-20 |
Mar09 |
071029 |
1974 |
1974 |
1974 |
1974 |
+9 |
55 |
2,294 |
+2 |
Total Volume and Open Interest |
15,780 |
135,592 |
+635 |
Coffee "C"(ICE) |
Dec07 |
071029 |
120.90 |
122.40 |
120.30 |
122.35 |
+0.90 |
10,318 |
83,612 |
-1,757 |
Mar08 |
071029 |
124.75 |
126.50 |
124.40 |
126.45 |
+0.90 |
4,551 |
49,125 |
+1,167 |
May08 |
071029 |
127.60 |
128.90 |
127.60 |
128.90 |
+0.95 |
1,120 |
11,012 |
-143 |
Jul08 |
071029 |
130.00 |
131.15 |
130.00 |
131.15 |
+0.95 |
545 |
4,854 |
+168 |
Sep08 |
071029 |
133.25 |
133.25 |
133.25 |
133.25 |
+0.85 |
754 |
8,483 |
-46 |
Dec08 |
071029 |
136.00 |
136.00 |
136.00 |
136.00 |
+0.70 |
299 |
6,334 |
+80 |
Total Volume and Open Interest |
17,900 |
169,959 |
-437 |
Orange Juice(ICE) |
Nov07 |
071029 |
141.00 |
141.80 |
137.70 |
137.85 |
-3.10 |
1,064 |
2,525 |
-450 |
Jan08 |
071029 |
140.40 |
141.25 |
135.50 |
136.35 |
-2.45 |
1,730 |
17,017 |
-152 |
Mar08 |
071029 |
141.50 |
141.50 |
137.00 |
137.55 |
-2.40 |
340 |
6,713 |
+49 |
May08 |
071029 |
141.00 |
141.00 |
138.40 |
138.65 |
-1.85 |
165 |
846 |
+34 |
Jul08 |
071029 |
140.00 |
140.00 |
140.00 |
140.00 |
-1.40 |
96 |
298 |
+63 |
Sep08 |
071029 |
140.75 |
140.75 |
140.75 |
140.75 |
-0.90 |
21 |
176 |
+7 |
Total Volume and Open Interest |
3,426 |
28,688 |
-439 |
Sugar #11(ICE) |
Mar08 |
071029 |
10.14 |
10.17 |
10.06 |
10.07 |
-0.08 |
99,204 |
457,839 |
+14,868 |
May08 |
071029 |
10.17 |
10.19 |
10.13 |
10.15 |
-0.05 |
26,681 |
74,296 |
+291 |
Jul08 |
071029 |
10.11 |
10.14 |
10.11 |
10.11 |
-0.01 |
11,384 |
74,215 |
+958 |
Oct08 |
071029 |
10.44 |
10.44 |
10.42 |
10.42 |
-0.02 |
7,929 |
53,794 |
+2,052 |
Mar09 |
071029 |
10.84 |
10.84 |
10.84 |
10.84 |
+0.02 |
5,997 |
29,910 |
+1,839 |
Total Volume and Open Interest |
154,427 |
739,987 |
+21,335 |
Sugar #14(ICE) |
Jan08 |
071029 |
20.57 |
20.57 |
20.57 |
20.57 |
-0.02 |
36 |
3,599 |
-9 |
Mar08 |
071029 |
20.18 |
20.18 |
20.18 |
20.18 |
-0.02 |
10 |
3,661 |
+0 |
May08 |
071029 |
20.39 |
20.39 |
20.39 |
20.39 |
+0.02 |
0 |
2,733 |
-75 |
Jul08 |
071029 |
20.63 |
20.63 |
20.63 |
20.63 |
+0.02 |
0 |
1,103 |
+0 |
Sep08 |
071029 |
20.73 |
20.73 |
20.73 |
20.73 |
+0.03 |
200 |
898 |
+50 |
Total Volume and Open Interest |
247 |
12,061 |
-33 |
London Cocoa(LCE) |
Dec07 |
071029 |
945 |
962 |
925 |
954 |
+13 |
5,737 |
70,529 |
+263 |
Mar08 |
071029 |
956 |
980 |
944 |
973 |
+14 |
2,826 |
45,855 |
+137 |
May08 |
071029 |
961 |
985 |
955 |
984 |
+14 |
683 |
19,454 |
+82 |
Jul08 |
071029 |
967 |
997 |
967 |
996 |
+14 |
194 |
18,523 |
+48 |
Sep08 |
071029 |
994 |
1007 |
994 |
1007 |
+14 |
38 |
19,309 |
+30 |
Dec08 |
071029 |
993 |
1017 |
993 |
1015 |
+14 |
188 |
10,306 |
+129 |
Mar09 |
071029 |
1011 |
1029 |
1009 |
1026 |
+15 |
69 |
419 |
+55 |
Total Volume and Open Interest |
9,735 |
184,438 |
+744 |
London Coffee(LCE) |
Nov07 |
071029 |
2125.00 |
2172.00 |
2095.00 |
2160.00 |
+51.00 |
8,765 |
42,959 |
-1,447 |
Jan08 |
071029 |
1830.00 |
1855.00 |
1809.00 |
1843.00 |
+18.00 |
11,010 |
71,343 |
+5,732 |
Mar08 |
071029 |
1780.00 |
1808.00 |
1779.00 |
1790.00 |
-7.00 |
2,703 |
25,189 |
+1,280 |
May08 |
071029 |
1791.00 |
1809.00 |
1791.00 |
1793.00 |
-8.00 |
192 |
7,117 |
-50 |
Jul08 |
071029 |
1806.00 |
1814.00 |
1798.00 |
1798.00 |
-7.00 |
1 |
1,318 |
+0 |
Sep08 |
071029 |
1830.00 |
1830.00 |
1804.00 |
1804.00 |
-13.00 |
0 |
803 |
+0 |
Total Volume and Open Interest |
22,671 |
149,108 |
+5,515 |
London Sugar(LCE) |
Dec07 |
071029 |
283.70 |
284.00 |
281.00 |
283.40 |
+0.40 |
9,104 |
52,537 |
-1,816 |
Mar08 |
071029 |
288.70 |
289.00 |
286.10 |
288.40 |
unch |
5,153 |
31,362 |
+1,810 |
May08 |
071029 |
291.50 |
292.30 |
290.10 |
291.90 |
unch |
383 |
7,722 |
+72 |
Aug08 |
071029 |
292.00 |
292.40 |
292.00 |
292.40 |
+0.50 |
287 |
6,149 |
+37 |
Oct08 |
071029 |
299.10 |
299.50 |
299.10 |
299.50 |
+0.40 |
302 |
4,963 |
+152 |
Total Volume and Open Interest |
15,823 |
106,437 |
+556 |
Cotton(ICE) |
Dec07 |
071029 |
65.00 |
65.05 |
64.45 |
64.77 |
+0.14 |
19,334 |
130,337 |
-3,490 |
Mar08 |
071029 |
69.45 |
69.50 |
68.95 |
69.20 |
+0.05 |
10,122 |
70,974 |
+2,094 |
May08 |
071029 |
71.00 |
71.00 |
70.60 |
70.70 |
-0.21 |
1,987 |
9,676 |
+976 |
Jul08 |
071029 |
72.00 |
72.05 |
72.00 |
72.05 |
-0.26 |
1,417 |
11,305 |
+383 |
Oct08 |
071029 |
74.40 |
74.40 |
74.40 |
74.40 |
+0.15 |
0 |
345 |
+0 |
Dec08 |
071029 |
76.00 |
76.00 |
75.80 |
75.85 |
+0.12 |
4,623 |
24,329 |
+1,691 |
Total Volume and Open Interest |
37,483 |
248,412 |
+1,654 |
Lumber(CME) |
Nov07 |
071029 |
228.0 |
231.5 |
226.7 |
229.0 |
+2.7 |
316 |
2,006 |
-186 |
Jan08 |
071029 |
253.0 |
257.3 |
252.5 |
255.9 |
+3.1 |
625 |
6,069 |
+195 |
Mar08 |
071029 |
273.9 |
276.3 |
272.5 |
275.7 |
+2.4 |
47 |
953 |
+10 |
May08 |
071029 |
282.4 |
290.2 |
281.6 |
290.2 |
+8.4 |
5 |
90 |
+0 |
Total Volume and Open Interest |
994 |
9,128 |
+18 |
Crude Oil(NYM) |
Dec07 |
071029 |
92.05 |
93.80 |
91.70 |
93.53 |
+1.67 |
318,748 |
441,512 |
+4,344 |
Jan08 |
071029 |
91.20 |
92.75 |
91.00 |
92.63 |
+1.89 |
104,336 |
165,450 |
+6,217 |
Feb08 |
071029 |
90.23 |
91.75 |
90.23 |
91.66 |
+2.04 |
31,411 |
69,519 |
+2,585 |
Mar08 |
071029 |
89.40 |
90.80 |
88.80 |
90.80 |
+2.10 |
21,476 |
69,887 |
+1,562 |
Apr08 |
071029 |
89.30 |
90.02 |
89.30 |
90.02 |
+2.14 |
7,055 |
48,098 |
+1,016 |
May08 |
071029 |
88.55 |
89.30 |
88.55 |
89.30 |
+2.17 |
7,240 |
52,725 |
+1,206 |
Jun08 |
071029 |
87.10 |
88.80 |
87.10 |
88.63 |
+2.20 |
12,607 |
59,658 |
+762 |
Jul08 |
071029 |
87.99 |
87.99 |
87.99 |
87.99 |
+2.22 |
2,501 |
16,499 |
-276 |
Aug08 |
071029 |
87.40 |
87.40 |
87.40 |
87.40 |
+2.23 |
640 |
16,335 |
+325 |
Sep08 |
071029 |
85.20 |
86.83 |
85.20 |
86.83 |
+2.24 |
1,531 |
29,859 |
-852 |
Oct08 |
071029 |
86.29 |
86.29 |
86.29 |
86.29 |
+2.26 |
402 |
27,043 |
-38 |
Nov08 |
071029 |
85.78 |
85.78 |
85.78 |
85.78 |
+2.27 |
648 |
16,590 |
+271 |
Dec08 |
071029 |
83.63 |
85.32 |
83.60 |
85.32 |
+2.28 |
18,552 |
158,059 |
-71 |
Jan09 |
071029 |
84.90 |
84.90 |
84.90 |
84.90 |
+2.28 |
2,252 |
23,582 |
-73 |
Feb09 |
071029 |
84.51 |
84.51 |
84.51 |
84.51 |
+2.28 |
1,200 |
14,604 |
-167 |
Mar09 |
071029 |
84.13 |
84.13 |
84.13 |
84.13 |
+2.28 |
278 |
5,658 |
+96 |
Total Volume and Open Interest |
539,633 |
1,453,736 |
+19,067 |
Heating Oil(NYM) |
Nov07 |
071029 |
243.60 |
246.46 |
243.60 |
246.46 |
+3.21 |
22,492 |
14,402 |
-9,894 |
Dec07 |
071029 |
245.50 |
248.60 |
245.50 |
248.37 |
+3.27 |
30,893 |
106,831 |
+2,593 |
Jan08 |
071029 |
247.80 |
250.17 |
247.25 |
250.17 |
+3.37 |
7,970 |
42,496 |
+889 |
Feb08 |
071029 |
250.60 |
250.60 |
250.07 |
250.07 |
+3.42 |
2,796 |
18,320 |
+642 |
Mar08 |
071029 |
248.02 |
248.02 |
248.02 |
248.02 |
+3.57 |
1,853 |
9,799 |
+154 |
Apr08 |
071029 |
243.42 |
243.42 |
243.42 |
243.42 |
+3.67 |
1,365 |
8,062 |
-112 |
May08 |
071029 |
239.17 |
239.17 |
239.17 |
239.17 |
+3.67 |
1,252 |
4,409 |
+76 |
Jun08 |
071029 |
236.37 |
236.37 |
236.37 |
236.37 |
+3.62 |
2,460 |
13,911 |
+412 |
Jul08 |
071029 |
235.37 |
235.37 |
235.37 |
235.37 |
+3.57 |
163 |
2,852 |
+123 |
Aug08 |
071029 |
235.32 |
235.32 |
235.32 |
235.32 |
+3.52 |
82 |
778 |
+52 |
Sep08 |
071029 |
236.22 |
236.22 |
236.22 |
236.22 |
+3.52 |
161 |
2,030 |
+50 |
Oct08 |
071029 |
237.57 |
237.57 |
237.57 |
237.57 |
+3.52 |
32 |
632 |
-11 |
Total Volume and Open Interest |
73,247 |
234,728 |
-4,504 |
Gasoline(NYMEX) |
Nov07 |
071029 |
227.00 |
233.35 |
226.75 |
232.74 |
+5.34 |
24,268 |
28,610 |
-2,346 |
Dec07 |
071029 |
227.75 |
233.10 |
226.83 |
232.39 |
+4.64 |
32,980 |
76,796 |
+5,993 |
Jan08 |
071029 |
229.50 |
234.60 |
229.35 |
233.89 |
+4.64 |
6,656 |
32,205 |
+668 |
Feb08 |
071029 |
231.00 |
235.52 |
230.94 |
235.49 |
+4.59 |
3,506 |
10,946 |
+594 |
Mar08 |
071029 |
232.66 |
237.09 |
232.66 |
237.09 |
+4.49 |
2,790 |
13,860 |
+498 |
Apr08 |
071029 |
245.25 |
249.50 |
245.25 |
249.29 |
+4.39 |
1,638 |
13,159 |
-84 |
May08 |
071029 |
247.50 |
249.79 |
247.35 |
249.79 |
+4.49 |
1,509 |
7,252 |
+386 |
Jun08 |
071029 |
245.00 |
248.89 |
244.85 |
248.89 |
+4.64 |
1,785 |
8,954 |
+372 |
Jul08 |
071029 |
242.85 |
246.74 |
242.75 |
246.74 |
+4.64 |
402 |
2,451 |
-68 |
Aug08 |
071029 |
243.49 |
243.49 |
243.49 |
243.49 |
+4.64 |
322 |
1,450 |
+108 |
Total Volume and Open Interest |
77,711 |
208,216 |
+6,467 |
e-MiNY RBOB Gasoline(NYMEX) |
Nov07 |
071029 |
232.74 |
232.74 |
232.74 |
232.74 |
+5.34 |
2 |
6 |
-2 |
Dec07 |
071029 |
228.00 |
232.39 |
228.00 |
232.39 |
+4.64 |
2 |
27 |
+0 |
Jan08 |
071029 |
233.89 |
233.89 |
233.89 |
233.89 |
+4.64 |
0 |
2 |
+0 |
Feb08 |
071029 |
235.49 |
235.49 |
235.49 |
235.49 |
+4.59 |
|
|
|
Total Volume and Open Interest |
4 |
37 |
-2 |
Natural Gas(NYM) |
Nov07 |
071029 |
7.240 |
7.385 |
7.225 |
7.269 |
+0.051 |
54,483 |
13,276 |
-13,607 |
Dec07 |
071029 |
7.840 |
8.010 |
7.840 |
7.974 |
+0.166 |
27,181 |
105,299 |
+1,795 |
Jan08 |
071029 |
8.235 |
8.310 |
8.235 |
8.299 |
+0.161 |
7,306 |
87,454 |
+107 |
Feb08 |
071029 |
8.250 |
8.335 |
8.250 |
8.328 |
+0.158 |
2,583 |
32,571 |
+98 |
Mar08 |
071029 |
8.075 |
8.150 |
8.075 |
8.148 |
+0.153 |
3,470 |
48,818 |
+614 |
Apr08 |
071029 |
7.810 |
7.850 |
7.810 |
7.850 |
+0.130 |
2,845 |
40,490 |
+1,240 |
May08 |
071029 |
7.855 |
7.900 |
7.855 |
7.888 |
+0.128 |
2,518 |
32,571 |
+410 |
Jun08 |
071029 |
7.971 |
7.971 |
7.971 |
7.971 |
+0.126 |
1,170 |
19,588 |
+506 |
Jul08 |
071029 |
8.061 |
8.061 |
8.061 |
8.061 |
+0.121 |
1,390 |
15,340 |
+775 |
Aug08 |
071029 |
8.105 |
8.131 |
8.105 |
8.131 |
+0.121 |
1,206 |
13,842 |
+1,080 |
Sep08 |
071029 |
8.151 |
8.151 |
8.151 |
8.151 |
+0.120 |
1,065 |
10,783 |
+1,001 |
Oct08 |
071029 |
8.180 |
8.250 |
8.180 |
8.216 |
+0.120 |
1,446 |
34,118 |
+1,002 |
Nov08 |
071029 |
8.590 |
8.611 |
8.590 |
8.611 |
+0.120 |
114 |
20,385 |
-7 |
Dec08 |
071029 |
9.000 |
9.036 |
9.000 |
9.036 |
+0.110 |
141 |
15,350 |
+50 |
Jan09 |
071029 |
9.280 |
9.311 |
9.280 |
9.311 |
+0.110 |
36 |
34,157 |
-3 |
Feb09 |
071029 |
9.280 |
9.365 |
9.280 |
9.311 |
+0.110 |
8 |
5,011 |
+3 |
Total Volume and Open Interest |
107,810 |
749,003 |
-4,956 |
Brent Crude Oil(ICE) |
Dec07 |
071029 |
89.20 |
90.49 |
88.69 |
90.32 |
+1.63 |
107,893 |
159,217 |
-4,183 |
Jan08 |
071029 |
89.48 |
90.07 |
88.33 |
89.90 |
+1.63 |
58,521 |
142,664 |
-11,520 |
Feb08 |
071029 |
89.03 |
89.67 |
87.92 |
89.52 |
+1.70 |
22,494 |
57,692 |
-8,466 |
Mar08 |
071029 |
88.06 |
89.13 |
87.43 |
88.99 |
+1.72 |
8,001 |
27,629 |
-3,891 |
Apr08 |
071029 |
87.81 |
88.56 |
86.96 |
88.47 |
+1.77 |
4,252 |
15,938 |
-1,655 |
May08 |
071029 |
86.86 |
88.04 |
86.43 |
87.95 |
+1.79 |
2,643 |
12,449 |
-207 |
Jun08 |
071029 |
86.28 |
87.52 |
85.90 |
87.43 |
+1.82 |
3,668 |
35,398 |
-2,330 |
Jul08 |
071029 |
86.00 |
86.91 |
86.00 |
86.91 |
+1.83 |
220 |
8,280 |
+51 |
Aug08 |
071029 |
86.45 |
86.45 |
86.45 |
86.45 |
+1.88 |
0 |
4,452 |
-24 |
Sep08 |
071029 |
84.80 |
86.02 |
84.80 |
86.02 |
+1.95 |
0 |
6,687 |
-9 |
Oct08 |
071029 |
85.60 |
85.60 |
85.60 |
85.60 |
+2.03 |
0 |
8,821 |
-4 |
Nov08 |
071029 |
85.18 |
85.18 |
85.18 |
85.18 |
+2.09 |
0 |
4,241 |
+0 |
Dec08 |
071029 |
83.25 |
84.91 |
82.88 |
84.77 |
+2.14 |
9,840 |
48,079 |
+1,544 |
Jan09 |
071029 |
84.40 |
84.40 |
84.40 |
84.40 |
+2.16 |
0 |
11,397 |
+1,822 |
Total Volume and Open Interest |
218,566 |
631,484 |
-29,016 |
Gas Oil(ICE) |
Nov07 |
071029 |
763.75 |
774.00 |
760.75 |
770.25 |
+13.25 |
38,135 |
81,004 |
-3,058 |
Dec07 |
071029 |
765.00 |
775.25 |
762.25 |
771.00 |
+12.50 |
31,500 |
81,579 |
-665 |
Jan08 |
071029 |
771.00 |
779.00 |
767.25 |
775.75 |
+12.50 |
15,946 |
57,308 |
+648 |
Feb08 |
071029 |
766.75 |
773.50 |
762.75 |
769.50 |
+12.00 |
4,211 |
23,500 |
+237 |
Mar08 |
071029 |
758.25 |
765.00 |
755.00 |
761.00 |
+12.00 |
1,564 |
13,246 |
-426 |
Apr08 |
071029 |
747.75 |
755.50 |
746.75 |
751.50 |
+12.00 |
168 |
9,910 |
+0 |
May08 |
071029 |
740.00 |
747.00 |
738.00 |
743.00 |
+12.50 |
619 |
13,467 |
+217 |
Jun08 |
071029 |
732.50 |
741.75 |
729.75 |
737.75 |
+12.50 |
2,428 |
26,839 |
+83 |
Jul08 |
071029 |
736.00 |
736.00 |
735.50 |
735.50 |
+11.75 |
690 |
5,340 |
+318 |
Aug08 |
071029 |
735.75 |
735.75 |
735.75 |
735.75 |
+12.50 |
411 |
1,477 |
+67 |
Total Volume and Open Interest |
97,368 |
345,569 |
-2,784 |
US Dollar Index(ICE) |
Dec07 |
071029 |
76.930 |
77.065 |
76.770 |
76.790 |
-0.190 |
4,009 |
37,648 |
-301 |
Mar08 |
071029 |
76.980 |
77.000 |
76.750 |
76.750 |
-0.190 |
32 |
2,746 |
-19 |
Jun08 |
071029 |
76.805 |
76.825 |
76.750 |
76.750 |
-0.190 |
21 |
418 |
-18 |
Total Volume and Open Interest |
4,062 |
40,822 |
-338 |
Australian Dollar(CME) |
Dec07 |
071029 |
91.91 |
91.91 |
91.80 |
91.81 |
+0.30 |
1,969 |
85,463 |
+1,024 |
Mar08 |
071029 |
91.28 |
91.28 |
91.28 |
91.28 |
+0.30 |
0 |
485 |
+62 |
Jun08 |
071029 |
90.64 |
90.64 |
90.64 |
90.64 |
+0.30 |
0 |
356 |
+0 |
Total Volume and Open Interest |
1,969 |
86,325 |
+1,086 |
British Pound(CME) |
Dec07 |
071029 |
205.80 |
206.04 |
205.77 |
205.86 |
+0.98 |
844 |
128,750 |
+2,535 |
Mar08 |
071029 |
205.22 |
205.22 |
205.22 |
205.22 |
+0.98 |
1 |
988 |
-23 |
Jun08 |
071029 |
204.56 |
204.56 |
204.56 |
204.56 |
+0.98 |
0 |
18 |
+0 |
Total Volume and Open Interest |
845 |
129,770 |
+2,512 |
Canadian Dollar(CME) |
Dec07 |
071029 |
104.33 |
105.10 |
104.17 |
104.95 |
+1.00 |
1,566 |
133,216 |
-329 |
Mar08 |
071029 |
104.53 |
105.00 |
104.53 |
104.93 |
+1.00 |
30 |
2,395 |
+5 |
Jun08 |
071029 |
104.91 |
104.91 |
104.91 |
104.91 |
+1.01 |
25 |
1,129 |
+9 |
Sep08 |
071029 |
104.88 |
104.88 |
104.88 |
104.88 |
+1.02 |
1 |
894 |
+4 |
Total Volume and Open Interest |
1,672 |
137,843 |
-303 |
Japanese Yen(CME) |
Dec07 |
071029 |
87.63 |
87.74 |
87.58 |
87.74 |
-0.30 |
457 |
189,254 |
-3,727 |
Mar08 |
071029 |
88.59 |
88.59 |
88.59 |
88.59 |
-0.29 |
0 |
8,931 |
+61 |
Jun08 |
071029 |
89.37 |
89.37 |
89.37 |
89.37 |
-0.29 |
0 |
16,347 |
+0 |
Total Volume and Open Interest |
457 |
214,940 |
-3,666 |
Swiss Franc(CME) |
Dec07 |
071029 |
86.12 |
86.12 |
85.98 |
86.10 |
-0.06 |
542 |
71,620 |
+766 |
Mar08 |
071029 |
86.52 |
86.52 |
86.52 |
86.52 |
-0.06 |
1 |
128 |
+1 |
Jun08 |
071029 |
86.86 |
86.86 |
86.86 |
86.86 |
-0.06 |
0 |
15 |
+0 |
Total Volume and Open Interest |
543 |
71,780 |
+777 |
EuroFX(CME) |
Dec07 |
071029 |
144.13 |
144.36 |
143.89 |
144.35 |
+0.39 |
3,709 |
197,943 |
-3,895 |
Mar08 |
071029 |
144.42 |
144.42 |
144.42 |
144.42 |
+0.39 |
0 |
2,138 |
+25 |
Jun08 |
071029 |
144.46 |
144.46 |
144.46 |
144.46 |
+0.39 |
0 |
752 |
+3 |
Total Volume and Open Interest |
3,709 |
201,204 |
-3,867 |
Mexican Peso(CME) |
Nov07 |
071029 |
932.2 |
932.2 |
932.2 |
932.2 |
+2.8 |
0 |
86 |
+0 |
Dec07 |
071029 |
929.5 |
930.5 |
929.5 |
930.5 |
+2.8 |
6,945 |
115,445 |
+19,481 |
Total Volume and Open Interest |
6,967 |
118,343 |
+19,479 |
30-Year T-Bonds(CBOT) |
Dec07 |
071029 |
113~12 |
113~26 |
113~04 |
113~21 |
+0~05 |
324,913 |
963,919 |
-12,438 |
Mar08 |
071029 |
113~18 |
113~26 |
113~11 |
113~22 |
+0~05 |
297 |
9,869 |
+101 |
Jun08 |
071029 |
113~09 |
113~09 |
113~09 |
113~09 |
+0~05 |
24 |
532 |
+0 |
Total Volume and Open Interest |
325,234 |
974,349 |
-12,337 |
10-Year T-Notes(CBOT) |
Dec07 |
071029 |
110~190 |
110~250 |
110~110 |
110~210 |
+0~005 |
1,106,293 |
2,348,905 |
-77,340 |
Mar08 |
071029 |
110~045 |
110~115 |
110~010 |
110~085 |
+0~010 |
13,034 |
156,730 |
+10,479 |
Jun08 |
071029 |
109~220 |
109~285 |
109~220 |
109~285 |
+0~010 |
3 |
44 |
+0 |
Total Volume and Open Interest |
1,119,330 |
2,505,679 |
-66,861 |
5-Year T-Notes(CBOT) |
Dec07 |
071029 |
107~240 |
107~290 |
107~240 |
107~265 |
-0~025 |
525,736 |
0 |
+0 |
Mar08 |
071029 |
107~200 |
107~225 |
107~200 |
107~225 |
-0~025 |
894 |
15,445 |
+15,445 |
Jun08 |
071029 |
107~225 |
107~225 |
107~225 |
107~225 |
-0~025 |
|
|
|
Total Volume and Open Interest |
526,630 |
15,445 |
+15,445 |
2 Year T-Notes(CBOT) |
Dec07 |
071029 |
103~097 |
103~108 |
103~097 |
103~101 |
-0~011 |
2,797 |
1,005,010 |
-3,921 |
Mar08 |
071029 |
103~105 |
103~105 |
103~105 |
103~105 |
-0~011 |
|
|
|
Total Volume and Open Interest |
2,797 |
1,005,010 |
-3,921 |
Eurodollars(CME) |
Dec07 |
071029 |
95.330 |
95.335 |
95.315 |
95.315 |
-0.040 |
15,867 |
1,563,217 |
-3,229 |
Mar08 |
071029 |
95.635 |
95.655 |
95.630 |
95.635 |
-0.040 |
18,908 |
1,465,216 |
+16,467 |
Jun08 |
071029 |
95.760 |
95.795 |
95.755 |
95.770 |
-0.035 |
23,112 |
1,445,044 |
+15,785 |
Sep08 |
071029 |
95.845 |
95.880 |
95.830 |
95.845 |
-0.040 |
14,198 |
1,254,133 |
+3,188 |
Dec08 |
071029 |
95.845 |
95.885 |
95.840 |
95.850 |
-0.045 |
23,946 |
1,349,275 |
+15,470 |
Mar09 |
071029 |
95.805 |
95.825 |
95.795 |
95.795 |
-0.040 |
11,741 |
858,036 |
+15,263 |
Jun09 |
071029 |
95.685 |
95.720 |
95.680 |
95.690 |
-0.040 |
4,448 |
541,677 |
+4,059 |
Sep09 |
071029 |
95.575 |
95.615 |
95.575 |
95.585 |
-0.035 |
4,441 |
450,058 |
+8,425 |
Dec09 |
071029 |
95.465 |
95.510 |
95.465 |
95.480 |
-0.025 |
4,615 |
264,073 |
-1,545 |
Mar10 |
071029 |
95.375 |
95.430 |
95.375 |
95.395 |
-0.020 |
2,493 |
182,503 |
+800 |
Jun10 |
071029 |
95.290 |
95.340 |
95.290 |
95.315 |
-0.015 |
2,265 |
147,469 |
+786 |
Sep10 |
071029 |
95.205 |
95.260 |
95.205 |
95.235 |
-0.010 |
3,517 |
127,919 |
+562 |
Dec10 |
071029 |
95.130 |
95.185 |
95.130 |
95.155 |
-0.005 |
1,915 |
106,203 |
+1,265 |
Mar11 |
071029 |
95.065 |
95.130 |
95.065 |
95.095 |
unch |
601 |
89,510 |
-319 |
Jun11 |
071029 |
95.000 |
95.065 |
95.000 |
95.030 |
unch |
1,094 |
92,109 |
-1,582 |
Sep11 |
071029 |
94.935 |
95.000 |
94.935 |
94.970 |
+0.005 |
529 |
79,131 |
-742 |
Dec11 |
071029 |
94.865 |
94.940 |
94.865 |
94.905 |
+0.010 |
1,425 |
55,945 |
-95 |
Mar12 |
071029 |
94.815 |
94.890 |
94.815 |
94.860 |
+0.015 |
780 |
49,202 |
-604 |
Total Volume and Open Interest |
139,360 |
10,365,274 |
+79,662 |
30 Day Federal Funds(CBOT) |
Oct07 |
071029 |
3.500 |
3.505 |
3.500 |
3.505 |
-0.005 |
0 |
70,681 |
-105 |
Nov07 |
071029 |
3.745 |
3.750 |
3.740 |
3.745 |
-0.025 |
1,408 |
152,874 |
+2,349 |
Dec07 |
071029 |
3.860 |
3.860 |
3.860 |
3.860 |
-0.035 |
5 |
73,873 |
+946 |
Jan08 |
071029 |
3.925 |
3.925 |
3.915 |
3.915 |
-0.040 |
26 |
47,872 |
+3,940 |
Feb08 |
071029 |
4.045 |
4.045 |
4.035 |
4.035 |
-0.035 |
336 |
48,363 |
+1,644 |
Mar08 |
071029 |
4.070 |
4.070 |
4.070 |
4.070 |
-0.030 |
1 |
9,716 |
+405 |
Total Volume and Open Interest |
1,776 |
419,523 |
+9,414 |
30 Day Fed Funds(e-CBOT) |
Oct07 |
071029 |
95.260 |
95.260 |
95.250 |
95.250 |
-0.005 |
1,567 |
0 |
+0 |
Nov07 |
071029 |
95.520 |
95.520 |
95.485 |
95.495 |
-0.025 |
45,537 |
0 |
+0 |
Dec07 |
071029 |
95.630 |
95.630 |
95.600 |
95.610 |
-0.030 |
8,888 |
0 |
+0 |
Jan08 |
071029 |
95.690 |
95.690 |
95.655 |
95.670 |
-0.030 |
14,216 |
0 |
+0 |
Feb08 |
071029 |
95.810 |
95.810 |
95.780 |
95.790 |
-0.030 |
6,426 |
0 |
+0 |
Mar08 |
071029 |
95.840 |
95.840 |
95.810 |
95.825 |
-0.040 |
931 |
0 |
+0 |
Total Volume and Open Interest |
78,436 |
|
|
3-Mth Euro-Yen(CME) |
Dec07 |
071029 |
99.19 |
99.19 |
99.19 |
99.19 |
+0.02 |
6 |
17,466 |
+583 |
Mar08 |
071029 |
99.17 |
99.17 |
99.17 |
99.17 |
+0.01 |
0 |
6,688 |
+0 |
Jun08 |
071029 |
99.14 |
99.14 |
99.14 |
99.14 |
+0.01 |
77 |
4,041 |
-11 |
Sep08 |
071029 |
99.08 |
99.08 |
99.08 |
99.08 |
+0.01 |
0 |
4,078 |
-16 |
Dec08 |
071029 |
99.02 |
99.02 |
99.02 |
99.02 |
+0.01 |
0 |
2,253 |
+0 |
Mar09 |
071029 |
98.96 |
98.96 |
98.96 |
98.96 |
+0.01 |
0 |
432 |
+0 |
Jun09 |
071029 |
98.90 |
98.90 |
98.90 |
98.90 |
+0.01 |
0 |
156 |
+0 |
Sep09 |
071029 |
98.84 |
98.84 |
98.84 |
98.84 |
+0.01 |
|
|
|
Dec09 |
071029 |
98.76 |
98.76 |
98.76 |
98.76 |
+0.01 |
|
|
|
Mar10 |
071029 |
98.70 |
98.70 |
98.70 |
98.70 |
+0.01 |
|
|
|
Total Volume and Open Interest |
83 |
35,114 |
+556 |
3-Mth Euro-Yen(SGX) |
Dec07 |
071029 |
99.17 |
99.18 |
99.17 |
99.18 |
+0.01 |
1,737 |
65,240 |
+1,926 |
Mar08 |
071029 |
99.16 |
99.17 |
99.16 |
99.16 |
+0.01 |
2,104 |
44,892 |
+293 |
Jun08 |
071029 |
99.12 |
99.14 |
99.12 |
99.14 |
+0.01 |
613 |
16,488 |
-177 |
Sep08 |
071029 |
99.07 |
99.09 |
99.07 |
99.08 |
+0.01 |
636 |
18,182 |
+396 |
Dec08 |
071029 |
99.03 |
99.03 |
99.00 |
99.02 |
+0.01 |
104 |
9,381 |
+90 |
Mar09 |
071029 |
98.96 |
98.96 |
98.96 |
98.96 |
+0.01 |
1 |
4,928 |
+0 |
Jun09 |
071029 |
98.90 |
98.90 |
98.90 |
98.90 |
+0.01 |
0 |
1,264 |
+0 |
Sep09 |
071029 |
98.83 |
98.83 |
98.83 |
98.83 |
+0.01 |
0 |
200 |
+0 |
Total Volume and Open Interest |
5,195 |
163,025 |
+2,528 |
Japanese Gov't Bonds(SGX) |
Dec07 |
071025 |
136.25 |
136.27 |
135.98 |
136.00 |
+0.74 |
5,815 |
30,305 |
-153 |
Mar08 |
071029 |
136.05 |
136.05 |
136.05 |
136.05 |
+0.36 |
|
|
|
Jun08 |
071029 |
136.05 |
136.05 |
136.05 |
136.05 |
+0.36 |
|
|
|
Total Volume and Open Interest |
4,087 |
38,856 |
+1,048 |
Euro-Bund(EUREX) |
Dec07 |
071026 |
113.85 |
114.06 |
113.59 |
113.76 |
-0.21 |
1,445,304 |
1,556,583 |
+170,933 |
Mar08 |
071026 |
114.42 |
114.49 |
114.20 |
114.22 |
-0.22 |
166 |
7,411 |
+311 |
Jun08 |
071026 |
113.70 |
113.70 |
113.70 |
113.70 |
-0.21 |
|
|
|
Total Volume and Open Interest |
1,445,470 |
1,563,994 |
+171,244 |
Euro-Bobl(EUREX) |
Dec07 |
071026 |
108.16 |
108.29 |
108.00 |
108.10 |
-0.15 |
744,170 |
1,139,296 |
+72,661 |
Mar08 |
071026 |
108.22 |
108.41 |
108.22 |
108.28 |
-0.16 |
544 |
12,027 |
+100 |
Jun08 |
071026 |
43.02 |
43.02 |
43.02 |
43.02 |
-0.15 |
|
|
|
Total Volume and Open Interest |
744,714 |
1,151,323 |
+72,761 |
3-Mth Euribor(EUREX) |
Dec07 |
071026 |
95.515 |
95.515 |
95.505 |
95.510 |
-0.010 |
871 |
21,621 |
-1,979 |
Mar08 |
071026 |
95.715 |
95.720 |
95.705 |
95.705 |
-0.025 |
176 |
11,757 |
+1,520 |
Jun08 |
071026 |
95.780 |
95.795 |
95.765 |
95.765 |
-0.035 |
234 |
5,336 |
+64 |
Total Volume and Open Interest |
1,548 |
47,330 |
-562 |
Long Gilt(LIFFE) |
Dec07 |
071029 |
107~30 |
107~30 |
107~17 |
107~29 |
+0~02 |
69,022 |
343,518 |
-3,748 |
Mar08 |
071029 |
107~32 |
107~32 |
107~32 |
107~32 |
+0~02 |
|
|
|
Total Volume and Open Interest |
69,022 |
343,518 |
-3,748 |
3-Mth Short Sterling(LIFFE) |
Dec07 |
071029 |
93.92 |
93.92 |
93.92 |
93.92 |
-0.02 |
30,219 |
477,570 |
-3,881 |
Mar08 |
071029 |
94.22 |
94.22 |
94.22 |
94.22 |
-0.05 |
62,475 |
564,402 |
-12,705 |
Jun08 |
071029 |
94.43 |
94.43 |
94.43 |
94.43 |
-0.06 |
53,606 |
510,633 |
-7,358 |
Sep08 |
071029 |
94.55 |
94.55 |
94.55 |
94.55 |
-0.05 |
63,174 |
366,631 |
+6,138 |
Dec08 |
071029 |
94.59 |
94.59 |
94.59 |
94.59 |
-0.05 |
68,515 |
335,114 |
+10,066 |
Mar09 |
071029 |
94.59 |
94.59 |
94.59 |
94.59 |
-0.05 |
24,838 |
211,103 |
-12 |
Total Volume and Open Interest |
337,409 |
2,802,768 |
-8,928 |
3-Mth Euribor(LIFFE) |
Dec07 |
071029 |
95.510 |
95.515 |
95.485 |
95.495 |
-0.015 |
98,619 |
838,988 |
+11,231 |
Mar08 |
071029 |
95.690 |
95.720 |
95.685 |
95.695 |
-0.010 |
160,061 |
605,540 |
+23,799 |
Jun08 |
071029 |
95.760 |
95.785 |
95.745 |
95.760 |
-0.005 |
135,732 |
481,465 |
+4,393 |
Total Volume and Open Interest |
788,934 |
3,515,095 |
+81,312 |
3-Mth Aus T-Bills(SFE) |
Dec07 |
071029 |
92.88 |
92.90 |
92.88 |
92.89 |
unch |
9,309 |
427,110 |
+6,034 |
Mar08 |
071029 |
92.74 |
92.76 |
92.73 |
92.75 |
-0.01 |
6,902 |
307,664 |
+3,414 |
Jun08 |
071029 |
92.68 |
92.71 |
92.67 |
92.69 |
-0.02 |
9,137 |
151,580 |
+8,074 |
Sep08 |
071029 |
92.68 |
92.70 |
92.66 |
92.69 |
-0.02 |
4,270 |
111,074 |
+4,152 |
Dec08 |
071029 |
92.71 |
92.73 |
92.70 |
92.72 |
-0.02 |
880 |
56,116 |
+778 |
Mar09 |
071029 |
92.75 |
92.75 |
92.73 |
92.74 |
-0.03 |
425 |
43,739 |
+270 |
Jun09 |
071029 |
92.77 |
92.78 |
92.75 |
92.77 |
-0.03 |
632 |
36,303 |
+878 |
Sep09 |
071029 |
92.78 |
92.78 |
92.76 |
92.78 |
-0.04 |
368 |
9,684 |
+217 |
Dec09 |
071029 |
92.81 |
92.81 |
92.79 |
92.79 |
-0.03 |
100 |
1,043 |
+99 |
Mar10 |
071029 |
92.81 |
92.81 |
92.81 |
92.81 |
-0.02 |
1 |
273 |
+0 |
Total Volume and Open Interest |
32,024 |
1,144,599 |
+23,916 |
10-Year Aus T-Bonds(SFE) |
Dec07 |
071029 |
93.90 |
93.91 |
93.86 |
93.87 |
-0.05 |
40,386 |
580,935 |
+26,900 |
Mar08 |
071029 |
93.87 |
93.87 |
93.87 |
93.87 |
-0.05 |
|
|
|
Total Volume and Open Interest |
40,386 |
580,935 |
+26,900 |
3-Year Aus T-Bonds(SFE) |
Dec07 |
071029 |
93.46 |
93.46 |
93.42 |
93.43 |
-0.04 |
78,276 |
745,656 |
+48,117 |
Mar08 |
071029 |
93.43 |
93.43 |
93.43 |
93.43 |
-0.04 |
|
|
|
Total Volume and Open Interest |
78,276 |
745,656 |
+48,117 |
Gold(CMX) |
Oct07 |
071029 |
789.1 |
789.1 |
789.1 |
789.1 |
+5.2 |
81 |
107 |
+18 |
Dec07 |
071029 |
792.5 |
795.0 |
789.0 |
792.6 |
+5.1 |
98,805 |
317,593 |
+7,461 |
Feb08 |
071029 |
801.0 |
801.0 |
795.8 |
799.1 |
+5.2 |
7,510 |
53,368 |
+5,239 |
Apr08 |
071029 |
804.0 |
806.0 |
804.0 |
805.1 |
+5.3 |
240 |
25,672 |
+6 |
Jun08 |
071029 |
811.0 |
811.0 |
811.0 |
811.0 |
+5.4 |
466 |
24,188 |
+271 |
Aug08 |
071029 |
816.7 |
816.7 |
816.7 |
816.7 |
+5.5 |
560 |
19,599 |
+404 |
Oct08 |
071029 |
822.4 |
822.4 |
822.4 |
822.4 |
+5.6 |
100 |
3,236 |
-100 |
Dec08 |
071029 |
828.1 |
828.1 |
828.1 |
828.1 |
+5.8 |
453 |
24,217 |
+63 |
Feb09 |
071029 |
834.0 |
834.0 |
834.0 |
834.0 |
+5.9 |
460 |
17,900 |
+400 |
Apr09 |
071029 |
839.6 |
839.6 |
839.6 |
839.6 |
+6.0 |
525 |
5,269 |
+0 |
Jun09 |
071029 |
845.4 |
845.4 |
845.4 |
845.4 |
+6.1 |
273 |
9,358 |
+246 |
Aug09 |
071029 |
851.3 |
851.3 |
851.3 |
851.3 |
+6.2 |
1 |
1 |
+0 |
Total Volume and Open Interest |
110,012 |
519,336 |
+14,112 |
Silver(CMX) |
Dec07 |
071029 |
1448.0 |
1454.0 |
1429.0 |
1443.0 |
+15.0 |
27,666 |
79,484 |
+1,254 |
Mar08 |
071029 |
1468.0 |
1468.0 |
1451.0 |
1460.9 |
+15.1 |
2,224 |
16,748 |
+513 |
May08 |
071029 |
1470.0 |
1471.7 |
1470.0 |
1471.7 |
+15.2 |
860 |
7,396 |
+796 |
Jul08 |
071029 |
1487.0 |
1487.0 |
1473.0 |
1482.1 |
+15.4 |
55 |
5,456 |
-4 |
Sep08 |
071029 |
1492.6 |
1492.6 |
1492.6 |
1492.6 |
+15.7 |
93 |
2,117 |
+25 |
Dec08 |
071029 |
1505.0 |
1507.9 |
1505.0 |
1507.9 |
+16.0 |
315 |
8,199 |
+133 |
Mar09 |
071029 |
1522.8 |
1522.8 |
1522.8 |
1522.8 |
+16.2 |
1 |
243 |
+0 |
Total Volume and Open Interest |
31,335 |
129,215 |
+2,713 |
Platinum(NYMEX) |
Jan08 |
071029 |
1472.0 |
1472.0 |
1462.0 |
1465.5 |
-3.6 |
644 |
15,346 |
+31 |
Apr08 |
071029 |
1470.5 |
1470.5 |
1470.5 |
1470.5 |
+1.4 |
8 |
163 |
+8 |
Jul08 |
071029 |
1481.1 |
1481.1 |
1481.1 |
1481.1 |
|
|
|
|
Oct08 |
071029 |
1461.9 |
1461.9 |
1461.9 |
1461.9 |
unch |
|
|
|
Total Volume and Open Interest |
663 |
15,678 |
+32 |
Palladium(NYMEX) |
Dec07 |
071029 |
375.00 |
376.25 |
374.00 |
375.20 |
-0.55 |
3,086 |
13,231 |
-311 |
Mar08 |
071029 |
380.00 |
380.00 |
379.90 |
379.90 |
-0.40 |
20 |
1,315 |
+14 |
Jun08 |
071029 |
384.15 |
384.15 |
384.15 |
384.15 |
-0.40 |
2 |
1,267 |
+0 |
Total Volume and Open Interest |
3,110 |
16,611 |
-297 |
Copper(CMX) |
Dec07 |
071029 |
356.75 |
357.00 |
352.00 |
352.10 |
-1.65 |
6,423 |
54,183 |
-171 |
Mar08 |
071029 |
353.95 |
353.95 |
353.40 |
353.65 |
-1.35 |
1,533 |
16,263 |
+649 |
May08 |
071029 |
352.55 |
352.55 |
352.55 |
352.55 |
-1.15 |
74 |
4,700 |
+8 |
Jul08 |
071029 |
350.70 |
350.70 |
350.70 |
350.70 |
-0.85 |
29 |
2,080 |
-5 |
Sep08 |
071029 |
348.25 |
348.25 |
348.25 |
348.25 |
-0.55 |
12 |
762 |
+0 |
Total Volume and Open Interest |
8,744 |
86,799 |
+572 |
Aluminum(CMX) |
Oct07 |
071029 |
111.75 |
111.75 |
111.75 |
111.75 |
-0.50 |
|
|
|
Nov07 |
071029 |
112.50 |
112.50 |
112.50 |
112.50 |
-0.50 |
|
|
|
Dec07 |
071029 |
113.25 |
113.25 |
113.25 |
113.25 |
-0.50 |
|
|
|
Jan08 |
071029 |
113.25 |
113.25 |
113.25 |
113.25 |
-0.50 |
|
|
|
Feb08 |
071029 |
113.25 |
113.25 |
113.25 |
113.25 |
-0.50 |
|
|
|
Mar08 |
071029 |
113.25 |
113.25 |
113.25 |
113.25 |
-0.50 |
|
|
|
Total Volume and Open Interest |
|
|
|
DJIA Index(CBOT) |
Dec07 |
071029 |
13895 |
13934 |
13860 |
13907 |
+59 |
2,122 |
33,549 |
+263 |
Mar08 |
071029 |
13987 |
13987 |
13987 |
13987 |
+59 |
10 |
110 |
-1 |
Jun08 |
071029 |
14046 |
14046 |
14046 |
14046 |
+59 |
0 |
2 |
+0 |
Sep08 |
071029 |
14126 |
14126 |
14126 |
14126 |
+59 |
0 |
1 |
+0 |
Total Volume and Open Interest |
2,132 |
33,662 |
+262 |
S & P 500(CME) |
Dec07 |
071029 |
1545.50 |
1550.70 |
1542.20 |
1547.00 |
+4.40 |
26,309 |
587,242 |
-1,057 |
Mar08 |
071029 |
1557.30 |
1558.00 |
1555.70 |
1557.10 |
+4.70 |
2,663 |
18,709 |
+1,439 |
Jun08 |
071029 |
1563.50 |
1566.60 |
1563.50 |
1566.60 |
+5.20 |
1,315 |
2,964 |
+430 |
Sep08 |
071029 |
1576.50 |
1576.50 |
1576.50 |
1576.50 |
+5.20 |
0 |
40 |
+0 |
Total Volume and Open Interest |
30,387 |
612,504 |
+812 |
S & P 500 E-Mini(Globex) |
Dec07 |
071029 |
1542.00 |
1551.00 |
1540.75 |
1547.00 |
+4.50 |
1,550,975 |
2,022,750 |
+7,496 |
Mar08 |
071029 |
1554.75 |
1560.50 |
1552.50 |
1557.00 |
+4.50 |
1,268 |
17,399 |
+677 |
Total Volume and Open Interest |
1,552,243 |
2,040,150 |
+8,173 |
NASDAQ 100(CME) |
Dec07 |
071029 |
2217.50 |
2224.00 |
2204.50 |
2215.50 |
+8.20 |
4,877 |
55,808 |
+1,280 |
Mar08 |
071029 |
2238.00 |
2238.00 |
2238.00 |
2238.00 |
+8.20 |
0 |
2 |
+0 |
Jun08 |
071029 |
2265.00 |
2265.00 |
2265.00 |
2265.00 |
+8.20 |
|
|
|
Total Volume and Open Interest |
4,877 |
55,810 |
+1,255 |
NASDAQ 100 E-Mini(Globex) |
Dec07 |
071029 |
2207.50 |
2230.30 |
2204.30 |
2215.50 |
+8.20 |
388,228 |
421,231 |
+3,194 |
Mar08 |
071029 |
2251.50 |
2251.50 |
2227.80 |
2238.00 |
+8.20 |
56 |
218 |
-2 |
Total Volume and Open Interest |
388,284 |
421,449 |
+3,192 |
S & P Midcap 400(CME) |
Dec07 |
071029 |
903.00 |
904.25 |
899.50 |
903.90 |
+2.00 |
224 |
6,421 |
-60 |
Mar08 |
071029 |
910.65 |
910.65 |
910.65 |
910.65 |
+2.00 |
|
|
|
Jun08 |
071029 |
920.35 |
920.35 |
920.35 |
920.35 |
+2.00 |
|
|
|
Total Volume and Open Interest |
224 |
6,476 |
-60 |
Russell 2000(CME) |
Dec07 |
071029 |
828.50 |
831.00 |
821.75 |
826.20 |
-0.50 |
1,284 |
33,216 |
-57 |
Mar08 |
071029 |
830.70 |
830.70 |
830.70 |
830.70 |
-0.50 |
0 |
24 |
-2 |
Jun08 |
071029 |
837.40 |
837.40 |
837.40 |
837.40 |
-0.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,284 |
33,251 |
-59 |
Russell 2000 E-Mini(Globex) |
Dec07 |
071029 |
826.40 |
831.10 |
820.30 |
826.20 |
-0.50 |
203,452 |
575,125 |
-1,064 |
Mar08 |
071029 |
830.50 |
835.30 |
825.10 |
830.70 |
-0.50 |
115 |
557 |
-2 |
Jun08 |
071029 |
837.40 |
837.40 |
837.40 |
837.40 |
-0.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
203,567 |
575,684 |
-1,066 |
Value Line(KCBT) |
Dec07 |
071029 |
2242.00 |
2242.00 |
2242.00 |
2242.00 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
Nikkei 225(CME) |
Dec07 |
071029 |
16620 |
16795 |
16620 |
16725 |
+235 |
64,581 |
251,948 |
+1,790 |
Mar08 |
071029 |
16690 |
16825 |
16690 |
16735 |
+190 |
0 |
592 |
+0 |
Total Volume and Open Interest |
64,581 |
252,704 |
+1,784 |
Nikkei 225(SGX) |
Dec07 |
071029 |
16620 |
16795 |
16620 |
16725 |
+235 |
64,581 |
251,948 |
+1,790 |
Mar08 |
071029 |
16690 |
16825 |
16690 |
16735 |
+190 |
0 |
592 |
+0 |
Jun08 |
071029 |
16680 |
16680 |
16680 |
16680 |
+195 |
0 |
1 |
+0 |
Total Volume and Open Interest |
64,581 |
252,704 |
+1,784 |
CAC 40(EURONEXT) |
Nov07 |
071029 |
5845.5 |
5854.0 |
5820.0 |
5836.0 |
+42.0 |
111,939 |
394,875 |
-13,606 |
Dec07 |
071029 |
5863.0 |
5870.5 |
5845.5 |
5855.5 |
+42.0 |
911 |
53,626 |
+78 |
Jan08 |
071029 |
5876.5 |
5876.5 |
5876.5 |
5876.5 |
+42.0 |
1 |
5 |
+1 |
Total Volume and Open Interest |
112,866 |
450,192 |
-13,512 |
Hang Seng Index(HKFE) |
Oct07 |
071029 |
31000 |
31799 |
30933 |
31772 |
+1382 |
99,654 |
102,834 |
-11,227 |
Nov07 |
071029 |
31226 |
31830 |
30987 |
31779 |
+1348 |
35,407 |
34,909 |
+20,954 |
Dec07 |
071029 |
31180 |
31915 |
31100 |
31888 |
+1311 |
561 |
13,167 |
+139 |
Total Volume and Open Interest |
135,636 |
151,725 |
+9,866 |
DAX(EUREX) |
Dec07 |
071029 |
8067.0 |
8072.0 |
8033.0 |
8057.0 |
+65.0 |
151,540 |
278,203 |
+2,183 |
Mar08 |
071029 |
8145.0 |
8145.0 |
8117.5 |
8137.0 |
+64.5 |
1,452 |
6,969 |
+82 |
Jun08 |
071029 |
8215.0 |
8224.0 |
8201.5 |
8216.0 |
+65.5 |
39 |
6,784 |
+15 |
Total Volume and Open Interest |
153,031 |
291,956 |
+2,280 |
FT-SE 100(EURONEXT) |
Dec07 |
071029 |
6753.00 |
6754.50 |
6705.00 |
6734.00 |
+38.50 |
96,939 |
482,958 |
+4,326 |
Mar08 |
071029 |
6765.00 |
6765.00 |
6740.50 |
6756.00 |
+39.00 |
56 |
5,424 |
+5 |
Jun08 |
071029 |
6783.50 |
6795.00 |
6783.50 |
6791.50 |
+40.00 |
2 |
36 |
+0 |
Total Volume and Open Interest |
96,997 |
488,918 |
+4,331 |
SPI 200(SFE) |
Dec07 |
071029 |
241.4 |
270.4 |
228.4 |
268.4 |
+96.0 |
17,530 |
279,237 |
+3,431 |
Mar08 |
071029 |
287.4 |
287.4 |
287.4 |
287.4 |
+97.0 |
17 |
1,605 |
-286 |
Jun08 |
071029 |
340.4 |
340.4 |
340.4 |
340.4 |
+96.0 |
32 |
1,376 |
+32 |
Total Volume and Open Interest |
17,684 |
283,174 |
+3,072 |
GSCI(CME) |
Nov07 |
071029 |
590.60 |
595.70 |
590.50 |
595.30 |
+9.80 |
198 |
21,947 |
-23 |
Dec07 |
071029 |
597.00 |
597.00 |
597.00 |
597.00 |
+11.00 |
0 |
7 |
+0 |
Jan08 |
071029 |
594.00 |
594.00 |
594.00 |
594.00 |
+11.00 |
|
|
|
Total Volume and Open Interest |
198 |
21,954 |
-23 |
RJ/CRB Index(ICE) |
Nov07 |
071029 |
452.50 |
454.00 |
450.00 |
454.00 |
+4.00 |
10 |
705 |
-2 |
Jan08 |
071029 |
456.00 |
457.00 |
454.00 |
457.00 |
+3.00 |
8 |
727 |
+1 |
Feb08 |
071029 |
454.00 |
458.00 |
454.00 |
458.00 |
+3.00 |
1 |
418 |
+0 |
Total Volume and Open Interest |
19 |
1,889 |
-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. |
|
|