 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Wed November 07, 2007 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov07 |
071107 |
1033.00 |
1035.00 |
1018.50 |
1024.50 |
-5.00 |
1,536 |
7,636 |
-1,746 |
Jan08 |
071107 |
1047.00 |
1051.00 |
1031.00 |
1038.50 |
-6.00 |
17,348 |
287,347 |
+7,220 |
Mar08 |
071107 |
1062.00 |
1065.00 |
1046.00 |
1053.00 |
-6.00 |
3,949 |
86,465 |
+5,084 |
May08 |
071107 |
1064.50 |
1068.00 |
1049.50 |
1056.75 |
-4.25 |
1,337 |
41,290 |
+1,605 |
Jul08 |
071107 |
1068.00 |
1070.00 |
1055.00 |
1059.25 |
-5.25 |
3,504 |
52,965 |
+1,389 |
Aug08 |
071107 |
1054.00 |
1054.00 |
1040.00 |
1043.00 |
-3.00 |
25 |
1,665 |
+55 |
Sep08 |
071107 |
1018.00 |
1018.00 |
1006.00 |
1006.00 |
-6.00 |
29 |
1,047 |
+21 |
Total Volume and Open Interest |
33,010 |
573,525 |
+15,628 |
Soybean Meal(CBOT) |
Dec07 |
071107 |
285.00 |
285.70 |
280.50 |
281.90 |
-2.70 |
6,192 |
86,539 |
+1,374 |
Jan08 |
071107 |
285.50 |
285.50 |
281.00 |
282.60 |
-2.40 |
6,289 |
34,307 |
+23 |
Mar08 |
071107 |
288.00 |
288.50 |
283.50 |
285.10 |
-2.60 |
2,358 |
42,974 |
+864 |
May08 |
071107 |
287.50 |
288.00 |
283.80 |
286.00 |
-1.70 |
1,341 |
30,994 |
+311 |
Jul08 |
071107 |
287.50 |
287.50 |
283.80 |
285.50 |
-2.10 |
912 |
26,614 |
+2 |
Aug08 |
071107 |
282.00 |
282.00 |
277.50 |
277.50 |
-3.20 |
150 |
4,808 |
+17 |
Sep08 |
071107 |
270.00 |
270.50 |
268.00 |
268.00 |
-2.70 |
171 |
4,440 |
+39 |
Oct08 |
071107 |
255.00 |
255.50 |
253.50 |
253.50 |
-3.00 |
221 |
3,391 |
+142 |
Total Volume and Open Interest |
19,973 |
247,552 |
+4,507 |
Soybean Oil(CBOT) |
Dec07 |
071107 |
44.00 |
44.02 |
43.35 |
43.64 |
+0.02 |
8,964 |
99,224 |
-1,399 |
Jan08 |
071107 |
44.50 |
44.52 |
43.89 |
44.13 |
+0.06 |
6,402 |
91,635 |
+1,141 |
Mar08 |
071107 |
45.00 |
45.00 |
44.43 |
44.67 |
+0.05 |
3,430 |
39,493 |
+459 |
May08 |
071107 |
45.30 |
45.30 |
44.99 |
45.00 |
-0.01 |
1,082 |
21,007 |
+104 |
Jul08 |
071107 |
45.66 |
45.66 |
45.20 |
45.28 |
-0.02 |
2,169 |
18,692 |
-536 |
Aug08 |
071107 |
45.35 |
45.35 |
45.15 |
45.20 |
+0.05 |
12 |
3,043 |
+7 |
Sep08 |
071107 |
45.25 |
45.25 |
45.10 |
45.10 |
+0.05 |
60 |
3,178 |
+22 |
Oct08 |
071107 |
45.45 |
45.45 |
44.75 |
44.75 |
-0.05 |
465 |
3,587 |
+150 |
Total Volume and Open Interest |
25,201 |
298,346 |
+462 |
Canola(WCE) |
Nov07 |
071107 |
432.7 |
432.7 |
423.6 |
430.0 |
-2.5 |
88 |
101 |
-74 |
Jan08 |
071107 |
443.5 |
445.6 |
438.2 |
441.3 |
-2.2 |
9,472 |
96,774 |
-61 |
Mar08 |
071107 |
454.0 |
454.0 |
448.3 |
451.1 |
-1.7 |
544 |
10,851 |
+320 |
May08 |
071107 |
459.4 |
461.8 |
458.8 |
461.2 |
-1.4 |
145 |
4,902 |
+72 |
Jul08 |
071107 |
470.8 |
471.8 |
465.7 |
468.3 |
-2.0 |
524 |
7,213 |
-67 |
Total Volume and Open Interest |
11,624 |
135,536 |
+526 |
Corn(CBOT) |
Dec07 |
071107 |
390.00 |
390.50 |
382.25 |
384.25 |
-1.50 |
24,311 |
465,963 |
-8,657 |
Mar08 |
071107 |
407.00 |
407.50 |
399.50 |
401.25 |
-1.75 |
17,921 |
294,345 |
+14,698 |
May08 |
071107 |
416.00 |
416.50 |
409.75 |
411.75 |
-1.25 |
1,569 |
63,116 |
+2,016 |
Jul08 |
071107 |
425.50 |
426.00 |
418.50 |
420.50 |
-1.50 |
2,730 |
125,767 |
+3,313 |
Sep08 |
071107 |
430.50 |
430.50 |
424.50 |
426.25 |
-1.50 |
472 |
20,978 |
+439 |
Dec08 |
071107 |
435.50 |
436.00 |
429.00 |
432.50 |
-1.00 |
5,375 |
204,227 |
+7,676 |
Total Volume and Open Interest |
53,492 |
1,231,913 |
+21,728 |
Wheat(CBOT) |
Dec07 |
071107 |
804.00 |
808.00 |
786.00 |
787.75 |
-9.25 |
7,302 |
157,337 |
-3,676 |
Mar08 |
071107 |
828.00 |
828.00 |
807.00 |
808.00 |
-12.50 |
6,676 |
117,268 |
+5,723 |
May08 |
071107 |
799.00 |
799.00 |
786.50 |
787.00 |
-8.00 |
378 |
16,395 |
+178 |
Jul08 |
071107 |
693.00 |
694.50 |
682.00 |
691.50 |
+5.50 |
1,830 |
77,536 |
+974 |
Sep08 |
071107 |
700.00 |
702.00 |
693.00 |
701.00 |
+6.50 |
197 |
13,511 |
+33 |
Total Volume and Open Interest |
17,008 |
422,152 |
+4,066 |
Wheat(KCBT) |
Dec07 |
071107 |
827.00 |
830.00 |
809.00 |
811.25 |
-11.00 |
10,838 |
61,121 |
-605 |
Mar08 |
071107 |
838.00 |
839.00 |
820.00 |
823.00 |
-9.50 |
8,347 |
46,246 |
+2,999 |
May08 |
071107 |
808.00 |
808.00 |
790.00 |
790.00 |
-10.00 |
579 |
3,095 |
+298 |
Jul08 |
071107 |
709.00 |
709.00 |
693.00 |
702.00 |
+2.25 |
1,760 |
21,835 |
+255 |
Sep08 |
071107 |
705.00 |
707.50 |
695.00 |
702.50 |
+2.50 |
279 |
3,950 |
+30 |
Total Volume and Open Interest |
22,181 |
140,789 |
+3,023 |
Wheat(MGE) |
Dec07 |
071107 |
855.00 |
858.00 |
839.00 |
843.00 |
-5.00 |
4,289 |
19,978 |
-1,097 |
Mar08 |
071107 |
850.00 |
852.00 |
835.00 |
839.50 |
-3.25 |
3,118 |
33,819 |
+748 |
May08 |
071107 |
822.00 |
822.00 |
808.00 |
815.00 |
+4.00 |
58 |
3,432 |
-4 |
Jul08 |
071107 |
755.00 |
757.00 |
751.00 |
751.00 |
-1.00 |
39 |
1,734 |
-6 |
Sep08 |
071107 |
707.00 |
715.00 |
703.00 |
715.00 |
+6.00 |
107 |
3,681 |
+65 |
Total Volume and Open Interest |
7,721 |
66,678 |
-277 |
Oats(CBOT) |
Dec07 |
071107 |
299.00 |
299.00 |
290.00 |
295.25 |
-1.50 |
603 |
7,856 |
-187 |
Mar08 |
071107 |
310.00 |
311.00 |
305.50 |
309.00 |
-1.00 |
445 |
6,110 |
+346 |
May08 |
071107 |
315.00 |
318.00 |
315.00 |
318.00 |
+2.00 |
1 |
302 |
+4 |
Jul08 |
071107 |
314.00 |
314.00 |
314.00 |
314.00 |
+3.00 |
9 |
99 |
+10 |
Total Volume and Open Interest |
1,080 |
14,480 |
+204 |
Rough Rice(CBOT) |
Nov07 |
071107 |
12.36 |
12.36 |
12.36 |
12.36 |
-0.17 |
29 |
23 |
-66 |
Jan08 |
071107 |
12.74 |
12.74 |
12.62 |
12.64 |
-0.09 |
356 |
12,402 |
+127 |
Mar08 |
071107 |
12.92 |
12.92 |
12.87 |
12.92 |
-0.08 |
30 |
3,312 |
-42 |
May08 |
071107 |
13.00 |
13.06 |
13.00 |
13.06 |
-0.04 |
40 |
448 |
+64 |
Total Volume and Open Interest |
598 |
18,132 |
+83 |
Live Cattle(CME) |
Dec07 |
071107 |
95.650 |
95.750 |
94.700 |
94.885 |
-0.865 |
13,857 |
104,029 |
-4,078 |
Feb08 |
071107 |
98.700 |
98.700 |
97.950 |
98.050 |
-0.750 |
11,837 |
66,164 |
+2,161 |
Apr08 |
071107 |
98.650 |
98.750 |
98.035 |
98.480 |
-0.450 |
5,174 |
36,857 |
+1,093 |
Jun08 |
071107 |
94.150 |
94.250 |
93.450 |
93.830 |
-0.470 |
1,795 |
15,972 |
-7 |
Aug08 |
071107 |
94.100 |
94.250 |
93.650 |
93.850 |
-0.550 |
435 |
9,315 |
+51 |
Oct08 |
071107 |
97.100 |
97.350 |
97.100 |
97.230 |
-0.520 |
57 |
1,778 |
+15 |
Total Volume and Open Interest |
33,291 |
237,546 |
-735 |
Feeder Cattle(CME) |
Nov07 |
071107 |
108.050 |
108.200 |
107.400 |
107.750 |
-0.480 |
1,130 |
3,694 |
-417 |
Jan08 |
071107 |
108.080 |
108.150 |
107.100 |
107.180 |
-0.900 |
2,529 |
13,767 |
+360 |
Mar08 |
071107 |
108.150 |
108.150 |
107.450 |
107.930 |
-0.705 |
289 |
3,511 |
+64 |
Apr08 |
071107 |
110.300 |
110.500 |
109.500 |
109.900 |
-0.650 |
352 |
1,751 |
-102 |
May08 |
071107 |
111.250 |
111.250 |
110.650 |
111.100 |
-0.580 |
246 |
2,609 |
+181 |
Aug08 |
071107 |
112.500 |
112.500 |
111.900 |
112.250 |
-0.750 |
141 |
1,055 |
+37 |
Sep08 |
071107 |
112.000 |
112.000 |
112.000 |
112.000 |
-0.250 |
0 |
63 |
+0 |
Total Volume and Open Interest |
4,687 |
26,452 |
+123 |
Lean Hogs(CME) |
Dec07 |
071107 |
51.400 |
51.800 |
50.950 |
51.485 |
+0.355 |
11,006 |
87,981 |
-1,041 |
Feb08 |
071107 |
59.400 |
59.650 |
58.900 |
59.000 |
-0.350 |
8,138 |
46,379 |
+1,829 |
Apr08 |
071107 |
65.050 |
65.350 |
64.900 |
65.100 |
-0.035 |
3,642 |
27,025 |
+869 |
May08 |
071107 |
71.600 |
71.950 |
71.600 |
71.950 |
+0.050 |
45 |
2,225 |
+0 |
Jun08 |
071107 |
75.600 |
75.725 |
75.250 |
75.680 |
+0.030 |
1,486 |
17,824 |
-21 |
Jul08 |
071107 |
74.850 |
75.180 |
74.800 |
75.100 |
+0.100 |
424 |
5,301 |
-167 |
Aug08 |
071107 |
72.930 |
73.300 |
72.900 |
73.100 |
+0.170 |
121 |
4,271 |
-1 |
Oct08 |
071107 |
67.300 |
67.500 |
67.250 |
67.500 |
+0.200 |
306 |
4,237 |
+207 |
Total Volume and Open Interest |
25,538 |
199,598 |
+2,001 |
Pork Bellies(CME) |
Feb08 |
071107 |
85.285 |
85.950 |
84.450 |
84.750 |
-0.450 |
168 |
1,442 |
-21 |
Mar08 |
071107 |
85.285 |
85.300 |
84.300 |
84.500 |
-0.550 |
2 |
282 |
+1 |
May08 |
071107 |
86.100 |
86.100 |
86.100 |
86.100 |
unch |
0 |
164 |
+0 |
Jul08 |
071107 |
86.800 |
86.800 |
86.300 |
86.300 |
+0.250 |
2 |
128 |
+2 |
Aug08 |
071107 |
85.700 |
85.700 |
85.700 |
85.700 |
+0.700 |
0 |
50 |
+0 |
Total Volume and Open Interest |
172 |
2,066 |
-18 |
Class III Milk(CME) |
Nov07 |
071107 |
19.02 |
19.15 |
19.02 |
19.15 |
+0.22 |
125 |
4,316 |
-95 |
Dec07 |
071107 |
18.15 |
18.27 |
18.12 |
18.25 |
+0.35 |
218 |
4,101 |
+7 |
Jan08 |
071107 |
17.04 |
17.10 |
17.04 |
17.07 |
+0.27 |
106 |
2,702 |
-1 |
Feb08 |
071107 |
16.45 |
16.50 |
16.40 |
16.42 |
+0.16 |
100 |
2,418 |
+25 |
Mar08 |
071107 |
16.35 |
16.35 |
16.35 |
16.35 |
+0.15 |
35 |
2,207 |
-3 |
Total Volume and Open Interest |
683 |
30,328 |
-78 |
Cocoa(ICE) |
Dec07 |
071107 |
1970 |
1976 |
1940 |
1941 |
-1 |
7,830 |
31,446 |
-4,654 |
Mar08 |
071107 |
1979 |
1986 |
1953 |
1954 |
unch |
8,037 |
63,701 |
+3,072 |
May08 |
071107 |
1956 |
1956 |
1956 |
1956 |
unch |
614 |
15,726 |
+198 |
Jul08 |
071107 |
1964 |
1964 |
1964 |
1964 |
unch |
435 |
4,497 |
+295 |
Sep08 |
071107 |
1976 |
1976 |
1976 |
1976 |
-2 |
53 |
3,437 |
+4 |
Dec08 |
071107 |
1995 |
1995 |
1995 |
1995 |
-4 |
513 |
14,317 |
+119 |
Mar09 |
071107 |
2015 |
2015 |
2015 |
2015 |
-7 |
14 |
3,334 |
+11 |
Total Volume and Open Interest |
17,496 |
137,788 |
-955 |
Coffee "C"(ICE) |
Dec07 |
071107 |
122.15 |
122.15 |
120.30 |
120.45 |
-0.25 |
9,896 |
62,919 |
-3,187 |
Mar08 |
071107 |
126.30 |
126.30 |
124.50 |
124.65 |
-0.20 |
3,876 |
60,852 |
+1,004 |
May08 |
071107 |
127.25 |
127.25 |
127.25 |
127.25 |
-0.20 |
2,601 |
12,940 |
+1,454 |
Jul08 |
071107 |
131.25 |
131.25 |
129.85 |
129.85 |
-0.10 |
539 |
4,797 |
-233 |
Sep08 |
071107 |
132.30 |
132.30 |
132.30 |
132.30 |
unch |
264 |
8,775 |
-7 |
Dec08 |
071107 |
136.50 |
136.50 |
135.40 |
135.40 |
-0.05 |
894 |
6,194 |
-340 |
Total Volume and Open Interest |
18,481 |
163,302 |
-1,529 |
Orange Juice(ICE) |
Nov07 |
071107 |
140.05 |
142.50 |
140.05 |
142.50 |
+2.20 |
86 |
203 |
-79 |
Jan08 |
071107 |
136.50 |
142.00 |
136.50 |
139.85 |
+2.95 |
719 |
17,085 |
-43 |
Mar08 |
071107 |
142.00 |
142.00 |
140.25 |
140.25 |
+2.75 |
114 |
7,158 |
+19 |
May08 |
071107 |
140.00 |
140.00 |
140.00 |
140.00 |
+2.75 |
113 |
1,043 |
-3 |
Jul08 |
071107 |
140.50 |
140.50 |
140.50 |
140.50 |
+2.25 |
61 |
394 |
+13 |
Sep08 |
071107 |
141.00 |
141.00 |
141.00 |
141.00 |
+2.25 |
14 |
195 |
+1 |
Total Volume and Open Interest |
1,119 |
27,190 |
-91 |
Sugar #11(ICE) |
Mar08 |
071107 |
10.17 |
10.19 |
10.11 |
10.15 |
+0.10 |
55,634 |
438,485 |
-1,490 |
May08 |
071107 |
10.37 |
10.37 |
10.30 |
10.34 |
+0.11 |
12,885 |
91,216 |
+3,539 |
Jul08 |
071107 |
10.33 |
10.34 |
10.28 |
10.34 |
+0.10 |
3,708 |
77,346 |
+839 |
Oct08 |
071107 |
10.70 |
10.70 |
10.68 |
10.68 |
+0.06 |
4,440 |
59,524 |
+1,061 |
Mar09 |
071107 |
11.22 |
11.23 |
11.22 |
11.23 |
+0.02 |
4,496 |
38,748 |
+2,620 |
Total Volume and Open Interest |
83,538 |
767,239 |
+6,847 |
Sugar #14(ICE) |
Jan08 |
071107 |
20.43 |
20.43 |
20.43 |
20.43 |
-0.02 |
52 |
3,441 |
+0 |
Mar08 |
071107 |
20.10 |
20.10 |
20.10 |
20.10 |
-0.04 |
0 |
3,663 |
+0 |
May08 |
071107 |
20.24 |
20.24 |
20.24 |
20.24 |
-0.06 |
116 |
2,986 |
+50 |
Jul08 |
071107 |
20.57 |
20.57 |
20.57 |
20.57 |
-0.01 |
8 |
1,328 |
+0 |
Sep08 |
071107 |
20.68 |
20.68 |
20.68 |
20.68 |
+0.03 |
0 |
976 |
-60 |
Total Volume and Open Interest |
176 |
12,491 |
-10 |
London Cocoa(LCE) |
Dec07 |
071107 |
940 |
945 |
926 |
926 |
-10 |
4,204 |
68,193 |
-766 |
Mar08 |
071107 |
965 |
970 |
955 |
955 |
-5 |
4,774 |
54,583 |
+1,487 |
May08 |
071107 |
980 |
980 |
968 |
968 |
-5 |
259 |
20,762 |
-57 |
Jul08 |
071107 |
994 |
994 |
981 |
981 |
-6 |
502 |
25,185 |
+76 |
Sep08 |
071107 |
993 |
993 |
992 |
992 |
-6 |
35 |
20,025 |
-33 |
Dec08 |
071107 |
1013 |
1013 |
1000 |
1000 |
-7 |
177 |
13,459 |
-35 |
Mar09 |
071107 |
1021 |
1021 |
1011 |
1011 |
-8 |
10 |
1,823 |
+6 |
Total Volume and Open Interest |
9,961 |
204,073 |
+678 |
London Coffee(LCE) |
Nov07 |
071107 |
2449.00 |
2495.00 |
2425.00 |
2435.00 |
unch |
1,360 |
21,760 |
-961 |
Jan08 |
071107 |
1979.00 |
1997.00 |
1939.00 |
1949.00 |
-21.00 |
7,536 |
86,523 |
+1,235 |
Mar08 |
071107 |
1905.00 |
1922.00 |
1880.00 |
1891.00 |
-11.00 |
2,227 |
38,787 |
+479 |
May08 |
071107 |
1912.00 |
1922.00 |
1887.00 |
1894.00 |
-12.00 |
334 |
7,675 |
+85 |
Jul08 |
071107 |
1907.00 |
1914.00 |
1888.00 |
1895.00 |
-15.00 |
35 |
1,351 |
-1 |
Sep08 |
071107 |
1901.00 |
1901.00 |
1901.00 |
1901.00 |
-11.00 |
0 |
834 |
+0 |
Total Volume and Open Interest |
11,492 |
157,294 |
+837 |
London Sugar(LCE) |
Dec07 |
071107 |
277.50 |
278.80 |
277.20 |
278.10 |
+1.60 |
9,189 |
26,354 |
-2,427 |
Mar08 |
071107 |
284.50 |
287.00 |
284.50 |
286.90 |
+2.90 |
7,503 |
49,696 |
+1,784 |
May08 |
071107 |
291.30 |
292.70 |
291.20 |
292.30 |
+2.30 |
237 |
8,086 |
+18 |
Aug08 |
071107 |
294.50 |
296.50 |
294.50 |
295.20 |
+1.70 |
218 |
6,451 |
+99 |
Oct08 |
071107 |
302.00 |
304.40 |
301.50 |
302.20 |
+1.20 |
65 |
5,090 |
+19 |
Total Volume and Open Interest |
17,577 |
99,401 |
-468 |
Cotton(ICE) |
Dec07 |
071107 |
65.60 |
65.75 |
64.85 |
65.07 |
-0.10 |
23,074 |
110,540 |
+196 |
Mar08 |
071107 |
70.00 |
70.10 |
69.43 |
69.56 |
-0.06 |
12,309 |
86,139 |
+3,635 |
May08 |
071107 |
70.95 |
70.95 |
70.90 |
70.90 |
-0.10 |
813 |
9,923 |
+158 |
Jul08 |
071107 |
72.20 |
72.20 |
72.19 |
72.19 |
+0.09 |
1,281 |
14,036 |
+370 |
Oct08 |
071107 |
74.15 |
74.15 |
74.15 |
74.15 |
-0.10 |
0 |
376 |
+0 |
Dec08 |
071107 |
75.95 |
76.00 |
75.70 |
76.00 |
+0.49 |
2,334 |
27,600 |
+702 |
Total Volume and Open Interest |
39,811 |
250,060 |
+5,061 |
Lumber(CME) |
Nov07 |
071107 |
228.0 |
233.0 |
228.0 |
230.1 |
+2.9 |
249 |
886 |
-137 |
Jan08 |
071107 |
249.9 |
252.0 |
246.9 |
251.7 |
+2.7 |
363 |
6,666 |
-2 |
Mar08 |
071107 |
269.1 |
271.0 |
267.0 |
269.0 |
+0.7 |
47 |
1,044 |
-11 |
May08 |
071107 |
284.0 |
290.0 |
284.0 |
289.6 |
+3.3 |
23 |
328 |
+3 |
Total Volume and Open Interest |
683 |
8,958 |
-146 |
Crude Oil(NYM) |
Dec07 |
071107 |
97.50 |
98.10 |
94.85 |
96.37 |
-0.33 |
302,215 |
359,674 |
-28,817 |
Jan08 |
071107 |
96.50 |
97.15 |
94.20 |
95.60 |
-0.20 |
110,747 |
244,731 |
+10,922 |
Feb08 |
071107 |
95.72 |
95.72 |
93.05 |
94.81 |
-0.06 |
30,040 |
77,130 |
-963 |
Mar08 |
071107 |
94.77 |
94.77 |
94.03 |
94.03 |
+0.06 |
16,447 |
85,494 |
+999 |
Apr08 |
071107 |
92.55 |
93.25 |
92.45 |
93.25 |
+0.16 |
4,302 |
51,800 |
-9 |
May08 |
071107 |
93.00 |
93.00 |
91.50 |
92.47 |
+0.25 |
4,468 |
53,803 |
+202 |
Jun08 |
071107 |
92.20 |
92.20 |
90.45 |
91.71 |
+0.33 |
6,894 |
63,558 |
+711 |
Jul08 |
071107 |
90.93 |
90.93 |
90.93 |
90.93 |
+0.35 |
1,077 |
19,824 |
-81 |
Aug08 |
071107 |
90.18 |
90.18 |
90.18 |
90.18 |
+0.37 |
479 |
16,900 |
+292 |
Sep08 |
071107 |
88.55 |
89.46 |
88.55 |
89.46 |
+0.39 |
1,619 |
31,202 |
-676 |
Oct08 |
071107 |
88.77 |
88.77 |
88.77 |
88.77 |
+0.41 |
346 |
30,408 |
+297 |
Nov08 |
071107 |
88.12 |
88.12 |
88.12 |
88.12 |
+0.42 |
402 |
19,312 |
+32 |
Dec08 |
071107 |
87.90 |
87.95 |
86.40 |
87.52 |
+0.43 |
13,734 |
165,081 |
+757 |
Jan09 |
071107 |
87.30 |
87.30 |
86.95 |
86.95 |
+0.42 |
436 |
23,260 |
-146 |
Feb09 |
071107 |
86.43 |
86.43 |
86.43 |
86.43 |
+0.41 |
23 |
14,556 |
+13 |
Mar09 |
071107 |
85.94 |
85.94 |
85.94 |
85.94 |
+0.40 |
56 |
6,575 |
+31 |
Total Volume and Open Interest |
502,028 |
1,513,362 |
-16,084 |
Heating Oil(NYM) |
Dec07 |
071107 |
262.60 |
263.00 |
258.10 |
261.75 |
+0.97 |
37,843 |
94,200 |
-3,588 |
Jan08 |
071107 |
264.00 |
264.40 |
260.80 |
263.15 |
+1.07 |
15,417 |
48,400 |
+502 |
Feb08 |
071107 |
262.90 |
262.90 |
262.00 |
262.00 |
+1.32 |
5,317 |
21,303 |
-51 |
Mar08 |
071107 |
258.30 |
258.60 |
258.30 |
258.60 |
+1.47 |
2,137 |
11,135 |
-144 |
Apr08 |
071107 |
252.80 |
252.80 |
252.80 |
252.80 |
+1.52 |
2,009 |
8,523 |
+265 |
May08 |
071107 |
247.60 |
247.60 |
247.60 |
247.60 |
+1.57 |
850 |
5,173 |
-2 |
Jun08 |
071107 |
243.95 |
243.95 |
243.95 |
243.95 |
+1.77 |
2,533 |
15,499 |
+129 |
Jul08 |
071107 |
242.45 |
242.45 |
242.45 |
242.45 |
+1.82 |
121 |
3,396 |
+80 |
Aug08 |
071107 |
242.20 |
242.20 |
242.20 |
242.20 |
+1.82 |
27 |
887 |
+15 |
Sep08 |
071107 |
242.95 |
242.95 |
242.95 |
242.95 |
+1.82 |
262 |
2,367 |
+118 |
Oct08 |
071107 |
244.35 |
244.35 |
244.35 |
244.35 |
+1.92 |
0 |
655 |
+0 |
Nov08 |
071107 |
245.85 |
245.85 |
245.85 |
245.85 |
+2.02 |
7 |
355 |
+5 |
Total Volume and Open Interest |
67,292 |
223,136 |
-2,393 |
Gasoline(NYMEX) |
Dec07 |
071107 |
243.86 |
246.89 |
239.26 |
244.06 |
+0.56 |
34,399 |
72,389 |
-942 |
Jan08 |
071107 |
245.05 |
247.04 |
239.83 |
244.56 |
+0.51 |
11,881 |
42,300 |
+205 |
Feb08 |
071107 |
246.50 |
248.08 |
241.63 |
246.03 |
+0.43 |
6,603 |
15,026 |
+1,028 |
Mar08 |
071107 |
246.80 |
250.18 |
244.25 |
247.80 |
+0.48 |
4,836 |
17,495 |
+122 |
Apr08 |
071107 |
259.86 |
260.17 |
256.40 |
259.00 |
+0.71 |
2,115 |
15,266 |
+567 |
May08 |
071107 |
258.80 |
259.50 |
257.37 |
258.75 |
+0.66 |
1,048 |
8,387 |
+159 |
Jun08 |
071107 |
257.76 |
258.00 |
255.50 |
257.25 |
+0.61 |
862 |
10,578 |
+253 |
Jul08 |
071107 |
255.00 |
255.00 |
254.25 |
254.25 |
+0.56 |
118 |
2,535 |
+4 |
Aug08 |
071107 |
250.00 |
250.00 |
250.00 |
250.00 |
+0.46 |
25 |
1,536 |
+0 |
Sep08 |
071107 |
244.85 |
244.85 |
244.85 |
244.85 |
+0.46 |
5 |
3,773 |
-5 |
Total Volume and Open Interest |
62,291 |
199,301 |
+1,392 |
e-MiNY RBOB Gasoline(NYMEX) |
Dec07 |
071107 |
242.80 |
244.06 |
240.00 |
244.06 |
+0.56 |
4 |
27 |
+4 |
Jan08 |
071107 |
244.56 |
244.56 |
244.56 |
244.56 |
+0.51 |
0 |
2 |
+0 |
Feb08 |
071107 |
246.03 |
246.03 |
246.03 |
246.03 |
+0.43 |
|
|
|
Mar08 |
071107 |
247.80 |
247.80 |
247.80 |
247.80 |
+0.48 |
0 |
2 |
+0 |
Total Volume and Open Interest |
4 |
31 |
+4 |
Natural Gas(NYM) |
Dec07 |
071107 |
7.830 |
7.855 |
7.570 |
7.624 |
-0.239 |
66,530 |
95,156 |
-3,654 |
Jan08 |
071107 |
8.080 |
8.080 |
7.930 |
7.996 |
-0.242 |
27,657 |
93,066 |
-1,552 |
Feb08 |
071107 |
8.000 |
8.061 |
8.000 |
8.061 |
-0.245 |
11,340 |
40,611 |
+1,055 |
Mar08 |
071107 |
8.100 |
8.100 |
7.885 |
7.926 |
-0.222 |
16,956 |
61,796 |
+3,808 |
Apr08 |
071107 |
7.710 |
7.710 |
7.646 |
7.646 |
-0.187 |
8,820 |
43,725 |
+237 |
May08 |
071107 |
7.750 |
7.750 |
7.691 |
7.691 |
-0.174 |
3,336 |
33,892 |
-237 |
Jun08 |
071107 |
7.820 |
7.820 |
7.766 |
7.766 |
-0.164 |
607 |
20,258 |
+91 |
Jul08 |
071107 |
7.990 |
7.990 |
7.851 |
7.851 |
-0.159 |
1,117 |
15,907 |
-24 |
Aug08 |
071107 |
8.075 |
8.075 |
7.926 |
7.926 |
-0.149 |
1,507 |
15,360 |
+682 |
Sep08 |
071107 |
7.951 |
7.951 |
7.951 |
7.951 |
-0.144 |
1,127 |
11,256 |
+178 |
Oct08 |
071107 |
8.021 |
8.021 |
8.021 |
8.021 |
-0.144 |
2,032 |
34,942 |
-126 |
Nov08 |
071107 |
8.440 |
8.440 |
8.416 |
8.416 |
-0.134 |
859 |
21,603 |
+328 |
Dec08 |
071107 |
8.826 |
8.826 |
8.826 |
8.826 |
-0.129 |
718 |
16,262 |
+173 |
Jan09 |
071107 |
9.170 |
9.170 |
9.050 |
9.091 |
-0.124 |
1,339 |
34,888 |
+49 |
Feb09 |
071107 |
9.040 |
9.094 |
9.040 |
9.094 |
-0.124 |
31 |
5,360 |
+24 |
Mar09 |
071107 |
8.850 |
8.850 |
8.846 |
8.846 |
-0.122 |
672 |
28,108 |
+83 |
Total Volume and Open Interest |
146,132 |
766,001 |
+1,395 |
Brent Crude Oil(ICE) |
Dec07 |
071107 |
93.80 |
95.19 |
91.74 |
93.24 |
-0.02 |
113,105 |
98,413 |
-17,510 |
Jan08 |
071107 |
93.34 |
94.70 |
91.37 |
92.83 |
+0.04 |
78,967 |
168,518 |
+9,076 |
Feb08 |
071107 |
93.00 |
94.15 |
91.02 |
92.48 |
+0.11 |
36,197 |
77,810 |
+718 |
Mar08 |
071107 |
92.77 |
93.50 |
90.64 |
92.01 |
+0.18 |
11,334 |
29,355 |
+1,811 |
Apr08 |
071107 |
92.27 |
92.63 |
90.16 |
91.50 |
+0.23 |
3,633 |
16,676 |
+678 |
May08 |
071107 |
91.67 |
92.24 |
89.66 |
91.00 |
+0.27 |
1,994 |
13,133 |
-257 |
Jun08 |
071107 |
91.15 |
91.52 |
89.11 |
90.46 |
+0.28 |
3,389 |
35,014 |
+39 |
Jul08 |
071107 |
90.75 |
90.75 |
89.94 |
89.94 |
+0.30 |
0 |
7,593 |
-11 |
Aug08 |
071107 |
89.45 |
89.45 |
89.45 |
89.45 |
+0.35 |
0 |
5,814 |
-1 |
Sep08 |
071107 |
89.45 |
89.45 |
88.26 |
88.96 |
+0.41 |
0 |
6,573 |
-2 |
Oct08 |
071107 |
88.41 |
88.41 |
88.41 |
88.41 |
+0.40 |
0 |
9,393 |
+0 |
Nov08 |
071107 |
87.88 |
87.88 |
87.88 |
87.88 |
+0.40 |
0 |
4,398 |
+0 |
Dec08 |
071107 |
88.04 |
88.48 |
86.04 |
87.36 |
+0.38 |
10,702 |
42,619 |
-127 |
Jan09 |
071107 |
86.89 |
86.89 |
86.89 |
86.89 |
+0.36 |
0 |
11,040 |
-119 |
Total Volume and Open Interest |
261,203 |
616,104 |
-5,431 |
Gas Oil(ICE) |
Nov07 |
071107 |
831.00 |
840.75 |
811.00 |
832.00 |
+5.00 |
41,866 |
45,937 |
-4,214 |
Dec07 |
071107 |
822.50 |
832.75 |
806.25 |
825.00 |
+6.00 |
53,042 |
91,975 |
+5,300 |
Jan08 |
071107 |
817.50 |
830.00 |
806.25 |
824.00 |
+7.50 |
24,110 |
66,486 |
+1,620 |
Feb08 |
071107 |
806.25 |
815.25 |
799.00 |
813.75 |
+8.00 |
7,857 |
25,288 |
+1,650 |
Mar08 |
071107 |
796.25 |
803.75 |
790.00 |
803.00 |
+8.00 |
3,771 |
17,441 |
+1,352 |
Apr08 |
071107 |
784.25 |
792.00 |
781.25 |
791.25 |
+8.00 |
1,313 |
10,446 |
+106 |
May08 |
071107 |
773.50 |
781.50 |
771.50 |
781.50 |
+8.50 |
1,072 |
10,860 |
-74 |
Jun08 |
071107 |
770.00 |
778.00 |
762.75 |
775.25 |
+8.50 |
4,045 |
27,394 |
+1,070 |
Jul08 |
071107 |
770.25 |
770.25 |
765.75 |
766.25 |
+2.00 |
150 |
5,723 |
+70 |
Aug08 |
071107 |
770.75 |
770.75 |
762.25 |
762.25 |
unch |
150 |
1,752 |
+150 |
Total Volume and Open Interest |
139,209 |
334,018 |
+7,414 |
US Dollar Index(ICE) |
Dec07 |
071107 |
76.000 |
76.000 |
75.060 |
75.410 |
-0.620 |
6,453 |
38,035 |
-1,128 |
Mar08 |
071107 |
75.645 |
75.645 |
75.140 |
75.370 |
-0.620 |
56 |
2,853 |
+28 |
Jun08 |
071107 |
75.445 |
75.445 |
75.370 |
75.370 |
-0.620 |
17 |
429 |
-1 |
Total Volume and Open Interest |
6,526 |
41,317 |
-1,101 |
Australian Dollar(CME) |
Dec07 |
071107 |
93.48 |
93.48 |
93.03 |
93.10 |
+0.59 |
938 |
92,469 |
+302 |
Mar08 |
071107 |
92.90 |
92.90 |
92.57 |
92.57 |
+0.59 |
2 |
666 |
+31 |
Jun08 |
071107 |
91.90 |
91.90 |
91.90 |
91.90 |
+0.56 |
0 |
375 |
+0 |
Total Volume and Open Interest |
940 |
93,618 |
+333 |
British Pound(CME) |
Dec07 |
071107 |
210.04 |
210.34 |
210.01 |
210.23 |
+1.78 |
871 |
146,082 |
+987 |
Mar08 |
071107 |
209.60 |
209.60 |
209.60 |
209.60 |
+1.78 |
0 |
1,192 |
+14 |
Jun08 |
071107 |
208.94 |
208.94 |
208.94 |
208.94 |
+1.78 |
0 |
18 |
+0 |
Total Volume and Open Interest |
871 |
147,306 |
+1,001 |
Canadian Dollar(CME) |
Dec07 |
071107 |
109.09 |
110.07 |
108.35 |
108.35 |
-0.02 |
3,438 |
132,851 |
-682 |
Mar08 |
071107 |
110.01 |
110.01 |
108.35 |
108.35 |
-0.03 |
45 |
3,003 |
+297 |
Jun08 |
071107 |
109.62 |
109.62 |
108.33 |
108.33 |
-0.03 |
0 |
1,195 |
+13 |
Sep08 |
071107 |
108.77 |
108.77 |
108.30 |
108.30 |
-0.03 |
0 |
1,162 |
+4 |
Total Volume and Open Interest |
3,483 |
138,502 |
-341 |
Japanese Yen(CME) |
Dec07 |
071107 |
89.07 |
89.07 |
88.63 |
88.97 |
+1.30 |
435 |
189,257 |
-5,737 |
Mar08 |
071107 |
89.86 |
89.86 |
89.86 |
89.86 |
+1.33 |
3 |
10,023 |
-10 |
Jun08 |
071107 |
90.40 |
90.64 |
90.40 |
90.64 |
+1.33 |
0 |
16,350 |
+1 |
Total Volume and Open Interest |
438 |
216,041 |
-5,746 |
Swiss Franc(CME) |
Dec07 |
071107 |
88.94 |
88.94 |
88.39 |
88.59 |
+1.07 |
1,067 |
86,470 |
+1,162 |
Mar08 |
071107 |
89.26 |
89.26 |
89.04 |
89.04 |
+1.07 |
13 |
318 |
-94 |
Jun08 |
071107 |
89.39 |
89.39 |
89.39 |
89.39 |
+1.08 |
0 |
15 |
+0 |
Total Volume and Open Interest |
1,080 |
86,821 |
+1,068 |
EuroFX(CME) |
Dec07 |
071107 |
147.22 |
147.22 |
146.60 |
146.78 |
+1.15 |
952 |
214,039 |
+1,258 |
Mar08 |
071107 |
146.85 |
146.89 |
146.85 |
146.89 |
+1.15 |
1 |
2,700 |
-158 |
Jun08 |
071107 |
146.89 |
146.89 |
146.89 |
146.89 |
+1.15 |
0 |
647 |
+2 |
Total Volume and Open Interest |
953 |
217,765 |
+1,104 |
Mexican Peso(CME) |
Nov07 |
071107 |
928.2 |
928.2 |
928.2 |
928.2 |
-4.5 |
0 |
86 |
+0 |
Dec07 |
071107 |
929.0 |
929.5 |
926.2 |
926.5 |
-4.5 |
11,195 |
105,362 |
-12,093 |
Total Volume and Open Interest |
11,205 |
113,295 |
-12,086 |
30-Year T-Bonds(CBOT) |
Dec07 |
071107 |
113~19 |
114~08 |
113~13 |
113~23 |
-0~01 |
380,047 |
981,331 |
+1,078 |
Mar08 |
071107 |
113~22 |
114~08 |
113~15 |
113~24 |
-0~02 |
5,687 |
15,037 |
+2,851 |
Jun08 |
071107 |
113~09 |
113~09 |
113~09 |
113~09 |
-0~02 |
81 |
568 |
+0 |
Total Volume and Open Interest |
385,815 |
996,970 |
+3,929 |
10-Year T-Notes(CBOT) |
Dec07 |
071107 |
110~245 |
111~095 |
110~230 |
111~055 |
+0~095 |
1,330,079 |
2,498,881 |
+93,053 |
Mar08 |
071107 |
110~210 |
110~260 |
110~140 |
110~240 |
+0~090 |
29,457 |
181,097 |
+5,412 |
Jun08 |
071107 |
110~115 |
110~115 |
110~115 |
110~115 |
+0~090 |
0 |
51 |
+0 |
Total Volume and Open Interest |
1,359,536 |
2,680,029 |
+98,465 |
5-Year T-Notes(CBOT) |
Dec07 |
071107 |
108~145 |
108~170 |
108~065 |
108~155 |
+0~105 |
576,363 |
0 |
+0 |
Mar08 |
071107 |
108~095 |
108~115 |
108~095 |
108~115 |
+0~100 |
3,257 |
0 |
+0 |
Jun08 |
071107 |
108~115 |
108~115 |
108~115 |
108~115 |
+0~100 |
|
|
|
Total Volume and Open Interest |
579,620 |
|
|
2 Year T-Notes(CBOT) |
Dec07 |
071107 |
104~006 |
104~020 |
104~004 |
104~020 |
+0~024 |
956 |
1,073,446 |
+4,550 |
Mar08 |
071107 |
104~032 |
104~032 |
104~032 |
104~032 |
+0~027 |
0 |
11 |
+0 |
Total Volume and Open Interest |
956 |
1,073,457 |
+4,550 |
Eurodollars(CME) |
Dec07 |
071107 |
95.170 |
95.180 |
95.150 |
95.180 |
+0.040 |
11,764 |
1,447,218 |
-57,621 |
Mar08 |
071107 |
95.620 |
95.630 |
95.575 |
95.615 |
+0.030 |
4,120 |
1,456,768 |
-4,216 |
Jun08 |
071107 |
95.830 |
95.845 |
95.780 |
95.825 |
+0.050 |
8,241 |
1,480,339 |
-10,119 |
Sep08 |
071107 |
95.925 |
95.945 |
95.890 |
95.930 |
+0.055 |
6,134 |
1,278,879 |
-8,039 |
Dec08 |
071107 |
95.930 |
95.970 |
95.910 |
95.950 |
+0.055 |
11,308 |
1,398,922 |
+21,942 |
Mar09 |
071107 |
95.880 |
95.905 |
95.850 |
95.885 |
+0.050 |
4,173 |
914,815 |
+3,212 |
Jun09 |
071107 |
95.765 |
95.775 |
95.730 |
95.765 |
+0.040 |
4,684 |
551,289 |
+3,542 |
Sep09 |
071107 |
95.610 |
95.650 |
95.610 |
95.640 |
+0.035 |
3,706 |
476,779 |
+5,068 |
Dec09 |
071107 |
95.525 |
95.525 |
95.490 |
95.515 |
+0.030 |
8,159 |
270,803 |
+3,538 |
Mar10 |
071107 |
95.430 |
95.430 |
95.395 |
95.415 |
+0.025 |
4,161 |
188,102 |
+702 |
Jun10 |
071107 |
95.340 |
95.345 |
95.315 |
95.320 |
+0.020 |
3,281 |
153,135 |
+1,894 |
Sep10 |
071107 |
95.260 |
95.260 |
95.220 |
95.235 |
+0.015 |
3,273 |
132,880 |
+868 |
Dec10 |
071107 |
95.165 |
95.165 |
95.130 |
95.145 |
+0.010 |
501 |
107,270 |
-319 |
Mar11 |
071107 |
95.080 |
95.080 |
95.080 |
95.080 |
+0.010 |
531 |
90,343 |
-180 |
Jun11 |
071107 |
95.025 |
95.025 |
95.005 |
95.005 |
+0.005 |
464 |
91,881 |
-381 |
Sep11 |
071107 |
94.945 |
94.945 |
94.940 |
94.940 |
+0.005 |
502 |
78,194 |
-597 |
Dec11 |
071107 |
94.875 |
94.880 |
94.860 |
94.870 |
unch |
388 |
55,851 |
-183 |
Mar12 |
071107 |
94.825 |
94.830 |
94.810 |
94.820 |
unch |
694 |
48,961 |
-639 |
Total Volume and Open Interest |
78,065 |
10,504,487 |
-40,907 |
30 Day Federal Funds(CBOT) |
Nov07 |
071107 |
3.815 |
3.820 |
3.815 |
3.820 |
+0.010 |
112 |
145,295 |
+1,219 |
Dec07 |
071107 |
3.880 |
3.880 |
3.880 |
3.880 |
+0.005 |
81 |
78,123 |
+4,801 |
Jan08 |
071107 |
3.910 |
3.940 |
3.910 |
3.940 |
+0.035 |
74 |
57,295 |
+6,958 |
Feb08 |
071107 |
4.080 |
4.080 |
4.080 |
4.080 |
+0.030 |
4 |
57,497 |
+1,963 |
Mar08 |
071107 |
4.130 |
4.130 |
4.130 |
4.130 |
+0.045 |
4 |
13,311 |
+20 |
Apr08 |
071107 |
4.195 |
4.195 |
4.195 |
4.195 |
+0.055 |
0 |
9,055 |
+2 |
Total Volume and Open Interest |
275 |
370,389 |
+14,916 |
30 Day Fed Funds(e-CBOT) |
Nov07 |
071107 |
95.560 |
95.580 |
95.560 |
95.575 |
+0.015 |
17,727 |
0 |
+0 |
Dec07 |
071107 |
95.620 |
95.660 |
95.620 |
95.650 |
+0.025 |
26,152 |
0 |
+0 |
Jan08 |
071107 |
95.645 |
95.700 |
95.645 |
95.690 |
+0.035 |
23,791 |
0 |
+0 |
Feb08 |
071107 |
95.800 |
95.850 |
95.790 |
95.850 |
+0.055 |
8,562 |
0 |
+0 |
Mar08 |
071107 |
95.835 |
95.890 |
95.825 |
95.890 |
+0.060 |
2,933 |
0 |
+0 |
Apr08 |
071107 |
95.880 |
96.020 |
95.880 |
95.950 |
+0.060 |
343 |
0 |
+0 |
Total Volume and Open Interest |
79,767 |
|
|
3-Mth Euro-Yen(CME) |
Dec07 |
071107 |
99.19 |
99.19 |
99.19 |
99.19 |
+0.02 |
314 |
16,680 |
+32 |
Mar08 |
071107 |
99.17 |
99.17 |
99.17 |
99.17 |
+0.01 |
5 |
7,321 |
+3 |
Jun08 |
071107 |
99.16 |
99.16 |
99.16 |
99.16 |
+0.02 |
46 |
4,349 |
+26 |
Sep08 |
071107 |
99.10 |
99.10 |
99.10 |
99.10 |
+0.02 |
80 |
4,050 |
+82 |
Dec08 |
071107 |
99.05 |
99.05 |
99.05 |
99.05 |
+0.02 |
460 |
2,241 |
+80 |
Mar09 |
071107 |
98.99 |
98.99 |
98.99 |
98.99 |
+0.02 |
80 |
532 |
+80 |
Jun09 |
071107 |
98.93 |
98.93 |
98.93 |
98.93 |
+0.02 |
0 |
156 |
+0 |
Sep09 |
071107 |
98.87 |
98.87 |
98.87 |
98.87 |
+0.02 |
|
|
|
Dec09 |
071107 |
98.78 |
98.78 |
98.78 |
98.78 |
+0.01 |
|
|
|
Mar10 |
071107 |
98.72 |
98.72 |
98.72 |
98.72 |
+0.01 |
|
|
|
Total Volume and Open Interest |
985 |
35,329 |
+303 |
3-Mth Euro-Yen(SGX) |
Dec07 |
071107 |
99.17 |
99.18 |
99.17 |
99.18 |
+0.01 |
512 |
62,585 |
+121 |
Mar08 |
071107 |
99.15 |
99.17 |
99.15 |
99.17 |
+0.01 |
856 |
45,338 |
-1,954 |
Jun08 |
071107 |
99.14 |
99.14 |
99.13 |
99.14 |
+0.01 |
960 |
16,697 |
-40 |
Sep08 |
071107 |
99.08 |
99.10 |
99.07 |
99.10 |
+0.01 |
111 |
17,099 |
-7 |
Dec08 |
071107 |
99.03 |
99.04 |
99.02 |
99.04 |
+0.01 |
9 |
9,687 |
-1 |
Mar09 |
071107 |
98.96 |
98.99 |
98.96 |
98.99 |
+0.01 |
6 |
4,965 |
+6 |
Jun09 |
071107 |
98.93 |
98.93 |
98.93 |
98.93 |
+0.01 |
51 |
1,328 |
+0 |
Sep09 |
071107 |
98.86 |
98.86 |
98.86 |
98.86 |
+0.01 |
0 |
200 |
+0 |
Total Volume and Open Interest |
2,505 |
160,349 |
-1,875 |
Japanese Gov't Bonds(SGX) |
Dec07 |
071025 |
136.25 |
136.27 |
135.98 |
136.00 |
+0.74 |
5,815 |
30,305 |
-153 |
Mar08 |
071107 |
136.31 |
136.31 |
135.95 |
136.31 |
+0.25 |
|
|
|
Jun08 |
071107 |
136.31 |
136.31 |
136.31 |
136.31 |
+0.25 |
|
|
|
Total Volume and Open Interest |
1,784 |
35,718 |
-3,386 |
Euro-Bund(EUREX) |
Dec07 |
071107 |
113.90 |
114.37 |
113.77 |
114.10 |
+0.31 |
1,053,047 |
1,473,317 |
-11,359 |
Mar08 |
071107 |
114.32 |
114.80 |
114.27 |
114.55 |
+0.31 |
358 |
11,816 |
+180 |
Jun08 |
071107 |
114.10 |
114.10 |
114.10 |
114.10 |
+0.37 |
|
|
|
Total Volume and Open Interest |
1,053,405 |
1,485,133 |
-11,179 |
Euro-Bobl(EUREX) |
Dec07 |
071107 |
108.21 |
108.46 |
108.08 |
108.32 |
+0.22 |
482,065 |
1,112,921 |
+303 |
Mar08 |
071107 |
108.47 |
108.63 |
108.47 |
108.53 |
+0.24 |
396 |
12,887 |
-94 |
Jun08 |
071107 |
43.24 |
43.24 |
43.24 |
43.24 |
+0.22 |
|
|
|
Total Volume and Open Interest |
482,461 |
1,125,808 |
+209 |
3-Mth Euribor(EUREX) |
Dec07 |
071107 |
95.440 |
95.450 |
95.440 |
95.450 |
+0.010 |
929 |
23,326 |
+371 |
Mar08 |
071107 |
95.615 |
95.630 |
95.610 |
95.620 |
+0.015 |
224 |
12,000 |
+10 |
Jun08 |
071107 |
95.700 |
95.725 |
95.700 |
95.720 |
+0.035 |
184 |
5,713 |
+26 |
Total Volume and Open Interest |
1,559 |
49,416 |
+422 |
Long Gilt(LIFFE) |
Dec07 |
071107 |
107~28 |
108~12 |
107~26 |
108~04 |
+0~10 |
82,440 |
333,690 |
-5,023 |
Mar08 |
071107 |
108~06 |
108~06 |
108~06 |
108~06 |
+0~10 |
|
|
|
Total Volume and Open Interest |
82,440 |
333,690 |
-5,023 |
3-Mth Short Sterling(LIFFE) |
Dec07 |
071107 |
93.82 |
93.82 |
93.82 |
93.82 |
+0.04 |
57,153 |
479,688 |
-6,811 |
Mar08 |
071107 |
94.22 |
94.22 |
94.22 |
94.22 |
+0.04 |
61,049 |
586,471 |
+2,316 |
Jun08 |
071107 |
94.48 |
94.48 |
94.48 |
94.48 |
+0.03 |
56,047 |
550,069 |
+4,951 |
Sep08 |
071107 |
94.61 |
94.61 |
94.61 |
94.61 |
+0.02 |
56,441 |
403,175 |
+4,819 |
Dec08 |
071107 |
94.65 |
94.65 |
94.65 |
94.65 |
+0.01 |
76,629 |
351,877 |
+12,685 |
Mar09 |
071107 |
94.64 |
94.64 |
94.64 |
94.64 |
+0.01 |
36,286 |
225,665 |
+5,634 |
Total Volume and Open Interest |
370,620 |
2,938,870 |
+27,218 |
3-Mth Euribor(LIFFE) |
Dec07 |
071107 |
95.430 |
95.460 |
95.430 |
95.450 |
+0.015 |
98,010 |
761,300 |
-14,637 |
Mar08 |
071107 |
95.600 |
95.645 |
95.595 |
95.620 |
+0.020 |
99,055 |
619,308 |
+13,464 |
Jun08 |
071107 |
95.680 |
95.740 |
95.680 |
95.715 |
+0.040 |
102,164 |
474,421 |
-4,506 |
Total Volume and Open Interest |
568,892 |
3,490,410 |
-999 |
3-Mth Aus T-Bills(SFE) |
Dec07 |
071107 |
92.75 |
92.81 |
92.71 |
92.77 |
unch |
9,215 |
422,355 |
-533 |
Mar08 |
071107 |
92.62 |
92.70 |
92.58 |
92.63 |
-0.02 |
8,916 |
318,227 |
-5,588 |
Jun08 |
071107 |
92.55 |
92.62 |
92.50 |
92.55 |
-0.03 |
6,511 |
161,620 |
-894 |
Sep08 |
071107 |
92.53 |
92.58 |
92.47 |
92.52 |
-0.03 |
4,572 |
129,179 |
-2,338 |
Dec08 |
071107 |
92.53 |
92.58 |
92.47 |
92.51 |
-0.05 |
1,364 |
65,739 |
+2,817 |
Mar09 |
071107 |
92.53 |
92.57 |
92.47 |
92.51 |
-0.05 |
1,367 |
51,798 |
+1,224 |
Jun09 |
071107 |
92.54 |
92.54 |
92.50 |
92.51 |
-0.06 |
1,008 |
40,851 |
+1,346 |
Sep09 |
071107 |
92.54 |
92.55 |
92.51 |
92.51 |
-0.06 |
517 |
12,497 |
+855 |
Dec09 |
071107 |
92.52 |
92.52 |
92.52 |
92.52 |
-0.06 |
192 |
2,088 |
+872 |
Mar10 |
071107 |
92.54 |
92.54 |
92.54 |
92.54 |
-0.05 |
20 |
219 |
+0 |
Total Volume and Open Interest |
33,692 |
1,204,598 |
-2,229 |
10-Year Aus T-Bonds(SFE) |
Dec07 |
071107 |
93.73 |
93.80 |
93.73 |
93.79 |
unch |
21,992 |
590,551 |
-22,635 |
Mar08 |
071107 |
93.79 |
93.79 |
93.79 |
93.79 |
unch |
|
|
|
Total Volume and Open Interest |
21,992 |
590,551 |
-22,635 |
3-Year Aus T-Bonds(SFE) |
Dec07 |
071107 |
93.24 |
93.30 |
93.22 |
93.27 |
-0.01 |
29,056 |
835,144 |
-54,897 |
Mar08 |
071107 |
93.27 |
93.27 |
93.27 |
93.27 |
-0.01 |
|
|
|
Total Volume and Open Interest |
29,056 |
835,144 |
-54,897 |
Gold(CMX) |
Dec07 |
071107 |
842.8 |
843.5 |
831.0 |
833.5 |
+10.1 |
116,220 |
312,897 |
-3,980 |
Feb08 |
071107 |
849.5 |
849.5 |
838.5 |
840.6 |
+10.2 |
18,245 |
79,224 |
+7,571 |
Apr08 |
071107 |
847.0 |
847.1 |
847.0 |
847.1 |
+10.3 |
785 |
28,687 |
+403 |
Jun08 |
071107 |
852.6 |
853.5 |
852.6 |
853.5 |
+10.4 |
668 |
27,273 |
+389 |
Aug08 |
071107 |
859.7 |
859.7 |
859.7 |
859.7 |
+10.4 |
556 |
22,463 |
+330 |
Oct08 |
071107 |
865.8 |
865.8 |
865.8 |
865.8 |
+10.5 |
88 |
3,393 |
+70 |
Dec08 |
071107 |
876.0 |
878.0 |
871.8 |
871.8 |
+10.5 |
1,173 |
27,212 |
+267 |
Feb09 |
071107 |
878.1 |
878.1 |
878.1 |
878.1 |
+10.6 |
150 |
18,927 |
+137 |
Apr09 |
071107 |
884.1 |
884.1 |
884.1 |
884.1 |
+10.7 |
25 |
5,329 |
+0 |
Jun09 |
071107 |
890.3 |
890.3 |
890.3 |
890.3 |
+10.7 |
109 |
9,668 |
+0 |
Aug09 |
071107 |
896.5 |
896.5 |
896.5 |
896.5 |
+10.7 |
1 |
1 |
+0 |
Total Volume and Open Interest |
139,252 |
556,856 |
+5,834 |
Silver(CMX) |
Dec07 |
071107 |
1577.0 |
1580.0 |
1527.0 |
1532.5 |
-5.5 |
47,119 |
78,860 |
+756 |
Mar08 |
071107 |
1601.0 |
1601.0 |
1550.0 |
1552.3 |
-5.3 |
4,777 |
24,662 |
+1,310 |
May08 |
071107 |
1564.5 |
1564.5 |
1564.5 |
1564.5 |
-5.1 |
390 |
9,402 |
+239 |
Jul08 |
071107 |
1576.6 |
1576.6 |
1576.6 |
1576.6 |
-4.8 |
1,143 |
10,253 |
+804 |
Sep08 |
071107 |
1588.2 |
1588.2 |
1588.2 |
1588.2 |
-4.5 |
926 |
6,085 |
+820 |
Dec08 |
071107 |
1640.0 |
1640.0 |
1604.2 |
1604.2 |
-4.1 |
954 |
10,840 |
+297 |
Mar09 |
071107 |
1621.8 |
1621.8 |
1621.8 |
1621.8 |
-4.1 |
1 |
245 |
-1 |
Total Volume and Open Interest |
55,574 |
150,120 |
+4,262 |
Platinum(NYMEX) |
Jan08 |
071107 |
1479.0 |
1481.5 |
1454.0 |
1462.3 |
-21.4 |
1,125 |
16,201 |
+296 |
Apr08 |
071107 |
1468.8 |
1468.8 |
1468.8 |
1468.8 |
-15.9 |
8 |
177 |
+2 |
Jul08 |
071107 |
1477.7 |
1477.7 |
1477.7 |
1477.7 |
-15.9 |
2 |
4 |
+2 |
Oct08 |
071031 |
1442.8 |
1442.8 |
1442.8 |
1442.8 |
+6.7 |
|
|
|
Total Volume and Open Interest |
1,251 |
15,695 |
+9 |
Palladium(NYMEX) |
Dec07 |
071107 |
382.50 |
382.50 |
374.00 |
376.65 |
-3.05 |
1,357 |
13,468 |
+321 |
Mar08 |
071107 |
381.45 |
381.45 |
381.45 |
381.45 |
-2.95 |
299 |
2,154 |
+198 |
Jun08 |
071107 |
385.70 |
385.70 |
385.70 |
385.70 |
-2.95 |
11 |
1,278 |
+0 |
Total Volume and Open Interest |
1,669 |
17,698 |
+519 |
Copper(CMX) |
Dec07 |
071107 |
332.00 |
332.70 |
325.50 |
325.90 |
-8.25 |
8,864 |
44,943 |
-1,848 |
Mar08 |
071107 |
333.10 |
333.50 |
329.25 |
329.30 |
-7.85 |
4,116 |
23,009 |
+999 |
May08 |
071107 |
329.00 |
329.25 |
329.00 |
329.25 |
-7.80 |
462 |
4,190 |
-28 |
Jul08 |
071107 |
328.50 |
328.50 |
328.50 |
328.50 |
-7.55 |
140 |
2,471 |
-21 |
Sep08 |
071107 |
327.25 |
327.25 |
327.25 |
327.25 |
-7.30 |
77 |
781 |
-3 |
Total Volume and Open Interest |
14,146 |
83,317 |
-980 |
Aluminum(CMX) |
Nov07 |
071107 |
116.25 |
116.25 |
116.25 |
116.25 |
-1.00 |
0 |
20 |
+0 |
Dec07 |
071107 |
117.00 |
117.00 |
117.00 |
117.00 |
-1.00 |
0 |
154 |
+0 |
Jan08 |
071107 |
117.00 |
117.00 |
117.00 |
117.00 |
-1.00 |
|
|
|
Feb08 |
071107 |
117.00 |
117.00 |
117.00 |
117.00 |
-1.00 |
|
|
|
Mar08 |
071107 |
117.00 |
117.00 |
117.00 |
117.00 |
-1.00 |
|
|
|
Apr08 |
071107 |
117.00 |
117.00 |
117.00 |
117.00 |
-1.00 |
|
|
|
Total Volume and Open Interest |
0 |
174 |
+0 |
DJIA Index(CBOT) |
Dec07 |
071107 |
13522 |
13592 |
13315 |
13355 |
-322 |
4,031 |
33,997 |
-1,272 |
Mar08 |
071107 |
13610 |
13610 |
13434 |
13434 |
-323 |
401 |
264 |
+140 |
Jun08 |
071107 |
13515 |
13515 |
13515 |
13515 |
-322 |
0 |
2 |
+0 |
Sep08 |
071107 |
13595 |
13595 |
13595 |
13595 |
-322 |
0 |
1 |
+0 |
Total Volume and Open Interest |
4,432 |
34,264 |
-1,132 |
S & P 500(CME) |
Dec07 |
071107 |
1508.00 |
1514.80 |
1479.00 |
1482.80 |
-42.20 |
36,679 |
573,999 |
-2,463 |
Mar08 |
071107 |
1502.50 |
1505.00 |
1491.00 |
1492.40 |
-42.70 |
3,175 |
32,624 |
+3,095 |
Jun08 |
071107 |
1501.40 |
1501.40 |
1501.40 |
1501.40 |
-43.20 |
125 |
5,358 |
-99 |
Sep08 |
071107 |
1510.70 |
1510.70 |
1510.70 |
1510.70 |
-43.60 |
0 |
80 |
+0 |
Total Volume and Open Interest |
39,979 |
616,031 |
+533 |
S & P 500 E-Mini(Globex) |
Dec07 |
071107 |
1524.75 |
1525.00 |
1478.75 |
1482.75 |
-42.25 |
1,721,389 |
2,011,762 |
+3,721 |
Mar08 |
071107 |
1534.00 |
1534.25 |
1488.50 |
1492.50 |
-42.50 |
3,628 |
24,856 |
+2,257 |
Total Volume and Open Interest |
1,725,017 |
2,036,619 |
+5,978 |
NASDAQ 100(CME) |
Dec07 |
071107 |
2216.00 |
2230.00 |
2178.00 |
2181.00 |
-52.50 |
3,636 |
58,531 |
+784 |
Mar08 |
071107 |
2203.30 |
2203.30 |
2203.30 |
2203.30 |
-53.00 |
1 |
2 |
+0 |
Jun08 |
071107 |
2230.80 |
2230.80 |
2230.80 |
2230.80 |
-52.50 |
|
|
|
Total Volume and Open Interest |
3,637 |
58,533 |
+783 |
NASDAQ 100 E-Mini(Globex) |
Dec07 |
071107 |
2233.00 |
2233.50 |
2177.80 |
2181.00 |
-52.50 |
385,278 |
447,903 |
-5,524 |
Mar08 |
071107 |
2251.00 |
2252.80 |
2200.80 |
2203.30 |
-53.00 |
25 |
307 |
+0 |
Total Volume and Open Interest |
385,303 |
448,210 |
-5,524 |
S & P Midcap 400(CME) |
Dec07 |
071107 |
884.50 |
885.00 |
873.25 |
876.70 |
-17.70 |
62 |
6,289 |
-32 |
Mar08 |
071107 |
883.60 |
883.60 |
883.60 |
883.60 |
-17.70 |
|
|
|
Jun08 |
071107 |
893.30 |
893.30 |
893.30 |
893.30 |
-17.70 |
|
|
|
Total Volume and Open Interest |
62 |
6,344 |
-32 |
Russell 2000(CME) |
Dec07 |
071107 |
793.50 |
795.20 |
776.50 |
780.40 |
-25.20 |
793 |
36,155 |
-48 |
Mar08 |
071107 |
784.90 |
784.90 |
784.90 |
784.90 |
-25.20 |
0 |
24 |
+0 |
Jun08 |
071107 |
791.60 |
791.60 |
791.60 |
791.60 |
-25.20 |
0 |
1 |
+0 |
Total Volume and Open Interest |
793 |
36,190 |
-48 |
Russell 2000 E-Mini(Globex) |
Dec07 |
071107 |
805.20 |
805.60 |
776.40 |
780.40 |
-25.20 |
255,244 |
618,409 |
-369 |
Mar08 |
071107 |
807.40 |
812.60 |
781.00 |
784.90 |
-25.20 |
278 |
667 |
+33 |
Jun08 |
071107 |
791.60 |
791.60 |
791.60 |
791.60 |
-25.20 |
0 |
1 |
+0 |
Total Volume and Open Interest |
255,522 |
619,078 |
-336 |
Value Line(KCBT) |
Dec07 |
071107 |
2242.00 |
2242.00 |
2242.00 |
2242.00 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
Nikkei 225(CME) |
Dec07 |
071107 |
16370 |
16375 |
16090 |
16145 |
-115 |
69,760 |
252,327 |
+2,988 |
Mar08 |
071107 |
16380 |
16390 |
16125 |
16125 |
-155 |
0 |
1,724 |
-20 |
Total Volume and Open Interest |
69,850 |
254,348 |
+2,968 |
Nikkei 225(SGX) |
Dec07 |
071107 |
16370 |
16375 |
16090 |
16145 |
-115 |
69,760 |
252,327 |
+2,988 |
Mar08 |
071107 |
16380 |
16390 |
16125 |
16125 |
-155 |
0 |
1,724 |
-20 |
Jun08 |
071107 |
16065 |
16065 |
16065 |
16065 |
-155 |
0 |
1 |
+0 |
Total Volume and Open Interest |
69,850 |
254,348 |
+2,968 |
CAC 40(EURONEXT) |
Nov07 |
071107 |
5707.0 |
5751.0 |
5619.5 |
5675.5 |
-29.0 |
87,707 |
433,480 |
-2,089 |
Dec07 |
071107 |
5727.5 |
5770.0 |
5641.5 |
5696.5 |
-29.0 |
672 |
56,781 |
-177 |
Jan08 |
071107 |
5786.0 |
5790.5 |
5682.0 |
5716.0 |
-28.5 |
67 |
99 |
+38 |
Total Volume and Open Interest |
88,510 |
492,478 |
-2,245 |
Hang Seng Index(HKFE) |
Nov07 |
071107 |
29970 |
30090 |
29430 |
29528 |
+87 |
81,018 |
119,041 |
+3,430 |
Dec07 |
071107 |
30031 |
30173 |
29520 |
29644 |
+87 |
1,432 |
14,249 |
+298 |
Total Volume and Open Interest |
82,635 |
134,223 |
+3,723 |
DAX(EUREX) |
Dec07 |
071107 |
7867.5 |
7892.5 |
7777.0 |
7833.5 |
-38.0 |
136,021 |
306,704 |
+5,782 |
Mar08 |
071107 |
7959.0 |
7968.5 |
7877.5 |
7914.0 |
-38.0 |
59 |
6,990 |
+0 |
Jun08 |
071107 |
8029.0 |
8047.0 |
7958.0 |
7995.0 |
-38.5 |
205 |
6,769 |
-7 |
Total Volume and Open Interest |
136,285 |
320,463 |
+5,775 |
FT-SE 100(EURONEXT) |
Dec07 |
071107 |
6539.00 |
6553.50 |
6401.00 |
6417.50 |
-76.50 |
85,760 |
484,644 |
-2,507 |
Mar08 |
071107 |
6566.50 |
6569.00 |
6423.50 |
6438.00 |
-77.00 |
33 |
5,485 |
+12 |
Jun08 |
071107 |
6484.00 |
6497.00 |
6470.00 |
6470.00 |
-78.50 |
20 |
2,053 |
+0 |
Total Volume and Open Interest |
85,813 |
492,682 |
-2,495 |
SPI 200(SFE) |
Dec07 |
071107 |
146.4 |
174.4 |
131.4 |
133.4 |
+71.0 |
18,516 |
298,086 |
+6,702 |
Mar08 |
071107 |
184.4 |
184.4 |
159.4 |
159.4 |
+72.0 |
5 |
1,932 |
+5 |
Jun08 |
071107 |
223.4 |
223.4 |
215.4 |
215.4 |
+72.0 |
6 |
1,383 |
+1 |
Total Volume and Open Interest |
18,527 |
302,418 |
+6,717 |
GSCI(CME) |
Nov07 |
071107 |
612.00 |
612.40 |
598.00 |
606.00 |
-2.00 |
304 |
21,518 |
-130 |
Dec07 |
071107 |
614.70 |
614.70 |
602.00 |
609.20 |
-1.75 |
7 |
176 |
+3 |
Jan08 |
071107 |
606.50 |
606.50 |
606.50 |
606.50 |
-1.00 |
|
|
|
Total Volume and Open Interest |
311 |
21,694 |
-127 |
RJ/CRB Index(ICE) |
Jan08 |
071107 |
461.50 |
464.75 |
461.00 |
461.00 |
-3.00 |
13 |
1,185 |
+1 |
Feb08 |
071107 |
464.50 |
464.50 |
461.00 |
461.00 |
-3.50 |
0 |
419 |
+0 |
Apr08 |
071107 |
463.00 |
465.50 |
461.00 |
461.00 |
-4.00 |
2 |
236 |
+0 |
Total Volume and Open Interest |
50 |
1,921 |
-9 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|