 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Wed November 21, 2007 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan08 |
071121 |
1079.00 |
1086.50 |
1078.50 |
1084.00 |
-3.00 |
13,094 |
285,663 |
-3,453 |
Mar08 |
071121 |
1095.00 |
1102.50 |
1095.00 |
1101.25 |
-2.25 |
5,079 |
112,508 |
+232 |
May08 |
071121 |
1101.00 |
1108.00 |
1101.00 |
1106.50 |
-2.50 |
1,821 |
44,808 |
+398 |
Jul08 |
071121 |
1103.00 |
1111.00 |
1103.00 |
1110.25 |
-2.75 |
2,850 |
52,037 |
-280 |
Aug08 |
071121 |
1090.00 |
1093.00 |
1090.00 |
1093.00 |
-2.00 |
51 |
2,959 |
+58 |
Sep08 |
071121 |
1055.00 |
1055.00 |
1055.00 |
1055.00 |
-2.00 |
25 |
1,178 |
+29 |
Nov08 |
071121 |
1022.00 |
1026.00 |
1020.00 |
1022.50 |
-5.00 |
3,896 |
88,804 |
+1,053 |
Total Volume and Open Interest |
26,944 |
603,102 |
-1,748 |
Soybean Meal(CBOT) |
Dec07 |
071121 |
288.00 |
290.10 |
287.40 |
287.40 |
-2.60 |
8,493 |
42,603 |
-8,478 |
Jan08 |
071121 |
291.20 |
293.00 |
289.70 |
290.00 |
-2.70 |
7,205 |
47,042 |
+675 |
Mar08 |
071121 |
296.50 |
297.50 |
295.30 |
295.30 |
-2.50 |
6,607 |
65,393 |
+3,570 |
May08 |
071121 |
297.50 |
298.50 |
296.50 |
296.50 |
-2.30 |
2,499 |
36,026 |
+890 |
Jul08 |
071121 |
298.00 |
299.20 |
297.50 |
297.90 |
-2.50 |
3,001 |
29,527 |
+2,399 |
Aug08 |
071121 |
294.00 |
294.00 |
292.00 |
292.00 |
-1.50 |
283 |
6,130 |
+482 |
Sep08 |
071121 |
282.00 |
283.50 |
282.00 |
282.30 |
-0.70 |
159 |
5,253 |
+385 |
Oct08 |
071121 |
269.00 |
269.50 |
267.00 |
267.30 |
-3.20 |
73 |
3,791 |
+48 |
Total Volume and Open Interest |
29,575 |
251,094 |
+80 |
Soybean Oil(CBOT) |
Dec07 |
071121 |
45.70 |
46.02 |
45.60 |
45.95 |
+0.23 |
9,934 |
45,641 |
-13,289 |
Jan08 |
071121 |
46.12 |
46.48 |
46.07 |
46.37 |
+0.15 |
9,133 |
119,024 |
+5,493 |
Mar08 |
071121 |
46.60 |
46.94 |
46.55 |
46.80 |
+0.19 |
5,015 |
60,591 |
+3,374 |
May08 |
071121 |
46.84 |
47.23 |
46.84 |
47.06 |
+0.22 |
1,011 |
27,611 |
-596 |
Jul08 |
071121 |
47.27 |
47.45 |
47.15 |
47.40 |
+0.13 |
2,541 |
24,242 |
-931 |
Aug08 |
071121 |
47.15 |
47.30 |
47.15 |
47.30 |
+0.15 |
53 |
3,996 |
+75 |
Sep08 |
071121 |
46.95 |
47.00 |
46.85 |
47.00 |
+0.10 |
29 |
3,781 |
+113 |
Oct08 |
071121 |
46.55 |
46.55 |
46.30 |
46.30 |
unch |
36 |
3,976 |
+15 |
Total Volume and Open Interest |
28,450 |
308,518 |
-5,834 |
Canola(WCE) |
Nov07 |
071114 |
443.7 |
443.7 |
443.7 |
443.7 |
-1.0 |
8 |
43 |
-27 |
Jan08 |
071121 |
458.6 |
465.0 |
456.5 |
463.1 |
+4.5 |
7,983 |
101,584 |
-339 |
Mar08 |
071121 |
468.8 |
475.0 |
467.0 |
473.5 |
+5.2 |
1,706 |
12,692 |
+217 |
May08 |
071121 |
475.9 |
484.4 |
475.9 |
482.3 |
+5.4 |
197 |
5,357 |
+33 |
Jul08 |
071121 |
482.5 |
490.9 |
482.2 |
489.5 |
+4.5 |
382 |
8,922 |
+171 |
Total Volume and Open Interest |
11,729 |
150,185 |
+975 |
Corn(CBOT) |
Dec07 |
071121 |
380.00 |
382.25 |
377.75 |
382.00 |
+0.75 |
23,764 |
178,581 |
-64,411 |
Mar08 |
071121 |
397.00 |
399.25 |
394.75 |
398.75 |
+0.50 |
20,660 |
466,052 |
+19,891 |
May08 |
071121 |
406.25 |
409.00 |
404.75 |
408.75 |
unch |
2,178 |
82,576 |
+3,725 |
Jul08 |
071121 |
415.50 |
418.00 |
413.50 |
417.50 |
+0.75 |
1,344 |
141,723 |
+2,440 |
Sep08 |
071121 |
418.00 |
422.00 |
417.50 |
422.00 |
+2.50 |
119 |
22,547 |
+251 |
Dec08 |
071121 |
423.25 |
428.00 |
422.75 |
427.75 |
+3.25 |
3,568 |
231,808 |
+1,167 |
Total Volume and Open Interest |
52,239 |
1,187,726 |
-36,321 |
Wheat(CBOT) |
Dec07 |
071121 |
777.00 |
803.50 |
775.00 |
803.50 |
+30.00 |
6,993 |
44,284 |
-27,490 |
Mar08 |
071121 |
797.00 |
826.00 |
795.00 |
826.00 |
+30.00 |
8,434 |
184,542 |
+7,194 |
May08 |
071121 |
785.00 |
813.00 |
785.00 |
813.00 |
+30.00 |
567 |
26,125 |
+1,002 |
Jul08 |
071121 |
688.00 |
711.00 |
685.50 |
710.00 |
+22.50 |
1,398 |
81,865 |
+802 |
Sep08 |
071121 |
692.00 |
715.00 |
692.00 |
715.00 |
+22.00 |
37 |
17,351 |
-19 |
Total Volume and Open Interest |
18,261 |
403,430 |
-17,623 |
Wheat(KCBT) |
Dec07 |
071121 |
801.00 |
830.25 |
801.00 |
830.25 |
+30.00 |
10,641 |
22,647 |
-1,684 |
Mar08 |
071121 |
819.00 |
846.00 |
816.50 |
845.25 |
+29.25 |
9,621 |
69,463 |
+3,141 |
May08 |
071121 |
800.00 |
827.00 |
800.00 |
827.00 |
+30.00 |
413 |
4,126 |
-149 |
Jul08 |
071121 |
718.00 |
733.00 |
716.00 |
732.25 |
+21.50 |
1,835 |
23,664 |
+549 |
Sep08 |
071121 |
719.00 |
733.00 |
718.50 |
733.00 |
+21.50 |
141 |
4,277 |
+75 |
Total Volume and Open Interest |
22,739 |
128,914 |
+1,948 |
Wheat(MGE) |
Dec07 |
071121 |
856.00 |
888.00 |
855.00 |
888.00 |
+30.00 |
2,746 |
9,813 |
-534 |
Mar08 |
071121 |
847.00 |
874.25 |
844.00 |
874.25 |
+28.25 |
4,235 |
37,854 |
+601 |
May08 |
071121 |
823.00 |
846.00 |
823.00 |
846.00 |
+30.00 |
772 |
3,652 |
-60 |
Jul08 |
071121 |
768.00 |
788.00 |
768.00 |
785.00 |
+17.00 |
3 |
2,016 |
-3 |
Sep08 |
071121 |
724.00 |
740.00 |
724.00 |
739.75 |
+14.75 |
189 |
4,146 |
+73 |
Total Volume and Open Interest |
8,138 |
61,960 |
-105 |
Oats(CBOT) |
Dec07 |
071121 |
276.75 |
277.00 |
275.25 |
276.50 |
-0.50 |
257 |
3,743 |
-129 |
Mar08 |
071121 |
290.00 |
290.25 |
289.25 |
289.25 |
-0.25 |
197 |
8,750 |
+133 |
May08 |
071121 |
298.00 |
298.00 |
298.00 |
298.00 |
-1.00 |
5 |
324 |
+5 |
Jul08 |
071121 |
303.00 |
303.00 |
303.00 |
303.00 |
unch |
22 |
126 |
+11 |
Total Volume and Open Interest |
501 |
13,091 |
+33 |
Rough Rice(CBOT) |
Nov07 |
071114 |
12.50 |
12.50 |
12.50 |
12.50 |
unch |
|
|
|
Jan08 |
071121 |
12.99 |
13.11 |
12.99 |
13.07 |
+0.10 |
131 |
12,770 |
+28 |
Mar08 |
071121 |
13.29 |
13.38 |
13.29 |
13.38 |
+0.10 |
21 |
3,523 |
+24 |
May08 |
071121 |
13.64 |
13.64 |
13.64 |
13.64 |
+0.09 |
10 |
546 |
-10 |
Total Volume and Open Interest |
182 |
19,156 |
+58 |
Live Cattle(CME) |
Dec07 |
071121 |
96.000 |
96.500 |
95.600 |
96.350 |
+0.170 |
13,936 |
40,224 |
-4,677 |
Feb08 |
071121 |
98.300 |
98.480 |
97.750 |
98.200 |
-0.085 |
16,145 |
114,645 |
+1,834 |
Apr08 |
071121 |
98.550 |
98.750 |
98.100 |
98.400 |
-0.135 |
6,119 |
50,918 |
+647 |
Jun08 |
071121 |
94.250 |
94.300 |
93.950 |
94.285 |
+0.035 |
1,564 |
19,805 |
+639 |
Aug08 |
071121 |
94.450 |
94.635 |
94.300 |
94.580 |
+0.195 |
808 |
10,344 |
+12 |
Oct08 |
071121 |
98.500 |
98.550 |
98.330 |
98.430 |
-0.070 |
147 |
2,528 |
+68 |
Total Volume and Open Interest |
38,818 |
242,358 |
-1,402 |
Feeder Cattle(CME) |
Jan08 |
071121 |
109.650 |
110.150 |
109.230 |
109.900 |
+0.320 |
1,364 |
14,718 |
-24 |
Mar08 |
071121 |
110.550 |
110.650 |
110.000 |
110.450 |
+0.150 |
544 |
4,733 |
+141 |
Apr08 |
071121 |
111.350 |
111.800 |
111.200 |
111.750 |
+0.400 |
195 |
2,191 |
+76 |
May08 |
071121 |
112.900 |
113.000 |
112.450 |
112.850 |
+0.100 |
165 |
2,982 |
+87 |
Aug08 |
071121 |
113.000 |
113.150 |
112.850 |
113.000 |
-0.150 |
256 |
1,422 |
+95 |
Sep08 |
071121 |
112.000 |
112.000 |
112.000 |
112.000 |
-0.080 |
0 |
65 |
+0 |
Oct08 |
071121 |
111.900 |
111.900 |
111.900 |
111.900 |
unch |
1 |
6 |
-1 |
Total Volume and Open Interest |
2,532 |
26,123 |
+380 |
Lean Hogs(CME) |
Dec07 |
071121 |
54.350 |
55.930 |
54.250 |
55.750 |
+0.920 |
17,298 |
39,408 |
-2,129 |
Feb08 |
071121 |
62.250 |
63.000 |
62.200 |
62.750 |
-0.250 |
20,144 |
82,529 |
+789 |
Apr08 |
071121 |
66.100 |
66.700 |
65.950 |
66.330 |
+0.130 |
5,292 |
34,050 |
+904 |
May08 |
071121 |
73.250 |
73.600 |
72.750 |
73.600 |
-0.050 |
189 |
2,548 |
+38 |
Jun08 |
071121 |
75.750 |
76.100 |
75.430 |
76.035 |
-0.115 |
2,609 |
23,513 |
+633 |
Jul08 |
071121 |
75.300 |
75.300 |
74.600 |
75.180 |
-0.520 |
1,147 |
9,730 |
+457 |
Aug08 |
071121 |
73.300 |
73.800 |
72.650 |
73.800 |
+0.120 |
341 |
5,023 |
+30 |
Oct08 |
071121 |
68.500 |
68.900 |
67.700 |
68.800 |
unch |
665 |
5,281 |
+115 |
Total Volume and Open Interest |
48,961 |
208,378 |
+1,600 |
Pork Bellies(CME) |
Feb08 |
071121 |
92.000 |
93.850 |
91.000 |
93.050 |
+0.650 |
307 |
1,235 |
-60 |
Mar08 |
071121 |
92.350 |
92.350 |
92.350 |
92.350 |
+0.650 |
20 |
217 |
-22 |
May08 |
071121 |
92.000 |
93.400 |
92.000 |
92.500 |
+0.500 |
7 |
171 |
+6 |
Jul08 |
071121 |
92.500 |
92.500 |
92.500 |
92.500 |
+0.300 |
0 |
137 |
+0 |
Aug08 |
071121 |
90.500 |
90.500 |
90.500 |
90.500 |
unch |
1 |
52 |
+1 |
Total Volume and Open Interest |
335 |
1,812 |
-75 |
Class III Milk(CME) |
Nov07 |
071121 |
19.25 |
19.25 |
19.25 |
19.25 |
+0.05 |
38 |
4,128 |
+4 |
Dec07 |
071121 |
19.90 |
19.95 |
19.80 |
19.82 |
unch |
367 |
4,415 |
-5 |
Jan08 |
071121 |
18.50 |
18.55 |
18.30 |
18.30 |
-0.12 |
369 |
3,341 |
+53 |
Feb08 |
071121 |
17.25 |
17.28 |
17.25 |
17.28 |
-0.14 |
273 |
2,750 |
+61 |
Mar08 |
071121 |
16.90 |
16.90 |
16.82 |
16.82 |
-0.03 |
115 |
2,372 |
+32 |
Total Volume and Open Interest |
1,767 |
32,238 |
+302 |
Cocoa(ICE) |
Dec07 |
071121 |
1923 |
1935 |
1916 |
1916 |
-21 |
57 |
3,082 |
-32 |
Mar08 |
071121 |
1953 |
1961 |
1948 |
1951 |
-15 |
9,861 |
86,017 |
+1,605 |
May08 |
071121 |
1960 |
1960 |
1960 |
1960 |
-13 |
614 |
18,680 |
+200 |
Jul08 |
071121 |
1969 |
1969 |
1969 |
1969 |
-14 |
923 |
7,485 |
+658 |
Sep08 |
071121 |
1977 |
1977 |
1977 |
1977 |
-14 |
421 |
4,003 |
+307 |
Dec08 |
071121 |
1989 |
1989 |
1989 |
1989 |
-16 |
89 |
14,370 |
+17 |
Mar09 |
071121 |
2004 |
2004 |
2004 |
2004 |
-18 |
69 |
4,214 |
-30 |
Total Volume and Open Interest |
12,136 |
139,857 |
+2,725 |
Coffee "C"(ICE) |
Dec07 |
071121 |
123.60 |
123.90 |
123.40 |
123.45 |
-0.90 |
1,950 |
3,520 |
-2,515 |
Mar08 |
071121 |
127.50 |
127.80 |
126.10 |
126.60 |
-1.15 |
9,350 |
105,079 |
-294 |
May08 |
071121 |
129.15 |
129.15 |
129.10 |
129.10 |
-1.20 |
749 |
17,931 |
+439 |
Jul08 |
071121 |
131.55 |
131.55 |
131.55 |
131.55 |
-1.25 |
307 |
4,988 |
-91 |
Sep08 |
071121 |
133.95 |
133.95 |
133.95 |
133.95 |
-1.20 |
161 |
8,212 |
-41 |
Dec08 |
071121 |
136.95 |
136.95 |
136.95 |
136.95 |
-1.20 |
92 |
7,612 |
-66 |
Total Volume and Open Interest |
12,727 |
153,591 |
-2,611 |
Orange Juice(ICE) |
Jan08 |
071121 |
133.25 |
141.75 |
133.00 |
134.35 |
+2.40 |
1,513 |
15,229 |
-223 |
Mar08 |
071121 |
134.00 |
142.00 |
133.75 |
134.35 |
+2.30 |
1,085 |
7,689 |
+438 |
May08 |
071121 |
139.50 |
139.50 |
134.00 |
134.40 |
+2.25 |
125 |
1,135 |
+61 |
Jul08 |
071121 |
136.50 |
136.50 |
135.40 |
135.40 |
+2.25 |
1 |
711 |
+1 |
Sep08 |
071121 |
135.60 |
135.60 |
135.60 |
135.60 |
+2.25 |
0 |
406 |
+0 |
Nov08 |
071121 |
135.20 |
135.20 |
135.20 |
135.20 |
+2.25 |
0 |
342 |
+0 |
Total Volume and Open Interest |
2,724 |
26,279 |
+277 |
Sugar #11(ICE) |
Mar08 |
071121 |
9.75 |
9.79 |
9.74 |
9.78 |
+0.03 |
36,683 |
425,691 |
+2,108 |
May08 |
071121 |
10.06 |
10.09 |
10.06 |
10.09 |
+0.03 |
8,640 |
86,213 |
-1,829 |
Jul08 |
071121 |
10.27 |
10.27 |
10.25 |
10.25 |
+0.01 |
3,089 |
77,926 |
-443 |
Oct08 |
071121 |
10.66 |
10.66 |
10.65 |
10.65 |
+0.04 |
3,328 |
63,947 |
+467 |
Mar09 |
071121 |
11.34 |
11.41 |
11.34 |
11.36 |
+0.08 |
5,454 |
39,808 |
-14 |
Total Volume and Open Interest |
60,990 |
762,153 |
+258 |
Sugar #14(ICE) |
Jan08 |
071121 |
20.51 |
20.51 |
20.51 |
20.51 |
+0.15 |
437 |
2,934 |
+126 |
Mar08 |
071121 |
20.06 |
20.06 |
20.06 |
20.06 |
+0.06 |
12 |
3,621 |
+0 |
May08 |
071121 |
20.22 |
20.22 |
20.22 |
20.22 |
+0.07 |
37 |
3,193 |
+37 |
Jul08 |
071121 |
20.54 |
20.54 |
20.54 |
20.54 |
+0.09 |
0 |
1,673 |
+0 |
Sep08 |
071121 |
20.67 |
20.67 |
20.67 |
20.67 |
unch |
0 |
1,223 |
+10 |
Total Volume and Open Interest |
486 |
12,799 |
+173 |
London Cocoa(LCE) |
Dec07 |
071121 |
937 |
950 |
929 |
930 |
-6 |
3,677 |
65,062 |
+433 |
Mar08 |
071121 |
967 |
981 |
959 |
960 |
-7 |
8,713 |
67,172 |
+1,454 |
May08 |
071121 |
984 |
995 |
975 |
975 |
-7 |
845 |
21,343 |
-134 |
Jul08 |
071121 |
999 |
1011 |
991 |
991 |
-7 |
1,242 |
31,383 |
+348 |
Sep08 |
071121 |
1009 |
1021 |
1001 |
1001 |
-7 |
319 |
21,003 |
-24 |
Dec08 |
071121 |
1016 |
1027 |
1007 |
1008 |
-7 |
635 |
16,010 |
+558 |
Mar09 |
071121 |
1026 |
1037 |
1015 |
1015 |
-11 |
63 |
3,062 |
+20 |
Total Volume and Open Interest |
15,494 |
225,163 |
+2,655 |
London Coffee(LCE) |
Nov07 |
071121 |
2284.00 |
2330.00 |
2284.00 |
2321.00 |
+37.00 |
311 |
10,115 |
-351 |
Jan08 |
071121 |
1822.00 |
1830.00 |
1811.00 |
1826.00 |
+2.00 |
7,597 |
75,994 |
-719 |
Mar08 |
071121 |
1811.00 |
1821.00 |
1802.00 |
1815.00 |
+2.00 |
4,554 |
43,225 |
+1,067 |
May08 |
071121 |
1818.00 |
1831.00 |
1813.00 |
1826.00 |
+3.00 |
1,284 |
8,708 |
+118 |
Jul08 |
071121 |
1828.00 |
1839.00 |
1826.00 |
1838.00 |
+5.00 |
518 |
2,665 |
+10 |
Sep08 |
071121 |
1842.00 |
1847.00 |
1842.00 |
1847.00 |
+4.00 |
378 |
1,471 |
+285 |
Total Volume and Open Interest |
15,230 |
142,967 |
+825 |
London Sugar(LCE) |
Mar08 |
071121 |
286.70 |
291.30 |
285.60 |
287.50 |
+0.80 |
6,418 |
56,868 |
-2,350 |
May08 |
071121 |
291.70 |
295.00 |
290.90 |
292.40 |
+0.70 |
1,426 |
8,625 |
+474 |
Aug08 |
071121 |
296.50 |
297.00 |
294.60 |
294.60 |
+0.70 |
63 |
6,512 |
-5 |
Oct08 |
071121 |
301.90 |
301.90 |
300.60 |
301.10 |
+0.70 |
66 |
5,277 |
+7 |
Dec08 |
071121 |
307.10 |
309.40 |
307.10 |
308.20 |
+0.70 |
61 |
1,247 |
-15 |
Total Volume and Open Interest |
8,254 |
81,523 |
-1,889 |
Cotton(ICE) |
Dec07 |
071121 |
60.10 |
60.30 |
59.50 |
60.07 |
+0.01 |
12,213 |
12,314 |
-5,854 |
Mar08 |
071121 |
65.85 |
65.95 |
65.35 |
65.54 |
+0.02 |
17,848 |
138,385 |
+2,727 |
May08 |
071121 |
67.45 |
67.45 |
67.20 |
67.21 |
+0.02 |
3,250 |
15,354 |
+1,587 |
Jul08 |
071121 |
68.75 |
68.75 |
68.50 |
68.56 |
-0.04 |
1,600 |
18,595 |
+356 |
Oct08 |
071121 |
70.65 |
70.65 |
70.65 |
70.65 |
-0.05 |
0 |
400 |
-2 |
Dec08 |
071121 |
73.10 |
73.10 |
72.70 |
72.73 |
-0.05 |
2,173 |
32,023 |
+126 |
Total Volume and Open Interest |
37,089 |
218,535 |
-1,059 |
Lumber(CME) |
Jan08 |
071121 |
256.0 |
257.0 |
254.1 |
254.2 |
-1.6 |
808 |
6,826 |
-64 |
Mar08 |
071121 |
278.0 |
279.5 |
274.5 |
277.6 |
-0.9 |
179 |
1,387 |
+22 |
May08 |
071121 |
288.0 |
290.4 |
286.5 |
289.9 |
+0.4 |
38 |
539 |
+17 |
Jul08 |
071121 |
290.0 |
291.0 |
290.0 |
290.6 |
+0.5 |
14 |
41 |
+12 |
Total Volume and Open Interest |
1,041 |
8,812 |
-12 |
Crude Oil(NYM) |
Jan08 |
071121 |
98.65 |
98.70 |
96.60 |
97.29 |
-0.74 |
286,533 |
396,351 |
+2,957 |
Feb08 |
071121 |
97.60 |
97.60 |
95.58 |
96.18 |
-0.71 |
83,560 |
103,561 |
+2,707 |
Mar08 |
071121 |
96.35 |
96.35 |
94.65 |
95.12 |
-0.72 |
31,233 |
101,285 |
+3,036 |
Apr08 |
071121 |
95.20 |
95.20 |
94.19 |
94.19 |
-0.69 |
16,498 |
53,932 |
+649 |
May08 |
071121 |
93.41 |
93.41 |
93.41 |
93.41 |
-0.65 |
8,370 |
54,751 |
+306 |
Jun08 |
071121 |
92.90 |
92.90 |
92.67 |
92.67 |
-0.63 |
14,032 |
69,119 |
+345 |
Jul08 |
071121 |
91.95 |
91.95 |
91.95 |
91.95 |
-0.63 |
2,499 |
19,655 |
+237 |
Aug08 |
071121 |
91.27 |
91.27 |
91.27 |
91.27 |
-0.63 |
1,325 |
16,817 |
+333 |
Sep08 |
071121 |
90.64 |
90.64 |
90.64 |
90.64 |
-0.63 |
305 |
31,592 |
-69 |
Oct08 |
071121 |
90.04 |
90.04 |
90.04 |
90.04 |
-0.63 |
1,003 |
30,237 |
+95 |
Nov08 |
071121 |
89.46 |
89.46 |
89.46 |
89.46 |
-0.63 |
237 |
19,776 |
-10 |
Dec08 |
071121 |
89.45 |
89.45 |
88.20 |
88.92 |
-0.63 |
14,515 |
174,970 |
+815 |
Jan09 |
071121 |
88.43 |
88.43 |
88.43 |
88.43 |
-0.62 |
1,608 |
25,375 |
+1,244 |
Feb09 |
071121 |
87.99 |
87.99 |
87.99 |
87.99 |
-0.61 |
65 |
13,012 |
+3 |
Mar09 |
071121 |
87.57 |
87.57 |
87.57 |
87.57 |
-0.60 |
34 |
8,000 |
+3 |
Apr09 |
071121 |
87.15 |
87.15 |
87.15 |
87.15 |
-0.60 |
3 |
13,578 |
+3 |
Total Volume and Open Interest |
473,372 |
1,397,984 |
+16,003 |
Heating Oil(NYM) |
Dec07 |
071121 |
269.90 |
271.50 |
267.00 |
268.74 |
-0.27 |
28,511 |
42,971 |
-5,643 |
Jan08 |
071121 |
270.80 |
270.80 |
269.77 |
269.77 |
-0.49 |
36,181 |
84,659 |
+6,779 |
Feb08 |
071121 |
269.42 |
269.42 |
268.12 |
268.12 |
-0.49 |
8,256 |
30,237 |
+1,504 |
Mar08 |
071121 |
263.65 |
265.00 |
263.65 |
264.02 |
-0.59 |
3,924 |
13,798 |
+770 |
Apr08 |
071121 |
257.07 |
257.07 |
257.07 |
257.07 |
-0.84 |
2,013 |
10,413 |
+141 |
May08 |
071121 |
251.27 |
251.27 |
251.27 |
251.27 |
-0.89 |
789 |
5,986 |
+345 |
Jun08 |
071121 |
247.62 |
247.62 |
247.62 |
247.62 |
-0.99 |
3,019 |
17,764 |
+174 |
Jul08 |
071121 |
247.00 |
247.00 |
246.02 |
246.02 |
-0.99 |
416 |
3,889 |
+205 |
Aug08 |
071121 |
245.57 |
245.57 |
245.57 |
245.57 |
-1.04 |
148 |
903 |
+39 |
Sep08 |
071121 |
246.17 |
246.17 |
246.17 |
246.17 |
-1.09 |
59 |
2,636 |
-35 |
Oct08 |
071121 |
247.57 |
247.57 |
247.57 |
247.57 |
-1.09 |
73 |
1,032 |
+53 |
Nov08 |
071121 |
249.07 |
249.07 |
249.07 |
249.07 |
-1.09 |
95 |
760 |
+67 |
Total Volume and Open Interest |
84,783 |
228,639 |
+4,148 |
Gasoline(NYMEX) |
Dec07 |
071121 |
245.36 |
247.20 |
241.75 |
243.71 |
-1.44 |
28,180 |
42,794 |
-6,167 |
Jan08 |
071121 |
244.92 |
247.76 |
241.54 |
243.53 |
-1.47 |
23,117 |
64,515 |
+2,626 |
Feb08 |
071121 |
248.30 |
248.63 |
243.61 |
245.28 |
-1.57 |
4,944 |
18,818 |
+95 |
Mar08 |
071121 |
250.51 |
250.51 |
246.18 |
247.48 |
-1.47 |
3,752 |
18,580 |
-204 |
Apr08 |
071121 |
262.00 |
262.04 |
259.00 |
259.83 |
-1.32 |
2,002 |
19,233 |
+359 |
May08 |
071121 |
261.02 |
261.02 |
258.90 |
259.93 |
-1.42 |
1,337 |
10,206 |
+200 |
Jun08 |
071121 |
258.89 |
259.70 |
257.65 |
258.83 |
-1.57 |
1,335 |
14,056 |
+186 |
Jul08 |
071121 |
258.20 |
258.20 |
256.23 |
256.23 |
-1.77 |
353 |
2,826 |
-127 |
Aug08 |
071121 |
252.38 |
252.38 |
252.38 |
252.38 |
-1.92 |
330 |
1,883 |
+32 |
Sep08 |
071121 |
247.38 |
247.38 |
247.38 |
247.38 |
-2.02 |
299 |
4,405 |
+43 |
Total Volume and Open Interest |
65,914 |
208,997 |
-3,006 |
e-MiNY RBOB Gasoline(NYMEX) |
Dec07 |
071121 |
243.71 |
243.71 |
243.71 |
243.71 |
-1.44 |
1 |
33 |
+0 |
Jan08 |
071121 |
243.70 |
243.70 |
243.53 |
243.53 |
-1.47 |
11 |
12 |
+6 |
Feb08 |
071121 |
245.28 |
245.28 |
245.28 |
245.28 |
-1.57 |
|
|
|
Mar08 |
071121 |
247.48 |
247.48 |
247.48 |
247.48 |
-1.47 |
0 |
2 |
+0 |
Total Volume and Open Interest |
12 |
47 |
+6 |
Natural Gas(NYM) |
Dec07 |
071121 |
7.475 |
7.620 |
7.450 |
7.550 |
+0.073 |
49,713 |
39,757 |
-5,692 |
Jan08 |
071121 |
7.810 |
7.970 |
7.775 |
7.870 |
+0.052 |
29,343 |
135,235 |
+4,987 |
Feb08 |
071121 |
7.840 |
7.925 |
7.840 |
7.925 |
+0.042 |
6,628 |
47,990 |
+1,268 |
Mar08 |
071121 |
7.840 |
7.840 |
7.783 |
7.783 |
+0.042 |
7,889 |
66,762 |
-93 |
Apr08 |
071121 |
7.660 |
7.660 |
7.568 |
7.568 |
+0.047 |
6,568 |
48,320 |
+60 |
May08 |
071121 |
7.560 |
7.715 |
7.560 |
7.623 |
+0.049 |
3,157 |
35,517 |
+376 |
Jun08 |
071121 |
7.630 |
7.800 |
7.630 |
7.705 |
+0.048 |
1,253 |
21,315 |
+240 |
Jul08 |
071121 |
7.725 |
7.885 |
7.725 |
7.793 |
+0.048 |
988 |
16,760 |
+218 |
Aug08 |
071121 |
7.960 |
7.960 |
7.863 |
7.863 |
+0.048 |
456 |
16,148 |
+66 |
Sep08 |
071121 |
7.980 |
7.980 |
7.888 |
7.888 |
+0.048 |
436 |
11,719 |
+47 |
Oct08 |
071121 |
8.040 |
8.040 |
7.953 |
7.953 |
+0.046 |
1,161 |
35,866 |
-156 |
Nov08 |
071121 |
8.290 |
8.338 |
8.290 |
8.338 |
+0.051 |
705 |
23,030 |
+167 |
Dec08 |
071121 |
8.773 |
8.773 |
8.773 |
8.773 |
+0.051 |
538 |
18,182 |
+40 |
Jan09 |
071121 |
9.043 |
9.043 |
9.043 |
9.043 |
+0.049 |
2,024 |
35,008 |
-227 |
Feb09 |
071121 |
9.048 |
9.048 |
9.048 |
9.048 |
+0.049 |
44 |
6,325 |
+26 |
Mar09 |
071121 |
8.750 |
8.808 |
8.750 |
8.808 |
+0.049 |
1,631 |
28,637 |
-41 |
Total Volume and Open Interest |
120,310 |
799,586 |
+3,217 |
Brent Crude Oil(ICE) |
Jan08 |
071121 |
95.90 |
96.53 |
94.05 |
94.84 |
-0.65 |
90,489 |
147,127 |
-13,065 |
Feb08 |
071121 |
95.33 |
95.84 |
93.53 |
94.31 |
-0.67 |
26,651 |
136,616 |
+3,617 |
Mar08 |
071121 |
95.23 |
95.23 |
92.96 |
93.71 |
-0.69 |
12,072 |
33,030 |
-947 |
Apr08 |
071121 |
94.56 |
94.56 |
92.34 |
93.06 |
-0.71 |
4,809 |
17,898 |
-607 |
May08 |
071121 |
93.85 |
93.85 |
91.64 |
92.42 |
-0.71 |
2,985 |
11,802 |
-606 |
Jun08 |
071121 |
93.30 |
93.30 |
91.06 |
91.78 |
-0.72 |
4,244 |
33,468 |
+61 |
Jul08 |
071121 |
92.75 |
92.75 |
91.24 |
91.24 |
-0.71 |
729 |
7,081 |
+0 |
Aug08 |
071121 |
90.75 |
90.75 |
90.75 |
90.75 |
-0.70 |
0 |
6,416 |
+281 |
Sep08 |
071121 |
90.31 |
90.31 |
90.31 |
90.31 |
-0.69 |
880 |
7,045 |
+401 |
Oct08 |
071121 |
89.88 |
89.88 |
89.88 |
89.88 |
-0.69 |
0 |
9,449 |
-230 |
Nov08 |
071121 |
89.47 |
89.47 |
89.47 |
89.47 |
-0.69 |
0 |
4,771 |
+0 |
Dec08 |
071121 |
90.34 |
90.34 |
88.25 |
89.07 |
-0.68 |
4,073 |
52,750 |
-227 |
Jan09 |
071121 |
88.69 |
88.69 |
88.69 |
88.69 |
-0.66 |
0 |
12,088 |
+100 |
Feb09 |
071121 |
88.30 |
88.30 |
88.30 |
88.30 |
-0.66 |
0 |
3,705 |
+0 |
Total Volume and Open Interest |
3,280 |
129,827 |
+18,424 |
Gas Oil(ICE) |
Dec07 |
071121 |
859.00 |
861.00 |
842.50 |
848.25 |
+2.50 |
41,843 |
73,879 |
-2,351 |
Jan08 |
071121 |
849.00 |
852.50 |
835.50 |
840.50 |
+3.75 |
39,122 |
89,613 |
+4,084 |
Feb08 |
071121 |
835.00 |
836.00 |
820.75 |
825.00 |
+3.50 |
10,279 |
34,122 |
+1,772 |
Mar08 |
071121 |
816.25 |
819.50 |
808.50 |
810.50 |
+3.25 |
2,825 |
17,948 |
+273 |
Apr08 |
071121 |
800.25 |
805.75 |
794.75 |
797.00 |
+3.00 |
1,390 |
12,172 |
-31 |
May08 |
071121 |
790.25 |
796.00 |
784.50 |
786.75 |
+2.25 |
609 |
12,913 |
+108 |
Jun08 |
071121 |
787.25 |
789.00 |
777.25 |
779.50 |
+1.50 |
3,387 |
29,605 |
+175 |
Jul08 |
071121 |
784.75 |
785.75 |
776.00 |
776.75 |
+8.25 |
179 |
5,634 |
-91 |
Aug08 |
071121 |
784.00 |
784.00 |
775.75 |
775.75 |
+18.50 |
0 |
2,311 |
+0 |
Sep08 |
071121 |
781.50 |
781.75 |
774.25 |
774.25 |
+0.75 |
0 |
1,043 |
+0 |
Total Volume and Open Interest |
100,596 |
308,737 |
+3,308 |
US Dollar Index(ICE) |
Dec07 |
071121 |
75.155 |
75.325 |
74.980 |
75.090 |
-0.120 |
3,465 |
34,964 |
+322 |
Mar08 |
071121 |
75.140 |
75.335 |
74.950 |
75.080 |
-0.120 |
151 |
2,959 |
+17 |
Jun08 |
071121 |
75.190 |
75.240 |
75.100 |
75.110 |
-0.120 |
0 |
440 |
+0 |
Total Volume and Open Interest |
3,616 |
38,488 |
+339 |
Australian Dollar(CME) |
Dec07 |
071121 |
87.17 |
87.26 |
86.88 |
87.26 |
-1.23 |
3,048 |
67,346 |
-2,858 |
Mar08 |
071121 |
86.77 |
86.77 |
86.77 |
86.77 |
-1.23 |
28 |
2,162 |
+249 |
Jun08 |
071121 |
85.85 |
86.11 |
85.85 |
86.11 |
-1.23 |
0 |
408 |
+0 |
Total Volume and Open Interest |
3,076 |
70,026 |
-2,609 |
British Pound(CME) |
Dec07 |
071121 |
205.55 |
206.16 |
205.55 |
206.11 |
-0.38 |
2,280 |
120,625 |
+3,701 |
Mar08 |
071121 |
205.45 |
205.45 |
205.45 |
205.45 |
-0.39 |
286 |
1,927 |
+408 |
Jun08 |
071121 |
204.37 |
204.77 |
204.37 |
204.77 |
-0.40 |
0 |
21 |
+2 |
Total Volume and Open Interest |
2,566 |
122,587 |
+4,111 |
Canadian Dollar(CME) |
Dec07 |
071121 |
101.18 |
101.31 |
100.83 |
101.21 |
-0.49 |
1,788 |
101,247 |
-1,746 |
Mar08 |
071121 |
101.18 |
101.26 |
101.11 |
101.26 |
-0.49 |
66 |
4,178 |
+308 |
Jun08 |
071121 |
101.20 |
101.30 |
101.20 |
101.26 |
-0.49 |
0 |
2,477 |
+21 |
Sep08 |
071121 |
101.19 |
101.26 |
101.19 |
101.26 |
-0.49 |
28 |
1,284 |
-10 |
Total Volume and Open Interest |
1,923 |
109,533 |
-1,398 |
Japanese Yen(CME) |
Dec07 |
071121 |
92.39 |
92.44 |
92.27 |
92.30 |
+0.88 |
787 |
164,584 |
+658 |
Mar08 |
071121 |
93.27 |
93.34 |
93.24 |
93.24 |
+0.88 |
121 |
11,736 |
+343 |
Jun08 |
071121 |
94.05 |
94.05 |
93.98 |
93.98 |
+0.85 |
0 |
16,370 |
+2 |
Total Volume and Open Interest |
908 |
193,209 |
+1,004 |
Swiss Franc(CME) |
Dec07 |
071121 |
90.59 |
90.86 |
90.59 |
90.86 |
+0.29 |
2,360 |
81,350 |
-525 |
Mar08 |
071121 |
91.38 |
91.38 |
91.38 |
91.38 |
+0.29 |
73 |
1,773 |
+208 |
Jun08 |
071121 |
91.74 |
91.76 |
91.74 |
91.76 |
+0.29 |
0 |
38 |
+0 |
Total Volume and Open Interest |
2,433 |
83,181 |
-317 |
EuroFX(CME) |
Dec07 |
071121 |
148.23 |
148.49 |
148.18 |
148.49 |
+0.28 |
4,067 |
221,308 |
+2,668 |
Mar08 |
071121 |
148.42 |
148.60 |
148.42 |
148.60 |
+0.26 |
38 |
4,688 |
+309 |
Jun08 |
071121 |
148.57 |
148.57 |
148.57 |
148.57 |
+0.26 |
0 |
661 |
+5 |
Total Volume and Open Interest |
4,105 |
227,240 |
+2,982 |
Mexican Peso(CME) |
Dec07 |
071121 |
907.5 |
909.0 |
905.5 |
909.0 |
+0.2 |
6,094 |
68,664 |
-6,524 |
Jan08 |
071121 |
905.8 |
905.8 |
905.8 |
905.8 |
+0.2 |
0 |
3 |
+0 |
Total Volume and Open Interest |
6,338 |
94,239 |
-6,621 |
30-Year T-Bonds(CBOT) |
Dec07 |
071121 |
115~31 |
116~29 |
115~30 |
116~16 |
+0~08 |
376,946 |
965,590 |
-32,919 |
Mar08 |
071121 |
115~31 |
116~29 |
115~30 |
116~16 |
+0~07 |
23,586 |
73,207 |
+14,504 |
Jun08 |
071121 |
115~27 |
115~27 |
115~27 |
115~27 |
+0~07 |
5 |
1,693 |
+0 |
Total Volume and Open Interest |
400,537 |
1,040,509 |
-18,415 |
10-Year T-Notes(CBOT) |
Dec07 |
071121 |
112~280 |
113~235 |
112~275 |
113~125 |
+0~075 |
1,610,126 |
2,177,624 |
-167,103 |
Mar08 |
071121 |
112~100 |
113~020 |
112~100 |
112~245 |
+0~065 |
105,780 |
361,399 |
+25,655 |
Jun08 |
071121 |
112~065 |
112~065 |
112~065 |
112~065 |
+0~055 |
16 |
78 |
+6 |
Total Volume and Open Interest |
1,715,922 |
2,539,101 |
-141,442 |
5-Year T-Notes(CBOT) |
Dec07 |
071121 |
110~040 |
110~120 |
110~005 |
110~005 |
+0~070 |
857,663 |
0 |
+0 |
Mar08 |
071121 |
109~270 |
109~270 |
109~240 |
109~240 |
+0~065 |
100,195 |
0 |
+0 |
Jun08 |
071121 |
109~240 |
109~240 |
109~240 |
109~240 |
+0~065 |
|
|
|
Total Volume and Open Interest |
957,858 |
|
|
2 Year T-Notes(CBOT) |
Dec07 |
071121 |
104~125 |
105~013 |
104~125 |
105~000 |
+0~024 |
10,773 |
976,342 |
-36,408 |
Mar08 |
071121 |
105~009 |
105~021 |
105~009 |
105~016 |
+0~024 |
10,430 |
52,159 |
+33,441 |
Total Volume and Open Interest |
21,203 |
1,028,501 |
-2,967 |
Eurodollars(CME) |
Dec07 |
071121 |
95.207 |
95.232 |
95.180 |
95.205 |
+0.065 |
35,221 |
1,497,475 |
-7,205 |
Mar08 |
071121 |
95.785 |
95.860 |
95.760 |
95.825 |
+0.125 |
11,954 |
1,455,256 |
-42,802 |
Jun08 |
071121 |
96.150 |
96.235 |
96.130 |
96.190 |
+0.120 |
19,999 |
1,445,211 |
+13,481 |
Sep08 |
071121 |
96.335 |
96.420 |
96.315 |
96.375 |
+0.105 |
13,945 |
1,263,158 |
-10,102 |
Dec08 |
071121 |
96.380 |
96.460 |
96.375 |
96.415 |
+0.090 |
19,464 |
1,442,844 |
+13,947 |
Mar09 |
071121 |
96.325 |
96.400 |
96.315 |
96.360 |
+0.090 |
16,954 |
947,468 |
-8,414 |
Jun09 |
071121 |
96.200 |
96.255 |
96.190 |
96.235 |
+0.095 |
10,965 |
635,540 |
+5,067 |
Sep09 |
071121 |
96.055 |
96.110 |
96.045 |
96.090 |
+0.090 |
11,707 |
486,013 |
+15,225 |
Dec09 |
071121 |
95.920 |
95.960 |
95.895 |
95.935 |
+0.080 |
7,899 |
279,347 |
+268 |
Mar10 |
071121 |
95.785 |
95.805 |
95.770 |
95.800 |
+0.070 |
4,682 |
192,264 |
+1,406 |
Jun10 |
071121 |
95.660 |
95.680 |
95.640 |
95.675 |
+0.060 |
2,676 |
162,073 |
+819 |
Sep10 |
071121 |
95.550 |
95.570 |
95.530 |
95.560 |
+0.050 |
3,108 |
136,276 |
-658 |
Dec10 |
071121 |
95.435 |
95.470 |
95.415 |
95.440 |
+0.040 |
2,259 |
104,061 |
+589 |
Mar11 |
071121 |
95.350 |
95.375 |
95.330 |
95.345 |
+0.030 |
1,578 |
87,413 |
-437 |
Jun11 |
071121 |
95.255 |
95.255 |
95.240 |
95.245 |
+0.025 |
2,238 |
91,774 |
-273 |
Sep11 |
071121 |
95.170 |
95.185 |
95.150 |
95.155 |
+0.020 |
2,275 |
78,543 |
-59 |
Dec11 |
071121 |
95.065 |
95.090 |
95.055 |
95.065 |
+0.015 |
938 |
52,125 |
-256 |
Mar12 |
071121 |
95.005 |
95.005 |
94.995 |
95.000 |
+0.010 |
922 |
48,135 |
+159 |
Total Volume and Open Interest |
171,889 |
10,571,461 |
-18,653 |
30 Day Federal Funds(CBOT) |
Nov07 |
071121 |
3.805 |
3.805 |
3.795 |
3.805 |
unch |
264 |
149,472 |
-1,248 |
Dec07 |
071121 |
3.945 |
3.955 |
3.940 |
3.955 |
+0.025 |
195 |
106,390 |
+3,186 |
Jan08 |
071121 |
4.025 |
4.025 |
4.015 |
4.025 |
+0.045 |
1,677 |
92,808 |
+3,316 |
Feb08 |
071121 |
4.230 |
4.255 |
4.230 |
4.235 |
+0.045 |
3,092 |
52,789 |
-2,445 |
Mar08 |
071121 |
4.315 |
4.325 |
4.315 |
4.320 |
+0.055 |
91 |
16,575 |
+1,285 |
Apr08 |
071121 |
4.415 |
4.415 |
4.415 |
4.415 |
+0.065 |
1,445 |
10,845 |
+727 |
Total Volume and Open Interest |
6,764 |
441,054 |
+5,254 |
30 Day Fed Funds(e-CBOT) |
Nov07 |
071121 |
95.550 |
95.565 |
95.545 |
95.550 |
-0.005 |
8,787 |
0 |
+0 |
Dec07 |
071121 |
95.650 |
95.725 |
95.650 |
95.715 |
+0.050 |
31,890 |
0 |
+0 |
Jan08 |
071121 |
95.720 |
95.795 |
95.720 |
95.785 |
+0.075 |
36,769 |
0 |
+0 |
Feb08 |
071121 |
95.935 |
96.015 |
95.935 |
96.000 |
+0.080 |
12,771 |
0 |
+0 |
Mar08 |
071121 |
96.030 |
96.105 |
96.030 |
96.080 |
+0.090 |
6,384 |
0 |
+0 |
Apr08 |
071121 |
96.100 |
96.205 |
96.100 |
96.180 |
+0.115 |
4,412 |
0 |
+0 |
Total Volume and Open Interest |
102,674 |
|
|
3-Mth Euro-Yen(CME) |
Dec07 |
071121 |
99.17 |
99.17 |
99.17 |
99.17 |
unch |
53 |
16,948 |
-84 |
Mar08 |
071121 |
99.19 |
99.19 |
99.19 |
99.19 |
+0.02 |
1,597 |
9,250 |
+885 |
Jun08 |
071121 |
99.19 |
99.19 |
99.19 |
99.19 |
+0.04 |
150 |
5,059 |
+150 |
Sep08 |
071121 |
99.16 |
99.16 |
99.16 |
99.16 |
+0.04 |
295 |
4,751 |
+272 |
Dec08 |
071121 |
99.10 |
99.10 |
99.10 |
99.10 |
+0.03 |
300 |
2,063 |
+0 |
Mar09 |
071121 |
99.05 |
99.05 |
99.05 |
99.05 |
+0.03 |
0 |
612 |
+0 |
Jun09 |
071121 |
99.00 |
99.00 |
99.00 |
99.00 |
+0.03 |
0 |
156 |
+0 |
Sep09 |
071121 |
98.93 |
98.93 |
98.93 |
98.93 |
+0.03 |
|
|
|
Dec09 |
071121 |
98.84 |
98.84 |
98.84 |
98.84 |
+0.01 |
|
|
|
Mar10 |
071121 |
98.78 |
98.78 |
98.78 |
98.78 |
+0.01 |
|
|
|
Total Volume and Open Interest |
2,395 |
38,839 |
+1,223 |
3-Mth Euro-Yen(SGX) |
Dec07 |
071121 |
99.16 |
99.16 |
99.16 |
99.16 |
unch |
257 |
65,403 |
-102 |
Mar08 |
071121 |
99.17 |
99.18 |
99.17 |
99.18 |
+0.01 |
585 |
43,951 |
-127 |
Jun08 |
071121 |
99.15 |
99.18 |
99.15 |
99.17 |
+0.01 |
826 |
18,321 |
+361 |
Sep08 |
071121 |
99.12 |
99.15 |
99.12 |
99.14 |
+0.01 |
641 |
23,509 |
+257 |
Dec08 |
071121 |
99.07 |
99.09 |
99.07 |
99.09 |
+0.01 |
420 |
10,414 |
+13 |
Mar09 |
071121 |
99.04 |
99.04 |
99.04 |
99.04 |
+0.01 |
100 |
5,244 |
+71 |
Jun09 |
071121 |
98.99 |
98.99 |
98.99 |
98.99 |
+0.01 |
0 |
1,328 |
+0 |
Sep09 |
071121 |
98.92 |
98.92 |
98.92 |
98.92 |
+0.01 |
0 |
200 |
+0 |
Total Volume and Open Interest |
2,829 |
170,820 |
+473 |
Japanese Gov't Bonds(SGX) |
Dec07 |
071112 |
137.17 |
137.17 |
136.56 |
136.58 |
+0.58 |
4,151 |
37,808 |
+7,503 |
Mar08 |
071121 |
137.46 |
137.46 |
137.46 |
137.46 |
+0.49 |
|
|
|
Jun08 |
071121 |
137.46 |
137.46 |
137.46 |
137.46 |
+0.49 |
|
|
|
Total Volume and Open Interest |
1,485 |
40,540 |
-212 |
Euro-Bund(EUREX) |
Dec07 |
071121 |
115.18 |
115.39 |
114.95 |
115.17 |
+0.45 |
1,214,686 |
1,577,420 |
+35,103 |
Mar08 |
071121 |
115.62 |
115.86 |
115.45 |
115.67 |
+0.45 |
11,998 |
44,280 |
+9,858 |
Jun08 |
071121 |
115.42 |
115.42 |
115.42 |
115.42 |
+0.47 |
411 |
0 |
+0 |
Total Volume and Open Interest |
1,227,095 |
1,621,700 |
+44,961 |
Euro-Bobl(EUREX) |
Dec07 |
071121 |
109.17 |
109.42 |
109.08 |
109.31 |
+0.42 |
554,864 |
1,212,583 |
+16,999 |
Mar08 |
071121 |
109.50 |
109.75 |
109.42 |
109.66 |
+0.45 |
13,134 |
26,887 |
+8,984 |
Jun08 |
071121 |
44.23 |
44.23 |
44.23 |
44.23 |
+0.42 |
|
|
|
Total Volume and Open Interest |
567,998 |
1,239,470 |
+25,983 |
3-Mth Euribor(EUREX) |
Dec07 |
071121 |
95.365 |
95.405 |
95.355 |
95.390 |
+0.020 |
2,597 |
23,157 |
+342 |
Mar08 |
071121 |
95.660 |
95.690 |
95.645 |
95.680 |
+0.040 |
340 |
11,151 |
-38 |
Jun08 |
071121 |
95.855 |
95.880 |
95.845 |
95.880 |
+0.065 |
152 |
5,660 |
+55 |
Total Volume and Open Interest |
3,559 |
48,583 |
+466 |
Long Gilt(LIFFE) |
Dec07 |
071121 |
109~31 |
110~09 |
109~30 |
110~05 |
+0~14 |
107,384 |
343,579 |
-9,496 |
Mar08 |
071121 |
110~08 |
110~08 |
110~08 |
110~08 |
+0~14 |
|
|
|
Total Volume and Open Interest |
107,384 |
343,579 |
-9,496 |
3-Mth Short Sterling(LIFFE) |
Dec07 |
071121 |
93.76 |
93.76 |
93.76 |
93.76 |
+0.07 |
114,909 |
510,598 |
+12,074 |
Mar08 |
071121 |
94.37 |
94.37 |
94.37 |
94.37 |
+0.10 |
98,843 |
567,020 |
-5,001 |
Jun08 |
071121 |
94.74 |
94.74 |
94.74 |
94.74 |
+0.08 |
142,218 |
566,197 |
-2,573 |
Sep08 |
071121 |
94.92 |
94.92 |
94.92 |
94.92 |
+0.06 |
116,499 |
436,908 |
-7,275 |
Dec08 |
071121 |
94.98 |
94.98 |
94.98 |
94.98 |
+0.06 |
91,327 |
392,473 |
+7,889 |
Mar09 |
071121 |
94.97 |
94.97 |
94.97 |
94.97 |
+0.06 |
57,956 |
239,230 |
+172 |
Total Volume and Open Interest |
681,855 |
3,085,829 |
-3,507 |
3-Mth Euribor(LIFFE) |
Dec07 |
071119 |
95.405 |
95.420 |
95.375 |
95.395 |
-0.015 |
209,731 |
701,845 |
-2,003 |
Mar08 |
071121 |
95.645 |
95.705 |
95.635 |
95.685 |
+0.050 |
112,791 |
650,160 |
+16,588 |
Jun08 |
071121 |
95.815 |
95.900 |
95.815 |
95.880 |
+0.070 |
114,817 |
511,422 |
+7,137 |
Total Volume and Open Interest |
726,749 |
3,587,299 |
+1,887 |
3-Mth Aus T-Bills(SFE) |
Dec07 |
071121 |
92.77 |
92.78 |
92.73 |
92.78 |
+0.01 |
14,768 |
437,934 |
+850 |
Mar08 |
071121 |
92.64 |
92.66 |
92.60 |
92.66 |
+0.02 |
27,482 |
364,663 |
+6,334 |
Jun08 |
071121 |
92.58 |
92.61 |
92.54 |
92.61 |
+0.03 |
35,013 |
200,630 |
+3,502 |
Sep08 |
071121 |
92.57 |
92.62 |
92.53 |
92.62 |
+0.04 |
14,247 |
144,761 |
-880 |
Dec08 |
071121 |
92.56 |
92.63 |
92.55 |
92.63 |
+0.05 |
9,967 |
75,372 |
+1,973 |
Mar09 |
071121 |
92.55 |
92.62 |
92.53 |
92.62 |
+0.04 |
3,182 |
51,555 |
+599 |
Jun09 |
071121 |
92.54 |
92.61 |
92.54 |
92.61 |
+0.04 |
4,574 |
39,206 |
+291 |
Sep09 |
071121 |
92.54 |
92.60 |
92.54 |
92.60 |
+0.03 |
823 |
14,355 |
+562 |
Dec09 |
071121 |
92.59 |
92.59 |
92.59 |
92.59 |
+0.04 |
100 |
2,529 |
+10 |
Mar10 |
071121 |
92.57 |
92.57 |
92.57 |
92.57 |
+0.04 |
0 |
324 |
+0 |
Total Volume and Open Interest |
110,157 |
1,332,011 |
+13,341 |
10-Year Aus T-Bonds(SFE) |
Dec07 |
071121 |
94.03 |
94.08 |
94.01 |
94.07 |
+0.03 |
72,427 |
618,751 |
-79,610 |
Mar08 |
071121 |
94.07 |
94.07 |
94.07 |
94.07 |
+0.03 |
|
|
|
Total Volume and Open Interest |
72,427 |
618,751 |
-79,610 |
3-Year Aus T-Bonds(SFE) |
Dec07 |
071121 |
93.53 |
93.58 |
93.50 |
93.58 |
+0.07 |
148,631 |
875,240 |
-20,965 |
Mar08 |
071121 |
93.58 |
93.58 |
93.58 |
93.58 |
+0.07 |
|
|
|
Total Volume and Open Interest |
148,631 |
875,240 |
-20,965 |
Gold(CMX) |
Dec07 |
071121 |
800.0 |
805.0 |
795.5 |
798.6 |
+7.2 |
156,533 |
195,653 |
-18,254 |
Feb08 |
071121 |
807.5 |
808.8 |
803.7 |
805.6 |
+7.2 |
38,078 |
128,614 |
+5,955 |
Apr08 |
071121 |
810.0 |
811.6 |
810.0 |
811.6 |
+6.9 |
9,456 |
39,420 |
+5,089 |
Jun08 |
071121 |
823.0 |
823.0 |
817.3 |
817.3 |
+6.7 |
4,244 |
36,341 |
+3,584 |
Aug08 |
071121 |
822.7 |
822.7 |
822.7 |
822.7 |
+6.5 |
879 |
21,210 |
+714 |
Oct08 |
071121 |
828.0 |
828.0 |
828.0 |
828.0 |
+6.4 |
1 |
3,309 |
-1 |
Dec08 |
071121 |
836.0 |
836.0 |
833.2 |
833.2 |
+6.4 |
844 |
29,312 |
+216 |
Feb09 |
071121 |
838.4 |
838.4 |
838.4 |
838.4 |
+6.2 |
100 |
18,823 |
+100 |
Apr09 |
071121 |
843.3 |
843.3 |
843.3 |
843.3 |
+6.0 |
100 |
5,229 |
+0 |
Jun09 |
071121 |
848.6 |
848.6 |
848.6 |
848.6 |
+5.8 |
429 |
9,615 |
+352 |
Aug09 |
071121 |
854.1 |
854.1 |
854.1 |
854.1 |
+5.7 |
8 |
9 |
+0 |
Total Volume and Open Interest |
210,927 |
512,430 |
-2,147 |
Silver(CMX) |
Dec07 |
071121 |
1454.0 |
1467.0 |
1435.0 |
1442.0 |
-8.0 |
40,956 |
49,838 |
-2,830 |
Mar08 |
071121 |
1476.0 |
1484.0 |
1460.0 |
1461.4 |
-8.1 |
9,720 |
40,416 |
+3,364 |
May08 |
071121 |
1490.0 |
1490.0 |
1472.6 |
1472.6 |
-8.6 |
59 |
10,767 |
-1 |
Jul08 |
071121 |
1499.0 |
1499.0 |
1483.5 |
1483.5 |
-8.9 |
407 |
13,536 |
+116 |
Sep08 |
071121 |
1493.4 |
1493.4 |
1493.4 |
1493.4 |
-9.4 |
92 |
8,552 |
+17 |
Dec08 |
071121 |
1520.0 |
1520.0 |
1507.7 |
1507.7 |
-9.9 |
136 |
13,745 |
-34 |
Mar09 |
071121 |
1524.3 |
1524.3 |
1524.3 |
1524.3 |
-9.9 |
9 |
245 |
+0 |
Total Volume and Open Interest |
51,597 |
146,856 |
+660 |
Platinum(NYMEX) |
Jan08 |
071121 |
1469.0 |
1474.0 |
1454.0 |
1467.2 |
-2.5 |
1,491 |
13,516 |
+488 |
Apr08 |
071121 |
1469.2 |
1469.2 |
1469.2 |
1469.2 |
-2.4 |
21 |
376 |
-7 |
Jul08 |
071121 |
1474.2 |
1474.2 |
1474.2 |
1474.2 |
-1.8 |
0 |
87 |
+0 |
Oct08 |
071109 |
0.0 |
0.0 |
0.0 |
0.0 |
-1442.8 |
|
|
|
Total Volume and Open Interest |
1,310 |
15,661 |
-34 |
Palladium(NYMEX) |
Dec07 |
071121 |
357.10 |
357.95 |
357.10 |
357.95 |
-6.35 |
2,137 |
6,875 |
-1,351 |
Mar08 |
071121 |
367.00 |
367.00 |
358.00 |
362.95 |
-6.50 |
1,527 |
8,302 |
+858 |
Jun08 |
071121 |
366.95 |
366.95 |
366.95 |
366.95 |
-6.50 |
40 |
1,396 |
+33 |
Total Volume and Open Interest |
3,712 |
17,371 |
-460 |
Copper(CMX) |
Dec07 |
071121 |
294.25 |
296.30 |
288.50 |
288.80 |
-13.90 |
12,339 |
19,291 |
-2,481 |
Mar08 |
071121 |
299.00 |
300.00 |
292.50 |
293.00 |
-13.95 |
9,634 |
41,686 |
+2,047 |
May08 |
071121 |
300.00 |
300.00 |
293.50 |
294.45 |
-13.80 |
158 |
4,854 |
+62 |
Jul08 |
071121 |
300.80 |
300.80 |
295.25 |
295.25 |
-13.70 |
59 |
2,741 |
+29 |
Sep08 |
071121 |
301.20 |
301.20 |
295.95 |
295.95 |
-13.50 |
36 |
915 |
+9 |
Total Volume and Open Interest |
22,965 |
77,837 |
-358 |
Aluminum(CMX) |
Nov07 |
071121 |
1.11 |
1.11 |
1.11 |
1.11 |
-111.14 |
0 |
20 |
+0 |
Dec07 |
071121 |
1.12 |
1.12 |
1.12 |
1.12 |
-111.88 |
0 |
154 |
+0 |
Jan08 |
071121 |
1.12 |
1.12 |
1.12 |
1.12 |
-111.88 |
|
|
|
Feb08 |
071121 |
1.12 |
1.12 |
1.12 |
1.12 |
-111.88 |
|
|
|
Mar08 |
071121 |
1.12 |
1.12 |
1.12 |
1.12 |
-111.88 |
|
|
|
Apr08 |
071121 |
1.12 |
1.12 |
1.12 |
1.12 |
-111.88 |
|
|
|
Total Volume and Open Interest |
0 |
174 |
+0 |
DJIA Index(CBOT) |
Dec07 |
071121 |
12925 |
12992 |
12810 |
12816 |
-244 |
3,284 |
34,847 |
+133 |
Mar08 |
071121 |
13000 |
13030 |
12887 |
12887 |
-248 |
248 |
1,061 |
+134 |
Jun08 |
071121 |
12976 |
12976 |
12976 |
12976 |
-244 |
0 |
3 |
+0 |
Sep08 |
071121 |
13056 |
13056 |
13056 |
13056 |
-244 |
1 |
1 |
+0 |
Total Volume and Open Interest |
3,533 |
35,912 |
+267 |
S & P 500(CME) |
Dec07 |
071121 |
1431.50 |
1439.50 |
1417.20 |
1417.80 |
-28.10 |
41,906 |
550,104 |
+634 |
Mar08 |
071121 |
1439.50 |
1446.10 |
1426.50 |
1426.60 |
-28.50 |
5,194 |
63,920 |
+4,057 |
Jun08 |
071121 |
1435.10 |
1435.10 |
1435.10 |
1435.10 |
-29.20 |
190 |
4,838 |
-1,787 |
Sep08 |
071121 |
1443.10 |
1443.10 |
1443.10 |
1443.10 |
-30.20 |
0 |
80 |
+0 |
Total Volume and Open Interest |
47,290 |
621,600 |
+2,904 |
S & P 500 E-Mini(Globex) |
Dec07 |
071121 |
1446.75 |
1448.00 |
1417.00 |
1417.75 |
-28.25 |
2,968,984 |
2,090,074 |
+64,482 |
Mar08 |
071121 |
1456.25 |
1456.75 |
1426.25 |
1426.50 |
-28.50 |
13,000 |
59,299 |
+5,623 |
Total Volume and Open Interest |
2,981,984 |
2,149,374 |
+70,105 |
NASDAQ 100(CME) |
Dec07 |
071121 |
2015.00 |
2046.00 |
1991.00 |
2005.50 |
-30.00 |
6,795 |
50,922 |
+641 |
Mar08 |
071121 |
2025.80 |
2025.80 |
2025.80 |
2025.80 |
-30.20 |
5 |
60 |
+0 |
Jun08 |
071121 |
2046.50 |
2046.50 |
2046.50 |
2046.50 |
-30.00 |
0 |
20 |
+0 |
Total Volume and Open Interest |
6,800 |
51,002 |
+641 |
NASDAQ 100 E-Mini(Globex) |
Dec07 |
071121 |
2036.80 |
2046.00 |
1992.00 |
2005.50 |
-30.00 |
650,573 |
429,763 |
-2,568 |
Mar08 |
071121 |
2063.80 |
2065.30 |
2013.00 |
2025.80 |
-30.20 |
886 |
2,586 |
+333 |
Total Volume and Open Interest |
651,459 |
432,349 |
-2,235 |
S & P Midcap 400(CME) |
Dec07 |
071121 |
832.50 |
832.50 |
822.00 |
824.20 |
-15.30 |
1,392 |
10,208 |
+1,141 |
Mar08 |
071121 |
831.10 |
831.10 |
831.10 |
831.10 |
-15.30 |
|
|
|
Jun08 |
071121 |
840.80 |
840.80 |
840.80 |
840.80 |
-15.30 |
|
|
|
Total Volume and Open Interest |
1,392 |
10,263 |
+1,141 |
Russell 2000(CME) |
Dec07 |
071121 |
748.00 |
749.50 |
737.00 |
739.00 |
-15.05 |
3,608 |
38,329 |
+226 |
Mar08 |
071121 |
742.00 |
742.00 |
742.00 |
742.00 |
-16.05 |
1 |
25 |
+1 |
Jun08 |
071121 |
748.95 |
748.95 |
748.95 |
748.95 |
-16.05 |
0 |
1 |
+0 |
Total Volume and Open Interest |
3,609 |
38,370 |
+227 |
Russell 2000 E-Mini(Globex) |
Dec07 |
071121 |
754.40 |
754.90 |
736.80 |
739.00 |
-15.10 |
326,965 |
651,592 |
+4,203 |
Mar08 |
071121 |
751.20 |
755.30 |
741.10 |
742.00 |
-16.10 |
352 |
764 |
+24 |
Jun08 |
071121 |
749.20 |
749.30 |
749.00 |
749.00 |
-16.00 |
1 |
3 |
+1 |
Total Volume and Open Interest |
327,318 |
652,361 |
+4,228 |
Value Line(KCBT) |
Dec07 |
071121 |
2242.00 |
2242.00 |
2242.00 |
2242.00 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
Nikkei 225(CME) |
Dec07 |
071121 |
15145 |
15170 |
14765 |
14775 |
-440 |
107,784 |
259,119 |
-874 |
Mar08 |
071121 |
15140 |
15185 |
14805 |
14860 |
-375 |
219 |
1,759 |
+13 |
Total Volume and Open Interest |
108,036 |
261,028 |
-861 |
Nikkei 225(SGX) |
Dec07 |
071121 |
15145 |
15170 |
14765 |
14775 |
-440 |
107,784 |
259,119 |
-874 |
Mar08 |
071121 |
15140 |
15185 |
14805 |
14860 |
-375 |
219 |
1,759 |
+13 |
Jun08 |
071121 |
14795 |
14795 |
14795 |
14795 |
-375 |
0 |
1 |
+0 |
Total Volume and Open Interest |
108,036 |
261,028 |
-861 |
CAC 40(EURONEXT) |
Dec07 |
071121 |
5447.0 |
5460.0 |
5373.0 |
5402.0 |
-123.5 |
165,550 |
420,711 |
+18,758 |
Jan08 |
071121 |
5440.0 |
5447.0 |
5395.5 |
5421.0 |
-123.5 |
323 |
846 |
+251 |
Feb08 |
071121 |
5445.0 |
5445.0 |
5440.0 |
5440.0 |
-123.5 |
|
|
|
Total Volume and Open Interest |
165,998 |
423,960 |
+19,134 |
Hang Seng Index(HKFE) |
Nov07 |
071121 |
27145 |
27180 |
26323 |
26490 |
-955 |
57,385 |
120,792 |
-1,409 |
Dec07 |
071121 |
27250 |
27250 |
26400 |
26550 |
-965 |
2,096 |
17,273 |
+605 |
Total Volume and Open Interest |
59,544 |
139,524 |
-754 |
DAX(EUREX) |
Dec07 |
071121 |
7568.5 |
7602.0 |
7501.0 |
7555.5 |
-103.5 |
219,517 |
286,616 |
-10,940 |
Mar08 |
071121 |
7662.5 |
7677.0 |
7590.0 |
7634.5 |
-105.5 |
715 |
7,310 |
+135 |
Jun08 |
071121 |
7725.5 |
7728.0 |
7671.5 |
7714.5 |
-106.5 |
566 |
6,533 |
-49 |
Total Volume and Open Interest |
220,798 |
300,459 |
-10,854 |
FT-SE 100(EURONEXT) |
Dec07 |
071121 |
6184.00 |
6198.50 |
6065.50 |
6123.50 |
-123.00 |
164,890 |
434,098 |
-485 |
Mar08 |
071121 |
6209.50 |
6212.50 |
6098.50 |
6140.00 |
-125.50 |
275 |
7,889 |
+205 |
Jun08 |
071121 |
6202.00 |
6240.50 |
6131.50 |
6168.00 |
-128.50 |
71 |
2,535 |
+8 |
Total Volume and Open Interest |
165,236 |
445,022 |
-272 |
SPI 200(SFE) |
Dec07 |
071121 |
6498.0 |
6503.0 |
6377.0 |
6424.0 |
-35.0 |
24,282 |
346,031 |
+6,818 |
Mar08 |
071121 |
6470.0 |
6470.0 |
6415.0 |
6445.0 |
-36.0 |
72 |
2,042 |
-179 |
Jun08 |
071121 |
6485.0 |
6507.0 |
6485.0 |
6507.0 |
-37.0 |
0 |
1,708 |
+0 |
Total Volume and Open Interest |
24,354 |
351,075 |
+6,659 |
GSCI(CME) |
Dec07 |
071121 |
615.10 |
615.10 |
609.50 |
610.80 |
-4.10 |
206 |
21,562 |
+15 |
Jan08 |
071121 |
607.50 |
607.50 |
607.50 |
607.50 |
-3.50 |
|
|
|
Feb08 |
071121 |
602.50 |
602.50 |
602.50 |
602.50 |
-2.50 |
|
|
|
Total Volume and Open Interest |
206 |
21,562 |
+15 |
RJ/CRB Index(ICE) |
Jan08 |
071121 |
455.25 |
457.00 |
455.25 |
455.75 |
-0.75 |
12 |
1,209 |
+1 |
Feb08 |
071121 |
455.75 |
455.75 |
455.75 |
455.75 |
-0.75 |
0 |
419 |
+0 |
Apr08 |
071121 |
455.75 |
455.75 |
455.75 |
455.75 |
-0.75 |
0 |
236 |
+0 |
Total Volume and Open Interest |
13 |
1,868 |
+2 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|