 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Wed November 28, 2007 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan08 |
071128 |
1089.00 |
1097.50 |
1081.00 |
1096.75 |
+5.75 |
12,457 |
275,981 |
-2,219 |
Mar08 |
071128 |
1102.00 |
1114.50 |
1097.50 |
1113.50 |
+5.75 |
8,799 |
108,910 |
-191 |
May08 |
071128 |
1111.50 |
1120.00 |
1104.50 |
1119.75 |
+5.50 |
3,048 |
44,872 |
-913 |
Jul08 |
071128 |
1115.00 |
1123.00 |
1108.50 |
1122.50 |
+4.75 |
2,322 |
52,028 |
-151 |
Aug08 |
071128 |
1093.00 |
1100.00 |
1089.00 |
1100.00 |
unch |
107 |
3,230 |
+88 |
Sep08 |
071128 |
1063.00 |
1063.00 |
1063.00 |
1063.00 |
+3.00 |
304 |
1,347 |
+136 |
Nov08 |
071128 |
1018.00 |
1028.00 |
1016.00 |
1027.50 |
+2.00 |
3,829 |
89,766 |
+466 |
Total Volume and Open Interest |
30,987 |
591,804 |
-2,733 |
Soybean Meal(CBOT) |
Dec07 |
071128 |
287.50 |
292.70 |
287.00 |
292.20 |
+2.10 |
11,225 |
16,433 |
-9,262 |
Jan08 |
071128 |
292.00 |
296.70 |
290.70 |
296.60 |
+2.90 |
8,553 |
58,142 |
+3,021 |
Mar08 |
071128 |
296.50 |
301.70 |
295.70 |
301.70 |
+3.70 |
6,147 |
69,365 |
+1,428 |
May08 |
071128 |
297.50 |
302.50 |
297.00 |
302.50 |
+3.00 |
2,368 |
38,063 |
+968 |
Jul08 |
071128 |
298.00 |
303.00 |
297.10 |
303.00 |
+3.30 |
1,767 |
30,686 |
+56 |
Aug08 |
071128 |
293.00 |
294.00 |
290.50 |
293.30 |
unch |
187 |
6,616 |
+104 |
Sep08 |
071128 |
283.00 |
283.50 |
280.00 |
283.50 |
+1.00 |
647 |
5,210 |
-120 |
Oct08 |
071128 |
265.00 |
267.00 |
265.00 |
267.00 |
unch |
132 |
4,245 |
+163 |
Total Volume and Open Interest |
31,689 |
244,977 |
-3,152 |
Soybean Oil(CBOT) |
Dec07 |
071128 |
46.07 |
46.25 |
45.84 |
46.13 |
-0.17 |
7,027 |
22,024 |
-8,713 |
Jan08 |
071128 |
46.65 |
46.75 |
46.27 |
46.58 |
-0.17 |
10,276 |
136,483 |
+2,358 |
Mar08 |
071128 |
47.08 |
47.30 |
46.78 |
47.25 |
-0.11 |
7,120 |
70,758 |
+3,392 |
May08 |
071128 |
47.36 |
47.55 |
47.13 |
47.55 |
-0.11 |
2,737 |
30,805 |
+1,145 |
Jul08 |
071128 |
47.55 |
47.90 |
47.30 |
47.88 |
+0.01 |
2,246 |
25,490 |
+181 |
Aug08 |
071128 |
47.20 |
47.70 |
47.20 |
47.70 |
-0.05 |
265 |
4,010 |
-56 |
Sep08 |
071128 |
46.95 |
47.55 |
46.90 |
47.55 |
+0.10 |
328 |
3,892 |
+86 |
Oct08 |
071128 |
46.25 |
46.40 |
46.25 |
46.40 |
-0.20 |
174 |
4,511 |
+120 |
Total Volume and Open Interest |
30,907 |
317,908 |
-1,503 |
Canola(WCE) |
Jan08 |
071128 |
468.2 |
471.0 |
466.2 |
469.4 |
-1.3 |
8,446 |
98,141 |
-2,481 |
Mar08 |
071128 |
478.8 |
481.6 |
477.1 |
480.3 |
-1.3 |
431 |
15,658 |
+110 |
May08 |
071128 |
489.2 |
490.4 |
486.6 |
490.4 |
unch |
44 |
6,382 |
-23 |
Jul08 |
071128 |
496.5 |
498.0 |
493.6 |
498.0 |
-0.1 |
314 |
9,959 |
+115 |
Total Volume and Open Interest |
9,780 |
153,330 |
-2,113 |
Corn(CBOT) |
Dec07 |
071128 |
381.00 |
387.50 |
380.50 |
387.25 |
+3.75 |
17,037 |
95,920 |
-29,184 |
Mar08 |
071128 |
398.50 |
405.00 |
397.75 |
404.50 |
+3.75 |
18,413 |
511,693 |
+9,154 |
May08 |
071128 |
409.00 |
415.00 |
408.50 |
415.00 |
+4.25 |
1,205 |
88,695 |
+2,848 |
Jul08 |
071128 |
417.50 |
424.25 |
417.00 |
424.00 |
+4.50 |
1,739 |
139,266 |
+363 |
Sep08 |
071128 |
421.00 |
429.00 |
421.00 |
429.00 |
+5.25 |
266 |
23,718 |
+489 |
Dec08 |
071128 |
426.00 |
435.25 |
425.75 |
435.00 |
+5.50 |
2,315 |
233,359 |
-294 |
Total Volume and Open Interest |
41,173 |
1,158,397 |
-16,383 |
Wheat(CBOT) |
Dec07 |
071128 |
820.00 |
859.00 |
820.00 |
859.00 |
+30.00 |
4,210 |
20,027 |
-5,979 |
Mar08 |
071128 |
852.00 |
881.75 |
851.00 |
881.75 |
+30.00 |
6,219 |
200,709 |
+4,987 |
May08 |
071128 |
844.00 |
871.50 |
842.00 |
871.50 |
+30.00 |
732 |
30,953 |
+936 |
Jul08 |
071128 |
720.00 |
728.00 |
715.50 |
728.00 |
+8.00 |
1,692 |
87,774 |
+605 |
Sep08 |
071128 |
723.00 |
732.50 |
723.00 |
732.50 |
+7.50 |
122 |
17,727 |
+20 |
Total Volume and Open Interest |
14,080 |
408,137 |
+815 |
Wheat(KCBT) |
Dec07 |
071128 |
851.00 |
882.25 |
850.00 |
881.50 |
+29.25 |
7,346 |
8,854 |
-2,441 |
Mar08 |
071128 |
865.00 |
895.50 |
865.00 |
895.50 |
+30.00 |
11,348 |
74,819 |
+1,144 |
May08 |
071128 |
852.00 |
885.00 |
852.00 |
885.00 |
+30.00 |
288 |
4,692 |
+167 |
Jul08 |
071128 |
745.00 |
763.50 |
743.00 |
762.75 |
+16.75 |
1,234 |
25,025 |
+297 |
Sep08 |
071128 |
749.00 |
763.50 |
749.00 |
762.50 |
+15.00 |
274 |
4,386 |
+47 |
Total Volume and Open Interest |
20,616 |
122,778 |
-735 |
Wheat(MGE) |
Dec07 |
071128 |
908.00 |
933.00 |
908.00 |
930.75 |
+25.75 |
3,751 |
5,185 |
-2,082 |
Mar08 |
071128 |
893.00 |
921.50 |
893.00 |
921.25 |
+29.75 |
4,433 |
40,015 |
+494 |
May08 |
071128 |
870.00 |
900.50 |
870.00 |
900.50 |
+30.00 |
487 |
4,122 |
+277 |
Jul08 |
071128 |
810.00 |
835.00 |
810.00 |
831.00 |
+24.00 |
12 |
2,022 |
-20 |
Sep08 |
071128 |
755.00 |
771.00 |
755.00 |
770.50 |
+12.50 |
145 |
4,411 |
+38 |
Total Volume and Open Interest |
8,970 |
60,467 |
-1,283 |
Oats(CBOT) |
Dec07 |
071128 |
269.00 |
270.25 |
268.25 |
270.00 |
+0.50 |
564 |
1,087 |
-787 |
Mar08 |
071128 |
282.25 |
284.50 |
282.00 |
284.50 |
+1.25 |
893 |
9,336 |
+127 |
May08 |
071128 |
291.25 |
291.25 |
291.00 |
291.25 |
unch |
215 |
541 |
+106 |
Jul08 |
071128 |
300.00 |
300.00 |
300.00 |
300.00 |
unch |
0 |
124 |
+0 |
Total Volume and Open Interest |
1,672 |
11,237 |
-554 |
Rough Rice(CBOT) |
Jan08 |
071128 |
13.06 |
13.13 |
12.94 |
12.94 |
-0.14 |
50 |
12,961 |
-88 |
Mar08 |
071128 |
13.41 |
13.42 |
13.27 |
13.27 |
-0.12 |
35 |
3,603 |
+57 |
May08 |
071128 |
13.65 |
13.65 |
13.55 |
13.55 |
-0.14 |
21 |
536 |
-19 |
Jul08 |
071128 |
13.69 |
13.69 |
13.69 |
13.69 |
-0.07 |
3 |
938 |
+0 |
Total Volume and Open Interest |
109 |
19,446 |
-48 |
Live Cattle(CME) |
Dec07 |
071128 |
96.150 |
96.250 |
95.000 |
95.000 |
-1.100 |
10,770 |
30,450 |
-3,551 |
Feb08 |
071128 |
97.950 |
98.135 |
96.850 |
97.050 |
-0.900 |
14,079 |
117,149 |
-113 |
Apr08 |
071128 |
98.650 |
98.785 |
97.885 |
97.930 |
-0.855 |
5,497 |
53,277 |
+858 |
Jun08 |
071128 |
94.150 |
94.200 |
93.400 |
93.550 |
-0.630 |
1,765 |
19,404 |
-284 |
Aug08 |
071128 |
94.650 |
94.650 |
94.100 |
94.180 |
-0.570 |
878 |
11,273 |
+497 |
Oct08 |
071128 |
98.500 |
98.700 |
98.150 |
98.300 |
-0.400 |
265 |
2,670 |
-5 |
Total Volume and Open Interest |
33,607 |
238,458 |
-2,352 |
Feeder Cattle(CME) |
Jan08 |
071128 |
110.750 |
110.850 |
109.535 |
109.580 |
-1.000 |
1,393 |
14,574 |
-95 |
Mar08 |
071128 |
111.150 |
111.150 |
110.000 |
110.150 |
-0.850 |
524 |
5,240 |
+57 |
Apr08 |
071128 |
112.150 |
112.150 |
111.150 |
111.230 |
-0.920 |
98 |
2,355 |
+48 |
May08 |
071128 |
112.850 |
112.850 |
112.100 |
112.330 |
-0.470 |
87 |
3,187 |
+25 |
Aug08 |
071128 |
112.500 |
112.700 |
112.500 |
112.700 |
-0.550 |
80 |
1,577 |
+41 |
Sep08 |
071128 |
111.900 |
111.900 |
111.900 |
111.900 |
-0.250 |
0 |
72 |
+0 |
Oct08 |
071128 |
111.800 |
111.800 |
111.800 |
111.800 |
-0.100 |
0 |
6 |
+0 |
Total Volume and Open Interest |
2,182 |
27,017 |
+76 |
Lean Hogs(CME) |
Dec07 |
071128 |
54.600 |
55.050 |
54.400 |
54.880 |
+0.330 |
7,683 |
31,338 |
-2,061 |
Feb08 |
071128 |
61.900 |
62.985 |
61.800 |
62.830 |
+0.630 |
9,861 |
84,912 |
+449 |
Apr08 |
071128 |
66.900 |
67.800 |
66.680 |
67.635 |
+0.555 |
3,023 |
35,857 |
+791 |
May08 |
071128 |
73.300 |
73.500 |
73.100 |
73.450 |
-0.050 |
39 |
2,562 |
+13 |
Jun08 |
071128 |
75.635 |
75.950 |
75.300 |
75.885 |
+0.055 |
1,944 |
24,470 |
+621 |
Jul08 |
071128 |
74.500 |
74.600 |
74.100 |
74.430 |
-0.120 |
614 |
9,762 |
+34 |
Aug08 |
071128 |
72.400 |
72.800 |
71.850 |
72.700 |
+0.300 |
477 |
5,296 |
+262 |
Oct08 |
071128 |
66.580 |
66.580 |
65.600 |
66.430 |
-0.150 |
75 |
5,209 |
+1 |
Total Volume and Open Interest |
23,771 |
206,110 |
+137 |
Pork Bellies(CME) |
Feb08 |
071128 |
91.650 |
91.650 |
90.200 |
91.480 |
-0.155 |
212 |
1,211 |
+20 |
Mar08 |
071128 |
90.300 |
90.400 |
90.180 |
90.180 |
-0.820 |
4 |
216 |
-1 |
May08 |
071128 |
90.500 |
90.500 |
90.500 |
90.500 |
-0.500 |
0 |
167 |
+0 |
Jul08 |
071128 |
90.500 |
90.500 |
90.500 |
90.500 |
-0.900 |
2 |
135 |
-2 |
Aug08 |
071128 |
89.400 |
89.400 |
89.400 |
89.400 |
-0.885 |
0 |
52 |
+0 |
Total Volume and Open Interest |
218 |
1,781 |
+17 |
Class III Milk(CME) |
Nov07 |
071128 |
19.24 |
19.24 |
19.24 |
19.24 |
-0.01 |
10 |
4,157 |
-5 |
Dec07 |
071128 |
20.05 |
20.18 |
20.05 |
20.18 |
-0.01 |
104 |
4,385 |
-12 |
Jan08 |
071128 |
18.35 |
18.38 |
18.35 |
18.38 |
-0.10 |
191 |
3,386 |
-46 |
Feb08 |
071128 |
17.33 |
17.35 |
17.33 |
17.35 |
-0.08 |
74 |
2,715 |
-23 |
Mar08 |
071128 |
16.75 |
16.80 |
16.70 |
16.80 |
-0.03 |
54 |
2,303 |
-15 |
Total Volume and Open Interest |
670 |
32,344 |
-131 |
Cocoa(ICE) |
Dec07 |
071128 |
1890 |
1920 |
1890 |
1902 |
-1 |
5 |
1,372 |
+0 |
Mar08 |
071128 |
1925 |
1940 |
1923 |
1936 |
-2 |
2,671 |
86,485 |
+154 |
May08 |
071128 |
1945 |
1945 |
1945 |
1945 |
-1 |
134 |
18,448 |
-59 |
Jul08 |
071128 |
1955 |
1955 |
1955 |
1955 |
+1 |
51 |
8,074 |
+41 |
Sep08 |
071128 |
1961 |
1961 |
1961 |
1961 |
-1 |
53 |
4,054 |
+7 |
Dec08 |
071128 |
1971 |
1971 |
1971 |
1971 |
-2 |
95 |
14,357 |
+49 |
Mar09 |
071128 |
1986 |
1986 |
1986 |
1986 |
-1 |
51 |
4,511 |
+33 |
Total Volume and Open Interest |
3,061 |
139,307 |
+225 |
Coffee "C"(ICE) |
Dec07 |
071128 |
123.70 |
127.00 |
123.70 |
125.80 |
+3.55 |
680 |
1,059 |
-629 |
Mar08 |
071128 |
127.40 |
131.00 |
127.25 |
128.95 |
+3.35 |
11,141 |
104,807 |
+529 |
May08 |
071128 |
131.50 |
131.90 |
131.45 |
131.50 |
+3.35 |
909 |
18,546 |
+139 |
Jul08 |
071128 |
135.00 |
135.00 |
133.90 |
133.90 |
+3.30 |
200 |
5,449 |
+169 |
Sep08 |
071128 |
137.00 |
137.00 |
136.00 |
136.25 |
+3.25 |
188 |
8,374 |
+47 |
Dec08 |
071128 |
139.40 |
139.40 |
139.30 |
139.30 |
+3.25 |
57 |
7,722 |
+17 |
Total Volume and Open Interest |
13,207 |
152,293 |
+298 |
Orange Juice(ICE) |
Jan08 |
071128 |
138.50 |
139.00 |
137.00 |
139.00 |
+0.40 |
1,882 |
14,711 |
-127 |
Mar08 |
071128 |
138.25 |
138.95 |
137.50 |
138.95 |
+0.70 |
1,236 |
8,346 |
+443 |
May08 |
071128 |
139.00 |
139.00 |
138.90 |
138.90 |
+0.60 |
31 |
1,158 |
-1 |
Jul08 |
071128 |
139.75 |
139.75 |
139.75 |
139.75 |
+0.65 |
23 |
741 |
+7 |
Sep08 |
071128 |
138.60 |
138.60 |
138.60 |
138.60 |
+0.65 |
0 |
406 |
+0 |
Nov08 |
071128 |
136.85 |
136.85 |
136.85 |
136.85 |
+0.65 |
20 |
362 |
+20 |
Total Volume and Open Interest |
3,197 |
26,501 |
+347 |
Sugar #11(ICE) |
Mar08 |
071128 |
9.88 |
9.97 |
9.84 |
9.94 |
+0.24 |
67,263 |
422,929 |
-1,980 |
May08 |
071128 |
10.15 |
10.24 |
10.15 |
10.23 |
+0.24 |
14,750 |
87,873 |
+920 |
Jul08 |
071128 |
10.28 |
10.44 |
10.28 |
10.42 |
+0.24 |
7,907 |
78,565 |
-796 |
Oct08 |
071128 |
10.63 |
10.73 |
10.63 |
10.73 |
+0.17 |
4,472 |
64,128 |
-438 |
Mar09 |
071128 |
11.24 |
11.32 |
11.23 |
11.32 |
+0.13 |
2,776 |
40,676 |
+457 |
Total Volume and Open Interest |
99,730 |
763,423 |
-1,737 |
Sugar #14(ICE) |
Jan08 |
071128 |
19.85 |
19.85 |
19.85 |
19.85 |
-0.45 |
205 |
2,869 |
-50 |
Mar08 |
071128 |
20.05 |
20.05 |
20.05 |
20.05 |
unch |
17 |
3,602 |
-17 |
May08 |
071128 |
20.12 |
20.12 |
20.12 |
20.12 |
+0.01 |
20 |
3,298 |
+20 |
Jul08 |
071128 |
20.45 |
20.45 |
20.45 |
20.45 |
-0.05 |
20 |
1,693 |
+20 |
Sep08 |
071128 |
20.72 |
20.72 |
20.72 |
20.72 |
+0.08 |
0 |
1,223 |
+0 |
Total Volume and Open Interest |
262 |
12,964 |
-27 |
London Cocoa(LCE) |
Dec07 |
071128 |
921 |
926 |
919 |
925 |
+3 |
3,485 |
62,850 |
+62,850 |
Mar08 |
071128 |
954 |
959 |
951 |
959 |
+4 |
4,492 |
66,750 |
-296 |
May08 |
071128 |
969 |
973 |
965 |
972 |
+3 |
434 |
21,394 |
+108 |
Jul08 |
071128 |
985 |
988 |
982 |
988 |
+2 |
639 |
32,085 |
+173 |
Sep08 |
071128 |
997 |
1000 |
995 |
999 |
+3 |
398 |
20,900 |
-136 |
Dec08 |
071128 |
1003 |
1007 |
1003 |
1006 |
+3 |
68 |
16,461 |
+126 |
Mar09 |
071128 |
1010 |
1013 |
1010 |
1013 |
+3 |
46 |
4,329 |
+38 |
Total Volume and Open Interest |
9,562 |
224,893 |
-941 |
London Coffee(LCE) |
Nov07 |
071128 |
2296.00 |
2315.00 |
2281.00 |
2305.00 |
+20.00 |
420 |
5,266 |
-2,115 |
Jan08 |
071128 |
1791.00 |
1817.00 |
1782.00 |
1809.00 |
+20.00 |
10,713 |
74,070 |
-501 |
Mar08 |
071128 |
1798.00 |
1818.00 |
1790.00 |
1810.00 |
+15.00 |
7,951 |
47,726 |
+3,183 |
May08 |
071128 |
1810.00 |
1830.00 |
1803.00 |
1822.00 |
+16.00 |
1,001 |
9,137 |
+13 |
Jul08 |
071128 |
1823.00 |
1837.00 |
1823.00 |
1834.00 |
+16.00 |
523 |
2,600 |
-48 |
Sep08 |
071128 |
1836.00 |
1849.00 |
1836.00 |
1846.00 |
+17.00 |
388 |
3,302 |
+363 |
Total Volume and Open Interest |
21,036 |
143,454 |
+891 |
London Sugar(LCE) |
Mar08 |
071128 |
288.20 |
291.30 |
288.20 |
291.00 |
+4.00 |
8,302 |
52,756 |
-4,272 |
May08 |
071128 |
292.00 |
295.50 |
292.00 |
295.20 |
+3.40 |
658 |
8,411 |
-359 |
Aug08 |
071128 |
295.10 |
297.50 |
295.10 |
297.40 |
+2.60 |
221 |
6,374 |
-104 |
Oct08 |
071128 |
302.00 |
304.00 |
302.00 |
303.60 |
+2.60 |
103 |
5,241 |
-5 |
Dec08 |
071128 |
309.00 |
310.00 |
309.00 |
309.60 |
+1.60 |
63 |
1,291 |
-42 |
Total Volume and Open Interest |
9,436 |
77,002 |
-4,802 |
Cotton(ICE) |
Dec07 |
071128 |
59.25 |
60.35 |
59.10 |
59.93 |
+1.56 |
352 |
350 |
-916 |
Mar08 |
071128 |
64.70 |
66.25 |
64.40 |
65.93 |
+1.53 |
16,173 |
136,261 |
-1,456 |
May08 |
071128 |
66.75 |
67.80 |
66.75 |
67.59 |
+1.46 |
1,478 |
18,394 |
+527 |
Jul08 |
071128 |
67.90 |
69.20 |
67.90 |
69.16 |
+1.45 |
1,709 |
19,135 |
+60 |
Oct08 |
071128 |
71.31 |
71.31 |
71.31 |
71.31 |
+1.61 |
0 |
400 |
+0 |
Dec08 |
071128 |
72.30 |
73.80 |
72.30 |
73.66 |
+1.43 |
3,483 |
33,165 |
+555 |
Total Volume and Open Interest |
23,240 |
209,170 |
-1,230 |
Lumber(CME) |
Jan08 |
071128 |
253.1 |
256.5 |
253.1 |
255.8 |
+2.5 |
153 |
6,727 |
-53 |
Mar08 |
071128 |
275.5 |
278.5 |
275.2 |
278.5 |
+1.3 |
113 |
1,535 |
+26 |
May08 |
071128 |
287.7 |
290.0 |
287.1 |
289.9 |
+2.0 |
31 |
552 |
+12 |
Jul08 |
071128 |
291.4 |
292.0 |
291.3 |
291.3 |
+0.8 |
11 |
56 |
+9 |
Total Volume and Open Interest |
333 |
8,925 |
+14 |
Crude Oil(NYM) |
Jan08 |
071128 |
94.95 |
95.20 |
90.40 |
90.62 |
-3.80 |
266,497 |
380,770 |
-6,134 |
Feb08 |
071128 |
94.15 |
94.15 |
89.95 |
90.03 |
-3.60 |
76,763 |
108,949 |
+1,745 |
Mar08 |
071128 |
93.40 |
93.40 |
89.45 |
89.45 |
-3.36 |
30,040 |
103,398 |
-1,337 |
Apr08 |
071128 |
89.86 |
89.86 |
88.85 |
88.85 |
-3.15 |
16,464 |
55,680 |
+194 |
May08 |
071128 |
91.90 |
91.95 |
88.29 |
88.29 |
-2.97 |
9,884 |
56,083 |
+1,090 |
Jun08 |
071128 |
87.79 |
87.79 |
87.79 |
87.79 |
-2.78 |
12,079 |
68,667 |
+639 |
Jul08 |
071128 |
87.85 |
87.85 |
87.31 |
87.31 |
-2.64 |
1,683 |
20,438 |
-223 |
Aug08 |
071128 |
86.85 |
86.85 |
86.85 |
86.85 |
-2.52 |
672 |
16,924 |
+102 |
Sep08 |
071128 |
86.40 |
86.40 |
86.40 |
86.40 |
-2.42 |
744 |
32,856 |
+443 |
Oct08 |
071128 |
85.97 |
85.97 |
85.97 |
85.97 |
-2.32 |
806 |
30,141 |
+198 |
Nov08 |
071128 |
85.56 |
85.56 |
85.56 |
85.56 |
-2.23 |
109 |
19,692 |
-30 |
Dec08 |
071128 |
88.00 |
88.00 |
85.18 |
85.18 |
-2.14 |
9,312 |
174,463 |
-973 |
Jan09 |
071128 |
84.84 |
84.84 |
84.84 |
84.84 |
-2.06 |
3,490 |
26,105 |
+472 |
Feb09 |
071128 |
84.54 |
84.54 |
84.54 |
84.54 |
-1.99 |
1,505 |
13,064 |
+48 |
Mar09 |
071128 |
84.25 |
84.25 |
84.25 |
84.25 |
-1.92 |
50 |
8,050 |
+50 |
Apr09 |
071128 |
83.96 |
83.96 |
83.96 |
83.96 |
-1.85 |
0 |
13,603 |
+0 |
Total Volume and Open Interest |
435,072 |
1,404,409 |
-3,890 |
Heating Oil(NYM) |
Dec07 |
071128 |
267.60 |
267.60 |
257.25 |
257.38 |
-7.96 |
31,450 |
23,938 |
-8,774 |
Jan08 |
071128 |
268.20 |
268.20 |
257.50 |
257.78 |
-8.01 |
45,971 |
96,586 |
+4,392 |
Feb08 |
071128 |
266.00 |
266.50 |
256.13 |
256.13 |
-7.76 |
9,396 |
32,566 |
+417 |
Mar08 |
071128 |
253.80 |
253.80 |
252.23 |
252.23 |
-7.46 |
5,346 |
15,998 |
+1,024 |
Apr08 |
071128 |
245.38 |
245.38 |
245.38 |
245.38 |
-7.21 |
2,372 |
11,281 |
+229 |
May08 |
071128 |
241.30 |
241.30 |
240.18 |
240.18 |
-6.76 |
988 |
6,202 |
+184 |
Jun08 |
071128 |
237.03 |
237.03 |
237.03 |
237.03 |
-6.41 |
2,823 |
18,086 |
+134 |
Jul08 |
071128 |
235.93 |
235.93 |
235.93 |
235.93 |
-6.01 |
240 |
4,001 |
+55 |
Aug08 |
071128 |
235.78 |
235.78 |
235.78 |
235.78 |
-5.76 |
201 |
942 |
+27 |
Sep08 |
071128 |
236.43 |
236.43 |
236.43 |
236.43 |
-5.71 |
267 |
2,731 |
+98 |
Oct08 |
071128 |
237.93 |
237.93 |
237.93 |
237.93 |
-5.66 |
3 |
1,035 |
+3 |
Nov08 |
071128 |
240.80 |
240.80 |
239.53 |
239.53 |
-5.61 |
30 |
780 |
+5 |
Total Volume and Open Interest |
99,556 |
228,675 |
-1,985 |
Gasoline(NYMEX) |
Dec07 |
071128 |
237.75 |
239.83 |
226.90 |
227.57 |
-9.73 |
26,906 |
26,330 |
-5,981 |
Jan08 |
071128 |
237.50 |
239.77 |
226.50 |
227.24 |
-9.91 |
30,551 |
79,304 |
+5,221 |
Feb08 |
071128 |
238.33 |
241.35 |
228.96 |
229.39 |
-9.51 |
8,490 |
19,469 |
+189 |
Mar08 |
071128 |
240.50 |
243.54 |
231.80 |
232.19 |
-9.11 |
4,036 |
19,682 |
-32 |
Apr08 |
071128 |
255.26 |
255.30 |
245.20 |
245.49 |
-8.61 |
1,741 |
20,283 |
+130 |
May08 |
071128 |
253.58 |
255.35 |
245.64 |
246.09 |
-8.36 |
634 |
10,748 |
+110 |
Jun08 |
071128 |
255.00 |
255.00 |
245.50 |
245.74 |
-7.91 |
550 |
14,116 |
+56 |
Jul08 |
071128 |
252.45 |
252.49 |
243.50 |
243.69 |
-7.51 |
251 |
2,887 |
-3 |
Aug08 |
071128 |
240.44 |
240.44 |
240.44 |
240.44 |
-7.01 |
187 |
1,978 |
+55 |
Sep08 |
071128 |
236.14 |
236.14 |
236.14 |
236.14 |
-6.46 |
196 |
4,511 |
+47 |
Total Volume and Open Interest |
74,057 |
211,199 |
-82 |
e-MiNY RBOB Gasoline(NYMEX) |
Dec07 |
071128 |
238.20 |
238.20 |
227.57 |
227.57 |
-9.73 |
0 |
32 |
+0 |
Jan08 |
071128 |
227.24 |
227.24 |
227.24 |
227.24 |
-9.91 |
1 |
20 |
+1 |
Feb08 |
071128 |
229.39 |
229.39 |
229.39 |
229.39 |
-9.51 |
6 |
6 |
+6 |
Mar08 |
071128 |
232.19 |
232.19 |
232.19 |
232.19 |
-9.11 |
0 |
2 |
+0 |
Total Volume and Open Interest |
7 |
60 |
+7 |
Natural Gas(NYM) |
Dec07 |
071128 |
7.510 |
7.540 |
7.180 |
7.230 |
-0.327 |
54,564 |
12,706 |
-15,102 |
Jan08 |
071128 |
7.750 |
7.775 |
7.470 |
7.485 |
-0.332 |
39,362 |
142,953 |
+4,440 |
Feb08 |
071128 |
7.825 |
7.825 |
7.550 |
7.560 |
-0.307 |
18,254 |
52,417 |
+3,844 |
Mar08 |
071128 |
7.640 |
7.640 |
7.445 |
7.450 |
-0.292 |
11,314 |
69,458 |
+1,812 |
Apr08 |
071128 |
7.495 |
7.495 |
7.460 |
7.485 |
-0.087 |
8,023 |
49,671 |
+1,553 |
May08 |
071128 |
7.580 |
7.580 |
7.420 |
7.420 |
-0.210 |
1,664 |
35,889 |
-56 |
Jun08 |
071128 |
7.670 |
7.670 |
7.610 |
7.610 |
-0.103 |
456 |
21,480 |
+103 |
Jul08 |
071128 |
7.586 |
7.586 |
7.586 |
7.586 |
-0.214 |
639 |
17,727 |
+59 |
Aug08 |
071128 |
7.659 |
7.659 |
7.659 |
7.659 |
-0.214 |
527 |
16,286 |
-162 |
Sep08 |
071128 |
7.860 |
7.860 |
7.860 |
7.860 |
-0.040 |
512 |
11,667 |
-122 |
Oct08 |
071128 |
7.920 |
7.920 |
7.920 |
7.920 |
-0.045 |
1,422 |
36,056 |
-119 |
Nov08 |
071128 |
8.305 |
8.305 |
8.305 |
8.305 |
-0.045 |
553 |
23,464 |
+48 |
Dec08 |
071128 |
8.740 |
8.740 |
8.576 |
8.576 |
-0.204 |
839 |
18,955 |
+280 |
Jan09 |
071128 |
9.000 |
9.000 |
8.850 |
8.880 |
-0.165 |
1,511 |
35,558 |
+341 |
Feb09 |
071128 |
9.000 |
9.000 |
8.890 |
8.890 |
-0.162 |
642 |
6,585 |
+219 |
Mar09 |
071128 |
8.760 |
8.760 |
8.660 |
8.660 |
-0.150 |
1,067 |
28,978 |
+240 |
Total Volume and Open Interest |
142,843 |
793,948 |
-2,120 |
Brent Crude Oil(ICE) |
Jan08 |
071128 |
92.10 |
93.39 |
89.56 |
89.81 |
-2.71 |
109,596 |
128,636 |
-13,123 |
Feb08 |
071128 |
91.50 |
92.80 |
89.10 |
89.32 |
-2.63 |
49,894 |
141,422 |
-187 |
Mar08 |
071128 |
91.00 |
92.32 |
88.68 |
88.91 |
-2.56 |
23,554 |
37,708 |
+205 |
Apr08 |
071128 |
90.58 |
91.79 |
88.25 |
88.47 |
-2.48 |
6,242 |
18,166 |
-335 |
May08 |
071128 |
90.10 |
91.28 |
87.83 |
88.06 |
-2.36 |
4,358 |
14,071 |
+75 |
Jun08 |
071128 |
89.60 |
90.78 |
87.44 |
87.65 |
-2.25 |
9,853 |
36,115 |
-2,038 |
Jul08 |
071128 |
89.16 |
89.46 |
87.33 |
87.33 |
-2.13 |
0 |
8,405 |
+758 |
Aug08 |
071128 |
87.02 |
87.02 |
87.02 |
87.02 |
-2.06 |
0 |
6,594 |
+100 |
Sep08 |
071128 |
88.71 |
88.71 |
86.74 |
86.74 |
-2.00 |
1,119 |
7,740 |
+640 |
Oct08 |
071128 |
86.43 |
86.43 |
86.43 |
86.43 |
-1.98 |
0 |
9,499 |
-61 |
Nov08 |
071128 |
86.12 |
86.12 |
86.12 |
86.12 |
-1.95 |
460 |
4,955 |
-37 |
Dec08 |
071128 |
87.52 |
88.46 |
85.64 |
85.80 |
-1.91 |
8,234 |
52,603 |
+795 |
Jan09 |
071128 |
85.54 |
85.54 |
85.54 |
85.54 |
-1.82 |
0 |
12,207 |
+31 |
Feb09 |
071128 |
85.28 |
85.28 |
85.28 |
85.28 |
-1.77 |
0 |
3,730 |
+25 |
Total Volume and Open Interest |
215,116 |
568,256 |
+488,075 |
Gas Oil(ICE) |
Dec07 |
071128 |
836.50 |
843.75 |
812.00 |
821.50 |
-21.50 |
35,150 |
61,664 |
-2,824 |
Jan08 |
071128 |
829.50 |
837.25 |
805.25 |
815.25 |
-20.75 |
34,972 |
94,320 |
+1,177 |
Feb08 |
071128 |
813.00 |
822.25 |
791.25 |
801.25 |
-20.25 |
11,080 |
42,046 |
+2,237 |
Mar08 |
071128 |
800.75 |
805.75 |
780.50 |
787.50 |
-19.75 |
3,938 |
21,127 |
+881 |
Apr08 |
071128 |
786.50 |
790.00 |
767.25 |
774.25 |
-19.00 |
2,360 |
12,280 |
-214 |
May08 |
071128 |
775.75 |
780.75 |
757.25 |
764.75 |
-17.75 |
1,456 |
12,499 |
-209 |
Jun08 |
071128 |
769.00 |
774.25 |
750.75 |
758.50 |
-17.00 |
1,809 |
30,690 |
-52 |
Jul08 |
071128 |
766.75 |
766.75 |
755.50 |
755.50 |
-17.50 |
47 |
5,719 |
+0 |
Aug08 |
071128 |
755.75 |
755.75 |
755.75 |
755.75 |
-16.50 |
0 |
2,318 |
+0 |
Sep08 |
071128 |
755.25 |
755.25 |
755.25 |
755.25 |
-16.00 |
30 |
1,098 |
+30 |
Total Volume and Open Interest |
91,402 |
314,389 |
+1,036 |
US Dollar Index(ICE) |
Dec07 |
071128 |
75.145 |
75.740 |
75.075 |
75.105 |
+0.025 |
2,098 |
34,646 |
-49 |
Mar08 |
071128 |
75.220 |
75.720 |
75.095 |
75.095 |
+0.025 |
202 |
3,126 |
+55 |
Jun08 |
071128 |
75.135 |
75.135 |
75.135 |
75.135 |
+0.035 |
4 |
448 |
-3 |
Total Volume and Open Interest |
2,304 |
38,395 |
+3 |
Australian Dollar(CME) |
Dec07 |
071128 |
88.18 |
89.04 |
88.09 |
89.04 |
+1.65 |
1,656 |
61,825 |
-2,020 |
Mar08 |
071128 |
87.70 |
88.55 |
87.62 |
88.55 |
+1.65 |
25 |
2,226 |
+80 |
Jun08 |
071128 |
87.89 |
87.89 |
87.89 |
87.89 |
+1.65 |
0 |
408 |
+0 |
Total Volume and Open Interest |
1,681 |
64,572 |
-1,940 |
British Pound(CME) |
Dec07 |
071128 |
206.38 |
208.05 |
206.38 |
208.00 |
+1.19 |
1,342 |
118,427 |
+465 |
Mar08 |
071128 |
206.21 |
207.33 |
206.21 |
207.33 |
+1.19 |
11 |
2,807 |
+601 |
Jun08 |
071128 |
206.59 |
206.59 |
206.59 |
206.59 |
+1.17 |
1 |
21 |
-1 |
Total Volume and Open Interest |
1,354 |
121,270 |
+1,066 |
Canadian Dollar(CME) |
Dec07 |
071128 |
100.58 |
101.57 |
100.55 |
101.57 |
+1.27 |
3,633 |
103,337 |
+2,375 |
Mar08 |
071128 |
100.65 |
101.60 |
100.62 |
101.60 |
+1.28 |
37 |
4,925 |
+431 |
Jun08 |
071128 |
101.59 |
101.59 |
101.59 |
101.59 |
+1.28 |
0 |
2,447 |
-5 |
Sep08 |
071128 |
101.52 |
101.58 |
101.52 |
101.58 |
+1.28 |
0 |
1,287 |
-1 |
Total Volume and Open Interest |
3,674 |
112,354 |
+2,801 |
Japanese Yen(CME) |
Dec07 |
071128 |
91.23 |
91.24 |
90.80 |
91.14 |
-1.18 |
2,507 |
161,741 |
-3,849 |
Mar08 |
071128 |
92.20 |
92.22 |
91.75 |
92.09 |
-1.18 |
186 |
13,938 |
+522 |
Jun08 |
071128 |
92.86 |
92.86 |
92.86 |
92.86 |
-1.18 |
1 |
16,365 |
-18 |
Total Volume and Open Interest |
2,694 |
192,574 |
-3,335 |
Swiss Franc(CME) |
Dec07 |
071128 |
89.68 |
90.23 |
89.53 |
90.23 |
-0.51 |
1,040 |
79,787 |
-1,368 |
Mar08 |
071128 |
90.18 |
90.76 |
90.06 |
90.76 |
-0.51 |
1 |
2,024 |
+127 |
Jun08 |
071128 |
90.63 |
91.14 |
90.63 |
91.14 |
-0.51 |
0 |
48 |
+0 |
Total Volume and Open Interest |
1,041 |
81,879 |
-1,241 |
EuroFX(CME) |
Dec07 |
071128 |
147.55 |
148.64 |
147.54 |
148.64 |
+0.12 |
955 |
210,234 |
-4,711 |
Mar08 |
071128 |
147.70 |
148.76 |
147.70 |
148.76 |
+0.13 |
531 |
11,363 |
+1,986 |
Jun08 |
071128 |
148.73 |
148.73 |
148.73 |
148.73 |
+0.13 |
7 |
696 |
+5 |
Total Volume and Open Interest |
1,493 |
222,881 |
-2,719 |
Mexican Peso(CME) |
Dec07 |
071128 |
912.0 |
914.2 |
912.0 |
913.5 |
+3.5 |
3,611 |
61,702 |
-2,226 |
Jan08 |
071128 |
910.2 |
910.2 |
910.2 |
910.2 |
+3.5 |
0 |
3 |
+0 |
Total Volume and Open Interest |
7,111 |
90,471 |
+774 |
30-Year T-Bonds(CBOT) |
Dec07 |
071128 |
117~17 |
117~24 |
116~22 |
116~30 |
-0~22 |
829,639 |
682,586 |
-163,681 |
Mar08 |
071128 |
117~18 |
117~25 |
116~23 |
116~31 |
-0~23 |
311,676 |
348,926 |
+140,391 |
Jun08 |
071128 |
116~15 |
117~01 |
116~07 |
116~07 |
-0~26 |
17 |
1,754 |
+1 |
Total Volume and Open Interest |
1,141,332 |
1,033,286 |
-23,289 |
10-Year T-Notes(CBOT) |
Dec07 |
071128 |
113~265 |
114~005 |
113~075 |
113~135 |
-0~170 |
2,669,819 |
1,703,749 |
-310,165 |
Mar08 |
071128 |
113~055 |
113~110 |
112~175 |
112~230 |
-0~185 |
634,583 |
915,014 |
+296,901 |
Jun08 |
071128 |
112~030 |
112~030 |
112~030 |
112~030 |
-0~185 |
4 |
97 |
+0 |
Total Volume and Open Interest |
3,304,406 |
2,618,860 |
-13,264 |
5-Year T-Notes(CBOT) |
Dec07 |
071128 |
110~055 |
110~105 |
109~275 |
109~310 |
-0~125 |
1,366,389 |
0 |
-1,583,122 |
Mar08 |
071128 |
110~005 |
110~005 |
109~200 |
109~215 |
-0~130 |
471,550 |
0 |
-541,986 |
Jun08 |
071128 |
109~215 |
109~215 |
109~215 |
109~215 |
-0~130 |
|
|
|
Total Volume and Open Interest |
1,837,939 |
|
|
2 Year T-Notes(CBOT) |
Dec07 |
071128 |
104~121 |
104~124 |
104~093 |
104~100 |
-0~024 |
44,246 |
726,433 |
-154,892 |
Mar08 |
071128 |
104~110 |
104~112 |
104~108 |
104~109 |
-0~031 |
39,446 |
349,511 |
+175,677 |
Total Volume and Open Interest |
83,692 |
1,075,944 |
+20,785 |
Eurodollars(CME) |
Dec07 |
071128 |
95.118 |
95.165 |
95.088 |
95.135 |
unch |
12,699 |
1,427,503 |
-24,501 |
Mar08 |
071128 |
95.750 |
95.780 |
95.720 |
95.750 |
-0.030 |
18,018 |
1,456,848 |
-6,393 |
Jun08 |
071128 |
96.175 |
96.225 |
96.125 |
96.160 |
-0.050 |
28,344 |
1,471,071 |
+14,505 |
Sep08 |
071128 |
96.415 |
96.445 |
96.350 |
96.370 |
-0.070 |
9,234 |
1,291,267 |
-9,560 |
Dec08 |
071128 |
96.485 |
96.525 |
96.415 |
96.435 |
-0.075 |
13,422 |
1,514,292 |
-26,439 |
Mar09 |
071128 |
96.485 |
96.505 |
96.395 |
96.410 |
-0.070 |
11,524 |
970,464 |
-3,374 |
Jun09 |
071128 |
96.385 |
96.410 |
96.290 |
96.305 |
-0.065 |
10,438 |
642,473 |
-776 |
Sep09 |
071128 |
96.255 |
96.270 |
96.170 |
96.180 |
-0.060 |
5,935 |
499,268 |
-98 |
Dec09 |
071128 |
96.090 |
96.110 |
96.025 |
96.035 |
-0.060 |
8,415 |
289,126 |
+7,619 |
Mar10 |
071128 |
95.965 |
95.980 |
95.910 |
95.910 |
-0.060 |
4,450 |
194,829 |
+4,287 |
Jun10 |
071128 |
95.855 |
95.860 |
95.785 |
95.790 |
-0.060 |
4,685 |
162,753 |
+2,434 |
Sep10 |
071128 |
95.755 |
95.755 |
95.680 |
95.680 |
-0.065 |
4,087 |
134,818 |
+2,821 |
Dec10 |
071128 |
95.630 |
95.655 |
95.575 |
95.575 |
-0.065 |
3,385 |
104,624 |
+1,557 |
Mar11 |
071128 |
95.555 |
95.570 |
95.490 |
95.490 |
-0.065 |
3,133 |
88,288 |
+1,338 |
Jun11 |
071128 |
95.465 |
95.480 |
95.400 |
95.400 |
-0.065 |
3,863 |
90,386 |
-1,429 |
Sep11 |
071128 |
95.385 |
95.400 |
95.320 |
95.320 |
-0.065 |
5,053 |
76,684 |
-1,565 |
Dec11 |
071128 |
95.305 |
95.325 |
95.240 |
95.240 |
-0.065 |
4,839 |
53,735 |
+1,137 |
Mar12 |
071128 |
95.245 |
95.265 |
95.175 |
95.180 |
-0.065 |
3,812 |
47,863 |
+98 |
Total Volume and Open Interest |
170,943 |
10,688,777 |
-36,306 |
30 Day Federal Funds(CBOT) |
Nov07 |
071128 |
3.775 |
3.775 |
3.775 |
3.775 |
unch |
236 |
149,257 |
-1,815 |
Dec07 |
071128 |
3.965 |
3.965 |
3.965 |
3.965 |
+0.015 |
828 |
107,255 |
-61 |
Jan08 |
071128 |
4.010 |
4.020 |
4.010 |
4.015 |
+0.010 |
2,030 |
116,562 |
+14,156 |
Feb08 |
071128 |
4.220 |
4.225 |
4.210 |
4.210 |
unch |
1,073 |
55,403 |
+2,641 |
Mar08 |
071128 |
4.315 |
4.315 |
4.295 |
4.295 |
-0.010 |
56 |
20,782 |
+1,085 |
Apr08 |
071128 |
4.380 |
4.380 |
4.380 |
4.380 |
-0.025 |
29 |
11,684 |
-925 |
Total Volume and Open Interest |
4,252 |
475,032 |
+15,236 |
30 Day Fed Funds(e-CBOT) |
Nov07 |
071128 |
95.530 |
95.530 |
95.525 |
95.525 |
unch |
9,200 |
0 |
+0 |
Dec07 |
071128 |
95.700 |
95.720 |
95.680 |
95.710 |
+0.015 |
17,675 |
0 |
+0 |
Jan08 |
071128 |
95.750 |
95.790 |
95.720 |
95.770 |
+0.020 |
40,588 |
0 |
+0 |
Feb08 |
071128 |
95.960 |
95.990 |
95.930 |
95.950 |
-0.005 |
20,621 |
0 |
+0 |
Mar08 |
071128 |
96.055 |
96.080 |
96.025 |
96.030 |
-0.010 |
6,563 |
0 |
+0 |
Apr08 |
071128 |
96.140 |
96.195 |
96.100 |
96.115 |
-0.015 |
4,626 |
0 |
+0 |
Total Volume and Open Interest |
101,169 |
|
|
3-Mth Euro-Yen(CME) |
Dec07 |
071128 |
99.13 |
99.14 |
99.13 |
99.14 |
-0.02 |
1,157 |
17,823 |
+445 |
Mar08 |
071128 |
99.16 |
99.16 |
99.16 |
99.16 |
unch |
132 |
8,563 |
+7 |
Jun08 |
071128 |
99.16 |
99.16 |
99.16 |
99.16 |
+0.01 |
134 |
5,275 |
+102 |
Sep08 |
071128 |
99.12 |
99.13 |
99.12 |
99.13 |
unch |
300 |
4,738 |
+249 |
Dec08 |
071128 |
99.08 |
99.08 |
99.08 |
99.08 |
unch |
50 |
2,060 |
+0 |
Mar09 |
071128 |
99.02 |
99.02 |
99.02 |
99.02 |
-0.01 |
0 |
507 |
+0 |
Jun09 |
071128 |
98.97 |
98.97 |
98.97 |
98.97 |
unch |
0 |
156 |
+0 |
Sep09 |
071128 |
98.90 |
98.90 |
98.90 |
98.90 |
-0.01 |
|
|
|
Dec09 |
071128 |
98.82 |
98.82 |
98.82 |
98.82 |
unch |
|
|
|
Mar10 |
071128 |
98.76 |
98.76 |
98.76 |
98.76 |
unch |
|
|
|
Total Volume and Open Interest |
1,773 |
39,122 |
+803 |
3-Mth Euro-Yen(SGX) |
Dec07 |
071128 |
99.15 |
99.15 |
99.14 |
99.14 |
-0.01 |
860 |
66,665 |
-167 |
Mar08 |
071128 |
99.16 |
99.16 |
99.15 |
99.15 |
-0.01 |
545 |
42,908 |
-595 |
Jun08 |
071128 |
99.15 |
99.15 |
99.15 |
99.15 |
0.00 |
1,135 |
18,386 |
-226 |
Sep08 |
071128 |
99.13 |
99.14 |
99.12 |
99.12 |
0.00 |
908 |
23,127 |
-485 |
Dec08 |
071128 |
99.06 |
99.07 |
99.06 |
99.07 |
-0.01 |
22 |
10,014 |
-3 |
Mar09 |
071128 |
99.01 |
99.01 |
99.01 |
99.01 |
0.00 |
297 |
5,750 |
+247 |
Jun09 |
071128 |
98.96 |
98.96 |
98.96 |
98.96 |
0.00 |
100 |
1,340 |
+0 |
Sep09 |
071128 |
98.89 |
98.89 |
98.89 |
98.89 |
-0.01 |
0 |
200 |
+0 |
Total Volume and Open Interest |
3,867 |
170,840 |
-1,229 |
Japanese Gov't Bonds(SGX) |
Dec07 |
071128 |
136.50 |
137.16 |
136.47 |
137.01 |
+0.26 |
5,439 |
41,080 |
+1,739 |
Mar08 |
071128 |
136.53 |
136.79 |
136.33 |
136.79 |
+0.26 |
103 |
71 |
+67 |
Jun08 |
071128 |
136.79 |
136.79 |
136.79 |
136.79 |
+0.26 |
|
|
|
Total Volume and Open Interest |
5,542 |
41,151 |
+1,806 |
Euro-Bund(EUREX) |
Dec07 |
071128 |
115.06 |
115.07 |
114.30 |
114.42 |
-0.76 |
503,672 |
1,562,037 |
-1,971 |
Mar08 |
071128 |
115.51 |
115.52 |
114.78 |
114.80 |
-0.86 |
3,262 |
67,237 |
+2,414 |
Jun08 |
071128 |
115.17 |
115.17 |
115.17 |
115.17 |
-0.28 |
451 |
1 |
+1 |
Total Volume and Open Interest |
507,385 |
1,629,275 |
+444 |
Euro-Bobl(EUREX) |
Dec07 |
071128 |
10.91 |
10.91 |
10.86 |
10.87 |
-98.37 |
387,293 |
1,231,822 |
+14,962 |
Mar08 |
071128 |
10.94 |
10.94 |
10.89 |
10.90 |
-98.69 |
3,632 |
34,742 |
+2,655 |
Jun08 |
071128 |
10.92 |
10.92 |
10.92 |
10.92 |
-33.24 |
|
|
|
Total Volume and Open Interest |
390,925 |
1,266,564 |
+17,617 |
3-Mth Euribor(EUREX) |
Dec07 |
071128 |
95.305 |
95.305 |
95.275 |
95.275 |
-0.090 |
2,690 |
27,120 |
+1,416 |
Mar08 |
071128 |
95.610 |
95.610 |
95.585 |
95.585 |
-0.075 |
200 |
11,469 |
-48 |
Jun08 |
071128 |
95.810 |
95.810 |
95.780 |
95.780 |
-0.085 |
77 |
5,837 |
+21 |
Total Volume and Open Interest |
1,743 |
54,167 |
+916 |
Long Gilt(LIFFE) |
Dec07 |
071128 |
109~26 |
109~28 |
109~04 |
109~09 |
-0~21 |
262,307 |
231,272 |
-74,597 |
Mar08 |
071128 |
109~27 |
109~28 |
109~04 |
109~09 |
-0~21 |
177,990 |
203,604 |
+112,070 |
Total Volume and Open Interest |
440,297 |
434,876 |
+37,473 |
3-Mth Short Sterling(LIFFE) |
Dec07 |
071128 |
93.60 |
93.60 |
93.60 |
93.60 |
-0.05 |
51,501 |
545,956 |
+2,972 |
Mar08 |
071128 |
94.20 |
94.20 |
94.20 |
94.20 |
-0.02 |
50,764 |
555,297 |
-2,238 |
Jun08 |
071128 |
94.58 |
94.58 |
94.58 |
94.58 |
-0.01 |
92,220 |
564,136 |
-11,926 |
Sep08 |
071128 |
94.78 |
94.78 |
94.78 |
94.78 |
-0.01 |
67,803 |
433,875 |
-11,213 |
Dec08 |
071128 |
94.86 |
94.86 |
94.86 |
94.86 |
-0.01 |
59,650 |
385,032 |
-12,478 |
Mar09 |
071128 |
94.87 |
94.87 |
94.87 |
94.87 |
-0.01 |
37,199 |
238,496 |
-8,672 |
Total Volume and Open Interest |
389,963 |
3,086,409 |
-42,846 |
3-Mth Euribor(LIFFE) |
Dec07 |
071128 |
95.320 |
95.320 |
95.270 |
95.285 |
-0.055 |
103,219 |
708,563 |
-6,542 |
Mar08 |
071128 |
95.640 |
95.645 |
95.580 |
95.600 |
-0.040 |
92,306 |
676,920 |
+22,139 |
Jun08 |
071128 |
95.830 |
95.860 |
95.775 |
95.795 |
-0.065 |
98,861 |
543,081 |
+14,262 |
Total Volume and Open Interest |
598,557 |
3,833,746 |
+80,121 |
3-Mth Aus T-Bills(SFE) |
Dec07 |
071128 |
92.79 |
92.79 |
92.76 |
92.78 |
-0.01 |
18,839 |
374,362 |
-4,939 |
Mar08 |
071128 |
92.66 |
92.67 |
92.62 |
92.65 |
-0.03 |
28,007 |
302,121 |
+15,404 |
Jun08 |
071128 |
92.62 |
92.64 |
92.59 |
92.61 |
-0.03 |
16,851 |
176,344 |
+10,093 |
Sep08 |
071128 |
92.62 |
92.63 |
92.59 |
92.62 |
-0.03 |
6,978 |
113,402 |
-4,099 |
Dec08 |
071128 |
92.62 |
92.63 |
92.59 |
92.62 |
-0.03 |
1,706 |
65,797 |
-739 |
Mar09 |
071128 |
92.59 |
92.62 |
92.59 |
92.61 |
-0.03 |
818 |
48,662 |
-95 |
Jun09 |
071128 |
92.59 |
92.61 |
92.57 |
92.59 |
-0.04 |
1,243 |
39,497 |
+120 |
Sep09 |
071128 |
92.57 |
92.60 |
92.56 |
92.58 |
-0.03 |
2,034 |
14,549 |
+1,966 |
Dec09 |
071128 |
92.57 |
92.57 |
92.57 |
92.57 |
-0.03 |
100 |
2,809 |
+100 |
Mar10 |
071128 |
92.57 |
92.57 |
92.57 |
92.57 |
-0.03 |
0 |
324 |
+0 |
Total Volume and Open Interest |
76,576 |
1,138,550 |
+17,811 |
10-Year Aus T-Bonds(SFE) |
Dec07 |
071128 |
94.12 |
94.13 |
94.07 |
94.10 |
-0.06 |
79,733 |
545,650 |
+37,704 |
Mar08 |
071128 |
94.12 |
94.12 |
94.12 |
94.12 |
-0.06 |
|
|
|
Total Volume and Open Interest |
79,733 |
545,650 |
+37,704 |
3-Year Aus T-Bonds(SFE) |
Dec07 |
071128 |
93.62 |
93.62 |
93.57 |
93.61 |
-0.03 |
118,535 |
948,102 |
+45,727 |
Mar08 |
071128 |
93.68 |
93.68 |
93.68 |
93.68 |
-0.03 |
0 |
960 |
+0 |
Total Volume and Open Interest |
118,535 |
949,062 |
+45,727 |
Gold(CMX) |
Dec07 |
071128 |
802.3 |
807.5 |
796.5 |
800.3 |
-13.7 |
188,877 |
103,503 |
-49,287 |
Feb08 |
071128 |
808.8 |
814.5 |
803.7 |
807.3 |
-13.9 |
88,113 |
207,032 |
+48,572 |
Apr08 |
071128 |
816.5 |
816.5 |
810.5 |
813.5 |
-13.9 |
2,703 |
52,322 |
+1,152 |
Jun08 |
071128 |
823.0 |
823.0 |
818.5 |
819.3 |
-13.9 |
1,859 |
41,252 |
+1,223 |
Aug08 |
071128 |
824.8 |
824.8 |
824.8 |
824.8 |
-13.9 |
634 |
21,866 |
+524 |
Oct08 |
071128 |
830.0 |
830.0 |
830.0 |
830.0 |
-13.9 |
17 |
3,298 |
-6 |
Dec08 |
071128 |
838.0 |
838.0 |
832.0 |
835.1 |
-14.0 |
1,037 |
29,817 |
+111 |
Feb09 |
071128 |
839.0 |
840.3 |
839.0 |
840.3 |
-14.1 |
1,474 |
20,267 |
+0 |
Apr09 |
071128 |
845.2 |
845.2 |
845.2 |
845.2 |
-14.2 |
320 |
5,869 |
+0 |
Jun09 |
071128 |
850.2 |
850.2 |
850.2 |
850.2 |
-14.4 |
53 |
9,553 |
+0 |
Aug09 |
071128 |
855.5 |
855.5 |
855.5 |
855.5 |
-14.5 |
8 |
9 |
+0 |
Total Volume and Open Interest |
285,656 |
520,782 |
+2,387 |
Silver(CMX) |
Dec07 |
071128 |
1430.0 |
1446.0 |
1425.0 |
1433.5 |
-15.0 |
43,464 |
29,213 |
-6,099 |
Mar08 |
071128 |
1449.0 |
1472.0 |
1444.0 |
1453.3 |
-15.0 |
15,343 |
56,160 |
+5,305 |
May08 |
071128 |
1460.0 |
1468.5 |
1460.0 |
1464.6 |
-15.0 |
148 |
11,013 |
+74 |
Jul08 |
071128 |
1486.0 |
1486.0 |
1471.0 |
1474.9 |
-15.2 |
361 |
13,995 |
-17 |
Sep08 |
071128 |
1481.0 |
1484.5 |
1481.0 |
1484.5 |
-15.0 |
145 |
9,121 |
+41 |
Dec08 |
071128 |
1506.0 |
1506.0 |
1494.0 |
1498.0 |
-15.5 |
1,116 |
15,030 |
+203 |
Mar09 |
071128 |
1512.0 |
1512.0 |
1512.0 |
1512.0 |
-16.5 |
28 |
245 |
+0 |
Total Volume and Open Interest |
61,335 |
144,602 |
-451 |
Platinum(NYMEX) |
Jan08 |
071128 |
1435.0 |
1442.0 |
1435.0 |
1438.3 |
-15.2 |
2,525 |
13,066 |
-240 |
Apr08 |
071128 |
1439.3 |
1439.3 |
1439.3 |
1439.3 |
-14.2 |
40 |
439 |
+0 |
Jul08 |
071128 |
1442.3 |
1442.3 |
1442.3 |
1442.3 |
-13.2 |
40 |
107 |
+20 |
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 |
071128 |
346.25 |
346.25 |
346.25 |
346.25 |
-3.05 |
1,305 |
3,938 |
-565 |
Mar08 |
071128 |
345.00 |
352.00 |
345.00 |
351.50 |
-2.95 |
1,303 |
10,601 |
+625 |
Jun08 |
071128 |
355.50 |
355.50 |
355.50 |
355.50 |
-2.95 |
21 |
1,361 |
-2 |
Total Volume and Open Interest |
2,635 |
16,698 |
+58 |
Copper(CMX) |
Dec07 |
071128 |
294.50 |
301.90 |
294.50 |
300.60 |
+4.35 |
7,866 |
10,298 |
-2,685 |
Mar08 |
071128 |
297.70 |
305.25 |
297.40 |
303.40 |
+4.15 |
7,795 |
46,211 |
+1,728 |
May08 |
071128 |
305.00 |
305.00 |
304.55 |
304.55 |
+4.25 |
533 |
5,051 |
+11 |
Jul08 |
071128 |
305.50 |
305.50 |
305.00 |
305.00 |
+4.25 |
205 |
2,814 |
+16 |
Sep08 |
071128 |
305.00 |
305.30 |
305.00 |
305.30 |
+4.35 |
17 |
923 |
+2 |
Total Volume and Open Interest |
17,409 |
73,905 |
-814 |
Aluminum(CMX) |
Nov07 |
071128 |
1.11 |
1.11 |
1.11 |
1.11 |
-109.39 |
0 |
20 |
+20 |
Dec07 |
071128 |
111.25 |
111.25 |
110.50 |
111.25 |
unch |
1 |
154 |
+0 |
Jan08 |
071128 |
111.25 |
111.25 |
111.25 |
111.25 |
unch |
|
|
|
Feb08 |
071128 |
111.25 |
111.25 |
111.25 |
111.25 |
unch |
|
|
|
Mar08 |
071128 |
111.25 |
111.25 |
111.25 |
111.25 |
unch |
|
|
|
Apr08 |
071128 |
111.25 |
111.25 |
111.25 |
111.25 |
unch |
|
|
|
Total Volume and Open Interest |
1 |
174 |
+20 |
DJIA Index(CBOT) |
Dec07 |
071128 |
13050 |
13350 |
13035 |
13307 |
+352 |
3,161 |
35,194 |
-466 |
Mar08 |
071128 |
13140 |
13420 |
13140 |
13382 |
+356 |
92 |
1,143 |
+17 |
Jun08 |
071128 |
13467 |
13467 |
13467 |
13467 |
+352 |
0 |
3 |
+0 |
Sep08 |
071128 |
13547 |
13547 |
13547 |
13547 |
+352 |
0 |
1 |
+0 |
Total Volume and Open Interest |
3,253 |
36,341 |
-449 |
S & P 500(CME) |
Dec07 |
071128 |
1441.50 |
1474.80 |
1441.00 |
1470.60 |
+44.20 |
45,890 |
535,453 |
+3,581 |
Mar08 |
071128 |
1450.50 |
1484.00 |
1450.50 |
1480.10 |
+44.60 |
6,083 |
86,332 |
+5,110 |
Jun08 |
071128 |
1478.50 |
1489.10 |
1478.50 |
1489.10 |
+45.00 |
30 |
5,130 |
+2 |
Sep08 |
071128 |
1498.10 |
1498.10 |
1498.10 |
1498.10 |
+45.50 |
0 |
80 |
+0 |
Total Volume and Open Interest |
52,003 |
629,753 |
+8,683 |
S & P 500 E-Mini(Globex) |
Dec07 |
071128 |
1426.50 |
1475.00 |
1420.50 |
1470.50 |
+44.00 |
2,558,722 |
2,065,285 |
+1,838 |
Mar08 |
071128 |
1435.00 |
1484.25 |
1429.75 |
1480.00 |
+44.50 |
19,285 |
85,249 |
+10,149 |
Total Volume and Open Interest |
2,578,007 |
2,150,535 |
+11,987 |
NASDAQ 100(CME) |
Dec07 |
071128 |
2063.00 |
2107.00 |
2061.00 |
2095.50 |
+63.00 |
3,144 |
51,766 |
+134 |
Mar08 |
071128 |
2086.00 |
2120.00 |
2086.00 |
2116.00 |
+63.50 |
0 |
66 |
+0 |
Jun08 |
071128 |
2136.50 |
2136.50 |
2136.50 |
2136.50 |
+63.00 |
0 |
10 |
+0 |
Total Volume and Open Interest |
3,144 |
51,842 |
+128 |
NASDAQ 100 E-Mini(Globex) |
Dec07 |
071128 |
2032.80 |
2107.00 |
2024.00 |
2095.50 |
+63.00 |
589,395 |
424,616 |
-14,471 |
Mar08 |
071128 |
2051.80 |
2127.00 |
2045.80 |
2116.00 |
+63.50 |
291 |
3,428 |
+123 |
Total Volume and Open Interest |
589,686 |
428,044 |
-14,348 |
S & P Midcap 400(CME) |
Dec07 |
071128 |
838.50 |
858.50 |
838.50 |
855.50 |
+25.00 |
268 |
10,981 |
+119 |
Mar08 |
071128 |
865.40 |
865.40 |
865.40 |
865.40 |
+28.00 |
|
|
|
Jun08 |
071128 |
875.10 |
875.10 |
875.10 |
875.10 |
+28.00 |
|
|
|
Total Volume and Open Interest |
268 |
11,036 |
+119 |
Russell 2000(CME) |
Dec07 |
071128 |
753.00 |
772.50 |
752.50 |
771.60 |
+28.00 |
3,096 |
38,951 |
+1,144 |
Mar08 |
071128 |
772.00 |
774.95 |
772.00 |
774.95 |
+28.00 |
2 |
29 |
+1 |
Jun08 |
071128 |
781.90 |
781.90 |
781.90 |
781.90 |
+28.00 |
0 |
1 |
+0 |
Total Volume and Open Interest |
3,098 |
38,996 |
+1,145 |
Russell 2000 E-Mini(Globex) |
Dec07 |
071128 |
743.70 |
772.80 |
740.70 |
771.60 |
+28.00 |
256,495 |
659,805 |
+71 |
Mar08 |
071128 |
746.40 |
776.20 |
743.60 |
775.00 |
+28.00 |
379 |
1,240 |
+150 |
Jun08 |
071128 |
764.00 |
781.90 |
764.00 |
781.90 |
+28.00 |
1 |
4 |
+1 |
Total Volume and Open Interest |
256,875 |
661,050 |
+222 |
Value Line(KCBT) |
Dec07 |
071128 |
2242.00 |
2242.00 |
2242.00 |
2242.00 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
Nikkei 225(CME) |
Dec07 |
071128 |
15250 |
15310 |
15090 |
15170 |
-50 |
101,847 |
263,003 |
-137 |
Mar08 |
071128 |
15290 |
15325 |
15125 |
15175 |
-70 |
719 |
2,285 |
+506 |
Total Volume and Open Interest |
102,566 |
265,422 |
+369 |
Nikkei 225(SGX) |
Dec07 |
071128 |
15250 |
15310 |
15090 |
15170 |
-50 |
101,847 |
263,003 |
-137 |
Mar08 |
071128 |
15290 |
15325 |
15125 |
15175 |
-70 |
719 |
2,285 |
+506 |
Jun08 |
071128 |
15110 |
15110 |
15110 |
15110 |
-70 |
0 |
1 |
+0 |
Total Volume and Open Interest |
102,566 |
265,422 |
+369 |
CAC 40(EURONEXT) |
Dec07 |
071128 |
5472.5 |
5606.5 |
5419.0 |
5570.5 |
+125.5 |
161,862 |
445,704 |
+8,686 |
Jan08 |
071128 |
5481.0 |
5604.0 |
5453.5 |
5589.0 |
+126.0 |
101 |
1,781 |
+55 |
Feb08 |
071128 |
5486.0 |
5610.5 |
5483.5 |
5610.5 |
+127.5 |
0 |
925 |
-5 |
Total Volume and Open Interest |
162,102 |
450,995 |
+8,834 |
Hang Seng Index(HKFE) |
Nov07 |
071128 |
27255 |
27525 |
26944 |
27430 |
+325 |
85,481 |
116,600 |
-9,937 |
Dec07 |
071128 |
27500 |
27500 |
26976 |
27417 |
+278 |
29,052 |
45,707 |
+20,132 |
Total Volume and Open Interest |
114,886 |
164,487 |
+10,298 |
DAX(EUREX) |
Dec07 |
071128 |
7575.0 |
7811.5 |
7560.5 |
7750.0 |
+192.0 |
203,381 |
293,943 |
+5,594 |
Mar08 |
071128 |
7678.5 |
7891.5 |
7645.5 |
7834.0 |
+195.5 |
1,387 |
8,770 |
+768 |
Jun08 |
071128 |
7743.0 |
7941.0 |
7727.0 |
7917.5 |
+198.5 |
603 |
7,010 |
+192 |
Total Volume and Open Interest |
205,371 |
309,723 |
+6,554 |
FT-SE 100(EURONEXT) |
Dec07 |
071128 |
6200.00 |
6350.50 |
6131.50 |
6333.50 |
+174.50 |
151,097 |
449,327 |
+4,552 |
Mar08 |
071128 |
6201.00 |
6358.00 |
6201.00 |
6355.00 |
+178.50 |
1,125 |
11,911 |
+1,014 |
Jun08 |
071128 |
6221.00 |
6391.00 |
6221.00 |
6388.00 |
+180.50 |
18 |
2,613 |
-10 |
Total Volume and Open Interest |
152,240 |
464,351 |
+5,556 |
SPI 200(SFE) |
Dec07 |
071128 |
6450.0 |
6453.0 |
6362.0 |
6388.0 |
-62.0 |
27,368 |
324,519 |
-16,739 |
Mar08 |
071128 |
6466.0 |
6466.0 |
6392.0 |
6405.0 |
-65.0 |
286 |
2,392 |
+258 |
Jun08 |
071128 |
6468.0 |
6468.0 |
6468.0 |
6468.0 |
-64.0 |
1 |
1,709 |
-1 |
Total Volume and Open Interest |
27,655 |
329,978 |
-16,482 |
GSCI(CME) |
Dec07 |
071128 |
603.40 |
603.40 |
586.60 |
588.30 |
-12.70 |
41 |
21,487 |
+0 |
Jan08 |
071128 |
589.00 |
589.00 |
586.50 |
586.50 |
-12.00 |
|
|
|
Feb08 |
071128 |
583.00 |
583.00 |
583.00 |
583.00 |
-11.00 |
|
|
|
Total Volume and Open Interest |
41 |
21,487 |
+0 |
RJ/CRB Index(ICE) |
Jan08 |
071128 |
458.00 |
458.00 |
455.00 |
456.50 |
+0.25 |
6 |
1,204 |
-2 |
Feb08 |
071128 |
458.00 |
458.00 |
456.00 |
456.50 |
+0.25 |
2 |
419 |
+0 |
Apr08 |
071128 |
456.25 |
456.50 |
456.25 |
456.50 |
+0.25 |
0 |
236 |
+0 |
Total Volume and Open Interest |
8 |
1,863 |
-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. |
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