 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Thu November 29, 2007 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan08 |
071129 |
1104.00 |
1106.00 |
1095.00 |
1098.00 |
+1.25 |
19,145 |
271,352 |
-4,629 |
Mar08 |
071129 |
1121.00 |
1122.50 |
1112.00 |
1115.00 |
+1.50 |
13,434 |
112,212 |
+3,302 |
May08 |
071129 |
1127.00 |
1129.00 |
1118.50 |
1122.25 |
+2.50 |
1,389 |
44,908 |
+36 |
Jul08 |
071129 |
1129.00 |
1131.00 |
1121.00 |
1125.00 |
+2.50 |
2,937 |
52,769 |
+741 |
Aug08 |
071129 |
1102.00 |
1106.00 |
1100.00 |
1102.00 |
+2.00 |
564 |
3,476 |
+246 |
Sep08 |
071129 |
1062.00 |
1062.00 |
1062.00 |
1062.00 |
-1.00 |
495 |
1,407 |
+60 |
Nov08 |
071129 |
1033.00 |
1033.50 |
1020.50 |
1022.00 |
-5.50 |
3,498 |
89,038 |
-728 |
Total Volume and Open Interest |
41,575 |
590,961 |
-843 |
Soybean Meal(CBOT) |
Dec07 |
071129 |
294.00 |
294.50 |
291.50 |
292.10 |
-0.10 |
6,129 |
12,250 |
-4,183 |
Jan08 |
071129 |
298.00 |
298.50 |
295.30 |
295.60 |
-1.00 |
8,069 |
59,153 |
+1,011 |
Mar08 |
071129 |
303.50 |
303.70 |
301.00 |
301.50 |
-0.20 |
5,135 |
71,962 |
+2,597 |
May08 |
071129 |
303.80 |
304.30 |
302.00 |
302.50 |
unch |
1,402 |
38,333 |
+270 |
Jul08 |
071129 |
304.50 |
304.50 |
302.00 |
303.20 |
+0.20 |
2,006 |
30,597 |
-89 |
Aug08 |
071129 |
296.00 |
296.00 |
293.00 |
293.30 |
unch |
1,006 |
6,489 |
-127 |
Sep08 |
071129 |
284.50 |
286.00 |
282.00 |
282.00 |
-1.50 |
1,026 |
4,729 |
-481 |
Oct08 |
071129 |
268.00 |
268.50 |
266.00 |
266.30 |
-0.70 |
511 |
4,382 |
+137 |
Total Volume and Open Interest |
26,864 |
244,430 |
-547 |
Soybean Oil(CBOT) |
Dec07 |
071129 |
46.50 |
46.53 |
46.12 |
46.20 |
+0.07 |
5,341 |
17,405 |
-4,619 |
Jan08 |
071129 |
47.05 |
47.05 |
46.61 |
46.64 |
+0.06 |
8,531 |
137,384 |
+901 |
Mar08 |
071129 |
47.53 |
47.55 |
47.15 |
47.25 |
unch |
5,212 |
73,650 |
+2,892 |
May08 |
071129 |
47.85 |
47.85 |
47.55 |
47.63 |
+0.08 |
1,746 |
29,786 |
-1,019 |
Jul08 |
071129 |
48.10 |
48.12 |
47.82 |
47.85 |
-0.03 |
1,970 |
25,597 |
+107 |
Aug08 |
071129 |
47.95 |
47.95 |
47.65 |
47.70 |
unch |
354 |
4,111 |
+101 |
Sep08 |
071129 |
47.70 |
47.70 |
47.40 |
47.40 |
-0.15 |
275 |
3,853 |
-39 |
Oct08 |
071129 |
47.20 |
47.20 |
46.45 |
46.45 |
+0.05 |
49 |
4,527 |
+16 |
Total Volume and Open Interest |
25,192 |
316,592 |
-1,316 |
Canola(WCE) |
Jan08 |
071129 |
470.4 |
474.3 |
467.0 |
471.1 |
+1.7 |
9,206 |
97,007 |
-1,134 |
Mar08 |
071129 |
478.3 |
486.1 |
478.3 |
483.1 |
+2.8 |
3,372 |
14,763 |
-895 |
May08 |
071129 |
491.9 |
494.7 |
489.9 |
490.9 |
+0.5 |
138 |
6,383 |
+1 |
Jul08 |
071129 |
498.0 |
501.8 |
497.8 |
498.4 |
+0.4 |
93 |
9,985 |
+26 |
Total Volume and Open Interest |
13,152 |
151,419 |
-1,911 |
Corn(CBOT) |
Dec07 |
071129 |
388.50 |
390.00 |
382.50 |
383.50 |
-3.75 |
25,282 |
67,688 |
-28,232 |
Mar08 |
071129 |
406.25 |
407.25 |
399.75 |
400.75 |
-3.75 |
23,618 |
518,889 |
+7,196 |
May08 |
071129 |
415.75 |
417.50 |
410.50 |
411.50 |
-3.50 |
1,791 |
89,196 |
+501 |
Jul08 |
071129 |
425.00 |
426.25 |
419.50 |
420.00 |
-4.00 |
3,052 |
135,303 |
-3,963 |
Sep08 |
071129 |
430.00 |
431.00 |
424.00 |
424.75 |
-4.25 |
253 |
23,751 |
+33 |
Dec08 |
071129 |
435.00 |
436.00 |
430.00 |
430.25 |
-4.75 |
3,425 |
231,589 |
-1,770 |
Total Volume and Open Interest |
57,772 |
1,132,581 |
-25,816 |
Wheat(CBOT) |
Dec07 |
071129 |
866.00 |
890.50 |
865.00 |
869.00 |
+10.00 |
3,056 |
15,513 |
-4,514 |
Mar08 |
071129 |
882.00 |
911.00 |
880.00 |
888.25 |
+6.50 |
8,527 |
202,802 |
+2,093 |
May08 |
071129 |
875.00 |
901.50 |
875.00 |
882.00 |
+10.50 |
2,452 |
32,153 |
+1,200 |
Jul08 |
071129 |
730.00 |
752.00 |
730.00 |
746.50 |
+18.50 |
2,497 |
88,905 |
+1,131 |
Sep08 |
071129 |
738.00 |
754.00 |
738.00 |
746.00 |
+13.50 |
91 |
17,701 |
-26 |
Total Volume and Open Interest |
17,506 |
407,179 |
-958 |
Wheat(KCBT) |
Dec07 |
071129 |
885.00 |
911.50 |
883.00 |
895.50 |
+14.00 |
6,712 |
5,298 |
-3,556 |
Mar08 |
071129 |
900.00 |
925.00 |
896.00 |
906.25 |
+10.75 |
15,515 |
75,635 |
+816 |
May08 |
071129 |
889.00 |
914.00 |
889.00 |
894.00 |
+9.00 |
1,045 |
4,995 |
+303 |
Jul08 |
071129 |
765.00 |
786.00 |
763.00 |
777.75 |
+15.00 |
3,113 |
26,071 |
+1,046 |
Sep08 |
071129 |
766.00 |
785.00 |
763.00 |
777.00 |
+14.50 |
690 |
4,705 |
+319 |
Total Volume and Open Interest |
27,418 |
121,801 |
-977 |
Wheat(MGE) |
Dec07 |
071129 |
934.00 |
960.75 |
934.00 |
944.50 |
+13.75 |
4,909 |
3,552 |
-1,633 |
Mar08 |
071129 |
924.00 |
951.25 |
923.00 |
933.00 |
+11.75 |
6,948 |
41,555 |
+1,540 |
May08 |
071129 |
903.00 |
930.50 |
902.00 |
913.00 |
+12.50 |
990 |
4,495 |
+373 |
Jul08 |
071129 |
830.00 |
861.00 |
830.00 |
850.00 |
+19.00 |
92 |
2,031 |
+9 |
Sep08 |
071129 |
772.00 |
789.00 |
772.00 |
778.00 |
+7.50 |
368 |
4,519 |
+108 |
Total Volume and Open Interest |
13,821 |
61,168 |
+701 |
Oats(CBOT) |
Dec07 |
071129 |
269.00 |
270.50 |
265.00 |
268.00 |
-2.00 |
253 |
797 |
-290 |
Mar08 |
071129 |
284.50 |
285.00 |
280.00 |
283.50 |
-1.00 |
535 |
9,477 |
+141 |
May08 |
071129 |
291.25 |
292.00 |
291.25 |
291.25 |
unch |
10 |
549 |
+8 |
Jul08 |
071129 |
300.00 |
300.00 |
300.00 |
300.00 |
unch |
0 |
124 |
+0 |
Total Volume and Open Interest |
798 |
11,096 |
-141 |
Rough Rice(CBOT) |
Jan08 |
071129 |
12.97 |
13.11 |
12.87 |
12.97 |
+0.03 |
562 |
12,462 |
-499 |
Mar08 |
071129 |
13.30 |
13.40 |
13.24 |
13.30 |
+0.03 |
581 |
3,661 |
+58 |
May08 |
071129 |
13.58 |
13.58 |
13.58 |
13.58 |
+0.03 |
15 |
529 |
-7 |
Jul08 |
071129 |
13.72 |
13.72 |
13.72 |
13.72 |
+0.03 |
0 |
938 |
+0 |
Total Volume and Open Interest |
1,169 |
18,997 |
-449 |
Live Cattle(CME) |
Dec07 |
071129 |
95.100 |
95.350 |
94.500 |
94.580 |
-0.420 |
11,095 |
26,742 |
-3,708 |
Feb08 |
071129 |
96.950 |
97.300 |
96.600 |
96.650 |
-0.400 |
15,703 |
117,919 |
+770 |
Apr08 |
071129 |
97.900 |
98.300 |
97.600 |
97.700 |
-0.230 |
5,829 |
55,042 |
+1,765 |
Jun08 |
071129 |
93.550 |
93.850 |
93.330 |
93.400 |
-0.150 |
1,137 |
19,309 |
-95 |
Aug08 |
071129 |
94.200 |
94.400 |
94.035 |
94.180 |
unch |
893 |
11,649 |
+376 |
Oct08 |
071129 |
98.200 |
98.500 |
98.100 |
98.250 |
-0.050 |
100 |
2,721 |
+51 |
Total Volume and Open Interest |
34,837 |
237,675 |
-783 |
Feeder Cattle(CME) |
Jan08 |
071129 |
109.300 |
109.580 |
108.750 |
109.080 |
-0.500 |
1,981 |
14,761 |
+187 |
Mar08 |
071129 |
109.900 |
110.100 |
109.250 |
109.600 |
-0.550 |
588 |
5,433 |
+193 |
Apr08 |
071129 |
111.050 |
111.250 |
110.350 |
110.850 |
-0.380 |
202 |
2,403 |
+48 |
May08 |
071129 |
112.300 |
112.300 |
111.400 |
111.900 |
-0.430 |
80 |
3,191 |
+4 |
Aug08 |
071129 |
112.500 |
112.500 |
111.900 |
112.200 |
-0.500 |
48 |
1,582 |
+5 |
Sep08 |
071129 |
111.500 |
111.500 |
111.500 |
111.500 |
-0.400 |
0 |
72 |
+0 |
Oct08 |
071129 |
111.500 |
111.500 |
111.500 |
111.500 |
-0.300 |
0 |
6 |
+0 |
Total Volume and Open Interest |
2,899 |
27,454 |
+437 |
Lean Hogs(CME) |
Dec07 |
071129 |
55.200 |
55.600 |
54.550 |
54.785 |
-0.095 |
6,687 |
28,778 |
-2,560 |
Feb08 |
071129 |
63.180 |
63.750 |
62.700 |
62.850 |
+0.020 |
9,151 |
86,503 |
+1,591 |
Apr08 |
071129 |
67.900 |
68.100 |
67.250 |
67.385 |
-0.250 |
2,619 |
35,847 |
-10 |
May08 |
071129 |
72.900 |
73.900 |
72.850 |
73.850 |
+0.400 |
47 |
2,592 |
+30 |
Jun08 |
071129 |
75.850 |
76.500 |
75.050 |
76.225 |
+0.340 |
1,440 |
24,882 |
+412 |
Jul08 |
071129 |
74.600 |
74.830 |
73.800 |
74.250 |
-0.180 |
711 |
9,811 |
+49 |
Aug08 |
071129 |
72.400 |
72.750 |
71.725 |
72.750 |
+0.050 |
894 |
4,937 |
-359 |
Oct08 |
071129 |
65.900 |
66.400 |
65.250 |
65.400 |
-1.030 |
841 |
4,742 |
-467 |
Total Volume and Open Interest |
22,655 |
204,934 |
-1,176 |
Pork Bellies(CME) |
Feb08 |
071129 |
92.000 |
92.750 |
90.980 |
91.200 |
-0.280 |
233 |
1,181 |
-30 |
Mar08 |
071129 |
90.180 |
90.180 |
90.180 |
90.180 |
unch |
4 |
218 |
+2 |
May08 |
071129 |
90.550 |
92.850 |
90.550 |
90.680 |
+0.180 |
0 |
167 |
+0 |
Jul08 |
071129 |
90.100 |
90.100 |
90.100 |
90.100 |
-0.400 |
0 |
135 |
+0 |
Aug08 |
071129 |
90.400 |
90.400 |
89.600 |
89.600 |
+0.200 |
0 |
52 |
+0 |
Total Volume and Open Interest |
237 |
1,753 |
-28 |
Class III Milk(CME) |
Nov07 |
071129 |
19.24 |
19.24 |
19.24 |
19.24 |
unch |
3 |
4,157 |
+0 |
Dec07 |
071129 |
20.10 |
20.10 |
19.60 |
19.65 |
-0.53 |
193 |
4,424 |
+39 |
Jan08 |
071129 |
18.45 |
18.45 |
17.90 |
18.06 |
-0.32 |
157 |
3,396 |
+10 |
Feb08 |
071129 |
17.10 |
17.20 |
17.10 |
17.16 |
-0.19 |
71 |
2,723 |
+8 |
Mar08 |
071129 |
16.65 |
16.72 |
16.63 |
16.65 |
-0.15 |
74 |
2,320 |
+17 |
Total Volume and Open Interest |
736 |
32,456 |
+112 |
Cocoa(ICE) |
Dec07 |
071129 |
1920 |
1974 |
1908 |
1967 |
+65 |
9 |
1,372 |
+0 |
Mar08 |
071129 |
1937 |
1986 |
1934 |
1971 |
+35 |
3,582 |
86,240 |
-245 |
May08 |
071129 |
1979 |
1979 |
1979 |
1979 |
+34 |
148 |
18,512 |
+64 |
Jul08 |
071129 |
1991 |
1991 |
1987 |
1987 |
+32 |
146 |
8,136 |
+62 |
Sep08 |
071129 |
1995 |
1995 |
1995 |
1995 |
+34 |
109 |
4,153 |
+99 |
Dec08 |
071129 |
1991 |
2004 |
1991 |
2004 |
+33 |
17 |
14,372 |
+15 |
Mar09 |
071129 |
2017 |
2017 |
2017 |
2017 |
+31 |
2 |
4,511 |
+0 |
Total Volume and Open Interest |
4,014 |
139,302 |
-5 |
Coffee "C"(ICE) |
Dec07 |
071129 |
126.00 |
126.00 |
124.80 |
125.20 |
-0.60 |
201 |
927 |
-132 |
Mar08 |
071129 |
129.10 |
129.90 |
128.40 |
128.55 |
-0.40 |
16,155 |
105,377 |
+570 |
May08 |
071129 |
131.10 |
131.10 |
131.10 |
131.10 |
-0.40 |
1,002 |
18,693 |
+147 |
Jul08 |
071129 |
133.55 |
133.55 |
133.55 |
133.55 |
-0.35 |
225 |
5,504 |
+55 |
Sep08 |
071129 |
136.10 |
136.10 |
135.85 |
135.95 |
-0.30 |
236 |
8,409 |
+35 |
Dec08 |
071129 |
139.05 |
139.05 |
139.05 |
139.05 |
-0.25 |
310 |
7,569 |
-153 |
Total Volume and Open Interest |
18,276 |
152,780 |
+487 |
Orange Juice(ICE) |
Jan08 |
071129 |
138.65 |
139.15 |
138.00 |
138.45 |
-0.55 |
1,495 |
14,206 |
-505 |
Mar08 |
071129 |
138.25 |
139.15 |
138.25 |
138.45 |
-0.50 |
804 |
8,766 |
+420 |
May08 |
071129 |
138.40 |
138.40 |
138.40 |
138.40 |
-0.50 |
6 |
1,154 |
-4 |
Jul08 |
071129 |
139.20 |
139.20 |
139.20 |
139.20 |
-0.55 |
0 |
741 |
+0 |
Sep08 |
071129 |
139.60 |
139.60 |
139.60 |
139.60 |
+1.00 |
0 |
406 |
+0 |
Nov08 |
071129 |
137.90 |
137.90 |
137.90 |
137.90 |
+1.05 |
0 |
362 |
+0 |
Total Volume and Open Interest |
2,305 |
26,412 |
-89 |
Sugar #11(ICE) |
Mar08 |
071129 |
9.88 |
9.90 |
9.75 |
9.79 |
-0.15 |
62,961 |
423,311 |
+382 |
May08 |
071129 |
10.13 |
10.16 |
10.09 |
10.09 |
-0.14 |
16,445 |
87,467 |
-406 |
Jul08 |
071129 |
10.16 |
10.32 |
10.16 |
10.26 |
-0.16 |
9,460 |
80,779 |
+2,214 |
Oct08 |
071129 |
10.60 |
10.60 |
10.59 |
10.59 |
-0.14 |
4,487 |
65,339 |
+1,211 |
Mar09 |
071129 |
11.19 |
11.19 |
11.18 |
11.18 |
-0.14 |
1,973 |
40,947 |
+271 |
Total Volume and Open Interest |
96,214 |
767,299 |
+3,876 |
Sugar #14(ICE) |
Jan08 |
071129 |
19.90 |
19.90 |
19.90 |
19.90 |
+0.05 |
204 |
2,879 |
+10 |
Mar08 |
071129 |
20.03 |
20.03 |
20.03 |
20.03 |
-0.02 |
59 |
3,544 |
-58 |
May08 |
071129 |
20.15 |
20.15 |
20.15 |
20.15 |
+0.03 |
63 |
3,358 |
+60 |
Jul08 |
071129 |
20.53 |
20.53 |
20.53 |
20.53 |
+0.08 |
0 |
1,693 |
+0 |
Sep08 |
071129 |
20.70 |
20.70 |
20.70 |
20.70 |
-0.02 |
0 |
1,223 |
+0 |
Total Volume and Open Interest |
326 |
12,976 |
+12 |
London Cocoa(LCE) |
Dec07 |
071129 |
925 |
941 |
921 |
936 |
+11 |
1,923 |
62,033 |
-817 |
Mar08 |
071129 |
958 |
975 |
954 |
970 |
+11 |
5,103 |
66,697 |
-53 |
May08 |
071129 |
969 |
989 |
969 |
984 |
+12 |
453 |
21,132 |
-262 |
Jul08 |
071129 |
989 |
1005 |
984 |
999 |
+11 |
978 |
32,445 |
+360 |
Sep08 |
071129 |
1000 |
1016 |
1000 |
1010 |
+11 |
509 |
20,818 |
-82 |
Dec08 |
071129 |
1006 |
1021 |
1006 |
1017 |
+11 |
189 |
16,540 |
+79 |
Mar09 |
071129 |
1012 |
1026 |
1012 |
1023 |
+10 |
60 |
4,339 |
+10 |
Total Volume and Open Interest |
9,215 |
224,128 |
-765 |
London Coffee(LCE) |
Nov07 |
071129 |
2306.00 |
2339.00 |
2280.00 |
2323.00 |
+18.00 |
821 |
4,278 |
-988 |
Jan08 |
071129 |
1808.00 |
1839.00 |
1797.00 |
1825.00 |
+16.00 |
7,224 |
74,550 |
+480 |
Mar08 |
071129 |
1815.00 |
1837.00 |
1801.00 |
1824.00 |
+14.00 |
3,607 |
48,779 |
+1,053 |
May08 |
071129 |
1817.00 |
1846.00 |
1815.00 |
1838.00 |
+16.00 |
373 |
9,246 |
+109 |
Jul08 |
071129 |
1827.00 |
1849.00 |
1827.00 |
1849.00 |
+15.00 |
32 |
2,609 |
+9 |
Sep08 |
071129 |
1839.00 |
1862.00 |
1838.00 |
1862.00 |
+16.00 |
24 |
3,294 |
-8 |
Total Volume and Open Interest |
12,083 |
144,109 |
+655 |
London Sugar(LCE) |
Mar08 |
071129 |
291.00 |
292.60 |
287.10 |
287.70 |
-3.30 |
6,579 |
51,244 |
-1,512 |
May08 |
071129 |
294.20 |
296.00 |
291.60 |
292.20 |
-3.00 |
443 |
8,161 |
-250 |
Aug08 |
071129 |
297.50 |
297.80 |
294.90 |
294.90 |
-2.50 |
53 |
6,384 |
+10 |
Oct08 |
071129 |
303.70 |
303.70 |
300.80 |
301.20 |
-2.40 |
134 |
5,195 |
-46 |
Dec08 |
071129 |
306.30 |
307.50 |
306.30 |
307.20 |
-2.40 |
111 |
1,305 |
+14 |
Total Volume and Open Interest |
7,432 |
75,235 |
-1,767 |
Cotton(ICE) |
Dec07 |
071129 |
60.20 |
60.20 |
59.30 |
59.39 |
-0.54 |
213 |
254 |
-96 |
Mar08 |
071129 |
65.65 |
65.70 |
65.00 |
65.04 |
-0.89 |
16,220 |
135,889 |
-372 |
May08 |
071129 |
66.85 |
66.85 |
66.70 |
66.70 |
-0.89 |
1,502 |
18,903 |
+509 |
Jul08 |
071129 |
68.80 |
68.80 |
68.25 |
68.30 |
-0.86 |
1,174 |
19,036 |
-99 |
Oct08 |
071129 |
70.40 |
70.40 |
70.40 |
70.40 |
-0.91 |
38 |
375 |
-25 |
Dec08 |
071129 |
73.00 |
73.10 |
72.75 |
72.75 |
-0.91 |
2,127 |
33,723 |
+558 |
Total Volume and Open Interest |
21,286 |
209,646 |
+476 |
Lumber(CME) |
Jan08 |
071129 |
256.1 |
258.0 |
254.3 |
254.3 |
-1.5 |
903 |
6,524 |
-203 |
Mar08 |
071129 |
278.5 |
279.4 |
276.4 |
276.7 |
-1.8 |
623 |
1,826 |
+291 |
May08 |
071129 |
289.9 |
289.9 |
288.5 |
289.0 |
-0.9 |
90 |
543 |
-9 |
Jul08 |
071129 |
292.5 |
292.5 |
290.0 |
290.0 |
-1.3 |
2 |
56 |
+0 |
Total Volume and Open Interest |
1,625 |
9,010 |
+85 |
Crude Oil(NYM) |
Jan08 |
071129 |
92.50 |
93.05 |
90.45 |
91.01 |
+0.39 |
353,776 |
372,715 |
-8,055 |
Feb08 |
071129 |
91.40 |
91.90 |
90.23 |
90.35 |
+0.32 |
107,559 |
114,659 |
+5,710 |
Mar08 |
071129 |
90.80 |
91.20 |
89.70 |
89.78 |
+0.33 |
52,386 |
105,253 |
+1,855 |
Apr08 |
071129 |
89.20 |
89.24 |
89.20 |
89.24 |
+0.39 |
17,866 |
56,879 |
+1,199 |
May08 |
071129 |
88.60 |
88.76 |
88.60 |
88.76 |
+0.47 |
8,958 |
54,528 |
-1,555 |
Jun08 |
071129 |
88.20 |
88.50 |
88.20 |
88.32 |
+0.53 |
19,417 |
70,531 |
+1,864 |
Jul08 |
071129 |
87.90 |
87.90 |
87.90 |
87.90 |
+0.59 |
2,563 |
20,666 |
+228 |
Aug08 |
071129 |
87.50 |
87.50 |
87.50 |
87.50 |
+0.65 |
1,153 |
17,156 |
+232 |
Sep08 |
071129 |
87.10 |
87.10 |
87.10 |
87.10 |
+0.70 |
4,259 |
34,574 |
+1,718 |
Oct08 |
071129 |
86.71 |
86.71 |
86.71 |
86.71 |
+0.74 |
293 |
29,984 |
-157 |
Nov08 |
071129 |
86.33 |
86.33 |
86.33 |
86.33 |
+0.77 |
210 |
19,685 |
-7 |
Dec08 |
071129 |
85.97 |
85.97 |
85.97 |
85.97 |
+0.79 |
20,192 |
171,335 |
-3,128 |
Jan09 |
071129 |
85.50 |
85.63 |
85.50 |
85.63 |
+0.79 |
464 |
26,139 |
+34 |
Feb09 |
071129 |
85.33 |
85.33 |
85.33 |
85.33 |
+0.79 |
32 |
13,067 |
+3 |
Mar09 |
071129 |
85.04 |
85.04 |
85.04 |
85.04 |
+0.79 |
0 |
8,050 |
+0 |
Apr09 |
071129 |
84.79 |
84.79 |
84.79 |
84.79 |
+0.83 |
0 |
13,603 |
+0 |
Total Volume and Open Interest |
595,534 |
1,403,983 |
-426 |
Heating Oil(NYM) |
Dec07 |
071129 |
260.80 |
263.00 |
257.30 |
257.71 |
+0.33 |
21,905 |
15,625 |
-8,313 |
Jan08 |
071129 |
261.20 |
263.40 |
257.00 |
257.91 |
+0.13 |
52,410 |
99,385 |
+2,799 |
Feb08 |
071129 |
259.30 |
259.30 |
256.21 |
256.21 |
+0.08 |
13,878 |
31,609 |
-957 |
Mar08 |
071129 |
252.61 |
252.61 |
252.61 |
252.61 |
+0.38 |
6,465 |
16,969 |
+971 |
Apr08 |
071129 |
245.86 |
245.86 |
245.86 |
245.86 |
+0.48 |
4,553 |
12,267 |
+986 |
May08 |
071129 |
240.96 |
240.96 |
240.96 |
240.96 |
+0.78 |
2,024 |
6,513 |
+311 |
Jun08 |
071129 |
238.11 |
238.11 |
238.11 |
238.11 |
+1.08 |
3,829 |
18,283 |
+197 |
Jul08 |
071129 |
237.11 |
237.11 |
237.11 |
237.11 |
+1.18 |
246 |
3,961 |
-40 |
Aug08 |
071129 |
237.06 |
237.06 |
237.06 |
237.06 |
+1.28 |
51 |
950 |
+8 |
Sep08 |
071129 |
237.81 |
237.81 |
237.81 |
237.81 |
+1.38 |
160 |
2,695 |
-36 |
Oct08 |
071129 |
239.31 |
239.31 |
239.31 |
239.31 |
+1.38 |
3 |
1,036 |
+1 |
Nov08 |
071129 |
240.91 |
240.91 |
240.91 |
240.91 |
+1.38 |
10 |
781 |
+1 |
Total Volume and Open Interest |
106,655 |
224,388 |
-4,287 |
Gasoline(NYMEX) |
Dec07 |
071129 |
230.75 |
231.25 |
226.48 |
226.48 |
-1.09 |
23,870 |
19,726 |
-6,604 |
Jan08 |
071129 |
230.50 |
232.47 |
226.00 |
226.57 |
-0.67 |
32,224 |
80,683 |
+1,379 |
Feb08 |
071129 |
232.80 |
233.30 |
229.27 |
229.27 |
-0.12 |
7,955 |
19,540 |
+71 |
Mar08 |
071129 |
232.32 |
232.32 |
232.32 |
232.32 |
+0.13 |
7,465 |
20,182 |
+500 |
Apr08 |
071129 |
246.17 |
246.17 |
246.17 |
246.17 |
+0.68 |
3,947 |
20,827 |
+544 |
May08 |
071129 |
246.97 |
246.97 |
246.97 |
246.97 |
+0.88 |
2,208 |
11,294 |
+546 |
Jun08 |
071129 |
246.72 |
246.72 |
246.72 |
246.72 |
+0.98 |
2,614 |
14,243 |
+127 |
Jul08 |
071129 |
245.02 |
245.02 |
245.02 |
245.02 |
+1.33 |
344 |
3,014 |
+127 |
Aug08 |
071129 |
242.07 |
242.07 |
242.07 |
242.07 |
+1.63 |
142 |
1,982 |
+4 |
Sep08 |
071129 |
238.07 |
238.07 |
238.07 |
238.07 |
+1.93 |
241 |
4,560 |
+49 |
Total Volume and Open Interest |
81,783 |
207,631 |
-3,568 |
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) |
Jan08 |
071129 |
7.510 |
7.540 |
7.380 |
7.452 |
-0.033 |
54,351 |
143,805 |
+852 |
Feb08 |
071129 |
7.590 |
7.600 |
7.470 |
7.519 |
-0.041 |
17,500 |
53,658 |
+1,241 |
Mar08 |
071129 |
7.470 |
7.510 |
7.405 |
7.451 |
+0.001 |
14,960 |
71,173 |
+1,715 |
Apr08 |
071129 |
7.360 |
7.360 |
7.328 |
7.328 |
-0.157 |
11,489 |
48,907 |
-764 |
May08 |
071129 |
7.395 |
7.395 |
7.395 |
7.395 |
-0.025 |
3,540 |
36,581 |
+692 |
Jun08 |
071129 |
7.489 |
7.489 |
7.489 |
7.489 |
-0.121 |
630 |
21,477 |
-3 |
Jul08 |
071129 |
7.587 |
7.587 |
7.587 |
7.587 |
+0.001 |
1,008 |
17,841 |
+114 |
Aug08 |
071129 |
7.661 |
7.661 |
7.661 |
7.661 |
+0.002 |
1,119 |
16,527 |
+241 |
Sep08 |
071129 |
7.689 |
7.689 |
7.689 |
7.689 |
-0.171 |
462 |
11,524 |
-143 |
Oct08 |
071129 |
7.755 |
7.755 |
7.755 |
7.755 |
-0.165 |
2,080 |
36,096 |
+40 |
Nov08 |
071129 |
8.190 |
8.190 |
8.155 |
8.155 |
-0.150 |
1,606 |
23,070 |
-394 |
Dec08 |
071129 |
8.610 |
8.610 |
8.550 |
8.585 |
+0.009 |
2,737 |
18,324 |
-631 |
Jan09 |
071129 |
8.850 |
8.850 |
8.850 |
8.850 |
-0.030 |
3,219 |
37,360 |
+1,802 |
Feb09 |
071129 |
8.860 |
8.860 |
8.860 |
8.860 |
-0.030 |
359 |
6,507 |
-78 |
Mar09 |
071129 |
8.620 |
8.650 |
8.620 |
8.620 |
-0.040 |
3,201 |
30,261 |
+1,283 |
Apr09 |
071129 |
7.840 |
7.840 |
7.840 |
7.840 |
-0.040 |
5,187 |
27,879 |
+2,973 |
Total Volume and Open Interest |
168,163 |
798,358 |
+4,410 |
Brent Crude Oil(ICE) |
Jan08 |
071129 |
90.45 |
92.82 |
89.73 |
90.22 |
+0.41 |
147,455 |
125,308 |
-3,328 |
Feb08 |
071129 |
89.92 |
92.11 |
89.34 |
89.81 |
+0.49 |
61,099 |
148,109 |
+6,687 |
Mar08 |
071129 |
89.94 |
91.56 |
88.96 |
89.45 |
+0.54 |
32,373 |
40,594 |
+2,886 |
Apr08 |
071129 |
89.56 |
90.88 |
88.64 |
89.06 |
+0.59 |
11,185 |
18,568 |
+402 |
May08 |
071129 |
89.09 |
90.38 |
88.21 |
88.71 |
+0.65 |
4,934 |
14,402 |
+331 |
Jun08 |
071129 |
89.47 |
89.95 |
87.86 |
88.36 |
+0.71 |
8,936 |
35,846 |
-269 |
Jul08 |
071129 |
88.20 |
88.20 |
87.98 |
88.06 |
+0.73 |
1,360 |
8,518 |
+113 |
Aug08 |
071129 |
87.78 |
87.78 |
87.78 |
87.78 |
+0.76 |
0 |
6,660 |
+66 |
Sep08 |
071129 |
87.80 |
88.70 |
87.50 |
87.50 |
+0.76 |
429 |
7,827 |
+87 |
Oct08 |
071129 |
87.23 |
87.23 |
87.23 |
87.23 |
+0.80 |
0 |
9,698 |
+199 |
Nov08 |
071129 |
86.97 |
86.97 |
86.97 |
86.97 |
+0.85 |
0 |
5,130 |
+175 |
Dec08 |
071129 |
87.31 |
87.93 |
86.28 |
86.70 |
+0.90 |
11,534 |
53,810 |
+1,207 |
Jan09 |
071129 |
86.46 |
86.46 |
86.46 |
86.46 |
+0.92 |
0 |
12,182 |
-25 |
Feb09 |
071129 |
86.22 |
86.22 |
86.22 |
86.22 |
+0.94 |
0 |
3,755 |
+25 |
Total Volume and Open Interest |
280,729 |
576,226 |
+7,970 |
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 |
071129 |
75.270 |
75.700 |
75.180 |
75.620 |
+0.515 |
4,591 |
34,374 |
-272 |
Mar08 |
071129 |
75.240 |
75.690 |
75.240 |
75.610 |
+0.515 |
340 |
3,288 |
+162 |
Jun08 |
071129 |
75.500 |
75.650 |
75.500 |
75.650 |
+0.515 |
0 |
448 |
+0 |
Total Volume and Open Interest |
4,991 |
38,335 |
-60 |
Australian Dollar(CME) |
Dec07 |
071129 |
88.21 |
88.21 |
88.21 |
88.21 |
-0.83 |
1,498 |
63,119 |
+1,294 |
Mar08 |
071129 |
87.65 |
87.72 |
87.65 |
87.72 |
-0.83 |
4 |
2,181 |
-45 |
Jun08 |
071129 |
87.06 |
87.06 |
87.06 |
87.06 |
-0.83 |
0 |
408 |
+0 |
Total Volume and Open Interest |
1,507 |
65,829 |
+1,257 |
British Pound(CME) |
Dec07 |
071129 |
206.23 |
206.23 |
205.91 |
206.04 |
-1.96 |
3,248 |
119,058 |
+631 |
Mar08 |
071129 |
206.67 |
206.67 |
205.39 |
205.39 |
-1.94 |
4 |
2,982 |
+175 |
Jun08 |
071129 |
204.65 |
204.65 |
204.65 |
204.65 |
-1.94 |
0 |
21 |
+0 |
Total Volume and Open Interest |
3,252 |
122,115 |
+845 |
Canadian Dollar(CME) |
Dec07 |
071129 |
100.62 |
100.82 |
100.10 |
100.38 |
-1.19 |
1,572 |
102,251 |
-1,086 |
Mar08 |
071129 |
100.84 |
100.84 |
100.20 |
100.41 |
-1.19 |
12 |
5,008 |
+83 |
Jun08 |
071129 |
100.40 |
100.40 |
100.40 |
100.40 |
-1.19 |
110 |
2,500 |
+53 |
Sep08 |
071129 |
100.85 |
100.85 |
100.11 |
100.39 |
-1.19 |
29 |
1,304 |
+17 |
Total Volume and Open Interest |
1,738 |
111,423 |
-931 |
Japanese Yen(CME) |
Dec07 |
071129 |
91.12 |
91.47 |
91.11 |
91.23 |
+0.09 |
5,598 |
165,832 |
+4,091 |
Mar08 |
071129 |
92.06 |
92.18 |
92.06 |
92.18 |
+0.09 |
804 |
14,846 |
+908 |
Jun08 |
071129 |
92.95 |
92.95 |
92.95 |
92.95 |
+0.09 |
0 |
16,364 |
-1 |
Total Volume and Open Interest |
6,402 |
197,572 |
+4,998 |
Swiss Franc(CME) |
Dec07 |
071129 |
89.42 |
89.63 |
89.42 |
89.63 |
-0.60 |
4,007 |
78,313 |
-1,474 |
Mar08 |
071129 |
90.02 |
90.16 |
90.02 |
90.16 |
-0.60 |
6 |
2,046 |
+22 |
Jun08 |
071129 |
90.54 |
90.54 |
90.54 |
90.54 |
-0.60 |
2 |
49 |
+1 |
Total Volume and Open Interest |
4,018 |
80,431 |
-1,448 |
EuroFX(CME) |
Dec07 |
071129 |
147.47 |
147.60 |
147.45 |
147.58 |
-1.06 |
1,499 |
212,038 |
+1,804 |
Mar08 |
071129 |
147.93 |
147.93 |
147.70 |
147.70 |
-1.06 |
92 |
12,181 |
+818 |
Jun08 |
071129 |
147.64 |
147.64 |
147.64 |
147.64 |
-1.09 |
0 |
781 |
+85 |
Total Volume and Open Interest |
1,618 |
225,615 |
+2,734 |
Mexican Peso(CME) |
Dec07 |
071129 |
913.5 |
915.0 |
913.5 |
915.0 |
+1.5 |
5,311 |
64,966 |
+3,264 |
Jan08 |
071129 |
911.8 |
911.8 |
911.8 |
911.8 |
+1.5 |
0 |
3 |
+0 |
Total Volume and Open Interest |
5,623 |
93,835 |
+3,364 |
30-Year T-Bonds(CBOT) |
Dec07 |
071129 |
116~23 |
118~11 |
116~13 |
117~25 |
+0~27 |
676,683 |
495,324 |
-187,262 |
Mar08 |
071129 |
116~23 |
118~13 |
116~14 |
117~26 |
+0~27 |
328,926 |
514,421 |
+165,495 |
Jun08 |
071129 |
116~25 |
118~02 |
116~03 |
117~03 |
+0~28 |
316 |
2,005 |
+251 |
Total Volume and Open Interest |
1,005,925 |
1,011,770 |
-21,516 |
10-Year T-Notes(CBOT) |
Dec07 |
071129 |
113~115 |
114~100 |
113~045 |
114~000 |
+0~185 |
1,839,412 |
1,370,061 |
-333,688 |
Mar08 |
071129 |
112~210 |
113~185 |
112~140 |
113~085 |
+0~175 |
763,828 |
1,230,532 |
+315,518 |
Jun08 |
071129 |
112~205 |
112~205 |
112~205 |
112~205 |
+0~175 |
5 |
97 |
+0 |
Total Volume and Open Interest |
2,603,245 |
2,600,690 |
-18,170 |
5-Year T-Notes(CBOT) |
Dec07 |
071129 |
110~070 |
110~180 |
110~070 |
110~110 |
+0~120 |
1,181,499 |
0 |
+0 |
Mar08 |
071129 |
110~030 |
110~070 |
110~000 |
110~020 |
+0~125 |
645,168 |
0 |
+0 |
Jun08 |
071129 |
110~020 |
110~020 |
110~020 |
110~020 |
+0~125 |
|
|
|
Total Volume and Open Interest |
1,826,667 |
|
|
2 Year T-Notes(CBOT) |
Dec07 |
071129 |
104~122 |
105~016 |
104~121 |
104~126 |
+0~026 |
33,936 |
508,450 |
-217,983 |
Mar08 |
071129 |
105~000 |
105~020 |
105~000 |
105~004 |
+0~023 |
31,543 |
539,001 |
+189,490 |
Total Volume and Open Interest |
65,479 |
1,047,451 |
-28,493 |
Eurodollars(CME) |
Dec07 |
071129 |
95.150 |
95.162 |
95.137 |
95.150 |
+0.015 |
31,079 |
1,471,727 |
+44,224 |
Mar08 |
071129 |
95.800 |
95.845 |
95.790 |
95.810 |
+0.060 |
8,181 |
1,461,844 |
+4,996 |
Jun08 |
071129 |
96.225 |
96.300 |
96.225 |
96.255 |
+0.095 |
9,419 |
1,474,809 |
+3,738 |
Sep08 |
071129 |
96.455 |
96.530 |
96.445 |
96.480 |
+0.110 |
9,429 |
1,307,656 |
+16,389 |
Dec08 |
071129 |
96.530 |
96.590 |
96.515 |
96.545 |
+0.110 |
12,624 |
1,503,611 |
-10,681 |
Mar09 |
071129 |
96.505 |
96.560 |
96.480 |
96.515 |
+0.105 |
19,049 |
957,964 |
-12,500 |
Jun09 |
071129 |
96.400 |
96.440 |
96.370 |
96.405 |
+0.100 |
9,793 |
631,952 |
-10,521 |
Sep09 |
071129 |
96.265 |
96.305 |
96.230 |
96.270 |
+0.090 |
6,239 |
500,042 |
+774 |
Dec09 |
071129 |
96.110 |
96.155 |
96.085 |
96.125 |
+0.090 |
6,929 |
287,394 |
-1,732 |
Mar10 |
071129 |
95.980 |
96.025 |
95.965 |
96.000 |
+0.090 |
5,130 |
191,372 |
-3,457 |
Jun10 |
071129 |
95.860 |
95.905 |
95.840 |
95.875 |
+0.085 |
6,336 |
159,905 |
-2,848 |
Sep10 |
071129 |
95.740 |
95.800 |
95.720 |
95.770 |
+0.090 |
5,833 |
131,601 |
-3,217 |
Dec10 |
071129 |
95.625 |
95.695 |
95.625 |
95.665 |
+0.090 |
2,966 |
103,730 |
-894 |
Mar11 |
071129 |
95.540 |
95.610 |
95.540 |
95.585 |
+0.095 |
3,374 |
88,737 |
+449 |
Jun11 |
071129 |
95.450 |
95.520 |
95.450 |
95.500 |
+0.100 |
2,479 |
88,859 |
-1,527 |
Sep11 |
071129 |
95.410 |
95.445 |
95.370 |
95.420 |
+0.100 |
2,528 |
75,658 |
-1,026 |
Dec11 |
071129 |
95.295 |
95.370 |
95.280 |
95.345 |
+0.105 |
1,917 |
53,081 |
-654 |
Mar12 |
071129 |
95.235 |
95.310 |
95.220 |
95.285 |
+0.105 |
2,034 |
48,235 |
+372 |
Total Volume and Open Interest |
155,315 |
10,715,014 |
+26,237 |
30 Day Federal Funds(CBOT) |
Nov07 |
071129 |
3.775 |
3.775 |
3.775 |
3.775 |
unch |
392 |
148,911 |
-346 |
Dec07 |
071129 |
4.005 |
4.010 |
4.005 |
4.010 |
+0.045 |
54 |
111,775 |
+4,520 |
Jan08 |
071129 |
4.080 |
4.080 |
4.065 |
4.075 |
+0.060 |
272 |
130,457 |
+13,895 |
Feb08 |
071129 |
4.260 |
4.265 |
4.245 |
4.260 |
+0.050 |
195 |
54,435 |
-968 |
Mar08 |
071129 |
4.345 |
4.355 |
4.330 |
4.350 |
+0.055 |
5 |
22,814 |
+2,032 |
Apr08 |
071129 |
4.435 |
4.435 |
4.435 |
4.435 |
+0.055 |
0 |
11,968 |
+284 |
Total Volume and Open Interest |
918 |
494,334 |
+19,302 |
30 Day Fed Funds(e-CBOT) |
Nov07 |
071129 |
95.525 |
95.525 |
95.520 |
95.525 |
unch |
6,075 |
0 |
+0 |
Dec07 |
071129 |
95.700 |
95.780 |
95.700 |
95.750 |
+0.040 |
36,154 |
0 |
+0 |
Jan08 |
071129 |
95.765 |
95.845 |
95.765 |
95.815 |
+0.045 |
40,020 |
0 |
+0 |
Feb08 |
071129 |
95.970 |
96.030 |
95.970 |
96.005 |
+0.055 |
9,051 |
0 |
+0 |
Mar08 |
071129 |
96.060 |
96.120 |
96.060 |
96.095 |
+0.065 |
4,959 |
0 |
+0 |
Apr08 |
071129 |
96.140 |
96.200 |
96.140 |
96.180 |
+0.065 |
3,330 |
0 |
+0 |
Total Volume and Open Interest |
100,792 |
|
|
3-Mth Euro-Yen(CME) |
Dec07 |
071129 |
99.14 |
99.14 |
99.14 |
99.14 |
unch |
3,916 |
20,066 |
+2,243 |
Mar08 |
071129 |
99.16 |
99.16 |
99.16 |
99.16 |
unch |
1,626 |
9,342 |
+779 |
Jun08 |
071129 |
99.17 |
99.17 |
99.17 |
99.17 |
+0.01 |
438 |
5,507 |
+232 |
Sep08 |
071129 |
99.15 |
99.15 |
99.15 |
99.15 |
+0.02 |
54 |
4,529 |
-209 |
Dec08 |
071129 |
99.10 |
99.10 |
99.10 |
99.10 |
+0.02 |
50 |
2,068 |
+8 |
Mar09 |
071129 |
99.05 |
99.05 |
99.05 |
99.05 |
+0.03 |
100 |
515 |
+8 |
Jun09 |
071129 |
98.99 |
98.99 |
98.99 |
98.99 |
+0.02 |
0 |
156 |
+0 |
Sep09 |
071129 |
98.93 |
98.93 |
98.93 |
98.93 |
+0.03 |
10 |
0 |
+0 |
Dec09 |
071129 |
98.83 |
98.83 |
98.83 |
98.83 |
+0.01 |
|
|
|
Mar10 |
071129 |
98.77 |
98.77 |
98.77 |
98.77 |
+0.01 |
|
|
|
Total Volume and Open Interest |
6,194 |
42,183 |
+3,061 |
3-Mth Euro-Yen(SGX) |
Dec07 |
071129 |
99.14 |
99.14 |
99.13 |
99.14 |
unch |
5,284 |
69,742 |
+3,077 |
Mar08 |
071129 |
99.14 |
99.16 |
99.14 |
99.16 |
+0.01 |
224 |
42,905 |
-3 |
Jun08 |
071129 |
99.15 |
99.16 |
99.15 |
99.16 |
+0.01 |
53 |
18,256 |
-130 |
Sep08 |
071129 |
99.12 |
99.14 |
99.12 |
99.14 |
+0.01 |
116 |
22,928 |
-199 |
Dec08 |
071129 |
99.07 |
99.08 |
99.07 |
99.08 |
+0.01 |
5 |
10,069 |
+55 |
Mar09 |
071129 |
99.03 |
99.03 |
99.03 |
99.03 |
+0.01 |
0 |
5,750 |
+0 |
Jun09 |
071129 |
98.95 |
98.97 |
98.95 |
98.97 |
+0.01 |
0 |
1,340 |
+0 |
Sep09 |
071129 |
98.90 |
98.90 |
98.90 |
98.90 |
+0.01 |
0 |
200 |
+0 |
Total Volume and Open Interest |
5,682 |
173,640 |
+2,800 |
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 |
071129 |
109~09 |
110~08 |
109~06 |
110~02 |
+0~25 |
258,621 |
122,024 |
-109,248 |
Mar08 |
071129 |
109~10 |
110~08 |
109~05 |
110~02 |
+0~25 |
170,218 |
295,553 |
+91,949 |
Total Volume and Open Interest |
428,839 |
417,577 |
-17,299 |
3-Mth Short Sterling(LIFFE) |
Dec07 |
071129 |
93.62 |
93.62 |
93.62 |
93.62 |
+0.02 |
83,286 |
534,080 |
-11,876 |
Mar08 |
071129 |
94.24 |
94.24 |
94.24 |
94.24 |
+0.04 |
69,835 |
544,914 |
-10,383 |
Jun08 |
071129 |
94.66 |
94.66 |
94.66 |
94.66 |
+0.08 |
67,324 |
569,668 |
+5,532 |
Sep08 |
071129 |
94.88 |
94.88 |
94.88 |
94.88 |
+0.10 |
55,705 |
442,415 |
+8,540 |
Dec08 |
071129 |
94.96 |
94.96 |
94.96 |
94.96 |
+0.10 |
36,459 |
389,561 |
+4,529 |
Mar09 |
071129 |
94.98 |
94.98 |
94.98 |
94.98 |
+0.11 |
31,030 |
239,504 |
+1,008 |
Total Volume and Open Interest |
383,095 |
3,088,822 |
+2,413 |
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 |
071129 |
92.75 |
92.76 |
92.73 |
92.74 |
-0.04 |
10,113 |
362,984 |
-11,378 |
Mar08 |
071129 |
92.61 |
92.64 |
92.59 |
92.61 |
-0.04 |
18,140 |
305,307 |
+3,186 |
Jun08 |
071129 |
92.56 |
92.60 |
92.55 |
92.57 |
-0.04 |
10,430 |
173,401 |
-2,943 |
Sep08 |
071129 |
92.56 |
92.60 |
92.56 |
92.57 |
-0.05 |
3,558 |
111,577 |
-1,825 |
Dec08 |
071129 |
92.58 |
92.59 |
92.56 |
92.57 |
-0.05 |
1,150 |
64,552 |
-1,245 |
Mar09 |
071129 |
92.58 |
92.58 |
92.55 |
92.56 |
-0.05 |
1,058 |
48,235 |
-427 |
Jun09 |
071129 |
92.56 |
92.56 |
92.54 |
92.55 |
-0.04 |
2,229 |
40,548 |
+1,051 |
Sep09 |
071129 |
92.55 |
92.55 |
92.52 |
92.53 |
-0.05 |
1,238 |
14,749 |
+200 |
Dec09 |
071129 |
92.52 |
92.53 |
92.52 |
92.53 |
-0.04 |
0 |
2,709 |
-100 |
Mar10 |
071129 |
92.53 |
92.53 |
92.53 |
92.53 |
-0.04 |
0 |
324 |
+0 |
Total Volume and Open Interest |
47,916 |
1,125,069 |
-13,481 |
10-Year Aus T-Bonds(SFE) |
Dec07 |
071129 |
94.04 |
94.05 |
94.02 |
94.04 |
-0.06 |
44,971 |
550,600 |
+4,950 |
Mar08 |
071129 |
94.06 |
94.06 |
94.06 |
94.06 |
-0.06 |
|
|
|
Total Volume and Open Interest |
44,971 |
550,600 |
+4,950 |
3-Year Aus T-Bonds(SFE) |
Dec07 |
071129 |
93.53 |
93.58 |
93.53 |
93.57 |
-0.03 |
94,116 |
826,023 |
-122,079 |
Mar08 |
071129 |
93.64 |
93.64 |
93.64 |
93.64 |
-0.03 |
0 |
960 |
+0 |
Total Volume and Open Interest |
94,116 |
826,983 |
-122,079 |
Gold(CMX) |
Dec07 |
071129 |
800.8 |
802.5 |
794.8 |
795.3 |
-5.0 |
165,342 |
54,291 |
-49,212 |
Feb08 |
071129 |
808.0 |
809.4 |
802.0 |
802.3 |
-5.0 |
96,032 |
236,222 |
+29,190 |
Apr08 |
071129 |
810.5 |
816.5 |
808.5 |
808.5 |
-5.0 |
2,404 |
52,660 |
+338 |
Jun08 |
071129 |
815.0 |
818.5 |
814.1 |
814.1 |
-5.2 |
3,229 |
43,737 |
+2,485 |
Aug08 |
071129 |
819.4 |
819.4 |
819.4 |
819.4 |
-5.4 |
239 |
21,972 |
+106 |
Oct08 |
071129 |
824.4 |
824.4 |
824.4 |
824.4 |
-5.6 |
15 |
3,308 |
+10 |
Dec08 |
071129 |
832.0 |
832.0 |
829.3 |
829.3 |
-5.8 |
1,034 |
29,919 |
+102 |
Feb09 |
071129 |
834.3 |
834.3 |
834.3 |
834.3 |
-6.0 |
102 |
20,352 |
+85 |
Apr09 |
071129 |
839.0 |
839.0 |
839.0 |
839.0 |
-6.2 |
320 |
5,869 |
+0 |
Jun09 |
071129 |
843.9 |
843.9 |
843.9 |
843.9 |
-6.3 |
105 |
9,457 |
-96 |
Aug09 |
071129 |
849.0 |
849.0 |
849.0 |
849.0 |
-6.5 |
8 |
9 |
+0 |
Total Volume and Open Interest |
269,234 |
503,915 |
-16,867 |
Silver(CMX) |
Dec07 |
071129 |
1430.5 |
1434.0 |
1416.0 |
1423.7 |
-9.8 |
43,813 |
14,743 |
-14,470 |
Mar08 |
071129 |
1451.5 |
1452.0 |
1435.0 |
1444.5 |
-8.8 |
28,596 |
64,375 |
+8,215 |
May08 |
071129 |
1453.0 |
1455.8 |
1453.0 |
1455.8 |
-8.8 |
623 |
11,189 |
+176 |
Jul08 |
071129 |
1465.0 |
1472.0 |
1465.0 |
1466.1 |
-8.8 |
1,262 |
14,884 |
+889 |
Sep08 |
071129 |
1485.0 |
1485.0 |
1475.7 |
1475.7 |
-8.8 |
920 |
10,021 |
+900 |
Dec08 |
071129 |
1510.0 |
1510.0 |
1487.0 |
1488.7 |
-9.3 |
1,115 |
15,290 |
+260 |
Mar09 |
071129 |
1501.9 |
1501.9 |
1501.9 |
1501.9 |
-10.1 |
28 |
245 |
+0 |
Total Volume and Open Interest |
76,905 |
140,575 |
-4,027 |
Platinum(NYMEX) |
Jan08 |
071129 |
1439.0 |
1442.0 |
1438.0 |
1439.5 |
+1.2 |
1,764 |
12,702 |
-364 |
Apr08 |
071129 |
1447.0 |
1447.0 |
1444.0 |
1444.0 |
+4.7 |
35 |
450 |
+11 |
Jul08 |
071129 |
1447.0 |
1447.0 |
1447.0 |
1447.0 |
+4.7 |
47 |
129 |
+22 |
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 |
071129 |
338.00 |
344.85 |
338.00 |
344.85 |
-1.40 |
1,919 |
3,105 |
-833 |
Mar08 |
071129 |
347.00 |
351.90 |
347.00 |
350.10 |
-1.40 |
2,948 |
11,419 |
+818 |
Jun08 |
071129 |
354.35 |
354.35 |
354.35 |
354.35 |
-1.15 |
107 |
1,351 |
-10 |
Total Volume and Open Interest |
5,005 |
16,675 |
-23 |
Copper(CMX) |
Dec07 |
071129 |
308.25 |
310.50 |
306.10 |
306.35 |
+5.75 |
6,727 |
7,169 |
-3,129 |
Mar08 |
071129 |
311.25 |
314.50 |
307.70 |
309.40 |
+6.00 |
11,023 |
47,966 |
+1,755 |
May08 |
071129 |
313.00 |
314.00 |
310.00 |
310.35 |
+5.80 |
306 |
5,069 |
+18 |
Jul08 |
071129 |
312.00 |
312.00 |
310.00 |
310.60 |
+5.60 |
77 |
2,848 |
+34 |
Sep08 |
071129 |
310.15 |
310.70 |
310.15 |
310.70 |
+5.40 |
9 |
925 |
+2 |
Total Volume and Open Interest |
18,577 |
72,247 |
-1,658 |
Aluminum(CMX) |
Dec07 |
071129 |
111.00 |
111.00 |
111.00 |
111.00 |
-0.25 |
1 |
154 |
+0 |
Jan08 |
071129 |
111.00 |
111.00 |
111.00 |
111.00 |
-0.25 |
|
|
|
Feb08 |
071129 |
111.00 |
111.00 |
111.00 |
111.00 |
-0.25 |
|
|
|
Mar08 |
071129 |
111.00 |
111.00 |
111.00 |
111.00 |
-0.25 |
|
|
|
Apr08 |
071129 |
111.00 |
111.00 |
111.00 |
111.00 |
-0.25 |
|
|
|
May08 |
071129 |
111.00 |
111.00 |
111.00 |
111.00 |
-0.25 |
|
|
|
Total Volume and Open Interest |
1 |
154 |
-20 |
DJIA Index(CBOT) |
Dec07 |
071129 |
13305 |
13370 |
13240 |
13333 |
+26 |
4,499 |
34,221 |
-973 |
Mar08 |
071129 |
13375 |
13425 |
13320 |
13408 |
+26 |
256 |
1,149 |
+6 |
Jun08 |
071129 |
13493 |
13493 |
13493 |
13493 |
+26 |
0 |
3 |
+0 |
Sep08 |
071129 |
13573 |
13573 |
13573 |
13573 |
+26 |
0 |
1 |
+0 |
Total Volume and Open Interest |
4,755 |
35,374 |
-967 |
S & P 500(CME) |
Dec07 |
071129 |
1466.20 |
1477.00 |
1461.00 |
1471.40 |
+0.80 |
53,326 |
541,802 |
+6,349 |
Mar08 |
071129 |
1475.50 |
1483.00 |
1471.50 |
1480.60 |
+0.50 |
7,386 |
90,998 |
+4,666 |
Jun08 |
071129 |
1489.30 |
1489.30 |
1489.30 |
1489.30 |
+0.20 |
4,022 |
7,472 |
+2,342 |
Sep08 |
071129 |
1498.00 |
1498.00 |
1498.00 |
1498.00 |
-0.10 |
0 |
80 |
+0 |
Total Volume and Open Interest |
64,734 |
643,160 |
+13,407 |
S & P 500 E-Mini(Globex) |
Dec07 |
071129 |
1471.00 |
1477.00 |
1460.75 |
1471.50 |
+1.00 |
2,417,866 |
2,103,122 |
+37,837 |
Mar08 |
071129 |
1479.50 |
1486.25 |
1470.25 |
1480.50 |
+0.50 |
14,000 |
92,137 |
+6,888 |
Total Volume and Open Interest |
2,431,870 |
2,195,264 |
+44,729 |
NASDAQ 100(CME) |
Dec07 |
071129 |
2089.00 |
2114.00 |
2085.00 |
2100.50 |
+5.00 |
6,886 |
52,545 |
+779 |
Mar08 |
071129 |
2125.50 |
2132.00 |
2121.00 |
2121.00 |
+5.00 |
10 |
74 |
+8 |
Jun08 |
071129 |
2141.50 |
2141.50 |
2141.50 |
2141.50 |
+5.00 |
0 |
10 |
+0 |
Total Volume and Open Interest |
6,896 |
52,629 |
+787 |
NASDAQ 100 E-Mini(Globex) |
Dec07 |
071129 |
2094.30 |
2114.00 |
2085.80 |
2100.50 |
+5.00 |
527,705 |
413,082 |
-11,534 |
Mar08 |
071129 |
2112.80 |
2133.80 |
2107.30 |
2121.00 |
+5.00 |
474 |
3,564 |
+136 |
Total Volume and Open Interest |
528,179 |
416,646 |
-11,398 |
S & P Midcap 400(CME) |
Dec07 |
071129 |
851.50 |
858.00 |
851.50 |
854.70 |
-0.80 |
87 |
11,019 |
+38 |
Mar08 |
071129 |
861.70 |
861.70 |
861.70 |
861.70 |
-3.70 |
|
|
|
Jun08 |
071129 |
871.40 |
871.40 |
871.40 |
871.40 |
-3.70 |
|
|
|
Total Volume and Open Interest |
87 |
11,074 |
+38 |
Russell 2000(CME) |
Dec07 |
071129 |
769.50 |
773.00 |
763.50 |
765.50 |
-6.10 |
741 |
38,771 |
-180 |
Mar08 |
071129 |
769.00 |
772.00 |
769.00 |
769.00 |
-5.95 |
1 |
30 |
+1 |
Jun08 |
071129 |
775.95 |
775.95 |
775.95 |
775.95 |
-5.95 |
0 |
1 |
+0 |
Total Volume and Open Interest |
742 |
38,817 |
-179 |
Russell 2000 E-Mini(Globex) |
Dec07 |
071129 |
771.30 |
774.80 |
762.50 |
765.50 |
-6.10 |
268,340 |
649,249 |
-10,556 |
Mar08 |
071129 |
775.60 |
777.50 |
766.40 |
769.00 |
-6.00 |
904 |
1,427 |
+187 |
Jun08 |
071129 |
776.00 |
776.00 |
776.00 |
776.00 |
-5.90 |
2 |
2 |
-2 |
Total Volume and Open Interest |
269,247 |
650,680 |
-10,370 |
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 |
071129 |
5617.0 |
5630.0 |
5562.5 |
5610.0 |
+39.5 |
166,033 |
471,808 |
+26,104 |
Jan08 |
071129 |
5620.5 |
5641.5 |
5583.0 |
5628.5 |
+39.5 |
135 |
1,462 |
-319 |
Feb08 |
071129 |
5655.0 |
5663.5 |
5625.0 |
5650.0 |
+39.5 |
70 |
995 |
+70 |
Total Volume and Open Interest |
166,259 |
476,856 |
+25,861 |
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 |
071129 |
7798.5 |
7818.5 |
7751.0 |
7775.5 |
+25.5 |
198,398 |
280,985 |
-12,958 |
Mar08 |
071129 |
7880.5 |
7899.0 |
7836.0 |
7859.5 |
+25.5 |
1,786 |
9,195 |
+425 |
Jun08 |
071129 |
7964.0 |
7969.0 |
7923.5 |
7942.5 |
+25.0 |
623 |
7,042 |
+32 |
Total Volume and Open Interest |
200,807 |
297,222 |
-12,501 |
FT-SE 100(EURONEXT) |
Dec07 |
071129 |
6378.00 |
6388.50 |
6295.50 |
6354.00 |
+20.50 |
132,515 |
450,166 |
+839 |
Mar08 |
071129 |
6394.00 |
6408.00 |
6321.00 |
6374.50 |
+19.50 |
202 |
11,988 |
+77 |
Jun08 |
071129 |
6363.00 |
6409.50 |
6363.00 |
6409.50 |
+21.50 |
42 |
2,613 |
+0 |
Total Volume and Open Interest |
132,759 |
465,267 |
+916 |
SPI 200(SFE) |
Dec07 |
071129 |
6518.0 |
6520.0 |
6467.0 |
6477.0 |
+89.0 |
28,867 |
334,252 |
+9,733 |
Mar08 |
071129 |
6512.0 |
6512.0 |
6489.0 |
6495.0 |
+90.0 |
126 |
2,435 |
+43 |
Jun08 |
071129 |
4.4 |
4.4 |
4.4 |
4.4 |
-6463.6 |
0 |
1,707 |
-2 |
Total Volume and Open Interest |
29,197 |
339,674 |
+9,696 |
GSCI(CME) |
Dec07 |
071129 |
594.70 |
596.80 |
587.70 |
588.70 |
+0.40 |
444 |
21,221 |
-266 |
Jan08 |
071129 |
586.40 |
586.40 |
586.40 |
586.40 |
-0.10 |
88 |
86 |
+86 |
Feb08 |
071129 |
582.90 |
582.90 |
582.90 |
582.90 |
-0.10 |
|
|
|
Total Volume and Open Interest |
532 |
21,307 |
-180 |
RJ/CRB Index(ICE) |
Jan08 |
071129 |
456.75 |
456.75 |
456.50 |
456.50 |
unch |
4 |
1,204 |
+0 |
Feb08 |
071129 |
456.50 |
456.50 |
456.50 |
456.50 |
unch |
0 |
419 |
+0 |
Apr08 |
071129 |
456.50 |
456.50 |
456.50 |
456.50 |
unch |
0 |
236 |
+0 |
Total Volume and Open Interest |
4 |
1,863 |
+0 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|