|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu July 03, 2008 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul08 |
080703 |
1635.00 |
1660.00 |
1635.00 |
1658.00 |
+12.25 |
2,644 |
7,390 |
-3,729 |
| Aug08 |
080703 |
1624.00 |
1651.00 |
1624.00 |
1649.00 |
+9.50 |
6,434 |
83,332 |
-1,508 |
| Sep08 |
080703 |
1619.00 |
1642.00 |
1618.00 |
1637.25 |
+5.25 |
841 |
23,178 |
+831 |
| Nov08 |
080703 |
1610.00 |
1635.50 |
1608.00 |
1631.00 |
+1.00 |
6,953 |
272,162 |
+9,084 |
| Jan09 |
080703 |
1623.00 |
1649.00 |
1623.00 |
1644.75 |
+1.50 |
255 |
31,095 |
+69 |
| Mar09 |
080703 |
1627.00 |
1650.00 |
1625.00 |
1649.25 |
+3.75 |
75 |
8,904 |
+20 |
| May09 |
080703 |
1613.00 |
1642.00 |
1613.00 |
1641.00 |
+5.00 |
404 |
13,726 |
+514 |
| Total Volume and Open Interest |
163,973 |
479,364 |
+2,730 |
| Soybean Meal(CBOT) |
| Jul08 |
080703 |
438.00 |
454.50 |
438.00 |
450.50 |
+6.70 |
1,632 |
7,054 |
-1,165 |
| Aug08 |
080703 |
435.50 |
445.70 |
435.50 |
445.70 |
+4.90 |
4,375 |
55,525 |
-1,163 |
| Sep08 |
080703 |
431.50 |
440.30 |
431.50 |
440.30 |
+3.00 |
1,628 |
28,929 |
+676 |
| Oct08 |
080703 |
422.00 |
430.80 |
422.00 |
430.80 |
+1.50 |
167 |
21,520 |
+104 |
| Dec08 |
080703 |
418.50 |
430.00 |
418.00 |
429.00 |
+1.50 |
2,070 |
83,072 |
+1,300 |
| Jan09 |
080703 |
428.80 |
430.80 |
427.50 |
430.80 |
+1.60 |
284 |
9,282 |
+11 |
| Mar09 |
080703 |
425.50 |
434.00 |
425.50 |
434.00 |
+2.50 |
831 |
5,259 |
+327 |
| May09 |
080703 |
429.00 |
433.00 |
428.50 |
433.00 |
+3.00 |
286 |
4,915 |
-3 |
| Total Volume and Open Interest |
52,295 |
225,308 |
-1,020 |
| Soybean Oil(CBOT) |
| Jul08 |
080703 |
67.35 |
67.50 |
66.85 |
67.33 |
-0.44 |
1,627 |
4,081 |
-2,161 |
| Aug08 |
080703 |
67.35 |
67.83 |
66.95 |
67.53 |
-0.46 |
2,909 |
51,681 |
-868 |
| Sep08 |
080703 |
67.35 |
68.00 |
67.35 |
67.90 |
-0.46 |
1,364 |
31,052 |
+795 |
| Oct08 |
080703 |
68.00 |
68.55 |
67.92 |
68.27 |
-0.46 |
115 |
17,405 |
+224 |
| Dec08 |
080703 |
69.00 |
69.34 |
68.42 |
68.98 |
-0.47 |
3,208 |
116,299 |
+2,007 |
| Jan09 |
080703 |
69.00 |
69.46 |
69.00 |
69.43 |
-0.47 |
260 |
7,382 |
+73 |
| Mar09 |
080703 |
69.40 |
70.00 |
69.40 |
69.75 |
-0.45 |
281 |
6,944 |
+48 |
| May09 |
080703 |
70.45 |
70.45 |
69.30 |
69.78 |
-0.45 |
82 |
5,554 |
+104 |
| Total Volume and Open Interest |
71,333 |
261,362 |
+2,355 |
| Canola(WCE) |
| Jul08 |
080703 |
684.5 |
691.0 |
684.5 |
691.0 |
+7.5 |
6 |
77 |
-873 |
| Nov08 |
080703 |
702.8 |
708.7 |
693.8 |
706.6 |
+4.4 |
4,428 |
76,168 |
-1,552 |
| Jan09 |
080703 |
706.1 |
719.3 |
706.1 |
717.7 |
+4.1 |
78 |
13,449 |
+255 |
| Mar09 |
080703 |
723.4 |
730.2 |
723.4 |
728.2 |
+4.8 |
72 |
3,785 |
+77 |
| May09 |
080703 |
733.2 |
737.4 |
732.4 |
737.4 |
+4.0 |
17 |
1,853 |
+3 |
| Total Volume and Open Interest |
9,498 |
100,859 |
-177 |
| Corn(CBOT) |
| Jul08 |
080703 |
738.00 |
750.00 |
734.00 |
746.00 |
-2.75 |
10,512 |
17,723 |
-6,891 |
| Sep08 |
080703 |
749.50 |
762.75 |
743.00 |
757.75 |
-3.25 |
17,070 |
380,160 |
-384 |
| Dec08 |
080703 |
768.00 |
782.50 |
762.00 |
777.00 |
-3.50 |
13,390 |
582,409 |
+2,963 |
| Mar09 |
080703 |
783.00 |
799.00 |
783.00 |
794.00 |
-3.75 |
698 |
114,593 |
+1,616 |
| May09 |
080703 |
793.50 |
807.00 |
793.00 |
803.50 |
-3.25 |
603 |
18,613 |
+916 |
| Jul09 |
080703 |
797.00 |
808.75 |
797.00 |
807.50 |
-2.00 |
1,195 |
62,434 |
+144 |
| Total Volume and Open Interest |
315,517 |
1,317,496 |
-4,221 |
| Wheat(CBOT) |
| Jul08 |
080703 |
858.00 |
877.00 |
858.00 |
872.75 |
+7.50 |
225 |
6,589 |
-1,685 |
| Sep08 |
080703 |
873.00 |
893.00 |
872.00 |
887.50 |
+7.25 |
2,311 |
167,350 |
-1,079 |
| Dec08 |
080703 |
899.50 |
915.00 |
897.50 |
910.25 |
+6.75 |
2,499 |
93,272 |
+883 |
| Mar09 |
080703 |
917.50 |
934.50 |
917.50 |
931.50 |
+7.00 |
111 |
15,926 |
+316 |
| May09 |
080703 |
944.50 |
944.50 |
944.50 |
944.50 |
+7.25 |
0 |
2,162 |
+48 |
| Total Volume and Open Interest |
78,592 |
340,835 |
-727 |
| Wheat(KCBT) |
| Jul08 |
080703 |
881.00 |
905.00 |
881.00 |
905.00 |
+20.50 |
592 |
2,217 |
-1,668 |
| Sep08 |
080703 |
898.00 |
913.00 |
894.00 |
912.25 |
+7.50 |
8,638 |
48,050 |
-659 |
| Dec08 |
080703 |
918.00 |
936.00 |
917.50 |
935.00 |
+7.25 |
3,121 |
27,380 |
-103 |
| Mar09 |
080703 |
940.00 |
957.00 |
938.00 |
957.00 |
+8.00 |
|
|
|
| May09 |
080703 |
952.00 |
952.00 |
952.00 |
952.00 |
unch |
|
|
|
| Total Volume and Open Interest |
21,681 |
99,626 |
+1,476 |
| Wheat(MGE) |
| Jul08 |
080703 |
1080.00 |
1080.00 |
1080.00 |
1080.00 |
-20.00 |
54 |
200 |
-29 |
| Sep08 |
080703 |
930.00 |
938.00 |
926.00 |
938.00 |
+2.50 |
2,900 |
15,931 |
+159 |
| Dec08 |
080703 |
950.00 |
956.00 |
944.00 |
955.00 |
unch |
2,664 |
18,437 |
+669 |
| Mar09 |
080703 |
966.00 |
969.00 |
966.00 |
969.00 |
+3.00 |
576 |
3,222 |
+143 |
| May09 |
080703 |
978.00 |
978.00 |
978.00 |
978.00 |
+13.00 |
101 |
1,459 |
+101 |
| Total Volume and Open Interest |
3,433 |
40,125 |
-363 |
| Oats(CBOT) |
| Jul08 |
080703 |
455.00 |
455.00 |
455.00 |
455.00 |
+1.00 |
4 |
73 |
-147 |
| Sep08 |
080703 |
461.50 |
468.00 |
461.00 |
467.75 |
+5.75 |
57 |
5,542 |
-1 |
| Dec08 |
080703 |
480.75 |
486.00 |
477.75 |
486.00 |
+6.00 |
67 |
10,691 |
+32 |
| Mar09 |
080703 |
502.00 |
502.00 |
502.00 |
502.00 |
+5.00 |
0 |
1,640 |
+1 |
| Total Volume and Open Interest |
703 |
18,055 |
+48 |
| Rough Rice(CBOT) |
| Jul08 |
080703 |
20.10 |
20.80 |
20.10 |
20.80 |
+0.30 |
11 |
1,219 |
-84 |
| Sep08 |
080703 |
18.69 |
18.69 |
18.45 |
18.54 |
-0.26 |
17 |
7,667 |
-74 |
| Nov08 |
080703 |
18.79 |
18.79 |
18.79 |
18.79 |
-0.21 |
0 |
4,581 |
-16 |
| Jan09 |
080703 |
19.09 |
19.09 |
19.09 |
19.09 |
-0.21 |
0 |
716 |
+0 |
| Total Volume and Open Interest |
947 |
14,727 |
-138 |
| Live Cattle(CME) |
| Aug08 |
080703 |
104.300 |
104.450 |
103.550 |
103.800 |
-0.200 |
15,302 |
133,579 |
-3,396 |
| Oct08 |
080703 |
111.900 |
112.050 |
111.150 |
111.535 |
-0.215 |
11,950 |
94,243 |
+1,333 |
| Dec08 |
080703 |
114.400 |
114.850 |
113.700 |
114.500 |
+0.070 |
8,117 |
46,426 |
+2,350 |
| Feb09 |
080703 |
116.300 |
116.700 |
115.650 |
116.100 |
-0.100 |
1,924 |
21,501 |
+324 |
| Apr09 |
080703 |
116.500 |
116.950 |
116.000 |
116.900 |
+0.150 |
635 |
12,207 |
+130 |
| Jun09 |
080703 |
114.300 |
114.800 |
113.800 |
114.400 |
+0.250 |
541 |
4,267 |
+260 |
| Total Volume and Open Interest |
47,928 |
312,584 |
+2,828 |
| Feeder Cattle(CME) |
| Aug08 |
080703 |
111.950 |
112.200 |
111.500 |
111.580 |
-0.570 |
1,146 |
18,912 |
-89 |
| Sep08 |
080703 |
113.350 |
113.450 |
112.900 |
113.200 |
-0.435 |
1,431 |
5,105 |
-170 |
| Oct08 |
080703 |
115.000 |
115.250 |
114.600 |
115.050 |
-0.250 |
932 |
5,585 |
+92 |
| Nov08 |
080703 |
116.000 |
116.285 |
116.000 |
116.150 |
-0.200 |
116 |
1,685 |
+25 |
| Jan09 |
080703 |
115.800 |
115.800 |
115.800 |
115.800 |
+0.100 |
16 |
932 |
+7 |
| Mar09 |
080703 |
115.750 |
115.750 |
115.750 |
115.750 |
-0.250 |
0 |
129 |
+0 |
| Apr09 |
080703 |
116.000 |
116.000 |
116.000 |
116.000 |
unch |
0 |
76 |
+0 |
| Total Volume and Open Interest |
4,580 |
32,631 |
-448 |
| Lean Hogs(CME) |
| Jul08 |
080703 |
71.750 |
72.535 |
71.750 |
72.285 |
+0.455 |
2,417 |
7,745 |
-336 |
| Aug08 |
080703 |
71.100 |
71.550 |
70.750 |
70.950 |
-0.350 |
12,208 |
82,752 |
-1,282 |
| Oct08 |
080703 |
69.475 |
69.930 |
69.150 |
69.450 |
-0.200 |
7,878 |
60,704 |
-299 |
| Dec08 |
080703 |
73.200 |
74.300 |
72.900 |
73.900 |
+0.265 |
6,696 |
52,070 |
+2,361 |
| Feb09 |
080703 |
81.300 |
82.850 |
81.150 |
82.050 |
+0.450 |
2,311 |
17,343 |
+204 |
| Apr09 |
080703 |
90.385 |
91.900 |
90.385 |
91.800 |
+0.620 |
2,602 |
13,068 |
+911 |
| May09 |
080703 |
96.300 |
98.500 |
96.100 |
98.500 |
+1.800 |
43 |
635 |
+31 |
| Jun09 |
080703 |
99.000 |
100.250 |
98.950 |
100.200 |
+1.100 |
555 |
8,197 |
+131 |
| Total Volume and Open Interest |
49,058 |
247,662 |
+3,294 |
| Pork Bellies(CME) |
| Jul08 |
080703 |
68.200 |
68.200 |
66.050 |
66.050 |
-3.000 |
341 |
343 |
-268 |
| Aug08 |
080703 |
68.800 |
68.900 |
67.050 |
67.050 |
-3.000 |
350 |
1,697 |
+233 |
| Feb09 |
080703 |
94.200 |
94.200 |
92.750 |
92.750 |
-3.000 |
4 |
75 |
+3 |
| Mar09 |
080703 |
95.500 |
95.500 |
95.500 |
95.500 |
-2.250 |
0 |
5 |
+0 |
| May09 |
080703 |
97.000 |
97.000 |
96.500 |
97.000 |
-2.500 |
1 |
1 |
+1 |
| Total Volume and Open Interest |
356 |
2,174 |
+12 |
| Class III Milk(CME) |
| Jul08 |
080703 |
18.31 |
18.31 |
18.31 |
18.31 |
+0.10 |
78 |
4,032 |
+8 |
| Aug08 |
080703 |
18.95 |
19.12 |
18.95 |
19.12 |
+0.30 |
214 |
4,316 |
+3 |
| Sep08 |
080703 |
20.04 |
20.39 |
20.04 |
20.39 |
+0.46 |
117 |
4,353 |
-20 |
| Oct08 |
080703 |
20.30 |
20.30 |
20.30 |
20.30 |
+0.30 |
52 |
3,263 |
+7 |
| Nov08 |
080703 |
20.30 |
20.30 |
20.30 |
20.30 |
+0.35 |
45 |
2,925 |
-25 |
| Total Volume and Open Interest |
764 |
35,966 |
+49 |
| Cocoa(ICE) |
| Jul08 |
080703 |
3354 |
3354 |
3204 |
3230 |
-103 |
5 |
59 |
-5 |
| Sep08 |
080703 |
3266 |
3289 |
3094 |
3136 |
-112 |
5,620 |
93,546 |
-1,102 |
| Dec08 |
080703 |
3251 |
3273 |
3085 |
3124 |
-112 |
1,457 |
40,901 |
+5 |
| Mar09 |
080703 |
3205 |
3228 |
3048 |
3082 |
-111 |
323 |
18,811 |
+22 |
| May09 |
080703 |
3182 |
3182 |
3075 |
3075 |
-111 |
115 |
3,830 |
+4 |
| Jul09 |
080703 |
3062 |
3062 |
3062 |
3062 |
-111 |
8 |
2,710 |
+0 |
| Sep09 |
080703 |
3170 |
3170 |
3068 |
3068 |
-113 |
1 |
773 |
-11 |
| Total Volume and Open Interest |
14,584 |
164,340 |
-339 |
| Coffee "C"(ICE) |
| Jul08 |
080703 |
153.65 |
153.65 |
149.00 |
149.55 |
-3.90 |
28 |
234 |
-106 |
| Sep08 |
080703 |
155.70 |
156.05 |
151.25 |
151.90 |
-4.05 |
11,052 |
91,762 |
+379 |
| Dec08 |
080703 |
159.00 |
159.65 |
154.85 |
155.45 |
-4.05 |
2,289 |
37,776 |
+908 |
| Mar09 |
080703 |
161.75 |
161.75 |
158.30 |
158.85 |
-4.05 |
606 |
12,394 |
+290 |
| May09 |
080703 |
163.15 |
163.15 |
161.05 |
161.05 |
-4.05 |
19 |
3,910 |
-5 |
| Jul09 |
080703 |
163.90 |
163.90 |
163.15 |
163.15 |
-4.05 |
12 |
1,193 |
+7 |
| Total Volume and Open Interest |
12,972 |
148,775 |
+2,362 |
| Orange Juice(ICE) |
| Jul08 |
080703 |
128.35 |
128.35 |
128.35 |
128.35 |
+1.20 |
123 |
191 |
-50 |
| Sep08 |
080703 |
128.75 |
130.70 |
126.50 |
129.70 |
+0.80 |
3,854 |
20,510 |
-314 |
| Nov08 |
080703 |
131.40 |
133.75 |
130.00 |
132.90 |
+0.70 |
743 |
3,783 |
+171 |
| Jan09 |
080703 |
133.50 |
136.50 |
133.50 |
135.80 |
+0.55 |
513 |
2,195 |
-102 |
| Mar09 |
080703 |
138.00 |
139.80 |
138.00 |
138.45 |
+0.20 |
0 |
2,469 |
+0 |
| May09 |
080703 |
141.55 |
141.55 |
141.55 |
141.55 |
+0.50 |
2 |
57 |
+0 |
| Total Volume and Open Interest |
6,216 |
29,516 |
-614 |
| Sugar #11(ICE) |
| Oct08 |
080703 |
14.06 |
14.35 |
13.84 |
13.91 |
-0.07 |
56,549 |
387,952 |
+3,239 |
| Mar09 |
080703 |
15.40 |
15.65 |
15.24 |
15.33 |
+0.04 |
27,618 |
151,364 |
-8,044 |
| May09 |
080703 |
15.55 |
15.87 |
15.45 |
15.51 |
+0.01 |
3,432 |
84,652 |
-170 |
| Jul09 |
080703 |
15.73 |
15.99 |
15.60 |
15.64 |
-0.02 |
2,589 |
84,276 |
-358 |
| Oct09 |
080703 |
15.95 |
16.17 |
15.81 |
15.88 |
-0.03 |
1,188 |
64,155 |
+207 |
| Total Volume and Open Interest |
146,274 |
833,013 |
+1,129 |
| Sugar #14(ICE) |
| Sep08 |
080703 |
24.00 |
24.00 |
23.75 |
23.95 |
-0.20 |
41 |
1,999 |
-19 |
| Nov08 |
080703 |
23.25 |
23.25 |
23.20 |
23.25 |
-0.10 |
81 |
2,911 |
+10 |
| Jan09 |
080703 |
22.65 |
22.65 |
22.62 |
22.62 |
-0.05 |
0 |
1,884 |
+0 |
| Mar09 |
080703 |
22.63 |
22.63 |
22.63 |
22.63 |
unch |
1 |
1,382 |
+1 |
| May09 |
080703 |
22.65 |
22.65 |
22.65 |
22.65 |
+0.12 |
20 |
689 |
+20 |
| Total Volume and Open Interest |
2,418 |
9,728 |
+226 |
| London Cocoa(LCE) |
| Jul08 |
080703 |
1782 |
1794 |
1710 |
1712 |
-60 |
2,286 |
66,804 |
+78 |
| Sep08 |
080703 |
1723 |
1740 |
1646 |
1659 |
-62 |
3,203 |
61,374 |
-81 |
| Dec08 |
080703 |
1690 |
1706 |
1623 |
1631 |
-55 |
1,874 |
45,242 |
+590 |
| Mar09 |
080703 |
1650 |
1667 |
1595 |
1601 |
-48 |
495 |
30,805 |
+28 |
| May09 |
080703 |
1650 |
1664 |
1601 |
1603 |
-45 |
265 |
11,845 |
+101 |
| Jul09 |
080703 |
1655 |
1655 |
1598 |
1608 |
-44 |
0 |
6,814 |
+0 |
| Sep09 |
080703 |
1664 |
1664 |
1595 |
1608 |
-42 |
0 |
920 |
+0 |
| Total Volume and Open Interest |
15,453 |
224,522 |
+637 |
| London Coffee(LCE) |
| Jul08 |
080703 |
2578.00 |
2599.00 |
2525.00 |
2538.00 |
-45.00 |
1,662 |
23,415 |
-1,220 |
| Sep08 |
080703 |
2532.00 |
2554.00 |
2465.00 |
2482.00 |
-52.00 |
9,001 |
83,440 |
-427 |
| Nov08 |
080703 |
2466.00 |
2486.00 |
2408.00 |
2426.00 |
-47.00 |
1,736 |
22,832 |
+194 |
| Jan09 |
080703 |
2408.00 |
2436.00 |
2321.00 |
2355.00 |
-47.00 |
1,491 |
42,765 |
-2 |
| Total Volume and Open Interest |
16,436 |
173,907 |
-361 |
| London Sugar(LCE) |
| Aug08 |
080703 |
399.50 |
404.60 |
393.00 |
395.50 |
-1.00 |
5,473 |
13,570 |
-1,181 |
| Oct08 |
080703 |
400.00 |
403.10 |
391.40 |
392.80 |
-1.20 |
3,110 |
21,614 |
+171 |
| Dec08 |
080703 |
404.50 |
410.20 |
399.80 |
401.00 |
-0.50 |
761 |
10,638 |
+440 |
| Mar09 |
080703 |
423.00 |
426.10 |
415.60 |
416.30 |
-0.20 |
649 |
13,576 |
+194 |
| May09 |
080703 |
421.70 |
427.60 |
418.60 |
419.00 |
-0.50 |
139 |
3,051 |
+24 |
| Total Volume and Open Interest |
16,361 |
70,616 |
-923 |
| Cotton(ICE) |
| Jul08 |
080703 |
67.51 |
68.02 |
67.31 |
68.02 |
-0.10 |
10 |
115 |
-31 |
| Oct08 |
080703 |
72.72 |
73.05 |
71.25 |
72.20 |
-0.06 |
379 |
5,312 |
-83 |
| Dec08 |
080703 |
75.75 |
76.13 |
74.26 |
75.35 |
+0.06 |
11,528 |
165,425 |
-1,276 |
| Mar09 |
080703 |
81.24 |
81.45 |
79.67 |
80.77 |
+0.04 |
1,136 |
30,007 |
-114 |
| May09 |
080703 |
81.50 |
82.43 |
81.50 |
82.43 |
+0.12 |
356 |
2,796 |
-100 |
| Jul09 |
080703 |
82.55 |
83.63 |
82.43 |
83.63 |
+0.17 |
773 |
6,770 |
+290 |
| Total Volume and Open Interest |
25,776 |
217,590 |
+2,139 |
| Lumber(CME) |
| Jul08 |
080703 |
244.5 |
248.8 |
244.5 |
248.5 |
+6.8 |
627 |
1,376 |
-229 |
| Sep08 |
080703 |
258.5 |
260.0 |
256.8 |
259.0 |
+3.8 |
801 |
9,590 |
+13 |
| Nov08 |
080703 |
257.9 |
259.5 |
255.6 |
258.0 |
+3.0 |
292 |
2,348 |
+2 |
| Jan09 |
080703 |
273.5 |
278.9 |
272.6 |
278.8 |
+5.5 |
38 |
1,189 |
+29 |
| Total Volume and Open Interest |
1,851 |
14,813 |
+410 |
| Crude Oil(NYM) |
| Aug08 |
080703 |
144.35 |
145.29 |
143.76 |
145.29 |
+1.72 |
253,397 |
279,194 |
-9,103 |
| Sep08 |
080703 |
144.14 |
145.86 |
144.14 |
145.86 |
+1.72 |
77,975 |
152,740 |
+1,380 |
| Oct08 |
080703 |
144.50 |
146.12 |
144.50 |
146.12 |
+1.62 |
26,852 |
86,297 |
+222 |
| Nov08 |
080703 |
145.90 |
146.31 |
145.90 |
146.31 |
+1.54 |
14,276 |
60,159 |
+473 |
| Dec08 |
080703 |
146.10 |
146.50 |
145.05 |
146.50 |
+1.53 |
33,109 |
184,504 |
+4,897 |
| Jan09 |
080703 |
146.68 |
146.68 |
146.68 |
146.68 |
+1.56 |
7,046 |
32,510 |
+1,486 |
| Feb09 |
080703 |
146.79 |
146.79 |
146.79 |
146.79 |
+1.58 |
1,800 |
15,268 |
-14 |
| Mar09 |
080703 |
146.81 |
146.81 |
146.81 |
146.81 |
+1.59 |
750 |
13,521 |
+301 |
| Apr09 |
080703 |
146.68 |
146.68 |
146.68 |
146.68 |
+1.58 |
474 |
9,488 |
+349 |
| May09 |
080703 |
146.53 |
146.53 |
146.53 |
146.53 |
+1.57 |
68 |
14,589 |
-15 |
| Jun09 |
080703 |
146.34 |
146.34 |
146.34 |
146.34 |
+1.57 |
2,910 |
44,624 |
+596 |
| Jul09 |
080703 |
146.10 |
146.10 |
146.10 |
146.10 |
+1.56 |
1,003 |
16,140 |
+133 |
| Aug09 |
080703 |
145.87 |
145.87 |
145.87 |
145.87 |
+1.56 |
99 |
6,831 |
+59 |
| Sep09 |
080703 |
145.64 |
145.64 |
145.64 |
145.64 |
+1.55 |
97 |
10,893 |
+45 |
| Oct09 |
080703 |
145.42 |
145.42 |
145.42 |
145.42 |
+1.55 |
339 |
6,005 |
+15 |
| Nov09 |
080703 |
145.20 |
145.20 |
145.20 |
145.20 |
+1.54 |
24 |
4,792 |
+3 |
| Total Volume and Open Interest |
426,408 |
1,294,480 |
+8,913 |
| e-miNY Crude Oil(NYM) |
| Jul08 |
080619 |
136.100 |
137.850 |
131.650 |
131.925 |
-4.750 |
23,649 |
6,903 |
-1,183 |
| Aug08 |
080703 |
144.175 |
145.875 |
143.225 |
145.300 |
+1.725 |
23,338 |
9,944 |
-18 |
| Sep08 |
080703 |
144.625 |
146.325 |
143.825 |
145.850 |
+1.700 |
1,773 |
1,697 |
+376 |
| Oct08 |
080703 |
145.000 |
146.750 |
144.750 |
146.125 |
+1.625 |
123 |
1,345 |
-7 |
| Nov08 |
080703 |
145.300 |
146.975 |
145.300 |
146.300 |
+1.525 |
59 |
725 |
+25 |
| Dec08 |
080703 |
145.500 |
146.500 |
145.475 |
146.500 |
+1.525 |
7 |
57 |
+2 |
| Jan09 |
080703 |
146.250 |
146.675 |
146.250 |
146.675 |
+1.550 |
1 |
1 |
+0 |
| Feb09 |
080703 |
146.800 |
146.800 |
146.800 |
146.800 |
+1.600 |
1 |
1 |
+0 |
| Mar09 |
080703 |
146.800 |
146.800 |
146.800 |
146.800 |
+1.575 |
|
|
|
| Apr09 |
080703 |
146.675 |
146.675 |
146.675 |
146.675 |
+1.575 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
23,937 |
13,481 |
+1,515 |
| Heating Oil(NYM) |
| Aug08 |
080703 |
409.32 |
410.60 |
409.00 |
410.60 |
+3.45 |
40,768 |
59,080 |
-3,909 |
| Sep08 |
080703 |
414.24 |
414.30 |
414.24 |
414.30 |
+3.55 |
12,499 |
30,960 |
+1,092 |
| Oct08 |
080703 |
416.40 |
418.00 |
416.40 |
418.00 |
+3.50 |
6,055 |
19,227 |
-174 |
| Nov08 |
080703 |
421.20 |
421.20 |
421.20 |
421.20 |
+3.45 |
4,306 |
12,036 |
+346 |
| Dec08 |
080703 |
424.30 |
424.30 |
424.30 |
424.30 |
+3.40 |
6,586 |
24,864 |
+701 |
| Jan09 |
080703 |
426.70 |
426.70 |
426.70 |
426.70 |
+3.40 |
1,643 |
15,296 |
+349 |
| Feb09 |
080703 |
427.50 |
427.50 |
427.50 |
427.50 |
+3.00 |
565 |
4,569 |
+52 |
| Mar09 |
080703 |
425.50 |
425.50 |
425.50 |
425.50 |
+2.50 |
377 |
3,523 |
-30 |
| Apr09 |
080703 |
421.15 |
421.15 |
421.15 |
421.15 |
+2.15 |
460 |
2,148 |
+119 |
| May09 |
080703 |
417.00 |
417.00 |
417.00 |
417.00 |
+2.05 |
205 |
1,375 |
+58 |
| Jun09 |
080703 |
414.25 |
414.25 |
414.25 |
414.25 |
+2.30 |
628 |
20,457 |
+316 |
| Jul09 |
080703 |
413.25 |
413.25 |
413.25 |
413.25 |
+2.35 |
54 |
960 |
+25 |
| Total Volume and Open Interest |
63,373 |
218,265 |
-10 |
| Gasoline(NYMEX) |
| Aug08 |
080703 |
355.21 |
359.27 |
353.89 |
357.10 |
+2.16 |
35,993 |
75,801 |
+307 |
| Sep08 |
080703 |
357.45 |
360.50 |
355.60 |
358.60 |
+2.21 |
13,737 |
44,279 |
+850 |
| Oct08 |
080703 |
350.00 |
350.00 |
344.94 |
348.60 |
+2.91 |
10,810 |
41,248 |
-868 |
| Nov08 |
080703 |
346.91 |
349.35 |
345.52 |
349.35 |
+3.16 |
4,440 |
15,519 |
-437 |
| Dec08 |
080703 |
350.00 |
350.10 |
346.17 |
350.10 |
+3.41 |
5,848 |
27,262 |
+781 |
| Jan09 |
080703 |
349.82 |
352.05 |
349.82 |
352.05 |
+3.46 |
922 |
9,518 |
+382 |
| Feb09 |
080703 |
354.40 |
354.40 |
354.40 |
354.40 |
+3.51 |
309 |
3,337 |
-134 |
| Mar09 |
080703 |
357.60 |
357.60 |
357.60 |
357.60 |
+3.51 |
480 |
3,380 |
+238 |
| Apr09 |
080703 |
373.60 |
373.60 |
373.60 |
373.60 |
+3.51 |
820 |
6,809 |
+469 |
| May09 |
080703 |
370.50 |
374.10 |
370.50 |
374.10 |
+3.51 |
324 |
3,742 |
+28 |
| Total Volume and Open Interest |
74,466 |
246,708 |
+1,658 |
| e-miNY RBOB Gasoline(NYM) |
| Aug08 |
080627 |
352.50 |
352.50 |
351.72 |
351.72 |
-0.71 |
0 |
3 |
+0 |
| Sep08 |
080703 |
358.60 |
358.60 |
358.60 |
358.60 |
+2.21 |
|
|
|
| Oct08 |
080703 |
348.60 |
348.60 |
348.60 |
348.60 |
+2.91 |
|
|
|
| Nov08 |
080703 |
349.35 |
349.35 |
349.35 |
349.35 |
+3.16 |
|
|
|
| Total Volume and Open Interest |
0 |
2 |
+0 |
| Natural Gas(NYM) |
| Aug08 |
080703 |
13.485 |
13.597 |
13.306 |
13.577 |
+0.188 |
83,760 |
139,833 |
-988 |
| Sep08 |
080703 |
13.530 |
13.646 |
13.510 |
13.646 |
+0.194 |
15,490 |
99,244 |
+461 |
| Oct08 |
080703 |
13.610 |
13.726 |
13.577 |
13.726 |
+0.199 |
10,681 |
77,427 |
-204 |
| Nov08 |
080703 |
13.780 |
13.983 |
13.730 |
13.983 |
+0.199 |
4,169 |
44,627 |
+149 |
| Dec08 |
080703 |
14.115 |
14.323 |
14.070 |
14.323 |
+0.204 |
1,981 |
43,027 |
+320 |
| Jan09 |
080703 |
14.305 |
14.516 |
14.275 |
14.516 |
+0.207 |
4,844 |
61,398 |
-363 |
| Feb09 |
080703 |
14.270 |
14.446 |
14.220 |
14.446 |
+0.197 |
629 |
20,933 |
+27 |
| Mar09 |
080703 |
13.950 |
14.166 |
13.950 |
14.166 |
+0.192 |
3,426 |
53,189 |
+363 |
| Apr09 |
080703 |
11.850 |
11.996 |
11.810 |
11.996 |
+0.167 |
1,786 |
57,561 |
+57 |
| May09 |
080703 |
11.660 |
11.801 |
11.660 |
11.801 |
+0.167 |
683 |
32,465 |
+104 |
| Jun09 |
080703 |
11.869 |
11.869 |
11.869 |
11.869 |
+0.167 |
355 |
18,197 |
+10 |
| Jul09 |
080703 |
11.959 |
11.959 |
11.959 |
11.959 |
+0.167 |
239 |
16,218 |
+5 |
| Aug09 |
080703 |
12.016 |
12.016 |
12.016 |
12.016 |
+0.167 |
146 |
15,513 |
+31 |
| Sep09 |
080703 |
12.036 |
12.036 |
12.036 |
12.036 |
+0.167 |
146 |
14,564 |
-4 |
| Oct09 |
080703 |
11.920 |
12.106 |
11.920 |
12.106 |
+0.167 |
695 |
34,150 |
+121 |
| Nov09 |
080703 |
12.376 |
12.376 |
12.376 |
12.376 |
+0.162 |
1,091 |
16,570 |
-322 |
| Total Volume and Open Interest |
121,413 |
971,774 |
-2,400 |
| Brent Crude Oil(ICE) |
| Aug08 |
080703 |
144.76 |
146.69 |
144.18 |
146.08 |
+1.82 |
94,490 |
77,728 |
-421 |
| Sep08 |
080703 |
145.43 |
147.20 |
144.77 |
146.60 |
+1.79 |
62,622 |
116,451 |
+2,881 |
| Oct08 |
080703 |
146.00 |
147.70 |
145.25 |
147.05 |
+1.70 |
32,098 |
53,322 |
+4,362 |
| Nov08 |
080703 |
147.12 |
148.10 |
145.68 |
147.43 |
+1.65 |
13,816 |
25,821 |
+1,404 |
| Dec08 |
080703 |
147.15 |
148.55 |
146.04 |
147.73 |
+1.62 |
16,165 |
58,983 |
-1,218 |
| Jan09 |
080703 |
148.04 |
148.75 |
146.71 |
148.13 |
+1.62 |
3,245 |
24,525 |
-555 |
| Feb09 |
080703 |
148.33 |
148.96 |
147.66 |
148.41 |
+1.62 |
1,365 |
15,636 |
-136 |
| Mar09 |
080703 |
148.52 |
149.11 |
147.82 |
148.54 |
+1.61 |
970 |
10,104 |
+42 |
| Apr09 |
080703 |
148.95 |
148.95 |
148.54 |
148.54 |
+1.58 |
395 |
11,455 |
+28 |
| May09 |
080703 |
148.44 |
148.44 |
148.44 |
148.44 |
+1.52 |
0 |
5,030 |
+111 |
| Jun09 |
080703 |
148.51 |
149.14 |
146.85 |
148.26 |
+1.52 |
970 |
19,314 |
+407 |
| Jul09 |
080703 |
148.08 |
148.08 |
148.08 |
148.08 |
+1.49 |
0 |
5,918 |
+13 |
| Aug09 |
080703 |
147.90 |
147.90 |
147.90 |
147.90 |
+1.51 |
0 |
2,217 |
+0 |
| Sep09 |
080703 |
147.71 |
147.71 |
147.71 |
147.71 |
+1.52 |
0 |
4,108 |
+0 |
| Total Volume and Open Interest |
222,080 |
521,911 |
+8,831 |
| Gas Oil(ICE) |
| Jul08 |
080703 |
1303.50 |
1325.75 |
1302.25 |
1313.00 |
+24.50 |
22,745 |
40,787 |
-1,672 |
| Aug08 |
080703 |
1309.50 |
1331.00 |
1307.75 |
1318.25 |
+23.75 |
34,863 |
66,768 |
+1,577 |
| Sep08 |
080703 |
1321.25 |
1339.25 |
1318.75 |
1326.75 |
+22.50 |
14,274 |
34,578 |
-133 |
| Oct08 |
080703 |
1329.75 |
1346.75 |
1329.50 |
1333.75 |
+20.75 |
6,172 |
16,180 |
+705 |
| Nov08 |
080703 |
1335.50 |
1351.75 |
1333.75 |
1338.00 |
+18.75 |
4,108 |
14,164 |
-101 |
| Dec08 |
080703 |
1338.50 |
1356.00 |
1337.75 |
1342.00 |
+17.50 |
6,471 |
36,683 |
+1,455 |
| Jan09 |
080703 |
1356.75 |
1359.50 |
1346.75 |
1346.75 |
+16.75 |
3,048 |
22,422 |
+305 |
| Feb09 |
080703 |
1350.50 |
1350.50 |
1346.50 |
1346.50 |
+16.00 |
520 |
6,128 |
-102 |
| Mar09 |
080703 |
1345.25 |
1345.25 |
1341.75 |
1341.75 |
+15.25 |
1,254 |
8,479 |
-30 |
| Apr09 |
080703 |
1337.00 |
1337.00 |
1337.00 |
1337.00 |
+14.50 |
29 |
4,199 |
-4 |
| Total Volume and Open Interest |
95,221 |
310,588 |
+3,317 |
| Ethanol(CBOT) |
| Jul08 |
080703 |
2.863 |
2.863 |
2.863 |
2.863 |
+0.002 |
5 |
269 |
-3 |
| Aug08 |
080703 |
2.870 |
2.890 |
2.870 |
2.889 |
+0.026 |
15 |
285 |
-5 |
| Sep08 |
080703 |
2.865 |
2.889 |
2.865 |
2.869 |
+0.016 |
5 |
292 |
+0 |
| Oct08 |
080703 |
2.880 |
2.880 |
2.880 |
2.880 |
+0.026 |
10 |
210 |
+0 |
| Nov08 |
080703 |
2.880 |
2.880 |
2.880 |
2.880 |
+0.026 |
2 |
106 |
+0 |
| Dec08 |
080703 |
2.880 |
2.880 |
2.880 |
2.880 |
+0.021 |
1 |
132 |
-3 |
| Jan09 |
080703 |
2.880 |
2.880 |
2.880 |
2.880 |
+0.015 |
0 |
148 |
+0 |
| Feb09 |
080703 |
2.880 |
2.880 |
2.880 |
2.880 |
+0.020 |
0 |
104 |
+0 |
| Total Volume and Open Interest |
40 |
2,650 |
-9 |
| US Dollar Index(ICE) |
| Sep08 |
080703 |
72.315 |
73.295 |
72.305 |
73.075 |
+0.740 |
5,345 |
32,448 |
+371 |
| Dec08 |
080703 |
72.720 |
73.465 |
72.720 |
73.450 |
+0.730 |
29 |
2,473 |
+11 |
| Mar09 |
080703 |
73.640 |
73.830 |
73.640 |
73.830 |
+0.745 |
0 |
13 |
+0 |
| Total Volume and Open Interest |
3,269 |
34,557 |
+93 |
| Australian Dollar(CME) |
| Sep08 |
080703 |
95.57 |
95.57 |
95.02 |
95.02 |
-0.42 |
22 |
104,212 |
+9,357 |
| Dec08 |
080703 |
93.90 |
93.90 |
93.90 |
93.90 |
-0.42 |
0 |
923 |
+2 |
| Mar09 |
080703 |
92.78 |
92.78 |
92.78 |
92.78 |
-0.42 |
0 |
617 |
+0 |
| Total Volume and Open Interest |
44,665 |
96,429 |
+991 |
| British Pound(CME) |
| Sep08 |
080703 |
197.66 |
197.66 |
197.13 |
197.13 |
-1.19 |
221 |
87,007 |
-1,246 |
| Dec08 |
080703 |
195.76 |
195.76 |
195.76 |
195.76 |
-1.19 |
0 |
1,157 |
-1 |
| Mar09 |
080703 |
194.44 |
194.44 |
194.44 |
194.44 |
-1.19 |
0 |
298 |
+0 |
| Total Volume and Open Interest |
76,950 |
89,850 |
+1,586 |
| Canadian Dollar(CME) |
| Sep08 |
080703 |
98.47 |
98.47 |
97.80 |
97.83 |
-0.85 |
693 |
79,901 |
+859 |
| Dec08 |
080703 |
97.76 |
97.76 |
97.76 |
97.76 |
-0.85 |
400 |
5,011 |
+234 |
| Mar09 |
080703 |
97.70 |
97.70 |
97.70 |
97.70 |
-0.85 |
0 |
1,039 |
-1 |
| Jun09 |
080703 |
97.64 |
97.64 |
97.64 |
97.64 |
-0.85 |
25 |
1,070 |
+0 |
| Total Volume and Open Interest |
36,423 |
87,207 |
+2,207 |
| Japanese Yen(CME) |
| Sep08 |
080703 |
94.52 |
94.52 |
94.00 |
94.09 |
-0.66 |
230 |
150,704 |
+511 |
| Dec08 |
080703 |
94.61 |
94.61 |
94.61 |
94.61 |
-0.67 |
0 |
21,965 |
+15 |
| Mar09 |
080703 |
95.13 |
95.13 |
95.13 |
95.13 |
-0.68 |
200 |
233 |
+200 |
| Total Volume and Open Interest |
166,853 |
175,598 |
+324 |
| Swiss Franc(CME) |
| Sep08 |
080703 |
98.75 |
98.77 |
97.41 |
97.46 |
-1.21 |
111 |
59,214 |
+3,960 |
| Dec08 |
080703 |
97.53 |
97.53 |
97.53 |
97.53 |
-1.21 |
0 |
1,023 |
+20 |
| Mar09 |
080703 |
97.59 |
97.59 |
97.59 |
97.59 |
-1.21 |
0 |
335 |
+0 |
| Total Volume and Open Interest |
87,878 |
56,638 |
+2,091 |
| EuroFX(CME) |
| Sep08 |
080703 |
158.28 |
158.28 |
156.37 |
156.39 |
-1.89 |
152 |
184,333 |
+8,547 |
| Dec08 |
080703 |
155.67 |
155.67 |
155.67 |
155.67 |
-1.88 |
0 |
2,088 |
+137 |
| Mar09 |
080703 |
154.98 |
154.98 |
154.98 |
154.98 |
-1.87 |
0 |
423 |
+0 |
| Total Volume and Open Interest |
206,299 |
179,885 |
+9,811 |
| Mexican Peso(CME) |
| Jul08 |
080703 |
962.2 |
962.2 |
962.2 |
962.2 |
+0.2 |
0 |
5 |
+0 |
| Aug08 |
080703 |
958.2 |
958.2 |
958.2 |
958.2 |
+0.2 |
|
|
|
| Total Volume and Open Interest |
54,581 |
100,205 |
-8,699 |
| 30-Year T-Bonds(CBOT) |
| Sep08 |
080703 |
116~055 |
116~155 |
115~125 |
115~280 |
-0~080 |
300,598 |
902,335 |
+8,688 |
| Dec08 |
080703 |
114~295 |
115~095 |
114~150 |
114~285 |
-0~080 |
196 |
555 |
+86 |
| Mar09 |
080703 |
113~255 |
113~255 |
113~255 |
113~255 |
-0~080 |
0 |
18 |
+0 |
| Total Volume and Open Interest |
361,070 |
894,417 |
+2,680 |
| 10-Year T-Notes(CBOT) |
| Sep08 |
080703 |
114~080 |
114~180 |
113~280 |
114~115 |
+0~045 |
958,065 |
1,840,999 |
-531 |
| Dec08 |
080703 |
113~025 |
113~085 |
112~255 |
113~035 |
+0~045 |
547 |
6,676 |
+536 |
| Mar09 |
080703 |
112~035 |
112~035 |
112~035 |
112~035 |
+0~045 |
|
|
|
| Total Volume and Open Interest |
1,232,204 |
1,848,701 |
+2,236 |
| 5-Year T-Notes(CBOT) |
| Sep08 |
080703 |
110~094 |
111~010 |
110~080 |
110~115 |
+0~019 |
628,225 |
0 |
-1,528,710 |
| Dec08 |
080703 |
110~042 |
110~042 |
110~023 |
110~042 |
+0~020 |
3,235 |
11,620 |
+11,444 |
| Mar09 |
080703 |
110~042 |
110~042 |
110~023 |
110~042 |
+0~020 |
|
|
|
| Total Volume and Open Interest |
827,994 |
1,570,762 |
+41,876 |
| 2 Year T-Notes(CBOT) |
| Sep08 |
080703 |
105~096 |
105~110 |
105~096 |
105~102 |
+0~010 |
125 |
915,129 |
-10,290 |
| Dec08 |
080703 |
105~102 |
105~102 |
105~102 |
105~102 |
+0~010 |
|
|
|
| Mar09 |
080703 |
105~102 |
105~102 |
105~102 |
105~102 |
+0~010 |
|
|
|
| Total Volume and Open Interest |
380,960 |
927,260 |
-3,054 |
| Eurodollars(CME) |
| Sep08 |
080703 |
97.070 |
97.100 |
97.060 |
97.080 |
+0.010 |
7,363 |
1,498,843 |
-3,689 |
| Dec08 |
080703 |
96.840 |
96.900 |
96.835 |
96.870 |
+0.025 |
4,726 |
1,583,847 |
+11,257 |
| Mar09 |
080703 |
96.720 |
96.815 |
96.715 |
96.765 |
+0.045 |
3,291 |
1,301,083 |
+13,094 |
| Jun09 |
080703 |
96.510 |
96.590 |
96.510 |
96.560 |
+0.050 |
7,695 |
1,073,788 |
-2,182 |
| Sep09 |
080703 |
96.255 |
96.345 |
96.250 |
96.295 |
+0.040 |
5,371 |
884,116 |
-849 |
| Dec09 |
080703 |
95.965 |
96.045 |
95.960 |
95.990 |
+0.020 |
2,894 |
736,812 |
+9,425 |
| Mar10 |
080703 |
95.755 |
95.790 |
95.745 |
95.770 |
+0.005 |
3,732 |
530,036 |
-480 |
| Jun10 |
080703 |
95.575 |
95.590 |
95.565 |
95.585 |
unch |
3,307 |
299,575 |
+2,632 |
| Sep10 |
080703 |
95.435 |
95.460 |
95.425 |
95.450 |
-0.005 |
5,331 |
231,155 |
-1,316 |
| Dec10 |
080703 |
95.320 |
95.345 |
95.310 |
95.330 |
-0.010 |
4,722 |
213,835 |
+1,919 |
| Mar11 |
080703 |
95.275 |
95.300 |
95.265 |
95.280 |
-0.015 |
2,097 |
141,235 |
+1,380 |
| Jun11 |
080703 |
95.230 |
95.240 |
95.210 |
95.225 |
-0.015 |
7,217 |
126,861 |
-2,549 |
| Sep11 |
080703 |
95.195 |
95.200 |
95.170 |
95.180 |
-0.020 |
6,279 |
80,497 |
+725 |
| Dec11 |
080703 |
95.135 |
95.140 |
95.105 |
95.115 |
-0.020 |
2,196 |
81,374 |
+2,426 |
| Mar12 |
080703 |
95.115 |
95.120 |
95.085 |
95.090 |
-0.025 |
1,777 |
95,436 |
+367 |
| Jun12 |
080703 |
95.075 |
95.080 |
95.045 |
95.050 |
-0.025 |
4,317 |
56,480 |
+124 |
| Sep12 |
080703 |
95.040 |
95.060 |
95.010 |
95.010 |
-0.030 |
3,708 |
59,052 |
+840 |
| Dec12 |
080703 |
94.975 |
94.980 |
94.945 |
94.945 |
-0.035 |
687 |
39,280 |
+35 |
| Total Volume and Open Interest |
2,692,420 |
9,263,214 |
+98,266 |
| 30 Day Federal Funds(CBOT) |
| Jul08 |
080703 |
97.990 |
97.990 |
97.990 |
97.990 |
unch |
111 |
92,167 |
+306 |
| Aug08 |
080703 |
97.960 |
97.960 |
97.960 |
97.960 |
+0.015 |
1,069 |
156,400 |
-1,099 |
| Sep08 |
080703 |
97.905 |
97.905 |
97.905 |
97.905 |
+0.015 |
275 |
94,715 |
-663 |
| Oct08 |
080703 |
97.825 |
97.825 |
97.825 |
97.825 |
+0.010 |
2,051 |
93,431 |
-860 |
| Nov08 |
080703 |
97.720 |
97.720 |
97.720 |
97.720 |
+0.020 |
1,039 |
121,825 |
-1,621 |
| Dec08 |
080703 |
97.695 |
97.695 |
97.695 |
97.695 |
+0.025 |
100 |
47,346 |
-489 |
| Total Volume and Open Interest |
62,229 |
649,933 |
-5,317 |
| 30 Day Fed Funds(e-CBOT) |
| Jul08 |
080703 |
97.995 |
97.995 |
97.985 |
97.995 |
unch |
4,345 |
92,167 |
+306 |
| Aug08 |
080703 |
97.950 |
97.970 |
97.945 |
97.970 |
+0.020 |
11,243 |
156,400 |
-1,099 |
| Sep08 |
080703 |
97.895 |
97.915 |
97.885 |
97.915 |
+0.020 |
11,517 |
94,715 |
-663 |
| Oct08 |
080703 |
97.815 |
97.845 |
97.810 |
97.835 |
+0.025 |
10,222 |
93,431 |
-860 |
| Nov08 |
080703 |
97.700 |
97.745 |
97.690 |
97.725 |
+0.025 |
12,483 |
121,825 |
-1,621 |
| Dec08 |
080703 |
97.680 |
97.715 |
97.660 |
97.705 |
+0.040 |
4,257 |
47,346 |
-489 |
| Total Volume and Open Interest |
56,581 |
641,125 |
+2,128 |
| 3-Mth Euro-Yen(CME) |
| Sep08 |
080703 |
99.14 |
99.14 |
99.14 |
99.14 |
+0.01 |
668 |
7,091 |
+251 |
| Dec08 |
080703 |
99.09 |
99.09 |
99.09 |
99.09 |
+0.01 |
1 |
2,490 |
+0 |
| Mar09 |
080703 |
99.00 |
99.00 |
99.00 |
99.00 |
+0.01 |
0 |
1,772 |
+0 |
| Jun09 |
080703 |
98.89 |
98.89 |
98.89 |
98.89 |
unch |
0 |
468 |
+0 |
| Sep09 |
080703 |
98.81 |
98.81 |
98.81 |
98.81 |
+0.01 |
0 |
440 |
+0 |
| Dec09 |
080703 |
98.74 |
98.74 |
98.74 |
98.74 |
unch |
0 |
1 |
+0 |
| Mar10 |
080703 |
98.63 |
98.63 |
98.63 |
98.63 |
unch |
|
|
|
| Jun10 |
080703 |
98.58 |
98.58 |
98.58 |
98.58 |
unch |
|
|
|
| Sep10 |
080703 |
98.52 |
98.52 |
98.52 |
98.52 |
+0.01 |
|
|
|
| Dec10 |
080703 |
98.62 |
98.62 |
98.62 |
98.62 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
669 |
12,262 |
+251 |
| 3-Mth Euro-Yen(SGX) |
| Sep08 |
080703 |
99.14 |
99.14 |
99.13 |
99.14 |
+0.01 |
32 |
21,773 |
-81 |
| Dec08 |
080703 |
99.07 |
99.07 |
99.07 |
99.07 |
+0.01 |
136 |
15,050 |
+104 |
| Mar09 |
080703 |
98.97 |
99.00 |
98.97 |
99.00 |
+0.01 |
230 |
9,717 |
-47 |
| Jun09 |
080703 |
98.86 |
98.88 |
98.86 |
98.88 |
+0.01 |
61 |
4,517 |
-190 |
| Sep09 |
080703 |
98.79 |
98.79 |
98.79 |
98.79 |
+0.01 |
0 |
1,188 |
+0 |
| Dec09 |
080703 |
98.72 |
98.72 |
98.72 |
98.72 |
+0.01 |
0 |
479 |
+0 |
| Mar10 |
080703 |
98.61 |
98.61 |
98.61 |
98.61 |
+0.01 |
0 |
450 |
+0 |
| Jun10 |
080703 |
98.57 |
98.57 |
98.57 |
98.57 |
+0.01 |
0 |
450 |
+0 |
| Total Volume and Open Interest |
459 |
57,998 |
-226 |
| Japanese Gov't Bonds(SGX) |
| Sep08 |
080630 |
135.03 |
135.50 |
135.03 |
135.24 |
+0.98 |
1,537 |
18,979 |
+90 |
| Dec08 |
080703 |
134.91 |
134.91 |
134.91 |
134.91 |
+0.34 |
|
|
|
| Mar09 |
080703 |
134.91 |
134.91 |
134.91 |
134.91 |
+0.34 |
|
|
|
| Total Volume and Open Interest |
816 |
19,708 |
+573 |
| Euro-Bund(EUREX) |
| Sep08 |
080703 |
110.17 |
111.20 |
109.87 |
110.82 |
+0.69 |
1,130,450 |
1,298,651 |
-29,076 |
| Dec08 |
080703 |
109.94 |
110.81 |
109.64 |
110.54 |
+0.67 |
107 |
340 |
+75 |
| Mar09 |
080703 |
110.54 |
110.54 |
110.54 |
110.54 |
+0.67 |
|
|
|
| Total Volume and Open Interest |
1,130,557 |
1,298,991 |
-29,001 |
| Euro-Bobl(EUREX) |
| Sep08 |
080703 |
105.51 |
106.41 |
105.12 |
106.08 |
+0.60 |
653,550 |
909,889 |
-25,675 |
| Dec08 |
080703 |
106.08 |
106.08 |
106.08 |
106.08 |
+0.60 |
0 |
2,348 |
+0 |
| Mar09 |
080703 |
106.08 |
106.08 |
106.08 |
106.08 |
+0.59 |
|
|
|
| Total Volume and Open Interest |
653,550 |
912,237 |
-25,675 |
| 3-Mth Euribor(EUREX) |
| Sep08 |
080702 |
94.905 |
94.910 |
94.885 |
94.895 |
-0.025 |
2,723 |
17,530 |
+196 |
| Dec08 |
080703 |
94.675 |
94.860 |
94.650 |
94.855 |
+0.130 |
452 |
6,887 |
+266 |
| Mar09 |
080703 |
94.615 |
94.910 |
94.605 |
94.865 |
+0.175 |
730 |
3,791 |
+243 |
| Total Volume and Open Interest |
2,646 |
32,852 |
+532 |
| Long Gilt(LIFFE) |
| Sep08 |
080703 |
104~18 |
105~17 |
104~11 |
105~05 |
+0~23 |
109,875 |
328,149 |
+6,145 |
| Dec08 |
080703 |
107~04 |
107~04 |
107~04 |
107~04 |
+0~23 |
0 |
25 |
+0 |
| Total Volume and Open Interest |
93,958 |
322,029 |
+3,641 |
| 3-Mth Short Sterling(LIFFE) |
| Sep08 |
080703 |
94.03 |
94.03 |
94.03 |
94.03 |
+0.07 |
45,838 |
428,525 |
-4,523 |
| Dec08 |
080703 |
93.95 |
93.95 |
93.95 |
93.95 |
+0.09 |
61,955 |
523,846 |
-3,554 |
| Mar09 |
080703 |
94.02 |
94.02 |
94.02 |
94.02 |
+0.11 |
80,622 |
445,605 |
-7,460 |
| Jun09 |
080703 |
94.07 |
94.07 |
94.07 |
94.07 |
+0.13 |
77,321 |
362,071 |
-764 |
| Sep09 |
080703 |
94.07 |
94.07 |
94.07 |
94.07 |
+0.14 |
56,224 |
189,641 |
+719 |
| Dec09 |
080703 |
94.04 |
94.04 |
94.04 |
94.04 |
+0.14 |
33,949 |
174,215 |
+1,552 |
| Total Volume and Open Interest |
402,903 |
2,338,399 |
-5,323 |
| 3-Mth Euribor(LIFFE) |
| Sep08 |
080703 |
94.885 |
94.970 |
94.845 |
94.955 |
+0.060 |
151,731 |
641,655 |
-9,775 |
| Dec08 |
080703 |
94.710 |
94.900 |
94.640 |
94.855 |
+0.135 |
165,396 |
624,187 |
-2,002 |
| Mar09 |
080703 |
94.680 |
94.935 |
94.590 |
94.865 |
+0.180 |
229,358 |
508,484 |
-4,467 |
| Total Volume and Open Interest |
1,117,642 |
3,218,237 |
-8,750 |
| 3-Mth Aus T-Bills(SFE) |
| Sep08 |
080703 |
92.14 |
92.15 |
92.12 |
92.14 |
+0.01 |
20,651 |
342,822 |
-3,113 |
| Dec08 |
080703 |
92.01 |
92.04 |
91.99 |
92.01 |
+0.01 |
30,459 |
211,573 |
+8,547 |
| Mar09 |
080703 |
91.99 |
92.02 |
91.98 |
91.99 |
+0.01 |
10,581 |
100,404 |
-2,486 |
| Jun09 |
080703 |
92.02 |
92.05 |
92.01 |
92.01 |
+0.01 |
5,708 |
71,803 |
-354 |
| Sep09 |
080703 |
92.07 |
92.09 |
92.07 |
92.07 |
+0.01 |
3,294 |
49,787 |
+614 |
| Dec09 |
080703 |
92.17 |
92.18 |
92.15 |
92.16 |
+0.02 |
1,555 |
29,625 |
+713 |
| Mar10 |
080703 |
92.26 |
92.27 |
92.22 |
92.23 |
+0.01 |
907 |
17,986 |
+137 |
| Jun10 |
080703 |
92.33 |
92.33 |
92.29 |
92.30 |
+0.02 |
1,628 |
6,310 |
+694 |
| Sep10 |
080703 |
92.33 |
92.34 |
92.33 |
92.34 |
+0.02 |
0 |
1,307 |
+0 |
| Dec10 |
080703 |
92.35 |
92.35 |
92.35 |
92.35 |
+0.01 |
0 |
1,019 |
+0 |
| Total Volume and Open Interest |
86,717 |
833,970 |
+4,752 |
| 10-Year Aus T-Bonds(SFE) |
| Sep08 |
080703 |
93.48 |
93.54 |
93.47 |
93.51 |
+0.08 |
28,497 |
432,224 |
+170 |
| Dec08 |
080703 |
93.51 |
93.51 |
93.51 |
93.51 |
+0.08 |
|
|
|
| Total Volume and Open Interest |
44,876 |
432,224 |
+170 |
| 3-Year Aus T-Bonds(SFE) |
| Sep08 |
080703 |
93.21 |
93.24 |
93.19 |
93.21 |
+0.04 |
56,601 |
537,702 |
+29,961 |
| Dec08 |
080703 |
93.21 |
93.21 |
93.21 |
93.21 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
101,759 |
537,702 |
+29,961 |
| Gold(CMX) |
| Aug08 |
080703 |
945.5 |
946.1 |
928.0 |
933.6 |
-12.9 |
125,044 |
277,379 |
+716 |
| Oct08 |
080703 |
951.5 |
951.5 |
938.0 |
938.5 |
-12.9 |
3,810 |
13,311 |
+986 |
| Dec08 |
080703 |
941.4 |
944.8 |
941.4 |
943.3 |
-12.9 |
4,575 |
62,599 |
+2,025 |
| Feb09 |
080703 |
948.1 |
948.1 |
948.1 |
948.1 |
-13.0 |
1,568 |
17,454 |
+592 |
| Apr09 |
080703 |
952.8 |
952.8 |
952.8 |
952.8 |
-13.2 |
475 |
13,734 |
+404 |
| Jun09 |
080703 |
957.8 |
957.8 |
957.8 |
957.8 |
-13.3 |
23 |
13,671 |
+13 |
| Aug09 |
080703 |
963.1 |
963.1 |
963.1 |
963.1 |
-13.5 |
2 |
6,538 |
+0 |
| Oct09 |
080703 |
968.5 |
968.5 |
968.5 |
968.5 |
-13.6 |
26 |
931 |
+0 |
| Dec09 |
080703 |
974.2 |
974.2 |
974.2 |
974.2 |
-13.7 |
14 |
13,365 |
+14 |
| Feb10 |
080703 |
980.4 |
980.4 |
980.4 |
980.4 |
-13.7 |
5 |
110 |
+0 |
| Apr10 |
080703 |
986.8 |
986.8 |
986.8 |
986.8 |
-13.7 |
5 |
11 |
+0 |
| Jun10 |
080703 |
993.3 |
993.3 |
993.3 |
993.3 |
-13.7 |
19 |
2,933 |
+0 |
| Total Volume and Open Interest |
161,922 |
434,024 |
+5,467 |
| Silver(CMX) |
| Jul08 |
080703 |
1828.5 |
1828.5 |
1828.5 |
1828.5 |
-5.2 |
284 |
726 |
-108 |
| Sep08 |
080703 |
1849.0 |
1852.0 |
1816.0 |
1837.0 |
-5.5 |
27,606 |
74,429 |
+1,853 |
| Dec08 |
080703 |
1851.8 |
1851.8 |
1851.8 |
1851.8 |
-5.6 |
1,406 |
27,797 |
+388 |
| Mar09 |
080703 |
1866.1 |
1866.1 |
1866.1 |
1866.1 |
-5.8 |
91 |
7,129 |
+40 |
| May09 |
080703 |
1875.5 |
1875.5 |
1875.5 |
1875.5 |
-6.0 |
404 |
3,312 |
+400 |
| Jul09 |
080703 |
1884.7 |
1884.7 |
1884.7 |
1884.7 |
-6.0 |
830 |
5,568 |
+401 |
| Sep09 |
080703 |
1893.8 |
1893.8 |
1893.8 |
1893.8 |
-5.8 |
6 |
543 |
+6 |
| Total Volume and Open Interest |
39,683 |
130,495 |
+4,374 |
| Platinum(NYMEX) |
| Jul08 |
080703 |
2089.6 |
2089.6 |
2027.9 |
2027.9 |
-46.6 |
1 |
154 |
-6 |
| Oct08 |
080703 |
2036.0 |
2036.0 |
2030.4 |
2030.4 |
-46.6 |
1,152 |
14,944 |
+71 |
| Jan09 |
080703 |
2048.0 |
2048.0 |
2034.4 |
2034.4 |
-45.8 |
2 |
109 |
+1 |
| Total Volume and Open Interest |
1,295 |
15,141 |
+47 |
| Palladium(NYMEX) |
| Sep08 |
080703 |
462.95 |
462.95 |
462.95 |
462.95 |
-7.05 |
276 |
14,997 |
+27 |
| Dec08 |
080703 |
466.55 |
466.55 |
466.55 |
466.55 |
-6.70 |
4 |
2,239 |
+0 |
| Mar09 |
080703 |
471.05 |
471.05 |
471.05 |
471.05 |
-6.70 |
1 |
44 |
+1 |
| Total Volume and Open Interest |
969 |
17,252 |
-42 |
| Copper(CMX) |
| Jul08 |
080703 |
403.90 |
404.90 |
395.35 |
396.30 |
-11.45 |
1,201 |
4,800 |
-533 |
| Sep08 |
080703 |
403.50 |
404.00 |
393.00 |
394.90 |
-11.45 |
22,949 |
68,768 |
+3,434 |
| Dec08 |
080703 |
398.30 |
398.30 |
391.40 |
391.60 |
-11.30 |
3,280 |
21,079 |
+287 |
| Mar09 |
080703 |
387.35 |
387.35 |
387.35 |
387.35 |
-11.20 |
694 |
5,833 |
+180 |
| May09 |
080703 |
384.15 |
384.15 |
384.15 |
384.15 |
-11.10 |
27 |
1,173 |
-34 |
| Total Volume and Open Interest |
11,189 |
111,367 |
+1,902 |
| Aluminum(CMX) |
| Jul08 |
080703 |
143.60 |
143.60 |
143.60 |
143.60 |
-2.70 |
|
|
|
| Aug08 |
080703 |
144.35 |
144.35 |
144.35 |
144.35 |
-2.70 |
|
|
|
| Sep08 |
080703 |
145.10 |
145.10 |
145.10 |
145.10 |
-2.70 |
|
|
|
| Oct08 |
080703 |
145.85 |
145.85 |
145.85 |
145.85 |
-2.70 |
|
|
|
| Nov08 |
080703 |
146.60 |
146.60 |
146.60 |
146.60 |
-2.70 |
|
|
|
| Dec08 |
080703 |
147.35 |
147.35 |
147.35 |
147.35 |
-2.70 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| DJIA Index(CBOT) |
| Sep08 |
080703 |
11270 |
11320 |
11145 |
11288 |
+77 |
6,150 |
25,946 |
+217 |
| Dec08 |
080703 |
11255 |
11286 |
11155 |
11286 |
+75 |
39 |
1,936 |
+37 |
| Mar09 |
080703 |
11306 |
11306 |
11306 |
11306 |
+75 |
|
|
|
| Jun09 |
080703 |
11321 |
11321 |
11321 |
11321 |
+75 |
|
|
|
| Total Volume and Open Interest |
11,893 |
27,642 |
+604 |
| S & P 500(CME) |
| Sep08 |
080703 |
1272.80 |
1272.80 |
1252.00 |
1264.90 |
+2.10 |
28,884 |
506,825 |
+5,457 |
| Dec08 |
080703 |
1259.00 |
1274.70 |
1259.00 |
1266.70 |
+2.00 |
310 |
14,676 |
+46 |
| Mar09 |
080703 |
1268.80 |
1268.80 |
1268.80 |
1268.80 |
+1.80 |
0 |
99 |
+0 |
| Jun09 |
080703 |
1272.90 |
1272.90 |
1272.90 |
1272.90 |
+1.60 |
92 |
122 |
-54 |
| Total Volume and Open Interest |
55,878 |
516,589 |
+8,697 |
| S & P 500 E-Mini(Globex) |
| Sep08 |
080703 |
1263.50 |
1273.75 |
1251.75 |
1265.00 |
+2.25 |
2,431,509 |
2,149,627 |
+66,876 |
| Dec08 |
080703 |
1263.25 |
1278.25 |
1254.00 |
1266.75 |
+2.00 |
2,572 |
26,006 |
+760 |
| Total Volume and Open Interest |
3,205,601 |
2,128,123 |
+65,137 |
| NASDAQ 100(CME) |
| Sep08 |
080703 |
1834.50 |
1839.00 |
1806.00 |
1822.00 |
-3.00 |
3,376 |
25,254 |
-29 |
| Dec08 |
080703 |
1831.00 |
1831.00 |
1831.00 |
1831.00 |
-3.00 |
0 |
11 |
+0 |
| Mar09 |
080703 |
1839.00 |
1839.00 |
1839.00 |
1839.00 |
-3.00 |
|
|
|
| Total Volume and Open Interest |
8,333 |
25,294 |
-139 |
| NASDAQ 100 E-Mini(Globex) |
| Sep08 |
080703 |
1826.80 |
1839.00 |
1806.30 |
1822.00 |
-3.00 |
476,841 |
306,638 |
+11,457 |
| Dec08 |
080703 |
1820.80 |
1847.00 |
1815.00 |
1831.00 |
-3.00 |
333 |
2,714 |
+39 |
| Total Volume and Open Interest |
582,323 |
298,622 |
+11,883 |
| S & P Midcap 400(CME) |
| Sep08 |
080703 |
797.50 |
797.50 |
785.30 |
787.70 |
-8.50 |
156 |
4,146 |
-78 |
| Dec08 |
080703 |
789.50 |
789.50 |
789.50 |
789.50 |
-8.50 |
0 |
2 |
+0 |
| Mar09 |
080703 |
796.55 |
796.55 |
796.55 |
796.55 |
-8.50 |
|
|
|
| Total Volume and Open Interest |
210 |
4,226 |
-6 |
| Russell 2000(CME) |
| Sep08 |
080703 |
672.00 |
672.00 |
662.25 |
664.00 |
-5.90 |
847 |
33,905 |
+2,248 |
| Total Volume and Open Interest |
1,514 |
31,657 |
+1,123 |
| Russell 2000 E-Mini(Globex) |
| Sep08 |
080703 |
670.00 |
674.00 |
658.70 |
664.00 |
-5.90 |
305,086 |
654,521 |
+18,679 |
| Total Volume and Open Interest |
318,603 |
635,842 |
+11,092 |
| Nikkei 225(CME) |
| Sep08 |
080703 |
13180 |
13360 |
13140 |
13240 |
-75 |
95,590 |
162,834 |
+2,733 |
| Dec08 |
080703 |
13165 |
13305 |
13105 |
13225 |
-25 |
305 |
150 |
-25 |
| Total Volume and Open Interest |
95,895 |
164,215 |
+2,708 |
| Nikkei 225(SGX) |
| Sep08 |
080703 |
13180 |
13360 |
13140 |
13240 |
-75 |
95,590 |
162,834 |
+2,733 |
| Dec08 |
080703 |
13165 |
13305 |
13105 |
13225 |
-25 |
305 |
150 |
-25 |
| Mar09 |
080703 |
13240 |
13240 |
13240 |
13240 |
-20 |
|
|
|
| Total Volume and Open Interest |
95,895 |
164,215 |
+2,708 |
| CAC 40(EURONEXT) |
| Jul08 |
080703 |
4280.0 |
4366.5 |
4228.5 |
4352.0 |
+51.0 |
129,566 |
521,189 |
+20,623 |
| Aug08 |
080703 |
4279.0 |
4378.5 |
4246.5 |
4366.5 |
+50.5 |
158 |
1,420 |
+112 |
| Sep08 |
080703 |
4313.0 |
4383.5 |
4262.5 |
4383.5 |
+51.0 |
1,082 |
34,798 |
-205 |
| Total Volume and Open Interest |
151,856 |
537,877 |
+21,414 |
| Hang Seng Index(HKFE) |
| Jul08 |
080703 |
21412 |
21783 |
21158 |
21267 |
-507 |
6,270 |
81,004 |
+50,000 |
| Aug08 |
080703 |
21403 |
21750 |
21150 |
21255 |
-502 |
36 |
61 |
+0 |
| Sep08 |
080703 |
21422 |
21638 |
21075 |
21182 |
-483 |
12 |
17 |
-1 |
| Total Volume and Open Interest |
6,327 |
81,124 |
+49,949 |
| DAX(EUREX) |
| Sep08 |
080703 |
6335.0 |
6451.5 |
6257.0 |
6413.5 |
+46.5 |
172,730 |
186,742 |
-3,155 |
| Dec08 |
080703 |
6403.0 |
6520.0 |
6334.5 |
6487.0 |
+45.0 |
348 |
11,509 |
-1 |
| Mar09 |
080703 |
6442.0 |
6581.5 |
6433.5 |
6567.0 |
+44.5 |
101 |
2,793 |
-7 |
| Total Volume and Open Interest |
226,749 |
204,207 |
+5,128 |
| FT-SE 100(EURONEXT) |
| Sep08 |
080703 |
5394.00 |
5510.50 |
5376.00 |
5500.50 |
+49.00 |
123,505 |
464,384 |
-5,633 |
| Dec08 |
080703 |
5459.50 |
5538.50 |
5445.50 |
5538.50 |
+47.50 |
16 |
4,656 |
+9 |
| Mar09 |
080703 |
5554.50 |
5554.50 |
5554.50 |
5554.50 |
+49.00 |
0 |
37 |
+0 |
| Total Volume and Open Interest |
156,585 |
474,701 |
+3,908 |
| SPI 200(SFE) |
| Sep08 |
080703 |
5006.0 |
5019.0 |
4975.0 |
5000.0 |
-94.0 |
29,800 |
288,288 |
+7,585 |
| Dec08 |
080703 |
5045.0 |
5058.0 |
5031.0 |
5050.0 |
-96.0 |
152 |
1,919 |
-2 |
| Mar09 |
080703 |
5062.0 |
5062.0 |
5062.0 |
5062.0 |
-96.0 |
78 |
330 |
+46 |
| Total Volume and Open Interest |
33,681 |
290,590 |
+7,629 |
| GSCI(CME) |
| Jul08 |
080703 |
885.00 |
886.80 |
884.00 |
886.80 |
+2.15 |
257 |
15,354 |
-149 |
| Aug08 |
080703 |
235.64 |
235.64 |
235.64 |
235.64 |
+2.15 |
103 |
103 |
+100 |
| Sep08 |
080703 |
237.64 |
237.64 |
237.64 |
237.64 |
+1.50 |
|
|
|
| Total Volume and Open Interest |
831 |
15,506 |
+216 |
| RJ/CRB Index(ICE) |
| Aug08 |
080703 |
611.25 |
618.00 |
611.25 |
614.00 |
-4.00 |
8 |
623 |
+1 |
| Nov08 |
080703 |
622.70 |
630.00 |
622.70 |
626.00 |
-4.00 |
2 |
481 |
+0 |
| Jan09 |
080703 |
635.00 |
635.00 |
631.00 |
631.00 |
-4.00 |
0 |
207 |
+0 |
| Total Volume and Open Interest |
|
|
|
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|