|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed August 06, 2008 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Aug08 |
080806 |
1262.00 |
1262.00 |
1210.00 |
1220.50 |
-42.00 |
1,069 |
2,601 |
-1,317 |
| Sep08 |
080806 |
1256.00 |
1264.00 |
1201.50 |
1213.50 |
-45.50 |
1,769 |
26,360 |
+595 |
| Nov08 |
080806 |
1271.00 |
1275.00 |
1199.00 |
1222.00 |
-47.00 |
9,988 |
252,206 |
-1,214 |
| Jan09 |
080806 |
1289.00 |
1290.00 |
1230.00 |
1239.75 |
-47.00 |
360 |
36,080 |
+974 |
| Mar09 |
080806 |
1305.00 |
1305.00 |
1255.75 |
1255.75 |
-47.00 |
672 |
14,356 |
+635 |
| May09 |
080806 |
1322.00 |
1322.00 |
1252.00 |
1267.00 |
-47.00 |
398 |
13,350 |
+39 |
| Jul09 |
080806 |
1334.00 |
1334.00 |
1273.00 |
1279.00 |
-46.50 |
248 |
11,688 |
-5 |
| Total Volume and Open Interest |
108,156 |
393,205 |
-4,561 |
| Soybean Meal(CBOT) |
| Aug08 |
080806 |
347.50 |
347.50 |
329.50 |
334.00 |
-13.50 |
636 |
4,159 |
-1,241 |
| Sep08 |
080806 |
342.00 |
343.00 |
322.50 |
329.00 |
-12.50 |
3,979 |
37,310 |
+221 |
| Oct08 |
080806 |
339.50 |
339.50 |
320.00 |
325.40 |
-12.10 |
923 |
24,064 |
+535 |
| Dec08 |
080806 |
340.00 |
340.50 |
320.50 |
326.80 |
-12.70 |
2,728 |
77,565 |
-1,590 |
| Jan09 |
080806 |
344.50 |
345.00 |
325.00 |
329.40 |
-12.80 |
340 |
10,922 |
-26 |
| Mar09 |
080806 |
349.00 |
349.00 |
331.00 |
334.50 |
-12.80 |
796 |
12,037 |
+539 |
| May09 |
080806 |
352.00 |
352.50 |
332.50 |
337.30 |
-12.90 |
479 |
5,666 |
+79 |
| Jul09 |
080806 |
347.50 |
347.50 |
335.50 |
340.80 |
-12.40 |
245 |
5,146 |
+75 |
| Total Volume and Open Interest |
49,755 |
186,375 |
+46 |
| Soybean Oil(CBOT) |
| Aug08 |
080806 |
53.45 |
53.45 |
51.05 |
51.48 |
-1.50 |
1,255 |
3,141 |
-1,712 |
| Sep08 |
080806 |
53.55 |
53.58 |
50.80 |
51.67 |
-1.51 |
2,421 |
40,418 |
-475 |
| Oct08 |
080806 |
53.93 |
53.93 |
51.65 |
51.97 |
-1.53 |
442 |
25,373 |
-228 |
| Dec08 |
080806 |
54.55 |
54.73 |
51.66 |
52.60 |
-1.55 |
3,579 |
120,921 |
+2,277 |
| Jan09 |
080806 |
55.02 |
55.02 |
52.18 |
53.09 |
-1.56 |
330 |
10,308 |
+192 |
| Mar09 |
080806 |
55.00 |
55.00 |
52.75 |
53.66 |
-1.55 |
764 |
10,900 |
+43 |
| May09 |
080806 |
56.00 |
56.00 |
53.20 |
54.12 |
-1.49 |
516 |
7,425 |
+59 |
| Jul09 |
080806 |
56.40 |
56.40 |
53.70 |
54.50 |
-1.53 |
218 |
9,118 |
-4 |
| Total Volume and Open Interest |
67,534 |
245,469 |
-2,375 |
| Canola(WCE) |
| Nov08 |
080806 |
563.7 |
575.0 |
546.4 |
549.5 |
-14.2 |
10,785 |
62,348 |
+1,598 |
| Jan09 |
080806 |
578.9 |
578.9 |
558.3 |
562.6 |
-10.1 |
398 |
14,226 |
-55 |
| Mar09 |
080806 |
580.0 |
580.0 |
571.2 |
572.5 |
-10.6 |
663 |
4,076 |
-158 |
| May09 |
080806 |
583.0 |
583.0 |
583.0 |
583.0 |
-10.8 |
40 |
2,043 |
-2 |
| Jul09 |
080806 |
592.0 |
592.0 |
592.0 |
592.0 |
-10.9 |
39 |
1,970 |
+16 |
| Total Volume and Open Interest |
5,348 |
86,831 |
+1,036 |
| Corn(CBOT) |
| Sep08 |
080806 |
528.00 |
529.50 |
503.00 |
508.00 |
-17.25 |
11,832 |
251,627 |
-12,605 |
| Dec08 |
080806 |
548.00 |
549.00 |
522.75 |
527.75 |
-17.25 |
18,002 |
539,344 |
+1,287 |
| Mar09 |
080806 |
568.00 |
568.00 |
542.75 |
547.25 |
-17.50 |
2,836 |
164,255 |
+1,857 |
| May09 |
080806 |
581.00 |
581.00 |
556.00 |
559.75 |
-18.00 |
149 |
28,531 |
+502 |
| Jul09 |
080806 |
590.75 |
590.75 |
565.50 |
570.00 |
-17.75 |
677 |
82,727 |
+148 |
| Sep09 |
080806 |
585.00 |
585.00 |
572.00 |
573.00 |
-15.00 |
10 |
15,070 |
+190 |
| Total Volume and Open Interest |
223,132 |
1,226,668 |
-3,051 |
| Wheat(CBOT) |
| Sep08 |
080806 |
790.00 |
790.00 |
751.00 |
765.75 |
-14.25 |
2,017 |
124,978 |
-5,875 |
| Dec08 |
080806 |
811.00 |
813.00 |
777.50 |
790.75 |
-14.00 |
2,167 |
130,094 |
+5,461 |
| Mar09 |
080806 |
836.50 |
837.00 |
810.00 |
814.75 |
-14.00 |
324 |
26,075 |
+439 |
| May09 |
080806 |
829.00 |
829.00 |
828.00 |
829.00 |
-14.25 |
0 |
3,145 |
-52 |
| Jul09 |
080806 |
864.00 |
864.00 |
833.00 |
842.25 |
-13.00 |
261 |
35,120 |
-125 |
| Total Volume and Open Interest |
88,991 |
340,175 |
-1,098 |
| Wheat(KCBT) |
| Sep08 |
080806 |
810.00 |
816.00 |
785.00 |
796.00 |
-10.50 |
14,061 |
38,607 |
-2,268 |
| Dec08 |
080806 |
836.00 |
840.00 |
809.50 |
818.75 |
-13.50 |
7,562 |
33,868 |
+1,076 |
| Mar09 |
080806 |
830.00 |
850.00 |
830.00 |
847.00 |
-10.00 |
913 |
8,852 |
-105 |
| May09 |
080806 |
866.50 |
867.00 |
845.00 |
854.00 |
-15.00 |
45 |
971 |
+9 |
| Jul09 |
080806 |
874.00 |
878.00 |
850.00 |
856.00 |
-19.00 |
339 |
12,835 |
-57 |
| Total Volume and Open Interest |
26,915 |
100,241 |
+2,954 |
| Wheat(MGE) |
| Sep08 |
080806 |
852.75 |
861.50 |
830.00 |
852.75 |
-0.50 |
2,360 |
12,367 |
+180 |
| Dec08 |
080806 |
867.50 |
876.00 |
844.50 |
863.50 |
-6.75 |
1,861 |
20,894 |
+8 |
| Mar09 |
080806 |
866.00 |
895.75 |
862.25 |
879.75 |
-10.25 |
356 |
5,034 |
+120 |
| May09 |
080806 |
900.50 |
900.50 |
865.50 |
882.50 |
-17.50 |
130 |
1,905 |
+46 |
| Jul09 |
080806 |
870.00 |
872.00 |
865.00 |
872.00 |
-13.00 |
0 |
462 |
+0 |
| Total Volume and Open Interest |
4,987 |
42,445 |
+656 |
| Oats(CBOT) |
| Sep08 |
080806 |
360.00 |
360.00 |
357.00 |
357.00 |
-2.75 |
7 |
2,148 |
-201 |
| Dec08 |
080806 |
381.00 |
381.25 |
374.00 |
376.00 |
-2.50 |
216 |
9,719 |
+187 |
| Mar09 |
080806 |
395.25 |
395.25 |
395.25 |
395.25 |
-2.50 |
45 |
1,985 |
-133 |
| May09 |
080806 |
411.00 |
411.25 |
405.25 |
408.25 |
-2.75 |
45 |
815 |
+21 |
| Total Volume and Open Interest |
2,106 |
15,036 |
-347 |
| Rough Rice(CBOT) |
| Sep08 |
080806 |
15.88 |
15.88 |
15.88 |
15.88 |
-0.32 |
3 |
4,229 |
-195 |
| Nov08 |
080806 |
16.38 |
16.38 |
16.18 |
16.18 |
-0.33 |
11 |
7,028 |
-3 |
| Jan09 |
080806 |
16.50 |
16.50 |
16.50 |
16.50 |
-0.31 |
0 |
863 |
+1 |
| Mar09 |
080806 |
16.81 |
16.81 |
16.81 |
16.81 |
-0.30 |
0 |
408 |
+0 |
| Total Volume and Open Interest |
2,160 |
13,072 |
-297 |
| Live Cattle(CME) |
| Aug08 |
080806 |
100.500 |
102.450 |
100.300 |
102.350 |
+2.120 |
8,880 |
23,163 |
-1,507 |
| Oct08 |
080806 |
107.135 |
108.600 |
106.400 |
108.550 |
+1.650 |
19,306 |
147,995 |
+588 |
| Dec08 |
080806 |
107.400 |
107.400 |
106.250 |
107.250 |
-0.050 |
18,811 |
68,546 |
+514 |
| Feb09 |
080806 |
108.035 |
108.150 |
106.750 |
107.950 |
-0.300 |
3,452 |
29,022 |
+689 |
| Apr09 |
080806 |
109.050 |
109.050 |
107.480 |
108.385 |
-0.445 |
3,773 |
18,148 |
+1,045 |
| Jun09 |
080806 |
107.100 |
107.100 |
105.500 |
106.350 |
-0.550 |
288 |
7,727 |
+74 |
| Total Volume and Open Interest |
57,652 |
295,590 |
+510 |
| Feeder Cattle(CME) |
| Aug08 |
080806 |
115.200 |
115.900 |
114.600 |
115.500 |
+0.150 |
1,655 |
6,614 |
+551 |
| Sep08 |
080806 |
116.930 |
117.250 |
115.650 |
117.200 |
+0.100 |
2,397 |
12,708 |
-897 |
| Oct08 |
080806 |
117.450 |
117.850 |
116.400 |
117.535 |
-0.015 |
1,649 |
8,454 |
-626 |
| Nov08 |
080806 |
118.100 |
118.950 |
117.550 |
118.700 |
+0.065 |
1,174 |
3,904 |
+317 |
| Jan09 |
080806 |
117.600 |
117.600 |
116.500 |
117.550 |
-0.300 |
437 |
1,646 |
+224 |
| Mar09 |
080806 |
116.900 |
117.650 |
116.500 |
117.550 |
-0.280 |
349 |
702 |
+226 |
| Apr09 |
080806 |
116.900 |
117.700 |
116.600 |
117.700 |
unch |
176 |
354 |
+155 |
| Total Volume and Open Interest |
7,408 |
34,691 |
-257 |
| Lean Hogs(CME) |
| Aug08 |
080806 |
83.550 |
84.600 |
83.500 |
84.400 |
+1.615 |
3,768 |
12,543 |
-1,063 |
| Oct08 |
080806 |
75.250 |
77.400 |
75.100 |
76.900 |
+2.400 |
17,990 |
85,800 |
-725 |
| Dec08 |
080806 |
74.450 |
75.200 |
74.000 |
74.350 |
+0.200 |
18,346 |
70,549 |
+1,172 |
| Feb09 |
080806 |
80.000 |
80.200 |
78.200 |
78.350 |
-1.800 |
4,214 |
26,242 |
+281 |
| Apr09 |
080806 |
83.700 |
83.800 |
81.300 |
81.700 |
-2.500 |
3,302 |
24,596 |
+193 |
| May09 |
080806 |
88.000 |
88.000 |
86.250 |
86.900 |
-2.350 |
64 |
948 |
-4 |
| Jun09 |
080806 |
92.550 |
92.800 |
90.200 |
90.400 |
-2.800 |
960 |
15,597 |
+47 |
| Jul09 |
080806 |
24.769 |
24.769 |
22.969 |
23.469 |
-2.500 |
40 |
994 |
+28 |
| Total Volume and Open Interest |
34,189 |
238,343 |
+524 |
| Pork Bellies(CME) |
| Aug08 |
080806 |
62.400 |
65.500 |
62.400 |
63.900 |
-1.500 |
49 |
158 |
-57 |
| Feb09 |
080806 |
89.600 |
90.250 |
89.550 |
90.100 |
+0.370 |
75 |
677 |
+35 |
| Mar09 |
080806 |
92.500 |
92.500 |
92.500 |
92.500 |
unch |
0 |
6 |
+0 |
| May09 |
080806 |
28.669 |
28.669 |
28.669 |
28.669 |
unch |
0 |
1 |
+0 |
| Jul09 |
080806 |
30.469 |
30.469 |
30.469 |
30.469 |
unch |
|
|
|
| Total Volume and Open Interest |
540 |
865 |
-116 |
| Class III Milk(CME) |
| Aug08 |
080806 |
17.56 |
17.56 |
17.56 |
17.56 |
-0.16 |
118 |
4,324 |
-8 |
| Sep08 |
080806 |
17.36 |
17.36 |
17.30 |
17.30 |
-0.23 |
317 |
4,925 |
+75 |
| Oct08 |
080806 |
17.91 |
17.91 |
17.65 |
17.65 |
-0.32 |
276 |
3,765 |
+41 |
| Nov08 |
080806 |
17.79 |
17.79 |
17.79 |
17.79 |
-0.23 |
101 |
3,410 |
+26 |
| Dec08 |
080806 |
17.81 |
17.81 |
17.81 |
17.81 |
-0.19 |
130 |
3,750 |
+34 |
| Total Volume and Open Interest |
833 |
32,191 |
+292 |
| Cocoa(ICE) |
| Sep08 |
080806 |
2724 |
2866 |
2723 |
2756 |
+38 |
8,661 |
42,197 |
-5,229 |
| Dec08 |
080806 |
2717 |
2890 |
2717 |
2785 |
+41 |
6,334 |
53,597 |
+570 |
| Mar09 |
080806 |
2785 |
2860 |
2785 |
2788 |
+39 |
1,051 |
24,223 |
+335 |
| May09 |
080806 |
2796 |
2852 |
2791 |
2791 |
+39 |
137 |
8,531 |
+111 |
| Jul09 |
080806 |
2808 |
2853 |
2791 |
2791 |
+39 |
81 |
4,072 |
+35 |
| Sep09 |
080806 |
2805 |
2850 |
2787 |
2787 |
+30 |
3 |
1,501 |
+0 |
| Dec09 |
080806 |
2835 |
2866 |
2794 |
2794 |
+36 |
20 |
5,785 |
+15 |
| Total Volume and Open Interest |
36,654 |
146,812 |
-4,612 |
| Coffee "C"(ICE) |
| Sep08 |
080806 |
140.20 |
140.95 |
137.20 |
137.90 |
-2.30 |
20,226 |
63,037 |
-2,907 |
| Dec08 |
080806 |
144.00 |
144.70 |
141.00 |
141.70 |
-2.25 |
6,893 |
58,555 |
+3,229 |
| Mar09 |
080806 |
147.90 |
148.20 |
145.00 |
145.35 |
-2.25 |
557 |
13,083 |
+210 |
| May09 |
080806 |
150.45 |
150.50 |
147.65 |
147.70 |
-2.20 |
82 |
4,725 |
+21 |
| Jul09 |
080806 |
149.90 |
149.90 |
149.90 |
149.90 |
-2.20 |
54 |
1,663 |
-10 |
| Sep09 |
080806 |
152.05 |
152.05 |
152.05 |
152.05 |
-2.15 |
64 |
1,480 |
+7 |
| Total Volume and Open Interest |
26,083 |
144,464 |
-2,173 |
| Orange Juice(ICE) |
| Sep08 |
080806 |
97.80 |
99.45 |
96.95 |
98.70 |
+0.75 |
2,810 |
14,830 |
-436 |
| Nov08 |
080806 |
101.25 |
103.25 |
101.00 |
102.60 |
+0.80 |
1,816 |
10,989 |
+717 |
| Jan09 |
080806 |
105.70 |
106.55 |
105.60 |
106.25 |
+0.80 |
243 |
2,440 |
+126 |
| Mar09 |
080806 |
109.50 |
110.30 |
109.00 |
109.90 |
+0.85 |
14 |
2,855 |
+10 |
| May09 |
080806 |
113.00 |
113.40 |
113.00 |
113.40 |
+0.85 |
2 |
217 |
+2 |
| Jul09 |
080806 |
115.90 |
115.90 |
115.90 |
115.90 |
+0.85 |
0 |
38 |
+0 |
| Total Volume and Open Interest |
5,262 |
30,972 |
+932 |
| Sugar #11(ICE) |
| Oct08 |
080806 |
13.87 |
14.31 |
13.78 |
14.19 |
+0.26 |
62,180 |
329,885 |
-1,290 |
| Mar09 |
080806 |
15.07 |
15.50 |
14.97 |
15.39 |
+0.24 |
19,626 |
165,596 |
+1,339 |
| May09 |
080806 |
15.05 |
15.51 |
15.00 |
15.40 |
+0.21 |
2,684 |
80,620 |
-394 |
| Jul09 |
080806 |
15.12 |
15.52 |
15.04 |
15.40 |
+0.21 |
2,162 |
80,837 |
+273 |
| Oct09 |
080806 |
15.35 |
15.77 |
15.30 |
15.66 |
+0.22 |
1,431 |
63,900 |
+151 |
| Total Volume and Open Interest |
101,926 |
789,988 |
+119 |
| Sugar #14(ICE) |
| Sep08 |
080806 |
23.40 |
24.00 |
23.40 |
23.75 |
unch |
184 |
831 |
+81 |
| Nov08 |
080806 |
23.40 |
23.42 |
23.38 |
23.38 |
+0.02 |
65 |
3,118 |
+0 |
| Jan09 |
080806 |
23.28 |
23.28 |
23.28 |
23.28 |
unch |
45 |
2,088 |
+0 |
| Mar09 |
080806 |
23.28 |
23.30 |
23.28 |
23.28 |
-0.01 |
31 |
1,594 |
+26 |
| May09 |
080806 |
23.25 |
23.25 |
23.25 |
23.25 |
-0.02 |
25 |
873 |
+25 |
| Total Volume and Open Interest |
408 |
9,498 |
+223 |
| London Cocoa(LCE) |
| Sep08 |
080806 |
1489 |
1548 |
1477 |
1484 |
+14 |
3,909 |
65,173 |
-1,440 |
| Dec08 |
080806 |
1484 |
1544 |
1480 |
1489 |
+18 |
4,391 |
63,163 |
-531 |
| Mar09 |
080806 |
1483 |
1527 |
1475 |
1484 |
+18 |
1,298 |
39,618 |
+378 |
| May09 |
080806 |
1480 |
1532 |
1480 |
1489 |
+18 |
871 |
19,376 |
+244 |
| Jul09 |
080806 |
1527 |
1527 |
1494 |
1494 |
+21 |
123 |
7,502 |
+12 |
| Sep09 |
080806 |
1526 |
1526 |
1493 |
1493 |
+20 |
94 |
1,598 |
+24 |
| Dec09 |
080806 |
1497 |
1497 |
1497 |
1497 |
+22 |
77 |
1,973 |
+42 |
| Total Volume and Open Interest |
19,618 |
199,945 |
-130 |
| London Coffee(LCE) |
| Sep08 |
080806 |
2422.00 |
2422.00 |
2331.00 |
2362.00 |
-62.00 |
8,176 |
66,034 |
+500 |
| Nov08 |
080806 |
2391.00 |
2391.00 |
2319.00 |
2345.00 |
-46.00 |
7,051 |
30,961 |
+2,108 |
| Jan09 |
080806 |
2304.00 |
2317.00 |
2255.00 |
2282.00 |
-31.00 |
711 |
46,588 |
+149 |
| Total Volume and Open Interest |
19,091 |
140,826 |
-2,003 |
| London Sugar(LCE) |
| Oct08 |
080806 |
391.10 |
399.90 |
386.60 |
395.90 |
+8.90 |
4,163 |
24,354 |
+327 |
| Dec08 |
080806 |
402.40 |
409.90 |
397.00 |
405.70 |
+8.70 |
1,180 |
11,855 |
+195 |
| Mar09 |
080806 |
414.00 |
422.00 |
413.00 |
419.70 |
+7.60 |
306 |
14,790 |
+150 |
| May09 |
080806 |
415.00 |
422.50 |
415.00 |
420.90 |
+7.10 |
128 |
3,936 |
+98 |
| Aug09 |
080806 |
417.20 |
421.40 |
416.70 |
421.40 |
+7.10 |
41 |
4,918 |
+40 |
| Total Volume and Open Interest |
5,308 |
62,500 |
-40 |
| Cotton(ICE) |
| Oct08 |
080806 |
67.16 |
68.00 |
66.97 |
67.46 |
+0.49 |
709 |
4,521 |
-60 |
| Dec08 |
080806 |
69.02 |
70.20 |
69.02 |
69.56 |
+0.53 |
19,219 |
161,704 |
-2,759 |
| Mar09 |
080806 |
74.67 |
75.31 |
74.47 |
74.77 |
+0.41 |
1,144 |
33,782 |
+234 |
| May09 |
080806 |
76.51 |
77.11 |
76.46 |
76.62 |
+0.46 |
138 |
3,057 |
-38 |
| Jul09 |
080806 |
78.01 |
78.65 |
77.95 |
78.07 |
+0.46 |
135 |
6,332 |
-85 |
| Oct09 |
080806 |
80.07 |
80.07 |
80.07 |
80.07 |
+0.26 |
0 |
123 |
-9 |
| Total Volume and Open Interest |
29,317 |
220,489 |
-3,685 |
| Lumber(CME) |
| Sep08 |
080806 |
261.5 |
261.5 |
254.5 |
257.3 |
-4.0 |
1,093 |
5,329 |
-258 |
| Nov08 |
080806 |
254.0 |
254.0 |
246.2 |
249.8 |
-1.4 |
788 |
6,698 |
-37 |
| Jan09 |
080806 |
267.8 |
268.0 |
265.1 |
268.0 |
-0.5 |
503 |
1,717 |
+70 |
| Mar09 |
080806 |
270.2 |
271.0 |
269.5 |
271.0 |
-0.9 |
27 |
214 |
+12 |
| Total Volume and Open Interest |
1,752 |
14,276 |
-371 |
| Crude Oil(NYM) |
| Sep08 |
080806 |
118.90 |
119.70 |
117.25 |
118.58 |
-0.59 |
316,589 |
273,227 |
-4,593 |
| Oct08 |
080806 |
118.90 |
118.90 |
118.44 |
118.44 |
-0.78 |
145,778 |
141,200 |
+6,717 |
| Nov08 |
080806 |
118.59 |
118.59 |
118.59 |
118.59 |
-0.83 |
68,764 |
76,022 |
-3,056 |
| Dec08 |
080806 |
118.81 |
118.81 |
118.81 |
118.81 |
-0.85 |
68,130 |
185,304 |
+5,471 |
| Jan09 |
080806 |
118.96 |
118.96 |
118.96 |
118.96 |
-0.87 |
11,625 |
36,311 |
-427 |
| Feb09 |
080806 |
119.05 |
119.05 |
119.05 |
119.05 |
-0.88 |
5,748 |
17,142 |
-100 |
| Mar09 |
080806 |
119.06 |
119.06 |
119.06 |
119.06 |
-0.89 |
2,863 |
13,915 |
+145 |
| Apr09 |
080806 |
118.99 |
118.99 |
118.99 |
118.99 |
-0.89 |
1,293 |
13,032 |
-185 |
| May09 |
080806 |
118.85 |
118.85 |
118.85 |
118.85 |
-0.89 |
857 |
15,604 |
-184 |
| Jun09 |
080806 |
119.57 |
119.57 |
118.68 |
118.68 |
-0.89 |
4,269 |
54,795 |
+497 |
| Jul09 |
080806 |
118.47 |
118.47 |
118.47 |
118.47 |
-0.88 |
650 |
18,131 |
-102 |
| Aug09 |
080806 |
118.25 |
118.25 |
118.25 |
118.25 |
-0.87 |
11 |
8,870 |
+1 |
| Sep09 |
080806 |
118.03 |
118.03 |
118.03 |
118.03 |
-0.86 |
1,465 |
11,257 |
+24 |
| Oct09 |
080806 |
117.82 |
117.82 |
117.82 |
117.82 |
-0.85 |
200 |
5,765 |
+81 |
| Nov09 |
080806 |
117.61 |
117.61 |
117.61 |
117.61 |
-0.84 |
321 |
4,146 |
-206 |
| Dec09 |
080806 |
117.42 |
117.42 |
117.42 |
117.42 |
-0.83 |
21,949 |
118,358 |
+678 |
| Total Volume and Open Interest |
503,662 |
1,245,521 |
-8,235 |
| e-miNY Crude Oil(NYM) |
| Aug08 |
080721 |
129.125 |
132.075 |
128.650 |
131.050 |
+2.175 |
20,367 |
5,267 |
-1,593 |
| Sep08 |
080806 |
118.600 |
120.450 |
117.100 |
118.575 |
-0.600 |
26,136 |
5,569 |
-326 |
| Oct08 |
080806 |
118.825 |
120.300 |
117.150 |
118.450 |
-0.775 |
2,000 |
1,410 |
+117 |
| Nov08 |
080806 |
118.525 |
120.375 |
117.375 |
118.600 |
-0.825 |
438 |
430 |
-28 |
| Dec08 |
080806 |
119.225 |
120.725 |
117.750 |
118.800 |
-0.850 |
404 |
397 |
+173 |
| Jan09 |
080806 |
118.950 |
118.950 |
118.950 |
118.950 |
-0.875 |
7 |
7 |
+0 |
| Feb09 |
080806 |
119.050 |
119.050 |
119.050 |
119.050 |
-0.875 |
2 |
3 |
+0 |
| Mar09 |
080806 |
119.050 |
119.050 |
119.050 |
119.050 |
-0.900 |
|
|
|
| Apr09 |
080806 |
119.000 |
119.000 |
119.000 |
119.000 |
-0.875 |
0 |
1 |
+0 |
| May09 |
080806 |
118.850 |
118.850 |
118.850 |
118.850 |
-0.900 |
1 |
1 |
+0 |
| Total Volume and Open Interest |
25,811 |
7,970 |
-1,161 |
| Heating Oil(NYM) |
| Sep08 |
080806 |
326.50 |
326.50 |
322.00 |
323.79 |
-4.41 |
35,426 |
69,010 |
-584 |
| Oct08 |
080806 |
326.89 |
326.89 |
326.89 |
326.89 |
-4.16 |
13,185 |
29,575 |
+936 |
| Nov08 |
080806 |
330.54 |
330.54 |
330.54 |
330.54 |
-4.06 |
6,365 |
15,975 |
+88 |
| Dec08 |
080806 |
333.05 |
334.09 |
333.05 |
334.09 |
-4.06 |
8,355 |
21,322 |
+421 |
| Jan09 |
080806 |
335.63 |
337.19 |
335.63 |
337.19 |
-3.86 |
2,431 |
16,550 |
+272 |
| Feb09 |
080806 |
339.04 |
339.04 |
339.04 |
339.04 |
-3.76 |
1,135 |
6,512 |
-209 |
| Mar09 |
080806 |
338.34 |
338.34 |
338.34 |
338.34 |
-3.66 |
1,249 |
6,567 |
+86 |
| Apr09 |
080806 |
335.14 |
335.14 |
335.14 |
335.14 |
-3.31 |
337 |
3,032 |
-118 |
| May09 |
080806 |
332.04 |
332.04 |
332.04 |
332.04 |
-3.06 |
226 |
1,707 |
-15 |
| Jun09 |
080806 |
328.01 |
329.84 |
328.01 |
329.84 |
-2.86 |
1,941 |
20,728 |
-402 |
| Jul09 |
080806 |
329.54 |
329.54 |
329.54 |
329.54 |
-2.81 |
600 |
2,357 |
+152 |
| Aug09 |
080806 |
330.39 |
330.39 |
330.39 |
330.39 |
-2.71 |
274 |
963 |
+77 |
| Total Volume and Open Interest |
60,923 |
223,364 |
+2,997 |
| Gasoline(NYMEX) |
| Sep08 |
080806 |
294.00 |
301.00 |
291.60 |
294.93 |
-0.71 |
32,040 |
78,217 |
-1,139 |
| Oct08 |
080806 |
285.21 |
290.72 |
282.35 |
285.58 |
-1.11 |
10,893 |
37,201 |
+1,118 |
| Nov08 |
080806 |
286.72 |
290.19 |
283.47 |
286.38 |
-1.51 |
4,065 |
22,793 |
-111 |
| Dec08 |
080806 |
289.50 |
292.46 |
284.78 |
287.58 |
-1.66 |
2,927 |
26,598 |
-31 |
| Jan09 |
080806 |
291.25 |
294.00 |
289.58 |
289.58 |
-1.76 |
309 |
10,138 |
-26 |
| Feb09 |
080806 |
292.00 |
292.00 |
291.88 |
291.88 |
-1.76 |
180 |
5,004 |
+47 |
| Mar09 |
080806 |
296.64 |
296.64 |
294.38 |
294.38 |
-1.76 |
113 |
3,497 |
+27 |
| Apr09 |
080806 |
308.95 |
309.53 |
308.95 |
309.53 |
-1.76 |
70 |
8,638 |
+20 |
| May09 |
080806 |
311.70 |
311.70 |
309.80 |
309.93 |
-1.76 |
1 |
4,504 |
+1 |
| Jun09 |
080806 |
309.28 |
309.28 |
309.28 |
309.28 |
-1.76 |
31 |
5,075 |
+16 |
| Total Volume and Open Interest |
50,644 |
216,544 |
-70 |
| e-miNY RBOB Gasoline(NYM) |
| Sep08 |
080806 |
294.93 |
294.93 |
294.93 |
294.93 |
-0.71 |
|
|
|
| Oct08 |
080806 |
285.58 |
285.58 |
285.58 |
285.58 |
-1.11 |
|
|
|
| Nov08 |
080806 |
286.38 |
286.38 |
286.38 |
286.38 |
-1.51 |
|
|
|
| Dec08 |
080806 |
287.58 |
287.58 |
287.58 |
287.58 |
-1.66 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Natural Gas(NYM) |
| Sep08 |
080806 |
8.580 |
8.773 |
8.580 |
8.773 |
+0.047 |
97,075 |
124,774 |
+1,160 |
| Oct08 |
080806 |
8.680 |
8.890 |
8.670 |
8.855 |
+0.035 |
30,004 |
98,698 |
+2,267 |
| Nov08 |
080806 |
9.070 |
9.225 |
9.070 |
9.225 |
+0.010 |
14,894 |
65,241 |
+1,577 |
| Dec08 |
080806 |
9.540 |
9.635 |
9.540 |
9.635 |
+0.002 |
5,947 |
44,154 |
-100 |
| Jan09 |
080806 |
9.830 |
9.870 |
9.830 |
9.870 |
+0.015 |
7,055 |
64,772 |
+163 |
| Feb09 |
080806 |
9.845 |
9.880 |
9.845 |
9.880 |
+0.015 |
1,958 |
23,296 |
-5 |
| Mar09 |
080806 |
9.715 |
9.715 |
9.715 |
9.715 |
+0.015 |
4,653 |
60,233 |
+659 |
| Apr09 |
080806 |
9.110 |
9.140 |
9.110 |
9.140 |
+0.015 |
3,522 |
61,710 |
-368 |
| May09 |
080806 |
9.090 |
9.105 |
9.090 |
9.105 |
+0.015 |
2,038 |
41,508 |
-260 |
| Jun09 |
080806 |
9.197 |
9.197 |
9.197 |
9.197 |
+0.015 |
221 |
19,006 |
+30 |
| Jul09 |
080806 |
9.300 |
9.300 |
9.300 |
9.300 |
+0.015 |
171 |
17,592 |
+44 |
| Aug09 |
080806 |
9.370 |
9.370 |
9.370 |
9.370 |
+0.015 |
168 |
17,073 |
+52 |
| Sep09 |
080806 |
9.405 |
9.405 |
9.405 |
9.405 |
+0.015 |
179 |
14,570 |
+7 |
| Oct09 |
080806 |
9.490 |
9.490 |
9.490 |
9.490 |
+0.015 |
1,848 |
30,838 |
-251 |
| Nov09 |
080806 |
9.820 |
9.820 |
9.820 |
9.820 |
+0.005 |
231 |
17,124 |
+13 |
| Dec09 |
080806 |
10.210 |
10.210 |
10.210 |
10.210 |
+0.005 |
340 |
27,295 |
-114 |
| Total Volume and Open Interest |
208,467 |
933,759 |
-1,835 |
| Brent Crude Oil(ICE) |
| Sep08 |
080806 |
116.98 |
118.77 |
115.60 |
117.00 |
-0.70 |
103,372 |
73,150 |
-5,928 |
| Oct08 |
080806 |
118.48 |
120.00 |
116.84 |
118.10 |
-0.99 |
71,129 |
125,670 |
-869 |
| Nov08 |
080806 |
119.65 |
120.98 |
117.83 |
119.04 |
-1.14 |
38,664 |
51,184 |
+2,117 |
| Dec08 |
080806 |
121.07 |
121.74 |
118.57 |
119.74 |
-1.24 |
31,131 |
64,459 |
+898 |
| Jan09 |
080806 |
121.81 |
122.13 |
119.30 |
120.39 |
-1.31 |
6,461 |
26,581 |
+512 |
| Feb09 |
080806 |
122.42 |
122.47 |
119.85 |
120.90 |
-1.35 |
4,352 |
21,663 |
-163 |
| Mar09 |
080806 |
122.82 |
122.82 |
120.23 |
121.23 |
-1.35 |
4,084 |
12,786 |
+179 |
| Apr09 |
080806 |
122.53 |
122.69 |
120.42 |
121.36 |
-1.32 |
2,148 |
17,887 |
+302 |
| May09 |
080806 |
122.45 |
122.74 |
120.53 |
121.44 |
-1.28 |
1,654 |
12,629 |
-25 |
| Jun09 |
080806 |
122.63 |
122.79 |
120.58 |
121.46 |
-1.23 |
3,537 |
27,923 |
+14 |
| Jul09 |
080806 |
121.50 |
121.50 |
121.50 |
121.50 |
-1.21 |
1,002 |
8,628 |
+861 |
| Aug09 |
080806 |
121.48 |
121.48 |
121.48 |
121.48 |
-1.22 |
0 |
3,310 |
+337 |
| Sep09 |
080806 |
121.25 |
121.43 |
121.13 |
121.43 |
-1.17 |
0 |
6,175 |
+471 |
| Oct09 |
080806 |
121.19 |
121.19 |
121.19 |
121.19 |
-1.20 |
0 |
2,436 |
-108 |
| Total Volume and Open Interest |
218,386 |
572,168 |
+7,000 |
| Gas Oil(ICE) |
| Aug08 |
080806 |
1066.00 |
1074.50 |
1043.00 |
1048.50 |
-18.00 |
22,934 |
34,258 |
-2,765 |
| Sep08 |
080806 |
1068.00 |
1080.25 |
1048.00 |
1054.50 |
-17.25 |
42,116 |
74,528 |
+6,246 |
| Oct08 |
080806 |
1080.25 |
1088.00 |
1056.75 |
1062.50 |
-17.75 |
12,662 |
38,465 |
+3,596 |
| Nov08 |
080806 |
1087.75 |
1096.00 |
1064.50 |
1070.25 |
-18.00 |
4,079 |
18,918 |
+1,883 |
| Dec08 |
080806 |
1095.50 |
1103.00 |
1072.00 |
1078.00 |
-18.00 |
8,087 |
44,052 |
+675 |
| Jan09 |
080806 |
1102.75 |
1110.25 |
1082.00 |
1084.75 |
-18.25 |
1,984 |
26,073 |
+1,436 |
| Feb09 |
080806 |
1105.25 |
1107.00 |
1087.50 |
1087.50 |
-18.50 |
1,551 |
11,056 |
+831 |
| Mar09 |
080806 |
1106.50 |
1106.50 |
1085.50 |
1085.50 |
-18.50 |
1,556 |
10,986 |
+298 |
| Apr09 |
080806 |
1082.00 |
1082.00 |
1082.00 |
1082.00 |
-17.75 |
665 |
5,544 |
-92 |
| May09 |
080806 |
1097.75 |
1098.75 |
1074.50 |
1078.00 |
-17.75 |
425 |
6,919 |
-297 |
| Total Volume and Open Interest |
98,058 |
336,687 |
+12,088 |
| Ethanol(CBOT) |
| Aug08 |
080805 |
2.220 |
2.220 |
2.189 |
2.189 |
-0.056 |
27 |
191 |
-24 |
| Sep08 |
080806 |
2.140 |
2.159 |
2.130 |
2.159 |
-0.047 |
45 |
331 |
+14 |
| Oct08 |
080806 |
2.170 |
2.170 |
2.110 |
2.125 |
-0.061 |
2 |
224 |
+4 |
| Nov08 |
080806 |
2.170 |
2.170 |
2.110 |
2.126 |
-0.089 |
21 |
175 |
+16 |
| Dec08 |
080806 |
2.170 |
2.170 |
2.110 |
2.130 |
-0.075 |
22 |
162 |
+22 |
| Jan09 |
080806 |
2.170 |
2.170 |
2.129 |
2.130 |
-0.105 |
21 |
161 |
+20 |
| Feb09 |
080806 |
2.130 |
2.135 |
2.130 |
2.130 |
-0.090 |
6 |
155 |
+1 |
| Mar09 |
080806 |
2.130 |
2.130 |
2.130 |
2.130 |
-0.060 |
0 |
175 |
+0 |
| Total Volume and Open Interest |
135 |
2,850 |
+88 |
| US Dollar Index(ICE) |
| Sep08 |
080806 |
74.050 |
74.470 |
73.900 |
74.410 |
+0.355 |
6,387 |
29,495 |
-259 |
| Dec08 |
080806 |
74.460 |
74.865 |
74.350 |
74.815 |
+0.385 |
171 |
2,354 |
+2 |
| Mar09 |
080806 |
75.175 |
75.175 |
75.175 |
75.175 |
+0.355 |
6 |
142 |
+4 |
| Total Volume and Open Interest |
2,780 |
32,264 |
+824 |
| Australian Dollar(CME) |
| Sep08 |
080806 |
90.52 |
90.54 |
90.50 |
90.54 |
-0.49 |
36 |
78,694 |
+529 |
| Dec08 |
080806 |
89.60 |
89.60 |
89.60 |
89.60 |
-0.48 |
0 |
1,719 |
+25 |
| Mar09 |
080806 |
88.69 |
88.69 |
88.69 |
88.69 |
-0.47 |
0 |
538 |
+0 |
| Total Volume and Open Interest |
40,029 |
80,419 |
+43 |
| British Pound(CME) |
| Sep08 |
080806 |
194.80 |
194.80 |
194.19 |
194.19 |
-0.82 |
38 |
89,086 |
-2,062 |
| Dec08 |
080806 |
192.89 |
192.89 |
192.89 |
192.89 |
-0.81 |
0 |
1,390 |
+7 |
| Mar09 |
080806 |
191.64 |
191.64 |
191.64 |
191.64 |
-0.80 |
0 |
943 |
+0 |
| Total Volume and Open Interest |
96,933 |
94,862 |
-8,390 |
| Canadian Dollar(CME) |
| Sep08 |
080806 |
95.67 |
95.67 |
95.36 |
95.40 |
-0.44 |
41 |
105,368 |
+1,547 |
| Dec08 |
080806 |
95.34 |
95.34 |
95.34 |
95.34 |
-0.45 |
0 |
6,986 |
+111 |
| Mar09 |
080806 |
95.34 |
95.34 |
95.34 |
95.34 |
-0.45 |
0 |
1,467 |
+0 |
| Jun09 |
080806 |
95.38 |
95.38 |
95.38 |
95.38 |
-0.44 |
0 |
1,305 |
-1 |
| Total Volume and Open Interest |
52,425 |
114,960 |
+7,133 |
| Japanese Yen(CME) |
| Sep08 |
080806 |
92.23 |
92.27 |
91.47 |
91.47 |
-1.17 |
100 |
173,618 |
+4,954 |
| Dec08 |
080806 |
91.98 |
91.98 |
91.98 |
91.98 |
-1.18 |
0 |
22,880 |
+3 |
| Mar09 |
080806 |
92.55 |
92.55 |
92.55 |
92.55 |
-1.18 |
0 |
544 |
+0 |
| Total Volume and Open Interest |
86,980 |
195,486 |
+5,960 |
| Swiss Franc(CME) |
| Sep08 |
080806 |
94.51 |
94.51 |
94.34 |
94.37 |
-0.56 |
226 |
57,229 |
+4,233 |
| Dec08 |
080806 |
94.46 |
94.46 |
94.46 |
94.46 |
-0.56 |
0 |
1,326 |
-4 |
| Mar09 |
080806 |
94.54 |
94.54 |
94.54 |
94.54 |
-0.56 |
0 |
512 |
+0 |
| Total Volume and Open Interest |
56,848 |
54,886 |
-2,855 |
| EuroFX(CME) |
| Sep08 |
080806 |
154.46 |
154.46 |
153.68 |
153.84 |
-0.55 |
169 |
155,966 |
+992 |
| Dec08 |
080806 |
153.20 |
153.20 |
153.11 |
153.11 |
-0.54 |
2 |
3,067 |
-238 |
| Mar09 |
080806 |
152.43 |
152.43 |
152.43 |
152.43 |
-0.54 |
0 |
421 |
+0 |
| Total Volume and Open Interest |
147,933 |
159,206 |
+4,729 |
| Mexican Peso(CME) |
| Aug08 |
080806 |
1004.5 |
1004.5 |
1004.5 |
1004.5 |
-1.0 |
|
|
|
| Sep08 |
080806 |
1002.5 |
1002.5 |
1001.0 |
1001.0 |
-1.0 |
516 |
105,472 |
-590 |
| Total Volume and Open Interest |
24,626 |
110,933 |
+567 |
| 30-Year T-Bonds(CBOT) |
| Sep08 |
080806 |
115~035 |
115~150 |
114~080 |
114~210 |
-0~200 |
235,501 |
847,891 |
-11,564 |
| Dec08 |
080806 |
114~100 |
114~125 |
113~110 |
113~225 |
-0~195 |
3,094 |
8,823 |
+2,081 |
| Mar09 |
080806 |
112~200 |
112~200 |
112~200 |
112~200 |
-0~195 |
0 |
18 |
+0 |
| Total Volume and Open Interest |
217,940 |
866,644 |
+1,006 |
| 10-Year T-Notes(CBOT) |
| Sep08 |
080806 |
114~175 |
114~290 |
114~020 |
114~155 |
-0~070 |
681,195 |
1,744,111 |
+1,023 |
| Dec08 |
080806 |
113~145 |
113~200 |
112~280 |
113~075 |
-0~075 |
13,148 |
72,001 |
+5,344 |
| Mar09 |
080806 |
112~075 |
112~075 |
112~075 |
112~075 |
-0~075 |
|
|
|
| Total Volume and Open Interest |
700,342 |
1,809,845 |
+27,539 |
| 5-Year T-Notes(CBOT) |
| Sep08 |
080806 |
111~032 |
111~032 |
110~124 |
111~014 |
-0~024 |
435,317 |
0 |
+0 |
| Dec08 |
080806 |
110~064 |
110~064 |
110~064 |
110~064 |
-0~028 |
4,586 |
0 |
+0 |
| Mar09 |
080806 |
110~064 |
110~064 |
110~064 |
110~064 |
-0~028 |
|
|
|
| Total Volume and Open Interest |
439,743 |
1,565,122 |
+813 |
| 2 Year T-Notes(CBOT) |
| Sep08 |
080806 |
105~120 |
105~120 |
105~105 |
105~116 |
-0~008 |
24 |
883,625 |
+4,164 |
| Dec08 |
080806 |
105~058 |
105~058 |
105~058 |
105~058 |
-0~008 |
0 |
8,172 |
+0 |
| Mar09 |
080806 |
105~058 |
105~058 |
105~058 |
105~058 |
-0~008 |
|
|
|
| Total Volume and Open Interest |
191,622 |
887,693 |
-1,862 |
| Eurodollars(CME) |
| Sep08 |
080806 |
97.175 |
97.175 |
97.165 |
97.165 |
unch |
6,457 |
1,415,234 |
+7,356 |
| Dec08 |
080806 |
96.985 |
96.985 |
96.935 |
96.950 |
-0.005 |
5,541 |
1,670,145 |
-4,052 |
| Mar09 |
080806 |
96.895 |
96.895 |
96.810 |
96.840 |
-0.015 |
5,561 |
1,386,273 |
-7,373 |
| Jun09 |
080806 |
96.720 |
96.720 |
96.590 |
96.650 |
-0.030 |
4,876 |
1,180,812 |
-1,229 |
| Sep09 |
080806 |
96.465 |
96.465 |
96.370 |
96.395 |
-0.045 |
8,589 |
963,595 |
-6,635 |
| Dec09 |
080806 |
96.155 |
96.155 |
96.040 |
96.085 |
-0.050 |
4,549 |
764,029 |
-6,002 |
| Mar10 |
080806 |
95.890 |
95.890 |
95.770 |
95.840 |
-0.055 |
3,324 |
562,884 |
-483 |
| Jun10 |
080806 |
95.675 |
95.675 |
95.560 |
95.625 |
-0.060 |
3,792 |
318,177 |
-3,674 |
| Sep10 |
080806 |
95.535 |
95.535 |
95.430 |
95.470 |
-0.065 |
1,223 |
223,032 |
-748 |
| Dec10 |
080806 |
95.390 |
95.390 |
95.300 |
95.340 |
-0.070 |
1,940 |
197,757 |
-5,366 |
| Mar11 |
080806 |
95.335 |
95.335 |
95.245 |
95.285 |
-0.075 |
629 |
160,101 |
+2,016 |
| Jun11 |
080806 |
95.270 |
95.270 |
95.180 |
95.225 |
-0.075 |
1,360 |
141,145 |
+938 |
| Sep11 |
080806 |
95.220 |
95.220 |
95.165 |
95.180 |
-0.075 |
436 |
93,535 |
-139 |
| Dec11 |
080806 |
95.155 |
95.155 |
95.110 |
95.120 |
-0.075 |
1,627 |
94,815 |
+614 |
| Mar12 |
080806 |
95.090 |
95.090 |
95.090 |
95.090 |
-0.075 |
1,848 |
101,708 |
+1,915 |
| Jun12 |
080806 |
95.065 |
95.065 |
94.995 |
95.035 |
-0.075 |
1,896 |
79,019 |
+270 |
| Sep12 |
080806 |
95.015 |
95.015 |
94.945 |
94.990 |
-0.075 |
1,924 |
56,631 |
+539 |
| Dec12 |
080806 |
94.950 |
94.950 |
94.875 |
94.925 |
-0.075 |
3,154 |
64,634 |
+2,951 |
| Total Volume and Open Interest |
1,395,624 |
9,730,297 |
-11,101 |
| 30 Day Federal Funds(CBOT) |
| Aug08 |
080806 |
97.993 |
97.993 |
97.993 |
97.993 |
+0.003 |
343 |
126,103 |
-5,565 |
| Sep08 |
080806 |
97.970 |
97.970 |
97.970 |
97.970 |
+0.005 |
238 |
82,137 |
-1,078 |
| Oct08 |
080806 |
97.940 |
97.940 |
97.940 |
97.940 |
+0.010 |
45 |
107,581 |
+551 |
| Nov08 |
080806 |
97.880 |
97.880 |
97.880 |
97.880 |
+0.015 |
60 |
138,054 |
+3,080 |
| Dec08 |
080806 |
97.850 |
97.850 |
97.850 |
97.850 |
+0.020 |
110 |
58,175 |
+858 |
| Jan09 |
080806 |
97.785 |
97.785 |
97.785 |
97.785 |
+0.015 |
0 |
22,011 |
-256 |
| Total Volume and Open Interest |
26,930 |
568,858 |
+2,377 |
| 30 Day Fed Funds(e-CBOT) |
| Aug08 |
080806 |
97.990 |
97.995 |
97.990 |
97.993 |
+0.003 |
23,471 |
126,103 |
-5,565 |
| Sep08 |
080806 |
97.970 |
97.975 |
97.970 |
97.970 |
+0.005 |
7,164 |
82,137 |
-1,078 |
| Oct08 |
080806 |
97.935 |
97.950 |
97.935 |
97.940 |
+0.010 |
10,735 |
107,581 |
+551 |
| Nov08 |
080806 |
97.875 |
97.900 |
97.870 |
97.880 |
+0.015 |
11,040 |
138,054 |
+3,080 |
| Dec08 |
080806 |
97.835 |
97.880 |
97.835 |
97.850 |
+0.020 |
5,312 |
58,175 |
+858 |
| Jan09 |
080806 |
97.775 |
97.830 |
97.765 |
97.785 |
+0.015 |
3,561 |
22,011 |
-256 |
| Total Volume and Open Interest |
64,768 |
566,205 |
+3,002 |
| 3-Mth Euro-Yen(CME) |
| Sep08 |
080806 |
99.17 |
99.17 |
99.17 |
99.17 |
+0.01 |
0 |
7,709 |
+0 |
| Dec08 |
080806 |
99.17 |
99.17 |
99.17 |
99.17 |
+0.01 |
0 |
2,882 |
+0 |
| Mar09 |
080806 |
99.16 |
99.16 |
99.16 |
99.16 |
+0.02 |
0 |
1,898 |
+0 |
| Jun09 |
080806 |
99.15 |
99.15 |
99.15 |
99.15 |
+0.04 |
0 |
475 |
+4 |
| Sep09 |
080806 |
99.12 |
99.12 |
99.12 |
99.12 |
+0.05 |
0 |
450 |
+0 |
| Dec09 |
080806 |
99.06 |
99.06 |
99.06 |
99.06 |
+0.05 |
0 |
1 |
+0 |
| Mar10 |
080806 |
98.95 |
98.95 |
98.95 |
98.95 |
+0.05 |
|
|
|
| Jun10 |
080806 |
98.90 |
98.90 |
98.90 |
98.90 |
+0.05 |
|
|
|
| Sep10 |
080806 |
98.77 |
98.86 |
98.77 |
98.86 |
+0.07 |
|
|
|
| Dec10 |
080806 |
98.87 |
98.95 |
98.87 |
98.95 |
+0.06 |
|
|
|
| Total Volume and Open Interest |
0 |
13,415 |
+4 |
| 3-Mth Euro-Yen(SGX) |
| Sep08 |
080806 |
99.17 |
99.17 |
99.17 |
99.17 |
+0.00 |
2,556 |
23,376 |
+590 |
| Dec08 |
080806 |
99.18 |
99.19 |
99.18 |
99.18 |
+0.01 |
1,248 |
18,238 |
+1,190 |
| Mar09 |
080806 |
99.16 |
99.18 |
99.16 |
99.16 |
+0.01 |
14 |
9,678 |
+4 |
| Jun09 |
080806 |
99.14 |
99.17 |
99.14 |
99.17 |
+0.07 |
363 |
4,066 |
-194 |
| Sep09 |
080806 |
99.11 |
99.14 |
99.11 |
99.12 |
+0.07 |
4 |
1,392 |
+4 |
| Dec09 |
080806 |
99.05 |
99.07 |
99.05 |
99.06 |
+0.06 |
0 |
481 |
+0 |
| Mar10 |
080806 |
98.95 |
98.95 |
98.95 |
98.95 |
+0.06 |
0 |
450 |
+0 |
| Jun10 |
080806 |
98.90 |
98.90 |
98.90 |
98.90 |
+0.07 |
0 |
450 |
+0 |
| Total Volume and Open Interest |
4,180 |
60,699 |
+1,588 |
| Japanese Gov't Bonds(SGX) |
| Sep08 |
080729 |
136.24 |
136.39 |
136.19 |
136.25 |
+0.74 |
1,809 |
16,754 |
+51 |
| Dec08 |
080806 |
137.25 |
137.25 |
137.25 |
137.25 |
+0.63 |
|
|
|
| Mar09 |
080806 |
137.25 |
137.25 |
137.25 |
137.25 |
+0.63 |
|
|
|
| Total Volume and Open Interest |
1,954 |
16,870 |
-404 |
| Euro-Bund(EUREX) |
| Sep08 |
080806 |
112.94 |
113.29 |
112.55 |
112.85 |
-0.05 |
669,274 |
1,217,365 |
-4,005 |
| Dec08 |
080806 |
112.60 |
112.98 |
112.33 |
112.57 |
-0.06 |
74 |
6,311 |
+24 |
| Mar09 |
080806 |
112.75 |
112.75 |
112.75 |
112.75 |
-0.05 |
69 |
0 |
+0 |
| Total Volume and Open Interest |
669,417 |
1,223,676 |
-3,981 |
| Euro-Bobl(EUREX) |
| Sep08 |
080806 |
107.56 |
107.78 |
107.36 |
107.52 |
unch |
362,722 |
967,599 |
+17,706 |
| Dec08 |
080806 |
107.60 |
107.85 |
107.60 |
107.66 |
+0.02 |
36 |
5,656 |
-27 |
| Mar09 |
080806 |
107.52 |
107.52 |
107.52 |
107.52 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
362,758 |
973,255 |
+17,679 |
| 3-Mth Euribor(EUREX) |
| Sep08 |
080806 |
95.005 |
95.010 |
95.000 |
95.005 |
+0.005 |
856 |
19,538 |
-126 |
| Dec08 |
080806 |
94.925 |
94.980 |
94.925 |
94.970 |
+0.030 |
159 |
9,022 |
+112 |
| Mar09 |
080806 |
95.125 |
95.170 |
95.120 |
95.155 |
+0.040 |
41 |
2,943 |
+15 |
| Total Volume and Open Interest |
1,132 |
37,301 |
+16 |
| Long Gilt(LIFFE) |
| Sep08 |
080806 |
107~25 |
108~05 |
107~23 |
107~30 |
+0~06 |
95,841 |
320,530 |
+9,460 |
| Dec08 |
080806 |
109~19 |
109~19 |
109~19 |
109~19 |
+0~06 |
0 |
50 |
+0 |
| Total Volume and Open Interest |
61,512 |
311,120 |
+8,642 |
| 3-Mth Short Sterling(LIFFE) |
| Sep08 |
080806 |
94.19 |
94.19 |
94.19 |
94.19 |
+0.02 |
41,122 |
394,560 |
+5,897 |
| Dec08 |
080806 |
94.30 |
94.30 |
94.30 |
94.30 |
+0.03 |
50,683 |
475,280 |
-651 |
| Mar09 |
080806 |
94.66 |
94.66 |
94.66 |
94.66 |
+0.04 |
64,377 |
497,216 |
+12,926 |
| Jun09 |
080806 |
94.83 |
94.83 |
94.83 |
94.83 |
+0.04 |
62,207 |
380,255 |
+3,910 |
| Sep09 |
080806 |
94.86 |
94.86 |
94.86 |
94.86 |
+0.03 |
50,188 |
228,746 |
+160 |
| Dec09 |
080806 |
94.81 |
94.81 |
94.81 |
94.81 |
+0.05 |
28,478 |
208,534 |
+5,628 |
| Total Volume and Open Interest |
306,799 |
2,425,395 |
+43,933 |
| 3-Mth Euribor(LIFFE) |
| Sep08 |
080806 |
95.010 |
95.010 |
94.995 |
95.005 |
+0.005 |
70,576 |
665,889 |
-1,141 |
| Dec08 |
080806 |
94.945 |
94.990 |
94.920 |
94.970 |
+0.030 |
87,984 |
647,346 |
+6,816 |
| Mar09 |
080806 |
95.125 |
95.175 |
95.095 |
95.155 |
+0.040 |
112,027 |
516,757 |
+2,196 |
| Total Volume and Open Interest |
556,994 |
3,430,959 |
+29,547 |
| 3-Mth Aus T-Bills(SFE) |
| Sep08 |
080806 |
92.72 |
92.79 |
92.69 |
92.72 |
+0.05 |
42,741 |
406,327 |
+15,021 |
| Dec08 |
080806 |
93.02 |
93.11 |
92.98 |
93.01 |
+0.02 |
64,990 |
326,443 |
+24,091 |
| Mar09 |
080806 |
93.22 |
93.29 |
93.15 |
93.16 |
-0.02 |
20,833 |
145,237 |
+5,343 |
| Jun09 |
080806 |
93.33 |
93.37 |
93.22 |
93.23 |
-0.04 |
16,714 |
101,806 |
+4,472 |
| Sep09 |
080806 |
93.34 |
93.37 |
93.23 |
93.24 |
-0.05 |
7,905 |
54,672 |
+521 |
| Dec09 |
080806 |
93.34 |
93.37 |
93.23 |
93.23 |
-0.07 |
8,968 |
44,435 |
+3,589 |
| Mar10 |
080806 |
93.34 |
93.38 |
93.22 |
93.22 |
-0.10 |
2,889 |
21,609 |
+39 |
| Jun10 |
080806 |
93.37 |
93.38 |
93.21 |
93.21 |
-0.12 |
1,956 |
13,826 |
+972 |
| Sep10 |
080806 |
93.20 |
93.20 |
93.18 |
93.19 |
-0.12 |
4 |
3,649 |
+2 |
| Dec10 |
080806 |
93.16 |
93.16 |
93.15 |
93.15 |
-0.12 |
2 |
895 |
+0 |
| Total Volume and Open Interest |
173,613 |
1,120,554 |
+54,076 |
| 10-Year Aus T-Bonds(SFE) |
| Sep08 |
080806 |
94.01 |
94.01 |
93.95 |
93.99 |
-0.01 |
26,592 |
444,173 |
+10,854 |
| Dec08 |
080806 |
94.00 |
94.00 |
94.00 |
94.00 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
38,799 |
444,173 |
+10,854 |
| 3-Year Aus T-Bonds(SFE) |
| Sep08 |
080806 |
94.18 |
94.18 |
94.09 |
94.11 |
-0.03 |
114,613 |
621,302 |
+62,796 |
| Dec08 |
080806 |
94.18 |
94.18 |
94.18 |
94.18 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
136,612 |
621,302 |
+62,796 |
| Gold(CMX) |
| Aug08 |
080806 |
875.6 |
875.6 |
875.6 |
875.6 |
-3.0 |
790 |
3,402 |
-1,260 |
| Oct08 |
080806 |
885.0 |
885.5 |
878.8 |
878.8 |
-3.0 |
11,725 |
31,503 |
-1,907 |
| Dec08 |
080806 |
890.0 |
891.5 |
881.5 |
883.0 |
-3.1 |
150,026 |
260,042 |
-7,386 |
| Feb09 |
080806 |
887.8 |
887.8 |
887.8 |
887.8 |
-3.1 |
2,088 |
29,798 |
+840 |
| Apr09 |
080806 |
892.2 |
892.2 |
892.2 |
892.2 |
-3.1 |
603 |
18,164 |
+269 |
| Jun09 |
080806 |
896.7 |
896.7 |
896.7 |
896.7 |
-3.1 |
992 |
16,016 |
+67 |
| Aug09 |
080806 |
901.6 |
901.6 |
901.6 |
901.6 |
-3.1 |
213 |
8,434 |
+105 |
| Oct09 |
080806 |
906.7 |
906.7 |
906.7 |
906.7 |
-3.0 |
100 |
1,089 |
+100 |
| Dec09 |
080806 |
912.0 |
912.0 |
912.0 |
912.0 |
-3.0 |
522 |
14,093 |
-57 |
| Feb10 |
080806 |
917.6 |
917.6 |
917.6 |
917.6 |
-3.0 |
12 |
102 |
+0 |
| Apr10 |
080806 |
923.4 |
923.4 |
923.4 |
923.4 |
-3.0 |
10 |
16 |
+0 |
| Jun10 |
080806 |
929.5 |
929.5 |
929.5 |
929.5 |
-3.0 |
100 |
3,323 |
+50 |
| Total Volume and Open Interest |
145,567 |
417,534 |
+8,162 |
| Silver(CMX) |
| Sep08 |
080806 |
1664.0 |
1668.0 |
1644.0 |
1650.5 |
-6.7 |
37,987 |
56,015 |
-412 |
| Dec08 |
080806 |
1675.0 |
1678.0 |
1662.0 |
1664.6 |
-6.7 |
5,569 |
41,962 |
+1,070 |
| Mar09 |
080806 |
1678.5 |
1678.5 |
1678.5 |
1678.5 |
-7.0 |
227 |
6,909 |
-9 |
| May09 |
080806 |
1687.6 |
1687.6 |
1687.6 |
1687.6 |
-6.8 |
279 |
4,909 |
+153 |
| Jul09 |
080806 |
1696.4 |
1696.4 |
1696.4 |
1696.4 |
-6.6 |
377 |
6,551 |
+223 |
| Sep09 |
080806 |
1705.7 |
1705.7 |
1705.7 |
1705.7 |
-6.4 |
47 |
1,164 |
+42 |
| Dec09 |
080806 |
1720.0 |
1720.0 |
1720.0 |
1720.0 |
-6.1 |
18 |
7,752 |
-1 |
| Total Volume and Open Interest |
26,940 |
132,132 |
+875 |
| Platinum(NYMEX) |
| Oct08 |
080806 |
1580.0 |
1643.0 |
1571.0 |
1610.0 |
+25.5 |
2,283 |
11,733 |
-144 |
| Jan09 |
080806 |
1616.4 |
1616.4 |
1616.4 |
1616.4 |
+25.5 |
30 |
345 |
+9 |
| Total Volume and Open Interest |
3,175 |
12,213 |
-479 |
| Palladium(NYMEX) |
| Sep08 |
080806 |
354.10 |
354.10 |
354.10 |
354.10 |
+0.20 |
2,005 |
10,299 |
-635 |
| Dec08 |
080806 |
353.20 |
374.50 |
353.20 |
357.35 |
+0.25 |
471 |
3,356 |
+393 |
| Mar09 |
080806 |
366.00 |
366.00 |
361.30 |
361.30 |
+0.25 |
3 |
45 |
+1 |
| Total Volume and Open Interest |
1,586 |
13,941 |
+118 |
| Copper(CMX) |
| Sep08 |
080806 |
345.25 |
346.50 |
341.80 |
342.35 |
+0.65 |
13,820 |
53,745 |
-941 |
| Dec08 |
080806 |
343.70 |
344.90 |
341.40 |
341.40 |
+0.70 |
6,489 |
32,816 |
+586 |
| Mar09 |
080806 |
343.00 |
343.00 |
339.40 |
339.40 |
+0.65 |
623 |
8,336 |
+120 |
| May09 |
080806 |
338.00 |
338.00 |
338.00 |
338.00 |
+0.75 |
84 |
1,343 |
+2 |
| Jul09 |
080806 |
337.00 |
337.00 |
336.50 |
336.50 |
+0.85 |
17 |
984 |
+5 |
| Total Volume and Open Interest |
27,632 |
110,690 |
+1,061 |
| Aluminum(CMX) |
| Aug08 |
080806 |
132.00 |
132.00 |
132.00 |
132.00 |
unch |
|
|
|
| Sep08 |
080806 |
132.75 |
132.75 |
132.75 |
132.75 |
unch |
|
|
|
| Oct08 |
080806 |
133.50 |
133.50 |
133.50 |
133.50 |
unch |
|
|
|
| Nov08 |
080806 |
134.25 |
134.25 |
134.25 |
134.25 |
unch |
|
|
|
| Dec08 |
080724 |
139.55 |
139.55 |
139.55 |
139.55 |
-2.00 |
|
|
|
| Jan09 |
080724 |
139.85 |
139.85 |
139.85 |
139.85 |
-2.00 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| DJIA Index(CBOT) |
| Sep08 |
080806 |
11538 |
11673 |
11510 |
11631 |
+46 |
2,358 |
30,459 |
+287 |
| Dec08 |
080806 |
11550 |
11631 |
11550 |
11631 |
+46 |
14 |
1,979 |
-10 |
| Mar09 |
080806 |
11646 |
11646 |
11646 |
11646 |
+46 |
0 |
3 |
+0 |
| Jun09 |
080806 |
11661 |
11661 |
11661 |
11661 |
+46 |
|
|
|
| Total Volume and Open Interest |
2,292 |
32,164 |
+148 |
| S & P 500(CME) |
| Sep08 |
080806 |
1278.80 |
1291.50 |
1275.50 |
1287.70 |
+4.80 |
24,573 |
546,325 |
-354 |
| Dec08 |
080806 |
1282.50 |
1293.50 |
1281.00 |
1289.50 |
+4.90 |
128 |
15,635 |
-34 |
| Mar09 |
080806 |
1292.00 |
1292.00 |
1292.00 |
1292.00 |
+5.30 |
35 |
220 |
-40 |
| Jun09 |
080806 |
1295.20 |
1295.20 |
1295.20 |
1295.20 |
+6.20 |
1 |
170 |
+0 |
| Total Volume and Open Interest |
23,410 |
561,897 |
-1,785 |
| S & P 500 E-Mini(Globex) |
| Sep08 |
080806 |
1282.75 |
1291.75 |
1275.25 |
1287.75 |
+4.75 |
2,002,327 |
2,414,225 |
-22,535 |
| Dec08 |
080806 |
1284.50 |
1293.25 |
1277.50 |
1289.50 |
+5.00 |
2,430 |
57,028 |
-463 |
| Total Volume and Open Interest |
1,523,745 |
2,500,786 |
+34,348 |
| NASDAQ 100(CME) |
| Sep08 |
080806 |
1870.00 |
1908.00 |
1855.00 |
1896.30 |
+27.30 |
2,758 |
30,581 |
-132 |
| Dec08 |
080806 |
1904.80 |
1904.80 |
1904.80 |
1904.80 |
+27.30 |
30 |
31 |
+24 |
| Mar09 |
080806 |
1888.00 |
1913.50 |
1888.00 |
1913.50 |
+27.20 |
12 |
13 |
+0 |
| Total Volume and Open Interest |
4,934 |
30,733 |
-114 |
| NASDAQ 100 E-Mini(Globex) |
| Sep08 |
080806 |
1869.00 |
1906.80 |
1856.00 |
1896.30 |
+27.30 |
408,417 |
303,945 |
-24,804 |
| Dec08 |
080806 |
1889.00 |
1915.00 |
1865.30 |
1904.80 |
+27.30 |
777 |
4,668 |
+67 |
| Total Volume and Open Interest |
282,866 |
333,375 |
+1,283 |
| S & P Midcap 400(CME) |
| Sep08 |
080806 |
801.00 |
810.00 |
799.15 |
809.60 |
+5.80 |
139 |
5,570 |
-8 |
| Dec08 |
080806 |
811.40 |
811.40 |
811.40 |
811.40 |
+5.75 |
0 |
2 |
+0 |
| Mar09 |
080806 |
818.30 |
818.30 |
818.30 |
818.30 |
+5.75 |
|
|
|
| Total Volume and Open Interest |
408 |
5,580 |
+90 |
| Russell 2000(CME) |
| Sep08 |
080806 |
728.25 |
729.00 |
714.00 |
725.20 |
+4.20 |
441 |
30,823 |
-35 |
| Total Volume and Open Interest |
6,034 |
30,858 |
-103 |
| Russell 2000 E-Mini(Globex) |
| Sep08 |
080806 |
720.60 |
728.40 |
713.40 |
725.20 |
+4.20 |
219,005 |
581,480 |
-10,616 |
| Dec08 |
080724 |
816.80 |
816.80 |
792.60 |
796.30 |
+156.00 |
|
|
|
| Total Volume and Open Interest |
288,105 |
630,143 |
|
| Nikkei 225(CME) |
| Sep08 |
080806 |
13210 |
13295 |
13130 |
13250 |
+320 |
76,094 |
210,603 |
+2,811 |
| Dec08 |
080806 |
13120 |
13245 |
13095 |
13205 |
+340 |
69 |
862 |
+67 |
| Total Volume and Open Interest |
76,163 |
212,773 |
+3,013 |
| Nikkei 225(SGX) |
| Sep08 |
080806 |
13210 |
13295 |
13130 |
13250 |
+320 |
76,094 |
210,603 |
+2,811 |
| Dec08 |
080806 |
13120 |
13245 |
13095 |
13205 |
+340 |
69 |
862 |
+67 |
| Mar09 |
080806 |
13215 |
13215 |
13215 |
13215 |
+340 |
|
|
|
| Total Volume and Open Interest |
76,163 |
212,773 |
+3,013 |
| CAC 40(EURONEXT) |
| Aug08 |
080806 |
4442.0 |
4480.5 |
4399.0 |
4453.5 |
+60.0 |
111,714 |
552,511 |
+19,471 |
| Sep08 |
080806 |
4450.0 |
4481.0 |
4411.5 |
4464.0 |
+60.0 |
1,035 |
38,313 |
-275 |
| Oct08 |
080806 |
4490.5 |
4490.5 |
4478.5 |
4478.5 |
+60.0 |
|
|
|
| Total Volume and Open Interest |
79,299 |
572,739 |
+3,192 |
| Hang Seng Index(HKFE) |
| Aug08 |
080805 |
22162 |
22209 |
21703 |
21968 |
-424 |
9,249 |
11,048 |
-70,049 |
| Sep08 |
080805 |
22086 |
22109 |
21639 |
21859 |
-441 |
85 |
13 |
-299 |
| Total Volume and Open Interest |
9,339 |
11,127 |
-70,305 |
| DAX(EUREX) |
| Sep08 |
080806 |
6610.5 |
6637.5 |
6531.5 |
6602.5 |
+51.0 |
182,870 |
225,573 |
+1,415 |
| Dec08 |
080806 |
6681.0 |
6707.5 |
6607.0 |
6676.5 |
+51.5 |
816 |
13,156 |
+134 |
| Mar09 |
080806 |
6723.0 |
6777.0 |
6683.5 |
6753.5 |
+50.5 |
153 |
4,178 |
-17 |
| Total Volume and Open Interest |
117,188 |
241,375 |
-1,789 |
| FT-SE 100(EURONEXT) |
| Sep08 |
080806 |
5471.00 |
5530.00 |
5444.00 |
5493.50 |
+42.50 |
111,023 |
494,926 |
-3,541 |
| Dec08 |
080806 |
5521.00 |
5536.50 |
5498.00 |
5528.00 |
+42.00 |
33 |
8,761 |
-21 |
| Mar09 |
080806 |
5509.00 |
5533.50 |
5504.50 |
5533.50 |
+42.50 |
0 |
56 |
+0 |
| Total Volume and Open Interest |
90,124 |
507,305 |
+11,131 |
| SPI 200(SFE) |
| Sep08 |
080806 |
4900.0 |
4979.0 |
4898.0 |
4971.0 |
+144.0 |
37,171 |
241,940 |
+11,094 |
| Dec08 |
080806 |
4975.0 |
5013.0 |
4967.0 |
5013.0 |
+143.0 |
134 |
2,764 |
+77 |
| Mar09 |
080806 |
4979.0 |
5011.0 |
4966.0 |
5011.0 |
+140.0 |
0 |
633 |
+0 |
| Total Volume and Open Interest |
41,522 |
245,724 |
+11,183 |
| GSCI(CME) |
| Aug08 |
080806 |
69.89 |
73.14 |
61.64 |
66.64 |
-4.00 |
694 |
14,412 |
-124 |
| Sep08 |
080806 |
68.74 |
69.04 |
68.74 |
69.04 |
-4.60 |
102 |
670 |
+50 |
| Oct08 |
080806 |
73.04 |
73.04 |
73.04 |
73.04 |
-4.60 |
|
|
|
| Total Volume and Open Interest |
2,013 |
15,156 |
+430 |
| RJ/CRB Index(ICE) |
| Nov08 |
080806 |
540.00 |
540.00 |
533.20 |
533.50 |
-1.50 |
18 |
823 |
+6 |
| Jan09 |
080806 |
540.50 |
540.50 |
540.50 |
540.50 |
-1.50 |
0 |
405 |
+0 |
| Feb09 |
080806 |
540.50 |
540.50 |
540.50 |
540.50 |
-1.00 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
0 |
1 |
+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. |
|
|