|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri August 08, 2008 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Aug08 |
080808 |
1202.00 |
1212.00 |
1190.50 |
1199.00 |
-44.00 |
497 |
1,508 |
-506 |
| Sep08 |
080808 |
1191.00 |
1191.00 |
1175.00 |
1177.00 |
-57.50 |
2,130 |
27,673 |
+1,373 |
| Nov08 |
080808 |
1198.00 |
1205.00 |
1174.00 |
1180.50 |
-58.50 |
10,746 |
246,207 |
-2,250 |
| Jan09 |
080808 |
1211.00 |
1211.00 |
1196.50 |
1198.25 |
-58.50 |
1,931 |
36,567 |
+114 |
| Mar09 |
080808 |
1215.00 |
1226.00 |
1214.00 |
1214.00 |
-58.00 |
639 |
15,832 |
+1,029 |
| May09 |
080808 |
1231.00 |
1231.00 |
1226.00 |
1226.00 |
-57.00 |
374 |
13,502 |
-50 |
| Jul09 |
080808 |
1236.00 |
1238.00 |
1236.00 |
1238.00 |
-57.25 |
657 |
11,676 |
+39 |
| Total Volume and Open Interest |
162,539 |
390,564 |
-2,847 |
| Soybean Meal(CBOT) |
| Aug08 |
080808 |
330.00 |
332.00 |
325.50 |
326.30 |
-16.90 |
397 |
3,110 |
-463 |
| Sep08 |
080808 |
322.50 |
325.20 |
319.50 |
319.80 |
-17.90 |
5,559 |
38,870 |
+642 |
| Oct08 |
080808 |
315.50 |
318.00 |
312.40 |
312.40 |
-19.10 |
1,139 |
24,154 |
-552 |
| Dec08 |
080808 |
319.00 |
320.00 |
313.00 |
313.30 |
-19.40 |
4,337 |
74,788 |
-1,175 |
| Jan09 |
080808 |
317.50 |
322.00 |
315.60 |
315.60 |
-19.60 |
307 |
10,582 |
-102 |
| Mar09 |
080808 |
324.50 |
327.00 |
320.30 |
320.30 |
-19.60 |
704 |
11,038 |
+337 |
| May09 |
080808 |
329.00 |
330.50 |
323.60 |
323.60 |
-19.60 |
424 |
6,061 |
+215 |
| Jul09 |
080808 |
333.00 |
334.50 |
327.30 |
327.30 |
-19.40 |
122 |
5,093 |
-60 |
| Total Volume and Open Interest |
81,854 |
184,052 |
-1,214 |
| Soybean Oil(CBOT) |
| Aug08 |
080808 |
50.40 |
50.80 |
50.30 |
50.39 |
-1.70 |
188 |
1,611 |
-248 |
| Sep08 |
080808 |
50.45 |
51.15 |
50.05 |
50.57 |
-1.70 |
4,756 |
38,992 |
-581 |
| Oct08 |
080808 |
51.45 |
51.45 |
50.70 |
50.87 |
-1.71 |
1,840 |
25,221 |
-311 |
| Dec08 |
080808 |
51.90 |
52.00 |
51.00 |
51.50 |
-1.70 |
4,914 |
126,505 |
+2,704 |
| Jan09 |
080808 |
52.43 |
52.43 |
51.50 |
52.03 |
-1.66 |
1,595 |
11,168 |
+1,310 |
| Mar09 |
080808 |
52.65 |
53.05 |
52.40 |
52.63 |
-1.63 |
451 |
10,546 |
+366 |
| May09 |
080808 |
52.90 |
53.15 |
52.75 |
53.03 |
-1.67 |
148 |
7,271 |
+84 |
| Jul09 |
080808 |
53.40 |
53.65 |
53.20 |
53.43 |
-1.67 |
1 |
9,129 |
-24 |
| Total Volume and Open Interest |
101,038 |
245,662 |
-436 |
| Canola(WCE) |
| Nov08 |
080808 |
552.8 |
554.8 |
530.9 |
535.0 |
-20.0 |
7,317 |
60,643 |
-1,010 |
| Jan09 |
080808 |
559.5 |
559.5 |
544.4 |
546.0 |
-20.2 |
445 |
14,071 |
+146 |
| Mar09 |
080808 |
565.1 |
565.1 |
554.1 |
556.2 |
-19.3 |
76 |
4,040 |
-28 |
| May09 |
080808 |
569.1 |
569.1 |
567.0 |
567.4 |
-19.5 |
5 |
2,043 |
+0 |
| Jul09 |
080808 |
582.0 |
582.0 |
572.0 |
573.9 |
-20.7 |
5 |
1,970 |
+0 |
| Total Volume and Open Interest |
9,464 |
86,193 |
-1,003 |
| Corn(CBOT) |
| Sep08 |
080808 |
504.00 |
506.50 |
494.50 |
498.50 |
-23.75 |
11,558 |
234,012 |
-11,279 |
| Dec08 |
080808 |
523.50 |
526.25 |
514.00 |
518.25 |
-23.75 |
17,430 |
553,818 |
+10,753 |
| Mar09 |
080808 |
543.00 |
545.00 |
534.50 |
538.00 |
-23.75 |
1,441 |
166,731 |
+101 |
| May09 |
080808 |
556.25 |
556.25 |
547.25 |
550.75 |
-23.25 |
1,054 |
29,262 |
+369 |
| Jul09 |
080808 |
565.00 |
567.25 |
558.75 |
561.00 |
-22.75 |
266 |
83,839 |
+7 |
| Sep09 |
080808 |
570.00 |
571.00 |
565.00 |
566.25 |
-20.75 |
11 |
15,433 |
+71 |
| Total Volume and Open Interest |
282,616 |
1,221,873 |
+1,138 |
| Wheat(CBOT) |
| Sep08 |
080808 |
797.00 |
803.00 |
763.00 |
765.25 |
-57.00 |
5,497 |
113,169 |
-8,232 |
| Dec08 |
080808 |
821.00 |
826.00 |
788.00 |
790.25 |
-56.75 |
4,411 |
138,895 |
+8,305 |
| Mar09 |
080808 |
838.00 |
850.00 |
814.50 |
814.50 |
-55.50 |
227 |
28,425 |
+1,621 |
| May09 |
080808 |
829.25 |
829.25 |
829.25 |
829.25 |
-55.00 |
1 |
3,288 |
+115 |
| Jul09 |
080808 |
869.00 |
869.00 |
840.00 |
843.00 |
-52.75 |
79 |
34,973 |
-103 |
| Total Volume and Open Interest |
79,128 |
337,962 |
-2,513 |
| Wheat(KCBT) |
| Sep08 |
080808 |
830.00 |
832.00 |
798.00 |
803.75 |
-43.00 |
12,810 |
37,095 |
-1,118 |
| Dec08 |
080808 |
850.00 |
855.50 |
820.00 |
820.75 |
-50.00 |
7,302 |
35,616 |
+1,104 |
| Mar09 |
080808 |
874.50 |
874.50 |
841.00 |
841.00 |
-51.25 |
1,422 |
9,352 |
+199 |
| May09 |
080808 |
851.00 |
851.00 |
851.00 |
851.00 |
-51.00 |
166 |
965 |
-55 |
| Jul09 |
080808 |
880.00 |
890.00 |
848.00 |
848.00 |
-57.00 |
652 |
12,875 |
-44 |
| Total Volume and Open Interest |
19,009 |
99,357 |
+702 |
| Wheat(MGE) |
| Sep08 |
080808 |
905.00 |
905.50 |
851.00 |
858.00 |
-45.50 |
3,021 |
11,948 |
-364 |
| Dec08 |
080808 |
914.50 |
914.50 |
858.00 |
866.00 |
-48.50 |
3,341 |
21,492 |
+413 |
| Mar09 |
080808 |
906.75 |
909.25 |
875.00 |
878.00 |
-44.00 |
496 |
5,139 |
+38 |
| May09 |
080808 |
883.00 |
883.00 |
883.00 |
883.00 |
-40.00 |
132 |
1,969 |
+37 |
| Jul09 |
080808 |
873.00 |
873.00 |
873.00 |
873.00 |
-42.00 |
12 |
472 |
-2 |
| Total Volume and Open Interest |
6,018 |
43,121 |
+241 |
| Oats(CBOT) |
| Sep08 |
080808 |
353.75 |
358.50 |
353.75 |
356.00 |
-4.00 |
72 |
1,843 |
-190 |
| Dec08 |
080808 |
374.00 |
378.50 |
374.00 |
375.25 |
-4.00 |
226 |
10,182 |
+396 |
| Mar09 |
080808 |
394.50 |
394.50 |
394.50 |
394.50 |
-4.00 |
5 |
1,987 |
+3 |
| May09 |
080808 |
407.50 |
407.50 |
407.50 |
407.50 |
-4.00 |
1 |
826 |
-1 |
| Total Volume and Open Interest |
1,030 |
14,874 |
-55 |
| Rough Rice(CBOT) |
| Sep08 |
080808 |
15.95 |
15.96 |
15.95 |
15.96 |
-0.16 |
3 |
3,975 |
-83 |
| Nov08 |
080808 |
16.24 |
16.25 |
16.22 |
16.25 |
-0.16 |
9 |
7,068 |
+4 |
| Jan09 |
080808 |
16.56 |
16.56 |
16.56 |
16.56 |
-0.17 |
1 |
927 |
+6 |
| Mar09 |
080808 |
16.87 |
16.87 |
16.87 |
16.87 |
-0.18 |
1 |
416 |
+13 |
| Total Volume and Open Interest |
1,248 |
12,949 |
+103 |
| Live Cattle(CME) |
| Aug08 |
080808 |
101.900 |
102.300 |
101.150 |
101.480 |
+0.030 |
4,953 |
20,241 |
-855 |
| Oct08 |
080808 |
107.600 |
107.850 |
106.400 |
106.450 |
-0.750 |
23,095 |
146,452 |
+652 |
| Dec08 |
080808 |
106.830 |
107.400 |
105.800 |
106.050 |
-0.780 |
18,200 |
65,981 |
+477 |
| Feb09 |
080808 |
106.500 |
107.000 |
105.600 |
106.635 |
-0.250 |
10,317 |
29,048 |
-232 |
| Apr09 |
080808 |
107.200 |
107.200 |
106.400 |
106.750 |
-0.785 |
3,718 |
17,693 |
-51 |
| Jun09 |
080808 |
105.000 |
105.250 |
104.100 |
104.100 |
-1.185 |
1,266 |
8,387 |
+249 |
| Total Volume and Open Interest |
74,955 |
290,147 |
-6,845 |
| Feeder Cattle(CME) |
| Aug08 |
080808 |
114.800 |
115.550 |
114.400 |
114.635 |
+0.555 |
1,175 |
6,603 |
+313 |
| Sep08 |
080808 |
116.500 |
117.250 |
116.000 |
116.550 |
+0.665 |
2,880 |
11,565 |
-931 |
| Oct08 |
080808 |
115.500 |
116.400 |
115.150 |
115.400 |
+0.050 |
2,795 |
9,606 |
+251 |
| Nov08 |
080808 |
116.700 |
117.100 |
115.650 |
115.650 |
-0.550 |
1,455 |
4,760 |
+389 |
| Jan09 |
080808 |
115.500 |
116.100 |
115.300 |
115.330 |
-0.070 |
92 |
1,729 |
+13 |
| Mar09 |
080808 |
116.000 |
116.000 |
115.000 |
115.000 |
-0.100 |
22 |
701 |
-1 |
| Apr09 |
080808 |
116.000 |
116.000 |
115.000 |
115.000 |
-0.500 |
5 |
361 |
+2 |
| Total Volume and Open Interest |
7,843 |
35,735 |
+406 |
| Lean Hogs(CME) |
| Aug08 |
080808 |
87.800 |
88.980 |
87.500 |
88.980 |
+3.000 |
4,027 |
11,777 |
-561 |
| Oct08 |
080808 |
78.200 |
78.750 |
77.400 |
77.900 |
+0.925 |
19,566 |
85,617 |
-1,388 |
| Dec08 |
080808 |
76.150 |
76.600 |
75.500 |
76.475 |
+1.025 |
12,071 |
69,914 |
-1,808 |
| Feb09 |
080808 |
81.000 |
81.700 |
80.400 |
81.550 |
+0.970 |
5,758 |
27,840 |
+982 |
| Apr09 |
080808 |
83.750 |
84.500 |
83.150 |
84.350 |
+0.550 |
3,023 |
23,501 |
-555 |
| May09 |
080808 |
88.300 |
89.200 |
87.800 |
89.200 |
+0.350 |
85 |
870 |
-21 |
| Jun09 |
080808 |
91.900 |
92.500 |
91.100 |
92.350 |
unch |
1,061 |
15,206 |
-330 |
| Jul09 |
080808 |
23.869 |
25.169 |
23.869 |
25.169 |
+0.300 |
77 |
1,029 |
+8 |
| Total Volume and Open Interest |
48,937 |
240,465 |
+2,157 |
| Pork Bellies(CME) |
| Aug08 |
080808 |
65.250 |
65.250 |
63.050 |
65.250 |
+3.000 |
67 |
91 |
-18 |
| Feb09 |
080808 |
90.350 |
93.285 |
90.300 |
93.285 |
+3.000 |
28 |
690 |
-1 |
| Mar09 |
080808 |
94.000 |
94.000 |
94.000 |
94.000 |
+2.000 |
0 |
6 |
+0 |
| May09 |
080808 |
29.719 |
29.719 |
29.719 |
29.719 |
+1.750 |
0 |
1 |
+0 |
| Jul09 |
080808 |
30.719 |
30.719 |
30.719 |
30.719 |
+0.250 |
|
|
|
| Total Volume and Open Interest |
210 |
807 |
-35 |
| Class III Milk(CME) |
| Aug08 |
080808 |
17.59 |
17.59 |
17.55 |
17.55 |
-0.05 |
328 |
4,485 |
+100 |
| Sep08 |
080808 |
17.27 |
17.40 |
17.19 |
17.19 |
-0.26 |
259 |
5,162 |
+44 |
| Oct08 |
080808 |
17.60 |
17.60 |
17.60 |
17.60 |
-0.20 |
264 |
3,832 |
+69 |
| Nov08 |
080808 |
17.65 |
17.65 |
17.65 |
17.65 |
-0.21 |
311 |
3,479 |
+58 |
| Dec08 |
080808 |
17.63 |
17.63 |
17.63 |
17.63 |
-0.18 |
159 |
3,785 |
+43 |
| Total Volume and Open Interest |
1,416 |
32,893 |
+419 |
| Cocoa(ICE) |
| Sep08 |
080808 |
2784 |
2785 |
2659 |
2688 |
-97 |
7,507 |
33,532 |
-5,407 |
| Dec08 |
080808 |
2813 |
2813 |
2687 |
2716 |
-97 |
6,612 |
58,860 |
+2,996 |
| Mar09 |
080808 |
2800 |
2803 |
2695 |
2722 |
-96 |
80 |
24,390 |
+39 |
| May09 |
080808 |
2731 |
2750 |
2704 |
2727 |
-94 |
1,306 |
8,820 |
+31 |
| Jul09 |
080808 |
2740 |
2742 |
2706 |
2727 |
-94 |
20 |
4,040 |
-8 |
| Sep09 |
080808 |
2735 |
2735 |
2702 |
2733 |
-88 |
1 |
1,514 |
+0 |
| Dec09 |
080808 |
2730 |
2741 |
2702 |
2731 |
-96 |
4 |
5,807 |
+3 |
| Total Volume and Open Interest |
16,027 |
142,999 |
-50 |
| Coffee "C"(ICE) |
| Sep08 |
080808 |
140.25 |
140.45 |
135.60 |
135.80 |
-4.65 |
16,008 |
55,779 |
-3,252 |
| Dec08 |
080808 |
144.30 |
144.30 |
139.50 |
139.70 |
-4.60 |
8,891 |
62,594 |
+3,569 |
| Mar09 |
080808 |
147.70 |
147.70 |
143.35 |
143.40 |
-4.60 |
1,892 |
13,422 |
-365 |
| May09 |
080808 |
146.15 |
146.15 |
145.55 |
145.75 |
-4.60 |
201 |
4,832 |
+153 |
| Jul09 |
080808 |
148.35 |
148.35 |
147.75 |
147.95 |
-4.60 |
7 |
1,664 |
+2 |
| Sep09 |
080808 |
150.05 |
150.05 |
150.05 |
150.05 |
-4.55 |
16 |
1,469 |
-6 |
| Total Volume and Open Interest |
24,143 |
142,155 |
-2,900 |
| Orange Juice(ICE) |
| Sep08 |
080808 |
100.10 |
101.00 |
97.40 |
98.75 |
-1.15 |
1,580 |
14,183 |
-665 |
| Nov08 |
080808 |
104.75 |
104.75 |
101.40 |
102.60 |
-1.15 |
1,379 |
11,744 |
+700 |
| Jan09 |
080808 |
106.00 |
106.55 |
105.50 |
106.35 |
-1.10 |
52 |
2,469 |
+22 |
| Mar09 |
080808 |
110.00 |
110.20 |
109.15 |
110.15 |
-1.05 |
11 |
2,950 |
+4 |
| May09 |
080808 |
114.00 |
114.00 |
113.15 |
113.20 |
-1.05 |
1 |
218 |
+1 |
| Jul09 |
080808 |
115.90 |
115.90 |
115.90 |
115.90 |
-1.05 |
0 |
38 |
+0 |
| Total Volume and Open Interest |
1,551 |
31,562 |
+171 |
| Sugar #11(ICE) |
| Oct08 |
080808 |
13.79 |
14.04 |
13.44 |
13.56 |
-0.25 |
46,771 |
329,287 |
-793 |
| Mar09 |
080808 |
14.93 |
15.19 |
14.63 |
14.75 |
-0.17 |
21,671 |
168,268 |
-1,511 |
| May09 |
080808 |
14.94 |
15.17 |
14.70 |
14.79 |
-0.17 |
8,284 |
81,944 |
+1,666 |
| Jul09 |
080808 |
14.92 |
15.12 |
14.70 |
14.77 |
-0.16 |
4,430 |
80,573 |
+532 |
| Oct09 |
080808 |
15.16 |
15.30 |
14.95 |
15.02 |
-0.14 |
3,263 |
64,834 |
+950 |
| Total Volume and Open Interest |
73,185 |
795,826 |
+3,976 |
| Sugar #14(ICE) |
| Sep08 |
080808 |
23.53 |
23.53 |
23.53 |
23.53 |
+0.03 |
0 |
540 |
+0 |
| Nov08 |
080808 |
23.24 |
23.29 |
23.24 |
23.29 |
-0.04 |
2 |
3,013 |
+0 |
| Jan09 |
080808 |
23.23 |
23.23 |
23.23 |
23.23 |
+0.03 |
12 |
2,088 |
+0 |
| Mar09 |
080808 |
23.00 |
23.15 |
23.00 |
23.15 |
+0.05 |
11 |
1,631 |
+11 |
| May09 |
080808 |
23.02 |
23.02 |
23.02 |
23.02 |
-0.23 |
1 |
874 |
+1 |
| Total Volume and Open Interest |
172 |
9,311 |
-370 |
| London Cocoa(LCE) |
| Sep08 |
080808 |
1493 |
1503 |
1457 |
1463 |
-32 |
2,796 |
61,727 |
-3,637 |
| Dec08 |
080808 |
1515 |
1515 |
1464 |
1467 |
-36 |
1,995 |
62,816 |
-195 |
| Mar09 |
080808 |
1491 |
1504 |
1461 |
1464 |
-35 |
141 |
40,042 |
+98 |
| May09 |
080808 |
1496 |
1506 |
1468 |
1469 |
-35 |
530 |
19,633 |
+13 |
| Jul09 |
080808 |
1485 |
1485 |
1474 |
1474 |
-35 |
0 |
7,502 |
+0 |
| Sep09 |
080808 |
1499 |
1499 |
1475 |
1475 |
-33 |
0 |
1,598 |
+0 |
| Dec09 |
080808 |
1475 |
1479 |
1475 |
1479 |
-33 |
0 |
1,973 |
+0 |
| Total Volume and Open Interest |
10,586 |
199,283 |
+609 |
| London Coffee(LCE) |
| Sep08 |
080808 |
2358.00 |
2371.00 |
2317.00 |
2325.00 |
-50.00 |
6,080 |
63,052 |
-1,532 |
| Nov08 |
080808 |
2343.00 |
2354.00 |
2305.00 |
2312.00 |
-49.00 |
3,484 |
32,058 |
+666 |
| Jan09 |
080808 |
2291.00 |
2297.00 |
2261.00 |
2270.00 |
-35.00 |
1,042 |
47,213 |
+407 |
| Total Volume and Open Interest |
10,467 |
142,782 |
-801 |
| London Sugar(LCE) |
| Oct08 |
080808 |
392.30 |
395.00 |
384.00 |
385.80 |
-11.20 |
2,408 |
25,118 |
+228 |
| Dec08 |
080808 |
397.00 |
400.90 |
390.00 |
391.80 |
-11.40 |
891 |
12,379 |
+236 |
| Mar09 |
080808 |
412.00 |
415.50 |
405.50 |
406.80 |
-11.30 |
609 |
14,626 |
-89 |
| May09 |
080808 |
409.60 |
409.70 |
407.10 |
407.10 |
-11.00 |
219 |
3,930 |
-16 |
| Aug09 |
080808 |
411.60 |
411.60 |
407.80 |
407.80 |
-10.40 |
107 |
4,938 |
+20 |
| Total Volume and Open Interest |
4,639 |
64,077 |
+759 |
| Cotton(ICE) |
| Oct08 |
080808 |
69.00 |
69.00 |
67.00 |
67.25 |
-2.08 |
534 |
4,574 |
-68 |
| Dec08 |
080808 |
71.30 |
71.30 |
69.05 |
69.17 |
-2.21 |
10,328 |
162,357 |
+568 |
| Mar09 |
080808 |
76.03 |
76.03 |
74.25 |
74.36 |
-2.03 |
1,877 |
34,035 |
+240 |
| May09 |
080808 |
76.00 |
76.00 |
76.00 |
76.00 |
-2.16 |
126 |
3,042 |
-16 |
| Jul09 |
080808 |
77.80 |
77.80 |
77.25 |
77.25 |
-2.28 |
174 |
6,318 |
+37 |
| Oct09 |
080808 |
79.50 |
79.50 |
79.40 |
79.40 |
-2.28 |
0 |
123 |
+0 |
| Total Volume and Open Interest |
9,261 |
218,009 |
+197 |
| Lumber(CME) |
| Sep08 |
080808 |
255.9 |
257.3 |
253.2 |
256.9 |
+0.9 |
755 |
4,696 |
-192 |
| Nov08 |
080808 |
246.7 |
248.3 |
246.0 |
246.0 |
-1.3 |
796 |
7,002 |
+39 |
| Jan09 |
080808 |
263.4 |
268.1 |
263.0 |
268.0 |
+2.1 |
59 |
1,770 |
+4 |
| Mar09 |
080808 |
270.0 |
270.0 |
270.0 |
270.0 |
-0.4 |
29 |
241 |
+20 |
| Total Volume and Open Interest |
2,192 |
13,934 |
-102 |
| Crude Oil(NYM) |
| Sep08 |
080808 |
117.75 |
117.85 |
115.10 |
115.20 |
-4.82 |
304,204 |
235,330 |
-37,659 |
| Oct08 |
080808 |
116.10 |
116.45 |
115.40 |
115.40 |
-4.38 |
145,057 |
175,783 |
+12,720 |
| Nov08 |
080808 |
115.77 |
115.77 |
115.77 |
115.77 |
-4.01 |
59,627 |
85,514 |
+7,359 |
| Dec08 |
080808 |
116.80 |
116.80 |
116.11 |
116.11 |
-3.71 |
62,786 |
177,884 |
-6,804 |
| Jan09 |
080808 |
116.32 |
116.32 |
116.32 |
116.32 |
-3.50 |
11,067 |
39,206 |
+971 |
| Feb09 |
080808 |
116.42 |
116.42 |
116.42 |
116.42 |
-3.38 |
4,955 |
17,645 |
+531 |
| Mar09 |
080808 |
116.46 |
116.46 |
116.46 |
116.46 |
-3.29 |
2,898 |
14,326 |
+287 |
| Apr09 |
080808 |
116.45 |
116.45 |
116.45 |
116.45 |
-3.21 |
1,629 |
13,378 |
+268 |
| May09 |
080808 |
116.40 |
116.40 |
116.40 |
116.40 |
-3.12 |
902 |
15,959 |
+423 |
| Jun09 |
080808 |
116.27 |
116.27 |
116.27 |
116.27 |
-3.08 |
2,072 |
55,242 |
+425 |
| Jul09 |
080808 |
116.40 |
116.40 |
116.10 |
116.10 |
-3.03 |
221 |
18,101 |
+1 |
| Aug09 |
080808 |
115.93 |
115.93 |
115.93 |
115.93 |
-2.98 |
639 |
8,977 |
+0 |
| Sep09 |
080808 |
115.76 |
115.76 |
115.76 |
115.76 |
-2.93 |
380 |
10,929 |
-223 |
| Oct09 |
080808 |
115.59 |
115.59 |
115.59 |
115.59 |
-2.88 |
192 |
6,066 |
+82 |
| Nov09 |
080808 |
115.42 |
115.42 |
115.42 |
115.42 |
-2.83 |
130 |
4,051 |
-100 |
| Dec09 |
080808 |
115.26 |
115.26 |
115.26 |
115.26 |
-2.79 |
19,595 |
118,344 |
-526 |
| Total Volume and Open Interest |
604,296 |
1,274,141 |
+24,839 |
| e-miNY Crude Oil(NYM) |
| Aug08 |
080721 |
129.125 |
132.075 |
128.650 |
131.050 |
+2.175 |
20,367 |
5,267 |
-1,593 |
| Sep08 |
080808 |
119.800 |
120.100 |
114.600 |
115.200 |
-4.825 |
23,677 |
7,500 |
+1,381 |
| Oct08 |
080808 |
119.650 |
119.875 |
114.850 |
115.400 |
-4.375 |
1,689 |
1,816 |
+242 |
| Nov08 |
080808 |
119.400 |
119.500 |
115.375 |
115.775 |
-4.000 |
271 |
284 |
-42 |
| Dec08 |
080808 |
119.500 |
119.875 |
115.750 |
116.100 |
-3.725 |
113 |
372 |
+12 |
| Jan09 |
080808 |
116.325 |
116.325 |
116.325 |
116.325 |
-3.500 |
7 |
7 |
+0 |
| Feb09 |
080808 |
116.425 |
116.425 |
116.425 |
116.425 |
-3.375 |
2 |
3 |
+0 |
| Mar09 |
080808 |
116.450 |
116.450 |
116.450 |
116.450 |
-3.300 |
|
|
|
| Apr09 |
080808 |
116.450 |
116.450 |
116.450 |
116.450 |
-3.200 |
0 |
1 |
+0 |
| May09 |
080808 |
116.400 |
116.400 |
116.400 |
116.400 |
-3.125 |
1 |
1 |
+0 |
| Total Volume and Open Interest |
29,881 |
8,479 |
+573 |
| Heating Oil(NYM) |
| Sep08 |
080808 |
316.00 |
316.10 |
312.80 |
312.80 |
-10.56 |
40,405 |
62,558 |
-4,001 |
| Oct08 |
080808 |
320.05 |
320.05 |
316.00 |
316.00 |
-10.56 |
12,475 |
32,883 |
+2,380 |
| Nov08 |
080808 |
323.85 |
323.85 |
319.85 |
319.85 |
-10.46 |
5,125 |
16,837 |
+536 |
| Dec08 |
080808 |
323.60 |
323.60 |
323.60 |
323.60 |
-10.26 |
5,515 |
21,368 |
+122 |
| Jan09 |
080808 |
326.85 |
326.85 |
326.85 |
326.85 |
-10.11 |
3,235 |
15,769 |
-370 |
| Feb09 |
080808 |
328.70 |
328.70 |
328.70 |
328.70 |
-10.06 |
1,622 |
6,574 |
+76 |
| Mar09 |
080808 |
328.35 |
328.35 |
328.35 |
328.35 |
-9.81 |
1,038 |
6,691 |
+13 |
| Apr09 |
080808 |
325.75 |
325.75 |
325.75 |
325.75 |
-9.51 |
461 |
2,953 |
-34 |
| May09 |
080808 |
323.25 |
323.25 |
323.25 |
323.25 |
-9.21 |
396 |
1,846 |
+125 |
| Jun09 |
080808 |
321.40 |
321.40 |
321.40 |
321.40 |
-8.96 |
929 |
20,524 |
+49 |
| Jul09 |
080808 |
321.20 |
321.20 |
321.20 |
321.20 |
-8.86 |
41 |
2,425 |
+7 |
| Aug09 |
080808 |
322.10 |
322.10 |
322.10 |
322.10 |
-8.81 |
9 |
969 |
+4 |
| Total Volume and Open Interest |
80,320 |
225,440 |
-475 |
| Gasoline(NYMEX) |
| Sep08 |
080808 |
300.25 |
300.95 |
287.85 |
288.74 |
-11.53 |
35,351 |
75,264 |
-2,301 |
| Oct08 |
080808 |
289.49 |
289.49 |
278.55 |
279.54 |
-10.53 |
17,579 |
39,657 |
+1,817 |
| Nov08 |
080808 |
289.80 |
289.80 |
279.02 |
280.44 |
-9.98 |
7,995 |
23,545 |
-84 |
| Dec08 |
080808 |
285.20 |
287.57 |
280.35 |
281.64 |
-9.53 |
7,737 |
27,134 |
-92 |
| Jan09 |
080808 |
288.09 |
288.09 |
283.21 |
283.79 |
-9.13 |
3,162 |
8,767 |
-990 |
| Feb09 |
080808 |
286.36 |
287.86 |
286.24 |
286.24 |
-8.83 |
1,267 |
5,653 |
+485 |
| Mar09 |
080808 |
290.00 |
290.00 |
288.84 |
288.84 |
-8.63 |
710 |
3,470 |
+2 |
| Apr09 |
080808 |
303.50 |
303.89 |
303.50 |
303.89 |
-8.48 |
355 |
8,823 |
-17 |
| May09 |
080808 |
304.34 |
304.34 |
304.34 |
304.34 |
-8.38 |
172 |
4,449 |
+7 |
| Jun09 |
080808 |
303.74 |
303.74 |
303.74 |
303.74 |
-8.28 |
78 |
5,163 |
+14 |
| Total Volume and Open Interest |
74,499 |
216,918 |
-1,207 |
| e-miNY RBOB Gasoline(NYM) |
| Sep08 |
080808 |
288.74 |
288.74 |
288.74 |
288.74 |
-11.53 |
|
|
|
| Oct08 |
080808 |
279.54 |
279.54 |
279.54 |
279.54 |
-10.53 |
|
|
|
| Nov08 |
080808 |
280.44 |
280.44 |
280.44 |
280.44 |
-9.98 |
|
|
|
| Dec08 |
080808 |
281.64 |
281.64 |
281.64 |
281.64 |
-9.53 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Natural Gas(NYM) |
| Sep08 |
080808 |
8.450 |
8.450 |
8.215 |
8.248 |
-0.323 |
113,618 |
103,807 |
-16,174 |
| Oct08 |
080808 |
8.515 |
8.540 |
8.300 |
8.330 |
-0.329 |
35,903 |
105,852 |
+4,842 |
| Nov08 |
080808 |
8.900 |
8.900 |
8.708 |
8.708 |
-0.321 |
27,990 |
69,241 |
+3,229 |
| Dec08 |
080808 |
9.320 |
9.320 |
9.126 |
9.126 |
-0.323 |
5,249 |
46,436 |
+635 |
| Jan09 |
080808 |
9.560 |
9.565 |
9.376 |
9.376 |
-0.318 |
8,324 |
64,052 |
-318 |
| Feb09 |
080808 |
9.590 |
9.590 |
9.396 |
9.396 |
-0.308 |
1,334 |
23,154 |
-111 |
| Mar09 |
080808 |
9.255 |
9.405 |
9.255 |
9.266 |
-0.283 |
3,523 |
60,055 |
-322 |
| Apr09 |
080808 |
8.910 |
8.910 |
8.791 |
8.791 |
-0.228 |
3,995 |
61,322 |
+715 |
| May09 |
080808 |
8.840 |
8.840 |
8.773 |
8.773 |
-0.213 |
825 |
41,461 |
-40 |
| Jun09 |
080808 |
8.940 |
8.940 |
8.870 |
8.870 |
-0.208 |
382 |
19,376 |
+62 |
| Jul09 |
080808 |
8.950 |
9.040 |
8.950 |
8.975 |
-0.206 |
355 |
17,666 |
+72 |
| Aug09 |
080808 |
9.248 |
9.248 |
9.040 |
9.040 |
-0.206 |
275 |
17,101 |
+12 |
| Sep09 |
080808 |
9.075 |
9.075 |
9.075 |
9.075 |
-0.206 |
559 |
14,358 |
-248 |
| Oct09 |
080808 |
9.275 |
9.275 |
9.160 |
9.160 |
-0.206 |
1,002 |
31,388 |
+327 |
| Nov09 |
080808 |
9.490 |
9.610 |
9.490 |
9.495 |
-0.201 |
587 |
16,755 |
-71 |
| Dec09 |
080808 |
9.870 |
9.890 |
9.870 |
9.890 |
-0.196 |
440 |
26,533 |
+61 |
| Total Volume and Open Interest |
138,344 |
936,274 |
-2,413 |
| Brent Crude Oil(ICE) |
| Sep08 |
080808 |
117.80 |
118.10 |
112.80 |
113.33 |
-4.53 |
107,682 |
57,234 |
-8,185 |
| Oct08 |
080808 |
118.48 |
119.02 |
114.22 |
114.62 |
-4.12 |
97,062 |
113,765 |
-10,842 |
| Nov08 |
080808 |
119.20 |
119.39 |
115.56 |
115.74 |
-3.85 |
52,695 |
54,325 |
-305 |
| Dec08 |
080808 |
119.93 |
120.00 |
116.39 |
116.68 |
-3.56 |
28,330 |
63,707 |
-1,851 |
| Jan09 |
080808 |
119.96 |
119.96 |
117.29 |
117.44 |
-3.37 |
5,619 |
27,257 |
+423 |
| Feb09 |
080808 |
120.00 |
120.00 |
117.99 |
118.00 |
-3.27 |
3,123 |
21,378 |
-488 |
| Mar09 |
080808 |
120.30 |
120.30 |
118.20 |
118.34 |
-3.22 |
2,116 |
13,147 |
+384 |
| Apr09 |
080808 |
120.13 |
120.41 |
118.37 |
118.53 |
-3.14 |
1,698 |
17,403 |
-511 |
| May09 |
080808 |
120.16 |
120.45 |
118.46 |
118.66 |
-3.04 |
1,227 |
12,843 |
-45 |
| Jun09 |
080808 |
120.05 |
120.45 |
118.25 |
118.72 |
-2.95 |
2,246 |
27,825 |
+79 |
| Jul09 |
080808 |
118.30 |
118.80 |
118.30 |
118.80 |
-2.87 |
0 |
8,887 |
+66 |
| Aug09 |
080808 |
118.81 |
118.81 |
118.81 |
118.81 |
-2.89 |
0 |
4,066 |
+371 |
| Sep09 |
080808 |
119.42 |
119.42 |
118.79 |
118.79 |
-2.87 |
0 |
6,523 |
+28 |
| Oct09 |
080808 |
118.67 |
118.67 |
118.67 |
118.67 |
-2.81 |
0 |
2,360 |
+10 |
| Total Volume and Open Interest |
282,905 |
566,209 |
-5,069 |
| Gas Oil(ICE) |
| Aug08 |
080808 |
1055.00 |
1057.00 |
1015.00 |
1019.75 |
-37.75 |
22,892 |
27,290 |
-2,333 |
| Sep08 |
080808 |
1060.75 |
1062.75 |
1020.50 |
1025.50 |
-37.75 |
41,889 |
72,254 |
+962 |
| Oct08 |
080808 |
1064.00 |
1064.00 |
1031.00 |
1033.75 |
-37.00 |
16,954 |
41,816 |
+3,813 |
| Nov08 |
080808 |
1066.50 |
1067.25 |
1039.00 |
1042.00 |
-35.75 |
6,685 |
20,883 |
+2,656 |
| Dec08 |
080808 |
1074.00 |
1074.00 |
1046.50 |
1049.75 |
-35.50 |
9,288 |
44,711 |
+885 |
| Jan09 |
080808 |
1082.00 |
1082.00 |
1054.50 |
1057.75 |
-35.00 |
4,042 |
27,907 |
+786 |
| Feb09 |
080808 |
1090.00 |
1090.00 |
1061.75 |
1062.25 |
-33.75 |
2,012 |
12,491 |
+94 |
| Mar09 |
080808 |
1083.00 |
1083.00 |
1061.25 |
1062.00 |
-32.25 |
1,471 |
12,365 |
+382 |
| Apr09 |
080808 |
1079.25 |
1079.25 |
1059.75 |
1060.25 |
-30.75 |
467 |
6,082 |
+216 |
| May09 |
080808 |
1067.75 |
1067.75 |
1057.25 |
1058.75 |
-28.75 |
942 |
7,810 |
+253 |
| Total Volume and Open Interest |
110,758 |
340,299 |
+7,976 |
| Ethanol(CBOT) |
| Aug08 |
080805 |
2.220 |
2.220 |
2.189 |
2.189 |
-0.056 |
27 |
191 |
-24 |
| Sep08 |
080808 |
2.110 |
2.110 |
2.040 |
2.040 |
-0.188 |
20 |
351 |
+15 |
| Oct08 |
080808 |
2.050 |
2.050 |
2.020 |
2.020 |
-0.170 |
42 |
206 |
-17 |
| Nov08 |
080808 |
2.060 |
2.060 |
2.020 |
2.026 |
-0.156 |
85 |
210 |
+14 |
| Dec08 |
080808 |
2.070 |
2.070 |
2.020 |
2.025 |
-0.157 |
80 |
155 |
-26 |
| Jan09 |
080808 |
2.070 |
2.070 |
2.050 |
2.050 |
-0.130 |
50 |
143 |
-19 |
| Feb09 |
080808 |
2.050 |
2.050 |
2.050 |
2.050 |
-0.134 |
15 |
150 |
+5 |
| Mar09 |
080808 |
2.050 |
2.050 |
2.050 |
2.050 |
-0.150 |
5 |
175 |
+9 |
| Total Volume and Open Interest |
329 |
2,702 |
+33 |
| US Dollar Index(ICE) |
| Sep08 |
080808 |
74.730 |
76.095 |
74.720 |
76.010 |
+1.285 |
9,670 |
30,163 |
+1,535 |
| Dec08 |
080808 |
75.150 |
76.525 |
75.150 |
76.460 |
+1.350 |
163 |
2,326 |
-49 |
| Mar09 |
080808 |
76.840 |
76.840 |
76.840 |
76.840 |
+1.370 |
55 |
120 |
-20 |
| Total Volume and Open Interest |
4,841 |
31,173 |
-848 |
| Australian Dollar(CME) |
| Sep08 |
080808 |
88.95 |
88.95 |
88.42 |
88.42 |
-1.92 |
28 |
77,290 |
+1,447 |
| Dec08 |
080808 |
87.52 |
87.52 |
87.52 |
87.52 |
-1.89 |
0 |
1,719 |
+0 |
| Mar09 |
080808 |
86.62 |
86.62 |
86.62 |
86.62 |
-1.89 |
0 |
538 |
+0 |
| Total Volume and Open Interest |
44,716 |
78,122 |
-2,858 |
| British Pound(CME) |
| Sep08 |
080808 |
191.45 |
191.46 |
191.45 |
191.46 |
-2.37 |
25 |
92,108 |
+4,303 |
| Dec08 |
080808 |
190.19 |
190.19 |
190.19 |
190.19 |
-2.37 |
0 |
1,390 |
+7 |
| Mar09 |
080808 |
189.57 |
189.57 |
188.97 |
188.97 |
-2.35 |
0 |
943 |
+0 |
| Total Volume and Open Interest |
75,717 |
91,582 |
-1,440 |
| Canadian Dollar(CME) |
| Sep08 |
080808 |
93.75 |
93.92 |
93.50 |
93.57 |
-1.46 |
41 |
112,496 |
+3,040 |
| Dec08 |
080808 |
93.55 |
93.55 |
93.55 |
93.55 |
-1.43 |
5 |
7,311 |
+161 |
| Mar09 |
080808 |
93.59 |
93.59 |
93.59 |
93.59 |
-1.39 |
5 |
1,468 |
-8 |
| Jun09 |
080808 |
93.62 |
93.62 |
93.62 |
93.62 |
-1.43 |
0 |
1,293 |
-15 |
| Total Volume and Open Interest |
36,586 |
120,898 |
+4,238 |
| Japanese Yen(CME) |
| Sep08 |
080808 |
91.18 |
91.18 |
90.90 |
90.90 |
-0.67 |
14 |
174,135 |
-1,404 |
| Dec08 |
080808 |
91.40 |
91.40 |
91.40 |
91.40 |
-0.68 |
0 |
22,913 |
+36 |
| Mar09 |
080808 |
91.97 |
91.97 |
91.97 |
91.97 |
-0.68 |
0 |
547 |
+3 |
| Total Volume and Open Interest |
120,779 |
202,408 |
+1,590 |
| Swiss Franc(CME) |
| Sep08 |
080808 |
92.93 |
92.93 |
92.55 |
92.55 |
-1.62 |
2 |
58,940 |
-277 |
| Dec08 |
080808 |
92.64 |
92.64 |
92.64 |
92.64 |
-1.62 |
0 |
1,485 |
+5 |
| Mar09 |
080808 |
92.72 |
92.72 |
92.72 |
92.72 |
-1.62 |
0 |
512 |
+0 |
| Total Volume and Open Interest |
52,118 |
61,305 |
+2,177 |
| EuroFX(CME) |
| Sep08 |
080808 |
150.53 |
150.53 |
149.82 |
149.82 |
-3.12 |
167 |
149,218 |
-3,648 |
| Dec08 |
080808 |
149.34 |
149.34 |
149.11 |
149.11 |
-3.11 |
8 |
3,529 |
+187 |
| Mar09 |
080808 |
148.49 |
148.49 |
148.49 |
148.49 |
-3.06 |
0 |
421 |
+0 |
| Total Volume and Open Interest |
177,946 |
157,048 |
-3,263 |
| Mexican Peso(CME) |
| Aug08 |
080808 |
983.2 |
983.2 |
983.2 |
983.2 |
-15.8 |
|
|
|
| Sep08 |
080808 |
983.5 |
983.5 |
978.5 |
979.8 |
-15.8 |
2,947 |
105,139 |
+692 |
| Total Volume and Open Interest |
19,861 |
113,813 |
+574 |
| 30-Year T-Bonds(CBOT) |
| Sep08 |
080808 |
116~100 |
116~215 |
115~300 |
116~120 |
+0~040 |
419,252 |
860,641 |
+16,868 |
| Dec08 |
080808 |
115~020 |
115~200 |
115~020 |
115~135 |
+0~040 |
1,440 |
11,409 |
+468 |
| Mar09 |
080808 |
114~110 |
114~110 |
114~110 |
114~110 |
+0~040 |
1 |
18 |
-1 |
| Total Volume and Open Interest |
326,733 |
855,560 |
-1,830 |
| 10-Year T-Notes(CBOT) |
| Sep08 |
080808 |
115~205 |
115~250 |
115~085 |
115~100 |
-0~090 |
1,128,914 |
1,793,853 |
+29,478 |
| Dec08 |
080808 |
114~100 |
114~175 |
114~000 |
114~030 |
-0~085 |
12,302 |
80,918 |
+3,945 |
| Mar09 |
080808 |
113~030 |
113~030 |
113~030 |
113~030 |
-0~085 |
|
|
|
| Total Volume and Open Interest |
973,526 |
1,843,908 |
+26,535 |
| 5-Year T-Notes(CBOT) |
| Sep08 |
080808 |
111~102 |
111~108 |
111~076 |
111~076 |
-0~028 |
659,787 |
0 |
+0 |
| Dec08 |
080808 |
111~000 |
111~000 |
111~000 |
111~000 |
-0~028 |
164 |
0 |
+0 |
| Mar09 |
080808 |
111~000 |
111~000 |
111~000 |
111~000 |
-0~028 |
|
|
|
| Total Volume and Open Interest |
505,795 |
1,553,001 |
-11,439 |
| 2 Year T-Notes(CBOT) |
| Sep08 |
080808 |
106~004 |
106~004 |
106~001 |
106~004 |
-0~016 |
100 |
879,014 |
+16,660 |
| Dec08 |
080808 |
105~077 |
105~077 |
105~077 |
105~077 |
-0~016 |
0 |
10,400 |
+830 |
| Mar09 |
080808 |
105~077 |
105~077 |
105~077 |
105~077 |
-0~016 |
|
|
|
| Total Volume and Open Interest |
282,130 |
872,465 |
-19,472 |
| Eurodollars(CME) |
| Sep08 |
080808 |
97.175 |
97.175 |
97.170 |
97.175 |
-0.005 |
135,377 |
1,415,047 |
-2,627 |
| Dec08 |
080808 |
97.015 |
97.025 |
96.975 |
96.985 |
-0.040 |
220,000 |
1,701,406 |
+19,431 |
| Mar09 |
080808 |
96.940 |
96.965 |
96.900 |
96.905 |
-0.055 |
242,000 |
1,401,262 |
+16,408 |
| Jun09 |
080808 |
96.775 |
96.800 |
96.720 |
96.735 |
-0.055 |
315,500 |
1,197,736 |
+11,772 |
| Sep09 |
080808 |
96.545 |
96.575 |
96.480 |
96.495 |
-0.050 |
330,500 |
987,172 |
+25,143 |
| Dec09 |
080808 |
96.245 |
96.245 |
96.180 |
96.190 |
-0.050 |
182,500 |
772,278 |
+9,269 |
| Mar10 |
080808 |
96.000 |
96.000 |
95.940 |
95.945 |
-0.050 |
123,500 |
574,207 |
-321 |
| Jun10 |
080808 |
95.775 |
95.785 |
95.730 |
95.730 |
-0.045 |
100,500 |
317,629 |
-78 |
| Sep10 |
080808 |
95.625 |
95.640 |
95.570 |
95.570 |
-0.045 |
39,500 |
217,356 |
-1,448 |
| Dec10 |
080808 |
95.480 |
95.500 |
95.435 |
95.435 |
-0.045 |
25,500 |
193,888 |
-1,019 |
| Mar11 |
080808 |
95.415 |
95.430 |
95.375 |
95.375 |
-0.040 |
24,500 |
156,751 |
-2,686 |
| Jun11 |
080808 |
95.340 |
95.365 |
95.310 |
95.310 |
-0.035 |
23,500 |
142,339 |
-465 |
| Sep11 |
080808 |
95.295 |
95.315 |
95.260 |
95.260 |
-0.035 |
18,500 |
94,783 |
+102 |
| Dec11 |
080808 |
95.230 |
95.250 |
95.205 |
95.205 |
-0.025 |
1,044 |
95,132 |
-527 |
| Mar12 |
080808 |
95.195 |
95.215 |
95.180 |
95.180 |
-0.015 |
879 |
101,596 |
+337 |
| Jun12 |
080808 |
95.135 |
95.155 |
95.125 |
95.130 |
-0.005 |
1,244 |
79,547 |
-800 |
| Sep12 |
080808 |
95.085 |
95.085 |
95.075 |
95.085 |
unch |
352 |
56,650 |
-48 |
| Dec12 |
080808 |
95.020 |
95.025 |
95.010 |
95.025 |
+0.005 |
592 |
64,001 |
-649 |
| Total Volume and Open Interest |
1,813,363 |
9,743,916 |
+24,177 |
| 30 Day Federal Funds(CBOT) |
| Aug08 |
080808 |
97.993 |
97.993 |
97.993 |
97.993 |
unch |
11 |
120,876 |
-2,054 |
| Sep08 |
080808 |
97.975 |
97.975 |
97.975 |
97.975 |
unch |
11 |
80,346 |
-1,566 |
| Oct08 |
080808 |
97.955 |
97.955 |
97.955 |
97.955 |
unch |
0 |
107,754 |
-104 |
| Nov08 |
080808 |
97.920 |
97.920 |
97.920 |
97.920 |
unch |
4 |
144,491 |
+5,233 |
| Dec08 |
080808 |
97.905 |
97.905 |
97.905 |
97.905 |
unch |
8 |
66,540 |
+5,664 |
| Jan09 |
080808 |
97.860 |
97.860 |
97.860 |
97.860 |
+0.005 |
4 |
22,628 |
+83 |
| Total Volume and Open Interest |
42,262 |
569,964 |
+1,547 |
| 30 Day Fed Funds(e-CBOT) |
| Aug08 |
080808 |
97.993 |
97.995 |
97.993 |
97.993 |
-0.003 |
7,091 |
120,876 |
-2,054 |
| Sep08 |
080808 |
97.975 |
97.980 |
97.970 |
97.975 |
-0.005 |
4,776 |
80,346 |
-1,566 |
| Oct08 |
080808 |
97.955 |
97.965 |
97.945 |
97.955 |
unch |
4,946 |
107,754 |
-104 |
| Nov08 |
080808 |
97.915 |
97.935 |
97.910 |
97.920 |
unch |
15,378 |
144,491 |
+5,233 |
| Dec08 |
080808 |
97.895 |
97.925 |
97.895 |
97.910 |
+0.005 |
13,078 |
66,540 |
+5,664 |
| Jan09 |
080808 |
97.845 |
97.870 |
97.845 |
97.865 |
unch |
2,879 |
22,628 |
+83 |
| Total Volume and Open Interest |
52,077 |
571,736 |
+6,765 |
| 3-Mth Euro-Yen(CME) |
| Sep08 |
080808 |
99.18 |
99.18 |
99.18 |
99.18 |
unch |
6 |
7,695 |
-14 |
| Dec08 |
080808 |
99.19 |
99.19 |
99.19 |
99.19 |
+0.02 |
0 |
2,882 |
+0 |
| Mar09 |
080808 |
99.21 |
99.21 |
99.21 |
99.21 |
+0.05 |
0 |
1,898 |
+0 |
| Jun09 |
080808 |
99.16 |
99.16 |
99.16 |
99.16 |
unch |
0 |
475 |
+0 |
| Sep09 |
080808 |
99.12 |
99.12 |
99.12 |
99.12 |
unch |
0 |
510 |
+30 |
| Dec09 |
080808 |
99.06 |
99.06 |
99.06 |
99.06 |
unch |
0 |
1 |
+0 |
| Mar10 |
080808 |
98.95 |
98.95 |
98.95 |
98.95 |
unch |
|
|
|
| Jun10 |
080808 |
98.90 |
98.90 |
98.90 |
98.90 |
unch |
|
|
|
| Sep10 |
080808 |
98.87 |
98.87 |
98.87 |
98.87 |
+0.02 |
|
|
|
| Dec10 |
080808 |
98.96 |
98.96 |
98.96 |
98.96 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
6 |
13,461 |
+16 |
| 3-Mth Euro-Yen(SGX) |
| Sep08 |
080808 |
99.17 |
99.17 |
99.17 |
99.17 |
+0.00 |
75 |
21,285 |
-1,168 |
| Dec08 |
080808 |
99.22 |
99.23 |
99.18 |
99.18 |
+0.01 |
281 |
18,363 |
+137 |
| Mar09 |
080808 |
99.22 |
99.23 |
99.17 |
99.17 |
+0.01 |
189 |
9,810 |
+108 |
| Jun09 |
080808 |
99.22 |
99.28 |
99.18 |
99.18 |
+0.01 |
401 |
4,292 |
+246 |
| Sep09 |
080808 |
99.16 |
99.18 |
99.12 |
99.14 |
+0.01 |
0 |
1,422 |
+30 |
| Dec09 |
080808 |
99.10 |
99.10 |
99.07 |
99.07 |
+0.01 |
0 |
484 |
+0 |
| Mar10 |
080808 |
98.96 |
98.96 |
98.96 |
98.96 |
+0.01 |
0 |
450 |
+0 |
| Jun10 |
080808 |
98.91 |
98.91 |
98.91 |
98.91 |
+0.02 |
0 |
450 |
+0 |
| Total Volume and Open Interest |
946 |
61,365 |
-928 |
| Japanese Gov't Bonds(SGX) |
| Sep08 |
080729 |
136.24 |
136.39 |
136.19 |
136.25 |
+0.74 |
1,809 |
16,754 |
+51 |
| Dec08 |
080808 |
137.66 |
137.66 |
137.66 |
137.66 |
+0.60 |
|
|
|
| Mar09 |
080808 |
137.66 |
137.66 |
137.66 |
137.66 |
+0.60 |
|
|
|
| Total Volume and Open Interest |
2,475 |
15,978 |
-767 |
| Euro-Bund(EUREX) |
| Sep08 |
080808 |
113.50 |
113.80 |
113.40 |
113.58 |
+0.10 |
839,637 |
1,180,059 |
-36,783 |
| Dec08 |
080808 |
113.34 |
113.49 |
113.16 |
113.30 |
+0.12 |
2,519 |
6,018 |
-110 |
| Mar09 |
080808 |
113.48 |
113.48 |
113.48 |
113.48 |
+0.10 |
50 |
0 |
+0 |
| Total Volume and Open Interest |
842,206 |
1,186,077 |
-36,893 |
| Euro-Bobl(EUREX) |
| Sep08 |
080808 |
108.21 |
108.45 |
108.13 |
108.31 |
+0.14 |
466,561 |
940,933 |
-9,202 |
| Dec08 |
080808 |
108.43 |
108.46 |
108.43 |
108.46 |
+0.15 |
280 |
5,881 |
+225 |
| Mar09 |
080808 |
108.32 |
108.32 |
108.32 |
108.32 |
+0.15 |
|
|
|
| Total Volume and Open Interest |
466,841 |
946,814 |
-8,977 |
| 3-Mth Euribor(EUREX) |
| Sep08 |
080808 |
95.040 |
95.040 |
95.030 |
95.030 |
-0.005 |
333 |
19,164 |
+125 |
| Dec08 |
080808 |
95.065 |
95.070 |
95.045 |
95.070 |
+0.025 |
633 |
8,846 |
-72 |
| Mar09 |
080808 |
95.315 |
95.330 |
95.310 |
95.315 |
+0.035 |
156 |
2,973 |
-3 |
| Total Volume and Open Interest |
2,508 |
36,904 |
-547 |
| Long Gilt(LIFFE) |
| Sep08 |
080808 |
108~13 |
108~19 |
108~06 |
108~12 |
+0~01 |
78,800 |
327,102 |
+5,964 |
| Dec08 |
080808 |
110~01 |
110~01 |
110~01 |
110~01 |
+0~01 |
0 |
50 |
+0 |
| Total Volume and Open Interest |
81,886 |
321,188 |
+608 |
| 3-Mth Short Sterling(LIFFE) |
| Sep08 |
080808 |
94.20 |
94.20 |
94.20 |
94.20 |
-0.02 |
75,603 |
407,559 |
+2,481 |
| Dec08 |
080808 |
94.28 |
94.28 |
94.28 |
94.28 |
-0.09 |
67,389 |
473,401 |
-10,325 |
| Mar09 |
080808 |
94.60 |
94.60 |
94.60 |
94.60 |
-0.13 |
77,904 |
519,496 |
+1,227 |
| Jun09 |
080808 |
94.78 |
94.78 |
94.78 |
94.78 |
-0.13 |
68,756 |
384,597 |
-6,620 |
| Sep09 |
080808 |
94.84 |
94.84 |
94.84 |
94.84 |
-0.11 |
49,899 |
229,625 |
-6,107 |
| Dec09 |
080808 |
94.80 |
94.80 |
94.80 |
94.80 |
-0.09 |
27,754 |
204,150 |
-4,774 |
| Total Volume and Open Interest |
311,519 |
2,518,796 |
+59,864 |
| 3-Mth Euribor(LIFFE) |
| Sep08 |
080808 |
95.040 |
95.050 |
95.020 |
95.030 |
-0.005 |
60,763 |
676,558 |
+4,700 |
| Dec08 |
080808 |
95.065 |
95.080 |
95.035 |
95.070 |
+0.025 |
111,038 |
655,685 |
+11,759 |
| Mar09 |
080808 |
95.315 |
95.710 |
95.270 |
95.315 |
+0.035 |
114,731 |
550,868 |
+10,126 |
| Total Volume and Open Interest |
641,818 |
3,538,496 |
+62,868 |
| 3-Mth Aus T-Bills(SFE) |
| Sep08 |
080808 |
92.80 |
92.84 |
92.74 |
92.75 |
unch |
32,452 |
417,352 |
+10,079 |
| Dec08 |
080808 |
93.07 |
93.11 |
93.00 |
93.02 |
unch |
35,328 |
345,582 |
-315 |
| Mar09 |
080808 |
93.20 |
93.27 |
93.17 |
93.20 |
+0.03 |
16,870 |
149,701 |
+5,227 |
| Jun09 |
080808 |
93.27 |
93.35 |
93.24 |
93.28 |
+0.05 |
14,430 |
116,428 |
+6,704 |
| Sep09 |
080808 |
93.26 |
93.36 |
93.26 |
93.30 |
+0.06 |
7,779 |
61,020 |
+1,435 |
| Dec09 |
080808 |
93.26 |
93.35 |
93.26 |
93.30 |
+0.07 |
4,146 |
46,688 |
+1,839 |
| Mar10 |
080808 |
93.26 |
93.31 |
93.26 |
93.31 |
+0.08 |
4,919 |
21,485 |
+734 |
| Jun10 |
080808 |
93.26 |
93.30 |
93.26 |
93.30 |
+0.07 |
2,264 |
13,040 |
-245 |
| Sep10 |
080808 |
93.23 |
93.29 |
93.23 |
93.29 |
+0.09 |
270 |
3,648 |
+0 |
| Dec10 |
080808 |
93.21 |
93.27 |
93.21 |
93.27 |
+0.10 |
0 |
995 |
+50 |
| Total Volume and Open Interest |
135,665 |
1,177,519 |
+25,558 |
| 10-Year Aus T-Bonds(SFE) |
| Sep08 |
080808 |
94.10 |
94.13 |
94.07 |
94.11 |
+0.06 |
28,491 |
473,228 |
+697 |
| Dec08 |
080808 |
94.12 |
94.12 |
94.12 |
94.12 |
+0.06 |
|
|
|
| Total Volume and Open Interest |
44,669 |
473,228 |
+697 |
| 3-Year Aus T-Bonds(SFE) |
| Sep08 |
080808 |
94.21 |
94.22 |
94.17 |
94.18 |
+0.03 |
81,937 |
712,597 |
-10,683 |
| Dec08 |
080808 |
94.25 |
94.25 |
94.25 |
94.25 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
140,721 |
712,597 |
-10,683 |
| Gold(CMX) |
| Aug08 |
080808 |
857.8 |
857.8 |
857.8 |
857.8 |
-12.9 |
335 |
975 |
-1,302 |
| Oct08 |
080808 |
868.0 |
868.0 |
858.0 |
860.7 |
-13.1 |
5,316 |
31,144 |
+141 |
| Dec08 |
080808 |
871.0 |
872.0 |
858.0 |
864.8 |
-13.1 |
123,697 |
246,849 |
-8,680 |
| Feb09 |
080808 |
869.2 |
869.2 |
869.2 |
869.2 |
-13.3 |
13,108 |
18,550 |
-11,841 |
| Apr09 |
080808 |
873.2 |
873.2 |
873.2 |
873.2 |
-13.5 |
6,781 |
12,494 |
-5,710 |
| Jun09 |
080808 |
877.4 |
877.4 |
877.4 |
877.4 |
-13.7 |
583 |
16,571 |
+250 |
| Aug09 |
080808 |
881.8 |
881.8 |
881.8 |
881.8 |
-14.0 |
560 |
8,837 |
+223 |
| Oct09 |
080808 |
886.3 |
886.3 |
886.3 |
886.3 |
-14.3 |
150 |
1,239 |
+150 |
| Dec09 |
080808 |
891.8 |
891.8 |
891.8 |
891.8 |
-14.0 |
97 |
14,099 |
+14 |
| Feb10 |
080808 |
897.1 |
897.1 |
897.1 |
897.1 |
-14.1 |
12 |
102 |
+0 |
| Apr10 |
080808 |
902.5 |
902.5 |
902.5 |
902.5 |
-14.3 |
10 |
16 |
+0 |
| Jun10 |
080808 |
908.1 |
908.1 |
908.1 |
908.1 |
-14.5 |
54 |
3,377 |
+54 |
| Total Volume and Open Interest |
122,985 |
403,370 |
-5,060 |
| Silver(CMX) |
| Sep08 |
080808 |
1578.0 |
1579.0 |
1529.0 |
1533.0 |
-92.7 |
32,062 |
54,315 |
-117 |
| Dec08 |
080808 |
1578.0 |
1580.0 |
1542.0 |
1546.6 |
-93.2 |
6,831 |
45,772 |
+1,479 |
| Mar09 |
080808 |
1559.7 |
1559.7 |
1559.7 |
1559.7 |
-93.8 |
95 |
7,209 |
+49 |
| May09 |
080808 |
1567.9 |
1567.9 |
1567.9 |
1567.9 |
-94.3 |
52 |
4,943 |
+32 |
| Jul09 |
080808 |
1576.1 |
1576.1 |
1576.1 |
1576.1 |
-94.5 |
67 |
6,527 |
-14 |
| Sep09 |
080808 |
1584.6 |
1584.6 |
1584.6 |
1584.6 |
-94.8 |
32 |
1,188 |
+23 |
| Dec09 |
080808 |
1655.0 |
1655.0 |
1598.4 |
1598.4 |
-95.0 |
55 |
7,759 |
-15 |
| Total Volume and Open Interest |
36,187 |
134,341 |
+1,086 |
| Platinum(NYMEX) |
| Oct08 |
080808 |
1585.5 |
1591.0 |
1541.1 |
1559.6 |
-23.0 |
1,807 |
11,531 |
+99 |
| Jan09 |
080808 |
1567.6 |
1567.6 |
1567.6 |
1567.6 |
-23.0 |
96 |
419 |
+68 |
| Total Volume and Open Interest |
2,850 |
11,783 |
-295 |
| Palladium(NYMEX) |
| Sep08 |
080808 |
330.00 |
330.75 |
330.00 |
330.75 |
-17.25 |
979 |
10,066 |
-84 |
| Dec08 |
080808 |
346.55 |
349.25 |
327.15 |
333.00 |
-18.10 |
347 |
3,719 |
+82 |
| Mar09 |
080808 |
336.95 |
336.95 |
336.95 |
336.95 |
-18.10 |
8 |
56 |
+8 |
| Total Volume and Open Interest |
2,024 |
13,835 |
+155 |
| Copper(CMX) |
| Sep08 |
080808 |
334.50 |
335.50 |
330.00 |
333.30 |
-8.50 |
10,889 |
50,205 |
-1,670 |
| Dec08 |
080808 |
333.50 |
334.60 |
329.25 |
332.70 |
-8.10 |
5,465 |
33,413 |
+590 |
| Mar09 |
080808 |
333.25 |
333.25 |
331.20 |
331.20 |
-7.60 |
350 |
8,616 |
-31 |
| May09 |
080808 |
331.00 |
331.00 |
330.00 |
330.00 |
-7.40 |
65 |
1,337 |
+0 |
| Jul09 |
080808 |
330.00 |
330.00 |
328.80 |
328.80 |
-7.10 |
50 |
855 |
+5 |
| Total Volume and Open Interest |
21,988 |
108,043 |
-2,162 |
| Aluminum(CMX) |
| Aug08 |
080808 |
129.75 |
129.75 |
129.75 |
129.75 |
-2.75 |
|
|
|
| Sep08 |
080808 |
130.50 |
130.50 |
130.50 |
130.50 |
-2.75 |
|
|
|
| Oct08 |
080808 |
131.25 |
131.25 |
131.25 |
131.25 |
-2.75 |
|
|
|
| Nov08 |
080808 |
132.00 |
132.00 |
132.00 |
132.00 |
-2.75 |
|
|
|
| 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 |
080808 |
11403 |
11745 |
11385 |
11687 |
+248 |
1,952 |
30,558 |
+85 |
| Dec08 |
080808 |
11620 |
11700 |
11620 |
11685 |
+248 |
2 |
1,978 |
+0 |
| Mar09 |
080808 |
11701 |
11701 |
11701 |
11701 |
+248 |
0 |
3 |
+0 |
| Jun09 |
080808 |
11715 |
11715 |
11715 |
11715 |
+248 |
|
|
|
| Total Volume and Open Interest |
2,371 |
32,476 |
-12 |
| S & P 500(CME) |
| Sep08 |
080808 |
1264.00 |
1298.00 |
1262.00 |
1292.30 |
+24.40 |
27,956 |
547,865 |
+711 |
| Dec08 |
080808 |
1268.00 |
1297.50 |
1268.00 |
1294.00 |
+24.50 |
4,151 |
21,098 |
+3,781 |
| Mar09 |
080808 |
1296.00 |
1296.00 |
1296.00 |
1296.00 |
+24.50 |
340 |
638 |
+97 |
| Jun09 |
080808 |
1299.50 |
1299.50 |
1299.50 |
1299.50 |
+24.60 |
8 |
179 |
+7 |
| Total Volume and Open Interest |
34,016 |
565,220 |
+2,716 |
| S & P 500 E-Mini(Globex) |
| Sep08 |
080808 |
1268.00 |
1298.00 |
1262.00 |
1292.25 |
+24.25 |
1,993,045 |
2,431,170 |
+8,251 |
| Dec08 |
080808 |
1270.00 |
1299.25 |
1263.50 |
1294.00 |
+24.50 |
6,634 |
62,298 |
+4,468 |
| Total Volume and Open Interest |
1,734,103 |
2,485,738 |
-7,153 |
| NASDAQ 100(CME) |
| Sep08 |
080808 |
1884.00 |
1933.00 |
1879.50 |
1923.80 |
+37.80 |
2,077 |
29,081 |
-511 |
| Dec08 |
080808 |
1932.50 |
1932.50 |
1932.50 |
1932.50 |
+37.70 |
3 |
31 |
+0 |
| Mar09 |
080808 |
1941.30 |
1941.30 |
1941.30 |
1941.30 |
+37.80 |
0 |
13 |
+0 |
| Total Volume and Open Interest |
3,268 |
29,658 |
-977 |
| NASDAQ 100 E-Mini(Globex) |
| Sep08 |
080808 |
1886.30 |
1932.00 |
1879.30 |
1923.80 |
+37.80 |
361,538 |
319,782 |
+5,444 |
| Dec08 |
080808 |
1899.30 |
1940.30 |
1889.00 |
1932.50 |
+37.70 |
315 |
4,686 |
-11 |
| Total Volume and Open Interest |
418,630 |
319,035 |
+10,458 |
| S & P Midcap 400(CME) |
| Sep08 |
080808 |
798.00 |
815.00 |
796.50 |
813.00 |
+14.30 |
29 |
5,592 |
+33 |
| Dec08 |
080808 |
814.40 |
814.40 |
814.40 |
814.40 |
+13.90 |
0 |
2 |
+0 |
| Mar09 |
080808 |
821.70 |
821.70 |
821.70 |
821.70 |
+14.30 |
|
|
|
| Total Volume and Open Interest |
22 |
5,561 |
-11 |
| Russell 2000(CME) |
| Sep08 |
080808 |
714.00 |
735.50 |
712.00 |
731.60 |
+16.00 |
2,050 |
29,587 |
-1,218 |
| Total Volume and Open Interest |
224 |
30,805 |
-18 |
| Russell 2000 E-Mini(Globex) |
| Sep08 |
080808 |
715.60 |
735.40 |
711.20 |
731.60 |
+16.00 |
201,151 |
571,227 |
-7,250 |
| 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 |
080808 |
13070 |
13270 |
12955 |
13150 |
+5 |
90,757 |
219,053 |
+2,046 |
| Dec08 |
080808 |
12945 |
13215 |
12920 |
13120 |
+45 |
213 |
894 |
+12 |
| Total Volume and Open Interest |
90,970 |
220,187 |
+990 |
| Nikkei 225(SGX) |
| Sep08 |
080808 |
13070 |
13270 |
12955 |
13150 |
+5 |
90,757 |
219,053 |
+2,046 |
| Dec08 |
080808 |
12945 |
13215 |
12920 |
13120 |
+45 |
213 |
894 |
+12 |
| Mar09 |
080808 |
13130 |
13130 |
13130 |
13130 |
+45 |
|
|
|
| Total Volume and Open Interest |
90,970 |
220,187 |
+990 |
| CAC 40(EURONEXT) |
| Aug08 |
080808 |
4443.5 |
4529.0 |
4416.5 |
4492.0 |
+30.0 |
122,680 |
582,617 |
+16,921 |
| Sep08 |
080808 |
4462.0 |
4535.5 |
4433.0 |
4502.5 |
+30.0 |
11,768 |
48,098 |
+7,939 |
| Oct08 |
080808 |
4514.5 |
4514.5 |
4514.5 |
4514.5 |
+27.5 |
3 |
3 |
+3 |
| Total Volume and Open Interest |
106,009 |
607,028 |
+15,071 |
| Hang Seng Index(HKFE) |
| Aug08 |
080808 |
21980 |
22230 |
21630 |
21740 |
-306 |
8,113 |
0 |
-41,056 |
| Sep08 |
080808 |
21857 |
22150 |
21557 |
21683 |
-294 |
138 |
0 |
-517 |
| Total Volume and Open Interest |
8,252 |
11,231 |
-30,435 |
| DAX(EUREX) |
| Sep08 |
080808 |
6566.5 |
6640.5 |
6472.0 |
6587.0 |
+6.0 |
159,406 |
234,783 |
+6,361 |
| Dec08 |
080808 |
6641.5 |
6713.0 |
6550.0 |
6661.0 |
+5.0 |
804 |
13,307 |
+154 |
| Mar09 |
080808 |
6715.0 |
6784.0 |
6637.5 |
6736.0 |
+4.0 |
157 |
4,108 |
-47 |
| Total Volume and Open Interest |
134,318 |
245,730 |
+2,823 |
| FT-SE 100(EURONEXT) |
| Sep08 |
080808 |
5456.00 |
5531.50 |
5411.00 |
5479.50 |
-3.00 |
89,562 |
491,874 |
+352 |
| Dec08 |
080808 |
5489.50 |
5565.00 |
5449.00 |
5514.50 |
-3.50 |
3,828 |
12,777 |
+4,013 |
| Mar09 |
080808 |
5510.00 |
5532.00 |
5510.00 |
5519.50 |
-3.00 |
3,501 |
4,052 |
+3,993 |
| Total Volume and Open Interest |
100,713 |
500,345 |
-3,398 |
| SPI 200(SFE) |
| Sep08 |
080808 |
4924.0 |
4978.0 |
4880.0 |
4962.0 |
-13.0 |
19,693 |
218,984 |
-26,296 |
| Dec08 |
080808 |
4971.0 |
5019.0 |
4971.0 |
5004.0 |
-13.0 |
8 |
2,703 |
-3 |
| Mar09 |
080808 |
5003.0 |
5003.0 |
5003.0 |
5003.0 |
-15.0 |
0 |
808 |
+69 |
| Total Volume and Open Interest |
22,077 |
223,109 |
-26,222 |
| GSCI(CME) |
| Aug08 |
080808 |
61.14 |
61.14 |
46.64 |
46.64 |
-28.00 |
2,899 |
12,614 |
-1,715 |
| Sep08 |
080808 |
56.99 |
56.99 |
49.64 |
49.64 |
-27.00 |
2,580 |
3,170 |
+2,282 |
| Oct08 |
080808 |
55.64 |
55.64 |
55.64 |
55.64 |
-24.50 |
|
|
|
| Total Volume and Open Interest |
867 |
15,217 |
+135 |
| RJ/CRB Index(ICE) |
| Nov08 |
080808 |
529.00 |
529.00 |
520.00 |
520.00 |
-16.00 |
11 |
827 |
+1 |
| Jan09 |
080808 |
527.00 |
527.00 |
527.00 |
527.00 |
-16.00 |
0 |
405 |
+0 |
| Feb09 |
080808 |
527.00 |
527.00 |
527.00 |
527.00 |
-16.00 |
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. |
|
|