|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu October 16, 2008 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov08 |
081016 |
850.00 |
874.75 |
825.00 |
867.00 |
+9.00 |
108,313 |
110,071 |
-13,931 |
Jan09 |
081016 |
863.00 |
887.25 |
838.00 |
880.25 |
+7.75 |
39,706 |
124,090 |
-231 |
Mar09 |
081016 |
884.00 |
898.00 |
850.00 |
890.50 |
+6.25 |
8,611 |
30,561 |
-135 |
May09 |
081016 |
883.00 |
906.25 |
859.50 |
899.75 |
+5.00 |
2,434 |
16,559 |
+11 |
Jul09 |
081016 |
893.75 |
913.50 |
867.00 |
907.25 |
+4.50 |
6,091 |
24,954 |
+794 |
Aug09 |
081016 |
884.25 |
910.00 |
874.75 |
910.00 |
+3.25 |
47 |
1,182 |
-6 |
Sep09 |
081016 |
876.75 |
910.00 |
876.75 |
910.00 |
+4.00 |
103 |
517 |
+17 |
Nov09 |
081016 |
896.75 |
917.50 |
871.00 |
910.00 |
+2.50 |
3,913 |
41,123 |
+625 |
Jan10 |
081016 |
892.00 |
917.00 |
892.00 |
917.00 |
+2.00 |
0 |
32 |
+0 |
Mar10 |
081016 |
920.00 |
921.00 |
920.00 |
920.00 |
-1.00 |
0 |
5 |
+0 |
May10 |
081016 |
922.00 |
922.00 |
922.00 |
922.00 |
unch |
|
|
|
Jul10 |
081016 |
928.00 |
928.00 |
925.50 |
928.00 |
+2.50 |
0 |
11 |
+0 |
Total Volume and Open Interest |
169,318 |
354,248 |
-12,872 |
Soybean Meal(CBOT) |
Dec08 |
081016 |
242.50 |
253.00 |
233.30 |
252.00 |
+7.50 |
31,242 |
78,644 |
-443 |
Jan09 |
081016 |
246.80 |
254.20 |
238.80 |
253.70 |
+6.90 |
3,621 |
15,465 |
+264 |
Mar09 |
081016 |
245.80 |
257.50 |
242.20 |
256.70 |
+5.70 |
3,990 |
17,115 |
+448 |
May09 |
081016 |
251.70 |
260.40 |
245.00 |
259.70 |
+5.60 |
3,046 |
11,021 |
+591 |
Jul09 |
081016 |
254.20 |
262.50 |
247.50 |
262.50 |
+5.70 |
2,857 |
15,910 |
+736 |
Aug09 |
081016 |
255.00 |
265.00 |
250.50 |
263.00 |
+5.20 |
780 |
4,303 |
+326 |
Sep09 |
081016 |
257.10 |
264.40 |
250.90 |
262.50 |
+4.70 |
383 |
2,968 |
+85 |
Oct09 |
081016 |
256.00 |
263.10 |
254.50 |
262.00 |
+4.50 |
302 |
1,497 |
+68 |
Dec09 |
081016 |
256.00 |
264.40 |
251.60 |
264.00 |
+3.50 |
570 |
7,222 |
+185 |
Jan10 |
081016 |
270.00 |
270.00 |
254.60 |
266.00 |
+4.50 |
61 |
104 |
+14 |
Total Volume and Open Interest |
47,024 |
154,534 |
+2,379 |
Soybean Oil(CBOT) |
Dec08 |
081016 |
35.00 |
35.55 |
33.90 |
35.45 |
-0.08 |
41,338 |
108,076 |
-4,042 |
Jan09 |
081016 |
35.51 |
36.05 |
34.44 |
35.95 |
-0.09 |
9,425 |
52,999 |
-524 |
Mar09 |
081016 |
36.25 |
36.50 |
34.96 |
36.42 |
-0.12 |
5,622 |
27,755 |
-1,455 |
May09 |
081016 |
36.89 |
36.89 |
35.31 |
36.78 |
-0.13 |
1,231 |
15,345 |
+272 |
Jul09 |
081016 |
36.78 |
37.15 |
35.58 |
37.03 |
-0.14 |
1,634 |
22,811 |
+246 |
Aug09 |
081016 |
36.49 |
37.22 |
35.70 |
37.22 |
-0.13 |
128 |
3,337 |
+56 |
Sep09 |
081016 |
37.33 |
37.37 |
36.10 |
37.37 |
-0.10 |
157 |
2,790 |
+35 |
Oct09 |
081016 |
36.28 |
37.42 |
36.28 |
37.42 |
-0.08 |
171 |
2,499 |
+19 |
Dec09 |
081016 |
36.60 |
37.60 |
36.05 |
37.57 |
-0.08 |
558 |
17,744 |
+119 |
Jan10 |
081016 |
37.67 |
37.75 |
37.67 |
37.67 |
-0.08 |
62 |
65 |
+62 |
Total Volume and Open Interest |
60,566 |
257,753 |
-4,985 |
Canola(WCE) |
Nov08 |
081016 |
395.6 |
406.7 |
366.8 |
395.4 |
-6.7 |
10,655 |
14,919 |
-4,586 |
Jan09 |
081016 |
402.3 |
413.5 |
377.8 |
404.4 |
-7.8 |
8,254 |
58,322 |
+5,054 |
Mar09 |
081016 |
415.0 |
415.0 |
385.5 |
413.5 |
-8.2 |
760 |
6,525 |
+101 |
May09 |
081016 |
423.8 |
423.8 |
406.2 |
422.4 |
-8.1 |
161 |
3,602 |
+119 |
Jul09 |
081016 |
427.1 |
430.5 |
413.0 |
430.5 |
-8.1 |
15 |
3,291 |
+14 |
Total Volume and Open Interest |
19,848 |
91,733 |
+700 |
Corn(CBOT) |
Dec08 |
081016 |
385.25 |
391.75 |
371.00 |
384.50 |
-3.50 |
130,944 |
451,690 |
-12,487 |
Mar09 |
081016 |
403.00 |
408.75 |
388.25 |
401.50 |
-4.00 |
31,882 |
199,986 |
-875 |
May09 |
081016 |
415.00 |
419.50 |
399.50 |
412.50 |
-4.50 |
4,723 |
52,739 |
+947 |
Jul09 |
081016 |
426.25 |
430.00 |
410.00 |
423.25 |
-4.50 |
13,050 |
108,334 |
+152 |
Sep09 |
081016 |
436.00 |
438.50 |
420.00 |
430.50 |
-5.75 |
1,067 |
21,439 |
+130 |
Dec09 |
081016 |
442.25 |
445.25 |
422.00 |
437.50 |
-7.00 |
8,912 |
112,257 |
+316 |
Mar10 |
081016 |
458.50 |
461.00 |
442.25 |
452.75 |
-6.75 |
755 |
8,837 |
+396 |
May10 |
081016 |
470.00 |
470.00 |
450.00 |
458.25 |
-6.75 |
26 |
443 |
+15 |
Jul10 |
081016 |
468.00 |
469.75 |
453.75 |
462.75 |
-6.75 |
341 |
2,297 |
+161 |
Total Volume and Open Interest |
192,647 |
985,020 |
-11,501 |
Wheat(CBOT) |
Dec08 |
081016 |
554.75 |
561.50 |
543.00 |
555.25 |
-0.50 |
37,003 |
152,808 |
-2,087 |
Mar09 |
081016 |
572.50 |
580.75 |
563.00 |
575.25 |
-0.75 |
9,442 |
55,105 |
+1,774 |
May09 |
081016 |
588.00 |
593.75 |
579.00 |
588.25 |
-1.50 |
1,615 |
6,279 |
+405 |
Jul09 |
081016 |
600.00 |
606.50 |
590.25 |
600.75 |
-1.75 |
4,267 |
38,398 |
-10 |
Sep09 |
081016 |
618.00 |
624.00 |
607.00 |
617.50 |
-2.00 |
121 |
2,650 |
+13 |
Dec09 |
081016 |
635.00 |
646.00 |
628.50 |
637.75 |
-3.25 |
942 |
15,281 |
+127 |
Total Volume and Open Interest |
53,564 |
276,768 |
+190 |
Wheat(KCBT) |
Dec08 |
081016 |
591.00 |
594.00 |
576.75 |
588.00 |
-2.00 |
9,627 |
47,817 |
-316 |
Mar09 |
081016 |
604.00 |
610.25 |
594.25 |
603.75 |
-3.75 |
4,624 |
17,826 |
+1,723 |
May09 |
081016 |
615.00 |
621.75 |
608.00 |
615.75 |
-4.75 |
435 |
5,024 |
+185 |
Jul09 |
081016 |
626.00 |
629.75 |
614.50 |
625.00 |
-1.00 |
785 |
13,906 |
-4 |
Sep09 |
081016 |
639.25 |
642.00 |
628.75 |
637.50 |
-1.50 |
212 |
2,524 |
+143 |
Dec09 |
081016 |
656.75 |
661.00 |
647.50 |
656.00 |
-1.50 |
46 |
2,604 |
-6 |
Total Volume and Open Interest |
15,756 |
91,227 |
+1,710 |
Wheat(MGE) |
Dec08 |
081016 |
638.50 |
638.75 |
622.00 |
632.25 |
-6.25 |
2,253 |
13,406 |
-85 |
Mar09 |
081016 |
643.50 |
643.50 |
627.00 |
635.50 |
-8.00 |
1,394 |
12,249 |
+219 |
May09 |
081016 |
654.00 |
654.00 |
635.00 |
643.50 |
-11.00 |
355 |
4,324 |
-145 |
Jul09 |
081016 |
656.25 |
658.75 |
642.25 |
649.00 |
-10.25 |
202 |
1,335 |
-15 |
Sep09 |
081016 |
662.75 |
664.00 |
648.00 |
651.75 |
-11.00 |
169 |
2,815 |
+32 |
Total Volume and Open Interest |
4,527 |
35,785 |
-32 |
Oats(CBOT) |
Dec08 |
081016 |
283.50 |
286.25 |
271.00 |
280.50 |
-3.50 |
594 |
8,780 |
-180 |
Mar09 |
081016 |
300.00 |
300.00 |
288.50 |
297.00 |
-3.50 |
141 |
2,710 |
-96 |
May09 |
081016 |
312.75 |
312.75 |
306.75 |
308.50 |
-3.50 |
162 |
1,766 |
+42 |
Jul09 |
081016 |
320.00 |
323.50 |
320.00 |
320.00 |
-3.50 |
32 |
412 |
+14 |
Total Volume and Open Interest |
1,038 |
15,477 |
-156 |
Rough Rice(CBOT) |
Nov08 |
081016 |
15.35 |
15.60 |
14.85 |
15.41 |
+0.06 |
547 |
3,321 |
-173 |
Jan09 |
081016 |
15.68 |
15.76 |
15.24 |
15.74 |
+0.06 |
275 |
3,103 |
+33 |
Mar09 |
081016 |
15.60 |
16.06 |
15.50 |
16.06 |
+0.06 |
154 |
934 |
+73 |
May09 |
081016 |
15.94 |
16.39 |
15.94 |
16.39 |
+0.06 |
0 |
453 |
+0 |
Total Volume and Open Interest |
979 |
7,987 |
-66 |
Live Cattle(CME) |
Oct08 |
081016 |
89.100 |
90.100 |
87.800 |
89.450 |
+0.220 |
4,445 |
10,513 |
-1,749 |
Dec08 |
081016 |
90.000 |
91.800 |
89.050 |
90.830 |
unch |
21,073 |
116,276 |
-2,770 |
Feb09 |
081016 |
90.535 |
92.500 |
89.950 |
91.550 |
-0.030 |
6,518 |
52,763 |
-1,317 |
Apr09 |
081016 |
91.400 |
92.930 |
90.830 |
92.200 |
-0.150 |
3,298 |
25,608 |
-93 |
Jun09 |
081016 |
88.200 |
90.100 |
88.200 |
89.350 |
-0.435 |
1,132 |
14,186 |
+82 |
Aug09 |
081016 |
89.600 |
90.900 |
89.600 |
90.230 |
-0.320 |
813 |
4,325 |
+580 |
Total Volume and Open Interest |
37,536 |
226,082 |
-5,227 |
Feeder Cattle(CME) |
Oct08 |
081016 |
95.680 |
97.350 |
95.680 |
96.800 |
+0.400 |
728 |
2,314 |
-319 |
Nov08 |
081016 |
94.750 |
97.300 |
94.350 |
96.730 |
+0.900 |
2,019 |
6,933 |
-248 |
Jan09 |
081016 |
94.635 |
97.200 |
94.450 |
96.635 |
+1.000 |
1,356 |
11,196 |
+278 |
Mar09 |
081016 |
96.950 |
98.400 |
96.950 |
98.250 |
+1.170 |
135 |
1,318 |
+10 |
Apr09 |
081016 |
98.400 |
98.700 |
97.900 |
98.700 |
+0.900 |
65 |
542 |
-1 |
May09 |
081016 |
99.000 |
99.850 |
98.535 |
99.800 |
+1.050 |
32 |
712 |
+13 |
Aug09 |
081016 |
100.050 |
101.500 |
99.750 |
100.600 |
+0.400 |
9 |
146 |
+0 |
Total Volume and Open Interest |
4,344 |
23,186 |
-267 |
Lean Hogs(CME) |
Dec08 |
081016 |
56.500 |
57.000 |
55.900 |
55.975 |
-2.100 |
14,030 |
83,342 |
-1,743 |
Feb09 |
081016 |
63.000 |
63.430 |
62.100 |
62.450 |
-1.550 |
3,915 |
32,728 |
-244 |
Apr09 |
081016 |
68.250 |
68.885 |
67.350 |
68.035 |
-1.850 |
1,243 |
25,955 |
-35 |
May09 |
081016 |
74.500 |
75.100 |
74.000 |
74.750 |
-1.550 |
9 |
1,123 |
-2 |
Jun09 |
081016 |
77.285 |
78.000 |
76.350 |
77.250 |
-1.600 |
550 |
16,423 |
-28 |
Jul09 |
081016 |
75.785 |
76.330 |
74.650 |
75.550 |
-1.700 |
86 |
2,140 |
-16 |
Aug09 |
081016 |
73.900 |
74.200 |
72.650 |
72.900 |
-1.800 |
86 |
1,842 |
-16 |
Oct09 |
081016 |
67.500 |
67.850 |
66.700 |
67.200 |
-1.380 |
22 |
836 |
+15 |
Total Volume and Open Interest |
19,949 |
164,821 |
-2,069 |
Class III Milk(CME) |
Oct08 |
081016 |
16.90 |
16.95 |
16.84 |
16.90 |
unch |
33 |
4,223 |
+0 |
Nov08 |
081016 |
15.93 |
16.07 |
15.93 |
15.96 |
+0.01 |
87 |
4,830 |
+4 |
Dec08 |
081016 |
15.46 |
15.50 |
15.36 |
15.37 |
-0.08 |
214 |
5,066 |
+82 |
Jan09 |
081016 |
15.04 |
15.12 |
14.98 |
15.05 |
-0.14 |
118 |
3,075 |
+34 |
Feb09 |
081016 |
15.03 |
15.14 |
14.98 |
15.04 |
-0.14 |
172 |
2,689 |
+58 |
Total Volume and Open Interest |
1,337 |
36,610 |
+532 |
Cocoa(ICE) |
Dec08 |
081016 |
2180 |
2181 |
2093 |
2124 |
-77 |
7,801 |
50,256 |
+450 |
Mar09 |
081016 |
2200 |
2210 |
2129 |
2156 |
-76 |
3,016 |
31,250 |
-97 |
May09 |
081016 |
2241 |
2241 |
2150 |
2179 |
-74 |
1,053 |
15,202 |
+415 |
Jul09 |
081016 |
2250 |
2250 |
2168 |
2197 |
-73 |
331 |
6,110 |
+31 |
Sep09 |
081016 |
2250 |
2250 |
2200 |
2210 |
-76 |
86 |
2,921 |
+51 |
Dec09 |
081016 |
2219 |
2222 |
2219 |
2219 |
-73 |
148 |
6,859 |
+39 |
Mar10 |
081016 |
2221 |
2221 |
2221 |
2221 |
-71 |
211 |
2,373 |
+125 |
Total Volume and Open Interest |
12,647 |
116,789 |
+1,015 |
Coffee "C"(ICE) |
Dec08 |
081016 |
112.00 |
115.55 |
111.45 |
112.95 |
-0.30 |
8,906 |
76,001 |
-1,772 |
Mar09 |
081016 |
118.00 |
120.45 |
116.40 |
117.85 |
-0.30 |
2,033 |
30,756 |
+34 |
May09 |
081016 |
121.35 |
122.80 |
119.60 |
121.05 |
-0.20 |
837 |
14,367 |
+155 |
Jul09 |
081016 |
124.00 |
124.55 |
123.00 |
123.95 |
-0.10 |
202 |
3,583 |
-10 |
Sep09 |
081016 |
126.05 |
127.30 |
125.70 |
126.50 |
-0.10 |
186 |
2,009 |
+49 |
Dec09 |
081016 |
129.35 |
130.90 |
129.35 |
129.85 |
-0.05 |
36 |
2,570 |
+25 |
Total Volume and Open Interest |
12,220 |
130,683 |
-1,515 |
Orange Juice(ICE) |
Nov08 |
081016 |
78.00 |
81.70 |
77.95 |
80.15 |
+0.95 |
1,855 |
12,644 |
-653 |
Jan09 |
081016 |
82.30 |
85.50 |
81.90 |
83.95 |
+1.00 |
1,798 |
11,406 |
+599 |
Mar09 |
081016 |
86.35 |
88.25 |
85.90 |
87.85 |
+1.00 |
89 |
5,792 |
+4 |
May09 |
081016 |
90.10 |
92.25 |
89.90 |
91.60 |
+0.75 |
35 |
1,580 |
+22 |
Jul09 |
081016 |
93.90 |
95.25 |
93.90 |
95.25 |
+0.70 |
4 |
409 |
+4 |
Sep09 |
081016 |
99.15 |
99.15 |
99.15 |
99.15 |
+0.70 |
0 |
102 |
+0 |
Total Volume and Open Interest |
3,781 |
32,269 |
-24 |
Sugar #11(ICE) |
Mar09 |
081016 |
11.18 |
11.39 |
10.91 |
11.16 |
-0.02 |
33,199 |
306,090 |
-4,999 |
May09 |
081016 |
11.39 |
11.62 |
11.15 |
11.40 |
-0.01 |
6,714 |
96,994 |
+532 |
Jul09 |
081016 |
11.47 |
11.71 |
11.28 |
11.51 |
+0.02 |
7,316 |
106,481 |
+996 |
Oct09 |
081016 |
11.86 |
12.06 |
11.67 |
11.87 |
-0.01 |
1,895 |
67,424 |
+328 |
Mar10 |
081016 |
12.36 |
12.53 |
12.18 |
12.33 |
-0.05 |
1,453 |
46,172 |
+193 |
Total Volume and Open Interest |
53,536 |
671,737 |
-2,660 |
London Cocoa(LCE) |
Dec08 |
081016 |
1301 |
1303 |
1257 |
1272 |
-37 |
5,734 |
75,864 |
-1,964 |
Mar09 |
081016 |
1337 |
1337 |
1288 |
1302 |
-39 |
6,402 |
64,517 |
-28 |
May09 |
081016 |
1349 |
1349 |
1301 |
1314 |
-39 |
2,667 |
27,777 |
+524 |
Jul09 |
081016 |
1351 |
1351 |
1312 |
1326 |
-38 |
1,288 |
10,175 |
+868 |
Sep09 |
081016 |
1325 |
1342 |
1324 |
1337 |
-39 |
343 |
6,823 |
+306 |
Dec09 |
081016 |
1351 |
1353 |
1340 |
1348 |
-41 |
30 |
2,836 |
+20 |
Mar10 |
081016 |
1357 |
1357 |
1357 |
1357 |
-41 |
0 |
257 |
+0 |
Total Volume and Open Interest |
10,450 |
195,397 |
+0 |
London Sugar(LCE) |
Dec08 |
081016 |
325.60 |
327.80 |
316.60 |
319.80 |
-6.80 |
2,562 |
15,058 |
-521 |
Mar09 |
081016 |
332.40 |
334.00 |
324.00 |
328.20 |
-4.90 |
1,958 |
22,944 |
-214 |
May09 |
081016 |
336.50 |
336.90 |
331.00 |
333.10 |
-4.20 |
105 |
6,907 |
-7 |
Aug09 |
081016 |
341.00 |
342.20 |
337.30 |
337.30 |
-4.10 |
95 |
5,929 |
-42 |
Oct09 |
081016 |
347.00 |
348.10 |
343.00 |
343.20 |
-4.10 |
13 |
3,065 |
-5 |
Total Volume and Open Interest |
4,733 |
54,906 |
-789 |
Cotton(ICE) |
Dec08 |
081016 |
47.30 |
49.94 |
45.66 |
49.57 |
+2.03 |
11,514 |
100,847 |
-4,587 |
Mar09 |
081016 |
51.90 |
53.75 |
49.80 |
53.39 |
+1.51 |
2,393 |
39,246 |
-123 |
May09 |
081016 |
53.50 |
55.20 |
52.17 |
55.14 |
+1.51 |
343 |
7,397 |
+68 |
Jul09 |
081016 |
55.39 |
56.98 |
53.95 |
56.98 |
+1.59 |
684 |
10,857 |
-132 |
Oct09 |
081016 |
57.34 |
58.98 |
57.19 |
58.98 |
+0.96 |
1 |
119 |
+1 |
Dec09 |
081016 |
58.58 |
61.03 |
57.65 |
60.88 |
+1.30 |
467 |
9,927 |
+4 |
Total Volume and Open Interest |
15,428 |
170,795 |
-4,765 |
Lumber(CME) |
Nov08 |
081016 |
192.2 |
197.0 |
191.2 |
195.3 |
+4.8 |
406 |
2,982 |
-76 |
Jan09 |
081016 |
204.5 |
208.9 |
203.4 |
206.7 |
+2.2 |
675 |
4,709 |
-115 |
Mar09 |
081016 |
218.4 |
220.2 |
216.0 |
217.0 |
-0.7 |
201 |
881 |
+33 |
May09 |
081016 |
235.0 |
235.1 |
233.0 |
235.0 |
-0.5 |
27 |
251 |
+12 |
Total Volume and Open Interest |
1,312 |
8,943 |
-144 |
Crude Oil(NYM) |
Nov08 |
081016 |
73.60 |
74.50 |
68.57 |
69.85 |
-4.69 |
221,136 |
98,074 |
-8,846 |
Dec08 |
081016 |
73.82 |
74.83 |
68.92 |
70.26 |
-4.62 |
154,570 |
315,084 |
+3,978 |
Jan09 |
081016 |
74.25 |
75.16 |
69.40 |
70.69 |
-4.55 |
33,523 |
86,182 |
+1,799 |
Feb09 |
081016 |
74.66 |
75.40 |
70.29 |
71.14 |
-4.57 |
10,027 |
33,442 |
+1,204 |
Mar09 |
081016 |
75.15 |
75.82 |
70.86 |
71.62 |
-4.57 |
8,102 |
32,442 |
+657 |
Apr09 |
081016 |
75.57 |
76.35 |
71.33 |
72.10 |
-4.57 |
4,186 |
20,738 |
-203 |
May09 |
081016 |
75.09 |
76.29 |
72.58 |
72.58 |
-4.57 |
2,337 |
16,504 |
+359 |
Jun09 |
081016 |
76.50 |
77.29 |
72.50 |
73.06 |
-4.57 |
11,474 |
71,463 |
+982 |
Jul09 |
081016 |
76.53 |
77.10 |
73.55 |
73.55 |
-4.54 |
3,729 |
18,205 |
-354 |
Aug09 |
081016 |
74.96 |
74.96 |
74.04 |
74.04 |
-4.49 |
679 |
10,270 |
-92 |
Sep09 |
081016 |
78.00 |
78.00 |
74.53 |
74.53 |
-4.43 |
3,310 |
14,160 |
-866 |
Oct09 |
081016 |
75.41 |
75.41 |
75.03 |
75.03 |
-4.36 |
601 |
8,311 |
-324 |
Nov09 |
081016 |
76.10 |
76.10 |
75.54 |
75.54 |
-4.26 |
627 |
6,247 |
+99 |
Dec09 |
081016 |
79.25 |
80.23 |
75.48 |
76.05 |
-4.17 |
18,772 |
95,194 |
+2,266 |
Jan10 |
081016 |
78.96 |
78.96 |
76.40 |
76.53 |
-4.08 |
149 |
12,395 |
+79 |
Feb10 |
081016 |
77.61 |
77.61 |
76.99 |
76.99 |
-3.99 |
7 |
5,047 |
+3 |
Total Volume and Open Interest |
484,313 |
1,092,009 |
+1,758 |
e-miNY Crude Oil(NYM) |
Oct08 |
080919 |
98.050 |
104.800 |
97.300 |
104.550 |
+6.675 |
17,616 |
6,258 |
-1,680 |
Nov08 |
081016 |
73.500 |
74.500 |
68.575 |
69.850 |
-4.700 |
14,609 |
7,881 |
-254 |
Dec08 |
081016 |
73.650 |
74.800 |
68.950 |
70.250 |
-4.625 |
2,317 |
4,430 |
+385 |
Jan09 |
081016 |
74.175 |
74.875 |
70.375 |
70.700 |
-4.550 |
84 |
702 |
+3 |
Feb09 |
081016 |
72.000 |
72.000 |
71.150 |
71.150 |
-4.550 |
4 |
361 |
+0 |
Mar09 |
081016 |
71.625 |
71.625 |
71.625 |
71.625 |
-4.575 |
1 |
8 |
+1 |
Apr09 |
081016 |
72.100 |
72.100 |
72.100 |
72.100 |
-4.575 |
2 |
0 |
+0 |
May09 |
081016 |
72.575 |
72.575 |
72.575 |
72.575 |
-4.575 |
|
|
|
Jun09 |
081016 |
73.050 |
73.050 |
73.050 |
73.050 |
-4.575 |
0 |
1 |
+0 |
Jul09 |
081016 |
73.550 |
73.550 |
73.550 |
73.550 |
-4.550 |
|
|
|
Total Volume and Open Interest |
17,018 |
13,471 |
+135 |
Heating Oil(NYM) |
Nov08 |
081016 |
218.48 |
218.85 |
205.10 |
208.73 |
-10.32 |
25,080 |
26,776 |
-2,615 |
Dec08 |
081016 |
220.10 |
221.31 |
207.48 |
211.08 |
-10.62 |
13,344 |
47,859 |
+1,241 |
Jan09 |
081016 |
221.21 |
224.50 |
210.87 |
214.38 |
-10.77 |
6,972 |
32,066 |
-513 |
Feb09 |
081016 |
224.30 |
226.55 |
214.70 |
216.53 |
-10.92 |
3,074 |
14,481 |
+72 |
Mar09 |
081016 |
225.91 |
227.64 |
214.33 |
217.73 |
-11.02 |
1,957 |
13,261 |
+221 |
Apr09 |
081016 |
228.20 |
228.20 |
216.63 |
218.13 |
-10.97 |
1,246 |
6,086 |
+143 |
May09 |
081016 |
226.98 |
228.88 |
217.40 |
218.68 |
-10.92 |
1,124 |
6,518 |
+305 |
Jun09 |
081016 |
228.75 |
230.00 |
216.00 |
219.68 |
-10.92 |
2,639 |
19,129 |
+56 |
Jul09 |
081016 |
225.00 |
230.70 |
221.00 |
221.53 |
-10.87 |
370 |
3,341 |
-123 |
Aug09 |
081016 |
233.98 |
233.98 |
221.90 |
223.73 |
-10.77 |
76 |
2,525 |
+13 |
Sep09 |
081016 |
235.59 |
236.00 |
225.00 |
226.23 |
-10.72 |
148 |
3,438 |
+40 |
Oct09 |
081016 |
237.50 |
238.00 |
227.95 |
228.53 |
-10.72 |
58 |
1,243 |
+20 |
Total Volume and Open Interest |
56,960 |
211,795 |
-953 |
Gasoline(NYMEX) |
Nov08 |
081016 |
175.50 |
175.50 |
159.64 |
162.20 |
-16.02 |
32,254 |
31,974 |
-2,307 |
Dec08 |
081016 |
173.34 |
173.34 |
158.34 |
160.76 |
-15.36 |
20,509 |
56,580 |
+839 |
Jan09 |
081016 |
174.00 |
174.75 |
161.14 |
163.31 |
-14.41 |
6,871 |
21,568 |
+427 |
Feb09 |
081016 |
175.00 |
177.37 |
165.09 |
166.16 |
-13.81 |
1,759 |
7,586 |
+258 |
Mar09 |
081016 |
178.50 |
179.14 |
166.76 |
169.01 |
-13.46 |
1,008 |
6,738 |
-48 |
Apr09 |
081016 |
194.14 |
195.00 |
184.25 |
185.31 |
-12.71 |
951 |
10,214 |
-75 |
May09 |
081016 |
193.10 |
193.10 |
186.71 |
186.71 |
-12.51 |
517 |
4,958 |
+60 |
Jun09 |
081016 |
191.30 |
191.30 |
187.26 |
187.51 |
-12.36 |
549 |
5,231 |
-56 |
Jul09 |
081016 |
191.20 |
196.75 |
186.50 |
187.71 |
-12.11 |
6 |
1,207 |
+0 |
Aug09 |
081016 |
191.30 |
191.30 |
187.41 |
187.41 |
-11.81 |
6 |
1,246 |
+1 |
Total Volume and Open Interest |
65,249 |
161,124 |
-1,204 |
e-miNY RBOB Gasoline(NYM) |
Nov08 |
081016 |
162.20 |
162.20 |
162.20 |
162.20 |
-16.02 |
|
|
|
Dec08 |
081016 |
160.76 |
160.76 |
160.76 |
160.76 |
-15.36 |
|
|
|
Jan09 |
081016 |
163.31 |
163.31 |
163.31 |
163.31 |
-14.41 |
|
|
|
Feb09 |
081016 |
166.16 |
166.16 |
166.16 |
166.16 |
-13.81 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
Nov08 |
081016 |
6.521 |
6.842 |
6.436 |
6.703 |
+0.111 |
44,830 |
70,232 |
-4,488 |
Dec08 |
081016 |
6.839 |
7.079 |
6.715 |
6.972 |
+0.093 |
22,516 |
76,475 |
-11,526 |
Jan09 |
081016 |
7.080 |
7.320 |
6.973 |
7.215 |
+0.079 |
10,632 |
112,804 |
-330 |
Feb09 |
081016 |
7.100 |
7.338 |
7.060 |
7.270 |
+0.079 |
2,863 |
41,849 |
+313 |
Mar09 |
081016 |
7.033 |
7.256 |
7.020 |
7.155 |
+0.069 |
4,781 |
75,976 |
-146 |
Apr09 |
081016 |
6.890 |
7.072 |
6.890 |
7.010 |
+0.049 |
5,945 |
68,811 |
+365 |
May09 |
081016 |
6.970 |
7.105 |
6.964 |
7.042 |
+0.039 |
1,525 |
48,687 |
+333 |
Jun09 |
081016 |
7.076 |
7.220 |
7.076 |
7.137 |
+0.026 |
966 |
21,651 |
-7 |
Jul09 |
081016 |
7.200 |
7.310 |
7.200 |
7.247 |
+0.013 |
622 |
20,298 |
+90 |
Aug09 |
081016 |
7.276 |
7.380 |
7.276 |
7.330 |
+0.004 |
1,339 |
19,032 |
-97 |
Sep09 |
081016 |
7.320 |
7.410 |
7.311 |
7.360 |
+0.004 |
500 |
17,159 |
-29 |
Oct09 |
081016 |
7.419 |
7.496 |
7.390 |
7.440 |
+0.004 |
2,216 |
32,675 |
+353 |
Nov09 |
081016 |
7.711 |
7.798 |
7.711 |
7.740 |
-0.011 |
471 |
16,782 |
-33 |
Dec09 |
081016 |
8.030 |
8.161 |
8.030 |
8.090 |
-0.016 |
833 |
24,948 |
+0 |
Jan10 |
081016 |
8.290 |
8.365 |
8.250 |
8.315 |
-0.016 |
1,421 |
16,989 |
-58 |
Feb10 |
081016 |
8.290 |
8.369 |
8.289 |
8.315 |
-0.016 |
369 |
8,967 |
+104 |
Total Volume and Open Interest |
105,107 |
875,517 |
-13,759 |
Brent Crude Oil(ICE) |
Dec08 |
081016 |
71.52 |
72.16 |
66.37 |
67.84 |
-4.74 |
143,045 |
120,750 |
+4,734 |
Jan09 |
081016 |
72.87 |
73.81 |
68.12 |
69.53 |
-4.79 |
43,379 |
93,242 |
+1,448 |
Feb09 |
081016 |
73.43 |
75.07 |
69.62 |
70.97 |
-4.81 |
19,336 |
36,759 |
-759 |
Mar09 |
081016 |
74.69 |
76.23 |
70.85 |
72.16 |
-4.85 |
8,553 |
24,391 |
+758 |
Apr09 |
081016 |
75.75 |
77.16 |
71.90 |
73.16 |
-4.86 |
4,327 |
17,193 |
+153 |
May09 |
081016 |
76.64 |
77.97 |
73.45 |
74.02 |
-4.83 |
4,096 |
15,803 |
+808 |
Jun09 |
081016 |
77.43 |
78.72 |
73.62 |
74.76 |
-4.79 |
7,265 |
34,457 |
+209 |
Jul09 |
081016 |
77.50 |
79.47 |
75.32 |
75.48 |
-4.78 |
3,046 |
11,267 |
+71 |
Aug09 |
081016 |
78.00 |
78.00 |
76.19 |
76.19 |
-4.75 |
811 |
8,271 |
+297 |
Sep09 |
081016 |
78.70 |
78.70 |
76.79 |
76.79 |
-4.70 |
313 |
7,558 |
+78 |
Oct09 |
081016 |
77.32 |
77.32 |
77.32 |
77.32 |
-4.60 |
183 |
5,277 |
+26 |
Nov09 |
081016 |
79.60 |
79.60 |
77.82 |
77.82 |
-4.51 |
915 |
7,481 |
+257 |
Dec09 |
081016 |
80.75 |
82.18 |
77.45 |
78.32 |
-4.43 |
9,800 |
58,652 |
+92 |
Jan10 |
081016 |
78.91 |
78.91 |
78.91 |
78.91 |
-4.32 |
324 |
7,021 |
+150 |
Total Volume and Open Interest |
311,636 |
535,724 |
-2,433 |
Gas Oil(ICE) |
Nov08 |
081016 |
698.00 |
704.50 |
663.75 |
674.50 |
-30.25 |
47,195 |
60,553 |
-3,178 |
Dec08 |
081016 |
695.75 |
706.00 |
666.25 |
676.50 |
-32.75 |
38,178 |
67,024 |
+3,814 |
Jan09 |
081016 |
705.50 |
714.00 |
675.50 |
685.25 |
-33.50 |
10,997 |
44,420 |
+66 |
Feb09 |
081016 |
713.25 |
722.50 |
684.25 |
694.00 |
-34.00 |
4,883 |
22,187 |
+636 |
Mar09 |
081016 |
721.50 |
729.00 |
691.25 |
701.00 |
-34.25 |
2,442 |
13,938 |
+133 |
Apr09 |
081016 |
728.25 |
735.00 |
702.50 |
707.50 |
-34.00 |
1,632 |
12,865 |
+194 |
May09 |
081016 |
735.00 |
741.00 |
709.25 |
714.00 |
-33.75 |
1,165 |
13,568 |
-158 |
Jun09 |
081016 |
730.00 |
747.00 |
712.25 |
720.50 |
-33.75 |
2,182 |
34,665 |
-419 |
Jul09 |
081016 |
734.75 |
754.50 |
730.00 |
730.00 |
-33.75 |
816 |
7,625 |
-124 |
Aug09 |
081016 |
755.00 |
763.50 |
739.25 |
739.25 |
-34.00 |
403 |
6,647 |
-166 |
Total Volume and Open Interest |
102,969 |
350,718 |
-3,108 |
Ethanol(CBOT) |
Oct08 |
081003 |
1.990 |
1.990 |
1.990 |
1.990 |
-0.010 |
0 |
73 |
+0 |
Nov08 |
081016 |
1.670 |
1.690 |
1.670 |
1.675 |
-0.027 |
16 |
317 |
+4 |
Dec08 |
081016 |
1.630 |
1.680 |
1.630 |
1.651 |
-0.046 |
10 |
373 |
+0 |
Jan09 |
081016 |
1.695 |
1.695 |
1.660 |
1.665 |
-0.030 |
10 |
300 |
+6 |
Feb09 |
081016 |
1.690 |
1.690 |
1.690 |
1.690 |
unch |
9 |
228 |
-6 |
Mar09 |
081016 |
1.670 |
1.680 |
1.670 |
1.680 |
-0.042 |
0 |
202 |
+0 |
Apr09 |
081016 |
1.690 |
1.690 |
1.690 |
1.690 |
-0.020 |
20 |
216 |
+8 |
May09 |
081016 |
1.700 |
1.700 |
1.690 |
1.690 |
-0.016 |
21 |
152 |
-11 |
Total Volume and Open Interest |
124 |
2,791 |
-7 |
WTI Crude Oil(ICE) |
Nov08 |
081016 |
73.36 |
74.50 |
68.58 |
69.85 |
-4.69 |
74,450 |
44,335 |
-4,861 |
Dec08 |
081016 |
73.55 |
74.82 |
68.92 |
70.26 |
-4.62 |
78,993 |
123,339 |
+5,739 |
Jan09 |
081016 |
73.95 |
75.17 |
69.42 |
70.69 |
-4.55 |
14,000 |
40,765 |
+1,357 |
Feb09 |
081016 |
73.49 |
75.59 |
69.96 |
71.14 |
-4.57 |
3,778 |
20,951 |
-182 |
Mar09 |
081016 |
73.10 |
75.68 |
70.46 |
71.62 |
-4.57 |
2,372 |
12,540 |
+286 |
Apr09 |
081016 |
73.58 |
75.99 |
70.98 |
72.10 |
-4.57 |
930 |
9,087 |
-70 |
May09 |
081016 |
74.08 |
76.46 |
71.52 |
72.58 |
-4.57 |
855 |
5,011 |
+33 |
Jun09 |
081016 |
75.74 |
77.07 |
72.11 |
73.06 |
-4.57 |
2,880 |
34,791 |
-1,719 |
Jul09 |
081016 |
77.31 |
77.31 |
73.48 |
73.55 |
-4.54 |
318 |
3,619 |
+18 |
Aug09 |
081016 |
74.25 |
74.25 |
74.04 |
74.04 |
-4.49 |
97 |
2,058 |
+11 |
Sep09 |
081016 |
74.75 |
74.80 |
74.53 |
74.53 |
-4.43 |
48 |
6,368 |
-2 |
Oct09 |
081016 |
75.20 |
75.20 |
75.03 |
75.03 |
-4.36 |
6 |
1,483 |
+3 |
Nov09 |
081016 |
75.54 |
75.54 |
75.54 |
75.54 |
-4.26 |
475 |
5,101 |
-2 |
Dec09 |
081016 |
79.15 |
80.21 |
75.43 |
76.05 |
-4.17 |
7,774 |
74,214 |
-1,891 |
Jan10 |
081016 |
76.53 |
76.53 |
76.53 |
76.53 |
-4.08 |
75 |
4,705 |
+0 |
Feb10 |
081016 |
76.99 |
76.99 |
76.99 |
76.99 |
-3.99 |
0 |
3,093 |
+0 |
Total Volume and Open Interest |
190,213 |
502,149 |
-1,394 |
US Dollar Index(ICE) |
Dec08 |
081016 |
82.625 |
83.100 |
82.315 |
82.780 |
+0.435 |
5,989 |
44,073 |
-117 |
Mar09 |
081016 |
83.320 |
83.485 |
82.725 |
83.095 |
+0.535 |
25 |
2,240 |
+4 |
Jun09 |
081016 |
83.370 |
83.370 |
83.370 |
83.370 |
+0.535 |
0 |
179 |
+0 |
Total Volume and Open Interest |
6,014 |
46,492 |
-113 |
Australian Dollar(CME) |
Dec08 |
081016 |
65.32 |
68.96 |
65.05 |
67.60 |
+0.49 |
28,459 |
46,716 |
+111 |
Mar09 |
081016 |
65.70 |
68.64 |
65.62 |
67.43 |
+0.49 |
13 |
752 |
+8 |
Jun09 |
081016 |
67.16 |
67.16 |
66.67 |
67.16 |
+0.49 |
0 |
4 |
+0 |
Total Volume and Open Interest |
28,472 |
47,503 |
+119 |
British Pound(CME) |
Dec08 |
081016 |
171.40 |
173.24 |
171.08 |
172.63 |
-0.26 |
53,481 |
99,790 |
+1,516 |
Mar09 |
081016 |
171.88 |
172.45 |
170.68 |
172.04 |
-0.26 |
610 |
2,210 |
+299 |
Jun09 |
081016 |
171.39 |
171.70 |
170.48 |
171.39 |
-0.26 |
0 |
885 |
+0 |
Total Volume and Open Interest |
54,091 |
102,890 |
+1,815 |
Canadian Dollar(CME) |
Dec08 |
081016 |
84.17 |
84.95 |
83.49 |
84.25 |
-0.15 |
35,813 |
93,536 |
+2,113 |
Mar09 |
081016 |
84.20 |
84.97 |
83.70 |
84.44 |
-0.15 |
191 |
3,242 |
+56 |
Jun09 |
081016 |
84.28 |
84.90 |
83.79 |
84.53 |
-0.15 |
23 |
1,536 |
-9 |
Sep09 |
081016 |
84.37 |
84.90 |
83.91 |
84.54 |
-0.15 |
11 |
1,630 |
-10 |
Total Volume and Open Interest |
36,039 |
100,415 |
+2,151 |
Japanese Yen(CME) |
Dec08 |
081016 |
100.71 |
101.21 |
98.85 |
99.48 |
-0.31 |
136,750 |
127,866 |
-242 |
Mar09 |
081016 |
101.80 |
101.80 |
99.85 |
100.27 |
-0.23 |
17 |
1,311 |
+14 |
Jun09 |
081016 |
100.74 |
102.14 |
100.34 |
100.74 |
-0.23 |
0 |
3,484 |
+0 |
Total Volume and Open Interest |
136,767 |
132,665 |
-228 |
Swiss Franc(CME) |
Dec08 |
081016 |
88.45 |
88.83 |
87.00 |
88.13 |
-0.11 |
36,832 |
37,173 |
-369 |
Mar09 |
081016 |
87.60 |
88.97 |
87.58 |
88.29 |
-0.11 |
1 |
400 |
-1 |
Jun09 |
081016 |
88.42 |
88.92 |
87.73 |
88.42 |
-0.11 |
0 |
294 |
+0 |
Total Volume and Open Interest |
36,833 |
37,873 |
-370 |
EuroFX(CME) |
Dec08 |
081016 |
134.65 |
135.33 |
133.41 |
134.26 |
-0.85 |
174,289 |
153,896 |
+302 |
Mar09 |
081016 |
134.51 |
135.15 |
133.35 |
134.10 |
-0.88 |
3,174 |
22,786 |
+1,283 |
Jun09 |
081016 |
133.30 |
134.79 |
133.30 |
133.89 |
-0.90 |
0 |
388 |
+0 |
Total Volume and Open Interest |
177,463 |
177,306 |
+1,585 |
Mexican Peso(CME) |
Nov08 |
081016 |
755.5 |
775.2 |
755.5 |
755.5 |
-19.8 |
|
|
|
Dec08 |
081016 |
737.5 |
766.5 |
725.8 |
752.5 |
-19.8 |
5,209 |
44,452 |
-90 |
Total Volume and Open Interest |
5,209 |
44,856 |
-90 |
Brazilian Real(CME) |
Nov08 |
081016 |
458.80 |
460.40 |
458.80 |
458.80 |
-1.60 |
0 |
2 |
+0 |
Dec08 |
081016 |
443.00 |
455.20 |
443.00 |
455.20 |
-2.10 |
645 |
1,860 |
+635 |
Jan09 |
081016 |
453.40 |
454.60 |
453.40 |
453.40 |
-1.20 |
|
|
|
Feb09 |
081016 |
451.40 |
452.30 |
451.40 |
451.40 |
-0.90 |
|
|
|
Total Volume and Open Interest |
645 |
2,409 |
+635 |
30-Year T-Bonds(CBOT) |
Dec08 |
081016 |
114~220 |
114~300 |
113~110 |
114~130 |
+0~050 |
205,708 |
748,691 |
+2,978 |
Mar09 |
081016 |
112~250 |
113~060 |
112~230 |
113~030 |
+0~050 |
145 |
1,494 |
+11 |
Jun09 |
081016 |
112~030 |
112~030 |
111~300 |
112~030 |
+0~050 |
0 |
12 |
+0 |
Total Volume and Open Interest |
205,853 |
750,200 |
+2,989 |
10-Year T-Notes(CBOT) |
Dec08 |
081016 |
112~130 |
112~250 |
111~125 |
112~095 |
+0~105 |
594,258 |
1,424,438 |
+8,617 |
Mar09 |
081016 |
110~250 |
110~250 |
110~135 |
110~195 |
+0~060 |
110 |
201 |
+55 |
Jun09 |
081016 |
109~195 |
109~195 |
109~135 |
109~195 |
+0~060 |
|
|
|
Total Volume and Open Interest |
594,368 |
1,424,639 |
+8,672 |
5-Year T-Notes(CBOT) |
Dec08 |
081016 |
112~005 |
112~074 |
111~110 |
112~068 |
+0~059 |
380,726 |
0 |
+0 |
Mar09 |
081016 |
111~064 |
111~064 |
111~010 |
111~064 |
+0~054 |
1 |
1 |
+1 |
Jun09 |
081016 |
111~064 |
111~064 |
111~010 |
111~064 |
+0~054 |
|
|
|
Total Volume and Open Interest |
395,541 |
1,384,981 |
-10,931 |
2 Year T-Notes(CBOT) |
Dec08 |
081016 |
107~043 |
107~057 |
107~004 |
107~045 |
+0~020 |
179,222 |
755,468 |
+14,520 |
Mar09 |
081016 |
107~045 |
107~045 |
107~025 |
107~045 |
+0~020 |
|
|
|
Jun09 |
081016 |
107~045 |
107~045 |
107~025 |
107~045 |
+0~020 |
|
|
|
Total Volume and Open Interest |
179,222 |
755,468 |
+14,520 |
Eurodollars(CME) |
Dec08 |
081016 |
97.275 |
97.315 |
97.215 |
97.265 |
-0.005 |
240,106 |
1,639,938 |
-18,702 |
Mar09 |
081016 |
97.720 |
97.740 |
97.600 |
97.635 |
-0.035 |
225,750 |
1,237,042 |
-23,275 |
Jun09 |
081016 |
97.730 |
97.760 |
97.600 |
97.680 |
+0.020 |
221,052 |
981,894 |
+983 |
Sep09 |
081016 |
97.575 |
97.660 |
97.450 |
97.605 |
+0.090 |
237,561 |
901,498 |
+4,927 |
Dec09 |
081016 |
97.275 |
97.400 |
97.130 |
97.340 |
+0.150 |
229,672 |
742,427 |
+8,158 |
Mar10 |
081016 |
97.035 |
97.200 |
96.915 |
97.140 |
+0.185 |
196,473 |
547,626 |
+3,722 |
Jun10 |
081016 |
96.655 |
96.820 |
96.530 |
96.760 |
+0.190 |
145,120 |
344,740 |
+3,576 |
Sep10 |
081016 |
96.245 |
96.390 |
96.120 |
96.345 |
+0.185 |
121,432 |
300,076 |
+5,898 |
Dec10 |
081016 |
95.755 |
95.895 |
95.655 |
95.860 |
+0.170 |
55,172 |
219,899 |
+1,576 |
Mar11 |
081016 |
95.500 |
95.600 |
95.390 |
95.570 |
+0.130 |
56,792 |
189,232 |
+7,255 |
Jun11 |
081016 |
95.290 |
95.360 |
95.175 |
95.340 |
+0.110 |
43,519 |
186,986 |
+6,069 |
Sep11 |
081016 |
95.200 |
95.235 |
95.070 |
95.215 |
+0.090 |
41,033 |
128,050 |
+6,681 |
Dec11 |
081016 |
95.155 |
95.165 |
95.015 |
95.145 |
+0.080 |
14,623 |
107,429 |
+258 |
Mar12 |
081016 |
95.130 |
95.185 |
95.020 |
95.150 |
+0.085 |
22,562 |
98,385 |
-152 |
Jun12 |
081016 |
95.025 |
95.115 |
94.950 |
95.080 |
+0.075 |
10,181 |
71,463 |
-857 |
Sep12 |
081016 |
95.005 |
95.060 |
94.895 |
95.010 |
+0.065 |
15,684 |
55,273 |
-149 |
Dec12 |
081016 |
94.895 |
94.950 |
94.780 |
94.895 |
+0.065 |
5,974 |
60,408 |
+898 |
Mar13 |
081016 |
94.900 |
94.900 |
94.745 |
94.860 |
+0.065 |
7,841 |
47,069 |
-75 |
Total Volume and Open Interest |
1,941,324 |
8,115,891 |
+19,517 |
30 Day Federal Funds(CBOT) |
Oct08 |
081016 |
98.810 |
98.812 |
98.775 |
98.787 |
+0.020 |
7,819 |
103,845 |
+573 |
Nov08 |
081016 |
98.870 |
98.895 |
98.830 |
98.865 |
+0.015 |
22,768 |
122,398 |
+664 |
Dec08 |
081016 |
98.925 |
98.935 |
98.895 |
98.900 |
unch |
12,629 |
82,547 |
+377 |
Jan09 |
081016 |
98.940 |
98.965 |
98.885 |
98.910 |
-0.005 |
13,871 |
65,410 |
-624 |
Feb09 |
081016 |
98.925 |
98.935 |
98.850 |
98.880 |
unch |
11,448 |
72,611 |
+2,531 |
Mar09 |
081016 |
98.910 |
98.915 |
98.820 |
98.840 |
-0.020 |
5,239 |
37,838 |
+1,084 |
Total Volume and Open Interest |
82,633 |
562,714 |
+7,406 |
30 Day Fed Funds(e-CBOT) |
Oct08 |
081016 |
98.810 |
98.812 |
98.775 |
98.785 |
-0.012 |
7,774 |
103,845 |
+573 |
Nov08 |
081016 |
98.870 |
98.895 |
98.830 |
98.865 |
+0.005 |
22,678 |
122,398 |
+664 |
Dec08 |
081016 |
98.925 |
98.935 |
98.880 |
98.895 |
-0.020 |
12,589 |
82,547 |
+377 |
Jan09 |
081016 |
98.940 |
98.965 |
98.885 |
98.900 |
-0.020 |
13,866 |
65,410 |
-624 |
Feb09 |
081016 |
98.925 |
98.935 |
98.850 |
98.880 |
-0.010 |
11,323 |
72,611 |
+2,531 |
Mar09 |
081016 |
98.910 |
98.915 |
98.820 |
98.840 |
-0.055 |
5,239 |
37,838 |
+1,084 |
Total Volume and Open Interest |
82,328 |
562,214 |
+7,781 |
3-Mth Euro-Yen(CME) |
Dec08 |
081016 |
99.190 |
99.190 |
99.175 |
99.190 |
unch |
0 |
3,510 |
+0 |
Mar09 |
081016 |
99.230 |
99.230 |
99.230 |
99.230 |
unch |
0 |
4,708 |
+0 |
Jun09 |
081016 |
99.245 |
99.245 |
99.245 |
99.245 |
+0.010 |
0 |
480 |
+0 |
Sep09 |
081016 |
99.180 |
99.180 |
99.180 |
99.180 |
unch |
0 |
510 |
+0 |
Dec09 |
081016 |
99.115 |
99.115 |
99.115 |
99.115 |
unch |
0 |
100 |
+0 |
Mar10 |
081016 |
99.005 |
99.005 |
99.005 |
99.005 |
unch |
|
|
|
Jun10 |
081016 |
98.955 |
98.955 |
98.955 |
98.955 |
unch |
|
|
|
Sep10 |
081016 |
98.910 |
98.910 |
98.910 |
98.910 |
unch |
|
|
|
Dec10 |
081016 |
99.005 |
99.005 |
99.005 |
99.005 |
+0.015 |
|
|
|
Mar11 |
081016 |
99.005 |
99.005 |
99.005 |
99.005 |
+0.015 |
|
|
|
Total Volume and Open Interest |
0 |
9,308 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec08 |
081016 |
99.18 |
99.19 |
99.17 |
99.19 |
+0.01 |
201 |
22,513 |
-1 |
Mar09 |
081016 |
99.23 |
99.24 |
99.21 |
99.24 |
+0.01 |
4 |
11,050 |
+0 |
Jun09 |
081016 |
99.23 |
99.25 |
99.21 |
99.25 |
+0.01 |
2 |
6,302 |
+2 |
Sep09 |
081016 |
99.19 |
99.21 |
99.18 |
99.18 |
+0.01 |
20 |
2,860 |
+20 |
Dec09 |
081016 |
99.11 |
99.11 |
99.11 |
99.11 |
+0.01 |
0 |
866 |
+0 |
Mar10 |
081016 |
99.00 |
99.00 |
99.00 |
99.00 |
+0.01 |
0 |
530 |
+0 |
Jun10 |
081016 |
98.96 |
98.96 |
98.96 |
98.96 |
+0.01 |
0 |
500 |
+0 |
Sep10 |
081016 |
98.91 |
98.91 |
98.91 |
98.91 |
+0.02 |
0 |
252 |
+0 |
Total Volume and Open Interest |
227 |
48,783 |
+21 |
Japanese Gov't Bonds(SGX) |
Dec08 |
081016 |
136.34 |
136.37 |
135.74 |
135.90 |
-0.08 |
1,199 |
9,891 |
-188 |
Mar09 |
081016 |
135.90 |
135.90 |
135.90 |
135.90 |
-0.08 |
|
|
|
Jun09 |
081016 |
135.90 |
135.90 |
135.90 |
135.90 |
-0.08 |
|
|
|
Total Volume and Open Interest |
1,199 |
9,891 |
-188 |
Euro-Bund(EUREX) |
Dec08 |
081016 |
114.19 |
114.55 |
113.67 |
114.53 |
+0.55 |
760,829 |
1,032,542 |
+38,020 |
Mar09 |
081016 |
114.68 |
114.96 |
114.18 |
114.96 |
+0.54 |
362 |
3,384 |
+2 |
Jun09 |
081016 |
115.45 |
115.45 |
115.45 |
115.45 |
+0.55 |
|
|
|
Total Volume and Open Interest |
761,191 |
1,035,926 |
+38,022 |
Euro-Bobl(EUREX) |
Dec08 |
081016 |
110.13 |
110.59 |
109.90 |
110.52 |
+0.65 |
462,789 |
1,055,421 |
+32,260 |
Mar09 |
081016 |
110.30 |
110.30 |
110.30 |
110.30 |
+0.49 |
55 |
1,024 |
+0 |
Jun09 |
081016 |
111.03 |
111.03 |
111.03 |
111.03 |
+0.65 |
|
|
|
Total Volume and Open Interest |
462,844 |
1,056,445 |
+32,260 |
3-Mth Euribor(EUREX) |
Dec08 |
081016 |
95.955 |
96.010 |
95.955 |
96.000 |
+0.145 |
1,192 |
19,156 |
+79 |
Mar09 |
081016 |
96.425 |
96.520 |
96.425 |
96.520 |
+0.175 |
363 |
5,091 |
+201 |
Jun09 |
081016 |
96.610 |
96.685 |
96.610 |
96.685 |
+0.180 |
48 |
2,561 |
-26 |
Total Volume and Open Interest |
1,890 |
34,542 |
+156 |
Long Gilt(LIFFE) |
Dec08 |
081016 |
110~06 |
110~11 |
109~06 |
109~29 |
-0~01 |
76,420 |
302,291 |
-1,742 |
Mar09 |
081016 |
112~16 |
112~16 |
112~16 |
112~16 |
-0~01 |
|
|
|
Total Volume and Open Interest |
76,420 |
302,291 |
-1,742 |
3-Mth Short Sterling(LIFFE) |
Dec08 |
081016 |
95.06 |
95.17 |
95.06 |
95.14 |
+0.15 |
59,961 |
445,194 |
-5,057 |
Mar09 |
081016 |
95.94 |
96.03 |
95.93 |
96.00 |
+0.14 |
43,472 |
410,047 |
+3,096 |
Jun09 |
081016 |
96.18 |
96.28 |
96.18 |
96.26 |
+0.12 |
43,523 |
289,365 |
+930 |
Sep09 |
081016 |
96.14 |
96.21 |
96.12 |
96.19 |
+0.12 |
39,753 |
211,661 |
-6,915 |
Dec09 |
081016 |
95.85 |
95.93 |
95.83 |
95.92 |
+0.10 |
26,400 |
228,192 |
-6,355 |
Mar10 |
081016 |
95.65 |
95.72 |
95.60 |
95.69 |
+0.08 |
22,813 |
159,187 |
+3,797 |
Total Volume and Open Interest |
253,801 |
1,936,381 |
-6,722 |
3-Mth Euribor(LIFFE) |
Dec08 |
081016 |
95.935 |
96.040 |
95.930 |
96.000 |
+0.155 |
226,072 |
698,688 |
+4,278 |
Mar09 |
081016 |
96.430 |
96.535 |
96.380 |
96.525 |
+0.180 |
156,470 |
560,176 |
-838 |
Jun09 |
081016 |
96.590 |
96.710 |
96.555 |
96.690 |
+0.185 |
128,559 |
402,353 |
-1,473 |
Total Volume and Open Interest |
887,472 |
3,123,209 |
+19,169 |
3-Mth Aus T-Bills(SFE) |
Dec08 |
081016 |
95.26 |
95.50 |
95.22 |
95.45 |
+0.18 |
17,009 |
712,348 |
-308 |
Mar09 |
081016 |
95.46 |
95.70 |
95.42 |
95.64 |
+0.19 |
14,321 |
322,303 |
+5,463 |
Jun09 |
081016 |
95.27 |
95.52 |
95.24 |
95.47 |
+0.22 |
8,018 |
193,665 |
-2,695 |
Sep09 |
081016 |
94.90 |
95.18 |
94.87 |
95.14 |
+0.25 |
7,571 |
128,975 |
+572 |
Dec09 |
081016 |
94.59 |
94.84 |
94.52 |
94.80 |
+0.26 |
5,502 |
80,658 |
-1,737 |
Mar10 |
081016 |
94.29 |
94.58 |
94.29 |
94.52 |
+0.22 |
2,504 |
34,848 |
+1,343 |
Jun10 |
081016 |
94.14 |
94.42 |
94.14 |
94.33 |
+0.18 |
1,620 |
28,142 |
+359 |
Sep10 |
081016 |
94.05 |
94.26 |
94.00 |
94.19 |
+0.18 |
472 |
14,363 |
-587 |
Dec10 |
081016 |
94.06 |
94.06 |
94.06 |
94.06 |
+0.18 |
8 |
3,032 |
+8 |
Mar11 |
081016 |
94.00 |
94.00 |
93.96 |
93.96 |
+0.16 |
10 |
890 |
+10 |
Total Volume and Open Interest |
57,035 |
1,520,223 |
+2,428 |
10-Year Aus T-Bonds(SFE) |
Dec08 |
081016 |
94.63 |
94.80 |
94.58 |
94.73 |
+0.11 |
34,525 |
529,705 |
+19,798 |
Mar09 |
081016 |
94.73 |
94.73 |
94.73 |
94.73 |
+0.11 |
|
|
|
Total Volume and Open Interest |
34,525 |
529,705 |
+19,798 |
3-Year Aus T-Bonds(SFE) |
Dec08 |
081016 |
95.29 |
95.56 |
95.26 |
95.50 |
+0.22 |
61,357 |
649,623 |
-28,409 |
Mar09 |
081016 |
95.50 |
95.50 |
95.50 |
95.50 |
+0.22 |
|
|
|
Total Volume and Open Interest |
61,357 |
649,623 |
-28,409 |
Gold(CMX) |
Oct08 |
081016 |
846.0 |
846.0 |
790.0 |
801.5 |
-34.0 |
120 |
267 |
+1 |
Dec08 |
081016 |
851.0 |
852.1 |
786.7 |
804.5 |
-34.5 |
94,981 |
201,981 |
-2,321 |
Feb09 |
081016 |
854.6 |
854.6 |
790.0 |
807.9 |
-34.6 |
2,053 |
20,434 |
+195 |
Apr09 |
081016 |
855.0 |
855.0 |
795.5 |
810.5 |
-34.6 |
427 |
19,554 |
+226 |
Jun09 |
081016 |
856.5 |
856.6 |
800.9 |
813.0 |
-34.7 |
148 |
18,594 |
-100 |
Aug09 |
081016 |
847.5 |
847.5 |
815.6 |
815.6 |
-34.8 |
11 |
15,390 |
+0 |
Oct09 |
081016 |
818.1 |
818.1 |
818.1 |
818.1 |
-35.0 |
0 |
4,916 |
+0 |
Dec09 |
081016 |
854.9 |
856.9 |
812.3 |
820.7 |
-35.2 |
1,013 |
13,522 |
-369 |
Feb10 |
081016 |
823.4 |
823.4 |
823.4 |
823.4 |
-35.6 |
0 |
696 |
+0 |
Apr10 |
081016 |
826.1 |
826.1 |
826.1 |
826.1 |
-36.0 |
0 |
35 |
+0 |
Jun10 |
081016 |
829.2 |
829.2 |
829.2 |
829.2 |
-36.4 |
0 |
5,074 |
+0 |
Aug10 |
081016 |
832.9 |
832.9 |
832.9 |
832.9 |
-36.9 |
|
|
|
Total Volume and Open Interest |
100,027 |
321,411 |
-2,085 |
Silver(CMX) |
Dec08 |
081016 |
1033.0 |
1036.5 |
925.0 |
963.5 |
-54.5 |
24,071 |
59,867 |
+1,796 |
Mar09 |
081016 |
1020.0 |
1032.0 |
933.0 |
969.0 |
-55.0 |
628 |
13,122 |
+121 |
May09 |
081016 |
1000.0 |
1011.0 |
941.5 |
971.8 |
-55.3 |
7 |
5,134 |
-8 |
Jul09 |
081016 |
980.0 |
984.5 |
974.5 |
974.5 |
-55.8 |
4 |
6,484 |
-2 |
Sep09 |
081016 |
986.5 |
986.5 |
977.3 |
977.3 |
-56.2 |
0 |
2,641 |
+0 |
Dec09 |
081016 |
1048.0 |
1048.0 |
942.0 |
981.5 |
-56.8 |
1,321 |
3,789 |
-817 |
Mar10 |
081016 |
986.9 |
986.9 |
986.9 |
986.9 |
-57.7 |
0 |
394 |
+0 |
Total Volume and Open Interest |
26,277 |
99,738 |
+1,142 |
Platinum(NYMEX) |
Oct08 |
081016 |
909.5 |
912.0 |
882.8 |
882.8 |
-83.9 |
1 |
384 |
+0 |
Jan09 |
081016 |
971.2 |
982.0 |
852.0 |
891.3 |
-83.9 |
1,243 |
14,526 |
-117 |
Apr09 |
081016 |
939.0 |
939.0 |
886.5 |
899.8 |
-81.1 |
11 |
218 |
+5 |
Total Volume and Open Interest |
1,255 |
15,128 |
-112 |
Palladium(NYMEX) |
Dec08 |
081016 |
194.05 |
195.00 |
165.05 |
173.10 |
-22.50 |
596 |
14,718 |
-50 |
Mar09 |
081016 |
192.95 |
192.95 |
168.00 |
175.55 |
-21.90 |
10 |
301 |
+5 |
Jun09 |
081016 |
177.55 |
177.55 |
177.55 |
177.55 |
-21.90 |
0 |
10 |
+0 |
Total Volume and Open Interest |
606 |
15,029 |
-45 |
Copper(CMX) |
Dec08 |
081016 |
215.95 |
221.85 |
204.05 |
208.55 |
-12.50 |
13,417 |
48,270 |
+789 |
Mar09 |
081016 |
215.20 |
221.55 |
206.75 |
209.40 |
-12.45 |
1,636 |
17,206 |
+278 |
May09 |
081016 |
218.90 |
218.90 |
209.00 |
210.80 |
-12.20 |
146 |
2,208 |
+17 |
Jul09 |
081016 |
214.00 |
216.85 |
210.70 |
211.90 |
-12.00 |
64 |
1,373 |
+31 |
Sep09 |
081016 |
218.65 |
218.65 |
212.65 |
212.65 |
-11.90 |
36 |
1,184 |
+16 |
Total Volume and Open Interest |
16,122 |
81,861 |
+1,191 |
DJIA Index(CBOT) |
Dec08 |
081016 |
8509 |
9000 |
8200 |
8966 |
+462 |
4,606 |
26,786 |
+607 |
Mar09 |
081016 |
8426 |
8980 |
8426 |
8963 |
+462 |
1 |
117 |
-1 |
Jun09 |
081016 |
8971 |
8971 |
8509 |
8971 |
+462 |
|
|
|
Sep09 |
081016 |
8977 |
8977 |
8515 |
8977 |
+462 |
|
|
|
Total Volume and Open Interest |
4,607 |
26,903 |
+606 |
E-mini DJIA Index(CBOT) |
Dec08 |
081016 |
8511 |
9006 |
8190 |
8966 |
+462 |
306,168 |
98,488 |
-5,516 |
Mar09 |
081016 |
8469 |
8993 |
8200 |
8963 |
+462 |
95 |
498 |
-6 |
Jun09 |
081016 |
8590 |
8971 |
8590 |
8971 |
+462 |
0 |
510 |
-3 |
Sep09 |
081016 |
8516 |
8977 |
8516 |
8977 |
+462 |
|
|
|
Total Volume and Open Interest |
306,263 |
99,496 |
-5,525 |
S & P 500(CME) |
Dec08 |
081016 |
903.60 |
950.00 |
865.50 |
941.00 |
+37.70 |
70,780 |
633,845 |
-2,043 |
Mar09 |
081016 |
891.00 |
948.50 |
871.50 |
941.10 |
+37.60 |
639 |
5,792 |
+245 |
Jun09 |
081016 |
941.90 |
949.30 |
872.30 |
941.90 |
+37.60 |
530 |
3,757 |
+25 |
Sep09 |
081016 |
940.40 |
947.80 |
870.80 |
940.40 |
+37.60 |
0 |
768 |
+0 |
Total Volume and Open Interest |
71,949 |
644,177 |
-1,773 |
S & P 500 E-Mini(Globex) |
Dec08 |
081016 |
903.50 |
950.00 |
865.25 |
941.00 |
+37.75 |
3,831,280 |
3,131,194 |
+14,856 |
Mar09 |
081016 |
898.50 |
949.75 |
865.50 |
941.00 |
+37.50 |
8,768 |
67,513 |
+4,101 |
Total Volume and Open Interest |
3,840,048 |
3,204,165 |
+18,956 |
NASDAQ 100(CME) |
Dec08 |
081016 |
1231.50 |
1330.00 |
1190.00 |
1323.00 |
+94.00 |
6,285 |
27,566 |
+1,438 |
Mar09 |
081016 |
1328.50 |
1328.50 |
1323.80 |
1328.50 |
+94.70 |
0 |
9 |
-1 |
Jun09 |
081016 |
1332.30 |
1332.30 |
1327.50 |
1332.30 |
+94.80 |
0 |
5 |
+0 |
Total Volume and Open Interest |
6,285 |
27,580 |
+1,437 |
NASDAQ 100 E-Mini(Globex) |
Dec08 |
081016 |
1234.00 |
1330.80 |
1191.30 |
1323.00 |
+94.00 |
559,282 |
389,864 |
+5,539 |
Mar09 |
081016 |
1220.30 |
1333.50 |
1198.00 |
1328.50 |
+94.70 |
38 |
437 |
+7 |
Total Volume and Open Interest |
559,320 |
390,301 |
+5,546 |
S & P Midcap 400(CME) |
Dec08 |
081016 |
520.00 |
557.00 |
508.00 |
551.00 |
+22.80 |
34 |
7,091 |
+19 |
Mar09 |
081016 |
558.30 |
560.50 |
558.30 |
558.30 |
+22.80 |
|
|
|
Jun09 |
081016 |
563.30 |
565.50 |
563.30 |
563.30 |
+22.80 |
|
|
|
Total Volume and Open Interest |
34 |
7,091 |
+19 |
Russell 2000 E-Mini(Globex) |
Dec08 |
080724 |
816.80 |
816.80 |
792.60 |
796.30 |
+156.00 |
|
|
|
Total Volume and Open Interest |
288,105 |
630,143 |
|
Nikkei 225(CME) |
Dec08 |
081016 |
8700 |
8805 |
8160 |
8805 |
+340 |
19,987 |
63,948 |
-1,610 |
Mar09 |
081016 |
8890 |
8890 |
8885 |
8890 |
+340 |
0 |
3 |
+0 |
Total Volume and Open Interest |
19,987 |
63,951 |
-1,610 |
Nikkei 225(SGX) |
Dec08 |
081016 |
8250 |
8740 |
8230 |
8290 |
-1170 |
153,829 |
247,892 |
-15,383 |
Mar09 |
081016 |
8525 |
8755 |
8265 |
8470 |
-1090 |
654 |
953 |
-59 |
Jun09 |
081016 |
8385 |
8385 |
8385 |
8385 |
-1095 |
0 |
168 |
+0 |
Total Volume and Open Interest |
156,646 |
249,880 |
-15,442 |
CAC 40(EURONEXT) |
Oct08 |
081016 |
3168.0 |
3360.5 |
3112.0 |
3177.5 |
-201.5 |
347,397 |
677,996 |
-89,645 |
Nov08 |
081016 |
3198.5 |
3356.5 |
3111.0 |
3174.5 |
-202.5 |
180,509 |
285,675 |
+154,616 |
Dec08 |
081016 |
3175.5 |
3337.0 |
3119.5 |
3173.0 |
-199.5 |
1,905 |
36,885 |
-1,079 |
Total Volume and Open Interest |
529,813 |
1,002,673 |
+63,882 |
Hang Seng Index(HKFE) |
Oct08 |
081016 |
14811 |
15270 |
14555 |
14976 |
-964 |
87,341 |
92,418 |
+892 |
Nov08 |
081016 |
14890 |
15253 |
14553 |
15042 |
-908 |
568 |
1,284 |
+156 |
Dec08 |
081016 |
14819 |
15260 |
14580 |
15000 |
-947 |
292 |
3,823 |
+30 |
Total Volume and Open Interest |
88,223 |
97,655 |
+1,072 |
DAX(EUREX) |
Dec08 |
081016 |
4555.0 |
4930.0 |
4546.5 |
4618.0 |
-241.5 |
272,799 |
213,289 |
+3,481 |
Mar09 |
081016 |
4608.0 |
4938.0 |
4608.0 |
4654.0 |
-245.0 |
949 |
10,428 |
+572 |
Jun09 |
081016 |
4652.5 |
4873.0 |
4652.5 |
4693.5 |
-251.5 |
378 |
1,912 |
+223 |
Total Volume and Open Interest |
274,126 |
225,629 |
+4,276 |
FT-SE 100(EURONEXT) |
Dec08 |
081016 |
3904.00 |
4073.50 |
3811.00 |
3845.00 |
-253.00 |
205,826 |
662,093 |
-4,247 |
Mar09 |
081016 |
3881.00 |
4061.50 |
3821.00 |
3838.00 |
-255.00 |
393 |
8,842 |
+286 |
Jun09 |
081016 |
3826.50 |
3826.50 |
3826.50 |
3826.50 |
-255.50 |
0 |
25 |
+0 |
Total Volume and Open Interest |
206,219 |
670,960 |
-3,961 |
SPI 200(SFE) |
Dec08 |
081016 |
4389.0 |
4399.0 |
4013.0 |
4027.0 |
-358.0 |
53,205 |
315,374 |
+9,181 |
Mar09 |
081016 |
3999.0 |
3999.0 |
3999.0 |
3999.0 |
-358.0 |
217 |
1,843 |
+215 |
Jun09 |
081016 |
4011.0 |
4011.0 |
4011.0 |
4011.0 |
-358.0 |
292 |
2,395 |
+258 |
Total Volume and Open Interest |
53,782 |
319,898 |
+9,722 |
GSCI(CME) |
Nov08 |
081016 |
482.25 |
482.50 |
460.00 |
466.00 |
-21.00 |
259 |
14,666 |
+51 |
Dec08 |
081016 |
473.00 |
493.05 |
468.00 |
473.00 |
-20.00 |
7 |
7 |
+7 |
Jan09 |
081016 |
477.00 |
497.05 |
470.00 |
477.00 |
-20.00 |
|
|
|
Total Volume and Open Interest |
266 |
14,673 |
|
Reuters CCI(ICE) |
Nov08 |
081016 |
378.00 |
380.40 |
378.00 |
379.00 |
-10.00 |
32 |
903 |
+2 |
Jan09 |
081016 |
389.00 |
393.00 |
388.00 |
389.00 |
-9.00 |
2 |
406 |
+1 |
Feb09 |
081016 |
391.00 |
391.00 |
391.00 |
391.00 |
-9.00 |
0 |
6 |
+0 |
Total Volume and Open Interest |
0 |
3 |
+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. |
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