|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed October 22, 2008 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov08 |
081022 |
910.50 |
912.75 |
858.00 |
859.00 |
-49.00 |
115,614 |
98,105 |
-6,979 |
Jan09 |
081022 |
917.75 |
920.00 |
862.75 |
864.75 |
-50.50 |
55,859 |
138,513 |
+5,995 |
Mar09 |
081022 |
927.00 |
929.25 |
872.00 |
873.25 |
-51.25 |
9,293 |
31,354 |
+920 |
May09 |
081022 |
934.00 |
934.00 |
881.75 |
882.50 |
-51.00 |
3,520 |
16,155 |
+71 |
Jul09 |
081022 |
941.75 |
944.25 |
890.50 |
891.00 |
-50.50 |
5,085 |
27,880 |
+1,016 |
Aug09 |
081022 |
893.50 |
944.00 |
893.50 |
893.50 |
-50.50 |
140 |
1,267 |
+35 |
Sep09 |
081022 |
920.00 |
945.00 |
893.00 |
893.00 |
-52.00 |
67 |
532 |
+14 |
Nov09 |
081022 |
949.50 |
950.00 |
895.25 |
895.25 |
-51.75 |
2,260 |
41,234 |
-31 |
Jan10 |
081022 |
905.00 |
905.00 |
902.00 |
902.00 |
-52.00 |
0 |
31 |
+0 |
Mar10 |
081022 |
905.00 |
957.00 |
905.00 |
905.00 |
-52.00 |
0 |
5 |
+0 |
May10 |
081022 |
907.00 |
959.00 |
907.00 |
907.00 |
-52.00 |
|
|
|
Jul10 |
081022 |
911.00 |
962.00 |
911.00 |
911.00 |
-51.00 |
0 |
11 |
+0 |
Total Volume and Open Interest |
191,882 |
360,169 |
+1,050 |
Soybean Meal(CBOT) |
Dec08 |
081022 |
264.00 |
266.50 |
251.00 |
257.30 |
-8.50 |
27,794 |
78,597 |
+1,881 |
Jan09 |
081022 |
264.90 |
267.40 |
252.00 |
257.90 |
-9.00 |
6,001 |
16,647 |
+876 |
Mar09 |
081022 |
268.50 |
269.00 |
254.60 |
259.80 |
-9.30 |
4,185 |
18,671 |
+411 |
May09 |
081022 |
270.90 |
270.90 |
256.80 |
262.30 |
-9.30 |
2,406 |
11,003 |
+169 |
Jul09 |
081022 |
273.50 |
273.50 |
259.20 |
264.90 |
-9.20 |
2,355 |
16,486 |
+209 |
Aug09 |
081022 |
268.00 |
269.10 |
262.90 |
265.40 |
-9.20 |
381 |
4,539 |
+132 |
Sep09 |
081022 |
270.90 |
270.90 |
264.90 |
265.90 |
-9.20 |
273 |
3,294 |
+169 |
Oct09 |
081022 |
270.60 |
270.60 |
262.50 |
265.90 |
-9.20 |
86 |
1,621 |
+49 |
Dec09 |
081022 |
263.80 |
268.00 |
263.40 |
267.90 |
-9.20 |
411 |
7,395 |
+56 |
Jan10 |
081022 |
266.50 |
278.00 |
266.50 |
268.90 |
-9.10 |
0 |
135 |
+0 |
Total Volume and Open Interest |
43,893 |
158,717 |
+3,952 |
Soybean Oil(CBOT) |
Dec08 |
081022 |
35.80 |
36.15 |
33.30 |
33.30 |
-2.50 |
40,921 |
105,708 |
-1,300 |
Jan09 |
081022 |
36.31 |
36.49 |
33.79 |
33.79 |
-2.50 |
10,142 |
55,902 |
+1,267 |
Mar09 |
081022 |
36.50 |
37.08 |
34.26 |
34.26 |
-2.50 |
5,953 |
28,111 |
-164 |
May09 |
081022 |
36.31 |
36.37 |
34.61 |
34.61 |
-2.50 |
2,122 |
16,385 |
+176 |
Jul09 |
081022 |
36.00 |
36.00 |
34.88 |
34.88 |
-2.50 |
2,051 |
24,527 |
-110 |
Aug09 |
081022 |
36.00 |
36.00 |
35.07 |
35.07 |
-2.50 |
129 |
3,587 |
+61 |
Sep09 |
081022 |
36.13 |
36.25 |
35.26 |
35.26 |
-2.50 |
229 |
2,760 |
+39 |
Oct09 |
081022 |
36.25 |
36.35 |
35.36 |
35.36 |
-2.50 |
313 |
2,488 |
-1 |
Dec09 |
081022 |
37.90 |
37.91 |
35.56 |
35.56 |
-2.50 |
599 |
17,973 |
+40 |
Jan10 |
081022 |
36.95 |
37.03 |
35.76 |
35.76 |
-2.50 |
84 |
148 |
+83 |
Total Volume and Open Interest |
62,762 |
262,096 |
+253 |
Canola(WCE) |
Nov08 |
081022 |
417.0 |
423.7 |
413.3 |
418.4 |
-4.6 |
7,100 |
11,011 |
-2,984 |
Jan09 |
081022 |
426.0 |
432.2 |
422.5 |
427.3 |
-4.6 |
5,284 |
58,459 |
+860 |
Mar09 |
081022 |
435.1 |
441.7 |
432.1 |
436.6 |
-4.8 |
727 |
7,718 |
+321 |
May09 |
081022 |
444.3 |
450.8 |
442.1 |
446.1 |
-4.4 |
454 |
3,249 |
-392 |
Jul09 |
081022 |
452.0 |
453.9 |
451.1 |
453.9 |
-4.9 |
5 |
3,545 |
+5 |
Total Volume and Open Interest |
13,576 |
89,134 |
-2,190 |
Corn(CBOT) |
Dec08 |
081022 |
412.50 |
414.00 |
381.75 |
385.00 |
-26.00 |
147,870 |
442,677 |
-3,386 |
Mar09 |
081022 |
428.25 |
431.00 |
397.75 |
400.75 |
-27.00 |
61,410 |
201,743 |
+267 |
May09 |
081022 |
441.50 |
441.75 |
409.25 |
412.00 |
-27.25 |
10,127 |
52,272 |
-151 |
Jul09 |
081022 |
450.75 |
451.75 |
420.00 |
422.25 |
-27.75 |
17,326 |
113,167 |
+350 |
Sep09 |
081022 |
459.00 |
459.00 |
429.25 |
431.00 |
-27.25 |
1,543 |
22,211 |
-69 |
Dec09 |
081022 |
465.25 |
467.25 |
436.00 |
439.00 |
-26.00 |
9,428 |
115,244 |
+2,157 |
Mar10 |
081022 |
466.50 |
474.00 |
450.75 |
453.50 |
-25.75 |
133 |
9,109 |
-42 |
May10 |
081022 |
475.00 |
475.00 |
458.50 |
458.50 |
-25.75 |
10 |
495 |
+8 |
Jul10 |
081022 |
475.00 |
488.50 |
463.50 |
464.50 |
-24.00 |
78 |
2,453 |
+49 |
Total Volume and Open Interest |
248,496 |
986,581 |
-597 |
Wheat(CBOT) |
Dec08 |
081022 |
552.50 |
553.50 |
515.00 |
517.75 |
-31.25 |
31,476 |
151,345 |
-1,423 |
Mar09 |
081022 |
569.75 |
572.25 |
536.50 |
537.50 |
-31.50 |
11,074 |
56,866 |
+38 |
May09 |
081022 |
583.00 |
583.50 |
550.50 |
550.75 |
-32.25 |
1,968 |
6,865 |
+372 |
Jul09 |
081022 |
600.00 |
600.00 |
563.00 |
564.25 |
-32.25 |
6,634 |
37,011 |
-333 |
Sep09 |
081022 |
596.00 |
613.75 |
580.75 |
581.25 |
-32.50 |
312 |
3,149 |
+162 |
Dec09 |
081022 |
633.00 |
633.25 |
600.75 |
600.75 |
-33.75 |
1,121 |
14,677 |
-77 |
Total Volume and Open Interest |
52,834 |
276,162 |
-1,242 |
Wheat(KCBT) |
Dec08 |
081022 |
585.00 |
585.00 |
549.00 |
549.50 |
-32.50 |
5,577 |
45,584 |
-69 |
Mar09 |
081022 |
600.00 |
600.00 |
565.50 |
565.50 |
-33.75 |
1,378 |
17,198 |
+46 |
May09 |
081022 |
608.00 |
608.00 |
577.00 |
577.00 |
-32.75 |
531 |
5,412 |
-79 |
Jul09 |
081022 |
621.00 |
621.00 |
588.00 |
588.00 |
-32.00 |
1,224 |
13,649 |
-66 |
Sep09 |
081022 |
612.50 |
616.00 |
600.50 |
600.50 |
-32.50 |
54 |
2,644 |
+3 |
Dec09 |
081022 |
638.25 |
638.50 |
617.00 |
617.50 |
-33.75 |
341 |
2,789 |
+59 |
Total Volume and Open Interest |
9,120 |
88,815 |
-102 |
Wheat(MGE) |
Dec08 |
081022 |
629.50 |
635.00 |
599.00 |
599.75 |
-29.75 |
2,824 |
13,363 |
-65 |
Mar09 |
081022 |
627.25 |
632.75 |
594.75 |
595.00 |
-31.75 |
1,845 |
13,132 |
+682 |
May09 |
081022 |
623.50 |
623.50 |
600.75 |
602.00 |
-31.00 |
614 |
4,881 |
+170 |
Jul09 |
081022 |
630.00 |
630.00 |
607.00 |
607.00 |
-32.75 |
295 |
1,439 |
+58 |
Sep09 |
081022 |
630.50 |
630.50 |
612.00 |
612.50 |
-32.50 |
159 |
2,864 |
-19 |
Total Volume and Open Interest |
5,878 |
37,436 |
+883 |
Oats(CBOT) |
Dec08 |
081022 |
278.50 |
281.00 |
259.75 |
265.00 |
-12.00 |
842 |
8,538 |
-197 |
Mar09 |
081022 |
295.00 |
295.00 |
277.00 |
282.50 |
-12.00 |
423 |
2,803 |
+99 |
May09 |
081022 |
292.00 |
306.00 |
292.00 |
294.00 |
-12.00 |
24 |
1,785 |
-19 |
Jul09 |
081022 |
305.50 |
317.50 |
305.50 |
305.50 |
-12.00 |
1 |
408 |
+1 |
Total Volume and Open Interest |
1,510 |
15,629 |
-45 |
Rough Rice(CBOT) |
Nov08 |
081022 |
15.05 |
15.14 |
14.56 |
14.62 |
-0.40 |
427 |
2,618 |
-142 |
Jan09 |
081022 |
15.27 |
15.42 |
14.90 |
14.91 |
-0.40 |
309 |
3,375 |
+30 |
Mar09 |
081022 |
15.56 |
15.60 |
15.24 |
15.24 |
-0.40 |
60 |
1,089 |
+37 |
May09 |
081022 |
15.87 |
15.87 |
15.56 |
15.56 |
-0.39 |
5 |
452 |
+0 |
Total Volume and Open Interest |
802 |
7,702 |
-74 |
Live Cattle(CME) |
Oct08 |
081022 |
91.785 |
91.785 |
89.900 |
91.150 |
-0.680 |
3,116 |
6,754 |
-573 |
Dec08 |
081022 |
92.785 |
92.950 |
90.680 |
91.885 |
-1.095 |
13,801 |
114,163 |
+63 |
Feb09 |
081022 |
93.850 |
93.885 |
91.750 |
92.785 |
-1.065 |
5,161 |
54,660 |
+111 |
Apr09 |
081022 |
94.550 |
94.700 |
92.550 |
93.480 |
-1.405 |
3,465 |
26,430 |
+201 |
Jun09 |
081022 |
91.450 |
91.450 |
89.830 |
90.350 |
-1.550 |
2,379 |
15,641 |
+899 |
Aug09 |
081022 |
90.230 |
91.000 |
90.050 |
90.250 |
-1.430 |
472 |
5,291 |
+213 |
Total Volume and Open Interest |
28,434 |
225,373 |
+913 |
Feeder Cattle(CME) |
Oct08 |
081022 |
99.230 |
99.350 |
97.730 |
98.980 |
-0.305 |
356 |
1,895 |
+0 |
Nov08 |
081022 |
99.450 |
99.850 |
97.000 |
98.930 |
-0.520 |
724 |
5,946 |
+22 |
Jan09 |
081022 |
98.900 |
99.750 |
96.285 |
98.550 |
-0.585 |
1,291 |
11,545 |
+90 |
Mar09 |
081022 |
100.000 |
100.050 |
98.300 |
99.250 |
-1.050 |
227 |
1,641 |
+37 |
Apr09 |
081022 |
99.500 |
100.300 |
99.400 |
99.500 |
-0.800 |
14 |
527 |
+7 |
May09 |
081022 |
101.500 |
101.500 |
100.400 |
100.400 |
-1.100 |
43 |
771 |
+8 |
Aug09 |
081022 |
103.000 |
103.000 |
102.250 |
102.500 |
-0.750 |
6 |
164 |
+6 |
Total Volume and Open Interest |
2,661 |
22,519 |
+170 |
Lean Hogs(CME) |
Dec08 |
081022 |
57.100 |
57.750 |
56.750 |
57.650 |
-0.125 |
12,166 |
81,310 |
-263 |
Feb09 |
081022 |
64.850 |
64.850 |
63.400 |
63.785 |
-0.750 |
4,621 |
33,911 |
+163 |
Apr09 |
081022 |
70.725 |
70.900 |
69.200 |
69.850 |
-0.980 |
2,297 |
26,236 |
+586 |
May09 |
081022 |
76.800 |
77.475 |
76.500 |
77.475 |
-0.955 |
29 |
1,092 |
+5 |
Jun09 |
081022 |
79.700 |
79.700 |
78.750 |
79.100 |
-1.350 |
814 |
16,982 |
-40 |
Jul09 |
081022 |
77.785 |
77.785 |
77.150 |
77.650 |
-1.300 |
80 |
2,168 |
+14 |
Aug09 |
081022 |
76.000 |
76.000 |
74.550 |
75.100 |
-1.100 |
151 |
1,942 |
-4 |
Oct09 |
081022 |
70.000 |
70.000 |
68.700 |
69.400 |
-0.500 |
12 |
960 |
+2 |
Total Volume and Open Interest |
20,172 |
165,031 |
+463 |
Class III Milk(CME) |
Oct08 |
081022 |
16.99 |
16.99 |
16.98 |
16.99 |
+0.01 |
2 |
4,171 |
+0 |
Nov08 |
081022 |
15.69 |
15.85 |
15.65 |
15.79 |
+0.07 |
196 |
4,860 |
+9 |
Dec08 |
081022 |
14.71 |
14.79 |
14.65 |
14.68 |
-0.02 |
187 |
5,149 |
+79 |
Jan09 |
081022 |
14.53 |
14.63 |
14.53 |
14.60 |
+0.05 |
152 |
3,117 |
-29 |
Feb09 |
081022 |
14.50 |
14.52 |
14.45 |
14.46 |
+0.01 |
110 |
2,779 |
+26 |
Total Volume and Open Interest |
1,016 |
37,635 |
+217 |
Cocoa(ICE) |
Dec08 |
081022 |
1980 |
2031 |
1924 |
1996 |
-41 |
8,490 |
45,875 |
-646 |
Mar09 |
081022 |
2025 |
2036 |
1948 |
2001 |
-56 |
5,108 |
32,316 |
+1,054 |
May09 |
081022 |
2055 |
2055 |
1970 |
2018 |
-59 |
1,104 |
16,575 |
+512 |
Jul09 |
081022 |
2064 |
2064 |
1996 |
2039 |
-60 |
550 |
8,225 |
+294 |
Sep09 |
081022 |
2010 |
2079 |
2010 |
2058 |
-57 |
218 |
3,071 |
+109 |
Dec09 |
081022 |
2074 |
2074 |
2068 |
2070 |
-57 |
39 |
6,891 |
+30 |
Mar10 |
081022 |
2066 |
2067 |
2066 |
2067 |
-64 |
22 |
2,372 |
+0 |
Total Volume and Open Interest |
15,531 |
117,142 |
+1,353 |
Coffee "C"(ICE) |
Dec08 |
081022 |
114.05 |
114.20 |
112.15 |
112.60 |
-1.65 |
5,865 |
73,707 |
-377 |
Mar09 |
081022 |
119.50 |
119.50 |
117.00 |
117.40 |
-1.65 |
1,275 |
31,117 |
+9 |
May09 |
081022 |
121.20 |
121.25 |
120.10 |
120.45 |
-1.65 |
170 |
14,635 |
+11 |
Jul09 |
081022 |
124.80 |
124.80 |
123.00 |
123.25 |
-1.70 |
48 |
3,755 |
+11 |
Sep09 |
081022 |
127.50 |
127.50 |
125.85 |
125.85 |
-1.70 |
10 |
2,116 |
+3 |
Dec09 |
081022 |
130.00 |
130.00 |
129.20 |
129.20 |
-1.65 |
198 |
2,494 |
-13 |
Total Volume and Open Interest |
7,566 |
129,213 |
-356 |
Orange Juice(ICE) |
Nov08 |
081022 |
85.25 |
86.80 |
83.85 |
85.90 |
+0.40 |
1,069 |
6,806 |
-738 |
Jan09 |
081022 |
89.05 |
90.70 |
87.80 |
89.90 |
+0.50 |
1,225 |
15,338 |
+703 |
Mar09 |
081022 |
91.65 |
94.55 |
91.65 |
93.75 |
+0.60 |
61 |
6,519 |
-32 |
May09 |
081022 |
95.70 |
97.60 |
95.70 |
97.60 |
+0.85 |
2 |
1,593 |
-1 |
Jul09 |
081022 |
101.15 |
101.15 |
101.15 |
101.15 |
+0.85 |
0 |
413 |
+0 |
Sep09 |
081022 |
104.65 |
104.65 |
104.65 |
104.65 |
+1.35 |
0 |
102 |
+0 |
Total Volume and Open Interest |
2,357 |
31,107 |
-68 |
Sugar #11(ICE) |
Mar09 |
081022 |
11.18 |
11.22 |
10.92 |
10.96 |
-0.28 |
32,362 |
293,345 |
-2,738 |
May09 |
081022 |
11.48 |
11.50 |
11.27 |
11.30 |
-0.25 |
10,433 |
96,684 |
-1,837 |
Jul09 |
081022 |
11.68 |
11.68 |
11.41 |
11.46 |
-0.22 |
8,484 |
106,620 |
+785 |
Oct09 |
081022 |
11.98 |
11.98 |
11.81 |
11.84 |
-0.22 |
1,755 |
66,836 |
+32 |
Mar10 |
081022 |
12.42 |
12.42 |
12.25 |
12.28 |
-0.21 |
1,284 |
45,531 |
-159 |
Total Volume and Open Interest |
55,817 |
658,642 |
-3,672 |
London Cocoa(LCE) |
Dec08 |
081022 |
1260 |
1289 |
1249 |
1285 |
+21 |
5,856 |
74,099 |
+184 |
Mar09 |
081022 |
1256 |
1290 |
1248 |
1290 |
+27 |
7,928 |
59,064 |
-1,383 |
May09 |
081022 |
1280 |
1300 |
1264 |
1300 |
+25 |
1,598 |
28,237 |
+565 |
Jul09 |
081022 |
1285 |
1309 |
1275 |
1309 |
+22 |
811 |
11,491 |
+319 |
Sep09 |
081022 |
1289 |
1321 |
1289 |
1319 |
+22 |
115 |
8,380 |
+26 |
Dec09 |
081022 |
1309 |
1333 |
1296 |
1328 |
+22 |
80 |
4,201 |
+58 |
Mar10 |
081022 |
1325 |
1340 |
1310 |
1340 |
+22 |
0 |
257 |
-38 |
Total Volume and Open Interest |
7,713 |
195,498 |
+0 |
London Sugar(LCE) |
Dec08 |
081022 |
314.90 |
316.50 |
309.00 |
313.60 |
-6.10 |
2,192 |
12,964 |
-1,084 |
Mar09 |
081022 |
325.30 |
326.20 |
320.00 |
324.70 |
-5.00 |
1,023 |
22,240 |
-114 |
May09 |
081022 |
330.90 |
330.90 |
325.70 |
330.70 |
-4.10 |
3 |
7,402 |
+0 |
Aug09 |
081022 |
334.80 |
335.50 |
332.60 |
334.80 |
-4.20 |
333 |
5,607 |
-12 |
Oct09 |
081022 |
340.50 |
341.00 |
340.20 |
340.50 |
-4.50 |
11 |
3,127 |
+0 |
Total Volume and Open Interest |
3,562 |
52,234 |
-1,210 |
Cotton(ICE) |
Dec08 |
081022 |
50.20 |
50.94 |
48.75 |
50.42 |
-0.18 |
9,179 |
98,161 |
-3,150 |
Mar09 |
081022 |
53.50 |
53.90 |
51.80 |
53.51 |
-0.05 |
2,478 |
37,955 |
-182 |
May09 |
081022 |
55.39 |
55.74 |
53.75 |
55.28 |
-0.12 |
801 |
7,784 |
+168 |
Jul09 |
081022 |
56.42 |
57.77 |
55.85 |
57.24 |
-0.12 |
600 |
12,575 |
+124 |
Oct09 |
081022 |
59.88 |
59.88 |
59.88 |
59.88 |
-0.02 |
10 |
111 |
+0 |
Dec09 |
081022 |
60.58 |
61.50 |
59.70 |
61.04 |
-0.29 |
559 |
10,789 |
+269 |
Total Volume and Open Interest |
13,692 |
169,152 |
-2,778 |
Lumber(CME) |
Nov08 |
081022 |
186.0 |
188.0 |
183.3 |
183.3 |
-6.2 |
483 |
2,542 |
-17 |
Jan09 |
081022 |
195.0 |
200.2 |
195.0 |
196.7 |
-3.3 |
856 |
4,903 |
+98 |
Mar09 |
081022 |
206.1 |
211.6 |
205.5 |
208.5 |
-3.1 |
159 |
975 |
+29 |
May09 |
081022 |
223.9 |
230.0 |
223.9 |
228.7 |
-0.3 |
43 |
300 |
+13 |
Total Volume and Open Interest |
1,555 |
8,857 |
+135 |
Crude Oil(NYM) |
Dec08 |
081022 |
71.47 |
71.80 |
66.20 |
66.75 |
-5.43 |
232,994 |
327,688 |
-1,707 |
Jan09 |
081022 |
72.00 |
72.15 |
66.61 |
67.16 |
-5.48 |
41,967 |
95,378 |
+4,120 |
Feb09 |
081022 |
71.86 |
72.02 |
67.28 |
67.64 |
-5.49 |
13,962 |
34,917 |
+1,064 |
Mar09 |
081022 |
73.23 |
73.23 |
67.80 |
68.11 |
-5.50 |
10,938 |
35,012 |
+376 |
Apr09 |
081022 |
73.32 |
73.32 |
68.50 |
68.60 |
-5.53 |
4,106 |
20,098 |
+554 |
May09 |
081022 |
74.24 |
74.24 |
69.00 |
69.11 |
-5.55 |
2,142 |
17,810 |
+93 |
Jun09 |
081022 |
73.69 |
73.69 |
69.55 |
69.64 |
-5.55 |
9,467 |
76,129 |
+1,640 |
Jul09 |
081022 |
72.02 |
72.02 |
70.00 |
70.14 |
-5.56 |
2,414 |
19,538 |
+141 |
Aug09 |
081022 |
72.44 |
72.44 |
70.60 |
70.66 |
-5.55 |
1,314 |
12,542 |
-351 |
Sep09 |
081022 |
74.25 |
74.25 |
71.20 |
71.20 |
-5.54 |
742 |
15,341 |
+61 |
Oct09 |
081022 |
74.50 |
74.50 |
71.75 |
71.75 |
-5.53 |
889 |
8,799 |
+0 |
Nov09 |
081022 |
75.05 |
75.05 |
72.31 |
72.31 |
-5.52 |
1,085 |
6,718 |
+286 |
Dec09 |
081022 |
78.52 |
78.52 |
72.58 |
72.88 |
-5.50 |
15,591 |
89,444 |
-478 |
Jan10 |
081022 |
81.00 |
81.00 |
73.42 |
73.42 |
-5.49 |
551 |
13,780 |
+290 |
Feb10 |
081022 |
73.95 |
73.95 |
73.95 |
73.95 |
-5.47 |
80 |
5,095 |
+70 |
Mar10 |
081022 |
74.47 |
74.47 |
74.47 |
74.47 |
-5.46 |
11 |
10,668 |
-10 |
Total Volume and Open Interest |
359,701 |
1,032,063 |
-7,255 |
e-miNY Crude Oil(NYM) |
Oct08 |
080919 |
98.050 |
104.800 |
97.300 |
104.550 |
+6.675 |
17,616 |
6,258 |
-1,680 |
Nov08 |
081020 |
72.300 |
76.100 |
71.800 |
74.250 |
+2.400 |
8,404 |
5,424 |
-651 |
Dec08 |
081022 |
71.700 |
71.775 |
66.175 |
66.750 |
-5.425 |
14,023 |
6,927 |
+0 |
Jan09 |
081022 |
71.975 |
71.975 |
66.675 |
67.150 |
-5.500 |
520 |
684 |
+0 |
Feb09 |
081022 |
70.325 |
70.325 |
67.500 |
67.650 |
-5.475 |
25 |
125 |
+0 |
Mar09 |
081022 |
70.400 |
70.550 |
68.100 |
68.100 |
-5.500 |
9 |
8 |
+0 |
Apr09 |
081022 |
68.600 |
68.600 |
68.600 |
68.600 |
-5.525 |
|
|
|
May09 |
081022 |
69.100 |
69.100 |
69.100 |
69.100 |
-5.550 |
|
|
|
Jun09 |
081022 |
69.650 |
69.650 |
69.650 |
69.650 |
-5.550 |
0 |
1 |
+0 |
Jul09 |
081022 |
70.150 |
70.150 |
70.150 |
70.150 |
-5.550 |
|
|
|
Total Volume and Open Interest |
14,579 |
7,833 |
+0 |
Heating Oil(NYM) |
Nov08 |
081022 |
216.00 |
216.07 |
202.66 |
203.65 |
-14.06 |
15,854 |
20,394 |
-3,280 |
Dec08 |
081022 |
219.00 |
219.00 |
204.67 |
205.62 |
-14.13 |
20,986 |
53,529 |
+2,053 |
Jan09 |
081022 |
216.00 |
216.95 |
207.63 |
208.52 |
-13.88 |
8,056 |
31,930 |
-164 |
Feb09 |
081022 |
218.97 |
218.97 |
210.50 |
210.57 |
-13.58 |
2,229 |
15,100 |
+195 |
Mar09 |
081022 |
220.10 |
220.10 |
211.52 |
211.52 |
-13.48 |
2,283 |
14,364 |
+250 |
Apr09 |
081022 |
220.10 |
220.10 |
211.25 |
211.67 |
-13.48 |
951 |
5,950 |
+108 |
May09 |
081022 |
231.00 |
231.00 |
211.75 |
212.02 |
-13.48 |
514 |
7,007 |
+94 |
Jun09 |
081022 |
220.10 |
220.10 |
212.30 |
212.82 |
-13.53 |
2,248 |
19,740 |
+286 |
Jul09 |
081022 |
221.00 |
221.00 |
214.50 |
214.67 |
-13.53 |
1,060 |
3,500 |
+402 |
Aug09 |
081022 |
224.60 |
224.60 |
216.97 |
216.97 |
-13.43 |
120 |
2,618 |
+35 |
Sep09 |
081022 |
226.39 |
229.45 |
219.52 |
219.52 |
-13.28 |
64 |
3,694 |
+15 |
Oct09 |
081022 |
226.39 |
226.39 |
221.82 |
221.82 |
-13.28 |
45 |
1,321 |
+25 |
Total Volume and Open Interest |
56,212 |
214,867 |
+229 |
Gasoline(NYMEX) |
Nov08 |
081022 |
167.88 |
167.88 |
155.05 |
157.09 |
-12.10 |
19,763 |
25,644 |
-1,988 |
Dec08 |
081022 |
163.73 |
163.73 |
151.83 |
153.44 |
-11.65 |
23,428 |
62,266 |
+1,116 |
Jan09 |
081022 |
160.72 |
160.85 |
154.35 |
155.64 |
-11.65 |
6,983 |
22,855 |
+861 |
Feb09 |
081022 |
162.61 |
162.61 |
157.92 |
158.44 |
-11.60 |
1,224 |
7,816 |
-65 |
Mar09 |
081022 |
164.76 |
165.16 |
161.00 |
161.44 |
-11.50 |
1,053 |
5,980 |
-210 |
Apr09 |
081022 |
182.00 |
182.00 |
177.36 |
177.89 |
-11.30 |
806 |
10,496 |
+10 |
May09 |
081022 |
182.10 |
182.10 |
178.93 |
179.29 |
-11.25 |
810 |
5,089 |
+21 |
Jun09 |
081022 |
183.69 |
186.40 |
179.90 |
180.19 |
-11.20 |
847 |
5,729 |
+233 |
Jul09 |
081022 |
183.00 |
183.83 |
180.50 |
180.69 |
-11.05 |
258 |
1,143 |
-4 |
Aug09 |
081022 |
183.25 |
183.60 |
180.59 |
180.59 |
-11.00 |
50 |
1,327 |
-32 |
Total Volume and Open Interest |
57,318 |
162,185 |
+10 |
e-miNY RBOB Gasoline(NYM) |
Nov08 |
081022 |
157.09 |
157.09 |
157.09 |
157.09 |
-12.10 |
|
|
|
Dec08 |
081022 |
153.44 |
153.44 |
153.44 |
153.44 |
-11.65 |
|
|
|
Jan09 |
081022 |
155.64 |
155.64 |
155.64 |
155.64 |
-11.65 |
|
|
|
Feb09 |
081022 |
158.44 |
158.44 |
158.44 |
158.44 |
-11.60 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
Nov08 |
081022 |
6.900 |
6.970 |
6.732 |
6.777 |
-0.067 |
43,435 |
45,550 |
-7,220 |
Dec08 |
081022 |
7.209 |
7.209 |
6.940 |
6.977 |
-0.111 |
22,013 |
90,063 |
+1,334 |
Jan09 |
081022 |
7.393 |
7.436 |
7.179 |
7.210 |
-0.102 |
9,795 |
114,679 |
-44 |
Feb09 |
081022 |
7.387 |
7.481 |
7.247 |
7.265 |
-0.104 |
2,746 |
42,166 |
+200 |
Mar09 |
081022 |
7.285 |
7.367 |
7.130 |
7.162 |
-0.097 |
6,713 |
76,365 |
-394 |
Apr09 |
081022 |
7.180 |
7.230 |
7.030 |
7.042 |
-0.092 |
3,400 |
68,775 |
-123 |
May09 |
081022 |
7.269 |
7.269 |
7.085 |
7.090 |
-0.092 |
1,843 |
49,459 |
+338 |
Jun09 |
081022 |
7.350 |
7.350 |
7.192 |
7.192 |
-0.092 |
459 |
22,138 |
+86 |
Jul09 |
081022 |
7.432 |
7.434 |
7.301 |
7.305 |
-0.092 |
894 |
19,558 |
-424 |
Aug09 |
081022 |
7.500 |
7.518 |
7.385 |
7.387 |
-0.092 |
407 |
19,015 |
-86 |
Sep09 |
081022 |
7.570 |
7.570 |
7.410 |
7.417 |
-0.092 |
395 |
17,285 |
+83 |
Oct09 |
081022 |
7.655 |
7.655 |
7.488 |
7.497 |
-0.092 |
1,420 |
34,694 |
+226 |
Nov09 |
081022 |
7.932 |
7.932 |
7.795 |
7.795 |
-0.092 |
472 |
17,642 |
+21 |
Dec09 |
081022 |
8.271 |
8.274 |
8.135 |
8.135 |
-0.092 |
269 |
25,104 |
-22 |
Jan10 |
081022 |
8.510 |
8.510 |
8.367 |
8.367 |
-0.092 |
1,111 |
17,552 |
+450 |
Feb10 |
081022 |
8.496 |
8.499 |
8.367 |
8.367 |
-0.092 |
350 |
9,533 |
-48 |
Total Volume and Open Interest |
97,483 |
874,036 |
-4,837 |
Brent Crude Oil(ICE) |
Dec08 |
081022 |
68.87 |
68.87 |
63.96 |
64.52 |
-5.20 |
117,592 |
109,665 |
-7,547 |
Jan09 |
081022 |
70.00 |
70.20 |
65.42 |
65.95 |
-5.21 |
45,482 |
95,759 |
-1,551 |
Feb09 |
081022 |
70.83 |
70.83 |
67.05 |
67.16 |
-5.27 |
20,282 |
39,331 |
-720 |
Mar09 |
081022 |
71.12 |
71.32 |
68.14 |
68.18 |
-5.34 |
12,621 |
26,697 |
-580 |
Apr09 |
081022 |
71.81 |
72.28 |
69.12 |
69.13 |
-5.39 |
9,305 |
17,745 |
-339 |
May09 |
081022 |
72.79 |
73.16 |
70.03 |
70.03 |
-5.42 |
7,150 |
14,249 |
+874 |
Jun09 |
081022 |
73.96 |
74.04 |
70.83 |
70.84 |
-5.47 |
9,115 |
33,286 |
-208 |
Jul09 |
081022 |
74.52 |
74.52 |
71.67 |
71.67 |
-5.47 |
3,515 |
10,721 |
+348 |
Aug09 |
081022 |
75.34 |
75.34 |
72.49 |
72.49 |
-5.48 |
2,026 |
9,778 |
+224 |
Sep09 |
081022 |
73.21 |
73.21 |
73.21 |
73.21 |
-5.47 |
639 |
7,895 |
+33 |
Oct09 |
081022 |
73.78 |
73.78 |
73.78 |
73.78 |
-5.50 |
464 |
6,340 |
+300 |
Nov09 |
081022 |
74.32 |
74.32 |
74.32 |
74.32 |
-5.53 |
690 |
7,102 |
-552 |
Dec09 |
081022 |
79.06 |
79.08 |
74.79 |
74.86 |
-5.54 |
12,175 |
58,921 |
+787 |
Jan10 |
081022 |
75.49 |
75.49 |
75.49 |
75.49 |
-5.52 |
60 |
7,015 |
+11 |
Total Volume and Open Interest |
244,273 |
522,402 |
-9,087 |
Gas Oil(ICE) |
Nov08 |
081022 |
681.50 |
681.50 |
649.50 |
663.00 |
-25.50 |
38,885 |
50,687 |
+1,303 |
Dec08 |
081022 |
681.00 |
681.50 |
650.00 |
664.25 |
-24.00 |
39,231 |
68,415 |
-427 |
Jan09 |
081022 |
680.50 |
685.00 |
659.75 |
672.00 |
-24.00 |
14,818 |
46,189 |
-322 |
Feb09 |
081022 |
687.25 |
693.25 |
669.75 |
680.50 |
-23.50 |
7,237 |
22,686 |
+662 |
Mar09 |
081022 |
694.00 |
699.50 |
679.00 |
686.75 |
-23.75 |
2,286 |
14,424 |
+355 |
Apr09 |
081022 |
701.00 |
704.50 |
684.25 |
691.75 |
-24.25 |
1,206 |
13,706 |
+79 |
May09 |
081022 |
707.25 |
709.25 |
689.25 |
696.75 |
-24.75 |
797 |
13,968 |
+132 |
Jun09 |
081022 |
712.25 |
715.00 |
690.00 |
701.50 |
-25.50 |
2,561 |
30,620 |
-788 |
Jul09 |
081022 |
718.75 |
721.50 |
704.25 |
710.75 |
-24.75 |
685 |
8,521 |
+219 |
Aug09 |
081022 |
728.50 |
731.00 |
714.00 |
720.50 |
-24.00 |
440 |
6,689 |
+15 |
Total Volume and Open Interest |
103,792 |
344,523 |
-3,768 |
Ethanol(CBOT) |
Oct08 |
081003 |
1.990 |
1.990 |
1.990 |
1.990 |
-0.010 |
0 |
73 |
+0 |
Nov08 |
081022 |
1.640 |
1.665 |
1.640 |
1.664 |
-0.071 |
19 |
230 |
-37 |
Dec08 |
081022 |
1.620 |
1.650 |
1.620 |
1.645 |
-0.088 |
8 |
369 |
+0 |
Jan09 |
081022 |
1.620 |
1.666 |
1.620 |
1.666 |
-0.074 |
20 |
364 |
+17 |
Feb09 |
081022 |
1.680 |
1.700 |
1.680 |
1.700 |
-0.055 |
5 |
240 |
+5 |
Mar09 |
081022 |
1.705 |
1.705 |
1.680 |
1.690 |
-0.103 |
12 |
219 |
+6 |
Apr09 |
081022 |
1.710 |
1.710 |
1.680 |
1.705 |
-0.090 |
10 |
230 |
+10 |
May09 |
081022 |
1.683 |
1.750 |
1.683 |
1.717 |
-0.073 |
1 |
156 |
+2 |
Total Volume and Open Interest |
83 |
2,850 |
+25 |
WTI Crude Oil(ICE) |
Dec08 |
081022 |
71.20 |
71.30 |
66.18 |
66.75 |
-5.43 |
83,571 |
113,263 |
-4,194 |
Jan09 |
081022 |
71.52 |
71.52 |
66.60 |
67.16 |
-5.48 |
17,873 |
45,622 |
+2,055 |
Feb09 |
081022 |
71.37 |
71.37 |
67.49 |
67.64 |
-5.49 |
4,167 |
21,503 |
-63 |
Mar09 |
081022 |
71.84 |
71.84 |
67.96 |
68.11 |
-5.50 |
2,711 |
12,865 |
-86 |
Apr09 |
081022 |
71.45 |
71.72 |
68.44 |
68.60 |
-5.53 |
1,895 |
9,357 |
-45 |
May09 |
081022 |
72.05 |
72.28 |
68.98 |
69.11 |
-5.55 |
1,838 |
5,438 |
-182 |
Jun09 |
081022 |
72.65 |
72.85 |
69.21 |
69.64 |
-5.55 |
4,771 |
35,017 |
-156 |
Jul09 |
081022 |
70.54 |
70.82 |
70.14 |
70.14 |
-5.56 |
1,060 |
4,070 |
-244 |
Aug09 |
081022 |
71.09 |
71.36 |
70.66 |
70.66 |
-5.55 |
1,114 |
3,023 |
+165 |
Sep09 |
081022 |
71.20 |
71.20 |
71.20 |
71.20 |
-5.54 |
166 |
6,493 |
-441 |
Oct09 |
081022 |
71.75 |
71.75 |
71.75 |
71.75 |
-5.53 |
88 |
1,484 |
-34 |
Nov09 |
081022 |
72.31 |
72.31 |
72.31 |
72.31 |
-5.52 |
58 |
5,236 |
+68 |
Dec09 |
081022 |
75.70 |
76.25 |
72.62 |
72.88 |
-5.50 |
7,166 |
72,001 |
-110 |
Jan10 |
081022 |
73.42 |
73.42 |
73.42 |
73.42 |
-5.49 |
48 |
4,735 |
+0 |
Feb10 |
081022 |
73.95 |
73.95 |
73.95 |
73.95 |
-5.47 |
18 |
3,111 |
+0 |
Mar10 |
081022 |
74.47 |
74.47 |
74.47 |
74.47 |
-5.46 |
0 |
1,316 |
-8 |
Total Volume and Open Interest |
129,084 |
453,900 |
-3,963 |
US Dollar Index(ICE) |
Dec08 |
081022 |
85.095 |
86.385 |
84.975 |
85.790 |
+1.375 |
4,234 |
41,618 |
-1,557 |
Mar09 |
081022 |
84.995 |
86.620 |
84.995 |
86.250 |
+1.415 |
23 |
2,243 |
+1 |
Jun09 |
081022 |
85.820 |
86.500 |
85.820 |
86.500 |
+1.415 |
2 |
179 |
+0 |
Total Volume and Open Interest |
4,259 |
44,040 |
-1,556 |
Australian Dollar(CME) |
Dec08 |
081022 |
67.35 |
67.99 |
66.03 |
66.95 |
-1.23 |
27,724 |
56,960 |
+1,637 |
Mar09 |
081022 |
66.01 |
67.85 |
65.84 |
66.62 |
-1.23 |
3 |
772 |
-10 |
Jun09 |
081022 |
66.22 |
67.45 |
66.22 |
66.22 |
-1.23 |
0 |
4 |
+0 |
Total Volume and Open Interest |
27,727 |
57,767 |
+1,627 |
British Pound(CME) |
Dec08 |
081022 |
166.80 |
166.80 |
161.00 |
163.05 |
-5.88 |
65,952 |
112,772 |
+4,749 |
Mar09 |
081022 |
163.49 |
168.22 |
160.56 |
162.44 |
-5.78 |
7 |
2,511 |
+0 |
Jun09 |
081022 |
162.53 |
167.62 |
160.14 |
161.84 |
-5.78 |
0 |
884 |
+0 |
Total Volume and Open Interest |
65,959 |
116,172 |
+4,749 |
Canadian Dollar(CME) |
Dec08 |
081022 |
82.45 |
82.67 |
79.26 |
79.93 |
-2.57 |
26,786 |
104,119 |
+3,213 |
Mar09 |
081022 |
82.05 |
82.68 |
79.61 |
80.12 |
-2.56 |
180 |
3,563 |
+42 |
Jun09 |
081022 |
80.39 |
82.71 |
79.95 |
80.21 |
-2.50 |
73 |
1,563 |
+14 |
Sep09 |
081022 |
80.25 |
82.71 |
80.11 |
80.25 |
-2.46 |
7 |
1,634 |
+6 |
Total Volume and Open Interest |
27,059 |
111,403 |
+3,275 |
Japanese Yen(CME) |
Dec08 |
081022 |
99.94 |
103.29 |
99.73 |
102.51 |
+2.85 |
115,561 |
133,250 |
+3,474 |
Mar09 |
081022 |
100.25 |
103.78 |
100.25 |
103.13 |
+2.87 |
376 |
1,422 |
+136 |
Jun09 |
081022 |
103.58 |
104.02 |
100.68 |
103.58 |
+2.90 |
1 |
3,484 |
+0 |
Total Volume and Open Interest |
115,938 |
138,167 |
+3,610 |
Swiss Franc(CME) |
Dec08 |
081022 |
86.92 |
87.00 |
85.52 |
86.38 |
-0.68 |
33,068 |
38,916 |
-322 |
Mar09 |
081022 |
86.15 |
87.17 |
85.91 |
86.49 |
-0.68 |
56 |
574 |
+56 |
Jun09 |
081022 |
86.55 |
87.23 |
86.05 |
86.55 |
-0.68 |
0 |
290 |
+0 |
Total Volume and Open Interest |
33,124 |
39,787 |
-266 |
EuroFX(CME) |
Dec08 |
081022 |
130.38 |
130.58 |
127.25 |
128.53 |
-2.61 |
179,659 |
158,051 |
-680 |
Mar09 |
081022 |
129.85 |
130.03 |
127.11 |
128.32 |
-2.48 |
164 |
24,960 |
+14 |
Jun09 |
081022 |
129.02 |
129.02 |
127.02 |
128.08 |
-2.47 |
38 |
406 |
+8 |
Total Volume and Open Interest |
179,861 |
183,953 |
-658 |
Mexican Peso(CME) |
Nov08 |
081022 |
717.2 |
755.0 |
717.2 |
717.2 |
-37.8 |
|
|
|
Dec08 |
081022 |
750.0 |
750.0 |
703.2 |
714.2 |
-37.8 |
4,962 |
43,048 |
+35 |
Total Volume and Open Interest |
5,071 |
43,486 |
+69 |
Brazilian Real(CME) |
Nov08 |
081022 |
418.60 |
448.20 |
418.60 |
418.60 |
-29.60 |
0 |
2 |
+0 |
Dec08 |
081022 |
418.00 |
423.00 |
415.00 |
415.00 |
-29.30 |
23 |
1,824 |
+2 |
Jan09 |
081022 |
412.00 |
441.30 |
412.00 |
412.00 |
-29.30 |
|
|
|
Feb09 |
081022 |
409.80 |
439.30 |
409.80 |
409.80 |
-29.50 |
|
|
|
Total Volume and Open Interest |
23 |
2,290 |
+2 |
30-Year T-Bonds(CBOT) |
Dec08 |
081022 |
114~290 |
116~160 |
114~250 |
115~280 |
+0~220 |
207,827 |
718,375 |
-1,714 |
Mar09 |
081022 |
113~290 |
115~020 |
113~290 |
114~240 |
+0~250 |
6,236 |
5,123 |
+3,637 |
Jun09 |
081022 |
113~240 |
113~240 |
112~310 |
113~240 |
+0~250 |
0 |
12 |
+0 |
Total Volume and Open Interest |
214,063 |
723,513 |
+1,923 |
10-Year T-Notes(CBOT) |
Dec08 |
081022 |
114~080 |
115~110 |
114~060 |
115~080 |
+0~240 |
588,416 |
1,368,797 |
-24,639 |
Mar09 |
081022 |
112~180 |
113~100 |
112~180 |
113~100 |
+0~240 |
75 |
673 |
+17 |
Jun09 |
081022 |
112~100 |
112~100 |
111~180 |
112~100 |
+0~240 |
|
|
|
Total Volume and Open Interest |
588,491 |
1,369,470 |
-24,622 |
5-Year T-Notes(CBOT) |
Dec08 |
081022 |
113~100 |
113~109 |
113~096 |
113~106 |
+0~017 |
316,975 |
0 |
+0 |
Mar09 |
081022 |
112~008 |
112~024 |
112~006 |
112~024 |
+0~018 |
300 |
729 |
+288 |
Jun09 |
081022 |
112~024 |
112~024 |
112~006 |
112~024 |
+0~018 |
|
|
|
Total Volume and Open Interest |
362,715 |
1,338,507 |
-4,224 |
2 Year T-Notes(CBOT) |
Dec08 |
081022 |
107~035 |
107~065 |
107~033 |
107~053 |
+0~007 |
169,722 |
724,582 |
+8,328 |
Mar09 |
081022 |
106~110 |
106~110 |
106~103 |
106~110 |
+0~007 |
115 |
100 |
+95 |
Jun09 |
081022 |
106~110 |
106~110 |
106~103 |
106~110 |
+0~007 |
|
|
|
Total Volume and Open Interest |
169,837 |
724,682 |
+8,423 |
Eurodollars(CME) |
Dec08 |
081022 |
97.660 |
97.705 |
97.465 |
97.565 |
-0.095 |
224,213 |
1,585,264 |
-10,723 |
Mar09 |
081022 |
97.810 |
97.910 |
97.740 |
97.745 |
-0.095 |
232,680 |
1,235,645 |
+3,106 |
Jun09 |
081022 |
97.820 |
97.925 |
97.730 |
97.735 |
-0.120 |
220,935 |
973,897 |
-855 |
Sep09 |
081022 |
97.755 |
97.865 |
97.685 |
97.700 |
-0.100 |
225,141 |
880,324 |
-3,195 |
Dec09 |
081022 |
97.550 |
97.680 |
97.505 |
97.560 |
-0.045 |
222,333 |
749,591 |
+5,879 |
Mar10 |
081022 |
97.355 |
97.525 |
97.355 |
97.445 |
+0.005 |
203,723 |
571,711 |
+5,033 |
Jun10 |
081022 |
97.060 |
97.235 |
97.050 |
97.175 |
+0.040 |
137,323 |
356,409 |
+9,656 |
Sep10 |
081022 |
96.690 |
96.875 |
96.690 |
96.820 |
+0.055 |
99,158 |
315,230 |
+10,348 |
Dec10 |
081022 |
96.230 |
96.450 |
96.230 |
96.395 |
+0.070 |
50,040 |
217,729 |
+1,583 |
Mar11 |
081022 |
96.115 |
96.195 |
96.015 |
96.155 |
+0.090 |
37,738 |
185,529 |
-1,932 |
Jun11 |
081022 |
95.895 |
95.985 |
95.800 |
95.945 |
+0.095 |
34,527 |
192,735 |
-808 |
Sep11 |
081022 |
95.720 |
95.825 |
95.665 |
95.800 |
+0.090 |
29,388 |
134,328 |
+169 |
Dec11 |
081022 |
95.640 |
95.740 |
95.635 |
95.710 |
+0.080 |
12,277 |
107,433 |
+525 |
Mar12 |
081022 |
95.660 |
95.735 |
95.645 |
95.715 |
+0.080 |
10,160 |
100,196 |
+400 |
Jun12 |
081022 |
95.590 |
95.665 |
95.580 |
95.645 |
+0.080 |
8,077 |
76,752 |
-653 |
Sep12 |
081022 |
95.530 |
95.610 |
95.520 |
95.585 |
+0.080 |
8,168 |
58,326 |
+265 |
Dec12 |
081022 |
95.415 |
95.525 |
95.415 |
95.490 |
+0.085 |
5,739 |
57,210 |
+56 |
Mar13 |
081022 |
95.445 |
95.520 |
95.415 |
95.485 |
+0.095 |
6,670 |
56,607 |
+1,087 |
Total Volume and Open Interest |
1,816,143 |
8,139,379 |
+17,853 |
30 Day Federal Funds(CBOT) |
Oct08 |
081022 |
98.927 |
98.960 |
98.740 |
98.900 |
-0.025 |
4,963 |
106,790 |
+1,339 |
Nov08 |
081022 |
98.930 |
98.980 |
98.880 |
98.950 |
+0.040 |
17,978 |
124,278 |
-1,894 |
Dec08 |
081022 |
98.945 |
99.035 |
98.910 |
98.995 |
+0.065 |
23,405 |
85,060 |
-6,445 |
Jan09 |
081022 |
98.950 |
99.040 |
98.920 |
99.000 |
+0.070 |
14,962 |
69,787 |
-1,404 |
Feb09 |
081022 |
98.940 |
99.025 |
98.910 |
98.995 |
+0.085 |
8,882 |
76,896 |
-30 |
Mar09 |
081022 |
98.905 |
98.990 |
98.865 |
98.955 |
+0.090 |
5,114 |
40,582 |
+405 |
Total Volume and Open Interest |
83,172 |
592,102 |
-7,854 |
30 Day Fed Funds(e-CBOT) |
Oct08 |
081022 |
98.927 |
98.960 |
98.740 |
98.910 |
-0.012 |
4,963 |
106,790 |
+1,339 |
Nov08 |
081022 |
98.930 |
98.980 |
98.880 |
98.975 |
+0.055 |
17,728 |
124,278 |
-1,894 |
Dec08 |
081022 |
98.945 |
99.035 |
98.910 |
99.025 |
+0.080 |
23,405 |
85,060 |
-6,445 |
Jan09 |
081022 |
98.950 |
99.040 |
98.920 |
99.040 |
+0.090 |
14,962 |
69,787 |
-1,404 |
Feb09 |
081022 |
98.940 |
99.025 |
98.920 |
99.025 |
+0.090 |
8,882 |
76,896 |
-30 |
Mar09 |
081022 |
98.905 |
98.990 |
98.875 |
98.990 |
+0.105 |
5,114 |
40,582 |
+405 |
Total Volume and Open Interest |
82,922 |
591,197 |
-7,854 |
3-Mth Euro-Yen(CME) |
Dec08 |
081022 |
99.210 |
99.210 |
99.205 |
99.210 |
+0.025 |
10 |
3,815 |
+10 |
Mar09 |
081022 |
99.310 |
99.310 |
99.310 |
99.310 |
+0.050 |
0 |
4,708 |
+0 |
Jun09 |
081022 |
99.330 |
99.330 |
99.330 |
99.330 |
+0.050 |
1 |
480 |
+0 |
Sep09 |
081022 |
99.255 |
99.255 |
99.255 |
99.255 |
+0.025 |
0 |
510 |
+0 |
Dec09 |
081022 |
99.190 |
99.190 |
99.190 |
99.190 |
+0.040 |
0 |
100 |
+0 |
Mar10 |
081022 |
99.080 |
99.080 |
99.080 |
99.080 |
+0.040 |
|
|
|
Jun10 |
081022 |
99.030 |
99.030 |
99.030 |
99.030 |
+0.040 |
|
|
|
Sep10 |
081022 |
98.985 |
98.985 |
98.985 |
98.985 |
+0.040 |
|
|
|
Dec10 |
081022 |
99.080 |
99.080 |
99.080 |
99.080 |
+0.080 |
|
|
|
Mar11 |
081022 |
99.080 |
99.080 |
99.080 |
99.080 |
+0.080 |
|
|
|
Total Volume and Open Interest |
11 |
9,613 |
+10 |
3-Mth Euro-Yen(SGX) |
Dec08 |
081022 |
99.20 |
99.21 |
99.19 |
99.21 |
+0.03 |
136 |
22,659 |
-50 |
Mar09 |
081022 |
99.31 |
99.32 |
99.31 |
99.31 |
+0.08 |
16 |
11,186 |
+16 |
Jun09 |
081022 |
99.32 |
99.33 |
99.31 |
99.33 |
+0.08 |
603 |
6,734 |
+386 |
Sep09 |
081022 |
99.25 |
99.28 |
99.25 |
99.25 |
+0.08 |
250 |
2,984 |
-23 |
Dec09 |
081022 |
99.19 |
99.19 |
99.19 |
99.19 |
+0.08 |
0 |
1,092 |
-1 |
Mar10 |
081022 |
99.08 |
99.08 |
99.08 |
99.08 |
+0.08 |
0 |
530 |
+0 |
Jun10 |
081022 |
99.03 |
99.03 |
99.03 |
99.03 |
+0.08 |
0 |
500 |
+0 |
Sep10 |
081022 |
98.99 |
98.99 |
98.99 |
98.99 |
+0.08 |
0 |
252 |
+0 |
Total Volume and Open Interest |
1,005 |
49,847 |
+328 |
Japanese Gov't Bonds(SGX) |
Dec08 |
081022 |
136.28 |
136.80 |
135.67 |
136.80 |
+1.04 |
916 |
10,488 |
-35 |
Mar09 |
081022 |
136.80 |
136.80 |
136.80 |
136.80 |
+1.04 |
|
|
|
Jun09 |
081022 |
136.80 |
136.80 |
136.80 |
136.80 |
+1.04 |
|
|
|
Total Volume and Open Interest |
916 |
10,488 |
-35 |
Euro-Bund(EUREX) |
Dec08 |
081022 |
115.72 |
116.97 |
115.63 |
116.63 |
+1.39 |
734,986 |
992,108 |
+27,574 |
Mar09 |
081022 |
116.12 |
117.34 |
116.08 |
117.04 |
+1.40 |
3,238 |
5,430 |
+2,041 |
Jun09 |
081022 |
117.55 |
117.55 |
117.55 |
117.55 |
+1.39 |
59 |
0 |
+0 |
Total Volume and Open Interest |
738,283 |
997,538 |
+29,615 |
Euro-Bobl(EUREX) |
Dec08 |
081022 |
111.11 |
111.69 |
111.04 |
111.52 |
+0.72 |
463,199 |
1,038,610 |
-6,377 |
Mar09 |
081022 |
111.34 |
111.34 |
111.34 |
111.34 |
+0.73 |
0 |
1,024 |
+0 |
Jun09 |
081022 |
112.03 |
112.03 |
112.03 |
112.03 |
+0.72 |
|
|
|
Total Volume and Open Interest |
463,199 |
1,039,634 |
-6,377 |
3-Mth Euribor(EUREX) |
Dec08 |
081022 |
96.145 |
96.150 |
96.095 |
96.095 |
-0.020 |
778 |
18,003 |
-62 |
Mar09 |
081022 |
96.665 |
96.710 |
96.655 |
96.655 |
+0.040 |
238 |
5,342 |
-9 |
Jun09 |
081022 |
96.815 |
96.875 |
96.815 |
96.825 |
+0.065 |
103 |
3,002 |
+76 |
Total Volume and Open Interest |
1,555 |
34,485 |
+250 |
Long Gilt(LIFFE) |
Dec08 |
081022 |
111~07 |
111~29 |
111~01 |
111~27 |
+1~06 |
87,970 |
294,957 |
+2,600 |
Mar09 |
081022 |
114~14 |
114~14 |
114~14 |
114~14 |
+1~06 |
|
|
|
Total Volume and Open Interest |
87,970 |
294,957 |
+2,600 |
3-Mth Short Sterling(LIFFE) |
Dec08 |
081022 |
95.50 |
95.51 |
95.28 |
95.35 |
-0.01 |
40,788 |
425,847 |
-4,711 |
Mar09 |
081022 |
96.30 |
96.40 |
96.24 |
96.26 |
+0.09 |
24,437 |
418,707 |
+84 |
Jun09 |
081022 |
96.55 |
96.67 |
96.55 |
96.60 |
+0.17 |
41,039 |
300,468 |
+6,022 |
Sep09 |
081022 |
96.46 |
96.61 |
96.46 |
96.58 |
+0.23 |
29,774 |
211,081 |
-162 |
Dec09 |
081022 |
96.23 |
96.36 |
96.23 |
96.35 |
+0.26 |
18,661 |
240,799 |
-746 |
Mar10 |
081022 |
95.95 |
96.11 |
95.95 |
96.10 |
+0.27 |
13,923 |
157,180 |
+2,495 |
Total Volume and Open Interest |
189,110 |
1,954,374 |
+6,320 |
3-Mth Euribor(LIFFE) |
Dec08 |
081022 |
96.145 |
96.160 |
96.070 |
96.095 |
-0.015 |
120,845 |
706,800 |
-1,119 |
Mar09 |
081022 |
96.630 |
96.725 |
96.630 |
96.655 |
+0.045 |
89,829 |
578,812 |
+660 |
Jun09 |
081022 |
96.835 |
96.900 |
96.790 |
96.825 |
+0.065 |
90,783 |
444,734 |
+10,122 |
Total Volume and Open Interest |
615,379 |
3,237,672 |
+33,480 |
3-Mth Aus T-Bills(SFE) |
Dec08 |
081022 |
95.01 |
95.08 |
94.94 |
95.06 |
+0.03 |
17,264 |
689,300 |
+3,240 |
Mar09 |
081022 |
95.30 |
95.48 |
95.27 |
95.48 |
+0.14 |
10,192 |
284,571 |
-2,142 |
Jun09 |
081022 |
95.22 |
95.49 |
95.22 |
95.49 |
+0.18 |
4,590 |
173,060 |
-868 |
Sep09 |
081022 |
95.08 |
95.23 |
95.07 |
95.23 |
+0.11 |
3,023 |
120,590 |
-721 |
Dec09 |
081022 |
94.81 |
94.96 |
94.78 |
94.96 |
+0.12 |
814 |
75,295 |
-560 |
Mar10 |
081022 |
94.54 |
94.70 |
94.52 |
94.70 |
+0.14 |
532 |
32,933 |
-37 |
Jun10 |
081022 |
94.42 |
94.51 |
94.40 |
94.51 |
+0.14 |
1,030 |
27,774 |
-170 |
Sep10 |
081022 |
94.18 |
94.34 |
94.18 |
94.34 |
+0.14 |
367 |
14,248 |
+35 |
Dec10 |
081022 |
94.17 |
94.17 |
94.17 |
94.17 |
+0.13 |
0 |
3,141 |
+0 |
Mar11 |
081022 |
94.04 |
94.04 |
94.04 |
94.04 |
+0.12 |
0 |
891 |
+0 |
Total Volume and Open Interest |
37,812 |
1,422,824 |
-1,223 |
10-Year Aus T-Bonds(SFE) |
Dec08 |
081022 |
94.81 |
94.87 |
94.73 |
94.86 |
+0.03 |
28,120 |
330,549 |
+252 |
Mar09 |
081022 |
94.86 |
94.86 |
94.86 |
94.86 |
+0.03 |
|
|
|
Total Volume and Open Interest |
28,120 |
330,549 |
+252 |
3-Year Aus T-Bonds(SFE) |
Dec08 |
081022 |
95.41 |
95.54 |
95.36 |
95.52 |
+0.08 |
37,668 |
508,346 |
-1,388 |
Mar09 |
081022 |
95.52 |
95.52 |
95.52 |
95.52 |
+0.08 |
|
|
|
Total Volume and Open Interest |
37,668 |
508,346 |
-1,388 |
Gold(CMX) |
Oct08 |
081022 |
771.7 |
771.7 |
721.0 |
733.3 |
-32.8 |
83 |
80 |
+45 |
Dec08 |
081022 |
773.6 |
777.9 |
720.0 |
735.2 |
-32.8 |
101,814 |
196,308 |
-2,989 |
Feb09 |
081022 |
777.7 |
780.4 |
723.3 |
737.2 |
-33.7 |
3,703 |
22,937 |
+1,350 |
Apr09 |
081022 |
778.3 |
778.3 |
724.4 |
739.0 |
-34.3 |
324 |
19,394 |
+70 |
Jun09 |
081022 |
770.8 |
771.6 |
728.4 |
740.8 |
-34.8 |
415 |
18,557 |
-49 |
Aug09 |
081022 |
742.9 |
742.9 |
742.9 |
742.9 |
-35.0 |
12 |
15,862 |
+12 |
Oct09 |
081022 |
764.0 |
764.0 |
744.7 |
744.7 |
-35.5 |
24 |
5,068 |
+14 |
Dec09 |
081022 |
786.7 |
786.7 |
730.9 |
746.6 |
-35.8 |
158 |
13,694 |
+40 |
Feb10 |
081022 |
748.6 |
748.6 |
748.6 |
748.6 |
-36.1 |
0 |
696 |
+0 |
Apr10 |
081022 |
750.4 |
750.4 |
750.4 |
750.4 |
-36.4 |
0 |
35 |
+0 |
Jun10 |
081022 |
752.4 |
752.4 |
752.4 |
752.4 |
-36.8 |
95 |
4,974 |
-76 |
Aug10 |
081022 |
754.9 |
754.9 |
754.9 |
754.9 |
-37.2 |
|
|
|
Total Volume and Open Interest |
107,160 |
319,472 |
-1,426 |
Silver(CMX) |
Dec08 |
081022 |
1008.0 |
1017.0 |
935.5 |
946.0 |
-61.5 |
25,348 |
55,652 |
-1,028 |
Mar09 |
081022 |
1011.0 |
1011.0 |
944.0 |
950.1 |
-61.6 |
690 |
12,813 |
+6 |
May09 |
081022 |
969.0 |
980.0 |
946.0 |
951.5 |
-62.0 |
323 |
5,734 |
+107 |
Jul09 |
081022 |
952.8 |
952.8 |
952.8 |
952.8 |
-62.4 |
202 |
6,549 |
-59 |
Sep09 |
081022 |
954.2 |
954.2 |
954.2 |
954.2 |
-62.5 |
85 |
2,741 |
-4 |
Dec09 |
081022 |
1020.0 |
1020.0 |
948.0 |
956.8 |
-62.5 |
84 |
3,656 |
+12 |
Mar10 |
081022 |
959.5 |
959.5 |
959.5 |
959.5 |
-63.1 |
125 |
385 |
-9 |
Total Volume and Open Interest |
27,545 |
95,873 |
-1,126 |
Platinum(NYMEX) |
Oct08 |
081022 |
850.0 |
850.0 |
842.0 |
848.7 |
-34.5 |
2 |
379 |
-1 |
Jan09 |
081022 |
909.0 |
919.9 |
838.7 |
857.2 |
-34.5 |
839 |
14,451 |
-46 |
Apr09 |
081022 |
862.7 |
865.0 |
862.7 |
863.4 |
-34.5 |
15 |
276 |
+14 |
Total Volume and Open Interest |
856 |
15,106 |
-33 |
Palladium(NYMEX) |
Dec08 |
081022 |
184.20 |
184.20 |
176.50 |
180.10 |
-3.00 |
402 |
13,388 |
-64 |
Mar09 |
081022 |
181.00 |
182.60 |
181.00 |
182.60 |
-2.75 |
16 |
1,126 |
+11 |
Jun09 |
081022 |
184.60 |
184.60 |
184.60 |
184.60 |
-2.75 |
0 |
10 |
+0 |
Total Volume and Open Interest |
418 |
14,524 |
-53 |
Copper(CMX) |
Dec08 |
081022 |
201.05 |
202.30 |
180.60 |
186.55 |
-14.15 |
16,206 |
48,871 |
+35 |
Mar09 |
081022 |
202.05 |
202.10 |
181.70 |
187.45 |
-14.25 |
1,357 |
18,205 |
+526 |
May09 |
081022 |
201.00 |
201.00 |
183.40 |
188.95 |
-14.05 |
446 |
2,174 |
-30 |
Jul09 |
081022 |
200.00 |
200.00 |
185.00 |
190.20 |
-13.95 |
173 |
1,366 |
+24 |
Sep09 |
081022 |
195.00 |
197.00 |
187.50 |
191.30 |
-13.90 |
29 |
1,250 |
+12 |
Total Volume and Open Interest |
18,895 |
83,603 |
+698 |
DJIA Index(CBOT) |
Dec08 |
081022 |
9038 |
9105 |
8300 |
8557 |
-478 |
3,123 |
26,481 |
-905 |
Mar09 |
081022 |
8913 |
8915 |
8549 |
8549 |
-483 |
0 |
117 |
+0 |
Jun09 |
081022 |
8527 |
9040 |
8527 |
8527 |
-513 |
|
|
|
Sep09 |
081022 |
8507 |
9046 |
8507 |
8507 |
-539 |
|
|
|
Total Volume and Open Interest |
3,123 |
26,598 |
-905 |
E-mini DJIA Index(CBOT) |
Dec08 |
081022 |
9040 |
9114 |
8308 |
8557 |
-478 |
235,142 |
94,734 |
-1,438 |
Mar09 |
081022 |
8982 |
9085 |
8307 |
8549 |
-483 |
98 |
487 |
-8 |
Jun09 |
081022 |
8527 |
8557 |
8527 |
8527 |
-513 |
0 |
515 |
+0 |
Sep09 |
081022 |
8507 |
8563 |
8507 |
8507 |
-539 |
|
|
|
Total Volume and Open Interest |
235,240 |
95,736 |
-1,446 |
S & P 500(CME) |
Dec08 |
081022 |
930.00 |
969.10 |
872.50 |
902.80 |
-56.50 |
50,772 |
638,071 |
-2,830 |
Mar09 |
081022 |
924.00 |
930.50 |
873.50 |
901.70 |
-56.80 |
560 |
6,363 |
+190 |
Jun09 |
081022 |
901.20 |
931.10 |
874.10 |
901.20 |
-57.90 |
0 |
3,554 |
+0 |
Sep09 |
081022 |
899.70 |
930.30 |
873.30 |
899.70 |
-58.60 |
350 |
968 |
+300 |
Total Volume and Open Interest |
51,682 |
648,971 |
-2,340 |
S & P 500 E-Mini(Globex) |
Dec08 |
081022 |
958.50 |
969.25 |
872.50 |
902.75 |
-56.50 |
2,638,526 |
2,946,223 |
-2,725 |
Mar09 |
081022 |
957.75 |
967.75 |
872.00 |
901.75 |
-56.75 |
2,679 |
71,995 |
+1,073 |
Total Volume and Open Interest |
2,641,207 |
3,023,693 |
-1,652 |
NASDAQ 100(CME) |
Dec08 |
081022 |
1294.00 |
1323.30 |
1209.00 |
1248.00 |
-44.50 |
7,880 |
32,633 |
+3,187 |
Mar09 |
081022 |
1251.50 |
1251.80 |
1251.50 |
1251.50 |
-45.30 |
0 |
9 |
+0 |
Jun09 |
081022 |
1254.00 |
1254.30 |
1254.00 |
1254.00 |
-45.30 |
0 |
5 |
+0 |
Total Volume and Open Interest |
7,880 |
32,647 |
+3,187 |
NASDAQ 100 E-Mini(Globex) |
Dec08 |
081022 |
1290.00 |
1324.00 |
1208.30 |
1248.00 |
-44.50 |
427,559 |
407,044 |
+16,743 |
Mar09 |
081022 |
1290.80 |
1311.50 |
1212.80 |
1251.50 |
-45.30 |
154 |
441 |
-18 |
Total Volume and Open Interest |
427,713 |
407,486 |
+16,725 |
S & P Midcap 400(CME) |
Dec08 |
081022 |
544.00 |
567.10 |
515.00 |
536.40 |
-27.90 |
141 |
7,167 |
-25 |
Mar09 |
081022 |
543.70 |
543.70 |
543.60 |
543.70 |
-27.90 |
|
|
|
Jun09 |
081022 |
548.70 |
548.70 |
548.60 |
548.70 |
-27.90 |
|
|
|
Total Volume and Open Interest |
141 |
7,167 |
-25 |
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 |
081022 |
8215 |
8490 |
8080 |
8215 |
-790 |
20,252 |
62,457 |
-3,118 |
Mar09 |
081022 |
8320 |
8320 |
8295 |
8320 |
-775 |
0 |
3 |
+0 |
Total Volume and Open Interest |
20,252 |
62,460 |
-3,118 |
Nikkei 225(SGX) |
Dec08 |
081022 |
9010 |
9085 |
8620 |
8665 |
-570 |
87,158 |
238,926 |
-9,642 |
Mar09 |
081022 |
9050 |
9095 |
8650 |
8685 |
-635 |
287 |
1,333 |
-147 |
Jun09 |
081022 |
8600 |
8600 |
8600 |
8600 |
-635 |
0 |
168 |
+0 |
Total Volume and Open Interest |
87,515 |
242,450 |
-9,809 |
CAC 40(EURONEXT) |
Nov08 |
081022 |
3383.5 |
3417.0 |
3282.5 |
3295.5 |
-174.5 |
133,007 |
379,815 |
-8,009 |
Dec08 |
081022 |
3356.5 |
3400.0 |
3280.5 |
3294.0 |
-177.0 |
589 |
36,517 |
-793 |
Jan09 |
081022 |
3308.0 |
3308.0 |
3308.0 |
3308.0 |
-174.0 |
|
|
|
Total Volume and Open Interest |
133,596 |
418,449 |
-8,802 |
Hang Seng Index(HKFE) |
Oct08 |
081022 |
14920 |
15199 |
13983 |
14106 |
-1064 |
82,695 |
86,936 |
-134 |
Nov08 |
081022 |
14900 |
15146 |
13949 |
14037 |
-1105 |
944 |
2,240 |
-117 |
Dec08 |
081022 |
14950 |
15125 |
14000 |
14050 |
-1145 |
343 |
3,822 |
-66 |
Total Volume and Open Interest |
83,997 |
93,146 |
-317 |
DAX(EUREX) |
Dec08 |
081022 |
4700.0 |
4735.0 |
4369.5 |
4571.0 |
-221.5 |
182,057 |
212,717 |
-4,457 |
Mar09 |
081022 |
4708.5 |
4767.0 |
4420.0 |
4605.0 |
-224.0 |
440 |
10,617 |
-30 |
Jun09 |
081022 |
4767.0 |
4767.0 |
4456.0 |
4643.0 |
-226.5 |
68 |
2,009 |
+10 |
Total Volume and Open Interest |
182,565 |
225,343 |
-4,477 |
FT-SE 100(EURONEXT) |
Dec08 |
081022 |
4130.00 |
4211.50 |
3855.00 |
4033.50 |
-181.50 |
158,707 |
656,586 |
-1,440 |
Mar09 |
081022 |
4124.00 |
4184.00 |
4024.50 |
4024.50 |
-183.50 |
52 |
8,772 |
+24 |
Jun09 |
081022 |
4008.50 |
4008.50 |
4008.50 |
4008.50 |
-190.00 |
0 |
25 |
+0 |
Total Volume and Open Interest |
158,759 |
665,383 |
-1,416 |
SPI 200(SFE) |
Dec08 |
081022 |
4335.0 |
4335.0 |
4132.0 |
4159.0 |
-178.0 |
31,202 |
274,458 |
+3,231 |
Mar09 |
081022 |
4238.0 |
4238.0 |
4125.0 |
4132.0 |
-177.0 |
52 |
1,705 |
+12 |
Jun09 |
081022 |
4143.0 |
4143.0 |
4143.0 |
4143.0 |
-177.0 |
1 |
2,572 |
+0 |
Total Volume and Open Interest |
31,255 |
279,022 |
+3,243 |
GSCI(CME) |
Nov08 |
081022 |
455.50 |
457.00 |
443.00 |
444.10 |
-30.65 |
154 |
14,954 |
+100 |
Dec08 |
081022 |
451.00 |
464.00 |
451.00 |
451.00 |
-30.00 |
7 |
0 |
-7 |
Jan09 |
081022 |
455.00 |
468.00 |
455.00 |
455.00 |
-29.00 |
|
|
|
Total Volume and Open Interest |
161 |
14,954 |
+93 |
Reuters CCI(ICE) |
Nov08 |
081022 |
374.00 |
375.30 |
369.25 |
370.00 |
-15.50 |
2 |
906 |
+0 |
Jan09 |
081022 |
384.00 |
384.00 |
380.50 |
380.50 |
-15.50 |
2 |
407 |
+0 |
Feb09 |
081022 |
382.50 |
382.50 |
382.50 |
382.50 |
-15.50 |
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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