|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon November 17, 2008 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan09 |
081117 |
890.00 |
918.00 |
885.00 |
906.50 |
+10.50 |
48,947 |
157,845 |
-3,007 |
| Mar09 |
081117 |
899.00 |
927.25 |
896.00 |
915.50 |
+10.50 |
5,348 |
51,596 |
-584 |
| May09 |
081117 |
910.50 |
938.00 |
909.25 |
926.25 |
+10.50 |
1,627 |
19,927 |
+12 |
| Jul09 |
081117 |
924.50 |
946.00 |
915.00 |
935.00 |
+11.00 |
2,376 |
32,145 |
+81 |
| Aug09 |
081117 |
937.50 |
937.50 |
926.50 |
937.50 |
+11.00 |
12 |
1,561 |
-10 |
| Sep09 |
081117 |
926.50 |
943.00 |
924.00 |
934.50 |
+10.50 |
41 |
811 |
-8 |
| Nov09 |
081117 |
920.00 |
942.00 |
913.25 |
931.50 |
+11.50 |
1,492 |
41,389 |
-267 |
| Total Volume and Open Interest |
59,886 |
310,485 |
-4,388 |
| Soybean Meal(CBOT) |
| Dec08 |
081117 |
265.20 |
271.90 |
263.90 |
271.30 |
+5.80 |
15,047 |
41,055 |
-2,073 |
| Jan09 |
081117 |
263.00 |
273.50 |
263.00 |
272.80 |
+6.00 |
6,928 |
24,192 |
-96 |
| Mar09 |
081117 |
264.10 |
276.00 |
264.10 |
275.60 |
+6.50 |
2,058 |
23,507 |
-374 |
| May09 |
081117 |
272.00 |
278.70 |
272.00 |
278.40 |
+6.50 |
769 |
13,453 |
+141 |
| Jul09 |
081117 |
275.00 |
281.60 |
273.40 |
281.40 |
+6.90 |
532 |
16,771 |
-19 |
| Aug09 |
081117 |
279.90 |
283.00 |
279.00 |
282.90 |
+6.80 |
138 |
4,559 |
+27 |
| Sep09 |
081117 |
279.00 |
284.30 |
272.50 |
282.30 |
+7.10 |
146 |
3,280 |
+7 |
| Oct09 |
081117 |
279.30 |
279.30 |
271.70 |
279.30 |
+7.60 |
14 |
1,808 |
-11 |
| Total Volume and Open Interest |
26,280 |
137,600 |
-2,553 |
| Soybean Oil(CBOT) |
| Dec08 |
081117 |
32.40 |
33.05 |
31.93 |
32.32 |
-0.28 |
34,653 |
63,190 |
-1,094 |
| Jan09 |
081117 |
32.82 |
33.42 |
32.30 |
32.70 |
-0.27 |
20,160 |
79,265 |
+3,546 |
| Mar09 |
081117 |
32.91 |
33.86 |
32.75 |
33.13 |
-0.28 |
5,203 |
36,857 |
+839 |
| May09 |
081117 |
33.54 |
34.20 |
33.25 |
33.55 |
-0.28 |
2,134 |
18,759 |
+151 |
| Jul09 |
081117 |
34.00 |
34.47 |
33.68 |
33.87 |
-0.27 |
1,004 |
27,924 |
-40 |
| Aug09 |
081117 |
34.10 |
34.45 |
33.93 |
34.05 |
-0.27 |
108 |
3,912 |
+76 |
| Sep09 |
081117 |
34.30 |
34.67 |
34.19 |
34.24 |
-0.27 |
94 |
3,969 |
+37 |
| Oct09 |
081117 |
34.50 |
34.80 |
34.25 |
34.39 |
-0.27 |
15 |
3,178 |
-9 |
| Total Volume and Open Interest |
64,157 |
261,066 |
+3,537 |
| Canola(WCE) |
| Nov08 |
081114 |
409.3 |
409.3 |
409.3 |
409.3 |
-6.4 |
0 |
156 |
+0 |
| Jan09 |
081117 |
416.0 |
418.5 |
410.1 |
418.0 |
+5.0 |
3,149 |
67,738 |
-158 |
| Mar09 |
081117 |
420.2 |
427.2 |
420.0 |
427.2 |
+4.7 |
793 |
10,258 |
+876 |
| May09 |
081117 |
435.9 |
436.7 |
430.6 |
436.4 |
+4.7 |
70 |
5,115 |
+11 |
| Jul09 |
081117 |
442.0 |
444.8 |
440.8 |
444.8 |
+4.5 |
35 |
5,388 |
+128 |
| Total Volume and Open Interest |
4,059 |
93,776 |
+712 |
| Corn(CBOT) |
| Dec08 |
081117 |
375.00 |
389.50 |
375.00 |
385.75 |
+5.50 |
105,148 |
260,468 |
-15,470 |
| Mar09 |
081117 |
392.25 |
406.50 |
392.25 |
403.00 |
+6.00 |
51,759 |
316,133 |
+3,605 |
| May09 |
081117 |
404.00 |
417.50 |
404.00 |
414.75 |
+6.25 |
12,089 |
88,465 |
+4,475 |
| Jul09 |
081117 |
416.25 |
428.50 |
416.00 |
426.00 |
+6.25 |
10,966 |
119,284 |
-2,228 |
| Sep09 |
081117 |
429.00 |
437.25 |
429.00 |
436.00 |
+5.75 |
1,752 |
23,883 |
+370 |
| Dec09 |
081117 |
438.50 |
452.75 |
438.25 |
449.50 |
+6.50 |
7,411 |
144,228 |
+771 |
| Total Volume and Open Interest |
189,920 |
993,821 |
-8,174 |
| Wheat(CBOT) |
| Dec08 |
081117 |
551.50 |
567.00 |
525.50 |
533.75 |
-20.50 |
51,828 |
69,952 |
-6,142 |
| Mar09 |
081117 |
572.00 |
587.00 |
545.50 |
554.00 |
-20.50 |
28,649 |
121,584 |
+4,240 |
| May09 |
081117 |
594.50 |
598.50 |
562.50 |
568.25 |
-20.75 |
3,824 |
21,369 |
-139 |
| Jul09 |
081117 |
600.00 |
614.50 |
574.50 |
582.50 |
-20.50 |
5,180 |
50,962 |
-421 |
| Sep09 |
081117 |
621.00 |
626.50 |
597.25 |
605.25 |
-21.25 |
1,192 |
15,465 |
-237 |
| Total Volume and Open Interest |
91,998 |
302,750 |
-2,751 |
| Wheat(KCBT) |
| Dec08 |
081117 |
589.00 |
603.00 |
561.00 |
565.50 |
-27.75 |
5,812 |
29,298 |
-1,601 |
| Mar09 |
081117 |
607.50 |
616.00 |
575.25 |
580.00 |
-27.50 |
2,932 |
32,141 |
+722 |
| May09 |
081117 |
612.00 |
616.75 |
588.50 |
591.50 |
-27.00 |
207 |
7,261 |
-58 |
| Jul09 |
081117 |
637.25 |
637.50 |
598.00 |
602.00 |
-27.00 |
685 |
16,046 |
+6 |
| Sep09 |
081117 |
635.00 |
636.50 |
612.25 |
613.75 |
-27.25 |
41 |
2,885 |
+3 |
| Total Volume and Open Interest |
9,860 |
93,036 |
-870 |
| Wheat(MGE) |
| Dec08 |
081117 |
657.00 |
660.00 |
611.00 |
623.00 |
-34.50 |
1,010 |
7,171 |
+45 |
| Mar09 |
081117 |
653.75 |
660.00 |
620.00 |
625.25 |
-28.00 |
2,077 |
14,236 |
-464 |
| May09 |
081117 |
659.50 |
659.50 |
626.75 |
633.00 |
-26.50 |
334 |
5,510 |
-3 |
| Jul09 |
081117 |
661.75 |
667.00 |
635.25 |
641.50 |
-26.75 |
146 |
1,918 |
-68 |
| Sep09 |
081117 |
659.75 |
671.50 |
641.25 |
645.00 |
-29.00 |
80 |
2,815 |
+72 |
| Total Volume and Open Interest |
3,733 |
33,492 |
-529 |
| Oats(CBOT) |
| Dec08 |
081117 |
217.25 |
219.00 |
205.25 |
215.50 |
unch |
799 |
2,930 |
-383 |
| Mar09 |
081117 |
233.50 |
234.75 |
221.25 |
231.00 |
-0.50 |
448 |
5,556 |
+128 |
| May09 |
081117 |
242.00 |
242.00 |
232.00 |
242.00 |
unch |
8 |
1,973 |
+7 |
| Jul09 |
081117 |
250.00 |
252.50 |
250.00 |
252.50 |
unch |
0 |
474 |
+0 |
| Total Volume and Open Interest |
1,284 |
14,757 |
-240 |
| Rough Rice(CBOT) |
| Nov08 |
081114 |
14.35 |
14.75 |
14.00 |
14.31 |
+0.10 |
145 |
122 |
-164 |
| Jan09 |
081117 |
14.40 |
14.40 |
13.91 |
14.02 |
-0.25 |
522 |
4,560 |
+127 |
| Mar09 |
081117 |
14.41 |
14.46 |
14.22 |
14.31 |
-0.25 |
278 |
1,463 |
+42 |
| May09 |
081117 |
14.69 |
14.85 |
14.54 |
14.59 |
-0.26 |
14 |
515 |
+7 |
| Total Volume and Open Interest |
821 |
6,864 |
+54 |
| Live Cattle(CME) |
| Dec08 |
081117 |
89.785 |
90.000 |
88.000 |
88.300 |
-1.750 |
12,025 |
45,830 |
-1,335 |
| Feb09 |
081117 |
90.650 |
90.750 |
88.500 |
89.035 |
-1.645 |
12,224 |
90,486 |
+2,214 |
| Apr09 |
081117 |
91.680 |
91.800 |
89.750 |
90.385 |
-1.565 |
5,266 |
47,423 |
+927 |
| Jun09 |
081117 |
88.450 |
88.635 |
86.800 |
86.900 |
-1.735 |
1,833 |
20,758 |
+378 |
| Aug09 |
081117 |
87.950 |
88.150 |
86.900 |
87.230 |
-1.200 |
1,240 |
8,157 |
+462 |
| Oct09 |
081117 |
90.385 |
90.900 |
90.000 |
90.330 |
-0.770 |
168 |
2,854 |
+141 |
| Total Volume and Open Interest |
32,932 |
216,480 |
+2,892 |
| Feeder Cattle(CME) |
| Nov08 |
081117 |
96.680 |
96.750 |
95.900 |
96.035 |
-0.665 |
456 |
1,704 |
-67 |
| Jan09 |
081117 |
95.350 |
95.535 |
92.950 |
93.900 |
-1.385 |
1,494 |
12,006 |
+104 |
| Mar09 |
081117 |
96.100 |
96.100 |
93.830 |
94.300 |
-1.630 |
483 |
3,031 |
+142 |
| Apr09 |
081117 |
95.800 |
96.100 |
94.300 |
94.500 |
-1.700 |
68 |
826 |
+19 |
| May09 |
081117 |
96.680 |
96.800 |
95.050 |
95.350 |
-1.800 |
63 |
1,109 |
+16 |
| Aug09 |
081117 |
98.250 |
99.250 |
97.600 |
97.750 |
-1.850 |
39 |
426 |
+17 |
| Sep09 |
081117 |
99.000 |
100.000 |
99.000 |
99.000 |
-1.250 |
3 |
40 |
-2 |
| Total Volume and Open Interest |
2,606 |
19,145 |
+229 |
| Lean Hogs(CME) |
| Dec08 |
081117 |
55.500 |
55.750 |
55.175 |
55.300 |
-0.275 |
8,120 |
35,742 |
-4,108 |
| Feb09 |
081117 |
62.500 |
62.750 |
61.785 |
62.050 |
-0.530 |
9,885 |
67,978 |
+1,411 |
| Apr09 |
081117 |
70.250 |
70.300 |
69.535 |
69.900 |
-0.350 |
3,256 |
34,337 |
+7 |
| May09 |
081117 |
77.400 |
77.500 |
77.000 |
77.180 |
-0.320 |
19 |
1,260 |
+1 |
| Jun09 |
081117 |
79.900 |
80.050 |
79.350 |
79.650 |
-0.450 |
1,403 |
21,107 |
-173 |
| Jul09 |
081117 |
78.900 |
79.200 |
78.500 |
78.700 |
-0.150 |
280 |
3,394 |
+59 |
| Aug09 |
081117 |
76.950 |
77.100 |
76.600 |
76.725 |
-0.225 |
460 |
2,839 |
+208 |
| Oct09 |
081117 |
71.150 |
71.500 |
70.750 |
71.200 |
+0.050 |
98 |
1,491 |
+45 |
| Total Volume and Open Interest |
26,872 |
168,701 |
-2,532 |
| Pork Bellies(CME) |
| Feb09 |
081117 |
85.000 |
86.000 |
83.250 |
84.700 |
-0.600 |
55 |
830 |
+14 |
| Mar09 |
081117 |
85.000 |
86.700 |
82.000 |
82.700 |
-1.000 |
0 |
114 |
+0 |
| May09 |
081117 |
86.000 |
86.000 |
84.250 |
84.500 |
+0.100 |
0 |
136 |
+0 |
| Jul09 |
081117 |
88.200 |
88.200 |
88.200 |
88.200 |
-0.600 |
0 |
83 |
+0 |
| Aug09 |
081117 |
90.250 |
90.250 |
90.250 |
90.250 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
55 |
1,164 |
+14 |
| Class III Milk(CME) |
| Nov08 |
081117 |
15.60 |
15.60 |
15.55 |
15.55 |
unch |
19 |
4,537 |
-25 |
| Dec08 |
081117 |
14.85 |
15.00 |
14.85 |
14.92 |
+0.11 |
100 |
5,330 |
+29 |
| Jan09 |
081117 |
14.40 |
14.46 |
14.33 |
14.39 |
+0.08 |
99 |
3,763 |
-18 |
| Feb09 |
081117 |
14.35 |
14.42 |
14.30 |
14.39 |
+0.09 |
40 |
3,307 |
+5 |
| Mar09 |
081117 |
14.39 |
14.43 |
14.27 |
14.36 |
+0.09 |
103 |
2,776 |
+30 |
| Total Volume and Open Interest |
436 |
36,663 |
+42 |
| Cocoa(ICE) |
| Dec08 |
081117 |
2083 |
2134 |
2041 |
2117 |
+77 |
998 |
837 |
-798 |
| Mar09 |
081117 |
1986 |
2015 |
1965 |
1977 |
+11 |
4,294 |
60,952 |
+493 |
| May09 |
081117 |
2008 |
2010 |
1979 |
1985 |
+11 |
469 |
18,497 |
+118 |
| Jul09 |
081117 |
1996 |
2013 |
1993 |
1993 |
+8 |
143 |
9,206 |
-26 |
| Sep09 |
081117 |
2020 |
2020 |
2000 |
2000 |
+6 |
93 |
4,926 |
+27 |
| Dec09 |
081117 |
2030 |
2030 |
2010 |
2012 |
+5 |
38 |
7,243 |
-8 |
| Mar10 |
081117 |
2016 |
2016 |
2016 |
2016 |
+1 |
0 |
2,372 |
+0 |
| Total Volume and Open Interest |
6,035 |
105,850 |
-194 |
| Coffee "C"(ICE) |
| Dec08 |
081117 |
110.95 |
112.00 |
106.25 |
110.55 |
-0.40 |
6,880 |
18,374 |
-5,028 |
| Mar09 |
081117 |
115.45 |
116.45 |
110.60 |
114.70 |
-0.75 |
8,517 |
66,316 |
+2,352 |
| May09 |
081117 |
118.25 |
119.30 |
113.55 |
117.55 |
-0.75 |
1,026 |
18,795 |
+299 |
| Jul09 |
081117 |
121.00 |
121.05 |
116.45 |
120.30 |
-0.75 |
430 |
5,654 |
+211 |
| Sep09 |
081117 |
124.25 |
124.25 |
119.40 |
123.00 |
-0.65 |
70 |
2,860 |
+1 |
| Dec09 |
081117 |
126.00 |
126.75 |
122.55 |
126.40 |
-0.65 |
13 |
2,602 |
+0 |
| Total Volume and Open Interest |
16,936 |
116,379 |
-2,165 |
| Orange Juice(ICE) |
| Jan09 |
081117 |
83.60 |
83.60 |
77.90 |
79.75 |
-3.20 |
1,384 |
17,490 |
+407 |
| Mar09 |
081117 |
87.65 |
87.65 |
82.45 |
83.90 |
-3.05 |
1,076 |
7,831 |
+216 |
| May09 |
081117 |
91.00 |
91.00 |
87.50 |
87.70 |
-3.20 |
37 |
1,890 |
-12 |
| Jul09 |
081117 |
94.50 |
94.50 |
91.00 |
91.70 |
-3.20 |
76 |
741 |
+60 |
| Sep09 |
081117 |
95.65 |
95.65 |
95.65 |
95.65 |
-3.25 |
22 |
136 |
+14 |
| Nov09 |
081117 |
98.00 |
99.00 |
98.00 |
99.00 |
-3.25 |
0 |
104 |
+0 |
| Total Volume and Open Interest |
2,595 |
28,441 |
+685 |
| Sugar #11(ICE) |
| Mar09 |
081117 |
11.60 |
11.80 |
11.23 |
11.74 |
+0.09 |
23,296 |
265,568 |
-2,232 |
| May09 |
081117 |
11.90 |
12.11 |
11.57 |
12.06 |
+0.08 |
4,420 |
100,153 |
+768 |
| Jul09 |
081117 |
12.06 |
12.30 |
11.82 |
12.25 |
+0.02 |
2,548 |
106,709 |
+416 |
| Oct09 |
081117 |
12.49 |
12.70 |
12.24 |
12.67 |
+0.03 |
1,120 |
69,367 |
+354 |
| Mar10 |
081117 |
12.96 |
13.20 |
12.73 |
13.17 |
+0.04 |
445 |
43,893 |
+159 |
| Total Volume and Open Interest |
32,344 |
637,307 |
-551 |
| London Cocoa(LCE) |
| Dec08 |
081117 |
1376 |
1448 |
1376 |
1440 |
+75 |
2,349 |
72,678 |
-685 |
| Mar09 |
081117 |
1371 |
1388 |
1360 |
1360 |
-1 |
4,351 |
60,663 |
+595 |
| May09 |
081117 |
1378 |
1391 |
1360 |
1360 |
-5 |
1,059 |
29,044 |
-146 |
| Jul09 |
081117 |
1389 |
1393 |
1363 |
1363 |
-9 |
503 |
16,599 |
+288 |
| Sep09 |
081117 |
1370 |
1370 |
1368 |
1368 |
-7 |
146 |
10,904 |
+48 |
| Dec09 |
081117 |
1373 |
1373 |
1373 |
1373 |
-7 |
147 |
6,233 |
+131 |
| Mar10 |
081117 |
1381 |
1381 |
1381 |
1381 |
-7 |
0 |
769 |
+0 |
| Total Volume and Open Interest |
8,555 |
196,902 |
+231 |
| London Sugar(LCE) |
| Mar09 |
081117 |
322.90 |
329.30 |
314.50 |
322.90 |
-0.40 |
1,755 |
25,298 |
-154 |
| May09 |
081117 |
329.90 |
330.90 |
325.60 |
330.90 |
-0.60 |
832 |
9,000 |
+518 |
| Aug09 |
081117 |
334.10 |
337.90 |
332.00 |
337.90 |
-0.10 |
128 |
6,113 |
-48 |
| Oct09 |
081117 |
341.60 |
345.80 |
341.60 |
345.80 |
+1.30 |
77 |
3,059 |
-30 |
| Dec09 |
081117 |
350.00 |
352.00 |
350.00 |
352.00 |
unch |
33 |
840 |
+0 |
| Total Volume and Open Interest |
2,825 |
44,608 |
-682 |
| Cotton(ICE) |
| Dec08 |
081117 |
41.03 |
42.08 |
39.15 |
39.37 |
-1.66 |
4,863 |
19,701 |
-3,515 |
| Mar09 |
081117 |
42.62 |
42.98 |
40.75 |
41.62 |
-0.89 |
8,371 |
79,495 |
+921 |
| May09 |
081117 |
43.45 |
43.45 |
41.70 |
42.63 |
-0.91 |
687 |
11,907 |
+110 |
| Jul09 |
081117 |
44.40 |
44.40 |
42.86 |
43.78 |
-0.93 |
569 |
14,764 |
+94 |
| Oct09 |
081117 |
46.28 |
46.28 |
46.28 |
46.28 |
-0.62 |
6 |
126 |
+6 |
| Dec09 |
081117 |
48.00 |
48.26 |
46.65 |
47.58 |
-0.72 |
491 |
12,895 |
-237 |
| Total Volume and Open Interest |
14,990 |
140,645 |
-2,619 |
| Lumber(CME) |
| Jan09 |
081117 |
206.2 |
207.4 |
205.1 |
207.0 |
-0.4 |
735 |
5,018 |
+84 |
| Mar09 |
081117 |
221.0 |
222.2 |
219.0 |
221.5 |
+0.5 |
75 |
1,479 |
+13 |
| May09 |
081117 |
235.1 |
239.7 |
235.1 |
239.7 |
+1.7 |
32 |
603 |
+20 |
| Jul09 |
081117 |
240.0 |
240.4 |
238.2 |
238.2 |
-0.9 |
14 |
161 |
+6 |
| Total Volume and Open Interest |
856 |
7,333 |
-150 |
| Crude Oil(NYM) |
| Dec08 |
081117 |
56.74 |
58.98 |
54.72 |
54.95 |
-2.09 |
245,858 |
195,333 |
-15,341 |
| Jan09 |
081117 |
57.10 |
59.52 |
55.27 |
55.49 |
-2.11 |
115,453 |
260,330 |
+8,808 |
| Feb09 |
081117 |
57.20 |
60.32 |
56.10 |
56.28 |
-2.12 |
31,005 |
55,096 |
+653 |
| Mar09 |
081117 |
58.00 |
61.11 |
56.96 |
57.15 |
-2.15 |
24,117 |
46,805 |
+944 |
| Apr09 |
081117 |
59.16 |
61.77 |
57.84 |
58.06 |
-2.19 |
9,013 |
34,661 |
+624 |
| May09 |
081117 |
60.42 |
62.18 |
58.99 |
58.99 |
-2.20 |
8,441 |
27,226 |
+1,593 |
| Jun09 |
081117 |
61.25 |
63.70 |
59.70 |
59.90 |
-2.20 |
13,343 |
97,678 |
+2,776 |
| Jul09 |
081117 |
63.34 |
64.57 |
60.73 |
60.78 |
-2.20 |
3,295 |
24,556 |
+466 |
| Aug09 |
081117 |
65.09 |
65.09 |
61.52 |
61.64 |
-2.19 |
1,864 |
23,708 |
+646 |
| Sep09 |
081117 |
62.49 |
62.49 |
62.49 |
62.49 |
-2.17 |
3,485 |
18,450 |
+640 |
| Oct09 |
081117 |
63.34 |
63.83 |
63.34 |
63.34 |
-2.14 |
1,924 |
15,523 |
+138 |
| Nov09 |
081117 |
64.18 |
64.18 |
64.18 |
64.18 |
-2.12 |
1,879 |
14,732 |
+140 |
| Dec09 |
081117 |
66.16 |
68.71 |
64.87 |
64.97 |
-2.11 |
16,194 |
104,831 |
+513 |
| Jan10 |
081117 |
65.72 |
65.72 |
65.72 |
65.72 |
-2.08 |
2,368 |
16,524 |
-123 |
| Feb10 |
081117 |
66.43 |
66.43 |
66.43 |
66.43 |
-2.05 |
1,586 |
7,700 |
+149 |
| Mar10 |
081117 |
67.14 |
67.14 |
67.14 |
67.14 |
-2.02 |
155 |
11,518 |
+83 |
| Total Volume and Open Interest |
489,884 |
1,214,723 |
+1,260 |
| e-miNY Crude Oil(NYM) |
| Nov08 |
081020 |
72.300 |
76.100 |
71.800 |
74.250 |
+2.400 |
8,404 |
5,424 |
-651 |
| Dec08 |
081117 |
56.525 |
58.975 |
54.725 |
54.950 |
-2.100 |
10,886 |
9,552 |
+231 |
| Jan09 |
081117 |
57.000 |
59.500 |
55.300 |
55.500 |
-2.100 |
1,480 |
1,463 |
+142 |
| Feb09 |
081117 |
56.925 |
60.125 |
56.275 |
56.275 |
-2.125 |
99 |
156 |
-8 |
| Mar09 |
081117 |
58.250 |
59.950 |
57.000 |
57.150 |
-2.150 |
20 |
184 |
+12 |
| Apr09 |
081117 |
58.050 |
58.050 |
58.050 |
58.050 |
-2.200 |
1 |
3 |
+1 |
| May09 |
081117 |
59.000 |
59.000 |
59.000 |
59.000 |
-2.200 |
0 |
4 |
+0 |
| Jun09 |
081117 |
59.900 |
59.900 |
59.900 |
59.900 |
-2.200 |
0 |
1 |
+0 |
| Jul09 |
081117 |
60.775 |
60.775 |
60.775 |
60.775 |
-2.200 |
|
|
|
| Aug09 |
081117 |
61.650 |
61.650 |
61.650 |
61.650 |
-2.175 |
|
|
|
| Total Volume and Open Interest |
12,486 |
11,438 |
+378 |
| Heating Oil(NYM) |
| Dec08 |
081117 |
180.26 |
189.06 |
178.66 |
179.10 |
-4.08 |
30,040 |
35,213 |
-896 |
| Jan09 |
081117 |
182.76 |
191.17 |
180.52 |
180.90 |
-5.00 |
13,516 |
55,225 |
+311 |
| Feb09 |
081117 |
185.50 |
191.98 |
182.75 |
182.75 |
-5.30 |
4,399 |
21,475 |
+181 |
| Mar09 |
081117 |
187.02 |
193.50 |
183.60 |
183.60 |
-5.60 |
3,625 |
20,521 |
+672 |
| Apr09 |
081117 |
189.51 |
192.00 |
183.10 |
183.10 |
-5.70 |
1,314 |
9,624 |
+38 |
| May09 |
081117 |
189.50 |
192.35 |
183.70 |
183.70 |
-5.65 |
1,446 |
11,443 |
+26 |
| Jun09 |
081117 |
188.50 |
193.60 |
184.85 |
184.85 |
-5.60 |
3,369 |
18,758 |
-282 |
| Jul09 |
081117 |
190.00 |
194.74 |
186.40 |
186.40 |
-5.65 |
2,134 |
6,432 |
+659 |
| Aug09 |
081117 |
195.00 |
197.06 |
188.40 |
188.40 |
-5.55 |
476 |
3,505 |
+28 |
| Sep09 |
081117 |
197.05 |
198.20 |
191.00 |
191.00 |
-5.40 |
192 |
7,239 |
-12 |
| Oct09 |
081117 |
198.00 |
201.20 |
194.10 |
194.10 |
-5.40 |
52 |
2,522 |
+12 |
| Nov09 |
081117 |
204.50 |
204.50 |
197.05 |
197.05 |
-5.40 |
78 |
1,876 |
+15 |
| Total Volume and Open Interest |
64,989 |
232,008 |
+997 |
| Gasoline(NYMEX) |
| Dec08 |
081117 |
122.50 |
128.06 |
116.80 |
117.46 |
-6.45 |
23,468 |
44,340 |
-1,271 |
| Jan09 |
081117 |
127.35 |
131.00 |
119.95 |
120.41 |
-6.95 |
14,238 |
63,762 |
+3,635 |
| Feb09 |
081117 |
130.45 |
134.18 |
123.48 |
123.96 |
-6.90 |
3,133 |
10,778 |
+537 |
| Mar09 |
081117 |
133.00 |
137.76 |
127.17 |
127.51 |
-6.80 |
2,048 |
12,680 |
+441 |
| Apr09 |
081117 |
149.00 |
151.81 |
142.46 |
142.46 |
-6.75 |
1,557 |
13,408 |
+424 |
| May09 |
081117 |
150.70 |
150.70 |
144.56 |
144.56 |
-6.50 |
1,481 |
7,458 |
+155 |
| Jun09 |
081117 |
149.00 |
149.00 |
146.56 |
146.56 |
-6.30 |
2,553 |
8,482 |
+222 |
| Jul09 |
081117 |
157.50 |
157.50 |
147.88 |
148.51 |
-5.95 |
2,109 |
3,532 |
+1,182 |
| Aug09 |
081117 |
158.87 |
158.87 |
149.96 |
149.96 |
-5.75 |
271 |
1,866 |
-2 |
| Sep09 |
081117 |
159.34 |
159.34 |
150.96 |
150.96 |
-5.65 |
375 |
2,821 |
+285 |
| Total Volume and Open Interest |
51,545 |
183,191 |
+5,826 |
| e-miNY RBOB Gasoline(NYM) |
| Dec08 |
081117 |
117.46 |
117.46 |
117.46 |
117.46 |
-6.45 |
|
|
|
| Jan09 |
081117 |
120.41 |
120.41 |
120.41 |
120.41 |
-6.95 |
|
|
|
| Feb09 |
081117 |
123.96 |
123.96 |
123.96 |
123.96 |
-6.90 |
|
|
|
| Mar09 |
081117 |
127.51 |
127.51 |
127.51 |
127.51 |
-6.80 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Natural Gas(NYM) |
| Dec08 |
081117 |
6.361 |
6.590 |
6.320 |
6.533 |
+0.221 |
59,325 |
62,367 |
+1,692 |
| Jan09 |
081117 |
6.490 |
6.690 |
6.450 |
6.641 |
+0.173 |
26,482 |
121,847 |
+1,981 |
| Feb09 |
081117 |
6.600 |
6.739 |
6.542 |
6.701 |
+0.155 |
8,317 |
42,728 |
+1,371 |
| Mar09 |
081117 |
6.575 |
6.735 |
6.521 |
6.691 |
+0.145 |
11,277 |
78,466 |
+577 |
| Apr09 |
081117 |
6.586 |
6.734 |
6.517 |
6.681 |
+0.140 |
9,731 |
55,505 |
-773 |
| May09 |
081117 |
6.657 |
6.799 |
6.637 |
6.748 |
+0.137 |
1,744 |
34,491 |
-166 |
| Jun09 |
081117 |
6.710 |
6.902 |
6.710 |
6.866 |
+0.132 |
773 |
22,317 |
+121 |
| Jul09 |
081117 |
6.910 |
7.020 |
6.892 |
6.996 |
+0.127 |
674 |
20,361 |
+136 |
| Aug09 |
081117 |
7.012 |
7.111 |
6.926 |
7.086 |
+0.125 |
278 |
18,924 |
+43 |
| Sep09 |
081117 |
6.970 |
7.127 |
6.970 |
7.126 |
+0.125 |
515 |
17,613 |
+231 |
| Oct09 |
081117 |
7.140 |
7.242 |
7.060 |
7.211 |
+0.125 |
2,463 |
32,187 |
+320 |
| Nov09 |
081117 |
7.505 |
7.579 |
7.490 |
7.566 |
+0.120 |
423 |
16,661 |
+38 |
| Dec09 |
081117 |
7.810 |
7.985 |
7.810 |
7.951 |
+0.115 |
436 |
26,026 |
+24 |
| Jan10 |
081117 |
8.120 |
8.226 |
8.110 |
8.196 |
+0.110 |
1,644 |
18,833 |
+335 |
| Feb10 |
081117 |
8.145 |
8.216 |
8.109 |
8.201 |
+0.110 |
206 |
7,973 |
+56 |
| Mar10 |
081117 |
7.920 |
8.042 |
7.920 |
8.026 |
+0.105 |
972 |
17,393 |
+38 |
| Total Volume and Open Interest |
126,275 |
762,914 |
+6,272 |
| Brent Crude Oil(ICE) |
| Jan09 |
081117 |
53.37 |
56.15 |
52.04 |
52.31 |
-1.93 |
143,609 |
125,768 |
-2,688 |
| Feb09 |
081117 |
55.32 |
58.10 |
53.95 |
54.22 |
-2.04 |
54,905 |
106,759 |
+3,453 |
| Mar09 |
081117 |
57.19 |
59.70 |
55.64 |
55.91 |
-2.17 |
22,852 |
38,768 |
+1,835 |
| Apr09 |
081117 |
59.01 |
61.35 |
57.18 |
57.44 |
-2.25 |
9,442 |
17,918 |
-713 |
| May09 |
081117 |
60.59 |
62.77 |
58.63 |
58.89 |
-2.26 |
6,438 |
18,227 |
+491 |
| Jun09 |
081117 |
61.88 |
64.03 |
59.93 |
60.19 |
-2.24 |
8,077 |
34,582 |
+141 |
| Jul09 |
081117 |
63.74 |
65.06 |
61.39 |
61.39 |
-2.23 |
1,943 |
12,420 |
-1,067 |
| Aug09 |
081117 |
64.82 |
65.75 |
62.51 |
62.51 |
-2.19 |
1,389 |
12,095 |
+10 |
| Sep09 |
081117 |
63.48 |
63.48 |
63.48 |
63.48 |
-2.17 |
1,083 |
11,220 |
+609 |
| Oct09 |
081117 |
64.36 |
64.36 |
64.36 |
64.36 |
-2.16 |
720 |
7,024 |
-155 |
| Nov09 |
081117 |
65.16 |
65.16 |
65.16 |
65.16 |
-2.18 |
685 |
10,050 |
-182 |
| Dec09 |
081117 |
67.63 |
69.62 |
65.72 |
65.89 |
-2.24 |
6,871 |
57,941 |
+21 |
| Jan10 |
081117 |
66.71 |
66.71 |
66.71 |
66.71 |
-2.25 |
908 |
9,725 |
+0 |
| Feb10 |
081117 |
67.55 |
67.55 |
67.55 |
67.55 |
-2.21 |
106 |
3,266 |
+134 |
| Total Volume and Open Interest |
260,832 |
559,325 |
+2,019 |
| Gas Oil(ICE) |
| Dec08 |
081114 |
587.50 |
595.00 |
573.50 |
578.50 |
+4.25 |
45,697 |
68,885 |
-4,511 |
| Jan09 |
081117 |
577.00 |
602.00 |
568.00 |
586.00 |
+2.25 |
30,709 |
66,926 |
+393 |
| Feb09 |
081117 |
584.25 |
609.00 |
578.00 |
594.00 |
+2.50 |
10,703 |
28,257 |
-1,368 |
| Mar09 |
081117 |
586.25 |
614.50 |
584.75 |
601.00 |
+2.75 |
5,344 |
15,684 |
-860 |
| Apr09 |
081117 |
596.50 |
618.25 |
590.50 |
607.00 |
+3.00 |
2,833 |
15,891 |
-101 |
| May09 |
081117 |
602.50 |
617.75 |
596.00 |
612.75 |
+3.00 |
2,225 |
16,712 |
+294 |
| Jun09 |
081117 |
608.50 |
624.50 |
601.50 |
618.25 |
+2.75 |
3,413 |
35,316 |
+263 |
| Jul09 |
081117 |
618.25 |
633.75 |
616.00 |
627.75 |
+2.75 |
889 |
11,656 |
+2,177 |
| Aug09 |
081117 |
627.50 |
640.75 |
625.25 |
636.75 |
+2.75 |
534 |
8,217 |
+193 |
| Sep09 |
081117 |
632.00 |
643.50 |
632.00 |
643.50 |
+2.75 |
199 |
6,184 |
-10 |
| Total Volume and Open Interest |
97,820 |
348,296 |
-413 |
| Ethanol(CBOT) |
| Nov08 |
081105 |
1.765 |
1.879 |
1.765 |
1.879 |
+0.036 |
70 |
35 |
-65 |
| Dec08 |
081117 |
1.675 |
1.705 |
1.674 |
1.697 |
+0.036 |
25 |
321 |
+0 |
| Jan09 |
081117 |
1.669 |
1.710 |
1.669 |
1.699 |
+0.049 |
14 |
418 |
-4 |
| Feb09 |
081117 |
1.670 |
1.720 |
1.670 |
1.700 |
+0.050 |
2 |
211 |
+2 |
| Mar09 |
081117 |
1.650 |
1.730 |
1.650 |
1.710 |
+0.060 |
2 |
274 |
+2 |
| Apr09 |
081117 |
1.660 |
1.712 |
1.660 |
1.711 |
+0.061 |
2 |
338 |
+7 |
| May09 |
081117 |
1.711 |
1.730 |
1.711 |
1.730 |
+0.080 |
0 |
195 |
+0 |
| Jun09 |
081117 |
1.740 |
1.750 |
1.740 |
1.750 |
+0.100 |
0 |
179 |
+0 |
| Total Volume and Open Interest |
45 |
3,104 |
+7 |
| WTI Crude Oil(ICE |
| Dec08 |
081117 |
55.93 |
58.95 |
54.72 |
54.95 |
-2.09 |
69,205 |
77,373 |
-5,431 |
| Jan09 |
081117 |
56.26 |
59.48 |
55.26 |
55.49 |
-2.11 |
65,604 |
83,447 |
+159 |
| Feb09 |
081117 |
57.22 |
60.23 |
56.08 |
56.28 |
-2.12 |
13,849 |
29,444 |
-600 |
| Mar09 |
081117 |
58.19 |
61.10 |
57.00 |
57.15 |
-2.15 |
6,375 |
16,544 |
-229 |
| Apr09 |
081117 |
59.68 |
62.03 |
58.06 |
58.06 |
-2.19 |
2,512 |
11,919 |
-165 |
| May09 |
081117 |
60.61 |
62.94 |
58.99 |
58.99 |
-2.20 |
1,674 |
6,946 |
+196 |
| Jun09 |
081117 |
61.15 |
63.81 |
59.70 |
59.90 |
-2.20 |
3,833 |
41,592 |
+358 |
| Jul09 |
081117 |
62.35 |
63.17 |
60.78 |
60.78 |
-2.20 |
354 |
6,021 |
-29 |
| Aug09 |
081117 |
63.00 |
64.00 |
61.64 |
61.64 |
-2.19 |
248 |
4,335 |
+135 |
| Sep09 |
081117 |
63.70 |
64.20 |
62.49 |
62.49 |
-2.17 |
233 |
13,165 |
-1,565 |
| Oct09 |
081117 |
63.34 |
63.34 |
63.34 |
63.34 |
-2.14 |
206 |
1,675 |
-20 |
| Nov09 |
081117 |
64.18 |
64.18 |
64.18 |
64.18 |
-2.12 |
172 |
6,932 |
-58 |
| Dec09 |
081117 |
66.64 |
68.66 |
64.85 |
64.97 |
-2.11 |
4,585 |
70,469 |
-1,268 |
| Jan10 |
081117 |
65.72 |
65.72 |
65.72 |
65.72 |
-2.08 |
0 |
4,335 |
+0 |
| Feb10 |
081117 |
66.43 |
66.43 |
66.43 |
66.43 |
-2.05 |
0 |
3,111 |
+0 |
| Mar10 |
081117 |
67.14 |
67.14 |
67.14 |
67.14 |
-2.02 |
0 |
1,477 |
+0 |
| Total Volume and Open Interest |
170,287 |
499,332 |
-8,509 |
| US Dollar Index(ICE) |
| Dec08 |
081117 |
88.185 |
88.215 |
86.895 |
87.140 |
+0.355 |
3,051 |
36,420 |
+666 |
| Mar09 |
081117 |
88.860 |
88.860 |
87.595 |
87.860 |
+0.355 |
71 |
2,152 |
+23 |
| Jun09 |
081117 |
88.590 |
88.590 |
88.590 |
88.590 |
+0.355 |
0 |
87 |
+0 |
| Total Volume and Open Interest |
3,122 |
38,659 |
+689 |
| Australian Dollar(CME) |
| Dec08 |
081117 |
64.15 |
65.81 |
63.48 |
65.31 |
-1.08 |
27,032 |
60,824 |
-415 |
| Mar09 |
081117 |
64.10 |
66.15 |
63.31 |
65.12 |
-1.03 |
440 |
1,079 |
+57 |
| Jun09 |
081117 |
64.89 |
65.94 |
64.89 |
64.89 |
-1.05 |
0 |
304 |
+0 |
| Total Volume and Open Interest |
27,622 |
62,385 |
-208 |
| British Pound(CME) |
| Dec08 |
081117 |
146.58 |
150.72 |
146.36 |
150.14 |
+0.79 |
56,653 |
107,322 |
-1,207 |
| Mar09 |
081117 |
147.36 |
150.65 |
146.66 |
150.18 |
+0.79 |
386 |
3,441 |
+29 |
| Jun09 |
081117 |
150.00 |
150.42 |
146.72 |
150.12 |
+0.79 |
1 |
1,271 |
+0 |
| Total Volume and Open Interest |
57,040 |
112,049 |
-1,178 |
| Canadian Dollar(CME) |
| Dec08 |
081117 |
80.75 |
82.53 |
80.39 |
81.72 |
-0.29 |
31,412 |
84,647 |
-4,188 |
| Mar09 |
081117 |
80.81 |
82.56 |
80.48 |
81.73 |
-0.28 |
1,344 |
4,762 |
+24 |
| Jun09 |
081117 |
81.20 |
82.52 |
80.76 |
81.76 |
-0.29 |
1,300 |
1,777 |
-53 |
| Sep09 |
081117 |
81.77 |
82.50 |
81.03 |
81.77 |
-0.27 |
82 |
1,673 |
-13 |
| Total Volume and Open Interest |
34,143 |
93,451 |
-4,228 |
| Japanese Yen(CME) |
| Dec08 |
081117 |
104.04 |
104.40 |
102.59 |
103.24 |
+0.65 |
97,868 |
124,954 |
+805 |
| Mar09 |
081117 |
104.27 |
104.57 |
103.08 |
103.70 |
+0.62 |
288 |
1,768 |
+180 |
| Jun09 |
081117 |
104.10 |
104.93 |
103.51 |
104.10 |
+0.59 |
1 |
3,662 |
+1 |
| Total Volume and Open Interest |
98,157 |
130,396 |
+986 |
| Swiss Franc(CME) |
| Dec08 |
081117 |
83.51 |
84.15 |
83.25 |
83.53 |
-0.84 |
22,728 |
42,557 |
+448 |
| Mar09 |
081117 |
83.95 |
84.60 |
83.68 |
83.76 |
-0.84 |
303 |
1,258 |
+82 |
| Jun09 |
081117 |
84.16 |
84.84 |
84.00 |
84.00 |
-0.84 |
1 |
291 |
+1 |
| Total Volume and Open Interest |
23,032 |
44,114 |
+531 |
| EuroFX(CME) |
| Dec08 |
081117 |
125.43 |
127.28 |
124.96 |
126.63 |
-1.15 |
181,184 |
137,766 |
-3,373 |
| Mar09 |
081117 |
125.49 |
127.11 |
124.94 |
126.49 |
-1.16 |
502 |
26,588 |
+137 |
| Jun09 |
081117 |
126.52 |
127.68 |
125.13 |
126.52 |
-1.16 |
0 |
624 |
+0 |
| Total Volume and Open Interest |
181,686 |
165,963 |
-3,236 |
| Mexican Peso(CME) |
| Nov08 |
081117 |
765.2 |
772.8 |
765.2 |
765.2 |
-7.5 |
|
|
|
| Dec08 |
081117 |
765.0 |
765.0 |
751.0 |
755.2 |
-13.5 |
2,363 |
40,378 |
-289 |
| Total Volume and Open Interest |
2,366 |
40,902 |
-289 |
| 30-Year T-Bonds(CBOT) |
| Dec08 |
081117 |
118~250 |
119~205 |
118~090 |
118~260 |
+0~085 |
200,943 |
712,000 |
+637 |
| Mar09 |
081117 |
117~090 |
118~055 |
117~020 |
117~170 |
+0~090 |
12,142 |
32,325 |
+9,994 |
| Jun09 |
081117 |
116~135 |
116~135 |
116~045 |
116~135 |
+0~090 |
0 |
13 |
+0 |
| Total Volume and Open Interest |
213,085 |
744,342 |
+10,631 |
| 10-Year T-Notes(CBOT) |
| Dec08 |
081117 |
117~125 |
117~220 |
116~305 |
117~145 |
+0~170 |
491,582 |
1,175,605 |
-5,509 |
| Mar09 |
081117 |
115~040 |
115~125 |
114~235 |
115~070 |
+0~155 |
8,654 |
36,977 |
+2,954 |
| Jun09 |
081117 |
114~070 |
114~070 |
113~235 |
114~070 |
+0~155 |
|
|
|
| Total Volume and Open Interest |
500,236 |
1,212,582 |
-2,555 |
| 5-Year T-Notes(CBOT) |
| Dec08 |
081117 |
116~104 |
116~112 |
116~100 |
116~109 |
+0~041 |
256,632 |
0 |
+0 |
| Mar09 |
081117 |
114~053 |
114~100 |
114~037 |
114~079 |
+0~042 |
3,609 |
44,407 |
+397 |
| Jun09 |
081117 |
114~079 |
114~079 |
114~037 |
114~079 |
+0~042 |
|
|
|
| Total Volume and Open Interest |
276,754 |
1,283,759 |
-9,763 |
| 2 Year T-Notes(CBOT) |
| Dec08 |
081117 |
108~042 |
108~047 |
108~026 |
108~039 |
+0~008 |
163,093 |
665,161 |
+6,344 |
| Mar09 |
081117 |
107~065 |
107~065 |
107~046 |
107~052 |
+0~006 |
24 |
1,361 |
+2 |
| Jun09 |
081117 |
107~052 |
107~052 |
107~046 |
107~052 |
+0~006 |
|
|
|
| Total Volume and Open Interest |
163,117 |
666,522 |
+6,346 |
| Eurodollars(CME) |
| Dec08 |
081117 |
97.680 |
97.868 |
97.660 |
97.820 |
+0.115 |
216,601 |
1,568,989 |
+2,161 |
| Mar09 |
081117 |
97.870 |
98.050 |
97.825 |
98.015 |
+0.160 |
182,426 |
1,276,500 |
-1,662 |
| Jun09 |
081117 |
97.850 |
98.010 |
97.830 |
97.985 |
+0.150 |
202,054 |
977,793 |
+3,127 |
| Sep09 |
081117 |
97.790 |
97.915 |
97.780 |
97.890 |
+0.115 |
173,187 |
895,882 |
+2,236 |
| Dec09 |
081117 |
97.650 |
97.750 |
97.635 |
97.715 |
+0.085 |
192,291 |
784,535 |
-12,346 |
| Mar10 |
081117 |
97.600 |
97.685 |
97.570 |
97.640 |
+0.060 |
136,726 |
612,930 |
+7,228 |
| Jun10 |
081117 |
97.420 |
97.475 |
97.370 |
97.430 |
+0.050 |
92,980 |
396,534 |
-3,946 |
| Sep10 |
081117 |
97.120 |
97.190 |
97.080 |
97.150 |
+0.060 |
71,893 |
346,482 |
-434 |
| Dec10 |
081117 |
96.720 |
96.810 |
96.700 |
96.775 |
+0.075 |
43,248 |
243,031 |
-600 |
| Mar11 |
081117 |
96.450 |
96.540 |
96.410 |
96.500 |
+0.080 |
35,210 |
195,187 |
-616 |
| Jun11 |
081117 |
96.180 |
96.265 |
96.130 |
96.220 |
+0.080 |
31,929 |
198,811 |
+774 |
| Sep11 |
081117 |
95.960 |
96.035 |
95.930 |
95.990 |
+0.070 |
23,863 |
135,556 |
+1,618 |
| Dec11 |
081117 |
95.790 |
95.820 |
95.710 |
95.780 |
+0.060 |
6,819 |
93,895 |
-831 |
| Mar12 |
081117 |
95.730 |
95.750 |
95.655 |
95.715 |
+0.050 |
8,613 |
98,001 |
-725 |
| Jun12 |
081117 |
95.575 |
95.620 |
95.525 |
95.585 |
+0.045 |
6,871 |
71,988 |
-1,219 |
| Sep12 |
081117 |
95.455 |
95.520 |
95.425 |
95.480 |
+0.040 |
5,527 |
62,607 |
-71 |
| Dec12 |
081117 |
95.295 |
95.370 |
95.290 |
95.335 |
+0.035 |
4,474 |
54,420 |
-652 |
| Mar13 |
081117 |
95.270 |
95.320 |
95.255 |
95.295 |
+0.030 |
2,037 |
52,496 |
+286 |
| Total Volume and Open Interest |
1,464,923 |
8,339,387 |
-10,787 |
| 30 Day Federal Funds(CBOT) |
| Nov08 |
081117 |
99.630 |
99.635 |
99.595 |
99.628 |
+0.007 |
4,013 |
102,465 |
-636 |
| Dec08 |
081117 |
99.540 |
99.585 |
99.540 |
99.565 |
+0.025 |
3,744 |
67,701 |
-959 |
| Jan09 |
081117 |
99.460 |
99.505 |
99.440 |
99.495 |
+0.035 |
5,248 |
65,808 |
-2,091 |
| Feb09 |
081117 |
99.390 |
99.450 |
99.370 |
99.435 |
+0.045 |
5,935 |
72,759 |
+982 |
| Mar09 |
081117 |
99.335 |
99.390 |
99.325 |
99.370 |
+0.045 |
3,106 |
41,793 |
+502 |
| Apr09 |
081117 |
99.280 |
99.350 |
99.265 |
99.305 |
+0.040 |
2,456 |
35,172 |
+46 |
| Total Volume and Open Interest |
32,271 |
480,319 |
+444 |
| 30 Day Fed Funds(e-CBOT) |
| Nov08 |
081117 |
99.630 |
99.635 |
99.598 |
99.630 |
+0.010 |
3,940 |
0 |
-103,101 |
| Dec08 |
081117 |
99.540 |
99.585 |
99.540 |
99.570 |
+0.030 |
3,634 |
0 |
-68,660 |
| Jan09 |
081117 |
99.460 |
99.505 |
99.440 |
99.500 |
+0.040 |
5,138 |
0 |
-67,899 |
| Feb09 |
081117 |
99.390 |
99.450 |
99.370 |
99.450 |
+0.060 |
5,935 |
0 |
-71,777 |
| Mar09 |
081117 |
99.335 |
99.390 |
99.335 |
99.385 |
+0.060 |
3,033 |
0 |
-41,291 |
| Apr09 |
081117 |
99.280 |
99.350 |
99.280 |
99.315 |
+0.050 |
2,456 |
0 |
-35,126 |
| Total Volume and Open Interest |
31,715 |
|
|
| 3-Mth Euro-Yen(CME) |
| Dec08 |
081117 |
99.220 |
99.220 |
99.220 |
99.220 |
unch |
0 |
3,731 |
+0 |
| Mar09 |
081117 |
99.290 |
99.290 |
99.290 |
99.290 |
-0.015 |
0 |
4,874 |
+0 |
| Jun09 |
081117 |
99.350 |
99.350 |
99.350 |
99.350 |
-0.010 |
0 |
928 |
+0 |
| Sep09 |
081117 |
99.350 |
99.350 |
99.350 |
99.350 |
-0.010 |
0 |
480 |
+0 |
| Dec09 |
081117 |
99.315 |
99.315 |
99.315 |
99.315 |
-0.010 |
0 |
100 |
+0 |
| Mar10 |
081117 |
99.235 |
99.235 |
99.235 |
99.235 |
unch |
|
|
|
| Jun10 |
081117 |
99.175 |
99.175 |
99.175 |
99.175 |
unch |
|
|
|
| Sep10 |
081117 |
99.130 |
99.130 |
99.130 |
99.130 |
unch |
|
|
|
| Dec10 |
081117 |
99.120 |
99.120 |
99.120 |
99.120 |
+0.015 |
|
|
|
| Mar11 |
081117 |
99.035 |
99.035 |
99.035 |
99.035 |
+0.015 |
|
|
|
| Total Volume and Open Interest |
0 |
10,113 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Dec08 |
081117 |
99.23 |
99.23 |
99.23 |
99.23 |
+0.02 |
20 |
20,834 |
-1 |
| Mar09 |
081117 |
99.35 |
99.36 |
99.32 |
99.32 |
+0.01 |
0 |
11,412 |
+0 |
| Jun09 |
081117 |
99.40 |
99.41 |
99.39 |
99.39 |
+0.01 |
0 |
5,463 |
+0 |
| Sep09 |
081117 |
99.40 |
99.41 |
99.35 |
99.35 |
+0.01 |
111 |
2,885 |
+73 |
| Dec09 |
081117 |
99.32 |
99.32 |
99.32 |
99.32 |
+0.01 |
0 |
974 |
+0 |
| Mar10 |
081117 |
99.21 |
99.21 |
99.21 |
99.21 |
+0.01 |
0 |
880 |
+0 |
| Jun10 |
081117 |
99.14 |
99.14 |
99.14 |
99.14 |
+0.01 |
0 |
513 |
+0 |
| Sep10 |
081117 |
99.10 |
99.10 |
99.10 |
99.10 |
+0.01 |
0 |
252 |
+0 |
| Total Volume and Open Interest |
131 |
45,333 |
+72 |
| Japanese Gov't Bonds(SGX) |
| Dec08 |
081117 |
138.67 |
138.75 |
138.22 |
138.50 |
+0.13 |
1,555 |
9,959 |
+34 |
| Mar09 |
081117 |
138.50 |
138.50 |
138.50 |
138.50 |
+0.13 |
|
|
|
| Jun09 |
081117 |
138.50 |
138.50 |
138.50 |
138.50 |
+0.13 |
|
|
|
| Total Volume and Open Interest |
1,555 |
9,959 |
+34 |
| Euro-Bund(EUREX) |
| Dec08 |
081117 |
118.61 |
118.84 |
118.39 |
118.74 |
-0.02 |
583,770 |
1,052,295 |
-3,986 |
| Mar09 |
081117 |
118.71 |
118.92 |
118.53 |
118.86 |
-0.05 |
1,947 |
17,675 |
-328 |
| Jun09 |
081117 |
119.64 |
119.64 |
119.64 |
119.64 |
-0.02 |
65 |
0 |
+0 |
| Total Volume and Open Interest |
585,782 |
1,069,970 |
-4,314 |
| Euro-Bobl(EUREX) |
| Dec08 |
081117 |
113.80 |
114.04 |
113.70 |
113.93 |
-0.04 |
333,682 |
987,351 |
-15,279 |
| Mar09 |
081117 |
113.73 |
113.95 |
113.73 |
113.93 |
-0.05 |
3,242 |
21,771 |
+2,669 |
| Jun09 |
081117 |
114.43 |
114.43 |
114.43 |
114.43 |
-0.04 |
|
|
|
| Total Volume and Open Interest |
336,924 |
1,009,122 |
-12,610 |
| 3-Mth Euribor(EUREX) |
| Dec08 |
081117 |
96.385 |
96.460 |
96.385 |
96.450 |
+0.045 |
548 |
20,816 |
-63 |
| Mar09 |
081117 |
97.170 |
97.275 |
97.170 |
97.275 |
+0.085 |
177 |
5,474 |
-20 |
| Jun09 |
081117 |
97.325 |
97.445 |
97.325 |
97.445 |
+0.110 |
43 |
2,837 |
-33 |
| Total Volume and Open Interest |
892 |
37,118 |
-180 |
| Long Gilt(LIFFE) |
| Dec08 |
081117 |
115~01 |
115~01 |
114~15 |
114~23 |
-0~10 |
58,487 |
340,940 |
+208 |
| Mar09 |
081117 |
113~27 |
113~28 |
113~20 |
113~26 |
-0~09 |
50 |
150 |
+50 |
| Total Volume and Open Interest |
58,537 |
341,090 |
+258 |
| 3-Mth Short Sterling(LIFFE) |
| Dec08 |
081117 |
96.40 |
96.50 |
96.36 |
96.50 |
+0.08 |
72,522 |
459,059 |
+7,042 |
| Mar09 |
081117 |
97.28 |
97.39 |
97.26 |
97.37 |
+0.06 |
49,160 |
433,597 |
-626 |
| Jun09 |
081117 |
97.40 |
97.48 |
97.37 |
97.46 |
+0.04 |
41,538 |
303,114 |
-2,773 |
| Sep09 |
081117 |
97.26 |
97.33 |
97.24 |
97.32 |
+0.04 |
29,932 |
215,671 |
+1,331 |
| Dec09 |
081117 |
97.00 |
97.05 |
96.96 |
97.04 |
+0.04 |
29,545 |
262,814 |
-210 |
| Mar10 |
081117 |
96.80 |
96.86 |
96.76 |
96.84 |
+0.04 |
18,666 |
166,526 |
+788 |
| Total Volume and Open Interest |
261,113 |
2,065,211 |
+7,059 |
| 3-Mth Euribor(LIFFE) |
| Dec08 |
081117 |
96.400 |
96.470 |
96.365 |
96.450 |
+0.050 |
159,646 |
766,375 |
-13,546 |
| Mar09 |
081117 |
97.205 |
97.295 |
97.160 |
97.275 |
+0.085 |
136,205 |
609,452 |
-26,710 |
| Jun09 |
081117 |
97.335 |
97.460 |
97.315 |
97.445 |
+0.110 |
106,015 |
522,604 |
+14,290 |
| Total Volume and Open Interest |
687,171 |
3,550,885 |
-23,134 |
| 3-Mth Aus T-Bills(SFE) |
| Dec08 |
081117 |
95.71 |
95.75 |
95.65 |
95.70 |
-0.01 |
14,301 |
751,891 |
+4,877 |
| Mar09 |
081117 |
96.51 |
96.60 |
96.45 |
96.51 |
unch |
11,293 |
336,247 |
+3,764 |
| Jun09 |
081117 |
96.43 |
96.60 |
96.43 |
96.50 |
unch |
2,817 |
185,509 |
+852 |
| Sep09 |
081117 |
96.18 |
96.33 |
96.18 |
96.24 |
+0.04 |
1,678 |
120,583 |
+548 |
| Dec09 |
081117 |
95.80 |
95.89 |
95.79 |
95.83 |
+0.03 |
1,263 |
80,495 |
+488 |
| Mar10 |
081117 |
95.30 |
95.38 |
95.30 |
95.34 |
+0.04 |
1,145 |
40,787 |
+462 |
| Jun10 |
081117 |
94.86 |
94.90 |
94.84 |
94.88 |
+0.02 |
685 |
33,773 |
+407 |
| Sep10 |
081117 |
94.45 |
94.52 |
94.45 |
94.52 |
+0.05 |
262 |
16,932 |
+210 |
| Dec10 |
081117 |
94.20 |
94.22 |
94.20 |
94.22 |
+0.05 |
7 |
3,738 |
+5 |
| Mar11 |
081117 |
94.00 |
94.00 |
94.00 |
94.00 |
+0.05 |
0 |
961 |
+0 |
| Total Volume and Open Interest |
33,493 |
1,571,803 |
+11,615 |
| 10-Year Aus T-Bonds(SFE) |
| Dec08 |
081117 |
94.96 |
95.10 |
94.94 |
95.03 |
+0.07 |
17,235 |
352,297 |
+7,519 |
| Mar09 |
081117 |
94.97 |
94.97 |
94.97 |
94.97 |
+0.06 |
|
|
|
| Total Volume and Open Interest |
17,235 |
352,297 |
+7,519 |
| 3-Year Aus T-Bonds(SFE) |
| Dec08 |
081117 |
96.17 |
96.29 |
96.12 |
96.21 |
+0.07 |
46,847 |
575,717 |
+1,026 |
| Mar09 |
081117 |
96.01 |
96.01 |
96.01 |
96.01 |
+0.07 |
|
|
|
| Total Volume and Open Interest |
46,847 |
575,717 |
+1,026 |
| Gold(CMX) |
| Dec08 |
081117 |
740.0 |
748.7 |
729.6 |
742.0 |
-0.5 |
132,640 |
128,634 |
-16,261 |
| Feb09 |
081117 |
745.0 |
750.0 |
731.5 |
743.6 |
-0.7 |
26,989 |
65,524 |
+10,616 |
| Apr09 |
081117 |
742.1 |
750.1 |
735.0 |
745.2 |
-0.8 |
1,001 |
23,680 |
+399 |
| Jun09 |
081117 |
744.0 |
752.0 |
739.3 |
747.0 |
-0.9 |
4,967 |
22,198 |
+2,004 |
| Aug09 |
081117 |
749.0 |
749.0 |
749.0 |
749.0 |
-0.9 |
0 |
11,775 |
+0 |
| Oct09 |
081117 |
750.9 |
750.9 |
750.9 |
750.9 |
-1.0 |
200 |
2,898 |
-25 |
| Dec09 |
081117 |
742.0 |
755.2 |
742.0 |
753.0 |
-1.0 |
2,096 |
13,200 |
-498 |
| Feb10 |
081117 |
755.2 |
755.2 |
755.2 |
755.2 |
-1.1 |
0 |
696 |
+0 |
| Apr10 |
081117 |
757.4 |
757.4 |
757.4 |
757.4 |
-1.3 |
0 |
35 |
+0 |
| Jun10 |
081117 |
759.7 |
759.7 |
759.7 |
759.7 |
-1.4 |
10 |
2,251 |
+10 |
| Aug10 |
081117 |
762.3 |
762.3 |
762.3 |
762.3 |
-1.4 |
0 |
100 |
+0 |
| Total Volume and Open Interest |
168,299 |
289,770 |
-3,655 |
| Silver(CMX) |
| Dec08 |
081117 |
942.0 |
966.5 |
921.0 |
933.0 |
-16.0 |
20,097 |
34,409 |
-4,694 |
| Mar09 |
081117 |
959.5 |
968.0 |
928.0 |
936.5 |
-16.3 |
6,088 |
28,287 |
+3,733 |
| May09 |
081117 |
931.5 |
951.5 |
931.5 |
938.4 |
-16.8 |
52 |
6,731 |
+16 |
| Jul09 |
081117 |
945.5 |
945.5 |
939.8 |
939.8 |
-17.0 |
40 |
7,291 |
+11 |
| Sep09 |
081117 |
940.8 |
940.8 |
940.8 |
940.8 |
-17.0 |
70 |
3,193 |
+2 |
| Dec09 |
081117 |
950.5 |
959.0 |
933.0 |
942.4 |
-17.0 |
45 |
3,534 |
+6 |
| Mar10 |
081117 |
944.7 |
944.7 |
944.7 |
944.7 |
-17.0 |
0 |
754 |
+0 |
| Total Volume and Open Interest |
26,538 |
92,566 |
-1,046 |
| Platinum(NYMEX) |
| Jan09 |
081117 |
841.1 |
874.5 |
814.1 |
820.6 |
-24.5 |
1,189 |
15,455 |
+111 |
| Apr09 |
081117 |
874.9 |
874.9 |
822.9 |
826.4 |
-24.7 |
30 |
952 |
+24 |
| Total Volume and Open Interest |
1,219 |
16,407 |
+135 |
| Palladium(NYMEX) |
| Dec08 |
081117 |
215.00 |
222.80 |
214.10 |
217.70 |
+1.05 |
785 |
7,667 |
-517 |
| Mar09 |
081117 |
218.40 |
224.50 |
216.75 |
219.55 |
+1.25 |
439 |
5,772 |
+334 |
| Jun09 |
081117 |
222.15 |
222.15 |
221.55 |
221.55 |
+1.25 |
0 |
13 |
+0 |
| Total Volume and Open Interest |
1,224 |
13,452 |
-183 |
| Copper(CMX) |
| Dec08 |
081117 |
171.50 |
171.60 |
161.70 |
165.65 |
-5.15 |
11,721 |
25,087 |
-2,589 |
| Mar09 |
081117 |
169.80 |
169.80 |
162.75 |
166.70 |
-4.80 |
5,370 |
35,926 |
+2,256 |
| May09 |
081117 |
167.20 |
168.15 |
167.20 |
168.10 |
-4.80 |
148 |
3,494 |
-11 |
| Jul09 |
081117 |
166.75 |
169.25 |
166.75 |
169.25 |
-4.75 |
39 |
1,761 |
+2 |
| Sep09 |
081117 |
168.75 |
170.25 |
168.75 |
170.25 |
-4.75 |
14 |
1,569 |
+0 |
| Total Volume and Open Interest |
17,748 |
78,318 |
-527 |
| DJIA Index(CBOT) |
| Dec08 |
081117 |
8390 |
8550 |
8230 |
8259 |
-112 |
2,703 |
26,385 |
-416 |
| Mar09 |
081117 |
8344 |
8405 |
8221 |
8221 |
-115 |
62 |
153 |
+33 |
| Jun09 |
081117 |
8191 |
8306 |
8191 |
8191 |
-115 |
|
|
|
| Sep09 |
081117 |
8156 |
8271 |
8156 |
8156 |
-115 |
|
|
|
| Total Volume and Open Interest |
2,765 |
26,538 |
-383 |
| S & P 500(CME) |
| Dec08 |
081117 |
863.60 |
881.70 |
847.50 |
851.00 |
-10.50 |
47,256 |
618,159 |
-3,169 |
| Mar09 |
081117 |
855.00 |
880.10 |
846.10 |
849.50 |
-10.60 |
279 |
12,884 |
+137 |
| Jun09 |
081117 |
849.00 |
880.10 |
846.10 |
849.00 |
-11.10 |
11 |
8,399 |
+5 |
| Sep09 |
081117 |
846.30 |
877.80 |
843.80 |
846.30 |
-11.50 |
0 |
768 |
+0 |
| Total Volume and Open Interest |
47,546 |
640,210 |
-3,027 |
| S & P 500 E-Mini(Globex) |
| Dec08 |
081117 |
862.00 |
881.75 |
847.00 |
851.00 |
-10.50 |
3,372,229 |
3,083,912 |
+52,107 |
| Mar09 |
081117 |
862.50 |
880.00 |
845.75 |
849.50 |
-10.50 |
8,422 |
100,028 |
+4,671 |
| Total Volume and Open Interest |
3,380,653 |
3,189,604 |
+56,778 |
| NASDAQ 100(CME) |
| Dec08 |
081117 |
1154.80 |
1190.00 |
1140.00 |
1158.50 |
+3.00 |
3,040 |
31,284 |
+274 |
| Mar09 |
081117 |
1160.50 |
1164.00 |
1160.50 |
1160.50 |
+2.50 |
0 |
7 |
+0 |
| Jun09 |
081117 |
1162.30 |
1165.80 |
1162.30 |
1162.30 |
+2.50 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
3,040 |
31,296 |
+274 |
| NASDAQ 100 E-Mini(Globex) |
| Dec08 |
081117 |
1157.30 |
1188.80 |
1139.30 |
1158.50 |
+3.00 |
439,353 |
368,623 |
+8,583 |
| Mar09 |
081117 |
1145.00 |
1189.80 |
1141.80 |
1160.50 |
+2.50 |
475 |
496 |
-13 |
| Total Volume and Open Interest |
439,828 |
370,736 |
+8,570 |
| S & P Midcap 400(CME) |
| Dec08 |
081117 |
492.00 |
505.00 |
486.00 |
489.00 |
-0.40 |
80 |
6,809 |
+42 |
| Mar09 |
081117 |
488.40 |
488.40 |
485.40 |
488.40 |
-0.40 |
|
|
|
| Jun09 |
081117 |
486.60 |
486.60 |
483.60 |
486.60 |
-0.40 |
|
|
|
| Total Volume and Open Interest |
80 |
6,809 |
+42 |
| 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 |
081117 |
8420 |
8580 |
8380 |
8420 |
-30 |
15,644 |
64,478 |
-1,531 |
| Mar09 |
081117 |
8560 |
8570 |
8560 |
8560 |
-40 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
15,644 |
64,482 |
-1,531 |
| Nikkei 225(SGX) |
| Dec08 |
081117 |
8340 |
8795 |
8205 |
8450 |
-65 |
92,200 |
259,747 |
-725 |
| Mar09 |
081117 |
8380 |
8800 |
8230 |
8525 |
+60 |
312 |
1,283 |
-3 |
| Jun09 |
081117 |
8440 |
8440 |
8440 |
8440 |
+60 |
0 |
158 |
+0 |
| Total Volume and Open Interest |
92,512 |
261,250 |
-728 |
| CAC 40(EURONEXT) |
| Nov08 |
081117 |
3277.0 |
3311.5 |
3165.5 |
3184.5 |
-106.0 |
149,732 |
524,324 |
+9,777 |
| Dec08 |
081117 |
3274.5 |
3305.5 |
3165.0 |
3182.0 |
-106.0 |
1,864 |
42,506 |
+916 |
| Jan09 |
081117 |
3275.0 |
3275.0 |
3191.0 |
3191.0 |
-106.0 |
189 |
526 |
+69 |
| Total Volume and Open Interest |
151,857 |
571,031 |
+10,781 |
| Hang Seng Index(HKFE) |
| Nov08 |
081117 |
13580 |
13690 |
13181 |
13461 |
-121 |
61,585 |
80,670 |
-998 |
| Dec08 |
081117 |
13640 |
13695 |
13200 |
13469 |
-121 |
802 |
5,618 |
+176 |
| Total Volume and Open Interest |
62,413 |
87,209 |
-819 |
| DAX(EUREX) |
| Dec08 |
081117 |
4692.5 |
4747.0 |
4525.0 |
4558.0 |
-183.5 |
180,323 |
221,006 |
+599 |
| Mar09 |
081117 |
4737.0 |
4778.5 |
4556.0 |
4587.0 |
-184.0 |
1,467 |
13,673 |
+152 |
| Jun09 |
081117 |
4748.0 |
4805.5 |
4585.0 |
4616.5 |
-186.5 |
779 |
3,250 |
+214 |
| Total Volume and Open Interest |
182,569 |
237,929 |
+965 |
| FT-SE 100(EURONEXT) |
| Dec08 |
081117 |
4187.00 |
4247.00 |
4102.50 |
4108.00 |
-123.50 |
164,378 |
745,338 |
+8,751 |
| Mar09 |
081117 |
4201.00 |
4212.50 |
4084.00 |
4084.00 |
-125.00 |
107 |
9,053 |
+3 |
| Jun09 |
081117 |
4063.00 |
4063.00 |
4063.00 |
4063.00 |
-123.50 |
0 |
75 |
+0 |
| Total Volume and Open Interest |
164,485 |
754,466 |
+8,754 |
| SPI 200(SFE) |
| Dec08 |
081117 |
3763.0 |
3799.0 |
3641.0 |
3697.0 |
-60.0 |
32,933 |
338,113 |
+10,844 |
| Mar09 |
081117 |
3726.0 |
3743.0 |
3600.0 |
3657.0 |
-61.0 |
23 |
1,889 |
+2 |
| Jun09 |
081117 |
3654.0 |
3654.0 |
3654.0 |
3654.0 |
-62.0 |
1 |
2,559 |
-1 |
| Total Volume and Open Interest |
32,958 |
343,470 |
+10,845 |
| GSCI(CME) |
| Dec08 |
081117 |
400.00 |
411.00 |
397.00 |
397.00 |
-8.00 |
923 |
15,092 |
+15 |
| Jan09 |
081117 |
401.00 |
416.00 |
401.00 |
401.00 |
-10.00 |
5 |
5 |
+5 |
| Feb09 |
081117 |
407.00 |
407.00 |
407.00 |
407.00 |
|
|
|
|
| Reuters CCI(ICE) |
| Jan09 |
081117 |
363.35 |
363.35 |
360.50 |
360.50 |
-4.50 |
3 |
869 |
+0 |
| Feb09 |
081117 |
362.50 |
362.50 |
362.50 |
362.50 |
-4.50 |
2 |
6 |
+1 |
| Apr09 |
081117 |
367.50 |
367.50 |
367.50 |
367.50 |
-4.50 |
0 |
400 |
+0 |
| Total Volume and Open Interest |
0 |
2 |
+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. |
|
|