|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu December 18, 2008 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan09 |
081218 |
861.00 |
873.25 |
854.50 |
869.50 |
+5.50 |
68,580 |
75,813 |
+0 |
| Mar09 |
081218 |
867.50 |
878.25 |
859.00 |
874.50 |
+5.50 |
34,951 |
123,974 |
+0 |
| May09 |
081218 |
876.00 |
889.00 |
871.50 |
886.00 |
+5.50 |
4,321 |
28,431 |
+0 |
| Jul09 |
081218 |
882.50 |
900.25 |
881.75 |
897.25 |
+5.75 |
4,937 |
34,382 |
+0 |
| Aug09 |
081218 |
892.00 |
902.00 |
890.00 |
900.50 |
+5.50 |
59 |
1,556 |
+0 |
| Sep09 |
081218 |
892.50 |
902.00 |
892.00 |
902.00 |
+6.00 |
79 |
865 |
+0 |
| Nov09 |
081218 |
892.00 |
904.50 |
885.50 |
902.25 |
+6.25 |
2,050 |
43,450 |
+0 |
| Total Volume and Open Interest |
115,030 |
313,814 |
-6,946 |
| Soybean Meal(CBOT) |
| Jan09 |
081218 |
263.00 |
266.60 |
260.50 |
266.30 |
+3.10 |
19,114 |
30,622 |
+0 |
| Mar09 |
081218 |
263.80 |
266.80 |
260.60 |
266.60 |
+3.50 |
11,672 |
41,800 |
+0 |
| May09 |
081218 |
267.00 |
270.00 |
264.70 |
269.80 |
+3.50 |
2,893 |
16,248 |
+0 |
| Jul09 |
081218 |
269.10 |
273.50 |
267.90 |
273.30 |
+3.60 |
3,854 |
16,859 |
+0 |
| Aug09 |
081218 |
271.50 |
274.70 |
270.80 |
274.70 |
+3.60 |
434 |
4,726 |
+0 |
| Sep09 |
081218 |
272.30 |
276.50 |
272.00 |
275.10 |
+3.60 |
360 |
3,698 |
+0 |
| Oct09 |
081218 |
269.70 |
273.80 |
269.70 |
273.80 |
+4.00 |
298 |
2,168 |
+0 |
| Dec09 |
081218 |
270.20 |
275.00 |
270.00 |
275.00 |
+4.00 |
784 |
10,385 |
+0 |
| Total Volume and Open Interest |
39,409 |
127,105 |
+1,554 |
| Soybean Oil(CBOT) |
| Jan09 |
081218 |
30.85 |
31.21 |
30.45 |
30.70 |
-0.30 |
28,686 |
65,674 |
+0 |
| Mar09 |
081218 |
31.15 |
31.56 |
30.81 |
31.04 |
-0.32 |
15,407 |
73,590 |
+0 |
| May09 |
081218 |
31.52 |
31.61 |
31.22 |
31.40 |
-0.33 |
3,242 |
21,341 |
+0 |
| Jul09 |
081218 |
32.23 |
32.28 |
31.54 |
31.75 |
-0.32 |
2,095 |
24,342 |
+0 |
| Aug09 |
081218 |
31.89 |
32.16 |
31.82 |
31.94 |
-0.33 |
374 |
4,941 |
+0 |
| Sep09 |
081218 |
32.16 |
32.30 |
32.00 |
32.13 |
-0.33 |
157 |
4,856 |
+0 |
| Oct09 |
081218 |
32.25 |
32.53 |
32.22 |
32.28 |
-0.33 |
110 |
3,811 |
+0 |
| Dec09 |
081218 |
32.67 |
32.76 |
32.50 |
32.52 |
-0.33 |
105 |
20,161 |
+0 |
| Total Volume and Open Interest |
50,226 |
224,445 |
+2,516 |
| Canola(WCE) |
| Jan09 |
081218 |
378.2 |
392.5 |
378.2 |
388.5 |
+1.7 |
5,952 |
16,168 |
+0 |
| Mar09 |
081218 |
388.2 |
399.6 |
384.8 |
395.3 |
+1.5 |
8,670 |
54,950 |
+0 |
| May09 |
081218 |
399.1 |
406.9 |
399.1 |
404.2 |
+1.1 |
1,193 |
4,845 |
+0 |
| Jul09 |
081218 |
412.7 |
416.9 |
408.6 |
413.4 |
+0.6 |
514 |
5,865 |
+0 |
| Nov09 |
081218 |
424.0 |
429.9 |
424.0 |
427.1 |
+1.1 |
75 |
6,434 |
+0 |
| Total Volume and Open Interest |
16,404 |
88,317 |
+1,997 |
| Corn(CBOT) |
| Mar09 |
081218 |
388.00 |
394.50 |
380.00 |
389.50 |
unch |
127,605 |
376,413 |
+0 |
| May09 |
081218 |
399.00 |
405.00 |
391.00 |
400.25 |
-0.25 |
15,454 |
111,838 |
+0 |
| Jul09 |
081218 |
409.50 |
415.00 |
401.75 |
410.75 |
-0.25 |
14,977 |
121,619 |
+0 |
| Sep09 |
081218 |
421.00 |
425.00 |
412.75 |
421.00 |
-0.50 |
2,992 |
28,835 |
+0 |
| Dec09 |
081218 |
433.50 |
440.50 |
425.75 |
434.75 |
-0.50 |
14,266 |
141,417 |
+0 |
| Mar10 |
081218 |
445.75 |
450.00 |
439.75 |
446.50 |
-0.75 |
310 |
10,536 |
+0 |
| Total Volume and Open Interest |
176,598 |
825,326 |
+27 |
| Wheat(CBOT) |
| Mar09 |
081218 |
556.50 |
575.50 |
553.50 |
571.50 |
+14.00 |
33,129 |
132,987 |
+0 |
| May09 |
081218 |
570.50 |
587.50 |
566.50 |
584.25 |
+14.00 |
1,830 |
26,406 |
+0 |
| Jul09 |
081218 |
583.00 |
600.00 |
579.00 |
596.50 |
+14.00 |
5,020 |
48,930 |
+0 |
| Sep09 |
081218 |
603.00 |
617.25 |
599.75 |
617.25 |
+12.75 |
1,625 |
16,968 |
+0 |
| Dec09 |
081218 |
624.25 |
641.50 |
620.50 |
638.75 |
+13.50 |
3,809 |
22,435 |
+0 |
| Total Volume and Open Interest |
45,705 |
254,224 |
+567 |
| Wheat(KCBT) |
| Mar09 |
081218 |
578.00 |
596.00 |
575.00 |
590.50 |
+12.25 |
6,188 |
41,531 |
+0 |
| May09 |
081218 |
589.75 |
605.00 |
586.50 |
602.00 |
+12.25 |
674 |
8,848 |
+0 |
| Jul09 |
081218 |
600.75 |
617.50 |
597.75 |
613.50 |
+12.25 |
1,542 |
17,958 |
+0 |
| Sep09 |
081218 |
612.00 |
627.00 |
610.25 |
625.00 |
+12.75 |
81 |
3,326 |
+0 |
| Dec09 |
081218 |
630.00 |
646.25 |
629.00 |
643.50 |
+13.00 |
688 |
7,489 |
+0 |
| Total Volume and Open Interest |
9,188 |
80,720 |
+1,190 |
| Wheat(MGE) |
| Dec08 |
081212 |
604.00 |
604.00 |
604.00 |
604.00 |
-20.50 |
11 |
14 |
-134 |
| Mar09 |
081218 |
618.00 |
637.00 |
615.00 |
631.00 |
+12.00 |
2,907 |
13,155 |
+0 |
| May09 |
081218 |
618.00 |
637.50 |
618.00 |
633.00 |
+13.75 |
813 |
8,428 |
+0 |
| Jul09 |
081218 |
629.25 |
642.00 |
623.00 |
638.50 |
+14.00 |
462 |
3,187 |
+0 |
| Sep09 |
081218 |
632.75 |
647.25 |
629.00 |
641.25 |
+10.50 |
259 |
3,387 |
+0 |
| Total Volume and Open Interest |
4,573 |
30,178 |
+1,118 |
| Oats(CBOT) |
| Mar09 |
081218 |
219.00 |
225.25 |
218.00 |
222.00 |
unch |
721 |
6,760 |
+0 |
| May09 |
081218 |
234.25 |
234.25 |
231.00 |
231.00 |
unch |
133 |
2,259 |
+0 |
| Jul09 |
081218 |
241.50 |
242.25 |
240.50 |
240.50 |
unch |
154 |
3,912 |
+0 |
| Sep09 |
081218 |
250.00 |
250.00 |
250.00 |
250.00 |
unch |
2 |
3 |
+0 |
| Total Volume and Open Interest |
1,048 |
16,777 |
+97 |
| Rough Rice(CBOT) |
| Jan09 |
081218 |
14.89 |
15.00 |
14.55 |
15.00 |
+0.02 |
138 |
1,958 |
+0 |
| Mar09 |
081218 |
14.97 |
14.97 |
14.48 |
14.88 |
-0.11 |
368 |
3,877 |
+0 |
| May09 |
081218 |
14.64 |
15.13 |
14.64 |
15.03 |
-0.10 |
22 |
526 |
+0 |
| Jul09 |
081218 |
15.16 |
15.23 |
15.16 |
15.16 |
-0.06 |
5 |
175 |
+0 |
| Total Volume and Open Interest |
533 |
6,936 |
-9 |
| Live Cattle(CME) |
| Dec08 |
081218 |
86.000 |
86.250 |
84.400 |
84.700 |
-1.750 |
3,384 |
7,999 |
+0 |
| Feb09 |
081218 |
87.180 |
87.180 |
85.250 |
85.700 |
-1.185 |
17,020 |
101,461 |
+0 |
| Apr09 |
081218 |
89.500 |
89.635 |
87.950 |
88.385 |
-1.065 |
9,810 |
60,155 |
+0 |
| Jun09 |
081218 |
85.550 |
85.650 |
84.580 |
84.950 |
-0.850 |
3,936 |
23,672 |
+0 |
| Aug09 |
081218 |
85.250 |
85.250 |
84.285 |
84.580 |
-0.720 |
1,757 |
12,148 |
+0 |
| Oct09 |
081218 |
87.800 |
87.950 |
87.000 |
87.700 |
-0.700 |
249 |
4,080 |
+0 |
| Total Volume and Open Interest |
36,283 |
212,233 |
+267 |
| Feeder Cattle(CME) |
| Jan09 |
081218 |
93.900 |
93.900 |
91.500 |
92.400 |
-1.050 |
1,749 |
6,365 |
+0 |
| Mar09 |
081218 |
93.000 |
93.000 |
91.100 |
91.785 |
-1.195 |
2,291 |
10,083 |
+0 |
| Apr09 |
081218 |
93.850 |
93.850 |
92.100 |
92.800 |
-1.050 |
272 |
2,106 |
+0 |
| May09 |
081218 |
94.330 |
94.330 |
92.800 |
93.300 |
-1.550 |
203 |
1,378 |
+0 |
| Aug09 |
081218 |
96.000 |
96.000 |
94.900 |
95.450 |
-1.050 |
95 |
781 |
+0 |
| Sep09 |
081218 |
95.535 |
96.450 |
95.400 |
95.550 |
-1.200 |
2 |
97 |
+0 |
| Oct09 |
081218 |
95.750 |
95.800 |
95.750 |
95.750 |
-1.000 |
2 |
26 |
+0 |
| Total Volume and Open Interest |
4,614 |
20,858 |
-349 |
| Lean Hogs(CME) |
| Feb09 |
081218 |
62.650 |
62.800 |
62.200 |
62.485 |
-0.145 |
9,797 |
72,118 |
+0 |
| Apr09 |
081218 |
69.500 |
69.950 |
69.300 |
69.650 |
+0.175 |
3,662 |
40,998 |
+0 |
| May09 |
081218 |
78.000 |
78.700 |
77.635 |
78.700 |
+0.520 |
129 |
1,524 |
+0 |
| Jun09 |
081218 |
79.450 |
79.900 |
79.000 |
79.725 |
+0.250 |
2,382 |
29,052 |
+0 |
| Jul09 |
081218 |
78.900 |
79.600 |
78.600 |
79.550 |
+0.400 |
195 |
4,786 |
+0 |
| Aug09 |
081218 |
76.700 |
77.400 |
76.680 |
77.285 |
+0.205 |
95 |
3,769 |
+0 |
| Oct09 |
081218 |
70.000 |
70.300 |
69.750 |
70.200 |
+0.150 |
65 |
2,537 |
+0 |
| Dec09 |
081218 |
67.200 |
67.500 |
66.900 |
67.350 |
+0.350 |
51 |
780 |
+0 |
| Total Volume and Open Interest |
16,379 |
155,662 |
-1,513 |
| Pork Bellies(CME) |
| Feb09 |
081218 |
88.000 |
89.700 |
88.000 |
88.980 |
+2.000 |
133 |
811 |
+0 |
| Mar09 |
081218 |
88.500 |
88.500 |
86.500 |
86.500 |
+2.500 |
0 |
132 |
+0 |
| May09 |
081218 |
89.600 |
89.600 |
86.250 |
87.100 |
+2.000 |
0 |
222 |
+0 |
| Jul09 |
081218 |
90.800 |
90.800 |
88.000 |
88.000 |
+1.700 |
0 |
108 |
+0 |
| Aug09 |
081218 |
89.250 |
90.000 |
89.250 |
90.000 |
+2.000 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
133 |
1,274 |
+16 |
| Class III Milk(CME) |
| Dec08 |
081218 |
15.16 |
15.18 |
15.06 |
15.08 |
-0.08 |
14 |
5,210 |
+0 |
| Jan09 |
081218 |
12.65 |
12.83 |
12.07 |
12.29 |
-0.38 |
434 |
4,367 |
+0 |
| Feb09 |
081218 |
12.71 |
12.71 |
12.10 |
12.35 |
-0.30 |
181 |
3,967 |
+0 |
| Mar09 |
081218 |
12.65 |
12.65 |
12.14 |
12.38 |
-0.28 |
146 |
3,320 |
+0 |
| Apr09 |
081218 |
12.94 |
12.94 |
12.50 |
12.75 |
-0.16 |
77 |
2,729 |
+0 |
| Total Volume and Open Interest |
1,400 |
37,009 |
+534 |
| Cocoa(ICE) |
| Mar09 |
081218 |
2616 |
2718 |
2541 |
2672 |
+56 |
5,188 |
61,068 |
+0 |
| May09 |
081218 |
2600 |
2705 |
2538 |
2661 |
+52 |
850 |
22,466 |
+0 |
| Jul09 |
081218 |
2550 |
2677 |
2518 |
2638 |
+47 |
233 |
9,720 |
+0 |
| Sep09 |
081218 |
2534 |
2616 |
2493 |
2616 |
+45 |
118 |
6,558 |
+0 |
| Dec09 |
081218 |
2518 |
2598 |
2480 |
2598 |
+50 |
90 |
9,183 |
+0 |
| Mar10 |
081218 |
2572 |
2572 |
2572 |
2572 |
+46 |
0 |
2,421 |
+0 |
| May10 |
081218 |
2554 |
2554 |
2554 |
2554 |
+39 |
0 |
1,569 |
+0 |
| Total Volume and Open Interest |
6,479 |
113,238 |
-133 |
| Coffee "C"(ICE) |
| Dec08 |
081218 |
111.65 |
111.65 |
110.70 |
110.70 |
+0.20 |
8 |
28 |
+0 |
| Mar09 |
081218 |
112.50 |
113.60 |
111.70 |
112.50 |
+0.20 |
5,162 |
71,709 |
+0 |
| May09 |
081218 |
114.90 |
115.90 |
114.40 |
114.80 |
+0.20 |
697 |
26,631 |
+0 |
| Jul09 |
081218 |
117.10 |
117.45 |
116.60 |
117.05 |
+0.25 |
800 |
6,617 |
+0 |
| Sep09 |
081218 |
119.15 |
120.00 |
118.85 |
119.10 |
+0.25 |
432 |
3,807 |
+0 |
| Dec09 |
081218 |
122.25 |
122.25 |
121.65 |
121.90 |
+0.25 |
431 |
6,823 |
+0 |
| Total Volume and Open Interest |
7,713 |
119,674 |
+489 |
| Orange Juice(ICE) |
| Jan09 |
081218 |
77.00 |
80.00 |
75.60 |
79.00 |
+3.75 |
1,390 |
3,994 |
+3,994 |
| Mar09 |
081218 |
76.50 |
79.75 |
76.00 |
79.40 |
+3.20 |
2,154 |
21,430 |
+21,430 |
| May09 |
081218 |
81.80 |
83.30 |
80.30 |
83.30 |
+3.20 |
127 |
2,387 |
+2,387 |
| Jul09 |
081218 |
84.90 |
87.00 |
84.75 |
86.85 |
+2.80 |
67 |
1,120 |
+1,120 |
| Sep09 |
081218 |
89.50 |
91.10 |
89.15 |
90.85 |
+2.30 |
46 |
264 |
+264 |
| Nov09 |
081218 |
94.85 |
94.85 |
94.85 |
94.85 |
+1.65 |
14 |
166 |
+166 |
| Total Volume and Open Interest |
3,798 |
29,666 |
+995 |
| Sugar #11(ICE) |
| Mar09 |
081218 |
11.80 |
11.89 |
11.61 |
11.83 |
+0.10 |
28,464 |
247,586 |
+0 |
| May09 |
081218 |
12.33 |
12.40 |
12.14 |
12.37 |
+0.09 |
6,898 |
100,220 |
+0 |
| Jul09 |
081218 |
12.66 |
12.76 |
12.55 |
12.75 |
+0.11 |
5,423 |
116,576 |
+0 |
| Oct09 |
081218 |
13.19 |
13.27 |
13.05 |
13.26 |
+0.12 |
1,853 |
70,505 |
+0 |
| Mar10 |
081218 |
13.82 |
13.96 |
13.71 |
13.94 |
+0.18 |
1,505 |
49,801 |
+0 |
| Total Volume and Open Interest |
45,844 |
641,129 |
-845 |
| Sugar #14(ICE) |
| Mar09 |
081218 |
19.90 |
19.90 |
19.89 |
19.89 |
unch |
118 |
2,467 |
+0 |
| May09 |
081218 |
20.46 |
20.46 |
20.37 |
20.39 |
+0.02 |
1 |
2,094 |
+0 |
| Jul09 |
081218 |
20.50 |
20.50 |
20.50 |
20.50 |
unch |
0 |
1,760 |
+0 |
| Sep09 |
081218 |
21.20 |
21.20 |
20.90 |
20.95 |
+0.05 |
105 |
877 |
+0 |
| Total Volume and Open Interest |
224 |
7,198 |
-89 |
| London Cocoa(LCE) |
| Mar09 |
081218 |
1718 |
1806 |
1672 |
1790 |
+70 |
6,439 |
70,311 |
+0 |
| May09 |
081218 |
1701 |
1779 |
1660 |
1778 |
+64 |
9,090 |
34,693 |
+0 |
| Jul09 |
081218 |
1679 |
1783 |
1661 |
1780 |
+63 |
2,999 |
30,098 |
+0 |
| Sep09 |
081218 |
1650 |
1760 |
1650 |
1760 |
+60 |
0 |
11,567 |
+0 |
| Dec09 |
081218 |
1640 |
1740 |
1640 |
1740 |
+70 |
195 |
9,959 |
+0 |
| Mar10 |
081218 |
1658 |
1729 |
1658 |
1729 |
+60 |
0 |
820 |
+0 |
| May10 |
081218 |
1734 |
1734 |
1734 |
1734 |
+57 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
18,723 |
157,460 |
-753 |
| London Coffee(LCE) |
| Jan09 |
081218 |
1880.00 |
1892.00 |
1840.00 |
1861.00 |
-23.00 |
2,881 |
55,938 |
+0 |
| Total Volume and Open Interest |
2,881 |
55,938 |
-1,567 |
| London Sugar(LCE) |
| Mar09 |
081218 |
326.70 |
329.50 |
323.00 |
325.50 |
+1.80 |
960 |
25,526 |
+0 |
| May09 |
081218 |
336.20 |
337.00 |
332.50 |
334.90 |
+1.90 |
88 |
10,850 |
+0 |
| Aug09 |
081218 |
346.30 |
346.50 |
341.00 |
343.50 |
+1.80 |
45 |
7,580 |
+0 |
| Oct09 |
081218 |
353.30 |
353.30 |
350.30 |
351.80 |
+1.80 |
0 |
3,247 |
+0 |
| Dec09 |
081218 |
359.20 |
360.10 |
359.20 |
360.10 |
+1.80 |
0 |
865 |
+0 |
| Total Volume and Open Interest |
1,093 |
48,430 |
+409 |
| Cotton(ICE) |
| Mar09 |
081218 |
45.75 |
47.14 |
44.76 |
45.28 |
-0.68 |
4,319 |
73,638 |
+0 |
| May09 |
081218 |
46.75 |
47.55 |
45.37 |
45.87 |
-0.64 |
1,037 |
19,817 |
+0 |
| Jul09 |
081218 |
47.45 |
48.55 |
46.50 |
47.00 |
-0.66 |
753 |
17,671 |
+0 |
| Oct09 |
081218 |
49.50 |
49.84 |
49.50 |
49.70 |
-0.85 |
3 |
237 |
+0 |
| Dec09 |
081218 |
51.57 |
52.92 |
50.76 |
51.54 |
-0.51 |
515 |
14,618 |
+0 |
| Mar10 |
081218 |
54.64 |
54.64 |
54.64 |
54.64 |
-0.51 |
26 |
167 |
+0 |
| Total Volume and Open Interest |
6,653 |
127,864 |
-460 |
| Lumber(CME) |
| Jan09 |
081218 |
178.0 |
178.9 |
174.3 |
176.5 |
-0.6 |
250 |
2,322 |
+0 |
| Mar09 |
081218 |
190.4 |
194.0 |
189.2 |
193.2 |
+0.4 |
895 |
4,470 |
+0 |
| May09 |
081218 |
198.2 |
201.8 |
198.2 |
201.5 |
+0.3 |
95 |
868 |
+0 |
| Jul09 |
081218 |
212.6 |
212.9 |
210.6 |
212.5 |
+1.1 |
9 |
356 |
+0 |
| Total Volume and Open Interest |
1,250 |
8,155 |
+375 |
| Crude Oil(NYM) |
| Jan09 |
081218 |
40.32 |
40.90 |
35.98 |
36.22 |
-3.84 |
259,901 |
73,440 |
+0 |
| Feb09 |
081218 |
44.66 |
45.64 |
41.55 |
41.67 |
-2.94 |
155,306 |
254,362 |
+0 |
| Mar09 |
081218 |
47.40 |
48.37 |
44.18 |
44.39 |
-2.88 |
44,904 |
110,920 |
+0 |
| Apr09 |
081218 |
49.00 |
50.20 |
46.40 |
46.44 |
-2.72 |
19,284 |
52,584 |
+0 |
| May09 |
081218 |
50.88 |
51.60 |
47.97 |
48.13 |
-2.51 |
15,164 |
34,557 |
+0 |
| Jun09 |
081218 |
52.10 |
52.63 |
49.40 |
49.52 |
-2.34 |
28,597 |
109,309 |
+0 |
| Jul09 |
081218 |
53.26 |
53.46 |
50.56 |
50.69 |
-2.18 |
6,875 |
29,215 |
+0 |
| Aug09 |
081218 |
53.42 |
53.83 |
51.66 |
51.66 |
-2.06 |
3,356 |
26,773 |
+0 |
| Sep09 |
081218 |
54.90 |
54.90 |
52.54 |
52.54 |
-1.99 |
3,192 |
20,766 |
+0 |
| Oct09 |
081218 |
55.06 |
55.12 |
53.31 |
53.31 |
-1.96 |
2,598 |
18,596 |
+0 |
| Nov09 |
081218 |
55.64 |
56.09 |
54.04 |
54.04 |
-1.92 |
2,288 |
16,367 |
+0 |
| Dec09 |
081218 |
56.65 |
57.85 |
54.71 |
54.76 |
-1.88 |
21,541 |
101,672 |
+0 |
| Jan10 |
081218 |
56.85 |
57.35 |
55.45 |
55.45 |
-1.82 |
722 |
18,681 |
+0 |
| Feb10 |
081218 |
56.13 |
56.13 |
56.13 |
56.13 |
-1.76 |
691 |
10,137 |
+0 |
| Mar10 |
081218 |
56.79 |
56.79 |
56.79 |
56.79 |
-1.72 |
53 |
13,154 |
+0 |
| Apr10 |
081218 |
57.43 |
57.43 |
57.43 |
57.43 |
-1.66 |
1 |
3,552 |
+0 |
| Total Volume and Open Interest |
593,607 |
1,166,910 |
-349 |
| e-miNY Crude Oil(NYM) |
| Dec08 |
081119 |
54.500 |
55.325 |
53.300 |
53.625 |
-0.775 |
10,324 |
7,850 |
-701 |
| Jan09 |
081218 |
40.200 |
40.900 |
36.050 |
36.225 |
-3.825 |
16,342 |
6,295 |
+0 |
| Feb09 |
081218 |
44.700 |
45.600 |
41.500 |
41.675 |
-2.925 |
5,897 |
4,005 |
+0 |
| Mar09 |
081218 |
47.400 |
48.500 |
44.400 |
44.400 |
-2.875 |
85 |
498 |
+0 |
| Apr09 |
081218 |
49.550 |
49.550 |
46.450 |
46.450 |
-2.700 |
18 |
119 |
+0 |
| May09 |
081218 |
48.125 |
48.125 |
48.125 |
48.125 |
-2.525 |
0 |
30 |
+0 |
| Jun09 |
081218 |
49.525 |
49.525 |
49.525 |
49.525 |
-2.325 |
3 |
16 |
+0 |
| Jul09 |
081218 |
50.700 |
50.700 |
50.700 |
50.700 |
-2.200 |
0 |
1 |
+0 |
| Aug09 |
081218 |
51.650 |
51.650 |
51.650 |
51.650 |
-2.100 |
|
|
|
| Sep09 |
081218 |
52.550 |
52.550 |
52.550 |
52.550 |
-2.000 |
|
|
|
| Total Volume and Open Interest |
22,345 |
11,040 |
+1,488 |
| Heating Oil(NYM) |
| Jan09 |
081218 |
144.75 |
148.80 |
136.57 |
137.29 |
-6.96 |
34,746 |
30,051 |
+0 |
| Feb09 |
081218 |
146.80 |
150.75 |
138.95 |
139.55 |
-6.95 |
16,363 |
44,035 |
+0 |
| Mar09 |
081218 |
149.40 |
152.50 |
141.35 |
141.80 |
-7.00 |
8,159 |
29,671 |
+0 |
| Apr09 |
081218 |
150.90 |
154.00 |
142.91 |
143.30 |
-7.10 |
3,178 |
16,797 |
+0 |
| May09 |
081218 |
154.64 |
154.93 |
144.83 |
145.00 |
-7.00 |
2,400 |
13,996 |
+0 |
| Jun09 |
081218 |
156.90 |
157.10 |
146.55 |
147.05 |
-7.10 |
3,801 |
20,786 |
+0 |
| Jul09 |
081218 |
158.00 |
158.00 |
149.60 |
149.60 |
-7.05 |
848 |
8,368 |
+0 |
| Aug09 |
081218 |
161.26 |
161.66 |
152.20 |
152.65 |
-6.90 |
647 |
4,259 |
+0 |
| Sep09 |
081218 |
164.90 |
165.50 |
155.75 |
155.75 |
-6.75 |
772 |
7,453 |
+0 |
| Oct09 |
081218 |
165.00 |
166.75 |
158.40 |
158.40 |
-6.85 |
295 |
3,299 |
+0 |
| Nov09 |
081218 |
169.50 |
169.50 |
161.00 |
161.00 |
-6.95 |
176 |
2,190 |
+0 |
| Dec09 |
081218 |
173.00 |
173.56 |
163.35 |
163.35 |
-7.00 |
1,606 |
13,926 |
+0 |
| Total Volume and Open Interest |
74,132 |
223,673 |
-461 |
| Gasoline(NYMEX) |
| Jan09 |
081218 |
101.10 |
104.75 |
95.65 |
96.29 |
-4.26 |
29,731 |
44,446 |
-1,088 |
| Feb09 |
081218 |
105.01 |
108.50 |
99.66 |
100.14 |
-4.61 |
16,076 |
61,742 |
+861 |
| Mar09 |
081218 |
111.20 |
111.92 |
103.68 |
103.99 |
-4.91 |
6,938 |
25,470 |
+412 |
| Apr09 |
081218 |
123.00 |
125.14 |
117.61 |
117.79 |
-5.06 |
3,873 |
17,272 |
+68 |
| May09 |
081218 |
127.05 |
127.41 |
120.49 |
120.49 |
-5.01 |
2,825 |
9,843 |
+105 |
| Jun09 |
081218 |
129.60 |
130.08 |
123.19 |
123.19 |
-5.06 |
2,064 |
9,171 |
+4 |
| Jul09 |
081218 |
131.25 |
131.33 |
124.69 |
124.69 |
-5.21 |
585 |
7,870 |
+109 |
| Aug09 |
081218 |
132.60 |
132.65 |
125.94 |
125.94 |
-5.26 |
698 |
4,293 |
+22 |
| Sep09 |
081218 |
131.60 |
133.34 |
126.59 |
126.59 |
-5.11 |
1,029 |
4,362 |
+221 |
| Oct09 |
081218 |
122.75 |
123.04 |
117.69 |
117.69 |
-5.11 |
565 |
2,920 |
-70 |
| Total Volume and Open Interest |
65,658 |
202,393 |
+852 |
| e-miNY RBOB Gasoline(NYM) |
| Jan09 |
081218 |
96.29 |
96.29 |
96.29 |
96.29 |
-4.26 |
0 |
3 |
+0 |
| Feb09 |
081218 |
100.14 |
100.14 |
100.14 |
100.14 |
-4.61 |
0 |
1 |
+0 |
| Mar09 |
081218 |
103.99 |
103.99 |
103.99 |
103.99 |
-4.91 |
|
|
|
| Apr09 |
081218 |
117.79 |
117.79 |
117.79 |
117.79 |
-5.06 |
|
|
|
| Total Volume and Open Interest |
0 |
4 |
+0 |
| Natural Gas(NYM) |
| Jan09 |
081218 |
5.599 |
5.754 |
5.500 |
5.548 |
-0.071 |
47,989 |
55,202 |
+0 |
| Feb09 |
081218 |
5.641 |
5.792 |
5.544 |
5.611 |
-0.057 |
22,478 |
67,354 |
+0 |
| Mar09 |
081218 |
5.641 |
5.830 |
5.587 |
5.639 |
-0.075 |
10,720 |
104,472 |
+0 |
| Apr09 |
081218 |
5.695 |
5.855 |
5.650 |
5.699 |
-0.080 |
11,309 |
62,183 |
+0 |
| May09 |
081218 |
5.767 |
5.914 |
5.729 |
5.774 |
-0.087 |
4,414 |
35,980 |
+0 |
| Jun09 |
081218 |
5.950 |
6.000 |
5.818 |
5.874 |
-0.097 |
871 |
26,363 |
+0 |
| Jul09 |
081218 |
6.010 |
6.129 |
5.941 |
5.995 |
-0.099 |
1,350 |
23,761 |
+0 |
| Aug09 |
081218 |
6.110 |
6.212 |
6.070 |
6.095 |
-0.099 |
514 |
21,445 |
+0 |
| Sep09 |
081218 |
6.250 |
6.266 |
6.120 |
6.145 |
-0.099 |
528 |
17,379 |
+0 |
| Oct09 |
081218 |
6.325 |
6.379 |
6.210 |
6.260 |
-0.099 |
1,986 |
34,074 |
+0 |
| Nov09 |
081218 |
6.679 |
6.830 |
6.640 |
6.650 |
-0.134 |
391 |
17,102 |
+0 |
| Dec09 |
081218 |
7.130 |
7.210 |
7.059 |
7.070 |
-0.164 |
362 |
27,321 |
+0 |
| Jan10 |
081218 |
7.420 |
7.470 |
7.335 |
7.340 |
-0.169 |
1,286 |
21,249 |
+0 |
| Feb10 |
081218 |
7.395 |
7.450 |
7.350 |
7.350 |
-0.169 |
216 |
8,190 |
+0 |
| Mar10 |
081218 |
7.222 |
7.290 |
7.175 |
7.175 |
-0.169 |
327 |
18,691 |
+0 |
| Apr10 |
081218 |
6.710 |
6.802 |
6.690 |
6.690 |
-0.149 |
582 |
16,572 |
+0 |
| Total Volume and Open Interest |
107,794 |
712,293 |
-3,383 |
| Brent Crude Oil(ICE) |
| Feb09 |
081218 |
45.35 |
46.68 |
43.20 |
43.36 |
-2.17 |
118,076 |
143,106 |
+0 |
| Mar09 |
081218 |
47.30 |
48.96 |
45.65 |
45.82 |
-1.98 |
34,401 |
103,586 |
+0 |
| Apr09 |
081218 |
49.71 |
50.83 |
47.64 |
47.78 |
-1.93 |
14,076 |
43,091 |
+0 |
| May09 |
081218 |
51.55 |
52.34 |
49.37 |
49.37 |
-1.84 |
6,190 |
20,017 |
+0 |
| Jun09 |
081218 |
53.25 |
53.59 |
50.63 |
50.74 |
-1.69 |
8,916 |
37,509 |
+0 |
| Jul09 |
081218 |
54.33 |
54.63 |
51.86 |
52.00 |
-1.52 |
3,846 |
16,490 |
+0 |
| Aug09 |
081218 |
55.59 |
55.60 |
52.91 |
53.09 |
-1.42 |
2,942 |
10,581 |
+0 |
| Sep09 |
081218 |
56.50 |
56.51 |
53.85 |
54.06 |
-1.41 |
2,807 |
13,752 |
+0 |
| Oct09 |
081218 |
56.82 |
56.87 |
54.77 |
54.90 |
-1.41 |
1,718 |
8,447 |
+0 |
| Nov09 |
081218 |
56.10 |
56.10 |
55.58 |
55.58 |
-1.41 |
1,280 |
11,267 |
+0 |
| Dec09 |
081218 |
58.21 |
58.57 |
56.06 |
56.21 |
-1.40 |
9,552 |
51,889 |
+0 |
| Jan10 |
081218 |
56.91 |
56.91 |
56.91 |
56.91 |
-1.37 |
336 |
9,463 |
+0 |
| Feb10 |
081218 |
57.61 |
57.61 |
57.61 |
57.61 |
-1.34 |
0 |
6,215 |
+0 |
| Mar10 |
081218 |
58.28 |
58.28 |
58.28 |
58.28 |
-1.32 |
0 |
3,281 |
+0 |
| Total Volume and Open Interest |
219,376 |
582,542 |
-13,127 |
| Gas Oil(ICE) |
| Jan09 |
081218 |
461.00 |
477.75 |
441.75 |
455.25 |
-15.00 |
49,160 |
67,702 |
-5,445 |
| Feb09 |
081218 |
469.00 |
484.50 |
449.25 |
463.00 |
-14.50 |
37,373 |
67,946 |
+3,945 |
| Mar09 |
081218 |
482.00 |
492.25 |
459.25 |
471.50 |
-15.00 |
11,477 |
22,711 |
-340 |
| Apr09 |
081218 |
490.00 |
500.50 |
468.75 |
480.50 |
-15.00 |
6,352 |
20,377 |
-1,342 |
| May09 |
081218 |
499.00 |
509.25 |
477.75 |
489.75 |
-14.75 |
5,868 |
19,761 |
+500 |
| Jun09 |
081218 |
507.50 |
517.50 |
485.50 |
499.00 |
-14.75 |
7,518 |
37,325 |
-270 |
| Jul09 |
081218 |
518.25 |
528.00 |
497.00 |
510.00 |
-14.75 |
2,322 |
12,110 |
+770 |
| Aug09 |
081218 |
528.00 |
538.00 |
508.00 |
520.25 |
-14.50 |
1,344 |
12,244 |
+342 |
| Sep09 |
081218 |
537.25 |
547.25 |
517.75 |
529.75 |
-14.25 |
846 |
10,690 |
+128 |
| Oct09 |
081218 |
544.50 |
554.75 |
526.50 |
537.75 |
-13.50 |
435 |
7,187 |
+193 |
| Total Volume and Open Interest |
129,014 |
382,898 |
-1,334 |
| Ethanol(CBOT) |
| Dec08 |
081203 |
1.590 |
1.650 |
1.550 |
1.570 |
unch |
17 |
84 |
-15 |
| Jan09 |
081218 |
1.588 |
1.588 |
1.570 |
1.573 |
-0.019 |
27 |
252 |
-15 |
| Feb09 |
081218 |
1.582 |
1.583 |
1.581 |
1.582 |
-0.018 |
16 |
257 |
+12 |
| Mar09 |
081218 |
1.588 |
1.588 |
1.588 |
1.588 |
-0.027 |
23 |
323 |
+4 |
| Apr09 |
081218 |
1.605 |
1.621 |
1.605 |
1.610 |
unch |
15 |
357 |
+13 |
| May09 |
081218 |
1.635 |
1.635 |
1.635 |
1.635 |
-0.015 |
15 |
195 |
+11 |
| Jun09 |
081218 |
1.646 |
1.646 |
1.630 |
1.630 |
-0.020 |
5 |
195 |
+5 |
| Jul09 |
081218 |
1.649 |
1.650 |
1.649 |
1.650 |
-0.020 |
2 |
201 |
+0 |
| Total Volume and Open Interest |
137 |
2,764 |
+37 |
| US Dollar Index(ICE) |
| Mar09 |
081218 |
79.600 |
81.220 |
78.775 |
80.615 |
+0.540 |
6,293 |
14,290 |
+0 |
| Jun09 |
081218 |
80.350 |
81.700 |
80.250 |
81.025 |
+0.500 |
11 |
2,276 |
+0 |
| Sep09 |
081218 |
81.715 |
81.715 |
81.715 |
81.715 |
+0.565 |
|
|
|
| Total Volume and Open Interest |
6,304 |
16,566 |
+0 |
| Australian Dollar(CME) |
| Mar09 |
081218 |
69.96 |
70.90 |
67.01 |
68.89 |
-0.66 |
24,496 |
28,530 |
+0 |
| Jun09 |
081218 |
69.98 |
70.31 |
66.98 |
68.64 |
-0.66 |
33 |
78 |
+0 |
| Sep09 |
081218 |
68.37 |
69.03 |
68.37 |
68.37 |
-0.66 |
0 |
151 |
+0 |
| Total Volume and Open Interest |
24,529 |
28,784 |
+1,082 |
| British Pound(CME) |
| Mar09 |
081218 |
154.99 |
156.01 |
148.56 |
150.50 |
-3.97 |
55,334 |
63,208 |
+0 |
| Jun09 |
081218 |
153.50 |
155.77 |
148.86 |
150.51 |
-3.97 |
17 |
1,183 |
+0 |
| Sep09 |
081218 |
153.25 |
155.76 |
149.02 |
150.55 |
-3.97 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
55,351 |
64,413 |
-1,327 |
| Canadian Dollar(CME) |
| Mar09 |
081218 |
83.89 |
84.55 |
82.33 |
83.35 |
-0.05 |
23,596 |
38,539 |
+0 |
| Jun09 |
081218 |
83.39 |
84.60 |
82.59 |
83.45 |
-0.05 |
32 |
1,754 |
+0 |
| Sep09 |
081218 |
83.37 |
84.57 |
82.95 |
83.59 |
-0.03 |
135 |
1,081 |
+0 |
| Dec09 |
081218 |
84.50 |
84.50 |
83.00 |
83.61 |
-0.03 |
6 |
491 |
+0 |
| Total Volume and Open Interest |
23,769 |
41,971 |
-45,073 |
| Japanese Yen(CME) |
| Mar09 |
081218 |
114.67 |
114.71 |
111.16 |
111.97 |
-1.82 |
65,024 |
106,784 |
+0 |
| Jun09 |
081218 |
113.88 |
114.76 |
111.42 |
112.20 |
-1.87 |
7 |
3,664 |
+0 |
| Sep09 |
081218 |
112.33 |
115.06 |
112.13 |
112.50 |
-1.87 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
65,034 |
110,472 |
+2,411 |
| Swiss Franc(CME) |
| Mar09 |
081218 |
93.40 |
96.33 |
92.25 |
93.27 |
+0.23 |
31,468 |
19,820 |
+0 |
| Jun09 |
081218 |
93.58 |
96.38 |
92.75 |
93.60 |
+0.23 |
0 |
313 |
+0 |
| Sep09 |
081218 |
93.87 |
96.56 |
93.23 |
93.87 |
+0.23 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
31,468 |
20,142 |
-1,163 |
| EuroFX(CME) |
| Mar09 |
081218 |
143.72 |
146.87 |
141.45 |
142.83 |
-0.30 |
172,840 |
116,995 |
+0 |
| Jun09 |
081218 |
143.58 |
146.46 |
141.30 |
142.59 |
-0.28 |
155 |
595 |
+0 |
| Sep09 |
081218 |
142.01 |
146.20 |
141.65 |
142.47 |
-0.28 |
10 |
1,021 |
+0 |
| Total Volume and Open Interest |
173,005 |
118,652 |
+58 |
| Mexican Peso(CME) |
| Jan09 |
081218 |
752.2 |
756.0 |
752.2 |
752.2 |
-3.8 |
0 |
1 |
+0 |
| Feb09 |
081218 |
747.2 |
751.0 |
747.2 |
747.2 |
-3.8 |
|
|
|
| Total Volume and Open Interest |
3,720 |
10,927 |
-29 |
| 30-Year T-Bonds(CBOT) |
| Dec08 |
081218 |
140~195 |
142~305 |
140~195 |
142~175 |
+2~020 |
3,805 |
9,299 |
+0 |
| Mar09 |
081218 |
139~105 |
141~275 |
139~045 |
141~125 |
+2~015 |
162,025 |
760,683 |
+0 |
| Jun09 |
081218 |
138~040 |
140~060 |
138~040 |
140~055 |
+2~015 |
59 |
371 |
+0 |
| Total Volume and Open Interest |
165,889 |
770,407 |
+5,010 |
| 10-Year T-Notes(CBOT) |
| Dec08 |
081218 |
129~250 |
130~210 |
129~250 |
130~030 |
+0~125 |
8,024 |
56,090 |
+0 |
| Mar09 |
081218 |
127~205 |
128~225 |
127~100 |
128~000 |
+0~145 |
371,263 |
1,044,854 |
+0 |
| Jun09 |
081218 |
126~240 |
126~240 |
126~100 |
126~240 |
+0~140 |
|
|
|
| Total Volume and Open Interest |
379,287 |
1,100,944 |
+21,570 |
| 5-Year T-Notes(CBOT) |
| Dec08 |
081218 |
122~040 |
122~071 |
122~009 |
122~033 |
+0~027 |
4,565 |
34,384 |
+34,384 |
| Mar09 |
081218 |
119~092 |
120~046 |
119~071 |
120~005 |
+0~042 |
197,876 |
1,040,103 |
+1,040,103 |
| Jun09 |
081218 |
119~094 |
119~094 |
119~052 |
119~094 |
+0~042 |
|
|
|
| Total Volume and Open Interest |
202,441 |
1,074,487 |
+34,392 |
| 2 Year T-Notes(CBOT) |
| Dec08 |
081218 |
109~100 |
109~119 |
109~100 |
109~105 |
-0~007 |
4,093 |
8,426 |
+0 |
| Mar09 |
081218 |
108~078 |
108~106 |
108~069 |
108~098 |
+0~014 |
111,346 |
506,156 |
+0 |
| Jun09 |
081218 |
108~098 |
108~098 |
108~084 |
108~098 |
+0~014 |
|
|
|
| Total Volume and Open Interest |
115,439 |
514,582 |
+17,125 |
| Eurodollars(CME) |
| Mar09 |
081218 |
98.775 |
98.865 |
98.760 |
98.800 |
+0.035 |
282,301 |
1,345,087 |
+0 |
| Jun09 |
081218 |
98.715 |
98.830 |
98.705 |
98.715 |
-0.015 |
242,786 |
1,037,939 |
+0 |
| Sep09 |
081218 |
98.645 |
98.730 |
98.605 |
98.615 |
-0.025 |
248,051 |
859,606 |
+0 |
| Dec09 |
081218 |
98.480 |
98.575 |
98.450 |
98.485 |
-0.020 |
193,346 |
716,301 |
+0 |
| Mar10 |
081218 |
98.395 |
98.485 |
98.350 |
98.405 |
-0.015 |
192,101 |
599,602 |
+0 |
| Jun10 |
081218 |
98.235 |
98.310 |
98.170 |
98.240 |
-0.015 |
146,036 |
367,944 |
+0 |
| Sep10 |
081218 |
98.100 |
98.175 |
98.040 |
98.125 |
unch |
112,477 |
336,065 |
+0 |
| Dec10 |
081218 |
97.990 |
98.055 |
97.910 |
98.010 |
+0.020 |
76,637 |
285,926 |
+0 |
| Mar11 |
081218 |
97.905 |
98.000 |
97.840 |
97.935 |
+0.025 |
44,080 |
187,614 |
+0 |
| Jun11 |
081218 |
97.755 |
97.875 |
97.705 |
97.805 |
+0.040 |
35,668 |
186,761 |
+0 |
| Sep11 |
081218 |
97.635 |
97.785 |
97.605 |
97.715 |
+0.065 |
37,670 |
121,978 |
+0 |
| Dec11 |
081218 |
97.525 |
97.705 |
97.520 |
97.630 |
+0.085 |
32,912 |
94,271 |
+0 |
| Mar12 |
081218 |
97.570 |
97.680 |
97.510 |
97.625 |
+0.090 |
19,914 |
93,579 |
+0 |
| Jun12 |
081218 |
97.485 |
97.655 |
97.485 |
97.595 |
+0.095 |
10,642 |
66,566 |
+0 |
| Sep12 |
081218 |
97.460 |
97.625 |
97.460 |
97.570 |
+0.100 |
14,256 |
66,308 |
+0 |
| Dec12 |
081218 |
97.400 |
97.565 |
97.400 |
97.510 |
+0.105 |
13,879 |
54,763 |
+0 |
| Mar13 |
081218 |
97.390 |
97.570 |
97.390 |
97.505 |
+0.105 |
6,575 |
48,711 |
+0 |
| Jun13 |
081218 |
97.350 |
97.530 |
97.350 |
97.455 |
+0.105 |
3,439 |
27,547 |
+0 |
| Total Volume and Open Interest |
1,797,795 |
6,761,626 |
+49,323 |
| 30 Day Federal Funds(CBOT) |
| Dec08 |
081218 |
99.827 |
99.832 |
99.810 |
99.825 |
+0.007 |
5,562 |
71,586 |
+0 |
| Jan09 |
081218 |
99.810 |
99.825 |
99.805 |
99.815 |
unch |
9,526 |
64,089 |
+0 |
| Feb09 |
081218 |
99.790 |
99.815 |
99.780 |
99.795 |
unch |
15,290 |
63,914 |
+0 |
| Mar09 |
081218 |
99.765 |
99.790 |
99.750 |
99.765 |
-0.005 |
8,642 |
40,120 |
+0 |
| Apr09 |
081218 |
99.735 |
99.760 |
99.730 |
99.740 |
-0.005 |
8,833 |
40,003 |
+0 |
| May09 |
081218 |
99.700 |
99.710 |
99.690 |
99.700 |
-0.005 |
6,930 |
37,850 |
+0 |
| Total Volume and Open Interest |
69,349 |
406,335 |
+7,984 |
| 30 Day Fed Funds(e-CBOT) |
| Dec08 |
081217 |
99.835 |
99.835 |
99.800 |
99.817 |
-0.018 |
5,412 |
71,586 |
+2,578 |
| Jan09 |
081217 |
99.810 |
99.825 |
99.800 |
99.815 |
-0.015 |
9,416 |
64,089 |
+1,530 |
| Feb09 |
081217 |
99.810 |
99.825 |
99.775 |
99.795 |
-0.025 |
15,180 |
63,914 |
+1,620 |
| Mar09 |
081217 |
99.790 |
99.805 |
99.750 |
99.770 |
-0.020 |
8,532 |
40,120 |
+860 |
| Apr09 |
081217 |
99.760 |
99.770 |
99.730 |
99.745 |
-0.020 |
8,833 |
40,003 |
+1,228 |
| May09 |
081217 |
99.715 |
99.735 |
99.690 |
99.705 |
-0.020 |
6,769 |
37,850 |
-307 |
| Total Volume and Open Interest |
68,547 |
406,335 |
+7,984 |
| 3-Mth Euro-Yen(CME) |
| Mar09 |
081218 |
99.37 |
99.39 |
99.37 |
99.39 |
+0.02 |
|
|
|
| Jun09 |
081218 |
99.42 |
99.43 |
99.42 |
99.43 |
+0.01 |
|
|
|
| Sep09 |
081218 |
99.46 |
99.47 |
99.46 |
99.47 |
+0.01 |
|
|
|
| Dec09 |
081218 |
99.46 |
99.47 |
99.46 |
99.47 |
+0.01 |
|
|
|
| Mar10 |
081218 |
99.36 |
99.38 |
99.36 |
99.38 |
+0.01 |
|
|
|
| Jun10 |
081218 |
99.31 |
99.32 |
99.31 |
99.32 |
+0.01 |
|
|
|
| Sep10 |
081218 |
99.28 |
99.29 |
99.28 |
99.29 |
+0.01 |
|
|
|
| Dec10 |
081218 |
99.30 |
99.32 |
99.30 |
99.32 |
+0.02 |
|
|
|
| Mar11 |
081218 |
99.22 |
99.22 |
99.22 |
99.22 |
-0.01 |
|
|
|
| Jun11 |
081218 |
99.22 |
99.22 |
99.22 |
99.22 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Mar09 |
081218 |
99.36 |
99.38 |
99.36 |
99.38 |
0.00 |
724 |
18,407 |
+0 |
| Jun09 |
081218 |
99.43 |
99.43 |
99.42 |
99.42 |
-0.01 |
512 |
7,415 |
+0 |
| Sep09 |
081218 |
99.47 |
99.47 |
99.45 |
99.46 |
-0.01 |
0 |
3,174 |
+0 |
| Dec09 |
081218 |
99.45 |
99.46 |
99.45 |
99.46 |
-0.01 |
1 |
1,202 |
+0 |
| Mar10 |
081218 |
99.37 |
99.37 |
99.37 |
99.37 |
0.00 |
0 |
880 |
+0 |
| Jun10 |
081218 |
99.31 |
99.31 |
99.31 |
99.31 |
-0.01 |
0 |
513 |
+0 |
| Sep10 |
081218 |
99.29 |
99.29 |
99.29 |
99.29 |
0.00 |
0 |
252 |
+0 |
| Dec10 |
081218 |
99.31 |
99.31 |
99.31 |
99.31 |
0.00 |
0 |
152 |
+0 |
| Total Volume and Open Interest |
1,237 |
33,965 |
-140 |
| Japanese Gov't Bonds(SGX) |
| Mar09 |
081218 |
139.73 |
139.73 |
139.25 |
139.52 |
+0.13 |
1,672 |
10,247 |
-936 |
| Jun09 |
081218 |
139.52 |
139.52 |
139.52 |
139.52 |
+0.13 |
|
|
|
| Sep09 |
081218 |
139.52 |
139.52 |
139.52 |
139.52 |
+0.13 |
|
|
|
| Total Volume and Open Interest |
1,672 |
10,247 |
-936 |
| Euro-Bund(EUREX) |
| Mar09 |
081218 |
124.45 |
124.85 |
124.02 |
124.53 |
+1.54 |
390,852 |
833,322 |
-26,739 |
| Jun09 |
081218 |
123.54 |
123.80 |
123.16 |
123.54 |
+1.48 |
2 |
33 |
+2 |
| Sep09 |
081218 |
123.54 |
123.54 |
123.54 |
123.54 |
+1.48 |
|
|
|
| Total Volume and Open Interest |
390,854 |
833,355 |
-26,737 |
| Euro-Bobl(EUREX) |
| Mar09 |
081215 |
114.02 |
114.71 |
113.94 |
114.69 |
+0.66 |
312,111 |
797,573 |
-604 |
| Jun09 |
081218 |
115.91 |
115.91 |
115.91 |
115.91 |
-0.02 |
|
|
|
| Sep09 |
081218 |
115.91 |
115.91 |
115.91 |
115.91 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
277,057 |
791,600 |
-5,305 |
| 3-Mth Euribor(EUREX) |
| Dec08 |
081127 |
96.480 |
96.510 |
96.480 |
96.495 |
+0.230 |
463 |
20,241 |
+2,157 |
| Mar09 |
081209 |
97.260 |
97.280 |
97.170 |
97.215 |
-0.235 |
1,071 |
5,221 |
-630 |
| Jun09 |
081218 |
97.795 |
97.800 |
97.795 |
97.800 |
+0.220 |
1,241 |
4,359 |
+933 |
| Total Volume and Open Interest |
16,525 |
24,424 |
-15,247 |
| Long Gilt(LIFFE) |
| Dec08 |
081218 |
122~21 |
123~04 |
122~16 |
122~31 |
+0~14 |
852 |
44,530 |
+0 |
| Mar09 |
081218 |
121~20 |
122~10 |
121~12 |
122~01 |
+0~13 |
48,756 |
317,953 |
+0 |
| Total Volume and Open Interest |
49,608 |
362,483 |
-4,024 |
| 3-Mth Short Sterling(LIFFE) |
| Mar09 |
081218 |
98.27 |
98.32 |
98.17 |
98.21 |
+0.04 |
51,305 |
422,862 |
+0 |
| Jun09 |
081218 |
98.26 |
98.39 |
98.21 |
98.26 |
-0.02 |
42,692 |
300,211 |
+0 |
| Sep09 |
081218 |
98.16 |
98.24 |
98.05 |
98.10 |
-0.03 |
30,181 |
220,812 |
+0 |
| Dec09 |
081218 |
97.82 |
97.93 |
97.71 |
97.78 |
-0.06 |
47,065 |
266,880 |
+0 |
| Mar10 |
081218 |
97.65 |
97.72 |
97.50 |
97.57 |
-0.06 |
17,930 |
163,363 |
+0 |
| Jun10 |
081218 |
97.39 |
97.46 |
97.21 |
97.28 |
-0.08 |
12,274 |
112,528 |
+0 |
| Total Volume and Open Interest |
239,281 |
2,082,642 |
+9,165 |
| 3-Mth Euribor(LIFFE) |
| Mar09 |
081218 |
97.530 |
97.615 |
97.530 |
97.595 |
+0.025 |
117,480 |
692,777 |
+10,151 |
| Jun09 |
081218 |
97.775 |
97.820 |
97.735 |
97.800 |
+0.010 |
85,260 |
531,564 |
-6,459 |
| Sep09 |
081218 |
97.750 |
97.795 |
97.695 |
97.765 |
+0.015 |
91,194 |
432,018 |
+5,592 |
| Total Volume and Open Interest |
527,643 |
2,956,065 |
+13,100 |
| 3-Mth Aus T-Bills(SFE) |
| Dec08 |
081211 |
95.53 |
95.60 |
95.48 |
95.50 |
unch |
13,955 |
44,000 |
-19,145 |
| Mar09 |
081218 |
96.88 |
96.94 |
96.84 |
96.88 |
-0.01 |
14,628 |
255,052 |
+5,156 |
| Jun09 |
081218 |
97.06 |
97.09 |
97.01 |
97.07 |
unch |
6,564 |
149,705 |
+1,634 |
| Sep09 |
081218 |
96.86 |
96.92 |
96.82 |
96.90 |
+0.01 |
6,386 |
105,621 |
+2,152 |
| Dec09 |
081218 |
96.57 |
96.62 |
96.53 |
96.61 |
+0.02 |
2,411 |
59,381 |
+1,655 |
| Mar10 |
081218 |
96.20 |
96.23 |
96.13 |
96.22 |
+0.01 |
1,905 |
38,939 |
+605 |
| Jun10 |
081218 |
95.80 |
95.84 |
95.76 |
95.84 |
+0.03 |
865 |
32,586 |
+366 |
| Sep10 |
081218 |
95.55 |
95.56 |
95.48 |
95.56 |
+0.02 |
1,692 |
21,769 |
+749 |
| Dec10 |
081218 |
95.33 |
95.39 |
95.30 |
95.39 |
+0.03 |
837 |
9,110 |
+737 |
| Mar11 |
081218 |
95.28 |
95.28 |
95.28 |
95.28 |
+0.02 |
121 |
756 |
-38 |
| Total Volume and Open Interest |
35,530 |
673,910 |
+13,137 |
| 10-Year Aus T-Bonds(SFE) |
| Mar09 |
081218 |
95.85 |
95.95 |
95.83 |
95.95 |
+0.10 |
26,880 |
276,056 |
+16,194 |
| Jun09 |
081218 |
95.95 |
95.95 |
95.95 |
95.95 |
+0.10 |
|
|
|
| Total Volume and Open Interest |
26,880 |
276,056 |
+16,194 |
| 3-Year Aus T-Bonds(SFE) |
| Mar09 |
081217 |
96.62 |
96.62 |
96.56 |
96.62 |
+0.10 |
17,214 |
279,934 |
+12,562 |
| Jun09 |
081218 |
96.64 |
96.64 |
96.64 |
96.64 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
26,797 |
286,651 |
+6,717 |
| Gold(CMX) |
| Dec08 |
081218 |
862.4 |
873.0 |
852.0 |
859.6 |
-7.9 |
73 |
500 |
+0 |
| Feb09 |
081218 |
866.1 |
879.6 |
848.8 |
860.6 |
-7.9 |
94,901 |
174,470 |
+0 |
| Apr09 |
081218 |
867.0 |
880.0 |
850.5 |
861.4 |
-8.0 |
2,225 |
25,974 |
+0 |
| Jun09 |
081218 |
869.5 |
880.0 |
850.9 |
862.4 |
-8.1 |
931 |
28,524 |
+0 |
| Aug09 |
081218 |
871.5 |
871.5 |
863.7 |
863.7 |
-8.1 |
115 |
11,022 |
+0 |
| Oct09 |
081218 |
865.0 |
865.0 |
865.0 |
865.0 |
-8.1 |
0 |
3,361 |
+0 |
| Dec09 |
081218 |
882.9 |
882.9 |
855.0 |
866.6 |
-8.1 |
4,569 |
14,713 |
+0 |
| Feb10 |
081218 |
868.3 |
868.3 |
868.3 |
868.3 |
-8.1 |
3 |
698 |
+0 |
| Apr10 |
081218 |
870.0 |
870.0 |
870.0 |
870.0 |
-8.1 |
0 |
36 |
+0 |
| Jun10 |
081218 |
883.0 |
883.0 |
866.4 |
871.7 |
-8.1 |
0 |
2,237 |
+0 |
| Aug10 |
081218 |
873.6 |
873.6 |
873.6 |
873.6 |
-8.1 |
0 |
100 |
+0 |
| Oct10 |
081218 |
875.6 |
875.6 |
875.6 |
875.6 |
-8.1 |
|
|
|
| Total Volume and Open Interest |
106,568 |
282,915 |
+3,635 |
| Silver(CMX) |
| Dec08 |
081218 |
1133.0 |
1133.5 |
1108.9 |
1108.9 |
-30.0 |
71 |
106 |
+0 |
| Mar09 |
081218 |
1135.0 |
1148.0 |
1093.0 |
1112.0 |
-30.0 |
17,261 |
53,120 |
+0 |
| May09 |
081218 |
1136.0 |
1144.5 |
1096.0 |
1112.8 |
-30.1 |
580 |
6,946 |
+0 |
| Jul09 |
081218 |
1138.0 |
1149.0 |
1095.0 |
1113.6 |
-30.1 |
881 |
9,164 |
+0 |
| Sep09 |
081218 |
1146.5 |
1146.5 |
1107.0 |
1114.4 |
-30.1 |
420 |
3,402 |
+0 |
| Dec09 |
081218 |
1141.5 |
1148.0 |
1099.0 |
1115.7 |
-30.2 |
90 |
6,639 |
+0 |
| Mar10 |
081218 |
1116.9 |
1116.9 |
1116.9 |
1116.9 |
-30.2 |
0 |
598 |
+0 |
| Total Volume and Open Interest |
19,600 |
87,384 |
+637 |
| Platinum(NYMEX) |
| Jan09 |
081218 |
863.0 |
889.9 |
856.7 |
863.9 |
-1.3 |
1,766 |
9,306 |
+0 |
| Apr09 |
081218 |
872.0 |
891.3 |
860.3 |
868.1 |
-1.5 |
1,006 |
7,666 |
+0 |
| Jul09 |
081218 |
874.6 |
874.6 |
874.6 |
874.6 |
-1.5 |
5 |
73 |
+0 |
| Total Volume and Open Interest |
2,777 |
17,045 |
+23 |
| Palladium(NYMEX) |
| Dec08 |
081218 |
179.55 |
180.00 |
178.05 |
178.05 |
+0.90 |
35 |
144 |
+144 |
| Mar09 |
081218 |
177.55 |
182.25 |
175.85 |
178.50 |
+0.90 |
552 |
12,188 |
+0 |
| Jun09 |
081218 |
179.50 |
179.50 |
179.50 |
179.50 |
+0.90 |
18 |
330 |
+330 |
| Total Volume and Open Interest |
605 |
12,662 |
+2 |
| Copper(CMX) |
| Dec08 |
081218 |
129.10 |
129.70 |
126.00 |
126.95 |
-7.75 |
325 |
1,302 |
+0 |
| Mar09 |
081218 |
138.00 |
138.65 |
128.65 |
130.15 |
-7.15 |
9,607 |
48,642 |
+0 |
| May09 |
081218 |
138.45 |
138.45 |
130.05 |
131.60 |
-7.00 |
650 |
6,830 |
+0 |
| Jul09 |
081218 |
135.50 |
135.50 |
132.45 |
132.45 |
-7.05 |
67 |
1,670 |
+0 |
| Sep09 |
081218 |
135.25 |
135.25 |
132.40 |
133.25 |
-7.05 |
9 |
1,680 |
+0 |
| Total Volume and Open Interest |
11,195 |
71,777 |
+1,148 |
| Aluminum(CMX) |
| Dec08 |
081218 |
0.69 |
0.69 |
0.69 |
0.69 |
unch |
|
|
|
| Jan09 |
081218 |
0.69 |
0.69 |
0.69 |
0.69 |
-0.01 |
|
|
|
| Feb09 |
081218 |
0.70 |
0.70 |
0.70 |
0.70 |
-0.01 |
|
|
|
| Mar09 |
081218 |
0.71 |
0.71 |
0.71 |
0.71 |
unch |
|
|
|
| Apr09 |
080724 |
141.35 |
141.35 |
141.35 |
141.35 |
unch |
|
|
|
| May09 |
080724 |
141.85 |
141.85 |
141.85 |
141.85 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| DJIA Index(CBOT) |
| Dec08 |
081218 |
8808 |
8890 |
8550 |
8737 |
-63 |
1,861 |
29,750 |
+0 |
| Mar09 |
081218 |
8793 |
8860 |
8500 |
8678 |
-101 |
2,689 |
6,662 |
+0 |
| Jun09 |
081218 |
8630 |
8668 |
8630 |
8668 |
-101 |
0 |
1 |
+0 |
| Sep09 |
081218 |
8588 |
8720 |
8588 |
8588 |
-132 |
|
|
|
| Total Volume and Open Interest |
4,550 |
36,413 |
+834 |
| S & P 500(CME) |
| Dec08 |
081218 |
908.00 |
910.50 |
877.00 |
895.40 |
-8.80 |
122,531 |
307,580 |
+0 |
| Mar09 |
081218 |
905.80 |
911.40 |
873.50 |
892.50 |
-10.50 |
127,973 |
429,188 |
+0 |
| Jun09 |
081218 |
890.70 |
904.20 |
876.20 |
890.70 |
-10.50 |
101 |
8,906 |
+0 |
| Sep09 |
081218 |
888.20 |
902.20 |
874.20 |
888.20 |
-11.00 |
1 |
786 |
+0 |
| Total Volume and Open Interest |
250,606 |
746,464 |
-2,495 |
| S & P 500 E-Mini(Globex) |
| Dec08 |
081218 |
908.00 |
912.75 |
876.25 |
895.50 |
-9.50 |
7 |
0 |
-1,751,685 |
| Mar09 |
081218 |
907.00 |
911.50 |
873.50 |
892.50 |
-10.50 |
2,624,079 |
2,056,136 |
+0 |
| Total Volume and Open Interest |
3,394,245 |
3,813,875 |
+165,336 |
| NASDAQ 100(CME) |
| Dec08 |
081218 |
1225.00 |
1231.00 |
1194.00 |
1224.00 |
-3.00 |
6,711 |
29,559 |
+0 |
| Mar09 |
081218 |
1230.00 |
1237.00 |
1193.00 |
1225.50 |
-3.00 |
6,564 |
16,028 |
+0 |
| Jun09 |
081218 |
1227.80 |
1227.80 |
1224.80 |
1227.80 |
-3.00 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
13,275 |
45,604 |
+3,675 |
| NASDAQ 100 E-Mini(Globex) |
| Dec08 |
081218 |
1229.00 |
1235.50 |
1193.00 |
1224.00 |
-3.00 |
78,663 |
215,548 |
+0 |
| Mar09 |
081218 |
1227.50 |
1237.30 |
1193.50 |
1225.50 |
-3.00 |
342,050 |
180,242 |
+0 |
| Total Volume and Open Interest |
420,713 |
397,431 |
+32,123 |
| S & P Midcap 400(CME) |
| Dec08 |
081218 |
531.00 |
531.00 |
511.00 |
527.25 |
-3.30 |
381 |
4,733 |
+0 |
| Mar09 |
081218 |
531.00 |
531.00 |
511.00 |
526.90 |
-3.10 |
441 |
2,931 |
+0 |
| Jun09 |
081218 |
526.90 |
526.90 |
523.00 |
526.90 |
-3.10 |
|
|
|
| Total Volume and Open Interest |
822 |
7,664 |
-506 |
| Russell 2000(CME) |
| Russell 2000 E-Mini(Globex) |
| Dec08 |
080724 |
816.80 |
816.80 |
792.60 |
796.30 |
unch |
|
|
|
| Total Volume and Open Interest |
222,914 |
592,179 |
|
| Nikkei 225(CME) |
| Mar09 |
081218 |
8580 |
8755 |
8520 |
8665 |
-5 |
70,318 |
135,145 |
+3,224 |
| Jun09 |
081218 |
8585 |
8585 |
8585 |
8585 |
-5 |
0 |
160 |
+0 |
| Total Volume and Open Interest |
70,318 |
135,823 |
+3,224 |
| Nikkei 225(SGX) |
| Mar09 |
081218 |
8580 |
8755 |
8520 |
8665 |
-5 |
70,318 |
135,145 |
+3,224 |
| Jun09 |
081218 |
8585 |
8585 |
8585 |
8585 |
-5 |
0 |
160 |
+0 |
| Sep09 |
081218 |
8590 |
8590 |
8590 |
8590 |
-5 |
0 |
69 |
+0 |
| Total Volume and Open Interest |
70,318 |
135,823 |
+3,224 |
| CAC 40(EURONEXT) |
| Dec08 |
081218 |
3270.0 |
3270.0 |
3196.0 |
3233.0 |
-10.0 |
228,136 |
396,198 |
+0 |
| Jan09 |
081218 |
3261.0 |
3274.0 |
3201.5 |
3237.5 |
-11.0 |
140,404 |
241,743 |
+0 |
| Feb09 |
081218 |
3251.5 |
3251.5 |
3246.5 |
3246.5 |
-10.0 |
1 |
62 |
+0 |
| Total Volume and Open Interest |
374,458 |
658,883 |
+115,625 |
| Hang Seng Index(HKFE) |
| Dec08 |
081218 |
15413 |
15587 |
15315 |
15400 |
-124 |
6,383 |
8,809 |
+7,992 |
| Jan09 |
081218 |
15395 |
15584 |
15331 |
15409 |
-73 |
308 |
738 |
+612 |
| Total Volume and Open Interest |
6,701 |
9,578 |
+8,314 |
| DAX(EUREX) |
| Dec08 |
081218 |
4735.5 |
4788.5 |
4654.0 |
4755.5 |
+48.5 |
164,069 |
161,643 |
+0 |
| Mar09 |
081218 |
4759.5 |
4812.5 |
4682.5 |
4782.0 |
+48.5 |
38,071 |
65,831 |
+0 |
| Jun09 |
081218 |
4786.5 |
4840.0 |
4710.0 |
4809.0 |
+48.5 |
6,379 |
9,947 |
+0 |
| Total Volume and Open Interest |
208,519 |
237,421 |
+0 |
| FT-SE 100(EURONEXT) |
| Dec08 |
081218 |
4326.50 |
4360.50 |
4229.00 |
4325.50 |
+19.00 |
393,969 |
325,104 |
+0 |
| Mar09 |
081218 |
4281.00 |
4338.50 |
4204.00 |
4305.00 |
+20.50 |
291,875 |
492,896 |
+0 |
| Jun09 |
081218 |
4267.50 |
4267.50 |
4267.50 |
4267.50 |
+22.00 |
0 |
87 |
+0 |
| Total Volume and Open Interest |
685,844 |
818,087 |
+6,757 |
| SPI 200(SFE) |
| Dec08 |
081218 |
3576.0 |
3596.0 |
3495.0 |
3504.0 |
-74.0 |
134,873 |
368,551 |
-9,653 |
| Mar09 |
081218 |
3587.0 |
3605.0 |
3500.0 |
3572.0 |
-9.0 |
127,056 |
280,537 |
+106,073 |
| Jun09 |
081218 |
3566.0 |
3577.0 |
3460.0 |
3568.0 |
-9.0 |
117 |
2,642 |
+43 |
| Total Volume and Open Interest |
262,164 |
652,997 |
+96,579 |
| GSCI(CME) |
| Jan09 |
081218 |
347.50 |
347.55 |
334.50 |
336.50 |
-10.90 |
239 |
13,098 |
+0 |
| Feb09 |
081218 |
346.00 |
357.00 |
346.00 |
346.00 |
-10.50 |
2 |
0 |
+0 |
| Mar09 |
081218 |
357.00 |
367.00 |
357.00 |
357.00 |
-9.50 |
|
|
|
| Total Volume and Open Interest |
241 |
13,098 |
+91 |
| RJ/CRB Index(ICE) |
| Jan09 |
081217 |
360.00 |
361.25 |
357.00 |
357.00 |
+3.00 |
|
|
|
| Feb09 |
081217 |
360.00 |
360.00 |
360.00 |
360.00 |
+3.00 |
|
|
|
| Apr09 |
081217 |
368.00 |
368.00 |
365.00 |
365.00 |
+3.00 |
|
|
|
| Total Volume and Open Interest |
0 |
4 |
+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. |
|
|