|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Tue December 18, 2007 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan08 |
071218 |
1157.00 |
1161.75 |
1146.25 |
1149.75 |
-7.00 |
85,782 |
137,294 |
-7,057 |
| Mar08 |
071218 |
1175.00 |
1180.00 |
1164.50 |
1168.50 |
-7.50 |
39,182 |
224,572 |
+8,327 |
| May08 |
071218 |
1188.00 |
1194.00 |
1179.50 |
1183.50 |
-6.00 |
9,624 |
49,178 |
-792 |
| Jul08 |
071218 |
1190.00 |
1196.00 |
1182.00 |
1185.50 |
-5.75 |
10,204 |
60,513 |
+1,648 |
| Aug08 |
071218 |
1155.00 |
1155.00 |
1147.75 |
1153.00 |
-2.00 |
1,088 |
3,980 |
-24 |
| Sep08 |
071218 |
1100.50 |
1108.00 |
1096.00 |
1108.00 |
+6.00 |
393 |
2,184 |
-39 |
| Nov08 |
071218 |
1046.00 |
1054.00 |
1041.00 |
1053.00 |
+5.75 |
11,701 |
95,536 |
-755 |
| Total Volume and Open Interest |
159,440 |
592,416 |
+1,718 |
| Soybean Meal(CBOT) |
| Jan08 |
071218 |
324.70 |
328.00 |
320.70 |
322.50 |
-2.20 |
25,314 |
47,781 |
+593 |
| Mar08 |
071218 |
331.50 |
334.80 |
327.50 |
328.50 |
-3.00 |
13,274 |
91,851 |
+880 |
| May08 |
071218 |
333.90 |
337.30 |
331.60 |
332.00 |
-3.30 |
7,147 |
42,092 |
-181 |
| Jul08 |
071218 |
332.50 |
336.00 |
329.30 |
331.50 |
-2.70 |
4,544 |
31,105 |
+464 |
| Aug08 |
071218 |
319.80 |
321.00 |
319.00 |
319.00 |
-2.00 |
1,437 |
7,618 |
+119 |
| Sep08 |
071218 |
304.90 |
307.00 |
304.60 |
305.00 |
-2.50 |
664 |
6,227 |
+155 |
| Oct08 |
071218 |
283.90 |
286.00 |
282.10 |
284.00 |
-1.50 |
289 |
5,173 |
+63 |
| Dec08 |
071218 |
277.00 |
280.50 |
276.00 |
278.80 |
-0.20 |
4,843 |
21,567 |
+566 |
| Total Volume and Open Interest |
57,974 |
256,026 |
+2,638 |
| Soybean Oil(CBOT) |
| Jan08 |
071218 |
46.18 |
46.45 |
45.98 |
46.21 |
+0.04 |
29,068 |
63,599 |
-1,615 |
| Mar08 |
071218 |
46.83 |
47.07 |
46.60 |
46.85 |
+0.02 |
17,703 |
139,123 |
+3,710 |
| May08 |
071218 |
47.25 |
47.44 |
47.14 |
47.30 |
+0.01 |
7,633 |
33,323 |
+514 |
| Jul08 |
071218 |
47.70 |
47.82 |
47.50 |
47.72 |
+0.03 |
3,894 |
32,082 |
+1,381 |
| Aug08 |
071218 |
47.65 |
47.72 |
47.51 |
47.67 |
+0.02 |
1,034 |
5,050 |
+299 |
| Sep08 |
071218 |
47.07 |
47.40 |
47.05 |
47.30 |
+0.05 |
172 |
4,564 |
+64 |
| Oct08 |
071218 |
46.40 |
46.90 |
46.40 |
46.90 |
+0.55 |
220 |
5,020 |
+20 |
| Dec08 |
071218 |
46.84 |
47.15 |
46.70 |
47.12 |
+0.37 |
5,637 |
21,438 |
+1,427 |
| Total Volume and Open Interest |
65,713 |
304,911 |
+5,776 |
| Canola(WCE) |
| Jan08 |
071218 |
494.4 |
496.0 |
486.2 |
487.8 |
-7.8 |
11,022 |
0 |
-49,438 |
| Mar08 |
071218 |
506.7 |
509.8 |
499.2 |
501.0 |
-7.8 |
12,850 |
0 |
-62,447 |
| May08 |
071218 |
518.2 |
518.2 |
508.6 |
509.7 |
-8.1 |
287 |
0 |
-7,292 |
| Jul08 |
071218 |
522.3 |
523.1 |
513.5 |
514.4 |
-7.6 |
758 |
0 |
-11,492 |
| Total Volume and Open Interest |
28,505 |
161,848 |
+2,245 |
| Corn(CBOT) |
| Mar08 |
071218 |
438.00 |
438.50 |
431.25 |
432.00 |
-6.75 |
97,136 |
592,557 |
-362 |
| May08 |
071218 |
449.00 |
449.25 |
442.00 |
442.75 |
-7.00 |
18,676 |
119,694 |
-147 |
| Jul08 |
071218 |
456.50 |
457.50 |
450.00 |
450.25 |
-7.00 |
21,035 |
143,228 |
-184 |
| Sep08 |
071218 |
451.00 |
452.50 |
447.50 |
448.50 |
-4.00 |
2,494 |
26,911 |
-320 |
| Dec08 |
071218 |
449.00 |
450.50 |
444.00 |
448.25 |
-2.25 |
17,857 |
256,957 |
+3,135 |
| Mar09 |
071218 |
452.00 |
454.25 |
450.50 |
454.00 |
-2.25 |
725 |
15,626 |
-94 |
| Total Volume and Open Interest |
160,782 |
1,216,183 |
-1,840 |
| Wheat(CBOT) |
| Mar08 |
071218 |
969.25 |
977.00 |
945.50 |
952.00 |
-14.00 |
56,051 |
213,308 |
+4,037 |
| May08 |
071218 |
965.00 |
971.75 |
942.25 |
946.00 |
-15.25 |
14,530 |
46,150 |
+1,258 |
| Jul08 |
071218 |
770.00 |
779.75 |
765.50 |
769.50 |
-1.00 |
23,683 |
99,534 |
+792 |
| Sep08 |
071218 |
778.00 |
783.50 |
772.75 |
773.50 |
-0.50 |
582 |
18,296 |
-32 |
| Dec08 |
071218 |
792.00 |
795.00 |
782.50 |
785.00 |
-1.50 |
5,430 |
40,829 |
-1,810 |
| Total Volume and Open Interest |
100,835 |
431,863 |
+4,148 |
| Wheat(KCBT) |
| Mar08 |
071218 |
984.50 |
993.50 |
965.25 |
971.50 |
-14.00 |
11,601 |
75,357 |
-904 |
| May08 |
071218 |
982.50 |
984.00 |
955.00 |
955.00 |
-25.00 |
1,050 |
6,743 |
+64 |
| Jul08 |
071218 |
795.00 |
799.00 |
786.00 |
793.50 |
-2.25 |
4,343 |
28,543 |
+274 |
| Sep08 |
071218 |
796.75 |
801.00 |
789.00 |
789.25 |
-11.75 |
883 |
5,531 |
+294 |
| Dec08 |
071218 |
806.00 |
806.00 |
798.00 |
803.00 |
-2.00 |
343 |
3,017 |
+68 |
| Total Volume and Open Interest |
18,269 |
122,136 |
-226 |
| Wheat(MGE) |
| Dec07 |
071214 |
1104.00 |
1130.00 |
1095.00 |
1130.00 |
+30.00 |
127 |
23 |
+0 |
| Mar08 |
071218 |
1061.00 |
1083.00 |
1056.00 |
1068.75 |
+9.25 |
5,636 |
39,706 |
-1,089 |
| May08 |
071218 |
1027.00 |
1033.00 |
1004.25 |
1018.75 |
-3.25 |
2,157 |
8,394 |
-150 |
| Jul08 |
071218 |
945.25 |
962.00 |
932.00 |
948.00 |
-14.00 |
260 |
2,731 |
-30 |
| Sep08 |
071218 |
840.00 |
843.00 |
829.00 |
837.00 |
+3.00 |
513 |
5,834 |
+63 |
| Total Volume and Open Interest |
9,026 |
62,676 |
-1,164 |
| Oats(CBOT) |
| Mar08 |
071218 |
299.25 |
299.75 |
292.00 |
297.00 |
-2.25 |
577 |
9,282 |
+114 |
| May08 |
071218 |
304.75 |
305.00 |
300.50 |
304.00 |
-1.00 |
38 |
856 |
-2 |
| Jul08 |
071218 |
310.00 |
310.00 |
306.50 |
309.00 |
-1.00 |
4 |
273 |
+2 |
| Sep08 |
071218 |
315.25 |
315.25 |
312.00 |
314.00 |
unch |
0 |
6 |
+0 |
| Total Volume and Open Interest |
641 |
10,874 |
+107 |
| Rough Rice(CBOT) |
| Jan08 |
071218 |
13.30 |
13.30 |
13.11 |
13.23 |
+0.01 |
778 |
6,948 |
-340 |
| Mar08 |
071218 |
13.60 |
13.63 |
13.42 |
13.56 |
+0.02 |
667 |
8,656 |
+513 |
| May08 |
071218 |
13.80 |
13.80 |
13.71 |
13.80 |
+0.02 |
26 |
544 |
+8 |
| Jul08 |
071218 |
14.01 |
14.05 |
14.00 |
14.00 |
+0.02 |
80 |
980 |
+8 |
| Total Volume and Open Interest |
1,562 |
18,700 |
+198 |
| Live Cattle(CME) |
| Dec07 |
071218 |
92.850 |
93.325 |
92.600 |
93.175 |
+0.300 |
2,031 |
6,954 |
-754 |
| Feb08 |
071218 |
95.600 |
96.875 |
95.500 |
96.675 |
+1.050 |
12,275 |
125,449 |
-1,037 |
| Apr08 |
071218 |
97.825 |
98.700 |
97.750 |
98.650 |
+0.825 |
5,358 |
62,332 |
-1,131 |
| Jun08 |
071218 |
93.900 |
94.650 |
93.850 |
94.450 |
+0.500 |
1,312 |
21,750 |
-131 |
| Aug08 |
071218 |
94.800 |
95.475 |
94.550 |
95.375 |
+0.500 |
1,951 |
15,218 |
+304 |
| Oct08 |
071218 |
98.650 |
99.250 |
98.600 |
99.200 |
+0.550 |
585 |
5,162 |
+222 |
| Total Volume and Open Interest |
24,259 |
242,455 |
-1,923 |
| Feeder Cattle(CME) |
| Jan08 |
071218 |
103.700 |
105.450 |
103.675 |
105.150 |
+1.475 |
2,603 |
7,784 |
-731 |
| Mar08 |
071218 |
106.500 |
108.500 |
106.000 |
108.075 |
+1.750 |
2,885 |
12,845 |
+697 |
| Apr08 |
071218 |
108.700 |
110.250 |
108.700 |
110.150 |
+1.500 |
604 |
3,560 |
+274 |
| May08 |
071218 |
110.900 |
111.450 |
109.950 |
111.400 |
+1.450 |
550 |
3,965 |
+86 |
| Aug08 |
071218 |
110.800 |
111.950 |
110.800 |
111.950 |
+1.250 |
103 |
1,856 |
+58 |
| Sep08 |
071218 |
111.000 |
111.000 |
110.700 |
111.000 |
+0.900 |
7 |
90 |
+5 |
| Oct08 |
071218 |
110.000 |
110.600 |
110.000 |
110.500 |
+0.800 |
3 |
11 |
+2 |
| Total Volume and Open Interest |
6,756 |
30,202 |
+391 |
| Lean Hogs(CME) |
| Feb08 |
071218 |
59.300 |
60.100 |
59.225 |
59.825 |
+0.575 |
19,833 |
96,451 |
+1,914 |
| Apr08 |
071218 |
64.425 |
65.500 |
64.400 |
65.250 |
+0.750 |
6,854 |
41,846 |
+775 |
| May08 |
071218 |
71.650 |
71.850 |
71.400 |
71.825 |
+0.050 |
247 |
2,725 |
-39 |
| Jun08 |
071218 |
74.250 |
75.000 |
74.250 |
74.925 |
+0.450 |
2,290 |
28,680 |
+90 |
| Jul08 |
071218 |
73.750 |
74.300 |
73.700 |
74.225 |
+0.475 |
415 |
11,354 |
+16 |
| Aug08 |
071218 |
72.100 |
72.500 |
71.850 |
72.425 |
+0.475 |
159 |
5,519 |
-9 |
| Oct08 |
071218 |
67.000 |
67.325 |
66.650 |
67.250 |
+0.600 |
456 |
5,233 |
-122 |
| Dec08 |
071218 |
66.725 |
67.200 |
66.700 |
67.175 |
+0.450 |
809 |
8,721 |
+141 |
| Total Volume and Open Interest |
31,063 |
200,529 |
-6,670 |
| Pork Bellies(CME) |
| Feb08 |
071218 |
88.000 |
88.650 |
87.500 |
88.050 |
-0.125 |
126 |
1,136 |
-45 |
| Mar08 |
071218 |
88.400 |
89.300 |
87.700 |
87.875 |
-0.350 |
26 |
311 |
+21 |
| May08 |
071218 |
88.700 |
88.700 |
88.500 |
88.700 |
unch |
3 |
177 |
+2 |
| Jul08 |
071218 |
87.600 |
87.600 |
87.600 |
87.600 |
unch |
0 |
150 |
+0 |
| Aug08 |
071218 |
87.400 |
87.400 |
87.400 |
87.400 |
+0.150 |
0 |
56 |
+0 |
| Total Volume and Open Interest |
155 |
1,830 |
-22 |
| Class III Milk(CME) |
| Dec07 |
071218 |
20.30 |
20.35 |
20.25 |
20.28 |
-0.02 |
235 |
4,389 |
+11 |
| Jan08 |
071218 |
17.95 |
18.02 |
17.62 |
17.63 |
-0.39 |
652 |
3,800 |
-38 |
| Feb08 |
071218 |
17.16 |
17.24 |
16.95 |
16.96 |
-0.24 |
229 |
3,182 |
+2 |
| Mar08 |
071218 |
16.72 |
16.74 |
16.51 |
16.54 |
-0.23 |
197 |
2,664 |
+15 |
| Apr08 |
071218 |
16.26 |
16.29 |
16.14 |
16.14 |
-0.15 |
129 |
2,394 |
+29 |
| Total Volume and Open Interest |
1,855 |
30,682 |
+207 |
| Cocoa(ICE) |
| Mar08 |
071218 |
2086 |
2134 |
2086 |
2114 |
+28 |
14,868 |
104,067 |
-730 |
| May08 |
071218 |
2105 |
2140 |
2100 |
2119 |
+23 |
2,453 |
22,883 |
+301 |
| Jul08 |
071218 |
2105 |
2147 |
2105 |
2126 |
+21 |
804 |
10,438 |
+233 |
| Sep08 |
071218 |
2120 |
2149 |
2116 |
2131 |
+20 |
920 |
7,379 |
+345 |
| Dec08 |
071218 |
2117 |
2152 |
2117 |
2136 |
+17 |
273 |
14,691 |
-20 |
| Mar09 |
071218 |
2145 |
2159 |
2145 |
2155 |
+17 |
345 |
4,639 |
+5 |
| May09 |
071218 |
2153 |
2175 |
2153 |
2166 |
+20 |
1 |
2,073 |
+0 |
| Total Volume and Open Interest |
19,664 |
166,171 |
+134 |
| Coffee "C"(ICE) |
| Dec07 |
071218 |
130.10 |
131.60 |
130.00 |
131.35 |
+1.15 |
96 |
474 |
-22 |
| Mar08 |
071218 |
133.50 |
135.35 |
133.15 |
134.55 |
+1.10 |
15,549 |
109,784 |
+269 |
| May08 |
071218 |
135.80 |
137.90 |
135.80 |
137.10 |
+1.05 |
674 |
21,466 |
-70 |
| Jul08 |
071218 |
138.50 |
140.00 |
138.50 |
139.60 |
+1.05 |
363 |
5,722 |
-12 |
| Sep08 |
071218 |
140.70 |
142.45 |
140.70 |
142.00 |
+1.10 |
423 |
8,874 |
-78 |
| Dec08 |
071218 |
144.00 |
145.85 |
144.00 |
145.35 |
+1.10 |
964 |
6,679 |
-886 |
| Total Volume and Open Interest |
19,126 |
159,917 |
-754 |
| Orange Juice(ICE) |
| Jan08 |
071218 |
146.90 |
146.90 |
143.80 |
146.00 |
-0.90 |
2,642 |
7,239 |
-1,394 |
| Mar08 |
071218 |
148.20 |
148.75 |
145.60 |
147.50 |
-0.90 |
2,851 |
14,795 |
+834 |
| May08 |
071218 |
147.75 |
149.90 |
147.75 |
148.50 |
-0.70 |
152 |
3,115 |
+125 |
| Jul08 |
071218 |
150.00 |
150.00 |
148.75 |
149.75 |
-0.45 |
10 |
753 |
+0 |
| Sep08 |
071218 |
150.45 |
150.45 |
150.45 |
150.45 |
-0.35 |
1 |
423 |
-14 |
| Nov08 |
071218 |
149.50 |
149.50 |
149.50 |
149.50 |
-0.35 |
0 |
363 |
+0 |
| Total Volume and Open Interest |
5,656 |
27,545 |
-449 |
| Sugar #11(ICE) |
| Mar08 |
071218 |
10.76 |
10.78 |
10.59 |
10.64 |
-0.12 |
125,895 |
448,954 |
+6,999 |
| May08 |
071218 |
10.98 |
10.98 |
10.87 |
10.89 |
-0.07 |
25,208 |
100,528 |
+2,922 |
| Jul08 |
071218 |
10.98 |
11.00 |
10.90 |
10.95 |
-0.04 |
15,807 |
88,574 |
+282 |
| Oct08 |
071218 |
11.23 |
11.24 |
11.15 |
11.24 |
+0.01 |
12,327 |
70,003 |
+861 |
| Mar09 |
071218 |
11.83 |
11.85 |
11.77 |
11.84 |
+0.03 |
7,916 |
49,967 |
+741 |
| Total Volume and Open Interest |
196,074 |
833,869 |
+13,133 |
| Sugar #14(ICE) |
| Mar08 |
071213 |
20.10 |
20.10 |
20.10 |
20.10 |
+0.06 |
134 |
3,944 |
+83 |
| May08 |
071213 |
20.22 |
20.22 |
20.22 |
20.22 |
+0.21 |
35 |
3,595 |
+40 |
| Jul08 |
071213 |
20.52 |
20.52 |
20.52 |
20.52 |
+0.16 |
27 |
1,960 |
-7 |
| Sep08 |
071213 |
20.80 |
20.80 |
20.80 |
20.80 |
+0.19 |
7 |
1,289 |
+5 |
| Nov08 |
071213 |
20.83 |
20.83 |
20.83 |
20.83 |
+0.03 |
0 |
271 |
+0 |
| Total Volume and Open Interest |
203 |
11,083 |
+121 |
| London Cocoa(LCE) |
| Mar08 |
071214 |
1059 |
1066 |
1046 |
1056 |
-7 |
7,109 |
0 |
-74,113 |
| May08 |
071218 |
1084 |
1100 |
1078 |
1095 |
+14 |
2,071 |
24,370 |
+74 |
| Jul08 |
071218 |
1108 |
1126 |
1105 |
1120 |
+12 |
1,146 |
51,764 |
+244 |
| Sep08 |
071218 |
1099 |
1109 |
1093 |
1109 |
+11 |
262 |
21,740 |
+114 |
| Dec08 |
071218 |
1088 |
1111 |
1088 |
1103 |
+11 |
289 |
20,198 |
-5 |
| Mar09 |
071218 |
1106 |
1117 |
1106 |
1111 |
+13 |
117 |
4,907 |
+117 |
| May09 |
071218 |
1121 |
1121 |
1121 |
1121 |
+13 |
0 |
349 |
+0 |
| Total Volume and Open Interest |
11,352 |
196,956 |
+207 |
| London Coffee(LCE) |
| Jan08 |
071218 |
1863.00 |
1880.00 |
1860.00 |
1875.00 |
+12.00 |
1,870 |
54,226 |
-610 |
| Mar08 |
071218 |
1900.00 |
1911.00 |
1890.00 |
1904.00 |
+10.00 |
3,345 |
80,350 |
+808 |
| May08 |
071218 |
1918.00 |
1926.00 |
1906.00 |
1922.00 |
+14.00 |
506 |
16,576 |
+30 |
| Jul08 |
071218 |
1928.00 |
1940.00 |
1928.00 |
1937.00 |
+14.00 |
154 |
4,130 |
-42 |
| Sep08 |
071218 |
1940.00 |
1952.00 |
1940.00 |
1951.00 |
+12.00 |
211 |
6,910 |
+126 |
| Nov08 |
071218 |
1951.00 |
1957.00 |
1951.00 |
1957.00 |
+11.00 |
43 |
974 |
+36 |
| Total Volume and Open Interest |
6,165 |
165,300 |
+384 |
| London Sugar(LCE) |
| Mar08 |
071218 |
307.00 |
307.80 |
305.50 |
306.50 |
-0.70 |
3,052 |
53,559 |
+53,559 |
| May08 |
071218 |
309.50 |
309.80 |
308.50 |
309.40 |
+0.10 |
271 |
10,474 |
+68 |
| Aug08 |
071218 |
310.50 |
310.70 |
309.80 |
310.00 |
-0.50 |
175 |
6,789 |
+79 |
| Oct08 |
071218 |
314.60 |
315.30 |
314.00 |
315.00 |
unch |
152 |
5,840 |
+30 |
| Dec08 |
071218 |
320.50 |
322.00 |
320.50 |
321.00 |
+0.20 |
80 |
1,571 |
+70 |
| Total Volume and Open Interest |
4,041 |
81,806 |
+243 |
| Cotton(ICE) |
| Mar08 |
071218 |
65.40 |
66.00 |
65.40 |
65.72 |
+0.07 |
22,912 |
133,118 |
+1,843 |
| May08 |
071218 |
67.25 |
67.50 |
66.95 |
67.18 |
+0.06 |
1,849 |
21,966 |
+30 |
| Jul08 |
071218 |
69.00 |
69.15 |
68.65 |
68.82 |
+0.03 |
3,464 |
22,154 |
-12 |
| Oct08 |
071218 |
71.25 |
71.25 |
71.25 |
71.25 |
-0.10 |
1 |
430 |
+0 |
| Dec08 |
071218 |
73.30 |
73.80 |
73.03 |
73.25 |
-0.05 |
4,004 |
39,766 |
+1,024 |
| Mar09 |
071218 |
75.75 |
75.75 |
75.75 |
75.75 |
unch |
84 |
1,220 |
+79 |
| Total Volume and Open Interest |
32,322 |
219,221 |
+2,971 |
| Lumber(CME) |
| Jan08 |
071218 |
245.0 |
245.5 |
243.2 |
244.4 |
-1.1 |
768 |
3,347 |
-350 |
| Mar08 |
071218 |
264.4 |
264.5 |
262.2 |
263.1 |
-2.2 |
832 |
5,093 |
+220 |
| May08 |
071218 |
279.3 |
279.3 |
276.1 |
277.0 |
-2.4 |
75 |
586 |
-1 |
| Jul08 |
071218 |
283.5 |
284.2 |
281.3 |
281.3 |
-2.4 |
3 |
132 |
+2 |
| Total Volume and Open Interest |
1,680 |
9,254 |
-127 |
| Crude Oil(NYM) |
| Jan08 |
071218 |
90.97 |
92.88 |
88.88 |
90.49 |
-0.14 |
234,006 |
79,908 |
-35,777 |
| Feb08 |
071218 |
91.36 |
93.00 |
89.15 |
90.08 |
-0.97 |
179,214 |
315,584 |
+10,121 |
| Mar08 |
071218 |
91.42 |
93.02 |
89.27 |
90.09 |
-1.06 |
70,102 |
148,968 |
+3,892 |
| Apr08 |
071218 |
91.22 |
92.79 |
89.24 |
89.91 |
-1.12 |
32,675 |
65,389 |
-664 |
| May08 |
071218 |
91.02 |
92.49 |
89.08 |
89.70 |
-1.13 |
17,712 |
58,973 |
-563 |
| Jun08 |
071218 |
90.55 |
92.20 |
88.81 |
89.46 |
-1.11 |
20,942 |
72,511 |
+1,680 |
| Jul08 |
071218 |
91.60 |
91.60 |
88.77 |
89.20 |
-1.09 |
4,144 |
22,558 |
+191 |
| Aug08 |
071218 |
91.40 |
91.40 |
88.54 |
88.96 |
-1.07 |
1,209 |
17,476 |
+5 |
| Sep08 |
071218 |
90.90 |
90.90 |
88.19 |
88.72 |
-1.05 |
719 |
36,417 |
+197 |
| Oct08 |
071218 |
88.22 |
88.48 |
88.04 |
88.48 |
-1.03 |
282 |
29,529 |
+199 |
| Nov08 |
071218 |
89.71 |
89.71 |
88.26 |
88.26 |
-1.01 |
715 |
20,385 |
+438 |
| Dec08 |
071218 |
89.50 |
90.55 |
87.75 |
88.07 |
-0.99 |
8,692 |
166,308 |
-545 |
| Jan09 |
071218 |
87.84 |
87.84 |
87.84 |
87.84 |
-0.98 |
491 |
23,894 |
+88 |
| Feb09 |
071218 |
87.61 |
87.61 |
87.61 |
87.61 |
-0.98 |
282 |
13,427 |
+0 |
| Mar09 |
071218 |
87.38 |
87.38 |
87.38 |
87.38 |
-0.97 |
0 |
5,695 |
+0 |
| Apr09 |
071218 |
87.15 |
87.15 |
87.15 |
87.15 |
-0.96 |
0 |
11,854 |
+0 |
| Total Volume and Open Interest |
575,113 |
1,377,247 |
-20,527 |
| Heating Oil(NYM) |
| Jan08 |
071218 |
260.00 |
264.77 |
253.32 |
255.54 |
-4.25 |
34,058 |
51,644 |
-5,090 |
| Feb08 |
071218 |
259.44 |
264.05 |
253.21 |
255.39 |
-4.05 |
19,611 |
55,619 |
+1,871 |
| Mar08 |
071218 |
257.75 |
262.08 |
251.82 |
253.79 |
-3.80 |
8,608 |
36,295 |
+1,788 |
| Apr08 |
071218 |
252.39 |
256.86 |
247.21 |
248.84 |
-3.50 |
4,275 |
15,140 |
+504 |
| May08 |
071218 |
248.09 |
252.22 |
243.15 |
244.64 |
-3.30 |
1,771 |
9,274 |
+292 |
| Jun08 |
071218 |
248.20 |
250.00 |
240.15 |
242.14 |
-3.25 |
2,641 |
17,238 |
-253 |
| Jul08 |
071218 |
247.92 |
248.11 |
241.20 |
241.84 |
-3.05 |
185 |
4,361 |
+56 |
| Aug08 |
071218 |
247.95 |
247.95 |
241.77 |
241.94 |
-3.05 |
33 |
1,026 |
+6 |
| Sep08 |
071218 |
248.50 |
249.00 |
242.47 |
242.94 |
-3.05 |
146 |
3,497 |
+10 |
| Oct08 |
071218 |
250.74 |
250.98 |
244.54 |
244.54 |
-3.05 |
53 |
1,101 |
-19 |
| Nov08 |
071218 |
247.00 |
247.01 |
246.14 |
246.14 |
-3.00 |
150 |
900 |
+39 |
| Dec08 |
071218 |
253.00 |
253.90 |
246.69 |
247.74 |
-3.00 |
1,494 |
8,264 |
-473 |
| Total Volume and Open Interest |
73,055 |
213,143 |
-1,264 |
| Gasoline(NYMEX) |
| Jan08 |
071218 |
233.50 |
237.69 |
228.90 |
230.43 |
-3.11 |
36,582 |
47,781 |
-4,607 |
| Feb08 |
071218 |
236.65 |
240.50 |
231.79 |
233.43 |
-2.91 |
16,699 |
40,920 |
+1,359 |
| Mar08 |
071218 |
240.16 |
244.46 |
235.60 |
237.15 |
-2.94 |
9,420 |
37,896 |
+1,302 |
| Apr08 |
071218 |
253.30 |
257.54 |
249.29 |
250.35 |
-2.89 |
2,873 |
25,166 |
+112 |
| May08 |
071218 |
257.82 |
258.33 |
249.91 |
251.15 |
-2.89 |
3,450 |
19,088 |
+599 |
| Jun08 |
071218 |
253.00 |
257.37 |
249.76 |
250.85 |
-2.84 |
2,577 |
15,757 |
+426 |
| Jul08 |
071218 |
255.56 |
255.57 |
248.19 |
249.12 |
-2.77 |
876 |
4,326 |
-53 |
| Aug08 |
071218 |
253.00 |
253.00 |
246.49 |
246.49 |
-2.70 |
187 |
2,917 |
+41 |
| Sep08 |
071218 |
246.35 |
246.35 |
242.22 |
242.69 |
-2.70 |
370 |
5,354 |
-25 |
| Oct08 |
071218 |
229.09 |
229.09 |
229.09 |
229.09 |
-2.50 |
190 |
1,624 |
-70 |
| Total Volume and Open Interest |
73,973 |
214,742 |
-309 |
| e-MiNY RBOB Gasoline(NYMEX) |
| Jan08 |
071218 |
230.43 |
230.43 |
230.43 |
230.43 |
-3.11 |
4 |
17 |
+0 |
| Feb08 |
071218 |
233.30 |
233.43 |
233.30 |
233.43 |
-2.91 |
0 |
10 |
+0 |
| Mar08 |
071218 |
237.15 |
237.15 |
237.15 |
237.15 |
-2.55 |
0 |
2 |
+0 |
| Apr08 |
071218 |
251.40 |
251.40 |
251.40 |
251.40 |
-1.30 |
|
|
|
| Total Volume and Open Interest |
4 |
29 |
+0 |
| Natural Gas(NYM) |
| Jan08 |
071218 |
7.049 |
7.185 |
7.024 |
7.141 |
+0.106 |
42,541 |
67,596 |
-3,212 |
| Feb08 |
071218 |
7.190 |
7.316 |
7.166 |
7.278 |
+0.102 |
19,366 |
99,974 |
+4,194 |
| Mar08 |
071218 |
7.225 |
7.345 |
7.209 |
7.320 |
+0.114 |
19,635 |
114,303 |
+5,153 |
| Apr08 |
071218 |
7.218 |
7.354 |
7.210 |
7.328 |
+0.122 |
8,960 |
53,739 |
+4,191 |
| May08 |
071218 |
7.285 |
7.416 |
7.280 |
7.395 |
+0.121 |
2,084 |
42,741 |
+178 |
| Jun08 |
071218 |
7.429 |
7.510 |
7.410 |
7.487 |
+0.119 |
468 |
23,536 |
+224 |
| Jul08 |
071218 |
7.515 |
7.612 |
7.508 |
7.583 |
+0.117 |
299 |
21,088 |
+161 |
| Aug08 |
071218 |
7.600 |
7.677 |
7.590 |
7.663 |
+0.117 |
155 |
18,399 |
+32 |
| Sep08 |
071218 |
7.640 |
7.700 |
7.620 |
7.695 |
+0.119 |
293 |
13,891 |
+74 |
| Oct08 |
071218 |
7.695 |
7.790 |
7.690 |
7.770 |
+0.121 |
1,066 |
39,727 |
+31 |
| Nov08 |
071218 |
8.065 |
8.160 |
8.060 |
8.148 |
+0.114 |
303 |
23,070 |
-177 |
| Dec08 |
071218 |
8.300 |
8.574 |
8.300 |
8.574 |
+0.110 |
418 |
19,105 |
+98 |
| Jan09 |
071218 |
8.730 |
8.840 |
8.730 |
8.835 |
+0.106 |
616 |
39,126 |
+5 |
| Feb09 |
071218 |
8.805 |
8.845 |
8.770 |
8.845 |
+0.106 |
3 |
7,009 |
+23 |
| Mar09 |
071218 |
8.539 |
8.620 |
8.539 |
8.620 |
+0.111 |
457 |
33,197 |
-343 |
| Apr09 |
071218 |
7.890 |
7.960 |
7.890 |
7.960 |
+0.101 |
1,030 |
30,533 |
+159 |
| Total Volume and Open Interest |
98,498 |
854,142 |
+11,024 |
| Brent Crude Oil(ICE) |
| Feb08 |
071218 |
91.58 |
92.89 |
89.33 |
90.12 |
-1.17 |
97,483 |
122,595 |
-2,100 |
| Mar08 |
071218 |
91.24 |
92.69 |
89.20 |
89.96 |
-1.20 |
36,840 |
113,120 |
+2,370 |
| Apr08 |
071218 |
91.15 |
92.46 |
89.09 |
89.83 |
-1.20 |
14,134 |
25,047 |
+608 |
| May08 |
071218 |
90.96 |
92.24 |
88.95 |
89.67 |
-1.15 |
10,194 |
18,145 |
+239 |
| Jun08 |
071218 |
90.58 |
92.00 |
88.83 |
89.50 |
-1.05 |
8,587 |
33,890 |
-542 |
| Jul08 |
071218 |
91.00 |
91.55 |
89.30 |
89.30 |
-0.98 |
1,062 |
10,264 |
-176 |
| Aug08 |
071218 |
89.09 |
89.09 |
89.09 |
89.09 |
-0.93 |
661 |
7,751 |
+71 |
| Sep08 |
071218 |
89.90 |
89.90 |
88.87 |
88.87 |
-0.90 |
887 |
8,875 |
+163 |
| Oct08 |
071218 |
88.67 |
88.67 |
88.67 |
88.67 |
-0.86 |
315 |
6,957 |
+0 |
| Nov08 |
071218 |
88.48 |
88.48 |
88.48 |
88.48 |
-0.81 |
459 |
5,175 |
-16 |
| Dec08 |
071218 |
89.35 |
90.50 |
87.95 |
88.29 |
-0.76 |
6,870 |
58,845 |
-635 |
| Jan09 |
071218 |
88.09 |
88.09 |
88.09 |
88.09 |
-0.74 |
525 |
12,509 |
+498 |
| Feb09 |
071218 |
87.91 |
87.91 |
87.91 |
87.91 |
-0.72 |
25 |
3,719 |
+0 |
| Mar09 |
071218 |
87.73 |
87.73 |
87.73 |
87.73 |
-0.70 |
0 |
2,937 |
+0 |
| Total Volume and Open Interest |
194,889 |
522,952 |
-15,061 |
| Gas Oil(ICE) |
| Jan08 |
071218 |
818.50 |
830.00 |
799.25 |
811.75 |
-3.00 |
37,298 |
76,800 |
-1,524 |
| Feb08 |
071218 |
808.25 |
820.75 |
791.75 |
803.50 |
-2.00 |
21,485 |
61,805 |
-631 |
| Mar08 |
071218 |
798.50 |
810.75 |
782.75 |
794.25 |
-1.50 |
6,600 |
26,129 |
-511 |
| Apr08 |
071218 |
789.00 |
797.75 |
776.00 |
784.75 |
-1.00 |
4,272 |
11,523 |
-515 |
| May08 |
071218 |
780.50 |
789.00 |
767.50 |
776.00 |
-1.00 |
1,532 |
14,081 |
+189 |
| Jun08 |
071218 |
774.50 |
786.25 |
761.75 |
770.50 |
-0.75 |
5,446 |
33,204 |
-164 |
| Jul08 |
071218 |
782.75 |
783.00 |
782.50 |
783.00 |
+8.25 |
607 |
6,868 |
+403 |
| Aug08 |
071218 |
783.25 |
783.25 |
783.00 |
783.00 |
+12.00 |
134 |
2,583 |
+134 |
| Sep08 |
071218 |
771.50 |
771.50 |
763.25 |
771.25 |
-0.50 |
200 |
2,206 |
+200 |
| Oct08 |
071218 |
772.50 |
772.50 |
772.50 |
772.50 |
unch |
0 |
1,251 |
+0 |
| Total Volume and Open Interest |
79,963 |
267,891 |
-1,968 |
| US Dollar Index(ICE) |
| Mar08 |
071218 |
77.310 |
77.520 |
77.310 |
77.430 |
+0.020 |
10,919 |
27,408 |
-487 |
| Jun08 |
071218 |
77.430 |
77.490 |
77.430 |
77.490 |
+0.020 |
10 |
5,624 |
+9 |
| Sep08 |
071218 |
77.570 |
77.570 |
77.570 |
77.570 |
+0.020 |
0 |
475 |
+0 |
| Total Volume and Open Interest |
14,269 |
57,355 |
-1,240 |
| Australian Dollar(CME) |
| Dec07 |
071217 |
86.24 |
86.49 |
85.57 |
85.81 |
-0.39 |
21,537 |
46,693 |
+46,693 |
| Mar08 |
071218 |
85.39 |
86.00 |
85.08 |
85.40 |
+0.05 |
58,395 |
57,443 |
+5,425 |
| Jun08 |
071218 |
85.00 |
85.37 |
84.52 |
84.79 |
+0.05 |
3 |
411 |
+1 |
| Total Volume and Open Interest |
72,224 |
98,840 |
-476 |
| British Pound(CME) |
| Dec07 |
071217 |
201.66 |
202.13 |
201.03 |
201.72 |
+0.20 |
34,905 |
59,438 |
+59,438 |
| Mar08 |
071218 |
201.51 |
201.68 |
200.57 |
200.78 |
-0.81 |
66,712 |
68,227 |
+3,125 |
| Jun08 |
071218 |
200.75 |
201.01 |
200.02 |
200.20 |
-0.81 |
3 |
173 |
-2 |
| Total Volume and Open Interest |
88,644 |
125,075 |
+296 |
| Canadian Dollar(CME) |
| Dec07 |
071217 |
98.27 |
99.74 |
97.80 |
99.38 |
+1.19 |
20,449 |
51,518 |
+51,518 |
| Mar08 |
071218 |
99.65 |
99.92 |
98.62 |
99.54 |
+0.11 |
45,233 |
73,956 |
+10,956 |
| Jun08 |
071218 |
99.40 |
99.80 |
98.68 |
99.50 |
+0.11 |
45 |
3,620 |
+0 |
| Sep08 |
071218 |
99.05 |
99.47 |
98.77 |
99.47 |
+0.11 |
13 |
1,325 |
+4 |
| Total Volume and Open Interest |
59,567 |
123,716 |
+3,599 |
| Japanese Yen(CME) |
| Dec07 |
071217 |
88.16 |
88.61 |
88.09 |
88.34 |
+0.15 |
69,136 |
83,699 |
+83,699 |
| Mar08 |
071218 |
89.49 |
89.63 |
89.00 |
89.17 |
-0.26 |
103,484 |
151,137 |
+10,727 |
| Jun08 |
071218 |
90.10 |
90.40 |
89.85 |
89.99 |
-0.26 |
24 |
24,514 |
+12 |
| Total Volume and Open Interest |
138,553 |
253,647 |
+4,500 |
| Swiss Franc(CME) |
| Dec07 |
071217 |
86.50 |
86.85 |
86.40 |
86.66 |
-0.03 |
35,677 |
37,040 |
+37,040 |
| Mar08 |
071218 |
87.54 |
87.56 |
87.17 |
87.28 |
-0.17 |
51,601 |
66,956 |
+4,956 |
| Jun08 |
071218 |
87.77 |
87.85 |
87.55 |
87.65 |
-0.17 |
0 |
20 |
+0 |
| Total Volume and Open Interest |
62,536 |
99,962 |
+844 |
| EuroFX(CME) |
| Dec07 |
071217 |
143.90 |
144.52 |
143.32 |
143.83 |
-0.41 |
112,047 |
132,057 |
+132,057 |
| Mar08 |
071218 |
144.23 |
144.50 |
143.79 |
144.20 |
+0.13 |
236,886 |
149,519 |
+20,311 |
| Jun08 |
071218 |
144.00 |
144.44 |
143.80 |
144.17 |
+0.13 |
104 |
1,316 |
+24 |
| Total Volume and Open Interest |
309,713 |
252,683 |
-10,553 |
| Mexican Peso(CME) |
| Dec07 |
071217 |
922.0 |
924.2 |
919.0 |
923.0 |
-0.8 |
13,852 |
50,522 |
+50,522 |
| Jan08 |
071218 |
920.2 |
920.5 |
920.2 |
920.2 |
+1.2 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
21,593 |
142,150 |
+3,374 |
| 30-Year T-Bonds(CBOT) |
| Dec07 |
071218 |
114~24 |
115~14 |
114~17 |
115~09 |
+0~30 |
3,557 |
14,681 |
-1,515 |
| Mar08 |
071218 |
114~21 |
115~20 |
114~14 |
115~12 |
+1~01 |
253,667 |
922,560 |
-2,189 |
| Jun08 |
071218 |
114~12 |
114~24 |
114~12 |
114~24 |
+1~01 |
14 |
1,792 |
-1 |
| Total Volume and Open Interest |
257,240 |
939,058 |
-3,703 |
| 10-Year T-Notes(CBOT) |
| Dec07 |
071218 |
113~120 |
113~270 |
113~070 |
113~205 |
+0~150 |
26,046 |
70,403 |
-2,807 |
| Mar08 |
071218 |
112~200 |
113~010 |
112~100 |
112~265 |
+0~165 |
975,061 |
2,263,313 |
-15,740 |
| Jun08 |
071218 |
112~035 |
112~035 |
112~035 |
112~035 |
+0~165 |
90 |
1,186 |
+290 |
| Total Volume and Open Interest |
1,001,422 |
2,334,902 |
-18,257 |
| 5-Year T-Notes(CBOT) |
| Dec07 |
071218 |
109~305 |
110~095 |
109~305 |
110~065 |
+0~110 |
16,064 |
50,847 |
-9,296 |
| Mar08 |
071218 |
109~235 |
110~000 |
109~170 |
109~275 |
+0~105 |
541,608 |
1,781,641 |
+1,024 |
| Jun08 |
071218 |
109~275 |
109~275 |
109~275 |
109~275 |
+0~105 |
|
|
|
| Total Volume and Open Interest |
557,672 |
1,832,488 |
-8,272 |
| 2 Year T-Notes(CBOT) |
| Dec07 |
071218 |
104~102 |
104~102 |
104~102 |
104~102 |
+0~014 |
|
|
|
| Mar08 |
071218 |
104~103 |
104~115 |
104~088 |
104~106 |
+0~016 |
254,804 |
959,700 |
+13,804 |
| Total Volume and Open Interest |
268,659 |
1,000,386 |
+5,898 |
| Eurodollars(CME) |
| Mar08 |
071218 |
95.590 |
95.675 |
95.560 |
95.655 |
+0.080 |
244,051 |
1,527,130 |
-9,114 |
| Jun08 |
071218 |
96.000 |
96.095 |
95.955 |
96.070 |
+0.110 |
317,134 |
1,501,946 |
-16,820 |
| Sep08 |
071218 |
96.250 |
96.340 |
96.200 |
96.310 |
+0.110 |
381,098 |
1,306,509 |
-31,890 |
| Dec08 |
071218 |
96.355 |
96.440 |
96.305 |
96.410 |
+0.105 |
523,791 |
1,437,210 |
-93,930 |
| Mar09 |
071218 |
96.355 |
96.430 |
96.305 |
96.400 |
+0.100 |
276,021 |
1,007,738 |
-16,661 |
| Jun09 |
071218 |
96.240 |
96.320 |
96.195 |
96.295 |
+0.105 |
167,252 |
712,675 |
-1,302 |
| Sep09 |
071218 |
96.105 |
96.185 |
96.060 |
96.160 |
+0.105 |
122,383 |
534,350 |
+17,634 |
| Dec09 |
071218 |
95.980 |
96.055 |
95.930 |
96.030 |
+0.105 |
64,351 |
290,650 |
-24,002 |
| Mar10 |
071218 |
95.840 |
95.935 |
95.805 |
95.905 |
+0.105 |
31,284 |
229,198 |
-2,353 |
| Jun10 |
071218 |
95.700 |
95.800 |
95.675 |
95.770 |
+0.105 |
20,634 |
221,032 |
-591 |
| Sep10 |
071218 |
95.595 |
95.685 |
95.560 |
95.660 |
+0.105 |
14,111 |
143,925 |
-398 |
| Dec10 |
071218 |
95.495 |
95.575 |
95.460 |
95.555 |
+0.105 |
8,385 |
106,641 |
+1,596 |
| Mar11 |
071218 |
95.400 |
95.495 |
95.385 |
95.475 |
+0.105 |
5,932 |
86,750 |
-373 |
| Jun11 |
071218 |
95.310 |
95.405 |
95.305 |
95.385 |
+0.105 |
4,314 |
83,066 |
-49 |
| Sep11 |
071218 |
95.240 |
95.320 |
95.230 |
95.305 |
+0.110 |
4,364 |
70,293 |
-347 |
| Dec11 |
071218 |
95.165 |
95.245 |
95.165 |
95.225 |
+0.110 |
5,524 |
51,694 |
-519 |
| Mar12 |
071218 |
95.090 |
95.175 |
95.090 |
95.165 |
+0.115 |
2,955 |
48,274 |
+56 |
| Jun12 |
071218 |
95.035 |
95.100 |
95.035 |
95.090 |
+0.115 |
3,496 |
40,847 |
+214 |
| Total Volume and Open Interest |
|
|
|
| 30 Day Federal Funds(CBOT) |
| Dec07 |
071218 |
3.970 |
3.980 |
3.970 |
3.975 |
+0.005 |
10,567 |
128,012 |
-7,648 |
| Jan08 |
071218 |
4.070 |
4.090 |
4.070 |
4.075 |
+0.010 |
16,547 |
139,496 |
-7,464 |
| Feb08 |
071218 |
4.225 |
4.235 |
4.205 |
4.220 |
unch |
18,387 |
64,199 |
-1,767 |
| Mar08 |
071218 |
4.295 |
4.295 |
4.265 |
4.285 |
+0.005 |
11,728 |
39,201 |
+4,457 |
| Apr08 |
071218 |
4.350 |
4.360 |
4.330 |
4.350 |
+0.015 |
4,475 |
17,775 |
+828 |
| May08 |
071218 |
4.435 |
4.465 |
4.425 |
4.465 |
+0.035 |
2,259 |
12,459 |
+1,197 |
| Total Volume and Open Interest |
65,727 |
415,684 |
-10,233 |
| 30 Day Fed Funds(e-CBOT) |
| Dec07 |
071213 |
95.730 |
95.740 |
95.725 |
95.725 |
-0.010 |
22,696 |
0 |
+0 |
| Jan08 |
071213 |
95.820 |
95.830 |
95.805 |
95.825 |
+0.005 |
39,019 |
0 |
+0 |
| Feb08 |
071213 |
96.005 |
96.015 |
95.970 |
95.995 |
-0.015 |
13,141 |
0 |
+0 |
| Mar08 |
071213 |
96.075 |
96.075 |
96.025 |
96.050 |
-0.020 |
5,956 |
0 |
+0 |
| Apr08 |
071213 |
96.140 |
96.150 |
96.085 |
96.105 |
-0.030 |
3,507 |
0 |
+0 |
| May08 |
071213 |
96.240 |
96.255 |
96.195 |
96.200 |
-0.045 |
2,149 |
0 |
+0 |
| Total Volume and Open Interest |
89,146 |
|
|
| 3-Mth Euro-Yen(CME) |
| Mar08 |
071218 |
99.25 |
99.25 |
99.25 |
99.25 |
+0.03 |
|
|
|
| Jun08 |
071218 |
99.28 |
99.28 |
99.28 |
99.28 |
+0.04 |
|
|
|
| Sep08 |
071218 |
99.25 |
99.25 |
99.25 |
99.25 |
+0.04 |
|
|
|
| Dec08 |
071218 |
99.20 |
99.21 |
99.20 |
99.21 |
+0.05 |
|
|
|
| Mar09 |
071218 |
99.15 |
99.15 |
99.15 |
99.15 |
+0.04 |
|
|
|
| Jun09 |
071218 |
99.10 |
99.10 |
99.10 |
99.10 |
+0.04 |
|
|
|
| Sep09 |
071218 |
99.04 |
99.04 |
99.04 |
99.04 |
+0.04 |
|
|
|
| Dec09 |
071218 |
98.96 |
98.96 |
98.96 |
98.96 |
+0.03 |
|
|
|
| Mar10 |
071218 |
98.89 |
98.89 |
98.89 |
98.89 |
+0.03 |
|
|
|
| Jun10 |
071218 |
98.85 |
98.85 |
98.85 |
98.85 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Mar08 |
071218 |
99.23 |
99.25 |
99.22 |
99.25 |
+0.03 |
687 |
47,936 |
+2,620 |
| Jun08 |
071218 |
99.25 |
99.28 |
99.25 |
99.28 |
+0.04 |
75 |
18,089 |
+283 |
| Sep08 |
071218 |
99.22 |
99.25 |
99.21 |
99.25 |
+0.04 |
47 |
19,018 |
+51 |
| Dec08 |
071218 |
99.18 |
99.19 |
99.18 |
99.19 |
+0.03 |
22 |
14,015 |
+610 |
| Mar09 |
071218 |
99.14 |
99.15 |
99.14 |
99.15 |
+0.03 |
0 |
5,689 |
+19 |
| Jun09 |
071218 |
99.10 |
99.10 |
99.10 |
99.10 |
+0.03 |
0 |
1,245 |
+1 |
| Sep09 |
071218 |
99.04 |
99.04 |
99.04 |
99.04 |
+0.03 |
0 |
208 |
+0 |
| Dec09 |
071218 |
98.96 |
98.96 |
98.96 |
98.96 |
+0.03 |
0 |
200 |
+0 |
| Total Volume and Open Interest |
1,679 |
177,434 |
+4,659 |
| Japanese Gov't Bonds(SGX) |
| Mar08 |
071212 |
136.79 |
136.80 |
136.47 |
136.56 |
+0.57 |
2,613 |
33,874 |
+6,962 |
| Jun08 |
071218 |
136.70 |
136.70 |
136.70 |
136.70 |
+0.23 |
|
|
|
| Sep08 |
071218 |
136.70 |
136.70 |
136.70 |
136.70 |
+0.23 |
|
|
|
| Total Volume and Open Interest |
2,359 |
32,519 |
-160 |
| Euro-Bund(EUREX) |
| Mar08 |
071217 |
113.13 |
113.29 |
113.00 |
113.13 |
+0.15 |
1,061,526 |
1,142,062 |
-44,770 |
| Jun08 |
071217 |
112.77 |
112.82 |
112.66 |
112.73 |
+0.14 |
273 |
289 |
+99 |
| Sep08 |
071217 |
112.94 |
112.94 |
112.94 |
112.94 |
+0.05 |
|
|
|
| Total Volume and Open Interest |
1,061,799 |
1,142,351 |
-44,671 |
| Euro-Bobl(EUREX) |
| Mar08 |
071218 |
108.04 |
108.15 |
107.81 |
108.00 |
+0.02 |
417,026 |
992,271 |
-2,716 |
| Jun08 |
071218 |
42.32 |
42.32 |
42.32 |
42.32 |
-0.02 |
106 |
2,498 |
+60 |
| Sep08 |
071218 |
42.92 |
42.92 |
42.92 |
42.92 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
417,132 |
994,769 |
-2,656 |
| 3-Mth Euribor(EUREX) |
| Dec07 |
071213 |
95.115 |
95.115 |
95.080 |
95.085 |
-0.050 |
2,115 |
28,839 |
-395 |
| Mar08 |
071217 |
95.375 |
95.470 |
95.375 |
95.470 |
+0.085 |
1,412 |
14,815 |
+797 |
| Jun08 |
071217 |
95.465 |
95.525 |
95.465 |
95.525 |
+0.060 |
29 |
6,132 |
+5 |
| Total Volume and Open Interest |
3,968 |
59,538 |
+1,327 |
| Long Gilt(LIFFE) |
| Dec07 |
071218 |
108~17 |
108~17 |
108~05 |
108~13 |
+0~01 |
270 |
14,772 |
-114 |
| Mar08 |
071218 |
108~15 |
108~17 |
108~02 |
108~12 |
+0~01 |
62,218 |
316,996 |
-704 |
| Total Volume and Open Interest |
62,488 |
331,768 |
-818 |
| 3-Mth Short Sterling(LIFFE) |
| Dec07 |
071218 |
93.66 |
93.79 |
93.65 |
93.78 |
+0.12 |
59,180 |
501,604 |
-2,336 |
| Mar08 |
071218 |
94.24 |
94.32 |
94.21 |
94.30 |
+0.07 |
38,717 |
482,382 |
-231 |
| Jun08 |
071218 |
94.57 |
94.60 |
94.53 |
94.57 |
+0.01 |
42,712 |
571,099 |
+875 |
| Sep08 |
071218 |
94.79 |
94.81 |
94.71 |
94.75 |
-0.01 |
45,328 |
444,181 |
+7,592 |
| Dec08 |
071218 |
94.91 |
94.92 |
94.82 |
94.87 |
-0.01 |
47,107 |
382,244 |
-9,279 |
| Mar09 |
071218 |
94.96 |
94.97 |
94.86 |
94.92 |
-0.01 |
24,532 |
248,161 |
-4,030 |
| Total Volume and Open Interest |
280,518 |
3,041,274 |
-6,175 |
| 3-Mth Euribor(LIFFE) |
| Mar08 |
071218 |
95.465 |
95.500 |
95.455 |
95.475 |
+0.025 |
109,771 |
617,354 |
-18,165 |
| Jun08 |
071218 |
95.525 |
95.550 |
95.485 |
95.525 |
+0.020 |
99,158 |
587,041 |
-3,389 |
| Sep08 |
071218 |
95.580 |
95.610 |
95.525 |
95.580 |
+0.020 |
132,280 |
470,597 |
-3,301 |
| Total Volume and Open Interest |
706,145 |
3,922,748 |
-371 |
| 3-Mth Aus T-Bills(SFE) |
| Dec07 |
071213 |
92.67 |
92.70 |
92.57 |
92.58 |
-0.09 |
31,490 |
105,566 |
+0 |
| Mar08 |
071218 |
92.65 |
92.71 |
92.64 |
92.65 |
unch |
14,189 |
375,795 |
-182 |
| Jun08 |
071218 |
92.56 |
92.62 |
92.53 |
92.55 |
-0.01 |
5,624 |
255,950 |
-633 |
| Sep08 |
071218 |
92.53 |
92.57 |
92.48 |
92.51 |
-0.02 |
7,323 |
140,840 |
+4,223 |
| Dec08 |
071218 |
92.52 |
92.55 |
92.47 |
92.49 |
-0.03 |
1,925 |
71,425 |
-132 |
| Mar09 |
071218 |
92.51 |
92.55 |
92.47 |
92.49 |
-0.02 |
2,475 |
47,283 |
+2,022 |
| Jun09 |
071218 |
92.51 |
92.54 |
92.48 |
92.49 |
-0.02 |
706 |
41,332 |
+629 |
| Sep09 |
071218 |
92.51 |
92.53 |
92.47 |
92.48 |
-0.02 |
1,046 |
20,024 |
+862 |
| Dec09 |
071218 |
92.52 |
92.52 |
92.47 |
92.47 |
-0.02 |
618 |
3,541 |
+617 |
| Mar10 |
071218 |
92.52 |
92.52 |
92.47 |
92.47 |
-0.02 |
0 |
372 |
+0 |
| Total Volume and Open Interest |
33,906 |
957,249 |
+7,406 |
| 10-Year Aus T-Bonds(SFE) |
| Mar08 |
071217 |
93.75 |
93.77 |
93.71 |
93.72 |
-0.03 |
157,969 |
560,531 |
+560,531 |
| Jun08 |
071218 |
93.72 |
93.72 |
93.72 |
93.72 |
|
|
|
|
| 3-Year Aus T-Bonds(SFE) |
| Mar08 |
071217 |
93.29 |
93.32 |
93.25 |
93.29 |
-0.01 |
134,187 |
493,625 |
+493,625 |
| Jun08 |
071218 |
93.29 |
93.29 |
93.29 |
93.29 |
|
|
|
|
| Gold(CMX) |
| Dec07 |
071218 |
793.0 |
804.8 |
793.0 |
803.0 |
+8.2 |
196 |
376 |
-66 |
| Feb08 |
071218 |
798.9 |
811.4 |
794.7 |
807.4 |
+8.1 |
93,428 |
257,467 |
-3,222 |
| Apr08 |
071218 |
805.7 |
817.3 |
802.4 |
813.7 |
+8.1 |
2,400 |
58,969 |
+1,065 |
| Jun08 |
071218 |
808.4 |
822.1 |
808.4 |
819.4 |
+8.0 |
1,079 |
49,326 |
+632 |
| Aug08 |
071218 |
814.0 |
825.6 |
814.0 |
824.8 |
+7.9 |
164 |
28,330 |
+97 |
| Oct08 |
071218 |
829.8 |
829.8 |
829.8 |
829.8 |
+7.8 |
10 |
3,575 |
+6 |
| Dec08 |
071218 |
826.9 |
837.3 |
826.9 |
834.7 |
+7.8 |
452 |
30,554 |
-204 |
| Feb09 |
071218 |
839.8 |
839.8 |
839.8 |
839.8 |
+7.7 |
53 |
20,480 |
+51 |
| Apr09 |
071218 |
844.6 |
844.6 |
844.6 |
844.6 |
+7.6 |
0 |
3,332 |
+0 |
| Jun09 |
071218 |
849.7 |
849.7 |
849.7 |
849.7 |
+7.6 |
6 |
9,117 |
+0 |
| Aug09 |
071218 |
855.0 |
855.0 |
855.0 |
855.0 |
+7.4 |
0 |
9 |
+0 |
| Oct09 |
071218 |
860.3 |
860.3 |
860.3 |
860.3 |
+7.2 |
|
|
|
| Total Volume and Open Interest |
99,575 |
490,138 |
-1,075 |
| Silver(CMX) |
| Dec07 |
071218 |
1402.5 |
1404.5 |
1401.0 |
1401.4 |
+18.8 |
40 |
123 |
-59 |
| Mar08 |
071218 |
1398.5 |
1428.0 |
1393.0 |
1416.5 |
+18.5 |
28,944 |
74,325 |
+601 |
| May08 |
071218 |
1411.0 |
1433.5 |
1411.0 |
1428.0 |
+18.5 |
714 |
13,934 |
+444 |
| Jul08 |
071218 |
1421.5 |
1449.0 |
1419.5 |
1438.6 |
+18.4 |
77 |
18,374 |
-43 |
| Sep08 |
071218 |
1431.5 |
1448.3 |
1431.5 |
1448.3 |
+18.3 |
18 |
14,897 |
-3 |
| Dec08 |
071218 |
1450.0 |
1465.0 |
1447.0 |
1461.5 |
+18.2 |
610 |
15,955 |
-209 |
| Mar09 |
071218 |
1476.5 |
1476.5 |
1476.5 |
1476.5 |
+18.2 |
0 |
288 |
+0 |
| Total Volume and Open Interest |
30,654 |
149,012 |
+803 |
| Platinum(NYMEX) |
| Jan08 |
071218 |
1502.0 |
1526.4 |
1485.0 |
1515.3 |
+11.7 |
1,854 |
11,319 |
-181 |
| Apr08 |
071218 |
1487.0 |
1525.0 |
1477.3 |
1508.3 |
+11.2 |
442 |
3,338 |
+303 |
| Jul08 |
071218 |
1511.3 |
1511.3 |
1511.3 |
1511.3 |
+11.2 |
16 |
145 |
+16 |
| Oct08 |
071109 |
0.0 |
0.0 |
0.0 |
0.0 |
-1442.8 |
|
|
|
| Total Volume and Open Interest |
1,310 |
15,661 |
-34 |
| Palladium(NYMEX) |
| Dec07 |
071218 |
359.65 |
359.65 |
359.65 |
359.65 |
+2.10 |
3 |
14 |
-14 |
| Mar08 |
071218 |
358.00 |
364.00 |
358.00 |
362.95 |
+1.60 |
764 |
12,173 |
-88 |
| Jun08 |
071218 |
364.45 |
366.95 |
364.25 |
366.95 |
+1.60 |
45 |
1,368 |
+9 |
| Total Volume and Open Interest |
818 |
14,355 |
-95 |
| Copper(CMX) |
| Dec07 |
071218 |
286.00 |
289.85 |
286.00 |
287.00 |
-0.30 |
441 |
1,663 |
-163 |
| Mar08 |
071218 |
287.50 |
291.50 |
286.45 |
288.45 |
-0.45 |
7,899 |
51,536 |
-712 |
| May08 |
071218 |
289.65 |
292.75 |
288.85 |
289.95 |
-0.50 |
330 |
6,385 |
-25 |
| Jul08 |
071218 |
290.00 |
293.00 |
290.00 |
290.65 |
-0.20 |
187 |
2,701 |
+36 |
| Sep08 |
071218 |
290.95 |
293.45 |
290.50 |
291.10 |
+0.20 |
175 |
1,119 |
+5 |
| Total Volume and Open Interest |
9,536 |
72,609 |
-781 |
| Aluminum(CMX) |
| Dec07 |
071212 |
108.75 |
108.75 |
108.75 |
108.75 |
-1.00 |
0 |
132 |
+0 |
| Jan08 |
071218 |
1.07 |
1.07 |
1.07 |
1.07 |
unch |
|
|
|
| Feb08 |
071218 |
1.07 |
1.07 |
1.07 |
1.07 |
unch |
|
|
|
| Mar08 |
071218 |
1.07 |
1.07 |
1.07 |
1.07 |
unch |
|
|
|
| Apr08 |
071218 |
1.07 |
1.07 |
1.07 |
1.07 |
unch |
|
|
|
| May08 |
071218 |
1.07 |
1.07 |
1.07 |
1.07 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| DJIA Index(CBOT) |
| Dec07 |
071218 |
13214 |
13286 |
13100 |
13243 |
+59 |
3,285 |
31,195 |
-155 |
| Mar08 |
071218 |
13299 |
13374 |
13180 |
13328 |
+59 |
3,733 |
9,680 |
+842 |
| Jun08 |
071218 |
13315 |
13404 |
13315 |
13404 |
+59 |
5 |
11 |
+5 |
| Sep08 |
071218 |
13484 |
13484 |
13484 |
13484 |
+59 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
7,023 |
40,887 |
+692 |
| S & P 500(CME) |
| Dec07 |
071218 |
1456.50 |
1460.00 |
1436.50 |
1455.80 |
+9.30 |
93,822 |
296,038 |
-58,978 |
| Mar08 |
071218 |
1457.90 |
1472.00 |
1446.00 |
1466.50 |
+9.70 |
105,835 |
371,163 |
+67,430 |
| Jun08 |
071218 |
1467.00 |
1479.30 |
1457.80 |
1475.80 |
+9.50 |
1,490 |
5,707 |
+562 |
| Sep08 |
071218 |
1484.10 |
1487.30 |
1465.80 |
1484.10 |
+9.80 |
228 |
402 |
+212 |
| Total Volume and Open Interest |
201,375 |
676,434 |
+9,226 |
| S & P 500 E-Mini(Globex) |
| Dec07 |
071218 |
1447.00 |
1461.75 |
1435.50 |
1455.75 |
+9.25 |
658,529 |
1,474,162 |
-228,565 |
| Mar08 |
071218 |
1457.50 |
1472.00 |
1445.75 |
1466.50 |
+9.75 |
1,497,465 |
1,016,808 |
+207,635 |
| Total Volume and Open Interest |
2,155,996 |
2,490,981 |
-20,930 |
| NASDAQ 100(CME) |
| Dec07 |
071218 |
2043.00 |
2043.00 |
2000.00 |
2029.30 |
+0.80 |
3,701 |
40,318 |
-2,357 |
| Mar08 |
071218 |
2049.00 |
2068.50 |
2022.00 |
2050.30 |
+0.80 |
4,887 |
13,639 |
+1,567 |
| Jun08 |
071218 |
2070.80 |
2070.80 |
2070.00 |
2070.80 |
+0.80 |
0 |
25 |
+0 |
| Total Volume and Open Interest |
8,588 |
53,982 |
-790 |
| NASDAQ 100 E-Mini(Globex) |
| Dec07 |
071218 |
2028.00 |
2048.80 |
2000.00 |
2029.30 |
+0.80 |
102,180 |
331,336 |
-28,474 |
| Mar08 |
071218 |
2050.30 |
2070.00 |
2021.00 |
2050.30 |
+0.80 |
319,349 |
121,066 |
+32,800 |
| Total Volume and Open Interest |
421,529 |
452,402 |
+4,326 |
| S & P Midcap 400(CME) |
| Dec07 |
071218 |
846.00 |
846.50 |
836.25 |
846.50 |
+3.85 |
735 |
9,237 |
-383 |
| Mar08 |
071218 |
857.50 |
858.80 |
843.50 |
854.00 |
+4.10 |
737 |
1,957 |
+248 |
| Jun08 |
071218 |
863.70 |
863.70 |
859.60 |
863.70 |
+4.10 |
|
|
|
| Total Volume and Open Interest |
1,472 |
11,249 |
-135 |
| Russell 2000(CME) |
| Dec07 |
071218 |
749.00 |
756.00 |
736.75 |
754.40 |
+13.20 |
4,239 |
34,763 |
-357 |
| Mar08 |
071218 |
753.35 |
760.00 |
739.50 |
758.10 |
+13.30 |
4,060 |
10,490 |
+3,510 |
| Jun08 |
071218 |
764.80 |
764.80 |
764.20 |
764.80 |
+13.30 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
8,299 |
45,284 |
+3,153 |
| Russell 2000 E-Mini(Globex) |
| Dec07 |
071218 |
741.10 |
756.40 |
735.30 |
754.40 |
+12.80 |
|
|
|
| Mar08 |
071218 |
744.70 |
760.10 |
738.70 |
758.10 |
+13.30 |
259,128 |
257,473 |
+72,602 |
| Jun08 |
071218 |
744.00 |
764.80 |
744.00 |
764.80 |
+13.30 |
9 |
4 |
-1 |
| Total Volume and Open Interest |
380,076 |
753,229 |
+34,479 |
| Value Line(KCBT) |
| Dec07 |
071218 |
2242.50 |
2242.50 |
2242.50 |
2242.50 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Nikkei 225(CME) |
| Mar08 |
071218 |
15065 |
15335 |
15020 |
15180 |
-95 |
52,924 |
176,693 |
+8,818 |
| Jun08 |
071218 |
15100 |
15270 |
14990 |
15155 |
-45 |
12 |
55 |
+54 |
| Total Volume and Open Interest |
52,936 |
177,197 |
+9,025 |
| Nikkei 225(SGX) |
| Mar08 |
071218 |
15065 |
15335 |
15020 |
15180 |
-95 |
52,924 |
176,693 |
+8,818 |
| Jun08 |
071218 |
15100 |
15270 |
14990 |
15155 |
-45 |
12 |
55 |
+54 |
| Sep08 |
071218 |
15180 |
15180 |
15180 |
15180 |
-45 |
0 |
40 |
+0 |
| Total Volume and Open Interest |
52,936 |
177,197 |
+9,025 |
| CAC 40(EURONEXT) |
| Dec07 |
071218 |
5500.5 |
5587.0 |
5451.5 |
5514.5 |
-6.5 |
141,719 |
551,522 |
-30,157 |
| Jan08 |
071218 |
5518.5 |
5603.0 |
5473.5 |
5531.5 |
-7.5 |
22,295 |
47,596 |
+2,644 |
| Feb08 |
071218 |
5552.0 |
5597.5 |
5506.0 |
5552.5 |
-9.0 |
207 |
1,447 |
+34 |
| Total Volume and Open Interest |
171,401 |
611,776 |
-21,801 |
| Hang Seng Index(HKFE) |
| Dec07 |
071218 |
26490 |
26988 |
26117 |
26729 |
+232 |
59,951 |
91,245 |
-30,615 |
| Jan08 |
071218 |
26412 |
27033 |
26177 |
26780 |
+250 |
2,891 |
560 |
-2,126 |
| Total Volume and Open Interest |
63,576 |
92,147 |
-37,174 |
| DAX(EUREX) |
| Dec07 |
071217 |
7871.0 |
7881.0 |
7772.5 |
7842.0 |
-118.0 |
200,456 |
303,826 |
-6,513 |
| Mar08 |
071217 |
7962.0 |
7968.0 |
7862.5 |
7931.0 |
-119.0 |
8,153 |
24,019 |
+2,010 |
| Jun08 |
071217 |
8048.5 |
8057.5 |
7950.0 |
8019.5 |
-121.0 |
5,142 |
13,100 |
+2,276 |
| Total Volume and Open Interest |
213,751 |
340,945 |
-2,227 |
| FT-SE 100(EURONEXT) |
| Dec07 |
071218 |
6259.00 |
6354.00 |
6239.00 |
6290.00 |
+1.50 |
132,811 |
423,303 |
-24,663 |
| Mar08 |
071218 |
6264.00 |
6373.00 |
6261.00 |
6309.50 |
+1.00 |
42,887 |
101,369 |
+31,179 |
| Jun08 |
071218 |
6341.00 |
6341.00 |
6341.00 |
6341.00 |
-0.50 |
104 |
2,850 |
-26 |
| Total Volume and Open Interest |
175,802 |
528,022 |
+6,490 |
| SPI 200(SFE) |
| Dec07 |
071218 |
6289.0 |
6299.0 |
6102.0 |
6208.0 |
-82.0 |
80,523 |
325,086 |
+27,785 |
| Mar08 |
071218 |
6306.0 |
6316.0 |
6115.0 |
6221.0 |
-87.0 |
48,883 |
73,711 |
+45,918 |
| Jun08 |
071218 |
6251.0 |
6324.0 |
6251.0 |
6288.0 |
-87.0 |
16 |
1,789 |
+7 |
| Total Volume and Open Interest |
129,426 |
401,896 |
+73,712 |
| GSCI(CME) |
| Jan08 |
071218 |
597.70 |
599.00 |
583.00 |
587.30 |
-3.70 |
1,437 |
21,296 |
+1,458 |
| Feb08 |
071218 |
588.10 |
598.50 |
584.00 |
588.10 |
-3.40 |
|
|
|
| Mar08 |
071218 |
588.10 |
598.00 |
584.00 |
588.10 |
-4.40 |
|
|
|
| Total Volume and Open Interest |
2,680 |
22,459 |
|
| RJ/CRB Index(ICE) |
| Jan08 |
071213 |
469.50 |
472.00 |
467.00 |
467.00 |
-4.50 |
18 |
303 |
-2 |
| Feb08 |
071213 |
472.50 |
472.50 |
468.00 |
468.00 |
-4.50 |
0 |
419 |
+0 |
| Apr08 |
071213 |
473.50 |
473.50 |
469.00 |
469.00 |
-4.50 |
0 |
758 |
+0 |
| Total Volume and Open Interest |
18 |
1,483 |
-2 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|
