 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Wed December 19, 2007 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan08 |
071219 |
1152.00 |
1160.50 |
1148.75 |
1159.00 |
+9.25 |
76,411 |
128,931 |
-8,363 |
Mar08 |
071219 |
1168.00 |
1179.00 |
1167.00 |
1177.75 |
+9.25 |
36,865 |
231,502 |
+6,930 |
May08 |
071219 |
1182.50 |
1194.00 |
1182.50 |
1192.75 |
+9.25 |
11,521 |
49,044 |
-134 |
Jul08 |
071219 |
1184.50 |
1199.00 |
1184.50 |
1198.00 |
+12.50 |
11,450 |
61,546 |
+1,033 |
Aug08 |
071219 |
1152.50 |
1165.00 |
1152.50 |
1165.00 |
+12.00 |
841 |
4,374 |
+394 |
Sep08 |
071219 |
1103.50 |
1119.00 |
1103.50 |
1119.00 |
+11.00 |
489 |
2,271 |
+87 |
Nov08 |
071219 |
1053.00 |
1072.00 |
1053.00 |
1070.50 |
+17.50 |
12,741 |
95,025 |
-511 |
Total Volume and Open Interest |
151,229 |
591,875 |
-541 |
Soybean Meal(CBOT) |
Jan08 |
071219 |
322.50 |
326.20 |
321.70 |
323.70 |
+1.20 |
30,292 |
44,713 |
-3,068 |
Mar08 |
071219 |
328.50 |
332.60 |
328.50 |
329.80 |
+1.30 |
18,281 |
94,730 |
+2,879 |
May08 |
071219 |
332.70 |
336.00 |
332.00 |
333.90 |
+1.90 |
10,239 |
43,148 |
+1,056 |
Jul08 |
071219 |
332.80 |
334.80 |
331.50 |
334.00 |
+2.50 |
5,329 |
30,964 |
-141 |
Aug08 |
071219 |
321.00 |
322.50 |
320.50 |
322.20 |
+3.20 |
1,087 |
7,835 |
+217 |
Sep08 |
071219 |
308.50 |
310.00 |
305.60 |
310.00 |
+5.00 |
715 |
6,522 |
+295 |
Oct08 |
071219 |
287.50 |
289.00 |
287.00 |
289.00 |
+5.00 |
74 |
5,162 |
-11 |
Dec08 |
071219 |
283.90 |
284.00 |
279.80 |
284.00 |
+5.20 |
6,127 |
22,340 |
+773 |
Total Volume and Open Interest |
72,789 |
258,127 |
+2,101 |
Soybean Oil(CBOT) |
Jan08 |
071219 |
46.22 |
46.92 |
46.20 |
46.83 |
+0.62 |
27,482 |
55,735 |
-7,864 |
Mar08 |
071219 |
46.80 |
47.51 |
46.80 |
47.38 |
+0.53 |
22,731 |
142,254 |
+3,131 |
May08 |
071219 |
47.56 |
48.03 |
47.50 |
47.94 |
+0.64 |
6,171 |
34,493 |
+1,170 |
Jul08 |
071219 |
47.75 |
48.43 |
47.75 |
48.38 |
+0.66 |
5,185 |
33,723 |
+1,641 |
Aug08 |
071219 |
48.09 |
48.40 |
48.08 |
48.40 |
+0.73 |
1,056 |
5,292 |
+242 |
Sep08 |
071219 |
47.86 |
47.90 |
47.50 |
47.90 |
+0.60 |
607 |
4,671 |
+107 |
Oct08 |
071219 |
46.90 |
47.50 |
46.90 |
47.50 |
+0.60 |
49 |
5,047 |
+27 |
Dec08 |
071219 |
47.15 |
47.85 |
47.15 |
47.83 |
+0.71 |
4,832 |
22,450 |
+1,012 |
Total Volume and Open Interest |
68,546 |
304,690 |
-221 |
Canola(WCE) |
Jan08 |
071219 |
488.5 |
493.7 |
488.5 |
493.1 |
+5.3 |
10,217 |
29,553 |
+29,553 |
Mar08 |
071219 |
500.0 |
507.5 |
500.0 |
506.5 |
+5.5 |
17,332 |
80,729 |
+80,729 |
May08 |
071219 |
509.7 |
516.0 |
509.7 |
514.8 |
+5.1 |
211 |
7,593 |
+7,593 |
Jul08 |
071219 |
515.1 |
521.4 |
515.1 |
520.2 |
+5.8 |
494 |
11,626 |
+11,626 |
Total Volume and Open Interest |
28,772 |
159,399 |
-2,449 |
Corn(CBOT) |
Mar08 |
071219 |
430.50 |
436.50 |
430.25 |
434.75 |
+2.75 |
111,030 |
592,390 |
-167 |
May08 |
071219 |
441.75 |
447.50 |
441.25 |
445.25 |
+2.50 |
16,165 |
120,920 |
+1,226 |
Jul08 |
071219 |
449.50 |
455.25 |
449.00 |
452.75 |
+2.50 |
22,929 |
144,608 |
+1,380 |
Sep08 |
071219 |
447.50 |
453.00 |
446.00 |
451.50 |
+3.00 |
2,897 |
26,588 |
-323 |
Dec08 |
071219 |
446.75 |
454.00 |
446.25 |
452.00 |
+3.75 |
21,458 |
257,112 |
+155 |
Mar09 |
071219 |
452.00 |
459.00 |
452.00 |
458.50 |
+4.50 |
531 |
15,606 |
-20 |
Total Volume and Open Interest |
176,451 |
1,218,521 |
+2,338 |
Wheat(CBOT) |
Mar08 |
071219 |
954.50 |
979.00 |
947.00 |
973.50 |
+21.50 |
72,983 |
213,021 |
-287 |
May08 |
071219 |
946.00 |
974.00 |
945.00 |
969.00 |
+23.00 |
18,469 |
46,346 |
+196 |
Jul08 |
071219 |
768.00 |
791.75 |
768.00 |
784.75 |
+15.25 |
20,227 |
97,537 |
-1,997 |
Sep08 |
071219 |
774.00 |
795.00 |
774.00 |
790.00 |
+16.50 |
1,288 |
17,970 |
-326 |
Dec08 |
071219 |
786.00 |
806.00 |
784.75 |
797.50 |
+12.50 |
7,226 |
39,364 |
-1,465 |
Total Volume and Open Interest |
120,475 |
427,997 |
-3,866 |
Wheat(KCBT) |
Mar08 |
071219 |
970.00 |
995.00 |
967.25 |
995.00 |
+23.50 |
12,593 |
74,742 |
-615 |
May08 |
071219 |
961.00 |
985.00 |
958.00 |
984.50 |
+29.50 |
1,269 |
7,041 |
+298 |
Jul08 |
071219 |
790.00 |
817.00 |
790.00 |
816.50 |
+23.00 |
3,920 |
28,751 |
+208 |
Sep08 |
071219 |
791.25 |
819.25 |
791.25 |
819.25 |
+30.00 |
444 |
5,604 |
+73 |
Dec08 |
071219 |
812.25 |
824.00 |
812.25 |
819.75 |
+16.75 |
267 |
3,011 |
-6 |
Total Volume and Open Interest |
18,567 |
122,107 |
-29 |
Wheat(MGE) |
Dec07 |
071214 |
1104.00 |
1130.00 |
1095.00 |
1130.00 |
+30.00 |
127 |
23 |
+0 |
Mar08 |
071219 |
1067.00 |
1096.00 |
1063.50 |
1095.50 |
+26.75 |
8,379 |
39,119 |
-587 |
May08 |
071219 |
1018.00 |
1048.00 |
1017.75 |
1047.75 |
+29.00 |
2,997 |
9,007 |
+613 |
Jul08 |
071219 |
946.00 |
973.00 |
946.00 |
970.00 |
+22.00 |
533 |
2,796 |
+65 |
Sep08 |
071219 |
838.00 |
859.00 |
837.00 |
857.00 |
+20.00 |
520 |
5,949 |
+115 |
Total Volume and Open Interest |
13,204 |
63,033 |
+357 |
Oats(CBOT) |
Mar08 |
071219 |
297.00 |
302.00 |
294.75 |
301.00 |
+4.00 |
852 |
9,421 |
+139 |
May08 |
071219 |
305.00 |
307.75 |
305.00 |
307.25 |
+3.25 |
59 |
844 |
-12 |
Jul08 |
071219 |
310.00 |
312.50 |
310.00 |
312.50 |
+3.50 |
9 |
268 |
-5 |
Sep08 |
071219 |
313.50 |
316.00 |
312.25 |
316.00 |
+2.00 |
1 |
7 |
+1 |
Total Volume and Open Interest |
1,070 |
11,124 |
+250 |
Rough Rice(CBOT) |
Jan08 |
071219 |
13.27 |
13.37 |
13.27 |
13.34 |
+0.11 |
2,598 |
5,415 |
-1,533 |
Mar08 |
071219 |
13.58 |
13.70 |
13.58 |
13.68 |
+0.12 |
2,860 |
10,039 |
+1,383 |
May08 |
071219 |
13.97 |
13.97 |
13.92 |
13.92 |
+0.12 |
315 |
662 |
+118 |
Jul08 |
071219 |
14.12 |
14.12 |
14.12 |
14.12 |
+0.12 |
101 |
992 |
+12 |
Total Volume and Open Interest |
6,049 |
18,712 |
+12 |
Live Cattle(CME) |
Dec07 |
071219 |
93.150 |
93.300 |
92.475 |
92.525 |
-0.650 |
1,307 |
6,658 |
-296 |
Feb08 |
071219 |
96.650 |
96.825 |
96.150 |
96.275 |
-0.400 |
10,082 |
125,173 |
-276 |
Apr08 |
071219 |
98.700 |
98.700 |
98.200 |
98.475 |
-0.175 |
4,647 |
62,468 |
+136 |
Jun08 |
071219 |
94.400 |
94.500 |
94.000 |
94.450 |
unch |
1,351 |
21,795 |
+45 |
Aug08 |
071219 |
95.525 |
95.700 |
95.100 |
95.450 |
+0.075 |
878 |
15,473 |
+255 |
Oct08 |
071219 |
99.100 |
99.300 |
98.900 |
99.200 |
unch |
675 |
5,445 |
+283 |
Total Volume and Open Interest |
19,203 |
242,721 |
+266 |
Feeder Cattle(CME) |
Jan08 |
071219 |
105.325 |
105.325 |
104.050 |
104.200 |
-0.950 |
1,668 |
7,521 |
-263 |
Mar08 |
071219 |
108.475 |
108.475 |
106.875 |
107.350 |
-0.725 |
2,012 |
13,349 |
+504 |
Apr08 |
071219 |
110.050 |
110.050 |
109.300 |
109.625 |
-0.525 |
207 |
3,604 |
+44 |
May08 |
071219 |
111.300 |
111.300 |
110.500 |
110.950 |
-0.450 |
232 |
3,990 |
+25 |
Aug08 |
071219 |
111.500 |
111.550 |
111.000 |
111.325 |
-0.625 |
81 |
1,862 |
+6 |
Sep08 |
071219 |
110.300 |
110.300 |
110.300 |
110.300 |
-0.700 |
4 |
91 |
+1 |
Oct08 |
071219 |
110.000 |
110.100 |
109.900 |
110.000 |
-0.500 |
0 |
11 |
+0 |
Total Volume and Open Interest |
4,204 |
30,519 |
+317 |
Lean Hogs(CME) |
Feb08 |
071219 |
59.750 |
60.250 |
59.600 |
60.100 |
+0.275 |
12,466 |
97,730 |
+1,279 |
Apr08 |
071219 |
65.150 |
65.750 |
64.950 |
65.675 |
+0.425 |
4,396 |
42,424 |
+578 |
May08 |
071219 |
71.500 |
71.950 |
71.400 |
71.875 |
+0.050 |
37 |
2,738 |
+13 |
Jun08 |
071219 |
74.625 |
75.200 |
74.575 |
75.150 |
+0.225 |
2,369 |
28,480 |
-200 |
Jul08 |
071219 |
74.100 |
74.500 |
73.950 |
74.425 |
+0.200 |
259 |
11,348 |
-6 |
Aug08 |
071219 |
72.300 |
72.675 |
72.200 |
72.675 |
+0.250 |
211 |
5,535 |
+16 |
Oct08 |
071219 |
67.250 |
67.600 |
67.050 |
67.600 |
+0.350 |
124 |
5,017 |
-216 |
Dec08 |
071219 |
67.000 |
67.400 |
66.800 |
67.400 |
+0.225 |
95 |
8,721 |
+0 |
Total Volume and Open Interest |
19,957 |
201,993 |
+1,464 |
Pork Bellies(CME) |
Feb08 |
071219 |
87.625 |
88.800 |
86.900 |
88.475 |
+0.425 |
167 |
1,152 |
+16 |
Mar08 |
071219 |
88.000 |
88.400 |
87.800 |
87.950 |
+0.075 |
23 |
319 |
+8 |
May08 |
071219 |
89.200 |
89.300 |
89.100 |
89.200 |
+0.500 |
1 |
176 |
-1 |
Jul08 |
071219 |
89.500 |
89.500 |
87.800 |
87.800 |
+0.200 |
1 |
150 |
+0 |
Aug08 |
071219 |
88.000 |
88.000 |
88.000 |
88.000 |
+0.600 |
0 |
56 |
+0 |
Total Volume and Open Interest |
192 |
1,853 |
+23 |
Class III Milk(CME) |
Dec07 |
071219 |
20.29 |
20.35 |
20.28 |
20.34 |
+0.06 |
236 |
4,381 |
-8 |
Jan08 |
071219 |
17.60 |
17.73 |
17.53 |
17.70 |
+0.07 |
730 |
3,756 |
-44 |
Feb08 |
071219 |
16.96 |
17.03 |
16.85 |
16.96 |
unch |
356 |
3,185 |
+3 |
Mar08 |
071219 |
16.53 |
16.61 |
16.40 |
16.58 |
+0.04 |
349 |
2,666 |
+2 |
Apr08 |
071219 |
16.10 |
16.17 |
16.00 |
16.15 |
+0.01 |
146 |
2,413 |
+19 |
Total Volume and Open Interest |
2,166 |
30,709 |
+27 |
Cocoa(ICE) |
Mar08 |
071219 |
2109 |
2147 |
2106 |
2132 |
+18 |
13,733 |
105,592 |
+1,525 |
May08 |
071219 |
2115 |
2148 |
2112 |
2135 |
+16 |
1,575 |
23,587 |
+704 |
Jul08 |
071219 |
2125 |
2152 |
2120 |
2140 |
+14 |
605 |
10,449 |
+11 |
Sep08 |
071219 |
2123 |
2150 |
2121 |
2141 |
+10 |
722 |
7,537 |
+158 |
Dec08 |
071219 |
2129 |
2154 |
2126 |
2145 |
+9 |
441 |
14,848 |
+157 |
Mar09 |
071219 |
2160 |
2170 |
2158 |
2162 |
+7 |
302 |
4,610 |
-29 |
May09 |
071219 |
2179 |
2182 |
2170 |
2171 |
+5 |
27 |
2,073 |
+0 |
Total Volume and Open Interest |
17,405 |
168,697 |
+2,526 |
Coffee "C"(ICE) |
Dec07 |
071219 |
131.35 |
131.35 |
131.35 |
131.35 |
unch |
80 |
421 |
-53 |
Mar08 |
071219 |
134.55 |
136.00 |
133.50 |
134.50 |
-0.05 |
16,820 |
110,171 |
+387 |
May08 |
071219 |
136.75 |
138.45 |
136.05 |
137.10 |
unch |
1,512 |
21,817 |
+351 |
Jul08 |
071219 |
139.20 |
140.60 |
138.80 |
139.60 |
unch |
653 |
5,741 |
+19 |
Sep08 |
071219 |
141.40 |
143.20 |
140.95 |
142.00 |
unch |
282 |
8,823 |
-51 |
Dec08 |
071219 |
144.85 |
146.25 |
144.35 |
145.40 |
+0.05 |
153 |
6,680 |
+1 |
Total Volume and Open Interest |
19,845 |
160,705 |
+788 |
Orange Juice(ICE) |
Jan08 |
071219 |
147.00 |
150.60 |
145.50 |
148.05 |
+2.05 |
1,645 |
6,690 |
-549 |
Mar08 |
071219 |
148.00 |
152.25 |
146.95 |
149.85 |
+2.35 |
1,921 |
15,588 |
+793 |
May08 |
071219 |
149.00 |
151.50 |
148.50 |
150.75 |
+2.25 |
49 |
3,079 |
-36 |
Jul08 |
071219 |
150.20 |
151.70 |
150.00 |
151.70 |
+1.95 |
138 |
753 |
+0 |
Sep08 |
071219 |
152.40 |
152.40 |
152.40 |
152.40 |
+1.95 |
1 |
422 |
-1 |
Nov08 |
071219 |
151.45 |
151.45 |
151.45 |
151.45 |
+1.95 |
0 |
363 |
+0 |
Total Volume and Open Interest |
3,754 |
27,752 |
+207 |
Sugar #11(ICE) |
Mar08 |
071219 |
10.57 |
10.80 |
10.56 |
10.74 |
+0.10 |
94,017 |
453,482 |
+4,528 |
May08 |
071219 |
10.87 |
11.06 |
10.83 |
10.99 |
+0.10 |
17,908 |
100,635 |
+107 |
Jul08 |
071219 |
10.90 |
11.08 |
10.90 |
11.01 |
+0.06 |
13,658 |
90,434 |
+1,860 |
Oct08 |
071219 |
11.14 |
11.35 |
11.14 |
11.30 |
+0.06 |
8,477 |
75,461 |
+5,458 |
Mar09 |
071219 |
11.84 |
11.95 |
11.80 |
11.90 |
+0.06 |
6,230 |
50,450 |
+483 |
Total Volume and Open Interest |
150,389 |
848,147 |
+14,278 |
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 |
071219 |
1098 |
1108 |
1093 |
1103 |
+8 |
2,097 |
24,470 |
+100 |
Jul08 |
071219 |
1123 |
1132 |
1117 |
1127 |
+7 |
2,613 |
52,742 |
+978 |
Sep08 |
071219 |
1109 |
1118 |
1109 |
1114 |
+5 |
346 |
21,780 |
+40 |
Dec08 |
071219 |
1100 |
1114 |
1100 |
1110 |
+7 |
239 |
20,188 |
-10 |
Mar09 |
071219 |
1116 |
1124 |
1116 |
1120 |
+9 |
245 |
4,977 |
+70 |
May09 |
071219 |
1130 |
1130 |
1130 |
1130 |
+9 |
6 |
349 |
+0 |
Total Volume and Open Interest |
11,069 |
197,482 |
+526 |
London Coffee(LCE) |
Jan08 |
071219 |
1864.00 |
1885.00 |
1834.00 |
1850.00 |
-25.00 |
7,382 |
52,681 |
-1,545 |
Mar08 |
071219 |
1904.00 |
1917.00 |
1867.00 |
1884.00 |
-20.00 |
12,573 |
84,774 |
+4,424 |
May08 |
071219 |
1915.00 |
1938.00 |
1890.00 |
1906.00 |
-16.00 |
2,213 |
16,146 |
-430 |
Jul08 |
071219 |
1940.00 |
1952.00 |
1916.00 |
1921.00 |
-16.00 |
1,084 |
4,730 |
+600 |
Sep08 |
071219 |
1951.00 |
1959.00 |
1928.00 |
1936.00 |
-15.00 |
2,059 |
7,878 |
+968 |
Nov08 |
071219 |
1938.00 |
1942.00 |
1938.00 |
1942.00 |
-15.00 |
0 |
974 |
+0 |
Total Volume and Open Interest |
25,478 |
169,484 |
+4,184 |
London Sugar(LCE) |
Mar08 |
071219 |
305.90 |
309.00 |
305.00 |
309.00 |
+2.50 |
6,945 |
51,574 |
-1,985 |
May08 |
071219 |
308.70 |
312.50 |
308.10 |
312.40 |
+3.00 |
1,104 |
10,663 |
+189 |
Aug08 |
071219 |
308.80 |
313.00 |
308.70 |
313.00 |
+3.00 |
346 |
6,830 |
+41 |
Oct08 |
071219 |
315.10 |
317.90 |
315.10 |
317.90 |
+2.90 |
228 |
5,835 |
-5 |
Dec08 |
071219 |
322.00 |
323.90 |
322.00 |
323.90 |
+2.90 |
103 |
1,650 |
+79 |
Total Volume and Open Interest |
9,087 |
80,312 |
-1,494 |
Cotton(ICE) |
Mar08 |
071219 |
65.72 |
66.45 |
65.66 |
66.27 |
+0.55 |
16,769 |
133,435 |
+317 |
May08 |
071219 |
67.18 |
67.70 |
67.18 |
67.62 |
+0.44 |
2,632 |
21,876 |
-90 |
Jul08 |
071219 |
68.99 |
69.39 |
68.99 |
69.27 |
+0.45 |
2,167 |
22,889 |
+735 |
Oct08 |
071219 |
71.80 |
71.80 |
71.80 |
71.80 |
+0.55 |
2 |
430 |
+0 |
Dec08 |
071219 |
73.25 |
74.00 |
73.25 |
73.80 |
+0.55 |
2,415 |
40,254 |
+488 |
Mar09 |
071219 |
76.00 |
76.30 |
76.00 |
76.30 |
+0.55 |
5 |
1,220 |
+0 |
Total Volume and Open Interest |
23,991 |
220,672 |
+1,451 |
Lumber(CME) |
Jan08 |
071219 |
243.1 |
244.7 |
242.5 |
242.8 |
-1.6 |
332 |
3,278 |
-69 |
Mar08 |
071219 |
262.0 |
262.8 |
260.2 |
262.3 |
-0.8 |
334 |
5,151 |
+58 |
May08 |
071219 |
276.1 |
276.7 |
274.7 |
276.5 |
-0.5 |
45 |
603 |
+17 |
Jul08 |
071219 |
281.9 |
283.0 |
281.3 |
281.3 |
unch |
1 |
133 |
+1 |
Total Volume and Open Interest |
712 |
9,261 |
+7 |
Crude Oil(NYM) |
Jan08 |
071218 |
90.97 |
92.88 |
88.88 |
90.49 |
-0.14 |
234,006 |
79,908 |
-35,777 |
Feb08 |
071219 |
90.35 |
92.35 |
89.70 |
91.24 |
+1.16 |
193,576 |
335,387 |
+19,803 |
Mar08 |
071219 |
90.39 |
92.21 |
89.75 |
91.18 |
+1.09 |
41,464 |
149,379 |
+411 |
Apr08 |
071219 |
90.09 |
91.90 |
89.76 |
90.91 |
+1.00 |
19,948 |
64,771 |
-618 |
May08 |
071219 |
89.80 |
91.48 |
89.80 |
90.63 |
+0.93 |
7,930 |
60,183 |
+1,210 |
Jun08 |
071219 |
90.08 |
91.29 |
89.50 |
90.35 |
+0.89 |
10,084 |
74,978 |
+2,467 |
Jul08 |
071219 |
89.40 |
90.71 |
89.40 |
90.06 |
+0.86 |
1,033 |
22,661 |
+103 |
Aug08 |
071219 |
89.25 |
90.26 |
89.25 |
89.80 |
+0.84 |
351 |
17,461 |
-15 |
Sep08 |
071219 |
89.55 |
89.55 |
89.55 |
89.55 |
+0.83 |
740 |
36,455 |
+38 |
Oct08 |
071219 |
89.78 |
89.78 |
89.30 |
89.30 |
+0.82 |
227 |
29,330 |
-199 |
Nov08 |
071219 |
89.00 |
89.47 |
88.79 |
89.06 |
+0.80 |
107 |
20,433 |
+48 |
Dec08 |
071219 |
88.26 |
89.75 |
88.11 |
88.83 |
+0.76 |
8,393 |
167,494 |
+1,186 |
Jan09 |
071219 |
89.20 |
89.20 |
88.58 |
88.58 |
+0.74 |
467 |
23,994 |
+100 |
Feb09 |
071219 |
87.97 |
88.34 |
87.97 |
88.34 |
+0.73 |
514 |
13,366 |
-61 |
Mar09 |
071219 |
88.10 |
88.10 |
88.10 |
88.10 |
+0.72 |
0 |
5,695 |
+0 |
Apr09 |
071219 |
87.86 |
87.86 |
87.86 |
87.86 |
+0.71 |
0 |
11,854 |
+0 |
Total Volume and Open Interest |
450,769 |
1,349,594 |
-27,653 |
Heating Oil(NYM) |
Jan08 |
071219 |
255.00 |
262.55 |
253.91 |
259.79 |
+4.25 |
32,293 |
46,361 |
-5,283 |
Feb08 |
071219 |
255.69 |
262.31 |
253.77 |
259.54 |
+4.15 |
20,187 |
57,444 |
+1,825 |
Mar08 |
071219 |
254.00 |
260.25 |
252.80 |
257.54 |
+3.75 |
9,929 |
37,094 |
+799 |
Apr08 |
071219 |
249.19 |
254.87 |
248.00 |
252.19 |
+3.35 |
3,741 |
15,431 |
+291 |
May08 |
071219 |
246.67 |
248.75 |
246.60 |
247.74 |
+3.10 |
1,662 |
9,522 |
+248 |
Jun08 |
071219 |
243.00 |
247.80 |
242.50 |
245.09 |
+2.95 |
3,315 |
16,983 |
-255 |
Jul08 |
071219 |
242.30 |
245.58 |
242.30 |
244.69 |
+2.85 |
1,148 |
4,593 |
+232 |
Aug08 |
071219 |
244.50 |
245.24 |
244.09 |
244.74 |
+2.80 |
424 |
1,045 |
+19 |
Sep08 |
071219 |
246.05 |
246.11 |
245.65 |
245.69 |
+2.75 |
178 |
3,544 |
+47 |
Oct08 |
071219 |
247.29 |
247.29 |
247.29 |
247.29 |
+2.75 |
57 |
1,116 |
+15 |
Nov08 |
071219 |
248.94 |
248.94 |
248.94 |
248.94 |
+2.80 |
36 |
903 |
+3 |
Dec08 |
071219 |
248.83 |
252.69 |
248.79 |
250.59 |
+2.85 |
764 |
7,673 |
-591 |
Total Volume and Open Interest |
74,111 |
210,452 |
-2,691 |
Gasoline(NYMEX) |
Jan08 |
071219 |
231.10 |
236.78 |
229.93 |
233.19 |
+2.76 |
27,466 |
43,398 |
-4,383 |
Feb08 |
071219 |
233.59 |
239.55 |
232.66 |
236.09 |
+2.66 |
16,022 |
44,322 |
+3,402 |
Mar08 |
071219 |
238.25 |
243.17 |
236.64 |
239.89 |
+2.74 |
7,942 |
38,719 |
+823 |
Apr08 |
071219 |
250.25 |
255.97 |
250.25 |
253.09 |
+2.74 |
3,536 |
24,816 |
-350 |
May08 |
071219 |
251.25 |
256.57 |
250.80 |
253.89 |
+2.74 |
2,237 |
19,219 |
+131 |
Jun08 |
071219 |
250.67 |
256.07 |
250.50 |
253.49 |
+2.64 |
1,762 |
16,495 |
+738 |
Jul08 |
071219 |
248.80 |
252.50 |
248.80 |
251.64 |
+2.52 |
411 |
4,312 |
-14 |
Aug08 |
071219 |
246.00 |
249.20 |
246.00 |
248.89 |
+2.40 |
461 |
2,962 |
+45 |
Sep08 |
071219 |
242.00 |
245.09 |
242.00 |
245.09 |
+2.40 |
351 |
5,421 |
+67 |
Oct08 |
071219 |
231.39 |
231.39 |
231.39 |
231.39 |
+2.30 |
33 |
1,625 |
+1 |
Total Volume and Open Interest |
60,297 |
215,180 |
+438 |
e-MiNY RBOB Gasoline(NYMEX) |
Jan08 |
071219 |
233.19 |
233.19 |
233.19 |
233.19 |
+2.76 |
0 |
17 |
+0 |
Feb08 |
071219 |
236.30 |
236.30 |
236.09 |
236.09 |
+2.66 |
0 |
10 |
+0 |
Mar08 |
071219 |
239.89 |
239.89 |
239.89 |
239.89 |
+2.74 |
0 |
2 |
+0 |
Apr08 |
071219 |
255.30 |
255.30 |
255.30 |
255.30 |
+3.90 |
|
|
|
Total Volume and Open Interest |
0 |
29 |
+0 |
Natural Gas(NYM) |
Jan08 |
071219 |
7.190 |
7.210 |
6.981 |
7.179 |
+0.038 |
57,477 |
58,759 |
-8,837 |
Feb08 |
071219 |
7.332 |
7.337 |
7.114 |
7.299 |
+0.021 |
26,543 |
104,812 |
+4,838 |
Mar08 |
071219 |
7.370 |
7.370 |
7.160 |
7.340 |
+0.020 |
14,859 |
115,398 |
+1,095 |
Apr08 |
071219 |
7.335 |
7.420 |
7.186 |
7.350 |
+0.022 |
5,383 |
54,156 |
+417 |
May08 |
071219 |
7.392 |
7.422 |
7.250 |
7.417 |
+0.022 |
2,360 |
42,540 |
-201 |
Jun08 |
071219 |
7.497 |
7.513 |
7.353 |
7.509 |
+0.022 |
293 |
23,562 |
+26 |
Jul08 |
071219 |
7.550 |
7.620 |
7.456 |
7.605 |
+0.022 |
242 |
21,072 |
-16 |
Aug08 |
071219 |
7.657 |
7.685 |
7.525 |
7.685 |
+0.022 |
249 |
18,418 |
+19 |
Sep08 |
071219 |
7.695 |
7.717 |
7.575 |
7.717 |
+0.022 |
357 |
13,838 |
-53 |
Oct08 |
071219 |
7.781 |
7.792 |
7.636 |
7.792 |
+0.022 |
1,038 |
39,831 |
+104 |
Nov08 |
071219 |
8.055 |
8.164 |
8.035 |
8.164 |
+0.016 |
580 |
23,384 |
+314 |
Dec08 |
071219 |
8.553 |
8.589 |
8.450 |
8.589 |
+0.015 |
349 |
19,222 |
+117 |
Jan09 |
071219 |
8.828 |
8.847 |
8.723 |
8.847 |
+0.012 |
576 |
39,076 |
-50 |
Feb09 |
071219 |
8.720 |
8.861 |
8.720 |
8.861 |
+0.016 |
161 |
6,995 |
-14 |
Mar09 |
071219 |
8.599 |
8.636 |
8.510 |
8.636 |
+0.016 |
1,802 |
31,876 |
-1,321 |
Apr09 |
071219 |
7.934 |
7.981 |
7.860 |
7.981 |
+0.021 |
2,024 |
30,355 |
-178 |
Total Volume and Open Interest |
116,608 |
853,307 |
-835 |
Brent Crude Oil(ICE) |
Feb08 |
071219 |
90.50 |
92.27 |
89.75 |
91.48 |
+1.36 |
87,890 |
117,081 |
-5,514 |
Mar08 |
071219 |
90.35 |
92.00 |
89.62 |
91.22 |
+1.26 |
39,246 |
118,064 |
+4,944 |
Apr08 |
071219 |
90.20 |
91.76 |
89.42 |
90.99 |
+1.16 |
21,059 |
28,951 |
+3,904 |
May08 |
071219 |
90.00 |
91.49 |
89.33 |
90.73 |
+1.06 |
8,215 |
16,677 |
-1,468 |
Jun08 |
071219 |
89.80 |
91.24 |
89.15 |
90.49 |
+0.99 |
8,132 |
34,257 |
+367 |
Jul08 |
071219 |
89.76 |
90.26 |
89.37 |
90.26 |
+0.96 |
2,117 |
10,438 |
+174 |
Aug08 |
071219 |
90.05 |
90.05 |
89.09 |
90.05 |
+0.96 |
596 |
7,795 |
+44 |
Sep08 |
071219 |
89.37 |
89.83 |
89.37 |
89.83 |
+0.96 |
1,171 |
9,217 |
+342 |
Oct08 |
071219 |
89.62 |
89.62 |
89.62 |
89.62 |
+0.95 |
139 |
6,963 |
+6 |
Nov08 |
071219 |
89.42 |
89.42 |
89.42 |
89.42 |
+0.94 |
148 |
5,202 |
+27 |
Dec08 |
071219 |
88.45 |
89.95 |
88.04 |
89.22 |
+0.93 |
3,845 |
58,389 |
-456 |
Jan09 |
071219 |
89.01 |
89.01 |
89.01 |
89.01 |
+0.92 |
263 |
12,409 |
-100 |
Feb09 |
071219 |
88.81 |
88.81 |
88.81 |
88.81 |
+0.90 |
78 |
3,724 |
+5 |
Mar09 |
071219 |
88.61 |
88.61 |
88.61 |
88.61 |
+0.88 |
33 |
2,966 |
+29 |
Total Volume and Open Interest |
173,580 |
525,346 |
+2,394 |
Gas Oil(ICE) |
Jan08 |
071219 |
807.25 |
823.00 |
796.50 |
814.00 |
+2.25 |
37,156 |
75,493 |
-1,307 |
Feb08 |
071219 |
798.50 |
814.75 |
789.75 |
806.00 |
+2.50 |
27,323 |
66,046 |
+4,241 |
Mar08 |
071219 |
790.25 |
804.50 |
781.00 |
796.75 |
+2.50 |
6,877 |
27,247 |
+1,118 |
Apr08 |
071219 |
776.00 |
788.75 |
776.00 |
787.75 |
+3.00 |
3,531 |
11,851 |
+328 |
May08 |
071219 |
768.75 |
781.25 |
768.75 |
780.00 |
+4.00 |
1,400 |
13,544 |
-537 |
Jun08 |
071219 |
760.25 |
781.50 |
760.25 |
775.00 |
+4.50 |
1,797 |
32,728 |
-476 |
Jul08 |
071219 |
772.00 |
774.75 |
772.00 |
774.00 |
-9.00 |
500 |
6,919 |
+51 |
Aug08 |
071219 |
774.00 |
775.50 |
774.00 |
775.50 |
-7.50 |
75 |
2,583 |
+0 |
Sep08 |
071219 |
766.50 |
776.75 |
766.00 |
776.75 |
+5.50 |
0 |
2,206 |
+0 |
Oct08 |
071219 |
778.00 |
778.00 |
778.00 |
778.00 |
+5.50 |
0 |
1,251 |
+0 |
Total Volume and Open Interest |
78,882 |
271,733 |
+3,842 |
US Dollar Index(ICE) |
Mar08 |
071219 |
77.490 |
77.810 |
77.440 |
77.620 |
+0.190 |
4,253 |
27,602 |
+194 |
Jun08 |
071219 |
77.640 |
77.750 |
77.640 |
77.680 |
+0.190 |
1 |
5,625 |
+1 |
Sep08 |
071219 |
77.780 |
77.780 |
77.780 |
77.780 |
+0.210 |
0 |
475 |
+0 |
Total Volume and Open Interest |
4,254 |
33,702 |
-23,653 |
Australian Dollar(CME) |
Mar08 |
071219 |
85.66 |
85.93 |
85.12 |
85.41 |
+0.01 |
40,363 |
55,578 |
-1,865 |
Jun08 |
071219 |
85.01 |
85.21 |
84.55 |
84.80 |
+0.01 |
3 |
411 |
+0 |
Sep08 |
071219 |
84.07 |
84.42 |
83.97 |
84.07 |
+0.01 |
0 |
76 |
+0 |
Total Volume and Open Interest |
40,369 |
56,185 |
-42,655 |
British Pound(CME) |
Mar08 |
071219 |
200.86 |
201.44 |
198.75 |
199.18 |
-1.60 |
48,092 |
68,308 |
+81 |
Jun08 |
071219 |
200.23 |
200.76 |
198.25 |
198.60 |
-1.60 |
13 |
183 |
+10 |
Sep08 |
071219 |
197.92 |
199.92 |
197.69 |
197.92 |
-1.65 |
0 |
6 |
+0 |
Total Volume and Open Interest |
48,105 |
68,554 |
-56,521 |
Canadian Dollar(CME) |
Mar08 |
071219 |
99.48 |
99.87 |
99.13 |
99.71 |
+0.17 |
42,508 |
75,005 |
+1,049 |
Jun08 |
071219 |
99.55 |
99.82 |
99.14 |
99.67 |
+0.17 |
71 |
3,665 |
+45 |
Sep08 |
071219 |
99.62 |
99.70 |
99.25 |
99.62 |
+0.15 |
1 |
1,326 |
+1 |
Dec08 |
071219 |
99.68 |
99.68 |
99.26 |
99.54 |
+0.15 |
8 |
545 |
-1 |
Total Volume and Open Interest |
42,588 |
80,653 |
-43,063 |
Japanese Yen(CME) |
Mar08 |
071219 |
89.10 |
89.60 |
88.98 |
89.09 |
-0.08 |
70,055 |
153,592 |
+2,455 |
Jun08 |
071219 |
90.00 |
90.37 |
89.80 |
89.91 |
-0.08 |
27 |
24,496 |
-18 |
Sep08 |
071219 |
90.50 |
91.00 |
90.50 |
90.60 |
-0.08 |
0 |
485 |
+0 |
Total Volume and Open Interest |
70,082 |
178,623 |
-75,024 |
Swiss Franc(CME) |
Mar08 |
071219 |
87.27 |
87.34 |
86.76 |
87.03 |
-0.25 |
42,523 |
62,772 |
-4,184 |
Jun08 |
071219 |
87.39 |
87.66 |
87.14 |
87.39 |
-0.26 |
0 |
20 |
+0 |
Sep08 |
071219 |
87.63 |
87.85 |
87.45 |
87.63 |
-0.29 |
0 |
21 |
+0 |
Total Volume and Open Interest |
42,525 |
62,852 |
-37,110 |
EuroFX(CME) |
Mar08 |
071219 |
144.21 |
144.37 |
143.38 |
143.94 |
-0.26 |
154,876 |
153,056 |
+3,537 |
Jun08 |
071219 |
144.20 |
144.29 |
143.37 |
143.90 |
-0.27 |
73 |
1,327 |
+11 |
Sep08 |
071219 |
143.69 |
144.06 |
143.27 |
143.69 |
-0.33 |
0 |
532 |
+0 |
Total Volume and Open Interest |
154,954 |
155,063 |
-97,620 |
Mexican Peso(CME) |
Jan08 |
071219 |
920.8 |
920.8 |
920.8 |
920.8 |
+0.5 |
0 |
3 |
+0 |
Feb08 |
071219 |
918.8 |
918.8 |
918.8 |
918.8 |
+0.5 |
0 |
110 |
+0 |
Total Volume and Open Interest |
17,320 |
93,025 |
-49,125 |
30-Year T-Bonds(CBOT) |
Dec07 |
071219 |
115~06 |
115~27 |
115~04 |
115~23 |
+0~14 |
9,333 |
11,470 |
-3,211 |
Mar08 |
071219 |
115~13 |
116~24 |
115~04 |
115~29 |
+0~17 |
188,904 |
933,591 |
+11,031 |
Jun08 |
071219 |
115~00 |
116~00 |
114~25 |
115~09 |
+0~17 |
13 |
1,794 |
+2 |
Total Volume and Open Interest |
198,255 |
946,882 |
+7,824 |
10-Year T-Notes(CBOT) |
Dec07 |
071219 |
113~170 |
114~000 |
113~105 |
113~240 |
+0~035 |
27,879 |
67,767 |
-2,636 |
Mar08 |
071219 |
112~245 |
113~220 |
112~160 |
113~065 |
+0~120 |
637,565 |
2,214,553 |
-48,760 |
Jun08 |
071219 |
111~305 |
112~235 |
111~305 |
112~145 |
+0~110 |
1 |
1,186 |
+0 |
Total Volume and Open Interest |
665,445 |
2,283,506 |
-51,396 |
5-Year T-Notes(CBOT) |
Dec07 |
071219 |
110~120 |
110~145 |
109~295 |
110~100 |
+0~035 |
29,311 |
43,840 |
-7,007 |
Mar08 |
071219 |
109~260 |
110~125 |
109~180 |
110~015 |
+0~060 |
325,739 |
1,793,174 |
+11,533 |
Jun08 |
071219 |
110~015 |
110~015 |
110~015 |
110~015 |
+0~060 |
|
|
|
Total Volume and Open Interest |
355,050 |
1,837,014 |
+4,526 |
2 Year T-Notes(CBOT) |
Dec07 |
071219 |
104~096 |
104~112 |
104~096 |
104~112 |
+0~010 |
|
|
|
Mar08 |
071219 |
104~101 |
105~011 |
104~088 |
104~119 |
+0~013 |
191,216 |
961,936 |
+2,236 |
Total Volume and Open Interest |
211,437 |
997,684 |
-2,702 |
Eurodollars(CME) |
Mar08 |
071219 |
95.625 |
95.740 |
95.615 |
95.685 |
+0.030 |
242,853 |
1,517,720 |
-9,410 |
Jun08 |
071219 |
96.045 |
96.215 |
96.035 |
96.150 |
+0.080 |
262,107 |
1,487,751 |
-14,195 |
Sep08 |
071219 |
96.295 |
96.460 |
96.260 |
96.385 |
+0.075 |
231,732 |
1,320,400 |
+13,891 |
Dec08 |
071219 |
96.400 |
96.565 |
96.355 |
96.495 |
+0.085 |
291,675 |
1,464,003 |
+26,793 |
Mar09 |
071219 |
96.380 |
96.555 |
96.340 |
96.490 |
+0.090 |
238,541 |
1,051,552 |
+43,814 |
Jun09 |
071219 |
96.280 |
96.445 |
96.235 |
96.380 |
+0.085 |
128,549 |
726,295 |
+13,620 |
Sep09 |
071219 |
96.140 |
96.315 |
96.100 |
96.245 |
+0.085 |
94,208 |
548,076 |
+13,726 |
Dec09 |
071219 |
96.015 |
96.185 |
95.975 |
96.115 |
+0.085 |
76,489 |
303,779 |
+13,129 |
Mar10 |
071219 |
95.885 |
96.060 |
95.855 |
95.990 |
+0.085 |
23,577 |
230,089 |
+891 |
Jun10 |
071219 |
95.750 |
95.915 |
95.720 |
95.850 |
+0.080 |
16,796 |
221,531 |
+499 |
Sep10 |
071219 |
95.640 |
95.800 |
95.615 |
95.735 |
+0.075 |
16,111 |
145,081 |
+1,156 |
Dec10 |
071219 |
95.535 |
95.695 |
95.515 |
95.630 |
+0.075 |
21,211 |
112,535 |
+5,894 |
Mar11 |
071219 |
95.480 |
95.620 |
95.435 |
95.545 |
+0.070 |
5,873 |
87,497 |
+747 |
Jun11 |
071219 |
95.400 |
95.530 |
95.345 |
95.455 |
+0.070 |
5,280 |
82,580 |
-486 |
Sep11 |
071219 |
95.300 |
95.450 |
95.265 |
95.370 |
+0.065 |
6,345 |
71,407 |
+1,114 |
Dec11 |
071219 |
95.230 |
95.370 |
95.185 |
95.290 |
+0.065 |
9,472 |
55,993 |
+4,299 |
Mar12 |
071219 |
95.150 |
95.295 |
95.125 |
95.230 |
+0.065 |
4,567 |
48,529 |
+255 |
Jun12 |
071219 |
95.105 |
95.220 |
95.050 |
95.155 |
+0.065 |
4,194 |
40,803 |
-44 |
Total Volume and Open Interest |
|
|
|
30 Day Federal Funds(CBOT) |
Dec07 |
071219 |
3.975 |
3.995 |
3.975 |
3.985 |
+0.010 |
13,254 |
122,839 |
-5,173 |
Jan08 |
071219 |
4.075 |
4.095 |
4.075 |
4.080 |
+0.005 |
17,565 |
140,884 |
+1,388 |
Feb08 |
071219 |
4.210 |
4.240 |
4.175 |
4.215 |
-0.005 |
40,190 |
84,425 |
+20,226 |
Mar08 |
071219 |
4.275 |
4.305 |
4.230 |
4.280 |
-0.005 |
9,302 |
40,919 |
+1,718 |
Apr08 |
071219 |
4.345 |
4.385 |
4.290 |
4.350 |
unch |
5,614 |
19,029 |
+1,254 |
May08 |
071219 |
4.470 |
4.535 |
4.385 |
4.490 |
+0.025 |
2,872 |
13,155 |
+696 |
Total Volume and Open Interest |
89,911 |
435,827 |
+20,143 |
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 |
071219 |
99.31 |
99.31 |
99.31 |
99.31 |
+0.06 |
|
|
|
Jun08 |
071219 |
99.32 |
99.32 |
99.32 |
99.32 |
+0.04 |
|
|
|
Sep08 |
071219 |
99.29 |
99.29 |
99.29 |
99.29 |
+0.04 |
|
|
|
Dec08 |
071219 |
99.22 |
99.25 |
99.22 |
99.25 |
+0.04 |
|
|
|
Mar09 |
071219 |
99.19 |
99.19 |
99.19 |
99.19 |
+0.04 |
|
|
|
Jun09 |
071219 |
99.13 |
99.13 |
99.13 |
99.13 |
+0.03 |
|
|
|
Sep09 |
071219 |
99.07 |
99.07 |
99.07 |
99.07 |
+0.03 |
|
|
|
Dec09 |
071219 |
99.00 |
99.00 |
99.00 |
99.00 |
+0.04 |
|
|
|
Mar10 |
071219 |
98.93 |
98.93 |
98.93 |
98.93 |
+0.04 |
|
|
|
Jun10 |
071219 |
98.88 |
98.88 |
98.88 |
98.88 |
+0.03 |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Mar08 |
071219 |
99.26 |
99.30 |
99.26 |
99.30 |
+0.05 |
1,238 |
47,999 |
+63 |
Jun08 |
071219 |
99.28 |
99.32 |
99.28 |
99.32 |
+0.04 |
953 |
18,064 |
-25 |
Sep08 |
071219 |
99.25 |
99.28 |
99.25 |
99.28 |
+0.03 |
466 |
19,056 |
+38 |
Dec08 |
071219 |
99.20 |
99.23 |
99.20 |
99.23 |
+0.04 |
440 |
14,027 |
+12 |
Mar09 |
071219 |
99.18 |
99.18 |
99.18 |
99.18 |
+0.03 |
60 |
5,689 |
+0 |
Jun09 |
071219 |
99.12 |
99.12 |
99.12 |
99.12 |
+0.03 |
0 |
1,245 |
+0 |
Sep09 |
071219 |
99.07 |
99.07 |
99.07 |
99.07 |
+0.03 |
0 |
208 |
+0 |
Dec09 |
071219 |
98.99 |
98.99 |
98.99 |
98.99 |
+0.03 |
60 |
200 |
+0 |
Total Volume and Open Interest |
3,217 |
109,138 |
-68,296 |
Japanese Gov't Bonds(SGX) |
Mar08 |
071212 |
136.79 |
136.80 |
136.47 |
136.56 |
+0.57 |
2,613 |
33,874 |
+6,962 |
Jun08 |
071219 |
137.09 |
137.09 |
137.09 |
137.09 |
+0.39 |
|
|
|
Sep08 |
071219 |
137.09 |
137.09 |
137.09 |
137.09 |
+0.39 |
|
|
|
Total Volume and Open Interest |
1,786 |
31,146 |
-1,373 |
Euro-Bund(EUREX) |
Mar08 |
071219 |
113.17 |
113.60 |
112.97 |
113.10 |
-0.03 |
805,277 |
1,123,347 |
-18,715 |
Jun08 |
071219 |
113.03 |
113.13 |
112.67 |
112.70 |
-0.03 |
65 |
298 |
+9 |
Sep08 |
071219 |
112.91 |
112.91 |
112.91 |
112.91 |
-0.03 |
98 |
0 |
+0 |
Total Volume and Open Interest |
805,440 |
1,123,645 |
-18,706 |
Euro-Bobl(EUREX) |
Mar08 |
071219 |
107.94 |
108.23 |
107.89 |
107.97 |
-0.03 |
301,151 |
1,008,353 |
+16,082 |
Jun08 |
071219 |
42.46 |
42.46 |
42.33 |
42.33 |
+0.01 |
300 |
2,798 |
+300 |
Sep08 |
071219 |
42.93 |
42.93 |
42.93 |
42.93 |
+0.01 |
|
|
|
Total Volume and Open Interest |
301,451 |
1,011,151 |
+16,382 |
3-Mth Euribor(EUREX) |
Dec07 |
071213 |
95.115 |
95.115 |
95.080 |
95.085 |
-0.050 |
2,115 |
28,839 |
-395 |
Mar08 |
071219 |
95.480 |
95.505 |
95.470 |
95.475 |
+0.005 |
1,674 |
14,221 |
-594 |
Jun08 |
071219 |
95.575 |
95.575 |
95.540 |
95.550 |
+0.025 |
211 |
6,243 |
+111 |
Total Volume and Open Interest |
4,318 |
58,717 |
-821 |
Long Gilt(LIFFE) |
Dec07 |
071219 |
108~29 |
109~03 |
108~26 |
108~29 |
+0~16 |
7,973 |
6,851 |
-7,921 |
Mar08 |
071219 |
108~15 |
109~03 |
108~14 |
108~28 |
+0~16 |
42,735 |
314,372 |
-2,624 |
Total Volume and Open Interest |
50,708 |
321,223 |
-10,545 |
3-Mth Short Sterling(LIFFE) |
Dec07 |
071219 |
93.77 |
93.80 |
93.75 |
93.79 |
+0.01 |
78,866 |
491,640 |
-9,964 |
Mar08 |
071219 |
94.33 |
94.38 |
94.29 |
94.34 |
+0.04 |
49,541 |
477,450 |
-4,932 |
Jun08 |
071219 |
94.60 |
94.71 |
94.57 |
94.65 |
+0.08 |
39,332 |
567,722 |
-3,377 |
Sep08 |
071219 |
94.77 |
94.91 |
94.75 |
94.85 |
+0.10 |
29,750 |
445,769 |
+1,588 |
Dec08 |
071219 |
94.91 |
95.03 |
94.87 |
94.97 |
+0.10 |
31,080 |
382,169 |
-75 |
Mar09 |
071219 |
94.94 |
95.08 |
94.91 |
95.02 |
+0.10 |
15,446 |
245,927 |
-2,234 |
Total Volume and Open Interest |
261,066 |
3,024,154 |
-17,120 |
3-Mth Euribor(LIFFE) |
Mar08 |
071219 |
95.480 |
95.510 |
95.460 |
95.475 |
unch |
233,505 |
624,545 |
+7,191 |
Jun08 |
071219 |
95.530 |
95.585 |
95.515 |
95.535 |
+0.010 |
127,017 |
571,107 |
-15,934 |
Sep08 |
071219 |
95.590 |
95.635 |
95.565 |
95.585 |
+0.005 |
97,987 |
474,549 |
+3,952 |
Total Volume and Open Interest |
768,501 |
3,106,566 |
-816,182 |
3-Mth Aus T-Bills(SFE) |
Dec07 |
071213 |
92.67 |
92.70 |
92.57 |
92.58 |
-0.09 |
31,490 |
105,566 |
+0 |
Mar08 |
071219 |
92.66 |
92.67 |
92.63 |
92.67 |
+0.02 |
22,037 |
378,180 |
+2,385 |
Jun08 |
071219 |
92.54 |
92.58 |
92.50 |
92.58 |
+0.03 |
15,150 |
263,259 |
+7,309 |
Sep08 |
071219 |
92.50 |
92.54 |
92.46 |
92.52 |
+0.01 |
8,190 |
145,302 |
+4,462 |
Dec08 |
071219 |
92.48 |
92.53 |
92.44 |
92.48 |
-0.01 |
7,968 |
74,761 |
+3,336 |
Mar09 |
071219 |
92.47 |
92.52 |
92.44 |
92.47 |
-0.02 |
4,746 |
50,212 |
+2,929 |
Jun09 |
071219 |
92.47 |
92.50 |
92.44 |
92.48 |
-0.01 |
2,103 |
42,143 |
+811 |
Sep09 |
071219 |
92.47 |
92.49 |
92.44 |
92.48 |
unch |
1,534 |
20,769 |
+745 |
Dec09 |
071219 |
92.48 |
92.49 |
92.44 |
92.47 |
unch |
500 |
3,838 |
+297 |
Mar10 |
071219 |
92.47 |
92.47 |
92.44 |
92.46 |
-0.01 |
100 |
472 |
+100 |
Total Volume and Open Interest |
62,328 |
979,623 |
+22,374 |
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 |
071219 |
93.73 |
93.73 |
93.73 |
93.73 |
+0.01 |
|
|
|
Total Volume and Open Interest |
33,456 |
533,015 |
|
3-Year Aus T-Bonds(SFE) |
Mar08 |
071219 |
93.28 |
93.34 |
93.23 |
93.25 |
-0.04 |
115,652 |
563,368 |
+69,743 |
Jun08 |
071219 |
93.25 |
93.25 |
93.25 |
93.25 |
-0.04 |
|
|
|
Total Volume and Open Interest |
79,015 |
546,785 |
|
Gold(CMX) |
Dec07 |
071219 |
799.2 |
804.0 |
799.1 |
801.1 |
-1.9 |
115 |
280 |
-96 |
Feb08 |
071219 |
807.6 |
809.4 |
802.2 |
805.4 |
-2.0 |
67,017 |
256,608 |
-859 |
Apr08 |
071219 |
811.0 |
814.8 |
809.0 |
811.7 |
-2.0 |
474 |
58,943 |
-26 |
Jun08 |
071219 |
819.1 |
819.8 |
816.6 |
817.4 |
-2.0 |
442 |
49,380 |
+54 |
Aug08 |
071219 |
823.0 |
823.0 |
822.0 |
822.8 |
-2.0 |
237 |
28,517 |
+187 |
Oct08 |
071219 |
827.9 |
827.9 |
827.9 |
827.9 |
-1.9 |
19 |
3,566 |
-9 |
Dec08 |
071219 |
834.9 |
836.0 |
831.0 |
832.8 |
-1.9 |
180 |
30,564 |
+10 |
Feb09 |
071219 |
837.8 |
837.8 |
837.8 |
837.8 |
-2.0 |
0 |
20,480 |
+0 |
Apr09 |
071219 |
842.5 |
842.5 |
842.5 |
842.5 |
-2.1 |
0 |
3,332 |
+0 |
Jun09 |
071219 |
847.5 |
847.5 |
847.5 |
847.5 |
-2.2 |
9 |
9,121 |
+4 |
Aug09 |
071219 |
852.7 |
852.7 |
852.7 |
852.7 |
-2.3 |
0 |
9 |
+0 |
Oct09 |
071219 |
857.9 |
857.9 |
857.9 |
857.9 |
-2.4 |
|
|
|
Total Volume and Open Interest |
68,709 |
489,498 |
-640 |
Silver(CMX) |
Dec07 |
071219 |
1403.0 |
1409.5 |
1403.0 |
1407.3 |
+5.9 |
7 |
85 |
-38 |
Mar08 |
071219 |
1417.5 |
1429.0 |
1409.0 |
1422.2 |
+5.7 |
14,584 |
72,983 |
-1,342 |
May08 |
071219 |
1424.5 |
1440.0 |
1424.5 |
1433.7 |
+5.7 |
512 |
13,876 |
-58 |
Jul08 |
071219 |
1442.0 |
1450.0 |
1440.5 |
1444.2 |
+5.6 |
441 |
18,387 |
+13 |
Sep08 |
071219 |
1449.5 |
1453.9 |
1449.5 |
1453.9 |
+5.6 |
5 |
14,899 |
+2 |
Dec08 |
071219 |
1463.0 |
1472.5 |
1462.5 |
1467.1 |
+5.6 |
512 |
15,821 |
-134 |
Mar09 |
071219 |
1481.3 |
1481.3 |
1481.3 |
1481.3 |
+4.8 |
0 |
288 |
+0 |
Total Volume and Open Interest |
16,155 |
147,491 |
-1,521 |
Platinum(NYMEX) |
Jan08 |
071219 |
1514.0 |
1526.4 |
1508.9 |
1523.8 |
+8.5 |
3,008 |
11,720 |
+401 |
Apr08 |
071219 |
1500.0 |
1514.4 |
1500.0 |
1511.8 |
+3.5 |
616 |
3,765 |
+427 |
Jul08 |
071219 |
1505.0 |
1510.0 |
1505.0 |
1507.8 |
-3.5 |
22 |
167 |
+22 |
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 |
071219 |
356.90 |
358.00 |
356.45 |
358.00 |
-1.65 |
0 |
11 |
-3 |
Mar08 |
071219 |
361.55 |
362.50 |
355.00 |
361.10 |
-1.85 |
578 |
12,244 |
+71 |
Jun08 |
071219 |
364.75 |
365.70 |
364.35 |
365.70 |
-1.25 |
57 |
1,383 |
+15 |
Total Volume and Open Interest |
635 |
14,438 |
+83 |
Copper(CMX) |
Dec07 |
071219 |
290.55 |
295.05 |
290.55 |
294.55 |
+7.55 |
537 |
1,395 |
-268 |
Mar08 |
071219 |
289.50 |
297.25 |
288.40 |
295.80 |
+7.35 |
9,606 |
51,921 |
+385 |
May08 |
071219 |
291.20 |
298.80 |
291.20 |
297.15 |
+7.20 |
855 |
6,602 |
+217 |
Jul08 |
071219 |
297.50 |
298.40 |
296.50 |
297.75 |
+7.10 |
365 |
2,669 |
-32 |
Sep08 |
071219 |
296.55 |
298.05 |
295.20 |
298.05 |
+6.95 |
178 |
1,141 |
+22 |
Total Volume and Open Interest |
12,243 |
72,980 |
+371 |
Aluminum(CMX) |
Dec07 |
071212 |
108.75 |
108.75 |
108.75 |
108.75 |
-1.00 |
0 |
132 |
+0 |
Jan08 |
071219 |
1.08 |
1.08 |
1.08 |
1.08 |
+0.01 |
|
|
|
Feb08 |
071219 |
1.08 |
1.08 |
1.08 |
1.08 |
+0.01 |
|
|
|
Mar08 |
071219 |
1.08 |
1.08 |
1.08 |
1.08 |
+0.01 |
|
|
|
Apr08 |
071219 |
1.08 |
1.08 |
1.08 |
1.08 |
+0.01 |
|
|
|
May08 |
071219 |
1.08 |
1.08 |
1.08 |
1.08 |
+0.01 |
|
|
|
Total Volume and Open Interest |
|
|
|
DJIA Index(CBOT) |
Dec07 |
071219 |
13260 |
13295 |
13160 |
13212 |
-31 |
5,288 |
30,786 |
-409 |
Mar08 |
071219 |
13347 |
13384 |
13230 |
13298 |
-30 |
6,118 |
13,359 |
+3,679 |
Jun08 |
071219 |
13410 |
13410 |
13374 |
13374 |
-30 |
0 |
11 |
+0 |
Sep08 |
071219 |
13454 |
13454 |
13454 |
13454 |
-30 |
0 |
1 |
+0 |
Total Volume and Open Interest |
11,406 |
44,157 |
+3,270 |
S & P 500(CME) |
Dec07 |
071219 |
1454.50 |
1464.00 |
1445.00 |
1454.10 |
-1.70 |
97,128 |
279,192 |
-16,846 |
Mar08 |
071219 |
1466.50 |
1475.30 |
1456.00 |
1464.90 |
-1.60 |
117,913 |
415,353 |
+44,190 |
Jun08 |
071219 |
1480.20 |
1483.80 |
1464.80 |
1474.10 |
-1.70 |
1,585 |
6,428 |
+721 |
Sep08 |
071219 |
1482.00 |
1492.10 |
1473.10 |
1482.00 |
-2.10 |
17 |
399 |
-3 |
Total Volume and Open Interest |
216,644 |
704,497 |
+28,063 |
S & P 500 E-Mini(Globex) |
Dec07 |
071219 |
1455.50 |
1464.50 |
1445.00 |
1454.00 |
-1.75 |
630,342 |
1,360,216 |
-113,946 |
Mar08 |
071219 |
1466.50 |
1475.50 |
1455.75 |
1465.00 |
-1.50 |
1,758,866 |
1,287,610 |
+270,802 |
Total Volume and Open Interest |
2,389,208 |
2,647,837 |
+156,856 |
NASDAQ 100(CME) |
Dec07 |
071219 |
2027.50 |
2038.00 |
2020.00 |
2036.00 |
+6.70 |
10,352 |
38,285 |
-2,033 |
Mar08 |
071219 |
2055.30 |
2062.00 |
2038.00 |
2057.30 |
+7.00 |
11,562 |
20,212 |
+6,573 |
Jun08 |
071219 |
2077.80 |
2077.80 |
2070.80 |
2077.80 |
+7.00 |
1 |
26 |
+1 |
Total Volume and Open Interest |
21,915 |
58,523 |
+4,541 |
NASDAQ 100 E-Mini(Globex) |
Dec07 |
071219 |
2029.00 |
2040.30 |
2016.80 |
2036.00 |
+6.70 |
121,281 |
314,604 |
-16,732 |
Mar08 |
071219 |
2049.80 |
2061.50 |
2038.00 |
2057.30 |
+7.00 |
423,634 |
192,650 |
+71,584 |
Total Volume and Open Interest |
544,915 |
507,254 |
+54,852 |
S & P Midcap 400(CME) |
Dec07 |
071219 |
848.00 |
849.00 |
845.50 |
847.70 |
+1.20 |
953 |
8,614 |
-623 |
Mar08 |
071219 |
858.00 |
858.25 |
852.10 |
855.30 |
+1.30 |
925 |
2,799 |
+842 |
Jun08 |
071219 |
865.00 |
866.50 |
865.00 |
865.00 |
+1.30 |
|
|
|
Total Volume and Open Interest |
1,878 |
11,468 |
+219 |
Russell 2000(CME) |
Dec07 |
071219 |
752.50 |
758.85 |
749.50 |
758.85 |
+4.45 |
13,403 |
32,501 |
-2,262 |
Mar08 |
071219 |
757.60 |
763.00 |
753.50 |
762.40 |
+4.30 |
13,601 |
23,142 |
+12,652 |
Jun08 |
071219 |
769.10 |
769.10 |
764.80 |
769.10 |
+4.30 |
0 |
6 |
+0 |
Total Volume and Open Interest |
27,004 |
55,674 |
+10,390 |
Russell 2000 E-Mini(Globex) |
Dec07 |
071219 |
754.00 |
759.20 |
749.00 |
758.90 |
+4.50 |
166,699 |
438,640 |
+438,640 |
Mar08 |
071219 |
757.80 |
762.90 |
752.60 |
762.40 |
+4.30 |
335,412 |
376,652 |
+119,179 |
Jun08 |
071219 |
757.00 |
769.10 |
753.00 |
769.10 |
+4.30 |
10 |
6 |
+2 |
Total Volume and Open Interest |
502,127 |
815,299 |
+62,070 |
Value Line(KCBT) |
Dec07 |
071219 |
2242.50 |
2242.50 |
2242.50 |
2242.50 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
Nikkei 225(CME) |
Mar08 |
071219 |
15230 |
15300 |
15050 |
15085 |
-95 |
68,679 |
178,033 |
+1,340 |
Jun08 |
071219 |
14975 |
15230 |
14975 |
14975 |
-180 |
10 |
56 |
+1 |
Total Volume and Open Interest |
68,726 |
178,538 |
+1,341 |
Nikkei 225(SGX) |
Mar08 |
071219 |
15230 |
15300 |
15050 |
15085 |
-95 |
68,679 |
178,033 |
+1,340 |
Jun08 |
071219 |
14975 |
15230 |
14975 |
14975 |
-180 |
10 |
56 |
+1 |
Sep08 |
071219 |
15000 |
15000 |
15000 |
15000 |
-180 |
0 |
40 |
+0 |
Total Volume and Open Interest |
68,726 |
178,538 |
+1,341 |
CAC 40(EURONEXT) |
Dec07 |
071219 |
5519.5 |
5552.5 |
5467.5 |
5500.0 |
-14.5 |
178,226 |
575,111 |
+23,589 |
Jan08 |
071219 |
5523.5 |
5567.0 |
5483.5 |
5515.0 |
-16.5 |
47,511 |
83,430 |
+35,834 |
Feb08 |
071219 |
5537.5 |
5583.5 |
5527.0 |
5537.0 |
-15.5 |
12 |
1,442 |
-5 |
Total Volume and Open Interest |
236,794 |
681,375 |
+69,599 |
Hang Seng Index(HKFE) |
Dec07 |
071219 |
26939 |
27274 |
26660 |
27054 |
+325 |
6,262 |
11,223 |
-80,022 |
Jan08 |
071219 |
26944 |
27322 |
26710 |
27065 |
+285 |
223 |
488 |
-72 |
Total Volume and Open Interest |
6,526 |
12,022 |
-80,125 |
DAX(EUREX) |
Dec07 |
071219 |
7872.0 |
7885.5 |
7781.0 |
7849.0 |
+7.0 |
158,306 |
300,870 |
-2,956 |
Mar08 |
071219 |
7949.0 |
7971.0 |
7868.0 |
7935.0 |
+4.0 |
16,126 |
33,559 |
+9,540 |
Jun08 |
071219 |
8045.0 |
8058.5 |
7964.5 |
8022.0 |
+2.5 |
2,549 |
13,823 |
+723 |
Total Volume and Open Interest |
176,981 |
348,252 |
+7,307 |
FT-SE 100(EURONEXT) |
Dec07 |
071219 |
6300.00 |
6326.00 |
6252.00 |
6297.00 |
+7.00 |
230,190 |
364,786 |
-58,517 |
Mar08 |
071219 |
6323.50 |
6349.00 |
6272.50 |
6320.00 |
+10.50 |
134,019 |
186,181 |
+84,812 |
Jun08 |
071219 |
6317.00 |
6373.50 |
6317.00 |
6348.00 |
+7.00 |
7 |
2,848 |
-2 |
Total Volume and Open Interest |
364,216 |
554,315 |
+26,293 |
SPI 200(SFE) |
Dec07 |
071219 |
6212.0 |
6269.0 |
6139.0 |
6213.0 |
+5.0 |
155,498 |
363,962 |
+38,876 |
Mar08 |
071219 |
6227.0 |
6280.0 |
6153.0 |
6224.0 |
+3.0 |
131,538 |
192,788 |
+119,077 |
Jun08 |
071219 |
6294.0 |
6297.0 |
6289.0 |
6289.0 |
+1.0 |
63 |
1,845 |
+56 |
Total Volume and Open Interest |
287,114 |
559,804 |
+157,908 |
GSCI(CME) |
Jan08 |
071219 |
590.95 |
597.00 |
590.10 |
594.00 |
+6.70 |
252 |
21,377 |
+81 |
Feb08 |
071219 |
595.00 |
597.00 |
588.00 |
595.00 |
+6.90 |
|
|
|
Mar08 |
071219 |
591.00 |
596.00 |
588.00 |
594.00 |
+5.90 |
|
|
|
Total Volume and Open Interest |
252 |
21,377 |
-1,082 |
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. |
|
|