 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Thu December 20, 2007 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan08 |
071220 |
1158.00 |
1168.25 |
1154.75 |
1160.75 |
+1.75 |
9,582 |
107,355 |
-8,198 |
Mar08 |
071220 |
1176.00 |
1186.50 |
1173.00 |
1179.75 |
+2.00 |
7,314 |
240,853 |
+3,301 |
May08 |
071220 |
1192.00 |
1202.00 |
1189.50 |
1195.75 |
+3.00 |
4,900 |
52,600 |
+2,484 |
Jul08 |
071220 |
1198.00 |
1208.00 |
1194.00 |
1201.50 |
+3.50 |
4,945 |
62,812 |
+545 |
Aug08 |
071220 |
1161.00 |
1174.00 |
1161.00 |
1169.00 |
+4.00 |
54 |
4,449 |
-9 |
Sep08 |
071220 |
1125.00 |
1125.00 |
1125.00 |
1125.00 |
+6.00 |
0 |
2,315 |
+14 |
Nov08 |
071220 |
1070.00 |
1082.00 |
1069.00 |
1078.00 |
+7.50 |
3,447 |
94,571 |
+675 |
Total Volume and Open Interest |
30,460 |
584,268 |
-1,200 |
Soybean Meal(CBOT) |
Jan08 |
071220 |
323.50 |
327.20 |
322.80 |
325.10 |
+1.40 |
5,013 |
37,365 |
-4,135 |
Mar08 |
071220 |
330.50 |
334.00 |
329.50 |
331.90 |
+2.10 |
6,122 |
94,241 |
+1,042 |
May08 |
071220 |
334.00 |
337.50 |
333.40 |
335.40 |
+1.50 |
2,068 |
42,738 |
+225 |
Jul08 |
071220 |
334.00 |
339.00 |
334.00 |
336.60 |
+2.60 |
2,336 |
32,226 |
+415 |
Aug08 |
071220 |
324.00 |
327.00 |
322.50 |
325.00 |
+2.80 |
417 |
7,857 |
-46 |
Sep08 |
071220 |
309.50 |
313.50 |
309.50 |
311.20 |
+1.20 |
39 |
6,405 |
+10 |
Oct08 |
071220 |
289.50 |
292.50 |
288.00 |
290.50 |
+1.50 |
21 |
5,094 |
+5 |
Dec08 |
071220 |
284.50 |
287.50 |
282.50 |
285.70 |
+1.70 |
2,812 |
22,666 |
-374 |
Total Volume and Open Interest |
19,035 |
251,471 |
-2,730 |
Soybean Oil(CBOT) |
Jan08 |
071220 |
46.80 |
47.00 |
46.54 |
46.63 |
-0.20 |
8,316 |
39,803 |
-7,327 |
Mar08 |
071220 |
47.30 |
47.58 |
47.13 |
47.24 |
-0.14 |
8,369 |
149,358 |
+4,741 |
May08 |
071220 |
47.93 |
48.12 |
47.72 |
47.85 |
-0.09 |
1,525 |
33,820 |
+137 |
Jul08 |
071220 |
48.38 |
48.50 |
48.10 |
48.19 |
-0.19 |
1,349 |
33,259 |
-602 |
Aug08 |
071220 |
49.10 |
49.10 |
48.20 |
48.20 |
-0.20 |
147 |
5,342 |
+17 |
Sep08 |
071220 |
48.20 |
48.20 |
47.80 |
47.80 |
-0.10 |
15 |
4,606 |
-19 |
Oct08 |
071220 |
47.50 |
47.50 |
47.40 |
47.45 |
-0.05 |
138 |
4,927 |
-8 |
Dec08 |
071220 |
47.75 |
48.05 |
47.75 |
47.85 |
+0.02 |
1,127 |
23,575 |
+102 |
Total Volume and Open Interest |
21,131 |
295,836 |
-2,864 |
Canola(WCE) |
Jan08 |
071220 |
494.8 |
496.3 |
490.9 |
494.2 |
+1.1 |
4,374 |
17,369 |
-3,607 |
Mar08 |
071220 |
507.5 |
511.3 |
505.0 |
508.4 |
+1.9 |
11,109 |
93,058 |
+3,311 |
May08 |
071220 |
513.5 |
520.5 |
513.5 |
516.7 |
+1.9 |
621 |
7,997 |
+376 |
Jul08 |
071220 |
517.6 |
526.1 |
517.6 |
523.2 |
+3.0 |
710 |
11,558 |
-78 |
Total Volume and Open Interest |
17,748 |
160,451 |
+501 |
Corn(CBOT) |
Mar08 |
071220 |
437.50 |
438.00 |
431.75 |
437.50 |
+2.75 |
12,088 |
590,164 |
+665 |
May08 |
071220 |
447.00 |
448.25 |
442.75 |
448.00 |
+2.75 |
3,753 |
124,485 |
+1,689 |
Jul08 |
071220 |
453.00 |
456.50 |
450.25 |
456.00 |
+3.25 |
5,052 |
148,647 |
+2,170 |
Sep08 |
071220 |
452.00 |
454.25 |
449.00 |
453.75 |
+2.25 |
290 |
27,368 |
+91 |
Dec08 |
071220 |
452.50 |
454.75 |
449.25 |
454.50 |
+2.50 |
4,076 |
262,320 |
+3,428 |
Mar09 |
071220 |
457.50 |
460.25 |
456.00 |
460.25 |
+1.75 |
72 |
15,985 |
+187 |
Total Volume and Open Interest |
25,747 |
1,231,323 |
+8,752 |
Wheat(CBOT) |
Mar08 |
071220 |
962.00 |
970.00 |
950.00 |
954.00 |
-19.50 |
3,520 |
212,200 |
+290 |
May08 |
071220 |
960.00 |
967.00 |
952.00 |
955.50 |
-13.50 |
1,125 |
47,477 |
+890 |
Jul08 |
071220 |
780.00 |
787.00 |
776.00 |
779.50 |
-5.25 |
840 |
96,489 |
-303 |
Sep08 |
071220 |
786.50 |
786.50 |
781.00 |
784.50 |
-5.50 |
3 |
18,103 |
+102 |
Dec08 |
071220 |
797.00 |
798.50 |
791.00 |
795.00 |
-2.50 |
519 |
38,268 |
-309 |
Total Volume and Open Interest |
6,177 |
426,489 |
+795 |
Wheat(KCBT) |
Mar08 |
071220 |
990.00 |
993.50 |
969.50 |
976.25 |
-18.75 |
5,373 |
72,592 |
-304 |
May08 |
071220 |
977.00 |
987.00 |
966.00 |
968.00 |
-16.50 |
1,233 |
7,458 |
+325 |
Jul08 |
071220 |
811.00 |
822.00 |
805.00 |
821.00 |
+4.50 |
1,757 |
29,119 |
+281 |
Sep08 |
071220 |
813.00 |
825.00 |
810.00 |
824.75 |
+5.50 |
461 |
5,782 |
+143 |
Dec08 |
071220 |
817.00 |
823.00 |
816.00 |
822.00 |
+2.25 |
104 |
3,073 |
+53 |
Total Volume and Open Interest |
8,964 |
121,040 |
+534 |
Wheat(MGE) |
Dec07 |
071214 |
1104.00 |
1130.00 |
1104.00 |
1130.00 |
+30.00 |
25 |
1 |
-22 |
Mar08 |
071220 |
1092.00 |
1095.00 |
1080.00 |
1085.00 |
-10.50 |
4,182 |
38,570 |
-796 |
May08 |
071220 |
1051.00 |
1051.00 |
1037.00 |
1041.00 |
-6.75 |
1,541 |
9,492 |
+129 |
Jul08 |
071220 |
975.00 |
975.00 |
960.00 |
960.00 |
-10.00 |
166 |
2,774 |
-35 |
Sep08 |
071220 |
855.00 |
855.00 |
845.00 |
850.50 |
-6.50 |
275 |
6,063 |
-30 |
Total Volume and Open Interest |
6,590 |
63,065 |
-881 |
Oats(CBOT) |
Mar08 |
071220 |
301.50 |
303.50 |
297.75 |
303.25 |
+2.25 |
409 |
9,368 |
+46 |
May08 |
071220 |
309.00 |
309.25 |
309.00 |
309.25 |
+2.00 |
150 |
888 |
-23 |
Jul08 |
071220 |
315.00 |
315.00 |
314.50 |
314.50 |
+2.00 |
0 |
293 |
+0 |
Sep08 |
071220 |
316.00 |
316.00 |
316.00 |
316.00 |
unch |
0 |
36 |
+24 |
Total Volume and Open Interest |
569 |
11,251 |
+150 |
Rough Rice(CBOT) |
Jan08 |
071220 |
13.34 |
13.40 |
13.29 |
13.40 |
+0.06 |
124 |
4,062 |
-292 |
Mar08 |
071220 |
13.66 |
13.71 |
13.50 |
13.71 |
+0.03 |
132 |
10,862 |
+436 |
May08 |
071220 |
13.95 |
13.95 |
13.95 |
13.95 |
+0.03 |
0 |
663 |
+0 |
Jul08 |
071220 |
14.15 |
14.15 |
14.15 |
14.15 |
+0.03 |
0 |
995 |
+0 |
Total Volume and Open Interest |
265 |
18,205 |
+166 |
Live Cattle(CME) |
Dec07 |
071220 |
92.000 |
92.550 |
91.850 |
92.385 |
-0.150 |
2,034 |
5,286 |
-703 |
Feb08 |
071220 |
95.600 |
95.980 |
95.400 |
95.700 |
-0.585 |
9,814 |
124,769 |
+354 |
Apr08 |
071220 |
98.050 |
98.150 |
97.750 |
97.930 |
-0.550 |
5,596 |
63,932 |
+1,032 |
Jun08 |
071220 |
94.000 |
94.330 |
93.850 |
94.230 |
-0.220 |
5,206 |
22,833 |
+449 |
Aug08 |
071220 |
95.250 |
95.800 |
95.050 |
95.730 |
+0.280 |
1,610 |
15,502 |
-346 |
Oct08 |
071220 |
99.000 |
99.500 |
99.000 |
99.480 |
+0.280 |
234 |
5,704 |
+85 |
Total Volume and Open Interest |
24,595 |
243,791 |
+927 |
Feeder Cattle(CME) |
Jan08 |
071220 |
104.035 |
104.500 |
103.650 |
103.950 |
-0.250 |
1,408 |
7,137 |
-10 |
Mar08 |
071220 |
107.200 |
107.500 |
106.700 |
106.950 |
-0.400 |
2,036 |
14,123 |
+452 |
Apr08 |
071220 |
109.300 |
109.650 |
108.900 |
109.330 |
-0.305 |
361 |
3,514 |
-26 |
May08 |
071220 |
110.500 |
110.950 |
110.300 |
110.650 |
-0.300 |
245 |
4,124 |
+71 |
Aug08 |
071220 |
110.500 |
111.400 |
110.500 |
111.330 |
unch |
84 |
1,953 |
+6 |
Sep08 |
071220 |
110.400 |
110.400 |
110.400 |
110.400 |
+0.100 |
2 |
93 |
+2 |
Oct08 |
071220 |
109.800 |
109.900 |
109.500 |
109.900 |
-0.100 |
31 |
48 |
+27 |
Total Volume and Open Interest |
4,167 |
31,084 |
+522 |
Lean Hogs(CME) |
Feb08 |
071220 |
59.900 |
60.200 |
59.500 |
59.900 |
-0.200 |
7,421 |
98,353 |
-678 |
Apr08 |
071220 |
65.400 |
65.800 |
65.100 |
65.500 |
-0.180 |
3,181 |
43,935 |
+764 |
May08 |
071220 |
71.500 |
71.750 |
71.150 |
71.725 |
-0.160 |
51 |
2,724 |
+9 |
Jun08 |
071220 |
74.850 |
74.900 |
74.500 |
74.635 |
-0.515 |
810 |
29,354 |
-843 |
Jul08 |
071220 |
74.200 |
74.250 |
73.900 |
74.035 |
-0.395 |
545 |
11,873 |
+198 |
Aug08 |
071220 |
72.400 |
72.700 |
72.300 |
72.650 |
-0.030 |
479 |
5,546 |
+7 |
Oct08 |
071220 |
67.600 |
67.600 |
67.400 |
67.450 |
-0.150 |
152 |
5,133 |
+42 |
Dec08 |
071220 |
67.300 |
67.350 |
67.100 |
67.330 |
-0.070 |
207 |
8,811 |
+57 |
Total Volume and Open Interest |
12,856 |
205,739 |
-434 |
Pork Bellies(CME) |
Feb08 |
071220 |
88.000 |
88.700 |
86.480 |
86.500 |
-1.980 |
104 |
1,147 |
+1 |
Mar08 |
071220 |
88.250 |
88.250 |
86.300 |
86.300 |
-1.650 |
0 |
319 |
+0 |
May08 |
071220 |
89.300 |
89.300 |
88.000 |
88.000 |
-1.200 |
1 |
176 |
+0 |
Jul08 |
071220 |
87.050 |
87.050 |
86.500 |
86.500 |
-1.300 |
2 |
152 |
+2 |
Aug08 |
071220 |
87.050 |
87.050 |
87.050 |
87.050 |
-0.950 |
0 |
57 |
+0 |
Total Volume and Open Interest |
107 |
1,851 |
+3 |
Class III Milk(CME) |
Dec07 |
071220 |
20.33 |
20.33 |
20.33 |
20.33 |
-0.01 |
60 |
4,288 |
-101 |
Jan08 |
071220 |
17.66 |
17.83 |
17.66 |
17.83 |
+0.13 |
333 |
3,736 |
-20 |
Feb08 |
071220 |
17.00 |
17.05 |
16.99 |
16.99 |
+0.03 |
251 |
3,295 |
+50 |
Mar08 |
071220 |
16.70 |
16.70 |
16.70 |
16.70 |
+0.12 |
194 |
2,717 |
-7 |
Apr08 |
071220 |
16.20 |
16.20 |
16.20 |
16.20 |
+0.05 |
71 |
2,482 |
+23 |
Total Volume and Open Interest |
1,091 |
31,076 |
+11 |
Cocoa(ICE) |
Mar08 |
071220 |
2125 |
2129 |
2083 |
2092 |
-40 |
10,643 |
108,201 |
+1,220 |
May08 |
071220 |
2091 |
2091 |
2091 |
2091 |
-44 |
4,530 |
25,705 |
+1,620 |
Jul08 |
071220 |
2100 |
2100 |
2097 |
2097 |
-43 |
648 |
10,821 |
+226 |
Sep08 |
071220 |
2098 |
2098 |
2098 |
2098 |
-43 |
816 |
8,132 |
+377 |
Dec08 |
071220 |
2099 |
2099 |
2099 |
2099 |
-46 |
617 |
15,201 |
+257 |
Mar09 |
071220 |
2116 |
2116 |
2116 |
2116 |
-46 |
168 |
4,571 |
+28 |
May09 |
071220 |
2122 |
2122 |
2122 |
2122 |
-49 |
299 |
2,307 |
+0 |
Total Volume and Open Interest |
17,721 |
174,939 |
+3,728 |
Coffee "C"(ICE) |
Dec07 |
071220 |
131.35 |
131.35 |
131.35 |
131.35 |
unch |
|
|
|
Mar08 |
071220 |
134.50 |
134.70 |
132.95 |
133.70 |
-0.80 |
10,357 |
111,856 |
+1,020 |
May08 |
071220 |
136.00 |
136.70 |
136.00 |
136.30 |
-0.80 |
1,397 |
22,434 |
+396 |
Jul08 |
071220 |
138.60 |
138.80 |
138.30 |
138.80 |
-0.80 |
464 |
6,020 |
+75 |
Sep08 |
071220 |
141.20 |
141.20 |
141.20 |
141.20 |
-0.80 |
360 |
8,945 |
-27 |
Dec08 |
071220 |
144.60 |
144.60 |
144.60 |
144.60 |
-0.80 |
195 |
6,636 |
-29 |
Total Volume and Open Interest |
13,411 |
162,771 |
+1,211 |
Orange Juice(ICE) |
Jan08 |
071220 |
146.00 |
149.85 |
145.80 |
149.85 |
+1.80 |
1,804 |
4,981 |
-1,085 |
Mar08 |
071220 |
148.60 |
151.50 |
147.50 |
151.25 |
+1.40 |
1,669 |
16,720 |
+816 |
May08 |
071220 |
152.40 |
152.40 |
152.40 |
152.40 |
+1.65 |
637 |
3,386 |
+152 |
Jul08 |
071220 |
153.00 |
153.00 |
153.00 |
153.00 |
+1.30 |
209 |
852 |
+45 |
Sep08 |
071220 |
153.70 |
153.70 |
153.70 |
153.70 |
+1.30 |
0 |
422 |
+0 |
Nov08 |
071220 |
152.75 |
152.75 |
152.75 |
152.75 |
+1.30 |
0 |
363 |
+0 |
Total Volume and Open Interest |
4,319 |
27,581 |
-72 |
Sugar #11(ICE) |
Mar08 |
071220 |
10.97 |
11.14 |
10.93 |
11.07 |
+0.33 |
37,363 |
448,748 |
+1,623 |
May08 |
071220 |
11.25 |
11.40 |
11.23 |
11.35 |
+0.36 |
10,116 |
101,166 |
+439 |
Jul08 |
071220 |
11.23 |
11.41 |
11.22 |
11.39 |
+0.38 |
5,894 |
91,120 |
-1,450 |
Oct08 |
071220 |
11.52 |
11.67 |
11.51 |
11.65 |
+0.35 |
5,847 |
78,013 |
+393 |
Mar09 |
071220 |
12.21 |
12.26 |
12.21 |
12.26 |
+0.36 |
2,598 |
51,771 |
+873 |
Total Volume and Open Interest |
65,436 |
850,047 |
+3,128 |
Sugar #14(ICE) |
Mar08 |
071220 |
20.50 |
20.50 |
20.50 |
20.50 |
+0.10 |
229 |
3,592 |
-138 |
May08 |
071220 |
20.43 |
20.43 |
20.43 |
20.43 |
+0.01 |
302 |
3,902 |
+63 |
Jul08 |
071220 |
20.68 |
20.68 |
20.68 |
20.68 |
+0.05 |
39 |
2,013 |
+0 |
Sep08 |
071220 |
20.78 |
20.78 |
20.78 |
20.78 |
-0.02 |
1 |
1,351 |
+0 |
Nov08 |
071220 |
21.03 |
21.03 |
21.03 |
21.03 |
+0.01 |
15 |
322 |
+15 |
Total Volume and Open Interest |
586 |
11,204 |
-60 |
London Cocoa(LCE) |
Mar08 |
071220 |
1088 |
1091 |
1070 |
1075 |
-12 |
6,575 |
73,596 |
-334 |
May08 |
071220 |
1104 |
1106 |
1088 |
1092 |
-11 |
1,731 |
25,798 |
+529 |
Jul08 |
071220 |
1128 |
1129 |
1111 |
1116 |
-11 |
1,588 |
53,579 |
+591 |
Sep08 |
071220 |
1110 |
1114 |
1097 |
1103 |
-11 |
356 |
22,041 |
+254 |
Dec08 |
071220 |
1107 |
1113 |
1091 |
1097 |
-13 |
618 |
20,557 |
+341 |
Mar09 |
071220 |
1117 |
1118 |
1103 |
1105 |
-15 |
188 |
5,086 |
+48 |
May09 |
071220 |
1119 |
1119 |
1115 |
1115 |
-15 |
0 |
349 |
+0 |
Total Volume and Open Interest |
11,056 |
201,016 |
+1,429 |
London Coffee(LCE) |
Jan08 |
071220 |
1831.00 |
1873.00 |
1827.00 |
1848.00 |
-2.00 |
10,491 |
36,703 |
-12,905 |
Mar08 |
071220 |
1865.00 |
1907.00 |
1861.00 |
1886.00 |
+2.00 |
14,900 |
91,995 |
+5,445 |
May08 |
071220 |
1890.00 |
1926.00 |
1885.00 |
1908.00 |
+2.00 |
3,025 |
18,977 |
+1,927 |
Jul08 |
071220 |
1934.00 |
1938.00 |
1915.00 |
1923.00 |
+2.00 |
964 |
5,619 |
+200 |
Sep08 |
071220 |
1948.00 |
1948.00 |
1929.00 |
1937.00 |
+1.00 |
466 |
8,406 |
+422 |
Nov08 |
071220 |
1950.00 |
1950.00 |
1942.00 |
1943.00 |
+1.00 |
10 |
950 |
+10 |
Total Volume and Open Interest |
29,866 |
164,981 |
-4,891 |
London Sugar(LCE) |
Mar08 |
071220 |
310.50 |
318.00 |
310.50 |
317.00 |
+8.00 |
4,092 |
49,679 |
-548 |
May08 |
071220 |
314.00 |
320.60 |
313.90 |
320.20 |
+7.80 |
1,160 |
10,897 |
+53 |
Aug08 |
071220 |
313.20 |
321.20 |
313.20 |
321.20 |
+8.20 |
217 |
6,950 |
+130 |
Oct08 |
071220 |
318.90 |
326.40 |
318.90 |
326.20 |
+8.30 |
122 |
5,821 |
-19 |
Dec08 |
071220 |
325.50 |
332.30 |
325.50 |
332.30 |
+8.40 |
42 |
1,674 |
+20 |
Total Volume and Open Interest |
6,005 |
79,241 |
-152 |
Cotton(ICE) |
Mar08 |
071220 |
66.45 |
66.55 |
66.02 |
66.17 |
-0.10 |
16,203 |
134,608 |
+2,028 |
May08 |
071220 |
67.80 |
67.90 |
67.30 |
67.53 |
-0.09 |
1,758 |
22,656 |
+562 |
Jul08 |
071220 |
69.45 |
69.55 |
68.90 |
69.13 |
-0.14 |
1,384 |
23,438 |
+374 |
Oct08 |
071220 |
71.80 |
71.82 |
71.80 |
71.82 |
+0.02 |
0 |
430 |
+0 |
Dec08 |
071220 |
74.05 |
74.10 |
73.60 |
73.80 |
unch |
1,396 |
40,331 |
+239 |
Mar09 |
071220 |
76.60 |
76.60 |
76.30 |
76.30 |
unch |
1 |
1,221 |
+1 |
Total Volume and Open Interest |
20,850 |
223,340 |
+3,292 |
Lumber(CME) |
Jan08 |
071220 |
240.5 |
244.0 |
240.5 |
240.7 |
-2.1 |
877 |
2,742 |
-306 |
Mar08 |
071220 |
260.9 |
263.0 |
259.7 |
261.0 |
-1.3 |
923 |
5,353 |
+207 |
May08 |
071220 |
274.7 |
275.8 |
274.0 |
275.8 |
-0.7 |
72 |
595 |
-11 |
Jul08 |
071220 |
282.0 |
282.0 |
282.0 |
282.0 |
+0.7 |
3 |
139 |
-2 |
Total Volume and Open Interest |
1,905 |
8,929 |
-107 |
Crude Oil(NYM) |
Feb08 |
071220 |
90.65 |
92.06 |
90.65 |
91.06 |
-0.18 |
207,862 |
338,523 |
+2,136 |
Mar08 |
071220 |
90.95 |
92.05 |
90.65 |
90.96 |
-0.22 |
59,377 |
151,138 |
+729 |
Apr08 |
071220 |
90.52 |
91.10 |
90.50 |
90.71 |
-0.20 |
27,213 |
67,026 |
+3,085 |
May08 |
071220 |
91.10 |
91.10 |
90.41 |
90.41 |
-0.22 |
11,436 |
58,219 |
-1,405 |
Jun08 |
071220 |
90.11 |
90.12 |
90.11 |
90.12 |
-0.23 |
13,636 |
74,180 |
-1,216 |
Jul08 |
071220 |
89.82 |
89.82 |
89.82 |
89.82 |
-0.24 |
2,111 |
22,889 |
-164 |
Aug08 |
071220 |
89.56 |
89.56 |
89.56 |
89.56 |
-0.24 |
1,187 |
17,433 |
-47 |
Sep08 |
071220 |
89.30 |
89.30 |
89.30 |
89.30 |
-0.25 |
791 |
36,274 |
-208 |
Oct08 |
071220 |
89.04 |
89.04 |
89.04 |
89.04 |
-0.26 |
476 |
29,603 |
+181 |
Nov08 |
071220 |
88.79 |
88.79 |
88.79 |
88.79 |
-0.27 |
1,929 |
22,151 |
+1,462 |
Dec08 |
071220 |
88.45 |
88.55 |
88.45 |
88.55 |
-0.28 |
10,135 |
168,729 |
+464 |
Jan09 |
071220 |
88.30 |
88.30 |
88.30 |
88.30 |
-0.28 |
1,211 |
24,340 |
+316 |
Feb09 |
071220 |
88.05 |
88.05 |
88.05 |
88.05 |
-0.29 |
1,201 |
12,672 |
-795 |
Mar09 |
071220 |
87.80 |
87.80 |
87.80 |
87.80 |
-0.30 |
543 |
6,144 |
+255 |
Apr09 |
071220 |
87.56 |
87.56 |
87.56 |
87.56 |
-0.30 |
230 |
11,628 |
-230 |
May09 |
071220 |
87.32 |
87.32 |
87.32 |
87.32 |
-0.30 |
30 |
13,734 |
-30 |
Total Volume and Open Interest |
344,730 |
1,329,144 |
-684 |
Heating Oil(NYM) |
Jan08 |
071220 |
259.60 |
261.75 |
258.95 |
258.95 |
-0.84 |
25,264 |
38,667 |
-3,265 |
Feb08 |
071220 |
258.70 |
261.00 |
258.59 |
258.59 |
-0.95 |
29,122 |
67,081 |
+3,997 |
Mar08 |
071220 |
257.60 |
257.60 |
256.49 |
256.49 |
-1.05 |
7,550 |
38,020 |
+525 |
Apr08 |
071220 |
250.99 |
250.99 |
250.99 |
250.99 |
-1.20 |
3,245 |
15,529 |
+281 |
May08 |
071220 |
249.10 |
249.10 |
246.49 |
246.49 |
-1.25 |
1,898 |
9,719 |
-41 |
Jun08 |
071220 |
243.84 |
243.84 |
243.84 |
243.84 |
-1.25 |
2,689 |
17,174 |
+351 |
Jul08 |
071220 |
243.54 |
243.54 |
243.54 |
243.54 |
-1.15 |
446 |
4,637 |
-61 |
Aug08 |
071220 |
243.69 |
243.69 |
243.69 |
243.69 |
-1.05 |
294 |
1,101 |
+25 |
Sep08 |
071220 |
244.69 |
244.69 |
244.69 |
244.69 |
-1.00 |
382 |
3,711 |
+120 |
Oct08 |
071220 |
246.34 |
246.34 |
246.34 |
246.34 |
-0.95 |
104 |
1,111 |
-22 |
Nov08 |
071220 |
247.99 |
247.99 |
247.99 |
247.99 |
-0.95 |
91 |
886 |
-5 |
Dec08 |
071220 |
249.64 |
249.64 |
249.64 |
249.64 |
-0.95 |
537 |
7,853 |
+115 |
Total Volume and Open Interest |
71,622 |
214,232 |
+2,020 |
Gasoline(NYMEX) |
Jan08 |
071220 |
234.42 |
236.40 |
231.05 |
232.76 |
-0.43 |
33,224 |
38,913 |
-4,485 |
Feb08 |
071220 |
236.50 |
239.40 |
234.07 |
235.84 |
-0.25 |
26,605 |
47,177 |
+2,855 |
Mar08 |
071220 |
240.45 |
243.05 |
238.07 |
239.54 |
-0.35 |
7,672 |
38,520 |
-199 |
Apr08 |
071220 |
253.50 |
256.00 |
251.23 |
252.44 |
-0.65 |
4,521 |
24,582 |
-234 |
May08 |
071220 |
252.00 |
256.00 |
251.93 |
253.04 |
-0.85 |
3,940 |
19,275 |
+56 |
Jun08 |
071220 |
252.26 |
256.46 |
252.26 |
252.54 |
-0.95 |
2,953 |
16,324 |
-171 |
Jul08 |
071220 |
251.59 |
254.50 |
250.69 |
250.69 |
-0.95 |
897 |
4,509 |
+197 |
Aug08 |
071220 |
248.75 |
248.75 |
247.94 |
247.94 |
-0.95 |
248 |
2,986 |
+24 |
Sep08 |
071220 |
245.29 |
245.29 |
244.14 |
244.14 |
-0.95 |
415 |
5,409 |
-12 |
Oct08 |
071220 |
230.44 |
230.44 |
230.44 |
230.44 |
-0.95 |
76 |
1,643 |
+18 |
Total Volume and Open Interest |
81,477 |
212,897 |
-2,283 |
e-MiNY RBOB Gasoline(NYMEX) |
Jan08 |
071220 |
232.76 |
232.76 |
232.76 |
232.76 |
-0.43 |
0 |
17 |
+0 |
Feb08 |
071220 |
236.00 |
236.00 |
235.84 |
235.84 |
-0.25 |
2 |
12 |
+2 |
Mar08 |
071220 |
239.54 |
239.54 |
239.54 |
239.54 |
-0.35 |
0 |
2 |
+0 |
Apr08 |
071220 |
252.90 |
252.90 |
252.90 |
252.90 |
-2.40 |
|
|
|
Total Volume and Open Interest |
2 |
31 |
+2 |
Natural Gas(NYM) |
Jan08 |
071220 |
7.160 |
7.240 |
7.045 |
7.137 |
-0.042 |
56,305 |
51,997 |
-3,543 |
Feb08 |
071220 |
7.275 |
7.330 |
7.150 |
7.237 |
-0.062 |
24,703 |
107,375 |
+216 |
Mar08 |
071220 |
7.290 |
7.330 |
7.205 |
7.271 |
-0.069 |
12,814 |
116,437 |
-286 |
Apr08 |
071220 |
7.290 |
7.296 |
7.290 |
7.296 |
-0.054 |
8,930 |
55,489 |
+475 |
May08 |
071220 |
7.360 |
7.365 |
7.360 |
7.365 |
-0.052 |
5,884 |
44,758 |
+1,671 |
Jun08 |
071220 |
7.450 |
7.461 |
7.450 |
7.461 |
-0.048 |
2,507 |
24,020 |
+651 |
Jul08 |
071220 |
7.550 |
7.630 |
7.550 |
7.559 |
-0.046 |
1,925 |
21,822 |
+773 |
Aug08 |
071220 |
7.644 |
7.644 |
7.644 |
7.644 |
-0.041 |
2,333 |
20,458 |
+2,029 |
Sep08 |
071220 |
7.676 |
7.676 |
7.676 |
7.676 |
-0.041 |
1,024 |
14,906 |
+911 |
Oct08 |
071220 |
7.750 |
7.750 |
7.750 |
7.750 |
-0.042 |
2,681 |
41,302 |
+1,014 |
Nov08 |
071220 |
8.118 |
8.118 |
8.118 |
8.118 |
-0.046 |
1,207 |
24,034 |
+596 |
Dec08 |
071220 |
8.590 |
8.590 |
8.541 |
8.541 |
-0.048 |
1,670 |
20,895 |
+1,127 |
Jan09 |
071220 |
8.800 |
8.800 |
8.800 |
8.800 |
-0.047 |
1,214 |
39,350 |
-6 |
Feb09 |
071220 |
8.815 |
8.815 |
8.815 |
8.815 |
-0.046 |
175 |
7,124 |
-62 |
Mar09 |
071220 |
8.590 |
8.590 |
8.590 |
8.590 |
-0.046 |
1,466 |
31,121 |
-585 |
Apr09 |
071220 |
7.940 |
7.940 |
7.940 |
7.940 |
-0.041 |
454 |
30,008 |
-202 |
Total Volume and Open Interest |
129,234 |
864,004 |
+6,905 |
Brent Crude Oil(ICE) |
Feb08 |
071220 |
91.91 |
92.48 |
90.66 |
90.88 |
-0.60 |
90,810 |
118,399 |
+4,701 |
Mar08 |
071220 |
91.57 |
92.14 |
90.41 |
90.61 |
-0.61 |
34,625 |
123,174 |
+5,149 |
Apr08 |
071220 |
91.02 |
91.85 |
90.20 |
90.40 |
-0.59 |
22,676 |
29,871 |
+1,861 |
May08 |
071220 |
90.79 |
91.57 |
90.02 |
90.19 |
-0.54 |
6,855 |
16,248 |
-756 |
Jun08 |
071220 |
90.50 |
91.20 |
89.81 |
89.99 |
-0.50 |
9,124 |
33,022 |
-668 |
Jul08 |
071220 |
90.27 |
90.90 |
89.77 |
89.77 |
-0.49 |
2,440 |
10,382 |
-66 |
Aug08 |
071220 |
89.55 |
89.55 |
89.55 |
89.55 |
-0.50 |
0 |
7,557 |
+79 |
Sep08 |
071220 |
89.84 |
89.84 |
89.32 |
89.32 |
-0.51 |
303 |
9,105 |
-144 |
Oct08 |
071220 |
89.10 |
89.10 |
89.10 |
89.10 |
-0.52 |
0 |
7,015 |
+0 |
Nov08 |
071220 |
88.88 |
88.88 |
88.88 |
88.88 |
-0.54 |
0 |
4,680 |
-1 |
Dec08 |
071220 |
89.50 |
89.80 |
88.45 |
88.65 |
-0.57 |
4,709 |
58,686 |
+753 |
Jan09 |
071220 |
88.44 |
88.44 |
88.44 |
88.44 |
-0.57 |
0 |
12,509 |
+10 |
Feb09 |
071220 |
88.24 |
88.24 |
88.24 |
88.24 |
-0.57 |
0 |
3,727 |
+3 |
Mar09 |
071220 |
88.07 |
88.07 |
88.07 |
88.07 |
-0.54 |
0 |
3,191 |
+175 |
Total Volume and Open Interest |
173,480 |
532,410 |
+12,185 |
Gas Oil(ICE) |
Jan08 |
071220 |
819.00 |
828.75 |
811.25 |
821.00 |
+7.00 |
46,647 |
73,117 |
-2,376 |
Feb08 |
071220 |
811.00 |
819.25 |
802.00 |
811.50 |
+5.50 |
30,525 |
68,623 |
+2,577 |
Mar08 |
071220 |
799.25 |
809.25 |
793.00 |
801.00 |
+4.25 |
13,506 |
27,689 |
+442 |
Apr08 |
071220 |
793.75 |
796.25 |
787.75 |
790.50 |
+2.75 |
4,387 |
13,124 |
+1,273 |
May08 |
071220 |
786.00 |
788.50 |
778.50 |
782.50 |
+2.50 |
2,076 |
13,040 |
-504 |
Jun08 |
071220 |
781.00 |
785.75 |
773.25 |
777.75 |
+2.75 |
5,522 |
30,209 |
-2,519 |
Jul08 |
071220 |
784.00 |
784.00 |
774.00 |
774.00 |
unch |
491 |
6,888 |
-31 |
Aug08 |
071220 |
778.00 |
778.00 |
775.50 |
775.50 |
unch |
352 |
2,646 |
+63 |
Sep08 |
071220 |
779.50 |
779.50 |
779.50 |
779.50 |
+2.75 |
382 |
2,462 |
+256 |
Oct08 |
071220 |
781.00 |
781.00 |
781.00 |
781.00 |
+3.00 |
0 |
1,251 |
+0 |
Total Volume and Open Interest |
105,098 |
271,592 |
-141 |
US Dollar Index(ICE) |
Mar08 |
071220 |
77.595 |
77.880 |
77.515 |
77.810 |
+0.190 |
3,142 |
27,813 |
-510 |
Jun08 |
071220 |
77.870 |
77.870 |
77.870 |
77.870 |
+0.190 |
27 |
5,631 |
+6 |
Sep08 |
071220 |
77.970 |
77.970 |
77.970 |
77.970 |
+0.190 |
131 |
475 |
+0 |
Total Volume and Open Interest |
3,300 |
33,919 |
-504 |
Australian Dollar(CME) |
Mar08 |
071220 |
85.27 |
85.27 |
85.27 |
85.27 |
-0.14 |
784 |
55,106 |
+746 |
Jun08 |
071220 |
84.66 |
84.66 |
84.66 |
84.66 |
-0.14 |
0 |
413 |
+0 |
Sep08 |
071220 |
83.93 |
83.93 |
83.93 |
83.93 |
-0.14 |
0 |
76 |
+0 |
Total Volume and Open Interest |
784 |
55,713 |
+744 |
British Pound(CME) |
Mar08 |
071220 |
198.40 |
198.40 |
197.63 |
197.69 |
-1.49 |
1,935 |
68,392 |
+2,112 |
Jun08 |
071220 |
197.12 |
197.12 |
197.12 |
197.12 |
-1.48 |
0 |
209 |
+25 |
Sep08 |
071220 |
196.44 |
196.44 |
196.44 |
196.44 |
-1.48 |
0 |
6 |
+0 |
Total Volume and Open Interest |
1,935 |
68,664 |
+2,137 |
Canadian Dollar(CME) |
Mar08 |
071220 |
100.15 |
100.32 |
100.00 |
100.15 |
+0.44 |
874 |
71,736 |
-1,514 |
Jun08 |
071220 |
100.25 |
100.25 |
100.11 |
100.11 |
+0.44 |
8 |
3,674 |
+11 |
Sep08 |
071220 |
100.06 |
100.06 |
100.06 |
100.06 |
+0.44 |
0 |
1,323 |
+0 |
Dec08 |
071220 |
99.98 |
99.98 |
99.98 |
99.98 |
+0.44 |
11 |
545 |
+2 |
Total Volume and Open Interest |
893 |
77,391 |
-43,903 |
Japanese Yen(CME) |
Mar08 |
071220 |
89.15 |
89.43 |
89.15 |
89.27 |
+0.18 |
1,498 |
150,415 |
-1,159 |
Jun08 |
071220 |
90.09 |
90.09 |
90.09 |
90.09 |
+0.18 |
0 |
24,496 |
-12 |
Sep08 |
071220 |
90.78 |
90.78 |
90.78 |
90.78 |
+0.18 |
0 |
490 |
+3 |
Total Volume and Open Interest |
1,498 |
175,453 |
-1,167 |
Swiss Franc(CME) |
Mar08 |
071220 |
86.87 |
86.89 |
86.80 |
86.80 |
-0.23 |
2,232 |
57,872 |
-2,293 |
Jun08 |
071220 |
87.16 |
87.16 |
87.16 |
87.16 |
-0.23 |
0 |
22 |
+0 |
Sep08 |
071220 |
87.40 |
87.40 |
87.40 |
87.40 |
-0.23 |
0 |
21 |
+0 |
Total Volume and Open Interest |
2,232 |
57,955 |
-2,291 |
EuroFX(CME) |
Mar08 |
071220 |
143.64 |
143.64 |
143.36 |
143.36 |
-0.58 |
2,526 |
148,429 |
+162 |
Jun08 |
071220 |
143.42 |
143.42 |
143.32 |
143.32 |
-0.58 |
0 |
1,159 |
-60 |
Sep08 |
071220 |
143.11 |
143.11 |
143.11 |
143.11 |
-0.58 |
0 |
533 |
+0 |
Total Volume and Open Interest |
2,526 |
150,264 |
+99 |
Mexican Peso(CME) |
Jan08 |
071220 |
922.2 |
922.2 |
922.2 |
922.2 |
+1.5 |
0 |
3 |
+0 |
Feb08 |
071220 |
920.2 |
920.2 |
920.2 |
920.2 |
+1.5 |
0 |
110 |
+0 |
Total Volume and Open Interest |
1,689 |
90,373 |
+436 |
30-Year T-Bonds(CBOT) |
Dec07 |
071219 |
115~06 |
115~27 |
115~04 |
115~23 |
+0~14 |
2,043 |
6,208 |
-5,262 |
Mar08 |
071220 |
116~13 |
117~01 |
116~02 |
116~18 |
+0~21 |
343,812 |
934,959 |
+2,626 |
Jun08 |
071220 |
115~30 |
116~12 |
115~23 |
115~30 |
+0~21 |
72 |
1,809 |
+4 |
Total Volume and Open Interest |
345,480 |
941,045 |
+672 |
10-Year T-Notes(CBOT) |
Dec07 |
071219 |
113~170 |
114~000 |
113~105 |
113~240 |
+0~035 |
28,383 |
44,254 |
-23,513 |
Mar08 |
071220 |
113~165 |
113~265 |
113~055 |
113~165 |
+0~100 |
989,289 |
2,203,097 |
-4,011 |
Jun08 |
071220 |
112~300 |
112~300 |
112~240 |
112~255 |
+0~110 |
9 |
1,186 |
+0 |
Total Volume and Open Interest |
1,010,664 |
2,239,403 |
-13,145 |
5-Year T-Notes(CBOT) |
Dec07 |
071220 |
110~030 |
110~175 |
110~030 |
110~175 |
+0~075 |
9,099 |
0 |
+0 |
Mar08 |
071220 |
110~030 |
110~145 |
110~025 |
110~090 |
+0~075 |
541,144 |
0 |
+0 |
Jun08 |
071220 |
110~090 |
110~090 |
110~090 |
110~090 |
+0~075 |
|
|
|
Total Volume and Open Interest |
550,243 |
|
|
2 Year T-Notes(CBOT) |
Dec07 |
071220 |
105~000 |
105~000 |
105~000 |
105~000 |
+0~016 |
184 |
24,998 |
-1,637 |
Mar08 |
071220 |
104~124 |
105~016 |
104~124 |
105~008 |
+0~018 |
3,167 |
960,924 |
-12,523 |
Total Volume and Open Interest |
3,351 |
985,922 |
-14,160 |
Eurodollars(CME) |
Mar08 |
071220 |
95.685 |
95.715 |
95.680 |
95.705 |
+0.020 |
18,581 |
1,485,334 |
-25,378 |
Jun08 |
071220 |
96.160 |
96.240 |
96.160 |
96.200 |
+0.050 |
19,214 |
1,474,159 |
-17,644 |
Sep08 |
071220 |
96.415 |
96.505 |
96.405 |
96.460 |
+0.075 |
8,831 |
1,332,366 |
-25,975 |
Dec08 |
071220 |
96.515 |
96.620 |
96.515 |
96.575 |
+0.080 |
5,470 |
1,466,685 |
-45,754 |
Mar09 |
071220 |
96.520 |
96.620 |
96.520 |
96.570 |
+0.080 |
15,157 |
1,064,983 |
-19,637 |
Jun09 |
071220 |
96.410 |
96.500 |
96.410 |
96.460 |
+0.080 |
7,093 |
738,322 |
-7,905 |
Sep09 |
071220 |
96.275 |
96.370 |
96.275 |
96.325 |
+0.080 |
8,733 |
559,577 |
-4,205 |
Dec09 |
071220 |
96.145 |
96.225 |
96.145 |
96.185 |
+0.070 |
5,663 |
324,666 |
+1,363 |
Mar10 |
071220 |
96.020 |
96.090 |
96.020 |
96.055 |
+0.065 |
3,111 |
229,296 |
-2,844 |
Jun10 |
071220 |
95.885 |
95.950 |
95.885 |
95.910 |
+0.060 |
2,719 |
223,955 |
-5,222 |
Sep10 |
071220 |
95.765 |
95.835 |
95.765 |
95.785 |
+0.050 |
2,971 |
145,658 |
-2,730 |
Dec10 |
071220 |
95.670 |
95.730 |
95.670 |
95.675 |
+0.045 |
4,144 |
117,838 |
-2,946 |
Mar11 |
071220 |
95.560 |
95.610 |
95.560 |
95.585 |
+0.040 |
2,951 |
88,246 |
-1,509 |
Jun11 |
071220 |
95.470 |
95.520 |
95.470 |
95.490 |
+0.035 |
1,957 |
81,974 |
-1,055 |
Sep11 |
071220 |
95.415 |
95.465 |
95.405 |
95.405 |
+0.035 |
1,983 |
69,920 |
-1,335 |
Dec11 |
071220 |
95.335 |
95.365 |
95.320 |
95.320 |
+0.030 |
4,434 |
57,045 |
-909 |
Mar12 |
071220 |
95.260 |
95.270 |
95.255 |
95.255 |
+0.025 |
879 |
48,890 |
-87 |
Jun12 |
071220 |
95.185 |
95.195 |
95.180 |
95.180 |
+0.025 |
769 |
41,314 |
-405 |
Total Volume and Open Interest |
126,158 |
9,783,999 |
-143,464 |
30 Day Federal Funds(CBOT) |
Dec07 |
071220 |
4.015 |
4.020 |
4.010 |
4.010 |
+0.025 |
0 |
122,755 |
-268 |
Jan08 |
071220 |
4.100 |
4.110 |
4.100 |
4.110 |
+0.030 |
38 |
140,805 |
-26 |
Feb08 |
071220 |
4.230 |
4.230 |
4.230 |
4.230 |
+0.015 |
353 |
81,981 |
+733 |
Mar08 |
071220 |
4.290 |
4.305 |
4.290 |
4.305 |
+0.025 |
1,905 |
43,722 |
+612 |
Apr08 |
071220 |
4.375 |
4.375 |
4.375 |
4.375 |
+0.025 |
1,680 |
20,910 |
+1,919 |
May08 |
071220 |
4.515 |
4.515 |
4.515 |
4.515 |
+0.025 |
1,660 |
15,516 |
+1,974 |
Total Volume and Open Interest |
6,292 |
442,375 |
+6,619 |
30 Day Fed Funds(e-CBOT) |
Dec07 |
071220 |
95.740 |
95.775 |
95.740 |
95.760 |
+0.015 |
5,561 |
0 |
+0 |
Jan08 |
071220 |
95.850 |
95.865 |
95.830 |
95.860 |
+0.020 |
6,967 |
0 |
+0 |
Feb08 |
071220 |
95.970 |
95.985 |
95.955 |
95.975 |
+0.010 |
11,109 |
0 |
+0 |
Mar08 |
071220 |
96.030 |
96.060 |
96.025 |
96.045 |
+0.015 |
6,858 |
0 |
+0 |
Apr08 |
071220 |
96.095 |
96.135 |
96.095 |
96.115 |
+0.010 |
5,995 |
0 |
+0 |
May08 |
071220 |
96.235 |
96.275 |
96.215 |
96.265 |
+0.015 |
4,450 |
0 |
+0 |
Total Volume and Open Interest |
44,620 |
|
|
3-Mth Euro-Yen(CME) |
Mar08 |
071220 |
99.30 |
99.30 |
99.30 |
99.30 |
-0.01 |
135 |
9,885 |
+218 |
Jun08 |
071220 |
99.31 |
99.31 |
99.31 |
99.31 |
-0.01 |
7 |
5,949 |
+4 |
Sep08 |
071220 |
99.27 |
99.27 |
99.27 |
99.27 |
-0.02 |
110 |
4,940 |
-42 |
Dec08 |
071220 |
99.22 |
99.22 |
99.22 |
99.22 |
-0.03 |
12 |
2,186 |
-1 |
Mar09 |
071220 |
99.16 |
99.16 |
99.16 |
99.16 |
-0.03 |
170 |
850 |
+150 |
Jun09 |
071220 |
99.10 |
99.10 |
99.10 |
99.10 |
-0.03 |
0 |
156 |
+0 |
Sep09 |
071220 |
99.04 |
99.04 |
99.04 |
99.04 |
-0.03 |
|
|
|
Dec09 |
071220 |
98.97 |
98.97 |
98.97 |
98.97 |
-0.03 |
|
|
|
Mar10 |
071220 |
98.89 |
98.89 |
98.89 |
98.89 |
-0.04 |
|
|
|
Jun10 |
071220 |
98.84 |
98.84 |
98.84 |
98.84 |
-0.04 |
|
|
|
Total Volume and Open Interest |
434 |
23,966 |
+329 |
3-Mth Euro-Yen(SGX) |
Mar08 |
071220 |
99.29 |
99.29 |
99.27 |
99.29 |
-0.01 |
2,460 |
49,057 |
+586 |
Jun08 |
071220 |
99.29 |
99.30 |
99.29 |
99.30 |
-0.01 |
2,292 |
19,794 |
+1,594 |
Sep08 |
071220 |
99.28 |
99.28 |
99.25 |
99.26 |
-0.01 |
708 |
19,127 |
+112 |
Dec08 |
071220 |
99.23 |
99.23 |
99.19 |
99.21 |
-0.02 |
1,438 |
14,685 |
+723 |
Mar09 |
071220 |
99.14 |
99.15 |
99.14 |
99.15 |
-0.03 |
68 |
5,761 |
+50 |
Jun09 |
071220 |
99.09 |
99.09 |
99.09 |
99.09 |
-0.04 |
0 |
1,245 |
+0 |
Sep09 |
071220 |
99.03 |
99.03 |
99.03 |
99.03 |
-0.04 |
0 |
208 |
+0 |
Dec09 |
071220 |
98.95 |
98.95 |
98.95 |
98.95 |
-0.04 |
0 |
260 |
+0 |
Total Volume and Open Interest |
6,966 |
112,787 |
+3,065 |
Japanese Gov't Bonds(SGX) |
Mar08 |
071212 |
136.79 |
136.80 |
136.47 |
136.56 |
+0.57 |
2,613 |
33,874 |
+6,962 |
Jun08 |
071220 |
136.69 |
136.69 |
136.69 |
136.69 |
-0.40 |
|
|
|
Sep08 |
071220 |
136.69 |
136.69 |
136.69 |
136.69 |
-0.40 |
|
|
|
Total Volume and Open Interest |
3,270 |
31,093 |
-53 |
Euro-Bund(EUREX) |
Mar08 |
071220 |
113.33 |
113.65 |
113.19 |
113.50 |
+0.40 |
607,546 |
1,159,166 |
+35,819 |
Jun08 |
071220 |
112.99 |
113.19 |
112.99 |
113.10 |
+0.40 |
161 |
297 |
-1 |
Sep08 |
071220 |
113.31 |
113.31 |
113.31 |
113.31 |
+0.40 |
|
|
|
Total Volume and Open Interest |
607,707 |
1,159,463 |
+35,818 |
Euro-Bobl(EUREX) |
Mar08 |
071220 |
108.07 |
108.23 |
107.93 |
108.12 |
+0.15 |
377,920 |
977,000 |
-31,353 |
Jun08 |
071220 |
42.37 |
42.59 |
42.37 |
42.49 |
+0.15 |
125 |
2,873 |
+75 |
Sep08 |
071220 |
43.08 |
43.08 |
43.08 |
43.08 |
+0.15 |
|
|
|
Total Volume and Open Interest |
378,045 |
979,873 |
-31,278 |
3-Mth Euribor(EUREX) |
Dec07 |
071213 |
95.115 |
95.115 |
95.080 |
95.085 |
-0.050 |
2,115 |
28,839 |
-395 |
Mar08 |
071220 |
95.485 |
95.485 |
95.465 |
95.470 |
-0.005 |
3,133 |
14,930 |
+709 |
Jun08 |
071220 |
95.540 |
95.580 |
95.540 |
95.580 |
+0.030 |
366 |
6,598 |
+355 |
Total Volume and Open Interest |
4,791 |
31,883 |
-26,834 |
Long Gilt(LIFFE) |
Dec07 |
071220 |
109~11 |
109~23 |
109~07 |
109~23 |
+0~26 |
189 |
5,439 |
-177 |
Mar08 |
071220 |
109~01 |
109~23 |
108~31 |
109~21 |
+0~25 |
69,924 |
315,561 |
+4,473 |
Total Volume and Open Interest |
70,113 |
321,000 |
+4,296 |
3-Mth Short Sterling(LIFFE) |
Mar08 |
071220 |
94.36 |
94.36 |
94.36 |
94.36 |
+0.02 |
108,980 |
477,886 |
+4,534 |
Jun08 |
071220 |
94.68 |
94.68 |
94.68 |
94.68 |
+0.03 |
80,839 |
565,136 |
-4,845 |
Sep08 |
071220 |
94.90 |
94.90 |
94.90 |
94.90 |
+0.04 |
79,474 |
440,289 |
-3,050 |
Dec08 |
071220 |
95.03 |
95.03 |
95.03 |
95.03 |
+0.04 |
127,628 |
413,859 |
+22,222 |
Mar09 |
071220 |
95.08 |
95.08 |
95.08 |
95.08 |
+0.04 |
57,633 |
260,135 |
+11,784 |
Jun09 |
071220 |
95.07 |
95.07 |
95.07 |
95.07 |
+0.04 |
34,094 |
172,179 |
+4,516 |
Total Volume and Open Interest |
585,148 |
3,309,122 |
+289,922 |
3-Mth Euribor(LIFFE) |
Mar08 |
071220 |
95.480 |
95.490 |
95.460 |
95.475 |
unch |
159,456 |
616,075 |
-8,470 |
Jun08 |
071220 |
95.550 |
95.580 |
95.530 |
95.570 |
+0.035 |
141,006 |
567,537 |
-3,570 |
Sep08 |
071220 |
95.620 |
95.655 |
95.580 |
95.630 |
+0.045 |
133,329 |
477,902 |
+3,353 |
Total Volume and Open Interest |
717,344 |
3,110,447 |
+3,881 |
3-Mth Aus T-Bills(SFE) |
Dec07 |
071213 |
92.67 |
92.70 |
92.57 |
92.58 |
-0.09 |
31,490 |
105,566 |
+0 |
Mar08 |
071220 |
92.68 |
92.68 |
92.65 |
92.67 |
unch |
11,796 |
378,180 |
+0 |
Jun08 |
071220 |
92.58 |
92.59 |
92.55 |
92.57 |
-0.01 |
19,468 |
263,259 |
+0 |
Sep08 |
071220 |
92.53 |
92.54 |
92.49 |
92.50 |
-0.02 |
7,376 |
145,302 |
+0 |
Dec08 |
071220 |
92.48 |
92.49 |
92.45 |
92.46 |
-0.02 |
5,775 |
74,761 |
+0 |
Mar09 |
071220 |
92.45 |
92.47 |
92.44 |
92.44 |
-0.03 |
2,186 |
50,212 |
+0 |
Jun09 |
071220 |
92.46 |
92.46 |
92.44 |
92.45 |
-0.03 |
775 |
42,143 |
+0 |
Sep09 |
071220 |
92.47 |
92.47 |
92.44 |
92.45 |
-0.03 |
842 |
20,769 |
+0 |
Dec09 |
071220 |
92.43 |
92.44 |
92.43 |
92.44 |
-0.03 |
555 |
3,838 |
+0 |
Mar10 |
071220 |
92.45 |
92.45 |
92.44 |
92.44 |
-0.02 |
175 |
472 |
+0 |
Total Volume and Open Interest |
48,948 |
979,623 |
+0 |
10-Year Aus T-Bonds(SFE) |
Mar08 |
071220 |
93.76 |
93.80 |
93.73 |
93.78 |
+0.05 |
16,448 |
533,015 |
+0 |
Jun08 |
071220 |
93.78 |
93.78 |
93.78 |
93.78 |
+0.05 |
|
|
|
Total Volume and Open Interest |
16,448 |
533,015 |
+0 |
3-Year Aus T-Bonds(SFE) |
Mar08 |
071220 |
93.25 |
93.26 |
93.24 |
93.26 |
+0.01 |
24,218 |
546,785 |
+0 |
Jun08 |
071220 |
93.26 |
93.26 |
93.26 |
93.26 |
+0.01 |
|
|
|
Total Volume and Open Interest |
24,218 |
546,785 |
+0 |
Gold(CMX) |
Dec07 |
071220 |
799.2 |
799.2 |
799.2 |
799.2 |
-1.9 |
68 |
217 |
-29 |
Feb08 |
071220 |
803.0 |
804.5 |
797.7 |
803.2 |
-2.2 |
58,497 |
257,890 |
-2,852 |
Apr08 |
071220 |
809.7 |
809.8 |
806.0 |
809.4 |
-2.3 |
1,422 |
59,563 |
+250 |
Jun08 |
071220 |
815.0 |
815.0 |
815.0 |
815.0 |
-2.4 |
1,385 |
50,370 |
+873 |
Aug08 |
071220 |
820.2 |
820.2 |
820.2 |
820.2 |
-2.6 |
1,471 |
29,687 |
+1,156 |
Oct08 |
071220 |
825.1 |
825.1 |
825.1 |
825.1 |
-2.8 |
1 |
3,566 |
+0 |
Dec08 |
071220 |
829.7 |
829.7 |
829.7 |
829.7 |
-3.1 |
2,253 |
29,092 |
-1,576 |
Feb09 |
071220 |
834.4 |
834.4 |
834.4 |
834.4 |
-3.4 |
8 |
20,487 |
+1 |
Apr09 |
071220 |
838.9 |
838.9 |
838.8 |
838.8 |
-3.7 |
1 |
3,332 |
+0 |
Jun09 |
071220 |
843.6 |
843.6 |
843.6 |
843.6 |
-3.9 |
173 |
9,280 |
+161 |
Aug09 |
071220 |
848.5 |
848.5 |
848.5 |
848.5 |
-4.2 |
8 |
9 |
+0 |
Oct09 |
071220 |
853.4 |
853.4 |
853.4 |
853.4 |
-4.5 |
|
|
|
Total Volume and Open Interest |
65,875 |
492,979 |
-2,022 |
Silver(CMX) |
Dec07 |
071220 |
1419.6 |
1419.6 |
1419.6 |
1419.6 |
+12.3 |
7 |
127 |
-76 |
Mar08 |
071220 |
1414.0 |
1439.0 |
1413.5 |
1434.0 |
+11.8 |
11,892 |
72,756 |
-686 |
May08 |
071220 |
1445.5 |
1445.5 |
1445.5 |
1445.5 |
+11.8 |
215 |
13,872 |
-87 |
Jul08 |
071220 |
1455.7 |
1455.7 |
1455.7 |
1455.7 |
+11.5 |
68 |
18,359 |
-34 |
Sep08 |
071220 |
1465.1 |
1465.1 |
1465.1 |
1465.1 |
+11.2 |
135 |
15,029 |
+130 |
Dec08 |
071220 |
1478.0 |
1478.0 |
1478.0 |
1478.0 |
+10.9 |
439 |
15,842 |
+43 |
Mar09 |
071220 |
1492.3 |
1492.3 |
1492.3 |
1492.3 |
+11.0 |
200 |
488 |
+200 |
Total Volume and Open Interest |
13,291 |
147,544 |
-614 |
Platinum(NYMEX) |
Jan08 |
071220 |
1518.0 |
1518.0 |
1515.0 |
1517.5 |
-6.3 |
1,509 |
11,025 |
-251 |
Apr08 |
071220 |
1508.0 |
1514.8 |
1508.0 |
1512.2 |
+0.4 |
734 |
5,157 |
+387 |
Jul08 |
071220 |
1509.7 |
1509.7 |
1509.7 |
1509.7 |
+1.9 |
15 |
162 |
-5 |
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 |
071220 |
355.35 |
355.35 |
355.35 |
355.35 |
-2.65 |
36 |
41 |
+30 |
Mar08 |
071220 |
359.05 |
359.75 |
358.20 |
358.20 |
-2.90 |
375 |
12,292 |
-10 |
Jun08 |
071220 |
362.80 |
362.80 |
362.80 |
362.80 |
-2.90 |
17 |
1,405 |
+7 |
Total Volume and Open Interest |
434 |
14,538 |
+27 |
Copper(CMX) |
Dec07 |
071220 |
295.70 |
295.85 |
295.70 |
295.85 |
+1.30 |
387 |
943 |
-191 |
Mar08 |
071220 |
297.80 |
298.50 |
295.40 |
296.55 |
+0.75 |
6,886 |
51,728 |
+82 |
May08 |
071220 |
297.40 |
297.90 |
297.25 |
297.75 |
+0.60 |
401 |
6,636 |
-132 |
Jul08 |
071220 |
298.45 |
298.45 |
298.45 |
298.45 |
+0.70 |
53 |
2,750 |
-13 |
Sep08 |
071220 |
298.85 |
298.85 |
298.85 |
298.85 |
+0.80 |
53 |
1,240 |
-1 |
Total Volume and Open Interest |
8,315 |
72,761 |
-258 |
Aluminum(CMX) |
Dec07 |
071220 |
107.00 |
107.00 |
107.00 |
107.00 |
-0.75 |
0 |
132 |
+0 |
Jan08 |
071220 |
107.00 |
107.00 |
107.00 |
107.00 |
-0.75 |
|
|
|
Feb08 |
071220 |
107.00 |
107.00 |
107.00 |
107.00 |
-0.75 |
|
|
|
Mar08 |
071220 |
107.00 |
107.00 |
107.00 |
107.00 |
-0.75 |
|
|
|
Apr08 |
071220 |
107.00 |
107.00 |
107.00 |
107.00 |
-0.75 |
|
|
|
May08 |
071220 |
107.00 |
107.00 |
107.00 |
107.00 |
-0.75 |
|
|
|
Total Volume and Open Interest |
0 |
132 |
+0 |
DJIA Index(CBOT) |
Dec07 |
071220 |
13240 |
13275 |
13155 |
13263 |
+51 |
6,423 |
26,201 |
-1,105 |
Mar08 |
071220 |
13340 |
13363 |
13235 |
13350 |
+52 |
8,525 |
22,362 |
+5,934 |
Jun08 |
071220 |
13370 |
13426 |
13370 |
13426 |
+52 |
34 |
26 |
+22 |
Sep08 |
071220 |
13506 |
13506 |
13506 |
13506 |
+52 |
0 |
1 |
+0 |
Total Volume and Open Interest |
14,982 |
48,590 |
+4,851 |
S & P 500(CME) |
Dec07 |
071220 |
1453.80 |
1464.00 |
1447.30 |
1464.00 |
+9.90 |
70,538 |
199,877 |
-17,989 |
Mar08 |
071220 |
1474.10 |
1475.00 |
1457.70 |
1474.70 |
+9.80 |
95,158 |
509,191 |
+35,521 |
Jun08 |
071220 |
1471.00 |
1483.90 |
1468.50 |
1483.90 |
+9.80 |
64 |
6,410 |
+64 |
Sep08 |
071220 |
1491.60 |
1491.60 |
1491.60 |
1491.60 |
+9.60 |
0 |
400 |
+0 |
Total Volume and Open Interest |
165,760 |
719,004 |
+17,595 |
S & P 500 E-Mini(Globex) |
Dec07 |
071220 |
1453.00 |
1464.50 |
1447.00 |
1464.00 |
+10.00 |
411,034 |
1,134,209 |
-121,040 |
Mar08 |
071220 |
1464.50 |
1475.00 |
1457.50 |
1474.75 |
+9.75 |
1,996,306 |
1,701,087 |
+198,948 |
Total Volume and Open Interest |
2,407,341 |
2,835,307 |
+77,908 |
NASDAQ 100(CME) |
Dec07 |
071220 |
2056.50 |
2077.00 |
2040.00 |
2076.50 |
+40.50 |
8,640 |
37,514 |
-1,492 |
Mar08 |
071220 |
2080.00 |
2100.00 |
2060.00 |
2098.50 |
+41.20 |
9,275 |
34,638 |
+5,566 |
Jun08 |
071220 |
2119.00 |
2119.00 |
2119.00 |
2119.00 |
+41.20 |
0 |
25 |
+0 |
Total Volume and Open Interest |
17,915 |
72,177 |
+4,074 |
NASDAQ 100 E-Mini(Globex) |
Dec07 |
071220 |
2033.50 |
2076.80 |
2033.50 |
2076.50 |
+40.50 |
58,824 |
286,226 |
-18,353 |
Mar08 |
071220 |
2057.30 |
2099.50 |
2054.80 |
2098.50 |
+41.20 |
363,825 |
262,704 |
+21,626 |
Total Volume and Open Interest |
422,649 |
548,930 |
+3,273 |
S & P Midcap 400(CME) |
Dec07 |
071220 |
860.95 |
860.95 |
860.95 |
860.95 |
+13.25 |
597 |
7,067 |
-849 |
Mar08 |
071220 |
860.00 |
868.60 |
851.50 |
868.60 |
+13.30 |
609 |
3,983 |
+396 |
Jun08 |
071220 |
878.30 |
878.30 |
878.30 |
878.30 |
+13.30 |
|
|
|
Total Volume and Open Interest |
1,206 |
11,105 |
-453 |
Russell 2000(CME) |
Dec07 |
071220 |
762.00 |
771.60 |
751.00 |
771.60 |
+12.75 |
4,870 |
24,544 |
-3,406 |
Mar08 |
071220 |
767.50 |
775.25 |
754.50 |
774.90 |
+12.50 |
5,433 |
33,962 |
+4,004 |
Jun08 |
071220 |
781.60 |
781.60 |
781.60 |
781.60 |
+12.50 |
0 |
6 |
+0 |
Total Volume and Open Interest |
10,303 |
58,537 |
+598 |
Russell 2000 E-Mini(Globex) |
Dec07 |
071220 |
758.30 |
772.20 |
750.10 |
771.60 |
+12.70 |
99,360 |
335,875 |
-26,715 |
Mar08 |
071220 |
762.30 |
775.50 |
753.50 |
774.90 |
+12.50 |
289,361 |
528,923 |
+60,445 |
Jun08 |
071220 |
773.00 |
781.60 |
762.30 |
781.60 |
+12.50 |
8 |
9 |
+2 |
Total Volume and Open Interest |
388,735 |
864,808 |
+33,732 |
Value Line(KCBT) |
Dec07 |
071220 |
2242.50 |
2242.50 |
2242.50 |
2242.50 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
Nikkei 225(CME) |
Mar08 |
071220 |
15175 |
15205 |
15015 |
15030 |
-55 |
47,080 |
180,298 |
+2,265 |
Jun08 |
071220 |
15090 |
15135 |
14975 |
14975 |
unch |
0 |
54 |
-2 |
Total Volume and Open Interest |
47,163 |
180,782 |
+2,244 |
Nikkei 225(SGX) |
Mar08 |
071220 |
15175 |
15205 |
15015 |
15030 |
-55 |
47,080 |
180,298 |
+2,265 |
Jun08 |
071220 |
15090 |
15135 |
14975 |
14975 |
unch |
0 |
54 |
-2 |
Sep08 |
071220 |
15000 |
15000 |
15000 |
15000 |
unch |
0 |
40 |
+0 |
Total Volume and Open Interest |
47,163 |
180,782 |
+2,244 |
CAC 40(EURONEXT) |
Dec07 |
071220 |
5508.0 |
5552.0 |
5493.0 |
5513.0 |
+13.0 |
260,195 |
612,646 |
-42,057 |
Jan08 |
071220 |
5530.0 |
5567.0 |
5509.0 |
5528.5 |
+13.5 |
131,626 |
297,200 |
+90,626 |
Feb08 |
071220 |
5543.0 |
5574.0 |
5543.0 |
5547.5 |
+10.5 |
36 |
1,969 |
-9 |
Total Volume and Open Interest |
401,491 |
954,065 |
+55,626 |
Hang Seng Index(HKFE) |
Dec07 |
071220 |
27188 |
27238 |
26955 |
27032 |
-22 |
6,773 |
31,184 |
+19,961 |
Jan08 |
071220 |
27278 |
27278 |
27000 |
27091 |
+26 |
420 |
5,162 |
+4,674 |
Total Volume and Open Interest |
7,211 |
36,977 |
+24,955 |
DAX(EUREX) |
Dec07 |
071220 |
7840.0 |
7922.5 |
7837.0 |
7868.0 |
+19.0 |
220,941 |
233,959 |
-39,653 |
Mar08 |
071220 |
7927.0 |
8008.0 |
7924.5 |
7954.5 |
+19.5 |
86,549 |
147,936 |
+51,869 |
Jun08 |
071220 |
8012.5 |
8095.5 |
8012.5 |
8040.5 |
+18.5 |
7,752 |
17,338 |
+588 |
Total Volume and Open Interest |
315,242 |
399,233 |
+12,804 |
FT-SE 100(EURONEXT) |
Dec07 |
071220 |
6305.50 |
6371.00 |
6292.50 |
6342.50 |
+45.50 |
239,488 |
222,947 |
-47,678 |
Mar08 |
071220 |
6332.00 |
6397.00 |
6318.00 |
6368.00 |
+48.00 |
175,019 |
361,618 |
+82,018 |
Jun08 |
071220 |
6388.50 |
6394.00 |
6387.00 |
6394.00 |
+46.00 |
12 |
6,845 |
-3 |
Total Volume and Open Interest |
414,519 |
591,910 |
+34,337 |
SPI 200(SFE) |
Dec07 |
071220 |
6205.0 |
6249.0 |
6157.0 |
6240.0 |
+27.0 |
57,831 |
363,962 |
+0 |
Mar08 |
071220 |
6222.0 |
6254.0 |
6158.0 |
6192.0 |
-32.0 |
51,782 |
192,788 |
+0 |
Jun08 |
071220 |
6269.0 |
6269.0 |
6227.0 |
6257.0 |
-32.0 |
32 |
1,845 |
+0 |
Total Volume and Open Interest |
109,657 |
559,798 |
-6 |
GSCI(CME) |
Jan08 |
071220 |
591.20 |
594.20 |
591.20 |
591.90 |
-2.10 |
86 |
21,022 |
-417 |
Feb08 |
071220 |
592.50 |
592.50 |
592.50 |
592.50 |
-2.50 |
|
|
|
Mar08 |
071220 |
592.00 |
592.00 |
592.00 |
592.00 |
-2.00 |
|
|
|
Total Volume and Open Interest |
86 |
21,022 |
-417 |
RJ/CRB Index(ICE) |
Jan08 |
071220 |
469.50 |
472.00 |
469.50 |
470.75 |
-1.25 |
5 |
310 |
-1 |
Feb08 |
071220 |
472.50 |
472.50 |
471.25 |
471.25 |
-1.25 |
0 |
419 |
+0 |
Apr08 |
071220 |
473.00 |
473.00 |
471.75 |
471.75 |
-1.25 |
0 |
758 |
+0 |
Total Volume and Open Interest |
5 |
1,490 |
-1 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|