 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Wed December 26, 2007 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan08 |
071226 |
1191.00 |
1226.50 |
1191.00 |
1220.75 |
+39.75 |
4,323 |
64,831 |
-517 |
Mar08 |
071226 |
1209.00 |
1245.50 |
1209.00 |
1239.50 |
+40.25 |
5,877 |
265,560 |
+2,959 |
May08 |
071226 |
1225.00 |
1261.50 |
1225.00 |
1256.25 |
+40.75 |
1,106 |
55,551 |
+58 |
Jul08 |
071226 |
1237.00 |
1269.00 |
1237.00 |
1263.75 |
+40.75 |
693 |
62,913 |
+174 |
Aug08 |
071226 |
1208.00 |
1231.00 |
1208.00 |
1229.50 |
+36.50 |
5 |
4,443 |
+4 |
Sep08 |
071226 |
1154.00 |
1180.00 |
1154.00 |
1177.00 |
+30.00 |
21 |
2,404 |
+0 |
Nov08 |
071226 |
1112.00 |
1131.00 |
1110.00 |
1126.50 |
+26.00 |
1,072 |
99,373 |
+326 |
Total Volume and Open Interest |
13,215 |
575,398 |
+3,089 |
Soybean Meal(CBOT) |
Jan08 |
071226 |
332.00 |
341.50 |
331.00 |
337.70 |
+8.50 |
1,883 |
27,087 |
-1,292 |
Mar08 |
071226 |
338.80 |
348.70 |
338.40 |
345.10 |
+8.60 |
2,486 |
106,099 |
+950 |
May08 |
071226 |
343.50 |
353.50 |
343.50 |
348.00 |
+7.00 |
1,055 |
43,846 |
-39 |
Jul08 |
071226 |
347.00 |
355.00 |
346.00 |
351.00 |
+8.00 |
692 |
31,727 |
+135 |
Aug08 |
071226 |
342.50 |
343.00 |
338.00 |
338.00 |
+6.80 |
78 |
8,017 |
+69 |
Sep08 |
071226 |
331.00 |
331.00 |
326.00 |
326.50 |
+7.50 |
50 |
6,524 |
-1 |
Oct08 |
071226 |
299.00 |
304.50 |
299.00 |
301.00 |
+6.00 |
20 |
5,281 |
+24 |
Dec08 |
071226 |
293.50 |
300.10 |
293.50 |
297.00 |
+5.50 |
450 |
22,867 |
-310 |
Total Volume and Open Interest |
6,870 |
254,459 |
-338 |
Soybean Oil(CBOT) |
Jan08 |
071226 |
48.30 |
49.10 |
48.25 |
49.06 |
+1.60 |
2,817 |
23,159 |
-224 |
Mar08 |
071226 |
48.65 |
49.75 |
48.65 |
49.66 |
+1.66 |
3,962 |
162,614 |
+2,130 |
May08 |
071226 |
49.37 |
50.25 |
49.37 |
50.01 |
+1.34 |
453 |
35,468 |
-387 |
Jul08 |
071226 |
49.82 |
50.60 |
49.82 |
50.35 |
+1.34 |
459 |
33,260 |
+118 |
Aug08 |
071226 |
50.45 |
50.55 |
50.42 |
50.42 |
+1.32 |
11 |
5,376 |
+6 |
Sep08 |
071226 |
49.55 |
50.40 |
49.35 |
50.40 |
+1.50 |
140 |
5,092 |
+88 |
Oct08 |
071226 |
49.75 |
50.00 |
49.65 |
49.85 |
+1.60 |
73 |
4,981 |
-59 |
Dec08 |
071226 |
49.30 |
50.40 |
49.30 |
50.39 |
+1.62 |
513 |
24,938 |
+284 |
Total Volume and Open Interest |
8,446 |
295,981 |
+1,974 |
Canola(WCE) |
Jan08 |
071224 |
494.7 |
497.4 |
494.7 |
497.4 |
-0.5 |
6,690 |
0 |
-11,164 |
Mar08 |
071224 |
505.0 |
511.8 |
505.0 |
510.6 |
-1.2 |
10,759 |
0 |
-96,555 |
May08 |
071224 |
516.5 |
520.8 |
516.5 |
520.0 |
-0.7 |
487 |
0 |
-8,146 |
Jul08 |
071224 |
523.8 |
526.9 |
521.9 |
525.0 |
-1.9 |
980 |
0 |
-11,401 |
Total Volume and Open Interest |
20,389 |
|
|
Corn(CBOT) |
Mar08 |
071226 |
447.50 |
455.00 |
447.50 |
452.25 |
+8.25 |
5,252 |
593,731 |
+10,635 |
May08 |
071226 |
459.00 |
465.75 |
459.00 |
462.75 |
+8.00 |
615 |
128,644 |
+397 |
Jul08 |
071226 |
466.00 |
474.50 |
465.50 |
472.25 |
+8.75 |
832 |
148,364 |
+37 |
Sep08 |
071226 |
465.50 |
472.00 |
465.25 |
470.00 |
+8.25 |
48 |
28,315 |
-17 |
Dec08 |
071226 |
465.00 |
473.00 |
465.00 |
470.00 |
+7.50 |
759 |
273,537 |
+1,416 |
Mar09 |
071226 |
470.00 |
477.00 |
470.00 |
475.00 |
+7.00 |
91 |
16,976 |
+110 |
Total Volume and Open Interest |
7,728 |
1,253,831 |
+12,793 |
Wheat(CBOT) |
Mar08 |
071226 |
940.00 |
952.50 |
935.00 |
941.25 |
+6.00 |
1,301 |
210,134 |
+947 |
May08 |
071226 |
939.00 |
953.00 |
939.00 |
943.50 |
+7.25 |
475 |
48,134 |
+697 |
Jul08 |
071226 |
794.00 |
809.00 |
794.00 |
806.50 |
+14.50 |
734 |
97,608 |
+58 |
Sep08 |
071226 |
810.00 |
812.00 |
809.00 |
809.00 |
+10.75 |
159 |
18,445 |
+103 |
Dec08 |
071226 |
814.50 |
820.00 |
814.00 |
819.75 |
+10.75 |
81 |
37,684 |
+3 |
Total Volume and Open Interest |
2,760 |
426,130 |
+1,849 |
Wheat(KCBT) |
Mar08 |
071226 |
970.00 |
973.50 |
962.00 |
967.50 |
+3.50 |
3,290 |
70,476 |
-1,350 |
May08 |
071226 |
968.00 |
970.00 |
964.00 |
964.50 |
+7.25 |
237 |
7,844 |
+15 |
Jul08 |
071226 |
824.00 |
838.00 |
824.00 |
832.50 |
+9.25 |
794 |
29,195 |
-21 |
Sep08 |
071226 |
836.00 |
838.00 |
834.00 |
838.00 |
+12.00 |
54 |
5,855 |
+20 |
Dec08 |
071226 |
836.00 |
839.00 |
836.00 |
836.00 |
+3.00 |
66 |
3,072 |
+11 |
Total Volume and Open Interest |
4,456 |
119,502 |
-1,320 |
Wheat(MGE) |
Mar08 |
071226 |
1071.00 |
1082.00 |
1068.00 |
1073.00 |
+4.00 |
1,587 |
37,730 |
-161 |
May08 |
071226 |
1035.00 |
1044.00 |
1030.00 |
1036.00 |
+5.25 |
408 |
9,894 |
+160 |
Jul08 |
071226 |
955.00 |
968.00 |
955.00 |
963.00 |
+13.00 |
2 |
2,649 |
-10 |
Sep08 |
071226 |
859.00 |
870.00 |
859.00 |
868.00 |
+11.00 |
130 |
6,088 |
-56 |
Dec08 |
071226 |
855.00 |
864.00 |
855.00 |
863.50 |
+10.50 |
52 |
5,957 |
-91 |
Total Volume and Open Interest |
2,179 |
62,718 |
-158 |
Oats(CBOT) |
Mar08 |
071226 |
306.75 |
309.25 |
306.50 |
309.00 |
+3.50 |
94 |
9,462 |
+50 |
May08 |
071226 |
312.75 |
314.50 |
312.75 |
313.75 |
+3.75 |
11 |
884 |
+7 |
Jul08 |
071226 |
321.00 |
321.00 |
321.00 |
321.00 |
+4.00 |
3 |
297 |
+2 |
Sep08 |
071226 |
323.00 |
323.00 |
323.00 |
323.00 |
+5.50 |
0 |
37 |
+0 |
Total Volume and Open Interest |
108 |
11,430 |
+61 |
Rough Rice(CBOT) |
Jan08 |
071226 |
13.57 |
13.57 |
13.56 |
13.56 |
+0.08 |
28 |
2,942 |
+53 |
Mar08 |
071226 |
13.86 |
13.90 |
13.86 |
13.88 |
+0.05 |
83 |
12,166 |
+67 |
May08 |
071226 |
14.13 |
14.13 |
14.12 |
14.12 |
+0.05 |
0 |
673 |
+1 |
Jul08 |
071226 |
14.29 |
14.29 |
14.29 |
14.29 |
+0.05 |
0 |
1,006 |
+0 |
Total Volume and Open Interest |
111 |
18,418 |
+121 |
Live Cattle(CME) |
Dec07 |
071226 |
91.250 |
91.550 |
90.750 |
90.750 |
-0.350 |
2,379 |
1,957 |
-1,323 |
Feb08 |
071226 |
94.800 |
95.300 |
94.650 |
95.000 |
+0.420 |
9,613 |
122,038 |
-722 |
Apr08 |
071226 |
96.800 |
97.300 |
96.635 |
97.135 |
+0.500 |
6,664 |
64,613 |
+1,143 |
Jun08 |
071226 |
93.500 |
93.900 |
93.300 |
93.885 |
+0.435 |
1,627 |
23,443 |
+556 |
Aug08 |
071226 |
94.900 |
95.450 |
94.900 |
95.350 |
+0.400 |
1,402 |
15,983 |
+459 |
Oct08 |
071226 |
98.950 |
99.300 |
98.950 |
99.285 |
+0.085 |
363 |
6,119 |
+94 |
Total Volume and Open Interest |
22,199 |
240,200 |
+305 |
Feeder Cattle(CME) |
Jan08 |
071226 |
103.450 |
103.900 |
102.850 |
103.500 |
-0.080 |
576 |
6,709 |
-79 |
Mar08 |
071226 |
105.450 |
105.900 |
104.650 |
105.035 |
-0.445 |
741 |
14,741 |
+112 |
Apr08 |
071226 |
107.550 |
107.950 |
106.750 |
107.350 |
-0.450 |
150 |
3,548 |
+10 |
May08 |
071226 |
108.900 |
109.150 |
108.250 |
108.700 |
-0.335 |
404 |
4,417 |
+250 |
Aug08 |
071226 |
109.400 |
109.750 |
109.000 |
109.300 |
-0.550 |
47 |
2,009 |
+8 |
Sep08 |
071226 |
108.900 |
108.900 |
108.800 |
108.900 |
-0.400 |
0 |
93 |
+0 |
Oct08 |
071226 |
108.550 |
108.550 |
108.500 |
108.500 |
-0.350 |
0 |
53 |
+0 |
Total Volume and Open Interest |
1,918 |
31,662 |
+301 |
Lean Hogs(CME) |
Feb08 |
071226 |
59.800 |
60.700 |
59.650 |
59.985 |
+0.185 |
2,460 |
97,013 |
-745 |
Apr08 |
071226 |
65.050 |
65.850 |
64.950 |
65.430 |
+0.430 |
1,732 |
45,404 |
+210 |
May08 |
071226 |
71.050 |
71.750 |
71.050 |
71.700 |
+0.225 |
45 |
2,717 |
-10 |
Jun08 |
071226 |
74.050 |
74.550 |
74.000 |
74.475 |
+0.145 |
595 |
29,054 |
-6 |
Jul08 |
071226 |
73.650 |
74.400 |
73.650 |
74.300 |
+0.450 |
63 |
11,710 |
-16 |
Aug08 |
071226 |
72.150 |
73.135 |
72.050 |
72.930 |
+0.600 |
46 |
5,672 |
+10 |
Oct08 |
071226 |
67.200 |
68.250 |
67.200 |
68.250 |
+0.865 |
101 |
5,472 |
+51 |
Dec08 |
071226 |
66.800 |
67.750 |
66.800 |
67.635 |
+0.385 |
46 |
9,006 |
+12 |
Total Volume and Open Interest |
5,093 |
206,123 |
-489 |
Pork Bellies(CME) |
Feb08 |
071226 |
85.800 |
85.800 |
84.900 |
85.000 |
-1.150 |
198 |
1,201 |
+67 |
Mar08 |
071226 |
86.150 |
86.200 |
85.300 |
85.300 |
-0.800 |
5 |
327 |
+5 |
May08 |
071226 |
88.000 |
88.100 |
87.700 |
87.730 |
-0.270 |
8 |
219 |
+4 |
Jul08 |
071226 |
87.000 |
87.000 |
87.000 |
87.000 |
unch |
0 |
158 |
+0 |
Aug08 |
071226 |
87.050 |
87.050 |
87.050 |
87.050 |
unch |
4 |
55 |
-2 |
Total Volume and Open Interest |
215 |
1,960 |
+74 |
Class III Milk(CME) |
Dec07 |
071226 |
20.49 |
20.54 |
20.45 |
20.54 |
+0.05 |
0 |
4,219 |
+0 |
Jan08 |
071226 |
18.30 |
19.00 |
18.30 |
19.00 |
+0.75 |
1 |
3,697 |
+0 |
Feb08 |
071226 |
17.55 |
18.00 |
17.55 |
17.97 |
+0.62 |
0 |
3,333 |
+0 |
Mar08 |
071226 |
17.20 |
17.50 |
17.20 |
17.50 |
+0.55 |
0 |
2,810 |
+0 |
Apr08 |
071226 |
16.76 |
16.76 |
16.76 |
16.76 |
+0.39 |
0 |
2,501 |
+0 |
Total Volume and Open Interest |
1 |
31,293 |
+0 |
Cocoa(ICE) |
Mar08 |
071226 |
2068 |
2072 |
2022 |
2034 |
-52 |
|
|
|
May08 |
071226 |
2052 |
2052 |
2029 |
2038 |
-48 |
|
|
|
Jul08 |
071226 |
2044 |
2044 |
2044 |
2044 |
-48 |
|
|
|
Sep08 |
071226 |
2049 |
2049 |
2049 |
2049 |
-45 |
|
|
|
Dec08 |
071226 |
2069 |
2069 |
2069 |
2069 |
-31 |
|
|
|
Mar09 |
071226 |
2083 |
2083 |
2083 |
2083 |
-33 |
|
|
|
May09 |
071226 |
2089 |
2089 |
2089 |
2089 |
-33 |
|
|
|
Total Volume and Open Interest |
|
|
|
Coffee "C"(ICE) |
Mar08 |
071226 |
134.60 |
134.95 |
129.50 |
133.65 |
-0.55 |
|
|
|
May08 |
071226 |
134.00 |
136.70 |
134.00 |
136.25 |
-0.55 |
|
|
|
Jul08 |
071226 |
137.10 |
138.75 |
137.10 |
138.75 |
-0.55 |
|
|
|
Sep08 |
071226 |
141.15 |
141.15 |
141.15 |
141.15 |
-0.55 |
|
|
|
Dec08 |
071226 |
144.55 |
144.55 |
144.55 |
144.55 |
-0.55 |
|
|
|
Mar09 |
071226 |
147.75 |
147.75 |
147.75 |
147.75 |
-0.65 |
|
|
|
Total Volume and Open Interest |
|
|
|
Orange Juice(ICE) |
Jan08 |
071226 |
147.00 |
147.00 |
144.30 |
144.35 |
-3.40 |
|
|
|
Mar08 |
071226 |
149.50 |
149.50 |
146.00 |
146.05 |
-3.25 |
|
|
|
May08 |
071226 |
147.50 |
147.50 |
147.25 |
147.25 |
-3.30 |
|
|
|
Jul08 |
071226 |
149.00 |
149.00 |
148.55 |
148.55 |
-2.90 |
|
|
|
Sep08 |
071226 |
150.00 |
150.00 |
150.00 |
150.00 |
-2.55 |
|
|
|
Nov08 |
071226 |
149.05 |
149.05 |
149.05 |
149.05 |
-4.45 |
|
|
|
Total Volume and Open Interest |
|
|
|
Sugar #11(ICE) |
Mar08 |
071226 |
11.06 |
11.19 |
10.90 |
10.90 |
-0.15 |
|
|
|
May08 |
071226 |
11.35 |
11.36 |
11.18 |
11.18 |
-0.13 |
|
|
|
Jul08 |
071226 |
11.44 |
11.50 |
11.32 |
11.32 |
-0.08 |
14,086 |
90,467 |
+0 |
Oct08 |
071226 |
11.72 |
11.72 |
11.60 |
11.60 |
-0.07 |
|
|
|
Mar09 |
071226 |
12.35 |
12.35 |
12.19 |
12.19 |
-0.09 |
|
|
|
Total Volume and Open Interest |
|
|
|
Sugar #14(ICE) |
Mar08 |
071226 |
20.50 |
20.50 |
20.50 |
20.50 |
+0.06 |
140 |
3,476 |
+0 |
May08 |
071226 |
20.49 |
20.49 |
20.49 |
20.49 |
+0.03 |
182 |
3,859 |
+0 |
Jul08 |
071226 |
20.77 |
20.77 |
20.77 |
20.77 |
+0.03 |
22 |
2,013 |
+0 |
Sep08 |
071226 |
20.87 |
20.87 |
20.87 |
20.87 |
+0.04 |
2 |
1,351 |
+0 |
Nov08 |
071226 |
21.09 |
21.09 |
21.09 |
21.09 |
+0.01 |
0 |
322 |
+0 |
Total Volume and Open Interest |
346 |
11,045 |
+0 |
London Cocoa(LCE) |
Mar08 |
071224 |
1068 |
1068 |
1049 |
1051 |
-19 |
6,943 |
76,093 |
+946 |
May08 |
071224 |
1077 |
1077 |
1067 |
1069 |
-19 |
1,487 |
26,197 |
+321 |
Jul08 |
071224 |
1106 |
1106 |
1096 |
1096 |
-19 |
2,374 |
53,879 |
+990 |
Sep08 |
071224 |
1080 |
1080 |
1079 |
1079 |
-19 |
131 |
22,308 |
+74 |
Dec08 |
071224 |
1075 |
1075 |
1075 |
1075 |
-19 |
855 |
21,007 |
+211 |
Mar09 |
071224 |
1082 |
1082 |
1082 |
1082 |
-19 |
378 |
5,412 |
+251 |
May09 |
071224 |
1091 |
1091 |
1091 |
1091 |
-19 |
0 |
359 |
+0 |
Total Volume and Open Interest |
12,168 |
205,294 |
+2,822 |
London Coffee(LCE) |
Jan08 |
071224 |
1862.00 |
1867.00 |
1860.00 |
1866.00 |
+12.00 |
11,282 |
29,292 |
-6,068 |
Mar08 |
071224 |
1895.00 |
1908.00 |
1893.00 |
1907.00 |
+14.00 |
7,000 |
96,356 |
+49 |
May08 |
071224 |
1913.00 |
1930.00 |
1913.00 |
1929.00 |
+15.00 |
779 |
19,399 |
+353 |
Jul08 |
071224 |
1940.00 |
1943.00 |
1940.00 |
1943.00 |
+15.00 |
312 |
6,314 |
+246 |
Sep08 |
071224 |
1958.00 |
1958.00 |
1958.00 |
1958.00 |
+15.00 |
9 |
8,568 |
+0 |
Nov08 |
071224 |
1964.00 |
1964.00 |
1964.00 |
1964.00 |
+15.00 |
0 |
970 |
+0 |
Total Volume and Open Interest |
19,418 |
163,266 |
-5,384 |
London Sugar(LCE) |
Mar08 |
071224 |
318.60 |
320.50 |
315.10 |
315.10 |
-2.40 |
4,562 |
49,208 |
-250 |
May08 |
071224 |
321.80 |
323.50 |
318.60 |
318.60 |
-2.40 |
884 |
12,193 |
+549 |
Aug08 |
071224 |
324.70 |
324.70 |
320.40 |
320.40 |
-2.10 |
117 |
7,198 |
+35 |
Oct08 |
071224 |
325.50 |
325.50 |
325.50 |
325.50 |
-1.60 |
58 |
5,924 |
+41 |
Dec08 |
071224 |
331.50 |
331.50 |
331.50 |
331.50 |
-1.60 |
2 |
1,734 |
+0 |
Total Volume and Open Interest |
5,639 |
80,982 |
+381 |
Cotton(ICE) |
Mar08 |
071226 |
66.70 |
67.14 |
66.45 |
67.12 |
+0.54 |
|
|
|
May08 |
071226 |
68.05 |
68.50 |
67.90 |
68.49 |
+0.54 |
|
|
|
Jul08 |
071226 |
69.75 |
70.11 |
69.70 |
70.11 |
+0.42 |
|
|
|
Oct08 |
071226 |
72.61 |
72.61 |
72.61 |
72.61 |
+0.36 |
|
|
|
Dec08 |
071226 |
74.35 |
74.61 |
74.10 |
74.61 |
+0.39 |
|
|
|
Mar09 |
071226 |
77.20 |
77.20 |
77.20 |
77.20 |
+0.37 |
|
|
|
Total Volume and Open Interest |
|
|
|
Lumber(CME) |
Jan08 |
071226 |
240.8 |
240.8 |
236.5 |
236.8 |
-2.7 |
262 |
2,552 |
-32 |
Mar08 |
071226 |
255.7 |
258.5 |
254.4 |
257.0 |
-1.9 |
209 |
5,924 |
+72 |
May08 |
071226 |
272.2 |
272.2 |
268.5 |
271.1 |
-3.0 |
5 |
630 |
-2 |
Jul08 |
071226 |
280.0 |
280.0 |
272.2 |
275.2 |
-2.9 |
1 |
141 |
+1 |
Total Volume and Open Interest |
478 |
9,348 |
+39 |
Crude Oil(NYM) |
Feb08 |
071226 |
94.88 |
96.35 |
94.88 |
95.97 |
+1.84 |
55,642 |
325,226 |
-3,619 |
Mar08 |
071226 |
95.00 |
95.80 |
95.00 |
95.44 |
+1.70 |
12,756 |
156,467 |
-137 |
Apr08 |
071226 |
94.70 |
94.72 |
94.70 |
94.72 |
+1.58 |
6,129 |
64,388 |
+651 |
May08 |
071226 |
94.03 |
94.03 |
94.03 |
94.03 |
+1.45 |
2,796 |
57,650 |
-365 |
Jun08 |
071226 |
93.39 |
93.39 |
93.39 |
93.39 |
+1.32 |
2,496 |
75,309 |
+60 |
Jul08 |
071226 |
92.45 |
92.80 |
92.45 |
92.80 |
+1.19 |
385 |
22,965 |
+125 |
Aug08 |
071226 |
92.26 |
92.26 |
92.26 |
92.26 |
+1.06 |
30 |
16,781 |
+2 |
Sep08 |
071226 |
91.75 |
91.75 |
91.75 |
91.75 |
+0.92 |
115 |
39,100 |
+208 |
Oct08 |
071226 |
91.29 |
91.29 |
91.29 |
91.29 |
+0.80 |
0 |
30,678 |
+0 |
Nov08 |
071226 |
90.88 |
90.88 |
90.88 |
90.88 |
+0.70 |
5 |
22,262 |
+5 |
Dec08 |
071226 |
90.55 |
90.55 |
90.50 |
90.50 |
+0.61 |
947 |
170,788 |
-1,060 |
Jan09 |
071226 |
90.17 |
90.17 |
90.17 |
90.17 |
+0.57 |
0 |
24,410 |
+0 |
Feb09 |
071226 |
89.84 |
89.84 |
89.84 |
89.84 |
+0.53 |
0 |
12,774 |
+0 |
Mar09 |
071226 |
89.51 |
89.51 |
89.51 |
89.51 |
+0.49 |
0 |
6,167 |
+0 |
Apr09 |
071226 |
89.18 |
89.18 |
89.18 |
89.18 |
+0.45 |
0 |
11,593 |
+0 |
May09 |
071226 |
88.86 |
88.86 |
88.86 |
88.86 |
+0.41 |
0 |
13,714 |
+0 |
Total Volume and Open Interest |
81,634 |
1,324,929 |
-4,992 |
Heating Oil(NYM) |
Jan08 |
071226 |
265.50 |
265.50 |
264.12 |
264.12 |
+4.65 |
9,565 |
28,319 |
-2,258 |
Feb08 |
071226 |
260.90 |
265.10 |
260.90 |
263.87 |
+4.85 |
14,375 |
75,597 |
+377 |
Mar08 |
071226 |
262.32 |
262.32 |
262.32 |
262.32 |
+4.90 |
3,459 |
40,420 |
+174 |
Apr08 |
071226 |
258.80 |
258.80 |
257.52 |
257.52 |
+5.05 |
1,268 |
15,364 |
-9 |
May08 |
071226 |
253.42 |
253.42 |
253.42 |
253.42 |
+5.10 |
341 |
10,082 |
+60 |
Jun08 |
071226 |
250.77 |
250.77 |
250.77 |
250.77 |
+4.95 |
395 |
17,215 |
-2 |
Jul08 |
071226 |
250.27 |
250.27 |
250.27 |
250.27 |
+4.75 |
36 |
4,593 |
+20 |
Aug08 |
071226 |
250.37 |
250.37 |
250.37 |
250.37 |
+4.50 |
17 |
1,109 |
-4 |
Sep08 |
071226 |
251.22 |
251.22 |
251.22 |
251.22 |
+4.40 |
38 |
3,741 |
-6 |
Oct08 |
071226 |
252.72 |
252.72 |
252.72 |
252.72 |
+4.30 |
12 |
1,085 |
-12 |
Nov08 |
071226 |
254.22 |
254.22 |
254.22 |
254.22 |
+4.20 |
0 |
884 |
+0 |
Dec08 |
071226 |
255.72 |
255.72 |
255.72 |
255.72 |
+4.10 |
22 |
7,686 |
+4 |
Total Volume and Open Interest |
29,528 |
214,827 |
-1,677 |
Gasoline(NYMEX) |
Jan08 |
071226 |
238.41 |
246.88 |
238.41 |
245.26 |
+6.86 |
24,512 |
27,389 |
-3,585 |
Feb08 |
071226 |
241.50 |
249.65 |
241.50 |
247.77 |
+6.50 |
26,077 |
57,482 |
+2,796 |
Mar08 |
071226 |
245.50 |
252.48 |
245.50 |
250.47 |
+6.10 |
8,226 |
41,069 |
+856 |
Apr08 |
071226 |
261.36 |
264.00 |
260.68 |
262.12 |
+5.80 |
3,456 |
24,861 |
-41 |
May08 |
071226 |
263.01 |
264.15 |
261.43 |
262.47 |
+5.70 |
2,596 |
20,045 |
+492 |
Jun08 |
071226 |
257.30 |
263.34 |
257.30 |
261.77 |
+5.50 |
1,574 |
16,944 |
-20 |
Jul08 |
071226 |
259.50 |
259.87 |
259.32 |
259.87 |
+5.35 |
799 |
4,511 |
+121 |
Aug08 |
071226 |
257.02 |
257.02 |
257.02 |
257.02 |
+5.20 |
193 |
3,079 |
+102 |
Sep08 |
071226 |
253.02 |
253.02 |
253.02 |
253.02 |
+5.05 |
107 |
5,629 |
+29 |
Oct08 |
071226 |
239.07 |
239.07 |
239.07 |
239.07 |
+4.90 |
78 |
1,733 |
+50 |
Total Volume and Open Interest |
67,654 |
216,259 |
+799 |
e-MiNY RBOB Gasoline(NYMEX) |
Jan08 |
071226 |
245.26 |
245.26 |
245.26 |
245.26 |
+6.86 |
0 |
17 |
+0 |
Feb08 |
071226 |
247.77 |
247.77 |
247.77 |
247.77 |
+6.50 |
0 |
10 |
+0 |
Mar08 |
071226 |
250.47 |
250.47 |
250.47 |
250.47 |
+6.10 |
4 |
2 |
+0 |
Apr08 |
071226 |
262.00 |
262.00 |
262.00 |
262.00 |
+5.68 |
|
|
|
Total Volume and Open Interest |
4 |
29 |
+0 |
Natural Gas(NYM) |
Jan08 |
071226 |
7.040 |
7.060 |
6.995 |
7.046 |
+0.021 |
16,240 |
28,612 |
-4,964 |
Feb08 |
071226 |
7.075 |
7.190 |
7.075 |
7.164 |
+0.019 |
12,978 |
114,041 |
+2,605 |
Mar08 |
071226 |
7.140 |
7.210 |
7.130 |
7.201 |
+0.016 |
3,683 |
117,097 |
+1,560 |
Apr08 |
071226 |
7.240 |
7.240 |
7.233 |
7.233 |
+0.010 |
814 |
56,412 |
-343 |
May08 |
071226 |
7.303 |
7.303 |
7.303 |
7.303 |
+0.010 |
240 |
45,425 |
+54 |
Jun08 |
071226 |
7.400 |
7.400 |
7.400 |
7.400 |
+0.010 |
99 |
24,711 |
+17 |
Jul08 |
071226 |
7.450 |
7.500 |
7.450 |
7.498 |
+0.010 |
192 |
22,683 |
+19 |
Aug08 |
071226 |
7.583 |
7.583 |
7.583 |
7.583 |
+0.010 |
84 |
20,951 |
+9 |
Sep08 |
071226 |
7.616 |
7.616 |
7.616 |
7.616 |
+0.013 |
61 |
15,460 |
-30 |
Oct08 |
071226 |
7.740 |
7.740 |
7.691 |
7.691 |
+0.013 |
124 |
42,066 |
+17 |
Nov08 |
071226 |
8.118 |
8.118 |
8.064 |
8.064 |
+0.016 |
56 |
24,578 |
-8 |
Dec08 |
071226 |
8.520 |
8.540 |
8.494 |
8.494 |
+0.018 |
29 |
21,030 |
-28 |
Jan09 |
071226 |
8.800 |
8.800 |
8.756 |
8.756 |
+0.018 |
37 |
39,419 |
+15 |
Feb09 |
071226 |
8.820 |
8.820 |
8.771 |
8.771 |
+0.018 |
0 |
7,130 |
+0 |
Mar09 |
071226 |
8.580 |
8.580 |
8.546 |
8.546 |
+0.018 |
1 |
31,217 |
+1 |
Apr09 |
071226 |
7.970 |
7.970 |
7.911 |
7.911 |
+0.023 |
110 |
29,734 |
-5 |
Total Volume and Open Interest |
34,928 |
854,016 |
-1,080 |
Brent Crude Oil(ICE) |
Feb08 |
071226 |
93.03 |
95.06 |
92.80 |
93.94 |
+1.24 |
17,171 |
124,233 |
+7,774 |
Mar08 |
071226 |
92.90 |
94.69 |
92.50 |
93.69 |
+1.28 |
7,501 |
128,276 |
+2,307 |
Apr08 |
071226 |
92.82 |
94.34 |
92.26 |
93.39 |
+1.23 |
2,981 |
33,293 |
+1,855 |
May08 |
071226 |
92.54 |
93.93 |
92.01 |
93.00 |
+1.13 |
1,020 |
17,291 |
+778 |
Jun08 |
071226 |
91.91 |
93.52 |
91.64 |
92.55 |
+0.99 |
389 |
32,378 |
+152 |
Jul08 |
071226 |
91.82 |
92.14 |
91.63 |
92.14 |
+0.91 |
0 |
9,860 |
+24 |
Aug08 |
071226 |
91.30 |
91.76 |
91.30 |
91.76 |
+0.82 |
0 |
7,179 |
+0 |
Sep08 |
071226 |
91.41 |
91.41 |
91.41 |
91.41 |
+0.76 |
0 |
9,828 |
+0 |
Oct08 |
071226 |
91.06 |
91.06 |
91.06 |
91.06 |
+0.75 |
0 |
6,925 |
+0 |
Nov08 |
071226 |
90.71 |
90.71 |
90.71 |
90.71 |
+0.72 |
0 |
4,867 |
+0 |
Dec08 |
071226 |
90.00 |
91.18 |
90.00 |
90.36 |
+0.67 |
238 |
59,400 |
+234 |
Jan09 |
071226 |
90.09 |
90.09 |
90.09 |
90.09 |
+0.64 |
0 |
12,509 |
+0 |
Feb09 |
071226 |
89.82 |
89.82 |
89.82 |
89.82 |
+0.60 |
0 |
3,777 |
+0 |
Mar09 |
071226 |
89.55 |
89.55 |
89.55 |
89.55 |
+0.57 |
0 |
3,191 |
+0 |
Total Volume and Open Interest |
29,410 |
548,751 |
+13,234 |
Gas Oil(ICE) |
Jan08 |
071226 |
822.00 |
847.75 |
822.00 |
843.00 |
+13.00 |
27,784 |
71,021 |
-964 |
Feb08 |
071226 |
813.50 |
838.00 |
813.50 |
833.75 |
+13.00 |
14,808 |
71,647 |
-602 |
Mar08 |
071226 |
811.25 |
827.75 |
806.00 |
823.50 |
+13.00 |
5,363 |
30,027 |
+1,363 |
Apr08 |
071226 |
802.75 |
815.75 |
802.75 |
812.50 |
+12.25 |
2,990 |
13,781 |
+299 |
May08 |
071226 |
810.00 |
810.00 |
797.50 |
805.00 |
+13.00 |
1,257 |
13,259 |
+196 |
Jun08 |
071226 |
804.50 |
804.50 |
792.00 |
799.75 |
+12.75 |
1,536 |
33,154 |
+1,733 |
Jul08 |
071226 |
798.75 |
798.75 |
798.75 |
798.75 |
+12.75 |
307 |
7,187 |
-14 |
Aug08 |
071226 |
800.50 |
800.50 |
800.50 |
800.50 |
+12.50 |
236 |
2,931 |
+0 |
Sep08 |
071226 |
801.50 |
801.50 |
801.50 |
801.50 |
+12.25 |
236 |
2,678 |
+196 |
Oct08 |
071226 |
802.25 |
802.25 |
802.25 |
802.25 |
+12.00 |
0 |
1,251 |
+0 |
Total Volume and Open Interest |
55,351 |
279,301 |
+733 |
US Dollar Index(ICE) |
Mar08 |
071226 |
77.590 |
77.590 |
77.120 |
77.180 |
-0.380 |
1,004 |
27,085 |
-91 |
Jun08 |
071226 |
77.430 |
77.430 |
77.160 |
77.240 |
-0.380 |
0 |
5,632 |
+0 |
Sep08 |
071226 |
77.360 |
77.360 |
77.360 |
77.360 |
-0.380 |
0 |
475 |
+0 |
Total Volume and Open Interest |
1,004 |
33,192 |
-91 |
Australian Dollar(CME) |
Mar08 |
071226 |
86.92 |
86.96 |
86.92 |
86.96 |
+0.25 |
1,542 |
56,524 |
+736 |
Jun08 |
071226 |
86.35 |
86.35 |
86.35 |
86.35 |
+0.25 |
0 |
413 |
+0 |
Sep08 |
071226 |
85.62 |
85.62 |
85.62 |
85.62 |
+0.25 |
0 |
76 |
+0 |
Total Volume and Open Interest |
1,542 |
57,131 |
+736 |
British Pound(CME) |
Mar08 |
071226 |
197.75 |
198.02 |
197.75 |
197.98 |
+0.72 |
833 |
74,605 |
+1,482 |
Jun08 |
071226 |
197.43 |
197.43 |
197.43 |
197.43 |
+0.72 |
0 |
227 |
+5 |
Sep08 |
071226 |
196.75 |
196.75 |
196.75 |
196.75 |
+0.72 |
0 |
9 |
+0 |
Total Volume and Open Interest |
833 |
74,898 |
+1,487 |
Canadian Dollar(CME) |
Mar08 |
071226 |
101.92 |
102.06 |
101.85 |
102.04 |
+0.37 |
1,755 |
71,684 |
-822 |
Jun08 |
071226 |
102.00 |
102.00 |
102.00 |
102.00 |
+0.37 |
0 |
3,705 |
+5 |
Sep08 |
071226 |
101.95 |
101.95 |
101.95 |
101.95 |
+0.37 |
0 |
1,328 |
+1 |
Dec08 |
071226 |
101.87 |
101.87 |
101.87 |
101.87 |
+0.37 |
10 |
526 |
-20 |
Total Volume and Open Interest |
1,765 |
77,357 |
-836 |
Japanese Yen(CME) |
Mar08 |
071226 |
88.34 |
88.47 |
88.29 |
88.31 |
+0.13 |
1,537 |
155,000 |
+13 |
Jun08 |
071226 |
89.13 |
89.13 |
89.13 |
89.13 |
+0.13 |
0 |
24,495 |
+1 |
Sep08 |
071226 |
89.82 |
89.82 |
89.82 |
89.82 |
+0.13 |
0 |
487 |
+1 |
Total Volume and Open Interest |
1,537 |
180,033 |
+15 |
Swiss Franc(CME) |
Mar08 |
071226 |
87.29 |
87.35 |
87.27 |
87.34 |
+0.50 |
1,054 |
60,579 |
+1,089 |
Jun08 |
071226 |
87.70 |
87.70 |
87.70 |
87.70 |
+0.50 |
0 |
41 |
+0 |
Sep08 |
071226 |
87.94 |
87.94 |
87.94 |
87.94 |
+0.50 |
0 |
21 |
+0 |
Total Volume and Open Interest |
1,054 |
60,681 |
+1,089 |
EuroFX(CME) |
Mar08 |
071226 |
144.71 |
145.15 |
144.70 |
145.13 |
+0.98 |
1,711 |
155,496 |
-2,777 |
Jun08 |
071226 |
145.09 |
145.09 |
145.09 |
145.09 |
+0.98 |
0 |
1,210 |
-2 |
Sep08 |
071226 |
144.88 |
144.88 |
144.88 |
144.88 |
+0.98 |
0 |
534 |
+1 |
Total Volume and Open Interest |
1,711 |
157,379 |
-2,778 |
Mexican Peso(CME) |
Jan08 |
071226 |
924.0 |
924.0 |
924.0 |
924.0 |
unch |
0 |
3 |
+0 |
Feb08 |
071226 |
922.0 |
922.0 |
922.0 |
922.0 |
unch |
0 |
110 |
+0 |
Total Volume and Open Interest |
1,005 |
94,387 |
+2,386 |
30-Year T-Bonds(CBOT) |
Mar08 |
071226 |
114~12 |
114~23 |
113~13 |
113~17 |
-0~27 |
43,602 |
925,117 |
+5,184 |
Jun08 |
071226 |
113~16 |
113~25 |
112~29 |
112~29 |
-0~28 |
49 |
2,285 |
+0 |
Sep08 |
071226 |
112~13 |
112~13 |
112~13 |
112~13 |
-0~28 |
0 |
20 |
+0 |
Total Volume and Open Interest |
43,651 |
927,429 |
+5,184 |
10-Year T-Notes(CBOT) |
Mar08 |
071226 |
112~065 |
112~090 |
111~160 |
111~190 |
-0~160 |
124,730 |
2,146,592 |
+9,616 |
Jun08 |
071226 |
110~090 |
110~275 |
110~090 |
110~275 |
-0~160 |
0 |
1,219 |
+0 |
Sep08 |
071218 |
0~000 |
0~000 |
0~000 |
0~000 |
unch |
|
|
|
Total Volume and Open Interest |
851,890 |
2,252,548 |
|
5-Year T-Notes(CBOT) |
Mar08 |
071226 |
109~090 |
109~145 |
109~005 |
109~005 |
-0~110 |
74,430 |
0 |
+0 |
Jun08 |
071226 |
109~005 |
109~005 |
109~005 |
109~005 |
-0~110 |
|
|
|
Total Volume and Open Interest |
74,430 |
18,007 |
+18,007 |
2 Year T-Notes(CBOT) |
Mar08 |
071226 |
104~086 |
104~096 |
104~081 |
104~081 |
-0~013 |
767 |
981,619 |
-9,319 |
Total Volume and Open Interest |
767 |
1,001,159 |
-9,333 |
Eurodollars(CME) |
Mar08 |
071226 |
95.645 |
95.650 |
95.625 |
95.625 |
-0.030 |
1,700 |
1,484,990 |
-4,603 |
Jun08 |
071226 |
96.090 |
96.160 |
96.060 |
96.065 |
-0.045 |
4,210 |
1,428,175 |
-6,990 |
Sep08 |
071226 |
96.295 |
96.395 |
96.290 |
96.290 |
-0.035 |
1,421 |
1,314,309 |
-6,613 |
Dec08 |
071226 |
96.365 |
96.465 |
96.365 |
96.365 |
-0.040 |
1,962 |
1,455,488 |
-6,320 |
Mar09 |
071226 |
96.340 |
96.415 |
96.315 |
96.315 |
-0.050 |
1,855 |
1,026,492 |
-2,802 |
Jun09 |
071226 |
96.250 |
96.250 |
96.165 |
96.165 |
-0.065 |
3,792 |
728,888 |
-7,897 |
Sep09 |
071226 |
96.045 |
96.085 |
96.000 |
96.000 |
-0.075 |
1,979 |
551,020 |
-6,909 |
Dec09 |
071226 |
95.870 |
95.870 |
95.840 |
95.840 |
-0.080 |
1,643 |
329,693 |
-442 |
Mar10 |
071226 |
95.770 |
95.770 |
95.705 |
95.705 |
-0.080 |
1,035 |
231,256 |
-1,495 |
Jun10 |
071226 |
95.605 |
95.605 |
95.565 |
95.565 |
-0.080 |
1,266 |
222,533 |
-1,900 |
Sep10 |
071226 |
95.475 |
95.475 |
95.445 |
95.445 |
-0.075 |
1,279 |
146,008 |
-165 |
Dec10 |
071226 |
95.360 |
95.375 |
95.335 |
95.335 |
-0.075 |
1,032 |
116,889 |
-238 |
Mar11 |
071226 |
95.310 |
95.310 |
95.245 |
95.245 |
-0.075 |
97 |
90,485 |
-56 |
Jun11 |
071226 |
95.200 |
95.200 |
95.150 |
95.150 |
-0.075 |
141 |
80,198 |
-178 |
Sep11 |
071226 |
95.120 |
95.120 |
95.070 |
95.070 |
-0.070 |
80 |
68,676 |
-234 |
Dec11 |
071226 |
95.035 |
95.035 |
94.985 |
94.985 |
-0.070 |
144 |
54,996 |
-178 |
Mar12 |
071226 |
94.975 |
94.975 |
94.925 |
94.925 |
-0.065 |
133 |
46,952 |
-180 |
Jun12 |
071226 |
94.900 |
94.900 |
94.850 |
94.850 |
-0.065 |
91 |
41,015 |
+82 |
Total Volume and Open Interest |
25,106 |
9,658,707 |
-47,713 |
30 Day Federal Funds(CBOT) |
Dec07 |
071226 |
3.990 |
3.990 |
3.990 |
3.990 |
+0.005 |
200 |
118,287 |
+690 |
Jan08 |
071226 |
4.070 |
4.070 |
4.070 |
4.070 |
unch |
240 |
139,829 |
-86 |
Feb08 |
071226 |
4.170 |
4.170 |
4.170 |
4.170 |
-0.020 |
43 |
85,590 |
-430 |
Mar08 |
071226 |
4.235 |
4.235 |
4.235 |
4.235 |
-0.015 |
40 |
44,304 |
-1,714 |
Apr08 |
071226 |
4.295 |
4.295 |
4.295 |
4.295 |
-0.015 |
90 |
24,249 |
+17 |
May08 |
071226 |
4.410 |
4.410 |
4.410 |
4.410 |
-0.015 |
0 |
18,011 |
+168 |
Total Volume and Open Interest |
613 |
449,781 |
-2,052 |
30 Day Fed Funds(e-CBOT) |
Dec07 |
071226 |
95.735 |
95.745 |
95.735 |
95.740 |
+0.005 |
3,054 |
0 |
+0 |
Jan08 |
071226 |
95.815 |
95.825 |
95.815 |
95.815 |
unch |
1,390 |
0 |
+0 |
Feb08 |
071226 |
95.930 |
95.940 |
95.915 |
95.915 |
-0.020 |
1,594 |
0 |
+0 |
Mar08 |
071226 |
95.995 |
96.010 |
95.980 |
95.980 |
-0.010 |
747 |
0 |
+0 |
Apr08 |
071226 |
96.050 |
96.070 |
96.040 |
96.040 |
-0.015 |
413 |
0 |
+0 |
May08 |
071226 |
96.155 |
96.200 |
96.150 |
96.160 |
-0.010 |
273 |
0 |
+0 |
Total Volume and Open Interest |
7,598 |
|
|
3-Mth Euro-Yen(CME) |
Mar08 |
071226 |
99.27 |
99.27 |
99.27 |
99.27 |
unch |
100 |
9,937 |
+100 |
Jun08 |
071226 |
99.30 |
99.30 |
99.30 |
99.30 |
unch |
0 |
5,852 |
-100 |
Sep08 |
071226 |
99.26 |
99.26 |
99.26 |
99.26 |
unch |
0 |
4,759 |
-107 |
Dec08 |
071226 |
99.20 |
99.20 |
99.20 |
99.20 |
unch |
0 |
2,183 |
-2 |
Mar09 |
071226 |
99.14 |
99.14 |
99.14 |
99.14 |
unch |
0 |
680 |
+0 |
Jun09 |
071226 |
99.08 |
99.08 |
99.08 |
99.08 |
unch |
0 |
156 |
+0 |
Sep09 |
071226 |
99.02 |
99.02 |
99.02 |
99.02 |
unch |
10 |
0 |
+0 |
Dec09 |
071226 |
98.94 |
98.94 |
98.94 |
98.94 |
unch |
|
|
|
Mar10 |
071226 |
98.85 |
98.85 |
98.85 |
98.85 |
-0.02 |
|
|
|
Jun10 |
071226 |
98.80 |
98.80 |
98.80 |
98.80 |
-0.02 |
|
|
|
Total Volume and Open Interest |
110 |
23,567 |
-109 |
3-Mth Euro-Yen(SGX) |
Mar08 |
071226 |
99.28 |
99.28 |
99.26 |
99.27 |
-0.01 |
296 |
0 |
-51,241 |
Jun08 |
071226 |
99.29 |
99.29 |
99.29 |
99.29 |
0.00 |
546 |
0 |
-19,158 |
Sep08 |
071226 |
99.24 |
99.24 |
99.24 |
99.24 |
-0.01 |
14 |
0 |
-19,356 |
Dec08 |
071226 |
99.17 |
99.17 |
99.17 |
99.17 |
-0.03 |
247 |
0 |
-15,534 |
Mar09 |
071226 |
99.11 |
99.11 |
99.11 |
99.11 |
-0.02 |
225 |
0 |
-5,596 |
Jun09 |
071226 |
99.04 |
99.04 |
99.04 |
99.04 |
-0.03 |
|
|
|
Sep09 |
071226 |
98.99 |
98.99 |
98.99 |
98.99 |
-0.03 |
|
|
|
Dec09 |
071226 |
98.90 |
98.90 |
98.90 |
98.90 |
-0.03 |
|
|
|
Total Volume and Open Interest |
1,328 |
|
|
Japanese Gov't Bonds(SGX) |
Mar08 |
071212 |
136.79 |
136.80 |
136.47 |
136.56 |
+0.57 |
2,613 |
33,874 |
+6,962 |
Jun08 |
071226 |
136.32 |
136.32 |
136.32 |
136.32 |
-0.08 |
|
|
|
Sep08 |
071226 |
136.32 |
136.32 |
136.32 |
136.32 |
-0.08 |
|
|
|
Total Volume and Open Interest |
3,267 |
32,637 |
+478 |
Euro-Bund(EUREX) |
Mar08 |
071221 |
113.39 |
113.47 |
112.87 |
112.95 |
-0.55 |
725,781 |
1,142,660 |
-16,506 |
Jun08 |
071221 |
112.99 |
113.02 |
112.55 |
112.55 |
-0.55 |
23 |
291 |
-6 |
Sep08 |
071221 |
112.76 |
112.76 |
112.76 |
112.76 |
-0.55 |
108 |
0 |
+0 |
Total Volume and Open Interest |
725,912 |
1,142,951 |
-16,512 |
Euro-Bobl(EUREX) |
Mar08 |
071221 |
108.05 |
108.13 |
107.86 |
107.89 |
-0.23 |
389,096 |
969,873 |
-7,127 |
Jun08 |
071221 |
42.42 |
42.42 |
42.25 |
42.25 |
-0.24 |
87 |
2,876 |
+3 |
Sep08 |
071221 |
42.85 |
42.85 |
42.85 |
42.85 |
-0.24 |
|
|
|
Total Volume and Open Interest |
389,183 |
972,749 |
-7,124 |
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 |
071221 |
95.555 |
95.565 |
95.540 |
95.540 |
-0.040 |
486 |
6,631 |
+33 |
Total Volume and Open Interest |
5,029 |
33,593 |
+1,710 |
Long Gilt(LIFFE) |
Dec07 |
071224 |
109~18 |
109~22 |
109~17 |
109~22 |
+0~12 |
985 |
5,020 |
-980 |
Mar08 |
071224 |
109~12 |
109~20 |
109~10 |
109~19 |
+0~12 |
36,240 |
326,537 |
-1,749 |
Total Volume and Open Interest |
37,225 |
331,557 |
-2,729 |
3-Mth Short Sterling(LIFFE) |
Mar08 |
071224 |
94.39 |
94.39 |
94.39 |
94.39 |
+0.04 |
47,848 |
467,566 |
-4,576 |
Jun08 |
071224 |
94.70 |
94.70 |
94.70 |
94.70 |
+0.05 |
22,572 |
563,695 |
+1,356 |
Sep08 |
071224 |
94.92 |
94.92 |
94.92 |
94.92 |
+0.06 |
29,600 |
442,262 |
+2,949 |
Dec08 |
071224 |
95.06 |
95.06 |
95.06 |
95.06 |
+0.06 |
26,342 |
422,355 |
+5,360 |
Mar09 |
071224 |
95.12 |
95.12 |
95.12 |
95.12 |
+0.06 |
20,612 |
271,428 |
+6,777 |
Jun09 |
071224 |
95.11 |
95.11 |
95.11 |
95.11 |
+0.06 |
17,317 |
176,355 |
+1,794 |
Total Volume and Open Interest |
181,007 |
2,597,697 |
+14,448 |
3-Mth Euribor(LIFFE) |
Mar08 |
071224 |
95.440 |
95.460 |
95.420 |
95.430 |
-0.010 |
74,353 |
605,277 |
-6,067 |
Jun08 |
071224 |
95.530 |
95.560 |
95.525 |
95.545 |
+0.005 |
65,031 |
571,214 |
+8,101 |
Sep08 |
071224 |
95.590 |
95.645 |
95.590 |
95.620 |
+0.020 |
70,987 |
496,432 |
+12,697 |
Total Volume and Open Interest |
425,845 |
3,201,775 |
+44,332 |
3-Mth Aus T-Bills(SFE) |
Mar08 |
071224 |
92.68 |
92.68 |
92.66 |
92.67 |
-0.01 |
23,966 |
345,964 |
-19,812 |
Jun08 |
071224 |
92.53 |
92.54 |
92.49 |
92.54 |
-0.02 |
18,695 |
250,859 |
-20,712 |
Sep08 |
071224 |
92.47 |
92.47 |
92.42 |
92.45 |
-0.03 |
18,240 |
146,069 |
-4,933 |
Dec08 |
071224 |
92.42 |
92.42 |
92.39 |
92.40 |
-0.04 |
1,531 |
67,736 |
-9,414 |
Mar09 |
071224 |
92.38 |
92.38 |
92.37 |
92.37 |
-0.05 |
1,251 |
49,802 |
-2,116 |
Jun09 |
071224 |
92.38 |
92.38 |
92.38 |
92.38 |
-0.05 |
1,002 |
40,388 |
-2,035 |
Sep09 |
071224 |
92.38 |
92.38 |
92.38 |
92.38 |
-0.05 |
2,276 |
21,727 |
+198 |
Dec09 |
071224 |
92.38 |
92.38 |
92.38 |
92.38 |
-0.05 |
52 |
3,120 |
-1,098 |
Mar10 |
071224 |
92.38 |
92.38 |
92.38 |
92.38 |
-0.05 |
101 |
701 |
+54 |
Jun10 |
071224 |
92.38 |
92.38 |
92.38 |
92.38 |
-0.05 |
0 |
215 |
+100 |
Total Volume and Open Interest |
67,114 |
927,153 |
-59,768 |
10-Year Aus T-Bonds(SFE) |
Mar08 |
071224 |
93.67 |
93.68 |
93.64 |
93.65 |
-0.11 |
20,436 |
450,514 |
-103,976 |
Jun08 |
071224 |
93.65 |
93.65 |
93.65 |
93.65 |
-0.11 |
|
|
|
Total Volume and Open Interest |
20,436 |
450,514 |
-103,976 |
3-Year Aus T-Bonds(SFE) |
Mar08 |
071224 |
93.18 |
93.18 |
93.14 |
93.16 |
-0.07 |
46,552 |
511,407 |
-25,226 |
Jun08 |
071224 |
93.16 |
93.16 |
93.16 |
93.16 |
-0.07 |
|
|
|
Total Volume and Open Interest |
46,552 |
511,407 |
-25,226 |
Gold(CMX) |
Dec07 |
071226 |
826.0 |
826.0 |
826.0 |
826.0 |
+13.2 |
41 |
105 |
-46 |
Feb08 |
071226 |
818.9 |
830.0 |
818.9 |
829.5 |
+13.0 |
23,740 |
268,168 |
-125 |
Apr08 |
071226 |
829.0 |
836.0 |
829.0 |
836.0 |
+13.1 |
2,106 |
66,055 |
+1,004 |
Jun08 |
071226 |
842.0 |
842.0 |
842.0 |
842.0 |
+13.2 |
365 |
53,568 |
+308 |
Aug08 |
071226 |
847.7 |
847.7 |
847.7 |
847.7 |
+13.3 |
128 |
30,269 |
+114 |
Oct08 |
071226 |
853.0 |
853.0 |
853.0 |
853.0 |
+13.4 |
8 |
3,779 |
+3 |
Dec08 |
071226 |
858.1 |
858.1 |
858.1 |
858.1 |
+13.5 |
158 |
29,330 |
-5 |
Feb09 |
071226 |
863.4 |
863.4 |
863.4 |
863.4 |
+13.6 |
1,495 |
21,737 |
+0 |
Apr09 |
071226 |
868.4 |
868.4 |
868.4 |
868.4 |
+13.7 |
860 |
4,080 |
+0 |
Jun09 |
071226 |
873.8 |
873.8 |
873.8 |
873.8 |
+13.8 |
2 |
9,307 |
+0 |
Aug09 |
071226 |
879.3 |
879.3 |
879.3 |
879.3 |
+13.9 |
8 |
9 |
+0 |
Oct09 |
071226 |
884.8 |
884.8 |
884.8 |
884.8 |
+14.0 |
|
|
|
Total Volume and Open Interest |
28,961 |
517,020 |
+1,260 |
Silver(CMX) |
Dec07 |
071226 |
1470.0 |
1470.0 |
1469.5 |
1469.5 |
+17.5 |
88 |
42 |
-102 |
Mar08 |
071226 |
1476.0 |
1488.0 |
1476.0 |
1483.5 |
+17.5 |
4,790 |
71,599 |
+478 |
May08 |
071226 |
1495.8 |
1495.8 |
1495.8 |
1495.8 |
+17.8 |
454 |
14,887 |
+248 |
Jul08 |
071226 |
1506.8 |
1506.8 |
1506.8 |
1506.8 |
+18.0 |
400 |
19,794 |
+343 |
Sep08 |
071226 |
1517.1 |
1517.1 |
1517.1 |
1517.1 |
+18.2 |
741 |
16,781 |
+687 |
Dec08 |
071226 |
1531.1 |
1531.1 |
1531.1 |
1531.1 |
+18.4 |
743 |
15,996 |
+110 |
Mar09 |
071226 |
1546.2 |
1546.2 |
1546.2 |
1546.2 |
+18.4 |
200 |
488 |
+0 |
Total Volume and Open Interest |
7,985 |
150,954 |
+2,055 |
Platinum(NYMEX) |
Jan08 |
071226 |
1532.0 |
1549.3 |
1532.0 |
1549.3 |
+13.1 |
1,131 |
6,143 |
-854 |
Apr08 |
071226 |
1528.8 |
1544.0 |
1528.8 |
1543.0 |
+12.9 |
1,101 |
10,366 |
+800 |
Jul08 |
071226 |
1541.1 |
1541.1 |
1541.1 |
1541.1 |
+20.0 |
4 |
161 |
+0 |
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 |
071226 |
365.00 |
365.00 |
365.00 |
365.00 |
+5.00 |
250 |
120 |
+73 |
Mar08 |
071226 |
369.00 |
369.00 |
368.00 |
368.30 |
+4.90 |
541 |
12,671 |
-17 |
Jun08 |
071226 |
372.95 |
372.95 |
372.95 |
372.95 |
+4.90 |
239 |
1,466 |
+10 |
Total Volume and Open Interest |
1,690 |
15,192 |
+176 |
Copper(CMX) |
Dec07 |
071226 |
315.50 |
315.50 |
315.50 |
315.50 |
+0.80 |
341 |
433 |
-130 |
Mar08 |
071226 |
318.60 |
319.15 |
316.25 |
317.00 |
+1.65 |
6,033 |
50,972 |
+689 |
May08 |
071226 |
318.30 |
318.30 |
318.30 |
318.30 |
+1.90 |
189 |
6,632 |
+11 |
Jul08 |
071226 |
319.00 |
319.00 |
319.00 |
319.00 |
+2.00 |
57 |
2,697 |
-55 |
Sep08 |
071226 |
319.40 |
319.40 |
319.40 |
319.40 |
+2.10 |
6 |
1,279 |
+0 |
Total Volume and Open Interest |
7,031 |
71,767 |
+466 |
Aluminum(CMX) |
Dec07 |
071226 |
107.00 |
107.00 |
107.00 |
107.00 |
unch |
0 |
132 |
+0 |
Jan08 |
071226 |
107.00 |
107.00 |
107.00 |
107.00 |
unch |
|
|
|
Feb08 |
071226 |
107.00 |
107.00 |
107.00 |
107.00 |
unch |
|
|
|
Mar08 |
071226 |
107.00 |
107.00 |
107.00 |
107.00 |
unch |
|
|
|
Apr08 |
071226 |
107.00 |
107.00 |
107.00 |
107.00 |
unch |
|
|
|
May08 |
071226 |
107.00 |
107.00 |
107.00 |
107.00 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
132 |
+0 |
DJIA Index(CBOT) |
Mar08 |
071226 |
13620 |
13650 |
13585 |
13643 |
+16 |
1,129 |
24,279 |
+680 |
Jun08 |
071226 |
13719 |
13719 |
13719 |
13719 |
+16 |
0 |
37 |
+0 |
Sep08 |
071226 |
13799 |
13799 |
13799 |
13799 |
+16 |
0 |
1 |
+0 |
Dec08 |
071226 |
13875 |
13875 |
13875 |
13875 |
+16 |
|
|
|
Total Volume and Open Interest |
1,129 |
24,317 |
|
S & P 500(CME) |
Mar08 |
071226 |
1502.00 |
1510.70 |
1499.30 |
1509.70 |
+3.10 |
8,699 |
516,159 |
-3,180 |
Jun08 |
071226 |
1518.00 |
1519.00 |
1518.00 |
1519.00 |
+3.10 |
39 |
6,565 |
+23 |
Sep08 |
071226 |
1526.50 |
1526.50 |
1526.50 |
1526.50 |
+3.10 |
4 |
468 |
+0 |
Dec08 |
071226 |
1533.50 |
1533.50 |
1533.50 |
1533.50 |
+3.10 |
0 |
3,118 |
-50 |
Total Volume and Open Interest |
8,742 |
526,318 |
-3,207 |
S & P 500 E-Mini(Globex) |
Mar08 |
071226 |
1506.50 |
1511.00 |
1499.25 |
1509.75 |
+3.25 |
253,393 |
1,746,639 |
-9,477 |
Jun08 |
071226 |
1517.50 |
1520.00 |
1508.50 |
1519.00 |
+3.00 |
484 |
388 |
+363 |
Total Volume and Open Interest |
253,877 |
1,747,039 |
-9,109 |
NASDAQ 100(CME) |
Mar08 |
071226 |
2145.00 |
2165.00 |
2138.00 |
2159.50 |
+11.50 |
1,262 |
36,764 |
+428 |
Jun08 |
071226 |
2180.00 |
2180.00 |
2180.00 |
2180.00 |
+11.50 |
0 |
25 |
+0 |
Sep08 |
071226 |
2206.00 |
2206.00 |
2206.00 |
2206.00 |
+11.50 |
0 |
5 |
+0 |
Total Volume and Open Interest |
1,262 |
36,795 |
+428 |
NASDAQ 100 E-Mini(Globex) |
Mar08 |
071226 |
2148.80 |
2164.30 |
2138.30 |
2159.50 |
+11.50 |
70,310 |
282,511 |
+6,648 |
Jun08 |
071226 |
2180.00 |
2180.00 |
2180.00 |
2180.00 |
+11.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
70,310 |
282,512 |
+6,648 |
S & P Midcap 400(CME) |
Mar08 |
071226 |
884.00 |
884.75 |
881.00 |
884.50 |
-1.60 |
59 |
4,952 |
+20 |
Jun08 |
071226 |
894.20 |
894.20 |
894.20 |
894.20 |
-1.60 |
|
|
|
Sep08 |
071226 |
902.10 |
902.10 |
902.10 |
902.10 |
-1.60 |
0 |
55 |
+0 |
Total Volume and Open Interest |
59 |
5,007 |
+20 |
Russell 2000(CME) |
Mar08 |
071226 |
794.50 |
804.00 |
794.00 |
801.40 |
+4.00 |
528 |
34,035 |
-677 |
Jun08 |
071226 |
806.40 |
806.40 |
806.40 |
806.40 |
+4.00 |
0 |
6 |
+0 |
Sep08 |
071226 |
812.40 |
812.40 |
812.40 |
812.40 |
+4.00 |
0 |
25 |
+0 |
Total Volume and Open Interest |
528 |
34,066 |
-677 |
Russell 2000 E-Mini(Globex) |
Dec07 |
071221 |
772.20 |
781.75 |
770.80 |
781.75 |
+10.15 |
54,623 |
319,719 |
-16,156 |
Mar08 |
071226 |
797.30 |
801.40 |
793.30 |
801.40 |
+4.00 |
46,383 |
564,320 |
-169 |
Jun08 |
071226 |
804.50 |
808.80 |
797.60 |
806.40 |
+4.00 |
4 |
21 |
+3 |
Total Volume and Open Interest |
46,387 |
564,344 |
-166 |
Value Line(KCBT) |
Mar08 |
071226 |
2305.00 |
2305.00 |
2305.00 |
2305.00 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
Nikkei 225(CME) |
Mar08 |
071226 |
15670 |
15730 |
15595 |
15685 |
+390 |
53,916 |
183,117 |
+1,794 |
Jun08 |
071226 |
15590 |
15630 |
15570 |
15610 |
+405 |
26 |
55 |
+1 |
Total Volume and Open Interest |
53,982 |
183,667 |
+1,795 |
Nikkei 225(SGX) |
Mar08 |
071226 |
15670 |
15730 |
15595 |
15685 |
+390 |
53,916 |
183,117 |
+1,794 |
Jun08 |
071226 |
15590 |
15630 |
15570 |
15610 |
+405 |
26 |
55 |
+1 |
Sep08 |
071226 |
15640 |
15640 |
15640 |
15640 |
+410 |
0 |
40 |
+0 |
Total Volume and Open Interest |
53,982 |
183,667 |
+1,795 |
CAC 40(EURONEXT) |
Jan08 |
071221 |
5584.0 |
5636.0 |
5578.0 |
5620.5 |
+92.0 |
0 |
340,056 |
+42,856 |
Feb08 |
071221 |
5619.0 |
5639.5 |
5616.5 |
5639.5 |
+92.0 |
0 |
2,031 |
+62 |
Mar08 |
071221 |
5632.0 |
5676.0 |
5623.0 |
5670.0 |
+102.0 |
0 |
40,556 |
-412 |
Total Volume and Open Interest |
155,192 |
896,369 |
-57,696 |
Hang Seng Index(HKFE) |
Dec07 |
071224 |
28250 |
28320 |
28070 |
28255 |
+407 |
6,307 |
6,764 |
-4,386 |
Jan08 |
071224 |
28064 |
28360 |
28064 |
28299 |
+409 |
2,752 |
8,731 |
+2,356 |
Total Volume and Open Interest |
9,076 |
15,915 |
-1,771 |
DAX(EUREX) |
Mar08 |
071221 |
8019.5 |
8115.0 |
8015.0 |
8088.0 |
+133.5 |
57,021 |
166,516 |
+18,580 |
Jun08 |
071221 |
8110.0 |
8200.0 |
8103.0 |
8176.0 |
+135.5 |
8,079 |
17,475 |
+137 |
Total Volume and Open Interest |
211,253 |
378,404 |
-20,829 |
FT-SE 100(EURONEXT) |
Mar08 |
071224 |
6482.00 |
6512.50 |
6468.50 |
6500.00 |
+36.00 |
95,034 |
390,847 |
+7,630 |
Jun08 |
071224 |
6507.50 |
6529.50 |
6507.50 |
6529.50 |
+36.00 |
13 |
6,846 |
+9 |
Sep08 |
071224 |
6550.00 |
6550.00 |
6550.00 |
6550.00 |
+16.00 |
0 |
1,500 |
+0 |
Total Volume and Open Interest |
116,342 |
543,090 |
+11,770 |
SPI 200(SFE) |
Dec07 |
071220 |
6205.0 |
6249.0 |
6157.0 |
6240.0 |
+27.0 |
57,831 |
363,962 |
+0 |
Mar08 |
071224 |
6356.0 |
6389.0 |
6295.0 |
6341.0 |
+17.0 |
18,007 |
225,440 |
-18,289 |
Jun08 |
071224 |
6405.0 |
6405.0 |
6405.0 |
6405.0 |
+18.0 |
38 |
1,909 |
+32 |
Total Volume and Open Interest |
18,051 |
228,579 |
-382,207 |
GSCI(CME) |
Jan08 |
071226 |
607.80 |
613.80 |
607.80 |
607.80 |
+5.90 |
83 |
21,178 |
+22 |
Feb08 |
071226 |
606.00 |
610.00 |
606.00 |
610.00 |
+8.50 |
|
|
|
Mar08 |
071226 |
610.00 |
610.00 |
610.00 |
610.00 |
+9.75 |
|
|
|
Total Volume and Open Interest |
83 |
21,178 |
+22 |
RJ/CRB Index(ICE) |
Jan08 |
071226 |
477.00 |
478.00 |
477.00 |
478.00 |
+3.00 |
12 |
308 |
-2 |
Feb08 |
071226 |
476.50 |
478.50 |
476.50 |
478.50 |
+3.00 |
0 |
419 |
+0 |
Apr08 |
071226 |
479.00 |
479.00 |
479.00 |
479.00 |
+3.00 |
5 |
761 |
+3 |
Total Volume and Open Interest |
17 |
1,491 |
+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. |
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