 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Mon December 31, 2007 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan08 |
071231 |
1197.00 |
1202.00 |
1180.75 |
1199.00 |
-8.75 |
13,779 |
23,303 |
-15,375 |
Mar08 |
071231 |
1210.50 |
1218.75 |
1197.00 |
1214.25 |
-8.75 |
19,416 |
280,180 |
+3,504 |
May08 |
071231 |
1223.00 |
1234.75 |
1213.00 |
1229.75 |
-10.75 |
2,680 |
62,747 |
+2,761 |
Jul08 |
071231 |
1226.00 |
1240.25 |
1220.00 |
1235.00 |
-11.50 |
3,265 |
63,994 |
-462 |
Aug08 |
071231 |
1210.00 |
1210.25 |
1194.75 |
1200.00 |
-19.00 |
100 |
4,457 |
+0 |
Sep08 |
071231 |
1164.00 |
1185.00 |
1155.75 |
1185.00 |
+14.00 |
49 |
2,490 |
+35 |
Nov08 |
071231 |
1105.00 |
1125.00 |
1100.25 |
1120.50 |
unch |
1,965 |
101,071 |
+141 |
Total Volume and Open Interest |
152,687 |
568,778 |
+0 |
Soybean Meal(CBOT) |
Jan08 |
071231 |
335.00 |
335.00 |
321.00 |
331.50 |
+5.50 |
5,017 |
13,218 |
-5,834 |
Mar08 |
071231 |
333.40 |
337.70 |
327.80 |
336.70 |
+3.20 |
8,188 |
107,885 |
-1,713 |
May08 |
071231 |
339.30 |
342.00 |
333.20 |
341.50 |
-2.50 |
1,438 |
44,406 |
-330 |
Jul08 |
071231 |
342.00 |
343.90 |
335.00 |
339.00 |
-7.00 |
1,531 |
31,972 |
-66 |
Aug08 |
071231 |
328.10 |
333.50 |
325.00 |
330.00 |
-4.00 |
73 |
7,404 |
-20 |
Sep08 |
071231 |
320.00 |
322.00 |
315.00 |
315.50 |
-6.50 |
31 |
6,267 |
-189 |
Oct08 |
071231 |
294.00 |
299.00 |
293.50 |
293.80 |
-3.20 |
64 |
5,336 |
+39 |
Dec08 |
071231 |
290.50 |
294.50 |
288.00 |
289.00 |
-3.50 |
719 |
23,489 |
-52 |
Total Volume and Open Interest |
58,068 |
251,244 |
+0 |
Soybean Oil(CBOT) |
Jan08 |
071231 |
49.51 |
49.51 |
48.29 |
48.85 |
+0.02 |
4,580 |
15,305 |
-437 |
Mar08 |
071231 |
49.32 |
49.70 |
49.16 |
49.63 |
-0.04 |
10,421 |
167,262 |
-156 |
May08 |
071231 |
49.92 |
50.16 |
49.72 |
50.11 |
-0.21 |
1,392 |
35,610 |
-319 |
Jul08 |
071231 |
50.30 |
50.58 |
50.11 |
50.51 |
-0.29 |
4,080 |
32,249 |
-177 |
Aug08 |
071231 |
50.50 |
50.59 |
50.25 |
50.50 |
-0.40 |
584 |
5,537 |
+301 |
Sep08 |
071231 |
50.19 |
50.50 |
50.05 |
50.45 |
-0.25 |
223 |
5,095 |
-10 |
Oct08 |
071231 |
49.70 |
49.70 |
49.50 |
49.65 |
-0.50 |
9 |
5,073 |
+1 |
Dec08 |
071231 |
50.02 |
50.45 |
49.72 |
50.33 |
-0.09 |
1,613 |
25,629 |
-393 |
Total Volume and Open Interest |
61,868 |
294,024 |
+0 |
Canola(WCE) |
Jan08 |
071231 |
502.7 |
507.6 |
502.5 |
505.0 |
-3.0 |
1,488 |
0 |
+0 |
Mar08 |
071231 |
516.9 |
518.7 |
510.6 |
517.8 |
-3.5 |
5,562 |
0 |
+0 |
May08 |
071231 |
521.4 |
528.5 |
521.4 |
528.4 |
-2.5 |
809 |
0 |
+0 |
Jul08 |
071231 |
530.2 |
534.2 |
530.2 |
531.4 |
-4.9 |
701 |
0 |
+0 |
Total Volume and Open Interest |
9,608 |
157,993 |
+157,993 |
Corn(CBOT) |
Mar08 |
071231 |
450.00 |
457.00 |
447.75 |
455.50 |
+3.50 |
13,496 |
597,895 |
-2,389 |
May08 |
071231 |
462.50 |
468.00 |
459.00 |
466.75 |
+3.50 |
5,178 |
137,547 |
+4,645 |
Jul08 |
071231 |
469.25 |
477.25 |
469.00 |
476.50 |
+3.50 |
1,507 |
153,160 |
+997 |
Sep08 |
071231 |
468.50 |
475.00 |
464.00 |
474.25 |
+2.00 |
479 |
29,258 |
+336 |
Dec08 |
071231 |
470.25 |
475.00 |
469.50 |
473.50 |
+0.50 |
2,557 |
281,042 |
+1,824 |
Mar09 |
071231 |
478.00 |
479.00 |
474.75 |
478.75 |
+0.75 |
143 |
17,598 |
+193 |
Total Volume and Open Interest |
106,948 |
1,276,461 |
+0 |
Wheat(CBOT) |
Mar08 |
071231 |
883.00 |
900.00 |
877.25 |
885.00 |
unch |
4,851 |
203,756 |
-4,645 |
May08 |
071231 |
893.50 |
905.00 |
885.00 |
893.00 |
unch |
1,167 |
50,391 |
+164 |
Jul08 |
071231 |
778.50 |
780.00 |
769.00 |
775.50 |
-2.50 |
2,437 |
98,801 |
-208 |
Sep08 |
071231 |
783.50 |
783.50 |
772.00 |
775.00 |
-7.25 |
135 |
18,845 |
+45 |
Dec08 |
071231 |
791.50 |
793.00 |
783.75 |
788.00 |
-4.50 |
556 |
39,258 |
+8 |
Total Volume and Open Interest |
39,595 |
429,972 |
+0 |
Wheat(KCBT) |
Mar08 |
071231 |
914.00 |
920.00 |
890.00 |
913.50 |
-0.50 |
7,503 |
69,712 |
-18 |
May08 |
071231 |
906.00 |
924.00 |
901.00 |
920.00 |
+14.50 |
2,550 |
9,212 |
+654 |
Jul08 |
071231 |
812.00 |
822.00 |
800.00 |
820.25 |
+6.25 |
1,954 |
29,994 |
-161 |
Sep08 |
071231 |
808.75 |
820.00 |
800.75 |
820.00 |
+5.50 |
317 |
5,835 |
-109 |
Dec08 |
071231 |
813.00 |
824.00 |
809.75 |
823.00 |
+6.00 |
492 |
3,286 |
+219 |
Total Volume and Open Interest |
14,724 |
120,556 |
+0 |
Wheat(MGE) |
Mar08 |
071231 |
1029.00 |
1044.00 |
1024.00 |
1036.25 |
+6.25 |
2,644 |
37,129 |
+207 |
May08 |
071231 |
995.00 |
1006.00 |
990.00 |
1006.00 |
+12.00 |
1,116 |
10,268 |
+121 |
Jul08 |
071231 |
927.00 |
941.00 |
927.00 |
932.00 |
+6.00 |
74 |
2,725 |
+46 |
Sep08 |
071231 |
841.00 |
851.00 |
839.00 |
850.00 |
+9.00 |
188 |
6,231 |
+37 |
Dec08 |
071231 |
839.00 |
845.00 |
835.00 |
844.50 |
+2.50 |
219 |
6,162 |
+32 |
Total Volume and Open Interest |
6,182 |
62,473 |
+0 |
Oats(CBOT) |
Mar08 |
071231 |
300.00 |
308.00 |
299.25 |
306.75 |
+3.75 |
399 |
9,595 |
+28 |
May08 |
071231 |
310.50 |
314.50 |
309.50 |
312.00 |
+1.00 |
183 |
875 |
-1 |
Jul08 |
071231 |
318.50 |
318.50 |
318.50 |
318.50 |
unch |
4 |
301 |
+4 |
Sep08 |
071231 |
323.50 |
323.50 |
323.50 |
323.50 |
unch |
0 |
41 |
+3 |
Total Volume and Open Interest |
939 |
11,547 |
+0 |
Rough Rice(CBOT) |
Jan08 |
071231 |
13.56 |
13.64 |
13.55 |
13.55 |
-0.10 |
376 |
1,046 |
-997 |
Mar08 |
071231 |
13.96 |
14.00 |
13.85 |
13.86 |
-0.11 |
436 |
14,071 |
+525 |
May08 |
071231 |
14.20 |
14.21 |
14.15 |
14.15 |
-0.07 |
6 |
686 |
+11 |
Jul08 |
071231 |
14.34 |
14.34 |
14.34 |
14.34 |
-0.07 |
0 |
1,010 |
-2 |
Total Volume and Open Interest |
2,824 |
18,969 |
+0 |
Live Cattle(CME) |
Dec07 |
071231 |
93.600 |
96.250 |
93.500 |
96.250 |
+2.750 |
439 |
132 |
-386 |
Feb08 |
071231 |
96.225 |
96.750 |
95.700 |
96.175 |
+0.125 |
11,795 |
117,393 |
-2,993 |
Apr08 |
071231 |
98.325 |
98.875 |
98.300 |
98.500 |
+0.170 |
7,754 |
67,202 |
+829 |
Jun08 |
071231 |
94.725 |
95.200 |
94.725 |
95.025 |
+0.240 |
3,106 |
26,728 |
+1,338 |
Aug08 |
071231 |
96.350 |
96.500 |
96.050 |
96.400 |
+0.420 |
1,306 |
16,119 |
+42 |
Oct08 |
071231 |
99.950 |
100.000 |
99.750 |
99.975 |
+0.145 |
606 |
6,040 |
+20 |
Total Volume and Open Interest |
31,649 |
240,957 |
+0 |
Feeder Cattle(CME) |
Jan08 |
071231 |
104.550 |
105.650 |
104.500 |
105.100 |
+0.770 |
478 |
6,027 |
-74 |
Mar08 |
071231 |
106.000 |
107.750 |
105.850 |
107.100 |
+0.750 |
1,039 |
15,503 |
+135 |
Apr08 |
071231 |
108.575 |
109.700 |
108.575 |
109.450 |
+0.870 |
344 |
3,885 |
+91 |
May08 |
071231 |
110.000 |
110.800 |
110.000 |
110.800 |
+0.850 |
260 |
4,855 |
+73 |
Aug08 |
071231 |
110.750 |
111.150 |
110.500 |
110.975 |
+0.525 |
102 |
2,172 |
+53 |
Sep08 |
071231 |
110.000 |
110.150 |
110.000 |
110.150 |
+0.515 |
0 |
93 |
+0 |
Oct08 |
071231 |
109.900 |
109.900 |
109.650 |
109.900 |
+0.500 |
0 |
61 |
+0 |
Total Volume and Open Interest |
4,496 |
32,410 |
+0 |
Lean Hogs(CME) |
Feb08 |
071231 |
57.200 |
58.100 |
57.000 |
57.875 |
+0.575 |
18,003 |
94,841 |
-1,780 |
Apr08 |
071231 |
63.150 |
64.050 |
62.950 |
63.750 |
+0.400 |
10,253 |
50,525 |
+3,115 |
May08 |
071231 |
69.650 |
69.900 |
69.250 |
69.900 |
+0.175 |
205 |
2,658 |
-36 |
Jun08 |
071231 |
72.600 |
73.400 |
72.500 |
73.250 |
+0.320 |
3,101 |
29,238 |
+168 |
Jul08 |
071231 |
72.750 |
73.250 |
72.600 |
73.050 |
-0.030 |
1,122 |
11,613 |
+166 |
Aug08 |
071231 |
71.700 |
72.250 |
71.500 |
72.250 |
+0.350 |
539 |
5,948 |
-39 |
Oct08 |
071231 |
67.150 |
67.950 |
66.900 |
67.950 |
+0.950 |
602 |
5,690 |
-194 |
Dec08 |
071231 |
67.200 |
67.800 |
67.000 |
67.800 |
+0.550 |
1,081 |
10,368 |
+774 |
Total Volume and Open Interest |
24,692 |
208,832 |
+0 |
Pork Bellies(CME) |
Feb08 |
071231 |
84.600 |
87.000 |
84.100 |
85.975 |
+1.190 |
207 |
1,200 |
+20 |
Mar08 |
071231 |
85.000 |
85.500 |
85.000 |
85.500 |
+0.700 |
12 |
358 |
+4 |
May08 |
071231 |
87.250 |
87.600 |
87.200 |
87.600 |
+0.350 |
4 |
234 |
+2 |
Jul08 |
071231 |
86.300 |
86.300 |
86.300 |
86.300 |
unch |
1 |
162 |
+1 |
Aug08 |
071231 |
86.200 |
86.200 |
86.200 |
86.200 |
unch |
0 |
59 |
+0 |
Total Volume and Open Interest |
94 |
1,986 |
+0 |
Class III Milk(CME) |
Dec07 |
071231 |
20.49 |
20.49 |
20.49 |
20.49 |
unch |
16 |
0 |
-4,176 |
Jan08 |
071231 |
18.88 |
18.88 |
18.88 |
18.88 |
unch |
8 |
0 |
-3,835 |
Feb08 |
071231 |
17.87 |
17.87 |
17.87 |
17.87 |
unch |
20 |
0 |
-3,292 |
Mar08 |
071231 |
17.44 |
17.44 |
17.44 |
17.44 |
unch |
3 |
0 |
-2,792 |
Apr08 |
071231 |
16.75 |
16.75 |
16.75 |
16.75 |
unch |
10 |
0 |
-2,567 |
Total Volume and Open Interest |
1,527 |
31,540 |
+0 |
Cocoa(ICE) |
Mar08 |
071231 |
2057 |
2065 |
2026 |
2035 |
-22 |
4,932 |
99,803 |
-972 |
May08 |
071231 |
2049 |
2057 |
2026 |
2038 |
-19 |
641 |
27,838 |
-83 |
Jul08 |
071231 |
2056 |
2060 |
2044 |
2045 |
-19 |
225 |
11,463 |
+111 |
Sep08 |
071231 |
2058 |
2058 |
2040 |
2046 |
-20 |
63 |
8,771 |
-26 |
Dec08 |
071231 |
2065 |
2065 |
2051 |
2058 |
-17 |
460 |
15,909 |
+222 |
Mar09 |
071231 |
2073 |
2073 |
2073 |
2073 |
-17 |
136 |
4,499 |
+54 |
May09 |
071231 |
2078 |
2078 |
2078 |
2078 |
-18 |
1 |
2,359 |
+0 |
Total Volume and Open Interest |
16,313 |
171,337 |
+0 |
Coffee "C"(ICE) |
Mar08 |
071231 |
133.20 |
137.00 |
133.10 |
136.20 |
+3.10 |
6,946 |
110,413 |
-472 |
May08 |
071231 |
135.85 |
139.35 |
135.85 |
138.75 |
+3.10 |
1,125 |
24,312 |
+75 |
Jul08 |
071231 |
138.25 |
141.70 |
138.25 |
141.25 |
+3.10 |
244 |
6,249 |
-29 |
Sep08 |
071231 |
141.00 |
144.00 |
141.00 |
143.55 |
+3.05 |
306 |
8,813 |
-187 |
Dec08 |
071231 |
144.90 |
146.95 |
144.90 |
146.95 |
+3.05 |
693 |
6,119 |
-313 |
Mar09 |
071231 |
149.00 |
150.50 |
148.75 |
150.15 |
+2.95 |
312 |
3,984 |
+2 |
Total Volume and Open Interest |
15,370 |
163,622 |
+0 |
Orange Juice(ICE) |
Jan08 |
071231 |
142.80 |
150.25 |
140.50 |
143.60 |
+0.60 |
939 |
1,184 |
-1,171 |
Mar08 |
071231 |
144.35 |
153.00 |
142.40 |
144.80 |
+0.45 |
2,075 |
18,650 |
+442 |
May08 |
071231 |
146.00 |
153.75 |
144.50 |
146.35 |
+0.45 |
161 |
3,750 |
+27 |
Jul08 |
071231 |
147.30 |
152.75 |
147.30 |
147.60 |
+0.40 |
31 |
897 |
+13 |
Sep08 |
071231 |
149.50 |
149.50 |
148.95 |
148.95 |
+0.45 |
10 |
428 |
+0 |
Nov08 |
071231 |
149.45 |
149.45 |
149.45 |
149.45 |
+1.45 |
0 |
363 |
+0 |
Total Volume and Open Interest |
6,760 |
26,818 |
+0 |
Sugar #11(ICE) |
Mar08 |
071231 |
10.93 |
11.02 |
10.79 |
10.82 |
-0.12 |
48,003 |
462,625 |
+4,259 |
May08 |
071231 |
11.24 |
11.29 |
11.11 |
11.12 |
-0.13 |
17,046 |
118,502 |
+5,120 |
Jul08 |
071231 |
11.36 |
11.40 |
11.25 |
11.28 |
-0.10 |
6,453 |
91,705 |
-850 |
Oct08 |
071231 |
11.62 |
11.65 |
11.55 |
11.57 |
-0.09 |
2,362 |
83,105 |
+1,128 |
Mar09 |
071231 |
12.22 |
12.24 |
12.12 |
12.13 |
-0.10 |
1,332 |
55,546 |
+243 |
Total Volume and Open Interest |
104,284 |
886,687 |
+0 |
Sugar #14(ICE) |
Mar08 |
071231 |
20.48 |
20.48 |
20.48 |
20.48 |
-0.01 |
15 |
3,527 |
+0 |
May08 |
071231 |
20.47 |
20.47 |
20.47 |
20.47 |
-0.02 |
0 |
3,853 |
+0 |
Jul08 |
071231 |
20.68 |
20.68 |
20.68 |
20.68 |
-0.01 |
67 |
2,013 |
+0 |
Sep08 |
071231 |
20.83 |
20.83 |
20.83 |
20.83 |
-0.01 |
0 |
1,351 |
+0 |
Nov08 |
071231 |
21.07 |
21.07 |
21.07 |
21.07 |
-0.02 |
0 |
326 |
+0 |
Total Volume and Open Interest |
82 |
11,094 |
+0 |
London Cocoa(LCE) |
Mar08 |
071231 |
1047 |
1047 |
992 |
1043 |
-6 |
2,901 |
76,109 |
+415 |
May08 |
071231 |
1061 |
1062 |
1058 |
1061 |
-6 |
387 |
27,557 |
+203 |
Jul08 |
071231 |
1088 |
1091 |
1088 |
1090 |
-6 |
1,302 |
54,282 |
+92 |
Sep08 |
071231 |
1072 |
1072 |
1072 |
1072 |
-6 |
395 |
22,880 |
+237 |
Dec08 |
071231 |
1068 |
1068 |
1068 |
1068 |
-6 |
422 |
21,460 |
+305 |
Mar09 |
071231 |
1076 |
1076 |
1076 |
1076 |
-7 |
140 |
5,376 |
+108 |
May09 |
071231 |
1085 |
1085 |
1085 |
1085 |
-7 |
10 |
363 |
+4 |
Total Volume and Open Interest |
10,288 |
206,702 |
+0 |
London Coffee(LCE) |
Jan08 |
071231 |
1840.00 |
1870.00 |
1840.00 |
1866.00 |
+16.00 |
24,467 |
19,885 |
-4,944 |
Mar08 |
071231 |
1890.00 |
1910.00 |
1880.00 |
1907.00 |
+18.00 |
13,644 |
92,043 |
-5,852 |
May08 |
071231 |
1913.00 |
1932.00 |
1903.00 |
1927.00 |
+15.00 |
1,573 |
20,523 |
+470 |
Jul08 |
071231 |
1940.00 |
1947.00 |
1940.00 |
1942.00 |
+15.00 |
148 |
6,561 |
+124 |
Sep08 |
071231 |
1953.00 |
1963.00 |
1953.00 |
1957.00 |
+14.00 |
204 |
8,701 |
+111 |
Nov08 |
071231 |
1960.00 |
1966.00 |
1960.00 |
1963.00 |
+14.00 |
0 |
970 |
+0 |
Total Volume and Open Interest |
25,754 |
161,141 |
+0 |
London Sugar(LCE) |
Mar08 |
071231 |
316.00 |
317.40 |
315.00 |
315.00 |
-0.90 |
3,224 |
49,488 |
+183 |
May08 |
071231 |
320.50 |
320.50 |
318.30 |
318.50 |
-1.30 |
1,422 |
13,114 |
+382 |
Aug08 |
071231 |
321.90 |
321.90 |
320.80 |
321.00 |
-0.80 |
315 |
7,352 |
+160 |
Oct08 |
071231 |
326.20 |
326.70 |
325.30 |
325.30 |
-1.00 |
260 |
6,041 |
+117 |
Dec08 |
071231 |
331.50 |
331.50 |
330.30 |
330.30 |
-1.40 |
30 |
1,725 |
-4 |
Total Volume and Open Interest |
5,785 |
81,613 |
+0 |
Cotton(ICE) |
Mar08 |
071231 |
67.89 |
68.10 |
67.35 |
68.01 |
+0.12 |
12,869 |
133,258 |
+627 |
May08 |
071231 |
69.50 |
69.60 |
68.90 |
69.57 |
+0.19 |
1,953 |
24,388 |
+133 |
Jul08 |
071231 |
71.00 |
71.40 |
70.50 |
71.21 |
+0.17 |
1,673 |
27,374 |
+75 |
Oct08 |
071231 |
73.45 |
73.45 |
73.45 |
73.45 |
-0.10 |
110 |
463 |
+0 |
Dec08 |
071231 |
75.25 |
75.35 |
74.65 |
75.21 |
+0.01 |
4,633 |
43,843 |
+1,372 |
Mar09 |
071231 |
77.70 |
77.70 |
77.70 |
77.70 |
unch |
0 |
1,164 |
+0 |
Total Volume and Open Interest |
39,381 |
229,201 |
+0 |
Lumber(CME) |
Jan08 |
071231 |
234.0 |
235.0 |
233.5 |
234.5 |
-0.3 |
706 |
2,100 |
-212 |
Mar08 |
071231 |
255.4 |
256.2 |
253.3 |
256.1 |
-0.7 |
1,003 |
6,413 |
+348 |
May08 |
071231 |
268.5 |
270.0 |
268.5 |
269.1 |
-1.4 |
101 |
710 |
+20 |
Jul08 |
071231 |
279.5 |
279.5 |
276.0 |
279.5 |
+3.8 |
5 |
143 |
+3 |
Total Volume and Open Interest |
1,006 |
9,306 |
+0 |
Crude Oil(NYM) |
Feb08 |
071231 |
96.12 |
96.78 |
94.73 |
95.98 |
-0.02 |
143,679 |
319,543 |
-10,306 |
Mar08 |
071231 |
96.00 |
96.50 |
94.55 |
95.78 |
+0.02 |
58,112 |
166,417 |
+2,981 |
Apr08 |
071231 |
95.50 |
95.90 |
94.12 |
95.24 |
+0.09 |
24,669 |
67,090 |
+982 |
May08 |
071231 |
95.00 |
95.29 |
93.81 |
94.65 |
+0.14 |
12,280 |
60,738 |
+841 |
Jun08 |
071231 |
94.17 |
94.71 |
93.11 |
94.03 |
+0.14 |
14,860 |
77,742 |
-3,113 |
Jul08 |
071231 |
93.90 |
93.90 |
92.74 |
93.45 |
+0.14 |
3,190 |
24,897 |
+128 |
Aug08 |
071231 |
93.15 |
93.70 |
92.25 |
92.92 |
+0.16 |
1,080 |
20,613 |
-5 |
Sep08 |
071231 |
92.85 |
92.85 |
92.07 |
92.40 |
+0.16 |
2,458 |
40,900 |
+1,228 |
Oct08 |
071231 |
91.65 |
91.91 |
91.65 |
91.91 |
+0.16 |
99 |
30,541 |
+9 |
Nov08 |
071231 |
91.47 |
91.47 |
91.44 |
91.44 |
+0.14 |
140 |
22,257 |
+69 |
Dec08 |
071231 |
91.00 |
91.70 |
90.16 |
90.97 |
+0.11 |
7,883 |
172,840 |
+522 |
Jan09 |
071231 |
90.54 |
90.54 |
90.54 |
90.54 |
+0.10 |
423 |
24,646 |
+136 |
Feb09 |
071231 |
90.11 |
90.11 |
90.11 |
90.11 |
+0.09 |
54 |
12,756 |
-48 |
Mar09 |
071231 |
89.68 |
89.68 |
89.68 |
89.68 |
+0.07 |
8 |
6,173 |
+1 |
Apr09 |
071231 |
89.26 |
89.26 |
89.26 |
89.26 |
+0.05 |
2 |
11,595 |
+2 |
May09 |
071231 |
88.87 |
88.87 |
88.87 |
88.87 |
+0.04 |
50 |
13,679 |
-50 |
Total Volume and Open Interest |
296,224 |
1,356,423 |
+0 |
Heating Oil(NYM) |
Jan08 |
071231 |
264.35 |
267.70 |
262.84 |
264.44 |
+0.74 |
28,227 |
8,187 |
-9,477 |
Feb08 |
071231 |
263.16 |
267.04 |
262.24 |
264.94 |
+2.06 |
32,470 |
86,285 |
+1,332 |
Mar08 |
071231 |
261.78 |
265.75 |
261.02 |
263.69 |
+2.26 |
8,008 |
41,659 |
-66 |
Apr08 |
071231 |
258.66 |
261.00 |
256.98 |
259.59 |
+2.66 |
2,496 |
15,656 |
+66 |
May08 |
071231 |
254.41 |
256.41 |
253.25 |
255.59 |
+2.86 |
804 |
10,533 |
+133 |
Jun08 |
071231 |
251.46 |
254.00 |
250.40 |
252.79 |
+3.06 |
1,359 |
17,717 |
-30 |
Jul08 |
071231 |
250.71 |
252.14 |
250.71 |
252.14 |
+3.11 |
216 |
4,810 |
+74 |
Aug08 |
071231 |
249.65 |
252.24 |
249.65 |
252.24 |
+3.21 |
222 |
1,178 |
+21 |
Sep08 |
071231 |
252.15 |
252.99 |
252.15 |
252.99 |
+3.26 |
274 |
3,877 |
+115 |
Oct08 |
071231 |
252.50 |
254.44 |
252.50 |
254.44 |
+3.31 |
32 |
1,359 |
+26 |
Nov08 |
071231 |
255.99 |
255.99 |
255.99 |
255.99 |
+3.36 |
6 |
885 |
+1 |
Dec08 |
071231 |
257.49 |
257.49 |
257.49 |
257.49 |
+3.41 |
594 |
7,807 |
+21 |
Total Volume and Open Interest |
61,702 |
216,592 |
+0 |
Gasoline(NYMEX) |
Jan08 |
071231 |
247.76 |
249.85 |
245.80 |
247.58 |
+1.61 |
21,587 |
14,548 |
-5,888 |
Feb08 |
071231 |
247.85 |
251.65 |
247.23 |
249.08 |
+1.26 |
27,969 |
64,900 |
+5,024 |
Mar08 |
071231 |
251.84 |
254.33 |
250.00 |
252.08 |
+1.36 |
9,480 |
44,154 |
+1,578 |
Apr08 |
071231 |
263.20 |
266.00 |
261.75 |
263.53 |
+1.31 |
3,879 |
24,543 |
-157 |
May08 |
071231 |
264.45 |
265.87 |
262.35 |
263.73 |
+1.36 |
3,298 |
20,584 |
+280 |
Jun08 |
071231 |
264.10 |
265.34 |
262.50 |
262.83 |
+1.31 |
2,648 |
16,736 |
-231 |
Jul08 |
071231 |
261.12 |
261.50 |
260.40 |
260.63 |
+1.31 |
257 |
4,605 |
+67 |
Aug08 |
071231 |
258.15 |
258.15 |
257.33 |
257.33 |
+1.31 |
136 |
2,982 |
+3 |
Sep08 |
071231 |
253.75 |
253.75 |
252.88 |
252.88 |
+1.31 |
230 |
5,722 |
+77 |
Oct08 |
071231 |
240.50 |
240.50 |
238.53 |
238.53 |
+1.31 |
407 |
2,121 |
+393 |
Total Volume and Open Interest |
70,394 |
214,716 |
+1,473 |
e-MiNY RBOB Gasoline(NYMEX) |
Feb08 |
071228 |
252.50 |
252.50 |
247.82 |
247.82 |
-4.10 |
0 |
10 |
+0 |
Mar08 |
071231 |
252.08 |
252.08 |
252.08 |
252.08 |
+1.36 |
0 |
2 |
+0 |
Apr08 |
071231 |
263.53 |
263.53 |
263.53 |
263.53 |
+1.31 |
|
|
|
May08 |
071231 |
263.73 |
263.73 |
263.73 |
263.73 |
-2.77 |
|
|
|
Total Volume and Open Interest |
1 |
29 |
+0 |
Natural Gas(NYM) |
Feb08 |
071231 |
7.349 |
7.540 |
7.283 |
7.483 |
+0.097 |
36,978 |
115,717 |
-2,945 |
Mar08 |
071231 |
7.350 |
7.569 |
7.300 |
7.521 |
+0.110 |
13,904 |
123,381 |
+2,975 |
Apr08 |
071231 |
7.371 |
7.580 |
7.334 |
7.546 |
+0.110 |
6,807 |
58,408 |
+876 |
May08 |
071231 |
7.399 |
7.639 |
7.399 |
7.613 |
+0.109 |
3,942 |
47,840 |
+1,100 |
Jun08 |
071231 |
7.563 |
7.735 |
7.563 |
7.703 |
+0.105 |
1,224 |
25,687 |
+53 |
Jul08 |
071231 |
7.690 |
7.805 |
7.685 |
7.796 |
+0.100 |
887 |
22,346 |
-291 |
Aug08 |
071231 |
7.736 |
7.890 |
7.700 |
7.878 |
+0.097 |
827 |
21,701 |
+409 |
Sep08 |
071231 |
7.791 |
7.920 |
7.785 |
7.911 |
+0.097 |
686 |
15,512 |
+21 |
Oct08 |
071231 |
7.875 |
8.015 |
7.874 |
7.986 |
+0.097 |
2,063 |
41,931 |
+132 |
Nov08 |
071231 |
8.243 |
8.351 |
8.243 |
8.351 |
+0.082 |
765 |
24,791 |
+122 |
Dec08 |
071231 |
8.680 |
8.767 |
8.680 |
8.767 |
+0.066 |
541 |
20,781 |
-242 |
Jan09 |
071231 |
8.945 |
9.021 |
8.940 |
9.021 |
+0.060 |
1,983 |
40,818 |
+461 |
Feb09 |
071231 |
8.990 |
9.036 |
8.990 |
9.036 |
+0.060 |
6 |
7,268 |
+6 |
Mar09 |
071231 |
8.790 |
8.811 |
8.790 |
8.811 |
+0.062 |
1,500 |
31,281 |
-95 |
Apr09 |
071231 |
8.126 |
8.126 |
8.126 |
8.126 |
+0.032 |
992 |
29,435 |
-253 |
May09 |
071231 |
8.000 |
8.120 |
8.000 |
8.120 |
+0.032 |
2,655 |
23,613 |
-1,000 |
Total Volume and Open Interest |
99,412 |
840,221 |
-1,624 |
Brent Crude Oil(ICE) |
Feb08 |
071231 |
94.29 |
95.29 |
93.25 |
93.85 |
-0.03 |
63,002 |
108,735 |
-7,182 |
Mar08 |
071231 |
93.86 |
95.10 |
93.10 |
93.66 |
-0.11 |
43,264 |
129,171 |
+3,677 |
Apr08 |
071231 |
93.78 |
94.95 |
92.98 |
93.48 |
-0.23 |
19,830 |
35,855 |
+2,335 |
May08 |
071231 |
93.76 |
94.58 |
92.71 |
93.22 |
-0.26 |
8,387 |
19,284 |
+1,696 |
Jun08 |
071231 |
93.30 |
94.19 |
92.37 |
92.91 |
-0.27 |
6,716 |
30,986 |
-305 |
Jul08 |
071231 |
93.78 |
93.78 |
92.13 |
92.58 |
-0.26 |
1,604 |
10,245 |
+592 |
Aug08 |
071231 |
93.23 |
93.23 |
92.25 |
92.25 |
-0.23 |
1,474 |
7,946 |
+366 |
Sep08 |
071231 |
91.92 |
91.92 |
91.92 |
91.92 |
-0.19 |
0 |
10,045 |
+119 |
Oct08 |
071231 |
91.60 |
91.62 |
91.60 |
91.62 |
-0.12 |
713 |
6,660 |
+314 |
Nov08 |
071231 |
91.28 |
91.28 |
91.28 |
91.28 |
-0.09 |
0 |
3,968 |
-924 |
Dec08 |
071231 |
91.22 |
91.90 |
90.22 |
90.95 |
-0.06 |
4,102 |
58,182 |
-420 |
Jan09 |
071231 |
90.65 |
90.65 |
90.65 |
90.65 |
-0.03 |
7 |
12,478 |
-5 |
Feb09 |
071231 |
90.35 |
90.35 |
90.35 |
90.35 |
-0.02 |
0 |
3,777 |
+0 |
Mar09 |
071231 |
90.05 |
90.05 |
90.05 |
90.05 |
-0.02 |
0 |
4,191 |
+1,000 |
Total Volume and Open Interest |
149,582 |
535,743 |
+0 |
Gas Oil(ICE) |
Jan08 |
071231 |
834.50 |
842.50 |
828.50 |
839.25 |
-5.75 |
19,626 |
67,542 |
-3,625 |
Feb08 |
071231 |
826.50 |
834.75 |
820.75 |
831.25 |
-5.25 |
15,185 |
73,043 |
+603 |
Mar08 |
071231 |
821.50 |
826.75 |
813.25 |
823.25 |
-4.75 |
4,310 |
31,175 |
+841 |
Apr08 |
071231 |
812.75 |
818.50 |
805.00 |
814.25 |
-4.75 |
1,043 |
13,660 |
-153 |
May08 |
071231 |
808.75 |
808.75 |
801.25 |
806.25 |
-4.50 |
893 |
13,223 |
-27 |
Jun08 |
071231 |
803.50 |
803.50 |
796.50 |
801.00 |
-4.25 |
1,891 |
33,058 |
-305 |
Jul08 |
071231 |
800.00 |
800.00 |
800.00 |
800.00 |
-4.25 |
237 |
7,059 |
-128 |
Aug08 |
071231 |
800.75 |
800.75 |
800.75 |
800.75 |
-4.00 |
50 |
2,981 |
+50 |
Sep08 |
071231 |
801.75 |
801.75 |
801.75 |
801.75 |
-3.75 |
50 |
2,663 |
-15 |
Oct08 |
071231 |
802.00 |
802.00 |
802.00 |
802.00 |
-4.00 |
0 |
1,266 |
+0 |
Total Volume and Open Interest |
45,870 |
278,315 |
-2,677 |
US Dollar Index(ICE) |
Mar08 |
071231 |
75.965 |
76.760 |
75.965 |
76.700 |
+0.465 |
3,496 |
27,347 |
-106 |
Jun08 |
071231 |
76.080 |
76.760 |
76.080 |
76.760 |
+0.465 |
6 |
5,633 |
+6 |
Sep08 |
071231 |
76.880 |
76.880 |
76.880 |
76.880 |
+0.465 |
67 |
500 |
+25 |
Total Volume and Open Interest |
6,190 |
33,555 |
+0 |
Australian Dollar(CME) |
Mar08 |
071231 |
87.24 |
87.88 |
87.11 |
87.26 |
+0.33 |
846 |
58,255 |
-470 |
Jun08 |
071231 |
87.35 |
87.35 |
86.65 |
86.65 |
+0.33 |
0 |
434 |
+0 |
Sep08 |
071231 |
85.92 |
85.92 |
85.92 |
85.92 |
+0.33 |
0 |
76 |
+0 |
Total Volume and Open Interest |
31,170 |
59,353 |
+0 |
British Pound(CME) |
Mar08 |
071231 |
199.11 |
200.61 |
197.68 |
197.85 |
-1.00 |
926 |
78,699 |
+3,927 |
Jun08 |
071231 |
198.01 |
199.99 |
197.30 |
197.30 |
-1.00 |
0 |
245 |
+3 |
Sep08 |
071231 |
196.62 |
199.08 |
196.62 |
196.62 |
-1.00 |
0 |
9 |
+0 |
Total Volume and Open Interest |
44,447 |
75,080 |
+0 |
Canadian Dollar(CME) |
Mar08 |
071231 |
102.10 |
102.47 |
100.56 |
100.99 |
-1.01 |
1,017 |
76,435 |
+1,402 |
Jun08 |
071231 |
101.99 |
102.20 |
100.64 |
100.96 |
-1.00 |
0 |
3,711 |
-1 |
Sep08 |
071231 |
100.91 |
102.12 |
100.72 |
100.91 |
-1.00 |
1 |
1,329 |
+1 |
Dec08 |
071231 |
100.83 |
101.70 |
100.79 |
100.83 |
-1.00 |
8 |
534 |
+6 |
Total Volume and Open Interest |
23,650 |
80,716 |
+0 |
Japanese Yen(CME) |
Mar08 |
071231 |
89.65 |
90.48 |
89.45 |
90.13 |
+0.77 |
6,540 |
159,034 |
-10,447 |
Jun08 |
071231 |
91.00 |
91.24 |
90.33 |
90.95 |
+0.77 |
0 |
24,489 |
+1 |
Sep08 |
071231 |
91.64 |
91.70 |
91.17 |
91.64 |
+0.77 |
0 |
487 |
+0 |
Total Volume and Open Interest |
71,137 |
194,507 |
+0 |
Swiss Franc(CME) |
Mar08 |
071231 |
89.10 |
89.47 |
88.32 |
88.38 |
-0.78 |
2,236 |
62,101 |
-1,462 |
Jun08 |
071231 |
89.59 |
89.73 |
88.74 |
88.74 |
-0.78 |
0 |
53 |
+1 |
Sep08 |
071231 |
89.64 |
89.83 |
88.98 |
88.98 |
-0.78 |
0 |
22 |
+0 |
Total Volume and Open Interest |
38,452 |
63,677 |
+0 |
EuroFX(CME) |
Mar08 |
071231 |
147.39 |
147.59 |
145.80 |
145.90 |
-1.36 |
4,622 |
170,740 |
+353 |
Jun08 |
071231 |
147.35 |
147.49 |
145.80 |
145.81 |
-1.41 |
2 |
1,251 |
+12 |
Sep08 |
071231 |
147.21 |
147.21 |
145.60 |
145.60 |
-1.41 |
0 |
537 |
+1 |
Total Volume and Open Interest |
112,935 |
172,304 |
+0 |
Mexican Peso(CME) |
Jan08 |
071231 |
915.0 |
915.0 |
915.0 |
915.0 |
-1.8 |
0 |
3 |
+0 |
Feb08 |
071231 |
913.0 |
913.0 |
913.0 |
913.0 |
-1.8 |
0 |
110 |
+0 |
Total Volume and Open Interest |
31,708 |
92,822 |
+0 |
30-Year T-Bonds(CBOT) |
Mar08 |
071231 |
115~27 |
116~23 |
115~25 |
116~12 |
+0~22 |
138,271 |
918,180 |
+2,596 |
Jun08 |
071231 |
115~16 |
116~09 |
115~16 |
115~24 |
+0~22 |
36 |
2,437 |
+15 |
Sep08 |
071231 |
115~08 |
115~08 |
115~08 |
115~08 |
+0~22 |
2 |
22 |
+1 |
Total Volume and Open Interest |
134,102 |
918,034 |
+0 |
10-Year T-Notes(CBOT) |
Mar08 |
071231 |
113~005 |
113~180 |
112~310 |
113~125 |
+0~155 |
403,299 |
2,116,449 |
-32,365 |
Jun08 |
071231 |
112~070 |
112~225 |
112~070 |
112~225 |
+0~160 |
32 |
1,322 |
+15 |
Sep08 |
071231 |
112~225 |
112~225 |
112~225 |
112~225 |
+112~225 |
|
|
|
Total Volume and Open Interest |
851,890 |
2,252,548 |
|
5-Year T-Notes(CBOT) |
Mar08 |
071231 |
110~020 |
110~120 |
110~005 |
110~090 |
+0~105 |
289,595 |
0 |
+0 |
Jun08 |
071231 |
110~090 |
110~090 |
110~090 |
110~090 |
+0~105 |
|
|
|
Total Volume and Open Interest |
228,021 |
1,777,488 |
+1,761,553 |
2 Year T-Notes(CBOT) |
Mar08 |
071231 |
105~000 |
105~021 |
105~000 |
105~016 |
+0~020 |
370 |
978,735 |
+7,021 |
Total Volume and Open Interest |
108,637 |
987,327 |
+0 |
Eurodollars(CME) |
Mar08 |
071231 |
95.745 |
95.780 |
95.730 |
95.765 |
+0.035 |
6,301 |
1,440,884 |
-814 |
Jun08 |
071231 |
96.215 |
96.285 |
96.205 |
96.255 |
+0.060 |
2,178 |
1,446,031 |
+20,174 |
Sep08 |
071231 |
96.470 |
96.540 |
96.455 |
96.510 |
+0.060 |
7,719 |
1,309,357 |
+79 |
Dec08 |
071231 |
96.580 |
96.660 |
96.570 |
96.630 |
+0.065 |
8,007 |
1,493,832 |
+19,259 |
Mar09 |
071231 |
96.575 |
96.660 |
96.565 |
96.630 |
+0.075 |
5,568 |
1,048,004 |
+10,507 |
Jun09 |
071231 |
96.450 |
96.535 |
96.445 |
96.510 |
+0.075 |
15,540 |
726,007 |
+6,097 |
Sep09 |
071231 |
96.280 |
96.370 |
96.275 |
96.350 |
+0.080 |
2,623 |
556,857 |
+992 |
Dec09 |
071231 |
96.110 |
96.205 |
96.105 |
96.180 |
+0.085 |
5,469 |
333,622 |
+2,011 |
Mar10 |
071231 |
95.950 |
96.040 |
95.950 |
96.025 |
+0.085 |
4,817 |
232,332 |
+777 |
Jun10 |
071231 |
95.795 |
95.885 |
95.795 |
95.870 |
+0.085 |
19,799 |
241,730 |
+12,825 |
Sep10 |
071231 |
95.705 |
95.755 |
95.700 |
95.740 |
+0.085 |
3,706 |
156,720 |
+8,205 |
Dec10 |
071231 |
95.570 |
95.645 |
95.570 |
95.630 |
+0.085 |
3,516 |
119,798 |
+1,179 |
Mar11 |
071231 |
95.530 |
95.565 |
95.505 |
95.545 |
+0.085 |
1,042 |
93,637 |
+2,291 |
Jun11 |
071231 |
95.430 |
95.470 |
95.415 |
95.455 |
+0.085 |
1,134 |
83,702 |
+1,942 |
Sep11 |
071231 |
95.360 |
95.385 |
95.345 |
95.380 |
+0.085 |
1,177 |
69,640 |
+1,265 |
Dec11 |
071231 |
95.280 |
95.315 |
95.255 |
95.300 |
+0.085 |
3,990 |
58,729 |
+1,014 |
Mar12 |
071231 |
95.215 |
95.250 |
95.195 |
95.240 |
+0.085 |
1,322 |
47,433 |
+702 |
Jun12 |
071231 |
95.150 |
95.195 |
95.125 |
95.170 |
+0.085 |
1,228 |
42,309 |
+1,368 |
Total Volume and Open Interest |
907,121 |
9,651,200 |
+0 |
30 Day Federal Funds(CBOT) |
Dec07 |
071231 |
3.995 |
4.010 |
3.995 |
4.005 |
+0.015 |
2 |
119,194 |
+345 |
Jan08 |
071231 |
4.085 |
4.095 |
4.075 |
4.090 |
+0.010 |
0 |
141,448 |
+2,192 |
Feb08 |
071231 |
4.225 |
4.240 |
4.225 |
4.230 |
+0.005 |
118 |
87,580 |
+2,753 |
Mar08 |
071231 |
4.305 |
4.320 |
4.300 |
4.315 |
+0.010 |
0 |
45,263 |
+159 |
Apr08 |
071231 |
4.395 |
4.400 |
4.385 |
4.395 |
+0.010 |
0 |
25,032 |
+114 |
May08 |
071231 |
4.540 |
4.550 |
4.530 |
4.550 |
+0.030 |
0 |
18,959 |
+351 |
Total Volume and Open Interest |
23,267 |
451,143 |
+0 |
30 Day Fed Funds(e-CBOT) |
Dec07 |
071231 |
95.745 |
95.760 |
95.745 |
95.760 |
+0.020 |
3,375 |
0 |
+0 |
Jan08 |
071231 |
95.835 |
95.845 |
95.825 |
95.840 |
unch |
5,763 |
0 |
+0 |
Feb08 |
071231 |
95.975 |
95.990 |
95.975 |
95.980 |
+0.005 |
7,654 |
0 |
+0 |
Mar08 |
071231 |
96.055 |
96.070 |
96.050 |
96.065 |
+0.010 |
2,936 |
0 |
+0 |
Apr08 |
071231 |
96.145 |
96.150 |
96.135 |
96.145 |
+0.010 |
2,458 |
0 |
+0 |
May08 |
071231 |
96.290 |
96.300 |
96.280 |
96.300 |
+0.030 |
850 |
0 |
+0 |
Total Volume and Open Interest |
23,780 |
|
|
3-Mth Euro-Yen(CME) |
Mar08 |
071231 |
99.26 |
99.26 |
99.26 |
99.26 |
unch |
0 |
10,128 |
+100 |
Jun08 |
071231 |
99.29 |
99.29 |
99.29 |
99.29 |
unch |
0 |
5,852 |
+0 |
Sep08 |
071231 |
99.25 |
99.25 |
99.25 |
99.25 |
unch |
0 |
4,501 |
+0 |
Dec08 |
071231 |
99.19 |
99.19 |
99.19 |
99.19 |
unch |
0 |
2,164 |
+0 |
Mar09 |
071231 |
99.13 |
99.13 |
99.13 |
99.13 |
unch |
0 |
660 |
+0 |
Jun09 |
071231 |
99.07 |
99.07 |
99.07 |
99.07 |
unch |
0 |
156 |
+0 |
Sep09 |
071231 |
99.01 |
99.01 |
99.01 |
99.01 |
unch |
|
|
|
Dec09 |
071231 |
98.93 |
98.93 |
98.93 |
98.93 |
unch |
|
|
|
Mar10 |
071231 |
98.86 |
98.86 |
98.86 |
98.86 |
unch |
|
|
|
Jun10 |
071231 |
98.81 |
98.81 |
98.81 |
98.81 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
23,461 |
+100 |
3-Mth Euro-Yen(SGX) |
Mar08 |
071228 |
99.25 |
99.25 |
99.25 |
99.25 |
unch |
1,606 |
52,289 |
+565 |
Jun08 |
071228 |
99.29 |
99.29 |
99.29 |
99.29 |
+0.02 |
688 |
19,077 |
-373 |
Sep08 |
071228 |
99.24 |
99.24 |
99.24 |
99.24 |
+0.01 |
83 |
19,649 |
+0 |
Dec08 |
071228 |
99.20 |
99.20 |
99.18 |
99.18 |
+0.01 |
182 |
15,490 |
+179 |
Mar09 |
071228 |
99.11 |
99.11 |
99.11 |
99.11 |
+0.01 |
165 |
5,848 |
+53 |
Jun09 |
071228 |
99.06 |
99.06 |
99.06 |
99.06 |
+0.01 |
0 |
1,245 |
+0 |
Sep09 |
071228 |
99.00 |
99.00 |
99.00 |
99.00 |
+0.01 |
0 |
208 |
+0 |
Dec09 |
071228 |
98.92 |
98.92 |
98.92 |
98.92 |
+0.01 |
0 |
260 |
+0 |
Total Volume and Open Interest |
2,724 |
117,316 |
+771 |
Japanese Gov't Bonds(SGX) |
Mar08 |
071228 |
136.63 |
136.90 |
136.38 |
136.76 |
+0.40 |
1,753 |
31,514 |
-1,508 |
Jun08 |
071228 |
136.76 |
136.76 |
136.76 |
136.76 |
+0.40 |
|
|
|
Sep08 |
071228 |
136.76 |
136.76 |
136.76 |
136.76 |
+0.40 |
|
|
|
Total Volume and Open Interest |
1,753 |
31,514 |
-1,206 |
Euro-Bund(EUREX) |
Mar08 |
071227 |
112.90 |
112.93 |
112.60 |
112.71 |
-0.24 |
525,113 |
1,181,911 |
+39,251 |
Jun08 |
071228 |
112.42 |
112.77 |
112.42 |
112.71 |
+0.40 |
0 |
288 |
-8 |
Sep08 |
071228 |
112.92 |
112.92 |
112.92 |
112.92 |
+0.40 |
|
|
|
Total Volume and Open Interest |
0 |
1,159,956 |
-22,251 |
Euro-Bobl(EUREX) |
Mar08 |
071221 |
108.05 |
108.13 |
107.86 |
107.89 |
-0.23 |
389,096 |
969,873 |
-7,127 |
Jun08 |
071228 |
42.30 |
42.30 |
42.30 |
42.30 |
+0.21 |
0 |
3,130 |
+3 |
Sep08 |
071228 |
42.90 |
42.90 |
42.90 |
42.90 |
+0.20 |
|
|
|
Total Volume and Open Interest |
0 |
987,752 |
+14,083 |
3-Mth Euribor(EUREX) |
Dec07 |
071213 |
95.115 |
95.115 |
95.080 |
95.085 |
-0.050 |
2,115 |
28,839 |
-395 |
Mar08 |
071228 |
95.440 |
95.450 |
95.440 |
95.450 |
-0.020 |
4,147 |
16,301 |
+1,371 |
Jun08 |
071228 |
95.525 |
95.540 |
95.520 |
95.540 |
+0.025 |
0 |
6,319 |
+40 |
Total Volume and Open Interest |
0 |
33,426 |
+701 |
Long Gilt(LIFFE) |
Mar08 |
071231 |
109~30 |
110~08 |
109~26 |
110~07 |
+0~11 |
22,997 |
331,540 |
+2,298 |
Jun08 |
071231 |
110~14 |
110~14 |
110~14 |
110~14 |
+0~11 |
|
|
|
Total Volume and Open Interest |
23,900 |
329,242 |
+0 |
3-Mth Short Sterling(LIFFE) |
Mar08 |
071231 |
94.40 |
94.43 |
94.39 |
94.42 |
+0.03 |
35,945 |
458,223 |
-4,082 |
Jun08 |
071231 |
94.72 |
94.73 |
94.69 |
94.73 |
+0.02 |
21,392 |
582,569 |
+7,565 |
Sep08 |
071231 |
94.93 |
94.98 |
94.91 |
94.97 |
+0.04 |
21,112 |
441,178 |
-404 |
Dec08 |
071231 |
95.10 |
95.15 |
95.07 |
95.14 |
+0.06 |
28,201 |
419,157 |
-8,606 |
Mar09 |
071231 |
95.13 |
95.23 |
95.13 |
95.23 |
+0.07 |
17,778 |
282,111 |
+6,965 |
Jun09 |
071231 |
95.17 |
95.23 |
95.15 |
95.22 |
+0.06 |
11,753 |
180,151 |
+2,536 |
Total Volume and Open Interest |
141,595 |
2,617,667 |
+0 |
3-Mth Euribor(LIFFE) |
Mar08 |
071231 |
95.440 |
95.470 |
95.440 |
95.470 |
+0.015 |
76,724 |
640,979 |
+23,271 |
Jun08 |
071231 |
95.535 |
95.580 |
95.525 |
95.570 |
+0.035 |
69,771 |
590,971 |
+24,897 |
Sep08 |
071231 |
95.650 |
95.680 |
95.615 |
95.650 |
+0.025 |
52,187 |
514,725 |
+6,651 |
Total Volume and Open Interest |
321,801 |
3,298,594 |
+61,081 |
3-Mth Aus T-Bills(SFE) |
Mar08 |
071231 |
92.67 |
92.73 |
92.66 |
92.72 |
+0.05 |
2,710 |
321,563 |
-7,730 |
Jun08 |
071231 |
92.52 |
92.61 |
92.52 |
92.60 |
+0.05 |
5,973 |
240,326 |
+781 |
Sep08 |
071231 |
92.46 |
92.56 |
92.45 |
92.54 |
+0.07 |
4,349 |
134,120 |
-690 |
Dec08 |
071231 |
92.42 |
92.51 |
92.41 |
92.49 |
+0.07 |
502 |
69,492 |
-198 |
Mar09 |
071231 |
92.41 |
92.46 |
92.39 |
92.46 |
+0.06 |
542 |
50,502 |
+246 |
Jun09 |
071231 |
92.47 |
92.47 |
92.46 |
92.46 |
+0.06 |
975 |
41,377 |
+908 |
Sep09 |
071231 |
92.45 |
92.45 |
92.45 |
92.45 |
+0.05 |
196 |
21,790 |
+63 |
Dec09 |
071231 |
92.46 |
92.46 |
92.45 |
92.45 |
+0.05 |
200 |
3,381 |
+100 |
Mar10 |
071231 |
92.46 |
92.46 |
92.46 |
92.46 |
+0.07 |
100 |
701 |
+0 |
Jun10 |
071231 |
92.46 |
92.46 |
92.46 |
92.46 |
+0.07 |
115 |
330 |
+115 |
Total Volume and Open Interest |
17,652 |
884,154 |
-6,405 |
10-Year Aus T-Bonds(SFE) |
Mar08 |
071231 |
93.64 |
93.69 |
93.61 |
93.69 |
+0.06 |
21,618 |
457,697 |
+7,086 |
Jun08 |
071231 |
93.69 |
93.69 |
93.69 |
93.69 |
+0.06 |
|
|
|
Total Volume and Open Interest |
25,822 |
457,697 |
+7,086 |
3-Year Aus T-Bonds(SFE) |
Mar08 |
071231 |
93.16 |
93.20 |
93.14 |
93.20 |
+0.04 |
29,141 |
503,841 |
-3,103 |
Jun08 |
071231 |
93.20 |
93.20 |
93.20 |
93.20 |
+0.04 |
|
|
|
Total Volume and Open Interest |
33,423 |
503,841 |
-3,103 |
Gold(CMX) |
Feb08 |
071231 |
843.2 |
847.4 |
833.0 |
838.0 |
-4.7 |
61,729 |
284,263 |
+4,206 |
Apr08 |
071231 |
852.3 |
853.2 |
840.2 |
844.5 |
-4.8 |
4,280 |
69,051 |
+1,486 |
Jun08 |
071231 |
857.9 |
858.9 |
845.5 |
850.4 |
-4.9 |
1,747 |
56,471 |
+933 |
Aug08 |
071231 |
863.3 |
863.3 |
855.9 |
855.9 |
-5.0 |
211 |
31,030 |
+101 |
Oct08 |
071231 |
861.0 |
861.0 |
861.0 |
861.0 |
-5.1 |
2 |
3,777 |
-4 |
Dec08 |
071231 |
871.9 |
873.0 |
861.0 |
865.9 |
-5.1 |
1,695 |
29,080 |
-10 |
Feb09 |
071231 |
870.9 |
870.9 |
870.9 |
870.9 |
-5.2 |
200 |
21,835 |
+100 |
Apr09 |
071231 |
875.6 |
875.6 |
875.6 |
875.6 |
-5.3 |
860 |
4,080 |
+0 |
Jun09 |
071231 |
880.5 |
880.5 |
880.5 |
880.5 |
-5.5 |
101 |
9,264 |
-50 |
Aug09 |
071231 |
885.7 |
885.7 |
885.7 |
885.7 |
-5.5 |
8 |
9 |
+0 |
Oct09 |
071231 |
890.9 |
890.9 |
890.9 |
890.9 |
-5.6 |
|
|
|
Dec09 |
071231 |
904.0 |
904.0 |
896.2 |
896.2 |
-5.7 |
106 |
15,120 |
+99 |
Total Volume and Open Interest |
74,240 |
533,385 |
+0 |
Silver(CMX) |
Mar08 |
071231 |
1489.5 |
1508.0 |
1481.0 |
1492.0 |
+2.5 |
12,933 |
71,349 |
-572 |
May08 |
071231 |
1509.0 |
1514.0 |
1494.5 |
1504.2 |
+2.5 |
1,530 |
13,913 |
-1,391 |
Jul08 |
071231 |
1514.9 |
1514.9 |
1514.9 |
1514.9 |
+2.4 |
1,431 |
21,105 |
+1,094 |
Sep08 |
071231 |
1524.6 |
1524.6 |
1524.6 |
1524.6 |
+2.2 |
132 |
17,043 |
+88 |
Dec08 |
071231 |
1550.0 |
1550.0 |
1531.5 |
1538.0 |
+2.0 |
144 |
16,153 |
+95 |
Mar09 |
071231 |
1552.9 |
1552.9 |
1552.9 |
1552.9 |
+2.0 |
49 |
537 |
+0 |
May09 |
071231 |
1562.3 |
1562.3 |
1562.3 |
1562.3 |
+2.0 |
1 |
4 |
+0 |
Total Volume and Open Interest |
15,370 |
152,319 |
-1 |
Platinum(NYMEX) |
Jan08 |
071231 |
1539.0 |
1539.0 |
1513.0 |
1528.4 |
-12.1 |
1,937 |
504 |
-1,308 |
Apr08 |
071231 |
1540.0 |
1545.0 |
1512.0 |
1525.4 |
-14.1 |
2,561 |
16,644 |
+1,788 |
Jul08 |
071231 |
1543.1 |
1543.1 |
1525.4 |
1525.4 |
-14.1 |
1 |
0 |
-161 |
Oct08 |
071109 |
0.0 |
0.0 |
0.0 |
0.0 |
-1442.8 |
|
|
|
Total Volume and Open Interest |
1,310 |
15,661 |
-34 |
Palladium(NYMEX) |
Mar08 |
071231 |
369.00 |
379.80 |
369.00 |
378.20 |
+8.15 |
498 |
12,960 |
+38 |
Jun08 |
071231 |
382.90 |
382.90 |
382.90 |
382.90 |
+8.10 |
52 |
1,509 |
+43 |
Sep08 |
071231 |
387.90 |
387.90 |
387.90 |
387.90 |
+8.10 |
330 |
273 |
+0 |
Total Volume and Open Interest |
476 |
15,323 |
+0 |
Copper(CMX) |
Mar08 |
071231 |
307.35 |
309.45 |
302.20 |
304.10 |
-3.10 |
5,978 |
51,193 |
+108 |
May08 |
071231 |
308.85 |
310.65 |
303.50 |
305.20 |
-3.20 |
780 |
7,279 |
+288 |
Jul08 |
071231 |
307.00 |
307.00 |
305.70 |
305.70 |
-3.25 |
36 |
2,722 |
+6 |
Sep08 |
071231 |
305.75 |
305.75 |
305.75 |
305.75 |
-3.35 |
53 |
1,307 |
+14 |
Dec08 |
071231 |
306.70 |
306.70 |
305.15 |
305.15 |
-3.55 |
55 |
1,714 |
+7 |
Total Volume and Open Interest |
8,695 |
71,761 |
+0 |
Aluminum(CMX) |
Jan08 |
071231 |
1.07 |
1.07 |
1.07 |
1.07 |
-106.18 |
|
|
|
Feb08 |
071231 |
1.07 |
1.07 |
1.07 |
1.07 |
-106.18 |
|
|
|
Mar08 |
071231 |
1.07 |
1.07 |
1.07 |
1.07 |
-106.18 |
|
|
|
Apr08 |
071231 |
1.07 |
1.07 |
1.07 |
1.07 |
-106.18 |
|
|
|
May08 |
071231 |
1.07 |
1.07 |
1.07 |
1.07 |
-106.18 |
|
|
|
Jun08 |
071231 |
1.07 |
1.07 |
1.07 |
1.07 |
-106.18 |
|
|
|
Total Volume and Open Interest |
|
|
|
DJIA Index(CBOT) |
Mar08 |
071231 |
13424 |
13452 |
13310 |
13328 |
-99 |
1,809 |
24,590 |
+17 |
Jun08 |
071231 |
13425 |
13425 |
13390 |
13404 |
-99 |
0 |
37 |
+0 |
Sep08 |
071231 |
13484 |
13484 |
13484 |
13484 |
-99 |
0 |
1 |
+0 |
Dec08 |
071231 |
13560 |
13560 |
13560 |
13560 |
-99 |
|
|
|
Total Volume and Open Interest |
2,585 |
24,611 |
+0 |
S & P 500(CME) |
Mar08 |
071231 |
1485.20 |
1488.90 |
1472.00 |
1477.20 |
-8.30 |
15,949 |
514,454 |
-307 |
Jun08 |
071231 |
1490.50 |
1496.00 |
1481.40 |
1486.00 |
-8.40 |
128 |
6,604 |
+37 |
Sep08 |
071231 |
1493.50 |
1502.90 |
1488.90 |
1493.50 |
-8.40 |
16 |
470 |
+0 |
Dec08 |
071231 |
1499.20 |
1508.90 |
1494.90 |
1499.20 |
-8.70 |
0 |
3,118 |
+0 |
Total Volume and Open Interest |
25,054 |
524,924 |
+0 |
S & P 500 E-Mini(Globex) |
Mar08 |
071231 |
1485.25 |
1489.00 |
1471.00 |
1477.25 |
-8.25 |
792,586 |
1,751,604 |
-3,797 |
Jun08 |
071231 |
1493.50 |
1497.25 |
1480.75 |
1486.00 |
-8.50 |
2,312 |
5,119 |
+2,023 |
Total Volume and Open Interest |
902,749 |
1,758,509 |
+0 |
NASDAQ 100(CME) |
Mar08 |
071231 |
2125.50 |
2127.50 |
2101.00 |
2104.80 |
-20.20 |
2,214 |
38,600 |
-479 |
Jun08 |
071231 |
2125.30 |
2125.30 |
2123.50 |
2125.30 |
-20.20 |
0 |
25 |
+0 |
Sep08 |
071231 |
2151.30 |
2151.30 |
2149.50 |
2151.30 |
-20.20 |
|
|
|
Total Volume and Open Interest |
1,131 |
39,104 |
+0 |
NASDAQ 100 E-Mini(Globex) |
Mar08 |
071231 |
2125.00 |
2127.50 |
2101.00 |
2104.80 |
-20.20 |
161,664 |
284,369 |
-1,267 |
Jun08 |
071231 |
2140.80 |
2144.30 |
2118.80 |
2125.30 |
-20.20 |
0 |
1 |
+0 |
Total Volume and Open Interest |
197,716 |
285,637 |
+0 |
S & P Midcap 400(CME) |
Mar08 |
071231 |
868.00 |
868.70 |
860.50 |
864.80 |
-3.60 |
67 |
4,937 |
+24 |
Jun08 |
071231 |
874.50 |
878.10 |
874.50 |
874.50 |
-3.60 |
|
|
|
Sep08 |
071231 |
882.40 |
886.00 |
882.40 |
882.40 |
-3.60 |
0 |
55 |
+0 |
Total Volume and Open Interest |
81 |
4,968 |
+0 |
Russell 2000(CME) |
Mar08 |
071231 |
774.55 |
774.80 |
762.50 |
772.20 |
-1.10 |
705 |
34,533 |
-59 |
Jun08 |
071231 |
776.45 |
777.90 |
776.45 |
776.45 |
-1.45 |
0 |
7 |
+0 |
Sep08 |
071231 |
782.45 |
783.90 |
782.45 |
782.45 |
-1.45 |
0 |
25 |
+0 |
Total Volume and Open Interest |
1,380 |
34,624 |
+0 |
Russell 2000 E-Mini(Globex) |
Dec07 |
071221 |
772.20 |
781.75 |
770.80 |
781.75 |
+10.15 |
54,623 |
319,719 |
-16,156 |
Mar08 |
071231 |
774.00 |
775.70 |
762.20 |
772.20 |
-1.10 |
139,022 |
573,301 |
+6,951 |
Jun08 |
071231 |
780.70 |
780.70 |
767.40 |
776.50 |
-1.40 |
14 |
30 |
-3 |
Total Volume and Open Interest |
157,471 |
566,386 |
+0 |
Value Line(KCBT) |
Mar08 |
071231 |
2305.00 |
2305.00 |
2305.00 |
2305.00 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
Nikkei 225(CME) |
Mar08 |
071228 |
15455 |
15470 |
15200 |
15240 |
-365 |
24,592 |
187,057 |
+1,576 |
Jun08 |
071228 |
15375 |
15380 |
15170 |
15265 |
-255 |
0 |
76 |
-5 |
Total Volume and Open Interest |
24,597 |
187,628 |
+1,571 |
Nikkei 225(SGX) |
Mar08 |
071228 |
15455 |
15470 |
15200 |
15240 |
-365 |
24,592 |
187,057 |
+1,576 |
Jun08 |
071228 |
15375 |
15380 |
15170 |
15265 |
-255 |
0 |
76 |
-5 |
Sep08 |
071228 |
15290 |
15290 |
15290 |
15290 |
-260 |
0 |
40 |
+0 |
Total Volume and Open Interest |
24,597 |
187,628 |
+1,571 |
CAC 40(EURONEXT) |
Jan08 |
071231 |
5621.0 |
5630.0 |
5608.5 |
5620.5 |
-17.5 |
41,370 |
380,438 |
+4,924 |
Feb08 |
071231 |
5643.0 |
5643.5 |
5629.5 |
5639.5 |
-17.5 |
36 |
1,933 |
-33 |
Mar08 |
071231 |
5675.0 |
5676.0 |
5651.0 |
5665.5 |
-17.5 |
376 |
39,835 |
-598 |
Total Volume and Open Interest |
41,897 |
423,276 |
+4,178 |
Hang Seng Index(HKFE) |
Dec07 |
071228 |
27502 |
27589 |
27350 |
27490 |
-305 |
3,114 |
6,456 |
-2,120 |
Jan08 |
071231 |
27421 |
27960 |
27410 |
27910 |
+605 |
4,336 |
81,016 |
+20,011 |
Feb08 |
071231 |
27495 |
28000 |
27490 |
27972 |
|
|
|
|
DAX(EUREX) |
Mar08 |
071228 |
8095.0 |
8150.0 |
8073.0 |
8144.5 |
+21.0 |
62,463 |
175,382 |
+8,866 |
Jun08 |
071228 |
8182.0 |
8236.0 |
8164.0 |
8232.5 |
+21.0 |
527 |
17,745 |
+270 |
Sep08 |
071228 |
8260.0 |
8323.5 |
8260.0 |
8323.5 |
+21.0 |
100 |
100 |
|
Total Volume and Open Interest |
63,090 |
193,227 |
|
FT-SE 100(EURONEXT) |
Mar08 |
071231 |
6485.00 |
6487.50 |
6447.50 |
6455.00 |
-50.50 |
42,151 |
400,492 |
+7,807 |
Jun08 |
071231 |
6484.00 |
6484.00 |
6484.00 |
6484.00 |
-50.50 |
8 |
7,851 |
+4 |
Sep08 |
071231 |
6504.00 |
6504.00 |
6504.00 |
6504.00 |
-51.50 |
0 |
1,500 |
+0 |
Total Volume and Open Interest |
38,414 |
402,032 |
+0 |
SPI 200(SFE) |
Dec07 |
071220 |
6205.0 |
6249.0 |
6157.0 |
6240.0 |
+27.0 |
57,831 |
363,962 |
+0 |
Mar08 |
071231 |
6367.0 |
6383.0 |
6335.0 |
6348.0 |
-25.0 |
8,887 |
222,859 |
+1,216 |
Jun08 |
071231 |
6421.0 |
6443.0 |
6404.0 |
6411.0 |
-26.0 |
16 |
1,924 |
+2 |
Total Volume and Open Interest |
9,544 |
226,024 |
+1,220 |
GSCI(CME) |
Jan08 |
071231 |
611.55 |
612.50 |
606.00 |
609.10 |
-8.40 |
202 |
21,595 |
+122 |
Feb08 |
071231 |
609.00 |
612.50 |
606.00 |
609.00 |
-0.50 |
|
|
|
Mar08 |
071231 |
608.50 |
611.00 |
606.00 |
608.25 |
-0.25 |
|
|
|
Total Volume and Open Interest |
351 |
21,473 |
+0 |
RJ/CRB Index(ICE) |
Jan08 |
071231 |
478.25 |
479.50 |
475.50 |
479.50 |
+4.00 |
6 |
307 |
-1 |
Feb08 |
071231 |
479.00 |
480.50 |
477.00 |
480.50 |
+3.50 |
4 |
423 |
+2 |
Apr08 |
071231 |
482.00 |
482.00 |
478.50 |
481.50 |
+3.00 |
1 |
762 |
+0 |
Total Volume and Open Interest |
11 |
1,495 |
+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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