|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Wed January 02, 2008 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan08 |
080102 |
1206.25 |
1246.75 |
1206.25 |
1232.50 |
+33.50 |
48,420 |
23,303 |
+0 |
| Mar08 |
080102 |
1221.50 |
1264.00 |
1221.00 |
1248.75 |
+34.50 |
81,263 |
280,180 |
+0 |
| May08 |
080102 |
1231.00 |
1278.50 |
1231.00 |
1264.50 |
+34.75 |
12,307 |
62,747 |
+0 |
| Jul08 |
080102 |
1241.25 |
1285.00 |
1241.25 |
1272.00 |
+37.00 |
12,707 |
63,994 |
+0 |
| Aug08 |
080102 |
1249.00 |
1250.00 |
1243.00 |
1244.00 |
+44.00 |
189 |
4,457 |
+0 |
| Sep08 |
080102 |
1180.50 |
1207.00 |
1180.50 |
1196.00 |
+11.00 |
153 |
2,490 |
+0 |
| Nov08 |
080102 |
1121.75 |
1159.00 |
1121.75 |
1148.00 |
+27.50 |
7,244 |
101,071 |
+0 |
| Total Volume and Open Interest |
163,203 |
559,830 |
-8,948 |
| Soybean Meal(CBOT) |
| Jan08 |
080102 |
328.20 |
343.00 |
328.20 |
338.00 |
+6.50 |
26,717 |
13,218 |
+0 |
| Mar08 |
080102 |
336.70 |
349.90 |
336.70 |
344.10 |
+7.40 |
31,162 |
107,885 |
+0 |
| May08 |
080102 |
343.00 |
354.00 |
343.00 |
348.00 |
+6.50 |
9,225 |
44,406 |
+0 |
| Jul08 |
080102 |
343.00 |
355.40 |
343.00 |
349.50 |
+10.50 |
3,674 |
31,972 |
+0 |
| Aug08 |
080102 |
343.00 |
343.90 |
339.50 |
339.50 |
+9.50 |
663 |
7,404 |
+0 |
| Sep08 |
080102 |
325.30 |
333.00 |
325.30 |
328.00 |
+12.50 |
860 |
6,267 |
+0 |
| Oct08 |
080102 |
307.80 |
307.80 |
302.50 |
302.70 |
+8.90 |
480 |
5,336 |
+0 |
| Dec08 |
080102 |
293.70 |
303.30 |
288.50 |
297.20 |
+8.20 |
1,947 |
23,489 |
+0 |
| Total Volume and Open Interest |
74,785 |
243,103 |
-8,141 |
| Soybean Oil(CBOT) |
| Jan08 |
080102 |
49.10 |
50.33 |
49.10 |
49.96 |
+1.11 |
24,142 |
15,305 |
+0 |
| Mar08 |
080102 |
49.75 |
51.20 |
49.62 |
50.80 |
+1.17 |
37,313 |
167,262 |
+0 |
| May08 |
080102 |
50.43 |
51.73 |
50.25 |
51.35 |
+1.24 |
5,213 |
35,610 |
+0 |
| Jul08 |
080102 |
50.70 |
52.33 |
50.65 |
51.95 |
+1.44 |
6,421 |
32,249 |
+0 |
| Aug08 |
080102 |
52.00 |
52.43 |
51.90 |
52.05 |
+1.55 |
731 |
5,537 |
+0 |
| Sep08 |
080102 |
50.60 |
52.20 |
50.60 |
51.90 |
+1.45 |
277 |
5,095 |
+0 |
| Oct08 |
080102 |
50.61 |
51.54 |
50.61 |
51.50 |
+1.85 |
140 |
5,073 |
+0 |
| Dec08 |
080102 |
50.30 |
52.00 |
50.30 |
51.85 |
+1.52 |
2,773 |
25,629 |
+0 |
| Total Volume and Open Interest |
77,040 |
292,834 |
-1,190 |
| Canola(WCE) |
| Jan08 |
080102 |
516.0 |
516.2 |
514.8 |
514.8 |
+9.8 |
526 |
0 |
+0 |
| Mar08 |
080102 |
520.0 |
530.6 |
517.9 |
526.7 |
+8.9 |
3,010 |
0 |
+0 |
| May08 |
080102 |
533.0 |
540.2 |
531.0 |
536.4 |
+8.0 |
383 |
0 |
+0 |
| Jul08 |
080102 |
538.3 |
545.8 |
536.5 |
542.3 |
+10.9 |
184 |
0 |
+0 |
| Total Volume and Open Interest |
4,537 |
|
|
| Corn(CBOT) |
| Mar08 |
080102 |
456.25 |
469.50 |
456.00 |
462.50 |
+7.00 |
63,172 |
597,895 |
+0 |
| May08 |
080102 |
466.75 |
480.50 |
466.75 |
473.50 |
+6.75 |
14,258 |
137,547 |
+0 |
| Jul08 |
080102 |
476.50 |
489.50 |
476.50 |
483.00 |
+6.50 |
7,820 |
153,160 |
+0 |
| Sep08 |
080102 |
474.00 |
486.50 |
474.00 |
479.75 |
+5.50 |
1,318 |
29,258 |
+0 |
| Dec08 |
080102 |
473.50 |
487.50 |
473.50 |
480.25 |
+6.75 |
11,280 |
281,042 |
+0 |
| Mar09 |
080102 |
479.00 |
491.00 |
479.00 |
484.75 |
+6.00 |
471 |
17,598 |
+0 |
| Total Volume and Open Interest |
99,585 |
1,282,461 |
+6,000 |
| Wheat(CBOT) |
| Mar08 |
080102 |
892.50 |
915.00 |
888.25 |
915.00 |
+30.00 |
35,240 |
203,756 |
+0 |
| May08 |
080102 |
896.00 |
923.00 |
896.00 |
922.50 |
+29.50 |
6,151 |
50,391 |
+0 |
| Jul08 |
080102 |
777.00 |
798.00 |
775.00 |
790.75 |
+15.25 |
8,850 |
98,801 |
+0 |
| Sep08 |
080102 |
782.00 |
802.50 |
779.25 |
797.00 |
+22.00 |
1,590 |
18,845 |
+0 |
| Dec08 |
080102 |
790.25 |
814.25 |
790.00 |
808.00 |
+20.00 |
2,905 |
39,258 |
+0 |
| Total Volume and Open Interest |
54,965 |
425,425 |
-4,547 |
| Wheat(KCBT) |
| Mar08 |
080102 |
917.00 |
943.50 |
912.75 |
936.00 |
+22.50 |
10,395 |
69,712 |
+0 |
| May08 |
080102 |
920.00 |
948.75 |
920.00 |
932.00 |
+12.00 |
3,238 |
9,212 |
+0 |
| Jul08 |
080102 |
817.00 |
837.00 |
817.00 |
827.50 |
+7.25 |
2,659 |
29,994 |
+0 |
| Sep08 |
080102 |
821.00 |
837.00 |
820.00 |
826.00 |
+6.00 |
667 |
5,835 |
+0 |
| Dec08 |
080102 |
836.00 |
845.00 |
829.00 |
829.00 |
+6.00 |
589 |
3,286 |
+0 |
| Total Volume and Open Interest |
17,586 |
121,169 |
+613 |
| Wheat(MGE) |
| Mar08 |
080102 |
1042.00 |
1066.25 |
1042.00 |
1065.75 |
+29.50 |
3,641 |
37,129 |
+0 |
| May08 |
080102 |
1007.00 |
1036.00 |
1007.00 |
1030.00 |
+24.00 |
1,476 |
10,268 |
+0 |
| Jul08 |
080102 |
950.00 |
950.00 |
950.00 |
950.00 |
+18.00 |
79 |
2,725 |
+0 |
| Sep08 |
080102 |
850.25 |
880.00 |
850.00 |
867.00 |
+17.00 |
189 |
6,231 |
+0 |
| Dec08 |
080102 |
860.00 |
872.00 |
855.00 |
860.25 |
+15.75 |
238 |
6,162 |
+0 |
| Total Volume and Open Interest |
5,624 |
62,916 |
+443 |
| Oats(CBOT) |
| Mar08 |
080102 |
306.25 |
315.00 |
306.25 |
312.00 |
+5.25 |
863 |
9,595 |
+0 |
| May08 |
080102 |
319.75 |
320.00 |
318.00 |
319.00 |
+7.00 |
276 |
875 |
+0 |
| Jul08 |
080102 |
325.00 |
325.00 |
325.00 |
325.00 |
+6.50 |
4 |
301 |
+0 |
| Sep08 |
080102 |
323.50 |
323.50 |
323.50 |
323.50 |
unch |
0 |
41 |
+0 |
| Total Volume and Open Interest |
1,175 |
11,597 |
+50 |
| Rough Rice(CBOT) |
| Jan08 |
080102 |
13.63 |
13.96 |
13.63 |
13.96 |
+0.41 |
2,184 |
1,046 |
+0 |
| Mar08 |
080102 |
13.92 |
14.30 |
13.92 |
14.28 |
+0.42 |
2,472 |
14,071 |
+0 |
| May08 |
080102 |
14.56 |
14.56 |
14.50 |
14.53 |
+0.38 |
18 |
686 |
+0 |
| Jul08 |
080102 |
14.57 |
14.76 |
14.57 |
14.73 |
+0.39 |
0 |
1,010 |
+0 |
| Total Volume and Open Interest |
4,710 |
18,498 |
-471 |
| Live Cattle(CME) |
| Feb08 |
080102 |
96.100 |
96.850 |
95.750 |
96.250 |
+0.075 |
12,779 |
117,393 |
+0 |
| Apr08 |
080102 |
98.950 |
99.150 |
98.100 |
99.050 |
+0.550 |
7,903 |
67,202 |
+0 |
| Jun08 |
080102 |
95.200 |
95.400 |
94.650 |
95.225 |
+0.200 |
3,127 |
26,728 |
+0 |
| Aug08 |
080102 |
96.375 |
96.625 |
96.050 |
96.275 |
-0.125 |
1,324 |
16,119 |
+0 |
| Oct08 |
080102 |
99.950 |
100.200 |
99.700 |
100.150 |
+0.175 |
614 |
6,040 |
+0 |
| Dec08 |
080102 |
100.100 |
100.500 |
100.050 |
100.500 |
+0.350 |
321 |
4,420 |
+0 |
| Total Volume and Open Interest |
26,736 |
239,980 |
-977 |
| Feeder Cattle(CME) |
| Jan08 |
080102 |
104.800 |
104.900 |
103.500 |
104.425 |
-0.675 |
478 |
6,027 |
+0 |
| Mar08 |
080102 |
107.250 |
107.250 |
105.300 |
106.500 |
-0.600 |
1,080 |
15,503 |
+0 |
| Apr08 |
080102 |
108.050 |
108.950 |
107.450 |
108.825 |
-0.625 |
344 |
3,885 |
+0 |
| May08 |
080102 |
110.000 |
110.300 |
109.000 |
110.200 |
-0.600 |
260 |
4,855 |
+0 |
| Aug08 |
080102 |
110.000 |
110.300 |
109.000 |
110.300 |
-0.675 |
112 |
2,172 |
+0 |
| Sep08 |
080102 |
109.400 |
109.600 |
109.000 |
109.600 |
-0.550 |
0 |
93 |
+0 |
| Oct08 |
080102 |
109.400 |
109.400 |
109.000 |
109.300 |
-0.600 |
0 |
61 |
+0 |
| Total Volume and Open Interest |
2,274 |
32,688 |
+278 |
| Lean Hogs(CME) |
| Feb08 |
080102 |
57.750 |
57.775 |
56.450 |
57.175 |
-0.700 |
19,689 |
94,841 |
+0 |
| Apr08 |
080102 |
63.850 |
63.875 |
62.400 |
63.275 |
-0.475 |
11,241 |
50,525 |
+0 |
| May08 |
080102 |
69.250 |
69.500 |
68.625 |
69.450 |
-0.450 |
208 |
2,658 |
+0 |
| Jun08 |
080102 |
72.700 |
73.350 |
71.900 |
73.250 |
unch |
3,406 |
29,238 |
+0 |
| Jul08 |
080102 |
72.900 |
72.900 |
71.950 |
72.775 |
-0.275 |
1,189 |
11,613 |
+0 |
| Aug08 |
080102 |
71.500 |
71.825 |
71.300 |
71.725 |
-0.525 |
559 |
5,948 |
+0 |
| Oct08 |
080102 |
67.700 |
67.800 |
67.100 |
67.650 |
-0.300 |
634 |
5,690 |
+0 |
| Dec08 |
080102 |
67.800 |
67.800 |
67.000 |
67.500 |
-0.300 |
1,107 |
10,368 |
+0 |
| Total Volume and Open Interest |
38,114 |
211,053 |
+2,221 |
| Pork Bellies(CME) |
| Feb08 |
080102 |
85.500 |
87.000 |
84.550 |
85.800 |
-0.175 |
209 |
1,200 |
+0 |
| Mar08 |
080102 |
85.700 |
87.100 |
85.300 |
85.500 |
unch |
12 |
358 |
+0 |
| May08 |
080102 |
87.250 |
87.600 |
87.250 |
87.600 |
unch |
4 |
234 |
+0 |
| Jul08 |
080102 |
86.200 |
86.800 |
86.200 |
86.300 |
unch |
1 |
162 |
+0 |
| Aug08 |
080102 |
86.500 |
87.100 |
86.500 |
86.625 |
+0.425 |
0 |
59 |
+0 |
| Total Volume and Open Interest |
226 |
2,013 |
+27 |
| Class III Milk(CME) |
| Jan08 |
080102 |
18.91 |
19.63 |
18.80 |
19.63 |
+0.75 |
244 |
3,808 |
+3,808 |
| Feb08 |
080102 |
17.71 |
18.62 |
17.71 |
18.62 |
+0.75 |
236 |
3,338 |
+3,338 |
| Mar08 |
080102 |
17.42 |
18.07 |
17.42 |
17.98 |
+0.54 |
173 |
2,804 |
+2,804 |
| Apr08 |
080102 |
16.75 |
17.25 |
16.75 |
17.25 |
+0.50 |
68 |
2,573 |
+2,573 |
| May08 |
080102 |
16.51 |
16.93 |
16.50 |
16.90 |
+0.36 |
71 |
2,285 |
+2,285 |
| Total Volume and Open Interest |
1,132 |
31,592 |
+52 |
| Cocoa(ICE) |
| Mar08 |
080102 |
2028 |
2105 |
2028 |
2097 |
+62 |
10,719 |
99,803 |
+0 |
| May08 |
080102 |
2052 |
2105 |
2043 |
2098 |
+60 |
3,234 |
27,838 |
+0 |
| Jul08 |
080102 |
2053 |
2112 |
2053 |
2103 |
+58 |
431 |
11,463 |
+0 |
| Sep08 |
080102 |
2070 |
2109 |
2069 |
2103 |
+57 |
108 |
8,771 |
+0 |
| Dec08 |
080102 |
2076 |
2117 |
2076 |
2113 |
+55 |
550 |
15,909 |
+0 |
| Mar09 |
080102 |
2092 |
2126 |
2091 |
2126 |
+53 |
136 |
4,499 |
+0 |
| May09 |
080102 |
2132 |
2132 |
2132 |
2132 |
+54 |
1 |
2,359 |
+0 |
| Total Volume and Open Interest |
15,179 |
170,643 |
-694 |
| Coffee "C"(ICE) |
| Mar08 |
080102 |
136.00 |
137.00 |
132.80 |
134.00 |
-2.20 |
16,530 |
110,413 |
+0 |
| May08 |
080102 |
138.80 |
139.40 |
135.55 |
136.65 |
-2.10 |
2,224 |
24,312 |
+0 |
| Jul08 |
080102 |
141.40 |
141.80 |
138.25 |
139.10 |
-2.15 |
313 |
6,249 |
+0 |
| Sep08 |
080102 |
143.70 |
144.10 |
140.50 |
141.40 |
-2.15 |
354 |
8,813 |
+0 |
| Dec08 |
080102 |
147.00 |
147.55 |
144.00 |
144.80 |
-2.15 |
721 |
6,119 |
+0 |
| Mar09 |
080102 |
150.45 |
150.45 |
147.20 |
148.00 |
-2.15 |
369 |
3,984 |
+0 |
| Total Volume and Open Interest |
20,590 |
162,696 |
-926 |
| Orange Juice(ICE) |
| Jan08 |
080102 |
149.00 |
152.00 |
144.50 |
147.30 |
+3.70 |
1,360 |
1,184 |
+0 |
| Mar08 |
080102 |
149.45 |
152.00 |
144.85 |
148.80 |
+4.00 |
3,282 |
18,650 |
+0 |
| May08 |
080102 |
148.00 |
153.00 |
147.25 |
150.35 |
+4.00 |
347 |
3,750 |
+0 |
| Jul08 |
080102 |
149.50 |
153.00 |
148.00 |
151.80 |
+4.20 |
61 |
897 |
+0 |
| Sep08 |
080102 |
156.00 |
156.00 |
151.00 |
153.20 |
+4.25 |
11 |
428 |
+0 |
| Nov08 |
080102 |
152.80 |
152.80 |
152.80 |
152.80 |
+3.35 |
0 |
363 |
+0 |
| Total Volume and Open Interest |
5,061 |
26,129 |
-689 |
| Sugar #11(ICE) |
| Mar08 |
080102 |
10.89 |
11.00 |
10.62 |
10.73 |
-0.09 |
90,549 |
462,625 |
+0 |
| May08 |
080102 |
11.20 |
11.28 |
10.93 |
11.03 |
-0.09 |
21,856 |
118,502 |
+0 |
| Jul08 |
080102 |
11.32 |
11.42 |
11.11 |
11.23 |
-0.05 |
8,970 |
91,705 |
+0 |
| Oct08 |
080102 |
11.65 |
11.68 |
11.41 |
11.54 |
-0.03 |
2,968 |
83,105 |
+0 |
| Mar09 |
080102 |
12.23 |
12.24 |
11.96 |
12.09 |
-0.04 |
1,667 |
55,546 |
+0 |
| Total Volume and Open Interest |
129,272 |
897,565 |
+10,878 |
| 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 |
080102 |
1061 |
1089 |
1061 |
1086 |
+25 |
387 |
27,557 |
+0 |
| Jul08 |
080102 |
1089 |
1118 |
1089 |
1115 |
+25 |
1,302 |
54,282 |
+0 |
| Sep08 |
080102 |
1084 |
1096 |
1081 |
1095 |
+23 |
395 |
22,880 |
+0 |
| Dec08 |
080102 |
1078 |
1095 |
1078 |
1092 |
+24 |
422 |
21,460 |
+0 |
| Mar09 |
080102 |
1087 |
1101 |
1087 |
1101 |
+25 |
140 |
5,376 |
+0 |
| May09 |
080102 |
1111 |
1111 |
1111 |
1111 |
+26 |
10 |
363 |
+0 |
| Total Volume and Open Interest |
5,557 |
208,066 |
+1,364 |
| London Coffee(LCE) |
| Jan08 |
080102 |
1860.00 |
1910.00 |
1860.00 |
1904.00 |
+38.00 |
24,467 |
19,885 |
+0 |
| Mar08 |
080102 |
1917.00 |
1951.00 |
1900.00 |
1939.00 |
+32.00 |
13,644 |
92,043 |
+0 |
| May08 |
080102 |
1937.00 |
1969.00 |
1937.00 |
1957.00 |
+30.00 |
1,573 |
20,523 |
+0 |
| Jul08 |
080102 |
1960.00 |
1972.00 |
1948.00 |
1972.00 |
+30.00 |
148 |
6,561 |
+0 |
| Sep08 |
080102 |
1997.00 |
1997.00 |
1980.00 |
1985.00 |
+28.00 |
204 |
8,701 |
+0 |
| Nov08 |
080102 |
1995.00 |
1995.00 |
1988.00 |
1988.00 |
+25.00 |
0 |
970 |
+0 |
| Total Volume and Open Interest |
40,036 |
151,050 |
-10,091 |
| London Sugar(LCE) |
| Mar08 |
071231 |
316.00 |
317.40 |
315.00 |
315.00 |
-0.90 |
3,224 |
49,488 |
+183 |
| May08 |
080102 |
318.50 |
318.50 |
315.20 |
317.00 |
-1.50 |
1,422 |
13,114 |
+0 |
| Aug08 |
080102 |
320.30 |
320.70 |
317.70 |
320.50 |
-0.50 |
315 |
7,352 |
+0 |
| Oct08 |
080102 |
324.20 |
324.80 |
323.00 |
324.60 |
-0.70 |
260 |
6,041 |
+0 |
| Dec08 |
080102 |
329.00 |
329.60 |
329.00 |
329.60 |
-0.70 |
30 |
1,725 |
+0 |
| Total Volume and Open Interest |
5,305 |
82,470 |
+857 |
| Cotton(ICE) |
| Mar08 |
080102 |
68.01 |
68.98 |
67.73 |
68.88 |
+0.87 |
18,970 |
133,258 |
+0 |
| May08 |
080102 |
69.57 |
70.60 |
69.35 |
70.59 |
+1.02 |
2,194 |
24,388 |
+0 |
| Jul08 |
080102 |
71.00 |
72.40 |
70.90 |
72.35 |
+1.14 |
2,285 |
27,374 |
+0 |
| Oct08 |
080102 |
74.67 |
74.67 |
74.67 |
74.67 |
+1.22 |
110 |
463 |
+0 |
| Dec08 |
080102 |
75.32 |
76.70 |
74.97 |
76.67 |
+1.46 |
5,221 |
43,843 |
+0 |
| Mar09 |
080102 |
78.00 |
79.16 |
78.00 |
79.16 |
+1.46 |
0 |
1,164 |
+0 |
| Total Volume and Open Interest |
28,830 |
231,438 |
+2,237 |
| Lumber(CME) |
| Jan08 |
080102 |
233.9 |
235.2 |
229.5 |
232.3 |
-2.2 |
706 |
2,100 |
+0 |
| Mar08 |
080102 |
253.4 |
255.7 |
249.1 |
252.1 |
-4.0 |
1,003 |
6,413 |
+0 |
| May08 |
080102 |
267.3 |
271.2 |
266.1 |
268.2 |
-0.9 |
101 |
710 |
+0 |
| Jul08 |
080102 |
273.6 |
273.6 |
271.5 |
271.7 |
-7.8 |
5 |
143 |
+0 |
| Total Volume and Open Interest |
1,820 |
9,467 |
+161 |
| Crude Oil(NYM) |
| Feb08 |
080102 |
96.05 |
100.00 |
96.05 |
99.62 |
+3.64 |
143,679 |
319,543 |
+0 |
| Mar08 |
080102 |
95.90 |
99.50 |
95.90 |
99.33 |
+3.55 |
58,112 |
166,417 |
+0 |
| Apr08 |
080102 |
95.68 |
98.87 |
95.57 |
98.74 |
+3.50 |
24,669 |
67,090 |
+0 |
| May08 |
080102 |
95.09 |
98.23 |
95.09 |
98.09 |
+3.44 |
12,280 |
60,738 |
+0 |
| Jun08 |
080102 |
94.90 |
97.54 |
94.90 |
97.42 |
+3.39 |
14,860 |
77,742 |
+0 |
| Jul08 |
080102 |
95.29 |
96.85 |
94.25 |
96.80 |
+3.35 |
3,190 |
24,897 |
+0 |
| Aug08 |
080102 |
94.30 |
96.23 |
94.30 |
96.22 |
+3.30 |
1,080 |
20,613 |
+0 |
| Sep08 |
080102 |
94.00 |
95.65 |
94.00 |
95.65 |
+3.25 |
2,458 |
40,900 |
+0 |
| Oct08 |
080102 |
94.90 |
95.10 |
94.90 |
95.10 |
+3.19 |
99 |
30,541 |
+0 |
| Nov08 |
080102 |
94.25 |
94.57 |
94.25 |
94.57 |
+3.13 |
140 |
22,257 |
+0 |
| Dec08 |
080102 |
91.50 |
94.30 |
91.21 |
94.05 |
+3.08 |
7,883 |
172,840 |
+0 |
| Jan09 |
080102 |
92.20 |
93.54 |
92.20 |
93.54 |
+3.00 |
423 |
24,646 |
+0 |
| Feb09 |
080102 |
93.04 |
93.04 |
93.04 |
93.04 |
+2.93 |
54 |
12,756 |
+0 |
| Mar09 |
080102 |
91.30 |
92.54 |
91.30 |
92.54 |
+2.86 |
8 |
6,173 |
+0 |
| Apr09 |
080102 |
92.05 |
92.05 |
92.05 |
92.05 |
+2.79 |
2 |
11,595 |
+0 |
| May09 |
080102 |
91.60 |
91.60 |
91.60 |
91.60 |
+2.73 |
50 |
13,679 |
+0 |
| Total Volume and Open Interest |
276,736 |
1,348,362 |
-8,061 |
| Heating Oil(NYM) |
| Feb08 |
080102 |
266.20 |
274.65 |
265.37 |
274.04 |
+9.10 |
32,470 |
86,285 |
+0 |
| Mar08 |
080102 |
264.54 |
273.05 |
264.30 |
272.54 |
+8.85 |
8,008 |
41,659 |
+0 |
| Apr08 |
080102 |
261.81 |
268.75 |
261.51 |
268.44 |
+8.85 |
2,496 |
15,656 |
+0 |
| May08 |
080102 |
261.07 |
264.45 |
260.50 |
264.39 |
+8.80 |
804 |
10,533 |
+0 |
| Jun08 |
080102 |
257.46 |
261.87 |
257.39 |
261.54 |
+8.75 |
1,359 |
17,717 |
+0 |
| Jul08 |
080102 |
258.51 |
261.18 |
258.10 |
260.94 |
+8.80 |
216 |
4,810 |
+0 |
| Aug08 |
080102 |
260.94 |
260.94 |
260.94 |
260.94 |
+8.70 |
222 |
1,178 |
+0 |
| Sep08 |
080102 |
258.08 |
261.59 |
258.00 |
261.59 |
+8.60 |
274 |
3,877 |
+0 |
| Oct08 |
080102 |
259.67 |
262.89 |
258.73 |
262.89 |
+8.45 |
32 |
1,359 |
+0 |
| Nov08 |
080102 |
264.24 |
264.24 |
264.24 |
264.24 |
+8.25 |
6 |
885 |
+0 |
| Dec08 |
080102 |
261.12 |
265.54 |
261.12 |
265.54 |
+8.05 |
594 |
7,807 |
+0 |
| Jan09 |
080102 |
262.30 |
266.44 |
262.30 |
266.44 |
+8.00 |
8 |
2,472 |
+0 |
| Total Volume and Open Interest |
74,721 |
208,811 |
-7,781 |
| Gasoline(NYMEX) |
| Feb08 |
080102 |
250.20 |
257.84 |
250.20 |
256.89 |
+7.81 |
29,726 |
64,835 |
-65 |
| Mar08 |
080102 |
254.04 |
260.65 |
253.44 |
260.34 |
+8.26 |
9,132 |
44,619 |
+465 |
| Apr08 |
080102 |
264.92 |
272.23 |
264.79 |
272.04 |
+8.51 |
5,736 |
25,016 |
+473 |
| May08 |
080102 |
269.15 |
272.58 |
268.75 |
272.44 |
+8.71 |
2,883 |
21,264 |
+680 |
| Jun08 |
080102 |
266.43 |
271.65 |
266.43 |
271.59 |
+8.76 |
1,004 |
16,870 |
+134 |
| Jul08 |
080102 |
265.85 |
269.34 |
265.85 |
269.34 |
+8.71 |
309 |
4,661 |
+56 |
| Aug08 |
080102 |
265.95 |
265.99 |
265.95 |
265.99 |
+8.66 |
439 |
3,021 |
+39 |
| Sep08 |
080102 |
257.98 |
261.75 |
257.45 |
261.49 |
+8.61 |
413 |
5,634 |
-88 |
| Oct08 |
080102 |
246.99 |
246.99 |
246.99 |
246.99 |
+8.46 |
0 |
2,121 |
+0 |
| Nov08 |
080102 |
240.25 |
242.49 |
240.25 |
242.49 |
+8.41 |
0 |
1,433 |
+0 |
| Total Volume and Open Interest |
73,463 |
206,271 |
-8,445 |
| e-MiNY RBOB Gasoline(NYMEX) |
| Feb08 |
071228 |
252.50 |
252.50 |
247.82 |
247.82 |
-4.10 |
0 |
10 |
+0 |
| Mar08 |
080102 |
260.34 |
260.34 |
260.34 |
260.34 |
+8.26 |
0 |
2 |
+0 |
| Apr08 |
080102 |
272.04 |
272.04 |
272.04 |
272.04 |
+8.51 |
|
|
|
| May08 |
080102 |
272.44 |
272.44 |
272.44 |
272.44 |
+8.71 |
|
|
|
| Total Volume and Open Interest |
4 |
12 |
-17 |
| Natural Gas(NYM) |
| Feb08 |
080102 |
7.572 |
7.875 |
7.564 |
7.850 |
+0.367 |
36,978 |
115,717 |
+0 |
| Mar08 |
080102 |
7.585 |
7.889 |
7.573 |
7.865 |
+0.344 |
13,904 |
123,381 |
+0 |
| Apr08 |
080102 |
7.605 |
7.876 |
7.590 |
7.870 |
+0.324 |
6,807 |
58,408 |
+0 |
| May08 |
080102 |
7.750 |
7.927 |
7.710 |
7.927 |
+0.314 |
3,942 |
47,840 |
+0 |
| Jun08 |
080102 |
7.840 |
8.007 |
7.815 |
8.007 |
+0.304 |
1,224 |
25,687 |
+0 |
| Jul08 |
080102 |
7.926 |
8.092 |
7.868 |
8.092 |
+0.296 |
887 |
22,346 |
+0 |
| Aug08 |
080102 |
8.024 |
8.168 |
8.012 |
8.168 |
+0.290 |
827 |
21,701 |
+0 |
| Sep08 |
080102 |
8.015 |
8.192 |
8.015 |
8.192 |
+0.281 |
686 |
15,512 |
+0 |
| Oct08 |
080102 |
7.966 |
8.265 |
7.966 |
8.265 |
+0.279 |
2,063 |
41,931 |
+0 |
| Nov08 |
080102 |
8.494 |
8.608 |
8.470 |
8.608 |
+0.257 |
765 |
24,791 |
+0 |
| Dec08 |
080102 |
8.890 |
8.995 |
8.879 |
8.995 |
+0.228 |
541 |
20,781 |
+0 |
| Jan09 |
080102 |
9.170 |
9.240 |
9.125 |
9.240 |
+0.219 |
1,983 |
40,818 |
+0 |
| Feb09 |
080102 |
9.165 |
9.250 |
9.130 |
9.250 |
+0.214 |
6 |
7,268 |
+0 |
| Mar09 |
080102 |
8.930 |
9.018 |
8.910 |
9.018 |
+0.207 |
1,500 |
31,281 |
+0 |
| Apr09 |
080102 |
8.225 |
8.273 |
8.205 |
8.273 |
+0.147 |
992 |
29,435 |
+0 |
| May09 |
080102 |
8.205 |
8.264 |
8.205 |
8.264 |
+0.144 |
2,655 |
23,613 |
+0 |
| Total Volume and Open Interest |
81,464 |
843,801 |
+3,580 |
| Brent Crude Oil(ICE) |
| Feb08 |
080102 |
94.47 |
98.00 |
94.15 |
97.84 |
+3.99 |
63,003 |
108,735 |
+0 |
| Mar08 |
080102 |
94.33 |
97.74 |
94.03 |
97.59 |
+3.93 |
43,264 |
129,171 |
+0 |
| Apr08 |
080102 |
93.81 |
97.47 |
93.81 |
97.33 |
+3.85 |
19,830 |
35,855 |
+0 |
| May08 |
080102 |
93.50 |
97.06 |
93.50 |
96.97 |
+3.75 |
8,387 |
19,284 |
+0 |
| Jun08 |
080102 |
93.14 |
96.71 |
93.14 |
96.58 |
+3.67 |
6,716 |
30,986 |
+0 |
| Jul08 |
080102 |
94.65 |
96.18 |
94.65 |
96.18 |
+3.60 |
1,604 |
10,245 |
+0 |
| Aug08 |
080102 |
95.78 |
95.78 |
95.78 |
95.78 |
+3.53 |
1,474 |
7,946 |
+0 |
| Sep08 |
080102 |
95.35 |
95.35 |
95.35 |
95.35 |
+3.43 |
1,434 |
10,045 |
+0 |
| Oct08 |
080102 |
94.92 |
94.92 |
94.92 |
94.92 |
+3.30 |
713 |
6,660 |
+0 |
| Nov08 |
080102 |
94.49 |
94.49 |
94.49 |
94.49 |
+3.21 |
203 |
3,968 |
+0 |
| Dec08 |
080102 |
90.79 |
94.26 |
90.79 |
94.05 |
+3.10 |
4,102 |
58,182 |
+0 |
| Jan09 |
080102 |
93.64 |
93.64 |
93.64 |
93.64 |
+2.99 |
7 |
12,478 |
+0 |
| Feb09 |
080102 |
93.26 |
93.26 |
93.26 |
93.26 |
+2.91 |
0 |
3,777 |
+0 |
| Mar09 |
080102 |
92.89 |
92.89 |
92.89 |
92.89 |
+2.84 |
0 |
4,191 |
+0 |
| Total Volume and Open Interest |
152,361 |
537,359 |
+1,616 |
| Gas Oil(ICE) |
| Jan08 |
080102 |
838.00 |
862.50 |
834.50 |
855.00 |
+15.75 |
25,015 |
65,046 |
-2,496 |
| Feb08 |
080102 |
830.50 |
855.50 |
827.00 |
848.00 |
+16.75 |
21,584 |
72,840 |
-203 |
| Mar08 |
080102 |
820.25 |
847.50 |
819.25 |
840.75 |
+17.50 |
9,128 |
31,382 |
+207 |
| Apr08 |
080102 |
815.00 |
838.25 |
813.00 |
832.50 |
+18.25 |
3,778 |
14,020 |
+360 |
| May08 |
080102 |
805.50 |
830.25 |
805.50 |
824.50 |
+18.25 |
1,958 |
13,615 |
+392 |
| Jun08 |
080102 |
801.00 |
824.75 |
801.00 |
818.75 |
+17.75 |
2,214 |
32,692 |
-366 |
| Jul08 |
080102 |
817.50 |
818.75 |
817.50 |
817.50 |
+17.50 |
318 |
7,002 |
-57 |
| Aug08 |
080102 |
818.00 |
818.00 |
818.00 |
818.00 |
+17.25 |
40 |
2,941 |
-40 |
| Sep08 |
080102 |
819.25 |
819.25 |
819.25 |
819.25 |
+17.50 |
40 |
2,703 |
+40 |
| Oct08 |
080102 |
819.00 |
819.00 |
819.00 |
819.00 |
+17.00 |
67 |
1,199 |
-67 |
| Total Volume and Open Interest |
66,116 |
276,039 |
-2,276 |
| US Dollar Index(ICE) |
| Mar08 |
080102 |
76.330 |
76.440 |
75.900 |
76.010 |
-0.690 |
3,496 |
27,347 |
+0 |
| Jun08 |
080102 |
76.400 |
76.480 |
76.070 |
76.070 |
-0.690 |
6 |
5,633 |
+0 |
| Sep08 |
080102 |
76.190 |
76.190 |
76.190 |
76.190 |
-0.690 |
67 |
500 |
+0 |
| Total Volume and Open Interest |
3,569 |
33,480 |
-75 |
| Australian Dollar(CME) |
| Mar08 |
080102 |
87.79 |
88.03 |
87.49 |
87.94 |
+0.68 |
14,743 |
58,255 |
+0 |
| Jun08 |
080102 |
87.01 |
87.30 |
86.88 |
87.30 |
+0.65 |
9 |
434 |
+0 |
| Sep08 |
080102 |
86.53 |
86.53 |
86.23 |
86.53 |
+0.61 |
0 |
76 |
+0 |
| Total Volume and Open Interest |
14,752 |
58,883 |
-470 |
| British Pound(CME) |
| Mar08 |
080102 |
198.10 |
198.25 |
197.30 |
197.63 |
-0.22 |
36,882 |
78,699 |
+0 |
| Jun08 |
080102 |
197.50 |
197.62 |
196.81 |
197.03 |
-0.27 |
3 |
245 |
+0 |
| Sep08 |
080102 |
196.35 |
196.72 |
196.25 |
196.35 |
-0.27 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
36,885 |
79,010 |
+3,930 |
| Canadian Dollar(CME) |
| Mar08 |
080102 |
101.26 |
101.40 |
100.33 |
101.03 |
+0.04 |
21,931 |
76,435 |
+0 |
| Jun08 |
080102 |
100.56 |
101.29 |
100.36 |
101.00 |
+0.04 |
17 |
3,711 |
+0 |
| Sep08 |
080102 |
100.37 |
101.11 |
100.35 |
100.95 |
+0.04 |
2 |
1,329 |
+0 |
| Dec08 |
080102 |
100.59 |
101.11 |
100.33 |
100.87 |
+0.04 |
18 |
534 |
+0 |
| Total Volume and Open Interest |
21,969 |
82,125 |
+1,409 |
| Japanese Yen(CME) |
| Mar08 |
080102 |
90.30 |
92.27 |
90.22 |
92.07 |
+1.94 |
86,803 |
159,034 |
+0 |
| Jun08 |
080102 |
91.15 |
93.05 |
91.04 |
92.87 |
+1.92 |
7 |
24,489 |
+0 |
| Sep08 |
080102 |
92.78 |
93.71 |
92.63 |
93.56 |
+1.92 |
0 |
487 |
+0 |
| Total Volume and Open Interest |
86,810 |
184,061 |
-10,446 |
| Swiss Franc(CME) |
| Mar08 |
080102 |
89.16 |
90.07 |
89.02 |
89.81 |
+1.43 |
34,770 |
62,101 |
+0 |
| Jun08 |
080102 |
90.16 |
90.35 |
89.38 |
90.16 |
+1.42 |
2 |
53 |
+0 |
| Sep08 |
080102 |
90.40 |
90.54 |
89.65 |
90.40 |
+1.42 |
0 |
22 |
+0 |
| Total Volume and Open Interest |
34,774 |
62,216 |
-1,461 |
| EuroFX(CME) |
| Mar08 |
080102 |
146.78 |
147.60 |
146.53 |
147.33 |
+1.43 |
99,726 |
170,740 |
+0 |
| Jun08 |
080102 |
146.66 |
147.50 |
146.50 |
147.24 |
+1.43 |
77 |
1,251 |
+0 |
| Sep08 |
080102 |
147.08 |
147.13 |
146.34 |
147.03 |
+1.43 |
1 |
537 |
+0 |
| Total Volume and Open Interest |
99,804 |
172,670 |
+366 |
| Mexican Peso(CME) |
| Jan08 |
080102 |
916.2 |
916.2 |
916.2 |
916.2 |
+1.2 |
0 |
3 |
+0 |
| Feb08 |
080102 |
914.2 |
914.2 |
914.2 |
914.2 |
+1.2 |
0 |
110 |
+0 |
| Total Volume and Open Interest |
18,830 |
89,459 |
-3,363 |
| 30-Year T-Bonds(CBOT) |
| Mar08 |
080102 |
116~13 |
118~03 |
116~00 |
117~29 |
+1~17 |
141,860 |
918,180 |
+0 |
| Jun08 |
080102 |
115~18 |
117~16 |
115~18 |
117~11 |
+1~19 |
36 |
2,437 |
+0 |
| Sep08 |
080102 |
115~12 |
116~27 |
115~10 |
116~27 |
+1~19 |
0 |
22 |
+0 |
| Total Volume and Open Interest |
141,898 |
920,646 |
+2,612 |
| 10-Year T-Notes(CBOT) |
| Mar08 |
080102 |
113~140 |
114~160 |
113~020 |
114~125 |
+1~000 |
424,182 |
2,116,449 |
+0 |
| Jun08 |
080102 |
113~200 |
113~245 |
113~200 |
113~245 |
+1~020 |
32 |
1,322 |
+0 |
| 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 |
080102 |
110~110 |
111~045 |
110~020 |
111~015 |
+0~245 |
304,768 |
1,760,240 |
+1,760,240 |
| Jun08 |
080102 |
111~015 |
111~015 |
111~015 |
111~015 |
+0~245 |
|
|
|
| Total Volume and Open Interest |
307,046 |
1,775,711 |
-1,777 |
| 2 Year T-Notes(CBOT) |
| Mar08 |
080102 |
105~016 |
105~071 |
105~003 |
105~065 |
+0~049 |
130,516 |
978,735 |
+0 |
| Total Volume and Open Interest |
137,167 |
988,315 |
+988 |
| Eurodollars(CME) |
| Mar08 |
080102 |
95.765 |
95.920 |
95.750 |
95.895 |
+0.130 |
89,320 |
1,440,884 |
+0 |
| Jun08 |
080102 |
96.255 |
96.415 |
96.230 |
96.400 |
+0.145 |
101,551 |
1,446,031 |
+0 |
| Sep08 |
080102 |
96.500 |
96.690 |
96.480 |
96.675 |
+0.165 |
121,960 |
1,309,357 |
+0 |
| Dec08 |
080102 |
96.635 |
96.815 |
96.600 |
96.800 |
+0.170 |
144,226 |
1,493,832 |
+0 |
| Mar09 |
080102 |
96.610 |
96.820 |
96.600 |
96.805 |
+0.175 |
185,975 |
1,048,004 |
+0 |
| Jun09 |
080102 |
96.480 |
96.725 |
96.470 |
96.700 |
+0.190 |
120,238 |
726,007 |
+0 |
| Sep09 |
080102 |
96.350 |
96.580 |
96.320 |
96.555 |
+0.205 |
69,288 |
556,857 |
+0 |
| Dec09 |
080102 |
96.180 |
96.410 |
96.155 |
96.385 |
+0.205 |
53,517 |
333,622 |
+0 |
| Mar10 |
080102 |
96.010 |
96.245 |
96.005 |
96.215 |
+0.190 |
31,459 |
232,332 |
+0 |
| Jun10 |
080102 |
95.835 |
96.080 |
95.835 |
96.045 |
+0.175 |
53,503 |
241,730 |
+0 |
| Sep10 |
080102 |
95.735 |
95.940 |
95.725 |
95.910 |
+0.170 |
22,744 |
156,720 |
+0 |
| Dec10 |
080102 |
95.635 |
95.825 |
95.610 |
95.790 |
+0.160 |
17,133 |
119,798 |
+0 |
| Mar11 |
080102 |
95.555 |
95.735 |
95.525 |
95.700 |
+0.155 |
8,727 |
93,637 |
+0 |
| Jun11 |
080102 |
95.465 |
95.635 |
95.440 |
95.610 |
+0.155 |
8,705 |
83,702 |
+0 |
| Sep11 |
080102 |
95.350 |
95.560 |
95.350 |
95.530 |
+0.150 |
7,174 |
69,640 |
+0 |
| Dec11 |
080102 |
95.325 |
95.480 |
95.285 |
95.445 |
+0.145 |
8,768 |
58,729 |
+0 |
| Mar12 |
080102 |
95.265 |
95.410 |
95.220 |
95.380 |
+0.140 |
3,730 |
47,433 |
+0 |
| Jun12 |
080102 |
95.180 |
95.340 |
95.150 |
95.305 |
+0.135 |
3,159 |
42,309 |
+0 |
| Total Volume and Open Interest |
1,078,012 |
9,752,857 |
+101,657 |
| 30 Day Federal Funds(CBOT) |
| Jan08 |
080102 |
4.085 |
4.095 |
4.075 |
4.090 |
unch |
5,763 |
141,448 |
+0 |
| Feb08 |
080102 |
4.235 |
4.325 |
4.230 |
4.310 |
+0.080 |
7,772 |
87,580 |
+0 |
| Mar08 |
080102 |
4.315 |
4.425 |
4.310 |
4.415 |
+0.100 |
2,936 |
45,263 |
+0 |
| Apr08 |
080102 |
4.395 |
4.520 |
4.390 |
4.510 |
+0.115 |
2,458 |
25,032 |
+0 |
| May08 |
080102 |
4.535 |
4.705 |
4.535 |
4.685 |
+0.135 |
850 |
18,959 |
+0 |
| Jun08 |
080102 |
4.580 |
4.730 |
4.565 |
4.720 |
+0.135 |
695 |
6,237 |
+0 |
| Total Volume and Open Interest |
23,900 |
457,348 |
+6,205 |
| 30 Day Fed Funds(e-CBOT) |
| 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 |
| Jun08 |
071231 |
96.320 |
96.340 |
96.315 |
96.335 |
+0.030 |
695 |
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 |
080102 |
99.25 |
99.25 |
99.25 |
99.25 |
unch |
750 |
0 |
-52,289 |
| Jun08 |
080102 |
99.28 |
99.28 |
99.28 |
99.28 |
-0.01 |
200 |
0 |
-19,077 |
| Sep08 |
080102 |
99.21 |
99.21 |
99.21 |
99.21 |
-0.03 |
14 |
0 |
-19,649 |
| Dec08 |
080102 |
99.14 |
99.14 |
99.14 |
99.14 |
-0.03 |
153 |
0 |
-15,490 |
| Mar09 |
080102 |
99.08 |
99.08 |
99.08 |
99.08 |
-0.03 |
|
|
|
| Jun09 |
080102 |
99.03 |
99.03 |
99.03 |
99.03 |
-0.03 |
|
|
|
| Sep09 |
080102 |
98.96 |
98.96 |
98.96 |
98.96 |
-0.03 |
|
|
|
| Dec09 |
080102 |
98.89 |
98.89 |
98.89 |
98.89 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
1,117 |
117,316 |
+0 |
| 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 |
080102 |
113.14 |
114.41 |
112.85 |
114.13 |
+1.42 |
0 |
1,159,668 |
-22,243 |
| Jun08 |
080102 |
112.76 |
113.88 |
112.51 |
113.71 |
+1.00 |
15 |
290 |
+2 |
| Sep08 |
080102 |
113.94 |
113.94 |
113.94 |
113.94 |
+1.02 |
|
|
|
| Total Volume and Open Interest |
239,440 |
1,151,261 |
-8,695 |
| Euro-Bobl(EUREX) |
| Mar08 |
071221 |
108.05 |
108.13 |
107.86 |
107.89 |
-0.23 |
389,096 |
969,873 |
-7,127 |
| Jun08 |
080102 |
43.10 |
43.10 |
43.07 |
43.07 |
+0.77 |
3 |
3,130 |
+0 |
| Sep08 |
080102 |
43.63 |
43.63 |
43.63 |
43.63 |
+0.73 |
|
|
|
| Total Volume and Open Interest |
157,884 |
974,280 |
-13,472 |
| 3-Mth Euribor(EUREX) |
| Mar08 |
080102 |
95.460 |
95.490 |
95.460 |
95.490 |
+0.040 |
390 |
17,210 |
+909 |
| Jun08 |
080102 |
95.560 |
95.625 |
95.560 |
95.625 |
+0.085 |
656 |
5,935 |
-384 |
| Sep08 |
080102 |
95.640 |
95.735 |
95.640 |
95.735 |
+0.105 |
25 |
3,844 |
+0 |
| Total Volume and Open Interest |
1,111 |
32,878 |
-548 |
| Long Gilt(LIFFE) |
| Mar08 |
071231 |
109~30 |
110~08 |
109~26 |
110~07 |
+0~11 |
22,997 |
331,540 |
+2,298 |
| Jun08 |
080102 |
110~29 |
110~29 |
110~29 |
110~29 |
+0~15 |
|
|
|
| Total Volume and Open Interest |
22,997 |
331,540 |
+2,298 |
| 3-Mth Short Sterling(LIFFE) |
| Mar08 |
080102 |
94.43 |
94.49 |
94.40 |
94.47 |
+0.05 |
35,945 |
458,223 |
+0 |
| Jun08 |
080102 |
94.73 |
94.85 |
94.70 |
94.83 |
+0.10 |
21,392 |
582,569 |
+0 |
| Sep08 |
080102 |
94.96 |
95.13 |
94.93 |
95.10 |
+0.13 |
21,112 |
441,178 |
+0 |
| Dec08 |
080102 |
95.13 |
95.32 |
95.10 |
95.28 |
+0.14 |
28,201 |
419,157 |
+0 |
| Mar09 |
080102 |
95.21 |
95.41 |
95.18 |
95.37 |
+0.14 |
17,778 |
282,111 |
+0 |
| Jun09 |
080102 |
95.20 |
95.40 |
95.18 |
95.37 |
+0.15 |
11,753 |
180,151 |
+0 |
| Total Volume and Open Interest |
149,990 |
2,622,294 |
+4,627 |
| 3-Mth Euribor(LIFFE) |
| Mar08 |
080102 |
95.465 |
95.500 |
95.440 |
95.495 |
+0.025 |
93,721 |
634,138 |
-6,841 |
| Jun08 |
080102 |
95.575 |
95.640 |
95.525 |
95.630 |
+0.060 |
65,818 |
605,341 |
+14,370 |
| Sep08 |
080102 |
95.690 |
95.750 |
95.600 |
95.740 |
+0.090 |
57,429 |
518,225 |
+3,500 |
| Total Volume and Open Interest |
377,183 |
3,332,525 |
+33,931 |
| 3-Mth Aus T-Bills(SFE) |
| Mar08 |
080102 |
92.72 |
92.73 |
92.70 |
92.72 |
unch |
14,335 |
333,527 |
+11,964 |
| Jun08 |
080102 |
92.62 |
92.63 |
92.57 |
92.59 |
-0.01 |
12,008 |
247,246 |
+6,920 |
| Sep08 |
080102 |
92.58 |
92.58 |
92.52 |
92.53 |
-0.01 |
13,769 |
144,421 |
+10,301 |
| Dec08 |
080102 |
92.50 |
92.51 |
92.47 |
92.48 |
-0.01 |
2,769 |
71,970 |
+2,478 |
| Mar09 |
080102 |
92.46 |
92.46 |
92.45 |
92.45 |
-0.01 |
1,098 |
51,050 |
+548 |
| Jun09 |
080102 |
92.46 |
92.46 |
92.45 |
92.45 |
-0.01 |
595 |
41,972 |
+595 |
| Sep09 |
080102 |
92.45 |
92.45 |
92.45 |
92.45 |
unch |
2 |
21,790 |
+0 |
| Dec09 |
080102 |
92.44 |
92.44 |
92.44 |
92.44 |
-0.01 |
6 |
3,387 |
+6 |
| Mar10 |
080102 |
92.45 |
92.45 |
92.45 |
92.45 |
-0.01 |
0 |
701 |
+0 |
| Jun10 |
080102 |
92.45 |
92.45 |
92.45 |
92.45 |
-0.01 |
0 |
330 |
+0 |
| Total Volume and Open Interest |
44,582 |
916,966 |
+32,812 |
| 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 |
080102 |
93.68 |
93.68 |
93.68 |
93.68 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
10,945 |
463,251 |
+5,554 |
| 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 |
080102 |
93.18 |
93.18 |
93.18 |
93.18 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
16,360 |
511,907 |
+8,066 |
| Gold(CMX) |
| Feb08 |
080102 |
837.5 |
864.9 |
837.5 |
860.0 |
+22.0 |
61,729 |
284,263 |
+0 |
| Apr08 |
080102 |
848.0 |
871.2 |
844.6 |
866.8 |
+22.3 |
4,280 |
69,051 |
+0 |
| Jun08 |
080102 |
851.5 |
877.1 |
851.5 |
872.8 |
+22.4 |
1,747 |
56,471 |
+0 |
| Aug08 |
080102 |
865.1 |
878.7 |
864.6 |
878.3 |
+22.4 |
211 |
31,030 |
+0 |
| Oct08 |
080102 |
875.0 |
883.2 |
875.0 |
883.2 |
+22.2 |
2 |
3,777 |
+0 |
| Dec08 |
080102 |
866.0 |
892.0 |
866.0 |
888.0 |
+22.1 |
1,695 |
29,080 |
+0 |
| Feb09 |
080102 |
891.9 |
894.9 |
891.9 |
892.9 |
+22.0 |
200 |
21,835 |
+0 |
| Apr09 |
080102 |
897.5 |
897.5 |
897.5 |
897.5 |
+21.9 |
0 |
4,080 |
+0 |
| Jun09 |
080102 |
889.0 |
902.3 |
889.0 |
902.3 |
+21.8 |
101 |
9,264 |
+0 |
| Aug09 |
080102 |
907.2 |
907.2 |
907.2 |
907.2 |
+21.5 |
0 |
9 |
+0 |
| Oct09 |
080102 |
912.1 |
912.1 |
912.1 |
912.1 |
+21.2 |
|
|
|
| Dec09 |
080102 |
897.0 |
922.6 |
897.0 |
917.0 |
+20.8 |
106 |
15,120 |
+0 |
| Total Volume and Open Interest |
70,178 |
540,215 |
+6,830 |
| Silver(CMX) |
| Mar08 |
080102 |
1491.0 |
1541.5 |
1491.0 |
1529.0 |
+37.0 |
12,933 |
71,349 |
+0 |
| May08 |
080102 |
1516.5 |
1547.5 |
1516.5 |
1541.4 |
+37.2 |
1,530 |
13,913 |
+0 |
| Jul08 |
080102 |
1529.5 |
1556.0 |
1525.0 |
1552.0 |
+37.1 |
1,431 |
21,105 |
+0 |
| Sep08 |
080102 |
1535.0 |
1561.6 |
1535.0 |
1561.6 |
+37.0 |
132 |
17,043 |
+0 |
| Dec08 |
080102 |
1551.5 |
1580.0 |
1551.5 |
1575.0 |
+37.0 |
144 |
16,153 |
+0 |
| Mar09 |
080102 |
1589.5 |
1589.5 |
1589.5 |
1589.5 |
+36.6 |
0 |
537 |
+0 |
| May09 |
080102 |
1598.5 |
1598.5 |
1598.5 |
1598.5 |
+36.2 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
16,190 |
151,652 |
-667 |
| Platinum(NYMEX) |
| Jan08 |
080102 |
1529.9 |
1549.0 |
1524.1 |
1547.0 |
+18.6 |
1,937 |
504 |
+0 |
| Apr08 |
080102 |
1528.9 |
1552.0 |
1525.4 |
1546.0 |
+20.6 |
2,561 |
16,644 |
+0 |
| Jul08 |
080102 |
1534.9 |
1551.5 |
1534.9 |
1545.9 |
+20.5 |
1 |
161 |
+161 |
| Oct08 |
080102 |
1554.4 |
1554.4 |
1554.4 |
1554.4 |
+1554.4 |
|
|
|
| Total Volume and Open Interest |
2,407 |
15,032 |
-629 |
| Palladium(NYMEX) |
| Mar08 |
080102 |
375.05 |
380.50 |
373.60 |
379.90 |
+1.70 |
498 |
12,960 |
+0 |
| Jun08 |
080102 |
380.00 |
384.15 |
380.00 |
384.15 |
+1.25 |
52 |
1,509 |
+0 |
| Sep08 |
080102 |
389.15 |
389.15 |
389.15 |
389.15 |
+1.25 |
0 |
273 |
+0 |
| Total Volume and Open Interest |
562 |
15,416 |
+93 |
| Copper(CMX) |
| Mar08 |
080102 |
304.10 |
312.00 |
303.55 |
306.40 |
+2.30 |
5,978 |
51,193 |
+0 |
| May08 |
080102 |
310.00 |
310.00 |
305.35 |
307.85 |
+2.65 |
780 |
7,279 |
+0 |
| Jul08 |
080102 |
309.90 |
309.90 |
306.20 |
308.40 |
+2.70 |
36 |
2,722 |
+0 |
| Sep08 |
080102 |
308.55 |
308.55 |
308.55 |
308.55 |
+2.80 |
53 |
1,307 |
+0 |
| Dec08 |
080102 |
306.85 |
309.00 |
306.40 |
308.05 |
+2.90 |
55 |
1,714 |
+0 |
| Total Volume and Open Interest |
7,498 |
72,124 |
+363 |
| Aluminum(CMX) |
| Jan08 |
080102 |
1.08 |
1.08 |
1.08 |
1.08 |
+0.01 |
|
|
|
| Feb08 |
080102 |
1.08 |
1.08 |
1.08 |
1.08 |
+0.01 |
|
|
|
| Mar08 |
080102 |
1.08 |
1.08 |
1.08 |
1.08 |
+0.01 |
|
|
|
| Apr08 |
080102 |
1.08 |
1.08 |
1.08 |
1.08 |
+0.01 |
|
|
|
| May08 |
080102 |
1.08 |
1.08 |
1.08 |
1.08 |
+0.01 |
|
|
|
| Jun08 |
080102 |
1.08 |
1.08 |
1.08 |
1.08 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| DJIA Index(CBOT) |
| Mar08 |
080102 |
13377 |
13377 |
13050 |
13136 |
-192 |
1,979 |
24,590 |
+0 |
| Jun08 |
080102 |
13212 |
13212 |
13212 |
13212 |
-192 |
0 |
37 |
+0 |
| Sep08 |
080102 |
13292 |
13292 |
13292 |
13292 |
-192 |
0 |
1 |
+0 |
| Dec08 |
080102 |
13368 |
13368 |
13368 |
13368 |
-192 |
|
|
|
| Total Volume and Open Interest |
1,979 |
24,628 |
+17 |
| S & P 500(CME) |
| Mar08 |
080102 |
1478.40 |
1482.70 |
1449.20 |
1458.40 |
-18.80 |
19,796 |
514,454 |
+0 |
| Jun08 |
080102 |
1475.50 |
1487.00 |
1457.00 |
1466.60 |
-19.40 |
128 |
6,604 |
+0 |
| Sep08 |
080102 |
1473.20 |
1494.50 |
1464.50 |
1473.20 |
-20.30 |
16 |
470 |
+0 |
| Dec08 |
080102 |
1478.40 |
1500.20 |
1470.20 |
1478.40 |
-20.80 |
0 |
3,118 |
+0 |
| Total Volume and Open Interest |
19,940 |
524,654 |
-270 |
| S & P 500 E-Mini(Globex) |
| Mar08 |
080102 |
1478.75 |
1482.75 |
1449.00 |
1458.50 |
-18.75 |
671,313 |
0 |
-1,751,604 |
| Jun08 |
080102 |
1487.00 |
1491.25 |
1457.50 |
1466.50 |
-19.50 |
2,312 |
5,119 |
+0 |
| Total Volume and Open Interest |
794,898 |
1,756,730 |
-1,779 |
| NASDAQ 100(CME) |
| Mar08 |
080102 |
2111.50 |
2116.50 |
2057.00 |
2070.00 |
-34.80 |
2,327 |
38,600 |
+0 |
| Jun08 |
080102 |
2089.30 |
2089.30 |
2088.30 |
2089.30 |
-36.00 |
0 |
25 |
+0 |
| Sep08 |
080102 |
2115.30 |
2115.30 |
2114.30 |
2115.30 |
-36.00 |
|
|
|
| Total Volume and Open Interest |
2,327 |
38,625 |
-479 |
| NASDAQ 100 E-Mini(Globex) |
| Mar08 |
071231 |
2125.00 |
2127.50 |
2101.00 |
2104.80 |
-20.20 |
161,664 |
284,369 |
-1,267 |
| Jun08 |
080102 |
2085.00 |
2101.80 |
2077.00 |
2089.30 |
-36.00 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
161,664 |
284,370 |
-1,267 |
| S & P Midcap 400(CME) |
| Mar08 |
080102 |
862.30 |
865.00 |
848.50 |
853.90 |
-10.90 |
67 |
4,937 |
+0 |
| Jun08 |
080102 |
863.60 |
863.60 |
863.50 |
863.60 |
-10.90 |
|
|
|
| Sep08 |
080102 |
871.50 |
871.50 |
871.40 |
871.50 |
-10.90 |
0 |
55 |
+0 |
| Total Volume and Open Interest |
67 |
4,992 |
+24 |
| Russell 2000(CME) |
| Mar08 |
080102 |
769.95 |
771.25 |
752.25 |
758.50 |
-13.70 |
727 |
34,533 |
+0 |
| Jun08 |
080102 |
762.75 |
762.75 |
762.45 |
762.75 |
-13.70 |
0 |
7 |
+0 |
| Sep08 |
080102 |
768.75 |
768.75 |
768.45 |
768.75 |
-13.70 |
0 |
25 |
+0 |
| Total Volume and Open Interest |
727 |
34,565 |
-59 |
| Russell 2000 E-Mini(Globex) |
| Mar08 |
080102 |
769.00 |
771.90 |
752.20 |
758.50 |
-13.70 |
139,022 |
573,301 |
+0 |
| Jun08 |
080102 |
767.40 |
774.70 |
756.20 |
762.80 |
-13.70 |
14 |
30 |
+0 |
| Sep08 |
080102 |
768.80 |
780.40 |
765.30 |
768.80 |
-13.70 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
139,036 |
573,334 |
+6,948 |
| Value Line(KCBT) |
| Mar08 |
080102 |
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 |
080102 |
5591.0 |
5677.5 |
5531.5 |
5556.5 |
-64.0 |
9,912 |
0 |
-380,438 |
| Feb08 |
080102 |
5607.0 |
5691.5 |
5575.5 |
5575.5 |
-64.0 |
85 |
0 |
-1,933 |
| Mar08 |
080102 |
5638.0 |
5721.5 |
5585.5 |
5599.5 |
-66.0 |
1,797 |
0 |
-39,835 |
| Total Volume and Open Interest |
11,832 |
|
|
| Hang Seng Index(HKFE) |
| Jan08 |
080102 |
27720 |
27948 |
27290 |
27668 |
-242 |
4,311 |
31,051 |
-49,965 |
| Feb08 |
080102 |
27765 |
28000 |
27366 |
27729 |
-243 |
0 |
71 |
|
| Mar08 |
080102 |
27727 |
27890 |
27364 |
27722 |
-242 |
36 |
654 |
+600 |
| Total Volume and Open Interest |
5,977 |
31,813 |
-50,543 |
| DAX(EUREX) |
| Mar08 |
080102 |
8105.5 |
8180.5 |
7972.5 |
8028.5 |
-116.0 |
62,463 |
175,382 |
+0 |
| Jun08 |
080102 |
8202.0 |
8258.0 |
8075.0 |
8114.5 |
-118.0 |
527 |
17,745 |
+0 |
| Sep08 |
080102 |
8209.5 |
8211.5 |
8163.5 |
8198.5 |
-125.0 |
100 |
100 |
+0 |
| Total Volume and Open Interest |
63,090 |
193,227 |
+0 |
| FT-SE 100(EURONEXT) |
| Mar08 |
080102 |
6449.00 |
6529.50 |
6405.00 |
6434.50 |
-20.50 |
42,151 |
400,492 |
+0 |
| Jun08 |
080102 |
6543.00 |
6543.00 |
6436.50 |
6463.00 |
-21.00 |
8 |
7,851 |
+0 |
| Sep08 |
080102 |
6481.50 |
6481.50 |
6481.50 |
6481.50 |
-22.50 |
0 |
1,500 |
+0 |
| Total Volume and Open Interest |
42,159 |
409,843 |
+7,811 |
| SPI 200(SFE) |
| Mar08 |
080102 |
6359.0 |
6411.0 |
6325.0 |
6332.0 |
-16.0 |
12,177 |
231,384 |
+8,525 |
| Jun08 |
080102 |
6395.0 |
6395.0 |
6395.0 |
6395.0 |
-16.0 |
7 |
1,931 |
+7 |
| Sep08 |
080102 |
6406.0 |
6406.0 |
6406.0 |
6406.0 |
-15.0 |
1 |
1,203 |
+1 |
| Total Volume and Open Interest |
12,189 |
234,559 |
+8,535 |
| GSCI(CME) |
| Jan08 |
080102 |
619.90 |
630.50 |
619.80 |
630.50 |
+21.40 |
202 |
21,595 |
+0 |
| Feb08 |
080102 |
621.75 |
630.50 |
621.50 |
630.50 |
+21.50 |
|
|
|
| Mar08 |
080102 |
629.00 |
629.00 |
621.00 |
629.00 |
+20.75 |
|
|
|
| Total Volume and Open Interest |
202 |
21,595 |
+122 |
| 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. |
|
|
