 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Thu January 03, 2008 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan08 |
080103 |
1233.50 |
1253.50 |
1230.25 |
1251.50 |
+19.00 |
29,805 |
17,869 |
-5,434 |
Mar08 |
080103 |
1248.75 |
1269.25 |
1245.75 |
1267.50 |
+18.75 |
79,101 |
280,776 |
+596 |
May08 |
080103 |
1264.00 |
1285.75 |
1262.50 |
1284.50 |
+20.00 |
8,093 |
63,414 |
+667 |
Jul08 |
080103 |
1272.00 |
1293.00 |
1270.25 |
1291.00 |
+19.00 |
6,148 |
63,474 |
-520 |
Aug08 |
080103 |
1241.00 |
1271.75 |
1241.00 |
1262.50 |
+18.50 |
36 |
4,462 |
+5 |
Sep08 |
080103 |
1190.00 |
1222.75 |
1190.00 |
1205.00 |
+9.00 |
28 |
2,489 |
-1 |
Nov08 |
080103 |
1147.00 |
1163.00 |
1145.00 |
1161.50 |
+13.50 |
8,222 |
100,645 |
-426 |
Total Volume and Open Interest |
132,361 |
555,160 |
-4,670 |
Soybean Meal(CBOT) |
Jan08 |
080103 |
338.10 |
344.30 |
336.50 |
344.10 |
+6.10 |
17,493 |
10,555 |
-2,663 |
Mar08 |
080103 |
343.80 |
351.00 |
343.00 |
350.60 |
+6.50 |
35,909 |
107,518 |
-367 |
May08 |
080103 |
347.80 |
355.00 |
347.80 |
354.50 |
+6.50 |
6,274 |
45,109 |
+703 |
Jul08 |
080103 |
350.10 |
356.60 |
350.10 |
355.50 |
+6.00 |
2,809 |
32,012 |
+40 |
Aug08 |
080103 |
342.00 |
345.70 |
342.00 |
345.00 |
+5.50 |
186 |
7,296 |
-108 |
Sep08 |
080103 |
332.10 |
335.30 |
329.10 |
333.50 |
+5.50 |
214 |
6,408 |
+141 |
Oct08 |
080103 |
308.50 |
308.50 |
303.00 |
307.50 |
+4.80 |
177 |
5,490 |
+154 |
Dec08 |
080103 |
298.50 |
304.30 |
298.00 |
303.50 |
+6.30 |
3,039 |
24,454 |
+965 |
Total Volume and Open Interest |
66,173 |
242,030 |
-1,073 |
Soybean Oil(CBOT) |
Jan08 |
080103 |
50.00 |
50.61 |
49.81 |
50.50 |
+0.54 |
12,732 |
10,813 |
-4,492 |
Mar08 |
080103 |
50.95 |
51.33 |
50.54 |
51.18 |
+0.38 |
33,981 |
169,243 |
+1,981 |
May08 |
080103 |
51.39 |
51.85 |
51.14 |
51.74 |
+0.39 |
3,474 |
36,303 |
+693 |
Jul08 |
080103 |
51.95 |
52.37 |
51.63 |
52.31 |
+0.36 |
3,228 |
32,652 |
+403 |
Aug08 |
080103 |
52.03 |
52.50 |
51.93 |
52.42 |
+0.37 |
36 |
5,532 |
-5 |
Sep08 |
080103 |
51.90 |
52.38 |
51.80 |
52.35 |
+0.45 |
272 |
5,000 |
-95 |
Oct08 |
080103 |
51.50 |
52.01 |
51.40 |
51.95 |
+0.45 |
1,186 |
4,892 |
-181 |
Dec08 |
080103 |
51.76 |
52.30 |
51.64 |
52.26 |
+0.41 |
3,095 |
25,530 |
-99 |
Total Volume and Open Interest |
58,074 |
291,089 |
-1,745 |
Canola(WCE) |
Jan08 |
080103 |
516.2 |
519.4 |
516.2 |
519.4 |
+4.6 |
24 |
0 |
+0 |
Mar08 |
080103 |
524.9 |
533.5 |
524.9 |
531.4 |
+4.7 |
6,439 |
0 |
+0 |
May08 |
080103 |
538.7 |
543.5 |
538.0 |
541.5 |
+5.1 |
1,301 |
0 |
+0 |
Jul08 |
080103 |
545.1 |
549.5 |
543.2 |
547.5 |
+5.2 |
1,429 |
0 |
+0 |
Total Volume and Open Interest |
10,571 |
157,993 |
+157,993 |
Corn(CBOT) |
Mar08 |
080103 |
462.50 |
469.00 |
460.75 |
466.00 |
+3.50 |
59,952 |
602,039 |
+4,144 |
May08 |
080103 |
473.25 |
479.50 |
472.00 |
476.75 |
+3.25 |
8,391 |
139,887 |
+2,340 |
Jul08 |
080103 |
483.00 |
489.25 |
481.50 |
486.50 |
+3.50 |
6,097 |
153,457 |
+297 |
Sep08 |
080103 |
479.75 |
485.25 |
479.75 |
484.00 |
+4.25 |
1,108 |
29,529 |
+271 |
Dec08 |
080103 |
480.25 |
486.25 |
480.00 |
485.75 |
+5.50 |
9,645 |
282,317 |
+1,275 |
Mar09 |
080103 |
484.00 |
491.50 |
484.00 |
491.00 |
+6.25 |
212 |
17,677 |
+79 |
Total Volume and Open Interest |
86,060 |
1,291,091 |
+8,630 |
Wheat(CBOT) |
Mar08 |
080103 |
920.00 |
945.00 |
919.00 |
945.00 |
+30.00 |
24,563 |
203,170 |
-586 |
May08 |
080103 |
928.50 |
952.50 |
927.00 |
952.50 |
+30.00 |
5,207 |
51,962 |
+1,571 |
Jul08 |
080103 |
791.75 |
814.50 |
790.00 |
812.00 |
+21.25 |
4,809 |
98,816 |
+15 |
Sep08 |
080103 |
798.75 |
817.00 |
798.75 |
815.00 |
+18.00 |
461 |
19,104 |
+259 |
Dec08 |
080103 |
808.00 |
827.50 |
808.00 |
826.50 |
+18.50 |
975 |
39,420 |
+162 |
Total Volume and Open Interest |
36,193 |
426,936 |
+1,511 |
Wheat(KCBT) |
Mar08 |
080103 |
945.00 |
966.00 |
940.00 |
965.50 |
+29.50 |
9,714 |
69,299 |
-413 |
May08 |
080103 |
943.25 |
962.00 |
943.25 |
962.00 |
+30.00 |
2,779 |
10,404 |
+1,192 |
Jul08 |
080103 |
824.75 |
855.00 |
824.75 |
854.00 |
+26.50 |
3,239 |
30,609 |
+615 |
Sep08 |
080103 |
831.75 |
856.00 |
831.75 |
856.00 |
+30.00 |
754 |
5,798 |
-37 |
Dec08 |
080103 |
841.75 |
859.00 |
840.00 |
857.00 |
+28.00 |
295 |
3,373 |
+87 |
Total Volume and Open Interest |
16,815 |
122,611 |
+1,442 |
Wheat(MGE) |
Mar08 |
080103 |
1066.00 |
1095.75 |
1066.00 |
1095.75 |
+30.00 |
3,287 |
37,139 |
+10 |
May08 |
080103 |
1030.00 |
1058.00 |
1030.00 |
1058.00 |
+28.00 |
879 |
10,269 |
+1 |
Jul08 |
080103 |
968.50 |
975.00 |
961.00 |
968.00 |
+18.00 |
5 |
2,724 |
-1 |
Sep08 |
080103 |
864.75 |
883.00 |
864.75 |
882.75 |
+15.75 |
164 |
6,246 |
+15 |
Dec08 |
080103 |
871.00 |
878.00 |
866.25 |
877.25 |
+17.00 |
279 |
6,175 |
+13 |
Total Volume and Open Interest |
4,620 |
62,949 |
+33 |
Oats(CBOT) |
Mar08 |
080103 |
315.75 |
332.00 |
313.50 |
325.50 |
+13.50 |
511 |
9,600 |
+5 |
May08 |
080103 |
320.00 |
336.00 |
320.00 |
333.25 |
+14.25 |
51 |
879 |
+4 |
Jul08 |
080103 |
325.00 |
341.00 |
325.00 |
340.00 |
+15.00 |
1 |
301 |
+0 |
Sep08 |
080103 |
333.00 |
333.00 |
332.00 |
332.00 |
+8.50 |
0 |
41 |
+0 |
Total Volume and Open Interest |
563 |
11,606 |
+9 |
Rough Rice(CBOT) |
Jan08 |
080103 |
14.20 |
14.24 |
13.91 |
13.95 |
-0.01 |
540 |
446 |
-600 |
Mar08 |
080103 |
14.28 |
14.60 |
14.14 |
14.27 |
-0.01 |
1,023 |
14,164 |
+93 |
May08 |
080103 |
14.67 |
14.67 |
14.45 |
14.50 |
-0.03 |
36 |
715 |
+29 |
Jul08 |
080103 |
14.66 |
14.95 |
14.66 |
14.70 |
-0.03 |
2 |
1,010 |
+0 |
Total Volume and Open Interest |
1,612 |
18,015 |
-483 |
Live Cattle(CME) |
Feb08 |
080103 |
96.450 |
97.050 |
94.550 |
94.775 |
-1.475 |
10,718 |
116,120 |
-1,273 |
Apr08 |
080103 |
99.025 |
99.450 |
96.900 |
97.050 |
-2.000 |
5,781 |
68,201 |
+999 |
Jun08 |
080103 |
95.250 |
95.600 |
94.000 |
94.075 |
-1.150 |
2,807 |
28,070 |
+1,342 |
Aug08 |
080103 |
96.175 |
96.400 |
95.300 |
95.350 |
-0.925 |
773 |
16,481 |
+362 |
Oct08 |
080103 |
99.850 |
100.200 |
99.650 |
99.700 |
-0.450 |
174 |
6,151 |
+111 |
Dec08 |
080103 |
100.450 |
100.750 |
99.850 |
100.175 |
-0.325 |
74 |
4,441 |
+21 |
Total Volume and Open Interest |
20,333 |
241,411 |
+1,431 |
Feeder Cattle(CME) |
Jan08 |
080103 |
103.500 |
103.900 |
101.425 |
101.800 |
-2.625 |
700 |
5,827 |
-200 |
Mar08 |
080103 |
106.200 |
106.475 |
103.750 |
103.925 |
-2.575 |
1,644 |
15,622 |
+119 |
Apr08 |
080103 |
108.750 |
108.750 |
106.250 |
106.875 |
-1.950 |
326 |
3,954 |
+69 |
May08 |
080103 |
109.800 |
109.900 |
108.000 |
108.425 |
-1.775 |
186 |
4,934 |
+79 |
Aug08 |
080103 |
110.000 |
110.000 |
108.800 |
109.350 |
-0.950 |
129 |
2,224 |
+52 |
Sep08 |
080103 |
109.100 |
109.100 |
108.200 |
108.400 |
-1.200 |
4 |
96 |
+3 |
Oct08 |
080103 |
108.525 |
108.525 |
108.000 |
108.000 |
-1.300 |
0 |
61 |
+0 |
Total Volume and Open Interest |
2,993 |
32,814 |
+126 |
Lean Hogs(CME) |
Feb08 |
080103 |
57.300 |
57.300 |
56.350 |
56.475 |
-0.700 |
12,124 |
93,225 |
-1,616 |
Apr08 |
080103 |
63.250 |
63.250 |
62.300 |
62.375 |
-0.900 |
6,496 |
49,286 |
-1,239 |
May08 |
080103 |
68.900 |
69.500 |
68.700 |
69.475 |
+0.025 |
156 |
2,674 |
+16 |
Jun08 |
080103 |
72.850 |
73.100 |
72.350 |
72.700 |
-0.550 |
2,137 |
29,126 |
-112 |
Jul08 |
080103 |
72.850 |
72.850 |
71.900 |
72.500 |
-0.275 |
517 |
11,525 |
-88 |
Aug08 |
080103 |
71.500 |
71.850 |
71.350 |
71.800 |
+0.075 |
59 |
5,937 |
-11 |
Oct08 |
080103 |
67.475 |
67.650 |
67.250 |
67.575 |
-0.075 |
200 |
5,702 |
+12 |
Dec08 |
080103 |
67.500 |
67.850 |
67.150 |
67.475 |
-0.025 |
228 |
10,496 |
+128 |
Total Volume and Open Interest |
22,023 |
208,238 |
-2,815 |
Pork Bellies(CME) |
Feb08 |
080103 |
86.250 |
86.250 |
84.575 |
84.700 |
-1.100 |
140 |
1,207 |
+7 |
Mar08 |
080103 |
85.600 |
85.600 |
84.550 |
84.550 |
-0.950 |
1 |
358 |
+0 |
May08 |
080103 |
87.200 |
88.000 |
87.200 |
87.200 |
-0.400 |
19 |
243 |
+9 |
Jul08 |
080103 |
86.250 |
86.500 |
86.250 |
86.250 |
-0.050 |
0 |
162 |
+0 |
Aug08 |
080103 |
86.250 |
86.250 |
86.250 |
86.250 |
-0.375 |
0 |
59 |
+0 |
Total Volume and Open Interest |
160 |
2,029 |
+16 |
Class III Milk(CME) |
Jan08 |
080103 |
19.73 |
20.38 |
19.65 |
20.12 |
+0.49 |
492 |
3,808 |
+0 |
Feb08 |
080103 |
18.60 |
19.37 |
18.60 |
19.12 |
+0.50 |
187 |
3,328 |
-10 |
Mar08 |
080103 |
17.94 |
18.73 |
17.94 |
18.38 |
+0.40 |
100 |
2,804 |
+0 |
Apr08 |
080103 |
17.25 |
17.87 |
17.12 |
17.57 |
+0.32 |
59 |
2,573 |
+0 |
May08 |
080103 |
16.92 |
17.62 |
16.82 |
17.30 |
+0.40 |
55 |
2,281 |
-4 |
Total Volume and Open Interest |
1,086 |
27,442 |
-4,150 |
Cocoa(ICE) |
Mar08 |
080103 |
2097 |
2141 |
2081 |
2120 |
+23 |
14,463 |
100,763 |
+960 |
May08 |
080103 |
2095 |
2139 |
2095 |
2120 |
+22 |
3,946 |
29,475 |
+1,637 |
Jul08 |
080103 |
2093 |
2145 |
2088 |
2127 |
+24 |
587 |
11,442 |
-21 |
Sep08 |
080103 |
2106 |
2133 |
2106 |
2124 |
+21 |
348 |
8,819 |
+48 |
Dec08 |
080103 |
2149 |
2149 |
2125 |
2135 |
+22 |
348 |
15,929 |
+20 |
Mar09 |
080103 |
2130 |
2143 |
2130 |
2143 |
+17 |
145 |
4,499 |
+0 |
May09 |
080103 |
2148 |
2148 |
2148 |
2148 |
+16 |
0 |
2,359 |
+0 |
Total Volume and Open Interest |
19,837 |
173,287 |
+2,644 |
Coffee "C"(ICE) |
Mar08 |
080103 |
134.25 |
136.50 |
134.20 |
135.20 |
+1.20 |
20,004 |
112,851 |
+2,438 |
May08 |
080103 |
136.90 |
139.00 |
136.80 |
137.80 |
+1.15 |
2,927 |
24,975 |
+663 |
Jul08 |
080103 |
141.00 |
141.00 |
139.65 |
140.25 |
+1.15 |
812 |
6,341 |
+92 |
Sep08 |
080103 |
143.40 |
143.40 |
142.30 |
142.50 |
+1.10 |
939 |
8,674 |
-139 |
Dec08 |
080103 |
144.85 |
146.80 |
144.85 |
145.90 |
+1.10 |
146 |
6,110 |
-9 |
Mar09 |
080103 |
148.00 |
150.00 |
148.00 |
149.15 |
+1.15 |
98 |
4,047 |
+63 |
Total Volume and Open Interest |
24,943 |
165,819 |
+3,123 |
Orange Juice(ICE) |
Jan08 |
080103 |
144.50 |
145.00 |
140.05 |
141.10 |
-6.20 |
916 |
602 |
-582 |
Mar08 |
080103 |
144.35 |
144.50 |
141.65 |
141.85 |
-6.95 |
3,846 |
18,775 |
+125 |
May08 |
080103 |
149.00 |
149.00 |
143.85 |
143.95 |
-6.40 |
515 |
3,785 |
+35 |
Jul08 |
080103 |
152.25 |
152.25 |
145.75 |
145.95 |
-5.85 |
180 |
927 |
+30 |
Sep08 |
080103 |
148.05 |
148.05 |
148.05 |
148.05 |
-5.15 |
15 |
429 |
+1 |
Nov08 |
080103 |
147.65 |
147.65 |
147.65 |
147.65 |
-5.15 |
1 |
364 |
+1 |
Total Volume and Open Interest |
5,473 |
25,739 |
-390 |
Sugar #11(ICE) |
Mar08 |
080103 |
10.73 |
11.28 |
10.73 |
11.14 |
+0.41 |
145,837 |
473,584 |
+10,959 |
May08 |
080103 |
11.08 |
11.54 |
11.04 |
11.40 |
+0.37 |
17,742 |
120,198 |
+1,696 |
Jul08 |
080103 |
11.27 |
11.70 |
11.24 |
11.57 |
+0.34 |
11,529 |
92,352 |
+647 |
Oct08 |
080103 |
11.58 |
11.98 |
11.56 |
11.88 |
+0.34 |
3,807 |
83,111 |
+6 |
Mar09 |
080103 |
12.14 |
12.53 |
12.11 |
12.43 |
+0.34 |
2,987 |
55,554 |
+8 |
Total Volume and Open Interest |
187,040 |
911,735 |
+14,170 |
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 |
080103 |
1085 |
1105 |
1080 |
1104 |
+18 |
3,033 |
27,487 |
-70 |
Jul08 |
080103 |
1111 |
1136 |
1111 |
1134 |
+19 |
1,629 |
54,354 |
+72 |
Sep08 |
080103 |
1092 |
1110 |
1090 |
1109 |
+14 |
5 |
22,883 |
+3 |
Dec08 |
080103 |
1088 |
1107 |
1086 |
1105 |
+13 |
13 |
21,457 |
-3 |
Mar09 |
080103 |
1102 |
1115 |
1102 |
1114 |
+13 |
12 |
5,377 |
+1 |
May09 |
080103 |
1126 |
1126 |
1125 |
1125 |
+14 |
0 |
363 |
+0 |
Total Volume and Open Interest |
5,862 |
207,645 |
-421 |
London Coffee(LCE) |
Jan08 |
080103 |
1912.00 |
1922.00 |
1899.00 |
1912.00 |
+8.00 |
2,536 |
10,477 |
-9,408 |
Mar08 |
080103 |
1946.00 |
1960.00 |
1930.00 |
1948.00 |
+9.00 |
3,905 |
91,613 |
-430 |
May08 |
080103 |
1960.00 |
1979.00 |
1950.00 |
1966.00 |
+9.00 |
528 |
20,695 |
+172 |
Jul08 |
080103 |
1970.00 |
1984.00 |
1970.00 |
1978.00 |
+6.00 |
64 |
6,565 |
+4 |
Sep08 |
080103 |
1984.00 |
1995.00 |
1984.00 |
1991.00 |
+6.00 |
97 |
8,641 |
-60 |
Nov08 |
080103 |
1994.00 |
1994.00 |
1994.00 |
1994.00 |
+6.00 |
12 |
970 |
+0 |
Total Volume and Open Interest |
7,142 |
141,328 |
-9,722 |
London Sugar(LCE) |
Mar08 |
071231 |
316.00 |
317.40 |
315.00 |
315.00 |
-0.90 |
3,224 |
49,488 |
+183 |
May08 |
080103 |
318.70 |
326.50 |
317.90 |
326.50 |
+9.50 |
278 |
13,082 |
-32 |
Aug08 |
080103 |
325.00 |
329.20 |
324.90 |
329.10 |
+8.60 |
110 |
7,298 |
-54 |
Oct08 |
080103 |
329.90 |
333.40 |
329.90 |
333.40 |
+8.80 |
121 |
6,132 |
+91 |
Dec08 |
080103 |
338.10 |
338.40 |
335.90 |
338.40 |
+8.80 |
55 |
1,693 |
-32 |
Total Volume and Open Interest |
1,673 |
82,420 |
-50 |
Cotton(ICE) |
Mar08 |
080103 |
68.89 |
69.05 |
68.12 |
68.71 |
-0.17 |
29,155 |
132,891 |
-367 |
May08 |
080103 |
70.65 |
70.68 |
70.00 |
70.40 |
-0.19 |
2,949 |
24,235 |
-153 |
Jul08 |
080103 |
72.11 |
72.50 |
71.80 |
72.19 |
-0.16 |
3,319 |
27,603 |
+229 |
Oct08 |
080103 |
74.40 |
74.40 |
74.40 |
74.40 |
-0.27 |
6 |
469 |
+6 |
Dec08 |
080103 |
76.70 |
76.75 |
75.91 |
76.46 |
-0.21 |
4,879 |
44,360 |
+517 |
Mar09 |
080103 |
78.90 |
78.90 |
78.90 |
78.90 |
-0.26 |
174 |
1,070 |
-94 |
Total Volume and Open Interest |
40,948 |
231,807 |
+369 |
Lumber(CME) |
Jan08 |
080103 |
230.7 |
233.7 |
230.7 |
231.3 |
-1.0 |
297 |
1,927 |
-173 |
Mar08 |
080103 |
252.4 |
253.1 |
251.0 |
252.7 |
+0.6 |
380 |
6,492 |
+79 |
May08 |
080103 |
269.8 |
269.8 |
266.7 |
268.5 |
+0.3 |
13 |
710 |
+0 |
Jul08 |
080103 |
278.0 |
278.0 |
271.6 |
271.6 |
-0.1 |
0 |
143 |
+0 |
Total Volume and Open Interest |
690 |
9,373 |
-94 |
Crude Oil(NYM) |
Feb08 |
080103 |
99.23 |
100.09 |
98.45 |
99.18 |
-0.44 |
108,597 |
316,927 |
-2,616 |
Mar08 |
080103 |
99.03 |
99.77 |
98.23 |
98.94 |
-0.39 |
46,205 |
173,142 |
+6,725 |
Apr08 |
080103 |
98.50 |
99.15 |
97.77 |
98.42 |
-0.32 |
13,412 |
68,500 |
+1,410 |
May08 |
080103 |
97.73 |
98.52 |
97.26 |
97.90 |
-0.19 |
4,650 |
61,130 |
+392 |
Jun08 |
080103 |
97.08 |
97.88 |
96.69 |
97.37 |
-0.05 |
7,093 |
78,681 |
+939 |
Jul08 |
080103 |
96.50 |
97.22 |
96.21 |
96.85 |
+0.05 |
3,530 |
25,123 |
+226 |
Aug08 |
080103 |
96.04 |
96.35 |
95.85 |
96.35 |
+0.13 |
3,124 |
21,290 |
+677 |
Sep08 |
080103 |
96.00 |
96.00 |
95.30 |
95.86 |
+0.21 |
664 |
41,243 |
+343 |
Oct08 |
080103 |
94.90 |
95.38 |
94.90 |
95.38 |
+0.28 |
1,522 |
31,427 |
+886 |
Nov08 |
080103 |
94.37 |
94.90 |
94.15 |
94.90 |
+0.33 |
4,324 |
23,861 |
+1,604 |
Dec08 |
080103 |
94.04 |
94.68 |
93.49 |
94.42 |
+0.37 |
7,559 |
173,139 |
+299 |
Jan09 |
080103 |
93.93 |
93.93 |
93.93 |
93.93 |
+0.39 |
50 |
24,631 |
-15 |
Feb09 |
080103 |
94.33 |
94.33 |
92.90 |
93.45 |
+0.41 |
0 |
12,756 |
+0 |
Mar09 |
080103 |
92.97 |
92.97 |
92.97 |
92.97 |
+0.43 |
0 |
6,173 |
+0 |
Apr09 |
080103 |
92.50 |
92.50 |
92.50 |
92.50 |
+0.45 |
0 |
11,595 |
+0 |
May09 |
080103 |
92.07 |
92.07 |
92.07 |
92.07 |
+0.47 |
0 |
13,679 |
+0 |
Total Volume and Open Interest |
206,879 |
1,361,258 |
+12,896 |
Heating Oil(NYM) |
Feb08 |
080103 |
273.86 |
274.75 |
270.20 |
271.91 |
-2.13 |
21,561 |
87,150 |
+865 |
Mar08 |
080103 |
272.26 |
273.27 |
268.99 |
270.66 |
-1.88 |
5,954 |
41,776 |
+117 |
Apr08 |
080103 |
268.33 |
268.93 |
266.15 |
266.66 |
-1.78 |
1,624 |
15,698 |
+42 |
May08 |
080103 |
264.20 |
264.72 |
262.62 |
262.71 |
-1.68 |
687 |
10,341 |
-192 |
Jun08 |
080103 |
261.35 |
262.17 |
259.25 |
259.96 |
-1.58 |
1,526 |
17,218 |
-499 |
Jul08 |
080103 |
259.78 |
261.46 |
259.20 |
259.51 |
-1.43 |
266 |
4,611 |
-199 |
Aug08 |
080103 |
260.68 |
261.17 |
258.73 |
259.56 |
-1.38 |
68 |
1,191 |
+13 |
Sep08 |
080103 |
260.60 |
260.92 |
260.20 |
260.26 |
-1.33 |
322 |
3,946 |
+69 |
Oct08 |
080103 |
262.40 |
262.61 |
261.61 |
261.61 |
-1.28 |
7 |
1,360 |
+1 |
Nov08 |
080103 |
263.60 |
264.24 |
263.01 |
263.01 |
-1.23 |
21 |
893 |
+8 |
Dec08 |
080103 |
265.50 |
265.78 |
263.00 |
264.36 |
-1.18 |
875 |
7,636 |
-171 |
Jan09 |
080103 |
266.50 |
266.50 |
265.26 |
265.26 |
-1.18 |
5 |
2,472 |
+0 |
Total Volume and Open Interest |
32,921 |
200,678 |
-8,133 |
Gasoline(NYMEX) |
Feb08 |
080103 |
256.58 |
257.85 |
252.51 |
254.14 |
-2.75 |
13,421 |
64,997 |
+162 |
Mar08 |
080103 |
259.75 |
261.10 |
256.28 |
257.84 |
-2.50 |
5,591 |
45,437 |
+818 |
Apr08 |
080103 |
271.49 |
271.81 |
269.05 |
270.54 |
-1.50 |
1,553 |
25,047 |
+31 |
May08 |
080103 |
271.47 |
271.83 |
269.50 |
270.99 |
-1.45 |
574 |
21,350 |
+86 |
Jun08 |
080103 |
270.15 |
271.10 |
269.00 |
270.24 |
-1.35 |
708 |
16,999 |
+129 |
Jul08 |
080103 |
267.38 |
268.95 |
266.75 |
268.04 |
-1.30 |
359 |
4,705 |
+44 |
Aug08 |
080103 |
265.15 |
265.15 |
262.70 |
264.79 |
-1.20 |
228 |
3,045 |
+24 |
Sep08 |
080103 |
259.90 |
261.10 |
259.57 |
260.39 |
-1.10 |
325 |
5,636 |
+2 |
Oct08 |
080103 |
245.14 |
245.99 |
245.14 |
245.99 |
-1.00 |
274 |
2,227 |
+106 |
Nov08 |
080103 |
241.50 |
241.59 |
241.50 |
241.59 |
-0.90 |
30 |
1,428 |
-5 |
Total Volume and Open Interest |
23,090 |
203,272 |
-2,999 |
e-MiNY RBOB Gasoline(NYMEX) |
Feb08 |
071228 |
252.50 |
252.50 |
247.82 |
247.82 |
-4.10 |
0 |
10 |
+0 |
Mar08 |
080103 |
257.84 |
257.84 |
257.84 |
257.84 |
-2.50 |
0 |
2 |
+0 |
Apr08 |
080103 |
270.54 |
270.54 |
270.54 |
270.54 |
-1.50 |
|
|
|
May08 |
080103 |
270.99 |
270.99 |
270.99 |
270.99 |
-1.45 |
|
|
|
Total Volume and Open Interest |
0 |
12 |
+0 |
Natural Gas(NYM) |
Feb08 |
080103 |
7.873 |
7.980 |
7.610 |
7.674 |
-0.176 |
27,299 |
113,865 |
-1,852 |
Mar08 |
080103 |
7.867 |
7.974 |
7.630 |
7.698 |
-0.167 |
13,434 |
124,281 |
+900 |
Apr08 |
080103 |
7.880 |
7.945 |
7.638 |
7.698 |
-0.172 |
4,518 |
59,086 |
+678 |
May08 |
080103 |
7.919 |
7.981 |
7.704 |
7.747 |
-0.180 |
2,307 |
48,333 |
+493 |
Jun08 |
080103 |
7.921 |
8.036 |
7.796 |
7.825 |
-0.182 |
849 |
25,553 |
-134 |
Jul08 |
080103 |
8.050 |
8.110 |
7.860 |
7.907 |
-0.185 |
467 |
22,401 |
+55 |
Aug08 |
080103 |
8.069 |
8.151 |
7.965 |
7.982 |
-0.186 |
988 |
21,924 |
+223 |
Sep08 |
080103 |
8.100 |
8.190 |
7.966 |
8.005 |
-0.187 |
361 |
15,540 |
+28 |
Oct08 |
080103 |
8.183 |
8.276 |
8.035 |
8.077 |
-0.188 |
1,101 |
41,856 |
-75 |
Nov08 |
080103 |
8.556 |
8.586 |
8.373 |
8.402 |
-0.206 |
482 |
25,083 |
+292 |
Dec08 |
080103 |
8.899 |
8.952 |
8.782 |
8.782 |
-0.213 |
364 |
21,032 |
+251 |
Jan09 |
080103 |
9.120 |
9.200 |
8.990 |
9.022 |
-0.218 |
1,992 |
42,166 |
+1,348 |
Feb09 |
080103 |
9.149 |
9.162 |
8.999 |
9.032 |
-0.218 |
24 |
7,261 |
-7 |
Mar09 |
080103 |
8.924 |
8.974 |
8.795 |
8.807 |
-0.211 |
3,030 |
32,279 |
+998 |
Apr09 |
080103 |
8.150 |
8.194 |
8.082 |
8.082 |
-0.191 |
3,310 |
30,280 |
+845 |
May09 |
080103 |
8.060 |
8.100 |
8.039 |
8.077 |
-0.187 |
4,556 |
22,613 |
-1,000 |
Total Volume and Open Interest |
70,132 |
849,704 |
+5,903 |
Brent Crude Oil(ICE) |
Feb08 |
080103 |
97.45 |
98.50 |
97.04 |
97.60 |
-0.24 |
38,982 |
108,781 |
+46 |
Mar08 |
080103 |
97.06 |
98.23 |
96.82 |
97.38 |
-0.21 |
25,756 |
130,792 |
+1,621 |
Apr08 |
080103 |
96.83 |
97.98 |
96.66 |
97.16 |
-0.17 |
11,108 |
36,781 |
+926 |
May08 |
080103 |
96.45 |
97.52 |
96.35 |
96.82 |
-0.15 |
3,206 |
18,766 |
-518 |
Jun08 |
080103 |
96.02 |
97.18 |
95.94 |
96.47 |
-0.11 |
3,892 |
30,372 |
-614 |
Jul08 |
080103 |
96.29 |
96.53 |
96.06 |
96.14 |
-0.04 |
902 |
10,411 |
+166 |
Aug08 |
080103 |
95.81 |
95.81 |
95.81 |
95.81 |
+0.03 |
738 |
8,208 |
+262 |
Sep08 |
080103 |
95.18 |
95.44 |
95.18 |
95.44 |
+0.09 |
225 |
10,069 |
+24 |
Oct08 |
080103 |
95.06 |
95.06 |
95.06 |
95.06 |
+0.14 |
245 |
6,659 |
-1 |
Nov08 |
080103 |
94.68 |
94.68 |
94.68 |
94.68 |
+0.19 |
282 |
3,949 |
-19 |
Dec08 |
080103 |
94.02 |
94.68 |
93.64 |
94.31 |
+0.26 |
2,144 |
57,148 |
-1,034 |
Jan09 |
080103 |
93.94 |
93.94 |
93.94 |
93.94 |
+0.30 |
25 |
12,453 |
-25 |
Feb09 |
080103 |
93.58 |
93.58 |
93.58 |
93.58 |
+0.32 |
50 |
3,753 |
-24 |
Mar09 |
080103 |
93.24 |
93.24 |
93.24 |
93.24 |
+0.35 |
50 |
4,191 |
+0 |
Total Volume and Open Interest |
88,655 |
538,821 |
+1,462 |
Gas Oil(ICE) |
Jan08 |
080103 |
860.50 |
862.25 |
851.00 |
860.50 |
+5.50 |
10,151 |
62,497 |
-2,549 |
Feb08 |
080103 |
853.50 |
856.25 |
844.75 |
854.25 |
+6.25 |
11,057 |
72,479 |
-361 |
Mar08 |
080103 |
844.50 |
849.25 |
838.50 |
847.50 |
+6.75 |
2,839 |
31,414 |
+32 |
Apr08 |
080103 |
836.25 |
840.25 |
834.25 |
839.25 |
+6.75 |
1,824 |
13,510 |
-510 |
May08 |
080103 |
830.50 |
832.25 |
826.75 |
831.75 |
+7.25 |
1,123 |
13,773 |
+158 |
Jun08 |
080103 |
825.25 |
827.50 |
821.50 |
826.50 |
+7.75 |
543 |
32,730 |
+38 |
Jul08 |
080103 |
825.25 |
825.25 |
825.25 |
825.25 |
+7.75 |
427 |
7,257 |
+255 |
Aug08 |
080103 |
825.75 |
825.75 |
825.75 |
825.75 |
+7.75 |
110 |
3,026 |
+85 |
Sep08 |
080103 |
825.25 |
826.75 |
824.25 |
826.75 |
+7.50 |
210 |
2,813 |
+110 |
Oct08 |
080103 |
825.25 |
826.75 |
824.25 |
826.75 |
+7.75 |
0 |
1,199 |
+0 |
Total Volume and Open Interest |
28,666 |
273,479 |
-2,560 |
US Dollar Index(ICE) |
Mar08 |
080103 |
76.000 |
76.090 |
75.730 |
75.920 |
-0.090 |
2,953 |
27,877 |
+530 |
Jun08 |
080103 |
75.920 |
75.980 |
75.840 |
75.980 |
-0.090 |
7 |
5,639 |
+6 |
Sep08 |
080103 |
76.100 |
76.100 |
76.100 |
76.100 |
-0.090 |
1 |
500 |
+0 |
Total Volume and Open Interest |
2,961 |
34,016 |
+536 |
Australian Dollar(CME) |
Mar08 |
080103 |
87.99 |
88.07 |
87.47 |
87.68 |
-0.26 |
12,130 |
59,795 |
+1,540 |
Jun08 |
080103 |
87.41 |
87.42 |
86.84 |
87.04 |
-0.26 |
2 |
434 |
+0 |
Sep08 |
080103 |
86.27 |
86.43 |
86.11 |
86.27 |
-0.26 |
0 |
76 |
+0 |
Total Volume and Open Interest |
12,132 |
60,423 |
+1,540 |
British Pound(CME) |
Mar08 |
080103 |
197.77 |
198.00 |
196.65 |
196.94 |
-0.69 |
30,262 |
78,327 |
-372 |
Jun08 |
080103 |
197.21 |
197.24 |
196.08 |
196.32 |
-0.71 |
1 |
245 |
+0 |
Sep08 |
080103 |
195.62 |
196.37 |
195.46 |
195.62 |
-0.73 |
0 |
9 |
+0 |
Total Volume and Open Interest |
30,263 |
78,638 |
-372 |
Canadian Dollar(CME) |
Mar08 |
080103 |
100.70 |
101.34 |
100.37 |
101.04 |
+0.01 |
17,098 |
77,339 |
+904 |
Jun08 |
080103 |
100.55 |
101.28 |
100.39 |
101.01 |
+0.01 |
42 |
3,703 |
-8 |
Sep08 |
080103 |
101.22 |
101.22 |
100.51 |
100.97 |
+0.02 |
0 |
1,329 |
+0 |
Dec08 |
080103 |
100.92 |
101.15 |
100.65 |
100.86 |
-0.01 |
5 |
537 |
+3 |
Total Volume and Open Interest |
17,145 |
83,024 |
+899 |
Japanese Yen(CME) |
Mar08 |
080103 |
91.84 |
93.08 |
91.75 |
92.15 |
+0.08 |
40,241 |
156,380 |
-2,654 |
Jun08 |
080103 |
93.50 |
93.83 |
92.63 |
92.95 |
+0.08 |
3 |
24,487 |
-2 |
Sep08 |
080103 |
93.64 |
94.29 |
93.49 |
93.64 |
+0.08 |
0 |
487 |
+0 |
Total Volume and Open Interest |
40,244 |
181,412 |
-2,649 |
Swiss Franc(CME) |
Mar08 |
080103 |
89.75 |
90.45 |
89.62 |
90.31 |
+0.50 |
18,611 |
61,248 |
-853 |
Jun08 |
080103 |
90.15 |
90.69 |
89.99 |
90.64 |
+0.48 |
10 |
49 |
-4 |
Sep08 |
080103 |
90.78 |
90.89 |
90.39 |
90.89 |
+0.49 |
4 |
21 |
-1 |
Total Volume and Open Interest |
18,625 |
61,358 |
-858 |
EuroFX(CME) |
Mar08 |
080103 |
147.31 |
147.88 |
146.93 |
147.49 |
+0.16 |
72,563 |
163,552 |
-7,188 |
Jun08 |
080103 |
146.94 |
147.81 |
146.85 |
147.38 |
+0.14 |
2,062 |
2,190 |
+939 |
Sep08 |
080103 |
147.13 |
147.36 |
146.68 |
147.13 |
+0.10 |
4 |
537 |
+0 |
Total Volume and Open Interest |
74,629 |
166,421 |
-6,249 |
Mexican Peso(CME) |
Jan08 |
080103 |
918.0 |
918.0 |
918.0 |
918.0 |
+1.8 |
0 |
3 |
+0 |
Feb08 |
080103 |
916.0 |
916.0 |
916.0 |
916.0 |
+1.8 |
0 |
110 |
+0 |
Total Volume and Open Interest |
10,475 |
85,765 |
-3,694 |
30-Year T-Bonds(CBOT) |
Mar08 |
080103 |
117~24 |
118~04 |
117~06 |
117~24 |
-0~05 |
96,371 |
917,788 |
-392 |
Jun08 |
080103 |
117~06 |
117~10 |
116~25 |
117~06 |
-0~05 |
25 |
2,438 |
+1 |
Sep08 |
080103 |
116~22 |
116~22 |
116~22 |
116~22 |
-0~05 |
0 |
22 |
+0 |
Total Volume and Open Interest |
96,396 |
920,255 |
-391 |
10-Year T-Notes(CBOT) |
Mar08 |
080103 |
114~095 |
114~185 |
113~295 |
114~110 |
-0~015 |
204,295 |
2,121,399 |
+4,950 |
Jun08 |
080103 |
113~245 |
113~245 |
113~140 |
113~230 |
-0~015 |
0 |
1,323 |
+1 |
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 |
080103 |
111~015 |
111~015 |
111~015 |
111~015 |
unch |
|
|
|
Total Volume and Open Interest |
135,466 |
1,770,564 |
-5,147 |
2 Year T-Notes(CBOT) |
Mar08 |
080103 |
105~062 |
105~101 |
105~059 |
105~076 |
+0~011 |
60,296 |
974,024 |
-4,711 |
Total Volume and Open Interest |
60,296 |
974,024 |
-14,291 |
Eurodollars(CME) |
Mar08 |
080103 |
95.900 |
95.955 |
95.855 |
95.910 |
+0.015 |
49,883 |
1,438,008 |
-2,876 |
Jun08 |
080103 |
96.395 |
96.460 |
96.370 |
96.425 |
+0.025 |
52,145 |
1,453,627 |
+7,596 |
Sep08 |
080103 |
96.665 |
96.730 |
96.640 |
96.690 |
+0.015 |
58,492 |
1,314,039 |
+4,682 |
Dec08 |
080103 |
96.785 |
96.850 |
96.750 |
96.815 |
+0.015 |
54,573 |
1,496,549 |
+2,717 |
Mar09 |
080103 |
96.775 |
96.870 |
96.750 |
96.825 |
+0.020 |
60,929 |
1,057,305 |
+9,301 |
Jun09 |
080103 |
96.680 |
96.775 |
96.655 |
96.730 |
+0.030 |
36,213 |
729,688 |
+3,681 |
Sep09 |
080103 |
96.545 |
96.635 |
96.510 |
96.590 |
+0.035 |
27,119 |
562,771 |
+5,914 |
Dec09 |
080103 |
96.375 |
96.475 |
96.345 |
96.430 |
+0.045 |
18,171 |
336,570 |
+2,948 |
Mar10 |
080103 |
96.195 |
96.305 |
96.175 |
96.265 |
+0.050 |
5,892 |
231,844 |
-488 |
Jun10 |
080103 |
96.025 |
96.120 |
95.995 |
96.085 |
+0.040 |
5,155 |
243,368 |
+1,638 |
Sep10 |
080103 |
95.940 |
95.965 |
95.845 |
95.935 |
+0.025 |
6,814 |
156,158 |
-562 |
Dec10 |
080103 |
95.835 |
95.845 |
95.725 |
95.810 |
+0.020 |
3,594 |
120,189 |
+391 |
Mar11 |
080103 |
95.715 |
95.750 |
95.640 |
95.715 |
+0.015 |
2,374 |
93,926 |
+289 |
Jun11 |
080103 |
95.660 |
95.660 |
95.545 |
95.620 |
+0.010 |
6,514 |
84,234 |
+532 |
Sep11 |
080103 |
95.565 |
95.585 |
95.465 |
95.535 |
+0.005 |
1,932 |
70,107 |
+467 |
Dec11 |
080103 |
95.500 |
95.500 |
95.380 |
95.445 |
unch |
3,762 |
57,942 |
-787 |
Mar12 |
080103 |
95.430 |
95.430 |
95.315 |
95.375 |
-0.005 |
1,061 |
47,770 |
+337 |
Jun12 |
080103 |
95.360 |
95.360 |
95.235 |
95.295 |
-0.010 |
4,763 |
45,677 |
+3,368 |
Total Volume and Open Interest |
422,905 |
9,796,661 |
+43,804 |
30 Day Federal Funds(CBOT) |
Jan08 |
080103 |
4.095 |
4.100 |
4.090 |
4.090 |
unch |
3,845 |
143,204 |
+1,756 |
Feb08 |
080103 |
4.320 |
4.345 |
4.315 |
4.335 |
+0.025 |
4,512 |
89,185 |
+1,605 |
Mar08 |
080103 |
4.415 |
4.465 |
4.405 |
4.445 |
+0.030 |
1,291 |
45,086 |
-177 |
Apr08 |
080103 |
4.505 |
4.585 |
4.505 |
4.550 |
+0.040 |
266 |
25,094 |
+62 |
May08 |
080103 |
4.680 |
4.765 |
4.680 |
4.730 |
+0.045 |
218 |
19,058 |
+99 |
Jun08 |
080103 |
4.800 |
4.800 |
4.710 |
4.765 |
+0.045 |
451 |
6,362 |
+125 |
Total Volume and Open Interest |
10,614 |
341,624 |
-115,724 |
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 |
080103 |
99.25 |
99.25 |
99.25 |
99.25 |
unch |
|
|
|
Jun08 |
080103 |
99.29 |
99.29 |
99.29 |
99.29 |
+0.01 |
|
|
|
Sep08 |
080103 |
99.22 |
99.22 |
99.22 |
99.22 |
+0.01 |
|
|
|
Dec08 |
080103 |
99.21 |
99.21 |
99.20 |
99.20 |
+0.06 |
|
|
|
Mar09 |
080103 |
99.14 |
99.14 |
99.14 |
99.14 |
+0.06 |
|
|
|
Jun09 |
080103 |
99.08 |
99.08 |
99.08 |
99.08 |
+0.06 |
|
|
|
Sep09 |
080103 |
99.02 |
99.02 |
99.02 |
99.02 |
+0.06 |
|
|
|
Dec09 |
080103 |
98.98 |
98.98 |
98.98 |
98.98 |
+0.10 |
|
|
|
Total Volume and Open Interest |
0 |
116,154 |
-1,162 |
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 |
080103 |
114.08 |
114.56 |
114.05 |
114.37 |
+0.24 |
269,160 |
1,148,264 |
-11,404 |
Jun08 |
080103 |
113.69 |
114.10 |
113.68 |
113.95 |
+0.24 |
519 |
296 |
+6 |
Sep08 |
080103 |
114.18 |
114.18 |
114.18 |
114.18 |
+0.24 |
|
|
|
Total Volume and Open Interest |
269,679 |
1,148,560 |
-2,701 |
Euro-Bobl(EUREX) |
Mar08 |
080103 |
108.64 |
108.90 |
108.63 |
108.80 |
+0.91 |
292,260 |
970,542 |
+669 |
Jun08 |
080103 |
43.11 |
43.26 |
43.11 |
43.20 |
+0.12 |
179 |
3,140 |
+10 |
Sep08 |
080103 |
43.76 |
43.76 |
43.76 |
43.76 |
+0.12 |
|
|
|
Total Volume and Open Interest |
154,178 |
982,098 |
+7,818 |
3-Mth Euribor(EUREX) |
Mar08 |
080103 |
95.490 |
95.510 |
95.485 |
95.510 |
+0.020 |
407 |
17,405 |
+195 |
Jun08 |
080103 |
95.630 |
95.660 |
95.625 |
95.660 |
+0.035 |
134 |
5,985 |
+50 |
Sep08 |
080103 |
95.735 |
95.775 |
95.735 |
95.775 |
+0.040 |
56 |
3,890 |
+46 |
Total Volume and Open Interest |
795 |
33,237 |
+359 |
Long Gilt(LIFFE) |
Mar08 |
071231 |
109~30 |
110~08 |
109~26 |
110~07 |
+0~11 |
22,997 |
331,540 |
+2,298 |
Jun08 |
080103 |
110~27 |
110~27 |
110~27 |
110~27 |
-0~02 |
|
|
|
Total Volume and Open Interest |
12,390 |
332,253 |
+713 |
3-Mth Short Sterling(LIFFE) |
Mar08 |
080103 |
94.49 |
94.53 |
94.46 |
94.49 |
+0.02 |
28,664 |
458,345 |
+122 |
Jun08 |
080103 |
94.85 |
94.86 |
94.78 |
94.81 |
-0.02 |
11,890 |
584,791 |
+2,222 |
Sep08 |
080103 |
95.12 |
95.15 |
95.06 |
95.08 |
-0.02 |
10,942 |
443,885 |
+2,707 |
Dec08 |
080103 |
95.30 |
95.35 |
95.26 |
95.27 |
-0.01 |
15,739 |
426,312 |
+7,155 |
Mar09 |
080103 |
95.37 |
95.43 |
95.35 |
95.36 |
-0.01 |
11,101 |
286,713 |
+4,602 |
Jun09 |
080103 |
95.40 |
95.43 |
95.35 |
95.36 |
-0.01 |
9,337 |
181,997 |
+1,846 |
Total Volume and Open Interest |
93,649 |
2,643,518 |
+21,224 |
3-Mth Euribor(LIFFE) |
Mar08 |
080103 |
95.500 |
95.510 |
95.480 |
95.500 |
+0.005 |
11,410 |
633,220 |
-918 |
Jun08 |
080103 |
95.645 |
95.670 |
95.625 |
95.650 |
+0.020 |
9,484 |
605,345 |
+4 |
Sep08 |
080103 |
95.760 |
95.785 |
95.725 |
95.770 |
+0.030 |
14,639 |
519,277 |
+1,052 |
Total Volume and Open Interest |
67,102 |
3,334,998 |
+2,473 |
3-Mth Aus T-Bills(SFE) |
Mar08 |
080102 |
92.72 |
92.73 |
92.70 |
92.72 |
unch |
14,335 |
333,527 |
+11,964 |
Jun08 |
080103 |
92.59 |
92.68 |
92.58 |
92.68 |
+0.09 |
8,249 |
243,979 |
-3,267 |
Sep08 |
080103 |
92.52 |
92.62 |
92.52 |
92.62 |
+0.09 |
5,974 |
140,308 |
-4,113 |
Dec08 |
080103 |
92.47 |
92.58 |
92.47 |
92.58 |
+0.10 |
2,419 |
70,961 |
-1,009 |
Mar09 |
080103 |
92.50 |
92.56 |
92.50 |
92.55 |
+0.10 |
1,380 |
51,588 |
+538 |
Jun09 |
080103 |
92.50 |
92.57 |
92.50 |
92.56 |
+0.11 |
1,890 |
43,272 |
+1,300 |
Sep09 |
080103 |
92.51 |
92.57 |
92.51 |
92.56 |
+0.11 |
640 |
22,318 |
+528 |
Dec09 |
080103 |
92.54 |
92.56 |
92.52 |
92.56 |
+0.12 |
450 |
3,819 |
+432 |
Mar10 |
080103 |
92.56 |
92.56 |
92.56 |
92.56 |
+0.11 |
0 |
701 |
+0 |
Jun10 |
080103 |
92.56 |
92.56 |
92.56 |
92.56 |
+0.11 |
0 |
330 |
+0 |
Total Volume and Open Interest |
31,874 |
905,078 |
-11,888 |
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 |
080103 |
93.89 |
93.89 |
93.89 |
93.89 |
+0.21 |
|
|
|
Total Volume and Open Interest |
13,483 |
462,168 |
-1,083 |
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 |
080103 |
93.35 |
93.35 |
93.35 |
93.35 |
+0.17 |
|
|
|
Total Volume and Open Interest |
34,838 |
528,420 |
+16,513 |
Gold(CMX) |
Feb08 |
080103 |
861.5 |
872.9 |
856.5 |
869.1 |
+9.1 |
48,304 |
283,927 |
-336 |
Apr08 |
080103 |
868.8 |
878.9 |
864.1 |
876.0 |
+9.2 |
4,450 |
69,462 |
+411 |
Jun08 |
080103 |
874.3 |
885.0 |
869.9 |
882.1 |
+9.3 |
1,913 |
56,926 |
+455 |
Aug08 |
080103 |
877.1 |
888.2 |
876.5 |
887.7 |
+9.4 |
1,407 |
32,110 |
+1,080 |
Oct08 |
080103 |
882.0 |
892.7 |
882.0 |
892.7 |
+9.5 |
38 |
3,741 |
-36 |
Dec08 |
080103 |
886.6 |
900.4 |
886.3 |
897.5 |
+9.5 |
1,001 |
29,013 |
-67 |
Feb09 |
080103 |
902.1 |
902.4 |
902.1 |
902.4 |
+9.5 |
0 |
21,835 |
+0 |
Apr09 |
080103 |
907.0 |
907.0 |
907.0 |
907.0 |
+9.5 |
5 |
4,080 |
+0 |
Jun09 |
080103 |
911.9 |
911.9 |
911.9 |
911.9 |
+9.6 |
511 |
9,405 |
+141 |
Aug09 |
080103 |
917.0 |
917.0 |
917.0 |
917.0 |
+9.8 |
0 |
9 |
+0 |
Oct09 |
080103 |
922.1 |
922.1 |
922.1 |
922.1 |
+10.0 |
|
|
|
Dec09 |
080103 |
925.0 |
928.0 |
917.5 |
927.2 |
+10.2 |
3 |
15,123 |
+3 |
Total Volume and Open Interest |
57,641 |
541,854 |
+1,639 |
Silver(CMX) |
Mar08 |
080103 |
1535.0 |
1553.5 |
1516.5 |
1550.0 |
+21.0 |
10,952 |
72,438 |
+1,089 |
May08 |
080103 |
1539.0 |
1565.5 |
1536.5 |
1562.4 |
+21.0 |
832 |
14,161 |
+248 |
Jul08 |
080103 |
1553.0 |
1573.0 |
1548.5 |
1573.0 |
+21.0 |
518 |
21,165 |
+60 |
Sep08 |
080103 |
1561.5 |
1582.6 |
1558.0 |
1582.6 |
+21.0 |
10 |
17,053 |
+10 |
Dec08 |
080103 |
1580.0 |
1597.0 |
1565.0 |
1596.0 |
+21.0 |
234 |
16,291 |
+138 |
Mar09 |
080103 |
1605.0 |
1610.7 |
1605.0 |
1610.7 |
+21.2 |
0 |
537 |
+0 |
May09 |
080103 |
1619.7 |
1619.7 |
1619.7 |
1619.7 |
+21.2 |
0 |
4 |
+0 |
Total Volume and Open Interest |
12,571 |
152,888 |
+1,236 |
Platinum(NYMEX) |
Jan08 |
080103 |
1549.7 |
1550.0 |
1527.0 |
1541.8 |
-5.2 |
190 |
381 |
-123 |
Apr08 |
080103 |
1548.0 |
1558.9 |
1532.0 |
1551.8 |
+5.8 |
1,143 |
17,011 |
+367 |
Jul08 |
080103 |
1535.1 |
1550.0 |
1535.1 |
1550.0 |
+4.1 |
20 |
170 |
+9 |
Oct08 |
080103 |
1558.5 |
1558.5 |
1558.5 |
1558.5 |
+4.1 |
|
|
|
Total Volume and Open Interest |
1,353 |
17,562 |
+2,530 |
Palladium(NYMEX) |
Mar08 |
080103 |
377.95 |
382.00 |
373.60 |
379.65 |
-0.25 |
1,139 |
13,522 |
+562 |
Jun08 |
080103 |
378.60 |
383.90 |
378.60 |
383.90 |
-0.25 |
22 |
1,509 |
+0 |
Sep08 |
080103 |
388.80 |
388.80 |
388.80 |
388.80 |
-0.35 |
22 |
273 |
+0 |
Total Volume and Open Interest |
1,194 |
15,978 |
+562 |
Copper(CMX) |
Mar08 |
080103 |
306.25 |
319.00 |
305.50 |
318.80 |
+12.40 |
5,611 |
51,069 |
-124 |
May08 |
080103 |
310.50 |
320.30 |
309.00 |
320.30 |
+12.45 |
396 |
7,397 |
+118 |
Jul08 |
080103 |
311.45 |
320.85 |
309.50 |
320.80 |
+12.40 |
21 |
2,715 |
-7 |
Sep08 |
080103 |
311.45 |
320.90 |
311.45 |
320.90 |
+12.35 |
9 |
1,312 |
+5 |
Dec08 |
080103 |
311.05 |
320.10 |
311.05 |
320.10 |
+12.05 |
176 |
1,781 |
+67 |
Total Volume and Open Interest |
6,586 |
72,142 |
+18 |
Aluminum(CMX) |
Jan08 |
080103 |
1.11 |
1.11 |
1.11 |
1.11 |
+0.03 |
|
|
|
Feb08 |
080103 |
1.11 |
1.11 |
1.11 |
1.11 |
+0.03 |
|
|
|
Mar08 |
080103 |
1.11 |
1.11 |
1.11 |
1.11 |
+0.03 |
|
|
|
Apr08 |
080103 |
1.11 |
1.11 |
1.11 |
1.11 |
+0.03 |
|
|
|
May08 |
080103 |
1.11 |
1.11 |
1.11 |
1.11 |
+0.03 |
|
|
|
Jun08 |
080103 |
1.11 |
1.11 |
1.11 |
1.11 |
+0.03 |
|
|
|
Total Volume and Open Interest |
|
|
|
DJIA Index(CBOT) |
Mar08 |
080103 |
13150 |
13195 |
13080 |
13143 |
+7 |
1,192 |
24,580 |
-10 |
Jun08 |
080103 |
13265 |
13265 |
13216 |
13216 |
+4 |
5 |
38 |
+1 |
Sep08 |
080103 |
13299 |
13299 |
13299 |
13299 |
+7 |
0 |
1 |
+0 |
Dec08 |
080103 |
13375 |
13375 |
13375 |
13375 |
+7 |
|
|
|
Total Volume and Open Interest |
1,197 |
24,619 |
-9 |
S & P 500(CME) |
Mar08 |
080103 |
1458.50 |
1464.70 |
1451.20 |
1458.70 |
+0.30 |
27,131 |
512,674 |
-1,780 |
Jun08 |
080103 |
1466.70 |
1474.60 |
1460.60 |
1466.70 |
+0.10 |
104 |
6,631 |
+27 |
Sep08 |
080103 |
1471.00 |
1481.20 |
1467.20 |
1472.70 |
-0.50 |
1 |
470 |
+0 |
Dec08 |
080103 |
1477.70 |
1486.40 |
1472.40 |
1477.70 |
-0.70 |
302 |
3,212 |
+94 |
Total Volume and Open Interest |
27,538 |
522,995 |
-1,659 |
S & P 500 E-Mini(Globex) |
Mar08 |
080103 |
1458.50 |
1464.75 |
1451.00 |
1458.75 |
+0.25 |
671,363 |
1,720,070 |
+1,720,070 |
Jun08 |
080103 |
1469.25 |
1472.75 |
1459.50 |
1466.75 |
+0.25 |
948 |
5,506 |
+387 |
Total Volume and Open Interest |
672,311 |
1,725,583 |
-31,147 |
NASDAQ 100(CME) |
Mar08 |
080103 |
2071.00 |
2082.00 |
2056.00 |
2076.30 |
+6.30 |
1,769 |
38,097 |
-503 |
Jun08 |
080103 |
2095.50 |
2095.50 |
2089.30 |
2095.50 |
+6.20 |
0 |
25 |
+0 |
Sep08 |
080103 |
2121.50 |
2121.50 |
2115.30 |
2121.50 |
+6.20 |
|
|
|
Total Volume and Open Interest |
1,769 |
38,122 |
-503 |
NASDAQ 100 E-Mini(Globex) |
Mar08 |
071231 |
2125.00 |
2127.50 |
2101.00 |
2104.80 |
-20.20 |
161,664 |
284,369 |
-1,267 |
Jun08 |
080103 |
2078.00 |
2099.50 |
2076.50 |
2095.50 |
+6.20 |
3 |
1 |
+0 |
Total Volume and Open Interest |
131,498 |
283,298 |
-1,072 |
S & P Midcap 400(CME) |
Mar08 |
080103 |
853.50 |
856.00 |
844.50 |
847.10 |
-6.80 |
245 |
4,773 |
-164 |
Jun08 |
080103 |
855.10 |
855.10 |
854.20 |
855.10 |
-8.50 |
|
|
|
Sep08 |
080103 |
863.00 |
863.00 |
862.10 |
863.00 |
-8.50 |
0 |
55 |
+0 |
Total Volume and Open Interest |
245 |
4,828 |
-164 |
Russell 2000(CME) |
Mar08 |
080103 |
759.10 |
762.00 |
747.00 |
750.80 |
-7.70 |
3,797 |
36,884 |
+2,351 |
Jun08 |
080103 |
754.30 |
754.30 |
751.00 |
754.30 |
-8.45 |
0 |
7 |
+0 |
Sep08 |
080103 |
760.30 |
760.30 |
757.75 |
760.30 |
-8.45 |
0 |
25 |
+0 |
Total Volume and Open Interest |
3,797 |
36,916 |
+2,351 |
Russell 2000 E-Mini(Globex) |
Mar08 |
080102 |
769.00 |
771.90 |
752.20 |
758.50 |
-13.70 |
139,022 |
573,301 |
+0 |
Jun08 |
080103 |
761.80 |
766.00 |
750.80 |
754.30 |
-8.50 |
40 |
33 |
+3 |
Sep08 |
080103 |
760.30 |
760.30 |
760.30 |
760.30 |
-8.50 |
0 |
3 |
+0 |
Total Volume and Open Interest |
114,413 |
587,646 |
+14,312 |
Value Line(KCBT) |
Mar08 |
080103 |
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 |
080103 |
5559.5 |
5567.5 |
5523.5 |
5554.0 |
-2.5 |
9,912 |
371,775 |
+371,775 |
Feb08 |
080103 |
5581.0 |
5581.5 |
5544.0 |
5573.0 |
-2.5 |
85 |
1,902 |
+1,902 |
Mar08 |
080103 |
5585.0 |
5607.5 |
5570.0 |
5597.0 |
-2.5 |
1,797 |
41,069 |
+41,069 |
Total Volume and Open Interest |
11,832 |
415,804 |
+415,804 |
Hang Seng Index(HKFE) |
Jan08 |
080103 |
27000 |
27277 |
26822 |
27026 |
-642 |
2,605 |
81,080 |
+50,029 |
Feb08 |
080103 |
27041 |
27300 |
26900 |
27086 |
-643 |
12 |
13 |
-58 |
Mar08 |
080103 |
27179 |
27252 |
26853 |
27005 |
-717 |
6 |
455 |
-199 |
Total Volume and Open Interest |
2,623 |
81,555 |
+49,742 |
DAX(EUREX) |
Mar08 |
080103 |
8035.5 |
8045.0 |
7930.0 |
7977.5 |
-51.0 |
27,807 |
179,774 |
+4,392 |
Jun08 |
080103 |
8120.5 |
8130.0 |
8016.5 |
8063.0 |
-51.5 |
479 |
17,770 |
+25 |
Sep08 |
080103 |
8192.0 |
8192.0 |
8101.5 |
8149.0 |
-49.5 |
536 |
378 |
+278 |
Total Volume and Open Interest |
28,822 |
197,922 |
+4,695 |
FT-SE 100(EURONEXT) |
Mar08 |
080103 |
6422.00 |
6509.50 |
6404.50 |
6491.50 |
+57.00 |
18,257 |
405,802 |
+5,310 |
Jun08 |
080103 |
6477.50 |
6519.50 |
6437.00 |
6519.50 |
+56.50 |
0 |
7,851 |
+0 |
Sep08 |
080103 |
6537.50 |
6537.50 |
6537.50 |
6537.50 |
+56.00 |
0 |
1,500 |
+0 |
Total Volume and Open Interest |
18,257 |
415,153 |
+5,310 |
SPI 200(SFE) |
Mar08 |
080103 |
6323.0 |
6344.0 |
6217.0 |
6330.0 |
-2.0 |
12,971 |
230,500 |
-884 |
Jun08 |
080103 |
6326.0 |
6393.0 |
6326.0 |
6393.0 |
-2.0 |
23 |
1,929 |
-2 |
Sep08 |
080103 |
6403.0 |
6403.0 |
6403.0 |
6403.0 |
-3.0 |
0 |
1,203 |
+0 |
Total Volume and Open Interest |
12,994 |
233,673 |
-886 |
GSCI(CME) |
Jan08 |
080103 |
631.35 |
635.50 |
628.50 |
630.50 |
unch |
202 |
21,580 |
-15 |
Feb08 |
080103 |
634.90 |
634.90 |
628.50 |
630.65 |
+0.15 |
|
|
|
Mar08 |
080103 |
630.00 |
633.00 |
628.00 |
630.00 |
+1.00 |
|
|
|
Total Volume and Open Interest |
202 |
21,580 |
-15 |
RJ/CRB Index(ICE) |
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 |
Jun08 |
071231 |
481.50 |
484.50 |
481.50 |
484.50 |
+3.00 |
0 |
3 |
+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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