 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Fri January 04, 2008 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan08 |
080104 |
1254.75 |
1262.25 |
1236.00 |
1249.00 |
-2.50 |
26,434 |
14,051 |
-3,818 |
Mar08 |
080104 |
1268.75 |
1278.00 |
1251.00 |
1262.50 |
-5.00 |
96,978 |
280,705 |
-71 |
May08 |
080104 |
1284.00 |
1294.75 |
1268.25 |
1279.50 |
-5.00 |
15,891 |
65,802 |
+2,388 |
Jul08 |
080104 |
1291.00 |
1301.50 |
1276.75 |
1289.75 |
-1.25 |
9,378 |
63,131 |
-343 |
Aug08 |
080104 |
1262.00 |
1275.00 |
1254.00 |
1264.00 |
+1.50 |
1,035 |
4,692 |
+230 |
Sep08 |
080104 |
1219.00 |
1230.00 |
1205.00 |
1205.00 |
unch |
606 |
2,483 |
-6 |
Nov08 |
080104 |
1160.00 |
1169.00 |
1145.50 |
1160.75 |
-0.75 |
9,186 |
101,616 |
+971 |
Total Volume and Open Interest |
160,244 |
554,823 |
-337 |
Soybean Meal(CBOT) |
Jan08 |
080104 |
344.50 |
344.50 |
338.00 |
342.00 |
-2.10 |
13,448 |
8,422 |
-2,133 |
Mar08 |
080104 |
350.70 |
354.40 |
344.50 |
348.30 |
-2.30 |
39,046 |
107,178 |
-340 |
May08 |
080104 |
356.00 |
358.20 |
349.20 |
353.30 |
-1.20 |
6,797 |
44,242 |
-867 |
Jul08 |
080104 |
357.50 |
359.50 |
351.80 |
355.00 |
-0.50 |
6,918 |
32,388 |
+376 |
Aug08 |
080104 |
343.90 |
346.50 |
342.00 |
345.00 |
unch |
1,002 |
7,513 |
+217 |
Sep08 |
080104 |
331.10 |
334.50 |
330.80 |
334.00 |
+0.50 |
339 |
6,354 |
-54 |
Oct08 |
080104 |
305.00 |
310.00 |
299.00 |
308.00 |
+0.50 |
249 |
5,447 |
-43 |
Dec08 |
080104 |
305.00 |
305.00 |
295.00 |
303.50 |
unch |
2,292 |
24,737 |
+283 |
Total Volume and Open Interest |
70,151 |
239,481 |
-2,549 |
Soybean Oil(CBOT) |
Jan08 |
080104 |
50.31 |
50.55 |
49.94 |
50.55 |
+0.05 |
10,196 |
8,515 |
-2,298 |
Mar08 |
080104 |
51.18 |
51.45 |
50.60 |
51.18 |
unch |
45,092 |
170,778 |
+1,535 |
May08 |
080104 |
51.61 |
52.00 |
51.20 |
51.79 |
+0.05 |
3,360 |
36,329 |
+26 |
Jul08 |
080104 |
51.41 |
52.51 |
51.41 |
52.30 |
-0.01 |
4,871 |
33,428 |
+776 |
Aug08 |
080104 |
52.07 |
52.39 |
52.00 |
52.35 |
-0.07 |
264 |
5,657 |
+125 |
Sep08 |
080104 |
51.94 |
52.36 |
51.94 |
52.22 |
-0.13 |
156 |
4,927 |
-73 |
Oct08 |
080104 |
52.05 |
52.05 |
51.50 |
51.70 |
-0.25 |
386 |
4,964 |
+72 |
Dec08 |
080104 |
52.37 |
52.39 |
51.76 |
52.13 |
-0.13 |
2,977 |
26,166 |
+636 |
Total Volume and Open Interest |
67,511 |
291,886 |
+797 |
Canola(WCE) |
Jan08 |
080104 |
519.5 |
519.5 |
519.5 |
519.5 |
+0.1 |
173 |
427 |
+427 |
Mar08 |
080104 |
532.0 |
534.0 |
523.4 |
531.9 |
+0.5 |
4,752 |
100,366 |
+100,366 |
May08 |
080104 |
539.6 |
544.1 |
536.0 |
542.5 |
+1.0 |
618 |
9,584 |
+9,584 |
Jul08 |
080104 |
546.2 |
551.5 |
542.6 |
549.5 |
+2.0 |
754 |
13,195 |
+13,195 |
Total Volume and Open Interest |
8,319 |
157,009 |
-984 |
Corn(CBOT) |
Mar08 |
080104 |
466.00 |
469.00 |
459.00 |
466.75 |
+0.75 |
113,299 |
608,525 |
+6,486 |
May08 |
080104 |
476.00 |
480.00 |
470.25 |
478.00 |
+1.25 |
17,801 |
144,209 |
+4,322 |
Jul08 |
080104 |
486.00 |
490.00 |
480.00 |
487.75 |
+1.25 |
11,700 |
154,982 |
+1,525 |
Sep08 |
080104 |
484.00 |
487.50 |
479.75 |
486.25 |
+2.25 |
1,903 |
29,869 |
+340 |
Dec08 |
080104 |
485.00 |
489.00 |
480.50 |
486.75 |
+1.00 |
19,981 |
285,740 |
+3,423 |
Mar09 |
080104 |
490.00 |
494.00 |
486.00 |
491.75 |
+0.75 |
658 |
17,907 |
+230 |
Total Volume and Open Interest |
167,996 |
1,308,705 |
+17,614 |
Wheat(CBOT) |
Mar08 |
080104 |
947.00 |
958.00 |
916.25 |
931.50 |
-13.50 |
23,846 |
203,914 |
+744 |
May08 |
080104 |
955.25 |
965.00 |
925.00 |
944.50 |
-8.00 |
5,822 |
53,570 |
+1,608 |
Jul08 |
080104 |
812.50 |
819.00 |
796.75 |
817.25 |
+5.25 |
10,660 |
99,638 |
+822 |
Sep08 |
080104 |
816.00 |
822.00 |
799.75 |
821.00 |
+6.00 |
496 |
19,212 |
+108 |
Dec08 |
080104 |
824.00 |
834.00 |
810.00 |
834.00 |
+7.50 |
1,822 |
39,363 |
-57 |
Total Volume and Open Interest |
43,110 |
430,401 |
+3,465 |
Wheat(KCBT) |
Mar08 |
080104 |
966.25 |
974.75 |
935.50 |
945.75 |
-19.75 |
9,701 |
68,421 |
-878 |
May08 |
080104 |
970.00 |
974.25 |
938.00 |
956.25 |
-5.75 |
2,737 |
10,520 |
+116 |
Jul08 |
080104 |
849.00 |
855.00 |
834.50 |
855.00 |
+1.00 |
4,320 |
30,774 |
+165 |
Sep08 |
080104 |
845.00 |
855.00 |
839.00 |
855.00 |
-1.00 |
548 |
5,662 |
-136 |
Dec08 |
080104 |
851.75 |
862.00 |
848.00 |
861.00 |
+4.00 |
209 |
3,351 |
-22 |
Total Volume and Open Interest |
17,611 |
121,893 |
-718 |
Wheat(MGE) |
Mar08 |
080104 |
1096.50 |
1104.00 |
1066.00 |
1083.25 |
-12.50 |
2,455 |
36,612 |
-527 |
May08 |
080104 |
1059.00 |
1062.00 |
1030.00 |
1045.75 |
-12.25 |
1,590 |
10,687 |
+418 |
Jul08 |
080104 |
946.50 |
959.00 |
943.00 |
950.00 |
-18.00 |
17 |
2,722 |
-2 |
Sep08 |
080104 |
880.00 |
887.00 |
866.00 |
887.00 |
+4.25 |
506 |
6,153 |
-93 |
Dec08 |
080104 |
877.00 |
883.00 |
865.00 |
880.00 |
+2.75 |
493 |
6,198 |
+23 |
Total Volume and Open Interest |
5,063 |
62,770 |
-179 |
Oats(CBOT) |
Mar08 |
080104 |
325.75 |
330.00 |
317.25 |
329.75 |
+4.25 |
1,289 |
9,898 |
+298 |
May08 |
080104 |
335.00 |
337.25 |
326.25 |
337.00 |
+3.75 |
46 |
889 |
+10 |
Jul08 |
080104 |
340.00 |
342.00 |
329.50 |
342.00 |
+2.00 |
35 |
291 |
-10 |
Sep08 |
080104 |
335.00 |
335.00 |
335.00 |
335.00 |
+3.00 |
0 |
41 |
+0 |
Total Volume and Open Interest |
1,395 |
11,918 |
+312 |
Rough Rice(CBOT) |
Jan08 |
080104 |
13.95 |
14.01 |
13.85 |
14.01 |
+0.06 |
17 |
78 |
-368 |
Mar08 |
080104 |
14.25 |
14.34 |
14.16 |
14.32 |
+0.05 |
802 |
14,169 |
+5 |
May08 |
080104 |
14.45 |
14.60 |
14.45 |
14.55 |
+0.05 |
26 |
723 |
+8 |
Jul08 |
080104 |
14.70 |
14.77 |
14.65 |
14.72 |
+0.02 |
49 |
1,019 |
+9 |
Total Volume and Open Interest |
1,000 |
17,685 |
-330 |
Live Cattle(CME) |
Feb08 |
080104 |
95.650 |
95.650 |
94.500 |
94.550 |
-0.225 |
19,143 |
115,912 |
-208 |
Apr08 |
080104 |
97.750 |
97.800 |
96.725 |
96.950 |
-0.100 |
11,609 |
70,552 |
+2,351 |
Jun08 |
080104 |
94.400 |
94.750 |
93.875 |
94.050 |
-0.025 |
3,715 |
29,352 |
+1,282 |
Aug08 |
080104 |
96.000 |
96.000 |
95.150 |
95.425 |
+0.075 |
1,163 |
16,647 |
+166 |
Oct08 |
080104 |
100.000 |
100.000 |
99.400 |
99.500 |
-0.200 |
605 |
6,451 |
+300 |
Dec08 |
080104 |
100.400 |
100.450 |
100.100 |
100.325 |
+0.150 |
198 |
4,563 |
+122 |
Total Volume and Open Interest |
36,508 |
245,482 |
+4,071 |
Feeder Cattle(CME) |
Jan08 |
080104 |
101.600 |
101.975 |
100.050 |
100.325 |
-1.475 |
807 |
5,744 |
-83 |
Mar08 |
080104 |
104.250 |
104.600 |
102.750 |
103.350 |
-0.575 |
2,420 |
15,773 |
+151 |
Apr08 |
080104 |
106.450 |
107.350 |
105.650 |
106.350 |
-0.525 |
592 |
4,092 |
+138 |
May08 |
080104 |
108.650 |
109.100 |
107.400 |
108.100 |
-0.325 |
727 |
5,265 |
+331 |
Aug08 |
080104 |
109.350 |
109.600 |
108.100 |
109.050 |
-0.300 |
131 |
2,291 |
+67 |
Sep08 |
080104 |
108.700 |
108.750 |
107.750 |
107.900 |
-0.500 |
20 |
111 |
+15 |
Oct08 |
080104 |
108.475 |
108.475 |
107.700 |
107.800 |
-0.200 |
1 |
62 |
+1 |
Total Volume and Open Interest |
4,703 |
33,438 |
+624 |
Lean Hogs(CME) |
Feb08 |
080104 |
56.300 |
57.000 |
56.025 |
56.400 |
-0.075 |
14,525 |
91,790 |
-1,435 |
Apr08 |
080104 |
62.400 |
62.600 |
61.850 |
61.900 |
-0.475 |
7,060 |
51,321 |
+2,035 |
May08 |
080104 |
69.000 |
69.250 |
68.800 |
68.925 |
-0.550 |
46 |
2,671 |
-3 |
Jun08 |
080104 |
72.400 |
72.700 |
72.125 |
72.400 |
-0.300 |
4,161 |
29,225 |
+99 |
Jul08 |
080104 |
72.300 |
72.500 |
71.700 |
71.725 |
-0.775 |
430 |
11,571 |
+46 |
Aug08 |
080104 |
71.750 |
71.750 |
71.200 |
71.375 |
-0.425 |
344 |
5,946 |
+9 |
Oct08 |
080104 |
67.400 |
67.500 |
66.950 |
67.125 |
-0.450 |
404 |
5,864 |
+162 |
Dec08 |
080104 |
67.750 |
67.750 |
66.850 |
67.275 |
-0.200 |
272 |
10,596 |
+100 |
Total Volume and Open Interest |
27,246 |
209,254 |
+1,016 |
Pork Bellies(CME) |
Feb08 |
080104 |
84.250 |
84.875 |
83.700 |
84.125 |
-0.575 |
155 |
1,222 |
+15 |
Mar08 |
080104 |
85.050 |
85.200 |
84.500 |
84.700 |
+0.150 |
13 |
368 |
+10 |
May08 |
080104 |
87.200 |
87.200 |
87.000 |
87.025 |
-0.175 |
2 |
243 |
+0 |
Jul08 |
080104 |
86.250 |
86.300 |
86.250 |
86.250 |
unch |
1 |
161 |
-1 |
Aug08 |
080104 |
86.250 |
86.250 |
86.250 |
86.250 |
unch |
3 |
56 |
-3 |
Total Volume and Open Interest |
174 |
2,050 |
+21 |
Class III Milk(CME) |
Jan08 |
080104 |
20.12 |
20.20 |
19.87 |
19.95 |
-0.17 |
1,054 |
3,892 |
+84 |
Feb08 |
080104 |
19.16 |
19.20 |
18.76 |
18.88 |
-0.24 |
545 |
3,319 |
-9 |
Mar08 |
080104 |
18.54 |
18.61 |
17.96 |
18.06 |
-0.32 |
406 |
2,853 |
+49 |
Apr08 |
080104 |
17.62 |
17.69 |
17.21 |
17.23 |
-0.34 |
198 |
2,593 |
+20 |
May08 |
080104 |
17.47 |
17.47 |
16.90 |
16.95 |
-0.35 |
144 |
2,279 |
-2 |
Total Volume and Open Interest |
2,887 |
27,617 |
+175 |
Cocoa(ICE) |
Mar08 |
080104 |
2120 |
2125 |
2078 |
2098 |
-22 |
18,105 |
102,962 |
+2,199 |
May08 |
080104 |
2115 |
2125 |
2083 |
2104 |
-16 |
2,367 |
30,248 |
+773 |
Jul08 |
080104 |
2119 |
2123 |
2109 |
2112 |
-15 |
781 |
11,696 |
+254 |
Sep08 |
080104 |
2119 |
2123 |
2111 |
2112 |
-12 |
797 |
9,014 |
+195 |
Dec08 |
080104 |
2132 |
2132 |
2119 |
2119 |
-16 |
659 |
16,121 |
+192 |
Mar09 |
080104 |
2137 |
2138 |
2128 |
2128 |
-15 |
1,221 |
5,007 |
+508 |
May09 |
080104 |
2133 |
2133 |
2133 |
2133 |
-15 |
1 |
2,359 |
+0 |
Total Volume and Open Interest |
23,931 |
177,408 |
+4,121 |
Coffee "C"(ICE) |
Mar08 |
080104 |
135.20 |
135.95 |
130.20 |
132.70 |
-2.50 |
17,257 |
112,665 |
-186 |
May08 |
080104 |
137.90 |
138.50 |
132.75 |
135.30 |
-2.50 |
2,894 |
25,831 |
+856 |
Jul08 |
080104 |
140.50 |
140.70 |
136.05 |
137.70 |
-2.55 |
520 |
6,438 |
+97 |
Sep08 |
080104 |
142.75 |
143.00 |
138.35 |
139.95 |
-2.55 |
581 |
8,654 |
-20 |
Dec08 |
080104 |
145.95 |
145.95 |
142.20 |
143.30 |
-2.60 |
207 |
6,032 |
-78 |
Mar09 |
080104 |
149.10 |
149.25 |
146.50 |
146.50 |
-2.65 |
91 |
4,058 |
+11 |
Total Volume and Open Interest |
21,585 |
166,496 |
+677 |
Orange Juice(ICE) |
Jan08 |
080104 |
138.00 |
139.00 |
137.75 |
138.55 |
-2.55 |
721 |
110 |
-492 |
Mar08 |
080104 |
141.40 |
142.50 |
135.65 |
137.55 |
-4.30 |
4,993 |
19,307 |
+532 |
May08 |
080104 |
143.75 |
143.75 |
137.45 |
139.50 |
-4.45 |
857 |
3,808 |
+23 |
Jul08 |
080104 |
142.80 |
144.25 |
141.30 |
141.75 |
-4.20 |
267 |
993 |
+66 |
Sep08 |
080104 |
146.00 |
146.00 |
143.10 |
144.05 |
-4.00 |
21 |
442 |
+13 |
Nov08 |
080104 |
146.00 |
146.00 |
144.05 |
144.05 |
-3.60 |
0 |
364 |
+0 |
Total Volume and Open Interest |
6,864 |
25,881 |
+142 |
Sugar #11(ICE) |
Mar08 |
080104 |
11.26 |
11.44 |
11.10 |
11.32 |
+0.18 |
165,544 |
499,936 |
+26,352 |
May08 |
080104 |
11.52 |
11.70 |
11.39 |
11.60 |
+0.20 |
34,901 |
123,483 |
+3,285 |
Jul08 |
080104 |
11.70 |
11.85 |
11.56 |
11.78 |
+0.21 |
19,975 |
94,515 |
+2,163 |
Oct08 |
080104 |
11.98 |
12.12 |
11.86 |
12.08 |
+0.20 |
10,547 |
83,931 |
+820 |
Mar09 |
080104 |
12.56 |
12.68 |
12.45 |
12.63 |
+0.20 |
7,027 |
55,754 |
+200 |
Total Volume and Open Interest |
251,761 |
946,543 |
+34,808 |
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 |
080104 |
1103 |
1106 |
1083 |
1094 |
-10 |
1,924 |
27,468 |
-19 |
Jul08 |
080104 |
1133 |
1136 |
1115 |
1124 |
-10 |
2,429 |
54,774 |
+420 |
Sep08 |
080104 |
1109 |
1110 |
1098 |
1102 |
-7 |
359 |
22,980 |
+97 |
Dec08 |
080104 |
1105 |
1110 |
1097 |
1099 |
-6 |
296 |
21,467 |
+10 |
Mar09 |
080104 |
1115 |
1118 |
1105 |
1107 |
-7 |
164 |
5,467 |
+90 |
May09 |
080104 |
1117 |
1117 |
1117 |
1117 |
-8 |
0 |
363 |
+0 |
Total Volume and Open Interest |
10,397 |
208,140 |
+495 |
London Coffee(LCE) |
Jan08 |
080104 |
1909.00 |
1921.00 |
1905.00 |
1914.00 |
+2.00 |
1,467 |
9,187 |
-1,290 |
Mar08 |
080104 |
1953.00 |
1963.00 |
1930.00 |
1946.00 |
-2.00 |
7,823 |
90,533 |
-1,080 |
May08 |
080104 |
1966.00 |
1981.00 |
1949.00 |
1966.00 |
unch |
1,880 |
20,954 |
+259 |
Jul08 |
080104 |
1979.00 |
1996.00 |
1960.00 |
1979.00 |
+1.00 |
140 |
6,615 |
+50 |
Sep08 |
080104 |
1993.00 |
2009.00 |
1968.00 |
1992.00 |
+1.00 |
244 |
8,571 |
-70 |
Nov08 |
080104 |
2017.00 |
2020.00 |
1995.00 |
1997.00 |
+3.00 |
8 |
967 |
-3 |
Total Volume and Open Interest |
11,562 |
139,194 |
-2,134 |
London Sugar(LCE) |
Mar08 |
080104 |
325.10 |
328.00 |
322.00 |
326.90 |
+11.90 |
3,224 |
49,488 |
+0 |
May08 |
080104 |
328.80 |
331.70 |
326.00 |
330.80 |
+4.30 |
2,229 |
13,662 |
+580 |
Aug08 |
080104 |
330.00 |
333.00 |
329.40 |
332.80 |
+3.70 |
1,208 |
6,917 |
-381 |
Oct08 |
080104 |
334.00 |
337.40 |
334.00 |
336.40 |
+3.00 |
316 |
6,325 |
+193 |
Dec08 |
080104 |
338.90 |
342.40 |
338.90 |
340.60 |
+2.20 |
30 |
1,663 |
-30 |
Total Volume and Open Interest |
12,735 |
81,494 |
-926 |
Cotton(ICE) |
Mar08 |
080104 |
68.70 |
68.71 |
67.75 |
68.69 |
-0.02 |
35,986 |
140,202 |
+7,311 |
May08 |
080104 |
70.30 |
70.48 |
69.52 |
70.36 |
-0.04 |
3,981 |
25,162 |
+927 |
Jul08 |
080104 |
72.11 |
72.15 |
71.28 |
72.04 |
-0.15 |
2,926 |
27,924 |
+321 |
Oct08 |
080104 |
74.30 |
74.30 |
74.30 |
74.30 |
-0.10 |
0 |
469 |
+0 |
Dec08 |
080104 |
76.35 |
76.50 |
75.40 |
76.27 |
-0.19 |
5,469 |
45,892 |
+1,532 |
Mar09 |
080104 |
79.02 |
79.02 |
79.02 |
79.02 |
+0.12 |
5 |
1,075 |
+5 |
Total Volume and Open Interest |
48,962 |
241,944 |
+10,137 |
Lumber(CME) |
Jan08 |
080104 |
229.1 |
229.1 |
227.0 |
228.1 |
-3.2 |
472 |
1,719 |
-208 |
Mar08 |
080104 |
250.0 |
250.0 |
247.9 |
250.0 |
-2.7 |
767 |
6,662 |
+170 |
May08 |
080104 |
265.2 |
266.5 |
264.6 |
266.5 |
-2.0 |
135 |
696 |
-14 |
Jul08 |
080104 |
274.8 |
276.2 |
270.5 |
270.7 |
-0.9 |
1 |
144 |
+1 |
Total Volume and Open Interest |
1,375 |
9,322 |
-51 |
Crude Oil(NYM) |
Feb08 |
080104 |
99.17 |
99.41 |
97.10 |
97.91 |
-1.27 |
227,099 |
320,900 |
+3,973 |
Mar08 |
080104 |
99.06 |
99.12 |
96.86 |
97.69 |
-1.25 |
72,582 |
185,718 |
+12,576 |
Apr08 |
080104 |
98.50 |
98.55 |
96.44 |
97.28 |
-1.14 |
22,531 |
70,931 |
+2,431 |
May08 |
080104 |
97.95 |
98.01 |
96.01 |
96.86 |
-1.04 |
13,790 |
60,951 |
-179 |
Jun08 |
080104 |
97.28 |
97.56 |
95.62 |
96.43 |
-0.94 |
22,068 |
80,547 |
+1,866 |
Jul08 |
080104 |
95.53 |
96.00 |
95.17 |
96.00 |
-0.85 |
5,505 |
26,677 |
+1,554 |
Aug08 |
080104 |
95.00 |
95.59 |
95.00 |
95.59 |
-0.76 |
2,731 |
20,635 |
-655 |
Sep08 |
080104 |
94.75 |
95.38 |
94.69 |
95.19 |
-0.67 |
3,588 |
40,214 |
-1,029 |
Oct08 |
080104 |
94.17 |
94.79 |
94.17 |
94.79 |
-0.59 |
247 |
31,410 |
-17 |
Nov08 |
080104 |
95.00 |
95.00 |
93.80 |
94.40 |
-0.50 |
183 |
23,951 |
+90 |
Dec08 |
080104 |
94.52 |
94.74 |
93.24 |
94.01 |
-0.41 |
12,699 |
173,866 |
+727 |
Jan09 |
080104 |
93.62 |
93.62 |
93.62 |
93.62 |
-0.31 |
40 |
24,652 |
+21 |
Feb09 |
080104 |
93.22 |
93.22 |
93.22 |
93.22 |
-0.23 |
50 |
12,761 |
+5 |
Mar09 |
080104 |
92.82 |
92.82 |
92.82 |
92.82 |
-0.15 |
502 |
6,143 |
-30 |
Apr09 |
080104 |
92.43 |
92.43 |
92.43 |
92.43 |
-0.07 |
95 |
11,600 |
+5 |
May09 |
080104 |
92.07 |
92.07 |
92.07 |
92.07 |
unch |
0 |
13,679 |
+0 |
Total Volume and Open Interest |
388,966 |
1,382,200 |
+20,942 |
Heating Oil(NYM) |
Feb08 |
080104 |
272.20 |
272.70 |
266.50 |
268.35 |
-3.56 |
31,645 |
88,668 |
+1,518 |
Mar08 |
080104 |
271.00 |
271.40 |
265.66 |
267.45 |
-3.21 |
11,553 |
42,634 |
+858 |
Apr08 |
080104 |
266.70 |
266.87 |
262.00 |
263.75 |
-2.91 |
3,873 |
15,988 |
+290 |
May08 |
080104 |
262.80 |
262.80 |
258.48 |
260.10 |
-2.61 |
1,500 |
10,402 |
+61 |
Jun08 |
080104 |
259.79 |
260.25 |
255.90 |
257.60 |
-2.36 |
3,184 |
17,659 |
+441 |
Jul08 |
080104 |
258.13 |
258.13 |
255.70 |
257.35 |
-2.16 |
1,253 |
5,294 |
+683 |
Aug08 |
080104 |
258.00 |
258.00 |
255.90 |
257.60 |
-1.96 |
236 |
1,234 |
+43 |
Sep08 |
080104 |
257.04 |
258.86 |
257.00 |
258.45 |
-1.81 |
975 |
4,124 |
+178 |
Oct08 |
080104 |
258.50 |
259.90 |
258.50 |
259.90 |
-1.71 |
58 |
1,358 |
-2 |
Nov08 |
080104 |
261.00 |
261.35 |
261.00 |
261.35 |
-1.66 |
45 |
918 |
+25 |
Dec08 |
080104 |
263.82 |
263.82 |
261.14 |
262.80 |
-1.56 |
1,298 |
7,572 |
-64 |
Jan09 |
080104 |
263.75 |
263.75 |
263.75 |
263.75 |
-1.51 |
106 |
2,472 |
+0 |
Total Volume and Open Interest |
55,806 |
204,709 |
+4,031 |
Gasoline(NYMEX) |
Feb08 |
080104 |
254.00 |
254.41 |
248.04 |
251.10 |
-3.04 |
28,894 |
64,629 |
-368 |
Mar08 |
080104 |
257.90 |
257.90 |
252.00 |
254.83 |
-3.01 |
11,951 |
47,519 |
+2,082 |
Apr08 |
080104 |
270.60 |
270.60 |
265.53 |
267.78 |
-2.76 |
6,607 |
25,685 |
+638 |
May08 |
080104 |
270.07 |
270.20 |
265.96 |
268.28 |
-2.71 |
3,952 |
22,161 |
+811 |
Jun08 |
080104 |
268.01 |
268.11 |
265.30 |
267.63 |
-2.61 |
3,093 |
17,131 |
+132 |
Jul08 |
080104 |
264.80 |
265.53 |
264.80 |
265.53 |
-2.51 |
1,402 |
4,413 |
-292 |
Aug08 |
080104 |
261.69 |
262.28 |
260.75 |
262.28 |
-2.51 |
716 |
3,414 |
+369 |
Sep08 |
080104 |
256.94 |
257.93 |
253.92 |
257.93 |
-2.46 |
915 |
5,815 |
+179 |
Oct08 |
080104 |
242.92 |
243.73 |
242.92 |
243.73 |
-2.26 |
563 |
2,431 |
+204 |
Nov08 |
080104 |
239.53 |
239.53 |
239.53 |
239.53 |
-2.06 |
18 |
1,435 |
+7 |
Total Volume and Open Interest |
58,723 |
207,488 |
+4,216 |
e-MiNY RBOB Gasoline(NYMEX) |
Feb08 |
071228 |
252.50 |
252.50 |
247.82 |
247.82 |
-4.10 |
0 |
10 |
+0 |
Mar08 |
080104 |
255.00 |
255.00 |
250.00 |
254.83 |
-3.01 |
2 |
0 |
-2 |
Apr08 |
080104 |
267.78 |
267.78 |
267.78 |
267.78 |
-2.76 |
2 |
2 |
+2 |
May08 |
080104 |
268.28 |
268.28 |
268.28 |
268.28 |
-2.71 |
|
|
|
Total Volume and Open Interest |
13 |
21 |
+9 |
Natural Gas(NYM) |
Feb08 |
080104 |
7.652 |
7.859 |
7.500 |
7.841 |
+0.167 |
68,553 |
106,692 |
-7,173 |
Mar08 |
080104 |
7.698 |
7.824 |
7.524 |
7.811 |
+0.113 |
36,775 |
125,354 |
+1,073 |
Apr08 |
080104 |
7.706 |
7.802 |
7.543 |
7.786 |
+0.088 |
19,114 |
62,807 |
+3,721 |
May08 |
080104 |
7.750 |
7.839 |
7.591 |
7.824 |
+0.077 |
10,914 |
50,585 |
+2,252 |
Jun08 |
080104 |
7.741 |
7.902 |
7.701 |
7.896 |
+0.071 |
4,291 |
25,207 |
-346 |
Jul08 |
080104 |
7.830 |
7.978 |
7.770 |
7.974 |
+0.067 |
2,309 |
23,373 |
+972 |
Aug08 |
080104 |
7.920 |
8.055 |
7.866 |
8.047 |
+0.065 |
1,199 |
22,350 |
+426 |
Sep08 |
080104 |
7.951 |
8.080 |
7.876 |
8.067 |
+0.062 |
1,047 |
15,661 |
+121 |
Oct08 |
080104 |
8.142 |
8.142 |
7.950 |
8.139 |
+0.062 |
5,708 |
42,401 |
+545 |
Nov08 |
080104 |
8.322 |
8.434 |
8.275 |
8.434 |
+0.032 |
964 |
25,404 |
+321 |
Dec08 |
080104 |
8.710 |
8.794 |
8.643 |
8.794 |
+0.012 |
2,169 |
21,038 |
+6 |
Jan09 |
080104 |
8.945 |
9.050 |
8.850 |
9.029 |
+0.007 |
5,226 |
41,590 |
-576 |
Feb09 |
080104 |
8.901 |
9.040 |
8.892 |
9.039 |
+0.007 |
583 |
7,785 |
+524 |
Mar09 |
080104 |
8.691 |
8.830 |
8.674 |
8.812 |
+0.005 |
3,701 |
32,712 |
+433 |
Apr09 |
080104 |
8.040 |
8.090 |
7.983 |
8.072 |
-0.010 |
1,919 |
30,349 |
+69 |
May09 |
080104 |
7.970 |
8.110 |
7.970 |
8.063 |
-0.014 |
2,862 |
24,023 |
+1,410 |
Total Volume and Open Interest |
172,322 |
856,122 |
+6,418 |
Brent Crude Oil(ICE) |
Feb08 |
080104 |
97.77 |
98.00 |
96.18 |
96.79 |
-0.81 |
80,439 |
106,871 |
-1,910 |
Mar08 |
080104 |
97.59 |
97.75 |
95.91 |
96.51 |
-0.87 |
44,425 |
135,469 |
+4,677 |
Apr08 |
080104 |
97.47 |
97.47 |
95.69 |
96.28 |
-0.88 |
25,617 |
38,242 |
+1,461 |
May08 |
080104 |
97.05 |
97.05 |
95.37 |
95.95 |
-0.87 |
8,144 |
18,590 |
-176 |
Jun08 |
080104 |
96.70 |
96.70 |
95.06 |
95.62 |
-0.85 |
9,090 |
29,011 |
-1,361 |
Jul08 |
080104 |
96.03 |
96.17 |
95.29 |
95.30 |
-0.84 |
1,231 |
10,188 |
-223 |
Aug08 |
080104 |
95.78 |
95.78 |
94.99 |
94.99 |
-0.82 |
866 |
8,230 |
+22 |
Sep08 |
080104 |
94.69 |
94.69 |
94.69 |
94.69 |
-0.75 |
136 |
10,085 |
+16 |
Oct08 |
080104 |
94.40 |
94.40 |
94.40 |
94.40 |
-0.66 |
30 |
6,050 |
-609 |
Nov08 |
080104 |
94.11 |
94.11 |
94.11 |
94.11 |
-0.57 |
16 |
5,049 |
+1,100 |
Dec08 |
080104 |
94.25 |
94.45 |
93.27 |
93.82 |
-0.49 |
7,160 |
56,667 |
-481 |
Jan09 |
080104 |
93.54 |
93.54 |
93.54 |
93.54 |
-0.40 |
226 |
12,453 |
+0 |
Feb09 |
080104 |
93.23 |
93.23 |
93.23 |
93.23 |
-0.35 |
0 |
3,753 |
+0 |
Mar09 |
080104 |
92.92 |
92.92 |
92.92 |
92.92 |
-0.32 |
0 |
4,191 |
+0 |
Total Volume and Open Interest |
181,080 |
542,886 |
+4,065 |
Gas Oil(ICE) |
Jan08 |
080104 |
857.00 |
858.50 |
841.00 |
846.50 |
-14.00 |
28,779 |
58,488 |
-4,009 |
Feb08 |
080104 |
850.00 |
852.50 |
834.25 |
840.25 |
-14.00 |
33,518 |
76,815 |
+4,336 |
Mar08 |
080104 |
844.00 |
845.50 |
828.25 |
834.00 |
-13.50 |
14,721 |
33,476 |
+2,062 |
Apr08 |
080104 |
832.50 |
833.75 |
822.00 |
826.25 |
-13.00 |
5,731 |
13,961 |
+451 |
May08 |
080104 |
825.25 |
826.50 |
817.75 |
819.50 |
-12.25 |
2,861 |
14,692 |
+919 |
Jun08 |
080104 |
820.00 |
822.50 |
812.00 |
814.75 |
-11.75 |
3,609 |
33,892 |
+1,162 |
Jul08 |
080104 |
814.00 |
814.00 |
814.00 |
814.00 |
-11.25 |
214 |
7,214 |
-43 |
Aug08 |
080104 |
820.75 |
820.75 |
815.00 |
815.00 |
-10.75 |
11 |
3,021 |
-5 |
Sep08 |
080104 |
816.00 |
816.00 |
816.00 |
816.00 |
-10.75 |
0 |
2,813 |
+0 |
Oct08 |
080104 |
816.50 |
816.50 |
816.50 |
816.50 |
-10.25 |
25 |
1,224 |
+25 |
Total Volume and Open Interest |
92,489 |
277,888 |
+4,409 |
US Dollar Index(ICE) |
Mar08 |
080104 |
75.960 |
76.075 |
75.440 |
75.820 |
-0.100 |
3,547 |
28,328 |
+451 |
Jun08 |
080104 |
75.800 |
75.880 |
75.670 |
75.880 |
-0.100 |
133 |
5,653 |
+14 |
Sep08 |
080104 |
76.000 |
76.000 |
76.000 |
76.000 |
-0.100 |
0 |
500 |
+0 |
Total Volume and Open Interest |
3,680 |
34,481 |
+465 |
Australian Dollar(CME) |
Mar08 |
080104 |
87.61 |
88.00 |
86.59 |
86.89 |
-0.79 |
22,211 |
61,638 |
+1,843 |
Jun08 |
080104 |
87.16 |
87.21 |
85.95 |
86.25 |
-0.79 |
6 |
434 |
+0 |
Sep08 |
080104 |
85.47 |
86.28 |
85.31 |
85.47 |
-0.80 |
0 |
76 |
+0 |
Total Volume and Open Interest |
22,219 |
62,266 |
+1,843 |
British Pound(CME) |
Mar08 |
080104 |
196.84 |
198.15 |
196.34 |
196.86 |
-0.08 |
50,197 |
78,661 |
+334 |
Jun08 |
080104 |
196.25 |
197.44 |
195.79 |
196.22 |
-0.10 |
59 |
288 |
+43 |
Sep08 |
080104 |
195.48 |
196.51 |
195.26 |
195.48 |
-0.14 |
0 |
9 |
+0 |
Total Volume and Open Interest |
50,256 |
79,015 |
+377 |
Canadian Dollar(CME) |
Mar08 |
080104 |
101.18 |
101.67 |
99.61 |
99.88 |
-1.16 |
37,833 |
82,810 |
+5,471 |
Jun08 |
080104 |
101.04 |
101.59 |
99.61 |
99.85 |
-1.16 |
67 |
3,730 |
+27 |
Sep08 |
080104 |
99.92 |
101.35 |
99.64 |
99.80 |
-1.17 |
7 |
1,332 |
+3 |
Dec08 |
080104 |
99.91 |
101.07 |
99.52 |
99.69 |
-1.17 |
27 |
551 |
+14 |
Total Volume and Open Interest |
37,934 |
88,539 |
+5,515 |
Japanese Yen(CME) |
Mar08 |
080104 |
92.01 |
93.40 |
91.92 |
92.87 |
+0.72 |
113,631 |
159,954 |
+3,574 |
Jun08 |
080104 |
93.95 |
94.13 |
92.75 |
93.66 |
+0.71 |
74 |
24,482 |
-5 |
Sep08 |
080104 |
94.27 |
94.67 |
93.51 |
94.35 |
+0.71 |
104 |
488 |
+1 |
Total Volume and Open Interest |
113,811 |
184,976 |
+3,564 |
Swiss Franc(CME) |
Mar08 |
080104 |
90.29 |
91.09 |
89.93 |
90.81 |
+0.50 |
44,226 |
66,583 |
+5,335 |
Jun08 |
080104 |
90.42 |
91.36 |
90.28 |
91.12 |
+0.48 |
0 |
49 |
+0 |
Sep08 |
080104 |
91.33 |
91.51 |
90.54 |
91.33 |
+0.44 |
0 |
21 |
+0 |
Total Volume and Open Interest |
44,227 |
66,693 |
+5,335 |
EuroFX(CME) |
Mar08 |
080104 |
147.48 |
148.30 |
147.00 |
147.77 |
+0.28 |
110,704 |
169,851 |
+6,299 |
Jun08 |
080104 |
147.37 |
148.18 |
146.93 |
147.63 |
+0.25 |
79 |
2,220 |
+30 |
Sep08 |
080104 |
147.15 |
147.78 |
146.77 |
147.34 |
+0.21 |
8 |
541 |
+4 |
Total Volume and Open Interest |
110,796 |
172,754 |
+6,333 |
Mexican Peso(CME) |
Jan08 |
080104 |
914.0 |
914.0 |
914.0 |
914.0 |
-4.0 |
0 |
3 |
+0 |
Feb08 |
080104 |
912.0 |
912.0 |
912.0 |
912.0 |
-4.0 |
0 |
110 |
+0 |
Total Volume and Open Interest |
26,315 |
86,682 |
+917 |
30-Year T-Bonds(CBOT) |
Mar08 |
080104 |
117~28 |
118~18 |
117~13 |
118~03 |
+0~11 |
285,309 |
949,027 |
+31,239 |
Jun08 |
080104 |
116~20 |
117~29 |
116~20 |
117~16 |
+0~10 |
446 |
2,532 |
+94 |
Sep08 |
080104 |
117~02 |
117~02 |
117~02 |
117~02 |
+0~12 |
0 |
17 |
-5 |
Total Volume and Open Interest |
285,758 |
951,583 |
+31,328 |
10-Year T-Notes(CBOT) |
Mar08 |
080104 |
114~135 |
115~075 |
114~080 |
114~315 |
+0~205 |
857,442 |
2,178,248 |
+56,849 |
Jun08 |
080104 |
114~000 |
114~145 |
114~000 |
114~120 |
+0~210 |
28 |
1,298 |
-25 |
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 |
080104 |
111~030 |
111~240 |
110~315 |
111~180 |
+0~165 |
135,466 |
1,770,564 |
+10,324 |
Jun08 |
080104 |
111~210 |
111~210 |
111~170 |
111~170 |
+0~155 |
|
|
|
Total Volume and Open Interest |
480,246 |
1,794,225 |
+23,661 |
2 Year T-Notes(CBOT) |
Mar08 |
080104 |
105~078 |
106~000 |
105~070 |
105~102 |
+0~026 |
227,437 |
996,054 |
+22,030 |
Total Volume and Open Interest |
227,437 |
996,054 |
+22,030 |
Eurodollars(CME) |
Mar08 |
080104 |
95.910 |
96.035 |
95.880 |
96.025 |
+0.115 |
236,913 |
1,475,067 |
+37,059 |
Jun08 |
080104 |
96.430 |
96.530 |
96.365 |
96.520 |
+0.095 |
263,381 |
1,435,961 |
-17,666 |
Sep08 |
080104 |
96.695 |
96.805 |
96.625 |
96.790 |
+0.100 |
293,828 |
1,336,992 |
+22,953 |
Dec08 |
080104 |
96.820 |
96.940 |
96.760 |
96.920 |
+0.105 |
332,033 |
1,498,460 |
+1,911 |
Mar09 |
080104 |
96.830 |
96.960 |
96.770 |
96.940 |
+0.115 |
315,168 |
1,059,916 |
+2,611 |
Jun09 |
080104 |
96.740 |
96.890 |
96.690 |
96.865 |
+0.135 |
199,930 |
738,536 |
+8,848 |
Sep09 |
080104 |
96.600 |
96.770 |
96.555 |
96.740 |
+0.150 |
136,544 |
566,084 |
+3,313 |
Dec09 |
080104 |
96.445 |
96.620 |
96.395 |
96.585 |
+0.155 |
89,112 |
344,099 |
+7,529 |
Mar10 |
080104 |
96.290 |
96.460 |
96.235 |
96.420 |
+0.155 |
35,750 |
231,918 |
+74 |
Jun10 |
080104 |
96.085 |
96.275 |
96.055 |
96.235 |
+0.150 |
34,820 |
250,203 |
+6,835 |
Sep10 |
080104 |
95.910 |
96.125 |
95.905 |
96.075 |
+0.140 |
17,750 |
156,713 |
+555 |
Dec10 |
080104 |
95.800 |
95.995 |
95.780 |
95.935 |
+0.125 |
13,389 |
119,098 |
-1,091 |
Mar11 |
080104 |
95.705 |
95.880 |
95.685 |
95.830 |
+0.115 |
5,628 |
94,310 |
+384 |
Jun11 |
080104 |
95.700 |
95.805 |
95.595 |
95.725 |
+0.105 |
4,178 |
83,877 |
-357 |
Sep11 |
080104 |
95.655 |
95.685 |
95.505 |
95.630 |
+0.095 |
4,122 |
70,217 |
+110 |
Dec11 |
080104 |
95.570 |
95.590 |
95.425 |
95.530 |
+0.085 |
3,606 |
58,412 |
+470 |
Mar12 |
080104 |
95.460 |
95.500 |
95.350 |
95.450 |
+0.075 |
2,208 |
48,444 |
+674 |
Jun12 |
080104 |
95.375 |
95.415 |
95.270 |
95.360 |
+0.065 |
3,125 |
46,718 |
+1,041 |
Total Volume and Open Interest |
2,012,973 |
9,876,891 |
+80,230 |
30 Day Federal Funds(CBOT) |
Jan08 |
080104 |
4.090 |
4.110 |
4.085 |
4.105 |
+0.015 |
20,085 |
136,770 |
-6,434 |
Feb08 |
080104 |
4.340 |
4.425 |
4.320 |
4.415 |
+0.080 |
28,636 |
88,502 |
-683 |
Mar08 |
080104 |
4.440 |
4.545 |
4.430 |
4.525 |
+0.080 |
8,078 |
45,013 |
-73 |
Apr08 |
080104 |
4.550 |
4.660 |
4.535 |
4.645 |
+0.095 |
5,593 |
24,555 |
-539 |
May08 |
080104 |
4.700 |
4.880 |
4.700 |
4.845 |
+0.115 |
3,136 |
20,329 |
+1,271 |
Jun08 |
080104 |
4.745 |
4.885 |
4.745 |
4.880 |
+0.115 |
1,131 |
6,765 |
+403 |
Total Volume and Open Interest |
69,862 |
336,949 |
-4,675 |
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 |
080104 |
99.25 |
99.26 |
99.25 |
99.26 |
+0.01 |
0 |
51,687 |
+51,687 |
Jun08 |
080104 |
99.31 |
99.31 |
99.29 |
99.29 |
+0.01 |
0 |
18,538 |
+18,538 |
Sep08 |
080104 |
99.26 |
99.28 |
99.26 |
99.28 |
+0.06 |
0 |
19,587 |
+19,587 |
Dec08 |
080104 |
99.21 |
99.23 |
99.21 |
99.23 |
+0.03 |
11 |
15,641 |
+15,641 |
Mar09 |
080104 |
99.17 |
99.17 |
99.17 |
99.17 |
+0.03 |
0 |
5,736 |
+5,736 |
Jun09 |
080104 |
99.11 |
99.11 |
99.11 |
99.11 |
+0.03 |
0 |
1,245 |
+1,245 |
Sep09 |
080104 |
99.05 |
99.05 |
99.05 |
99.05 |
+0.03 |
0 |
208 |
+208 |
Dec09 |
080104 |
99.01 |
99.01 |
99.01 |
99.01 |
+0.03 |
0 |
260 |
+260 |
Total Volume and Open Interest |
11 |
116,152 |
-2 |
Japanese Gov't Bonds(SGX) |
Mar08 |
071228 |
136.63 |
136.90 |
136.38 |
136.76 |
+0.40 |
1,753 |
31,514 |
-1,508 |
Jun08 |
080104 |
137.32 |
137.32 |
137.32 |
137.32 |
+0.56 |
|
|
|
Sep08 |
080104 |
137.32 |
137.32 |
137.32 |
137.32 |
+0.56 |
|
|
|
Total Volume and Open Interest |
3,266 |
30,668 |
-846 |
Euro-Bund(EUREX) |
Mar08 |
080104 |
114.41 |
115.08 |
114.36 |
114.90 |
+0.53 |
749,150 |
1,156,080 |
+7,816 |
Jun08 |
080104 |
114.06 |
114.55 |
114.00 |
114.48 |
+0.53 |
154 |
211 |
-85 |
Sep08 |
080104 |
114.71 |
114.71 |
114.71 |
114.71 |
+0.53 |
109 |
0 |
+0 |
Total Volume and Open Interest |
749,413 |
1,156,291 |
+7,731 |
Euro-Bobl(EUREX) |
Mar08 |
080104 |
108.82 |
109.20 |
108.79 |
109.12 |
+0.32 |
439,955 |
1,002,727 |
+32,185 |
Jun08 |
080104 |
43.55 |
43.55 |
43.55 |
43.55 |
+0.35 |
3 |
3,142 |
+2 |
Sep08 |
080104 |
44.08 |
44.08 |
44.08 |
44.08 |
+0.32 |
45 |
0 |
+0 |
Total Volume and Open Interest |
440,003 |
1,005,869 |
+23,771 |
3-Mth Euribor(EUREX) |
Mar08 |
080104 |
95.500 |
95.520 |
95.490 |
95.510 |
unch |
2,091 |
18,666 |
+1,261 |
Jun08 |
080104 |
95.650 |
95.675 |
95.650 |
95.675 |
+0.015 |
252 |
5,973 |
-12 |
Sep08 |
080104 |
95.775 |
95.815 |
95.765 |
95.815 |
+0.040 |
115 |
3,964 |
+74 |
Total Volume and Open Interest |
3,312 |
34,802 |
+1,565 |
Long Gilt(LIFFE) |
Mar08 |
071231 |
109~30 |
110~08 |
109~26 |
110~07 |
+0~11 |
22,997 |
331,540 |
+2,298 |
Jun08 |
080104 |
111~06 |
111~06 |
111~06 |
111~06 |
+0~11 |
|
|
|
Total Volume and Open Interest |
68,924 |
339,307 |
+7,054 |
3-Mth Short Sterling(LIFFE) |
Mar08 |
080104 |
94.48 |
94.50 |
94.45 |
94.50 |
+0.01 |
65,548 |
458,585 |
+240 |
Jun08 |
080104 |
94.80 |
94.84 |
94.77 |
94.83 |
+0.02 |
75,128 |
577,725 |
-7,066 |
Sep08 |
080104 |
95.09 |
95.13 |
95.05 |
95.12 |
+0.04 |
87,890 |
444,930 |
+1,045 |
Dec08 |
080104 |
95.29 |
95.33 |
95.25 |
95.32 |
+0.05 |
64,865 |
435,319 |
+9,007 |
Mar09 |
080104 |
95.37 |
95.42 |
95.35 |
95.41 |
+0.05 |
45,271 |
294,757 |
+8,044 |
Jun09 |
080104 |
95.37 |
95.43 |
95.35 |
95.41 |
+0.05 |
21,806 |
184,483 |
+2,486 |
Total Volume and Open Interest |
388,338 |
2,662,745 |
+19,227 |
3-Mth Euribor(LIFFE) |
Mar08 |
080104 |
95.505 |
95.520 |
95.485 |
95.510 |
+0.010 |
143,178 |
637,141 |
+3,921 |
Jun08 |
080104 |
95.660 |
95.690 |
95.635 |
95.675 |
+0.025 |
132,754 |
611,834 |
+6,489 |
Sep08 |
080104 |
95.770 |
95.825 |
95.750 |
95.810 |
+0.040 |
133,766 |
509,753 |
-9,524 |
Total Volume and Open Interest |
805,588 |
3,307,261 |
-27,737 |
3-Mth Aus T-Bills(SFE) |
Mar08 |
080104 |
92.78 |
92.82 |
92.77 |
92.80 |
+0.08 |
10,872 |
327,230 |
-6,297 |
Jun08 |
080104 |
92.68 |
92.71 |
92.65 |
92.68 |
unch |
22,330 |
247,325 |
+3,346 |
Sep08 |
080104 |
92.62 |
92.66 |
92.60 |
92.62 |
unch |
9,668 |
145,618 |
+5,310 |
Dec08 |
080104 |
92.58 |
92.61 |
92.56 |
92.57 |
-0.01 |
3,440 |
73,328 |
+2,367 |
Mar09 |
080104 |
92.56 |
92.58 |
92.55 |
92.55 |
unch |
4,110 |
51,923 |
+335 |
Jun09 |
080104 |
92.57 |
92.59 |
92.55 |
92.56 |
unch |
3,059 |
44,237 |
+965 |
Sep09 |
080104 |
92.55 |
92.60 |
92.55 |
92.55 |
-0.01 |
2,728 |
23,165 |
+847 |
Dec09 |
080104 |
92.57 |
92.57 |
92.55 |
92.55 |
-0.01 |
278 |
3,947 |
+128 |
Mar10 |
080104 |
92.56 |
92.56 |
92.56 |
92.56 |
unch |
0 |
701 |
+0 |
Jun10 |
080104 |
92.57 |
92.57 |
92.57 |
92.57 |
+0.01 |
0 |
330 |
+0 |
Total Volume and Open Interest |
69,510 |
917,844 |
+12,766 |
10-Year Aus T-Bonds(SFE) |
Mar08 |
080104 |
93.88 |
93.92 |
93.83 |
93.91 |
+0.22 |
10,945 |
463,251 |
+5,554 |
Jun08 |
080104 |
93.91 |
93.91 |
93.91 |
93.91 |
+0.02 |
|
|
|
Total Volume and Open Interest |
46,199 |
471,772 |
+9,604 |
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 |
080104 |
93.36 |
93.36 |
93.36 |
93.36 |
+0.01 |
|
|
|
Total Volume and Open Interest |
89,175 |
534,840 |
+6,420 |
Gold(CMX) |
Feb08 |
080104 |
866.1 |
871.8 |
857.0 |
865.7 |
-3.4 |
137,804 |
296,697 |
+12,770 |
Apr08 |
080104 |
872.3 |
878.4 |
864.8 |
872.5 |
-3.5 |
20,640 |
78,825 |
+9,363 |
Jun08 |
080104 |
878.2 |
884.0 |
870.0 |
878.4 |
-3.7 |
3,346 |
58,978 |
+2,052 |
Aug08 |
080104 |
888.0 |
889.0 |
880.0 |
883.8 |
-3.9 |
2,074 |
31,813 |
-297 |
Oct08 |
080104 |
891.9 |
891.9 |
886.3 |
888.7 |
-4.0 |
1 |
3,739 |
-2 |
Dec08 |
080104 |
894.9 |
899.5 |
885.3 |
893.4 |
-4.1 |
1,139 |
29,052 |
+39 |
Feb09 |
080104 |
901.5 |
901.5 |
898.0 |
898.1 |
-4.3 |
303 |
22,127 |
+292 |
Apr09 |
080104 |
902.5 |
902.5 |
902.5 |
902.5 |
-4.5 |
0 |
4,080 |
+0 |
Jun09 |
080104 |
907.2 |
907.2 |
907.2 |
907.2 |
-4.7 |
263 |
9,642 |
+237 |
Aug09 |
080104 |
912.1 |
912.1 |
912.1 |
912.1 |
-4.9 |
0 |
9 |
+0 |
Oct09 |
080104 |
917.0 |
917.0 |
917.0 |
917.0 |
-5.1 |
|
|
|
Dec09 |
080104 |
922.0 |
922.0 |
922.0 |
922.0 |
-5.2 |
854 |
15,702 |
+579 |
Total Volume and Open Interest |
166,635 |
566,984 |
+25,130 |
Silver(CMX) |
Mar08 |
080104 |
1545.5 |
1557.0 |
1524.0 |
1546.2 |
-3.8 |
26,487 |
76,972 |
+4,534 |
May08 |
080104 |
1562.5 |
1566.0 |
1547.0 |
1558.5 |
-3.9 |
2,063 |
15,270 |
+1,109 |
Jul08 |
080104 |
1560.0 |
1578.0 |
1548.5 |
1569.0 |
-4.0 |
282 |
21,239 |
+74 |
Sep08 |
080104 |
1580.0 |
1580.5 |
1562.0 |
1578.4 |
-4.2 |
140 |
17,002 |
-51 |
Dec08 |
080104 |
1578.5 |
1600.0 |
1569.0 |
1590.8 |
-5.2 |
280 |
16,399 |
+108 |
Mar09 |
080104 |
1604.8 |
1604.8 |
1604.8 |
1604.8 |
-5.9 |
3 |
537 |
+0 |
May09 |
080104 |
1613.4 |
1613.4 |
1613.4 |
1613.4 |
-6.3 |
2 |
4 |
+0 |
Total Volume and Open Interest |
29,356 |
158,717 |
+5,829 |
Platinum(NYMEX) |
Jan08 |
080104 |
1549.7 |
1552.1 |
1532.0 |
1539.1 |
-2.7 |
58 |
368 |
-13 |
Apr08 |
080104 |
1554.9 |
1562.0 |
1541.5 |
1547.1 |
-4.7 |
1,735 |
17,808 |
+797 |
Jul08 |
080104 |
1560.0 |
1560.0 |
1543.3 |
1545.7 |
-4.3 |
28 |
187 |
+17 |
Oct08 |
080104 |
1554.2 |
1554.2 |
1554.2 |
1554.2 |
-4.3 |
1 |
1 |
+1 |
Total Volume and Open Interest |
1,822 |
18,364 |
+802 |
Palladium(NYMEX) |
Mar08 |
080104 |
377.00 |
380.50 |
360.10 |
377.75 |
-1.90 |
993 |
13,900 |
+378 |
Jun08 |
080104 |
382.00 |
382.00 |
372.10 |
382.00 |
-1.90 |
19 |
1,512 |
+3 |
Sep08 |
080104 |
386.90 |
386.90 |
386.90 |
386.90 |
-1.90 |
0 |
273 |
+0 |
Total Volume and Open Interest |
1,013 |
16,360 |
+382 |
Copper(CMX) |
Mar08 |
080104 |
318.20 |
323.50 |
310.50 |
315.75 |
-3.05 |
8,856 |
52,064 |
+995 |
May08 |
080104 |
319.00 |
324.90 |
313.10 |
317.55 |
-2.75 |
1,073 |
7,300 |
-97 |
Jul08 |
080104 |
325.30 |
325.30 |
315.95 |
318.25 |
-2.55 |
25 |
2,702 |
-13 |
Sep08 |
080104 |
318.70 |
318.75 |
318.45 |
318.45 |
-2.45 |
2 |
1,312 |
+0 |
Dec08 |
080104 |
322.65 |
322.65 |
314.00 |
317.65 |
-2.45 |
80 |
1,843 |
+62 |
Total Volume and Open Interest |
10,591 |
72,997 |
+855 |
Aluminum(CMX) |
Jan08 |
080104 |
1.09 |
1.09 |
1.09 |
1.09 |
-0.02 |
|
|
|
Feb08 |
080104 |
1.09 |
1.09 |
1.09 |
1.09 |
-0.02 |
|
|
|
Mar08 |
080104 |
1.09 |
1.09 |
1.09 |
1.09 |
-0.02 |
|
|
|
Apr08 |
080104 |
1.09 |
1.09 |
1.09 |
1.09 |
-0.02 |
|
|
|
May08 |
080104 |
1.09 |
1.09 |
1.09 |
1.09 |
-0.02 |
|
|
|
Jun08 |
080104 |
1.09 |
1.09 |
1.09 |
1.09 |
-0.02 |
|
|
|
Total Volume and Open Interest |
|
|
|
DJIA Index(CBOT) |
Mar08 |
080104 |
13134 |
13181 |
12840 |
12887 |
-256 |
5,667 |
26,472 |
+1,892 |
Jun08 |
080104 |
13070 |
13070 |
12950 |
12955 |
-261 |
0 |
38 |
+0 |
Sep08 |
080104 |
13043 |
13043 |
13043 |
13043 |
-256 |
0 |
1 |
+0 |
Dec08 |
080104 |
13119 |
13119 |
13119 |
13119 |
-256 |
|
|
|
Total Volume and Open Interest |
5,667 |
26,511 |
+1,892 |
S & P 500(CME) |
Mar08 |
080104 |
1458.70 |
1463.20 |
1418.00 |
1422.90 |
-35.80 |
43,744 |
523,970 |
+11,296 |
Jun08 |
080104 |
1450.50 |
1452.00 |
1426.70 |
1430.20 |
-36.50 |
518 |
6,719 |
+88 |
Sep08 |
080104 |
1435.80 |
1447.70 |
1432.70 |
1435.80 |
-36.90 |
125 |
382 |
-88 |
Dec08 |
080104 |
1440.30 |
1452.70 |
1437.70 |
1440.30 |
-37.40 |
21 |
3,212 |
+0 |
Total Volume and Open Interest |
44,408 |
534,291 |
+11,296 |
S & P 500 E-Mini(Globex) |
Mar08 |
080104 |
1458.75 |
1463.25 |
1417.50 |
1423.00 |
-35.75 |
1,623,508 |
1,764,399 |
+44,329 |
Jun08 |
080104 |
1465.50 |
1471.00 |
1425.25 |
1430.25 |
-36.50 |
3,119 |
7,755 |
+2,249 |
Total Volume and Open Interest |
1,626,627 |
1,772,161 |
+46,578 |
NASDAQ 100(CME) |
Mar08 |
080104 |
2074.80 |
2082.30 |
1976.00 |
1985.00 |
-91.30 |
4,298 |
37,432 |
-665 |
Jun08 |
080104 |
2002.30 |
2007.50 |
2002.30 |
2002.30 |
-93.20 |
0 |
25 |
+0 |
Sep08 |
080104 |
2028.30 |
2033.50 |
2028.30 |
2028.30 |
-93.20 |
|
|
|
Total Volume and Open Interest |
4,298 |
37,457 |
-665 |
NASDAQ 100 E-Mini(Globex) |
Mar08 |
071231 |
2125.00 |
2127.50 |
2101.00 |
2104.80 |
-20.20 |
161,664 |
284,369 |
-1,267 |
Jun08 |
080104 |
2100.00 |
2100.00 |
1995.50 |
2002.30 |
-93.20 |
31 |
28 |
+27 |
Total Volume and Open Interest |
391,028 |
284,986 |
+1,688 |
S & P Midcap 400(CME) |
Mar08 |
080104 |
835.85 |
847.75 |
820.50 |
824.30 |
-22.80 |
1,136 |
5,717 |
+944 |
Jun08 |
080104 |
832.30 |
832.30 |
830.10 |
832.30 |
-22.80 |
|
|
|
Sep08 |
080104 |
840.20 |
840.20 |
838.00 |
840.20 |
-22.80 |
0 |
55 |
+0 |
Total Volume and Open Interest |
1,138 |
5,774 |
+946 |
Russell 2000(CME) |
Mar08 |
080104 |
751.15 |
752.65 |
722.50 |
727.20 |
-23.60 |
1,635 |
37,740 |
+856 |
Jun08 |
080104 |
730.70 |
730.70 |
729.80 |
730.70 |
-23.60 |
0 |
7 |
+0 |
Sep08 |
080104 |
736.70 |
736.70 |
735.80 |
736.70 |
-23.60 |
0 |
25 |
+0 |
Total Volume and Open Interest |
1,635 |
37,772 |
+856 |
Russell 2000 E-Mini(Globex) |
Mar08 |
080104 |
750.00 |
753.10 |
722.10 |
727.20 |
-31.30 |
114,373 |
587,610 |
+14,309 |
Jun08 |
080104 |
753.90 |
756.30 |
726.70 |
730.70 |
-23.60 |
51 |
51 |
+18 |
Sep08 |
080104 |
736.70 |
736.70 |
736.70 |
736.70 |
-23.60 |
0 |
3 |
+0 |
Total Volume and Open Interest |
233,245 |
597,899 |
+10,253 |
Value Line(KCBT) |
Mar08 |
080104 |
2305.00 |
2305.00 |
2305.00 |
2305.00 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
Nikkei 225(CME) |
Mar08 |
080104 |
14905 |
14925 |
14570 |
14675 |
-565 |
27,813 |
185,980 |
-1,077 |
Jun08 |
080104 |
14780 |
14780 |
14530 |
14640 |
-625 |
19 |
76 |
+0 |
Total Volume and Open Interest |
27,857 |
186,551 |
-1,077 |
Nikkei 225(SGX) |
Mar08 |
080104 |
14905 |
14925 |
14570 |
14675 |
-565 |
27,813 |
185,980 |
-1,077 |
Jun08 |
080104 |
14780 |
14780 |
14530 |
14640 |
-625 |
19 |
76 |
+0 |
Sep08 |
080104 |
14665 |
14665 |
14665 |
14665 |
-625 |
0 |
40 |
+0 |
Total Volume and Open Interest |
27,857 |
186,551 |
-1,077 |
CAC 40(EURONEXT) |
Jan08 |
080104 |
5554.0 |
5576.5 |
5425.0 |
5453.5 |
-100.5 |
120,048 |
415,304 |
+43,529 |
Feb08 |
080104 |
5590.5 |
5590.5 |
5455.5 |
5472.0 |
-101.0 |
167 |
2,004 |
+102 |
Mar08 |
080104 |
5599.5 |
5617.0 |
5469.0 |
5495.5 |
-101.5 |
901 |
41,138 |
+69 |
Total Volume and Open Interest |
121,121 |
459,505 |
+43,701 |
Hang Seng Index(HKFE) |
Jan08 |
080104 |
27077 |
27698 |
26910 |
27663 |
+637 |
4,990 |
21,100 |
-59,980 |
Feb08 |
080104 |
27130 |
27750 |
27000 |
27750 |
+664 |
38 |
47 |
+34 |
Mar08 |
080104 |
27250 |
27660 |
26992 |
27642 |
+637 |
17 |
854 |
+399 |
Total Volume and Open Interest |
5,045 |
22,008 |
-59,547 |
DAX(EUREX) |
Mar08 |
080104 |
7984.0 |
7988.0 |
7836.5 |
7888.5 |
-89.0 |
134,934 |
184,258 |
+4,484 |
Jun08 |
080104 |
8072.5 |
8072.5 |
7921.5 |
7973.0 |
-90.0 |
532 |
17,679 |
-91 |
Sep08 |
080104 |
8143.5 |
8143.5 |
8005.0 |
8057.5 |
-91.5 |
42 |
377 |
-1 |
Total Volume and Open Interest |
135,508 |
202,314 |
+4,392 |
FT-SE 100(EURONEXT) |
Mar08 |
080104 |
6510.00 |
6547.00 |
6340.00 |
6351.00 |
-140.50 |
82,918 |
412,634 |
+6,832 |
Jun08 |
080104 |
6528.00 |
6559.50 |
6377.50 |
6377.50 |
-142.00 |
9 |
7,850 |
-1 |
Sep08 |
080104 |
6394.00 |
6394.00 |
6394.00 |
6394.00 |
-143.50 |
0 |
1,500 |
+0 |
Total Volume and Open Interest |
82,927 |
421,984 |
+6,831 |
SPI 200(SFE) |
Mar08 |
080104 |
6330.0 |
6365.0 |
6287.0 |
6343.0 |
+13.0 |
21,391 |
229,801 |
-699 |
Jun08 |
080104 |
6406.0 |
6406.0 |
6406.0 |
6406.0 |
+13.0 |
57 |
1,937 |
+8 |
Sep08 |
080104 |
6416.0 |
6416.0 |
6416.0 |
6416.0 |
+13.0 |
0 |
1,203 |
+0 |
Total Volume and Open Interest |
21,450 |
232,981 |
-692 |
GSCI(CME) |
Jan08 |
080104 |
629.30 |
629.30 |
622.50 |
624.80 |
-5.70 |
592 |
21,587 |
+7 |
Feb08 |
080104 |
625.00 |
630.70 |
623.00 |
625.00 |
-5.65 |
61 |
6 |
+6 |
Mar08 |
080104 |
624.00 |
630.10 |
622.00 |
624.00 |
-6.00 |
|
|
|
Total Volume and Open Interest |
653 |
21,593 |
+13 |
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. |
|
|