 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Tue January 15, 2008 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar08 |
080115 |
1295.00 |
1314.00 |
1286.50 |
1301.50 |
+5.00 |
19,227 |
264,427 |
-3,895 |
May08 |
080115 |
1312.00 |
1330.00 |
1305.00 |
1319.75 |
+5.50 |
6,671 |
81,544 |
+2,183 |
Jul08 |
080115 |
1327.00 |
1350.00 |
1321.00 |
1337.25 |
+5.25 |
9,019 |
68,777 |
+2,428 |
Aug08 |
080115 |
1325.00 |
1331.00 |
1319.00 |
1329.00 |
+6.00 |
37 |
4,346 |
+95 |
Sep08 |
080115 |
1310.00 |
1310.00 |
1302.00 |
1307.00 |
+17.00 |
103 |
2,944 |
+92 |
Nov08 |
080115 |
1263.00 |
1297.00 |
1263.00 |
1285.00 |
+22.00 |
8,517 |
114,737 |
+1,870 |
Jan09 |
080115 |
1292.00 |
1301.00 |
1280.00 |
1294.00 |
+27.00 |
877 |
4,508 |
+403 |
Total Volume and Open Interest |
45,586 |
565,772 |
+3,701 |
Soybean Meal(CBOT) |
Mar08 |
080115 |
352.00 |
360.00 |
350.80 |
356.10 |
+3.60 |
10,739 |
101,363 |
-2,225 |
May08 |
080115 |
357.80 |
366.00 |
357.00 |
362.00 |
+4.20 |
5,449 |
47,301 |
+103 |
Jul08 |
080115 |
362.50 |
371.00 |
362.00 |
367.70 |
+4.20 |
6,729 |
36,958 |
+1,752 |
Aug08 |
080115 |
359.50 |
370.00 |
359.50 |
364.20 |
+3.70 |
1,091 |
7,719 |
+432 |
Sep08 |
080115 |
355.00 |
365.00 |
355.00 |
360.00 |
+5.00 |
485 |
6,359 |
+37 |
Oct08 |
080115 |
343.00 |
353.00 |
343.00 |
348.20 |
+5.70 |
939 |
5,194 |
-438 |
Dec08 |
080115 |
340.50 |
350.00 |
340.50 |
345.70 |
+6.20 |
4,502 |
27,518 |
+1,378 |
Jan09 |
080115 |
346.20 |
346.20 |
346.20 |
346.20 |
+6.20 |
726 |
1,988 |
+432 |
Total Volume and Open Interest |
31,686 |
237,183 |
+863 |
Soybean Oil(CBOT) |
Mar08 |
080115 |
53.05 |
53.40 |
52.70 |
53.31 |
+0.14 |
11,063 |
160,409 |
-5,666 |
May08 |
080115 |
53.71 |
54.01 |
53.35 |
53.94 |
+0.13 |
1,974 |
41,737 |
+408 |
Jul08 |
080115 |
54.35 |
54.62 |
53.95 |
54.55 |
+0.06 |
2,990 |
39,549 |
+809 |
Aug08 |
080115 |
54.62 |
54.90 |
54.35 |
54.80 |
+0.15 |
69 |
5,836 |
-175 |
Sep08 |
080115 |
54.68 |
54.90 |
54.50 |
54.85 |
+0.15 |
177 |
5,170 |
+62 |
Oct08 |
080115 |
54.70 |
54.95 |
54.50 |
54.70 |
+0.20 |
728 |
4,634 |
-226 |
Dec08 |
080115 |
54.75 |
55.50 |
54.75 |
55.42 |
+0.37 |
2,826 |
30,460 |
+492 |
Jan09 |
080115 |
55.62 |
55.62 |
55.62 |
55.62 |
+0.42 |
593 |
1,650 |
+370 |
Total Volume and Open Interest |
20,710 |
290,534 |
-4,305 |
Canola(WCE) |
Jan08 |
080114 |
576.0 |
576.0 |
567.3 |
567.3 |
+7.5 |
0 |
6 |
-12 |
Mar08 |
080115 |
572.2 |
581.9 |
548.4 |
574.9 |
+1.7 |
11,676 |
95,544 |
-316 |
May08 |
080115 |
584.0 |
593.8 |
578.5 |
587.9 |
+1.8 |
2,609 |
14,673 |
-338 |
Jul08 |
080115 |
592.8 |
603.6 |
569.7 |
597.5 |
+1.2 |
1,406 |
17,074 |
+412 |
Total Volume and Open Interest |
17,492 |
168,928 |
+197 |
Corn(CBOT) |
Mar08 |
080115 |
508.00 |
519.00 |
506.00 |
509.00 |
-3.00 |
18,556 |
587,342 |
-4,904 |
May08 |
080115 |
519.50 |
530.50 |
518.00 |
521.50 |
-2.75 |
6,455 |
167,379 |
+7,075 |
Jul08 |
080115 |
530.50 |
542.00 |
529.50 |
532.50 |
-2.25 |
10,500 |
167,138 |
+2,327 |
Sep08 |
080115 |
527.00 |
538.00 |
527.00 |
528.25 |
-3.00 |
542 |
33,118 |
+424 |
Dec08 |
080115 |
526.00 |
540.00 |
525.00 |
529.00 |
-1.50 |
12,036 |
321,810 |
+6,418 |
Mar09 |
080115 |
533.00 |
542.00 |
533.00 |
534.50 |
-1.00 |
488 |
22,467 |
+867 |
Total Volume and Open Interest |
50,761 |
1,380,853 |
+15,452 |
Wheat(CBOT) |
Mar08 |
080115 |
910.00 |
944.00 |
908.00 |
932.00 |
+15.00 |
6,191 |
186,285 |
-2,981 |
May08 |
080115 |
923.00 |
954.50 |
923.00 |
945.00 |
+11.00 |
874 |
65,364 |
+1,283 |
Jul08 |
080115 |
836.00 |
866.00 |
828.00 |
850.25 |
+14.25 |
1,540 |
107,295 |
+1,746 |
Sep08 |
080115 |
847.00 |
873.00 |
842.50 |
857.00 |
+12.50 |
328 |
19,865 |
+63 |
Dec08 |
080115 |
858.50 |
886.00 |
848.00 |
871.00 |
+14.00 |
282 |
42,663 |
+670 |
Total Volume and Open Interest |
9,400 |
438,139 |
+1,163 |
Wheat(KCBT) |
Mar08 |
080115 |
933.50 |
963.00 |
931.00 |
956.00 |
+23.00 |
6,450 |
61,756 |
+602 |
May08 |
080115 |
943.00 |
974.00 |
943.00 |
965.75 |
+18.75 |
1,685 |
12,272 |
+73 |
Jul08 |
080115 |
895.00 |
908.50 |
893.00 |
908.50 |
+30.00 |
1,386 |
32,251 |
+410 |
Sep08 |
080115 |
900.00 |
915.75 |
900.00 |
915.75 |
+30.00 |
97 |
5,442 |
-28 |
Dec08 |
080115 |
915.00 |
924.00 |
915.00 |
924.00 |
+30.00 |
134 |
4,062 |
+56 |
Total Volume and Open Interest |
9,844 |
119,635 |
+1,143 |
Wheat(MGE) |
Mar08 |
080115 |
1073.25 |
1108.00 |
1070.00 |
1107.75 |
+29.50 |
2,547 |
30,845 |
-1,042 |
May08 |
080115 |
1043.00 |
1077.00 |
1043.00 |
1070.75 |
+22.75 |
855 |
12,983 |
+103 |
Jul08 |
080115 |
1005.00 |
1029.00 |
1005.00 |
1024.00 |
+23.00 |
136 |
3,371 |
-23 |
Sep08 |
080115 |
965.00 |
979.00 |
965.00 |
979.00 |
+30.00 |
384 |
6,916 |
+67 |
Dec08 |
080115 |
968.00 |
968.00 |
960.00 |
968.00 |
+30.00 |
85 |
6,832 |
-155 |
Total Volume and Open Interest |
4,022 |
61,555 |
-946 |
Oats(CBOT) |
Mar08 |
080115 |
323.00 |
330.00 |
323.00 |
329.50 |
-1.00 |
416 |
11,044 |
+69 |
May08 |
080115 |
336.00 |
337.00 |
336.00 |
337.00 |
-1.50 |
85 |
1,067 |
+23 |
Jul08 |
080115 |
345.50 |
346.00 |
345.00 |
346.00 |
-3.50 |
24 |
494 |
+18 |
Sep08 |
080115 |
347.00 |
347.00 |
347.00 |
347.00 |
-2.00 |
0 |
45 |
+0 |
Total Volume and Open Interest |
548 |
14,022 |
+160 |
Rough Rice(CBOT) |
Jan08 |
080114 |
14.28 |
14.28 |
14.28 |
14.28 |
+0.02 |
10 |
8 |
-9 |
Mar08 |
080115 |
14.50 |
14.58 |
14.38 |
14.40 |
-0.15 |
96 |
14,016 |
+38 |
May08 |
080115 |
14.69 |
14.69 |
14.69 |
14.69 |
-0.16 |
3 |
943 |
+12 |
Jul08 |
080115 |
15.08 |
15.08 |
14.96 |
14.96 |
-0.12 |
1 |
1,231 |
-10 |
Total Volume and Open Interest |
128 |
18,423 |
+94 |
Live Cattle(CME) |
Feb08 |
080115 |
91.250 |
91.450 |
90.450 |
90.800 |
-0.100 |
33,095 |
55,592 |
-7,000 |
Apr08 |
080115 |
95.250 |
95.400 |
94.200 |
94.300 |
-0.900 |
35,146 |
122,484 |
+10,806 |
Jun08 |
080115 |
94.400 |
94.550 |
93.900 |
94.050 |
-0.450 |
8,995 |
38,500 |
+970 |
Aug08 |
080115 |
96.450 |
96.700 |
96.200 |
96.285 |
-0.215 |
2,627 |
20,824 |
-393 |
Oct08 |
080115 |
101.050 |
101.150 |
100.700 |
100.850 |
-0.350 |
3,486 |
10,502 |
+1,148 |
Dec08 |
080115 |
102.200 |
102.250 |
101.650 |
101.730 |
-0.305 |
674 |
6,601 |
+94 |
Total Volume and Open Interest |
84,297 |
258,858 |
+5,802 |
Feeder Cattle(CME) |
Jan08 |
080115 |
98.400 |
98.700 |
97.400 |
97.800 |
-0.630 |
1,112 |
4,395 |
-197 |
Mar08 |
080115 |
101.700 |
102.200 |
100.850 |
101.100 |
-0.350 |
3,262 |
16,399 |
-178 |
Apr08 |
080115 |
105.080 |
105.600 |
104.400 |
104.730 |
-0.200 |
1,294 |
5,673 |
+512 |
May08 |
080115 |
107.350 |
107.900 |
106.700 |
106.900 |
-0.200 |
1,199 |
5,900 |
+81 |
Aug08 |
080115 |
109.000 |
109.600 |
108.600 |
108.930 |
+0.030 |
753 |
4,021 |
+322 |
Sep08 |
080115 |
109.200 |
109.700 |
108.750 |
108.830 |
-0.370 |
87 |
318 |
+60 |
Oct08 |
080115 |
109.200 |
109.600 |
108.500 |
108.950 |
-0.250 |
47 |
269 |
+42 |
Total Volume and Open Interest |
7,811 |
37,181 |
+667 |
Lean Hogs(CME) |
Feb08 |
080115 |
54.900 |
55.000 |
54.600 |
54.650 |
+0.550 |
24,182 |
49,160 |
-8,612 |
Apr08 |
080115 |
63.650 |
63.700 |
62.200 |
62.250 |
-0.880 |
29,354 |
87,175 |
+8,088 |
May08 |
080115 |
71.800 |
71.950 |
70.750 |
71.200 |
-0.500 |
104 |
2,776 |
+2 |
Jun08 |
080115 |
76.000 |
76.100 |
74.500 |
74.600 |
-1.000 |
8,584 |
32,986 |
+311 |
Jul08 |
080115 |
76.950 |
77.035 |
75.700 |
75.725 |
-0.975 |
3,334 |
13,092 |
+520 |
Aug08 |
080115 |
76.000 |
76.000 |
75.000 |
75.330 |
-0.370 |
1,667 |
7,065 |
+242 |
Oct08 |
080115 |
72.000 |
72.080 |
71.100 |
71.430 |
-0.400 |
1,326 |
9,176 |
+619 |
Dec08 |
080115 |
72.800 |
73.000 |
72.000 |
72.450 |
-0.335 |
932 |
14,262 |
+358 |
Total Volume and Open Interest |
69,965 |
217,094 |
+1,730 |
Pork Bellies(CME) |
Feb08 |
080115 |
86.650 |
86.650 |
84.650 |
84.650 |
+0.015 |
141 |
1,144 |
+26 |
Mar08 |
080115 |
86.250 |
86.250 |
84.250 |
84.250 |
+0.020 |
14 |
384 |
+11 |
May08 |
080115 |
88.000 |
88.000 |
86.200 |
86.200 |
unch |
46 |
394 |
+26 |
Jul08 |
080115 |
87.900 |
89.300 |
86.300 |
86.300 |
unch |
6 |
177 |
+6 |
Aug08 |
080115 |
86.700 |
86.700 |
86.700 |
86.700 |
+0.250 |
0 |
59 |
+0 |
Total Volume and Open Interest |
207 |
2,158 |
+69 |
Class III Milk(CME) |
Jan08 |
080115 |
19.35 |
19.35 |
19.35 |
19.35 |
-0.01 |
116 |
4,060 |
+59 |
Feb08 |
080115 |
17.74 |
17.75 |
17.68 |
17.69 |
-0.12 |
225 |
3,829 |
+38 |
Mar08 |
080115 |
17.20 |
17.21 |
17.20 |
17.21 |
-0.04 |
133 |
3,659 |
+25 |
Apr08 |
080115 |
16.63 |
16.63 |
16.63 |
16.63 |
-0.01 |
108 |
2,860 |
+29 |
May08 |
080115 |
16.50 |
16.50 |
16.48 |
16.48 |
+0.04 |
59 |
2,483 |
+13 |
Total Volume and Open Interest |
1,032 |
30,662 |
+344 |
Cocoa(ICE) |
Mar08 |
080115 |
2214 |
2222 |
2174 |
2186 |
-16 |
12,291 |
104,275 |
-1,605 |
May08 |
080115 |
2231 |
2231 |
2205 |
2205 |
-14 |
2,486 |
35,233 |
+590 |
Jul08 |
080115 |
2216 |
2216 |
2216 |
2216 |
-12 |
1,112 |
15,416 |
+251 |
Sep08 |
080115 |
2220 |
2220 |
2220 |
2220 |
-10 |
577 |
10,215 |
+335 |
Dec08 |
080115 |
2245 |
2245 |
2223 |
2223 |
-10 |
975 |
16,491 |
+507 |
Mar09 |
080115 |
2232 |
2232 |
2232 |
2232 |
-7 |
21 |
5,495 |
+13 |
May09 |
080115 |
2234 |
2234 |
2234 |
2234 |
-9 |
1 |
2,386 |
+0 |
Total Volume and Open Interest |
17,465 |
189,521 |
+93 |
Coffee "C"(ICE) |
Mar08 |
080115 |
137.25 |
139.40 |
135.70 |
136.85 |
-0.70 |
17,019 |
111,964 |
-75 |
May08 |
080115 |
140.90 |
141.80 |
138.90 |
139.55 |
-0.70 |
4,585 |
33,906 |
+2,188 |
Jul08 |
080115 |
143.35 |
144.00 |
141.50 |
142.10 |
-0.70 |
754 |
10,021 |
+263 |
Sep08 |
080115 |
146.00 |
146.00 |
143.75 |
144.45 |
-0.70 |
684 |
9,049 |
-201 |
Dec08 |
080115 |
149.90 |
149.90 |
147.80 |
147.80 |
-0.80 |
303 |
6,332 |
+224 |
Mar09 |
080115 |
153.30 |
153.30 |
151.05 |
151.05 |
-0.80 |
112 |
4,303 |
+53 |
Total Volume and Open Interest |
23,592 |
178,565 |
+2,464 |
Orange Juice(ICE) |
Mar08 |
080115 |
135.40 |
139.00 |
135.40 |
138.50 |
+4.50 |
1,391 |
17,684 |
-17 |
May08 |
080115 |
140.10 |
140.10 |
140.10 |
140.10 |
+4.40 |
70 |
4,200 |
+7 |
Jul08 |
080115 |
141.65 |
141.65 |
141.65 |
141.65 |
+4.20 |
5 |
1,135 |
+3 |
Sep08 |
080115 |
143.00 |
143.00 |
143.00 |
143.00 |
+3.55 |
3 |
600 |
+3 |
Nov08 |
080115 |
143.00 |
143.00 |
143.00 |
143.00 |
+3.55 |
0 |
442 |
+0 |
Jan09 |
080115 |
144.10 |
144.10 |
144.10 |
144.10 |
+3.55 |
1 |
858 |
+1 |
Total Volume and Open Interest |
1,471 |
24,966 |
-2 |
Sugar #11(ICE) |
Mar08 |
080115 |
11.53 |
11.54 |
11.36 |
11.47 |
unch |
51,996 |
535,454 |
+4,837 |
May08 |
080115 |
11.94 |
11.94 |
11.83 |
11.92 |
unch |
16,044 |
151,491 |
+1,203 |
Jul08 |
080115 |
12.21 |
12.21 |
12.09 |
12.17 |
-0.02 |
13,337 |
119,744 |
+1,903 |
Oct08 |
080115 |
12.61 |
12.61 |
12.50 |
12.61 |
-0.05 |
7,202 |
106,664 |
+807 |
Mar09 |
080115 |
13.18 |
13.18 |
13.05 |
13.16 |
-0.08 |
4,211 |
60,884 |
+171 |
Total Volume and Open Interest |
100,450 |
1,078,340 |
+10,978 |
Sugar #14(ICE) |
Mar08 |
080115 |
20.24 |
20.24 |
20.24 |
20.24 |
-0.01 |
104 |
2,817 |
-29 |
May08 |
080115 |
20.32 |
20.32 |
20.32 |
20.32 |
+0.02 |
0 |
4,060 |
+0 |
Jul08 |
080115 |
20.52 |
20.52 |
20.52 |
20.52 |
+0.02 |
0 |
2,013 |
+0 |
Sep08 |
080115 |
20.74 |
20.74 |
20.74 |
20.74 |
-0.01 |
0 |
1,458 |
+0 |
Nov08 |
080115 |
21.05 |
21.05 |
21.05 |
21.05 |
unch |
151 |
562 |
+151 |
Total Volume and Open Interest |
255 |
10,941 |
+122 |
London Cocoa(LCE) |
Mar08 |
080115 |
1148 |
1154 |
1130 |
1132 |
-14 |
9,278 |
78,316 |
+911 |
May08 |
080115 |
1164 |
1173 |
1149 |
1151 |
-14 |
2,233 |
30,326 |
+837 |
Jul08 |
080115 |
1190 |
1197 |
1176 |
1178 |
-14 |
1,056 |
55,698 |
+164 |
Sep08 |
080115 |
1176 |
1182 |
1164 |
1164 |
-13 |
1,175 |
24,245 |
+980 |
Dec08 |
080115 |
1176 |
1180 |
1165 |
1166 |
-11 |
1,288 |
28,799 |
+310 |
Mar09 |
080115 |
1179 |
1181 |
1166 |
1167 |
-11 |
53 |
6,974 |
+35 |
May09 |
080115 |
1177 |
1177 |
1177 |
1177 |
-11 |
0 |
386 |
+0 |
Total Volume and Open Interest |
15,083 |
224,759 |
+3,237 |
London Coffee(LCE) |
Jan08 |
080115 |
1998.00 |
2008.00 |
1975.00 |
1978.00 |
-16.00 |
428 |
3,145 |
-753 |
Mar08 |
080115 |
2028.00 |
2033.00 |
1985.00 |
2001.00 |
-23.00 |
9,050 |
82,281 |
-1,882 |
May08 |
080115 |
2054.00 |
2057.00 |
2010.00 |
2027.00 |
-20.00 |
3,056 |
22,765 |
+653 |
Jul08 |
080115 |
2065.00 |
2073.00 |
2028.00 |
2045.00 |
-17.00 |
840 |
8,752 |
+230 |
Sep08 |
080115 |
2077.00 |
2084.00 |
2050.00 |
2056.00 |
-15.00 |
705 |
9,971 |
+215 |
Nov08 |
080115 |
2069.00 |
2069.00 |
2061.00 |
2061.00 |
-15.00 |
22 |
1,157 |
+10 |
Total Volume and Open Interest |
14,211 |
131,135 |
-1,457 |
London Sugar(LCE) |
Mar08 |
080115 |
330.70 |
331.50 |
328.30 |
329.30 |
-0.50 |
6,808 |
62,491 |
+1,104 |
May08 |
080115 |
337.10 |
338.40 |
336.00 |
337.00 |
-0.10 |
1,654 |
15,185 |
+492 |
Aug08 |
080115 |
339.70 |
340.30 |
300.00 |
339.80 |
+0.10 |
369 |
7,252 |
+60 |
Oct08 |
080115 |
344.30 |
344.40 |
323.00 |
343.80 |
+0.30 |
297 |
7,590 |
-19 |
Dec08 |
080115 |
348.50 |
348.90 |
348.20 |
348.90 |
+0.30 |
16 |
1,772 |
+8 |
Total Volume and Open Interest |
9,269 |
100,093 |
+1,701 |
Cotton(ICE) |
Mar08 |
080115 |
71.25 |
72.35 |
71.01 |
71.69 |
+0.54 |
35,964 |
153,036 |
+6,693 |
May08 |
080115 |
72.90 |
74.00 |
72.75 |
73.50 |
+0.65 |
5,629 |
31,381 |
+2,157 |
Jul08 |
080115 |
75.00 |
75.70 |
74.70 |
75.27 |
+0.47 |
3,802 |
31,429 |
+1,039 |
Oct08 |
080115 |
78.00 |
78.00 |
77.90 |
77.90 |
+0.65 |
0 |
502 |
+0 |
Dec08 |
080115 |
79.10 |
80.10 |
79.00 |
79.88 |
+0.78 |
6,378 |
50,074 |
+1,193 |
Mar09 |
080115 |
82.09 |
82.09 |
82.09 |
82.09 |
-0.61 |
6 |
1,659 |
+2 |
Total Volume and Open Interest |
51,904 |
270,896 |
+11,209 |
Lumber(CME) |
Jan08 |
080115 |
202.7 |
203.0 |
195.0 |
197.1 |
-7.4 |
136 |
340 |
-76 |
Mar08 |
080115 |
236.8 |
237.2 |
231.6 |
233.2 |
-4.1 |
446 |
7,821 |
+134 |
May08 |
080115 |
253.5 |
255.0 |
251.1 |
252.1 |
-3.7 |
78 |
897 |
+33 |
Jul08 |
080115 |
269.8 |
269.9 |
265.0 |
269.9 |
-2.4 |
44 |
335 |
+18 |
Total Volume and Open Interest |
719 |
9,546 |
+121 |
Crude Oil(NYM) |
Feb08 |
080115 |
93.00 |
93.12 |
90.99 |
91.90 |
-2.30 |
257,790 |
177,869 |
-23,753 |
Mar08 |
080115 |
92.80 |
92.90 |
91.00 |
91.73 |
-2.14 |
139,259 |
352,157 |
+33,683 |
Apr08 |
080115 |
92.00 |
92.00 |
91.20 |
91.42 |
-1.99 |
34,878 |
91,555 |
+3,202 |
May08 |
080115 |
91.30 |
91.30 |
91.09 |
91.09 |
-1.86 |
15,785 |
66,986 |
+1,185 |
Jun08 |
080115 |
90.75 |
90.75 |
90.75 |
90.75 |
-1.76 |
17,979 |
83,109 |
+442 |
Jul08 |
080115 |
90.41 |
90.41 |
90.41 |
90.41 |
-1.68 |
3,968 |
31,744 |
+157 |
Aug08 |
080115 |
90.15 |
90.15 |
90.07 |
90.07 |
-1.62 |
1,316 |
20,107 |
-152 |
Sep08 |
080115 |
89.90 |
89.90 |
89.74 |
89.74 |
-1.57 |
546 |
38,922 |
-77 |
Oct08 |
080115 |
89.42 |
89.42 |
89.42 |
89.42 |
-1.52 |
229 |
31,753 |
-61 |
Nov08 |
080115 |
89.11 |
89.11 |
89.11 |
89.11 |
-1.47 |
496 |
22,035 |
-10 |
Dec08 |
080115 |
89.05 |
89.10 |
88.55 |
88.80 |
-1.42 |
8,807 |
178,527 |
-314 |
Jan09 |
080115 |
88.49 |
88.49 |
88.49 |
88.49 |
-1.37 |
82 |
24,700 |
-21 |
Feb09 |
080115 |
88.20 |
88.20 |
88.20 |
88.20 |
-1.32 |
724 |
13,174 |
+147 |
Mar09 |
080115 |
87.91 |
87.91 |
87.91 |
87.91 |
-1.27 |
77 |
8,128 |
-18 |
Apr09 |
080115 |
87.55 |
87.62 |
87.55 |
87.62 |
-1.22 |
72 |
9,665 |
-13 |
May09 |
080115 |
87.36 |
87.36 |
87.36 |
87.36 |
-1.18 |
322 |
13,226 |
+41 |
Total Volume and Open Interest |
501,911 |
1,459,317 |
+13,942 |
Heating Oil(NYM) |
Feb08 |
080115 |
258.25 |
258.30 |
254.50 |
254.72 |
-4.20 |
31,818 |
56,061 |
-2,450 |
Mar08 |
080115 |
257.10 |
257.10 |
251.60 |
253.35 |
-4.30 |
17,627 |
67,681 |
+4,828 |
Apr08 |
080115 |
249.30 |
249.65 |
248.07 |
249.65 |
-4.30 |
6,005 |
22,370 |
+1,414 |
May08 |
080115 |
246.15 |
246.15 |
246.15 |
246.15 |
-4.25 |
1,619 |
12,099 |
-13 |
Jun08 |
080115 |
243.18 |
243.85 |
243.18 |
243.85 |
-4.05 |
1,283 |
16,992 |
-184 |
Jul08 |
080115 |
243.40 |
243.40 |
243.40 |
243.40 |
-3.95 |
211 |
6,840 |
-179 |
Aug08 |
080115 |
243.55 |
243.55 |
243.55 |
243.55 |
-3.90 |
513 |
1,557 |
-152 |
Sep08 |
080115 |
242.90 |
244.50 |
242.90 |
244.50 |
-3.85 |
986 |
4,655 |
-298 |
Oct08 |
080115 |
246.30 |
246.30 |
246.30 |
246.30 |
-3.80 |
476 |
1,546 |
+35 |
Nov08 |
080115 |
248.15 |
248.15 |
248.15 |
248.15 |
-3.70 |
39 |
1,159 |
-2 |
Dec08 |
080115 |
249.90 |
249.90 |
249.90 |
249.90 |
-3.65 |
775 |
9,666 |
+162 |
Jan09 |
080115 |
251.05 |
251.05 |
251.05 |
251.05 |
-3.60 |
7 |
2,897 |
+0 |
Total Volume and Open Interest |
61,686 |
211,132 |
+3,426 |
Gasoline(NYMEX) |
Feb08 |
080115 |
237.10 |
237.79 |
228.55 |
230.92 |
-6.36 |
36,897 |
44,932 |
-4,214 |
Mar08 |
080115 |
241.24 |
241.25 |
232.37 |
234.77 |
-6.22 |
23,644 |
59,493 |
-16 |
Apr08 |
080115 |
254.50 |
254.97 |
246.86 |
248.77 |
-6.07 |
11,951 |
29,931 |
+581 |
May08 |
080115 |
255.58 |
255.65 |
247.80 |
249.82 |
-5.87 |
6,481 |
28,597 |
+1,631 |
Jun08 |
080115 |
255.00 |
255.00 |
247.94 |
249.72 |
-5.62 |
4,202 |
20,281 |
+821 |
Jul08 |
080115 |
249.95 |
249.95 |
246.75 |
248.37 |
-5.42 |
1,487 |
5,844 |
+310 |
Aug08 |
080115 |
246.60 |
246.60 |
244.55 |
246.07 |
-5.17 |
797 |
3,799 |
+132 |
Sep08 |
080115 |
242.60 |
243.35 |
241.30 |
242.77 |
-4.92 |
1,523 |
5,843 |
-205 |
Oct08 |
080115 |
230.00 |
230.00 |
229.72 |
229.72 |
-4.77 |
2,144 |
2,750 |
+57 |
Nov08 |
080115 |
224.80 |
226.25 |
224.80 |
225.82 |
-4.77 |
1,342 |
2,126 |
+398 |
Total Volume and Open Interest |
91,847 |
218,026 |
+39 |
e-MiNY RBOB Gasoline(NYMEX) |
Feb08 |
071228 |
252.50 |
252.50 |
247.82 |
247.82 |
-4.10 |
0 |
10 |
+0 |
Mar08 |
080115 |
234.77 |
234.77 |
234.77 |
234.77 |
-6.22 |
0 |
10 |
+0 |
Apr08 |
080115 |
248.77 |
248.77 |
248.77 |
248.77 |
-6.07 |
2 |
0 |
-2 |
May08 |
080115 |
249.82 |
249.82 |
249.82 |
249.82 |
-5.87 |
|
|
|
Total Volume and Open Interest |
4 |
34 |
+0 |
Natural Gas(NYM) |
Feb08 |
080115 |
8.310 |
8.330 |
8.080 |
8.196 |
-0.157 |
61,534 |
65,808 |
-4,414 |
Mar08 |
080115 |
8.230 |
8.230 |
8.050 |
8.131 |
-0.140 |
34,988 |
140,184 |
+3,927 |
Apr08 |
080115 |
8.130 |
8.130 |
8.075 |
8.083 |
-0.133 |
15,594 |
65,015 |
+1,838 |
May08 |
080115 |
8.220 |
8.220 |
8.026 |
8.114 |
-0.132 |
5,964 |
56,867 |
+1,251 |
Jun08 |
080115 |
8.280 |
8.280 |
8.187 |
8.187 |
-0.126 |
1,797 |
28,179 |
-50 |
Jul08 |
080115 |
8.350 |
8.350 |
8.166 |
8.260 |
-0.126 |
1,337 |
24,575 |
+56 |
Aug08 |
080115 |
8.415 |
8.415 |
8.253 |
8.329 |
-0.124 |
753 |
22,652 |
-37 |
Sep08 |
080115 |
8.420 |
8.420 |
8.337 |
8.337 |
-0.124 |
991 |
16,286 |
-39 |
Oct08 |
080115 |
8.490 |
8.490 |
8.370 |
8.409 |
-0.122 |
4,266 |
46,304 |
+1,253 |
Nov08 |
080115 |
8.630 |
8.679 |
8.630 |
8.679 |
-0.117 |
1,285 |
28,188 |
+213 |
Dec08 |
080115 |
9.040 |
9.040 |
8.901 |
8.999 |
-0.102 |
1,735 |
25,839 |
+228 |
Jan09 |
080115 |
9.170 |
9.219 |
9.170 |
9.219 |
-0.097 |
2,423 |
49,009 |
+383 |
Feb09 |
080115 |
9.160 |
9.222 |
9.160 |
9.222 |
-0.097 |
310 |
8,609 |
+27 |
Mar09 |
080115 |
8.940 |
9.002 |
8.940 |
9.002 |
-0.092 |
2,204 |
34,383 |
+19 |
Apr09 |
080115 |
8.144 |
8.144 |
8.144 |
8.144 |
-0.045 |
1,467 |
31,617 |
-85 |
May09 |
080115 |
8.130 |
8.131 |
8.100 |
8.131 |
-0.045 |
294 |
23,286 |
+80 |
Total Volume and Open Interest |
139,023 |
877,153 |
+5,453 |
Brent Crude Oil(ICE) |
Feb08 |
080115 |
92.90 |
93.25 |
90.35 |
90.98 |
-1.94 |
75,800 |
43,630 |
-9,688 |
Mar08 |
080115 |
92.59 |
92.94 |
90.18 |
90.82 |
-1.78 |
93,113 |
107,188 |
-6,144 |
Apr08 |
080115 |
92.30 |
92.65 |
90.02 |
90.63 |
-1.74 |
47,742 |
102,375 |
+13,312 |
May08 |
080115 |
92.01 |
92.35 |
89.80 |
90.40 |
-1.70 |
9,494 |
24,328 |
+1,325 |
Jun08 |
080115 |
91.78 |
92.05 |
89.55 |
90.14 |
-1.66 |
9,245 |
34,300 |
+1,386 |
Jul08 |
080115 |
91.44 |
91.48 |
89.37 |
89.92 |
-1.64 |
3,366 |
12,236 |
+692 |
Aug08 |
080115 |
89.72 |
89.72 |
89.72 |
89.72 |
-1.60 |
1,685 |
8,851 |
+3 |
Sep08 |
080115 |
91.00 |
91.00 |
89.51 |
89.51 |
-1.56 |
0 |
9,504 |
-253 |
Oct08 |
080115 |
88.80 |
89.29 |
88.80 |
89.29 |
-1.50 |
0 |
8,305 |
+53 |
Nov08 |
080115 |
89.06 |
89.06 |
89.06 |
89.06 |
-1.44 |
0 |
6,081 |
+265 |
Dec08 |
080115 |
90.13 |
90.51 |
88.36 |
88.84 |
-1.37 |
7,954 |
48,875 |
+102 |
Jan09 |
080115 |
88.62 |
88.62 |
88.62 |
88.62 |
-1.34 |
0 |
11,662 |
+375 |
Feb09 |
080115 |
88.41 |
88.41 |
88.41 |
88.41 |
-1.30 |
0 |
4,755 |
+0 |
Mar09 |
080115 |
88.22 |
88.22 |
88.22 |
88.22 |
-1.25 |
205 |
4,396 |
+105 |
Total Volume and Open Interest |
249,584 |
526,893 |
+1,510 |
Gas Oil(ICE) |
Feb08 |
080115 |
808.50 |
815.00 |
791.25 |
798.50 |
-10.00 |
54,413 |
60,055 |
-3,458 |
Mar08 |
080115 |
802.25 |
807.75 |
785.00 |
791.75 |
-10.75 |
36,882 |
50,145 |
+5,665 |
Apr08 |
080115 |
796.00 |
800.25 |
778.50 |
784.75 |
-11.25 |
11,327 |
19,766 |
+1,625 |
May08 |
080115 |
790.00 |
793.25 |
772.75 |
778.75 |
-11.75 |
4,432 |
16,116 |
-375 |
Jun08 |
080115 |
785.50 |
789.75 |
768.75 |
775.00 |
-12.25 |
7,144 |
31,800 |
-1,791 |
Jul08 |
080115 |
785.25 |
785.25 |
772.50 |
775.25 |
-11.75 |
1,283 |
7,327 |
+86 |
Aug08 |
080115 |
777.75 |
777.75 |
777.25 |
777.25 |
-11.50 |
245 |
3,780 |
+51 |
Sep08 |
080115 |
780.75 |
780.75 |
779.50 |
779.50 |
-11.25 |
266 |
3,036 |
+112 |
Oct08 |
080115 |
780.25 |
780.75 |
780.25 |
780.75 |
-10.75 |
126 |
2,235 |
+26 |
Nov08 |
080115 |
782.00 |
782.00 |
781.00 |
781.25 |
-10.50 |
126 |
1,490 |
-126 |
Total Volume and Open Interest |
119,998 |
228,247 |
+1,762 |
US Dollar Index(ICE) |
Mar08 |
080115 |
75.660 |
75.715 |
75.250 |
75.660 |
-0.040 |
4,578 |
32,559 |
+1,002 |
Jun08 |
080115 |
75.400 |
75.890 |
75.400 |
75.770 |
-0.040 |
4 |
5,642 |
-2 |
Sep08 |
080115 |
75.940 |
75.940 |
75.940 |
75.940 |
-0.040 |
1 |
502 |
+1 |
Total Volume and Open Interest |
4,583 |
38,703 |
+1,001 |
Australian Dollar(CME) |
Mar08 |
080115 |
89.44 |
89.50 |
88.25 |
88.30 |
-1.16 |
545 |
83,398 |
+764 |
Jun08 |
080115 |
87.50 |
87.50 |
87.50 |
87.50 |
-1.15 |
2 |
536 |
-18 |
Sep08 |
080115 |
86.59 |
86.59 |
86.59 |
86.59 |
-1.14 |
0 |
76 |
+0 |
Total Volume and Open Interest |
547 |
84,139 |
+746 |
British Pound(CME) |
Mar08 |
080115 |
196.45 |
196.92 |
195.96 |
195.96 |
+0.81 |
1,441 |
81,286 |
-635 |
Jun08 |
080115 |
195.14 |
195.14 |
195.14 |
195.14 |
+0.82 |
0 |
351 |
+18 |
Sep08 |
080115 |
194.30 |
194.30 |
194.30 |
194.30 |
+0.82 |
0 |
9 |
+0 |
Total Volume and Open Interest |
1,441 |
81,705 |
-617 |
Canadian Dollar(CME) |
Mar08 |
080115 |
98.56 |
98.56 |
98.19 |
98.35 |
+0.13 |
2,153 |
75,513 |
-465 |
Jun08 |
080115 |
98.26 |
98.26 |
98.26 |
98.26 |
+0.13 |
37 |
3,973 |
+137 |
Sep08 |
080115 |
98.14 |
98.14 |
98.14 |
98.14 |
+0.13 |
29 |
1,338 |
+18 |
Dec08 |
080115 |
98.03 |
98.03 |
98.03 |
98.03 |
+0.13 |
4 |
815 |
+2 |
Total Volume and Open Interest |
2,233 |
81,812 |
-300 |
Japanese Yen(CME) |
Mar08 |
080115 |
93.57 |
94.22 |
93.50 |
93.94 |
+1.06 |
851 |
170,506 |
+1,658 |
Jun08 |
080115 |
94.58 |
94.58 |
94.58 |
94.58 |
+1.06 |
252 |
26,389 |
+184 |
Sep08 |
080115 |
95.19 |
95.19 |
95.19 |
95.19 |
+1.06 |
0 |
485 |
+0 |
Total Volume and Open Interest |
1,103 |
197,432 |
+1,842 |
Swiss Franc(CME) |
Mar08 |
080115 |
92.10 |
92.26 |
91.79 |
91.90 |
+0.11 |
646 |
67,170 |
+2,038 |
Jun08 |
080115 |
92.12 |
92.12 |
92.12 |
92.12 |
+0.12 |
0 |
283 |
+28 |
Sep08 |
080115 |
92.27 |
92.27 |
92.27 |
92.27 |
+0.12 |
0 |
23 |
+0 |
Total Volume and Open Interest |
646 |
67,514 |
+2,064 |
EuroFX(CME) |
Mar08 |
080115 |
148.81 |
149.02 |
148.17 |
148.28 |
-0.40 |
4,070 |
172,240 |
-2,268 |
Jun08 |
080115 |
147.98 |
147.98 |
147.98 |
147.98 |
-0.37 |
51 |
2,455 |
+139 |
Sep08 |
080115 |
147.59 |
147.59 |
147.59 |
147.59 |
-0.33 |
0 |
561 |
+0 |
Total Volume and Open Interest |
4,155 |
175,394 |
-2,130 |
Mexican Peso(CME) |
Jan08 |
080114 |
916.0 |
916.0 |
916.0 |
916.0 |
+3.0 |
3 |
0 |
-3 |
Feb08 |
080115 |
911.8 |
911.8 |
911.8 |
911.8 |
-2.8 |
0 |
110 |
+0 |
Total Volume and Open Interest |
1,069 |
82,905 |
+568 |
30-Year T-Bonds(CBOT) |
Mar08 |
080115 |
118~19 |
119~26 |
118~17 |
119~17 |
+1~01 |
303,015 |
1,028,034 |
+17,965 |
Jun08 |
080115 |
118~10 |
119~03 |
117~26 |
118~26 |
+1~00 |
11,748 |
19,962 |
+11,467 |
Sep08 |
080115 |
118~00 |
118~10 |
118~00 |
118~10 |
+1~00 |
0 |
17 |
+0 |
Total Volume and Open Interest |
314,763 |
1,048,019 |
+29,432 |
10-Year T-Notes(CBOT) |
Mar08 |
080115 |
115~155 |
116~115 |
115~155 |
116~030 |
+0~190 |
771,639 |
2,370,542 |
-1,038 |
Jun08 |
080115 |
115~050 |
115~150 |
115~040 |
115~130 |
+0~200 |
8,260 |
28,821 |
+5,226 |
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 |
080115 |
112~060 |
112~105 |
112~035 |
112~105 |
+0~100 |
437,629 |
0 |
+0 |
Jun08 |
080115 |
112~010 |
112~040 |
112~010 |
112~040 |
+0~100 |
12,927 |
0 |
-9,197 |
Total Volume and Open Interest |
450,556 |
|
|
2 Year T-Notes(CBOT) |
Mar08 |
080115 |
106~016 |
106~018 |
106~014 |
106~017 |
+0~008 |
463 |
1,069,719 |
-21,257 |
Jun08 |
080115 |
106~016 |
106~016 |
106~016 |
106~016 |
+0~015 |
|
|
|
Total Volume and Open Interest |
463 |
1,069,719 |
-21,257 |
Eurodollars(CME) |
Mar08 |
080115 |
96.495 |
96.530 |
96.385 |
96.430 |
-0.040 |
24,959 |
1,747,304 |
+18,128 |
Jun08 |
080115 |
96.950 |
96.960 |
96.840 |
96.920 |
unch |
35,127 |
1,667,407 |
+53,440 |
Sep08 |
080115 |
97.130 |
97.145 |
97.020 |
97.110 |
+0.020 |
13,362 |
1,541,691 |
+47,961 |
Dec08 |
080115 |
97.190 |
97.205 |
97.080 |
97.175 |
+0.040 |
8,834 |
1,515,010 |
-8,734 |
Mar09 |
080115 |
97.170 |
97.175 |
97.075 |
97.170 |
+0.065 |
9,779 |
1,146,429 |
+40,702 |
Jun09 |
080115 |
97.070 |
97.080 |
96.990 |
97.080 |
+0.085 |
10,505 |
746,769 |
+2,263 |
Sep09 |
080115 |
96.925 |
96.945 |
96.865 |
96.945 |
+0.095 |
12,413 |
665,952 |
+15,217 |
Dec09 |
080115 |
96.765 |
96.790 |
96.725 |
96.790 |
+0.095 |
6,699 |
463,542 |
+7,165 |
Mar10 |
080115 |
96.610 |
96.645 |
96.580 |
96.645 |
+0.105 |
4,645 |
277,693 |
-2,230 |
Jun10 |
080115 |
96.440 |
96.480 |
96.440 |
96.480 |
+0.115 |
5,288 |
259,940 |
-2,554 |
Sep10 |
080115 |
96.285 |
96.330 |
96.285 |
96.330 |
+0.120 |
5,253 |
184,726 |
+8,956 |
Dec10 |
080115 |
96.160 |
96.200 |
96.155 |
96.195 |
+0.120 |
2,981 |
135,680 |
+5,830 |
Mar11 |
080115 |
96.040 |
96.085 |
96.040 |
96.085 |
+0.120 |
5,583 |
111,825 |
+2,604 |
Jun11 |
080115 |
95.920 |
95.965 |
95.920 |
95.965 |
+0.120 |
3,430 |
96,747 |
+1,379 |
Sep11 |
080115 |
95.830 |
95.855 |
95.830 |
95.855 |
+0.120 |
2,518 |
73,989 |
-602 |
Dec11 |
080115 |
95.720 |
95.745 |
95.720 |
95.745 |
+0.120 |
2,900 |
60,589 |
+52 |
Mar12 |
080115 |
95.650 |
95.660 |
95.640 |
95.660 |
+0.120 |
3,328 |
56,623 |
+1,668 |
Jun12 |
080115 |
95.555 |
95.565 |
95.525 |
95.565 |
+0.120 |
2,705 |
50,947 |
+988 |
Total Volume and Open Interest |
171,702 |
11,011,613 |
+108,283 |
30 Day Federal Funds(CBOT) |
Jan08 |
080115 |
4.125 |
4.125 |
4.120 |
4.120 |
-0.020 |
395 |
129,935 |
+869 |
Feb08 |
080115 |
4.610 |
4.615 |
4.590 |
4.600 |
-0.010 |
1,989 |
139,233 |
-919 |
Mar08 |
080115 |
4.770 |
4.770 |
4.730 |
4.750 |
-0.020 |
110 |
47,080 |
+820 |
Apr08 |
080115 |
4.935 |
4.935 |
4.905 |
4.920 |
-0.035 |
1,424 |
22,383 |
-1,616 |
May08 |
080115 |
5.175 |
5.175 |
5.125 |
5.155 |
-0.050 |
367 |
19,817 |
+226 |
Jun08 |
080115 |
5.220 |
5.220 |
5.175 |
5.195 |
-0.050 |
15 |
6,292 |
+435 |
Total Volume and Open Interest |
4,550 |
380,809 |
-118 |
30 Day Fed Funds(e-CBOT) |
Jan08 |
080115 |
95.885 |
95.900 |
95.865 |
95.870 |
-0.025 |
35,156 |
0 |
+0 |
Feb08 |
080115 |
96.385 |
96.390 |
96.325 |
96.350 |
-0.010 |
46,048 |
0 |
+0 |
Mar08 |
080115 |
96.520 |
96.565 |
96.465 |
96.500 |
-0.020 |
7,445 |
0 |
+0 |
Apr08 |
080115 |
96.705 |
96.750 |
96.625 |
96.670 |
-0.035 |
5,992 |
0 |
+0 |
May08 |
080115 |
96.955 |
96.995 |
96.845 |
96.905 |
-0.050 |
1,827 |
0 |
+0 |
Jun08 |
080115 |
97.005 |
97.030 |
96.900 |
96.945 |
-0.050 |
1,065 |
0 |
+0 |
Total Volume and Open Interest |
98,136 |
|
|
3-Mth Euro-Yen(CME) |
Mar08 |
080115 |
99.22 |
99.22 |
99.22 |
99.22 |
-0.04 |
6 |
9,768 |
+5 |
Jun08 |
080115 |
99.36 |
99.36 |
99.35 |
99.35 |
-0.02 |
1 |
6,319 |
-40 |
Sep08 |
080115 |
99.38 |
99.38 |
99.38 |
99.38 |
unch |
0 |
4,720 |
+9 |
Dec08 |
080115 |
99.35 |
99.35 |
99.35 |
99.35 |
-0.01 |
0 |
2,199 |
+0 |
Mar09 |
080115 |
99.32 |
99.32 |
99.32 |
99.32 |
-0.01 |
0 |
662 |
+0 |
Jun09 |
080115 |
99.27 |
99.27 |
99.27 |
99.27 |
-0.01 |
0 |
156 |
+0 |
Sep09 |
080115 |
99.22 |
99.22 |
99.22 |
99.22 |
-0.01 |
0 |
350 |
+0 |
Dec09 |
080115 |
99.18 |
99.18 |
99.18 |
99.18 |
-0.01 |
|
|
|
Mar10 |
080115 |
99.10 |
99.10 |
99.10 |
99.10 |
+0.01 |
|
|
|
Jun10 |
080115 |
99.05 |
99.05 |
99.05 |
99.05 |
+0.01 |
|
|
|
Total Volume and Open Interest |
7 |
24,174 |
-26 |
3-Mth Euro-Yen(SGX) |
Mar08 |
080115 |
99.22 |
99.22 |
99.21 |
99.21 |
-0.02 |
0 |
51,249 |
+321 |
Jun08 |
080115 |
99.36 |
99.36 |
99.34 |
99.34 |
-0.01 |
1 |
19,183 |
+20 |
Sep08 |
080115 |
99.38 |
99.39 |
99.38 |
99.38 |
+0.02 |
2 |
20,724 |
+299 |
Dec08 |
080115 |
99.35 |
99.36 |
99.35 |
99.35 |
+0.02 |
2 |
15,821 |
-8 |
Mar09 |
080115 |
99.32 |
99.32 |
99.32 |
99.32 |
+0.03 |
0 |
5,843 |
-5 |
Jun09 |
080115 |
99.26 |
99.28 |
99.26 |
99.27 |
+0.03 |
0 |
1,299 |
+0 |
Sep09 |
080115 |
99.22 |
99.22 |
99.22 |
99.22 |
+0.04 |
0 |
558 |
+0 |
Dec09 |
080115 |
99.16 |
99.16 |
99.16 |
99.16 |
+0.02 |
0 |
260 |
+0 |
Total Volume and Open Interest |
5 |
119,587 |
+627 |
Japanese Gov't Bonds(SGX) |
Mar08 |
080111 |
137.69 |
138.27 |
137.63 |
137.95 |
+0.12 |
2,940 |
34,443 |
+100 |
Jun08 |
080115 |
137.89 |
137.89 |
137.89 |
137.89 |
-0.06 |
|
|
|
Sep08 |
080115 |
137.89 |
137.89 |
137.89 |
137.89 |
-0.06 |
|
|
|
Total Volume and Open Interest |
3,939 |
35,532 |
+1,089 |
Euro-Bund(EUREX) |
Mar08 |
080115 |
115.61 |
116.02 |
115.49 |
115.81 |
+0.30 |
1,334,934 |
1,249,856 |
+15,482 |
Jun08 |
080115 |
115.18 |
115.41 |
115.18 |
115.41 |
+0.30 |
487 |
622 |
+362 |
Sep08 |
080115 |
115.44 |
115.44 |
115.44 |
115.44 |
+0.30 |
20 |
2 |
+0 |
Total Volume and Open Interest |
1,335,441 |
1,250,480 |
+15,844 |
Euro-Bobl(EUREX) |
Mar08 |
080115 |
109.61 |
109.87 |
109.50 |
109.72 |
+0.18 |
703,992 |
1,101,286 |
-3,385 |
Jun08 |
080115 |
44.18 |
44.18 |
44.18 |
44.18 |
+0.19 |
818 |
4,534 |
+771 |
Sep08 |
080115 |
44.68 |
44.68 |
44.68 |
44.68 |
+0.18 |
50 |
0 |
+0 |
Total Volume and Open Interest |
704,860 |
1,105,820 |
-2,614 |
3-Mth Euribor(EUREX) |
Mar08 |
080115 |
95.550 |
95.590 |
95.550 |
95.570 |
+0.025 |
883 |
20,546 |
-23 |
Jun08 |
080115 |
95.730 |
95.790 |
95.720 |
95.765 |
+0.035 |
686 |
6,826 |
-14 |
Sep08 |
080115 |
95.910 |
95.970 |
95.910 |
95.950 |
+0.025 |
394 |
4,701 |
+13 |
Total Volume and Open Interest |
2,531 |
39,361 |
-111 |
Long Gilt(LIFFE) |
Mar08 |
080115 |
111~06 |
111~11 |
110~28 |
111~08 |
+0~04 |
59,023 |
375,529 |
+1,651 |
Jun08 |
080115 |
111~15 |
111~15 |
111~15 |
111~15 |
+0~04 |
|
|
|
Total Volume and Open Interest |
59,023 |
375,529 |
+1,651 |
3-Mth Short Sterling(LIFFE) |
Mar08 |
080115 |
94.66 |
94.66 |
94.66 |
94.66 |
+0.04 |
125,963 |
475,433 |
+19,089 |
Jun08 |
080115 |
95.00 |
95.00 |
95.00 |
95.00 |
+0.04 |
110,084 |
616,055 |
+7,836 |
Sep08 |
080115 |
95.24 |
95.24 |
95.24 |
95.24 |
+0.03 |
103,535 |
444,618 |
-650 |
Dec08 |
080115 |
95.39 |
95.39 |
95.39 |
95.39 |
+0.02 |
98,764 |
421,543 |
-1,499 |
Mar09 |
080115 |
95.46 |
95.46 |
95.46 |
95.46 |
+0.02 |
72,421 |
314,254 |
-358 |
Jun09 |
080115 |
95.45 |
95.45 |
95.45 |
95.45 |
+0.02 |
38,686 |
188,449 |
+1,176 |
Total Volume and Open Interest |
601,347 |
2,773,854 |
+28,078 |
3-Mth Euribor(LIFFE) |
Mar08 |
080115 |
95.535 |
95.595 |
95.535 |
95.590 |
+0.050 |
148,092 |
668,082 |
+25,798 |
Jun08 |
080115 |
95.730 |
95.790 |
95.710 |
95.780 |
+0.055 |
143,644 |
718,234 |
+13,936 |
Sep08 |
080115 |
95.925 |
95.985 |
95.900 |
95.965 |
+0.055 |
147,334 |
570,814 |
+4,160 |
Total Volume and Open Interest |
1,047,478 |
3,862,110 |
+125,119 |
3-Mth Aus T-Bills(SFE) |
Mar08 |
080115 |
92.74 |
92.74 |
92.71 |
92.74 |
+0.01 |
15,285 |
341,391 |
+11,620 |
Jun08 |
080115 |
92.64 |
92.67 |
92.63 |
92.67 |
+0.03 |
18,089 |
268,776 |
+17,426 |
Sep08 |
080115 |
92.65 |
92.67 |
92.63 |
92.67 |
+0.03 |
20,329 |
173,286 |
+22,822 |
Dec08 |
080115 |
92.66 |
92.69 |
92.64 |
92.69 |
+0.03 |
6,864 |
82,214 |
+6,569 |
Mar09 |
080115 |
92.69 |
92.69 |
92.66 |
92.69 |
+0.02 |
2,309 |
54,701 |
+2,750 |
Jun09 |
080115 |
92.69 |
92.71 |
92.66 |
92.71 |
+0.03 |
1,146 |
46,125 |
+1,724 |
Sep09 |
080115 |
92.70 |
92.71 |
92.68 |
92.71 |
+0.02 |
1,009 |
28,912 |
+980 |
Dec09 |
080115 |
92.68 |
92.72 |
92.68 |
92.72 |
+0.03 |
306 |
4,627 |
+2 |
Mar10 |
080115 |
92.73 |
92.73 |
92.73 |
92.73 |
+0.02 |
300 |
851 |
+200 |
Jun10 |
080115 |
92.75 |
92.75 |
92.75 |
92.75 |
+0.03 |
100 |
480 |
+100 |
Total Volume and Open Interest |
65,737 |
1,001,935 |
+64,193 |
10-Year Aus T-Bonds(SFE) |
Mar08 |
080115 |
93.96 |
93.97 |
93.92 |
93.96 |
+0.01 |
30,085 |
493,791 |
+9,179 |
Jun08 |
080115 |
93.96 |
93.96 |
93.96 |
93.96 |
+0.01 |
|
|
|
Total Volume and Open Interest |
30,085 |
493,791 |
+9,179 |
3-Year Aus T-Bonds(SFE) |
Mar08 |
080115 |
93.46 |
93.48 |
93.43 |
93.47 |
+0.01 |
92,719 |
667,497 |
+50,460 |
Jun08 |
080115 |
93.47 |
93.47 |
93.47 |
93.47 |
+0.01 |
|
|
|
Total Volume and Open Interest |
92,719 |
667,497 |
+50,460 |
Gold(CMX) |
Feb08 |
080115 |
905.8 |
915.3 |
895.5 |
902.6 |
-0.8 |
134,996 |
273,999 |
-1,856 |
Apr08 |
080115 |
913.4 |
921.0 |
902.0 |
909.2 |
-0.8 |
21,401 |
132,450 |
+6,074 |
Jun08 |
080115 |
920.0 |
920.0 |
911.5 |
914.9 |
-0.7 |
2,687 |
53,535 |
+1,419 |
Aug08 |
080115 |
920.0 |
920.0 |
920.0 |
920.0 |
-0.6 |
1,262 |
31,100 |
+828 |
Oct08 |
080115 |
924.6 |
924.6 |
924.6 |
924.6 |
-0.5 |
1 |
3,789 |
+0 |
Dec08 |
080115 |
941.5 |
941.5 |
924.5 |
928.9 |
-0.6 |
499 |
28,222 |
+40 |
Feb09 |
080115 |
933.4 |
933.4 |
933.4 |
933.4 |
-0.7 |
5 |
22,455 |
+5 |
Apr09 |
080115 |
937.6 |
937.6 |
937.6 |
937.6 |
-0.8 |
3 |
4,180 |
+0 |
Jun09 |
080115 |
942.1 |
942.1 |
942.1 |
942.1 |
-0.8 |
8 |
9,727 |
+0 |
Aug09 |
080115 |
946.9 |
946.9 |
946.9 |
946.9 |
-0.9 |
8 |
9 |
+0 |
Oct09 |
080115 |
951.7 |
951.7 |
951.7 |
951.7 |
-1.0 |
|
|
|
Dec09 |
080115 |
956.6 |
956.6 |
956.6 |
956.6 |
-1.0 |
25 |
16,183 |
-3 |
Total Volume and Open Interest |
161,107 |
592,242 |
+6,511 |
Silver(CMX) |
Mar08 |
080115 |
1641.0 |
1655.0 |
1602.0 |
1630.0 |
-12.5 |
33,525 |
85,609 |
+1,274 |
May08 |
080115 |
1666.0 |
1666.0 |
1632.5 |
1641.5 |
-12.6 |
1,895 |
18,116 |
+424 |
Jul08 |
080115 |
1669.0 |
1669.0 |
1650.3 |
1650.3 |
-12.7 |
451 |
21,927 |
+227 |
Sep08 |
080115 |
1636.0 |
1657.5 |
1636.0 |
1657.5 |
-13.1 |
274 |
18,219 |
+167 |
Dec08 |
080115 |
1671.0 |
1671.0 |
1667.7 |
1667.7 |
-14.3 |
203 |
16,898 |
-32 |
Mar09 |
080115 |
1680.1 |
1680.1 |
1680.1 |
1680.1 |
-14.3 |
1 |
743 |
+0 |
May09 |
080115 |
1688.7 |
1688.7 |
1688.7 |
1688.7 |
-14.3 |
2 |
4 |
+0 |
Total Volume and Open Interest |
36,751 |
173,423 |
+2,329 |
Platinum(NYMEX) |
Jan08 |
080115 |
1592.5 |
1592.5 |
1592.5 |
1592.5 |
+9.7 |
15 |
145 |
-11 |
Apr08 |
080115 |
1579.1 |
1587.5 |
1579.1 |
1585.5 |
+1.5 |
2,655 |
17,702 |
-995 |
Jul08 |
080115 |
1588.5 |
1588.5 |
1588.5 |
1588.5 |
+3.8 |
10 |
0 |
+0 |
Oct08 |
080115 |
1597.0 |
1597.0 |
1597.0 |
1597.0 |
+3.8 |
|
|
|
Total Volume and Open Interest |
2,680 |
17,847 |
-1,006 |
Palladium(NYMEX) |
Mar08 |
080115 |
382.30 |
384.75 |
380.00 |
384.50 |
-2.95 |
1,202 |
15,171 |
+489 |
Jun08 |
080115 |
388.85 |
388.85 |
388.85 |
388.85 |
-2.95 |
43 |
1,627 |
+22 |
Sep08 |
080115 |
393.35 |
393.35 |
393.35 |
393.35 |
-3.05 |
22 |
273 |
+0 |
Total Volume and Open Interest |
1,268 |
17,749 |
+511 |
Copper(CMX) |
Mar08 |
080115 |
327.80 |
329.10 |
322.50 |
324.15 |
-9.75 |
12,056 |
54,323 |
+42 |
May08 |
080115 |
329.95 |
330.25 |
325.40 |
326.35 |
-9.70 |
1,898 |
12,582 |
+1,040 |
Jul08 |
080115 |
335.70 |
335.70 |
325.70 |
326.95 |
-9.55 |
287 |
2,775 |
+11 |
Sep08 |
080115 |
325.70 |
326.85 |
325.70 |
326.85 |
-9.40 |
61 |
1,656 |
+23 |
Dec08 |
080115 |
323.00 |
325.60 |
323.00 |
325.60 |
-9.55 |
130 |
2,163 |
+108 |
Total Volume and Open Interest |
15,067 |
80,014 |
+993 |
Aluminum(CMX) |
Jan08 |
080115 |
109.00 |
109.00 |
109.00 |
109.00 |
-2.50 |
|
|
|
Feb08 |
080115 |
109.00 |
109.00 |
109.00 |
109.00 |
-2.50 |
|
|
|
Mar08 |
080115 |
109.00 |
109.00 |
109.00 |
109.00 |
-2.50 |
|
|
|
Apr08 |
080115 |
109.00 |
109.00 |
109.00 |
109.00 |
-2.50 |
|
|
|
May08 |
080115 |
109.00 |
109.00 |
109.00 |
109.00 |
-2.50 |
|
|
|
Jun08 |
080115 |
109.00 |
109.00 |
109.00 |
109.00 |
-2.50 |
|
|
|
Total Volume and Open Interest |
|
|
|
DJIA Index(CBOT) |
Mar08 |
080115 |
12682 |
12725 |
12525 |
12564 |
-234 |
2,955 |
27,685 |
+299 |
Jun08 |
080115 |
12685 |
12685 |
12612 |
12612 |
-235 |
15 |
43 |
-1 |
Sep08 |
080115 |
12677 |
12677 |
12677 |
12677 |
-235 |
0 |
1 |
+0 |
Dec08 |
080115 |
12747 |
12747 |
12747 |
12747 |
-235 |
|
|
|
Total Volume and Open Interest |
2,970 |
27,729 |
+298 |
S & P 500(CME) |
Mar08 |
080115 |
1403.80 |
1407.70 |
1385.50 |
1388.00 |
-32.30 |
34,244 |
546,972 |
+3,110 |
Jun08 |
080115 |
1410.00 |
1410.00 |
1391.90 |
1393.50 |
-32.50 |
0 |
8,454 |
-10 |
Sep08 |
080115 |
1398.20 |
1398.20 |
1398.20 |
1398.20 |
-32.50 |
0 |
439 |
-8 |
Dec08 |
080115 |
1401.50 |
1401.50 |
1401.50 |
1401.50 |
-32.50 |
99 |
3,441 |
+72 |
Total Volume and Open Interest |
34,343 |
559,314 |
+3,164 |
S & P 500 E-Mini(Globex) |
Mar08 |
080115 |
1421.00 |
1422.50 |
1385.25 |
1388.00 |
-32.25 |
1,456,055 |
2,038,414 |
+18,882 |
Jun08 |
080115 |
1426.25 |
1427.00 |
1391.00 |
1393.50 |
-32.50 |
1,096 |
21,117 |
+284 |
Total Volume and Open Interest |
1,457,152 |
2,059,539 |
+19,167 |
NASDAQ 100(CME) |
Mar08 |
080115 |
1939.50 |
1943.00 |
1896.50 |
1912.00 |
-43.00 |
5,643 |
40,383 |
+1,658 |
Jun08 |
080115 |
1927.50 |
1927.50 |
1927.50 |
1927.50 |
-43.80 |
0 |
25 |
+0 |
Sep08 |
080115 |
1953.50 |
1953.50 |
1953.50 |
1953.50 |
-43.80 |
|
|
|
Total Volume and Open Interest |
5,643 |
40,408 |
+1,658 |
NASDAQ 100 E-Mini(Globex) |
Mar08 |
080115 |
1957.30 |
1959.50 |
1895.80 |
1912.00 |
-43.00 |
378,134 |
346,737 |
+3,630 |
Jun08 |
080115 |
1960.00 |
1971.80 |
1912.30 |
1927.50 |
-43.80 |
51 |
503 |
-4 |
Total Volume and Open Interest |
378,185 |
347,240 |
+3,626 |
S & P Midcap 400(CME) |
Mar08 |
080115 |
798.50 |
798.50 |
788.50 |
789.40 |
-18.20 |
687 |
6,532 |
+217 |
Jun08 |
080115 |
796.20 |
796.20 |
796.20 |
796.20 |
-18.25 |
|
|
|
Sep08 |
080115 |
804.15 |
804.15 |
804.15 |
804.15 |
-18.20 |
0 |
55 |
+0 |
Total Volume and Open Interest |
687 |
6,589 |
+217 |
Russell 2000(CME) |
Mar08 |
080115 |
703.50 |
706.50 |
696.50 |
701.30 |
-11.40 |
1,410 |
40,667 |
+682 |
Jun08 |
080115 |
702.90 |
702.90 |
702.90 |
702.90 |
-11.75 |
0 |
7 |
+0 |
Sep08 |
080115 |
705.40 |
705.40 |
705.40 |
705.40 |
-11.75 |
0 |
25 |
+0 |
Total Volume and Open Interest |
1,410 |
40,699 |
+682 |
Russell 2000 E-Mini(Globex) |
Mar08 |
080115 |
713.20 |
713.70 |
695.50 |
701.30 |
-11.40 |
201,142 |
643,528 |
+4,373 |
Jun08 |
080115 |
713.70 |
713.70 |
697.20 |
702.90 |
-11.80 |
126 |
169 |
+60 |
Sep08 |
080115 |
703.80 |
705.40 |
701.00 |
705.40 |
-11.80 |
1 |
2 |
+1 |
Total Volume and Open Interest |
201,269 |
643,699 |
+4,434 |
Value Line(KCBT) |
Mar08 |
080115 |
2080.00 |
2080.00 |
2080.00 |
2080.00 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
Nikkei 225(CME) |
Mar08 |
080115 |
14245 |
14260 |
13930 |
13980 |
-180 |
79,480 |
203,843 |
+4,844 |
Jun08 |
080115 |
14160 |
14185 |
13890 |
13915 |
-140 |
25 |
74 |
+0 |
Total Volume and Open Interest |
79,505 |
204,038 |
+4,259 |
Nikkei 225(SGX) |
Mar08 |
080115 |
14245 |
14260 |
13930 |
13980 |
-180 |
79,480 |
203,843 |
+4,844 |
Jun08 |
080115 |
14160 |
14185 |
13890 |
13915 |
-140 |
25 |
74 |
+0 |
Sep08 |
080115 |
13935 |
13935 |
13935 |
13935 |
-140 |
0 |
40 |
+0 |
Total Volume and Open Interest |
79,505 |
204,038 |
+4,259 |
CAC 40(EURONEXT) |
Jan08 |
080115 |
5382.0 |
5399.5 |
5242.0 |
5260.0 |
-147.0 |
111,192 |
512,850 |
-7,993 |
Feb08 |
080115 |
5399.0 |
5414.0 |
5263.0 |
5276.5 |
-147.5 |
4,743 |
6,265 |
+3,567 |
Mar08 |
080115 |
5430.0 |
5433.0 |
5286.0 |
5298.0 |
-147.0 |
8,665 |
53,907 |
+7,915 |
Total Volume and Open Interest |
124,731 |
574,655 |
+3,409 |
Hang Seng Index(HKFE) |
Jan08 |
080115 |
26736 |
26850 |
25695 |
25730 |
-686 |
7,222 |
91,132 |
+20,015 |
Feb08 |
080115 |
27039 |
27039 |
25745 |
25745 |
-735 |
97 |
20 |
-899 |
Mar08 |
080115 |
26720 |
26850 |
25691 |
25717 |
-730 |
35 |
455 |
+199 |
Total Volume and Open Interest |
7,356 |
91,684 |
+19,355 |
DAX(EUREX) |
Mar08 |
080115 |
7760.0 |
7786.0 |
7617.5 |
7636.0 |
-170.0 |
126,428 |
224,013 |
-6,095 |
Jun08 |
080115 |
7853.0 |
7866.0 |
7700.0 |
7716.5 |
-173.0 |
486 |
17,719 |
+109 |
Sep08 |
080115 |
7935.0 |
7941.5 |
7786.0 |
7796.0 |
-175.0 |
58 |
503 |
+16 |
Total Volume and Open Interest |
126,972 |
242,235 |
-5,970 |
FT-SE 100(EURONEXT) |
Mar08 |
080115 |
6177.00 |
6200.00 |
6000.00 |
6022.00 |
-192.00 |
89,708 |
460,678 |
+11,775 |
Jun08 |
080115 |
6201.50 |
6201.50 |
6022.50 |
6042.50 |
-194.50 |
10 |
9,052 |
+2 |
Sep08 |
080115 |
6063.00 |
6063.00 |
6063.00 |
6063.00 |
-192.00 |
0 |
2,000 |
+0 |
Total Volume and Open Interest |
91,718 |
473,730 |
+13,777 |
SPI 200(SFE) |
Mar08 |
080115 |
6013.0 |
6043.0 |
5930.0 |
5951.0 |
-15.0 |
23,763 |
257,539 |
+14,699 |
Jun08 |
080115 |
6069.0 |
6069.0 |
6007.0 |
6007.0 |
-16.0 |
50 |
2,210 |
-40 |
Sep08 |
080115 |
6041.0 |
6044.0 |
6018.0 |
6018.0 |
-16.0 |
1 |
1,228 |
+1 |
Total Volume and Open Interest |
24,814 |
263,019 |
+15,392 |
GSCI(CME) |
Feb08 |
080115 |
610.70 |
610.70 |
602.00 |
605.70 |
-9.30 |
4,724 |
20,567 |
+4,127 |
Mar08 |
080115 |
606.00 |
606.00 |
606.00 |
606.00 |
-10.00 |
|
|
|
Total Volume and Open Interest |
9,225 |
22,784 |
+960 |
RJ/CRB Index(ICE) |
Feb08 |
080115 |
497.00 |
500.50 |
496.75 |
496.75 |
-1.75 |
67 |
416 |
-51 |
Apr08 |
080115 |
501.00 |
502.75 |
499.75 |
499.75 |
-0.75 |
29 |
847 |
+4 |
Jun08 |
080115 |
501.00 |
504.00 |
501.00 |
502.75 |
+0.25 |
52 |
53 |
+47 |
Total Volume and Open Interest |
153 |
1,321 |
+5 |
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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