|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Tue January 22, 2008 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Mar08 |
080122 |
1237.00 |
1255.50 |
1227.00 |
1239.50 |
-24.50 |
11,925 |
242,530 |
-11,713 |
| May08 |
080122 |
1257.00 |
1273.00 |
1246.00 |
1257.00 |
-26.25 |
4,206 |
82,344 |
-925 |
| Jul08 |
080122 |
1269.00 |
1286.00 |
1263.00 |
1270.75 |
-26.75 |
4,446 |
75,539 |
+2,365 |
| Aug08 |
080122 |
1272.00 |
1280.00 |
1265.00 |
1266.50 |
-29.50 |
177 |
3,753 |
-144 |
| Sep08 |
080122 |
1248.00 |
1255.00 |
1236.00 |
1238.00 |
-37.00 |
30 |
2,901 |
+22 |
| Nov08 |
080122 |
1224.00 |
1234.00 |
1215.00 |
1217.50 |
-37.75 |
4,130 |
119,855 |
+72 |
| Jan09 |
080122 |
1226.00 |
1239.00 |
1221.00 |
1223.00 |
-41.00 |
204 |
5,041 |
+40 |
| Total Volume and Open Interest |
26,021 |
561,447 |
-9,343 |
| Soybean Meal(CBOT) |
| Mar08 |
080122 |
332.50 |
339.50 |
329.50 |
336.90 |
-2.40 |
10,138 |
86,983 |
-4,319 |
| May08 |
080122 |
340.50 |
344.50 |
336.00 |
343.00 |
-3.00 |
6,104 |
51,039 |
+1,389 |
| Jul08 |
080122 |
343.00 |
349.00 |
341.00 |
346.50 |
-4.00 |
3,222 |
38,683 |
+983 |
| Aug08 |
080122 |
342.00 |
347.00 |
341.00 |
343.80 |
-7.20 |
480 |
7,407 |
-31 |
| Sep08 |
080122 |
341.00 |
343.00 |
339.00 |
340.50 |
-7.50 |
360 |
6,707 |
+293 |
| Oct08 |
080122 |
330.00 |
330.00 |
326.50 |
328.80 |
-7.00 |
388 |
5,609 |
+37 |
| Dec08 |
080122 |
329.00 |
329.80 |
326.00 |
328.00 |
-8.00 |
2,231 |
34,995 |
+2,182 |
| Jan09 |
080122 |
328.00 |
329.00 |
327.00 |
328.80 |
-8.20 |
13 |
1,967 |
-70 |
| Total Volume and Open Interest |
23,074 |
235,708 |
+598 |
| Soybean Oil(CBOT) |
| Mar08 |
080122 |
51.87 |
52.40 |
51.68 |
51.68 |
-1.46 |
5,638 |
150,430 |
-404 |
| May08 |
080122 |
52.50 |
53.00 |
52.35 |
52.35 |
-1.44 |
2,587 |
47,581 |
+2,666 |
| Jul08 |
080122 |
53.02 |
53.55 |
52.90 |
52.95 |
-1.36 |
3,057 |
43,416 |
+3,305 |
| Aug08 |
080122 |
53.25 |
53.58 |
53.20 |
53.20 |
-1.33 |
193 |
5,951 |
+127 |
| Sep08 |
080122 |
53.60 |
53.75 |
53.30 |
53.30 |
-1.40 |
42 |
5,262 |
+18 |
| Oct08 |
080122 |
53.55 |
53.75 |
53.10 |
53.10 |
-1.68 |
196 |
4,965 |
+59 |
| Dec08 |
080122 |
53.60 |
54.00 |
53.45 |
53.45 |
-1.65 |
1,921 |
29,641 |
-665 |
| Jan09 |
080122 |
53.53 |
53.53 |
53.53 |
53.53 |
-1.72 |
8 |
1,727 |
-1 |
| Total Volume and Open Interest |
13,676 |
289,982 |
+5,135 |
| Canola(WCE) |
| Jan08 |
080114 |
576.0 |
576.0 |
567.3 |
567.3 |
+7.5 |
0 |
6 |
-12 |
| Mar08 |
080122 |
561.2 |
572.9 |
555.1 |
568.2 |
-12.8 |
5,685 |
80,757 |
-12,098 |
| May08 |
080122 |
571.6 |
586.4 |
570.2 |
581.8 |
-12.7 |
4,177 |
22,387 |
+6,999 |
| Jul08 |
080122 |
581.5 |
598.0 |
577.6 |
593.6 |
-11.7 |
2,009 |
19,186 |
+1,728 |
| Total Volume and Open Interest |
14,482 |
164,498 |
-3,050 |
| Corn(CBOT) |
| Mar08 |
080122 |
491.00 |
498.50 |
487.00 |
489.00 |
-9.25 |
12,533 |
573,049 |
-3,466 |
| May08 |
080122 |
501.50 |
510.25 |
499.00 |
501.25 |
-9.25 |
4,071 |
184,680 |
+4,992 |
| Jul08 |
080122 |
512.00 |
518.50 |
507.25 |
510.00 |
-9.50 |
4,207 |
173,141 |
-1,499 |
| Sep08 |
080122 |
504.25 |
511.75 |
502.00 |
504.75 |
-10.50 |
800 |
36,445 |
+398 |
| Dec08 |
080122 |
504.00 |
510.75 |
500.50 |
504.00 |
-11.00 |
6,201 |
333,965 |
+3,169 |
| Mar09 |
080122 |
508.00 |
515.75 |
507.00 |
510.25 |
-11.00 |
297 |
23,408 |
+186 |
| Total Volume and Open Interest |
28,823 |
1,410,365 |
+4,485 |
| Wheat(CBOT) |
| Mar08 |
080122 |
952.00 |
986.00 |
933.00 |
934.00 |
-28.50 |
4,168 |
178,306 |
-44 |
| May08 |
080122 |
968.00 |
998.50 |
949.00 |
949.00 |
-28.50 |
2,335 |
73,479 |
+2,786 |
| Jul08 |
080122 |
868.00 |
908.50 |
865.00 |
890.75 |
+12.25 |
2,632 |
111,248 |
+435 |
| Sep08 |
080122 |
878.00 |
899.00 |
877.00 |
877.00 |
-10.00 |
72 |
20,547 |
+289 |
| Dec08 |
080122 |
888.00 |
912.00 |
886.00 |
888.00 |
-11.00 |
325 |
45,091 |
+934 |
| Total Volume and Open Interest |
9,645 |
449,791 |
+5,137 |
| Wheat(KCBT) |
| Mar08 |
080122 |
987.00 |
1033.00 |
984.00 |
984.75 |
-26.50 |
7,471 |
59,790 |
-1,218 |
| May08 |
080122 |
997.00 |
1037.00 |
994.00 |
995.00 |
-21.00 |
2,599 |
13,021 |
+330 |
| Jul08 |
080122 |
937.00 |
984.00 |
937.00 |
944.50 |
-22.50 |
3,410 |
34,250 |
-22 |
| Sep08 |
080122 |
945.00 |
983.00 |
945.00 |
955.00 |
-11.00 |
349 |
5,807 |
+71 |
| Dec08 |
080122 |
946.00 |
999.00 |
946.00 |
955.00 |
-20.00 |
339 |
5,396 |
+56 |
| Total Volume and Open Interest |
14,335 |
122,542 |
-690 |
| Wheat(MGE) |
| Mar08 |
080122 |
1180.00 |
1224.75 |
1180.00 |
1219.00 |
+24.25 |
5,820 |
28,226 |
-856 |
| May08 |
080122 |
1120.00 |
1174.00 |
1119.00 |
1158.00 |
+14.00 |
3,971 |
13,753 |
+808 |
| Jul08 |
080122 |
1070.00 |
1115.00 |
1070.00 |
1096.25 |
+11.25 |
919 |
4,261 |
+216 |
| Sep08 |
080122 |
1025.00 |
1062.00 |
1025.00 |
1035.00 |
-5.00 |
1,251 |
7,633 |
+251 |
| Dec08 |
080122 |
1015.00 |
1060.00 |
1015.00 |
1035.00 |
unch |
1,600 |
7,844 |
+343 |
| Total Volume and Open Interest |
13,669 |
62,368 |
+810 |
| Oats(CBOT) |
| Mar08 |
080122 |
308.75 |
316.00 |
308.75 |
313.50 |
-6.00 |
440 |
10,437 |
+6 |
| May08 |
080122 |
319.00 |
324.00 |
319.00 |
323.00 |
-5.00 |
88 |
1,316 |
+54 |
| Jul08 |
080122 |
330.00 |
330.00 |
330.00 |
330.00 |
-5.50 |
1 |
581 |
+7 |
| Sep08 |
080122 |
338.00 |
338.00 |
338.00 |
338.00 |
-5.00 |
0 |
45 |
+0 |
| Total Volume and Open Interest |
531 |
14,065 |
+81 |
| Rough Rice(CBOT) |
| Jan08 |
080114 |
14.28 |
14.28 |
14.28 |
14.28 |
+0.02 |
10 |
8 |
-9 |
| Mar08 |
080122 |
14.12 |
14.20 |
14.12 |
14.12 |
-0.15 |
139 |
12,391 |
-273 |
| May08 |
080122 |
14.50 |
14.50 |
14.44 |
14.44 |
-0.15 |
1 |
1,106 |
-3 |
| Jul08 |
080122 |
14.72 |
14.72 |
14.72 |
14.72 |
-0.15 |
11 |
1,313 |
+36 |
| Total Volume and Open Interest |
200 |
17,193 |
-192 |
| Live Cattle(CME) |
| Feb08 |
080122 |
90.350 |
91.400 |
90.300 |
91.035 |
+0.035 |
10,409 |
35,827 |
-3,180 |
| Apr08 |
080122 |
93.550 |
94.600 |
93.535 |
94.330 |
+0.080 |
18,520 |
127,120 |
+1,304 |
| Jun08 |
080122 |
92.500 |
93.285 |
92.500 |
92.830 |
-0.455 |
9,472 |
43,843 |
+1,547 |
| Aug08 |
080122 |
95.400 |
95.550 |
95.150 |
95.230 |
-0.820 |
2,643 |
22,361 |
+105 |
| Oct08 |
080122 |
99.600 |
99.700 |
99.400 |
99.500 |
-0.700 |
1,425 |
13,149 |
+675 |
| Dec08 |
080122 |
100.700 |
100.900 |
100.535 |
100.650 |
-0.650 |
380 |
7,346 |
+130 |
| Total Volume and Open Interest |
43,000 |
254,522 |
+595 |
| Feeder Cattle(CME) |
| Jan08 |
080122 |
98.500 |
98.785 |
97.700 |
98.050 |
+0.370 |
805 |
2,943 |
-218 |
| Mar08 |
080122 |
102.450 |
103.450 |
102.000 |
102.350 |
+0.050 |
2,483 |
16,862 |
-5 |
| Apr08 |
080122 |
106.430 |
106.900 |
105.450 |
105.730 |
-0.200 |
1,068 |
6,322 |
+214 |
| May08 |
080122 |
108.500 |
109.000 |
107.500 |
108.100 |
-0.035 |
954 |
6,138 |
-20 |
| Aug08 |
080122 |
110.000 |
110.700 |
109.600 |
109.980 |
+0.080 |
639 |
4,643 |
+335 |
| Sep08 |
080122 |
109.800 |
110.035 |
109.300 |
109.750 |
-0.050 |
59 |
440 |
+36 |
| Oct08 |
080122 |
109.750 |
109.950 |
109.000 |
109.650 |
-0.080 |
39 |
334 |
+22 |
| Total Volume and Open Interest |
6,053 |
37,927 |
+367 |
| Lean Hogs(CME) |
| Feb08 |
080122 |
55.000 |
55.800 |
54.850 |
55.285 |
+0.300 |
6,520 |
33,595 |
-2,300 |
| Apr08 |
080122 |
61.650 |
62.950 |
61.650 |
62.250 |
-0.180 |
8,694 |
91,567 |
-898 |
| May08 |
080122 |
70.900 |
71.400 |
70.650 |
71.385 |
-0.265 |
32 |
2,780 |
+8 |
| Jun08 |
080122 |
74.500 |
75.050 |
74.250 |
74.450 |
-1.000 |
3,064 |
35,198 |
+1,108 |
| Jul08 |
080122 |
74.650 |
75.700 |
74.650 |
75.550 |
-0.650 |
1,174 |
13,633 |
+354 |
| Aug08 |
080122 |
74.400 |
74.900 |
74.300 |
74.800 |
-0.780 |
642 |
7,567 |
+0 |
| Oct08 |
080122 |
70.700 |
71.450 |
70.700 |
71.050 |
-0.850 |
2,539 |
11,863 |
+213 |
| Dec08 |
080122 |
72.000 |
73.050 |
72.000 |
72.975 |
-0.855 |
1,842 |
15,688 |
+443 |
| Total Volume and Open Interest |
24,873 |
213,653 |
-977 |
| Pork Bellies(CME) |
| Feb08 |
080122 |
84.000 |
84.500 |
83.580 |
83.950 |
-0.250 |
43 |
1,060 |
-5 |
| Mar08 |
080122 |
84.300 |
84.900 |
83.700 |
83.800 |
-0.085 |
19 |
411 |
+4 |
| May08 |
080122 |
86.135 |
86.250 |
86.135 |
86.150 |
+0.450 |
5 |
426 |
+1 |
| Jul08 |
080122 |
87.580 |
87.580 |
87.050 |
87.050 |
-0.130 |
4 |
199 |
+3 |
| Aug08 |
080122 |
87.230 |
87.230 |
87.230 |
87.230 |
+0.400 |
3 |
61 |
+2 |
| Total Volume and Open Interest |
74 |
2,157 |
+5 |
| Class III Milk(CME) |
| Jan08 |
080122 |
19.27 |
19.32 |
19.27 |
19.32 |
+0.04 |
66 |
3,909 |
+1 |
| Feb08 |
080122 |
16.75 |
16.80 |
16.70 |
16.75 |
-0.40 |
484 |
4,131 |
+35 |
| Mar08 |
080122 |
16.65 |
16.73 |
16.65 |
16.73 |
-0.12 |
296 |
3,941 |
+71 |
| Apr08 |
080122 |
16.10 |
16.10 |
16.10 |
16.10 |
-0.27 |
59 |
2,905 |
+20 |
| May08 |
080122 |
16.14 |
16.14 |
16.14 |
16.14 |
-0.28 |
31 |
2,526 |
-2 |
| Total Volume and Open Interest |
1,062 |
31,448 |
+176 |
| Cocoa(ICE) |
| Mar08 |
080122 |
2088 |
2135 |
2088 |
2131 |
-10 |
20,750 |
99,665 |
-3,178 |
| May08 |
080122 |
2111 |
2155 |
2111 |
2153 |
-9 |
6,306 |
38,171 |
+831 |
| Jul08 |
080122 |
2170 |
2170 |
2170 |
2170 |
-10 |
3,753 |
17,617 |
+1,672 |
| Sep08 |
080122 |
2172 |
2172 |
2172 |
2172 |
-10 |
1,115 |
11,338 |
+738 |
| Dec08 |
080122 |
2177 |
2177 |
2177 |
2177 |
-11 |
470 |
16,514 |
+78 |
| Mar09 |
080122 |
2181 |
2181 |
2181 |
2181 |
-15 |
38 |
5,545 |
+0 |
| May09 |
080122 |
2186 |
2186 |
2186 |
2186 |
-14 |
5 |
2,386 |
+0 |
| Total Volume and Open Interest |
32,516 |
191,585 |
+220 |
| Coffee "C"(ICE) |
| Mar08 |
080122 |
130.90 |
135.30 |
129.70 |
135.00 |
+1.90 |
10,224 |
107,529 |
-818 |
| May08 |
080122 |
132.90 |
137.80 |
132.50 |
137.70 |
+1.90 |
3,330 |
37,929 |
+595 |
| Jul08 |
080122 |
135.60 |
140.25 |
135.30 |
140.25 |
+1.90 |
815 |
10,579 |
+156 |
| Sep08 |
080122 |
142.60 |
142.60 |
142.60 |
142.60 |
+1.85 |
854 |
9,164 |
+26 |
| Dec08 |
080122 |
141.50 |
146.10 |
141.50 |
146.10 |
+1.85 |
487 |
6,581 |
+264 |
| Mar09 |
080122 |
149.45 |
149.45 |
149.45 |
149.45 |
+1.85 |
103 |
3,736 |
-581 |
| Total Volume and Open Interest |
15,918 |
178,056 |
-987 |
| Orange Juice(ICE) |
| Mar08 |
080122 |
133.50 |
134.50 |
131.50 |
133.50 |
-2.55 |
1,775 |
17,379 |
-317 |
| May08 |
080122 |
135.00 |
135.25 |
135.00 |
135.25 |
-2.40 |
169 |
4,243 |
+48 |
| Jul08 |
080122 |
136.50 |
137.05 |
136.50 |
137.05 |
-2.10 |
57 |
1,092 |
+9 |
| Sep08 |
080122 |
138.85 |
138.85 |
138.85 |
138.85 |
-2.10 |
88 |
678 |
+54 |
| Nov08 |
080122 |
139.05 |
139.05 |
139.05 |
139.05 |
-2.10 |
0 |
442 |
+0 |
| Jan09 |
080122 |
140.15 |
140.15 |
140.15 |
140.15 |
-2.10 |
0 |
862 |
+0 |
| Total Volume and Open Interest |
2,089 |
24,743 |
-206 |
| Sugar #11(ICE) |
| Mar08 |
080122 |
11.67 |
11.76 |
11.20 |
11.55 |
-0.44 |
232,949 |
514,932 |
-9,848 |
| May08 |
080122 |
12.07 |
12.25 |
11.78 |
12.00 |
-0.41 |
86,479 |
180,728 |
+16,938 |
| Jul08 |
080122 |
12.22 |
12.37 |
11.90 |
12.10 |
-0.42 |
40,769 |
130,591 |
+3,215 |
| Oct08 |
080122 |
12.55 |
12.63 |
12.24 |
12.42 |
-0.44 |
22,639 |
114,959 |
+2,330 |
| Mar09 |
080122 |
13.10 |
13.10 |
12.97 |
12.97 |
-0.47 |
9,391 |
58,734 |
-141 |
| Total Volume and Open Interest |
410,033 |
1,113,863 |
+14,344 |
| Sugar #14(ICE) |
| Mar08 |
080122 |
20.17 |
20.17 |
20.17 |
20.17 |
-0.03 |
140 |
2,654 |
-142 |
| May08 |
080122 |
20.18 |
20.18 |
20.18 |
20.18 |
-0.02 |
50 |
4,053 |
-7 |
| Jul08 |
080122 |
20.49 |
20.49 |
20.49 |
20.49 |
+0.01 |
0 |
2,022 |
+0 |
| Sep08 |
080122 |
20.78 |
20.78 |
20.78 |
20.78 |
+0.02 |
0 |
1,466 |
+0 |
| Nov08 |
080122 |
20.82 |
20.82 |
20.82 |
20.82 |
-0.06 |
0 |
613 |
+0 |
| Total Volume and Open Interest |
190 |
10,839 |
-149 |
| London Cocoa(LCE) |
| Mar08 |
080122 |
1110 |
1123 |
1098 |
1117 |
-11 |
6,817 |
76,962 |
-1,059 |
| May08 |
080122 |
1131 |
1140 |
1119 |
1136 |
-10 |
2,742 |
33,002 |
+340 |
| Jul08 |
080122 |
1159 |
1166 |
1148 |
1164 |
-8 |
1,418 |
56,893 |
-316 |
| Sep08 |
080122 |
1136 |
1151 |
1131 |
1150 |
-10 |
1,313 |
24,818 |
+444 |
| Dec08 |
080122 |
1140 |
1158 |
1138 |
1155 |
-9 |
2,726 |
31,143 |
+723 |
| Mar09 |
080122 |
1139 |
1155 |
1139 |
1154 |
-10 |
2,183 |
7,858 |
+187 |
| May09 |
080122 |
1160 |
1165 |
1160 |
1165 |
-9 |
0 |
386 |
+0 |
| Total Volume and Open Interest |
17,278 |
231,416 |
+398 |
| London Coffee(LCE) |
| Jan08 |
080122 |
1950.00 |
2015.00 |
1943.00 |
2015.00 |
+53.00 |
48 |
1,805 |
-26 |
| Mar08 |
080122 |
1982.00 |
2050.00 |
1971.00 |
2047.00 |
+59.00 |
4,846 |
78,080 |
-1,261 |
| May08 |
080122 |
2005.00 |
2072.00 |
1990.00 |
2070.00 |
+58.00 |
6,290 |
26,618 |
+1,862 |
| Jul08 |
080122 |
2016.00 |
2085.00 |
2006.00 |
2084.00 |
+54.00 |
386 |
10,544 |
+7 |
| Sep08 |
080122 |
2030.00 |
2090.00 |
2018.00 |
2090.00 |
+50.00 |
181 |
10,164 |
+29 |
| Nov08 |
080122 |
2033.00 |
2093.00 |
2028.00 |
2093.00 |
+46.00 |
10 |
1,269 |
+8 |
| Total Volume and Open Interest |
11,798 |
131,825 |
+652 |
| London Sugar(LCE) |
| Mar08 |
080122 |
334.00 |
339.20 |
328.00 |
335.00 |
-10.00 |
18,892 |
56,812 |
-5,554 |
| May08 |
080122 |
341.30 |
348.00 |
338.40 |
344.50 |
-7.60 |
6,176 |
16,391 |
-1,369 |
| Aug08 |
080122 |
344.30 |
350.40 |
340.00 |
347.00 |
-6.60 |
1,906 |
8,021 |
+710 |
| Oct08 |
080122 |
348.50 |
353.20 |
345.30 |
350.50 |
-6.60 |
904 |
7,989 |
-43 |
| Dec08 |
080122 |
352.80 |
356.90 |
351.20 |
354.40 |
-7.10 |
94 |
1,831 |
+60 |
| Total Volume and Open Interest |
28,203 |
97,470 |
-6,166 |
| Cotton(ICE) |
| Mar08 |
080122 |
69.80 |
70.20 |
69.30 |
69.83 |
-0.90 |
13,723 |
149,128 |
+245 |
| May08 |
080122 |
71.85 |
71.85 |
70.95 |
71.61 |
-0.91 |
2,397 |
37,395 |
+1,181 |
| Jul08 |
080122 |
73.40 |
73.55 |
73.10 |
73.43 |
-0.90 |
1,322 |
32,391 |
+628 |
| Oct08 |
080122 |
75.85 |
75.85 |
75.85 |
75.85 |
-1.00 |
0 |
518 |
+0 |
| Dec08 |
080122 |
77.75 |
78.10 |
77.40 |
77.85 |
-0.91 |
2,199 |
57,484 |
-314 |
| Mar09 |
080122 |
80.28 |
80.28 |
80.15 |
80.15 |
-1.00 |
87 |
1,994 |
+40 |
| Total Volume and Open Interest |
19,742 |
281,816 |
+1,782 |
| Lumber(CME) |
| Mar08 |
080122 |
226.0 |
226.0 |
221.8 |
221.9 |
-9.3 |
671 |
8,085 |
+175 |
| May08 |
080122 |
245.0 |
245.5 |
240.6 |
241.1 |
-9.1 |
133 |
1,179 |
+28 |
| Jul08 |
080122 |
263.9 |
263.9 |
259.6 |
260.0 |
-9.5 |
110 |
456 |
+61 |
| Sep08 |
080122 |
272.3 |
272.3 |
270.9 |
270.9 |
-5.9 |
70 |
169 |
+58 |
| Total Volume and Open Interest |
1,021 |
9,973 |
+351 |
| Crude Oil(NYM) |
| Feb08 |
080122 |
87.45 |
90.15 |
87.25 |
89.85 |
-0.72 |
164,876 |
30,939 |
-35,237 |
| Mar08 |
080122 |
86.60 |
89.45 |
86.60 |
89.21 |
-0.71 |
213,289 |
373,871 |
+12,779 |
| Apr08 |
080122 |
86.30 |
88.76 |
86.30 |
88.76 |
-0.73 |
45,681 |
93,358 |
+3,107 |
| May08 |
080122 |
87.90 |
88.39 |
87.90 |
88.39 |
-0.75 |
18,740 |
67,710 |
+453 |
| Jun08 |
080122 |
88.07 |
88.07 |
88.07 |
88.07 |
-0.76 |
22,163 |
81,370 |
-4,385 |
| Jul08 |
080122 |
87.77 |
87.77 |
87.77 |
87.77 |
-0.76 |
3,519 |
31,955 |
+109 |
| Aug08 |
080122 |
87.47 |
87.47 |
87.47 |
87.47 |
-0.76 |
4,135 |
22,080 |
+1,976 |
| Sep08 |
080122 |
87.20 |
87.20 |
87.20 |
87.20 |
-0.74 |
2,991 |
41,232 |
+1,799 |
| Oct08 |
080122 |
86.94 |
86.94 |
86.94 |
86.94 |
-0.71 |
358 |
31,888 |
+51 |
| Nov08 |
080122 |
86.69 |
86.69 |
86.69 |
86.69 |
-0.69 |
7 |
21,890 |
+5 |
| Dec08 |
080122 |
86.00 |
86.45 |
86.00 |
86.45 |
-0.66 |
11,286 |
175,284 |
-4,272 |
| Jan09 |
080122 |
86.22 |
86.22 |
86.22 |
86.22 |
-0.63 |
65 |
24,992 |
-1,003 |
| Feb09 |
080122 |
84.00 |
86.01 |
84.00 |
86.01 |
-0.60 |
215 |
13,160 |
+53 |
| Mar09 |
080122 |
85.81 |
85.81 |
85.81 |
85.81 |
-0.57 |
25 |
8,074 |
-20 |
| Apr09 |
080122 |
85.62 |
85.62 |
85.62 |
85.62 |
-0.54 |
25 |
9,714 |
+0 |
| May09 |
080122 |
85.44 |
85.44 |
85.44 |
85.44 |
-0.51 |
25 |
13,200 |
-5 |
| Total Volume and Open Interest |
501,263 |
1,355,589 |
-22,777 |
| Heating Oil(NYM) |
| Feb08 |
080122 |
243.70 |
247.26 |
243.70 |
247.26 |
-3.48 |
32,169 |
43,544 |
-3,093 |
| Mar08 |
080122 |
243.20 |
246.28 |
242.90 |
246.28 |
-3.46 |
19,775 |
71,901 |
+1,255 |
| Apr08 |
080122 |
242.40 |
243.63 |
242.40 |
243.63 |
-2.81 |
6,296 |
23,669 |
+95 |
| May08 |
080122 |
237.00 |
240.68 |
237.00 |
240.68 |
-2.36 |
2,286 |
12,912 |
-28 |
| Jun08 |
080122 |
235.40 |
238.78 |
235.40 |
238.78 |
-2.26 |
1,870 |
17,131 |
+142 |
| Jul08 |
080122 |
238.58 |
238.58 |
238.58 |
238.58 |
-2.16 |
349 |
6,791 |
+46 |
| Aug08 |
080122 |
236.75 |
239.50 |
236.75 |
238.73 |
-2.06 |
286 |
1,975 |
+62 |
| Sep08 |
080122 |
238.00 |
240.60 |
238.00 |
239.78 |
-2.01 |
348 |
5,228 |
-45 |
| Oct08 |
080122 |
242.60 |
242.60 |
241.58 |
241.58 |
-1.96 |
85 |
1,605 |
+30 |
| Nov08 |
080122 |
243.73 |
243.73 |
243.73 |
243.73 |
-1.86 |
52 |
1,180 |
+4 |
| Dec08 |
080122 |
245.58 |
245.58 |
245.58 |
245.58 |
-1.86 |
548 |
9,104 |
+178 |
| Jan09 |
080122 |
246.73 |
246.73 |
246.73 |
246.73 |
-1.86 |
314 |
3,232 |
+95 |
| Total Volume and Open Interest |
64,651 |
206,464 |
-1,038 |
| Gasoline(NYMEX) |
| Feb08 |
080122 |
230.84 |
231.74 |
221.83 |
228.06 |
-2.28 |
28,127 |
38,043 |
-2,321 |
| Mar08 |
080122 |
234.30 |
235.03 |
224.67 |
231.54 |
-2.29 |
19,560 |
72,610 |
+3,416 |
| Apr08 |
080122 |
243.81 |
246.00 |
238.07 |
244.89 |
-2.64 |
10,362 |
36,687 |
+1,885 |
| May08 |
080122 |
245.30 |
246.85 |
239.17 |
245.74 |
-2.54 |
3,065 |
32,182 |
+573 |
| Jun08 |
080122 |
245.10 |
246.45 |
240.50 |
245.54 |
-2.54 |
1,978 |
21,997 |
-88 |
| Jul08 |
080122 |
243.80 |
244.74 |
240.95 |
244.29 |
-2.54 |
1,127 |
6,770 |
+269 |
| Aug08 |
080122 |
241.25 |
242.55 |
238.88 |
242.04 |
-2.49 |
959 |
4,101 |
+120 |
| Sep08 |
080122 |
238.00 |
239.67 |
235.57 |
238.69 |
-2.49 |
715 |
6,831 |
-90 |
| Oct08 |
080122 |
224.65 |
225.90 |
222.50 |
225.34 |
-2.49 |
193 |
3,693 |
+18 |
| Nov08 |
080122 |
220.35 |
221.19 |
220.35 |
221.19 |
-2.49 |
23 |
2,115 |
-8 |
| Total Volume and Open Interest |
66,662 |
240,724 |
+4,182 |
| e-MiNY RBOB Gasoline(NYMEX) |
| Feb08 |
080118 |
230.34 |
230.34 |
230.34 |
230.34 |
-17.48 |
1 |
10 |
+0 |
| Mar08 |
080122 |
231.00 |
231.54 |
231.00 |
231.54 |
-2.29 |
0 |
12 |
+0 |
| Apr08 |
080122 |
244.89 |
244.89 |
244.89 |
244.89 |
-2.64 |
0 |
2 |
+0 |
| May08 |
080122 |
245.74 |
245.74 |
245.74 |
245.74 |
-2.54 |
|
|
|
| Total Volume and Open Interest |
0 |
38 |
+0 |
| Natural Gas(NYM) |
| Feb08 |
080122 |
7.800 |
7.870 |
7.635 |
7.670 |
-0.323 |
40,635 |
53,969 |
-2,764 |
| Mar08 |
080122 |
7.790 |
7.800 |
7.625 |
7.647 |
-0.300 |
20,205 |
153,212 |
+1,666 |
| Apr08 |
080122 |
7.770 |
7.790 |
7.647 |
7.647 |
-0.272 |
11,800 |
64,568 |
-40 |
| May08 |
080122 |
7.820 |
7.830 |
7.701 |
7.701 |
-0.255 |
4,633 |
63,705 |
+462 |
| Jun08 |
080122 |
7.900 |
7.905 |
7.782 |
7.782 |
-0.252 |
972 |
29,104 |
+152 |
| Jul08 |
080122 |
7.955 |
7.955 |
7.863 |
7.863 |
-0.248 |
843 |
24,913 |
+21 |
| Aug08 |
080122 |
8.025 |
8.025 |
7.934 |
7.934 |
-0.245 |
652 |
22,188 |
+78 |
| Sep08 |
080122 |
8.030 |
8.030 |
7.947 |
7.947 |
-0.242 |
819 |
16,850 |
+248 |
| Oct08 |
080122 |
8.115 |
8.115 |
8.026 |
8.026 |
-0.240 |
2,239 |
47,776 |
+541 |
| Nov08 |
080122 |
8.286 |
8.286 |
8.286 |
8.286 |
-0.235 |
590 |
28,492 |
+5 |
| Dec08 |
080122 |
8.650 |
8.650 |
8.576 |
8.576 |
-0.235 |
734 |
26,683 |
+53 |
| Jan09 |
080122 |
8.860 |
8.860 |
8.806 |
8.806 |
-0.225 |
1,074 |
50,107 |
+284 |
| Feb09 |
080122 |
8.811 |
8.811 |
8.811 |
8.811 |
-0.225 |
89 |
8,884 |
+24 |
| Mar09 |
080122 |
8.591 |
8.591 |
8.591 |
8.591 |
-0.225 |
744 |
34,309 |
-40 |
| Apr09 |
080122 |
7.851 |
7.851 |
7.851 |
7.851 |
-0.140 |
406 |
31,383 |
+50 |
| May09 |
080122 |
7.900 |
7.900 |
7.841 |
7.841 |
-0.137 |
217 |
23,340 |
-102 |
| Total Volume and Open Interest |
88,312 |
891,192 |
+968 |
| Brent Crude Oil(ICE) |
| Mar08 |
080122 |
87.05 |
88.86 |
85.00 |
88.45 |
-0.78 |
103,599 |
100,822 |
+6,331 |
| Apr08 |
080122 |
86.87 |
88.56 |
84.88 |
88.17 |
-0.73 |
44,297 |
111,206 |
+3,791 |
| May08 |
080122 |
86.65 |
88.25 |
84.80 |
87.91 |
-0.69 |
20,932 |
26,084 |
+1,595 |
| Jun08 |
080122 |
86.40 |
87.98 |
84.70 |
87.66 |
-0.64 |
17,314 |
40,737 |
+2,648 |
| Jul08 |
080122 |
86.20 |
87.70 |
84.57 |
87.48 |
-0.59 |
3,385 |
13,706 |
+309 |
| Aug08 |
080122 |
85.56 |
87.47 |
84.75 |
87.33 |
-0.54 |
1,034 |
9,608 |
+112 |
| Sep08 |
080122 |
85.37 |
87.19 |
85.37 |
87.19 |
-0.51 |
0 |
9,509 |
+43 |
| Oct08 |
080122 |
87.05 |
87.05 |
87.05 |
87.05 |
-0.49 |
0 |
8,168 |
+25 |
| Nov08 |
080122 |
86.91 |
86.91 |
86.91 |
86.91 |
-0.46 |
0 |
6,656 |
-3 |
| Dec08 |
080122 |
85.50 |
87.07 |
84.30 |
86.75 |
-0.45 |
8,930 |
53,757 |
+1,713 |
| Jan09 |
080122 |
86.65 |
86.65 |
86.65 |
86.65 |
-0.39 |
0 |
11,662 |
-90 |
| Feb09 |
080122 |
86.55 |
86.55 |
86.55 |
86.55 |
-0.33 |
0 |
4,755 |
+0 |
| Mar09 |
080122 |
86.44 |
86.44 |
86.44 |
86.44 |
-0.30 |
0 |
4,376 |
+0 |
| Apr09 |
080122 |
86.33 |
86.33 |
86.33 |
86.33 |
-0.28 |
0 |
5,226 |
+0 |
| Total Volume and Open Interest |
202,348 |
501,064 |
+15,831 |
| Gas Oil(ICE) |
| Feb08 |
080122 |
774.00 |
781.50 |
753.25 |
776.75 |
-12.75 |
39,963 |
55,342 |
-402 |
| Mar08 |
080122 |
766.50 |
775.00 |
747.00 |
770.00 |
-12.25 |
26,906 |
56,545 |
+5,844 |
| Apr08 |
080122 |
753.25 |
768.00 |
740.25 |
763.00 |
-11.75 |
10,254 |
22,563 |
+602 |
| May08 |
080122 |
745.75 |
761.75 |
738.50 |
757.25 |
-11.25 |
3,471 |
16,934 |
+848 |
| Jun08 |
080122 |
742.50 |
758.50 |
740.75 |
754.25 |
-10.75 |
4,807 |
29,287 |
-15 |
| Jul08 |
080122 |
744.25 |
755.25 |
743.00 |
755.00 |
-10.25 |
1,607 |
7,155 |
+151 |
| Aug08 |
080122 |
746.75 |
757.00 |
746.75 |
757.00 |
-10.25 |
297 |
3,991 |
+122 |
| Sep08 |
080122 |
756.25 |
759.25 |
756.25 |
759.25 |
-10.50 |
361 |
3,422 |
+240 |
| Oct08 |
080122 |
758.00 |
761.00 |
758.00 |
761.00 |
-10.25 |
30 |
2,335 |
+10 |
| Nov08 |
080122 |
758.50 |
762.50 |
758.50 |
762.50 |
-9.75 |
330 |
1,893 |
+95 |
| Total Volume and Open Interest |
92,575 |
234,779 |
+8,282 |
| US Dollar Index(ICE) |
| Mar08 |
080122 |
77.500 |
77.500 |
76.400 |
76.540 |
+0.040 |
|
|
|
| Jun08 |
080122 |
77.300 |
77.300 |
76.650 |
76.740 |
+0.090 |
|
|
|
| Sep08 |
080122 |
76.990 |
76.990 |
76.990 |
76.990 |
+0.130 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Australian Dollar(CME) |
| Mar08 |
080122 |
85.46 |
86.33 |
85.46 |
86.33 |
-1.00 |
1,712 |
70,968 |
-3,635 |
| Jun08 |
080122 |
85.15 |
85.47 |
85.15 |
85.47 |
-1.07 |
0 |
576 |
-62 |
| Sep08 |
080122 |
84.53 |
84.53 |
84.53 |
84.53 |
-1.11 |
0 |
76 |
+0 |
| Total Volume and Open Interest |
1,713 |
71,763 |
-3,698 |
| British Pound(CME) |
| Mar08 |
080122 |
194.64 |
195.65 |
194.21 |
195.65 |
+0.62 |
3,454 |
91,828 |
+5,767 |
| Jun08 |
080122 |
194.66 |
194.66 |
194.66 |
194.66 |
+0.47 |
0 |
1,000 |
+8 |
| Sep08 |
080122 |
193.58 |
193.58 |
193.58 |
193.58 |
+0.33 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
3,454 |
92,896 |
+5,775 |
| Canadian Dollar(CME) |
| Mar08 |
080122 |
96.85 |
97.89 |
96.79 |
97.34 |
-0.02 |
1,599 |
77,851 |
-1,023 |
| Jun08 |
080122 |
97.17 |
97.17 |
97.17 |
97.17 |
-0.08 |
25 |
4,320 |
+250 |
| Sep08 |
080122 |
96.97 |
96.97 |
96.97 |
96.97 |
-0.13 |
0 |
1,573 |
-4 |
| Dec08 |
080122 |
96.77 |
96.77 |
96.77 |
96.77 |
-0.18 |
7 |
887 |
+5 |
| Total Volume and Open Interest |
1,631 |
84,807 |
-772 |
| Japanese Yen(CME) |
| Mar08 |
080122 |
94.00 |
94.30 |
94.00 |
94.30 |
+0.36 |
7,056 |
174,679 |
-3,907 |
| Jun08 |
080122 |
94.85 |
94.85 |
94.85 |
94.85 |
+0.28 |
0 |
26,796 |
+128 |
| Sep08 |
080122 |
95.35 |
95.35 |
95.35 |
95.35 |
+0.22 |
0 |
485 |
+0 |
| Total Volume and Open Interest |
7,056 |
202,022 |
-3,779 |
| Swiss Franc(CME) |
| Mar08 |
080122 |
90.85 |
91.24 |
90.85 |
91.24 |
+0.17 |
721 |
67,838 |
-244 |
| Jun08 |
080122 |
91.39 |
91.39 |
91.39 |
91.39 |
+0.11 |
0 |
307 |
-44 |
| Sep08 |
080122 |
91.49 |
91.49 |
91.49 |
91.49 |
+0.06 |
0 |
23 |
+1 |
| Total Volume and Open Interest |
721 |
68,205 |
-287 |
| EuroFX(CME) |
| Mar08 |
080122 |
144.88 |
146.12 |
144.88 |
145.95 |
-0.23 |
2,152 |
164,815 |
-291 |
| Jun08 |
080122 |
144.90 |
145.55 |
144.90 |
145.55 |
-0.33 |
15 |
3,264 |
+369 |
| Sep08 |
080122 |
145.11 |
145.11 |
145.11 |
145.11 |
-0.39 |
0 |
317 |
+0 |
| Total Volume and Open Interest |
2,167 |
168,557 |
+78 |
| Mexican Peso(CME) |
| Feb08 |
080122 |
911.8 |
911.8 |
911.8 |
911.8 |
-0.8 |
0 |
110 |
+0 |
| Mar08 |
080122 |
911.0 |
911.0 |
909.5 |
909.5 |
-0.8 |
6,510 |
79,898 |
-4,816 |
| Total Volume and Open Interest |
6,510 |
81,257 |
-4,817 |
| 30-Year T-Bonds(CBOT) |
| Mar08 |
080122 |
120~18 |
121~18 |
119~17 |
120~25 |
+1~06 |
306,887 |
1,055,204 |
+10,097 |
| Jun08 |
080122 |
120~05 |
120~23 |
118~23 |
119~26 |
+0~31 |
3,091 |
23,172 |
+1,743 |
| Sep08 |
080122 |
119~02 |
119~02 |
118~00 |
119~02 |
+0~31 |
2 |
47 |
+10 |
| Total Volume and Open Interest |
309,981 |
1,078,430 |
+11,850 |
| 10-Year T-Notes(CBOT) |
| Mar08 |
080122 |
117~170 |
118~165 |
117~020 |
117~265 |
+1~050 |
951,749 |
2,471,534 |
+29,085 |
| Jun08 |
080122 |
116~280 |
117~260 |
116~070 |
116~305 |
+1~000 |
11,604 |
58,097 |
+5,449 |
| Sep08 |
080122 |
116~305 |
116~305 |
116~305 |
116~305 |
+4~080 |
|
|
|
| Total Volume and Open Interest |
403,331 |
2,117,771 |
-134,777 |
| 5-Year T-Notes(CBOT) |
| Mar08 |
080122 |
113~200 |
113~285 |
113~135 |
113~275 |
+0~285 |
512,161 |
0 |
+0 |
| Jun08 |
080122 |
113~170 |
113~170 |
113~170 |
113~170 |
+0~240 |
9,259 |
0 |
+0 |
| Total Volume and Open Interest |
521,420 |
|
|
| 2 Year T-Notes(CBOT) |
| Mar08 |
080122 |
106~096 |
106~101 |
106~084 |
106~098 |
+0~041 |
404 |
1,069,044 |
+10,464 |
| Jun08 |
080122 |
106~090 |
106~090 |
106~090 |
106~090 |
+0~033 |
|
|
|
| Total Volume and Open Interest |
404 |
1,069,044 |
+10,464 |
| Eurodollars(CME) |
| Mar08 |
080122 |
97.035 |
97.035 |
96.870 |
96.965 |
+0.455 |
24,963 |
1,852,689 |
+6,872 |
| Jun08 |
080122 |
97.370 |
97.540 |
97.370 |
97.515 |
+0.435 |
9,019 |
1,813,328 |
+48,315 |
| Sep08 |
080122 |
97.530 |
97.675 |
97.530 |
97.630 |
+0.340 |
6,785 |
1,568,605 |
-17,781 |
| Dec08 |
080122 |
97.545 |
97.635 |
97.510 |
97.620 |
+0.280 |
4,178 |
1,577,324 |
+10,372 |
| Mar09 |
080122 |
97.490 |
97.565 |
97.460 |
97.555 |
+0.235 |
8,385 |
1,175,005 |
-5,219 |
| Jun09 |
080122 |
97.385 |
97.435 |
97.325 |
97.430 |
+0.200 |
13,237 |
764,013 |
+2,043 |
| Sep09 |
080122 |
97.240 |
97.290 |
97.175 |
97.280 |
+0.190 |
13,125 |
686,429 |
-3,324 |
| Dec09 |
080122 |
97.080 |
97.120 |
97.000 |
97.120 |
+0.185 |
5,671 |
507,130 |
+7,993 |
| Mar10 |
080122 |
96.925 |
96.965 |
96.870 |
96.965 |
+0.185 |
3,034 |
297,188 |
+3,944 |
| Jun10 |
080122 |
96.745 |
96.785 |
96.680 |
96.785 |
+0.185 |
7,933 |
265,069 |
-540 |
| Sep10 |
080122 |
96.555 |
96.615 |
96.480 |
96.615 |
+0.185 |
7,843 |
198,240 |
+6,025 |
| Dec10 |
080122 |
96.390 |
96.465 |
96.340 |
96.465 |
+0.185 |
2,846 |
148,836 |
+2,730 |
| Mar11 |
080122 |
96.270 |
96.340 |
96.215 |
96.335 |
+0.185 |
480 |
116,142 |
+631 |
| Jun11 |
080122 |
96.130 |
96.200 |
96.075 |
96.195 |
+0.185 |
1,526 |
100,550 |
-146 |
| Sep11 |
080122 |
95.970 |
96.075 |
95.935 |
96.065 |
+0.180 |
689 |
71,777 |
+232 |
| Dec11 |
080122 |
95.825 |
95.940 |
95.825 |
95.940 |
+0.180 |
1,784 |
64,769 |
+1,678 |
| Mar12 |
080122 |
95.710 |
95.840 |
95.710 |
95.840 |
+0.180 |
454 |
59,294 |
-61 |
| Jun12 |
080122 |
95.650 |
95.735 |
95.605 |
95.735 |
+0.180 |
1,166 |
48,092 |
+204 |
| Total Volume and Open Interest |
115,438 |
11,542,170 |
+66,114 |
| 30 Day Federal Funds(CBOT) |
| Jan08 |
080122 |
4.340 |
4.350 |
4.340 |
4.340 |
+0.215 |
351 |
125,602 |
+3,840 |
| Feb08 |
080122 |
5.200 |
5.205 |
5.150 |
5.200 |
+0.520 |
819 |
144,790 |
-3,067 |
| Mar08 |
080122 |
5.415 |
5.420 |
5.365 |
5.420 |
+0.520 |
408 |
51,082 |
-786 |
| Apr08 |
080122 |
5.525 |
5.540 |
5.520 |
5.540 |
+0.440 |
0 |
30,463 |
+3,570 |
| May08 |
080122 |
5.735 |
5.735 |
5.730 |
5.730 |
+0.400 |
12 |
29,361 |
+909 |
| Jun08 |
080122 |
5.780 |
5.780 |
5.770 |
5.770 |
+0.395 |
12 |
10,115 |
+206 |
| Total Volume and Open Interest |
1,602 |
408,170 |
+4,352 |
| 30 Day Fed Funds(e-CBOT) |
| Jan08 |
080122 |
95.930 |
96.100 |
95.920 |
96.090 |
+0.215 |
21,510 |
0 |
+0 |
| Feb08 |
080122 |
96.555 |
97.000 |
96.515 |
96.950 |
+0.520 |
39,101 |
0 |
+0 |
| Mar08 |
080122 |
96.805 |
97.225 |
96.790 |
97.170 |
+0.520 |
12,696 |
0 |
+0 |
| Apr08 |
080122 |
97.045 |
97.360 |
96.975 |
97.290 |
+0.440 |
12,306 |
0 |
+0 |
| May08 |
080122 |
97.415 |
97.625 |
97.260 |
97.480 |
+0.400 |
4,618 |
0 |
+0 |
| Jun08 |
080122 |
97.465 |
97.650 |
97.310 |
97.520 |
+0.395 |
1,348 |
0 |
+0 |
| Total Volume and Open Interest |
92,272 |
|
|
| 3-Mth Euro-Yen(CME) |
| Mar08 |
080122 |
99.29 |
99.29 |
99.29 |
99.29 |
+0.07 |
70 |
12,687 |
+230 |
| Jun08 |
080122 |
99.45 |
99.45 |
99.45 |
99.45 |
+0.09 |
107 |
6,441 |
+37 |
| Sep08 |
080122 |
99.46 |
99.46 |
99.46 |
99.46 |
+0.07 |
145 |
7,234 |
+143 |
| Dec08 |
080122 |
99.43 |
99.43 |
99.43 |
99.43 |
+0.08 |
2 |
2,203 |
+1 |
| Mar09 |
080122 |
99.41 |
99.41 |
99.41 |
99.41 |
+0.10 |
0 |
661 |
+0 |
| Jun09 |
080122 |
99.36 |
99.36 |
99.36 |
99.36 |
+0.09 |
0 |
156 |
+0 |
| Sep09 |
080122 |
99.31 |
99.31 |
99.31 |
99.31 |
+0.09 |
0 |
350 |
+0 |
| Dec09 |
080122 |
99.25 |
99.25 |
99.25 |
99.25 |
+0.09 |
|
|
|
| Mar10 |
080122 |
99.20 |
99.20 |
99.20 |
99.20 |
+0.09 |
|
|
|
| Jun10 |
080122 |
99.15 |
99.15 |
99.15 |
99.15 |
+0.09 |
|
|
|
| Total Volume and Open Interest |
324 |
29,732 |
+411 |
| 3-Mth Euro-Yen(SGX) |
| Mar08 |
080122 |
99.24 |
99.31 |
99.24 |
99.29 |
+0.07 |
1,508 |
51,790 |
-765 |
| Jun08 |
080122 |
99.42 |
99.47 |
99.40 |
99.43 |
+0.07 |
1,822 |
18,451 |
-1,073 |
| Sep08 |
080122 |
99.45 |
99.50 |
99.44 |
99.46 |
+0.07 |
1,654 |
17,955 |
-3,284 |
| Dec08 |
080122 |
99.42 |
99.47 |
99.42 |
99.44 |
+0.08 |
291 |
16,312 |
+76 |
| Mar09 |
080122 |
99.40 |
99.44 |
99.39 |
99.41 |
+0.08 |
577 |
6,424 |
+454 |
| Jun09 |
080122 |
99.36 |
99.36 |
99.36 |
99.36 |
+0.08 |
3 |
1,592 |
+0 |
| Sep09 |
080122 |
99.32 |
99.32 |
99.32 |
99.32 |
+0.08 |
0 |
558 |
+0 |
| Dec09 |
080122 |
99.25 |
99.25 |
99.25 |
99.25 |
+0.08 |
0 |
260 |
+0 |
| Total Volume and Open Interest |
5,856 |
117,993 |
-4,591 |
| Japanese Gov't Bonds(SGX) |
| Mar08 |
080116 |
138.25 |
138.30 |
138.10 |
138.15 |
+0.20 |
3,939 |
35,532 |
+1,089 |
| Jun08 |
080118 |
138.01 |
138.01 |
138.01 |
138.01 |
+0.13 |
|
|
|
| Sep08 |
080118 |
138.01 |
138.01 |
138.01 |
138.01 |
+0.13 |
|
|
|
| Total Volume and Open Interest |
2,643 |
35,364 |
+168 |
| Euro-Bund(EUREX) |
| Mar08 |
080118 |
116.31 |
116.46 |
116.04 |
116.31 |
+0.14 |
1,667,729 |
1,401,536 |
+131,522 |
| Jun08 |
080118 |
115.89 |
116.04 |
115.65 |
115.91 |
+0.13 |
164 |
1,275 |
+64 |
| Sep08 |
080118 |
115.90 |
115.90 |
115.90 |
115.90 |
+0.13 |
198 |
7 |
+5 |
| Total Volume and Open Interest |
1,668,091 |
1,402,818 |
+131,591 |
| Euro-Bobl(EUREX) |
| Mar08 |
080122 |
110.76 |
111.59 |
110.18 |
110.30 |
+0.06 |
1,012,219 |
1,141,967 |
+2,535 |
| Jun08 |
080122 |
44.66 |
44.66 |
44.66 |
44.66 |
-0.04 |
1,251 |
15,249 |
+951 |
| Sep08 |
080122 |
45.18 |
45.18 |
45.18 |
45.18 |
-0.02 |
850 |
0 |
+0 |
| Total Volume and Open Interest |
1,014,320 |
1,157,216 |
+3,486 |
| 3-Mth Euribor(EUREX) |
| Mar08 |
080118 |
95.680 |
95.705 |
95.675 |
95.695 |
+0.005 |
2,420 |
19,008 |
-1,314 |
| Jun08 |
080118 |
95.940 |
95.950 |
95.910 |
95.945 |
+0.010 |
582 |
6,977 |
+167 |
| Sep08 |
080118 |
96.155 |
96.170 |
96.135 |
96.170 |
+0.010 |
922 |
5,147 |
+561 |
| Total Volume and Open Interest |
5,245 |
40,387 |
+215 |
| Long Gilt(LIFFE) |
| Mar08 |
080122 |
112~08 |
112~18 |
110~12 |
110~13 |
-0~17 |
109,607 |
371,137 |
-4,607 |
| Jun08 |
080122 |
110~20 |
110~20 |
110~20 |
110~20 |
-0~17 |
|
|
|
| Total Volume and Open Interest |
109,607 |
371,137 |
-4,607 |
| 3-Mth Short Sterling(LIFFE) |
| Mar08 |
080122 |
94.76 |
94.76 |
94.76 |
94.76 |
+0.12 |
50,780 |
461,553 |
+7,441 |
| Jun08 |
080122 |
95.04 |
95.04 |
95.04 |
95.04 |
+0.08 |
102,486 |
664,899 |
+28,302 |
| Sep08 |
080122 |
95.25 |
95.25 |
95.25 |
95.25 |
+0.04 |
122,997 |
476,169 |
+23,022 |
| Dec08 |
080122 |
95.36 |
95.36 |
95.36 |
95.36 |
unch |
96,695 |
430,393 |
+13,815 |
| Mar09 |
080122 |
95.39 |
95.39 |
95.39 |
95.39 |
-0.04 |
81,940 |
305,378 |
-1,244 |
| Jun09 |
080122 |
95.36 |
95.36 |
95.36 |
95.36 |
-0.05 |
47,754 |
191,691 |
+5,496 |
| Total Volume and Open Interest |
577,468 |
2,856,727 |
+77,478 |
| 3-Mth Euribor(LIFFE) |
| Mar08 |
080122 |
95.770 |
95.895 |
95.770 |
95.795 |
+0.100 |
243,381 |
664,268 |
+17,109 |
| Jun08 |
080122 |
96.075 |
96.280 |
96.075 |
96.125 |
+0.180 |
296,550 |
742,464 |
+19,974 |
| Sep08 |
080122 |
96.310 |
96.515 |
96.285 |
96.290 |
+0.120 |
302,383 |
564,024 |
+3,281 |
| Total Volume and Open Interest |
1,661,597 |
4,015,911 |
+77,951 |
| 3-Mth Aus T-Bills(SFE) |
| Mar08 |
080122 |
92.81 |
92.85 |
92.79 |
92.84 |
+0.04 |
22,447 |
342,030 |
-6,673 |
| Jun08 |
080122 |
92.83 |
92.88 |
92.78 |
92.86 |
+0.08 |
37,775 |
278,464 |
+19,363 |
| Sep08 |
080122 |
92.82 |
92.95 |
92.80 |
92.92 |
+0.13 |
25,535 |
226,790 |
+6,853 |
| Dec08 |
080122 |
92.86 |
92.98 |
92.82 |
92.96 |
+0.16 |
16,608 |
114,248 |
+15,116 |
| Mar09 |
080122 |
92.88 |
93.00 |
92.85 |
92.98 |
+0.18 |
6,635 |
58,359 |
+4,573 |
| Jun09 |
080122 |
92.86 |
93.01 |
92.86 |
92.99 |
+0.19 |
2,596 |
45,919 |
+859 |
| Sep09 |
080122 |
92.89 |
93.03 |
92.89 |
92.99 |
+0.19 |
1,238 |
31,872 |
+1,200 |
| Dec09 |
080122 |
92.90 |
93.04 |
92.90 |
93.00 |
+0.19 |
261 |
5,990 |
+296 |
| Mar10 |
080122 |
93.03 |
93.03 |
93.01 |
93.01 |
+0.18 |
25 |
676 |
+25 |
| Jun10 |
080122 |
93.03 |
93.03 |
93.03 |
93.03 |
+0.19 |
0 |
490 |
+0 |
| Total Volume and Open Interest |
113,120 |
1,105,432 |
+41,612 |
| 10-Year Aus T-Bonds(SFE) |
| Mar08 |
080122 |
94.06 |
94.16 |
94.04 |
94.14 |
+0.17 |
37,711 |
498,157 |
+25,140 |
| Jun08 |
080122 |
94.14 |
94.14 |
94.14 |
94.14 |
+0.17 |
|
|
|
| Total Volume and Open Interest |
37,711 |
498,157 |
+25,140 |
| 3-Year Aus T-Bonds(SFE) |
| Mar08 |
080122 |
93.64 |
93.75 |
93.62 |
93.73 |
+0.20 |
123,515 |
693,234 |
+79,247 |
| Jun08 |
080122 |
93.73 |
93.73 |
93.73 |
93.73 |
+0.20 |
|
|
|
| Total Volume and Open Interest |
123,515 |
693,234 |
+79,247 |
| Gold(CMX) |
| Feb08 |
080122 |
864.0 |
895.5 |
864.0 |
890.3 |
+8.6 |
113,552 |
247,306 |
-1,281 |
| Apr08 |
080122 |
870.8 |
900.5 |
870.8 |
895.8 |
+8.1 |
15,469 |
138,794 |
+831 |
| Jun08 |
080122 |
873.0 |
901.5 |
873.0 |
900.5 |
+7.5 |
1,313 |
49,802 |
-37 |
| Aug08 |
080122 |
904.5 |
904.5 |
904.5 |
904.5 |
+6.9 |
399 |
30,739 |
+168 |
| Oct08 |
080122 |
908.3 |
908.3 |
908.3 |
908.3 |
+6.4 |
213 |
3,617 |
-184 |
| Dec08 |
080122 |
871.0 |
914.5 |
871.0 |
911.8 |
+6.0 |
879 |
26,814 |
+133 |
| Feb09 |
080122 |
901.3 |
915.7 |
901.3 |
915.7 |
+5.7 |
192 |
18,541 |
+162 |
| Apr09 |
080122 |
919.3 |
919.3 |
919.3 |
919.3 |
+5.4 |
3 |
2,775 |
+0 |
| Jun09 |
080122 |
923.3 |
923.3 |
923.3 |
923.3 |
+5.3 |
135 |
10,283 |
+120 |
| Aug09 |
080122 |
927.4 |
927.4 |
927.4 |
927.4 |
+5.1 |
8 |
9 |
+0 |
| Oct09 |
080122 |
931.6 |
931.6 |
931.6 |
931.6 |
+4.9 |
|
|
|
| Dec09 |
080122 |
936.0 |
936.0 |
936.0 |
936.0 |
+4.7 |
3 |
16,370 |
+1 |
| Total Volume and Open Interest |
132,380 |
561,644 |
-98 |
| Silver(CMX) |
| Mar08 |
080122 |
1572.0 |
1623.5 |
1572.0 |
1610.5 |
-11.0 |
32,481 |
84,329 |
-226 |
| May08 |
080122 |
1600.0 |
1622.0 |
1595.0 |
1620.4 |
-12.0 |
2,616 |
19,961 |
-157 |
| Jul08 |
080122 |
1624.0 |
1627.6 |
1624.0 |
1627.6 |
-13.3 |
946 |
23,555 |
+667 |
| Sep08 |
080122 |
1630.0 |
1634.0 |
1630.0 |
1634.0 |
-14.1 |
875 |
22,326 |
+841 |
| Dec08 |
080122 |
1610.0 |
1642.5 |
1610.0 |
1642.5 |
-15.5 |
694 |
17,686 |
+38 |
| Mar09 |
080122 |
1653.1 |
1653.1 |
1653.1 |
1653.1 |
-15.9 |
100 |
919 |
+100 |
| May09 |
080122 |
1660.7 |
1660.7 |
1660.7 |
1660.7 |
-16.2 |
2 |
4 |
+0 |
| Total Volume and Open Interest |
37,897 |
180,255 |
+1,160 |
| Platinum(NYMEX) |
| Jan08 |
080122 |
1547.6 |
1547.6 |
1547.6 |
1547.6 |
-18.9 |
6 |
100 |
+2 |
| Apr08 |
080122 |
1532.0 |
1560.0 |
1532.0 |
1558.6 |
-6.9 |
1,377 |
16,920 |
-172 |
| Jul08 |
080122 |
1558.2 |
1558.2 |
1558.2 |
1558.2 |
-6.6 |
10 |
0 |
+0 |
| Oct08 |
080122 |
1569.0 |
1569.0 |
1569.0 |
1569.0 |
-4.3 |
|
|
|
| Total Volume and Open Interest |
1,393 |
17,020 |
-170 |
| Palladium(NYMEX) |
| Mar08 |
080122 |
367.50 |
371.75 |
365.00 |
371.10 |
-3.95 |
863 |
15,613 |
+76 |
| Jun08 |
080122 |
375.10 |
375.10 |
375.10 |
375.10 |
-4.20 |
9 |
1,728 |
+8 |
| Sep08 |
080122 |
379.10 |
379.10 |
379.10 |
379.10 |
-4.40 |
111 |
324 |
+0 |
| Total Volume and Open Interest |
1,003 |
18,350 |
+84 |
| Copper(CMX) |
| Mar08 |
080122 |
307.25 |
320.00 |
305.50 |
319.65 |
-3.80 |
10,104 |
55,612 |
+406 |
| May08 |
080122 |
311.50 |
320.80 |
308.00 |
320.80 |
-3.75 |
2,975 |
15,208 |
+1,033 |
| Jul08 |
080122 |
314.50 |
319.55 |
314.50 |
319.55 |
-4.20 |
291 |
3,626 |
+82 |
| Sep08 |
080122 |
310.50 |
317.55 |
310.50 |
317.55 |
-4.85 |
28 |
1,678 |
+4 |
| Dec08 |
080122 |
315.00 |
315.00 |
305.00 |
314.85 |
-5.45 |
180 |
2,319 |
+65 |
| Total Volume and Open Interest |
13,889 |
84,796 |
+1,593 |
| Aluminum(CMX) |
| Jan08 |
080122 |
106.50 |
106.50 |
106.50 |
106.50 |
-0.75 |
|
|
|
| Feb08 |
080122 |
106.50 |
106.50 |
106.50 |
106.50 |
-0.75 |
|
|
|
| Mar08 |
080122 |
106.50 |
106.50 |
106.50 |
106.50 |
-0.75 |
|
|
|
| Apr08 |
080122 |
106.50 |
106.50 |
106.50 |
106.50 |
-0.75 |
|
|
|
| May08 |
080122 |
106.50 |
106.50 |
106.50 |
106.50 |
-0.75 |
|
|
|
| Jun08 |
080122 |
106.50 |
106.50 |
106.50 |
106.50 |
-0.75 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| DJIA Index(CBOT) |
| Mar08 |
080122 |
11670 |
12085 |
11610 |
11951 |
-155 |
3,955 |
28,336 |
+26 |
| Jun08 |
080122 |
11695 |
12000 |
11695 |
11984 |
-164 |
0 |
51 |
+0 |
| Sep08 |
080122 |
12049 |
12049 |
12049 |
12049 |
-164 |
0 |
1 |
+0 |
| Dec08 |
080122 |
12119 |
12119 |
12119 |
12119 |
-164 |
|
|
|
| Total Volume and Open Interest |
3,955 |
28,388 |
+26 |
| S & P 500(CME) |
| Mar08 |
080122 |
1267.50 |
1325.00 |
1262.00 |
1309.30 |
-16.00 |
53,719 |
559,382 |
-599 |
| Jun08 |
080122 |
1268.00 |
1326.00 |
1268.00 |
1312.40 |
-17.60 |
1,580 |
8,644 |
+998 |
| Sep08 |
080122 |
1315.10 |
1315.10 |
1315.10 |
1315.10 |
-18.70 |
1 |
335 |
-5 |
| Dec08 |
080122 |
1299.00 |
1316.50 |
1299.00 |
1316.50 |
-19.80 |
302 |
4,045 |
+39 |
| Total Volume and Open Interest |
55,605 |
572,420 |
+436 |
| S & P 500 E-Mini(Globex) |
| Mar08 |
080122 |
1327.75 |
1331.50 |
1255.50 |
1309.25 |
-16.00 |
3,219,624 |
2,281,142 |
-29,405 |
| Jun08 |
080122 |
1332.00 |
1335.00 |
1260.00 |
1312.50 |
-17.50 |
13,625 |
35,388 |
+12,290 |
| Total Volume and Open Interest |
3,233,249 |
2,316,537 |
-17,115 |
| NASDAQ 100(CME) |
| Mar08 |
080122 |
1750.00 |
1829.00 |
1747.00 |
1801.00 |
-48.50 |
7,682 |
43,747 |
+1,483 |
| Jun08 |
080122 |
1812.80 |
1812.80 |
1812.80 |
1812.80 |
-51.00 |
4 |
52 |
+2 |
| Sep08 |
080122 |
1832.80 |
1832.80 |
1832.80 |
1832.80 |
-51.00 |
|
|
|
| Total Volume and Open Interest |
7,686 |
43,799 |
+1,485 |
| NASDAQ 100 E-Mini(Globex) |
| Mar08 |
080122 |
1851.50 |
1858.30 |
1744.50 |
1801.00 |
-48.50 |
644,551 |
365,019 |
-1,962 |
| Jun08 |
080122 |
1860.00 |
1860.00 |
1760.00 |
1812.80 |
-51.00 |
52 |
522 |
+14 |
| Total Volume and Open Interest |
644,603 |
365,541 |
-1,948 |
| S & P Midcap 400(CME) |
| Mar08 |
080122 |
727.00 |
756.00 |
727.00 |
752.70 |
-3.90 |
129 |
6,553 |
-44 |
| Jun08 |
080122 |
757.70 |
757.70 |
757.70 |
757.70 |
-3.90 |
|
|
|
| Sep08 |
080122 |
762.70 |
762.70 |
762.70 |
762.70 |
-3.90 |
0 |
55 |
+0 |
| Total Volume and Open Interest |
129 |
6,610 |
-44 |
| Russell 2000(CME) |
| Mar08 |
080122 |
648.00 |
683.00 |
648.00 |
671.50 |
-3.00 |
3,112 |
42,628 |
+1,070 |
| Jun08 |
080122 |
672.30 |
672.30 |
672.30 |
672.30 |
-3.30 |
0 |
7 |
+0 |
| Sep08 |
080122 |
674.80 |
674.80 |
674.80 |
674.80 |
-3.30 |
0 |
25 |
+0 |
| Total Volume and Open Interest |
3,112 |
42,660 |
+1,070 |
| Russell 2000 E-Mini(Globex) |
| Mar08 |
080122 |
675.40 |
685.80 |
637.50 |
671.50 |
-3.00 |
373,517 |
652,001 |
-5,344 |
| Jun08 |
080122 |
671.70 |
685.50 |
638.60 |
672.30 |
-3.30 |
181 |
209 |
+29 |
| Sep08 |
080122 |
674.80 |
674.80 |
674.80 |
674.80 |
-3.30 |
41 |
88 |
+2 |
| Total Volume and Open Interest |
373,739 |
652,298 |
-5,313 |
| Value Line(KCBT) |
| Mar08 |
080122 |
2080.00 |
2080.00 |
2080.00 |
2080.00 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Nikkei 225(CME) |
| Mar08 |
080118 |
13400 |
13920 |
13345 |
13780 |
+45 |
101,618 |
217,605 |
+5,907 |
| Jun08 |
080118 |
13370 |
13850 |
13300 |
13805 |
+80 |
20 |
103 |
+4 |
| Total Volume and Open Interest |
101,648 |
217,829 |
+5,911 |
| Nikkei 225(SGX) |
| Mar08 |
080118 |
13400 |
13920 |
13345 |
13780 |
+45 |
101,618 |
217,605 |
+5,907 |
| Jun08 |
080118 |
13370 |
13850 |
13300 |
13805 |
+80 |
20 |
103 |
+4 |
| Sep08 |
080118 |
13825 |
13825 |
13825 |
13825 |
+80 |
0 |
40 |
+0 |
| Total Volume and Open Interest |
101,648 |
217,829 |
+5,911 |
| CAC 40(EURONEXT) |
| Feb08 |
080122 |
4678.0 |
4940.0 |
4508.5 |
4866.0 |
-238.0 |
236,473 |
404,095 |
+57,688 |
| Mar08 |
080122 |
4735.0 |
4950.5 |
4539.0 |
4885.0 |
-239.0 |
1,941 |
55,197 |
-1,171 |
| Apr08 |
080122 |
4903.0 |
4903.0 |
4903.0 |
4903.0 |
|
|
|
|
| Hang Seng Index(HKFE) |
| Jan08 |
080122 |
22977 |
23000 |
21483 |
21803 |
-3148 |
10,670 |
21,105 |
-10,031 |
| Feb08 |
080122 |
23000 |
23030 |
21542 |
21800 |
-3150 |
159 |
338 |
-392 |
| Mar08 |
080122 |
22998 |
22998 |
21473 |
21776 |
-3134 |
48 |
60 |
-697 |
| Total Volume and Open Interest |
10,906 |
21,562 |
-11,139 |
| DAX(EUREX) |
| Mar08 |
080122 |
6890.0 |
6933.5 |
6448.5 |
6833.0 |
-546.0 |
293,877 |
254,850 |
+0 |
| Jun08 |
080122 |
6800.0 |
6977.0 |
6532.5 |
6904.0 |
-552.0 |
816 |
18,359 |
+0 |
| Sep08 |
080122 |
6827.0 |
6970.5 |
6621.5 |
6970.5 |
-559.5 |
128 |
527 |
-21 |
| Total Volume and Open Interest |
294,821 |
273,736 |
-21 |
| FT-SE 100(EURONEXT) |
| Mar08 |
080122 |
5387.50 |
5783.00 |
5301.50 |
5734.50 |
-160.50 |
209,618 |
494,007 |
+7,980 |
| Jun08 |
080122 |
5325.00 |
5760.00 |
5325.00 |
5751.00 |
-164.00 |
141 |
9,203 |
+80 |
| Sep08 |
080122 |
5758.50 |
5758.50 |
5758.50 |
5758.50 |
-168.00 |
0 |
2,029 |
+0 |
| Total Volume and Open Interest |
209,759 |
507,239 |
+8,060 |
| SPI 200(SFE) |
| Mar08 |
080122 |
5387.0 |
5428.0 |
5183.0 |
5256.0 |
-506.0 |
34,047 |
270,223 |
+20,612 |
| Jun08 |
080122 |
5447.0 |
5456.0 |
5303.0 |
5303.0 |
-510.0 |
639 |
3,412 |
+619 |
| Sep08 |
080122 |
5308.0 |
5308.0 |
5308.0 |
5308.0 |
-513.0 |
8 |
1,531 |
+10 |
| Total Volume and Open Interest |
34,694 |
275,173 |
+18,893 |
| GSCI(CME) |
| Feb08 |
080122 |
579.50 |
591.50 |
579.50 |
588.50 |
-8.50 |
159 |
21,120 |
-2 |
| Mar08 |
080122 |
590.00 |
590.00 |
590.00 |
590.00 |
-8.00 |
|
|
|
| Apr08 |
080122 |
590.00 |
590.00 |
590.00 |
590.00 |
-8.00 |
|
|
|
| Total Volume and Open Interest |
159 |
21,120 |
-6 |
| RJ/CRB Index(ICE) |
| Feb08 |
080122 |
481.00 |
485.00 |
481.00 |
485.00 |
-6.00 |
6 |
270 |
+0 |
| Apr08 |
080122 |
485.00 |
488.00 |
485.00 |
488.00 |
-6.00 |
13 |
859 |
+8 |
| Jun08 |
080122 |
488.00 |
491.00 |
488.00 |
491.00 |
-6.00 |
0 |
203 |
+0 |
| Total Volume and Open Interest |
19 |
1,337 |
+8 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|
