 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Wed January 23, 2008 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar08 |
080123 |
1239.50 |
1240.00 |
1189.50 |
1189.50 |
-50.00 |
13,099 |
238,985 |
-3,545 |
May08 |
080123 |
1256.00 |
1256.00 |
1207.00 |
1207.00 |
-50.00 |
6,409 |
84,027 |
+1,683 |
Jul08 |
080123 |
1267.00 |
1267.00 |
1220.75 |
1220.75 |
-50.00 |
5,163 |
77,956 |
+2,417 |
Aug08 |
080123 |
1216.50 |
1216.50 |
1216.50 |
1216.50 |
-50.00 |
56 |
3,800 |
+47 |
Sep08 |
080123 |
1225.00 |
1226.00 |
1188.00 |
1188.00 |
-50.00 |
104 |
3,012 |
+111 |
Nov08 |
080123 |
1212.00 |
1213.00 |
1167.50 |
1167.50 |
-50.00 |
4,280 |
120,789 |
+934 |
Jan09 |
080123 |
1212.00 |
1212.00 |
1173.00 |
1173.00 |
-50.00 |
185 |
5,126 |
+85 |
Total Volume and Open Interest |
29,656 |
563,958 |
+2,511 |
Soybean Meal(CBOT) |
Mar08 |
080123 |
336.50 |
336.50 |
322.50 |
322.80 |
-14.10 |
8,425 |
85,992 |
-991 |
May08 |
080123 |
341.50 |
341.70 |
329.50 |
329.80 |
-13.20 |
2,434 |
51,519 |
+480 |
Jul08 |
080123 |
345.50 |
345.50 |
334.00 |
334.50 |
-12.00 |
2,558 |
39,281 |
+598 |
Aug08 |
080123 |
344.50 |
344.50 |
331.50 |
332.30 |
-11.50 |
559 |
7,801 |
+394 |
Sep08 |
080123 |
340.00 |
340.00 |
326.00 |
328.00 |
-12.50 |
364 |
6,502 |
-205 |
Oct08 |
080123 |
327.00 |
327.00 |
311.00 |
315.00 |
-13.80 |
725 |
5,771 |
+162 |
Dec08 |
080123 |
326.50 |
326.50 |
309.50 |
313.50 |
-14.50 |
2,189 |
36,270 |
+1,275 |
Jan09 |
080123 |
321.00 |
321.00 |
311.00 |
314.00 |
-14.80 |
122 |
1,996 |
+29 |
Total Volume and Open Interest |
17,471 |
237,598 |
+1,890 |
Soybean Oil(CBOT) |
Mar08 |
080123 |
51.55 |
51.55 |
49.68 |
49.68 |
-2.00 |
7,382 |
151,602 |
+1,172 |
May08 |
080123 |
52.15 |
52.15 |
50.35 |
50.35 |
-2.00 |
2,352 |
50,214 |
+2,633 |
Jul08 |
080123 |
52.75 |
52.75 |
50.95 |
50.95 |
-2.00 |
2,196 |
46,122 |
+2,706 |
Aug08 |
080123 |
52.85 |
52.85 |
51.20 |
51.20 |
-2.00 |
151 |
5,648 |
-303 |
Sep08 |
080123 |
53.00 |
53.00 |
51.30 |
51.30 |
-2.00 |
87 |
5,058 |
-204 |
Oct08 |
080123 |
52.93 |
52.93 |
51.25 |
51.25 |
-1.85 |
186 |
4,992 |
+27 |
Dec08 |
080123 |
53.25 |
53.25 |
51.45 |
51.45 |
-2.00 |
1,172 |
29,676 |
+35 |
Jan09 |
080123 |
51.70 |
51.70 |
51.55 |
51.55 |
-1.98 |
7 |
1,728 |
+1 |
Total Volume and Open Interest |
13,533 |
296,049 |
+6,067 |
Canola(WCE) |
Jan08 |
080114 |
576.0 |
576.0 |
567.3 |
567.3 |
+7.5 |
0 |
6 |
-12 |
Mar08 |
080123 |
569.1 |
571.1 |
544.9 |
554.5 |
-13.7 |
13,295 |
92,855 |
+12,098 |
May08 |
080123 |
582.1 |
583.5 |
558.6 |
568.7 |
-13.1 |
11,523 |
15,388 |
-6,999 |
Jul08 |
080123 |
593.1 |
594.6 |
570.0 |
578.8 |
-14.8 |
1,634 |
17,458 |
-1,728 |
Total Volume and Open Interest |
30,277 |
167,548 |
+3,050 |
Corn(CBOT) |
Mar08 |
080123 |
488.50 |
488.50 |
469.00 |
469.25 |
-19.75 |
14,539 |
575,829 |
+2,780 |
May08 |
080123 |
498.50 |
499.00 |
481.25 |
481.25 |
-20.00 |
8,688 |
193,911 |
+9,231 |
Jul08 |
080123 |
507.00 |
507.50 |
490.00 |
490.00 |
-20.00 |
5,924 |
176,755 |
+3,614 |
Sep08 |
080123 |
502.00 |
502.50 |
484.75 |
484.75 |
-20.00 |
1,010 |
37,249 |
+804 |
Dec08 |
080123 |
503.00 |
503.00 |
484.00 |
484.00 |
-20.00 |
6,814 |
335,255 |
+1,290 |
Mar09 |
080123 |
506.50 |
506.75 |
490.25 |
490.25 |
-20.00 |
194 |
23,778 |
+370 |
Total Volume and Open Interest |
37,910 |
1,429,391 |
+19,026 |
Wheat(CBOT) |
Mar08 |
080123 |
945.00 |
945.00 |
904.00 |
905.00 |
-29.00 |
5,486 |
175,550 |
-2,756 |
May08 |
080123 |
955.00 |
955.00 |
919.00 |
919.50 |
-29.50 |
2,190 |
75,554 |
+2,075 |
Jul08 |
080123 |
874.00 |
877.00 |
860.75 |
860.75 |
-30.00 |
3,516 |
112,260 |
+1,012 |
Sep08 |
080123 |
878.00 |
883.00 |
847.00 |
849.00 |
-28.00 |
128 |
20,723 |
+176 |
Dec08 |
080123 |
893.00 |
893.00 |
860.00 |
866.00 |
-22.00 |
671 |
45,521 |
+430 |
Total Volume and Open Interest |
12,124 |
451,403 |
+1,612 |
Wheat(KCBT) |
Mar08 |
080123 |
988.00 |
989.00 |
954.75 |
954.75 |
-30.00 |
10,945 |
61,086 |
+1,296 |
May08 |
080123 |
997.00 |
997.00 |
965.00 |
965.00 |
-30.00 |
2,810 |
13,967 |
+946 |
Jul08 |
080123 |
948.00 |
948.00 |
914.50 |
914.50 |
-30.00 |
5,414 |
34,856 |
+606 |
Sep08 |
080123 |
955.00 |
955.00 |
925.00 |
925.00 |
-30.00 |
321 |
5,855 |
+48 |
Dec08 |
080123 |
958.00 |
958.00 |
928.00 |
928.00 |
-27.00 |
747 |
5,594 |
+198 |
Total Volume and Open Interest |
20,463 |
125,754 |
+3,212 |
Wheat(MGE) |
Mar08 |
080123 |
1233.00 |
1237.00 |
1201.00 |
1207.00 |
-12.00 |
5,936 |
27,735 |
-491 |
May08 |
080123 |
1170.00 |
1170.00 |
1142.00 |
1148.00 |
-10.00 |
2,176 |
14,059 |
+306 |
Jul08 |
080123 |
1109.00 |
1110.00 |
1075.00 |
1075.00 |
-21.25 |
1,053 |
4,592 |
+331 |
Sep08 |
080123 |
1040.00 |
1042.50 |
1005.00 |
1006.00 |
-29.00 |
655 |
7,891 |
+258 |
Dec08 |
080123 |
1038.00 |
1039.00 |
1005.00 |
1005.00 |
-30.00 |
1,155 |
8,246 |
+402 |
Total Volume and Open Interest |
10,989 |
63,181 |
+813 |
Oats(CBOT) |
Mar08 |
080123 |
311.00 |
312.25 |
307.00 |
308.00 |
-5.50 |
622 |
10,010 |
-427 |
May08 |
080123 |
320.00 |
321.50 |
317.50 |
317.50 |
-5.50 |
723 |
1,596 |
+280 |
Jul08 |
080123 |
325.50 |
327.00 |
325.00 |
326.00 |
-4.00 |
33 |
568 |
-13 |
Sep08 |
080123 |
335.00 |
335.00 |
335.00 |
335.00 |
-3.00 |
0 |
45 |
+0 |
Total Volume and Open Interest |
1,404 |
13,922 |
-143 |
Rough Rice(CBOT) |
Mar08 |
080123 |
14.12 |
14.12 |
14.03 |
14.03 |
-0.09 |
65 |
12,349 |
-42 |
May08 |
080123 |
14.35 |
14.35 |
14.34 |
14.34 |
-0.10 |
9 |
1,106 |
+0 |
Jul08 |
080123 |
14.64 |
14.64 |
14.61 |
14.61 |
-0.11 |
1 |
1,313 |
+0 |
Sep08 |
080123 |
14.25 |
14.25 |
14.22 |
14.22 |
-0.15 |
18 |
1,554 |
+17 |
Total Volume and Open Interest |
108 |
17,189 |
-4 |
Live Cattle(CME) |
Feb08 |
080123 |
90.800 |
91.250 |
90.450 |
90.450 |
-0.585 |
7,132 |
31,719 |
-4,108 |
Apr08 |
080123 |
94.100 |
94.350 |
93.600 |
93.635 |
-0.695 |
15,452 |
128,727 |
+1,607 |
Jun08 |
080123 |
92.800 |
93.035 |
92.450 |
92.550 |
-0.280 |
6,571 |
45,280 |
+1,437 |
Aug08 |
080123 |
95.200 |
95.250 |
94.500 |
94.535 |
-0.695 |
2,344 |
22,411 |
+50 |
Oct08 |
080123 |
99.500 |
99.500 |
98.785 |
98.950 |
-0.550 |
1,555 |
13,045 |
-104 |
Dec08 |
080123 |
100.650 |
100.650 |
99.800 |
100.050 |
-0.600 |
484 |
7,222 |
-124 |
Total Volume and Open Interest |
33,615 |
253,305 |
-1,217 |
Feeder Cattle(CME) |
Jan08 |
080123 |
98.250 |
98.900 |
98.100 |
98.350 |
+0.300 |
788 |
2,872 |
-71 |
Mar08 |
080123 |
102.150 |
103.150 |
101.750 |
103.035 |
+0.685 |
2,597 |
17,137 |
+275 |
Apr08 |
080123 |
105.750 |
106.700 |
105.300 |
106.700 |
+0.970 |
748 |
6,402 |
+80 |
May08 |
080123 |
108.050 |
109.000 |
107.600 |
108.930 |
+0.830 |
664 |
6,183 |
+45 |
Aug08 |
080123 |
110.000 |
110.700 |
109.600 |
110.650 |
+0.670 |
379 |
4,764 |
+121 |
Sep08 |
080123 |
109.750 |
109.850 |
109.500 |
109.850 |
+0.100 |
53 |
470 |
+30 |
Oct08 |
080123 |
109.700 |
109.750 |
109.500 |
109.700 |
+0.050 |
30 |
347 |
+13 |
Total Volume and Open Interest |
5,272 |
38,422 |
+495 |
Lean Hogs(CME) |
Feb08 |
080123 |
55.750 |
56.300 |
55.000 |
55.250 |
-0.035 |
6,913 |
31,029 |
-2,566 |
Apr08 |
080123 |
62.550 |
63.400 |
61.650 |
61.785 |
-0.465 |
9,183 |
91,720 |
+153 |
May08 |
080123 |
71.000 |
71.600 |
70.350 |
70.650 |
-0.735 |
53 |
2,749 |
-31 |
Jun08 |
080123 |
74.650 |
75.250 |
73.350 |
73.500 |
-0.950 |
3,722 |
34,832 |
-366 |
Jul08 |
080123 |
75.450 |
75.850 |
74.400 |
74.550 |
-1.000 |
1,234 |
13,276 |
-357 |
Aug08 |
080123 |
74.800 |
75.500 |
73.750 |
74.100 |
-0.700 |
823 |
7,561 |
-6 |
Oct08 |
080123 |
71.050 |
71.900 |
69.500 |
69.600 |
-1.450 |
1,037 |
11,974 |
+111 |
Dec08 |
080123 |
72.700 |
73.650 |
71.750 |
72.200 |
-0.775 |
473 |
15,766 |
+78 |
Total Volume and Open Interest |
23,508 |
210,711 |
-2,942 |
Pork Bellies(CME) |
Feb08 |
080123 |
84.400 |
84.800 |
83.250 |
83.800 |
-0.150 |
111 |
991 |
-69 |
Mar08 |
080123 |
83.900 |
84.950 |
83.550 |
83.600 |
-0.200 |
84 |
416 |
+5 |
May08 |
080123 |
86.500 |
87.100 |
85.050 |
85.650 |
-0.500 |
9 |
425 |
-1 |
Jul08 |
080123 |
87.100 |
87.100 |
86.300 |
86.300 |
-0.750 |
11 |
210 |
+11 |
Aug08 |
080123 |
87.230 |
87.230 |
86.100 |
86.100 |
-1.130 |
0 |
61 |
+0 |
Total Volume and Open Interest |
215 |
2,103 |
-54 |
Class III Milk(CME) |
Jan08 |
080123 |
19.27 |
19.27 |
19.27 |
19.27 |
-0.05 |
108 |
3,865 |
-44 |
Feb08 |
080123 |
16.75 |
16.75 |
16.53 |
16.54 |
-0.21 |
580 |
4,315 |
+184 |
Mar08 |
080123 |
16.70 |
16.73 |
16.38 |
16.38 |
-0.35 |
482 |
4,071 |
+130 |
Apr08 |
080123 |
16.07 |
16.07 |
15.90 |
15.90 |
-0.20 |
172 |
2,969 |
+64 |
May08 |
080123 |
16.00 |
16.00 |
15.84 |
15.84 |
-0.30 |
73 |
2,552 |
+26 |
Total Volume and Open Interest |
1,784 |
31,847 |
+399 |
Cocoa(ICE) |
Mar08 |
080123 |
2131 |
2160 |
2111 |
2138 |
+7 |
10,886 |
98,264 |
-1,401 |
May08 |
080123 |
2154 |
2173 |
2154 |
2161 |
+8 |
3,078 |
38,488 |
+317 |
Jul08 |
080123 |
2176 |
2176 |
2176 |
2176 |
+6 |
1,226 |
17,900 |
+283 |
Sep08 |
080123 |
2177 |
2177 |
2177 |
2177 |
+5 |
220 |
11,340 |
+2 |
Dec08 |
080123 |
2182 |
2182 |
2182 |
2182 |
+5 |
107 |
16,363 |
-151 |
Mar09 |
080123 |
2189 |
2189 |
2189 |
2189 |
+8 |
94 |
5,547 |
+2 |
May09 |
080123 |
2193 |
2193 |
2193 |
2193 |
+7 |
1 |
2,386 |
+0 |
Total Volume and Open Interest |
15,671 |
190,696 |
-889 |
Coffee "C"(ICE) |
Mar08 |
080123 |
134.50 |
135.30 |
131.00 |
131.30 |
-3.70 |
24,485 |
103,871 |
-3,658 |
May08 |
080123 |
135.25 |
135.80 |
133.90 |
133.95 |
-3.75 |
5,098 |
39,346 |
+1,417 |
Jul08 |
080123 |
136.50 |
136.50 |
136.50 |
136.50 |
-3.75 |
859 |
10,842 |
+263 |
Sep08 |
080123 |
138.90 |
138.90 |
138.90 |
138.90 |
-3.70 |
1,005 |
9,298 |
+134 |
Dec08 |
080123 |
142.40 |
142.40 |
142.40 |
142.40 |
-3.70 |
692 |
6,048 |
-533 |
Mar09 |
080123 |
145.75 |
145.75 |
145.75 |
145.75 |
-3.70 |
93 |
3,746 |
+10 |
Total Volume and Open Interest |
32,341 |
175,730 |
-2,326 |
Orange Juice(ICE) |
Mar08 |
080123 |
133.80 |
136.00 |
133.60 |
133.70 |
+0.20 |
1,679 |
17,212 |
-167 |
May08 |
080123 |
135.50 |
136.10 |
135.50 |
135.80 |
+0.55 |
260 |
4,269 |
+26 |
Jul08 |
080123 |
137.25 |
137.25 |
137.25 |
137.25 |
+0.20 |
31 |
1,097 |
+5 |
Sep08 |
080123 |
138.65 |
138.65 |
138.65 |
138.65 |
-0.20 |
42 |
706 |
+28 |
Nov08 |
080123 |
138.85 |
138.85 |
138.85 |
138.85 |
-0.20 |
0 |
442 |
+0 |
Jan09 |
080123 |
139.95 |
139.95 |
139.95 |
139.95 |
-0.20 |
1 |
861 |
-1 |
Total Volume and Open Interest |
2,013 |
24,634 |
-109 |
Sugar #11(ICE) |
Mar08 |
080123 |
11.63 |
11.63 |
11.36 |
11.43 |
-0.12 |
178,674 |
492,324 |
-22,608 |
May08 |
080123 |
11.91 |
12.00 |
11.86 |
11.87 |
-0.13 |
60,382 |
172,700 |
-8,028 |
Jul08 |
080123 |
12.05 |
12.08 |
11.95 |
11.97 |
-0.13 |
26,259 |
124,920 |
-5,671 |
Oct08 |
080123 |
12.31 |
12.41 |
12.30 |
12.30 |
-0.12 |
14,193 |
117,069 |
+2,110 |
Mar09 |
080123 |
12.94 |
12.98 |
12.87 |
12.87 |
-0.10 |
4,002 |
59,192 |
+458 |
Total Volume and Open Interest |
290,568 |
1,082,347 |
-31,516 |
Sugar #14(ICE) |
Mar08 |
080123 |
20.15 |
20.15 |
20.15 |
20.15 |
-0.02 |
554 |
2,392 |
-262 |
May08 |
080123 |
20.14 |
20.14 |
20.14 |
20.14 |
-0.04 |
160 |
3,993 |
-60 |
Jul08 |
080123 |
20.44 |
20.44 |
20.44 |
20.44 |
-0.05 |
2 |
2,020 |
-2 |
Sep08 |
080123 |
20.70 |
20.70 |
20.70 |
20.70 |
-0.08 |
9 |
1,475 |
+9 |
Nov08 |
080123 |
20.93 |
20.93 |
20.93 |
20.93 |
+0.11 |
51 |
664 |
+51 |
Total Volume and Open Interest |
776 |
10,575 |
-264 |
London Cocoa(LCE) |
Mar08 |
080123 |
1118 |
1138 |
1117 |
1132 |
+15 |
8,224 |
75,392 |
-1,570 |
May08 |
080123 |
1136 |
1157 |
1135 |
1151 |
+15 |
2,605 |
33,857 |
+855 |
Jul08 |
080123 |
1163 |
1185 |
1163 |
1179 |
+15 |
1,451 |
56,828 |
-65 |
Sep08 |
080123 |
1153 |
1168 |
1150 |
1166 |
+16 |
808 |
24,879 |
+61 |
Dec08 |
080123 |
1161 |
1174 |
1156 |
1172 |
+17 |
1,053 |
31,791 |
+648 |
Mar09 |
080123 |
1161 |
1171 |
1155 |
1171 |
+17 |
387 |
9,087 |
+1,229 |
May09 |
080123 |
1182 |
1182 |
1182 |
1182 |
+17 |
10 |
386 |
+0 |
Total Volume and Open Interest |
14,603 |
232,633 |
+1,217 |
London Coffee(LCE) |
Jan08 |
080123 |
2000.00 |
2029.00 |
2000.00 |
2023.00 |
+8.00 |
296 |
1,647 |
-158 |
Mar08 |
080123 |
2047.00 |
2060.00 |
2024.00 |
2045.00 |
-2.00 |
16,811 |
74,064 |
-4,016 |
May08 |
080123 |
2069.00 |
2080.00 |
2045.00 |
2063.00 |
-7.00 |
5,839 |
29,754 |
+3,136 |
Jul08 |
080123 |
2075.00 |
2091.00 |
2065.00 |
2076.00 |
-8.00 |
1,196 |
10,689 |
+145 |
Sep08 |
080123 |
2075.00 |
2092.00 |
2074.00 |
2076.00 |
-14.00 |
1,181 |
10,941 |
+777 |
Nov08 |
080123 |
2084.00 |
2088.00 |
2078.00 |
2078.00 |
-15.00 |
43 |
1,268 |
-1 |
Total Volume and Open Interest |
25,439 |
131,823 |
-2 |
London Sugar(LCE) |
Mar08 |
080123 |
335.00 |
337.00 |
330.30 |
332.80 |
-2.20 |
13,584 |
51,318 |
-5,494 |
May08 |
080123 |
344.00 |
344.90 |
339.40 |
342.30 |
-2.20 |
2,229 |
15,648 |
-743 |
Aug08 |
080123 |
344.80 |
347.60 |
300.00 |
344.40 |
-2.60 |
1,386 |
7,868 |
-153 |
Oct08 |
080123 |
348.80 |
349.40 |
303.10 |
346.80 |
-3.70 |
273 |
7,917 |
-72 |
Dec08 |
080123 |
354.10 |
354.10 |
350.90 |
350.90 |
-3.50 |
113 |
1,886 |
+55 |
Total Volume and Open Interest |
17,829 |
91,155 |
-6,315 |
Cotton(ICE) |
Mar08 |
080123 |
69.20 |
69.25 |
66.83 |
66.83 |
-3.00 |
19,773 |
146,750 |
-2,378 |
May08 |
080123 |
70.50 |
70.50 |
68.61 |
68.61 |
-3.00 |
3,160 |
37,850 |
+455 |
Jul08 |
080123 |
72.70 |
72.70 |
70.43 |
70.43 |
-3.00 |
2,927 |
33,980 |
+1,589 |
Oct08 |
080123 |
72.85 |
72.85 |
72.85 |
72.85 |
-3.00 |
0 |
518 |
+0 |
Dec08 |
080123 |
77.20 |
77.20 |
74.85 |
74.85 |
-3.00 |
4,021 |
56,899 |
-585 |
Mar09 |
080123 |
77.15 |
77.15 |
77.15 |
77.15 |
-3.00 |
2 |
1,995 |
+1 |
Total Volume and Open Interest |
29,944 |
280,898 |
-918 |
Lumber(CME) |
Mar08 |
080123 |
221.5 |
223.0 |
219.0 |
219.6 |
-2.3 |
716 |
8,058 |
-27 |
May08 |
080123 |
239.5 |
242.9 |
237.9 |
240.5 |
-0.6 |
183 |
1,209 |
+30 |
Jul08 |
080123 |
253.0 |
259.5 |
253.0 |
258.7 |
-1.3 |
107 |
492 |
+36 |
Sep08 |
080123 |
268.0 |
277.5 |
264.0 |
277.5 |
+6.6 |
2 |
167 |
-2 |
Total Volume and Open Interest |
1,014 |
10,008 |
+35 |
Crude Oil(NYM) |
Mar08 |
080123 |
87.40 |
88.30 |
86.70 |
86.99 |
-2.22 |
347,366 |
383,696 |
+9,825 |
Apr08 |
080123 |
87.03 |
87.85 |
86.35 |
86.62 |
-2.14 |
62,934 |
94,441 |
+1,083 |
May08 |
080123 |
86.27 |
86.27 |
86.27 |
86.27 |
-2.12 |
28,279 |
68,899 |
+1,189 |
Jun08 |
080123 |
85.96 |
85.96 |
85.96 |
85.96 |
-2.11 |
32,846 |
86,259 |
+4,889 |
Jul08 |
080123 |
85.68 |
85.68 |
85.68 |
85.68 |
-2.09 |
6,527 |
32,297 |
+342 |
Aug08 |
080123 |
85.55 |
85.55 |
85.42 |
85.42 |
-2.05 |
4,349 |
22,316 |
+236 |
Sep08 |
080123 |
85.20 |
85.20 |
85.20 |
85.20 |
-2.00 |
2,353 |
41,527 |
+295 |
Oct08 |
080123 |
84.99 |
84.99 |
84.99 |
84.99 |
-1.95 |
623 |
31,856 |
-32 |
Nov08 |
080123 |
84.80 |
84.80 |
84.80 |
84.80 |
-1.89 |
475 |
21,849 |
-41 |
Dec08 |
080123 |
84.62 |
84.62 |
84.62 |
84.62 |
-1.83 |
24,861 |
173,296 |
-1,988 |
Jan09 |
080123 |
84.44 |
84.44 |
84.44 |
84.44 |
-1.78 |
1,441 |
24,024 |
-968 |
Feb09 |
080123 |
84.27 |
84.27 |
84.27 |
84.27 |
-1.74 |
1,185 |
12,185 |
-975 |
Mar09 |
080123 |
84.11 |
84.11 |
84.11 |
84.11 |
-1.70 |
2,187 |
8,031 |
-43 |
Apr09 |
080123 |
83.97 |
83.97 |
83.97 |
83.97 |
-1.65 |
1,044 |
8,748 |
-966 |
May09 |
080123 |
83.83 |
83.83 |
83.83 |
83.83 |
-1.61 |
260 |
13,357 |
+157 |
Jun09 |
080123 |
84.40 |
84.50 |
83.72 |
83.72 |
-1.58 |
2,215 |
30,466 |
+130 |
Total Volume and Open Interest |
601,971 |
1,343,167 |
-12,422 |
Heating Oil(NYM) |
Feb08 |
080123 |
243.70 |
244.00 |
242.31 |
242.31 |
-4.95 |
34,215 |
36,945 |
-6,599 |
Mar08 |
080123 |
242.80 |
243.90 |
240.90 |
241.03 |
-5.25 |
37,768 |
72,100 |
+199 |
Apr08 |
080123 |
239.40 |
239.60 |
238.23 |
238.23 |
-5.40 |
11,836 |
23,008 |
-661 |
May08 |
080123 |
237.00 |
237.00 |
235.33 |
235.33 |
-5.35 |
2,692 |
13,247 |
+335 |
Jun08 |
080123 |
236.10 |
236.10 |
233.58 |
233.58 |
-5.20 |
3,587 |
17,102 |
-29 |
Jul08 |
080123 |
236.50 |
236.50 |
233.43 |
233.43 |
-5.15 |
797 |
6,922 |
+131 |
Aug08 |
080123 |
236.50 |
236.50 |
233.58 |
233.58 |
-5.15 |
601 |
2,137 |
+162 |
Sep08 |
080123 |
234.78 |
234.78 |
234.78 |
234.78 |
-5.00 |
594 |
5,276 |
+48 |
Oct08 |
080123 |
239.00 |
239.00 |
236.63 |
236.63 |
-4.95 |
132 |
1,647 |
+42 |
Nov08 |
080123 |
238.73 |
238.73 |
238.73 |
238.73 |
-5.00 |
177 |
1,221 |
+41 |
Dec08 |
080123 |
240.48 |
240.48 |
240.48 |
240.48 |
-5.10 |
1,018 |
9,370 |
+266 |
Jan09 |
080123 |
241.68 |
241.68 |
241.68 |
241.68 |
-5.05 |
690 |
3,207 |
-25 |
Total Volume and Open Interest |
94,628 |
200,664 |
-5,800 |
Gasoline(NYMEX) |
Feb08 |
080123 |
227.70 |
228.48 |
223.71 |
225.08 |
-2.98 |
26,553 |
36,986 |
-1,057 |
Mar08 |
080123 |
231.16 |
231.83 |
226.82 |
228.04 |
-3.50 |
22,592 |
73,153 |
+543 |
Apr08 |
080123 |
245.00 |
245.00 |
239.82 |
241.09 |
-3.80 |
11,115 |
37,193 |
+506 |
May08 |
080123 |
244.85 |
244.85 |
240.80 |
241.84 |
-3.90 |
6,089 |
32,605 |
+423 |
Jun08 |
080123 |
244.65 |
244.65 |
240.20 |
241.54 |
-4.00 |
5,576 |
23,261 |
+1,264 |
Jul08 |
080123 |
240.85 |
242.50 |
239.38 |
240.34 |
-3.95 |
2,349 |
7,394 |
+624 |
Aug08 |
080123 |
240.00 |
240.00 |
237.12 |
238.14 |
-3.90 |
578 |
4,342 |
+241 |
Sep08 |
080123 |
236.52 |
236.68 |
233.97 |
234.84 |
-3.85 |
454 |
6,730 |
-101 |
Oct08 |
080123 |
221.38 |
222.18 |
221.20 |
221.54 |
-3.80 |
324 |
3,871 |
+178 |
Nov08 |
080123 |
219.01 |
219.01 |
217.20 |
217.44 |
-3.75 |
78 |
2,108 |
-7 |
Total Volume and Open Interest |
75,991 |
243,421 |
+2,697 |
e-MiNY RBOB Gasoline(NYMEX) |
Feb08 |
080118 |
230.34 |
230.34 |
230.34 |
230.34 |
-17.48 |
1 |
10 |
+0 |
Mar08 |
080123 |
229.60 |
229.60 |
227.50 |
228.04 |
-3.50 |
3 |
14 |
+2 |
Apr08 |
080123 |
241.09 |
241.09 |
241.09 |
241.09 |
-3.80 |
0 |
2 |
+0 |
May08 |
080123 |
241.84 |
241.84 |
241.84 |
241.84 |
-3.90 |
|
|
|
Total Volume and Open Interest |
3 |
40 |
+2 |
Natural Gas(NYM) |
Feb08 |
080123 |
7.670 |
7.735 |
7.585 |
7.621 |
-0.049 |
57,441 |
47,372 |
-6,597 |
Mar08 |
080123 |
7.645 |
7.690 |
7.550 |
7.581 |
-0.066 |
36,889 |
154,731 |
+1,519 |
Apr08 |
080123 |
7.590 |
7.590 |
7.560 |
7.586 |
-0.061 |
16,912 |
67,271 |
+2,703 |
May08 |
080123 |
7.695 |
7.695 |
7.600 |
7.641 |
-0.060 |
4,774 |
63,475 |
-230 |
Jun08 |
080123 |
7.780 |
7.780 |
7.724 |
7.724 |
-0.058 |
2,115 |
28,877 |
-227 |
Jul08 |
080123 |
7.870 |
7.870 |
7.808 |
7.808 |
-0.055 |
1,549 |
24,895 |
-18 |
Aug08 |
080123 |
7.935 |
7.935 |
7.879 |
7.879 |
-0.055 |
1,387 |
21,872 |
-316 |
Sep08 |
080123 |
7.950 |
7.950 |
7.892 |
7.892 |
-0.055 |
1,078 |
16,969 |
+119 |
Oct08 |
080123 |
8.025 |
8.040 |
7.971 |
7.971 |
-0.055 |
3,842 |
47,735 |
-41 |
Nov08 |
080123 |
8.226 |
8.226 |
8.226 |
8.226 |
-0.060 |
666 |
28,476 |
-16 |
Dec08 |
080123 |
8.511 |
8.511 |
8.511 |
8.511 |
-0.065 |
1,697 |
26,798 |
+115 |
Jan09 |
080123 |
8.750 |
8.750 |
8.736 |
8.736 |
-0.070 |
3,760 |
50,438 |
+331 |
Feb09 |
080123 |
8.741 |
8.741 |
8.741 |
8.741 |
-0.070 |
111 |
8,941 |
+57 |
Mar09 |
080123 |
8.521 |
8.521 |
8.521 |
8.521 |
-0.070 |
2,559 |
33,810 |
-499 |
Apr09 |
080123 |
7.811 |
7.811 |
7.811 |
7.811 |
-0.040 |
2,212 |
31,106 |
-277 |
May09 |
080123 |
7.830 |
7.830 |
7.801 |
7.801 |
-0.040 |
1,229 |
23,369 |
+29 |
Total Volume and Open Interest |
140,325 |
887,884 |
-3,308 |
Brent Crude Oil(ICE) |
Mar08 |
080123 |
87.47 |
88.67 |
86.40 |
86.62 |
-1.83 |
141,077 |
104,034 |
+3,212 |
Apr08 |
080123 |
87.07 |
87.07 |
86.26 |
86.26 |
-1.91 |
54,424 |
120,531 |
+9,325 |
May08 |
080123 |
86.78 |
86.78 |
86.02 |
86.02 |
-1.89 |
29,044 |
29,710 |
+3,626 |
Jun08 |
080123 |
87.29 |
87.80 |
85.60 |
85.79 |
-1.87 |
21,633 |
45,583 |
+4,846 |
Jul08 |
080123 |
87.35 |
87.42 |
85.50 |
85.63 |
-1.85 |
3,633 |
13,889 |
+183 |
Aug08 |
080123 |
87.24 |
87.24 |
85.50 |
85.50 |
-1.83 |
2,187 |
10,010 |
+402 |
Sep08 |
080123 |
86.90 |
86.90 |
85.39 |
85.39 |
-1.80 |
1,164 |
9,770 |
+261 |
Oct08 |
080123 |
87.05 |
87.05 |
85.30 |
85.30 |
-1.75 |
0 |
8,185 |
+17 |
Nov08 |
080123 |
85.66 |
86.66 |
85.19 |
85.19 |
-1.72 |
0 |
6,713 |
+57 |
Dec08 |
080123 |
86.53 |
86.90 |
84.88 |
85.06 |
-1.69 |
20,087 |
57,886 |
+4,129 |
Jan09 |
080123 |
84.97 |
84.97 |
84.97 |
84.97 |
-1.68 |
0 |
11,812 |
+150 |
Feb09 |
080123 |
84.90 |
84.90 |
84.90 |
84.90 |
-1.65 |
0 |
4,755 |
+0 |
Mar09 |
080123 |
84.83 |
84.83 |
84.83 |
84.83 |
-1.61 |
0 |
4,376 |
+0 |
Apr09 |
080123 |
84.76 |
84.76 |
84.76 |
84.76 |
-1.57 |
0 |
5,226 |
+0 |
Total Volume and Open Interest |
283,474 |
531,041 |
+29,977 |
Gas Oil(ICE) |
Feb08 |
080123 |
776.75 |
780.50 |
763.25 |
770.75 |
-6.00 |
30,591 |
53,201 |
-2,141 |
Mar08 |
080123 |
770.50 |
773.50 |
756.25 |
764.00 |
-6.00 |
22,465 |
60,530 |
+3,985 |
Apr08 |
080123 |
760.25 |
766.75 |
749.75 |
757.00 |
-6.00 |
7,933 |
24,123 |
+1,560 |
May08 |
080123 |
753.25 |
761.00 |
744.50 |
751.00 |
-6.25 |
2,700 |
16,651 |
-283 |
Jun08 |
080123 |
742.25 |
748.00 |
742.25 |
748.00 |
-6.25 |
3,144 |
29,444 |
+157 |
Jul08 |
080123 |
748.00 |
748.75 |
748.00 |
748.75 |
-6.25 |
586 |
7,452 |
+297 |
Aug08 |
080123 |
750.75 |
751.00 |
750.75 |
751.00 |
-6.00 |
73 |
3,544 |
-447 |
Sep08 |
080123 |
753.25 |
753.25 |
753.25 |
753.25 |
-6.00 |
181 |
3,525 |
+103 |
Oct08 |
080123 |
755.00 |
755.00 |
755.00 |
755.00 |
-6.00 |
53 |
2,363 |
+28 |
Nov08 |
080123 |
756.25 |
756.25 |
756.25 |
756.25 |
-6.25 |
110 |
2,003 |
+110 |
Total Volume and Open Interest |
68,185 |
238,249 |
+3,470 |
US Dollar Index(ICE) |
Mar08 |
080123 |
76.465 |
76.860 |
76.415 |
76.575 |
+0.035 |
7,795 |
29,841 |
+29,841 |
Jun08 |
080123 |
76.830 |
77.050 |
76.825 |
76.825 |
+0.085 |
20 |
5,650 |
+5,650 |
Sep08 |
080123 |
77.125 |
77.125 |
77.125 |
77.125 |
+0.135 |
0 |
502 |
+502 |
Total Volume and Open Interest |
7,815 |
35,993 |
+35,993 |
Australian Dollar(CME) |
Mar08 |
080123 |
85.73 |
86.37 |
85.73 |
86.37 |
+0.04 |
4,691 |
67,129 |
-3,839 |
Jun08 |
080123 |
85.45 |
85.45 |
85.45 |
85.45 |
-0.02 |
1 |
702 |
+126 |
Sep08 |
080123 |
84.42 |
84.42 |
84.42 |
84.42 |
-0.11 |
0 |
76 |
+0 |
Total Volume and Open Interest |
4,702 |
68,055 |
-3,708 |
British Pound(CME) |
Mar08 |
080123 |
194.31 |
194.63 |
194.28 |
194.63 |
-1.02 |
2,711 |
92,027 |
+199 |
Jun08 |
080123 |
193.57 |
193.57 |
193.57 |
193.57 |
-1.09 |
0 |
1,286 |
+286 |
Sep08 |
080123 |
192.33 |
192.38 |
192.33 |
192.38 |
-1.20 |
0 |
9 |
+0 |
Total Volume and Open Interest |
2,717 |
93,381 |
+485 |
Canadian Dollar(CME) |
Mar08 |
080123 |
97.08 |
97.08 |
97.00 |
97.02 |
-0.32 |
2,587 |
79,513 |
+1,662 |
Jun08 |
080123 |
96.83 |
96.83 |
96.83 |
96.83 |
-0.34 |
20 |
4,333 |
+13 |
Sep08 |
080123 |
96.55 |
96.55 |
96.55 |
96.55 |
-0.42 |
2 |
1,573 |
+0 |
Dec08 |
080123 |
96.34 |
96.34 |
96.34 |
96.34 |
-0.43 |
6 |
764 |
-123 |
Total Volume and Open Interest |
2,635 |
86,378 |
+1,571 |
Japanese Yen(CME) |
Mar08 |
080123 |
95.40 |
95.42 |
94.91 |
94.93 |
+0.63 |
1,882 |
165,464 |
-9,215 |
Jun08 |
080123 |
95.43 |
95.43 |
95.43 |
95.43 |
+0.58 |
250 |
27,282 |
+486 |
Sep08 |
080123 |
95.85 |
95.85 |
95.85 |
95.85 |
+0.50 |
0 |
499 |
+14 |
Total Volume and Open Interest |
2,132 |
193,308 |
-8,714 |
Swiss Franc(CME) |
Mar08 |
080123 |
91.95 |
91.98 |
91.77 |
91.77 |
+0.53 |
1,189 |
71,335 |
+3,497 |
Jun08 |
080123 |
91.87 |
91.87 |
91.87 |
91.87 |
+0.48 |
0 |
310 |
+3 |
Sep08 |
080123 |
91.93 |
91.93 |
91.93 |
91.93 |
+0.44 |
0 |
23 |
+0 |
Total Volume and Open Interest |
1,189 |
71,705 |
+3,500 |
EuroFX(CME) |
Mar08 |
080123 |
145.46 |
145.76 |
145.10 |
145.73 |
-0.22 |
6,780 |
180,437 |
+15,622 |
Jun08 |
080123 |
145.60 |
145.72 |
145.29 |
145.29 |
-0.26 |
251 |
3,369 |
+105 |
Sep08 |
080123 |
144.56 |
144.80 |
144.56 |
144.80 |
-0.31 |
0 |
317 |
+0 |
Total Volume and Open Interest |
7,036 |
184,289 |
+15,732 |
Mexican Peso(CME) |
Feb08 |
080123 |
910.5 |
910.5 |
910.5 |
910.5 |
-1.2 |
0 |
110 |
+0 |
Mar08 |
080123 |
907.0 |
908.2 |
905.5 |
908.2 |
-1.2 |
1,425 |
80,346 |
+448 |
Total Volume and Open Interest |
1,425 |
81,705 |
+448 |
30-Year T-Bonds(CBOT) |
Mar08 |
080123 |
122~26 |
122~26 |
121~14 |
121~14 |
+0~21 |
657,746 |
1,068,821 |
+13,617 |
Jun08 |
080123 |
121~07 |
121~13 |
120~15 |
120~15 |
+0~21 |
2,444 |
23,981 |
+809 |
Sep08 |
080123 |
119~17 |
119~17 |
119~17 |
119~17 |
+0~15 |
4 |
38 |
-9 |
Total Volume and Open Interest |
660,197 |
1,092,847 |
+14,417 |
10-Year T-Notes(CBOT) |
Mar08 |
080123 |
117~015 |
119~030 |
116~310 |
118~065 |
+0~120 |
2,078,572 |
2,512,847 |
+41,313 |
Jun08 |
080123 |
117~290 |
118~020 |
117~080 |
117~080 |
+0~095 |
9,967 |
59,099 |
+1,002 |
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 |
080123 |
114~240 |
114~240 |
114~035 |
114~040 |
+0~085 |
11,745 |
1,960,225 |
+1,960,225 |
Jun08 |
080123 |
113~255 |
113~255 |
113~255 |
113~255 |
+0~085 |
6,143 |
59,310 |
+59,310 |
Total Volume and Open Interest |
17,888 |
2,019,535 |
+2,019,535 |
2 Year T-Notes(CBOT) |
Mar08 |
080123 |
107~016 |
107~018 |
106~117 |
106~117 |
+0~019 |
12,433 |
1,222,563 |
+153,519 |
Jun08 |
080123 |
106~117 |
106~117 |
106~117 |
106~117 |
+0~027 |
|
|
|
Total Volume and Open Interest |
12,433 |
1,222,563 |
+153,519 |
Eurodollars(CME) |
Mar08 |
080123 |
97.210 |
97.245 |
97.075 |
97.075 |
+0.110 |
51,463 |
1,860,401 |
+7,712 |
Jun08 |
080123 |
97.745 |
97.770 |
97.555 |
97.560 |
+0.045 |
30,575 |
1,943,271 |
+129,943 |
Sep08 |
080123 |
97.850 |
97.890 |
97.675 |
97.675 |
+0.045 |
29,307 |
1,590,242 |
+21,637 |
Dec08 |
080123 |
97.820 |
97.865 |
97.680 |
97.680 |
+0.060 |
16,282 |
1,586,652 |
+9,328 |
Mar09 |
080123 |
97.720 |
97.770 |
97.620 |
97.625 |
+0.070 |
20,042 |
1,184,575 |
+9,570 |
Jun09 |
080123 |
97.630 |
97.645 |
97.490 |
97.495 |
+0.065 |
16,890 |
792,805 |
+28,792 |
Sep09 |
080123 |
97.480 |
97.505 |
97.330 |
97.330 |
+0.050 |
27,488 |
706,105 |
+19,676 |
Dec09 |
080123 |
97.320 |
97.335 |
97.165 |
97.165 |
+0.045 |
10,196 |
531,455 |
+24,325 |
Mar10 |
080123 |
97.180 |
97.185 |
97.020 |
97.020 |
+0.055 |
8,809 |
306,007 |
+8,819 |
Jun10 |
080123 |
97.020 |
97.020 |
96.845 |
96.845 |
+0.060 |
7,258 |
265,664 |
+595 |
Sep10 |
080123 |
96.845 |
96.850 |
96.680 |
96.680 |
+0.065 |
6,869 |
197,188 |
-1,052 |
Dec10 |
080123 |
96.705 |
96.705 |
96.530 |
96.530 |
+0.065 |
4,037 |
150,135 |
+1,299 |
Mar11 |
080123 |
96.595 |
96.610 |
96.395 |
96.395 |
+0.060 |
5,205 |
117,457 |
+1,315 |
Jun11 |
080123 |
96.390 |
96.435 |
96.250 |
96.250 |
+0.055 |
5,330 |
101,950 |
+1,400 |
Sep11 |
080123 |
96.260 |
96.305 |
96.115 |
96.115 |
+0.050 |
2,235 |
72,306 |
+529 |
Dec11 |
080123 |
96.135 |
96.185 |
95.985 |
95.985 |
+0.045 |
2,260 |
65,424 |
+655 |
Mar12 |
080123 |
96.020 |
96.080 |
95.880 |
95.880 |
+0.040 |
1,351 |
58,899 |
-395 |
Jun12 |
080123 |
95.915 |
95.970 |
95.770 |
95.770 |
+0.035 |
2,054 |
49,114 |
+1,022 |
Total Volume and Open Interest |
251,127 |
11,808,868 |
+266,698 |
30 Day Federal Funds(CBOT) |
Jan08 |
080123 |
4.355 |
4.355 |
4.345 |
4.345 |
+0.005 |
49 |
117,902 |
-7,700 |
Feb08 |
080123 |
5.370 |
5.370 |
5.310 |
5.310 |
+0.110 |
340 |
143,462 |
-1,328 |
Mar08 |
080123 |
5.620 |
5.620 |
5.525 |
5.525 |
+0.105 |
107 |
53,490 |
+2,408 |
Apr08 |
080123 |
5.735 |
5.780 |
5.645 |
5.645 |
+0.105 |
28 |
31,759 |
+1,296 |
May08 |
080123 |
5.945 |
5.985 |
5.840 |
5.840 |
+0.110 |
339 |
30,027 |
+666 |
Jun08 |
080123 |
5.995 |
6.025 |
5.885 |
5.885 |
+0.115 |
15 |
11,611 |
+1,496 |
Total Volume and Open Interest |
1,207 |
405,048 |
-3,122 |
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 |
080123 |
99.31 |
99.31 |
99.31 |
99.31 |
+0.02 |
3,898 |
13,943 |
+1,256 |
Jun08 |
080123 |
99.47 |
99.47 |
99.47 |
99.47 |
+0.02 |
1,050 |
6,891 |
+450 |
Sep08 |
080123 |
99.50 |
99.50 |
99.50 |
99.50 |
+0.04 |
791 |
7,557 |
+323 |
Dec08 |
080123 |
99.49 |
99.49 |
99.49 |
99.49 |
+0.06 |
46 |
2,244 |
+41 |
Mar09 |
080123 |
99.46 |
99.46 |
99.46 |
99.46 |
+0.05 |
104 |
712 |
+51 |
Jun09 |
080123 |
99.41 |
99.41 |
99.41 |
99.41 |
+0.05 |
0 |
156 |
+0 |
Sep09 |
080123 |
99.36 |
99.36 |
99.36 |
99.36 |
+0.05 |
0 |
350 |
+0 |
Dec09 |
080123 |
99.30 |
99.30 |
99.30 |
99.30 |
+0.05 |
|
|
|
Mar10 |
080123 |
99.22 |
99.22 |
99.22 |
99.22 |
+0.02 |
|
|
|
Jun10 |
080123 |
99.17 |
99.17 |
99.17 |
99.17 |
+0.02 |
|
|
|
Total Volume and Open Interest |
5,889 |
31,853 |
+2,121 |
3-Mth Euro-Yen(SGX) |
Mar08 |
080123 |
99.30 |
99.32 |
99.29 |
99.31 |
+0.02 |
2,617 |
53,004 |
+1,214 |
Jun08 |
080123 |
99.45 |
99.50 |
99.45 |
99.46 |
+0.03 |
2,918 |
20,036 |
+1,585 |
Sep08 |
080123 |
99.47 |
99.53 |
99.47 |
99.50 |
+0.04 |
771 |
17,759 |
-196 |
Dec08 |
080123 |
99.44 |
99.50 |
99.44 |
99.47 |
+0.03 |
488 |
16,514 |
+202 |
Mar09 |
080123 |
99.42 |
99.45 |
99.42 |
99.44 |
+0.03 |
565 |
6,984 |
+560 |
Jun09 |
080123 |
99.39 |
99.39 |
99.38 |
99.39 |
+0.03 |
0 |
1,597 |
+5 |
Sep09 |
080123 |
99.34 |
99.34 |
99.34 |
99.34 |
+0.02 |
0 |
678 |
+120 |
Dec09 |
080123 |
99.28 |
99.28 |
99.28 |
99.28 |
+0.03 |
0 |
260 |
+0 |
Total Volume and Open Interest |
7,362 |
121,488 |
+3,495 |
Japanese Gov't Bonds(SGX) |
Mar08 |
080123 |
138.67 |
138.94 |
138.46 |
138.49 |
+0.34 |
2,245 |
35,196 |
-336 |
Jun08 |
080123 |
138.49 |
138.49 |
138.49 |
138.49 |
+0.48 |
|
|
|
Sep08 |
080123 |
138.49 |
138.49 |
138.49 |
138.49 |
+0.48 |
|
|
|
Total Volume and Open Interest |
5,280 |
36,874 |
+1,510 |
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 |
080123 |
110.48 |
111.29 |
110.46 |
110.57 |
+0.27 |
666,070 |
1,191,360 |
+49,393 |
Jun08 |
080123 |
45.19 |
45.19 |
45.19 |
45.19 |
+0.53 |
6 |
15,852 |
+603 |
Sep08 |
080123 |
45.88 |
45.88 |
45.88 |
45.88 |
+0.70 |
|
|
|
Total Volume and Open Interest |
666,076 |
1,207,212 |
+49,996 |
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 |
080123 |
110~23 |
111~16 |
110~18 |
111~00 |
+0~19 |
173,220 |
358,841 |
-12,296 |
Jun08 |
080123 |
111~07 |
111~07 |
111~07 |
111~07 |
+0~19 |
|
|
|
Total Volume and Open Interest |
173,220 |
358,841 |
-12,296 |
3-Mth Short Sterling(LIFFE) |
Mar08 |
080123 |
94.80 |
94.80 |
94.80 |
94.80 |
+0.04 |
190,544 |
456,860 |
-4,693 |
Jun08 |
080123 |
95.14 |
95.14 |
95.14 |
95.14 |
+0.10 |
213,197 |
720,289 |
+55,390 |
Sep08 |
080123 |
95.36 |
95.36 |
95.36 |
95.36 |
+0.11 |
211,675 |
486,550 |
+10,381 |
Dec08 |
080123 |
95.48 |
95.48 |
95.48 |
95.48 |
+0.12 |
204,778 |
459,159 |
+28,766 |
Mar09 |
080123 |
95.54 |
95.54 |
95.54 |
95.54 |
+0.15 |
126,887 |
327,301 |
+21,923 |
Jun09 |
080123 |
95.52 |
95.52 |
95.52 |
95.52 |
+0.16 |
74,650 |
192,271 |
+580 |
Total Volume and Open Interest |
1,095,332 |
2,974,321 |
+117,594 |
3-Mth Euribor(LIFFE) |
Mar08 |
080123 |
95.820 |
95.970 |
95.795 |
95.895 |
+0.100 |
196,468 |
677,600 |
+13,332 |
Jun08 |
080123 |
96.140 |
96.335 |
96.140 |
96.265 |
+0.140 |
243,236 |
748,132 |
+5,668 |
Sep08 |
080123 |
96.320 |
96.540 |
96.320 |
96.450 |
+0.160 |
245,351 |
563,543 |
-481 |
Total Volume and Open Interest |
1,116,953 |
4,068,454 |
+52,543 |
3-Mth Aus T-Bills(SFE) |
Mar08 |
080123 |
92.86 |
92.89 |
92.73 |
92.77 |
-0.07 |
46,107 |
397,532 |
+55,502 |
Jun08 |
080123 |
92.86 |
92.93 |
92.75 |
92.80 |
-0.06 |
68,144 |
348,193 |
+69,729 |
Sep08 |
080123 |
92.93 |
93.00 |
92.81 |
92.88 |
-0.04 |
35,980 |
265,811 |
+39,021 |
Dec08 |
080123 |
92.97 |
93.04 |
92.85 |
92.93 |
-0.03 |
13,976 |
130,450 |
+16,202 |
Mar09 |
080123 |
93.00 |
93.07 |
92.91 |
92.95 |
-0.03 |
6,260 |
63,733 |
+5,374 |
Jun09 |
080123 |
93.06 |
93.09 |
92.93 |
92.96 |
-0.03 |
2,731 |
50,082 |
+4,163 |
Sep09 |
080123 |
93.10 |
93.10 |
92.96 |
92.97 |
-0.02 |
3,592 |
37,271 |
+5,399 |
Dec09 |
080123 |
93.01 |
93.03 |
92.97 |
92.97 |
-0.03 |
1,014 |
7,484 |
+1,494 |
Mar10 |
080123 |
92.98 |
92.98 |
92.98 |
92.98 |
-0.03 |
30 |
706 |
+30 |
Jun10 |
080123 |
92.98 |
92.98 |
92.98 |
92.98 |
-0.05 |
0 |
490 |
+0 |
Total Volume and Open Interest |
177,834 |
1,302,346 |
+196,914 |
10-Year Aus T-Bonds(SFE) |
Mar08 |
080123 |
94.09 |
94.14 |
94.00 |
94.04 |
-0.10 |
55,063 |
529,579 |
+31,422 |
Jun08 |
080123 |
94.04 |
94.04 |
94.04 |
94.04 |
-0.10 |
|
|
|
Total Volume and Open Interest |
55,063 |
529,579 |
+31,422 |
3-Year Aus T-Bonds(SFE) |
Mar08 |
080123 |
93.73 |
93.79 |
93.65 |
93.69 |
-0.04 |
168,893 |
816,745 |
+123,511 |
Jun08 |
080123 |
93.69 |
93.69 |
93.69 |
93.69 |
-0.04 |
|
|
|
Total Volume and Open Interest |
168,893 |
816,745 |
+123,511 |
Gold(CMX) |
Feb08 |
080123 |
881.0 |
896.0 |
877.0 |
883.1 |
-7.2 |
274,246 |
223,349 |
-23,957 |
Apr08 |
080123 |
888.2 |
898.5 |
882.0 |
888.1 |
-7.7 |
63,982 |
156,808 |
+18,014 |
Jun08 |
080123 |
900.0 |
901.0 |
886.0 |
892.2 |
-8.3 |
4,538 |
52,477 |
+2,675 |
Aug08 |
080123 |
895.8 |
895.8 |
895.8 |
895.8 |
-8.7 |
2,098 |
32,127 |
+1,388 |
Oct08 |
080123 |
899.0 |
899.0 |
899.0 |
899.0 |
-9.3 |
204 |
3,592 |
-25 |
Dec08 |
080123 |
902.8 |
911.0 |
901.9 |
901.9 |
-9.9 |
1,238 |
27,045 |
+231 |
Feb09 |
080123 |
905.4 |
905.4 |
905.4 |
905.4 |
-10.3 |
335 |
18,634 |
+93 |
Apr09 |
080123 |
908.6 |
908.6 |
908.6 |
908.6 |
-10.7 |
3 |
2,775 |
+0 |
Jun09 |
080123 |
912.3 |
912.3 |
912.3 |
912.3 |
-11.0 |
2 |
10,283 |
+0 |
Aug09 |
080123 |
916.0 |
916.0 |
916.0 |
916.0 |
-11.4 |
8 |
9 |
+0 |
Oct09 |
080123 |
919.8 |
919.8 |
919.8 |
919.8 |
-11.8 |
|
|
|
Dec09 |
080123 |
938.0 |
938.0 |
923.7 |
923.7 |
-12.3 |
84 |
16,403 |
+33 |
Total Volume and Open Interest |
347,245 |
560,170 |
-1,474 |
Silver(CMX) |
Mar08 |
080123 |
1587.0 |
1621.0 |
1580.0 |
1597.0 |
-13.5 |
52,644 |
82,788 |
-1,541 |
May08 |
080123 |
1617.0 |
1622.0 |
1602.0 |
1605.9 |
-14.5 |
2,353 |
19,692 |
-269 |
Jul08 |
080123 |
1612.0 |
1635.0 |
1612.0 |
1612.6 |
-15.0 |
676 |
24,010 |
+455 |
Sep08 |
080123 |
1636.0 |
1636.0 |
1618.4 |
1618.4 |
-15.6 |
2,225 |
21,047 |
-1,279 |
Dec08 |
080123 |
1642.0 |
1642.0 |
1626.7 |
1626.7 |
-15.8 |
2,486 |
19,270 |
+1,584 |
Mar09 |
080123 |
1658.0 |
1658.0 |
1636.6 |
1636.6 |
-16.5 |
9 |
925 |
+6 |
May09 |
080123 |
1643.5 |
1643.5 |
1643.5 |
1643.5 |
-17.2 |
4 |
8 |
+4 |
Total Volume and Open Interest |
60,864 |
179,362 |
-893 |
Platinum(NYMEX) |
Jan08 |
080123 |
1557.5 |
1557.5 |
1557.5 |
1557.5 |
+9.9 |
40 |
113 |
+13 |
Apr08 |
080123 |
1548.0 |
1561.0 |
1546.0 |
1559.1 |
+0.5 |
4,049 |
16,498 |
-422 |
Jul08 |
080123 |
1557.4 |
1557.4 |
1557.4 |
1557.4 |
-0.8 |
31 |
0 |
+0 |
Oct08 |
080123 |
1562.4 |
1562.4 |
1562.4 |
1562.4 |
-6.6 |
21 |
0 |
+0 |
Total Volume and Open Interest |
4,141 |
16,611 |
-409 |
Palladium(NYMEX) |
Mar08 |
080123 |
371.00 |
371.00 |
366.00 |
369.45 |
-1.65 |
1,269 |
15,329 |
-284 |
Jun08 |
080123 |
372.95 |
372.95 |
372.95 |
372.95 |
-2.15 |
14 |
1,734 |
+6 |
Sep08 |
080123 |
376.75 |
376.75 |
376.75 |
376.75 |
-2.35 |
8 |
325 |
+1 |
Total Volume and Open Interest |
1,292 |
18,074 |
-276 |
Copper(CMX) |
Mar08 |
080123 |
311.80 |
315.00 |
307.20 |
307.20 |
-12.45 |
26,276 |
57,067 |
+1,455 |
May08 |
080123 |
314.20 |
315.25 |
308.45 |
308.45 |
-12.35 |
5,365 |
15,281 |
+73 |
Jul08 |
080123 |
314.50 |
314.75 |
307.35 |
307.35 |
-12.20 |
669 |
3,657 |
+31 |
Sep08 |
080123 |
308.50 |
309.00 |
305.15 |
305.15 |
-12.40 |
135 |
1,706 |
+28 |
Dec08 |
080123 |
306.25 |
306.25 |
302.10 |
302.10 |
-12.75 |
63 |
2,317 |
-2 |
Total Volume and Open Interest |
33,238 |
86,382 |
+1,586 |
Aluminum(CMX) |
Jan08 |
080123 |
105.00 |
105.00 |
105.00 |
105.00 |
-1.50 |
|
|
|
Feb08 |
080123 |
105.00 |
105.00 |
105.00 |
105.00 |
-1.50 |
|
|
|
Mar08 |
080123 |
105.00 |
105.00 |
105.00 |
105.00 |
-1.50 |
|
|
|
Apr08 |
080123 |
105.00 |
105.00 |
105.00 |
105.00 |
-1.50 |
|
|
|
May08 |
080123 |
105.00 |
105.00 |
105.00 |
105.00 |
-1.50 |
|
|
|
Jun08 |
080123 |
105.00 |
105.00 |
105.00 |
105.00 |
-1.50 |
|
|
|
Total Volume and Open Interest |
|
|
|
DJIA Index(CBOT) |
Mar08 |
080123 |
11725 |
12300 |
11657 |
12272 |
+321 |
5,578 |
28,146 |
-190 |
Jun08 |
080123 |
11820 |
12293 |
11820 |
12293 |
+309 |
10 |
53 |
+2 |
Sep08 |
080123 |
11890 |
12298 |
11890 |
12298 |
+249 |
0 |
1 |
+0 |
Dec08 |
080123 |
12289 |
12289 |
12289 |
12289 |
+170 |
|
|
|
Total Volume and Open Interest |
5,588 |
28,200 |
-188 |
S & P 500(CME) |
Mar08 |
080123 |
1272.50 |
1344.00 |
1260.50 |
1341.50 |
+32.20 |
71,759 |
576,856 |
+17,474 |
Jun08 |
080123 |
1275.00 |
1347.00 |
1273.00 |
1344.70 |
+32.30 |
88 |
8,631 |
-13 |
Sep08 |
080123 |
1283.00 |
1349.10 |
1278.10 |
1347.90 |
+32.80 |
3 |
332 |
-3 |
Dec08 |
080123 |
1349.70 |
1349.70 |
1349.70 |
1349.70 |
+33.20 |
577 |
4,094 |
+49 |
Total Volume and Open Interest |
72,434 |
589,946 |
+17,526 |
S & P 500 E-Mini(Globex) |
Mar08 |
080123 |
1311.75 |
1344.50 |
1261.00 |
1341.50 |
+32.25 |
4,734,875 |
2,461,562 |
+180,420 |
Jun08 |
080123 |
1301.00 |
1347.25 |
1264.00 |
1344.75 |
+32.25 |
17,930 |
48,029 |
+12,641 |
Total Volume and Open Interest |
4,752,805 |
2,509,683 |
+193,146 |
NASDAQ 100(CME) |
Mar08 |
080123 |
1736.00 |
1813.00 |
1698.00 |
1807.50 |
+6.50 |
4,641 |
44,426 |
+679 |
Jun08 |
080123 |
1763.00 |
1819.30 |
1730.00 |
1819.30 |
+6.50 |
0 |
52 |
+0 |
Sep08 |
080123 |
1839.30 |
1839.30 |
1839.30 |
1839.30 |
+6.50 |
|
|
|
Total Volume and Open Interest |
4,641 |
44,478 |
+679 |
NASDAQ 100 E-Mini(Globex) |
Mar08 |
080123 |
1809.50 |
1812.00 |
1698.30 |
1807.50 |
+6.50 |
751,476 |
374,503 |
+9,484 |
Jun08 |
080123 |
1787.80 |
1823.00 |
1708.50 |
1819.30 |
+6.50 |
1,494 |
1,642 |
+1,120 |
Total Volume and Open Interest |
752,970 |
376,145 |
+10,604 |
S & P Midcap 400(CME) |
Mar08 |
080123 |
736.50 |
773.00 |
736.00 |
772.90 |
+20.20 |
91 |
6,473 |
-80 |
Jun08 |
080123 |
776.20 |
776.20 |
776.20 |
776.20 |
+18.50 |
|
|
|
Sep08 |
080123 |
781.20 |
781.20 |
781.20 |
781.20 |
+18.50 |
0 |
55 |
+0 |
Total Volume and Open Interest |
91 |
6,530 |
-80 |
Russell 2000(CME) |
Mar08 |
080123 |
657.00 |
696.00 |
654.50 |
694.60 |
+23.10 |
3,554 |
42,246 |
-382 |
Jun08 |
080123 |
695.30 |
695.30 |
695.30 |
695.30 |
+23.00 |
0 |
7 |
+0 |
Sep08 |
080123 |
697.80 |
697.80 |
697.80 |
697.80 |
+23.00 |
0 |
25 |
+0 |
Total Volume and Open Interest |
3,554 |
42,278 |
-382 |
Russell 2000 E-Mini(Globex) |
Mar08 |
080123 |
671.50 |
696.10 |
648.40 |
694.60 |
+23.10 |
488,960 |
642,989 |
-9,012 |
Jun08 |
080123 |
666.30 |
696.00 |
650.20 |
695.30 |
+23.00 |
262 |
289 |
+80 |
Sep08 |
080123 |
673.50 |
697.80 |
659.30 |
697.80 |
+23.00 |
0 |
88 |
+0 |
Total Volume and Open Interest |
489,222 |
643,366 |
-8,932 |
Value Line(KCBT) |
Mar08 |
080123 |
2080.00 |
2080.00 |
2080.00 |
2080.00 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
Nikkei 225(CME) |
Mar08 |
080123 |
13055 |
13125 |
12620 |
12765 |
-1015 |
96,986 |
218,692 |
+1,087 |
Jun08 |
080123 |
13000 |
13045 |
12570 |
12765 |
-1040 |
77 |
119 |
+16 |
Total Volume and Open Interest |
97,080 |
218,932 |
+1,103 |
Nikkei 225(SGX) |
Mar08 |
080123 |
13055 |
13125 |
12620 |
12765 |
-1015 |
96,986 |
218,692 |
+1,087 |
Jun08 |
080123 |
13000 |
13045 |
12570 |
12765 |
-1040 |
77 |
119 |
+16 |
Sep08 |
080123 |
12780 |
12780 |
12780 |
12780 |
-1045 |
0 |
40 |
+0 |
Total Volume and Open Interest |
97,080 |
218,932 |
+1,103 |
CAC 40(EURONEXT) |
Feb08 |
080123 |
4887.0 |
4963.0 |
4561.0 |
4648.0 |
-218.0 |
411,738 |
550,352 |
+146,257 |
Mar08 |
080123 |
4909.5 |
4979.5 |
4600.0 |
4667.0 |
-218.0 |
3,177 |
57,140 |
+1,943 |
Apr08 |
080123 |
4882.0 |
4882.0 |
4685.0 |
4685.0 |
-218.0 |
|
|
|
Total Volume and Open Interest |
414,971 |
609,439 |
|
Hang Seng Index(HKFE) |
Jan08 |
080123 |
23300 |
24332 |
22667 |
24215 |
+2412 |
8,237 |
81,231 |
+60,126 |
Feb08 |
080123 |
23200 |
24343 |
22709 |
24260 |
+2460 |
181 |
358 |
+20 |
Mar08 |
080123 |
23746 |
24277 |
22670 |
24188 |
+2412 |
51 |
561 |
+501 |
Total Volume and Open Interest |
8,508 |
82,861 |
+61,299 |
DAX(EUREX) |
Mar08 |
080123 |
6811.0 |
6934.0 |
6381.0 |
6500.0 |
-333.0 |
537,606 |
220,538 |
-34,312 |
Jun08 |
080123 |
6962.5 |
7000.0 |
6450.0 |
6566.0 |
-338.0 |
564 |
18,954 |
+595 |
Sep08 |
080123 |
7031.5 |
7031.5 |
6580.0 |
6627.0 |
-343.5 |
150 |
773 |
+246 |
Total Volume and Open Interest |
538,320 |
240,265 |
-33,471 |
FT-SE 100(EURONEXT) |
Mar08 |
080123 |
5794.00 |
5844.00 |
5495.00 |
5621.00 |
-113.50 |
337,353 |
533,597 |
+39,590 |
Jun08 |
080123 |
5808.00 |
5808.00 |
5516.50 |
5635.50 |
-115.50 |
170 |
9,247 |
+44 |
Sep08 |
080123 |
5647.50 |
5675.50 |
5643.00 |
5643.00 |
-115.50 |
0 |
2,029 |
+0 |
Total Volume and Open Interest |
337,523 |
546,873 |
+39,634 |
SPI 200(SFE) |
Mar08 |
080123 |
5471.0 |
5528.0 |
5361.0 |
5379.0 |
+123.0 |
62,656 |
301,236 |
+31,013 |
Jun08 |
080123 |
5515.0 |
5542.0 |
5423.0 |
5426.0 |
+123.0 |
20 |
3,624 |
+212 |
Sep08 |
080123 |
5477.0 |
5477.0 |
5429.0 |
5429.0 |
+121.0 |
102 |
1,636 |
+105 |
Total Volume and Open Interest |
62,901 |
306,626 |
+31,453 |
GSCI(CME) |
Feb08 |
080123 |
582.70 |
586.00 |
576.00 |
576.20 |
-12.30 |
404 |
21,093 |
-27 |
Mar08 |
080123 |
579.00 |
579.00 |
579.00 |
579.00 |
-11.00 |
|
|
|
Apr08 |
080123 |
579.00 |
579.00 |
579.00 |
579.00 |
-11.00 |
|
|
|
Total Volume and Open Interest |
404 |
21,093 |
-27 |
RJ/CRB Index(ICE) |
Feb08 |
080123 |
481.00 |
486.00 |
475.75 |
475.75 |
-9.25 |
4 |
270 |
+0 |
Apr08 |
080123 |
485.00 |
492.00 |
479.75 |
479.75 |
-8.25 |
5 |
858 |
-1 |
Jun08 |
080123 |
488.00 |
494.00 |
483.75 |
483.75 |
-7.25 |
3 |
204 |
+1 |
Total Volume and Open Interest |
14 |
1,337 |
+0 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|