 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Thu January 24, 2008 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar08 |
080124 |
1204.00 |
1237.00 |
1204.00 |
1230.50 |
+41.00 |
12,786 |
231,052 |
-7,933 |
May08 |
080124 |
1222.50 |
1255.00 |
1222.50 |
1249.00 |
+42.00 |
5,030 |
87,349 |
+3,322 |
Jul08 |
080124 |
1240.00 |
1268.00 |
1240.00 |
1263.75 |
+43.00 |
7,653 |
79,638 |
+1,682 |
Aug08 |
080124 |
1250.00 |
1266.50 |
1242.00 |
1266.50 |
+50.00 |
30 |
3,872 |
+72 |
Sep08 |
080124 |
1220.00 |
1238.00 |
1212.00 |
1238.00 |
+50.00 |
254 |
3,020 |
+8 |
Nov08 |
080124 |
1180.00 |
1217.00 |
1175.00 |
1215.00 |
+47.50 |
7,916 |
120,124 |
-665 |
Jan09 |
080124 |
1196.00 |
1223.00 |
1194.00 |
1223.00 |
+50.00 |
614 |
5,138 |
+12 |
Total Volume and Open Interest |
34,717 |
561,069 |
-2,889 |
Soybean Meal(CBOT) |
Mar08 |
080124 |
327.00 |
333.90 |
327.00 |
332.20 |
+9.40 |
7,515 |
80,583 |
-5,409 |
May08 |
080124 |
334.50 |
340.00 |
334.50 |
338.00 |
+8.20 |
5,330 |
52,037 |
+518 |
Jul08 |
080124 |
340.00 |
344.00 |
339.00 |
341.00 |
+6.50 |
4,537 |
40,921 |
+1,640 |
Aug08 |
080124 |
339.00 |
343.00 |
337.80 |
338.00 |
+5.70 |
1,098 |
7,912 |
+111 |
Sep08 |
080124 |
333.00 |
338.00 |
333.00 |
335.00 |
+7.00 |
693 |
6,422 |
-80 |
Oct08 |
080124 |
317.50 |
324.00 |
317.50 |
323.00 |
+8.00 |
373 |
5,858 |
+87 |
Dec08 |
080124 |
315.50 |
324.00 |
315.00 |
322.70 |
+9.20 |
2,881 |
37,652 |
+1,382 |
Jan09 |
080124 |
318.50 |
324.00 |
318.00 |
323.70 |
+9.70 |
479 |
2,333 |
+337 |
Total Volume and Open Interest |
23,217 |
236,480 |
-1,118 |
Soybean Oil(CBOT) |
Mar08 |
080124 |
50.48 |
51.68 |
50.40 |
51.68 |
+2.00 |
9,944 |
146,029 |
-5,573 |
May08 |
080124 |
51.08 |
52.35 |
51.05 |
52.32 |
+1.97 |
4,772 |
52,949 |
+2,735 |
Jul08 |
080124 |
51.65 |
52.95 |
51.65 |
52.94 |
+1.99 |
4,294 |
46,646 |
+524 |
Aug08 |
080124 |
51.95 |
53.20 |
51.90 |
53.20 |
+2.00 |
208 |
5,502 |
-146 |
Sep08 |
080124 |
51.95 |
53.30 |
51.95 |
53.15 |
+1.85 |
325 |
5,088 |
+30 |
Oct08 |
080124 |
52.55 |
53.00 |
52.30 |
53.00 |
+1.75 |
275 |
4,928 |
-64 |
Dec08 |
080124 |
52.16 |
53.45 |
52.16 |
53.35 |
+1.90 |
2,883 |
29,953 |
+277 |
Jan09 |
080124 |
52.80 |
53.40 |
52.60 |
53.40 |
+1.85 |
469 |
2,026 |
+298 |
Total Volume and Open Interest |
23,255 |
294,162 |
-1,887 |
Canola(WCE) |
Mar08 |
080124 |
552.0 |
567.0 |
550.0 |
565.6 |
+11.1 |
9,213 |
71,222 |
-21,633 |
May08 |
080124 |
569.2 |
580.0 |
562.9 |
578.6 |
+9.9 |
8,495 |
28,617 |
+13,229 |
Jul08 |
080124 |
576.0 |
590.8 |
574.6 |
589.5 |
+10.7 |
580 |
20,046 |
+2,588 |
Total Volume and Open Interest |
19,668 |
164,195 |
-3,353 |
Corn(CBOT) |
Mar08 |
080124 |
480.50 |
489.25 |
479.75 |
489.25 |
+20.00 |
21,787 |
561,893 |
-13,936 |
May08 |
080124 |
492.00 |
501.25 |
491.75 |
501.25 |
+20.00 |
6,352 |
197,781 |
+3,870 |
Jul08 |
080124 |
501.00 |
510.00 |
500.25 |
510.00 |
+20.00 |
8,209 |
179,906 |
+3,151 |
Sep08 |
080124 |
495.50 |
504.75 |
495.00 |
504.75 |
+20.00 |
1,834 |
37,841 |
+592 |
Dec08 |
080124 |
491.50 |
504.00 |
491.50 |
502.50 |
+18.50 |
8,175 |
337,074 |
+1,819 |
Mar09 |
080124 |
498.50 |
509.50 |
498.50 |
508.00 |
+17.75 |
607 |
24,177 |
+399 |
Total Volume and Open Interest |
47,366 |
1,425,753 |
-3,638 |
Wheat(CBOT) |
Mar08 |
080124 |
919.50 |
929.50 |
902.00 |
909.00 |
+4.00 |
4,774 |
171,514 |
-4,036 |
May08 |
080124 |
935.00 |
942.00 |
918.00 |
923.50 |
+4.00 |
2,706 |
72,671 |
-2,883 |
Jul08 |
080124 |
858.00 |
868.00 |
846.00 |
859.50 |
-1.25 |
2,442 |
112,296 |
+36 |
Sep08 |
080124 |
864.00 |
871.00 |
855.50 |
862.00 |
+13.00 |
927 |
20,944 |
+221 |
Dec08 |
080124 |
876.00 |
884.00 |
865.00 |
876.00 |
+10.00 |
458 |
46,718 |
+1,197 |
Total Volume and Open Interest |
11,439 |
446,218 |
-5,185 |
Wheat(KCBT) |
Mar08 |
080124 |
970.00 |
974.00 |
946.00 |
955.00 |
+0.25 |
8,288 |
60,315 |
-771 |
May08 |
080124 |
978.00 |
982.00 |
957.00 |
964.00 |
-1.00 |
3,264 |
14,245 |
+278 |
Jul08 |
080124 |
930.00 |
930.00 |
908.00 |
914.50 |
unch |
3,166 |
34,341 |
-515 |
Sep08 |
080124 |
935.00 |
935.00 |
916.00 |
919.00 |
-6.00 |
382 |
5,813 |
-42 |
Dec08 |
080124 |
939.00 |
941.00 |
925.00 |
928.00 |
unch |
400 |
5,370 |
-224 |
Total Volume and Open Interest |
15,539 |
124,498 |
-1,256 |
Wheat(MGE) |
Mar08 |
080124 |
1225.00 |
1237.00 |
1225.00 |
1237.00 |
+30.00 |
6,020 |
26,080 |
-1,655 |
May08 |
080124 |
1170.00 |
1178.00 |
1155.00 |
1170.00 |
+22.00 |
4,480 |
14,742 |
+683 |
Jul08 |
080124 |
1095.00 |
1105.00 |
1085.00 |
1096.00 |
+21.00 |
1,263 |
4,918 |
+326 |
Sep08 |
080124 |
1019.00 |
1036.00 |
1002.00 |
1018.00 |
+12.00 |
1,081 |
7,988 |
+97 |
Dec08 |
080124 |
1013.00 |
1030.00 |
1002.00 |
1002.00 |
-3.00 |
692 |
8,420 |
+174 |
Total Volume and Open Interest |
13,536 |
62,806 |
-375 |
Oats(CBOT) |
Mar08 |
080124 |
315.00 |
317.00 |
314.00 |
316.50 |
+8.50 |
588 |
9,840 |
-170 |
May08 |
080124 |
324.75 |
327.25 |
322.00 |
327.25 |
+9.75 |
554 |
1,817 |
+221 |
Jul08 |
080124 |
332.50 |
335.00 |
332.50 |
335.00 |
+9.00 |
19 |
580 |
+12 |
Sep08 |
080124 |
342.00 |
342.00 |
342.00 |
342.00 |
+7.00 |
0 |
45 |
+0 |
Total Volume and Open Interest |
1,209 |
14,002 |
+80 |
Rough Rice(CBOT) |
Mar08 |
080124 |
14.16 |
14.35 |
14.16 |
14.29 |
+0.26 |
43 |
12,250 |
-99 |
May08 |
080124 |
14.61 |
14.61 |
14.61 |
14.61 |
+0.27 |
5 |
1,123 |
+17 |
Jul08 |
080124 |
14.77 |
14.85 |
14.77 |
14.85 |
+0.24 |
7 |
1,315 |
+2 |
Sep08 |
080124 |
14.31 |
14.33 |
14.31 |
14.33 |
+0.11 |
16 |
1,595 |
+41 |
Total Volume and Open Interest |
71 |
17,160 |
-29 |
Live Cattle(CME) |
Feb08 |
080124 |
91.200 |
92.100 |
91.000 |
91.135 |
+0.685 |
4,919 |
30,599 |
-1,120 |
Apr08 |
080124 |
94.150 |
95.200 |
94.150 |
94.450 |
+0.815 |
12,343 |
127,671 |
-1,056 |
Jun08 |
080124 |
92.950 |
93.600 |
92.950 |
93.080 |
+0.530 |
6,569 |
45,851 |
+571 |
Aug08 |
080124 |
95.150 |
95.700 |
95.100 |
95.285 |
+0.750 |
2,845 |
22,829 |
+418 |
Oct08 |
080124 |
99.100 |
99.850 |
99.100 |
99.785 |
+0.835 |
1,482 |
13,522 |
+477 |
Dec08 |
080124 |
100.100 |
100.900 |
100.100 |
100.850 |
+0.800 |
552 |
7,215 |
-7 |
Total Volume and Open Interest |
28,872 |
252,629 |
-676 |
Feeder Cattle(CME) |
Jan08 |
080124 |
98.350 |
99.050 |
98.350 |
98.800 |
+0.450 |
881 |
2,646 |
-226 |
Mar08 |
080124 |
102.750 |
103.600 |
102.600 |
102.700 |
-0.335 |
2,498 |
17,413 |
+276 |
Apr08 |
080124 |
106.200 |
107.200 |
106.200 |
106.350 |
-0.350 |
618 |
6,525 |
+123 |
May08 |
080124 |
108.500 |
109.400 |
108.500 |
108.580 |
-0.350 |
616 |
6,398 |
+215 |
Aug08 |
080124 |
110.300 |
110.850 |
110.150 |
110.785 |
+0.135 |
419 |
4,877 |
+113 |
Sep08 |
080124 |
109.850 |
110.050 |
109.600 |
110.000 |
+0.150 |
10 |
475 |
+5 |
Oct08 |
080124 |
109.500 |
109.900 |
109.500 |
109.900 |
+0.200 |
32 |
355 |
+8 |
Total Volume and Open Interest |
5,082 |
38,939 |
+517 |
Lean Hogs(CME) |
Feb08 |
080124 |
55.550 |
56.600 |
55.350 |
56.000 |
+0.750 |
11,217 |
0 |
-31,029 |
Apr08 |
080124 |
62.050 |
63.200 |
61.500 |
61.775 |
-0.010 |
15,217 |
0 |
-91,720 |
May08 |
080124 |
71.000 |
71.250 |
70.600 |
71.075 |
+0.425 |
74 |
0 |
-2,749 |
Jun08 |
080124 |
73.800 |
74.700 |
73.625 |
74.275 |
+0.775 |
4,667 |
0 |
-34,832 |
Jul08 |
080124 |
74.650 |
75.750 |
74.650 |
75.350 |
+0.800 |
1,103 |
0 |
-13,276 |
Aug08 |
080124 |
74.200 |
75.250 |
74.000 |
74.825 |
+0.725 |
516 |
0 |
-7,561 |
Oct08 |
080124 |
70.150 |
71.100 |
70.150 |
70.500 |
+0.900 |
1,008 |
0 |
-11,974 |
Dec08 |
080124 |
72.500 |
73.400 |
72.500 |
72.950 |
+0.750 |
570 |
0 |
-15,766 |
Total Volume and Open Interest |
30,608 |
210,711 |
+0 |
Pork Bellies(CME) |
Feb08 |
080124 |
84.100 |
84.900 |
83.900 |
84.635 |
+0.835 |
124 |
941 |
-50 |
Mar08 |
080124 |
83.700 |
84.950 |
83.700 |
84.950 |
+1.350 |
15 |
417 |
+1 |
May08 |
080124 |
86.700 |
87.400 |
86.400 |
86.430 |
+0.780 |
39 |
440 |
+15 |
Jul08 |
080124 |
87.000 |
87.000 |
86.300 |
86.330 |
+0.030 |
7 |
212 |
+2 |
Aug08 |
080124 |
87.850 |
87.850 |
86.100 |
86.100 |
unch |
2 |
63 |
+2 |
Total Volume and Open Interest |
187 |
2,073 |
-30 |
Class III Milk(CME) |
Jan08 |
080124 |
19.26 |
19.26 |
19.25 |
19.26 |
-0.01 |
108 |
3,852 |
-13 |
Feb08 |
080124 |
16.75 |
16.75 |
16.75 |
16.75 |
+0.21 |
136 |
4,304 |
-11 |
Mar08 |
080124 |
16.45 |
16.57 |
16.39 |
16.53 |
+0.15 |
314 |
4,084 |
+13 |
Apr08 |
080124 |
16.02 |
16.02 |
16.02 |
16.02 |
+0.12 |
199 |
3,020 |
+51 |
May08 |
080124 |
15.90 |
15.90 |
15.90 |
15.90 |
+0.06 |
142 |
2,593 |
+41 |
Total Volume and Open Interest |
1,327 |
32,084 |
+237 |
Cocoa(ICE) |
Mar08 |
080124 |
2160 |
2192 |
2155 |
2192 |
+54 |
9,910 |
95,987 |
-2,277 |
May08 |
080124 |
2195 |
2216 |
2195 |
2216 |
+55 |
4,111 |
39,680 |
+1,192 |
Jul08 |
080124 |
2231 |
2231 |
2231 |
2231 |
+55 |
1,310 |
18,016 |
+116 |
Sep08 |
080124 |
2233 |
2233 |
2233 |
2233 |
+56 |
424 |
11,384 |
+44 |
Dec08 |
080124 |
2239 |
2239 |
2239 |
2239 |
+57 |
527 |
16,319 |
-44 |
Mar09 |
080124 |
2244 |
2244 |
2244 |
2244 |
+55 |
293 |
5,540 |
-7 |
May09 |
080124 |
2248 |
2248 |
2248 |
2248 |
+55 |
1 |
2,386 |
+0 |
Total Volume and Open Interest |
16,878 |
190,006 |
-690 |
Coffee "C"(ICE) |
Mar08 |
080124 |
131.90 |
132.50 |
130.50 |
132.35 |
+1.05 |
13,194 |
102,500 |
-1,371 |
May08 |
080124 |
134.20 |
135.00 |
134.10 |
135.00 |
+1.05 |
4,399 |
40,513 |
+1,167 |
Jul08 |
080124 |
136.60 |
137.55 |
136.60 |
137.55 |
+1.05 |
527 |
11,042 |
+200 |
Sep08 |
080124 |
139.00 |
139.95 |
139.00 |
139.95 |
+1.05 |
175 |
9,349 |
+51 |
Dec08 |
080124 |
142.50 |
143.50 |
142.50 |
143.50 |
+1.10 |
494 |
6,272 |
+224 |
Mar09 |
080124 |
146.15 |
146.85 |
146.15 |
146.85 |
+1.10 |
86 |
3,755 |
+9 |
Total Volume and Open Interest |
19,039 |
176,067 |
+337 |
Orange Juice(ICE) |
Mar08 |
080124 |
136.00 |
137.90 |
135.00 |
136.80 |
+3.10 |
816 |
16,774 |
-438 |
May08 |
080124 |
138.00 |
138.75 |
137.95 |
138.45 |
+2.65 |
181 |
4,303 |
+34 |
Jul08 |
080124 |
138.00 |
140.00 |
138.00 |
140.00 |
+2.75 |
18 |
1,102 |
+5 |
Sep08 |
080124 |
141.40 |
141.40 |
141.40 |
141.40 |
+2.75 |
4 |
699 |
-7 |
Nov08 |
080124 |
141.60 |
141.60 |
141.60 |
141.60 |
+2.75 |
0 |
442 |
+0 |
Jan09 |
080124 |
142.70 |
142.70 |
142.70 |
142.70 |
+2.75 |
0 |
861 |
+0 |
Total Volume and Open Interest |
1,019 |
24,228 |
-406 |
Sugar #11(ICE) |
Mar08 |
080124 |
11.50 |
11.55 |
11.39 |
11.47 |
+0.04 |
68,050 |
466,703 |
-25,621 |
May08 |
080124 |
11.94 |
11.96 |
11.84 |
11.88 |
+0.01 |
18,071 |
168,306 |
-4,394 |
Jul08 |
080124 |
11.98 |
11.98 |
11.89 |
11.95 |
-0.02 |
12,694 |
122,356 |
-2,564 |
Oct08 |
080124 |
12.20 |
12.30 |
12.16 |
12.21 |
-0.09 |
6,352 |
117,118 |
+49 |
Mar09 |
080124 |
12.86 |
12.86 |
12.75 |
12.77 |
-0.10 |
2,186 |
59,266 |
+74 |
Total Volume and Open Interest |
111,344 |
1,050,651 |
-31,696 |
Sugar #14(ICE) |
Mar08 |
080124 |
20.15 |
20.15 |
20.15 |
20.15 |
unch |
1,001 |
2,026 |
-366 |
May08 |
080124 |
20.18 |
20.18 |
20.18 |
20.18 |
+0.04 |
202 |
3,912 |
-81 |
Jul08 |
080124 |
20.44 |
20.44 |
20.44 |
20.44 |
unch |
8 |
2,020 |
+0 |
Sep08 |
080124 |
20.70 |
20.70 |
20.70 |
20.70 |
unch |
85 |
1,475 |
+0 |
Nov08 |
080124 |
20.92 |
20.92 |
20.92 |
20.92 |
-0.01 |
89 |
664 |
+0 |
Total Volume and Open Interest |
1,385 |
10,128 |
-447 |
London Cocoa(LCE) |
Mar08 |
080124 |
1129 |
1148 |
1121 |
1145 |
+13 |
4,630 |
75,205 |
-187 |
May08 |
080124 |
1149 |
1166 |
1142 |
1164 |
+13 |
1,405 |
33,870 |
+13 |
Jul08 |
080124 |
1175 |
1194 |
1172 |
1191 |
+12 |
1,099 |
57,561 |
+733 |
Sep08 |
080124 |
1162 |
1179 |
1160 |
1179 |
+13 |
854 |
25,285 |
+406 |
Dec08 |
080124 |
1166 |
1185 |
1166 |
1185 |
+13 |
471 |
31,700 |
-91 |
Mar09 |
080124 |
1176 |
1184 |
1169 |
1184 |
+13 |
324 |
9,236 |
+149 |
May09 |
080124 |
1180 |
1195 |
1180 |
1195 |
+13 |
0 |
386 |
+0 |
Total Volume and Open Interest |
9,069 |
233,871 |
+1,238 |
London Coffee(LCE) |
Jan08 |
080124 |
2028.00 |
2028.00 |
2008.00 |
2019.00 |
-4.00 |
108 |
1,663 |
+16 |
Mar08 |
080124 |
2051.00 |
2057.00 |
2027.00 |
2040.00 |
-5.00 |
10,747 |
72,795 |
-1,269 |
May08 |
080124 |
2065.00 |
2075.00 |
2050.00 |
2061.00 |
-2.00 |
7,022 |
32,388 |
+2,634 |
Jul08 |
080124 |
2081.00 |
2082.00 |
2062.00 |
2073.00 |
-3.00 |
1,866 |
11,394 |
+705 |
Sep08 |
080124 |
2082.00 |
2082.00 |
2063.00 |
2075.00 |
-1.00 |
1,844 |
12,338 |
+1,397 |
Nov08 |
080124 |
2069.00 |
2077.00 |
2069.00 |
2077.00 |
-1.00 |
56 |
1,312 |
+44 |
Total Volume and Open Interest |
21,779 |
135,375 |
+3,552 |
London Sugar(LCE) |
Mar08 |
080124 |
332.00 |
334.70 |
330.60 |
330.70 |
-2.10 |
5,075 |
50,626 |
-692 |
May08 |
080124 |
342.00 |
343.10 |
339.10 |
340.00 |
-2.30 |
2,138 |
17,189 |
+1,541 |
Aug08 |
080124 |
344.40 |
345.00 |
340.60 |
341.00 |
-3.40 |
788 |
7,963 |
+95 |
Oct08 |
080124 |
346.30 |
346.50 |
344.20 |
344.20 |
-2.60 |
288 |
7,801 |
-116 |
Dec08 |
080124 |
350.00 |
350.00 |
349.40 |
349.40 |
-1.50 |
114 |
1,940 |
+54 |
Total Volume and Open Interest |
8,583 |
92,006 |
+851 |
Cotton(ICE) |
Mar08 |
080124 |
67.30 |
68.50 |
67.05 |
68.39 |
+1.56 |
36,349 |
135,268 |
-11,482 |
May08 |
080124 |
68.90 |
70.15 |
68.90 |
70.15 |
+1.54 |
2,957 |
37,988 |
+138 |
Jul08 |
080124 |
70.40 |
71.90 |
70.40 |
71.89 |
+1.46 |
4,418 |
35,381 |
+1,401 |
Oct08 |
080124 |
74.52 |
74.52 |
74.52 |
74.52 |
+1.67 |
2 |
518 |
+0 |
Dec08 |
080124 |
75.00 |
76.70 |
74.90 |
76.62 |
+1.77 |
6,246 |
56,671 |
-228 |
Mar09 |
080124 |
79.05 |
79.05 |
79.05 |
79.05 |
+1.90 |
17 |
2,011 |
+16 |
Total Volume and Open Interest |
50,001 |
270,746 |
-10,152 |
Lumber(CME) |
Mar08 |
080124 |
221.0 |
226.0 |
220.7 |
225.0 |
+5.4 |
787 |
7,959 |
-99 |
May08 |
080124 |
242.0 |
244.8 |
241.9 |
244.5 |
+4.0 |
321 |
1,363 |
+154 |
Jul08 |
080124 |
258.8 |
259.3 |
258.0 |
259.3 |
+0.6 |
133 |
476 |
-16 |
Sep08 |
080124 |
269.2 |
278.7 |
268.5 |
277.8 |
+0.3 |
12 |
167 |
+0 |
Total Volume and Open Interest |
1,259 |
10,045 |
+37 |
Crude Oil(NYM) |
Mar08 |
080124 |
87.90 |
89.45 |
87.00 |
89.41 |
+2.42 |
261,820 |
376,627 |
-7,069 |
Apr08 |
080124 |
87.60 |
89.00 |
86.95 |
88.99 |
+2.37 |
61,544 |
95,857 |
+1,416 |
May08 |
080124 |
87.00 |
88.58 |
87.00 |
88.58 |
+2.31 |
23,655 |
72,327 |
+3,428 |
Jun08 |
080124 |
86.70 |
88.19 |
86.50 |
88.19 |
+2.23 |
26,811 |
82,435 |
-3,824 |
Jul08 |
080124 |
87.84 |
87.84 |
87.84 |
87.84 |
+2.16 |
9,014 |
31,765 |
-532 |
Aug08 |
080124 |
87.54 |
87.54 |
87.54 |
87.54 |
+2.12 |
4,571 |
23,434 |
+1,118 |
Sep08 |
080124 |
85.75 |
87.29 |
85.75 |
87.29 |
+2.09 |
3,211 |
41,257 |
-270 |
Oct08 |
080124 |
87.07 |
87.07 |
87.07 |
87.07 |
+2.08 |
2,177 |
30,654 |
-1,202 |
Nov08 |
080124 |
86.86 |
86.86 |
86.86 |
86.86 |
+2.06 |
503 |
21,820 |
-29 |
Dec08 |
080124 |
85.25 |
86.65 |
85.25 |
86.65 |
+2.03 |
15,232 |
174,162 |
+866 |
Jan09 |
080124 |
86.44 |
86.44 |
86.44 |
86.44 |
+2.00 |
486 |
23,840 |
-184 |
Feb09 |
080124 |
86.24 |
86.24 |
86.24 |
86.24 |
+1.97 |
146 |
12,257 |
+72 |
Mar09 |
080124 |
85.35 |
86.05 |
85.35 |
86.05 |
+1.94 |
209 |
7,250 |
-781 |
Apr09 |
080124 |
85.88 |
85.88 |
85.88 |
85.88 |
+1.91 |
400 |
8,348 |
-400 |
May09 |
080124 |
85.71 |
85.71 |
85.71 |
85.71 |
+1.88 |
200 |
13,357 |
+0 |
Jun09 |
080124 |
85.57 |
85.57 |
85.57 |
85.57 |
+1.85 |
3,431 |
31,305 |
+839 |
Total Volume and Open Interest |
435,705 |
1,335,629 |
-7,538 |
Heating Oil(NYM) |
Feb08 |
080124 |
245.00 |
247.63 |
244.20 |
247.63 |
+5.32 |
19,919 |
34,040 |
-2,905 |
Mar08 |
080124 |
243.50 |
246.85 |
243.50 |
246.41 |
+5.38 |
27,324 |
72,054 |
-46 |
Apr08 |
080124 |
243.51 |
243.51 |
243.51 |
243.51 |
+5.28 |
8,727 |
24,523 |
+1,515 |
May08 |
080124 |
237.75 |
240.66 |
236.25 |
240.66 |
+5.33 |
3,131 |
13,345 |
+98 |
Jun08 |
080124 |
235.95 |
238.86 |
235.50 |
238.86 |
+5.28 |
2,844 |
17,211 |
+109 |
Jul08 |
080124 |
238.66 |
238.66 |
238.66 |
238.66 |
+5.23 |
742 |
7,033 |
+111 |
Aug08 |
080124 |
238.76 |
238.76 |
238.76 |
238.76 |
+5.18 |
509 |
2,096 |
-41 |
Sep08 |
080124 |
239.91 |
239.91 |
239.91 |
239.91 |
+5.13 |
998 |
5,583 |
+307 |
Oct08 |
080124 |
229.10 |
241.76 |
229.10 |
241.76 |
+5.13 |
171 |
1,633 |
-14 |
Nov08 |
080124 |
243.86 |
243.86 |
243.86 |
243.86 |
+5.13 |
154 |
1,160 |
-61 |
Dec08 |
080124 |
245.61 |
245.61 |
245.61 |
245.61 |
+5.13 |
819 |
9,432 |
+62 |
Jan09 |
080124 |
246.81 |
246.81 |
246.81 |
246.81 |
+5.13 |
199 |
3,430 |
+223 |
Total Volume and Open Interest |
65,675 |
200,151 |
-513 |
Gasoline(NYMEX) |
Feb08 |
080124 |
226.01 |
228.95 |
222.70 |
228.28 |
+3.20 |
29,359 |
33,238 |
-3,748 |
Mar08 |
080124 |
230.00 |
232.40 |
226.20 |
231.59 |
+3.55 |
28,934 |
72,996 |
-157 |
Apr08 |
080124 |
242.50 |
245.65 |
239.90 |
245.04 |
+3.95 |
8,164 |
36,574 |
-619 |
May08 |
080124 |
244.23 |
246.41 |
240.95 |
245.99 |
+4.15 |
4,938 |
32,613 |
+8 |
Jun08 |
080124 |
243.83 |
246.17 |
240.72 |
245.74 |
+4.20 |
3,222 |
23,585 |
+324 |
Jul08 |
080124 |
242.97 |
244.95 |
239.57 |
244.44 |
+4.10 |
1,113 |
7,458 |
+64 |
Aug08 |
080124 |
239.76 |
242.72 |
238.40 |
242.14 |
+4.00 |
411 |
4,485 |
+143 |
Sep08 |
080124 |
236.80 |
239.12 |
234.29 |
238.84 |
+4.00 |
326 |
6,770 |
+40 |
Oct08 |
080124 |
222.16 |
225.60 |
222.09 |
225.49 |
+3.95 |
178 |
3,869 |
-2 |
Nov08 |
080124 |
219.74 |
221.88 |
219.03 |
221.34 |
+3.90 |
63 |
2,111 |
+3 |
Total Volume and Open Interest |
77,022 |
239,437 |
-3,984 |
e-MiNY RBOB Gasoline(NYMEX) |
Feb08 |
080118 |
230.34 |
230.34 |
230.34 |
230.34 |
-17.48 |
1 |
10 |
+0 |
Mar08 |
080124 |
231.59 |
231.59 |
231.59 |
231.59 |
+3.55 |
5 |
14 |
+0 |
Apr08 |
080124 |
245.04 |
245.04 |
245.04 |
245.04 |
+3.95 |
0 |
2 |
+0 |
May08 |
080124 |
245.99 |
245.99 |
245.99 |
245.99 |
+4.15 |
|
|
|
Total Volume and Open Interest |
7 |
42 |
+2 |
Natural Gas(NYM) |
Feb08 |
080124 |
7.710 |
7.840 |
7.675 |
7.802 |
+0.181 |
43,756 |
46,984 |
-388 |
Mar08 |
080124 |
7.680 |
7.810 |
7.645 |
7.783 |
+0.202 |
34,261 |
155,332 |
+601 |
Apr08 |
080124 |
7.660 |
7.768 |
7.660 |
7.768 |
+0.182 |
17,210 |
71,677 |
+4,406 |
May08 |
080124 |
7.710 |
7.820 |
7.710 |
7.820 |
+0.179 |
3,865 |
63,730 |
+255 |
Jun08 |
080124 |
7.795 |
7.902 |
7.795 |
7.902 |
+0.178 |
957 |
29,142 |
+265 |
Jul08 |
080124 |
7.780 |
7.985 |
7.780 |
7.985 |
+0.177 |
1,119 |
25,019 |
+124 |
Aug08 |
080124 |
7.850 |
8.055 |
7.850 |
8.055 |
+0.176 |
864 |
21,732 |
-140 |
Sep08 |
080124 |
7.860 |
8.067 |
7.860 |
8.067 |
+0.175 |
1,042 |
17,408 |
+439 |
Oct08 |
080124 |
8.035 |
8.145 |
8.035 |
8.145 |
+0.174 |
2,230 |
47,875 |
+140 |
Nov08 |
080124 |
8.393 |
8.393 |
8.393 |
8.393 |
+0.167 |
1,722 |
27,808 |
-668 |
Dec08 |
080124 |
8.560 |
8.671 |
8.560 |
8.671 |
+0.160 |
2,308 |
27,544 |
+746 |
Jan09 |
080124 |
8.890 |
8.890 |
8.890 |
8.890 |
+0.154 |
1,743 |
50,771 |
+333 |
Feb09 |
080124 |
8.895 |
8.895 |
8.895 |
8.895 |
+0.154 |
567 |
8,971 |
+30 |
Mar09 |
080124 |
8.675 |
8.675 |
8.675 |
8.675 |
+0.154 |
2,025 |
34,197 |
+387 |
Apr09 |
080124 |
7.945 |
7.945 |
7.945 |
7.945 |
+0.134 |
2,135 |
31,617 |
+511 |
May09 |
080124 |
7.934 |
7.934 |
7.934 |
7.934 |
+0.133 |
2,146 |
23,890 |
+521 |
Total Volume and Open Interest |
122,307 |
897,467 |
+9,583 |
Brent Crude Oil(ICE) |
Mar08 |
080124 |
87.40 |
89.42 |
86.88 |
89.07 |
+2.45 |
123,696 |
95,213 |
-8,821 |
Apr08 |
080124 |
87.05 |
88.95 |
86.51 |
88.67 |
+2.41 |
54,424 |
123,504 |
+2,973 |
May08 |
080124 |
86.79 |
88.62 |
86.25 |
88.37 |
+2.35 |
28,006 |
28,906 |
-804 |
Jun08 |
080124 |
86.47 |
88.38 |
86.02 |
88.10 |
+2.31 |
15,707 |
45,015 |
-568 |
Jul08 |
080124 |
86.19 |
87.89 |
85.86 |
87.89 |
+2.26 |
3,105 |
13,866 |
-23 |
Aug08 |
080124 |
86.08 |
87.73 |
85.81 |
87.73 |
+2.23 |
1,623 |
9,450 |
-560 |
Sep08 |
080124 |
87.58 |
87.58 |
87.58 |
87.58 |
+2.19 |
1,516 |
9,661 |
-109 |
Oct08 |
080124 |
87.40 |
87.40 |
87.40 |
87.40 |
+2.10 |
1,090 |
8,274 |
+89 |
Nov08 |
080124 |
87.22 |
87.22 |
87.22 |
87.22 |
+2.03 |
1,197 |
6,805 |
+92 |
Dec08 |
080124 |
86.00 |
87.24 |
85.30 |
87.03 |
+1.97 |
12,748 |
56,499 |
-1,387 |
Jan09 |
080124 |
86.92 |
86.92 |
86.92 |
86.92 |
+1.95 |
437 |
13,024 |
+1,212 |
Feb09 |
080124 |
86.81 |
86.81 |
86.81 |
86.81 |
+1.91 |
232 |
4,936 |
+181 |
Mar09 |
080124 |
86.70 |
86.70 |
86.70 |
86.70 |
+1.87 |
200 |
4,176 |
-200 |
Apr09 |
080124 |
86.61 |
86.61 |
86.61 |
86.61 |
+1.85 |
0 |
5,226 |
+0 |
Total Volume and Open Interest |
250,994 |
522,682 |
-8,359 |
Gas Oil(ICE) |
Feb08 |
080124 |
769.75 |
786.00 |
769.75 |
774.25 |
+3.50 |
35,321 |
53,959 |
+758 |
Mar08 |
080124 |
763.00 |
777.50 |
761.50 |
765.25 |
+1.25 |
32,852 |
65,764 |
+5,234 |
Apr08 |
080124 |
755.25 |
768.25 |
753.00 |
757.00 |
unch |
11,076 |
25,109 |
+986 |
May08 |
080124 |
749.00 |
756.50 |
747.00 |
750.25 |
-0.75 |
4,347 |
17,487 |
+836 |
Jun08 |
080124 |
745.75 |
756.00 |
745.75 |
746.75 |
-1.25 |
4,752 |
30,510 |
+1,066 |
Jul08 |
080124 |
748.50 |
748.75 |
747.25 |
747.25 |
-1.50 |
1,698 |
6,797 |
-655 |
Aug08 |
080124 |
752.75 |
752.75 |
749.50 |
749.75 |
-1.25 |
2,141 |
4,559 |
+1,015 |
Sep08 |
080124 |
752.00 |
752.00 |
752.00 |
752.00 |
-1.25 |
813 |
4,013 |
+488 |
Oct08 |
080124 |
753.75 |
753.75 |
753.50 |
753.50 |
-1.50 |
363 |
2,610 |
+247 |
Nov08 |
080124 |
754.75 |
754.75 |
754.50 |
754.50 |
-1.75 |
966 |
2,650 |
+647 |
Total Volume and Open Interest |
97,635 |
250,669 |
+12,420 |
US Dollar Index(ICE) |
Mar08 |
080124 |
76.680 |
76.680 |
75.790 |
75.870 |
-0.705 |
3,168 |
28,471 |
-1,370 |
Jun08 |
080124 |
76.630 |
76.630 |
76.120 |
76.120 |
-0.705 |
32 |
5,652 |
+2 |
Sep08 |
080124 |
76.420 |
76.420 |
76.420 |
76.420 |
-0.705 |
0 |
502 |
+0 |
Total Volume and Open Interest |
3,200 |
34,625 |
-1,368 |
Australian Dollar(CME) |
Mar08 |
080124 |
87.06 |
87.54 |
87.06 |
87.54 |
+1.17 |
1,012 |
66,558 |
-571 |
Jun08 |
080124 |
86.64 |
86.64 |
86.64 |
86.64 |
+1.19 |
0 |
1,042 |
+340 |
Sep08 |
080124 |
85.65 |
85.65 |
85.65 |
85.65 |
+1.23 |
0 |
76 |
+0 |
Total Volume and Open Interest |
1,012 |
67,831 |
-224 |
British Pound(CME) |
Mar08 |
080124 |
195.76 |
196.95 |
195.64 |
196.91 |
+2.28 |
1,851 |
92,972 |
+945 |
Jun08 |
080124 |
195.15 |
195.85 |
195.15 |
195.85 |
+2.28 |
0 |
725 |
-561 |
Sep08 |
080124 |
194.71 |
194.71 |
194.71 |
194.71 |
+2.33 |
0 |
9 |
+0 |
Total Volume and Open Interest |
1,857 |
93,765 |
+384 |
Canadian Dollar(CME) |
Mar08 |
080124 |
98.35 |
99.17 |
98.35 |
99.12 |
+2.10 |
2,582 |
79,479 |
-34 |
Jun08 |
080124 |
99.00 |
99.00 |
98.96 |
98.96 |
+2.13 |
0 |
4,312 |
-21 |
Sep08 |
080124 |
98.73 |
98.73 |
98.73 |
98.73 |
+2.18 |
0 |
1,575 |
+2 |
Dec08 |
080124 |
98.54 |
98.54 |
98.54 |
98.54 |
+2.20 |
1 |
767 |
+3 |
Total Volume and Open Interest |
2,583 |
86,327 |
-51 |
Japanese Yen(CME) |
Mar08 |
080124 |
94.19 |
94.22 |
93.88 |
93.98 |
-0.95 |
727 |
167,320 |
+1,856 |
Jun08 |
080124 |
94.51 |
94.51 |
94.51 |
94.51 |
-0.92 |
0 |
27,328 |
+46 |
Sep08 |
080124 |
95.01 |
95.01 |
95.01 |
95.01 |
-0.84 |
0 |
499 |
+0 |
Total Volume and Open Interest |
727 |
195,210 |
+1,902 |
Swiss Franc(CME) |
Mar08 |
080124 |
91.87 |
92.15 |
91.85 |
92.15 |
+0.38 |
717 |
71,385 |
+50 |
Jun08 |
080124 |
92.27 |
92.27 |
92.27 |
92.27 |
+0.40 |
0 |
377 |
+67 |
Sep08 |
080124 |
92.37 |
92.37 |
92.37 |
92.37 |
+0.44 |
0 |
23 |
+0 |
Total Volume and Open Interest |
717 |
71,822 |
+117 |
EuroFX(CME) |
Mar08 |
080124 |
146.42 |
147.44 |
146.40 |
147.41 |
+1.68 |
2,209 |
291 |
-180,146 |
Jun08 |
080124 |
146.75 |
146.97 |
146.75 |
146.97 |
+1.68 |
7 |
4,298 |
+929 |
Sep08 |
080124 |
146.51 |
146.51 |
146.51 |
146.51 |
+1.71 |
2 |
319 |
+2 |
Total Volume and Open Interest |
2,223 |
5,077 |
-179,212 |
Mexican Peso(CME) |
Feb08 |
080124 |
914.8 |
914.8 |
914.8 |
914.8 |
+4.2 |
0 |
110 |
+0 |
Mar08 |
080124 |
912.0 |
913.0 |
912.0 |
912.5 |
+4.2 |
137 |
80,742 |
+396 |
Total Volume and Open Interest |
137 |
82,101 |
+396 |
30-Year T-Bonds(CBOT) |
Mar08 |
080124 |
119~22 |
120~26 |
118~06 |
118~31 |
-2~15 |
816,667 |
1,059,883 |
-8,938 |
Jun08 |
080124 |
119~15 |
119~28 |
117~09 |
118~01 |
-2~14 |
5,274 |
26,751 |
+2,770 |
Sep08 |
080124 |
117~09 |
117~15 |
116~18 |
117~03 |
-2~14 |
10 |
47 |
+9 |
Total Volume and Open Interest |
821,952 |
1,086,687 |
-6,160 |
10-Year T-Notes(CBOT) |
Mar08 |
080124 |
117~015 |
117~240 |
116~005 |
116~215 |
-1~170 |
2,300,683 |
2,589,021 |
+76,174 |
Jun08 |
080124 |
116~120 |
117~030 |
115~030 |
115~235 |
-1~165 |
30,402 |
55,282 |
-3,817 |
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 |
080124 |
113~110 |
113~285 |
112~175 |
113~015 |
-1~025 |
11,745 |
1,960,225 |
+0 |
Jun08 |
080124 |
113~000 |
113~090 |
112~205 |
112~225 |
-1~030 |
6,143 |
59,310 |
+0 |
Total Volume and Open Interest |
1,180,179 |
2,019,535 |
+0 |
2 Year T-Notes(CBOT) |
Mar08 |
080124 |
106~090 |
106~090 |
106~057 |
106~060 |
-0~057 |
1,135 |
1,189,384 |
-33,179 |
Jun08 |
080124 |
106~052 |
106~052 |
106~052 |
106~052 |
-0~065 |
|
|
|
Total Volume and Open Interest |
1,135 |
1,189,384 |
-33,179 |
Eurodollars(CME) |
Mar08 |
080124 |
97.025 |
97.040 |
96.835 |
96.880 |
-0.195 |
64,620 |
1,853,143 |
-7,258 |
Jun08 |
080124 |
97.470 |
97.505 |
97.265 |
97.315 |
-0.245 |
41,837 |
1,953,754 |
+10,483 |
Sep08 |
080124 |
97.555 |
97.610 |
97.335 |
97.395 |
-0.280 |
32,400 |
1,598,880 |
+8,638 |
Dec08 |
080124 |
97.540 |
97.595 |
97.345 |
97.375 |
-0.305 |
17,461 |
1,565,078 |
-21,574 |
Mar09 |
080124 |
97.505 |
97.505 |
97.270 |
97.305 |
-0.320 |
16,170 |
1,192,253 |
+7,678 |
Jun09 |
080124 |
97.335 |
97.335 |
97.125 |
97.160 |
-0.335 |
15,537 |
780,732 |
-12,073 |
Sep09 |
080124 |
97.180 |
97.180 |
96.960 |
96.995 |
-0.335 |
16,310 |
704,686 |
-1,419 |
Dec09 |
080124 |
97.015 |
97.015 |
96.830 |
96.830 |
-0.335 |
11,571 |
537,984 |
+6,529 |
Mar10 |
080124 |
96.865 |
96.865 |
96.660 |
96.690 |
-0.330 |
10,622 |
307,867 |
+1,860 |
Jun10 |
080124 |
96.695 |
96.695 |
96.500 |
96.520 |
-0.325 |
9,162 |
263,525 |
-2,139 |
Sep10 |
080124 |
96.495 |
96.495 |
96.335 |
96.365 |
-0.315 |
7,939 |
193,319 |
-3,869 |
Dec10 |
080124 |
96.340 |
96.340 |
96.185 |
96.220 |
-0.310 |
6,524 |
152,666 |
+2,531 |
Mar11 |
080124 |
96.225 |
96.225 |
96.050 |
96.085 |
-0.310 |
4,950 |
118,966 |
+1,509 |
Jun11 |
080124 |
96.075 |
96.075 |
95.905 |
95.940 |
-0.310 |
4,758 |
101,862 |
-88 |
Sep11 |
080124 |
95.920 |
95.925 |
95.770 |
95.805 |
-0.310 |
3,105 |
71,276 |
-1,030 |
Dec11 |
080124 |
95.780 |
95.795 |
95.640 |
95.670 |
-0.315 |
5,068 |
65,903 |
+479 |
Mar12 |
080124 |
95.640 |
95.685 |
95.530 |
95.565 |
-0.315 |
1,913 |
58,714 |
-185 |
Jun12 |
080124 |
95.575 |
95.575 |
95.420 |
95.450 |
-0.320 |
1,954 |
51,188 |
+2,074 |
Total Volume and Open Interest |
277,823 |
11,805,037 |
-3,831 |
30 Day Federal Funds(CBOT) |
Jan08 |
080124 |
4.345 |
4.350 |
4.345 |
4.345 |
unch |
127 |
119,405 |
+1,503 |
Feb08 |
080124 |
5.245 |
5.255 |
5.180 |
5.190 |
-0.120 |
175 |
149,872 |
+6,410 |
Mar08 |
080124 |
5.455 |
5.455 |
5.340 |
5.340 |
-0.185 |
125 |
54,625 |
+1,135 |
Apr08 |
080124 |
5.565 |
5.565 |
5.450 |
5.450 |
-0.195 |
156 |
29,104 |
-2,655 |
May08 |
080124 |
5.735 |
5.740 |
5.615 |
5.615 |
-0.225 |
288 |
30,222 |
+195 |
Jun08 |
080124 |
5.780 |
5.785 |
5.655 |
5.655 |
-0.230 |
30 |
12,916 |
+1,305 |
Total Volume and Open Interest |
1,030 |
413,064 |
+8,016 |
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 |
080124 |
99.26 |
99.26 |
99.26 |
99.26 |
-0.05 |
836 |
13,952 |
+9 |
Jun08 |
080124 |
99.42 |
99.42 |
99.42 |
99.42 |
-0.05 |
7 |
6,897 |
+6 |
Sep08 |
080124 |
99.44 |
99.44 |
99.44 |
99.44 |
-0.06 |
282 |
6,771 |
-786 |
Dec08 |
080124 |
99.40 |
99.40 |
99.40 |
99.40 |
-0.09 |
68 |
2,284 |
+40 |
Mar09 |
080124 |
99.35 |
99.35 |
99.35 |
99.35 |
-0.11 |
1,004 |
1,671 |
+959 |
Jun09 |
080124 |
99.30 |
99.30 |
99.30 |
99.30 |
-0.11 |
1 |
156 |
+0 |
Sep09 |
080124 |
99.25 |
99.25 |
99.25 |
99.25 |
-0.11 |
0 |
350 |
+0 |
Dec09 |
080124 |
99.19 |
99.19 |
99.19 |
99.19 |
-0.11 |
|
|
|
Mar10 |
080124 |
99.16 |
99.16 |
99.16 |
99.16 |
-0.06 |
|
|
|
Jun10 |
080124 |
99.11 |
99.11 |
99.11 |
99.11 |
-0.06 |
|
|
|
Total Volume and Open Interest |
2,198 |
32,081 |
+228 |
3-Mth Euro-Yen(SGX) |
Mar08 |
080124 |
99.31 |
99.31 |
99.26 |
99.27 |
-0.04 |
2,790 |
54,055 |
+1,051 |
Jun08 |
080124 |
99.44 |
99.46 |
99.43 |
99.43 |
-0.04 |
838 |
20,272 |
+236 |
Sep08 |
080124 |
99.49 |
99.50 |
99.46 |
99.46 |
-0.04 |
2,110 |
17,812 |
+53 |
Dec08 |
080124 |
99.46 |
99.47 |
99.44 |
99.44 |
-0.03 |
785 |
16,608 |
+94 |
Mar09 |
080124 |
99.42 |
99.42 |
99.39 |
99.39 |
-0.05 |
204 |
7,061 |
+77 |
Jun09 |
080124 |
99.33 |
99.33 |
99.33 |
99.33 |
-0.06 |
53 |
1,624 |
+27 |
Sep09 |
080124 |
99.28 |
99.28 |
99.28 |
99.28 |
-0.06 |
0 |
678 |
+0 |
Dec09 |
080124 |
99.22 |
99.22 |
99.22 |
99.22 |
-0.06 |
0 |
260 |
+0 |
Total Volume and Open Interest |
6,780 |
123,026 |
+1,538 |
Japanese Gov't Bonds(SGX) |
Mar08 |
080124 |
138.33 |
138.45 |
138.10 |
138.25 |
-0.24 |
2,875 |
37,921 |
+2,725 |
Jun08 |
080124 |
138.25 |
138.25 |
138.25 |
138.25 |
-0.24 |
|
|
|
Sep08 |
080124 |
138.25 |
138.25 |
138.25 |
138.25 |
-0.24 |
|
|
|
Total Volume and Open Interest |
2,875 |
37,921 |
+1,047 |
Euro-Bund(EUREX) |
Mar08 |
080124 |
116.43 |
116.78 |
115.86 |
116.03 |
-0.28 |
1,538,575 |
1,279,114 |
-122,422 |
Jun08 |
080124 |
116.00 |
116.26 |
115.58 |
115.62 |
-0.29 |
1,833 |
2,473 |
+1,198 |
Sep08 |
080124 |
115.76 |
115.76 |
115.76 |
115.76 |
-0.14 |
1 |
6 |
-1 |
Total Volume and Open Interest |
1,540,409 |
1,281,593 |
-121,225 |
Euro-Bobl(EUREX) |
Mar08 |
080123 |
110.48 |
111.29 |
110.46 |
110.57 |
+0.27 |
666,070 |
1,191,360 |
+49,393 |
Jun08 |
080124 |
44.56 |
44.56 |
44.52 |
44.52 |
-0.67 |
450 |
15,852 |
+0 |
Sep08 |
080124 |
45.03 |
45.03 |
45.03 |
45.03 |
-0.85 |
|
|
|
Total Volume and Open Interest |
1,516,653 |
1,163,702 |
-43,510 |
3-Mth Euribor(EUREX) |
Mar08 |
080124 |
95.850 |
95.885 |
95.685 |
95.685 |
-0.010 |
773 |
18,800 |
-208 |
Jun08 |
080124 |
96.195 |
96.225 |
96.000 |
96.000 |
+0.055 |
207 |
6,947 |
-30 |
Sep08 |
080124 |
96.370 |
96.370 |
96.195 |
96.195 |
+0.025 |
236 |
4,960 |
-187 |
Total Volume and Open Interest |
1,416 |
39,968 |
-419 |
Long Gilt(LIFFE) |
Mar08 |
080124 |
110~24 |
110~28 |
110~02 |
110~05 |
-0~27 |
124,657 |
343,033 |
-15,808 |
Jun08 |
080124 |
110~12 |
110~12 |
110~12 |
110~12 |
-0~27 |
|
|
|
Total Volume and Open Interest |
124,657 |
343,033 |
-15,808 |
3-Mth Short Sterling(LIFFE) |
Mar08 |
080124 |
94.57 |
94.57 |
94.57 |
94.57 |
-0.23 |
131,746 |
458,257 |
+1,397 |
Jun08 |
080124 |
94.88 |
94.88 |
94.88 |
94.88 |
-0.26 |
154,797 |
720,916 |
+627 |
Sep08 |
080124 |
95.11 |
95.11 |
95.11 |
95.11 |
-0.25 |
180,981 |
482,980 |
-3,570 |
Dec08 |
080124 |
95.24 |
95.24 |
95.24 |
95.24 |
-0.24 |
168,665 |
457,812 |
-1,347 |
Mar09 |
080124 |
95.30 |
95.30 |
95.30 |
95.30 |
-0.24 |
97,728 |
331,304 |
+4,003 |
Jun09 |
080124 |
95.30 |
95.30 |
95.30 |
95.30 |
-0.22 |
54,282 |
191,561 |
-710 |
Total Volume and Open Interest |
863,727 |
2,975,589 |
+1,268 |
3-Mth Euribor(LIFFE) |
Mar08 |
080124 |
95.835 |
95.900 |
95.660 |
95.705 |
-0.190 |
416,778 |
699,342 |
+21,742 |
Jun08 |
080124 |
96.200 |
96.265 |
95.980 |
96.035 |
-0.230 |
407,964 |
768,340 |
+20,208 |
Sep08 |
080124 |
96.370 |
96.445 |
96.170 |
96.235 |
-0.215 |
416,392 |
564,735 |
+1,192 |
Total Volume and Open Interest |
2,300,529 |
4,132,397 |
+63,943 |
3-Mth Aus T-Bills(SFE) |
Mar08 |
080124 |
92.70 |
92.74 |
92.68 |
92.72 |
-0.05 |
49,215 |
406,936 |
+9,404 |
Jun08 |
080124 |
92.72 |
92.75 |
92.69 |
92.72 |
-0.08 |
49,099 |
352,742 |
+4,549 |
Sep08 |
080124 |
92.79 |
92.84 |
92.74 |
92.78 |
-0.10 |
26,721 |
296,888 |
+31,077 |
Dec08 |
080124 |
92.83 |
92.87 |
92.80 |
92.80 |
-0.13 |
13,088 |
124,254 |
-6,196 |
Mar09 |
080124 |
92.83 |
92.90 |
92.82 |
92.83 |
-0.12 |
3,973 |
64,901 |
+1,168 |
Jun09 |
080124 |
92.85 |
92.90 |
92.83 |
92.83 |
-0.13 |
5,682 |
54,395 |
+4,313 |
Sep09 |
080124 |
92.87 |
92.90 |
92.84 |
92.84 |
-0.13 |
2,323 |
41,104 |
+3,833 |
Dec09 |
080124 |
92.84 |
92.91 |
92.84 |
92.84 |
-0.13 |
2,179 |
8,517 |
+1,033 |
Mar10 |
080124 |
92.85 |
92.85 |
92.85 |
92.85 |
-0.13 |
0 |
706 |
+0 |
Jun10 |
080124 |
92.85 |
92.85 |
92.85 |
92.85 |
-0.13 |
0 |
490 |
+0 |
Total Volume and Open Interest |
152,280 |
1,351,527 |
+49,181 |
10-Year Aus T-Bonds(SFE) |
Mar08 |
080124 |
93.97 |
94.02 |
93.96 |
93.97 |
-0.07 |
59,183 |
552,218 |
+22,639 |
Jun08 |
080124 |
93.97 |
93.97 |
93.97 |
93.97 |
-0.07 |
|
|
|
Total Volume and Open Interest |
59,183 |
552,218 |
+22,639 |
3-Year Aus T-Bonds(SFE) |
Mar08 |
080124 |
93.59 |
93.61 |
93.56 |
93.57 |
-0.12 |
153,738 |
847,922 |
+31,177 |
Jun08 |
080124 |
93.57 |
93.57 |
93.57 |
93.57 |
-0.12 |
|
|
|
Total Volume and Open Interest |
153,738 |
847,922 |
+31,177 |
Gold(CMX) |
Feb08 |
080124 |
900.0 |
911.0 |
900.0 |
905.8 |
+22.7 |
166,816 |
205,160 |
-18,189 |
Apr08 |
080124 |
906.0 |
915.0 |
905.8 |
911.2 |
+23.1 |
37,330 |
160,356 |
+3,548 |
Jun08 |
080124 |
915.7 |
915.7 |
915.7 |
915.7 |
+23.5 |
5,836 |
52,290 |
-187 |
Aug08 |
080124 |
919.7 |
919.7 |
919.7 |
919.7 |
+23.9 |
127 |
32,129 |
+2 |
Oct08 |
080124 |
923.4 |
923.4 |
923.4 |
923.4 |
+24.4 |
34 |
3,595 |
+3 |
Dec08 |
080124 |
922.4 |
927.4 |
922.4 |
926.9 |
+25.0 |
422 |
26,957 |
-88 |
Feb09 |
080124 |
931.0 |
931.0 |
931.0 |
931.0 |
+25.6 |
29 |
18,615 |
-19 |
Apr09 |
080124 |
934.8 |
934.8 |
934.8 |
934.8 |
+26.2 |
3 |
2,775 |
+0 |
Jun09 |
080124 |
939.1 |
939.1 |
939.1 |
939.1 |
+26.8 |
2 |
10,283 |
+0 |
Aug09 |
080124 |
943.4 |
943.4 |
943.4 |
943.4 |
+27.4 |
8 |
9 |
+0 |
Oct09 |
080124 |
947.9 |
947.9 |
947.9 |
947.9 |
+28.1 |
|
|
|
Dec09 |
080124 |
952.5 |
952.5 |
952.5 |
952.5 |
+28.8 |
128 |
16,526 |
+123 |
Total Volume and Open Interest |
211,099 |
545,501 |
-14,669 |
Silver(CMX) |
Mar08 |
080124 |
1631.0 |
1651.0 |
1625.5 |
1633.3 |
+36.3 |
36,251 |
81,172 |
-1,616 |
May08 |
080124 |
1647.0 |
1647.0 |
1642.5 |
1642.5 |
+36.6 |
2,542 |
20,196 |
+504 |
Jul08 |
080124 |
1660.0 |
1660.0 |
1649.7 |
1649.7 |
+37.1 |
814 |
24,250 |
+240 |
Sep08 |
080124 |
1656.3 |
1656.3 |
1656.3 |
1656.3 |
+37.9 |
1,386 |
20,989 |
-58 |
Dec08 |
080124 |
1668.5 |
1668.5 |
1664.5 |
1665.5 |
+38.8 |
1,174 |
20,067 |
+797 |
Mar09 |
080124 |
1677.0 |
1677.0 |
1675.8 |
1675.8 |
+39.2 |
3 |
926 |
+1 |
May09 |
080124 |
1682.9 |
1682.9 |
1682.9 |
1682.9 |
+39.4 |
4 |
8 |
+0 |
Total Volume and Open Interest |
42,667 |
179,480 |
+118 |
Platinum(NYMEX) |
Jan08 |
080124 |
1614.9 |
1614.9 |
1614.9 |
1614.9 |
+57.4 |
4 |
110 |
-3 |
Apr08 |
080124 |
1587.0 |
1615.0 |
1587.0 |
1613.0 |
+53.9 |
1,350 |
16,916 |
+418 |
Jul08 |
080124 |
1603.0 |
1603.0 |
1603.0 |
1603.0 |
+45.6 |
47 |
0 |
+0 |
Oct08 |
080124 |
1603.0 |
1603.0 |
1603.0 |
1603.0 |
+40.6 |
31 |
0 |
+0 |
Total Volume and Open Interest |
1,432 |
17,026 |
+415 |
Palladium(NYMEX) |
Mar08 |
080124 |
375.00 |
377.00 |
372.50 |
376.05 |
+6.60 |
657 |
15,291 |
-38 |
Jun08 |
080124 |
379.30 |
379.30 |
379.30 |
379.30 |
+6.35 |
57 |
1,755 |
+21 |
Sep08 |
080124 |
382.30 |
382.30 |
382.30 |
382.30 |
+5.55 |
24 |
321 |
-4 |
Total Volume and Open Interest |
765 |
18,080 |
+6 |
Copper(CMX) |
Mar08 |
080124 |
316.50 |
319.50 |
316.30 |
317.15 |
+9.95 |
16,846 |
55,280 |
-1,787 |
May08 |
080124 |
319.10 |
319.70 |
317.75 |
318.60 |
+10.15 |
4,168 |
16,565 |
+1,284 |
Jul08 |
080124 |
317.25 |
317.40 |
317.25 |
317.40 |
+10.05 |
556 |
3,545 |
-112 |
Sep08 |
080124 |
314.40 |
315.35 |
314.40 |
315.35 |
+10.20 |
330 |
1,656 |
-50 |
Dec08 |
080124 |
312.00 |
312.50 |
312.00 |
312.45 |
+10.35 |
150 |
2,343 |
+26 |
Total Volume and Open Interest |
22,981 |
85,858 |
-524 |
Aluminum(CMX) |
Jan08 |
080124 |
108.00 |
108.00 |
108.00 |
108.00 |
+3.00 |
|
|
|
Feb08 |
080124 |
108.00 |
108.00 |
108.00 |
108.00 |
+3.00 |
|
|
|
Mar08 |
080124 |
108.00 |
108.00 |
108.00 |
108.00 |
+3.00 |
|
|
|
Apr08 |
080124 |
108.00 |
108.00 |
108.00 |
108.00 |
+3.00 |
|
|
|
May08 |
080124 |
108.00 |
108.00 |
108.00 |
108.00 |
+3.00 |
|
|
|
Jun08 |
080124 |
108.00 |
108.00 |
108.00 |
108.00 |
+3.00 |
|
|
|
Total Volume and Open Interest |
|
|
|
DJIA Index(CBOT) |
Mar08 |
080124 |
12290 |
12400 |
12250 |
12365 |
+93 |
5,341 |
27,642 |
-504 |
Jun08 |
080124 |
12329 |
12385 |
12329 |
12385 |
+92 |
8 |
50 |
-3 |
Sep08 |
080124 |
12399 |
12399 |
12399 |
12399 |
+101 |
1 |
1 |
+0 |
Dec08 |
080124 |
12396 |
12396 |
12396 |
12396 |
+107 |
|
|
|
Total Volume and Open Interest |
5,350 |
27,693 |
-507 |
S & P 500(CME) |
Mar08 |
080124 |
1344.80 |
1357.00 |
1336.20 |
1352.20 |
+10.70 |
74,712 |
575,113 |
-1,743 |
Jun08 |
080124 |
1356.00 |
1358.00 |
1349.50 |
1356.00 |
+11.30 |
642 |
8,988 |
+357 |
Sep08 |
080124 |
1350.00 |
1359.30 |
1350.00 |
1359.30 |
+11.40 |
32 |
362 |
+30 |
Dec08 |
080124 |
1349.50 |
1361.20 |
1349.50 |
1361.20 |
+11.50 |
105 |
4,098 |
+4 |
Total Volume and Open Interest |
75,491 |
588,572 |
-1,374 |
S & P 500 E-Mini(Globex) |
Mar08 |
080124 |
1342.25 |
1357.25 |
1333.25 |
1352.25 |
+10.75 |
4,119,794 |
2,472,751 |
+11,189 |
Jun08 |
080124 |
1349.50 |
1360.50 |
1337.00 |
1356.00 |
+11.25 |
11,580 |
54,835 |
+6,806 |
Total Volume and Open Interest |
4,131,376 |
2,527,592 |
+17,909 |
NASDAQ 100(CME) |
Mar08 |
080124 |
1804.00 |
1837.50 |
1799.00 |
1837.00 |
+29.50 |
8,846 |
45,151 |
+725 |
Jun08 |
080124 |
1849.00 |
1849.00 |
1849.00 |
1849.00 |
+29.70 |
3 |
51 |
-1 |
Sep08 |
080124 |
1869.00 |
1869.00 |
1869.00 |
1869.00 |
+29.70 |
|
|
|
Total Volume and Open Interest |
8,849 |
45,202 |
+724 |
NASDAQ 100 E-Mini(Globex) |
Mar08 |
080124 |
1805.30 |
1838.00 |
1798.50 |
1837.00 |
+29.50 |
888,037 |
371,676 |
-2,827 |
Jun08 |
080124 |
1831.80 |
1849.00 |
1811.80 |
1849.00 |
+29.70 |
1,502 |
2,863 |
+1,221 |
Total Volume and Open Interest |
889,539 |
374,539 |
-1,606 |
S & P Midcap 400(CME) |
Mar08 |
080124 |
773.50 |
783.50 |
772.00 |
778.30 |
+5.40 |
143 |
6,435 |
-38 |
Jun08 |
080124 |
781.30 |
781.30 |
781.30 |
781.30 |
+5.10 |
0 |
3 |
+3 |
Sep08 |
080124 |
786.30 |
786.30 |
786.30 |
786.30 |
+5.10 |
0 |
55 |
+0 |
Total Volume and Open Interest |
143 |
6,495 |
-35 |
Russell 2000(CME) |
Mar08 |
080124 |
697.25 |
706.00 |
687.50 |
693.10 |
-1.50 |
2,496 |
42,513 |
+267 |
Jun08 |
080124 |
694.10 |
694.10 |
694.10 |
694.10 |
-1.20 |
0 |
5 |
-2 |
Sep08 |
080124 |
696.60 |
696.60 |
696.60 |
696.60 |
-1.20 |
0 |
27 |
+2 |
Total Volume and Open Interest |
2,496 |
42,545 |
+267 |
Russell 2000 E-Mini(Globex) |
Mar08 |
080124 |
693.50 |
706.10 |
686.60 |
693.10 |
-1.50 |
461,519 |
0 |
-642,989 |
Jun08 |
080124 |
698.00 |
705.90 |
687.60 |
694.10 |
-1.20 |
219 |
0 |
-289 |
Sep08 |
080124 |
702.00 |
706.10 |
691.20 |
696.60 |
-1.20 |
12 |
0 |
-88 |
Total Volume and Open Interest |
489,222 |
643,366 |
+0 |
Value Line(KCBT) |
Mar08 |
080124 |
2080.00 |
2080.00 |
2080.00 |
2080.00 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
Nikkei 225(CME) |
Mar08 |
080124 |
13115 |
13150 |
12930 |
13050 |
+285 |
105,736 |
220,747 |
+2,055 |
Jun08 |
080124 |
13030 |
13065 |
13030 |
13030 |
+265 |
4 |
220 |
+101 |
Total Volume and Open Interest |
105,751 |
221,100 |
+2,168 |
Nikkei 225(SGX) |
Mar08 |
080124 |
13115 |
13150 |
12930 |
13050 |
+285 |
105,736 |
220,747 |
+2,055 |
Jun08 |
080124 |
13030 |
13065 |
13030 |
13030 |
+265 |
4 |
220 |
+101 |
Sep08 |
080124 |
13045 |
13045 |
13045 |
13045 |
+265 |
0 |
40 |
+0 |
Total Volume and Open Interest |
105,751 |
221,100 |
+2,168 |
CAC 40(EURONEXT) |
Feb08 |
080124 |
4841.0 |
4939.5 |
4790.0 |
4930.0 |
+282.0 |
310,726 |
520,528 |
-29,824 |
Mar08 |
080124 |
4861.5 |
4951.0 |
4815.0 |
4948.5 |
+281.5 |
4,432 |
57,452 |
+312 |
Apr08 |
080124 |
4964.0 |
4964.0 |
4964.0 |
4964.0 |
+279.0 |
21 |
0 |
+0 |
Total Volume and Open Interest |
315,215 |
579,924 |
-29,515 |
Hang Seng Index(HKFE) |
Jan08 |
080124 |
24335 |
24984 |
23450 |
23640 |
-575 |
13,152 |
11,249 |
-69,982 |
Feb08 |
080124 |
24378 |
25005 |
23500 |
23663 |
-597 |
460 |
877 |
+519 |
Mar08 |
080124 |
24365 |
24899 |
23460 |
23650 |
-538 |
107 |
362 |
-199 |
Total Volume and Open Interest |
13,734 |
12,501 |
-70,360 |
DAX(EUREX) |
Mar08 |
080124 |
6751.5 |
6900.0 |
6713.5 |
6870.5 |
+370.5 |
444,086 |
227,036 |
+6,498 |
Jun08 |
080124 |
6800.0 |
6965.0 |
6788.0 |
6941.0 |
+375.0 |
780 |
19,052 |
+98 |
Sep08 |
080124 |
6927.5 |
7005.5 |
6889.0 |
7005.5 |
+378.5 |
357 |
895 |
+122 |
Total Volume and Open Interest |
445,223 |
246,983 |
+6,718 |
FT-SE 100(EURONEXT) |
Mar08 |
080124 |
5785.00 |
5883.50 |
5718.50 |
5871.00 |
+250.00 |
268,114 |
517,038 |
-16,559 |
Jun08 |
080124 |
5790.50 |
5891.50 |
5772.50 |
5891.50 |
+256.00 |
103 |
9,269 |
+22 |
Sep08 |
080124 |
5906.50 |
5906.50 |
5906.50 |
5906.50 |
+263.50 |
4 |
2,029 |
+0 |
Total Volume and Open Interest |
268,321 |
530,436 |
-16,437 |
SPI 200(SFE) |
Mar08 |
080124 |
5505.0 |
5575.0 |
5477.0 |
5543.0 |
+164.0 |
54,631 |
333,749 |
+32,513 |
Jun08 |
080124 |
5554.0 |
5619.0 |
5527.0 |
5591.0 |
+165.0 |
36 |
3,657 |
+33 |
Sep08 |
080124 |
5594.0 |
5594.0 |
5594.0 |
5594.0 |
+165.0 |
5 |
1,553 |
-83 |
Total Volume and Open Interest |
54,676 |
339,093 |
+32,467 |
GSCI(CME) |
Feb08 |
080124 |
583.70 |
590.70 |
581.70 |
590.20 |
+14.00 |
294 |
21,200 |
+107 |
Mar08 |
080124 |
592.00 |
592.00 |
592.00 |
592.00 |
+13.00 |
|
|
|
Apr08 |
080124 |
592.00 |
592.00 |
592.00 |
592.00 |
+13.00 |
|
|
|
Total Volume and Open Interest |
294 |
21,200 |
+107 |
RJ/CRB Index(ICE) |
Feb08 |
080124 |
482.00 |
488.00 |
474.25 |
488.00 |
+12.25 |
10 |
268 |
-2 |
Apr08 |
080124 |
485.75 |
492.00 |
478.00 |
492.00 |
+12.25 |
29 |
857 |
-1 |
Jun08 |
080124 |
491.00 |
496.00 |
481.50 |
496.00 |
+12.25 |
8 |
204 |
+0 |
Total Volume and Open Interest |
47 |
1,334 |
-3 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|