 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Fri January 25, 2008 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar08 |
080125 |
1250.00 |
1253.00 |
1226.50 |
1243.00 |
+12.50 |
9,930 |
225,918 |
-5,134 |
May08 |
080125 |
1270.00 |
1270.00 |
1244.50 |
1261.50 |
+12.50 |
5,292 |
90,661 |
+3,312 |
Jul08 |
080125 |
1281.50 |
1285.00 |
1259.50 |
1275.25 |
+11.50 |
4,353 |
81,111 |
+1,473 |
Aug08 |
080125 |
1270.00 |
1273.00 |
1258.00 |
1267.00 |
+0.50 |
148 |
3,956 |
+84 |
Sep08 |
080125 |
1250.00 |
1258.00 |
1237.00 |
1247.00 |
+9.00 |
251 |
2,999 |
-21 |
Nov08 |
080125 |
1232.00 |
1240.00 |
1216.00 |
1232.00 |
+17.00 |
5,440 |
121,168 |
+1,044 |
Jan09 |
080125 |
1238.00 |
1245.00 |
1222.00 |
1242.00 |
+19.00 |
129 |
5,165 |
+27 |
Total Volume and Open Interest |
26,170 |
562,028 |
+959 |
Soybean Meal(CBOT) |
Mar08 |
080125 |
337.00 |
337.70 |
329.00 |
335.00 |
+2.80 |
5,613 |
76,786 |
-3,797 |
May08 |
080125 |
343.50 |
343.80 |
336.10 |
341.60 |
+3.60 |
4,907 |
51,957 |
-80 |
Jul08 |
080125 |
348.00 |
348.50 |
341.00 |
346.50 |
+5.50 |
4,191 |
42,124 |
+1,203 |
Aug08 |
080125 |
347.50 |
347.50 |
341.00 |
344.00 |
+6.00 |
1,080 |
8,303 |
+391 |
Sep08 |
080125 |
341.00 |
341.00 |
337.00 |
340.50 |
+5.50 |
612 |
6,553 |
+131 |
Oct08 |
080125 |
328.00 |
330.50 |
325.00 |
330.00 |
+7.00 |
1,436 |
6,310 |
+452 |
Dec08 |
080125 |
330.00 |
330.00 |
324.00 |
329.50 |
+6.80 |
3,572 |
37,784 |
+132 |
Jan09 |
080125 |
330.20 |
330.20 |
330.20 |
330.20 |
+6.50 |
30 |
2,324 |
-9 |
Total Volume and Open Interest |
21,502 |
234,989 |
-1,491 |
Soybean Oil(CBOT) |
Mar08 |
080125 |
52.27 |
52.53 |
51.65 |
52.01 |
+0.33 |
6,844 |
143,975 |
-2,054 |
May08 |
080125 |
52.95 |
53.10 |
52.35 |
52.72 |
+0.40 |
4,443 |
54,565 |
+1,616 |
Jul08 |
080125 |
53.45 |
53.59 |
52.90 |
53.27 |
+0.33 |
3,694 |
47,096 |
+450 |
Aug08 |
080125 |
53.70 |
53.90 |
53.14 |
53.52 |
+0.32 |
275 |
5,627 |
+125 |
Sep08 |
080125 |
53.80 |
54.05 |
53.25 |
53.57 |
+0.42 |
327 |
4,985 |
-103 |
Oct08 |
080125 |
53.90 |
53.95 |
53.40 |
53.52 |
+0.52 |
161 |
4,851 |
-77 |
Dec08 |
080125 |
54.05 |
54.20 |
53.48 |
53.75 |
+0.40 |
1,685 |
31,516 |
+1,563 |
Jan09 |
080125 |
54.20 |
54.20 |
53.82 |
53.82 |
+0.42 |
2 |
2,026 |
+0 |
Total Volume and Open Interest |
17,476 |
295,722 |
+1,560 |
Canola(WCE) |
Mar08 |
080125 |
568.4 |
570.5 |
560.8 |
567.3 |
+1.7 |
9,712 |
70,173 |
-1,049 |
May08 |
080125 |
583.6 |
583.6 |
573.6 |
580.8 |
+2.2 |
6,523 |
31,310 |
+2,693 |
Jul08 |
080125 |
593.5 |
594.7 |
584.7 |
589.7 |
+0.2 |
602 |
20,033 |
-13 |
Total Volume and Open Interest |
18,405 |
166,258 |
+2,063 |
Corn(CBOT) |
Mar08 |
080125 |
498.50 |
504.50 |
493.50 |
498.25 |
+9.00 |
10,353 |
559,746 |
-2,147 |
May08 |
080125 |
512.00 |
519.00 |
506.00 |
510.75 |
+9.50 |
4,760 |
199,051 |
+1,270 |
Jul08 |
080125 |
519.00 |
525.00 |
515.00 |
519.00 |
+9.00 |
5,592 |
180,992 |
+1,086 |
Sep08 |
080125 |
514.00 |
519.00 |
511.50 |
512.50 |
+7.75 |
469 |
38,868 |
+1,027 |
Dec08 |
080125 |
510.50 |
516.00 |
507.50 |
509.75 |
+7.25 |
6,415 |
336,361 |
-713 |
Mar09 |
080125 |
513.75 |
521.50 |
513.75 |
516.75 |
+8.75 |
289 |
24,118 |
-59 |
Total Volume and Open Interest |
28,219 |
1,426,770 |
+1,017 |
Wheat(CBOT) |
Mar08 |
080125 |
922.00 |
938.00 |
915.00 |
933.00 |
+24.00 |
6,768 |
170,009 |
-1,505 |
May08 |
080125 |
933.00 |
949.50 |
927.00 |
947.50 |
+24.00 |
3,078 |
73,933 |
+1,262 |
Jul08 |
080125 |
865.00 |
880.00 |
864.00 |
879.00 |
+19.50 |
2,630 |
111,680 |
-616 |
Sep08 |
080125 |
872.00 |
881.00 |
872.00 |
880.75 |
+18.75 |
138 |
20,908 |
-36 |
Dec08 |
080125 |
876.00 |
899.50 |
876.00 |
899.50 |
+23.50 |
2,846 |
48,979 |
+2,261 |
Total Volume and Open Interest |
15,723 |
448,029 |
+1,811 |
Wheat(KCBT) |
Mar08 |
080125 |
964.00 |
978.00 |
960.00 |
970.00 |
+15.00 |
10,695 |
62,388 |
+2,073 |
May08 |
080125 |
973.00 |
987.00 |
969.00 |
983.00 |
+19.00 |
2,663 |
14,469 |
+224 |
Jul08 |
080125 |
926.00 |
939.00 |
926.00 |
937.50 |
+23.00 |
2,431 |
35,445 |
+1,104 |
Sep08 |
080125 |
925.00 |
945.00 |
925.00 |
942.00 |
+23.00 |
267 |
5,912 |
+99 |
Dec08 |
080125 |
946.00 |
958.00 |
946.00 |
956.50 |
+28.50 |
240 |
5,381 |
+11 |
Total Volume and Open Interest |
16,394 |
128,084 |
+3,586 |
Wheat(MGE) |
Mar08 |
080125 |
1267.00 |
1267.00 |
1267.00 |
1267.00 |
+30.00 |
5,314 |
23,888 |
-2,192 |
May08 |
080125 |
1195.00 |
1200.00 |
1193.00 |
1200.00 |
+30.00 |
3,935 |
14,528 |
-214 |
Jul08 |
080125 |
1126.00 |
1126.00 |
1122.00 |
1126.00 |
+30.00 |
769 |
4,993 |
+75 |
Sep08 |
080125 |
1028.00 |
1044.50 |
1025.00 |
1044.00 |
+26.00 |
807 |
8,125 |
+137 |
Dec08 |
080125 |
1020.00 |
1032.00 |
1016.00 |
1028.00 |
+26.00 |
1,042 |
8,565 |
+145 |
Total Volume and Open Interest |
11,882 |
60,758 |
-2,048 |
Oats(CBOT) |
Mar08 |
080125 |
318.25 |
324.50 |
318.25 |
320.25 |
+3.75 |
802 |
9,720 |
-120 |
May08 |
080125 |
328.50 |
333.00 |
328.25 |
329.00 |
+1.75 |
751 |
2,081 |
+264 |
Jul08 |
080125 |
337.50 |
338.50 |
337.50 |
337.50 |
+2.50 |
8 |
583 |
+3 |
Sep08 |
080125 |
343.50 |
343.50 |
343.50 |
343.50 |
+1.50 |
0 |
45 |
+0 |
Total Volume and Open Interest |
1,756 |
14,276 |
+274 |
Rough Rice(CBOT) |
Mar08 |
080125 |
14.32 |
14.57 |
14.32 |
14.55 |
+0.26 |
278 |
12,195 |
-55 |
May08 |
080125 |
14.69 |
14.85 |
14.69 |
14.84 |
+0.23 |
57 |
1,134 |
+11 |
Jul08 |
080125 |
14.98 |
15.15 |
14.98 |
15.15 |
+0.30 |
176 |
1,437 |
+122 |
Sep08 |
080125 |
14.41 |
14.55 |
14.41 |
14.55 |
+0.22 |
57 |
1,637 |
+42 |
Total Volume and Open Interest |
569 |
17,312 |
+152 |
Live Cattle(CME) |
Feb08 |
080125 |
90.900 |
91.500 |
90.850 |
91.400 |
+0.265 |
7,118 |
28,418 |
-2,181 |
Apr08 |
080125 |
94.350 |
94.650 |
93.885 |
94.385 |
-0.065 |
13,906 |
130,684 |
+3,013 |
Jun08 |
080125 |
93.000 |
93.330 |
92.450 |
93.000 |
-0.080 |
5,609 |
47,581 |
+1,730 |
Aug08 |
080125 |
95.285 |
95.700 |
94.950 |
95.480 |
+0.195 |
2,380 |
22,823 |
-6 |
Oct08 |
080125 |
99.500 |
99.950 |
99.400 |
99.900 |
+0.115 |
1,292 |
13,601 |
+79 |
Dec08 |
080125 |
100.750 |
101.200 |
100.500 |
101.100 |
+0.250 |
937 |
7,227 |
+12 |
Total Volume and Open Interest |
31,548 |
255,345 |
+2,716 |
Feeder Cattle(CME) |
Jan08 |
080125 |
98.600 |
99.150 |
98.430 |
98.600 |
-0.200 |
490 |
2,517 |
-129 |
Mar08 |
080125 |
102.200 |
102.600 |
101.400 |
102.100 |
-0.600 |
2,037 |
17,305 |
-108 |
Apr08 |
080125 |
105.900 |
106.150 |
105.000 |
106.050 |
-0.300 |
565 |
6,545 |
+20 |
May08 |
080125 |
108.000 |
108.350 |
107.400 |
108.285 |
-0.295 |
676 |
6,484 |
+86 |
Aug08 |
080125 |
110.100 |
110.500 |
109.400 |
110.480 |
-0.305 |
392 |
4,963 |
+86 |
Sep08 |
080125 |
109.400 |
109.900 |
109.000 |
109.900 |
-0.100 |
23 |
488 |
+13 |
Oct08 |
080125 |
109.300 |
109.700 |
108.980 |
109.700 |
-0.200 |
28 |
365 |
+10 |
Total Volume and Open Interest |
4,224 |
38,917 |
-22 |
Lean Hogs(CME) |
Feb08 |
080125 |
56.150 |
56.800 |
56.000 |
56.200 |
+0.200 |
6,707 |
0 |
-29,302 |
Apr08 |
080125 |
62.000 |
62.750 |
61.800 |
61.950 |
+0.165 |
10,764 |
0 |
-91,951 |
May08 |
080125 |
71.300 |
71.500 |
71.000 |
71.425 |
+0.345 |
70 |
0 |
-2,766 |
Jun08 |
080125 |
74.500 |
75.025 |
74.450 |
74.925 |
+0.640 |
3,184 |
0 |
-34,870 |
Jul08 |
080125 |
75.575 |
75.950 |
75.200 |
75.625 |
+0.275 |
534 |
0 |
-13,188 |
Aug08 |
080125 |
74.825 |
75.600 |
74.825 |
75.525 |
+0.695 |
389 |
0 |
-7,635 |
Oct08 |
080125 |
71.075 |
71.350 |
70.700 |
71.100 |
+0.600 |
468 |
0 |
-12,110 |
Dec08 |
080125 |
73.700 |
73.850 |
72.950 |
73.500 |
+0.550 |
655 |
0 |
-16,045 |
Total Volume and Open Interest |
41,089 |
209,888 |
+0 |
Pork Bellies(CME) |
Feb08 |
080125 |
84.900 |
86.500 |
84.900 |
85.885 |
+1.250 |
257 |
767 |
-174 |
Mar08 |
080125 |
85.200 |
86.400 |
85.200 |
86.300 |
+1.350 |
192 |
544 |
+127 |
May08 |
080125 |
86.900 |
87.700 |
86.900 |
87.300 |
+0.870 |
44 |
450 |
+10 |
Jul08 |
080125 |
87.200 |
87.200 |
86.650 |
86.650 |
+0.320 |
2 |
214 |
+2 |
Aug08 |
080125 |
86.550 |
86.550 |
86.550 |
86.550 |
+0.450 |
8 |
71 |
+8 |
Total Volume and Open Interest |
503 |
2,046 |
-27 |
Class III Milk(CME) |
Jan08 |
080125 |
19.35 |
19.35 |
19.35 |
19.35 |
+0.09 |
326 |
3,892 |
+40 |
Feb08 |
080125 |
16.94 |
16.95 |
16.94 |
16.95 |
+0.20 |
335 |
4,285 |
-19 |
Mar08 |
080125 |
16.90 |
17.00 |
16.90 |
16.95 |
+0.42 |
362 |
4,109 |
+25 |
Apr08 |
080125 |
16.35 |
16.35 |
16.35 |
16.35 |
+0.33 |
105 |
3,043 |
+23 |
May08 |
080125 |
16.20 |
16.20 |
16.20 |
16.20 |
+0.30 |
63 |
2,596 |
+3 |
Total Volume and Open Interest |
1,394 |
32,241 |
+157 |
Cocoa(ICE) |
Mar08 |
080125 |
2203 |
2215 |
2194 |
2212 |
+20 |
8,660 |
97,004 |
+1,017 |
May08 |
080125 |
2226 |
2238 |
2226 |
2236 |
+20 |
2,210 |
39,931 |
+251 |
Jul08 |
080125 |
2253 |
2253 |
2253 |
2253 |
+22 |
399 |
18,138 |
+122 |
Sep08 |
080125 |
2256 |
2256 |
2256 |
2256 |
+23 |
160 |
11,415 |
+31 |
Dec08 |
080125 |
2259 |
2259 |
2259 |
2259 |
+20 |
194 |
16,423 |
+104 |
Mar09 |
080125 |
2265 |
2265 |
2265 |
2265 |
+21 |
129 |
5,567 |
+27 |
May09 |
080125 |
2268 |
2268 |
2268 |
2268 |
+20 |
3 |
2,385 |
-1 |
Total Volume and Open Interest |
12,588 |
192,389 |
+2,383 |
Coffee "C"(ICE) |
Mar08 |
080125 |
132.10 |
132.90 |
131.25 |
131.45 |
-0.90 |
11,855 |
100,334 |
-2,166 |
May08 |
080125 |
134.70 |
134.85 |
134.05 |
134.05 |
-0.95 |
3,796 |
42,912 |
+2,399 |
Jul08 |
080125 |
137.90 |
137.90 |
136.30 |
136.60 |
-0.95 |
641 |
11,020 |
-22 |
Sep08 |
080125 |
138.80 |
139.00 |
138.80 |
139.00 |
-0.95 |
228 |
9,336 |
-13 |
Dec08 |
080125 |
143.50 |
143.50 |
142.55 |
142.55 |
-0.95 |
484 |
6,513 |
+241 |
Mar09 |
080125 |
145.90 |
145.90 |
145.90 |
145.90 |
-0.95 |
257 |
3,760 |
+5 |
Total Volume and Open Interest |
17,399 |
176,510 |
+443 |
Orange Juice(ICE) |
Mar08 |
080125 |
137.25 |
137.95 |
136.80 |
136.80 |
unch |
1,544 |
16,404 |
-370 |
May08 |
080125 |
139.65 |
139.65 |
138.50 |
138.55 |
+0.10 |
439 |
4,462 |
+159 |
Jul08 |
080125 |
140.30 |
140.30 |
140.30 |
140.30 |
+0.30 |
17 |
1,099 |
-3 |
Sep08 |
080125 |
141.70 |
141.70 |
141.70 |
141.70 |
+0.30 |
0 |
699 |
+0 |
Nov08 |
080125 |
141.90 |
141.90 |
141.90 |
141.90 |
+0.30 |
0 |
442 |
+0 |
Jan09 |
080125 |
143.00 |
143.00 |
143.00 |
143.00 |
+0.30 |
0 |
861 |
+0 |
Total Volume and Open Interest |
2,000 |
24,014 |
-214 |
Sugar #11(ICE) |
Mar08 |
080125 |
11.52 |
12.10 |
11.50 |
11.94 |
+0.47 |
54,214 |
454,296 |
-12,407 |
May08 |
080125 |
11.94 |
12.38 |
11.88 |
12.34 |
+0.46 |
30,738 |
167,998 |
-308 |
Jul08 |
080125 |
12.05 |
12.41 |
12.05 |
12.41 |
+0.46 |
16,680 |
123,300 |
+944 |
Oct08 |
080125 |
12.33 |
12.65 |
12.26 |
12.65 |
+0.44 |
10,111 |
116,199 |
-919 |
Mar09 |
080125 |
12.82 |
13.19 |
12.82 |
13.19 |
+0.42 |
5,307 |
59,373 |
+107 |
Total Volume and Open Interest |
124,311 |
1,037,332 |
-13,319 |
Sugar #14(ICE) |
Mar08 |
080125 |
20.15 |
20.15 |
20.15 |
20.15 |
unch |
257 |
1,969 |
-57 |
May08 |
080125 |
20.20 |
20.20 |
20.20 |
20.20 |
+0.02 |
160 |
3,934 |
+22 |
Jul08 |
080125 |
20.45 |
20.45 |
20.45 |
20.45 |
+0.01 |
10 |
2,020 |
+0 |
Sep08 |
080125 |
20.68 |
20.68 |
20.68 |
20.68 |
-0.02 |
0 |
1,475 |
+0 |
Nov08 |
080125 |
20.92 |
20.92 |
20.92 |
20.92 |
unch |
0 |
664 |
+0 |
Total Volume and Open Interest |
427 |
10,093 |
-35 |
London Cocoa(LCE) |
Mar08 |
080125 |
1146 |
1152 |
1142 |
1149 |
+4 |
6,316 |
75,353 |
+148 |
May08 |
080125 |
1165 |
1170 |
1161 |
1169 |
+5 |
2,365 |
34,477 |
+607 |
Jul08 |
080125 |
1194 |
1196 |
1189 |
1195 |
+4 |
1,137 |
57,533 |
-28 |
Sep08 |
080125 |
1178 |
1185 |
1177 |
1185 |
+6 |
1,725 |
26,030 |
+745 |
Dec08 |
080125 |
1187 |
1190 |
1182 |
1190 |
+5 |
839 |
31,923 |
+223 |
Mar09 |
080125 |
1180 |
1189 |
1179 |
1189 |
+5 |
128 |
9,245 |
+9 |
May09 |
080125 |
1200 |
1200 |
1200 |
1200 |
+5 |
3 |
389 |
+3 |
Total Volume and Open Interest |
12,513 |
235,578 |
+1,707 |
London Coffee(LCE) |
Jan08 |
080125 |
2016.00 |
2016.00 |
1998.00 |
1998.00 |
-21.00 |
70 |
1,665 |
+2 |
Mar08 |
080125 |
2043.00 |
2044.00 |
2014.00 |
2022.00 |
-18.00 |
5,065 |
72,849 |
+54 |
May08 |
080125 |
2061.00 |
2062.00 |
2037.00 |
2043.00 |
-18.00 |
2,013 |
32,636 |
+248 |
Jul08 |
080125 |
2062.00 |
2068.00 |
2050.00 |
2058.00 |
-15.00 |
1,500 |
12,007 |
+613 |
Sep08 |
080125 |
2061.00 |
2074.00 |
2056.00 |
2057.00 |
-18.00 |
522 |
12,439 |
+101 |
Nov08 |
080125 |
2063.00 |
2070.00 |
2051.00 |
2051.00 |
-26.00 |
60 |
1,272 |
-40 |
Total Volume and Open Interest |
9,530 |
136,653 |
+1,278 |
London Sugar(LCE) |
Mar08 |
080125 |
334.50 |
340.00 |
330.70 |
340.00 |
+9.30 |
7,550 |
49,744 |
-882 |
May08 |
080125 |
344.30 |
349.10 |
340.20 |
349.00 |
+9.00 |
1,809 |
15,629 |
-1,560 |
Aug08 |
080125 |
344.90 |
351.40 |
344.90 |
351.40 |
+10.40 |
732 |
8,018 |
+55 |
Oct08 |
080125 |
344.20 |
353.80 |
344.20 |
353.80 |
+9.60 |
58 |
7,782 |
-19 |
Dec08 |
080125 |
349.60 |
358.10 |
349.60 |
358.10 |
+8.70 |
50 |
1,990 |
+50 |
Total Volume and Open Interest |
12,375 |
90,933 |
-1,073 |
Cotton(ICE) |
Mar08 |
080125 |
68.75 |
68.90 |
67.60 |
67.89 |
-0.50 |
25,616 |
130,627 |
-4,641 |
May08 |
080125 |
69.80 |
70.00 |
69.35 |
69.70 |
-0.45 |
3,718 |
38,595 |
+607 |
Jul08 |
080125 |
72.00 |
72.00 |
71.25 |
71.37 |
-0.52 |
4,557 |
33,485 |
-1,896 |
Oct08 |
080125 |
73.75 |
73.75 |
73.75 |
73.75 |
-0.77 |
105 |
528 |
+10 |
Dec08 |
080125 |
76.65 |
76.70 |
75.70 |
75.88 |
-0.74 |
3,626 |
56,635 |
-36 |
Mar09 |
080125 |
78.50 |
78.50 |
78.45 |
78.45 |
-0.60 |
77 |
2,018 |
+7 |
Total Volume and Open Interest |
37,758 |
264,790 |
-5,956 |
Lumber(CME) |
Mar08 |
080125 |
226.0 |
228.0 |
222.0 |
222.4 |
-2.6 |
503 |
8,030 |
+71 |
May08 |
080125 |
246.0 |
247.9 |
243.3 |
245.4 |
+0.9 |
290 |
1,488 |
+125 |
Jul08 |
080125 |
262.1 |
262.1 |
257.0 |
259.7 |
+0.4 |
49 |
495 |
+19 |
Sep08 |
080125 |
274.1 |
275.8 |
270.0 |
275.6 |
-2.2 |
37 |
182 |
+15 |
Total Volume and Open Interest |
912 |
10,283 |
+238 |
Crude Oil(NYM) |
Mar08 |
080125 |
90.35 |
91.35 |
89.75 |
90.71 |
+1.30 |
286,687 |
380,924 |
+4,297 |
Apr08 |
080125 |
90.00 |
90.72 |
89.65 |
90.47 |
+1.48 |
85,625 |
93,270 |
-2,587 |
May08 |
080125 |
90.35 |
90.35 |
89.50 |
90.19 |
+1.61 |
36,545 |
71,554 |
-773 |
Jun08 |
080125 |
89.50 |
89.91 |
89.25 |
89.91 |
+1.72 |
36,140 |
86,692 |
+4,257 |
Jul08 |
080125 |
89.63 |
89.63 |
89.63 |
89.63 |
+1.79 |
10,207 |
33,310 |
+1,545 |
Aug08 |
080125 |
89.38 |
89.38 |
89.38 |
89.38 |
+1.84 |
3,867 |
23,946 |
+512 |
Sep08 |
080125 |
89.14 |
89.14 |
89.14 |
89.14 |
+1.85 |
2,706 |
41,024 |
-233 |
Oct08 |
080125 |
88.91 |
88.91 |
88.91 |
88.91 |
+1.84 |
3,394 |
29,851 |
-803 |
Nov08 |
080125 |
88.69 |
88.69 |
88.69 |
88.69 |
+1.83 |
486 |
21,816 |
-4 |
Dec08 |
080125 |
87.90 |
88.47 |
87.90 |
88.47 |
+1.82 |
20,801 |
176,249 |
+2,087 |
Jan09 |
080125 |
88.25 |
88.25 |
88.25 |
88.25 |
+1.81 |
55 |
23,808 |
-32 |
Feb09 |
080125 |
88.04 |
88.04 |
88.04 |
88.04 |
+1.80 |
269 |
12,367 |
+110 |
Mar09 |
080125 |
87.84 |
87.84 |
87.84 |
87.84 |
+1.79 |
75 |
7,300 |
+50 |
Apr09 |
080125 |
87.66 |
87.66 |
87.66 |
87.66 |
+1.78 |
0 |
8,348 |
+0 |
May09 |
080125 |
87.48 |
87.48 |
87.48 |
87.48 |
+1.77 |
0 |
13,357 |
+0 |
Jun09 |
080125 |
87.32 |
87.32 |
87.32 |
87.32 |
+1.75 |
1,629 |
31,869 |
+564 |
Total Volume and Open Interest |
501,734 |
1,343,482 |
+7,853 |
Heating Oil(NYM) |
Feb08 |
080125 |
250.60 |
253.00 |
250.05 |
251.91 |
+4.28 |
20,461 |
31,048 |
-2,992 |
Mar08 |
080125 |
248.80 |
251.25 |
248.80 |
250.61 |
+4.20 |
27,009 |
72,397 |
+343 |
Apr08 |
080125 |
247.80 |
247.81 |
247.80 |
247.81 |
+4.30 |
7,074 |
24,515 |
-8 |
May08 |
080125 |
245.06 |
245.06 |
245.06 |
245.06 |
+4.40 |
3,266 |
13,723 |
+378 |
Jun08 |
080125 |
233.00 |
243.46 |
233.00 |
243.46 |
+4.60 |
2,318 |
17,522 |
+311 |
Jul08 |
080125 |
243.26 |
243.26 |
243.26 |
243.26 |
+4.60 |
749 |
7,175 |
+142 |
Aug08 |
080125 |
243.46 |
243.46 |
243.46 |
243.46 |
+4.70 |
375 |
2,205 |
+109 |
Sep08 |
080125 |
244.76 |
244.76 |
244.76 |
244.76 |
+4.85 |
489 |
5,677 |
+94 |
Oct08 |
080125 |
246.61 |
246.61 |
246.61 |
246.61 |
+4.85 |
143 |
1,675 |
+42 |
Nov08 |
080125 |
248.71 |
248.71 |
248.71 |
248.71 |
+4.85 |
132 |
1,114 |
-46 |
Dec08 |
080125 |
250.46 |
250.46 |
250.46 |
250.46 |
+4.85 |
782 |
9,413 |
-19 |
Jan09 |
080125 |
251.66 |
251.66 |
251.66 |
251.66 |
+4.85 |
45 |
3,454 |
+24 |
Total Volume and Open Interest |
62,871 |
198,537 |
-1,614 |
Gasoline(NYMEX) |
Feb08 |
080125 |
228.90 |
233.70 |
228.70 |
231.82 |
+3.54 |
23,458 |
30,833 |
-2,405 |
Mar08 |
080125 |
232.30 |
237.36 |
232.00 |
235.42 |
+3.83 |
32,118 |
75,051 |
+2,055 |
Apr08 |
080125 |
245.74 |
250.50 |
245.74 |
248.97 |
+3.93 |
10,769 |
38,391 |
+1,817 |
May08 |
080125 |
247.34 |
251.25 |
247.27 |
249.97 |
+3.98 |
5,319 |
32,226 |
-387 |
Jun08 |
080125 |
247.68 |
251.02 |
247.64 |
249.87 |
+4.13 |
2,806 |
23,845 |
+260 |
Jul08 |
080125 |
247.98 |
248.93 |
246.65 |
248.77 |
+4.33 |
1,035 |
7,487 |
+29 |
Aug08 |
080125 |
245.65 |
247.25 |
245.55 |
246.62 |
+4.48 |
882 |
4,682 |
+197 |
Sep08 |
080125 |
242.45 |
244.30 |
242.08 |
243.42 |
+4.58 |
1,147 |
6,640 |
-130 |
Oct08 |
080125 |
228.15 |
230.17 |
228.15 |
230.17 |
+4.68 |
393 |
4,043 |
+174 |
Nov08 |
080125 |
225.97 |
225.97 |
225.97 |
225.97 |
+4.63 |
167 |
2,152 |
+41 |
Total Volume and Open Interest |
78,899 |
241,036 |
+1,599 |
e-MiNY RBOB Gasoline(NYMEX) |
Feb08 |
080118 |
230.34 |
230.34 |
230.34 |
230.34 |
-17.48 |
1 |
10 |
+0 |
Mar08 |
080125 |
237.00 |
237.00 |
235.42 |
235.42 |
+3.83 |
7 |
20 |
+6 |
Apr08 |
080125 |
248.97 |
248.97 |
248.97 |
248.97 |
+3.93 |
0 |
2 |
+0 |
May08 |
080125 |
249.97 |
249.97 |
249.97 |
249.97 |
+3.98 |
|
|
|
Total Volume and Open Interest |
9 |
48 |
+6 |
Natural Gas(NYM) |
Feb08 |
080125 |
7.850 |
7.985 |
7.825 |
7.983 |
+0.181 |
48,880 |
40,450 |
-6,534 |
Mar08 |
080125 |
7.830 |
7.954 |
7.830 |
7.954 |
+0.171 |
33,754 |
158,601 |
+3,269 |
Apr08 |
080125 |
7.830 |
7.929 |
7.820 |
7.929 |
+0.161 |
16,339 |
74,437 |
+2,760 |
May08 |
080125 |
7.890 |
7.975 |
7.885 |
7.975 |
+0.155 |
5,807 |
63,231 |
-499 |
Jun08 |
080125 |
7.975 |
8.057 |
7.975 |
8.057 |
+0.155 |
1,199 |
29,353 |
+211 |
Jul08 |
080125 |
8.060 |
8.140 |
8.060 |
8.140 |
+0.155 |
746 |
25,076 |
+57 |
Aug08 |
080125 |
8.030 |
8.210 |
8.030 |
8.210 |
+0.155 |
777 |
21,826 |
+94 |
Sep08 |
080125 |
8.135 |
8.222 |
8.135 |
8.222 |
+0.155 |
515 |
17,289 |
-119 |
Oct08 |
080125 |
8.215 |
8.300 |
8.215 |
8.300 |
+0.155 |
3,509 |
48,184 |
+309 |
Nov08 |
080125 |
8.545 |
8.545 |
8.545 |
8.545 |
+0.152 |
1,064 |
27,680 |
-128 |
Dec08 |
080125 |
8.740 |
8.810 |
8.740 |
8.810 |
+0.139 |
1,375 |
28,097 |
+553 |
Jan09 |
080125 |
9.020 |
9.020 |
9.020 |
9.020 |
+0.130 |
1,762 |
51,053 |
+282 |
Feb09 |
080125 |
8.950 |
9.025 |
8.950 |
9.025 |
+0.130 |
66 |
9,015 |
+44 |
Mar09 |
080125 |
8.810 |
8.810 |
8.810 |
8.810 |
+0.135 |
2,346 |
34,584 |
+387 |
Apr09 |
080125 |
8.070 |
8.070 |
8.070 |
8.070 |
+0.125 |
1,136 |
31,480 |
-137 |
May09 |
080125 |
8.059 |
8.059 |
8.059 |
8.059 |
+0.125 |
1,810 |
23,050 |
-840 |
Total Volume and Open Interest |
124,000 |
898,782 |
+1,315 |
Brent Crude Oil(ICE) |
Mar08 |
080125 |
89.44 |
91.40 |
89.32 |
90.90 |
+1.83 |
112,161 |
99,398 |
+4,185 |
Apr08 |
080125 |
89.08 |
90.99 |
89.03 |
90.53 |
+1.86 |
52,423 |
122,195 |
-1,309 |
May08 |
080125 |
88.74 |
90.60 |
88.73 |
90.27 |
+1.90 |
24,130 |
29,876 |
+970 |
Jun08 |
080125 |
88.62 |
90.33 |
88.62 |
90.02 |
+1.92 |
24,428 |
48,750 |
+3,735 |
Jul08 |
080125 |
88.46 |
89.98 |
88.45 |
89.80 |
+1.91 |
5,515 |
16,127 |
+2,261 |
Aug08 |
080125 |
88.26 |
89.69 |
88.26 |
89.63 |
+1.90 |
2,163 |
10,204 |
+754 |
Sep08 |
080125 |
89.46 |
89.46 |
89.46 |
89.46 |
+1.88 |
0 |
9,827 |
+166 |
Oct08 |
080125 |
88.75 |
89.28 |
88.75 |
89.28 |
+1.88 |
0 |
8,349 |
+75 |
Nov08 |
080125 |
89.10 |
89.10 |
89.10 |
89.10 |
+1.88 |
0 |
6,928 |
+123 |
Dec08 |
080125 |
87.73 |
89.18 |
87.60 |
88.91 |
+1.88 |
15,271 |
57,930 |
+1,431 |
Jan09 |
080125 |
88.76 |
88.76 |
88.76 |
88.76 |
+1.84 |
0 |
12,984 |
-40 |
Feb09 |
080125 |
88.63 |
88.63 |
88.63 |
88.63 |
+1.82 |
0 |
4,467 |
-469 |
Mar09 |
080125 |
88.50 |
88.50 |
88.50 |
88.50 |
+1.80 |
0 |
4,176 |
+0 |
Apr09 |
080125 |
88.37 |
88.37 |
88.37 |
88.37 |
+1.76 |
0 |
5,226 |
+0 |
Total Volume and Open Interest |
240,860 |
534,921 |
+12,239 |
Gas Oil(ICE) |
Feb08 |
080125 |
787.50 |
802.50 |
787.50 |
797.75 |
+23.50 |
38,018 |
54,238 |
-2,829 |
Mar08 |
080125 |
778.00 |
793.50 |
778.00 |
789.00 |
+23.75 |
36,780 |
65,158 |
-1,793 |
Apr08 |
080125 |
771.75 |
785.25 |
771.00 |
781.00 |
+24.00 |
15,825 |
28,203 |
+2,672 |
May08 |
080125 |
768.00 |
777.25 |
766.50 |
774.25 |
+24.00 |
6,473 |
17,047 |
-713 |
Jun08 |
080125 |
764.00 |
773.50 |
762.75 |
770.50 |
+23.75 |
5,594 |
29,968 |
-335 |
Jul08 |
080125 |
764.00 |
773.50 |
764.00 |
770.75 |
+23.50 |
543 |
6,670 |
-1,026 |
Aug08 |
080125 |
771.00 |
775.50 |
771.00 |
773.00 |
+23.25 |
221 |
4,652 |
+972 |
Sep08 |
080125 |
771.25 |
775.50 |
771.25 |
775.25 |
+23.25 |
289 |
4,031 |
+337 |
Oct08 |
080125 |
777.00 |
777.00 |
777.00 |
777.00 |
+23.50 |
83 |
2,571 |
+76 |
Nov08 |
080125 |
773.25 |
777.50 |
773.25 |
777.50 |
+23.00 |
188 |
2,606 |
+613 |
Total Volume and Open Interest |
106,116 |
252,280 |
-2,146 |
US Dollar Index(ICE) |
Mar08 |
080125 |
75.915 |
76.190 |
75.820 |
76.115 |
+0.245 |
5,664 |
31,862 |
+3,391 |
Jun08 |
080125 |
75.750 |
76.365 |
75.750 |
76.365 |
+0.245 |
3 |
5,651 |
-1 |
Sep08 |
080125 |
76.665 |
76.665 |
76.665 |
76.665 |
+0.245 |
0 |
502 |
+0 |
Total Volume and Open Interest |
5,667 |
38,015 |
+3,390 |
Australian Dollar(CME) |
Mar08 |
080125 |
87.94 |
87.94 |
87.57 |
87.57 |
+0.03 |
2,326 |
62,865 |
-3,693 |
Jun08 |
080125 |
86.67 |
86.67 |
86.67 |
86.67 |
+0.03 |
0 |
1,010 |
-32 |
Sep08 |
080125 |
85.68 |
85.68 |
85.68 |
85.68 |
+0.03 |
0 |
78 |
+2 |
Total Volume and Open Interest |
2,326 |
64,108 |
-3,723 |
British Pound(CME) |
Mar08 |
080125 |
197.66 |
197.86 |
197.17 |
197.57 |
+0.66 |
1,803 |
90,799 |
-2,173 |
Jun08 |
080125 |
196.47 |
196.47 |
196.47 |
196.47 |
+0.62 |
5 |
916 |
+191 |
Sep08 |
080125 |
195.32 |
195.32 |
195.32 |
195.32 |
+0.61 |
0 |
9 |
+0 |
Total Volume and Open Interest |
1,808 |
91,783 |
-1,982 |
Canadian Dollar(CME) |
Mar08 |
080125 |
99.08 |
99.51 |
99.08 |
99.35 |
+0.23 |
3,003 |
86,012 |
+6,533 |
Jun08 |
080125 |
99.25 |
99.25 |
99.19 |
99.19 |
+0.23 |
1 |
4,310 |
-2 |
Sep08 |
080125 |
98.96 |
98.96 |
98.96 |
98.96 |
+0.23 |
0 |
1,582 |
+7 |
Dec08 |
080125 |
98.77 |
98.77 |
98.77 |
98.77 |
+0.23 |
1 |
772 |
+5 |
Total Volume and Open Interest |
3,006 |
92,869 |
+6,542 |
Japanese Yen(CME) |
Mar08 |
080125 |
93.24 |
93.91 |
93.20 |
93.80 |
-0.18 |
2,993 |
172,117 |
+4,797 |
Jun08 |
080125 |
94.33 |
94.33 |
94.33 |
94.33 |
-0.18 |
0 |
27,288 |
-40 |
Sep08 |
080125 |
94.85 |
94.85 |
94.85 |
94.85 |
-0.16 |
0 |
499 |
+0 |
Total Volume and Open Interest |
2,993 |
199,967 |
+4,757 |
Swiss Franc(CME) |
Mar08 |
080125 |
91.24 |
91.27 |
91.13 |
91.24 |
-0.91 |
225 |
70,335 |
-1,050 |
Jun08 |
080125 |
91.38 |
91.38 |
91.38 |
91.38 |
-0.89 |
0 |
372 |
-5 |
Sep08 |
080125 |
91.47 |
91.47 |
91.47 |
91.47 |
-0.90 |
0 |
20 |
-3 |
Total Volume and Open Interest |
225 |
70,765 |
-1,057 |
EuroFX(CME) |
Mar08 |
080125 |
146.92 |
147.06 |
146.49 |
146.57 |
-0.84 |
2,795 |
182,516 |
+182,225 |
Jun08 |
080125 |
146.05 |
146.14 |
146.05 |
146.14 |
-0.83 |
1 |
4,623 |
+325 |
Sep08 |
080125 |
145.68 |
145.68 |
145.68 |
145.68 |
-0.83 |
0 |
322 |
+3 |
Total Volume and Open Interest |
2,800 |
187,637 |
+182,560 |
Mexican Peso(CME) |
Feb08 |
080125 |
915.2 |
915.2 |
915.2 |
915.2 |
+0.5 |
0 |
110 |
+0 |
Mar08 |
080125 |
915.5 |
916.5 |
912.2 |
913.0 |
+0.5 |
1,846 |
79,207 |
-1,535 |
Total Volume and Open Interest |
1,876 |
80,565 |
-1,536 |
30-Year T-Bonds(CBOT) |
Mar08 |
080125 |
118~11 |
120~05 |
118~06 |
119~28 |
+0~29 |
674,417 |
1,049,095 |
-10,788 |
Jun08 |
080125 |
117~17 |
119~03 |
117~11 |
118~30 |
+0~29 |
2,146 |
27,681 |
+930 |
Sep08 |
080125 |
118~00 |
118~00 |
118~00 |
118~00 |
+0~29 |
5 |
50 |
+3 |
Total Volume and Open Interest |
676,568 |
1,076,837 |
-9,850 |
10-Year T-Notes(CBOT) |
Mar08 |
080125 |
116~055 |
117~075 |
115~240 |
117~015 |
+0~120 |
1,908,621 |
2,587,961 |
-1,060 |
Jun08 |
080125 |
115~080 |
116~080 |
115~005 |
116~030 |
+0~115 |
18,147 |
58,552 |
+3,270 |
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 |
080125 |
112~195 |
113~105 |
112~065 |
113~050 |
+0~035 |
11,506 |
1,959,098 |
+0 |
Jun08 |
080125 |
112~175 |
112~255 |
112~175 |
112~255 |
+0~030 |
7,669 |
63,367 |
+0 |
Total Volume and Open Interest |
1,145,045 |
2,022,465 |
+0 |
2 Year T-Notes(CBOT) |
Mar08 |
080125 |
106~038 |
106~069 |
106~038 |
106~068 |
+0~008 |
6,184 |
1,203,813 |
+14,429 |
Jun08 |
080125 |
106~064 |
106~064 |
106~064 |
106~064 |
+0~012 |
|
|
|
Total Volume and Open Interest |
6,184 |
1,203,813 |
+14,429 |
Eurodollars(CME) |
Mar08 |
080125 |
96.845 |
96.945 |
96.785 |
96.920 |
+0.040 |
44,855 |
1,819,176 |
-33,967 |
Jun08 |
080125 |
97.205 |
97.395 |
97.090 |
97.360 |
+0.045 |
30,847 |
1,953,373 |
-381 |
Sep08 |
080125 |
97.280 |
97.470 |
97.175 |
97.430 |
+0.035 |
21,964 |
1,593,708 |
-5,172 |
Dec08 |
080125 |
97.275 |
97.445 |
97.090 |
97.390 |
+0.015 |
27,757 |
1,493,063 |
-72,015 |
Mar09 |
080125 |
97.195 |
97.370 |
97.075 |
97.310 |
+0.005 |
19,027 |
1,193,025 |
+772 |
Jun09 |
080125 |
97.060 |
97.225 |
96.920 |
97.170 |
+0.010 |
14,203 |
781,270 |
+538 |
Sep09 |
080125 |
96.890 |
97.070 |
96.775 |
97.015 |
+0.020 |
23,354 |
713,393 |
+8,707 |
Dec09 |
080125 |
96.720 |
96.905 |
96.620 |
96.870 |
+0.040 |
10,472 |
524,405 |
-13,579 |
Mar10 |
080125 |
96.575 |
96.755 |
96.540 |
96.735 |
+0.045 |
7,618 |
295,611 |
-12,256 |
Jun10 |
080125 |
96.395 |
96.600 |
96.330 |
96.570 |
+0.050 |
3,910 |
263,183 |
-342 |
Sep10 |
080125 |
96.240 |
96.430 |
96.210 |
96.415 |
+0.050 |
4,094 |
194,389 |
+1,070 |
Dec10 |
080125 |
96.110 |
96.280 |
96.070 |
96.270 |
+0.050 |
6,588 |
153,340 |
+674 |
Mar11 |
080125 |
95.970 |
96.165 |
95.950 |
96.140 |
+0.055 |
10,191 |
115,602 |
-3,364 |
Jun11 |
080125 |
95.825 |
96.020 |
95.810 |
96.000 |
+0.060 |
7,461 |
100,209 |
-1,653 |
Sep11 |
080125 |
95.675 |
95.885 |
95.675 |
95.870 |
+0.065 |
5,896 |
70,130 |
-1,146 |
Dec11 |
080125 |
95.570 |
95.750 |
95.540 |
95.740 |
+0.070 |
13,780 |
64,009 |
-1,894 |
Mar12 |
080125 |
95.450 |
95.660 |
95.450 |
95.640 |
+0.075 |
8,001 |
60,319 |
+1,605 |
Jun12 |
080125 |
95.340 |
95.545 |
95.335 |
95.530 |
+0.080 |
26,568 |
68,926 |
+17,738 |
Total Volume and Open Interest |
324,451 |
11,713,068 |
-91,969 |
30 Day Federal Funds(CBOT) |
Jan08 |
080125 |
4.335 |
4.340 |
4.335 |
4.340 |
-0.005 |
227 |
119,714 |
+309 |
Feb08 |
080125 |
5.135 |
5.180 |
5.100 |
5.175 |
-0.015 |
2,109 |
147,361 |
-2,511 |
Mar08 |
080125 |
5.340 |
5.340 |
5.335 |
5.340 |
unch |
459 |
56,877 |
+2,252 |
Apr08 |
080125 |
5.400 |
5.475 |
5.390 |
5.455 |
+0.005 |
292 |
28,935 |
-169 |
May08 |
080125 |
5.545 |
5.645 |
5.530 |
5.640 |
+0.025 |
24 |
31,944 |
+1,722 |
Jun08 |
080125 |
5.580 |
5.710 |
5.570 |
5.680 |
+0.025 |
28 |
15,252 |
+2,336 |
Total Volume and Open Interest |
3,139 |
417,620 |
+4,556 |
30 Day Fed Funds(e-CBOT) |
Jan08 |
080125 |
96.090 |
96.095 |
96.080 |
96.090 |
unch |
21,510 |
0 |
+0 |
Feb08 |
080125 |
96.900 |
96.950 |
96.840 |
96.925 |
-0.025 |
39,101 |
0 |
+0 |
Mar08 |
080125 |
97.060 |
97.125 |
96.995 |
97.090 |
-0.080 |
12,696 |
0 |
+0 |
Apr08 |
080125 |
97.170 |
97.235 |
97.100 |
97.205 |
-0.085 |
12,306 |
0 |
+0 |
May08 |
080125 |
97.320 |
97.415 |
97.240 |
97.390 |
-0.090 |
4,618 |
0 |
+0 |
Jun08 |
080125 |
97.350 |
97.460 |
97.270 |
97.430 |
-0.090 |
1,348 |
0 |
+0 |
Total Volume and Open Interest |
92,024 |
|
|
3-Mth Euro-Yen(CME) |
Mar08 |
080125 |
99.22 |
99.22 |
99.22 |
99.22 |
-0.04 |
3 |
14,250 |
+298 |
Jun08 |
080125 |
99.40 |
99.40 |
99.40 |
99.40 |
-0.02 |
2 |
6,896 |
-1 |
Sep08 |
080125 |
99.43 |
99.43 |
99.43 |
99.43 |
-0.01 |
23 |
6,686 |
-85 |
Dec08 |
080125 |
99.39 |
99.39 |
99.39 |
99.39 |
-0.01 |
25 |
2,284 |
+0 |
Mar09 |
080125 |
99.34 |
99.34 |
99.34 |
99.34 |
-0.01 |
133 |
1,379 |
-292 |
Jun09 |
080125 |
99.29 |
99.29 |
99.29 |
99.29 |
-0.01 |
0 |
156 |
+0 |
Sep09 |
080125 |
99.24 |
99.24 |
99.24 |
99.24 |
-0.01 |
0 |
350 |
+0 |
Dec09 |
080125 |
99.18 |
99.18 |
99.18 |
99.18 |
-0.01 |
|
|
|
Mar10 |
080125 |
99.15 |
99.15 |
99.15 |
99.15 |
-0.01 |
|
|
|
Jun10 |
080125 |
99.09 |
99.09 |
99.09 |
99.09 |
-0.02 |
|
|
|
Total Volume and Open Interest |
186 |
32,001 |
-80 |
3-Mth Euro-Yen(SGX) |
Mar08 |
080125 |
99.23 |
99.23 |
99.21 |
99.22 |
-0.05 |
2,099 |
53,219 |
-836 |
Jun08 |
080125 |
99.41 |
99.41 |
99.38 |
99.38 |
-0.05 |
973 |
20,291 |
+19 |
Sep08 |
080125 |
99.43 |
99.43 |
99.40 |
99.40 |
-0.06 |
1,543 |
18,226 |
+414 |
Dec08 |
080125 |
99.40 |
99.41 |
99.37 |
99.37 |
-0.07 |
278 |
16,663 |
+55 |
Mar09 |
080125 |
99.36 |
99.36 |
99.31 |
99.32 |
-0.07 |
186 |
7,279 |
+218 |
Jun09 |
080125 |
99.28 |
99.28 |
99.25 |
99.26 |
-0.07 |
0 |
1,625 |
+1 |
Sep09 |
080125 |
99.21 |
99.21 |
99.21 |
99.21 |
-0.07 |
0 |
678 |
+0 |
Dec09 |
080125 |
99.14 |
99.14 |
99.14 |
99.14 |
-0.08 |
0 |
260 |
+0 |
Total Volume and Open Interest |
5,079 |
122,897 |
-129 |
Japanese Gov't Bonds(SGX) |
Mar08 |
080125 |
137.93 |
137.99 |
137.25 |
137.38 |
-0.87 |
3,177 |
37,749 |
-172 |
Jun08 |
080125 |
137.38 |
137.38 |
137.38 |
137.38 |
-0.87 |
|
|
|
Sep08 |
080125 |
137.38 |
137.38 |
137.38 |
137.38 |
-0.87 |
|
|
|
Total Volume and Open Interest |
3,177 |
37,749 |
-172 |
Euro-Bund(EUREX) |
Mar08 |
080125 |
115.70 |
116.64 |
115.58 |
116.33 |
+0.30 |
2,043,075 |
1,402,999 |
+123,885 |
Jun08 |
080125 |
115.39 |
116.20 |
115.18 |
115.91 |
+0.29 |
96 |
2,692 |
+219 |
Sep08 |
080125 |
116.03 |
116.03 |
116.03 |
116.03 |
+0.27 |
356 |
357 |
+351 |
Total Volume and Open Interest |
2,043,527 |
1,406,048 |
+124,455 |
Euro-Bobl(EUREX) |
Mar08 |
080123 |
110.48 |
111.29 |
110.46 |
110.57 |
+0.27 |
666,070 |
1,191,360 |
+49,393 |
Jun08 |
080125 |
44.35 |
44.78 |
44.35 |
44.67 |
+0.15 |
3,550 |
19,202 |
+3,350 |
Sep08 |
080125 |
45.18 |
45.18 |
45.18 |
45.18 |
+0.15 |
|
|
|
Total Volume and Open Interest |
1,260,239 |
1,229,588 |
+65,886 |
3-Mth Euribor(EUREX) |
Mar08 |
080125 |
95.650 |
95.690 |
95.635 |
95.690 |
+0.005 |
3,030 |
18,704 |
-96 |
Jun08 |
080125 |
95.955 |
96.020 |
95.925 |
96.020 |
+0.020 |
710 |
6,806 |
-141 |
Sep08 |
080125 |
96.170 |
96.235 |
96.130 |
96.235 |
+0.040 |
795 |
5,043 |
+83 |
Total Volume and Open Interest |
5,306 |
38,994 |
-974 |
Long Gilt(LIFFE) |
Mar08 |
080125 |
109~29 |
110~12 |
109~23 |
110~07 |
+0~02 |
120,344 |
349,351 |
+6,318 |
Jun08 |
080125 |
110~13 |
110~13 |
110~13 |
110~13 |
+0~02 |
|
|
|
Total Volume and Open Interest |
120,344 |
349,351 |
+6,318 |
3-Mth Short Sterling(LIFFE) |
Mar08 |
080125 |
94.53 |
94.53 |
94.53 |
94.53 |
-0.04 |
164,287 |
476,132 |
+17,875 |
Jun08 |
080125 |
94.86 |
94.86 |
94.86 |
94.86 |
-0.02 |
154,923 |
733,488 |
+12,572 |
Sep08 |
080125 |
95.09 |
95.09 |
95.09 |
95.09 |
-0.02 |
169,235 |
507,990 |
+25,010 |
Dec08 |
080125 |
95.22 |
95.22 |
95.22 |
95.22 |
-0.02 |
107,855 |
448,627 |
-9,185 |
Mar09 |
080125 |
95.30 |
95.30 |
95.30 |
95.30 |
unch |
76,949 |
320,195 |
-11,109 |
Jun09 |
080125 |
95.32 |
95.32 |
95.32 |
95.32 |
+0.02 |
49,413 |
193,981 |
+2,420 |
Total Volume and Open Interest |
780,509 |
3,016,651 |
+41,062 |
3-Mth Euribor(LIFFE) |
Mar08 |
080125 |
95.660 |
95.710 |
95.615 |
95.685 |
-0.020 |
317,457 |
709,789 |
+10,447 |
Jun08 |
080125 |
95.990 |
96.050 |
95.900 |
96.040 |
+0.005 |
344,044 |
762,767 |
-5,573 |
Sep08 |
080125 |
96.215 |
96.265 |
96.105 |
96.255 |
+0.020 |
419,513 |
575,651 |
+10,916 |
Total Volume and Open Interest |
2,120,353 |
4,138,441 |
+6,044 |
3-Mth Aus T-Bills(SFE) |
Mar08 |
080125 |
92.67 |
92.69 |
92.66 |
92.67 |
-0.05 |
18,477 |
425,794 |
+18,858 |
Jun08 |
080125 |
92.61 |
92.68 |
92.61 |
92.65 |
-0.07 |
30,610 |
388,897 |
+36,155 |
Sep08 |
080125 |
92.71 |
92.74 |
92.66 |
92.68 |
-0.10 |
23,066 |
315,581 |
+18,693 |
Dec08 |
080125 |
92.71 |
92.76 |
92.68 |
92.69 |
-0.11 |
11,905 |
136,305 |
+12,051 |
Mar09 |
080125 |
92.71 |
92.76 |
92.68 |
92.69 |
-0.14 |
4,581 |
69,093 |
+4,192 |
Jun09 |
080125 |
92.71 |
92.76 |
92.69 |
92.69 |
-0.14 |
2,147 |
54,548 |
+153 |
Sep09 |
080125 |
92.73 |
92.77 |
92.69 |
92.69 |
-0.15 |
2,554 |
42,119 |
+1,015 |
Dec09 |
080125 |
92.74 |
92.75 |
92.69 |
92.69 |
-0.15 |
1,237 |
9,384 |
+867 |
Mar10 |
080125 |
92.70 |
92.70 |
92.70 |
92.70 |
-0.15 |
0 |
706 |
+0 |
Jun10 |
080125 |
92.70 |
92.70 |
92.70 |
92.70 |
-0.15 |
0 |
490 |
+0 |
Total Volume and Open Interest |
94,577 |
1,443,511 |
+91,984 |
10-Year Aus T-Bonds(SFE) |
Mar08 |
080125 |
93.91 |
93.92 |
93.81 |
93.82 |
-0.15 |
35,240 |
584,995 |
+32,777 |
Jun08 |
080125 |
93.82 |
93.82 |
93.82 |
93.82 |
-0.15 |
|
|
|
Total Volume and Open Interest |
35,240 |
584,995 |
+32,777 |
3-Year Aus T-Bonds(SFE) |
Mar08 |
080125 |
93.47 |
93.47 |
93.40 |
93.40 |
-0.17 |
100,112 |
933,048 |
+85,126 |
Jun08 |
080125 |
93.40 |
93.40 |
93.40 |
93.40 |
-0.17 |
|
|
|
Total Volume and Open Interest |
100,112 |
933,048 |
+85,126 |
Gold(CMX) |
Feb08 |
080125 |
917.0 |
921.0 |
906.0 |
910.7 |
+4.9 |
165,385 |
187,921 |
-17,239 |
Apr08 |
080125 |
922.5 |
927.0 |
911.5 |
916.2 |
+5.0 |
42,848 |
184,006 |
+23,650 |
Jun08 |
080125 |
928.5 |
928.5 |
920.5 |
920.7 |
+5.0 |
2,421 |
52,267 |
-23 |
Aug08 |
080125 |
923.5 |
924.7 |
923.5 |
924.7 |
+5.0 |
745 |
31,840 |
-289 |
Oct08 |
080125 |
928.4 |
928.4 |
928.4 |
928.4 |
+5.0 |
29 |
3,586 |
-9 |
Dec08 |
080125 |
938.0 |
938.0 |
931.8 |
931.8 |
+4.9 |
942 |
27,150 |
+193 |
Feb09 |
080125 |
936.1 |
936.1 |
936.1 |
936.1 |
+5.1 |
73 |
18,554 |
-61 |
Apr09 |
080125 |
940.1 |
940.1 |
940.1 |
940.1 |
+5.3 |
3 |
2,775 |
+0 |
Jun09 |
080125 |
944.5 |
944.5 |
944.5 |
944.5 |
+5.4 |
1 |
10,283 |
+0 |
Aug09 |
080125 |
948.8 |
948.8 |
948.8 |
948.8 |
+5.4 |
8 |
9 |
+0 |
Oct09 |
080125 |
953.3 |
953.3 |
953.3 |
953.3 |
+5.4 |
|
|
|
Dec09 |
080125 |
957.9 |
957.9 |
957.9 |
957.9 |
+5.4 |
438 |
16,802 |
+276 |
Total Volume and Open Interest |
213,805 |
552,400 |
+6,899 |
Silver(CMX) |
Mar08 |
080125 |
1648.0 |
1656.0 |
1639.5 |
1649.0 |
+15.7 |
32,461 |
82,187 |
+1,015 |
May08 |
080125 |
1666.0 |
1666.0 |
1656.0 |
1658.2 |
+15.7 |
2,286 |
21,172 |
+976 |
Jul08 |
080125 |
1665.7 |
1665.7 |
1665.7 |
1665.7 |
+16.0 |
674 |
24,416 |
+166 |
Sep08 |
080125 |
1672.5 |
1672.5 |
1672.5 |
1672.5 |
+16.2 |
160 |
20,972 |
-17 |
Dec08 |
080125 |
1679.0 |
1689.0 |
1679.0 |
1681.8 |
+16.3 |
645 |
20,302 |
+235 |
Mar09 |
080125 |
1692.1 |
1692.1 |
1692.1 |
1692.1 |
+16.3 |
2 |
926 |
+0 |
May09 |
080125 |
1699.3 |
1699.3 |
1699.3 |
1699.3 |
+16.4 |
4 |
8 |
+0 |
Total Volume and Open Interest |
36,542 |
181,617 |
+2,137 |
Platinum(NYMEX) |
Jan08 |
080125 |
1608.7 |
1680.7 |
1608.7 |
1680.7 |
+65.8 |
25 |
126 |
+16 |
Apr08 |
080125 |
1675.0 |
1688.0 |
1665.0 |
1680.1 |
+67.1 |
4,598 |
16,856 |
-60 |
Jul08 |
080125 |
1669.1 |
1669.1 |
1669.1 |
1669.1 |
+66.1 |
108 |
0 |
+0 |
Oct08 |
080125 |
1670.0 |
1670.0 |
1667.8 |
1667.8 |
+64.8 |
61 |
51 |
+51 |
Total Volume and Open Interest |
4,792 |
17,033 |
+7 |
Palladium(NYMEX) |
Mar08 |
080125 |
381.50 |
389.00 |
381.50 |
385.45 |
+9.40 |
1,254 |
15,014 |
-277 |
Jun08 |
080125 |
389.00 |
389.00 |
389.00 |
389.00 |
+9.70 |
37 |
1,750 |
-5 |
Sep08 |
080125 |
392.00 |
392.00 |
392.00 |
392.00 |
+9.70 |
24 |
320 |
-1 |
Total Volume and Open Interest |
1,329 |
17,783 |
-297 |
Copper(CMX) |
Mar08 |
080125 |
320.80 |
322.00 |
316.80 |
318.40 |
+1.25 |
11,055 |
54,716 |
-564 |
May08 |
080125 |
322.95 |
322.95 |
320.00 |
320.20 |
+1.60 |
3,779 |
17,410 |
+845 |
Jul08 |
080125 |
320.05 |
320.05 |
320.05 |
320.05 |
+2.65 |
365 |
3,453 |
-92 |
Sep08 |
080125 |
318.65 |
318.65 |
318.65 |
318.65 |
+3.30 |
190 |
1,693 |
+37 |
Dec08 |
080125 |
316.35 |
316.35 |
316.35 |
316.35 |
+3.90 |
284 |
2,522 |
+179 |
Total Volume and Open Interest |
16,730 |
86,275 |
+417 |
Aluminum(CMX) |
Jan08 |
080125 |
1.11 |
1.11 |
1.11 |
1.11 |
-106.89 |
|
|
|
Feb08 |
080125 |
1.11 |
1.11 |
1.11 |
1.11 |
-106.89 |
|
|
|
Mar08 |
080125 |
1.11 |
1.11 |
1.11 |
1.11 |
-106.89 |
|
|
|
Apr08 |
080125 |
1.11 |
1.11 |
1.11 |
1.11 |
-106.89 |
|
|
|
May08 |
080125 |
1.11 |
1.11 |
1.11 |
1.11 |
-106.89 |
|
|
|
Jun08 |
080125 |
1.11 |
1.11 |
1.11 |
1.11 |
-106.89 |
|
|
|
Total Volume and Open Interest |
|
|
|
DJIA Index(CBOT) |
Mar08 |
080125 |
12480 |
12490 |
12195 |
12236 |
-129 |
3,592 |
26,458 |
-1,184 |
Jun08 |
080125 |
12475 |
12475 |
12220 |
12256 |
-129 |
24 |
49 |
-1 |
Sep08 |
080125 |
12270 |
12270 |
12270 |
12270 |
-129 |
0 |
1 |
+0 |
Dec08 |
080125 |
12267 |
12267 |
12267 |
12267 |
-129 |
|
|
|
Total Volume and Open Interest |
3,616 |
26,508 |
-1,185 |
S & P 500(CME) |
Mar08 |
080125 |
1368.00 |
1370.50 |
1328.50 |
1334.10 |
-18.10 |
41,808 |
567,465 |
-7,648 |
Jun08 |
080125 |
1361.50 |
1361.50 |
1337.50 |
1337.50 |
-18.50 |
851 |
9,427 |
+439 |
Sep08 |
080125 |
1360.00 |
1360.00 |
1339.00 |
1340.50 |
-18.80 |
50 |
342 |
-20 |
Dec08 |
080125 |
1342.10 |
1342.10 |
1342.10 |
1342.10 |
-19.10 |
36 |
4,091 |
-7 |
Total Volume and Open Interest |
42,745 |
581,336 |
-7,236 |
S & P 500 E-Mini(Globex) |
Mar08 |
080125 |
1356.00 |
1370.75 |
1328.25 |
1334.00 |
-18.25 |
2,431,922 |
2,433,876 |
-38,875 |
Jun08 |
080125 |
1361.75 |
1374.50 |
1332.25 |
1337.50 |
-18.50 |
12,795 |
63,986 |
+9,151 |
Total Volume and Open Interest |
2,444,719 |
2,497,869 |
-29,723 |
NASDAQ 100(CME) |
Mar08 |
080125 |
1872.00 |
1873.00 |
1791.00 |
1793.50 |
-43.50 |
5,384 |
47,029 |
+1,878 |
Jun08 |
080125 |
1817.00 |
1819.50 |
1804.50 |
1804.50 |
-44.50 |
100 |
151 |
+100 |
Sep08 |
080125 |
1819.50 |
1819.50 |
1819.50 |
1819.50 |
-49.50 |
|
|
|
Total Volume and Open Interest |
5,484 |
47,180 |
+1,978 |
NASDAQ 100 E-Mini(Globex) |
Mar08 |
080125 |
1847.00 |
1873.50 |
1791.00 |
1793.50 |
-43.50 |
505,973 |
353,681 |
-17,995 |
Jun08 |
080125 |
1855.00 |
1884.30 |
1801.50 |
1804.50 |
-44.50 |
2,733 |
5,478 |
+2,615 |
Total Volume and Open Interest |
508,706 |
359,159 |
-15,380 |
S & P Midcap 400(CME) |
Mar08 |
080125 |
785.50 |
789.50 |
772.00 |
772.20 |
-6.10 |
511 |
6,779 |
+344 |
Jun08 |
080125 |
774.45 |
774.45 |
774.45 |
774.45 |
-6.85 |
|
|
|
Sep08 |
080125 |
779.45 |
779.45 |
779.45 |
779.45 |
-6.85 |
0 |
55 |
+0 |
Total Volume and Open Interest |
511 |
6,836 |
+341 |
Russell 2000(CME) |
Mar08 |
080125 |
704.50 |
704.50 |
685.00 |
688.80 |
-4.30 |
3,186 |
42,697 |
+184 |
Jun08 |
080125 |
689.55 |
689.55 |
689.55 |
689.55 |
-4.55 |
0 |
5 |
+0 |
Sep08 |
080125 |
692.05 |
692.05 |
692.05 |
692.05 |
-4.55 |
0 |
27 |
+0 |
Total Volume and Open Interest |
3,186 |
42,729 |
+184 |
Russell 2000 E-Mini(Globex) |
Mar08 |
080125 |
694.90 |
706.20 |
684.90 |
688.80 |
-4.30 |
285,649 |
0 |
-640,027 |
Jun08 |
080125 |
696.50 |
706.30 |
686.10 |
689.60 |
-4.50 |
99 |
0 |
-264 |
Sep08 |
080125 |
692.10 |
706.60 |
689.50 |
692.10 |
-4.50 |
13 |
0 |
-98 |
Total Volume and Open Interest |
461,750 |
640,389 |
+0 |
Value Line(KCBT) |
Mar08 |
080125 |
2080.00 |
2080.00 |
2080.00 |
2080.00 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
Nikkei 225(CME) |
Mar08 |
080125 |
13260 |
13695 |
13260 |
13670 |
+620 |
69,967 |
221,779 |
+1,032 |
Jun08 |
080125 |
13180 |
13610 |
13180 |
13565 |
+535 |
0 |
247 |
+27 |
Total Volume and Open Interest |
69,991 |
222,157 |
+1,057 |
Nikkei 225(SGX) |
Mar08 |
080125 |
13260 |
13695 |
13260 |
13670 |
+620 |
69,967 |
221,779 |
+1,032 |
Jun08 |
080125 |
13180 |
13610 |
13180 |
13565 |
+535 |
0 |
247 |
+27 |
Sep08 |
080125 |
13585 |
13585 |
13585 |
13585 |
+540 |
0 |
40 |
+0 |
Total Volume and Open Interest |
69,991 |
222,157 |
+1,057 |
CAC 40(EURONEXT) |
Feb08 |
080125 |
5005.0 |
5022.5 |
4820.0 |
4887.5 |
-42.5 |
225,157 |
518,399 |
-2,129 |
Mar08 |
080125 |
5018.0 |
5037.5 |
4884.5 |
4906.0 |
-42.5 |
5,139 |
58,665 |
+1,213 |
Apr08 |
080125 |
4921.5 |
4921.5 |
4921.5 |
4921.5 |
-42.5 |
60 |
60 |
+60 |
Total Volume and Open Interest |
230,821 |
579,415 |
-509 |
Hang Seng Index(HKFE) |
Jan08 |
080125 |
24815 |
25292 |
24486 |
25075 |
+1435 |
12,544 |
51,120 |
+39,871 |
Feb08 |
080125 |
24800 |
25310 |
24515 |
25095 |
+1432 |
420 |
98 |
-779 |
Mar08 |
080125 |
24756 |
25250 |
24472 |
25037 |
+1387 |
69 |
763 |
+401 |
Total Volume and Open Interest |
13,058 |
52,594 |
+40,093 |
DAX(EUREX) |
Mar08 |
080125 |
6955.0 |
7047.5 |
6760.0 |
6847.0 |
-23.5 |
282,338 |
206,088 |
-20,948 |
Jun08 |
080125 |
7033.0 |
7114.0 |
6840.0 |
6919.0 |
-22.0 |
466 |
18,990 |
-62 |
Sep08 |
080125 |
7101.0 |
7170.0 |
6980.5 |
6987.0 |
-18.5 |
164 |
869 |
-26 |
Total Volume and Open Interest |
282,968 |
225,947 |
-21,036 |
FT-SE 100(EURONEXT) |
Mar08 |
080125 |
5986.00 |
5986.00 |
5827.00 |
5835.00 |
-36.00 |
226,691 |
560,998 |
+43,960 |
Jun08 |
080125 |
6000.00 |
6000.00 |
5856.50 |
5856.50 |
-35.00 |
36 |
9,268 |
-1 |
Sep08 |
080125 |
5961.50 |
5969.00 |
5870.50 |
5870.50 |
-36.00 |
0 |
2,029 |
+0 |
Total Volume and Open Interest |
226,727 |
574,395 |
+43,959 |
SPI 200(SFE) |
Mar08 |
080125 |
5640.0 |
5889.0 |
5620.0 |
5885.0 |
+342.0 |
34,881 |
353,474 |
+19,725 |
Jun08 |
080125 |
5692.0 |
5937.0 |
5692.0 |
5937.0 |
+346.0 |
175 |
3,836 |
+179 |
Sep08 |
080125 |
5941.0 |
5941.0 |
5941.0 |
5941.0 |
+347.0 |
0 |
1,555 |
+2 |
Total Volume and Open Interest |
35,059 |
359,007 |
+19,914 |
GSCI(CME) |
Feb08 |
080125 |
597.30 |
601.50 |
597.30 |
600.00 |
+9.80 |
135 |
21,184 |
-16 |
Mar08 |
080125 |
598.00 |
601.60 |
598.00 |
601.60 |
+9.60 |
0 |
1 |
+1 |
Apr08 |
080125 |
601.50 |
601.50 |
601.50 |
601.50 |
+9.50 |
|
|
|
Total Volume and Open Interest |
135 |
21,185 |
-15 |
RJ/CRB Index(ICE) |
Feb08 |
080125 |
484.25 |
491.75 |
484.25 |
491.75 |
+3.75 |
4 |
266 |
-2 |
Apr08 |
080125 |
488.25 |
495.75 |
488.00 |
495.75 |
+3.75 |
17 |
853 |
-4 |
Jun08 |
080125 |
496.00 |
499.75 |
496.00 |
499.75 |
+3.75 |
0 |
204 |
+0 |
Total Volume and Open Interest |
21 |
1,328 |
-6 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|