|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Mon January 28, 2008 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Mar08 |
080128 |
1232.75 |
1255.00 |
1228.00 |
1253.75 |
+10.75 |
7,788 |
218,872 |
-7,046 |
| May08 |
080128 |
1250.50 |
1273.50 |
1246.50 |
1272.25 |
+10.75 |
2,786 |
94,382 |
+3,721 |
| Jul08 |
080128 |
1267.00 |
1288.50 |
1261.00 |
1287.00 |
+11.75 |
2,965 |
81,073 |
-38 |
| Aug08 |
080128 |
1265.00 |
1278.00 |
1263.00 |
1278.00 |
+11.00 |
514 |
4,107 |
+151 |
| Sep08 |
080128 |
1244.00 |
1249.00 |
1242.00 |
1249.00 |
+2.00 |
554 |
3,205 |
+206 |
| Nov08 |
080128 |
1219.00 |
1229.50 |
1211.00 |
1228.75 |
-3.25 |
3,509 |
121,928 |
+760 |
| Jan09 |
080128 |
1223.00 |
1237.00 |
1222.00 |
1236.75 |
-5.25 |
60 |
5,164 |
-1 |
| Total Volume and Open Interest |
18,541 |
560,252 |
-1,776 |
| Soybean Meal(CBOT) |
| Mar08 |
080128 |
332.00 |
337.80 |
331.50 |
336.60 |
+1.60 |
3,950 |
74,415 |
-2,371 |
| May08 |
080128 |
340.00 |
344.00 |
331.00 |
342.80 |
+1.20 |
2,353 |
51,206 |
-751 |
| Jul08 |
080128 |
345.00 |
348.00 |
341.80 |
347.70 |
+1.20 |
1,920 |
42,901 |
+777 |
| Aug08 |
080128 |
344.50 |
345.50 |
343.00 |
345.20 |
+1.20 |
365 |
8,253 |
-50 |
| Sep08 |
080128 |
340.50 |
340.50 |
338.00 |
338.80 |
-1.70 |
357 |
6,873 |
+320 |
| Oct08 |
080128 |
330.00 |
330.00 |
322.50 |
323.50 |
-6.50 |
60 |
6,415 |
+105 |
| Dec08 |
080128 |
329.00 |
329.00 |
321.50 |
323.50 |
-6.00 |
1,922 |
37,187 |
-597 |
| Jan09 |
080128 |
324.30 |
324.30 |
324.30 |
324.30 |
-5.90 |
0 |
2,324 |
+0 |
| Total Volume and Open Interest |
10,927 |
232,427 |
-2,562 |
| Soybean Oil(CBOT) |
| Mar08 |
080128 |
51.60 |
52.60 |
51.50 |
52.55 |
+0.54 |
7,665 |
140,105 |
-3,870 |
| May08 |
080128 |
52.20 |
53.20 |
52.10 |
53.19 |
+0.47 |
3,724 |
55,578 |
+1,013 |
| Jul08 |
080128 |
52.75 |
53.85 |
52.63 |
53.82 |
+0.55 |
3,215 |
44,119 |
-2,977 |
| Aug08 |
080128 |
53.20 |
54.00 |
53.20 |
54.00 |
+0.48 |
621 |
5,831 |
+204 |
| Sep08 |
080128 |
53.60 |
54.00 |
53.60 |
54.00 |
+0.43 |
487 |
5,348 |
+363 |
| Oct08 |
080128 |
53.25 |
53.85 |
53.25 |
53.85 |
+0.33 |
836 |
5,032 |
+181 |
| Dec08 |
080128 |
53.20 |
54.20 |
53.20 |
54.20 |
+0.45 |
3,323 |
29,862 |
-1,654 |
| Jan09 |
080128 |
53.80 |
54.25 |
53.70 |
54.25 |
+0.43 |
105 |
2,052 |
+26 |
| Total Volume and Open Interest |
19,976 |
289,007 |
-6,715 |
| Canola(WCE) |
| Mar08 |
080128 |
570.0 |
570.4 |
552.0 |
568.8 |
+1.5 |
7,629 |
72,397 |
+2,224 |
| May08 |
080128 |
580.6 |
583.9 |
565.4 |
583.0 |
+2.2 |
4,448 |
30,085 |
-1,225 |
| Jul08 |
080128 |
591.0 |
592.9 |
579.5 |
591.6 |
+1.9 |
368 |
20,074 |
+41 |
| Total Volume and Open Interest |
12,816 |
167,263 |
+1,005 |
| Corn(CBOT) |
| Mar08 |
080128 |
494.00 |
503.25 |
490.25 |
502.25 |
+4.00 |
13,131 |
543,764 |
-15,982 |
| May08 |
080128 |
505.50 |
515.00 |
502.25 |
514.25 |
+3.50 |
5,519 |
202,945 |
+3,894 |
| Jul08 |
080128 |
514.50 |
523.50 |
511.25 |
523.00 |
+4.00 |
4,293 |
180,687 |
-305 |
| Sep08 |
080128 |
508.25 |
516.00 |
506.00 |
515.75 |
+3.25 |
436 |
41,253 |
+2,385 |
| Dec08 |
080128 |
504.50 |
512.75 |
501.75 |
510.50 |
+0.75 |
5,020 |
336,140 |
-221 |
| Mar09 |
080128 |
511.50 |
520.00 |
509.50 |
518.75 |
+2.00 |
165 |
24,656 |
+538 |
| Total Volume and Open Interest |
28,714 |
1,418,309 |
-8,461 |
| Wheat(CBOT) |
| Mar08 |
080128 |
945.00 |
963.00 |
935.00 |
963.00 |
+30.00 |
3,630 |
167,283 |
-2,726 |
| May08 |
080128 |
955.00 |
977.50 |
951.00 |
977.50 |
+30.00 |
1,760 |
76,034 |
+2,101 |
| Jul08 |
080128 |
885.00 |
909.00 |
881.00 |
908.00 |
+29.00 |
2,465 |
111,111 |
-569 |
| Sep08 |
080128 |
888.00 |
910.75 |
888.00 |
910.75 |
+30.00 |
49 |
20,896 |
-12 |
| Dec08 |
080128 |
906.00 |
929.50 |
901.00 |
929.50 |
+30.00 |
211 |
49,566 |
+587 |
| Total Volume and Open Interest |
8,531 |
447,977 |
-52 |
| Wheat(KCBT) |
| Mar08 |
080128 |
982.00 |
1000.00 |
976.00 |
1000.00 |
+30.00 |
7,720 |
58,175 |
-4,213 |
| May08 |
080128 |
998.00 |
1013.00 |
986.00 |
1013.00 |
+30.00 |
2,507 |
14,947 |
+478 |
| Jul08 |
080128 |
955.00 |
967.50 |
945.00 |
967.50 |
+30.00 |
3,621 |
34,168 |
-1,277 |
| Sep08 |
080128 |
953.00 |
972.00 |
953.00 |
972.00 |
+30.00 |
247 |
5,947 |
+35 |
| Dec08 |
080128 |
965.00 |
986.50 |
965.00 |
986.50 |
+30.00 |
1,475 |
6,004 |
+623 |
| Total Volume and Open Interest |
15,655 |
123,803 |
-4,281 |
| Wheat(MGE) |
| Mar08 |
080128 |
1297.00 |
1297.00 |
1297.00 |
1297.00 |
+30.00 |
2,807 |
23,539 |
-349 |
| May08 |
080128 |
1230.00 |
1230.00 |
1226.00 |
1230.00 |
+30.00 |
2,790 |
14,650 |
+122 |
| Jul08 |
080128 |
1150.00 |
1156.00 |
1144.00 |
1156.00 |
+30.00 |
572 |
4,976 |
-17 |
| Sep08 |
080128 |
1055.00 |
1074.00 |
1046.00 |
1074.00 |
+30.00 |
955 |
8,211 |
+86 |
| Dec08 |
080128 |
1041.00 |
1058.00 |
1041.00 |
1058.00 |
+30.00 |
894 |
8,764 |
+199 |
| Total Volume and Open Interest |
8,147 |
60,858 |
-1,948 |
| Oats(CBOT) |
| Mar08 |
080128 |
325.00 |
325.00 |
320.50 |
323.00 |
+2.75 |
331 |
9,469 |
-251 |
| May08 |
080128 |
334.00 |
334.25 |
330.25 |
332.50 |
+3.50 |
263 |
2,135 |
+54 |
| Jul08 |
080128 |
341.00 |
341.00 |
341.00 |
341.00 |
+3.50 |
9 |
587 |
+4 |
| Sep08 |
080128 |
346.00 |
346.00 |
346.00 |
346.00 |
+2.50 |
0 |
45 |
+0 |
| Total Volume and Open Interest |
659 |
14,102 |
-174 |
| Rough Rice(CBOT) |
| Mar08 |
080128 |
14.57 |
14.58 |
14.47 |
14.57 |
+0.02 |
81 |
12,105 |
-90 |
| May08 |
080128 |
14.82 |
14.89 |
14.82 |
14.89 |
+0.05 |
74 |
1,187 |
+53 |
| Jul08 |
080128 |
15.10 |
15.15 |
15.10 |
15.15 |
unch |
26 |
1,448 |
+11 |
| Sep08 |
080128 |
14.59 |
14.59 |
14.59 |
14.59 |
+0.04 |
21 |
1,700 |
+63 |
| Total Volume and Open Interest |
216 |
17,489 |
+177 |
| Live Cattle(CME) |
| Feb08 |
080128 |
91.000 |
91.150 |
90.500 |
90.750 |
-0.650 |
7,404 |
24,730 |
-3,688 |
| Apr08 |
080128 |
94.000 |
94.250 |
93.600 |
93.830 |
-0.555 |
14,257 |
133,155 |
+2,471 |
| Jun08 |
080128 |
92.500 |
92.680 |
92.000 |
92.580 |
-0.420 |
5,801 |
49,009 |
+1,428 |
| Aug08 |
080128 |
95.430 |
95.750 |
95.000 |
95.500 |
+0.020 |
2,436 |
23,402 |
+579 |
| Oct08 |
080128 |
99.700 |
100.200 |
99.400 |
100.200 |
+0.300 |
739 |
13,766 |
+165 |
| Dec08 |
080128 |
100.900 |
101.400 |
100.600 |
101.350 |
+0.250 |
234 |
7,249 |
+22 |
| Total Volume and Open Interest |
31,017 |
256,389 |
+1,044 |
| Feeder Cattle(CME) |
| Jan08 |
080128 |
99.000 |
99.730 |
99.000 |
99.550 |
+0.950 |
802 |
2,468 |
-49 |
| Mar08 |
080128 |
102.600 |
102.950 |
102.150 |
102.680 |
+0.580 |
2,297 |
17,416 |
+111 |
| Apr08 |
080128 |
106.350 |
106.680 |
105.800 |
106.600 |
+0.550 |
842 |
6,780 |
+235 |
| May08 |
080128 |
108.650 |
108.800 |
108.050 |
108.750 |
+0.465 |
631 |
6,551 |
+67 |
| Aug08 |
080128 |
111.000 |
111.050 |
110.100 |
110.635 |
+0.155 |
285 |
5,120 |
+157 |
| Sep08 |
080128 |
109.900 |
110.000 |
109.400 |
109.900 |
unch |
6 |
493 |
+5 |
| Oct08 |
080128 |
109.500 |
109.700 |
109.500 |
109.700 |
unch |
27 |
377 |
+12 |
| Total Volume and Open Interest |
4,905 |
39,466 |
+549 |
| Lean Hogs(CME) |
| Feb08 |
080128 |
56.450 |
57.400 |
55.700 |
57.250 |
+1.050 |
6,359 |
25,580 |
-1,110 |
| Apr08 |
080128 |
62.150 |
63.650 |
61.600 |
63.500 |
+1.550 |
8,855 |
93,580 |
-15 |
| May08 |
080128 |
71.200 |
72.000 |
70.750 |
71.975 |
+0.545 |
45 |
2,755 |
+2 |
| Jun08 |
080128 |
74.930 |
76.100 |
74.150 |
75.975 |
+1.045 |
3,421 |
35,696 |
+609 |
| Jul08 |
080128 |
75.750 |
76.450 |
75.225 |
76.350 |
+0.715 |
1,005 |
13,218 |
-58 |
| Aug08 |
080128 |
75.550 |
76.600 |
75.135 |
76.500 |
+0.965 |
535 |
7,865 |
+197 |
| Oct08 |
080128 |
71.100 |
71.900 |
70.830 |
71.850 |
+0.750 |
937 |
12,380 |
+250 |
| Dec08 |
080128 |
73.500 |
74.400 |
73.300 |
74.400 |
+0.900 |
2,581 |
16,849 |
+577 |
| Total Volume and Open Interest |
25,883 |
211,303 |
+1,614 |
| Pork Bellies(CME) |
| Feb08 |
080128 |
85.600 |
88.300 |
85.600 |
88.250 |
+2.365 |
227 |
688 |
-79 |
| Mar08 |
080128 |
86.800 |
88.700 |
86.100 |
88.550 |
+2.250 |
79 |
552 |
+8 |
| May08 |
080128 |
87.850 |
89.400 |
87.700 |
89.000 |
+1.700 |
84 |
468 |
+18 |
| Jul08 |
080128 |
89.000 |
89.000 |
87.700 |
88.150 |
+1.500 |
1 |
213 |
-1 |
| Aug08 |
080128 |
87.300 |
89.200 |
87.300 |
89.000 |
+2.450 |
0 |
71 |
+0 |
| Total Volume and Open Interest |
391 |
1,992 |
-54 |
| Class III Milk(CME) |
| Jan08 |
080128 |
19.38 |
19.38 |
19.38 |
19.38 |
+0.03 |
152 |
3,886 |
-6 |
| Feb08 |
080128 |
17.25 |
17.33 |
17.20 |
17.33 |
+0.38 |
459 |
4,292 |
+7 |
| Mar08 |
080128 |
17.30 |
17.45 |
17.30 |
17.36 |
+0.41 |
546 |
4,160 |
+51 |
| Apr08 |
080128 |
16.60 |
16.60 |
16.60 |
16.60 |
+0.25 |
170 |
3,107 |
+64 |
| May08 |
080128 |
16.30 |
16.30 |
16.30 |
16.30 |
+0.10 |
76 |
2,643 |
+47 |
| Total Volume and Open Interest |
1,593 |
32,463 |
+222 |
| Cocoa(ICE) |
| Mar08 |
080128 |
2202 |
2215 |
2190 |
2213 |
+1 |
5,056 |
93,091 |
-3,913 |
| May08 |
080128 |
2227 |
2235 |
2226 |
2235 |
-1 |
1,387 |
40,374 |
+443 |
| Jul08 |
080128 |
2252 |
2252 |
2252 |
2252 |
-1 |
858 |
18,409 |
+271 |
| Sep08 |
080128 |
2254 |
2254 |
2254 |
2254 |
-2 |
500 |
11,618 |
+203 |
| Dec08 |
080128 |
2259 |
2259 |
2259 |
2259 |
unch |
266 |
16,479 |
+56 |
| Mar09 |
080128 |
2264 |
2264 |
2264 |
2264 |
-1 |
238 |
5,474 |
-93 |
| May09 |
080128 |
2265 |
2265 |
2265 |
2265 |
-3 |
1 |
2,385 |
+0 |
| Total Volume and Open Interest |
8,347 |
189,387 |
-3,002 |
| Coffee "C"(ICE) |
| Mar08 |
080128 |
131.25 |
134.60 |
131.00 |
134.20 |
+2.75 |
8,158 |
97,434 |
-2,900 |
| May08 |
080128 |
135.60 |
137.05 |
135.05 |
136.80 |
+2.75 |
4,056 |
45,523 |
+2,611 |
| Jul08 |
080128 |
139.30 |
139.30 |
139.30 |
139.30 |
+2.70 |
904 |
11,103 |
+83 |
| Sep08 |
080128 |
141.70 |
141.70 |
141.70 |
141.70 |
+2.70 |
1,113 |
10,133 |
+797 |
| Dec08 |
080128 |
144.10 |
145.20 |
144.10 |
145.20 |
+2.65 |
929 |
7,208 |
+695 |
| Mar09 |
080128 |
148.55 |
148.55 |
148.55 |
148.55 |
+2.65 |
11 |
3,761 |
+1 |
| Total Volume and Open Interest |
15,199 |
177,802 |
+1,292 |
| Orange Juice(ICE) |
| Mar08 |
080128 |
138.40 |
138.40 |
137.25 |
138.15 |
+1.35 |
610 |
16,427 |
+23 |
| May08 |
080128 |
139.90 |
139.90 |
139.90 |
139.90 |
+1.35 |
177 |
4,542 |
+80 |
| Jul08 |
080128 |
141.65 |
141.65 |
141.65 |
141.65 |
+1.35 |
19 |
1,089 |
-10 |
| Sep08 |
080128 |
143.05 |
143.05 |
143.05 |
143.05 |
+1.35 |
0 |
699 |
+0 |
| Nov08 |
080128 |
143.25 |
143.25 |
143.25 |
143.25 |
+1.35 |
0 |
442 |
+0 |
| Jan09 |
080128 |
144.35 |
144.35 |
144.35 |
144.35 |
+1.35 |
0 |
861 |
+0 |
| Total Volume and Open Interest |
806 |
24,107 |
+93 |
| Sugar #11(ICE) |
| Mar08 |
080128 |
12.25 |
12.36 |
12.07 |
12.24 |
+0.30 |
71,500 |
445,449 |
-8,847 |
| May08 |
080128 |
12.59 |
12.74 |
12.54 |
12.64 |
+0.30 |
27,673 |
169,098 |
+1,100 |
| Jul08 |
080128 |
12.63 |
12.82 |
12.63 |
12.77 |
+0.36 |
14,317 |
125,994 |
+2,694 |
| Oct08 |
080128 |
12.99 |
13.06 |
12.92 |
13.06 |
+0.41 |
13,001 |
117,604 |
+1,405 |
| Mar09 |
080128 |
13.44 |
13.57 |
13.44 |
13.57 |
+0.38 |
6,211 |
58,231 |
-1,142 |
| Total Volume and Open Interest |
139,757 |
1,034,196 |
-3,136 |
| Sugar #14(ICE) |
| Mar08 |
080128 |
20.14 |
20.14 |
20.14 |
20.14 |
-0.01 |
152 |
1,959 |
-10 |
| May08 |
080128 |
20.18 |
20.18 |
20.18 |
20.18 |
-0.02 |
104 |
4,006 |
+72 |
| Jul08 |
080128 |
20.38 |
20.38 |
20.38 |
20.38 |
-0.07 |
20 |
2,000 |
-20 |
| Sep08 |
080128 |
20.55 |
20.55 |
20.55 |
20.55 |
-0.13 |
20 |
1,495 |
+20 |
| Nov08 |
080128 |
20.95 |
20.95 |
20.95 |
20.95 |
+0.03 |
0 |
664 |
+0 |
| Total Volume and Open Interest |
296 |
10,155 |
+62 |
| London Cocoa(LCE) |
| Mar08 |
080128 |
1148 |
1150 |
1138 |
1147 |
-2 |
3,590 |
75,020 |
-333 |
| May08 |
080128 |
1168 |
1170 |
1160 |
1169 |
unch |
1,583 |
34,575 |
+98 |
| Jul08 |
080128 |
1191 |
1195 |
1186 |
1194 |
-1 |
662 |
57,842 |
+309 |
| Sep08 |
080128 |
1185 |
1185 |
1175 |
1182 |
-3 |
262 |
26,117 |
+87 |
| Dec08 |
080128 |
1185 |
1188 |
1183 |
1188 |
-2 |
1,043 |
32,241 |
+318 |
| Mar09 |
080128 |
1187 |
1187 |
1180 |
1187 |
-2 |
711 |
9,740 |
+495 |
| May09 |
080128 |
1197 |
1197 |
1197 |
1197 |
-3 |
0 |
389 |
+0 |
| Total Volume and Open Interest |
7,882 |
236,583 |
+1,005 |
| London Coffee(LCE) |
| Jan08 |
080128 |
2019.00 |
2043.00 |
2019.00 |
2039.00 |
+41.00 |
86 |
1,593 |
-72 |
| Mar08 |
080128 |
2022.00 |
2069.00 |
2017.00 |
2057.00 |
+35.00 |
11,149 |
70,810 |
-2,039 |
| May08 |
080128 |
2047.00 |
2089.00 |
2037.00 |
2079.00 |
+36.00 |
6,114 |
32,568 |
-68 |
| Jul08 |
080128 |
2059.00 |
2104.00 |
2059.00 |
2096.00 |
+38.00 |
4,020 |
13,684 |
+1,677 |
| Sep08 |
080128 |
2059.00 |
2109.00 |
2059.00 |
2097.00 |
+40.00 |
974 |
12,635 |
+196 |
| Nov08 |
080128 |
2096.00 |
2096.00 |
2095.00 |
2095.00 |
+44.00 |
257 |
1,314 |
+42 |
| Total Volume and Open Interest |
22,600 |
136,389 |
-264 |
| London Sugar(LCE) |
| Mar08 |
080128 |
339.50 |
347.50 |
338.90 |
345.90 |
+5.90 |
7,339 |
45,044 |
-4,700 |
| May08 |
080128 |
349.00 |
356.00 |
347.90 |
354.10 |
+5.10 |
1,039 |
15,683 |
+54 |
| Aug08 |
080128 |
352.40 |
358.00 |
352.40 |
356.10 |
+4.70 |
583 |
8,252 |
+234 |
| Oct08 |
080128 |
356.00 |
360.30 |
356.00 |
360.10 |
+6.30 |
422 |
7,546 |
-236 |
| Dec08 |
080128 |
359.00 |
365.00 |
359.00 |
365.00 |
+6.90 |
25 |
2,015 |
+25 |
| Total Volume and Open Interest |
9,940 |
86,468 |
-4,465 |
| Cotton(ICE) |
| Mar08 |
080128 |
67.63 |
68.65 |
67.45 |
68.30 |
+0.41 |
14,619 |
126,904 |
-3,723 |
| May08 |
080128 |
69.40 |
70.25 |
69.35 |
70.16 |
+0.46 |
2,031 |
38,774 |
+179 |
| Jul08 |
080128 |
71.25 |
71.95 |
71.00 |
71.90 |
+0.53 |
801 |
33,468 |
-17 |
| Oct08 |
080128 |
74.38 |
74.38 |
74.38 |
74.38 |
+0.63 |
230 |
701 |
+173 |
| Dec08 |
080128 |
75.60 |
76.75 |
75.60 |
76.60 |
+0.72 |
4,060 |
58,531 |
+1,896 |
| Mar09 |
080128 |
78.80 |
78.93 |
78.80 |
78.93 |
+0.48 |
210 |
2,215 |
+197 |
| Total Volume and Open Interest |
22,174 |
263,524 |
-1,266 |
| Lumber(CME) |
| Mar08 |
080128 |
222.0 |
222.5 |
219.4 |
220.2 |
-2.2 |
683 |
8,036 |
+6 |
| May08 |
080128 |
244.0 |
244.0 |
241.7 |
243.6 |
-1.8 |
368 |
1,598 |
+110 |
| Jul08 |
080128 |
257.0 |
258.0 |
256.2 |
258.0 |
-1.7 |
40 |
496 |
+1 |
| Sep08 |
080128 |
270.2 |
271.9 |
269.5 |
271.9 |
-3.7 |
79 |
230 |
+48 |
| Total Volume and Open Interest |
1,182 |
10,448 |
+165 |
| Crude Oil(NYM) |
| Mar08 |
080128 |
89.35 |
91.30 |
88.85 |
90.99 |
+0.28 |
306,715 |
376,214 |
-4,710 |
| Apr08 |
080128 |
89.15 |
90.96 |
89.00 |
90.79 |
+0.32 |
116,878 |
98,531 |
+5,261 |
| May08 |
080128 |
88.92 |
90.60 |
88.92 |
90.55 |
+0.36 |
49,035 |
75,084 |
+3,530 |
| Jun08 |
080128 |
88.78 |
90.33 |
88.78 |
90.33 |
+0.42 |
41,754 |
87,750 |
+1,058 |
| Jul08 |
080128 |
89.70 |
90.12 |
89.70 |
90.12 |
+0.49 |
22,197 |
30,760 |
-2,550 |
| Aug08 |
080128 |
89.92 |
89.92 |
89.92 |
89.92 |
+0.54 |
14,719 |
30,040 |
+6,094 |
| Sep08 |
080128 |
89.72 |
89.72 |
89.72 |
89.72 |
+0.58 |
4,038 |
41,297 |
+273 |
| Oct08 |
080128 |
89.53 |
89.53 |
89.53 |
89.53 |
+0.62 |
4,264 |
28,356 |
-1,495 |
| Nov08 |
080128 |
89.34 |
89.34 |
89.34 |
89.34 |
+0.65 |
845 |
21,930 |
+114 |
| Dec08 |
080128 |
87.72 |
89.15 |
87.72 |
89.15 |
+0.68 |
21,427 |
178,452 |
+2,203 |
| Jan09 |
080128 |
88.95 |
88.95 |
88.95 |
88.95 |
+0.70 |
140 |
23,845 |
+37 |
| Feb09 |
080128 |
88.75 |
88.75 |
88.75 |
88.75 |
+0.71 |
46 |
12,371 |
+4 |
| Mar09 |
080128 |
88.57 |
88.57 |
88.57 |
88.57 |
+0.73 |
250 |
7,491 |
+191 |
| Apr09 |
080128 |
88.40 |
88.40 |
88.40 |
88.40 |
+0.74 |
0 |
8,348 |
+0 |
| May09 |
080128 |
88.24 |
88.24 |
88.24 |
88.24 |
+0.76 |
0 |
13,357 |
+0 |
| Jun09 |
080128 |
88.09 |
88.09 |
88.09 |
88.09 |
+0.77 |
5,948 |
28,609 |
-3,260 |
| Total Volume and Open Interest |
607,616 |
1,349,403 |
+5,921 |
| Heating Oil(NYM) |
| Feb08 |
080128 |
248.60 |
253.00 |
247.00 |
252.65 |
+0.74 |
21,273 |
28,968 |
-2,080 |
| Mar08 |
080128 |
246.70 |
251.48 |
246.70 |
251.48 |
+0.87 |
33,357 |
71,395 |
-1,002 |
| Apr08 |
080128 |
248.93 |
248.93 |
248.93 |
248.93 |
+1.12 |
6,755 |
25,683 |
+1,168 |
| May08 |
080128 |
246.38 |
246.38 |
246.38 |
246.38 |
+1.32 |
2,399 |
13,553 |
-170 |
| Jun08 |
080128 |
240.25 |
244.88 |
240.25 |
244.88 |
+1.42 |
2,441 |
17,770 |
+248 |
| Jul08 |
080128 |
244.68 |
244.68 |
244.68 |
244.68 |
+1.42 |
938 |
7,263 |
+88 |
| Aug08 |
080128 |
244.98 |
244.98 |
244.98 |
244.98 |
+1.52 |
285 |
2,197 |
-8 |
| Sep08 |
080128 |
246.23 |
246.23 |
246.23 |
246.23 |
+1.47 |
588 |
5,648 |
-29 |
| Oct08 |
080128 |
248.13 |
248.13 |
248.13 |
248.13 |
+1.52 |
270 |
1,620 |
-55 |
| Nov08 |
080128 |
250.23 |
250.23 |
250.23 |
250.23 |
+1.52 |
133 |
1,154 |
+40 |
| Dec08 |
080128 |
251.98 |
251.98 |
251.98 |
251.98 |
+1.52 |
651 |
9,453 |
+40 |
| Jan09 |
080128 |
253.13 |
253.13 |
253.13 |
253.13 |
+1.47 |
75 |
3,481 |
+27 |
| Total Volume and Open Interest |
69,225 |
196,809 |
-1,728 |
| Gasoline(NYMEX) |
| Feb08 |
080128 |
231.55 |
233.40 |
227.99 |
232.53 |
+0.71 |
21,825 |
27,110 |
-3,723 |
| Mar08 |
080128 |
235.42 |
237.35 |
231.79 |
236.33 |
+0.91 |
36,778 |
78,833 |
+3,782 |
| Apr08 |
080128 |
248.33 |
251.00 |
245.54 |
250.08 |
+1.11 |
14,570 |
39,436 |
+1,045 |
| May08 |
080128 |
249.71 |
252.00 |
246.97 |
251.18 |
+1.21 |
5,889 |
32,226 |
+0 |
| Jun08 |
080128 |
247.67 |
251.50 |
246.80 |
251.08 |
+1.21 |
3,525 |
24,090 |
+245 |
| Jul08 |
080128 |
246.72 |
250.45 |
246.72 |
249.98 |
+1.21 |
1,379 |
7,464 |
-23 |
| Aug08 |
080128 |
244.25 |
248.55 |
244.25 |
247.83 |
+1.21 |
956 |
5,045 |
+363 |
| Sep08 |
080128 |
240.76 |
245.38 |
240.62 |
244.63 |
+1.21 |
478 |
6,565 |
-75 |
| Oct08 |
080128 |
230.00 |
232.50 |
227.70 |
231.43 |
+1.26 |
278 |
4,057 |
+14 |
| Nov08 |
080128 |
223.75 |
227.70 |
223.50 |
227.23 |
+1.26 |
243 |
2,275 |
+123 |
| Total Volume and Open Interest |
86,280 |
242,879 |
+1,843 |
| e-MiNY RBOB Gasoline(NYMEX) |
| Feb08 |
080118 |
230.34 |
230.34 |
230.34 |
230.34 |
-17.48 |
1 |
10 |
+0 |
| Mar08 |
080128 |
233.20 |
236.60 |
233.20 |
236.33 |
+0.91 |
2 |
22 |
+2 |
| Apr08 |
080128 |
250.08 |
250.08 |
250.08 |
250.08 |
+1.11 |
2 |
4 |
+2 |
| May08 |
080128 |
251.18 |
251.18 |
251.18 |
251.18 |
+1.21 |
|
|
|
| Total Volume and Open Interest |
4 |
52 |
+4 |
| Natural Gas(NYM) |
| Feb08 |
080128 |
7.950 |
8.100 |
7.945 |
8.095 |
+0.112 |
41,991 |
34,093 |
-6,357 |
| Mar08 |
080128 |
7.920 |
8.050 |
7.890 |
8.042 |
+0.088 |
33,546 |
163,516 |
+4,915 |
| Apr08 |
080128 |
7.920 |
8.017 |
7.920 |
8.017 |
+0.088 |
19,068 |
77,382 |
+2,945 |
| May08 |
080128 |
8.060 |
8.060 |
8.060 |
8.060 |
+0.085 |
8,540 |
63,423 |
+192 |
| Jun08 |
080128 |
8.055 |
8.142 |
8.055 |
8.142 |
+0.085 |
1,111 |
29,768 |
+415 |
| Jul08 |
080128 |
8.140 |
8.225 |
8.140 |
8.225 |
+0.085 |
958 |
25,101 |
+25 |
| Aug08 |
080128 |
8.210 |
8.295 |
8.210 |
8.295 |
+0.085 |
600 |
21,898 |
+72 |
| Sep08 |
080128 |
8.220 |
8.307 |
8.220 |
8.307 |
+0.085 |
647 |
17,191 |
-98 |
| Oct08 |
080128 |
8.295 |
8.380 |
8.295 |
8.380 |
+0.080 |
3,990 |
48,321 |
+137 |
| Nov08 |
080128 |
8.620 |
8.620 |
8.620 |
8.620 |
+0.075 |
2,213 |
27,755 |
+75 |
| Dec08 |
080128 |
8.880 |
8.880 |
8.880 |
8.880 |
+0.070 |
4,485 |
29,170 |
+1,073 |
| Jan09 |
080128 |
9.050 |
9.085 |
9.050 |
9.085 |
+0.065 |
2,824 |
50,912 |
-141 |
| Feb09 |
080128 |
8.980 |
9.090 |
8.980 |
9.090 |
+0.065 |
210 |
9,073 |
+58 |
| Mar09 |
080128 |
8.877 |
8.877 |
8.877 |
8.877 |
+0.067 |
4,227 |
36,073 |
+1,489 |
| Apr09 |
080128 |
8.130 |
8.130 |
8.130 |
8.130 |
+0.060 |
1,452 |
31,282 |
-198 |
| May09 |
080128 |
8.090 |
8.118 |
8.090 |
8.118 |
+0.059 |
767 |
23,013 |
-37 |
| Total Volume and Open Interest |
133,264 |
905,693 |
+6,911 |
| Brent Crude Oil(ICE) |
| Mar08 |
080128 |
90.67 |
91.75 |
89.33 |
91.38 |
+0.48 |
109,504 |
91,772 |
-7,626 |
| Apr08 |
080128 |
90.01 |
91.37 |
88.99 |
91.01 |
+0.48 |
47,672 |
122,782 |
+587 |
| May08 |
080128 |
89.55 |
91.11 |
88.73 |
90.74 |
+0.47 |
22,825 |
29,792 |
-84 |
| Jun08 |
080128 |
89.33 |
90.83 |
88.55 |
90.48 |
+0.46 |
18,996 |
46,362 |
-2,388 |
| Jul08 |
080128 |
89.12 |
90.47 |
88.66 |
90.25 |
+0.45 |
3,065 |
16,834 |
+707 |
| Aug08 |
080128 |
88.56 |
90.06 |
88.51 |
90.06 |
+0.43 |
1,033 |
10,127 |
-77 |
| Sep08 |
080128 |
88.86 |
89.88 |
88.86 |
89.88 |
+0.42 |
0 |
10,183 |
+356 |
| Oct08 |
080128 |
88.75 |
89.75 |
88.75 |
89.71 |
+0.43 |
154 |
8,366 |
+17 |
| Nov08 |
080128 |
89.56 |
89.56 |
89.56 |
89.56 |
+0.46 |
0 |
6,963 |
+35 |
| Dec08 |
080128 |
88.13 |
89.78 |
87.69 |
89.40 |
+0.49 |
10,139 |
57,142 |
-788 |
| Jan09 |
080128 |
89.28 |
89.28 |
89.28 |
89.28 |
+0.52 |
0 |
12,265 |
-719 |
| Feb09 |
080128 |
89.16 |
89.16 |
89.16 |
89.16 |
+0.53 |
0 |
4,542 |
+75 |
| Mar09 |
080128 |
89.06 |
89.06 |
89.06 |
89.06 |
+0.56 |
0 |
4,201 |
+25 |
| Apr09 |
080128 |
88.96 |
88.96 |
88.96 |
88.96 |
+0.59 |
0 |
5,226 |
+0 |
| Total Volume and Open Interest |
217,081 |
522,318 |
-12,603 |
| Gas Oil(ICE) |
| Feb08 |
080128 |
796.25 |
805.00 |
784.50 |
795.25 |
-2.50 |
35,321 |
54,238 |
+279 |
| Mar08 |
080128 |
789.75 |
795.75 |
775.75 |
785.75 |
-3.25 |
32,852 |
65,158 |
-606 |
| Apr08 |
080128 |
779.50 |
787.25 |
768.25 |
778.00 |
-3.00 |
11,076 |
28,203 |
+3,094 |
| May08 |
080128 |
766.25 |
780.00 |
762.00 |
771.75 |
-2.50 |
4,347 |
17,047 |
-440 |
| Jun08 |
080128 |
761.50 |
771.25 |
760.75 |
768.50 |
-2.00 |
4,752 |
29,968 |
-542 |
| Jul08 |
080128 |
770.25 |
770.25 |
769.00 |
769.00 |
-1.75 |
1,698 |
6,670 |
-127 |
| Aug08 |
080128 |
772.75 |
772.75 |
771.50 |
771.50 |
-1.50 |
2,141 |
4,652 |
+93 |
| Sep08 |
080128 |
773.75 |
773.75 |
773.75 |
773.75 |
-1.50 |
813 |
4,031 |
+18 |
| Oct08 |
080128 |
775.25 |
775.25 |
775.25 |
775.25 |
-1.75 |
363 |
2,571 |
-39 |
| Nov08 |
080128 |
776.00 |
776.00 |
776.00 |
776.00 |
-1.50 |
966 |
2,606 |
-44 |
| Total Volume and Open Interest |
97,635 |
252,280 |
+1,611 |
| US Dollar Index(ICE) |
| Mar08 |
080128 |
76.215 |
76.215 |
75.600 |
75.700 |
-0.415 |
1,474 |
31,545 |
-317 |
| Jun08 |
080128 |
76.365 |
76.365 |
75.900 |
75.950 |
-0.415 |
7 |
5,655 |
+4 |
| Sep08 |
080128 |
76.250 |
76.250 |
76.250 |
76.250 |
-0.415 |
1 |
501 |
-1 |
| Total Volume and Open Interest |
1,482 |
37,701 |
-314 |
| Australian Dollar(CME) |
| Mar08 |
080128 |
87.90 |
88.34 |
87.70 |
88.34 |
+0.77 |
6,278 |
61,717 |
-1,148 |
| Jun08 |
080128 |
87.42 |
87.42 |
87.42 |
87.42 |
+0.75 |
115 |
1,009 |
-1 |
| Sep08 |
080128 |
86.43 |
86.43 |
86.43 |
86.43 |
+0.75 |
0 |
78 |
+0 |
| Total Volume and Open Interest |
6,395 |
62,960 |
-1,148 |
| British Pound(CME) |
| Mar08 |
080128 |
198.00 |
198.31 |
197.78 |
197.81 |
+0.24 |
58,623 |
89,048 |
-1,751 |
| Jun08 |
080128 |
196.92 |
196.92 |
196.69 |
196.69 |
+0.22 |
236 |
998 |
+82 |
| Sep08 |
080128 |
195.53 |
195.53 |
195.53 |
195.53 |
+0.21 |
4 |
16 |
+7 |
| Total Volume and Open Interest |
58,867 |
90,123 |
-1,660 |
| Canadian Dollar(CME) |
| Mar08 |
080128 |
99.28 |
99.63 |
99.25 |
99.46 |
+0.11 |
48,962 |
88,110 |
+2,098 |
| Jun08 |
080128 |
99.30 |
99.30 |
99.28 |
99.28 |
+0.09 |
119 |
4,374 |
+64 |
| Sep08 |
080128 |
99.10 |
99.10 |
99.10 |
99.10 |
+0.14 |
7 |
1,581 |
-1 |
| Dec08 |
080128 |
98.92 |
98.92 |
98.92 |
98.92 |
+0.15 |
6 |
775 |
+3 |
| Total Volume and Open Interest |
49,095 |
95,034 |
+2,165 |
| Japanese Yen(CME) |
| Mar08 |
080128 |
93.99 |
94.13 |
93.95 |
93.97 |
+0.17 |
137,456 |
171,866 |
-251 |
| Jun08 |
080128 |
94.49 |
94.49 |
94.49 |
94.49 |
+0.16 |
223 |
27,264 |
-24 |
| Sep08 |
080128 |
94.96 |
94.96 |
94.96 |
94.96 |
+0.11 |
0 |
499 |
+0 |
| Total Volume and Open Interest |
137,679 |
199,692 |
-275 |
| Swiss Franc(CME) |
| Mar08 |
080128 |
91.73 |
91.90 |
91.72 |
91.86 |
+0.62 |
49,529 |
68,863 |
-1,472 |
| Jun08 |
080128 |
91.97 |
91.97 |
91.97 |
91.97 |
+0.59 |
55 |
323 |
-49 |
| Sep08 |
080128 |
92.04 |
92.04 |
92.04 |
92.04 |
+0.57 |
2 |
21 |
+1 |
| Total Volume and Open Interest |
49,586 |
69,245 |
-1,520 |
| EuroFX(CME) |
| Mar08 |
080128 |
147.29 |
147.70 |
147.22 |
147.60 |
+1.03 |
156,767 |
177,093 |
-5,423 |
| Jun08 |
080128 |
147.13 |
147.13 |
147.13 |
147.13 |
+0.99 |
664 |
4,606 |
-17 |
| Sep08 |
080128 |
146.65 |
146.65 |
146.65 |
146.65 |
+0.97 |
14 |
329 |
+7 |
| Total Volume and Open Interest |
157,485 |
182,212 |
-5,425 |
| Mexican Peso(CME) |
| Feb08 |
080128 |
916.8 |
916.8 |
916.8 |
916.8 |
+1.5 |
0 |
110 |
+0 |
| Mar08 |
080128 |
915.5 |
915.8 |
914.5 |
914.5 |
+1.5 |
17,837 |
79,442 |
+235 |
| Total Volume and Open Interest |
17,837 |
80,800 |
+235 |
| 30-Year T-Bonds(CBOT) |
| Mar08 |
080128 |
119~31 |
120~16 |
119~20 |
119~31 |
+0~03 |
496,975 |
1,015,700 |
-33,395 |
| Jun08 |
080128 |
119~16 |
119~16 |
118~24 |
119~01 |
+0~03 |
3,172 |
26,287 |
-1,394 |
| Sep08 |
080128 |
118~03 |
118~03 |
118~03 |
118~03 |
+0~03 |
1 |
50 |
+0 |
| Total Volume and Open Interest |
500,148 |
1,042,048 |
-34,789 |
| 10-Year T-Notes(CBOT) |
| Mar08 |
080128 |
117~050 |
117~160 |
116~240 |
117~000 |
-0~015 |
1,623,253 |
2,459,571 |
-128,390 |
| Jun08 |
080128 |
116~030 |
116~200 |
115~265 |
116~020 |
-0~010 |
9,073 |
60,219 |
+1,667 |
| Sep08 |
080128 |
115~020 |
115~020 |
115~020 |
115~020 |
-1~285 |
|
|
|
| Total Volume and Open Interest |
2,088,539 |
2,571,946 |
+454,175 |
| 5-Year T-Notes(CBOT) |
| Mar08 |
080128 |
113~060 |
113~075 |
112~295 |
113~045 |
-0~005 |
961,077 |
0 |
+0 |
| Jun08 |
080128 |
112~245 |
112~245 |
112~245 |
112~245 |
-0~010 |
2,594 |
0 |
+0 |
| Sep08 |
080128 |
112~100 |
112~145 |
112~100 |
112~145 |
|
|
|
|
| 2 Year T-Notes(CBOT) |
| Mar08 |
080128 |
106~068 |
106~069 |
106~060 |
106~069 |
+0~001 |
1,548 |
1,193,869 |
-9,944 |
| Jun08 |
080128 |
106~064 |
106~064 |
106~064 |
106~064 |
unch |
|
|
|
| Sep08 |
080128 |
106~064 |
106~064 |
106~064 |
106~064 |
|
|
|
|
| Eurodollars(CME) |
| Mar08 |
080128 |
96.970 |
97.020 |
96.960 |
96.995 |
+0.075 |
536,500 |
1,729,003 |
-90,173 |
| Jun08 |
080128 |
97.355 |
97.430 |
97.355 |
97.430 |
+0.070 |
555,500 |
1,935,030 |
-18,343 |
| Sep08 |
080128 |
97.430 |
97.490 |
97.410 |
97.485 |
+0.055 |
646,500 |
1,533,536 |
-60,172 |
| Dec08 |
080128 |
97.380 |
97.420 |
97.360 |
97.415 |
+0.025 |
633,500 |
1,447,399 |
-45,664 |
| Mar09 |
080128 |
97.290 |
97.305 |
97.245 |
97.305 |
-0.005 |
559,500 |
1,137,130 |
-55,895 |
| Jun09 |
080128 |
97.150 |
97.150 |
97.115 |
97.145 |
-0.025 |
363,500 |
777,213 |
-4,057 |
| Sep09 |
080128 |
96.990 |
96.990 |
96.955 |
96.985 |
-0.030 |
290,500 |
723,827 |
+10,434 |
| Dec09 |
080128 |
96.845 |
96.845 |
96.785 |
96.835 |
-0.035 |
221,500 |
498,672 |
-25,733 |
| Mar10 |
080128 |
96.725 |
96.725 |
96.665 |
96.700 |
-0.035 |
74,500 |
288,213 |
-7,398 |
| Jun10 |
080128 |
96.570 |
96.570 |
96.500 |
96.540 |
-0.030 |
42,500 |
263,734 |
+551 |
| Sep10 |
080128 |
96.425 |
96.425 |
96.370 |
96.390 |
-0.025 |
31,000 |
197,352 |
+2,963 |
| Dec10 |
080128 |
96.285 |
96.285 |
96.235 |
96.255 |
-0.015 |
25,000 |
152,619 |
-721 |
| Mar11 |
080128 |
96.150 |
96.155 |
96.110 |
96.130 |
-0.010 |
19,000 |
111,458 |
-4,144 |
| Jun11 |
080128 |
96.015 |
96.015 |
95.980 |
96.000 |
unch |
10,000 |
99,718 |
-491 |
| Sep11 |
080128 |
95.900 |
95.900 |
95.865 |
95.870 |
unch |
9,423 |
68,686 |
-1,444 |
| Dec11 |
080128 |
95.770 |
95.770 |
95.730 |
95.745 |
+0.005 |
8,205 |
63,332 |
-677 |
| Mar12 |
080128 |
95.685 |
95.685 |
95.630 |
95.650 |
+0.010 |
6,263 |
60,101 |
-218 |
| Jun12 |
080128 |
95.560 |
95.575 |
95.520 |
95.540 |
+0.010 |
6,562 |
65,762 |
-3,164 |
| Total Volume and Open Interest |
4,065,157 |
11,410,934 |
-302,134 |
| 30 Day Federal Funds(CBOT) |
| Jan08 |
080128 |
4.320 |
4.320 |
4.320 |
4.320 |
-0.020 |
29 |
115,660 |
-4,054 |
| Feb08 |
080128 |
5.215 |
5.220 |
5.210 |
5.215 |
+0.040 |
752 |
151,655 |
+4,294 |
| Mar08 |
080128 |
5.400 |
5.410 |
5.390 |
5.395 |
+0.055 |
167 |
57,324 |
+447 |
| Apr08 |
080128 |
5.520 |
5.550 |
5.520 |
5.535 |
+0.080 |
38 |
28,421 |
-514 |
| May08 |
080128 |
5.695 |
5.710 |
5.695 |
5.710 |
+0.070 |
55 |
32,495 |
+551 |
| Jun08 |
080128 |
5.740 |
5.750 |
5.740 |
5.745 |
+0.065 |
23 |
15,543 |
+291 |
| Total Volume and Open Interest |
1,064 |
418,814 |
+1,194 |
| 30 Day Fed Funds(e-CBOT) |
| Jan08 |
080128 |
96.085 |
96.085 |
96.065 |
96.070 |
-0.020 |
7,788 |
0 |
+0 |
| Feb08 |
080128 |
96.965 |
96.975 |
96.935 |
96.965 |
+0.040 |
64,841 |
0 |
+0 |
| Mar08 |
080128 |
97.120 |
97.170 |
97.120 |
97.145 |
+0.055 |
11,405 |
0 |
+0 |
| Apr08 |
080128 |
97.240 |
97.305 |
97.240 |
97.285 |
+0.080 |
6,675 |
0 |
+0 |
| May08 |
080128 |
97.445 |
97.485 |
97.435 |
97.460 |
+0.070 |
2,681 |
0 |
+0 |
| Jun08 |
080128 |
97.495 |
97.515 |
97.480 |
97.495 |
+0.065 |
1,523 |
0 |
+0 |
| Total Volume and Open Interest |
95,808 |
|
|
| 3-Mth Euro-Yen(CME) |
| Mar08 |
080128 |
99.24 |
99.24 |
99.24 |
99.24 |
+0.02 |
302 |
13,553 |
-697 |
| Jun08 |
080128 |
99.43 |
99.43 |
99.43 |
99.43 |
+0.03 |
350 |
7,449 |
+553 |
| Sep08 |
080128 |
99.44 |
99.44 |
99.44 |
99.44 |
+0.01 |
0 |
6,385 |
-301 |
| Dec08 |
080128 |
99.41 |
99.41 |
99.41 |
99.41 |
+0.02 |
0 |
2,284 |
+0 |
| Mar09 |
080128 |
99.34 |
99.34 |
99.34 |
99.34 |
unch |
0 |
1,348 |
-31 |
| Jun09 |
080128 |
99.29 |
99.29 |
99.29 |
99.29 |
unch |
0 |
156 |
+0 |
| Sep09 |
080128 |
99.24 |
99.24 |
99.24 |
99.24 |
unch |
0 |
350 |
+0 |
| Dec09 |
080128 |
99.18 |
99.18 |
99.18 |
99.18 |
unch |
|
|
|
| Mar10 |
080128 |
99.12 |
99.12 |
99.12 |
99.12 |
-0.03 |
|
|
|
| Jun10 |
080128 |
99.07 |
99.07 |
99.07 |
99.07 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
652 |
31,525 |
-476 |
| 3-Mth Euro-Yen(SGX) |
| Mar08 |
080128 |
99.21 |
99.24 |
99.21 |
99.22 |
+0.00 |
436 |
53,500 |
+281 |
| Jun08 |
080128 |
99.42 |
99.43 |
99.42 |
99.42 |
+0.04 |
980 |
20,018 |
-273 |
| Sep08 |
080128 |
99.44 |
99.46 |
99.44 |
99.44 |
+0.04 |
623 |
17,991 |
-235 |
| Dec08 |
080128 |
99.40 |
99.42 |
99.40 |
99.41 |
+0.04 |
669 |
16,316 |
-347 |
| Mar09 |
080128 |
99.36 |
99.36 |
99.36 |
99.36 |
+0.04 |
102 |
7,049 |
-230 |
| Jun09 |
080128 |
99.31 |
99.31 |
99.30 |
99.30 |
+0.04 |
30 |
1,625 |
+0 |
| Sep09 |
080128 |
99.25 |
99.25 |
99.25 |
99.25 |
+0.04 |
0 |
678 |
+0 |
| Dec09 |
080128 |
99.18 |
99.18 |
99.18 |
99.18 |
+0.04 |
0 |
260 |
+0 |
| Total Volume and Open Interest |
2,840 |
122,093 |
-804 |
| Japanese Gov't Bonds(SGX) |
| Mar08 |
080128 |
137.69 |
138.18 |
137.61 |
137.92 |
+0.54 |
5,652 |
38,391 |
+642 |
| Jun08 |
080128 |
137.92 |
137.92 |
137.92 |
137.92 |
+0.54 |
|
|
|
| Sep08 |
080128 |
137.92 |
137.92 |
137.92 |
137.92 |
+0.54 |
|
|
|
| Total Volume and Open Interest |
5,652 |
38,391 |
+642 |
| Euro-Bund(EUREX) |
| Mar08 |
080128 |
116.64 |
116.73 |
116.39 |
116.55 |
+0.22 |
1,790,676 |
1,414,072 |
+11,073 |
| Jun08 |
080128 |
116.17 |
116.26 |
115.99 |
116.13 |
+0.22 |
167 |
2,710 |
+18 |
| Sep08 |
080128 |
116.25 |
116.25 |
116.25 |
116.25 |
+0.22 |
300 |
1 |
-356 |
| Total Volume and Open Interest |
1,791,143 |
1,416,783 |
+10,735 |
| Euro-Bobl(EUREX) |
| Mar08 |
080123 |
110.48 |
111.29 |
110.46 |
110.57 |
+0.27 |
666,070 |
1,191,360 |
+49,393 |
| Jun08 |
080128 |
44.81 |
44.81 |
44.81 |
44.81 |
+0.14 |
401 |
16,203 |
-2,999 |
| Sep08 |
080128 |
45.30 |
45.30 |
45.30 |
45.30 |
+0.12 |
|
|
|
| Total Volume and Open Interest |
1,306,132 |
1,197,162 |
-32,426 |
| 3-Mth Euribor(EUREX) |
| Mar08 |
080128 |
95.675 |
95.675 |
95.660 |
95.660 |
-0.030 |
2,169 |
19,623 |
+919 |
| Jun08 |
080128 |
96.070 |
96.070 |
95.985 |
95.985 |
-0.035 |
653 |
7,335 |
+529 |
| Sep08 |
080128 |
96.265 |
96.270 |
96.210 |
96.210 |
-0.025 |
316 |
4,953 |
-90 |
| Total Volume and Open Interest |
4,437 |
39,631 |
+637 |
| Long Gilt(LIFFE) |
| Mar08 |
080128 |
110~11 |
110~21 |
110~11 |
110~16 |
+0~10 |
104,434 |
353,673 |
+4,322 |
| Jun08 |
080128 |
110~23 |
110~23 |
110~23 |
110~23 |
+0~10 |
|
|
|
| Total Volume and Open Interest |
104,434 |
353,673 |
+4,322 |
| 3-Mth Short Sterling(LIFFE) |
| Mar08 |
080128 |
94.52 |
94.52 |
94.52 |
94.52 |
-0.01 |
121,258 |
454,422 |
-21,710 |
| Jun08 |
080128 |
94.86 |
94.86 |
94.86 |
94.86 |
unch |
128,260 |
694,183 |
-39,305 |
| Sep08 |
080128 |
95.11 |
95.11 |
95.11 |
95.11 |
+0.02 |
137,518 |
496,358 |
-11,632 |
| Dec08 |
080128 |
95.26 |
95.26 |
95.26 |
95.26 |
+0.04 |
113,557 |
421,916 |
-26,711 |
| Mar09 |
080128 |
95.34 |
95.34 |
95.34 |
95.34 |
+0.04 |
90,718 |
293,336 |
-26,859 |
| Jun09 |
080128 |
95.35 |
95.35 |
95.35 |
95.35 |
+0.03 |
49,670 |
188,558 |
-5,423 |
| Total Volume and Open Interest |
678,674 |
2,882,163 |
-134,488 |
| 3-Mth Euribor(LIFFE) |
| Mar08 |
080128 |
95.700 |
95.725 |
95.640 |
95.660 |
-0.025 |
401,250 |
714,425 |
+4,636 |
| Jun08 |
080128 |
96.040 |
96.090 |
95.975 |
95.985 |
-0.055 |
372,969 |
777,746 |
+14,979 |
| Sep08 |
080128 |
96.245 |
96.325 |
96.195 |
96.220 |
-0.035 |
411,993 |
626,702 |
+51,051 |
| Total Volume and Open Interest |
2,077,460 |
4,282,521 |
+144,080 |
| 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 |
080128 |
920.0 |
929.2 |
917.2 |
927.1 |
+16.4 |
155,340 |
155,381 |
-32,540 |
| Apr08 |
080128 |
927.0 |
935.0 |
923.8 |
932.8 |
+16.6 |
56,270 |
201,232 |
+17,226 |
| Jun08 |
080128 |
930.0 |
939.0 |
929.6 |
937.4 |
+16.7 |
2,726 |
51,753 |
-514 |
| Aug08 |
080128 |
941.5 |
941.5 |
941.5 |
941.5 |
+16.8 |
1,312 |
31,561 |
-279 |
| Oct08 |
080128 |
945.3 |
945.3 |
945.3 |
945.3 |
+16.9 |
26 |
3,587 |
+1 |
| Dec08 |
080128 |
948.5 |
951.5 |
948.5 |
948.9 |
+17.1 |
1,240 |
27,606 |
+456 |
| Feb09 |
080128 |
953.2 |
953.2 |
953.2 |
953.2 |
+17.1 |
264 |
18,760 |
+206 |
| Apr09 |
080128 |
957.2 |
957.2 |
957.2 |
957.2 |
+17.1 |
150 |
2,775 |
+0 |
| Jun09 |
080128 |
961.8 |
961.8 |
961.8 |
961.8 |
+17.3 |
162 |
10,371 |
+88 |
| Aug09 |
080128 |
966.3 |
966.3 |
966.3 |
966.3 |
+17.5 |
8 |
9 |
+0 |
| Oct09 |
080128 |
970.9 |
970.9 |
970.9 |
970.9 |
+17.6 |
|
|
|
| Dec09 |
080128 |
975.7 |
975.7 |
975.7 |
975.7 |
+17.8 |
80 |
16,876 |
+74 |
| Total Volume and Open Interest |
218,684 |
537,428 |
-14,972 |
| Silver(CMX) |
| Mar08 |
080128 |
1651.0 |
1679.5 |
1645.0 |
1675.0 |
+26.0 |
26,643 |
81,947 |
-240 |
| May08 |
080128 |
1660.0 |
1684.3 |
1660.0 |
1684.3 |
+26.1 |
2,645 |
22,228 |
+1,056 |
| Jul08 |
080128 |
1674.0 |
1691.8 |
1674.0 |
1691.8 |
+26.1 |
627 |
24,379 |
-37 |
| Sep08 |
080128 |
1698.6 |
1698.6 |
1698.6 |
1698.6 |
+26.1 |
57 |
20,974 |
+2 |
| Dec08 |
080128 |
1708.1 |
1708.1 |
1708.1 |
1708.1 |
+26.3 |
758 |
20,518 |
+216 |
| Mar09 |
080128 |
1718.6 |
1718.6 |
1718.6 |
1718.6 |
+26.5 |
2 |
926 |
+0 |
| May09 |
080128 |
1725.9 |
1725.9 |
1725.9 |
1725.9 |
+26.6 |
4 |
8 |
+0 |
| Total Volume and Open Interest |
31,114 |
182,702 |
+1,085 |
| Platinum(NYMEX) |
| Jan08 |
080128 |
1698.0 |
1752.2 |
1698.0 |
1752.2 |
+71.5 |
35 |
152 |
+26 |
| Apr08 |
080128 |
1680.0 |
1733.0 |
1680.0 |
1728.7 |
+48.6 |
4,859 |
16,214 |
-642 |
| Jul08 |
080128 |
1714.3 |
1714.3 |
1714.3 |
1714.3 |
+45.2 |
23 |
0 |
+0 |
| Oct08 |
080128 |
1707.3 |
1707.3 |
1707.3 |
1707.3 |
+39.5 |
25 |
59 |
+8 |
| Total Volume and Open Interest |
4,942 |
16,425 |
-608 |
| Palladium(NYMEX) |
| Mar08 |
080128 |
382.00 |
392.00 |
382.00 |
391.35 |
+5.90 |
2,666 |
16,039 |
+1,025 |
| Jun08 |
080128 |
394.65 |
394.65 |
394.65 |
394.65 |
+5.65 |
429 |
2,056 |
+306 |
| Sep08 |
080128 |
397.65 |
397.65 |
397.65 |
397.65 |
+5.65 |
24 |
320 |
+0 |
| Total Volume and Open Interest |
3,130 |
19,114 |
+1,331 |
| Copper(CMX) |
| Mar08 |
080128 |
314.00 |
318.95 |
313.50 |
318.95 |
+0.55 |
9,342 |
53,078 |
-1,638 |
| May08 |
080128 |
319.50 |
320.95 |
319.30 |
320.95 |
+0.75 |
3,345 |
18,458 |
+1,048 |
| Jul08 |
080128 |
318.75 |
321.40 |
318.75 |
321.40 |
+1.35 |
565 |
3,640 |
+187 |
| Sep08 |
080128 |
318.00 |
320.50 |
318.00 |
320.50 |
+1.85 |
102 |
1,708 |
+15 |
| Dec08 |
080128 |
315.25 |
318.25 |
315.25 |
318.25 |
+1.90 |
37 |
2,538 |
+16 |
| Total Volume and Open Interest |
14,085 |
85,835 |
-440 |
| Aluminum(CMX) |
| Jan08 |
080128 |
110.25 |
110.25 |
110.25 |
110.25 |
+109.14 |
|
|
|
| Feb08 |
080128 |
110.25 |
110.25 |
110.25 |
110.25 |
+109.14 |
|
|
|
| Mar08 |
080128 |
110.25 |
110.25 |
110.25 |
110.25 |
+109.14 |
|
|
|
| Apr08 |
080128 |
110.25 |
110.25 |
110.25 |
110.25 |
+109.14 |
|
|
|
| May08 |
080128 |
110.25 |
110.25 |
110.25 |
110.25 |
+109.14 |
|
|
|
| Jun08 |
080128 |
110.25 |
110.25 |
110.25 |
110.25 |
+109.14 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| DJIA Index(CBOT) |
| Mar08 |
080128 |
12220 |
12395 |
12120 |
12377 |
+141 |
3,110 |
26,294 |
-164 |
| Jun08 |
080128 |
12225 |
12397 |
12205 |
12397 |
+141 |
14 |
51 |
+2 |
| Sep08 |
080128 |
12405 |
12405 |
12405 |
12405 |
+135 |
0 |
1 |
+0 |
| Dec08 |
080128 |
12399 |
12399 |
12399 |
12399 |
+132 |
|
|
|
| Total Volume and Open Interest |
3,124 |
26,346 |
-162 |
| S & P 500(CME) |
| Mar08 |
080128 |
1335.30 |
1358.00 |
1323.00 |
1354.60 |
+20.50 |
48,518 |
574,978 |
+7,513 |
| Jun08 |
080128 |
1338.00 |
1357.90 |
1330.00 |
1357.90 |
+20.40 |
305 |
9,720 |
+293 |
| Sep08 |
080128 |
1361.20 |
1361.20 |
1361.20 |
1361.20 |
+20.70 |
6 |
338 |
-4 |
| Dec08 |
080128 |
1334.00 |
1363.10 |
1334.00 |
1363.10 |
+21.00 |
0 |
4,091 |
+0 |
| Total Volume and Open Interest |
48,829 |
589,138 |
+7,802 |
| S & P 500 E-Mini(Globex) |
| Mar08 |
080128 |
1336.00 |
1358.25 |
1310.25 |
1354.50 |
+20.50 |
2,531,550 |
2,423,498 |
-10,378 |
| Jun08 |
080128 |
1335.00 |
1361.00 |
1315.25 |
1358.00 |
+20.50 |
3,775 |
64,698 |
+712 |
| Total Volume and Open Interest |
2,535,325 |
2,488,330 |
-9,539 |
| NASDAQ 100(CME) |
| Mar08 |
080128 |
1796.00 |
1816.00 |
1778.00 |
1810.30 |
+16.80 |
5,398 |
45,618 |
-1,411 |
| Jun08 |
080128 |
1805.00 |
1821.30 |
1805.00 |
1821.30 |
+16.80 |
2 |
153 |
+2 |
| Sep08 |
080128 |
1836.30 |
1836.30 |
1836.30 |
1836.30 |
+16.80 |
0 |
5 |
+5 |
| Total Volume and Open Interest |
5,400 |
45,777 |
-1,403 |
| NASDAQ 100 E-Mini(Globex) |
| Mar08 |
080128 |
1796.50 |
1814.80 |
1761.50 |
1810.30 |
+16.80 |
519,626 |
371,639 |
+17,958 |
| Jun08 |
080128 |
1821.30 |
1821.30 |
1821.30 |
1821.30 |
+16.80 |
147 |
5,544 |
+66 |
| Total Volume and Open Interest |
519,773 |
377,183 |
+18,024 |
| S & P Midcap 400(CME) |
| Mar08 |
080128 |
770.50 |
793.50 |
767.00 |
792.20 |
+20.00 |
69 |
6,765 |
-14 |
| Jun08 |
080128 |
794.45 |
794.45 |
794.45 |
794.45 |
+20.00 |
0 |
3 |
+3 |
| Sep08 |
080128 |
799.45 |
799.45 |
799.45 |
799.45 |
+20.00 |
0 |
55 |
+0 |
| Total Volume and Open Interest |
69 |
6,825 |
-11 |
| Russell 2000(CME) |
| Mar08 |
080128 |
689.00 |
704.75 |
683.50 |
703.80 |
+15.00 |
3,225 |
43,705 |
+1,008 |
| Jun08 |
080128 |
704.55 |
704.55 |
704.55 |
704.55 |
+15.00 |
0 |
6 |
+1 |
| Sep08 |
080128 |
707.05 |
707.05 |
707.05 |
707.05 |
+15.00 |
0 |
26 |
-1 |
| Total Volume and Open Interest |
3,225 |
43,737 |
+1,008 |
| Russell 2000 E-Mini(Globex) |
| Mar08 |
080128 |
688.80 |
704.80 |
675.90 |
703.80 |
+15.00 |
276,450 |
623,441 |
-11,494 |
| Jun08 |
080128 |
684.00 |
705.00 |
677.70 |
704.60 |
+15.00 |
35 |
265 |
+1 |
| Sep08 |
080128 |
707.10 |
707.10 |
707.10 |
707.10 |
+15.00 |
0 |
89 |
-5 |
| Total Volume and Open Interest |
276,485 |
623,795 |
-11,498 |
| Value Line(KCBT) |
| Mar08 |
080128 |
2080.00 |
2080.00 |
2080.00 |
2080.00 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Nikkei 225(CME) |
| Mar08 |
080128 |
13400 |
13480 |
13030 |
13035 |
-635 |
73,329 |
223,084 |
+1,305 |
| Jun08 |
080128 |
13380 |
13395 |
12975 |
13025 |
-540 |
3 |
250 |
+3 |
| Total Volume and Open Interest |
73,347 |
223,458 |
+1,301 |
| Nikkei 225(SGX) |
| Mar08 |
080128 |
13400 |
13480 |
13030 |
13035 |
-635 |
73,329 |
223,084 |
+1,305 |
| Jun08 |
080128 |
13380 |
13395 |
12975 |
13025 |
-540 |
3 |
250 |
+3 |
| Sep08 |
080128 |
13040 |
13040 |
13040 |
13040 |
-545 |
0 |
40 |
+0 |
| Total Volume and Open Interest |
73,347 |
223,458 |
+1,301 |
| CAC 40(EURONEXT) |
| Feb08 |
080128 |
4758.5 |
4906.0 |
4717.0 |
4857.5 |
-30.0 |
171,947 |
497,489 |
-20,910 |
| Mar08 |
080128 |
4748.5 |
4919.0 |
4748.5 |
4874.5 |
-31.5 |
413 |
58,562 |
-103 |
| Apr08 |
080128 |
4830.0 |
4891.5 |
4814.5 |
4891.5 |
-30.0 |
20 |
70 |
+10 |
| Total Volume and Open Interest |
172,442 |
558,421 |
-20,994 |
| Hang Seng Index(HKFE) |
| Jan08 |
080128 |
24500 |
24528 |
23550 |
24288 |
-787 |
11,689 |
41,094 |
-10,026 |
| Feb08 |
080128 |
24512 |
24548 |
23565 |
24320 |
-775 |
561 |
2,180 |
+2,082 |
| Mar08 |
080128 |
24467 |
24467 |
23523 |
24260 |
-777 |
60 |
363 |
-400 |
| Total Volume and Open Interest |
12,315 |
43,651 |
-8,943 |
| DAX(EUREX) |
| Mar08 |
080128 |
6615.0 |
6930.5 |
6608.0 |
6855.0 |
+8.0 |
226,905 |
200,387 |
-5,701 |
| Jun08 |
080128 |
6700.0 |
6996.0 |
6685.0 |
6928.0 |
+9.0 |
786 |
19,106 |
+116 |
| Sep08 |
080128 |
6759.0 |
7062.0 |
6759.0 |
6996.0 |
+9.0 |
467 |
695 |
-174 |
| Total Volume and Open Interest |
228,158 |
220,188 |
-5,759 |
| FT-SE 100(EURONEXT) |
| Mar08 |
080128 |
5817.50 |
5825.00 |
5683.00 |
5755.00 |
-80.00 |
151,354 |
566,369 |
+5,371 |
| Jun08 |
080128 |
5808.00 |
5834.00 |
5725.00 |
5775.00 |
-81.50 |
186 |
9,262 |
-6 |
| Sep08 |
080128 |
5825.00 |
5825.00 |
5769.00 |
5790.50 |
-80.00 |
405 |
2,053 |
+24 |
| Total Volume and Open Interest |
151,945 |
579,784 |
+5,389 |
| 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 |
080128 |
594.40 |
603.85 |
592.00 |
603.25 |
+3.25 |
339 |
21,245 |
+61 |
| Mar08 |
080128 |
605.50 |
605.50 |
605.50 |
605.50 |
+3.90 |
2 |
1 |
+0 |
| Apr08 |
080128 |
606.00 |
606.00 |
606.00 |
606.00 |
+4.50 |
|
|
|
| Total Volume and Open Interest |
341 |
21,246 |
+61 |
| RJ/CRB Index(ICE) |
| Feb08 |
080128 |
492.25 |
498.00 |
491.25 |
498.00 |
+6.25 |
5 |
264 |
-2 |
| Apr08 |
080128 |
497.00 |
502.00 |
495.75 |
502.00 |
+6.25 |
10 |
856 |
+3 |
| Jun08 |
080128 |
499.75 |
506.00 |
499.75 |
506.00 |
+6.25 |
0 |
204 |
+0 |
| Total Volume and Open Interest |
15 |
1,329 |
+1 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|
