 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Wed January 30, 2008 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar08 |
080130 |
1263.00 |
1277.50 |
1259.00 |
1275.75 |
+9.00 |
7,092 |
215,709 |
-2,350 |
May08 |
080130 |
1279.00 |
1295.00 |
1277.00 |
1294.00 |
+8.50 |
3,074 |
100,267 |
+2,278 |
Jul08 |
080130 |
1292.00 |
1309.00 |
1290.50 |
1309.00 |
+12.00 |
4,331 |
83,597 |
+1,234 |
Aug08 |
080130 |
1275.00 |
1294.00 |
1275.00 |
1294.00 |
+9.00 |
151 |
4,239 |
+149 |
Sep08 |
080130 |
1257.00 |
1257.00 |
1257.00 |
1257.00 |
+10.00 |
244 |
3,314 |
+23 |
Nov08 |
080130 |
1218.00 |
1231.00 |
1206.50 |
1229.25 |
+6.50 |
4,649 |
125,399 |
+689 |
Jan09 |
080130 |
1224.00 |
1236.00 |
1215.00 |
1236.00 |
+6.00 |
83 |
5,270 |
+159 |
Total Volume and Open Interest |
19,784 |
570,104 |
+2,294 |
Soybean Meal(CBOT) |
Mar08 |
080130 |
336.50 |
343.00 |
335.70 |
342.70 |
+3.10 |
4,725 |
73,182 |
-1,041 |
May08 |
080130 |
341.80 |
348.00 |
340.80 |
347.70 |
+2.80 |
2,764 |
52,625 |
+1,547 |
Jul08 |
080130 |
346.00 |
351.00 |
344.20 |
350.70 |
+1.50 |
2,513 |
43,850 |
+998 |
Aug08 |
080130 |
343.00 |
346.00 |
341.00 |
345.20 |
+0.70 |
255 |
8,103 |
-31 |
Sep08 |
080130 |
330.00 |
340.00 |
330.00 |
338.50 |
-0.30 |
739 |
6,962 |
+296 |
Oct08 |
080130 |
320.50 |
321.50 |
317.00 |
321.50 |
-0.30 |
146 |
6,997 |
+133 |
Dec08 |
080130 |
319.00 |
320.50 |
312.00 |
320.50 |
unch |
1,627 |
37,829 |
+876 |
Jan09 |
080130 |
319.00 |
320.50 |
319.00 |
320.50 |
-1.00 |
13 |
2,325 |
+1 |
Total Volume and Open Interest |
12,920 |
234,927 |
+2,872 |
Soybean Oil(CBOT) |
Mar08 |
080130 |
53.30 |
53.57 |
53.10 |
53.46 |
+0.04 |
5,627 |
134,158 |
-1,424 |
May08 |
080130 |
53.97 |
54.15 |
53.72 |
54.05 |
-0.03 |
2,734 |
54,036 |
-2,085 |
Jul08 |
080130 |
54.45 |
54.65 |
54.25 |
54.60 |
+0.01 |
2,185 |
45,869 |
+1,278 |
Aug08 |
080130 |
54.70 |
54.80 |
54.53 |
54.80 |
unch |
203 |
5,738 |
-53 |
Sep08 |
080130 |
54.90 |
54.90 |
54.90 |
54.90 |
-0.05 |
21 |
5,348 |
-35 |
Oct08 |
080130 |
54.80 |
54.80 |
54.57 |
54.75 |
-0.05 |
47 |
5,054 |
+4 |
Dec08 |
080130 |
54.95 |
55.05 |
54.70 |
55.05 |
-0.05 |
1,843 |
28,141 |
-1,702 |
Jan09 |
080130 |
55.15 |
55.15 |
55.15 |
55.15 |
-0.05 |
100 |
2,053 |
-2 |
Total Volume and Open Interest |
12,760 |
281,477 |
-4,019 |
Canola(WCE) |
Mar08 |
080130 |
577.2 |
577.9 |
572.7 |
575.3 |
-0.6 |
8,310 |
68,612 |
-2,089 |
May08 |
080130 |
591.2 |
591.2 |
586.3 |
589.0 |
-0.3 |
3,492 |
32,895 |
+1,659 |
Jul08 |
080130 |
597.2 |
600.2 |
595.7 |
599.2 |
-0.1 |
1,758 |
19,750 |
-137 |
Total Volume and Open Interest |
15,071 |
167,379 |
+451 |
Corn(CBOT) |
Mar08 |
080130 |
499.50 |
501.50 |
494.50 |
498.50 |
-2.50 |
8,661 |
539,784 |
-4,723 |
May08 |
080130 |
511.00 |
513.00 |
506.25 |
510.25 |
-2.50 |
3,458 |
209,446 |
+3,964 |
Jul08 |
080130 |
519.00 |
520.50 |
514.25 |
518.75 |
-2.50 |
2,458 |
181,218 |
-15 |
Sep08 |
080130 |
514.00 |
514.25 |
510.25 |
514.25 |
-1.50 |
2,001 |
41,976 |
+433 |
Dec08 |
080130 |
508.50 |
512.00 |
506.75 |
510.00 |
-0.75 |
9,304 |
334,983 |
-1,263 |
Mar09 |
080130 |
517.50 |
518.50 |
514.50 |
517.50 |
-0.50 |
162 |
25,068 |
+271 |
Total Volume and Open Interest |
26,823 |
1,424,430 |
-264 |
Wheat(CBOT) |
Mar08 |
080130 |
941.00 |
944.00 |
920.00 |
922.50 |
-21.50 |
4,339 |
167,614 |
+256 |
May08 |
080130 |
952.00 |
956.00 |
936.00 |
939.00 |
-23.00 |
4,324 |
80,383 |
+3,472 |
Jul08 |
080130 |
876.00 |
880.00 |
861.00 |
866.25 |
-17.25 |
2,651 |
110,411 |
-1,621 |
Sep08 |
080130 |
881.00 |
885.50 |
870.00 |
873.00 |
-19.00 |
153 |
21,180 |
+367 |
Dec08 |
080130 |
895.00 |
899.50 |
881.50 |
884.00 |
-23.00 |
868 |
50,494 |
+113 |
Total Volume and Open Interest |
12,630 |
453,988 |
+2,812 |
Wheat(KCBT) |
Mar08 |
080130 |
985.00 |
987.00 |
965.00 |
967.00 |
-23.25 |
10,879 |
56,690 |
-100 |
May08 |
080130 |
990.00 |
998.00 |
975.50 |
978.00 |
-24.25 |
5,962 |
16,338 |
+923 |
Jul08 |
080130 |
952.00 |
952.00 |
933.50 |
939.00 |
-21.00 |
3,709 |
34,923 |
+728 |
Sep08 |
080130 |
954.00 |
955.00 |
942.00 |
946.00 |
-20.00 |
301 |
6,142 |
+144 |
Dec08 |
080130 |
962.00 |
962.00 |
955.00 |
956.00 |
-22.00 |
355 |
6,028 |
-30 |
Total Volume and Open Interest |
21,431 |
125,031 |
+1,820 |
Wheat(MGE) |
Mar08 |
080130 |
1335.00 |
1350.00 |
1298.00 |
1343.00 |
+16.00 |
6,000 |
22,164 |
-1,526 |
May08 |
080130 |
1233.00 |
1235.00 |
1214.00 |
1220.25 |
-23.75 |
6,414 |
16,641 |
+827 |
Jul08 |
080130 |
1139.00 |
1139.00 |
1115.00 |
1115.00 |
-30.00 |
1,281 |
5,575 |
+46 |
Sep08 |
080130 |
1030.00 |
1030.00 |
1015.00 |
1015.00 |
-30.00 |
805 |
8,348 |
-17 |
Dec08 |
080130 |
1018.00 |
1020.00 |
1008.00 |
1008.00 |
-30.00 |
415 |
8,718 |
-67 |
Total Volume and Open Interest |
14,931 |
62,285 |
-733 |
Oats(CBOT) |
Mar08 |
080130 |
323.00 |
324.00 |
320.50 |
323.00 |
-1.25 |
248 |
9,590 |
+168 |
May08 |
080130 |
331.00 |
334.00 |
329.50 |
333.00 |
-2.00 |
286 |
2,182 |
-34 |
Jul08 |
080130 |
337.00 |
340.00 |
337.00 |
340.00 |
-1.00 |
2 |
607 |
+17 |
Sep08 |
080130 |
347.00 |
347.00 |
347.00 |
347.00 |
+1.00 |
0 |
45 |
+0 |
Total Volume and Open Interest |
557 |
14,323 |
+169 |
Rough Rice(CBOT) |
Mar08 |
080130 |
14.63 |
14.64 |
14.52 |
14.62 |
+0.03 |
190 |
11,699 |
-314 |
May08 |
080130 |
14.96 |
14.96 |
14.95 |
14.95 |
+0.03 |
58 |
1,522 |
+327 |
Jul08 |
080130 |
15.21 |
15.21 |
15.21 |
15.21 |
+0.03 |
25 |
1,498 |
+37 |
Sep08 |
080130 |
14.65 |
14.65 |
14.64 |
14.64 |
-0.01 |
56 |
1,798 |
+8 |
Total Volume and Open Interest |
431 |
17,697 |
+179 |
Live Cattle(CME) |
Feb08 |
080130 |
91.550 |
92.100 |
91.250 |
91.400 |
+0.250 |
5,641 |
22,073 |
-791 |
Apr08 |
080130 |
94.700 |
95.450 |
94.400 |
94.535 |
-0.215 |
12,576 |
136,938 |
+2,862 |
Jun08 |
080130 |
93.300 |
93.900 |
93.200 |
93.535 |
+0.150 |
6,097 |
50,390 |
+235 |
Aug08 |
080130 |
96.250 |
96.580 |
96.100 |
96.285 |
+0.150 |
2,483 |
25,034 |
+975 |
Oct08 |
080130 |
100.750 |
101.050 |
100.730 |
100.980 |
+0.095 |
1,508 |
14,164 |
+154 |
Dec08 |
080130 |
102.000 |
102.200 |
101.850 |
102.050 |
+0.100 |
793 |
7,265 |
-6 |
Total Volume and Open Interest |
29,627 |
261,239 |
+3,656 |
Feeder Cattle(CME) |
Jan08 |
080130 |
99.600 |
99.700 |
99.550 |
99.650 |
+0.100 |
567 |
2,299 |
-61 |
Mar08 |
080130 |
104.480 |
105.400 |
104.350 |
105.100 |
+0.850 |
3,205 |
17,256 |
-41 |
Apr08 |
080130 |
108.300 |
109.050 |
108.200 |
108.980 |
+0.845 |
1,120 |
7,414 |
-50 |
May08 |
080130 |
110.600 |
111.200 |
110.400 |
111.050 |
+0.665 |
734 |
6,799 |
+102 |
Aug08 |
080130 |
111.700 |
112.400 |
111.600 |
112.400 |
+0.750 |
478 |
5,466 |
+216 |
Sep08 |
080130 |
111.500 |
111.700 |
111.000 |
111.700 |
+0.700 |
117 |
540 |
+40 |
Oct08 |
080130 |
111.000 |
111.400 |
111.000 |
111.400 |
+0.400 |
47 |
410 |
+28 |
Total Volume and Open Interest |
6,280 |
40,457 |
+243 |
Lean Hogs(CME) |
Feb08 |
080130 |
58.450 |
58.550 |
58.000 |
58.450 |
+0.450 |
8,748 |
20,840 |
-2,838 |
Apr08 |
080130 |
65.830 |
66.200 |
64.900 |
66.100 |
+0.465 |
22,826 |
95,239 |
+834 |
May08 |
080130 |
74.100 |
74.200 |
73.450 |
74.150 |
+0.050 |
296 |
2,883 |
+94 |
Jun08 |
080130 |
77.800 |
77.850 |
77.000 |
77.725 |
+0.025 |
6,251 |
38,130 |
+2,218 |
Jul08 |
080130 |
78.350 |
78.450 |
77.900 |
78.350 |
unch |
1,411 |
13,436 |
+364 |
Aug08 |
080130 |
78.500 |
79.150 |
78.200 |
79.050 |
+0.515 |
1,366 |
8,541 |
+444 |
Oct08 |
080130 |
73.450 |
74.350 |
73.300 |
74.180 |
+0.680 |
1,139 |
13,055 |
+563 |
Dec08 |
080130 |
76.300 |
76.800 |
76.100 |
76.750 |
+0.300 |
687 |
17,272 |
+183 |
Total Volume and Open Interest |
44,744 |
214,271 |
+2,969 |
Pork Bellies(CME) |
Feb08 |
080130 |
91.500 |
93.250 |
90.850 |
93.035 |
+2.185 |
295 |
440 |
-173 |
Mar08 |
080130 |
92.200 |
93.700 |
91.250 |
93.700 |
+2.700 |
338 |
623 |
+42 |
May08 |
080130 |
92.500 |
93.600 |
91.800 |
93.050 |
+1.750 |
37 |
482 |
+7 |
Jul08 |
080130 |
90.600 |
92.300 |
90.600 |
91.850 |
+1.700 |
10 |
214 |
+0 |
Aug08 |
080130 |
93.000 |
93.000 |
91.000 |
91.000 |
+1.000 |
0 |
70 |
+0 |
Total Volume and Open Interest |
680 |
1,829 |
-124 |
Class III Milk(CME) |
Jan08 |
080130 |
19.30 |
19.35 |
19.30 |
19.35 |
unch |
27 |
3,803 |
-13 |
Feb08 |
080130 |
16.80 |
16.80 |
16.80 |
16.80 |
-0.04 |
606 |
4,286 |
-30 |
Mar08 |
080130 |
16.90 |
16.90 |
16.90 |
16.90 |
-0.03 |
460 |
4,171 |
+20 |
Apr08 |
080130 |
16.24 |
16.24 |
16.24 |
16.24 |
unch |
134 |
3,210 |
+64 |
May08 |
080130 |
16.05 |
16.05 |
16.05 |
16.05 |
+0.05 |
82 |
2,644 |
+7 |
Total Volume and Open Interest |
1,589 |
32,725 |
+221 |
Cocoa(ICE) |
Mar08 |
080130 |
2259 |
2295 |
2256 |
2288 |
+53 |
7,933 |
91,872 |
-995 |
May08 |
080130 |
2278 |
2313 |
2278 |
2313 |
+54 |
2,953 |
42,250 |
+1,646 |
Jul08 |
080130 |
2308 |
2327 |
2308 |
2327 |
+54 |
1,050 |
18,470 |
-93 |
Sep08 |
080130 |
2326 |
2326 |
2326 |
2326 |
+50 |
232 |
11,801 |
+149 |
Dec08 |
080130 |
2329 |
2329 |
2329 |
2329 |
+49 |
334 |
16,581 |
+82 |
Mar09 |
080130 |
2331 |
2331 |
2331 |
2331 |
+46 |
280 |
5,729 |
+236 |
May09 |
080130 |
2329 |
2329 |
2329 |
2329 |
+43 |
7 |
2,391 |
+6 |
Total Volume and Open Interest |
12,789 |
190,651 |
+1,031 |
Coffee "C"(ICE) |
Mar08 |
080130 |
134.10 |
137.20 |
134.10 |
136.55 |
+2.85 |
12,674 |
97,131 |
-304 |
May08 |
080130 |
138.00 |
139.30 |
137.90 |
139.15 |
+2.85 |
4,973 |
49,395 |
+2,426 |
Jul08 |
080130 |
141.55 |
141.60 |
141.55 |
141.60 |
+2.80 |
2,381 |
12,627 |
+1,295 |
Sep08 |
080130 |
144.00 |
144.00 |
144.00 |
144.00 |
+2.80 |
554 |
10,588 |
+142 |
Dec08 |
080130 |
147.40 |
147.40 |
147.40 |
147.40 |
+2.75 |
132 |
7,368 |
+18 |
Mar09 |
080130 |
150.70 |
150.70 |
150.70 |
150.70 |
+2.70 |
152 |
3,790 |
+10 |
Total Volume and Open Interest |
20,942 |
183,544 |
+3,573 |
Orange Juice(ICE) |
Mar08 |
080130 |
140.95 |
140.95 |
133.50 |
135.50 |
-6.40 |
2,659 |
16,299 |
-187 |
May08 |
080130 |
135.00 |
139.00 |
135.00 |
137.40 |
-6.30 |
1,007 |
5,161 |
+381 |
Jul08 |
080130 |
139.10 |
139.10 |
139.10 |
139.10 |
-6.05 |
90 |
1,130 |
+39 |
Sep08 |
080130 |
140.50 |
140.50 |
140.50 |
140.50 |
-6.05 |
218 |
701 |
+2 |
Nov08 |
080130 |
140.70 |
140.70 |
140.70 |
140.70 |
-6.05 |
0 |
442 |
+0 |
Jan09 |
080130 |
141.80 |
141.80 |
141.80 |
141.80 |
-6.05 |
0 |
861 |
+0 |
Total Volume and Open Interest |
3,974 |
24,642 |
+235 |
Sugar #11(ICE) |
Mar08 |
080130 |
12.35 |
12.45 |
12.18 |
12.42 |
+0.22 |
72,709 |
425,704 |
-10,903 |
May08 |
080130 |
12.79 |
12.87 |
12.60 |
12.85 |
+0.24 |
31,749 |
177,299 |
+6,293 |
Jul08 |
080130 |
12.91 |
13.00 |
12.74 |
13.00 |
+0.27 |
15,199 |
125,796 |
+464 |
Oct08 |
080130 |
13.19 |
13.31 |
13.04 |
13.31 |
+0.30 |
8,606 |
124,159 |
+1,059 |
Mar09 |
080130 |
13.56 |
13.83 |
13.56 |
13.83 |
+0.31 |
4,023 |
58,558 |
-313 |
Total Volume and Open Interest |
141,679 |
1,032,775 |
-2,158 |
Sugar #14(ICE) |
Mar08 |
080130 |
20.03 |
20.03 |
20.03 |
20.03 |
-0.05 |
206 |
1,956 |
-3 |
May08 |
080130 |
20.13 |
20.13 |
20.13 |
20.13 |
+0.01 |
264 |
4,057 |
+63 |
Jul08 |
080130 |
20.35 |
20.35 |
20.35 |
20.35 |
-0.06 |
30 |
2,022 |
+20 |
Sep08 |
080130 |
20.60 |
20.60 |
20.60 |
20.60 |
-0.04 |
0 |
1,495 |
+0 |
Nov08 |
080130 |
20.80 |
20.80 |
20.80 |
20.80 |
-0.03 |
50 |
764 |
+50 |
Total Volume and Open Interest |
550 |
10,325 |
+130 |
London Cocoa(LCE) |
Mar08 |
080130 |
1175 |
1175 |
1175 |
1175 |
+22 |
5,841 |
72,409 |
-1,143 |
May08 |
080130 |
1198 |
1198 |
1198 |
1198 |
+22 |
4,104 |
37,038 |
+1,656 |
Jul08 |
080130 |
1225 |
1225 |
1225 |
1225 |
+25 |
2,129 |
58,048 |
+90 |
Sep08 |
080130 |
1210 |
1210 |
1210 |
1210 |
+22 |
693 |
26,536 |
-45 |
Dec08 |
080130 |
1219 |
1219 |
1219 |
1219 |
+24 |
320 |
32,492 |
+139 |
Mar09 |
080130 |
1215 |
1215 |
1215 |
1215 |
+22 |
369 |
10,024 |
+231 |
May09 |
080130 |
1225 |
1225 |
1225 |
1225 |
+22 |
0 |
389 |
+0 |
Total Volume and Open Interest |
13,491 |
237,604 |
+937 |
London Coffee(LCE) |
Jan08 |
080130 |
2101.00 |
2101.00 |
2101.00 |
2101.00 |
+44.00 |
1,114 |
226 |
-1,340 |
Mar08 |
080130 |
2100.00 |
2100.00 |
2100.00 |
2100.00 |
+29.00 |
9,969 |
70,475 |
+307 |
May08 |
080130 |
2126.00 |
2126.00 |
2126.00 |
2126.00 |
+29.00 |
4,892 |
33,359 |
+287 |
Jul08 |
080130 |
2144.00 |
2144.00 |
2144.00 |
2144.00 |
+25.00 |
4,594 |
16,851 |
+2,254 |
Sep08 |
080130 |
2144.00 |
2144.00 |
2144.00 |
2144.00 |
+24.00 |
769 |
13,343 |
+423 |
Nov08 |
080130 |
2133.00 |
2133.00 |
2133.00 |
2133.00 |
+21.00 |
186 |
1,250 |
-74 |
Total Volume and Open Interest |
21,669 |
139,336 |
+1,892 |
London Sugar(LCE) |
Mar08 |
080130 |
348.90 |
348.90 |
348.90 |
348.90 |
+4.40 |
5,907 |
43,989 |
-937 |
May08 |
080130 |
356.30 |
356.30 |
356.30 |
356.30 |
+4.30 |
1,872 |
16,119 |
+176 |
Aug08 |
080130 |
357.80 |
357.80 |
357.80 |
357.80 |
+4.30 |
766 |
8,369 |
+111 |
Oct08 |
080130 |
362.00 |
362.00 |
362.00 |
362.00 |
+3.70 |
148 |
7,559 |
-48 |
Dec08 |
080130 |
366.60 |
366.60 |
366.60 |
366.60 |
+3.30 |
32 |
2,053 |
+16 |
Total Volume and Open Interest |
9,030 |
86,327 |
-592 |
Cotton(ICE) |
Mar08 |
080130 |
67.80 |
68.60 |
67.75 |
68.50 |
+0.28 |
13,632 |
125,166 |
-2,273 |
May08 |
080130 |
69.75 |
70.50 |
69.75 |
70.40 |
+0.25 |
2,721 |
41,706 |
+1,701 |
Jul08 |
080130 |
72.00 |
72.35 |
72.00 |
72.35 |
+0.55 |
1,647 |
34,511 |
+331 |
Oct08 |
080130 |
74.80 |
74.80 |
74.80 |
74.80 |
+0.45 |
208 |
941 |
+160 |
Dec08 |
080130 |
76.40 |
77.05 |
76.40 |
77.05 |
+0.65 |
2,274 |
59,746 |
+662 |
Mar09 |
080130 |
79.26 |
79.26 |
79.26 |
79.26 |
+0.37 |
178 |
2,366 |
+112 |
Total Volume and Open Interest |
20,663 |
267,384 |
+695 |
Lumber(CME) |
Mar08 |
080130 |
215.5 |
218.5 |
213.6 |
213.6 |
-3.2 |
1,055 |
7,893 |
-269 |
May08 |
080130 |
237.6 |
240.1 |
236.8 |
239.3 |
-1.7 |
660 |
1,978 |
+171 |
Jul08 |
080130 |
252.6 |
254.0 |
249.7 |
253.1 |
-2.6 |
63 |
489 |
+0 |
Sep08 |
080130 |
267.1 |
267.1 |
263.2 |
266.1 |
-6.6 |
18 |
243 |
-1 |
Total Volume and Open Interest |
1,799 |
10,692 |
-98 |
Crude Oil(NYM) |
Mar08 |
080130 |
91.90 |
92.35 |
91.30 |
92.33 |
+0.69 |
216,738 |
378,806 |
+1,097 |
Apr08 |
080130 |
91.65 |
92.23 |
91.65 |
92.16 |
+0.74 |
69,540 |
106,010 |
+1,696 |
May08 |
080130 |
91.90 |
91.90 |
91.90 |
91.90 |
+0.76 |
24,807 |
81,076 |
+2,821 |
Jun08 |
080130 |
91.63 |
91.63 |
91.63 |
91.63 |
+0.75 |
20,157 |
87,462 |
+179 |
Jul08 |
080130 |
91.36 |
91.36 |
91.36 |
91.36 |
+0.74 |
3,785 |
32,600 |
+971 |
Aug08 |
080130 |
91.10 |
91.10 |
91.10 |
91.10 |
+0.72 |
1,955 |
26,648 |
-139 |
Sep08 |
080130 |
90.86 |
90.86 |
90.86 |
90.86 |
+0.71 |
1,662 |
41,761 |
-39 |
Oct08 |
080130 |
90.64 |
90.64 |
90.64 |
90.64 |
+0.70 |
321 |
28,111 |
+127 |
Nov08 |
080130 |
90.42 |
90.42 |
90.42 |
90.42 |
+0.69 |
375 |
21,690 |
-168 |
Dec08 |
080130 |
90.20 |
90.20 |
90.20 |
90.20 |
+0.68 |
14,941 |
178,893 |
+336 |
Jan09 |
080130 |
89.45 |
89.97 |
89.45 |
89.97 |
+0.67 |
71 |
23,813 |
+59 |
Feb09 |
080130 |
89.20 |
89.75 |
89.20 |
89.75 |
+0.67 |
175 |
12,612 |
+67 |
Mar09 |
080130 |
89.54 |
89.54 |
89.54 |
89.54 |
+0.67 |
804 |
8,073 |
+566 |
Apr09 |
080130 |
89.34 |
89.34 |
89.34 |
89.34 |
+0.67 |
39 |
8,384 |
-2 |
May09 |
080130 |
89.15 |
89.15 |
89.15 |
89.15 |
+0.67 |
59 |
13,382 |
+10 |
Jun09 |
080130 |
88.98 |
88.98 |
88.98 |
88.98 |
+0.67 |
2,652 |
28,361 |
-342 |
Total Volume and Open Interest |
371,638 |
1,365,807 |
+8,547 |
Heating Oil(NYM) |
Feb08 |
080130 |
256.00 |
256.00 |
254.30 |
254.93 |
+0.75 |
21,120 |
19,402 |
-4,216 |
Mar08 |
080130 |
254.60 |
254.60 |
253.90 |
254.24 |
+0.96 |
33,146 |
76,963 |
+4,124 |
Apr08 |
080130 |
251.00 |
252.00 |
250.40 |
251.59 |
+1.01 |
8,655 |
26,635 |
+638 |
May08 |
080130 |
249.45 |
249.45 |
248.60 |
248.94 |
+1.01 |
3,216 |
13,854 |
+401 |
Jun08 |
080130 |
247.24 |
247.24 |
247.24 |
247.24 |
+0.91 |
4,088 |
19,575 |
+1,165 |
Jul08 |
080130 |
246.79 |
246.79 |
246.79 |
246.79 |
+0.76 |
651 |
7,492 |
-18 |
Aug08 |
080130 |
247.14 |
247.14 |
247.14 |
247.14 |
+0.81 |
314 |
2,416 |
-2 |
Sep08 |
080130 |
248.34 |
248.34 |
248.34 |
248.34 |
+0.86 |
287 |
5,748 |
+114 |
Oct08 |
080130 |
248.50 |
250.19 |
248.50 |
250.19 |
+0.86 |
73 |
1,681 |
+28 |
Nov08 |
080130 |
252.14 |
252.14 |
252.14 |
252.14 |
+0.81 |
60 |
1,193 |
+1 |
Dec08 |
080130 |
253.84 |
253.84 |
253.84 |
253.84 |
+0.81 |
1,920 |
9,908 |
+377 |
Jan09 |
080130 |
254.99 |
254.99 |
254.99 |
254.99 |
+0.81 |
49 |
3,378 |
-2 |
Total Volume and Open Interest |
73,616 |
197,221 |
+2,615 |
Gasoline(NYMEX) |
Feb08 |
080130 |
234.50 |
235.25 |
230.65 |
233.40 |
+0.45 |
21,271 |
17,915 |
-6,163 |
Mar08 |
080130 |
238.01 |
239.36 |
234.95 |
237.70 |
+0.55 |
26,500 |
82,930 |
+2,687 |
Apr08 |
080130 |
253.04 |
253.04 |
249.66 |
252.15 |
+0.90 |
8,887 |
40,973 |
+731 |
May08 |
080130 |
252.80 |
253.87 |
250.77 |
253.40 |
+0.95 |
3,091 |
33,227 |
-117 |
Jun08 |
080130 |
252.40 |
253.50 |
250.95 |
253.45 |
+1.00 |
1,483 |
24,782 |
+75 |
Jul08 |
080130 |
251.93 |
252.59 |
250.11 |
252.45 |
+1.05 |
768 |
7,642 |
-37 |
Aug08 |
080130 |
249.99 |
250.43 |
248.66 |
250.30 |
+1.05 |
214 |
5,219 |
+1 |
Sep08 |
080130 |
247.05 |
247.15 |
245.11 |
247.15 |
+1.10 |
457 |
6,645 |
+44 |
Oct08 |
080130 |
233.48 |
234.00 |
232.25 |
233.95 |
+1.10 |
345 |
4,202 |
+114 |
Nov08 |
080130 |
229.50 |
229.75 |
227.30 |
229.75 |
+1.10 |
236 |
2,470 |
+95 |
Total Volume and Open Interest |
64,187 |
242,387 |
-1,965 |
e-MiNY RBOB Gasoline(NYMEX) |
Feb08 |
080130 |
234.00 |
234.00 |
231.40 |
233.40 |
+3.06 |
0 |
24 |
+14 |
Mar08 |
080130 |
237.00 |
237.70 |
236.40 |
237.70 |
+0.55 |
6 |
22 |
-2 |
Apr08 |
080130 |
252.15 |
252.15 |
252.15 |
252.15 |
+0.90 |
2 |
6 |
+2 |
May08 |
080130 |
253.40 |
253.40 |
253.40 |
253.40 |
+0.95 |
|
|
|
Total Volume and Open Interest |
10 |
54 |
+0 |
Natural Gas(NYM) |
Mar08 |
080130 |
8.030 |
8.130 |
7.985 |
8.045 |
+0.102 |
55,583 |
167,315 |
+4,035 |
Apr08 |
080130 |
8.075 |
8.075 |
8.040 |
8.044 |
+0.111 |
16,745 |
82,108 |
+3,310 |
May08 |
080130 |
8.110 |
8.110 |
8.080 |
8.094 |
+0.109 |
7,330 |
64,103 |
+792 |
Jun08 |
080130 |
8.215 |
8.215 |
8.140 |
8.174 |
+0.104 |
2,472 |
30,051 |
+228 |
Jul08 |
080130 |
8.285 |
8.285 |
8.245 |
8.254 |
+0.101 |
1,218 |
24,870 |
-133 |
Aug08 |
080130 |
8.355 |
8.355 |
8.310 |
8.323 |
+0.100 |
717 |
21,650 |
-217 |
Sep08 |
080130 |
8.365 |
8.365 |
8.333 |
8.333 |
+0.098 |
378 |
17,276 |
+15 |
Oct08 |
080130 |
8.440 |
8.440 |
8.399 |
8.399 |
+0.091 |
2,219 |
47,885 |
-227 |
Nov08 |
080130 |
8.644 |
8.644 |
8.644 |
8.644 |
+0.091 |
1,521 |
27,744 |
-166 |
Dec08 |
080130 |
8.910 |
8.919 |
8.910 |
8.919 |
+0.091 |
2,287 |
31,179 |
+1,066 |
Jan09 |
080130 |
9.090 |
9.124 |
9.090 |
9.124 |
+0.091 |
1,990 |
51,095 |
+407 |
Feb09 |
080130 |
9.129 |
9.129 |
9.129 |
9.129 |
+0.091 |
188 |
9,102 |
+17 |
Mar09 |
080130 |
8.917 |
8.917 |
8.917 |
8.917 |
+0.089 |
3,735 |
34,396 |
-803 |
Apr09 |
080130 |
8.150 |
8.172 |
8.150 |
8.172 |
+0.076 |
2,732 |
30,632 |
-321 |
May09 |
080130 |
8.140 |
8.160 |
8.140 |
8.160 |
+0.075 |
202 |
22,846 |
+35 |
Jun09 |
080130 |
8.210 |
8.224 |
8.210 |
8.224 |
+0.075 |
1,429 |
10,709 |
+218 |
Total Volume and Open Interest |
141,093 |
891,368 |
-1,357 |
Brent Crude Oil(ICE) |
Mar08 |
080130 |
92.59 |
92.80 |
91.48 |
92.53 |
+0.53 |
105,759 |
96,826 |
+7,304 |
Apr08 |
080130 |
92.05 |
92.31 |
91.05 |
92.11 |
+0.58 |
50,667 |
128,356 |
+4,369 |
May08 |
080130 |
91.74 |
92.03 |
90.83 |
91.83 |
+0.60 |
22,760 |
34,671 |
+3,973 |
Jun08 |
080130 |
91.40 |
91.73 |
90.59 |
91.56 |
+0.62 |
17,117 |
47,724 |
+553 |
Jul08 |
080130 |
90.98 |
91.31 |
90.55 |
91.31 |
+0.61 |
4,581 |
18,188 |
+1,042 |
Aug08 |
080130 |
90.83 |
91.09 |
90.34 |
91.09 |
+0.59 |
2,344 |
10,824 |
+825 |
Sep08 |
080130 |
90.90 |
90.90 |
90.90 |
90.90 |
+0.58 |
1,031 |
10,389 |
+49 |
Oct08 |
080130 |
90.40 |
90.72 |
90.40 |
90.72 |
+0.58 |
1,686 |
7,620 |
-18 |
Nov08 |
080130 |
90.54 |
90.54 |
90.54 |
90.54 |
+0.60 |
0 |
6,719 |
-296 |
Dec08 |
080130 |
90.05 |
90.46 |
89.40 |
90.36 |
+0.63 |
10,810 |
54,652 |
-1,561 |
Jan09 |
080130 |
90.23 |
90.23 |
90.23 |
90.23 |
+0.64 |
0 |
12,316 |
+144 |
Feb09 |
080130 |
90.09 |
90.09 |
90.09 |
90.09 |
+0.64 |
0 |
4,653 |
+0 |
Mar09 |
080130 |
89.95 |
89.95 |
89.95 |
89.95 |
+0.63 |
0 |
4,179 |
+0 |
Apr09 |
080130 |
89.82 |
89.82 |
89.82 |
89.82 |
+0.62 |
0 |
5,179 |
-50 |
Total Volume and Open Interest |
220,249 |
538,653 |
+16,999 |
Gas Oil(ICE) |
Feb08 |
080130 |
812.75 |
816.75 |
806.75 |
810.25 |
-0.25 |
35,604 |
48,286 |
-740 |
Mar08 |
080130 |
802.00 |
806.25 |
796.25 |
800.25 |
+1.00 |
32,812 |
73,907 |
+4,152 |
Apr08 |
080130 |
793.75 |
797.25 |
788.25 |
791.75 |
+1.75 |
13,393 |
30,584 |
-683 |
May08 |
080130 |
786.50 |
789.50 |
782.25 |
785.50 |
+2.25 |
5,032 |
18,055 |
+736 |
Jun08 |
080130 |
782.75 |
785.75 |
780.00 |
781.75 |
+2.25 |
7,418 |
30,251 |
-332 |
Jul08 |
080130 |
782.25 |
785.25 |
782.00 |
782.00 |
+2.25 |
2,585 |
7,571 |
+157 |
Aug08 |
080130 |
784.50 |
787.00 |
784.00 |
784.00 |
+2.00 |
642 |
5,154 |
+12 |
Sep08 |
080130 |
789.00 |
789.00 |
786.00 |
786.00 |
+1.75 |
136 |
4,041 |
+24 |
Oct08 |
080130 |
787.50 |
787.50 |
787.50 |
787.50 |
+1.75 |
0 |
2,571 |
+0 |
Nov08 |
080130 |
787.75 |
787.75 |
787.75 |
787.75 |
+1.50 |
20 |
2,606 |
+0 |
Total Volume and Open Interest |
98,895 |
260,669 |
+3,692 |
US Dollar Index(ICE) |
Mar08 |
080130 |
75.685 |
75.730 |
74.660 |
75.140 |
-0.525 |
1,509 |
33,172 |
+224 |
Jun08 |
080130 |
75.870 |
75.870 |
75.000 |
75.390 |
-0.525 |
26 |
5,669 |
+5 |
Sep08 |
080130 |
76.000 |
76.000 |
75.690 |
75.690 |
-0.525 |
0 |
501 |
+0 |
Total Volume and Open Interest |
1,535 |
39,342 |
+229 |
Australian Dollar(CME) |
Mar08 |
080130 |
88.48 |
89.51 |
88.48 |
89.51 |
+1.13 |
700 |
64,368 |
+1,768 |
Jun08 |
080130 |
88.57 |
88.57 |
88.57 |
88.57 |
+1.12 |
0 |
1,012 |
-2 |
Sep08 |
080130 |
87.55 |
87.55 |
87.55 |
87.55 |
+1.10 |
0 |
78 |
+0 |
Total Volume and Open Interest |
700 |
65,613 |
+1,765 |
British Pound(CME) |
Mar08 |
080130 |
198.44 |
198.86 |
198.17 |
198.86 |
+0.44 |
1,038 |
91,263 |
+3,163 |
Jun08 |
080130 |
197.68 |
197.68 |
197.68 |
197.68 |
+0.38 |
4 |
1,144 |
+135 |
Sep08 |
080130 |
196.48 |
196.48 |
196.48 |
196.48 |
+0.37 |
0 |
16 |
+0 |
Total Volume and Open Interest |
1,042 |
92,484 |
+3,298 |
Canadian Dollar(CME) |
Mar08 |
080130 |
100.48 |
101.11 |
100.43 |
101.09 |
+1.26 |
1,777 |
83,708 |
-1,476 |
Jun08 |
080130 |
100.91 |
100.91 |
100.91 |
100.91 |
+1.26 |
0 |
4,641 |
+72 |
Sep08 |
080130 |
100.71 |
100.71 |
100.71 |
100.71 |
+1.24 |
0 |
1,581 |
-1 |
Dec08 |
080130 |
100.52 |
100.52 |
100.52 |
100.52 |
+1.20 |
3 |
781 |
+6 |
Total Volume and Open Interest |
1,780 |
90,907 |
-1,398 |
Japanese Yen(CME) |
Mar08 |
080130 |
93.70 |
93.82 |
93.41 |
93.82 |
+0.02 |
3,438 |
177,695 |
+5,720 |
Jun08 |
080130 |
94.13 |
94.32 |
94.13 |
94.32 |
+0.01 |
1 |
27,901 |
-26 |
Sep08 |
080130 |
94.80 |
94.80 |
94.80 |
94.80 |
+0.02 |
0 |
503 |
+4 |
Total Volume and Open Interest |
3,439 |
206,162 |
+5,698 |
Swiss Franc(CME) |
Mar08 |
080130 |
91.62 |
92.21 |
91.62 |
92.21 |
+0.62 |
1,105 |
70,411 |
-37 |
Jun08 |
080130 |
92.32 |
92.32 |
92.32 |
92.32 |
+0.62 |
5 |
326 |
+1 |
Sep08 |
080130 |
92.38 |
92.38 |
92.38 |
92.38 |
+0.62 |
0 |
31 |
+10 |
Total Volume and Open Interest |
1,110 |
70,806 |
-26 |
EuroFX(CME) |
Mar08 |
080130 |
147.71 |
148.80 |
147.53 |
148.79 |
+1.19 |
5,839 |
180,741 |
+2,077 |
Jun08 |
080130 |
148.31 |
148.31 |
148.31 |
148.31 |
+1.17 |
1,801 |
6,509 |
+1,813 |
Sep08 |
080130 |
147.84 |
147.84 |
147.84 |
147.84 |
+1.19 |
0 |
346 |
+14 |
Total Volume and Open Interest |
7,640 |
187,780 |
+3,904 |
Mexican Peso(CME) |
Feb08 |
080130 |
924.0 |
924.0 |
922.2 |
922.2 |
+2.5 |
0 |
110 |
+0 |
Mar08 |
080130 |
918.5 |
920.5 |
918.5 |
920.0 |
+2.5 |
2,259 |
83,011 |
+3,729 |
Total Volume and Open Interest |
2,259 |
84,369 |
+3,729 |
30-Year T-Bonds(CBOT) |
Mar08 |
080130 |
119~00 |
119~25 |
117~27 |
118~10 |
-1~00 |
338,298 |
1,022,651 |
-10,508 |
Jun08 |
080130 |
118~21 |
118~21 |
117~00 |
117~12 |
-1~01 |
1,867 |
27,100 |
+987 |
Sep08 |
080130 |
116~00 |
116~14 |
116~00 |
116~14 |
-1~01 |
10 |
60 |
+10 |
Total Volume and Open Interest |
340,175 |
1,049,822 |
-9,511 |
10-Year T-Notes(CBOT) |
Mar08 |
080130 |
116~085 |
116~260 |
115~250 |
116~000 |
-0~170 |
1,002,534 |
2,458,511 |
-5,150 |
Jun08 |
080130 |
115~190 |
115~190 |
114~265 |
115~005 |
-0~180 |
22,404 |
79,941 |
+15,064 |
Sep08 |
080130 |
114~005 |
114~005 |
114~005 |
114~005 |
-0~180 |
|
|
|
Total Volume and Open Interest |
1,024,938 |
2,538,452 |
+9,914 |
5-Year T-Notes(CBOT) |
Mar08 |
080130 |
112~205 |
112~240 |
112~180 |
112~190 |
-0~070 |
547,169 |
0 |
+0 |
Jun08 |
080130 |
112~060 |
112~060 |
112~060 |
112~060 |
-0~075 |
4,895 |
0 |
+0 |
Sep08 |
080130 |
111~280 |
111~280 |
111~280 |
111~280 |
-0~075 |
|
|
|
Total Volume and Open Interest |
552,064 |
|
|
2 Year T-Notes(CBOT) |
Mar08 |
080130 |
106~041 |
106~053 |
106~040 |
106~052 |
-0~001 |
4,239 |
1,185,247 |
-2,390 |
Jun08 |
080130 |
106~041 |
106~041 |
106~041 |
106~041 |
-0~004 |
0 |
508 |
+2 |
Sep08 |
080130 |
106~041 |
106~041 |
106~041 |
106~041 |
-0~005 |
|
|
|
Total Volume and Open Interest |
4,239 |
1,185,755 |
-2,388 |
Eurodollars(CME) |
Mar08 |
080130 |
96.935 |
97.065 |
96.925 |
97.045 |
+0.075 |
14,192 |
1,713,702 |
-23,086 |
Jun08 |
080130 |
97.315 |
97.475 |
97.295 |
97.445 |
+0.070 |
9,399 |
1,988,388 |
+17,231 |
Sep08 |
080130 |
97.345 |
97.515 |
97.345 |
97.470 |
+0.060 |
29,904 |
1,507,204 |
-17,961 |
Dec08 |
080130 |
97.275 |
97.395 |
97.270 |
97.350 |
+0.025 |
8,530 |
1,405,461 |
-23,573 |
Mar09 |
080130 |
97.135 |
97.215 |
97.135 |
97.180 |
-0.025 |
10,616 |
1,108,169 |
-10,039 |
Jun09 |
080130 |
96.975 |
97.015 |
96.960 |
96.985 |
-0.060 |
7,735 |
815,160 |
+19,752 |
Sep09 |
080130 |
96.825 |
96.860 |
96.795 |
96.815 |
-0.080 |
7,502 |
760,221 |
+8,789 |
Dec09 |
080130 |
96.685 |
96.710 |
96.630 |
96.655 |
-0.100 |
7,425 |
512,615 |
+428 |
Mar10 |
080130 |
96.555 |
96.560 |
96.495 |
96.505 |
-0.120 |
4,287 |
293,978 |
+181 |
Jun10 |
080130 |
96.390 |
96.410 |
96.345 |
96.345 |
-0.130 |
6,086 |
254,993 |
-7,109 |
Sep10 |
080130 |
96.240 |
96.265 |
96.195 |
96.195 |
-0.135 |
3,213 |
195,951 |
+525 |
Dec10 |
080130 |
96.120 |
96.140 |
96.060 |
96.060 |
-0.140 |
4,168 |
154,832 |
+3,139 |
Mar11 |
080130 |
96.005 |
96.030 |
95.945 |
95.945 |
-0.140 |
6,533 |
109,636 |
-1,669 |
Jun11 |
080130 |
95.885 |
95.900 |
95.815 |
95.815 |
-0.140 |
9,688 |
105,052 |
+4,287 |
Sep11 |
080130 |
95.760 |
95.775 |
95.690 |
95.690 |
-0.140 |
2,113 |
68,298 |
-191 |
Dec11 |
080130 |
95.620 |
95.650 |
95.565 |
95.565 |
-0.140 |
4,556 |
61,373 |
-1,788 |
Mar12 |
080130 |
95.520 |
95.555 |
95.460 |
95.470 |
-0.140 |
743 |
60,179 |
-130 |
Jun12 |
080130 |
95.415 |
95.450 |
95.355 |
95.365 |
-0.140 |
4,578 |
67,564 |
-1,960 |
Total Volume and Open Interest |
147,139 |
11,442,262 |
-29,905 |
30 Day Federal Funds(CBOT) |
Jan08 |
080130 |
4.315 |
4.320 |
4.315 |
4.320 |
unch |
10 |
117,866 |
+1,985 |
Feb08 |
080130 |
5.175 |
5.295 |
5.175 |
5.290 |
+0.095 |
1,169 |
158,158 |
+6,124 |
Mar08 |
080130 |
5.330 |
5.460 |
5.330 |
5.460 |
+0.100 |
16 |
57,832 |
+94 |
Apr08 |
080130 |
5.490 |
5.600 |
5.490 |
5.600 |
+0.090 |
48 |
29,347 |
+1,045 |
May08 |
080130 |
5.650 |
5.785 |
5.645 |
5.785 |
+0.095 |
51 |
34,317 |
+1,607 |
Jun08 |
080130 |
5.695 |
5.825 |
5.695 |
5.825 |
+0.095 |
48 |
17,230 |
+1,230 |
Total Volume and Open Interest |
1,392 |
432,635 |
+12,096 |
30 Day Fed Funds(e-CBOT) |
Jan08 |
080130 |
96.065 |
96.085 |
96.065 |
96.070 |
unch |
6,031 |
0 |
+0 |
Feb08 |
080130 |
96.930 |
97.045 |
96.920 |
96.945 |
unch |
52,186 |
0 |
+0 |
Mar08 |
080130 |
97.110 |
97.225 |
97.085 |
97.110 |
unch |
14,645 |
0 |
+0 |
Apr08 |
080130 |
97.260 |
97.380 |
97.220 |
97.260 |
-0.005 |
8,113 |
0 |
+0 |
May08 |
080130 |
97.425 |
97.570 |
97.385 |
97.440 |
+0.030 |
4,850 |
0 |
+0 |
Jun08 |
080130 |
97.480 |
97.590 |
97.435 |
97.480 |
unch |
2,199 |
0 |
+0 |
Total Volume and Open Interest |
89,427 |
|
|
3-Mth Euro-Yen(CME) |
Mar08 |
080130 |
99.23 |
99.23 |
99.23 |
99.23 |
-0.01 |
203 |
11,974 |
-1,445 |
Jun08 |
080130 |
99.38 |
99.38 |
99.38 |
99.38 |
-0.01 |
172 |
7,367 |
+87 |
Sep08 |
080130 |
99.39 |
99.39 |
99.39 |
99.39 |
-0.02 |
486 |
7,086 |
+466 |
Dec08 |
080130 |
99.36 |
99.36 |
99.36 |
99.36 |
-0.01 |
172 |
2,453 |
+169 |
Mar09 |
080130 |
99.29 |
99.29 |
99.29 |
99.29 |
-0.02 |
0 |
1,348 |
+0 |
Jun09 |
080130 |
99.23 |
99.23 |
99.23 |
99.23 |
-0.02 |
0 |
156 |
+0 |
Sep09 |
080130 |
99.17 |
99.17 |
99.17 |
99.17 |
-0.03 |
0 |
350 |
+0 |
Dec09 |
080130 |
99.10 |
99.10 |
99.10 |
99.10 |
-0.04 |
|
|
|
Mar10 |
080130 |
99.07 |
99.07 |
99.07 |
99.07 |
unch |
|
|
|
Jun10 |
080130 |
99.02 |
99.02 |
99.02 |
99.02 |
unch |
|
|
|
Total Volume and Open Interest |
1,033 |
30,734 |
-723 |
3-Mth Euro-Yen(SGX) |
Mar08 |
080130 |
99.21 |
99.22 |
99.21 |
99.22 |
+0.00 |
763 |
53,726 |
+171 |
Jun08 |
080130 |
99.39 |
99.40 |
99.39 |
99.40 |
+0.01 |
429 |
19,842 |
+25 |
Sep08 |
080130 |
99.40 |
99.43 |
99.40 |
99.42 |
+0.00 |
296 |
17,866 |
-132 |
Dec08 |
080130 |
99.39 |
99.39 |
99.38 |
99.39 |
+0.01 |
445 |
16,349 |
+236 |
Mar09 |
080130 |
99.30 |
99.32 |
99.30 |
99.32 |
+0.00 |
70 |
6,989 |
+0 |
Jun09 |
080130 |
99.26 |
99.26 |
99.26 |
99.26 |
+0.01 |
0 |
1,616 |
+0 |
Sep09 |
080130 |
99.20 |
99.20 |
99.20 |
99.20 |
+0.00 |
0 |
678 |
+0 |
Dec09 |
080130 |
99.13 |
99.13 |
99.13 |
99.13 |
+0.00 |
0 |
260 |
+0 |
Total Volume and Open Interest |
2,003 |
121,982 |
+300 |
Japanese Gov't Bonds(SGX) |
Mar08 |
080130 |
137.23 |
137.94 |
137.18 |
137.72 |
+0.28 |
3,018 |
34,276 |
-968 |
Jun08 |
080130 |
137.72 |
137.72 |
137.72 |
137.72 |
+0.28 |
|
|
|
Sep08 |
080130 |
137.72 |
137.72 |
137.72 |
137.72 |
+0.28 |
|
|
|
Total Volume and Open Interest |
3,018 |
34,276 |
-968 |
Euro-Bund(EUREX) |
Mar08 |
080130 |
116.24 |
116.37 |
115.60 |
115.88 |
-0.21 |
960,258 |
1,313,400 |
-22,370 |
Jun08 |
080130 |
115.70 |
115.70 |
115.21 |
115.44 |
-0.22 |
303 |
3,019 |
+276 |
Sep08 |
080130 |
115.58 |
115.58 |
115.58 |
115.58 |
-0.21 |
100 |
1 |
+0 |
Total Volume and Open Interest |
960,661 |
1,316,420 |
-22,094 |
Euro-Bobl(EUREX) |
Mar08 |
080123 |
110.48 |
111.29 |
110.46 |
110.57 |
+0.27 |
666,070 |
1,191,360 |
+49,393 |
Jun08 |
080130 |
44.67 |
44.67 |
44.53 |
44.53 |
-0.08 |
471 |
17,675 |
+230 |
Sep08 |
080130 |
45.01 |
45.01 |
45.01 |
45.01 |
-0.07 |
|
|
|
Total Volume and Open Interest |
578,822 |
1,203,862 |
+2,478 |
3-Mth Euribor(EUREX) |
Mar08 |
080130 |
95.655 |
95.675 |
95.655 |
95.675 |
+0.025 |
112 |
19,638 |
-26 |
Jun08 |
080130 |
95.990 |
95.990 |
95.955 |
95.975 |
+0.030 |
282 |
7,850 |
+192 |
Sep08 |
080130 |
96.215 |
96.220 |
96.155 |
96.190 |
+0.015 |
222 |
4,890 |
-18 |
Total Volume and Open Interest |
975 |
40,333 |
+313 |
Long Gilt(LIFFE) |
Mar08 |
080130 |
109~29 |
110~04 |
109~19 |
109~28 |
+0~04 |
88,035 |
348,286 |
-5,129 |
Jun08 |
080130 |
110~03 |
110~03 |
110~03 |
110~03 |
+0~04 |
|
|
|
Total Volume and Open Interest |
88,035 |
348,286 |
-5,129 |
3-Mth Short Sterling(LIFFE) |
Mar08 |
080130 |
94.50 |
94.50 |
94.50 |
94.50 |
+0.01 |
66,850 |
443,584 |
+493 |
Jun08 |
080130 |
94.82 |
94.82 |
94.82 |
94.82 |
+0.02 |
52,934 |
690,870 |
+2,643 |
Sep08 |
080130 |
95.05 |
95.05 |
95.05 |
95.05 |
+0.01 |
63,625 |
502,674 |
-755 |
Dec08 |
080130 |
95.18 |
95.18 |
95.18 |
95.18 |
+0.01 |
69,614 |
429,545 |
+1,761 |
Mar09 |
080130 |
95.25 |
95.25 |
95.25 |
95.25 |
+0.01 |
44,334 |
297,844 |
+1,452 |
Jun09 |
080130 |
95.26 |
95.26 |
95.26 |
95.26 |
+0.01 |
39,035 |
187,497 |
-2,379 |
Total Volume and Open Interest |
379,643 |
2,891,053 |
+4,552 |
3-Mth Euribor(LIFFE) |
Mar08 |
080130 |
95.660 |
95.700 |
95.650 |
95.670 |
+0.025 |
161,357 |
702,014 |
-4,405 |
Jun08 |
080130 |
95.955 |
96.010 |
95.935 |
95.970 |
+0.025 |
156,972 |
765,946 |
-7,265 |
Sep08 |
080130 |
96.185 |
96.230 |
96.135 |
96.190 |
+0.020 |
222,651 |
600,201 |
-37,609 |
Total Volume and Open Interest |
955,350 |
4,168,215 |
-89,718 |
3-Mth Aus T-Bills(SFE) |
Mar08 |
080130 |
92.65 |
92.69 |
92.64 |
92.68 |
+0.01 |
16,242 |
333,811 |
+333,811 |
Jun08 |
080130 |
92.62 |
92.65 |
92.61 |
92.65 |
+0.01 |
24,429 |
263,613 |
+263,613 |
Sep08 |
080130 |
92.67 |
92.72 |
92.66 |
92.71 |
+0.01 |
13,749 |
202,345 |
+202,345 |
Dec08 |
080130 |
92.68 |
92.75 |
92.68 |
92.75 |
+0.02 |
10,302 |
88,116 |
+88,116 |
Mar09 |
080130 |
92.71 |
92.76 |
92.71 |
92.76 |
+0.01 |
2,383 |
54,380 |
+54,380 |
Jun09 |
080130 |
92.73 |
92.76 |
92.73 |
92.76 |
+0.01 |
444 |
45,142 |
+45,142 |
Sep09 |
080130 |
92.73 |
92.76 |
92.73 |
92.76 |
unch |
208 |
35,349 |
+35,349 |
Dec09 |
080130 |
92.73 |
92.76 |
92.72 |
92.76 |
unch |
183 |
8,003 |
+8,003 |
Mar10 |
080130 |
92.76 |
92.76 |
92.76 |
92.76 |
unch |
0 |
706 |
+706 |
Jun10 |
080130 |
92.76 |
92.76 |
92.76 |
92.76 |
unch |
0 |
490 |
+490 |
Total Volume and Open Interest |
67,940 |
1,032,549 |
-479,353 |
10-Year Aus T-Bonds(SFE) |
Mar08 |
080130 |
93.87 |
93.95 |
93.87 |
93.95 |
+0.01 |
41,715 |
516,062 |
-93,441 |
Jun08 |
080130 |
93.95 |
93.95 |
93.95 |
93.95 |
+0.01 |
|
|
|
Total Volume and Open Interest |
41,715 |
516,062 |
-93,441 |
3-Year Aus T-Bonds(SFE) |
Mar08 |
080130 |
93.42 |
93.50 |
93.40 |
93.50 |
+0.02 |
69,160 |
786,596 |
-222,593 |
Jun08 |
080130 |
93.50 |
93.50 |
93.50 |
93.50 |
+0.02 |
|
|
|
Total Volume and Open Interest |
69,160 |
786,596 |
-222,593 |
Gold(CMX) |
Feb08 |
080130 |
922.1 |
923.2 |
916.3 |
920.6 |
-4.5 |
157,692 |
52,170 |
-53,549 |
Apr08 |
080130 |
928.4 |
930.0 |
922.0 |
926.3 |
-4.5 |
104,834 |
287,231 |
+49,296 |
Jun08 |
080130 |
928.7 |
932.0 |
928.7 |
931.1 |
-4.5 |
2,660 |
53,509 |
+1,109 |
Aug08 |
080130 |
936.0 |
936.0 |
935.4 |
935.4 |
-4.4 |
1,055 |
31,384 |
-304 |
Oct08 |
080130 |
939.5 |
939.5 |
939.5 |
939.5 |
-4.3 |
16 |
3,581 |
+7 |
Dec08 |
080130 |
945.0 |
945.0 |
938.0 |
943.4 |
-4.2 |
621 |
27,567 |
-21 |
Feb09 |
080130 |
946.8 |
947.8 |
946.8 |
947.8 |
-4.2 |
232 |
18,636 |
-575 |
Apr09 |
080130 |
952.0 |
952.0 |
952.0 |
952.0 |
-4.1 |
32 |
2,795 |
+20 |
Jun09 |
080130 |
955.5 |
956.8 |
955.5 |
956.8 |
-4.1 |
14 |
10,519 |
-2 |
Aug09 |
080130 |
960.0 |
961.6 |
960.0 |
961.6 |
-4.1 |
5 |
13 |
+3 |
Oct09 |
080130 |
966.5 |
966.5 |
966.5 |
966.5 |
-4.0 |
|
|
|
Dec09 |
080130 |
971.5 |
971.5 |
971.5 |
971.5 |
-4.0 |
75 |
17,005 |
+26 |
Total Volume and Open Interest |
268,331 |
522,141 |
-3,969 |
Silver(CMX) |
Mar08 |
080130 |
1682.0 |
1683.5 |
1668.0 |
1676.0 |
-4.0 |
18,872 |
80,992 |
+226 |
May08 |
080130 |
1684.0 |
1688.0 |
1684.0 |
1685.2 |
-4.1 |
1,136 |
23,714 |
+700 |
Jul08 |
080130 |
1691.0 |
1692.8 |
1691.0 |
1692.8 |
-4.0 |
124 |
24,396 |
+2 |
Sep08 |
080130 |
1699.7 |
1699.7 |
1699.7 |
1699.7 |
-4.1 |
8 |
21,008 |
-1 |
Dec08 |
080130 |
1704.0 |
1709.4 |
1704.0 |
1709.4 |
-4.1 |
282 |
20,161 |
-104 |
Mar09 |
080130 |
1720.1 |
1720.1 |
1720.1 |
1720.1 |
-4.1 |
3 |
926 |
+0 |
May09 |
080130 |
1727.6 |
1727.6 |
1727.6 |
1727.6 |
-4.1 |
4 |
8 |
+0 |
Total Volume and Open Interest |
20,590 |
182,942 |
+620 |
Platinum(NYMEX) |
Apr08 |
080130 |
1682.0 |
1692.0 |
1682.0 |
1687.4 |
-34.5 |
4,231 |
16,295 |
-111 |
Jul08 |
080130 |
1675.7 |
1675.7 |
1675.7 |
1675.7 |
-33.4 |
114 |
0 |
+0 |
Oct08 |
080130 |
1673.4 |
1673.4 |
1673.4 |
1673.4 |
-32.8 |
11 |
81 |
+10 |
Jan09 |
071008 |
1377.0 |
1377.0 |
1377.0 |
1377.0 |
unch |
|
|
|
Total Volume and Open Interest |
1,219 |
14,606 |
|
Palladium(NYMEX) |
Mar08 |
080130 |
393.00 |
393.00 |
388.00 |
390.80 |
-2.50 |
1,317 |
17,354 |
+146 |
Jun08 |
080130 |
394.25 |
394.25 |
394.25 |
394.25 |
-2.35 |
73 |
2,301 |
+58 |
Sep08 |
080130 |
397.45 |
397.45 |
397.45 |
397.45 |
-2.35 |
3 |
320 |
+0 |
Total Volume and Open Interest |
1,395 |
20,676 |
+204 |
Copper(CMX) |
Mar08 |
080130 |
326.00 |
326.50 |
322.00 |
322.65 |
-7.25 |
15,689 |
54,194 |
+1,014 |
May08 |
080130 |
327.50 |
327.70 |
324.50 |
324.60 |
-7.00 |
3,334 |
20,626 |
+771 |
Jul08 |
080130 |
326.20 |
326.20 |
324.30 |
324.30 |
-6.85 |
343 |
4,079 |
+179 |
Sep08 |
080130 |
313.20 |
323.20 |
313.20 |
323.05 |
-6.85 |
78 |
1,770 |
+73 |
Dec08 |
080130 |
320.75 |
320.75 |
320.75 |
320.75 |
-6.75 |
78 |
2,620 |
+47 |
Total Volume and Open Interest |
20,006 |
89,555 |
+1,911 |
Aluminum(CMX) |
Feb08 |
080130 |
116.25 |
116.25 |
116.25 |
116.25 |
+0.25 |
|
|
|
Mar08 |
080130 |
116.25 |
116.25 |
116.25 |
116.25 |
+0.25 |
|
|
|
Apr08 |
080130 |
116.25 |
116.25 |
116.25 |
116.25 |
+0.25 |
|
|
|
May08 |
080130 |
116.25 |
116.25 |
116.25 |
116.25 |
+0.25 |
|
|
|
Jun08 |
080130 |
116.25 |
116.25 |
116.25 |
116.25 |
+0.25 |
|
|
|
Jul08 |
080130 |
116.25 |
116.25 |
116.25 |
116.25 |
+0.25 |
|
|
|
Total Volume and Open Interest |
|
|
|
DJIA Index(CBOT) |
Mar08 |
080130 |
12430 |
12676 |
12360 |
12394 |
-77 |
1,986 |
28,844 |
+1,221 |
Jun08 |
080130 |
12565 |
12680 |
12405 |
12409 |
-80 |
19 |
56 |
+3 |
Sep08 |
080130 |
12412 |
12412 |
12412 |
12412 |
-84 |
0 |
1 |
+0 |
Dec08 |
080130 |
12415 |
12415 |
12415 |
12415 |
-75 |
|
|
|
Total Volume and Open Interest |
2,005 |
28,901 |
+1,224 |
S & P 500(CME) |
Mar08 |
080130 |
1358.00 |
1387.50 |
1348.00 |
1350.60 |
-11.50 |
25,657 |
574,328 |
-934 |
Jun08 |
080130 |
1376.00 |
1388.00 |
1353.50 |
1353.70 |
-11.80 |
292 |
9,634 |
-42 |
Sep08 |
080130 |
1356.20 |
1356.20 |
1356.20 |
1356.20 |
-12.70 |
0 |
327 |
+0 |
Dec08 |
080130 |
1364.50 |
1364.50 |
1357.70 |
1357.70 |
-13.20 |
150 |
4,485 |
+60 |
Total Volume and Open Interest |
26,099 |
588,785 |
-916 |
S & P 500 E-Mini(Globex) |
Mar08 |
080130 |
1361.50 |
1387.50 |
1347.25 |
1350.50 |
-11.50 |
1,581,503 |
2,317,305 |
-97,017 |
Jun08 |
080130 |
1362.00 |
1391.00 |
1350.75 |
1353.75 |
-11.75 |
2,548 |
72,095 |
-164 |
Total Volume and Open Interest |
1,584,051 |
2,389,489 |
-97,181 |
NASDAQ 100(CME) |
Mar08 |
080130 |
1805.00 |
1850.00 |
1803.00 |
1811.50 |
-0.50 |
2,858 |
46,366 |
-79 |
Jun08 |
080130 |
1822.30 |
1822.30 |
1822.30 |
1822.30 |
-0.70 |
1 |
153 |
-1 |
Sep08 |
080130 |
1837.00 |
1837.00 |
1837.00 |
1837.00 |
-1.00 |
|
|
|
Total Volume and Open Interest |
2,859 |
46,519 |
-80 |
NASDAQ 100 E-Mini(Globex) |
Mar08 |
080130 |
1812.50 |
1850.00 |
1796.30 |
1811.50 |
-0.50 |
329,069 |
357,821 |
+1,257 |
Jun08 |
080130 |
1824.50 |
1859.50 |
1808.30 |
1822.30 |
-0.70 |
76 |
5,566 |
-9 |
Total Volume and Open Interest |
329,145 |
363,387 |
+1,248 |
S & P Midcap 400(CME) |
Mar08 |
080130 |
792.00 |
795.25 |
784.00 |
784.60 |
-12.30 |
91 |
6,912 |
+27 |
Jun08 |
080130 |
794.00 |
794.00 |
786.85 |
786.85 |
-12.30 |
|
|
|
Sep08 |
080130 |
791.85 |
791.85 |
791.85 |
791.85 |
-12.30 |
0 |
55 |
+0 |
Total Volume and Open Interest |
91 |
6,969 |
+27 |
Russell 2000(CME) |
Mar08 |
080130 |
701.00 |
717.00 |
692.00 |
692.00 |
-14.70 |
1,796 |
42,534 |
-196 |
Jun08 |
080130 |
692.75 |
692.75 |
692.75 |
692.75 |
-14.70 |
0 |
6 |
+0 |
Sep08 |
080130 |
695.25 |
695.25 |
695.25 |
695.25 |
-14.70 |
0 |
25 |
+0 |
Total Volume and Open Interest |
1,796 |
42,565 |
-196 |
Russell 2000 E-Mini(Globex) |
Mar08 |
080130 |
706.40 |
718.00 |
691.60 |
692.00 |
-14.70 |
195,311 |
611,970 |
-3,503 |
Jun08 |
080130 |
706.00 |
717.70 |
692.00 |
692.80 |
-14.70 |
72 |
239 |
-30 |
Sep08 |
080130 |
695.30 |
695.30 |
695.30 |
695.30 |
-14.70 |
0 |
89 |
+0 |
Total Volume and Open Interest |
195,383 |
612,298 |
-3,533 |
Value Line(KCBT) |
Mar08 |
080130 |
2080.00 |
2080.00 |
2080.00 |
2080.00 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
Nikkei 225(CME) |
Mar08 |
080130 |
13500 |
13545 |
13270 |
13400 |
-15 |
74,243 |
227,430 |
+5,276 |
Jun08 |
080130 |
13280 |
13470 |
13225 |
13280 |
-135 |
39 |
246 |
-3 |
Total Volume and Open Interest |
74,282 |
227,801 |
+5,273 |
Nikkei 225(SGX) |
Mar08 |
080130 |
13500 |
13545 |
13270 |
13400 |
-15 |
74,243 |
227,430 |
+5,276 |
Jun08 |
080130 |
13280 |
13470 |
13225 |
13280 |
-135 |
39 |
246 |
-3 |
Sep08 |
080130 |
13300 |
13300 |
13300 |
13300 |
-135 |
0 |
40 |
+0 |
Total Volume and Open Interest |
74,282 |
227,801 |
+5,273 |
CAC 40(EURONEXT) |
Feb08 |
080130 |
4943.5 |
4943.5 |
4848.0 |
4883.0 |
-70.0 |
136,167 |
532,385 |
+18,477 |
Mar08 |
080130 |
4940.5 |
4943.0 |
4869.5 |
4900.5 |
-70.5 |
1,416 |
59,225 |
+474 |
Apr08 |
080130 |
4937.0 |
4946.0 |
4893.5 |
4915.5 |
-70.5 |
40 |
97 |
+26 |
Total Volume and Open Interest |
137,741 |
593,812 |
+18,770 |
Hang Seng Index(HKFE) |
Jan08 |
080130 |
24555 |
24700 |
24013 |
24065 |
-221 |
13,099 |
2,517 |
-6,335 |
Feb08 |
080130 |
24480 |
24740 |
23511 |
23619 |
-706 |
6,655 |
7,971 |
-1,686 |
Mar08 |
080130 |
24440 |
24650 |
23450 |
23529 |
-731 |
47 |
463 |
-101 |
Total Volume and Open Interest |
19,805 |
11,164 |
-8,522 |
DAX(EUREX) |
Mar08 |
080130 |
6901.0 |
7017.5 |
6861.5 |
6917.0 |
-10.0 |
174,923 |
201,795 |
-8,116 |
Jun08 |
080130 |
6970.0 |
7091.5 |
6938.5 |
6991.5 |
-10.0 |
595 |
19,602 |
-11 |
Sep08 |
080130 |
7051.0 |
7100.0 |
7007.5 |
7060.5 |
-10.0 |
137 |
686 |
-1 |
Total Volume and Open Interest |
175,655 |
222,083 |
-8,128 |
FT-SE 100(EURONEXT) |
Mar08 |
080130 |
5834.00 |
5851.50 |
5787.50 |
5817.50 |
-33.00 |
119,335 |
548,232 |
-4,588 |
Jun08 |
080130 |
5819.50 |
5851.50 |
5819.50 |
5838.00 |
-33.50 |
2,772 |
12,022 |
+2,752 |
Sep08 |
080130 |
5851.00 |
5878.00 |
5851.00 |
5853.00 |
-33.00 |
4 |
2,063 |
+0 |
Total Volume and Open Interest |
122,111 |
564,417 |
-1,836 |
SPI 200(SFE) |
Mar08 |
080130 |
5782.0 |
5831.0 |
5579.0 |
5589.0 |
-132.0 |
33,688 |
285,929 |
-88,507 |
Jun08 |
080130 |
5860.0 |
5860.0 |
5640.0 |
5640.0 |
-131.0 |
174 |
3,711 |
+3,711 |
Sep08 |
080130 |
5646.0 |
5646.0 |
5646.0 |
5646.0 |
-132.0 |
5 |
1,430 |
-126 |
Total Volume and Open Interest |
33,867 |
291,296 |
-89,087 |
GSCI(CME) |
Feb08 |
080130 |
609.10 |
610.50 |
606.70 |
608.60 |
+1.10 |
260 |
21,374 |
+110 |
Mar08 |
080130 |
609.00 |
611.50 |
609.00 |
611.50 |
+2.50 |
0 |
2 |
+0 |
Apr08 |
080130 |
610.00 |
612.00 |
610.00 |
612.00 |
+2.75 |
|
|
|
Total Volume and Open Interest |
260 |
21,376 |
+110 |
RJ/CRB Index(ICE) |
Feb08 |
080130 |
501.00 |
501.00 |
500.00 |
501.00 |
+1.00 |
5 |
262 |
-2 |
Apr08 |
080130 |
504.00 |
505.50 |
503.50 |
505.00 |
+1.00 |
14 |
856 |
+2 |
Jun08 |
080130 |
508.50 |
509.00 |
508.00 |
509.00 |
+1.00 |
2 |
204 |
+0 |
Total Volume and Open Interest |
21 |
1,327 |
+0 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|