 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Tue March 11, 2008 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar08 |
080311 |
1408.00 |
1418.00 |
1390.00 |
1392.50 |
+4.50 |
823 |
1,730 |
-623 |
May08 |
080311 |
1426.00 |
1440.00 |
1403.00 |
1407.75 |
+1.25 |
13,354 |
235,104 |
-5,271 |
Jul08 |
080311 |
1440.00 |
1451.00 |
1420.00 |
1423.50 |
+3.00 |
6,621 |
111,255 |
+3,259 |
Aug08 |
080311 |
1425.00 |
1435.00 |
1406.00 |
1409.00 |
unch |
451 |
10,186 |
+195 |
Sep08 |
080311 |
1385.00 |
1385.00 |
1365.00 |
1367.50 |
+12.00 |
419 |
8,061 |
+334 |
Nov08 |
080311 |
1321.00 |
1335.00 |
1310.00 |
1315.25 |
+15.25 |
7,307 |
138,261 |
-1,887 |
Jan09 |
080311 |
1316.00 |
1344.00 |
1316.00 |
1324.00 |
+16.00 |
168 |
10,452 |
+126 |
Total Volume and Open Interest |
31,197 |
558,233 |
-4,546 |
Soybean Meal(CBOT) |
Mar08 |
080311 |
353.00 |
360.00 |
347.00 |
347.00 |
-6.20 |
844 |
1,767 |
-525 |
May08 |
080311 |
361.50 |
367.00 |
350.00 |
350.80 |
-7.50 |
9,813 |
79,524 |
-6,763 |
Jul08 |
080311 |
365.00 |
370.00 |
353.30 |
353.90 |
-8.10 |
3,956 |
49,514 |
+376 |
Aug08 |
080311 |
360.00 |
366.50 |
351.00 |
351.00 |
-6.50 |
486 |
13,125 |
+267 |
Sep08 |
080311 |
348.00 |
353.00 |
339.50 |
339.50 |
-6.50 |
614 |
9,606 |
-23 |
Oct08 |
080311 |
325.00 |
325.00 |
316.00 |
316.50 |
-5.20 |
1,203 |
11,428 |
+570 |
Dec08 |
080311 |
325.00 |
327.00 |
312.00 |
313.50 |
-4.70 |
5,545 |
51,819 |
+731 |
Jan09 |
080311 |
315.00 |
325.00 |
312.50 |
312.50 |
-4.70 |
285 |
3,035 |
-30 |
Total Volume and Open Interest |
24,581 |
227,787 |
-4,903 |
Soybean Oil(CBOT) |
Mar08 |
080311 |
62.60 |
62.60 |
62.60 |
62.60 |
+1.40 |
148 |
1,753 |
-828 |
May08 |
080311 |
63.00 |
63.72 |
62.60 |
63.19 |
+1.05 |
6,310 |
139,890 |
-3,122 |
Jul08 |
080311 |
63.50 |
64.35 |
63.40 |
63.94 |
+1.04 |
2,981 |
67,066 |
+512 |
Aug08 |
080311 |
63.85 |
64.65 |
63.75 |
64.35 |
+1.15 |
829 |
9,711 |
+320 |
Sep08 |
080311 |
63.70 |
64.80 |
63.70 |
64.57 |
+1.42 |
716 |
8,380 |
+292 |
Oct08 |
080311 |
63.60 |
64.80 |
63.60 |
64.70 |
+1.50 |
772 |
6,812 |
+361 |
Dec08 |
080311 |
63.90 |
65.25 |
63.85 |
65.00 |
+1.30 |
4,146 |
52,837 |
+993 |
Jan09 |
080311 |
64.50 |
65.10 |
63.45 |
64.75 |
+1.00 |
91 |
1,806 |
+30 |
Total Volume and Open Interest |
17,236 |
294,943 |
-625 |
Canola(WCE) |
Mar08 |
080311 |
4.5 |
4.5 |
4.5 |
4.5 |
-625.4 |
0 |
98 |
+0 |
May08 |
080311 |
642.5 |
14.5 |
641.0 |
14.5 |
-625.4 |
10,612 |
77,036 |
-3,698 |
Jul08 |
080311 |
653.4 |
27.3 |
653.4 |
27.3 |
-625.4 |
5,309 |
30,036 |
-457 |
Total Volume and Open Interest |
18,027 |
175,960 |
-4,800 |
Corn(CBOT) |
Mar08 |
080311 |
556.00 |
570.00 |
556.00 |
564.00 |
+8.50 |
939 |
4,360 |
-1,792 |
May08 |
080311 |
570.00 |
579.50 |
559.50 |
572.50 |
+6.75 |
17,367 |
531,588 |
-8,672 |
Jul08 |
080311 |
581.00 |
591.00 |
573.00 |
584.50 |
+6.25 |
4,950 |
277,606 |
+2,835 |
Sep08 |
080311 |
574.00 |
590.50 |
574.00 |
586.50 |
+7.50 |
1,114 |
60,695 |
+410 |
Dec08 |
080311 |
582.50 |
590.00 |
573.50 |
585.50 |
+6.50 |
7,221 |
409,234 |
+2,498 |
Mar09 |
080311 |
586.00 |
596.50 |
584.50 |
593.00 |
+6.25 |
559 |
39,025 |
+955 |
Total Volume and Open Interest |
32,876 |
1,436,477 |
-2,475 |
Wheat(CBOT) |
Mar08 |
080311 |
1295.00 |
1295.00 |
1240.00 |
1240.00 |
+100.00 |
13 |
560 |
-157 |
May08 |
080311 |
1180.00 |
1223.00 |
1170.00 |
1223.00 |
+60.00 |
2,625 |
164,817 |
+1,158 |
Jul08 |
080311 |
1132.00 |
1181.75 |
1125.00 |
1181.75 |
+60.00 |
4,059 |
124,010 |
+2,268 |
Sep08 |
080311 |
1137.00 |
1198.50 |
1137.00 |
1190.00 |
+51.50 |
39 |
26,260 |
+442 |
Dec08 |
080311 |
1145.00 |
1200.00 |
1145.00 |
1197.00 |
+57.00 |
424 |
59,848 |
+962 |
Total Volume and Open Interest |
7,283 |
404,643 |
+4,889 |
Wheat(KCBT) |
Mar08 |
080311 |
1275.00 |
1275.00 |
1250.00 |
1250.00 |
+60.00 |
8 |
78 |
-7 |
May08 |
080311 |
1228.00 |
1261.00 |
1215.00 |
1261.00 |
+60.00 |
5,328 |
45,817 |
-66 |
Jul08 |
080311 |
1175.00 |
1225.00 |
1165.00 |
1220.00 |
+55.00 |
4,676 |
41,802 |
+891 |
Sep08 |
080311 |
1175.00 |
1222.00 |
1167.00 |
1215.00 |
+53.00 |
782 |
8,571 |
-33 |
Dec08 |
080311 |
1187.00 |
1230.00 |
1175.00 |
1216.00 |
+46.00 |
1,483 |
10,626 |
+303 |
Total Volume and Open Interest |
12,502 |
114,989 |
+1,192 |
Wheat(MGE) |
Mar08 |
080311 |
1700.00 |
1700.00 |
1700.00 |
1700.00 |
+100.00 |
2 |
15 |
-2 |
May08 |
080311 |
1360.00 |
1436.50 |
1360.00 |
1436.50 |
+90.00 |
3,203 |
12,924 |
-443 |
Jul08 |
080311 |
1230.00 |
1310.00 |
1230.00 |
1310.00 |
+90.00 |
2,754 |
8,224 |
-548 |
Sep08 |
080311 |
1180.00 |
1260.00 |
1172.00 |
1240.00 |
+70.00 |
2,089 |
14,541 |
+188 |
Dec08 |
080311 |
1185.00 |
1260.00 |
1175.00 |
1240.00 |
+70.00 |
1,811 |
13,080 |
+905 |
Total Volume and Open Interest |
9,944 |
50,226 |
+156 |
Oats(CBOT) |
Mar08 |
080311 |
395.00 |
395.00 |
395.00 |
395.00 |
+13.00 |
27 |
31 |
+0 |
May08 |
080311 |
397.50 |
405.00 |
393.50 |
402.50 |
+11.75 |
441 |
9,522 |
-610 |
Jul08 |
080311 |
408.00 |
414.50 |
405.00 |
413.00 |
+12.00 |
57 |
1,815 |
-10 |
Sep08 |
080311 |
420.50 |
420.50 |
418.00 |
419.50 |
+10.50 |
0 |
328 |
+2 |
Total Volume and Open Interest |
755 |
14,837 |
-524 |
Rough Rice(CBOT) |
Mar08 |
080311 |
18.20 |
18.50 |
18.20 |
18.50 |
+0.75 |
2 |
7 |
-9 |
May08 |
080311 |
18.45 |
18.55 |
18.35 |
18.55 |
+0.50 |
122 |
11,742 |
-96 |
Jul08 |
080311 |
18.83 |
18.83 |
18.83 |
18.83 |
+0.50 |
4 |
1,832 |
+57 |
Sep08 |
080311 |
17.42 |
17.42 |
17.40 |
17.40 |
+0.30 |
30 |
3,368 |
+45 |
Total Volume and Open Interest |
168 |
19,689 |
-26 |
Live Cattle(CME) |
Apr08 |
080311 |
90.135 |
90.550 |
89.850 |
89.900 |
+0.150 |
21,884 |
98,983 |
-7,220 |
Jun08 |
080311 |
91.700 |
92.230 |
91.635 |
91.700 |
+0.200 |
21,747 |
93,127 |
+1,082 |
Aug08 |
080311 |
96.000 |
96.450 |
95.950 |
96.150 |
+0.200 |
9,087 |
39,006 |
+2,368 |
Oct08 |
080311 |
101.300 |
101.750 |
101.250 |
101.580 |
+0.400 |
3,946 |
22,570 |
+620 |
Dec08 |
080311 |
103.100 |
103.750 |
103.100 |
103.600 |
+0.700 |
1,230 |
12,620 |
+31 |
Feb09 |
080311 |
105.200 |
105.950 |
105.200 |
105.830 |
+0.850 |
460 |
7,243 |
+76 |
Total Volume and Open Interest |
58,473 |
276,181 |
-2,988 |
Feeder Cattle(CME) |
Mar08 |
080311 |
100.000 |
100.600 |
99.450 |
99.750 |
-0.450 |
640 |
3,033 |
-280 |
Apr08 |
080311 |
102.900 |
103.700 |
102.250 |
102.350 |
-0.785 |
2,262 |
13,084 |
-267 |
May08 |
080311 |
106.000 |
106.800 |
105.300 |
105.785 |
-0.365 |
2,703 |
13,226 |
+738 |
Aug08 |
080311 |
110.100 |
110.700 |
109.400 |
109.700 |
-0.650 |
569 |
6,986 |
+64 |
Sep08 |
080311 |
111.000 |
111.300 |
110.350 |
110.535 |
-0.765 |
80 |
918 |
-4 |
Oct08 |
080311 |
111.200 |
111.500 |
110.300 |
110.800 |
-0.530 |
36 |
605 |
-4 |
Nov08 |
080311 |
111.500 |
111.500 |
110.400 |
110.580 |
-0.770 |
11 |
457 |
+9 |
Total Volume and Open Interest |
6,314 |
38,637 |
+263 |
Lean Hogs(CME) |
Apr08 |
080311 |
57.700 |
58.900 |
57.700 |
58.300 |
+0.565 |
17,922 |
73,670 |
-6,893 |
May08 |
080311 |
68.200 |
68.850 |
68.000 |
68.700 |
+0.300 |
145 |
3,170 |
+55 |
Jun08 |
080311 |
73.850 |
74.900 |
73.850 |
74.750 |
+0.850 |
18,638 |
52,470 |
+2,685 |
Jul08 |
080311 |
77.750 |
78.750 |
77.750 |
78.580 |
+0.605 |
3,824 |
23,546 |
+1,395 |
Aug08 |
080311 |
79.000 |
79.500 |
78.900 |
79.450 |
unch |
3,846 |
17,737 |
+883 |
Oct08 |
080311 |
74.500 |
74.700 |
74.300 |
74.450 |
+0.065 |
1,699 |
16,522 |
+553 |
Dec08 |
080311 |
75.850 |
75.850 |
75.500 |
75.725 |
+0.090 |
697 |
20,555 |
+51 |
Feb09 |
080311 |
78.800 |
79.400 |
78.800 |
79.150 |
+0.350 |
400 |
9,112 |
+68 |
Total Volume and Open Interest |
47,191 |
217,217 |
-1,195 |
Pork Bellies(CME) |
Mar08 |
080311 |
75.500 |
79.700 |
75.500 |
79.700 |
+1.200 |
23 |
88 |
-18 |
May08 |
080311 |
80.000 |
82.100 |
79.600 |
81.900 |
+0.850 |
363 |
1,106 |
+15 |
Jul08 |
080311 |
82.350 |
83.300 |
82.350 |
82.800 |
+0.200 |
71 |
324 |
+16 |
Aug08 |
080311 |
82.000 |
83.150 |
82.000 |
83.150 |
+0.850 |
58 |
166 |
+48 |
Feb09 |
080311 |
96.000 |
96.000 |
96.000 |
96.000 |
-2.500 |
|
|
|
Total Volume and Open Interest |
515 |
1,684 |
+61 |
Class III Milk(CME) |
Mar08 |
080311 |
18.00 |
18.03 |
17.99 |
17.99 |
-0.07 |
284 |
4,282 |
-23 |
Apr08 |
080311 |
16.98 |
16.98 |
16.98 |
16.98 |
-0.17 |
155 |
4,258 |
+41 |
May08 |
080311 |
16.96 |
16.97 |
16.96 |
16.97 |
-0.23 |
145 |
3,470 |
+30 |
Jun08 |
080311 |
17.05 |
17.05 |
17.03 |
17.03 |
-0.18 |
45 |
2,821 |
+13 |
Jul08 |
080311 |
17.22 |
17.22 |
17.22 |
17.22 |
-0.02 |
7 |
2,193 |
+3 |
Total Volume and Open Interest |
839 |
29,587 |
+90 |
Cocoa(ICE) |
Mar08 |
080311 |
2732 |
2766 |
2732 |
2766 |
+68 |
12 |
50 |
-12 |
May08 |
080311 |
2702 |
2796 |
2702 |
2785 |
+64 |
9,135 |
93,024 |
-1,801 |
Jul08 |
080311 |
2748 |
2808 |
2738 |
2803 |
+73 |
1,007 |
30,372 |
-183 |
Sep08 |
080311 |
2782 |
2810 |
2753 |
2800 |
+67 |
847 |
15,648 |
+540 |
Dec08 |
080311 |
2769 |
2789 |
2730 |
2776 |
+65 |
350 |
22,777 |
-72 |
Mar09 |
080311 |
2751 |
2755 |
2715 |
2750 |
+54 |
77 |
7,279 |
-457 |
May09 |
080311 |
2752 |
2760 |
2752 |
2756 |
+59 |
7 |
2,412 |
-6 |
Total Volume and Open Interest |
11,435 |
173,556 |
-1,991 |
Coffee "C"(ICE) |
Mar08 |
080311 |
149.15 |
151.50 |
148.75 |
150.15 |
+1.05 |
19 |
220 |
-80 |
May08 |
080311 |
150.60 |
154.15 |
149.30 |
153.20 |
+1.90 |
12,912 |
116,533 |
-4,607 |
Jul08 |
080311 |
152.95 |
156.30 |
151.90 |
155.40 |
+2.40 |
1,368 |
29,166 |
-383 |
Sep08 |
080311 |
156.15 |
158.00 |
153.95 |
157.50 |
+1.90 |
362 |
15,323 |
+201 |
Dec08 |
080311 |
158.25 |
160.50 |
157.30 |
160.10 |
+1.85 |
267 |
15,196 |
+52 |
Mar09 |
080311 |
163.00 |
163.35 |
160.00 |
163.35 |
+1.85 |
173 |
7,319 |
-55 |
Total Volume and Open Interest |
15,124 |
189,061 |
-4,875 |
Orange Juice(ICE) |
Mar08 |
080310 |
124.50 |
126.00 |
123.25 |
123.25 |
-1.10 |
3 |
3 |
-5 |
May08 |
080311 |
124.80 |
127.40 |
123.90 |
125.80 |
+0.10 |
837 |
22,099 |
-64 |
Jul08 |
080311 |
127.75 |
130.00 |
127.45 |
128.55 |
-0.05 |
242 |
4,598 |
+128 |
Sep08 |
080311 |
132.80 |
132.80 |
131.50 |
131.50 |
+0.10 |
44 |
1,673 |
+10 |
Nov08 |
080311 |
135.00 |
135.00 |
134.00 |
134.00 |
+0.65 |
8 |
849 |
+2 |
Jan09 |
080311 |
136.15 |
136.15 |
136.15 |
136.15 |
+0.50 |
14 |
976 |
-5 |
Total Volume and Open Interest |
1,149 |
30,328 |
+71 |
Sugar #11(ICE) |
May08 |
080311 |
13.10 |
13.64 |
13.06 |
13.48 |
+0.34 |
48,949 |
401,573 |
-6,297 |
Jul08 |
080311 |
13.40 |
13.89 |
13.37 |
13.75 |
+0.31 |
24,107 |
211,426 |
+709 |
Oct08 |
080311 |
13.78 |
14.18 |
13.70 |
14.05 |
+0.22 |
13,460 |
155,256 |
-2,747 |
Mar09 |
080311 |
14.19 |
14.59 |
14.14 |
14.49 |
+0.16 |
3,966 |
82,428 |
+1,365 |
May09 |
080311 |
14.14 |
14.51 |
14.12 |
14.44 |
+0.18 |
5,634 |
55,366 |
+406 |
Total Volume and Open Interest |
99,126 |
989,361 |
-6,983 |
Sugar #14(ICE) |
May08 |
080311 |
20.77 |
20.80 |
20.75 |
20.78 |
-0.04 |
96 |
3,064 |
-44 |
Jul08 |
080311 |
20.73 |
20.75 |
20.73 |
20.75 |
-0.03 |
56 |
1,935 |
-41 |
Sep08 |
080311 |
20.78 |
20.78 |
20.78 |
20.78 |
-0.02 |
0 |
1,476 |
+0 |
Nov08 |
080311 |
21.13 |
21.13 |
21.13 |
21.13 |
-0.12 |
0 |
813 |
+0 |
Jan09 |
080311 |
21.02 |
21.02 |
21.02 |
21.02 |
-0.01 |
0 |
340 |
+0 |
Total Volume and Open Interest |
152 |
8,127 |
-85 |
London Cocoa(LCE) |
Mar08 |
080311 |
1355 |
1381 |
1355 |
1377 |
+22 |
22,218 |
11,882 |
-20,637 |
May08 |
080311 |
1402 |
1434 |
1396 |
1432 |
+35 |
18,261 |
52,279 |
+5,017 |
Jul08 |
080311 |
1439 |
1471 |
1432 |
1470 |
+35 |
3,419 |
64,550 |
+1,537 |
Sep08 |
080311 |
1414 |
1435 |
1414 |
1434 |
+38 |
6,803 |
38,482 |
+6,501 |
Dec08 |
080311 |
1402 |
1434 |
1402 |
1434 |
+36 |
2,584 |
42,328 |
+260 |
Mar09 |
080311 |
1399 |
1415 |
1395 |
1414 |
+37 |
13 |
17,989 |
+34 |
May09 |
080311 |
1406 |
1421 |
1402 |
1421 |
+38 |
0 |
2,619 |
+0 |
Total Volume and Open Interest |
53,298 |
231,603 |
-7,288 |
London Coffee(LCE) |
Mar08 |
080311 |
2523.00 |
2550.00 |
2523.00 |
2549.00 |
+44.00 |
222 |
2,347 |
-145 |
May08 |
080311 |
2525.00 |
2572.00 |
2518.00 |
2560.00 |
+44.00 |
10,691 |
90,688 |
+355 |
Jul08 |
080311 |
2550.00 |
2580.00 |
2530.00 |
2568.00 |
+41.00 |
2,960 |
46,159 |
+1,199 |
Sep08 |
080311 |
2542.00 |
2575.00 |
2541.00 |
2565.00 |
+38.00 |
687 |
20,176 |
-274 |
Nov08 |
080311 |
2520.00 |
2530.00 |
2520.00 |
2527.00 |
+36.00 |
4 |
4,395 |
+0 |
Jan09 |
080311 |
2465.00 |
2473.00 |
2465.00 |
2473.00 |
+26.00 |
0 |
5,073 |
+0 |
Total Volume and Open Interest |
14,564 |
168,838 |
+1,135 |
London Sugar(LCE) |
May08 |
080311 |
347.90 |
361.20 |
347.90 |
356.20 |
+9.00 |
5,631 |
29,482 |
-399 |
Aug08 |
080311 |
359.90 |
373.20 |
359.90 |
367.10 |
+7.90 |
1,318 |
10,747 |
+434 |
Oct08 |
080311 |
368.30 |
380.20 |
368.30 |
374.00 |
+6.30 |
240 |
8,590 |
-39 |
Dec08 |
080311 |
372.30 |
380.90 |
372.30 |
379.70 |
+7.00 |
159 |
3,337 |
+89 |
Mar09 |
080311 |
377.30 |
389.60 |
377.30 |
386.70 |
+7.50 |
62 |
5,430 |
-2 |
Total Volume and Open Interest |
7,430 |
62,713 |
+73 |
Cotton(ICE) |
May08 |
080311 |
76.85 |
81.28 |
76.51 |
81.28 |
+4.00 |
13,023 |
141,060 |
-2,678 |
Jul08 |
080311 |
79.11 |
83.11 |
79.11 |
83.11 |
+4.00 |
6,297 |
51,521 |
+865 |
Oct08 |
080311 |
85.02 |
86.23 |
84.20 |
86.23 |
+4.00 |
392 |
2,139 |
+148 |
Dec08 |
080311 |
84.50 |
88.24 |
84.34 |
88.24 |
+3.79 |
12,405 |
86,883 |
+2,137 |
Mar09 |
080311 |
86.59 |
90.65 |
86.59 |
90.65 |
+4.00 |
567 |
7,041 |
-109 |
May09 |
080311 |
87.09 |
91.37 |
87.09 |
91.37 |
+3.69 |
13 |
467 |
-4 |
Total Volume and Open Interest |
32,981 |
294,010 |
+505 |
Lumber(CME) |
Mar08 |
080311 |
195.0 |
195.0 |
188.1 |
188.1 |
-6.7 |
784 |
625 |
-368 |
May08 |
080311 |
227.9 |
228.4 |
225.3 |
226.0 |
-2.7 |
1,335 |
9,057 |
+71 |
Jul08 |
080311 |
249.8 |
249.8 |
247.2 |
248.8 |
-1.4 |
145 |
2,105 |
-18 |
Sep08 |
080311 |
260.8 |
263.8 |
259.5 |
263.5 |
-0.5 |
42 |
972 |
+37 |
Total Volume and Open Interest |
2,340 |
13,175 |
-263 |
Crude Oil(NYM) |
Apr08 |
080311 |
108.25 |
109.05 |
106.70 |
108.75 |
+0.85 |
340,551 |
267,005 |
-13,971 |
May08 |
080311 |
107.20 |
107.52 |
105.50 |
107.52 |
+0.78 |
175,298 |
271,066 |
+32,180 |
Jun08 |
080311 |
105.51 |
106.22 |
105.15 |
106.22 |
+0.71 |
83,127 |
141,985 |
+1,933 |
Jul08 |
080311 |
104.30 |
105.08 |
104.30 |
105.08 |
+0.67 |
26,388 |
51,769 |
+2,757 |
Aug08 |
080311 |
104.14 |
104.14 |
104.14 |
104.14 |
+0.67 |
11,124 |
31,415 |
+819 |
Sep08 |
080311 |
103.41 |
103.41 |
103.41 |
103.41 |
+0.73 |
9,784 |
49,231 |
+71 |
Oct08 |
080311 |
102.86 |
102.86 |
102.86 |
102.86 |
+0.80 |
5,173 |
33,967 |
-167 |
Nov08 |
080311 |
102.37 |
102.37 |
102.37 |
102.37 |
+0.84 |
3,490 |
21,939 |
+312 |
Dec08 |
080311 |
101.90 |
101.90 |
101.90 |
101.90 |
+0.87 |
36,832 |
203,862 |
-9,407 |
Jan09 |
080311 |
100.70 |
101.41 |
100.70 |
101.41 |
+0.89 |
490 |
25,065 |
-124 |
Feb09 |
080311 |
100.95 |
100.95 |
100.95 |
100.95 |
+0.91 |
5 |
13,356 |
+3 |
Mar09 |
080311 |
100.00 |
100.50 |
100.00 |
100.50 |
+0.92 |
86 |
10,908 |
-25 |
Apr09 |
080311 |
99.05 |
100.11 |
98.90 |
100.11 |
+0.94 |
876 |
8,250 |
+330 |
May09 |
080311 |
98.65 |
99.73 |
98.65 |
99.73 |
+0.96 |
9 |
13,732 |
+0 |
Jun09 |
080311 |
99.39 |
99.39 |
99.39 |
99.39 |
+0.97 |
2,316 |
31,458 |
+126 |
Jul09 |
080311 |
99.09 |
99.09 |
99.09 |
99.09 |
+0.99 |
400 |
6,262 |
+0 |
Total Volume and Open Interest |
725,022 |
1,479,465 |
+12,890 |
Heating Oil(NYM) |
Apr08 |
080311 |
297.70 |
299.57 |
296.80 |
299.57 |
+2.23 |
34,890 |
63,231 |
-7,257 |
May08 |
080311 |
285.80 |
293.22 |
285.80 |
293.22 |
+2.53 |
20,105 |
58,414 |
+5,470 |
Jun08 |
080311 |
289.22 |
289.22 |
289.22 |
289.22 |
+2.53 |
13,369 |
35,249 |
-171 |
Jul08 |
080311 |
287.77 |
287.77 |
287.77 |
287.77 |
+2.53 |
4,127 |
12,287 |
+127 |
Aug08 |
080311 |
287.77 |
287.77 |
287.77 |
287.77 |
+2.78 |
2,174 |
6,833 |
+469 |
Sep08 |
080311 |
285.38 |
288.17 |
281.48 |
288.17 |
+3.08 |
2,409 |
10,047 |
+551 |
Oct08 |
080311 |
288.92 |
288.92 |
288.92 |
288.92 |
+3.18 |
137 |
2,202 |
+11 |
Nov08 |
080311 |
289.92 |
289.92 |
289.92 |
289.92 |
+3.28 |
307 |
3,659 |
+18 |
Dec08 |
080311 |
290.67 |
290.67 |
290.67 |
290.67 |
+3.33 |
5,292 |
20,949 |
-895 |
Jan09 |
080311 |
286.00 |
290.77 |
286.00 |
290.77 |
+3.33 |
279 |
5,663 |
+193 |
Feb09 |
080311 |
288.97 |
288.97 |
288.97 |
288.97 |
+3.33 |
16 |
1,165 |
-10 |
Mar09 |
080311 |
285.27 |
285.27 |
285.27 |
285.27 |
+3.33 |
14 |
1,250 |
+1 |
Total Volume and Open Interest |
83,385 |
232,611 |
-1,363 |
Gasoline(NYMEX) |
Apr08 |
080311 |
271.20 |
274.35 |
266.66 |
272.61 |
+1.12 |
48,943 |
65,301 |
-4,489 |
May08 |
080311 |
273.00 |
276.20 |
268.55 |
274.16 |
+0.68 |
32,676 |
54,119 |
+1,429 |
Jun08 |
080311 |
273.40 |
276.57 |
268.90 |
274.39 |
+0.56 |
17,316 |
35,494 |
-1,008 |
Jul08 |
080311 |
274.01 |
275.06 |
268.85 |
273.49 |
+0.51 |
6,973 |
16,667 |
-59 |
Aug08 |
080311 |
270.10 |
272.00 |
266.85 |
271.54 |
+0.46 |
2,204 |
10,150 |
-131 |
Sep08 |
080311 |
268.89 |
269.95 |
264.07 |
268.64 |
+0.46 |
2,580 |
13,511 |
-292 |
Oct08 |
080311 |
255.38 |
256.04 |
253.27 |
256.04 |
+0.66 |
1,199 |
7,921 |
+260 |
Nov08 |
080311 |
250.16 |
252.59 |
250.16 |
252.59 |
+0.66 |
1,140 |
3,366 |
-77 |
Dec08 |
080311 |
248.15 |
251.14 |
247.00 |
251.14 |
+0.66 |
1,367 |
10,526 |
+154 |
Jan09 |
080311 |
250.25 |
251.99 |
250.25 |
251.99 |
+0.66 |
177 |
3,657 |
+0 |
Total Volume and Open Interest |
114,890 |
234,360 |
-4,092 |
e-MiNY RBOB Gasoline(NYMEX) |
Apr08 |
080311 |
272.61 |
272.61 |
272.61 |
272.61 |
+1.12 |
2 |
23 |
-1 |
May08 |
080311 |
272.60 |
274.16 |
272.60 |
274.16 |
+0.68 |
0 |
4 |
+0 |
Jun08 |
080311 |
274.39 |
274.39 |
274.39 |
274.39 |
+0.56 |
0 |
3 |
+0 |
Jul08 |
080311 |
273.49 |
273.49 |
273.49 |
273.49 |
+0.51 |
|
|
|
Total Volume and Open Interest |
2 |
30 |
-1 |
Natural Gas(NYM) |
Apr08 |
080311 |
9.905 |
10.060 |
9.880 |
10.000 |
-0.024 |
78,128 |
125,619 |
-8,243 |
May08 |
080311 |
9.955 |
10.115 |
9.955 |
10.064 |
-0.011 |
28,052 |
119,069 |
+4,786 |
Jun08 |
080311 |
10.025 |
10.180 |
10.025 |
10.134 |
-0.002 |
6,699 |
42,604 |
+1,243 |
Jul08 |
080311 |
10.100 |
10.305 |
10.100 |
10.222 |
+0.008 |
3,811 |
36,144 |
+890 |
Aug08 |
080311 |
10.155 |
10.360 |
10.155 |
10.281 |
+0.011 |
3,111 |
27,160 |
+111 |
Sep08 |
080311 |
10.140 |
10.281 |
10.140 |
10.281 |
+0.013 |
1,323 |
21,159 |
+255 |
Oct08 |
080311 |
10.215 |
10.420 |
10.215 |
10.334 |
+0.014 |
4,540 |
62,460 |
+523 |
Nov08 |
080311 |
10.510 |
10.554 |
10.510 |
10.554 |
+0.019 |
2,672 |
30,400 |
+1,430 |
Dec08 |
080311 |
10.874 |
10.874 |
10.874 |
10.874 |
+0.034 |
1,576 |
36,006 |
+184 |
Jan09 |
080311 |
11.084 |
11.084 |
11.084 |
11.084 |
+0.039 |
3,916 |
56,238 |
+941 |
Feb09 |
080311 |
10.920 |
11.029 |
10.920 |
11.029 |
+0.039 |
806 |
12,675 |
+231 |
Mar09 |
080311 |
10.840 |
10.840 |
10.754 |
10.754 |
+0.044 |
1,751 |
44,560 |
+368 |
Apr09 |
080311 |
8.900 |
9.044 |
8.900 |
9.044 |
+0.054 |
2,018 |
35,738 |
-279 |
May09 |
080311 |
8.884 |
8.884 |
8.884 |
8.884 |
+0.044 |
307 |
28,841 |
-112 |
Jun09 |
080311 |
8.927 |
8.927 |
8.927 |
8.927 |
+0.045 |
183 |
14,579 |
+110 |
Jul09 |
080311 |
9.020 |
9.020 |
8.982 |
8.982 |
+0.048 |
110 |
10,089 |
+73 |
Total Volume and Open Interest |
139,979 |
929,157 |
+2,928 |
Brent Crude Oil(ICE) |
Apr08 |
080311 |
103.96 |
105.82 |
103.30 |
105.25 |
+1.09 |
97,967 |
65,224 |
-16,681 |
May08 |
080311 |
103.12 |
104.97 |
102.44 |
104.33 |
+0.97 |
89,314 |
152,845 |
-11,591 |
Jun08 |
080311 |
102.95 |
104.50 |
102.10 |
103.91 |
+1.00 |
70,657 |
102,804 |
+10,253 |
Jul08 |
080311 |
102.40 |
103.98 |
101.70 |
103.50 |
+1.05 |
16,163 |
31,381 |
-2,515 |
Aug08 |
080311 |
101.92 |
103.55 |
101.30 |
103.08 |
+1.10 |
9,274 |
19,082 |
-2,239 |
Sep08 |
080311 |
101.50 |
103.10 |
100.90 |
102.62 |
+1.12 |
5,946 |
15,848 |
+277 |
Oct08 |
080311 |
101.03 |
102.67 |
100.53 |
102.21 |
+1.15 |
2,259 |
11,906 |
-306 |
Nov08 |
080311 |
100.73 |
102.23 |
100.15 |
101.80 |
+1.14 |
2,696 |
8,792 |
+110 |
Dec08 |
080311 |
100.36 |
101.80 |
99.76 |
101.39 |
+1.10 |
25,525 |
54,969 |
-4,619 |
Jan09 |
080311 |
100.00 |
101.07 |
100.00 |
101.07 |
+1.09 |
1,567 |
12,202 |
-77 |
Feb09 |
080311 |
99.85 |
100.73 |
99.85 |
100.73 |
+1.06 |
0 |
5,918 |
-40 |
Mar09 |
080311 |
100.43 |
100.43 |
100.43 |
100.43 |
+1.05 |
0 |
4,938 |
-75 |
Apr09 |
080311 |
100.13 |
100.13 |
100.13 |
100.13 |
+1.08 |
0 |
5,693 |
-50 |
May09 |
080311 |
99.86 |
99.86 |
99.86 |
99.86 |
+1.14 |
0 |
1,710 |
+75 |
Total Volume and Open Interest |
328,831 |
600,042 |
-27,873 |
Gas Oil(ICE) |
Mar08 |
080310 |
962.75 |
978.50 |
958.00 |
977.00 |
+4.50 |
32,859 |
33,073 |
-3,630 |
Apr08 |
080311 |
945.00 |
955.00 |
932.00 |
950.25 |
+2.75 |
40,346 |
81,124 |
+3,200 |
May08 |
080311 |
924.75 |
935.50 |
913.25 |
932.00 |
+4.00 |
22,590 |
45,162 |
+2,962 |
Jun08 |
080311 |
914.75 |
922.00 |
900.50 |
919.25 |
+5.00 |
10,819 |
27,200 |
+1,299 |
Jul08 |
080311 |
904.75 |
913.00 |
893.50 |
912.25 |
+5.75 |
3,948 |
12,193 |
+475 |
Aug08 |
080311 |
898.00 |
909.00 |
898.00 |
908.75 |
+6.25 |
1,947 |
8,360 |
+475 |
Sep08 |
080311 |
897.75 |
908.25 |
897.75 |
907.25 |
+6.50 |
1,439 |
7,538 |
+400 |
Oct08 |
080311 |
895.50 |
906.25 |
895.50 |
904.75 |
+6.00 |
807 |
5,847 |
+218 |
Nov08 |
080311 |
893.00 |
904.25 |
893.00 |
902.50 |
+6.00 |
913 |
6,188 |
+184 |
Dec08 |
080311 |
890.75 |
902.25 |
884.75 |
900.25 |
+6.00 |
4,048 |
25,035 |
+630 |
Total Volume and Open Interest |
108,787 |
283,080 |
+11,169 |
US Dollar Index(ICE) |
Mar08 |
080311 |
73.000 |
73.410 |
72.485 |
73.295 |
+0.275 |
12,786 |
37,372 |
+1,437 |
Jun08 |
080311 |
73.395 |
73.835 |
72.950 |
73.710 |
+0.285 |
13,687 |
13,219 |
-904 |
Sep08 |
080311 |
74.080 |
74.080 |
74.080 |
74.080 |
+0.250 |
2,063 |
2,554 |
+2,001 |
Total Volume and Open Interest |
28,536 |
53,156 |
+2,534 |
Australian Dollar(CME) |
Mar08 |
080311 |
92.31 |
92.53 |
92.31 |
92.50 |
+0.79 |
68,605 |
64,866 |
-15,167 |
Jun08 |
080311 |
91.18 |
91.33 |
91.18 |
91.33 |
+0.81 |
21,605 |
23,395 |
+14,266 |
Sep08 |
080311 |
90.10 |
90.10 |
90.10 |
90.10 |
+0.81 |
0 |
215 |
+1 |
Total Volume and Open Interest |
90,210 |
88,678 |
-898 |
British Pound(CME) |
Mar08 |
080311 |
201.54 |
201.54 |
200.21 |
200.21 |
-0.64 |
96,507 |
82,766 |
-11,626 |
Jun08 |
080311 |
200.08 |
200.10 |
198.47 |
198.80 |
-0.61 |
19,507 |
23,078 |
+14,833 |
Sep08 |
080311 |
197.38 |
197.38 |
197.38 |
197.38 |
-0.61 |
0 |
132 |
+35 |
Total Volume and Open Interest |
116,014 |
106,052 |
+3,242 |
Canadian Dollar(CME) |
Mar08 |
080311 |
100.77 |
100.77 |
100.44 |
100.69 |
+0.45 |
52,348 |
71,314 |
-9,476 |
Jun08 |
080311 |
100.60 |
100.61 |
100.40 |
100.50 |
+0.47 |
27,348 |
34,947 |
+7,874 |
Sep08 |
080311 |
100.35 |
100.35 |
100.35 |
100.35 |
+0.49 |
3,246 |
5,284 |
+3,018 |
Dec08 |
080311 |
100.18 |
100.18 |
100.18 |
100.18 |
+0.48 |
10 |
1,837 |
+28 |
Total Volume and Open Interest |
82,970 |
113,885 |
+1,461 |
Japanese Yen(CME) |
Mar08 |
080311 |
97.95 |
97.95 |
96.68 |
96.75 |
-1.52 |
181,583 |
164,495 |
-38,585 |
Jun08 |
080311 |
98.43 |
98.43 |
97.08 |
97.21 |
-1.50 |
44,583 |
79,367 |
+38,258 |
Sep08 |
080311 |
97.55 |
97.55 |
97.55 |
97.55 |
-1.52 |
0 |
1,441 |
-11 |
Total Volume and Open Interest |
226,166 |
245,391 |
-338 |
Swiss Franc(CME) |
Mar08 |
080311 |
96.76 |
96.81 |
96.76 |
96.77 |
-1.44 |
83,656 |
69,527 |
-5,797 |
Jun08 |
080311 |
98.30 |
98.30 |
96.79 |
96.79 |
-1.42 |
14,657 |
16,228 |
+6,886 |
Sep08 |
080311 |
96.71 |
96.71 |
96.71 |
96.71 |
-1.43 |
450 |
847 |
+349 |
Total Volume and Open Interest |
98,763 |
86,660 |
+1,437 |
EuroFX(CME) |
Mar08 |
080311 |
154.53 |
154.53 |
152.98 |
153.14 |
-0.33 |
283,486 |
197,075 |
-13,869 |
Jun08 |
080311 |
153.86 |
153.94 |
152.19 |
152.49 |
-0.30 |
67,487 |
50,070 |
+22,605 |
Sep08 |
080311 |
151.76 |
151.76 |
151.76 |
151.76 |
-0.30 |
214 |
1,096 |
+239 |
Total Volume and Open Interest |
351,187 |
248,577 |
+8,981 |
Mexican Peso(CME) |
Mar08 |
080311 |
926.0 |
927.2 |
926.0 |
927.2 |
+6.0 |
26,423 |
69,271 |
-19,502 |
Apr08 |
080311 |
924.8 |
924.8 |
924.8 |
924.8 |
+6.0 |
0 |
25 |
+0 |
Total Volume and Open Interest |
41,847 |
130,183 |
-15,839 |
30-Year T-Bonds(CBOT) |
Mar08 |
080311 |
119~25 |
119~25 |
117~28 |
118~08 |
-1~19 |
8,922 |
87,058 |
-7,183 |
Jun08 |
080311 |
118~10 |
118~17 |
116~15 |
116~31 |
-1~18 |
465,708 |
902,602 |
-9,891 |
Sep08 |
080311 |
116~04 |
116~04 |
115~18 |
115~18 |
-1~18 |
16 |
340 |
+12 |
Total Volume and Open Interest |
474,646 |
990,071 |
-17,062 |
10-Year T-Notes(CBOT) |
Mar08 |
080311 |
119~315 |
120~040 |
118~160 |
118~225 |
-1~125 |
34,335 |
171,932 |
-26,693 |
Jun08 |
080311 |
118~040 |
118~240 |
116~210 |
116~285 |
-1~110 |
1,001,500 |
2,040,194 |
+23,972 |
Sep08 |
080311 |
115~095 |
115~095 |
115~095 |
115~095 |
-1~110 |
7 |
611 |
+5 |
Total Volume and Open Interest |
1,035,842 |
2,212,737 |
-2,716 |
5-Year T-Notes(CBOT) |
Mar08 |
080311 |
114~140 |
114~185 |
114~100 |
114~135 |
-1~005 |
18,612 |
0 |
+0 |
Jun08 |
080311 |
114~295 |
114~295 |
113~140 |
113~180 |
-1~000 |
768,840 |
0 |
+0 |
Sep08 |
080311 |
113~080 |
113~080 |
113~080 |
113~080 |
-1~000 |
|
|
|
Total Volume and Open Interest |
787,452 |
4,270 |
+0 |
2 Year T-Notes(CBOT) |
Mar08 |
080311 |
107~044 |
107~057 |
107~044 |
107~057 |
-0~049 |
8,195 |
174,538 |
-14,068 |
Jun08 |
080311 |
107~017 |
107~036 |
107~016 |
107~022 |
-0~050 |
9,527 |
1,061,015 |
-12,086 |
Sep08 |
080311 |
107~022 |
107~022 |
107~022 |
107~022 |
-0~050 |
|
|
|
Total Volume and Open Interest |
17,722 |
1,235,553 |
-26,154 |
Eurodollars(CME) |
Mar08 |
080311 |
97.228 |
97.228 |
97.175 |
97.185 |
-0.075 |
345,668 |
1,717,120 |
-16,265 |
Jun08 |
080311 |
97.670 |
97.670 |
97.555 |
97.560 |
-0.175 |
444,500 |
1,727,165 |
+26,841 |
Sep08 |
080311 |
97.795 |
97.795 |
97.665 |
97.675 |
-0.195 |
619,500 |
1,574,695 |
+16,026 |
Dec08 |
080311 |
97.745 |
97.745 |
97.625 |
97.635 |
-0.180 |
514,500 |
1,452,508 |
-5,107 |
Mar09 |
080311 |
97.650 |
97.650 |
97.510 |
97.535 |
-0.175 |
503,500 |
1,018,030 |
+14,646 |
Jun09 |
080311 |
97.480 |
97.480 |
97.340 |
97.360 |
-0.175 |
319,500 |
809,707 |
+799 |
Sep09 |
080311 |
97.260 |
97.260 |
97.120 |
97.150 |
-0.165 |
259,500 |
798,709 |
-5,996 |
Dec09 |
080311 |
97.005 |
97.010 |
96.875 |
96.905 |
-0.160 |
193,500 |
588,677 |
-11,018 |
Mar10 |
080311 |
96.780 |
96.780 |
96.675 |
96.675 |
-0.155 |
96,500 |
309,350 |
-5,809 |
Jun10 |
080311 |
96.545 |
96.545 |
96.445 |
96.450 |
-0.145 |
50,500 |
227,935 |
+657 |
Sep10 |
080311 |
96.325 |
96.330 |
96.225 |
96.245 |
-0.130 |
38,500 |
189,347 |
-3,810 |
Dec10 |
080311 |
96.125 |
96.125 |
96.025 |
96.050 |
-0.120 |
30,500 |
161,247 |
-3,216 |
Mar11 |
080311 |
95.945 |
95.945 |
95.855 |
95.885 |
-0.110 |
15,500 |
104,219 |
-570 |
Jun11 |
080311 |
95.775 |
95.775 |
95.685 |
95.720 |
-0.105 |
11,500 |
107,229 |
+1,769 |
Sep11 |
080311 |
95.600 |
95.600 |
95.550 |
95.565 |
-0.100 |
10,500 |
69,181 |
+653 |
Dec11 |
080311 |
95.465 |
95.465 |
95.375 |
95.415 |
-0.095 |
1,444 |
78,429 |
+712 |
Mar12 |
080311 |
95.330 |
95.330 |
95.280 |
95.295 |
-0.090 |
449 |
61,397 |
-696 |
Jun12 |
080311 |
95.210 |
95.220 |
95.155 |
95.175 |
-0.085 |
12,500 |
61,203 |
-2,533 |
Total Volume and Open Interest |
3,495,394 |
11,239,177 |
+7,712 |
30 Day Federal Funds(CBOT) |
Mar08 |
080311 |
5.540 |
5.540 |
5.525 |
5.525 |
-0.090 |
12 |
64,868 |
+225 |
Apr08 |
080311 |
5.910 |
5.910 |
5.905 |
5.905 |
-0.130 |
42 |
82,438 |
+9,339 |
May08 |
080311 |
6.185 |
6.185 |
6.185 |
6.185 |
-0.170 |
30 |
69,382 |
+2,603 |
Jun08 |
080311 |
6.210 |
6.210 |
6.210 |
6.210 |
-0.185 |
30 |
33,090 |
+790 |
Jul08 |
080311 |
6.285 |
6.285 |
6.285 |
6.285 |
-0.210 |
100 |
13,509 |
-1,023 |
Aug08 |
080311 |
6.310 |
6.310 |
6.310 |
6.310 |
-0.230 |
0 |
15,461 |
+136 |
Total Volume and Open Interest |
214 |
290,901 |
+12,417 |
30 Day Fed Funds(e-CBOT) |
Mar08 |
080311 |
97.355 |
97.355 |
97.260 |
97.275 |
-0.090 |
9,800 |
0 |
+0 |
Apr08 |
080311 |
97.780 |
97.785 |
97.645 |
97.655 |
-0.130 |
24,939 |
0 |
+0 |
May08 |
080311 |
98.100 |
98.100 |
97.905 |
97.925 |
-0.180 |
11,636 |
0 |
+0 |
Jun08 |
080311 |
98.145 |
98.145 |
97.945 |
97.950 |
-0.195 |
6,830 |
0 |
+0 |
Jul08 |
080311 |
98.245 |
98.245 |
98.005 |
98.010 |
-0.235 |
4,248 |
0 |
+0 |
Aug08 |
080311 |
98.235 |
98.235 |
98.035 |
98.035 |
-0.255 |
1,479 |
0 |
+0 |
Total Volume and Open Interest |
59,968 |
|
|
3-Mth Euro-Yen(CME) |
Mar08 |
080311 |
99.14 |
99.14 |
99.14 |
99.14 |
+0.01 |
1 |
12,763 |
-66 |
Jun08 |
080311 |
99.20 |
99.20 |
99.20 |
99.20 |
-0.01 |
400 |
8,641 |
+398 |
Sep08 |
080311 |
99.32 |
99.32 |
99.32 |
99.32 |
-0.03 |
42 |
5,857 |
+400 |
Dec08 |
080311 |
99.33 |
99.33 |
99.33 |
99.33 |
-0.03 |
40 |
1,933 |
-510 |
Mar09 |
080311 |
99.33 |
99.33 |
99.33 |
99.33 |
unch |
0 |
1,264 |
+0 |
Jun09 |
080311 |
99.28 |
99.28 |
99.28 |
99.28 |
unch |
0 |
156 |
+0 |
Sep09 |
080311 |
99.22 |
99.22 |
99.22 |
99.22 |
unch |
0 |
350 |
+0 |
Dec09 |
080311 |
99.16 |
99.16 |
99.16 |
99.16 |
unch |
|
|
|
Mar10 |
080311 |
99.10 |
99.10 |
99.10 |
99.10 |
-0.02 |
|
|
|
Jun10 |
080311 |
99.05 |
99.05 |
99.05 |
99.05 |
-0.02 |
|
|
|
Total Volume and Open Interest |
483 |
30,964 |
+222 |
3-Mth Euro-Yen(SGX) |
Jun08 |
080311 |
99.21 |
99.21 |
99.21 |
99.21 |
-0.01 |
732 |
20,452 |
-773 |
Sep08 |
080311 |
99.32 |
99.32 |
99.31 |
99.32 |
-0.03 |
2,040 |
19,077 |
+24 |
Dec08 |
080311 |
99.35 |
99.35 |
99.33 |
99.34 |
-0.03 |
382 |
14,095 |
-229 |
Mar09 |
080311 |
99.35 |
99.35 |
99.32 |
99.33 |
-0.02 |
20 |
7,424 |
+0 |
Jun09 |
080311 |
99.28 |
99.28 |
99.28 |
99.28 |
-0.02 |
0 |
1,842 |
+0 |
Sep09 |
080311 |
99.22 |
99.22 |
99.22 |
99.22 |
-0.02 |
0 |
778 |
+0 |
Dec09 |
080311 |
99.16 |
99.16 |
99.16 |
99.16 |
-0.02 |
0 |
360 |
+0 |
Mar10 |
080311 |
99.10 |
99.10 |
99.10 |
99.10 |
-0.02 |
0 |
250 |
+0 |
Total Volume and Open Interest |
3,685 |
122,847 |
-999 |
Japanese Gov't Bonds(SGX) |
Jun08 |
080310 |
139.40 |
139.79 |
139.11 |
139.62 |
+0.32 |
21,090 |
15,611 |
+10,489 |
Sep08 |
080311 |
139.41 |
139.41 |
139.41 |
139.41 |
-0.21 |
|
|
|
Dec08 |
080311 |
139.41 |
139.41 |
139.41 |
139.41 |
-0.21 |
|
|
|
Total Volume and Open Interest |
5,931 |
29,678 |
-5,923 |
Euro-Bund(EUREX) |
Jun08 |
080307 |
117.45 |
117.99 |
117.04 |
117.41 |
+0.15 |
1,460,383 |
1,245,022 |
+363,152 |
Sep08 |
080307 |
117.44 |
117.77 |
117.20 |
117.41 |
+0.15 |
5 |
19 |
+2 |
Dec08 |
080307 |
117.10 |
117.10 |
117.10 |
117.10 |
unch |
|
|
|
Total Volume and Open Interest |
1,552,560 |
1,284,131 |
|
Euro-Bobl(EUREX) |
Jun08 |
080306 |
45.99 |
46.18 |
45.80 |
45.93 |
+0.08 |
586,750 |
833,233 |
+334,752 |
Sep08 |
080311 |
46.51 |
46.51 |
46.51 |
46.51 |
-0.10 |
250 |
0 |
+0 |
Dec08 |
080311 |
46.65 |
46.65 |
46.65 |
46.65 |
-0.60 |
|
|
|
Total Volume and Open Interest |
892,850 |
1,107,935 |
-1,444 |
3-Mth Euribor(EUREX) |
Mar08 |
080307 |
95.520 |
95.535 |
95.440 |
95.455 |
-0.070 |
3,375 |
23,825 |
+1,581 |
Jun08 |
080307 |
95.730 |
95.760 |
95.700 |
95.735 |
+0.020 |
734 |
10,091 |
+352 |
Sep08 |
080307 |
96.090 |
96.120 |
96.090 |
96.100 |
+0.045 |
350 |
5,727 |
+94 |
Total Volume and Open Interest |
5,020 |
48,878 |
+1,972 |
Long Gilt(LIFFE) |
Mar08 |
080311 |
111~19 |
111~19 |
111~11 |
111~12 |
-0~19 |
1,153 |
14,149 |
-192 |
Jun08 |
080311 |
111~23 |
111~28 |
110~32 |
111~08 |
-0~19 |
71,064 |
343,832 |
-1,970 |
Total Volume and Open Interest |
72,217 |
357,981 |
-2,162 |
3-Mth Short Sterling(LIFFE) |
Mar08 |
080311 |
94.24 |
94.24 |
94.24 |
94.24 |
-0.01 |
56,412 |
369,438 |
+943 |
Jun08 |
080311 |
94.60 |
94.60 |
94.60 |
94.60 |
-0.06 |
63,821 |
573,724 |
-12,671 |
Sep08 |
080311 |
94.95 |
94.95 |
94.95 |
94.95 |
-0.11 |
75,282 |
557,247 |
+1,689 |
Dec08 |
080311 |
95.24 |
95.24 |
95.24 |
95.24 |
-0.13 |
62,205 |
549,559 |
+431 |
Mar09 |
080311 |
95.46 |
95.46 |
95.46 |
95.46 |
-0.13 |
45,930 |
369,461 |
+4,936 |
Jun09 |
080311 |
95.55 |
95.55 |
95.55 |
95.55 |
-0.13 |
34,068 |
251,020 |
+3,278 |
Total Volume and Open Interest |
376,468 |
3,173,036 |
+1,121 |
3-Mth Euribor(LIFFE) |
Mar08 |
080311 |
95.390 |
95.440 |
95.375 |
95.405 |
+0.010 |
316,251 |
693,613 |
+16,967 |
Jun08 |
080311 |
95.715 |
95.745 |
95.645 |
95.690 |
-0.035 |
281,387 |
761,638 |
+18,030 |
Sep08 |
080311 |
96.150 |
96.165 |
96.015 |
96.065 |
-0.095 |
280,349 |
596,843 |
-23,786 |
Total Volume and Open Interest |
1,768,546 |
4,133,345 |
+21,705 |
3-Mth Aus T-Bills(SFE) |
Mar08 |
080311 |
91.89 |
91.96 |
91.86 |
91.94 |
+0.03 |
27,148 |
175,367 |
-131,079 |
Jun08 |
080311 |
92.05 |
92.10 |
92.01 |
92.10 |
+0.07 |
46,824 |
376,171 |
+34,200 |
Sep08 |
080311 |
92.18 |
92.22 |
92.14 |
92.22 |
+0.09 |
30,696 |
254,538 |
+26,428 |
Dec08 |
080311 |
92.32 |
92.36 |
92.28 |
92.35 |
+0.10 |
19,600 |
128,113 |
-827 |
Mar09 |
080311 |
92.46 |
92.48 |
92.42 |
92.47 |
+0.09 |
7,420 |
71,866 |
-317 |
Jun09 |
080311 |
92.53 |
92.56 |
92.53 |
92.56 |
+0.07 |
12,717 |
66,102 |
+4,433 |
Sep09 |
080311 |
92.60 |
92.63 |
92.59 |
92.62 |
+0.07 |
2,296 |
47,033 |
-5,466 |
Dec09 |
080311 |
92.66 |
92.66 |
92.62 |
92.65 |
+0.07 |
1,218 |
17,160 |
-1,648 |
Mar10 |
080311 |
92.65 |
92.66 |
92.64 |
92.66 |
+0.08 |
13 |
1,539 |
-16 |
Jun10 |
080311 |
92.64 |
92.67 |
92.64 |
92.67 |
+0.09 |
3 |
495 |
+0 |
Total Volume and Open Interest |
148,060 |
1,139,893 |
-74,229 |
10-Year Aus T-Bonds(SFE) |
Mar08 |
080311 |
93.97 |
93.97 |
93.76 |
93.77 |
-0.14 |
31,976 |
555,840 |
+5,012 |
Jun08 |
080311 |
93.99 |
93.99 |
93.76 |
93.76 |
-0.16 |
7,273 |
15,731 |
+10,164 |
Total Volume and Open Interest |
39,249 |
571,571 |
+15,176 |
3-Year Aus T-Bonds(SFE) |
Mar08 |
080311 |
93.94 |
93.96 |
93.77 |
93.79 |
-0.08 |
125,471 |
1,170,904 |
+28,237 |
Jun08 |
080311 |
93.98 |
93.98 |
93.77 |
93.79 |
-0.10 |
44,159 |
72,491 |
+37,457 |
Total Volume and Open Interest |
169,630 |
1,243,395 |
+65,694 |
Gold(CMX) |
Apr08 |
080311 |
985.0 |
985.9 |
967.0 |
976.0 |
+4.2 |
126,788 |
283,354 |
-5,587 |
Jun08 |
080311 |
990.5 |
990.5 |
980.4 |
980.9 |
+4.3 |
12,831 |
64,582 |
+5,943 |
Aug08 |
080311 |
981.5 |
985.5 |
981.5 |
985.0 |
+4.5 |
1,926 |
34,150 |
+849 |
Oct08 |
080311 |
988.6 |
988.6 |
988.6 |
988.6 |
+4.6 |
306 |
4,909 |
+89 |
Dec08 |
080311 |
996.5 |
996.5 |
992.1 |
992.1 |
+4.8 |
738 |
26,789 |
+115 |
Feb09 |
080311 |
995.7 |
995.7 |
995.7 |
995.7 |
+5.1 |
240 |
19,378 |
+139 |
Apr09 |
080311 |
999.2 |
999.2 |
999.2 |
999.2 |
+5.3 |
609 |
4,431 |
+198 |
Jun09 |
080311 |
1003.1 |
1003.1 |
1003.1 |
1003.1 |
+5.5 |
10 |
10,496 |
+0 |
Aug09 |
080311 |
1007.2 |
1007.2 |
1007.2 |
1007.2 |
+5.7 |
6 |
192 |
+0 |
Oct09 |
080311 |
1011.4 |
1011.4 |
1011.4 |
1011.4 |
+5.9 |
3 |
215 |
+0 |
Dec09 |
080311 |
1014.0 |
1015.8 |
1014.0 |
1015.8 |
+6.2 |
100 |
16,629 |
-58 |
Total Volume and Open Interest |
143,759 |
484,291 |
+1,672 |
Silver(CMX) |
Mar08 |
080311 |
1950.0 |
1967.6 |
1950.0 |
1967.6 |
-2.2 |
383 |
756 |
-51 |
May08 |
080311 |
2031.0 |
2032.0 |
1944.0 |
1976.3 |
-2.2 |
35,763 |
84,371 |
+305 |
Jul08 |
080311 |
1978.0 |
1993.0 |
1973.5 |
1986.0 |
-2.0 |
1,155 |
24,749 |
-62 |
Sep08 |
080311 |
1993.4 |
1993.4 |
1993.4 |
1993.4 |
-1.6 |
164 |
17,377 |
+47 |
Dec08 |
080311 |
2003.0 |
2003.0 |
2003.0 |
2003.0 |
-1.8 |
505 |
20,506 |
-119 |
Mar09 |
080311 |
2011.7 |
2011.7 |
2011.7 |
2011.7 |
-1.2 |
16 |
3,193 |
-24 |
May09 |
080311 |
2019.6 |
2019.6 |
2019.6 |
2019.6 |
-1.2 |
1 |
117 |
+0 |
Total Volume and Open Interest |
38,118 |
163,803 |
+117 |
Platinum(NYMEX) |
Apr08 |
080311 |
2045.0 |
2052.4 |
2045.0 |
2052.4 |
+13.3 |
4,317 |
11,487 |
-304 |
Jul08 |
080311 |
2055.0 |
2055.0 |
2055.0 |
2055.0 |
+14.6 |
309 |
1,967 |
+197 |
Oct08 |
080311 |
2061.5 |
2061.5 |
2061.5 |
2061.5 |
+14.6 |
5 |
125 |
+0 |
Jan09 |
071008 |
1377.0 |
1377.0 |
1377.0 |
1377.0 |
unch |
|
|
|
Total Volume and Open Interest |
1,127 |
15,728 |
|
Palladium(NYMEX) |
Mar08 |
080311 |
496.25 |
496.25 |
496.25 |
496.25 |
+15.30 |
12 |
117 |
-14 |
Jun08 |
080311 |
501.00 |
504.50 |
484.00 |
500.05 |
+15.90 |
3,460 |
18,023 |
-127 |
Sep08 |
080311 |
503.10 |
503.10 |
503.10 |
503.10 |
+15.70 |
22 |
1,010 |
-13 |
Total Volume and Open Interest |
3,537 |
21,079 |
+810 |
Copper(CMX) |
Mar08 |
080311 |
386.00 |
386.00 |
379.75 |
379.90 |
-0.95 |
457 |
3,083 |
-188 |
May08 |
080311 |
387.50 |
388.50 |
377.50 |
378.55 |
-0.95 |
13,539 |
70,059 |
-2,566 |
Jul08 |
080311 |
382.00 |
382.00 |
377.90 |
377.90 |
-0.75 |
2,836 |
13,973 |
+1,349 |
Sep08 |
080311 |
375.25 |
375.25 |
375.20 |
375.20 |
-0.75 |
432 |
3,811 |
-45 |
Dec08 |
080311 |
371.00 |
371.00 |
370.55 |
370.55 |
-0.35 |
811 |
4,861 |
+62 |
Total Volume and Open Interest |
19,158 |
102,767 |
-1,337 |
Aluminum(CMX) |
Mar08 |
080311 |
135.50 |
135.50 |
135.50 |
135.50 |
-4.50 |
|
|
|
Apr08 |
080311 |
135.50 |
135.50 |
135.50 |
135.50 |
-4.50 |
|
|
|
May08 |
080311 |
135.50 |
135.50 |
135.50 |
135.50 |
-4.50 |
|
|
|
Jun08 |
080311 |
135.50 |
135.50 |
135.50 |
135.50 |
-4.50 |
|
|
|
Jul08 |
080311 |
135.50 |
135.50 |
135.50 |
135.50 |
-4.50 |
|
|
|
Aug08 |
080311 |
135.50 |
135.50 |
135.50 |
135.50 |
-4.50 |
|
|
|
Total Volume and Open Interest |
|
|
|
DJIA Index(CBOT) |
Mar08 |
080311 |
11990 |
12190 |
11890 |
12190 |
+411 |
2,804 |
33,456 |
+127 |
Jun08 |
080311 |
11995 |
12193 |
11930 |
12193 |
+411 |
112 |
2,308 |
-148 |
Sep08 |
080311 |
12188 |
12188 |
12188 |
12188 |
+418 |
2 |
3 |
+2 |
Dec08 |
080311 |
11940 |
12178 |
11940 |
12178 |
+416 |
10 |
26 |
+0 |
Total Volume and Open Interest |
2,928 |
35,793 |
-19 |
S & P 500(CME) |
Mar08 |
080311 |
1304.20 |
1324.30 |
1286.50 |
1323.90 |
+48.30 |
71,120 |
396,686 |
-31,382 |
Jun08 |
080311 |
1306.00 |
1326.20 |
1288.50 |
1325.90 |
+48.70 |
41,807 |
189,227 |
+29,582 |
Sep08 |
080311 |
1326.90 |
1326.90 |
1326.90 |
1326.90 |
+49.30 |
0 |
467 |
+0 |
Dec08 |
080311 |
1313.50 |
1327.40 |
1313.50 |
1327.40 |
+50.10 |
2 |
5,540 |
+1 |
Total Volume and Open Interest |
112,937 |
591,936 |
-1,798 |
S & P 500 E-Mini(Globex) |
Mar08 |
080311 |
1276.50 |
1324.00 |
1272.25 |
1324.00 |
+48.50 |
2,381,697 |
2,125,949 |
-54,123 |
Jun08 |
080311 |
1277.75 |
1326.25 |
1274.00 |
1326.00 |
+48.75 |
112,698 |
379,113 |
+57,794 |
Total Volume and Open Interest |
2,494,395 |
2,505,175 |
+3,756 |
NASDAQ 100(CME) |
Mar08 |
080311 |
1702.50 |
1751.00 |
1688.00 |
1750.50 |
+73.70 |
4,897 |
60,093 |
-1,947 |
Jun08 |
080311 |
1709.50 |
1758.00 |
1695.00 |
1758.00 |
+74.20 |
1,633 |
1,543 |
+1,238 |
Sep08 |
080311 |
1768.00 |
1768.00 |
1768.00 |
1768.00 |
+74.20 |
|
|
|
Total Volume and Open Interest |
6,530 |
61,636 |
-709 |
NASDAQ 100 E-Mini(Globex) |
Mar08 |
080311 |
1678.80 |
1753.50 |
1668.80 |
1750.50 |
+73.70 |
378,663 |
447,689 |
+3,305 |
Jun08 |
080311 |
1680.00 |
1760.30 |
1676.50 |
1758.00 |
+74.20 |
11,663 |
15,085 |
+1,510 |
Total Volume and Open Interest |
390,326 |
462,774 |
+4,815 |
S & P Midcap 400(CME) |
Mar08 |
080311 |
762.00 |
772.80 |
753.00 |
772.80 |
+25.30 |
65 |
8,925 |
-12 |
Jun08 |
080311 |
774.80 |
774.80 |
774.80 |
774.80 |
+25.45 |
1 |
8 |
+0 |
Sep08 |
080311 |
780.10 |
780.10 |
780.10 |
780.10 |
+25.45 |
0 |
55 |
+0 |
Total Volume and Open Interest |
66 |
8,990 |
-12 |
Russell 2000(CME) |
Mar08 |
080311 |
666.50 |
675.00 |
653.00 |
674.30 |
+27.20 |
1,641 |
49,098 |
+543 |
Jun08 |
080311 |
645.50 |
674.10 |
645.00 |
674.10 |
+27.40 |
606 |
1,396 |
+611 |
Sep08 |
080311 |
674.80 |
674.80 |
674.80 |
674.80 |
+27.40 |
0 |
26 |
+0 |
Total Volume and Open Interest |
2,247 |
50,520 |
+1,154 |
Russell 2000 E-Mini(Globex) |
Mar08 |
080311 |
647.20 |
675.20 |
644.20 |
674.30 |
+27.20 |
265,793 |
699,424 |
+352 |
Jun08 |
080311 |
646.40 |
674.80 |
644.10 |
674.10 |
+27.40 |
11,794 |
35,620 |
+9,118 |
Sep08 |
080311 |
663.40 |
674.80 |
654.10 |
674.80 |
+27.40 |
0 |
108 |
+0 |
Total Volume and Open Interest |
277,587 |
735,152 |
+9,470 |
Value Line(KCBT) |
Mar08 |
080311 |
2080.00 |
2080.00 |
2080.00 |
2080.00 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
Nikkei 225(CME) |
Mar08 |
080311 |
12400 |
12675 |
12315 |
12615 |
+75 |
97,244 |
261,864 |
+2,796 |
Jun08 |
080311 |
12335 |
12605 |
12250 |
12585 |
+125 |
18,407 |
12,654 |
+5,788 |
Total Volume and Open Interest |
115,661 |
274,569 |
+8,584 |
Nikkei 225(SGX) |
Mar08 |
080311 |
12400 |
12675 |
12315 |
12615 |
+75 |
97,244 |
261,864 |
+2,796 |
Jun08 |
080311 |
12335 |
12605 |
12250 |
12585 |
+125 |
18,407 |
12,654 |
+5,788 |
Sep08 |
080311 |
12600 |
12600 |
12600 |
12600 |
+130 |
0 |
40 |
+0 |
Total Volume and Open Interest |
115,661 |
274,569 |
+8,584 |
CAC 40(EURONEXT) |
Mar08 |
080311 |
4588.5 |
4692.0 |
4571.0 |
4633.5 |
+58.5 |
150,319 |
570,222 |
-5,351 |
Apr08 |
080311 |
4617.0 |
4699.0 |
4585.0 |
4643.5 |
+58.5 |
1,000 |
7,781 |
+58 |
May08 |
080311 |
4547.5 |
4627.5 |
4547.5 |
4594.0 |
+58.5 |
26 |
965 |
+3 |
Total Volume and Open Interest |
151,435 |
581,839 |
-5,251 |
Hang Seng Index(HKFE) |
Mar08 |
080311 |
22501 |
22960 |
22177 |
22885 |
+86 |
6,770 |
11,258 |
-39,999 |
Apr08 |
080311 |
22467 |
22939 |
22175 |
22900 |
+163 |
46 |
17 |
+1 |
Total Volume and Open Interest |
6,820 |
12,089 |
-39,798 |
DAX(EUREX) |
Mar08 |
080311 |
6467.0 |
6648.5 |
6440.5 |
6548.0 |
+94.5 |
201,553 |
211,092 |
-3,242 |
Jun08 |
080311 |
6535.0 |
6721.0 |
6516.0 |
6621.5 |
+95.0 |
4,430 |
31,850 |
+874 |
Sep08 |
080311 |
6620.5 |
6758.5 |
6582.5 |
6686.0 |
+96.0 |
542 |
5,489 |
+147 |
Total Volume and Open Interest |
206,525 |
248,431 |
-2,221 |
FT-SE 100(EURONEXT) |
Mar08 |
080311 |
5649.00 |
5779.00 |
5634.50 |
5689.00 |
+65.50 |
133,049 |
517,921 |
-14,827 |
Jun08 |
080311 |
5664.00 |
5790.00 |
5654.00 |
5704.00 |
+66.00 |
10,658 |
31,382 |
+7,073 |
Sep08 |
080311 |
5703.00 |
5715.00 |
5682.50 |
5715.00 |
+66.50 |
0 |
2,193 |
+0 |
Total Volume and Open Interest |
143,707 |
553,596 |
-7,754 |
SPI 200(SFE) |
Mar08 |
080311 |
5120.0 |
5148.0 |
5087.0 |
5114.0 |
-95.0 |
27,661 |
296,691 |
+3,253 |
Jun08 |
080311 |
5197.0 |
5197.0 |
5144.0 |
5169.0 |
-97.0 |
905 |
6,745 |
+815 |
Sep08 |
080311 |
5173.0 |
5173.0 |
5173.0 |
5173.0 |
-97.0 |
10 |
1,634 |
-4 |
Total Volume and Open Interest |
28,578 |
305,384 |
+4,065 |
GSCI(CME) |
Mar08 |
080311 |
49.44 |
54.24 |
49.44 |
53.24 |
+4.90 |
7,260 |
9,022 |
-6,823 |
Apr08 |
080311 |
47.74 |
55.14 |
44.89 |
51.14 |
+5.00 |
6,994 |
10,307 |
+6,817 |
May08 |
080311 |
48.14 |
48.14 |
48.14 |
48.14 |
+5.00 |
|
|
|
Total Volume and Open Interest |
14,254 |
19,329 |
-6 |
RJ/CRB Index(ICE) |
Apr08 |
080311 |
561.15 |
568.10 |
561.15 |
565.95 |
+6.95 |
31 |
797 |
-5 |
Jun08 |
080311 |
557.00 |
570.50 |
557.00 |
570.50 |
+6.00 |
1 |
411 |
+0 |
Aug08 |
080311 |
570.00 |
576.00 |
570.00 |
576.00 |
+6.00 |
0 |
196 |
+0 |
Total Volume and Open Interest |
32 |
1,409 |
-5 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
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