 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Mon March 17, 2008 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May08 |
080317 |
1335.00 |
1335.00 |
1302.75 |
1302.75 |
-50.00 |
8,313 |
223,800 |
-3,468 |
Jul08 |
080317 |
1340.00 |
1340.00 |
1318.75 |
1318.75 |
-50.00 |
3,880 |
114,007 |
+807 |
Aug08 |
080317 |
1329.00 |
1329.00 |
1311.00 |
1311.00 |
-50.00 |
214 |
9,461 |
-524 |
Sep08 |
080317 |
1285.00 |
1285.00 |
1274.00 |
1274.00 |
-50.00 |
60 |
7,446 |
-495 |
Nov08 |
080317 |
1249.00 |
1249.00 |
1229.00 |
1229.00 |
-50.00 |
2,454 |
136,921 |
+138 |
Jan09 |
080317 |
1245.00 |
1245.00 |
1241.00 |
1241.00 |
-50.00 |
51 |
10,400 |
+93 |
Mar09 |
080317 |
1249.00 |
1249.00 |
1246.00 |
1246.00 |
-50.00 |
186 |
4,558 |
-97 |
Total Volume and Open Interest |
15,468 |
545,574 |
-3,700 |
Soybean Meal(CBOT) |
May08 |
080317 |
340.00 |
340.00 |
323.80 |
323.80 |
-20.00 |
8,469 |
73,524 |
+40 |
Jul08 |
080317 |
338.00 |
339.00 |
329.80 |
329.80 |
-20.00 |
3,710 |
49,403 |
+49 |
Aug08 |
080317 |
335.00 |
336.50 |
327.80 |
327.80 |
-20.00 |
969 |
13,851 |
-93 |
Sep08 |
080317 |
332.00 |
332.50 |
319.50 |
319.50 |
-20.00 |
214 |
10,071 |
+91 |
Oct08 |
080317 |
312.50 |
312.50 |
297.50 |
297.50 |
-20.00 |
205 |
12,024 |
+115 |
Dec08 |
080317 |
309.50 |
309.50 |
294.30 |
294.30 |
-20.00 |
1,266 |
50,703 |
+15 |
Jan09 |
080317 |
311.50 |
311.50 |
295.30 |
295.30 |
-20.00 |
18 |
2,874 |
+14 |
Mar09 |
080317 |
307.00 |
308.00 |
296.50 |
296.50 |
-20.00 |
229 |
2,296 |
+85 |
Total Volume and Open Interest |
15,408 |
220,584 |
-14 |
Soybean Oil(CBOT) |
May08 |
080317 |
58.56 |
58.56 |
58.56 |
58.56 |
-2.00 |
7,944 |
126,849 |
-2,466 |
Jul08 |
080317 |
59.32 |
59.32 |
59.32 |
59.32 |
-2.00 |
2,130 |
67,036 |
+251 |
Aug08 |
080317 |
59.70 |
59.70 |
59.70 |
59.70 |
-2.00 |
326 |
10,028 |
-422 |
Sep08 |
080317 |
59.82 |
59.82 |
59.82 |
59.82 |
-2.00 |
345 |
8,588 |
+134 |
Oct08 |
080317 |
59.77 |
59.85 |
59.77 |
59.77 |
-2.00 |
1,382 |
7,916 |
+729 |
Dec08 |
080317 |
60.35 |
60.35 |
60.35 |
60.35 |
-2.00 |
1,537 |
54,118 |
+237 |
Jan09 |
080317 |
60.50 |
60.50 |
60.50 |
60.50 |
-2.00 |
21 |
1,991 |
+14 |
Mar09 |
080317 |
60.60 |
60.60 |
60.60 |
60.60 |
-2.00 |
135 |
2,779 |
+49 |
Total Volume and Open Interest |
13,943 |
283,912 |
-1,723 |
Canola(WCE) |
Mar08 |
080314 |
631.7 |
631.7 |
631.7 |
631.7 |
+623.9 |
0 |
98 |
+0 |
May08 |
080317 |
627.5 |
630.2 |
594.2 |
596.0 |
-43.2 |
4,690 |
71,746 |
-2,901 |
Jul08 |
080317 |
634.4 |
641.7 |
606.9 |
609.0 |
-42.9 |
1,518 |
28,755 |
-1,286 |
Total Volume and Open Interest |
13,381 |
169,052 |
-3,989 |
Corn(CBOT) |
May08 |
080317 |
550.00 |
550.00 |
539.25 |
539.25 |
-20.00 |
8,266 |
503,135 |
-11,155 |
Jul08 |
080317 |
556.00 |
562.50 |
551.25 |
551.25 |
-20.00 |
3,252 |
289,307 |
+6,203 |
Sep08 |
080317 |
562.00 |
562.00 |
553.25 |
553.25 |
-20.00 |
553 |
63,618 |
+1,412 |
Dec08 |
080317 |
566.00 |
566.00 |
555.00 |
555.00 |
-20.00 |
7,044 |
413,695 |
+2,278 |
Mar09 |
080317 |
569.00 |
569.00 |
563.00 |
563.00 |
-20.00 |
295 |
40,665 |
+413 |
May09 |
080317 |
571.00 |
571.00 |
565.00 |
565.00 |
-20.00 |
6 |
3,863 |
+8 |
Total Volume and Open Interest |
20,408 |
1,425,704 |
-1,168 |
Wheat(CBOT) |
May08 |
080317 |
1180.00 |
1190.00 |
1131.50 |
1131.50 |
-60.00 |
2,178 |
159,268 |
-1,680 |
Jul08 |
080317 |
1164.00 |
1165.00 |
1102.00 |
1102.00 |
-60.00 |
1,615 |
129,310 |
-2,532 |
Sep08 |
080317 |
1180.00 |
1180.00 |
1125.00 |
1125.00 |
-60.00 |
250 |
27,970 |
+38 |
Dec08 |
080317 |
1148.00 |
1157.00 |
1124.50 |
1124.50 |
-60.00 |
1,999 |
63,625 |
+384 |
Mar09 |
080317 |
1134.00 |
1134.00 |
1134.00 |
1134.00 |
-60.00 |
45 |
1,874 |
+60 |
Total Volume and Open Interest |
6,195 |
412,193 |
-3,135 |
Wheat(KCBT) |
May08 |
080317 |
1255.00 |
1255.00 |
1200.00 |
1200.00 |
-60.00 |
6,049 |
43,497 |
-1,257 |
Jul08 |
080317 |
1225.00 |
1225.00 |
1161.50 |
1161.50 |
-60.00 |
3,620 |
41,803 |
-583 |
Sep08 |
080317 |
1185.00 |
1195.00 |
1150.00 |
1150.00 |
-60.00 |
750 |
8,499 |
-4 |
Dec08 |
080317 |
1175.00 |
1186.00 |
1148.75 |
1150.75 |
-58.00 |
1,586 |
11,769 |
+426 |
Mar09 |
080317 |
1155.00 |
1155.00 |
1155.00 |
1155.00 |
-35.00 |
10 |
455 |
+0 |
Total Volume and Open Interest |
12,130 |
114,265 |
-1,421 |
Wheat(MGE) |
Mar08 |
080314 |
1720.00 |
1730.00 |
1720.00 |
1730.00 |
-70.00 |
1 |
6 |
-1 |
May08 |
080317 |
1435.00 |
1435.00 |
1390.00 |
1390.00 |
-59.75 |
1,178 |
11,006 |
-1,064 |
Jul08 |
080317 |
1315.00 |
1315.00 |
1250.00 |
1250.00 |
-60.00 |
596 |
8,351 |
-253 |
Sep08 |
080317 |
1180.00 |
1190.00 |
1150.00 |
1150.00 |
-60.00 |
467 |
15,538 |
-241 |
Dec08 |
080317 |
1174.00 |
1187.00 |
1148.75 |
1148.75 |
-60.00 |
599 |
13,376 |
-55 |
Total Volume and Open Interest |
2,852 |
49,820 |
-1,616 |
Oats(CBOT) |
May08 |
080317 |
388.25 |
388.50 |
372.50 |
372.50 |
-20.00 |
157 |
9,407 |
+47 |
Jul08 |
080317 |
382.00 |
382.00 |
382.00 |
382.00 |
-20.00 |
6 |
1,780 |
+5 |
Sep08 |
080317 |
393.00 |
393.00 |
393.00 |
393.00 |
-20.00 |
0 |
381 |
+2 |
Dec08 |
080317 |
405.00 |
405.00 |
398.00 |
399.00 |
-19.00 |
59 |
3,172 |
+58 |
Total Volume and Open Interest |
232 |
14,774 |
+92 |
Rough Rice(CBOT) |
Mar08 |
080314 |
18.30 |
18.30 |
18.30 |
18.30 |
-0.70 |
0 |
4 |
+0 |
May08 |
080317 |
18.20 |
18.20 |
17.93 |
17.93 |
-0.50 |
98 |
11,708 |
-87 |
Jul08 |
080317 |
18.23 |
18.23 |
18.22 |
18.22 |
-0.48 |
4 |
1,841 |
+52 |
Sep08 |
080317 |
16.65 |
16.65 |
16.22 |
16.30 |
-0.42 |
5 |
3,593 |
+16 |
Total Volume and Open Interest |
138 |
20,108 |
+49 |
Live Cattle(CME) |
Apr08 |
080317 |
90.350 |
90.750 |
89.200 |
89.230 |
-1.270 |
25,840 |
64,473 |
-11,075 |
Jun08 |
080317 |
90.650 |
91.250 |
89.885 |
89.980 |
-0.970 |
23,249 |
122,262 |
+5,012 |
Aug08 |
080317 |
95.000 |
95.350 |
93.850 |
93.930 |
-1.300 |
4,787 |
42,982 |
+809 |
Oct08 |
080317 |
100.600 |
100.950 |
99.100 |
99.385 |
-1.750 |
3,062 |
24,232 |
-64 |
Dec08 |
080317 |
103.050 |
103.300 |
101.150 |
101.400 |
-2.030 |
872 |
13,585 |
+256 |
Feb09 |
080317 |
105.450 |
105.500 |
103.000 |
103.800 |
-1.850 |
399 |
8,428 |
+80 |
Total Volume and Open Interest |
58,328 |
278,911 |
-4,951 |
Feeder Cattle(CME) |
Mar08 |
080317 |
99.250 |
99.300 |
99.100 |
99.100 |
-0.200 |
703 |
2,225 |
-192 |
Apr08 |
080317 |
102.200 |
102.700 |
101.500 |
101.700 |
-0.800 |
2,480 |
9,129 |
-417 |
May08 |
080317 |
104.700 |
105.100 |
103.550 |
103.830 |
-1.305 |
2,882 |
17,475 |
+651 |
Aug08 |
080317 |
108.800 |
109.000 |
107.500 |
107.950 |
-1.200 |
617 |
7,232 |
-27 |
Sep08 |
080317 |
110.100 |
110.100 |
108.500 |
109.100 |
-1.200 |
119 |
1,234 |
+23 |
Oct08 |
080317 |
109.885 |
109.885 |
108.900 |
109.200 |
-1.000 |
52 |
733 |
+11 |
Nov08 |
080317 |
109.700 |
109.800 |
108.900 |
109.000 |
-1.150 |
32 |
447 |
+20 |
Total Volume and Open Interest |
6,902 |
38,876 |
+77 |
Lean Hogs(CME) |
Apr08 |
080317 |
55.250 |
56.800 |
55.250 |
55.930 |
+0.895 |
21,347 |
47,126 |
-4,050 |
May08 |
080317 |
64.800 |
66.400 |
64.800 |
66.350 |
+0.700 |
254 |
3,221 |
-80 |
Jun08 |
080317 |
70.350 |
71.700 |
70.250 |
71.150 |
+1.015 |
20,311 |
72,624 |
+2,262 |
Jul08 |
080317 |
75.000 |
75.350 |
74.200 |
75.150 |
+0.650 |
4,280 |
26,443 |
-10 |
Aug08 |
080317 |
75.200 |
76.200 |
74.900 |
75.100 |
-0.300 |
3,640 |
22,947 |
-298 |
Oct08 |
080317 |
71.200 |
72.300 |
71.100 |
71.500 |
+0.150 |
2,520 |
16,671 |
+54 |
Dec08 |
080317 |
73.600 |
74.900 |
73.400 |
74.350 |
+0.050 |
756 |
21,482 |
+294 |
Feb09 |
080317 |
76.600 |
77.900 |
76.500 |
77.475 |
+0.225 |
602 |
9,499 |
-142 |
Total Volume and Open Interest |
53,869 |
220,593 |
-1,909 |
Pork Bellies(CME) |
Mar08 |
080317 |
79.300 |
79.300 |
78.100 |
78.100 |
-0.650 |
9 |
22 |
-6 |
May08 |
080317 |
79.000 |
80.850 |
79.000 |
79.535 |
-0.545 |
111 |
1,112 |
+34 |
Jul08 |
080317 |
81.300 |
81.500 |
80.550 |
80.550 |
-0.550 |
42 |
396 |
+35 |
Aug08 |
080317 |
81.650 |
83.000 |
81.600 |
81.600 |
-0.150 |
3 |
174 |
+2 |
Feb09 |
080317 |
93.500 |
93.500 |
93.500 |
93.500 |
unch |
|
|
|
Total Volume and Open Interest |
165 |
1,704 |
+65 |
Class III Milk(CME) |
Mar08 |
080317 |
18.00 |
18.00 |
18.00 |
18.00 |
-0.03 |
174 |
3,734 |
-245 |
Apr08 |
080317 |
17.00 |
17.00 |
16.76 |
16.76 |
-0.10 |
221 |
4,212 |
-11 |
May08 |
080317 |
16.95 |
16.95 |
16.90 |
16.90 |
-0.01 |
91 |
3,503 |
-1 |
Jun08 |
080317 |
17.00 |
17.00 |
17.00 |
17.00 |
unch |
61 |
2,814 |
-3 |
Jul08 |
080317 |
17.15 |
17.15 |
17.15 |
17.15 |
-0.03 |
61 |
2,189 |
-6 |
Total Volume and Open Interest |
1,050 |
29,348 |
-120 |
Cocoa(ICE) |
Mar08 |
080317 |
2922 |
2922 |
2922 |
2922 |
unch |
|
|
|
May08 |
080317 |
2904 |
2935 |
2623 |
2689 |
-215 |
9,895 |
89,657 |
-1,944 |
Jul08 |
080317 |
2920 |
2947 |
2635 |
2698 |
-216 |
2,895 |
32,746 |
+585 |
Sep08 |
080317 |
2936 |
2936 |
2637 |
2689 |
-209 |
520 |
17,092 |
+230 |
Dec08 |
080317 |
2830 |
2830 |
2600 |
2675 |
-156 |
223 |
22,999 |
+122 |
Mar09 |
080317 |
2850 |
2850 |
2582 |
2695 |
-158 |
63 |
7,530 |
-13 |
May09 |
080317 |
2831 |
2831 |
2584 |
2660 |
-193 |
55 |
2,375 |
-52 |
Total Volume and Open Interest |
14,154 |
176,052 |
-617 |
Coffee "C"(ICE) |
Mar08 |
080317 |
147.00 |
147.00 |
133.25 |
135.80 |
-11.90 |
51 |
66 |
-52 |
May08 |
080317 |
149.30 |
150.70 |
134.50 |
137.20 |
-11.30 |
23,067 |
110,922 |
-2,445 |
Jul08 |
080317 |
151.95 |
153.00 |
137.05 |
139.75 |
-11.25 |
4,875 |
30,386 |
+32 |
Sep08 |
080317 |
154.85 |
154.85 |
139.50 |
142.10 |
-11.25 |
1,884 |
14,139 |
+34 |
Dec08 |
080317 |
156.70 |
156.95 |
142.75 |
145.25 |
-11.15 |
554 |
15,311 |
+19 |
Mar09 |
080317 |
153.15 |
153.15 |
145.70 |
149.10 |
-10.50 |
300 |
7,328 |
-31 |
Total Volume and Open Interest |
30,934 |
183,497 |
-2,408 |
Orange Juice(ICE) |
May08 |
080317 |
117.00 |
118.00 |
115.40 |
117.55 |
+0.05 |
1,370 |
20,624 |
-467 |
Jul08 |
080317 |
120.60 |
120.80 |
118.50 |
119.95 |
-0.80 |
364 |
4,893 |
+47 |
Sep08 |
080317 |
122.00 |
123.35 |
122.00 |
123.25 |
-1.10 |
99 |
1,808 |
+59 |
Nov08 |
080317 |
126.35 |
127.05 |
125.75 |
126.40 |
-1.20 |
161 |
1,066 |
+91 |
Jan09 |
080317 |
130.50 |
130.50 |
130.00 |
130.10 |
-0.90 |
65 |
1,203 |
+46 |
Mar09 |
080317 |
133.00 |
133.00 |
133.00 |
133.00 |
-0.45 |
0 |
131 |
+0 |
Total Volume and Open Interest |
2,059 |
29,737 |
-224 |
Sugar #11(ICE) |
May08 |
080317 |
13.32 |
13.35 |
11.83 |
12.07 |
-1.20 |
61,343 |
391,134 |
-9,253 |
Jul08 |
080317 |
13.70 |
13.70 |
12.15 |
12.39 |
-1.22 |
26,868 |
220,118 |
+3,515 |
Oct08 |
080317 |
14.03 |
14.05 |
12.54 |
12.73 |
-1.28 |
11,329 |
157,885 |
-421 |
Mar09 |
080317 |
14.52 |
14.52 |
13.10 |
13.27 |
-1.28 |
6,595 |
84,582 |
+1 |
May09 |
080317 |
14.42 |
14.42 |
13.22 |
13.32 |
-1.18 |
4,730 |
54,173 |
-1,638 |
Total Volume and Open Interest |
115,841 |
994,361 |
-6,324 |
Sugar #14(ICE) |
May08 |
080317 |
20.70 |
20.70 |
20.65 |
20.65 |
-0.09 |
151 |
2,930 |
-30 |
Jul08 |
080317 |
20.64 |
20.64 |
20.58 |
20.58 |
-0.06 |
10 |
1,999 |
-1 |
Sep08 |
080317 |
20.63 |
20.63 |
20.63 |
20.63 |
-0.10 |
0 |
1,476 |
+0 |
Nov08 |
080317 |
21.16 |
21.16 |
21.16 |
21.16 |
+0.03 |
0 |
813 |
+0 |
Jan09 |
080317 |
21.10 |
21.10 |
21.10 |
21.10 |
+0.10 |
50 |
459 |
+10 |
Total Volume and Open Interest |
441 |
8,404 |
+209 |
London Cocoa(LCE) |
May08 |
080317 |
1485 |
1492 |
1379 |
1412 |
-75 |
7,787 |
59,325 |
-964 |
Jul08 |
080317 |
1521 |
1533 |
1418 |
1455 |
-74 |
3,206 |
69,129 |
+457 |
Sep08 |
080317 |
1470 |
1475 |
1360 |
1393 |
-81 |
1,338 |
39,277 |
+465 |
Dec08 |
080317 |
1450 |
1462 |
1369 |
1384 |
-70 |
599 |
42,297 |
+63 |
Mar09 |
080317 |
1436 |
1452 |
1364 |
1366 |
-70 |
503 |
19,241 |
+2 |
May09 |
080317 |
1449 |
1455 |
1372 |
1372 |
-69 |
188 |
2,844 |
+8 |
Jul09 |
080317 |
1460 |
1466 |
1381 |
1381 |
-70 |
257 |
1,787 |
+82 |
Total Volume and Open Interest |
13,978 |
235,050 |
+207 |
London Coffee(LCE) |
Mar08 |
080317 |
2551.00 |
2551.00 |
2420.00 |
2430.00 |
-191.00 |
122 |
1,912 |
-35 |
May08 |
080317 |
2618.00 |
2618.00 |
2410.00 |
2440.00 |
-191.00 |
13,392 |
94,247 |
+1,370 |
Jul08 |
080317 |
2599.00 |
2603.00 |
2400.00 |
2436.00 |
-190.00 |
5,286 |
58,425 |
+2,014 |
Sep08 |
080317 |
2600.00 |
2600.00 |
2400.00 |
2436.00 |
-188.00 |
1,460 |
20,473 |
+226 |
Nov08 |
080317 |
2525.00 |
2525.00 |
2390.00 |
2391.00 |
-185.00 |
4 |
4,692 |
+2 |
Jan09 |
080317 |
2400.00 |
2450.00 |
2334.00 |
2346.00 |
-186.00 |
67 |
5,106 |
-6 |
Total Volume and Open Interest |
20,331 |
184,855 |
+3,571 |
London Sugar(LCE) |
May08 |
080317 |
351.20 |
373.00 |
325.00 |
327.90 |
-25.30 |
3,623 |
28,276 |
+94 |
Aug08 |
080317 |
361.50 |
362.70 |
336.00 |
337.50 |
-26.40 |
1,573 |
11,368 |
+520 |
Oct08 |
080317 |
368.30 |
369.60 |
345.50 |
346.00 |
-26.20 |
287 |
8,482 |
+4 |
Dec08 |
080317 |
369.20 |
370.30 |
353.00 |
353.70 |
-22.80 |
48 |
3,389 |
+9 |
Mar09 |
080317 |
377.30 |
377.30 |
360.00 |
360.20 |
-22.60 |
31 |
5,397 |
+12 |
Total Volume and Open Interest |
6,265 |
63,231 |
+1,119 |
Cotton(ICE) |
May08 |
080317 |
79.05 |
79.05 |
75.30 |
75.30 |
-4.08 |
13,651 |
136,678 |
-340 |
Jul08 |
080317 |
81.45 |
81.45 |
77.90 |
77.90 |
-4.04 |
5,842 |
53,830 |
+1,646 |
Oct08 |
080317 |
81.36 |
81.36 |
81.36 |
81.36 |
-4.00 |
155 |
2,304 |
+89 |
Dec08 |
080317 |
87.00 |
87.00 |
83.19 |
83.19 |
-4.21 |
9,035 |
85,646 |
+1,145 |
Mar09 |
080317 |
88.74 |
88.81 |
85.86 |
85.86 |
-4.00 |
402 |
7,396 |
+199 |
May09 |
080317 |
86.80 |
86.80 |
86.56 |
86.56 |
-4.00 |
225 |
562 |
+121 |
Total Volume and Open Interest |
29,435 |
291,484 |
+2,874 |
Lumber(CME) |
May08 |
080317 |
225.5 |
225.9 |
220.7 |
222.4 |
-8.3 |
1,007 |
9,532 |
+121 |
Jul08 |
080317 |
249.4 |
249.4 |
243.5 |
248.4 |
-5.1 |
228 |
2,140 |
+106 |
Sep08 |
080317 |
261.5 |
263.5 |
256.9 |
263.0 |
-3.9 |
72 |
1,125 |
+35 |
Nov08 |
080317 |
253.0 |
253.0 |
250.5 |
250.5 |
-4.6 |
32 |
371 |
-3 |
Total Volume and Open Interest |
1,515 |
13,376 |
+150 |
Crude Oil(NYM) |
Apr08 |
080317 |
107.80 |
108.65 |
103.60 |
105.68 |
-4.53 |
293,217 |
111,302 |
-61,206 |
May08 |
080317 |
106.10 |
107.20 |
101.90 |
104.23 |
-4.51 |
171,864 |
358,874 |
+7,913 |
Jun08 |
080317 |
104.80 |
105.15 |
100.70 |
103.00 |
-4.53 |
72,685 |
151,940 |
-3,201 |
Jul08 |
080317 |
103.55 |
103.60 |
100.90 |
102.07 |
-4.45 |
19,269 |
58,652 |
+2,527 |
Aug08 |
080317 |
102.80 |
102.80 |
100.20 |
101.34 |
-4.35 |
6,925 |
32,576 |
-274 |
Sep08 |
080317 |
102.10 |
102.10 |
100.72 |
100.77 |
-4.29 |
5,206 |
49,260 |
+476 |
Oct08 |
080317 |
100.30 |
100.30 |
100.30 |
100.30 |
-4.26 |
3,540 |
36,036 |
+898 |
Nov08 |
080317 |
100.30 |
100.85 |
99.87 |
99.87 |
-4.23 |
2,475 |
21,955 |
+284 |
Dec08 |
080317 |
100.95 |
100.95 |
99.48 |
99.48 |
-4.18 |
20,971 |
208,022 |
-470 |
Jan09 |
080317 |
99.08 |
99.08 |
99.08 |
99.08 |
-4.15 |
299 |
24,470 |
-73 |
Feb09 |
080317 |
98.71 |
98.71 |
98.71 |
98.71 |
-4.11 |
36 |
13,559 |
+11 |
Mar09 |
080317 |
99.95 |
99.95 |
98.38 |
98.38 |
-4.06 |
70 |
11,954 |
+30 |
Apr09 |
080317 |
98.10 |
98.10 |
98.10 |
98.10 |
-3.99 |
60 |
8,603 |
-50 |
May09 |
080317 |
97.83 |
97.83 |
97.83 |
97.83 |
-3.92 |
860 |
17,857 |
+375 |
Jun09 |
080317 |
97.60 |
97.60 |
97.60 |
97.60 |
-3.85 |
3,043 |
28,129 |
-1,946 |
Jul09 |
080317 |
97.41 |
97.41 |
97.41 |
97.41 |
-3.77 |
561 |
7,872 |
+247 |
Total Volume and Open Interest |
622,632 |
1,446,449 |
-51,536 |
Heating Oil(NYM) |
Apr08 |
080317 |
311.00 |
311.00 |
305.60 |
306.84 |
-7.81 |
42,059 |
45,776 |
-3,368 |
May08 |
080317 |
299.55 |
299.55 |
293.50 |
297.74 |
-6.26 |
29,668 |
70,407 |
-172 |
Jun08 |
080317 |
292.50 |
292.75 |
290.50 |
291.49 |
-5.66 |
20,663 |
37,340 |
+756 |
Jul08 |
080317 |
290.09 |
290.09 |
290.09 |
290.09 |
-5.26 |
5,526 |
13,848 |
+440 |
Aug08 |
080317 |
290.09 |
290.09 |
290.09 |
290.09 |
-5.16 |
1,785 |
7,210 |
+220 |
Sep08 |
080317 |
293.00 |
293.00 |
290.59 |
290.59 |
-5.26 |
1,678 |
10,634 |
+272 |
Oct08 |
080317 |
294.70 |
294.70 |
291.34 |
291.34 |
-5.36 |
723 |
2,664 |
+79 |
Nov08 |
080317 |
292.49 |
292.49 |
292.49 |
292.49 |
-5.36 |
755 |
3,661 |
+39 |
Dec08 |
080317 |
294.50 |
294.50 |
293.64 |
293.64 |
-5.16 |
4,375 |
20,780 |
+313 |
Jan09 |
080317 |
293.94 |
293.94 |
293.94 |
293.94 |
-5.11 |
343 |
6,818 |
+125 |
Feb09 |
080317 |
291.15 |
295.10 |
291.15 |
292.04 |
-5.06 |
45 |
1,227 |
+45 |
Mar09 |
080317 |
288.04 |
288.04 |
288.04 |
288.04 |
-5.01 |
0 |
1,564 |
+0 |
Total Volume and Open Interest |
107,848 |
234,224 |
-1,134 |
Gasoline(NYMEX) |
Apr08 |
080317 |
268.90 |
273.55 |
246.55 |
250.42 |
-18.52 |
41,501 |
53,232 |
-2,566 |
May08 |
080317 |
270.89 |
275.35 |
249.35 |
252.81 |
-18.08 |
30,509 |
73,893 |
+3,845 |
Jun08 |
080317 |
272.60 |
275.67 |
250.70 |
254.21 |
-17.63 |
20,998 |
41,112 |
+2,864 |
Jul08 |
080317 |
274.92 |
275.75 |
251.64 |
254.66 |
-17.03 |
10,311 |
18,938 |
+1,113 |
Aug08 |
080317 |
258.44 |
265.25 |
251.53 |
254.16 |
-16.28 |
6,767 |
10,518 |
+813 |
Sep08 |
080317 |
269.50 |
269.50 |
251.18 |
252.66 |
-15.48 |
4,851 |
12,357 |
-520 |
Oct08 |
080317 |
246.79 |
252.05 |
240.31 |
241.61 |
-14.78 |
3,315 |
9,580 |
+996 |
Nov08 |
080317 |
249.22 |
249.22 |
238.00 |
239.91 |
-14.18 |
2,550 |
3,594 |
+244 |
Dec08 |
080317 |
253.60 |
253.60 |
236.70 |
239.66 |
-13.78 |
2,654 |
11,477 |
+302 |
Jan09 |
080317 |
244.50 |
244.50 |
241.06 |
241.06 |
-13.58 |
158 |
3,867 |
+23 |
Total Volume and Open Interest |
125,536 |
255,224 |
+8,479 |
e-MiNY RBOB Gasoline(NYMEX) |
Apr08 |
080317 |
254.20 |
254.20 |
250.42 |
250.42 |
-18.52 |
0 |
23 |
+0 |
May08 |
080317 |
252.81 |
252.81 |
252.81 |
252.81 |
-18.08 |
0 |
5 |
+0 |
Jun08 |
080317 |
254.21 |
254.21 |
254.21 |
254.21 |
-17.63 |
0 |
3 |
+0 |
Jul08 |
080317 |
254.66 |
254.66 |
254.66 |
254.66 |
-17.03 |
|
|
|
Total Volume and Open Interest |
0 |
32 |
+0 |
Natural Gas(NYM) |
Apr08 |
080317 |
9.785 |
9.810 |
9.100 |
9.100 |
-0.768 |
74,149 |
89,191 |
-4,096 |
May08 |
080317 |
9.880 |
9.880 |
9.170 |
9.197 |
-0.764 |
28,760 |
145,525 |
+4,119 |
Jun08 |
080317 |
9.720 |
9.780 |
9.270 |
9.275 |
-0.766 |
7,509 |
42,255 |
+282 |
Jul08 |
080317 |
9.875 |
9.890 |
9.373 |
9.373 |
-0.767 |
8,068 |
37,222 |
+430 |
Aug08 |
080317 |
9.980 |
9.980 |
9.427 |
9.427 |
-0.774 |
4,741 |
26,302 |
-1,313 |
Sep08 |
080317 |
9.990 |
9.990 |
9.434 |
9.434 |
-0.782 |
1,679 |
20,967 |
-12 |
Oct08 |
080317 |
9.950 |
10.050 |
9.499 |
9.499 |
-0.772 |
4,403 |
62,121 |
+342 |
Nov08 |
080317 |
9.744 |
9.744 |
9.744 |
9.744 |
-0.787 |
786 |
31,115 |
+58 |
Dec08 |
080317 |
10.750 |
10.750 |
10.079 |
10.079 |
-0.812 |
1,187 |
36,225 |
+224 |
Jan09 |
080317 |
10.860 |
10.860 |
10.289 |
10.289 |
-0.812 |
3,321 |
56,386 |
-66 |
Feb09 |
080317 |
10.400 |
10.400 |
10.244 |
10.244 |
-0.817 |
1,302 |
12,826 |
+158 |
Mar09 |
080317 |
10.560 |
10.560 |
10.009 |
10.009 |
-0.812 |
1,411 |
45,753 |
-205 |
Apr09 |
080317 |
8.720 |
8.720 |
8.609 |
8.609 |
-0.662 |
2,195 |
34,058 |
-495 |
May09 |
080317 |
8.530 |
8.530 |
8.464 |
8.464 |
-0.637 |
688 |
28,693 |
+31 |
Jun09 |
080317 |
8.530 |
8.530 |
8.514 |
8.514 |
-0.632 |
1,626 |
14,052 |
+32 |
Jul09 |
080317 |
8.850 |
8.850 |
8.579 |
8.579 |
-0.632 |
318 |
10,415 |
+31 |
Total Volume and Open Interest |
150,619 |
915,875 |
-448 |
Brent Crude Oil(ICE) |
May08 |
080317 |
105.90 |
107.97 |
99.50 |
101.75 |
-4.45 |
116,989 |
145,479 |
-2,225 |
Jun08 |
080317 |
106.00 |
107.40 |
99.29 |
101.46 |
-4.32 |
52,492 |
129,225 |
+3,890 |
Jul08 |
080317 |
105.65 |
106.70 |
99.05 |
101.15 |
-4.26 |
16,609 |
38,426 |
+2,127 |
Aug08 |
080317 |
106.29 |
106.29 |
98.66 |
100.84 |
-4.19 |
5,733 |
20,384 |
+440 |
Sep08 |
080317 |
105.91 |
105.91 |
98.34 |
100.52 |
-4.13 |
3,455 |
16,644 |
+278 |
Oct08 |
080317 |
105.53 |
105.53 |
98.06 |
100.24 |
-4.03 |
2,381 |
12,178 |
+440 |
Nov08 |
080317 |
104.91 |
104.98 |
97.76 |
99.94 |
-3.91 |
2,472 |
9,088 |
-254 |
Dec08 |
080317 |
104.49 |
104.55 |
97.47 |
99.62 |
-3.82 |
11,235 |
55,417 |
-1,134 |
Jan09 |
080317 |
99.37 |
99.37 |
99.37 |
99.37 |
-3.76 |
0 |
13,151 |
+208 |
Feb09 |
080317 |
103.90 |
103.90 |
99.10 |
99.10 |
-3.70 |
0 |
7,144 |
+0 |
Mar09 |
080317 |
98.87 |
98.87 |
98.87 |
98.87 |
-3.60 |
0 |
4,863 |
+0 |
Apr09 |
080317 |
98.64 |
98.64 |
98.64 |
98.64 |
-3.52 |
0 |
5,773 |
+0 |
May09 |
080317 |
98.44 |
98.44 |
98.44 |
98.44 |
-3.50 |
0 |
1,710 |
+0 |
Jun09 |
080317 |
98.31 |
98.31 |
98.03 |
98.23 |
-3.49 |
0 |
12,523 |
-570 |
Total Volume and Open Interest |
242,336 |
567,791 |
-30,318 |
Gas Oil(ICE) |
Apr08 |
080317 |
982.25 |
1001.25 |
941.50 |
957.50 |
-40.25 |
56,830 |
66,606 |
-149 |
May08 |
080317 |
967.75 |
978.50 |
924.75 |
940.75 |
-34.00 |
46,795 |
56,839 |
+5,292 |
Jun08 |
080317 |
957.00 |
961.50 |
910.25 |
927.00 |
-30.00 |
16,951 |
28,509 |
+1,082 |
Jul08 |
080317 |
942.75 |
942.75 |
907.00 |
919.50 |
-27.25 |
4,668 |
12,931 |
+392 |
Aug08 |
080317 |
919.75 |
921.00 |
904.00 |
916.00 |
-26.25 |
2,203 |
9,046 |
+531 |
Sep08 |
080317 |
939.50 |
939.50 |
905.75 |
914.75 |
-25.75 |
2,553 |
9,720 |
+464 |
Oct08 |
080317 |
936.00 |
936.00 |
895.00 |
912.00 |
-25.75 |
979 |
5,857 |
+33 |
Nov08 |
080317 |
933.00 |
933.00 |
893.00 |
909.25 |
-25.50 |
663 |
6,711 |
+124 |
Dec08 |
080317 |
931.50 |
931.50 |
888.00 |
906.75 |
-25.25 |
3,784 |
25,926 |
+750 |
Jan09 |
080317 |
906.25 |
913.75 |
891.00 |
904.75 |
-25.25 |
739 |
9,515 |
+1,020 |
Total Volume and Open Interest |
136,560 |
255,389 |
+10,619 |
US Dollar Index(ICE) |
Mar08 |
080317 |
71.220 |
71.480 |
70.805 |
71.305 |
-0.370 |
3,083 |
6,923 |
-1,570 |
Jun08 |
080317 |
71.865 |
72.075 |
71.205 |
71.955 |
-0.150 |
5,951 |
44,758 |
+2,151 |
Sep08 |
080317 |
71.840 |
72.465 |
71.760 |
72.365 |
-0.155 |
12 |
2,576 |
+9 |
Total Volume and Open Interest |
9,196 |
54,765 |
+740 |
Australian Dollar(CME) |
Mar08 |
080317 |
91.99 |
91.99 |
91.99 |
91.99 |
-1.75 |
2,643 |
32,346 |
-2,892 |
Jun08 |
080317 |
91.10 |
91.10 |
90.02 |
90.50 |
-2.06 |
3,924 |
75,176 |
+596 |
Sep08 |
080317 |
89.21 |
89.21 |
89.21 |
89.21 |
-2.06 |
0 |
214 |
+0 |
Total Volume and Open Interest |
6,567 |
107,977 |
-2,286 |
British Pound(CME) |
Mar08 |
080317 |
200.45 |
200.56 |
200.40 |
200.56 |
-1.60 |
4,210 |
55,138 |
-5,846 |
Jun08 |
080317 |
198.94 |
199.11 |
198.52 |
198.63 |
-1.96 |
5,369 |
77,414 |
+5,455 |
Sep08 |
080317 |
197.02 |
197.02 |
196.94 |
196.94 |
-1.96 |
0 |
134 |
-1 |
Total Volume and Open Interest |
9,579 |
132,778 |
-376 |
Canadian Dollar(CME) |
Mar08 |
080317 |
100.17 |
100.17 |
99.89 |
99.89 |
-1.53 |
720 |
35,433 |
-2,639 |
Jun08 |
080317 |
100.49 |
100.49 |
99.67 |
99.67 |
-1.54 |
1,341 |
88,422 |
+2,832 |
Sep08 |
080317 |
99.54 |
99.54 |
99.54 |
99.54 |
-1.54 |
0 |
5,390 |
-3 |
Dec08 |
080317 |
99.37 |
99.37 |
99.37 |
99.37 |
-1.54 |
0 |
1,876 |
-4 |
Total Volume and Open Interest |
2,084 |
131,712 |
+221 |
Japanese Yen(CME) |
Mar08 |
080317 |
103.30 |
103.30 |
102.99 |
102.99 |
+2.18 |
12,199 |
65,771 |
-16,982 |
Jun08 |
080317 |
103.74 |
103.79 |
103.05 |
103.05 |
+1.80 |
2,043 |
185,571 |
+11,427 |
Sep08 |
080317 |
103.32 |
103.32 |
103.32 |
103.32 |
+1.77 |
0 |
1,442 |
+2 |
Total Volume and Open Interest |
14,242 |
252,900 |
-5,543 |
Swiss Franc(CME) |
Mar08 |
080317 |
101.64 |
101.64 |
101.37 |
101.37 |
+1.31 |
2,547 |
46,575 |
-4,741 |
Jun08 |
080317 |
101.61 |
101.62 |
101.23 |
101.23 |
+1.16 |
2,083 |
46,999 |
+6,867 |
Sep08 |
080317 |
101.05 |
101.10 |
101.05 |
101.10 |
+1.15 |
0 |
912 |
+60 |
Total Volume and Open Interest |
4,630 |
94,544 |
+2,185 |
EuroFX(CME) |
Mar08 |
080317 |
157.07 |
157.55 |
157.07 |
157.55 |
+0.90 |
8,360 |
79,523 |
-23,810 |
Jun08 |
080317 |
156.94 |
157.09 |
156.43 |
156.55 |
+0.65 |
4,762 |
163,759 |
+31,386 |
Sep08 |
080317 |
155.75 |
155.75 |
155.64 |
155.72 |
+0.65 |
9 |
1,572 |
+139 |
Total Volume and Open Interest |
13,131 |
245,248 |
+7,769 |
Mexican Peso(CME) |
Mar08 |
080317 |
926.0 |
927.2 |
926.0 |
927.2 |
-0.8 |
5,170 |
42,708 |
-4,236 |
Apr08 |
080317 |
925.2 |
925.2 |
925.2 |
925.2 |
unch |
0 |
3 |
+0 |
Total Volume and Open Interest |
5,950 |
136,659 |
+5,691 |
30-Year T-Bonds(CBOT) |
Mar08 |
080317 |
120~16 |
121~17 |
120~11 |
121~15 |
+0~25 |
11,408 |
59,222 |
-7,410 |
Jun08 |
080317 |
119~13 |
120~16 |
119~02 |
120~08 |
+0~23 |
475,386 |
937,217 |
+2,066 |
Sep08 |
080317 |
118~10 |
118~26 |
117~23 |
118~26 |
+0~22 |
8 |
349 |
+7 |
Total Volume and Open Interest |
486,817 |
996,859 |
-5,337 |
10-Year T-Notes(CBOT) |
Mar08 |
080317 |
121~035 |
121~250 |
121~000 |
121~220 |
+0~250 |
14,174 |
76,191 |
-2,875 |
Jun08 |
080317 |
119~020 |
120~010 |
118~235 |
119~265 |
+0~235 |
1,527,108 |
2,098,211 |
-11,346 |
Sep08 |
080317 |
118~045 |
118~045 |
118~045 |
118~045 |
+0~220 |
50 |
635 |
+24 |
Total Volume and Open Interest |
1,541,332 |
2,175,037 |
-14,197 |
5-Year T-Notes(CBOT) |
Mar08 |
080317 |
116~070 |
116~070 |
116~070 |
116~070 |
+0~185 |
8,596 |
0 |
+0 |
Jun08 |
080317 |
115~005 |
115~150 |
114~300 |
115~100 |
+0~160 |
1,122,024 |
0 |
+0 |
Sep08 |
080317 |
115~000 |
115~000 |
115~000 |
115~000 |
+0~160 |
|
|
|
Total Volume and Open Interest |
1,130,620 |
4,270 |
+0 |
2 Year T-Notes(CBOT) |
Mar08 |
080317 |
108~014 |
108~014 |
108~014 |
108~014 |
+0~012 |
0 |
58,506 |
-34,680 |
Jun08 |
080317 |
107~088 |
107~109 |
107~088 |
107~096 |
+0~011 |
7,881 |
1,063,851 |
-2,297 |
Sep08 |
080317 |
107~096 |
107~096 |
107~096 |
107~096 |
+0~011 |
|
|
|
Total Volume and Open Interest |
7,881 |
1,122,357 |
-36,977 |
Eurodollars(CME) |
Mar08 |
080317 |
97.420 |
97.420 |
97.420 |
97.420 |
+0.082 |
38,302 |
1,597,556 |
-10,039 |
Jun08 |
080317 |
97.105 |
98.115 |
97.105 |
98.065 |
+0.150 |
43,725 |
1,753,215 |
+752 |
Sep08 |
080317 |
98.190 |
98.230 |
98.135 |
98.185 |
+0.150 |
21,647 |
1,558,337 |
+11,728 |
Dec08 |
080317 |
98.125 |
98.175 |
98.080 |
98.135 |
+0.140 |
13,170 |
1,426,244 |
-5,451 |
Mar09 |
080317 |
98.055 |
98.125 |
98.010 |
98.095 |
+0.160 |
18,148 |
1,087,197 |
+18,079 |
Jun09 |
080317 |
97.870 |
97.965 |
97.835 |
97.935 |
+0.170 |
18,943 |
865,514 |
+24,700 |
Sep09 |
080317 |
97.640 |
97.740 |
97.620 |
97.725 |
+0.180 |
12,749 |
848,937 |
+28,018 |
Dec09 |
080317 |
97.365 |
97.490 |
97.345 |
97.475 |
+0.190 |
11,777 |
583,359 |
+11,546 |
Mar10 |
080317 |
97.105 |
97.265 |
97.095 |
97.250 |
+0.210 |
12,811 |
304,976 |
-2,457 |
Jun10 |
080317 |
96.835 |
97.020 |
96.835 |
97.015 |
+0.225 |
12,257 |
229,185 |
+4,377 |
Sep10 |
080317 |
96.630 |
96.800 |
96.630 |
96.795 |
+0.240 |
9,474 |
192,433 |
+3,224 |
Dec10 |
080317 |
96.425 |
96.590 |
96.425 |
96.585 |
+0.245 |
14,220 |
159,676 |
+884 |
Mar11 |
080317 |
96.200 |
96.415 |
96.200 |
96.410 |
+0.245 |
6,554 |
106,491 |
+1,497 |
Jun11 |
080317 |
96.085 |
96.240 |
96.085 |
96.240 |
+0.245 |
3,838 |
106,443 |
-1,368 |
Sep11 |
080317 |
95.965 |
96.085 |
95.965 |
96.085 |
+0.245 |
3,074 |
66,994 |
-1,452 |
Dec11 |
080317 |
95.820 |
95.940 |
95.820 |
95.940 |
+0.245 |
5,772 |
78,837 |
+202 |
Mar12 |
080317 |
95.655 |
95.835 |
95.655 |
95.825 |
+0.245 |
3,700 |
68,139 |
+6,158 |
Jun12 |
080317 |
95.535 |
95.710 |
95.535 |
95.705 |
+0.245 |
7,548 |
67,572 |
-5,621 |
Total Volume and Open Interest |
284,299 |
11,337,587 |
+109,903 |
30 Day Federal Funds(CBOT) |
Mar08 |
080317 |
5.740 |
5.740 |
5.715 |
5.715 |
+0.050 |
339 |
75,946 |
+8,699 |
Apr08 |
080317 |
6.280 |
6.305 |
6.245 |
6.305 |
+0.175 |
763 |
86,133 |
+4,337 |
May08 |
080317 |
0.106 |
0.106 |
0.106 |
0.106 |
-6.339 |
157 |
78,100 |
+2,240 |
Jun08 |
080317 |
0.096 |
0.141 |
0.081 |
0.141 |
-6.349 |
133 |
35,303 |
+133 |
Jul08 |
080317 |
0.221 |
0.241 |
0.221 |
0.241 |
+0.180 |
0 |
12,922 |
-1,136 |
Aug08 |
080317 |
0.271 |
0.271 |
0.271 |
0.271 |
+0.140 |
0 |
16,699 |
-863 |
Total Volume and Open Interest |
1,392 |
319,634 |
+12,880 |
30 Day Fed Funds(e-CBOT) |
Mar08 |
080317 |
97.425 |
97.515 |
97.415 |
97.465 |
+0.070 |
25,964 |
0 |
+0 |
Apr08 |
080317 |
97.930 |
98.075 |
97.915 |
98.035 |
+0.180 |
42,557 |
0 |
+0 |
May08 |
080317 |
98.215 |
98.455 |
98.215 |
98.400 |
+0.235 |
19,544 |
0 |
+0 |
Jun08 |
080317 |
98.300 |
98.490 |
98.300 |
98.440 |
+0.225 |
8,856 |
0 |
+0 |
Jul08 |
080317 |
98.365 |
98.600 |
98.365 |
98.535 |
+0.210 |
5,883 |
0 |
+0 |
Aug08 |
080317 |
98.480 |
98.660 |
98.435 |
98.550 |
+0.205 |
3,471 |
0 |
+0 |
Total Volume and Open Interest |
108,612 |
|
|
3-Mth Euro-Yen(CME) |
Mar08 |
080317 |
99.14 |
99.14 |
99.14 |
99.14 |
-0.01 |
226 |
12,634 |
-47 |
Jun08 |
080317 |
99.22 |
99.22 |
99.22 |
99.22 |
unch |
2 |
8,589 |
-2 |
Sep08 |
080317 |
99.31 |
99.31 |
99.31 |
99.31 |
unch |
211 |
6,077 |
-38 |
Dec08 |
080317 |
99.32 |
99.32 |
99.32 |
99.32 |
unch |
153 |
2,427 |
-47 |
Mar09 |
080317 |
99.32 |
99.32 |
99.32 |
99.32 |
+0.01 |
21 |
1,547 |
-60 |
Jun09 |
080317 |
99.28 |
99.28 |
99.28 |
99.28 |
+0.02 |
0 |
264 |
+0 |
Sep09 |
080317 |
99.22 |
99.22 |
99.22 |
99.22 |
+0.01 |
0 |
350 |
+0 |
Dec09 |
080317 |
99.16 |
99.16 |
99.16 |
99.16 |
+0.01 |
|
|
|
Mar10 |
080317 |
99.14 |
99.14 |
99.14 |
99.14 |
unch |
|
|
|
Jun10 |
080317 |
99.11 |
99.11 |
99.11 |
99.11 |
+0.02 |
|
|
|
Total Volume and Open Interest |
613 |
31,888 |
-194 |
3-Mth Euro-Yen(SGX) |
Jun08 |
080317 |
99.22 |
99.24 |
99.21 |
99.22 |
+0.01 |
2,386 |
20,294 |
+1,114 |
Sep08 |
080317 |
99.33 |
99.33 |
99.31 |
99.33 |
+0.01 |
240 |
18,024 |
-114 |
Dec08 |
080317 |
99.32 |
99.35 |
99.32 |
99.35 |
+0.02 |
630 |
14,815 |
+55 |
Mar09 |
080317 |
99.31 |
99.33 |
99.31 |
99.33 |
+0.02 |
105 |
7,796 |
+5 |
Jun09 |
080317 |
99.28 |
99.29 |
99.26 |
99.29 |
+0.02 |
0 |
1,792 |
+0 |
Sep09 |
080317 |
99.24 |
99.24 |
99.24 |
99.24 |
+0.02 |
0 |
778 |
+0 |
Dec09 |
080317 |
99.21 |
99.21 |
99.21 |
99.21 |
+0.02 |
0 |
360 |
+0 |
Mar10 |
080317 |
99.15 |
99.15 |
99.15 |
99.15 |
+0.02 |
0 |
250 |
+0 |
Total Volume and Open Interest |
5,323 |
119,537 |
-429 |
Japanese Gov't Bonds(SGX) |
Jun08 |
080317 |
140.67 |
141.96 |
140.63 |
141.90 |
+2.28 |
5,931 |
29,678 |
+14,067 |
Sep08 |
080317 |
141.90 |
141.90 |
141.90 |
141.90 |
+1.62 |
|
|
|
Dec08 |
080317 |
141.90 |
141.90 |
141.90 |
141.90 |
+1.62 |
|
|
|
Total Volume and Open Interest |
3,492 |
31,695 |
-74 |
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 |
080317 |
46.62 |
46.85 |
46.42 |
46.62 |
+0.69 |
790,033 |
1,081,599 |
+248,366 |
Sep08 |
080317 |
46.89 |
46.89 |
46.89 |
46.89 |
+0.46 |
|
|
|
Dec08 |
080317 |
46.32 |
46.32 |
46.32 |
46.32 |
+0.46 |
232 |
0 |
+0 |
Total Volume and Open Interest |
745,149 |
1,165,574 |
+37,006 |
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 |
080317 |
112~00 |
112~00 |
111~21 |
111~27 |
+0~10 |
603 |
12,147 |
-69 |
Jun08 |
080317 |
111~26 |
111~32 |
111~16 |
111~25 |
+0~11 |
64,999 |
352,158 |
+426 |
Total Volume and Open Interest |
65,602 |
364,305 |
+357 |
3-Mth Short Sterling(LIFFE) |
Mar08 |
080317 |
94.14 |
94.14 |
94.14 |
94.14 |
+0.13 |
85,232 |
389,027 |
-532 |
Jun08 |
080317 |
94.57 |
94.57 |
94.57 |
94.57 |
+0.19 |
143,832 |
519,325 |
-9,504 |
Sep08 |
080317 |
95.00 |
95.00 |
95.00 |
95.00 |
+0.21 |
146,204 |
517,546 |
-9,082 |
Dec08 |
080317 |
95.36 |
95.36 |
95.36 |
95.36 |
+0.19 |
157,523 |
561,623 |
+21,733 |
Mar09 |
080317 |
95.62 |
95.62 |
95.62 |
95.62 |
+0.17 |
72,620 |
328,936 |
-6,559 |
Jun09 |
080317 |
95.73 |
95.73 |
95.73 |
95.73 |
+0.15 |
71,249 |
253,940 |
+4,080 |
Total Volume and Open Interest |
763,938 |
3,080,699 |
-820 |
3-Mth Euribor(LIFFE) |
Mar08 |
080317 |
95.385 |
95.415 |
95.345 |
95.348 |
-0.022 |
150,608 |
700,233 |
-13,808 |
Jun08 |
080317 |
95.700 |
95.815 |
95.700 |
95.790 |
+0.135 |
175,532 |
732,498 |
+4,738 |
Sep08 |
080317 |
96.120 |
96.240 |
96.020 |
96.205 |
+0.195 |
175,424 |
596,584 |
-288 |
Total Volume and Open Interest |
1,186,250 |
4,173,059 |
+28,814 |
3-Mth Aus T-Bills(SFE) |
Mar08 |
080313 |
91.88 |
92.11 |
91.88 |
92.06 |
+0.14 |
21,998 |
73,646 |
-101,582 |
Jun08 |
080317 |
92.15 |
92.23 |
92.10 |
92.20 |
+0.08 |
23,868 |
382,268 |
-7,849 |
Sep08 |
080317 |
92.34 |
92.52 |
92.28 |
92.46 |
+0.19 |
15,817 |
226,140 |
-4,451 |
Dec08 |
080317 |
92.49 |
92.71 |
92.42 |
92.64 |
+0.22 |
7,614 |
125,649 |
-5,301 |
Mar09 |
080317 |
92.60 |
92.81 |
92.52 |
92.73 |
+0.21 |
3,582 |
66,188 |
-1,547 |
Jun09 |
080317 |
92.63 |
92.87 |
92.63 |
92.77 |
+0.17 |
4,195 |
66,166 |
+930 |
Sep09 |
080317 |
92.67 |
92.90 |
92.67 |
92.79 |
+0.15 |
1,671 |
46,413 |
-848 |
Dec09 |
080317 |
92.68 |
92.89 |
92.68 |
92.79 |
+0.14 |
1,110 |
18,153 |
-60 |
Mar10 |
080317 |
92.74 |
92.88 |
92.72 |
92.79 |
+0.14 |
58 |
1,607 |
-4 |
Jun10 |
080317 |
92.83 |
92.88 |
92.79 |
92.79 |
+0.13 |
0 |
495 |
+0 |
Total Volume and Open Interest |
57,918 |
934,601 |
-20,812 |
10-Year Aus T-Bonds(SFE) |
Mar08 |
080317 |
94.01 |
94.06 |
93.99 |
94.06 |
+0.10 |
98,043 |
541,650 |
-164,447 |
Jun08 |
080317 |
94.04 |
94.18 |
93.99 |
94.14 |
+0.15 |
105,969 |
402,200 |
+106,068 |
Total Volume and Open Interest |
204,012 |
943,850 |
-58,379 |
3-Year Aus T-Bonds(SFE) |
Mar08 |
080317 |
93.88 |
93.92 |
93.86 |
93.90 |
+0.07 |
73,361 |
1,072,890 |
-353,502 |
Jun08 |
080317 |
93.91 |
94.11 |
93.91 |
94.04 |
+0.17 |
68,008 |
368,806 |
+49,116 |
Total Volume and Open Interest |
141,369 |
1,441,696 |
-304,386 |
Gold(CMX) |
Apr08 |
080317 |
1017.5 |
1017.5 |
1000.0 |
1002.6 |
+3.1 |
160,290 |
275,145 |
-4,505 |
Jun08 |
080317 |
1021.0 |
1021.0 |
1007.0 |
1007.1 |
+2.8 |
19,046 |
92,039 |
+7,245 |
Aug08 |
080317 |
1010.7 |
1010.7 |
1010.7 |
1010.7 |
+2.5 |
2,125 |
33,484 |
+133 |
Oct08 |
080317 |
1013.5 |
1013.5 |
1013.5 |
1013.5 |
+2.1 |
192 |
6,647 |
+28 |
Dec08 |
080317 |
1028.0 |
1028.0 |
1016.4 |
1016.4 |
+1.9 |
1,468 |
27,439 |
+198 |
Feb09 |
080317 |
1019.3 |
1019.3 |
1019.3 |
1019.3 |
+1.6 |
145 |
19,896 |
+119 |
Apr09 |
080317 |
1022.2 |
1022.2 |
1022.2 |
1022.2 |
+1.3 |
9 |
4,320 |
+2 |
Jun09 |
080317 |
1025.3 |
1025.3 |
1025.3 |
1025.3 |
+0.9 |
6 |
10,492 |
-4 |
Aug09 |
080317 |
1028.6 |
1028.6 |
1028.6 |
1028.6 |
+0.5 |
6 |
192 |
+0 |
Oct09 |
080317 |
1032.1 |
1032.1 |
1032.1 |
1032.1 |
+0.2 |
5 |
212 |
+0 |
Dec09 |
080317 |
1035.7 |
1035.7 |
1035.7 |
1035.7 |
-0.2 |
198 |
16,823 |
+149 |
Total Volume and Open Interest |
183,694 |
506,515 |
+3,392 |
Silver(CMX) |
Mar08 |
080317 |
2036.0 |
2037.0 |
2022.2 |
2022.2 |
-35.2 |
82 |
492 |
-15 |
May08 |
080317 |
2063.0 |
2075.0 |
2007.0 |
2030.0 |
-35.5 |
29,501 |
80,737 |
-347 |
Jul08 |
080317 |
2030.0 |
2067.0 |
2028.0 |
2039.0 |
-36.0 |
906 |
25,337 |
-66 |
Sep08 |
080317 |
2044.7 |
2044.7 |
2044.7 |
2044.7 |
-36.9 |
29 |
17,825 |
+3 |
Dec08 |
080317 |
2054.0 |
2093.0 |
2052.7 |
2052.7 |
-37.8 |
713 |
20,757 |
+274 |
Mar09 |
080317 |
2059.7 |
2059.7 |
2059.7 |
2059.7 |
-38.6 |
1 |
3,321 |
+0 |
May09 |
080317 |
2066.1 |
2066.1 |
2066.1 |
2066.1 |
-39.4 |
2 |
117 |
+0 |
Total Volume and Open Interest |
31,493 |
161,360 |
-136 |
Platinum(NYMEX) |
Apr08 |
080317 |
1974.0 |
2000.0 |
1973.4 |
1973.4 |
-102.6 |
1,587 |
10,128 |
-449 |
Jul08 |
080317 |
1979.9 |
1979.9 |
1979.9 |
1979.9 |
-101.5 |
90 |
2,122 |
+1 |
Oct08 |
080317 |
1985.3 |
1985.3 |
1985.3 |
1985.3 |
-104.5 |
18 |
166 |
+8 |
Jan09 |
071008 |
1377.0 |
1377.0 |
1377.0 |
1377.0 |
unch |
|
|
|
Total Volume and Open Interest |
1,127 |
15,728 |
|
Palladium(NYMEX) |
Mar08 |
080317 |
482.60 |
482.60 |
482.60 |
482.60 |
-29.10 |
1 |
77 |
-4 |
Jun08 |
080317 |
478.00 |
490.00 |
475.00 |
485.30 |
-29.10 |
1,316 |
18,484 |
+184 |
Sep08 |
080317 |
487.90 |
487.90 |
487.90 |
487.90 |
-30.00 |
94 |
1,066 |
+58 |
Total Volume and Open Interest |
1,414 |
20,593 |
+240 |
Copper(CMX) |
Mar08 |
080317 |
376.75 |
376.75 |
371.20 |
371.20 |
-13.50 |
437 |
2,142 |
-162 |
May08 |
080317 |
374.75 |
376.00 |
365.75 |
368.50 |
-14.30 |
8,961 |
68,313 |
-383 |
Jul08 |
080317 |
371.40 |
374.75 |
367.30 |
367.85 |
-13.70 |
1,785 |
16,814 |
+709 |
Sep08 |
080317 |
365.50 |
365.50 |
365.50 |
365.50 |
-13.20 |
241 |
4,090 |
+24 |
Dec08 |
080317 |
364.00 |
364.00 |
361.20 |
361.20 |
-12.30 |
73 |
5,447 |
+27 |
Total Volume and Open Interest |
11,899 |
103,753 |
+205 |
Aluminum(CMX) |
Mar08 |
080317 |
131.00 |
131.00 |
131.00 |
131.00 |
-6.25 |
|
|
|
Apr08 |
080317 |
131.00 |
131.00 |
131.00 |
131.00 |
-6.25 |
|
|
|
May08 |
080317 |
131.00 |
131.00 |
131.00 |
131.00 |
-6.25 |
|
|
|
Jun08 |
080317 |
131.00 |
131.00 |
131.00 |
131.00 |
-6.25 |
|
|
|
Jul08 |
080317 |
131.00 |
131.00 |
131.00 |
131.00 |
-6.25 |
|
|
|
Aug08 |
080317 |
131.00 |
131.00 |
131.00 |
131.00 |
-6.25 |
|
|
|
Total Volume and Open Interest |
|
|
|
DJIA Index(CBOT) |
Mar08 |
080317 |
11770 |
12075 |
11720 |
12000 |
+18 |
2,153 |
30,883 |
-380 |
Jun08 |
080317 |
11740 |
12075 |
11740 |
11997 |
+13 |
3,572 |
7,283 |
+1,396 |
Sep08 |
080317 |
11982 |
11982 |
11982 |
11982 |
+10 |
0 |
3 |
+0 |
Dec08 |
080317 |
11962 |
11962 |
11962 |
11962 |
+4 |
0 |
6 |
+0 |
Total Volume and Open Interest |
5,725 |
38,175 |
+1,016 |
S & P 500(CME) |
Mar08 |
080317 |
1260.00 |
1288.00 |
1259.00 |
1278.60 |
-13.00 |
94,914 |
262,415 |
-31,616 |
Jun08 |
080317 |
1260.50 |
1289.50 |
1258.00 |
1279.50 |
-13.50 |
131,644 |
412,708 |
+70,018 |
Sep08 |
080317 |
1260.00 |
1278.50 |
1255.00 |
1278.50 |
-14.40 |
2 |
520 |
-1 |
Dec08 |
080317 |
1277.10 |
1277.10 |
1277.10 |
1277.10 |
-15.50 |
103 |
5,998 |
+100 |
Total Volume and Open Interest |
226,664 |
681,657 |
+38,501 |
S & P 500 E-Mini(Globex) |
Mar08 |
080317 |
1291.00 |
1315.00 |
1253.00 |
1278.50 |
-13.00 |
1,347,641 |
1,546,182 |
-152,175 |
Jun08 |
080317 |
1289.50 |
1314.00 |
1253.00 |
1279.50 |
-13.50 |
3,877,931 |
1,317,894 |
+322,229 |
Total Volume and Open Interest |
5,225,586 |
2,864,126 |
+170,056 |
NASDAQ 100(CME) |
Mar08 |
080317 |
1679.00 |
1707.00 |
1669.00 |
1689.80 |
-28.20 |
10,117 |
50,298 |
-5,399 |
Jun08 |
080317 |
1683.00 |
1714.00 |
1674.00 |
1695.30 |
-29.20 |
11,303 |
13,645 |
+5,049 |
Sep08 |
080317 |
1702.80 |
1702.80 |
1702.80 |
1702.80 |
-29.20 |
|
|
|
Total Volume and Open Interest |
21,420 |
63,943 |
-350 |
NASDAQ 100 E-Mini(Globex) |
Mar08 |
080317 |
1710.00 |
1748.30 |
1668.50 |
1689.80 |
-28.20 |
185,397 |
346,962 |
-27,620 |
Jun08 |
080317 |
1721.00 |
1755.00 |
1674.00 |
1695.30 |
-29.20 |
658,397 |
178,439 |
+67,070 |
Total Volume and Open Interest |
843,794 |
525,401 |
+39,450 |
S & P Midcap 400(CME) |
Mar08 |
080317 |
750.50 |
750.50 |
744.50 |
744.50 |
-20.50 |
541 |
8,241 |
-399 |
Jun08 |
080317 |
748.50 |
751.00 |
744.75 |
745.50 |
-21.00 |
566 |
1,864 |
+429 |
Sep08 |
080317 |
750.80 |
750.80 |
750.80 |
750.80 |
-21.00 |
0 |
55 |
+0 |
Total Volume and Open Interest |
1,107 |
10,162 |
+30 |
Russell 2000(CME) |
Mar08 |
080317 |
651.50 |
660.50 |
647.50 |
652.40 |
-11.95 |
4,839 |
42,141 |
-2,693 |
Jun08 |
080317 |
643.00 |
660.50 |
643.00 |
651.30 |
-12.40 |
6,577 |
12,130 |
+3,744 |
Sep08 |
080317 |
652.00 |
652.00 |
652.00 |
652.00 |
-12.40 |
0 |
26 |
+0 |
Total Volume and Open Interest |
11,416 |
54,297 |
+1,051 |
Russell 2000 E-Mini(Globex) |
Mar08 |
080317 |
663.40 |
675.40 |
643.40 |
652.40 |
-12.00 |
207,529 |
469,363 |
-78,059 |
Jun08 |
080317 |
663.00 |
675.40 |
640.10 |
651.30 |
-12.40 |
439,529 |
316,443 |
+95,111 |
Sep08 |
080317 |
646.00 |
652.00 |
646.00 |
652.00 |
-12.40 |
6 |
110 |
+1 |
Total Volume and Open Interest |
647,064 |
785,916 |
+17,053 |
Value Line(KCBT) |
Mar08 |
080312 |
2080.00 |
2080.00 |
2080.00 |
2080.00 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
Nikkei 225(CME) |
Jun08 |
080317 |
12040 |
12045 |
11610 |
11800 |
-465 |
85,445 |
152,722 |
+27,734 |
Sep08 |
080317 |
11990 |
11990 |
11645 |
11720 |
-460 |
14 |
40 |
+0 |
Total Volume and Open Interest |
85,461 |
152,808 |
+27,760 |
Nikkei 225(SGX) |
Jun08 |
080317 |
12040 |
12045 |
11610 |
11800 |
-465 |
85,445 |
152,722 |
+27,734 |
Sep08 |
080317 |
11990 |
11990 |
11645 |
11720 |
-460 |
14 |
40 |
+0 |
Dec08 |
080317 |
11665 |
11665 |
11665 |
11665 |
-460 |
0 |
10 |
+0 |
Total Volume and Open Interest |
85,461 |
152,808 |
+27,760 |
CAC 40(EURONEXT) |
Mar08 |
080317 |
4493.5 |
4513.5 |
4417.5 |
4434.0 |
-161.5 |
272,919 |
641,305 |
+26,652 |
Apr08 |
080317 |
4500.0 |
4522.0 |
4427.5 |
4443.0 |
-162.5 |
10,119 |
33,440 |
+8,812 |
May08 |
080317 |
4434.5 |
4440.0 |
4395.5 |
4395.5 |
-162.0 |
16 |
884 |
-7 |
Total Volume and Open Interest |
287,098 |
686,014 |
+38,725 |
Hang Seng Index(HKFE) |
Mar08 |
080317 |
21300 |
21385 |
20900 |
21336 |
-796 |
8,622 |
51,203 |
+9,979 |
Apr08 |
080317 |
21500 |
21500 |
20911 |
21303 |
-806 |
68 |
99 |
+52 |
Total Volume and Open Interest |
8,759 |
52,122 |
+10,326 |
DAX(EUREX) |
Mar08 |
080317 |
6275.5 |
6317.5 |
6174.0 |
6194.5 |
-275.0 |
309,816 |
205,899 |
-1,408 |
Jun08 |
080317 |
6340.5 |
6385.5 |
6245.0 |
6264.5 |
-277.5 |
16,011 |
53,193 |
+8,619 |
Sep08 |
080317 |
6428.5 |
6445.0 |
6306.5 |
6324.5 |
-283.0 |
1,994 |
5,934 |
+155 |
Total Volume and Open Interest |
327,821 |
265,026 |
+7,366 |
FT-SE 100(EURONEXT) |
Mar08 |
080317 |
5504.50 |
5633.00 |
5410.50 |
5430.00 |
-209.50 |
249,395 |
450,491 |
+3,020 |
Jun08 |
080317 |
5528.00 |
5549.00 |
5424.50 |
5444.00 |
-210.50 |
66,861 |
166,594 |
+48,773 |
Sep08 |
080317 |
5537.50 |
5537.50 |
5455.00 |
5455.00 |
-215.50 |
8 |
2,203 |
+2 |
Total Volume and Open Interest |
316,264 |
621,388 |
+51,795 |
SPI 200(SFE) |
Mar08 |
080317 |
5110.0 |
5191.0 |
5039.0 |
5115.0 |
-45.0 |
34,342 |
331,569 |
+8,352 |
Jun08 |
080317 |
5164.0 |
5235.0 |
5090.0 |
5166.0 |
-44.0 |
14,881 |
29,645 |
+12,686 |
Sep08 |
080317 |
5135.0 |
5170.0 |
5110.0 |
5170.0 |
-44.0 |
0 |
1,668 |
+0 |
Total Volume and Open Interest |
49,223 |
363,862 |
+21,168 |
GSCI(CME) |
Apr08 |
080317 |
43.64 |
43.64 |
20.64 |
23.64 |
-32.50 |
1,240 |
16,420 |
+935 |
May08 |
080317 |
19.64 |
19.64 |
19.64 |
19.64 |
-33.00 |
|
|
|
Jun08 |
080317 |
22.14 |
22.14 |
22.14 |
22.14 |
|
|
|
|
RJ/CRB Index(ICE) |
Apr08 |
080317 |
570.75 |
570.75 |
537.50 |
537.50 |
-24.50 |
95 |
328 |
-15 |
Jun08 |
080317 |
571.00 |
571.00 |
543.50 |
543.50 |
-25.00 |
27 |
413 |
+0 |
Aug08 |
080317 |
583.75 |
583.75 |
549.50 |
549.50 |
-25.50 |
56 |
384 |
+19 |
Total Volume and Open Interest |
178 |
1,130 |
+4 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|