|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Wed March 19, 2008 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| May08 |
080319 |
1268.00 |
1268.00 |
1257.00 |
1257.00 |
-50.00 |
14,054 |
212,617 |
-9,457 |
| Jul08 |
080319 |
1288.00 |
1288.00 |
1272.00 |
1272.00 |
-50.00 |
6,237 |
111,745 |
-1,222 |
| Aug08 |
080319 |
1275.00 |
1275.00 |
1266.00 |
1266.00 |
-50.00 |
732 |
9,460 |
-11 |
| Sep08 |
080319 |
1240.00 |
1240.00 |
1240.00 |
1240.00 |
-50.00 |
252 |
7,396 |
+49 |
| Nov08 |
080319 |
1192.00 |
1194.00 |
1190.00 |
1190.00 |
-50.00 |
5,426 |
142,203 |
+4,866 |
| Jan09 |
080319 |
1201.00 |
1203.00 |
1201.00 |
1201.00 |
-50.00 |
172 |
10,742 |
+160 |
| Mar09 |
080319 |
1212.00 |
1212.00 |
1212.00 |
1212.00 |
-50.00 |
154 |
4,711 |
+67 |
| Total Volume and Open Interest |
27,398 |
537,298 |
-6,011 |
| Soybean Meal(CBOT) |
| May08 |
080319 |
325.00 |
325.00 |
310.50 |
310.70 |
-19.80 |
7,405 |
68,907 |
-3,256 |
| Jul08 |
080319 |
325.50 |
326.00 |
315.70 |
315.70 |
-20.00 |
6,006 |
51,830 |
+697 |
| Aug08 |
080319 |
325.50 |
325.50 |
315.20 |
315.20 |
-20.00 |
1,761 |
14,877 |
+740 |
| Sep08 |
080319 |
320.00 |
320.00 |
305.00 |
305.00 |
-17.50 |
524 |
10,085 |
-16 |
| Oct08 |
080319 |
299.00 |
299.00 |
286.50 |
286.50 |
-20.00 |
305 |
11,966 |
-82 |
| Dec08 |
080319 |
295.50 |
295.50 |
285.50 |
285.50 |
-20.00 |
2,779 |
50,444 |
+397 |
| Jan09 |
080319 |
295.50 |
297.00 |
287.50 |
287.50 |
-20.00 |
13 |
2,850 |
+9 |
| Mar09 |
080319 |
297.00 |
301.00 |
293.00 |
293.00 |
-20.00 |
162 |
2,456 |
+15 |
| Total Volume and Open Interest |
19,069 |
219,643 |
-1,606 |
| Soybean Oil(CBOT) |
| May08 |
080319 |
56.85 |
56.85 |
56.40 |
56.40 |
-2.00 |
11,852 |
123,722 |
-2,622 |
| Jul08 |
080319 |
57.14 |
57.40 |
57.14 |
57.14 |
-2.00 |
5,303 |
67,008 |
+173 |
| Aug08 |
080319 |
57.38 |
57.50 |
57.38 |
57.38 |
-2.00 |
1,187 |
10,900 |
+704 |
| Sep08 |
080319 |
57.50 |
57.50 |
57.50 |
57.50 |
-2.00 |
711 |
8,646 |
+45 |
| Oct08 |
080319 |
57.75 |
58.00 |
57.45 |
57.45 |
-2.00 |
373 |
8,479 |
+336 |
| Dec08 |
080319 |
57.83 |
58.15 |
57.83 |
57.83 |
-2.00 |
1,775 |
53,697 |
-885 |
| Jan09 |
080319 |
58.10 |
58.10 |
57.80 |
57.80 |
-2.00 |
68 |
2,065 |
-6 |
| Mar09 |
080319 |
58.20 |
58.20 |
58.10 |
58.10 |
-2.00 |
119 |
3,347 |
+123 |
| Total Volume and Open Interest |
21,561 |
282,757 |
-2,005 |
| Canola(WCE) |
| Mar08 |
080314 |
631.7 |
631.7 |
631.7 |
631.7 |
+623.9 |
0 |
98 |
+0 |
| May08 |
080319 |
616.0 |
616.0 |
575.2 |
583.6 |
-35.7 |
8,165 |
69,942 |
-1,097 |
| Jul08 |
080319 |
620.3 |
624.2 |
587.0 |
595.1 |
-36.7 |
6,373 |
26,085 |
-1,592 |
| Total Volume and Open Interest |
17,630 |
165,733 |
-1,750 |
| Corn(CBOT) |
| May08 |
080319 |
531.00 |
535.00 |
527.25 |
527.25 |
-20.00 |
10,774 |
493,497 |
-3,850 |
| Jul08 |
080319 |
544.50 |
547.00 |
539.25 |
539.25 |
-20.00 |
4,420 |
294,877 |
+4,228 |
| Sep08 |
080319 |
541.50 |
546.50 |
541.50 |
541.50 |
-20.00 |
174 |
66,962 |
+876 |
| Dec08 |
080319 |
544.00 |
547.50 |
541.25 |
541.25 |
-20.00 |
5,241 |
411,895 |
+1,098 |
| Mar09 |
080319 |
549.25 |
554.50 |
549.25 |
549.25 |
-20.00 |
159 |
40,958 |
+316 |
| May09 |
080319 |
555.25 |
558.00 |
552.00 |
552.00 |
-20.00 |
7 |
3,917 |
+11 |
| Total Volume and Open Interest |
21,060 |
1,423,719 |
+2,942 |
| Wheat(CBOT) |
| May08 |
080319 |
1135.00 |
1137.00 |
1074.00 |
1074.00 |
-90.00 |
3,023 |
155,172 |
-2,407 |
| Jul08 |
080319 |
1109.00 |
1109.00 |
1048.00 |
1048.00 |
-90.00 |
2,106 |
127,984 |
-3,396 |
| Sep08 |
080319 |
1115.00 |
1115.00 |
1055.00 |
1055.00 |
-90.00 |
447 |
27,452 |
-446 |
| Dec08 |
080319 |
1114.00 |
1119.00 |
1064.00 |
1064.00 |
-90.00 |
270 |
63,799 |
+245 |
| Mar09 |
080319 |
1072.00 |
1072.00 |
1072.00 |
1072.00 |
-90.00 |
2 |
1,934 |
+23 |
| Total Volume and Open Interest |
5,911 |
406,472 |
-5,926 |
| Wheat(KCBT) |
| May08 |
080319 |
1185.00 |
1185.00 |
1123.00 |
1123.00 |
-90.00 |
4,395 |
41,704 |
-648 |
| Jul08 |
080319 |
1155.00 |
1155.00 |
1088.00 |
1094.50 |
-80.75 |
3,292 |
41,309 |
-145 |
| Sep08 |
080319 |
1152.00 |
1152.00 |
1093.00 |
1096.00 |
-77.00 |
809 |
8,622 |
+46 |
| Dec08 |
080319 |
1142.00 |
1146.00 |
1098.00 |
1103.75 |
-71.25 |
751 |
11,954 |
+140 |
| Mar09 |
080319 |
1105.00 |
1105.00 |
1105.00 |
1105.00 |
-74.25 |
0 |
455 |
+0 |
| Total Volume and Open Interest |
9,350 |
112,312 |
-590 |
| Wheat(MGE) |
| Mar08 |
080314 |
1720.00 |
1730.00 |
1720.00 |
1730.00 |
-70.00 |
1 |
6 |
-1 |
| May08 |
080319 |
1390.00 |
1390.00 |
1325.00 |
1340.00 |
-70.00 |
1,205 |
10,840 |
-124 |
| Jul08 |
080319 |
1250.00 |
1260.00 |
1170.00 |
1170.00 |
-90.00 |
1,140 |
8,061 |
-210 |
| Sep08 |
080319 |
1160.00 |
1160.00 |
1090.00 |
1094.00 |
-79.00 |
941 |
15,777 |
+124 |
| Dec08 |
080319 |
1150.00 |
1150.00 |
1091.00 |
1092.00 |
-78.00 |
838 |
13,509 |
+112 |
| Total Volume and Open Interest |
4,197 |
49,744 |
-93 |
| Oats(CBOT) |
| May08 |
080319 |
368.00 |
368.25 |
358.00 |
358.00 |
-20.00 |
346 |
9,126 |
-255 |
| Jul08 |
080319 |
372.00 |
372.00 |
367.00 |
367.00 |
-20.00 |
76 |
1,869 |
+63 |
| Sep08 |
080319 |
378.00 |
378.00 |
378.00 |
378.00 |
-20.00 |
1 |
380 |
-3 |
| Dec08 |
080319 |
408.00 |
408.00 |
386.00 |
386.00 |
-20.00 |
153 |
3,216 |
+48 |
| Total Volume and Open Interest |
576 |
14,638 |
-147 |
| Rough Rice(CBOT) |
| Mar08 |
080314 |
18.30 |
18.30 |
18.30 |
18.30 |
-0.70 |
0 |
4 |
+0 |
| May08 |
080319 |
18.65 |
18.65 |
17.95 |
18.02 |
-0.41 |
8 |
11,617 |
+18 |
| Jul08 |
080319 |
18.71 |
18.77 |
18.25 |
18.30 |
-0.42 |
10 |
1,882 |
+4 |
| Sep08 |
080319 |
16.35 |
16.35 |
16.35 |
16.35 |
-0.37 |
12 |
3,587 |
-8 |
| Total Volume and Open Interest |
44 |
20,118 |
-1 |
| Live Cattle(CME) |
| Apr08 |
080319 |
90.550 |
90.750 |
89.600 |
89.635 |
-1.315 |
15,661 |
52,451 |
-4,787 |
| Jun08 |
080319 |
91.150 |
91.250 |
89.800 |
89.950 |
-1.550 |
13,698 |
125,764 |
+611 |
| Aug08 |
080319 |
94.450 |
94.650 |
93.750 |
93.980 |
-0.905 |
6,010 |
44,526 |
+642 |
| Oct08 |
080319 |
99.950 |
100.000 |
98.900 |
98.930 |
-1.455 |
2,220 |
24,797 |
+416 |
| Dec08 |
080319 |
102.000 |
102.000 |
100.750 |
101.135 |
-1.650 |
1,070 |
13,433 |
+33 |
| Feb09 |
080319 |
104.500 |
104.500 |
103.000 |
103.100 |
-1.850 |
260 |
8,613 |
+40 |
| Total Volume and Open Interest |
39,053 |
272,674 |
-2,966 |
| Feeder Cattle(CME) |
| Mar08 |
080319 |
99.500 |
99.500 |
99.250 |
99.350 |
-0.100 |
392 |
0 |
-2,032 |
| Apr08 |
080319 |
102.300 |
102.550 |
101.700 |
102.150 |
-0.385 |
1,426 |
0 |
-8,395 |
| May08 |
080319 |
105.250 |
105.300 |
104.200 |
104.950 |
-0.685 |
1,686 |
0 |
-17,789 |
| Aug08 |
080319 |
109.400 |
109.400 |
108.200 |
108.830 |
-0.500 |
524 |
0 |
-7,587 |
| Sep08 |
080319 |
109.400 |
109.600 |
109.150 |
109.500 |
-0.450 |
297 |
0 |
-1,261 |
| Oct08 |
080319 |
109.400 |
109.800 |
109.350 |
109.800 |
-0.200 |
37 |
0 |
-743 |
| Nov08 |
080319 |
109.000 |
109.300 |
108.900 |
109.200 |
-0.800 |
26 |
0 |
-446 |
| Total Volume and Open Interest |
4,407 |
|
|
| Lean Hogs(CME) |
| Apr08 |
080319 |
54.950 |
55.500 |
54.700 |
54.950 |
-0.630 |
11,583 |
36,914 |
-2,371 |
| May08 |
080319 |
65.750 |
67.200 |
65.500 |
66.850 |
+0.170 |
271 |
3,342 |
+20 |
| Jun08 |
080319 |
70.900 |
71.550 |
70.150 |
71.135 |
-0.465 |
13,582 |
77,396 |
+2,544 |
| Jul08 |
080319 |
74.550 |
74.800 |
73.450 |
74.700 |
-0.700 |
2,758 |
27,468 |
+586 |
| Aug08 |
080319 |
74.550 |
75.150 |
73.800 |
75.000 |
-0.330 |
2,659 |
23,851 |
+591 |
| Oct08 |
080319 |
69.850 |
70.300 |
69.200 |
70.225 |
-0.475 |
1,376 |
17,032 |
+151 |
| Dec08 |
080319 |
73.500 |
73.800 |
73.000 |
73.600 |
-0.535 |
1,417 |
22,434 |
+537 |
| Feb09 |
080319 |
76.750 |
77.700 |
76.400 |
77.400 |
-0.600 |
253 |
9,506 |
+79 |
| Total Volume and Open Interest |
33,954 |
218,572 |
+2,157 |
| Pork Bellies(CME) |
| Mar08 |
080319 |
74.000 |
76.000 |
74.000 |
74.000 |
-1.700 |
20 |
1 |
-10 |
| May08 |
080319 |
75.000 |
75.700 |
73.650 |
74.550 |
-1.985 |
206 |
1,131 |
-28 |
| Jul08 |
080319 |
76.900 |
77.100 |
75.000 |
75.550 |
-2.000 |
22 |
437 |
+4 |
| Aug08 |
080319 |
77.500 |
77.500 |
76.785 |
76.785 |
-1.815 |
53 |
214 |
+33 |
| Feb09 |
080319 |
90.500 |
90.500 |
90.500 |
90.500 |
-1.500 |
|
|
|
| Total Volume and Open Interest |
301 |
1,783 |
-1 |
| Class III Milk(CME) |
| Mar08 |
080319 |
17.98 |
17.98 |
17.98 |
17.98 |
unch |
73 |
3,639 |
-88 |
| Apr08 |
080319 |
16.75 |
16.75 |
16.75 |
16.75 |
+0.01 |
141 |
4,084 |
-10 |
| May08 |
080319 |
17.00 |
17.00 |
17.00 |
17.00 |
unch |
181 |
3,551 |
+39 |
| Jun08 |
080319 |
17.10 |
17.10 |
17.07 |
17.07 |
+0.02 |
72 |
2,866 |
+19 |
| Jul08 |
080319 |
17.12 |
17.12 |
17.12 |
17.12 |
unch |
77 |
2,176 |
+4 |
| Total Volume and Open Interest |
959 |
29,401 |
+85 |
| Cocoa(ICE) |
| May08 |
080319 |
2657 |
2760 |
2419 |
2430 |
-249 |
13,487 |
79,297 |
-4,794 |
| Jul08 |
080319 |
2680 |
2770 |
2443 |
2448 |
-247 |
3,500 |
33,682 |
+413 |
| Sep08 |
080319 |
2751 |
2770 |
2436 |
2447 |
-250 |
1,455 |
17,490 |
+211 |
| Dec08 |
080319 |
2740 |
2755 |
2398 |
2398 |
-294 |
480 |
22,935 |
-193 |
| Mar09 |
080319 |
2708 |
2719 |
2414 |
2414 |
-180 |
249 |
7,965 |
+194 |
| May09 |
080319 |
2712 |
2732 |
2513 |
2513 |
-86 |
49 |
2,371 |
+8 |
| Jul09 |
080319 |
2676 |
2750 |
2520 |
2520 |
-85 |
36 |
2,160 |
+0 |
| Total Volume and Open Interest |
19,256 |
167,393 |
-4,161 |
| Coffee "C"(ICE) |
| Mar08 |
080319 |
135.80 |
134.55 |
133.95 |
135.80 |
unch |
37 |
22 |
-19 |
| May08 |
080319 |
138.05 |
139.20 |
130.60 |
132.75 |
-5.05 |
16,705 |
102,838 |
-1,394 |
| Jul08 |
080319 |
140.75 |
141.60 |
133.10 |
135.05 |
-5.40 |
6,073 |
32,436 |
+962 |
| Sep08 |
080319 |
143.20 |
143.90 |
135.50 |
137.50 |
-5.40 |
3,234 |
14,545 |
+423 |
| Dec08 |
080319 |
147.15 |
147.15 |
138.95 |
140.50 |
-5.35 |
1,778 |
14,342 |
+64 |
| Mar09 |
080319 |
150.00 |
150.00 |
142.75 |
143.75 |
-4.80 |
581 |
7,144 |
+153 |
| Total Volume and Open Interest |
28,725 |
176,631 |
+156 |
| Orange Juice(ICE) |
| May08 |
080319 |
117.95 |
117.95 |
111.50 |
117.20 |
+0.70 |
818 |
19,748 |
-203 |
| Jul08 |
080319 |
119.80 |
122.50 |
119.55 |
119.70 |
-0.70 |
237 |
5,004 |
+48 |
| Sep08 |
080319 |
124.10 |
125.20 |
123.10 |
123.20 |
-1.40 |
33 |
1,785 |
+0 |
| Nov08 |
080319 |
127.00 |
128.90 |
126.65 |
126.65 |
-0.85 |
48 |
1,086 |
+13 |
| Jan09 |
080319 |
130.00 |
130.55 |
128.90 |
130.35 |
-1.50 |
7 |
1,216 |
+6 |
| Mar09 |
080319 |
134.15 |
134.15 |
132.70 |
132.70 |
-1.45 |
0 |
131 |
+0 |
| Total Volume and Open Interest |
1,143 |
28,982 |
-136 |
| Sugar #11(ICE) |
| May08 |
080319 |
12.30 |
12.30 |
11.52 |
11.69 |
-0.61 |
43,816 |
365,476 |
-5,117 |
| Jul08 |
080319 |
12.59 |
12.59 |
11.88 |
12.04 |
-0.57 |
18,078 |
214,714 |
+1,558 |
| Oct08 |
080319 |
12.91 |
12.98 |
12.29 |
12.44 |
-0.57 |
9,544 |
156,121 |
+565 |
| Mar09 |
080319 |
13.49 |
13.50 |
12.80 |
12.97 |
-0.64 |
5,605 |
83,797 |
-1,184 |
| May09 |
080319 |
13.47 |
13.50 |
12.85 |
12.98 |
-0.60 |
1,555 |
55,089 |
-134 |
| Total Volume and Open Interest |
82,383 |
969,316 |
-4,059 |
| Sugar #14(ICE) |
| May08 |
080319 |
20.40 |
20.50 |
20.40 |
20.50 |
unch |
851 |
2,330 |
-685 |
| Jul08 |
080319 |
20.45 |
20.45 |
20.44 |
20.44 |
-0.06 |
204 |
2,210 |
+200 |
| Sep08 |
080319 |
20.40 |
20.50 |
20.40 |
20.50 |
unch |
0 |
1,476 |
+0 |
| Nov08 |
080319 |
20.90 |
21.10 |
20.90 |
21.10 |
+0.02 |
0 |
813 |
+0 |
| Jan09 |
080319 |
21.08 |
21.08 |
21.08 |
21.08 |
+0.08 |
0 |
459 |
+0 |
| Total Volume and Open Interest |
1,055 |
8,015 |
-485 |
| London Cocoa(LCE) |
| May08 |
080319 |
1429 |
1464 |
1333 |
1334 |
-81 |
12,933 |
57,742 |
-1,913 |
| Jul08 |
080319 |
1479 |
1511 |
1360 |
1361 |
-99 |
5,326 |
67,963 |
-410 |
| Sep08 |
080319 |
1391 |
1420 |
1311 |
1311 |
-70 |
903 |
39,316 |
+306 |
| Dec08 |
080319 |
1386 |
1409 |
1301 |
1301 |
-77 |
818 |
42,282 |
-332 |
| Mar09 |
080319 |
1370 |
1397 |
1280 |
1280 |
-75 |
285 |
19,560 |
+83 |
| May09 |
080319 |
1388 |
1393 |
1285 |
1285 |
-75 |
0 |
2,849 |
+0 |
| Jul09 |
080319 |
1385 |
1418 |
1295 |
1295 |
-76 |
35 |
2,329 |
+22 |
| Total Volume and Open Interest |
20,300 |
233,191 |
-2,244 |
| London Coffee(LCE) |
| Mar08 |
080319 |
2475.00 |
2485.00 |
2443.00 |
2485.00 |
+51.00 |
8 |
1,729 |
-31 |
| May08 |
080319 |
2444.00 |
2530.00 |
2435.00 |
2485.00 |
+41.00 |
8,409 |
94,054 |
+91 |
| Jul08 |
080319 |
2450.00 |
2510.00 |
2315.00 |
2345.00 |
-100.00 |
4,086 |
61,832 |
+1,078 |
| Sep08 |
080319 |
2479.00 |
2507.00 |
2298.00 |
2335.00 |
-111.00 |
892 |
20,391 |
-94 |
| Nov08 |
080319 |
2440.00 |
2475.00 |
2290.00 |
2290.00 |
-111.00 |
201 |
4,905 |
+124 |
| Jan09 |
080319 |
2390.00 |
2444.00 |
2213.00 |
2218.00 |
-138.00 |
12 |
5,174 |
+2 |
| Total Volume and Open Interest |
13,608 |
188,085 |
+1,170 |
| London Sugar(LCE) |
| May08 |
080319 |
335.00 |
336.50 |
320.70 |
324.60 |
-13.70 |
5,027 |
27,339 |
-651 |
| Aug08 |
080319 |
341.10 |
342.50 |
300.00 |
332.90 |
-13.10 |
1,830 |
11,730 |
-7 |
| Oct08 |
080319 |
348.40 |
348.40 |
303.10 |
341.80 |
-12.90 |
358 |
8,205 |
-240 |
| Dec08 |
080319 |
354.00 |
355.00 |
345.30 |
348.60 |
-12.40 |
154 |
3,350 |
-61 |
| Mar09 |
080319 |
361.70 |
361.70 |
353.00 |
355.00 |
-12.00 |
48 |
5,627 |
-1 |
| Total Volume and Open Interest |
7,759 |
63,190 |
-736 |
| Cotton(ICE) |
| May08 |
080319 |
75.02 |
76.22 |
72.02 |
72.02 |
-2.83 |
20,879 |
133,730 |
-1,532 |
| Jul08 |
080319 |
76.95 |
78.35 |
74.23 |
74.23 |
-2.77 |
8,621 |
53,319 |
-1,408 |
| Oct08 |
080319 |
79.59 |
79.88 |
77.43 |
77.43 |
-3.00 |
14 |
2,341 |
-1 |
| Dec08 |
080319 |
83.34 |
83.84 |
79.34 |
79.34 |
-2.96 |
11,053 |
87,520 |
+1,406 |
| Mar09 |
080319 |
84.50 |
84.50 |
82.01 |
82.01 |
-3.00 |
236 |
7,648 |
-1 |
| May09 |
080319 |
84.58 |
84.58 |
82.91 |
82.91 |
-3.00 |
3 |
561 |
-1 |
| Total Volume and Open Interest |
40,889 |
290,193 |
-1,575 |
| Lumber(CME) |
| May08 |
080319 |
222.9 |
225.0 |
220.2 |
221.6 |
+0.3 |
476 |
0 |
-9,470 |
| Jul08 |
080319 |
245.0 |
247.0 |
243.7 |
245.9 |
+0.5 |
117 |
0 |
-2,173 |
| Sep08 |
080319 |
259.9 |
259.9 |
256.0 |
257.8 |
-2.1 |
11 |
0 |
-1,133 |
| Nov08 |
080319 |
253.4 |
253.5 |
249.6 |
250.3 |
-1.0 |
4 |
0 |
-372 |
| Total Volume and Open Interest |
609 |
|
|
| Crude Oil(NYM) |
| Apr08 |
080319 |
106.80 |
107.00 |
103.00 |
104.48 |
-4.94 |
187,052 |
34,162 |
-39,726 |
| May08 |
080319 |
105.55 |
106.40 |
102.26 |
102.54 |
-5.96 |
317,657 |
383,196 |
+12,167 |
| Jun08 |
080319 |
104.45 |
104.75 |
101.63 |
101.63 |
-5.72 |
98,344 |
159,570 |
-132 |
| Jul08 |
080319 |
103.05 |
103.05 |
100.79 |
100.79 |
-5.60 |
19,754 |
60,148 |
+491 |
| Aug08 |
080319 |
102.80 |
102.80 |
100.10 |
100.10 |
-5.55 |
9,742 |
33,248 |
-128 |
| Sep08 |
080319 |
99.57 |
99.57 |
99.57 |
99.57 |
-5.52 |
7,224 |
48,140 |
-993 |
| Oct08 |
080319 |
99.15 |
99.15 |
99.15 |
99.15 |
-5.48 |
3,503 |
37,803 |
+486 |
| Nov08 |
080319 |
98.78 |
98.78 |
98.78 |
98.78 |
-5.43 |
2,134 |
21,760 |
+31 |
| Dec08 |
080319 |
98.45 |
98.45 |
98.45 |
98.45 |
-5.38 |
28,754 |
205,329 |
+1,328 |
| Jan09 |
080319 |
98.10 |
98.10 |
98.10 |
98.10 |
-5.33 |
1,708 |
24,607 |
-41 |
| Feb09 |
080319 |
97.77 |
97.77 |
97.77 |
97.77 |
-5.29 |
1,371 |
13,378 |
+175 |
| Mar09 |
080319 |
97.47 |
97.47 |
97.47 |
97.47 |
-5.26 |
401 |
12,084 |
-19 |
| Apr09 |
080319 |
97.22 |
97.22 |
97.22 |
97.22 |
-5.23 |
80 |
8,766 |
+80 |
| May09 |
080319 |
96.98 |
96.98 |
96.98 |
96.98 |
-5.20 |
1 |
17,938 |
-2 |
| Jun09 |
080319 |
96.78 |
96.78 |
96.78 |
96.78 |
-5.17 |
857 |
29,904 |
+1,305 |
| Jul09 |
080319 |
96.61 |
96.61 |
96.61 |
96.61 |
-5.15 |
283 |
7,625 |
+0 |
| Total Volume and Open Interest |
700,116 |
1,407,801 |
-22,652 |
| Heating Oil(NYM) |
| Apr08 |
080319 |
304.50 |
305.40 |
301.30 |
301.67 |
-12.12 |
26,238 |
36,020 |
-3,875 |
| May08 |
080319 |
298.30 |
298.80 |
294.65 |
294.65 |
-11.80 |
26,999 |
73,396 |
+1,390 |
| Jun08 |
080319 |
295.00 |
295.00 |
288.75 |
290.10 |
-11.45 |
12,878 |
36,186 |
-558 |
| Jul08 |
080319 |
294.00 |
294.00 |
289.60 |
289.60 |
-11.45 |
4,495 |
14,682 |
+643 |
| Aug08 |
080319 |
295.00 |
295.00 |
289.85 |
289.85 |
-11.25 |
1,721 |
7,470 |
+102 |
| Sep08 |
080319 |
290.40 |
290.40 |
290.40 |
290.40 |
-11.10 |
2,967 |
10,271 |
-398 |
| Oct08 |
080319 |
291.15 |
291.15 |
291.15 |
291.15 |
-10.95 |
1,364 |
3,418 |
+637 |
| Nov08 |
080319 |
292.25 |
292.25 |
292.25 |
292.25 |
-10.95 |
2,315 |
3,329 |
-1,287 |
| Dec08 |
080319 |
293.35 |
293.35 |
293.35 |
293.35 |
-10.95 |
3,320 |
21,826 |
+130 |
| Jan09 |
080319 |
295.00 |
295.00 |
293.65 |
293.65 |
-10.95 |
268 |
6,867 |
-33 |
| Feb09 |
080319 |
294.50 |
294.50 |
291.90 |
291.90 |
-10.85 |
56 |
1,245 |
+16 |
| Mar09 |
080319 |
287.95 |
287.95 |
287.95 |
287.95 |
-10.80 |
4 |
1,575 |
+3 |
| Total Volume and Open Interest |
84,103 |
227,500 |
-5,156 |
| Gasoline(NYMEX) |
| Apr08 |
080319 |
264.00 |
265.63 |
253.26 |
256.03 |
-9.97 |
49,257 |
45,153 |
-6,390 |
| May08 |
080319 |
266.19 |
267.43 |
255.15 |
257.55 |
-10.09 |
34,639 |
75,435 |
+284 |
| Jun08 |
080319 |
267.09 |
267.72 |
256.04 |
258.30 |
-10.39 |
16,852 |
41,215 |
-43 |
| Jul08 |
080319 |
264.25 |
267.66 |
256.92 |
258.20 |
-10.64 |
6,302 |
20,218 |
+118 |
| Aug08 |
080319 |
263.00 |
263.50 |
256.00 |
257.20 |
-10.89 |
3,542 |
10,965 |
+168 |
| Sep08 |
080319 |
263.24 |
263.24 |
253.75 |
255.20 |
-11.39 |
3,188 |
11,166 |
-628 |
| Oct08 |
080319 |
247.97 |
247.97 |
243.40 |
243.40 |
-11.99 |
1,927 |
9,758 |
+269 |
| Nov08 |
080319 |
245.97 |
245.97 |
241.26 |
241.50 |
-12.19 |
1,441 |
4,216 |
+351 |
| Dec08 |
080319 |
245.89 |
247.03 |
239.02 |
240.85 |
-12.59 |
2,859 |
12,392 |
+459 |
| Jan09 |
080319 |
246.25 |
246.25 |
241.80 |
242.15 |
-12.64 |
365 |
4,048 |
+134 |
| Total Volume and Open Interest |
122,000 |
251,788 |
-5,054 |
| e-MiNY RBOB Gasoline(NYMEX) |
| Apr08 |
080319 |
261.70 |
261.70 |
256.03 |
256.03 |
-9.97 |
4 |
23 |
+0 |
| May08 |
080319 |
263.30 |
263.30 |
257.55 |
257.55 |
-10.09 |
0 |
5 |
+0 |
| Jun08 |
080319 |
258.30 |
258.30 |
258.30 |
258.30 |
-10.39 |
0 |
3 |
+0 |
| Jul08 |
080319 |
258.20 |
258.20 |
258.20 |
258.20 |
-10.64 |
|
|
|
| Total Volume and Open Interest |
4 |
32 |
+0 |
| Natural Gas(NYM) |
| Apr08 |
080319 |
9.225 |
9.290 |
8.990 |
9.024 |
-0.390 |
75,014 |
63,409 |
-17,231 |
| May08 |
080319 |
9.320 |
9.350 |
9.112 |
9.112 |
-0.392 |
26,256 |
149,649 |
+106 |
| Jun08 |
080319 |
9.435 |
9.435 |
9.185 |
9.195 |
-0.385 |
10,287 |
42,274 |
-171 |
| Jul08 |
080319 |
9.535 |
9.535 |
9.296 |
9.296 |
-0.383 |
4,539 |
38,467 |
+912 |
| Aug08 |
080319 |
9.595 |
9.595 |
9.355 |
9.355 |
-0.382 |
2,393 |
27,700 |
+655 |
| Sep08 |
080319 |
9.605 |
9.605 |
9.361 |
9.361 |
-0.380 |
1,133 |
20,618 |
-30 |
| Oct08 |
080319 |
9.670 |
9.670 |
9.427 |
9.427 |
-0.379 |
4,270 |
61,723 |
-112 |
| Nov08 |
080319 |
9.672 |
9.672 |
9.672 |
9.672 |
-0.364 |
1,006 |
30,763 |
-32 |
| Dec08 |
080319 |
10.012 |
10.012 |
10.012 |
10.012 |
-0.344 |
894 |
36,389 |
+221 |
| Jan09 |
080319 |
10.222 |
10.222 |
10.222 |
10.222 |
-0.339 |
2,368 |
56,832 |
+58 |
| Feb09 |
080319 |
10.187 |
10.187 |
10.187 |
10.187 |
-0.334 |
518 |
12,885 |
-32 |
| Mar09 |
080319 |
10.020 |
10.060 |
9.952 |
9.952 |
-0.334 |
1,578 |
45,385 |
-106 |
| Apr09 |
080319 |
8.640 |
8.640 |
8.507 |
8.507 |
-0.304 |
2,014 |
35,284 |
+440 |
| May09 |
080319 |
8.362 |
8.362 |
8.362 |
8.362 |
-0.289 |
196 |
26,038 |
-2,438 |
| Jun09 |
080319 |
8.412 |
8.412 |
8.412 |
8.412 |
-0.289 |
180 |
13,999 |
-61 |
| Jul09 |
080319 |
8.600 |
8.680 |
8.487 |
8.487 |
-0.284 |
284 |
10,405 |
+13 |
| Total Volume and Open Interest |
135,043 |
894,617 |
-17,738 |
| Brent Crude Oil(ICE) |
| May08 |
080319 |
104.93 |
105.10 |
100.16 |
100.72 |
-4.84 |
122,963 |
0 |
-139,915 |
| Jun08 |
080319 |
104.55 |
104.80 |
99.96 |
100.49 |
-4.81 |
66,656 |
0 |
-131,014 |
| Jul08 |
080319 |
104.00 |
104.50 |
99.74 |
100.23 |
-4.80 |
21,978 |
0 |
-47,178 |
| Aug08 |
080319 |
103.98 |
104.26 |
99.58 |
99.94 |
-4.80 |
7,362 |
0 |
-21,968 |
| Sep08 |
080319 |
103.75 |
103.86 |
99.47 |
99.70 |
-4.77 |
4,334 |
0 |
-18,139 |
| Oct08 |
080319 |
103.57 |
103.73 |
99.16 |
99.50 |
-4.73 |
2,118 |
0 |
-12,764 |
| Nov08 |
080319 |
103.32 |
103.32 |
98.94 |
99.29 |
-4.69 |
2,624 |
0 |
-9,377 |
| Dec08 |
080319 |
103.01 |
103.04 |
98.62 |
99.05 |
-4.68 |
14,836 |
0 |
-58,054 |
| Jan09 |
080319 |
101.15 |
101.15 |
98.83 |
98.83 |
-4.66 |
1,035 |
0 |
-13,199 |
| Feb09 |
080319 |
102.54 |
102.54 |
98.62 |
98.62 |
-4.62 |
436 |
0 |
-7,123 |
| Mar09 |
080319 |
98.41 |
98.41 |
98.41 |
98.41 |
-4.57 |
1 |
0 |
-4,913 |
| Apr09 |
080319 |
98.20 |
98.20 |
98.20 |
98.20 |
-4.53 |
|
|
|
| May09 |
080319 |
98.00 |
98.00 |
98.00 |
98.00 |
-4.49 |
|
|
|
| Jun09 |
080319 |
100.48 |
100.48 |
97.81 |
97.81 |
-4.45 |
398 |
0 |
-12,716 |
| Total Volume and Open Interest |
247,665 |
|
|
| Gas Oil(ICE) |
| Apr08 |
080319 |
980.00 |
982.00 |
942.00 |
957.00 |
-18.25 |
43,373 |
65,043 |
+990 |
| May08 |
080319 |
965.00 |
968.00 |
929.75 |
944.00 |
-16.75 |
37,856 |
57,792 |
+1,742 |
| Jun08 |
080319 |
948.00 |
957.00 |
919.50 |
933.25 |
-15.75 |
20,404 |
31,214 |
+479 |
| Jul08 |
080319 |
950.50 |
950.50 |
914.00 |
927.50 |
-15.00 |
3,824 |
14,029 |
+610 |
| Aug08 |
080319 |
942.50 |
942.50 |
912.00 |
925.75 |
-14.25 |
1,657 |
9,194 |
-72 |
| Sep08 |
080319 |
937.00 |
938.75 |
911.50 |
925.75 |
-13.50 |
1,510 |
10,790 |
+479 |
| Oct08 |
080319 |
934.50 |
935.00 |
914.75 |
924.00 |
-13.00 |
629 |
6,153 |
+96 |
| Nov08 |
080319 |
929.00 |
929.00 |
912.00 |
921.25 |
-12.75 |
570 |
7,085 |
-59 |
| Dec08 |
080319 |
937.00 |
937.00 |
905.00 |
918.50 |
-12.50 |
3,719 |
28,233 |
+1,758 |
| Jan09 |
080319 |
921.75 |
921.75 |
908.25 |
916.50 |
-12.25 |
719 |
10,052 |
+108 |
| Total Volume and Open Interest |
114,972 |
264,549 |
+6,769 |
| US Dollar Index(ICE) |
| Jun08 |
080319 |
72.345 |
72.735 |
71.700 |
72.620 |
+0.470 |
5,147 |
40,722 |
-1,916 |
| Sep08 |
080319 |
73.080 |
73.080 |
73.080 |
73.080 |
+0.600 |
13 |
2,627 |
+1 |
| Dec08 |
080319 |
73.315 |
73.465 |
73.300 |
73.465 |
+0.835 |
3 |
562 |
+3 |
| Total Volume and Open Interest |
5,163 |
43,911 |
-9,468 |
| Australian Dollar(CME) |
| Jun08 |
080319 |
92.11 |
92.11 |
90.39 |
90.44 |
-1.22 |
46,154 |
72,009 |
-1,103 |
| Sep08 |
080319 |
89.40 |
89.40 |
89.21 |
89.21 |
-1.19 |
3 |
216 |
+0 |
| Dec08 |
080319 |
88.00 |
88.00 |
88.00 |
88.00 |
-1.17 |
0 |
163 |
+0 |
| Total Volume and Open Interest |
46,157 |
72,466 |
-31,968 |
| British Pound(CME) |
| Jun08 |
080319 |
198.48 |
198.48 |
196.77 |
197.07 |
-3.23 |
28,794 |
82,988 |
-127 |
| Sep08 |
080319 |
195.50 |
195.50 |
195.50 |
195.50 |
-3.16 |
6 |
163 |
-3 |
| Dec08 |
080319 |
194.01 |
194.01 |
194.01 |
194.01 |
-3.08 |
0 |
61 |
+0 |
| Total Volume and Open Interest |
28,800 |
83,249 |
-54,739 |
| Canadian Dollar(CME) |
| Jun08 |
080319 |
100.05 |
100.11 |
98.76 |
98.76 |
-1.89 |
42,439 |
85,908 |
-1,523 |
| Sep08 |
080319 |
98.96 |
98.96 |
98.61 |
98.61 |
-1.91 |
13 |
5,481 |
-6 |
| Dec08 |
080319 |
98.45 |
98.45 |
98.45 |
98.45 |
-1.90 |
4 |
1,889 |
+14 |
| Mar09 |
080319 |
98.27 |
98.27 |
98.27 |
98.27 |
-1.91 |
0 |
454 |
-23 |
| Total Volume and Open Interest |
42,805 |
94,332 |
-34,456 |
| Japanese Yen(CME) |
| Jun08 |
080319 |
101.51 |
101.65 |
100.89 |
100.95 |
-0.37 |
156,696 |
191,912 |
+3,944 |
| Sep08 |
080319 |
101.23 |
101.23 |
101.23 |
101.23 |
-0.36 |
98 |
1,554 |
+111 |
| Dec08 |
080319 |
101.51 |
101.51 |
101.51 |
101.51 |
-0.34 |
1 |
73 |
+0 |
| Total Volume and Open Interest |
156,801 |
193,580 |
-60,038 |
| Swiss Franc(CME) |
| Jun08 |
080319 |
100.53 |
100.53 |
99.80 |
99.89 |
-0.39 |
54,657 |
53,394 |
+3,879 |
| Sep08 |
080319 |
100.15 |
100.15 |
99.77 |
99.77 |
-0.38 |
5 |
908 |
+0 |
| Dec08 |
080319 |
99.63 |
99.63 |
99.63 |
99.63 |
-0.38 |
1 |
58 |
+0 |
| Total Volume and Open Interest |
54,663 |
54,366 |
-41,960 |
| EuroFX(CME) |
| Jun08 |
080319 |
156.48 |
156.50 |
155.35 |
155.44 |
-0.93 |
220,918 |
160,339 |
+3,114 |
| Sep08 |
080319 |
154.61 |
154.61 |
154.61 |
154.61 |
-0.93 |
171 |
1,720 |
+144 |
| Dec08 |
080319 |
153.88 |
153.88 |
153.88 |
153.88 |
-0.93 |
15 |
342 |
+16 |
| Total Volume and Open Interest |
221,104 |
162,474 |
-69,976 |
| Mexican Peso(CME) |
| Apr08 |
080319 |
931.0 |
931.0 |
931.0 |
931.0 |
-3.5 |
|
|
|
| May08 |
080319 |
927.0 |
927.0 |
927.0 |
927.0 |
-3.5 |
|
|
|
| Total Volume and Open Interest |
17,414 |
|
|
| 30-Year T-Bonds(CBOT) |
| Mar08 |
080319 |
120~01 |
121~14 |
120~01 |
121~06 |
+0~18 |
16,248 |
30,270 |
-17,555 |
| Jun08 |
080319 |
118~31 |
120~16 |
118~24 |
120~05 |
+0~24 |
321,297 |
930,601 |
-10,221 |
| Sep08 |
080319 |
118~00 |
118~25 |
117~22 |
118~22 |
+0~23 |
23 |
362 |
-2 |
| Total Volume and Open Interest |
337,570 |
961,306 |
-27,776 |
| 10-Year T-Notes(CBOT) |
| Mar08 |
080319 |
120~130 |
121~200 |
120~130 |
120~300 |
+0~075 |
23,451 |
39,808 |
-15,114 |
| Jun08 |
080319 |
118~230 |
119~265 |
118~210 |
119~200 |
+0~225 |
1,109,062 |
2,135,134 |
+1,243 |
| Sep08 |
080319 |
117~300 |
117~300 |
117~300 |
117~300 |
+0~225 |
0 |
835 |
+0 |
| Total Volume and Open Interest |
1,132,513 |
2,175,777 |
-13,871 |
| 5-Year T-Notes(CBOT) |
| Mar08 |
080319 |
115~200 |
115~200 |
115~200 |
115~200 |
+0~110 |
8,552 |
0 |
+0 |
| Jun08 |
080319 |
114~160 |
114~205 |
113~290 |
114~200 |
+0~075 |
835,863 |
0 |
+0 |
| Sep08 |
080319 |
114~100 |
114~100 |
114~100 |
114~100 |
+0~075 |
|
|
|
| Total Volume and Open Interest |
844,415 |
4,270 |
+0 |
| 2 Year T-Notes(CBOT) |
| Mar08 |
080319 |
107~084 |
107~100 |
107~084 |
107~100 |
+0~018 |
50 |
42,679 |
-10,892 |
| Jun08 |
080319 |
107~053 |
107~056 |
107~024 |
107~054 |
+0~010 |
5,097 |
1,068,256 |
+9,796 |
| Sep08 |
080319 |
107~054 |
107~054 |
107~054 |
107~054 |
+0~010 |
|
|
|
| Total Volume and Open Interest |
5,147 |
1,110,935 |
-1,096 |
| Eurodollars(CME) |
| Jun08 |
080319 |
97.880 |
97.890 |
97.755 |
97.850 |
+0.010 |
8,848 |
1,784,078 |
+15,042 |
| Sep08 |
080319 |
98.010 |
98.025 |
97.870 |
98.015 |
+0.060 |
7,083 |
1,548,838 |
+32,128 |
| Dec08 |
080319 |
97.970 |
97.990 |
97.850 |
97.985 |
+0.060 |
490,500 |
1,406,456 |
-10,921 |
| Mar09 |
080319 |
97.940 |
97.980 |
97.830 |
97.960 |
+0.060 |
8,990 |
1,084,277 |
-18,123 |
| Jun09 |
080319 |
97.790 |
97.805 |
97.680 |
97.805 |
+0.070 |
56,080 |
897,963 |
-3,615 |
| Sep09 |
080319 |
97.565 |
97.595 |
97.465 |
97.595 |
+0.090 |
49,043 |
858,642 |
-3,011 |
| Dec09 |
080319 |
97.300 |
97.345 |
97.205 |
97.345 |
+0.100 |
38,487 |
599,934 |
+5,781 |
| Mar10 |
080319 |
97.070 |
97.125 |
96.995 |
97.125 |
+0.105 |
54,622 |
321,115 |
+17,594 |
| Jun10 |
080319 |
96.860 |
96.900 |
96.750 |
96.900 |
+0.100 |
1,344 |
227,053 |
-952 |
| Sep10 |
080319 |
96.650 |
96.685 |
96.560 |
96.685 |
+0.090 |
39,500 |
195,376 |
-1,916 |
| Dec10 |
080319 |
96.400 |
96.485 |
96.380 |
96.485 |
+0.085 |
27,000 |
161,103 |
+776 |
| Mar11 |
080319 |
96.270 |
96.320 |
96.215 |
96.320 |
+0.085 |
22,000 |
110,817 |
+575 |
| Jun11 |
080319 |
96.080 |
96.165 |
96.080 |
96.165 |
+0.085 |
1,446 |
107,672 |
+573 |
| Sep11 |
080319 |
95.935 |
96.020 |
95.915 |
96.020 |
+0.085 |
2,808 |
67,853 |
+772 |
| Dec11 |
080319 |
95.840 |
95.885 |
95.780 |
95.885 |
+0.085 |
8,966 |
78,722 |
+593 |
| Mar12 |
080319 |
95.695 |
95.780 |
95.675 |
95.780 |
+0.085 |
296 |
76,401 |
+3,466 |
| Jun12 |
080319 |
95.585 |
95.670 |
95.585 |
95.670 |
+0.085 |
1,120 |
67,573 |
-932 |
| Sep12 |
080319 |
95.475 |
95.565 |
95.475 |
95.565 |
+0.090 |
5,544 |
45,275 |
-296 |
| Total Volume and Open Interest |
879,370 |
9,885,628 |
+52,420 |
| 30 Day Federal Funds(CBOT) |
| Mar08 |
080319 |
5.655 |
5.655 |
5.655 |
5.655 |
+0.010 |
187 |
84,510 |
+2,420 |
| Apr08 |
080319 |
6.095 |
6.095 |
6.095 |
6.095 |
unch |
412 |
91,747 |
-7,846 |
| May08 |
080319 |
6.395 |
6.460 |
6.395 |
6.455 |
-0.015 |
120 |
81,230 |
+3,208 |
| Jun08 |
080319 |
6.480 |
6.480 |
6.480 |
6.480 |
-0.020 |
140 |
38,656 |
+2,907 |
| Jul08 |
080319 |
0.011 |
0.011 |
0.011 |
0.011 |
-0.015 |
20 |
15,296 |
+2,624 |
| Aug08 |
080319 |
0.036 |
0.036 |
0.036 |
0.036 |
-0.005 |
140 |
20,126 |
+3,190 |
| Total Volume and Open Interest |
1,053 |
348,447 |
+9,284 |
| 30 Day Fed Funds(e-CBOT) |
| Mar08 |
080319 |
97.400 |
97.425 |
97.390 |
97.405 |
+0.010 |
35,295 |
0 |
+0 |
| Apr08 |
080319 |
97.850 |
97.865 |
97.825 |
97.845 |
unch |
62,369 |
0 |
+0 |
| May08 |
080319 |
98.200 |
98.240 |
98.130 |
98.205 |
+0.020 |
14,481 |
0 |
+0 |
| Jun08 |
080319 |
98.250 |
98.275 |
98.155 |
98.230 |
+0.005 |
8,323 |
0 |
+0 |
| Jul08 |
080319 |
98.335 |
98.355 |
98.230 |
98.315 |
+0.025 |
8,732 |
0 |
+0 |
| Aug08 |
080319 |
98.375 |
98.380 |
98.245 |
98.340 |
+0.035 |
6,450 |
0 |
+0 |
| Total Volume and Open Interest |
141,212 |
|
|
| 3-Mth Euro-Yen(CME) |
| Jun08 |
080319 |
99.27 |
99.27 |
99.27 |
99.27 |
+0.05 |
1,763 |
0 |
-8,548 |
| Sep08 |
080319 |
99.35 |
99.35 |
99.35 |
99.35 |
+0.04 |
150 |
0 |
-5,985 |
| Dec08 |
080319 |
99.34 |
99.34 |
99.34 |
99.34 |
+0.02 |
|
|
|
| Mar09 |
080319 |
99.33 |
99.33 |
99.33 |
99.33 |
+0.01 |
|
|
|
| Jun09 |
080319 |
99.28 |
99.28 |
99.28 |
99.28 |
unch |
|
|
|
| Sep09 |
080319 |
99.22 |
99.22 |
99.22 |
99.22 |
unch |
|
|
|
| Dec09 |
080319 |
99.19 |
99.19 |
99.19 |
99.19 |
+0.03 |
|
|
|
| Mar10 |
080319 |
99.14 |
99.14 |
99.14 |
99.14 |
unch |
|
|
|
| Jun10 |
080319 |
99.10 |
99.10 |
99.10 |
99.10 |
+0.02 |
|
|
|
| Sep10 |
080319 |
99.06 |
99.06 |
99.06 |
99.06 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
1,913 |
|
|
| 3-Mth Euro-Yen(SGX) |
| Jun08 |
080319 |
99.23 |
99.30 |
99.22 |
99.27 |
+0.03 |
2,659 |
24,361 |
+364 |
| Sep08 |
080319 |
99.33 |
99.36 |
99.33 |
99.36 |
+0.04 |
410 |
17,740 |
-160 |
| Dec08 |
080319 |
99.34 |
99.36 |
99.33 |
99.36 |
+0.03 |
197 |
15,058 |
-280 |
| Mar09 |
080319 |
99.29 |
99.34 |
99.29 |
99.33 |
+0.03 |
85 |
7,986 |
-150 |
| Jun09 |
080319 |
99.28 |
99.29 |
99.28 |
99.29 |
+0.03 |
0 |
1,842 |
+0 |
| Sep09 |
080319 |
99.24 |
99.24 |
99.24 |
99.24 |
+0.03 |
0 |
778 |
+0 |
| Dec09 |
080319 |
99.21 |
99.21 |
99.21 |
99.21 |
+0.03 |
0 |
260 |
-100 |
| Mar10 |
080319 |
99.15 |
99.15 |
99.15 |
99.15 |
+0.03 |
0 |
250 |
+0 |
| Total Volume and Open Interest |
3,351 |
72,681 |
-326 |
| Japanese Gov't Bonds(SGX) |
| Jun08 |
080318 |
141.65 |
141.72 |
140.73 |
140.90 |
-1.00 |
4,743 |
31,747 |
+2,069 |
| Sep08 |
080319 |
141.60 |
141.60 |
141.60 |
141.60 |
+0.70 |
|
|
|
| Dec08 |
080319 |
141.60 |
141.60 |
141.60 |
141.60 |
+0.70 |
|
|
|
| Total Volume and Open Interest |
3,577 |
30,674 |
-1,073 |
| 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 |
080319 |
46.05 |
46.37 |
45.56 |
45.96 |
+0.06 |
793,670 |
1,202,701 |
+16,969 |
| Sep08 |
080319 |
46.30 |
46.30 |
46.30 |
46.30 |
-0.28 |
73 |
0 |
+0 |
| Dec08 |
080319 |
45.44 |
45.44 |
45.44 |
45.44 |
-0.28 |
|
|
|
| Total Volume and Open Interest |
793,743 |
1,202,701 |
+16,969 |
| 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 |
080319 |
111~16 |
111~27 |
111~16 |
111~25 |
+0~12 |
2,517 |
9,739 |
-1,200 |
| Jun08 |
080319 |
111~14 |
112~02 |
111~10 |
111~22 |
+0~12 |
97,183 |
348,488 |
+656 |
| Total Volume and Open Interest |
99,700 |
358,227 |
-544 |
| 3-Mth Short Sterling(LIFFE) |
| Mar08 |
080319 |
94.02 |
94.02 |
94.02 |
94.02 |
-0.06 |
115,323 |
363,061 |
-7,124 |
| Jun08 |
080319 |
94.59 |
94.59 |
94.59 |
94.59 |
+0.08 |
181,192 |
518,681 |
+12,598 |
| Sep08 |
080319 |
94.92 |
94.92 |
94.92 |
94.92 |
+0.06 |
154,379 |
513,048 |
+11,262 |
| Dec08 |
080319 |
95.21 |
95.21 |
95.21 |
95.21 |
+0.04 |
126,042 |
554,470 |
+467 |
| Mar09 |
080319 |
95.45 |
95.45 |
95.45 |
95.45 |
+0.02 |
79,234 |
351,027 |
+6,405 |
| Jun09 |
080319 |
95.57 |
95.57 |
95.57 |
95.57 |
+0.01 |
66,052 |
253,357 |
-6,141 |
| Total Volume and Open Interest |
788,273 |
3,066,133 |
+14,032 |
| 3-Mth Euribor(LIFFE) |
| Jun08 |
080319 |
95.670 |
95.730 |
95.645 |
95.675 |
-0.070 |
316,950 |
741,473 |
+11,977 |
| Sep08 |
080319 |
96.070 |
96.155 |
96.035 |
96.065 |
-0.050 |
278,900 |
618,974 |
-1,265 |
| Dec08 |
080319 |
96.225 |
96.320 |
96.150 |
96.195 |
-0.065 |
242,541 |
515,715 |
+9,068 |
| Total Volume and Open Interest |
1,483,724 |
3,642,744 |
-644,007 |
| 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 |
080319 |
92.16 |
92.22 |
92.16 |
92.21 |
-0.01 |
37,996 |
412,046 |
-8,319 |
| Sep08 |
080319 |
92.38 |
92.45 |
92.36 |
92.44 |
-0.05 |
32,065 |
271,730 |
+10,351 |
| Dec08 |
080319 |
92.54 |
92.60 |
92.52 |
92.60 |
-0.06 |
15,629 |
151,734 |
+10,762 |
| Mar09 |
080319 |
92.64 |
92.69 |
92.62 |
92.69 |
-0.06 |
5,241 |
84,279 |
+2,711 |
| Jun09 |
080319 |
92.72 |
92.75 |
92.69 |
92.75 |
-0.05 |
6,672 |
75,637 |
+5,186 |
| Sep09 |
080319 |
92.75 |
92.78 |
92.71 |
92.78 |
-0.05 |
4,664 |
50,698 |
+1,098 |
| Dec09 |
080319 |
92.73 |
92.78 |
92.73 |
92.78 |
-0.06 |
997 |
21,422 |
-404 |
| Mar10 |
080319 |
92.77 |
92.79 |
92.76 |
92.78 |
-0.05 |
801 |
3,487 |
+788 |
| Jun10 |
080319 |
92.77 |
92.78 |
92.77 |
92.78 |
-0.05 |
2 |
598 |
+2 |
| Total Volume and Open Interest |
104,898 |
1,073,324 |
+22,237 |
| 10-Year Aus T-Bonds(SFE) |
| Jun08 |
080319 |
93.91 |
93.95 |
93.88 |
93.92 |
-0.12 |
44,929 |
487,003 |
+33,203 |
| Sep08 |
080319 |
93.92 |
93.92 |
93.92 |
93.92 |
-0.12 |
|
|
|
| Total Volume and Open Interest |
44,929 |
487,003 |
|
| 3-Year Aus T-Bonds(SFE) |
| Jun08 |
080319 |
93.83 |
93.90 |
93.79 |
93.88 |
-0.10 |
99,467 |
532,339 |
+52,525 |
| Sep08 |
080319 |
93.88 |
93.88 |
93.88 |
93.88 |
-0.10 |
|
|
|
| Total Volume and Open Interest |
99,467 |
532,339 |
|
| Gold(CMX) |
| Apr08 |
080319 |
984.0 |
985.5 |
940.0 |
945.3 |
-59.0 |
169,337 |
236,421 |
-13,956 |
| Jun08 |
080319 |
991.0 |
991.0 |
946.0 |
949.7 |
-59.1 |
33,857 |
108,708 |
+8,507 |
| Aug08 |
080319 |
966.0 |
966.0 |
949.0 |
953.4 |
-59.1 |
1,693 |
34,313 |
+616 |
| Oct08 |
080319 |
975.5 |
975.5 |
956.4 |
956.4 |
-59.1 |
1,704 |
8,384 |
+1,462 |
| Dec08 |
080319 |
976.5 |
976.5 |
959.4 |
959.4 |
-59.1 |
1,282 |
27,467 |
-39 |
| Feb09 |
080319 |
966.0 |
966.0 |
962.5 |
962.5 |
-59.1 |
1,434 |
21,200 |
+1,301 |
| Apr09 |
080319 |
971.5 |
971.5 |
965.6 |
965.6 |
-59.0 |
117 |
4,406 |
-29 |
| Jun09 |
080319 |
968.9 |
968.9 |
968.9 |
968.9 |
-59.0 |
18 |
10,485 |
-7 |
| Aug09 |
080319 |
978.0 |
978.0 |
972.4 |
972.4 |
-59.0 |
6 |
192 |
+0 |
| Oct09 |
080319 |
980.0 |
980.0 |
976.0 |
976.0 |
-59.1 |
5 |
212 |
+0 |
| Dec09 |
080319 |
885.5 |
985.5 |
885.5 |
979.7 |
-59.1 |
187 |
16,961 |
+134 |
| Total Volume and Open Interest |
210,328 |
489,055 |
-1,665 |
| Silver(CMX) |
| Mar08 |
080319 |
1839.5 |
1839.5 |
1839.5 |
1839.5 |
-149.5 |
161 |
410 |
-46 |
| May08 |
080319 |
1978.0 |
1983.5 |
1825.0 |
1844.5 |
-151.5 |
33,663 |
80,209 |
-754 |
| Jul08 |
080319 |
1856.0 |
1896.5 |
1842.0 |
1853.2 |
-151.7 |
929 |
25,330 |
+20 |
| Sep08 |
080319 |
1859.0 |
1859.0 |
1859.0 |
1859.0 |
-151.9 |
83 |
17,842 |
+9 |
| Dec08 |
080319 |
1961.0 |
1961.0 |
1850.0 |
1866.8 |
-152.1 |
470 |
20,750 |
-193 |
| Mar09 |
080319 |
1873.7 |
1873.7 |
1873.7 |
1873.7 |
-152.5 |
53 |
3,425 |
+47 |
| May09 |
080319 |
1879.5 |
1879.5 |
1879.5 |
1879.5 |
-153.0 |
19 |
125 |
+0 |
| Total Volume and Open Interest |
35,521 |
160,860 |
-931 |
| Platinum(NYMEX) |
| Apr08 |
080319 |
1928.0 |
1928.0 |
1887.0 |
1887.0 |
-81.0 |
2,579 |
9,859 |
-551 |
| Jul08 |
080319 |
1909.0 |
1909.0 |
1893.0 |
1893.0 |
-81.5 |
368 |
2,521 |
+82 |
| Oct08 |
080319 |
1894.5 |
1894.5 |
1894.5 |
1894.5 |
-87.6 |
10 |
195 |
+8 |
| Jan09 |
071008 |
1377.0 |
1377.0 |
1377.0 |
1377.0 |
unch |
|
|
|
| Total Volume and Open Interest |
1,127 |
15,728 |
|
| Palladium(NYMEX) |
| Mar08 |
080319 |
462.10 |
462.10 |
462.10 |
462.10 |
-25.20 |
15 |
83 |
+5 |
| Jun08 |
080319 |
460.00 |
466.00 |
460.00 |
464.45 |
-25.20 |
1,308 |
18,091 |
-76 |
| Sep08 |
080319 |
466.45 |
466.45 |
466.45 |
466.45 |
-25.55 |
7 |
1,072 |
+2 |
| Total Volume and Open Interest |
1,344 |
20,215 |
-72 |
| Copper(CMX) |
| Mar08 |
080319 |
370.10 |
370.50 |
365.95 |
365.95 |
-11.10 |
557 |
1,301 |
-387 |
| May08 |
080319 |
370.10 |
370.80 |
361.50 |
363.35 |
-11.30 |
9,000 |
65,499 |
-846 |
| Jul08 |
080319 |
361.30 |
365.50 |
361.30 |
362.90 |
-11.20 |
1,565 |
18,413 |
+741 |
| Sep08 |
080319 |
360.55 |
360.55 |
360.55 |
360.55 |
-11.15 |
183 |
4,018 |
+6 |
| Dec08 |
080319 |
356.35 |
356.35 |
356.35 |
356.35 |
-11.00 |
288 |
5,646 |
+183 |
| Total Volume and Open Interest |
12,115 |
101,953 |
-261 |
| Aluminum(CMX) |
| Mar08 |
080319 |
129.85 |
129.85 |
129.85 |
129.85 |
-3.40 |
|
|
|
| Apr08 |
080319 |
129.85 |
129.85 |
129.85 |
129.85 |
-3.40 |
|
|
|
| May08 |
080319 |
129.85 |
129.85 |
129.85 |
129.85 |
-3.40 |
|
|
|
| Jun08 |
080319 |
129.85 |
129.85 |
129.85 |
129.85 |
-3.40 |
|
|
|
| Jul08 |
080319 |
129.85 |
129.85 |
129.85 |
129.85 |
-3.40 |
|
|
|
| Aug08 |
080319 |
129.85 |
129.85 |
129.85 |
129.85 |
-3.40 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| DJIA Index(CBOT) |
| Mar08 |
080319 |
12386 |
12445 |
12115 |
12125 |
-277 |
4,689 |
25,632 |
-4,525 |
| Jun08 |
080319 |
12395 |
12456 |
12080 |
12119 |
-286 |
8,215 |
19,394 |
+3,718 |
| Sep08 |
080319 |
12105 |
12105 |
12105 |
12105 |
-288 |
0 |
3 |
+0 |
| Dec08 |
080319 |
12084 |
12084 |
12084 |
12084 |
-291 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
12,904 |
45,035 |
-807 |
| S & P 500(CME) |
| Mar08 |
080319 |
1337.00 |
1341.50 |
1298.00 |
1298.40 |
-34.00 |
95,185 |
201,872 |
-25,949 |
| Jun08 |
080319 |
1338.70 |
1343.50 |
1297.00 |
1299.40 |
-34.60 |
135,178 |
516,705 |
+32,585 |
| Sep08 |
080319 |
1336.50 |
1336.50 |
1298.90 |
1298.90 |
-35.10 |
16 |
534 |
+0 |
| Dec08 |
080319 |
1345.00 |
1345.00 |
1297.90 |
1297.90 |
-35.60 |
5 |
6,001 |
+0 |
| Total Volume and Open Interest |
230,390 |
725,127 |
+6,638 |
| S & P 500 E-Mini(Globex) |
| Mar08 |
080319 |
1331.00 |
1342.25 |
1296.00 |
1298.50 |
-34.00 |
22,813 |
0 |
-1,321,491 |
| Jun08 |
080319 |
1333.00 |
1343.75 |
1296.75 |
1299.50 |
-34.50 |
75,814 |
0 |
-1,716,417 |
| Total Volume and Open Interest |
98,627 |
|
|
| NASDAQ 100(CME) |
| Mar08 |
080319 |
1766.00 |
1771.00 |
1718.50 |
1718.50 |
-46.30 |
|
|
|
| Jun08 |
080319 |
1775.00 |
1778.00 |
1721.00 |
1724.50 |
-46.50 |
9,097 |
26,289 |
+4,759 |
| Sep08 |
080319 |
1754.00 |
1754.00 |
1731.50 |
1731.50 |
-47.00 |
|
|
|
| Total Volume and Open Interest |
9,097 |
26,289 |
-41,206 |
| NASDAQ 100 E-Mini(Globex) |
| Mar08 |
080319 |
1765.30 |
1775.50 |
1715.80 |
1718.50 |
-46.30 |
897 |
0 |
-310,748 |
| Jun08 |
080319 |
1770.80 |
1782.00 |
1721.30 |
1724.50 |
-46.50 |
5,929 |
0 |
-225,805 |
| Total Volume and Open Interest |
6,826 |
|
|
| S & P Midcap 400(CME) |
| Mar08 |
080319 |
778.50 |
778.50 |
753.10 |
753.10 |
-24.00 |
1,124 |
7,074 |
-1,220 |
| Jun08 |
080319 |
777.50 |
778.00 |
752.50 |
753.90 |
-23.70 |
1,135 |
3,425 |
+532 |
| Sep08 |
080319 |
759.20 |
759.20 |
759.20 |
759.20 |
-23.70 |
0 |
55 |
+0 |
| Total Volume and Open Interest |
2,259 |
10,556 |
-688 |
| Russell 2000(CME) |
| Mar08 |
080319 |
686.50 |
688.00 |
664.35 |
664.35 |
-18.10 |
12,111 |
28,424 |
-6,785 |
| Jun08 |
080319 |
686.50 |
689.00 |
662.00 |
663.30 |
-18.30 |
14,056 |
30,939 |
+7,613 |
| Sep08 |
080319 |
664.00 |
664.00 |
664.00 |
664.00 |
-18.30 |
0 |
26 |
+0 |
| Total Volume and Open Interest |
26,167 |
59,389 |
+828 |
| Russell 2000 E-Mini(Globex) |
| Mar08 |
080319 |
682.50 |
690.80 |
662.60 |
664.40 |
-18.10 |
381 |
308,749 |
-53,875 |
| Jun08 |
080319 |
681.30 |
689.80 |
661.50 |
663.30 |
-18.30 |
1,402 |
572,607 |
+112,280 |
| Sep08 |
080319 |
684.40 |
688.20 |
664.00 |
664.00 |
-18.30 |
0 |
112 |
-2 |
| Total Volume and Open Interest |
1,783 |
881,468 |
+58,403 |
| Value Line(KCBT) |
| Mar08 |
080312 |
2080.00 |
2080.00 |
2080.00 |
2080.00 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Nikkei 225(CME) |
| Jun08 |
080319 |
12445 |
12460 |
12060 |
12225 |
+335 |
86,927 |
169,523 |
+3,752 |
| Sep08 |
080319 |
12200 |
12460 |
12090 |
12195 |
+295 |
294 |
126 |
+72 |
| Total Volume and Open Interest |
87,221 |
169,695 |
+3,822 |
| Nikkei 225(SGX) |
| Jun08 |
080319 |
12445 |
12460 |
12060 |
12225 |
+335 |
86,927 |
169,523 |
+3,752 |
| Sep08 |
080319 |
12200 |
12460 |
12090 |
12195 |
+295 |
294 |
126 |
+72 |
| Dec08 |
080319 |
12140 |
12140 |
12140 |
12140 |
+295 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
87,221 |
169,695 |
+3,822 |
| CAC 40(EURONEXT) |
| Mar08 |
080319 |
4648.5 |
4654.0 |
4503.5 |
4557.0 |
-27.5 |
346,645 |
614,833 |
-49,902 |
| Apr08 |
080319 |
4640.0 |
4662.0 |
4512.0 |
4565.5 |
-28.0 |
188,854 |
309,854 |
+156,973 |
| May08 |
080319 |
4548.0 |
4574.0 |
4479.5 |
4517.0 |
-26.5 |
77 |
908 |
-12 |
| Total Volume and Open Interest |
546,307 |
955,665 |
+115,657 |
| Hang Seng Index(HKFE) |
| Mar08 |
080319 |
22130 |
22200 |
21640 |
21641 |
+161 |
7,663 |
1,210 |
-90,012 |
| Apr08 |
080319 |
22150 |
22150 |
21595 |
21595 |
+170 |
87 |
922 |
+910 |
| Total Volume and Open Interest |
7,770 |
2,354 |
-89,052 |
| DAX(EUREX) |
| Mar08 |
080319 |
6476.0 |
6476.0 |
6280.5 |
6368.5 |
-23.5 |
290,140 |
166,463 |
-35,864 |
| Jun08 |
080319 |
6567.0 |
6567.0 |
6350.0 |
6439.5 |
-23.5 |
87,063 |
150,603 |
+55,662 |
| Sep08 |
080319 |
6603.0 |
6606.0 |
6415.0 |
6501.5 |
-23.5 |
6,123 |
7,800 |
+336 |
| Total Volume and Open Interest |
383,326 |
324,866 |
+20,134 |
| FT-SE 100(EURONEXT) |
| Mar08 |
080319 |
5632.00 |
5655.50 |
5507.00 |
5545.00 |
-42.00 |
344,465 |
245,696 |
-125,750 |
| Jun08 |
080319 |
5656.50 |
5675.00 |
5522.50 |
5561.50 |
-43.00 |
231,781 |
409,118 |
+142,450 |
| Sep08 |
080319 |
5681.50 |
5681.50 |
5563.00 |
5572.00 |
-45.50 |
2 |
2,200 |
+0 |
| Total Volume and Open Interest |
576,248 |
659,114 |
+16,700 |
| SPI 200(SFE) |
| Mar08 |
080319 |
5275.0 |
5306.0 |
5232.0 |
5295.0 |
+197.0 |
129,713 |
356,280 |
-13,141 |
| Jun08 |
080319 |
5283.0 |
5361.0 |
5283.0 |
5350.0 |
+203.0 |
106,987 |
180,325 |
+100,194 |
| Sep08 |
080319 |
5315.0 |
5354.0 |
5315.0 |
5354.0 |
+204.0 |
353 |
1,562 |
-113 |
| Total Volume and Open Interest |
237,053 |
538,875 |
+86,798 |
| GSCI(CME) |
| Apr08 |
080319 |
35.14 |
35.14 |
11.14 |
12.64 |
-38.00 |
1,220 |
17,589 |
+586 |
| May08 |
080319 |
10.64 |
10.64 |
10.64 |
10.64 |
-34.00 |
1 |
1 |
+1 |
| Jun08 |
080319 |
8.64 |
8.64 |
8.64 |
8.64 |
-33.00 |
|
|
|
| Total Volume and Open Interest |
1,221 |
17,590 |
-948 |
| RJ/CRB Index(ICE) |
| Apr08 |
080319 |
533.10 |
533.45 |
519.75 |
522.00 |
-22.00 |
48 |
322 |
-6 |
| Jun08 |
080319 |
528.00 |
528.00 |
525.00 |
528.00 |
-22.00 |
5 |
417 |
+3 |
| Aug08 |
080319 |
534.00 |
534.00 |
534.00 |
534.00 |
-22.00 |
0 |
384 |
+0 |
| Total Volume and Open Interest |
53 |
1,128 |
-3 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|
