 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Thu March 20, 2008 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May08 |
080320 |
1207.00 |
1235.00 |
1207.00 |
1207.00 |
-50.00 |
5,071 |
207,437 |
-5,180 |
Jul08 |
080320 |
1222.00 |
1249.00 |
1222.00 |
1222.00 |
-50.00 |
4,973 |
112,603 |
+858 |
Aug08 |
080320 |
1216.50 |
1238.00 |
1216.00 |
1216.00 |
-50.00 |
838 |
9,454 |
-6 |
Sep08 |
080320 |
1190.00 |
1217.00 |
1190.00 |
1190.00 |
-50.00 |
544 |
7,186 |
-210 |
Nov08 |
080320 |
1140.00 |
1158.00 |
1140.00 |
1140.00 |
-50.00 |
2,475 |
141,354 |
-849 |
Jan09 |
080320 |
1151.00 |
1161.00 |
1151.00 |
1151.00 |
-50.00 |
145 |
10,670 |
-72 |
Mar09 |
080320 |
1162.00 |
1172.00 |
1162.00 |
1162.00 |
-50.00 |
35 |
4,661 |
-50 |
Total Volume and Open Interest |
14,312 |
531,708 |
-5,590 |
Soybean Meal(CBOT) |
May08 |
080320 |
303.10 |
315.50 |
302.00 |
310.30 |
-0.40 |
6,756 |
70,156 |
+1,249 |
Jul08 |
080320 |
307.00 |
318.50 |
306.00 |
314.50 |
-1.20 |
4,151 |
51,698 |
-132 |
Aug08 |
080320 |
308.00 |
317.50 |
306.30 |
311.50 |
-3.70 |
1,587 |
16,567 |
+1,690 |
Sep08 |
080320 |
299.00 |
311.50 |
299.00 |
301.30 |
-3.70 |
662 |
10,259 |
+174 |
Oct08 |
080320 |
279.50 |
289.50 |
273.00 |
274.00 |
-12.50 |
841 |
11,987 |
+21 |
Dec08 |
080320 |
276.00 |
286.50 |
271.00 |
271.50 |
-14.00 |
2,030 |
52,393 |
+1,949 |
Jan09 |
080320 |
279.50 |
288.00 |
277.00 |
277.00 |
-10.50 |
31 |
2,967 |
+117 |
Mar09 |
080320 |
285.00 |
290.00 |
280.00 |
280.00 |
-13.00 |
27 |
2,493 |
+37 |
Total Volume and Open Interest |
16,390 |
224,885 |
+5,242 |
Soybean Oil(CBOT) |
May08 |
080320 |
54.40 |
55.50 |
54.40 |
54.40 |
-2.00 |
4,420 |
122,217 |
-1,505 |
Jul08 |
080320 |
55.14 |
56.00 |
55.14 |
55.14 |
-2.00 |
2,795 |
68,233 |
+1,225 |
Aug08 |
080320 |
55.38 |
55.80 |
55.38 |
55.38 |
-2.00 |
268 |
11,083 |
+183 |
Sep08 |
080320 |
55.80 |
55.80 |
55.50 |
55.50 |
-2.00 |
424 |
8,698 |
+52 |
Oct08 |
080320 |
56.50 |
56.50 |
55.45 |
55.45 |
-2.00 |
300 |
8,540 |
+61 |
Dec08 |
080320 |
56.00 |
56.80 |
55.83 |
55.83 |
-2.00 |
552 |
53,068 |
-629 |
Jan09 |
080320 |
56.60 |
57.00 |
55.80 |
55.80 |
-2.00 |
60 |
2,052 |
-13 |
Mar09 |
080320 |
56.75 |
57.10 |
56.10 |
56.10 |
-2.00 |
21 |
3,364 |
+17 |
Total Volume and Open Interest |
8,963 |
282,264 |
-493 |
Canola(WCE) |
Mar08 |
080314 |
631.7 |
631.7 |
631.7 |
631.7 |
+623.9 |
0 |
98 |
+0 |
May08 |
080320 |
576.7 |
584.3 |
552.8 |
576.9 |
-6.7 |
8,172 |
60,294 |
-9,648 |
Jul08 |
080320 |
589.7 |
597.4 |
566.2 |
590.1 |
-5.0 |
4,701 |
26,882 |
+797 |
Total Volume and Open Interest |
14,097 |
156,469 |
-9,264 |
Corn(CBOT) |
May08 |
080320 |
508.00 |
521.00 |
507.25 |
507.50 |
-19.75 |
11,120 |
479,178 |
-14,319 |
Jul08 |
080320 |
519.25 |
532.50 |
519.25 |
519.25 |
-20.00 |
6,739 |
300,840 |
+5,963 |
Sep08 |
080320 |
521.75 |
533.25 |
521.50 |
523.00 |
-18.50 |
1,391 |
69,101 |
+2,139 |
Dec08 |
080320 |
521.50 |
532.00 |
521.25 |
521.25 |
-20.00 |
3,232 |
409,147 |
-2,748 |
Mar09 |
080320 |
530.50 |
540.50 |
529.25 |
529.25 |
-20.00 |
101 |
41,295 |
+337 |
May09 |
080320 |
537.00 |
542.00 |
532.00 |
535.00 |
-17.00 |
31 |
4,038 |
+121 |
Total Volume and Open Interest |
23,229 |
1,415,183 |
-8,536 |
Wheat(CBOT) |
May08 |
080320 |
1035.00 |
1070.00 |
977.00 |
987.50 |
-86.50 |
1,898 |
151,300 |
-3,872 |
Jul08 |
080320 |
1010.00 |
1040.00 |
963.00 |
986.50 |
-61.50 |
1,387 |
127,492 |
-492 |
Sep08 |
080320 |
1013.00 |
1030.00 |
971.00 |
984.00 |
-71.00 |
66 |
27,352 |
-100 |
Dec08 |
080320 |
1024.00 |
1050.00 |
983.00 |
994.00 |
-70.00 |
287 |
63,968 |
+169 |
Mar09 |
080320 |
1004.00 |
1004.00 |
1004.00 |
1004.00 |
-68.00 |
0 |
2,019 |
+85 |
Total Volume and Open Interest |
3,801 |
402,292 |
-4,180 |
Wheat(KCBT) |
May08 |
080320 |
1075.00 |
1093.00 |
1020.00 |
1032.00 |
-91.00 |
6,828 |
41,441 |
-263 |
Jul08 |
080320 |
1010.00 |
1085.00 |
1000.00 |
1017.00 |
-77.50 |
8,018 |
41,851 |
+542 |
Sep08 |
080320 |
1050.00 |
1065.00 |
1008.00 |
1027.75 |
-68.25 |
1,117 |
8,855 |
+233 |
Dec08 |
080320 |
1050.00 |
1076.00 |
1015.00 |
1035.50 |
-68.25 |
1,601 |
11,557 |
-397 |
Mar09 |
080320 |
1037.00 |
1037.00 |
1025.00 |
1030.00 |
-75.00 |
0 |
455 |
+0 |
Total Volume and Open Interest |
17,824 |
112,428 |
+116 |
Wheat(MGE) |
Mar08 |
080314 |
1720.00 |
1730.00 |
1720.00 |
1730.00 |
-70.00 |
1 |
6 |
-1 |
May08 |
080320 |
1310.00 |
1320.00 |
1275.00 |
1277.00 |
-63.00 |
2,194 |
9,669 |
-1,171 |
Jul08 |
080320 |
1160.00 |
1160.00 |
1080.00 |
1080.00 |
-90.00 |
828 |
8,023 |
-38 |
Sep08 |
080320 |
1070.00 |
1075.00 |
1010.00 |
1022.00 |
-72.00 |
1,049 |
15,869 |
+92 |
Dec08 |
080320 |
1070.00 |
1075.00 |
1010.00 |
1024.25 |
-67.75 |
836 |
13,513 |
+4 |
Total Volume and Open Interest |
4,972 |
48,645 |
-1,099 |
Oats(CBOT) |
May08 |
080320 |
338.00 |
342.00 |
338.00 |
339.00 |
-19.00 |
218 |
9,023 |
-103 |
Jul08 |
080320 |
350.00 |
352.50 |
347.50 |
350.00 |
-17.00 |
13 |
1,877 |
+8 |
Sep08 |
080320 |
368.00 |
368.00 |
362.00 |
362.00 |
-16.00 |
1 |
380 |
+0 |
Dec08 |
080320 |
370.00 |
371.00 |
366.50 |
370.00 |
-16.00 |
211 |
3,246 |
+30 |
Total Volume and Open Interest |
443 |
14,573 |
-65 |
Rough Rice(CBOT) |
Mar08 |
080314 |
18.30 |
18.30 |
18.30 |
18.30 |
-0.70 |
0 |
4 |
+0 |
May08 |
080320 |
17.84 |
18.03 |
17.65 |
18.03 |
+0.01 |
71 |
11,752 |
+135 |
Jul08 |
080320 |
18.14 |
18.30 |
18.00 |
18.30 |
unch |
55 |
1,937 |
+55 |
Sep08 |
080320 |
16.32 |
16.65 |
16.32 |
16.65 |
+0.30 |
5 |
3,556 |
-31 |
Total Volume and Open Interest |
140 |
20,278 |
+160 |
Live Cattle(CME) |
Apr08 |
080320 |
90.400 |
90.950 |
89.700 |
90.680 |
+1.045 |
15,977 |
49,058 |
-3,393 |
Jun08 |
080320 |
90.200 |
91.150 |
90.000 |
90.980 |
+1.030 |
19,201 |
127,527 |
+1,763 |
Aug08 |
080320 |
94.200 |
94.600 |
93.750 |
94.400 |
+0.420 |
5,303 |
45,253 |
+727 |
Oct08 |
080320 |
98.885 |
99.535 |
98.600 |
98.980 |
+0.050 |
1,919 |
24,812 |
+15 |
Dec08 |
080320 |
101.050 |
101.385 |
100.450 |
101.250 |
+0.115 |
1,317 |
13,642 |
+209 |
Feb09 |
080320 |
102.900 |
103.100 |
102.250 |
103.050 |
-0.050 |
308 |
8,640 |
+27 |
Total Volume and Open Interest |
44,055 |
272,029 |
-645 |
Feeder Cattle(CME) |
Mar08 |
080320 |
99.150 |
99.200 |
99.000 |
99.135 |
-0.215 |
282 |
1,522 |
+1,522 |
Apr08 |
080320 |
102.300 |
104.150 |
102.300 |
104.035 |
+1.885 |
1,770 |
7,783 |
+7,783 |
May08 |
080320 |
105.800 |
107.400 |
105.250 |
107.350 |
+2.400 |
3,057 |
19,066 |
+19,066 |
Aug08 |
080320 |
109.300 |
110.900 |
109.200 |
110.800 |
+1.970 |
744 |
7,351 |
+7,351 |
Sep08 |
080320 |
109.600 |
111.400 |
109.600 |
111.400 |
+1.900 |
40 |
1,568 |
+1,568 |
Oct08 |
080320 |
109.900 |
111.000 |
109.650 |
111.000 |
+1.200 |
21 |
788 |
+788 |
Nov08 |
080320 |
109.750 |
110.300 |
109.350 |
110.300 |
+1.100 |
13 |
475 |
+475 |
Total Volume and Open Interest |
5,935 |
38,983 |
+38,983 |
Lean Hogs(CME) |
Apr08 |
080320 |
55.000 |
56.500 |
54.500 |
56.330 |
+1.380 |
8,499 |
33,601 |
-3,313 |
May08 |
080320 |
66.000 |
68.000 |
65.800 |
67.975 |
+1.125 |
241 |
3,322 |
-20 |
Jun08 |
080320 |
70.800 |
72.150 |
70.600 |
72.080 |
+0.945 |
12,036 |
76,447 |
-949 |
Jul08 |
080320 |
74.100 |
75.000 |
73.600 |
74.930 |
+0.230 |
5,249 |
27,935 |
+467 |
Aug08 |
080320 |
74.600 |
75.000 |
74.100 |
74.900 |
-0.100 |
1,826 |
24,179 |
+328 |
Oct08 |
080320 |
69.650 |
70.200 |
69.400 |
70.000 |
-0.225 |
1,982 |
16,772 |
-260 |
Dec08 |
080320 |
73.100 |
73.400 |
72.750 |
73.050 |
-0.550 |
1,649 |
23,052 |
+618 |
Feb09 |
080320 |
76.800 |
77.100 |
76.300 |
77.050 |
-0.350 |
414 |
9,601 |
+95 |
Total Volume and Open Interest |
31,966 |
215,583 |
-2,989 |
Pork Bellies(CME) |
Mar08 |
080320 |
76.000 |
76.000 |
76.000 |
76.000 |
+2.000 |
1 |
1 |
+0 |
May08 |
080320 |
74.000 |
75.950 |
73.650 |
75.850 |
+1.300 |
118 |
1,139 |
+8 |
Jul08 |
080320 |
75.200 |
76.650 |
75.100 |
76.650 |
+1.100 |
38 |
458 |
+21 |
Aug08 |
080320 |
76.700 |
78.950 |
76.100 |
78.850 |
+2.065 |
8 |
212 |
-2 |
Feb09 |
080320 |
88.000 |
88.000 |
88.000 |
88.000 |
-2.500 |
|
|
|
Total Volume and Open Interest |
165 |
1,810 |
+27 |
Class III Milk(CME) |
Mar08 |
080320 |
18.03 |
18.03 |
17.99 |
17.99 |
+0.01 |
105 |
3,591 |
-48 |
Apr08 |
080320 |
16.76 |
16.76 |
16.69 |
16.69 |
-0.06 |
63 |
4,066 |
-18 |
May08 |
080320 |
17.00 |
17.00 |
16.97 |
16.97 |
-0.03 |
183 |
3,585 |
+34 |
Jun08 |
080320 |
17.02 |
17.02 |
17.02 |
17.02 |
-0.05 |
152 |
2,904 |
+38 |
Jul08 |
080320 |
17.08 |
17.08 |
17.08 |
17.08 |
-0.04 |
73 |
2,179 |
+3 |
Total Volume and Open Interest |
1,473 |
29,560 |
+159 |
Cocoa(ICE) |
May08 |
080320 |
2437 |
2449 |
2259 |
2315 |
-115 |
19,370 |
77,084 |
-2,213 |
Jul08 |
080320 |
2450 |
2455 |
2276 |
2332 |
-116 |
4,274 |
34,599 |
+917 |
Sep08 |
080320 |
2400 |
2420 |
2289 |
2325 |
-122 |
808 |
17,797 |
+307 |
Dec08 |
080320 |
2382 |
2382 |
2263 |
2278 |
-120 |
1,084 |
22,870 |
-65 |
Mar09 |
080320 |
2320 |
2372 |
2256 |
2265 |
-149 |
90 |
7,927 |
-38 |
May09 |
080320 |
2365 |
2370 |
2287 |
2287 |
-226 |
52 |
2,344 |
-27 |
Jul09 |
080320 |
2371 |
2376 |
2294 |
2294 |
-226 |
122 |
2,160 |
+0 |
Total Volume and Open Interest |
25,802 |
166,274 |
-1,119 |
Coffee "C"(ICE) |
Mar08 |
080320 |
135.80 |
135.80 |
135.80 |
135.80 |
unch |
|
|
|
May08 |
080320 |
132.80 |
134.00 |
125.85 |
131.65 |
-1.10 |
22,969 |
97,267 |
-5,571 |
Jul08 |
080320 |
135.50 |
136.05 |
128.40 |
134.25 |
-0.80 |
8,612 |
36,447 |
+4,011 |
Sep08 |
080320 |
137.75 |
138.20 |
130.80 |
136.50 |
-1.00 |
1,673 |
14,272 |
-273 |
Dec08 |
080320 |
140.90 |
141.90 |
133.90 |
139.50 |
-1.00 |
1,008 |
14,415 |
+73 |
Mar09 |
080320 |
140.00 |
142.55 |
137.05 |
142.50 |
-1.25 |
192 |
7,110 |
-34 |
Total Volume and Open Interest |
34,592 |
174,811 |
-1,820 |
Orange Juice(ICE) |
May08 |
080320 |
116.60 |
117.35 |
113.00 |
113.60 |
-3.60 |
2,134 |
19,487 |
-261 |
Jul08 |
080320 |
119.60 |
119.90 |
116.60 |
117.00 |
-2.70 |
438 |
5,064 |
+60 |
Sep08 |
080320 |
123.30 |
123.50 |
120.00 |
120.20 |
-3.00 |
112 |
1,842 |
+57 |
Nov08 |
080320 |
126.80 |
127.05 |
123.25 |
123.50 |
-3.15 |
225 |
1,291 |
+205 |
Jan09 |
080320 |
130.00 |
130.55 |
127.20 |
127.20 |
-3.15 |
95 |
1,285 |
+69 |
Mar09 |
080320 |
133.30 |
133.30 |
128.70 |
128.70 |
-4.00 |
22 |
151 |
+20 |
Total Volume and Open Interest |
3,026 |
29,132 |
+150 |
Sugar #11(ICE) |
May08 |
080320 |
11.74 |
11.97 |
11.25 |
11.88 |
+0.19 |
80,838 |
349,019 |
-16,457 |
Jul08 |
080320 |
12.22 |
12.30 |
11.60 |
12.23 |
+0.19 |
38,983 |
210,043 |
-4,671 |
Oct08 |
080320 |
12.50 |
12.69 |
12.00 |
12.62 |
+0.18 |
18,665 |
155,824 |
-297 |
Mar09 |
080320 |
13.00 |
13.25 |
12.57 |
13.16 |
+0.19 |
8,859 |
82,099 |
-1,698 |
May09 |
080320 |
13.17 |
13.27 |
12.59 |
13.18 |
+0.20 |
3,339 |
53,573 |
-1,516 |
Total Volume and Open Interest |
157,641 |
945,027 |
-24,289 |
Sugar #14(ICE) |
May08 |
080320 |
20.50 |
20.54 |
20.50 |
20.54 |
+0.04 |
240 |
2,116 |
-214 |
Jul08 |
080320 |
20.50 |
20.50 |
20.49 |
20.49 |
+0.05 |
201 |
2,409 |
+199 |
Sep08 |
080320 |
20.50 |
20.50 |
20.50 |
20.50 |
unch |
81 |
1,476 |
+0 |
Nov08 |
080320 |
21.10 |
21.10 |
21.10 |
21.10 |
unch |
50 |
863 |
+50 |
Jan09 |
080320 |
21.00 |
21.00 |
21.00 |
21.00 |
-0.08 |
0 |
459 |
+0 |
Total Volume and Open Interest |
572 |
8,050 |
+35 |
London Cocoa(LCE) |
May08 |
080320 |
1316 |
1319 |
1200 |
1268 |
-66 |
16,006 |
55,805 |
-1,937 |
Jul08 |
080320 |
1340 |
1340 |
1235 |
1298 |
-63 |
9,603 |
66,895 |
-1,068 |
Sep08 |
080320 |
1290 |
1290 |
1185 |
1246 |
-65 |
1,751 |
39,896 |
+580 |
Dec08 |
080320 |
1254 |
1270 |
1183 |
1232 |
-69 |
2,570 |
42,397 |
+115 |
Mar09 |
080320 |
1196 |
1265 |
1169 |
1217 |
-63 |
466 |
19,482 |
-78 |
May09 |
080320 |
1189 |
1268 |
1162 |
1224 |
-61 |
25 |
2,864 |
+15 |
Jul09 |
080320 |
1295 |
1295 |
1234 |
1234 |
-61 |
88 |
2,409 |
+80 |
Total Volume and Open Interest |
30,509 |
230,898 |
-2,293 |
London Coffee(LCE) |
Mar08 |
080320 |
2520.00 |
2528.00 |
2210.00 |
2294.00 |
-191.00 |
121 |
1,621 |
-108 |
May08 |
080320 |
2490.00 |
2554.00 |
2208.00 |
2294.00 |
-191.00 |
11,902 |
93,575 |
-479 |
Jul08 |
080320 |
2365.00 |
2400.00 |
2200.00 |
2250.00 |
-95.00 |
8,620 |
60,797 |
-1,035 |
Sep08 |
080320 |
2350.00 |
2384.00 |
2205.00 |
2238.00 |
-97.00 |
2,520 |
20,784 |
+393 |
Nov08 |
080320 |
2306.00 |
2310.00 |
2198.00 |
2198.00 |
-92.00 |
45 |
4,922 |
+17 |
Jan09 |
080320 |
2253.00 |
2253.00 |
2095.00 |
2130.00 |
-88.00 |
26 |
5,194 |
+20 |
Total Volume and Open Interest |
23,234 |
186,893 |
-1,192 |
London Sugar(LCE) |
May08 |
080320 |
319.80 |
327.30 |
312.60 |
325.00 |
+0.40 |
4,940 |
26,705 |
-634 |
Aug08 |
080320 |
325.00 |
333.70 |
321.50 |
332.00 |
-0.90 |
1,412 |
11,942 |
+212 |
Oct08 |
080320 |
331.00 |
343.10 |
331.00 |
341.00 |
-0.80 |
226 |
8,189 |
-16 |
Dec08 |
080320 |
340.00 |
351.30 |
338.00 |
348.50 |
-0.10 |
47 |
3,362 |
+12 |
Mar09 |
080320 |
349.00 |
356.40 |
346.00 |
355.00 |
unch |
186 |
5,590 |
-37 |
Total Volume and Open Interest |
6,897 |
62,737 |
-453 |
Cotton(ICE) |
May08 |
080320 |
71.59 |
74.99 |
69.02 |
71.75 |
-0.27 |
21,333 |
132,602 |
-1,128 |
Jul08 |
080320 |
73.73 |
77.18 |
71.24 |
74.26 |
+0.03 |
6,586 |
53,786 |
+467 |
Oct08 |
080320 |
77.50 |
80.14 |
75.10 |
77.10 |
-0.33 |
63 |
2,336 |
-5 |
Dec08 |
080320 |
79.00 |
82.25 |
76.34 |
79.36 |
+0.02 |
7,898 |
86,903 |
-617 |
Mar09 |
080320 |
79.87 |
84.53 |
79.28 |
81.84 |
-0.17 |
64 |
7,655 |
+7 |
May09 |
080320 |
82.67 |
82.67 |
82.67 |
82.67 |
-0.24 |
21 |
566 |
+5 |
Total Volume and Open Interest |
35,997 |
288,906 |
-1,287 |
Lumber(CME) |
May08 |
080320 |
223.6 |
228.0 |
223.6 |
225.6 |
+4.0 |
765 |
9,339 |
+9,339 |
Jul08 |
080320 |
247.5 |
250.9 |
247.5 |
249.9 |
+4.0 |
468 |
2,376 |
+2,376 |
Sep08 |
080320 |
258.5 |
261.8 |
258.5 |
261.8 |
+4.0 |
125 |
1,226 |
+1,226 |
Nov08 |
080320 |
253.0 |
254.9 |
253.0 |
253.9 |
+3.6 |
38 |
374 |
+374 |
Total Volume and Open Interest |
1,402 |
13,425 |
+13,425 |
Crude Oil(NYM) |
Apr08 |
080319 |
106.80 |
107.00 |
103.00 |
104.48 |
-4.94 |
187,052 |
34,162 |
-39,726 |
May08 |
080320 |
99.60 |
102.21 |
98.90 |
101.84 |
-0.70 |
386,956 |
373,668 |
-9,528 |
Jun08 |
080320 |
99.05 |
101.10 |
98.60 |
101.06 |
-0.57 |
125,348 |
156,648 |
-2,922 |
Jul08 |
080320 |
98.05 |
100.32 |
98.05 |
100.32 |
-0.47 |
31,577 |
61,076 |
+928 |
Aug08 |
080320 |
97.65 |
99.66 |
97.65 |
99.66 |
-0.44 |
12,742 |
33,928 |
+680 |
Sep08 |
080320 |
97.15 |
99.14 |
97.15 |
99.14 |
-0.43 |
9,277 |
48,002 |
-138 |
Oct08 |
080320 |
98.77 |
98.77 |
98.77 |
98.77 |
-0.38 |
5,564 |
38,760 |
+957 |
Nov08 |
080320 |
96.40 |
98.45 |
96.40 |
98.45 |
-0.33 |
2,384 |
22,009 |
+249 |
Dec08 |
080320 |
96.50 |
98.14 |
96.50 |
98.14 |
-0.31 |
26,094 |
205,521 |
+192 |
Jan09 |
080320 |
97.80 |
97.80 |
97.80 |
97.80 |
-0.30 |
268 |
24,546 |
-61 |
Feb09 |
080320 |
97.48 |
97.48 |
97.48 |
97.48 |
-0.29 |
363 |
13,188 |
-190 |
Mar09 |
080320 |
95.20 |
97.19 |
95.20 |
97.19 |
-0.28 |
491 |
12,193 |
+109 |
Apr09 |
080320 |
100.50 |
100.50 |
96.94 |
96.94 |
-0.28 |
722 |
8,396 |
-370 |
May09 |
080320 |
96.70 |
96.70 |
96.70 |
96.70 |
-0.28 |
56 |
17,918 |
-20 |
Jun09 |
080320 |
95.25 |
96.50 |
95.25 |
96.50 |
-0.28 |
1,581 |
29,431 |
-473 |
Jul09 |
080320 |
96.33 |
96.33 |
96.33 |
96.33 |
-0.28 |
350 |
7,727 |
+102 |
Total Volume and Open Interest |
671,560 |
1,367,984 |
-39,817 |
Heating Oil(NYM) |
Apr08 |
080320 |
296.20 |
298.70 |
294.65 |
297.72 |
-3.95 |
26,411 |
31,487 |
-4,533 |
May08 |
080320 |
290.25 |
290.64 |
288.10 |
290.64 |
-4.01 |
31,297 |
76,869 |
+3,473 |
Jun08 |
080320 |
285.75 |
289.00 |
283.90 |
286.39 |
-3.71 |
13,040 |
36,160 |
-26 |
Jul08 |
080320 |
284.75 |
286.09 |
282.75 |
286.09 |
-3.51 |
3,488 |
15,540 |
+858 |
Aug08 |
080320 |
286.49 |
286.49 |
286.49 |
286.49 |
-3.36 |
1,934 |
7,621 |
+151 |
Sep08 |
080320 |
287.19 |
287.19 |
287.19 |
287.19 |
-3.21 |
1,069 |
10,061 |
-210 |
Oct08 |
080320 |
284.50 |
288.14 |
284.50 |
288.14 |
-3.01 |
633 |
3,646 |
+228 |
Nov08 |
080320 |
289.29 |
289.29 |
289.29 |
289.29 |
-2.96 |
440 |
3,316 |
-13 |
Dec08 |
080320 |
290.44 |
290.44 |
290.44 |
290.44 |
-2.91 |
3,157 |
21,817 |
-9 |
Jan09 |
080320 |
291.00 |
291.00 |
290.79 |
290.79 |
-2.86 |
883 |
7,494 |
+627 |
Feb09 |
080320 |
285.80 |
289.19 |
285.80 |
289.19 |
-2.71 |
38 |
1,241 |
-4 |
Mar09 |
080320 |
283.00 |
285.39 |
283.00 |
285.39 |
-2.56 |
27 |
1,577 |
+2 |
Total Volume and Open Interest |
83,263 |
228,625 |
+1,125 |
Gasoline(NYMEX) |
Apr08 |
080320 |
256.01 |
262.00 |
250.46 |
260.51 |
+4.48 |
44,414 |
39,734 |
-5,419 |
May08 |
080320 |
257.50 |
263.29 |
251.94 |
261.23 |
+3.68 |
44,543 |
73,630 |
-1,805 |
Jun08 |
080320 |
257.45 |
263.08 |
252.50 |
261.43 |
+3.13 |
19,659 |
41,666 |
+451 |
Jul08 |
080320 |
257.65 |
261.65 |
252.35 |
260.73 |
+2.53 |
9,451 |
20,856 |
+638 |
Aug08 |
080320 |
254.85 |
260.00 |
251.03 |
259.08 |
+1.88 |
6,196 |
10,851 |
-114 |
Sep08 |
080320 |
255.70 |
257.03 |
251.00 |
256.43 |
+1.23 |
4,062 |
10,678 |
-488 |
Oct08 |
080320 |
237.00 |
244.49 |
237.00 |
243.98 |
+0.58 |
2,137 |
9,965 |
+207 |
Nov08 |
080320 |
241.00 |
241.53 |
235.25 |
241.53 |
+0.03 |
1,553 |
4,059 |
-157 |
Dec08 |
080320 |
239.85 |
241.50 |
235.66 |
240.78 |
-0.07 |
2,037 |
12,965 |
+573 |
Jan09 |
080320 |
240.00 |
241.98 |
238.50 |
241.98 |
-0.17 |
152 |
4,082 |
+34 |
Total Volume and Open Interest |
134,314 |
245,672 |
-6,116 |
e-MiNY RBOB Gasoline(NYMEX) |
Apr08 |
080319 |
261.70 |
261.70 |
256.03 |
256.03 |
-9.97 |
4 |
23 |
+0 |
May08 |
080320 |
258.90 |
261.23 |
258.90 |
261.23 |
+3.68 |
0 |
5 |
+0 |
Jun08 |
080320 |
261.43 |
261.43 |
261.43 |
261.43 |
+3.13 |
2 |
5 |
+2 |
Jul08 |
080320 |
260.73 |
260.73 |
260.73 |
260.73 |
+2.53 |
|
|
|
Total Volume and Open Interest |
2 |
34 |
+2 |
Natural Gas(NYM) |
Apr08 |
080320 |
8.790 |
9.065 |
8.700 |
9.065 |
+0.041 |
78,886 |
57,961 |
-5,448 |
May08 |
080320 |
8.860 |
9.210 |
8.785 |
9.140 |
+0.028 |
32,824 |
147,252 |
-2,397 |
Jun08 |
080320 |
8.960 |
9.295 |
8.860 |
9.227 |
+0.032 |
11,215 |
42,088 |
-186 |
Jul08 |
080320 |
8.960 |
9.390 |
8.960 |
9.331 |
+0.035 |
6,285 |
37,658 |
-809 |
Aug08 |
080320 |
9.015 |
9.389 |
9.015 |
9.389 |
+0.034 |
4,093 |
27,829 |
+129 |
Sep08 |
080320 |
9.010 |
9.394 |
9.010 |
9.394 |
+0.033 |
1,892 |
19,914 |
-704 |
Oct08 |
080320 |
9.170 |
9.460 |
9.070 |
9.460 |
+0.033 |
6,143 |
60,249 |
-1,474 |
Nov08 |
080320 |
9.320 |
9.695 |
9.320 |
9.695 |
+0.023 |
2,607 |
29,157 |
-1,606 |
Dec08 |
080320 |
9.750 |
10.020 |
9.660 |
10.020 |
+0.008 |
4,304 |
35,479 |
-910 |
Jan09 |
080320 |
10.180 |
10.230 |
10.180 |
10.230 |
+0.008 |
7,008 |
56,032 |
-800 |
Feb09 |
080320 |
10.180 |
10.200 |
10.180 |
10.200 |
+0.013 |
1,242 |
13,189 |
+304 |
Mar09 |
080320 |
9.940 |
9.965 |
9.940 |
9.965 |
+0.013 |
6,625 |
44,551 |
-834 |
Apr09 |
080320 |
8.420 |
8.420 |
8.420 |
8.420 |
-0.087 |
4,318 |
35,898 |
+614 |
May09 |
080320 |
8.240 |
8.272 |
8.240 |
8.272 |
-0.090 |
816 |
25,974 |
-64 |
Jun09 |
080320 |
8.100 |
8.322 |
8.100 |
8.322 |
-0.090 |
145 |
14,011 |
+12 |
Jul09 |
080320 |
8.397 |
8.397 |
8.397 |
8.397 |
-0.090 |
163 |
10,543 |
+138 |
Total Volume and Open Interest |
169,928 |
881,190 |
-13,427 |
Brent Crude Oil(ICE) |
May08 |
080320 |
99.83 |
100.81 |
98.00 |
100.38 |
-0.34 |
160,169 |
141,101 |
+141,101 |
Jun08 |
080320 |
99.57 |
100.54 |
97.79 |
100.13 |
-0.36 |
86,570 |
138,789 |
+138,789 |
Jul08 |
080320 |
99.50 |
100.22 |
97.54 |
99.83 |
-0.40 |
28,982 |
50,948 |
+50,948 |
Aug08 |
080320 |
99.54 |
99.97 |
97.48 |
99.53 |
-0.41 |
11,343 |
25,603 |
+25,603 |
Sep08 |
080320 |
99.30 |
99.67 |
97.19 |
99.28 |
-0.42 |
7,026 |
19,062 |
+19,062 |
Oct08 |
080320 |
99.10 |
99.28 |
96.99 |
99.03 |
-0.47 |
2,707 |
12,369 |
+12,369 |
Nov08 |
080320 |
98.90 |
98.99 |
96.80 |
98.77 |
-0.52 |
2,091 |
9,274 |
+9,274 |
Dec08 |
080320 |
98.70 |
98.73 |
96.51 |
98.50 |
-0.55 |
17,105 |
56,650 |
+56,650 |
Jan09 |
080320 |
97.64 |
98.29 |
97.64 |
98.29 |
-0.54 |
275 |
13,060 |
+13,060 |
Feb09 |
080320 |
98.07 |
98.07 |
98.07 |
98.07 |
-0.55 |
43 |
7,386 |
+7,386 |
Mar09 |
080320 |
97.51 |
97.83 |
97.51 |
97.83 |
-0.58 |
50 |
4,913 |
+4,913 |
Apr09 |
080320 |
97.60 |
97.60 |
97.60 |
97.60 |
-0.60 |
0 |
5,773 |
+5,773 |
May09 |
080320 |
97.38 |
97.38 |
97.38 |
97.38 |
-0.62 |
0 |
1,710 |
+1,710 |
Jun09 |
080320 |
97.16 |
97.16 |
97.16 |
97.16 |
-0.65 |
230 |
12,720 |
+12,720 |
Total Volume and Open Interest |
321,551 |
594,983 |
+594,983 |
Gas Oil(ICE) |
Apr08 |
080320 |
945.00 |
950.00 |
921.25 |
922.00 |
-35.00 |
48,736 |
56,057 |
-8,986 |
May08 |
080320 |
931.75 |
937.75 |
910.75 |
911.25 |
-32.75 |
43,118 |
57,541 |
-251 |
Jun08 |
080320 |
921.25 |
927.00 |
901.50 |
902.00 |
-31.25 |
21,857 |
29,283 |
-1,931 |
Jul08 |
080320 |
910.50 |
912.75 |
897.00 |
897.25 |
-30.25 |
5,236 |
14,579 |
+550 |
Aug08 |
080320 |
909.00 |
910.25 |
895.50 |
895.75 |
-30.00 |
2,780 |
10,032 |
+838 |
Sep08 |
080320 |
916.00 |
916.00 |
895.50 |
895.50 |
-30.25 |
1,668 |
10,714 |
-76 |
Oct08 |
080320 |
913.75 |
913.75 |
894.00 |
894.00 |
-30.00 |
880 |
6,585 |
+432 |
Nov08 |
080320 |
901.00 |
901.00 |
892.00 |
892.00 |
-29.25 |
638 |
7,114 |
+29 |
Dec08 |
080320 |
907.75 |
907.75 |
889.50 |
890.00 |
-28.50 |
5,094 |
28,790 |
+557 |
Jan09 |
080320 |
895.00 |
898.75 |
888.25 |
888.25 |
-28.25 |
323 |
10,160 |
+108 |
Total Volume and Open Interest |
131,494 |
255,718 |
-8,831 |
US Dollar Index(ICE) |
Jun08 |
080320 |
72.500 |
73.425 |
72.460 |
73.230 |
+0.610 |
5,147 |
40,722 |
+0 |
Sep08 |
080320 |
73.800 |
73.820 |
73.615 |
73.720 |
+0.640 |
0 |
2,627 |
+0 |
Dec08 |
080320 |
74.320 |
74.320 |
74.140 |
74.140 |
+0.675 |
2 |
610 |
+48 |
Total Volume and Open Interest |
2 |
3,237 |
-40,674 |
Australian Dollar(CME) |
Jun08 |
080320 |
89.26 |
89.26 |
88.57 |
88.66 |
-1.78 |
24,510 |
74,854 |
+2,845 |
Sep08 |
080320 |
87.48 |
87.48 |
87.47 |
87.48 |
-1.73 |
16 |
224 |
+8 |
Dec08 |
080320 |
86.33 |
86.33 |
86.32 |
86.33 |
-1.67 |
9 |
154 |
-9 |
Total Volume and Open Interest |
24,540 |
75,307 |
+2,841 |
British Pound(CME) |
Jun08 |
080320 |
196.66 |
196.97 |
196.46 |
196.91 |
-0.16 |
111,946 |
85,463 |
+2,475 |
Sep08 |
080320 |
195.35 |
195.35 |
195.34 |
195.34 |
-0.16 |
0 |
169 |
+6 |
Dec08 |
080320 |
193.86 |
193.86 |
193.85 |
193.85 |
-0.16 |
1 |
61 |
+0 |
Total Volume and Open Interest |
111,948 |
85,729 |
+2,480 |
Canadian Dollar(CME) |
Jun08 |
080320 |
97.39 |
97.39 |
96.95 |
97.02 |
-1.74 |
24,204 |
93,672 |
+7,764 |
Sep08 |
080320 |
97.20 |
97.20 |
96.87 |
96.87 |
-1.74 |
83 |
5,484 |
+3 |
Dec08 |
080320 |
96.72 |
96.72 |
96.71 |
96.71 |
-1.74 |
58 |
1,887 |
-2 |
Mar09 |
080320 |
96.54 |
96.54 |
96.53 |
96.53 |
-1.74 |
15 |
461 |
+7 |
Total Volume and Open Interest |
24,392 |
102,262 |
+7,930 |
Japanese Yen(CME) |
Jun08 |
080320 |
100.78 |
101.88 |
100.78 |
101.87 |
+0.92 |
6,941 |
192,205 |
+293 |
Sep08 |
080320 |
102.21 |
102.21 |
102.20 |
102.20 |
+0.97 |
31 |
1,562 |
+8 |
Dec08 |
080320 |
102.53 |
102.53 |
102.52 |
102.52 |
+1.01 |
0 |
73 |
+0 |
Total Volume and Open Interest |
6,975 |
193,889 |
+309 |
Swiss Franc(CME) |
Jun08 |
080320 |
98.52 |
99.03 |
98.52 |
99.01 |
-0.88 |
52,699 |
55,903 |
+2,509 |
Sep08 |
080320 |
98.91 |
98.91 |
98.90 |
98.90 |
-0.87 |
3 |
911 |
+3 |
Dec08 |
080320 |
98.78 |
98.78 |
98.77 |
98.77 |
-0.86 |
10 |
54 |
-4 |
Total Volume and Open Interest |
52,715 |
56,873 |
+2,507 |
EuroFX(CME) |
Jun08 |
080320 |
153.69 |
153.70 |
153.39 |
153.61 |
-1.83 |
243,549 |
168,453 |
+8,114 |
Sep08 |
080320 |
152.89 |
152.89 |
152.61 |
152.79 |
-1.82 |
69 |
1,710 |
-10 |
Dec08 |
080320 |
152.07 |
152.08 |
152.07 |
152.08 |
-1.80 |
3 |
337 |
-5 |
Total Volume and Open Interest |
243,622 |
170,573 |
+8,099 |
Mexican Peso(CME) |
Apr08 |
080320 |
929.2 |
929.2 |
929.2 |
929.2 |
-1.8 |
0 |
3 |
+3 |
May08 |
080320 |
925.2 |
925.2 |
925.2 |
925.2 |
-1.8 |
40 |
17 |
+17 |
Total Volume and Open Interest |
22,113 |
105,791 |
+105,791 |
30-Year T-Bonds(CBOT) |
Mar08 |
080319 |
120~01 |
121~14 |
120~01 |
121~06 |
+0~18 |
16,248 |
30,270 |
-17,555 |
Jun08 |
080320 |
120~12 |
121~00 |
119~28 |
120~30 |
+0~25 |
416,425 |
929,108 |
-1,493 |
Sep08 |
080320 |
119~00 |
119~15 |
119~00 |
119~15 |
+0~25 |
29 |
358 |
-4 |
Total Volume and Open Interest |
426,014 |
947,713 |
-13,593 |
10-Year T-Notes(CBOT) |
Mar08 |
080319 |
120~130 |
121~200 |
120~130 |
120~300 |
+0~075 |
23,451 |
39,808 |
-15,114 |
Jun08 |
080320 |
119~235 |
119~310 |
119~135 |
119~265 |
+0~065 |
1,215,775 |
2,164,999 |
+29,865 |
Sep08 |
080320 |
118~000 |
118~045 |
118~000 |
118~045 |
+0~065 |
0 |
835 |
+0 |
Total Volume and Open Interest |
1,235,451 |
2,186,877 |
+11,100 |
5-Year T-Notes(CBOT) |
Mar08 |
080320 |
115~190 |
115~190 |
115~190 |
115~190 |
-0~010 |
15,037 |
0 |
+0 |
Jun08 |
080320 |
114~140 |
114~210 |
114~100 |
114~210 |
+0~010 |
776,467 |
0 |
+0 |
Sep08 |
080320 |
114~110 |
114~110 |
114~110 |
114~110 |
+0~010 |
|
|
|
Total Volume and Open Interest |
791,504 |
4,270 |
+0 |
2 Year T-Notes(CBOT) |
Mar08 |
080320 |
107~088 |
107~093 |
107~088 |
107~093 |
-0~007 |
20 |
40,127 |
-2,552 |
Jun08 |
080320 |
107~037 |
107~037 |
107~016 |
107~032 |
-0~022 |
3,982 |
1,095,754 |
+27,498 |
Sep08 |
080320 |
107~032 |
107~032 |
107~032 |
107~032 |
-0~022 |
|
|
|
Total Volume and Open Interest |
4,002 |
1,135,881 |
+24,946 |
Eurodollars(CME) |
Jun08 |
080320 |
97.785 |
97.805 |
97.710 |
97.750 |
-0.100 |
405,500 |
1,739,880 |
-44,198 |
Sep08 |
080320 |
98.915 |
98.915 |
97.810 |
97.865 |
-0.150 |
71,762 |
1,533,009 |
-15,829 |
Dec08 |
080320 |
97.875 |
97.940 |
97.790 |
97.835 |
-0.150 |
159 |
1,431,064 |
+24,608 |
Mar09 |
080320 |
97.855 |
97.915 |
97.780 |
97.850 |
-0.110 |
449,500 |
1,087,308 |
+3,031 |
Jun09 |
080320 |
97.695 |
97.760 |
97.620 |
97.690 |
-0.115 |
329,500 |
898,727 |
+764 |
Sep09 |
080320 |
97.480 |
97.535 |
97.395 |
97.465 |
-0.130 |
259,500 |
839,364 |
-19,278 |
Dec09 |
080320 |
97.235 |
97.290 |
97.130 |
97.210 |
-0.135 |
266,500 |
583,866 |
-16,068 |
Mar10 |
080320 |
97.035 |
97.085 |
96.930 |
97.000 |
-0.125 |
170,500 |
326,321 |
+5,206 |
Jun10 |
080320 |
96.825 |
96.875 |
96.760 |
96.800 |
-0.100 |
28,710 |
233,784 |
+6,731 |
Sep10 |
080320 |
96.620 |
96.670 |
96.565 |
96.610 |
-0.075 |
14,649 |
198,455 |
+3,079 |
Dec10 |
080320 |
96.455 |
96.475 |
96.360 |
96.430 |
-0.055 |
20,718 |
168,801 |
+7,698 |
Mar11 |
080320 |
96.280 |
96.330 |
96.250 |
96.290 |
-0.030 |
16,305 |
111,582 |
+765 |
Jun11 |
080320 |
96.145 |
96.190 |
96.100 |
96.155 |
-0.010 |
3,417 |
108,170 |
+498 |
Sep11 |
080320 |
96.020 |
96.050 |
95.975 |
96.025 |
+0.005 |
8,475 |
68,427 |
+574 |
Dec11 |
080320 |
95.890 |
95.935 |
95.840 |
95.900 |
+0.015 |
10,000 |
76,341 |
-2,381 |
Mar12 |
080320 |
95.830 |
95.830 |
95.735 |
95.805 |
+0.025 |
13,000 |
78,280 |
+1,879 |
Jun12 |
080320 |
95.730 |
95.730 |
95.655 |
95.705 |
+0.035 |
9,933 |
58,480 |
-9,093 |
Sep12 |
080320 |
95.620 |
95.620 |
95.550 |
95.610 |
+0.045 |
16,626 |
47,859 |
+2,584 |
Total Volume and Open Interest |
2,148,937 |
9,848,680 |
-36,948 |
30 Day Federal Funds(CBOT) |
Mar08 |
080320 |
5.655 |
5.655 |
5.655 |
5.655 |
unch |
0 |
77,115 |
-7,395 |
Apr08 |
080320 |
6.085 |
6.085 |
6.085 |
6.085 |
-0.010 |
69 |
79,284 |
-12,463 |
May08 |
080320 |
6.390 |
6.390 |
6.390 |
6.390 |
-0.065 |
324 |
82,603 |
+1,373 |
Jun08 |
080320 |
6.415 |
6.415 |
6.415 |
6.415 |
-0.065 |
202 |
40,012 |
+1,356 |
Jul08 |
080320 |
6.510 |
6.510 |
6.470 |
6.470 |
+6.459 |
19 |
16,769 |
+1,473 |
Aug08 |
080320 |
6.530 |
6.530 |
6.495 |
6.495 |
+6.459 |
50 |
20,388 |
+262 |
Total Volume and Open Interest |
664 |
333,917 |
-14,530 |
30 Day Fed Funds(e-CBOT) |
Mar08 |
080320 |
97.415 |
97.415 |
97.405 |
97.405 |
unch |
20,344 |
0 |
+0 |
Apr08 |
080320 |
97.850 |
97.855 |
97.825 |
97.835 |
-0.010 |
34,905 |
0 |
+0 |
May08 |
080320 |
98.205 |
98.205 |
98.100 |
98.140 |
-0.065 |
18,690 |
0 |
+0 |
Jun08 |
080320 |
98.230 |
98.230 |
98.130 |
98.165 |
-0.065 |
12,947 |
0 |
+0 |
Jul08 |
080320 |
98.260 |
98.285 |
98.195 |
98.220 |
-0.095 |
10,121 |
0 |
+0 |
Aug08 |
080320 |
98.285 |
98.300 |
98.210 |
98.245 |
-0.095 |
4,238 |
0 |
+0 |
Total Volume and Open Interest |
104,097 |
|
|
3-Mth Euro-Yen(CME) |
Jun08 |
080320 |
99.27 |
99.27 |
99.27 |
99.27 |
unch |
1,502 |
12,317 |
+12,317 |
Sep08 |
080320 |
99.35 |
99.35 |
99.35 |
99.35 |
unch |
900 |
6,223 |
+6,223 |
Dec08 |
080320 |
99.34 |
99.34 |
99.34 |
99.34 |
unch |
0 |
2,477 |
+2,477 |
Mar09 |
080320 |
99.33 |
99.33 |
99.33 |
99.33 |
unch |
0 |
1,527 |
+1,527 |
Jun09 |
080320 |
99.28 |
99.28 |
99.28 |
99.28 |
unch |
0 |
354 |
+354 |
Sep09 |
080320 |
99.22 |
99.22 |
99.22 |
99.22 |
unch |
0 |
350 |
+350 |
Dec09 |
080320 |
99.19 |
99.19 |
99.19 |
99.19 |
unch |
|
|
|
Mar10 |
080320 |
99.14 |
99.14 |
99.14 |
99.14 |
unch |
|
|
|
Jun10 |
080320 |
99.09 |
99.09 |
99.09 |
99.09 |
-0.01 |
|
|
|
Sep10 |
080320 |
99.04 |
99.04 |
99.04 |
99.04 |
-0.02 |
|
|
|
Total Volume and Open Interest |
2,402 |
23,248 |
+23,248 |
3-Mth Euro-Yen(SGX) |
Jun08 |
080320 |
99.26 |
99.26 |
99.26 |
99.26 |
-0.01 |
5,011 |
25,707 |
+1,346 |
Sep08 |
080320 |
99.35 |
99.35 |
99.35 |
99.35 |
-0.01 |
653 |
17,977 |
+237 |
Dec08 |
080320 |
99.34 |
99.34 |
99.34 |
99.34 |
-0.02 |
773 |
15,142 |
+84 |
Mar09 |
080320 |
99.32 |
99.32 |
99.32 |
99.32 |
-0.01 |
260 |
7,746 |
-240 |
Jun09 |
080320 |
99.28 |
99.28 |
99.28 |
99.28 |
-0.01 |
20 |
1,912 |
+70 |
Sep09 |
080320 |
99.22 |
99.22 |
99.22 |
99.22 |
-0.01 |
0 |
778 |
+0 |
Dec09 |
080320 |
99.19 |
99.19 |
99.19 |
99.19 |
-0.01 |
0 |
260 |
+0 |
Mar10 |
080320 |
99.14 |
99.14 |
99.14 |
99.14 |
-0.01 |
0 |
250 |
+0 |
Total Volume and Open Interest |
6,717 |
74,178 |
+1,497 |
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 |
080320 |
45.86 |
46.00 |
45.39 |
45.44 |
-0.53 |
630,061 |
1,218,774 |
+16,073 |
Sep08 |
080320 |
46.02 |
46.02 |
46.02 |
46.02 |
-0.28 |
1,000 |
0 |
+0 |
Dec08 |
080320 |
45.16 |
45.16 |
45.16 |
45.16 |
-0.28 |
|
|
|
Total Volume and Open Interest |
631,061 |
1,218,774 |
+16,073 |
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 |
080320 |
112~01 |
112~01 |
111~23 |
111~30 |
+0~05 |
2,886 |
8,580 |
-1,159 |
Jun08 |
080320 |
111~27 |
112~05 |
111~16 |
111~27 |
+0~05 |
91,141 |
353,210 |
+4,722 |
Total Volume and Open Interest |
94,027 |
361,790 |
+3,563 |
3-Mth Short Sterling(LIFFE) |
Jun08 |
080320 |
94.49 |
94.49 |
94.49 |
94.49 |
-0.10 |
176,862 |
530,862 |
+12,181 |
Sep08 |
080320 |
94.81 |
94.81 |
94.81 |
94.81 |
-0.11 |
138,358 |
506,273 |
-6,775 |
Dec08 |
080320 |
95.11 |
95.11 |
95.11 |
95.11 |
-0.10 |
129,301 |
550,287 |
-4,183 |
Mar09 |
080320 |
95.35 |
95.35 |
95.35 |
95.35 |
-0.10 |
133,648 |
338,056 |
-12,971 |
Jun09 |
080320 |
95.48 |
95.48 |
95.48 |
95.48 |
-0.09 |
72,103 |
251,500 |
-1,857 |
Sep09 |
080320 |
95.49 |
95.49 |
95.49 |
95.49 |
-0.07 |
34,195 |
176,100 |
+399 |
Total Volume and Open Interest |
806,155 |
2,690,208 |
-375,925 |
3-Mth Euribor(LIFFE) |
Jun08 |
080320 |
95.690 |
95.690 |
95.610 |
95.615 |
-0.060 |
234,181 |
772,170 |
+30,697 |
Sep08 |
080320 |
96.075 |
96.105 |
95.985 |
96.005 |
-0.060 |
175,689 |
621,968 |
+2,994 |
Dec08 |
080320 |
96.230 |
96.235 |
96.080 |
96.090 |
-0.105 |
196,373 |
519,998 |
+4,283 |
Total Volume and Open Interest |
1,170,632 |
3,671,869 |
+29,125 |
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 |
080320 |
92.27 |
92.28 |
92.21 |
92.26 |
+0.05 |
17,147 |
416,413 |
+4,367 |
Sep08 |
080320 |
92.50 |
92.56 |
92.46 |
92.51 |
+0.07 |
19,797 |
283,665 |
+11,935 |
Dec08 |
080320 |
92.69 |
92.74 |
92.63 |
92.70 |
+0.10 |
11,466 |
158,643 |
+6,909 |
Mar09 |
080320 |
92.78 |
92.85 |
92.73 |
92.82 |
+0.13 |
6,057 |
90,639 |
+6,360 |
Jun09 |
080320 |
92.84 |
92.91 |
92.81 |
92.89 |
+0.14 |
7,649 |
82,899 |
+7,262 |
Sep09 |
080320 |
92.87 |
92.92 |
92.85 |
92.91 |
+0.13 |
2,639 |
53,159 |
+2,461 |
Dec09 |
080320 |
92.88 |
92.94 |
92.84 |
92.91 |
+0.13 |
1,528 |
22,744 |
+1,322 |
Mar10 |
080320 |
92.89 |
92.94 |
92.89 |
92.92 |
+0.14 |
174 |
3,659 |
+172 |
Jun10 |
080320 |
92.89 |
92.93 |
92.89 |
92.91 |
+0.13 |
61 |
659 |
+61 |
Total Volume and Open Interest |
66,548 |
1,114,193 |
+40,869 |
10-Year Aus T-Bonds(SFE) |
Jun08 |
080320 |
94.01 |
94.05 |
93.99 |
94.02 |
+0.10 |
35,669 |
505,794 |
+18,791 |
Sep08 |
080320 |
94.02 |
94.02 |
94.02 |
94.02 |
+0.10 |
|
|
|
Total Volume and Open Interest |
35,669 |
505,794 |
+18,791 |
3-Year Aus T-Bonds(SFE) |
Jun08 |
080320 |
93.96 |
94.00 |
93.94 |
93.96 |
+0.08 |
71,691 |
585,806 |
+53,467 |
Sep08 |
080320 |
93.96 |
93.96 |
93.96 |
93.96 |
+0.08 |
|
|
|
Total Volume and Open Interest |
71,691 |
585,806 |
+53,467 |
Gold(CMX) |
Apr08 |
080320 |
918.5 |
929.0 |
914.5 |
920.0 |
-25.3 |
295,222 |
213,217 |
-23,204 |
Jun08 |
080320 |
923.0 |
933.0 |
920.5 |
924.3 |
-25.4 |
40,516 |
117,342 |
+8,634 |
Aug08 |
080320 |
929.0 |
929.0 |
927.5 |
928.0 |
-25.4 |
865 |
34,532 |
+219 |
Oct08 |
080320 |
931.1 |
931.1 |
931.1 |
931.1 |
-25.3 |
195 |
8,410 |
+26 |
Dec08 |
080320 |
930.0 |
939.5 |
929.0 |
934.2 |
-25.2 |
1,797 |
27,173 |
-294 |
Feb09 |
080320 |
940.0 |
940.0 |
937.4 |
937.4 |
-25.1 |
289 |
21,142 |
-58 |
Apr09 |
080320 |
940.5 |
940.5 |
940.5 |
940.5 |
-25.1 |
1,621 |
4,217 |
-189 |
Jun09 |
080320 |
943.9 |
943.9 |
943.9 |
943.9 |
-25.0 |
28 |
10,484 |
-1 |
Aug09 |
080320 |
947.5 |
947.5 |
947.5 |
947.5 |
-24.9 |
3 |
195 |
+3 |
Oct09 |
080320 |
951.2 |
951.2 |
951.2 |
951.2 |
-24.8 |
4 |
215 |
+3 |
Dec09 |
080320 |
954.9 |
954.9 |
954.9 |
954.9 |
-24.8 |
213 |
17,085 |
+124 |
Total Volume and Open Interest |
341,208 |
474,456 |
-14,599 |
Silver(CMX) |
Mar08 |
080320 |
1721.0 |
1721.0 |
1680.5 |
1680.5 |
-159.0 |
208 |
365 |
-45 |
May08 |
080320 |
1742.0 |
1754.0 |
1682.0 |
1685.0 |
-159.5 |
65,624 |
76,036 |
-4,173 |
Jul08 |
080320 |
1750.0 |
1756.0 |
1693.3 |
1693.3 |
-159.9 |
2,562 |
25,066 |
-264 |
Sep08 |
080320 |
1699.0 |
1699.0 |
1699.0 |
1699.0 |
-160.0 |
159 |
17,814 |
-28 |
Dec08 |
080320 |
1762.0 |
1764.0 |
1706.6 |
1706.6 |
-160.2 |
1,189 |
20,408 |
-342 |
Mar09 |
080320 |
1713.3 |
1713.3 |
1713.3 |
1713.3 |
-160.4 |
181 |
3,574 |
+149 |
May09 |
080320 |
1718.9 |
1718.9 |
1718.9 |
1718.9 |
-160.6 |
2 |
125 |
+0 |
Total Volume and Open Interest |
70,248 |
156,217 |
-4,643 |
Platinum(NYMEX) |
Apr08 |
080320 |
1830.0 |
1880.0 |
1830.0 |
1877.3 |
-9.7 |
5,108 |
8,262 |
-1,597 |
Jul08 |
080320 |
1882.4 |
1882.4 |
1882.4 |
1882.4 |
-10.6 |
1,402 |
3,410 |
+889 |
Oct08 |
080320 |
1888.2 |
1888.2 |
1888.2 |
1888.2 |
-6.3 |
14 |
193 |
-2 |
Jan09 |
071008 |
1377.0 |
1377.0 |
1377.0 |
1377.0 |
unch |
|
|
|
Total Volume and Open Interest |
1,127 |
15,728 |
|
Palladium(NYMEX) |
Mar08 |
080320 |
444.75 |
444.75 |
444.75 |
444.75 |
-17.35 |
15 |
79 |
-4 |
Jun08 |
080320 |
430.10 |
448.00 |
421.00 |
446.05 |
-18.40 |
2,370 |
17,892 |
-199 |
Sep08 |
080320 |
448.20 |
448.20 |
448.20 |
448.20 |
-18.25 |
2 |
1,073 |
+1 |
Total Volume and Open Interest |
2,390 |
20,013 |
-202 |
Copper(CMX) |
Mar08 |
080320 |
353.00 |
361.10 |
353.00 |
361.10 |
-4.85 |
426 |
1,114 |
-187 |
May08 |
080320 |
350.75 |
357.45 |
347.00 |
357.35 |
-6.00 |
12,398 |
64,067 |
-1,432 |
Jul08 |
080320 |
346.50 |
357.05 |
346.50 |
357.05 |
-5.85 |
1,721 |
19,236 |
+823 |
Sep08 |
080320 |
356.50 |
356.50 |
346.50 |
355.05 |
-5.50 |
156 |
4,090 |
+72 |
Dec08 |
080320 |
346.50 |
351.35 |
346.50 |
351.35 |
-5.00 |
201 |
5,711 |
+65 |
Total Volume and Open Interest |
15,574 |
101,403 |
-550 |
Aluminum(CMX) |
Mar08 |
080320 |
126.25 |
126.25 |
126.25 |
126.25 |
-3.60 |
|
|
|
Apr08 |
080320 |
126.25 |
126.25 |
126.25 |
126.25 |
-3.60 |
|
|
|
May08 |
080320 |
126.25 |
126.25 |
126.25 |
126.25 |
-3.60 |
|
|
|
Jun08 |
080320 |
126.25 |
126.25 |
126.25 |
126.25 |
-3.60 |
|
|
|
Jul08 |
080320 |
126.25 |
126.25 |
126.25 |
126.25 |
-3.60 |
|
|
|
Aug08 |
080320 |
126.25 |
126.25 |
126.25 |
126.25 |
-3.60 |
|
|
|
Total Volume and Open Interest |
|
|
|
DJIA Index(CBOT) |
Mar08 |
080320 |
35382 |
35382 |
55967 |
55967 |
+43842 |
9,624 |
26,459 |
+827 |
Jun08 |
080320 |
12160 |
12328 |
12100 |
12328 |
+209 |
9,947 |
24,953 |
+5,559 |
Sep08 |
080320 |
12250 |
12328 |
12250 |
12328 |
+223 |
0 |
3 |
+0 |
Dec08 |
080320 |
12293 |
12293 |
12293 |
12293 |
+209 |
0 |
6 |
+0 |
Total Volume and Open Interest |
19,571 |
51,421 |
+6,386 |
S & P 500(CME) |
Mar08 |
080320 |
1302.65 |
1302.65 |
1302.65 |
1302.65 |
+4.25 |
|
|
|
Jun08 |
080320 |
1303.50 |
1332.00 |
1295.50 |
1324.70 |
+25.30 |
111,491 |
546,716 |
+30,011 |
Sep08 |
080320 |
1313.00 |
1324.90 |
1313.00 |
1324.90 |
+26.00 |
206 |
689 |
+155 |
Dec08 |
080320 |
1308.00 |
1324.90 |
1308.00 |
1324.90 |
+27.00 |
7 |
6,001 |
+0 |
Total Volume and Open Interest |
111,707 |
553,423 |
-171,704 |
S & P 500 E-Mini(Globex) |
Mar08 |
080320 |
1300.00 |
1302.65 |
1288.25 |
1302.65 |
+4.15 |
0 |
1,031,370 |
+1,031,370 |
Jun08 |
080320 |
1300.25 |
1332.50 |
1286.50 |
1324.75 |
+25.25 |
3,000 |
2,181,281 |
+2,181,281 |
Total Volume and Open Interest |
3,000 |
3,212,698 |
+3,212,698 |
NASDAQ 100(CME) |
Mar08 |
080320 |
1723.00 |
1723.00 |
1723.00 |
1723.00 |
+4.50 |
|
|
|
Jun08 |
080320 |
1727.50 |
1759.00 |
1719.00 |
1750.00 |
+25.50 |
10,320 |
28,115 |
+1,826 |
Sep08 |
080320 |
1757.00 |
1757.00 |
1757.00 |
1757.00 |
+25.50 |
2 |
2 |
+2 |
Total Volume and Open Interest |
10,322 |
28,118 |
+1,829 |
NASDAQ 100 E-Mini(Globex) |
Mar08 |
080320 |
1720.50 |
1723.00 |
1703.50 |
1723.00 |
+4.50 |
69,716 |
277,269 |
+277,269 |
Jun08 |
080320 |
1725.50 |
1759.30 |
1709.80 |
1750.00 |
+25.50 |
578,465 |
293,111 |
+293,111 |
Total Volume and Open Interest |
648,181 |
570,380 |
+570,380 |
S & P Midcap 400(CME) |
Mar08 |
080320 |
755.25 |
755.25 |
755.25 |
755.25 |
+2.15 |
|
|
|
Jun08 |
080320 |
756.50 |
765.10 |
754.50 |
765.10 |
+11.20 |
883 |
3,804 |
+379 |
Sep08 |
080320 |
770.40 |
770.40 |
770.40 |
770.40 |
+11.20 |
0 |
55 |
+0 |
Total Volume and Open Interest |
883 |
3,861 |
-6,695 |
Russell 2000(CME) |
Mar08 |
080320 |
677.85 |
677.85 |
677.85 |
677.85 |
+13.50 |
|
|
|
Jun08 |
080320 |
668.00 |
679.25 |
666.25 |
675.40 |
+12.10 |
5,180 |
32,659 |
+1,720 |
Sep08 |
080320 |
676.10 |
676.10 |
676.10 |
676.10 |
+12.10 |
0 |
27 |
+1 |
Total Volume and Open Interest |
5,180 |
32,686 |
-26,703 |
Russell 2000 E-Mini(Globex) |
Mar08 |
080320 |
664.50 |
677.85 |
658.60 |
677.85 |
+13.45 |
99,974 |
278,161 |
-30,588 |
Jun08 |
080320 |
662.90 |
681.80 |
657.50 |
675.40 |
+12.10 |
398,445 |
626,490 |
+53,883 |
Sep08 |
080320 |
666.80 |
682.50 |
666.50 |
676.10 |
+12.10 |
4 |
114 |
+2 |
Total Volume and Open Interest |
498,423 |
904,765 |
+23,297 |
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 |
080320 |
4507.0 |
4547.0 |
4478.5 |
4533.5 |
-23.5 |
266,711 |
527,791 |
-87,042 |
Apr08 |
080320 |
4531.0 |
4592.0 |
4488.0 |
4544.5 |
-21.0 |
92,629 |
376,768 |
+66,914 |
May08 |
080320 |
4483.5 |
4519.5 |
4442.0 |
4494.5 |
-22.5 |
117 |
972 |
+64 |
Total Volume and Open Interest |
363,256 |
937,420 |
-18,245 |
Hang Seng Index(HKFE) |
Mar08 |
080320 |
21212 |
21476 |
20819 |
20821 |
-820 |
9,285 |
51,189 |
+49,979 |
Apr08 |
080320 |
21150 |
21429 |
20781 |
20792 |
-803 |
267 |
29 |
-893 |
Total Volume and Open Interest |
9,569 |
51,441 |
+49,087 |
DAX(EUREX) |
Mar08 |
080320 |
6301.5 |
6377.0 |
6301.5 |
6326.5 |
-42.0 |
301,411 |
166,463 |
+0 |
Jun08 |
080320 |
6380.0 |
6475.0 |
6341.5 |
6398.5 |
-41.0 |
121,388 |
180,767 |
+30,164 |
Sep08 |
080320 |
6435.5 |
6522.0 |
6427.0 |
6461.5 |
-40.0 |
16,279 |
7,899 |
+99 |
Total Volume and Open Interest |
439,078 |
355,129 |
+30,263 |
FT-SE 100(EURONEXT) |
Mar08 |
080320 |
5501.00 |
5535.00 |
5480.00 |
5531.50 |
-13.50 |
269,860 |
179,400 |
-66,296 |
Jun08 |
080320 |
5516.00 |
5560.00 |
5473.00 |
5516.50 |
-45.00 |
160,192 |
446,994 |
+37,876 |
Sep08 |
080320 |
5529.50 |
5542.00 |
5490.00 |
5527.00 |
-45.00 |
111 |
2,233 |
+33 |
Total Volume and Open Interest |
430,163 |
630,727 |
-28,387 |
SPI 200(SFE) |
Mar08 |
080320 |
5188.0 |
5205.0 |
5122.0 |
5139.0 |
-156.0 |
60,973 |
346,976 |
-9,304 |
Jun08 |
080320 |
5224.0 |
5253.0 |
5173.0 |
5179.0 |
-171.0 |
53,814 |
228,718 |
+48,393 |
Sep08 |
080320 |
5184.0 |
5184.0 |
5184.0 |
5184.0 |
-170.0 |
17 |
1,429 |
-133 |
Total Volume and Open Interest |
114,817 |
577,841 |
+38,966 |
GSCI(CME) |
Apr08 |
080320 |
651.00 |
11.14 |
647.80 |
5.14 |
-7.50 |
354 |
17,521 |
-68 |
May08 |
080320 |
3.14 |
3.14 |
3.14 |
3.14 |
-7.50 |
1 |
1 |
+0 |
Jun08 |
080320 |
1.64 |
1.64 |
1.64 |
1.64 |
-7.00 |
|
|
|
Total Volume and Open Interest |
355 |
17,522 |
-68 |
RJ/CRB Index(ICE) |
Apr08 |
080320 |
533.10 |
533.45 |
509.50 |
509.50 |
-12.50 |
45 |
318 |
-4 |
Jun08 |
080320 |
528.00 |
528.00 |
515.50 |
515.50 |
-12.50 |
1 |
417 |
+0 |
Aug08 |
080320 |
534.00 |
534.00 |
521.50 |
521.50 |
-12.50 |
0 |
384 |
+0 |
Total Volume and Open Interest |
46 |
1,124 |
-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. |
|
|