 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Mon March 31, 2008 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May08 |
080331 |
1215.00 |
1215.00 |
1197.25 |
1197.25 |
-70.00 |
8,060 |
183,678 |
-10,135 |
Jul08 |
080331 |
1225.00 |
1227.00 |
1215.00 |
1215.00 |
-70.00 |
5,516 |
119,694 |
+448 |
Aug08 |
080331 |
1215.00 |
1215.00 |
1197.00 |
1197.00 |
-70.00 |
164 |
9,600 |
+245 |
Sep08 |
080331 |
1155.00 |
1155.00 |
1155.00 |
1155.00 |
-70.00 |
161 |
7,569 |
-156 |
Nov08 |
080331 |
1111.00 |
1111.00 |
1089.50 |
1089.50 |
-70.00 |
3,281 |
140,029 |
-2,490 |
Jan09 |
080331 |
1101.50 |
1101.50 |
1101.50 |
1101.50 |
-70.00 |
453 |
11,422 |
+160 |
Mar09 |
080331 |
1112.00 |
1113.00 |
1112.00 |
1112.00 |
-70.00 |
252 |
4,835 |
+41 |
Total Volume and Open Interest |
114,284 |
518,065 |
-8,240 |
Soybean Meal(CBOT) |
May08 |
080331 |
327.00 |
327.00 |
322.30 |
322.30 |
-20.00 |
4,796 |
54,804 |
-4,955 |
Jul08 |
080331 |
329.00 |
330.00 |
324.80 |
324.80 |
-20.00 |
4,130 |
57,303 |
+2,136 |
Aug08 |
080331 |
323.00 |
323.00 |
317.00 |
317.00 |
-20.00 |
486 |
16,983 |
-30 |
Sep08 |
080331 |
310.00 |
312.00 |
304.80 |
304.80 |
-20.00 |
479 |
10,490 |
-261 |
Oct08 |
080331 |
289.00 |
289.00 |
275.00 |
275.00 |
-20.00 |
1,298 |
13,773 |
+1,092 |
Dec08 |
080331 |
283.00 |
284.00 |
271.50 |
273.00 |
-16.50 |
1,985 |
51,733 |
+158 |
Jan09 |
080331 |
285.50 |
285.50 |
274.00 |
276.00 |
-15.50 |
436 |
3,313 |
+179 |
Mar09 |
080331 |
287.00 |
287.00 |
277.50 |
278.00 |
-15.80 |
216 |
2,787 |
+74 |
Total Volume and Open Interest |
50,803 |
215,457 |
-4,230 |
Soybean Oil(CBOT) |
May08 |
080331 |
52.55 |
52.55 |
51.48 |
51.48 |
-3.50 |
5,666 |
113,502 |
+1,235 |
Jul08 |
080331 |
52.70 |
52.70 |
52.20 |
52.20 |
-3.50 |
4,172 |
72,865 |
-3,395 |
Aug08 |
080331 |
53.00 |
53.00 |
52.48 |
52.48 |
-3.50 |
257 |
11,473 |
+170 |
Sep08 |
080331 |
53.60 |
53.60 |
52.68 |
52.68 |
-3.50 |
345 |
9,400 |
-217 |
Oct08 |
080331 |
53.70 |
53.70 |
52.65 |
52.65 |
-3.50 |
782 |
8,197 |
+458 |
Dec08 |
080331 |
54.20 |
54.20 |
53.13 |
53.13 |
-3.50 |
2,464 |
54,634 |
+1,248 |
Jan09 |
080331 |
53.25 |
53.55 |
53.25 |
53.25 |
-3.50 |
325 |
2,324 |
+223 |
Mar09 |
080331 |
53.85 |
53.90 |
53.50 |
53.50 |
-3.50 |
296 |
5,172 |
+479 |
Total Volume and Open Interest |
47,035 |
282,148 |
-800 |
Canola(WCE) |
May08 |
080331 |
593.1 |
607.0 |
555.3 |
555.3 |
-45.0 |
8,946 |
48,193 |
-3,472 |
Jul08 |
080331 |
613.7 |
616.5 |
568.7 |
568.7 |
-45.0 |
5,973 |
31,832 |
+2,144 |
Total Volume and Open Interest |
11,557 |
147,500 |
-1,447 |
Corn(CBOT) |
May08 |
080331 |
580.00 |
588.00 |
557.50 |
567.25 |
+6.75 |
8,440 |
418,318 |
-12,124 |
Jul08 |
080331 |
599.00 |
600.00 |
570.50 |
582.00 |
+8.25 |
6,094 |
330,478 |
+10,127 |
Sep08 |
080331 |
570.00 |
600.00 |
570.00 |
584.50 |
+8.25 |
669 |
76,627 |
+1,684 |
Dec08 |
080331 |
599.00 |
601.00 |
570.00 |
581.00 |
+4.25 |
5,514 |
404,959 |
-914 |
Mar09 |
080331 |
603.00 |
605.00 |
581.50 |
589.75 |
+4.75 |
491 |
42,919 |
+825 |
May09 |
080331 |
607.50 |
607.50 |
587.00 |
590.00 |
+3.00 |
115 |
4,303 |
+227 |
Total Volume and Open Interest |
139,512 |
1,390,199 |
+63 |
Wheat(CBOT) |
May08 |
080331 |
965.00 |
975.00 |
929.00 |
929.00 |
-60.00 |
4,373 |
135,678 |
-4,054 |
Jul08 |
080331 |
950.00 |
967.00 |
936.00 |
937.00 |
-59.00 |
4,287 |
129,458 |
+1,493 |
Sep08 |
080331 |
970.00 |
970.00 |
940.00 |
946.00 |
-54.00 |
62 |
27,450 |
+479 |
Dec08 |
080331 |
980.00 |
983.00 |
960.00 |
960.00 |
-60.00 |
172 |
62,753 |
-1,208 |
Mar09 |
080331 |
967.00 |
967.00 |
967.00 |
967.00 |
-60.00 |
31 |
2,151 |
-9 |
Total Volume and Open Interest |
50,732 |
391,271 |
-118 |
Wheat(KCBT) |
May08 |
080331 |
990.00 |
990.00 |
962.25 |
965.00 |
-57.25 |
5,224 |
36,393 |
-1,323 |
Jul08 |
080331 |
1000.00 |
1000.00 |
966.25 |
980.00 |
-46.25 |
4,364 |
42,132 |
+523 |
Sep08 |
080331 |
1014.00 |
1014.00 |
972.00 |
980.00 |
-52.00 |
756 |
9,583 |
+329 |
Dec08 |
080331 |
1030.00 |
1030.00 |
988.25 |
1000.00 |
-44.00 |
754 |
12,438 |
+577 |
Mar09 |
080331 |
1012.00 |
1015.00 |
1000.00 |
1003.00 |
-42.00 |
50 |
490 |
+30 |
Total Volume and Open Interest |
13,902 |
109,081 |
-433 |
Wheat(MGE) |
May08 |
080331 |
1230.00 |
1230.00 |
1194.00 |
1194.00 |
-50.00 |
1,286 |
7,544 |
-614 |
Jul08 |
080331 |
1070.00 |
1070.00 |
1035.00 |
1045.00 |
-42.00 |
576 |
7,381 |
+74 |
Sep08 |
080331 |
1020.00 |
1020.00 |
984.00 |
998.75 |
-31.25 |
725 |
16,024 |
+116 |
Dec08 |
080331 |
1025.00 |
1030.00 |
995.00 |
1003.75 |
-36.25 |
484 |
14,108 |
+191 |
Mar09 |
080331 |
1005.00 |
1005.00 |
1005.00 |
1005.00 |
-43.00 |
60 |
463 |
+27 |
Total Volume and Open Interest |
5,181 |
46,538 |
-356 |
Oats(CBOT) |
May08 |
080331 |
378.00 |
379.25 |
352.50 |
371.25 |
+11.00 |
1,675 |
6,506 |
-828 |
Jul08 |
080331 |
390.00 |
390.50 |
358.00 |
382.00 |
+11.25 |
1,581 |
4,050 |
+1,204 |
Sep08 |
080331 |
390.00 |
390.00 |
390.00 |
390.00 |
+11.00 |
0 |
392 |
-2 |
Dec08 |
080331 |
409.25 |
409.25 |
387.50 |
402.50 |
+11.50 |
68 |
3,424 |
-3 |
Total Volume and Open Interest |
2,252 |
14,156 |
+109 |
Rough Rice(CBOT) |
May08 |
080331 |
20.06 |
20.06 |
19.68 |
19.69 |
+0.02 |
477 |
10,858 |
-571 |
Jul08 |
080331 |
20.45 |
20.45 |
20.10 |
20.11 |
+0.11 |
437 |
3,085 |
+825 |
Sep08 |
080331 |
18.10 |
18.19 |
17.95 |
17.95 |
+0.26 |
32 |
3,801 |
+120 |
Nov08 |
080331 |
18.10 |
18.10 |
17.93 |
17.95 |
+0.26 |
0 |
2,966 |
+47 |
Total Volume and Open Interest |
1,491 |
20,431 |
+14 |
Live Cattle(CME) |
Apr08 |
080331 |
87.200 |
87.450 |
86.400 |
87.430 |
-0.220 |
7,257 |
27,755 |
-4,621 |
Jun08 |
080331 |
87.150 |
87.800 |
86.650 |
87.750 |
-0.135 |
12,154 |
137,107 |
+1,638 |
Aug08 |
080331 |
92.150 |
93.000 |
91.600 |
92.950 |
+0.270 |
6,945 |
50,450 |
+2,360 |
Oct08 |
080331 |
98.100 |
99.200 |
97.550 |
99.050 |
+0.515 |
3,097 |
27,423 |
+1,303 |
Dec08 |
080331 |
100.700 |
101.400 |
100.300 |
101.400 |
+0.200 |
803 |
14,317 |
+183 |
Feb09 |
080331 |
102.250 |
103.250 |
102.035 |
103.080 |
+0.330 |
725 |
9,236 |
+342 |
Total Volume and Open Interest |
35,522 |
268,748 |
+388 |
Feeder Cattle(CME) |
Apr08 |
080331 |
99.300 |
99.550 |
97.430 |
99.300 |
-1.130 |
1,038 |
6,161 |
-813 |
May08 |
080331 |
100.730 |
101.500 |
99.285 |
101.230 |
-1.055 |
2,322 |
19,594 |
+713 |
Aug08 |
080331 |
104.500 |
105.800 |
103.680 |
105.750 |
-0.930 |
1,388 |
7,878 |
-85 |
Sep08 |
080331 |
105.000 |
106.700 |
104.350 |
106.700 |
-0.650 |
101 |
1,668 |
+67 |
Oct08 |
080331 |
105.800 |
106.900 |
104.300 |
106.900 |
-0.400 |
269 |
1,045 |
+112 |
Nov08 |
080331 |
106.000 |
106.000 |
103.800 |
105.700 |
-0.700 |
48 |
500 |
+3 |
Jan09 |
080331 |
104.000 |
105.600 |
103.800 |
105.600 |
-0.800 |
6 |
476 |
+3 |
Total Volume and Open Interest |
6,957 |
37,750 |
+427 |
Lean Hogs(CME) |
Apr08 |
080331 |
56.300 |
57.100 |
56.035 |
57.080 |
-1.020 |
6,108 |
19,799 |
-4,012 |
May08 |
080331 |
65.580 |
66.600 |
65.580 |
66.300 |
-2.280 |
465 |
3,823 |
+603 |
Jun08 |
080331 |
67.385 |
68.100 |
67.385 |
67.950 |
-2.435 |
9,184 |
84,313 |
-505 |
Jul08 |
080331 |
69.800 |
71.400 |
69.800 |
71.250 |
-1.550 |
3,144 |
30,565 |
+326 |
Aug08 |
080331 |
70.450 |
71.200 |
70.450 |
71.050 |
-2.400 |
1,853 |
26,182 |
+387 |
Oct08 |
080331 |
66.285 |
66.285 |
65.725 |
65.975 |
-2.750 |
1,230 |
16,268 |
-24 |
Dec08 |
080331 |
68.600 |
69.250 |
68.200 |
69.200 |
-2.000 |
1,468 |
24,793 |
+577 |
Feb09 |
080331 |
73.000 |
73.750 |
71.700 |
73.680 |
-1.020 |
1,375 |
10,099 |
+133 |
Total Volume and Open Interest |
33,912 |
218,675 |
-737 |
Pork Bellies(CME) |
May08 |
080331 |
67.500 |
68.000 |
67.500 |
67.500 |
-3.000 |
140 |
1,172 |
+29 |
Jul08 |
080331 |
69.800 |
69.800 |
69.800 |
69.800 |
-3.000 |
92 |
554 |
+78 |
Aug08 |
080331 |
70.550 |
70.600 |
70.550 |
70.550 |
-3.000 |
7 |
231 |
+14 |
Feb09 |
080331 |
87.535 |
87.535 |
87.385 |
87.430 |
+1.930 |
1 |
13 |
+2 |
Mar09 |
080331 |
87.930 |
87.930 |
87.930 |
87.930 |
+1.930 |
0 |
5 |
+0 |
Total Volume and Open Interest |
352 |
1,955 |
+103 |
Class III Milk(CME) |
Mar08 |
080331 |
18.05 |
18.05 |
18.02 |
18.02 |
+0.02 |
79 |
3,395 |
-67 |
Apr08 |
080331 |
16.87 |
16.87 |
16.87 |
16.87 |
unch |
152 |
3,939 |
+11 |
May08 |
080331 |
17.29 |
17.32 |
17.29 |
17.32 |
+0.15 |
51 |
3,727 |
+47 |
Jun08 |
080331 |
17.70 |
17.71 |
17.70 |
17.71 |
+0.21 |
47 |
3,013 |
+46 |
Jul08 |
080331 |
17.84 |
17.84 |
17.84 |
17.84 |
+0.28 |
47 |
2,232 |
+46 |
Total Volume and Open Interest |
1,267 |
30,060 |
+205 |
Cocoa(ICE) |
May08 |
080331 |
2360 |
2374 |
2301 |
2321 |
-44 |
6,319 |
59,109 |
-3,347 |
Jul08 |
080331 |
2388 |
2394 |
2328 |
2349 |
-32 |
3,378 |
38,843 |
+2,770 |
Sep08 |
080331 |
2387 |
2387 |
2335 |
2354 |
-48 |
1,220 |
18,186 |
+473 |
Dec08 |
080331 |
2391 |
2391 |
2340 |
2356 |
-39 |
386 |
20,871 |
-40 |
Mar09 |
080331 |
2353 |
2353 |
2345 |
2353 |
-35 |
54 |
7,978 |
-13 |
May09 |
080331 |
2358 |
2358 |
2339 |
2358 |
-39 |
6 |
2,328 |
-2 |
Jul09 |
080331 |
2368 |
2368 |
2368 |
2368 |
-38 |
2 |
2,162 |
+0 |
Total Volume and Open Interest |
11,340 |
151,436 |
-193 |
Coffee "C"(ICE) |
May08 |
080331 |
130.00 |
131.50 |
126.95 |
127.40 |
-2.60 |
10,382 |
82,051 |
-4,160 |
Jul08 |
080331 |
132.50 |
134.00 |
129.40 |
129.95 |
-2.65 |
3,868 |
43,006 |
+2,201 |
Sep08 |
080331 |
135.35 |
136.40 |
131.95 |
132.45 |
-2.95 |
816 |
15,252 |
+860 |
Dec08 |
080331 |
139.35 |
139.60 |
135.50 |
135.80 |
-3.00 |
809 |
14,998 |
-138 |
Mar09 |
080331 |
142.10 |
142.60 |
138.90 |
139.15 |
-3.05 |
293 |
7,403 |
-78 |
May09 |
080331 |
144.30 |
144.80 |
141.30 |
141.30 |
-2.90 |
34 |
2,481 |
+27 |
Total Volume and Open Interest |
12,451 |
168,832 |
-441 |
Orange Juice(ICE) |
May08 |
080331 |
109.90 |
111.50 |
108.55 |
109.65 |
-0.35 |
2,171 |
17,647 |
-1,455 |
Jul08 |
080331 |
113.75 |
114.00 |
111.65 |
112.90 |
-0.40 |
2,022 |
7,597 |
+2,186 |
Sep08 |
080331 |
117.20 |
117.20 |
115.00 |
115.90 |
-1.30 |
9 |
1,936 |
+1 |
Nov08 |
080331 |
119.00 |
120.40 |
118.75 |
118.75 |
-0.45 |
10 |
1,398 |
+56 |
Jan09 |
080331 |
124.00 |
124.00 |
122.55 |
122.55 |
-1.45 |
6 |
1,293 |
-1 |
Mar09 |
080331 |
126.70 |
126.70 |
125.50 |
125.50 |
-1.20 |
0 |
151 |
+0 |
Total Volume and Open Interest |
4,014 |
29,754 |
+484 |
Sugar #11(ICE) |
May08 |
080331 |
11.73 |
12.08 |
11.56 |
11.69 |
unch |
47,330 |
334,143 |
-13,755 |
Jul08 |
080331 |
12.11 |
12.48 |
12.00 |
12.12 |
+0.02 |
21,387 |
218,961 |
+12,010 |
Oct08 |
080331 |
12.49 |
12.84 |
12.38 |
12.52 |
+0.03 |
9,849 |
155,661 |
+1,848 |
Mar09 |
080331 |
13.00 |
13.34 |
12.93 |
13.08 |
+0.03 |
3,876 |
81,688 |
-410 |
May09 |
080331 |
13.01 |
13.33 |
12.93 |
13.09 |
+0.02 |
1,555 |
54,179 |
+559 |
Total Volume and Open Interest |
63,028 |
937,623 |
-965 |
Sugar #14(ICE) |
May08 |
080331 |
20.50 |
20.50 |
20.45 |
20.50 |
-0.05 |
471 |
997 |
-552 |
Jul08 |
080331 |
20.50 |
20.55 |
20.50 |
20.55 |
unch |
2 |
2,838 |
+75 |
Sep08 |
080331 |
20.59 |
20.59 |
20.59 |
20.59 |
+0.01 |
0 |
1,476 |
+0 |
Nov08 |
080331 |
21.23 |
21.23 |
21.23 |
21.23 |
unch |
89 |
1,052 |
+89 |
Jan09 |
080331 |
21.04 |
21.04 |
21.04 |
21.04 |
+0.03 |
0 |
459 |
+0 |
Total Volume and Open Interest |
567 |
7,554 |
-383 |
London Cocoa(LCE) |
May08 |
080331 |
1275 |
1299 |
1272 |
1284 |
+3 |
3,858 |
48,335 |
+48,335 |
Jul08 |
080331 |
1310 |
1330 |
1305 |
1315 |
-1 |
1,855 |
65,864 |
-327 |
Sep08 |
080331 |
1260 |
1273 |
1249 |
1256 |
-7 |
1,031 |
40,589 |
-255 |
Dec08 |
080331 |
1264 |
1267 |
1242 |
1249 |
-5 |
754 |
41,535 |
+487 |
Mar09 |
080331 |
1241 |
1241 |
1223 |
1230 |
-5 |
94 |
20,278 |
+152 |
May09 |
080331 |
1241 |
1249 |
1234 |
1240 |
-2 |
5 |
2,999 |
+134 |
Jul09 |
080331 |
1250 |
1250 |
1250 |
1250 |
-2 |
0 |
2,428 |
+9 |
Total Volume and Open Interest |
13,277 |
224,829 |
+373 |
London Coffee(LCE) |
Mar08 |
080331 |
2300.00 |
2300.00 |
2282.00 |
2288.00 |
unch |
0 |
187 |
-1,285 |
May08 |
080331 |
2301.00 |
2314.00 |
2249.00 |
2287.00 |
-11.00 |
9,201 |
60,689 |
-10,452 |
Jul08 |
080331 |
2300.00 |
2302.00 |
2250.00 |
2273.00 |
-22.00 |
8,496 |
71,548 |
-1,116 |
Sep08 |
080331 |
2296.00 |
2299.00 |
2250.00 |
2270.00 |
-21.00 |
1,391 |
25,525 |
+2,111 |
Nov08 |
080331 |
2213.00 |
2279.00 |
2213.00 |
2244.00 |
-21.00 |
86 |
5,158 |
+61 |
Jan09 |
080331 |
2230.00 |
2230.00 |
2190.00 |
2213.00 |
-22.00 |
3 |
5,181 |
+33 |
Total Volume and Open Interest |
26,650 |
175,302 |
-3,634 |
London Sugar(LCE) |
May08 |
080331 |
329.40 |
340.10 |
329.40 |
334.70 |
+3.70 |
3,121 |
17,272 |
-2,473 |
Aug08 |
080331 |
334.00 |
341.90 |
331.50 |
336.70 |
+1.40 |
1,520 |
17,554 |
+2,046 |
Oct08 |
080331 |
343.00 |
346.90 |
338.10 |
342.80 |
+1.00 |
346 |
8,624 |
+142 |
Dec08 |
080331 |
353.50 |
353.50 |
349.80 |
349.80 |
+1.00 |
129 |
3,400 |
-84 |
Mar09 |
080331 |
358.20 |
358.20 |
352.00 |
355.80 |
+1.00 |
30 |
5,638 |
+6 |
Total Volume and Open Interest |
8,021 |
59,708 |
-180 |
Cotton(ICE) |
May08 |
080331 |
72.00 |
72.97 |
69.08 |
69.34 |
-2.36 |
11,784 |
108,604 |
-4,825 |
Jul08 |
080331 |
75.31 |
76.29 |
72.50 |
72.80 |
-2.30 |
8,174 |
58,289 |
+2,447 |
Oct08 |
080331 |
78.50 |
78.50 |
76.58 |
76.80 |
-2.30 |
23 |
2,313 |
-14 |
Dec08 |
080331 |
81.70 |
82.75 |
78.67 |
79.12 |
-2.63 |
5,627 |
88,410 |
+619 |
Mar09 |
080331 |
82.85 |
83.19 |
81.42 |
81.60 |
-2.60 |
445 |
7,481 |
+358 |
May09 |
080331 |
83.85 |
83.95 |
82.36 |
82.36 |
-2.59 |
1 |
554 |
+3 |
Total Volume and Open Interest |
15,799 |
271,628 |
-525 |
Lumber(CME) |
May08 |
080331 |
222.3 |
225.6 |
221.8 |
222.1 |
-0.1 |
2,553 |
7,418 |
-1,806 |
Jul08 |
080331 |
248.1 |
249.9 |
247.8 |
249.0 |
-3.0 |
2,317 |
3,994 |
+1,475 |
Sep08 |
080331 |
260.0 |
261.0 |
259.8 |
261.0 |
-1.1 |
75 |
1,445 |
+37 |
Nov08 |
080331 |
254.3 |
255.0 |
253.3 |
254.8 |
+0.4 |
5 |
403 |
+3 |
Total Volume and Open Interest |
2,157 |
13,347 |
-329 |
Crude Oil(NYM) |
May08 |
080331 |
105.80 |
106.60 |
100.45 |
101.58 |
-4.04 |
261,687 |
361,614 |
-9,826 |
Jun08 |
080331 |
105.15 |
105.40 |
100.00 |
101.09 |
-3.82 |
111,840 |
170,979 |
+1,165 |
Jul08 |
080331 |
101.05 |
101.05 |
99.50 |
100.56 |
-3.63 |
29,500 |
81,173 |
+1,293 |
Aug08 |
080331 |
100.08 |
100.08 |
100.08 |
100.08 |
-3.41 |
8,154 |
36,058 |
+1,390 |
Sep08 |
080331 |
100.20 |
100.20 |
99.64 |
99.64 |
-3.23 |
7,112 |
51,238 |
+598 |
Oct08 |
080331 |
99.21 |
99.21 |
99.21 |
99.21 |
-3.14 |
2,307 |
39,164 |
+545 |
Nov08 |
080331 |
98.79 |
98.79 |
98.79 |
98.79 |
-3.11 |
1,478 |
22,775 |
+411 |
Dec08 |
080331 |
102.55 |
102.55 |
98.37 |
98.37 |
-3.09 |
18,553 |
203,237 |
+1,566 |
Jan09 |
080331 |
97.93 |
97.93 |
97.93 |
97.93 |
-3.06 |
304 |
24,952 |
+77 |
Feb09 |
080331 |
100.57 |
100.57 |
97.54 |
97.54 |
-3.03 |
149 |
13,170 |
+98 |
Mar09 |
080331 |
97.18 |
97.18 |
97.18 |
97.18 |
-3.00 |
99 |
12,159 |
+44 |
Apr09 |
080331 |
96.86 |
96.86 |
96.86 |
96.86 |
-2.97 |
64 |
8,472 |
+25 |
May09 |
080331 |
96.54 |
96.54 |
96.54 |
96.54 |
-2.94 |
6 |
17,882 |
-2 |
Jun09 |
080331 |
96.25 |
96.25 |
96.25 |
96.25 |
-2.91 |
651 |
28,424 |
+166 |
Jul09 |
080331 |
95.98 |
95.98 |
95.98 |
95.98 |
-2.88 |
4 |
7,749 |
+10 |
Aug09 |
080331 |
95.75 |
95.75 |
95.75 |
95.75 |
-2.85 |
4 |
9,323 |
+6 |
Total Volume and Open Interest |
568,873 |
1,414,877 |
+17,291 |
Heating Oil(NYM) |
Apr08 |
080331 |
312.80 |
315.50 |
301.00 |
304.92 |
-5.58 |
14,274 |
6,063 |
-10,076 |
May08 |
080331 |
303.00 |
304.50 |
290.61 |
290.61 |
-8.15 |
28,876 |
84,049 |
-669 |
Jun08 |
080331 |
298.00 |
298.50 |
285.00 |
285.46 |
-7.65 |
10,368 |
41,496 |
+2,264 |
Jul08 |
080331 |
296.40 |
296.40 |
284.75 |
284.91 |
-7.45 |
3,431 |
18,578 |
+942 |
Aug08 |
080331 |
285.21 |
285.21 |
285.21 |
285.21 |
-7.20 |
1,463 |
9,126 |
+686 |
Sep08 |
080331 |
286.26 |
286.26 |
286.26 |
286.26 |
-7.00 |
1,631 |
9,162 |
-79 |
Oct08 |
080331 |
289.75 |
289.75 |
287.00 |
287.66 |
-6.90 |
663 |
4,358 |
+323 |
Nov08 |
080331 |
289.50 |
289.50 |
288.50 |
289.11 |
-6.80 |
444 |
3,678 |
+67 |
Dec08 |
080331 |
296.48 |
296.48 |
289.35 |
290.51 |
-6.75 |
1,645 |
21,652 |
-575 |
Jan09 |
080331 |
292.50 |
292.50 |
290.90 |
291.36 |
-6.60 |
335 |
8,809 |
+484 |
Feb09 |
080331 |
287.50 |
291.50 |
287.50 |
289.86 |
-6.50 |
12 |
1,341 |
+103 |
Mar09 |
080331 |
288.00 |
288.00 |
286.11 |
286.11 |
-6.35 |
10 |
1,475 |
-94 |
Total Volume and Open Interest |
98,230 |
229,802 |
+921 |
Gasoline(NYMEX) |
Apr08 |
080331 |
271.45 |
276.07 |
259.40 |
261.63 |
-10.07 |
22,094 |
14,126 |
-5,719 |
May08 |
080331 |
270.45 |
275.84 |
259.08 |
262.71 |
-8.64 |
43,575 |
88,706 |
+1,342 |
Jun08 |
080331 |
269.90 |
275.05 |
258.73 |
262.31 |
-8.69 |
19,444 |
45,937 |
+391 |
Jul08 |
080331 |
269.00 |
274.08 |
258.25 |
261.51 |
-8.64 |
6,728 |
21,399 |
-514 |
Aug08 |
080331 |
268.81 |
270.00 |
256.90 |
259.86 |
-8.64 |
4,037 |
10,822 |
-410 |
Sep08 |
080331 |
265.00 |
268.65 |
254.05 |
257.31 |
-8.59 |
3,971 |
11,388 |
+442 |
Oct08 |
080331 |
252.46 |
254.30 |
243.00 |
245.06 |
-8.39 |
2,173 |
7,502 |
-300 |
Nov08 |
080331 |
253.29 |
253.29 |
242.18 |
242.46 |
-8.24 |
1,593 |
4,604 |
-341 |
Dec08 |
080331 |
252.50 |
252.74 |
239.00 |
241.66 |
-8.14 |
1,250 |
12,948 |
+7 |
Jan09 |
080331 |
242.28 |
242.66 |
242.28 |
242.66 |
-8.14 |
340 |
4,204 |
+102 |
Total Volume and Open Interest |
105,264 |
239,973 |
-4,841 |
e-MiNY RBOB Gasoline(NYMEX) |
May08 |
080331 |
266.00 |
266.00 |
261.00 |
262.71 |
-8.64 |
1 |
4 |
-1 |
Jun08 |
080331 |
262.31 |
262.31 |
262.31 |
262.31 |
-8.69 |
0 |
5 |
+0 |
Jul08 |
080331 |
261.51 |
261.51 |
261.51 |
261.51 |
-8.64 |
|
|
|
Aug08 |
080331 |
259.86 |
259.86 |
259.86 |
259.86 |
-8.64 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1 |
33 |
-1 |
Natural Gas(NYM) |
May08 |
080331 |
9.836 |
10.210 |
9.822 |
10.101 |
+0.301 |
44,751 |
162,633 |
-3,454 |
Jun08 |
080331 |
10.110 |
10.230 |
10.110 |
10.177 |
+0.284 |
11,031 |
47,960 |
+1,669 |
Jul08 |
080331 |
10.220 |
10.310 |
10.220 |
10.258 |
+0.270 |
6,481 |
40,809 |
+1,626 |
Aug08 |
080331 |
10.260 |
10.303 |
10.260 |
10.303 |
+0.258 |
2,500 |
28,188 |
+254 |
Sep08 |
080331 |
10.280 |
10.390 |
10.280 |
10.313 |
+0.252 |
2,282 |
20,113 |
-128 |
Oct08 |
080331 |
10.360 |
10.455 |
10.330 |
10.383 |
+0.248 |
5,935 |
63,286 |
+1,847 |
Nov08 |
080331 |
10.633 |
10.633 |
10.633 |
10.633 |
+0.218 |
1,056 |
30,695 |
+353 |
Dec08 |
080331 |
10.973 |
10.973 |
10.973 |
10.973 |
+0.193 |
407 |
35,554 |
+33 |
Jan09 |
080331 |
11.183 |
11.183 |
11.183 |
11.183 |
+0.183 |
2,747 |
55,838 |
-676 |
Feb09 |
080331 |
11.153 |
11.153 |
11.153 |
11.153 |
+0.178 |
608 |
13,772 |
+466 |
Mar09 |
080331 |
10.913 |
10.913 |
10.913 |
10.913 |
+0.168 |
2,707 |
42,497 |
-955 |
Apr09 |
080331 |
9.085 |
9.218 |
9.085 |
9.218 |
+0.133 |
1,582 |
36,144 |
+764 |
May09 |
080331 |
9.040 |
9.048 |
9.040 |
9.048 |
+0.108 |
167 |
28,467 |
+49 |
Jun09 |
080331 |
9.098 |
9.098 |
9.098 |
9.098 |
+0.108 |
417 |
13,890 |
-19 |
Jul09 |
080331 |
9.164 |
9.164 |
9.164 |
9.164 |
+0.103 |
411 |
10,831 |
+147 |
Aug09 |
080331 |
9.217 |
9.217 |
9.217 |
9.217 |
+0.101 |
80 |
12,652 |
-17 |
Total Volume and Open Interest |
85,878 |
862,421 |
-16,484 |
Brent Crude Oil(ICE) |
May08 |
080331 |
103.22 |
105.32 |
99.14 |
100.30 |
-3.47 |
84,578 |
127,982 |
-9,479 |
Jun08 |
080331 |
102.74 |
105.11 |
98.95 |
100.11 |
-3.45 |
44,251 |
127,738 |
-9,168 |
Jul08 |
080331 |
102.65 |
104.71 |
98.72 |
99.83 |
-3.41 |
14,269 |
71,471 |
+2,857 |
Aug08 |
080331 |
102.81 |
104.09 |
98.44 |
99.53 |
-3.37 |
3,434 |
33,610 |
-179 |
Sep08 |
080331 |
102.55 |
103.84 |
98.20 |
99.29 |
-3.29 |
2,306 |
19,743 |
-335 |
Oct08 |
080331 |
102.26 |
103.39 |
97.98 |
99.07 |
-3.20 |
1,551 |
11,835 |
+85 |
Nov08 |
080331 |
102.07 |
103.24 |
97.75 |
98.85 |
-3.10 |
1,177 |
9,735 |
-298 |
Dec08 |
080331 |
101.55 |
103.06 |
97.50 |
98.58 |
-3.04 |
7,147 |
56,335 |
-1,303 |
Jan09 |
080331 |
98.33 |
98.33 |
98.33 |
98.33 |
-3.00 |
208 |
13,680 |
-119 |
Feb09 |
080331 |
97.90 |
98.06 |
97.90 |
98.06 |
-2.98 |
0 |
7,466 |
+151 |
Mar09 |
080331 |
97.79 |
97.79 |
97.79 |
97.79 |
-2.95 |
0 |
5,026 |
-21 |
Apr09 |
080331 |
97.52 |
97.52 |
97.52 |
97.52 |
-2.90 |
0 |
5,859 |
+100 |
May09 |
080331 |
97.25 |
97.25 |
97.25 |
97.25 |
-2.86 |
0 |
1,767 |
+37 |
Jun09 |
080331 |
96.97 |
96.97 |
96.97 |
96.97 |
-2.85 |
337 |
10,654 |
-1,849 |
Total Volume and Open Interest |
259,696 |
609,240 |
-7,436 |
Gas Oil(ICE) |
Apr08 |
080331 |
964.00 |
977.50 |
928.00 |
969.00 |
+7.00 |
26,381 |
44,242 |
-5,444 |
May08 |
080331 |
949.75 |
963.25 |
915.25 |
954.75 |
+7.50 |
24,504 |
68,799 |
+9,588 |
Jun08 |
080331 |
938.50 |
953.00 |
908.00 |
945.75 |
+8.75 |
13,459 |
30,580 |
-626 |
Jul08 |
080331 |
932.50 |
945.00 |
903.25 |
940.25 |
+9.00 |
2,806 |
16,325 |
+159 |
Aug08 |
080331 |
940.50 |
942.50 |
900.75 |
937.50 |
+9.25 |
1,298 |
10,616 |
+342 |
Sep08 |
080331 |
927.75 |
941.75 |
900.25 |
936.75 |
+9.50 |
1,383 |
11,877 |
+588 |
Oct08 |
080331 |
899.25 |
934.25 |
899.25 |
934.25 |
+9.50 |
1,427 |
7,722 |
+80 |
Nov08 |
080331 |
896.75 |
931.25 |
896.75 |
931.25 |
+9.00 |
1,488 |
7,916 |
+143 |
Dec08 |
080331 |
918.50 |
933.00 |
892.75 |
928.50 |
+8.75 |
3,771 |
28,180 |
-430 |
Jan09 |
080331 |
916.00 |
927.50 |
916.00 |
925.75 |
+8.25 |
469 |
11,537 |
+459 |
Total Volume and Open Interest |
78,057 |
264,594 |
+5,079 |
US Dollar Index(ICE) |
Jun08 |
080331 |
72.120 |
72.210 |
71.700 |
72.165 |
+0.060 |
1,333 |
39,350 |
+612 |
Sep08 |
080331 |
72.620 |
72.650 |
72.565 |
72.600 |
+0.070 |
5 |
2,633 |
+4 |
Dec08 |
080331 |
73.050 |
73.050 |
73.050 |
73.050 |
+0.070 |
2 |
559 |
+1 |
Total Volume and Open Interest |
3,573 |
42,001 |
+76 |
Australian Dollar(CME) |
Jun08 |
080331 |
90.45 |
90.45 |
90.41 |
90.41 |
-0.28 |
613 |
69,215 |
-1,516 |
Sep08 |
080331 |
89.21 |
89.21 |
89.21 |
89.21 |
-0.26 |
50 |
532 |
+231 |
Dec08 |
080331 |
88.01 |
88.01 |
88.01 |
88.01 |
-0.26 |
0 |
641 |
+4 |
Total Volume and Open Interest |
41,659 |
71,035 |
-726 |
British Pound(CME) |
Jun08 |
080331 |
197.24 |
197.63 |
197.12 |
197.12 |
-0.78 |
1,166 |
88,732 |
+8,720 |
Sep08 |
080331 |
195.78 |
195.78 |
195.59 |
195.59 |
-0.77 |
0 |
1,077 |
-12 |
Dec08 |
080331 |
194.12 |
194.12 |
194.12 |
194.12 |
-0.77 |
0 |
145 |
+84 |
Total Volume and Open Interest |
91,831 |
84,060 |
+2,833 |
Canadian Dollar(CME) |
Jun08 |
080331 |
97.20 |
97.20 |
97.09 |
97.09 |
-0.91 |
1,108 |
89,216 |
+312 |
Sep08 |
080331 |
96.93 |
96.93 |
96.93 |
96.93 |
-0.91 |
7 |
6,193 |
+26 |
Dec08 |
080331 |
96.76 |
96.76 |
96.76 |
96.76 |
-0.91 |
1 |
2,465 |
+4 |
Mar09 |
080331 |
96.59 |
96.59 |
96.59 |
96.59 |
-0.91 |
0 |
449 |
-15 |
Total Volume and Open Interest |
33,458 |
97,954 |
-884 |
Japanese Yen(CME) |
Jun08 |
080331 |
100.95 |
101.14 |
100.54 |
100.71 |
-0.29 |
851 |
202,172 |
+1,157 |
Sep08 |
080331 |
101.07 |
101.07 |
101.07 |
101.07 |
-0.28 |
0 |
2,607 |
+30 |
Dec08 |
080331 |
101.41 |
101.41 |
101.41 |
101.41 |
-0.28 |
0 |
545 |
+0 |
Total Volume and Open Interest |
106,207 |
203,304 |
-886 |
Swiss Franc(CME) |
Jun08 |
080331 |
100.58 |
100.66 |
100.58 |
100.66 |
+0.42 |
431 |
55,512 |
+1,242 |
Sep08 |
080331 |
100.55 |
100.55 |
100.55 |
100.55 |
+0.42 |
0 |
1,315 |
+5 |
Dec08 |
080331 |
100.42 |
100.42 |
100.42 |
100.42 |
+0.42 |
0 |
54 |
+1 |
Total Volume and Open Interest |
46,203 |
56,628 |
+992 |
EuroFX(CME) |
Jun08 |
080331 |
157.50 |
158.35 |
157.23 |
157.29 |
+0.26 |
2,005 |
159,639 |
-2,612 |
Sep08 |
080331 |
156.65 |
156.65 |
156.50 |
156.50 |
+0.27 |
0 |
2,282 |
+131 |
Dec08 |
080331 |
155.81 |
155.81 |
155.81 |
155.81 |
+0.27 |
0 |
341 |
+4 |
Total Volume and Open Interest |
183,262 |
162,554 |
-2,257 |
Mexican Peso(CME) |
Apr08 |
080331 |
937.8 |
937.8 |
937.8 |
937.8 |
+4.8 |
0 |
3 |
+0 |
May08 |
080331 |
933.8 |
933.8 |
933.8 |
933.8 |
+4.8 |
0 |
3 |
+0 |
Total Volume and Open Interest |
10,128 |
121,204 |
+1,960 |
30-Year T-Bonds(CBOT) |
Jun08 |
080331 |
118~28 |
119~19 |
118~17 |
118~25 |
+0~08 |
209,452 |
924,190 |
-1,029 |
Sep08 |
080331 |
116~28 |
118~03 |
116~28 |
117~11 |
+0~08 |
31 |
362 |
+11 |
Dec08 |
080331 |
115~31 |
116~01 |
115~31 |
116~01 |
+0~08 |
9 |
51 |
-3 |
Total Volume and Open Interest |
324,096 |
926,265 |
+626 |
10-Year T-Notes(CBOT) |
Jun08 |
080331 |
118~275 |
119~110 |
118~215 |
118~305 |
+0~080 |
574,705 |
2,067,238 |
-5,053 |
Sep08 |
080331 |
117~045 |
117~085 |
117~045 |
117~085 |
+0~080 |
6 |
856 |
+3 |
Dec08 |
080331 |
116~085 |
116~085 |
116~085 |
116~085 |
+0~080 |
|
|
|
Total Volume and Open Interest |
956,369 |
2,068,930 |
-4,214 |
5-Year T-Notes(CBOT) |
Jun08 |
080331 |
114~050 |
114~120 |
114~050 |
114~075 |
+0~075 |
328,115 |
0 |
-1,783,037 |
Sep08 |
080331 |
113~235 |
113~235 |
113~235 |
113~235 |
+0~075 |
0 |
1,075 |
+1,075 |
Dec08 |
080331 |
113~235 |
113~235 |
113~235 |
113~235 |
+0~075 |
|
|
|
Total Volume and Open Interest |
573,783 |
1,810,376 |
-8,301 |
2 Year T-Notes(CBOT) |
Jun08 |
080331 |
107~046 |
107~048 |
107~040 |
107~041 |
+0~007 |
783 |
1,124,860 |
-20,534 |
Sep08 |
080331 |
107~041 |
107~041 |
107~041 |
107~041 |
+0~007 |
|
|
|
Dec08 |
080331 |
107~041 |
107~041 |
107~041 |
107~041 |
+0~007 |
|
|
|
Total Volume and Open Interest |
260,300 |
1,131,241 |
-27,861 |
Eurodollars(CME) |
Jun08 |
080331 |
97.730 |
97.750 |
97.730 |
97.730 |
+0.010 |
12,979 |
1,674,124 |
+21,996 |
Sep08 |
080331 |
97.870 |
97.910 |
97.870 |
97.905 |
+0.050 |
17,639 |
1,385,718 |
+45,334 |
Dec08 |
080331 |
97.780 |
97.845 |
97.780 |
97.840 |
+0.075 |
6,768 |
1,382,851 |
-9,864 |
Mar09 |
080331 |
97.760 |
97.820 |
97.760 |
97.815 |
+0.090 |
4,069 |
1,067,402 |
+19,004 |
Jun09 |
080331 |
97.590 |
97.650 |
97.590 |
97.630 |
+0.105 |
8,980 |
880,652 |
-4,029 |
Sep09 |
080331 |
97.395 |
97.435 |
97.395 |
97.425 |
+0.105 |
5,560 |
786,093 |
-25,704 |
Dec09 |
080331 |
97.105 |
97.155 |
97.105 |
97.145 |
+0.100 |
4,695 |
550,700 |
-17,113 |
Mar10 |
080331 |
96.900 |
96.965 |
96.900 |
96.945 |
+0.100 |
5,190 |
342,755 |
-1,556 |
Jun10 |
080331 |
96.685 |
96.750 |
96.685 |
96.725 |
+0.095 |
2,355 |
244,841 |
+197 |
Sep10 |
080331 |
96.525 |
96.545 |
96.515 |
96.515 |
+0.100 |
1,850 |
193,051 |
-7,131 |
Dec10 |
080331 |
96.270 |
96.335 |
96.270 |
96.305 |
+0.100 |
1,886 |
171,796 |
-3,398 |
Mar11 |
080331 |
96.125 |
96.175 |
96.125 |
96.160 |
+0.105 |
2,095 |
112,946 |
+172 |
Jun11 |
080331 |
96.035 |
96.040 |
96.030 |
96.030 |
+0.105 |
2,992 |
106,849 |
-585 |
Sep11 |
080331 |
95.920 |
95.920 |
95.910 |
95.910 |
+0.105 |
3,161 |
67,918 |
+161 |
Dec11 |
080331 |
95.800 |
95.800 |
95.790 |
95.790 |
+0.105 |
3,843 |
76,160 |
+1,573 |
Mar12 |
080331 |
95.720 |
95.720 |
95.705 |
95.705 |
+0.105 |
2,827 |
85,541 |
+3,093 |
Jun12 |
080331 |
95.590 |
95.630 |
95.590 |
95.620 |
+0.105 |
3,820 |
51,535 |
-1,919 |
Sep12 |
080331 |
95.530 |
95.530 |
95.530 |
95.530 |
+0.105 |
2,222 |
51,475 |
+1,010 |
Total Volume and Open Interest |
1,938,893 |
9,584,312 |
+82,092 |
30 Day Federal Funds(CBOT) |
Mar08 |
080331 |
5.650 |
5.650 |
5.645 |
5.645 |
+0.010 |
0 |
62,277 |
-2,817 |
Apr08 |
080331 |
6.080 |
6.080 |
6.080 |
6.080 |
+0.010 |
0 |
68,779 |
-586 |
May08 |
080331 |
6.385 |
6.385 |
6.380 |
6.380 |
+0.010 |
1 |
86,338 |
+2,077 |
Jun08 |
080331 |
6.410 |
6.410 |
6.410 |
6.410 |
+0.015 |
6 |
42,495 |
-410 |
Jul08 |
080331 |
6.485 |
6.485 |
6.480 |
6.480 |
+0.015 |
6 |
21,387 |
+1,850 |
Aug08 |
080331 |
6.525 |
6.525 |
6.515 |
6.515 |
+0.020 |
0 |
23,806 |
+788 |
Total Volume and Open Interest |
39,679 |
325,936 |
-2,440 |
30 Day Fed Funds(e-CBOT) |
Mar08 |
080331 |
97.390 |
97.400 |
97.390 |
97.400 |
+0.015 |
12,002 |
0 |
+0 |
Apr08 |
080331 |
97.820 |
97.840 |
97.820 |
97.830 |
+0.010 |
14,253 |
0 |
+0 |
May08 |
080331 |
98.110 |
98.155 |
98.110 |
98.130 |
+0.010 |
12,552 |
0 |
+0 |
Jun08 |
080331 |
98.160 |
98.185 |
98.150 |
98.165 |
+0.020 |
4,954 |
0 |
+0 |
Jul08 |
080331 |
98.225 |
98.265 |
98.225 |
98.225 |
+0.010 |
4,448 |
0 |
+0 |
Aug08 |
080331 |
98.260 |
98.295 |
98.255 |
98.260 |
+0.015 |
1,496 |
0 |
+0 |
Total Volume and Open Interest |
51,590 |
|
|
3-Mth Euro-Yen(CME) |
Jun08 |
080331 |
99.26 |
99.26 |
99.26 |
99.26 |
unch |
369 |
10,098 |
+10,098 |
Sep08 |
080331 |
99.33 |
99.33 |
99.33 |
99.33 |
+0.01 |
1,006 |
7,108 |
+7,108 |
Dec08 |
080331 |
99.34 |
99.34 |
99.34 |
99.34 |
+0.01 |
100 |
2,513 |
+2,513 |
Mar09 |
080331 |
99.32 |
99.32 |
99.32 |
99.32 |
+0.01 |
0 |
1,507 |
+1,507 |
Jun09 |
080331 |
99.26 |
99.26 |
99.26 |
99.26 |
+0.01 |
0 |
246 |
+246 |
Sep09 |
080331 |
99.20 |
99.20 |
99.20 |
99.20 |
+0.01 |
0 |
350 |
+350 |
Dec09 |
080331 |
99.14 |
99.14 |
99.14 |
99.14 |
+0.01 |
|
|
|
Mar10 |
080331 |
99.08 |
99.08 |
99.08 |
99.08 |
+0.01 |
|
|
|
Jun10 |
080331 |
99.02 |
99.02 |
99.02 |
99.02 |
+0.01 |
|
|
|
Sep10 |
080331 |
98.98 |
98.98 |
98.98 |
98.98 |
+0.01 |
|
|
|
Total Volume and Open Interest |
1,475 |
21,822 |
+21,822 |
3-Mth Euro-Yen(SGX) |
Jun08 |
080331 |
99.26 |
99.27 |
99.26 |
99.26 |
+0.01 |
2,744 |
25,452 |
-1,725 |
Sep08 |
080331 |
99.33 |
99.34 |
99.32 |
99.32 |
+0.01 |
776 |
16,969 |
+17 |
Dec08 |
080331 |
99.34 |
99.35 |
99.32 |
99.32 |
+0.01 |
303 |
15,526 |
+206 |
Mar09 |
080331 |
99.32 |
99.33 |
99.31 |
99.31 |
+0.01 |
410 |
8,050 |
+86 |
Jun09 |
080331 |
99.25 |
99.25 |
99.25 |
99.25 |
+0.01 |
0 |
2,303 |
+0 |
Sep09 |
080331 |
99.19 |
99.19 |
99.19 |
99.19 |
+0.01 |
0 |
778 |
+0 |
Dec09 |
080331 |
99.13 |
99.13 |
99.13 |
99.13 |
+0.01 |
0 |
260 |
+0 |
Mar10 |
080331 |
99.07 |
99.07 |
99.07 |
99.07 |
+0.01 |
0 |
250 |
+0 |
Total Volume and Open Interest |
4,233 |
76,032 |
+622 |
Japanese Gov't Bonds(SGX) |
Jun08 |
080331 |
140.66 |
141.14 |
140.46 |
140.46 |
-0.03 |
2,139 |
28,840 |
-336 |
Sep08 |
080331 |
140.46 |
140.46 |
140.46 |
140.46 |
-0.03 |
|
|
|
Dec08 |
080331 |
140.46 |
140.46 |
140.46 |
140.46 |
-0.03 |
|
|
|
Total Volume and Open Interest |
2,139 |
28,840 |
-336 |
Euro-Bund(EUREX) |
Jun08 |
080307 |
117.45 |
117.99 |
117.04 |
117.41 |
+0.15 |
1,460,383 |
1,245,022 |
+363,152 |
Sep08 |
080331 |
116.33 |
116.42 |
116.33 |
116.33 |
-1.08 |
595 |
22 |
+3 |
Dec08 |
080331 |
115.67 |
115.67 |
115.67 |
115.67 |
-1.43 |
|
|
|
Total Volume and Open Interest |
1,552,560 |
1,284,131 |
|
Euro-Bobl(EUREX) |
Jun08 |
080331 |
44.68 |
44.91 |
44.59 |
44.85 |
+0.11 |
606,682 |
1,054,547 |
-503 |
Sep08 |
080331 |
45.37 |
45.37 |
45.37 |
45.37 |
+0.31 |
492 |
9,220 |
+165 |
Dec08 |
080331 |
44.54 |
44.54 |
44.54 |
44.54 |
+0.28 |
|
|
|
Total Volume and Open Interest |
607,174 |
1,063,767 |
-338 |
3-Mth Euribor(EUREX) |
Mar08 |
080307 |
95.520 |
95.535 |
95.440 |
95.455 |
-0.070 |
3,375 |
23,825 |
+1,581 |
Jun08 |
080331 |
95.550 |
95.555 |
95.505 |
95.510 |
-0.225 |
1,332 |
10,165 |
+74 |
Sep08 |
080331 |
95.910 |
95.910 |
95.845 |
95.885 |
-0.215 |
1,022 |
6,253 |
+526 |
Total Volume and Open Interest |
4,700 |
49,744 |
+866 |
Long Gilt(LIFFE) |
Jun08 |
080331 |
110~26 |
111~12 |
110~26 |
111~10 |
+0~18 |
76,937 |
332,212 |
-3,778 |
Sep08 |
080331 |
111~30 |
111~30 |
111~30 |
111~30 |
+0~18 |
|
|
|
Total Volume and Open Interest |
96,033 |
328,277 |
-13,974 |
3-Mth Short Sterling(LIFFE) |
Jun08 |
080331 |
94.54 |
94.54 |
94.54 |
94.54 |
+0.02 |
73,088 |
507,173 |
-24,125 |
Sep08 |
080331 |
94.86 |
94.86 |
94.86 |
94.86 |
+0.01 |
93,353 |
568,068 |
+29,179 |
Dec08 |
080331 |
95.15 |
95.15 |
95.15 |
95.15 |
unch |
111,867 |
607,524 |
+32,886 |
Mar09 |
080331 |
95.38 |
95.38 |
95.38 |
95.38 |
+0.05 |
66,122 |
324,970 |
+10,611 |
Jun09 |
080331 |
95.47 |
95.47 |
95.47 |
95.47 |
+0.09 |
40,535 |
220,582 |
+321 |
Sep09 |
080331 |
95.47 |
95.47 |
95.47 |
95.47 |
+0.11 |
27,302 |
157,254 |
+6,118 |
Total Volume and Open Interest |
337,758 |
2,647,124 |
+17,732 |
3-Mth Euribor(LIFFE) |
Jun08 |
080331 |
95.540 |
95.560 |
95.490 |
95.505 |
-0.025 |
166,037 |
780,432 |
-139 |
Sep08 |
080331 |
95.905 |
95.925 |
95.840 |
95.885 |
-0.015 |
149,034 |
660,927 |
+9,477 |
Dec08 |
080331 |
96.020 |
96.045 |
95.975 |
96.015 |
+0.010 |
129,967 |
473,185 |
+3,191 |
Total Volume and Open Interest |
862,764 |
3,667,943 |
+13,702 |
3-Mth Aus T-Bills(SFE) |
Jun08 |
080331 |
92.20 |
92.24 |
92.20 |
92.23 |
+0.01 |
8,968 |
379,050 |
-10,224 |
Sep08 |
080331 |
92.39 |
92.42 |
92.37 |
92.40 |
unch |
11,003 |
216,944 |
+1,940 |
Dec08 |
080331 |
92.64 |
92.68 |
92.63 |
92.66 |
+0.02 |
4,538 |
122,808 |
-61 |
Mar09 |
080331 |
92.79 |
92.83 |
92.78 |
92.81 |
+0.03 |
2,587 |
65,717 |
+95 |
Jun09 |
080331 |
92.85 |
92.88 |
92.85 |
92.87 |
+0.03 |
1,112 |
64,081 |
-82 |
Sep09 |
080331 |
92.89 |
92.91 |
92.89 |
92.90 |
+0.04 |
820 |
43,421 |
-226 |
Dec09 |
080331 |
92.88 |
92.91 |
92.88 |
92.91 |
+0.05 |
654 |
18,231 |
+423 |
Mar10 |
080331 |
92.90 |
92.91 |
92.90 |
92.90 |
+0.05 |
871 |
3,386 |
+715 |
Jun10 |
080331 |
92.90 |
92.90 |
92.90 |
92.90 |
+0.05 |
0 |
561 |
+0 |
Sep10 |
080331 |
92.90 |
92.90 |
92.90 |
92.90 |
+0.05 |
0 |
501 |
+0 |
Total Volume and Open Interest |
34,306 |
915,061 |
-7,420 |
10-Year Aus T-Bonds(SFE) |
Jun08 |
080331 |
93.89 |
93.94 |
93.86 |
93.94 |
+0.10 |
20,053 |
407,718 |
+407,718 |
Sep08 |
080331 |
93.94 |
93.94 |
93.94 |
93.94 |
+0.10 |
|
|
|
Total Volume and Open Interest |
33,242 |
407,718 |
+5,629 |
3-Year Aus T-Bonds(SFE) |
Jun08 |
080331 |
93.81 |
93.85 |
93.77 |
93.84 |
+0.07 |
39,973 |
388,983 |
+388,983 |
Sep08 |
080331 |
93.84 |
93.84 |
93.84 |
93.84 |
+0.07 |
|
|
|
Total Volume and Open Interest |
55,667 |
388,983 |
-7,738 |
Gold(CMX) |
Apr08 |
080331 |
934.5 |
938.0 |
916.0 |
916.2 |
-14.4 |
64,013 |
22,522 |
-59,544 |
Jun08 |
080331 |
940.5 |
945.0 |
921.0 |
921.5 |
-15.0 |
123,555 |
253,496 |
+48,722 |
Aug08 |
080331 |
930.8 |
930.8 |
925.5 |
925.5 |
-15.1 |
1,299 |
33,079 |
-125 |
Oct08 |
080331 |
928.9 |
928.9 |
928.9 |
928.9 |
-15.2 |
313 |
8,649 |
-23 |
Dec08 |
080331 |
932.1 |
932.1 |
932.1 |
932.1 |
-15.3 |
1,531 |
28,859 |
+617 |
Feb09 |
080331 |
935.4 |
935.4 |
935.4 |
935.4 |
-15.3 |
61 |
22,122 |
-1 |
Apr09 |
080331 |
938.5 |
938.5 |
938.5 |
938.5 |
-15.4 |
665 |
5,849 |
+932 |
Jun09 |
080331 |
942.1 |
942.1 |
942.1 |
942.1 |
-15.6 |
29 |
10,578 |
+12 |
Aug09 |
080331 |
945.9 |
945.9 |
945.9 |
945.9 |
-16.0 |
10 |
224 |
+10 |
Oct09 |
080331 |
949.8 |
949.8 |
949.8 |
949.8 |
-16.3 |
10 |
220 |
+5 |
Dec09 |
080331 |
956.0 |
956.0 |
953.8 |
953.8 |
-16.6 |
569 |
15,189 |
+565 |
Feb10 |
080331 |
958.1 |
958.1 |
958.1 |
958.1 |
|
|
|
|
Silver(CMX) |
May08 |
080331 |
1806.0 |
1819.0 |
1718.5 |
1731.0 |
-63.0 |
28,131 |
65,427 |
-1,145 |
Jul08 |
080331 |
1818.0 |
1820.0 |
1740.0 |
1740.0 |
-63.1 |
2,859 |
27,594 |
+83 |
Sep08 |
080331 |
1746.2 |
1746.2 |
1746.2 |
1746.2 |
-63.5 |
369 |
17,542 |
-186 |
Dec08 |
080331 |
1777.0 |
1777.0 |
1750.0 |
1754.5 |
-63.8 |
1,524 |
20,563 |
+789 |
Mar09 |
080331 |
1762.1 |
1762.1 |
1762.1 |
1762.1 |
-64.4 |
114 |
4,203 |
+68 |
May09 |
080331 |
1768.0 |
1768.0 |
1768.0 |
1768.0 |
-65.1 |
25 |
328 |
+25 |
Jul09 |
080331 |
1773.5 |
1773.5 |
1773.5 |
1773.5 |
-65.4 |
1 |
4,119 |
-1 |
Total Volume and Open Interest |
31,320 |
148,146 |
-784 |
Platinum(NYMEX) |
Apr08 |
080331 |
2000.0 |
2024.4 |
2000.0 |
2024.4 |
-13.4 |
1,228 |
892 |
-2,417 |
Jul08 |
080331 |
2045.0 |
2050.0 |
2029.0 |
2043.4 |
-5.4 |
3,063 |
10,911 |
+2,844 |
Oct08 |
080331 |
2046.1 |
2046.1 |
2046.1 |
2046.1 |
-5.4 |
3 |
199 |
-1 |
Jan09 |
071008 |
1377.0 |
1377.0 |
1377.0 |
1377.0 |
unch |
|
|
|
Total Volume and Open Interest |
1,127 |
15,728 |
|
Palladium(NYMEX) |
Jun08 |
080331 |
448.00 |
453.50 |
445.00 |
450.20 |
-4.70 |
916 |
17,006 |
-63 |
Sep08 |
080331 |
447.20 |
453.85 |
447.20 |
453.85 |
-4.30 |
2 |
0 |
-1,129 |
Dec08 |
080331 |
455.00 |
457.10 |
447.15 |
457.10 |
-4.30 |
|
|
|
Total Volume and Open Interest |
1,069 |
18,988 |
-209 |
Copper(CMX) |
May08 |
080331 |
382.50 |
385.25 |
381.80 |
383.10 |
-0.05 |
9,549 |
55,828 |
-663 |
Jul08 |
080331 |
383.25 |
383.50 |
381.50 |
383.10 |
unch |
2,411 |
25,216 |
+1,851 |
Sep08 |
080331 |
380.60 |
380.60 |
380.60 |
380.60 |
+0.25 |
343 |
4,188 |
+136 |
Dec08 |
080331 |
375.90 |
375.90 |
375.90 |
375.90 |
+0.55 |
155 |
6,179 |
+186 |
Mar09 |
080331 |
371.10 |
371.10 |
371.10 |
371.10 |
+0.85 |
4 |
896 |
+13 |
Total Volume and Open Interest |
17,602 |
100,137 |
+1,480 |
Aluminum(CMX) |
Apr08 |
080331 |
132.75 |
132.75 |
132.75 |
132.75 |
-1.00 |
|
|
|
May08 |
080331 |
132.75 |
132.75 |
132.75 |
132.75 |
-1.00 |
|
|
|
Jun08 |
080331 |
132.75 |
132.75 |
132.75 |
132.75 |
-1.00 |
|
|
|
Jul08 |
080331 |
132.75 |
132.75 |
132.75 |
132.75 |
-1.00 |
|
|
|
Aug08 |
080331 |
132.75 |
132.75 |
132.75 |
132.75 |
-1.00 |
|
|
|
Sep08 |
080331 |
132.75 |
132.75 |
132.75 |
132.75 |
-1.00 |
|
|
|
Total Volume and Open Interest |
|
|
|
DJIA Index(CBOT) |
Jun08 |
080331 |
12190 |
12322 |
12175 |
12257 |
+21 |
2,859 |
26,097 |
+1,647 |
Sep08 |
080331 |
12257 |
12257 |
12257 |
12257 |
+21 |
0 |
10 |
+0 |
Dec08 |
080331 |
12227 |
12227 |
12227 |
12227 |
+18 |
0 |
6 |
+0 |
Mar09 |
080331 |
12208 |
12208 |
12208 |
12208 |
+16 |
|
|
|
Total Volume and Open Interest |
5,500 |
25,703 |
+1,237 |
S & P 500(CME) |
Jun08 |
080331 |
1315.70 |
1324.00 |
1313.70 |
1324.00 |
+5.10 |
30,757 |
548,399 |
+6,583 |
Sep08 |
080331 |
1324.20 |
1324.20 |
1324.20 |
1324.20 |
+5.20 |
59 |
867 |
+106 |
Dec08 |
080331 |
1324.20 |
1324.20 |
1324.20 |
1324.20 |
+5.10 |
103 |
6,375 |
+4 |
Mar09 |
080331 |
1324.70 |
1324.70 |
1324.70 |
1324.70 |
+5.10 |
0 |
5 |
-4 |
Total Volume and Open Interest |
34,207 |
551,443 |
+2,471 |
S & P 500 E-Mini(Globex) |
Jun08 |
080331 |
1319.00 |
1330.50 |
1309.50 |
1324.00 |
+5.00 |
1,526,260 |
2,042,759 |
+4,686 |
Sep08 |
080331 |
1321.75 |
1324.25 |
1321.75 |
1324.25 |
+5.25 |
2,051 |
7,474 |
+3,686 |
Total Volume and Open Interest |
2,025,362 |
2,053,936 |
+12,008 |
NASDAQ 100(CME) |
Jun08 |
080331 |
1781.00 |
1796.00 |
1774.00 |
1790.50 |
+10.50 |
4,226 |
28,699 |
-333 |
Sep08 |
080331 |
1797.30 |
1797.30 |
1797.30 |
1797.30 |
+10.50 |
0 |
22 |
+0 |
Dec08 |
080331 |
1804.00 |
1804.00 |
1804.00 |
1804.00 |
+10.50 |
0 |
1 |
+1 |
Total Volume and Open Interest |
4,297 |
29,057 |
+3 |
NASDAQ 100 E-Mini(Globex) |
Jun08 |
080331 |
1780.50 |
1796.50 |
1767.50 |
1790.50 |
+10.50 |
286,251 |
304,667 |
-6,784 |
Sep08 |
080331 |
1780.00 |
1797.30 |
1780.00 |
1797.30 |
+10.50 |
21 |
147 |
+115 |
Total Volume and Open Interest |
377,913 |
304,917 |
-6,566 |
S & P Midcap 400(CME) |
Jun08 |
080331 |
772.50 |
782.00 |
772.50 |
781.50 |
+6.00 |
85 |
3,825 |
+12 |
Sep08 |
080331 |
782.50 |
782.50 |
782.50 |
782.50 |
+6.00 |
0 |
55 |
+0 |
Dec08 |
080331 |
787.50 |
787.50 |
787.50 |
787.50 |
+6.00 |
0 |
2 |
+0 |
Total Volume and Open Interest |
6 |
3,869 |
-1 |
Russell 2000(CME) |
Jun08 |
080331 |
683.50 |
692.20 |
680.50 |
690.00 |
+5.90 |
595 |
32,469 |
+259 |
Sep08 |
080331 |
690.20 |
690.20 |
690.20 |
690.20 |
+5.90 |
0 |
27 |
+0 |
Total Volume and Open Interest |
887 |
32,730 |
+493 |
Russell 2000 E-Mini(Globex) |
Mar08 |
080320 |
664.50 |
677.85 |
658.60 |
677.85 |
+13.45 |
99,974 |
278,161 |
-84,463 |
Jun08 |
080331 |
685.00 |
694.40 |
679.90 |
690.00 |
+5.90 |
175,858 |
632,359 |
-2,823 |
Sep08 |
080331 |
688.70 |
690.20 |
688.70 |
690.20 |
+5.90 |
9 |
126 |
-2 |
Total Volume and Open Interest |
214,884 |
633,375 |
-1,935 |
Value Line(KCBT) |
Jun08 |
080331 |
2080.00 |
2080.00 |
2080.00 |
2080.00 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
Nikkei 225(CME) |
Jun08 |
080331 |
12655 |
12750 |
12445 |
12520 |
-330 |
73,465 |
171,585 |
-1,975 |
Sep08 |
080331 |
12725 |
12750 |
12470 |
12560 |
-300 |
127 |
193 |
+29 |
Total Volume and Open Interest |
73,592 |
171,824 |
-1,946 |
Nikkei 225(SGX) |
Jun08 |
080331 |
12655 |
12750 |
12445 |
12520 |
-330 |
73,465 |
171,585 |
-1,975 |
Sep08 |
080331 |
12725 |
12750 |
12470 |
12560 |
-300 |
127 |
193 |
+29 |
Dec08 |
080331 |
12505 |
12505 |
12505 |
12505 |
-300 |
0 |
10 |
+0 |
Total Volume and Open Interest |
73,592 |
171,824 |
-1,946 |
CAC 40(EURONEXT) |
Apr08 |
080331 |
4665.0 |
4735.5 |
4626.5 |
4713.0 |
+13.5 |
96,640 |
425,220 |
+13,946 |
May08 |
080331 |
4606.5 |
4685.0 |
4582.0 |
4664.0 |
+14.0 |
277 |
554 |
-152 |
Jun08 |
080331 |
4557.5 |
4610.0 |
4522.0 |
4604.0 |
+13.5 |
1,384 |
31,639 |
+1,183 |
Total Volume and Open Interest |
145,581 |
457,033 |
+13,657 |
Hang Seng Index(HKFE) |
Mar08 |
080328 |
22677 |
23030 |
22560 |
23018 |
+227 |
11,946 |
7,535 |
+5,776 |
Apr08 |
080331 |
22925 |
23070 |
22617 |
22630 |
-660 |
5,184 |
71,054 |
+10,035 |
May08 |
080331 |
22808 |
22870 |
22485 |
22554 |
|
|
|
|
DAX(EUREX) |
Jun08 |
080331 |
6586.0 |
6642.0 |
6495.0 |
6595.5 |
-32.0 |
114,053 |
189,799 |
-2,355 |
Sep08 |
080331 |
6658.0 |
6696.0 |
6560.0 |
6660.5 |
-32.5 |
355 |
8,014 |
+250 |
Dec08 |
080331 |
6701.5 |
6758.0 |
6646.0 |
6727.5 |
-33.5 |
49 |
510 |
+62 |
Total Volume and Open Interest |
159,808 |
199,842 |
-524 |
FT-SE 100(EURONEXT) |
Jun08 |
080331 |
5674.00 |
5736.50 |
5597.50 |
5708.50 |
-3.50 |
87,161 |
453,165 |
-1,114 |
Sep08 |
080331 |
5672.50 |
5742.00 |
5661.00 |
5721.00 |
-4.50 |
11 |
5,312 |
+110 |
Dec08 |
080331 |
5756.00 |
5756.00 |
5756.00 |
5756.00 |
-7.00 |
0 |
2,100 |
+0 |
Total Volume and Open Interest |
111,489 |
460,887 |
-694 |
SPI 200(SFE) |
Mar08 |
080320 |
5295.0 |
5321.0 |
5122.0 |
5139.0 |
-156.0 |
69,553 |
346,976 |
-9,304 |
Jun08 |
080331 |
5380.0 |
5430.0 |
5372.0 |
5396.0 |
-33.0 |
20,403 |
244,011 |
+2,872 |
Sep08 |
080331 |
5401.0 |
5401.0 |
5401.0 |
5401.0 |
-33.0 |
11 |
1,435 |
+2 |
Total Volume and Open Interest |
22,435 |
246,156 |
+2,748 |
GSCI(CME) |
Apr08 |
080331 |
32.64 |
36.44 |
11.64 |
11.64 |
-19.10 |
340 |
17,157 |
-67 |
May08 |
080331 |
11.24 |
11.24 |
11.24 |
11.24 |
-18.50 |
0 |
1 |
+0 |
Jun08 |
080331 |
10.64 |
10.64 |
10.64 |
10.64 |
-18.00 |
|
|
|
Total Volume and Open Interest |
300 |
17,183 |
-42 |
RJ/CRB Index(ICE) |
Apr08 |
080331 |
527.20 |
527.20 |
513.50 |
513.50 |
-10.50 |
15 |
306 |
+1 |
Jun08 |
080331 |
531.75 |
531.75 |
520.00 |
520.00 |
-10.50 |
2 |
425 |
+425 |
Aug08 |
080331 |
538.75 |
538.75 |
526.50 |
526.50 |
-10.50 |
0 |
382 |
+0 |
Total Volume and Open Interest |
|
|
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|