|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu May 01, 2008 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May08 |
080501 |
1305.00 |
1313.00 |
1226.25 |
1258.75 |
-43.00 |
19,869 |
10,658 |
-4,484 |
Jul08 |
080501 |
1318.00 |
1326.50 |
1244.00 |
1271.00 |
-43.00 |
95,839 |
229,100 |
+475 |
Aug08 |
080501 |
1311.00 |
1311.00 |
1233.00 |
1260.00 |
-43.00 |
1,614 |
13,022 |
+171 |
Sep08 |
080501 |
1269.25 |
1272.25 |
1201.75 |
1227.00 |
-38.50 |
1,855 |
10,335 |
+455 |
Nov08 |
080501 |
1226.75 |
1236.00 |
1164.75 |
1193.25 |
-32.25 |
22,767 |
152,079 |
+529 |
Jan09 |
080501 |
1245.25 |
1245.25 |
1175.50 |
1206.75 |
-32.25 |
1,310 |
13,950 |
+251 |
Mar09 |
080501 |
1252.00 |
1252.00 |
1180.00 |
1217.50 |
-32.25 |
531 |
4,605 |
+148 |
Total Volume and Open Interest |
145,125 |
474,557 |
-2,056 |
Soybean Meal(CBOT) |
May08 |
080501 |
337.70 |
337.80 |
315.90 |
323.40 |
-13.20 |
13,034 |
5,465 |
-1,547 |
Jul08 |
080501 |
341.90 |
344.40 |
322.20 |
329.50 |
-12.70 |
40,533 |
79,443 |
+550 |
Aug08 |
080501 |
340.10 |
340.70 |
319.80 |
326.50 |
-12.50 |
2,921 |
20,574 |
+591 |
Sep08 |
080501 |
325.50 |
327.40 |
309.00 |
315.50 |
-10.00 |
1,984 |
12,317 |
+355 |
Oct08 |
080501 |
302.00 |
305.30 |
284.30 |
297.00 |
-7.30 |
1,494 |
15,285 |
-68 |
Dec08 |
080501 |
301.00 |
303.00 |
286.00 |
294.00 |
-7.50 |
8,040 |
57,304 |
-96 |
Jan09 |
080501 |
293.30 |
305.00 |
287.00 |
295.30 |
-7.30 |
663 |
5,521 |
+293 |
Mar09 |
080501 |
296.50 |
299.50 |
290.50 |
298.50 |
-7.50 |
206 |
3,193 |
+15 |
Total Volume and Open Interest |
69,311 |
207,442 |
+226 |
Soybean Oil(CBOT) |
May08 |
080501 |
57.61 |
57.61 |
54.86 |
55.76 |
-1.91 |
10,754 |
5,894 |
-3,370 |
Jul08 |
080501 |
58.28 |
58.39 |
55.83 |
56.35 |
-1.98 |
39,231 |
135,897 |
-3,156 |
Aug08 |
080501 |
58.44 |
58.44 |
56.13 |
56.68 |
-1.95 |
1,687 |
16,731 |
+322 |
Sep08 |
080501 |
57.71 |
58.05 |
56.33 |
56.93 |
-1.90 |
695 |
10,498 |
-56 |
Oct08 |
080501 |
57.50 |
58.15 |
56.44 |
57.10 |
-1.84 |
2,244 |
9,556 |
+377 |
Dec08 |
080501 |
59.33 |
59.44 |
56.84 |
57.55 |
-1.79 |
6,874 |
65,111 |
+236 |
Jan09 |
080501 |
58.00 |
58.00 |
57.00 |
57.73 |
-1.77 |
368 |
4,050 |
+230 |
Mar09 |
080501 |
57.45 |
58.00 |
57.25 |
58.00 |
-1.75 |
119 |
4,987 |
-11 |
Total Volume and Open Interest |
62,327 |
263,931 |
-5,318 |
Canola(WCE) |
May08 |
080501 |
585.0 |
585.0 |
585.0 |
585.0 |
-20.1 |
413 |
701 |
-433 |
Jul08 |
080501 |
614.7 |
621.0 |
585.0 |
595.6 |
-20.1 |
5,638 |
59,558 |
-249 |
Nov08 |
080501 |
635.8 |
638.5 |
603.1 |
614.8 |
-18.3 |
1,732 |
53,117 |
+753 |
Jan09 |
080501 |
619.6 |
627.4 |
619.6 |
624.7 |
-21.0 |
41 |
5,448 |
+12 |
Mar09 |
080501 |
632.5 |
632.5 |
632.5 |
632.5 |
-22.4 |
10 |
2,151 |
-2 |
Total Volume and Open Interest |
7,909 |
125,700 |
+108 |
Corn(CBOT) |
May08 |
080501 |
602.00 |
606.50 |
591.25 |
605.50 |
+5.25 |
62,554 |
35,411 |
-16,638 |
Jul08 |
080501 |
614.00 |
618.75 |
603.00 |
617.25 |
+5.00 |
157,430 |
580,449 |
-4,199 |
Sep08 |
080501 |
622.00 |
628.50 |
613.50 |
626.75 |
+5.00 |
16,061 |
132,014 |
+779 |
Dec08 |
080501 |
629.75 |
634.75 |
617.50 |
631.50 |
+3.25 |
59,521 |
456,692 |
+64 |
Mar09 |
080501 |
636.50 |
643.00 |
627.00 |
641.25 |
+6.00 |
4,216 |
59,042 |
+401 |
May09 |
080501 |
642.25 |
650.00 |
633.00 |
649.00 |
+6.75 |
484 |
7,365 |
+134 |
Total Volume and Open Interest |
309,424 |
1,413,722 |
-16,943 |
Wheat(CBOT) |
May08 |
080501 |
792.25 |
794.75 |
764.50 |
776.50 |
-10.75 |
9,537 |
3,103 |
-3,222 |
Jul08 |
080501 |
805.75 |
809.00 |
776.50 |
790.00 |
-11.00 |
42,640 |
216,544 |
+133 |
Sep08 |
080501 |
821.25 |
823.50 |
791.00 |
804.25 |
-11.25 |
2,943 |
43,553 |
+647 |
Dec08 |
080501 |
840.00 |
842.50 |
809.75 |
823.00 |
-11.50 |
5,309 |
62,741 |
-483 |
Mar09 |
080501 |
860.00 |
861.00 |
829.00 |
842.00 |
-18.00 |
415 |
3,989 |
+121 |
Total Volume and Open Interest |
61,541 |
362,265 |
-2,854 |
Wheat(KCBT) |
May08 |
080501 |
855.75 |
865.00 |
852.00 |
865.00 |
+1.00 |
1,936 |
2,863 |
-1,177 |
Jul08 |
080501 |
844.00 |
850.00 |
826.75 |
839.50 |
-2.50 |
8,903 |
58,844 |
-334 |
Sep08 |
080501 |
858.25 |
862.25 |
839.00 |
851.50 |
-5.50 |
1,401 |
12,637 |
+451 |
Dec08 |
080501 |
874.25 |
879.00 |
857.00 |
866.00 |
-7.00 |
1,787 |
16,350 |
+400 |
Mar09 |
080501 |
874.75 |
879.50 |
872.50 |
875.00 |
-13.00 |
104 |
741 |
+48 |
Total Volume and Open Interest |
14,206 |
100,759 |
-602 |
Wheat(MGE) |
May08 |
080501 |
1178.00 |
1178.00 |
1132.00 |
1142.00 |
-25.00 |
334 |
480 |
-366 |
Jul08 |
080501 |
940.00 |
950.00 |
928.00 |
936.00 |
-2.25 |
1,163 |
8,198 |
-3 |
Sep08 |
080501 |
881.00 |
888.00 |
863.50 |
877.00 |
-3.00 |
1,270 |
17,099 |
+257 |
Dec08 |
080501 |
893.00 |
896.25 |
874.00 |
888.00 |
-4.75 |
746 |
15,031 |
+244 |
Mar09 |
080501 |
887.00 |
899.00 |
886.00 |
894.00 |
+1.00 |
223 |
1,110 |
+44 |
Total Volume and Open Interest |
3,781 |
43,276 |
+181 |
Oats(CBOT) |
May08 |
080501 |
378.50 |
396.75 |
372.50 |
396.75 |
+19.75 |
524 |
310 |
-132 |
Jul08 |
080501 |
389.00 |
408.00 |
382.50 |
407.50 |
+19.50 |
1,178 |
9,545 |
+12 |
Sep08 |
080501 |
402.00 |
418.00 |
402.00 |
418.00 |
+20.00 |
70 |
415 |
+68 |
Dec08 |
080501 |
415.00 |
432.50 |
409.00 |
432.00 |
+19.00 |
624 |
4,020 |
+174 |
Total Volume and Open Interest |
2,483 |
14,411 |
+163 |
Rough Rice(CBOT) |
May08 |
080501 |
21.46 |
21.81 |
20.35 |
20.35 |
-1.12 |
472 |
596 |
-732 |
Jul08 |
080501 |
21.65 |
22.13 |
20.63 |
20.64 |
-1.15 |
3,036 |
9,927 |
-772 |
Sep08 |
080501 |
19.50 |
19.74 |
18.54 |
18.54 |
-1.15 |
473 |
5,457 |
+4 |
Nov08 |
080501 |
19.31 |
19.58 |
18.23 |
18.23 |
-1.15 |
349 |
4,898 |
-12 |
Total Volume and Open Interest |
4,443 |
21,315 |
-1,447 |
Live Cattle(CME) |
Jun08 |
080501 |
93.300 |
93.400 |
91.400 |
91.450 |
-2.030 |
22,103 |
134,367 |
-2,334 |
Aug08 |
080501 |
98.850 |
98.850 |
97.385 |
97.500 |
-1.480 |
11,159 |
84,819 |
+2,867 |
Oct08 |
080501 |
104.250 |
104.250 |
103.000 |
103.535 |
-0.765 |
4,403 |
38,002 |
+755 |
Dec08 |
080501 |
104.050 |
104.050 |
103.325 |
103.480 |
-0.820 |
1,568 |
22,270 |
+751 |
Feb09 |
080501 |
105.800 |
105.800 |
105.050 |
105.480 |
-0.555 |
671 |
11,981 |
+351 |
Apr09 |
080501 |
105.350 |
106.000 |
105.100 |
105.900 |
-0.200 |
88 |
3,808 |
+39 |
Total Volume and Open Interest |
39,994 |
296,494 |
+1,974 |
Feeder Cattle(CME) |
May08 |
080501 |
105.450 |
105.900 |
104.800 |
104.950 |
-1.030 |
1,737 |
7,728 |
-439 |
Aug08 |
080501 |
108.875 |
108.875 |
107.100 |
107.285 |
-1.250 |
2,389 |
18,782 |
+177 |
Sep08 |
080501 |
108.950 |
109.025 |
108.500 |
108.700 |
-1.300 |
207 |
2,243 |
-142 |
Oct08 |
080501 |
109.700 |
110.050 |
109.600 |
109.650 |
-1.330 |
387 |
2,787 |
+219 |
Nov08 |
080501 |
109.500 |
110.000 |
109.400 |
109.600 |
-0.900 |
40 |
764 |
+0 |
Jan09 |
080501 |
107.800 |
107.800 |
107.700 |
107.700 |
-0.800 |
4 |
748 |
-1 |
Mar09 |
080501 |
107.500 |
107.500 |
107.500 |
107.500 |
-1.100 |
0 |
5 |
+0 |
Total Volume and Open Interest |
4,764 |
33,057 |
-186 |
Lean Hogs(CME) |
May08 |
080501 |
73.650 |
73.700 |
72.100 |
72.550 |
-1.200 |
669 |
3,709 |
-101 |
Jun08 |
080501 |
73.250 |
73.550 |
70.800 |
71.100 |
-2.375 |
14,834 |
82,027 |
-1,037 |
Jul08 |
080501 |
75.300 |
75.450 |
72.900 |
73.775 |
-1.575 |
4,608 |
36,636 |
+336 |
Aug08 |
080501 |
76.700 |
76.950 |
74.000 |
75.650 |
-1.200 |
5,068 |
42,932 |
+1,406 |
Oct08 |
080501 |
72.400 |
72.800 |
70.850 |
71.825 |
-0.625 |
2,348 |
25,250 |
+309 |
Dec08 |
080501 |
74.350 |
74.700 |
73.000 |
73.750 |
-0.625 |
1,539 |
31,547 |
-140 |
Feb09 |
080501 |
79.750 |
80.385 |
77.800 |
79.035 |
-0.615 |
562 |
14,735 |
+106 |
Apr09 |
080501 |
83.000 |
83.250 |
82.200 |
82.500 |
-0.800 |
84 |
7,507 |
+30 |
Total Volume and Open Interest |
29,724 |
246,768 |
+1,031 |
Pork Bellies(CME) |
May08 |
080501 |
75.400 |
75.950 |
73.900 |
74.450 |
-0.950 |
148 |
384 |
-85 |
Jul08 |
080501 |
75.500 |
76.400 |
73.800 |
74.550 |
-1.425 |
178 |
1,216 |
+80 |
Aug08 |
080501 |
76.300 |
76.850 |
74.500 |
74.500 |
-1.450 |
4 |
387 |
+1 |
Feb09 |
080501 |
95.500 |
95.500 |
94.500 |
94.500 |
-1.250 |
0 |
25 |
+0 |
Mar09 |
080501 |
95.000 |
96.000 |
95.000 |
95.000 |
-1.600 |
0 |
5 |
+0 |
Total Volume and Open Interest |
330 |
2,017 |
-4 |
Class III Milk(CME) |
May08 |
080501 |
18.25 |
18.25 |
17.82 |
18.05 |
-0.07 |
189 |
3,945 |
+20 |
Jun08 |
080501 |
18.80 |
18.83 |
18.60 |
18.65 |
-0.10 |
66 |
3,570 |
+7 |
Jul08 |
080501 |
19.32 |
19.42 |
19.08 |
19.22 |
-0.06 |
87 |
2,623 |
-15 |
Aug08 |
080501 |
19.42 |
19.42 |
19.23 |
19.34 |
-0.01 |
73 |
2,516 |
+10 |
Sep08 |
080501 |
19.55 |
19.55 |
19.42 |
19.48 |
-0.03 |
52 |
2,481 |
+2 |
Total Volume and Open Interest |
927 |
31,015 |
+271 |
Cocoa(ICE) |
May08 |
080501 |
2750 |
2772 |
2700 |
2721 |
-161 |
2 |
142 |
+0 |
Jul08 |
080501 |
2789 |
2797 |
2590 |
2617 |
-159 |
6,596 |
70,319 |
-115 |
Sep08 |
080501 |
2750 |
2768 |
2567 |
2588 |
-151 |
1,228 |
26,496 |
+462 |
Dec08 |
080501 |
2727 |
2736 |
2557 |
2575 |
-138 |
772 |
24,165 |
+369 |
Mar09 |
080501 |
2695 |
2706 |
2539 |
2559 |
-127 |
112 |
11,085 |
-35 |
May09 |
080501 |
2696 |
2696 |
2556 |
2560 |
-131 |
20 |
2,522 |
+1 |
Jul09 |
080501 |
2707 |
2707 |
2561 |
2561 |
-131 |
2 |
2,000 |
+0 |
Total Volume and Open Interest |
8,743 |
139,099 |
+693 |
Coffee "C"(ICE) |
May08 |
080501 |
133.50 |
133.50 |
128.40 |
128.40 |
-6.15 |
451 |
3,541 |
-933 |
Jul08 |
080501 |
135.50 |
135.50 |
129.05 |
129.25 |
-6.20 |
8,815 |
90,227 |
-534 |
Sep08 |
080501 |
137.80 |
137.80 |
131.40 |
131.65 |
-6.10 |
1,277 |
25,829 |
+5 |
Dec08 |
080501 |
141.25 |
141.25 |
135.00 |
135.10 |
-6.05 |
588 |
14,649 |
+1 |
Mar09 |
080501 |
140.70 |
140.70 |
138.40 |
138.50 |
-6.00 |
503 |
8,524 |
+35 |
May09 |
080501 |
140.75 |
140.75 |
140.75 |
140.75 |
-6.00 |
227 |
3,730 |
+170 |
Total Volume and Open Interest |
11,999 |
150,031 |
-1,206 |
Orange Juice(ICE) |
May08 |
080501 |
117.00 |
117.60 |
116.00 |
116.00 |
+0.15 |
318 |
628 |
-87 |
Jul08 |
080501 |
119.40 |
120.25 |
117.30 |
118.30 |
-1.15 |
1,978 |
23,655 |
+22 |
Sep08 |
080501 |
123.00 |
123.60 |
120.75 |
121.60 |
-1.20 |
261 |
3,090 |
+174 |
Nov08 |
080501 |
125.90 |
126.45 |
124.00 |
124.60 |
-1.20 |
57 |
2,340 |
-32 |
Jan09 |
080501 |
129.50 |
129.50 |
127.90 |
127.90 |
-1.10 |
55 |
1,524 |
+25 |
Mar09 |
080501 |
131.10 |
131.10 |
131.10 |
131.10 |
-1.10 |
0 |
187 |
+0 |
Total Volume and Open Interest |
2,671 |
31,471 |
+104 |
Sugar #11(ICE) |
Jul08 |
080501 |
11.92 |
12.13 |
11.18 |
11.35 |
-0.46 |
58,954 |
462,406 |
+4,431 |
Oct08 |
080501 |
12.75 |
13.00 |
12.08 |
12.22 |
-0.48 |
22,068 |
189,226 |
+1,267 |
Mar09 |
080501 |
13.64 |
13.90 |
13.05 |
13.19 |
-0.45 |
12,120 |
93,668 |
+3,015 |
May09 |
080501 |
14.04 |
14.25 |
13.40 |
13.56 |
-0.48 |
7,051 |
64,320 |
+3,906 |
Jul09 |
080501 |
14.24 |
14.50 |
13.60 |
13.77 |
-0.50 |
2,335 |
37,518 |
+43 |
Total Volume and Open Interest |
104,148 |
922,148 |
-9,765 |
London Cocoa(LCE) |
May08 |
080501 |
1483 |
1499 |
1387 |
1396 |
-81 |
2,167 |
40,554 |
-379 |
Jul08 |
080501 |
1501 |
1519 |
1401 |
1413 |
-82 |
4,011 |
65,270 |
+394 |
Sep08 |
080501 |
1434 |
1447 |
1343 |
1353 |
-74 |
2,035 |
48,404 |
+952 |
Dec08 |
080501 |
1415 |
1429 |
1328 |
1336 |
-74 |
2,539 |
41,017 |
-138 |
Mar09 |
080501 |
1394 |
1402 |
1308 |
1308 |
-74 |
2,185 |
21,683 |
+183 |
May09 |
080501 |
1360 |
1360 |
1315 |
1315 |
-75 |
30 |
3,895 |
+17 |
Jul09 |
080501 |
1323 |
1323 |
1323 |
1323 |
-77 |
0 |
2,453 |
+0 |
Total Volume and Open Interest |
12,969 |
224,452 |
+1,031 |
London Sugar(LCE) |
Aug08 |
080501 |
338.90 |
339.50 |
321.40 |
324.60 |
-12.90 |
2,193 |
23,596 |
-58 |
Oct08 |
080501 |
348.40 |
350.40 |
331.60 |
334.90 |
-13.00 |
774 |
13,773 |
+407 |
Dec08 |
080501 |
358.00 |
358.00 |
341.50 |
345.00 |
-12.40 |
163 |
4,197 |
-43 |
Mar09 |
080501 |
366.10 |
366.10 |
353.80 |
355.80 |
-11.10 |
144 |
6,280 |
+45 |
May09 |
080501 |
367.90 |
367.90 |
359.30 |
359.60 |
-11.60 |
147 |
2,426 |
+115 |
Total Volume and Open Interest |
3,421 |
56,083 |
+466 |
Cotton(ICE) |
May08 |
080501 |
67.50 |
68.00 |
66.50 |
66.95 |
-1.79 |
13 |
2,135 |
-34 |
Jul08 |
080501 |
69.25 |
69.25 |
69.25 |
69.25 |
-1.92 |
16,243 |
125,261 |
-781 |
Oct08 |
080501 |
77.20 |
77.20 |
74.15 |
74.69 |
-1.73 |
11 |
2,500 |
-8 |
Dec08 |
080501 |
80.15 |
80.72 |
76.71 |
77.45 |
-2.07 |
5,599 |
100,170 |
+1,140 |
Mar09 |
080501 |
84.56 |
84.56 |
81.40 |
81.76 |
-2.09 |
1,492 |
8,900 |
+221 |
May09 |
080501 |
84.05 |
84.05 |
83.21 |
83.21 |
-2.15 |
607 |
1,406 |
+390 |
Total Volume and Open Interest |
24,236 |
246,983 |
+893 |
Lumber(CME) |
May08 |
080501 |
210.5 |
216.8 |
209.1 |
209.4 |
-0.9 |
632 |
1,687 |
-486 |
Jul08 |
080501 |
239.5 |
243.0 |
237.0 |
237.5 |
-3.5 |
1,322 |
9,352 |
+203 |
Sep08 |
080501 |
257.1 |
261.6 |
255.8 |
256.1 |
-1.5 |
258 |
2,529 |
+44 |
Nov08 |
080501 |
251.3 |
255.1 |
250.0 |
255.0 |
+3.5 |
76 |
666 |
+9 |
Total Volume and Open Interest |
2,326 |
14,557 |
-220 |
Crude Oil(NYM) |
Jun08 |
080501 |
114.60 |
115.23 |
110.30 |
112.52 |
-0.94 |
313,044 |
352,629 |
-14,534 |
Jul08 |
080501 |
113.80 |
114.48 |
109.59 |
111.80 |
-0.93 |
86,786 |
147,333 |
+8,070 |
Aug08 |
080501 |
113.23 |
113.67 |
108.95 |
111.08 |
-0.89 |
23,495 |
56,749 |
+443 |
Sep08 |
080501 |
112.55 |
112.55 |
108.40 |
110.50 |
-0.82 |
17,201 |
72,641 |
+1,321 |
Oct08 |
080501 |
112.23 |
112.24 |
108.00 |
109.98 |
-0.78 |
11,802 |
48,413 |
+333 |
Nov08 |
080501 |
109.72 |
109.86 |
107.60 |
109.49 |
-0.75 |
5,035 |
24,300 |
-169 |
Dec08 |
080501 |
110.85 |
111.46 |
107.00 |
109.04 |
-0.72 |
26,313 |
204,424 |
+130 |
Jan09 |
080501 |
108.57 |
108.57 |
108.57 |
108.57 |
-0.69 |
667 |
28,307 |
+61 |
Feb09 |
080501 |
108.15 |
108.15 |
108.15 |
108.15 |
-0.66 |
594 |
12,367 |
+403 |
Mar09 |
080501 |
107.76 |
107.76 |
107.76 |
107.76 |
-0.63 |
222 |
12,845 |
-120 |
Apr09 |
080501 |
107.38 |
107.38 |
107.38 |
107.38 |
-0.61 |
552 |
8,301 |
-107 |
May09 |
080501 |
106.90 |
107.04 |
106.90 |
107.04 |
-0.59 |
504 |
16,800 |
-23 |
Jun09 |
080501 |
106.60 |
106.72 |
104.85 |
106.72 |
-0.57 |
1,893 |
24,069 |
+173 |
Jul09 |
080501 |
106.43 |
106.43 |
106.43 |
106.43 |
-0.54 |
38 |
12,240 |
+9 |
Aug09 |
080501 |
106.17 |
106.17 |
106.17 |
106.17 |
-0.51 |
0 |
5,940 |
+0 |
Sep09 |
080501 |
105.92 |
105.92 |
105.92 |
105.92 |
-0.49 |
341 |
9,088 |
+70 |
Total Volume and Open Interest |
517,975 |
1,366,639 |
+1,183 |
e-miNY Crude Oil(NYM) |
May08 |
080421 |
116.625 |
117.650 |
115.675 |
117.475 |
+0.775 |
|
|
|
Jun08 |
080501 |
114.475 |
115.225 |
110.300 |
112.525 |
-0.925 |
|
|
|
Jul08 |
080501 |
114.000 |
114.425 |
109.700 |
111.800 |
-0.925 |
|
|
|
Aug08 |
080501 |
112.650 |
112.650 |
109.375 |
111.075 |
-0.900 |
|
|
|
Sep08 |
080501 |
109.225 |
110.500 |
109.225 |
110.500 |
-0.825 |
|
|
|
Oct08 |
080501 |
109.975 |
109.975 |
109.975 |
109.975 |
-0.775 |
|
|
|
Nov08 |
080501 |
109.500 |
109.500 |
109.500 |
109.500 |
-0.750 |
|
|
|
Dec08 |
080501 |
109.050 |
109.050 |
109.050 |
109.050 |
-0.700 |
|
|
|
Jan09 |
080501 |
108.575 |
108.575 |
108.575 |
108.575 |
-0.675 |
|
|
|
Feb09 |
080501 |
108.150 |
108.150 |
108.150 |
108.150 |
-0.650 |
|
|
|
Total Volume and Open Interest |
26,394 |
11,671 |
-379 |
Heating Oil(NYM) |
Jun08 |
080501 |
318.55 |
319.80 |
306.81 |
311.77 |
-4.03 |
47,112 |
87,080 |
-2,463 |
Jul08 |
080501 |
319.76 |
320.41 |
308.22 |
313.12 |
-3.93 |
14,524 |
33,794 |
+923 |
Aug08 |
080501 |
317.80 |
318.50 |
309.78 |
314.52 |
-3.73 |
4,442 |
15,323 |
+261 |
Sep08 |
080501 |
319.99 |
320.46 |
311.40 |
315.92 |
-3.63 |
4,931 |
11,011 |
-220 |
Oct08 |
080501 |
320.50 |
320.50 |
312.75 |
317.27 |
-3.43 |
2,337 |
8,625 |
+295 |
Nov08 |
080501 |
325.00 |
325.00 |
313.71 |
318.12 |
-3.38 |
1,109 |
6,119 |
-314 |
Dec08 |
080501 |
324.24 |
324.34 |
314.09 |
318.87 |
-3.33 |
8,101 |
22,015 |
-607 |
Jan09 |
080501 |
323.71 |
323.71 |
315.00 |
319.42 |
-3.28 |
1,335 |
11,984 |
+70 |
Feb09 |
080501 |
320.80 |
320.80 |
314.25 |
318.42 |
-3.28 |
400 |
2,303 |
+294 |
Mar09 |
080501 |
318.30 |
318.30 |
311.30 |
315.17 |
-3.13 |
45 |
1,645 |
+42 |
Apr09 |
080501 |
311.05 |
311.05 |
306.10 |
309.67 |
-2.93 |
18 |
1,183 |
+7 |
May09 |
080501 |
302.20 |
304.27 |
302.00 |
304.27 |
-2.83 |
2 |
303 |
+0 |
Total Volume and Open Interest |
84,804 |
219,070 |
-7,493 |
Gasoline(NYMEX) |
Jun08 |
080501 |
293.50 |
294.98 |
281.95 |
287.82 |
-2.81 |
41,667 |
96,029 |
+2,551 |
Jul08 |
080501 |
293.25 |
293.25 |
281.67 |
287.32 |
-2.51 |
14,643 |
46,953 |
+1,361 |
Aug08 |
080501 |
287.18 |
287.90 |
279.96 |
285.72 |
-2.16 |
8,876 |
17,701 |
+426 |
Sep08 |
080501 |
283.15 |
284.55 |
277.17 |
282.77 |
-1.96 |
5,223 |
24,060 |
+307 |
Oct08 |
080501 |
270.15 |
270.15 |
264.35 |
269.42 |
-1.61 |
3,342 |
21,955 |
+942 |
Nov08 |
080501 |
266.75 |
267.07 |
261.46 |
266.22 |
-1.51 |
1,023 |
7,169 |
+369 |
Dec08 |
080501 |
266.30 |
266.30 |
260.07 |
265.22 |
-1.51 |
1,245 |
16,903 |
-44 |
Jan09 |
080501 |
263.01 |
266.12 |
261.29 |
266.12 |
-1.41 |
513 |
5,098 |
-28 |
Feb09 |
080501 |
267.04 |
267.87 |
267.04 |
267.87 |
-1.36 |
53 |
1,703 |
-2 |
Mar09 |
080501 |
270.62 |
270.62 |
270.62 |
270.62 |
-1.31 |
0 |
2,048 |
+0 |
Total Volume and Open Interest |
76,590 |
255,403 |
-2,686 |
e-miNY RBOB Gasoline(NYM) |
Jun08 |
080501 |
287.82 |
287.82 |
287.82 |
287.82 |
-2.81 |
1 |
6 |
-1 |
Jul08 |
080501 |
287.32 |
287.32 |
287.32 |
287.32 |
-2.51 |
|
|
|
Aug08 |
080501 |
285.72 |
285.72 |
285.72 |
285.72 |
-2.16 |
0 |
1 |
+0 |
Sep08 |
080501 |
282.77 |
282.77 |
282.77 |
282.77 |
-1.96 |
|
|
|
Total Volume and Open Interest |
1 |
7 |
-1 |
Natural Gas(NYM) |
Jun08 |
080501 |
10.920 |
10.945 |
10.480 |
10.561 |
-0.282 |
71,594 |
137,421 |
-2,693 |
Jul08 |
080501 |
11.059 |
11.083 |
10.620 |
10.702 |
-0.277 |
18,198 |
84,522 |
+118 |
Aug08 |
080501 |
11.076 |
11.076 |
10.711 |
10.783 |
-0.262 |
9,359 |
34,379 |
+260 |
Sep08 |
080501 |
11.067 |
11.072 |
10.756 |
10.811 |
-0.254 |
4,686 |
27,522 |
-375 |
Oct08 |
080501 |
10.980 |
11.142 |
10.802 |
10.874 |
-0.246 |
7,247 |
65,705 |
-1,219 |
Nov08 |
080501 |
11.362 |
11.365 |
11.053 |
11.134 |
-0.236 |
1,274 |
33,894 |
+111 |
Dec08 |
080501 |
11.725 |
11.725 |
11.400 |
11.484 |
-0.231 |
1,111 |
36,981 |
-10 |
Jan09 |
080501 |
11.991 |
11.991 |
11.640 |
11.709 |
-0.221 |
3,221 |
56,106 |
-204 |
Feb09 |
080501 |
11.930 |
11.930 |
11.601 |
11.669 |
-0.216 |
354 |
14,579 |
+34 |
Mar09 |
080501 |
11.618 |
11.618 |
11.312 |
11.389 |
-0.211 |
2,958 |
43,698 |
-814 |
Apr09 |
080501 |
9.790 |
9.790 |
9.600 |
9.654 |
-0.116 |
1,519 |
38,613 |
+125 |
May09 |
080501 |
9.585 |
9.585 |
9.415 |
9.457 |
-0.108 |
1,203 |
30,754 |
+423 |
Jun09 |
080501 |
9.522 |
9.522 |
9.522 |
9.522 |
-0.106 |
368 |
13,826 |
-19 |
Jul09 |
080501 |
9.600 |
9.660 |
9.575 |
9.607 |
-0.106 |
72 |
12,010 |
+12 |
Aug09 |
080501 |
9.690 |
9.720 |
9.585 |
9.659 |
-0.106 |
611 |
12,051 |
-66 |
Sep09 |
080501 |
9.785 |
9.785 |
9.679 |
9.679 |
-0.106 |
60 |
9,027 |
+31 |
Total Volume and Open Interest |
125,279 |
872,489 |
-4,020 |
Brent Crude Oil(ICE) |
Jun08 |
080501 |
112.74 |
112.74 |
108.42 |
110.50 |
-0.86 |
137,710 |
123,951 |
+2,554 |
Jul08 |
080501 |
112.43 |
112.43 |
108.22 |
110.30 |
-0.78 |
68,377 |
132,228 |
+4,013 |
Aug08 |
080501 |
112.05 |
112.05 |
107.98 |
110.04 |
-0.73 |
31,404 |
47,720 |
+290 |
Sep08 |
080501 |
111.62 |
111.62 |
107.65 |
109.68 |
-0.74 |
9,341 |
26,094 |
-2,090 |
Oct08 |
080501 |
111.20 |
111.20 |
107.50 |
109.34 |
-0.76 |
6,345 |
15,658 |
-253 |
Nov08 |
080501 |
110.87 |
110.87 |
107.20 |
109.00 |
-0.79 |
6,047 |
17,265 |
-176 |
Dec08 |
080501 |
110.53 |
110.53 |
106.70 |
108.63 |
-0.82 |
16,413 |
53,460 |
+767 |
Jan09 |
080501 |
109.36 |
109.36 |
106.87 |
108.35 |
-0.82 |
808 |
13,844 |
+48 |
Feb09 |
080501 |
107.47 |
108.05 |
106.65 |
108.05 |
-0.81 |
160 |
7,946 |
+2 |
Mar09 |
080501 |
108.75 |
108.75 |
107.75 |
107.75 |
-0.80 |
101 |
6,125 |
+0 |
Apr09 |
080501 |
107.44 |
107.44 |
107.44 |
107.44 |
-0.76 |
3 |
8,976 |
-26 |
May09 |
080501 |
107.16 |
107.16 |
107.16 |
107.16 |
-0.74 |
0 |
2,626 |
+50 |
Jun09 |
080501 |
105.82 |
106.90 |
105.30 |
106.90 |
-0.70 |
836 |
10,923 |
-150 |
Jul09 |
080501 |
106.72 |
106.72 |
106.72 |
106.72 |
-0.62 |
0 |
2,977 |
+0 |
Total Volume and Open Interest |
282,589 |
559,379 |
+3,309 |
Gas Oil(ICE) |
May08 |
080501 |
1077.50 |
1079.50 |
1036.25 |
1046.75 |
-26.50 |
22,606 |
49,737 |
-6,801 |
Jun08 |
080501 |
1054.75 |
1055.00 |
1013.00 |
1022.75 |
-24.75 |
31,521 |
68,129 |
-3,392 |
Jul08 |
080501 |
1038.50 |
1043.75 |
1004.50 |
1013.50 |
-23.00 |
12,529 |
28,143 |
+1,315 |
Aug08 |
080501 |
1034.75 |
1035.00 |
1001.50 |
1009.50 |
-22.00 |
4,661 |
16,883 |
+1,070 |
Sep08 |
080501 |
1027.75 |
1027.75 |
1000.75 |
1007.00 |
-21.75 |
3,594 |
17,745 |
+113 |
Oct08 |
080501 |
1016.75 |
1017.50 |
999.25 |
1004.25 |
-21.50 |
1,526 |
9,861 |
-153 |
Nov08 |
080501 |
1004.75 |
1009.75 |
996.75 |
1001.25 |
-21.00 |
1,401 |
8,996 |
-33 |
Dec08 |
080501 |
1020.50 |
1022.00 |
990.00 |
998.00 |
-21.00 |
5,176 |
35,372 |
+235 |
Jan09 |
080501 |
1014.00 |
1014.00 |
986.00 |
994.50 |
-20.75 |
2,014 |
18,666 |
+463 |
Feb09 |
080501 |
991.50 |
991.75 |
988.00 |
988.00 |
-20.50 |
120 |
2,320 |
+0 |
Total Volume and Open Interest |
124,388 |
291,549 |
+3,563 |
Ethanol(CBOT) |
May08 |
080501 |
2.490 |
2.491 |
2.490 |
2.490 |
-0.014 |
11 |
180 |
+9 |
Jun08 |
080501 |
2.410 |
2.460 |
2.410 |
2.438 |
-0.002 |
25 |
270 |
-6 |
Jul08 |
080501 |
2.395 |
2.430 |
2.390 |
2.410 |
-0.014 |
11 |
212 |
+3 |
Aug08 |
080501 |
2.380 |
2.405 |
2.380 |
2.405 |
-0.025 |
11 |
118 |
-11 |
Sep08 |
080501 |
2.400 |
2.400 |
2.400 |
2.400 |
-0.025 |
15 |
93 |
+0 |
Oct08 |
080501 |
2.403 |
2.403 |
2.400 |
2.403 |
-0.022 |
15 |
116 |
-13 |
Nov08 |
080501 |
2.420 |
2.420 |
2.365 |
2.420 |
+0.020 |
1 |
113 |
-35 |
Dec08 |
080501 |
2.405 |
2.405 |
2.395 |
2.405 |
+0.005 |
1 |
147 |
-35 |
Total Volume and Open Interest |
192 |
1,862 |
-12 |
WTI Crude Oil(ICE |
Jun08 |
080501 |
114.72 |
115.00 |
110.30 |
112.52 |
-0.94 |
114,874 |
111,260 |
+3,965 |
Jul08 |
080501 |
114.08 |
114.08 |
109.61 |
111.80 |
-0.93 |
43,933 |
55,868 |
+5,465 |
Aug08 |
080501 |
113.22 |
113.22 |
108.92 |
111.08 |
-0.89 |
12,517 |
23,357 |
-939 |
Sep08 |
080501 |
112.62 |
112.63 |
108.37 |
110.50 |
-0.82 |
4,465 |
29,275 |
+319 |
Oct08 |
080501 |
111.02 |
111.02 |
108.02 |
109.98 |
-0.78 |
1,569 |
11,836 |
+222 |
Nov08 |
080501 |
110.45 |
110.48 |
107.47 |
109.49 |
-0.75 |
1,225 |
7,921 |
-182 |
Dec08 |
080501 |
110.09 |
110.09 |
106.99 |
109.04 |
-0.72 |
12,061 |
84,908 |
+792 |
Jan09 |
080501 |
108.57 |
108.57 |
108.57 |
108.57 |
-0.69 |
294 |
5,742 |
+125 |
Feb09 |
080501 |
108.15 |
108.15 |
108.15 |
108.15 |
-0.66 |
5 |
4,139 |
+244 |
Mar09 |
080501 |
107.76 |
107.76 |
107.76 |
107.76 |
-0.63 |
15 |
4,838 |
+0 |
Apr09 |
080501 |
107.38 |
107.38 |
107.38 |
107.38 |
-0.61 |
0 |
7,013 |
+0 |
May09 |
080501 |
107.04 |
107.04 |
107.04 |
107.04 |
-0.59 |
0 |
3,800 |
+0 |
Jun09 |
080501 |
104.85 |
106.72 |
104.85 |
106.72 |
-0.57 |
586 |
10,681 |
+581 |
Jul09 |
080501 |
106.43 |
106.43 |
106.43 |
106.43 |
-0.54 |
0 |
925 |
+0 |
Aug09 |
080501 |
106.17 |
106.17 |
106.17 |
106.17 |
-0.51 |
0 |
1,430 |
+0 |
Sep09 |
080501 |
105.92 |
105.92 |
105.92 |
105.92 |
-0.49 |
0 |
1,850 |
+0 |
Total Volume and Open Interest |
200,215 |
540,672 |
+10,379 |
US Dollar Index(ICE) |
Jun08 |
080501 |
72.750 |
73.585 |
72.690 |
73.480 |
+0.760 |
8,506 |
32,293 |
-607 |
Sep08 |
080501 |
73.615 |
73.935 |
73.555 |
73.880 |
+0.760 |
260 |
2,534 |
-167 |
Dec08 |
080501 |
74.390 |
74.390 |
74.280 |
74.280 |
+0.760 |
154 |
419 |
-145 |
Total Volume and Open Interest |
8,921 |
35,247 |
-918 |
Australian Dollar(CME) |
Jun08 |
080501 |
93.78 |
93.90 |
92.50 |
92.83 |
-1.28 |
57,446 |
101,032 |
+6,664 |
Sep08 |
080501 |
92.24 |
92.98 |
91.41 |
91.69 |
-1.29 |
66 |
1,099 |
-1 |
Dec08 |
080501 |
90.60 |
91.87 |
90.42 |
90.60 |
-1.27 |
0 |
1,025 |
+0 |
Total Volume and Open Interest |
57,512 |
103,226 |
+6,662 |
British Pound(CME) |
Jun08 |
080501 |
198.20 |
198.53 |
196.50 |
196.78 |
-1.51 |
124,871 |
131,313 |
+2,204 |
Sep08 |
080501 |
197.15 |
197.21 |
195.29 |
195.51 |
-1.53 |
192 |
1,687 |
+18 |
Dec08 |
080501 |
194.18 |
195.80 |
194.18 |
194.18 |
-1.56 |
6 |
169 |
+6 |
Total Volume and Open Interest |
125,069 |
133,349 |
+2,228 |
Canadian Dollar(CME) |
Jun08 |
080501 |
99.30 |
99.35 |
97.61 |
98.12 |
-1.42 |
72,489 |
97,442 |
+10,424 |
Sep08 |
080501 |
99.20 |
99.48 |
97.58 |
98.06 |
-1.42 |
158 |
6,564 |
+98 |
Dec08 |
080501 |
97.97 |
99.47 |
97.61 |
98.03 |
-1.44 |
41 |
3,072 |
+29 |
Mar09 |
080501 |
97.99 |
99.41 |
97.61 |
97.99 |
-1.42 |
1 |
526 |
-1 |
Total Volume and Open Interest |
72,703 |
108,725 |
+10,566 |
Japanese Yen(CME) |
Jun08 |
080501 |
96.44 |
96.83 |
95.85 |
96.06 |
-0.44 |
150,879 |
163,694 |
+1,076 |
Sep08 |
080501 |
97.08 |
97.25 |
96.32 |
96.50 |
-0.44 |
150 |
3,780 |
+59 |
Dec08 |
080501 |
96.93 |
97.47 |
96.93 |
96.93 |
-0.44 |
0 |
548 |
+0 |
Total Volume and Open Interest |
151,029 |
168,075 |
+1,135 |
Swiss Franc(CME) |
Jun08 |
080501 |
96.67 |
96.80 |
95.19 |
95.36 |
-1.40 |
86,006 |
58,784 |
+304 |
Sep08 |
080501 |
96.68 |
96.80 |
95.27 |
95.38 |
-1.41 |
127 |
1,122 |
-9 |
Dec08 |
080501 |
95.53 |
96.78 |
95.30 |
95.37 |
-1.41 |
0 |
63 |
+0 |
Total Volume and Open Interest |
86,133 |
59,973 |
+295 |
EuroFX(CME) |
Jun08 |
080501 |
155.93 |
156.15 |
154.01 |
154.30 |
-1.79 |
282,480 |
191,594 |
+4,261 |
Sep08 |
080501 |
155.18 |
155.41 |
153.33 |
153.59 |
-1.77 |
746 |
3,122 |
+94 |
Dec08 |
080501 |
153.00 |
154.71 |
152.91 |
152.94 |
-1.77 |
3 |
793 |
-1 |
Total Volume and Open Interest |
283,229 |
195,662 |
+4,354 |
Mexican Peso(CME) |
May08 |
080501 |
950.5 |
952.5 |
950.5 |
950.5 |
-2.0 |
0 |
3 |
+0 |
Jun08 |
080501 |
948.8 |
949.0 |
945.8 |
947.2 |
-2.0 |
31,183 |
116,225 |
+1,665 |
Total Volume and Open Interest |
31,185 |
118,133 |
+1,663 |
30-Year T-Bonds(CBOT) |
Jun08 |
080501 |
117~055 |
117~300 |
116~205 |
117~045 |
+0~080 |
279,992 |
903,892 |
+3,062 |
Sep08 |
080501 |
115~255 |
116~260 |
115~180 |
116~015 |
+0~090 |
915 |
6,771 |
-38 |
Dec08 |
080501 |
114~190 |
114~245 |
114~155 |
114~245 |
+0~090 |
0 |
49 |
+0 |
Total Volume and Open Interest |
280,908 |
910,727 |
+3,025 |
10-Year T-Notes(CBOT) |
Jun08 |
080501 |
115~300 |
116~115 |
115~165 |
115~235 |
-0~025 |
859,868 |
2,076,911 |
+23,837 |
Sep08 |
080501 |
114~140 |
115~000 |
114~065 |
114~125 |
-0~005 |
6,040 |
28,747 |
-1,378 |
Dec08 |
080501 |
113~125 |
113~130 |
113~125 |
113~125 |
-0~005 |
|
|
|
Total Volume and Open Interest |
865,908 |
2,105,658 |
+22,459 |
5-Year T-Notes(CBOT) |
Jun08 |
080501 |
112~007 |
112~041 |
111~095 |
111~112 |
-0~014 |
572,936 |
1,897,740 |
-19,347 |
Sep08 |
080501 |
111~017 |
111~074 |
111~004 |
111~017 |
-0~014 |
14,357 |
30,427 |
+12,581 |
Dec08 |
080501 |
111~017 |
111~031 |
111~017 |
111~017 |
-0~014 |
|
|
|
Total Volume and Open Interest |
668,749 |
1,933,249 |
+5,082 |
2 Year T-Notes(CBOT) |
Jun08 |
080501 |
106~042 |
106~055 |
106~015 |
106~022 |
-0~022 |
282,870 |
1,115,719 |
+3,185 |
Sep08 |
080501 |
105~100 |
105~127 |
105~100 |
105~100 |
-0~022 |
869 |
4,140 |
+870 |
Dec08 |
080501 |
105~100 |
105~122 |
105~100 |
105~100 |
-0~022 |
|
|
|
Total Volume and Open Interest |
283,739 |
1,119,859 |
+4,055 |
Eurodollars(CME) |
Jun08 |
080501 |
97.330 |
97.375 |
97.290 |
97.330 |
+0.005 |
363,164 |
1,352,062 |
-5,486 |
Sep08 |
080501 |
97.310 |
97.365 |
97.255 |
97.280 |
-0.030 |
387,211 |
1,403,132 |
+16,537 |
Dec08 |
080501 |
97.110 |
97.195 |
97.050 |
97.065 |
-0.035 |
382,391 |
1,319,724 |
-4,076 |
Mar09 |
080501 |
97.010 |
97.110 |
96.935 |
96.955 |
-0.040 |
325,080 |
1,113,961 |
+15,258 |
Jun09 |
080501 |
96.840 |
96.945 |
96.750 |
96.780 |
-0.050 |
335,612 |
866,376 |
+10,800 |
Sep09 |
080501 |
96.680 |
96.780 |
96.575 |
96.600 |
-0.055 |
219,319 |
740,671 |
-1,780 |
Dec09 |
080501 |
96.480 |
96.570 |
96.370 |
96.395 |
-0.055 |
156,037 |
532,816 |
-4,893 |
Mar10 |
080501 |
96.345 |
96.440 |
96.250 |
96.275 |
-0.040 |
109,022 |
387,361 |
-315 |
Jun10 |
080501 |
96.180 |
96.285 |
96.105 |
96.135 |
-0.020 |
39,878 |
263,481 |
-806 |
Sep10 |
080501 |
96.040 |
96.150 |
95.980 |
96.015 |
unch |
31,752 |
190,027 |
-154 |
Dec10 |
080501 |
95.940 |
96.015 |
95.850 |
95.890 |
+0.015 |
23,314 |
168,106 |
-2,928 |
Mar11 |
080501 |
95.850 |
95.940 |
95.780 |
95.820 |
+0.025 |
20,699 |
105,412 |
-2,196 |
Jun11 |
080501 |
95.780 |
95.835 |
95.695 |
95.735 |
+0.035 |
10,429 |
112,258 |
-476 |
Sep11 |
080501 |
95.670 |
95.755 |
95.615 |
95.660 |
+0.045 |
5,854 |
69,622 |
+791 |
Dec11 |
080501 |
95.560 |
95.645 |
95.520 |
95.565 |
+0.050 |
5,862 |
68,465 |
+540 |
Mar12 |
080501 |
95.485 |
95.615 |
95.465 |
95.515 |
+0.055 |
5,983 |
89,926 |
+330 |
Jun12 |
080501 |
95.455 |
95.545 |
95.425 |
95.455 |
+0.060 |
4,652 |
47,005 |
-579 |
Sep12 |
080501 |
95.395 |
95.480 |
95.350 |
95.395 |
+0.065 |
3,916 |
56,864 |
+431 |
Total Volume and Open Interest |
2,469,133 |
9,122,118 |
+29,295 |
30 Day Federal Funds(CBOT) |
May08 |
080501 |
98.005 |
98.015 |
98.005 |
98.005 |
unch |
95,535 |
171,571 |
-18,393 |
Jun08 |
080501 |
98.020 |
98.030 |
98.010 |
98.015 |
unch |
28,048 |
78,155 |
+2,132 |
Jul08 |
080501 |
98.055 |
98.080 |
98.035 |
98.050 |
-0.005 |
36,652 |
106,304 |
+6,340 |
Aug08 |
080501 |
98.070 |
98.105 |
98.060 |
98.070 |
+0.010 |
20,631 |
92,755 |
+1,954 |
Sep08 |
080501 |
98.065 |
98.100 |
98.030 |
98.060 |
+0.010 |
9,535 |
47,599 |
+995 |
Oct08 |
080501 |
98.015 |
98.070 |
97.990 |
98.015 |
+0.015 |
13,001 |
50,369 |
+8,150 |
Total Volume and Open Interest |
214,732 |
628,251 |
-55,882 |
30 Day Fed Funds(e-CBOT) |
May08 |
080501 |
98.005 |
98.015 |
98.005 |
98.005 |
unch |
95,136 |
0 |
-189,964 |
Jun08 |
080501 |
98.020 |
98.030 |
98.010 |
98.015 |
unch |
27,778 |
0 |
-76,023 |
Jul08 |
080501 |
98.055 |
98.080 |
98.035 |
98.050 |
-0.005 |
36,432 |
0 |
-99,864 |
Aug08 |
080501 |
98.070 |
98.105 |
98.060 |
98.070 |
+0.010 |
20,266 |
0 |
-90,801 |
Sep08 |
080501 |
98.065 |
98.100 |
98.030 |
98.060 |
+0.010 |
9,535 |
0 |
-46,504 |
Oct08 |
080501 |
98.015 |
98.070 |
97.990 |
98.015 |
+0.015 |
12,671 |
0 |
-42,219 |
Total Volume and Open Interest |
218,478 |
60,838 |
-618,768 |
3-Mth Euro-Yen(CME) |
Jun08 |
080501 |
99.140 |
99.140 |
99.140 |
99.140 |
unch |
565 |
13,952 |
+317 |
Sep08 |
080501 |
99.110 |
99.110 |
99.095 |
99.100 |
-0.010 |
106 |
6,539 |
+247 |
Dec08 |
080501 |
99.075 |
99.075 |
99.035 |
99.035 |
-0.040 |
50 |
2,274 |
-20 |
Mar09 |
080501 |
99.005 |
99.005 |
98.985 |
98.985 |
-0.020 |
0 |
1,535 |
+0 |
Jun09 |
080501 |
99.000 |
99.000 |
98.920 |
98.920 |
-0.025 |
0 |
246 |
+0 |
Sep09 |
080501 |
98.880 |
98.895 |
98.880 |
98.880 |
-0.015 |
0 |
350 |
+0 |
Dec09 |
080501 |
98.835 |
98.850 |
98.835 |
98.835 |
-0.015 |
0 |
1 |
+0 |
Mar10 |
080501 |
98.785 |
98.795 |
98.785 |
98.785 |
-0.010 |
|
|
|
Jun10 |
080501 |
98.710 |
98.720 |
98.710 |
98.710 |
-0.010 |
|
|
|
Sep10 |
080501 |
98.665 |
98.675 |
98.665 |
98.665 |
-0.010 |
|
|
|
Total Volume and Open Interest |
721 |
24,897 |
+544 |
3-Mth Euro-Yen(SGX) |
Jun08 |
080501 |
99.14 |
99.14 |
99.12 |
99.13 |
-0.01 |
1,397 |
28,260 |
+90 |
Sep08 |
080501 |
99.06 |
99.10 |
99.06 |
99.06 |
-0.01 |
394 |
15,494 |
+4 |
Dec08 |
080501 |
99.07 |
99.07 |
99.02 |
99.02 |
-0.01 |
650 |
12,789 |
-264 |
Mar09 |
080501 |
98.92 |
99.01 |
98.92 |
98.94 |
-0.01 |
686 |
8,982 |
+400 |
Jun09 |
080501 |
98.89 |
98.97 |
98.89 |
98.89 |
-0.01 |
0 |
2,495 |
+0 |
Sep09 |
080501 |
98.86 |
98.88 |
98.86 |
98.86 |
-0.01 |
0 |
1,038 |
+0 |
Dec09 |
080501 |
98.81 |
98.85 |
98.81 |
98.81 |
-0.01 |
0 |
464 |
+0 |
Mar10 |
080501 |
98.76 |
98.81 |
98.76 |
98.76 |
-0.01 |
0 |
450 |
+0 |
Total Volume and Open Interest |
3,127 |
74,583 |
+230 |
Japanese Gov't Bonds(SGX) |
Jun08 |
080501 |
136.69 |
136.80 |
136.27 |
136.39 |
-0.25 |
2,696 |
19,101 |
-346 |
Sep08 |
080501 |
136.39 |
136.39 |
136.39 |
136.39 |
-0.25 |
|
|
|
Dec08 |
080501 |
136.39 |
136.39 |
136.39 |
136.39 |
-0.25 |
|
|
|
Total Volume and Open Interest |
2,696 |
19,101 |
-346 |
Euro-Bund(EUREX) |
Jun08 |
080430 |
113.83 |
114.17 |
113.83 |
114.07 |
+0.02 |
860,959 |
1,342,736 |
+87,980 |
Sep08 |
080430 |
114.16 |
114.38 |
114.09 |
114.29 |
+0.02 |
377 |
3,136 |
-396 |
Dec08 |
080430 |
113.88 |
113.88 |
113.88 |
113.88 |
+0.02 |
|
|
|
Total Volume and Open Interest |
861,336 |
1,345,872 |
+87,584 |
Euro-Bobl(EUREX) |
Jun08 |
080430 |
108.77 |
108.89 |
108.67 |
108.85 |
-0.02 |
456,184 |
1,044,991 |
+3,334 |
Sep08 |
080430 |
109.25 |
109.26 |
109.24 |
109.26 |
-0.03 |
102 |
11,624 |
+102 |
Dec08 |
080430 |
108.54 |
108.54 |
108.54 |
108.54 |
-0.02 |
|
|
|
Total Volume and Open Interest |
456,286 |
1,056,615 |
+3,436 |
3-Mth Euribor(EUREX) |
Jun08 |
080430 |
95.225 |
95.240 |
95.225 |
95.230 |
+0.025 |
375 |
20,887 |
-112 |
Sep08 |
080430 |
95.410 |
95.440 |
95.410 |
95.415 |
+0.005 |
937 |
6,763 |
-9 |
Dec08 |
080430 |
95.520 |
95.545 |
95.510 |
95.510 |
unch |
368 |
3,556 |
+36 |
Total Volume and Open Interest |
2,454 |
37,349 |
-349 |
Long Gilt(LIFFE) |
Jun08 |
080501 |
108~15 |
108~24 |
108~02 |
108~20 |
+0~11 |
80,937 |
324,221 |
+8,206 |
Sep08 |
080501 |
109~09 |
109~09 |
109~09 |
109~09 |
+0~11 |
|
|
|
Total Volume and Open Interest |
80,937 |
324,221 |
+8,206 |
3-Mth Short Sterling(LIFFE) |
Jun08 |
080501 |
94.49 |
94.50 |
94.46 |
94.47 |
+0.01 |
76,216 |
492,131 |
-9,384 |
Sep08 |
080501 |
94.68 |
94.74 |
94.67 |
94.69 |
+0.03 |
63,404 |
498,738 |
+370 |
Dec08 |
080501 |
94.77 |
94.87 |
94.77 |
94.82 |
+0.06 |
71,341 |
574,130 |
-1,031 |
Mar09 |
080501 |
94.89 |
95.00 |
94.88 |
94.96 |
+0.07 |
55,079 |
379,507 |
+5,088 |
Jun09 |
080501 |
94.92 |
95.04 |
94.90 |
95.01 |
+0.08 |
48,917 |
302,452 |
-3,944 |
Sep09 |
080501 |
94.89 |
95.00 |
94.86 |
94.97 |
+0.08 |
31,190 |
180,344 |
-3,063 |
Total Volume and Open Interest |
376,895 |
2,719,950 |
-12,440 |
3-Mth Euribor(LIFFE) |
Jun08 |
080501 |
95.235 |
95.255 |
95.230 |
95.245 |
+0.015 |
137,564 |
710,152 |
-22,463 |
Sep08 |
080501 |
95.435 |
95.460 |
95.415 |
95.450 |
+0.035 |
120,727 |
482,957 |
+11,749 |
Dec08 |
080501 |
95.535 |
95.570 |
95.505 |
95.555 |
+0.045 |
166,260 |
501,583 |
+22,511 |
Total Volume and Open Interest |
813,176 |
3,319,646 |
+26,779 |
3-Mth Aus T-Bills(SFE) |
Jun08 |
080501 |
92.16 |
92.20 |
92.16 |
92.19 |
+0.02 |
12,675 |
396,351 |
+5,499 |
Sep08 |
080501 |
92.17 |
92.24 |
92.12 |
92.23 |
+0.07 |
20,595 |
248,505 |
+2,948 |
Dec08 |
080501 |
92.24 |
92.34 |
92.20 |
92.33 |
+0.10 |
12,195 |
118,940 |
+297 |
Mar09 |
080501 |
92.34 |
92.45 |
92.30 |
92.43 |
+0.10 |
5,676 |
69,092 |
-1,587 |
Jun09 |
080501 |
92.42 |
92.54 |
92.41 |
92.53 |
+0.12 |
4,019 |
59,719 |
+1,763 |
Sep09 |
080501 |
92.48 |
92.63 |
92.47 |
92.62 |
+0.14 |
1,257 |
42,893 |
+93 |
Dec09 |
080501 |
92.54 |
92.70 |
92.54 |
92.68 |
+0.14 |
922 |
25,200 |
+338 |
Mar10 |
080501 |
92.73 |
92.75 |
92.73 |
92.73 |
+0.13 |
831 |
9,326 |
+436 |
Jun10 |
080501 |
92.76 |
92.76 |
92.76 |
92.76 |
+0.12 |
1 |
784 |
-1 |
Sep10 |
080501 |
92.80 |
92.80 |
92.80 |
92.80 |
+0.13 |
0 |
634 |
+0 |
Total Volume and Open Interest |
58,171 |
971,998 |
+9,786 |
10-Year Aus T-Bonds(SFE) |
Jun08 |
080501 |
93.70 |
93.84 |
93.66 |
93.80 |
+0.10 |
38,505 |
416,259 |
-84,582 |
Sep08 |
080501 |
93.80 |
93.80 |
93.80 |
93.80 |
+0.10 |
|
|
|
Total Volume and Open Interest |
38,505 |
416,259 |
-84,582 |
3-Year Aus T-Bonds(SFE) |
Jun08 |
080501 |
93.60 |
93.74 |
93.56 |
93.68 |
+0.09 |
89,473 |
665,863 |
+17,002 |
Sep08 |
080501 |
93.68 |
93.68 |
93.68 |
93.68 |
+0.09 |
|
|
|
Total Volume and Open Interest |
89,473 |
665,863 |
+17,002 |
Gold(CMX) |
Jun08 |
080501 |
879.0 |
883.6 |
848.5 |
850.9 |
-14.2 |
133,212 |
248,355 |
+2,941 |
Aug08 |
080501 |
882.5 |
887.9 |
853.2 |
855.0 |
-14.4 |
7,778 |
47,406 |
-1,728 |
Oct08 |
080501 |
885.0 |
886.2 |
858.9 |
858.9 |
-14.5 |
390 |
15,190 |
+4 |
Dec08 |
080501 |
888.9 |
894.8 |
861.3 |
862.8 |
-14.6 |
1,002 |
33,005 |
+26 |
Feb09 |
080501 |
880.0 |
880.0 |
866.8 |
866.8 |
-14.8 |
242 |
23,804 |
+170 |
Apr09 |
080501 |
880.5 |
880.5 |
870.6 |
870.6 |
-15.0 |
336 |
12,552 |
+110 |
Jun09 |
080501 |
880.5 |
880.5 |
874.9 |
874.9 |
-15.1 |
94 |
13,111 |
+67 |
Aug09 |
080501 |
880.5 |
880.5 |
879.4 |
879.4 |
-15.3 |
216 |
453 |
+175 |
Oct09 |
080501 |
882.0 |
883.9 |
882.0 |
883.9 |
-15.5 |
0 |
554 |
+0 |
Dec09 |
080501 |
887.3 |
890.1 |
887.3 |
888.4 |
-15.8 |
398 |
15,819 |
+322 |
Feb10 |
080501 |
893.0 |
893.0 |
893.0 |
893.0 |
-16.0 |
0 |
39 |
+0 |
Total Volume and Open Interest |
144,004 |
431,914 |
+2,244 |
Silver(CMX) |
May08 |
080501 |
1697.0 |
1697.5 |
1599.5 |
1612.1 |
-38.1 |
2,877 |
1,997 |
-4,273 |
Jul08 |
080501 |
1692.0 |
1712.0 |
1605.5 |
1620.5 |
-38.8 |
28,531 |
69,940 |
-112 |
Sep08 |
080501 |
1716.0 |
1716.0 |
1619.0 |
1629.3 |
-39.2 |
779 |
8,958 |
+302 |
Dec08 |
080501 |
1722.0 |
1730.5 |
1628.0 |
1641.6 |
-39.8 |
497 |
20,455 |
+359 |
Mar09 |
080501 |
1685.0 |
1685.0 |
1653.6 |
1653.6 |
-40.1 |
15 |
4,832 |
-1 |
May09 |
080501 |
1661.3 |
1661.3 |
1661.3 |
1661.3 |
-40.2 |
39 |
2,389 |
+25 |
Jul09 |
080501 |
1706.0 |
1706.0 |
1669.2 |
1669.2 |
-40.5 |
6 |
4,136 |
-1 |
Total Volume and Open Interest |
33,925 |
123,841 |
-2,663 |
Platinum(NYMEX) |
Jul08 |
080501 |
1930.0 |
1950.0 |
1863.1 |
1882.3 |
-52.9 |
2,953 |
13,390 |
-304 |
Oct08 |
080501 |
1887.0 |
1887.0 |
1879.5 |
1884.2 |
-52.8 |
11 |
278 |
+4 |
Total Volume and Open Interest |
2,964 |
13,668 |
-300 |
Palladium(NYMEX) |
Jun08 |
080501 |
424.00 |
425.55 |
401.50 |
415.50 |
-7.25 |
1,067 |
16,435 |
-387 |
Sep08 |
080501 |
412.00 |
420.00 |
403.00 |
419.35 |
-7.25 |
211 |
1,789 |
+189 |
Dec08 |
080501 |
420.00 |
423.05 |
415.05 |
423.05 |
-7.35 |
4 |
981 |
+0 |
Total Volume and Open Interest |
1,282 |
19,212 |
-198 |
Copper(CMX) |
May08 |
080501 |
393.30 |
395.90 |
371.10 |
372.55 |
-20.85 |
2,086 |
5,931 |
-802 |
Jul08 |
080501 |
390.75 |
393.00 |
366.75 |
369.45 |
-21.00 |
9,449 |
68,918 |
+481 |
Sep08 |
080501 |
388.10 |
388.10 |
367.80 |
367.80 |
-20.45 |
398 |
11,265 |
+73 |
Dec08 |
080501 |
380.25 |
380.25 |
364.05 |
364.05 |
-19.70 |
190 |
7,815 |
+101 |
Mar09 |
080501 |
372.00 |
373.50 |
360.00 |
360.05 |
-18.90 |
69 |
1,286 |
+30 |
Total Volume and Open Interest |
12,507 |
104,124 |
-82 |
DJIA Index(CBOT) |
Jun08 |
080501 |
12805 |
13015 |
12784 |
13001 |
+194 |
2,489 |
27,902 |
+354 |
Sep08 |
080501 |
13007 |
13007 |
12811 |
13007 |
+195 |
1 |
1,586 |
+0 |
Dec08 |
080501 |
13021 |
13021 |
12827 |
13021 |
+194 |
0 |
856 |
+0 |
Mar09 |
080501 |
13025 |
13025 |
12831 |
13025 |
+194 |
|
|
|
Total Volume and Open Interest |
2,490 |
30,344 |
+354 |
S & P 500(CME) |
Jun08 |
080501 |
1384.00 |
1412.00 |
1379.00 |
1411.60 |
+25.60 |
44,796 |
534,896 |
-6,421 |
Sep08 |
080501 |
1392.40 |
1413.70 |
1386.70 |
1413.50 |
+25.80 |
3,458 |
14,540 |
+3,335 |
Dec08 |
080501 |
1414.60 |
1415.60 |
1388.60 |
1415.60 |
+26.00 |
171 |
8,948 |
+85 |
Mar09 |
080501 |
1419.10 |
1419.10 |
1392.10 |
1419.10 |
+26.00 |
1 |
7 |
+1 |
Total Volume and Open Interest |
48,426 |
558,406 |
-3,000 |
S & P 500 E-Mini(Globex) |
Jun08 |
080501 |
1383.00 |
1412.25 |
1382.25 |
1411.50 |
+25.50 |
1,916,786 |
2,025,398 |
+19,387 |
Sep08 |
080501 |
1384.00 |
1414.00 |
1384.00 |
1413.50 |
+25.75 |
2,106 |
64,719 |
+301 |
Total Volume and Open Interest |
1,918,895 |
2,090,207 |
+19,689 |
NASDAQ 100(CME) |
Jun08 |
080501 |
1924.00 |
1986.00 |
1921.80 |
1983.30 |
+60.00 |
3,936 |
33,667 |
+419 |
Sep08 |
080501 |
1991.30 |
1991.30 |
1991.00 |
1991.30 |
+59.80 |
0 |
135 |
+0 |
Dec08 |
080501 |
1999.30 |
1999.30 |
1999.30 |
1999.30 |
+59.50 |
|
|
|
Total Volume and Open Interest |
3,936 |
33,802 |
+419 |
NASDAQ 100 E-Mini(Globex) |
Jun08 |
080501 |
1922.30 |
1985.80 |
1921.50 |
1983.30 |
+60.00 |
368,157 |
332,687 |
+1,093 |
Sep08 |
080501 |
1935.30 |
1993.80 |
1930.50 |
1991.30 |
+59.80 |
149 |
8,178 |
+17 |
Total Volume and Open Interest |
368,306 |
340,865 |
+1,110 |
S & P Midcap 400(CME) |
Jun08 |
080501 |
838.50 |
851.40 |
836.00 |
851.40 |
+11.30 |
74 |
4,596 |
+10 |
Sep08 |
080501 |
852.40 |
852.40 |
841.10 |
852.40 |
+11.30 |
0 |
55 |
+0 |
Dec08 |
080501 |
857.40 |
857.40 |
846.10 |
857.40 |
+11.30 |
0 |
2 |
+0 |
Total Volume and Open Interest |
74 |
4,653 |
+10 |
Russell 2000 E-Mini(Globex) |
Jun08 |
080501 |
716.10 |
730.20 |
713.70 |
729.40 |
+11.90 |
198,526 |
661,093 |
-316 |
Sep08 |
080501 |
718.80 |
729.90 |
714.20 |
729.60 |
+11.90 |
94 |
6,526 |
+21 |
Total Volume and Open Interest |
154,147 |
667,914 |
-373 |
Nikkei 225(CME) |
Jun08 |
080501 |
14120 |
14120 |
13870 |
14120 |
+190 |
17,743 |
85,310 |
+2,320 |
Sep08 |
080501 |
14110 |
14110 |
14080 |
14110 |
+190 |
0 |
13 |
+0 |
Total Volume and Open Interest |
17,743 |
85,323 |
+2,320 |
Nikkei 225(SGX) |
Jun08 |
080501 |
13865 |
13895 |
13735 |
13780 |
-15 |
59,700 |
196,556 |
+3,017 |
Sep08 |
080501 |
13860 |
13910 |
13760 |
13795 |
-85 |
227 |
1,021 |
+53 |
Dec08 |
080501 |
13745 |
13745 |
13745 |
13745 |
-85 |
0 |
10 |
+0 |
Total Volume and Open Interest |
59,945 |
198,618 |
+3,082 |
CAC 40(EURONEXT) |
May08 |
080430 |
4954.5 |
4973.0 |
4901.0 |
4960.5 |
+14.0 |
86,600 |
414,902 |
+6,704 |
Jun08 |
080430 |
4885.5 |
4913.5 |
4848.0 |
4902.5 |
+14.0 |
1,082 |
43,714 |
+724 |
Jul08 |
080430 |
4873.5 |
4916.5 |
4873.5 |
4916.5 |
+14.0 |
1 |
7 |
+0 |
Total Volume and Open Interest |
87,686 |
460,859 |
+7,429 |
Hang Seng Index(HKFE) |
May08 |
080430 |
25775 |
25939 |
25581 |
25735 |
-25 |
63,501 |
102,623 |
+726 |
Jun08 |
080430 |
25793 |
25860 |
25538 |
25700 |
-3 |
311 |
2,504 |
+65 |
Total Volume and Open Interest |
80,897 |
105,326 |
-31,176 |
DAX(EUREX) |
Jun08 |
080430 |
6939.0 |
7014.0 |
6895.0 |
6991.0 |
+65.5 |
115,330 |
228,780 |
+3,276 |
Sep08 |
080430 |
7011.0 |
7079.0 |
6974.5 |
7066.5 |
+65.5 |
285 |
7,496 |
+23 |
Dec08 |
080430 |
7080.0 |
7152.5 |
7063.0 |
7143.0 |
+65.5 |
300 |
2,528 |
+72 |
Total Volume and Open Interest |
115,915 |
238,804 |
+3,371 |
FT-SE 100(EURONEXT) |
Jun08 |
080501 |
6098.50 |
6127.50 |
6068.50 |
6111.00 |
+14.00 |
107,947 |
488,587 |
+9,218 |
Sep08 |
080501 |
6095.00 |
6133.50 |
6090.00 |
6130.50 |
+14.00 |
29 |
6,332 |
+19 |
Dec08 |
080501 |
6186.50 |
6186.50 |
6171.00 |
6171.00 |
+11.00 |
0 |
4,260 |
+0 |
Total Volume and Open Interest |
107,976 |
499,179 |
+9,237 |
SPI 200(SFE) |
Jun08 |
080501 |
5597.0 |
5661.0 |
5556.0 |
5595.0 |
-6.0 |
17,349 |
252,368 |
+683 |
Sep08 |
080501 |
5594.0 |
5604.0 |
5567.0 |
5601.0 |
-6.0 |
88 |
1,760 |
+61 |
Dec08 |
080501 |
5661.0 |
5661.0 |
5661.0 |
5661.0 |
-6.0 |
0 |
853 |
+0 |
Total Volume and Open Interest |
17,437 |
255,158 |
+744 |
GSCI(CME) |
May08 |
080501 |
717.60 |
717.60 |
702.00 |
712.00 |
-12.55 |
486 |
18,034 |
+21 |
Jun08 |
080501 |
703.50 |
724.10 |
703.00 |
711.50 |
-12.50 |
0 |
5 |
+0 |
Jul08 |
080501 |
711.00 |
723.10 |
702.50 |
711.00 |
-12.00 |
|
|
|
Total Volume and Open Interest |
486 |
18,039 |
+21 |
Reuters CCI(ICE) |
Jun08 |
080501 |
381.00 |
381.00 |
381.00 |
381.00 |
-9.90 |
|
|
|
Aug08 |
080501 |
547.25 |
547.25 |
534.00 |
534.00 |
-13.25 |
2 |
690 |
+0 |
Nov08 |
080501 |
553.25 |
553.25 |
540.00 |
540.00 |
-13.25 |
0 |
5 |
+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. |
|
|