|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Fri June 20, 2008 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul08 |
080620 |
1545.75 |
1569.50 |
1522.00 |
1532.50 |
-13.00 |
58,585 |
96,018 |
+118 |
| Aug08 |
080620 |
1547.00 |
1569.50 |
1525.00 |
1535.00 |
-13.00 |
20,819 |
66,114 |
+0 |
| Sep08 |
080620 |
1521.75 |
1548.75 |
1506.00 |
1515.50 |
-12.50 |
2,674 |
14,564 |
+0 |
| Nov08 |
080620 |
1520.00 |
1541.25 |
1498.50 |
1509.00 |
-12.50 |
46,065 |
237,594 |
-4 |
| Jan09 |
080620 |
1532.75 |
1553.25 |
1513.00 |
1522.00 |
-12.75 |
2,204 |
27,992 |
+0 |
| Mar09 |
080620 |
1532.00 |
1557.00 |
1516.75 |
1525.75 |
-11.75 |
1,351 |
7,377 |
+0 |
| May09 |
080620 |
1531.50 |
1551.00 |
1513.00 |
1522.00 |
-10.50 |
1,445 |
11,823 |
+0 |
| Total Volume and Open Interest |
135,037 |
503,455 |
+276 |
| Soybean Meal(CBOT) |
| Jul08 |
080620 |
419.60 |
425.50 |
409.20 |
411.70 |
-7.80 |
26,131 |
53,422 |
+0 |
| Aug08 |
080620 |
415.00 |
421.90 |
407.10 |
408.90 |
-7.50 |
9,937 |
37,223 |
+5 |
| Sep08 |
080620 |
408.40 |
415.00 |
402.00 |
403.90 |
-6.10 |
2,619 |
23,394 |
+0 |
| Oct08 |
080620 |
395.50 |
401.80 |
389.90 |
390.80 |
-6.70 |
2,007 |
21,084 |
+67 |
| Dec08 |
080620 |
394.00 |
399.00 |
387.00 |
387.90 |
-6.10 |
9,209 |
64,396 |
+39 |
| Jan09 |
080620 |
396.70 |
400.50 |
388.80 |
389.60 |
-5.70 |
514 |
7,652 |
+0 |
| Mar09 |
080620 |
392.60 |
400.50 |
390.60 |
391.40 |
-5.40 |
434 |
3,623 |
+0 |
| May09 |
080620 |
398.00 |
399.50 |
390.00 |
391.00 |
-4.80 |
441 |
4,430 |
+0 |
| Total Volume and Open Interest |
51,438 |
224,326 |
+1,416 |
| Soybean Oil(CBOT) |
| Jul08 |
080620 |
63.82 |
65.07 |
63.53 |
63.88 |
-0.24 |
34,835 |
51,137 |
+565 |
| Aug08 |
080620 |
64.15 |
65.40 |
63.86 |
64.21 |
-0.25 |
8,660 |
45,843 |
+0 |
| Sep08 |
080620 |
64.30 |
65.75 |
64.30 |
64.56 |
-0.25 |
2,037 |
20,595 |
+0 |
| Oct08 |
080620 |
64.74 |
66.10 |
64.74 |
64.93 |
-0.24 |
991 |
16,488 |
+0 |
| Dec08 |
080620 |
65.60 |
66.82 |
65.35 |
65.65 |
-0.25 |
14,651 |
97,258 |
-7 |
| Jan09 |
080620 |
66.37 |
66.72 |
65.95 |
66.05 |
-0.22 |
537 |
6,456 |
+0 |
| Mar09 |
080620 |
66.71 |
66.86 |
66.30 |
66.40 |
-0.20 |
487 |
5,813 |
+0 |
| May09 |
080620 |
66.25 |
66.50 |
66.25 |
66.42 |
-0.19 |
834 |
5,192 |
+0 |
| Total Volume and Open Interest |
63,596 |
268,789 |
+448 |
| Canola(WCE) |
| Jul08 |
080620 |
652.0 |
668.0 |
652.0 |
659.5 |
-0.8 |
3,432 |
16,917 |
+0 |
| Total Volume and Open Interest |
16,193 |
104,750 |
-907 |
| Corn(CBOT) |
| Jul08 |
080620 |
728.00 |
738.00 |
717.75 |
721.25 |
-6.50 |
99,079 |
238,200 |
+181 |
| Sep08 |
080620 |
741.00 |
752.00 |
731.75 |
735.50 |
-6.25 |
54,478 |
330,272 |
+41 |
| Dec08 |
080620 |
760.75 |
771.75 |
751.50 |
755.50 |
-6.00 |
120,548 |
552,800 |
+41 |
| Mar09 |
080620 |
775.00 |
786.00 |
766.25 |
770.25 |
-5.75 |
13,252 |
99,570 |
+0 |
| May09 |
080620 |
778.00 |
792.75 |
773.00 |
777.50 |
-6.00 |
2,450 |
15,675 |
+0 |
| Jul09 |
080620 |
779.00 |
794.00 |
775.75 |
779.00 |
-5.25 |
5,556 |
56,172 |
+0 |
| Total Volume and Open Interest |
306,090 |
1,429,601 |
+3,972 |
| Wheat(CBOT) |
| Jul08 |
080620 |
881.00 |
893.75 |
863.25 |
866.50 |
-14.50 |
42,212 |
71,840 |
+495 |
| Sep08 |
080620 |
899.00 |
911.75 |
880.75 |
884.25 |
-14.50 |
19,789 |
143,638 |
+9 |
| Dec08 |
080620 |
919.50 |
935.00 |
904.00 |
907.25 |
-14.75 |
9,853 |
81,967 |
+1 |
| Mar09 |
080620 |
937.00 |
955.75 |
925.75 |
928.25 |
-14.75 |
1,029 |
12,509 |
+0 |
| May09 |
080620 |
964.00 |
964.00 |
939.25 |
939.50 |
-15.75 |
19 |
1,605 |
+0 |
| Total Volume and Open Interest |
74,950 |
360,422 |
-1,704 |
| Wheat(KCBT) |
| Jul08 |
080620 |
929.00 |
940.00 |
911.75 |
915.00 |
-15.00 |
11,517 |
35,728 |
+0 |
| Sep08 |
080620 |
939.25 |
952.75 |
925.00 |
926.00 |
-15.00 |
4,216 |
34,478 |
+0 |
| Dec08 |
080620 |
965.00 |
973.25 |
945.50 |
946.00 |
-15.50 |
1,458 |
26,074 |
+0 |
| Mar09 |
080620 |
973.00 |
991.00 |
964.00 |
965.00 |
-17.00 |
598 |
3,147 |
+0 |
| May09 |
080620 |
968.00 |
968.00 |
968.00 |
968.00 |
-17.00 |
33 |
515 |
+0 |
| Total Volume and Open Interest |
18,111 |
114,776 |
-57 |
| Wheat(MGE) |
| Jul08 |
080620 |
1082.25 |
1117.75 |
1082.25 |
1093.00 |
+3.00 |
774 |
2,568 |
+0 |
| Sep08 |
080620 |
981.00 |
991.25 |
964.75 |
970.00 |
-12.00 |
2,318 |
16,721 |
+0 |
| Dec08 |
080620 |
995.50 |
1005.50 |
978.50 |
981.50 |
-13.50 |
694 |
17,766 |
+0 |
| Mar09 |
080620 |
1018.50 |
1020.00 |
992.75 |
994.00 |
-18.00 |
66 |
2,435 |
+0 |
| May09 |
080620 |
994.00 |
1009.75 |
994.00 |
996.00 |
-22.00 |
2 |
965 |
+0 |
| Total Volume and Open Interest |
3,879 |
42,469 |
+528 |
| Oats(CBOT) |
| Jul08 |
080620 |
413.00 |
420.00 |
402.00 |
415.50 |
+2.50 |
852 |
2,689 |
+0 |
| Sep08 |
080620 |
425.00 |
430.25 |
413.25 |
428.00 |
+3.00 |
404 |
4,402 |
+0 |
| Dec08 |
080620 |
442.00 |
448.75 |
430.50 |
445.25 |
+3.25 |
390 |
8,730 |
+0 |
| Mar09 |
080620 |
456.00 |
460.25 |
456.00 |
460.25 |
+3.25 |
61 |
1,250 |
+0 |
| Total Volume and Open Interest |
1,707 |
17,071 |
+47 |
| Rough Rice(CBOT) |
| Jul08 |
080620 |
20.10 |
20.27 |
20.01 |
20.03 |
+0.03 |
514 |
5,644 |
+27 |
| Sep08 |
080620 |
19.41 |
19.66 |
19.38 |
19.41 |
+0.01 |
428 |
6,195 |
+0 |
| Nov08 |
080620 |
19.69 |
19.74 |
19.49 |
19.60 |
+0.11 |
323 |
4,916 |
+0 |
| Jan09 |
080620 |
19.95 |
19.95 |
19.84 |
19.95 |
+0.11 |
1 |
690 |
+0 |
| Total Volume and Open Interest |
1,266 |
17,802 |
-75 |
| Live Cattle(CME) |
| Jun08 |
080620 |
95.180 |
96.800 |
95.000 |
95.580 |
+0.400 |
2,561 |
7,684 |
+66 |
| Aug08 |
080620 |
103.500 |
106.150 |
103.500 |
104.850 |
+1.400 |
14,167 |
143,187 |
-87 |
| Oct08 |
080620 |
110.830 |
113.200 |
110.830 |
112.035 |
+1.205 |
6,612 |
78,170 |
+21 |
| Dec08 |
080620 |
112.750 |
115.050 |
112.750 |
113.535 |
+0.785 |
2,917 |
34,025 |
+0 |
| Feb09 |
080620 |
115.450 |
117.650 |
115.450 |
116.200 |
+0.900 |
3,015 |
19,523 |
+0 |
| Apr09 |
080620 |
116.035 |
119.200 |
116.035 |
117.650 |
+0.900 |
665 |
8,883 |
+0 |
| Total Volume and Open Interest |
30,220 |
295,340 |
-1,069 |
| Feeder Cattle(CME) |
| Aug08 |
080620 |
111.000 |
114.100 |
111.000 |
113.580 |
+2.480 |
1,564 |
19,637 |
+12 |
| Sep08 |
080620 |
113.480 |
115.980 |
113.300 |
115.350 |
+2.150 |
332 |
5,409 |
+10 |
| Oct08 |
080620 |
114.650 |
116.900 |
114.300 |
116.830 |
+2.430 |
379 |
5,386 |
+1 |
| Nov08 |
080620 |
114.535 |
117.200 |
114.535 |
116.950 |
+2.120 |
58 |
1,428 |
+0 |
| Jan09 |
080620 |
115.000 |
116.000 |
114.500 |
115.700 |
+1.700 |
24 |
900 |
+0 |
| Mar09 |
080620 |
114.500 |
115.700 |
114.500 |
115.550 |
+1.750 |
6 |
80 |
+0 |
| Apr09 |
080620 |
114.000 |
115.500 |
114.000 |
115.250 |
+1.400 |
2 |
23 |
+0 |
| Total Volume and Open Interest |
2,365 |
32,863 |
-160 |
| Lean Hogs(CME) |
| Jul08 |
080620 |
75.150 |
77.285 |
74.950 |
77.180 |
+2.895 |
8,964 |
23,305 |
+100 |
| Aug08 |
080620 |
76.050 |
78.450 |
76.000 |
78.385 |
+2.935 |
11,676 |
81,852 |
+0 |
| Oct08 |
080620 |
74.700 |
76.975 |
74.550 |
76.800 |
+2.665 |
4,353 |
49,946 |
+69 |
| Dec08 |
080620 |
76.850 |
79.150 |
76.850 |
78.135 |
+1.785 |
2,250 |
44,085 |
+0 |
| Feb09 |
080620 |
82.750 |
85.450 |
82.750 |
85.330 |
+2.630 |
1,529 |
18,572 |
+0 |
| Apr09 |
080620 |
87.400 |
89.400 |
86.900 |
89.250 |
+2.570 |
804 |
10,136 |
+0 |
| May09 |
080620 |
91.500 |
93.200 |
91.500 |
93.200 |
+1.550 |
33 |
403 |
+0 |
| Jun09 |
080620 |
96.000 |
97.000 |
95.000 |
96.750 |
+1.750 |
1,368 |
6,693 |
+0 |
| Total Volume and Open Interest |
31,084 |
235,335 |
+3,118 |
| Pork Bellies(CME) |
| Jul08 |
080620 |
72.600 |
74.200 |
72.450 |
72.950 |
+0.770 |
124 |
1,292 |
+2 |
| Aug08 |
080620 |
74.600 |
75.550 |
73.800 |
74.150 |
+1.350 |
273 |
949 |
+0 |
| Feb09 |
080620 |
96.750 |
96.750 |
96.500 |
96.500 |
-0.250 |
1 |
56 |
+0 |
| Mar09 |
080620 |
97.500 |
97.500 |
97.500 |
97.500 |
unch |
1 |
3 |
+0 |
| May09 |
080620 |
33.069 |
33.069 |
33.069 |
33.069 |
unch |
|
|
|
| Total Volume and Open Interest |
399 |
2,300 |
+40 |
| Class III Milk(CME) |
| Jun08 |
080620 |
20.20 |
20.20 |
20.20 |
20.20 |
+0.02 |
33 |
3,484 |
+0 |
| Jul08 |
080620 |
18.89 |
18.93 |
18.68 |
18.77 |
-0.17 |
438 |
4,142 |
+2 |
| Aug08 |
080620 |
19.90 |
19.96 |
19.79 |
19.81 |
-0.11 |
285 |
4,219 |
+0 |
| Sep08 |
080620 |
20.80 |
20.80 |
20.60 |
20.62 |
-0.22 |
484 |
4,169 |
+0 |
| Oct08 |
080620 |
20.75 |
20.88 |
20.57 |
20.60 |
-0.20 |
180 |
3,145 |
+0 |
| Total Volume and Open Interest |
2,252 |
34,664 |
+492 |
| Cocoa(ICE) |
| Jul08 |
080620 |
3131 |
3215 |
3131 |
3204 |
+41 |
816 |
313 |
+0 |
| Sep08 |
080620 |
3074 |
3128 |
3061 |
3125 |
+19 |
8,895 |
90,670 |
+0 |
| Dec08 |
080620 |
3045 |
3089 |
3026 |
3084 |
+22 |
1,529 |
40,178 |
+0 |
| Mar09 |
080620 |
2999 |
3051 |
2998 |
3041 |
+23 |
324 |
18,225 |
+0 |
| May09 |
080620 |
3000 |
3032 |
3000 |
3028 |
+19 |
220 |
3,775 |
+0 |
| Jul09 |
080620 |
3006 |
3026 |
3006 |
3026 |
+23 |
66 |
2,651 |
+0 |
| Sep09 |
080620 |
3009 |
3031 |
3009 |
3031 |
+23 |
3 |
757 |
+0 |
| Total Volume and Open Interest |
11,873 |
159,077 |
+710 |
| Coffee "C"(ICE) |
| Jul08 |
080620 |
137.95 |
145.65 |
137.00 |
143.95 |
+7.00 |
16,064 |
10,114 |
+0 |
| Sep08 |
080620 |
140.00 |
148.50 |
139.55 |
146.70 |
+7.05 |
18,184 |
80,538 |
+0 |
| Dec08 |
080620 |
143.50 |
152.20 |
143.25 |
150.40 |
+7.05 |
1,849 |
29,270 |
+0 |
| Mar09 |
080620 |
147.50 |
155.30 |
147.50 |
153.90 |
+7.10 |
114 |
11,405 |
+0 |
| May09 |
080620 |
149.75 |
157.60 |
149.75 |
156.05 |
+7.10 |
34 |
3,824 |
+0 |
| Jul09 |
080620 |
158.20 |
159.70 |
158.15 |
158.15 |
+7.10 |
12 |
1,047 |
+0 |
| Total Volume and Open Interest |
36,268 |
138,934 |
-5,132 |
| Orange Juice(ICE) |
| Jul08 |
080620 |
107.50 |
110.15 |
107.20 |
109.95 |
+2.00 |
1,569 |
7,497 |
+0 |
| Sep08 |
080620 |
110.75 |
113.45 |
110.25 |
113.10 |
+2.25 |
1,806 |
16,399 |
+0 |
| Nov08 |
080620 |
114.00 |
116.70 |
113.15 |
116.30 |
+2.45 |
449 |
4,587 |
+0 |
| Jan09 |
080620 |
117.00 |
119.50 |
116.90 |
119.50 |
+2.60 |
27 |
2,004 |
+0 |
| Mar09 |
080620 |
122.50 |
123.00 |
122.50 |
122.95 |
+2.85 |
2 |
2,455 |
+0 |
| May09 |
080620 |
125.90 |
125.90 |
125.90 |
125.90 |
+2.80 |
0 |
20 |
+0 |
| Total Volume and Open Interest |
3,853 |
32,977 |
-262 |
| Sugar #11(ICE) |
| Jul08 |
080620 |
11.52 |
12.07 |
11.51 |
11.97 |
+0.39 |
38,583 |
87,994 |
+0 |
| Oct08 |
080620 |
12.65 |
13.14 |
12.60 |
13.08 |
+0.37 |
80,394 |
356,598 |
+0 |
| Mar09 |
080620 |
13.80 |
14.31 |
13.80 |
14.26 |
+0.36 |
26,359 |
144,504 |
+0 |
| May09 |
080620 |
14.11 |
14.56 |
14.05 |
14.53 |
+0.37 |
5,577 |
72,101 |
+0 |
| Jul09 |
080620 |
14.30 |
14.80 |
14.30 |
14.78 |
+0.37 |
4,244 |
87,830 |
+0 |
| Total Volume and Open Interest |
160,058 |
862,029 |
-5,612 |
| Sugar #14(ICE) |
| Sep08 |
080620 |
22.00 |
22.50 |
22.00 |
22.35 |
+0.59 |
193 |
2,252 |
+0 |
| Nov08 |
080620 |
22.11 |
22.24 |
22.00 |
22.00 |
+0.05 |
19 |
2,484 |
+0 |
| Jan09 |
080620 |
21.99 |
22.02 |
21.99 |
22.02 |
+0.07 |
0 |
1,395 |
+0 |
| Mar09 |
080620 |
22.00 |
22.02 |
21.97 |
21.97 |
+0.12 |
100 |
1,106 |
+0 |
| May09 |
080620 |
21.96 |
21.96 |
21.96 |
21.96 |
+0.46 |
70 |
458 |
+0 |
| Total Volume and Open Interest |
382 |
8,085 |
+348 |
| London Cocoa(LCE) |
| Jul08 |
080620 |
1661 |
1693 |
1650 |
1688 |
+25 |
2,155 |
72,331 |
+0 |
| Sep08 |
080620 |
1647 |
1669 |
1640 |
1666 |
+12 |
5,642 |
60,946 |
+0 |
| Dec08 |
080620 |
1605 |
1628 |
1600 |
1625 |
+14 |
1,689 |
43,298 |
+0 |
| Mar09 |
080620 |
1575 |
1596 |
1568 |
1593 |
+13 |
1,403 |
30,527 |
+0 |
| May09 |
080620 |
1580 |
1592 |
1580 |
1589 |
+12 |
178 |
11,481 |
+0 |
| Jul09 |
080620 |
1584 |
1594 |
1584 |
1592 |
+12 |
202 |
6,353 |
+0 |
| Sep09 |
080620 |
1574 |
1598 |
1572 |
1596 |
+12 |
13 |
765 |
+0 |
| Total Volume and Open Interest |
11,282 |
226,866 |
-526 |
| London Coffee(LCE) |
| Jul08 |
080620 |
2272.00 |
2380.00 |
2270.00 |
2365.00 |
+98.00 |
10,025 |
49,541 |
+0 |
| Sep08 |
080620 |
2258.00 |
2370.00 |
2255.00 |
2360.00 |
+102.00 |
13,953 |
64,079 |
+0 |
| Nov08 |
080620 |
2241.00 |
2339.00 |
2238.00 |
2325.00 |
+92.00 |
1,687 |
20,500 |
+0 |
| Jan09 |
080620 |
2218.00 |
2275.00 |
2218.00 |
2270.00 |
+66.00 |
80 |
8,743 |
+0 |
| Total Volume and Open Interest |
25,745 |
142,863 |
-2,405 |
| London Sugar(LCE) |
| Aug08 |
080620 |
378.00 |
388.50 |
378.00 |
383.00 |
+3.90 |
3,898 |
17,739 |
+0 |
| Oct08 |
080620 |
364.90 |
375.00 |
364.90 |
373.00 |
+7.90 |
3,297 |
16,682 |
+0 |
| Dec08 |
080620 |
370.00 |
378.00 |
370.00 |
377.00 |
+6.70 |
437 |
9,680 |
+0 |
| Mar09 |
080620 |
381.50 |
392.00 |
381.50 |
391.50 |
+7.40 |
360 |
9,833 |
+0 |
| May09 |
080620 |
390.70 |
396.00 |
390.00 |
396.00 |
+6.80 |
47 |
2,905 |
+0 |
| Total Volume and Open Interest |
8,295 |
64,392 |
+1,276 |
| Cotton(ICE) |
| Jul08 |
080620 |
70.77 |
72.90 |
70.00 |
71.67 |
+0.23 |
4,015 |
15,705 |
+0 |
| Oct08 |
080620 |
75.65 |
77.24 |
74.80 |
76.29 |
+0.04 |
358 |
5,099 |
+0 |
| Dec08 |
080620 |
79.71 |
80.98 |
78.45 |
80.11 |
+0.04 |
14,997 |
159,720 |
+0 |
| Mar09 |
080620 |
83.95 |
85.95 |
83.95 |
85.16 |
+0.02 |
1,121 |
27,883 |
+0 |
| May09 |
080620 |
86.80 |
87.10 |
86.28 |
86.44 |
-0.10 |
32 |
2,465 |
+0 |
| Jul09 |
080620 |
87.61 |
87.90 |
87.30 |
87.42 |
-0.19 |
219 |
5,633 |
+0 |
| Total Volume and Open Interest |
20,969 |
222,085 |
+346 |
| Lumber(CME) |
| Jul08 |
080620 |
252.8 |
253.0 |
249.5 |
250.9 |
-1.2 |
353 |
3,500 |
+26 |
| Sep08 |
080620 |
267.0 |
267.0 |
263.0 |
263.0 |
-4.4 |
505 |
7,623 |
+7 |
| Nov08 |
080620 |
259.2 |
259.3 |
257.1 |
257.2 |
-1.9 |
42 |
2,026 |
+13 |
| Jan09 |
080620 |
277.5 |
279.0 |
275.0 |
278.5 |
-1.4 |
56 |
780 |
+0 |
| Total Volume and Open Interest |
969 |
14,015 |
-151 |
| Crude Oil(NYM) |
| Jul08 |
080620 |
132.06 |
136.80 |
131.19 |
134.62 |
+2.69 |
225,864 |
56,873 |
+0 |
| Aug08 |
080620 |
132.41 |
137.50 |
131.75 |
135.36 |
+2.76 |
215,757 |
300,349 |
+0 |
| Sep08 |
080620 |
132.83 |
137.80 |
132.25 |
135.66 |
+2.64 |
58,724 |
131,735 |
+0 |
| Oct08 |
080620 |
133.20 |
137.69 |
132.54 |
135.72 |
+2.45 |
26,232 |
69,303 |
+0 |
| Nov08 |
080620 |
133.12 |
137.37 |
132.87 |
135.71 |
+2.28 |
14,488 |
48,697 |
+0 |
| Dec08 |
080620 |
133.36 |
137.88 |
132.90 |
135.66 |
+2.16 |
43,198 |
187,287 |
+0 |
| Jan09 |
080620 |
137.08 |
137.08 |
135.31 |
135.53 |
+2.06 |
2,971 |
29,973 |
+0 |
| Feb09 |
080620 |
135.37 |
135.37 |
135.37 |
135.37 |
+1.98 |
470 |
14,705 |
+0 |
| Mar09 |
080620 |
136.40 |
136.40 |
135.15 |
135.21 |
+1.94 |
1,314 |
12,724 |
+0 |
| Apr09 |
080620 |
135.03 |
135.03 |
135.03 |
135.03 |
+1.89 |
52 |
9,156 |
+0 |
| May09 |
080620 |
135.00 |
135.00 |
134.84 |
134.84 |
+1.84 |
23 |
14,517 |
+0 |
| Jun09 |
080620 |
135.60 |
135.60 |
134.53 |
134.64 |
+1.79 |
3,655 |
43,075 |
+0 |
| Jul09 |
080620 |
135.00 |
136.00 |
134.45 |
134.45 |
+1.75 |
694 |
15,827 |
+0 |
| Aug09 |
080620 |
134.28 |
134.28 |
134.28 |
134.28 |
+1.72 |
312 |
6,479 |
+0 |
| Sep09 |
080620 |
134.12 |
134.12 |
134.12 |
134.12 |
+1.70 |
244 |
10,783 |
+0 |
| Oct09 |
080620 |
133.97 |
133.97 |
133.97 |
133.97 |
+1.68 |
106 |
6,011 |
+0 |
| Total Volume and Open Interest |
620,652 |
1,321,378 |
-13,829 |
| e-miNY Crude Oil(NYM) |
| Jun08 |
080519 |
126.300 |
127.775 |
125.300 |
127.050 |
+0.750 |
40,555 |
7,732 |
-2,400 |
| Jul08 |
080619 |
136.100 |
137.850 |
131.650 |
131.925 |
-4.750 |
23,649 |
6,903 |
-1,183 |
| Aug08 |
080620 |
132.275 |
137.500 |
131.700 |
135.350 |
+2.750 |
9,361 |
5,237 |
+0 |
| Sep08 |
080620 |
132.950 |
137.775 |
132.350 |
135.650 |
+2.625 |
305 |
657 |
+0 |
| Oct08 |
080620 |
132.950 |
136.925 |
132.950 |
135.725 |
+2.450 |
76 |
230 |
+0 |
| Nov08 |
080620 |
135.800 |
135.800 |
135.500 |
135.700 |
+2.275 |
0 |
5 |
+0 |
| Dec08 |
080620 |
133.100 |
136.500 |
133.100 |
135.650 |
+2.150 |
0 |
42 |
+0 |
| Jan09 |
080620 |
135.525 |
135.525 |
135.525 |
135.525 |
+2.050 |
0 |
1 |
+0 |
| Feb09 |
080620 |
135.375 |
135.375 |
135.375 |
135.375 |
+1.975 |
0 |
1 |
+0 |
| Mar09 |
080620 |
135.200 |
135.200 |
135.200 |
135.200 |
+1.925 |
|
|
|
| Total Volume and Open Interest |
33,392 |
13,166 |
-36 |
| Heating Oil(NYM) |
| Jul08 |
080620 |
371.50 |
385.07 |
370.60 |
377.17 |
+5.82 |
35,315 |
33,895 |
+0 |
| Aug08 |
080620 |
374.05 |
388.03 |
373.97 |
380.27 |
+5.87 |
19,843 |
44,873 |
+0 |
| Sep08 |
080620 |
378.28 |
391.43 |
378.28 |
383.97 |
+5.77 |
7,181 |
25,852 |
+0 |
| Oct08 |
080620 |
388.79 |
393.34 |
386.22 |
386.77 |
+5.82 |
3,181 |
16,264 |
+0 |
| Nov08 |
080620 |
393.97 |
394.00 |
388.50 |
389.02 |
+5.77 |
2,619 |
10,170 |
+0 |
| Dec08 |
080620 |
386.90 |
397.98 |
386.90 |
391.22 |
+5.72 |
3,985 |
23,287 |
+0 |
| Jan09 |
080620 |
398.16 |
398.16 |
392.41 |
393.12 |
+5.67 |
1,015 |
14,788 |
+0 |
| Feb09 |
080620 |
394.35 |
397.70 |
393.24 |
393.92 |
+5.57 |
338 |
3,999 |
+0 |
| Mar09 |
080620 |
395.94 |
396.90 |
392.00 |
392.07 |
+5.32 |
603 |
2,915 |
+0 |
| Apr09 |
080620 |
388.70 |
389.20 |
387.90 |
387.97 |
+5.22 |
184 |
2,002 |
+0 |
| May09 |
080620 |
384.00 |
384.70 |
383.37 |
383.37 |
+5.12 |
126 |
1,229 |
+0 |
| Jun09 |
080620 |
381.10 |
381.10 |
379.97 |
379.97 |
+5.02 |
589 |
18,352 |
+0 |
| Total Volume and Open Interest |
77,739 |
219,026 |
+2,934 |
| Gasoline(NYMEX) |
| Jul08 |
080620 |
335.00 |
345.72 |
334.40 |
343.92 |
+8.66 |
35,114 |
48,230 |
-2,569 |
| Aug08 |
080620 |
335.60 |
346.97 |
335.60 |
344.67 |
+8.21 |
27,371 |
60,336 |
+3,369 |
| Sep08 |
080620 |
336.61 |
345.90 |
336.53 |
343.32 |
+7.61 |
10,569 |
38,562 |
+1,762 |
| Oct08 |
080620 |
329.61 |
331.98 |
326.34 |
329.37 |
+6.81 |
5,514 |
39,374 |
+198 |
| Nov08 |
080620 |
329.96 |
329.96 |
326.23 |
327.72 |
+6.56 |
3,834 |
13,798 |
+825 |
| Dec08 |
080620 |
328.36 |
329.27 |
325.71 |
327.17 |
+6.26 |
4,581 |
23,827 |
+1,695 |
| Jan09 |
080620 |
328.72 |
328.72 |
328.72 |
328.72 |
+6.26 |
705 |
8,940 |
+389 |
| Feb09 |
080620 |
332.60 |
332.60 |
331.02 |
331.02 |
+6.16 |
171 |
2,998 |
-3 |
| Mar09 |
080620 |
334.22 |
334.22 |
334.22 |
334.22 |
+6.06 |
203 |
2,421 |
-22 |
| Apr09 |
080620 |
349.47 |
349.47 |
349.47 |
349.47 |
+5.81 |
101 |
5,931 |
+25 |
| Total Volume and Open Interest |
88,673 |
263,855 |
+5,969 |
| e-miNY RBOB Gasoline(NYM) |
| Jul08 |
080620 |
343.92 |
343.92 |
343.92 |
343.92 |
+8.66 |
2 |
9 |
-1 |
| Aug08 |
080620 |
344.67 |
344.67 |
344.67 |
344.67 |
+8.21 |
1 |
4 |
+1 |
| Sep08 |
080620 |
343.32 |
343.32 |
343.32 |
343.32 |
+7.61 |
|
|
|
| Oct08 |
080620 |
329.37 |
329.37 |
329.37 |
329.37 |
+6.81 |
|
|
|
| Total Volume and Open Interest |
3 |
13 |
+0 |
| Natural Gas(NYM) |
| Jul08 |
080620 |
12.890 |
13.185 |
12.782 |
12.994 |
+0.133 |
53,944 |
74,759 |
+0 |
| Aug08 |
080620 |
13.024 |
13.319 |
12.950 |
13.113 |
+0.122 |
14,178 |
111,673 |
+0 |
| Sep08 |
080620 |
13.024 |
13.362 |
12.960 |
13.157 |
+0.126 |
7,739 |
76,422 |
+0 |
| Oct08 |
080620 |
13.227 |
13.434 |
13.195 |
13.235 |
+0.134 |
3,987 |
71,825 |
+0 |
| Nov08 |
080620 |
13.462 |
13.665 |
13.396 |
13.475 |
+0.134 |
1,753 |
41,682 |
+0 |
| Dec08 |
080620 |
13.709 |
14.000 |
13.700 |
13.820 |
+0.134 |
840 |
40,891 |
+0 |
| Jan09 |
080620 |
13.971 |
14.200 |
13.971 |
14.010 |
+0.119 |
2,071 |
55,689 |
+0 |
| Feb09 |
080620 |
14.047 |
14.110 |
13.930 |
13.942 |
+0.118 |
687 |
19,190 |
+0 |
| Mar09 |
080620 |
13.719 |
13.845 |
13.660 |
13.670 |
+0.114 |
2,337 |
49,378 |
+0 |
| Apr09 |
080620 |
11.364 |
11.595 |
11.364 |
11.450 |
+0.094 |
2,271 |
50,797 |
+0 |
| May09 |
080620 |
11.280 |
11.401 |
11.275 |
11.275 |
+0.094 |
1,136 |
31,308 |
+0 |
| Jun09 |
080620 |
11.412 |
11.480 |
11.347 |
11.347 |
+0.098 |
686 |
16,745 |
+0 |
| Jul09 |
080620 |
11.558 |
11.580 |
11.437 |
11.437 |
+0.098 |
218 |
15,036 |
+0 |
| Aug09 |
080620 |
11.650 |
11.650 |
11.497 |
11.497 |
+0.098 |
61 |
13,699 |
+0 |
| Sep09 |
080620 |
11.430 |
11.550 |
11.430 |
11.515 |
+0.099 |
273 |
11,364 |
+0 |
| Oct09 |
080620 |
11.701 |
11.701 |
11.590 |
11.590 |
+0.101 |
245 |
31,833 |
+0 |
| Total Volume and Open Interest |
93,656 |
945,979 |
-1,832 |
| Brent Crude Oil(ICE) |
| Aug08 |
080620 |
132.00 |
136.80 |
131.48 |
134.86 |
+2.86 |
95,539 |
101,481 |
+0 |
| Sep08 |
080620 |
132.75 |
137.20 |
132.35 |
135.40 |
+2.71 |
48,750 |
111,231 |
+0 |
| Oct08 |
080620 |
133.76 |
137.35 |
133.64 |
135.82 |
+2.61 |
27,411 |
46,462 |
+0 |
| Nov08 |
080620 |
134.59 |
137.60 |
134.01 |
136.16 |
+2.53 |
15,312 |
20,940 |
+0 |
| Dec08 |
080620 |
134.95 |
137.83 |
134.28 |
136.33 |
+2.40 |
23,249 |
62,418 |
+0 |
| Jan09 |
080620 |
134.95 |
137.51 |
134.94 |
136.56 |
+2.25 |
5,232 |
25,678 |
+0 |
| Feb09 |
080620 |
135.22 |
137.21 |
135.22 |
136.73 |
+2.15 |
1,733 |
14,927 |
+0 |
| Mar09 |
080620 |
135.74 |
136.81 |
135.74 |
136.81 |
+2.08 |
1,026 |
9,140 |
+0 |
| Apr09 |
080620 |
136.75 |
136.75 |
136.75 |
136.75 |
+1.99 |
653 |
11,455 |
+0 |
| May09 |
080620 |
136.59 |
136.59 |
136.59 |
136.59 |
+1.90 |
24 |
4,248 |
+0 |
| Jun09 |
080620 |
135.56 |
137.07 |
135.56 |
136.37 |
+1.83 |
1,412 |
17,033 |
+0 |
| Jul09 |
080620 |
136.25 |
136.25 |
136.25 |
136.25 |
+1.79 |
0 |
5,741 |
+0 |
| Aug09 |
080620 |
136.13 |
136.13 |
136.13 |
136.13 |
+1.74 |
0 |
2,168 |
+0 |
| Sep09 |
080620 |
136.01 |
136.01 |
136.01 |
136.01 |
+1.69 |
0 |
3,922 |
+0 |
| Total Volume and Open Interest |
228,810 |
533,780 |
+1,775 |
| Gas Oil(ICE) |
| Jul08 |
080620 |
1221.00 |
1246.25 |
1207.00 |
1233.00 |
+11.25 |
33,113 |
55,724 |
-593 |
| Aug08 |
080620 |
1225.75 |
1250.75 |
1213.50 |
1238.00 |
+10.75 |
23,098 |
53,147 |
+1,466 |
| Sep08 |
080620 |
1220.50 |
1257.50 |
1220.25 |
1244.75 |
+10.75 |
12,739 |
26,373 |
+512 |
| Oct08 |
080620 |
1225.75 |
1259.75 |
1225.75 |
1249.75 |
+10.25 |
5,613 |
16,769 |
+146 |
| Nov08 |
080620 |
1229.50 |
1263.00 |
1229.50 |
1253.00 |
+10.00 |
3,111 |
13,864 |
-228 |
| Dec08 |
080620 |
1233.00 |
1269.25 |
1233.00 |
1256.25 |
+10.25 |
6,919 |
32,424 |
-68 |
| Jan09 |
080620 |
1249.50 |
1270.00 |
1249.50 |
1259.25 |
+10.25 |
3,080 |
22,594 |
+18 |
| Feb09 |
080620 |
1237.50 |
1270.50 |
1237.50 |
1259.75 |
+10.00 |
931 |
5,614 |
+49 |
| Mar09 |
080620 |
1266.50 |
1266.50 |
1256.00 |
1256.00 |
+9.50 |
227 |
7,530 |
+990 |
| Apr09 |
080620 |
1251.25 |
1251.25 |
1251.25 |
1251.25 |
+8.75 |
328 |
3,103 |
+200 |
| Total Volume and Open Interest |
95,746 |
289,334 |
+3,005 |
| Ethanol(CBOT) |
| Jun08 |
080604 |
2.300 |
2.300 |
2.300 |
2.300 |
-0.030 |
3 |
199 |
+3 |
| Jul08 |
080620 |
2.900 |
2.900 |
2.805 |
2.868 |
+0.020 |
5 |
281 |
-1 |
| Aug08 |
080620 |
2.870 |
2.920 |
2.846 |
2.920 |
+0.079 |
35 |
223 |
+31 |
| Sep08 |
080620 |
2.870 |
2.890 |
2.831 |
2.860 |
+0.031 |
73 |
186 |
+29 |
| Oct08 |
080620 |
2.850 |
2.899 |
2.850 |
2.899 |
+0.072 |
48 |
163 |
+12 |
| Nov08 |
080620 |
2.860 |
2.860 |
2.860 |
2.860 |
+0.037 |
5 |
126 |
-5 |
| Dec08 |
080620 |
2.877 |
2.877 |
2.877 |
2.877 |
+0.042 |
0 |
145 |
+0 |
| Jan09 |
080620 |
2.851 |
2.851 |
2.851 |
2.851 |
+0.016 |
3 |
151 |
-3 |
| Total Volume and Open Interest |
174 |
2,380 |
+64 |
| US Dollar Index(ICE) |
| Sep08 |
080620 |
73.850 |
73.905 |
73.290 |
73.380 |
-0.490 |
2,635 |
25,086 |
+0 |
| Dec08 |
080620 |
74.070 |
74.070 |
73.730 |
73.790 |
-0.480 |
0 |
2,362 |
+0 |
| Mar09 |
080620 |
74.090 |
74.090 |
74.090 |
74.090 |
-0.460 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
2,635 |
27,459 |
+1,255 |
| Australian Dollar(CME) |
| Sep08 |
080620 |
93.96 |
94.63 |
93.85 |
94.35 |
+0.27 |
31,794 |
69,902 |
+0 |
| Dec08 |
080620 |
93.30 |
93.54 |
92.84 |
93.27 |
+0.27 |
61 |
1,067 |
+0 |
| Mar09 |
080620 |
92.00 |
92.29 |
91.96 |
92.23 |
+0.27 |
0 |
267 |
+0 |
| Total Volume and Open Interest |
31,867 |
71,248 |
-1,266 |
| British Pound(CME) |
| Sep08 |
080620 |
195.95 |
196.62 |
195.71 |
196.39 |
+0.33 |
58,397 |
81,509 |
+10 |
| Dec08 |
080620 |
194.54 |
195.18 |
194.42 |
195.03 |
+0.33 |
81 |
489 |
+0 |
| Mar09 |
080620 |
193.76 |
193.76 |
193.43 |
193.76 |
+0.33 |
0 |
48 |
+0 |
| Total Volume and Open Interest |
58,478 |
82,178 |
-6,318 |
| Canadian Dollar(CME) |
| Sep08 |
080620 |
98.38 |
98.95 |
97.96 |
97.97 |
-0.48 |
29,607 |
79,894 |
+0 |
| Dec08 |
080620 |
98.43 |
98.73 |
97.94 |
97.94 |
-0.48 |
35 |
4,345 |
+0 |
| Mar09 |
080620 |
98.16 |
98.64 |
97.93 |
97.93 |
-0.48 |
14 |
1,021 |
+0 |
| Jun09 |
080620 |
97.91 |
98.54 |
97.91 |
97.91 |
-0.48 |
1 |
1,070 |
+0 |
| Total Volume and Open Interest |
29,665 |
87,235 |
-498 |
| Japanese Yen(CME) |
| Sep08 |
080620 |
93.04 |
93.78 |
92.96 |
93.77 |
+0.71 |
101,573 |
138,899 |
+0 |
| Dec08 |
080620 |
93.76 |
94.31 |
93.54 |
94.31 |
+0.71 |
13 |
21,243 |
+0 |
| Mar09 |
080620 |
94.89 |
94.89 |
94.18 |
94.89 |
+0.71 |
0 |
32 |
+0 |
| Total Volume and Open Interest |
101,586 |
163,819 |
+2,275 |
| Swiss Franc(CME) |
| Sep08 |
080620 |
95.81 |
97.13 |
95.73 |
96.76 |
+1.12 |
60,118 |
41,663 |
+2 |
| Dec08 |
080620 |
95.87 |
97.18 |
95.72 |
96.84 |
+1.12 |
0 |
990 |
+0 |
| Mar09 |
080620 |
96.95 |
97.18 |
95.83 |
96.95 |
+1.12 |
0 |
85 |
+0 |
| Total Volume and Open Interest |
60,118 |
42,778 |
-1,313 |
| EuroFX(CME) |
| Sep08 |
080620 |
154.36 |
155.87 |
154.24 |
155.57 |
+1.30 |
166,387 |
130,920 |
+35 |
| Dec08 |
080620 |
153.60 |
155.13 |
153.51 |
154.88 |
+1.29 |
101 |
1,693 |
+0 |
| Mar09 |
080620 |
154.10 |
154.30 |
152.99 |
154.25 |
+1.26 |
0 |
296 |
+0 |
| Total Volume and Open Interest |
166,488 |
132,994 |
+938 |
| Mexican Peso(CME) |
| Jul08 |
080620 |
969.0 |
969.0 |
966.2 |
969.0 |
+2.8 |
0 |
7 |
+0 |
| Aug08 |
080620 |
965.0 |
965.0 |
962.2 |
965.0 |
+2.8 |
|
|
|
| Total Volume and Open Interest |
13,243 |
112,156 |
+245 |
| 30-Year T-Bonds(CBOT) |
| Sep08 |
080620 |
112~185 |
113~165 |
112~175 |
113~050 |
+0~175 |
277,326 |
854,497 |
+247 |
| Dec08 |
080620 |
112~040 |
112~180 |
112~040 |
112~180 |
+0~270 |
15 |
241 |
+0 |
| Mar09 |
080620 |
111~115 |
111~115 |
110~165 |
111~115 |
+0~270 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
287,620 |
875,925 |
+3,688 |
| 10-Year T-Notes(CBOT) |
| Sep08 |
080620 |
111~305 |
112~210 |
111~280 |
112~155 |
+0~200 |
945,888 |
1,904,463 |
+542 |
| Dec08 |
080620 |
111~285 |
111~285 |
110~185 |
111~065 |
+0~200 |
0 |
6,372 |
+0 |
| Mar09 |
080620 |
110~065 |
110~065 |
109~185 |
110~065 |
+0~200 |
|
|
|
| Total Volume and Open Interest |
960,393 |
1,936,357 |
-28,662 |
| 5-Year T-Notes(CBOT) |
| Sep08 |
080620 |
109~004 |
109~065 |
109~001 |
109~060 |
+0~065 |
599,655 |
1,659,245 |
+1,659,245 |
| Dec08 |
080620 |
108~108 |
108~108 |
108~043 |
108~108 |
+0~065 |
0 |
75 |
+0 |
| Mar09 |
080620 |
108~108 |
108~108 |
108~043 |
108~108 |
+0~065 |
|
|
|
| Total Volume and Open Interest |
608,884 |
1,692,002 |
-17,255 |
| 2 Year T-Notes(CBOT) |
| Sep08 |
080620 |
104~108 |
105~007 |
104~103 |
105~000 |
+0~030 |
261,431 |
927,199 |
+2,330 |
| Dec08 |
080620 |
105~000 |
105~000 |
104~098 |
105~000 |
+0~030 |
|
|
|
| Mar09 |
080620 |
105~000 |
105~000 |
104~098 |
105~000 |
+0~030 |
|
|
|
| Total Volume and Open Interest |
263,034 |
939,917 |
+22,096 |
| Eurodollars(CME) |
| Sep08 |
080620 |
96.840 |
96.900 |
96.825 |
96.885 |
+0.055 |
313,981 |
1,516,516 |
-589 |
| Dec08 |
080620 |
96.475 |
96.580 |
96.475 |
96.550 |
+0.080 |
352,032 |
1,501,653 |
-46 |
| Mar09 |
080620 |
96.290 |
96.430 |
96.290 |
96.385 |
+0.095 |
351,902 |
1,258,680 |
-200 |
| Jun09 |
080620 |
96.095 |
96.240 |
96.095 |
96.195 |
+0.095 |
331,917 |
1,021,374 |
+6 |
| Sep09 |
080620 |
95.890 |
96.025 |
95.885 |
95.975 |
+0.085 |
251,819 |
868,487 |
-341 |
| Dec09 |
080620 |
95.670 |
95.780 |
95.645 |
95.720 |
+0.070 |
179,935 |
651,551 |
-242 |
| Mar10 |
080620 |
95.495 |
95.600 |
95.470 |
95.540 |
+0.060 |
138,485 |
489,614 |
-52 |
| Jun10 |
080620 |
95.330 |
95.450 |
95.315 |
95.385 |
+0.055 |
111,266 |
265,698 |
+174 |
| Sep10 |
080620 |
95.230 |
95.335 |
95.215 |
95.270 |
+0.050 |
60,930 |
219,721 |
-60 |
| Dec10 |
080620 |
95.135 |
95.230 |
95.115 |
95.170 |
+0.045 |
57,991 |
198,840 |
-569 |
| Mar11 |
080620 |
95.090 |
95.185 |
95.075 |
95.130 |
+0.040 |
47,437 |
141,324 |
-95 |
| Jun11 |
080620 |
95.060 |
95.140 |
95.035 |
95.085 |
+0.040 |
44,790 |
128,651 |
-200 |
| Sep11 |
080620 |
95.015 |
95.085 |
94.990 |
95.045 |
+0.045 |
20,883 |
78,735 |
+348 |
| Dec11 |
080620 |
94.950 |
95.025 |
94.935 |
94.985 |
+0.045 |
18,431 |
76,477 |
+0 |
| Mar12 |
080620 |
94.930 |
95.005 |
94.915 |
94.965 |
+0.045 |
17,995 |
94,521 |
+801 |
| Jun12 |
080620 |
94.900 |
94.975 |
94.900 |
94.940 |
+0.045 |
16,257 |
55,005 |
+0 |
| Sep12 |
080620 |
94.890 |
94.955 |
94.875 |
94.915 |
+0.045 |
8,969 |
49,430 |
+0 |
| Dec12 |
080620 |
94.865 |
94.900 |
94.825 |
94.865 |
+0.045 |
6,595 |
39,639 |
+0 |
| Total Volume and Open Interest |
2,380,582 |
8,886,987 |
-28,128 |
| 30 Day Federal Funds(CBOT) |
| Jun08 |
080620 |
97.995 |
97.995 |
97.990 |
97.990 |
unch |
1,203 |
63,721 |
+381 |
| Jul08 |
080620 |
97.975 |
97.980 |
97.910 |
97.975 |
+0.005 |
9,074 |
102,896 |
+0 |
| Aug08 |
080620 |
97.910 |
97.915 |
97.895 |
97.910 |
+0.010 |
19,949 |
140,589 |
+1,050 |
| Sep08 |
080620 |
97.800 |
97.825 |
97.785 |
97.820 |
+0.035 |
13,736 |
94,762 |
+0 |
| Oct08 |
080620 |
97.665 |
97.705 |
97.650 |
97.700 |
+0.050 |
11,141 |
105,323 |
+0 |
| Nov08 |
080620 |
97.520 |
97.545 |
97.490 |
97.540 |
+0.050 |
6,873 |
141,826 |
+200 |
| Total Volume and Open Interest |
65,965 |
746,331 |
-80 |
| 30 Day Fed Funds(e-CBOT) |
| Jun08 |
080619 |
97.985 |
97.995 |
97.985 |
97.990 |
+0.010 |
1,176 |
63,340 |
-812 |
| Jul08 |
080619 |
97.965 |
97.975 |
97.965 |
97.970 |
+0.005 |
9,018 |
102,896 |
+177 |
| Aug08 |
080619 |
97.895 |
97.915 |
97.880 |
97.900 |
+0.005 |
19,173 |
139,539 |
+2,449 |
| Sep08 |
080619 |
97.785 |
97.800 |
97.750 |
97.785 |
unch |
13,675 |
94,762 |
-729 |
| Oct08 |
080619 |
97.660 |
97.670 |
97.615 |
97.650 |
-0.005 |
11,108 |
105,323 |
-1,800 |
| Nov08 |
080619 |
97.505 |
97.540 |
97.460 |
97.490 |
-0.015 |
6,834 |
141,626 |
+1,456 |
| Total Volume and Open Interest |
64,745 |
739,873 |
+546 |
| 3-Mth Euro-Yen(CME) |
| Sep08 |
080620 |
99.13 |
99.13 |
99.13 |
99.13 |
+0.02 |
200 |
0 |
-6,114 |
| Dec08 |
080620 |
99.04 |
99.04 |
99.04 |
99.04 |
+0.03 |
45 |
0 |
-2,277 |
| Mar09 |
080620 |
98.89 |
98.89 |
98.89 |
98.89 |
+0.03 |
200 |
0 |
-2,045 |
| Jun09 |
080620 |
98.76 |
98.76 |
98.76 |
98.76 |
+0.03 |
|
|
|
| Sep09 |
080620 |
98.67 |
98.67 |
98.67 |
98.67 |
+0.04 |
|
|
|
| Dec09 |
080620 |
98.57 |
98.57 |
98.57 |
98.57 |
+0.03 |
|
|
|
| Mar10 |
080620 |
98.47 |
98.47 |
98.47 |
98.47 |
+0.03 |
|
|
|
| Jun10 |
080620 |
98.42 |
98.42 |
98.42 |
98.42 |
+0.03 |
|
|
|
| Sep10 |
080620 |
98.38 |
98.38 |
98.38 |
98.38 |
unch |
|
|
|
| Dec10 |
080620 |
98.47 |
98.47 |
98.47 |
98.47 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
445 |
|
|
| 3-Mth Euro-Yen(SGX) |
| Sep08 |
080620 |
99.12 |
99.12 |
99.12 |
99.12 |
+0.00 |
1,036 |
22,594 |
+0 |
| Dec08 |
080620 |
99.03 |
99.03 |
99.01 |
99.03 |
unch |
914 |
14,787 |
+0 |
| Mar09 |
080620 |
98.89 |
98.89 |
98.86 |
98.88 |
unch |
455 |
9,838 |
+0 |
| Jun09 |
080620 |
98.75 |
98.76 |
98.73 |
98.75 |
unch |
0 |
3,515 |
+0 |
| Sep09 |
080620 |
98.65 |
98.65 |
98.64 |
98.65 |
unch |
0 |
1,278 |
+0 |
| Dec09 |
080620 |
98.58 |
98.58 |
98.57 |
98.58 |
unch |
0 |
479 |
+0 |
| Mar10 |
080620 |
98.47 |
98.47 |
98.47 |
98.47 |
unch |
0 |
450 |
+0 |
| Jun10 |
080620 |
98.43 |
98.43 |
98.43 |
98.43 |
unch |
0 |
450 |
+0 |
| Total Volume and Open Interest |
2,405 |
57,551 |
+785 |
| Japanese Gov't Bonds(SGX) |
| Sep08 |
080619 |
133.80 |
133.97 |
133.12 |
133.24 |
-0.26 |
1,820 |
18,948 |
-349 |
| Dec08 |
080620 |
133.66 |
133.66 |
133.66 |
133.66 |
+0.42 |
|
|
|
| Mar09 |
080620 |
133.66 |
133.66 |
133.66 |
133.66 |
+0.42 |
|
|
|
| Total Volume and Open Interest |
1,841 |
18,974 |
+26 |
| Euro-Bund(EUREX) |
| Sep08 |
080620 |
109.93 |
110.42 |
109.85 |
110.26 |
+0.46 |
660,860 |
1,300,565 |
-10,388 |
| Dec08 |
080620 |
109.90 |
110.00 |
109.90 |
109.98 |
+0.46 |
1,772 |
219 |
+1 |
| Mar09 |
080620 |
109.98 |
109.98 |
109.98 |
109.98 |
+0.46 |
|
|
|
| Total Volume and Open Interest |
662,632 |
1,300,784 |
-10,387 |
| Euro-Bobl(EUREX) |
| Sep08 |
080619 |
105.52 |
105.70 |
105.06 |
105.15 |
-0.39 |
593,470 |
919,533 |
+17,333 |
| Dec08 |
080620 |
105.55 |
105.59 |
105.36 |
105.50 |
+1.03 |
|
|
|
| Mar09 |
080620 |
105.50 |
105.50 |
105.50 |
105.50 |
+1.03 |
|
|
|
| Total Volume and Open Interest |
498,009 |
925,003 |
+5,470 |
| 3-Mth Euribor(EUREX) |
| Jun08 |
080616 |
95.035 |
95.040 |
95.035 |
95.040 |
+0.005 |
885 |
22,674 |
-320 |
| Sep08 |
080620 |
94.850 |
94.860 |
94.840 |
94.855 |
+0.015 |
1,734 |
17,347 |
-23 |
| Dec08 |
080620 |
94.690 |
94.710 |
94.685 |
94.700 |
+0.015 |
1,954 |
6,477 |
+1,583 |
| Total Volume and Open Interest |
3,985 |
32,479 |
+1,502 |
| Long Gilt(LIFFE) |
| Jun08 |
080620 |
103~28 |
104~11 |
103~27 |
104~11 |
+0~22 |
1,176 |
19,174 |
+0 |
| Sep08 |
080620 |
103~23 |
104~14 |
103~21 |
104~06 |
+0~22 |
72,443 |
316,781 |
+0 |
| Total Volume and Open Interest |
73,619 |
335,955 |
-1,719 |
| 3-Mth Short Sterling(LIFFE) |
| Sep08 |
080620 |
93.65 |
93.75 |
93.65 |
93.72 |
+0.05 |
59,506 |
446,378 |
+0 |
| Dec08 |
080620 |
93.51 |
93.62 |
93.49 |
93.60 |
+0.10 |
61,883 |
555,570 |
+0 |
| Mar09 |
080620 |
93.54 |
93.67 |
93.51 |
93.65 |
+0.14 |
94,252 |
469,155 |
+0 |
| Jun09 |
080620 |
93.54 |
93.68 |
93.50 |
93.67 |
+0.15 |
83,149 |
380,894 |
+0 |
| Sep09 |
080620 |
93.47 |
93.68 |
93.47 |
93.65 |
+0.15 |
54,784 |
198,707 |
+0 |
| Dec09 |
080620 |
93.48 |
93.68 |
93.48 |
93.64 |
+0.15 |
25,443 |
162,036 |
+0 |
| Total Volume and Open Interest |
405,112 |
2,401,768 |
-323,475 |
| 3-Mth Euribor(LIFFE) |
| Sep08 |
080620 |
94.815 |
94.865 |
94.815 |
94.855 |
+0.015 |
144,577 |
659,766 |
-2,479 |
| Dec08 |
080620 |
94.685 |
94.720 |
94.680 |
94.700 |
+0.015 |
111,770 |
619,855 |
+7,115 |
| Mar09 |
080620 |
94.645 |
94.700 |
94.640 |
94.670 |
+0.025 |
125,447 |
481,469 |
+3,842 |
| Total Volume and Open Interest |
688,469 |
3,119,872 |
+21,542 |
| 3-Mth Aus T-Bills(SFE) |
| Sep08 |
080620 |
91.99 |
92.02 |
91.92 |
91.96 |
-0.03 |
23,084 |
359,241 |
-22,361 |
| Dec08 |
080620 |
91.89 |
91.91 |
91.79 |
91.81 |
-0.07 |
18,853 |
193,217 |
-18,355 |
| Mar09 |
080620 |
91.86 |
91.89 |
91.76 |
91.79 |
-0.07 |
11,583 |
100,460 |
-5,162 |
| Jun09 |
080620 |
91.91 |
91.92 |
91.77 |
91.80 |
-0.09 |
5,285 |
70,672 |
-2,398 |
| Sep09 |
080620 |
91.98 |
92.00 |
91.83 |
91.87 |
-0.09 |
1,454 |
46,911 |
-4,064 |
| Dec09 |
080620 |
92.06 |
92.09 |
91.90 |
91.95 |
-0.09 |
1,186 |
27,723 |
-869 |
| Mar10 |
080620 |
92.15 |
92.18 |
92.00 |
92.02 |
-0.11 |
1,961 |
16,371 |
+150 |
| Jun10 |
080620 |
92.26 |
92.26 |
92.07 |
92.10 |
-0.11 |
666 |
5,247 |
+464 |
| Sep10 |
080620 |
92.19 |
92.19 |
92.13 |
92.14 |
-0.11 |
268 |
1,579 |
+190 |
| Dec10 |
080620 |
92.20 |
92.23 |
92.16 |
92.18 |
-0.10 |
216 |
1,189 |
+67 |
| Total Volume and Open Interest |
64,730 |
823,967 |
-52,215 |
| 10-Year Aus T-Bonds(SFE) |
| Sep08 |
080619 |
93.41 |
93.48 |
93.39 |
93.41 |
+0.03 |
29,957 |
499,262 |
-1,953 |
| Dec08 |
080620 |
93.33 |
93.33 |
93.33 |
93.33 |
-0.08 |
|
|
|
| Total Volume and Open Interest |
36,810 |
441,336 |
-57,926 |
| 3-Year Aus T-Bonds(SFE) |
| Sep08 |
080619 |
93.18 |
93.19 |
93.11 |
93.11 |
-0.03 |
72,661 |
501,798 |
+6,621 |
| Dec08 |
080620 |
93.04 |
93.04 |
93.04 |
93.04 |
-0.07 |
|
|
|
| Total Volume and Open Interest |
82,668 |
436,009 |
-65,789 |
| Gold(CMX) |
| Jun08 |
080620 |
903.8 |
907.3 |
901.0 |
901.3 |
-0.4 |
135 |
256 |
+0 |
| Aug08 |
080620 |
900.4 |
910.1 |
897.8 |
903.7 |
-0.5 |
103,374 |
243,301 |
+0 |
| Oct08 |
080620 |
905.0 |
913.5 |
903.2 |
908.4 |
-0.6 |
661 |
12,514 |
+0 |
| Dec08 |
080620 |
910.4 |
919.5 |
907.8 |
913.2 |
-0.6 |
2,131 |
55,970 |
+0 |
| Feb09 |
080620 |
914.2 |
920.7 |
914.2 |
918.4 |
-0.6 |
211 |
18,718 |
+0 |
| Apr09 |
080620 |
918.9 |
927.5 |
918.9 |
923.5 |
-0.6 |
167 |
12,263 |
+0 |
| Jun09 |
080620 |
931.8 |
933.3 |
928.9 |
928.9 |
-0.6 |
608 |
14,323 |
+0 |
| Aug09 |
080620 |
932.4 |
934.6 |
930.1 |
934.6 |
-0.7 |
3 |
5,141 |
+0 |
| Oct09 |
080620 |
940.3 |
940.3 |
940.3 |
940.3 |
-0.8 |
0 |
831 |
+0 |
| Dec09 |
080620 |
943.0 |
946.9 |
943.0 |
946.5 |
-0.8 |
559 |
13,000 |
+0 |
| Feb10 |
080620 |
952.9 |
952.9 |
952.9 |
952.9 |
-0.8 |
0 |
113 |
+0 |
| Apr10 |
080620 |
959.3 |
959.3 |
959.3 |
959.3 |
-0.8 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
109,120 |
396,119 |
+5,648 |
| Silver(CMX) |
| Jul08 |
080620 |
1737.0 |
1764.5 |
1730.5 |
1739.7 |
-7.3 |
29,643 |
49,649 |
+0 |
| Sep08 |
080620 |
1746.0 |
1775.0 |
1741.0 |
1750.5 |
-7.3 |
3,167 |
30,099 |
+0 |
| Dec08 |
080620 |
1760.5 |
1787.5 |
1760.0 |
1765.5 |
-7.3 |
821 |
24,736 |
+0 |
| Mar09 |
080620 |
1786.5 |
1786.5 |
1779.5 |
1780.4 |
-7.3 |
199 |
6,770 |
+0 |
| May09 |
080620 |
1802.0 |
1802.0 |
1790.0 |
1790.4 |
-7.4 |
1 |
2,782 |
+0 |
| Jul09 |
080620 |
1808.5 |
1808.5 |
1800.0 |
1800.0 |
-7.5 |
100 |
4,091 |
+0 |
| Sep09 |
080620 |
1809.0 |
1809.4 |
1807.0 |
1809.4 |
-7.7 |
1 |
432 |
+0 |
| Total Volume and Open Interest |
34,336 |
131,110 |
+179 |
| Platinum(NYMEX) |
| Jul08 |
080620 |
2047.7 |
2072.9 |
2046.1 |
2062.4 |
+6.6 |
2,299 |
10,366 |
+0 |
| Oct08 |
080620 |
2054.0 |
2077.1 |
2054.0 |
2068.9 |
+8.1 |
502 |
5,898 |
+0 |
| Jan09 |
080620 |
2079.0 |
2079.0 |
2071.0 |
2071.9 |
+6.0 |
30 |
66 |
+0 |
| Total Volume and Open Interest |
2,831 |
16,330 |
+184 |
| Palladium(NYMEX) |
| Jun08 |
080620 |
473.25 |
476.85 |
473.25 |
476.85 |
+0.35 |
5 |
28 |
+0 |
| Sep08 |
080620 |
478.00 |
482.00 |
470.00 |
479.20 |
unch |
1,019 |
14,730 |
+0 |
| Dec08 |
080620 |
478.75 |
483.10 |
478.75 |
483.10 |
unch |
1 |
2,244 |
+0 |
| Total Volume and Open Interest |
1,026 |
17,043 |
+120 |
| Copper(CMX) |
| Jul08 |
080620 |
378.00 |
384.25 |
376.50 |
383.20 |
+5.25 |
12,502 |
24,543 |
+0 |
| Sep08 |
080620 |
377.00 |
384.00 |
376.30 |
383.05 |
+5.25 |
8,907 |
47,273 |
+0 |
| Dec08 |
080620 |
378.00 |
380.50 |
377.70 |
380.15 |
+5.10 |
2,103 |
16,644 |
+0 |
| Mar09 |
080620 |
376.00 |
376.70 |
375.30 |
376.70 |
+4.95 |
539 |
4,629 |
+0 |
| May09 |
080620 |
373.70 |
374.50 |
373.50 |
374.40 |
+4.85 |
28 |
666 |
+0 |
| Total Volume and Open Interest |
25,120 |
104,865 |
+2,377 |
| Aluminum(CMX) |
| Jun08 |
080620 |
1.42 |
1.42 |
1.42 |
1.42 |
+0.03 |
|
|
|
| Jul08 |
080620 |
1.43 |
1.43 |
1.43 |
1.43 |
+0.03 |
|
|
|
| Aug08 |
080620 |
1.44 |
1.44 |
1.44 |
1.44 |
+0.03 |
|
|
|
| Sep08 |
080620 |
1.45 |
1.45 |
1.45 |
1.45 |
+0.04 |
|
|
|
| Oct08 |
080620 |
1.45 |
1.45 |
1.45 |
1.45 |
+0.03 |
|
|
|
| Nov08 |
080620 |
1.46 |
1.46 |
1.46 |
1.46 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| DJIA Index(CBOT) |
| Sep08 |
080620 |
12050 |
12051 |
11815 |
11844 |
-200 |
4,801 |
24,399 |
+0 |
| Dec08 |
080620 |
11975 |
12006 |
11854 |
11854 |
-203 |
3 |
1,854 |
+0 |
| Mar09 |
080620 |
11867 |
12070 |
11867 |
11867 |
-203 |
|
|
|
| Jun09 |
080620 |
11878 |
11878 |
11878 |
11878 |
|
|
|
|
| S & P 500(CME) |
| Sep08 |
080620 |
1342.00 |
1343.30 |
1315.50 |
1319.00 |
-22.60 |
74,445 |
470,436 |
+82 |
| Dec08 |
080620 |
1332.00 |
1334.60 |
1319.60 |
1322.00 |
-22.60 |
0 |
13,531 |
+0 |
| Mar09 |
080620 |
1326.00 |
1340.60 |
1323.60 |
1326.00 |
-22.60 |
0 |
8 |
+0 |
| Jun09 |
080620 |
1330.00 |
1344.60 |
1327.60 |
1330.00 |
-22.60 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
124,796 |
649,527 |
-4,880 |
| S & P 500 E-Mini(Globex) |
| Sep08 |
080620 |
1342.50 |
1343.50 |
1315.25 |
1319.00 |
-22.50 |
2,294,625 |
1,752,363 |
+582 |
| Dec08 |
080620 |
1335.00 |
1338.50 |
1318.00 |
1322.00 |
-22.50 |
30 |
5,207 |
+0 |
| Total Volume and Open Interest |
2,731,974 |
2,812,083 |
-50,853 |
| NASDAQ 100(CME) |
| Sep08 |
080620 |
1992.00 |
1994.00 |
1928.00 |
1941.50 |
-49.00 |
7,663 |
22,778 |
+41 |
| Dec08 |
080620 |
1952.80 |
1965.00 |
1952.80 |
1952.80 |
-49.00 |
0 |
2 |
+0 |
| Mar09 |
080620 |
1960.80 |
1964.80 |
1960.80 |
1960.80 |
-49.00 |
|
|
|
| Total Volume and Open Interest |
14,146 |
53,626 |
+1,079 |
| NASDAQ 100 E-Mini(Globex) |
| Sep08 |
080620 |
1992.50 |
1994.00 |
1927.50 |
1941.50 |
-49.00 |
442,572 |
240,667 |
+121 |
| Dec08 |
080620 |
1960.00 |
1960.00 |
1941.50 |
1952.80 |
-49.00 |
3 |
4 |
+0 |
| Total Volume and Open Interest |
513,520 |
464,333 |
-8,859 |
| S & P Midcap 400(CME) |
| Sep08 |
080620 |
867.50 |
867.50 |
855.50 |
856.60 |
-14.30 |
1,060 |
4,403 |
+0 |
| Dec08 |
080620 |
861.60 |
861.60 |
860.40 |
861.60 |
-14.30 |
0 |
2 |
+0 |
| Mar09 |
080620 |
866.60 |
866.60 |
865.40 |
866.60 |
-14.30 |
|
|
|
| Total Volume and Open Interest |
2,579 |
7,203 |
+82 |
| Russell 2000(CME) |
| Sep08 |
080620 |
738.15 |
738.20 |
719.00 |
725.70 |
-11.70 |
5,360 |
27,547 |
+20 |
| Total Volume and Open Interest |
10,074 |
51,761 |
-484 |
| Russell 2000 E-Mini(Globex) |
| Jun08 |
080620 |
737.30 |
738.30 |
732.60 |
734.40 |
-3.10 |
114,568 |
241,250 |
+8,385 |
| Sep08 |
080620 |
737.40 |
738.40 |
718.40 |
725.70 |
-11.70 |
329,889 |
533,530 |
+0 |
| Total Volume and Open Interest |
444,457 |
774,780 |
-8,142 |
| Nikkei 225(CME) |
| Sep08 |
080620 |
14185 |
14235 |
13910 |
13960 |
-170 |
87,015 |
147,666 |
+582 |
| Dec08 |
080620 |
14020 |
14175 |
13875 |
13900 |
-190 |
24 |
121 |
-10 |
| Total Volume and Open Interest |
87,039 |
149,018 |
+572 |
| Nikkei 225(SGX) |
| Sep08 |
080620 |
14185 |
14235 |
13910 |
13960 |
-170 |
87,015 |
147,666 |
+582 |
| Dec08 |
080620 |
14020 |
14175 |
13875 |
13900 |
-190 |
24 |
121 |
-10 |
| Mar09 |
080620 |
13915 |
13915 |
13915 |
13915 |
-190 |
|
|
|
| Total Volume and Open Interest |
87,039 |
149,018 |
+572 |
| CAC 40(EURONEXT) |
| Jun08 |
080620 |
4605.0 |
4618.0 |
4495.0 |
4500.5 |
-91.5 |
247,486 |
627,674 |
+0 |
| Jul08 |
080620 |
4619.5 |
4628.5 |
4483.0 |
4519.0 |
-84.0 |
141,384 |
324,643 |
+0 |
| Aug08 |
080620 |
4614.0 |
4614.0 |
4534.0 |
4534.0 |
-84.0 |
33 |
1,183 |
+0 |
| Total Volume and Open Interest |
397,148 |
987,904 |
+50,902 |
| Hang Seng Index(HKFE) |
| Jun08 |
080620 |
22825 |
23452 |
22696 |
22710 |
-102 |
7,486 |
2,999 |
-6,984 |
| Jul08 |
080620 |
22867 |
23480 |
22730 |
22753 |
-114 |
160 |
425 |
+1 |
| Total Volume and Open Interest |
7,671 |
3,510 |
-6,994 |
| DAX(EUREX) |
| Jun08 |
080620 |
6742.0 |
6768.5 |
6662.5 |
6662.5 |
-67.5 |
212,645 |
195,958 |
+0 |
| Sep08 |
080620 |
6812.0 |
6839.0 |
6611.5 |
6653.0 |
-149.0 |
84,133 |
123,722 |
+0 |
| Dec08 |
080620 |
6897.5 |
6918.5 |
6696.5 |
6731.0 |
-151.0 |
7,335 |
7,195 |
+0 |
| Total Volume and Open Interest |
304,113 |
326,875 |
+3,985 |
| FT-SE 100(EURONEXT) |
| Jun08 |
080620 |
5712.50 |
5730.50 |
5686.00 |
5701.50 |
-8.50 |
258,089 |
143,192 |
+0 |
| Sep08 |
080620 |
5738.50 |
5758.00 |
5620.50 |
5669.00 |
-68.50 |
188,857 |
443,520 |
+0 |
| Dec08 |
080620 |
5715.00 |
5715.00 |
5715.00 |
5715.00 |
-69.50 |
4 |
4,458 |
+0 |
| Total Volume and Open Interest |
446,950 |
591,205 |
+1,509 |
| SPI 200(SFE) |
| Jun08 |
080619 |
5435.0 |
5453.0 |
5357.0 |
5384.0 |
-51.0 |
85,029 |
302,439 |
-55,723 |
| Sep08 |
080620 |
5367.0 |
5412.0 |
5278.0 |
5309.0 |
-50.0 |
35,443 |
225,468 |
+14,813 |
| Dec08 |
080620 |
5439.0 |
5439.0 |
5344.0 |
5361.0 |
-51.0 |
234 |
1,986 |
+25 |
| Total Volume and Open Interest |
47,555 |
454,193 |
-61,021 |
| GSCI(CME) |
| Jul08 |
080620 |
844.50 |
852.00 |
839.40 |
841.50 |
+11.25 |
107 |
14,887 |
+6 |
| Aug08 |
080620 |
189.64 |
199.64 |
186.64 |
189.64 |
+11.50 |
|
|
|
| Sep08 |
080620 |
192.64 |
201.64 |
189.64 |
192.64 |
+11.50 |
|
|
|
| Total Volume and Open Interest |
107 |
14,887 |
-10 |
| RJ/CRB Index(ICE) |
| Aug08 |
080619 |
597.70 |
599.50 |
591.00 |
591.00 |
-7.50 |
225 |
622 |
-132 |
| Nov08 |
080619 |
605.90 |
608.50 |
601.00 |
601.00 |
-7.50 |
27 |
405 |
+11 |
| Jan09 |
080619 |
611.50 |
611.50 |
604.00 |
604.00 |
-7.50 |
210 |
206 |
+188 |
| 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. |
|
|
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