|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Mon June 23, 2008 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul08 |
080623 |
1516.00 |
1519.00 |
1490.00 |
1515.00 |
-17.50 |
8,782 |
70,163 |
-20,303 |
| Aug08 |
080623 |
1522.00 |
1522.00 |
1496.00 |
1517.00 |
-18.00 |
4,243 |
69,606 |
+645 |
| Sep08 |
080623 |
1500.00 |
1505.00 |
1499.00 |
1505.00 |
-10.50 |
368 |
15,177 |
+433 |
| Nov08 |
080623 |
1497.00 |
1506.00 |
1476.00 |
1502.50 |
-6.50 |
5,706 |
238,941 |
-2,791 |
| Jan09 |
080623 |
1506.00 |
1517.00 |
1490.00 |
1516.25 |
-5.75 |
392 |
28,272 |
+173 |
| Mar09 |
080623 |
1512.00 |
1522.00 |
1508.00 |
1520.75 |
-5.00 |
385 |
7,348 |
+14 |
| May09 |
080623 |
1505.00 |
1522.00 |
1499.00 |
1520.25 |
-1.75 |
179 |
12,315 |
-32 |
| Total Volume and Open Interest |
20,135 |
484,367 |
-19,088 |
| Soybean Meal(CBOT) |
| Jul08 |
080623 |
407.50 |
407.50 |
400.00 |
404.00 |
-7.70 |
3,799 |
40,441 |
-11,069 |
| Aug08 |
080623 |
403.50 |
404.00 |
398.00 |
401.40 |
-7.50 |
10,075 |
43,559 |
+3,339 |
| Sep08 |
080623 |
398.00 |
401.00 |
394.50 |
398.60 |
-5.30 |
2,403 |
24,651 |
+1,118 |
| Oct08 |
080623 |
386.00 |
390.00 |
384.00 |
390.00 |
-0.80 |
131 |
21,524 |
+202 |
| Dec08 |
080623 |
384.00 |
390.50 |
381.00 |
388.50 |
+0.60 |
3,692 |
66,343 |
+1,459 |
| Jan09 |
080623 |
383.00 |
390.20 |
383.00 |
390.20 |
+0.60 |
416 |
8,449 |
+567 |
| Mar09 |
080623 |
386.50 |
392.00 |
386.00 |
392.00 |
+0.60 |
406 |
3,681 |
+82 |
| May09 |
080623 |
386.00 |
391.50 |
386.00 |
391.50 |
+0.50 |
58 |
4,452 |
+24 |
| Total Volume and Open Interest |
20,988 |
222,266 |
-2,060 |
| Soybean Oil(CBOT) |
| Jul08 |
080623 |
63.62 |
63.78 |
62.44 |
63.27 |
-0.61 |
4,919 |
34,915 |
-9,140 |
| Aug08 |
080623 |
64.00 |
64.11 |
62.80 |
63.61 |
-0.60 |
5,552 |
48,014 |
+1,028 |
| Sep08 |
080623 |
64.56 |
64.56 |
63.20 |
63.98 |
-0.58 |
639 |
20,998 |
+648 |
| Oct08 |
080623 |
64.93 |
64.93 |
63.85 |
64.34 |
-0.59 |
42 |
16,845 |
+207 |
| Dec08 |
080623 |
65.65 |
65.65 |
64.23 |
65.02 |
-0.63 |
3,384 |
96,712 |
-87 |
| Jan09 |
080623 |
65.03 |
65.60 |
64.84 |
65.43 |
-0.62 |
210 |
6,663 |
+260 |
| Mar09 |
080623 |
65.91 |
66.05 |
65.05 |
65.77 |
-0.63 |
480 |
5,949 |
+110 |
| May09 |
080623 |
65.59 |
66.15 |
65.05 |
65.82 |
-0.60 |
113 |
5,291 |
+26 |
| Total Volume and Open Interest |
73,012 |
263,970 |
-4,819 |
| Canola(WCE) |
| Jul08 |
080623 |
650.0 |
663.3 |
648.1 |
662.9 |
+3.4 |
2,459 |
8,909 |
-4,292 |
| Total Volume and Open Interest |
8,937 |
98,505 |
-6,245 |
| Corn(CBOT) |
| Jul08 |
080623 |
715.00 |
726.50 |
703.50 |
724.25 |
+3.00 |
14,089 |
145,743 |
-73,240 |
| Sep08 |
080623 |
730.00 |
740.75 |
718.25 |
738.75 |
+3.25 |
8,436 |
347,601 |
+5,930 |
| Dec08 |
080623 |
751.00 |
761.50 |
738.00 |
759.25 |
+3.75 |
10,666 |
568,333 |
+10,232 |
| Mar09 |
080623 |
765.50 |
775.50 |
753.00 |
774.75 |
+4.50 |
668 |
100,901 |
+418 |
| May09 |
080623 |
773.00 |
783.50 |
761.25 |
782.50 |
+5.00 |
110 |
15,823 |
-17 |
| Jul09 |
080623 |
775.00 |
785.00 |
763.00 |
784.25 |
+5.25 |
150 |
56,237 |
+212 |
| Total Volume and Open Interest |
455,476 |
1,429,461 |
-140 |
| Wheat(CBOT) |
| Jul08 |
080623 |
843.00 |
873.00 |
843.00 |
866.25 |
-0.25 |
2,318 |
54,472 |
-10,494 |
| Sep08 |
080623 |
861.00 |
888.50 |
861.00 |
884.25 |
unch |
1,677 |
149,350 |
+1,393 |
| Dec08 |
080623 |
885.00 |
912.00 |
884.00 |
908.00 |
+0.75 |
286 |
83,474 |
+574 |
| Mar09 |
080623 |
905.00 |
928.00 |
905.00 |
928.00 |
-0.25 |
46 |
13,020 |
+241 |
| May09 |
080623 |
938.75 |
938.75 |
938.75 |
938.75 |
-0.75 |
0 |
1,715 |
+92 |
| Total Volume and Open Interest |
4,805 |
352,276 |
-8,146 |
| Wheat(KCBT) |
| Jul08 |
080623 |
900.00 |
915.00 |
891.00 |
904.00 |
-11.00 |
10,739 |
30,863 |
-3,595 |
| Sep08 |
080623 |
910.00 |
927.50 |
903.00 |
913.75 |
-12.25 |
5,885 |
35,090 |
+739 |
| Dec08 |
080623 |
932.00 |
948.25 |
925.00 |
940.00 |
-6.00 |
838 |
26,253 |
-14 |
| Mar09 |
080623 |
946.00 |
965.00 |
945.00 |
960.00 |
-5.00 |
159 |
3,190 |
+27 |
| May09 |
080623 |
968.00 |
968.00 |
968.00 |
968.00 |
unch |
0 |
518 |
+0 |
| Total Volume and Open Interest |
17,964 |
110,874 |
-3,902 |
| Wheat(MGE) |
| Jul08 |
080623 |
1080.00 |
1100.00 |
1080.00 |
1098.00 |
+5.00 |
551 |
2,011 |
-124 |
| Sep08 |
080623 |
955.00 |
967.00 |
950.00 |
964.00 |
-6.00 |
1,514 |
16,640 |
-143 |
| Dec08 |
080623 |
969.00 |
981.00 |
967.00 |
974.25 |
-7.25 |
1,056 |
17,324 |
-102 |
| Mar09 |
080623 |
982.00 |
992.00 |
982.00 |
989.00 |
-5.00 |
96 |
2,609 |
+8 |
| May09 |
080623 |
980.00 |
996.00 |
980.00 |
992.00 |
-4.00 |
3 |
964 |
-1 |
| Total Volume and Open Interest |
3,286 |
41,562 |
-907 |
| Oats(CBOT) |
| Jul08 |
080623 |
419.00 |
419.50 |
419.00 |
419.50 |
+4.00 |
225 |
1,971 |
-374 |
| Sep08 |
080623 |
423.50 |
432.00 |
423.50 |
432.00 |
+4.00 |
227 |
4,365 |
-2 |
| Dec08 |
080623 |
442.75 |
452.00 |
438.00 |
449.50 |
+4.25 |
245 |
9,255 |
+231 |
| Mar09 |
080623 |
467.50 |
467.50 |
464.50 |
464.50 |
+4.25 |
0 |
1,383 |
+1 |
| Total Volume and Open Interest |
697 |
16,974 |
-97 |
| Rough Rice(CBOT) |
| Jul08 |
080623 |
20.37 |
20.37 |
20.37 |
20.37 |
+0.34 |
10 |
4,582 |
-935 |
| Sep08 |
080623 |
19.70 |
19.75 |
19.70 |
19.75 |
+0.34 |
18 |
6,236 |
+7 |
| Nov08 |
080623 |
19.84 |
19.84 |
19.84 |
19.84 |
+0.24 |
0 |
4,694 |
-166 |
| Jan09 |
080623 |
20.19 |
20.19 |
20.19 |
20.19 |
+0.24 |
0 |
690 |
+0 |
| Total Volume and Open Interest |
28 |
16,559 |
-1,243 |
| Live Cattle(CME) |
| Jun08 |
080623 |
96.000 |
96.750 |
95.830 |
96.650 |
+1.070 |
3,971 |
5,105 |
-2,072 |
| Aug08 |
080623 |
104.950 |
105.250 |
104.285 |
104.700 |
-0.150 |
21,834 |
148,172 |
+1,968 |
| Oct08 |
080623 |
112.135 |
112.400 |
111.600 |
112.250 |
+0.215 |
7,875 |
79,775 |
+1,272 |
| Dec08 |
080623 |
113.535 |
114.000 |
113.150 |
113.450 |
-0.085 |
6,162 |
34,699 |
+423 |
| Feb09 |
080623 |
115.800 |
116.200 |
115.700 |
116.050 |
-0.150 |
1,527 |
20,241 |
+398 |
| Apr09 |
080623 |
117.650 |
117.650 |
116.900 |
117.400 |
-0.250 |
650 |
9,254 |
+270 |
| Total Volume and Open Interest |
42,417 |
301,437 |
+6,097 |
| Feeder Cattle(CME) |
| Aug08 |
080623 |
114.100 |
115.000 |
111.980 |
113.050 |
-0.530 |
2,389 |
19,597 |
-191 |
| Sep08 |
080623 |
116.230 |
116.400 |
114.350 |
114.430 |
-0.920 |
481 |
5,458 |
-35 |
| Oct08 |
080623 |
116.800 |
117.350 |
115.550 |
115.730 |
-1.100 |
998 |
5,467 |
-71 |
| Nov08 |
080623 |
116.885 |
117.100 |
115.300 |
116.230 |
-0.720 |
301 |
1,576 |
+120 |
| Jan09 |
080623 |
116.000 |
116.350 |
115.800 |
116.000 |
+0.300 |
36 |
891 |
+2 |
| Mar09 |
080623 |
115.000 |
115.700 |
115.000 |
115.300 |
-0.250 |
14 |
92 |
+10 |
| Apr09 |
080623 |
115.000 |
115.500 |
115.000 |
115.500 |
+0.250 |
37 |
51 |
+26 |
| Total Volume and Open Interest |
2,548 |
33,297 |
+434 |
| Lean Hogs(CME) |
| Jul08 |
080623 |
77.150 |
77.300 |
76.150 |
76.250 |
-0.930 |
5,393 |
19,333 |
-1,507 |
| Aug08 |
080623 |
78.900 |
78.950 |
77.300 |
77.350 |
-1.035 |
20,220 |
82,947 |
-300 |
| Oct08 |
080623 |
77.300 |
77.400 |
75.900 |
76.635 |
-0.165 |
7,330 |
52,532 |
+1,634 |
| Dec08 |
080623 |
78.650 |
78.650 |
77.635 |
78.000 |
-0.135 |
4,969 |
45,968 |
+1,313 |
| Feb09 |
080623 |
85.250 |
85.450 |
84.200 |
84.930 |
-0.400 |
2,149 |
19,487 |
+646 |
| Apr09 |
080623 |
89.050 |
89.700 |
88.350 |
89.650 |
+0.400 |
926 |
10,682 |
+412 |
| May09 |
080623 |
92.800 |
93.500 |
92.400 |
93.500 |
+0.300 |
117 |
459 |
+55 |
| Jun09 |
080623 |
97.000 |
97.000 |
96.200 |
96.750 |
unch |
423 |
7,002 |
+297 |
| Total Volume and Open Interest |
41,589 |
238,811 |
+3,476 |
| Pork Bellies(CME) |
| Jul08 |
080623 |
73.000 |
73.500 |
72.700 |
73.100 |
+0.150 |
205 |
1,115 |
-134 |
| Aug08 |
080623 |
74.250 |
74.680 |
73.700 |
73.750 |
-0.400 |
214 |
1,050 |
+86 |
| Feb09 |
080623 |
96.500 |
96.650 |
96.100 |
96.250 |
-0.250 |
3 |
58 |
+1 |
| Mar09 |
080623 |
97.300 |
97.300 |
97.300 |
97.300 |
-0.200 |
0 |
3 |
+0 |
| May09 |
080623 |
32.969 |
32.969 |
32.969 |
32.969 |
-0.100 |
|
|
|
| Total Volume and Open Interest |
422 |
2,226 |
-74 |
| Class III Milk(CME) |
| Jun08 |
080623 |
20.20 |
20.22 |
20.18 |
20.20 |
unch |
48 |
3,457 |
-23 |
| Jul08 |
080623 |
18.75 |
18.75 |
18.59 |
18.62 |
-0.15 |
369 |
4,113 |
-81 |
| Aug08 |
080623 |
19.80 |
19.80 |
19.51 |
19.66 |
-0.15 |
282 |
4,188 |
-48 |
| Sep08 |
080623 |
20.56 |
20.56 |
20.37 |
20.46 |
-0.16 |
214 |
4,155 |
-52 |
| Oct08 |
080623 |
20.56 |
20.60 |
20.30 |
20.46 |
-0.14 |
67 |
3,199 |
+19 |
| Total Volume and Open Interest |
1,602 |
34,980 |
+316 |
| Cocoa(ICE) |
| Jul08 |
080623 |
3210 |
3227 |
3190 |
3191 |
-13 |
24 |
268 |
-9 |
| Sep08 |
080623 |
3130 |
3144 |
3091 |
3119 |
-6 |
4,332 |
91,355 |
+158 |
| Dec08 |
080623 |
3095 |
3105 |
3060 |
3084 |
unch |
478 |
40,205 |
-109 |
| Mar09 |
080623 |
3044 |
3061 |
3016 |
3044 |
+3 |
479 |
18,123 |
-69 |
| May09 |
080623 |
3025 |
3042 |
3025 |
3035 |
+7 |
25 |
3,825 |
-5 |
| Jul09 |
080623 |
3027 |
3027 |
3027 |
3027 |
+1 |
33 |
2,705 |
+24 |
| Sep09 |
080623 |
3032 |
3032 |
3032 |
3032 |
+1 |
10 |
760 |
+1 |
| Total Volume and Open Interest |
4,951 |
159,758 |
+681 |
| Coffee "C"(ICE) |
| Jul08 |
080623 |
144.20 |
145.50 |
142.00 |
143.80 |
-0.15 |
1,891 |
1,857 |
-442 |
| Sep08 |
080623 |
146.05 |
148.50 |
144.30 |
146.45 |
-0.25 |
21,798 |
85,930 |
+3,008 |
| Dec08 |
080623 |
149.65 |
152.00 |
148.00 |
150.10 |
-0.30 |
3,646 |
31,781 |
+1,381 |
| Mar09 |
080623 |
153.35 |
155.00 |
152.10 |
153.50 |
-0.40 |
450 |
11,793 |
+134 |
| May09 |
080623 |
155.50 |
157.00 |
154.25 |
155.65 |
-0.40 |
112 |
3,802 |
-51 |
| Jul09 |
080623 |
157.75 |
157.75 |
157.70 |
157.70 |
-0.45 |
18 |
1,035 |
-4 |
| Total Volume and Open Interest |
27,967 |
138,953 |
+19 |
| Orange Juice(ICE) |
| Jul08 |
080623 |
110.25 |
110.25 |
108.40 |
109.55 |
-0.40 |
884 |
5,811 |
-966 |
| Sep08 |
080623 |
113.10 |
113.65 |
111.95 |
113.05 |
-0.05 |
1,177 |
17,473 |
+150 |
| Nov08 |
080623 |
115.75 |
116.95 |
115.75 |
116.40 |
+0.10 |
239 |
3,553 |
-111 |
| Jan09 |
080623 |
119.00 |
120.00 |
119.00 |
119.75 |
+0.25 |
53 |
2,074 |
+28 |
| Mar09 |
080623 |
123.50 |
123.50 |
123.25 |
123.25 |
+0.30 |
12 |
2,481 |
+12 |
| May09 |
080623 |
126.80 |
126.80 |
126.00 |
126.35 |
+0.45 |
0 |
21 |
+0 |
| Total Volume and Open Interest |
5,492 |
32,315 |
-662 |
| Sugar #11(ICE) |
| Jul08 |
080623 |
12.05 |
12.18 |
11.54 |
11.71 |
-0.26 |
30,036 |
66,842 |
-11,823 |
| Oct08 |
080623 |
13.15 |
13.28 |
12.67 |
12.87 |
-0.21 |
54,969 |
367,356 |
+7,121 |
| Mar09 |
080623 |
14.31 |
14.50 |
13.97 |
14.18 |
-0.08 |
9,552 |
142,822 |
-711 |
| May09 |
080623 |
14.58 |
14.78 |
14.26 |
14.44 |
-0.09 |
4,624 |
71,581 |
-788 |
| Jul09 |
080623 |
14.83 |
14.99 |
14.50 |
14.65 |
-0.13 |
3,954 |
88,289 |
-44 |
| Total Volume and Open Interest |
109,033 |
851,243 |
-10,786 |
| Sugar #14(ICE) |
| Sep08 |
080623 |
22.35 |
22.51 |
22.05 |
22.29 |
-0.06 |
1,002 |
2,200 |
-40 |
| Nov08 |
080623 |
22.06 |
22.06 |
22.06 |
22.06 |
+0.06 |
68 |
2,553 |
+59 |
| Jan09 |
080623 |
22.00 |
22.00 |
22.00 |
22.00 |
-0.02 |
41 |
1,395 |
+0 |
| Mar09 |
080623 |
21.97 |
21.97 |
21.97 |
21.97 |
unch |
25 |
1,106 |
+0 |
| May09 |
080623 |
21.96 |
21.96 |
21.96 |
21.96 |
unch |
0 |
458 |
+0 |
| Total Volume and Open Interest |
1,136 |
8,102 |
+17 |
| London Cocoa(LCE) |
| Jul08 |
080623 |
1688 |
1710 |
1686 |
1705 |
+17 |
2,015 |
72,213 |
-260 |
| Sep08 |
080623 |
1669 |
1679 |
1656 |
1674 |
+8 |
3,728 |
60,303 |
-969 |
| Dec08 |
080623 |
1627 |
1638 |
1616 |
1634 |
+9 |
2,099 |
43,966 |
+470 |
| Mar09 |
080623 |
1596 |
1609 |
1588 |
1602 |
+9 |
2,256 |
31,232 |
+704 |
| May09 |
080623 |
1595 |
1606 |
1591 |
1600 |
+11 |
71 |
11,488 |
+7 |
| Jul09 |
080623 |
1598 |
1604 |
1596 |
1603 |
+11 |
13 |
6,367 |
+10 |
| Sep09 |
080623 |
1608 |
1608 |
1607 |
1607 |
+11 |
14 |
781 |
+8 |
| Total Volume and Open Interest |
10,257 |
227,568 |
+702 |
| London Coffee(LCE) |
| Jul08 |
080623 |
2370.00 |
2384.00 |
2299.00 |
2361.00 |
-4.00 |
6,160 |
48,331 |
-191 |
| Sep08 |
080623 |
2367.00 |
2378.00 |
2285.00 |
2336.00 |
-24.00 |
15,906 |
70,126 |
+6,189 |
| Nov08 |
080623 |
2337.00 |
2347.00 |
2260.00 |
2306.00 |
-19.00 |
967 |
21,305 |
+658 |
| Jan09 |
080623 |
2274.00 |
2290.00 |
2230.00 |
2278.00 |
+8.00 |
182 |
8,735 |
-30 |
| Total Volume and Open Interest |
23,215 |
148,497 |
+5,634 |
| London Sugar(LCE) |
| Aug08 |
080623 |
388.00 |
389.50 |
375.20 |
379.40 |
-3.60 |
3,759 |
18,564 |
-334 |
| Oct08 |
080623 |
375.00 |
381.30 |
367.00 |
370.40 |
-2.60 |
2,906 |
17,180 |
+1,065 |
| Dec08 |
080623 |
378.50 |
383.00 |
371.30 |
375.40 |
-1.60 |
853 |
9,451 |
-193 |
| Mar09 |
080623 |
392.50 |
395.50 |
385.20 |
389.00 |
-2.50 |
938 |
10,187 |
-137 |
| May09 |
080623 |
397.90 |
401.30 |
390.90 |
393.60 |
-2.40 |
96 |
2,878 |
-40 |
| Total Volume and Open Interest |
8,658 |
65,869 |
+1,477 |
| Cotton(ICE) |
| Jul08 |
080623 |
71.67 |
71.79 |
70.50 |
70.88 |
-0.79 |
2,484 |
6,900 |
-3,823 |
| Oct08 |
080623 |
76.29 |
76.29 |
75.09 |
75.62 |
-0.67 |
600 |
5,333 |
+60 |
| Dec08 |
080623 |
80.06 |
80.12 |
78.80 |
79.40 |
-0.71 |
11,269 |
161,841 |
+462 |
| Mar09 |
080623 |
84.88 |
84.88 |
84.04 |
84.53 |
-0.63 |
1,204 |
28,804 |
+272 |
| May09 |
080623 |
86.06 |
86.12 |
85.32 |
85.90 |
-0.54 |
234 |
2,754 |
+76 |
| Jul09 |
080623 |
86.99 |
87.07 |
86.20 |
86.92 |
-0.50 |
152 |
6,179 |
+105 |
| Total Volume and Open Interest |
22,455 |
220,206 |
-1,879 |
| Lumber(CME) |
| Jul08 |
080623 |
250.0 |
250.0 |
246.0 |
249.5 |
-1.4 |
543 |
3,014 |
-190 |
| Sep08 |
080623 |
260.5 |
262.5 |
258.5 |
258.8 |
-4.2 |
577 |
7,987 |
+179 |
| Nov08 |
080623 |
255.7 |
256.6 |
254.4 |
255.1 |
-2.1 |
82 |
2,053 |
+22 |
| Jan09 |
080623 |
277.1 |
277.1 |
273.5 |
276.9 |
-1.6 |
40 |
812 |
-2 |
| Total Volume and Open Interest |
1,252 |
13,952 |
-63 |
| Crude Oil(NYM) |
| Aug08 |
080623 |
134.80 |
138.14 |
134.05 |
136.74 |
+1.38 |
278,598 |
321,220 |
+5,514 |
| Sep08 |
080623 |
135.20 |
138.50 |
134.49 |
137.14 |
+1.48 |
66,955 |
143,319 |
+10,138 |
| Oct08 |
080623 |
135.15 |
138.56 |
134.80 |
137.26 |
+1.54 |
24,491 |
75,370 |
+1,764 |
| Nov08 |
080623 |
135.86 |
138.51 |
135.39 |
137.28 |
+1.57 |
13,987 |
51,887 |
+715 |
| Dec08 |
080623 |
135.09 |
138.50 |
134.69 |
137.23 |
+1.57 |
25,074 |
180,104 |
-3,818 |
| Jan09 |
080623 |
137.50 |
137.50 |
136.60 |
137.10 |
+1.57 |
2,138 |
30,346 |
+58 |
| Feb09 |
080623 |
136.43 |
137.50 |
136.43 |
136.94 |
+1.57 |
473 |
14,755 |
+29 |
| Mar09 |
080623 |
136.78 |
136.78 |
136.78 |
136.78 |
+1.57 |
728 |
13,062 |
+470 |
| Apr09 |
080623 |
136.77 |
136.82 |
136.60 |
136.60 |
+1.57 |
56 |
9,031 |
+43 |
| May09 |
080623 |
136.00 |
136.41 |
136.00 |
136.41 |
+1.57 |
135 |
14,464 |
-47 |
| Jun09 |
080623 |
137.25 |
137.25 |
136.21 |
136.21 |
+1.57 |
2,589 |
43,733 |
-252 |
| Jul09 |
080623 |
136.02 |
136.02 |
136.02 |
136.02 |
+1.57 |
498 |
15,815 |
-16 |
| Aug09 |
080623 |
135.85 |
135.85 |
135.85 |
135.85 |
+1.57 |
144 |
6,495 |
-6 |
| Sep09 |
080623 |
135.69 |
135.69 |
135.69 |
135.69 |
+1.57 |
20 |
10,783 |
+0 |
| Oct09 |
080623 |
135.54 |
135.54 |
135.54 |
135.54 |
+1.57 |
0 |
6,041 |
+10 |
| Nov09 |
080623 |
135.40 |
135.40 |
135.40 |
135.40 |
+1.57 |
0 |
4,886 |
+0 |
| Total Volume and Open Interest |
719,648 |
1,308,962 |
-12,416 |
| 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 |
080623 |
135.025 |
138.150 |
134.075 |
136.750 |
+1.400 |
23,935 |
6,463 |
+783 |
| Sep08 |
080623 |
135.250 |
138.500 |
134.500 |
137.150 |
+1.500 |
919 |
634 |
+54 |
| Oct08 |
080623 |
137.700 |
138.550 |
135.475 |
137.250 |
+1.525 |
63 |
252 |
+21 |
| Nov08 |
080623 |
137.800 |
137.900 |
135.375 |
137.275 |
+1.575 |
9 |
6 |
+1 |
| Dec08 |
080623 |
136.500 |
138.000 |
136.500 |
137.225 |
+1.575 |
15 |
44 |
+1 |
| Jan09 |
080623 |
137.100 |
137.100 |
137.100 |
137.100 |
+1.575 |
1 |
1 |
+0 |
| Feb09 |
080623 |
136.950 |
136.950 |
136.950 |
136.950 |
+1.575 |
1 |
1 |
+0 |
| Mar09 |
080623 |
136.775 |
136.775 |
136.775 |
136.775 |
+1.575 |
|
|
|
| Total Volume and Open Interest |
24,952 |
7,498 |
-5,668 |
| Heating Oil(NYM) |
| Jul08 |
080623 |
377.17 |
386.37 |
375.32 |
379.64 |
+2.47 |
26,102 |
27,818 |
-2,957 |
| Aug08 |
080623 |
379.00 |
389.33 |
378.20 |
382.66 |
+2.39 |
29,583 |
50,677 |
+4,231 |
| Sep08 |
080623 |
388.20 |
392.94 |
382.10 |
386.36 |
+2.39 |
4,997 |
25,873 |
+79 |
| Oct08 |
080623 |
387.54 |
395.63 |
385.65 |
389.16 |
+2.39 |
1,765 |
16,535 |
+253 |
| Nov08 |
080623 |
390.98 |
393.65 |
390.98 |
391.51 |
+2.49 |
936 |
10,493 |
+222 |
| Dec08 |
080623 |
392.73 |
399.92 |
390.10 |
393.81 |
+2.59 |
3,703 |
23,320 |
+151 |
| Jan09 |
080623 |
395.00 |
401.85 |
391.59 |
395.76 |
+2.64 |
579 |
14,828 |
+131 |
| Feb09 |
080623 |
393.75 |
401.60 |
393.75 |
396.66 |
+2.74 |
333 |
4,137 |
+28 |
| Mar09 |
080623 |
397.00 |
400.27 |
394.71 |
394.71 |
+2.64 |
348 |
3,315 |
+107 |
| Apr09 |
080623 |
391.86 |
391.86 |
390.66 |
390.66 |
+2.69 |
113 |
1,988 |
-21 |
| May09 |
080623 |
386.65 |
389.75 |
386.11 |
386.11 |
+2.74 |
51 |
1,203 |
-14 |
| Jun09 |
080623 |
378.90 |
385.98 |
378.90 |
382.71 |
+2.74 |
648 |
18,717 |
+262 |
| Total Volume and Open Interest |
81,542 |
218,476 |
-550 |
| Gasoline(NYMEX) |
| Jul08 |
080623 |
343.00 |
349.55 |
340.63 |
345.51 |
+1.59 |
41,101 |
40,718 |
-7,512 |
| Aug08 |
080623 |
344.46 |
350.00 |
341.52 |
346.56 |
+1.89 |
36,852 |
65,463 |
+5,127 |
| Sep08 |
080623 |
343.19 |
349.00 |
340.50 |
345.71 |
+2.39 |
14,450 |
39,921 |
+1,359 |
| Oct08 |
080623 |
332.00 |
334.87 |
327.90 |
331.86 |
+2.49 |
6,176 |
40,246 |
+872 |
| Nov08 |
080623 |
329.80 |
332.11 |
329.80 |
330.31 |
+2.59 |
4,371 |
14,724 |
+926 |
| Dec08 |
080623 |
330.21 |
332.60 |
328.68 |
329.91 |
+2.74 |
5,126 |
24,785 |
+958 |
| Jan09 |
080623 |
333.25 |
333.25 |
331.46 |
331.46 |
+2.74 |
769 |
8,725 |
-215 |
| Feb09 |
080623 |
334.90 |
334.90 |
333.71 |
333.71 |
+2.69 |
421 |
3,277 |
+279 |
| Mar09 |
080623 |
336.86 |
336.86 |
336.86 |
336.86 |
+2.64 |
1,016 |
3,115 |
+694 |
| Apr09 |
080623 |
351.96 |
351.96 |
351.96 |
351.96 |
+2.49 |
131 |
5,956 |
+25 |
| Total Volume and Open Interest |
110,487 |
266,372 |
+2,517 |
| e-miNY RBOB Gasoline(NYM) |
| Jul08 |
080623 |
345.51 |
345.51 |
345.51 |
345.51 |
+1.59 |
0 |
9 |
+0 |
| Aug08 |
080623 |
346.56 |
346.56 |
346.56 |
346.56 |
+1.89 |
0 |
4 |
+0 |
| Sep08 |
080623 |
345.71 |
345.71 |
345.71 |
345.71 |
+2.39 |
|
|
|
| Oct08 |
080623 |
331.86 |
331.86 |
331.86 |
331.86 |
+2.49 |
|
|
|
| Total Volume and Open Interest |
0 |
13 |
+0 |
| Natural Gas(NYM) |
| Jul08 |
080623 |
13.140 |
13.266 |
13.021 |
13.203 |
+0.209 |
70,552 |
46,666 |
-7,584 |
| Aug08 |
080623 |
13.215 |
13.322 |
13.215 |
13.322 |
+0.209 |
21,498 |
134,315 |
+2,434 |
| Sep08 |
080623 |
13.295 |
13.375 |
13.295 |
13.372 |
+0.215 |
11,094 |
85,062 |
+2,127 |
| Oct08 |
080623 |
13.452 |
13.452 |
13.452 |
13.452 |
+0.217 |
7,175 |
76,307 |
+968 |
| Nov08 |
080623 |
13.692 |
13.692 |
13.692 |
13.692 |
+0.217 |
2,922 |
42,444 |
+341 |
| Dec08 |
080623 |
14.037 |
14.037 |
14.037 |
14.037 |
+0.217 |
2,674 |
41,349 |
-94 |
| Jan09 |
080623 |
14.227 |
14.227 |
14.227 |
14.227 |
+0.217 |
2,863 |
56,410 |
+132 |
| Feb09 |
080623 |
14.159 |
14.159 |
14.159 |
14.159 |
+0.217 |
506 |
19,382 |
-56 |
| Mar09 |
080623 |
13.673 |
13.887 |
13.673 |
13.887 |
+0.217 |
1,799 |
49,447 |
-59 |
| Apr09 |
080623 |
11.550 |
11.612 |
11.550 |
11.612 |
+0.162 |
2,331 |
50,466 |
-508 |
| May09 |
080623 |
11.432 |
11.432 |
11.432 |
11.432 |
+0.157 |
667 |
31,508 |
-133 |
| Jun09 |
080623 |
11.502 |
11.502 |
11.502 |
11.502 |
+0.155 |
1,862 |
16,924 |
+50 |
| Jul09 |
080623 |
11.592 |
11.592 |
11.592 |
11.592 |
+0.155 |
484 |
14,868 |
+205 |
| Aug09 |
080623 |
11.652 |
11.652 |
11.652 |
11.652 |
+0.155 |
19 |
13,761 |
+9 |
| Sep09 |
080623 |
11.670 |
11.670 |
11.670 |
11.670 |
+0.155 |
49 |
11,450 |
+7 |
| Oct09 |
080623 |
11.745 |
11.745 |
11.745 |
11.745 |
+0.155 |
483 |
32,274 |
-407 |
| Total Volume and Open Interest |
127,439 |
957,813 |
+11,834 |
| Brent Crude Oil(ICE) |
| Aug08 |
080623 |
134.56 |
137.34 |
133.65 |
135.91 |
+1.05 |
90,300 |
105,230 |
+5,925 |
| Sep08 |
080623 |
135.50 |
138.00 |
134.21 |
136.61 |
+1.21 |
43,467 |
109,723 |
-72 |
| Oct08 |
080623 |
136.42 |
138.44 |
134.68 |
137.11 |
+1.29 |
22,603 |
48,539 |
+339 |
| Nov08 |
080623 |
136.80 |
138.78 |
135.68 |
137.44 |
+1.28 |
13,614 |
20,968 |
-455 |
| Dec08 |
080623 |
137.00 |
138.84 |
135.55 |
137.60 |
+1.27 |
19,635 |
63,319 |
+324 |
| Jan09 |
080623 |
138.00 |
138.79 |
137.15 |
137.84 |
+1.28 |
3,710 |
25,575 |
-19 |
| Feb09 |
080623 |
138.46 |
138.62 |
137.33 |
138.02 |
+1.29 |
1,471 |
15,097 |
-19 |
| Mar09 |
080623 |
139.04 |
139.04 |
137.41 |
138.11 |
+1.30 |
639 |
9,416 |
+76 |
| Apr09 |
080623 |
137.36 |
138.06 |
137.36 |
138.06 |
+1.31 |
0 |
11,539 |
+59 |
| May09 |
080623 |
137.92 |
137.92 |
137.92 |
137.92 |
+1.33 |
0 |
4,462 |
+71 |
| Jun09 |
080623 |
137.08 |
138.22 |
137.08 |
137.73 |
+1.36 |
643 |
17,189 |
-141 |
| Jul09 |
080623 |
137.62 |
137.62 |
137.62 |
137.62 |
+1.37 |
0 |
5,770 |
+25 |
| Aug09 |
080623 |
137.51 |
137.51 |
137.51 |
137.51 |
+1.38 |
0 |
2,164 |
-67 |
| Sep09 |
080623 |
137.41 |
137.41 |
137.41 |
137.41 |
+1.40 |
0 |
4,002 |
+0 |
| Total Volume and Open Interest |
189,727 |
534,776 |
+996 |
| Gas Oil(ICE) |
| Jul08 |
080623 |
1220.00 |
1250.50 |
1218.50 |
1244.00 |
+11.00 |
32,768 |
56,029 |
+305 |
| Aug08 |
080623 |
1233.50 |
1254.50 |
1223.00 |
1248.25 |
+10.25 |
24,728 |
53,663 |
+516 |
| Sep08 |
080623 |
1250.50 |
1260.25 |
1229.50 |
1254.25 |
+9.50 |
11,308 |
27,731 |
+1,358 |
| Oct08 |
080623 |
1255.50 |
1265.00 |
1234.75 |
1259.00 |
+9.25 |
5,320 |
16,988 |
+219 |
| Nov08 |
080623 |
1259.00 |
1263.00 |
1238.00 |
1262.00 |
+9.00 |
3,329 |
14,148 |
+284 |
| Dec08 |
080623 |
1262.50 |
1266.25 |
1241.00 |
1265.00 |
+8.75 |
5,485 |
31,669 |
-755 |
| Jan09 |
080623 |
1265.50 |
1268.25 |
1246.00 |
1268.25 |
+9.00 |
1,200 |
22,729 |
+135 |
| Feb09 |
080623 |
1245.00 |
1268.00 |
1245.00 |
1268.00 |
+8.25 |
472 |
6,219 |
+605 |
| Mar09 |
080623 |
1255.75 |
1264.25 |
1255.75 |
1264.25 |
+8.25 |
668 |
8,333 |
+803 |
| Apr09 |
080623 |
1259.50 |
1259.50 |
1259.50 |
1259.50 |
+8.25 |
305 |
3,154 |
+51 |
| Total Volume and Open Interest |
90,947 |
293,765 |
+4,431 |
| Ethanol(CBOT) |
| Jun08 |
080604 |
2.300 |
2.300 |
2.300 |
2.300 |
-0.030 |
3 |
199 |
+3 |
| Jul08 |
080623 |
2.800 |
2.889 |
2.800 |
2.862 |
-0.006 |
36 |
282 |
+1 |
| Aug08 |
080623 |
2.820 |
2.880 |
2.820 |
2.863 |
-0.057 |
20 |
229 |
+6 |
| Sep08 |
080623 |
2.830 |
2.850 |
2.830 |
2.837 |
-0.023 |
51 |
227 |
+41 |
| Oct08 |
080623 |
2.840 |
2.840 |
2.840 |
2.840 |
-0.059 |
33 |
161 |
-2 |
| Nov08 |
080623 |
2.850 |
2.850 |
2.835 |
2.850 |
-0.010 |
10 |
119 |
-7 |
| Dec08 |
080623 |
2.834 |
2.835 |
2.834 |
2.835 |
-0.042 |
4 |
146 |
+1 |
| Jan09 |
080623 |
2.830 |
2.830 |
2.830 |
2.830 |
-0.021 |
1 |
151 |
+0 |
| Total Volume and Open Interest |
155 |
2,420 |
+40 |
| US Dollar Index(ICE) |
| Sep08 |
080623 |
73.430 |
74.040 |
73.365 |
73.815 |
+0.435 |
5,771 |
27,574 |
+2,192 |
| Dec08 |
080623 |
73.840 |
74.335 |
73.840 |
74.225 |
+0.435 |
11 |
2,360 |
-2 |
| Mar09 |
080623 |
74.525 |
74.525 |
74.525 |
74.525 |
+0.435 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
2,501 |
27,755 |
+296 |
| Australian Dollar(CME) |
| Sep08 |
080623 |
94.29 |
94.58 |
93.88 |
94.07 |
-0.28 |
51 |
85,378 |
+9,156 |
| Dec08 |
080623 |
92.81 |
93.41 |
92.81 |
92.98 |
-0.29 |
100 |
1,020 |
+97 |
| Mar09 |
080623 |
91.94 |
92.23 |
91.90 |
91.94 |
-0.29 |
100 |
617 |
+0 |
| Total Volume and Open Interest |
36,136 |
77,793 |
+6,545 |
| British Pound(CME) |
| Sep08 |
080623 |
196.31 |
196.32 |
194.57 |
195.25 |
-1.14 |
8 |
79,856 |
-5,020 |
| Dec08 |
080623 |
193.85 |
195.03 |
193.34 |
193.93 |
-1.10 |
0 |
777 |
+14 |
| Mar09 |
080623 |
192.68 |
193.76 |
192.29 |
192.68 |
-1.08 |
0 |
298 |
+0 |
| Total Volume and Open Interest |
106,909 |
86,101 |
+3,923 |
| Canadian Dollar(CME) |
| Sep08 |
080623 |
98.23 |
98.58 |
98.01 |
98.41 |
+0.44 |
78 |
81,152 |
+3,594 |
| Dec08 |
080623 |
98.14 |
98.43 |
97.94 |
98.38 |
+0.44 |
0 |
4,481 |
+83 |
| Mar09 |
080623 |
98.36 |
98.38 |
97.93 |
98.36 |
+0.43 |
0 |
1,034 |
+14 |
| Jun09 |
080623 |
98.34 |
98.34 |
97.91 |
98.34 |
+0.43 |
0 |
1,070 |
+0 |
| Total Volume and Open Interest |
37,733 |
84,984 |
-2,251 |
| Japanese Yen(CME) |
| Sep08 |
080623 |
93.05 |
93.21 |
93.05 |
93.21 |
-0.56 |
16 |
136,974 |
-2,952 |
| Dec08 |
080623 |
93.75 |
93.75 |
93.75 |
93.75 |
-0.56 |
0 |
21,279 |
+28 |
| Mar09 |
080623 |
94.33 |
94.33 |
94.33 |
94.33 |
-0.56 |
0 |
33 |
+0 |
| Total Volume and Open Interest |
16 |
161,681 |
-2,138 |
| Swiss Franc(CME) |
| Sep08 |
080623 |
95.65 |
95.69 |
95.55 |
95.69 |
-1.07 |
8 |
48,359 |
-4,968 |
| Dec08 |
080623 |
95.77 |
95.77 |
95.77 |
95.77 |
-1.07 |
0 |
999 |
+5 |
| Mar09 |
080623 |
95.88 |
95.88 |
95.88 |
95.88 |
-1.07 |
0 |
85 |
+0 |
| Total Volume and Open Interest |
8 |
49,483 |
+6,705 |
| EuroFX(CME) |
| Sep08 |
080623 |
155.42 |
155.70 |
154.01 |
154.55 |
-1.02 |
22 |
154,876 |
+20,136 |
| Dec08 |
080623 |
154.84 |
154.94 |
153.35 |
153.87 |
-1.01 |
1 |
1,709 |
+16 |
| Mar09 |
080623 |
153.24 |
154.25 |
153.04 |
153.24 |
-1.01 |
0 |
298 |
+2 |
| Total Volume and Open Interest |
185,138 |
136,925 |
+3,931 |
| Mexican Peso(CME) |
| Jul08 |
080623 |
965.2 |
965.2 |
965.2 |
965.2 |
-3.8 |
0 |
9 |
+0 |
| Aug08 |
080623 |
961.2 |
961.2 |
961.2 |
961.2 |
-3.8 |
|
|
|
| Total Volume and Open Interest |
112 |
116,898 |
+4,742 |
| 30-Year T-Bonds(CBOT) |
| Sep08 |
080623 |
113~040 |
113~285 |
113~030 |
113~090 |
-0~055 |
269,567 |
858,351 |
+4,662 |
| Dec08 |
080623 |
112~085 |
112~275 |
112~080 |
112~100 |
-0~080 |
2 |
225 |
-2 |
| Mar09 |
080623 |
111~115 |
111~115 |
111~060 |
111~060 |
-0~055 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
269,569 |
858,593 |
-17,332 |
| 10-Year T-Notes(CBOT) |
| Sep08 |
080623 |
112~070 |
112~200 |
112~040 |
112~080 |
-0~075 |
857,210 |
1,881,619 |
-35,275 |
| Dec08 |
080623 |
110~300 |
110~300 |
110~300 |
110~300 |
-0~085 |
3 |
6,370 |
+0 |
| Mar09 |
080623 |
109~300 |
109~300 |
109~300 |
109~300 |
-0~085 |
|
|
|
| Total Volume and Open Interest |
857,213 |
1,887,989 |
-48,368 |
| 5-Year T-Notes(CBOT) |
| Sep08 |
080623 |
109~037 |
109~059 |
109~012 |
109~027 |
-0~033 |
445,673 |
0 |
+0 |
| Dec08 |
080623 |
108~075 |
108~108 |
108~075 |
108~075 |
-0~033 |
0 |
75 |
+0 |
| Mar09 |
080623 |
108~075 |
108~108 |
108~075 |
108~075 |
-0~033 |
|
|
|
| Total Volume and Open Interest |
613,250 |
1,660,952 |
-31,050 |
| 2 Year T-Notes(CBOT) |
| Sep08 |
080623 |
104~116 |
104~118 |
104~105 |
104~105 |
-0~023 |
276 |
999,660 |
+22,280 |
| Dec08 |
080623 |
104~105 |
104~105 |
104~105 |
104~105 |
-0~023 |
|
|
|
| Mar09 |
080623 |
104~105 |
104~105 |
104~105 |
104~105 |
-0~023 |
|
|
|
| Total Volume and Open Interest |
276 |
1,010,660 |
+70,743 |
| Eurodollars(CME) |
| Sep08 |
080623 |
96.850 |
96.895 |
96.820 |
96.845 |
-0.040 |
9,025 |
1,508,638 |
-3,651 |
| Dec08 |
080623 |
96.505 |
96.555 |
96.455 |
96.475 |
-0.075 |
13,504 |
1,519,761 |
+12,469 |
| Mar09 |
080623 |
96.330 |
96.380 |
96.245 |
96.270 |
-0.115 |
13,149 |
1,254,028 |
-17,394 |
| Jun09 |
080623 |
96.130 |
96.180 |
96.025 |
96.050 |
-0.145 |
5,367 |
1,040,564 |
+7,718 |
| Sep09 |
080623 |
95.905 |
95.960 |
95.790 |
95.820 |
-0.155 |
5,170 |
867,246 |
-13,812 |
| Dec09 |
080623 |
95.660 |
95.705 |
95.540 |
95.570 |
-0.150 |
4,603 |
675,553 |
+5,980 |
| Mar10 |
080623 |
95.485 |
95.530 |
95.365 |
95.400 |
-0.140 |
5,598 |
507,594 |
+4,665 |
| Jun10 |
080623 |
95.330 |
95.375 |
95.220 |
95.255 |
-0.130 |
3,446 |
261,988 |
-8,184 |
| Sep10 |
080623 |
95.225 |
95.260 |
95.110 |
95.150 |
-0.120 |
2,929 |
219,491 |
-3,453 |
| Dec10 |
080623 |
95.115 |
95.155 |
95.020 |
95.060 |
-0.110 |
3,292 |
199,326 |
+82 |
| Mar11 |
080623 |
95.080 |
95.110 |
94.990 |
95.030 |
-0.100 |
2,231 |
141,632 |
+757 |
| Jun11 |
080623 |
95.045 |
95.070 |
94.955 |
95.000 |
-0.085 |
2,893 |
131,832 |
+2,697 |
| Sep11 |
080623 |
94.990 |
95.015 |
94.925 |
94.970 |
-0.075 |
1,681 |
80,530 |
+941 |
| Dec11 |
080623 |
94.940 |
94.960 |
94.870 |
94.915 |
-0.070 |
4,528 |
77,028 |
+704 |
| Mar12 |
080623 |
94.910 |
94.940 |
94.865 |
94.900 |
-0.065 |
2,167 |
92,052 |
-46 |
| Jun12 |
080623 |
94.905 |
94.915 |
94.845 |
94.880 |
-0.060 |
2,125 |
55,816 |
+642 |
| Sep12 |
080623 |
94.870 |
94.890 |
94.810 |
94.860 |
-0.055 |
1,796 |
54,180 |
+455 |
| Dec12 |
080623 |
94.825 |
94.850 |
94.780 |
94.810 |
-0.055 |
1,200 |
38,532 |
-61 |
| Total Volume and Open Interest |
2,559,705 |
8,973,712 |
+86,725 |
| 30 Day Federal Funds(CBOT) |
| Jun08 |
080623 |
97.995 |
98.000 |
97.990 |
97.990 |
unch |
142 |
63,809 |
-52 |
| Jul08 |
080623 |
97.975 |
97.980 |
97.970 |
97.975 |
unch |
137 |
103,746 |
-648 |
| Aug08 |
080623 |
97.900 |
97.915 |
97.895 |
97.905 |
-0.005 |
206 |
144,622 |
+1,383 |
| Sep08 |
080623 |
97.820 |
97.820 |
97.795 |
97.810 |
-0.010 |
325 |
94,290 |
-987 |
| Oct08 |
080623 |
97.680 |
97.700 |
97.660 |
97.675 |
-0.025 |
566 |
105,531 |
+492 |
| Nov08 |
080623 |
97.550 |
97.550 |
97.485 |
97.495 |
-0.045 |
1,106 |
139,415 |
-3,718 |
| Total Volume and Open Interest |
67,555 |
753,747 |
+7,416 |
| 30 Day Fed Funds(e-CBOT) |
| Jun08 |
080623 |
97.995 |
98.000 |
97.990 |
97.990 |
-0.005 |
682 |
63,809 |
-52 |
| Jul08 |
080623 |
97.975 |
97.980 |
97.970 |
97.975 |
-0.005 |
6,676 |
103,746 |
-648 |
| Aug08 |
080623 |
97.900 |
97.915 |
97.895 |
97.905 |
-0.010 |
9,154 |
144,622 |
+1,383 |
| Sep08 |
080623 |
97.820 |
97.820 |
97.795 |
97.810 |
-0.005 |
7,465 |
94,290 |
-987 |
| Oct08 |
080623 |
97.680 |
97.695 |
97.660 |
97.675 |
-0.005 |
9,200 |
105,531 |
+492 |
| Nov08 |
080623 |
97.550 |
97.550 |
97.485 |
97.495 |
-0.025 |
11,787 |
139,415 |
-3,718 |
| Total Volume and Open Interest |
51,226 |
746,242 |
-2,680 |
| 3-Mth Euro-Yen(CME) |
| Sep08 |
080623 |
99.13 |
99.13 |
99.13 |
99.13 |
unch |
60 |
6,624 |
+321 |
| Dec08 |
080623 |
99.03 |
99.03 |
99.03 |
99.03 |
-0.01 |
300 |
2,490 |
-8 |
| Mar09 |
080623 |
98.90 |
98.90 |
98.90 |
98.90 |
unch |
200 |
2,302 |
+57 |
| Jun09 |
080623 |
98.77 |
98.77 |
98.77 |
98.77 |
unch |
0 |
478 |
+200 |
| Sep09 |
080623 |
98.67 |
98.67 |
98.67 |
98.67 |
unch |
0 |
350 |
+0 |
| Dec09 |
080623 |
98.57 |
98.57 |
98.57 |
98.57 |
unch |
0 |
1 |
+0 |
| Mar10 |
080623 |
98.47 |
98.47 |
98.47 |
98.47 |
unch |
|
|
|
| Jun10 |
080623 |
98.42 |
98.42 |
98.42 |
98.42 |
unch |
|
|
|
| Sep10 |
080623 |
98.38 |
98.38 |
98.38 |
98.38 |
unch |
|
|
|
| Dec10 |
080623 |
98.48 |
98.48 |
98.48 |
98.48 |
unch |
|
|
|
| Total Volume and Open Interest |
560 |
12,245 |
+570 |
| 3-Mth Euro-Yen(SGX) |
| Sep08 |
080623 |
99.12 |
99.13 |
99.12 |
99.13 |
+0.00 |
2,985 |
22,373 |
-285 |
| Dec08 |
080623 |
99.03 |
99.03 |
99.03 |
99.03 |
unch |
447 |
14,967 |
+250 |
| Mar09 |
080623 |
98.89 |
98.89 |
98.88 |
98.88 |
unch |
686 |
10,503 |
+456 |
| Jun09 |
080623 |
98.76 |
98.76 |
98.75 |
98.75 |
unch |
652 |
3,925 |
+410 |
| Sep09 |
080623 |
98.65 |
98.65 |
98.65 |
98.65 |
unch |
0 |
1,278 |
+0 |
| Dec09 |
080623 |
98.58 |
98.58 |
98.58 |
98.58 |
unch |
0 |
479 |
+0 |
| Mar10 |
080623 |
98.47 |
98.47 |
98.47 |
98.47 |
unch |
0 |
450 |
+0 |
| Jun10 |
080623 |
98.43 |
98.43 |
98.43 |
98.43 |
unch |
0 |
450 |
+0 |
| Total Volume and Open Interest |
4,770 |
58,585 |
+1,034 |
| Japanese Gov't Bonds(SGX) |
| Sep08 |
080623 |
133.95 |
134.27 |
133.80 |
134.19 |
+0.95 |
1,841 |
18,974 |
+26 |
| Dec08 |
080623 |
134.19 |
134.19 |
134.19 |
134.19 |
+0.53 |
|
|
|
| Mar09 |
080623 |
134.19 |
134.19 |
134.19 |
134.19 |
+0.53 |
|
|
|
| Total Volume and Open Interest |
1,175 |
18,958 |
-16 |
| Euro-Bund(EUREX) |
| Sep08 |
080623 |
110.11 |
110.70 |
110.10 |
110.48 |
+0.22 |
1,143,850 |
1,300,593 |
+28 |
| Dec08 |
080623 |
110.36 |
110.38 |
110.20 |
110.20 |
+0.22 |
121 |
220 |
+1 |
| Mar09 |
080623 |
110.20 |
110.20 |
110.20 |
110.20 |
+0.22 |
|
|
|
| Total Volume and Open Interest |
1,143,971 |
1,300,813 |
+29 |
| Euro-Bobl(EUREX) |
| Sep08 |
080623 |
105.47 |
105.94 |
105.47 |
105.82 |
+0.67 |
498,009 |
925,003 |
+5,470 |
| Dec08 |
080623 |
105.68 |
105.75 |
105.68 |
105.74 |
+0.24 |
4 |
0 |
+0 |
| Mar09 |
080623 |
105.74 |
105.74 |
105.74 |
105.74 |
+0.24 |
|
|
|
| Total Volume and Open Interest |
612,682 |
902,510 |
-22,493 |
| 3-Mth Euribor(EUREX) |
| Jun08 |
080616 |
95.035 |
95.040 |
95.035 |
95.040 |
+0.005 |
885 |
22,674 |
-320 |
| Sep08 |
080623 |
94.870 |
94.880 |
94.870 |
94.875 |
+0.020 |
538 |
17,211 |
-136 |
| Dec08 |
080623 |
94.720 |
94.730 |
94.720 |
94.720 |
+0.020 |
219 |
6,643 |
+166 |
| Total Volume and Open Interest |
1,049 |
32,528 |
+49 |
| Long Gilt(LIFFE) |
| Jun08 |
080623 |
104~14 |
104~21 |
104~12 |
104~16 |
+0~05 |
1,073 |
15,371 |
-878 |
| Sep08 |
080623 |
104~07 |
104~18 |
104~05 |
104~11 |
+0~05 |
55,903 |
324,184 |
+1,933 |
| Total Volume and Open Interest |
56,976 |
339,555 |
+3,600 |
| 3-Mth Short Sterling(LIFFE) |
| Sep08 |
080623 |
93.77 |
93.77 |
93.77 |
93.77 |
+0.06 |
49,946 |
455,972 |
+2,586 |
| Dec08 |
080623 |
93.65 |
93.65 |
93.65 |
93.65 |
+0.07 |
60,642 |
543,754 |
-12,944 |
| Mar09 |
080623 |
93.68 |
93.68 |
93.68 |
93.68 |
+0.04 |
83,188 |
467,946 |
+1,843 |
| Jun09 |
080623 |
93.67 |
93.67 |
93.67 |
93.67 |
+0.02 |
58,937 |
379,925 |
-6,716 |
| Sep09 |
080623 |
93.66 |
93.66 |
93.66 |
93.66 |
+0.03 |
44,098 |
196,408 |
-687 |
| Dec09 |
080623 |
93.65 |
93.65 |
93.65 |
93.65 |
+0.04 |
31,074 |
175,585 |
+2,709 |
| Total Volume and Open Interest |
350,514 |
2,408,977 |
+7,209 |
| 3-Mth Euribor(LIFFE) |
| Sep08 |
080623 |
94.850 |
94.885 |
94.845 |
94.875 |
+0.020 |
137,417 |
651,437 |
-8,329 |
| Dec08 |
080623 |
94.700 |
94.745 |
94.690 |
94.720 |
+0.020 |
152,976 |
629,625 |
+9,770 |
| Mar09 |
080623 |
94.655 |
94.740 |
94.650 |
94.715 |
+0.045 |
166,238 |
486,965 |
+5,496 |
| Total Volume and Open Interest |
854,862 |
3,145,022 |
+25,150 |
| 3-Mth Aus T-Bills(SFE) |
| Sep08 |
080623 |
91.96 |
91.97 |
91.90 |
91.95 |
-0.01 |
18,362 |
365,188 |
+5,947 |
| Dec08 |
080623 |
91.81 |
91.84 |
91.77 |
91.82 |
+0.01 |
22,296 |
201,866 |
+8,649 |
| Mar09 |
080623 |
91.78 |
91.81 |
91.74 |
91.79 |
unch |
14,419 |
104,614 |
+4,154 |
| Jun09 |
080623 |
91.79 |
91.83 |
91.78 |
91.82 |
+0.02 |
6,198 |
74,465 |
+3,793 |
| Sep09 |
080623 |
91.85 |
91.90 |
91.85 |
91.88 |
+0.01 |
1,859 |
46,750 |
-161 |
| Dec09 |
080623 |
91.95 |
91.98 |
91.95 |
91.97 |
+0.02 |
2,244 |
27,270 |
-453 |
| Mar10 |
080623 |
92.04 |
92.06 |
92.03 |
92.04 |
+0.02 |
534 |
16,742 |
+371 |
| Jun10 |
080623 |
92.11 |
92.12 |
92.10 |
92.12 |
+0.02 |
377 |
5,320 |
+73 |
| Sep10 |
080623 |
92.15 |
92.17 |
92.15 |
92.17 |
+0.03 |
10 |
1,501 |
-78 |
| Dec10 |
080623 |
92.20 |
92.20 |
92.20 |
92.20 |
+0.02 |
57 |
1,110 |
-79 |
| Total Volume and Open Interest |
84,532 |
846,153 |
+22,186 |
| 10-Year Aus T-Bonds(SFE) |
| Sep08 |
080623 |
93.38 |
93.46 |
93.36 |
93.45 |
+0.12 |
17,818 |
444,444 |
+3,108 |
| Dec08 |
080623 |
93.45 |
93.45 |
93.45 |
93.45 |
+0.12 |
|
|
|
| Total Volume and Open Interest |
17,818 |
444,444 |
+3,108 |
| 3-Year Aus T-Bonds(SFE) |
| Sep08 |
080623 |
93.08 |
93.12 |
93.05 |
93.11 |
+0.07 |
56,249 |
437,304 |
+1,295 |
| Dec08 |
080623 |
93.11 |
93.11 |
93.11 |
93.11 |
+0.07 |
|
|
|
| Total Volume and Open Interest |
56,249 |
437,304 |
+1,295 |
| Gold(CMX) |
| Jun08 |
080623 |
903.4 |
903.4 |
879.2 |
884.8 |
-16.5 |
21 |
212 |
-16 |
| Aug08 |
080623 |
903.7 |
909.7 |
877.4 |
887.2 |
-16.5 |
90,239 |
255,596 |
+1,201 |
| Oct08 |
080623 |
913.4 |
913.7 |
882.4 |
891.9 |
-16.5 |
246 |
12,650 |
-5 |
| Dec08 |
080623 |
913.3 |
919.3 |
888.0 |
896.7 |
-16.5 |
2,573 |
56,853 |
+1,048 |
| Feb09 |
080623 |
919.8 |
920.0 |
895.6 |
901.9 |
-16.5 |
40 |
18,812 |
+3 |
| Apr09 |
080623 |
906.0 |
907.0 |
906.0 |
907.0 |
-16.5 |
101 |
12,419 |
+67 |
| Jun09 |
080623 |
932.0 |
932.0 |
906.9 |
912.5 |
-16.4 |
261 |
15,156 |
+82 |
| Aug09 |
080623 |
918.3 |
918.3 |
918.3 |
918.3 |
-16.3 |
177 |
5,979 |
+176 |
| Oct09 |
080623 |
922.2 |
924.1 |
922.2 |
924.1 |
-16.2 |
125 |
931 |
+100 |
| Dec09 |
080623 |
924.2 |
930.3 |
924.2 |
930.3 |
-16.2 |
96 |
13,019 |
+24 |
| Feb10 |
080623 |
936.8 |
936.8 |
936.8 |
936.8 |
-16.1 |
5 |
113 |
+0 |
| Apr10 |
080623 |
943.3 |
943.3 |
943.3 |
943.3 |
-16.0 |
5 |
11 |
+0 |
| Total Volume and Open Interest |
158,039 |
408,833 |
+12,714 |
| Silver(CMX) |
| Jul08 |
080623 |
1721.0 |
1721.0 |
1660.0 |
1679.0 |
-60.7 |
22,506 |
46,329 |
-2,908 |
| Sep08 |
080623 |
1689.0 |
1689.6 |
1688.0 |
1689.6 |
-60.9 |
7,733 |
36,312 |
+2,427 |
| Dec08 |
080623 |
1704.6 |
1704.6 |
1704.6 |
1704.6 |
-60.9 |
511 |
24,767 |
+28 |
| Mar09 |
080623 |
1719.4 |
1719.4 |
1719.4 |
1719.4 |
-61.0 |
30 |
6,777 |
+7 |
| May09 |
080623 |
1729.3 |
1729.3 |
1729.3 |
1729.3 |
-61.1 |
6 |
2,782 |
+0 |
| Jul09 |
080623 |
1738.9 |
1738.9 |
1738.9 |
1738.9 |
-61.1 |
102 |
4,191 |
+101 |
| Sep09 |
080623 |
1748.3 |
1748.3 |
1748.3 |
1748.3 |
-61.1 |
6 |
437 |
+2 |
| Total Volume and Open Interest |
31,003 |
134,308 |
+3,198 |
| Platinum(NYMEX) |
| Jul08 |
080623 |
2039.2 |
2039.2 |
2039.2 |
2039.2 |
-23.2 |
2,254 |
7,984 |
-970 |
| Oct08 |
080623 |
2045.7 |
2045.7 |
2045.7 |
2045.7 |
-23.2 |
1,578 |
8,051 |
+1,332 |
| Jan09 |
080623 |
2048.7 |
2048.7 |
2048.7 |
2048.7 |
-23.2 |
10 |
82 |
+10 |
| Total Volume and Open Interest |
3,842 |
16,117 |
-213 |
| Palladium(NYMEX) |
| Jun08 |
080623 |
471.90 |
471.90 |
471.90 |
471.90 |
-4.95 |
20 |
47 |
+0 |
| Sep08 |
080623 |
478.00 |
484.90 |
470.60 |
474.25 |
-4.95 |
739 |
14,945 |
-151 |
| Dec08 |
080623 |
478.15 |
478.15 |
478.15 |
478.15 |
-4.95 |
7 |
2,223 |
-2 |
| Total Volume and Open Interest |
768 |
17,259 |
+216 |
| Copper(CMX) |
| Jul08 |
080623 |
383.25 |
385.05 |
377.05 |
380.95 |
-2.25 |
6,848 |
20,174 |
-781 |
| Sep08 |
080623 |
382.10 |
384.80 |
376.95 |
380.80 |
-2.25 |
6,472 |
52,692 |
+2,392 |
| Dec08 |
080623 |
378.80 |
381.00 |
375.00 |
378.25 |
-1.90 |
599 |
17,550 |
+369 |
| Mar09 |
080623 |
375.00 |
375.00 |
371.35 |
374.75 |
-1.95 |
199 |
4,894 |
+102 |
| May09 |
080623 |
369.90 |
372.15 |
369.45 |
372.15 |
-2.25 |
5 |
761 |
+0 |
| Total Volume and Open Interest |
28,146 |
106,386 |
+1,521 |
| Aluminum(CMX) |
| Jun08 |
080623 |
1.42 |
1.42 |
1.42 |
1.42 |
-140.83 |
|
|
|
| Jul08 |
080623 |
1.43 |
1.43 |
1.43 |
1.43 |
-141.57 |
|
|
|
| Aug08 |
080623 |
1.44 |
1.44 |
1.44 |
1.44 |
-142.31 |
|
|
|
| Sep08 |
080623 |
1.44 |
1.44 |
1.44 |
1.44 |
-143.06 |
|
|
|
| Oct08 |
080623 |
1.45 |
1.45 |
1.45 |
1.45 |
-143.80 |
|
|
|
| Nov08 |
080623 |
1.46 |
1.46 |
1.46 |
1.46 |
-144.54 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| DJIA Index(CBOT) |
| Sep08 |
080623 |
11891 |
11915 |
11810 |
11831 |
-13 |
1,911 |
22,568 |
-513 |
| Dec08 |
080623 |
11841 |
11865 |
11841 |
11841 |
-13 |
2 |
1,855 |
+1 |
| Mar09 |
080623 |
11854 |
11867 |
11854 |
11854 |
-13 |
|
|
|
| Jun09 |
080623 |
11910 |
11910 |
11865 |
11865 |
-13 |
|
|
|
| Total Volume and Open Interest |
4,768 |
25,799 |
|
| S & P 500(CME) |
| Sep08 |
080623 |
1323.70 |
1325.20 |
1316.40 |
1318.30 |
-0.70 |
24,006 |
484,102 |
+817 |
| Dec08 |
080623 |
1319.50 |
1323.00 |
1319.50 |
1321.30 |
-0.70 |
21 |
14,092 |
+113 |
| Mar09 |
080623 |
1325.30 |
1325.30 |
1325.30 |
1325.30 |
-0.70 |
0 |
8 |
+0 |
| Jun09 |
080623 |
1329.30 |
1329.30 |
1329.30 |
1329.30 |
-0.70 |
0 |
10 |
+1 |
| Total Volume and Open Interest |
24,027 |
498,424 |
-151,103 |
| S & P 500 E-Mini(Globex) |
| Sep08 |
080623 |
1320.75 |
1327.75 |
1316.25 |
1318.25 |
-0.75 |
2,322,976 |
1,866,478 |
+9,691 |
| Dec08 |
080623 |
1322.00 |
1329.75 |
1319.50 |
1321.25 |
-0.75 |
377 |
5,345 |
+167 |
| Total Volume and Open Interest |
2,356,286 |
1,868,300 |
-943,783 |
| NASDAQ 100(CME) |
| Sep08 |
080623 |
1946.00 |
1950.00 |
1917.50 |
1918.00 |
-23.50 |
5,582 |
23,792 |
+219 |
| Dec08 |
080623 |
1929.30 |
1929.30 |
1929.30 |
1929.30 |
-23.50 |
0 |
2 |
+0 |
| Mar09 |
080623 |
1937.30 |
1937.30 |
1937.30 |
1937.30 |
-23.50 |
|
|
|
| Total Volume and Open Interest |
5,582 |
23,794 |
-29,832 |
| NASDAQ 100 E-Mini(Globex) |
| Sep08 |
080623 |
1943.00 |
1952.00 |
1917.50 |
1918.00 |
-23.50 |
541,065 |
275,249 |
-2,898 |
| Dec08 |
080623 |
1957.00 |
1959.00 |
1929.30 |
1929.30 |
-23.50 |
5 |
8 |
+1 |
| Total Volume and Open Interest |
543,271 |
495,751 |
+31,418 |
| S & P Midcap 400(CME) |
| Sep08 |
080623 |
859.00 |
861.50 |
853.00 |
853.20 |
-3.40 |
73 |
4,464 |
-35 |
| Dec08 |
080623 |
858.20 |
858.20 |
858.20 |
858.20 |
-3.40 |
0 |
2 |
+0 |
| Mar09 |
080623 |
863.20 |
863.20 |
863.20 |
863.20 |
-3.40 |
|
|
|
| Total Volume and Open Interest |
73 |
4,466 |
-2,737 |
| Russell 2000(CME) |
| Sep08 |
080623 |
729.00 |
730.00 |
717.00 |
717.10 |
-8.60 |
458 |
29,243 |
+280 |
| Total Volume and Open Interest |
458 |
52,328 |
+567 |
| Russell 2000 E-Mini(Globex) |
| Jun08 |
080620 |
737.30 |
738.30 |
732.60 |
734.40 |
-3.10 |
79,975 |
165,609 |
-67,256 |
| Sep08 |
080623 |
725.70 |
731.50 |
717.00 |
717.10 |
-8.60 |
288,338 |
600,002 |
+9,658 |
| Total Volume and Open Interest |
309,929 |
590,325 |
-184,455 |
| Nikkei 225(CME) |
| Sep08 |
080623 |
13750 |
13940 |
13665 |
13830 |
-130 |
78,748 |
150,828 |
+3,162 |
| Dec08 |
080623 |
13655 |
13890 |
13635 |
13815 |
-85 |
22 |
140 |
+19 |
| Total Volume and Open Interest |
78,770 |
152,199 |
+3,181 |
| Nikkei 225(SGX) |
| Sep08 |
080623 |
13750 |
13940 |
13665 |
13830 |
-130 |
78,748 |
150,828 |
+3,162 |
| Dec08 |
080623 |
13655 |
13890 |
13635 |
13815 |
-85 |
22 |
140 |
+19 |
| Mar09 |
080623 |
13830 |
13830 |
13830 |
13830 |
-85 |
|
|
|
| Total Volume and Open Interest |
78,770 |
152,199 |
+3,181 |
| CAC 40(EURONEXT) |
| Jul08 |
080623 |
4511.0 |
4552.0 |
4500.5 |
4523.5 |
+4.5 |
166,688 |
418,174 |
+46,038 |
| Aug08 |
080623 |
4542.5 |
4559.0 |
4528.5 |
4539.5 |
+5.5 |
71 |
1,218 |
+27 |
| Sep08 |
080623 |
4537.5 |
4581.0 |
4537.5 |
4557.0 |
+2.0 |
1,643 |
35,312 |
-1,120 |
| Total Volume and Open Interest |
195,936 |
455,694 |
-532,210 |
| Hang Seng Index(HKFE) |
| Jun08 |
080623 |
22500 |
22860 |
22365 |
22660 |
-50 |
6,456 |
9,996 |
+6,997 |
| Jul08 |
080623 |
22579 |
22893 |
22400 |
22705 |
-48 |
150 |
130 |
-295 |
| Total Volume and Open Interest |
6,631 |
10,222 |
+6,712 |
| DAX(EUREX) |
| Sep08 |
080623 |
6650.0 |
6698.5 |
6641.0 |
6668.5 |
+15.5 |
211,018 |
173,083 |
+22,192 |
| Dec08 |
080623 |
6751.5 |
6773.0 |
6719.5 |
6745.5 |
+14.5 |
8,236 |
11,987 |
+3,864 |
| Mar09 |
080623 |
6832.5 |
6860.0 |
6806.5 |
6832.0 |
|
|
|
|
| FT-SE 100(EURONEXT) |
| Sep08 |
080623 |
5651.00 |
5720.00 |
5628.00 |
5706.00 |
+37.00 |
130,667 |
460,994 |
-3,317 |
| Dec08 |
080623 |
5689.50 |
5752.50 |
5689.50 |
5750.50 |
+35.50 |
0 |
4,456 |
+0 |
| Mar09 |
080623 |
5771.00 |
5771.00 |
5771.00 |
5771.00 |
+31.50 |
0 |
37 |
+0 |
| Total Volume and Open Interest |
149,054 |
583,901 |
-7,304 |
| SPI 200(SFE) |
| Jun08 |
080619 |
5358.0 |
5388.0 |
5357.0 |
5384.0 |
-51.0 |
85,029 |
302,439 |
-55,723 |
| Sep08 |
080623 |
5217.0 |
5307.0 |
5213.0 |
5277.0 |
-32.0 |
29,291 |
239,249 |
+13,781 |
| Dec08 |
080623 |
5310.0 |
5329.0 |
5310.0 |
5329.0 |
-32.0 |
52 |
2,018 |
+32 |
| Total Volume and Open Interest |
29,343 |
241,427 |
-212,766 |
| GSCI(CME) |
| Jul08 |
080623 |
842.50 |
854.00 |
837.00 |
848.20 |
+6.70 |
228 |
14,875 |
-42 |
| Aug08 |
080623 |
195.14 |
201.14 |
185.64 |
195.14 |
+5.50 |
|
|
|
| Sep08 |
080623 |
196.64 |
203.64 |
188.14 |
196.64 |
+4.00 |
|
|
|
| Total Volume and Open Interest |
250 |
14,922 |
+35 |
| RJ/CRB Index(ICE) |
| Aug08 |
080623 |
596.75 |
599.70 |
594.00 |
594.00 |
-2.50 |
22 |
621 |
-1 |
| Nov08 |
080623 |
607.75 |
612.35 |
606.50 |
606.50 |
-2.50 |
131 |
477 |
+54 |
| Jan09 |
080623 |
614.50 |
614.50 |
612.00 |
612.00 |
-2.50 |
0 |
207 |
+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. |
|
|
