 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Tue July 15, 2008 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug08 |
080715 |
1578.00 |
1604.00 |
1537.25 |
1542.00 |
-40.00 |
3,241 |
69,722 |
-2,359 |
Sep08 |
080715 |
1568.50 |
1589.00 |
1526.00 |
1528.00 |
-40.50 |
1,007 |
27,529 |
+550 |
Nov08 |
080715 |
1557.25 |
1581.50 |
1515.00 |
1516.00 |
-43.00 |
6,767 |
265,172 |
-4,315 |
Jan09 |
080715 |
1571.75 |
1593.25 |
1531.00 |
1531.50 |
-43.00 |
500 |
31,077 |
+146 |
Mar09 |
080715 |
1589.00 |
1605.00 |
1541.00 |
1541.50 |
-42.75 |
155 |
9,418 |
+499 |
May09 |
080715 |
1573.25 |
1599.00 |
1536.00 |
1536.00 |
-42.25 |
138 |
14,645 |
+159 |
Jul09 |
080715 |
1579.00 |
1601.00 |
1540.75 |
1541.00 |
-43.00 |
100 |
10,726 |
+29 |
Total Volume and Open Interest |
142,307 |
468,343 |
+3,494 |
Soybean Meal(CBOT) |
Aug08 |
080715 |
435.40 |
441.50 |
420.60 |
421.80 |
-13.10 |
3,301 |
51,830 |
-906 |
Sep08 |
080715 |
430.50 |
437.00 |
415.50 |
416.80 |
-12.90 |
625 |
31,966 |
-423 |
Oct08 |
080715 |
421.50 |
422.80 |
402.50 |
404.30 |
-13.30 |
134 |
21,997 |
-12 |
Dec08 |
080715 |
415.20 |
423.10 |
399.80 |
401.30 |
-13.90 |
2,983 |
81,194 |
-536 |
Jan09 |
080715 |
419.50 |
421.80 |
403.00 |
403.60 |
-13.90 |
161 |
9,505 |
+56 |
Mar09 |
080715 |
420.50 |
425.70 |
406.50 |
406.50 |
-13.70 |
15 |
5,749 |
+97 |
May09 |
080715 |
421.00 |
421.00 |
404.30 |
404.50 |
-13.80 |
1 |
4,728 |
-90 |
Jul09 |
080715 |
419.90 |
420.70 |
406.50 |
406.50 |
-14.20 |
135 |
4,401 |
+94 |
Total Volume and Open Interest |
58,662 |
220,533 |
+2,067 |
Soybean Oil(CBOT) |
Aug08 |
080715 |
63.78 |
64.24 |
62.10 |
63.03 |
-0.76 |
2,111 |
45,927 |
-178 |
Sep08 |
080715 |
64.05 |
64.50 |
62.50 |
63.40 |
-0.75 |
756 |
34,937 |
-658 |
Oct08 |
080715 |
64.67 |
64.92 |
62.93 |
63.76 |
-0.74 |
194 |
17,041 |
-15 |
Dec08 |
080715 |
65.07 |
65.65 |
63.50 |
64.44 |
-0.76 |
2,718 |
114,821 |
-1,142 |
Jan09 |
080715 |
65.71 |
66.00 |
64.14 |
64.94 |
-0.76 |
367 |
8,203 |
+286 |
Mar09 |
080715 |
66.23 |
66.41 |
64.60 |
65.39 |
-0.76 |
84 |
8,777 |
+162 |
May09 |
080715 |
66.48 |
66.48 |
64.87 |
65.47 |
-0.73 |
64 |
6,448 |
+41 |
Jul09 |
080715 |
66.18 |
66.32 |
64.70 |
65.64 |
-0.76 |
125 |
6,429 |
+109 |
Total Volume and Open Interest |
63,816 |
262,145 |
+1,699 |
Canola(WCE) |
Jul08 |
080714 |
650.0 |
650.0 |
649.3 |
649.3 |
-15.7 |
15 |
0 |
-70,921 |
Total Volume and Open Interest |
8,209 |
96,707 |
-2,497 |
Corn(CBOT) |
Sep08 |
080715 |
661.50 |
672.50 |
643.25 |
648.25 |
-15.50 |
3,799 |
362,158 |
-5,005 |
Dec08 |
080715 |
680.00 |
691.00 |
661.50 |
666.75 |
-15.50 |
11,638 |
567,770 |
-943 |
Mar09 |
080715 |
697.00 |
708.00 |
680.00 |
685.25 |
-15.00 |
2,164 |
123,482 |
+3,797 |
May09 |
080715 |
705.75 |
719.00 |
693.00 |
697.25 |
-15.00 |
967 |
22,786 |
+2,658 |
Jul09 |
080715 |
719.75 |
728.00 |
699.75 |
705.00 |
-15.00 |
272 |
71,294 |
+2,128 |
Sep09 |
080715 |
685.50 |
696.50 |
676.00 |
677.00 |
-13.00 |
134 |
8,508 |
+835 |
Total Volume and Open Interest |
259,786 |
1,289,284 |
+15,356 |
Wheat(CBOT) |
Sep08 |
080715 |
818.00 |
828.50 |
805.00 |
811.00 |
-7.00 |
1,902 |
159,052 |
-1,220 |
Dec08 |
080715 |
841.75 |
852.75 |
830.00 |
834.75 |
-7.50 |
1,340 |
95,449 |
+1,676 |
Mar09 |
080715 |
867.25 |
875.00 |
852.75 |
857.00 |
-8.00 |
118 |
18,806 |
+38 |
May09 |
080715 |
883.00 |
889.50 |
869.00 |
870.00 |
-9.75 |
0 |
2,385 |
+74 |
Jul09 |
080715 |
890.00 |
896.00 |
873.50 |
878.50 |
-7.50 |
141 |
36,195 |
+148 |
Total Volume and Open Interest |
54,035 |
331,030 |
-564 |
Wheat(KCBT) |
Sep08 |
080715 |
851.00 |
860.00 |
838.00 |
844.00 |
-7.00 |
5,874 |
47,974 |
-1,015 |
Dec08 |
080715 |
873.00 |
886.00 |
862.00 |
867.50 |
-5.50 |
2,576 |
29,311 |
+174 |
Mar09 |
080715 |
899.00 |
899.75 |
867.50 |
886.00 |
-7.00 |
115 |
5,171 |
+25 |
May09 |
080715 |
895.00 |
911.75 |
894.00 |
894.00 |
-7.00 |
18 |
693 |
+9 |
Jul09 |
080715 |
901.00 |
910.00 |
889.00 |
890.00 |
-15.00 |
239 |
12,078 |
+70 |
Total Volume and Open Interest |
13,796 |
99,309 |
+818 |
Wheat(MGE) |
Jul08 |
080714 |
981.00 |
981.00 |
981.00 |
981.00 |
unch |
7 |
71 |
+0 |
Sep08 |
080715 |
881.25 |
891.25 |
872.50 |
874.50 |
-5.00 |
688 |
14,552 |
-54 |
Dec08 |
080715 |
894.75 |
908.00 |
886.00 |
889.50 |
-4.50 |
2,086 |
19,696 |
+447 |
Mar09 |
080715 |
916.00 |
920.75 |
904.00 |
905.75 |
-4.50 |
438 |
3,705 |
+181 |
May09 |
080715 |
926.25 |
928.00 |
909.25 |
910.75 |
-7.75 |
130 |
1,565 |
+46 |
Total Volume and Open Interest |
3,325 |
41,027 |
+401 |
Oats(CBOT) |
Sep08 |
080715 |
439.00 |
441.00 |
430.00 |
432.00 |
-7.50 |
20 |
4,918 |
-36 |
Dec08 |
080715 |
451.50 |
462.00 |
441.25 |
449.00 |
-8.50 |
12 |
10,240 |
-25 |
Mar09 |
080715 |
468.25 |
468.25 |
458.25 |
467.00 |
-7.50 |
0 |
1,486 |
-161 |
May09 |
080715 |
475.00 |
482.50 |
475.00 |
475.00 |
-7.50 |
|
|
|
Total Volume and Open Interest |
777 |
16,873 |
-170 |
Rough Rice(CBOT) |
Jul08 |
080714 |
19.94 |
19.94 |
19.94 |
19.94 |
+0.14 |
0 |
79 |
-192 |
Sep08 |
080715 |
17.90 |
17.94 |
17.71 |
17.80 |
-0.10 |
6 |
7,352 |
-92 |
Nov08 |
080715 |
18.10 |
18.13 |
18.00 |
18.03 |
-0.14 |
0 |
4,625 |
-28 |
Jan09 |
080715 |
18.45 |
18.45 |
18.35 |
18.37 |
-0.12 |
0 |
718 |
-11 |
Total Volume and Open Interest |
318 |
13,360 |
-186 |
Live Cattle(CME) |
Aug08 |
080715 |
99.135 |
99.800 |
98.535 |
99.600 |
+0.465 |
36,062 |
74,839 |
-12,191 |
Oct08 |
080715 |
106.430 |
106.950 |
105.700 |
106.885 |
+0.485 |
28,941 |
116,187 |
+6,342 |
Dec08 |
080715 |
109.350 |
110.080 |
108.750 |
110.000 |
+0.550 |
8,111 |
59,580 |
+2,308 |
Feb09 |
080715 |
110.850 |
111.350 |
110.250 |
111.135 |
unch |
1,309 |
23,928 |
+153 |
Apr09 |
080715 |
112.000 |
112.750 |
111.700 |
112.600 |
+0.400 |
1,039 |
14,497 |
+389 |
Jun09 |
080715 |
109.100 |
110.350 |
108.980 |
110.330 |
+0.600 |
463 |
4,829 |
-1 |
Total Volume and Open Interest |
59,556 |
298,447 |
-2,896 |
Feeder Cattle(CME) |
Aug08 |
080715 |
110.100 |
111.900 |
109.200 |
111.450 |
+1.270 |
3,738 |
12,042 |
-1,008 |
Sep08 |
080715 |
112.350 |
113.980 |
112.000 |
113.850 |
+1.150 |
2,469 |
11,354 |
+1,431 |
Oct08 |
080715 |
114.500 |
115.300 |
113.650 |
115.285 |
+0.735 |
724 |
6,722 |
-14 |
Nov08 |
080715 |
115.480 |
116.500 |
114.800 |
116.350 |
+0.670 |
167 |
2,038 |
+35 |
Jan09 |
080715 |
114.000 |
115.400 |
113.750 |
115.400 |
+0.750 |
29 |
1,011 |
+12 |
Mar09 |
080715 |
114.700 |
115.000 |
114.700 |
115.000 |
+0.500 |
8 |
188 |
+3 |
Apr09 |
080715 |
114.950 |
114.950 |
114.950 |
114.950 |
-0.300 |
11 |
82 |
-2 |
Total Volume and Open Interest |
7,819 |
33,051 |
-69 |
Lean Hogs(CME) |
Aug08 |
080715 |
74.285 |
75.725 |
74.285 |
75.080 |
+0.330 |
23,707 |
38,230 |
-8,069 |
Oct08 |
080715 |
70.550 |
72.300 |
70.350 |
72.200 |
+1.315 |
21,260 |
83,297 |
+7,218 |
Dec08 |
080715 |
74.500 |
75.975 |
74.500 |
75.700 |
+0.665 |
6,016 |
63,900 |
+2,292 |
Feb09 |
080715 |
83.350 |
84.100 |
83.300 |
83.535 |
-0.365 |
2,789 |
21,315 |
+951 |
Apr09 |
080715 |
90.450 |
91.100 |
90.200 |
90.450 |
-0.480 |
1,298 |
17,062 |
+325 |
May09 |
080715 |
96.200 |
96.800 |
96.000 |
96.480 |
-0.520 |
75 |
788 |
+50 |
Jun09 |
080715 |
98.700 |
99.600 |
98.635 |
98.885 |
-0.945 |
429 |
13,397 |
+107 |
Jul09 |
080715 |
31.719 |
32.269 |
30.889 |
32.169 |
+0.100 |
78 |
475 |
+15 |
Total Volume and Open Interest |
50,074 |
240,221 |
-1,745 |
Pork Bellies(CME) |
Jul08 |
080715 |
66.600 |
66.600 |
65.500 |
65.650 |
-0.350 |
14 |
123 |
-14 |
Aug08 |
080715 |
66.300 |
66.900 |
65.700 |
65.725 |
-0.325 |
236 |
1,728 |
-26 |
Feb09 |
080715 |
93.000 |
93.000 |
91.000 |
91.200 |
-1.300 |
24 |
100 |
+0 |
Mar09 |
080715 |
94.250 |
94.250 |
94.250 |
94.250 |
unch |
0 |
6 |
+0 |
May09 |
080715 |
29.969 |
29.969 |
29.969 |
29.969 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
159 |
1,998 |
-51 |
Class III Milk(CME) |
Jul08 |
080715 |
18.12 |
18.12 |
18.12 |
18.12 |
+0.01 |
4 |
3,920 |
-2 |
Aug08 |
080715 |
18.60 |
18.75 |
18.55 |
18.66 |
unch |
203 |
4,575 |
+10 |
Sep08 |
080715 |
19.66 |
19.89 |
19.63 |
19.80 |
+0.05 |
95 |
4,343 |
-17 |
Oct08 |
080715 |
19.85 |
19.94 |
19.75 |
19.88 |
+0.06 |
97 |
3,370 |
-21 |
Nov08 |
080715 |
19.77 |
19.94 |
19.72 |
19.91 |
+0.07 |
14 |
3,015 |
-1 |
Total Volume and Open Interest |
1,122 |
33,371 |
+345 |
Cocoa(ICE) |
Jul08 |
080715 |
3075 |
3075 |
3043 |
3043 |
+38 |
2 |
14 |
-2 |
Sep08 |
080715 |
2949 |
3015 |
2926 |
2964 |
+41 |
4,156 |
77,570 |
-45 |
Dec08 |
080715 |
2944 |
3007 |
2931 |
2966 |
+44 |
782 |
40,695 |
+102 |
Mar09 |
080715 |
2927 |
2970 |
2914 |
2945 |
+52 |
66 |
19,306 |
+10 |
May09 |
080715 |
2914 |
2950 |
2912 |
2941 |
+51 |
7 |
3,994 |
+50 |
Jul09 |
080715 |
2937 |
2937 |
2937 |
2937 |
+59 |
2 |
2,858 |
+0 |
Sep09 |
080715 |
2920 |
2950 |
2917 |
2940 |
+52 |
0 |
804 |
+0 |
Total Volume and Open Interest |
9,990 |
147,699 |
-682 |
Coffee "C"(ICE) |
Jul08 |
080715 |
142.00 |
142.00 |
136.95 |
138.50 |
-2.30 |
5 |
132 |
-8 |
Sep08 |
080715 |
142.80 |
144.70 |
139.60 |
140.70 |
-2.20 |
6,455 |
81,981 |
-346 |
Dec08 |
080715 |
147.10 |
148.00 |
143.20 |
144.40 |
-2.15 |
974 |
40,842 |
+64 |
Mar09 |
080715 |
150.00 |
151.15 |
147.75 |
147.90 |
-2.15 |
293 |
12,535 |
-109 |
May09 |
080715 |
153.20 |
153.50 |
149.85 |
150.05 |
-2.15 |
49 |
4,074 |
+3 |
Jul09 |
080715 |
152.00 |
152.15 |
152.00 |
152.15 |
-2.15 |
80 |
1,253 |
+46 |
Total Volume and Open Interest |
9,807 |
144,173 |
-1,784 |
Orange Juice(ICE) |
Sep08 |
080715 |
127.10 |
127.55 |
123.25 |
124.15 |
-3.15 |
1,075 |
19,524 |
-37 |
Nov08 |
080715 |
130.70 |
130.70 |
127.00 |
127.90 |
-3.10 |
272 |
4,202 |
+181 |
Jan09 |
080715 |
133.25 |
133.45 |
129.70 |
130.65 |
-3.20 |
80 |
2,040 |
-37 |
Mar09 |
080715 |
137.20 |
137.20 |
133.05 |
134.10 |
-3.10 |
0 |
2,461 |
+0 |
May09 |
080715 |
136.50 |
136.50 |
136.50 |
136.50 |
-3.10 |
1 |
58 |
+0 |
Jul09 |
080715 |
140.15 |
140.15 |
140.15 |
140.15 |
-3.10 |
0 |
3 |
+0 |
Total Volume and Open Interest |
2,048 |
28,196 |
-485 |
Sugar #11(ICE) |
Oct08 |
080715 |
13.66 |
14.00 |
13.42 |
13.93 |
+0.34 |
55,486 |
374,506 |
-5,746 |
Mar09 |
080715 |
15.20 |
15.59 |
15.03 |
15.56 |
+0.31 |
24,238 |
155,270 |
+5,599 |
May09 |
080715 |
15.32 |
15.76 |
15.16 |
15.70 |
+0.32 |
5,447 |
77,511 |
+545 |
Jul09 |
080715 |
15.44 |
15.86 |
15.20 |
15.81 |
+0.37 |
2,945 |
85,924 |
-854 |
Oct09 |
080715 |
15.78 |
16.11 |
15.49 |
16.08 |
+0.35 |
740 |
65,360 |
-986 |
Total Volume and Open Interest |
74,534 |
819,497 |
+4,278 |
Sugar #14(ICE) |
Sep08 |
080715 |
23.00 |
23.26 |
23.00 |
23.22 |
-0.03 |
187 |
1,317 |
-42 |
Nov08 |
080715 |
23.00 |
23.10 |
23.00 |
23.05 |
unch |
245 |
2,567 |
-240 |
Jan09 |
080715 |
23.00 |
23.03 |
23.00 |
23.03 |
+0.05 |
14 |
1,977 |
+14 |
Mar09 |
080715 |
23.00 |
23.00 |
23.00 |
23.00 |
+0.02 |
14 |
1,501 |
+14 |
May09 |
080715 |
23.00 |
23.00 |
23.00 |
23.00 |
+0.02 |
15 |
709 |
+15 |
Total Volume and Open Interest |
585 |
9,194 |
+298 |
London Cocoa(LCE) |
Jul08 |
080715 |
1604 |
1612 |
1563 |
1566 |
-31 |
7,159 |
43,061 |
-5,893 |
Sep08 |
080715 |
1542 |
1558 |
1526 |
1540 |
+6 |
6,857 |
64,828 |
+2,599 |
Dec08 |
080715 |
1532 |
1550 |
1518 |
1534 |
+8 |
2,062 |
46,456 |
+410 |
Mar09 |
080715 |
1510 |
1528 |
1505 |
1520 |
+12 |
397 |
36,112 |
-34 |
May09 |
080715 |
1521 |
1528 |
1520 |
1521 |
+12 |
0 |
15,184 |
+0 |
Jul09 |
080715 |
1523 |
1523 |
1523 |
1523 |
+11 |
0 |
6,985 |
+0 |
Sep09 |
080715 |
1521 |
1521 |
1518 |
1520 |
+11 |
0 |
1,002 |
+0 |
Total Volume and Open Interest |
23,927 |
217,996 |
+879 |
London Coffee(LCE) |
Jul08 |
080715 |
2445.00 |
2469.00 |
2430.00 |
2440.00 |
+12.00 |
297 |
8,942 |
-1,425 |
Sep08 |
080715 |
2352.00 |
2385.00 |
2333.00 |
2345.00 |
-5.00 |
5,640 |
73,227 |
-470 |
Nov08 |
080715 |
2312.00 |
2335.00 |
2290.00 |
2295.00 |
-17.00 |
1,831 |
24,404 |
+51 |
Jan09 |
080715 |
2280.00 |
2280.00 |
2224.00 |
2242.00 |
-18.00 |
892 |
45,976 |
+632 |
Total Volume and Open Interest |
9,342 |
153,761 |
+1,741 |
London Sugar(LCE) |
Oct08 |
080715 |
389.50 |
397.00 |
389.00 |
393.00 |
+5.30 |
3,840 |
27,336 |
+869 |
Dec08 |
080715 |
399.00 |
403.50 |
395.70 |
399.00 |
+3.30 |
826 |
11,340 |
-91 |
Mar09 |
080715 |
414.70 |
419.00 |
409.50 |
413.90 |
+1.70 |
187 |
13,138 |
-51 |
May09 |
080715 |
421.70 |
421.70 |
416.50 |
416.50 |
-0.10 |
94 |
3,383 |
+77 |
Aug09 |
080715 |
422.40 |
422.40 |
417.00 |
417.50 |
+0.70 |
51 |
4,750 |
+0 |
Total Volume and Open Interest |
7,346 |
67,852 |
+1,058 |
Cotton(ICE) |
Oct08 |
080715 |
69.06 |
71.50 |
68.75 |
70.88 |
+1.74 |
266 |
5,132 |
-6 |
Dec08 |
080715 |
72.10 |
74.18 |
71.58 |
73.71 |
+1.68 |
6,866 |
168,468 |
-727 |
Mar09 |
080715 |
77.95 |
79.50 |
77.00 |
79.14 |
+1.66 |
317 |
30,675 |
-2 |
May09 |
080715 |
79.27 |
81.09 |
79.10 |
81.00 |
+1.72 |
11 |
3,181 |
+2 |
Jul09 |
080715 |
80.70 |
82.42 |
80.70 |
82.42 |
+1.69 |
44 |
6,757 |
+22 |
Oct09 |
080715 |
84.45 |
84.45 |
84.45 |
84.45 |
+1.92 |
0 |
122 |
+0 |
Total Volume and Open Interest |
14,547 |
221,846 |
+399 |
Lumber(CME) |
Jul08 |
080715 |
255.8 |
255.8 |
248.2 |
249.2 |
-7.7 |
194 |
88 |
-125 |
Sep08 |
080715 |
253.8 |
254.0 |
248.6 |
248.7 |
-5.1 |
460 |
9,729 |
-161 |
Nov08 |
080715 |
257.4 |
257.5 |
252.0 |
252.0 |
-3.1 |
204 |
2,769 |
-23 |
Jan09 |
080715 |
269.6 |
271.9 |
268.9 |
271.5 |
unch |
23 |
1,310 |
+10 |
Total Volume and Open Interest |
1,728 |
14,295 |
-166 |
Crude Oil(NYM) |
Aug08 |
080715 |
145.19 |
146.73 |
135.96 |
138.74 |
-6.44 |
252,605 |
154,516 |
-49,362 |
Sep08 |
080715 |
145.71 |
147.40 |
136.54 |
139.37 |
-6.41 |
110,200 |
280,530 |
+18,583 |
Oct08 |
080715 |
145.83 |
147.55 |
137.30 |
139.83 |
-6.30 |
30,436 |
93,104 |
-1,686 |
Nov08 |
080715 |
146.12 |
147.81 |
137.63 |
140.26 |
-6.17 |
13,309 |
68,671 |
-680 |
Dec08 |
080715 |
146.56 |
148.03 |
137.79 |
140.61 |
-6.07 |
22,837 |
179,727 |
-648 |
Jan09 |
080715 |
146.85 |
147.30 |
139.00 |
140.85 |
-6.00 |
4,705 |
34,290 |
+144 |
Feb09 |
080715 |
145.82 |
145.82 |
139.76 |
141.00 |
-5.93 |
1,357 |
16,247 |
-351 |
Mar09 |
080715 |
147.14 |
147.14 |
140.10 |
141.06 |
-5.88 |
841 |
13,656 |
+39 |
Apr09 |
080715 |
141.00 |
141.00 |
141.00 |
141.00 |
-5.86 |
437 |
10,600 |
+238 |
May09 |
080715 |
139.45 |
140.85 |
139.45 |
140.85 |
-5.84 |
272 |
14,412 |
-76 |
Jun09 |
080715 |
146.84 |
146.84 |
139.32 |
140.69 |
-5.81 |
930 |
45,352 |
-270 |
Jul09 |
080715 |
139.72 |
140.54 |
139.72 |
140.54 |
-5.78 |
701 |
19,155 |
+258 |
Aug09 |
080715 |
140.39 |
140.39 |
140.39 |
140.39 |
-5.75 |
277 |
7,360 |
+66 |
Sep09 |
080715 |
140.25 |
140.25 |
140.25 |
140.25 |
-5.71 |
100 |
10,881 |
-40 |
Oct09 |
080715 |
140.12 |
140.12 |
140.12 |
140.12 |
-5.67 |
86 |
6,176 |
+2 |
Nov09 |
080715 |
139.99 |
139.99 |
139.99 |
139.99 |
-5.63 |
146 |
4,537 |
+3 |
Total Volume and Open Interest |
622,010 |
1,356,029 |
+22,092 |
e-miNY Crude Oil(NYM) |
Jul08 |
080619 |
136.100 |
137.850 |
131.650 |
131.925 |
-4.750 |
23,649 |
6,903 |
-1,183 |
Aug08 |
080715 |
145.125 |
146.975 |
135.950 |
138.750 |
-6.425 |
18,342 |
7,279 |
-155 |
Sep08 |
080715 |
145.700 |
147.550 |
136.600 |
139.375 |
-6.400 |
2,118 |
2,278 |
+213 |
Oct08 |
080715 |
147.000 |
147.500 |
137.400 |
139.825 |
-6.300 |
182 |
568 |
-3 |
Nov08 |
080715 |
146.200 |
147.750 |
138.775 |
140.250 |
-6.175 |
276 |
729 |
+246 |
Dec08 |
080715 |
147.100 |
147.100 |
140.600 |
140.600 |
-6.075 |
9 |
59 |
+6 |
Jan09 |
080715 |
140.850 |
140.850 |
140.850 |
140.850 |
-6.000 |
1 |
2 |
+0 |
Feb09 |
080715 |
141.000 |
141.000 |
141.000 |
141.000 |
-5.925 |
1 |
1 |
+0 |
Mar09 |
080715 |
141.050 |
141.050 |
141.050 |
141.050 |
-5.900 |
|
|
|
Apr09 |
080715 |
141.000 |
141.000 |
141.000 |
141.000 |
-5.850 |
0 |
1 |
+0 |
Total Volume and Open Interest |
34,275 |
10,698 |
+782 |
Heating Oil(NYM) |
Aug08 |
080715 |
406.49 |
411.34 |
383.90 |
391.90 |
-14.59 |
31,115 |
40,285 |
-2,414 |
Sep08 |
080715 |
409.91 |
414.71 |
387.42 |
395.07 |
-14.82 |
12,309 |
51,026 |
+3,232 |
Oct08 |
080715 |
417.87 |
417.87 |
391.42 |
398.42 |
-15.02 |
4,781 |
22,169 |
+357 |
Nov08 |
080715 |
421.04 |
421.04 |
395.29 |
402.02 |
-14.92 |
1,564 |
12,807 |
+33 |
Dec08 |
080715 |
424.15 |
424.34 |
399.00 |
405.62 |
-14.82 |
2,164 |
22,654 |
-76 |
Jan09 |
080715 |
426.05 |
426.05 |
403.52 |
408.47 |
-14.67 |
804 |
16,097 |
+70 |
Feb09 |
080715 |
425.36 |
425.36 |
404.57 |
409.27 |
-14.52 |
107 |
4,868 |
+33 |
Mar09 |
080715 |
419.84 |
421.28 |
402.00 |
406.87 |
-14.52 |
102 |
5,233 |
+28 |
Apr09 |
080715 |
416.14 |
416.14 |
400.14 |
402.37 |
-14.52 |
159 |
2,648 |
+40 |
May09 |
080715 |
411.00 |
412.22 |
395.00 |
398.37 |
-14.52 |
128 |
1,546 |
-26 |
Jun09 |
080715 |
408.40 |
408.40 |
393.49 |
395.67 |
-14.47 |
548 |
19,952 |
-256 |
Jul09 |
080715 |
395.02 |
395.02 |
395.02 |
395.02 |
-14.27 |
10 |
1,225 |
+0 |
Total Volume and Open Interest |
72,101 |
224,247 |
+4,411 |
Gasoline(NYMEX) |
Aug08 |
080715 |
355.70 |
359.15 |
330.90 |
338.48 |
-17.29 |
34,567 |
52,511 |
-2,073 |
Sep08 |
080715 |
358.21 |
361.55 |
333.85 |
341.33 |
-17.09 |
19,187 |
64,308 |
+5,108 |
Oct08 |
080715 |
349.14 |
351.60 |
325.90 |
332.93 |
-15.84 |
7,089 |
43,744 |
-122 |
Nov08 |
080715 |
352.90 |
352.90 |
327.90 |
334.78 |
-15.34 |
4,917 |
16,078 |
-131 |
Dec08 |
080715 |
352.50 |
354.50 |
329.71 |
336.58 |
-14.89 |
5,307 |
24,940 |
-361 |
Jan09 |
080715 |
353.35 |
354.40 |
333.72 |
338.93 |
-14.84 |
1,634 |
9,982 |
-617 |
Feb09 |
080715 |
351.33 |
351.33 |
351.33 |
351.33 |
-4.74 |
217 |
4,299 |
-57 |
Mar09 |
080715 |
354.63 |
354.63 |
354.63 |
354.63 |
-4.69 |
314 |
3,250 |
-57 |
Apr09 |
080715 |
370.63 |
370.63 |
370.63 |
370.63 |
-4.69 |
55 |
7,697 |
+41 |
May09 |
080715 |
371.18 |
371.18 |
371.18 |
371.18 |
-4.54 |
25 |
4,490 |
+11 |
Total Volume and Open Interest |
74,056 |
248,005 |
+2,192 |
e-miNY RBOB Gasoline(NYM) |
Aug08 |
080627 |
352.50 |
352.50 |
351.72 |
351.72 |
-0.71 |
0 |
3 |
+0 |
Sep08 |
080715 |
341.33 |
341.33 |
341.33 |
341.33 |
-17.09 |
|
|
|
Oct08 |
080715 |
332.93 |
332.93 |
332.93 |
332.93 |
-15.84 |
|
|
|
Nov08 |
080715 |
334.78 |
334.78 |
334.78 |
334.78 |
-15.34 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Aug08 |
080715 |
11.991 |
12.111 |
11.376 |
11.477 |
-0.482 |
82,334 |
91,923 |
-6,722 |
Sep08 |
080715 |
12.043 |
12.200 |
11.467 |
11.568 |
-0.482 |
23,914 |
118,769 |
+4,457 |
Oct08 |
080715 |
12.265 |
12.310 |
11.589 |
11.681 |
-0.490 |
16,228 |
78,539 |
+745 |
Nov08 |
080715 |
12.611 |
12.635 |
11.930 |
12.011 |
-0.495 |
9,720 |
52,343 |
+1,973 |
Dec08 |
080715 |
12.990 |
13.040 |
12.330 |
12.401 |
-0.495 |
1,884 |
42,331 |
+111 |
Jan09 |
080715 |
13.176 |
13.247 |
12.530 |
12.616 |
-0.490 |
3,752 |
61,804 |
-66 |
Feb09 |
080715 |
13.195 |
13.225 |
12.521 |
12.581 |
-0.490 |
1,121 |
21,631 |
+134 |
Mar09 |
080715 |
12.970 |
12.985 |
11.758 |
12.346 |
-0.490 |
2,733 |
54,735 |
-95 |
Apr09 |
080715 |
11.265 |
11.340 |
10.719 |
10.781 |
-0.420 |
4,167 |
56,516 |
-1,131 |
May09 |
080715 |
11.080 |
11.091 |
10.599 |
10.636 |
-0.422 |
394 |
36,447 |
+28 |
Jun09 |
080715 |
11.195 |
11.195 |
10.677 |
10.718 |
-0.422 |
217 |
18,534 |
+88 |
Jul09 |
080715 |
11.270 |
11.280 |
10.757 |
10.810 |
-0.422 |
131 |
16,713 |
+41 |
Aug09 |
080715 |
11.357 |
11.361 |
10.850 |
10.880 |
-0.422 |
22 |
15,641 |
+6 |
Sep09 |
080715 |
11.390 |
11.410 |
10.860 |
10.913 |
-0.422 |
2 |
14,683 |
+0 |
Oct09 |
080715 |
11.000 |
11.460 |
10.945 |
10.986 |
-0.422 |
2,461 |
33,321 |
-618 |
Nov09 |
080715 |
11.500 |
11.500 |
11.197 |
11.296 |
-0.412 |
30 |
16,559 |
-17 |
Total Volume and Open Interest |
191,862 |
966,405 |
+9,591 |
Brent Crude Oil(ICE) |
Aug08 |
080715 |
143.85 |
145.55 |
134.96 |
138.75 |
-5.17 |
60,871 |
32,633 |
-10,106 |
Sep08 |
080715 |
145.02 |
146.83 |
136.20 |
139.86 |
-5.47 |
91,256 |
104,633 |
+2,441 |
Oct08 |
080715 |
146.00 |
147.74 |
137.11 |
140.75 |
-5.52 |
42,215 |
96,670 |
+7,331 |
Nov08 |
080715 |
146.88 |
148.38 |
137.98 |
141.48 |
-5.54 |
15,680 |
30,094 |
+723 |
Dec08 |
080715 |
147.36 |
148.90 |
138.53 |
141.99 |
-5.56 |
15,590 |
62,580 |
-982 |
Jan09 |
080715 |
147.86 |
149.42 |
140.91 |
142.50 |
-5.56 |
1,733 |
25,748 |
-2 |
Feb09 |
080715 |
141.77 |
142.84 |
141.58 |
142.84 |
-5.54 |
841 |
16,983 |
-16 |
Mar09 |
080715 |
142.19 |
143.00 |
141.72 |
143.00 |
-5.51 |
627 |
10,496 |
-121 |
Apr09 |
080715 |
143.06 |
143.06 |
143.06 |
143.06 |
-5.47 |
249 |
12,161 |
+108 |
May09 |
080715 |
143.04 |
143.04 |
143.04 |
143.04 |
-5.43 |
0 |
5,545 |
+16 |
Jun09 |
080715 |
149.60 |
149.60 |
140.15 |
142.92 |
-5.42 |
726 |
21,367 |
-66 |
Jul09 |
080715 |
142.86 |
142.86 |
142.86 |
142.86 |
-5.35 |
0 |
6,443 |
+0 |
Aug09 |
080715 |
142.76 |
142.76 |
142.76 |
142.76 |
-5.32 |
0 |
2,207 |
+0 |
Sep09 |
080715 |
142.70 |
142.70 |
142.70 |
142.70 |
-5.25 |
0 |
4,924 |
+0 |
Total Volume and Open Interest |
237,195 |
533,431 |
+18,291 |
Gas Oil(ICE) |
Aug08 |
080715 |
1311.00 |
1325.00 |
1243.25 |
1253.50 |
-56.00 |
59,205 |
65,965 |
-3,094 |
Sep08 |
080715 |
1319.75 |
1333.25 |
1251.50 |
1261.50 |
-57.00 |
39,338 |
50,710 |
+3,249 |
Oct08 |
080715 |
1324.00 |
1340.00 |
1259.50 |
1268.00 |
-57.75 |
14,695 |
19,918 |
-320 |
Nov08 |
080715 |
1342.50 |
1343.75 |
1269.25 |
1272.25 |
-58.25 |
5,282 |
13,773 |
-1,184 |
Dec08 |
080715 |
1347.75 |
1349.00 |
1271.00 |
1277.25 |
-58.25 |
5,660 |
35,932 |
+153 |
Jan09 |
080715 |
1277.25 |
1299.75 |
1277.25 |
1283.00 |
-58.50 |
2,840 |
23,099 |
+293 |
Feb09 |
080715 |
1283.75 |
1283.75 |
1283.75 |
1283.75 |
-58.00 |
508 |
7,277 |
+54 |
Mar09 |
080715 |
1279.25 |
1279.25 |
1279.25 |
1279.25 |
-58.50 |
381 |
8,984 |
+37 |
Apr09 |
080715 |
1273.50 |
1273.50 |
1273.50 |
1273.50 |
-58.25 |
165 |
4,611 |
+0 |
May09 |
080715 |
1268.50 |
1268.50 |
1268.50 |
1268.50 |
-57.50 |
283 |
3,052 |
-35 |
Total Volume and Open Interest |
131,632 |
292,188 |
-327 |
Ethanol(CBOT) |
Jul08 |
080703 |
2.863 |
2.863 |
2.863 |
2.863 |
+0.002 |
5 |
269 |
-3 |
Aug08 |
080715 |
2.650 |
2.659 |
2.580 |
2.599 |
-0.103 |
8 |
354 |
+11 |
Sep08 |
080715 |
2.640 |
2.640 |
2.561 |
2.585 |
-0.101 |
10 |
333 |
-6 |
Oct08 |
080715 |
2.650 |
2.650 |
2.620 |
2.620 |
-0.060 |
8 |
228 |
-8 |
Nov08 |
080715 |
2.630 |
2.678 |
2.630 |
2.630 |
-0.048 |
3 |
130 |
+1 |
Dec08 |
080715 |
2.630 |
2.675 |
2.630 |
2.630 |
-0.045 |
5 |
141 |
+2 |
Jan09 |
080715 |
2.640 |
2.693 |
2.640 |
2.640 |
-0.053 |
0 |
149 |
+0 |
Feb09 |
080715 |
2.640 |
2.670 |
2.640 |
2.640 |
-0.030 |
0 |
106 |
+0 |
Total Volume and Open Interest |
34 |
2,566 |
+0 |
US Dollar Index(ICE) |
Sep08 |
080715 |
72.290 |
72.290 |
71.555 |
72.130 |
-0.040 |
3,088 |
35,461 |
-143 |
Dec08 |
080715 |
72.130 |
72.515 |
72.080 |
72.515 |
-0.035 |
39 |
2,494 |
+1 |
Mar09 |
080715 |
72.895 |
72.895 |
72.895 |
72.895 |
-0.035 |
0 |
113 |
+0 |
Total Volume and Open Interest |
8,712 |
38,215 |
+4,299 |
Australian Dollar(CME) |
Sep08 |
080715 |
96.39 |
97.70 |
96.30 |
96.98 |
+0.54 |
163 |
101,700 |
-53 |
Dec08 |
080715 |
95.60 |
96.52 |
95.25 |
95.84 |
+0.52 |
0 |
938 |
+0 |
Mar09 |
080715 |
94.74 |
95.23 |
94.22 |
94.74 |
+0.52 |
0 |
617 |
+0 |
Total Volume and Open Interest |
45,213 |
103,321 |
-178 |
British Pound(CME) |
Sep08 |
080715 |
198.55 |
200.74 |
198.43 |
199.26 |
+0.74 |
22 |
102,430 |
+4,822 |
Dec08 |
080715 |
198.23 |
199.23 |
197.21 |
197.92 |
+0.71 |
0 |
1,206 |
+3 |
Mar09 |
080715 |
196.64 |
197.70 |
195.96 |
196.64 |
+0.68 |
0 |
298 |
+0 |
Total Volume and Open Interest |
100,870 |
99,753 |
+7,305 |
Canadian Dollar(CME) |
Sep08 |
080715 |
99.29 |
100.18 |
99.22 |
99.68 |
+0.27 |
21 |
90,074 |
+1,844 |
Dec08 |
080715 |
99.90 |
100.07 |
99.23 |
99.61 |
+0.27 |
0 |
5,171 |
+36 |
Mar09 |
080715 |
99.66 |
99.82 |
99.29 |
99.56 |
+0.27 |
0 |
1,057 |
-1 |
Jun09 |
080715 |
99.50 |
99.80 |
99.23 |
99.50 |
+0.27 |
0 |
1,070 |
+0 |
Total Volume and Open Interest |
76,240 |
97,129 |
+2,112 |
Japanese Yen(CME) |
Sep08 |
080715 |
94.54 |
96.38 |
94.42 |
95.54 |
+0.97 |
196 |
164,146 |
-613 |
Dec08 |
080715 |
96.32 |
96.85 |
95.00 |
96.06 |
+0.97 |
0 |
22,621 |
+183 |
Mar09 |
080715 |
96.73 |
97.15 |
95.64 |
96.61 |
+0.97 |
0 |
633 |
+400 |
Total Volume and Open Interest |
205,283 |
190,968 |
+10,411 |
Swiss Franc(CME) |
Sep08 |
080715 |
98.34 |
99.93 |
98.30 |
98.74 |
+0.28 |
12 |
60,401 |
+3,207 |
Dec08 |
080715 |
99.15 |
99.96 |
98.45 |
98.83 |
+0.28 |
0 |
1,188 |
+121 |
Mar09 |
080715 |
99.18 |
99.87 |
98.62 |
98.90 |
+0.28 |
0 |
339 |
+0 |
Total Volume and Open Interest |
110,904 |
58,651 |
+6,760 |
EuroFX(CME) |
Sep08 |
080715 |
158.53 |
159.88 |
158.14 |
158.23 |
-0.40 |
59 |
174,525 |
-7,077 |
Dec08 |
080715 |
157.78 |
159.11 |
157.40 |
157.47 |
-0.42 |
3 |
2,469 |
+500 |
Mar09 |
080715 |
157.17 |
158.16 |
156.77 |
156.77 |
-0.42 |
0 |
416 |
+0 |
Total Volume and Open Interest |
253,763 |
186,094 |
+5,550 |
Mexican Peso(CME) |
Jul08 |
080714 |
971.8 |
971.8 |
971.8 |
971.8 |
+1.0 |
|
|
|
Aug08 |
080715 |
966.5 |
966.5 |
965.8 |
966.5 |
+0.8 |
|
|
|
Total Volume and Open Interest |
27,499 |
106,905 |
+3,640 |
30-Year T-Bonds(CBOT) |
Sep08 |
080715 |
116~315 |
117~180 |
116~240 |
116~280 |
+0~045 |
453,957 |
922,730 |
+15,438 |
Dec08 |
080715 |
115~310 |
116~160 |
115~240 |
115~280 |
+0~040 |
422 |
1,240 |
+274 |
Mar09 |
080715 |
115~095 |
115~095 |
114~215 |
114~255 |
+0~040 |
0 |
18 |
+0 |
Total Volume and Open Interest |
462,848 |
913,568 |
+4,264 |
10-Year T-Notes(CBOT) |
Sep08 |
080715 |
115~035 |
116~020 |
114~305 |
115~135 |
+0~145 |
1,229,133 |
1,813,612 |
+22,893 |
Dec08 |
080715 |
114~000 |
114~190 |
113~240 |
114~060 |
+0~140 |
400 |
11,179 |
+251 |
Mar09 |
080715 |
113~060 |
113~060 |
112~240 |
113~060 |
+0~140 |
|
|
|
Total Volume and Open Interest |
1,391,070 |
1,806,050 |
+2,491 |
5-Year T-Notes(CBOT) |
Sep08 |
080715 |
111~055 |
112~030 |
111~049 |
111~096 |
+0~048 |
696,411 |
0 |
+0 |
Dec08 |
080715 |
111~026 |
111~026 |
110~104 |
111~026 |
+0~050 |
1 |
0 |
-15,582 |
Mar09 |
080715 |
111~026 |
111~026 |
110~104 |
111~026 |
+0~050 |
|
|
|
Total Volume and Open Interest |
882,951 |
1,591,508 |
-22,812 |
2 Year T-Notes(CBOT) |
Sep08 |
080715 |
105~125 |
106~048 |
105~123 |
106~015 |
+0~021 |
1,552 |
918,779 |
+16,926 |
Dec08 |
080715 |
105~069 |
105~089 |
105~069 |
105~089 |
+0~021 |
0 |
22 |
+0 |
Mar09 |
080715 |
105~069 |
105~089 |
105~069 |
105~089 |
+0~021 |
|
|
|
Total Volume and Open Interest |
366,246 |
902,350 |
-8,999 |
Eurodollars(CME) |
Sep08 |
080715 |
97.115 |
97.215 |
97.100 |
97.150 |
+0.045 |
8,391 |
1,433,073 |
+30,090 |
Dec08 |
080715 |
96.965 |
97.095 |
96.945 |
97.035 |
+0.085 |
6,053 |
1,675,060 |
+6,470 |
Mar09 |
080715 |
96.935 |
97.100 |
96.920 |
97.010 |
+0.085 |
5,955 |
1,436,463 |
+27,366 |
Jun09 |
080715 |
96.770 |
96.980 |
96.760 |
96.855 |
+0.095 |
2,387 |
1,178,663 |
+16,101 |
Sep09 |
080715 |
96.510 |
96.750 |
96.505 |
96.595 |
+0.090 |
9,501 |
926,479 |
+17,149 |
Dec09 |
080715 |
96.215 |
96.440 |
96.200 |
96.285 |
+0.090 |
5,134 |
729,396 |
+6,345 |
Mar10 |
080715 |
95.980 |
96.200 |
95.970 |
96.050 |
+0.085 |
4,707 |
544,506 |
+2,411 |
Jun10 |
080715 |
95.790 |
96.000 |
95.790 |
95.855 |
+0.075 |
4,122 |
327,298 |
+4,417 |
Sep10 |
080715 |
95.650 |
95.855 |
95.650 |
95.715 |
+0.070 |
2,184 |
230,657 |
+1,876 |
Dec10 |
080715 |
95.570 |
95.740 |
95.565 |
95.595 |
+0.065 |
698 |
217,649 |
+1,818 |
Mar11 |
080715 |
95.535 |
95.690 |
95.515 |
95.545 |
+0.055 |
806 |
149,937 |
+587 |
Jun11 |
080715 |
95.475 |
95.635 |
95.460 |
95.490 |
+0.050 |
1,724 |
132,082 |
-486 |
Sep11 |
080715 |
95.440 |
95.580 |
95.415 |
95.445 |
+0.050 |
501 |
84,133 |
+704 |
Dec11 |
080715 |
95.390 |
95.520 |
95.335 |
95.375 |
+0.050 |
254 |
85,264 |
-867 |
Mar12 |
080715 |
95.350 |
95.480 |
95.310 |
95.340 |
+0.050 |
289 |
96,863 |
-545 |
Jun12 |
080715 |
95.285 |
95.415 |
95.265 |
95.290 |
+0.050 |
317 |
67,407 |
-334 |
Sep12 |
080715 |
95.235 |
95.360 |
95.215 |
95.245 |
+0.050 |
251 |
58,780 |
-524 |
Dec12 |
080715 |
95.175 |
95.265 |
95.140 |
95.170 |
+0.050 |
240 |
40,300 |
-351 |
Total Volume and Open Interest |
3,449,614 |
9,483,746 |
-74,047 |
30 Day Federal Funds(CBOT) |
Jul08 |
080715 |
98.005 |
98.010 |
98.005 |
98.005 |
unch |
25 |
85,370 |
-2,718 |
Aug08 |
080715 |
97.980 |
98.000 |
97.975 |
97.985 |
+0.010 |
71 |
143,071 |
-3,074 |
Sep08 |
080715 |
97.940 |
98.000 |
97.940 |
97.965 |
+0.025 |
101 |
90,342 |
-2,559 |
Oct08 |
080715 |
97.900 |
97.990 |
97.870 |
97.940 |
+0.045 |
43 |
102,421 |
+942 |
Nov08 |
080715 |
97.865 |
97.935 |
97.815 |
97.890 |
+0.075 |
18 |
123,643 |
+452 |
Dec08 |
080715 |
97.805 |
97.925 |
97.790 |
97.865 |
+0.075 |
0 |
48,533 |
+210 |
Total Volume and Open Interest |
69,184 |
643,852 |
-5,940 |
30 Day Fed Funds(e-CBOT) |
Jul08 |
080715 |
98.005 |
98.010 |
98.005 |
98.005 |
unch |
3,381 |
85,370 |
-2,718 |
Aug08 |
080715 |
97.980 |
98.000 |
97.980 |
97.985 |
+0.010 |
7,525 |
143,071 |
-3,074 |
Sep08 |
080715 |
97.940 |
98.000 |
97.940 |
97.970 |
+0.030 |
8,493 |
90,342 |
-2,559 |
Oct08 |
080715 |
97.900 |
97.990 |
97.900 |
97.950 |
+0.055 |
6,536 |
102,421 |
+942 |
Nov08 |
080715 |
97.865 |
97.935 |
97.850 |
97.890 |
+0.075 |
7,833 |
123,643 |
+452 |
Dec08 |
080715 |
97.805 |
97.920 |
97.805 |
97.865 |
+0.075 |
5,045 |
48,533 |
+210 |
Total Volume and Open Interest |
41,192 |
632,789 |
-10,182 |
3-Mth Euro-Yen(CME) |
Sep08 |
080715 |
99.15 |
99.15 |
99.15 |
99.15 |
unch |
13 |
6,368 |
-1,249 |
Dec08 |
080715 |
99.13 |
99.13 |
99.13 |
99.13 |
unch |
0 |
2,489 |
+0 |
Mar09 |
080715 |
99.08 |
99.08 |
99.08 |
99.08 |
unch |
0 |
1,772 |
+0 |
Jun09 |
080715 |
99.02 |
99.02 |
99.02 |
99.02 |
+0.03 |
0 |
472 |
+0 |
Sep09 |
080715 |
98.95 |
98.95 |
98.95 |
98.95 |
+0.04 |
0 |
540 |
+0 |
Dec09 |
080715 |
98.88 |
98.88 |
98.88 |
98.88 |
+0.04 |
0 |
1 |
+0 |
Mar10 |
080715 |
98.77 |
98.77 |
98.77 |
98.77 |
+0.04 |
|
|
|
Jun10 |
080715 |
98.72 |
98.72 |
98.72 |
98.72 |
+0.04 |
|
|
|
Sep10 |
080715 |
98.71 |
98.71 |
98.71 |
98.71 |
+0.08 |
|
|
|
Dec10 |
080715 |
98.81 |
98.81 |
98.81 |
98.81 |
+0.08 |
|
|
|
Total Volume and Open Interest |
13 |
11,642 |
-1,249 |
3-Mth Euro-Yen(SGX) |
Sep08 |
080715 |
99.15 |
99.15 |
99.14 |
99.15 |
+0.01 |
204 |
21,622 |
-313 |
Dec08 |
080715 |
99.12 |
99.15 |
99.12 |
99.15 |
+0.03 |
25 |
15,192 |
-32 |
Mar09 |
080715 |
99.09 |
99.11 |
99.08 |
99.11 |
+0.03 |
20 |
9,748 |
-28 |
Jun09 |
080715 |
99.02 |
99.04 |
99.02 |
99.04 |
+0.06 |
35 |
4,577 |
-25 |
Sep09 |
080715 |
98.98 |
98.99 |
98.98 |
98.98 |
+0.08 |
2 |
1,368 |
+0 |
Dec09 |
080715 |
98.92 |
98.92 |
98.92 |
98.92 |
+0.08 |
0 |
479 |
+0 |
Mar10 |
080715 |
98.81 |
98.81 |
98.81 |
98.81 |
+0.08 |
0 |
450 |
+0 |
Jun10 |
080715 |
98.75 |
98.75 |
98.75 |
98.75 |
+0.08 |
0 |
450 |
+0 |
Total Volume and Open Interest |
286 |
58,444 |
-90 |
Japanese Gov't Bonds(SGX) |
Sep08 |
080715 |
136.40 |
136.79 |
136.37 |
136.61 |
+0.43 |
1,169 |
15,946 |
-3,342 |
Dec08 |
080715 |
136.61 |
136.61 |
136.61 |
136.61 |
+0.43 |
|
|
|
Mar09 |
080715 |
136.61 |
136.61 |
136.61 |
136.61 |
+0.43 |
|
|
|
Total Volume and Open Interest |
1,169 |
15,946 |
-1,799 |
Euro-Bund(EUREX) |
Sep08 |
080715 |
112.39 |
112.88 |
112.24 |
112.42 |
+0.14 |
1,097,273 |
1,241,223 |
-32,891 |
Dec08 |
080715 |
112.10 |
112.49 |
111.97 |
112.15 |
+0.14 |
2,143 |
2,575 |
+1,987 |
Mar09 |
080715 |
112.15 |
112.15 |
112.15 |
112.15 |
+0.14 |
|
|
|
Total Volume and Open Interest |
1,099,416 |
1,243,798 |
-30,904 |
Euro-Bobl(EUREX) |
Sep08 |
080709 |
106.80 |
107.00 |
106.47 |
106.78 |
+0.70 |
564,313 |
911,500 |
+1,611 |
Dec08 |
080715 |
107.10 |
107.10 |
107.10 |
107.10 |
+0.20 |
0 |
4,410 |
+0 |
Mar09 |
080715 |
107.02 |
107.02 |
107.02 |
107.02 |
+0.20 |
|
|
|
Total Volume and Open Interest |
608,636 |
888,488 |
-1,740 |
3-Mth Euribor(EUREX) |
Sep08 |
080715 |
94.975 |
94.990 |
94.970 |
94.990 |
+0.020 |
439 |
18,987 |
-73 |
Dec08 |
080715 |
94.925 |
94.975 |
94.925 |
94.955 |
+0.025 |
271 |
7,563 |
-2 |
Mar09 |
080715 |
95.045 |
95.105 |
95.045 |
95.065 |
+0.035 |
309 |
3,606 |
-23 |
Total Volume and Open Interest |
1,078 |
35,439 |
-104 |
Long Gilt(LIFFE) |
Sep08 |
080715 |
106~17 |
107~03 |
106~11 |
106~21 |
+0~10 |
53,310 |
317,704 |
+2,733 |
Dec08 |
080715 |
108~24 |
108~24 |
108~19 |
108~19 |
+0~07 |
0 |
50 |
+0 |
Total Volume and Open Interest |
71,921 |
315,021 |
+7,143 |
3-Mth Short Sterling(LIFFE) |
Sep08 |
080715 |
94.11 |
94.16 |
94.05 |
94.13 |
+0.04 |
50,013 |
369,126 |
+4,604 |
Dec08 |
080715 |
94.13 |
94.20 |
94.04 |
94.16 |
+0.07 |
45,217 |
481,108 |
-6,752 |
Mar09 |
080715 |
94.28 |
94.41 |
94.19 |
94.35 |
+0.11 |
81,216 |
444,244 |
-11,118 |
Jun09 |
080715 |
94.33 |
94.49 |
94.26 |
94.42 |
+0.14 |
56,352 |
337,353 |
-5,511 |
Sep09 |
080715 |
94.31 |
94.49 |
94.25 |
94.42 |
+0.15 |
29,700 |
178,231 |
-628 |
Dec09 |
080715 |
94.26 |
94.44 |
94.21 |
94.37 |
+0.14 |
13,400 |
177,141 |
+1,224 |
Total Volume and Open Interest |
409,297 |
2,217,846 |
-29,397 |
3-Mth Euribor(LIFFE) |
Sep08 |
080715 |
94.985 |
94.995 |
94.965 |
94.990 |
+0.020 |
95,912 |
627,966 |
-12,780 |
Dec08 |
080715 |
94.935 |
94.980 |
94.920 |
94.955 |
+0.025 |
140,770 |
612,324 |
-1,236 |
Mar09 |
080715 |
95.020 |
95.120 |
95.020 |
95.065 |
+0.035 |
180,086 |
481,198 |
-72 |
Total Volume and Open Interest |
847,534 |
3,157,198 |
-9,982 |
3-Mth Aus T-Bills(SFE) |
Sep08 |
080715 |
92.16 |
92.18 |
92.14 |
92.17 |
unch |
9,400 |
333,286 |
+4,284 |
Dec08 |
080715 |
92.13 |
92.18 |
92.13 |
92.17 |
+0.04 |
11,034 |
214,670 |
-4,750 |
Mar09 |
080715 |
92.16 |
92.24 |
92.16 |
92.22 |
+0.05 |
6,760 |
104,123 |
-1,181 |
Jun09 |
080715 |
92.20 |
92.30 |
92.20 |
92.28 |
+0.07 |
3,663 |
76,720 |
-895 |
Sep09 |
080715 |
92.32 |
92.36 |
92.30 |
92.35 |
+0.08 |
1,843 |
47,555 |
+1,263 |
Dec09 |
080715 |
92.40 |
92.44 |
92.37 |
92.43 |
+0.09 |
1,022 |
32,710 |
+778 |
Mar10 |
080715 |
92.46 |
92.51 |
92.45 |
92.50 |
+0.08 |
200 |
19,717 |
+54 |
Jun10 |
080715 |
92.50 |
92.56 |
92.50 |
92.56 |
+0.08 |
371 |
7,704 |
+7 |
Sep10 |
080715 |
92.59 |
92.59 |
92.59 |
92.59 |
+0.07 |
0 |
1,312 |
-5 |
Dec10 |
080715 |
92.60 |
92.62 |
92.60 |
92.62 |
+0.09 |
0 |
1,020 |
+0 |
Total Volume and Open Interest |
45,643 |
840,222 |
-410 |
10-Year Aus T-Bonds(SFE) |
Sep08 |
080715 |
93.69 |
93.73 |
93.67 |
93.71 |
+0.11 |
28,162 |
426,066 |
+1,194 |
Dec08 |
080715 |
93.71 |
93.71 |
93.71 |
93.71 |
+0.11 |
|
|
|
Total Volume and Open Interest |
44,942 |
426,066 |
+1,194 |
3-Year Aus T-Bonds(SFE) |
Sep08 |
080715 |
93.49 |
93.56 |
93.48 |
93.54 |
+0.10 |
40,368 |
439,861 |
-12,957 |
Dec08 |
080715 |
93.54 |
93.54 |
93.54 |
93.54 |
+0.10 |
|
|
|
Total Volume and Open Interest |
74,373 |
439,861 |
-12,957 |
Gold(CMX) |
Aug08 |
080715 |
974.2 |
989.6 |
968.7 |
978.7 |
+5.0 |
159,779 |
262,975 |
-1,096 |
Oct08 |
080715 |
979.5 |
994.5 |
974.5 |
983.9 |
+5.0 |
6,075 |
17,298 |
+2,129 |
Dec08 |
080715 |
983.8 |
999.4 |
979.5 |
989.0 |
+4.9 |
22,166 |
92,150 |
+5,167 |
Feb09 |
080715 |
987.0 |
1004.1 |
985.0 |
994.2 |
+4.8 |
1,279 |
23,045 |
+467 |
Apr09 |
080715 |
993.3 |
1005.3 |
993.3 |
999.1 |
+4.7 |
1,679 |
14,893 |
-784 |
Jun09 |
080715 |
997.0 |
1012.4 |
996.7 |
1004.0 |
+4.5 |
1,482 |
16,074 |
+1,325 |
Aug09 |
080715 |
1005.0 |
1016.0 |
1005.0 |
1009.1 |
+4.3 |
605 |
7,669 |
+454 |
Oct09 |
080715 |
1014.3 |
1014.3 |
1014.3 |
1014.3 |
+4.2 |
10 |
891 |
+0 |
Dec09 |
080715 |
1014.9 |
1028.0 |
1011.3 |
1019.6 |
+4.0 |
63 |
13,888 |
-7 |
Feb10 |
080715 |
1025.4 |
1025.4 |
1025.4 |
1025.4 |
+3.9 |
5 |
110 |
+0 |
Apr10 |
080715 |
1031.3 |
1031.3 |
1031.3 |
1031.3 |
+3.8 |
14 |
20 |
+0 |
Jun10 |
080715 |
1037.3 |
1037.3 |
1037.3 |
1037.3 |
+3.6 |
15 |
3,173 |
+0 |
Total Volume and Open Interest |
185,885 |
462,819 |
+9,638 |
Silver(CMX) |
Jul08 |
080715 |
1905.0 |
1937.5 |
1864.0 |
1894.1 |
-23.4 |
95 |
294 |
+48 |
Sep08 |
080715 |
1942.0 |
1955.0 |
1861.0 |
1901.3 |
-23.7 |
31,901 |
75,121 |
-654 |
Dec08 |
080715 |
1932.0 |
1970.5 |
1876.5 |
1916.9 |
-23.8 |
5,221 |
31,881 |
+1,650 |
Mar09 |
080715 |
1974.5 |
1974.5 |
1931.7 |
1931.7 |
-24.0 |
101 |
7,097 |
+25 |
May09 |
080715 |
1957.5 |
1981.5 |
1941.3 |
1941.3 |
-24.1 |
31 |
4,145 |
+24 |
Jul09 |
080715 |
1983.0 |
1983.0 |
1951.0 |
1951.0 |
-24.1 |
3 |
5,771 |
-3 |
Sep09 |
080715 |
1980.5 |
1986.0 |
1957.5 |
1960.2 |
-24.4 |
6 |
735 |
+3 |
Total Volume and Open Interest |
32,312 |
139,004 |
+4,293 |
Platinum(NYMEX) |
Jul08 |
080715 |
1985.8 |
1985.8 |
1985.8 |
1985.8 |
-54.1 |
9 |
91 |
-26 |
Oct08 |
080715 |
2029.9 |
2039.9 |
1978.0 |
1981.9 |
-54.1 |
1,033 |
13,889 |
-114 |
Jan09 |
080715 |
2025.0 |
2025.0 |
1986.2 |
1986.2 |
-54.0 |
7 |
126 |
+0 |
Total Volume and Open Interest |
3,078 |
14,246 |
+776 |
Palladium(NYMEX) |
Sep08 |
080715 |
455.00 |
457.50 |
442.00 |
443.65 |
-12.70 |
636 |
13,426 |
+153 |
Dec08 |
080715 |
460.10 |
460.15 |
447.20 |
447.20 |
-12.60 |
84 |
2,298 |
+41 |
Mar09 |
080715 |
451.70 |
451.70 |
451.70 |
451.70 |
-12.60 |
0 |
45 |
+0 |
Total Volume and Open Interest |
1,199 |
15,575 |
-400 |
Copper(CMX) |
Jul08 |
080715 |
376.00 |
376.80 |
369.00 |
372.20 |
-4.75 |
242 |
2,856 |
-151 |
Sep08 |
080715 |
374.40 |
375.75 |
366.50 |
370.00 |
-5.20 |
7,612 |
58,990 |
-1,140 |
Dec08 |
080715 |
372.40 |
374.00 |
365.25 |
368.45 |
-5.05 |
1,441 |
21,853 |
+299 |
Mar09 |
080715 |
370.75 |
370.75 |
362.50 |
365.70 |
-5.05 |
393 |
6,278 |
+43 |
May09 |
080715 |
362.90 |
362.90 |
362.90 |
362.90 |
-5.05 |
30 |
1,224 |
+29 |
Total Volume and Open Interest |
11,745 |
105,640 |
-522 |
Aluminum(CMX) |
Jul08 |
080715 |
1.46 |
1.46 |
1.46 |
1.46 |
-148.29 |
|
|
|
Aug08 |
080715 |
1.46 |
1.46 |
1.46 |
1.46 |
-149.04 |
|
|
|
Sep08 |
080715 |
1.47 |
1.47 |
1.47 |
1.47 |
-149.78 |
|
|
|
Oct08 |
080715 |
1.48 |
1.48 |
1.48 |
1.48 |
-150.52 |
|
|
|
Nov08 |
080715 |
1.49 |
1.49 |
1.49 |
1.49 |
-151.26 |
|
|
|
Dec08 |
080715 |
1.49 |
1.49 |
1.49 |
1.49 |
-152.21 |
|
|
|
Total Volume and Open Interest |
|
|
|
DJIA Index(CBOT) |
Sep08 |
080715 |
11119 |
11119 |
10810 |
10918 |
-117 |
3,639 |
28,929 |
+322 |
Dec08 |
080715 |
10840 |
11180 |
10840 |
10915 |
-118 |
64 |
1,984 |
+49 |
Mar09 |
080715 |
10930 |
11049 |
10930 |
10930 |
-119 |
|
|
|
Jun09 |
080715 |
10943 |
11064 |
10943 |
10943 |
-121 |
|
|
|
Total Volume and Open Interest |
4,239 |
30,624 |
-225 |
S & P 500(CME) |
Sep08 |
080715 |
1228.90 |
1235.50 |
1201.00 |
1211.50 |
-16.80 |
31,168 |
535,068 |
+2,540 |
Dec08 |
080715 |
1202.50 |
1234.80 |
1202.00 |
1212.80 |
-17.00 |
5 |
14,303 |
+2 |
Mar09 |
080715 |
1214.40 |
1236.80 |
1206.80 |
1214.40 |
-17.40 |
0 |
299 |
+0 |
Jun09 |
080715 |
1216.50 |
1239.30 |
1209.30 |
1216.50 |
-17.80 |
0 |
120 |
+0 |
Total Volume and Open Interest |
50,241 |
547,723 |
+3,849 |
S & P 500 E-Mini(Globex) |
Sep08 |
080715 |
1229.00 |
1235.75 |
1200.75 |
1211.50 |
-16.75 |
2,663,429 |
2,431,630 |
+20,814 |
Dec08 |
080715 |
1229.00 |
1236.75 |
1202.00 |
1212.75 |
-17.00 |
3,193 |
39,282 |
+1,607 |
Total Volume and Open Interest |
3,254,259 |
2,454,917 |
+62,333 |
NASDAQ 100(CME) |
Sep08 |
080715 |
1800.50 |
1832.00 |
1765.00 |
1799.00 |
-3.50 |
3,448 |
28,883 |
+275 |
Dec08 |
080715 |
1791.00 |
1830.00 |
1791.00 |
1807.50 |
-3.50 |
0 |
15 |
-2 |
Mar09 |
080715 |
1816.00 |
1816.00 |
1814.50 |
1816.00 |
-3.50 |
|
|
|
Total Volume and Open Interest |
4,469 |
28,625 |
-491 |
NASDAQ 100 E-Mini(Globex) |
Sep08 |
080715 |
1802.80 |
1833.50 |
1765.30 |
1799.00 |
-3.50 |
480,210 |
310,435 |
-679 |
Dec08 |
080715 |
1804.30 |
1841.50 |
1775.50 |
1807.50 |
-3.50 |
105 |
2,954 |
+2 |
Total Volume and Open Interest |
586,379 |
314,070 |
-2,000 |
S & P Midcap 400(CME) |
Sep08 |
080715 |
773.00 |
783.00 |
760.00 |
771.50 |
-7.90 |
61 |
4,444 |
+164 |
Dec08 |
080715 |
773.45 |
776.35 |
773.45 |
773.45 |
-7.90 |
0 |
2 |
+0 |
Mar09 |
080715 |
780.35 |
783.25 |
780.35 |
780.35 |
-7.90 |
|
|
|
Total Volume and Open Interest |
45 |
4,282 |
+16 |
Russell 2000(CME) |
Sep08 |
080715 |
654.40 |
674.00 |
647.00 |
659.60 |
-3.00 |
506 |
37,674 |
+829 |
Total Volume and Open Interest |
1,849 |
36,845 |
+49 |
Russell 2000 E-Mini(Globex) |
Sep08 |
080715 |
662.30 |
674.50 |
646.20 |
659.60 |
-3.00 |
280,024 |
677,861 |
+5,739 |
Total Volume and Open Interest |
348,360 |
676,017 |
+6,646 |
Nikkei 225(CME) |
Sep08 |
080715 |
12960 |
12960 |
12720 |
12780 |
-265 |
94,785 |
178,778 |
-4,208 |
Dec08 |
080715 |
12815 |
12845 |
12685 |
12710 |
-255 |
208 |
553 |
+69 |
Total Volume and Open Interest |
95,073 |
179,482 |
-4,138 |
Nikkei 225(SGX) |
Sep08 |
080715 |
12960 |
12960 |
12720 |
12780 |
-265 |
94,785 |
178,778 |
-4,208 |
Dec08 |
080715 |
12815 |
12845 |
12685 |
12710 |
-255 |
208 |
553 |
+69 |
Mar09 |
080715 |
12720 |
12720 |
12715 |
12720 |
-260 |
|
|
|
Total Volume and Open Interest |
95,073 |
179,482 |
-4,138 |
CAC 40(EURONEXT) |
Jul08 |
080715 |
4111.5 |
4113.5 |
4023.0 |
4064.5 |
-81.5 |
127,073 |
579,667 |
+8,479 |
Aug08 |
080715 |
4125.0 |
4125.0 |
4037.0 |
4078.0 |
-82.0 |
9,799 |
24,446 |
+15,617 |
Sep08 |
080715 |
4133.5 |
4142.0 |
4059.5 |
4092.5 |
-83.5 |
1,856 |
36,126 |
+956 |
Total Volume and Open Interest |
160,344 |
616,223 |
+16,875 |
Hang Seng Index(HKFE) |
Jul08 |
080715 |
21701 |
21728 |
21050 |
21060 |
-966 |
7,992 |
61,068 |
-19,965 |
Aug08 |
080715 |
21650 |
21650 |
21057 |
21068 |
-942 |
59 |
112 |
-498 |
Sep08 |
080715 |
21557 |
21557 |
20978 |
20978 |
-962 |
6 |
89 |
+21 |
Total Volume and Open Interest |
8,060 |
61,271 |
-20,512 |
DAX(EUREX) |
Sep08 |
080715 |
6172.5 |
6206.0 |
6054.0 |
6140.0 |
-115.0 |
168,488 |
202,767 |
-3,328 |
Dec08 |
080715 |
6260.0 |
6265.0 |
6127.0 |
6210.0 |
-116.5 |
830 |
13,133 |
+104 |
Mar09 |
080715 |
6340.0 |
6340.0 |
6202.0 |
6285.0 |
-118.5 |
136 |
3,441 |
-14 |
Total Volume and Open Interest |
246,048 |
222,579 |
+3,204 |
FT-SE 100(EURONEXT) |
Sep08 |
080715 |
5275.00 |
5275.00 |
5125.50 |
5197.50 |
-118.00 |
105,786 |
455,400 |
-686 |
Dec08 |
080715 |
5284.00 |
5287.50 |
5164.50 |
5232.00 |
-120.00 |
9 |
8,592 |
-1 |
Mar09 |
080715 |
5237.50 |
5237.50 |
5237.50 |
5237.50 |
-124.00 |
0 |
44 |
+0 |
Total Volume and Open Interest |
136,020 |
464,723 |
+4,725 |
SPI 200(SFE) |
Sep08 |
080715 |
4949.0 |
4981.0 |
4787.0 |
4815.0 |
-122.0 |
18,335 |
223,769 |
-6,410 |
Dec08 |
080715 |
4931.0 |
4938.0 |
4859.0 |
4864.0 |
-123.0 |
85 |
2,573 |
-11 |
Mar09 |
080715 |
4869.0 |
4869.0 |
4869.0 |
4869.0 |
-122.0 |
0 |
457 |
-26 |
Total Volume and Open Interest |
21,355 |
226,859 |
-6,447 |
GSCI(CME) |
Aug08 |
080715 |
226.39 |
227.64 |
181.64 |
190.14 |
-33.00 |
2,863 |
13,569 |
+2,403 |
Sep08 |
080715 |
194.64 |
228.64 |
185.64 |
194.64 |
-31.00 |
0 |
52 |
+52 |
Total Volume and Open Interest |
6,762 |
16,571 |
-6 |
RJ/CRB Index(ICE) |
Aug08 |
080715 |
595.90 |
595.90 |
587.50 |
587.50 |
-6.75 |
10 |
628 |
-5 |
Nov08 |
080715 |
608.25 |
608.25 |
601.50 |
601.50 |
-6.75 |
0 |
479 |
+0 |
Jan09 |
080715 |
615.25 |
615.25 |
608.50 |
608.50 |
-6.75 |
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. |
|
|