 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Thu July 24, 2008 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug08 |
080724 |
1389.75 |
1407.75 |
1368.50 |
1385.00 |
-9.25 |
4,447 |
44,369 |
-2,072 |
Sep08 |
080724 |
1379.00 |
1399.25 |
1358.00 |
1373.00 |
-12.75 |
1,895 |
28,200 |
+276 |
Nov08 |
080724 |
1378.50 |
1397.50 |
1356.00 |
1373.00 |
-11.00 |
7,417 |
256,104 |
-50 |
Jan09 |
080724 |
1398.00 |
1412.75 |
1373.75 |
1390.75 |
-10.50 |
474 |
31,919 |
+173 |
Mar09 |
080724 |
1415.00 |
1427.25 |
1389.00 |
1405.00 |
-11.50 |
210 |
10,615 |
+630 |
May09 |
080724 |
1417.00 |
1433.75 |
1395.00 |
1408.00 |
-11.25 |
337 |
14,132 |
-121 |
Jul09 |
080724 |
1431.50 |
1431.75 |
1402.00 |
1414.00 |
-11.25 |
5 |
11,949 |
+242 |
Total Volume and Open Interest |
168,454 |
431,191 |
-10,066 |
Soybean Meal(CBOT) |
Aug08 |
080724 |
376.10 |
380.10 |
369.00 |
373.80 |
-2.30 |
6,690 |
30,039 |
-2,550 |
Sep08 |
080724 |
370.50 |
374.20 |
363.00 |
367.80 |
-2.30 |
5,305 |
36,046 |
-253 |
Oct08 |
080724 |
363.00 |
366.00 |
354.80 |
360.80 |
-1.30 |
1,324 |
21,645 |
+356 |
Dec08 |
080724 |
361.50 |
379.00 |
353.00 |
359.80 |
-1.80 |
6,460 |
77,659 |
-163 |
Jan09 |
080724 |
368.00 |
370.00 |
356.80 |
362.50 |
-2.00 |
122 |
10,367 |
+0 |
Mar09 |
080724 |
368.50 |
370.50 |
361.10 |
366.80 |
-2.40 |
321 |
6,864 |
+376 |
May09 |
080724 |
369.90 |
372.00 |
362.00 |
367.50 |
-2.40 |
241 |
4,723 |
+125 |
Jul09 |
080724 |
374.20 |
374.70 |
363.70 |
369.50 |
-2.70 |
518 |
4,728 |
-95 |
Total Volume and Open Interest |
82,707 |
202,095 |
-4,043 |
Soybean Oil(CBOT) |
Aug08 |
080724 |
58.70 |
59.15 |
58.04 |
58.93 |
+0.38 |
4,483 |
32,043 |
-6,321 |
Sep08 |
080724 |
58.99 |
59.47 |
58.40 |
59.25 |
+0.38 |
3,311 |
36,926 |
+1,942 |
Oct08 |
080724 |
59.20 |
59.71 |
58.72 |
59.58 |
+0.37 |
388 |
19,988 |
+592 |
Dec08 |
080724 |
60.00 |
60.40 |
59.34 |
60.20 |
+0.35 |
4,021 |
116,235 |
-143 |
Jan09 |
080724 |
60.23 |
60.83 |
59.85 |
60.69 |
+0.37 |
104 |
8,579 |
-73 |
Mar09 |
080724 |
61.02 |
61.26 |
60.42 |
61.26 |
+0.36 |
334 |
9,637 |
+176 |
May09 |
080724 |
61.02 |
61.45 |
60.71 |
61.45 |
+0.35 |
218 |
7,969 |
+97 |
Jul09 |
080724 |
61.71 |
61.71 |
60.85 |
61.65 |
+0.35 |
56 |
7,032 |
-180 |
Total Volume and Open Interest |
85,321 |
260,321 |
+1,531 |
Canola(WCE) |
Corn(CBOT) |
Sep08 |
080724 |
571.50 |
584.00 |
561.75 |
573.00 |
+1.50 |
9,231 |
327,447 |
-8,020 |
Dec08 |
080724 |
590.25 |
603.25 |
580.50 |
592.00 |
+1.50 |
18,409 |
554,294 |
-13,827 |
Mar09 |
080724 |
609.75 |
622.25 |
599.75 |
611.25 |
+1.50 |
3,053 |
141,501 |
+1,988 |
May09 |
080724 |
622.00 |
631.50 |
613.00 |
623.75 |
+1.75 |
943 |
25,955 |
+1,150 |
Jul09 |
080724 |
629.50 |
647.00 |
622.00 |
632.00 |
+2.50 |
1,070 |
78,714 |
+2,039 |
Sep09 |
080724 |
625.00 |
636.50 |
621.50 |
626.00 |
-0.50 |
85 |
12,537 |
+178 |
Total Volume and Open Interest |
279,380 |
1,296,404 |
-7,308 |
Wheat(CBOT) |
Sep08 |
080724 |
781.00 |
795.00 |
777.50 |
787.75 |
+4.50 |
1,990 |
150,549 |
-2,599 |
Dec08 |
080724 |
805.25 |
817.50 |
801.50 |
811.25 |
+4.50 |
1,612 |
98,602 |
+644 |
Mar09 |
080724 |
829.25 |
839.25 |
823.75 |
833.25 |
+3.75 |
404 |
22,181 |
-4 |
May09 |
080724 |
845.00 |
853.75 |
842.75 |
847.25 |
+3.75 |
20 |
2,973 |
+26 |
Jul09 |
080724 |
857.00 |
865.00 |
853.00 |
859.75 |
+3.25 |
44 |
36,441 |
-267 |
Total Volume and Open Interest |
64,296 |
331,426 |
-321 |
Wheat(KCBT) |
Sep08 |
080724 |
812.00 |
822.50 |
810.00 |
816.50 |
+4.50 |
6,394 |
48,770 |
-474 |
Dec08 |
080724 |
833.00 |
846.50 |
833.00 |
840.75 |
+5.00 |
4,083 |
29,173 |
+352 |
Mar09 |
080724 |
858.50 |
867.50 |
858.50 |
864.50 |
+3.50 |
824 |
6,795 |
+372 |
May09 |
080724 |
870.75 |
878.00 |
869.75 |
875.00 |
+4.00 |
65 |
905 |
-37 |
Jul09 |
080724 |
868.50 |
882.00 |
867.50 |
878.00 |
+6.00 |
526 |
12,515 |
+30 |
Total Volume and Open Interest |
11,159 |
100,645 |
-222 |
Wheat(MGE) |
Sep08 |
080724 |
863.00 |
871.50 |
860.00 |
869.75 |
+4.75 |
1,370 |
12,678 |
-8 |
Dec08 |
080724 |
876.75 |
884.75 |
870.00 |
882.00 |
+5.00 |
1,781 |
20,895 |
+218 |
Mar09 |
080724 |
897.75 |
900.75 |
893.00 |
900.00 |
-1.00 |
517 |
4,081 |
+249 |
May09 |
080724 |
904.00 |
906.75 |
899.50 |
906.00 |
-2.00 |
44 |
1,587 |
+26 |
Jul09 |
080724 |
894.00 |
894.00 |
894.00 |
894.00 |
unch |
6 |
454 |
+6 |
Total Volume and Open Interest |
2,505 |
41,023 |
-151 |
Oats(CBOT) |
Sep08 |
080724 |
385.00 |
393.50 |
379.25 |
390.00 |
+5.00 |
21 |
4,706 |
+11 |
Dec08 |
080724 |
396.00 |
412.50 |
395.25 |
407.50 |
+4.50 |
30 |
8,867 |
-567 |
Mar09 |
080724 |
424.00 |
426.50 |
415.25 |
426.50 |
+4.50 |
169 |
1,901 |
+133 |
May09 |
080724 |
434.25 |
438.50 |
434.25 |
438.50 |
+4.25 |
172 |
167 |
+90 |
Total Volume and Open Interest |
922 |
16,188 |
-230 |
Rough Rice(CBOT) |
Sep08 |
080724 |
16.67 |
16.77 |
16.51 |
16.67 |
-0.10 |
14 |
6,903 |
-76 |
Nov08 |
080724 |
16.81 |
17.00 |
16.75 |
16.96 |
-0.06 |
23 |
4,926 |
+96 |
Jan09 |
080724 |
17.13 |
17.33 |
17.13 |
17.27 |
-0.06 |
0 |
679 |
+0 |
Mar09 |
080724 |
17.50 |
17.63 |
17.45 |
17.57 |
-0.06 |
0 |
383 |
-1 |
Total Volume and Open Interest |
872 |
13,010 |
+69 |
Live Cattle(CME) |
Aug08 |
080724 |
98.150 |
98.700 |
97.800 |
98.550 |
+0.400 |
11,096 |
54,376 |
-2,347 |
Oct08 |
080724 |
105.500 |
106.000 |
104.900 |
105.950 |
+0.450 |
15,384 |
129,676 |
+2,552 |
Dec08 |
080724 |
107.980 |
108.400 |
107.050 |
108.300 |
+0.370 |
8,135 |
64,766 |
-134 |
Feb09 |
080724 |
108.700 |
109.430 |
107.950 |
109.050 |
-0.085 |
2,306 |
25,479 |
-235 |
Apr09 |
080724 |
110.600 |
111.000 |
109.900 |
110.850 |
-0.200 |
1,936 |
15,650 |
+368 |
Jun09 |
080724 |
108.350 |
109.000 |
108.000 |
108.900 |
-0.100 |
288 |
6,845 |
+104 |
Total Volume and Open Interest |
37,493 |
298,308 |
+1,110 |
Feeder Cattle(CME) |
Aug08 |
080724 |
112.900 |
113.200 |
112.330 |
112.385 |
-0.215 |
2,649 |
8,762 |
-840 |
Sep08 |
080724 |
112.300 |
113.150 |
112.300 |
112.350 |
+0.050 |
3,621 |
11,920 |
-98 |
Oct08 |
080724 |
113.400 |
113.900 |
113.400 |
113.600 |
-0.150 |
753 |
7,657 |
-251 |
Nov08 |
080724 |
114.500 |
114.850 |
114.400 |
114.800 |
unch |
249 |
2,524 |
-42 |
Jan09 |
080724 |
114.000 |
114.450 |
114.000 |
114.450 |
+0.450 |
48 |
1,030 |
+0 |
Mar09 |
080724 |
114.100 |
114.400 |
113.850 |
114.400 |
+0.600 |
11 |
255 |
+5 |
Apr09 |
080724 |
114.300 |
114.300 |
114.050 |
114.300 |
+0.200 |
0 |
101 |
+0 |
Total Volume and Open Interest |
6,096 |
34,364 |
-920 |
Lean Hogs(CME) |
Aug08 |
080724 |
78.725 |
79.900 |
78.450 |
79.725 |
+1.325 |
11,092 |
23,561 |
-1,353 |
Oct08 |
080724 |
73.430 |
74.150 |
72.930 |
74.035 |
+1.135 |
16,786 |
82,343 |
-1,632 |
Dec08 |
080724 |
75.300 |
75.885 |
74.850 |
75.350 |
+0.350 |
10,051 |
66,688 |
-1,353 |
Feb09 |
080724 |
81.300 |
82.000 |
80.600 |
81.930 |
+0.630 |
4,764 |
21,844 |
-431 |
Apr09 |
080724 |
87.250 |
87.900 |
86.330 |
87.600 |
+0.500 |
2,047 |
21,095 |
+47 |
May09 |
080724 |
91.950 |
91.950 |
90.650 |
91.950 |
+0.050 |
151 |
963 |
+111 |
Jun09 |
080724 |
95.250 |
96.000 |
94.600 |
95.950 |
+0.400 |
909 |
14,622 |
-504 |
Jul09 |
080724 |
28.369 |
28.919 |
28.019 |
28.919 |
+0.450 |
151 |
800 |
+85 |
Total Volume and Open Interest |
51,813 |
237,818 |
-1,042 |
Pork Bellies(CME) |
Jul08 |
080724 |
72.785 |
72.800 |
72.785 |
72.785 |
+2.985 |
2 |
10 |
-2 |
Aug08 |
080724 |
68.400 |
71.330 |
68.400 |
71.330 |
+3.000 |
311 |
1,268 |
-141 |
Feb09 |
080724 |
94.850 |
94.850 |
92.250 |
93.100 |
+1.250 |
29 |
378 |
+4 |
Mar09 |
080724 |
93.700 |
94.000 |
93.700 |
94.000 |
+1.300 |
0 |
6 |
+0 |
May09 |
080724 |
29.969 |
29.969 |
29.969 |
29.969 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
109 |
1,802 |
-52 |
Class III Milk(CME) |
Jul08 |
080724 |
18.19 |
18.20 |
18.18 |
18.19 |
+0.01 |
9 |
3,789 |
+6 |
Aug08 |
080724 |
18.52 |
18.85 |
18.52 |
18.78 |
+0.27 |
92 |
4,400 |
+24 |
Sep08 |
080724 |
19.11 |
19.50 |
19.08 |
19.42 |
+0.34 |
274 |
4,332 |
+17 |
Oct08 |
080724 |
19.15 |
19.45 |
19.10 |
19.40 |
+0.30 |
55 |
3,382 |
-5 |
Nov08 |
080724 |
19.20 |
19.42 |
19.14 |
19.42 |
+0.27 |
71 |
3,072 |
+12 |
Total Volume and Open Interest |
1,140 |
33,414 |
+114 |
Cocoa(ICE) |
Sep08 |
080724 |
2766 |
2782 |
2735 |
2744 |
-22 |
7,715 |
69,479 |
-3,156 |
Dec08 |
080724 |
2780 |
2799 |
2755 |
2764 |
-21 |
6,147 |
42,760 |
-1,760 |
Mar09 |
080724 |
2802 |
2802 |
2759 |
2768 |
-15 |
1,870 |
20,838 |
+736 |
May09 |
080724 |
2775 |
2791 |
2762 |
2770 |
-13 |
2,054 |
7,186 |
+1,891 |
Jul09 |
080724 |
2773 |
2786 |
2768 |
2768 |
-9 |
978 |
3,958 |
+974 |
Sep09 |
080724 |
2775 |
2775 |
2775 |
2775 |
-5 |
555 |
1,489 |
+546 |
Dec09 |
080724 |
2788 |
2788 |
2788 |
2788 |
-6 |
3 |
2,183 |
+0 |
Total Volume and Open Interest |
13,930 |
149,280 |
-16 |
Coffee "C"(ICE) |
Sep08 |
080724 |
135.20 |
135.75 |
133.95 |
135.20 |
-0.75 |
12,260 |
77,137 |
-1,268 |
Dec08 |
080724 |
139.60 |
139.60 |
137.65 |
138.90 |
-0.70 |
3,452 |
47,848 |
+1,410 |
Mar09 |
080724 |
142.75 |
142.75 |
141.55 |
142.50 |
-0.70 |
766 |
13,028 |
+29 |
May09 |
080724 |
144.50 |
144.85 |
144.30 |
144.75 |
-0.70 |
113 |
3,887 |
+16 |
Jul09 |
080724 |
146.50 |
147.05 |
146.45 |
146.90 |
-0.75 |
41 |
1,559 |
+14 |
Sep09 |
080724 |
148.95 |
148.95 |
148.95 |
148.95 |
-0.75 |
11 |
1,375 |
-2 |
Total Volume and Open Interest |
9,048 |
146,500 |
-92 |
Orange Juice(ICE) |
Sep08 |
080724 |
122.15 |
122.15 |
113.80 |
114.40 |
-8.30 |
1,278 |
18,125 |
-888 |
Nov08 |
080724 |
125.85 |
125.85 |
117.60 |
118.25 |
-8.10 |
654 |
4,747 |
+516 |
Jan09 |
080724 |
128.50 |
128.50 |
121.00 |
121.50 |
-7.90 |
100 |
1,900 |
-86 |
Mar09 |
080724 |
131.90 |
131.90 |
125.15 |
125.15 |
-7.80 |
56 |
2,663 |
-21 |
May09 |
080724 |
134.75 |
134.75 |
128.15 |
128.15 |
-7.70 |
80 |
163 |
-24 |
Jul09 |
080724 |
131.05 |
131.05 |
131.05 |
131.05 |
-7.70 |
10 |
13 |
+10 |
Total Volume and Open Interest |
1,929 |
28,121 |
+131 |
Sugar #11(ICE) |
Oct08 |
080724 |
12.02 |
12.31 |
11.93 |
12.24 |
+0.23 |
56,134 |
345,137 |
-5,460 |
Mar09 |
080724 |
13.51 |
13.75 |
13.36 |
13.67 |
+0.25 |
22,271 |
160,864 |
-2,381 |
May09 |
080724 |
13.70 |
13.95 |
13.58 |
13.87 |
+0.18 |
6,271 |
76,373 |
+229 |
Jul09 |
080724 |
13.83 |
14.06 |
13.70 |
13.96 |
+0.19 |
4,603 |
83,607 |
-1,204 |
Oct09 |
080724 |
14.12 |
14.30 |
13.97 |
14.23 |
+0.18 |
1,757 |
63,775 |
-494 |
Total Volume and Open Interest |
87,419 |
803,153 |
-9,476 |
Sugar #14(ICE) |
Sep08 |
080724 |
24.40 |
24.40 |
24.00 |
24.33 |
+0.04 |
18 |
814 |
-2 |
Nov08 |
080724 |
23.30 |
23.30 |
23.30 |
23.30 |
+0.05 |
27 |
2,765 |
+6 |
Jan09 |
080724 |
22.50 |
22.98 |
22.50 |
22.96 |
-0.02 |
0 |
1,998 |
+0 |
Mar09 |
080724 |
23.03 |
23.03 |
23.03 |
23.03 |
unch |
0 |
1,509 |
+0 |
May09 |
080724 |
23.10 |
23.10 |
23.10 |
23.10 |
-0.08 |
0 |
838 |
+0 |
Total Volume and Open Interest |
20 |
9,007 |
+2 |
London Cocoa(LCE) |
Sep08 |
080724 |
1445 |
1482 |
1443 |
1461 |
+16 |
4,142 |
69,616 |
+84 |
Dec08 |
080724 |
1453 |
1478 |
1449 |
1454 |
+2 |
3,153 |
58,578 |
+525 |
Mar09 |
080724 |
1457 |
1463 |
1441 |
1441 |
-1 |
597 |
39,150 |
+174 |
May09 |
080724 |
1466 |
1466 |
1444 |
1444 |
-1 |
240 |
18,050 |
-10 |
Jul09 |
080724 |
1457 |
1457 |
1447 |
1447 |
+2 |
0 |
7,109 |
+0 |
Sep09 |
080724 |
1444 |
1444 |
1444 |
1444 |
+1 |
9 |
1,256 |
-9 |
Dec09 |
080724 |
1447 |
1447 |
1447 |
1447 |
+1 |
124 |
1,700 |
+124 |
Total Volume and Open Interest |
6,731 |
194,842 |
-1,112 |
London Coffee(LCE) |
Jul08 |
080724 |
2400.00 |
2424.00 |
2395.00 |
2397.00 |
+1.00 |
2,281 |
5,474 |
-2,230 |
Sep08 |
080724 |
2316.00 |
2359.00 |
2304.00 |
2313.00 |
+2.00 |
10,899 |
66,256 |
-3,131 |
Nov08 |
080724 |
2265.00 |
2300.00 |
2255.00 |
2260.00 |
-5.00 |
2,247 |
26,494 |
+616 |
Jan09 |
080724 |
2220.00 |
2230.00 |
2199.00 |
2203.00 |
+3.00 |
3,901 |
45,007 |
-1,718 |
Total Volume and Open Interest |
6,582 |
149,694 |
-233 |
London Sugar(LCE) |
Oct08 |
080724 |
353.90 |
354.00 |
347.20 |
351.00 |
-2.00 |
3,386 |
23,741 |
-1,239 |
Dec08 |
080724 |
362.50 |
364.00 |
359.00 |
362.00 |
-2.00 |
825 |
10,863 |
-37 |
Mar09 |
080724 |
379.00 |
380.50 |
377.50 |
378.00 |
-2.20 |
957 |
13,625 |
+56 |
May09 |
080724 |
384.00 |
384.00 |
383.00 |
383.00 |
-2.00 |
273 |
3,540 |
+94 |
Aug09 |
080724 |
385.90 |
386.70 |
383.20 |
385.00 |
-2.00 |
29 |
4,655 |
-10 |
Total Volume and Open Interest |
5,245 |
60,872 |
-1,033 |
Cotton(ICE) |
Oct08 |
080724 |
70.29 |
71.24 |
69.95 |
71.04 |
+0.50 |
470 |
5,491 |
+59 |
Dec08 |
080724 |
72.97 |
74.00 |
72.62 |
73.86 |
+0.91 |
11,702 |
163,143 |
-923 |
Mar09 |
080724 |
78.97 |
79.40 |
78.25 |
79.33 |
+0.78 |
918 |
31,683 |
+49 |
May09 |
080724 |
80.50 |
80.81 |
80.40 |
80.80 |
+0.40 |
207 |
3,072 |
-12 |
Jul09 |
080724 |
81.66 |
82.03 |
81.66 |
82.03 |
+0.33 |
384 |
6,545 |
-102 |
Oct09 |
080724 |
84.85 |
84.85 |
84.85 |
84.85 |
+1.56 |
6 |
122 |
+1 |
Total Volume and Open Interest |
15,006 |
218,566 |
-1,488 |
Lumber(CME) |
Sep08 |
080724 |
249.9 |
253.0 |
249.3 |
252.7 |
+4.6 |
524 |
9,593 |
+8 |
Nov08 |
080724 |
251.6 |
254.3 |
251.5 |
254.3 |
+3.6 |
306 |
3,308 |
+154 |
Jan09 |
080724 |
269.0 |
271.7 |
268.8 |
271.7 |
+2.6 |
106 |
1,408 |
+25 |
Mar09 |
080724 |
274.0 |
275.0 |
272.0 |
275.0 |
+1.0 |
1 |
121 |
+1 |
Total Volume and Open Interest |
493 |
14,253 |
+80 |
Crude Oil(NYM) |
Sep08 |
080724 |
124.46 |
126.44 |
123.50 |
125.49 |
+1.05 |
293,200 |
316,031 |
-3,726 |
Oct08 |
080724 |
124.96 |
126.87 |
124.08 |
125.97 |
+0.93 |
56,505 |
105,873 |
+1,958 |
Nov08 |
080724 |
125.49 |
127.15 |
124.53 |
126.33 |
+0.84 |
18,378 |
69,999 |
+141 |
Dec08 |
080724 |
125.88 |
127.39 |
124.90 |
126.60 |
+0.72 |
41,882 |
170,050 |
+702 |
Jan09 |
080724 |
126.23 |
127.58 |
125.30 |
126.79 |
+0.60 |
6,189 |
33,605 |
-57 |
Feb09 |
080724 |
127.02 |
127.40 |
126.00 |
126.91 |
+0.47 |
2,533 |
15,634 |
+333 |
Mar09 |
080724 |
127.25 |
127.60 |
125.93 |
126.99 |
+0.37 |
3,128 |
14,139 |
-70 |
Apr09 |
080724 |
127.03 |
127.03 |
127.03 |
127.03 |
+0.28 |
1,680 |
10,649 |
-89 |
May09 |
080724 |
127.10 |
127.10 |
126.00 |
126.97 |
+0.21 |
351 |
15,454 |
+50 |
Jun09 |
080724 |
126.13 |
127.00 |
126.10 |
126.87 |
+0.14 |
5,237 |
50,865 |
+116 |
Jul09 |
080724 |
126.72 |
126.72 |
126.72 |
126.72 |
+0.03 |
600 |
18,044 |
-69 |
Aug09 |
080724 |
126.63 |
126.63 |
126.56 |
126.56 |
-0.08 |
288 |
7,653 |
+77 |
Sep09 |
080724 |
126.42 |
126.42 |
126.42 |
126.42 |
-0.19 |
467 |
11,561 |
+316 |
Oct09 |
080724 |
126.28 |
126.28 |
126.28 |
126.28 |
-0.30 |
348 |
5,782 |
-176 |
Nov09 |
080724 |
125.63 |
126.14 |
125.63 |
126.14 |
-0.41 |
4 |
4,474 |
-2 |
Dec09 |
080724 |
126.52 |
127.49 |
125.06 |
126.00 |
-0.52 |
10,517 |
113,871 |
+1,420 |
Total Volume and Open Interest |
428,932 |
1,214,681 |
-19,020 |
e-miNY Crude Oil(NYM) |
Jul08 |
080619 |
136.100 |
137.850 |
131.650 |
131.925 |
-4.750 |
23,649 |
6,903 |
-1,183 |
Aug08 |
080721 |
129.125 |
132.075 |
128.650 |
131.050 |
+2.175 |
20,367 |
5,267 |
-1,593 |
Sep08 |
080724 |
124.425 |
126.450 |
123.500 |
125.500 |
+1.050 |
25,781 |
6,096 |
-205 |
Oct08 |
080724 |
124.625 |
126.825 |
124.100 |
125.975 |
+0.925 |
1,444 |
928 |
+73 |
Nov08 |
080724 |
125.375 |
126.550 |
125.100 |
126.325 |
+0.825 |
73 |
317 |
+16 |
Dec08 |
080724 |
125.575 |
126.600 |
125.100 |
126.600 |
+0.725 |
32 |
79 |
+10 |
Jan09 |
080724 |
126.800 |
126.800 |
126.800 |
126.800 |
+0.600 |
1 |
2 |
+0 |
Feb09 |
080724 |
126.900 |
126.900 |
126.900 |
126.900 |
+0.450 |
1 |
1 |
-1 |
Mar09 |
080724 |
127.000 |
127.000 |
127.000 |
127.000 |
+0.375 |
|
|
|
Apr09 |
080724 |
127.025 |
127.025 |
127.025 |
127.025 |
+0.275 |
0 |
1 |
+0 |
Total Volume and Open Interest |
28,346 |
7,620 |
+419 |
Heating Oil(NYM) |
Aug08 |
080724 |
354.70 |
360.04 |
353.69 |
356.71 |
+1.70 |
21,931 |
24,091 |
-3,045 |
Sep08 |
080724 |
357.91 |
362.83 |
356.34 |
359.46 |
+1.66 |
33,586 |
64,547 |
+2,681 |
Oct08 |
080724 |
361.36 |
365.90 |
360.40 |
362.66 |
+1.61 |
6,582 |
22,516 |
+115 |
Nov08 |
080724 |
364.11 |
368.24 |
364.00 |
366.36 |
+1.66 |
3,758 |
13,832 |
+345 |
Dec08 |
080724 |
367.75 |
372.21 |
367.52 |
369.86 |
+1.51 |
6,953 |
21,031 |
-62 |
Jan09 |
080724 |
373.01 |
376.00 |
371.45 |
372.91 |
+1.41 |
2,323 |
16,266 |
+173 |
Feb09 |
080724 |
375.02 |
377.25 |
373.50 |
374.76 |
+1.26 |
1,061 |
5,528 |
+185 |
Mar09 |
080724 |
373.77 |
375.15 |
372.49 |
373.21 |
+1.06 |
806 |
6,134 |
+125 |
Apr09 |
080724 |
371.45 |
373.96 |
368.10 |
369.26 |
+0.81 |
161 |
2,727 |
-1 |
May09 |
080724 |
366.90 |
366.90 |
365.32 |
365.51 |
+0.61 |
273 |
1,635 |
+48 |
Jun09 |
080724 |
363.36 |
364.35 |
362.74 |
362.86 |
+0.51 |
1,579 |
20,931 |
+186 |
Jul09 |
080724 |
363.90 |
363.90 |
362.41 |
362.41 |
+0.51 |
69 |
1,318 |
+32 |
Total Volume and Open Interest |
70,536 |
226,122 |
+2,148 |
Gasoline(NYMEX) |
Aug08 |
080724 |
302.60 |
306.74 |
300.92 |
305.94 |
+2.50 |
24,459 |
28,252 |
-3,842 |
Sep08 |
080724 |
304.50 |
308.69 |
302.85 |
307.64 |
+2.35 |
29,951 |
77,969 |
+3,681 |
Oct08 |
080724 |
295.76 |
300.29 |
295.00 |
298.99 |
+2.10 |
9,979 |
36,687 |
-1,158 |
Nov08 |
080724 |
298.05 |
300.99 |
297.19 |
300.99 |
+1.95 |
3,787 |
18,966 |
+146 |
Dec08 |
080724 |
300.01 |
304.62 |
299.00 |
303.34 |
+1.95 |
4,954 |
25,759 |
-115 |
Jan09 |
080724 |
303.35 |
305.94 |
302.91 |
305.94 |
+1.90 |
1,331 |
9,607 |
-52 |
Feb09 |
080724 |
306.00 |
308.54 |
305.00 |
308.54 |
+1.85 |
707 |
4,894 |
+91 |
Mar09 |
080724 |
311.69 |
311.69 |
311.69 |
311.69 |
+1.80 |
314 |
3,481 |
+56 |
Apr09 |
080724 |
323.47 |
327.59 |
323.35 |
327.59 |
+1.65 |
259 |
7,951 |
+26 |
May09 |
080724 |
327.00 |
328.39 |
325.00 |
328.39 |
+1.55 |
384 |
4,491 |
+34 |
Total Volume and Open Interest |
77,863 |
236,184 |
-749 |
e-miNY RBOB Gasoline(NYM) |
Aug08 |
080718 |
317.09 |
317.09 |
317.09 |
317.09 |
-34.63 |
2 |
2 |
-1 |
Sep08 |
080724 |
304.90 |
307.64 |
304.90 |
307.64 |
+2.35 |
|
|
|
Oct08 |
080724 |
298.99 |
298.99 |
298.99 |
298.99 |
+2.10 |
|
|
|
Nov08 |
080724 |
300.99 |
300.99 |
300.99 |
300.99 |
+1.95 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Aug08 |
080724 |
9.686 |
9.886 |
8.883 |
9.323 |
-0.465 |
111,713 |
49,922 |
-3,409 |
Sep08 |
080724 |
9.738 |
9.940 |
8.932 |
9.377 |
-0.474 |
32,994 |
125,815 |
+512 |
Oct08 |
080724 |
9.835 |
10.030 |
8.998 |
9.478 |
-0.474 |
23,920 |
86,809 |
+1,281 |
Nov08 |
080724 |
10.152 |
10.319 |
9.300 |
9.833 |
-0.449 |
10,644 |
62,851 |
-58 |
Dec08 |
080724 |
10.597 |
10.664 |
9.667 |
10.218 |
-0.419 |
3,501 |
42,784 |
-8 |
Jan09 |
080724 |
10.800 |
10.864 |
9.884 |
10.428 |
-0.414 |
8,684 |
64,037 |
-1,277 |
Feb09 |
080724 |
10.709 |
10.836 |
9.897 |
10.426 |
-0.391 |
2,056 |
21,981 |
+194 |
Mar09 |
080724 |
10.500 |
10.644 |
9.740 |
10.238 |
-0.369 |
7,310 |
54,282 |
-1,677 |
Apr09 |
080724 |
9.490 |
9.618 |
9.001 |
9.458 |
-0.169 |
6,591 |
62,900 |
+663 |
May09 |
080724 |
9.450 |
9.498 |
9.000 |
9.368 |
-0.134 |
2,350 |
41,424 |
-51 |
Jun09 |
080724 |
9.510 |
9.579 |
9.088 |
9.443 |
-0.134 |
775 |
18,831 |
-218 |
Jul09 |
080724 |
9.600 |
9.660 |
9.040 |
9.530 |
-0.134 |
543 |
17,627 |
-31 |
Aug09 |
080724 |
9.680 |
9.720 |
9.200 |
9.595 |
-0.134 |
677 |
16,625 |
-1 |
Sep09 |
080724 |
9.660 |
9.709 |
9.278 |
9.628 |
-0.132 |
738 |
15,416 |
-40 |
Oct09 |
080724 |
9.790 |
9.830 |
9.347 |
9.708 |
-0.124 |
2,246 |
31,139 |
+135 |
Nov09 |
080724 |
9.993 |
10.048 |
9.576 |
10.018 |
-0.109 |
332 |
17,200 |
-11 |
Total Volume and Open Interest |
219,315 |
968,824 |
+3,261 |
Brent Crude Oil(ICE) |
Sep08 |
080724 |
125.23 |
127.25 |
124.10 |
126.44 |
+1.15 |
112,070 |
87,384 |
-3,450 |
Oct08 |
080724 |
126.00 |
128.25 |
125.28 |
127.52 |
+1.14 |
40,160 |
116,413 |
+1,556 |
Nov08 |
080724 |
127.00 |
129.09 |
126.25 |
128.46 |
+1.06 |
22,159 |
37,772 |
+3,713 |
Dec08 |
080724 |
128.11 |
129.72 |
127.04 |
129.19 |
+0.91 |
23,143 |
63,307 |
+736 |
Jan09 |
080724 |
128.89 |
130.28 |
127.78 |
129.87 |
+0.78 |
7,207 |
28,016 |
+443 |
Feb09 |
080724 |
129.53 |
130.77 |
129.22 |
130.42 |
+0.68 |
4,214 |
22,018 |
+689 |
Mar09 |
080724 |
129.85 |
131.08 |
129.63 |
130.76 |
+0.60 |
2,219 |
11,050 |
-140 |
Apr09 |
080724 |
130.12 |
131.26 |
129.55 |
130.89 |
+0.52 |
2,332 |
16,444 |
+3,502 |
May09 |
080724 |
130.84 |
131.33 |
129.60 |
130.88 |
+0.37 |
2,661 |
10,458 |
+3,541 |
Jun09 |
080724 |
130.75 |
131.28 |
129.04 |
130.78 |
+0.29 |
3,318 |
23,116 |
+703 |
Jul09 |
080724 |
130.73 |
130.73 |
130.73 |
130.73 |
+0.22 |
436 |
6,762 |
+234 |
Aug09 |
080724 |
130.61 |
130.61 |
130.61 |
130.61 |
+0.08 |
0 |
2,209 |
+0 |
Sep09 |
080724 |
130.41 |
130.41 |
130.41 |
130.41 |
-0.10 |
0 |
4,734 |
+0 |
Oct09 |
080724 |
130.29 |
130.29 |
130.29 |
130.29 |
-0.20 |
0 |
2,328 |
+0 |
Total Volume and Open Interest |
146,188 |
522,040 |
+2,246 |
Gas Oil(ICE) |
Aug08 |
080724 |
1145.00 |
1170.75 |
1144.00 |
1163.50 |
-6.75 |
29,727 |
54,747 |
-1,953 |
Sep08 |
080724 |
1157.50 |
1175.50 |
1157.25 |
1168.75 |
-8.25 |
24,306 |
60,866 |
+1,277 |
Oct08 |
080724 |
1168.75 |
1181.00 |
1164.50 |
1175.00 |
-8.75 |
7,647 |
25,355 |
+1,891 |
Nov08 |
080724 |
1179.50 |
1186.50 |
1171.25 |
1180.25 |
-9.25 |
3,931 |
15,610 |
-519 |
Dec08 |
080724 |
1185.50 |
1192.00 |
1177.00 |
1185.50 |
-10.25 |
5,392 |
37,560 |
+346 |
Jan09 |
080724 |
1189.25 |
1196.00 |
1187.00 |
1191.75 |
-11.00 |
2,564 |
24,777 |
-381 |
Feb09 |
080724 |
1192.75 |
1194.75 |
1190.00 |
1194.50 |
-11.00 |
759 |
8,462 |
+204 |
Mar09 |
080724 |
1190.50 |
1192.00 |
1186.50 |
1191.25 |
-11.50 |
159 |
9,097 |
+53 |
Apr09 |
080724 |
1186.50 |
1191.00 |
1182.50 |
1186.50 |
-12.25 |
68 |
5,017 |
+96 |
May09 |
080724 |
1180.00 |
1185.50 |
1180.00 |
1181.75 |
-13.00 |
18 |
3,833 |
+391 |
Total Volume and Open Interest |
75,064 |
306,157 |
+1,950 |
Ethanol(CBOT) |
Jul08 |
080703 |
2.863 |
2.863 |
2.863 |
2.863 |
+0.002 |
5 |
269 |
-3 |
Aug08 |
080724 |
2.310 |
2.351 |
2.310 |
2.341 |
+0.041 |
39 |
257 |
-50 |
Sep08 |
080724 |
2.260 |
2.309 |
2.260 |
2.295 |
+0.035 |
17 |
349 |
+2 |
Oct08 |
080724 |
2.260 |
2.300 |
2.260 |
2.298 |
+0.038 |
18 |
221 |
+5 |
Nov08 |
080724 |
2.260 |
2.280 |
2.260 |
2.280 |
+0.020 |
19 |
147 |
+9 |
Dec08 |
080724 |
2.308 |
2.308 |
2.308 |
2.308 |
+0.048 |
12 |
155 |
+7 |
Jan09 |
080724 |
2.270 |
2.315 |
2.270 |
2.288 |
+0.028 |
6 |
143 |
-13 |
Feb09 |
080724 |
2.270 |
2.300 |
2.270 |
2.300 |
+0.050 |
5 |
117 |
-3 |
Total Volume and Open Interest |
131 |
2,635 |
-32 |
US Dollar Index(ICE) |
Sep08 |
080724 |
73.005 |
73.230 |
72.915 |
73.125 |
+0.140 |
11,178 |
39,061 |
+3,623 |
Dec08 |
080724 |
73.520 |
73.600 |
73.375 |
73.520 |
+0.080 |
15 |
2,537 |
-1 |
Mar09 |
080724 |
73.900 |
73.900 |
73.810 |
73.890 |
+0.065 |
5 |
114 |
-1 |
Total Volume and Open Interest |
7,272 |
38,097 |
+674 |
Australian Dollar(CME) |
Sep08 |
080724 |
95.44 |
95.73 |
94.74 |
95.09 |
-0.36 |
553 |
98,790 |
-7,423 |
Dec08 |
080724 |
94.20 |
94.60 |
93.73 |
94.00 |
-0.35 |
0 |
921 |
+1 |
Mar09 |
080724 |
93.01 |
93.43 |
92.81 |
93.01 |
-0.35 |
0 |
618 |
+1 |
Total Volume and Open Interest |
38,242 |
107,776 |
-1,289 |
British Pound(CME) |
Sep08 |
080724 |
199.03 |
199.20 |
197.41 |
197.66 |
-1.25 |
9 |
107,414 |
+2,282 |
Dec08 |
080724 |
196.73 |
197.74 |
196.16 |
196.34 |
-1.23 |
1 |
1,207 |
+5 |
Mar09 |
080724 |
195.50 |
196.30 |
195.06 |
195.06 |
-1.23 |
0 |
298 |
+0 |
Total Volume and Open Interest |
80,362 |
107,323 |
-4,209 |
Canadian Dollar(CME) |
Sep08 |
080724 |
98.81 |
99.16 |
98.10 |
98.64 |
-0.27 |
26 |
88,777 |
-1,707 |
Dec08 |
080724 |
98.86 |
99.07 |
98.07 |
98.57 |
-0.27 |
0 |
5,236 |
-39 |
Mar09 |
080724 |
99.00 |
99.00 |
98.40 |
98.54 |
-0.28 |
0 |
1,297 |
+1 |
Jun09 |
080724 |
98.52 |
98.87 |
98.42 |
98.52 |
-0.28 |
0 |
1,286 |
+8 |
Total Volume and Open Interest |
41,109 |
99,845 |
-1,685 |
Japanese Yen(CME) |
Sep08 |
080724 |
92.93 |
93.56 |
92.86 |
93.42 |
+0.48 |
13 |
154,479 |
-6,194 |
Dec08 |
080724 |
93.46 |
94.02 |
93.41 |
93.94 |
+0.48 |
0 |
23,160 |
+5 |
Mar09 |
080724 |
94.51 |
94.51 |
94.03 |
94.51 |
+0.48 |
0 |
533 |
+0 |
Total Volume and Open Interest |
123,604 |
187,785 |
-6,265 |
Swiss Franc(CME) |
Sep08 |
080724 |
96.39 |
96.65 |
96.04 |
96.46 |
+0.16 |
53 |
51,254 |
+986 |
Dec08 |
080724 |
96.48 |
96.69 |
96.22 |
96.55 |
+0.16 |
0 |
1,143 |
+3 |
Mar09 |
080724 |
96.64 |
96.64 |
96.48 |
96.64 |
+0.16 |
0 |
336 |
+1 |
Total Volume and Open Interest |
95,860 |
51,791 |
-6,157 |
EuroFX(CME) |
Sep08 |
080724 |
156.41 |
156.72 |
155.85 |
156.16 |
-0.17 |
278 |
159,012 |
-8,981 |
Dec08 |
080724 |
155.68 |
156.00 |
155.14 |
155.44 |
-0.17 |
0 |
2,723 |
+17 |
Mar09 |
080724 |
154.79 |
155.06 |
154.71 |
154.79 |
-0.17 |
0 |
413 |
-1 |
Total Volume and Open Interest |
240,798 |
171,505 |
-4,596 |
Mexican Peso(CME) |
Aug08 |
080724 |
993.5 |
994.5 |
993.5 |
993.5 |
-1.0 |
|
|
|
Sep08 |
080724 |
991.2 |
992.0 |
988.0 |
990.0 |
-1.0 |
1,408 |
109,095 |
-1,715 |
Total Volume and Open Interest |
27,678 |
111,592 |
+3,956 |
30-Year T-Bonds(CBOT) |
Sep08 |
080724 |
113~285 |
115~050 |
113~220 |
115~000 |
+1~125 |
323,382 |
867,371 |
-11,559 |
Dec08 |
080724 |
113~000 |
114~050 |
113~000 |
114~010 |
+1~125 |
132 |
3,643 |
+23 |
Mar09 |
080724 |
112~305 |
112~305 |
111~180 |
112~305 |
+1~125 |
0 |
17 |
+0 |
Total Volume and Open Interest |
320,588 |
883,247 |
-8,592 |
10-Year T-Notes(CBOT) |
Sep08 |
080724 |
113~075 |
114~095 |
113~040 |
114~050 |
+1~045 |
965,203 |
1,733,714 |
-23,216 |
Dec08 |
080724 |
112~010 |
112~310 |
111~230 |
112~275 |
+1~045 |
4,328 |
15,247 |
+2,549 |
Mar09 |
080724 |
111~275 |
111~275 |
110~230 |
111~275 |
+1~045 |
|
|
|
Total Volume and Open Interest |
884,102 |
1,779,735 |
-7,643 |
5-Year T-Notes(CBOT) |
Sep08 |
080724 |
110~011 |
110~118 |
109~127 |
110~101 |
+0~112 |
620,975 |
0 |
+0 |
Dec08 |
080724 |
110~021 |
110~021 |
109~036 |
110~021 |
+0~113 |
1,048 |
0 |
+0 |
Mar09 |
080724 |
110~021 |
110~021 |
109~036 |
110~021 |
+0~113 |
|
|
|
Total Volume and Open Interest |
565,532 |
1,577,141 |
-4,226 |
2 Year T-Notes(CBOT) |
Sep08 |
080724 |
105~061 |
105~109 |
105~055 |
105~100 |
+0~051 |
743 |
880,440 |
+17,417 |
Dec08 |
080724 |
105~020 |
105~038 |
104~113 |
105~038 |
+0~054 |
0 |
1,862 |
+50 |
Mar09 |
080724 |
105~038 |
105~038 |
104~113 |
105~038 |
+0~054 |
|
|
|
Total Volume and Open Interest |
277,264 |
865,506 |
-12,370 |
Eurodollars(CME) |
Sep08 |
080724 |
97.055 |
97.120 |
97.055 |
97.110 |
+0.080 |
8,325 |
1,399,314 |
-4,442 |
Dec08 |
080724 |
96.760 |
96.950 |
96.760 |
96.925 |
+0.195 |
18,871 |
1,681,918 |
+13,142 |
Mar09 |
080724 |
96.620 |
96.860 |
96.615 |
96.830 |
+0.245 |
6,144 |
1,399,954 |
-14,004 |
Jun09 |
080724 |
96.385 |
96.645 |
96.385 |
96.605 |
+0.255 |
3,562 |
1,181,093 |
-4,704 |
Sep09 |
080724 |
96.100 |
96.350 |
96.095 |
96.305 |
+0.245 |
5,377 |
955,123 |
+10,210 |
Dec09 |
080724 |
95.785 |
96.035 |
95.785 |
95.990 |
+0.245 |
4,292 |
747,399 |
+912 |
Mar10 |
080724 |
95.565 |
95.810 |
95.565 |
95.765 |
+0.245 |
5,408 |
565,756 |
-3,514 |
Jun10 |
080724 |
95.390 |
95.635 |
95.390 |
95.585 |
+0.240 |
3,831 |
343,986 |
-769 |
Sep10 |
080724 |
95.275 |
95.505 |
95.275 |
95.460 |
+0.235 |
1,405 |
228,105 |
-2,530 |
Dec10 |
080724 |
95.165 |
95.395 |
95.165 |
95.350 |
+0.225 |
1,322 |
218,939 |
+235 |
Mar11 |
080724 |
95.120 |
95.355 |
95.120 |
95.310 |
+0.220 |
2,172 |
160,293 |
-2,227 |
Jun11 |
080724 |
95.105 |
95.305 |
95.105 |
95.260 |
+0.215 |
2,111 |
149,597 |
+278 |
Sep11 |
080724 |
95.070 |
95.275 |
95.070 |
95.230 |
+0.210 |
1,295 |
92,997 |
+3,450 |
Dec11 |
080724 |
95.085 |
95.220 |
95.050 |
95.180 |
+0.205 |
1,190 |
89,153 |
+1,527 |
Mar12 |
080724 |
95.045 |
95.200 |
95.030 |
95.160 |
+0.200 |
1,764 |
102,810 |
+1,378 |
Jun12 |
080724 |
95.010 |
95.150 |
94.995 |
95.120 |
+0.195 |
1,804 |
73,410 |
+373 |
Sep12 |
080724 |
94.955 |
95.110 |
94.955 |
95.080 |
+0.190 |
553 |
57,179 |
-2,823 |
Dec12 |
080724 |
94.915 |
95.045 |
94.895 |
95.015 |
+0.180 |
696 |
38,772 |
-1,912 |
Total Volume and Open Interest |
2,344,817 |
9,723,326 |
+38,914 |
30 Day Federal Funds(CBOT) |
Jul08 |
080724 |
98.005 |
98.005 |
98.000 |
98.005 |
unch |
181 |
79,467 |
-520 |
Aug08 |
080724 |
97.985 |
97.990 |
97.980 |
97.985 |
unch |
277 |
141,015 |
+648 |
Sep08 |
080724 |
97.925 |
97.950 |
97.925 |
97.940 |
+0.020 |
242 |
86,961 |
-114 |
Oct08 |
080724 |
97.860 |
97.900 |
97.840 |
97.890 |
+0.050 |
155 |
103,688 |
+254 |
Nov08 |
080724 |
97.720 |
97.810 |
97.720 |
97.805 |
+0.095 |
694 |
126,400 |
+68 |
Dec08 |
080724 |
97.670 |
97.785 |
97.650 |
97.770 |
+0.120 |
15 |
51,455 |
-191 |
Total Volume and Open Interest |
44,230 |
637,046 |
+3,662 |
30 Day Fed Funds(e-CBOT) |
Jul08 |
080724 |
98.005 |
98.005 |
98.000 |
98.005 |
unch |
1,987 |
79,467 |
-520 |
Aug08 |
080724 |
97.985 |
97.990 |
97.980 |
97.985 |
+0.005 |
7,132 |
141,015 |
+648 |
Sep08 |
080724 |
97.925 |
97.950 |
97.925 |
97.940 |
+0.015 |
7,484 |
86,961 |
-114 |
Oct08 |
080724 |
97.860 |
97.900 |
97.855 |
97.890 |
+0.040 |
12,256 |
103,688 |
+254 |
Nov08 |
080724 |
97.720 |
97.810 |
97.720 |
97.805 |
+0.085 |
14,798 |
126,400 |
+68 |
Dec08 |
080724 |
97.670 |
97.785 |
97.670 |
97.770 |
+0.100 |
6,973 |
51,455 |
-191 |
Total Volume and Open Interest |
53,070 |
635,161 |
+875 |
3-Mth Euro-Yen(CME) |
Sep08 |
080724 |
99.15 |
99.15 |
99.15 |
99.15 |
unch |
0 |
7,083 |
-5 |
Dec08 |
080724 |
99.11 |
99.11 |
99.11 |
99.11 |
+0.01 |
430 |
2,916 |
+427 |
Mar09 |
080724 |
99.04 |
99.04 |
99.04 |
99.04 |
unch |
751 |
2,648 |
+750 |
Jun09 |
080724 |
98.97 |
98.97 |
98.97 |
98.97 |
unch |
1 |
473 |
+1 |
Sep09 |
080724 |
98.90 |
98.90 |
98.90 |
98.90 |
unch |
0 |
540 |
+0 |
Dec09 |
080724 |
98.84 |
98.84 |
98.84 |
98.84 |
unch |
0 |
1 |
+0 |
Mar10 |
080724 |
98.73 |
98.73 |
98.73 |
98.73 |
unch |
|
|
|
Jun10 |
080724 |
98.68 |
98.68 |
98.68 |
98.68 |
unch |
|
|
|
Sep10 |
080724 |
98.66 |
98.66 |
98.66 |
98.66 |
unch |
|
|
|
Dec10 |
080724 |
98.75 |
98.75 |
98.75 |
98.75 |
unch |
|
|
|
Total Volume and Open Interest |
1,182 |
13,661 |
+1,173 |
3-Mth Euro-Yen(SGX) |
Sep08 |
080724 |
99.14 |
99.14 |
99.14 |
99.14 |
unch |
833 |
21,149 |
-391 |
Dec08 |
080724 |
99.10 |
99.12 |
99.09 |
99.12 |
unch |
6 |
15,056 |
-124 |
Mar09 |
080724 |
99.04 |
99.06 |
99.04 |
99.06 |
unch |
88 |
9,643 |
+125 |
Jun09 |
080724 |
98.96 |
98.99 |
98.95 |
98.99 |
unch |
439 |
4,423 |
+17 |
Sep09 |
080724 |
98.93 |
98.93 |
98.88 |
98.93 |
unch |
0 |
1,376 |
+0 |
Dec09 |
080724 |
98.86 |
98.86 |
98.81 |
98.86 |
unch |
0 |
479 |
+0 |
Mar10 |
080724 |
98.75 |
98.75 |
98.75 |
98.75 |
unch |
0 |
450 |
+0 |
Jun10 |
080724 |
98.70 |
98.70 |
98.70 |
98.70 |
unch |
0 |
450 |
+0 |
Total Volume and Open Interest |
1,366 |
57,561 |
-381 |
Japanese Gov't Bonds(SGX) |
Sep08 |
080724 |
135.20 |
135.59 |
135.09 |
135.51 |
+0.17 |
1,774 |
16,703 |
+1,040 |
Dec08 |
080724 |
135.51 |
135.51 |
135.51 |
135.51 |
+0.17 |
|
|
|
Mar09 |
080724 |
135.51 |
135.51 |
135.51 |
135.51 |
+0.17 |
|
|
|
Total Volume and Open Interest |
1,774 |
16,703 |
+1,460 |
Euro-Bund(EUREX) |
Sep08 |
080724 |
110.16 |
111.02 |
110.10 |
110.76 |
+0.79 |
752,757 |
1,181,946 |
-9,146 |
Dec08 |
080724 |
109.87 |
110.68 |
109.87 |
110.50 |
+0.81 |
719 |
3,351 |
+586 |
Mar09 |
080724 |
110.50 |
110.50 |
110.50 |
110.50 |
+0.80 |
|
|
|
Total Volume and Open Interest |
753,476 |
1,185,297 |
-8,560 |
Euro-Bobl(EUREX) |
Sep08 |
080724 |
105.78 |
106.50 |
105.71 |
106.29 |
+0.69 |
457,325 |
892,370 |
-5,805 |
Dec08 |
080724 |
106.00 |
106.34 |
106.00 |
106.34 |
+0.70 |
51 |
4,958 |
+51 |
Mar09 |
080724 |
106.29 |
106.29 |
106.29 |
106.29 |
+0.68 |
|
|
|
Total Volume and Open Interest |
457,376 |
897,328 |
-5,754 |
3-Mth Euribor(EUREX) |
Sep08 |
080724 |
94.965 |
94.980 |
94.965 |
94.975 |
+0.030 |
790 |
20,015 |
+367 |
Dec08 |
080724 |
94.825 |
94.880 |
94.825 |
94.875 |
+0.080 |
354 |
8,614 |
+353 |
Mar09 |
080724 |
94.845 |
94.940 |
94.845 |
94.940 |
+0.140 |
308 |
3,346 |
+97 |
Total Volume and Open Interest |
1,505 |
37,554 |
+848 |
Long Gilt(LIFFE) |
Sep08 |
080724 |
105~18 |
106~03 |
105~18 |
106~01 |
+0~18 |
78,584 |
303,335 |
-44 |
Dec08 |
080724 |
107~21 |
107~21 |
107~21 |
107~21 |
+0~18 |
0 |
50 |
+0 |
Total Volume and Open Interest |
61,951 |
303,429 |
-2,628 |
3-Mth Short Sterling(LIFFE) |
Sep08 |
080724 |
94.08 |
94.14 |
94.07 |
94.12 |
+0.06 |
63,936 |
365,726 |
-2,046 |
Dec08 |
080724 |
94.10 |
94.19 |
94.08 |
94.18 |
+0.11 |
85,357 |
460,005 |
-369 |
Mar09 |
080724 |
94.26 |
94.40 |
94.25 |
94.39 |
+0.15 |
116,845 |
439,881 |
+9,265 |
Jun09 |
080724 |
94.29 |
94.47 |
94.29 |
94.44 |
+0.18 |
74,551 |
331,553 |
+2,904 |
Sep09 |
080724 |
94.28 |
94.44 |
94.26 |
94.42 |
+0.17 |
44,854 |
196,798 |
+1,940 |
Dec09 |
080724 |
94.20 |
94.38 |
94.20 |
94.36 |
+0.17 |
32,258 |
178,894 |
-3,264 |
Total Volume and Open Interest |
327,026 |
2,193,296 |
-7,143 |
3-Mth Euribor(LIFFE) |
Sep08 |
080724 |
94.960 |
94.990 |
94.955 |
94.975 |
+0.030 |
63,299 |
661,211 |
-11,463 |
Dec08 |
080724 |
94.825 |
94.905 |
94.815 |
94.875 |
+0.080 |
105,316 |
613,435 |
-1,684 |
Mar09 |
080724 |
94.845 |
94.985 |
94.840 |
94.940 |
+0.140 |
105,010 |
477,960 |
-5,350 |
Total Volume and Open Interest |
589,711 |
3,215,712 |
-10,112 |
3-Mth Aus T-Bills(SFE) |
Sep08 |
080724 |
92.22 |
92.26 |
92.22 |
92.25 |
+0.03 |
15,828 |
350,843 |
+2,591 |
Dec08 |
080724 |
92.21 |
92.29 |
92.21 |
92.28 |
+0.07 |
27,988 |
254,551 |
+11,343 |
Mar09 |
080724 |
92.28 |
92.37 |
92.28 |
92.36 |
+0.09 |
21,819 |
123,469 |
+6,750 |
Jun09 |
080724 |
92.32 |
92.47 |
92.32 |
92.46 |
+0.11 |
8,502 |
82,152 |
+1,191 |
Sep09 |
080724 |
92.42 |
92.55 |
92.42 |
92.55 |
+0.15 |
2,547 |
51,674 |
+552 |
Dec09 |
080724 |
92.48 |
92.61 |
92.48 |
92.61 |
+0.15 |
3,148 |
37,387 |
+883 |
Mar10 |
080724 |
92.53 |
92.66 |
92.53 |
92.66 |
+0.15 |
2,233 |
21,776 |
+132 |
Jun10 |
080724 |
92.56 |
92.70 |
92.56 |
92.70 |
+0.15 |
2,098 |
11,663 |
+1,121 |
Sep10 |
080724 |
92.67 |
92.71 |
92.67 |
92.71 |
+0.16 |
70 |
2,004 |
+20 |
Dec10 |
080724 |
92.65 |
92.69 |
92.65 |
92.69 |
+0.16 |
50 |
1,106 |
+0 |
Total Volume and Open Interest |
95,593 |
938,292 |
+24,593 |
10-Year Aus T-Bonds(SFE) |
Sep08 |
080724 |
93.61 |
93.63 |
93.59 |
93.62 |
+0.05 |
27,656 |
495,376 |
+14,714 |
Dec08 |
080724 |
93.62 |
93.62 |
93.62 |
93.62 |
+0.05 |
|
|
|
Total Volume and Open Interest |
45,780 |
495,376 |
+14,714 |
3-Year Aus T-Bonds(SFE) |
Sep08 |
080724 |
93.48 |
93.57 |
93.47 |
93.57 |
+0.08 |
81,116 |
493,827 |
+48,192 |
Dec08 |
080724 |
93.57 |
93.57 |
93.57 |
93.57 |
+0.08 |
|
|
|
Total Volume and Open Interest |
117,127 |
493,827 |
+48,192 |
Gold(CMX) |
Aug08 |
080724 |
920.8 |
931.4 |
915.9 |
922.3 |
-0.5 |
203,965 |
192,190 |
-22,048 |
Oct08 |
080724 |
926.7 |
935.6 |
921.0 |
927.3 |
-0.5 |
4,718 |
20,914 |
-52 |
Dec08 |
080724 |
934.6 |
941.3 |
925.9 |
932.3 |
-0.6 |
26,820 |
140,156 |
+7,610 |
Feb09 |
080724 |
938.2 |
940.7 |
933.5 |
937.5 |
-0.9 |
824 |
26,021 |
+182 |
Apr09 |
080724 |
945.6 |
945.6 |
942.4 |
942.4 |
-1.2 |
717 |
16,470 |
+331 |
Jun09 |
080724 |
948.0 |
956.2 |
942.0 |
947.6 |
-1.5 |
368 |
16,311 |
-69 |
Aug09 |
080724 |
953.0 |
953.0 |
953.0 |
953.0 |
-1.9 |
363 |
10,060 |
+8 |
Oct09 |
080724 |
958.5 |
958.5 |
958.5 |
958.5 |
-2.3 |
100 |
991 |
+0 |
Dec09 |
080724 |
965.6 |
970.7 |
960.0 |
964.2 |
-2.7 |
581 |
13,589 |
+328 |
Feb10 |
080724 |
970.5 |
970.5 |
970.5 |
970.5 |
-3.1 |
14 |
112 |
+0 |
Apr10 |
080724 |
976.9 |
976.9 |
976.9 |
976.9 |
-3.4 |
14 |
15 |
+0 |
Jun10 |
080724 |
983.4 |
983.4 |
983.4 |
983.4 |
-3.8 |
275 |
3,528 |
+275 |
Total Volume and Open Interest |
228,910 |
475,606 |
-1,062 |
Silver(CMX) |
Jul08 |
080724 |
1724.6 |
1724.6 |
1724.6 |
1724.6 |
-15.4 |
23 |
99 |
-78 |
Sep08 |
080724 |
1742.5 |
1767.0 |
1713.0 |
1729.8 |
-16.0 |
36,805 |
67,292 |
-2,510 |
Dec08 |
080724 |
1759.5 |
1776.5 |
1727.5 |
1744.8 |
-16.2 |
2,478 |
36,957 |
+19 |
Mar09 |
080724 |
1750.0 |
1766.5 |
1749.5 |
1760.6 |
-16.4 |
47 |
7,161 |
+21 |
May09 |
080724 |
1773.0 |
1775.0 |
1770.0 |
1770.0 |
-17.6 |
5 |
4,212 |
+0 |
Jul09 |
080724 |
1798.0 |
1798.0 |
1779.6 |
1779.6 |
-18.4 |
16 |
5,782 |
+2 |
Sep09 |
080724 |
1789.0 |
1789.0 |
1789.0 |
1789.0 |
-19.1 |
6 |
766 |
+2 |
Total Volume and Open Interest |
39,436 |
140,089 |
-1,848 |
Platinum(NYMEX) |
Jul08 |
080724 |
1716.8 |
1716.8 |
1716.8 |
1716.8 |
-47.0 |
1 |
55 |
-22 |
Oct08 |
080724 |
1753.0 |
1753.0 |
1711.0 |
1713.8 |
-47.0 |
3,080 |
14,281 |
-97 |
Jan09 |
080724 |
1723.0 |
1741.4 |
1716.8 |
1716.8 |
-49.1 |
39 |
202 |
+25 |
Total Volume and Open Interest |
2,953 |
14,632 |
+120 |
Palladium(NYMEX) |
Sep08 |
080724 |
384.50 |
398.00 |
376.50 |
387.00 |
-5.15 |
3,331 |
11,339 |
-567 |
Dec08 |
080724 |
385.25 |
395.00 |
385.25 |
390.30 |
-5.15 |
310 |
2,454 |
+245 |
Mar09 |
080724 |
390.90 |
394.80 |
390.90 |
394.80 |
-5.15 |
2 |
43 |
-2 |
Total Volume and Open Interest |
1,296 |
14,160 |
-354 |
Copper(CMX) |
Jul08 |
080724 |
369.00 |
369.10 |
365.20 |
367.70 |
-3.95 |
532 |
1,060 |
-348 |
Sep08 |
080724 |
362.90 |
366.00 |
355.50 |
357.70 |
-8.05 |
14,979 |
57,881 |
-371 |
Dec08 |
080724 |
361.00 |
363.15 |
353.70 |
355.65 |
-8.20 |
3,597 |
27,052 |
+128 |
Mar09 |
080724 |
356.80 |
356.80 |
351.25 |
352.50 |
-8.25 |
768 |
8,067 |
+8 |
May09 |
080724 |
349.00 |
350.10 |
349.00 |
350.10 |
-8.25 |
261 |
1,297 |
-231 |
Total Volume and Open Interest |
14,990 |
110,899 |
+1,092 |
Aluminum(CMX) |
Jul08 |
080724 |
1.34 |
1.34 |
1.34 |
1.34 |
-134.76 |
|
|
|
Aug08 |
080724 |
1.35 |
1.35 |
1.35 |
1.35 |
-135.50 |
|
|
|
Sep08 |
080724 |
1.36 |
1.36 |
1.36 |
1.36 |
-136.24 |
|
|
|
Oct08 |
080724 |
1.36 |
1.36 |
1.36 |
1.36 |
-136.99 |
|
|
|
Nov08 |
080721 |
140.60 |
140.60 |
140.60 |
140.60 |
unch |
|
|
|
Dec08 |
080724 |
139.55 |
139.55 |
139.55 |
139.55 |
-2.00 |
|
|
|
Total Volume and Open Interest |
|
|
|
DJIA Index(CBOT) |
Sep08 |
080724 |
11600 |
11628 |
11335 |
11351 |
-262 |
4,042 |
30,029 |
+217 |
Dec08 |
080724 |
11412 |
11412 |
11200 |
11353 |
-262 |
3 |
1,958 |
+1 |
Mar09 |
080724 |
11366 |
11628 |
11366 |
11366 |
-262 |
|
|
|
Jun09 |
080724 |
11381 |
11643 |
11381 |
11381 |
-262 |
|
|
|
Total Volume and Open Interest |
3,765 |
31,819 |
-2,920 |
S & P 500(CME) |
Sep08 |
080724 |
1281.40 |
1284.90 |
1251.20 |
1253.80 |
-28.60 |
27,531 |
545,723 |
-1,388 |
Dec08 |
080724 |
1285.30 |
1285.30 |
1254.00 |
1255.60 |
-29.00 |
763 |
15,878 |
+944 |
Mar09 |
080724 |
1257.60 |
1284.50 |
1257.50 |
1257.60 |
-29.90 |
0 |
249 |
+0 |
Jun09 |
080724 |
1260.60 |
1288.50 |
1259.50 |
1260.60 |
-30.90 |
0 |
170 |
+0 |
Total Volume and Open Interest |
32,352 |
562,988 |
+1,110 |
S & P 500 E-Mini(Globex) |
Sep08 |
080724 |
1281.25 |
1285.00 |
1251.00 |
1253.75 |
-28.75 |
2,125,754 |
2,342,216 |
-35,348 |
Dec08 |
080724 |
1282.75 |
1286.50 |
1252.75 |
1255.50 |
-29.00 |
6,081 |
53,380 |
+2,035 |
Total Volume and Open Interest |
2,107,979 |
2,435,264 |
+5,638 |
NASDAQ 100(CME) |
Sep08 |
080724 |
1847.50 |
1862.00 |
1813.00 |
1819.50 |
-29.50 |
4,712 |
28,757 |
+330 |
Dec08 |
080724 |
1828.30 |
1828.30 |
1822.80 |
1828.30 |
-29.50 |
0 |
10 |
+0 |
Mar09 |
080724 |
1837.00 |
1837.00 |
1831.50 |
1837.00 |
-29.50 |
|
|
|
Total Volume and Open Interest |
2,839 |
28,437 |
+99 |
NASDAQ 100 E-Mini(Globex) |
Sep08 |
080724 |
1846.30 |
1863.50 |
1811.50 |
1819.50 |
-29.50 |
494,064 |
314,754 |
-5,346 |
Dec08 |
080724 |
1852.00 |
1870.30 |
1821.50 |
1828.30 |
-29.50 |
387 |
4,479 |
+15 |
Total Volume and Open Interest |
437,892 |
324,721 |
+13,452 |
S & P Midcap 400(CME) |
Sep08 |
080724 |
818.00 |
818.00 |
791.00 |
794.30 |
-24.50 |
109 |
4,335 |
-68 |
Dec08 |
080724 |
796.25 |
820.75 |
796.25 |
796.25 |
-24.50 |
0 |
2 |
+0 |
Mar09 |
080724 |
803.15 |
827.65 |
803.15 |
803.15 |
-24.50 |
|
|
|
Total Volume and Open Interest |
113 |
4,405 |
-25 |
Russell 2000(CME) |
Sep08 |
080724 |
719.35 |
722.20 |
700.50 |
704.90 |
-16.30 |
704 |
35,070 |
-707 |
Total Volume and Open Interest |
2,381 |
35,842 |
-854 |
Russell 2000 E-Mini(Globex) |
Sep08 |
080724 |
720.50 |
722.80 |
700.30 |
704.90 |
-16.30 |
278,005 |
623,593 |
-6,550 |
Dec08 |
080724 |
816.80 |
816.80 |
792.60 |
796.30 |
+156.00 |
|
|
|
Total Volume and Open Interest |
288,105 |
630,143 |
|
Nikkei 225(CME) |
Sep08 |
080724 |
13455 |
13660 |
13420 |
13645 |
+275 |
75,061 |
191,724 |
+483 |
Dec08 |
080724 |
13425 |
13610 |
13390 |
13560 |
+290 |
257 |
615 |
+36 |
Total Volume and Open Interest |
75,318 |
192,580 |
+519 |
Nikkei 225(SGX) |
Sep08 |
080724 |
13455 |
13660 |
13420 |
13645 |
+275 |
75,061 |
191,724 |
+483 |
Dec08 |
080724 |
13425 |
13610 |
13390 |
13560 |
+290 |
257 |
615 |
+36 |
Mar09 |
080724 |
13570 |
13570 |
13570 |
13570 |
+290 |
|
|
|
Total Volume and Open Interest |
75,318 |
192,580 |
+519 |
CAC 40(EURONEXT) |
Aug08 |
080724 |
4419.5 |
4454.0 |
4338.5 |
4358.5 |
-57.5 |
120,452 |
490,521 |
+12,002 |
Sep08 |
080724 |
4434.0 |
4459.0 |
4361.0 |
4375.0 |
-56.0 |
1,075 |
36,787 |
-654 |
Oct08 |
080724 |
4387.5 |
4387.5 |
4387.5 |
4387.5 |
-56.0 |
|
|
|
Total Volume and Open Interest |
106,932 |
517,026 |
+10,000 |
Hang Seng Index(HKFE) |
Jul08 |
080724 |
23273 |
23426 |
23048 |
23108 |
-152 |
6,388 |
21,061 |
-49,988 |
Aug08 |
080724 |
23320 |
23415 |
23045 |
23100 |
-143 |
198 |
42 |
-795 |
Sep08 |
080724 |
23321 |
23321 |
22970 |
22997 |
-151 |
7 |
39 |
+29 |
Total Volume and Open Interest |
6,597 |
21,204 |
-50,734 |
DAX(EUREX) |
Sep08 |
080724 |
6595.0 |
6616.5 |
6422.5 |
6473.0 |
-112.5 |
147,007 |
218,138 |
+2,100 |
Dec08 |
080724 |
6666.0 |
6690.0 |
6497.0 |
6547.0 |
-113.0 |
543 |
12,967 |
-46 |
Mar09 |
080724 |
6738.5 |
6738.5 |
6574.0 |
6625.0 |
-117.0 |
158 |
3,365 |
-20 |
Total Volume and Open Interest |
154,077 |
232,436 |
+2,167 |
FT-SE 100(EURONEXT) |
Sep08 |
080724 |
5471.00 |
5476.00 |
5320.50 |
5360.50 |
-105.00 |
98,293 |
482,593 |
+582 |
Dec08 |
080724 |
5490.50 |
5491.00 |
5396.50 |
5396.50 |
-105.50 |
45 |
8,724 |
-8 |
Mar09 |
080724 |
5455.50 |
5455.50 |
5403.50 |
5403.50 |
-105.00 |
0 |
44 |
+0 |
Total Volume and Open Interest |
85,659 |
490,787 |
+3,978 |
SPI 200(SFE) |
Sep08 |
080724 |
5093.0 |
5152.0 |
5082.0 |
5142.0 |
+41.0 |
32,284 |
262,777 |
+13,723 |
Dec08 |
080724 |
5190.0 |
5193.0 |
5160.0 |
5193.0 |
+43.0 |
53 |
2,633 |
-3 |
Mar09 |
080724 |
5198.0 |
5198.0 |
5198.0 |
5198.0 |
+42.0 |
0 |
466 |
+18 |
Total Volume and Open Interest |
37,631 |
266,238 |
+13,738 |
GSCI(CME) |
Aug08 |
080724 |
111.94 |
117.14 |
102.64 |
111.64 |
+2.00 |
388 |
14,701 |
-2 |
Sep08 |
080724 |
115.64 |
121.14 |
106.64 |
115.64 |
+2.00 |
0 |
1 |
+0 |
Oct08 |
080724 |
113.64 |
119.14 |
104.64 |
113.64 |
+2.00 |
|
|
|
Total Volume and Open Interest |
374 |
14,707 |
-40 |
RJ/CRB Index(ICE) |
Aug08 |
080724 |
548.00 |
548.00 |
542.30 |
545.00 |
-0.50 |
36 |
286 |
+2 |
Nov08 |
080724 |
555.05 |
558.10 |
555.05 |
557.00 |
-1.50 |
189 |
800 |
+68 |
Jan09 |
080724 |
562.00 |
562.00 |
562.00 |
562.00 |
-2.50 |
0 |
206 |
+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. |
|
|