 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Fri August 01, 2008 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug08 |
080801 |
1395.00 |
1404.50 |
1354.00 |
1357.75 |
-38.00 |
1,474 |
6,845 |
-3,623 |
Sep08 |
080801 |
1393.50 |
1401.00 |
1353.50 |
1355.50 |
-38.75 |
2,230 |
27,621 |
-1,033 |
Nov08 |
080801 |
1401.50 |
1409.25 |
1362.75 |
1365.00 |
-39.00 |
9,761 |
252,797 |
+729 |
Jan09 |
080801 |
1421.75 |
1426.75 |
1381.00 |
1383.00 |
-39.00 |
1,016 |
33,476 |
+162 |
Mar09 |
080801 |
1431.75 |
1441.00 |
1395.75 |
1398.00 |
-38.75 |
1,797 |
12,972 |
+972 |
May09 |
080801 |
1440.00 |
1450.00 |
1401.25 |
1408.00 |
-37.00 |
796 |
13,569 |
-697 |
Jul09 |
080801 |
1444.25 |
1454.75 |
1417.00 |
1418.00 |
-35.00 |
64 |
11,698 |
-31 |
Total Volume and Open Interest |
148,119 |
396,249 |
-2,243 |
Soybean Meal(CBOT) |
Aug08 |
080801 |
380.00 |
382.50 |
372.50 |
373.90 |
-5.70 |
3,218 |
8,419 |
-2,893 |
Sep08 |
080801 |
376.50 |
379.20 |
361.30 |
368.40 |
-8.00 |
5,906 |
34,960 |
-106 |
Oct08 |
080801 |
371.70 |
375.90 |
363.00 |
364.00 |
-9.50 |
334 |
22,436 |
-73 |
Dec08 |
080801 |
375.10 |
377.60 |
365.00 |
366.00 |
-9.50 |
4,624 |
80,588 |
+2,439 |
Jan09 |
080801 |
377.60 |
379.70 |
368.20 |
368.80 |
-9.50 |
834 |
10,844 |
+599 |
Mar09 |
080801 |
383.60 |
384.50 |
373.30 |
374.00 |
-9.30 |
1,656 |
10,194 |
+3,062 |
May09 |
080801 |
385.90 |
385.90 |
375.70 |
376.50 |
-9.30 |
1,016 |
5,508 |
+371 |
Jul09 |
080801 |
386.10 |
388.30 |
379.30 |
379.30 |
-9.00 |
43 |
4,943 |
+34 |
Total Volume and Open Interest |
59,409 |
182,671 |
-322 |
Soybean Oil(CBOT) |
Aug08 |
080801 |
57.47 |
58.15 |
56.40 |
56.61 |
-1.65 |
2,986 |
8,012 |
-2,573 |
Sep08 |
080801 |
58.23 |
58.50 |
56.52 |
56.83 |
-1.68 |
4,486 |
41,699 |
+183 |
Oct08 |
080801 |
58.50 |
58.72 |
56.75 |
57.16 |
-1.68 |
1,183 |
25,685 |
+223 |
Dec08 |
080801 |
59.21 |
59.49 |
57.49 |
57.81 |
-1.69 |
6,431 |
118,116 |
+1,605 |
Jan09 |
080801 |
59.65 |
59.83 |
58.00 |
58.30 |
-1.65 |
167 |
9,486 |
+41 |
Mar09 |
080801 |
59.60 |
60.40 |
58.51 |
58.84 |
-1.65 |
1,071 |
10,247 |
+43 |
May09 |
080801 |
60.70 |
60.72 |
58.94 |
59.15 |
-1.65 |
597 |
7,672 |
-311 |
Jul09 |
080801 |
60.48 |
60.85 |
59.50 |
59.50 |
-1.56 |
35 |
7,146 |
+11 |
Total Volume and Open Interest |
102,168 |
246,856 |
-4,843 |
Canola(WCE) |
Corn(CBOT) |
Sep08 |
080801 |
589.00 |
589.50 |
561.50 |
565.00 |
-22.50 |
11,634 |
280,912 |
-11,002 |
Dec08 |
080801 |
609.00 |
609.75 |
581.50 |
585.00 |
-22.50 |
15,274 |
530,015 |
+4,598 |
Mar09 |
080801 |
628.25 |
629.25 |
601.50 |
605.00 |
-22.50 |
4,531 |
155,358 |
+4,441 |
May09 |
080801 |
640.00 |
640.00 |
615.00 |
618.00 |
-22.00 |
1,983 |
27,604 |
+905 |
Jul09 |
080801 |
650.00 |
651.00 |
625.50 |
629.00 |
-22.50 |
3,615 |
80,310 |
+1,094 |
Sep09 |
080801 |
651.50 |
651.50 |
627.50 |
631.50 |
-20.00 |
707 |
14,626 |
+899 |
Total Volume and Open Interest |
204,448 |
1,224,357 |
-3,518 |
Wheat(CBOT) |
Sep08 |
080801 |
784.50 |
810.25 |
782.00 |
794.00 |
+10.25 |
6,243 |
135,820 |
-4,428 |
Dec08 |
080801 |
811.00 |
835.00 |
806.75 |
819.00 |
+10.25 |
3,804 |
115,776 |
+6,292 |
Mar09 |
080801 |
832.00 |
857.75 |
830.00 |
841.75 |
+10.00 |
244 |
24,117 |
+303 |
May09 |
080801 |
847.00 |
866.75 |
846.50 |
855.00 |
+8.50 |
75 |
3,111 |
+11 |
Jul09 |
080801 |
858.00 |
880.75 |
856.50 |
867.00 |
+9.75 |
240 |
35,818 |
+60 |
Total Volume and Open Interest |
49,118 |
333,121 |
+4,093 |
Wheat(KCBT) |
Sep08 |
080801 |
815.00 |
839.50 |
814.50 |
822.25 |
+7.50 |
8,758 |
42,723 |
-97 |
Dec08 |
080801 |
840.00 |
863.00 |
838.50 |
849.00 |
+8.25 |
3,476 |
31,996 |
+944 |
Mar09 |
080801 |
863.25 |
885.00 |
860.75 |
872.00 |
+9.00 |
936 |
8,103 |
+523 |
May09 |
080801 |
877.00 |
893.75 |
877.00 |
887.00 |
+9.00 |
44 |
920 |
+4 |
Jul09 |
080801 |
880.00 |
900.50 |
880.00 |
889.00 |
+9.00 |
144 |
12,599 |
-45 |
Total Volume and Open Interest |
10,052 |
98,355 |
-979 |
Wheat(MGE) |
Sep08 |
080801 |
866.00 |
888.00 |
865.00 |
874.00 |
+3.50 |
1,314 |
11,580 |
+319 |
Dec08 |
080801 |
877.00 |
901.00 |
876.50 |
886.50 |
+6.50 |
964 |
21,015 |
+256 |
Mar09 |
080801 |
891.75 |
913.00 |
891.75 |
903.00 |
+8.00 |
448 |
4,601 |
+369 |
May09 |
080801 |
896.00 |
914.75 |
896.00 |
907.00 |
+10.00 |
286 |
1,886 |
+238 |
Jul09 |
080801 |
895.00 |
897.00 |
895.00 |
897.00 |
-1.00 |
0 |
452 |
-1 |
Total Volume and Open Interest |
2,283 |
40,300 |
-204 |
Oats(CBOT) |
Sep08 |
080801 |
381.00 |
382.25 |
368.00 |
368.00 |
-9.50 |
716 |
3,519 |
-564 |
Dec08 |
080801 |
400.00 |
402.25 |
386.00 |
387.50 |
-9.50 |
782 |
9,423 |
+238 |
Mar09 |
080801 |
420.50 |
420.50 |
407.00 |
407.00 |
-9.50 |
170 |
2,015 |
+123 |
May09 |
080801 |
427.00 |
427.50 |
420.00 |
420.00 |
-9.50 |
220 |
626 |
+235 |
Total Volume and Open Interest |
3,015 |
15,851 |
+255 |
Rough Rice(CBOT) |
Sep08 |
080801 |
16.60 |
16.69 |
16.36 |
16.36 |
-0.22 |
248 |
5,308 |
-608 |
Nov08 |
080801 |
16.88 |
16.97 |
16.66 |
16.66 |
-0.25 |
204 |
6,606 |
+573 |
Jan09 |
080801 |
17.17 |
17.22 |
16.97 |
16.97 |
-0.25 |
0 |
706 |
+0 |
Mar09 |
080801 |
17.27 |
17.53 |
17.27 |
17.27 |
-0.26 |
0 |
391 |
+0 |
Total Volume and Open Interest |
1,620 |
13,237 |
+273 |
Live Cattle(CME) |
Aug08 |
080801 |
98.550 |
100.100 |
98.330 |
100.035 |
+1.635 |
10,235 |
36,137 |
-1,455 |
Oct08 |
080801 |
106.500 |
107.900 |
106.200 |
107.800 |
+1.500 |
17,213 |
141,361 |
+1,405 |
Dec08 |
080801 |
108.930 |
110.400 |
108.800 |
110.135 |
+1.100 |
7,882 |
66,870 |
+1,954 |
Feb09 |
080801 |
109.700 |
111.300 |
109.680 |
111.150 |
+1.500 |
1,245 |
26,014 |
+660 |
Apr09 |
080801 |
111.100 |
112.500 |
111.100 |
112.250 |
+1.700 |
860 |
16,745 |
-40 |
Jun09 |
080801 |
109.300 |
110.350 |
108.635 |
110.285 |
+0.955 |
307 |
7,349 |
+47 |
Total Volume and Open Interest |
30,698 |
294,233 |
-148 |
Feeder Cattle(CME) |
Aug08 |
080801 |
113.900 |
116.500 |
113.900 |
115.635 |
+1.835 |
1,399 |
6,625 |
-416 |
Sep08 |
080801 |
115.300 |
118.330 |
115.250 |
117.700 |
+2.370 |
2,179 |
13,496 |
+622 |
Oct08 |
080801 |
116.580 |
118.800 |
116.430 |
118.650 |
+2.220 |
1,642 |
8,000 |
+516 |
Nov08 |
080801 |
116.600 |
119.150 |
116.600 |
118.980 |
+2.250 |
548 |
3,107 |
+22 |
Jan09 |
080801 |
116.000 |
118.000 |
116.000 |
117.900 |
+2.050 |
140 |
1,159 |
+51 |
Mar09 |
080801 |
116.000 |
118.000 |
116.000 |
118.000 |
+2.000 |
61 |
329 |
+47 |
Apr09 |
080801 |
116.500 |
118.000 |
116.500 |
118.000 |
+1.650 |
35 |
141 |
+25 |
Total Volume and Open Interest |
4,171 |
32,109 |
-352 |
Lean Hogs(CME) |
Aug08 |
080801 |
80.330 |
81.800 |
80.300 |
81.580 |
+1.945 |
7,419 |
14,359 |
-1,020 |
Oct08 |
080801 |
75.000 |
75.750 |
73.050 |
74.635 |
+0.285 |
18,629 |
85,756 |
+1,984 |
Dec08 |
080801 |
76.500 |
77.100 |
74.500 |
75.850 |
-0.050 |
9,901 |
67,952 |
+1,203 |
Feb09 |
080801 |
82.750 |
83.000 |
80.700 |
81.430 |
-1.170 |
2,776 |
23,756 |
+838 |
Apr09 |
080801 |
88.000 |
88.750 |
85.850 |
86.650 |
-1.400 |
1,670 |
24,005 |
+983 |
May09 |
080801 |
92.650 |
93.200 |
91.200 |
91.600 |
-1.200 |
69 |
940 |
-38 |
Jun09 |
080801 |
96.500 |
96.500 |
94.100 |
95.350 |
-0.850 |
699 |
15,412 |
+1,872 |
Jul09 |
080801 |
27.969 |
29.019 |
27.669 |
28.219 |
-0.550 |
46 |
933 |
+29 |
Total Volume and Open Interest |
23,855 |
228,226 |
-4,012 |
Pork Bellies(CME) |
Aug08 |
080801 |
69.000 |
69.000 |
65.500 |
65.500 |
-3.000 |
424 |
473 |
-140 |
Feb09 |
080801 |
91.350 |
92.300 |
89.850 |
89.930 |
-2.070 |
115 |
584 |
+47 |
Mar09 |
080801 |
92.400 |
92.400 |
92.400 |
92.400 |
-1.500 |
0 |
7 |
+0 |
May09 |
080801 |
28.469 |
29.069 |
28.469 |
28.469 |
-1.400 |
0 |
1 |
+0 |
Jul09 |
080801 |
30.469 |
30.469 |
30.469 |
30.469 |
unch |
|
|
|
Total Volume and Open Interest |
492 |
1,159 |
-124 |
Class III Milk(CME) |
Aug08 |
080801 |
18.00 |
18.15 |
17.97 |
18.00 |
+0.03 |
34 |
4,357 |
-9 |
Sep08 |
080801 |
18.15 |
18.20 |
18.00 |
18.02 |
-0.08 |
307 |
4,720 |
+134 |
Oct08 |
080801 |
18.20 |
18.32 |
18.20 |
18.30 |
+0.10 |
179 |
3,696 |
+71 |
Nov08 |
080801 |
18.23 |
18.35 |
18.16 |
18.22 |
+0.06 |
98 |
3,328 |
+39 |
Dec08 |
080801 |
18.20 |
18.32 |
18.16 |
18.18 |
+0.02 |
140 |
3,682 |
+41 |
Total Volume and Open Interest |
2,582 |
34,853 |
+495 |
Cocoa(ICE) |
Sep08 |
080801 |
2854 |
3013 |
2843 |
2996 |
+138 |
6,783 |
60,602 |
-2,576 |
Dec08 |
080801 |
2867 |
3035 |
2859 |
3019 |
+141 |
4,129 |
46,935 |
+1,096 |
Mar09 |
080801 |
2878 |
3036 |
2875 |
3026 |
+148 |
638 |
21,503 |
-135 |
May09 |
080801 |
2931 |
3030 |
2931 |
3024 |
+144 |
120 |
8,125 |
+91 |
Jul09 |
080801 |
2993 |
3027 |
2977 |
3020 |
+143 |
93 |
3,925 |
-76 |
Sep09 |
080801 |
2989 |
3017 |
2989 |
3017 |
+137 |
0 |
1,501 |
+0 |
Dec09 |
080801 |
2986 |
3033 |
2986 |
3026 |
+135 |
11 |
5,551 |
+1 |
Total Volume and Open Interest |
13,294 |
151,864 |
+49 |
Coffee "C"(ICE) |
Sep08 |
080801 |
139.50 |
140.75 |
137.65 |
140.15 |
+0.80 |
14,151 |
70,274 |
-2,814 |
Dec08 |
080801 |
143.00 |
144.50 |
141.40 |
143.95 |
+0.80 |
7,483 |
53,774 |
+1,901 |
Mar09 |
080801 |
145.35 |
147.85 |
145.35 |
147.60 |
+0.80 |
645 |
12,741 |
+3 |
May09 |
080801 |
147.70 |
150.10 |
147.70 |
149.90 |
+0.80 |
207 |
4,607 |
+77 |
Jul09 |
080801 |
152.10 |
152.10 |
152.10 |
152.10 |
+0.75 |
10 |
1,523 |
+2 |
Sep09 |
080801 |
154.20 |
154.20 |
154.20 |
154.20 |
+0.75 |
33 |
1,360 |
-30 |
Total Volume and Open Interest |
13,518 |
147,313 |
+645 |
Orange Juice(ICE) |
Sep08 |
080801 |
106.50 |
107.85 |
101.75 |
103.65 |
-2.90 |
2,694 |
15,495 |
-719 |
Nov08 |
080801 |
110.50 |
111.60 |
105.75 |
107.65 |
-2.90 |
1,648 |
8,717 |
+1,385 |
Jan09 |
080801 |
114.10 |
114.20 |
109.90 |
111.25 |
-3.05 |
67 |
2,159 |
+31 |
Mar09 |
080801 |
117.00 |
117.45 |
113.75 |
114.85 |
-3.00 |
49 |
2,751 |
+43 |
May09 |
080801 |
118.35 |
118.35 |
118.35 |
118.35 |
-3.00 |
20 |
210 |
+20 |
Jul09 |
080801 |
120.85 |
120.85 |
120.85 |
120.85 |
-3.00 |
0 |
38 |
+0 |
Total Volume and Open Interest |
4,954 |
28,627 |
+441 |
Sugar #11(ICE) |
Oct08 |
080801 |
13.86 |
14.69 |
13.48 |
14.13 |
+0.20 |
57,977 |
327,840 |
-3,950 |
Mar09 |
080801 |
15.06 |
15.78 |
14.67 |
15.26 |
+0.15 |
19,831 |
162,897 |
+1,958 |
May09 |
080801 |
15.11 |
15.80 |
14.90 |
15.27 |
+0.09 |
4,268 |
78,185 |
+566 |
Jul09 |
080801 |
15.15 |
15.80 |
14.80 |
15.30 |
+0.07 |
2,965 |
81,286 |
-239 |
Oct09 |
080801 |
15.40 |
15.98 |
15.06 |
15.53 |
+0.03 |
1,367 |
63,353 |
+528 |
Total Volume and Open Interest |
87,505 |
781,237 |
-2,976 |
Sugar #14(ICE) |
Sep08 |
080801 |
23.50 |
23.75 |
23.50 |
23.75 |
+0.25 |
30 |
762 |
-27 |
Nov08 |
080801 |
23.07 |
23.15 |
23.06 |
23.12 |
+0.10 |
4 |
2,833 |
-1 |
Jan09 |
080801 |
23.10 |
23.16 |
23.10 |
23.15 |
+0.06 |
0 |
2,078 |
+0 |
Mar09 |
080801 |
23.20 |
23.28 |
23.20 |
23.28 |
+0.10 |
0 |
1,538 |
+0 |
May09 |
080801 |
23.25 |
23.25 |
23.24 |
23.24 |
+0.01 |
0 |
838 |
+0 |
Total Volume and Open Interest |
211 |
9,164 |
+120 |
London Cocoa(LCE) |
Sep08 |
080801 |
1522 |
1611 |
1520 |
1602 |
+84 |
3,124 |
67,382 |
-99 |
Dec08 |
080801 |
1511 |
1592 |
1506 |
1586 |
+76 |
7,102 |
61,935 |
+4,007 |
Mar09 |
080801 |
1505 |
1585 |
1505 |
1576 |
+76 |
705 |
39,180 |
+23 |
May09 |
080801 |
1524 |
1588 |
1524 |
1581 |
+76 |
409 |
18,913 |
+221 |
Jul09 |
080801 |
1565 |
1593 |
1559 |
1584 |
+76 |
41 |
7,305 |
+10 |
Sep09 |
080801 |
1564 |
1590 |
1563 |
1583 |
+75 |
13 |
1,549 |
+0 |
Dec09 |
080801 |
1563 |
1598 |
1563 |
1585 |
+72 |
0 |
1,800 |
+0 |
Total Volume and Open Interest |
5,317 |
194,173 |
+48 |
London Coffee(LCE) |
Sep08 |
080801 |
2408.00 |
2461.00 |
2385.00 |
2430.00 |
+22.00 |
5,474 |
64,675 |
-1,601 |
Nov08 |
080801 |
2349.00 |
2410.00 |
2339.00 |
2380.00 |
+23.00 |
2,109 |
29,143 |
+111 |
Jan09 |
080801 |
2275.00 |
2326.00 |
2260.00 |
2298.00 |
+21.00 |
967 |
44,732 |
-9 |
Total Volume and Open Interest |
12,953 |
142,098 |
-4,119 |
London Sugar(LCE) |
Oct08 |
080801 |
384.50 |
410.60 |
384.10 |
403.00 |
+16.80 |
5,253 |
23,988 |
+1,587 |
Dec08 |
080801 |
390.60 |
417.00 |
390.60 |
410.50 |
+17.30 |
1,249 |
11,140 |
+27 |
Mar09 |
080801 |
404.00 |
430.00 |
404.00 |
423.00 |
+16.30 |
470 |
13,844 |
+54 |
May09 |
080801 |
415.00 |
428.10 |
414.00 |
423.80 |
+13.10 |
216 |
4,044 |
+65 |
Aug09 |
080801 |
413.60 |
429.30 |
413.60 |
423.80 |
+11.20 |
174 |
4,755 |
+60 |
Total Volume and Open Interest |
5,066 |
59,314 |
+481 |
Cotton(ICE) |
Oct08 |
080801 |
71.65 |
72.09 |
68.85 |
69.31 |
-2.34 |
136 |
5,191 |
-51 |
Dec08 |
080801 |
74.50 |
74.93 |
71.50 |
71.89 |
-2.61 |
6,733 |
166,400 |
+586 |
Mar09 |
080801 |
79.94 |
80.20 |
76.95 |
77.37 |
-2.52 |
526 |
32,661 |
+170 |
May09 |
080801 |
81.64 |
81.75 |
79.14 |
79.14 |
-2.46 |
87 |
3,044 |
+5 |
Jul09 |
080801 |
83.04 |
83.15 |
80.35 |
80.62 |
-2.37 |
106 |
6,585 |
+71 |
Oct09 |
080801 |
82.82 |
82.82 |
82.82 |
82.82 |
-2.37 |
0 |
122 |
+0 |
Total Volume and Open Interest |
7,003 |
221,016 |
+949 |
Lumber(CME) |
Sep08 |
080801 |
258.0 |
260.7 |
254.6 |
254.8 |
+1.8 |
3,798 |
6,599 |
-1,200 |
Nov08 |
080801 |
254.0 |
254.5 |
251.3 |
252.0 |
+0.2 |
3,172 |
5,744 |
+1,080 |
Jan09 |
080801 |
268.4 |
269.0 |
265.5 |
268.4 |
+1.0 |
104 |
1,591 |
+25 |
Mar09 |
080801 |
272.9 |
272.9 |
268.7 |
272.9 |
+0.2 |
15 |
202 |
+12 |
Total Volume and Open Interest |
4,661 |
14,283 |
-279 |
Crude Oil(NYM) |
Sep08 |
080801 |
124.06 |
128.60 |
122.10 |
125.10 |
+1.02 |
280,832 |
310,736 |
+11,637 |
Oct08 |
080801 |
124.50 |
128.95 |
122.49 |
125.50 |
+0.99 |
79,598 |
127,322 |
+7,503 |
Nov08 |
080801 |
124.90 |
129.16 |
122.92 |
125.94 |
+0.99 |
31,703 |
75,790 |
+3,430 |
Dec08 |
080801 |
125.29 |
129.58 |
123.25 |
126.30 |
+1.01 |
45,536 |
178,897 |
+766 |
Jan09 |
080801 |
125.34 |
129.52 |
123.87 |
126.54 |
+1.08 |
7,329 |
37,689 |
+1,138 |
Feb09 |
080801 |
124.77 |
129.51 |
124.10 |
126.66 |
+1.15 |
2,991 |
16,249 |
+337 |
Mar09 |
080801 |
124.88 |
127.94 |
124.88 |
126.66 |
+1.18 |
2,112 |
14,248 |
-546 |
Apr09 |
080801 |
126.60 |
126.60 |
126.60 |
126.60 |
+1.19 |
843 |
12,930 |
+280 |
May09 |
080801 |
126.47 |
126.47 |
126.47 |
126.47 |
+1.22 |
389 |
15,401 |
-88 |
Jun09 |
080801 |
123.80 |
128.75 |
123.80 |
126.32 |
+1.24 |
1,542 |
53,243 |
+12 |
Jul09 |
080801 |
126.15 |
126.15 |
126.15 |
126.15 |
+1.25 |
269 |
18,125 |
+115 |
Aug09 |
080801 |
125.97 |
125.97 |
125.97 |
125.97 |
+1.27 |
513 |
8,756 |
+492 |
Sep09 |
080801 |
125.79 |
125.79 |
125.79 |
125.79 |
+1.29 |
233 |
12,549 |
+1 |
Oct09 |
080801 |
125.62 |
125.62 |
125.62 |
125.62 |
+1.32 |
51 |
5,907 |
+14 |
Nov09 |
080801 |
125.45 |
125.45 |
125.45 |
125.45 |
+1.34 |
220 |
4,526 |
-20 |
Dec09 |
080801 |
122.71 |
127.92 |
122.55 |
125.29 |
+1.36 |
13,160 |
117,856 |
-64 |
Total Volume and Open Interest |
559,906 |
1,243,548 |
+23,011 |
e-miNY Crude Oil(NYM) |
Aug08 |
080721 |
129.125 |
132.075 |
128.650 |
131.050 |
+2.175 |
20,367 |
5,267 |
-1,593 |
Sep08 |
080801 |
124.050 |
128.625 |
122.125 |
125.100 |
+1.025 |
22,674 |
6,252 |
-346 |
Oct08 |
080801 |
124.375 |
128.750 |
122.500 |
125.500 |
+1.000 |
1,160 |
1,217 |
-108 |
Nov08 |
080801 |
123.350 |
128.100 |
123.000 |
125.950 |
+1.000 |
135 |
306 |
-10 |
Dec08 |
080801 |
125.225 |
128.800 |
123.700 |
126.300 |
+1.000 |
132 |
147 |
+44 |
Jan09 |
080801 |
127.000 |
127.925 |
126.550 |
126.550 |
+1.100 |
2 |
3 |
+0 |
Feb09 |
080801 |
126.650 |
126.650 |
126.650 |
126.650 |
+1.150 |
2 |
3 |
+0 |
Mar09 |
080801 |
126.650 |
126.650 |
126.650 |
126.650 |
+1.175 |
|
|
|
Apr09 |
080801 |
126.600 |
126.600 |
126.600 |
126.600 |
+1.200 |
0 |
1 |
+0 |
May09 |
080801 |
126.475 |
126.475 |
126.475 |
126.475 |
+1.225 |
1 |
1 |
+0 |
Total Volume and Open Interest |
29,357 |
8,438 |
+480 |
Heating Oil(NYM) |
Sep08 |
080801 |
345.52 |
353.81 |
340.41 |
343.68 |
-2.25 |
39,735 |
70,635 |
+799 |
Oct08 |
080801 |
348.79 |
356.98 |
344.38 |
347.13 |
-2.20 |
9,529 |
26,543 |
+1,312 |
Nov08 |
080801 |
349.94 |
360.63 |
349.00 |
351.03 |
-2.20 |
4,129 |
15,093 |
+490 |
Dec08 |
080801 |
355.00 |
364.10 |
351.31 |
354.58 |
-2.00 |
4,634 |
20,215 |
-405 |
Jan09 |
080801 |
357.00 |
366.05 |
357.00 |
357.58 |
-1.90 |
2,143 |
16,336 |
+269 |
Feb09 |
080801 |
357.54 |
367.94 |
357.54 |
359.48 |
-1.80 |
1,025 |
6,439 |
+334 |
Mar09 |
080801 |
357.50 |
367.00 |
357.50 |
358.63 |
-1.65 |
570 |
6,227 |
+14 |
Apr09 |
080801 |
361.65 |
363.25 |
352.00 |
354.88 |
-1.50 |
309 |
3,000 |
+45 |
May09 |
080801 |
350.00 |
358.50 |
350.00 |
351.43 |
-1.40 |
167 |
1,725 |
+1 |
Jun09 |
080801 |
347.60 |
356.00 |
347.60 |
348.98 |
-1.40 |
720 |
21,334 |
-16 |
Jul09 |
080801 |
354.95 |
354.95 |
348.58 |
348.58 |
-1.45 |
124 |
18 |
-1,969 |
Aug09 |
080801 |
349.28 |
349.28 |
349.28 |
349.28 |
-1.50 |
24 |
885 |
+12 |
Total Volume and Open Interest |
89,542 |
222,759 |
-4,093 |
Gasoline(NYMEX) |
Sep08 |
080801 |
306.47 |
319.70 |
302.00 |
308.43 |
+1.34 |
39,478 |
83,138 |
+898 |
Oct08 |
080801 |
298.43 |
310.07 |
294.20 |
299.53 |
+1.14 |
16,265 |
33,696 |
+164 |
Nov08 |
080801 |
296.73 |
309.15 |
296.73 |
300.93 |
+0.99 |
7,322 |
20,633 |
+551 |
Dec08 |
080801 |
299.15 |
311.55 |
298.05 |
302.53 |
+0.94 |
8,094 |
25,472 |
+430 |
Jan09 |
080801 |
302.90 |
313.90 |
302.90 |
304.83 |
+0.94 |
887 |
9,962 |
+57 |
Feb09 |
080801 |
315.40 |
316.40 |
307.33 |
307.33 |
+0.95 |
349 |
4,950 |
+54 |
Mar09 |
080801 |
318.40 |
319.50 |
310.13 |
310.13 |
+0.94 |
386 |
3,255 |
+58 |
Apr09 |
080801 |
325.78 |
325.78 |
325.78 |
325.78 |
+0.99 |
397 |
8,445 |
+61 |
May09 |
080801 |
327.50 |
327.50 |
326.28 |
326.28 |
+1.05 |
221 |
4,493 |
-68 |
Jun09 |
080801 |
325.73 |
325.73 |
325.73 |
325.73 |
+1.10 |
518 |
5,074 |
+170 |
Total Volume and Open Interest |
89,646 |
221,497 |
-1,297 |
e-miNY RBOB Gasoline(NYM) |
Sep08 |
080801 |
308.43 |
308.43 |
308.43 |
308.43 |
+1.34 |
|
|
|
Oct08 |
080801 |
299.53 |
299.53 |
299.53 |
299.53 |
+1.14 |
|
|
|
Nov08 |
080801 |
300.93 |
300.93 |
300.93 |
300.93 |
+0.99 |
|
|
|
Dec08 |
080801 |
302.53 |
302.53 |
302.53 |
302.53 |
+0.94 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
Sep08 |
080801 |
9.123 |
9.460 |
8.908 |
9.389 |
+0.270 |
79,989 |
129,645 |
-7,327 |
Oct08 |
080801 |
9.230 |
9.558 |
9.019 |
9.494 |
+0.270 |
18,992 |
92,462 |
+2,026 |
Nov08 |
080801 |
9.575 |
9.914 |
9.400 |
9.866 |
+0.272 |
8,264 |
62,238 |
+910 |
Dec08 |
080801 |
9.896 |
10.290 |
9.830 |
10.259 |
+0.275 |
3,143 |
41,772 |
+6 |
Jan09 |
080801 |
10.056 |
10.485 |
10.029 |
10.469 |
+0.270 |
6,051 |
63,324 |
-649 |
Feb09 |
080801 |
10.060 |
10.485 |
10.060 |
10.464 |
+0.260 |
2,769 |
23,670 |
-268 |
Mar09 |
080801 |
10.044 |
10.311 |
9.878 |
10.299 |
+0.255 |
4,499 |
58,819 |
+128 |
Apr09 |
080801 |
9.359 |
9.624 |
9.240 |
9.594 |
+0.235 |
4,800 |
63,250 |
+354 |
May09 |
080801 |
9.180 |
9.580 |
9.180 |
9.539 |
+0.240 |
2,434 |
43,107 |
+271 |
Jun09 |
080801 |
9.542 |
9.637 |
9.528 |
9.624 |
+0.240 |
356 |
18,954 |
-23 |
Jul09 |
080801 |
9.550 |
9.739 |
9.550 |
9.719 |
+0.240 |
165 |
17,790 |
+23 |
Aug09 |
080801 |
9.635 |
9.784 |
9.635 |
9.784 |
+0.240 |
211 |
17,200 |
+57 |
Sep09 |
080801 |
9.655 |
9.819 |
9.655 |
9.819 |
+0.240 |
243 |
14,368 |
-14 |
Oct09 |
080801 |
9.640 |
9.930 |
9.636 |
9.909 |
+0.245 |
1,416 |
30,758 |
+228 |
Nov09 |
080801 |
10.083 |
10.239 |
10.083 |
10.239 |
+0.245 |
435 |
17,116 |
-59 |
Dec09 |
080801 |
10.320 |
10.620 |
10.320 |
10.614 |
+0.245 |
112 |
27,887 |
+27 |
Total Volume and Open Interest |
164,516 |
946,771 |
+8,643 |
Brent Crude Oil(ICE) |
Sep08 |
080801 |
123.42 |
127.94 |
121.94 |
124.18 |
+0.20 |
99,778 |
79,265 |
-1,603 |
Oct08 |
080801 |
124.49 |
129.17 |
123.18 |
125.52 |
+0.41 |
49,267 |
121,236 |
+5,680 |
Nov08 |
080801 |
125.20 |
130.19 |
124.24 |
126.63 |
+0.56 |
23,996 |
43,156 |
+2,890 |
Dec08 |
080801 |
125.93 |
130.81 |
125.00 |
127.49 |
+0.71 |
21,327 |
65,389 |
-862 |
Jan09 |
080801 |
126.34 |
131.65 |
126.08 |
128.23 |
+0.84 |
5,154 |
27,442 |
+104 |
Feb09 |
080801 |
126.79 |
131.06 |
126.79 |
128.76 |
+0.88 |
2,776 |
21,754 |
+129 |
Mar09 |
080801 |
127.08 |
131.34 |
127.08 |
129.07 |
+0.91 |
1,881 |
12,605 |
+163 |
Apr09 |
080801 |
127.15 |
131.32 |
127.15 |
129.16 |
+0.94 |
708 |
17,978 |
+165 |
May09 |
080801 |
127.15 |
131.93 |
127.15 |
129.18 |
+0.96 |
730 |
12,687 |
+121 |
Jun09 |
080801 |
127.07 |
131.83 |
127.07 |
129.14 |
+0.99 |
2,323 |
27,069 |
+446 |
Jul09 |
080801 |
129.15 |
129.15 |
129.15 |
129.15 |
+1.01 |
0 |
7,684 |
+304 |
Aug09 |
080801 |
129.06 |
129.06 |
129.06 |
129.06 |
+1.05 |
0 |
2,893 |
+50 |
Sep09 |
080801 |
128.99 |
128.99 |
128.99 |
128.99 |
+1.14 |
0 |
5,699 |
+50 |
Oct09 |
080801 |
128.92 |
128.92 |
128.92 |
128.92 |
+1.23 |
0 |
2,394 |
-150 |
Total Volume and Open Interest |
256,482 |
554,312 |
+1,043 |
Gas Oil(ICE) |
Aug08 |
080801 |
1121.50 |
1148.75 |
1110.00 |
1125.50 |
-2.25 |
26,012 |
42,039 |
-2,344 |
Sep08 |
080801 |
1129.00 |
1153.25 |
1114.50 |
1129.75 |
-2.00 |
34,727 |
66,090 |
-514 |
Oct08 |
080801 |
1135.50 |
1159.25 |
1121.50 |
1137.25 |
-1.25 |
12,945 |
32,120 |
+1,026 |
Nov08 |
080801 |
1138.75 |
1164.25 |
1130.25 |
1144.50 |
-0.50 |
4,471 |
17,140 |
+1,218 |
Dec08 |
080801 |
1145.00 |
1172.75 |
1135.75 |
1151.25 |
-0.25 |
8,262 |
42,218 |
+2,276 |
Jan09 |
080801 |
1147.00 |
1177.75 |
1142.50 |
1157.75 |
-0.25 |
2,886 |
24,409 |
-327 |
Feb09 |
080801 |
1149.25 |
1175.25 |
1145.00 |
1160.25 |
unch |
678 |
8,758 |
-187 |
Mar09 |
080801 |
1146.00 |
1172.25 |
1144.00 |
1157.25 |
+0.25 |
262 |
9,207 |
-10 |
Apr09 |
080801 |
1139.00 |
1167.75 |
1139.00 |
1153.00 |
+0.75 |
148 |
5,469 |
+20 |
May09 |
080801 |
1134.00 |
1163.00 |
1133.75 |
1148.50 |
+1.00 |
0 |
6,427 |
+2,107 |
Total Volume and Open Interest |
93,681 |
319,490 |
+3,495 |
Ethanol(CBOT) |
Aug08 |
080801 |
2.400 |
2.400 |
2.380 |
2.390 |
-0.070 |
4 |
209 |
+0 |
Sep08 |
080801 |
2.422 |
2.422 |
2.365 |
2.383 |
-0.063 |
45 |
326 |
-7 |
Oct08 |
080801 |
2.410 |
2.410 |
2.350 |
2.357 |
-0.070 |
0 |
209 |
+0 |
Nov08 |
080801 |
2.415 |
2.415 |
2.380 |
2.399 |
-0.041 |
1 |
153 |
+1 |
Dec08 |
080801 |
2.399 |
2.399 |
2.399 |
2.399 |
-0.031 |
0 |
139 |
-4 |
Jan09 |
080801 |
2.367 |
2.367 |
2.367 |
2.367 |
-0.058 |
8 |
148 |
-4 |
Feb09 |
080801 |
2.367 |
2.367 |
2.367 |
2.367 |
-0.048 |
5 |
154 |
-5 |
Mar09 |
080801 |
2.370 |
2.370 |
2.370 |
2.370 |
-0.045 |
5 |
177 |
-4 |
Total Volume and Open Interest |
68 |
2,721 |
-38 |
US Dollar Index(ICE) |
Sep08 |
080801 |
73.425 |
73.965 |
73.400 |
73.600 |
+0.180 |
7,324 |
32,046 |
-947 |
Dec08 |
080801 |
73.990 |
74.270 |
73.810 |
73.965 |
+0.155 |
23 |
2,399 |
+3 |
Mar09 |
080801 |
74.360 |
74.360 |
74.360 |
74.360 |
+0.200 |
0 |
128 |
+0 |
Total Volume and Open Interest |
5,106 |
35,537 |
-1,091 |
Australian Dollar(CME) |
Sep08 |
080801 |
93.64 |
93.67 |
92.34 |
92.50 |
-1.19 |
1,400 |
78,607 |
-4,783 |
Dec08 |
080801 |
92.09 |
92.60 |
91.44 |
91.49 |
-1.11 |
0 |
1,470 |
+15 |
Mar09 |
080801 |
90.52 |
91.61 |
90.52 |
90.52 |
-1.09 |
0 |
538 |
+0 |
Total Volume and Open Interest |
54,852 |
85,397 |
-289 |
British Pound(CME) |
Sep08 |
080801 |
197.74 |
197.79 |
196.62 |
196.72 |
-0.91 |
4 |
100,305 |
+811 |
Dec08 |
080801 |
196.40 |
196.44 |
195.37 |
195.41 |
-0.91 |
0 |
1,344 |
+12 |
Mar09 |
080801 |
194.15 |
195.06 |
194.15 |
194.15 |
-0.91 |
0 |
943 |
+0 |
Total Volume and Open Interest |
94,721 |
103,062 |
+325 |
Canadian Dollar(CME) |
Sep08 |
080801 |
97.66 |
97.70 |
96.90 |
97.29 |
-0.36 |
74 |
92,095 |
+4,886 |
Dec08 |
080801 |
97.60 |
97.60 |
96.95 |
97.24 |
-0.35 |
0 |
5,541 |
+40 |
Mar09 |
080801 |
97.23 |
97.56 |
97.04 |
97.23 |
-0.33 |
0 |
1,450 |
+0 |
Jun09 |
080801 |
97.24 |
97.55 |
97.08 |
97.24 |
-0.31 |
0 |
1,306 |
+0 |
Total Volume and Open Interest |
38,242 |
96,961 |
-104 |
Japanese Yen(CME) |
Sep08 |
080801 |
92.91 |
93.44 |
92.90 |
93.09 |
+0.17 |
112 |
158,739 |
+1,451 |
Dec08 |
080801 |
93.67 |
93.93 |
93.42 |
93.59 |
+0.17 |
0 |
23,123 |
-115 |
Mar09 |
080801 |
94.16 |
94.24 |
93.99 |
94.16 |
+0.17 |
0 |
533 |
+0 |
Total Volume and Open Interest |
92,249 |
184,476 |
+5,517 |
Swiss Franc(CME) |
Sep08 |
080801 |
95.47 |
95.64 |
95.10 |
95.20 |
-0.26 |
1 |
53,840 |
+1,118 |
Dec08 |
080801 |
95.27 |
95.67 |
95.26 |
95.29 |
-0.25 |
0 |
1,330 |
+10 |
Mar09 |
080801 |
95.37 |
95.63 |
95.37 |
95.37 |
-0.26 |
0 |
512 |
+0 |
Total Volume and Open Interest |
62,412 |
54,702 |
-1,747 |
EuroFX(CME) |
Sep08 |
080801 |
155.64 |
155.65 |
154.78 |
155.12 |
-0.45 |
53 |
153,227 |
+9,902 |
Dec08 |
080801 |
154.70 |
154.86 |
154.05 |
154.38 |
-0.45 |
8 |
2,976 |
+301 |
Mar09 |
080801 |
154.15 |
154.15 |
153.64 |
153.70 |
-0.45 |
0 |
413 |
+0 |
Total Volume and Open Interest |
210,813 |
147,281 |
-2,652 |
Mexican Peso(CME) |
Aug08 |
080801 |
1002.8 |
1002.8 |
993.8 |
1002.8 |
+9.0 |
|
|
|
Sep08 |
080801 |
990.5 |
1000.8 |
989.2 |
999.2 |
+9.0 |
0 |
102,257 |
-1,407 |
Total Volume and Open Interest |
11,345 |
105,382 |
+831 |
30-Year T-Bonds(CBOT) |
Sep08 |
080801 |
115~265 |
116~050 |
115~060 |
115~290 |
+0~130 |
330,797 |
868,697 |
+19,647 |
Dec08 |
080801 |
114~285 |
115~015 |
114~080 |
114~300 |
+0~130 |
1,059 |
5,934 |
+558 |
Mar09 |
080801 |
113~275 |
113~275 |
113~145 |
113~275 |
+0~130 |
0 |
18 |
+0 |
Total Volume and Open Interest |
353,119 |
854,864 |
+6,203 |
10-Year T-Notes(CBOT) |
Sep08 |
080801 |
115~010 |
115~095 |
114~185 |
115~010 |
+0~065 |
1,146,131 |
1,740,491 |
+697 |
Dec08 |
080801 |
113~245 |
114~020 |
113~160 |
113~250 |
+0~070 |
10,382 |
35,989 |
+5,425 |
Mar09 |
080801 |
112~140 |
112~250 |
112~140 |
112~250 |
+0~070 |
|
|
|
Total Volume and Open Interest |
1,062,028 |
1,773,269 |
+6,824 |
5-Year T-Notes(CBOT) |
Sep08 |
080801 |
111~070 |
111~070 |
111~064 |
111~064 |
+0~022 |
633,414 |
0 |
+0 |
Dec08 |
080801 |
110~116 |
110~116 |
110~093 |
110~116 |
+0~024 |
1,151 |
0 |
+0 |
Mar09 |
080801 |
110~116 |
110~116 |
110~093 |
110~116 |
+0~024 |
|
|
|
Total Volume and Open Interest |
580,146 |
1,520,672 |
+5,455 |
2 Year T-Notes(CBOT) |
Sep08 |
080801 |
106~005 |
106~018 |
105~120 |
106~004 |
+0~004 |
2,051 |
877,808 |
+13,102 |
Dec08 |
080801 |
105~067 |
105~072 |
105~066 |
105~072 |
+0~007 |
0 |
6,957 |
+535 |
Mar09 |
080801 |
105~072 |
105~072 |
105~066 |
105~072 |
+0~007 |
|
|
|
Total Volume and Open Interest |
211,358 |
871,128 |
-6,941 |
Eurodollars(CME) |
Sep08 |
080801 |
97.195 |
97.200 |
97.150 |
97.160 |
-0.030 |
7,457 |
1,402,334 |
-6,536 |
Dec08 |
080801 |
97.020 |
97.025 |
96.950 |
96.960 |
-0.045 |
8,203 |
1,681,080 |
-2,816 |
Mar09 |
080801 |
96.925 |
96.965 |
96.855 |
96.875 |
-0.040 |
12,424 |
1,409,958 |
+13,948 |
Jun09 |
080801 |
96.750 |
96.805 |
96.685 |
96.720 |
-0.020 |
5,414 |
1,177,151 |
+554 |
Sep09 |
080801 |
96.495 |
96.555 |
96.425 |
96.485 |
+0.005 |
7,371 |
957,878 |
+16,389 |
Dec09 |
080801 |
96.185 |
96.235 |
96.120 |
96.190 |
+0.030 |
7,113 |
764,107 |
+7,021 |
Mar10 |
080801 |
95.950 |
95.990 |
95.885 |
95.965 |
+0.045 |
6,083 |
565,913 |
+902 |
Jun10 |
080801 |
95.765 |
95.790 |
95.695 |
95.770 |
+0.045 |
5,879 |
335,021 |
+3,855 |
Sep10 |
080801 |
95.610 |
95.645 |
95.560 |
95.630 |
+0.045 |
2,224 |
226,113 |
+1,152 |
Dec10 |
080801 |
95.475 |
95.525 |
95.440 |
95.515 |
+0.050 |
4,618 |
210,567 |
-1,852 |
Mar11 |
080801 |
95.425 |
95.475 |
95.395 |
95.465 |
+0.050 |
3,564 |
158,374 |
-439 |
Jun11 |
080801 |
95.360 |
95.420 |
95.335 |
95.405 |
+0.050 |
1,957 |
146,614 |
-1,404 |
Sep11 |
080801 |
95.320 |
95.365 |
95.290 |
95.350 |
+0.040 |
2,002 |
93,225 |
-60 |
Dec11 |
080801 |
95.255 |
95.300 |
95.225 |
95.280 |
+0.040 |
6,202 |
93,477 |
+2,412 |
Mar12 |
080801 |
95.230 |
95.265 |
95.195 |
95.245 |
+0.035 |
2,789 |
101,362 |
-966 |
Jun12 |
080801 |
95.200 |
95.210 |
95.140 |
95.190 |
+0.030 |
1,365 |
77,310 |
+506 |
Sep12 |
080801 |
95.105 |
95.160 |
95.100 |
95.140 |
+0.030 |
3,991 |
55,616 |
-335 |
Dec12 |
080801 |
95.045 |
95.090 |
95.035 |
95.070 |
+0.030 |
6,045 |
57,482 |
+1,734 |
Total Volume and Open Interest |
2,327,796 |
9,719,841 |
+45,587 |
30 Day Federal Funds(CBOT) |
Aug08 |
080801 |
97.985 |
97.990 |
97.980 |
97.985 |
unch |
20 |
132,424 |
-3,421 |
Sep08 |
080801 |
97.955 |
97.965 |
97.950 |
97.955 |
unch |
20 |
83,807 |
-961 |
Oct08 |
080801 |
97.915 |
97.935 |
97.905 |
97.915 |
unch |
30 |
105,049 |
+602 |
Nov08 |
080801 |
97.845 |
97.865 |
97.830 |
97.840 |
-0.005 |
22 |
131,900 |
+1,363 |
Dec08 |
080801 |
97.820 |
97.845 |
97.810 |
97.810 |
-0.010 |
22 |
54,328 |
+1,333 |
Jan09 |
080801 |
97.760 |
97.795 |
97.750 |
97.750 |
-0.020 |
0 |
20,627 |
+243 |
Total Volume and Open Interest |
53,306 |
638,204 |
-3,937 |
30 Day Fed Funds(e-CBOT) |
Aug08 |
080801 |
97.985 |
97.990 |
97.980 |
97.985 |
unch |
9,444 |
132,424 |
-3,421 |
Sep08 |
080801 |
97.955 |
97.965 |
97.950 |
97.955 |
unch |
3,526 |
83,807 |
-961 |
Oct08 |
080801 |
97.915 |
97.935 |
97.905 |
97.915 |
unch |
9,796 |
105,049 |
+602 |
Nov08 |
080801 |
97.845 |
97.865 |
97.830 |
97.840 |
-0.005 |
8,010 |
131,900 |
+1,363 |
Dec08 |
080801 |
97.820 |
97.845 |
97.810 |
97.810 |
-0.010 |
3,978 |
54,328 |
+1,333 |
Jan09 |
080801 |
97.760 |
97.795 |
97.750 |
97.750 |
-0.020 |
798 |
20,627 |
+243 |
Total Volume and Open Interest |
37,998 |
635,364 |
-2,345 |
3-Mth Euro-Yen(CME) |
Sep08 |
080801 |
99.16 |
99.16 |
99.16 |
99.16 |
unch |
251 |
7,648 |
-319 |
Dec08 |
080801 |
99.14 |
99.14 |
99.14 |
99.14 |
unch |
0 |
2,882 |
+0 |
Mar09 |
080801 |
99.12 |
99.12 |
99.12 |
99.12 |
+0.02 |
0 |
1,898 |
-146 |
Jun09 |
080801 |
99.06 |
99.06 |
99.06 |
99.06 |
+0.02 |
0 |
473 |
+0 |
Sep09 |
080801 |
99.00 |
99.00 |
99.00 |
99.00 |
+0.03 |
0 |
540 |
+0 |
Dec09 |
080801 |
98.93 |
98.93 |
98.93 |
98.93 |
+0.02 |
0 |
1 |
+0 |
Mar10 |
080801 |
98.82 |
98.82 |
98.82 |
98.82 |
+0.02 |
|
|
|
Jun10 |
080801 |
98.77 |
98.77 |
98.77 |
98.77 |
+0.02 |
|
|
|
Sep10 |
080801 |
98.75 |
98.75 |
98.75 |
98.75 |
+0.05 |
|
|
|
Dec10 |
080801 |
98.84 |
98.84 |
98.84 |
98.84 |
+0.04 |
|
|
|
Total Volume and Open Interest |
251 |
13,442 |
-465 |
3-Mth Euro-Yen(SGX) |
Sep08 |
080801 |
99.16 |
99.16 |
99.15 |
99.15 |
unch |
1,856 |
22,327 |
+1,120 |
Dec08 |
080801 |
99.15 |
99.15 |
99.15 |
99.15 |
+0.01 |
976 |
16,093 |
+500 |
Mar09 |
080801 |
99.12 |
99.14 |
99.12 |
99.14 |
+0.04 |
79 |
9,532 |
-126 |
Jun09 |
080801 |
99.08 |
99.09 |
99.08 |
99.08 |
+0.04 |
2 |
4,223 |
+0 |
Sep09 |
080801 |
99.01 |
99.02 |
99.01 |
99.01 |
+0.04 |
0 |
1,377 |
+0 |
Dec09 |
080801 |
98.95 |
98.96 |
98.95 |
98.95 |
+0.04 |
0 |
479 |
+0 |
Mar10 |
080801 |
98.84 |
98.84 |
98.84 |
98.84 |
+0.04 |
0 |
450 |
+0 |
Jun10 |
080801 |
98.79 |
98.79 |
98.79 |
98.79 |
+0.04 |
0 |
450 |
+0 |
Total Volume and Open Interest |
2,912 |
57,599 |
-167 |
Japanese Gov't Bonds(SGX) |
Sep08 |
080729 |
136.24 |
136.39 |
136.19 |
136.25 |
+0.74 |
1,809 |
16,754 |
+51 |
Dec08 |
080801 |
136.85 |
136.85 |
136.85 |
136.85 |
+0.43 |
|
|
|
Mar09 |
080801 |
136.85 |
136.85 |
136.85 |
136.85 |
+0.43 |
|
|
|
Total Volume and Open Interest |
2,412 |
18,448 |
+381 |
Euro-Bund(EUREX) |
Sep08 |
080801 |
112.60 |
112.83 |
112.29 |
112.53 |
+0.48 |
941,253 |
1,233,231 |
-6,615 |
Dec08 |
080801 |
112.37 |
112.51 |
112.06 |
112.26 |
+0.03 |
673 |
5,263 |
+270 |
Mar09 |
080801 |
112.43 |
112.43 |
112.43 |
112.43 |
+0.02 |
|
|
|
Total Volume and Open Interest |
901,088 |
1,230,696 |
-7,528 |
Euro-Bobl(EUREX) |
Sep08 |
080801 |
107.32 |
107.52 |
107.18 |
107.34 |
+0.01 |
564,286 |
950,360 |
+9,098 |
Dec08 |
080801 |
107.44 |
107.55 |
107.42 |
107.44 |
+0.02 |
135 |
5,677 |
-5 |
Mar09 |
080801 |
107.34 |
107.34 |
107.34 |
107.34 |
unch |
|
|
|
Total Volume and Open Interest |
564,421 |
956,037 |
+9,093 |
3-Mth Euribor(EUREX) |
Sep08 |
080801 |
95.000 |
95.000 |
94.990 |
94.995 |
-0.005 |
156 |
19,929 |
+91 |
Dec08 |
080801 |
94.970 |
94.970 |
94.930 |
94.935 |
-0.030 |
342 |
9,141 |
-28 |
Mar09 |
080801 |
95.155 |
95.155 |
95.130 |
95.130 |
-0.015 |
206 |
2,991 |
+0 |
Total Volume and Open Interest |
889 |
37,788 |
+86 |
Long Gilt(LIFFE) |
Sep08 |
080801 |
107~15 |
107~17 |
106~31 |
107~04 |
-0~08 |
109,124 |
305,525 |
+3,128 |
Dec08 |
080801 |
108~25 |
108~25 |
108~25 |
108~25 |
-0~08 |
0 |
50 |
+0 |
Total Volume and Open Interest |
74,662 |
302,447 |
+3,287 |
3-Mth Short Sterling(LIFFE) |
Sep08 |
080801 |
94.18 |
94.18 |
94.11 |
94.13 |
-0.04 |
42,962 |
384,627 |
+2,664 |
Dec08 |
080801 |
94.28 |
94.30 |
94.21 |
94.21 |
-0.06 |
64,045 |
471,706 |
+1,236 |
Mar09 |
080801 |
94.57 |
94.58 |
94.49 |
94.50 |
-0.05 |
98,150 |
467,158 |
+2,864 |
Jun09 |
080801 |
94.70 |
94.74 |
94.65 |
94.66 |
-0.04 |
84,855 |
360,237 |
+4,401 |
Sep09 |
080801 |
94.74 |
94.76 |
94.68 |
94.69 |
-0.03 |
82,642 |
221,031 |
+6,411 |
Dec09 |
080801 |
94.66 |
94.70 |
94.62 |
94.64 |
-0.03 |
52,619 |
194,281 |
+3,821 |
Total Volume and Open Interest |
434,602 |
2,328,323 |
+25,204 |
3-Mth Euribor(LIFFE) |
Sep08 |
080801 |
95.015 |
95.015 |
94.985 |
94.990 |
-0.010 |
119,414 |
681,799 |
+9,916 |
Dec08 |
080801 |
94.980 |
94.980 |
94.920 |
94.935 |
-0.025 |
174,664 |
641,101 |
+9,936 |
Mar09 |
080801 |
95.165 |
95.195 |
95.110 |
95.130 |
-0.010 |
154,842 |
500,025 |
-1,320 |
Total Volume and Open Interest |
861,733 |
3,332,372 |
+34,624 |
3-Mth Aus T-Bills(SFE) |
Sep08 |
080801 |
92.33 |
92.57 |
92.32 |
92.51 |
+0.17 |
31,636 |
374,069 |
-8,561 |
Dec08 |
080801 |
92.46 |
92.71 |
92.44 |
92.68 |
+0.21 |
31,638 |
296,592 |
+10,594 |
Mar09 |
080801 |
92.63 |
92.86 |
92.60 |
92.84 |
+0.21 |
15,650 |
134,976 |
+1,869 |
Jun09 |
080801 |
92.74 |
92.97 |
92.71 |
92.95 |
+0.20 |
7,630 |
94,125 |
+326 |
Sep09 |
080801 |
92.83 |
93.04 |
92.83 |
93.01 |
+0.17 |
2,751 |
53,136 |
+213 |
Dec09 |
080801 |
92.89 |
93.10 |
92.89 |
93.07 |
+0.17 |
3,110 |
40,287 |
-746 |
Mar10 |
080801 |
93.04 |
93.13 |
93.04 |
93.13 |
+0.18 |
986 |
21,480 |
-55 |
Jun10 |
080801 |
92.96 |
93.15 |
92.96 |
93.15 |
+0.18 |
811 |
13,479 |
+265 |
Sep10 |
080801 |
93.07 |
93.17 |
93.07 |
93.17 |
+0.18 |
25 |
3,627 |
+20 |
Dec10 |
080801 |
93.06 |
93.17 |
93.06 |
93.17 |
+0.18 |
10 |
905 |
-570 |
Total Volume and Open Interest |
108,574 |
1,034,303 |
+3,355 |
10-Year Aus T-Bonds(SFE) |
Sep08 |
080801 |
93.88 |
93.93 |
93.84 |
93.90 |
+0.10 |
22,620 |
452,051 |
-66,146 |
Dec08 |
080801 |
93.91 |
93.91 |
93.91 |
93.91 |
+0.10 |
|
|
|
Total Volume and Open Interest |
36,890 |
452,051 |
-66,146 |
3-Year Aus T-Bonds(SFE) |
Sep08 |
080801 |
93.93 |
93.99 |
93.89 |
93.94 |
+0.11 |
68,590 |
576,405 |
+17,181 |
Dec08 |
080801 |
94.01 |
94.01 |
94.01 |
94.01 |
+0.11 |
|
|
|
Total Volume and Open Interest |
99,214 |
576,405 |
+17,181 |
Gold(CMX) |
Aug08 |
080801 |
904.9 |
916.1 |
902.1 |
909.0 |
-4.9 |
8,550 |
6,172 |
-6,560 |
Oct08 |
080801 |
917.7 |
921.3 |
906.0 |
912.9 |
-5.1 |
16,165 |
36,910 |
+443 |
Dec08 |
080801 |
922.9 |
926.0 |
910.3 |
917.5 |
-5.2 |
130,539 |
261,094 |
-4,231 |
Feb09 |
080801 |
924.4 |
926.2 |
920.6 |
922.4 |
-5.3 |
440 |
30,316 |
-106 |
Apr09 |
080801 |
926.9 |
926.9 |
926.9 |
926.9 |
-5.4 |
1 |
18,846 |
+0 |
Jun09 |
080801 |
931.6 |
931.6 |
931.6 |
931.6 |
-5.5 |
53 |
19,543 |
-1 |
Aug09 |
080801 |
936.5 |
936.5 |
936.5 |
936.5 |
-5.7 |
333 |
13,714 |
+0 |
Oct09 |
080801 |
941.6 |
941.6 |
941.6 |
941.6 |
-5.8 |
2 |
989 |
+0 |
Dec09 |
080801 |
942.4 |
953.7 |
942.4 |
947.0 |
-5.9 |
462 |
14,121 |
+142 |
Feb10 |
080801 |
952.8 |
952.8 |
952.8 |
952.8 |
-6.0 |
12 |
102 |
+0 |
Apr10 |
080801 |
958.8 |
958.8 |
958.8 |
958.8 |
-6.1 |
10 |
16 |
+0 |
Jun10 |
080801 |
965.1 |
965.1 |
965.1 |
965.1 |
-6.1 |
200 |
4,374 |
+200 |
Total Volume and Open Interest |
272,304 |
440,038 |
-5,969 |
Silver(CMX) |
Sep08 |
080801 |
1777.0 |
1780.5 |
1728.0 |
1752.0 |
-27.0 |
32,377 |
57,183 |
-1,322 |
Dec08 |
080801 |
1791.0 |
1791.5 |
1747.5 |
1766.8 |
-27.1 |
2,968 |
39,972 |
+1,096 |
Mar09 |
080801 |
1781.5 |
1781.5 |
1781.5 |
1781.5 |
-27.2 |
64 |
7,101 |
+19 |
May09 |
080801 |
1790.7 |
1790.7 |
1790.7 |
1790.7 |
-27.3 |
387 |
4,625 |
+109 |
Jul09 |
080801 |
1801.0 |
1801.0 |
1799.8 |
1799.8 |
-27.3 |
24 |
6,229 |
-11 |
Sep09 |
080801 |
1809.0 |
1809.0 |
1809.0 |
1809.0 |
-27.2 |
1 |
771 |
+0 |
Dec09 |
080801 |
1838.0 |
1838.0 |
1809.5 |
1823.2 |
-27.2 |
183 |
7,809 |
+145 |
Total Volume and Open Interest |
41,013 |
131,463 |
-1,343 |
Platinum(NYMEX) |
Oct08 |
080801 |
1754.1 |
1759.0 |
1620.0 |
1655.3 |
-106.6 |
1,282 |
13,016 |
-25 |
Jan09 |
080801 |
1694.0 |
1694.0 |
1650.0 |
1661.7 |
-105.2 |
33 |
268 |
+30 |
Total Volume and Open Interest |
1,070 |
13,279 |
-122 |
Palladium(NYMEX) |
Sep08 |
080801 |
383.50 |
383.50 |
362.50 |
371.10 |
-12.40 |
907 |
11,043 |
-86 |
Dec08 |
080801 |
376.00 |
376.50 |
367.00 |
374.50 |
-12.35 |
167 |
2,687 |
+135 |
Mar09 |
080801 |
378.45 |
378.45 |
378.45 |
378.45 |
-12.35 |
0 |
44 |
+0 |
Total Volume and Open Interest |
1,278 |
13,725 |
+78 |
Copper(CMX) |
Sep08 |
080801 |
366.05 |
366.75 |
354.00 |
357.85 |
-8.30 |
8,496 |
54,818 |
-62 |
Dec08 |
080801 |
363.80 |
364.20 |
352.50 |
356.30 |
-7.95 |
2,833 |
30,934 |
+786 |
Mar09 |
080801 |
350.00 |
354.25 |
350.00 |
353.75 |
-7.65 |
505 |
8,292 |
-39 |
May09 |
080801 |
348.70 |
352.40 |
348.70 |
351.55 |
-7.45 |
155 |
1,424 |
+12 |
Jul09 |
080801 |
349.25 |
349.25 |
349.25 |
349.25 |
-7.25 |
26 |
953 |
-1 |
Total Volume and Open Interest |
26,602 |
109,437 |
+1,236 |
Aluminum(CMX) |
Aug08 |
080801 |
1.33 |
1.33 |
1.33 |
1.33 |
-133.92 |
|
|
|
Sep08 |
080801 |
1.34 |
1.34 |
1.34 |
1.34 |
-134.66 |
|
|
|
Oct08 |
080801 |
1.35 |
1.35 |
1.35 |
1.35 |
-135.40 |
|
|
|
Nov08 |
080801 |
1.36 |
1.36 |
1.36 |
1.36 |
-136.14 |
|
|
|
Dec08 |
080724 |
139.55 |
139.55 |
139.55 |
139.55 |
-2.00 |
|
|
|
Jan09 |
080724 |
139.85 |
139.85 |
139.85 |
139.85 |
-2.00 |
|
|
|
Total Volume and Open Interest |
|
|
|
DJIA Index(CBOT) |
Sep08 |
080801 |
11360 |
11450 |
11247 |
11306 |
-53 |
2,295 |
29,977 |
-213 |
Dec08 |
080801 |
11359 |
11359 |
11250 |
11306 |
-53 |
22 |
1,948 |
-9 |
Mar09 |
080801 |
11321 |
11374 |
11321 |
11321 |
-53 |
|
|
|
Jun09 |
080801 |
11342 |
11392 |
11342 |
11342 |
-50 |
|
|
|
Total Volume and Open Interest |
3,371 |
32,208 |
+277 |
S & P 500(CME) |
Sep08 |
080801 |
1266.80 |
1275.60 |
1253.50 |
1260.30 |
-6.80 |
29,665 |
541,755 |
-5,183 |
Dec08 |
080801 |
1260.00 |
1272.60 |
1255.60 |
1261.90 |
-6.70 |
290 |
15,702 |
+152 |
Mar09 |
080801 |
1263.70 |
1274.40 |
1257.40 |
1263.70 |
-6.70 |
0 |
260 |
+0 |
Jun09 |
080801 |
1266.00 |
1276.70 |
1259.70 |
1266.00 |
-6.70 |
0 |
170 |
+0 |
Total Volume and Open Interest |
42,911 |
563,035 |
-3,137 |
S & P 500 E-Mini(Globex) |
Sep08 |
080801 |
1266.50 |
1275.00 |
1253.00 |
1260.25 |
-6.75 |
2,330,165 |
2,427,708 |
+14,098 |
Dec08 |
080801 |
1268.25 |
1275.25 |
1255.00 |
1262.00 |
-6.50 |
4,159 |
55,926 |
-715 |
Total Volume and Open Interest |
2,351,590 |
2,475,243 |
-12,815 |
NASDAQ 100(CME) |
Sep08 |
080801 |
1855.80 |
1863.00 |
1808.00 |
1833.00 |
-20.80 |
5,552 |
30,072 |
+14 |
Dec08 |
080801 |
1862.00 |
1862.00 |
1834.00 |
1841.80 |
-20.70 |
0 |
6 |
+0 |
Mar09 |
080801 |
1835.00 |
1850.50 |
1835.00 |
1850.50 |
-20.80 |
0 |
5 |
+0 |
Total Volume and Open Interest |
5,318 |
30,075 |
-26 |
NASDAQ 100 E-Mini(Globex) |
Sep08 |
080801 |
1854.50 |
1863.30 |
1806.80 |
1833.00 |
-20.80 |
448,365 |
319,939 |
+13,735 |
Dec08 |
080801 |
1857.80 |
1871.30 |
1815.30 |
1841.80 |
-20.70 |
338 |
4,524 |
-12 |
Total Volume and Open Interest |
412,933 |
312,082 |
-14,492 |
S & P Midcap 400(CME) |
Sep08 |
080801 |
804.00 |
807.50 |
795.50 |
802.20 |
-1.70 |
172 |
5,486 |
-63 |
Dec08 |
080801 |
804.15 |
805.85 |
804.15 |
804.15 |
-1.70 |
0 |
2 |
+0 |
Mar09 |
080801 |
811.05 |
812.75 |
811.05 |
811.05 |
-1.70 |
|
|
|
Total Volume and Open Interest |
240 |
5,551 |
+151 |
Russell 2000(CME) |
Sep08 |
080801 |
713.55 |
719.00 |
705.00 |
717.20 |
+1.70 |
373 |
31,277 |
+50 |
Total Volume and Open Interest |
1,867 |
31,228 |
-234 |
Russell 2000 E-Mini(Globex) |
Sep08 |
080801 |
714.30 |
719.30 |
704.50 |
717.20 |
+1.70 |
222,914 |
592,177 |
-3,166 |
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 |
080801 |
13290 |
13290 |
13035 |
13075 |
-315 |
78,875 |
198,251 |
+5,950 |
Dec08 |
080801 |
13180 |
13210 |
12995 |
13045 |
-285 |
260 |
657 |
+40 |
Total Volume and Open Interest |
79,136 |
199,450 |
+5,990 |
Nikkei 225(SGX) |
Sep08 |
080801 |
13290 |
13290 |
13035 |
13075 |
-315 |
78,875 |
198,251 |
+5,950 |
Dec08 |
080801 |
13180 |
13210 |
12995 |
13045 |
-285 |
260 |
657 |
+40 |
Mar09 |
080801 |
13060 |
13060 |
13040 |
13060 |
-280 |
|
|
|
Total Volume and Open Interest |
79,136 |
199,450 |
+5,990 |
CAC 40(EURONEXT) |
Aug08 |
080801 |
4377.5 |
4392.5 |
4298.5 |
4319.0 |
-83.5 |
115,625 |
517,080 |
+10,931 |
Sep08 |
080801 |
4382.0 |
4397.0 |
4313.0 |
4330.0 |
-83.5 |
4,436 |
39,113 |
+3,188 |
Oct08 |
080801 |
4348.0 |
4348.0 |
4348.0 |
4348.0 |
-83.5 |
1 |
1 |
+0 |
Total Volume and Open Interest |
102,042 |
543,152 |
-7,190 |
Hang Seng Index(HKFE) |
Aug08 |
080801 |
22445 |
22920 |
22150 |
22869 |
+94 |
6,505 |
11,014 |
-70,000 |
Sep08 |
080801 |
22320 |
22830 |
22081 |
22781 |
+91 |
37 |
11 |
+0 |
Total Volume and Open Interest |
8,377 |
11,057 |
-72,288 |
DAX(EUREX) |
Sep08 |
080801 |
6480.0 |
6528.5 |
6402.0 |
6427.5 |
-97.5 |
172,705 |
225,928 |
+7,086 |
Dec08 |
080801 |
6547.0 |
6597.0 |
6481.5 |
6501.0 |
-98.0 |
696 |
12,962 |
+14 |
Mar09 |
080801 |
6622.5 |
6675.0 |
6562.0 |
6578.0 |
-98.5 |
247 |
4,167 |
-31 |
Total Volume and Open Interest |
147,148 |
235,988 |
+861 |
FT-SE 100(EURONEXT) |
Sep08 |
080801 |
5366.00 |
5415.00 |
5308.50 |
5343.50 |
-62.00 |
98,331 |
486,166 |
+479 |
Dec08 |
080801 |
5399.50 |
5429.50 |
5370.50 |
5378.50 |
-62.50 |
32 |
8,766 |
+10 |
Mar09 |
080801 |
5383.50 |
5383.50 |
5383.50 |
5383.50 |
-62.00 |
2 |
56 |
+2 |
Total Volume and Open Interest |
112,981 |
494,497 |
+3,019 |
SPI 200(SFE) |
Sep08 |
080801 |
4987.0 |
5016.0 |
4848.0 |
4913.0 |
-65.0 |
23,476 |
230,651 |
-51,180 |
Dec08 |
080801 |
5025.0 |
5036.0 |
4905.0 |
4957.0 |
-70.0 |
108 |
2,668 |
-78 |
Mar09 |
080801 |
4959.0 |
4960.0 |
4959.0 |
4960.0 |
-70.0 |
0 |
611 |
+0 |
Total Volume and Open Interest |
26,368 |
234,292 |
-51,258 |
GSCI(CME) |
Aug08 |
080801 |
98.64 |
121.64 |
97.14 |
107.34 |
+1.20 |
1,521 |
14,506 |
-424 |
Sep08 |
080801 |
111.34 |
124.64 |
103.64 |
111.34 |
+6.70 |
0 |
1 |
+0 |
Oct08 |
080801 |
116.34 |
130.64 |
103.14 |
116.34 |
+6.20 |
4 |
2 |
+0 |
Total Volume and Open Interest |
445 |
14,953 |
+104 |
RJ/CRB Index(ICE) |
Aug08 |
080801 |
550.00 |
554.15 |
547.00 |
547.00 |
-3.50 |
57 |
264 |
-5 |
Nov08 |
080801 |
563.00 |
563.00 |
561.00 |
561.00 |
-3.50 |
62 |
805 |
+14 |
Jan09 |
080801 |
568.00 |
568.00 |
568.00 |
568.00 |
-3.50 |
1 |
205 |
-1 |
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. |
|
|