 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Mon August 04, 2008 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug08 |
080804 |
1348.00 |
1348.00 |
1268.00 |
1287.00 |
-70.75 |
675 |
4,773 |
-2,072 |
Sep08 |
080804 |
1345.00 |
1349.75 |
1285.50 |
1285.50 |
-70.00 |
1,531 |
26,484 |
-1,137 |
Nov08 |
080804 |
1360.00 |
1361.00 |
1295.00 |
1295.00 |
-70.00 |
6,618 |
257,954 |
+5,157 |
Jan09 |
080804 |
1378.25 |
1378.25 |
1313.00 |
1313.00 |
-70.00 |
333 |
34,516 |
+1,040 |
Mar09 |
080804 |
1383.50 |
1383.50 |
1328.00 |
1328.00 |
-70.00 |
307 |
13,100 |
+128 |
May09 |
080804 |
1401.00 |
1401.00 |
1338.00 |
1338.00 |
-70.00 |
73 |
13,629 |
+60 |
Jul09 |
080804 |
1412.00 |
1418.00 |
1348.00 |
1348.00 |
-70.00 |
65 |
11,789 |
+91 |
Total Volume and Open Interest |
114,121 |
394,816 |
-1,433 |
Soybean Meal(CBOT) |
Aug08 |
080804 |
372.00 |
376.00 |
348.50 |
354.00 |
-19.90 |
1,676 |
7,106 |
-1,313 |
Sep08 |
080804 |
367.10 |
367.10 |
348.40 |
348.40 |
-20.00 |
4,157 |
35,947 |
+987 |
Oct08 |
080804 |
360.00 |
360.00 |
344.00 |
344.00 |
-20.00 |
1,185 |
23,409 |
+973 |
Dec08 |
080804 |
364.40 |
364.40 |
346.00 |
346.00 |
-20.00 |
2,941 |
80,177 |
-411 |
Jan09 |
080804 |
366.00 |
366.00 |
348.80 |
348.80 |
-20.00 |
274 |
10,796 |
-48 |
Mar09 |
080804 |
371.40 |
371.40 |
354.00 |
354.00 |
-20.00 |
465 |
10,385 |
+191 |
May09 |
080804 |
370.50 |
371.00 |
356.50 |
356.50 |
-20.00 |
217 |
5,366 |
-142 |
Jul09 |
080804 |
375.00 |
375.00 |
359.30 |
359.30 |
-20.00 |
0 |
4,929 |
-14 |
Total Volume and Open Interest |
59,263 |
186,077 |
+3,406 |
Soybean Oil(CBOT) |
Aug08 |
080804 |
56.18 |
56.50 |
53.31 |
54.10 |
-2.51 |
1,729 |
6,120 |
-1,892 |
Sep08 |
080804 |
56.87 |
56.87 |
54.33 |
54.33 |
-2.50 |
4,065 |
41,025 |
-674 |
Oct08 |
080804 |
56.75 |
56.75 |
54.66 |
54.66 |
-2.50 |
1,032 |
26,544 |
+859 |
Dec08 |
080804 |
57.81 |
57.81 |
55.31 |
55.31 |
-2.50 |
3,097 |
118,727 |
+611 |
Jan09 |
080804 |
57.75 |
58.40 |
55.80 |
55.80 |
-2.50 |
216 |
9,711 |
+225 |
Mar09 |
080804 |
58.41 |
58.41 |
56.34 |
56.34 |
-2.50 |
344 |
10,369 |
+122 |
May09 |
080804 |
58.00 |
58.00 |
56.65 |
56.65 |
-2.50 |
172 |
7,606 |
-66 |
Jul09 |
080804 |
57.84 |
58.30 |
57.00 |
57.00 |
-2.50 |
4 |
9,114 |
+1,968 |
Total Volume and Open Interest |
77,496 |
246,219 |
-637 |
Canola(WCE) |
Corn(CBOT) |
Sep08 |
080804 |
560.75 |
565.00 |
535.00 |
535.50 |
-29.50 |
7,815 |
269,367 |
-11,545 |
Dec08 |
080804 |
580.00 |
584.50 |
555.00 |
555.50 |
-29.50 |
13,705 |
537,706 |
+7,691 |
Mar09 |
080804 |
600.75 |
603.00 |
575.00 |
575.75 |
-29.25 |
2,086 |
160,205 |
+4,847 |
May09 |
080804 |
612.00 |
613.00 |
588.00 |
588.00 |
-30.00 |
125 |
27,317 |
-287 |
Jul09 |
080804 |
626.00 |
627.00 |
599.00 |
599.50 |
-29.50 |
672 |
80,433 |
+123 |
Sep09 |
080804 |
624.75 |
624.75 |
601.50 |
601.50 |
-30.00 |
11 |
14,812 |
+186 |
Total Volume and Open Interest |
224,964 |
1,228,618 |
+4,261 |
Wheat(CBOT) |
Sep08 |
080804 |
794.00 |
798.25 |
752.00 |
758.75 |
-35.25 |
3,667 |
133,777 |
-2,043 |
Dec08 |
080804 |
819.00 |
823.00 |
777.00 |
783.75 |
-35.25 |
2,663 |
121,980 |
+6,204 |
Mar09 |
080804 |
842.00 |
842.00 |
801.25 |
807.50 |
-34.25 |
215 |
24,685 |
+568 |
May09 |
080804 |
849.50 |
854.00 |
817.50 |
821.75 |
-33.25 |
1 |
3,102 |
-9 |
Jul09 |
080804 |
870.00 |
870.00 |
828.75 |
833.75 |
-33.25 |
118 |
35,851 |
+33 |
Total Volume and Open Interest |
57,354 |
335,565 |
+2,444 |
Wheat(KCBT) |
Sep08 |
080804 |
819.50 |
825.25 |
792.50 |
796.00 |
-26.25 |
11,006 |
40,316 |
-2,407 |
Dec08 |
080804 |
844.50 |
847.00 |
817.25 |
822.00 |
-27.00 |
3,476 |
31,996 |
+0 |
Mar09 |
080804 |
867.00 |
867.25 |
840.25 |
847.00 |
-25.00 |
936 |
8,103 |
+0 |
May09 |
080804 |
865.50 |
865.75 |
849.75 |
858.00 |
-29.00 |
24 |
931 |
+11 |
Jul09 |
080804 |
885.00 |
885.00 |
854.75 |
861.00 |
-28.00 |
612 |
12,672 |
+73 |
Total Volume and Open Interest |
13,389 |
99,701 |
+1,346 |
Wheat(MGE) |
Sep08 |
080804 |
869.25 |
870.50 |
836.00 |
842.00 |
-32.00 |
1,174 |
11,716 |
+136 |
Dec08 |
080804 |
882.25 |
884.75 |
851.00 |
855.00 |
-31.50 |
1,274 |
21,079 |
+64 |
Mar09 |
080804 |
892.50 |
894.00 |
868.25 |
872.00 |
-31.00 |
355 |
4,669 |
+68 |
May09 |
080804 |
893.50 |
893.50 |
873.00 |
880.00 |
-27.00 |
179 |
1,833 |
-53 |
Jul09 |
080804 |
890.00 |
890.00 |
869.00 |
869.00 |
-28.00 |
0 |
453 |
+1 |
Total Volume and Open Interest |
3,067 |
41,511 |
+1,211 |
Oats(CBOT) |
Sep08 |
080804 |
366.75 |
371.00 |
352.25 |
359.00 |
-9.00 |
696 |
2,590 |
-929 |
Dec08 |
080804 |
390.25 |
390.50 |
371.50 |
378.00 |
-9.50 |
854 |
9,677 |
+254 |
Mar09 |
080804 |
407.00 |
407.00 |
391.50 |
397.50 |
-9.50 |
183 |
2,026 |
+11 |
May09 |
080804 |
408.50 |
413.00 |
405.75 |
410.50 |
-9.50 |
80 |
643 |
+17 |
Total Volume and Open Interest |
4,406 |
15,969 |
+118 |
Rough Rice(CBOT) |
Sep08 |
080804 |
16.37 |
16.46 |
16.03 |
16.05 |
-0.31 |
252 |
4,925 |
-383 |
Nov08 |
080804 |
16.58 |
16.75 |
16.33 |
16.36 |
-0.30 |
251 |
7,030 |
+424 |
Jan09 |
080804 |
17.00 |
17.00 |
16.67 |
16.67 |
-0.30 |
0 |
786 |
+80 |
Mar09 |
080804 |
17.05 |
17.05 |
16.99 |
16.99 |
-0.28 |
0 |
391 |
+0 |
Total Volume and Open Interest |
1,690 |
13,202 |
-35 |
Live Cattle(CME) |
Aug08 |
080804 |
100.000 |
100.350 |
99.550 |
100.180 |
+0.145 |
17,979 |
28,111 |
-8,026 |
Oct08 |
080804 |
107.785 |
108.250 |
107.100 |
107.500 |
-0.300 |
21,745 |
143,868 |
+2,507 |
Dec08 |
080804 |
110.250 |
110.480 |
109.135 |
109.430 |
-0.705 |
7,761 |
67,874 |
+1,004 |
Feb09 |
080804 |
111.000 |
111.230 |
109.300 |
110.050 |
-1.100 |
2,624 |
28,173 |
+2,159 |
Apr09 |
080804 |
112.250 |
112.400 |
110.550 |
111.180 |
-1.070 |
785 |
16,637 |
-108 |
Jun09 |
080804 |
109.800 |
110.150 |
108.600 |
109.000 |
-1.285 |
476 |
7,596 |
+247 |
Total Volume and Open Interest |
37,788 |
296,773 |
+2,540 |
Feeder Cattle(CME) |
Aug08 |
080804 |
115.330 |
116.100 |
115.080 |
115.430 |
-0.205 |
2,353 |
6,624 |
-1 |
Sep08 |
080804 |
117.600 |
118.300 |
117.050 |
117.830 |
+0.130 |
3,119 |
13,633 |
+137 |
Oct08 |
080804 |
118.400 |
118.730 |
117.500 |
118.200 |
-0.450 |
3,086 |
9,074 |
+1,074 |
Nov08 |
080804 |
119.080 |
119.550 |
118.500 |
119.150 |
+0.170 |
1,374 |
3,481 |
+374 |
Jan09 |
080804 |
118.000 |
118.000 |
117.150 |
118.000 |
+0.100 |
340 |
1,319 |
+160 |
Mar09 |
080804 |
118.000 |
118.000 |
117.500 |
118.000 |
unch |
159 |
426 |
+97 |
Apr09 |
080804 |
118.000 |
118.100 |
117.500 |
118.100 |
+0.100 |
37 |
173 |
+32 |
Total Volume and Open Interest |
6,076 |
33,025 |
+916 |
Lean Hogs(CME) |
Aug08 |
080804 |
82.150 |
82.800 |
81.900 |
82.250 |
+0.670 |
6,884 |
13,646 |
-713 |
Oct08 |
080804 |
75.000 |
75.500 |
74.050 |
74.950 |
+0.315 |
16,815 |
86,539 |
+783 |
Dec08 |
080804 |
76.200 |
76.500 |
74.800 |
75.800 |
-0.050 |
11,031 |
69,337 |
+1,385 |
Feb09 |
080804 |
81.580 |
81.700 |
80.150 |
81.300 |
-0.130 |
4,775 |
25,511 |
+1,755 |
Apr09 |
080804 |
86.450 |
86.450 |
84.750 |
86.135 |
-0.515 |
2,750 |
24,420 |
+415 |
May09 |
080804 |
91.000 |
91.000 |
89.500 |
90.800 |
-0.800 |
34 |
933 |
-7 |
Jun09 |
080804 |
95.050 |
95.050 |
93.150 |
94.550 |
-0.800 |
483 |
15,503 |
+91 |
Jul09 |
080804 |
26.219 |
27.119 |
25.719 |
27.039 |
-1.180 |
44 |
939 |
+6 |
Total Volume and Open Interest |
41,295 |
234,180 |
+5,954 |
Pork Bellies(CME) |
Aug08 |
080804 |
67.000 |
68.500 |
65.800 |
68.400 |
+2.900 |
390 |
357 |
-116 |
Feb09 |
080804 |
91.700 |
92.900 |
90.250 |
91.100 |
+1.170 |
187 |
617 |
+33 |
Mar09 |
080804 |
92.500 |
92.500 |
92.500 |
92.500 |
+0.100 |
1 |
6 |
-1 |
May09 |
080804 |
28.669 |
28.669 |
28.669 |
28.669 |
+0.200 |
0 |
1 |
+0 |
Jul09 |
080804 |
30.469 |
30.469 |
30.469 |
30.469 |
unch |
|
|
|
Total Volume and Open Interest |
539 |
1,066 |
-93 |
Class III Milk(CME) |
Aug08 |
080804 |
18.00 |
18.10 |
17.85 |
17.85 |
-0.15 |
0 |
4,357 |
+0 |
Sep08 |
080804 |
17.95 |
18.00 |
17.75 |
17.75 |
-0.27 |
94 |
4,763 |
+43 |
Oct08 |
080804 |
18.30 |
18.30 |
18.16 |
18.20 |
-0.10 |
84 |
3,672 |
-24 |
Nov08 |
080804 |
18.25 |
18.27 |
18.11 |
18.20 |
-0.02 |
42 |
3,347 |
+19 |
Dec08 |
080804 |
18.18 |
18.24 |
18.10 |
18.14 |
-0.04 |
64 |
3,689 |
+7 |
Total Volume and Open Interest |
1,359 |
31,817 |
-3,036 |
Cocoa(ICE) |
Sep08 |
080804 |
3005 |
3011 |
2712 |
2783 |
-213 |
15,325 |
56,576 |
-4,026 |
Dec08 |
080804 |
3034 |
3034 |
2740 |
2810 |
-209 |
9,938 |
49,535 |
+2,600 |
Mar09 |
080804 |
3029 |
3029 |
2747 |
2813 |
-213 |
2,916 |
23,084 |
+1,581 |
May09 |
080804 |
2976 |
2976 |
2748 |
2814 |
-210 |
280 |
8,263 |
+138 |
Jul09 |
080804 |
2750 |
2810 |
2750 |
2810 |
-210 |
51 |
3,959 |
+34 |
Sep09 |
080804 |
2848 |
2848 |
2768 |
2807 |
-210 |
3 |
1,501 |
+0 |
Dec09 |
080804 |
2842 |
2842 |
2762 |
2821 |
-205 |
228 |
5,775 |
+224 |
Total Volume and Open Interest |
11,775 |
150,265 |
-1,599 |
Coffee "C"(ICE) |
Sep08 |
080804 |
139.80 |
140.25 |
134.80 |
136.85 |
-3.30 |
11,153 |
69,038 |
-1,236 |
Dec08 |
080804 |
143.35 |
143.85 |
138.65 |
140.65 |
-3.30 |
4,611 |
54,672 |
+898 |
Mar09 |
080804 |
145.90 |
145.95 |
142.55 |
144.30 |
-3.30 |
293 |
12,893 |
+152 |
May09 |
080804 |
146.55 |
146.60 |
146.55 |
146.60 |
-3.30 |
117 |
4,695 |
+88 |
Jul09 |
080804 |
148.65 |
149.10 |
147.05 |
148.80 |
-3.30 |
1 |
1,523 |
+0 |
Sep09 |
080804 |
149.90 |
151.30 |
149.25 |
150.90 |
-3.30 |
17 |
1,358 |
-2 |
Total Volume and Open Interest |
22,789 |
146,712 |
-601 |
Orange Juice(ICE) |
Sep08 |
080804 |
102.90 |
104.80 |
96.75 |
100.90 |
-2.75 |
3,830 |
14,912 |
-583 |
Nov08 |
080804 |
106.70 |
107.65 |
100.50 |
104.85 |
-2.80 |
2,037 |
9,856 |
+1,139 |
Jan09 |
080804 |
111.40 |
111.40 |
104.50 |
108.15 |
-3.10 |
96 |
2,207 |
+48 |
Mar09 |
080804 |
112.75 |
112.75 |
109.50 |
111.75 |
-3.10 |
39 |
2,790 |
+39 |
May09 |
080804 |
115.25 |
115.25 |
115.25 |
115.25 |
-3.10 |
5 |
215 |
+5 |
Jul09 |
080804 |
117.75 |
117.75 |
117.75 |
117.75 |
-3.10 |
0 |
38 |
+0 |
Total Volume and Open Interest |
4,478 |
29,387 |
+760 |
Sugar #11(ICE) |
Oct08 |
080804 |
13.97 |
14.38 |
13.21 |
13.42 |
-0.71 |
99,142 |
334,092 |
+6,252 |
Mar09 |
080804 |
15.21 |
15.50 |
14.45 |
14.62 |
-0.64 |
40,038 |
162,379 |
-518 |
May09 |
080804 |
15.07 |
15.47 |
14.50 |
14.66 |
-0.61 |
9,853 |
79,493 |
+1,308 |
Jul09 |
080804 |
15.19 |
15.47 |
14.52 |
14.67 |
-0.63 |
5,540 |
80,969 |
-317 |
Oct09 |
080804 |
15.42 |
15.62 |
14.75 |
14.88 |
-0.65 |
3,919 |
64,013 |
+660 |
Total Volume and Open Interest |
88,676 |
781,433 |
+196 |
Sugar #14(ICE) |
Sep08 |
080804 |
23.75 |
24.00 |
23.60 |
23.78 |
+0.03 |
21 |
752 |
-10 |
Nov08 |
080804 |
23.13 |
23.36 |
23.13 |
23.33 |
+0.21 |
345 |
2,903 |
+70 |
Jan09 |
080804 |
23.15 |
23.25 |
23.15 |
23.25 |
+0.10 |
40 |
2,078 |
+0 |
Mar09 |
080804 |
23.25 |
23.25 |
23.25 |
23.25 |
-0.03 |
30 |
1,568 |
+30 |
May09 |
080804 |
23.25 |
23.25 |
23.25 |
23.25 |
+0.01 |
10 |
848 |
+10 |
Total Volume and Open Interest |
44 |
9,146 |
-18 |
London Cocoa(LCE) |
Sep08 |
080804 |
1606 |
1620 |
1486 |
1501 |
-101 |
7,671 |
68,200 |
+818 |
Dec08 |
080804 |
1594 |
1600 |
1494 |
1505 |
-81 |
7,071 |
62,139 |
+204 |
Mar09 |
080804 |
1582 |
1587 |
1491 |
1497 |
-79 |
1,767 |
39,309 |
+129 |
May09 |
080804 |
1583 |
1583 |
1498 |
1501 |
-80 |
1,186 |
19,194 |
+281 |
Jul09 |
080804 |
1595 |
1595 |
1506 |
1506 |
-78 |
284 |
7,457 |
+152 |
Sep09 |
080804 |
1505 |
1505 |
1505 |
1505 |
-78 |
37 |
1,574 |
+25 |
Dec09 |
080804 |
1508 |
1508 |
1508 |
1508 |
-77 |
314 |
1,931 |
+131 |
Total Volume and Open Interest |
11,394 |
198,335 |
+4,162 |
London Coffee(LCE) |
Sep08 |
080804 |
2430.00 |
2442.00 |
2320.00 |
2345.00 |
-85.00 |
12,486 |
67,387 |
+2,712 |
Nov08 |
080804 |
2380.00 |
2390.00 |
2280.00 |
2296.00 |
-84.00 |
2,507 |
29,177 |
+34 |
Jan09 |
080804 |
2295.00 |
2304.00 |
2205.00 |
2226.00 |
-72.00 |
2,434 |
46,265 |
+1,533 |
Total Volume and Open Interest |
8,550 |
138,550 |
-3,548 |
London Sugar(LCE) |
Oct08 |
080804 |
398.70 |
402.00 |
375.00 |
378.80 |
-24.20 |
6,796 |
24,352 |
+364 |
Dec08 |
080804 |
406.90 |
408.00 |
384.50 |
388.80 |
-21.70 |
920 |
11,504 |
+364 |
Mar09 |
080804 |
420.00 |
423.00 |
400.40 |
404.70 |
-18.30 |
4,930 |
14,499 |
+655 |
May09 |
080804 |
416.80 |
416.80 |
404.70 |
405.50 |
-18.30 |
734 |
3,835 |
-209 |
Aug09 |
080804 |
417.50 |
420.00 |
404.60 |
405.50 |
-18.30 |
407 |
4,944 |
+189 |
Total Volume and Open Interest |
7,386 |
61,107 |
+1,793 |
Cotton(ICE) |
Oct08 |
080804 |
69.00 |
69.33 |
67.00 |
67.04 |
-2.27 |
466 |
5,095 |
-96 |
Dec08 |
080804 |
72.38 |
72.38 |
69.02 |
69.13 |
-2.76 |
17,973 |
168,224 |
+1,824 |
Mar09 |
080804 |
77.37 |
77.55 |
74.42 |
74.52 |
-2.85 |
2,614 |
32,945 |
+284 |
May09 |
080804 |
79.28 |
79.28 |
76.36 |
76.38 |
-2.76 |
156 |
3,018 |
-26 |
Jul09 |
080804 |
80.78 |
80.78 |
77.88 |
77.88 |
-2.74 |
300 |
6,583 |
-2 |
Oct09 |
080804 |
83.78 |
83.78 |
80.10 |
80.10 |
-2.72 |
0 |
122 |
+0 |
Total Volume and Open Interest |
7,990 |
222,053 |
+1,037 |
Lumber(CME) |
Sep08 |
080804 |
256.0 |
259.0 |
255.0 |
259.0 |
+4.2 |
2,760 |
6,005 |
-594 |
Nov08 |
080804 |
252.1 |
253.1 |
250.4 |
251.0 |
-1.0 |
2,083 |
6,732 |
+988 |
Jan09 |
080804 |
266.1 |
268.4 |
266.1 |
268.2 |
-0.2 |
239 |
1,635 |
+44 |
Mar09 |
080804 |
272.0 |
272.9 |
271.6 |
272.0 |
-0.9 |
0 |
202 |
+0 |
Total Volume and Open Interest |
7,109 |
14,209 |
-74 |
Crude Oil(NYM) |
Sep08 |
080804 |
125.98 |
126.35 |
119.50 |
121.41 |
-3.69 |
277,311 |
286,007 |
-24,729 |
Oct08 |
080804 |
125.97 |
126.68 |
119.86 |
121.69 |
-3.81 |
81,055 |
135,524 |
+8,202 |
Nov08 |
080804 |
126.66 |
127.11 |
120.34 |
122.08 |
-3.86 |
24,615 |
78,325 |
+2,535 |
Dec08 |
080804 |
126.02 |
127.50 |
120.69 |
122.39 |
-3.91 |
32,970 |
180,332 |
+1,435 |
Jan09 |
080804 |
127.45 |
127.84 |
121.60 |
122.61 |
-3.93 |
6,945 |
37,067 |
-622 |
Feb09 |
080804 |
127.25 |
127.89 |
122.35 |
122.74 |
-3.92 |
3,468 |
17,123 |
+874 |
Mar09 |
080804 |
125.50 |
125.50 |
121.83 |
122.75 |
-3.91 |
2,691 |
13,470 |
-778 |
Apr09 |
080804 |
122.49 |
122.70 |
122.47 |
122.70 |
-3.90 |
396 |
12,953 |
+23 |
May09 |
080804 |
122.58 |
122.58 |
122.58 |
122.58 |
-3.89 |
433 |
15,548 |
+147 |
Jun09 |
080804 |
125.50 |
126.50 |
121.00 |
122.44 |
-3.88 |
3,454 |
53,582 |
+339 |
Jul09 |
080804 |
122.27 |
122.27 |
122.27 |
122.27 |
-3.88 |
564 |
18,134 |
+9 |
Aug09 |
080804 |
122.09 |
122.09 |
122.09 |
122.09 |
-3.88 |
391 |
8,951 |
+195 |
Sep09 |
080804 |
121.91 |
121.91 |
121.91 |
121.91 |
-3.88 |
2,188 |
11,416 |
-1,133 |
Oct09 |
080804 |
121.74 |
121.74 |
121.74 |
121.74 |
-3.88 |
82 |
5,922 |
+15 |
Nov09 |
080804 |
121.57 |
121.57 |
121.57 |
121.57 |
-3.88 |
52 |
4,522 |
-4 |
Dec09 |
080804 |
125.55 |
125.60 |
119.96 |
121.41 |
-3.88 |
9,991 |
118,205 |
+349 |
Total Volume and Open Interest |
480,992 |
1,267,200 |
+23,652 |
e-miNY Crude Oil(NYM) |
Aug08 |
080721 |
129.125 |
132.075 |
128.650 |
131.050 |
+2.175 |
20,367 |
5,267 |
-1,593 |
Sep08 |
080804 |
125.675 |
126.375 |
119.475 |
121.400 |
-3.700 |
24,125 |
7,359 |
+1,107 |
Oct08 |
080804 |
126.075 |
126.700 |
120.000 |
121.700 |
-3.800 |
1,058 |
1,257 |
+40 |
Nov08 |
080804 |
124.800 |
125.475 |
121.375 |
122.075 |
-3.875 |
130 |
312 |
+6 |
Dec08 |
080804 |
127.125 |
127.125 |
120.700 |
122.400 |
-3.900 |
207 |
103 |
-44 |
Jan09 |
080804 |
122.600 |
122.600 |
122.600 |
122.600 |
-3.950 |
7 |
7 |
+4 |
Feb09 |
080804 |
122.750 |
122.750 |
122.750 |
122.750 |
-3.900 |
0 |
3 |
+0 |
Mar09 |
080804 |
122.750 |
122.750 |
122.750 |
122.750 |
-3.900 |
|
|
|
Apr09 |
080804 |
122.700 |
122.700 |
122.700 |
122.700 |
-3.900 |
0 |
1 |
+0 |
May09 |
080804 |
122.575 |
122.575 |
122.575 |
122.575 |
-3.900 |
0 |
1 |
+0 |
Total Volume and Open Interest |
24,101 |
8,018 |
-420 |
Heating Oil(NYM) |
Sep08 |
080804 |
346.00 |
346.75 |
331.59 |
335.01 |
-8.67 |
36,070 |
70,242 |
-393 |
Oct08 |
080804 |
349.27 |
349.90 |
334.83 |
338.26 |
-8.87 |
9,013 |
26,792 |
+249 |
Nov08 |
080804 |
352.00 |
353.52 |
339.00 |
342.06 |
-8.97 |
4,773 |
15,138 |
+45 |
Dec08 |
080804 |
356.12 |
357.06 |
342.50 |
345.76 |
-8.82 |
5,908 |
20,574 |
+359 |
Jan09 |
080804 |
358.46 |
360.16 |
345.58 |
348.81 |
-8.77 |
2,282 |
16,397 |
+61 |
Feb09 |
080804 |
359.15 |
362.13 |
347.48 |
350.81 |
-8.67 |
942 |
6,611 |
+172 |
Mar09 |
080804 |
358.20 |
360.50 |
348.93 |
350.06 |
-8.57 |
293 |
6,269 |
+42 |
Apr09 |
080804 |
354.40 |
354.40 |
345.15 |
346.51 |
-8.37 |
151 |
2,943 |
-57 |
May09 |
080804 |
351.00 |
351.00 |
343.01 |
343.16 |
-8.27 |
115 |
1,723 |
-2 |
Jun09 |
080804 |
344.75 |
344.75 |
338.86 |
340.76 |
-8.22 |
1,322 |
21,095 |
-239 |
Jul09 |
080804 |
341.00 |
341.00 |
340.41 |
340.41 |
-8.17 |
5 |
2,006 |
+1,988 |
Aug09 |
080804 |
341.16 |
341.16 |
341.16 |
341.16 |
-8.12 |
1 |
886 |
+1 |
Total Volume and Open Interest |
65,030 |
219,851 |
-2,908 |
Gasoline(NYMEX) |
Sep08 |
080804 |
309.00 |
313.00 |
297.04 |
300.02 |
-8.41 |
30,762 |
80,193 |
-2,945 |
Oct08 |
080804 |
303.24 |
303.89 |
287.93 |
291.17 |
-8.36 |
15,289 |
34,645 |
+949 |
Nov08 |
080804 |
299.50 |
300.03 |
291.45 |
292.62 |
-8.31 |
6,993 |
22,656 |
+2,023 |
Dec08 |
080804 |
305.95 |
306.90 |
291.28 |
294.22 |
-8.31 |
5,870 |
26,300 |
+828 |
Jan09 |
080804 |
305.91 |
306.00 |
294.03 |
296.47 |
-8.36 |
1,267 |
10,179 |
+217 |
Feb09 |
080804 |
299.08 |
299.15 |
298.50 |
298.97 |
-8.36 |
553 |
4,965 |
+15 |
Mar09 |
080804 |
301.83 |
302.15 |
301.25 |
301.77 |
-8.36 |
230 |
3,377 |
+122 |
Apr09 |
080804 |
317.50 |
318.50 |
317.42 |
317.42 |
-8.36 |
582 |
8,650 |
+205 |
May09 |
080804 |
317.92 |
317.92 |
317.92 |
317.92 |
-8.36 |
43 |
4,483 |
-10 |
Jun09 |
080804 |
316.00 |
317.37 |
316.00 |
317.37 |
-8.36 |
120 |
5,064 |
-10 |
Total Volume and Open Interest |
61,918 |
215,525 |
-5,972 |
e-miNY RBOB Gasoline(NYM) |
Sep08 |
080804 |
300.02 |
300.02 |
300.02 |
300.02 |
-8.41 |
|
|
|
Oct08 |
080804 |
291.17 |
291.17 |
291.17 |
291.17 |
-8.36 |
|
|
|
Nov08 |
080804 |
292.62 |
292.62 |
292.62 |
292.62 |
-8.31 |
|
|
|
Dec08 |
080804 |
294.22 |
294.22 |
294.22 |
294.22 |
-8.31 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
Sep08 |
080804 |
9.451 |
9.600 |
8.600 |
8.726 |
-0.663 |
81,380 |
131,133 |
+1,488 |
Oct08 |
080804 |
9.587 |
9.670 |
8.708 |
8.836 |
-0.658 |
22,836 |
93,657 |
+1,195 |
Nov08 |
080804 |
9.925 |
9.925 |
9.125 |
9.253 |
-0.613 |
9,631 |
61,842 |
-396 |
Dec08 |
080804 |
10.400 |
10.400 |
9.548 |
9.675 |
-0.584 |
7,520 |
43,635 |
+1,863 |
Jan09 |
080804 |
10.610 |
10.610 |
9.790 |
9.905 |
-0.564 |
6,080 |
63,655 |
+331 |
Feb09 |
080804 |
10.311 |
10.311 |
9.830 |
9.925 |
-0.539 |
2,201 |
23,419 |
-251 |
Mar09 |
080804 |
10.142 |
10.180 |
9.670 |
9.765 |
-0.534 |
4,057 |
58,476 |
-343 |
Apr09 |
080804 |
9.500 |
9.500 |
9.117 |
9.180 |
-0.414 |
3,945 |
62,975 |
-275 |
May09 |
080804 |
9.439 |
9.439 |
9.082 |
9.145 |
-0.394 |
1,414 |
42,855 |
-252 |
Jun09 |
080804 |
9.524 |
9.524 |
9.225 |
9.237 |
-0.387 |
224 |
18,951 |
-3 |
Jul09 |
080804 |
9.619 |
9.619 |
9.320 |
9.340 |
-0.379 |
245 |
17,786 |
-4 |
Aug09 |
080804 |
9.682 |
9.684 |
9.370 |
9.410 |
-0.374 |
340 |
17,273 |
+73 |
Sep09 |
080804 |
9.719 |
9.719 |
9.440 |
9.445 |
-0.374 |
272 |
14,461 |
+93 |
Oct09 |
080804 |
9.810 |
9.810 |
9.513 |
9.535 |
-0.374 |
1,503 |
30,998 |
+240 |
Nov09 |
080804 |
10.016 |
10.016 |
9.855 |
9.875 |
-0.364 |
33 |
17,115 |
-1 |
Dec09 |
080804 |
10.330 |
10.403 |
10.230 |
10.260 |
-0.354 |
543 |
27,384 |
-503 |
Total Volume and Open Interest |
138,239 |
942,703 |
-4,068 |
Brent Crude Oil(ICE) |
Sep08 |
080804 |
125.30 |
125.30 |
118.80 |
120.68 |
-3.50 |
97,385 |
74,215 |
-5,050 |
Oct08 |
080804 |
126.04 |
126.64 |
120.20 |
122.03 |
-3.49 |
54,281 |
123,661 |
+2,425 |
Nov08 |
080804 |
127.65 |
127.65 |
121.41 |
123.12 |
-3.51 |
24,579 |
47,285 |
+4,129 |
Dec08 |
080804 |
128.45 |
128.45 |
122.29 |
123.95 |
-3.54 |
23,361 |
65,880 |
+491 |
Jan09 |
080804 |
128.88 |
128.88 |
123.04 |
124.66 |
-3.57 |
6,530 |
26,355 |
-1,087 |
Feb09 |
080804 |
129.11 |
129.26 |
123.60 |
125.18 |
-3.58 |
2,724 |
21,799 |
+45 |
Mar09 |
080804 |
129.40 |
129.58 |
123.94 |
125.48 |
-3.59 |
1,316 |
12,585 |
-20 |
Apr09 |
080804 |
128.81 |
129.71 |
124.13 |
125.59 |
-3.57 |
596 |
17,495 |
-483 |
May09 |
080804 |
128.86 |
129.75 |
124.17 |
125.64 |
-3.54 |
564 |
12,631 |
-56 |
Jun09 |
080804 |
128.94 |
129.72 |
124.09 |
125.63 |
-3.51 |
1,323 |
27,488 |
+419 |
Jul09 |
080804 |
125.61 |
125.61 |
125.61 |
125.61 |
-3.54 |
0 |
7,684 |
+0 |
Aug09 |
080804 |
125.53 |
125.53 |
125.53 |
125.53 |
-3.53 |
0 |
2,893 |
+0 |
Sep09 |
080804 |
125.43 |
125.43 |
125.43 |
125.43 |
-3.56 |
0 |
5,699 |
+0 |
Oct09 |
080804 |
125.29 |
125.29 |
125.29 |
125.29 |
-3.63 |
0 |
2,494 |
+100 |
Total Volume and Open Interest |
230,078 |
563,588 |
+9,276 |
Gas Oil(ICE) |
Aug08 |
080804 |
1127.50 |
1127.50 |
1076.00 |
1104.00 |
-21.50 |
27,926 |
39,718 |
-2,321 |
Sep08 |
080804 |
1132.00 |
1132.00 |
1081.00 |
1109.00 |
-20.75 |
40,330 |
69,351 |
+3,261 |
Oct08 |
080804 |
1139.50 |
1139.50 |
1090.00 |
1117.25 |
-20.00 |
15,861 |
33,945 |
+1,825 |
Nov08 |
080804 |
1143.50 |
1144.50 |
1097.25 |
1125.00 |
-19.50 |
5,917 |
16,383 |
-757 |
Dec08 |
080804 |
1150.50 |
1151.75 |
1114.75 |
1132.25 |
-19.00 |
7,553 |
42,339 |
+121 |
Jan09 |
080804 |
1154.25 |
1154.50 |
1125.50 |
1139.25 |
-18.50 |
1,573 |
24,513 |
+104 |
Feb09 |
080804 |
1155.50 |
1157.25 |
1142.00 |
1142.00 |
-18.25 |
691 |
9,138 |
+380 |
Mar09 |
080804 |
1154.00 |
1154.00 |
1139.75 |
1139.75 |
-17.50 |
756 |
9,474 |
+267 |
Apr09 |
080804 |
1135.75 |
1135.75 |
1135.75 |
1135.75 |
-17.25 |
58 |
5,455 |
-14 |
May09 |
080804 |
1131.50 |
1131.50 |
1131.50 |
1131.50 |
-17.00 |
27 |
7,037 |
+610 |
Total Volume and Open Interest |
103,647 |
323,132 |
+3,642 |
Ethanol(CBOT) |
Aug08 |
080804 |
2.260 |
2.260 |
2.220 |
2.245 |
-0.145 |
12 |
215 |
+6 |
Sep08 |
080804 |
2.320 |
2.320 |
2.240 |
2.247 |
-0.136 |
80 |
328 |
+2 |
Oct08 |
080804 |
2.261 |
2.261 |
2.250 |
2.250 |
-0.107 |
28 |
214 |
+5 |
Nov08 |
080804 |
2.260 |
2.260 |
2.250 |
2.250 |
-0.149 |
5 |
153 |
+0 |
Dec08 |
080804 |
2.250 |
2.250 |
2.240 |
2.250 |
-0.149 |
5 |
139 |
+0 |
Jan09 |
080804 |
2.240 |
2.250 |
2.240 |
2.242 |
-0.125 |
0 |
149 |
+1 |
Feb09 |
080804 |
2.280 |
2.280 |
2.240 |
2.240 |
-0.127 |
0 |
159 |
+5 |
Mar09 |
080804 |
2.240 |
2.240 |
2.240 |
2.240 |
-0.130 |
0 |
180 |
+3 |
Total Volume and Open Interest |
150 |
2,763 |
+42 |
US Dollar Index(ICE) |
Sep08 |
080804 |
73.540 |
73.700 |
73.365 |
73.620 |
+0.020 |
6,103 |
28,895 |
-3,151 |
Dec08 |
080804 |
73.840 |
74.100 |
73.825 |
74.015 |
+0.050 |
45 |
2,397 |
-2 |
Mar09 |
080804 |
74.435 |
74.435 |
74.410 |
74.410 |
+0.050 |
0 |
128 |
+0 |
Total Volume and Open Interest |
7,347 |
34,593 |
-944 |
Australian Dollar(CME) |
Sep08 |
080804 |
92.47 |
92.96 |
92.30 |
92.48 |
-0.02 |
79 |
78,126 |
-481 |
Dec08 |
080804 |
91.55 |
91.89 |
91.40 |
91.47 |
-0.02 |
0 |
1,690 |
+220 |
Mar09 |
080804 |
90.50 |
90.77 |
90.50 |
90.50 |
-0.02 |
0 |
538 |
+0 |
Total Volume and Open Interest |
60,978 |
80,654 |
-4,743 |
British Pound(CME) |
Sep08 |
080804 |
196.98 |
196.99 |
195.38 |
195.70 |
-1.02 |
197 |
99,658 |
-647 |
Dec08 |
080804 |
195.63 |
195.63 |
194.16 |
194.39 |
-1.02 |
0 |
1,351 |
+7 |
Mar09 |
080804 |
193.13 |
194.15 |
193.13 |
193.13 |
-1.02 |
0 |
943 |
+0 |
Total Volume and Open Interest |
121,188 |
103,914 |
+852 |
Canadian Dollar(CME) |
Sep08 |
080804 |
97.41 |
97.41 |
96.35 |
96.37 |
-0.92 |
95 |
96,808 |
+4,713 |
Dec08 |
080804 |
97.20 |
97.29 |
96.32 |
96.32 |
-0.92 |
300 |
6,770 |
+1,229 |
Mar09 |
080804 |
97.01 |
97.03 |
96.31 |
96.31 |
-0.92 |
0 |
1,452 |
+2 |
Jun09 |
080804 |
96.78 |
97.24 |
96.32 |
96.32 |
-0.92 |
0 |
1,306 |
+0 |
Total Volume and Open Interest |
39,208 |
101,918 |
+4,957 |
Japanese Yen(CME) |
Sep08 |
080804 |
93.02 |
93.29 |
92.55 |
92.57 |
-0.52 |
120 |
162,705 |
+3,966 |
Dec08 |
080804 |
93.80 |
93.80 |
93.07 |
93.07 |
-0.52 |
0 |
22,871 |
-252 |
Mar09 |
080804 |
93.50 |
94.16 |
93.50 |
93.64 |
-0.52 |
0 |
544 |
+11 |
Total Volume and Open Interest |
125,253 |
185,903 |
+1,427 |
Swiss Franc(CME) |
Sep08 |
080804 |
95.19 |
95.88 |
95.19 |
95.46 |
+0.26 |
217 |
55,854 |
+2,014 |
Dec08 |
080804 |
95.50 |
95.94 |
95.29 |
95.55 |
+0.26 |
0 |
1,330 |
+0 |
Mar09 |
080804 |
95.63 |
95.81 |
95.37 |
95.63 |
+0.26 |
0 |
512 |
+0 |
Total Volume and Open Interest |
74,784 |
55,741 |
+1,039 |
EuroFX(CME) |
Sep08 |
080804 |
155.28 |
155.98 |
155.19 |
155.54 |
+0.42 |
137 |
150,679 |
-2,548 |
Dec08 |
080804 |
154.82 |
155.22 |
154.48 |
154.80 |
+0.42 |
6 |
3,092 |
+116 |
Mar09 |
080804 |
154.25 |
154.25 |
153.70 |
154.12 |
+0.42 |
0 |
422 |
+9 |
Total Volume and Open Interest |
259,367 |
157,779 |
+10,498 |
Mexican Peso(CME) |
Aug08 |
080804 |
1009.8 |
1009.8 |
1002.8 |
1009.8 |
+7.0 |
|
|
|
Sep08 |
080804 |
999.2 |
1008.5 |
997.2 |
1006.2 |
+7.0 |
3,028 |
106,693 |
+4,436 |
Total Volume and Open Interest |
14,684 |
104,950 |
-432 |
30-Year T-Bonds(CBOT) |
Sep08 |
080804 |
116~010 |
116~070 |
115~155 |
115~225 |
-0~065 |
272,162 |
858,538 |
-10,159 |
Dec08 |
080804 |
114~300 |
115~070 |
114~175 |
114~235 |
-0~065 |
1,014 |
6,567 |
+633 |
Mar09 |
080804 |
113~210 |
113~275 |
113~210 |
113~210 |
-0~065 |
0 |
18 |
+0 |
Total Volume and Open Interest |
331,856 |
875,121 |
+20,257 |
10-Year T-Notes(CBOT) |
Sep08 |
080804 |
115~030 |
115~100 |
114~250 |
114~270 |
-0~060 |
1,029,427 |
1,737,453 |
-3,038 |
Dec08 |
080804 |
113~200 |
114~000 |
113~195 |
113~195 |
-0~055 |
12,146 |
43,182 |
+7,193 |
Mar09 |
080804 |
112~195 |
112~250 |
112~195 |
112~195 |
-0~055 |
2 |
0 |
+0 |
Total Volume and Open Interest |
1,156,513 |
1,776,869 |
+3,600 |
5-Year T-Notes(CBOT) |
Sep08 |
080804 |
111~071 |
111~088 |
111~046 |
111~049 |
-0~015 |
592,985 |
0 |
+0 |
Dec08 |
080804 |
111~000 |
111~000 |
110~103 |
110~103 |
-0~013 |
0 |
34,881 |
+34,881 |
Mar09 |
080804 |
110~103 |
110~116 |
110~103 |
110~103 |
-0~013 |
|
|
|
Total Volume and Open Interest |
686,218 |
1,558,521 |
+37,849 |
2 Year T-Notes(CBOT) |
Sep08 |
080804 |
106~007 |
106~013 |
105~124 |
105~125 |
-0~007 |
3,062 |
881,546 |
+3,738 |
Dec08 |
080804 |
105~076 |
105~076 |
105~068 |
105~068 |
-0~004 |
0 |
7,207 |
+250 |
Mar09 |
080804 |
105~068 |
105~072 |
105~068 |
105~068 |
-0~004 |
|
|
|
Total Volume and Open Interest |
275,078 |
886,203 |
+15,075 |
Eurodollars(CME) |
Sep08 |
080804 |
97.180 |
97.190 |
97.140 |
97.150 |
-0.010 |
9,195 |
1,413,128 |
+10,794 |
Dec08 |
080804 |
96.990 |
97.005 |
96.905 |
96.915 |
-0.045 |
8,505 |
1,682,056 |
+976 |
Mar09 |
080804 |
96.885 |
96.935 |
96.820 |
96.825 |
-0.050 |
4,488 |
1,403,467 |
-6,491 |
Jun09 |
080804 |
96.745 |
96.780 |
96.655 |
96.660 |
-0.060 |
5,690 |
1,182,145 |
+4,994 |
Sep09 |
080804 |
96.495 |
96.540 |
96.420 |
96.425 |
-0.060 |
4,139 |
952,171 |
-5,707 |
Dec09 |
080804 |
96.215 |
96.235 |
96.125 |
96.135 |
-0.055 |
2,893 |
766,649 |
+2,542 |
Mar10 |
080804 |
95.995 |
96.005 |
95.900 |
95.905 |
-0.060 |
2,021 |
561,038 |
-4,875 |
Jun10 |
080804 |
95.795 |
95.805 |
95.700 |
95.705 |
-0.065 |
8,977 |
326,315 |
-8,706 |
Sep10 |
080804 |
95.645 |
95.660 |
95.555 |
95.560 |
-0.070 |
1,550 |
223,567 |
-2,546 |
Dec10 |
080804 |
95.530 |
95.540 |
95.430 |
95.440 |
-0.075 |
1,675 |
208,471 |
-2,096 |
Mar11 |
080804 |
95.485 |
95.490 |
95.380 |
95.390 |
-0.075 |
1,754 |
158,639 |
+265 |
Jun11 |
080804 |
95.400 |
95.425 |
95.320 |
95.325 |
-0.080 |
6,100 |
144,235 |
-2,379 |
Sep11 |
080804 |
95.360 |
95.365 |
95.255 |
95.275 |
-0.075 |
1,544 |
93,794 |
+569 |
Dec11 |
080804 |
95.280 |
95.300 |
95.195 |
95.210 |
-0.070 |
1,415 |
94,190 |
+713 |
Mar12 |
080804 |
95.245 |
95.265 |
95.170 |
95.175 |
-0.070 |
2,831 |
100,228 |
-1,134 |
Jun12 |
080804 |
95.185 |
95.205 |
95.120 |
95.120 |
-0.070 |
3,938 |
78,516 |
+1,206 |
Sep12 |
080804 |
95.125 |
95.150 |
95.070 |
95.070 |
-0.070 |
1,333 |
54,558 |
-1,058 |
Dec12 |
080804 |
95.050 |
95.080 |
95.000 |
95.000 |
-0.070 |
762 |
56,868 |
-614 |
Total Volume and Open Interest |
2,250,944 |
9,762,913 |
+43,072 |
30 Day Federal Funds(CBOT) |
Aug08 |
080804 |
97.985 |
97.985 |
97.982 |
97.985 |
unch |
1 |
131,792 |
-632 |
Sep08 |
080804 |
97.965 |
97.965 |
97.950 |
97.960 |
+0.005 |
23 |
84,000 |
+193 |
Oct08 |
080804 |
97.920 |
97.925 |
97.905 |
97.915 |
unch |
125 |
106,240 |
+1,191 |
Nov08 |
080804 |
97.865 |
97.865 |
97.835 |
97.840 |
unch |
2 |
134,269 |
+2,369 |
Dec08 |
080804 |
97.835 |
97.835 |
97.800 |
97.805 |
-0.005 |
111 |
56,732 |
+2,404 |
Jan09 |
080804 |
97.765 |
97.770 |
97.735 |
97.740 |
-0.010 |
9 |
21,656 |
+1,029 |
Total Volume and Open Interest |
36,520 |
558,493 |
-79,711 |
30 Day Fed Funds(e-CBOT) |
Aug08 |
080804 |
97.985 |
97.985 |
97.982 |
97.985 |
unch |
5,124 |
131,792 |
-632 |
Sep08 |
080804 |
97.965 |
97.965 |
97.950 |
97.955 |
unch |
5,391 |
84,000 |
+193 |
Oct08 |
080804 |
97.920 |
97.925 |
97.905 |
97.915 |
unch |
7,436 |
106,240 |
+1,191 |
Nov08 |
080804 |
97.865 |
97.865 |
97.835 |
97.845 |
+0.005 |
10,956 |
134,269 |
+2,369 |
Dec08 |
080804 |
97.835 |
97.835 |
97.800 |
97.810 |
unch |
8,303 |
56,732 |
+2,404 |
Jan09 |
080804 |
97.765 |
97.770 |
97.735 |
97.740 |
-0.010 |
3,691 |
21,656 |
+1,029 |
Total Volume and Open Interest |
43,396 |
565,562 |
-69,802 |
3-Mth Euro-Yen(CME) |
Sep08 |
080804 |
99.16 |
99.16 |
99.16 |
99.16 |
unch |
0 |
7,459 |
-189 |
Dec08 |
080804 |
99.16 |
99.16 |
99.16 |
99.16 |
+0.02 |
0 |
2,882 |
+0 |
Mar09 |
080804 |
99.14 |
99.14 |
99.14 |
99.14 |
+0.02 |
0 |
1,898 |
+0 |
Jun09 |
080804 |
99.11 |
99.11 |
99.11 |
99.11 |
+0.05 |
0 |
471 |
-2 |
Sep09 |
080804 |
99.08 |
99.08 |
99.08 |
99.08 |
+0.08 |
0 |
450 |
-90 |
Dec09 |
080804 |
99.01 |
99.01 |
99.01 |
99.01 |
+0.08 |
0 |
1 |
+0 |
Mar10 |
080804 |
98.90 |
98.90 |
98.90 |
98.90 |
+0.08 |
|
|
|
Jun10 |
080804 |
98.85 |
98.85 |
98.85 |
98.85 |
+0.08 |
|
|
|
Sep10 |
080804 |
98.76 |
98.76 |
98.76 |
98.76 |
+0.01 |
|
|
|
Dec10 |
080804 |
98.86 |
98.86 |
98.86 |
98.86 |
+0.02 |
|
|
|
Total Volume and Open Interest |
0 |
13,161 |
-281 |
3-Mth Euro-Yen(SGX) |
Sep08 |
080804 |
99.16 |
99.16 |
99.16 |
99.16 |
+0.01 |
452 |
22,127 |
-200 |
Dec08 |
080804 |
99.16 |
99.17 |
99.16 |
99.17 |
+0.01 |
40 |
16,133 |
+40 |
Mar09 |
080804 |
99.14 |
99.15 |
99.14 |
99.15 |
+0.01 |
172 |
9,694 |
+162 |
Jun09 |
080804 |
99.09 |
99.11 |
99.08 |
99.10 |
+0.01 |
241 |
4,239 |
+16 |
Sep09 |
080804 |
99.06 |
99.06 |
99.03 |
99.03 |
+0.01 |
0 |
1,377 |
+0 |
Dec09 |
080804 |
98.97 |
98.99 |
98.96 |
98.96 |
+0.01 |
0 |
479 |
+0 |
Mar10 |
080804 |
98.86 |
98.86 |
98.86 |
98.86 |
+0.02 |
0 |
450 |
+0 |
Jun10 |
080804 |
98.81 |
98.81 |
98.81 |
98.81 |
+0.01 |
0 |
450 |
+0 |
Total Volume and Open Interest |
905 |
59,093 |
+1,494 |
Japanese Gov't Bonds(SGX) |
Sep08 |
080729 |
136.24 |
136.39 |
136.19 |
136.25 |
+0.74 |
1,809 |
16,754 |
+51 |
Dec08 |
080804 |
136.99 |
136.99 |
136.99 |
136.99 |
+0.14 |
|
|
|
Mar09 |
080804 |
136.99 |
136.99 |
136.99 |
136.99 |
+0.14 |
|
|
|
Total Volume and Open Interest |
5,247 |
18,473 |
+25 |
Euro-Bund(EUREX) |
Sep08 |
080804 |
112.61 |
112.95 |
112.48 |
112.80 |
+0.27 |
1,034,251 |
1,250,475 |
+17,244 |
Dec08 |
080804 |
112.62 |
112.62 |
112.21 |
112.53 |
+0.27 |
2,313 |
6,429 |
+1,166 |
Mar09 |
080804 |
112.70 |
112.70 |
112.70 |
112.70 |
+0.27 |
194 |
0 |
+0 |
Total Volume and Open Interest |
1,036,758 |
1,256,904 |
+26,208 |
Euro-Bobl(EUREX) |
Sep08 |
080804 |
107.35 |
107.52 |
107.28 |
107.48 |
+0.14 |
658,108 |
982,731 |
+32,371 |
Dec08 |
080804 |
107.60 |
107.60 |
107.60 |
107.60 |
+0.16 |
47 |
5,677 |
+0 |
Mar09 |
080804 |
107.49 |
107.49 |
107.49 |
107.49 |
+0.15 |
|
|
|
Total Volume and Open Interest |
658,155 |
988,408 |
+32,371 |
3-Mth Euribor(EUREX) |
Sep08 |
080804 |
94.990 |
94.995 |
94.985 |
94.985 |
-0.010 |
711 |
19,753 |
-176 |
Dec08 |
080804 |
94.930 |
94.930 |
94.920 |
94.925 |
-0.010 |
589 |
8,793 |
-348 |
Mar09 |
080804 |
95.125 |
95.130 |
95.115 |
95.115 |
-0.015 |
414 |
2,926 |
-65 |
Total Volume and Open Interest |
2,247 |
37,158 |
-630 |
Long Gilt(LIFFE) |
Sep08 |
080804 |
107~07 |
107~17 |
107~02 |
107~14 |
+0~10 |
80,638 |
302,428 |
-3,097 |
Dec08 |
080804 |
109~03 |
109~03 |
109~03 |
109~03 |
+0~10 |
0 |
50 |
+0 |
Total Volume and Open Interest |
109,124 |
305,575 |
+3,128 |
3-Mth Short Sterling(LIFFE) |
Sep08 |
080804 |
94.12 |
94.18 |
94.11 |
94.15 |
+0.03 |
36,940 |
386,047 |
+1,420 |
Dec08 |
080804 |
94.21 |
94.30 |
94.21 |
94.27 |
+0.05 |
62,446 |
473,377 |
+1,671 |
Mar09 |
080804 |
94.50 |
94.62 |
94.49 |
94.61 |
+0.10 |
81,305 |
468,029 |
+871 |
Jun09 |
080804 |
94.66 |
94.79 |
94.65 |
94.77 |
+0.10 |
70,334 |
364,822 |
+4,585 |
Sep09 |
080804 |
94.69 |
94.82 |
94.69 |
94.79 |
+0.08 |
72,333 |
225,884 |
+4,853 |
Dec09 |
080804 |
94.61 |
94.76 |
94.61 |
94.73 |
+0.08 |
42,611 |
199,649 |
+5,368 |
Total Volume and Open Interest |
494,045 |
2,362,397 |
+34,074 |
3-Mth Euribor(LIFFE) |
Sep08 |
080804 |
94.990 |
95.000 |
94.980 |
94.985 |
-0.005 |
113,934 |
674,532 |
-7,267 |
Dec08 |
080804 |
94.920 |
94.935 |
94.910 |
94.925 |
-0.010 |
180,954 |
629,965 |
-11,136 |
Mar09 |
080804 |
95.125 |
95.140 |
95.105 |
95.115 |
-0.015 |
174,419 |
508,434 |
+8,409 |
Total Volume and Open Interest |
913,352 |
3,350,638 |
+18,266 |
3-Mth Aus T-Bills(SFE) |
Sep08 |
080804 |
92.50 |
92.53 |
92.47 |
92.50 |
-0.01 |
30,893 |
397,461 |
+23,392 |
Dec08 |
080804 |
92.67 |
92.74 |
92.66 |
92.71 |
+0.03 |
46,500 |
317,669 |
+21,077 |
Mar09 |
080804 |
92.83 |
92.88 |
92.81 |
92.87 |
+0.03 |
20,089 |
152,321 |
+17,345 |
Jun09 |
080804 |
92.93 |
92.99 |
92.91 |
92.98 |
+0.03 |
9,989 |
98,636 |
+4,511 |
Sep09 |
080804 |
93.01 |
93.06 |
92.97 |
93.05 |
+0.04 |
3,703 |
55,289 |
+2,153 |
Dec09 |
080804 |
93.04 |
93.11 |
93.04 |
93.10 |
+0.03 |
2,674 |
41,356 |
+1,069 |
Mar10 |
080804 |
93.12 |
93.15 |
93.12 |
93.15 |
+0.02 |
722 |
21,888 |
+408 |
Jun10 |
080804 |
93.18 |
93.18 |
93.18 |
93.18 |
+0.03 |
936 |
13,192 |
-287 |
Sep10 |
080804 |
93.19 |
93.19 |
93.19 |
93.19 |
+0.02 |
0 |
3,647 |
+20 |
Dec10 |
080804 |
93.19 |
93.19 |
93.19 |
93.19 |
+0.02 |
0 |
905 |
+0 |
Total Volume and Open Interest |
147,724 |
1,103,993 |
+69,690 |
10-Year Aus T-Bonds(SFE) |
Sep08 |
080804 |
93.92 |
93.98 |
93.91 |
93.97 |
+0.07 |
25,625 |
460,391 |
+8,340 |
Dec08 |
080804 |
93.98 |
93.98 |
93.98 |
93.98 |
+0.07 |
|
|
|
Total Volume and Open Interest |
42,906 |
460,391 |
+8,340 |
3-Year Aus T-Bonds(SFE) |
Sep08 |
080804 |
94.00 |
94.02 |
93.96 |
94.02 |
+0.08 |
81,350 |
614,629 |
+38,224 |
Dec08 |
080804 |
94.09 |
94.09 |
94.09 |
94.09 |
+0.08 |
|
|
|
Total Volume and Open Interest |
128,163 |
614,629 |
+38,224 |
Gold(CMX) |
Aug08 |
080804 |
912.7 |
915.3 |
894.4 |
900.1 |
-8.9 |
1,834 |
5,291 |
-881 |
Oct08 |
080804 |
915.3 |
919.4 |
897.7 |
903.5 |
-9.4 |
5,755 |
36,833 |
-77 |
Dec08 |
080804 |
919.0 |
924.1 |
902.1 |
907.9 |
-9.6 |
110,565 |
260,795 |
-299 |
Feb09 |
080804 |
927.5 |
927.5 |
907.5 |
912.7 |
-9.7 |
5,285 |
26,706 |
-3,610 |
Apr09 |
080804 |
913.9 |
917.1 |
913.9 |
917.1 |
-9.8 |
4,661 |
15,435 |
-3,411 |
Jun09 |
080804 |
933.2 |
933.2 |
920.5 |
921.8 |
-9.8 |
4,001 |
15,543 |
-4,000 |
Aug09 |
080804 |
934.0 |
934.0 |
926.7 |
926.7 |
-9.8 |
7,156 |
7,890 |
-5,824 |
Oct09 |
080804 |
931.8 |
931.8 |
931.8 |
931.8 |
-9.8 |
2 |
989 |
+0 |
Dec09 |
080804 |
951.0 |
951.0 |
935.0 |
937.1 |
-9.9 |
4 |
14,124 |
+3 |
Feb10 |
080804 |
942.8 |
942.8 |
942.8 |
942.8 |
-10.0 |
12 |
102 |
+0 |
Apr10 |
080804 |
948.7 |
948.7 |
948.7 |
948.7 |
-10.1 |
10 |
16 |
+0 |
Jun10 |
080804 |
960.6 |
961.1 |
954.8 |
954.8 |
-10.3 |
4,600 |
3,273 |
-1,101 |
Total Volume and Open Interest |
157,556 |
430,332 |
-9,706 |
Silver(CMX) |
Sep08 |
080804 |
1754.0 |
1765.0 |
1690.5 |
1714.0 |
-38.0 |
25,396 |
56,073 |
-1,110 |
Dec08 |
080804 |
1770.5 |
1777.0 |
1705.0 |
1728.5 |
-38.3 |
1,903 |
40,477 |
+505 |
Mar09 |
080804 |
1733.5 |
1743.0 |
1733.5 |
1743.0 |
-38.5 |
1,318 |
6,918 |
-183 |
May09 |
080804 |
1752.0 |
1752.0 |
1752.0 |
1752.0 |
-38.7 |
79 |
4,701 |
+76 |
Jul09 |
080804 |
1781.0 |
1781.0 |
1760.9 |
1760.9 |
-38.9 |
280 |
6,326 |
+97 |
Sep09 |
080804 |
1769.9 |
1769.9 |
1769.9 |
1769.9 |
-39.1 |
424 |
1,102 |
+331 |
Dec09 |
080804 |
1831.0 |
1831.0 |
1768.0 |
1783.9 |
-39.3 |
17 |
7,753 |
-56 |
Total Volume and Open Interest |
36,159 |
131,599 |
+136 |
Platinum(NYMEX) |
Oct08 |
080804 |
1665.5 |
1665.5 |
1560.0 |
1563.0 |
-92.3 |
3,761 |
12,379 |
-637 |
Jan09 |
080804 |
1588.5 |
1611.5 |
1568.5 |
1569.4 |
-92.3 |
50 |
313 |
+45 |
Total Volume and Open Interest |
1,315 |
13,284 |
+5 |
Palladium(NYMEX) |
Sep08 |
080804 |
368.10 |
372.50 |
350.00 |
354.45 |
-16.65 |
1,191 |
10,936 |
-107 |
Dec08 |
080804 |
370.00 |
375.90 |
353.05 |
357.70 |
-16.80 |
233 |
2,843 |
+156 |
Mar09 |
080804 |
361.65 |
361.65 |
361.65 |
361.65 |
-16.80 |
0 |
44 |
+0 |
Total Volume and Open Interest |
1,074 |
13,774 |
+49 |
Copper(CMX) |
Sep08 |
080804 |
357.75 |
358.70 |
342.60 |
344.00 |
-13.85 |
14,083 |
54,217 |
-601 |
Dec08 |
080804 |
356.00 |
356.20 |
342.00 |
343.20 |
-13.10 |
3,690 |
31,275 |
+341 |
Mar09 |
080804 |
347.50 |
347.50 |
340.00 |
341.35 |
-12.40 |
647 |
8,203 |
-89 |
May09 |
080804 |
348.70 |
348.70 |
339.55 |
339.55 |
-12.00 |
278 |
1,590 |
+166 |
Jul09 |
080804 |
340.00 |
340.00 |
337.75 |
337.75 |
-11.50 |
43 |
967 |
+14 |
Total Volume and Open Interest |
12,409 |
110,039 |
+602 |
Aluminum(CMX) |
Aug08 |
080804 |
1.31 |
1.31 |
1.31 |
1.31 |
-131.94 |
|
|
|
Sep08 |
080804 |
1.32 |
1.32 |
1.32 |
1.32 |
-132.68 |
|
|
|
Oct08 |
080804 |
1.33 |
1.33 |
1.33 |
1.33 |
-133.42 |
|
|
|
Nov08 |
080804 |
1.33 |
1.33 |
1.33 |
1.33 |
-134.17 |
|
|
|
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 |
080804 |
11327 |
11365 |
11200 |
11271 |
-35 |
1,632 |
30,038 |
+61 |
Dec08 |
080804 |
11300 |
11315 |
11205 |
11270 |
-36 |
11 |
1,952 |
+4 |
Mar09 |
080804 |
11286 |
11321 |
11286 |
11286 |
-35 |
3 |
3 |
+3 |
Jun09 |
080804 |
11306 |
11342 |
11306 |
11306 |
-36 |
|
|
|
Total Volume and Open Interest |
3,272 |
32,032 |
-176 |
S & P 500(CME) |
Sep08 |
080804 |
1260.10 |
1263.00 |
1246.50 |
1248.80 |
-11.50 |
24,175 |
547,506 |
+5,751 |
Dec08 |
080804 |
1259.50 |
1259.50 |
1249.00 |
1250.30 |
-11.60 |
60 |
15,723 |
+21 |
Mar09 |
080804 |
1252.10 |
1261.20 |
1252.10 |
1252.10 |
-11.60 |
0 |
260 |
+0 |
Jun09 |
080804 |
1254.40 |
1263.50 |
1254.40 |
1254.40 |
-11.60 |
0 |
170 |
+0 |
Total Volume and Open Interest |
42,344 |
557,970 |
-5,065 |
S & P 500 E-Mini(Globex) |
Sep08 |
080804 |
1261.25 |
1263.25 |
1246.25 |
1248.75 |
-11.50 |
1,861,777 |
2,403,972 |
-23,736 |
Dec08 |
080804 |
1260.50 |
1264.00 |
1248.00 |
1250.25 |
-11.75 |
4,078 |
57,452 |
+1,526 |
Total Volume and Open Interest |
2,334,326 |
2,488,799 |
+13,556 |
NASDAQ 100(CME) |
Sep08 |
080804 |
1836.00 |
1836.80 |
1804.00 |
1811.80 |
-21.20 |
2,801 |
30,827 |
+755 |
Dec08 |
080804 |
1820.50 |
1826.80 |
1820.50 |
1820.50 |
-21.30 |
3 |
7 |
+1 |
Mar09 |
080804 |
1829.30 |
1835.50 |
1829.30 |
1829.30 |
-21.20 |
53 |
13 |
+8 |
Total Volume and Open Interest |
6,835 |
30,089 |
+14 |
NASDAQ 100 E-Mini(Globex) |
Sep08 |
080804 |
1833.30 |
1837.30 |
1801.80 |
1811.80 |
-21.20 |
454,181 |
327,534 |
+7,595 |
Dec08 |
080804 |
1839.00 |
1844.00 |
1811.30 |
1820.50 |
-21.30 |
539 |
4,558 |
+34 |
Total Volume and Open Interest |
448,703 |
324,619 |
+12,537 |
S & P Midcap 400(CME) |
Sep08 |
080804 |
802.00 |
802.00 |
785.50 |
786.10 |
-16.10 |
150 |
5,488 |
+2 |
Dec08 |
080804 |
788.05 |
789.15 |
788.05 |
788.05 |
-16.10 |
0 |
2 |
+0 |
Mar09 |
080804 |
794.95 |
796.05 |
794.95 |
794.95 |
-16.10 |
|
|
|
Total Volume and Open Interest |
172 |
5,488 |
-63 |
Russell 2000(CME) |
Sep08 |
080804 |
715.80 |
718.55 |
700.00 |
704.00 |
-13.20 |
348 |
30,961 |
-316 |
Total Volume and Open Interest |
527 |
31,277 |
+49 |
Russell 2000 E-Mini(Globex) |
Sep08 |
080804 |
716.90 |
718.80 |
699.40 |
704.00 |
-13.20 |
233,332 |
587,104 |
-5,073 |
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 |
080804 |
13055 |
13125 |
12915 |
12940 |
-135 |
105,391 |
198,627 |
+376 |
Dec08 |
080804 |
13040 |
13070 |
12880 |
12885 |
-160 |
110 |
757 |
+100 |
Total Volume and Open Interest |
106,132 |
199,927 |
+477 |
Nikkei 225(SGX) |
Sep08 |
080804 |
13055 |
13125 |
12915 |
12940 |
-135 |
105,391 |
198,627 |
+376 |
Dec08 |
080804 |
13040 |
13070 |
12880 |
12885 |
-160 |
110 |
757 |
+100 |
Mar09 |
080804 |
12895 |
12895 |
12895 |
12895 |
-165 |
|
|
|
Total Volume and Open Interest |
106,132 |
199,927 |
+477 |
CAC 40(EURONEXT) |
Aug08 |
080804 |
4304.0 |
4338.5 |
4273.0 |
4287.5 |
-31.5 |
123,020 |
529,656 |
+12,576 |
Sep08 |
080804 |
4328.5 |
4341.0 |
4287.5 |
4298.0 |
-32.0 |
1,354 |
38,777 |
-336 |
Oct08 |
080804 |
4316.5 |
4316.5 |
4316.5 |
4316.5 |
-31.5 |
0 |
1 |
+0 |
Total Volume and Open Interest |
120,185 |
557,309 |
+14,157 |
Hang Seng Index(HKFE) |
Aug08 |
080804 |
22569 |
22708 |
22364 |
22392 |
-477 |
6,351 |
81,097 |
+70,083 |
Sep08 |
080804 |
22556 |
22620 |
22285 |
22300 |
-481 |
49 |
312 |
+301 |
Total Volume and Open Interest |
6,400 |
81,432 |
+70,375 |
DAX(EUREX) |
Sep08 |
080804 |
6420.0 |
6437.5 |
6356.5 |
6373.0 |
-54.5 |
154,607 |
225,990 |
+62 |
Dec08 |
080804 |
6489.5 |
6504.5 |
6432.0 |
6446.0 |
-55.0 |
384 |
12,979 |
+17 |
Mar09 |
080804 |
6567.0 |
6573.0 |
6507.5 |
6523.0 |
-55.0 |
384 |
4,195 |
+28 |
Total Volume and Open Interest |
173,648 |
243,057 |
+7,069 |
FT-SE 100(EURONEXT) |
Sep08 |
080804 |
5348.50 |
5412.00 |
5297.50 |
5303.50 |
-40.00 |
95,166 |
487,347 |
+1,181 |
Dec08 |
080804 |
5408.00 |
5440.00 |
5338.50 |
5338.50 |
-40.00 |
23 |
8,771 |
+5 |
Mar09 |
080804 |
5343.50 |
5343.50 |
5343.50 |
5343.50 |
-40.00 |
0 |
56 |
+0 |
Total Volume and Open Interest |
98,365 |
494,988 |
+491 |
SPI 200(SFE) |
Sep08 |
080804 |
4912.0 |
4946.0 |
4855.0 |
4861.0 |
-52.0 |
24,892 |
243,111 |
+12,460 |
Dec08 |
080804 |
4957.0 |
4957.0 |
4899.0 |
4903.0 |
-54.0 |
77 |
2,676 |
+8 |
Mar09 |
080804 |
4906.0 |
4906.0 |
4906.0 |
4906.0 |
-54.0 |
63 |
633 |
+22 |
Total Volume and Open Interest |
27,631 |
246,784 |
+12,492 |
GSCI(CME) |
Aug08 |
080804 |
100.44 |
104.64 |
74.14 |
82.14 |
-25.20 |
468 |
14,525 |
+19 |
Sep08 |
080804 |
85.94 |
111.39 |
78.64 |
85.94 |
-25.40 |
200 |
201 |
+200 |
Oct08 |
080804 |
92.14 |
116.39 |
84.64 |
92.14 |
-24.20 |
|
|
|
Total Volume and Open Interest |
1,525 |
14,509 |
-444 |
RJ/CRB Index(ICE) |
Aug08 |
080804 |
538.00 |
538.00 |
525.00 |
525.00 |
-22.00 |
21 |
240 |
-24 |
Nov08 |
080804 |
552.55 |
552.55 |
538.00 |
538.00 |
-23.00 |
18 |
814 |
+9 |
Jan09 |
080804 |
545.00 |
545.00 |
545.00 |
545.00 |
-23.00 |
0 |
205 |
+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. |
|
|