|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Mon August 11, 2008 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Aug08 |
080811 |
1200.00 |
1222.00 |
1194.00 |
1215.00 |
+16.00 |
568 |
784 |
-724 |
| Sep08 |
080811 |
1184.50 |
1196.50 |
1163.75 |
1189.50 |
+12.50 |
3,033 |
29,165 |
+1,492 |
| Nov08 |
080811 |
1188.00 |
1202.00 |
1168.00 |
1196.00 |
+15.50 |
11,358 |
245,780 |
-427 |
| Jan09 |
080811 |
1204.75 |
1219.00 |
1186.50 |
1213.50 |
+15.25 |
2,673 |
37,613 |
+1,046 |
| Mar09 |
080811 |
1219.75 |
1234.25 |
1201.25 |
1228.25 |
+14.25 |
1,004 |
16,412 |
+580 |
| May09 |
080811 |
1242.00 |
1245.50 |
1219.00 |
1240.00 |
+14.00 |
764 |
13,336 |
-166 |
| Jul09 |
080811 |
1248.00 |
1257.00 |
1227.00 |
1252.00 |
+14.00 |
357 |
11,906 |
+230 |
| Total Volume and Open Interest |
115,187 |
390,723 |
+159 |
| Soybean Meal(CBOT) |
| Aug08 |
080811 |
326.30 |
334.30 |
325.00 |
332.50 |
+6.20 |
692 |
2,284 |
-826 |
| Sep08 |
080811 |
322.00 |
327.10 |
317.70 |
325.50 |
+5.70 |
6,869 |
38,843 |
-27 |
| Oct08 |
080811 |
312.40 |
320.80 |
310.60 |
319.00 |
+6.60 |
2,125 |
24,647 |
+493 |
| Dec08 |
080811 |
315.30 |
323.00 |
311.20 |
320.50 |
+7.20 |
4,910 |
74,045 |
-743 |
| Jan09 |
080811 |
315.60 |
324.10 |
314.00 |
322.70 |
+7.10 |
273 |
10,445 |
-137 |
| Mar09 |
080811 |
320.30 |
327.50 |
318.20 |
327.00 |
+6.70 |
1,101 |
11,631 |
+593 |
| May09 |
080811 |
323.60 |
338.00 |
322.30 |
330.30 |
+6.70 |
616 |
6,354 |
+293 |
| Jul09 |
080811 |
327.30 |
334.80 |
327.30 |
334.00 |
+6.70 |
464 |
5,273 |
+180 |
| Total Volume and Open Interest |
52,299 |
183,232 |
-820 |
| Soybean Oil(CBOT) |
| Aug08 |
080811 |
50.00 |
51.02 |
50.00 |
50.41 |
+0.02 |
293 |
1,444 |
-167 |
| Sep08 |
080811 |
51.38 |
51.44 |
49.94 |
50.58 |
+0.01 |
3,648 |
37,626 |
-1,366 |
| Oct08 |
080811 |
50.75 |
51.64 |
50.33 |
50.88 |
+0.01 |
669 |
25,367 |
+146 |
| Dec08 |
080811 |
51.60 |
52.43 |
50.87 |
51.45 |
-0.05 |
6,789 |
127,531 |
+1,026 |
| Jan09 |
080811 |
52.11 |
52.75 |
51.49 |
51.99 |
-0.04 |
1,318 |
11,754 |
+586 |
| Mar09 |
080811 |
52.90 |
53.32 |
52.08 |
52.59 |
-0.04 |
1,163 |
11,902 |
+1,356 |
| May09 |
080811 |
52.98 |
53.60 |
52.84 |
53.00 |
-0.03 |
365 |
7,390 |
+119 |
| Jul09 |
080811 |
53.95 |
54.00 |
53.25 |
53.42 |
-0.01 |
436 |
9,032 |
-97 |
| Total Volume and Open Interest |
70,138 |
248,707 |
+3,045 |
| Canola(WCE) |
| Nov08 |
080811 |
535.0 |
538.0 |
522.8 |
525.9 |
-9.1 |
6,208 |
60,802 |
+159 |
| Jan09 |
080811 |
538.7 |
549.2 |
534.3 |
535.7 |
-10.3 |
319 |
14,236 |
+165 |
| Mar09 |
080811 |
558.8 |
558.8 |
544.2 |
544.2 |
-12.0 |
164 |
4,144 |
+104 |
| May09 |
080811 |
559.7 |
563.6 |
554.9 |
554.9 |
-12.5 |
3 |
2,041 |
-2 |
| Jul09 |
080811 |
572.0 |
572.5 |
562.4 |
562.4 |
-11.5 |
5 |
1,974 |
+4 |
| Total Volume and Open Interest |
7,958 |
85,380 |
-813 |
| Corn(CBOT) |
| Sep08 |
080811 |
500.75 |
504.75 |
492.75 |
497.25 |
-1.25 |
10,486 |
215,858 |
-18,154 |
| Dec08 |
080811 |
521.00 |
524.25 |
512.00 |
517.00 |
-1.25 |
19,441 |
547,951 |
-5,867 |
| Mar09 |
080811 |
540.00 |
543.50 |
533.50 |
536.75 |
-1.25 |
3,572 |
173,947 |
+7,216 |
| May09 |
080811 |
551.50 |
556.75 |
545.00 |
549.00 |
-1.75 |
728 |
30,763 |
+1,501 |
| Jul09 |
080811 |
564.25 |
567.50 |
557.00 |
558.50 |
-2.50 |
334 |
85,577 |
+1,738 |
| Sep09 |
080811 |
568.00 |
572.50 |
561.50 |
561.50 |
-4.75 |
71 |
15,539 |
+106 |
| Total Volume and Open Interest |
229,286 |
1,219,682 |
-2,191 |
| Wheat(CBOT) |
| Sep08 |
080811 |
763.00 |
814.00 |
761.75 |
793.75 |
+28.50 |
6,259 |
103,531 |
-9,638 |
| Dec08 |
080811 |
787.00 |
838.00 |
787.00 |
818.50 |
+28.25 |
6,082 |
142,006 |
+3,111 |
| Mar09 |
080811 |
810.00 |
861.00 |
810.00 |
843.00 |
+28.50 |
1,413 |
31,206 |
+2,781 |
| May09 |
080811 |
830.00 |
874.75 |
830.00 |
857.50 |
+28.25 |
100 |
3,306 |
+18 |
| Jul09 |
080811 |
845.25 |
888.50 |
840.00 |
868.75 |
+25.75 |
191 |
34,714 |
-259 |
| Total Volume and Open Interest |
132,601 |
342,512 |
+4,550 |
| Wheat(KCBT) |
| Sep08 |
080811 |
802.25 |
844.00 |
799.00 |
825.00 |
+21.25 |
12,775 |
39,445 |
+2,350 |
| Dec08 |
080811 |
820.75 |
863.50 |
820.25 |
849.25 |
+28.50 |
7,162 |
39,177 |
+3,561 |
| Mar09 |
080811 |
842.75 |
883.25 |
842.50 |
864.00 |
+23.00 |
1,193 |
10,123 |
+771 |
| May09 |
080811 |
868.25 |
893.50 |
862.75 |
873.00 |
+22.00 |
15 |
965 |
+0 |
| Jul09 |
080811 |
854.00 |
896.00 |
852.00 |
873.50 |
+25.50 |
523 |
13,101 |
+226 |
| Total Volume and Open Interest |
22,703 |
99,678 |
+321 |
| Wheat(MGE) |
| Sep08 |
080811 |
853.00 |
899.00 |
853.00 |
881.75 |
+23.75 |
2,982 |
10,676 |
-1,272 |
| Dec08 |
080811 |
865.00 |
902.00 |
859.50 |
885.25 |
+19.25 |
1,704 |
21,212 |
-280 |
| Mar09 |
080811 |
876.75 |
916.25 |
876.75 |
897.00 |
+19.00 |
187 |
4,923 |
-216 |
| May09 |
080811 |
883.25 |
917.75 |
880.50 |
902.00 |
+19.00 |
20 |
1,833 |
-136 |
| Jul09 |
080811 |
890.00 |
890.00 |
885.00 |
890.00 |
+17.00 |
0 |
464 |
-8 |
| Total Volume and Open Interest |
7,130 |
43,327 |
+206 |
| Oats(CBOT) |
| Sep08 |
080811 |
359.00 |
365.25 |
355.00 |
356.00 |
unch |
101 |
1,686 |
-157 |
| Dec08 |
080811 |
378.25 |
383.50 |
374.75 |
375.50 |
+0.25 |
367 |
10,474 |
+292 |
| Mar09 |
080811 |
394.50 |
395.50 |
394.00 |
394.50 |
unch |
94 |
2,004 |
+17 |
| May09 |
080811 |
412.00 |
414.00 |
407.50 |
407.50 |
unch |
107 |
932 |
+106 |
| Total Volume and Open Interest |
1,395 |
15,088 |
+214 |
| Rough Rice(CBOT) |
| Sep08 |
080811 |
16.07 |
16.46 |
16.00 |
16.25 |
+0.29 |
2 |
3,922 |
-53 |
| Nov08 |
080811 |
16.40 |
16.75 |
16.29 |
16.53 |
+0.28 |
4 |
7,028 |
-40 |
| Jan09 |
080811 |
16.83 |
16.90 |
16.56 |
16.83 |
+0.27 |
0 |
881 |
-46 |
| Mar09 |
080811 |
17.15 |
17.15 |
16.87 |
17.13 |
+0.26 |
0 |
413 |
-3 |
| Total Volume and Open Interest |
633 |
12,827 |
-122 |
| Live Cattle(CME) |
| Aug08 |
080811 |
101.650 |
102.300 |
101.400 |
102.300 |
+0.820 |
5,569 |
18,360 |
-1,881 |
| Oct08 |
080811 |
106.430 |
107.100 |
106.400 |
106.830 |
+0.380 |
20,272 |
139,972 |
-6,480 |
| Dec08 |
080811 |
106.080 |
107.150 |
106.050 |
106.930 |
+0.880 |
10,558 |
65,855 |
-126 |
| Feb09 |
080811 |
106.750 |
107.150 |
106.300 |
107.150 |
+0.515 |
8,036 |
28,129 |
-919 |
| Apr09 |
080811 |
106.750 |
107.350 |
106.400 |
107.200 |
+0.450 |
2,815 |
17,668 |
-25 |
| Jun09 |
080811 |
104.200 |
105.000 |
103.885 |
104.900 |
+0.800 |
590 |
8,566 |
+179 |
| Total Volume and Open Interest |
61,894 |
290,408 |
+261 |
| Feeder Cattle(CME) |
| Aug08 |
080811 |
115.000 |
115.300 |
114.550 |
114.980 |
+0.345 |
880 |
6,094 |
-509 |
| Sep08 |
080811 |
116.450 |
117.100 |
116.100 |
116.730 |
+0.180 |
3,625 |
11,163 |
-402 |
| Oct08 |
080811 |
115.200 |
116.100 |
115.000 |
115.850 |
+0.450 |
3,180 |
9,672 |
+66 |
| Nov08 |
080811 |
115.650 |
116.250 |
115.300 |
115.785 |
+0.135 |
991 |
4,912 |
+152 |
| Jan09 |
080811 |
115.000 |
115.500 |
114.500 |
115.100 |
-0.230 |
128 |
1,711 |
-18 |
| Mar09 |
080811 |
115.500 |
115.500 |
114.250 |
115.000 |
unch |
18 |
698 |
-3 |
| Apr09 |
080811 |
115.250 |
115.250 |
114.500 |
114.800 |
-0.200 |
10 |
359 |
-2 |
| Total Volume and Open Interest |
8,447 |
35,783 |
+48 |
| Lean Hogs(CME) |
| Aug08 |
080811 |
0.000 |
0.000 |
0.000 |
0.000 |
-88.980 |
3,700 |
10,931 |
-846 |
| Oct08 |
080811 |
77.950 |
78.600 |
77.100 |
77.200 |
-0.700 |
18,770 |
85,464 |
-153 |
| Dec08 |
080811 |
76.400 |
76.800 |
76.150 |
76.750 |
+0.275 |
8,952 |
69,401 |
-513 |
| Feb09 |
080811 |
81.225 |
82.450 |
81.225 |
82.400 |
+0.850 |
3,153 |
28,653 |
+813 |
| Apr09 |
080811 |
84.500 |
85.285 |
83.800 |
85.050 |
+0.700 |
1,687 |
23,117 |
-384 |
| May09 |
080811 |
89.500 |
89.500 |
88.500 |
89.450 |
+0.250 |
29 |
876 |
+6 |
| Jun09 |
080811 |
92.000 |
93.100 |
91.750 |
92.950 |
+0.600 |
1,167 |
15,210 |
+4 |
| Jul09 |
080811 |
25.969 |
25.969 |
24.369 |
25.969 |
+0.800 |
30 |
1,040 |
+11 |
| Total Volume and Open Interest |
45,712 |
236,800 |
-3,665 |
| Pork Bellies(CME) |
| Aug08 |
080811 |
68.250 |
68.250 |
66.800 |
68.250 |
+3.000 |
19 |
65 |
-26 |
| Feb09 |
080811 |
96.285 |
96.285 |
95.000 |
96.285 |
+3.000 |
90 |
723 |
+33 |
| Mar09 |
080811 |
97.000 |
97.000 |
95.000 |
97.000 |
+3.000 |
1 |
7 |
+1 |
| May09 |
080811 |
32.719 |
32.719 |
32.719 |
32.719 |
+3.000 |
0 |
1 |
+0 |
| Jul09 |
080811 |
32.469 |
32.469 |
32.469 |
32.469 |
+1.750 |
|
|
|
| Total Volume and Open Interest |
95 |
786 |
-21 |
| Class III Milk(CME) |
| Aug08 |
080811 |
17.55 |
17.60 |
17.55 |
17.58 |
+0.03 |
150 |
4,494 |
+9 |
| Sep08 |
080811 |
17.16 |
17.30 |
17.10 |
17.22 |
+0.03 |
452 |
5,209 |
+47 |
| Oct08 |
080811 |
17.55 |
17.68 |
17.55 |
17.68 |
+0.08 |
351 |
3,853 |
+21 |
| Nov08 |
080811 |
17.65 |
17.78 |
17.60 |
17.67 |
+0.02 |
251 |
3,521 |
+42 |
| Dec08 |
080811 |
17.61 |
17.77 |
17.60 |
17.65 |
+0.02 |
216 |
3,809 |
+24 |
| Total Volume and Open Interest |
1,960 |
33,589 |
+696 |
| Cocoa(ICE) |
| Sep08 |
080811 |
2687 |
2735 |
2662 |
2670 |
-18 |
10,883 |
27,055 |
-6,477 |
| Dec08 |
080811 |
2713 |
2755 |
2682 |
2689 |
-27 |
10,491 |
61,489 |
+2,629 |
| Mar09 |
080811 |
2735 |
2758 |
2693 |
2696 |
-26 |
1,174 |
24,840 |
+450 |
| May09 |
080811 |
2735 |
2735 |
2698 |
2700 |
-27 |
539 |
9,200 |
+380 |
| Jul09 |
080811 |
2740 |
2742 |
2703 |
2703 |
-24 |
78 |
4,092 |
+52 |
| Sep09 |
080811 |
2736 |
2738 |
2701 |
2701 |
-32 |
13 |
1,514 |
+0 |
| Dec09 |
080811 |
2732 |
2732 |
2704 |
2704 |
-27 |
39 |
5,835 |
+28 |
| Total Volume and Open Interest |
15,970 |
140,403 |
-2,596 |
| Coffee "C"(ICE) |
| Sep08 |
080811 |
136.00 |
138.10 |
135.60 |
135.85 |
+0.05 |
26,784 |
47,802 |
-7,977 |
| Dec08 |
080811 |
139.60 |
142.00 |
139.50 |
139.80 |
+0.10 |
18,860 |
66,437 |
+3,843 |
| Mar09 |
080811 |
144.00 |
145.40 |
143.55 |
143.55 |
+0.15 |
1,071 |
13,289 |
-133 |
| May09 |
080811 |
146.35 |
146.85 |
145.90 |
145.90 |
+0.15 |
130 |
4,848 |
+16 |
| Jul09 |
080811 |
148.55 |
149.10 |
148.15 |
148.15 |
+0.20 |
47 |
1,666 |
+2 |
| Sep09 |
080811 |
150.65 |
151.30 |
150.25 |
150.25 |
+0.20 |
64 |
1,449 |
-20 |
| Total Volume and Open Interest |
25,514 |
142,303 |
+148 |
| Orange Juice(ICE) |
| Sep08 |
080811 |
98.10 |
100.80 |
97.75 |
98.15 |
-0.60 |
1,071 |
13,929 |
-254 |
| Nov08 |
080811 |
102.50 |
104.50 |
101.45 |
102.00 |
-0.60 |
525 |
11,810 |
+66 |
| Jan09 |
080811 |
106.55 |
107.75 |
105.05 |
105.60 |
-0.75 |
135 |
2,463 |
-6 |
| Mar09 |
080811 |
110.30 |
110.30 |
109.20 |
109.30 |
-0.85 |
69 |
3,007 |
+57 |
| May09 |
080811 |
112.95 |
112.95 |
112.95 |
112.95 |
-0.25 |
158 |
342 |
+124 |
| Jul09 |
080811 |
115.65 |
115.65 |
115.65 |
115.65 |
-0.25 |
0 |
38 |
+0 |
| Total Volume and Open Interest |
2,873 |
31,624 |
+62 |
| Sugar #11(ICE) |
| Oct08 |
080811 |
13.48 |
13.83 |
13.26 |
13.37 |
-0.19 |
41,409 |
327,922 |
-1,365 |
| Mar09 |
080811 |
14.69 |
14.99 |
14.46 |
14.59 |
-0.16 |
11,234 |
168,574 |
+306 |
| May09 |
080811 |
14.66 |
14.97 |
14.53 |
14.65 |
-0.14 |
3,149 |
82,924 |
+980 |
| Jul09 |
080811 |
14.70 |
14.96 |
14.56 |
14.66 |
-0.11 |
2,298 |
80,659 |
+86 |
| Oct09 |
080811 |
14.93 |
15.22 |
14.80 |
14.91 |
-0.11 |
1,399 |
65,109 |
+275 |
| Total Volume and Open Interest |
84,988 |
798,004 |
+2,178 |
| Sugar #14(ICE) |
| Nov08 |
080811 |
23.29 |
23.35 |
23.25 |
23.30 |
+0.01 |
68 |
3,022 |
+9 |
| Jan09 |
080811 |
23.30 |
23.30 |
23.30 |
23.30 |
+0.07 |
25 |
2,088 |
+0 |
| Mar09 |
080811 |
23.22 |
23.22 |
23.22 |
23.22 |
+0.07 |
5 |
1,636 |
+5 |
| May09 |
080811 |
23.23 |
23.23 |
23.23 |
23.23 |
+0.21 |
0 |
874 |
+0 |
| Jul09 |
080811 |
23.23 |
23.23 |
23.23 |
23.23 |
unch |
0 |
644 |
+0 |
| Total Volume and Open Interest |
27 |
9,324 |
+13 |
| London Cocoa(LCE) |
| Sep08 |
080811 |
1461 |
1488 |
1455 |
1461 |
-2 |
4,020 |
60,097 |
-1,630 |
| Dec08 |
080811 |
1468 |
1495 |
1462 |
1466 |
-1 |
3,834 |
62,976 |
+160 |
| Mar09 |
080811 |
1464 |
1483 |
1462 |
1465 |
+1 |
1,248 |
40,374 |
+332 |
| May09 |
080811 |
1476 |
1489 |
1465 |
1469 |
unch |
1,254 |
19,775 |
+142 |
| Jul09 |
080811 |
1480 |
1480 |
1474 |
1474 |
unch |
5 |
7,505 |
+3 |
| Sep09 |
080811 |
1475 |
1475 |
1475 |
1475 |
unch |
4 |
1,601 |
+3 |
| Dec09 |
080811 |
1479 |
1479 |
1479 |
1479 |
unch |
48 |
2,021 |
+48 |
| Total Volume and Open Interest |
5,462 |
195,562 |
-3,721 |
| London Coffee(LCE) |
| Sep08 |
080811 |
2326.00 |
2355.00 |
2315.00 |
2319.00 |
-6.00 |
7,318 |
60,940 |
-2,112 |
| Nov08 |
080811 |
2317.00 |
2341.00 |
2306.00 |
2309.00 |
-3.00 |
3,439 |
32,386 |
+328 |
| Jan09 |
080811 |
2275.00 |
2300.00 |
2275.00 |
2276.00 |
+6.00 |
2,063 |
48,040 |
+827 |
| Total Volume and Open Interest |
10,606 |
142,323 |
-459 |
| London Sugar(LCE) |
| Oct08 |
080811 |
385.60 |
392.50 |
380.70 |
383.50 |
-2.30 |
1,623 |
25,158 |
+40 |
| Dec08 |
080811 |
391.10 |
397.50 |
389.00 |
390.00 |
-1.80 |
684 |
12,262 |
-117 |
| Mar09 |
080811 |
406.20 |
410.50 |
404.00 |
404.50 |
-2.30 |
458 |
14,747 |
+121 |
| May09 |
080811 |
406.70 |
406.70 |
404.50 |
405.20 |
-1.90 |
14 |
3,930 |
+0 |
| Aug09 |
080811 |
406.00 |
406.00 |
406.00 |
406.00 |
-1.80 |
12 |
4,933 |
-5 |
| Total Volume and Open Interest |
4,301 |
64,510 |
+433 |
| Cotton(ICE) |
| Oct08 |
080811 |
67.01 |
67.50 |
66.55 |
66.72 |
-0.53 |
495 |
4,499 |
-75 |
| Dec08 |
080811 |
69.10 |
69.50 |
68.54 |
68.74 |
-0.43 |
10,881 |
161,193 |
-1,164 |
| Mar09 |
080811 |
74.16 |
74.53 |
73.81 |
74.00 |
-0.36 |
2,030 |
33,734 |
-301 |
| May09 |
080811 |
75.94 |
75.94 |
75.50 |
75.66 |
-0.34 |
522 |
3,110 |
+68 |
| Jul09 |
080811 |
77.25 |
77.25 |
76.62 |
76.83 |
-0.42 |
943 |
6,282 |
-36 |
| Oct09 |
080811 |
79.02 |
79.02 |
79.02 |
79.02 |
-0.38 |
1 |
124 |
+1 |
| Total Volume and Open Interest |
13,148 |
219,052 |
+1,043 |
| Lumber(CME) |
| Sep08 |
080811 |
257.3 |
258.0 |
254.6 |
257.5 |
+0.6 |
486 |
4,706 |
+10 |
| Nov08 |
080811 |
248.5 |
249.8 |
248.0 |
248.5 |
+2.5 |
517 |
7,042 |
+40 |
| Jan09 |
080811 |
266.6 |
267.4 |
265.0 |
267.4 |
-0.6 |
282 |
1,813 |
+43 |
| Mar09 |
080811 |
268.0 |
270.0 |
268.0 |
270.0 |
unch |
1 |
242 |
+1 |
| Total Volume and Open Interest |
1,645 |
13,818 |
-116 |
| Crude Oil(NYM) |
| Sep08 |
080811 |
115.20 |
116.90 |
112.72 |
114.45 |
-0.75 |
297,330 |
204,430 |
-30,900 |
| Oct08 |
080811 |
115.40 |
117.08 |
112.89 |
114.66 |
-0.74 |
136,243 |
195,184 |
+19,401 |
| Nov08 |
080811 |
115.32 |
117.26 |
113.30 |
115.04 |
-0.73 |
51,813 |
85,434 |
-80 |
| Dec08 |
080811 |
116.10 |
117.61 |
113.68 |
115.38 |
-0.73 |
59,673 |
176,418 |
-1,466 |
| Jan09 |
080811 |
117.25 |
117.70 |
113.91 |
115.61 |
-0.71 |
13,820 |
43,041 |
+3,835 |
| Feb09 |
080811 |
116.55 |
117.80 |
114.36 |
115.73 |
-0.69 |
3,855 |
16,822 |
-823 |
| Mar09 |
080811 |
116.62 |
116.62 |
114.70 |
115.80 |
-0.66 |
2,187 |
15,395 |
+1,069 |
| Apr09 |
080811 |
116.60 |
116.60 |
114.50 |
115.84 |
-0.61 |
612 |
13,505 |
+127 |
| May09 |
080811 |
116.67 |
116.84 |
114.63 |
115.82 |
-0.58 |
544 |
16,125 |
+166 |
| Jun09 |
080811 |
116.88 |
116.90 |
114.08 |
115.72 |
-0.55 |
3,170 |
56,989 |
+1,747 |
| Jul09 |
080811 |
114.25 |
115.59 |
114.25 |
115.59 |
-0.51 |
98 |
18,325 |
+224 |
| Aug09 |
080811 |
115.50 |
115.77 |
115.46 |
115.46 |
-0.47 |
55 |
9,118 |
+141 |
| Sep09 |
080811 |
115.32 |
115.32 |
115.32 |
115.32 |
-0.44 |
182 |
10,990 |
+61 |
| Oct09 |
080811 |
115.58 |
115.58 |
115.18 |
115.18 |
-0.41 |
165 |
6,150 |
+84 |
| Nov09 |
080811 |
115.04 |
115.04 |
115.04 |
115.04 |
-0.38 |
88 |
4,051 |
+0 |
| Dec09 |
080811 |
115.63 |
116.15 |
113.17 |
114.90 |
-0.36 |
16,876 |
116,435 |
-1,909 |
| Total Volume and Open Interest |
634,916 |
1,254,304 |
-19,837 |
| e-miNY Crude Oil(NYM) |
| Aug08 |
080721 |
129.125 |
132.075 |
128.650 |
131.050 |
+2.175 |
20,367 |
5,267 |
-1,593 |
| Sep08 |
080811 |
115.125 |
116.950 |
112.725 |
114.450 |
-0.750 |
21,181 |
6,808 |
-692 |
| Oct08 |
080811 |
115.925 |
117.000 |
112.875 |
114.650 |
-0.750 |
1,153 |
1,816 |
+0 |
| Nov08 |
080811 |
116.725 |
116.850 |
113.325 |
115.050 |
-0.725 |
241 |
353 |
+69 |
| Dec08 |
080811 |
116.425 |
117.250 |
113.500 |
115.375 |
-0.725 |
421 |
385 |
+13 |
| Jan09 |
080811 |
117.000 |
117.000 |
115.500 |
115.600 |
-0.725 |
7 |
7 |
+0 |
| Feb09 |
080811 |
114.425 |
115.725 |
114.425 |
115.725 |
-0.700 |
2 |
3 |
+0 |
| Mar09 |
080811 |
115.800 |
115.800 |
115.800 |
115.800 |
-0.650 |
|
|
|
| Apr09 |
080811 |
115.850 |
115.850 |
115.850 |
115.850 |
-0.600 |
0 |
1 |
+0 |
| May09 |
080811 |
116.150 |
116.150 |
115.825 |
115.825 |
-0.575 |
1 |
1 |
+0 |
| Total Volume and Open Interest |
25,750 |
10,072 |
+1,593 |
| Heating Oil(NYM) |
| Sep08 |
080811 |
312.80 |
318.50 |
308.42 |
311.95 |
-0.85 |
42,479 |
58,107 |
-4,451 |
| Oct08 |
080811 |
319.50 |
321.48 |
311.60 |
315.15 |
-0.85 |
15,276 |
36,325 |
+3,442 |
| Nov08 |
080811 |
321.00 |
324.32 |
313.20 |
319.05 |
-0.80 |
7,047 |
18,332 |
+1,495 |
| Dec08 |
080811 |
327.50 |
327.89 |
319.30 |
322.75 |
-0.85 |
7,059 |
21,145 |
-223 |
| Jan09 |
080811 |
331.63 |
332.01 |
322.74 |
326.05 |
-0.80 |
2,363 |
15,668 |
-101 |
| Feb09 |
080811 |
330.88 |
332.20 |
324.98 |
327.95 |
-0.75 |
877 |
6,413 |
-161 |
| Mar09 |
080811 |
331.80 |
331.80 |
324.85 |
327.70 |
-0.65 |
801 |
6,788 |
+97 |
| Apr09 |
080811 |
327.75 |
328.83 |
325.30 |
325.30 |
-0.45 |
186 |
3,124 |
+171 |
| May09 |
080811 |
326.00 |
326.00 |
323.10 |
323.10 |
-0.15 |
201 |
1,836 |
-10 |
| Jun09 |
080811 |
325.00 |
325.00 |
318.05 |
321.40 |
unch |
1,634 |
21,276 |
+752 |
| Jul09 |
080811 |
321.15 |
321.15 |
321.15 |
321.15 |
-0.05 |
199 |
2,516 |
+91 |
| Aug09 |
080811 |
322.00 |
322.00 |
322.00 |
322.00 |
-0.10 |
856 |
1,471 |
+502 |
| Total Volume and Open Interest |
75,618 |
225,092 |
-348 |
| Gasoline(NYMEX) |
| Sep08 |
080811 |
289.50 |
293.20 |
282.66 |
286.66 |
-2.08 |
41,417 |
70,508 |
-4,756 |
| Oct08 |
080811 |
281.25 |
282.92 |
273.50 |
277.86 |
-1.68 |
23,654 |
43,311 |
+3,654 |
| Nov08 |
080811 |
282.22 |
282.43 |
274.95 |
278.66 |
-1.78 |
12,738 |
23,816 |
+271 |
| Dec08 |
080811 |
283.30 |
283.35 |
275.38 |
279.86 |
-1.78 |
10,915 |
27,756 |
+622 |
| Jan09 |
080811 |
285.40 |
285.40 |
277.81 |
282.06 |
-1.73 |
3,266 |
9,612 |
+845 |
| Feb09 |
080811 |
282.50 |
284.46 |
280.75 |
284.46 |
-1.78 |
979 |
5,751 |
+98 |
| Mar09 |
080811 |
290.00 |
290.05 |
283.75 |
287.06 |
-1.78 |
911 |
3,477 |
+7 |
| Apr09 |
080811 |
305.10 |
305.10 |
299.00 |
302.11 |
-1.78 |
408 |
8,923 |
+100 |
| May09 |
080811 |
305.30 |
305.30 |
299.70 |
302.71 |
-1.63 |
386 |
4,507 |
+58 |
| Jun09 |
080811 |
302.16 |
302.16 |
302.16 |
302.16 |
-1.58 |
366 |
5,303 |
+140 |
| Total Volume and Open Interest |
95,326 |
218,073 |
+1,155 |
| e-miNY RBOB Gasoline(NYM) |
| Sep08 |
080811 |
286.66 |
286.66 |
286.66 |
286.66 |
-2.08 |
|
|
|
| Oct08 |
080811 |
277.86 |
277.86 |
277.86 |
277.86 |
-1.68 |
|
|
|
| Nov08 |
080811 |
278.66 |
278.66 |
278.66 |
278.66 |
-1.78 |
|
|
|
| Dec08 |
080811 |
279.86 |
279.86 |
279.86 |
279.86 |
-1.78 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Natural Gas(NYM) |
| Sep08 |
080811 |
8.360 |
8.460 |
8.160 |
8.349 |
+0.101 |
89,727 |
95,654 |
-8,153 |
| Oct08 |
080811 |
8.485 |
8.527 |
8.236 |
8.422 |
+0.092 |
32,784 |
107,054 |
+1,202 |
| Nov08 |
080811 |
8.870 |
8.886 |
8.585 |
8.774 |
+0.066 |
22,991 |
71,294 |
+2,053 |
| Dec08 |
080811 |
9.260 |
9.280 |
8.995 |
9.194 |
+0.068 |
8,489 |
46,604 |
+168 |
| Jan09 |
080811 |
9.453 |
9.510 |
9.250 |
9.447 |
+0.071 |
8,763 |
64,779 |
+727 |
| Feb09 |
080811 |
9.515 |
9.534 |
9.300 |
9.467 |
+0.071 |
1,634 |
23,306 |
+152 |
| Mar09 |
080811 |
9.365 |
9.389 |
9.140 |
9.322 |
+0.056 |
6,580 |
62,371 |
+2,316 |
| Apr09 |
080811 |
8.850 |
8.903 |
8.690 |
8.842 |
+0.051 |
4,913 |
62,738 |
+1,416 |
| May09 |
080811 |
8.820 |
8.874 |
8.684 |
8.822 |
+0.049 |
1,819 |
41,404 |
-57 |
| Jun09 |
080811 |
8.901 |
8.950 |
8.800 |
8.919 |
+0.049 |
458 |
19,456 |
+80 |
| Jul09 |
080811 |
8.979 |
9.059 |
8.930 |
9.024 |
+0.049 |
411 |
17,685 |
+19 |
| Aug09 |
080811 |
9.060 |
9.126 |
8.970 |
9.089 |
+0.049 |
398 |
16,991 |
-110 |
| Sep09 |
080811 |
9.120 |
9.159 |
9.065 |
9.124 |
+0.049 |
477 |
14,322 |
-36 |
| Oct09 |
080811 |
9.150 |
9.250 |
9.100 |
9.209 |
+0.049 |
1,421 |
31,199 |
-189 |
| Nov09 |
080811 |
9.530 |
9.570 |
9.440 |
9.539 |
+0.044 |
174 |
16,744 |
-11 |
| Dec09 |
080811 |
9.950 |
9.958 |
9.795 |
9.934 |
+0.044 |
736 |
26,166 |
-367 |
| Total Volume and Open Interest |
207,199 |
929,469 |
-6,805 |
| Brent Crude Oil(ICE) |
| Sep08 |
080811 |
113.85 |
115.32 |
111.07 |
112.67 |
-0.66 |
84,097 |
53,771 |
-3,463 |
| Oct08 |
080811 |
115.20 |
116.43 |
112.44 |
114.07 |
-0.55 |
89,825 |
107,305 |
-6,460 |
| Nov08 |
080811 |
116.70 |
117.42 |
113.61 |
115.26 |
-0.48 |
55,003 |
69,445 |
+15,120 |
| Dec08 |
080811 |
117.20 |
118.20 |
114.54 |
116.20 |
-0.48 |
31,225 |
65,447 |
+1,740 |
| Jan09 |
080811 |
117.91 |
118.95 |
115.57 |
116.99 |
-0.45 |
6,277 |
26,782 |
-475 |
| Feb09 |
080811 |
119.53 |
119.53 |
116.82 |
117.57 |
-0.43 |
2,812 |
21,129 |
-249 |
| Mar09 |
080811 |
119.01 |
119.07 |
117.18 |
117.93 |
-0.41 |
1,742 |
13,105 |
-42 |
| Apr09 |
080811 |
118.55 |
119.25 |
117.41 |
118.12 |
-0.41 |
1,153 |
17,351 |
-52 |
| May09 |
080811 |
118.67 |
119.15 |
117.34 |
118.27 |
-0.39 |
873 |
12,664 |
-179 |
| Jun09 |
080811 |
119.00 |
119.25 |
117.12 |
118.32 |
-0.40 |
1,686 |
28,022 |
+197 |
| Jul09 |
080811 |
118.39 |
118.39 |
118.39 |
118.39 |
-0.41 |
345 |
9,178 |
+291 |
| Aug09 |
080811 |
118.35 |
118.35 |
118.35 |
118.35 |
-0.46 |
0 |
4,040 |
-26 |
| Sep09 |
080811 |
118.32 |
118.32 |
118.32 |
118.32 |
-0.47 |
363 |
6,543 |
+20 |
| Oct09 |
080811 |
118.23 |
118.23 |
118.23 |
118.23 |
-0.44 |
0 |
2,450 |
+90 |
| Total Volume and Open Interest |
254,087 |
545,407 |
-20,802 |
| Gas Oil(ICE) |
| Aug08 |
080811 |
1027.00 |
1039.50 |
1009.25 |
1018.75 |
-1.00 |
17,950 |
21,516 |
-5,774 |
| Sep08 |
080811 |
1025.00 |
1045.25 |
1014.50 |
1025.25 |
-0.25 |
39,257 |
67,951 |
-4,303 |
| Oct08 |
080811 |
1046.00 |
1053.50 |
1023.00 |
1033.25 |
-0.50 |
14,020 |
39,590 |
-2,226 |
| Nov08 |
080811 |
1056.25 |
1060.75 |
1031.00 |
1041.00 |
-1.00 |
7,384 |
20,811 |
-72 |
| Dec08 |
080811 |
1063.75 |
1068.00 |
1040.25 |
1048.75 |
-1.00 |
10,193 |
43,400 |
-1,311 |
| Jan09 |
080811 |
1071.50 |
1073.75 |
1048.75 |
1056.75 |
-1.00 |
3,137 |
29,714 |
+1,807 |
| Feb09 |
080811 |
1077.75 |
1077.75 |
1058.50 |
1061.25 |
-1.00 |
721 |
12,750 |
+259 |
| Mar09 |
080811 |
1077.50 |
1077.50 |
1061.00 |
1061.00 |
-1.00 |
1,036 |
12,278 |
-87 |
| Apr09 |
080811 |
1073.25 |
1076.00 |
1059.50 |
1059.50 |
-0.75 |
598 |
5,999 |
-83 |
| May09 |
080811 |
1072.25 |
1075.25 |
1057.50 |
1057.50 |
-1.25 |
1,264 |
7,835 |
+25 |
| Total Volume and Open Interest |
98,952 |
329,538 |
-10,761 |
| Ethanol(CBOT) |
| Aug08 |
080805 |
2.220 |
2.220 |
2.189 |
2.189 |
-0.056 |
27 |
191 |
-24 |
| Sep08 |
080811 |
2.063 |
2.063 |
2.063 |
2.063 |
+0.023 |
31 |
299 |
-52 |
| Oct08 |
080811 |
2.040 |
2.065 |
2.040 |
2.065 |
+0.045 |
5 |
221 |
+15 |
| Nov08 |
080811 |
2.020 |
2.070 |
2.020 |
2.046 |
+0.020 |
29 |
229 |
+19 |
| Dec08 |
080811 |
2.040 |
2.046 |
2.040 |
2.046 |
+0.021 |
25 |
162 |
+7 |
| Jan09 |
080811 |
2.045 |
2.046 |
2.045 |
2.045 |
-0.005 |
20 |
127 |
-16 |
| Feb09 |
080811 |
2.080 |
2.080 |
2.045 |
2.045 |
-0.005 |
14 |
143 |
-7 |
| Mar09 |
080811 |
2.080 |
2.080 |
2.045 |
2.045 |
-0.005 |
1 |
172 |
-3 |
| Total Volume and Open Interest |
249 |
2,764 |
+62 |
| US Dollar Index(ICE) |
| Sep08 |
080811 |
76.215 |
76.550 |
75.695 |
76.315 |
+0.305 |
10,728 |
30,263 |
+100 |
| Dec08 |
080811 |
76.660 |
76.960 |
76.110 |
76.750 |
+0.290 |
149 |
2,338 |
+12 |
| Mar09 |
080811 |
76.690 |
77.130 |
76.545 |
77.130 |
+0.290 |
0 |
120 |
+0 |
| Total Volume and Open Interest |
9,385 |
32,649 |
+1,476 |
| Australian Dollar(CME) |
| Sep08 |
080811 |
88.41 |
89.14 |
87.25 |
87.91 |
-0.51 |
21 |
74,087 |
-3,203 |
| Dec08 |
080811 |
87.45 |
88.17 |
86.50 |
87.01 |
-0.51 |
0 |
1,723 |
+4 |
| Mar09 |
080811 |
86.11 |
87.16 |
86.11 |
86.11 |
-0.51 |
0 |
538 |
+0 |
| Total Volume and Open Interest |
36,790 |
79,586 |
+1,464 |
| British Pound(CME) |
| Sep08 |
080811 |
191.55 |
192.06 |
190.17 |
190.72 |
-0.74 |
7 |
95,760 |
+3,652 |
| Dec08 |
080811 |
190.00 |
190.77 |
188.94 |
189.45 |
-0.74 |
0 |
1,400 |
+10 |
| Mar09 |
080811 |
188.23 |
189.32 |
187.96 |
188.23 |
-0.74 |
0 |
949 |
+6 |
| Total Volume and Open Interest |
89,042 |
95,406 |
+3,824 |
| Canadian Dollar(CME) |
| Sep08 |
080811 |
93.61 |
94.18 |
93.27 |
93.56 |
-0.01 |
95 |
113,043 |
+547 |
| Dec08 |
080811 |
93.65 |
94.13 |
93.24 |
93.52 |
-0.03 |
27 |
7,587 |
+276 |
| Mar09 |
080811 |
93.65 |
93.99 |
93.41 |
93.56 |
-0.03 |
0 |
1,500 |
+32 |
| Jun09 |
080811 |
93.80 |
93.81 |
93.48 |
93.63 |
+0.01 |
0 |
1,293 |
+0 |
| Total Volume and Open Interest |
35,318 |
124,161 |
+3,263 |
| Japanese Yen(CME) |
| Sep08 |
080811 |
90.90 |
91.47 |
90.75 |
91.08 |
+0.18 |
19 |
180,656 |
+6,521 |
| Dec08 |
080811 |
91.28 |
91.95 |
91.25 |
91.58 |
+0.18 |
0 |
22,938 |
+25 |
| Mar09 |
080811 |
92.00 |
92.24 |
91.86 |
92.15 |
+0.18 |
0 |
547 |
+0 |
| Total Volume and Open Interest |
98,325 |
201,196 |
-1,212 |
| Swiss Franc(CME) |
| Sep08 |
080811 |
92.36 |
93.13 |
91.90 |
92.16 |
-0.39 |
89 |
56,248 |
-2,692 |
| Dec08 |
080811 |
93.22 |
93.22 |
92.05 |
92.24 |
-0.40 |
0 |
1,535 |
+50 |
| Mar09 |
080811 |
92.32 |
93.12 |
92.32 |
92.32 |
-0.40 |
0 |
512 |
+0 |
| Total Volume and Open Interest |
65,155 |
61,052 |
-253 |
| EuroFX(CME) |
| Sep08 |
080811 |
149.94 |
150.57 |
148.53 |
149.01 |
-0.81 |
121 |
153,614 |
+4,396 |
| Dec08 |
080811 |
149.05 |
149.84 |
147.84 |
148.31 |
-0.80 |
21 |
4,071 |
+542 |
| Mar09 |
080811 |
148.07 |
148.98 |
147.47 |
147.69 |
-0.80 |
0 |
424 |
+3 |
| Total Volume and Open Interest |
288,986 |
154,229 |
-2,819 |
| Mexican Peso(CME) |
| Aug08 |
080811 |
981.2 |
983.2 |
981.2 |
981.2 |
-2.0 |
|
|
|
| Sep08 |
080811 |
978.8 |
983.2 |
976.0 |
977.8 |
-2.0 |
1,538 |
100,830 |
-4,309 |
| Total Volume and Open Interest |
30,684 |
117,995 |
+4,182 |
| 30-Year T-Bonds(CBOT) |
| Sep08 |
080811 |
116~190 |
116~230 |
115~010 |
115~180 |
-0~260 |
244,527 |
863,704 |
+3,063 |
| Dec08 |
080811 |
115~240 |
115~240 |
114~030 |
114~195 |
-0~260 |
1,125 |
11,946 |
+537 |
| Mar09 |
080811 |
113~295 |
114~110 |
113~170 |
113~170 |
-0~260 |
0 |
18 |
+0 |
| Total Volume and Open Interest |
420,693 |
873,032 |
+17,472 |
| 10-Year T-Notes(CBOT) |
| Sep08 |
080811 |
115~145 |
115~200 |
114~170 |
114~280 |
-0~140 |
826,763 |
1,740,857 |
-52,996 |
| Dec08 |
080811 |
114~070 |
114~070 |
113~095 |
113~205 |
-0~145 |
5,367 |
82,668 |
+1,750 |
| Mar09 |
080811 |
112~205 |
113~030 |
112~205 |
112~205 |
-0~145 |
|
|
|
| Total Volume and Open Interest |
1,141,216 |
1,876,007 |
+32,099 |
| 5-Year T-Notes(CBOT) |
| Sep08 |
080811 |
111~086 |
111~107 |
111~019 |
111~048 |
-0~028 |
526,167 |
0 |
+0 |
| Dec08 |
080811 |
111~002 |
111~002 |
110~080 |
110~098 |
-0~030 |
1,419 |
0 |
+0 |
| Mar09 |
080811 |
110~098 |
111~001 |
110~098 |
110~098 |
-0~030 |
|
|
|
| Total Volume and Open Interest |
719,814 |
1,587,970 |
+34,969 |
| 2 Year T-Notes(CBOT) |
| Sep08 |
080811 |
106~007 |
106~019 |
105~107 |
105~118 |
-0~014 |
401 |
878,627 |
-387 |
| Dec08 |
080811 |
105~063 |
105~078 |
105~063 |
105~063 |
-0~014 |
0 |
11,450 |
+1,050 |
| Mar09 |
080811 |
105~063 |
105~078 |
105~063 |
105~063 |
-0~014 |
|
|
|
| Total Volume and Open Interest |
321,775 |
889,444 |
+16,979 |
| Eurodollars(CME) |
| Sep08 |
080811 |
97.170 |
97.190 |
97.150 |
97.175 |
unch |
7,374 |
1,415,301 |
+254 |
| Dec08 |
080811 |
96.995 |
97.015 |
96.905 |
96.950 |
-0.035 |
5,713 |
1,693,870 |
-7,536 |
| Mar09 |
080811 |
96.925 |
96.950 |
96.800 |
96.850 |
-0.055 |
3,474 |
1,393,282 |
-7,980 |
| Jun09 |
080811 |
96.750 |
96.790 |
96.620 |
96.670 |
-0.065 |
5,736 |
1,200,887 |
+3,151 |
| Sep09 |
080811 |
96.505 |
96.555 |
96.385 |
96.435 |
-0.060 |
13,340 |
1,008,596 |
+21,424 |
| Dec09 |
080811 |
96.200 |
96.250 |
96.085 |
96.140 |
-0.050 |
3,325 |
782,520 |
+10,242 |
| Mar10 |
080811 |
95.950 |
96.015 |
95.845 |
95.900 |
-0.045 |
2,818 |
569,503 |
-4,704 |
| Jun10 |
080811 |
95.740 |
95.800 |
95.625 |
95.685 |
-0.045 |
2,629 |
311,295 |
-6,334 |
| Sep10 |
080811 |
95.625 |
95.640 |
95.460 |
95.520 |
-0.050 |
3,304 |
214,374 |
-2,982 |
| Dec10 |
080811 |
95.465 |
95.500 |
95.320 |
95.380 |
-0.055 |
1,501 |
193,528 |
-360 |
| Mar11 |
080811 |
95.430 |
95.435 |
95.255 |
95.315 |
-0.060 |
1,508 |
158,396 |
+1,645 |
| Jun11 |
080811 |
95.365 |
95.370 |
95.185 |
95.245 |
-0.065 |
1,857 |
144,031 |
+1,692 |
| Sep11 |
080811 |
95.270 |
95.310 |
95.135 |
95.195 |
-0.065 |
8,003 |
101,552 |
+6,769 |
| Dec11 |
080811 |
95.225 |
95.255 |
95.070 |
95.140 |
-0.065 |
1,241 |
95,543 |
+411 |
| Mar12 |
080811 |
95.235 |
95.235 |
95.055 |
95.115 |
-0.065 |
861 |
102,560 |
+964 |
| Jun12 |
080811 |
95.145 |
95.180 |
95.005 |
95.065 |
-0.065 |
2,073 |
78,992 |
-555 |
| Sep12 |
080811 |
95.070 |
95.135 |
94.980 |
95.025 |
-0.060 |
277 |
56,609 |
-41 |
| Dec12 |
080811 |
95.005 |
95.080 |
94.920 |
94.965 |
-0.060 |
274 |
63,514 |
-487 |
| Total Volume and Open Interest |
2,111,193 |
9,816,843 |
+72,927 |
| 30 Day Federal Funds(CBOT) |
| Aug08 |
080811 |
97.993 |
97.995 |
97.990 |
97.993 |
unch |
0 |
120,933 |
+57 |
| Sep08 |
080811 |
97.975 |
97.980 |
97.970 |
97.975 |
unch |
3 |
81,024 |
+678 |
| Oct08 |
080811 |
97.955 |
97.960 |
97.940 |
97.955 |
unch |
2 |
108,158 |
+404 |
| Nov08 |
080811 |
97.920 |
97.920 |
97.895 |
97.905 |
-0.015 |
1 |
146,733 |
+2,242 |
| Dec08 |
080811 |
97.905 |
97.905 |
97.870 |
97.880 |
-0.025 |
1 |
67,220 |
+680 |
| Jan09 |
080811 |
97.850 |
97.860 |
97.810 |
97.830 |
-0.030 |
0 |
23,426 |
+798 |
| Total Volume and Open Interest |
52,115 |
578,265 |
+8,301 |
| 30 Day Fed Funds(e-CBOT) |
| Aug08 |
080811 |
97.993 |
97.995 |
97.990 |
97.993 |
unch |
2,923 |
120,933 |
+57 |
| Sep08 |
080811 |
97.975 |
97.980 |
97.970 |
97.975 |
unch |
2,779 |
81,024 |
+678 |
| Oct08 |
080811 |
97.955 |
97.960 |
97.940 |
97.955 |
unch |
3,618 |
108,158 |
+404 |
| Nov08 |
080811 |
97.920 |
97.920 |
97.895 |
97.900 |
-0.020 |
6,466 |
146,733 |
+2,242 |
| Dec08 |
080811 |
97.905 |
97.905 |
97.870 |
97.885 |
-0.025 |
10,232 |
67,220 |
+680 |
| Jan09 |
080811 |
97.850 |
97.860 |
97.810 |
97.835 |
-0.030 |
3,050 |
23,426 |
+798 |
| Total Volume and Open Interest |
31,933 |
582,730 |
+10,994 |
| 3-Mth Euro-Yen(CME) |
| Sep08 |
080811 |
99.18 |
99.18 |
99.18 |
99.18 |
unch |
0 |
7,445 |
-250 |
| Dec08 |
080811 |
99.18 |
99.18 |
99.18 |
99.18 |
-0.01 |
0 |
2,882 |
+0 |
| Mar09 |
080811 |
99.21 |
99.21 |
99.21 |
99.21 |
unch |
1 |
1,898 |
+0 |
| Jun09 |
080811 |
99.16 |
99.16 |
99.16 |
99.16 |
unch |
0 |
475 |
+0 |
| Sep09 |
080811 |
99.12 |
99.12 |
99.12 |
99.12 |
unch |
0 |
510 |
+0 |
| Dec09 |
080811 |
99.06 |
99.06 |
99.06 |
99.06 |
unch |
0 |
1 |
+0 |
| Mar10 |
080811 |
98.95 |
98.95 |
98.95 |
98.95 |
unch |
|
|
|
| Jun10 |
080811 |
98.90 |
98.90 |
98.90 |
98.90 |
unch |
|
|
|
| Sep10 |
080811 |
98.90 |
98.90 |
98.90 |
98.90 |
+0.03 |
|
|
|
| Dec10 |
080811 |
99.00 |
99.00 |
99.00 |
99.00 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
1 |
13,211 |
-250 |
| 3-Mth Euro-Yen(SGX) |
| Sep08 |
080811 |
99.17 |
99.17 |
99.17 |
99.17 |
0.00 |
45 |
21,240 |
-45 |
| Dec08 |
080811 |
99.21 |
99.21 |
99.17 |
99.17 |
-0.01 |
550 |
18,313 |
-50 |
| Mar09 |
080811 |
99.22 |
99.23 |
99.21 |
99.21 |
+0.04 |
213 |
9,810 |
+0 |
| Jun09 |
080811 |
99.19 |
99.21 |
99.18 |
99.21 |
+0.03 |
119 |
4,259 |
-33 |
| Sep09 |
080811 |
99.14 |
99.17 |
99.14 |
99.17 |
+0.03 |
103 |
1,322 |
-100 |
| Dec09 |
080811 |
99.11 |
99.11 |
99.11 |
99.11 |
+0.04 |
1 |
485 |
+1 |
| Mar10 |
080811 |
99.00 |
99.00 |
99.00 |
99.00 |
+0.04 |
0 |
450 |
+0 |
| Jun10 |
080811 |
98.94 |
98.94 |
98.94 |
98.94 |
+0.03 |
0 |
450 |
+0 |
| Total Volume and Open Interest |
1,031 |
60,718 |
-647 |
| Japanese Gov't Bonds(SGX) |
| Sep08 |
080811 |
137.53 |
137.84 |
137.52 |
137.70 |
+1.45 |
1,921 |
18,527 |
+1,773 |
| Dec08 |
080811 |
137.70 |
137.70 |
137.70 |
137.70 |
+0.04 |
|
|
|
| Mar09 |
080811 |
137.70 |
137.70 |
137.70 |
137.70 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
6,893 |
15,924 |
-54 |
| Euro-Bund(EUREX) |
| Sep08 |
080811 |
113.57 |
113.68 |
113.32 |
113.46 |
-0.12 |
850,148 |
1,194,616 |
+14,557 |
| Dec08 |
080811 |
113.31 |
113.35 |
113.10 |
113.18 |
-0.12 |
1,250 |
6,257 |
+239 |
| Mar09 |
080811 |
113.36 |
113.36 |
113.36 |
113.36 |
-0.12 |
|
|
|
| Total Volume and Open Interest |
851,398 |
1,200,873 |
+14,796 |
| Euro-Bobl(EUREX) |
| Sep08 |
080811 |
108.30 |
108.35 |
108.02 |
108.14 |
-0.17 |
623,619 |
950,177 |
+9,244 |
| Dec08 |
080811 |
108.28 |
108.28 |
108.28 |
108.28 |
-0.18 |
2,535 |
7,547 |
+1,666 |
| Mar09 |
080811 |
108.15 |
108.15 |
108.15 |
108.15 |
-0.17 |
|
|
|
| Total Volume and Open Interest |
626,154 |
957,724 |
+10,910 |
| 3-Mth Euribor(EUREX) |
| Sep08 |
080811 |
95.030 |
95.030 |
95.025 |
95.025 |
-0.005 |
1,582 |
19,491 |
+327 |
| Dec08 |
080811 |
95.045 |
95.050 |
95.035 |
95.035 |
-0.035 |
234 |
9,006 |
+160 |
| Mar09 |
080811 |
95.315 |
95.315 |
95.260 |
95.265 |
-0.050 |
226 |
2,797 |
-176 |
| Total Volume and Open Interest |
2,307 |
36,821 |
-83 |
| Long Gilt(LIFFE) |
| Sep08 |
080811 |
108~12 |
108~12 |
107~31 |
108~05 |
-0~07 |
72,131 |
326,010 |
-1,092 |
| Dec08 |
080811 |
109~26 |
109~26 |
109~26 |
109~26 |
-0~07 |
0 |
50 |
+0 |
| Total Volume and Open Interest |
78,800 |
327,152 |
+5,964 |
| 3-Mth Short Sterling(LIFFE) |
| Sep08 |
080811 |
94.20 |
94.20 |
94.17 |
94.18 |
-0.02 |
38,767 |
407,060 |
-499 |
| Dec08 |
080811 |
94.31 |
94.32 |
94.21 |
94.24 |
-0.04 |
52,594 |
476,350 |
+2,949 |
| Mar09 |
080811 |
94.64 |
94.64 |
94.49 |
94.52 |
-0.08 |
85,037 |
510,976 |
-8,520 |
| Jun09 |
080811 |
94.82 |
94.82 |
94.67 |
94.69 |
-0.08 |
68,605 |
382,712 |
-1,885 |
| Sep09 |
080811 |
94.86 |
94.88 |
94.71 |
94.75 |
-0.08 |
55,311 |
236,721 |
+7,096 |
| Dec09 |
080811 |
94.83 |
94.85 |
94.67 |
94.71 |
-0.09 |
27,621 |
203,913 |
-237 |
| Total Volume and Open Interest |
380,515 |
2,492,998 |
-25,798 |
| 3-Mth Euribor(LIFFE) |
| Sep08 |
080811 |
95.040 |
95.040 |
95.015 |
95.025 |
-0.005 |
131,140 |
680,493 |
+3,935 |
| Dec08 |
080811 |
95.070 |
95.070 |
95.025 |
95.035 |
-0.035 |
197,302 |
637,416 |
-18,269 |
| Mar09 |
080811 |
95.305 |
95.320 |
95.235 |
95.265 |
-0.050 |
234,610 |
543,975 |
-6,893 |
| Total Volume and Open Interest |
1,212,599 |
3,527,904 |
-10,592 |
| 3-Mth Aus T-Bills(SFE) |
| Sep08 |
080811 |
92.75 |
92.77 |
92.68 |
92.71 |
-0.04 |
16,056 |
417,384 |
+32 |
| Dec08 |
080811 |
93.01 |
93.07 |
92.95 |
93.00 |
-0.02 |
28,607 |
356,701 |
+11,119 |
| Mar09 |
080811 |
93.20 |
93.27 |
93.13 |
93.20 |
unch |
12,327 |
154,982 |
+5,281 |
| Jun09 |
080811 |
93.27 |
93.33 |
93.21 |
93.28 |
unch |
9,954 |
122,832 |
+6,404 |
| Sep09 |
080811 |
93.28 |
93.34 |
93.25 |
93.30 |
unch |
4,687 |
59,452 |
-1,568 |
| Dec09 |
080811 |
93.30 |
93.34 |
93.28 |
93.32 |
+0.02 |
2,057 |
46,784 |
+96 |
| Mar10 |
080811 |
93.31 |
93.34 |
93.30 |
93.32 |
+0.01 |
1,317 |
20,874 |
-611 |
| Jun10 |
080811 |
93.30 |
93.31 |
93.28 |
93.31 |
+0.01 |
1,522 |
12,208 |
-832 |
| Sep10 |
080811 |
93.30 |
93.30 |
93.30 |
93.30 |
+0.01 |
970 |
3,904 |
+256 |
| Dec10 |
080811 |
93.29 |
93.30 |
93.29 |
93.30 |
+0.03 |
538 |
1,356 |
+361 |
| Total Volume and Open Interest |
95,757 |
1,198,182 |
+20,663 |
| 10-Year Aus T-Bonds(SFE) |
| Sep08 |
080811 |
94.08 |
94.14 |
94.07 |
94.11 |
unch |
20,416 |
490,683 |
+17,455 |
| Dec08 |
080811 |
94.12 |
94.12 |
94.12 |
94.12 |
unch |
|
|
|
| Total Volume and Open Interest |
39,593 |
490,683 |
+17,455 |
| 3-Year Aus T-Bonds(SFE) |
| Sep08 |
080811 |
94.18 |
94.21 |
94.12 |
94.18 |
-0.01 |
60,272 |
754,138 |
+41,541 |
| Dec08 |
080811 |
94.25 |
94.25 |
94.25 |
94.25 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
120,577 |
754,138 |
+41,541 |
| Gold(CMX) |
| Aug08 |
080811 |
858.3 |
863.4 |
818.0 |
821.5 |
-36.3 |
303 |
523 |
-452 |
| Oct08 |
080811 |
860.3 |
868.5 |
820.5 |
824.3 |
-36.4 |
8,039 |
30,703 |
-441 |
| Dec08 |
080811 |
863.4 |
872.7 |
824.5 |
828.3 |
-36.5 |
142,748 |
250,910 |
+4,061 |
| Feb09 |
080811 |
871.2 |
874.5 |
830.4 |
832.6 |
-36.6 |
2,902 |
19,757 |
+1,207 |
| Apr09 |
080811 |
860.0 |
860.0 |
836.6 |
836.6 |
-36.6 |
1,687 |
13,130 |
+636 |
| Jun09 |
080811 |
881.3 |
884.3 |
840.2 |
840.6 |
-36.8 |
1,029 |
17,476 |
+905 |
| Aug09 |
080811 |
848.3 |
848.3 |
844.9 |
844.9 |
-36.9 |
1,021 |
9,830 |
+993 |
| Oct09 |
080811 |
849.4 |
849.4 |
849.4 |
849.4 |
-36.9 |
41 |
1,239 |
+0 |
| Dec09 |
080811 |
895.2 |
898.9 |
853.1 |
854.4 |
-37.4 |
735 |
13,824 |
-275 |
| Feb10 |
080811 |
859.6 |
859.6 |
859.6 |
859.6 |
-37.5 |
12 |
102 |
+0 |
| Apr10 |
080811 |
864.9 |
864.9 |
864.9 |
864.9 |
-37.6 |
10 |
16 |
+0 |
| Jun10 |
080811 |
870.3 |
870.3 |
870.3 |
870.3 |
-37.8 |
55 |
3,432 |
+55 |
| Total Volume and Open Interest |
151,196 |
376,797 |
-26,573 |
| Silver(CMX) |
| Sep08 |
080811 |
1531.5 |
1543.5 |
1453.5 |
1462.0 |
-71.0 |
40,699 |
53,997 |
-318 |
| Dec08 |
080811 |
1546.5 |
1556.5 |
1466.5 |
1475.0 |
-71.6 |
8,097 |
47,719 |
+1,947 |
| Mar09 |
080811 |
1561.5 |
1564.5 |
1480.5 |
1487.8 |
-71.9 |
150 |
7,240 |
+31 |
| May09 |
080811 |
1497.0 |
1497.0 |
1491.0 |
1495.8 |
-72.1 |
17 |
4,942 |
-1 |
| Jul09 |
080811 |
1522.5 |
1522.5 |
1503.8 |
1503.8 |
-72.3 |
71 |
6,537 |
+10 |
| Sep09 |
080811 |
1534.0 |
1538.0 |
1512.1 |
1512.1 |
-72.5 |
278 |
1,465 |
+277 |
| Dec09 |
080811 |
1601.0 |
1602.0 |
1516.0 |
1525.7 |
-72.7 |
161 |
7,746 |
-13 |
| Total Volume and Open Interest |
39,298 |
135,870 |
+1,529 |
| Platinum(NYMEX) |
| Oct08 |
080811 |
1563.0 |
1583.0 |
1525.0 |
1535.5 |
-24.1 |
1,588 |
11,894 |
+363 |
| Jan09 |
080811 |
1587.9 |
1587.9 |
1534.0 |
1543.5 |
-24.1 |
44 |
435 |
+16 |
| Apr09 |
080811 |
1543.0 |
1547.5 |
1543.0 |
1547.5 |
|
|
|
|
| Palladium(NYMEX) |
| Sep08 |
080811 |
331.00 |
339.85 |
315.00 |
322.00 |
-8.75 |
3,648 |
10,554 |
+488 |
| Dec08 |
080811 |
335.60 |
340.10 |
317.00 |
323.70 |
-9.30 |
1,276 |
3,809 |
+90 |
| Mar09 |
080811 |
327.65 |
327.65 |
327.65 |
327.65 |
-9.30 |
8 |
56 |
+0 |
| Total Volume and Open Interest |
1,334 |
13,841 |
+6 |
| Copper(CMX) |
| Sep08 |
080811 |
333.90 |
334.65 |
328.20 |
329.15 |
-4.15 |
17,148 |
46,394 |
-3,811 |
| Dec08 |
080811 |
332.10 |
333.65 |
327.85 |
328.55 |
-4.15 |
10,234 |
33,933 |
+520 |
| Mar09 |
080811 |
330.65 |
330.65 |
327.00 |
327.25 |
-3.95 |
2,710 |
9,375 |
+759 |
| May09 |
080811 |
327.85 |
327.85 |
326.25 |
326.25 |
-3.75 |
357 |
1,357 |
+20 |
| Jul09 |
080811 |
325.00 |
325.25 |
324.35 |
325.25 |
-3.55 |
165 |
901 |
+46 |
| Total Volume and Open Interest |
17,862 |
106,532 |
-1,511 |
| Aluminum(CMX) |
| Aug08 |
080811 |
1.29 |
1.29 |
1.29 |
1.29 |
-128.46 |
|
|
|
| Sep08 |
080811 |
1.29 |
1.29 |
1.29 |
1.29 |
-129.21 |
|
|
|
| Oct08 |
080811 |
1.30 |
1.30 |
1.30 |
1.30 |
-129.95 |
|
|
|
| Nov08 |
080811 |
1.31 |
1.31 |
1.31 |
1.31 |
-130.69 |
|
|
|
| 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 |
080811 |
11672 |
11853 |
11658 |
11769 |
+82 |
2,195 |
33,195 |
+2,637 |
| Dec08 |
080811 |
11700 |
11795 |
11700 |
11767 |
+82 |
80 |
2,007 |
+29 |
| Mar09 |
080811 |
11783 |
11783 |
11701 |
11783 |
+82 |
0 |
3 |
+0 |
| Jun09 |
080811 |
11797 |
11797 |
11715 |
11797 |
+82 |
|
|
|
| Total Volume and Open Interest |
2,517 |
32,573 |
+97 |
| S & P 500(CME) |
| Sep08 |
080811 |
1291.20 |
1313.30 |
1288.10 |
1305.10 |
+12.80 |
26,574 |
549,849 |
+1,984 |
| Dec08 |
080811 |
1293.80 |
1315.00 |
1292.00 |
1306.90 |
+12.90 |
326 |
21,234 |
+136 |
| Mar09 |
080811 |
1308.90 |
1315.00 |
1294.00 |
1308.90 |
+12.90 |
0 |
622 |
-16 |
| Jun09 |
080811 |
1312.60 |
1318.50 |
1297.50 |
1312.60 |
+13.10 |
0 |
179 |
+0 |
| Total Volume and Open Interest |
44,513 |
571,309 |
+6,089 |
| S & P 500 E-Mini(Globex) |
| Sep08 |
080811 |
1291.50 |
1313.50 |
1288.00 |
1305.00 |
+12.75 |
2,179,132 |
2,479,635 |
+48,465 |
| Dec08 |
080811 |
1293.25 |
1315.25 |
1290.25 |
1307.00 |
+13.00 |
2,468 |
61,974 |
-324 |
| Total Volume and Open Interest |
1,999,680 |
2,517,087 |
+31,349 |
| NASDAQ 100(CME) |
| Sep08 |
080811 |
1921.00 |
1965.00 |
1919.00 |
1943.00 |
+19.20 |
2,683 |
29,507 |
+426 |
| Dec08 |
080811 |
1951.80 |
1952.00 |
1951.80 |
1951.80 |
+19.30 |
0 |
31 |
+0 |
| Mar09 |
080811 |
1960.50 |
1960.80 |
1960.50 |
1960.50 |
+19.20 |
0 |
13 |
+0 |
| Total Volume and Open Interest |
3,195 |
29,146 |
-512 |
| NASDAQ 100 E-Mini(Globex) |
| Sep08 |
080811 |
1921.00 |
1966.00 |
1918.80 |
1943.00 |
+19.20 |
405,308 |
334,342 |
+14,560 |
| Dec08 |
080811 |
1929.50 |
1974.30 |
1928.50 |
1951.80 |
+19.30 |
232 |
4,693 |
+7 |
| Total Volume and Open Interest |
361,853 |
326,092 |
+7,057 |
| S & P Midcap 400(CME) |
| Sep08 |
080811 |
812.00 |
826.00 |
811.80 |
822.20 |
+9.20 |
29 |
5,404 |
-188 |
| Dec08 |
080811 |
823.60 |
823.60 |
823.40 |
823.60 |
+9.20 |
0 |
2 |
+0 |
| Mar09 |
080811 |
830.90 |
830.90 |
830.70 |
830.90 |
+9.20 |
|
|
|
| Total Volume and Open Interest |
46 |
5,594 |
+33 |
| Russell 2000(CME) |
| Sep08 |
080811 |
734.25 |
757.50 |
730.90 |
750.40 |
+18.80 |
355 |
29,709 |
+122 |
| Total Volume and Open Interest |
2,052 |
29,587 |
-1,218 |
| Russell 2000 E-Mini(Globex) |
| Sep08 |
080811 |
731.60 |
757.80 |
730.50 |
750.40 |
+18.80 |
230,991 |
574,426 |
+3,199 |
| 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 |
080811 |
13325 |
13475 |
13285 |
13365 |
+215 |
105,500 |
216,186 |
-2,867 |
| Dec08 |
080811 |
13265 |
13420 |
13265 |
13380 |
+260 |
38 |
823 |
-71 |
| Total Volume and Open Interest |
105,538 |
217,249 |
-2,938 |
| Nikkei 225(SGX) |
| Sep08 |
080811 |
13325 |
13475 |
13285 |
13365 |
+215 |
105,500 |
216,186 |
-2,867 |
| Dec08 |
080811 |
13265 |
13420 |
13265 |
13380 |
+260 |
38 |
823 |
-71 |
| Mar09 |
080811 |
13390 |
13390 |
13390 |
13390 |
+260 |
|
|
|
| Total Volume and Open Interest |
105,538 |
217,249 |
-2,938 |
| CAC 40(EURONEXT) |
| Aug08 |
080811 |
4517.5 |
4544.5 |
4484.5 |
4535.0 |
+43.0 |
137,216 |
604,615 |
+21,998 |
| Sep08 |
080811 |
4522.0 |
4553.0 |
4497.0 |
4545.5 |
+43.0 |
22,946 |
70,555 |
+22,457 |
| Oct08 |
080811 |
4555.5 |
4558.5 |
4554.0 |
4558.5 |
+44.0 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
134,497 |
631,857 |
+24,829 |
| Hang Seng Index(HKFE) |
| Aug08 |
080811 |
22000 |
22239 |
21790 |
21804 |
+64 |
9,092 |
1,986 |
+1,986 |
| Sep08 |
080811 |
21894 |
22157 |
21720 |
21720 |
+37 |
106 |
618 |
+618 |
| Total Volume and Open Interest |
9,203 |
2,697 |
-8,534 |
| DAX(EUREX) |
| Sep08 |
080811 |
6625.5 |
6665.0 |
6590.0 |
6637.0 |
+50.0 |
170,491 |
236,251 |
+1,468 |
| Dec08 |
080811 |
6691.0 |
6738.0 |
6673.0 |
6711.5 |
+50.5 |
810 |
13,453 |
+146 |
| Mar09 |
080811 |
6753.5 |
6796.5 |
6753.0 |
6788.5 |
+52.5 |
124 |
4,106 |
-2 |
| Total Volume and Open Interest |
160,367 |
252,198 |
+6,468 |
| FT-SE 100(EURONEXT) |
| Sep08 |
080811 |
5517.50 |
5555.50 |
5478.00 |
5537.50 |
+58.00 |
92,030 |
495,929 |
+4,055 |
| Dec08 |
080811 |
5551.00 |
5575.50 |
5550.00 |
5573.00 |
+58.50 |
249 |
12,762 |
-15 |
| Mar09 |
080811 |
5558.50 |
5577.00 |
5558.50 |
5576.50 |
+57.00 |
2 |
4,054 |
+2 |
| Total Volume and Open Interest |
96,891 |
508,703 |
+8,358 |
| SPI 200(SFE) |
| Sep08 |
080811 |
4955.0 |
5039.0 |
4918.0 |
5021.0 |
+59.0 |
20,003 |
230,902 |
+11,918 |
| Dec08 |
080811 |
4999.0 |
5081.0 |
4999.0 |
5064.0 |
+60.0 |
52 |
2,703 |
+0 |
| Mar09 |
080811 |
5062.0 |
5062.0 |
5062.0 |
5062.0 |
+59.0 |
0 |
850 |
+42 |
| Total Volume and Open Interest |
27,131 |
235,069 |
+11,960 |
| GSCI(CME) |
| Aug08 |
080811 |
48.89 |
50.64 |
37.14 |
44.94 |
-1.70 |
2,905 |
10,336 |
-2,278 |
| Sep08 |
080811 |
44.34 |
54.14 |
40.94 |
48.44 |
-1.20 |
2,756 |
5,583 |
+2,413 |
| Oct08 |
080811 |
54.64 |
58.64 |
47.64 |
54.64 |
-1.00 |
|
|
|
| Total Volume and Open Interest |
5,479 |
15,784 |
+567 |
| RJ/CRB Index(ICE) |
| Nov08 |
080811 |
523.40 |
529.55 |
519.75 |
519.75 |
-0.25 |
21 |
833 |
+6 |
| Jan09 |
080811 |
535.55 |
535.55 |
524.45 |
526.75 |
-0.25 |
0 |
405 |
+0 |
| Feb09 |
080811 |
526.00 |
526.00 |
526.00 |
526.00 |
-1.00 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
0 |
1 |
+0 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|
