 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Thu August 14, 2008 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug08 |
080814 |
1275.00 |
1275.00 |
1245.50 |
1245.50 |
-24.50 |
98 |
150 |
-137 |
Sep08 |
080814 |
1276.00 |
1276.00 |
1237.00 |
1265.25 |
-12.25 |
498 |
29,300 |
+37 |
Nov08 |
080814 |
1285.00 |
1286.00 |
1241.00 |
1274.00 |
-10.00 |
5,925 |
241,694 |
-1,529 |
Jan09 |
080814 |
1303.00 |
1303.00 |
1260.00 |
1292.00 |
-9.50 |
1,732 |
41,948 |
+1,144 |
Mar09 |
080814 |
1310.00 |
1310.00 |
1285.00 |
1308.00 |
-7.25 |
627 |
17,336 |
+1,185 |
May09 |
080814 |
1319.00 |
1320.00 |
1317.75 |
1317.75 |
-8.50 |
47 |
13,062 |
-97 |
Jul09 |
080814 |
1335.00 |
1335.00 |
1317.00 |
1329.00 |
-8.25 |
334 |
12,129 |
+134 |
Total Volume and Open Interest |
120,834 |
392,492 |
+389 |
Soybean Meal(CBOT) |
Aug08 |
080814 |
353.00 |
353.00 |
350.00 |
350.00 |
-9.50 |
520 |
172 |
-614 |
Sep08 |
080814 |
350.50 |
352.50 |
340.00 |
348.20 |
-7.30 |
4,441 |
39,605 |
+1,183 |
Oct08 |
080814 |
349.00 |
349.50 |
342.30 |
345.40 |
-4.60 |
1,606 |
25,384 |
+285 |
Dec08 |
080814 |
352.00 |
352.00 |
340.40 |
347.50 |
-4.50 |
2,270 |
74,806 |
+794 |
Jan09 |
080814 |
352.00 |
352.50 |
344.00 |
349.90 |
-4.40 |
76 |
10,132 |
-21 |
Mar09 |
080814 |
356.00 |
356.80 |
347.30 |
354.60 |
-3.90 |
832 |
12,021 |
+200 |
May09 |
080814 |
358.80 |
359.80 |
352.50 |
358.10 |
-3.90 |
110 |
6,951 |
+235 |
Jul09 |
080814 |
359.50 |
363.50 |
359.00 |
361.80 |
-3.70 |
486 |
5,866 |
+411 |
Total Volume and Open Interest |
43,333 |
182,430 |
-1,815 |
Soybean Oil(CBOT) |
Aug08 |
080814 |
51.25 |
51.25 |
51.25 |
51.25 |
-1.04 |
263 |
372 |
-240 |
Sep08 |
080814 |
51.92 |
52.15 |
50.77 |
52.12 |
-0.35 |
1,774 |
35,194 |
-478 |
Oct08 |
080814 |
52.25 |
52.47 |
51.20 |
52.42 |
-0.34 |
666 |
25,865 |
-298 |
Dec08 |
080814 |
53.10 |
53.20 |
51.50 |
52.90 |
-0.38 |
3,394 |
133,902 |
+3,414 |
Jan09 |
080814 |
53.35 |
53.45 |
52.72 |
53.44 |
-0.38 |
1,300 |
15,511 |
+401 |
Mar09 |
080814 |
53.95 |
54.15 |
53.35 |
54.03 |
-0.38 |
360 |
13,616 |
+1,169 |
May09 |
080814 |
54.10 |
54.45 |
54.10 |
54.45 |
-0.38 |
48 |
7,938 |
+355 |
Jul09 |
080814 |
54.55 |
54.95 |
54.33 |
54.90 |
-0.35 |
367 |
9,461 |
+337 |
Total Volume and Open Interest |
80,221 |
256,460 |
+835 |
Canola(WCE) |
Nov08 |
080814 |
552.0 |
560.0 |
533.6 |
555.0 |
-0.5 |
5,608 |
57,020 |
-1,187 |
Jan09 |
080814 |
566.0 |
570.2 |
558.4 |
570.2 |
+3.5 |
311 |
14,032 |
-31 |
Mar09 |
080814 |
569.4 |
576.5 |
568.9 |
574.7 |
-2.5 |
56 |
3,799 |
+23 |
May09 |
080814 |
580.7 |
588.0 |
580.7 |
585.2 |
-2.6 |
7 |
2,047 |
+0 |
Jul09 |
080814 |
592.0 |
599.9 |
591.4 |
599.2 |
+0.9 |
30 |
1,975 |
-9 |
Total Volume and Open Interest |
7,062 |
82,922 |
-1,671 |
Corn(CBOT) |
Sep08 |
080814 |
544.00 |
559.00 |
531.00 |
557.75 |
+18.75 |
5,449 |
165,017 |
-10,053 |
Dec08 |
080814 |
563.00 |
579.00 |
550.00 |
577.25 |
+18.75 |
8,952 |
571,755 |
-3,357 |
Mar09 |
080814 |
581.50 |
597.50 |
569.00 |
596.50 |
+18.75 |
1,475 |
174,362 |
-1,364 |
May09 |
080814 |
593.50 |
608.25 |
588.00 |
608.25 |
+19.25 |
167 |
30,658 |
-318 |
Jul09 |
080814 |
600.00 |
616.75 |
593.00 |
616.75 |
+19.00 |
215 |
86,022 |
-303 |
Sep09 |
080814 |
600.00 |
618.00 |
599.00 |
618.00 |
+18.50 |
123 |
16,097 |
+128 |
Total Volume and Open Interest |
390,946 |
1,196,785 |
+5,933 |
Wheat(CBOT) |
Sep08 |
080814 |
862.00 |
887.00 |
837.00 |
864.50 |
+14.25 |
3,326 |
78,818 |
-5,198 |
Dec08 |
080814 |
885.00 |
911.00 |
859.00 |
889.50 |
+14.25 |
4,588 |
164,395 |
+5,706 |
Mar09 |
080814 |
911.00 |
930.00 |
900.50 |
914.00 |
+14.50 |
338 |
33,329 |
+477 |
May09 |
080814 |
930.00 |
946.00 |
929.75 |
929.75 |
+15.25 |
166 |
3,398 |
+86 |
Jul09 |
080814 |
935.00 |
959.00 |
922.50 |
938.00 |
+12.25 |
11 |
35,266 |
+435 |
Total Volume and Open Interest |
101,957 |
335,655 |
+2,135 |
Wheat(KCBT) |
Sep08 |
080814 |
897.00 |
920.00 |
873.00 |
898.00 |
+11.75 |
12,882 |
30,276 |
-296 |
Dec08 |
080814 |
921.00 |
942.00 |
896.00 |
923.50 |
+14.25 |
7,480 |
41,116 |
+2,324 |
Mar09 |
080814 |
945.00 |
950.00 |
917.50 |
940.00 |
+13.00 |
2,268 |
10,691 |
+1,117 |
May09 |
080814 |
937.00 |
948.00 |
937.00 |
948.00 |
+9.00 |
130 |
1,045 |
+76 |
Jul09 |
080814 |
945.00 |
966.00 |
925.00 |
944.00 |
+7.50 |
1,024 |
13,236 |
+214 |
Total Volume and Open Interest |
16,764 |
96,705 |
-646 |
Wheat(MGE) |
Sep08 |
080814 |
960.00 |
974.00 |
931.00 |
954.50 |
+8.50 |
2,417 |
9,640 |
-884 |
Dec08 |
080814 |
959.00 |
975.00 |
930.00 |
956.25 |
+9.25 |
3,822 |
22,861 |
+523 |
Mar09 |
080814 |
975.00 |
987.00 |
951.00 |
974.00 |
+14.50 |
1,305 |
5,806 |
+425 |
May09 |
080814 |
990.00 |
992.00 |
968.00 |
979.00 |
+12.00 |
125 |
1,979 |
+47 |
Jul09 |
080814 |
960.00 |
960.00 |
960.00 |
960.00 |
+13.00 |
54 |
490 |
+10 |
Total Volume and Open Interest |
9,188 |
43,581 |
+1,787 |
Oats(CBOT) |
Sep08 |
080814 |
373.00 |
388.50 |
373.00 |
381.50 |
+9.75 |
41 |
1,279 |
-36 |
Dec08 |
080814 |
405.00 |
408.00 |
397.00 |
401.00 |
+10.00 |
103 |
9,940 |
-1,043 |
Mar09 |
080814 |
425.50 |
425.50 |
419.50 |
419.50 |
+9.50 |
46 |
2,007 |
+4 |
May09 |
080814 |
430.50 |
430.50 |
430.50 |
430.50 |
+10.00 |
54 |
1,022 |
+67 |
Total Volume and Open Interest |
1,261 |
15,692 |
+195 |
Rough Rice(CBOT) |
Sep08 |
080814 |
16.40 |
16.40 |
16.12 |
16.12 |
-0.40 |
6 |
3,530 |
-150 |
Nov08 |
080814 |
16.83 |
16.83 |
16.40 |
16.40 |
-0.40 |
8 |
7,029 |
-38 |
Jan09 |
080814 |
17.07 |
17.07 |
16.69 |
16.69 |
-0.39 |
3 |
884 |
-3 |
Mar09 |
080814 |
16.98 |
16.98 |
16.98 |
16.98 |
-0.39 |
0 |
394 |
-4 |
Total Volume and Open Interest |
905 |
12,512 |
-175 |
Live Cattle(CME) |
Aug08 |
080814 |
103.000 |
103.430 |
102.800 |
103.350 |
+0.170 |
2,894 |
14,386 |
-1,120 |
Oct08 |
080814 |
107.635 |
108.000 |
107.250 |
107.900 |
+0.450 |
12,424 |
138,400 |
+233 |
Dec08 |
080814 |
108.300 |
108.500 |
107.700 |
108.400 |
+0.250 |
6,633 |
65,707 |
+72 |
Feb09 |
080814 |
108.950 |
109.150 |
108.300 |
108.930 |
-0.050 |
2,674 |
28,485 |
+639 |
Apr09 |
080814 |
109.200 |
109.750 |
108.650 |
109.635 |
+0.500 |
490 |
18,068 |
+143 |
Jun09 |
080814 |
106.800 |
107.200 |
106.400 |
107.000 |
+0.300 |
421 |
8,316 |
-160 |
Total Volume and Open Interest |
27,626 |
276,299 |
-1,881 |
Feeder Cattle(CME) |
Aug08 |
080814 |
114.300 |
114.500 |
113.950 |
114.180 |
+0.130 |
733 |
4,980 |
-134 |
Sep08 |
080814 |
115.450 |
115.750 |
115.000 |
115.450 |
+0.270 |
2,568 |
8,689 |
-577 |
Oct08 |
080814 |
115.000 |
115.550 |
115.000 |
115.430 |
+0.580 |
2,363 |
12,023 |
+284 |
Nov08 |
080814 |
115.000 |
115.400 |
114.900 |
115.230 |
+0.280 |
861 |
5,186 |
+37 |
Jan09 |
080814 |
114.500 |
114.850 |
114.300 |
114.850 |
+0.250 |
331 |
1,955 |
+124 |
Mar09 |
080814 |
113.800 |
114.100 |
113.700 |
114.000 |
+0.200 |
61 |
676 |
-26 |
Apr09 |
080814 |
114.300 |
114.300 |
113.900 |
114.150 |
+0.050 |
9 |
361 |
+4 |
Total Volume and Open Interest |
7,389 |
34,630 |
-223 |
Lean Hogs(CME) |
Aug08 |
080814 |
88.200 |
88.650 |
88.200 |
88.580 |
+0.350 |
1,334 |
7,387 |
-913 |
Oct08 |
080814 |
76.300 |
77.000 |
76.050 |
76.080 |
-0.145 |
10,746 |
86,568 |
+1,071 |
Dec08 |
080814 |
76.050 |
76.500 |
75.800 |
76.180 |
+0.045 |
8,337 |
70,951 |
+1,529 |
Feb09 |
080814 |
82.600 |
82.650 |
81.600 |
81.800 |
-0.750 |
6,070 |
31,818 |
+1,769 |
Apr09 |
080814 |
86.230 |
86.250 |
85.450 |
86.200 |
-0.030 |
2,473 |
23,903 |
+475 |
May09 |
080814 |
91.600 |
91.600 |
90.650 |
91.400 |
-0.135 |
9 |
918 |
+4 |
Jun09 |
080814 |
94.200 |
94.600 |
93.700 |
94.430 |
-0.300 |
554 |
15,230 |
-16 |
Jul09 |
080814 |
92.800 |
92.850 |
92.000 |
92.800 |
-0.100 |
55 |
1,109 |
+40 |
Total Volume and Open Interest |
36,039 |
235,108 |
+864 |
Pork Bellies(CME) |
Aug08 |
080814 |
81.750 |
81.750 |
81.750 |
81.750 |
+4.500 |
16 |
34 |
-15 |
Feb09 |
080814 |
105.050 |
105.050 |
102.000 |
102.035 |
-1.015 |
314 |
639 |
-51 |
Mar09 |
080814 |
104.300 |
104.300 |
104.300 |
104.300 |
+0.050 |
1 |
6 |
-1 |
May09 |
080814 |
39.969 |
39.969 |
39.969 |
39.969 |
unch |
6 |
3 |
+0 |
Jul09 |
080814 |
38.469 |
38.469 |
38.469 |
38.469 |
+1.500 |
|
|
|
Total Volume and Open Interest |
307 |
749 |
-47 |
Class III Milk(CME) |
Aug08 |
080814 |
17.35 |
17.35 |
17.35 |
17.35 |
-0.05 |
199 |
4,609 |
+73 |
Sep08 |
080814 |
16.84 |
16.84 |
16.76 |
16.76 |
-0.27 |
268 |
5,335 |
+106 |
Oct08 |
080814 |
17.32 |
17.32 |
17.31 |
17.31 |
-0.17 |
256 |
4,044 |
+155 |
Nov08 |
080814 |
17.50 |
17.50 |
17.47 |
17.47 |
-0.13 |
123 |
3,609 |
+19 |
Dec08 |
080814 |
17.60 |
17.60 |
17.60 |
17.60 |
-0.05 |
57 |
3,824 |
+12 |
Total Volume and Open Interest |
1,250 |
34,557 |
+206 |
Cocoa(ICE) |
Sep08 |
080814 |
2707 |
2744 |
2603 |
2657 |
-34 |
7,935 |
11,123 |
-3,917 |
Dec08 |
080814 |
2712 |
2750 |
2622 |
2678 |
-19 |
11,343 |
70,556 |
+2,720 |
Mar09 |
080814 |
2715 |
2742 |
2626 |
2680 |
-20 |
1,235 |
24,954 |
-185 |
May09 |
080814 |
2725 |
2738 |
2630 |
2684 |
-18 |
237 |
9,685 |
+71 |
Jul09 |
080814 |
2688 |
2688 |
2645 |
2687 |
-17 |
47 |
4,200 |
+37 |
Sep09 |
080814 |
2692 |
2692 |
2641 |
2691 |
-21 |
33 |
1,960 |
+0 |
Dec09 |
080814 |
2724 |
2724 |
2634 |
2686 |
-24 |
80 |
6,511 |
+54 |
Total Volume and Open Interest |
25,774 |
133,900 |
-2,671 |
Coffee "C"(ICE) |
Sep08 |
080814 |
135.50 |
136.95 |
134.65 |
135.15 |
-0.40 |
21,122 |
30,680 |
-3,552 |
Dec08 |
080814 |
139.45 |
140.85 |
138.55 |
139.05 |
-0.40 |
18,517 |
79,813 |
+4,983 |
Mar09 |
080814 |
142.60 |
144.50 |
142.25 |
142.80 |
-0.35 |
1,413 |
13,212 |
+82 |
May09 |
080814 |
145.70 |
145.90 |
145.00 |
145.15 |
-0.35 |
345 |
4,802 |
+6 |
Jul09 |
080814 |
148.00 |
148.00 |
147.35 |
147.35 |
-0.40 |
82 |
1,758 |
-1 |
Sep09 |
080814 |
149.50 |
149.50 |
149.45 |
149.45 |
-0.40 |
54 |
1,468 |
+3 |
Total Volume and Open Interest |
42,635 |
132,765 |
-3,395 |
Orange Juice(ICE) |
Sep08 |
080814 |
104.00 |
106.10 |
103.75 |
104.25 |
+0.80 |
1,370 |
11,735 |
-582 |
Nov08 |
080814 |
108.20 |
109.80 |
107.20 |
107.75 |
+0.55 |
1,046 |
14,063 |
+425 |
Jan09 |
080814 |
112.75 |
113.50 |
110.95 |
111.50 |
+0.55 |
305 |
2,531 |
+102 |
Mar09 |
080814 |
116.55 |
117.15 |
114.55 |
115.20 |
+0.40 |
169 |
3,121 |
+118 |
May09 |
080814 |
119.70 |
119.70 |
118.55 |
118.70 |
+0.40 |
55 |
423 |
+55 |
Jul09 |
080814 |
121.20 |
121.20 |
121.20 |
121.20 |
+0.20 |
10 |
48 |
+10 |
Total Volume and Open Interest |
4,602 |
31,815 |
+194 |
Sugar #11(ICE) |
Oct08 |
080814 |
13.87 |
14.00 |
13.28 |
13.39 |
-0.46 |
34,429 |
319,356 |
-2,264 |
Mar09 |
080814 |
15.20 |
15.34 |
14.66 |
14.75 |
-0.45 |
17,838 |
172,508 |
+3,291 |
May09 |
080814 |
15.25 |
15.36 |
14.70 |
14.79 |
-0.45 |
2,794 |
84,365 |
+647 |
Jul09 |
080814 |
15.29 |
15.40 |
14.77 |
14.82 |
-0.45 |
3,036 |
81,430 |
+645 |
Oct09 |
080814 |
15.51 |
15.60 |
15.00 |
15.05 |
-0.44 |
1,803 |
64,963 |
+7 |
Total Volume and Open Interest |
50,330 |
793,410 |
-4,752 |
Sugar #14(ICE) |
Nov08 |
080814 |
23.30 |
23.31 |
23.30 |
23.31 |
-0.05 |
78 |
2,983 |
-17 |
Jan09 |
080814 |
23.05 |
23.27 |
23.05 |
23.25 |
-0.06 |
5 |
2,093 |
+5 |
Mar09 |
080814 |
23.00 |
23.23 |
23.00 |
23.23 |
-0.05 |
5 |
1,636 |
+0 |
May09 |
080814 |
23.20 |
23.25 |
23.20 |
23.25 |
-0.03 |
15 |
874 |
+0 |
Jul09 |
080814 |
23.25 |
23.25 |
23.25 |
23.25 |
-0.03 |
15 |
644 |
+0 |
Total Volume and Open Interest |
196 |
8,776 |
+0 |
London Cocoa(LCE) |
Sep08 |
080814 |
1500 |
1513 |
1476 |
1479 |
-19 |
1,642 |
57,947 |
-1,040 |
Dec08 |
080814 |
1507 |
1520 |
1486 |
1487 |
-17 |
4,512 |
61,189 |
-1,887 |
Mar09 |
080814 |
1508 |
1519 |
1486 |
1487 |
-17 |
2,412 |
41,279 |
+665 |
May09 |
080814 |
1517 |
1520 |
1491 |
1491 |
-18 |
809 |
19,858 |
+74 |
Jul09 |
080814 |
1494 |
1494 |
1494 |
1494 |
-18 |
0 |
7,505 |
+0 |
Sep09 |
080814 |
1495 |
1495 |
1495 |
1495 |
-18 |
0 |
1,601 |
+0 |
Dec09 |
080814 |
1499 |
1499 |
1499 |
1499 |
-18 |
0 |
2,021 |
+0 |
Total Volume and Open Interest |
4,347 |
193,859 |
-31 |
London Coffee(LCE) |
Sep08 |
080814 |
2215.00 |
2255.00 |
2200.00 |
2213.00 |
+5.00 |
17,497 |
44,801 |
-8,973 |
Nov08 |
080814 |
2235.00 |
2277.00 |
2232.00 |
2238.00 |
+3.00 |
13,246 |
39,353 |
+2,638 |
Jan09 |
080814 |
2222.00 |
2250.00 |
2220.00 |
2221.00 |
-2.00 |
5,665 |
52,892 |
+1,827 |
Total Volume and Open Interest |
39,299 |
141,554 |
+517 |
London Sugar(LCE) |
Oct08 |
080814 |
394.90 |
399.40 |
385.00 |
385.90 |
-8.20 |
1,220 |
25,500 |
+222 |
Dec08 |
080814 |
401.00 |
405.30 |
392.30 |
392.90 |
-8.10 |
624 |
12,244 |
-96 |
Mar09 |
080814 |
416.50 |
420.00 |
407.10 |
407.70 |
-8.00 |
544 |
15,275 |
+346 |
May09 |
080814 |
419.90 |
420.90 |
408.00 |
408.20 |
-8.10 |
0 |
3,940 |
+0 |
Aug09 |
080814 |
421.40 |
421.40 |
408.60 |
408.60 |
-7.60 |
110 |
4,941 |
+0 |
Total Volume and Open Interest |
1,523 |
64,943 |
+165 |
Cotton(ICE) |
Oct08 |
080814 |
68.85 |
68.85 |
66.60 |
67.09 |
-1.73 |
86 |
4,437 |
-14 |
Dec08 |
080814 |
71.25 |
71.45 |
69.05 |
69.48 |
-1.71 |
16,908 |
159,938 |
+2,021 |
Mar09 |
080814 |
75.88 |
75.92 |
74.12 |
74.54 |
-1.73 |
2,309 |
32,969 |
-355 |
May09 |
080814 |
77.50 |
77.50 |
76.09 |
76.39 |
-1.71 |
150 |
3,201 |
+44 |
Jul09 |
080814 |
78.68 |
78.73 |
77.30 |
77.67 |
-1.64 |
102 |
6,365 |
-23 |
Oct09 |
080814 |
79.87 |
79.87 |
79.87 |
79.87 |
-1.66 |
0 |
116 |
+0 |
Total Volume and Open Interest |
12,858 |
214,066 |
-850 |
Lumber(CME) |
Sep08 |
080814 |
267.3 |
269.7 |
265.0 |
268.8 |
+1.5 |
1,276 |
3,851 |
-367 |
Nov08 |
080814 |
257.7 |
259.8 |
254.5 |
254.8 |
-1.4 |
674 |
8,359 |
+62 |
Jan09 |
080814 |
271.1 |
271.9 |
269.6 |
270.5 |
-0.7 |
297 |
2,007 |
+95 |
Mar09 |
080814 |
272.0 |
275.0 |
272.0 |
274.3 |
-0.4 |
72 |
289 |
+28 |
Total Volume and Open Interest |
3,031 |
14,795 |
+504 |
Crude Oil(NYM) |
Sep08 |
080814 |
115.55 |
116.25 |
113.40 |
115.01 |
-0.99 |
322,967 |
139,443 |
-22,236 |
Oct08 |
080814 |
115.50 |
116.25 |
113.50 |
115.03 |
-0.96 |
157,976 |
265,780 |
+28,471 |
Nov08 |
080814 |
115.37 |
115.37 |
115.37 |
115.37 |
-0.90 |
57,151 |
94,419 |
+5,111 |
Dec08 |
080814 |
115.72 |
115.72 |
115.72 |
115.72 |
-0.86 |
56,437 |
174,351 |
+2,428 |
Jan09 |
080814 |
115.96 |
115.96 |
115.96 |
115.96 |
-0.83 |
7,217 |
43,517 |
+487 |
Feb09 |
080814 |
116.11 |
116.11 |
116.11 |
116.11 |
-0.78 |
1,289 |
17,684 |
-26 |
Mar09 |
080814 |
116.19 |
116.19 |
116.19 |
116.19 |
-0.75 |
1,338 |
15,522 |
-91 |
Apr09 |
080814 |
116.22 |
116.22 |
116.22 |
116.22 |
-0.74 |
972 |
13,999 |
+316 |
May09 |
080814 |
116.20 |
116.20 |
116.20 |
116.20 |
-0.73 |
488 |
16,275 |
+49 |
Jun09 |
080814 |
116.15 |
116.15 |
115.85 |
116.08 |
-0.72 |
6,274 |
54,367 |
-248 |
Jul09 |
080814 |
115.90 |
115.90 |
115.90 |
115.90 |
-0.72 |
134 |
18,143 |
-43 |
Aug09 |
080814 |
115.72 |
115.72 |
115.72 |
115.72 |
-0.71 |
12 |
9,263 |
+0 |
Sep09 |
080814 |
115.55 |
115.55 |
115.55 |
115.55 |
-0.69 |
204 |
11,650 |
+129 |
Oct09 |
080814 |
115.39 |
115.39 |
115.39 |
115.39 |
-0.66 |
149 |
6,611 |
+137 |
Nov09 |
080814 |
115.23 |
115.23 |
115.23 |
115.23 |
-0.64 |
65 |
4,226 |
+25 |
Dec09 |
080814 |
114.90 |
115.07 |
114.70 |
115.07 |
-0.62 |
20,937 |
112,016 |
+83 |
Total Volume and Open Interest |
561,121 |
1,241,415 |
+760 |
e-miNY Crude Oil(NYM) |
Aug08 |
080721 |
129.125 |
132.075 |
128.650 |
131.050 |
+2.175 |
20,367 |
5,267 |
-1,593 |
Sep08 |
080814 |
116.375 |
117.450 |
112.625 |
115.000 |
-1.000 |
26,172 |
6,925 |
-47 |
Oct08 |
080814 |
116.325 |
117.375 |
112.700 |
115.025 |
-0.975 |
2,066 |
2,408 |
+252 |
Nov08 |
080814 |
116.575 |
117.500 |
113.375 |
115.375 |
-0.900 |
269 |
265 |
-1 |
Dec08 |
080814 |
117.400 |
117.400 |
113.500 |
115.725 |
-0.850 |
211 |
462 |
+40 |
Jan09 |
080814 |
115.950 |
115.950 |
115.950 |
115.950 |
-0.850 |
2 |
5 |
-2 |
Feb09 |
080814 |
116.100 |
116.100 |
116.100 |
116.100 |
-0.800 |
1 |
2 |
+0 |
Mar09 |
080814 |
116.200 |
116.200 |
116.200 |
116.200 |
-0.750 |
1 |
1 |
+1 |
Apr09 |
080814 |
116.225 |
116.225 |
116.225 |
116.225 |
-0.725 |
0 |
1 |
+0 |
May09 |
080814 |
116.200 |
116.200 |
116.200 |
116.200 |
-0.725 |
0 |
1 |
+0 |
Total Volume and Open Interest |
25,654 |
9,914 |
+573 |
Heating Oil(NYM) |
Sep08 |
080814 |
313.50 |
313.50 |
309.19 |
309.91 |
-3.26 |
54,996 |
40,293 |
-7,343 |
Oct08 |
080814 |
310.62 |
312.91 |
310.62 |
312.91 |
-3.16 |
22,704 |
42,084 |
+3,169 |
Nov08 |
080814 |
316.56 |
316.56 |
316.56 |
316.56 |
-3.11 |
12,379 |
22,119 |
+2,279 |
Dec08 |
080814 |
319.50 |
321.83 |
319.50 |
320.06 |
-3.21 |
8,071 |
21,469 |
-236 |
Jan09 |
080814 |
323.16 |
323.16 |
323.16 |
323.16 |
-3.41 |
2,851 |
16,369 |
+346 |
Feb09 |
080814 |
324.76 |
324.76 |
324.76 |
324.76 |
-3.51 |
1,112 |
6,160 |
+132 |
Mar09 |
080814 |
324.41 |
324.41 |
324.41 |
324.41 |
-3.51 |
1,599 |
7,495 |
+530 |
Apr09 |
080814 |
322.21 |
322.21 |
322.21 |
322.21 |
-3.36 |
396 |
3,408 |
+27 |
May09 |
080814 |
320.16 |
320.16 |
320.16 |
320.16 |
-3.21 |
347 |
2,030 |
+72 |
Jun09 |
080814 |
318.56 |
318.56 |
318.56 |
318.56 |
-3.06 |
1,219 |
21,497 |
+145 |
Jul09 |
080814 |
318.31 |
318.31 |
318.31 |
318.31 |
-3.01 |
50 |
2,521 |
+6 |
Aug09 |
080814 |
319.11 |
319.11 |
319.11 |
319.11 |
-3.01 |
10 |
1,474 |
+1 |
Total Volume and Open Interest |
78,235 |
223,001 |
-4,486 |
Gasoline(NYMEX) |
Sep08 |
080814 |
294.30 |
296.33 |
284.52 |
291.20 |
-2.03 |
40,270 |
54,300 |
-6,014 |
Oct08 |
080814 |
284.25 |
286.43 |
275.40 |
281.55 |
-2.23 |
22,354 |
53,889 |
+5,300 |
Nov08 |
080814 |
286.25 |
286.25 |
276.01 |
281.40 |
-2.38 |
11,443 |
28,831 |
+1,212 |
Dec08 |
080814 |
284.13 |
285.32 |
276.14 |
282.15 |
-2.28 |
7,520 |
28,557 |
+275 |
Jan09 |
080814 |
284.09 |
285.80 |
279.35 |
284.00 |
-2.23 |
2,527 |
10,531 |
+212 |
Feb09 |
080814 |
286.45 |
287.52 |
282.45 |
286.30 |
-2.13 |
834 |
5,736 |
-4 |
Mar09 |
080814 |
289.09 |
289.09 |
283.30 |
289.00 |
-2.03 |
670 |
3,520 |
-78 |
Apr09 |
080814 |
304.25 |
304.25 |
304.25 |
304.25 |
-1.78 |
417 |
8,971 |
-70 |
May09 |
080814 |
305.00 |
305.00 |
305.00 |
305.00 |
-1.63 |
318 |
4,536 |
-87 |
Jun09 |
080814 |
304.08 |
304.60 |
304.08 |
304.60 |
-1.48 |
206 |
5,230 |
-62 |
Total Volume and Open Interest |
86,832 |
219,268 |
+686 |
e-miNY RBOB Gasoline(NYM) |
Sep08 |
080814 |
291.20 |
291.20 |
291.20 |
291.20 |
-2.03 |
|
|
|
Oct08 |
080814 |
281.55 |
281.55 |
281.55 |
281.55 |
-2.23 |
|
|
|
Nov08 |
080814 |
281.40 |
281.40 |
281.40 |
281.40 |
-2.38 |
|
|
|
Dec08 |
080814 |
282.15 |
282.15 |
282.15 |
282.15 |
-2.28 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
Sep08 |
080814 |
8.405 |
8.450 |
8.035 |
8.136 |
-0.320 |
124,171 |
77,103 |
-4,867 |
Oct08 |
080814 |
8.600 |
8.600 |
8.210 |
8.239 |
-0.306 |
44,186 |
116,862 |
+6,304 |
Nov08 |
080814 |
8.875 |
8.970 |
8.629 |
8.629 |
-0.277 |
31,074 |
77,474 |
+1,139 |
Dec08 |
080814 |
9.280 |
9.280 |
9.039 |
9.039 |
-0.271 |
10,388 |
47,694 |
+459 |
Jan09 |
080814 |
9.510 |
9.510 |
9.269 |
9.269 |
-0.268 |
10,756 |
66,663 |
+1,317 |
Feb09 |
080814 |
9.530 |
9.530 |
9.170 |
9.292 |
-0.265 |
2,257 |
22,836 |
+135 |
Mar09 |
080814 |
9.380 |
9.380 |
9.144 |
9.144 |
-0.258 |
7,124 |
62,828 |
+386 |
Apr09 |
080814 |
8.850 |
8.950 |
8.749 |
8.749 |
-0.168 |
4,745 |
63,034 |
+461 |
May09 |
080814 |
8.739 |
8.739 |
8.739 |
8.739 |
-0.153 |
1,868 |
42,976 |
+220 |
Jun09 |
080814 |
8.836 |
8.836 |
8.836 |
8.836 |
-0.146 |
718 |
19,132 |
+233 |
Jul09 |
080814 |
9.110 |
9.110 |
8.946 |
8.946 |
-0.136 |
763 |
17,611 |
+298 |
Aug09 |
080814 |
9.030 |
9.030 |
9.016 |
9.016 |
-0.126 |
730 |
17,034 |
+328 |
Sep09 |
080814 |
9.210 |
9.210 |
9.046 |
9.046 |
-0.126 |
569 |
14,448 |
+292 |
Oct09 |
080814 |
9.150 |
9.170 |
9.126 |
9.126 |
-0.126 |
1,516 |
30,879 |
+245 |
Nov09 |
080814 |
9.455 |
9.455 |
9.421 |
9.421 |
-0.126 |
629 |
16,967 |
+237 |
Dec09 |
080814 |
9.740 |
9.786 |
9.730 |
9.786 |
-0.131 |
767 |
25,277 |
+191 |
Total Volume and Open Interest |
163,626 |
922,113 |
-8,857 |
Brent Crude Oil(ICE) |
Sep08 |
080814 |
114.41 |
114.89 |
111.88 |
112.64 |
-0.83 |
61,994 |
21,281 |
-14,475 |
Oct08 |
080814 |
115.75 |
116.26 |
111.55 |
113.68 |
-1.17 |
132,723 |
102,815 |
+3,659 |
Nov08 |
080814 |
116.58 |
117.14 |
112.56 |
114.71 |
-1.14 |
50,405 |
92,501 |
+10,487 |
Dec08 |
080814 |
117.41 |
117.90 |
113.47 |
115.63 |
-1.07 |
32,909 |
69,743 |
+4,178 |
Jan09 |
080814 |
117.54 |
118.42 |
114.66 |
116.40 |
-1.00 |
5,585 |
27,453 |
-277 |
Feb09 |
080814 |
118.75 |
118.82 |
115.25 |
116.98 |
-0.94 |
2,072 |
22,156 |
+321 |
Mar09 |
080814 |
119.10 |
119.10 |
115.62 |
117.34 |
-0.90 |
1,023 |
13,342 |
+73 |
Apr09 |
080814 |
118.54 |
118.54 |
115.91 |
117.55 |
-0.89 |
561 |
16,885 |
-505 |
May09 |
080814 |
117.40 |
117.78 |
116.04 |
117.66 |
-0.94 |
529 |
12,943 |
+161 |
Jun09 |
080814 |
118.55 |
118.86 |
116.06 |
117.69 |
-0.97 |
2,329 |
28,670 |
+537 |
Jul09 |
080814 |
117.76 |
117.76 |
117.76 |
117.76 |
-0.96 |
159 |
8,875 |
-400 |
Aug09 |
080814 |
117.80 |
117.80 |
117.80 |
117.80 |
-0.96 |
33 |
4,077 |
+2 |
Sep09 |
080814 |
117.81 |
117.81 |
117.81 |
117.81 |
-0.98 |
38 |
6,576 |
+19 |
Oct09 |
080814 |
117.76 |
117.76 |
117.76 |
117.76 |
-0.95 |
26 |
2,817 |
+292 |
Total Volume and Open Interest |
267,891 |
541,487 |
-1,857 |
Gas Oil(ICE) |
Sep08 |
080814 |
1030.00 |
1035.25 |
1002.50 |
1016.25 |
-2.75 |
43,535 |
69,001 |
+1,650 |
Oct08 |
080814 |
1035.75 |
1042.75 |
1010.00 |
1024.25 |
-2.75 |
19,839 |
52,757 |
+2,990 |
Nov08 |
080814 |
1049.00 |
1049.00 |
1017.25 |
1031.25 |
-3.25 |
4,783 |
24,754 |
+1,481 |
Dec08 |
080814 |
1055.00 |
1055.00 |
1025.00 |
1038.25 |
-3.25 |
4,610 |
43,516 |
-740 |
Jan09 |
080814 |
1057.75 |
1057.75 |
1033.00 |
1046.00 |
-3.00 |
3,580 |
32,566 |
+1,926 |
Feb09 |
080814 |
1061.00 |
1062.00 |
1039.00 |
1051.25 |
-2.75 |
454 |
13,648 |
+136 |
Mar09 |
080814 |
1062.50 |
1062.50 |
1040.75 |
1052.25 |
-2.00 |
228 |
12,432 |
+40 |
Apr09 |
080814 |
1061.00 |
1061.25 |
1041.25 |
1050.75 |
-2.25 |
142 |
6,034 |
+13 |
May09 |
080814 |
1059.75 |
1059.75 |
1040.75 |
1049.00 |
-1.75 |
247 |
8,044 |
+104 |
Jun09 |
080814 |
1058.00 |
1058.00 |
1039.50 |
1047.75 |
-1.25 |
1,031 |
21,614 |
+678 |
Total Volume and Open Interest |
96,381 |
333,733 |
+217 |
Ethanol(CBOT) |
Aug08 |
080805 |
2.220 |
2.220 |
2.189 |
2.189 |
-0.056 |
27 |
191 |
-24 |
Sep08 |
080814 |
2.250 |
2.250 |
2.186 |
2.249 |
+0.014 |
39 |
261 |
-35 |
Oct08 |
080814 |
2.300 |
2.300 |
2.189 |
2.220 |
+0.008 |
15 |
209 |
-15 |
Nov08 |
080814 |
2.170 |
2.215 |
2.170 |
2.215 |
+0.010 |
25 |
237 |
+5 |
Dec08 |
080814 |
2.170 |
2.215 |
2.170 |
2.215 |
+0.010 |
20 |
171 |
+1 |
Jan09 |
080814 |
2.170 |
2.215 |
2.170 |
2.215 |
+0.015 |
20 |
134 |
-3 |
Feb09 |
080814 |
2.200 |
2.200 |
2.200 |
2.200 |
+0.020 |
0 |
143 |
+0 |
Mar09 |
080814 |
2.200 |
2.200 |
2.200 |
2.200 |
+0.020 |
0 |
172 |
+0 |
Total Volume and Open Interest |
119 |
2,568 |
-34 |
US Dollar Index(ICE) |
Sep08 |
080814 |
76.415 |
76.990 |
76.245 |
76.835 |
+0.450 |
11,855 |
34,527 |
+3,661 |
Dec08 |
080814 |
76.855 |
77.390 |
76.820 |
77.260 |
+0.480 |
179 |
2,218 |
-51 |
Mar09 |
080814 |
77.565 |
77.720 |
77.565 |
77.630 |
+0.480 |
2 |
98 |
+0 |
Total Volume and Open Interest |
6,198 |
33,273 |
+662 |
Australian Dollar(CME) |
Sep08 |
080814 |
87.27 |
87.27 |
86.68 |
86.88 |
-0.40 |
5 |
71,459 |
-875 |
Dec08 |
080814 |
86.01 |
86.01 |
86.01 |
86.01 |
-0.40 |
0 |
1,754 |
+17 |
Mar09 |
080814 |
85.17 |
85.17 |
85.17 |
85.17 |
-0.38 |
0 |
538 |
+0 |
Total Volume and Open Interest |
65,095 |
74,805 |
+1,717 |
British Pound(CME) |
Sep08 |
080814 |
186.99 |
187.00 |
186.35 |
186.35 |
-0.46 |
310 |
95,864 |
-146 |
Dec08 |
080814 |
185.14 |
185.14 |
185.14 |
185.14 |
-0.47 |
290 |
1,721 |
+280 |
Mar09 |
080814 |
183.94 |
183.94 |
183.94 |
183.94 |
-0.47 |
0 |
950 |
+1 |
Total Volume and Open Interest |
89,679 |
99,819 |
-1,279 |
Canadian Dollar(CME) |
Sep08 |
080814 |
94.43 |
94.43 |
93.98 |
94.02 |
-0.08 |
30 |
109,478 |
+714 |
Dec08 |
080814 |
94.00 |
94.00 |
93.86 |
93.97 |
-0.09 |
30 |
8,150 |
+227 |
Mar09 |
080814 |
94.01 |
94.01 |
94.01 |
94.01 |
-0.09 |
0 |
1,503 |
+0 |
Jun09 |
080814 |
94.08 |
94.08 |
94.08 |
94.08 |
-0.09 |
0 |
1,292 |
+0 |
Total Volume and Open Interest |
43,110 |
121,154 |
-2,351 |
Japanese Yen(CME) |
Sep08 |
080814 |
91.46 |
91.56 |
91.26 |
91.26 |
-0.21 |
7 |
178,372 |
-3,018 |
Dec08 |
080814 |
91.77 |
91.77 |
91.77 |
91.77 |
-0.21 |
1 |
23,000 |
-54 |
Mar09 |
080814 |
92.34 |
92.34 |
92.34 |
92.34 |
-0.21 |
0 |
548 |
+0 |
Total Volume and Open Interest |
97,985 |
208,622 |
+1,965 |
Swiss Franc(CME) |
Sep08 |
080814 |
91.95 |
91.95 |
91.38 |
91.42 |
-0.73 |
7 |
57,520 |
+1,460 |
Dec08 |
080814 |
91.50 |
91.50 |
91.50 |
91.50 |
-0.73 |
1 |
1,690 |
+1 |
Mar09 |
080814 |
91.63 |
91.63 |
91.63 |
91.63 |
-0.73 |
0 |
512 |
+0 |
Total Volume and Open Interest |
62,632 |
58,312 |
-1,402 |
EuroFX(CME) |
Sep08 |
080814 |
148.95 |
148.95 |
147.80 |
147.88 |
-1.19 |
197 |
132,088 |
-7,644 |
Dec08 |
080814 |
148.34 |
148.34 |
147.18 |
147.18 |
-1.19 |
97 |
4,371 |
-100 |
Mar09 |
080814 |
146.56 |
146.56 |
146.56 |
146.56 |
-1.19 |
0 |
426 |
+1 |
Total Volume and Open Interest |
259,021 |
146,235 |
-2,463 |
Mexican Peso(CME) |
Aug08 |
080814 |
982.2 |
982.2 |
982.2 |
982.2 |
-0.8 |
|
|
|
Sep08 |
080814 |
981.0 |
981.0 |
978.8 |
978.8 |
-0.8 |
330 |
91,093 |
+5 |
Total Volume and Open Interest |
19,295 |
105,696 |
-1,307 |
30-Year T-Bonds(CBOT) |
Sep08 |
080814 |
116~055 |
117~055 |
115~310 |
116~290 |
+0~265 |
250,329 |
826,224 |
-12,741 |
Dec08 |
080814 |
114~315 |
116~070 |
114~315 |
115~310 |
+0~270 |
1,941 |
14,423 |
+1,200 |
Mar09 |
080814 |
113~040 |
114~285 |
113~040 |
114~285 |
+0~270 |
0 |
17 |
+0 |
Total Volume and Open Interest |
228,160 |
852,830 |
+8,360 |
10-Year T-Notes(CBOT) |
Sep08 |
080814 |
115~145 |
115~305 |
115~060 |
115~260 |
+0~130 |
806,090 |
1,721,177 |
-36,495 |
Dec08 |
080814 |
114~045 |
114~220 |
114~000 |
114~190 |
+0~130 |
32,965 |
116,350 |
+16,020 |
Mar09 |
080814 |
113~190 |
113~190 |
113~190 |
113~190 |
+0~130 |
|
|
|
Total Volume and Open Interest |
830,937 |
1,863,520 |
+47,991 |
5-Year T-Notes(CBOT) |
Sep08 |
080814 |
111~089 |
111~122 |
111~089 |
111~121 |
+0~036 |
488,006 |
0 |
+0 |
Dec08 |
080814 |
111~046 |
111~046 |
111~046 |
111~046 |
+0~038 |
4,237 |
0 |
+0 |
Mar09 |
080814 |
111~033 |
111~033 |
111~033 |
111~033 |
+0~025 |
|
|
|
Total Volume and Open Interest |
483,816 |
1,593,412 |
+24,242 |
2 Year T-Notes(CBOT) |
Sep08 |
080814 |
106~012 |
106~022 |
106~012 |
106~022 |
+0~014 |
2,663 |
873,069 |
-12,500 |
Dec08 |
080814 |
105~100 |
105~100 |
105~100 |
105~100 |
+0~016 |
1,725 |
19,725 |
+5,393 |
Mar09 |
080814 |
105~100 |
105~100 |
105~100 |
105~100 |
+0~016 |
|
|
|
Total Volume and Open Interest |
208,765 |
900,614 |
-2,229 |
Eurodollars(CME) |
Sep08 |
080814 |
97.155 |
97.155 |
97.150 |
97.155 |
-0.005 |
5,401 |
1,378,964 |
+3,310 |
Dec08 |
080814 |
96.995 |
96.995 |
96.975 |
96.980 |
-0.015 |
5,766 |
1,694,581 |
-12,181 |
Mar09 |
080814 |
96.945 |
96.945 |
96.910 |
96.935 |
-0.005 |
10,826 |
1,421,011 |
-5,434 |
Jun09 |
080814 |
96.780 |
96.795 |
96.745 |
96.790 |
+0.015 |
2,422 |
1,219,189 |
+12,089 |
Sep09 |
080814 |
96.555 |
96.595 |
96.545 |
96.580 |
+0.030 |
9,527 |
1,015,272 |
+2,705 |
Dec09 |
080814 |
96.275 |
96.310 |
96.265 |
96.305 |
+0.045 |
2,147 |
782,718 |
+9,117 |
Mar10 |
080814 |
96.030 |
96.075 |
96.025 |
96.075 |
+0.060 |
4,359 |
574,738 |
+4,823 |
Jun10 |
080814 |
95.795 |
95.855 |
95.790 |
95.855 |
+0.075 |
3,128 |
305,542 |
-1,275 |
Sep10 |
080814 |
95.620 |
95.680 |
95.620 |
95.680 |
+0.080 |
1,864 |
214,637 |
+127 |
Dec10 |
080814 |
95.470 |
95.535 |
95.470 |
95.535 |
+0.085 |
1,231 |
199,745 |
+3,589 |
Mar11 |
080814 |
95.395 |
95.465 |
95.395 |
95.465 |
+0.085 |
3,659 |
162,184 |
+2,481 |
Jun11 |
080814 |
95.335 |
95.400 |
95.335 |
95.400 |
+0.085 |
2,319 |
143,387 |
+10 |
Sep11 |
080814 |
95.280 |
95.345 |
95.280 |
95.345 |
+0.080 |
1,592 |
104,687 |
-1,388 |
Dec11 |
080814 |
95.230 |
95.290 |
95.230 |
95.290 |
+0.075 |
1,157 |
98,351 |
+173 |
Mar12 |
080814 |
95.205 |
95.265 |
95.205 |
95.265 |
+0.070 |
775 |
101,359 |
+106 |
Jun12 |
080814 |
95.160 |
95.215 |
95.160 |
95.215 |
+0.065 |
863 |
77,912 |
+292 |
Sep12 |
080814 |
95.125 |
95.175 |
95.125 |
95.175 |
+0.060 |
584 |
56,028 |
-869 |
Dec12 |
080814 |
95.070 |
95.120 |
95.070 |
95.120 |
+0.060 |
732 |
63,384 |
+321 |
Total Volume and Open Interest |
1,848,385 |
9,850,611 |
+24,145 |
30 Day Federal Funds(CBOT) |
Aug08 |
080814 |
97.990 |
97.993 |
97.990 |
97.993 |
unch |
0 |
114,765 |
-2,246 |
Sep08 |
080814 |
97.980 |
97.980 |
97.980 |
97.980 |
+0.005 |
0 |
73,286 |
-6,492 |
Oct08 |
080814 |
97.960 |
97.965 |
97.960 |
97.965 |
+0.005 |
5 |
109,377 |
+1,595 |
Nov08 |
080814 |
97.930 |
97.930 |
97.930 |
97.930 |
unch |
106 |
146,545 |
+101 |
Dec08 |
080814 |
97.915 |
97.915 |
97.915 |
97.915 |
unch |
6 |
64,310 |
+184 |
Jan09 |
080814 |
97.890 |
97.890 |
97.890 |
97.890 |
unch |
0 |
25,997 |
+80 |
Total Volume and Open Interest |
48,801 |
580,551 |
-4,886 |
30 Day Fed Funds(e-CBOT) |
Aug08 |
080814 |
97.993 |
97.995 |
97.990 |
97.990 |
unch |
5,229 |
114,765 |
-2,246 |
Sep08 |
080814 |
97.975 |
97.985 |
97.975 |
97.980 |
+0.005 |
7,219 |
73,286 |
-6,492 |
Oct08 |
080814 |
97.960 |
97.970 |
97.955 |
97.965 |
+0.005 |
6,140 |
109,377 |
+1,595 |
Nov08 |
080814 |
97.925 |
97.940 |
97.920 |
97.925 |
unch |
11,326 |
146,545 |
+101 |
Dec08 |
080814 |
97.915 |
97.925 |
97.905 |
97.915 |
-0.005 |
6,807 |
64,310 |
+184 |
Jan09 |
080814 |
97.890 |
97.900 |
97.875 |
97.895 |
+0.005 |
8,186 |
25,997 |
+80 |
Total Volume and Open Interest |
50,022 |
574,139 |
-547 |
3-Mth Euro-Yen(CME) |
Sep08 |
080814 |
99.17 |
99.17 |
99.17 |
99.17 |
-0.01 |
2 |
8,225 |
+390 |
Dec08 |
080814 |
99.21 |
99.21 |
99.21 |
99.21 |
+0.01 |
0 |
2,882 |
+0 |
Mar09 |
080814 |
99.22 |
99.22 |
99.22 |
99.22 |
unch |
0 |
1,897 |
+0 |
Jun09 |
080814 |
99.20 |
99.20 |
99.20 |
99.20 |
+0.02 |
0 |
475 |
+0 |
Sep09 |
080814 |
99.15 |
99.15 |
99.15 |
99.15 |
+0.02 |
0 |
510 |
+0 |
Dec09 |
080814 |
99.09 |
99.09 |
99.09 |
99.09 |
+0.02 |
0 |
1 |
+0 |
Mar10 |
080814 |
98.98 |
98.98 |
98.98 |
98.98 |
+0.02 |
|
|
|
Jun10 |
080814 |
98.93 |
98.93 |
98.93 |
98.93 |
+0.02 |
|
|
|
Sep10 |
080814 |
98.90 |
98.90 |
98.90 |
98.90 |
+0.01 |
|
|
|
Dec10 |
080814 |
98.99 |
98.99 |
98.99 |
98.99 |
+0.01 |
|
|
|
Total Volume and Open Interest |
2 |
13,990 |
+390 |
3-Mth Euro-Yen(SGX) |
Sep08 |
080814 |
99.17 |
99.17 |
99.17 |
99.17 |
0.00 |
203 |
21,877 |
+489 |
Dec08 |
080814 |
99.22 |
99.22 |
99.21 |
99.21 |
+0.01 |
342 |
18,413 |
+0 |
Mar09 |
080814 |
99.23 |
99.24 |
99.22 |
99.24 |
+0.01 |
65 |
9,855 |
-142 |
Jun09 |
080814 |
99.21 |
99.21 |
99.21 |
99.21 |
+0.01 |
87 |
4,437 |
+17 |
Sep09 |
080814 |
99.17 |
99.17 |
99.17 |
99.17 |
+0.01 |
44 |
1,378 |
+28 |
Dec09 |
080814 |
99.10 |
99.10 |
99.10 |
99.10 |
+0.01 |
40 |
525 |
+40 |
Mar10 |
080814 |
98.99 |
98.99 |
98.99 |
98.99 |
+0.01 |
0 |
450 |
+0 |
Jun10 |
080814 |
98.94 |
98.94 |
98.94 |
98.94 |
+0.01 |
0 |
450 |
+0 |
Total Volume and Open Interest |
781 |
61,115 |
+162 |
Japanese Gov't Bonds(SGX) |
Sep08 |
080814 |
137.70 |
138.11 |
137.70 |
137.83 |
+0.10 |
2,540 |
17,771 |
+5 |
Dec08 |
080814 |
137.70 |
137.70 |
137.70 |
137.70 |
+0.01 |
|
|
|
Mar09 |
080814 |
137.70 |
137.70 |
137.70 |
137.70 |
+0.01 |
|
|
|
Total Volume and Open Interest |
1,439 |
18,112 |
+341 |
Euro-Bund(EUREX) |
Sep08 |
080814 |
113.89 |
114.08 |
113.65 |
113.95 |
-0.08 |
620,290 |
1,231,972 |
+17,032 |
Dec08 |
080814 |
113.55 |
113.77 |
113.41 |
113.66 |
-0.07 |
664 |
6,231 |
-2 |
Mar09 |
080814 |
113.85 |
113.85 |
113.85 |
113.85 |
-0.08 |
330 |
0 |
+0 |
Total Volume and Open Interest |
621,284 |
1,238,203 |
+17,030 |
Euro-Bobl(EUREX) |
Sep08 |
080814 |
108.47 |
108.61 |
108.36 |
108.47 |
-0.11 |
324,666 |
965,176 |
+6,270 |
Dec08 |
080814 |
108.62 |
108.63 |
108.62 |
108.63 |
-0.10 |
1,194 |
9,587 |
+1,106 |
Mar09 |
080814 |
108.47 |
108.47 |
108.47 |
108.47 |
-0.11 |
|
|
|
Total Volume and Open Interest |
325,860 |
974,763 |
+7,376 |
3-Mth Euribor(EUREX) |
Sep08 |
080814 |
95.025 |
95.030 |
95.020 |
95.020 |
-0.005 |
620 |
20,574 |
+39 |
Dec08 |
080814 |
95.055 |
95.060 |
95.045 |
95.045 |
-0.020 |
196 |
9,163 |
-145 |
Mar09 |
080814 |
95.355 |
95.370 |
95.355 |
95.355 |
-0.015 |
52 |
2,623 |
-3 |
Total Volume and Open Interest |
1,178 |
37,955 |
-100 |
Long Gilt(LIFFE) |
Sep08 |
080814 |
108~31 |
109~01 |
108~12 |
108~23 |
-0~08 |
93,666 |
341,924 |
+3,754 |
Dec08 |
080814 |
110~20 |
110~20 |
110~20 |
110~20 |
-0~08 |
0 |
50 |
+0 |
Total Volume and Open Interest |
73,927 |
338,220 |
+6,872 |
3-Mth Short Sterling(LIFFE) |
Sep08 |
080814 |
94.25 |
94.25 |
94.25 |
94.25 |
-0.02 |
121,930 |
396,644 |
-17,464 |
Dec08 |
080814 |
94.36 |
94.36 |
94.36 |
94.36 |
-0.10 |
145,848 |
475,807 |
-5,636 |
Mar09 |
080814 |
94.80 |
94.80 |
94.80 |
94.80 |
-0.04 |
200,299 |
498,908 |
-5,668 |
Jun09 |
080814 |
95.01 |
95.01 |
95.01 |
95.01 |
-0.04 |
189,083 |
393,766 |
+3,910 |
Sep09 |
080814 |
95.08 |
95.08 |
95.08 |
95.08 |
-0.02 |
127,668 |
233,614 |
+132 |
Dec09 |
080814 |
95.01 |
95.01 |
95.01 |
95.01 |
-0.02 |
92,001 |
227,534 |
+14,138 |
Total Volume and Open Interest |
449,653 |
2,514,811 |
+23,700 |
3-Mth Euribor(LIFFE) |
Sep08 |
080814 |
95.030 |
95.030 |
95.005 |
95.020 |
-0.005 |
65,636 |
683,247 |
+4,441 |
Dec08 |
080814 |
95.060 |
95.070 |
95.010 |
95.045 |
-0.020 |
99,380 |
634,462 |
+10,123 |
Mar09 |
080814 |
95.355 |
95.375 |
95.330 |
95.355 |
-0.015 |
126,455 |
527,913 |
-14,758 |
Total Volume and Open Interest |
573,613 |
3,517,929 |
+3,496 |
3-Mth Aus T-Bills(SFE) |
Sep08 |
080814 |
92.77 |
92.79 |
92.74 |
92.78 |
+0.02 |
17,638 |
424,074 |
+7,200 |
Dec08 |
080814 |
93.07 |
93.09 |
93.05 |
93.09 |
+0.02 |
30,715 |
366,012 |
+11,771 |
Mar09 |
080814 |
93.29 |
93.31 |
93.25 |
93.31 |
+0.04 |
20,252 |
165,911 |
+6,806 |
Jun09 |
080814 |
93.39 |
93.40 |
93.32 |
93.39 |
+0.03 |
12,361 |
128,185 |
+5,703 |
Sep09 |
080814 |
93.38 |
93.44 |
93.36 |
93.43 |
+0.05 |
6,439 |
61,267 |
+3,383 |
Dec09 |
080814 |
93.39 |
93.45 |
93.37 |
93.43 |
+0.05 |
2,764 |
48,044 |
+1,524 |
Mar10 |
080814 |
93.38 |
93.42 |
93.38 |
93.42 |
+0.05 |
1,663 |
22,485 |
+532 |
Jun10 |
080814 |
93.36 |
93.42 |
93.36 |
93.42 |
+0.06 |
1,133 |
12,541 |
+684 |
Sep10 |
080814 |
93.36 |
93.41 |
93.36 |
93.41 |
+0.07 |
1,000 |
3,688 |
-105 |
Dec10 |
080814 |
93.38 |
93.39 |
93.38 |
93.39 |
+0.07 |
0 |
1,872 |
+0 |
Total Volume and Open Interest |
111,068 |
1,235,549 |
+37,448 |
10-Year Aus T-Bonds(SFE) |
Sep08 |
080814 |
94.20 |
94.21 |
94.13 |
94.14 |
-0.05 |
30,845 |
487,381 |
+25,926 |
Dec08 |
080814 |
94.15 |
94.15 |
94.15 |
94.15 |
-0.05 |
|
|
|
Total Volume and Open Interest |
52,347 |
487,381 |
+25,926 |
3-Year Aus T-Bonds(SFE) |
Sep08 |
080814 |
94.29 |
94.31 |
94.24 |
94.28 |
+0.01 |
83,252 |
823,556 |
+36,432 |
Dec08 |
080814 |
94.35 |
94.35 |
94.35 |
94.35 |
+0.01 |
|
|
|
Total Volume and Open Interest |
121,854 |
823,556 |
+36,432 |
Gold(CMX) |
Aug08 |
080814 |
808.2 |
808.2 |
808.2 |
808.2 |
-16.8 |
155 |
393 |
+18 |
Oct08 |
080814 |
812.0 |
812.0 |
810.7 |
810.7 |
-16.9 |
6,073 |
30,602 |
+210 |
Dec08 |
080814 |
835.0 |
837.2 |
810.0 |
814.5 |
-17.0 |
157,642 |
228,818 |
-4,584 |
Feb09 |
080814 |
818.8 |
818.8 |
818.8 |
818.8 |
-17.0 |
3,307 |
19,873 |
+2,349 |
Apr09 |
080814 |
822.7 |
822.7 |
822.7 |
822.7 |
-17.0 |
333 |
14,319 |
-46 |
Jun09 |
080814 |
826.7 |
826.7 |
826.7 |
826.7 |
-17.1 |
5,616 |
21,514 |
+3,743 |
Aug09 |
080814 |
830.9 |
830.9 |
830.9 |
830.9 |
-17.2 |
2,553 |
11,487 |
+1,446 |
Oct09 |
080814 |
835.3 |
835.3 |
835.3 |
835.3 |
-17.3 |
1,210 |
2,039 |
+671 |
Dec09 |
080814 |
839.9 |
839.9 |
839.9 |
839.9 |
-17.4 |
1,457 |
13,684 |
-333 |
Feb10 |
080814 |
844.9 |
844.9 |
844.9 |
844.9 |
-17.6 |
12 |
102 |
+0 |
Apr10 |
080814 |
850.1 |
850.1 |
850.1 |
850.1 |
-17.7 |
10 |
16 |
+0 |
Jun10 |
080814 |
855.4 |
855.4 |
855.4 |
855.4 |
-17.8 |
53 |
3,439 |
+0 |
Total Volume and Open Interest |
212,850 |
365,611 |
-7,988 |
Silver(CMX) |
Sep08 |
080814 |
1478.0 |
1478.0 |
1414.0 |
1423.0 |
-61.5 |
39,267 |
45,649 |
-5,022 |
Dec08 |
080814 |
1455.0 |
1461.0 |
1425.0 |
1436.0 |
-61.8 |
12,560 |
55,857 |
+3,001 |
Mar09 |
080814 |
1451.0 |
1451.0 |
1448.6 |
1448.6 |
-62.0 |
201 |
7,371 |
+106 |
May09 |
080814 |
1456.4 |
1456.4 |
1456.4 |
1456.4 |
-62.3 |
130 |
5,090 |
+98 |
Jul09 |
080814 |
1464.2 |
1464.2 |
1464.2 |
1464.2 |
-62.6 |
176 |
6,655 |
+147 |
Sep09 |
080814 |
1471.7 |
1471.7 |
1471.7 |
1471.7 |
-63.2 |
155 |
1,555 |
-5 |
Dec09 |
080814 |
1483.9 |
1483.9 |
1483.9 |
1483.9 |
-64.5 |
107 |
7,838 |
+2 |
Total Volume and Open Interest |
57,073 |
140,094 |
+1,340 |
Platinum(NYMEX) |
Oct08 |
080814 |
1519.9 |
1549.8 |
1481.1 |
1489.1 |
-27.4 |
2,386 |
11,901 |
+107 |
Jan09 |
080814 |
1497.9 |
1497.9 |
1497.9 |
1497.9 |
-27.9 |
174 |
634 |
+171 |
Apr09 |
080814 |
1503.4 |
1503.4 |
1503.4 |
1503.4 |
-26.9 |
1 |
1 |
+0 |
Total Volume and Open Interest |
1,717 |
12,258 |
+234 |
Palladium(NYMEX) |
Sep08 |
080814 |
308.00 |
308.00 |
308.00 |
308.00 |
-8.35 |
1,810 |
9,982 |
-419 |
Dec08 |
080814 |
328.15 |
328.30 |
309.35 |
310.60 |
-8.15 |
622 |
3,679 |
+162 |
Mar09 |
080814 |
330.00 |
330.00 |
314.40 |
314.40 |
-8.15 |
8 |
56 |
+0 |
Total Volume and Open Interest |
1,458 |
13,974 |
+32 |
Copper(CMX) |
Sep08 |
080814 |
340.00 |
340.80 |
330.45 |
330.50 |
-4.70 |
21,507 |
34,630 |
-4,376 |
Dec08 |
080814 |
337.70 |
338.75 |
329.10 |
329.80 |
-4.20 |
10,425 |
39,553 |
+1,236 |
Mar09 |
080814 |
330.00 |
330.00 |
328.95 |
328.95 |
-3.80 |
1,854 |
10,122 |
+586 |
May09 |
080814 |
328.15 |
328.15 |
328.15 |
328.15 |
-3.70 |
134 |
1,348 |
-2 |
Jul09 |
080814 |
327.35 |
327.35 |
327.35 |
327.35 |
-3.60 |
119 |
856 |
-78 |
Total Volume and Open Interest |
28,767 |
100,371 |
-1,656 |
Aluminum(CMX) |
Aug08 |
080814 |
126.00 |
126.00 |
126.00 |
126.00 |
-1.75 |
|
|
|
Sep08 |
080814 |
126.75 |
126.75 |
126.75 |
126.75 |
-1.75 |
|
|
|
Oct08 |
080814 |
127.50 |
127.50 |
127.50 |
127.50 |
-1.75 |
|
|
|
Nov08 |
080814 |
128.25 |
128.25 |
128.25 |
128.25 |
-1.75 |
|
|
|
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 |
080814 |
11460 |
11710 |
11445 |
11618 |
+96 |
2,694 |
32,006 |
-788 |
Dec08 |
080814 |
11615 |
11615 |
11595 |
11615 |
+96 |
10 |
2,035 |
+5 |
Mar09 |
080814 |
11631 |
11631 |
11631 |
11631 |
+96 |
0 |
3 |
+0 |
Jun09 |
080814 |
11645 |
11645 |
11645 |
11645 |
+96 |
|
|
|
Total Volume and Open Interest |
3,738 |
34,956 |
-852 |
S & P 500(CME) |
Sep08 |
080814 |
1276.00 |
1300.30 |
1275.50 |
1293.80 |
+9.20 |
25,959 |
539,498 |
-6,719 |
Dec08 |
080814 |
1279.00 |
1300.00 |
1279.00 |
1295.40 |
+9.20 |
2,015 |
26,975 |
+1,819 |
Mar09 |
080814 |
1297.40 |
1297.40 |
1297.40 |
1297.40 |
+9.20 |
100 |
891 |
+100 |
Jun09 |
080814 |
1301.00 |
1301.00 |
1301.00 |
1301.00 |
+9.20 |
100 |
647 |
+96 |
Total Volume and Open Interest |
34,986 |
572,857 |
+3,038 |
S & P 500 E-Mini(Globex) |
Sep08 |
080814 |
1284.75 |
1300.75 |
1275.25 |
1293.75 |
+9.25 |
2,184,428 |
2,364,703 |
-29,861 |
Dec08 |
080814 |
1287.00 |
1302.00 |
1277.25 |
1295.50 |
+9.25 |
3,334 |
64,189 |
+358 |
Total Volume and Open Interest |
1,747,285 |
2,464,192 |
-33,571 |
NASDAQ 100(CME) |
Sep08 |
080814 |
1935.50 |
1974.00 |
1933.00 |
1965.80 |
+24.30 |
2,526 |
29,909 |
-103 |
Dec08 |
080814 |
1974.80 |
1974.80 |
1974.80 |
1974.80 |
+24.30 |
0 |
31 |
+0 |
Mar09 |
080814 |
1982.30 |
1982.30 |
1982.30 |
1982.30 |
+23.30 |
0 |
13 |
+0 |
Total Volume and Open Interest |
3,001 |
30,059 |
+176 |
NASDAQ 100 E-Mini(Globex) |
Sep08 |
080814 |
1943.50 |
1973.00 |
1933.50 |
1965.80 |
+24.30 |
443,815 |
342,306 |
+12,205 |
Dec08 |
080814 |
1955.80 |
1981.50 |
1942.80 |
1974.80 |
+24.30 |
720 |
4,658 |
-20 |
Total Volume and Open Interest |
387,027 |
334,779 |
+2,027 |
S & P Midcap 400(CME) |
Sep08 |
080814 |
813.50 |
823.10 |
813.00 |
823.10 |
+7.80 |
56 |
5,418 |
+41 |
Dec08 |
080814 |
824.50 |
824.50 |
824.50 |
824.50 |
+7.80 |
0 |
2 |
+0 |
Mar09 |
080814 |
831.80 |
831.80 |
831.80 |
831.80 |
+7.80 |
|
|
|
Total Volume and Open Interest |
68 |
5,379 |
-7 |
Russell 2000(CME) |
Sep08 |
080814 |
743.00 |
756.75 |
743.00 |
755.00 |
+7.80 |
306 |
31,100 |
+1,014 |
Total Volume and Open Interest |
2,626 |
30,086 |
+500 |
Russell 2000 E-Mini(Globex) |
Sep08 |
080814 |
747.10 |
757.90 |
742.00 |
755.00 |
+7.80 |
241,852 |
570,527 |
-5,137 |
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 |
080814 |
13025 |
13095 |
12895 |
12960 |
-60 |
108,225 |
217,120 |
-9,484 |
Dec08 |
080814 |
12895 |
13040 |
12860 |
12905 |
-65 |
644 |
931 |
+35 |
Total Volume and Open Interest |
108,869 |
218,291 |
-9,450 |
Nikkei 225(SGX) |
Sep08 |
080814 |
13025 |
13095 |
12895 |
12960 |
-60 |
108,225 |
217,120 |
-9,484 |
Dec08 |
080814 |
12895 |
13040 |
12860 |
12905 |
-65 |
644 |
931 |
+35 |
Mar09 |
080814 |
12915 |
12915 |
12915 |
12915 |
-65 |
|
|
|
Total Volume and Open Interest |
108,869 |
218,291 |
-9,450 |
CAC 40(EURONEXT) |
Aug08 |
080814 |
4427.5 |
4470.5 |
4383.0 |
4420.5 |
+14.0 |
270,142 |
603,803 |
-39,689 |
Sep08 |
080814 |
4445.0 |
4481.0 |
4394.5 |
4431.0 |
+14.0 |
169,083 |
372,644 |
+119,418 |
Oct08 |
080814 |
4445.0 |
4445.0 |
4445.0 |
4445.0 |
+14.0 |
14 |
21 |
+0 |
Total Volume and Open Interest |
396,857 |
897,904 |
+144,746 |
Hang Seng Index(HKFE) |
Aug08 |
080814 |
21050 |
21413 |
21050 |
21337 |
+134 |
10,608 |
7,998 |
-43,009 |
Sep08 |
080814 |
21024 |
21328 |
21001 |
21267 |
+131 |
146 |
923 |
+205 |
Total Volume and Open Interest |
10,762 |
8,962 |
-42,862 |
DAX(EUREX) |
Sep08 |
080814 |
6477.5 |
6510.0 |
6395.0 |
6473.5 |
+13.0 |
178,625 |
237,953 |
+3,343 |
Dec08 |
080814 |
6552.5 |
6581.0 |
6472.0 |
6547.0 |
+13.0 |
754 |
13,493 |
+264 |
Mar09 |
080814 |
6624.0 |
6649.0 |
6577.5 |
6621.5 |
+12.5 |
110 |
4,338 |
+85 |
Total Volume and Open Interest |
143,332 |
252,092 |
-199 |
FT-SE 100(EURONEXT) |
Sep08 |
080814 |
5504.00 |
5546.00 |
5448.50 |
5503.50 |
+42.50 |
109,395 |
499,296 |
-4,284 |
Dec08 |
080814 |
5533.00 |
5576.50 |
5490.50 |
5538.00 |
+43.00 |
205 |
12,779 |
-34 |
Mar09 |
080814 |
5557.00 |
5557.00 |
5503.00 |
5540.50 |
+40.50 |
4 |
4,052 |
-4 |
Total Volume and Open Interest |
100,997 |
520,449 |
+6,290 |
SPI 200(SFE) |
Sep08 |
080814 |
4951.0 |
5041.0 |
4903.0 |
4929.0 |
+15.0 |
24,691 |
247,800 |
+5,661 |
Dec08 |
080814 |
5044.0 |
5076.0 |
4972.0 |
4972.0 |
+14.0 |
18 |
2,659 |
+6 |
Mar09 |
080814 |
4972.0 |
4972.0 |
4972.0 |
4972.0 |
+14.0 |
0 |
866 |
+18 |
Total Volume and Open Interest |
26,598 |
252,203 |
+5,686 |
GSCI(CME) |
Aug08 |
080814 |
55.04 |
55.24 |
39.64 |
50.64 |
-4.75 |
4,137 |
3,106 |
-3,548 |
Sep08 |
080814 |
57.74 |
60.84 |
47.14 |
53.54 |
-4.60 |
3,394 |
13,696 |
+2,840 |
Oct08 |
080814 |
59.14 |
59.14 |
59.14 |
59.14 |
-4.50 |
|
|
|
Total Volume and Open Interest |
6,792 |
17,510 |
+1,308 |
RJ/CRB Index(ICE) |
Nov08 |
080814 |
532.65 |
532.65 |
527.00 |
527.00 |
-5.00 |
490 |
898 |
+70 |
Jan09 |
080814 |
539.65 |
539.65 |
534.00 |
534.00 |
-5.00 |
2 |
405 |
+0 |
Feb09 |
080814 |
534.00 |
534.00 |
534.00 |
534.00 |
-5.00 |
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. |
|
|