|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri August 15, 2008 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep08 |
080815 |
1265.00 |
1267.00 |
1195.25 |
1211.50 |
-53.75 |
270 |
27,124 |
-2,176 |
Nov08 |
080815 |
1274.00 |
1278.25 |
1204.00 |
1219.00 |
-55.00 |
6,715 |
240,211 |
-1,483 |
Jan09 |
080815 |
1288.00 |
1288.00 |
1222.75 |
1236.75 |
-55.25 |
1,186 |
43,876 |
+1,928 |
Mar09 |
080815 |
1305.75 |
1308.00 |
1238.00 |
1252.50 |
-55.50 |
612 |
17,287 |
-49 |
May09 |
080815 |
1307.75 |
1308.00 |
1251.50 |
1262.50 |
-55.25 |
13 |
12,878 |
-184 |
Jul09 |
080815 |
1329.00 |
1329.00 |
1260.75 |
1273.50 |
-55.50 |
250 |
11,990 |
-139 |
Aug09 |
080815 |
1270.00 |
1327.00 |
1270.00 |
1270.00 |
-57.00 |
0 |
200 |
+7 |
Total Volume and Open Interest |
101,043 |
394,462 |
+1,970 |
Soybean Meal(CBOT) |
Sep08 |
080815 |
348.00 |
349.00 |
328.20 |
332.80 |
-15.40 |
1,553 |
38,729 |
-876 |
Oct08 |
080815 |
347.00 |
347.00 |
325.40 |
330.40 |
-15.00 |
925 |
25,955 |
+571 |
Dec08 |
080815 |
348.00 |
349.30 |
327.50 |
332.70 |
-14.80 |
2,139 |
70,107 |
-4,699 |
Jan09 |
080815 |
346.00 |
350.40 |
330.70 |
335.00 |
-14.90 |
380 |
10,137 |
+5 |
Mar09 |
080815 |
348.20 |
349.10 |
334.60 |
339.70 |
-14.90 |
1,005 |
12,391 |
+370 |
May09 |
080815 |
356.60 |
356.60 |
339.20 |
342.70 |
-15.40 |
594 |
7,100 |
+149 |
Jul09 |
080815 |
353.70 |
353.70 |
341.80 |
346.20 |
-15.60 |
104 |
5,780 |
-86 |
Aug09 |
080815 |
352.70 |
353.00 |
342.00 |
344.20 |
-15.10 |
28 |
1,660 |
+62 |
Total Volume and Open Interest |
49,460 |
184,830 |
+2,400 |
Soybean Oil(CBOT) |
Sep08 |
080815 |
51.97 |
52.07 |
49.70 |
50.04 |
-2.08 |
1,826 |
32,928 |
-2,266 |
Oct08 |
080815 |
52.16 |
52.16 |
49.97 |
50.33 |
-2.09 |
593 |
26,336 |
+471 |
Dec08 |
080815 |
52.90 |
52.90 |
50.41 |
50.83 |
-2.07 |
3,776 |
134,169 |
+267 |
Jan09 |
080815 |
53.17 |
53.17 |
50.96 |
51.36 |
-2.08 |
843 |
16,167 |
+656 |
Mar09 |
080815 |
54.04 |
54.04 |
51.61 |
51.96 |
-2.07 |
626 |
14,034 |
+418 |
May09 |
080815 |
52.78 |
52.81 |
52.07 |
52.40 |
-2.05 |
19 |
8,019 |
+81 |
Jul09 |
080815 |
53.10 |
53.28 |
52.46 |
52.85 |
-2.05 |
50 |
9,480 |
+19 |
Aug09 |
080815 |
54.72 |
54.72 |
52.80 |
53.07 |
-2.05 |
11 |
1,072 |
+37 |
Total Volume and Open Interest |
57,767 |
261,006 |
+4,546 |
Canola(WCE) |
Nov08 |
080815 |
550.0 |
550.0 |
536.0 |
542.8 |
-12.2 |
11,725 |
55,275 |
-1,745 |
Jan09 |
080815 |
552.8 |
557.3 |
550.0 |
553.6 |
-16.6 |
676 |
13,989 |
-43 |
Mar09 |
080815 |
563.7 |
563.7 |
559.5 |
563.4 |
-11.3 |
199 |
3,724 |
-75 |
May09 |
080815 |
574.1 |
574.1 |
574.1 |
574.1 |
-11.1 |
2 |
2,047 |
+0 |
Jul09 |
080815 |
584.3 |
584.3 |
584.3 |
584.3 |
-14.9 |
53 |
1,926 |
-49 |
Total Volume and Open Interest |
6,005 |
81,742 |
-1,180 |
Corn(CBOT) |
Sep08 |
080815 |
556.50 |
557.00 |
527.75 |
529.75 |
-28.00 |
11,848 |
150,462 |
-14,555 |
Dec08 |
080815 |
576.25 |
576.25 |
547.25 |
549.50 |
-27.75 |
22,003 |
585,893 |
+14,138 |
Mar09 |
080815 |
595.75 |
595.75 |
566.50 |
568.50 |
-28.00 |
1,975 |
172,737 |
-1,625 |
May09 |
080815 |
600.00 |
600.00 |
578.25 |
580.50 |
-27.75 |
379 |
31,073 |
+415 |
Jul09 |
080815 |
605.75 |
609.50 |
586.75 |
588.75 |
-28.00 |
651 |
85,173 |
-849 |
Sep09 |
080815 |
601.00 |
601.00 |
589.00 |
589.50 |
-28.50 |
85 |
16,293 |
+196 |
Total Volume and Open Interest |
256,048 |
1,184,127 |
-12,658 |
Wheat(CBOT) |
Sep08 |
080815 |
862.50 |
863.75 |
815.50 |
824.25 |
-40.25 |
5,543 |
69,948 |
-8,870 |
Dec08 |
080815 |
887.00 |
888.50 |
840.00 |
849.25 |
-40.25 |
6,006 |
170,883 |
+6,488 |
Mar09 |
080815 |
909.00 |
910.00 |
866.00 |
874.00 |
-40.00 |
1,059 |
35,774 |
+2,445 |
May09 |
080815 |
920.25 |
920.25 |
882.00 |
889.50 |
-40.25 |
19 |
4,180 |
+782 |
Jul09 |
080815 |
936.25 |
936.25 |
890.50 |
898.75 |
-39.25 |
216 |
36,828 |
+1,562 |
Total Volume and Open Interest |
123,525 |
339,284 |
+3,629 |
Wheat(KCBT) |
Sep08 |
080815 |
892.25 |
896.75 |
857.50 |
863.25 |
-34.75 |
14,027 |
29,854 |
-422 |
Dec08 |
080815 |
921.75 |
921.75 |
881.00 |
885.00 |
-38.50 |
10,246 |
43,274 |
+2,158 |
Mar09 |
080815 |
938.00 |
938.00 |
902.00 |
910.00 |
-30.00 |
748 |
10,634 |
-57 |
May09 |
080815 |
940.75 |
940.75 |
908.25 |
914.00 |
-34.00 |
92 |
1,087 |
+42 |
Jul09 |
080815 |
944.00 |
944.00 |
907.00 |
907.00 |
-37.00 |
816 |
13,499 |
+263 |
Total Volume and Open Interest |
23,962 |
100,229 |
+3,524 |
Wheat(MGE) |
Sep08 |
080815 |
954.50 |
954.50 |
910.00 |
912.25 |
-42.25 |
2,357 |
9,290 |
-350 |
Dec08 |
080815 |
956.25 |
956.25 |
917.00 |
922.50 |
-33.75 |
3,274 |
22,987 |
+126 |
Mar09 |
080815 |
961.00 |
967.50 |
934.25 |
940.00 |
-34.00 |
965 |
5,801 |
-5 |
May09 |
080815 |
964.50 |
970.25 |
938.00 |
943.00 |
-36.00 |
317 |
2,086 |
+107 |
Jul09 |
080815 |
944.50 |
944.50 |
935.00 |
935.00 |
-25.00 |
5 |
476 |
-14 |
Total Volume and Open Interest |
8,300 |
44,019 |
+438 |
Oats(CBOT) |
Sep08 |
080815 |
378.00 |
378.00 |
363.50 |
373.50 |
-8.00 |
138 |
1,164 |
-115 |
Dec08 |
080815 |
398.75 |
403.75 |
382.75 |
393.00 |
-8.00 |
295 |
10,271 |
+331 |
Mar09 |
080815 |
417.00 |
419.50 |
407.00 |
411.50 |
-8.00 |
5 |
2,004 |
-3 |
May09 |
080815 |
420.00 |
430.50 |
418.00 |
422.50 |
-8.00 |
0 |
1,028 |
+6 |
Total Volume and Open Interest |
1,405 |
15,749 |
+57 |
Rough Rice(CBOT) |
Sep08 |
080815 |
16.18 |
16.20 |
15.90 |
16.16 |
+0.04 |
7 |
3,386 |
-144 |
Nov08 |
080815 |
16.40 |
16.49 |
16.17 |
16.44 |
+0.04 |
14 |
7,098 |
+69 |
Jan09 |
080815 |
16.60 |
16.75 |
16.49 |
16.75 |
+0.06 |
0 |
884 |
+0 |
Mar09 |
080815 |
16.93 |
17.05 |
16.93 |
17.05 |
+0.07 |
0 |
394 |
+0 |
Total Volume and Open Interest |
735 |
12,328 |
-184 |
Live Cattle(CME) |
Aug08 |
080815 |
103.250 |
103.250 |
101.550 |
101.680 |
-1.670 |
1,615 |
13,782 |
-604 |
Oct08 |
080815 |
107.680 |
107.980 |
105.400 |
105.850 |
-2.050 |
7,302 |
137,279 |
-1,121 |
Dec08 |
080815 |
108.300 |
108.350 |
106.100 |
106.385 |
-2.015 |
5,150 |
65,129 |
-578 |
Feb09 |
080815 |
108.550 |
108.550 |
106.450 |
106.900 |
-2.030 |
3,122 |
28,694 |
+209 |
Apr09 |
080815 |
108.950 |
109.350 |
106.750 |
107.800 |
-1.835 |
820 |
18,319 |
+251 |
Jun09 |
080815 |
105.330 |
105.700 |
104.000 |
105.700 |
-1.300 |
313 |
8,282 |
-34 |
Total Volume and Open Interest |
25,745 |
276,353 |
+54 |
Feeder Cattle(CME) |
Aug08 |
080815 |
114.500 |
114.800 |
113.600 |
113.900 |
-0.280 |
772 |
4,421 |
-559 |
Sep08 |
080815 |
115.550 |
116.100 |
114.050 |
114.400 |
-1.050 |
2,367 |
8,031 |
-658 |
Oct08 |
080815 |
115.450 |
115.950 |
114.000 |
114.535 |
-0.895 |
2,272 |
13,052 |
+1,029 |
Nov08 |
080815 |
115.500 |
116.000 |
113.800 |
114.300 |
-0.930 |
507 |
5,196 |
+10 |
Jan09 |
080815 |
114.800 |
115.150 |
113.850 |
114.150 |
-0.700 |
80 |
1,966 |
+11 |
Mar09 |
080815 |
114.600 |
114.600 |
113.500 |
113.550 |
-0.450 |
50 |
690 |
+14 |
Apr09 |
080815 |
113.135 |
115.000 |
113.135 |
114.000 |
-0.150 |
6 |
363 |
+2 |
Total Volume and Open Interest |
6,957 |
34,412 |
-218 |
Lean Hogs(CME) |
Oct08 |
080815 |
76.600 |
76.830 |
75.200 |
75.550 |
-0.530 |
8,223 |
86,852 |
+284 |
Dec08 |
080815 |
76.400 |
76.400 |
74.580 |
74.850 |
-1.330 |
4,434 |
70,537 |
-414 |
Feb09 |
080815 |
82.000 |
82.230 |
80.100 |
80.300 |
-1.500 |
2,218 |
31,205 |
-613 |
Apr09 |
080815 |
85.700 |
85.980 |
83.600 |
84.650 |
-1.550 |
669 |
23,856 |
-47 |
May09 |
080815 |
88.700 |
91.400 |
88.500 |
90.800 |
-0.600 |
19 |
922 |
+4 |
Jun09 |
080815 |
94.000 |
94.400 |
91.600 |
92.600 |
-1.830 |
433 |
15,373 |
+143 |
Jul09 |
080815 |
91.750 |
92.100 |
90.100 |
91.600 |
-1.200 |
33 |
1,144 |
+35 |
Aug09 |
080815 |
89.500 |
90.000 |
87.900 |
88.300 |
-2.000 |
30 |
822 |
+12 |
Total Volume and Open Interest |
29,630 |
239,135 |
+4,027 |
Pork Bellies(CME) |
Aug08 |
080815 |
86.250 |
86.250 |
84.750 |
86.000 |
+4.250 |
24 |
24 |
-10 |
Feb09 |
080815 |
101.285 |
101.285 |
97.535 |
97.535 |
-4.500 |
173 |
619 |
-20 |
Mar09 |
080815 |
99.800 |
99.800 |
99.800 |
99.800 |
-4.500 |
0 |
6 |
+0 |
May09 |
080815 |
36.969 |
37.469 |
36.969 |
36.969 |
-3.000 |
3 |
1 |
-2 |
Jul09 |
080815 |
38.469 |
38.469 |
38.469 |
38.469 |
unch |
|
|
|
Total Volume and Open Interest |
337 |
682 |
-67 |
Class III Milk(CME) |
Aug08 |
080815 |
17.30 |
17.30 |
17.12 |
17.12 |
-0.23 |
195 |
4,653 |
+44 |
Sep08 |
080815 |
16.75 |
16.90 |
16.48 |
16.48 |
-0.28 |
150 |
5,319 |
-16 |
Oct08 |
080815 |
17.35 |
17.41 |
17.20 |
17.20 |
-0.11 |
168 |
4,148 |
+104 |
Nov08 |
080815 |
17.48 |
17.49 |
17.41 |
17.41 |
-0.06 |
83 |
3,671 |
+62 |
Dec08 |
080815 |
17.60 |
17.68 |
17.52 |
17.55 |
-0.05 |
67 |
3,844 |
+20 |
Total Volume and Open Interest |
1,332 |
34,996 |
+439 |
Cocoa(ICE) |
Sep08 |
080815 |
2651 |
2651 |
2569 |
2597 |
-60 |
9,319 |
5,015 |
-6,108 |
Dec08 |
080815 |
2665 |
2665 |
2574 |
2587 |
-91 |
13,759 |
75,908 |
+5,352 |
Mar09 |
080815 |
2650 |
2651 |
2583 |
2594 |
-86 |
1,500 |
24,691 |
-263 |
May09 |
080815 |
2654 |
2655 |
2585 |
2595 |
-89 |
242 |
9,708 |
+23 |
Jul09 |
080815 |
2650 |
2650 |
2595 |
2601 |
-86 |
67 |
4,228 |
+28 |
Sep09 |
080815 |
2647 |
2647 |
2597 |
2605 |
-86 |
11 |
1,960 |
+0 |
Dec09 |
080815 |
2640 |
2640 |
2590 |
2602 |
-84 |
70 |
6,565 |
+54 |
Total Volume and Open Interest |
20,115 |
132,680 |
-1,220 |
Coffee "C"(ICE) |
Sep08 |
080815 |
135.05 |
135.10 |
131.20 |
132.85 |
-2.30 |
12,624 |
25,267 |
-5,413 |
Dec08 |
080815 |
138.50 |
139.05 |
135.15 |
136.80 |
-2.25 |
11,721 |
83,369 |
+3,556 |
Mar09 |
080815 |
142.00 |
142.35 |
138.90 |
140.50 |
-2.30 |
310 |
13,367 |
+155 |
May09 |
080815 |
144.95 |
144.95 |
142.05 |
142.85 |
-2.30 |
101 |
4,864 |
+62 |
Jul09 |
080815 |
145.00 |
145.05 |
144.30 |
145.05 |
-2.30 |
9 |
1,762 |
+4 |
Sep09 |
080815 |
146.40 |
147.15 |
146.40 |
147.15 |
-2.30 |
13 |
1,479 |
+11 |
Total Volume and Open Interest |
39,468 |
134,311 |
+1,546 |
Orange Juice(ICE) |
Sep08 |
080815 |
104.20 |
104.95 |
102.00 |
102.90 |
-1.35 |
1,333 |
11,175 |
-560 |
Nov08 |
080815 |
107.20 |
108.60 |
105.50 |
106.25 |
-1.50 |
959 |
14,191 |
+128 |
Jan09 |
080815 |
111.15 |
111.75 |
109.25 |
109.90 |
-1.60 |
221 |
2,555 |
+24 |
Mar09 |
080815 |
114.90 |
115.00 |
113.00 |
113.55 |
-1.65 |
153 |
3,228 |
+107 |
May09 |
080815 |
117.70 |
117.70 |
116.70 |
117.10 |
-1.60 |
63 |
486 |
+63 |
Jul09 |
080815 |
120.20 |
120.20 |
119.50 |
120.10 |
-1.10 |
0 |
48 |
+0 |
Total Volume and Open Interest |
2,820 |
31,943 |
+128 |
Sugar #11(ICE) |
Oct08 |
080815 |
13.35 |
13.40 |
12.76 |
13.12 |
-0.27 |
39,890 |
318,679 |
-677 |
Mar09 |
080815 |
14.75 |
14.75 |
14.17 |
14.51 |
-0.24 |
16,995 |
176,289 |
+3,781 |
May09 |
080815 |
14.70 |
14.73 |
14.29 |
14.61 |
-0.18 |
3,811 |
84,914 |
+549 |
Jul09 |
080815 |
14.79 |
14.79 |
14.35 |
14.66 |
-0.16 |
2,494 |
81,537 |
+107 |
Oct09 |
080815 |
15.00 |
15.00 |
14.60 |
14.92 |
-0.13 |
628 |
64,994 |
+31 |
Total Volume and Open Interest |
61,111 |
796,285 |
+2,875 |
Sugar #14(ICE) |
Nov08 |
080815 |
23.20 |
23.20 |
23.20 |
23.20 |
-0.11 |
139 |
3,078 |
+95 |
Jan09 |
080815 |
23.17 |
23.17 |
23.17 |
23.17 |
-0.08 |
8 |
2,094 |
+1 |
Mar09 |
080815 |
23.00 |
23.15 |
23.00 |
23.14 |
-0.09 |
1 |
1,637 |
+1 |
May09 |
080815 |
23.24 |
23.24 |
23.24 |
23.24 |
-0.01 |
25 |
874 |
+0 |
Jul09 |
080815 |
23.25 |
23.25 |
23.25 |
23.25 |
unch |
0 |
644 |
+0 |
Total Volume and Open Interest |
133 |
8,764 |
-12 |
London Cocoa(LCE) |
Sep08 |
080815 |
1470 |
1481 |
1436 |
1440 |
-39 |
1,940 |
57,138 |
-809 |
Dec08 |
080815 |
1480 |
1490 |
1440 |
1449 |
-38 |
3,719 |
61,095 |
-94 |
Mar09 |
080815 |
1481 |
1487 |
1443 |
1451 |
-36 |
1,495 |
40,753 |
-526 |
May09 |
080815 |
1485 |
1485 |
1450 |
1456 |
-35 |
391 |
19,689 |
-169 |
Jul09 |
080815 |
1490 |
1490 |
1455 |
1461 |
-33 |
0 |
7,505 |
+0 |
Sep09 |
080815 |
1475 |
1475 |
1461 |
1466 |
-29 |
0 |
1,601 |
+0 |
Dec09 |
080815 |
1475 |
1475 |
1466 |
1470 |
-29 |
0 |
2,021 |
+0 |
Total Volume and Open Interest |
9,375 |
191,671 |
-2,188 |
London Coffee(LCE) |
Sep08 |
080815 |
2216.00 |
2216.00 |
2171.00 |
2174.00 |
-39.00 |
6,123 |
43,628 |
-1,173 |
Nov08 |
080815 |
2238.00 |
2243.00 |
2202.00 |
2205.00 |
-33.00 |
6,841 |
40,685 |
+1,332 |
Jan09 |
080815 |
2220.00 |
2222.00 |
2184.00 |
2185.00 |
-36.00 |
4,846 |
55,016 |
+2,124 |
Total Volume and Open Interest |
36,408 |
137,046 |
-4,508 |
London Sugar(LCE) |
Oct08 |
080815 |
384.00 |
384.00 |
372.10 |
373.00 |
-12.90 |
2,726 |
25,195 |
-305 |
Dec08 |
080815 |
388.50 |
390.10 |
380.40 |
381.00 |
-11.90 |
829 |
12,383 |
+139 |
Mar09 |
080815 |
403.40 |
404.00 |
396.00 |
397.00 |
-10.70 |
417 |
15,385 |
+110 |
May09 |
080815 |
403.00 |
403.00 |
399.00 |
399.20 |
-9.00 |
584 |
4,152 |
+212 |
Aug09 |
080815 |
404.00 |
404.00 |
400.00 |
400.80 |
-7.80 |
212 |
4,946 |
+5 |
Total Volume and Open Interest |
2,498 |
65,415 |
+472 |
Cotton(ICE) |
Oct08 |
080815 |
66.75 |
66.75 |
65.01 |
65.07 |
-2.02 |
97 |
4,418 |
-19 |
Dec08 |
080815 |
69.30 |
69.41 |
67.01 |
67.08 |
-2.40 |
7,989 |
160,533 |
+595 |
Mar09 |
080815 |
74.50 |
74.54 |
72.12 |
72.34 |
-2.20 |
391 |
33,119 |
+150 |
May09 |
080815 |
76.25 |
76.25 |
74.33 |
74.33 |
-2.06 |
52 |
3,196 |
-5 |
Jul09 |
080815 |
77.50 |
77.50 |
75.75 |
75.78 |
-1.89 |
114 |
6,367 |
+2 |
Oct09 |
080815 |
78.09 |
78.09 |
78.09 |
78.09 |
-1.78 |
0 |
116 |
+0 |
Total Volume and Open Interest |
15,941 |
215,746 |
+1,680 |
Lumber(CME) |
Sep08 |
080815 |
268.3 |
268.3 |
263.7 |
265.1 |
-3.7 |
1,089 |
3,713 |
-138 |
Nov08 |
080815 |
257.0 |
257.0 |
251.8 |
251.9 |
-2.9 |
705 |
8,406 |
+47 |
Jan09 |
080815 |
270.0 |
270.6 |
266.5 |
268.4 |
-2.1 |
333 |
2,078 |
+71 |
Mar09 |
080815 |
271.6 |
274.6 |
270.6 |
270.8 |
-3.5 |
80 |
334 |
+45 |
Total Volume and Open Interest |
2,333 |
14,617 |
-178 |
Crude Oil(NYM) |
Sep08 |
080815 |
114.83 |
115.20 |
111.34 |
113.77 |
-1.24 |
268,197 |
123,720 |
-15,723 |
Oct08 |
080815 |
114.85 |
115.20 |
111.50 |
113.94 |
-1.09 |
126,625 |
276,529 |
+10,749 |
Nov08 |
080815 |
114.98 |
114.98 |
111.98 |
114.41 |
-0.96 |
39,985 |
94,924 |
+505 |
Dec08 |
080815 |
115.36 |
115.36 |
112.37 |
114.86 |
-0.86 |
38,233 |
173,805 |
-546 |
Jan09 |
080815 |
115.57 |
115.57 |
112.78 |
115.17 |
-0.79 |
5,456 |
43,336 |
-181 |
Feb09 |
080815 |
114.99 |
115.40 |
112.97 |
115.40 |
-0.71 |
2,199 |
17,814 |
+130 |
Mar09 |
080815 |
114.06 |
115.54 |
113.01 |
115.54 |
-0.65 |
3,144 |
16,447 |
+925 |
Apr09 |
080815 |
115.62 |
115.62 |
115.62 |
115.62 |
-0.60 |
1,045 |
14,166 |
+167 |
May09 |
080815 |
115.63 |
115.63 |
115.63 |
115.63 |
-0.57 |
444 |
16,318 |
+43 |
Jun09 |
080815 |
114.25 |
115.55 |
113.39 |
115.55 |
-0.53 |
5,347 |
56,409 |
+2,042 |
Jul09 |
080815 |
114.00 |
115.41 |
114.00 |
115.41 |
-0.49 |
754 |
18,361 |
+218 |
Aug09 |
080815 |
115.27 |
115.27 |
115.27 |
115.27 |
-0.45 |
2 |
9,264 |
+1 |
Sep09 |
080815 |
115.15 |
115.15 |
115.15 |
115.15 |
-0.40 |
284 |
11,820 |
+170 |
Oct09 |
080815 |
115.03 |
115.03 |
115.03 |
115.03 |
-0.36 |
117 |
6,701 |
+90 |
Nov09 |
080815 |
114.91 |
114.91 |
114.91 |
114.91 |
-0.32 |
65 |
4,226 |
+0 |
Dec09 |
080815 |
113.61 |
114.83 |
112.37 |
114.79 |
-0.28 |
8,804 |
112,414 |
+398 |
Total Volume and Open Interest |
655,836 |
1,259,747 |
+18,332 |
e-miNY Crude Oil(NYM) |
Aug08 |
080721 |
129.125 |
132.075 |
128.650 |
131.050 |
+2.175 |
20,367 |
5,267 |
-1,593 |
Sep08 |
080815 |
114.925 |
115.175 |
111.350 |
113.775 |
-1.225 |
20,807 |
7,064 |
+139 |
Oct08 |
080815 |
115.000 |
115.200 |
111.500 |
113.950 |
-1.075 |
2,638 |
2,860 |
+452 |
Nov08 |
080815 |
113.750 |
114.400 |
112.025 |
114.400 |
-0.975 |
154 |
285 |
+20 |
Dec08 |
080815 |
115.275 |
115.275 |
112.500 |
114.850 |
-0.875 |
112 |
479 |
+17 |
Jan09 |
080815 |
114.800 |
115.175 |
114.800 |
115.175 |
-0.775 |
2 |
5 |
+0 |
Feb09 |
080815 |
115.400 |
115.400 |
115.400 |
115.400 |
-0.700 |
1 |
2 |
+0 |
Mar09 |
080815 |
113.900 |
115.550 |
113.900 |
115.550 |
-0.650 |
1 |
1 |
+0 |
Apr09 |
080815 |
115.625 |
115.625 |
115.625 |
115.625 |
-0.600 |
0 |
1 |
+0 |
May09 |
080815 |
115.625 |
115.625 |
115.625 |
115.625 |
-0.575 |
0 |
1 |
+0 |
Total Volume and Open Interest |
28,721 |
10,157 |
+243 |
Heating Oil(NYM) |
Sep08 |
080815 |
311.00 |
312.80 |
302.40 |
311.91 |
+2.00 |
38,248 |
37,234 |
-3,059 |
Oct08 |
080815 |
313.95 |
315.39 |
305.40 |
314.66 |
+1.75 |
16,115 |
42,817 |
+733 |
Nov08 |
080815 |
316.00 |
318.55 |
309.17 |
318.16 |
+1.60 |
8,709 |
22,327 |
+208 |
Dec08 |
080815 |
316.63 |
322.09 |
312.53 |
321.51 |
+1.45 |
6,755 |
21,712 |
+243 |
Jan09 |
080815 |
321.67 |
324.70 |
315.99 |
324.51 |
+1.35 |
3,314 |
16,589 |
+220 |
Feb09 |
080815 |
322.23 |
326.25 |
317.75 |
326.11 |
+1.35 |
1,183 |
6,167 |
+7 |
Mar09 |
080815 |
321.92 |
325.76 |
317.46 |
325.76 |
+1.35 |
912 |
7,942 |
+447 |
Apr09 |
080815 |
319.57 |
323.76 |
315.60 |
323.76 |
+1.55 |
268 |
3,466 |
+58 |
May09 |
080815 |
318.90 |
321.86 |
314.50 |
321.86 |
+1.70 |
465 |
2,047 |
+17 |
Jun09 |
080815 |
316.50 |
320.36 |
313.88 |
320.36 |
+1.80 |
1,689 |
21,352 |
-145 |
Jul09 |
080815 |
317.59 |
320.21 |
314.10 |
320.21 |
+1.90 |
78 |
2,536 |
+15 |
Aug09 |
080815 |
319.10 |
321.06 |
314.50 |
321.06 |
+1.95 |
68 |
1,535 |
+61 |
Total Volume and Open Interest |
106,676 |
221,898 |
-1,103 |
Gasoline(NYMEX) |
Sep08 |
080815 |
290.52 |
290.52 |
281.42 |
286.02 |
-5.18 |
47,408 |
50,845 |
-3,455 |
Oct08 |
080815 |
279.10 |
279.50 |
272.25 |
276.87 |
-4.68 |
32,939 |
59,332 |
+5,443 |
Nov08 |
080815 |
276.92 |
279.45 |
272.71 |
277.27 |
-4.13 |
16,072 |
29,553 |
+722 |
Dec08 |
080815 |
277.75 |
279.95 |
273.54 |
278.47 |
-3.68 |
10,432 |
28,702 |
+145 |
Jan09 |
080815 |
276.75 |
281.00 |
275.50 |
280.47 |
-3.53 |
1,972 |
11,060 |
+529 |
Feb09 |
080815 |
279.61 |
283.30 |
278.04 |
282.92 |
-3.38 |
665 |
5,864 |
+128 |
Mar09 |
080815 |
283.23 |
286.00 |
280.66 |
285.77 |
-3.23 |
563 |
3,582 |
+62 |
Apr09 |
080815 |
297.86 |
301.37 |
297.50 |
301.37 |
-2.88 |
391 |
8,992 |
+21 |
May09 |
080815 |
302.27 |
302.27 |
302.27 |
302.27 |
-2.73 |
265 |
4,578 |
+42 |
Jun09 |
080815 |
301.97 |
301.97 |
301.97 |
301.97 |
-2.63 |
28 |
5,229 |
-1 |
Total Volume and Open Interest |
110,777 |
222,913 |
+3,645 |
e-miNY RBOB Gasoline(NYM) |
Sep08 |
080815 |
286.02 |
286.02 |
286.02 |
286.02 |
-5.18 |
|
|
|
Oct08 |
080815 |
276.87 |
276.87 |
276.87 |
276.87 |
-4.68 |
|
|
|
Nov08 |
080815 |
277.27 |
277.27 |
277.27 |
277.27 |
-4.13 |
|
|
|
Dec08 |
080815 |
278.47 |
278.47 |
278.47 |
278.47 |
-3.68 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
Sep08 |
080815 |
8.050 |
8.199 |
7.960 |
8.092 |
-0.044 |
103,899 |
70,144 |
-6,959 |
Oct08 |
080815 |
8.159 |
8.285 |
8.059 |
8.198 |
-0.041 |
37,600 |
117,967 |
+1,105 |
Nov08 |
080815 |
8.588 |
8.659 |
8.445 |
8.578 |
-0.051 |
18,408 |
76,827 |
-647 |
Dec08 |
080815 |
8.955 |
9.060 |
8.854 |
8.983 |
-0.056 |
6,805 |
48,112 |
+418 |
Jan09 |
080815 |
9.180 |
9.292 |
9.094 |
9.213 |
-0.056 |
6,213 |
66,021 |
-642 |
Feb09 |
080815 |
9.210 |
9.307 |
9.109 |
9.236 |
-0.056 |
1,698 |
23,110 |
+274 |
Mar09 |
080815 |
9.050 |
9.160 |
8.957 |
9.083 |
-0.061 |
5,266 |
62,243 |
-585 |
Apr09 |
080815 |
8.670 |
8.754 |
8.595 |
8.703 |
-0.046 |
4,726 |
63,681 |
+647 |
May09 |
080815 |
8.725 |
8.749 |
8.600 |
8.698 |
-0.041 |
3,576 |
41,821 |
-1,155 |
Jun09 |
080815 |
8.800 |
8.850 |
8.699 |
8.795 |
-0.041 |
2,589 |
18,664 |
-468 |
Jul09 |
080815 |
8.906 |
8.962 |
8.831 |
8.905 |
-0.041 |
744 |
17,522 |
-89 |
Aug09 |
080815 |
8.976 |
9.030 |
8.895 |
8.975 |
-0.041 |
440 |
17,128 |
+94 |
Sep09 |
080815 |
9.055 |
9.055 |
8.900 |
9.005 |
-0.041 |
793 |
14,175 |
-273 |
Oct09 |
080815 |
9.104 |
9.129 |
8.981 |
9.085 |
-0.041 |
1,806 |
30,732 |
-147 |
Nov09 |
080815 |
9.370 |
9.426 |
9.285 |
9.375 |
-0.046 |
999 |
16,930 |
-37 |
Dec09 |
080815 |
9.735 |
9.857 |
9.695 |
9.730 |
-0.056 |
1,566 |
24,810 |
-467 |
Total Volume and Open Interest |
246,614 |
930,348 |
+8,235 |
Brent Crude Oil(ICE) |
Oct08 |
080815 |
112.78 |
113.05 |
110.31 |
112.55 |
-1.13 |
121,734 |
107,012 |
+4,197 |
Nov08 |
080815 |
113.57 |
114.20 |
111.53 |
113.75 |
-0.96 |
47,853 |
99,225 |
+6,724 |
Dec08 |
080815 |
114.52 |
115.20 |
112.52 |
114.79 |
-0.84 |
32,306 |
70,283 |
+540 |
Jan09 |
080815 |
115.26 |
115.64 |
113.58 |
115.64 |
-0.76 |
4,885 |
27,376 |
-77 |
Feb09 |
080815 |
115.96 |
116.30 |
114.29 |
116.30 |
-0.68 |
2,835 |
22,614 |
+458 |
Mar09 |
080815 |
115.32 |
116.72 |
114.75 |
116.72 |
-0.62 |
1,645 |
13,554 |
+212 |
Apr09 |
080815 |
115.54 |
116.95 |
114.94 |
116.95 |
-0.60 |
792 |
16,900 |
+15 |
May09 |
080815 |
115.72 |
117.06 |
115.15 |
117.06 |
-0.60 |
724 |
13,114 |
+171 |
Jun09 |
080815 |
115.83 |
117.06 |
115.08 |
117.06 |
-0.63 |
1,637 |
28,866 |
+196 |
Jul09 |
080815 |
117.17 |
117.17 |
117.17 |
117.17 |
-0.59 |
0 |
8,930 |
+55 |
Aug09 |
080815 |
117.25 |
117.25 |
117.25 |
117.25 |
-0.55 |
0 |
4,078 |
+1 |
Sep09 |
080815 |
117.26 |
117.26 |
117.26 |
117.26 |
-0.55 |
0 |
6,505 |
-71 |
Oct09 |
080815 |
117.22 |
117.22 |
117.22 |
117.22 |
-0.54 |
0 |
3,267 |
+450 |
Nov09 |
080815 |
117.15 |
117.15 |
117.15 |
117.15 |
-0.53 |
0 |
4,977 |
+215 |
Total Volume and Open Interest |
299,889 |
547,706 |
+6,219 |
Gas Oil(ICE) |
Sep08 |
080815 |
1005.25 |
1018.00 |
988.50 |
991.25 |
-25.00 |
48,875 |
68,771 |
-230 |
Oct08 |
080815 |
1012.00 |
1024.75 |
996.25 |
998.50 |
-25.75 |
28,285 |
54,646 |
+1,889 |
Nov08 |
080815 |
1022.25 |
1031.25 |
1004.00 |
1005.50 |
-25.75 |
11,813 |
24,669 |
-85 |
Dec08 |
080815 |
1029.00 |
1037.75 |
1010.75 |
1012.50 |
-25.75 |
10,440 |
42,819 |
-697 |
Jan09 |
080815 |
1033.50 |
1036.00 |
1020.00 |
1020.75 |
-25.25 |
4,807 |
33,273 |
+707 |
Feb09 |
080815 |
1039.00 |
1044.00 |
1026.50 |
1026.50 |
-24.75 |
1,576 |
13,846 |
+198 |
Mar09 |
080815 |
1040.75 |
1045.25 |
1028.50 |
1028.50 |
-23.75 |
444 |
12,548 |
+116 |
Apr09 |
080815 |
1038.00 |
1043.50 |
1027.00 |
1027.75 |
-23.00 |
290 |
6,112 |
+78 |
May09 |
080815 |
1034.25 |
1041.50 |
1025.75 |
1026.25 |
-22.75 |
352 |
8,092 |
+48 |
Jun09 |
080815 |
1038.25 |
1040.75 |
1025.50 |
1025.50 |
-22.25 |
1,728 |
21,839 |
+225 |
Total Volume and Open Interest |
109,401 |
336,281 |
+2,548 |
Ethanol(CBOT) |
Aug08 |
080805 |
2.220 |
2.220 |
2.189 |
2.189 |
-0.056 |
27 |
191 |
-24 |
Sep08 |
080815 |
2.166 |
2.166 |
2.130 |
2.136 |
-0.113 |
83 |
271 |
+10 |
Oct08 |
080815 |
2.100 |
2.100 |
2.100 |
2.100 |
-0.120 |
34 |
226 |
+17 |
Nov08 |
080815 |
2.100 |
2.125 |
2.100 |
2.113 |
-0.102 |
19 |
233 |
-4 |
Dec08 |
080815 |
2.100 |
2.125 |
2.100 |
2.113 |
-0.102 |
17 |
170 |
-1 |
Jan09 |
080815 |
2.100 |
2.125 |
2.100 |
2.113 |
-0.102 |
67 |
126 |
-8 |
Feb09 |
080815 |
2.100 |
2.100 |
2.100 |
2.100 |
-0.100 |
53 |
95 |
-48 |
Mar09 |
080815 |
2.100 |
2.100 |
2.100 |
2.100 |
-0.100 |
53 |
140 |
-32 |
Total Volume and Open Interest |
646 |
2,455 |
-113 |
US Dollar Index(ICE) |
Sep08 |
080815 |
76.995 |
77.435 |
76.945 |
77.350 |
+0.515 |
8,224 |
35,637 |
+1,110 |
Dec08 |
080815 |
77.390 |
77.850 |
77.360 |
77.765 |
+0.505 |
197 |
2,175 |
-43 |
Mar09 |
080815 |
78.080 |
78.295 |
78.075 |
78.135 |
+0.505 |
5 |
100 |
+2 |
Total Volume and Open Interest |
11,463 |
36,883 |
+3,610 |
Australian Dollar(CME) |
Sep08 |
080815 |
86.67 |
86.76 |
85.75 |
86.29 |
-0.59 |
85 |
71,870 |
+411 |
Dec08 |
080815 |
85.75 |
86.01 |
84.93 |
85.42 |
-0.59 |
0 |
1,768 |
+14 |
Mar09 |
080815 |
84.30 |
85.17 |
84.30 |
84.60 |
-0.57 |
0 |
538 |
+0 |
Total Volume and Open Interest |
74,053 |
74,476 |
-329 |
British Pound(CME) |
Sep08 |
080815 |
186.48 |
186.48 |
184.71 |
185.86 |
-0.49 |
221 |
97,197 |
+1,333 |
Dec08 |
080815 |
184.91 |
185.19 |
183.54 |
184.65 |
-0.49 |
0 |
1,821 |
+100 |
Mar09 |
080815 |
183.45 |
183.94 |
182.60 |
183.45 |
-0.49 |
0 |
950 |
+0 |
Total Volume and Open Interest |
160,101 |
100,505 |
+686 |
Canadian Dollar(CME) |
Sep08 |
080815 |
93.87 |
94.83 |
93.47 |
94.34 |
+0.32 |
8 |
112,452 |
+2,974 |
Dec08 |
080815 |
93.74 |
94.39 |
93.43 |
94.29 |
+0.32 |
2 |
8,335 |
+185 |
Mar09 |
080815 |
94.00 |
94.38 |
93.65 |
94.33 |
+0.32 |
0 |
1,544 |
+41 |
Jun09 |
080815 |
94.40 |
94.40 |
93.85 |
94.40 |
+0.32 |
0 |
1,292 |
+0 |
Total Volume and Open Interest |
49,056 |
122,207 |
+1,053 |
Japanese Yen(CME) |
Sep08 |
080815 |
91.26 |
91.36 |
90.50 |
90.62 |
-0.64 |
299 |
183,432 |
+5,060 |
Dec08 |
080815 |
91.68 |
91.81 |
91.03 |
91.13 |
-0.64 |
0 |
23,000 |
+0 |
Mar09 |
080815 |
91.70 |
92.34 |
91.70 |
91.70 |
-0.64 |
0 |
548 |
+0 |
Total Volume and Open Interest |
167,325 |
206,382 |
-2,240 |
Swiss Franc(CME) |
Sep08 |
080815 |
91.44 |
91.44 |
90.86 |
91.13 |
-0.29 |
181 |
61,091 |
+3,571 |
Dec08 |
080815 |
91.30 |
91.50 |
90.96 |
91.20 |
-0.30 |
0 |
1,671 |
-19 |
Mar09 |
080815 |
91.32 |
91.63 |
91.28 |
91.32 |
-0.31 |
0 |
512 |
+0 |
Total Volume and Open Interest |
79,116 |
59,813 |
+1,501 |
EuroFX(CME) |
Sep08 |
080815 |
147.81 |
147.83 |
146.34 |
146.55 |
-1.33 |
279 |
145,382 |
+13,294 |
Dec08 |
080815 |
146.91 |
146.97 |
145.67 |
145.85 |
-1.33 |
4 |
4,398 |
+27 |
Mar09 |
080815 |
146.11 |
146.56 |
144.85 |
145.23 |
-1.33 |
0 |
426 |
+0 |
Total Volume and Open Interest |
285,711 |
138,269 |
-7,966 |
Mexican Peso(CME) |
Aug08 |
080815 |
981.5 |
982.2 |
981.5 |
981.5 |
-0.8 |
|
|
|
Sep08 |
080815 |
980.2 |
980.2 |
972.8 |
978.0 |
-0.8 |
200 |
86,814 |
-4,279 |
Total Volume and Open Interest |
17,891 |
106,407 |
+711 |
30-Year T-Bonds(CBOT) |
Sep08 |
080815 |
116~280 |
117~210 |
116~205 |
117~155 |
+0~185 |
266,839 |
840,959 |
+14,735 |
Dec08 |
080815 |
115~310 |
116~220 |
115~235 |
116~175 |
+0~185 |
4,898 |
17,800 |
+3,377 |
Mar09 |
080815 |
114~280 |
115~160 |
114~280 |
115~150 |
+0~185 |
9 |
25 |
+8 |
Total Volume and Open Interest |
252,270 |
841,466 |
-11,364 |
10-Year T-Notes(CBOT) |
Sep08 |
080815 |
115~260 |
116~145 |
115~210 |
116~030 |
+0~090 |
785,906 |
1,735,707 |
+14,530 |
Dec08 |
080815 |
114~155 |
115~070 |
114~155 |
114~280 |
+0~090 |
10,111 |
120,635 |
+4,285 |
Mar09 |
080815 |
113~280 |
113~280 |
113~190 |
113~280 |
+0~090 |
|
|
|
Total Volume and Open Interest |
839,055 |
1,839,693 |
-23,827 |
5-Year T-Notes(CBOT) |
Sep08 |
080815 |
111~124 |
112~056 |
111~110 |
112~020 |
+0~027 |
463,458 |
0 |
+0 |
Dec08 |
080815 |
111~037 |
111~102 |
111~037 |
111~073 |
+0~027 |
16,286 |
0 |
+0 |
Mar09 |
080815 |
111~060 |
111~060 |
111~034 |
111~060 |
+0~027 |
|
|
|
Total Volume and Open Interest |
511,557 |
1,577,252 |
-16,160 |
2 Year T-Notes(CBOT) |
Sep08 |
080815 |
106~024 |
106~053 |
106~017 |
106~036 |
+0~014 |
2,159 |
882,848 |
+9,779 |
Dec08 |
080815 |
105~105 |
105~125 |
105~105 |
105~116 |
+0~016 |
1,550 |
24,280 |
+4,555 |
Mar09 |
080815 |
105~116 |
105~116 |
105~101 |
105~116 |
+0~016 |
|
|
|
Total Volume and Open Interest |
228,095 |
893,943 |
-6,671 |
Eurodollars(CME) |
Sep08 |
080815 |
97.155 |
97.160 |
97.130 |
97.145 |
-0.010 |
6,801 |
1,376,229 |
-2,735 |
Dec08 |
080815 |
96.995 |
97.000 |
96.920 |
96.935 |
-0.045 |
7,205 |
1,697,327 |
+2,746 |
Mar09 |
080815 |
96.950 |
97.010 |
96.905 |
96.935 |
unch |
9,274 |
1,399,977 |
-21,034 |
Jun09 |
080815 |
96.805 |
96.895 |
96.760 |
96.815 |
+0.025 |
5,688 |
1,206,202 |
-12,987 |
Sep09 |
080815 |
96.600 |
96.700 |
96.545 |
96.620 |
+0.040 |
10,337 |
1,011,109 |
-4,163 |
Dec09 |
080815 |
96.320 |
96.425 |
96.270 |
96.345 |
+0.040 |
5,373 |
783,125 |
+407 |
Mar10 |
080815 |
96.095 |
96.195 |
96.040 |
96.120 |
+0.045 |
6,325 |
572,082 |
-2,656 |
Jun10 |
080815 |
95.870 |
95.970 |
95.820 |
95.905 |
+0.050 |
4,443 |
299,651 |
-5,891 |
Sep10 |
080815 |
95.685 |
95.785 |
95.640 |
95.725 |
+0.045 |
1,751 |
216,220 |
+1,583 |
Dec10 |
080815 |
95.530 |
95.635 |
95.495 |
95.575 |
+0.040 |
11,290 |
201,162 |
+1,417 |
Mar11 |
080815 |
95.480 |
95.560 |
95.425 |
95.505 |
+0.040 |
2,351 |
165,215 |
+3,031 |
Jun11 |
080815 |
95.415 |
95.495 |
95.355 |
95.435 |
+0.035 |
4,387 |
148,095 |
+4,708 |
Sep11 |
080815 |
95.320 |
95.440 |
95.300 |
95.380 |
+0.035 |
1,599 |
105,597 |
+910 |
Dec11 |
080815 |
95.270 |
95.380 |
95.255 |
95.320 |
+0.030 |
668 |
97,587 |
-764 |
Mar12 |
080815 |
95.235 |
95.340 |
95.220 |
95.290 |
+0.025 |
654 |
101,500 |
+141 |
Jun12 |
080815 |
95.190 |
95.285 |
95.175 |
95.240 |
+0.025 |
795 |
77,405 |
-507 |
Sep12 |
080815 |
95.175 |
95.230 |
95.125 |
95.195 |
+0.020 |
2,697 |
57,789 |
+1,761 |
Dec12 |
080815 |
95.130 |
95.190 |
95.065 |
95.140 |
+0.020 |
11,962 |
67,268 |
+3,884 |
Total Volume and Open Interest |
2,003,672 |
9,868,526 |
+17,915 |
30 Day Federal Funds(CBOT) |
Aug08 |
080815 |
97.990 |
97.993 |
97.988 |
97.990 |
-0.003 |
2 |
114,678 |
-87 |
Sep08 |
080815 |
97.985 |
97.990 |
97.980 |
97.985 |
+0.005 |
1 |
72,703 |
-583 |
Oct08 |
080815 |
97.965 |
97.970 |
97.960 |
97.965 |
unch |
1 |
112,669 |
+3,292 |
Nov08 |
080815 |
97.930 |
97.945 |
97.915 |
97.940 |
+0.010 |
0 |
145,811 |
-734 |
Dec08 |
080815 |
97.915 |
97.940 |
97.905 |
97.935 |
+0.020 |
235 |
63,429 |
-881 |
Jan09 |
080815 |
97.890 |
97.920 |
97.865 |
97.915 |
+0.025 |
0 |
27,768 |
+1,771 |
Total Volume and Open Interest |
50,239 |
574,235 |
-6,316 |
30 Day Fed Funds(e-CBOT) |
Aug08 |
080815 |
97.990 |
97.993 |
97.988 |
97.990 |
unch |
7,904 |
114,678 |
-87 |
Sep08 |
080815 |
97.985 |
97.990 |
97.980 |
97.985 |
+0.005 |
4,073 |
72,703 |
-583 |
Oct08 |
080815 |
97.965 |
97.970 |
97.960 |
97.965 |
unch |
6,797 |
112,669 |
+3,292 |
Nov08 |
080815 |
97.930 |
97.945 |
97.915 |
97.940 |
+0.015 |
7,927 |
145,811 |
-734 |
Dec08 |
080815 |
97.915 |
97.940 |
97.905 |
97.935 |
+0.020 |
5,368 |
63,429 |
-881 |
Jan09 |
080815 |
97.890 |
97.920 |
97.865 |
97.915 |
+0.020 |
6,528 |
27,768 |
+1,771 |
Total Volume and Open Interest |
44,768 |
570,290 |
-3,849 |
3-Mth Euro-Yen(CME) |
Sep08 |
080815 |
99.17 |
99.17 |
99.17 |
99.17 |
unch |
470 |
8,305 |
+80 |
Dec08 |
080815 |
99.21 |
99.21 |
99.21 |
99.21 |
unch |
303 |
3,185 |
+303 |
Mar09 |
080815 |
99.23 |
99.23 |
99.23 |
99.23 |
+0.01 |
5 |
1,902 |
+5 |
Jun09 |
080815 |
99.20 |
99.20 |
99.20 |
99.20 |
unch |
5 |
476 |
+1 |
Sep09 |
080815 |
99.16 |
99.16 |
99.16 |
99.16 |
+0.01 |
0 |
510 |
+0 |
Dec09 |
080815 |
99.10 |
99.10 |
99.10 |
99.10 |
+0.01 |
0 |
1 |
+0 |
Mar10 |
080815 |
98.99 |
98.99 |
98.99 |
98.99 |
+0.01 |
|
|
|
Jun10 |
080815 |
98.94 |
98.94 |
98.94 |
98.94 |
+0.01 |
|
|
|
Sep10 |
080815 |
98.90 |
98.90 |
98.90 |
98.90 |
unch |
|
|
|
Dec10 |
080815 |
98.99 |
98.99 |
98.99 |
98.99 |
unch |
|
|
|
Total Volume and Open Interest |
783 |
14,379 |
+389 |
3-Mth Euro-Yen(SGX) |
Sep08 |
080815 |
99.17 |
99.17 |
99.17 |
99.17 |
unch |
45 |
21,838 |
-39 |
Dec08 |
080815 |
99.21 |
99.24 |
99.21 |
99.21 |
unch |
247 |
18,331 |
-82 |
Mar09 |
080815 |
99.22 |
99.25 |
99.21 |
99.24 |
unch |
91 |
9,866 |
+11 |
Jun09 |
080815 |
99.20 |
99.24 |
99.19 |
99.21 |
unch |
80 |
4,355 |
-82 |
Sep09 |
080815 |
99.17 |
99.17 |
99.13 |
99.17 |
unch |
4 |
1,378 |
+0 |
Dec09 |
080815 |
99.10 |
99.10 |
99.09 |
99.10 |
unch |
0 |
525 |
+0 |
Mar10 |
080815 |
98.99 |
98.99 |
98.99 |
98.99 |
unch |
0 |
450 |
+0 |
Jun10 |
080815 |
98.94 |
98.94 |
98.94 |
98.94 |
unch |
0 |
450 |
+0 |
Total Volume and Open Interest |
467 |
61,547 |
+432 |
Japanese Gov't Bonds(SGX) |
Sep08 |
080815 |
137.82 |
137.89 |
136.90 |
137.65 |
-0.18 |
2,666 |
18,144 |
+373 |
Dec08 |
080815 |
137.52 |
137.52 |
137.40 |
137.52 |
-0.18 |
|
|
|
Mar09 |
080815 |
137.52 |
137.52 |
137.52 |
137.52 |
-0.18 |
|
|
|
Total Volume and Open Interest |
2,666 |
18,144 |
+32 |
Euro-Bund(EUREX) |
Sep08 |
080815 |
113.98 |
114.50 |
113.95 |
114.20 |
+0.25 |
792,198 |
1,249,806 |
+17,834 |
Dec08 |
080815 |
113.69 |
114.18 |
113.69 |
113.90 |
+0.24 |
2,261 |
8,119 |
+1,888 |
Mar09 |
080815 |
114.10 |
114.10 |
114.10 |
114.10 |
+0.25 |
|
|
|
Total Volume and Open Interest |
794,459 |
1,257,925 |
+19,722 |
Euro-Bobl(EUREX) |
Sep08 |
080815 |
108.53 |
108.80 |
108.44 |
108.59 |
+0.12 |
489,718 |
967,290 |
+2,114 |
Dec08 |
080815 |
108.69 |
108.85 |
108.69 |
108.75 |
+0.12 |
607 |
10,192 |
+605 |
Mar09 |
080815 |
108.59 |
108.59 |
108.59 |
108.59 |
+0.12 |
|
|
|
Total Volume and Open Interest |
490,325 |
977,482 |
+2,719 |
3-Mth Euribor(EUREX) |
Sep08 |
080815 |
95.015 |
95.015 |
95.000 |
95.005 |
-0.015 |
647 |
21,036 |
+462 |
Dec08 |
080815 |
95.010 |
95.010 |
94.965 |
94.965 |
-0.080 |
97 |
9,081 |
-82 |
Mar09 |
080815 |
95.350 |
95.355 |
95.340 |
95.345 |
-0.010 |
538 |
2,375 |
-248 |
Total Volume and Open Interest |
1,331 |
38,106 |
+151 |
Long Gilt(LIFFE) |
Sep08 |
080815 |
108~29 |
109~10 |
108~27 |
109~05 |
+0~14 |
89,298 |
341,034 |
-890 |
Dec08 |
080815 |
111~02 |
111~02 |
111~02 |
111~02 |
+0~14 |
0 |
50 |
+0 |
Total Volume and Open Interest |
93,666 |
341,974 |
+3,754 |
3-Mth Short Sterling(LIFFE) |
Sep08 |
080815 |
94.26 |
94.26 |
94.23 |
94.24 |
-0.01 |
48,255 |
401,503 |
+4,859 |
Dec08 |
080815 |
94.38 |
94.38 |
94.28 |
94.29 |
-0.07 |
105,991 |
467,682 |
-8,125 |
Mar09 |
080815 |
94.79 |
94.84 |
94.76 |
94.78 |
-0.02 |
101,758 |
515,209 |
+16,301 |
Jun09 |
080815 |
95.01 |
95.06 |
94.97 |
95.00 |
-0.01 |
75,669 |
395,760 |
+1,994 |
Sep09 |
080815 |
95.07 |
95.12 |
95.02 |
95.07 |
-0.01 |
56,064 |
241,394 |
+7,780 |
Dec09 |
080815 |
95.00 |
95.05 |
94.96 |
95.00 |
-0.01 |
59,124 |
226,394 |
-1,140 |
Total Volume and Open Interest |
932,484 |
2,510,679 |
-4,132 |
3-Mth Euribor(LIFFE) |
Sep08 |
080815 |
95.010 |
95.020 |
95.000 |
95.005 |
-0.015 |
81,758 |
676,338 |
-6,909 |
Dec08 |
080815 |
95.030 |
95.030 |
94.950 |
94.965 |
-0.080 |
131,614 |
621,879 |
-12,583 |
Mar09 |
080815 |
95.345 |
95.365 |
95.330 |
95.345 |
-0.010 |
135,222 |
528,566 |
+653 |
Total Volume and Open Interest |
738,871 |
3,505,857 |
-12,072 |
3-Mth Aus T-Bills(SFE) |
Sep08 |
080815 |
92.77 |
92.81 |
92.76 |
92.80 |
+0.02 |
11,760 |
428,240 |
+4,166 |
Dec08 |
080815 |
93.09 |
93.14 |
93.08 |
93.11 |
+0.02 |
14,077 |
373,673 |
+7,661 |
Mar09 |
080815 |
93.30 |
93.34 |
93.29 |
93.32 |
+0.01 |
5,998 |
168,592 |
+2,681 |
Jun09 |
080815 |
93.39 |
93.45 |
93.39 |
93.42 |
+0.03 |
4,828 |
130,598 |
+2,413 |
Sep09 |
080815 |
93.42 |
93.48 |
93.42 |
93.46 |
+0.03 |
2,100 |
62,692 |
+1,425 |
Dec09 |
080815 |
93.41 |
93.49 |
93.41 |
93.47 |
+0.04 |
1,155 |
48,788 |
+744 |
Mar10 |
080815 |
93.42 |
93.47 |
93.42 |
93.47 |
+0.05 |
325 |
21,978 |
-507 |
Jun10 |
080815 |
93.42 |
93.46 |
93.42 |
93.46 |
+0.04 |
746 |
12,634 |
+93 |
Sep10 |
080815 |
93.42 |
93.45 |
93.42 |
93.45 |
+0.04 |
379 |
3,102 |
-586 |
Dec10 |
080815 |
93.43 |
93.43 |
93.43 |
93.43 |
+0.04 |
1 |
1,872 |
+0 |
Total Volume and Open Interest |
54,225 |
1,253,569 |
+18,020 |
10-Year Aus T-Bonds(SFE) |
Sep08 |
080815 |
94.17 |
94.19 |
94.14 |
94.19 |
+0.05 |
19,322 |
480,775 |
-6,606 |
Dec08 |
080815 |
94.20 |
94.20 |
94.20 |
94.20 |
+0.05 |
|
|
|
Total Volume and Open Interest |
40,171 |
480,775 |
-6,606 |
3-Year Aus T-Bonds(SFE) |
Sep08 |
080815 |
94.27 |
94.31 |
94.25 |
94.31 |
+0.03 |
32,943 |
842,075 |
+18,519 |
Dec08 |
080815 |
94.38 |
94.38 |
94.38 |
94.38 |
+0.03 |
|
|
|
Total Volume and Open Interest |
62,390 |
842,075 |
+18,519 |
Gold(CMX) |
Aug08 |
080815 |
796.9 |
799.2 |
780.9 |
786.0 |
-22.2 |
67 |
297 |
-96 |
Oct08 |
080815 |
808.5 |
808.8 |
774.0 |
788.4 |
-22.3 |
7,594 |
30,657 |
+55 |
Dec08 |
080815 |
812.3 |
812.6 |
777.7 |
792.1 |
-22.4 |
161,415 |
230,665 |
+1,847 |
Feb09 |
080815 |
809.0 |
809.0 |
782.2 |
796.3 |
-22.5 |
790 |
20,007 |
+134 |
Apr09 |
080815 |
807.2 |
807.2 |
793.2 |
800.1 |
-22.6 |
227 |
14,514 |
+195 |
Jun09 |
080815 |
810.0 |
810.0 |
795.7 |
803.9 |
-22.8 |
862 |
21,288 |
-226 |
Aug09 |
080815 |
825.4 |
825.4 |
808.0 |
808.0 |
-22.9 |
499 |
11,838 |
+351 |
Oct09 |
080815 |
836.5 |
836.5 |
808.9 |
812.2 |
-23.1 |
330 |
2,361 |
+322 |
Dec09 |
080815 |
837.0 |
837.0 |
809.1 |
816.5 |
-23.4 |
627 |
13,409 |
-275 |
Feb10 |
080815 |
821.3 |
821.3 |
821.3 |
821.3 |
-23.6 |
12 |
102 |
+0 |
Apr10 |
080815 |
826.2 |
826.2 |
826.2 |
826.2 |
-23.9 |
10 |
16 |
+0 |
Jun10 |
080815 |
850.0 |
850.0 |
827.0 |
831.2 |
-24.2 |
53 |
3,439 |
+0 |
Total Volume and Open Interest |
178,908 |
369,256 |
+3,645 |
Silver(CMX) |
Sep08 |
080815 |
1417.0 |
1419.0 |
1220.0 |
1281.5 |
-141.5 |
41,941 |
44,859 |
-790 |
Dec08 |
080815 |
1430.0 |
1432.0 |
1230.5 |
1293.0 |
-143.0 |
10,571 |
57,957 |
+2,100 |
Mar09 |
080815 |
1405.0 |
1405.0 |
1266.0 |
1304.5 |
-144.1 |
283 |
7,478 |
+107 |
May09 |
080815 |
1345.0 |
1345.0 |
1310.0 |
1311.5 |
-144.9 |
10 |
5,090 |
+0 |
Jul09 |
080815 |
1314.0 |
1318.5 |
1314.0 |
1318.5 |
-145.7 |
27 |
6,655 |
+0 |
Sep09 |
080815 |
1465.5 |
1465.5 |
1325.2 |
1325.2 |
-146.5 |
20 |
1,557 |
+2 |
Dec09 |
080815 |
1475.0 |
1475.0 |
1299.0 |
1336.2 |
-147.7 |
172 |
7,838 |
+0 |
Total Volume and Open Interest |
52,710 |
138,449 |
-1,645 |
Platinum(NYMEX) |
Oct08 |
080815 |
1491.0 |
1491.0 |
1345.0 |
1388.2 |
-100.9 |
1,227 |
11,781 |
-120 |
Jan09 |
080815 |
1482.0 |
1485.0 |
1375.0 |
1397.6 |
-100.3 |
21 |
639 |
+5 |
Apr09 |
080815 |
1406.6 |
1406.6 |
1406.6 |
1406.6 |
-96.8 |
1 |
1 |
+0 |
Total Volume and Open Interest |
2,560 |
12,536 |
+278 |
Palladium(NYMEX) |
Sep08 |
080815 |
308.50 |
308.50 |
282.80 |
284.80 |
-23.20 |
1,161 |
9,670 |
-312 |
Dec08 |
080815 |
306.55 |
306.55 |
285.00 |
286.80 |
-23.80 |
262 |
3,857 |
+178 |
Mar09 |
080815 |
292.60 |
292.60 |
290.55 |
290.55 |
-23.85 |
1 |
57 |
+1 |
Total Volume and Open Interest |
2,432 |
13,717 |
-257 |
Copper(CMX) |
Sep08 |
080815 |
332.00 |
334.75 |
323.50 |
332.25 |
+1.75 |
14,649 |
33,321 |
-1,309 |
Dec08 |
080815 |
331.00 |
334.00 |
323.10 |
331.45 |
+1.65 |
7,063 |
40,140 |
+587 |
Mar09 |
080815 |
324.95 |
332.00 |
323.00 |
330.30 |
+1.35 |
1,214 |
10,071 |
-51 |
May09 |
080815 |
327.80 |
331.20 |
326.85 |
329.40 |
+1.25 |
55 |
1,344 |
-4 |
Jul09 |
080815 |
322.00 |
328.50 |
322.00 |
328.50 |
+1.15 |
36 |
852 |
-4 |
Total Volume and Open Interest |
35,320 |
97,241 |
-3,130 |
Aluminum(CMX) |
Aug08 |
080815 |
1.27 |
1.27 |
1.27 |
1.27 |
-124.73 |
|
|
|
Sep08 |
080815 |
1.27 |
1.27 |
1.27 |
1.27 |
-125.48 |
|
|
|
Oct08 |
080815 |
1.28 |
1.28 |
1.28 |
1.28 |
-126.22 |
|
|
|
Nov08 |
080815 |
1.29 |
1.29 |
1.29 |
1.29 |
-126.96 |
|
|
|
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 |
080815 |
11629 |
11710 |
11600 |
11663 |
+45 |
2,687 |
32,300 |
+294 |
Dec08 |
080815 |
11685 |
11685 |
11612 |
11661 |
+46 |
3 |
2,036 |
+1 |
Mar09 |
080815 |
11676 |
11676 |
11631 |
11676 |
+45 |
0 |
3 |
+0 |
Jun09 |
080815 |
11692 |
11692 |
11645 |
11692 |
+47 |
|
|
|
Total Volume and Open Interest |
4,232 |
34,124 |
-832 |
S & P 500(CME) |
Sep08 |
080815 |
1293.80 |
1302.20 |
1291.00 |
1299.70 |
+5.90 |
20,163 |
538,845 |
-653 |
Dec08 |
080815 |
1302.00 |
1303.50 |
1293.80 |
1301.40 |
+6.00 |
88 |
26,867 |
-108 |
Mar09 |
080815 |
1303.40 |
1303.40 |
1300.40 |
1303.40 |
+6.00 |
2 |
889 |
-2 |
Jun09 |
080815 |
1307.00 |
1307.00 |
1304.00 |
1307.00 |
+6.00 |
2 |
645 |
-2 |
Total Volume and Open Interest |
36,086 |
569,593 |
-3,264 |
S & P 500 E-Mini(Globex) |
Sep08 |
080815 |
1293.50 |
1302.50 |
1290.50 |
1299.75 |
+6.00 |
1,883,891 |
2,372,101 |
+7,398 |
Dec08 |
080815 |
1295.50 |
1303.75 |
1292.50 |
1301.50 |
+6.00 |
3,550 |
64,965 |
+776 |
Total Volume and Open Interest |
2,187,763 |
2,462,032 |
-2,160 |
NASDAQ 100(CME) |
Sep08 |
080815 |
1965.30 |
1977.00 |
1951.00 |
1965.50 |
-0.30 |
4,857 |
32,264 |
+2,355 |
Dec08 |
080815 |
1974.30 |
1974.50 |
1974.30 |
1974.30 |
-0.50 |
0 |
31 |
+0 |
Mar09 |
080815 |
1981.80 |
1982.00 |
1981.80 |
1981.80 |
-0.50 |
0 |
13 |
+0 |
Total Volume and Open Interest |
2,939 |
30,028 |
-31 |
NASDAQ 100 E-Mini(Globex) |
Sep08 |
080815 |
1966.00 |
1977.30 |
1952.50 |
1965.50 |
-0.30 |
440,377 |
356,085 |
+13,779 |
Dec08 |
080815 |
1977.00 |
1985.30 |
1961.50 |
1974.30 |
-0.50 |
373 |
4,738 |
+80 |
Total Volume and Open Interest |
444,535 |
348,397 |
+13,618 |
S & P Midcap 400(CME) |
Sep08 |
080815 |
827.25 |
828.00 |
820.00 |
824.80 |
+1.70 |
54 |
5,426 |
+8 |
Dec08 |
080815 |
826.20 |
826.20 |
823.50 |
826.20 |
+1.70 |
0 |
2 |
+0 |
Mar09 |
080815 |
833.50 |
833.50 |
830.80 |
833.50 |
+1.70 |
|
|
|
Total Volume and Open Interest |
56 |
5,420 |
+41 |
Russell 2000(CME) |
Sep08 |
080815 |
756.90 |
763.50 |
746.50 |
754.70 |
-0.30 |
331 |
31,023 |
-77 |
Total Volume and Open Interest |
1,176 |
31,100 |
+1,014 |
Russell 2000 E-Mini(Globex) |
Sep08 |
080815 |
754.80 |
764.10 |
746.00 |
754.70 |
-0.30 |
220,842 |
567,432 |
-3,095 |
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 |
080815 |
12995 |
13045 |
12920 |
13010 |
+50 |
76,886 |
225,875 |
+8,755 |
Dec08 |
080815 |
12940 |
12990 |
12880 |
12965 |
+60 |
467 |
876 |
-55 |
Total Volume and Open Interest |
77,353 |
226,991 |
+8,700 |
Nikkei 225(SGX) |
Sep08 |
080815 |
12995 |
13045 |
12920 |
13010 |
+50 |
76,886 |
225,875 |
+8,755 |
Dec08 |
080815 |
12940 |
12990 |
12880 |
12965 |
+60 |
467 |
876 |
-55 |
Mar09 |
080815 |
12975 |
12975 |
12975 |
12975 |
+60 |
|
|
|
Total Volume and Open Interest |
77,353 |
226,991 |
+8,700 |
CAC 40(EURONEXT) |
Aug08 |
080815 |
4447.0 |
4497.5 |
4419.0 |
4453.0 |
+32.5 |
140,374 |
449,430 |
-154,373 |
Sep08 |
080815 |
4453.0 |
4509.0 |
4430.0 |
4463.0 |
+32.0 |
60,776 |
391,734 |
+19,090 |
Oct08 |
080815 |
4488.0 |
4519.0 |
4454.0 |
4476.5 |
+31.5 |
0 |
21 |
+0 |
Total Volume and Open Interest |
439,313 |
977,621 |
+79,717 |
Hang Seng Index(HKFE) |
Aug08 |
080815 |
21450 |
21455 |
20905 |
21021 |
-316 |
8,970 |
81,005 |
+73,007 |
Sep08 |
080815 |
21355 |
21355 |
20843 |
20951 |
-316 |
231 |
523 |
-400 |
Total Volume and Open Interest |
9,218 |
81,628 |
+72,666 |
DAX(EUREX) |
Sep08 |
080815 |
6490.0 |
6543.5 |
6417.0 |
6476.5 |
+3.0 |
158,662 |
237,806 |
-147 |
Dec08 |
080815 |
6573.0 |
6616.0 |
6491.5 |
6550.0 |
+3.0 |
860 |
13,930 |
+437 |
Mar09 |
080815 |
6660.0 |
6689.0 |
6572.5 |
6624.5 |
+3.0 |
255 |
4,371 |
+33 |
Total Volume and Open Interest |
179,489 |
255,784 |
+3,692 |
FT-SE 100(EURONEXT) |
Sep08 |
080815 |
5529.00 |
5550.00 |
5431.00 |
5449.00 |
-54.50 |
105,328 |
498,766 |
-530 |
Dec08 |
080815 |
5552.00 |
5573.00 |
5470.00 |
5483.00 |
-55.00 |
239 |
12,864 |
+85 |
Mar09 |
080815 |
5486.00 |
5486.00 |
5486.00 |
5486.00 |
-54.50 |
5 |
4,052 |
+0 |
Total Volume and Open Interest |
109,604 |
516,127 |
-4,322 |
SPI 200(SFE) |
Sep08 |
080815 |
4930.0 |
4973.0 |
4903.0 |
4938.0 |
+9.0 |
35,082 |
259,962 |
+12,162 |
Dec08 |
080815 |
4988.0 |
4989.0 |
4978.0 |
4981.0 |
+9.0 |
143 |
2,703 |
+44 |
Mar09 |
080815 |
4982.0 |
4982.0 |
4982.0 |
4982.0 |
+10.0 |
0 |
877 |
+11 |
Total Volume and Open Interest |
39,221 |
264,381 |
+12,178 |
GSCI(CME) |
Sep08 |
080815 |
46.94 |
47.14 |
36.44 |
44.64 |
-8.90 |
1,168 |
14,134 |
+438 |
Oct08 |
080815 |
48.64 |
48.64 |
43.64 |
48.64 |
-10.50 |
|
|
|
Nov08 |
080815 |
53.64 |
53.64 |
53.64 |
53.64 |
|
|
|
|
RJ/CRB Index(ICE) |
Nov08 |
080815 |
515.95 |
515.95 |
510.00 |
510.25 |
-16.75 |
37 |
896 |
-2 |
Jan09 |
080815 |
517.75 |
517.75 |
517.25 |
517.25 |
-16.75 |
1 |
406 |
+1 |
Feb09 |
080815 |
518.40 |
518.40 |
517.25 |
517.25 |
-16.75 |
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. |
|
|