|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue October 14, 2008 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov08 |
081014 |
936.50 |
958.00 |
893.25 |
896.00 |
-32.00 |
103,546 |
130,196 |
-3,094 |
Jan09 |
081014 |
950.50 |
972.50 |
908.25 |
911.25 |
-32.25 |
36,464 |
119,402 |
+12,169 |
Mar09 |
081014 |
959.50 |
985.00 |
922.75 |
924.75 |
-32.00 |
7,358 |
30,289 |
+1,064 |
May09 |
081014 |
978.75 |
993.00 |
935.25 |
935.75 |
-31.00 |
2,964 |
16,039 |
+457 |
Jul09 |
081014 |
982.00 |
1000.75 |
943.75 |
943.75 |
-30.25 |
4,951 |
23,695 |
+1,334 |
Aug09 |
081014 |
961.25 |
977.00 |
946.25 |
946.25 |
-30.75 |
46 |
1,188 |
+15 |
Sep09 |
081014 |
980.00 |
984.50 |
946.00 |
946.00 |
-29.00 |
48 |
516 |
+5 |
Nov09 |
081014 |
987.75 |
1006.75 |
945.00 |
946.00 |
-29.00 |
3,136 |
40,490 |
+285 |
Jan10 |
081014 |
953.00 |
984.00 |
953.00 |
953.00 |
-31.00 |
4 |
32 |
+0 |
Mar10 |
081014 |
956.00 |
988.00 |
956.00 |
956.00 |
-32.00 |
0 |
5 |
+0 |
May10 |
081014 |
958.00 |
990.00 |
958.00 |
958.00 |
-32.00 |
|
|
|
Jul10 |
081014 |
963.00 |
994.00 |
963.00 |
963.00 |
-31.00 |
0 |
11 |
+0 |
Total Volume and Open Interest |
158,658 |
367,055 |
+12,204 |
Soybean Meal(CBOT) |
Oct08 |
081014 |
271.40 |
271.40 |
252.00 |
254.50 |
+2.40 |
486 |
336 |
-230 |
Dec08 |
081014 |
259.50 |
267.00 |
247.00 |
247.50 |
-9.20 |
21,512 |
79,668 |
-2,272 |
Jan09 |
081014 |
260.70 |
269.10 |
249.50 |
250.10 |
-9.00 |
1,829 |
15,111 |
+207 |
Mar09 |
081014 |
265.50 |
271.00 |
254.60 |
254.60 |
-8.90 |
3,069 |
16,244 |
+85 |
May09 |
081014 |
272.30 |
275.70 |
257.70 |
257.70 |
-9.00 |
1,272 |
10,458 |
-3 |
Jul09 |
081014 |
273.00 |
277.60 |
260.50 |
260.50 |
-8.90 |
1,646 |
14,831 |
+284 |
Aug09 |
081014 |
279.20 |
279.20 |
261.50 |
261.50 |
-8.90 |
305 |
3,911 |
+59 |
Sep09 |
081014 |
277.80 |
277.80 |
262.00 |
262.00 |
-8.90 |
115 |
2,792 |
+37 |
Oct09 |
081014 |
279.20 |
279.20 |
262.50 |
262.50 |
-7.00 |
34 |
1,374 |
+4 |
Dec09 |
081014 |
271.10 |
281.00 |
264.00 |
264.00 |
-7.00 |
119 |
6,994 |
-13 |
Total Volume and Open Interest |
30,396 |
151,928 |
-1,833 |
Soybean Oil(CBOT) |
Oct08 |
081014 |
38.52 |
38.90 |
37.95 |
38.40 |
-0.50 |
943 |
254 |
-284 |
Dec08 |
081014 |
39.51 |
40.36 |
37.95 |
38.00 |
-1.21 |
42,526 |
121,579 |
-582 |
Jan09 |
081014 |
40.62 |
40.80 |
38.40 |
38.53 |
-1.22 |
14,082 |
48,582 |
+7,856 |
Mar09 |
081014 |
40.63 |
41.28 |
38.90 |
39.04 |
-1.20 |
4,604 |
27,797 |
+456 |
May09 |
081014 |
41.59 |
41.60 |
39.30 |
39.41 |
-1.18 |
1,216 |
14,973 |
-125 |
Jul09 |
081014 |
41.60 |
41.60 |
39.60 |
39.67 |
-1.19 |
1,304 |
22,339 |
+124 |
Aug09 |
081014 |
40.47 |
41.12 |
39.75 |
39.85 |
-1.20 |
164 |
3,241 |
+88 |
Sep09 |
081014 |
41.23 |
41.29 |
39.40 |
39.97 |
-1.19 |
115 |
2,751 |
+57 |
Oct09 |
081014 |
40.33 |
41.20 |
40.00 |
40.00 |
-1.16 |
32 |
2,476 |
+12 |
Dec09 |
081014 |
40.30 |
41.35 |
40.15 |
40.15 |
-1.11 |
63 |
17,546 |
-8 |
Total Volume and Open Interest |
65,049 |
265,646 |
+7,594 |
Canola(WCE) |
Nov08 |
081014 |
429.0 |
443.3 |
407.5 |
408.9 |
-5.5 |
4,538 |
22,750 |
-3,141 |
Jan09 |
081014 |
447.7 |
452.0 |
417.0 |
417.9 |
-5.5 |
4,574 |
51,016 |
+1,851 |
Mar09 |
081014 |
456.3 |
460.7 |
426.1 |
427.0 |
-5.3 |
1,485 |
6,144 |
+799 |
May09 |
081014 |
463.3 |
467.8 |
435.9 |
435.9 |
-4.0 |
66 |
3,448 |
+67 |
Jul09 |
081014 |
468.8 |
473.9 |
442.7 |
444.2 |
-3.4 |
80 |
3,222 |
-67 |
Total Volume and Open Interest |
10,786 |
91,653 |
-491 |
Corn(CBOT) |
Dec08 |
081014 |
418.25 |
428.50 |
410.50 |
411.25 |
-0.25 |
105,583 |
469,199 |
-3,738 |
Mar09 |
081014 |
437.00 |
446.00 |
428.50 |
429.00 |
-0.50 |
27,170 |
198,490 |
+2,298 |
May09 |
081014 |
448.00 |
458.00 |
440.25 |
440.75 |
-0.50 |
5,945 |
50,932 |
+803 |
Jul09 |
081014 |
460.00 |
468.00 |
451.25 |
451.75 |
-0.25 |
9,438 |
106,611 |
-125 |
Sep09 |
081014 |
469.00 |
472.00 |
459.75 |
459.75 |
-0.25 |
804 |
21,191 |
+71 |
Dec09 |
081014 |
474.00 |
485.00 |
466.00 |
467.00 |
+0.50 |
13,207 |
112,279 |
+700 |
Mar10 |
081014 |
490.00 |
490.00 |
480.00 |
480.50 |
+0.50 |
172 |
8,421 |
-19 |
May10 |
081014 |
499.00 |
499.00 |
485.50 |
486.00 |
+0.50 |
0 |
413 |
+0 |
Jul10 |
081014 |
500.00 |
500.00 |
491.00 |
491.00 |
+0.50 |
39 |
2,071 |
+30 |
Total Volume and Open Interest |
162,965 |
996,877 |
-27 |
Wheat(CBOT) |
Dec08 |
081014 |
597.00 |
609.50 |
570.00 |
573.00 |
-15.50 |
27,602 |
156,322 |
-3,140 |
Mar09 |
081014 |
619.00 |
625.00 |
591.00 |
593.75 |
-15.25 |
4,242 |
52,945 |
-364 |
May09 |
081014 |
631.25 |
638.00 |
605.75 |
607.50 |
-15.00 |
456 |
5,789 |
-42 |
Jul09 |
081014 |
645.00 |
653.75 |
618.50 |
620.75 |
-14.00 |
957 |
38,759 |
+29 |
Sep09 |
081014 |
660.75 |
660.75 |
635.50 |
637.75 |
-12.75 |
63 |
2,611 |
-12 |
Dec09 |
081014 |
682.75 |
688.75 |
659.25 |
659.25 |
-13.00 |
571 |
15,356 |
+514 |
Total Volume and Open Interest |
33,987 |
278,058 |
-3,021 |
Wheat(KCBT) |
Dec08 |
081014 |
650.00 |
650.00 |
611.00 |
613.00 |
-14.25 |
5,486 |
49,168 |
-683 |
Mar09 |
081014 |
650.00 |
664.25 |
631.50 |
631.50 |
-14.00 |
1,784 |
15,876 |
-42 |
May09 |
081014 |
666.25 |
667.00 |
644.00 |
644.50 |
-14.00 |
263 |
4,808 |
-22 |
Jul09 |
081014 |
669.00 |
680.00 |
647.50 |
648.50 |
-16.50 |
504 |
14,004 |
-92 |
Sep09 |
081014 |
686.50 |
686.50 |
661.50 |
661.50 |
-16.50 |
33 |
2,390 |
+10 |
Dec09 |
081014 |
706.00 |
706.00 |
680.00 |
680.00 |
-16.50 |
27 |
2,610 |
-190 |
Total Volume and Open Interest |
8,126 |
90,393 |
-1,019 |
Wheat(MGE) |
Dec08 |
081014 |
670.00 |
678.00 |
652.00 |
653.75 |
-9.25 |
1,623 |
13,636 |
-13 |
Mar09 |
081014 |
675.00 |
682.00 |
662.75 |
664.50 |
-5.75 |
1,032 |
11,468 |
+175 |
May09 |
081014 |
686.00 |
686.75 |
672.75 |
674.25 |
-3.75 |
235 |
4,242 |
-28 |
Jul09 |
081014 |
687.50 |
694.25 |
680.75 |
682.00 |
-3.25 |
104 |
1,272 |
-104 |
Sep09 |
081014 |
693.00 |
699.75 |
681.75 |
684.25 |
-2.00 |
61 |
2,751 |
-85 |
Total Volume and Open Interest |
3,249 |
35,049 |
-205 |
Oats(CBOT) |
Dec08 |
081014 |
299.25 |
309.00 |
292.00 |
292.00 |
-1.00 |
532 |
8,733 |
-174 |
Mar09 |
081014 |
319.75 |
321.00 |
309.00 |
309.00 |
-1.00 |
129 |
2,822 |
+22 |
May09 |
081014 |
327.00 |
334.00 |
320.50 |
320.50 |
-1.00 |
11 |
1,727 |
-5 |
Jul09 |
081014 |
332.00 |
333.00 |
332.00 |
332.00 |
-1.00 |
10 |
398 |
+0 |
Total Volume and Open Interest |
820 |
15,422 |
-105 |
Rough Rice(CBOT) |
Nov08 |
081014 |
16.15 |
16.15 |
15.77 |
15.81 |
-0.45 |
359 |
4,020 |
-72 |
Jan09 |
081014 |
16.33 |
16.40 |
16.09 |
16.13 |
-0.46 |
174 |
2,991 |
+61 |
Mar09 |
081014 |
16.50 |
16.91 |
16.44 |
16.45 |
-0.45 |
24 |
797 |
+10 |
May09 |
081014 |
17.20 |
17.20 |
16.76 |
16.79 |
-0.44 |
94 |
399 |
+51 |
Total Volume and Open Interest |
685 |
8,377 |
+51 |
Live Cattle(CME) |
Oct08 |
081014 |
91.400 |
92.400 |
91.100 |
91.535 |
+0.535 |
5,251 |
13,047 |
-2,139 |
Dec08 |
081014 |
93.650 |
94.680 |
93.000 |
93.350 |
+0.350 |
19,562 |
121,199 |
-130 |
Feb09 |
081014 |
94.035 |
95.100 |
93.550 |
93.900 |
+0.450 |
6,466 |
54,735 |
+1,107 |
Apr09 |
081014 |
94.930 |
95.830 |
94.350 |
94.635 |
+0.235 |
2,492 |
24,948 |
+230 |
Jun09 |
081014 |
92.000 |
93.000 |
91.135 |
91.535 |
+0.235 |
1,672 |
14,029 |
+379 |
Aug09 |
081014 |
92.580 |
92.600 |
92.000 |
92.230 |
+0.180 |
219 |
2,972 |
+42 |
Total Volume and Open Interest |
35,879 |
233,279 |
-425 |
Feeder Cattle(CME) |
Oct08 |
081014 |
98.150 |
98.200 |
97.135 |
97.200 |
+0.250 |
632 |
2,731 |
-268 |
Nov08 |
081014 |
97.500 |
98.000 |
96.300 |
97.050 |
+0.870 |
3,975 |
7,676 |
-839 |
Jan09 |
081014 |
97.650 |
98.250 |
96.850 |
97.350 |
+0.520 |
3,523 |
10,764 |
+1,601 |
Mar09 |
081014 |
98.500 |
99.200 |
98.285 |
98.950 |
+0.800 |
54 |
1,290 |
+0 |
Apr09 |
081014 |
99.600 |
99.600 |
99.100 |
99.250 |
+0.550 |
77 |
547 |
+7 |
May09 |
081014 |
101.100 |
101.100 |
100.000 |
100.000 |
+0.600 |
42 |
695 |
+10 |
Aug09 |
081014 |
102.000 |
102.800 |
102.000 |
102.100 |
+0.300 |
28 |
146 |
+5 |
Total Volume and Open Interest |
8,332 |
23,874 |
+516 |
Lean Hogs(CME) |
Oct08 |
081014 |
65.700 |
65.800 |
65.550 |
65.625 |
-0.350 |
2,037 |
7,814 |
-1,211 |
Dec08 |
081014 |
61.600 |
61.750 |
60.200 |
60.500 |
-0.600 |
12,447 |
85,046 |
-2,298 |
Feb09 |
081014 |
67.000 |
67.500 |
66.050 |
66.430 |
-0.105 |
5,091 |
33,142 |
+216 |
Apr09 |
081014 |
72.900 |
73.400 |
72.135 |
72.580 |
-0.145 |
1,498 |
25,717 |
+342 |
May09 |
081014 |
79.000 |
79.400 |
78.550 |
79.300 |
+0.300 |
13 |
1,108 |
+2 |
Jun09 |
081014 |
81.400 |
82.050 |
81.000 |
81.850 |
+0.565 |
920 |
16,144 |
+259 |
Jul09 |
081014 |
80.450 |
80.450 |
79.800 |
80.250 |
+0.150 |
199 |
2,007 |
+59 |
Aug09 |
081014 |
77.350 |
77.950 |
77.300 |
77.700 |
+0.400 |
58 |
1,673 |
+7 |
Total Volume and Open Interest |
22,461 |
173,803 |
+591 |
Class III Milk(CME) |
Oct08 |
081014 |
16.91 |
16.97 |
16.89 |
16.90 |
+0.01 |
23 |
4,236 |
-2 |
Nov08 |
081014 |
15.79 |
15.99 |
15.75 |
15.90 |
+0.15 |
27 |
4,837 |
-2 |
Dec08 |
081014 |
15.50 |
15.59 |
15.45 |
15.50 |
-0.01 |
171 |
4,951 |
+68 |
Jan09 |
081014 |
15.25 |
15.30 |
15.19 |
15.25 |
-0.02 |
90 |
3,024 |
-12 |
Feb09 |
081014 |
15.30 |
15.31 |
15.20 |
15.24 |
-0.07 |
131 |
2,575 |
+45 |
Total Volume and Open Interest |
711 |
35,803 |
+155 |
Cocoa(ICE) |
Dec08 |
081014 |
2297 |
2330 |
2297 |
2307 |
+30 |
4,872 |
49,802 |
-1,656 |
Mar09 |
081014 |
2338 |
2356 |
2330 |
2336 |
+28 |
1,649 |
31,031 |
-265 |
May09 |
081014 |
2359 |
2373 |
2353 |
2357 |
+28 |
392 |
14,605 |
+585 |
Jul09 |
081014 |
2376 |
2381 |
2371 |
2371 |
+29 |
83 |
6,067 |
-28 |
Sep09 |
081014 |
2389 |
2389 |
2384 |
2384 |
+31 |
26 |
2,872 |
+7 |
Dec09 |
081014 |
2395 |
2395 |
2386 |
2394 |
+31 |
26 |
6,823 |
+0 |
Mar10 |
081014 |
2393 |
2393 |
2391 |
2391 |
+28 |
39 |
2,244 |
+39 |
Total Volume and Open Interest |
7,087 |
115,261 |
-1,318 |
Coffee "C"(ICE) |
Dec08 |
081014 |
118.95 |
121.10 |
118.35 |
118.95 |
+1.30 |
7,970 |
77,707 |
-2,668 |
Mar09 |
081014 |
123.10 |
125.85 |
123.10 |
123.80 |
+1.30 |
1,991 |
30,495 |
-978 |
May09 |
081014 |
127.00 |
128.25 |
126.25 |
126.80 |
+1.30 |
706 |
14,027 |
-64 |
Jul09 |
081014 |
129.90 |
130.95 |
129.50 |
129.55 |
+1.25 |
228 |
3,596 |
-114 |
Sep09 |
081014 |
132.15 |
133.00 |
132.00 |
132.00 |
+1.25 |
84 |
1,957 |
-35 |
Dec09 |
081014 |
136.00 |
136.20 |
135.00 |
135.30 |
+1.40 |
326 |
2,517 |
-154 |
Total Volume and Open Interest |
11,315 |
131,667 |
-4,003 |
Orange Juice(ICE) |
Nov08 |
081014 |
78.00 |
81.80 |
78.00 |
81.05 |
+2.95 |
959 |
14,179 |
-228 |
Jan09 |
081014 |
83.40 |
85.60 |
82.20 |
84.95 |
+2.90 |
567 |
10,011 |
+323 |
Mar09 |
081014 |
86.30 |
89.55 |
86.30 |
88.70 |
+2.95 |
124 |
5,696 |
+3 |
May09 |
081014 |
91.05 |
93.15 |
91.05 |
92.30 |
+2.80 |
2 |
1,533 |
+1 |
Jul09 |
081014 |
95.90 |
95.90 |
95.90 |
95.90 |
+2.80 |
0 |
405 |
+0 |
Sep09 |
081014 |
98.90 |
98.90 |
98.90 |
98.90 |
+2.80 |
0 |
102 |
+0 |
Total Volume and Open Interest |
1,653 |
32,262 |
+100 |
Sugar #11(ICE) |
Mar09 |
081014 |
11.81 |
12.09 |
11.64 |
11.71 |
+0.01 |
28,948 |
310,707 |
+345 |
May09 |
081014 |
11.91 |
12.27 |
11.87 |
11.94 |
+0.04 |
7,324 |
94,052 |
+683 |
Jul09 |
081014 |
12.06 |
12.31 |
11.97 |
12.02 |
+0.03 |
5,005 |
104,316 |
-1,759 |
Oct09 |
081014 |
12.47 |
12.67 |
12.36 |
12.41 |
+0.04 |
1,121 |
67,651 |
-275 |
Mar10 |
081014 |
12.98 |
13.18 |
12.86 |
12.91 |
+0.07 |
500 |
45,851 |
-85 |
Total Volume and Open Interest |
43,483 |
670,979 |
-1,097 |
London Cocoa(LCE) |
Dec08 |
081014 |
1370 |
1380 |
1361 |
1370 |
+3 |
4,421 |
78,759 |
-2,171 |
Mar09 |
081014 |
1405 |
1409 |
1392 |
1401 |
+5 |
3,327 |
65,195 |
-255 |
May09 |
081014 |
1410 |
1414 |
1403 |
1410 |
+5 |
989 |
27,207 |
-144 |
Jul09 |
081014 |
1419 |
1420 |
1415 |
1420 |
+5 |
568 |
8,632 |
+480 |
Sep09 |
081014 |
1425 |
1430 |
1425 |
1430 |
+5 |
106 |
6,517 |
+74 |
Dec09 |
081014 |
1427 |
1438 |
1427 |
1438 |
unch |
2 |
2,812 |
+0 |
Mar10 |
081014 |
1445 |
1445 |
1445 |
1445 |
unch |
0 |
257 |
+0 |
Total Volume and Open Interest |
15,387 |
195,427 |
+0 |
London Sugar(LCE) |
Dec08 |
081014 |
338.60 |
342.80 |
332.00 |
337.10 |
+2.10 |
4,124 |
16,426 |
-655 |
Mar09 |
081014 |
350.00 |
350.00 |
340.00 |
345.50 |
+2.20 |
2,184 |
23,417 |
+92 |
May09 |
081014 |
353.50 |
353.80 |
345.50 |
349.10 |
+1.20 |
251 |
6,935 |
+89 |
Aug09 |
081014 |
356.00 |
356.80 |
350.00 |
353.10 |
+0.70 |
9 |
5,916 |
+9 |
Oct09 |
081014 |
356.00 |
359.80 |
355.00 |
358.00 |
+1.60 |
0 |
3,009 |
+0 |
Total Volume and Open Interest |
6,568 |
56,706 |
-465 |
Cotton(ICE) |
Dec08 |
081014 |
51.50 |
52.42 |
50.15 |
50.17 |
-0.05 |
9,313 |
106,477 |
-2,451 |
Mar09 |
081014 |
56.20 |
56.75 |
54.56 |
54.59 |
-0.02 |
1,584 |
39,016 |
+191 |
May09 |
081014 |
58.10 |
58.50 |
56.44 |
56.44 |
+0.05 |
124 |
7,344 |
+7 |
Jul09 |
081014 |
59.40 |
59.40 |
58.36 |
58.36 |
+0.04 |
474 |
11,262 |
-15 |
Oct09 |
081014 |
61.02 |
61.02 |
61.02 |
61.02 |
-0.10 |
0 |
118 |
+0 |
Dec09 |
081014 |
63.93 |
64.00 |
62.17 |
62.17 |
-0.04 |
207 |
9,892 |
+9 |
Total Volume and Open Interest |
11,754 |
176,484 |
-2,236 |
Lumber(CME) |
Nov08 |
081014 |
197.0 |
197.0 |
191.4 |
195.0 |
-0.3 |
900 |
3,217 |
-315 |
Jan09 |
081014 |
210.0 |
211.0 |
205.6 |
208.4 |
-2.4 |
765 |
5,107 |
+99 |
Mar09 |
081014 |
224.9 |
224.9 |
218.6 |
221.7 |
-2.5 |
301 |
787 |
+72 |
May09 |
081014 |
236.2 |
238.1 |
233.4 |
237.6 |
-5.2 |
32 |
233 |
+19 |
Total Volume and Open Interest |
2,000 |
9,460 |
-127 |
Crude Oil(NYM) |
Nov08 |
081014 |
82.00 |
84.83 |
78.31 |
78.63 |
-2.56 |
210,714 |
117,630 |
-14,945 |
Dec08 |
081014 |
82.50 |
85.28 |
78.66 |
78.95 |
-2.73 |
152,280 |
304,705 |
+10,822 |
Jan09 |
081014 |
82.90 |
85.58 |
79.10 |
79.33 |
-2.71 |
39,346 |
82,187 |
+9,929 |
Feb09 |
081014 |
83.75 |
85.78 |
79.70 |
79.78 |
-2.64 |
9,299 |
33,258 |
+1,301 |
Mar09 |
081014 |
84.42 |
86.05 |
80.21 |
80.21 |
-2.59 |
7,006 |
32,147 |
-59 |
Apr09 |
081014 |
84.80 |
86.45 |
80.64 |
80.64 |
-2.57 |
3,523 |
21,059 |
-29 |
May09 |
081014 |
86.05 |
86.05 |
81.08 |
81.08 |
-2.55 |
3,941 |
17,590 |
+502 |
Jun09 |
081014 |
85.00 |
87.13 |
81.39 |
81.51 |
-2.53 |
11,406 |
68,587 |
+3,330 |
Jul09 |
081014 |
85.30 |
85.30 |
81.94 |
81.94 |
-2.50 |
3,436 |
18,249 |
+1,192 |
Aug09 |
081014 |
83.69 |
83.75 |
81.24 |
82.35 |
-2.47 |
412 |
10,316 |
-25 |
Sep09 |
081014 |
84.08 |
84.12 |
81.62 |
82.75 |
-2.44 |
446 |
14,636 |
-202 |
Oct09 |
081014 |
84.57 |
84.57 |
81.95 |
83.15 |
-2.41 |
73 |
8,645 |
-59 |
Nov09 |
081014 |
85.43 |
85.43 |
83.53 |
83.53 |
-2.39 |
211 |
6,026 |
-48 |
Dec09 |
081014 |
86.89 |
89.25 |
83.86 |
83.91 |
-2.37 |
15,587 |
93,121 |
-1,640 |
Jan10 |
081014 |
88.99 |
88.99 |
84.25 |
84.25 |
-2.36 |
46 |
11,921 |
-20 |
Feb10 |
081014 |
84.58 |
84.58 |
84.58 |
84.58 |
-2.35 |
20 |
4,997 |
+0 |
Total Volume and Open Interest |
470,768 |
1,091,887 |
+7,575 |
e-miNY Crude Oil(NYM) |
Oct08 |
080919 |
98.050 |
104.800 |
97.300 |
104.550 |
+6.675 |
17,616 |
6,258 |
-1,680 |
Nov08 |
081014 |
82.000 |
84.800 |
78.300 |
78.625 |
-2.575 |
8,709 |
8,119 |
+464 |
Dec08 |
081014 |
82.600 |
85.275 |
78.725 |
78.950 |
-2.725 |
1,106 |
3,939 |
-27 |
Jan09 |
081014 |
82.875 |
85.200 |
79.325 |
79.325 |
-2.725 |
69 |
663 |
+11 |
Feb09 |
081014 |
80.300 |
80.300 |
79.775 |
79.775 |
-2.650 |
8 |
362 |
-2 |
Mar09 |
081014 |
82.900 |
82.900 |
80.200 |
80.200 |
-2.600 |
0 |
8 |
+0 |
Apr09 |
081014 |
80.650 |
80.650 |
80.650 |
80.650 |
-2.550 |
|
|
|
May09 |
081014 |
81.075 |
81.075 |
81.075 |
81.075 |
-2.550 |
|
|
|
Jun09 |
081014 |
81.500 |
81.500 |
81.500 |
81.500 |
-2.550 |
0 |
1 |
+0 |
Jul09 |
081014 |
81.950 |
81.950 |
81.950 |
81.950 |
-2.500 |
|
|
|
Total Volume and Open Interest |
9,892 |
13,180 |
+446 |
Heating Oil(NYM) |
Nov08 |
081014 |
235.17 |
242.00 |
225.39 |
225.97 |
-8.13 |
27,867 |
30,941 |
-4,637 |
Dec08 |
081014 |
237.95 |
244.70 |
228.34 |
228.82 |
-8.13 |
17,017 |
45,428 |
+2,031 |
Jan09 |
081014 |
245.00 |
248.42 |
232.17 |
232.52 |
-8.08 |
10,555 |
32,276 |
+1,182 |
Feb09 |
081014 |
250.63 |
250.63 |
235.07 |
235.07 |
-8.03 |
2,997 |
14,067 |
+284 |
Mar09 |
081014 |
252.09 |
252.09 |
236.46 |
236.62 |
-7.98 |
2,125 |
12,966 |
+326 |
Apr09 |
081014 |
252.58 |
252.58 |
237.00 |
237.12 |
-7.93 |
965 |
5,868 |
+213 |
May09 |
081014 |
253.11 |
253.16 |
237.62 |
237.62 |
-7.88 |
977 |
6,059 |
+272 |
Jun09 |
081014 |
250.90 |
251.03 |
238.62 |
238.62 |
-7.88 |
1,745 |
19,249 |
-179 |
Jul09 |
081014 |
252.51 |
252.51 |
240.37 |
240.37 |
-7.83 |
434 |
3,400 |
-57 |
Aug09 |
081014 |
253.00 |
253.00 |
242.42 |
242.42 |
-7.73 |
237 |
2,526 |
+22 |
Sep09 |
081014 |
256.00 |
256.00 |
244.82 |
244.82 |
-7.63 |
298 |
3,377 |
+44 |
Oct09 |
081014 |
257.00 |
257.50 |
247.07 |
247.07 |
-7.53 |
561 |
1,205 |
+119 |
Total Volume and Open Interest |
67,338 |
212,512 |
+90 |
Gasoline(NYMEX) |
Nov08 |
081014 |
194.35 |
199.90 |
188.00 |
188.48 |
-3.28 |
36,521 |
36,015 |
-6,464 |
Dec08 |
081014 |
194.83 |
199.80 |
186.99 |
187.43 |
-4.68 |
20,523 |
51,166 |
+3,059 |
Jan09 |
081014 |
197.50 |
201.55 |
188.88 |
189.13 |
-5.23 |
7,577 |
20,963 |
+540 |
Feb09 |
081014 |
202.21 |
203.15 |
191.33 |
191.33 |
-5.38 |
2,008 |
7,133 |
-401 |
Mar09 |
081014 |
204.40 |
204.88 |
193.88 |
193.88 |
-5.38 |
1,186 |
6,976 |
+106 |
Apr09 |
081014 |
214.78 |
214.78 |
209.43 |
209.43 |
-5.48 |
430 |
10,368 |
+41 |
May09 |
081014 |
223.50 |
223.50 |
210.63 |
210.63 |
-5.53 |
713 |
4,886 |
+146 |
Jun09 |
081014 |
219.95 |
220.86 |
211.18 |
211.18 |
-5.48 |
1,227 |
5,450 |
-350 |
Jul09 |
081014 |
211.03 |
211.03 |
211.03 |
211.03 |
-5.38 |
140 |
1,209 |
+8 |
Aug09 |
081014 |
210.33 |
210.33 |
210.33 |
210.33 |
-5.23 |
88 |
1,230 |
-10 |
Total Volume and Open Interest |
71,390 |
159,529 |
-3,221 |
e-miNY RBOB Gasoline(NYM) |
Nov08 |
081014 |
188.48 |
188.48 |
188.48 |
188.48 |
-3.28 |
|
|
|
Dec08 |
081014 |
187.43 |
187.43 |
187.43 |
187.43 |
-4.68 |
|
|
|
Jan09 |
081014 |
189.13 |
189.13 |
189.13 |
189.13 |
-5.23 |
|
|
|
Feb09 |
081014 |
191.33 |
191.33 |
191.33 |
191.33 |
-5.38 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
Nov08 |
081014 |
6.707 |
6.837 |
6.643 |
6.727 |
+0.039 |
52,335 |
80,878 |
-3,091 |
Dec08 |
081014 |
7.052 |
7.150 |
6.968 |
7.049 |
+0.021 |
19,704 |
86,624 |
+4,864 |
Jan09 |
081014 |
7.385 |
7.440 |
7.267 |
7.324 |
-0.009 |
21,594 |
112,275 |
+6,953 |
Feb09 |
081014 |
7.465 |
7.487 |
7.316 |
7.374 |
-0.014 |
3,996 |
40,757 |
-303 |
Mar09 |
081014 |
7.351 |
7.403 |
7.230 |
7.269 |
-0.029 |
5,736 |
76,245 |
+417 |
Apr09 |
081014 |
7.253 |
7.290 |
7.126 |
7.144 |
-0.044 |
2,895 |
67,494 |
+31 |
May09 |
081014 |
7.298 |
7.320 |
7.178 |
7.184 |
-0.054 |
1,033 |
48,115 |
-70 |
Jun09 |
081014 |
7.453 |
7.453 |
7.286 |
7.294 |
-0.061 |
642 |
21,678 |
+97 |
Jul09 |
081014 |
7.560 |
7.560 |
7.409 |
7.419 |
-0.061 |
573 |
20,523 |
-35 |
Aug09 |
081014 |
7.650 |
7.650 |
7.498 |
7.511 |
-0.062 |
124 |
19,057 |
-55 |
Sep09 |
081014 |
7.680 |
7.681 |
7.541 |
7.541 |
-0.062 |
121 |
17,099 |
-6 |
Oct09 |
081014 |
7.757 |
7.763 |
7.617 |
7.619 |
-0.064 |
1,049 |
32,377 |
+50 |
Nov09 |
081014 |
8.019 |
8.019 |
7.914 |
7.929 |
-0.064 |
176 |
16,768 |
-91 |
Dec09 |
081014 |
8.441 |
8.444 |
8.277 |
8.279 |
-0.069 |
169 |
24,991 |
-10 |
Jan10 |
081014 |
8.646 |
8.646 |
8.490 |
8.504 |
-0.074 |
444 |
16,961 |
-134 |
Feb10 |
081014 |
8.657 |
8.657 |
8.504 |
8.504 |
-0.074 |
79 |
8,624 |
-9 |
Total Volume and Open Interest |
112,348 |
890,835 |
+8,718 |
Brent Crude Oil(ICE) |
Nov08 |
081014 |
78.46 |
80.74 |
74.26 |
74.53 |
-2.93 |
111,053 |
33,293 |
-17,444 |
Dec08 |
081014 |
80.30 |
82.40 |
76.13 |
76.38 |
-2.83 |
151,807 |
113,113 |
-18,078 |
Jan09 |
081014 |
82.00 |
84.04 |
77.87 |
78.12 |
-2.81 |
65,792 |
93,182 |
+4,454 |
Feb09 |
081014 |
83.73 |
85.35 |
79.41 |
79.55 |
-2.79 |
22,844 |
38,367 |
-451 |
Mar09 |
081014 |
85.78 |
86.42 |
80.66 |
80.73 |
-2.76 |
11,978 |
23,350 |
-544 |
Apr09 |
081014 |
86.55 |
87.30 |
81.61 |
81.69 |
-2.70 |
7,340 |
18,711 |
-379 |
May09 |
081014 |
87.23 |
88.02 |
82.38 |
82.47 |
-2.63 |
6,049 |
14,520 |
+587 |
Jun09 |
081014 |
87.80 |
88.60 |
83.03 |
83.13 |
-2.58 |
9,740 |
33,481 |
+1,625 |
Jul09 |
081014 |
88.87 |
88.87 |
83.82 |
83.82 |
-2.54 |
1,921 |
10,434 |
-34 |
Aug09 |
081014 |
88.65 |
88.65 |
84.47 |
84.47 |
-2.52 |
637 |
7,583 |
+557 |
Sep09 |
081014 |
84.99 |
84.99 |
84.99 |
84.99 |
-2.51 |
228 |
7,422 |
+42 |
Oct09 |
081014 |
85.40 |
85.40 |
85.40 |
85.40 |
-2.51 |
432 |
5,247 |
+657 |
Nov09 |
081014 |
85.80 |
85.80 |
85.80 |
85.80 |
-2.54 |
525 |
7,092 |
+25 |
Dec09 |
081014 |
90.91 |
91.45 |
85.97 |
86.18 |
-2.56 |
14,296 |
58,642 |
-2,161 |
Total Volume and Open Interest |
412,000 |
542,459 |
-31,870 |
Gas Oil(ICE) |
Nov08 |
081014 |
763.25 |
780.50 |
728.00 |
744.25 |
-2.00 |
54,495 |
68,572 |
-2,674 |
Dec08 |
081014 |
771.00 |
785.50 |
733.00 |
749.75 |
-1.25 |
41,899 |
62,356 |
+2,168 |
Jan09 |
081014 |
784.50 |
794.50 |
743.25 |
759.75 |
-0.50 |
14,577 |
41,942 |
+772 |
Feb09 |
081014 |
793.50 |
802.75 |
761.50 |
769.25 |
-0.25 |
8,497 |
20,693 |
+1,444 |
Mar09 |
081014 |
800.50 |
809.75 |
776.75 |
777.00 |
+0.25 |
4,860 |
13,262 |
+734 |
Apr09 |
081014 |
806.50 |
815.75 |
783.00 |
783.25 |
+0.50 |
2,977 |
12,379 |
+263 |
May09 |
081014 |
812.50 |
822.00 |
789.25 |
789.75 |
+0.75 |
2,292 |
13,459 |
+469 |
Jun09 |
081014 |
818.50 |
829.00 |
793.75 |
796.50 |
+1.50 |
3,999 |
31,012 |
+909 |
Jul09 |
081014 |
821.25 |
837.50 |
803.25 |
805.75 |
+1.50 |
1,716 |
7,524 |
+617 |
Aug09 |
081014 |
841.25 |
846.50 |
815.00 |
815.00 |
+1.50 |
864 |
6,627 |
+173 |
Total Volume and Open Interest |
135,830 |
343,171 |
+2,822 |
Ethanol(CBOT) |
Oct08 |
081003 |
1.990 |
1.990 |
1.990 |
1.990 |
-0.010 |
0 |
73 |
+0 |
Nov08 |
081014 |
1.765 |
1.800 |
1.765 |
1.791 |
+0.010 |
8 |
354 |
-9 |
Dec08 |
081014 |
1.750 |
1.790 |
1.750 |
1.781 |
+0.008 |
20 |
370 |
+2 |
Jan09 |
081014 |
1.798 |
1.798 |
1.798 |
1.798 |
+0.019 |
19 |
297 |
+18 |
Feb09 |
081014 |
1.791 |
1.791 |
1.791 |
1.791 |
+0.002 |
12 |
235 |
-4 |
Mar09 |
081014 |
1.800 |
1.800 |
1.800 |
1.800 |
+0.010 |
1 |
207 |
+6 |
Apr09 |
081014 |
1.791 |
1.795 |
1.791 |
1.794 |
+0.004 |
1 |
209 |
+3 |
May09 |
081014 |
1.790 |
1.790 |
1.790 |
1.790 |
+0.010 |
2 |
162 |
+2 |
Total Volume and Open Interest |
85 |
2,828 |
+33 |
WTI Crude Oil(ICE) |
Nov08 |
081014 |
82.50 |
84.83 |
78.32 |
78.63 |
-2.56 |
121,486 |
53,269 |
-19,767 |
Dec08 |
081014 |
83.57 |
85.28 |
78.65 |
78.95 |
-2.73 |
107,640 |
119,479 |
-18,457 |
Jan09 |
081014 |
83.99 |
85.55 |
79.12 |
79.33 |
-2.71 |
28,302 |
35,160 |
-3,226 |
Feb09 |
081014 |
84.35 |
85.83 |
79.58 |
79.78 |
-2.64 |
7,286 |
19,845 |
-144 |
Mar09 |
081014 |
84.55 |
86.15 |
80.02 |
80.21 |
-2.59 |
4,972 |
11,988 |
-921 |
Apr09 |
081014 |
85.89 |
86.49 |
80.47 |
80.64 |
-2.57 |
3,423 |
9,071 |
-620 |
May09 |
081014 |
86.24 |
86.80 |
80.89 |
81.08 |
-2.55 |
2,451 |
6,005 |
-70 |
Jun09 |
081014 |
87.07 |
87.18 |
81.30 |
81.51 |
-2.53 |
8,823 |
34,889 |
-3,150 |
Jul09 |
081014 |
85.24 |
85.24 |
81.94 |
81.94 |
-2.50 |
367 |
3,562 |
+361 |
Aug09 |
081014 |
87.41 |
87.41 |
82.35 |
82.35 |
-2.47 |
108 |
2,065 |
+46 |
Sep09 |
081014 |
82.75 |
82.75 |
82.75 |
82.75 |
-2.44 |
22 |
6,119 |
-2 |
Oct09 |
081014 |
83.15 |
83.15 |
83.15 |
83.15 |
-2.41 |
4 |
1,477 |
+2 |
Nov09 |
081014 |
83.53 |
83.53 |
83.53 |
83.53 |
-2.39 |
9 |
5,100 |
+55 |
Dec09 |
081014 |
88.35 |
89.25 |
83.71 |
83.91 |
-2.37 |
16,034 |
75,210 |
-6,421 |
Jan10 |
081014 |
84.25 |
84.25 |
84.25 |
84.25 |
-2.36 |
38 |
4,705 |
-13 |
Feb10 |
081014 |
84.58 |
84.58 |
84.58 |
84.58 |
-2.35 |
25 |
3,093 |
+0 |
Total Volume and Open Interest |
307,931 |
501,249 |
-55,223 |
US Dollar Index(ICE) |
Dec08 |
081014 |
81.730 |
81.830 |
81.100 |
81.640 |
-0.575 |
5,007 |
43,480 |
-1,704 |
Mar09 |
081014 |
81.810 |
81.870 |
81.380 |
81.870 |
-0.565 |
24 |
2,238 |
+7 |
Jun09 |
081014 |
82.120 |
82.120 |
82.120 |
82.120 |
-0.565 |
0 |
179 |
+0 |
Total Volume and Open Interest |
5,031 |
45,897 |
-1,697 |
Australian Dollar(CME) |
Dec08 |
081014 |
69.60 |
72.16 |
69.12 |
69.43 |
+1.51 |
|
|
|
Mar09 |
081014 |
70.00 |
71.83 |
67.69 |
69.16 |
+1.47 |
|
|
|
Jun09 |
081014 |
68.89 |
68.89 |
67.50 |
68.89 |
+1.39 |
|
|
|
Total Volume and Open Interest |
|
|
|
British Pound(CME) |
Dec08 |
081014 |
173.71 |
175.90 |
173.59 |
174.05 |
+1.43 |
|
|
|
Mar09 |
081014 |
174.81 |
175.20 |
172.12 |
173.45 |
+1.33 |
|
|
|
Jun09 |
081014 |
172.80 |
174.44 |
171.47 |
172.80 |
+1.33 |
|
|
|
Total Volume and Open Interest |
|
|
|
Canadian Dollar(CME) |
Dec08 |
081014 |
87.29 |
88.42 |
86.09 |
86.30 |
-0.26 |
|
|
|
Mar09 |
081014 |
88.40 |
88.51 |
86.30 |
86.44 |
-0.36 |
|
|
|
Jun09 |
081014 |
87.81 |
88.46 |
86.48 |
86.53 |
-0.36 |
|
|
|
Sep09 |
081014 |
86.54 |
88.11 |
86.54 |
86.54 |
-0.36 |
|
|
|
Total Volume and Open Interest |
|
|
|
Japanese Yen(CME) |
Dec08 |
081014 |
98.55 |
99.03 |
97.54 |
98.82 |
-0.52 |
|
|
|
Mar09 |
081014 |
98.54 |
100.12 |
98.50 |
99.60 |
-0.52 |
|
|
|
Jun09 |
081014 |
100.10 |
100.59 |
99.21 |
100.07 |
-0.52 |
|
|
|
Total Volume and Open Interest |
|
|
|
Swiss Franc(CME) |
Dec08 |
081014 |
88.17 |
88.96 |
88.08 |
88.39 |
+0.42 |
|
|
|
Mar09 |
081014 |
88.55 |
88.98 |
88.20 |
88.55 |
+0.35 |
|
|
|
Jun09 |
081014 |
88.68 |
89.01 |
88.33 |
88.68 |
+0.35 |
|
|
|
Total Volume and Open Interest |
|
|
|
EuroFX(CME) |
Dec08 |
081014 |
136.03 |
137.75 |
135.99 |
136.55 |
+1.28 |
|
|
|
Mar09 |
081014 |
136.19 |
137.72 |
136.10 |
136.47 |
+1.24 |
|
|
|
Jun09 |
081014 |
136.55 |
137.24 |
135.10 |
136.28 |
+1.18 |
|
|
|
Total Volume and Open Interest |
|
|
|
Mexican Peso(CME) |
Oct08 |
081010 |
753.2 |
796.5 |
753.2 |
753.2 |
-43.2 |
|
|
|
Nov08 |
081014 |
799.2 |
801.8 |
799.2 |
799.2 |
-2.5 |
|
|
|
Total Volume and Open Interest |
|
|
|
Brazilian Real(CME) |
Nov08 |
081014 |
474.10 |
474.10 |
454.30 |
474.10 |
+19.80 |
|
|
|
Dec08 |
081014 |
463.00 |
483.90 |
463.00 |
470.80 |
+31.80 |
|
|
|
Jan09 |
081014 |
468.00 |
468.00 |
433.90 |
468.00 |
+34.10 |
|
|
|
Feb09 |
081014 |
465.40 |
465.40 |
435.90 |
465.40 |
+29.50 |
|
|
|
Total Volume and Open Interest |
|
|
|
30-Year T-Bonds(CBOT) |
Dec08 |
081014 |
114~270 |
115~140 |
113~270 |
114~250 |
-0~100 |
|
|
|
Mar09 |
081014 |
113~040 |
113~240 |
113~040 |
113~150 |
-1~000 |
|
|
|
Jun09 |
081014 |
111~310 |
112~240 |
111~310 |
112~150 |
-1~000 |
|
|
|
Total Volume and Open Interest |
|
|
|
10-Year T-Notes(CBOT) |
Dec08 |
081014 |
112~065 |
112~270 |
111~180 |
112~045 |
-0~035 |
|
|
|
Mar09 |
081014 |
111~005 |
111~005 |
110~225 |
110~225 |
-0~035 |
|
|
|
Jun09 |
081014 |
109~225 |
109~260 |
109~225 |
109~225 |
-0~035 |
|
|
|
Total Volume and Open Interest |
|
|
|
5-Year T-Notes(CBOT) |
Dec08 |
081014 |
111~073 |
111~110 |
111~073 |
111~104 |
+0~040 |
47,234 |
0 |
-1,390,324 |
Mar09 |
081014 |
111~008 |
111~008 |
110~099 |
111~008 |
+0~038 |
|
|
|
Jun09 |
081014 |
111~008 |
111~008 |
110~099 |
111~008 |
+0~038 |
|
|
|
Total Volume and Open Interest |
|
|
|
2 Year T-Notes(CBOT) |
Dec08 |
081014 |
106~075 |
106~124 |
106~068 |
106~121 |
+0~041 |
|
|
|
Mar09 |
081014 |
106~121 |
106~121 |
106~080 |
106~121 |
+0~041 |
|
|
|
Jun09 |
081014 |
106~121 |
106~121 |
106~080 |
106~121 |
+0~041 |
|
|
|
Total Volume and Open Interest |
|
|
|
Eurodollars(CME) |
Dec08 |
081014 |
97.285 |
97.490 |
97.260 |
97.385 |
+0.145 |
|
|
|
Mar09 |
081014 |
97.720 |
97.810 |
97.660 |
97.730 |
+0.050 |
|
|
|
Jun09 |
081014 |
97.555 |
97.675 |
97.505 |
97.620 |
+0.105 |
|
|
|
Sep09 |
081014 |
97.255 |
97.455 |
97.235 |
97.400 |
+0.180 |
|
|
|
Dec09 |
081014 |
96.760 |
97.110 |
96.760 |
97.040 |
+0.245 |
|
|
|
Mar10 |
081014 |
96.545 |
96.910 |
96.495 |
96.795 |
+0.260 |
|
|
|
Jun10 |
081014 |
96.195 |
96.560 |
96.145 |
96.410 |
+0.235 |
|
|
|
Sep10 |
081014 |
95.840 |
96.175 |
95.800 |
96.015 |
+0.180 |
|
|
|
Dec10 |
081014 |
95.450 |
95.725 |
95.450 |
95.575 |
+0.095 |
|
|
|
Mar11 |
081014 |
95.330 |
95.535 |
95.330 |
95.380 |
+0.040 |
|
|
|
Jun11 |
081014 |
95.350 |
95.385 |
95.175 |
95.210 |
+0.005 |
|
|
|
Sep11 |
081014 |
95.235 |
95.280 |
95.070 |
95.110 |
unch |
|
|
|
Dec11 |
081014 |
95.190 |
95.190 |
95.000 |
95.030 |
+0.005 |
|
|
|
Mar12 |
081014 |
95.175 |
95.175 |
94.985 |
95.015 |
+0.005 |
|
|
|
Jun12 |
081014 |
95.045 |
95.070 |
94.900 |
94.935 |
+0.005 |
|
|
|
Sep12 |
081014 |
95.030 |
95.030 |
94.845 |
94.865 |
unch |
|
|
|
Dec12 |
081014 |
94.825 |
94.885 |
94.725 |
94.745 |
-0.005 |
|
|
|
Mar13 |
081014 |
94.850 |
94.850 |
94.680 |
94.705 |
-0.005 |
|
|
|
Total Volume and Open Interest |
|
|
|
30 Day Federal Funds(CBOT) |
Oct08 |
081014 |
98.680 |
98.725 |
98.665 |
98.710 |
+0.005 |
|
|
|
Nov08 |
081014 |
98.720 |
98.795 |
98.720 |
98.770 |
-0.015 |
|
|
|
Dec08 |
081014 |
98.780 |
98.850 |
98.770 |
98.820 |
unch |
|
|
|
Jan09 |
081014 |
98.820 |
98.870 |
98.790 |
98.840 |
unch |
|
|
|
Feb09 |
081014 |
98.800 |
98.835 |
98.760 |
98.805 |
-0.025 |
|
|
|
Mar09 |
081014 |
98.770 |
98.800 |
98.730 |
98.770 |
-0.030 |
|
|
|
Total Volume and Open Interest |
|
|
|
30 Day Fed Funds(e-CBOT) |
Oct08 |
081014 |
98.680 |
98.725 |
98.665 |
98.705 |
unch |
2,071 |
104,003 |
+832 |
Nov08 |
081014 |
98.720 |
98.795 |
98.720 |
98.785 |
unch |
2,529 |
125,898 |
-2,307 |
Dec08 |
081014 |
98.780 |
98.850 |
98.770 |
98.840 |
+0.020 |
4,216 |
82,109 |
+3,381 |
Jan09 |
081014 |
98.820 |
98.870 |
98.790 |
98.860 |
+0.020 |
5,540 |
63,913 |
+4,843 |
Feb09 |
081014 |
98.800 |
98.835 |
98.760 |
98.815 |
-0.015 |
1,946 |
68,459 |
-738 |
Mar09 |
081014 |
98.770 |
98.795 |
98.730 |
98.770 |
-0.030 |
642 |
32,366 |
+95 |
Total Volume and Open Interest |
18,109 |
545,887 |
+9,252 |
3-Mth Euro-Yen(CME) |
Dec08 |
081014 |
99.190 |
99.220 |
99.190 |
99.190 |
-0.040 |
|
|
|
Mar09 |
081014 |
99.230 |
99.230 |
99.230 |
99.230 |
-0.045 |
|
|
|
Jun09 |
081014 |
99.235 |
99.240 |
99.235 |
99.235 |
-0.065 |
|
|
|
Sep09 |
081014 |
99.180 |
99.180 |
99.180 |
99.180 |
-0.035 |
|
|
|
Dec09 |
081014 |
99.115 |
99.115 |
99.115 |
99.115 |
-0.035 |
|
|
|
Mar10 |
081014 |
99.005 |
99.005 |
99.005 |
99.005 |
-0.035 |
|
|
|
Jun10 |
081014 |
98.955 |
98.955 |
98.955 |
98.955 |
-0.035 |
|
|
|
Sep10 |
081014 |
98.910 |
98.910 |
98.910 |
98.910 |
-0.035 |
|
|
|
Dec10 |
081014 |
98.995 |
98.995 |
98.995 |
98.995 |
-0.055 |
|
|
|
Mar11 |
081014 |
98.995 |
98.995 |
98.995 |
98.995 |
-0.055 |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Dec08 |
081014 |
99.18 |
99.18 |
99.17 |
99.18 |
-0.04 |
0 |
22,514 |
-39 |
Mar09 |
081014 |
99.11 |
99.25 |
99.11 |
99.22 |
-0.04 |
0 |
11,048 |
+0 |
Jun09 |
081014 |
99.21 |
99.25 |
99.21 |
99.25 |
-0.06 |
0 |
6,299 |
+0 |
Sep09 |
081014 |
99.14 |
99.18 |
99.14 |
99.17 |
-0.06 |
0 |
2,814 |
+0 |
Dec09 |
081014 |
99.07 |
99.11 |
99.07 |
99.11 |
-0.06 |
0 |
746 |
+0 |
Mar10 |
081014 |
99.00 |
99.00 |
99.00 |
99.00 |
-0.06 |
0 |
530 |
+0 |
Jun10 |
081014 |
98.94 |
98.94 |
98.94 |
98.94 |
-0.06 |
0 |
500 |
+0 |
Sep10 |
081014 |
98.90 |
98.90 |
98.90 |
98.90 |
-0.06 |
0 |
252 |
+0 |
Total Volume and Open Interest |
0 |
48,613 |
-39 |
Japanese Gov't Bonds(SGX) |
Dec08 |
081014 |
135.00 |
136.78 |
134.72 |
136.23 |
-1.17 |
2,980 |
10,415 |
-1,662 |
Mar09 |
081014 |
136.23 |
136.23 |
136.23 |
136.23 |
-1.17 |
|
|
|
Jun09 |
081014 |
136.23 |
136.23 |
136.23 |
136.23 |
-1.17 |
|
|
|
Total Volume and Open Interest |
2,980 |
10,415 |
-1,662 |
Euro-Bund(EUREX) |
Dec08 |
081014 |
114.05 |
114.73 |
113.78 |
113.99 |
-0.45 |
643,292 |
1,010,392 |
+4,454 |
Mar09 |
081014 |
114.51 |
114.80 |
114.45 |
114.45 |
-0.45 |
52 |
3,386 |
-7 |
Jun09 |
081014 |
114.91 |
114.91 |
114.91 |
114.91 |
-0.45 |
|
|
|
Total Volume and Open Interest |
643,344 |
1,013,778 |
+4,447 |
Euro-Bobl(EUREX) |
Dec08 |
081014 |
109.69 |
109.98 |
109.47 |
109.67 |
-0.29 |
406,851 |
1,035,703 |
-2,637 |
Mar09 |
081014 |
109.61 |
109.61 |
109.61 |
109.61 |
-0.30 |
0 |
1,023 |
+0 |
Jun09 |
081014 |
110.18 |
110.18 |
110.18 |
110.18 |
-0.29 |
|
|
|
Total Volume and Open Interest |
406,851 |
1,036,726 |
-2,637 |
3-Mth Euribor(EUREX) |
Dec08 |
081014 |
95.970 |
96.010 |
95.855 |
95.980 |
-0.045 |
1,394 |
18,623 |
+55 |
Mar09 |
081014 |
96.435 |
96.435 |
96.350 |
96.415 |
-0.115 |
425 |
4,812 |
-129 |
Jun09 |
081014 |
96.600 |
96.600 |
96.500 |
96.525 |
-0.080 |
248 |
2,590 |
+146 |
Total Volume and Open Interest |
2,247 |
33,896 |
+68 |
Long Gilt(LIFFE) |
Dec08 |
081014 |
109~32 |
110~12 |
109~12 |
109~18 |
-0~20 |
81,915 |
307,402 |
-10,876 |
Mar09 |
081014 |
112~05 |
112~05 |
112~05 |
112~05 |
-0~20 |
|
|
|
Total Volume and Open Interest |
81,915 |
307,402 |
-10,876 |
3-Mth Short Sterling(LIFFE) |
Dec08 |
081014 |
95.17 |
95.19 |
94.96 |
95.07 |
-0.11 |
52,064 |
455,470 |
+830 |
Mar09 |
081014 |
95.98 |
95.98 |
95.83 |
95.90 |
-0.11 |
47,006 |
405,383 |
+1,241 |
Jun09 |
081014 |
96.18 |
96.18 |
96.05 |
96.13 |
-0.07 |
31,616 |
288,892 |
-312 |
Sep09 |
081014 |
96.03 |
96.06 |
95.96 |
96.03 |
-0.04 |
27,788 |
218,786 |
-1,554 |
Dec09 |
081014 |
95.74 |
95.76 |
95.67 |
95.73 |
-0.02 |
41,398 |
243,956 |
-9,408 |
Mar10 |
081014 |
95.50 |
95.54 |
95.40 |
95.50 |
0.00 |
22,734 |
153,132 |
-3,269 |
Total Volume and Open Interest |
238,098 |
1,954,832 |
-15,522 |
3-Mth Euribor(LIFFE) |
Dec08 |
081014 |
96.050 |
96.095 |
95.835 |
95.980 |
-0.045 |
248,067 |
715,889 |
-10,641 |
Mar09 |
081014 |
96.555 |
96.580 |
96.330 |
96.415 |
-0.120 |
112,190 |
555,395 |
+9,430 |
Jun09 |
081014 |
96.625 |
96.655 |
96.430 |
96.525 |
-0.085 |
90,982 |
408,247 |
+7,966 |
Total Volume and Open Interest |
761,266 |
3,094,935 |
-134,118 |
3-Mth Aus T-Bills(SFE) |
Dec08 |
081014 |
95.36 |
95.38 |
95.11 |
95.19 |
-0.17 |
34,300 |
713,091 |
+11,545 |
Mar09 |
081014 |
95.44 |
95.47 |
95.18 |
95.28 |
-0.17 |
20,114 |
322,538 |
+7,099 |
Jun09 |
081014 |
95.23 |
95.24 |
94.95 |
95.06 |
-0.18 |
18,606 |
208,502 |
+11,789 |
Sep09 |
081014 |
94.86 |
94.86 |
94.55 |
94.65 |
-0.21 |
10,871 |
134,292 |
+7,131 |
Dec09 |
081014 |
94.60 |
94.60 |
94.23 |
94.32 |
-0.28 |
6,678 |
83,162 |
+6,110 |
Mar10 |
081014 |
94.42 |
94.42 |
94.03 |
94.12 |
-0.30 |
3,767 |
37,232 |
+3,533 |
Jun10 |
081014 |
94.28 |
94.28 |
93.92 |
93.99 |
-0.29 |
3,658 |
28,232 |
+3,553 |
Sep10 |
081014 |
93.92 |
93.92 |
93.78 |
93.88 |
-0.26 |
2,532 |
15,960 |
+2,517 |
Dec10 |
081014 |
93.79 |
93.85 |
93.67 |
93.80 |
-0.20 |
1,069 |
3,670 |
+1,051 |
Mar11 |
081014 |
93.69 |
93.77 |
93.69 |
93.73 |
-0.12 |
240 |
977 |
+227 |
Total Volume and Open Interest |
102,037 |
1,548,762 |
+54,755 |
10-Year Aus T-Bonds(SFE) |
Dec08 |
081014 |
94.43 |
94.55 |
94.31 |
94.53 |
+0.09 |
58,362 |
565,000 |
+32,917 |
Mar09 |
081014 |
94.53 |
94.53 |
94.53 |
94.53 |
+0.09 |
|
|
|
Total Volume and Open Interest |
58,362 |
565,000 |
+32,917 |
3-Year Aus T-Bonds(SFE) |
Dec08 |
081014 |
95.21 |
95.28 |
95.00 |
95.18 |
-0.04 |
114,682 |
785,629 |
+41,873 |
Mar09 |
081014 |
95.18 |
95.18 |
95.18 |
95.18 |
-0.04 |
|
|
|
Total Volume and Open Interest |
114,682 |
785,629 |
+41,873 |
Gold(CMX) |
Oct08 |
081014 |
848.1 |
848.1 |
833.5 |
836.3 |
-2.6 |
186 |
287 |
+60 |
Dec08 |
081014 |
835.2 |
857.4 |
833.6 |
839.5 |
-3.0 |
107,710 |
202,462 |
-12,682 |
Feb09 |
081014 |
852.2 |
859.8 |
839.0 |
842.8 |
-3.2 |
1,823 |
20,130 |
+516 |
Apr09 |
081014 |
856.1 |
857.1 |
842.5 |
845.3 |
-3.4 |
1,398 |
18,980 |
+461 |
Jun09 |
081014 |
855.7 |
855.7 |
845.4 |
847.8 |
-3.6 |
960 |
18,738 |
-33 |
Aug09 |
081014 |
850.9 |
850.9 |
850.4 |
850.4 |
-3.8 |
0 |
15,389 |
+0 |
Oct09 |
081014 |
853.0 |
853.0 |
853.0 |
853.0 |
-4.0 |
0 |
4,916 |
+0 |
Dec09 |
081014 |
866.5 |
866.5 |
853.2 |
855.6 |
-4.2 |
182 |
13,876 |
-69 |
Feb10 |
081014 |
858.6 |
858.6 |
858.6 |
858.6 |
-4.5 |
0 |
696 |
+0 |
Apr10 |
081014 |
861.6 |
861.6 |
861.6 |
861.6 |
-4.8 |
0 |
35 |
+0 |
Jun10 |
081014 |
864.9 |
864.9 |
864.9 |
864.9 |
-5.1 |
25 |
5,075 |
+23 |
Aug10 |
081014 |
868.9 |
868.9 |
868.9 |
868.9 |
-5.2 |
|
|
|
Total Volume and Open Interest |
113,067 |
321,035 |
-11,463 |
Silver(CMX) |
Dec08 |
081014 |
1076.5 |
1119.5 |
1071.0 |
1106.0 |
+27.0 |
21,630 |
57,662 |
-4,395 |
Mar09 |
081014 |
1117.5 |
1124.5 |
1085.0 |
1112.8 |
+26.9 |
637 |
12,347 |
-70 |
May09 |
081014 |
1110.0 |
1116.5 |
1084.5 |
1115.9 |
+26.9 |
92 |
5,154 |
+50 |
Jul09 |
081014 |
1092.5 |
1120.0 |
1092.5 |
1119.4 |
+26.6 |
20 |
6,485 |
-79 |
Sep09 |
081014 |
1122.9 |
1122.9 |
1122.9 |
1122.9 |
+26.3 |
4 |
2,617 |
-4 |
Dec09 |
081014 |
1117.0 |
1128.5 |
1107.0 |
1128.3 |
+26.0 |
269 |
4,735 |
+48 |
Mar10 |
081014 |
1135.2 |
1135.2 |
1135.2 |
1135.2 |
+25.1 |
0 |
394 |
+0 |
Total Volume and Open Interest |
22,701 |
97,640 |
-4,456 |
Platinum(NYMEX) |
Oct08 |
081014 |
1035.1 |
1035.1 |
1035.1 |
1035.1 |
+46.0 |
5 |
384 |
-1 |
Jan09 |
081014 |
1009.9 |
1062.0 |
1009.9 |
1043.6 |
+46.0 |
770 |
14,461 |
-235 |
Apr09 |
081014 |
1040.6 |
1053.9 |
1034.6 |
1049.3 |
+46.0 |
0 |
204 |
+0 |
Total Volume and Open Interest |
775 |
15,049 |
-236 |
Palladium(NYMEX) |
Dec08 |
081014 |
206.90 |
211.30 |
200.50 |
204.55 |
+0.75 |
547 |
14,762 |
-49 |
Mar09 |
081014 |
211.15 |
211.15 |
203.00 |
206.60 |
+0.75 |
6 |
296 |
+1 |
Jun09 |
081014 |
208.60 |
208.60 |
208.60 |
208.60 |
+0.75 |
0 |
10 |
+0 |
Total Volume and Open Interest |
553 |
15,068 |
-48 |
Copper(CMX) |
Dec08 |
081014 |
234.30 |
252.95 |
233.45 |
239.45 |
+8.20 |
11,180 |
47,062 |
-1,263 |
Mar09 |
081014 |
235.00 |
253.25 |
234.60 |
240.30 |
+8.35 |
791 |
16,209 |
+9 |
May09 |
081014 |
246.30 |
246.30 |
236.30 |
241.25 |
+8.65 |
173 |
2,138 |
-25 |
Jul09 |
081014 |
244.80 |
244.80 |
237.60 |
242.10 |
+9.00 |
102 |
1,341 |
+28 |
Sep09 |
081014 |
252.50 |
252.50 |
238.70 |
242.70 |
+9.30 |
25 |
1,150 |
+13 |
Total Volume and Open Interest |
12,794 |
79,306 |
-1,502 |
DJIA Index(CBOT) |
Dec08 |
081014 |
9469 |
9888 |
9100 |
9362 |
-146 |
3,366 |
26,239 |
-50 |
Mar09 |
081014 |
9570 |
9875 |
9359 |
9359 |
-146 |
6 |
118 |
+4 |
Jun09 |
081014 |
9367 |
9513 |
9367 |
9367 |
-146 |
|
|
|
Sep09 |
081014 |
9373 |
9519 |
9373 |
9373 |
-146 |
|
|
|
Total Volume and Open Interest |
3,372 |
26,357 |
-46 |
E-mini DJIA Index(CBOT) |
Dec08 |
081014 |
9468 |
9898 |
9085 |
9362 |
-146 |
275,477 |
102,801 |
-957 |
Mar09 |
081014 |
9480 |
9889 |
9113 |
9359 |
-146 |
496 |
568 |
-119 |
Jun09 |
081014 |
9640 |
9640 |
9367 |
9367 |
-146 |
0 |
513 |
+0 |
Sep09 |
081014 |
9373 |
9373 |
9373 |
9373 |
-146 |
|
|
|
Total Volume and Open Interest |
275,973 |
103,882 |
-1,076 |
S & P 500(CME) |
Dec08 |
081014 |
1012.20 |
1066.50 |
975.00 |
1002.30 |
-14.40 |
75,576 |
635,036 |
+9,459 |
Mar09 |
081014 |
1025.00 |
1054.90 |
981.90 |
1002.50 |
-14.40 |
732 |
5,189 |
-53 |
Jun09 |
081014 |
1003.00 |
1055.40 |
982.40 |
1003.00 |
-14.40 |
410 |
3,374 |
+395 |
Sep09 |
081014 |
1002.20 |
1054.80 |
981.80 |
1002.20 |
-14.60 |
10 |
768 |
+5 |
Total Volume and Open Interest |
76,728 |
644,382 |
+9,806 |
S & P 500 E-Mini(Globex) |
Dec08 |
081014 |
1012.00 |
1067.00 |
974.25 |
1002.25 |
-14.50 |
3,358,671 |
3,067,800 |
-150,919 |
Mar09 |
081014 |
1013.75 |
1066.50 |
975.00 |
1002.50 |
-14.50 |
3,938 |
62,841 |
+948 |
Total Volume and Open Interest |
3,362,609 |
3,136,075 |
-149,971 |
NASDAQ 100(CME) |
Dec08 |
081014 |
1451.50 |
1498.00 |
1350.00 |
1366.00 |
-92.50 |
4,712 |
25,227 |
+544 |
Mar09 |
081014 |
1370.80 |
1378.50 |
1370.80 |
1370.80 |
-92.70 |
0 |
10 |
+0 |
Jun09 |
081014 |
1374.50 |
1382.30 |
1374.50 |
1374.50 |
-92.80 |
0 |
5 |
+0 |
Total Volume and Open Interest |
4,712 |
25,242 |
+544 |
NASDAQ 100 E-Mini(Globex) |
Dec08 |
081014 |
1451.80 |
1499.00 |
1353.30 |
1366.00 |
-92.50 |
483,702 |
393,600 |
+2,772 |
Mar09 |
081014 |
1469.80 |
1501.80 |
1359.00 |
1370.80 |
-92.70 |
55 |
394 |
+10 |
Total Volume and Open Interest |
483,757 |
393,994 |
+2,782 |
S & P Midcap 400(CME) |
Dec08 |
081014 |
628.00 |
639.10 |
577.00 |
598.20 |
-15.40 |
410 |
7,066 |
+10 |
Mar09 |
081014 |
605.50 |
605.50 |
597.90 |
605.50 |
-15.40 |
|
|
|
Jun09 |
081014 |
610.50 |
610.50 |
602.90 |
610.50 |
-15.40 |
|
|
|
Total Volume and Open Interest |
410 |
7,066 |
+10 |
Russell 2000 E-Mini(Globex) |
Dec08 |
080724 |
816.80 |
816.80 |
792.60 |
796.30 |
+156.00 |
|
|
|
Total Volume and Open Interest |
288,105 |
630,143 |
|
Nikkei 225(CME) |
Dec08 |
081014 |
9435 |
9940 |
9280 |
9435 |
+435 |
18,658 |
66,129 |
+448 |
Mar09 |
081014 |
9490 |
9495 |
9490 |
9490 |
+435 |
0 |
3 |
+0 |
Total Volume and Open Interest |
18,658 |
66,132 |
+448 |
Nikkei 225(SGX) |
Dec08 |
081014 |
9330 |
9710 |
9190 |
9595 |
+1540 |
148,044 |
252,074 |
+8,601 |
Mar09 |
081014 |
9265 |
9710 |
9220 |
9460 |
+1175 |
1,238 |
1,017 |
+40 |
Jun09 |
081014 |
9380 |
9380 |
9380 |
9380 |
+1180 |
0 |
168 |
+0 |
Total Volume and Open Interest |
149,283 |
254,120 |
+8,641 |
CAC 40(EURONEXT) |
Oct08 |
081014 |
3739.0 |
3764.0 |
3549.0 |
3631.0 |
+119.5 |
192,977 |
770,234 |
+15,670 |
Nov08 |
081014 |
3706.0 |
3760.0 |
3550.0 |
3630.0 |
+120.5 |
17,870 |
18,399 |
+16,419 |
Dec08 |
081014 |
3705.0 |
3750.0 |
3556.5 |
3629.5 |
+131.0 |
4,824 |
40,667 |
-787 |
Total Volume and Open Interest |
216,037 |
831,082 |
+31,628 |
Hang Seng Index(HKFE) |
Oct08 |
081014 |
17201 |
17260 |
16613 |
17079 |
+899 |
109,893 |
89,265 |
-2,540 |
Nov08 |
081014 |
16192 |
17205 |
16192 |
17066 |
+934 |
1,225 |
1,164 |
+83 |
Dec08 |
081014 |
17213 |
17261 |
16681 |
17106 |
+900 |
603 |
3,820 |
+124 |
Total Volume and Open Interest |
111,723 |
94,380 |
-2,332 |
DAX(EUREX) |
Dec08 |
081014 |
5367.0 |
5419.5 |
5094.0 |
5237.0 |
+160.5 |
260,275 |
222,857 |
+755 |
Mar09 |
081014 |
5419.5 |
5458.0 |
5150.0 |
5278.5 |
+163.0 |
541 |
9,768 |
+28 |
Jun09 |
081014 |
5357.5 |
5454.5 |
5223.0 |
5325.0 |
+167.5 |
58 |
1,747 |
+17 |
Total Volume and Open Interest |
260,874 |
234,372 |
+800 |
FT-SE 100(EURONEXT) |
Dec08 |
081014 |
4463.50 |
4555.00 |
4258.50 |
4399.50 |
+164.00 |
255,086 |
669,624 |
-13,338 |
Mar09 |
081014 |
4464.00 |
4543.50 |
4294.50 |
4396.50 |
+169.00 |
1,639 |
8,373 |
+775 |
Jun09 |
081014 |
4401.50 |
4401.50 |
4401.50 |
4401.50 |
+164.00 |
0 |
25 |
+0 |
Total Volume and Open Interest |
256,725 |
678,022 |
-12,563 |
SPI 200(SFE) |
Dec08 |
081014 |
4217.0 |
4518.0 |
4202.0 |
4404.0 |
+210.0 |
54,906 |
341,860 |
+31,032 |
Mar09 |
081014 |
4186.0 |
4385.0 |
4186.0 |
4373.0 |
+214.0 |
100 |
1,641 |
+93 |
Jun09 |
081014 |
4382.0 |
4382.0 |
4382.0 |
4382.0 |
+214.0 |
82 |
2,123 |
+68 |
Total Volume and Open Interest |
55,088 |
345,842 |
+31,192 |
GSCI(CME) |
Oct08 |
081014 |
530.00 |
530.00 |
506.40 |
506.40 |
-8.60 |
4,240 |
2,742 |
-3,135 |
Nov08 |
081014 |
533.25 |
534.90 |
509.00 |
511.40 |
-9.10 |
4,299 |
14,038 |
+3,016 |
Dec08 |
081014 |
518.00 |
537.00 |
518.00 |
518.00 |
-9.50 |
2 |
0 |
+0 |
Total Volume and Open Interest |
8,541 |
16,780 |
-119 |
Reuters CCI(ICE) |
Nov08 |
081014 |
410.00 |
418.20 |
410.00 |
410.00 |
+6.00 |
13 |
900 |
+900 |
Jan09 |
081014 |
417.00 |
424.85 |
417.00 |
417.00 |
+3.00 |
0 |
402 |
+402 |
Feb09 |
081014 |
418.00 |
418.00 |
418.00 |
418.00 |
+3.00 |
0 |
6 |
+6 |
Total Volume and Open Interest |
0 |
3 |
+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. |
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