|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri October 17, 2008 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov08 |
081017 |
881.50 |
909.00 |
876.50 |
894.00 |
+27.00 |
113,002 |
108,646 |
-1,425 |
Jan09 |
081017 |
888.75 |
921.25 |
888.75 |
906.75 |
+26.50 |
49,146 |
126,148 |
+2,058 |
Mar09 |
081017 |
905.00 |
931.00 |
900.00 |
916.75 |
+26.25 |
9,058 |
30,829 |
+268 |
May09 |
081017 |
924.00 |
940.00 |
910.50 |
926.00 |
+26.25 |
1,640 |
16,249 |
-310 |
Jul09 |
081017 |
912.75 |
946.00 |
912.75 |
932.75 |
+25.50 |
5,952 |
25,581 |
+627 |
Aug09 |
081017 |
919.00 |
941.25 |
910.00 |
935.50 |
+25.50 |
71 |
1,223 |
+41 |
Sep09 |
081017 |
925.00 |
946.25 |
910.00 |
936.00 |
+26.00 |
54 |
522 |
+5 |
Nov09 |
081017 |
919.75 |
951.75 |
919.75 |
937.00 |
+27.00 |
3,210 |
41,010 |
-113 |
Jan10 |
081017 |
952.50 |
955.00 |
917.00 |
945.00 |
+28.00 |
2 |
34 |
+2 |
Mar10 |
081017 |
948.00 |
948.00 |
920.00 |
948.00 |
+28.00 |
0 |
5 |
+0 |
May10 |
081017 |
951.00 |
951.00 |
922.00 |
951.00 |
+29.00 |
|
|
|
Jul10 |
081017 |
954.50 |
954.50 |
928.00 |
954.50 |
+26.50 |
0 |
11 |
+0 |
Total Volume and Open Interest |
182,334 |
355,361 |
+1,113 |
Soybean Meal(CBOT) |
Dec08 |
081017 |
256.90 |
261.90 |
252.70 |
258.20 |
+6.20 |
32,821 |
77,810 |
-834 |
Jan09 |
081017 |
255.60 |
263.20 |
254.90 |
259.80 |
+6.10 |
5,047 |
15,374 |
-91 |
Mar09 |
081017 |
260.40 |
266.00 |
258.00 |
262.70 |
+6.00 |
4,336 |
17,754 |
+639 |
May09 |
081017 |
261.20 |
268.50 |
260.30 |
265.30 |
+5.60 |
960 |
10,828 |
-193 |
Jul09 |
081017 |
267.90 |
271.00 |
263.10 |
267.80 |
+5.30 |
2,447 |
15,881 |
-29 |
Aug09 |
081017 |
267.00 |
272.40 |
265.10 |
268.30 |
+5.30 |
183 |
4,358 |
+55 |
Sep09 |
081017 |
268.00 |
273.70 |
266.30 |
268.30 |
+5.80 |
46 |
2,993 |
+25 |
Oct09 |
081017 |
269.50 |
273.00 |
267.00 |
268.50 |
+6.50 |
45 |
1,531 |
+34 |
Dec09 |
081017 |
268.90 |
274.50 |
267.10 |
270.50 |
+6.50 |
341 |
7,325 |
+103 |
Jan10 |
081017 |
275.00 |
277.50 |
269.90 |
272.50 |
+6.50 |
20 |
121 |
+17 |
Total Volume and Open Interest |
46,294 |
154,298 |
-236 |
Soybean Oil(CBOT) |
Dec08 |
081017 |
35.95 |
36.70 |
35.30 |
35.50 |
+0.05 |
46,511 |
105,860 |
-2,216 |
Jan09 |
081017 |
36.25 |
37.19 |
35.89 |
36.01 |
+0.06 |
12,624 |
53,483 |
+484 |
Mar09 |
081017 |
36.60 |
37.52 |
36.40 |
36.48 |
+0.06 |
8,173 |
28,161 |
+406 |
May09 |
081017 |
36.90 |
37.85 |
36.75 |
36.83 |
+0.05 |
2,736 |
15,363 |
+18 |
Jul09 |
081017 |
37.00 |
38.17 |
37.00 |
37.11 |
+0.08 |
2,766 |
23,922 |
+1,111 |
Aug09 |
081017 |
37.59 |
38.28 |
37.28 |
37.29 |
+0.07 |
325 |
3,476 |
+139 |
Sep09 |
081017 |
37.70 |
38.45 |
37.44 |
37.44 |
+0.07 |
560 |
2,575 |
-215 |
Oct09 |
081017 |
37.70 |
38.56 |
37.50 |
37.51 |
+0.09 |
545 |
2,548 |
+49 |
Dec09 |
081017 |
37.87 |
38.61 |
37.70 |
37.70 |
+0.13 |
602 |
17,951 |
+207 |
Jan10 |
081017 |
37.80 |
37.80 |
37.67 |
37.80 |
+0.13 |
0 |
65 |
+0 |
Total Volume and Open Interest |
74,899 |
257,736 |
-17 |
Canola(WCE) |
Nov08 |
081017 |
399.2 |
413.9 |
391.2 |
408.0 |
+12.6 |
5,815 |
15,283 |
+364 |
Jan09 |
081017 |
410.0 |
423.1 |
400.0 |
417.6 |
+13.2 |
6,879 |
55,944 |
-2,378 |
Mar09 |
081017 |
421.7 |
431.4 |
410.0 |
426.8 |
+13.3 |
788 |
7,244 |
+719 |
May09 |
081017 |
423.8 |
440.9 |
423.8 |
435.4 |
+13.0 |
53 |
3,626 |
+24 |
Jul09 |
081017 |
431.3 |
448.7 |
431.3 |
442.9 |
+12.4 |
50 |
3,312 |
+21 |
Total Volume and Open Interest |
13,622 |
90,516 |
-1,217 |
Corn(CBOT) |
Dec08 |
081017 |
392.00 |
410.00 |
387.00 |
403.00 |
+18.50 |
137,828 |
446,740 |
-4,950 |
Mar09 |
081017 |
409.25 |
427.00 |
404.50 |
420.50 |
+19.00 |
43,995 |
199,271 |
-715 |
May09 |
081017 |
419.00 |
438.75 |
417.00 |
431.75 |
+19.25 |
9,281 |
52,247 |
-492 |
Jul09 |
081017 |
430.00 |
448.50 |
427.00 |
443.00 |
+19.75 |
15,489 |
110,348 |
+2,014 |
Sep09 |
081017 |
436.75 |
454.75 |
436.50 |
451.00 |
+20.50 |
872 |
21,507 |
+68 |
Dec09 |
081017 |
443.50 |
464.00 |
442.50 |
458.00 |
+20.50 |
17,363 |
113,313 |
+1,056 |
Mar10 |
081017 |
460.00 |
472.75 |
452.75 |
472.75 |
+20.00 |
852 |
9,108 |
+271 |
May10 |
081017 |
468.00 |
478.25 |
458.25 |
478.25 |
+20.00 |
55 |
478 |
+35 |
Jul10 |
081017 |
470.00 |
482.75 |
470.00 |
482.75 |
+20.00 |
175 |
2,361 |
+64 |
Total Volume and Open Interest |
226,619 |
982,449 |
-2,571 |
Wheat(CBOT) |
Dec08 |
081017 |
564.75 |
571.25 |
555.00 |
566.25 |
+11.00 |
37,720 |
151,935 |
-873 |
Mar09 |
081017 |
585.25 |
590.00 |
575.75 |
586.50 |
+11.25 |
7,841 |
55,721 |
+616 |
May09 |
081017 |
598.00 |
603.50 |
588.25 |
600.25 |
+12.00 |
1,055 |
6,158 |
-121 |
Jul09 |
081017 |
610.50 |
616.75 |
602.25 |
613.75 |
+13.00 |
3,235 |
38,005 |
-393 |
Sep09 |
081017 |
625.00 |
633.00 |
617.50 |
630.50 |
+13.00 |
449 |
2,706 |
+56 |
Dec09 |
081017 |
643.00 |
653.00 |
637.75 |
650.75 |
+13.00 |
2,133 |
15,079 |
-202 |
Total Volume and Open Interest |
52,702 |
275,895 |
-873 |
Wheat(KCBT) |
Dec08 |
081017 |
595.00 |
601.75 |
588.25 |
597.50 |
+9.50 |
8,779 |
47,482 |
-335 |
Mar09 |
081017 |
607.75 |
617.50 |
604.50 |
614.50 |
+10.75 |
2,646 |
17,316 |
-510 |
May09 |
081017 |
621.25 |
628.25 |
616.75 |
626.50 |
+10.75 |
1,265 |
5,454 |
+430 |
Jul09 |
081017 |
632.25 |
638.00 |
626.00 |
637.00 |
+12.00 |
1,289 |
13,619 |
-287 |
Sep09 |
081017 |
647.50 |
651.00 |
639.25 |
650.50 |
+13.00 |
119 |
2,523 |
-1 |
Dec09 |
081017 |
656.25 |
669.75 |
656.25 |
669.00 |
+13.00 |
194 |
2,663 |
+59 |
Total Volume and Open Interest |
14,311 |
90,581 |
-646 |
Wheat(MGE) |
Dec08 |
081017 |
636.00 |
642.00 |
630.00 |
640.25 |
+8.00 |
2,657 |
13,499 |
+93 |
Mar09 |
081017 |
640.50 |
646.00 |
634.00 |
643.50 |
+8.00 |
2,599 |
12,760 |
+511 |
May09 |
081017 |
645.50 |
655.00 |
642.50 |
652.25 |
+8.75 |
914 |
4,581 |
+257 |
Jul09 |
081017 |
652.25 |
661.00 |
649.75 |
659.00 |
+10.00 |
218 |
1,390 |
+55 |
Sep09 |
081017 |
662.50 |
664.75 |
656.00 |
662.75 |
+11.00 |
196 |
2,895 |
+80 |
Total Volume and Open Interest |
6,673 |
36,784 |
+999 |
Oats(CBOT) |
Dec08 |
081017 |
284.00 |
293.00 |
276.00 |
282.00 |
+1.50 |
434 |
8,752 |
-28 |
Mar09 |
081017 |
301.50 |
310.00 |
298.25 |
299.00 |
+2.00 |
94 |
2,718 |
+8 |
May09 |
081017 |
311.50 |
311.75 |
308.00 |
310.50 |
+2.00 |
12 |
1,762 |
-4 |
Jul09 |
081017 |
322.00 |
322.00 |
320.00 |
322.00 |
+2.00 |
0 |
412 |
+0 |
Total Volume and Open Interest |
610 |
15,504 |
+27 |
Rough Rice(CBOT) |
Nov08 |
081017 |
15.45 |
15.55 |
15.17 |
15.23 |
-0.19 |
591 |
3,112 |
-209 |
Jan09 |
081017 |
15.77 |
15.86 |
15.49 |
15.55 |
-0.19 |
394 |
3,108 |
+5 |
Mar09 |
081017 |
16.09 |
16.16 |
15.81 |
15.88 |
-0.18 |
193 |
974 |
+40 |
May09 |
081017 |
16.20 |
16.39 |
16.20 |
16.20 |
-0.19 |
4 |
452 |
-1 |
Total Volume and Open Interest |
1,188 |
7,799 |
-188 |
Live Cattle(CME) |
Oct08 |
081017 |
90.150 |
91.550 |
90.000 |
91.050 |
+1.600 |
2,925 |
9,725 |
-788 |
Dec08 |
081017 |
91.700 |
93.500 |
91.535 |
92.550 |
+1.720 |
18,577 |
115,395 |
-881 |
Feb09 |
081017 |
92.500 |
94.000 |
92.050 |
93.250 |
+1.700 |
6,075 |
53,632 |
+869 |
Apr09 |
081017 |
93.480 |
94.500 |
92.700 |
93.700 |
+1.500 |
2,725 |
25,793 |
+185 |
Jun09 |
081017 |
90.200 |
91.430 |
90.000 |
90.700 |
+1.350 |
845 |
14,351 |
+165 |
Aug09 |
081017 |
91.300 |
92.000 |
90.535 |
91.000 |
+0.770 |
819 |
4,753 |
+428 |
Total Volume and Open Interest |
32,016 |
226,074 |
-8 |
Feeder Cattle(CME) |
Oct08 |
081017 |
97.500 |
99.050 |
97.400 |
98.400 |
+1.600 |
459 |
2,177 |
-137 |
Nov08 |
081017 |
97.650 |
99.250 |
97.050 |
98.650 |
+1.920 |
2,162 |
6,715 |
-218 |
Jan09 |
081017 |
97.500 |
98.750 |
97.000 |
98.050 |
+1.415 |
1,701 |
11,478 |
+282 |
Mar09 |
081017 |
98.500 |
100.000 |
98.500 |
99.600 |
+1.350 |
321 |
1,383 |
+65 |
Apr09 |
081017 |
99.500 |
100.400 |
99.500 |
100.400 |
+1.700 |
16 |
541 |
-1 |
May09 |
081017 |
100.000 |
101.300 |
100.000 |
101.300 |
+1.500 |
53 |
729 |
+17 |
Aug09 |
081017 |
102.980 |
103.000 |
102.200 |
102.550 |
+1.950 |
11 |
154 |
+8 |
Total Volume and Open Interest |
4,723 |
23,202 |
+16 |
Lean Hogs(CME) |
Dec08 |
081017 |
56.300 |
56.900 |
56.250 |
56.300 |
+0.325 |
11,180 |
82,380 |
-962 |
Feb09 |
081017 |
63.485 |
63.850 |
62.850 |
63.050 |
+0.600 |
4,737 |
33,252 |
+524 |
Apr09 |
081017 |
69.080 |
69.680 |
68.450 |
69.080 |
+1.045 |
1,982 |
25,794 |
-161 |
May09 |
081017 |
75.800 |
76.200 |
74.800 |
76.200 |
+1.450 |
52 |
1,144 |
+21 |
Jun09 |
081017 |
78.500 |
78.950 |
77.475 |
78.885 |
+1.635 |
1,035 |
16,611 |
+188 |
Jul09 |
081017 |
76.250 |
77.150 |
75.800 |
77.100 |
+1.550 |
318 |
2,155 |
+15 |
Aug09 |
081017 |
74.350 |
74.650 |
73.200 |
74.300 |
+1.400 |
150 |
1,875 |
+33 |
Oct09 |
081017 |
67.600 |
69.500 |
67.300 |
69.500 |
+2.300 |
110 |
891 |
+55 |
Total Volume and Open Interest |
19,566 |
164,532 |
-289 |
Class III Milk(CME) |
Oct08 |
081017 |
16.97 |
16.98 |
16.95 |
16.95 |
+0.05 |
63 |
4,172 |
-51 |
Nov08 |
081017 |
15.95 |
16.05 |
15.69 |
15.69 |
-0.27 |
79 |
4,863 |
+33 |
Dec08 |
081017 |
15.36 |
15.37 |
15.11 |
15.12 |
-0.25 |
171 |
5,096 |
+30 |
Jan09 |
081017 |
15.01 |
15.05 |
14.77 |
14.78 |
-0.27 |
123 |
3,057 |
-18 |
Feb09 |
081017 |
14.95 |
15.04 |
14.75 |
14.76 |
-0.28 |
69 |
2,714 |
+25 |
Total Volume and Open Interest |
993 |
36,764 |
+154 |
Cocoa(ICE) |
Dec08 |
081017 |
2144 |
2180 |
2105 |
2122 |
-2 |
9,567 |
48,858 |
-1,398 |
Mar09 |
081017 |
2191 |
2203 |
2137 |
2149 |
-7 |
2,738 |
30,749 |
-501 |
May09 |
081017 |
2205 |
2205 |
2173 |
2173 |
-6 |
1,324 |
16,029 |
+827 |
Jul09 |
081017 |
2236 |
2236 |
2192 |
2192 |
-5 |
1,709 |
7,488 |
+1,378 |
Sep09 |
081017 |
2220 |
2220 |
2208 |
2208 |
-2 |
109 |
2,949 |
+28 |
Dec09 |
081017 |
2217 |
2217 |
2217 |
2217 |
-2 |
14 |
6,859 |
+0 |
Mar10 |
081017 |
2221 |
2221 |
2221 |
2221 |
unch |
1 |
2,372 |
-1 |
Total Volume and Open Interest |
15,463 |
117,121 |
+332 |
Coffee "C"(ICE) |
Dec08 |
081017 |
114.20 |
116.35 |
113.55 |
115.60 |
+2.65 |
9,875 |
75,899 |
-102 |
Mar09 |
081017 |
119.55 |
121.10 |
118.50 |
120.45 |
+2.60 |
2,130 |
30,644 |
-112 |
May09 |
081017 |
123.00 |
124.25 |
122.05 |
123.65 |
+2.60 |
786 |
14,612 |
+245 |
Jul09 |
081017 |
125.05 |
127.05 |
125.05 |
126.55 |
+2.60 |
174 |
3,708 |
+125 |
Sep09 |
081017 |
128.00 |
129.60 |
128.00 |
129.15 |
+2.65 |
65 |
2,021 |
+12 |
Dec09 |
081017 |
132.60 |
133.00 |
132.15 |
132.40 |
+2.55 |
231 |
2,442 |
-128 |
Total Volume and Open Interest |
13,261 |
130,715 |
+32 |
Orange Juice(ICE) |
Nov08 |
081017 |
80.00 |
85.40 |
80.00 |
83.55 |
+3.40 |
976 |
11,479 |
-1,165 |
Jan09 |
081017 |
84.50 |
88.75 |
83.85 |
86.90 |
+2.95 |
1,074 |
12,013 |
+607 |
Mar09 |
081017 |
89.00 |
92.70 |
89.00 |
90.80 |
+2.95 |
37 |
5,795 |
+3 |
May09 |
081017 |
94.25 |
95.95 |
94.25 |
94.60 |
+3.00 |
18 |
1,590 |
+10 |
Jul09 |
081017 |
98.25 |
98.25 |
95.25 |
98.25 |
+3.00 |
4 |
413 |
+4 |
Sep09 |
081017 |
102.15 |
102.15 |
99.15 |
102.15 |
+3.00 |
0 |
102 |
+0 |
Total Volume and Open Interest |
2,109 |
31,728 |
-541 |
Sugar #11(ICE) |
Mar09 |
081017 |
11.48 |
11.74 |
11.18 |
11.58 |
+0.42 |
43,885 |
304,032 |
-2,058 |
May09 |
081017 |
11.70 |
12.04 |
11.42 |
11.89 |
+0.49 |
7,259 |
97,738 |
+744 |
Jul09 |
081017 |
11.79 |
12.15 |
11.55 |
11.99 |
+0.48 |
5,749 |
105,915 |
-566 |
Oct09 |
081017 |
12.13 |
12.50 |
11.96 |
12.37 |
+0.50 |
2,289 |
67,605 |
+181 |
Mar10 |
081017 |
12.70 |
12.93 |
12.36 |
12.82 |
+0.49 |
1,589 |
45,869 |
-303 |
Total Volume and Open Interest |
62,462 |
670,517 |
-1,220 |
London Cocoa(LCE) |
Dec08 |
081017 |
1285 |
1292 |
1260 |
1270 |
-2 |
8,074 |
74,747 |
-1,117 |
Mar09 |
081017 |
1311 |
1320 |
1285 |
1297 |
-5 |
6,384 |
64,111 |
-406 |
May09 |
081017 |
1332 |
1332 |
1300 |
1309 |
-5 |
1,448 |
28,073 |
+296 |
Jul09 |
081017 |
1337 |
1344 |
1313 |
1321 |
-5 |
1,580 |
10,819 |
+644 |
Sep09 |
081017 |
1341 |
1341 |
1324 |
1331 |
-6 |
238 |
6,949 |
+126 |
Dec09 |
081017 |
1350 |
1352 |
1336 |
1340 |
-8 |
112 |
2,905 |
+69 |
Mar10 |
081017 |
1350 |
1352 |
1350 |
1352 |
-5 |
0 |
257 |
+0 |
Total Volume and Open Interest |
38,518 |
197,740 |
+2,343 |
London Sugar(LCE) |
Dec08 |
081017 |
326.10 |
330.20 |
321.50 |
324.50 |
+4.70 |
3,376 |
14,241 |
-817 |
Mar09 |
081017 |
333.50 |
337.00 |
329.50 |
333.50 |
+5.30 |
2,457 |
22,830 |
-114 |
May09 |
081017 |
339.70 |
341.10 |
334.80 |
338.60 |
+5.50 |
492 |
7,078 |
+171 |
Aug09 |
081017 |
343.30 |
343.30 |
341.20 |
342.80 |
+5.50 |
1,150 |
5,712 |
-217 |
Oct09 |
081017 |
350.00 |
350.00 |
346.80 |
348.70 |
+5.50 |
331 |
3,051 |
-14 |
Total Volume and Open Interest |
8,026 |
53,806 |
-1,100 |
Cotton(ICE) |
Dec08 |
081017 |
50.00 |
52.57 |
49.65 |
52.57 |
+3.00 |
13,082 |
100,631 |
-216 |
Mar09 |
081017 |
53.85 |
56.39 |
53.45 |
56.39 |
+3.00 |
5,309 |
39,074 |
-172 |
May09 |
081017 |
55.70 |
58.14 |
55.17 |
58.14 |
+3.00 |
422 |
7,455 |
+58 |
Jul09 |
081017 |
57.75 |
59.98 |
57.16 |
59.98 |
+3.00 |
445 |
11,005 |
+148 |
Oct09 |
081017 |
61.98 |
61.98 |
61.98 |
61.98 |
+3.00 |
22 |
119 |
+0 |
Dec09 |
081017 |
61.50 |
63.88 |
60.75 |
63.88 |
+3.00 |
903 |
10,068 |
+141 |
Total Volume and Open Interest |
20,451 |
170,501 |
-294 |
Lumber(CME) |
Nov08 |
081017 |
194.0 |
200.5 |
193.3 |
199.0 |
+3.7 |
530 |
2,802 |
-180 |
Jan09 |
081017 |
206.8 |
211.5 |
205.0 |
208.1 |
+1.4 |
411 |
4,731 |
+22 |
Mar09 |
081017 |
215.0 |
221.8 |
215.0 |
219.8 |
+2.8 |
182 |
919 |
+38 |
May09 |
081017 |
231.0 |
236.2 |
231.0 |
235.8 |
+0.8 |
10 |
255 |
+4 |
Total Volume and Open Interest |
1,137 |
8,831 |
-112 |
Crude Oil(NYM) |
Nov08 |
081017 |
72.30 |
74.30 |
69.84 |
71.85 |
+2.00 |
283,094 |
73,080 |
-24,994 |
Dec08 |
081017 |
72.68 |
74.50 |
70.06 |
72.13 |
+1.87 |
228,937 |
322,135 |
+7,051 |
Jan09 |
081017 |
73.49 |
74.83 |
70.38 |
72.49 |
+1.80 |
49,585 |
88,719 |
+2,537 |
Feb09 |
081017 |
74.01 |
75.00 |
70.79 |
72.92 |
+1.78 |
19,079 |
32,272 |
-1,170 |
Mar09 |
081017 |
74.64 |
75.32 |
71.44 |
73.38 |
+1.76 |
15,822 |
32,927 |
+485 |
Apr09 |
081017 |
75.05 |
75.67 |
72.25 |
73.86 |
+1.76 |
9,292 |
20,264 |
-474 |
May09 |
081017 |
72.64 |
74.34 |
72.50 |
74.34 |
+1.76 |
7,515 |
16,983 |
+479 |
Jun09 |
081017 |
73.69 |
76.70 |
72.65 |
74.82 |
+1.76 |
20,641 |
72,072 |
+609 |
Jul09 |
081017 |
75.80 |
75.80 |
75.30 |
75.30 |
+1.75 |
4,964 |
18,519 |
+314 |
Aug09 |
081017 |
75.78 |
75.78 |
75.78 |
75.78 |
+1.74 |
1,224 |
10,489 |
+219 |
Sep09 |
081017 |
75.52 |
76.26 |
75.52 |
76.26 |
+1.73 |
1,399 |
14,033 |
-127 |
Oct09 |
081017 |
76.75 |
76.75 |
76.75 |
76.75 |
+1.72 |
1,529 |
8,175 |
-136 |
Nov09 |
081017 |
77.25 |
77.25 |
77.25 |
77.25 |
+1.71 |
1,583 |
6,638 |
+391 |
Dec09 |
081017 |
78.30 |
79.93 |
75.51 |
77.75 |
+1.70 |
35,782 |
92,157 |
-3,037 |
Jan10 |
081017 |
78.22 |
78.22 |
78.22 |
78.22 |
+1.69 |
6 |
12,395 |
+0 |
Feb10 |
081017 |
78.67 |
78.67 |
78.67 |
78.67 |
+1.68 |
22 |
5,026 |
-21 |
Total Volume and Open Interest |
700,531 |
1,075,517 |
-16,492 |
e-miNY Crude Oil(NYM) |
Oct08 |
080919 |
98.050 |
104.800 |
97.300 |
104.550 |
+6.675 |
17,616 |
6,258 |
-1,680 |
Nov08 |
081017 |
72.300 |
74.275 |
69.900 |
71.850 |
+2.000 |
19,108 |
6,075 |
-1,806 |
Dec08 |
081017 |
72.650 |
74.500 |
70.100 |
72.125 |
+1.875 |
5,845 |
5,698 |
+1,268 |
Jan09 |
081017 |
72.975 |
74.625 |
70.000 |
72.500 |
+1.800 |
100 |
703 |
+1 |
Feb09 |
081017 |
73.075 |
73.075 |
70.350 |
72.925 |
+1.775 |
29 |
364 |
+3 |
Mar09 |
081017 |
73.375 |
73.375 |
73.375 |
73.375 |
+1.750 |
0 |
8 |
+0 |
Apr09 |
081017 |
73.850 |
73.850 |
73.850 |
73.850 |
+1.750 |
|
|
|
May09 |
081017 |
74.350 |
74.350 |
74.350 |
74.350 |
+1.775 |
|
|
|
Jun09 |
081017 |
74.825 |
74.825 |
74.825 |
74.825 |
+1.775 |
0 |
1 |
+0 |
Jul09 |
081017 |
75.300 |
75.300 |
75.300 |
75.300 |
+1.750 |
|
|
|
Total Volume and Open Interest |
25,085 |
12,936 |
-535 |
Heating Oil(NYM) |
Nov08 |
081017 |
215.10 |
219.17 |
208.32 |
213.29 |
+4.56 |
32,247 |
26,454 |
-322 |
Dec08 |
081017 |
218.57 |
221.50 |
210.95 |
215.69 |
+4.61 |
17,607 |
49,439 |
+1,580 |
Jan09 |
081017 |
219.10 |
224.70 |
214.62 |
219.04 |
+4.66 |
8,654 |
31,429 |
-637 |
Feb09 |
081017 |
220.35 |
227.00 |
217.86 |
221.19 |
+4.66 |
3,125 |
14,743 |
+262 |
Mar09 |
081017 |
221.41 |
228.21 |
219.14 |
222.39 |
+4.66 |
3,088 |
13,325 |
+64 |
Apr09 |
081017 |
221.80 |
228.57 |
219.90 |
222.89 |
+4.76 |
1,204 |
6,091 |
+5 |
May09 |
081017 |
222.48 |
228.51 |
222.48 |
223.49 |
+4.81 |
1,625 |
6,769 |
+251 |
Jun09 |
081017 |
223.30 |
229.50 |
222.90 |
224.54 |
+4.86 |
2,921 |
19,404 |
+275 |
Jul09 |
081017 |
227.00 |
231.76 |
226.25 |
226.44 |
+4.91 |
599 |
3,343 |
+2 |
Aug09 |
081017 |
230.42 |
235.01 |
228.69 |
228.69 |
+4.96 |
283 |
2,583 |
+58 |
Sep09 |
081017 |
232.00 |
237.58 |
231.19 |
231.19 |
+4.96 |
316 |
3,564 |
+126 |
Oct09 |
081017 |
230.50 |
239.89 |
230.50 |
233.49 |
+4.96 |
167 |
1,269 |
+26 |
Total Volume and Open Interest |
73,495 |
213,615 |
+1,820 |
Gasoline(NYMEX) |
Nov08 |
081017 |
169.25 |
173.23 |
162.90 |
166.61 |
+4.41 |
35,180 |
30,112 |
-1,862 |
Dec08 |
081017 |
167.40 |
171.43 |
161.10 |
164.96 |
+4.20 |
23,848 |
57,541 |
+961 |
Jan09 |
081017 |
169.80 |
173.95 |
163.81 |
167.66 |
+4.35 |
9,417 |
22,286 |
+718 |
Feb09 |
081017 |
167.48 |
175.89 |
166.57 |
170.61 |
+4.45 |
2,567 |
7,889 |
+303 |
Mar09 |
081017 |
171.55 |
177.00 |
170.02 |
173.51 |
+4.50 |
1,804 |
6,697 |
-41 |
Apr09 |
081017 |
187.95 |
195.65 |
187.95 |
189.76 |
+4.45 |
1,694 |
10,585 |
+371 |
May09 |
081017 |
190.50 |
191.75 |
190.50 |
191.11 |
+4.40 |
1,081 |
4,924 |
-34 |
Jun09 |
081017 |
191.85 |
196.30 |
188.25 |
191.86 |
+4.35 |
454 |
5,410 |
+179 |
Jul09 |
081017 |
192.90 |
192.90 |
192.06 |
192.06 |
+4.35 |
236 |
1,231 |
+24 |
Aug09 |
081017 |
192.75 |
192.75 |
191.76 |
191.76 |
+4.35 |
142 |
1,246 |
+0 |
Total Volume and Open Interest |
77,796 |
161,515 |
+391 |
e-miNY RBOB Gasoline(NYM) |
Nov08 |
081017 |
166.61 |
166.61 |
166.61 |
166.61 |
+4.41 |
|
|
|
Dec08 |
081017 |
164.96 |
164.96 |
164.96 |
164.96 |
+4.20 |
|
|
|
Jan09 |
081017 |
167.66 |
167.66 |
167.66 |
167.66 |
+4.35 |
|
|
|
Feb09 |
081017 |
170.61 |
170.61 |
170.61 |
170.61 |
+4.45 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
Nov08 |
081017 |
6.818 |
6.975 |
6.751 |
6.786 |
+0.083 |
79,448 |
57,695 |
-12,537 |
Dec08 |
081017 |
7.069 |
7.249 |
7.009 |
7.076 |
+0.104 |
36,117 |
79,548 |
+3,073 |
Jan09 |
081017 |
7.320 |
7.470 |
7.239 |
7.306 |
+0.091 |
17,515 |
114,223 |
+1,419 |
Feb09 |
081017 |
7.367 |
7.520 |
7.285 |
7.361 |
+0.091 |
6,146 |
41,466 |
-383 |
Mar09 |
081017 |
7.240 |
7.392 |
7.175 |
7.236 |
+0.081 |
12,092 |
76,376 |
+400 |
Apr09 |
081017 |
7.155 |
7.236 |
7.039 |
7.091 |
+0.081 |
10,744 |
69,390 |
+579 |
May09 |
081017 |
7.112 |
7.265 |
7.070 |
7.121 |
+0.079 |
4,392 |
48,957 |
+270 |
Jun09 |
081017 |
7.231 |
7.360 |
7.170 |
7.216 |
+0.079 |
2,384 |
21,821 |
+170 |
Jul09 |
081017 |
7.297 |
7.460 |
7.280 |
7.326 |
+0.079 |
1,536 |
19,984 |
-314 |
Aug09 |
081017 |
7.382 |
7.543 |
7.374 |
7.409 |
+0.079 |
775 |
19,036 |
+4 |
Sep09 |
081017 |
7.420 |
7.576 |
7.405 |
7.439 |
+0.079 |
1,377 |
17,062 |
-97 |
Oct09 |
081017 |
7.509 |
7.656 |
7.479 |
7.519 |
+0.079 |
3,970 |
33,148 |
+473 |
Nov09 |
081017 |
7.810 |
7.931 |
7.785 |
7.809 |
+0.069 |
1,108 |
17,091 |
+309 |
Dec09 |
081017 |
8.125 |
8.266 |
8.120 |
8.154 |
+0.064 |
526 |
24,920 |
-28 |
Jan10 |
081017 |
8.399 |
8.500 |
8.345 |
8.379 |
+0.064 |
1,370 |
17,078 |
+89 |
Feb10 |
081017 |
8.437 |
8.494 |
8.350 |
8.379 |
+0.064 |
635 |
9,515 |
+548 |
Total Volume and Open Interest |
182,258 |
870,242 |
-5,275 |
Brent Crude Oil(ICE) |
Dec08 |
081017 |
70.45 |
71.90 |
67.40 |
69.60 |
+1.76 |
139,261 |
124,959 |
+4,209 |
Jan09 |
081017 |
72.17 |
73.44 |
69.07 |
71.19 |
+1.66 |
42,694 |
98,226 |
+4,984 |
Feb09 |
081017 |
73.44 |
74.53 |
70.48 |
72.56 |
+1.59 |
19,286 |
37,994 |
+1,235 |
Mar09 |
081017 |
73.65 |
75.48 |
71.58 |
73.68 |
+1.52 |
8,313 |
25,416 |
+1,025 |
Apr09 |
081017 |
74.04 |
76.45 |
72.51 |
74.66 |
+1.50 |
3,967 |
16,333 |
-860 |
May09 |
081017 |
74.85 |
77.36 |
73.36 |
75.55 |
+1.53 |
3,496 |
14,935 |
-868 |
Jun09 |
081017 |
75.62 |
78.20 |
74.09 |
76.36 |
+1.60 |
5,965 |
35,019 |
+562 |
Jul09 |
081017 |
76.11 |
77.11 |
74.83 |
77.11 |
+1.63 |
2,446 |
11,350 |
+83 |
Aug09 |
081017 |
78.00 |
78.00 |
77.87 |
77.87 |
+1.68 |
811 |
8,840 |
+569 |
Sep09 |
081017 |
78.51 |
78.51 |
78.51 |
78.51 |
+1.72 |
313 |
7,506 |
-52 |
Oct09 |
081017 |
79.03 |
79.03 |
79.03 |
79.03 |
+1.71 |
183 |
5,259 |
-18 |
Nov09 |
081017 |
79.54 |
79.54 |
79.54 |
79.54 |
+1.72 |
265 |
7,584 |
+103 |
Dec09 |
081017 |
80.62 |
82.04 |
77.74 |
80.04 |
+1.72 |
8,900 |
59,663 |
+1,011 |
Jan10 |
081017 |
80.62 |
80.62 |
80.62 |
80.62 |
+1.71 |
323 |
7,125 |
+104 |
Total Volume and Open Interest |
301,184 |
533,908 |
-1,816 |
Gas Oil(ICE) |
Nov08 |
081017 |
690.00 |
697.75 |
667.75 |
678.00 |
+3.50 |
41,150 |
56,979 |
-3,574 |
Dec08 |
081017 |
694.25 |
701.00 |
671.75 |
681.50 |
+5.00 |
32,780 |
67,265 |
+241 |
Jan09 |
081017 |
703.50 |
710.50 |
682.00 |
691.25 |
+6.00 |
10,273 |
46,574 |
+2,154 |
Feb09 |
081017 |
708.50 |
720.00 |
691.25 |
700.75 |
+6.75 |
4,683 |
23,102 |
+915 |
Mar09 |
081017 |
715.25 |
727.00 |
698.50 |
707.75 |
+6.75 |
2,042 |
13,666 |
-272 |
Apr09 |
081017 |
721.50 |
733.25 |
705.25 |
713.75 |
+6.25 |
1,432 |
13,261 |
+396 |
May09 |
081017 |
728.00 |
736.25 |
712.50 |
719.75 |
+5.75 |
1,165 |
13,815 |
+247 |
Jun09 |
081017 |
734.00 |
742.50 |
718.50 |
726.00 |
+5.50 |
2,182 |
34,786 |
+121 |
Jul09 |
081017 |
743.25 |
746.25 |
731.25 |
735.00 |
+5.00 |
816 |
7,542 |
-83 |
Aug09 |
081017 |
752.50 |
755.50 |
740.50 |
744.50 |
+5.25 |
403 |
6,689 |
+42 |
Total Volume and Open Interest |
98,605 |
359,395 |
+8,677 |
Ethanol(CBOT) |
Oct08 |
081003 |
1.990 |
1.990 |
1.990 |
1.990 |
-0.010 |
0 |
73 |
+0 |
Nov08 |
081017 |
1.710 |
1.739 |
1.700 |
1.729 |
+0.054 |
4 |
291 |
-26 |
Dec08 |
081017 |
1.740 |
1.740 |
1.740 |
1.740 |
+0.089 |
12 |
371 |
-2 |
Jan09 |
081017 |
1.695 |
1.744 |
1.690 |
1.740 |
+0.075 |
12 |
311 |
+11 |
Feb09 |
081017 |
1.730 |
1.750 |
1.730 |
1.750 |
+0.060 |
1 |
238 |
+10 |
Mar09 |
081017 |
1.730 |
1.750 |
1.730 |
1.743 |
+0.063 |
8 |
209 |
+7 |
Apr09 |
081017 |
1.750 |
1.750 |
1.750 |
1.750 |
+0.060 |
2 |
230 |
+14 |
May09 |
081017 |
1.740 |
1.740 |
1.740 |
1.740 |
+0.050 |
2 |
152 |
+0 |
Total Volume and Open Interest |
58 |
2,804 |
+13 |
WTI Crude Oil(ICE) |
Nov08 |
081017 |
72.81 |
74.28 |
69.84 |
71.85 |
+2.00 |
70,892 |
39,843 |
-4,492 |
Dec08 |
081017 |
73.20 |
74.54 |
70.06 |
72.13 |
+1.87 |
75,918 |
129,264 |
+5,925 |
Jan09 |
081017 |
73.63 |
74.84 |
70.40 |
72.49 |
+1.80 |
12,000 |
43,208 |
+2,443 |
Feb09 |
081017 |
74.00 |
75.10 |
70.80 |
72.92 |
+1.78 |
3,478 |
21,694 |
+743 |
Mar09 |
081017 |
73.20 |
75.31 |
71.64 |
73.38 |
+1.76 |
2,372 |
13,512 |
+972 |
Apr09 |
081017 |
73.64 |
75.57 |
72.29 |
73.86 |
+1.76 |
930 |
9,444 |
+357 |
May09 |
081017 |
73.35 |
76.23 |
72.16 |
74.34 |
+1.76 |
855 |
5,518 |
+507 |
Jun09 |
081017 |
73.83 |
77.00 |
72.65 |
74.82 |
+1.76 |
2,780 |
36,210 |
+1,419 |
Jul09 |
081017 |
74.16 |
75.50 |
74.16 |
75.30 |
+1.75 |
318 |
4,116 |
+497 |
Aug09 |
081017 |
75.95 |
75.95 |
75.75 |
75.78 |
+1.74 |
97 |
2,126 |
+68 |
Sep09 |
081017 |
76.26 |
76.26 |
76.26 |
76.26 |
+1.73 |
36 |
6,289 |
-79 |
Oct09 |
081017 |
76.75 |
76.75 |
76.75 |
76.75 |
+1.72 |
3 |
1,483 |
+0 |
Nov09 |
081017 |
77.25 |
77.25 |
77.25 |
77.25 |
+1.71 |
0 |
5,106 |
+5 |
Dec09 |
081017 |
75.81 |
79.92 |
75.70 |
77.75 |
+1.70 |
5,974 |
77,743 |
+3,529 |
Jan10 |
081017 |
78.22 |
78.22 |
78.22 |
78.22 |
+1.69 |
0 |
4,705 |
+0 |
Feb10 |
081017 |
78.67 |
78.67 |
78.67 |
78.67 |
+1.68 |
0 |
3,093 |
+0 |
Total Volume and Open Interest |
178,566 |
513,149 |
+11,000 |
US Dollar Index(ICE) |
Dec08 |
081017 |
82.520 |
83.020 |
82.425 |
82.835 |
+0.055 |
4,401 |
42,779 |
-1,294 |
Mar09 |
081017 |
83.220 |
83.220 |
83.220 |
83.220 |
+0.125 |
32 |
2,243 |
+3 |
Jun09 |
081017 |
83.470 |
83.470 |
83.470 |
83.470 |
+0.100 |
0 |
179 |
+0 |
Total Volume and Open Interest |
4,433 |
45,201 |
-1,291 |
Australian Dollar(CME) |
Dec08 |
081017 |
68.75 |
69.89 |
67.10 |
69.02 |
+1.42 |
34,202 |
47,772 |
+1,056 |
Mar09 |
081017 |
67.59 |
69.50 |
67.29 |
68.67 |
+1.24 |
4 |
749 |
-3 |
Jun09 |
081017 |
68.25 |
68.25 |
67.16 |
68.25 |
+1.09 |
0 |
4 |
+0 |
Total Volume and Open Interest |
34,206 |
48,556 |
+1,053 |
British Pound(CME) |
Dec08 |
081017 |
172.96 |
173.50 |
171.82 |
172.87 |
+0.24 |
61,845 |
102,592 |
+2,802 |
Mar09 |
081017 |
172.25 |
172.65 |
171.03 |
172.19 |
+0.15 |
26 |
2,207 |
-3 |
Jun09 |
081017 |
171.62 |
172.09 |
171.03 |
171.62 |
+0.23 |
0 |
885 |
+0 |
Total Volume and Open Interest |
61,872 |
105,689 |
+2,799 |
Canadian Dollar(CME) |
Dec08 |
081017 |
84.89 |
85.07 |
83.92 |
84.58 |
+0.33 |
34,611 |
95,833 |
+2,297 |
Mar09 |
081017 |
85.24 |
85.24 |
84.13 |
84.73 |
+0.29 |
108 |
3,281 |
+39 |
Jun09 |
081017 |
85.00 |
85.12 |
84.33 |
84.81 |
+0.28 |
8 |
1,541 |
+5 |
Sep09 |
081017 |
84.08 |
85.07 |
84.08 |
84.81 |
+0.27 |
13 |
1,630 |
+0 |
Total Volume and Open Interest |
34,742 |
102,758 |
+2,343 |
Japanese Yen(CME) |
Dec08 |
081017 |
98.78 |
99.88 |
98.60 |
98.80 |
-0.68 |
162,060 |
128,103 |
+237 |
Mar09 |
081017 |
100.26 |
100.35 |
99.20 |
99.46 |
-0.81 |
34 |
1,330 |
+19 |
Jun09 |
081017 |
99.86 |
100.77 |
99.60 |
99.86 |
-0.88 |
0 |
3,484 |
+0 |
Total Volume and Open Interest |
162,094 |
132,921 |
+256 |
Swiss Franc(CME) |
Dec08 |
081017 |
88.18 |
88.78 |
87.90 |
88.34 |
+0.21 |
44,255 |
38,031 |
+858 |
Mar09 |
081017 |
88.30 |
88.72 |
88.29 |
88.45 |
+0.16 |
1 |
390 |
-10 |
Jun09 |
081017 |
88.53 |
88.67 |
88.42 |
88.53 |
+0.11 |
0 |
294 |
+0 |
Total Volume and Open Interest |
44,256 |
38,721 |
+848 |
EuroFX(CME) |
Dec08 |
081017 |
134.70 |
135.12 |
133.79 |
134.20 |
-0.06 |
188,077 |
153,853 |
-43 |
Mar09 |
081017 |
134.10 |
134.75 |
133.54 |
133.90 |
-0.20 |
767 |
22,984 |
+198 |
Jun09 |
081017 |
134.94 |
134.94 |
133.68 |
133.69 |
-0.20 |
17 |
399 |
+11 |
Total Volume and Open Interest |
189,161 |
177,772 |
+466 |
Mexican Peso(CME) |
Nov08 |
081017 |
781.5 |
781.5 |
755.5 |
781.5 |
+26.0 |
|
|
|
Dec08 |
081017 |
761.8 |
781.2 |
750.0 |
778.5 |
+26.0 |
4,021 |
43,547 |
-905 |
Total Volume and Open Interest |
4,021 |
43,951 |
-905 |
Brazilian Real(CME) |
Nov08 |
081017 |
466.00 |
470.40 |
460.00 |
470.40 |
+11.60 |
0 |
2 |
+0 |
Dec08 |
081017 |
466.40 |
466.40 |
455.20 |
466.40 |
+11.20 |
17 |
1,859 |
-1 |
Jan09 |
081017 |
463.90 |
463.90 |
453.40 |
463.90 |
+10.50 |
|
|
|
Feb09 |
081017 |
461.60 |
461.60 |
451.40 |
461.60 |
+10.20 |
|
|
|
Total Volume and Open Interest |
90 |
2,408 |
-1 |
30-Year T-Bonds(CBOT) |
Dec08 |
081017 |
113~260 |
114~200 |
112~170 |
113~020 |
-1~110 |
220,658 |
733,187 |
-15,504 |
Mar09 |
081017 |
112~310 |
113~070 |
111~070 |
111~240 |
-1~110 |
47 |
1,498 |
+4 |
Jun09 |
081017 |
110~240 |
112~030 |
110~240 |
110~240 |
-1~110 |
0 |
12 |
+0 |
Total Volume and Open Interest |
220,705 |
734,700 |
-15,500 |
10-Year T-Notes(CBOT) |
Dec08 |
081017 |
112~035 |
112~285 |
111~150 |
111~295 |
-0~120 |
702,897 |
1,415,820 |
-8,618 |
Mar09 |
081017 |
110~035 |
110~195 |
109~250 |
110~035 |
-0~160 |
528 |
628 |
+427 |
Jun09 |
081017 |
109~035 |
109~195 |
109~035 |
109~035 |
-0~160 |
|
|
|
Total Volume and Open Interest |
703,425 |
1,416,448 |
-8,191 |
5-Year T-Notes(CBOT) |
Dec08 |
081017 |
112~064 |
112~093 |
112~036 |
112~066 |
-0~002 |
474,253 |
0 |
+0 |
Mar09 |
081017 |
111~012 |
111~064 |
110~118 |
111~041 |
-0~023 |
1 |
1 |
+0 |
Jun09 |
081017 |
111~041 |
111~064 |
111~041 |
111~041 |
-0~023 |
|
|
|
Total Volume and Open Interest |
494,629 |
1,353,186 |
-31,795 |
2 Year T-Notes(CBOT) |
Dec08 |
081017 |
107~036 |
107~053 |
107~017 |
107~043 |
-0~002 |
222,585 |
749,314 |
-6,154 |
Mar09 |
081017 |
107~029 |
107~045 |
107~029 |
107~029 |
-0~016 |
|
|
|
Jun09 |
081017 |
107~029 |
107~045 |
107~029 |
107~029 |
-0~016 |
|
|
|
Total Volume and Open Interest |
222,585 |
749,314 |
-6,154 |
Eurodollars(CME) |
Dec08 |
081017 |
97.240 |
97.530 |
97.220 |
97.460 |
+0.195 |
145,559 |
1,624,446 |
-15,492 |
Mar09 |
081017 |
97.605 |
97.835 |
97.575 |
97.775 |
+0.140 |
157,004 |
1,224,909 |
-12,133 |
Jun09 |
081017 |
97.625 |
97.845 |
97.610 |
97.775 |
+0.095 |
188,883 |
976,334 |
-5,560 |
Sep09 |
081017 |
97.545 |
97.740 |
97.530 |
97.675 |
+0.070 |
216,757 |
894,311 |
-7,187 |
Dec09 |
081017 |
97.280 |
97.460 |
97.270 |
97.390 |
+0.050 |
223,447 |
739,465 |
-2,962 |
Mar10 |
081017 |
97.080 |
97.255 |
97.045 |
97.175 |
+0.035 |
170,639 |
550,000 |
+2,374 |
Jun10 |
081017 |
96.700 |
96.880 |
96.675 |
96.810 |
+0.050 |
113,325 |
349,108 |
+4,368 |
Sep10 |
081017 |
96.285 |
96.470 |
96.260 |
96.405 |
+0.060 |
88,072 |
303,055 |
+2,979 |
Dec10 |
081017 |
95.800 |
95.990 |
95.780 |
95.925 |
+0.065 |
43,802 |
218,520 |
-1,379 |
Mar11 |
081017 |
95.510 |
95.700 |
95.485 |
95.635 |
+0.065 |
45,323 |
185,978 |
-3,254 |
Jun11 |
081017 |
95.315 |
95.460 |
95.245 |
95.395 |
+0.055 |
34,660 |
184,535 |
-2,451 |
Sep11 |
081017 |
95.245 |
95.320 |
95.090 |
95.245 |
+0.030 |
29,157 |
129,464 |
+1,414 |
Dec11 |
081017 |
95.175 |
95.245 |
95.010 |
95.155 |
+0.010 |
15,399 |
106,897 |
-532 |
Mar12 |
081017 |
95.155 |
95.255 |
95.015 |
95.150 |
unch |
27,278 |
102,882 |
+4,497 |
Jun12 |
081017 |
95.090 |
95.180 |
94.930 |
95.070 |
-0.010 |
16,214 |
73,785 |
+2,322 |
Sep12 |
081017 |
95.040 |
95.105 |
94.855 |
94.995 |
-0.015 |
12,832 |
55,379 |
+106 |
Dec12 |
081017 |
94.935 |
94.990 |
94.735 |
94.880 |
-0.015 |
5,735 |
59,428 |
-980 |
Mar13 |
081017 |
94.860 |
94.940 |
94.700 |
94.845 |
-0.015 |
11,351 |
46,015 |
-1,054 |
Total Volume and Open Interest |
1,602,146 |
8,086,431 |
-29,460 |
30 Day Federal Funds(CBOT) |
Oct08 |
081017 |
98.760 |
98.850 |
98.760 |
98.802 |
+0.015 |
5,498 |
103,132 |
-713 |
Nov08 |
081017 |
98.855 |
98.905 |
98.830 |
98.845 |
-0.020 |
26,546 |
126,584 |
+4,186 |
Dec08 |
081017 |
98.875 |
98.935 |
98.850 |
98.865 |
-0.035 |
18,364 |
85,154 |
+2,607 |
Jan09 |
081017 |
98.885 |
98.940 |
98.850 |
98.865 |
-0.045 |
17,303 |
68,642 |
+3,232 |
Feb09 |
081017 |
98.875 |
98.915 |
98.820 |
98.835 |
-0.045 |
18,259 |
76,086 |
+3,475 |
Mar09 |
081017 |
98.810 |
98.875 |
98.780 |
98.795 |
-0.045 |
12,151 |
40,530 |
+2,692 |
Total Volume and Open Interest |
123,409 |
583,378 |
+20,664 |
30 Day Fed Funds(e-CBOT) |
Oct08 |
081017 |
98.760 |
98.850 |
98.760 |
98.820 |
+0.035 |
5,432 |
103,132 |
-713 |
Nov08 |
081017 |
98.855 |
98.905 |
98.830 |
98.890 |
+0.025 |
25,505 |
126,584 |
+4,186 |
Dec08 |
081017 |
98.875 |
98.935 |
98.850 |
98.915 |
+0.020 |
18,197 |
85,154 |
+2,607 |
Jan09 |
081017 |
98.885 |
98.940 |
98.850 |
98.900 |
unch |
17,138 |
68,642 |
+3,232 |
Feb09 |
081017 |
98.875 |
98.915 |
98.820 |
98.885 |
+0.005 |
17,971 |
76,086 |
+3,475 |
Mar09 |
081017 |
98.810 |
98.875 |
98.780 |
98.850 |
+0.010 |
11,823 |
40,530 |
+2,692 |
Total Volume and Open Interest |
121,319 |
580,627 |
+18,413 |
3-Mth Euro-Yen(CME) |
Dec08 |
081017 |
99.190 |
99.190 |
99.190 |
99.190 |
unch |
0 |
3,510 |
+0 |
Mar09 |
081017 |
99.230 |
99.230 |
99.230 |
99.230 |
unch |
0 |
4,708 |
+0 |
Jun09 |
081017 |
99.245 |
99.245 |
99.245 |
99.245 |
unch |
0 |
480 |
+0 |
Sep09 |
081017 |
99.180 |
99.180 |
99.180 |
99.180 |
unch |
0 |
510 |
+0 |
Dec09 |
081017 |
99.115 |
99.115 |
99.115 |
99.115 |
unch |
0 |
100 |
+0 |
Mar10 |
081017 |
99.005 |
99.005 |
99.005 |
99.005 |
unch |
|
|
|
Jun10 |
081017 |
98.955 |
98.955 |
98.955 |
98.955 |
unch |
|
|
|
Sep10 |
081017 |
98.910 |
98.910 |
98.910 |
98.910 |
unch |
|
|
|
Dec10 |
081017 |
98.990 |
98.990 |
98.990 |
98.990 |
-0.015 |
|
|
|
Mar11 |
081017 |
98.990 |
98.990 |
98.990 |
98.990 |
-0.015 |
|
|
|
Total Volume and Open Interest |
0 |
9,308 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec08 |
081017 |
99.23 |
99.23 |
99.17 |
99.18 |
-0.01 |
383 |
22,523 |
+10 |
Mar09 |
081017 |
99.20 |
99.23 |
99.20 |
99.22 |
-0.01 |
225 |
11,021 |
-29 |
Jun09 |
081017 |
99.15 |
99.24 |
99.15 |
99.24 |
-0.01 |
118 |
6,350 |
+48 |
Sep09 |
081017 |
99.11 |
99.18 |
99.06 |
99.17 |
-0.01 |
8 |
2,866 |
+6 |
Dec09 |
081017 |
99.10 |
99.10 |
99.10 |
99.10 |
-0.01 |
0 |
866 |
+0 |
Mar10 |
081017 |
98.99 |
98.99 |
98.99 |
98.99 |
-0.01 |
0 |
530 |
+0 |
Jun10 |
081017 |
98.94 |
98.94 |
98.94 |
98.94 |
-0.01 |
0 |
500 |
+0 |
Sep10 |
081017 |
98.89 |
98.89 |
98.89 |
98.89 |
-0.02 |
0 |
252 |
+0 |
Total Volume and Open Interest |
734 |
48,818 |
+35 |
Japanese Gov't Bonds(SGX) |
Dec08 |
081017 |
135.62 |
136.23 |
135.61 |
135.66 |
-0.24 |
1,178 |
9,933 |
+42 |
Mar09 |
081017 |
135.66 |
135.66 |
135.66 |
135.66 |
-0.24 |
|
|
|
Jun09 |
081017 |
135.66 |
135.66 |
135.66 |
135.66 |
-0.24 |
|
|
|
Total Volume and Open Interest |
1,178 |
9,933 |
+42 |
Euro-Bund(EUREX) |
Dec08 |
081017 |
114.00 |
115.33 |
113.87 |
114.76 |
+0.23 |
858,300 |
1,038,995 |
+6,453 |
Mar09 |
081017 |
114.42 |
115.55 |
114.42 |
115.16 |
+0.20 |
45 |
3,388 |
+4 |
Jun09 |
081017 |
115.68 |
115.68 |
115.68 |
115.68 |
+0.23 |
|
|
|
Total Volume and Open Interest |
858,345 |
1,042,383 |
+6,457 |
Euro-Bobl(EUREX) |
Dec08 |
081017 |
110.29 |
110.95 |
110.23 |
110.44 |
-0.08 |
589,832 |
1,044,533 |
-10,888 |
Mar09 |
081017 |
110.23 |
110.23 |
110.23 |
110.23 |
-0.07 |
0 |
1,024 |
+0 |
Jun09 |
081017 |
110.95 |
110.95 |
110.95 |
110.95 |
-0.08 |
|
|
|
Total Volume and Open Interest |
589,832 |
1,045,557 |
-10,888 |
3-Mth Euribor(EUREX) |
Dec08 |
081017 |
96.000 |
96.125 |
95.990 |
96.120 |
+0.120 |
75 |
18,417 |
-739 |
Mar09 |
081017 |
96.465 |
96.575 |
96.455 |
96.575 |
+0.055 |
306 |
5,332 |
+241 |
Jun09 |
081017 |
96.710 |
96.715 |
96.700 |
96.700 |
+0.015 |
382 |
2,873 |
+312 |
Total Volume and Open Interest |
928 |
34,450 |
-92 |
Long Gilt(LIFFE) |
Dec08 |
081017 |
109~15 |
110~28 |
109~15 |
110~10 |
+0~13 |
89,813 |
296,368 |
-5,923 |
Mar09 |
081017 |
112~29 |
112~29 |
112~29 |
112~29 |
+0~13 |
|
|
|
Total Volume and Open Interest |
89,813 |
296,368 |
-5,923 |
3-Mth Short Sterling(LIFFE) |
Dec08 |
081017 |
95.12 |
95.32 |
95.10 |
95.29 |
+0.16 |
34,763 |
445,633 |
+439 |
Mar09 |
081017 |
95.94 |
96.16 |
95.94 |
96.11 |
+0.11 |
31,062 |
413,180 |
+3,133 |
Jun09 |
081017 |
96.22 |
96.39 |
96.22 |
96.34 |
+0.08 |
30,541 |
293,126 |
+3,761 |
Sep09 |
081017 |
96.17 |
96.32 |
96.16 |
96.28 |
+0.08 |
24,343 |
210,576 |
-1,085 |
Dec09 |
081017 |
95.92 |
96.05 |
95.89 |
96.01 |
+0.10 |
27,330 |
226,338 |
-1,854 |
Mar10 |
081017 |
95.71 |
95.82 |
95.67 |
95.77 |
+0.08 |
24,705 |
154,716 |
-4,471 |
Total Volume and Open Interest |
192,983 |
1,936,508 |
+127 |
3-Mth Euribor(LIFFE) |
Dec08 |
081017 |
95.990 |
96.180 |
95.960 |
96.120 |
+0.120 |
172,603 |
692,067 |
-6,621 |
Mar09 |
081017 |
96.445 |
96.635 |
96.445 |
96.585 |
+0.060 |
113,540 |
571,278 |
+11,102 |
Jun09 |
081017 |
96.650 |
96.765 |
96.610 |
96.705 |
+0.015 |
112,374 |
421,197 |
+18,844 |
Total Volume and Open Interest |
794,233 |
3,136,484 |
+13,275 |
3-Mth Aus T-Bills(SFE) |
Dec08 |
081017 |
95.45 |
95.46 |
95.35 |
95.44 |
-0.01 |
13,989 |
684,276 |
-28,072 |
Mar09 |
081017 |
95.65 |
95.68 |
95.56 |
95.65 |
+0.01 |
9,775 |
293,337 |
-28,966 |
Jun09 |
081017 |
95.47 |
95.50 |
95.38 |
95.47 |
unch |
4,403 |
181,178 |
-12,487 |
Sep09 |
081017 |
95.16 |
95.20 |
95.07 |
95.18 |
+0.04 |
3,467 |
120,962 |
-8,013 |
Dec09 |
081017 |
94.77 |
94.82 |
94.75 |
94.82 |
+0.02 |
1,343 |
75,423 |
-5,235 |
Mar10 |
081017 |
94.49 |
94.54 |
94.48 |
94.54 |
+0.02 |
624 |
32,842 |
-2,006 |
Jun10 |
081017 |
94.30 |
94.32 |
94.28 |
94.32 |
-0.01 |
1,178 |
27,821 |
-321 |
Sep10 |
081017 |
94.15 |
94.17 |
94.10 |
94.16 |
-0.03 |
252 |
14,332 |
-31 |
Dec10 |
081017 |
93.93 |
94.01 |
93.92 |
94.00 |
-0.06 |
156 |
3,187 |
+155 |
Mar11 |
081017 |
93.75 |
93.88 |
93.75 |
93.88 |
-0.08 |
42 |
932 |
+42 |
Total Volume and Open Interest |
35,229 |
1,435,289 |
-84,934 |
10-Year Aus T-Bonds(SFE) |
Dec08 |
081017 |
94.73 |
94.75 |
94.61 |
94.62 |
-0.11 |
36,947 |
450,105 |
-79,600 |
Mar09 |
081017 |
94.62 |
94.62 |
94.62 |
94.62 |
-0.11 |
|
|
|
Total Volume and Open Interest |
36,947 |
450,105 |
-79,600 |
3-Year Aus T-Bonds(SFE) |
Dec08 |
081017 |
95.49 |
95.51 |
95.39 |
95.46 |
-0.04 |
56,589 |
584,870 |
-64,753 |
Mar09 |
081017 |
95.46 |
95.46 |
95.46 |
95.46 |
-0.04 |
|
|
|
Total Volume and Open Interest |
56,589 |
584,870 |
-64,753 |
Gold(CMX) |
Oct08 |
081017 |
798.0 |
807.0 |
773.8 |
785.1 |
-16.4 |
34 |
187 |
-80 |
Dec08 |
081017 |
807.4 |
816.9 |
772.2 |
787.7 |
-16.8 |
140,794 |
208,662 |
+6,681 |
Feb09 |
081017 |
805.9 |
820.0 |
780.0 |
790.9 |
-17.0 |
2,766 |
20,855 |
+421 |
Apr09 |
081017 |
814.5 |
815.9 |
787.7 |
793.4 |
-17.1 |
945 |
20,129 |
+575 |
Jun09 |
081017 |
821.2 |
823.4 |
788.7 |
795.8 |
-17.2 |
257 |
18,592 |
-2 |
Aug09 |
081017 |
798.3 |
798.3 |
798.3 |
798.3 |
-17.3 |
22 |
15,391 |
+1 |
Oct09 |
081017 |
800.8 |
800.8 |
800.8 |
800.8 |
-17.3 |
273 |
5,161 |
+245 |
Dec09 |
081017 |
825.5 |
831.3 |
789.4 |
803.3 |
-17.4 |
798 |
13,502 |
-20 |
Feb10 |
081017 |
805.9 |
805.9 |
805.9 |
805.9 |
-17.5 |
0 |
696 |
+0 |
Apr10 |
081017 |
808.5 |
808.5 |
808.5 |
808.5 |
-17.6 |
0 |
35 |
+0 |
Jun10 |
081017 |
811.4 |
811.4 |
811.4 |
811.4 |
-17.8 |
25 |
5,049 |
-25 |
Aug10 |
081017 |
814.9 |
814.9 |
814.9 |
814.9 |
-18.0 |
|
|
|
Total Volume and Open Interest |
146,689 |
329,427 |
+8,016 |
Silver(CMX) |
Dec08 |
081017 |
972.0 |
993.0 |
909.0 |
933.5 |
-30.0 |
27,988 |
59,970 |
+103 |
Mar09 |
081017 |
978.0 |
982.0 |
921.0 |
937.7 |
-31.3 |
688 |
13,188 |
+66 |
May09 |
081017 |
981.5 |
982.5 |
940.3 |
940.3 |
-31.5 |
35 |
5,136 |
+2 |
Jul09 |
081017 |
986.0 |
1003.0 |
931.0 |
942.5 |
-32.0 |
22 |
6,472 |
-12 |
Sep09 |
081017 |
957.0 |
957.0 |
944.0 |
944.0 |
-33.3 |
1 |
2,642 |
+1 |
Dec09 |
081017 |
987.0 |
1000.5 |
925.0 |
948.5 |
-33.0 |
378 |
3,638 |
-151 |
Mar10 |
081017 |
953.7 |
953.7 |
953.7 |
953.7 |
-33.2 |
0 |
394 |
+0 |
Total Volume and Open Interest |
29,401 |
99,819 |
+81 |
Platinum(NYMEX) |
Oct08 |
081017 |
872.5 |
878.2 |
872.5 |
872.5 |
-10.3 |
12 |
384 |
+0 |
Jan09 |
081017 |
899.9 |
928.6 |
860.6 |
881.0 |
-10.3 |
2,880 |
14,236 |
-290 |
Apr09 |
081017 |
904.9 |
911.0 |
869.2 |
889.0 |
-10.8 |
15 |
230 |
+12 |
Total Volume and Open Interest |
2,907 |
14,850 |
-278 |
Palladium(NYMEX) |
Dec08 |
081017 |
179.80 |
182.00 |
165.25 |
174.50 |
+1.40 |
2,765 |
14,280 |
-438 |
Mar09 |
081017 |
173.40 |
178.75 |
170.00 |
177.00 |
+1.45 |
298 |
534 |
+233 |
Jun09 |
081017 |
179.00 |
179.00 |
179.00 |
179.00 |
+1.45 |
0 |
10 |
+0 |
Total Volume and Open Interest |
3,063 |
14,824 |
-205 |
Copper(CMX) |
Dec08 |
081017 |
216.90 |
223.45 |
204.20 |
217.95 |
+9.40 |
15,875 |
49,214 |
+944 |
Mar09 |
081017 |
217.10 |
220.10 |
205.35 |
218.85 |
+9.45 |
1,174 |
17,457 |
+251 |
May09 |
081017 |
209.55 |
220.00 |
209.55 |
220.00 |
+9.20 |
158 |
2,206 |
-2 |
Jul09 |
081017 |
211.50 |
221.00 |
208.35 |
221.00 |
+9.10 |
62 |
1,390 |
+17 |
Sep09 |
081017 |
213.20 |
221.75 |
213.20 |
221.75 |
+9.10 |
32 |
1,194 |
+10 |
Total Volume and Open Interest |
18,015 |
83,191 |
+1,330 |
DJIA Index(CBOT) |
Dec08 |
081017 |
8975 |
9280 |
8660 |
8771 |
-195 |
3,487 |
26,847 |
+61 |
Mar09 |
081017 |
9220 |
9220 |
8768 |
8768 |
-195 |
3 |
117 |
+0 |
Jun09 |
081017 |
8776 |
8971 |
8776 |
8776 |
-195 |
|
|
|
Sep09 |
081017 |
8782 |
8977 |
8782 |
8782 |
-195 |
|
|
|
Total Volume and Open Interest |
3,490 |
26,964 |
+61 |
E-mini DJIA Index(CBOT) |
Dec08 |
081017 |
8976 |
9284 |
8654 |
8771 |
-195 |
461,879 |
103,049 |
+4,561 |
Mar09 |
081017 |
8990 |
9255 |
8700 |
8768 |
-195 |
145 |
499 |
+1 |
Jun09 |
081017 |
8860 |
8860 |
8776 |
8776 |
-195 |
4 |
514 |
+4 |
Sep09 |
081017 |
8782 |
8782 |
8782 |
8782 |
-195 |
2 |
0 |
+0 |
Total Volume and Open Interest |
462,030 |
104,062 |
+4,566 |
S & P 500(CME) |
Dec08 |
081017 |
941.00 |
987.50 |
908.00 |
933.50 |
-7.50 |
89,647 |
629,973 |
-3,872 |
Mar09 |
081017 |
937.50 |
983.10 |
919.10 |
933.30 |
-7.80 |
41 |
5,362 |
-430 |
Jun09 |
081017 |
933.70 |
983.90 |
919.90 |
933.70 |
-8.20 |
40 |
3,379 |
-378 |
Sep09 |
081017 |
931.80 |
982.40 |
918.40 |
931.80 |
-8.60 |
0 |
768 |
+0 |
Total Volume and Open Interest |
89,728 |
639,497 |
-4,680 |
S & P 500 E-Mini(Globex) |
Dec08 |
081017 |
941.00 |
987.75 |
908.00 |
933.50 |
-7.50 |
5,074,482 |
3,053,823 |
-77,371 |
Mar09 |
081017 |
940.75 |
987.25 |
909.00 |
933.25 |
-7.75 |
8,224 |
70,701 |
+3,188 |
Total Volume and Open Interest |
5,082,706 |
3,129,998 |
-74,167 |
NASDAQ 100(CME) |
Dec08 |
081017 |
1320.00 |
1373.00 |
1270.00 |
1311.00 |
-12.00 |
8,057 |
27,851 |
+285 |
Mar09 |
081017 |
1316.00 |
1320.50 |
1316.00 |
1316.00 |
-12.50 |
0 |
9 |
+0 |
Jun09 |
081017 |
1320.30 |
1324.30 |
1320.30 |
1320.30 |
-12.00 |
0 |
5 |
+0 |
Total Volume and Open Interest |
8,057 |
27,865 |
+285 |
NASDAQ 100 E-Mini(Globex) |
Dec08 |
081017 |
1321.00 |
1371.80 |
1269.00 |
1311.00 |
-12.00 |
787,162 |
382,928 |
-6,936 |
Mar09 |
081017 |
1306.00 |
1376.00 |
1280.50 |
1316.00 |
-12.50 |
231 |
484 |
+47 |
Total Volume and Open Interest |
787,393 |
383,412 |
-6,889 |
S & P Midcap 400(CME) |
Dec08 |
081017 |
534.00 |
577.00 |
534.00 |
548.20 |
-2.80 |
366 |
7,235 |
+144 |
Mar09 |
081017 |
555.50 |
558.30 |
555.50 |
555.50 |
-2.80 |
|
|
|
Jun09 |
081017 |
560.50 |
563.30 |
560.50 |
560.50 |
-2.80 |
|
|
|
Total Volume and Open Interest |
366 |
7,235 |
+144 |
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 |
081017 |
8800 |
8980 |
8480 |
8655 |
-150 |
40,738 |
63,135 |
-813 |
Mar09 |
081017 |
8745 |
8815 |
8745 |
8745 |
-145 |
0 |
3 |
+0 |
Total Volume and Open Interest |
40,738 |
63,138 |
-813 |
Nikkei 225(SGX) |
Dec08 |
081017 |
8750 |
8815 |
8540 |
8660 |
+370 |
141,388 |
246,781 |
-1,111 |
Mar09 |
081017 |
8760 |
8810 |
8565 |
8705 |
+235 |
463 |
1,099 |
+146 |
Jun09 |
081017 |
8620 |
8620 |
8620 |
8620 |
+235 |
0 |
168 |
+0 |
Total Volume and Open Interest |
144,755 |
249,307 |
-573 |
CAC 40(EURONEXT) |
Oct08 |
081017 |
3359.0 |
3360.0 |
3177.0 |
3219.0 |
+41.5 |
304,391 |
628,199 |
-49,797 |
Nov08 |
081017 |
3342.5 |
3356.0 |
3175.0 |
3330.0 |
+155.5 |
94,019 |
342,355 |
+56,680 |
Dec08 |
081017 |
3333.5 |
3358.0 |
3192.0 |
3331.5 |
+158.5 |
1,673 |
37,003 |
+118 |
Total Volume and Open Interest |
400,097 |
1,009,674 |
+7,001 |
Hang Seng Index(HKFE) |
Oct08 |
081017 |
15110 |
15330 |
14339 |
14470 |
-506 |
99,479 |
94,464 |
+2,046 |
Nov08 |
081017 |
15168 |
15285 |
14320 |
14428 |
-614 |
1,005 |
1,469 |
+185 |
Dec08 |
081017 |
14969 |
15300 |
14400 |
14450 |
-550 |
251 |
3,733 |
-90 |
Total Volume and Open Interest |
100,764 |
99,799 |
+2,144 |
DAX(EUREX) |
Dec08 |
081017 |
4920.0 |
4988.0 |
4610.0 |
4805.0 |
+187.0 |
346,947 |
215,839 |
+2,550 |
Mar09 |
081017 |
4979.0 |
5014.0 |
4667.0 |
4840.5 |
+186.5 |
718 |
10,450 |
+22 |
Jun09 |
081017 |
4745.5 |
5048.0 |
4745.5 |
4880.0 |
+186.5 |
60 |
1,889 |
-23 |
Total Volume and Open Interest |
347,725 |
228,178 |
+2,549 |
FT-SE 100(EURONEXT) |
Dec08 |
081017 |
4064.50 |
4238.00 |
3863.50 |
4035.00 |
+190.00 |
267,861 |
674,892 |
+12,799 |
Mar09 |
081017 |
4043.00 |
4152.00 |
3858.50 |
4026.00 |
+188.00 |
202 |
8,822 |
-20 |
Jun09 |
081017 |
4013.00 |
4013.00 |
4013.00 |
4013.00 |
+186.50 |
0 |
25 |
+0 |
Total Volume and Open Interest |
268,063 |
683,739 |
+12,779 |
SPI 200(SFE) |
Dec08 |
081017 |
3992.0 |
4234.0 |
3990.0 |
4051.0 |
+24.0 |
44,019 |
277,609 |
-37,765 |
Mar09 |
081017 |
4139.0 |
4139.0 |
3984.0 |
4023.0 |
+24.0 |
12 |
1,766 |
-77 |
Jun09 |
081017 |
4035.0 |
4035.0 |
4035.0 |
4035.0 |
+24.0 |
163 |
2,392 |
-3 |
Total Volume and Open Interest |
44,202 |
282,057 |
-37,841 |
GSCI(CME) |
Nov08 |
081017 |
466.00 |
488.00 |
465.50 |
473.00 |
+7.00 |
423 |
14,846 |
+180 |
Dec08 |
081017 |
483.00 |
491.00 |
472.90 |
483.00 |
+10.00 |
0 |
7 |
+0 |
Jan09 |
081017 |
486.00 |
491.00 |
476.90 |
486.00 |
+9.00 |
|
|
|
Total Volume and Open Interest |
423 |
14,853 |
+180 |
Reuters CCI(ICE) |
Nov08 |
081017 |
381.00 |
389.80 |
381.00 |
385.00 |
+6.00 |
3 |
904 |
+1 |
Jan09 |
081017 |
391.00 |
399.00 |
391.00 |
396.00 |
+7.00 |
5 |
406 |
+0 |
Feb09 |
081017 |
398.00 |
398.00 |
398.00 |
398.00 |
+7.00 |
0 |
6 |
+0 |
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. |
|
|