|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue October 21, 2008 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov08 |
081021 |
934.50 |
944.50 |
892.00 |
908.00 |
-21.00 |
101,124 |
105,084 |
-2,227 |
Jan09 |
081021 |
945.00 |
955.50 |
901.50 |
915.25 |
-25.50 |
44,389 |
132,518 |
+3,855 |
Mar09 |
081021 |
952.75 |
965.00 |
911.00 |
924.50 |
-26.00 |
8,274 |
30,434 |
+228 |
May09 |
081021 |
968.25 |
968.25 |
919.50 |
933.50 |
-26.50 |
3,048 |
16,084 |
-205 |
Jul09 |
081021 |
970.00 |
981.00 |
926.50 |
941.50 |
-26.00 |
4,705 |
26,864 |
+565 |
Aug09 |
081021 |
954.25 |
970.50 |
942.00 |
944.00 |
-26.50 |
8 |
1,232 |
+0 |
Sep09 |
081021 |
956.00 |
971.00 |
933.00 |
945.00 |
-26.00 |
12 |
518 |
+3 |
Nov09 |
081021 |
976.00 |
988.00 |
935.00 |
947.00 |
-26.00 |
1,393 |
41,265 |
-56 |
Jan10 |
081021 |
954.00 |
981.00 |
954.00 |
954.00 |
-27.00 |
0 |
31 |
+0 |
Mar10 |
081021 |
957.00 |
984.00 |
957.00 |
957.00 |
-27.00 |
0 |
5 |
+0 |
May10 |
081021 |
959.00 |
987.00 |
959.00 |
959.00 |
-28.00 |
|
|
|
Jul10 |
081021 |
962.00 |
990.00 |
962.00 |
962.00 |
-28.00 |
0 |
11 |
+0 |
Total Volume and Open Interest |
162,996 |
359,119 |
+2,168 |
Soybean Meal(CBOT) |
Dec08 |
081021 |
268.70 |
269.50 |
259.20 |
265.80 |
-0.70 |
22,366 |
76,716 |
-1,070 |
Jan09 |
081021 |
270.00 |
270.00 |
260.50 |
266.90 |
-1.20 |
3,803 |
15,771 |
-50 |
Mar09 |
081021 |
273.20 |
273.20 |
262.90 |
269.10 |
-1.90 |
2,219 |
18,260 |
-309 |
May09 |
081021 |
275.40 |
275.40 |
265.30 |
271.60 |
-2.20 |
1,790 |
10,834 |
-201 |
Jul09 |
081021 |
276.50 |
276.50 |
267.60 |
274.10 |
-2.40 |
1,473 |
16,277 |
+47 |
Aug09 |
081021 |
276.00 |
276.50 |
270.90 |
274.60 |
-2.40 |
243 |
4,407 |
+59 |
Sep09 |
081021 |
276.50 |
277.50 |
270.40 |
275.10 |
-2.40 |
139 |
3,125 |
+67 |
Oct09 |
081021 |
276.60 |
276.60 |
274.00 |
275.10 |
-2.40 |
19 |
1,572 |
+18 |
Dec09 |
081021 |
278.10 |
278.60 |
272.50 |
277.10 |
-2.40 |
322 |
7,339 |
+56 |
Jan10 |
081021 |
278.00 |
280.50 |
278.00 |
278.00 |
-2.50 |
0 |
135 |
+0 |
Total Volume and Open Interest |
32,379 |
154,765 |
-1,383 |
Soybean Oil(CBOT) |
Dec08 |
081021 |
37.59 |
38.11 |
35.34 |
35.80 |
-1.81 |
28,884 |
107,008 |
-1,300 |
Jan09 |
081021 |
38.01 |
38.51 |
35.82 |
36.29 |
-1.82 |
5,500 |
54,635 |
+108 |
Mar09 |
081021 |
38.60 |
39.05 |
36.30 |
36.76 |
-1.84 |
3,624 |
28,275 |
-214 |
May09 |
081021 |
39.17 |
39.30 |
36.67 |
37.11 |
-1.82 |
1,536 |
16,209 |
-2 |
Jul09 |
081021 |
38.49 |
38.73 |
36.93 |
37.38 |
-1.80 |
1,556 |
24,637 |
+419 |
Aug09 |
081021 |
38.09 |
38.09 |
37.21 |
37.57 |
-1.80 |
230 |
3,526 |
+15 |
Sep09 |
081021 |
37.86 |
38.05 |
37.35 |
37.76 |
-1.80 |
121 |
2,721 |
+72 |
Oct09 |
081021 |
38.01 |
38.02 |
37.51 |
37.86 |
-1.78 |
37 |
2,489 |
+14 |
Dec09 |
081021 |
38.60 |
38.60 |
37.70 |
38.06 |
-1.78 |
270 |
17,933 |
+6 |
Jan10 |
081021 |
38.49 |
39.00 |
38.26 |
38.26 |
-1.68 |
0 |
65 |
+0 |
Total Volume and Open Interest |
41,769 |
261,843 |
-871 |
Canola(WCE) |
Nov08 |
081021 |
427.8 |
429.3 |
416.4 |
423.0 |
-4.8 |
5,869 |
13,995 |
-1,055 |
Jan09 |
081021 |
435.0 |
438.0 |
426.1 |
431.9 |
-5.0 |
4,765 |
57,599 |
+777 |
Mar09 |
081021 |
436.2 |
443.5 |
436.2 |
441.4 |
-5.0 |
573 |
7,397 |
+151 |
May09 |
081021 |
449.0 |
452.7 |
446.9 |
450.5 |
-5.3 |
91 |
3,641 |
+12 |
Jul09 |
081021 |
457.8 |
460.3 |
454.2 |
458.8 |
-4.8 |
77 |
3,540 |
+62 |
Total Volume and Open Interest |
11,408 |
91,324 |
-36 |
Corn(CBOT) |
Dec08 |
081021 |
421.75 |
427.75 |
406.50 |
411.00 |
-7.50 |
99,746 |
446,063 |
+3,674 |
Mar09 |
081021 |
438.75 |
445.50 |
424.75 |
427.75 |
-8.50 |
16,920 |
201,476 |
+396 |
May09 |
081021 |
454.25 |
457.00 |
437.00 |
439.25 |
-8.75 |
3,653 |
52,423 |
-202 |
Jul09 |
081021 |
465.00 |
468.00 |
448.00 |
450.00 |
-9.00 |
10,007 |
112,817 |
+1,284 |
Sep09 |
081021 |
475.00 |
475.00 |
457.00 |
458.25 |
-9.25 |
1,101 |
22,280 |
+254 |
Dec09 |
081021 |
478.00 |
485.00 |
463.75 |
465.00 |
-11.50 |
11,961 |
113,087 |
+417 |
Mar10 |
081021 |
485.00 |
490.75 |
469.25 |
479.25 |
-11.50 |
217 |
9,151 |
+14 |
May10 |
081021 |
492.00 |
496.00 |
484.25 |
484.25 |
-11.75 |
8 |
487 |
+1 |
Jul10 |
081021 |
495.25 |
500.50 |
488.50 |
488.50 |
-12.00 |
144 |
2,404 |
+32 |
Total Volume and Open Interest |
144,492 |
987,178 |
+5,853 |
Wheat(CBOT) |
Dec08 |
081021 |
564.50 |
571.50 |
546.00 |
549.00 |
-14.50 |
32,518 |
152,768 |
+1,973 |
Mar09 |
081021 |
587.00 |
591.25 |
564.00 |
569.00 |
-14.75 |
8,094 |
56,828 |
+600 |
May09 |
081021 |
598.00 |
598.00 |
580.50 |
583.00 |
-14.25 |
1,118 |
6,493 |
+98 |
Jul09 |
081021 |
609.75 |
610.00 |
593.75 |
596.50 |
-13.25 |
2,704 |
37,344 |
-703 |
Sep09 |
081021 |
623.50 |
624.00 |
610.00 |
613.75 |
-12.75 |
78 |
2,987 |
+17 |
Dec09 |
081021 |
650.00 |
650.00 |
630.00 |
634.50 |
-12.25 |
1,123 |
14,754 |
-328 |
Total Volume and Open Interest |
45,773 |
277,404 |
+1,642 |
Wheat(KCBT) |
Dec08 |
081021 |
596.00 |
601.25 |
578.25 |
582.00 |
-13.75 |
3,706 |
45,653 |
-708 |
Mar09 |
081021 |
612.25 |
617.00 |
596.00 |
599.25 |
-12.75 |
723 |
17,152 |
-19 |
May09 |
081021 |
625.00 |
626.50 |
608.00 |
609.75 |
-15.25 |
314 |
5,491 |
-3 |
Jul09 |
081021 |
632.00 |
638.75 |
618.50 |
620.00 |
-15.25 |
456 |
13,715 |
+52 |
Sep09 |
081021 |
640.25 |
640.25 |
632.75 |
633.00 |
-15.75 |
26 |
2,641 |
-2 |
Dec09 |
081021 |
660.00 |
660.00 |
649.75 |
651.25 |
-16.00 |
33 |
2,730 |
+11 |
Total Volume and Open Interest |
5,271 |
88,917 |
-660 |
Wheat(MGE) |
Dec08 |
081021 |
652.00 |
652.00 |
625.00 |
629.50 |
-13.25 |
2,681 |
13,428 |
-239 |
Mar09 |
081021 |
642.00 |
653.25 |
625.00 |
626.75 |
-16.00 |
2,346 |
12,450 |
+276 |
May09 |
081021 |
650.50 |
651.25 |
632.00 |
633.00 |
-16.75 |
427 |
4,711 |
+201 |
Jul09 |
081021 |
657.00 |
657.75 |
638.00 |
639.75 |
-15.75 |
188 |
1,381 |
-8 |
Sep09 |
081021 |
660.25 |
660.25 |
644.00 |
645.00 |
-15.00 |
132 |
2,883 |
+35 |
Total Volume and Open Interest |
5,874 |
36,553 |
+299 |
Oats(CBOT) |
Dec08 |
081021 |
289.50 |
290.00 |
276.00 |
277.00 |
-11.00 |
391 |
8,735 |
+24 |
Mar09 |
081021 |
305.00 |
307.25 |
294.50 |
294.50 |
-10.50 |
147 |
2,704 |
-13 |
May09 |
081021 |
309.75 |
315.50 |
306.00 |
306.00 |
-9.50 |
44 |
1,804 |
-8 |
Jul09 |
081021 |
321.00 |
328.00 |
317.50 |
317.50 |
-10.50 |
20 |
407 |
-5 |
Total Volume and Open Interest |
850 |
15,674 |
+42 |
Rough Rice(CBOT) |
Nov08 |
081021 |
15.07 |
15.40 |
14.91 |
15.02 |
-0.09 |
369 |
2,760 |
-118 |
Jan09 |
081021 |
15.39 |
15.72 |
15.21 |
15.31 |
-0.12 |
491 |
3,345 |
+87 |
Mar09 |
081021 |
15.80 |
15.80 |
15.55 |
15.64 |
-0.11 |
193 |
1,052 |
+86 |
May09 |
081021 |
15.91 |
16.07 |
15.91 |
15.95 |
-0.11 |
1 |
452 |
+0 |
Total Volume and Open Interest |
1,054 |
7,776 |
+70 |
Live Cattle(CME) |
Oct08 |
081021 |
91.285 |
92.250 |
90.500 |
91.830 |
+1.000 |
4,170 |
7,327 |
-1,455 |
Dec08 |
081021 |
92.450 |
93.250 |
91.850 |
92.980 |
+0.900 |
14,773 |
114,100 |
-680 |
Feb09 |
081021 |
93.450 |
94.150 |
92.800 |
93.850 |
+0.700 |
5,115 |
54,549 |
+759 |
Apr09 |
081021 |
94.135 |
94.950 |
93.600 |
94.885 |
+1.155 |
3,366 |
26,229 |
+95 |
Jun09 |
081021 |
90.700 |
92.000 |
90.650 |
91.900 |
+1.200 |
833 |
14,742 |
+102 |
Aug09 |
081021 |
91.000 |
92.000 |
90.950 |
91.680 |
+0.830 |
338 |
5,078 |
+135 |
Total Volume and Open Interest |
28,638 |
224,460 |
-1,036 |
Feeder Cattle(CME) |
Oct08 |
081021 |
98.785 |
99.500 |
98.635 |
99.285 |
+0.635 |
464 |
1,895 |
+19 |
Nov08 |
081021 |
99.000 |
99.785 |
98.350 |
99.450 |
+0.850 |
1,855 |
5,924 |
-710 |
Jan09 |
081021 |
98.350 |
99.200 |
97.500 |
99.135 |
+1.185 |
1,422 |
11,455 |
-152 |
Mar09 |
081021 |
100.350 |
100.350 |
99.200 |
100.300 |
+0.850 |
90 |
1,604 |
+36 |
Apr09 |
081021 |
100.500 |
100.500 |
99.900 |
100.300 |
+0.400 |
38 |
520 |
-30 |
May09 |
081021 |
100.500 |
101.500 |
100.500 |
101.500 |
+0.700 |
50 |
763 |
+23 |
Aug09 |
081021 |
103.350 |
103.350 |
102.900 |
103.250 |
+0.300 |
10 |
158 |
+5 |
Total Volume and Open Interest |
3,929 |
22,349 |
-809 |
Lean Hogs(CME) |
Dec08 |
081021 |
57.000 |
58.075 |
56.950 |
57.775 |
+1.525 |
7,474 |
81,573 |
-242 |
Feb09 |
081021 |
63.550 |
65.035 |
63.080 |
64.535 |
+1.035 |
3,080 |
33,748 |
-359 |
Apr09 |
081021 |
69.800 |
71.100 |
69.330 |
70.830 |
+1.030 |
2,178 |
25,650 |
-818 |
May09 |
081021 |
77.700 |
78.430 |
77.400 |
78.430 |
+0.880 |
10 |
1,087 |
-25 |
Jun09 |
081021 |
79.800 |
80.600 |
79.035 |
80.450 |
+0.315 |
1,003 |
17,022 |
+103 |
Jul09 |
081021 |
77.750 |
79.100 |
77.750 |
78.950 |
+0.350 |
165 |
2,154 |
-31 |
Aug09 |
081021 |
75.330 |
76.500 |
74.750 |
76.200 |
+0.750 |
106 |
1,946 |
+54 |
Oct09 |
081021 |
69.500 |
70.200 |
69.500 |
69.900 |
-0.300 |
89 |
958 |
+65 |
Total Volume and Open Interest |
14,105 |
164,568 |
-1,253 |
Class III Milk(CME) |
Oct08 |
081021 |
16.98 |
17.00 |
16.98 |
16.98 |
unch |
17 |
4,171 |
-8 |
Nov08 |
081021 |
15.68 |
15.90 |
15.60 |
15.72 |
+0.12 |
236 |
4,851 |
-60 |
Dec08 |
081021 |
14.90 |
14.90 |
14.70 |
14.70 |
-0.01 |
251 |
5,070 |
-101 |
Jan09 |
081021 |
14.60 |
14.68 |
14.45 |
14.55 |
+0.01 |
179 |
3,146 |
+82 |
Feb09 |
081021 |
14.60 |
14.60 |
14.41 |
14.45 |
+0.04 |
134 |
2,753 |
+15 |
Total Volume and Open Interest |
1,712 |
37,418 |
+219 |
Cocoa(ICE) |
Dec08 |
081021 |
2074 |
2078 |
1999 |
2037 |
-48 |
5,995 |
46,521 |
-878 |
Mar09 |
081021 |
2090 |
2105 |
2025 |
2057 |
-56 |
2,921 |
31,262 |
+388 |
May09 |
081021 |
2120 |
2120 |
2050 |
2077 |
-57 |
181 |
16,063 |
+16 |
Jul09 |
081021 |
2133 |
2133 |
2075 |
2099 |
-53 |
585 |
7,931 |
+440 |
Sep09 |
081021 |
2119 |
2129 |
2100 |
2115 |
-55 |
16 |
2,962 |
+1 |
Dec09 |
081021 |
2156 |
2156 |
2120 |
2127 |
-48 |
0 |
6,861 |
+0 |
Mar10 |
081021 |
2166 |
2166 |
2131 |
2131 |
-45 |
0 |
2,372 |
+0 |
Total Volume and Open Interest |
9,698 |
115,789 |
-33 |
Coffee "C"(ICE) |
Dec08 |
081021 |
115.40 |
116.50 |
113.45 |
114.25 |
-0.25 |
6,553 |
74,084 |
+113 |
Mar09 |
081021 |
120.25 |
121.00 |
118.30 |
119.05 |
-0.10 |
1,725 |
31,108 |
-99 |
May09 |
081021 |
123.00 |
123.60 |
121.50 |
122.10 |
-0.10 |
469 |
14,624 |
+21 |
Jul09 |
081021 |
125.10 |
126.50 |
124.50 |
124.95 |
-0.05 |
118 |
3,744 |
+27 |
Sep09 |
081021 |
127.00 |
128.00 |
127.00 |
127.55 |
-0.05 |
120 |
2,113 |
+77 |
Dec09 |
081021 |
130.30 |
131.85 |
130.30 |
130.85 |
-0.05 |
44 |
2,507 |
+35 |
Total Volume and Open Interest |
9,029 |
129,569 |
+174 |
Orange Juice(ICE) |
Nov08 |
081021 |
84.90 |
85.90 |
81.20 |
85.50 |
+0.05 |
739 |
7,544 |
-460 |
Jan09 |
081021 |
88.70 |
89.95 |
84.90 |
89.40 |
+0.50 |
1,222 |
14,635 |
+763 |
Mar09 |
081021 |
91.80 |
93.25 |
90.00 |
93.15 |
+0.35 |
67 |
6,551 |
+11 |
May09 |
081021 |
97.25 |
97.25 |
96.65 |
96.75 |
+0.05 |
8 |
1,594 |
+2 |
Jul09 |
081021 |
100.30 |
100.30 |
100.30 |
100.30 |
+0.10 |
0 |
413 |
+0 |
Sep09 |
081021 |
103.30 |
103.30 |
103.30 |
103.30 |
-0.90 |
0 |
102 |
+0 |
Total Volume and Open Interest |
2,036 |
31,175 |
+316 |
Sugar #11(ICE) |
Mar09 |
081021 |
11.52 |
11.53 |
11.15 |
11.24 |
-0.26 |
34,046 |
296,083 |
-1,169 |
May09 |
081021 |
11.82 |
11.84 |
11.46 |
11.55 |
-0.27 |
8,633 |
98,521 |
-12 |
Jul09 |
081021 |
11.86 |
11.86 |
11.59 |
11.68 |
-0.25 |
5,101 |
105,835 |
-2,149 |
Oct09 |
081021 |
12.20 |
12.21 |
11.98 |
12.06 |
-0.23 |
1,639 |
66,804 |
-314 |
Mar10 |
081021 |
12.58 |
12.62 |
12.40 |
12.49 |
-0.20 |
1,450 |
45,690 |
-102 |
Total Volume and Open Interest |
52,853 |
662,314 |
-2,795 |
London Cocoa(LCE) |
Dec08 |
081021 |
1267 |
1276 |
1228 |
1264 |
-4 |
3,536 |
73,915 |
-818 |
Mar09 |
081021 |
1285 |
1292 |
1234 |
1263 |
-22 |
4,132 |
60,447 |
-498 |
May09 |
081021 |
1300 |
1305 |
1250 |
1275 |
-23 |
573 |
27,672 |
-133 |
Jul09 |
081021 |
1309 |
1315 |
1265 |
1287 |
-22 |
152 |
11,172 |
-30 |
Sep09 |
081021 |
1300 |
1303 |
1283 |
1297 |
-21 |
657 |
8,354 |
+378 |
Dec09 |
081021 |
1310 |
1312 |
1306 |
1306 |
-21 |
575 |
4,143 |
+464 |
Mar10 |
081021 |
1318 |
1318 |
1318 |
1318 |
-21 |
38 |
295 |
+38 |
Total Volume and Open Interest |
7,713 |
195,498 |
-2,242 |
London Sugar(LCE) |
Dec08 |
081021 |
323.10 |
325.00 |
297.50 |
319.70 |
-7.30 |
1,698 |
14,048 |
-180 |
Mar09 |
081021 |
333.70 |
333.70 |
329.60 |
329.70 |
-6.80 |
1,408 |
22,354 |
-480 |
May09 |
081021 |
335.90 |
335.90 |
334.80 |
334.80 |
-6.80 |
248 |
7,402 |
+121 |
Aug09 |
081021 |
343.00 |
343.00 |
339.00 |
339.00 |
-7.10 |
145 |
5,619 |
-72 |
Oct09 |
081021 |
348.00 |
348.00 |
345.00 |
345.00 |
-7.00 |
34 |
3,127 |
+34 |
Total Volume and Open Interest |
3,543 |
53,444 |
-577 |
Cotton(ICE) |
Dec08 |
081021 |
49.57 |
50.79 |
48.21 |
50.60 |
+1.54 |
20,997 |
101,311 |
+641 |
Mar09 |
081021 |
53.00 |
53.67 |
51.29 |
53.56 |
+1.17 |
4,852 |
38,137 |
-3 |
May09 |
081021 |
54.25 |
55.61 |
53.19 |
55.40 |
+1.26 |
1,317 |
7,616 |
+182 |
Jul09 |
081021 |
56.40 |
57.47 |
55.53 |
57.36 |
+1.18 |
1,888 |
12,451 |
+1,276 |
Oct09 |
081021 |
59.82 |
59.90 |
59.82 |
59.90 |
+1.18 |
9 |
111 |
+3 |
Dec09 |
081021 |
60.00 |
61.56 |
59.30 |
61.33 |
+1.33 |
1,225 |
10,520 |
+287 |
Total Volume and Open Interest |
30,821 |
171,930 |
+2,021 |
Lumber(CME) |
Nov08 |
081021 |
196.0 |
199.0 |
189.5 |
189.5 |
-10.0 |
235 |
2,559 |
-76 |
Jan09 |
081021 |
205.7 |
207.8 |
199.5 |
200.0 |
-8.8 |
232 |
4,805 |
-24 |
Mar09 |
081021 |
216.5 |
218.5 |
211.6 |
211.6 |
-7.2 |
29 |
946 |
+10 |
May09 |
081021 |
231.1 |
236.1 |
227.5 |
229.0 |
-7.6 |
17 |
287 |
+11 |
Total Volume and Open Interest |
518 |
8,722 |
-78 |
Crude Oil(NYM) |
Nov08 |
081021 |
75.62 |
75.69 |
69.77 |
70.89 |
-3.36 |
137,299 |
15,748 |
-35,713 |
Dec08 |
081021 |
75.90 |
76.04 |
70.30 |
72.18 |
-2.21 |
237,629 |
329,395 |
+14,586 |
Jan09 |
081021 |
76.22 |
76.22 |
70.76 |
72.64 |
-2.05 |
33,209 |
91,258 |
+2,538 |
Feb09 |
081021 |
76.45 |
76.45 |
71.23 |
73.13 |
-1.95 |
7,934 |
33,853 |
+762 |
Mar09 |
081021 |
76.75 |
77.04 |
71.82 |
73.61 |
-1.90 |
5,519 |
34,636 |
+831 |
Apr09 |
081021 |
77.13 |
77.63 |
72.66 |
74.13 |
-1.86 |
3,079 |
19,544 |
-207 |
May09 |
081021 |
74.20 |
74.66 |
73.15 |
74.66 |
-1.81 |
2,800 |
17,717 |
+239 |
Jun09 |
081021 |
77.65 |
77.65 |
73.68 |
75.19 |
-1.76 |
14,493 |
74,489 |
+905 |
Jul09 |
081021 |
75.63 |
75.70 |
75.63 |
75.70 |
-1.72 |
1,806 |
19,397 |
+249 |
Aug09 |
081021 |
76.21 |
76.21 |
76.21 |
76.21 |
-1.68 |
829 |
12,893 |
+16 |
Sep09 |
081021 |
76.74 |
76.74 |
76.74 |
76.74 |
-1.64 |
387 |
15,280 |
-39 |
Oct09 |
081021 |
77.28 |
77.28 |
77.28 |
77.28 |
-1.60 |
965 |
8,799 |
-262 |
Nov09 |
081021 |
77.75 |
78.12 |
77.03 |
77.83 |
-1.56 |
1,536 |
6,432 |
-227 |
Dec09 |
081021 |
81.48 |
81.66 |
76.83 |
78.38 |
-1.52 |
17,539 |
89,922 |
-562 |
Jan10 |
081021 |
78.91 |
78.91 |
78.91 |
78.91 |
-1.47 |
506 |
13,490 |
+100 |
Feb10 |
081021 |
79.42 |
79.42 |
79.42 |
79.42 |
-1.42 |
560 |
5,025 |
-1 |
Total Volume and Open Interest |
482,716 |
1,039,318 |
-15,550 |
e-miNY Crude Oil(NYM) |
Oct08 |
080919 |
98.050 |
104.800 |
97.300 |
104.550 |
+6.675 |
17,616 |
6,258 |
-1,680 |
Nov08 |
081020 |
72.300 |
76.100 |
71.800 |
74.250 |
+2.400 |
8,404 |
5,424 |
-651 |
Dec08 |
081021 |
75.800 |
75.950 |
70.300 |
72.175 |
-2.225 |
14,944 |
6,927 |
+809 |
Jan09 |
081021 |
75.950 |
75.950 |
71.100 |
72.650 |
-2.050 |
485 |
684 |
-10 |
Feb09 |
081021 |
74.625 |
74.625 |
71.775 |
73.125 |
-1.950 |
348 |
125 |
-251 |
Mar09 |
081021 |
73.700 |
73.700 |
72.300 |
73.600 |
-1.900 |
2 |
8 |
+0 |
Apr09 |
081021 |
74.125 |
74.125 |
74.125 |
74.125 |
-1.875 |
|
|
|
May09 |
081021 |
74.650 |
74.650 |
74.650 |
74.650 |
-1.825 |
|
|
|
Jun09 |
081021 |
75.200 |
75.200 |
75.200 |
75.200 |
-1.750 |
0 |
1 |
+0 |
Jul09 |
081021 |
75.700 |
75.700 |
75.700 |
75.700 |
-1.725 |
|
|
|
Total Volume and Open Interest |
15,782 |
7,833 |
-4,875 |
Heating Oil(NYM) |
Nov08 |
081021 |
224.40 |
225.78 |
212.92 |
217.71 |
-3.28 |
26,339 |
23,674 |
-1,458 |
Dec08 |
081021 |
226.20 |
227.50 |
214.70 |
219.75 |
-3.24 |
17,789 |
51,476 |
+330 |
Jan09 |
081021 |
228.00 |
228.00 |
217.48 |
222.40 |
-3.44 |
8,479 |
32,094 |
+666 |
Feb09 |
081021 |
231.50 |
231.50 |
219.18 |
224.15 |
-3.44 |
2,514 |
14,905 |
+9 |
Mar09 |
081021 |
233.01 |
233.01 |
220.10 |
225.00 |
-3.39 |
2,245 |
14,114 |
+423 |
Apr09 |
081021 |
230.50 |
230.50 |
220.75 |
225.15 |
-3.39 |
1,844 |
5,842 |
-264 |
May09 |
081021 |
223.86 |
225.50 |
221.30 |
225.50 |
-3.34 |
808 |
6,913 |
+175 |
Jun09 |
081021 |
224.50 |
227.44 |
222.00 |
226.35 |
-3.34 |
3,376 |
19,454 |
-115 |
Jul09 |
081021 |
228.41 |
228.41 |
224.00 |
228.20 |
-3.39 |
1,400 |
3,098 |
-313 |
Aug09 |
081021 |
228.00 |
233.55 |
226.20 |
230.40 |
-3.39 |
215 |
2,583 |
+7 |
Sep09 |
081021 |
236.79 |
236.79 |
228.90 |
232.80 |
-3.39 |
438 |
3,679 |
+58 |
Oct09 |
081021 |
234.00 |
235.10 |
231.20 |
235.10 |
-3.39 |
67 |
1,296 |
+18 |
Total Volume and Open Interest |
66,376 |
214,638 |
-434 |
Gasoline(NYMEX) |
Nov08 |
081021 |
174.45 |
175.00 |
163.54 |
169.19 |
-2.82 |
22,447 |
27,632 |
-894 |
Dec08 |
081021 |
171.69 |
172.40 |
159.67 |
165.09 |
-4.62 |
16,601 |
61,150 |
+2,267 |
Jan09 |
081021 |
169.42 |
169.42 |
162.50 |
167.29 |
-4.88 |
5,064 |
21,994 |
+334 |
Feb09 |
081021 |
169.47 |
170.47 |
165.00 |
170.04 |
-4.83 |
1,522 |
7,881 |
-95 |
Mar09 |
081021 |
172.33 |
173.31 |
168.00 |
172.94 |
-4.73 |
970 |
6,190 |
+99 |
Apr09 |
081021 |
188.22 |
189.19 |
185.12 |
189.19 |
-4.73 |
479 |
10,486 |
+10 |
May09 |
081021 |
188.24 |
190.54 |
188.00 |
190.54 |
-4.73 |
169 |
5,068 |
-10 |
Jun09 |
081021 |
188.00 |
191.39 |
188.00 |
191.39 |
-4.63 |
190 |
5,496 |
+62 |
Jul09 |
081021 |
191.10 |
191.74 |
188.00 |
191.74 |
-4.48 |
135 |
1,147 |
-76 |
Aug09 |
081021 |
190.00 |
191.59 |
189.10 |
191.59 |
-4.33 |
129 |
1,359 |
+101 |
Total Volume and Open Interest |
47,932 |
162,175 |
+1,886 |
e-miNY RBOB Gasoline(NYM) |
Nov08 |
081021 |
169.19 |
169.19 |
169.19 |
169.19 |
-2.82 |
|
|
|
Dec08 |
081021 |
165.09 |
165.09 |
165.09 |
165.09 |
-4.62 |
|
|
|
Jan09 |
081021 |
167.29 |
167.29 |
167.29 |
167.29 |
-4.88 |
|
|
|
Feb09 |
081021 |
170.04 |
170.04 |
170.04 |
170.04 |
-4.83 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
Nov08 |
081021 |
6.760 |
6.897 |
6.696 |
6.844 |
+0.103 |
74,319 |
52,770 |
-1,360 |
Dec08 |
081021 |
7.006 |
7.140 |
6.941 |
7.088 |
+0.097 |
33,591 |
88,729 |
+4,330 |
Jan09 |
081021 |
7.240 |
7.369 |
7.170 |
7.312 |
+0.101 |
10,931 |
114,723 |
+651 |
Feb09 |
081021 |
7.323 |
7.431 |
7.230 |
7.369 |
+0.100 |
4,190 |
41,966 |
+373 |
Mar09 |
081021 |
7.170 |
7.317 |
7.104 |
7.259 |
+0.110 |
7,398 |
76,759 |
+783 |
Apr09 |
081021 |
7.072 |
7.168 |
6.984 |
7.134 |
+0.110 |
6,236 |
68,898 |
-202 |
May09 |
081021 |
7.070 |
7.211 |
7.027 |
7.182 |
+0.118 |
1,715 |
49,121 |
+267 |
Jun09 |
081021 |
7.155 |
7.326 |
7.139 |
7.284 |
+0.122 |
844 |
22,052 |
+131 |
Jul09 |
081021 |
7.310 |
7.449 |
7.240 |
7.397 |
+0.125 |
1,016 |
19,982 |
+240 |
Aug09 |
081021 |
7.350 |
7.500 |
7.328 |
7.479 |
+0.125 |
1,170 |
19,101 |
+78 |
Sep09 |
081021 |
7.390 |
7.545 |
7.360 |
7.509 |
+0.125 |
688 |
17,202 |
-11 |
Oct09 |
081021 |
7.515 |
7.608 |
7.445 |
7.589 |
+0.125 |
3,667 |
34,468 |
+526 |
Nov09 |
081021 |
7.760 |
7.925 |
7.741 |
7.887 |
+0.128 |
436 |
17,621 |
+223 |
Dec09 |
081021 |
8.125 |
8.265 |
8.090 |
8.227 |
+0.123 |
506 |
25,126 |
+91 |
Jan10 |
081021 |
8.340 |
8.459 |
8.314 |
8.459 |
+0.125 |
494 |
17,102 |
+301 |
Feb10 |
081021 |
8.340 |
8.459 |
8.320 |
8.459 |
+0.125 |
66 |
9,581 |
+36 |
Total Volume and Open Interest |
147,861 |
878,873 |
+6,935 |
Brent Crude Oil(ICE) |
Dec08 |
081021 |
73.20 |
73.29 |
67.91 |
69.72 |
-2.31 |
117,484 |
117,212 |
-2,978 |
Jan09 |
081021 |
74.76 |
74.76 |
69.34 |
71.16 |
-2.40 |
48,684 |
97,310 |
+875 |
Feb09 |
081021 |
74.66 |
75.12 |
70.75 |
72.43 |
-2.40 |
18,671 |
40,051 |
+787 |
Mar09 |
081021 |
75.72 |
75.78 |
71.84 |
73.52 |
-2.34 |
11,547 |
27,277 |
-154 |
Apr09 |
081021 |
76.31 |
76.31 |
73.06 |
74.52 |
-2.27 |
6,374 |
18,084 |
+1,657 |
May09 |
081021 |
76.52 |
77.03 |
74.02 |
75.45 |
-2.21 |
5,194 |
13,375 |
-692 |
Jun09 |
081021 |
78.50 |
78.50 |
74.70 |
76.31 |
-2.16 |
7,556 |
33,494 |
-999 |
Jul09 |
081021 |
78.49 |
78.49 |
75.52 |
77.14 |
-2.14 |
1,952 |
10,373 |
-804 |
Aug09 |
081021 |
77.97 |
77.97 |
77.97 |
77.97 |
-2.09 |
576 |
9,554 |
+868 |
Sep09 |
081021 |
78.68 |
78.68 |
78.68 |
78.68 |
-2.03 |
413 |
7,862 |
+156 |
Oct09 |
081021 |
79.28 |
79.28 |
79.28 |
79.28 |
-1.95 |
446 |
6,040 |
+93 |
Nov09 |
081021 |
79.85 |
79.85 |
79.85 |
79.85 |
-1.91 |
299 |
7,654 |
-111 |
Dec09 |
081021 |
80.91 |
81.65 |
78.87 |
80.40 |
-1.84 |
12,844 |
58,134 |
-1,023 |
Jan10 |
081021 |
81.01 |
81.01 |
81.01 |
81.01 |
-1.81 |
200 |
7,004 |
-172 |
Total Volume and Open Interest |
239,448 |
531,489 |
+1,472 |
Gas Oil(ICE) |
Nov08 |
081021 |
705.00 |
713.00 |
681.75 |
688.50 |
-2.75 |
54,779 |
49,384 |
-6,586 |
Dec08 |
081021 |
710.75 |
714.25 |
681.50 |
688.25 |
-4.00 |
58,362 |
68,842 |
-3,620 |
Jan09 |
081021 |
717.75 |
717.75 |
690.75 |
696.00 |
-4.25 |
17,167 |
46,511 |
+692 |
Feb09 |
081021 |
723.50 |
723.50 |
699.00 |
704.00 |
-4.75 |
9,296 |
22,024 |
-141 |
Mar09 |
081021 |
729.00 |
729.50 |
708.75 |
710.50 |
-4.50 |
4,240 |
14,069 |
+120 |
Apr09 |
081021 |
734.25 |
734.75 |
715.00 |
716.00 |
-4.25 |
3,072 |
13,627 |
+117 |
May09 |
081021 |
739.50 |
740.00 |
720.50 |
721.50 |
-4.25 |
2,532 |
13,836 |
+10 |
Jun09 |
081021 |
738.50 |
745.50 |
721.75 |
727.00 |
-4.50 |
3,140 |
31,408 |
+275 |
Jul09 |
081021 |
739.25 |
743.25 |
731.00 |
735.50 |
-4.75 |
1,202 |
8,302 |
+305 |
Aug09 |
081021 |
749.00 |
752.75 |
740.00 |
744.50 |
-5.00 |
345 |
6,674 |
-110 |
Total Volume and Open Interest |
122,566 |
348,291 |
+3,278 |
Ethanol(CBOT) |
Oct08 |
081003 |
1.990 |
1.990 |
1.990 |
1.990 |
-0.010 |
0 |
73 |
+0 |
Nov08 |
081021 |
1.740 |
1.740 |
1.721 |
1.735 |
-0.044 |
42 |
267 |
+28 |
Dec08 |
081021 |
1.740 |
1.740 |
1.728 |
1.733 |
-0.057 |
13 |
369 |
-6 |
Jan09 |
081021 |
1.740 |
1.740 |
1.740 |
1.740 |
-0.072 |
10 |
347 |
+10 |
Feb09 |
081021 |
1.755 |
1.755 |
1.755 |
1.755 |
-0.061 |
4 |
235 |
+2 |
Mar09 |
081021 |
1.800 |
1.800 |
1.780 |
1.793 |
-0.029 |
2 |
213 |
+0 |
Apr09 |
081021 |
1.800 |
1.800 |
1.790 |
1.795 |
-0.027 |
3 |
220 |
+1 |
May09 |
081021 |
1.790 |
1.790 |
1.790 |
1.790 |
-0.030 |
2 |
154 |
+1 |
Total Volume and Open Interest |
101 |
2,825 |
+39 |
WTI Crude Oil(ICE) |
Dec08 |
081021 |
75.65 |
75.85 |
70.31 |
72.18 |
-2.21 |
78,575 |
117,457 |
+1,726 |
Jan09 |
081021 |
75.81 |
75.81 |
70.76 |
72.64 |
-2.05 |
18,975 |
43,567 |
+2,006 |
Feb09 |
081021 |
76.00 |
76.00 |
71.52 |
73.13 |
-1.95 |
5,672 |
21,566 |
+285 |
Mar09 |
081021 |
75.58 |
75.58 |
72.00 |
73.61 |
-1.90 |
2,896 |
12,951 |
+429 |
Apr09 |
081021 |
75.83 |
75.95 |
72.68 |
74.13 |
-1.86 |
1,126 |
9,402 |
+191 |
May09 |
081021 |
76.25 |
76.26 |
73.26 |
74.66 |
-1.81 |
1,070 |
5,620 |
+465 |
Jun09 |
081021 |
76.67 |
76.67 |
73.66 |
75.19 |
-1.76 |
2,941 |
35,173 |
+16 |
Jul09 |
081021 |
76.00 |
76.00 |
74.40 |
75.70 |
-1.72 |
348 |
4,314 |
+208 |
Aug09 |
081021 |
74.91 |
76.21 |
74.91 |
76.21 |
-1.68 |
132 |
2,858 |
+670 |
Sep09 |
081021 |
76.60 |
76.74 |
76.60 |
76.74 |
-1.64 |
28 |
6,934 |
+649 |
Oct09 |
081021 |
77.28 |
77.28 |
77.28 |
77.28 |
-1.60 |
2 |
1,518 |
+35 |
Nov09 |
081021 |
77.83 |
77.83 |
77.83 |
77.83 |
-1.56 |
43 |
5,168 |
+19 |
Dec09 |
081021 |
79.50 |
79.72 |
76.80 |
78.38 |
-1.52 |
5,562 |
72,111 |
-217 |
Jan10 |
081021 |
78.91 |
78.91 |
78.91 |
78.91 |
-1.47 |
0 |
4,735 |
+30 |
Feb10 |
081021 |
79.42 |
79.42 |
79.42 |
79.42 |
-1.42 |
0 |
3,111 |
+18 |
Mar10 |
081021 |
79.93 |
79.93 |
79.93 |
79.93 |
-1.37 |
0 |
1,324 |
+8 |
Total Volume and Open Interest |
159,592 |
457,863 |
-23,695 |
US Dollar Index(ICE) |
Dec08 |
081021 |
83.375 |
84.885 |
83.330 |
84.415 |
+0.940 |
6,300 |
43,175 |
+142 |
Mar09 |
081021 |
84.390 |
85.250 |
84.390 |
84.835 |
+1.000 |
5 |
2,242 |
+4 |
Jun09 |
081021 |
85.085 |
85.085 |
85.085 |
85.085 |
+1.035 |
0 |
179 |
+0 |
Total Volume and Open Interest |
6,305 |
45,596 |
+146 |
Australian Dollar(CME) |
Dec08 |
081021 |
70.09 |
70.22 |
66.80 |
68.18 |
-1.71 |
23,046 |
55,323 |
+8,012 |
Mar09 |
081021 |
68.58 |
69.56 |
66.82 |
67.85 |
-1.71 |
1 |
782 |
+17 |
Jun09 |
081021 |
67.45 |
69.16 |
67.45 |
67.45 |
-1.71 |
0 |
4 |
+0 |
Total Volume and Open Interest |
23,047 |
56,140 |
+8,029 |
British Pound(CME) |
Dec08 |
081021 |
171.07 |
171.47 |
165.30 |
168.93 |
-1.89 |
53,590 |
108,023 |
+6,296 |
Mar09 |
081021 |
167.80 |
170.43 |
164.94 |
168.22 |
-1.92 |
176 |
2,511 |
+104 |
Jun09 |
081021 |
167.62 |
169.72 |
164.48 |
167.62 |
-1.95 |
1 |
884 |
-1 |
Total Volume and Open Interest |
53,767 |
111,423 |
+6,399 |
Canadian Dollar(CME) |
Dec08 |
081021 |
84.04 |
84.13 |
81.96 |
82.50 |
-1.46 |
25,451 |
100,906 |
+3,830 |
Mar09 |
081021 |
83.96 |
84.09 |
82.19 |
82.68 |
-1.41 |
178 |
3,521 |
+87 |
Jun09 |
081021 |
83.90 |
84.17 |
82.27 |
82.71 |
-1.46 |
21 |
1,549 |
+4 |
Sep09 |
081021 |
82.71 |
84.17 |
82.38 |
82.71 |
-1.46 |
0 |
1,628 |
+0 |
Total Volume and Open Interest |
25,655 |
108,128 |
+3,919 |
Japanese Yen(CME) |
Dec08 |
081021 |
98.32 |
100.24 |
98.16 |
99.66 |
+1.10 |
104,314 |
129,776 |
+7,431 |
Mar09 |
081021 |
99.10 |
100.73 |
98.98 |
100.26 |
+1.07 |
60 |
1,286 |
+3 |
Jun09 |
081021 |
100.50 |
100.98 |
99.53 |
100.68 |
+1.07 |
8 |
3,484 |
+0 |
Total Volume and Open Interest |
104,382 |
134,557 |
+7,434 |
Swiss Franc(CME) |
Dec08 |
081021 |
87.04 |
87.19 |
86.40 |
87.06 |
+0.04 |
41,478 |
39,238 |
+1,227 |
Mar09 |
081021 |
87.17 |
87.17 |
86.66 |
87.17 |
+0.02 |
10 |
518 |
+1 |
Jun09 |
081021 |
87.23 |
87.23 |
86.93 |
87.23 |
unch |
8 |
290 |
-4 |
Total Volume and Open Interest |
41,496 |
40,053 |
+1,224 |
EuroFX(CME) |
Dec08 |
081021 |
133.19 |
133.40 |
130.31 |
131.14 |
-1.91 |
164,161 |
158,731 |
+12,259 |
Mar09 |
081021 |
132.65 |
132.95 |
130.07 |
130.80 |
-1.93 |
1,781 |
24,946 |
+1,523 |
Jun09 |
081021 |
131.40 |
131.40 |
129.90 |
130.55 |
-1.95 |
0 |
398 |
+0 |
Total Volume and Open Interest |
165,942 |
184,611 |
+13,782 |
Mexican Peso(CME) |
Nov08 |
081021 |
755.0 |
766.0 |
755.0 |
755.0 |
-11.0 |
|
|
|
Dec08 |
081021 |
763.0 |
763.0 |
739.0 |
752.0 |
-11.0 |
3,338 |
43,013 |
-213 |
Total Volume and Open Interest |
3,338 |
43,417 |
-213 |
Brazilian Real(CME) |
Nov08 |
081021 |
448.20 |
470.40 |
448.20 |
448.20 |
-22.20 |
0 |
2 |
+0 |
Dec08 |
081021 |
453.70 |
453.70 |
444.30 |
444.30 |
-22.70 |
0 |
1,822 |
-1 |
Jan09 |
081021 |
441.30 |
464.40 |
441.30 |
441.30 |
-23.10 |
|
|
|
Feb09 |
081021 |
439.30 |
462.00 |
439.30 |
439.30 |
-22.70 |
|
|
|
Total Volume and Open Interest |
10 |
2,288 |
-11 |
30-Year T-Bonds(CBOT) |
Dec08 |
081021 |
113~240 |
115~190 |
113~170 |
115~060 |
+1~220 |
149,238 |
720,089 |
-10,429 |
Mar09 |
081021 |
112~120 |
114~060 |
112~080 |
113~310 |
+1~230 |
79 |
1,486 |
-22 |
Jun09 |
081021 |
112~310 |
112~310 |
111~080 |
112~310 |
+1~230 |
0 |
12 |
+0 |
Total Volume and Open Interest |
149,317 |
721,590 |
-10,451 |
10-Year T-Notes(CBOT) |
Dec08 |
081021 |
113~060 |
114~175 |
113~010 |
114~160 |
+1~155 |
472,568 |
1,393,436 |
+7,564 |
Mar09 |
081021 |
111~290 |
112~180 |
111~005 |
112~180 |
+1~175 |
47 |
656 |
+17 |
Jun09 |
081021 |
111~180 |
111~180 |
110~005 |
111~180 |
+1~175 |
|
|
|
Total Volume and Open Interest |
472,615 |
1,394,092 |
+7,581 |
5-Year T-Notes(CBOT) |
Dec08 |
081021 |
113~048 |
113~090 |
113~025 |
113~089 |
+1~020 |
295,587 |
0 |
+0 |
Mar09 |
081021 |
112~006 |
112~006 |
110~104 |
112~006 |
+1~030 |
284 |
441 |
+237 |
Jun09 |
081021 |
112~006 |
112~006 |
110~104 |
112~006 |
+1~030 |
|
|
|
Total Volume and Open Interest |
325,123 |
1,342,731 |
-5,919 |
2 Year T-Notes(CBOT) |
Dec08 |
081021 |
107~018 |
107~052 |
107~009 |
107~046 |
+0~038 |
217,228 |
716,254 |
-10,974 |
Mar09 |
081021 |
106~103 |
106~120 |
106~103 |
106~103 |
-0~017 |
10 |
5 |
+5 |
Jun09 |
081021 |
106~103 |
106~120 |
106~103 |
106~103 |
-0~017 |
|
|
|
Total Volume and Open Interest |
217,238 |
716,259 |
-10,969 |
Eurodollars(CME) |
Dec08 |
081021 |
97.520 |
97.685 |
97.520 |
97.660 |
+0.180 |
183,763 |
1,595,987 |
-5,649 |
Mar09 |
081021 |
97.690 |
97.895 |
97.690 |
97.840 |
+0.175 |
181,709 |
1,232,539 |
+234 |
Jun09 |
081021 |
97.675 |
97.925 |
97.675 |
97.855 |
+0.190 |
204,570 |
974,752 |
+2,908 |
Sep09 |
081021 |
97.640 |
97.885 |
97.625 |
97.800 |
+0.190 |
202,194 |
883,519 |
-4,521 |
Dec09 |
081021 |
97.435 |
97.700 |
97.405 |
97.605 |
+0.205 |
173,369 |
743,712 |
+7,023 |
Mar10 |
081021 |
97.275 |
97.540 |
97.225 |
97.440 |
+0.205 |
134,104 |
566,678 |
+6,083 |
Jun10 |
081021 |
96.965 |
97.230 |
96.895 |
97.135 |
+0.225 |
101,877 |
346,753 |
-3,958 |
Sep10 |
081021 |
96.585 |
96.860 |
96.515 |
96.765 |
+0.245 |
74,887 |
304,882 |
+2,708 |
Dec10 |
081021 |
96.075 |
96.410 |
96.065 |
96.325 |
+0.270 |
38,416 |
216,146 |
-2,523 |
Mar11 |
081021 |
95.850 |
96.130 |
95.805 |
96.065 |
+0.285 |
33,209 |
187,461 |
-372 |
Jun11 |
081021 |
95.600 |
95.895 |
95.580 |
95.850 |
+0.305 |
28,459 |
193,543 |
+444 |
Sep11 |
081021 |
95.430 |
95.750 |
95.430 |
95.710 |
+0.315 |
28,001 |
134,159 |
+2,222 |
Dec11 |
081021 |
95.345 |
95.660 |
95.345 |
95.630 |
+0.325 |
11,108 |
106,908 |
+660 |
Mar12 |
081021 |
95.345 |
95.660 |
95.345 |
95.635 |
+0.335 |
10,868 |
99,796 |
-1,896 |
Jun12 |
081021 |
95.265 |
95.580 |
95.260 |
95.565 |
+0.345 |
6,167 |
77,405 |
-249 |
Sep12 |
081021 |
95.200 |
95.525 |
95.195 |
95.505 |
+0.355 |
14,494 |
58,061 |
+2,602 |
Dec12 |
081021 |
95.230 |
95.420 |
95.205 |
95.405 |
+0.365 |
9,982 |
57,154 |
-964 |
Mar13 |
081021 |
95.230 |
95.395 |
95.185 |
95.390 |
+0.375 |
12,598 |
55,520 |
+6,473 |
Total Volume and Open Interest |
1,500,857 |
8,121,526 |
+15,488 |
30 Day Federal Funds(CBOT) |
Oct08 |
081021 |
98.890 |
98.940 |
98.868 |
98.925 |
+0.058 |
4,111 |
105,451 |
+1,327 |
Nov08 |
081021 |
98.870 |
98.930 |
98.855 |
98.910 |
+0.055 |
16,411 |
126,172 |
-1,769 |
Dec08 |
081021 |
98.865 |
98.950 |
98.855 |
98.930 |
+0.075 |
16,345 |
91,505 |
+4,308 |
Jan09 |
081021 |
98.855 |
98.955 |
98.850 |
98.930 |
+0.080 |
13,304 |
71,191 |
+1,044 |
Feb09 |
081021 |
98.835 |
98.935 |
98.820 |
98.910 |
+0.090 |
9,159 |
76,926 |
+521 |
Mar09 |
081021 |
98.820 |
98.885 |
98.780 |
98.865 |
+0.085 |
5,204 |
40,177 |
-419 |
Total Volume and Open Interest |
75,086 |
599,956 |
+8,569 |
30 Day Fed Funds(e-CBOT) |
Oct08 |
081021 |
98.890 |
98.940 |
98.887 |
98.923 |
+0.055 |
4,111 |
105,451 |
+1,327 |
Nov08 |
081021 |
98.870 |
98.930 |
98.870 |
98.920 |
+0.065 |
15,481 |
126,172 |
-1,769 |
Dec08 |
081021 |
98.865 |
98.950 |
98.860 |
98.945 |
+0.090 |
15,981 |
91,505 |
+4,308 |
Jan09 |
081021 |
98.855 |
98.955 |
98.850 |
98.950 |
+0.100 |
12,095 |
71,191 |
+1,044 |
Feb09 |
081021 |
98.835 |
98.935 |
98.835 |
98.935 |
+0.115 |
9,159 |
76,926 |
+521 |
Mar09 |
081021 |
98.820 |
98.885 |
98.780 |
98.885 |
+0.105 |
5,204 |
40,177 |
-419 |
Total Volume and Open Interest |
72,583 |
599,051 |
+10,415 |
3-Mth Euro-Yen(CME) |
Dec08 |
081021 |
99.185 |
99.185 |
99.185 |
99.185 |
+0.005 |
300 |
3,805 |
+100 |
Mar09 |
081021 |
99.260 |
99.260 |
99.260 |
99.260 |
+0.020 |
0 |
4,708 |
+0 |
Jun09 |
081021 |
99.300 |
99.300 |
99.280 |
99.280 |
+0.020 |
0 |
480 |
+0 |
Sep09 |
081021 |
99.230 |
99.230 |
99.230 |
99.230 |
+0.040 |
0 |
510 |
+0 |
Dec09 |
081021 |
99.150 |
99.150 |
99.150 |
99.150 |
+0.025 |
0 |
100 |
+0 |
Mar10 |
081021 |
99.040 |
99.040 |
99.040 |
99.040 |
+0.025 |
|
|
|
Jun10 |
081021 |
98.990 |
98.990 |
98.990 |
98.990 |
+0.025 |
|
|
|
Sep10 |
081021 |
98.945 |
98.945 |
98.945 |
98.945 |
+0.025 |
|
|
|
Dec10 |
081021 |
99.000 |
99.000 |
99.000 |
99.000 |
+0.020 |
|
|
|
Mar11 |
081021 |
99.000 |
99.000 |
99.000 |
99.000 |
+0.020 |
|
|
|
Total Volume and Open Interest |
300 |
9,603 |
+100 |
3-Mth Euro-Yen(SGX) |
Dec08 |
081021 |
99.18 |
99.19 |
99.18 |
99.18 |
+0.02 |
80 |
22,709 |
-44 |
Mar09 |
081021 |
99.28 |
99.29 |
99.23 |
99.23 |
+0.02 |
210 |
11,170 |
+60 |
Jun09 |
081021 |
99.26 |
99.29 |
99.25 |
99.25 |
+0.02 |
0 |
6,348 |
+0 |
Sep09 |
081021 |
99.24 |
99.25 |
99.18 |
99.18 |
+0.02 |
110 |
3,007 |
+59 |
Dec09 |
081021 |
99.11 |
99.14 |
99.11 |
99.11 |
+0.02 |
240 |
1,093 |
+227 |
Mar10 |
081021 |
99.00 |
99.00 |
99.00 |
99.00 |
+0.02 |
0 |
530 |
+0 |
Jun10 |
081021 |
98.95 |
98.95 |
98.95 |
98.95 |
+0.02 |
0 |
500 |
+0 |
Sep10 |
081021 |
98.90 |
98.90 |
98.90 |
98.90 |
+0.02 |
0 |
252 |
+0 |
Total Volume and Open Interest |
640 |
49,519 |
+302 |
Japanese Gov't Bonds(SGX) |
Dec08 |
081021 |
135.65 |
136.07 |
135.48 |
135.76 |
+0.31 |
1,711 |
10,523 |
+286 |
Mar09 |
081021 |
135.76 |
135.76 |
135.76 |
135.76 |
+0.31 |
|
|
|
Jun09 |
081021 |
135.76 |
135.76 |
135.76 |
135.76 |
+0.31 |
|
|
|
Total Volume and Open Interest |
1,711 |
10,523 |
+286 |
Euro-Bund(EUREX) |
Dec08 |
081021 |
114.91 |
115.67 |
114.73 |
115.24 |
+0.46 |
532,083 |
964,534 |
-21,743 |
Mar09 |
081021 |
115.57 |
116.01 |
115.27 |
115.64 |
+0.45 |
20 |
3,389 |
+4 |
Jun09 |
081021 |
116.16 |
116.16 |
116.16 |
116.16 |
+0.46 |
|
|
|
Total Volume and Open Interest |
532,103 |
967,923 |
-21,739 |
Euro-Bobl(EUREX) |
Dec08 |
081021 |
110.67 |
111.08 |
110.48 |
110.80 |
+0.13 |
368,163 |
1,044,987 |
+9,865 |
Mar09 |
081021 |
110.61 |
110.61 |
110.61 |
110.61 |
+0.16 |
100 |
1,024 |
+0 |
Jun09 |
081021 |
111.31 |
111.31 |
111.31 |
111.31 |
+0.13 |
|
|
|
Total Volume and Open Interest |
368,263 |
1,046,011 |
+9,865 |
3-Mth Euribor(EUREX) |
Dec08 |
081021 |
96.125 |
96.125 |
96.050 |
96.115 |
-0.025 |
1,380 |
18,065 |
-353 |
Mar09 |
081021 |
96.600 |
96.615 |
96.560 |
96.615 |
+0.015 |
83 |
5,351 |
+69 |
Jun09 |
081021 |
96.745 |
96.760 |
96.720 |
96.760 |
+0.015 |
67 |
2,926 |
+36 |
Total Volume and Open Interest |
1,696 |
34,235 |
-169 |
Long Gilt(LIFFE) |
Dec08 |
081021 |
110~23 |
111~02 |
110~19 |
110~21 |
-0~03 |
62,528 |
292,357 |
-5,941 |
Mar09 |
081021 |
113~08 |
113~08 |
113~08 |
113~08 |
-0~03 |
|
|
|
Total Volume and Open Interest |
62,528 |
292,357 |
-5,941 |
3-Mth Short Sterling(LIFFE) |
Dec08 |
081021 |
95.41 |
95.41 |
95.32 |
95.36 |
-0.03 |
46,962 |
430,558 |
-10,777 |
Mar09 |
081021 |
96.22 |
96.22 |
96.12 |
96.18 |
-0.02 |
32,775 |
418,623 |
+821 |
Jun09 |
081021 |
96.43 |
96.47 |
96.38 |
96.43 |
unch |
36,545 |
294,446 |
+2,081 |
Sep09 |
081021 |
96.37 |
96.43 |
96.32 |
96.36 |
-0.01 |
22,882 |
211,243 |
+4,093 |
Dec09 |
081021 |
96.13 |
96.18 |
96.06 |
96.09 |
-0.02 |
20,387 |
241,545 |
+4,134 |
Mar10 |
081021 |
95.89 |
95.92 |
95.81 |
95.83 |
-0.03 |
11,630 |
154,685 |
+1,202 |
Total Volume and Open Interest |
179,962 |
1,948,054 |
+3,845 |
3-Mth Euribor(LIFFE) |
Dec08 |
081021 |
96.140 |
96.150 |
96.040 |
96.110 |
-0.030 |
106,821 |
707,919 |
-71 |
Mar09 |
081021 |
96.595 |
96.645 |
96.545 |
96.610 |
+0.010 |
84,394 |
578,152 |
+3,164 |
Jun09 |
081021 |
96.745 |
96.805 |
96.705 |
96.760 |
+0.015 |
83,137 |
434,612 |
+3,593 |
Total Volume and Open Interest |
557,011 |
3,204,192 |
+25,368 |
3-Mth Aus T-Bills(SFE) |
Dec08 |
081021 |
95.16 |
95.24 |
94.95 |
95.03 |
-0.14 |
32,522 |
686,060 |
+4,779 |
Mar09 |
081021 |
95.40 |
95.44 |
95.21 |
95.34 |
-0.07 |
11,903 |
286,713 |
+1,120 |
Jun09 |
081021 |
95.28 |
95.35 |
95.16 |
95.31 |
-0.02 |
6,556 |
173,928 |
-396 |
Sep09 |
081021 |
95.11 |
95.14 |
94.96 |
95.12 |
-0.01 |
5,164 |
121,311 |
+1,879 |
Dec09 |
081021 |
94.81 |
94.84 |
94.69 |
94.84 |
+0.03 |
1,767 |
75,855 |
-821 |
Mar10 |
081021 |
94.52 |
94.57 |
94.42 |
94.56 |
+0.04 |
615 |
32,970 |
-59 |
Jun10 |
081021 |
94.35 |
94.37 |
94.20 |
94.37 |
+0.06 |
954 |
27,944 |
-163 |
Sep10 |
081021 |
94.15 |
94.20 |
94.06 |
94.20 |
+0.05 |
110 |
14,213 |
-67 |
Dec10 |
081021 |
94.04 |
94.04 |
94.04 |
94.04 |
+0.08 |
2 |
3,141 |
-19 |
Mar11 |
081021 |
93.96 |
93.96 |
93.92 |
93.92 |
+0.07 |
1 |
891 |
-19 |
Total Volume and Open Interest |
59,594 |
1,424,047 |
+6,215 |
10-Year Aus T-Bonds(SFE) |
Dec08 |
081021 |
94.69 |
94.88 |
94.67 |
94.83 |
+0.12 |
25,415 |
330,297 |
-75,033 |
Mar09 |
081021 |
94.83 |
94.83 |
94.83 |
94.83 |
+0.12 |
|
|
|
Total Volume and Open Interest |
25,415 |
330,297 |
-75,033 |
3-Year Aus T-Bonds(SFE) |
Dec08 |
081021 |
95.42 |
95.53 |
95.31 |
95.43 |
unch |
55,341 |
509,734 |
-5,525 |
Mar09 |
081021 |
95.43 |
95.43 |
95.43 |
95.43 |
unch |
|
|
|
Total Volume and Open Interest |
55,341 |
509,734 |
-5,525 |
Gold(CMX) |
Oct08 |
081021 |
793.7 |
793.7 |
766.1 |
766.1 |
-21.5 |
19 |
35 |
-31 |
Dec08 |
081021 |
798.0 |
805.0 |
766.4 |
768.0 |
-22.0 |
76,838 |
199,297 |
-4,400 |
Feb09 |
081021 |
802.6 |
807.5 |
770.0 |
770.9 |
-22.1 |
2,460 |
21,587 |
+916 |
Apr09 |
081021 |
808.7 |
809.1 |
772.3 |
773.3 |
-22.3 |
665 |
19,324 |
-278 |
Jun09 |
081021 |
806.0 |
810.2 |
775.6 |
775.6 |
-22.4 |
259 |
18,606 |
+132 |
Aug09 |
081021 |
777.9 |
777.9 |
777.9 |
777.9 |
-22.6 |
200 |
15,850 |
+100 |
Oct09 |
081021 |
786.3 |
786.8 |
777.0 |
780.2 |
-22.8 |
1 |
5,054 |
+15 |
Dec09 |
081021 |
803.6 |
803.6 |
782.4 |
782.4 |
-23.1 |
257 |
13,654 |
-24 |
Feb10 |
081021 |
784.7 |
784.7 |
784.7 |
784.7 |
-23.4 |
0 |
696 |
+0 |
Apr10 |
081021 |
786.8 |
786.8 |
786.8 |
786.8 |
-23.7 |
0 |
35 |
+0 |
Jun10 |
081021 |
796.0 |
796.8 |
789.2 |
789.2 |
-24.0 |
50 |
5,050 |
+1 |
Aug10 |
081021 |
792.1 |
792.1 |
792.1 |
792.1 |
-24.4 |
|
|
|
Total Volume and Open Interest |
81,279 |
320,898 |
-3,147 |
Silver(CMX) |
Dec08 |
081021 |
977.5 |
1018.0 |
952.5 |
1007.5 |
+38.5 |
22,206 |
56,680 |
-1,835 |
Mar09 |
081021 |
1008.0 |
1020.5 |
959.0 |
1011.7 |
+39.0 |
1,493 |
12,807 |
+107 |
May09 |
081021 |
993.0 |
1013.5 |
993.0 |
1013.5 |
+39.2 |
537 |
5,627 |
+454 |
Jul09 |
081021 |
1015.2 |
1015.2 |
1015.2 |
1015.2 |
+39.3 |
221 |
6,608 |
+138 |
Sep09 |
081021 |
1016.7 |
1016.7 |
1016.7 |
1016.7 |
+39.3 |
101 |
2,745 |
+98 |
Dec09 |
081021 |
980.0 |
1028.0 |
965.0 |
1019.3 |
+39.3 |
388 |
3,644 |
+124 |
Mar10 |
081021 |
1022.6 |
1022.6 |
1022.6 |
1022.6 |
+39.3 |
0 |
394 |
+0 |
Total Volume and Open Interest |
25,310 |
96,999 |
-753 |
Platinum(NYMEX) |
Oct08 |
081021 |
905.1 |
909.8 |
883.2 |
883.2 |
-0.8 |
14 |
380 |
-4 |
Jan09 |
081021 |
915.0 |
928.4 |
881.5 |
891.7 |
-0.8 |
1,229 |
14,497 |
+245 |
Apr09 |
081021 |
897.9 |
897.9 |
897.9 |
897.9 |
-2.6 |
5 |
262 |
+2 |
Total Volume and Open Interest |
1,248 |
15,139 |
+243 |
Palladium(NYMEX) |
Dec08 |
081021 |
180.05 |
186.00 |
180.05 |
183.10 |
+3.05 |
978 |
13,452 |
-203 |
Mar09 |
081021 |
185.70 |
188.30 |
185.00 |
185.35 |
+2.80 |
427 |
1,115 |
+326 |
Jun09 |
081021 |
187.35 |
187.35 |
187.35 |
187.35 |
+2.80 |
0 |
10 |
+0 |
Total Volume and Open Interest |
1,405 |
14,577 |
+123 |
Copper(CMX) |
Dec08 |
081021 |
212.80 |
217.75 |
199.20 |
200.70 |
-10.95 |
11,256 |
48,836 |
-471 |
Mar09 |
081021 |
216.20 |
217.00 |
200.20 |
201.70 |
-10.95 |
1,098 |
17,679 |
+76 |
May09 |
081021 |
213.20 |
213.20 |
202.30 |
203.00 |
-10.75 |
589 |
2,204 |
-22 |
Jul09 |
081021 |
214.30 |
214.30 |
203.45 |
204.15 |
-10.60 |
398 |
1,342 |
-60 |
Sep09 |
081021 |
215.40 |
215.40 |
205.20 |
205.20 |
-10.50 |
106 |
1,238 |
+31 |
Total Volume and Open Interest |
14,125 |
82,905 |
-548 |
DJIA Index(CBOT) |
Dec08 |
081021 |
9301 |
9328 |
8988 |
9035 |
-282 |
5,758 |
27,386 |
+951 |
Mar09 |
081021 |
9032 |
9314 |
9032 |
9032 |
-282 |
0 |
117 |
+0 |
Jun09 |
081021 |
9040 |
9322 |
9040 |
9040 |
-282 |
|
|
|
Sep09 |
081021 |
9046 |
9328 |
9046 |
9046 |
-282 |
|
|
|
Total Volume and Open Interest |
5,758 |
27,503 |
+951 |
E-mini DJIA Index(CBOT) |
Dec08 |
081021 |
9312 |
9327 |
8987 |
9035 |
-282 |
236,491 |
96,172 |
-1,749 |
Mar09 |
081021 |
9278 |
9300 |
8989 |
9032 |
-282 |
47 |
495 |
+4 |
Jun09 |
081021 |
9040 |
9040 |
9040 |
9040 |
-282 |
0 |
515 |
+0 |
Sep09 |
081021 |
9046 |
9046 |
9046 |
9046 |
-282 |
|
|
|
Total Volume and Open Interest |
236,538 |
97,182 |
-1,745 |
S & P 500(CME) |
Dec08 |
081021 |
991.80 |
992.50 |
951.50 |
959.30 |
-31.10 |
44,825 |
640,901 |
+7,392 |
Mar09 |
081021 |
971.00 |
982.20 |
957.20 |
958.50 |
-31.70 |
519 |
6,173 |
+412 |
Jun09 |
081021 |
959.10 |
983.00 |
958.00 |
959.10 |
-31.90 |
5 |
3,554 |
-1 |
Sep09 |
081021 |
958.30 |
981.60 |
956.60 |
958.30 |
-31.30 |
100 |
668 |
-100 |
Total Volume and Open Interest |
45,449 |
651,311 |
+7,703 |
S & P 500 E-Mini(Globex) |
Dec08 |
081021 |
992.75 |
992.75 |
951.00 |
959.25 |
-31.25 |
2,435,954 |
2,948,948 |
+44,975 |
Mar09 |
081021 |
990.75 |
991.50 |
950.75 |
958.50 |
-31.75 |
2,550 |
70,922 |
-183 |
Total Volume and Open Interest |
2,438,506 |
3,025,345 |
+44,794 |
NASDAQ 100(CME) |
Dec08 |
081021 |
1360.80 |
1363.30 |
1280.00 |
1292.50 |
-67.50 |
3,645 |
29,446 |
+696 |
Mar09 |
081021 |
1296.80 |
1296.80 |
1295.00 |
1296.80 |
-68.20 |
0 |
9 |
+0 |
Jun09 |
081021 |
1299.30 |
1303.50 |
1298.80 |
1299.30 |
-69.50 |
0 |
5 |
+0 |
Total Volume and Open Interest |
3,645 |
29,460 |
+696 |
NASDAQ 100 E-Mini(Globex) |
Dec08 |
081021 |
1364.30 |
1364.30 |
1280.50 |
1292.50 |
-67.50 |
382,889 |
390,301 |
+499 |
Mar09 |
081021 |
1345.00 |
1359.50 |
1284.30 |
1296.80 |
-68.20 |
65 |
459 |
-21 |
Total Volume and Open Interest |
382,954 |
390,761 |
+478 |
S & P Midcap 400(CME) |
Dec08 |
081021 |
572.00 |
579.00 |
561.00 |
564.30 |
-15.10 |
169 |
7,192 |
-9 |
Mar09 |
081021 |
571.60 |
571.70 |
571.60 |
571.60 |
-15.10 |
|
|
|
Jun09 |
081021 |
576.60 |
576.70 |
576.60 |
576.60 |
-15.10 |
|
|
|
Total Volume and Open Interest |
169 |
7,192 |
-9 |
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 |
081021 |
9005 |
9170 |
8925 |
9005 |
-390 |
13,444 |
65,575 |
-927 |
Mar09 |
081021 |
9095 |
9095 |
9070 |
9095 |
-390 |
0 |
3 |
+0 |
Total Volume and Open Interest |
13,444 |
65,578 |
-927 |
Nikkei 225(SGX) |
Dec08 |
081021 |
9295 |
9375 |
9140 |
9235 |
+170 |
108,163 |
248,568 |
-3,779 |
Mar09 |
081021 |
9320 |
9385 |
9165 |
9320 |
+305 |
820 |
1,480 |
+203 |
Jun09 |
081021 |
9235 |
9235 |
9235 |
9235 |
+300 |
0 |
168 |
+0 |
Total Volume and Open Interest |
109,240 |
252,259 |
-3,446 |
CAC 40(EURONEXT) |
Nov08 |
081021 |
3500.0 |
3540.0 |
3405.0 |
3470.0 |
+24.5 |
140,713 |
387,824 |
+2,435 |
Dec08 |
081021 |
3499.0 |
3539.5 |
3424.5 |
3471.0 |
+29.0 |
963 |
37,310 |
+248 |
Jan09 |
081021 |
3482.0 |
3482.0 |
3482.0 |
3482.0 |
+24.5 |
|
|
|
Total Volume and Open Interest |
141,676 |
427,251 |
|
Hang Seng Index(HKFE) |
Oct08 |
081021 |
15382 |
15563 |
14844 |
15170 |
-100 |
85,339 |
87,070 |
-7,029 |
Nov08 |
081021 |
15402 |
15500 |
14825 |
15142 |
-84 |
1,469 |
2,357 |
+520 |
Dec08 |
081021 |
15451 |
15540 |
14880 |
15195 |
-86 |
351 |
3,888 |
+53 |
Total Volume and Open Interest |
87,221 |
93,463 |
-6,463 |
DAX(EUREX) |
Dec08 |
081021 |
4952.0 |
4957.5 |
4699.5 |
4792.5 |
-72.5 |
171,371 |
217,174 |
+1,956 |
Mar09 |
081021 |
4974.5 |
4975.0 |
4740.5 |
4829.0 |
-73.5 |
1,215 |
10,647 |
+187 |
Jun09 |
081021 |
4971.5 |
4972.0 |
4781.0 |
4869.5 |
-75.5 |
134 |
1,999 |
-4 |
Total Volume and Open Interest |
172,720 |
229,820 |
+2,139 |
FT-SE 100(EURONEXT) |
Dec08 |
081021 |
4355.00 |
4363.50 |
4163.00 |
4215.00 |
-50.00 |
162,145 |
658,026 |
-18,520 |
Mar09 |
081021 |
4349.00 |
4349.00 |
4159.00 |
4208.00 |
-48.00 |
75 |
8,748 |
+4 |
Jun09 |
081021 |
4198.50 |
4198.50 |
4198.50 |
4198.50 |
-44.50 |
0 |
25 |
+0 |
Total Volume and Open Interest |
162,220 |
666,799 |
-18,516 |
SPI 200(SFE) |
Dec08 |
081021 |
4177.0 |
4340.0 |
4170.0 |
4337.0 |
+179.0 |
37,599 |
271,227 |
+3,711 |
Mar09 |
081021 |
4309.0 |
4309.0 |
4309.0 |
4309.0 |
+185.0 |
68 |
1,693 |
-70 |
Jun09 |
081021 |
4320.0 |
4320.0 |
4320.0 |
4320.0 |
+184.0 |
28 |
2,572 |
+28 |
Total Volume and Open Interest |
37,695 |
275,779 |
+3,669 |
GSCI(CME) |
Nov08 |
081021 |
472.50 |
475.00 |
467.00 |
474.75 |
-9.25 |
204 |
14,854 |
+27 |
Dec08 |
081021 |
481.00 |
481.00 |
473.00 |
481.00 |
-10.00 |
2 |
7 |
+0 |
Jan09 |
081021 |
484.00 |
484.00 |
477.00 |
484.00 |
-10.00 |
|
|
|
Total Volume and Open Interest |
206 |
14,861 |
+27 |
Reuters CCI(ICE) |
Nov08 |
081021 |
385.50 |
385.50 |
385.50 |
385.50 |
-2.50 |
2 |
906 |
-1 |
Jan09 |
081021 |
396.00 |
396.00 |
396.00 |
396.00 |
-2.50 |
3 |
407 |
+1 |
Feb09 |
081021 |
398.00 |
398.00 |
398.00 |
398.00 |
-2.50 |
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. |
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