|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu October 23, 2008 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov08 |
081023 |
861.50 |
906.75 |
850.00 |
884.50 |
+25.50 |
88,133 |
85,283 |
-12,822 |
Jan09 |
081023 |
866.00 |
910.00 |
856.00 |
888.50 |
+23.75 |
44,781 |
141,725 |
+3,212 |
Mar09 |
081023 |
873.25 |
918.00 |
866.25 |
896.50 |
+23.25 |
8,443 |
32,716 |
+1,362 |
May09 |
081023 |
876.00 |
926.50 |
875.00 |
905.50 |
+23.00 |
2,131 |
16,106 |
-49 |
Jul09 |
081023 |
891.50 |
934.75 |
881.00 |
913.50 |
+22.50 |
3,913 |
27,954 |
+74 |
Aug09 |
081023 |
922.25 |
934.50 |
893.50 |
915.50 |
+22.00 |
106 |
1,240 |
-27 |
Sep09 |
081023 |
921.25 |
936.00 |
893.00 |
914.50 |
+21.50 |
110 |
536 |
+4 |
Nov09 |
081023 |
897.00 |
931.00 |
890.00 |
910.50 |
+15.25 |
2,255 |
40,785 |
-449 |
Jan10 |
081023 |
934.00 |
934.00 |
917.00 |
917.00 |
+15.00 |
4 |
30 |
-1 |
Mar10 |
081023 |
920.00 |
920.00 |
905.00 |
920.00 |
+15.00 |
0 |
5 |
+0 |
May10 |
081023 |
922.00 |
922.00 |
907.00 |
922.00 |
+15.00 |
|
|
|
Jul10 |
081023 |
925.50 |
925.50 |
911.00 |
925.50 |
+14.50 |
0 |
11 |
+0 |
Total Volume and Open Interest |
150,204 |
351,478 |
-8,691 |
Soybean Meal(CBOT) |
Dec08 |
081023 |
256.40 |
272.40 |
252.70 |
269.00 |
+11.70 |
24,963 |
76,532 |
-2,065 |
Jan09 |
081023 |
255.00 |
271.70 |
253.40 |
268.70 |
+10.80 |
5,471 |
16,977 |
+330 |
Mar09 |
081023 |
258.20 |
273.40 |
255.10 |
270.60 |
+10.80 |
5,666 |
19,407 |
+736 |
May09 |
081023 |
262.50 |
275.30 |
257.60 |
272.80 |
+10.50 |
1,429 |
10,903 |
-100 |
Jul09 |
081023 |
262.90 |
277.80 |
260.10 |
275.00 |
+10.10 |
1,858 |
16,457 |
-29 |
Aug09 |
081023 |
262.00 |
278.70 |
262.00 |
275.00 |
+9.60 |
185 |
4,590 |
+51 |
Sep09 |
081023 |
274.90 |
279.50 |
273.90 |
275.00 |
+9.10 |
192 |
3,342 |
+48 |
Oct09 |
081023 |
275.50 |
275.50 |
270.90 |
273.00 |
+7.10 |
83 |
1,637 |
+16 |
Dec09 |
081023 |
268.00 |
277.10 |
268.00 |
274.00 |
+6.10 |
186 |
7,425 |
+30 |
Jan10 |
081023 |
277.00 |
277.00 |
274.00 |
274.00 |
+5.10 |
0 |
135 |
+0 |
Total Volume and Open Interest |
40,054 |
157,735 |
-982 |
Soybean Oil(CBOT) |
Dec08 |
081023 |
33.30 |
34.22 |
32.74 |
32.82 |
-0.48 |
38,405 |
102,565 |
-3,143 |
Jan09 |
081023 |
33.76 |
34.66 |
33.24 |
33.31 |
-0.48 |
13,243 |
55,979 |
+77 |
Mar09 |
081023 |
34.26 |
35.14 |
33.70 |
33.80 |
-0.46 |
7,273 |
28,772 |
+661 |
May09 |
081023 |
34.61 |
35.55 |
34.18 |
34.21 |
-0.40 |
2,296 |
16,530 |
+145 |
Jul09 |
081023 |
34.88 |
35.87 |
34.41 |
34.56 |
-0.32 |
3,643 |
24,086 |
-441 |
Aug09 |
081023 |
35.07 |
35.87 |
34.75 |
34.76 |
-0.31 |
1,298 |
3,982 |
+395 |
Sep09 |
081023 |
35.26 |
36.23 |
34.94 |
34.94 |
-0.32 |
1,384 |
3,322 |
+562 |
Oct09 |
081023 |
35.71 |
36.00 |
35.00 |
35.08 |
-0.28 |
859 |
2,757 |
+269 |
Dec09 |
081023 |
36.09 |
36.58 |
35.33 |
35.33 |
-0.23 |
766 |
18,305 |
+332 |
Jan10 |
081023 |
35.65 |
35.76 |
35.48 |
35.48 |
-0.28 |
12 |
160 |
+12 |
Total Volume and Open Interest |
69,421 |
261,157 |
-939 |
Canola(WCE) |
Nov08 |
081023 |
415.0 |
433.9 |
415.0 |
418.6 |
+0.2 |
2,677 |
9,782 |
-1,229 |
Jan09 |
081023 |
432.0 |
441.9 |
426.6 |
427.5 |
+0.2 |
5,585 |
58,278 |
-181 |
Mar09 |
081023 |
441.2 |
450.8 |
436.1 |
436.6 |
unch |
2,273 |
8,573 |
+855 |
May09 |
081023 |
449.9 |
458.9 |
445.1 |
445.6 |
-0.5 |
704 |
3,063 |
-186 |
Jul09 |
081023 |
453.9 |
464.9 |
452.3 |
452.9 |
-1.0 |
39 |
3,546 |
+1 |
Total Volume and Open Interest |
11,309 |
88,396 |
-738 |
Corn(CBOT) |
Dec08 |
081023 |
386.25 |
401.75 |
379.00 |
390.25 |
+5.25 |
127,533 |
440,133 |
-2,544 |
Mar09 |
081023 |
401.25 |
417.00 |
395.00 |
406.25 |
+5.50 |
51,246 |
201,468 |
-275 |
May09 |
081023 |
412.50 |
428.25 |
407.00 |
417.25 |
+5.25 |
8,954 |
52,314 |
+42 |
Jul09 |
081023 |
422.50 |
442.00 |
417.00 |
427.00 |
+4.75 |
17,933 |
116,996 |
+3,829 |
Sep09 |
081023 |
430.50 |
449.00 |
426.00 |
435.75 |
+4.75 |
2,798 |
22,512 |
+301 |
Dec09 |
081023 |
439.75 |
455.50 |
434.00 |
446.25 |
+7.25 |
12,760 |
114,866 |
-378 |
Mar10 |
081023 |
453.25 |
468.50 |
453.25 |
459.75 |
+6.25 |
515 |
9,346 |
+237 |
May10 |
081023 |
458.50 |
465.50 |
458.50 |
465.50 |
+7.00 |
19 |
504 |
+9 |
Jul10 |
081023 |
461.00 |
475.25 |
461.00 |
470.50 |
+6.00 |
33 |
2,452 |
-1 |
Total Volume and Open Interest |
222,204 |
987,800 |
+1,219 |
Wheat(CBOT) |
Dec08 |
081023 |
520.75 |
538.00 |
518.75 |
523.00 |
+5.25 |
31,586 |
150,099 |
-1,246 |
Mar09 |
081023 |
540.00 |
556.50 |
538.00 |
542.00 |
+4.50 |
8,073 |
58,034 |
+1,168 |
May09 |
081023 |
568.00 |
570.00 |
550.75 |
555.50 |
+4.75 |
644 |
6,906 |
+41 |
Jul09 |
081023 |
566.50 |
583.00 |
565.50 |
568.75 |
+4.50 |
2,755 |
36,985 |
-26 |
Sep09 |
081023 |
597.00 |
599.00 |
584.00 |
586.00 |
+4.75 |
461 |
3,315 |
+166 |
Dec09 |
081023 |
600.00 |
620.00 |
600.00 |
607.00 |
+6.25 |
1,009 |
14,753 |
+76 |
Total Volume and Open Interest |
44,602 |
276,322 |
+160 |
Wheat(KCBT) |
Dec08 |
081023 |
552.25 |
567.25 |
550.00 |
553.00 |
+3.50 |
5,107 |
45,468 |
-116 |
Mar09 |
081023 |
567.00 |
585.00 |
566.75 |
570.00 |
+4.50 |
836 |
17,318 |
+120 |
May09 |
081023 |
582.00 |
595.00 |
581.25 |
581.25 |
+4.25 |
457 |
5,574 |
+162 |
Jul09 |
081023 |
590.75 |
605.25 |
590.50 |
590.50 |
+2.50 |
1,122 |
13,685 |
+36 |
Sep09 |
081023 |
617.00 |
617.00 |
603.75 |
604.00 |
+3.50 |
27 |
2,645 |
+1 |
Dec09 |
081023 |
632.75 |
634.50 |
620.25 |
620.50 |
+3.00 |
58 |
2,619 |
-170 |
Total Volume and Open Interest |
7,623 |
88,842 |
+27 |
Wheat(MGE) |
Dec08 |
081023 |
601.00 |
617.25 |
598.75 |
605.50 |
+5.75 |
2,775 |
11,956 |
-1,407 |
Mar09 |
081023 |
596.75 |
612.50 |
596.75 |
602.50 |
+7.50 |
1,770 |
13,387 |
+255 |
May09 |
081023 |
606.50 |
619.50 |
606.25 |
609.00 |
+7.00 |
488 |
4,867 |
-14 |
Jul09 |
081023 |
611.00 |
626.00 |
611.00 |
615.00 |
+8.00 |
483 |
1,568 |
+129 |
Sep09 |
081023 |
628.25 |
632.50 |
610.00 |
622.00 |
+9.50 |
362 |
2,946 |
+82 |
Total Volume and Open Interest |
6,100 |
36,448 |
-988 |
Oats(CBOT) |
Dec08 |
081023 |
265.00 |
267.75 |
251.50 |
255.00 |
-10.00 |
710 |
8,463 |
-75 |
Mar09 |
081023 |
282.00 |
284.50 |
272.50 |
272.50 |
-10.00 |
137 |
2,792 |
-11 |
May09 |
081023 |
292.75 |
294.00 |
284.00 |
284.00 |
-10.00 |
37 |
1,778 |
-7 |
Jul09 |
081023 |
305.50 |
305.50 |
295.50 |
295.50 |
-10.00 |
0 |
408 |
+0 |
Total Volume and Open Interest |
1,021 |
15,639 |
+10 |
Rough Rice(CBOT) |
Nov08 |
081023 |
14.62 |
14.96 |
14.48 |
14.70 |
+0.08 |
472 |
2,567 |
-51 |
Jan09 |
081023 |
14.92 |
15.23 |
14.76 |
14.98 |
+0.07 |
416 |
3,291 |
-84 |
Mar09 |
081023 |
15.25 |
15.53 |
15.07 |
15.30 |
+0.06 |
182 |
1,132 |
+43 |
May09 |
081023 |
15.38 |
15.69 |
15.38 |
15.62 |
+0.06 |
3 |
450 |
-2 |
Total Volume and Open Interest |
1,098 |
7,618 |
-84 |
Live Cattle(CME) |
Oct08 |
081023 |
91.100 |
91.850 |
89.650 |
89.750 |
-1.400 |
1,957 |
5,931 |
-823 |
Dec08 |
081023 |
91.385 |
92.800 |
89.700 |
89.885 |
-2.000 |
15,233 |
114,923 |
+760 |
Feb09 |
081023 |
92.250 |
93.580 |
90.600 |
90.950 |
-1.835 |
5,893 |
54,814 |
+154 |
Apr09 |
081023 |
92.900 |
94.080 |
91.200 |
91.430 |
-2.050 |
3,139 |
26,764 |
+334 |
Jun09 |
081023 |
90.000 |
90.535 |
88.000 |
88.000 |
-2.350 |
712 |
15,793 |
+152 |
Aug09 |
081023 |
90.285 |
90.500 |
88.000 |
88.230 |
-2.020 |
140 |
5,272 |
-19 |
Total Volume and Open Interest |
27,131 |
225,924 |
+551 |
Feeder Cattle(CME) |
Oct08 |
081023 |
99.300 |
99.400 |
97.385 |
97.785 |
-1.195 |
374 |
1,804 |
-91 |
Nov08 |
081023 |
99.480 |
99.950 |
96.400 |
96.785 |
-2.145 |
925 |
5,830 |
-116 |
Jan09 |
081023 |
98.050 |
99.500 |
95.980 |
96.080 |
-2.470 |
1,321 |
11,598 |
+53 |
Mar09 |
081023 |
99.680 |
100.050 |
97.100 |
97.150 |
-2.100 |
151 |
1,649 |
+8 |
Apr09 |
081023 |
100.200 |
100.400 |
97.600 |
97.600 |
-1.900 |
46 |
540 |
+13 |
May09 |
081023 |
100.500 |
101.100 |
98.700 |
98.700 |
-1.700 |
55 |
806 |
+35 |
Aug09 |
081023 |
102.900 |
102.950 |
100.900 |
100.900 |
-1.600 |
20 |
179 |
+15 |
Total Volume and Open Interest |
2,892 |
22,436 |
-83 |
Lean Hogs(CME) |
Dec08 |
081023 |
57.750 |
58.725 |
57.700 |
57.925 |
+0.275 |
11,673 |
81,693 |
+383 |
Feb09 |
081023 |
64.000 |
65.050 |
63.750 |
64.180 |
+0.395 |
4,402 |
34,502 |
+591 |
Apr09 |
081023 |
69.850 |
71.050 |
69.680 |
70.200 |
+0.350 |
2,130 |
26,377 |
+141 |
May09 |
081023 |
76.900 |
78.000 |
76.900 |
77.850 |
+0.375 |
20 |
1,103 |
+11 |
Jun09 |
081023 |
79.135 |
80.350 |
78.975 |
79.450 |
+0.350 |
585 |
16,890 |
-92 |
Jul09 |
081023 |
77.500 |
78.650 |
77.500 |
78.200 |
+0.550 |
84 |
2,181 |
+13 |
Aug09 |
081023 |
75.000 |
76.100 |
75.000 |
75.650 |
+0.550 |
108 |
1,993 |
+51 |
Oct09 |
081023 |
70.250 |
70.250 |
69.400 |
69.900 |
+0.500 |
8 |
961 |
+1 |
Total Volume and Open Interest |
19,011 |
166,130 |
+1,099 |
Class III Milk(CME) |
Oct08 |
081023 |
16.99 |
17.08 |
16.99 |
16.99 |
unch |
0 |
4,159 |
-12 |
Nov08 |
081023 |
15.74 |
15.83 |
15.74 |
15.80 |
+0.01 |
161 |
4,847 |
-13 |
Dec08 |
081023 |
14.68 |
14.70 |
14.55 |
14.61 |
-0.07 |
50 |
5,157 |
+8 |
Jan09 |
081023 |
14.58 |
14.60 |
14.45 |
14.46 |
-0.14 |
76 |
3,079 |
-38 |
Feb09 |
081023 |
14.50 |
14.50 |
14.34 |
14.35 |
-0.11 |
28 |
2,761 |
-18 |
Total Volume and Open Interest |
580 |
37,641 |
+6 |
Cocoa(ICE) |
Dec08 |
081023 |
2010 |
2021 |
1963 |
1990 |
-6 |
14,089 |
51,687 |
+5,812 |
Mar09 |
081023 |
2022 |
2029 |
1978 |
2000 |
-1 |
15,871 |
35,501 |
+3,185 |
May09 |
081023 |
2036 |
2036 |
2004 |
2015 |
-3 |
618 |
16,577 |
+2 |
Jul09 |
081023 |
2030 |
2037 |
2025 |
2037 |
-2 |
385 |
8,370 |
+145 |
Sep09 |
081023 |
2050 |
2064 |
2047 |
2059 |
+1 |
305 |
3,286 |
+215 |
Dec09 |
081023 |
2058 |
2074 |
2058 |
2072 |
+2 |
12 |
6,893 |
+2 |
Mar10 |
081023 |
2055 |
2068 |
2055 |
2068 |
+1 |
3 |
2,372 |
+0 |
Total Volume and Open Interest |
31,283 |
126,503 |
+9,361 |
Coffee "C"(ICE) |
Dec08 |
081023 |
112.10 |
112.85 |
109.75 |
110.10 |
-2.50 |
5,744 |
73,993 |
+286 |
Mar09 |
081023 |
116.95 |
117.75 |
114.65 |
115.00 |
-2.40 |
2,072 |
31,328 |
+211 |
May09 |
081023 |
121.00 |
121.00 |
117.75 |
118.05 |
-2.40 |
652 |
14,868 |
+233 |
Jul09 |
081023 |
123.25 |
123.65 |
120.60 |
120.90 |
-2.35 |
163 |
3,771 |
+16 |
Sep09 |
081023 |
125.30 |
125.30 |
123.30 |
123.50 |
-2.35 |
311 |
2,378 |
+262 |
Dec09 |
081023 |
128.60 |
128.60 |
126.85 |
126.85 |
-2.35 |
107 |
2,531 |
+37 |
Total Volume and Open Interest |
9,049 |
130,258 |
+1,045 |
Orange Juice(ICE) |
Nov08 |
081023 |
85.70 |
85.95 |
84.15 |
84.55 |
-1.35 |
1,099 |
6,022 |
-784 |
Jan09 |
081023 |
89.60 |
90.05 |
88.05 |
88.40 |
-1.50 |
2,252 |
16,004 |
+666 |
Mar09 |
081023 |
93.45 |
93.50 |
91.90 |
92.30 |
-1.45 |
1,030 |
6,477 |
-42 |
May09 |
081023 |
97.00 |
97.00 |
95.75 |
95.90 |
-1.70 |
8 |
1,585 |
-8 |
Jul09 |
081023 |
99.50 |
99.50 |
99.50 |
99.50 |
-1.65 |
0 |
413 |
+0 |
Sep09 |
081023 |
103.10 |
103.10 |
103.10 |
103.10 |
-1.55 |
0 |
102 |
+0 |
Total Volume and Open Interest |
4,438 |
30,950 |
-157 |
Sugar #11(ICE) |
Mar09 |
081023 |
10.97 |
11.15 |
10.73 |
10.84 |
-0.12 |
38,515 |
292,322 |
-1,023 |
May09 |
081023 |
11.30 |
11.49 |
11.08 |
11.18 |
-0.12 |
7,306 |
95,213 |
-1,471 |
Jul09 |
081023 |
11.53 |
11.65 |
11.25 |
11.35 |
-0.11 |
6,427 |
106,405 |
-215 |
Oct09 |
081023 |
11.90 |
11.99 |
11.65 |
11.74 |
-0.10 |
1,982 |
66,753 |
-83 |
Mar10 |
081023 |
12.32 |
12.42 |
12.10 |
12.20 |
-0.08 |
921 |
45,601 |
+70 |
Total Volume and Open Interest |
57,751 |
655,196 |
-3,446 |
London Cocoa(LCE) |
Dec08 |
081023 |
1285 |
1287 |
1261 |
1281 |
-4 |
3,242 |
73,848 |
-251 |
Mar09 |
081023 |
1290 |
1291 |
1267 |
1286 |
-4 |
4,416 |
57,286 |
-1,778 |
May09 |
081023 |
1302 |
1302 |
1280 |
1294 |
-6 |
366 |
28,056 |
-181 |
Jul09 |
081023 |
1304 |
1307 |
1302 |
1306 |
-3 |
246 |
11,493 |
+2 |
Sep09 |
081023 |
1303 |
1317 |
1303 |
1316 |
-3 |
748 |
9,108 |
+728 |
Dec09 |
081023 |
1325 |
1325 |
1325 |
1325 |
-3 |
87 |
4,224 |
+23 |
Mar10 |
081023 |
1337 |
1337 |
1337 |
1337 |
-3 |
406 |
568 |
+311 |
Total Volume and Open Interest |
13,916 |
193,255 |
-2,243 |
London Sugar(LCE) |
Dec08 |
081023 |
313.20 |
316.70 |
306.30 |
309.60 |
-4.00 |
2,275 |
12,019 |
-945 |
Mar09 |
081023 |
324.10 |
326.90 |
316.70 |
321.00 |
-3.70 |
3,519 |
21,369 |
-871 |
May09 |
081023 |
330.40 |
331.50 |
322.20 |
327.20 |
-3.50 |
109 |
7,401 |
-1 |
Aug09 |
081023 |
335.70 |
337.30 |
330.00 |
331.70 |
-3.10 |
92 |
5,568 |
-39 |
Oct09 |
081023 |
340.70 |
340.70 |
337.50 |
337.50 |
-3.00 |
91 |
3,074 |
-53 |
Total Volume and Open Interest |
6,086 |
50,325 |
-1,909 |
Cotton(ICE) |
Dec08 |
081023 |
50.50 |
50.75 |
48.81 |
49.08 |
-1.34 |
8,179 |
97,248 |
-913 |
Mar09 |
081023 |
53.35 |
53.50 |
52.34 |
53.32 |
-0.19 |
3,061 |
38,427 |
+472 |
May09 |
081023 |
55.23 |
55.37 |
54.30 |
55.12 |
-0.16 |
359 |
7,910 |
+126 |
Jul09 |
081023 |
57.27 |
57.29 |
56.31 |
56.93 |
-0.31 |
1,704 |
13,892 |
+1,317 |
Oct09 |
081023 |
59.57 |
59.57 |
59.57 |
59.57 |
-0.31 |
1 |
110 |
-1 |
Dec09 |
081023 |
60.50 |
60.99 |
59.86 |
60.82 |
-0.22 |
108 |
10,748 |
-41 |
Total Volume and Open Interest |
13,515 |
170,048 |
+896 |
Lumber(CME) |
Nov08 |
081023 |
183.3 |
189.4 |
178.1 |
178.8 |
-4.5 |
386 |
2,286 |
-256 |
Jan09 |
081023 |
196.6 |
196.6 |
194.4 |
194.4 |
-2.3 |
405 |
4,884 |
-19 |
Mar09 |
081023 |
208.8 |
210.0 |
205.3 |
205.3 |
-3.2 |
161 |
1,017 |
+42 |
May09 |
081023 |
227.7 |
227.7 |
221.6 |
221.6 |
-7.1 |
76 |
266 |
-34 |
Total Volume and Open Interest |
1,049 |
8,602 |
-255 |
Crude Oil(NYM) |
Dec08 |
081023 |
67.21 |
69.42 |
65.90 |
67.84 |
+1.09 |
272,317 |
334,975 |
+7,287 |
Jan09 |
081023 |
67.69 |
69.82 |
66.26 |
68.24 |
+1.08 |
73,374 |
96,739 |
+1,361 |
Feb09 |
081023 |
68.30 |
70.21 |
66.77 |
68.71 |
+1.07 |
24,955 |
35,811 |
+894 |
Mar09 |
081023 |
68.55 |
70.26 |
67.32 |
69.17 |
+1.06 |
13,358 |
34,409 |
-603 |
Apr09 |
081023 |
69.29 |
70.85 |
68.40 |
69.65 |
+1.05 |
7,032 |
21,300 |
+1,202 |
May09 |
081023 |
68.47 |
71.21 |
68.47 |
70.16 |
+1.05 |
4,401 |
18,306 |
+496 |
Jun09 |
081023 |
69.00 |
71.83 |
69.00 |
70.69 |
+1.05 |
15,775 |
77,676 |
+1,547 |
Jul09 |
081023 |
71.00 |
72.00 |
71.00 |
71.17 |
+1.03 |
1,903 |
19,383 |
-155 |
Aug09 |
081023 |
71.69 |
71.80 |
71.67 |
71.67 |
+1.01 |
730 |
12,477 |
-65 |
Sep09 |
081023 |
72.20 |
72.21 |
71.77 |
72.19 |
+0.99 |
546 |
15,374 |
+33 |
Oct09 |
081023 |
72.72 |
72.72 |
72.72 |
72.72 |
+0.97 |
402 |
8,638 |
-161 |
Nov09 |
081023 |
73.26 |
73.26 |
73.26 |
73.26 |
+0.95 |
252 |
6,683 |
-35 |
Dec09 |
081023 |
73.50 |
75.05 |
72.00 |
73.81 |
+0.93 |
17,266 |
90,766 |
+1,322 |
Jan10 |
081023 |
75.00 |
75.00 |
74.33 |
74.33 |
+0.91 |
303 |
13,714 |
-66 |
Feb10 |
081023 |
74.84 |
74.84 |
74.84 |
74.84 |
+0.89 |
45 |
5,094 |
-1 |
Mar10 |
081023 |
75.34 |
75.34 |
75.34 |
75.34 |
+0.87 |
515 |
11,068 |
+400 |
Total Volume and Open Interest |
445,642 |
1,046,716 |
+14,653 |
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 |
081023 |
67.350 |
69.400 |
65.900 |
67.850 |
+1.100 |
14,585 |
7,794 |
+867 |
Jan09 |
081023 |
67.225 |
69.550 |
66.275 |
68.250 |
+1.100 |
615 |
693 |
+9 |
Feb09 |
081023 |
68.200 |
68.925 |
68.200 |
68.700 |
+1.050 |
57 |
159 |
+34 |
Mar09 |
081023 |
68.000 |
69.175 |
67.450 |
69.175 |
+1.075 |
14 |
8 |
+0 |
Apr09 |
081023 |
69.650 |
69.650 |
69.650 |
69.650 |
+1.050 |
|
|
|
May09 |
081023 |
70.150 |
70.150 |
70.150 |
70.150 |
+1.050 |
|
|
|
Jun09 |
081023 |
70.700 |
70.700 |
70.700 |
70.700 |
+1.050 |
0 |
1 |
+0 |
Jul09 |
081023 |
71.175 |
71.175 |
71.175 |
71.175 |
+1.025 |
|
|
|
Total Volume and Open Interest |
15,271 |
8,745 |
+912 |
Heating Oil(NYM) |
Nov08 |
081023 |
202.87 |
208.51 |
201.70 |
202.97 |
-0.68 |
18,045 |
17,753 |
-2,641 |
Dec08 |
081023 |
205.00 |
211.00 |
204.20 |
205.57 |
-0.05 |
31,581 |
53,974 |
+445 |
Jan09 |
081023 |
208.96 |
214.25 |
207.70 |
209.02 |
+0.50 |
11,160 |
32,063 |
+133 |
Feb09 |
081023 |
212.02 |
216.55 |
210.15 |
211.37 |
+0.80 |
4,143 |
16,046 |
+946 |
Mar09 |
081023 |
212.70 |
217.75 |
211.33 |
212.47 |
+0.95 |
2,589 |
14,606 |
+242 |
Apr09 |
081023 |
213.70 |
217.90 |
212.01 |
212.72 |
+1.05 |
1,937 |
6,277 |
+327 |
May09 |
081023 |
211.86 |
218.30 |
211.86 |
213.12 |
+1.10 |
1,604 |
7,339 |
+332 |
Jun09 |
081023 |
212.75 |
218.75 |
212.75 |
213.87 |
+1.05 |
3,086 |
19,308 |
-432 |
Jul09 |
081023 |
215.00 |
220.50 |
215.00 |
215.67 |
+1.00 |
1,547 |
3,729 |
+229 |
Aug09 |
081023 |
217.50 |
223.00 |
217.50 |
217.92 |
+0.95 |
843 |
2,591 |
-27 |
Sep09 |
081023 |
223.00 |
226.37 |
220.31 |
220.42 |
+0.90 |
472 |
3,689 |
-5 |
Oct09 |
081023 |
223.82 |
227.00 |
222.67 |
222.67 |
+0.85 |
432 |
1,338 |
+17 |
Total Volume and Open Interest |
79,938 |
215,495 |
+628 |
Gasoline(NYMEX) |
Nov08 |
081023 |
157.80 |
160.77 |
154.00 |
157.78 |
+0.69 |
17,880 |
24,471 |
-1,173 |
Dec08 |
081023 |
154.30 |
158.35 |
150.45 |
155.04 |
+1.60 |
23,192 |
64,800 |
+2,534 |
Jan09 |
081023 |
157.02 |
160.46 |
152.92 |
157.59 |
+1.95 |
6,926 |
23,658 |
+803 |
Feb09 |
081023 |
159.81 |
163.35 |
159.14 |
160.49 |
+2.05 |
2,181 |
7,865 |
+49 |
Mar09 |
081023 |
162.71 |
166.06 |
162.63 |
163.49 |
+2.05 |
1,097 |
6,113 |
+133 |
Apr09 |
081023 |
179.00 |
182.33 |
179.00 |
179.74 |
+1.85 |
442 |
10,506 |
+10 |
May09 |
081023 |
178.50 |
183.50 |
178.50 |
181.14 |
+1.85 |
622 |
5,247 |
+158 |
Jun09 |
081023 |
181.69 |
184.36 |
179.20 |
182.04 |
+1.85 |
231 |
5,710 |
-19 |
Jul09 |
081023 |
181.00 |
182.44 |
181.00 |
182.44 |
+1.75 |
315 |
1,051 |
-92 |
Aug09 |
081023 |
181.50 |
182.24 |
181.50 |
182.24 |
+1.65 |
197 |
1,489 |
+162 |
Total Volume and Open Interest |
53,382 |
164,715 |
+2,530 |
e-miNY RBOB Gasoline(NYM) |
Nov08 |
081023 |
157.78 |
157.78 |
157.78 |
157.78 |
+0.69 |
|
|
|
Dec08 |
081023 |
155.04 |
155.04 |
155.04 |
155.04 |
+1.60 |
|
|
|
Jan09 |
081023 |
157.59 |
157.59 |
157.59 |
157.59 |
+1.95 |
|
|
|
Feb09 |
081023 |
160.49 |
160.49 |
160.49 |
160.49 |
+2.05 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
Nov08 |
081023 |
6.777 |
6.790 |
6.360 |
6.419 |
-0.358 |
48,497 |
41,499 |
-4,051 |
Dec08 |
081023 |
6.969 |
7.002 |
6.595 |
6.619 |
-0.358 |
23,907 |
90,804 |
+741 |
Jan09 |
081023 |
7.201 |
7.212 |
6.864 |
6.886 |
-0.324 |
11,312 |
114,151 |
-528 |
Feb09 |
081023 |
7.226 |
7.256 |
6.927 |
6.946 |
-0.319 |
4,757 |
42,354 |
+188 |
Mar09 |
081023 |
7.160 |
7.160 |
6.847 |
6.866 |
-0.296 |
5,986 |
76,847 |
+482 |
Apr09 |
081023 |
6.980 |
7.020 |
6.767 |
6.781 |
-0.261 |
3,915 |
68,477 |
-298 |
May09 |
081023 |
7.150 |
7.150 |
6.834 |
6.839 |
-0.251 |
926 |
49,395 |
-64 |
Jun09 |
081023 |
7.135 |
7.170 |
6.952 |
6.952 |
-0.240 |
491 |
22,211 |
+73 |
Jul09 |
081023 |
7.250 |
7.289 |
7.072 |
7.072 |
-0.233 |
244 |
19,641 |
+83 |
Aug09 |
081023 |
7.323 |
7.380 |
7.152 |
7.154 |
-0.233 |
168 |
19,051 |
+36 |
Sep09 |
081023 |
7.350 |
7.420 |
7.187 |
7.187 |
-0.230 |
781 |
17,121 |
-164 |
Oct09 |
081023 |
7.463 |
7.497 |
7.262 |
7.271 |
-0.226 |
1,797 |
34,903 |
+209 |
Nov09 |
081023 |
7.763 |
7.780 |
7.570 |
7.576 |
-0.219 |
263 |
17,686 |
+44 |
Dec09 |
081023 |
8.080 |
8.125 |
7.920 |
7.926 |
-0.209 |
492 |
25,143 |
+39 |
Jan10 |
081023 |
8.345 |
8.370 |
8.150 |
8.156 |
-0.211 |
1,564 |
17,864 |
+312 |
Feb10 |
081023 |
8.340 |
8.340 |
8.161 |
8.161 |
-0.206 |
87 |
9,570 |
+37 |
Total Volume and Open Interest |
108,333 |
871,619 |
-2,417 |
Brent Crude Oil(ICE) |
Dec08 |
081023 |
65.21 |
67.70 |
64.00 |
65.92 |
+1.40 |
100,575 |
105,115 |
-4,550 |
Jan09 |
081023 |
66.61 |
69.00 |
65.41 |
67.26 |
+1.31 |
41,334 |
101,313 |
+5,554 |
Feb09 |
081023 |
67.96 |
69.61 |
66.74 |
68.36 |
+1.20 |
13,832 |
38,634 |
-697 |
Mar09 |
081023 |
68.74 |
70.52 |
67.84 |
69.28 |
+1.10 |
7,776 |
27,356 |
+659 |
Apr09 |
081023 |
69.66 |
71.21 |
69.15 |
70.15 |
+1.02 |
4,286 |
16,985 |
-760 |
May09 |
081023 |
71.39 |
72.13 |
70.04 |
70.98 |
+0.95 |
2,923 |
14,466 |
+217 |
Jun09 |
081023 |
72.15 |
73.07 |
70.31 |
71.74 |
+0.90 |
4,759 |
33,565 |
+279 |
Jul09 |
081023 |
72.46 |
73.66 |
71.59 |
72.56 |
+0.89 |
1,206 |
10,572 |
-149 |
Aug09 |
081023 |
73.42 |
73.60 |
73.37 |
73.37 |
+0.88 |
437 |
9,793 |
+15 |
Sep09 |
081023 |
74.09 |
74.09 |
74.09 |
74.09 |
+0.88 |
158 |
7,950 |
+55 |
Oct09 |
081023 |
74.66 |
74.66 |
74.66 |
74.66 |
+0.88 |
26 |
6,343 |
+3 |
Nov09 |
081023 |
75.18 |
75.18 |
75.18 |
75.18 |
+0.86 |
813 |
7,134 |
+32 |
Dec09 |
081023 |
75.90 |
77.03 |
74.39 |
75.69 |
+0.83 |
8,131 |
59,691 |
+770 |
Jan10 |
081023 |
76.32 |
76.32 |
76.32 |
76.32 |
+0.83 |
300 |
6,990 |
-25 |
Total Volume and Open Interest |
190,460 |
525,278 |
+2,876 |
Gas Oil(ICE) |
Nov08 |
081023 |
654.75 |
669.75 |
648.25 |
667.25 |
+4.25 |
35,573 |
45,976 |
-4,711 |
Dec08 |
081023 |
655.25 |
671.00 |
650.25 |
668.00 |
+3.75 |
35,870 |
68,314 |
-101 |
Jan09 |
081023 |
665.75 |
678.25 |
658.75 |
676.25 |
+4.25 |
20,453 |
46,359 |
+170 |
Feb09 |
081023 |
674.25 |
686.50 |
671.00 |
685.00 |
+4.50 |
6,111 |
22,263 |
-423 |
Mar09 |
081023 |
680.75 |
693.50 |
678.75 |
692.00 |
+5.25 |
2,593 |
14,355 |
-69 |
Apr09 |
081023 |
686.00 |
697.75 |
683.00 |
697.75 |
+6.00 |
1,714 |
13,834 |
+128 |
May09 |
081023 |
691.00 |
703.00 |
687.50 |
703.00 |
+6.25 |
1,350 |
14,278 |
+310 |
Jun09 |
081023 |
696.25 |
709.50 |
692.00 |
708.25 |
+6.75 |
2,402 |
32,503 |
+1,883 |
Jul09 |
081023 |
708.25 |
717.25 |
705.00 |
717.25 |
+6.50 |
1,435 |
8,583 |
+62 |
Aug09 |
081023 |
718.25 |
726.25 |
713.25 |
726.25 |
+5.75 |
383 |
6,611 |
-78 |
Total Volume and Open Interest |
128,493 |
344,863 |
+340 |
Ethanol(CBOT) |
Oct08 |
081003 |
1.990 |
1.990 |
1.990 |
1.990 |
-0.010 |
0 |
73 |
+0 |
Nov08 |
081023 |
1.690 |
1.716 |
1.690 |
1.700 |
+0.036 |
35 |
187 |
-43 |
Dec08 |
081023 |
1.690 |
1.710 |
1.680 |
1.695 |
+0.050 |
54 |
365 |
-4 |
Jan09 |
081023 |
1.720 |
1.720 |
1.720 |
1.720 |
+0.054 |
14 |
372 |
+8 |
Feb09 |
081023 |
1.710 |
1.710 |
1.710 |
1.710 |
+0.010 |
8 |
245 |
+5 |
Mar09 |
081023 |
1.710 |
1.710 |
1.710 |
1.710 |
+0.020 |
7 |
226 |
+7 |
Apr09 |
081023 |
1.710 |
1.710 |
1.710 |
1.710 |
+0.005 |
26 |
256 |
+26 |
May09 |
081023 |
1.725 |
1.725 |
1.725 |
1.725 |
+0.008 |
2 |
156 |
+0 |
Total Volume and Open Interest |
172 |
2,851 |
+1 |
WTI Crude Oil(ICE) |
Dec08 |
081023 |
67.55 |
69.45 |
65.92 |
67.84 |
+1.09 |
73,599 |
112,381 |
-882 |
Jan09 |
081023 |
67.90 |
69.79 |
66.29 |
68.24 |
+1.08 |
22,121 |
48,930 |
+3,308 |
Feb09 |
081023 |
68.37 |
70.20 |
66.75 |
68.71 |
+1.07 |
5,885 |
22,093 |
+590 |
Mar09 |
081023 |
68.83 |
70.30 |
67.49 |
69.17 |
+1.06 |
2,995 |
13,134 |
+269 |
Apr09 |
081023 |
69.67 |
70.61 |
67.95 |
69.65 |
+1.05 |
1,723 |
9,310 |
-47 |
May09 |
081023 |
70.11 |
71.08 |
68.45 |
70.16 |
+1.05 |
1,155 |
5,780 |
+342 |
Jun09 |
081023 |
70.34 |
71.74 |
69.14 |
70.69 |
+1.05 |
2,755 |
35,154 |
+137 |
Jul09 |
081023 |
70.03 |
71.21 |
70.03 |
71.17 |
+1.03 |
714 |
4,087 |
+17 |
Aug09 |
081023 |
71.71 |
71.71 |
71.67 |
71.67 |
+1.01 |
541 |
3,029 |
+6 |
Sep09 |
081023 |
72.20 |
72.20 |
72.19 |
72.19 |
+0.99 |
307 |
6,454 |
-39 |
Oct09 |
081023 |
72.72 |
72.72 |
72.72 |
72.72 |
+0.97 |
8 |
1,511 |
+27 |
Nov09 |
081023 |
73.26 |
73.26 |
73.26 |
73.26 |
+0.95 |
106 |
5,241 |
+5 |
Dec09 |
081023 |
73.18 |
75.06 |
72.20 |
73.81 |
+0.93 |
5,458 |
73,802 |
+1,801 |
Jan10 |
081023 |
74.33 |
74.33 |
74.33 |
74.33 |
+0.91 |
0 |
4,735 |
+0 |
Feb10 |
081023 |
74.84 |
74.84 |
74.84 |
74.84 |
+0.89 |
0 |
3,111 |
+0 |
Mar10 |
081023 |
75.34 |
75.34 |
75.34 |
75.34 |
+0.87 |
49 |
1,316 |
+0 |
Total Volume and Open Interest |
120,749 |
460,090 |
+6,190 |
US Dollar Index(ICE) |
Dec08 |
081023 |
86.255 |
86.550 |
85.260 |
85.790 |
unch |
6,402 |
41,724 |
+106 |
Mar09 |
081023 |
86.950 |
87.065 |
85.525 |
86.145 |
-0.105 |
56 |
2,255 |
+12 |
Jun09 |
081023 |
86.395 |
86.395 |
86.395 |
86.395 |
-0.105 |
2 |
179 |
+0 |
Total Volume and Open Interest |
6,460 |
44,158 |
+118 |
Australian Dollar(CME) |
Dec08 |
081023 |
66.96 |
67.17 |
65.08 |
65.18 |
-1.77 |
25,356 |
58,084 |
+1,124 |
Mar09 |
081023 |
66.02 |
66.70 |
64.90 |
64.90 |
-1.72 |
10 |
777 |
+5 |
Jun09 |
081023 |
64.62 |
66.22 |
64.62 |
64.62 |
-1.60 |
0 |
4 |
+0 |
Total Volume and Open Interest |
25,366 |
58,896 |
+1,129 |
British Pound(CME) |
Dec08 |
081023 |
161.98 |
163.18 |
160.07 |
160.88 |
-2.17 |
80,097 |
113,143 |
+371 |
Mar09 |
081023 |
160.50 |
162.44 |
159.71 |
160.29 |
-2.15 |
307 |
2,545 |
+34 |
Jun09 |
081023 |
159.75 |
161.84 |
159.33 |
159.75 |
-2.09 |
8 |
884 |
+0 |
Total Volume and Open Interest |
80,412 |
116,577 |
+405 |
Canadian Dollar(CME) |
Dec08 |
081023 |
79.76 |
80.43 |
78.63 |
79.52 |
-0.41 |
31,533 |
103,875 |
-244 |
Mar09 |
081023 |
78.96 |
80.71 |
78.90 |
79.75 |
-0.37 |
382 |
3,604 |
+41 |
Jun09 |
081023 |
79.02 |
80.51 |
79.02 |
79.88 |
-0.33 |
38 |
1,555 |
-8 |
Sep09 |
081023 |
79.84 |
80.25 |
79.56 |
79.85 |
-0.40 |
0 |
1,634 |
+0 |
Total Volume and Open Interest |
31,953 |
111,192 |
-211 |
Japanese Yen(CME) |
Dec08 |
081023 |
102.50 |
104.66 |
102.08 |
104.46 |
+1.95 |
144,147 |
135,036 |
+1,786 |
Mar09 |
081023 |
103.32 |
105.33 |
102.93 |
105.20 |
+2.07 |
31 |
1,438 |
+16 |
Jun09 |
081023 |
104.20 |
105.72 |
103.46 |
105.72 |
+2.14 |
0 |
3,484 |
+0 |
Total Volume and Open Interest |
144,178 |
139,969 |
+1,802 |
Swiss Franc(CME) |
Dec08 |
081023 |
86.02 |
86.48 |
85.61 |
86.35 |
-0.03 |
39,318 |
38,989 |
+73 |
Mar09 |
081023 |
86.53 |
86.53 |
85.97 |
86.53 |
+0.04 |
5 |
576 |
+2 |
Jun09 |
081023 |
86.63 |
86.63 |
86.19 |
86.63 |
+0.08 |
0 |
290 |
+0 |
Total Volume and Open Interest |
39,325 |
39,863 |
+76 |
EuroFX(CME) |
Dec08 |
081023 |
128.18 |
129.30 |
127.17 |
128.33 |
-0.20 |
212,007 |
162,852 |
+4,801 |
Mar09 |
081023 |
127.40 |
129.05 |
127.14 |
128.21 |
-0.11 |
346 |
25,009 |
+49 |
Jun09 |
081023 |
126.70 |
128.61 |
126.70 |
128.04 |
-0.04 |
362 |
735 |
+329 |
Total Volume and Open Interest |
213,015 |
188,932 |
+4,979 |
Mexican Peso(CME) |
Nov08 |
081023 |
724.0 |
724.0 |
717.2 |
724.0 |
+6.8 |
|
|
|
Dec08 |
081023 |
706.0 |
740.0 |
687.5 |
721.0 |
+6.8 |
9,338 |
42,317 |
-731 |
Total Volume and Open Interest |
9,342 |
42,759 |
-727 |
Brazilian Real(CME) |
Nov08 |
081023 |
420.00 |
435.10 |
420.00 |
435.10 |
+16.50 |
0 |
2 |
+0 |
Dec08 |
081023 |
425.75 |
431.80 |
425.75 |
431.80 |
+16.80 |
518 |
1,314 |
-510 |
Jan09 |
081023 |
429.50 |
429.50 |
412.00 |
429.50 |
+17.50 |
|
|
|
Feb09 |
081023 |
426.90 |
426.90 |
409.80 |
426.90 |
+17.10 |
|
|
|
Total Volume and Open Interest |
518 |
1,780 |
-510 |
30-Year T-Bonds(CBOT) |
Dec08 |
081023 |
116~040 |
118~070 |
115~240 |
117~310 |
+2~030 |
203,435 |
716,908 |
-1,467 |
Mar09 |
081023 |
115~040 |
117~010 |
115~020 |
116~250 |
+2~010 |
251 |
5,075 |
-48 |
Jun09 |
081023 |
115~250 |
115~250 |
113~240 |
115~250 |
+2~010 |
0 |
12 |
+0 |
Total Volume and Open Interest |
203,686 |
721,998 |
-1,515 |
10-Year T-Notes(CBOT) |
Dec08 |
081023 |
115~060 |
115~310 |
114~220 |
115~270 |
+0~190 |
575,139 |
1,364,736 |
-4,061 |
Mar09 |
081023 |
113~180 |
113~285 |
112~260 |
113~285 |
+0~185 |
64 |
720 |
+47 |
Jun09 |
081023 |
112~285 |
112~285 |
112~100 |
112~285 |
+0~185 |
|
|
|
Total Volume and Open Interest |
575,203 |
1,365,456 |
-4,014 |
5-Year T-Notes(CBOT) |
Dec08 |
081023 |
113~114 |
114~005 |
113~056 |
114~001 |
+0~023 |
276,913 |
0 |
+0 |
Mar09 |
081023 |
112~045 |
112~045 |
112~024 |
112~045 |
+0~021 |
5 |
730 |
+1 |
Jun09 |
081023 |
112~045 |
112~045 |
112~024 |
112~045 |
+0~021 |
|
|
|
Total Volume and Open Interest |
313,914 |
1,336,146 |
-2,361 |
2 Year T-Notes(CBOT) |
Dec08 |
081023 |
107~066 |
107~079 |
107~031 |
107~070 |
+0~017 |
176,865 |
719,144 |
-5,438 |
Mar09 |
081023 |
106~127 |
106~127 |
106~110 |
106~127 |
+0~017 |
0 |
100 |
+0 |
Jun09 |
081023 |
106~127 |
106~127 |
106~110 |
106~127 |
+0~017 |
|
|
|
Total Volume and Open Interest |
176,865 |
719,244 |
-5,438 |
Eurodollars(CME) |
Dec08 |
081023 |
97.590 |
97.595 |
97.320 |
97.440 |
-0.125 |
352,805 |
1,555,837 |
-29,427 |
Mar09 |
081023 |
97.775 |
97.830 |
97.560 |
97.630 |
-0.115 |
239,638 |
1,261,700 |
+26,055 |
Jun09 |
081023 |
97.795 |
97.810 |
97.550 |
97.640 |
-0.095 |
229,964 |
969,924 |
-3,973 |
Sep09 |
081023 |
97.750 |
97.765 |
97.520 |
97.620 |
-0.080 |
235,787 |
869,060 |
-11,264 |
Dec09 |
081023 |
97.585 |
97.620 |
97.415 |
97.520 |
-0.040 |
234,908 |
751,538 |
+1,947 |
Mar10 |
081023 |
97.480 |
97.520 |
97.325 |
97.450 |
+0.005 |
185,490 |
570,516 |
-1,195 |
Jun10 |
081023 |
97.185 |
97.295 |
97.070 |
97.220 |
+0.045 |
157,029 |
351,834 |
-4,575 |
Sep10 |
081023 |
96.835 |
96.965 |
96.720 |
96.895 |
+0.075 |
123,399 |
309,810 |
-5,420 |
Dec10 |
081023 |
96.390 |
96.535 |
96.310 |
96.470 |
+0.075 |
43,213 |
216,195 |
-1,534 |
Mar11 |
081023 |
96.120 |
96.285 |
96.050 |
96.220 |
+0.065 |
35,314 |
182,680 |
-2,849 |
Jun11 |
081023 |
95.905 |
96.060 |
95.830 |
96.000 |
+0.055 |
30,505 |
190,602 |
-2,133 |
Sep11 |
081023 |
95.760 |
95.915 |
95.690 |
95.855 |
+0.055 |
24,414 |
128,737 |
-5,591 |
Dec11 |
081023 |
95.675 |
95.825 |
95.600 |
95.765 |
+0.055 |
8,086 |
106,794 |
-639 |
Mar12 |
081023 |
95.690 |
95.825 |
95.590 |
95.780 |
+0.065 |
8,617 |
100,818 |
+622 |
Jun12 |
081023 |
95.635 |
95.760 |
95.555 |
95.715 |
+0.070 |
6,705 |
76,772 |
+20 |
Sep12 |
081023 |
95.570 |
95.710 |
95.490 |
95.665 |
+0.080 |
8,168 |
57,857 |
-469 |
Dec12 |
081023 |
95.535 |
95.630 |
95.390 |
95.575 |
+0.085 |
3,376 |
56,423 |
-787 |
Mar13 |
081023 |
95.485 |
95.610 |
95.405 |
95.575 |
+0.090 |
3,907 |
57,122 |
+515 |
Total Volume and Open Interest |
1,985,119 |
8,097,071 |
-42,308 |
30 Day Federal Funds(CBOT) |
Oct08 |
081023 |
98.900 |
98.948 |
98.890 |
98.908 |
+0.007 |
6,773 |
105,084 |
-1,706 |
Nov08 |
081023 |
98.955 |
98.990 |
98.950 |
98.980 |
+0.030 |
21,350 |
117,763 |
-6,515 |
Dec08 |
081023 |
98.995 |
99.045 |
98.990 |
99.035 |
+0.040 |
18,695 |
83,054 |
-2,006 |
Jan09 |
081023 |
99.005 |
99.070 |
98.995 |
99.055 |
+0.055 |
17,735 |
67,934 |
-1,853 |
Feb09 |
081023 |
98.995 |
99.070 |
98.970 |
99.040 |
+0.045 |
12,380 |
76,684 |
-212 |
Mar09 |
081023 |
98.940 |
99.035 |
98.940 |
99.005 |
+0.050 |
4,463 |
39,295 |
-1,287 |
Total Volume and Open Interest |
98,193 |
580,099 |
-12,003 |
30 Day Fed Funds(e-CBOT) |
Oct08 |
081023 |
98.900 |
98.948 |
98.890 |
98.938 |
+0.027 |
6,661 |
105,084 |
-1,706 |
Nov08 |
081023 |
98.955 |
98.990 |
98.955 |
98.960 |
-0.015 |
21,125 |
117,763 |
-6,515 |
Dec08 |
081023 |
98.995 |
99.045 |
98.990 |
99.020 |
-0.005 |
18,270 |
83,054 |
-2,006 |
Jan09 |
081023 |
99.005 |
99.070 |
98.995 |
99.030 |
-0.010 |
17,325 |
67,934 |
-1,853 |
Feb09 |
081023 |
98.995 |
99.070 |
98.970 |
99.020 |
-0.005 |
11,970 |
76,684 |
-212 |
Mar09 |
081023 |
98.940 |
99.035 |
98.940 |
98.985 |
-0.005 |
4,463 |
39,295 |
-1,287 |
Total Volume and Open Interest |
96,458 |
579,194 |
-12,003 |
3-Mth Euro-Yen(CME) |
Dec08 |
081023 |
99.180 |
99.205 |
99.180 |
99.205 |
-0.005 |
226 |
3,747 |
-68 |
Mar09 |
081023 |
99.310 |
99.310 |
99.310 |
99.310 |
unch |
0 |
4,708 |
+0 |
Jun09 |
081023 |
99.330 |
99.330 |
99.330 |
99.330 |
unch |
0 |
480 |
+0 |
Sep09 |
081023 |
99.255 |
99.255 |
99.255 |
99.255 |
unch |
0 |
510 |
+0 |
Dec09 |
081023 |
99.190 |
99.190 |
99.190 |
99.190 |
unch |
0 |
100 |
+0 |
Mar10 |
081023 |
99.080 |
99.080 |
99.080 |
99.080 |
unch |
|
|
|
Jun10 |
081023 |
99.030 |
99.030 |
99.030 |
99.030 |
unch |
|
|
|
Sep10 |
081023 |
98.985 |
98.985 |
98.985 |
98.985 |
unch |
|
|
|
Dec10 |
081023 |
99.115 |
99.115 |
99.115 |
99.115 |
+0.035 |
|
|
|
Mar11 |
081023 |
99.115 |
99.115 |
99.115 |
99.115 |
+0.035 |
|
|
|
Total Volume and Open Interest |
226 |
9,545 |
-68 |
3-Mth Euro-Yen(SGX) |
Dec08 |
081023 |
99.19 |
99.21 |
99.19 |
99.21 |
0.00 |
497 |
22,418 |
-241 |
Mar09 |
081023 |
99.29 |
99.32 |
99.29 |
99.32 |
+0.01 |
0 |
11,186 |
+0 |
Jun09 |
081023 |
99.32 |
99.33 |
99.29 |
99.33 |
+0.00 |
80 |
6,729 |
-5 |
Sep09 |
081023 |
99.29 |
99.30 |
99.29 |
99.29 |
+0.04 |
0 |
2,984 |
+0 |
Dec09 |
081023 |
99.22 |
99.22 |
99.22 |
99.22 |
+0.03 |
0 |
1,092 |
+0 |
Mar10 |
081023 |
99.11 |
99.11 |
99.11 |
99.11 |
+0.03 |
0 |
530 |
+0 |
Jun10 |
081023 |
99.07 |
99.07 |
99.07 |
99.07 |
+0.04 |
0 |
500 |
+0 |
Sep10 |
081023 |
99.02 |
99.02 |
99.02 |
99.02 |
+0.03 |
0 |
252 |
+0 |
Total Volume and Open Interest |
577 |
49,601 |
-246 |
Japanese Gov't Bonds(SGX) |
Dec08 |
081023 |
137.27 |
137.80 |
136.86 |
137.02 |
+0.22 |
2,575 |
10,706 |
+218 |
Mar09 |
081023 |
137.02 |
137.02 |
137.02 |
137.02 |
+0.22 |
|
|
|
Jun09 |
081023 |
137.02 |
137.02 |
137.02 |
137.02 |
+0.22 |
|
|
|
Total Volume and Open Interest |
2,575 |
10,706 |
+218 |
Euro-Bund(EUREX) |
Dec08 |
081023 |
116.76 |
117.33 |
116.38 |
116.64 |
+0.01 |
864,310 |
993,087 |
+979 |
Mar09 |
081023 |
117.00 |
117.72 |
116.84 |
117.04 |
unch |
322 |
5,430 |
+0 |
Jun09 |
081023 |
117.56 |
117.56 |
117.56 |
117.56 |
+0.01 |
|
|
|
Total Volume and Open Interest |
864,632 |
998,517 |
+979 |
Euro-Bobl(EUREX) |
Dec08 |
081023 |
111.51 |
111.96 |
111.32 |
111.57 |
+0.05 |
487,942 |
1,030,757 |
-7,853 |
Mar09 |
081023 |
111.37 |
111.37 |
111.37 |
111.37 |
+0.03 |
0 |
1,024 |
+0 |
Jun09 |
081023 |
112.08 |
112.08 |
112.08 |
112.08 |
+0.05 |
|
|
|
Total Volume and Open Interest |
487,942 |
1,031,781 |
-7,853 |
3-Mth Euribor(EUREX) |
Dec08 |
081023 |
96.035 |
96.060 |
96.000 |
96.025 |
-0.070 |
437 |
18,084 |
+81 |
Mar09 |
081023 |
96.615 |
96.660 |
96.615 |
96.645 |
-0.010 |
184 |
5,305 |
-37 |
Jun09 |
081023 |
96.860 |
96.860 |
96.845 |
96.845 |
+0.020 |
93 |
2,970 |
-32 |
Total Volume and Open Interest |
1,306 |
34,460 |
-25 |
Long Gilt(LIFFE) |
Dec08 |
081023 |
111~23 |
112~09 |
111~20 |
111~28 |
+0~01 |
91,156 |
300,251 |
+5,294 |
Mar09 |
081023 |
114~16 |
114~16 |
114~16 |
114~16 |
+0~01 |
|
|
|
Total Volume and Open Interest |
91,156 |
300,251 |
+5,294 |
3-Mth Short Sterling(LIFFE) |
Dec08 |
081023 |
95.26 |
95.29 |
95.18 |
95.19 |
-0.15 |
46,663 |
421,241 |
-4,606 |
Mar09 |
081023 |
96.24 |
96.28 |
96.14 |
96.19 |
-0.07 |
39,148 |
421,696 |
+2,989 |
Jun09 |
081023 |
96.54 |
96.62 |
96.50 |
96.53 |
-0.07 |
66,043 |
300,087 |
-381 |
Sep09 |
081023 |
96.56 |
96.62 |
96.50 |
96.53 |
-0.06 |
51,871 |
209,551 |
-1,530 |
Dec09 |
081023 |
96.29 |
96.39 |
96.28 |
96.30 |
-0.04 |
70,301 |
240,028 |
-771 |
Mar10 |
081023 |
96.10 |
96.14 |
96.06 |
96.08 |
-0.02 |
30,817 |
155,954 |
-1,226 |
Total Volume and Open Interest |
330,666 |
1,950,415 |
-3,959 |
3-Mth Euribor(LIFFE) |
Dec08 |
081023 |
96.075 |
96.090 |
95.990 |
96.025 |
-0.070 |
102,003 |
703,354 |
-3,446 |
Mar09 |
081023 |
96.735 |
96.735 |
96.565 |
96.645 |
-0.010 |
92,038 |
576,746 |
-2,066 |
Jun09 |
081023 |
96.900 |
96.905 |
96.765 |
96.845 |
+0.020 |
88,680 |
454,945 |
+10,211 |
Total Volume and Open Interest |
635,254 |
3,254,904 |
+17,232 |
3-Mth Aus T-Bills(SFE) |
Dec08 |
081023 |
95.08 |
95.18 |
95.02 |
95.14 |
+0.08 |
20,090 |
691,753 |
+2,453 |
Mar09 |
081023 |
95.48 |
95.70 |
95.45 |
95.58 |
+0.10 |
8,996 |
283,792 |
-779 |
Jun09 |
081023 |
95.47 |
95.73 |
95.42 |
95.59 |
+0.10 |
6,934 |
174,336 |
+1,276 |
Sep09 |
081023 |
95.23 |
95.48 |
95.23 |
95.33 |
+0.10 |
2,066 |
119,489 |
-1,101 |
Dec09 |
081023 |
94.94 |
95.13 |
94.92 |
95.04 |
+0.08 |
2,227 |
76,431 |
+1,136 |
Mar10 |
081023 |
94.73 |
94.85 |
94.73 |
94.79 |
+0.09 |
289 |
33,018 |
+85 |
Jun10 |
081023 |
94.56 |
94.63 |
94.53 |
94.60 |
+0.09 |
658 |
28,126 |
+352 |
Sep10 |
081023 |
94.43 |
94.45 |
94.42 |
94.42 |
+0.08 |
124 |
14,256 |
+8 |
Dec10 |
081023 |
94.26 |
94.26 |
94.26 |
94.26 |
+0.09 |
0 |
3,141 |
+0 |
Mar11 |
081023 |
94.13 |
94.13 |
94.13 |
94.13 |
+0.09 |
0 |
891 |
+0 |
Total Volume and Open Interest |
41,384 |
1,426,235 |
+3,411 |
10-Year Aus T-Bonds(SFE) |
Dec08 |
081023 |
94.84 |
94.96 |
94.84 |
94.90 |
+0.04 |
30,703 |
332,541 |
+1,992 |
Mar09 |
081023 |
94.90 |
94.90 |
94.90 |
94.90 |
+0.04 |
|
|
|
Total Volume and Open Interest |
30,703 |
332,541 |
+1,992 |
3-Year Aus T-Bonds(SFE) |
Dec08 |
081023 |
95.53 |
95.67 |
95.51 |
95.61 |
+0.09 |
51,497 |
529,745 |
+21,399 |
Mar09 |
081023 |
95.61 |
95.61 |
95.61 |
95.61 |
+0.09 |
|
|
|
Total Volume and Open Interest |
51,497 |
529,745 |
+21,399 |
Gold(CMX) |
Oct08 |
081023 |
705.0 |
719.8 |
705.0 |
713.3 |
-20.0 |
244 |
79 |
-1 |
Dec08 |
081023 |
730.0 |
735.2 |
695.2 |
714.7 |
-20.5 |
147,819 |
195,844 |
-464 |
Feb09 |
081023 |
724.5 |
735.4 |
703.0 |
716.9 |
-20.3 |
4,413 |
23,500 |
+563 |
Apr09 |
081023 |
726.4 |
737.2 |
705.5 |
719.0 |
-20.0 |
724 |
19,522 |
+128 |
Jun09 |
081023 |
735.7 |
737.6 |
709.3 |
721.2 |
-19.6 |
501 |
18,587 |
+30 |
Aug09 |
081023 |
724.6 |
724.6 |
723.4 |
723.4 |
-19.5 |
6 |
15,856 |
-6 |
Oct09 |
081023 |
725.6 |
725.6 |
725.6 |
725.6 |
-19.1 |
20 |
5,068 |
+0 |
Dec09 |
081023 |
740.5 |
742.0 |
710.0 |
728.0 |
-18.6 |
1,559 |
13,006 |
-688 |
Feb10 |
081023 |
730.6 |
730.6 |
730.6 |
730.6 |
-18.0 |
0 |
696 |
+0 |
Apr10 |
081023 |
733.0 |
733.0 |
733.0 |
733.0 |
-17.4 |
0 |
35 |
+0 |
Jun10 |
081023 |
735.6 |
735.6 |
735.6 |
735.6 |
-16.8 |
30 |
4,954 |
-20 |
Aug10 |
081023 |
738.1 |
738.1 |
738.1 |
738.1 |
-16.8 |
|
|
|
Total Volume and Open Interest |
158,794 |
315,926 |
-3,546 |
Silver(CMX) |
Dec08 |
081023 |
954.0 |
989.0 |
916.5 |
950.0 |
+4.0 |
22,645 |
55,741 |
+89 |
Mar09 |
081023 |
949.0 |
990.0 |
922.0 |
954.5 |
+4.4 |
632 |
12,703 |
-110 |
May09 |
081023 |
935.0 |
956.0 |
935.0 |
956.0 |
+4.5 |
44 |
5,736 |
+2 |
Jul09 |
081023 |
935.0 |
980.0 |
934.0 |
957.5 |
+4.7 |
138 |
6,587 |
+38 |
Sep09 |
081023 |
985.0 |
985.0 |
958.8 |
958.8 |
+4.6 |
20 |
2,761 |
+20 |
Dec09 |
081023 |
962.0 |
963.0 |
941.5 |
961.3 |
+4.5 |
351 |
3,680 |
+24 |
Mar10 |
081023 |
964.0 |
964.0 |
964.0 |
964.0 |
+4.5 |
10 |
385 |
+0 |
Total Volume and Open Interest |
23,889 |
95,930 |
+57 |
Platinum(NYMEX) |
Oct08 |
081023 |
793.0 |
804.1 |
786.1 |
804.1 |
-44.6 |
3 |
380 |
+1 |
Jan09 |
081023 |
857.3 |
858.9 |
789.7 |
812.6 |
-44.6 |
1,362 |
14,600 |
+149 |
Apr09 |
081023 |
800.0 |
818.8 |
800.0 |
818.8 |
-44.6 |
2 |
275 |
-1 |
Total Volume and Open Interest |
1,367 |
15,255 |
+149 |
Palladium(NYMEX) |
Dec08 |
081023 |
177.50 |
178.00 |
167.25 |
172.65 |
-7.45 |
650 |
13,239 |
-149 |
Mar09 |
081023 |
179.60 |
179.60 |
170.00 |
174.65 |
-7.95 |
197 |
1,293 |
+167 |
Jun09 |
081023 |
176.65 |
176.65 |
176.65 |
176.65 |
-7.95 |
0 |
10 |
+0 |
Total Volume and Open Interest |
847 |
14,542 |
+18 |
Copper(CMX) |
Dec08 |
081023 |
183.15 |
187.20 |
171.80 |
180.45 |
-6.10 |
14,728 |
48,450 |
-421 |
Mar09 |
081023 |
184.00 |
187.85 |
172.70 |
181.15 |
-6.30 |
1,703 |
18,443 |
+238 |
May09 |
081023 |
185.00 |
188.50 |
175.00 |
182.30 |
-6.65 |
435 |
2,165 |
-9 |
Jul09 |
081023 |
180.00 |
189.45 |
180.00 |
183.40 |
-6.80 |
335 |
1,398 |
+32 |
Sep09 |
081023 |
185.00 |
185.00 |
180.00 |
184.30 |
-7.00 |
478 |
1,433 |
+183 |
Total Volume and Open Interest |
18,675 |
83,830 |
+227 |
DJIA Index(CBOT) |
Dec08 |
081023 |
8650 |
8779 |
8216 |
8774 |
+217 |
4,119 |
26,275 |
-206 |
Mar09 |
081023 |
8670 |
8766 |
8670 |
8766 |
+217 |
16 |
123 |
+6 |
Jun09 |
081023 |
8744 |
8744 |
8527 |
8744 |
+217 |
|
|
|
Sep09 |
081023 |
8724 |
8724 |
8507 |
8724 |
+217 |
|
|
|
Total Volume and Open Interest |
4,135 |
26,398 |
-200 |
E-mini DJIA Index(CBOT) |
Dec08 |
081023 |
8570 |
8784 |
8213 |
8774 |
+217 |
269,164 |
96,674 |
+1,940 |
Mar09 |
081023 |
8615 |
8766 |
8230 |
8766 |
+217 |
195 |
488 |
+1 |
Jun09 |
081023 |
8744 |
8744 |
8744 |
8744 |
+217 |
0 |
515 |
+0 |
Sep09 |
081023 |
8724 |
8724 |
8724 |
8724 |
+217 |
|
|
|
Total Volume and Open Interest |
269,359 |
97,677 |
+1,941 |
S & P 500(CME) |
Dec08 |
081023 |
904.70 |
923.50 |
856.50 |
915.20 |
+12.40 |
66,182 |
629,898 |
-8,173 |
Mar09 |
081023 |
900.00 |
919.70 |
861.70 |
914.50 |
+12.80 |
2,155 |
8,852 |
+2,489 |
Jun09 |
081023 |
914.70 |
919.20 |
861.20 |
914.70 |
+13.50 |
190 |
3,689 |
+135 |
Sep09 |
081023 |
913.20 |
917.70 |
859.70 |
913.20 |
+13.50 |
50 |
968 |
+0 |
Total Volume and Open Interest |
68,577 |
643,422 |
-5,549 |
S & P 500 E-Mini(Globex) |
Dec08 |
081023 |
904.50 |
923.25 |
856.00 |
915.25 |
+12.50 |
3,288,095 |
2,963,011 |
+16,788 |
Mar09 |
081023 |
904.00 |
922.00 |
855.50 |
914.50 |
+12.75 |
6,782 |
73,114 |
+1,119 |
Total Volume and Open Interest |
3,294,877 |
3,041,666 |
+17,973 |
NASDAQ 100(CME) |
Dec08 |
081023 |
1248.30 |
1265.00 |
1175.00 |
1253.50 |
+5.50 |
7,229 |
34,140 |
+1,507 |
Mar09 |
081023 |
1257.00 |
1257.00 |
1253.50 |
1257.00 |
+5.50 |
0 |
9 |
+0 |
Jun09 |
081023 |
1259.50 |
1259.50 |
1256.00 |
1259.50 |
+5.50 |
0 |
5 |
+0 |
Total Volume and Open Interest |
7,229 |
34,154 |
+1,507 |
NASDAQ 100 E-Mini(Globex) |
Dec08 |
081023 |
1246.00 |
1265.50 |
1175.80 |
1253.50 |
+5.50 |
508,040 |
403,245 |
-3,799 |
Mar09 |
081023 |
1238.80 |
1273.80 |
1180.50 |
1257.00 |
+5.50 |
148 |
462 |
+21 |
Total Volume and Open Interest |
508,188 |
403,708 |
-3,778 |
S & P Midcap 400(CME) |
Dec08 |
081023 |
534.00 |
545.20 |
497.00 |
515.10 |
-21.30 |
106 |
7,182 |
+15 |
Mar09 |
081023 |
522.40 |
523.30 |
522.40 |
522.40 |
-21.30 |
|
|
|
Jun09 |
081023 |
527.40 |
528.30 |
527.40 |
527.40 |
-21.30 |
|
|
|
Total Volume and Open Interest |
106 |
7,182 |
+15 |
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 |
081023 |
8080 |
8460 |
7980 |
8460 |
+245 |
18,105 |
63,508 |
+1,051 |
Mar09 |
081023 |
8580 |
8580 |
8405 |
8580 |
+260 |
0 |
3 |
+0 |
Total Volume and Open Interest |
18,105 |
63,511 |
+1,051 |
Nikkei 225(SGX) |
Dec08 |
081023 |
8200 |
8545 |
7995 |
8410 |
-255 |
109,094 |
230,770 |
-8,156 |
Mar09 |
081023 |
8210 |
8555 |
8020 |
8470 |
-215 |
426 |
1,286 |
-47 |
Jun09 |
081023 |
8385 |
8385 |
8385 |
8385 |
-215 |
0 |
168 |
+0 |
Total Volume and Open Interest |
109,560 |
234,267 |
-8,183 |
CAC 40(EURONEXT) |
Nov08 |
081023 |
3305.0 |
3341.5 |
3175.0 |
3309.5 |
+14.0 |
139,924 |
395,381 |
+15,566 |
Dec08 |
081023 |
3281.5 |
3340.5 |
3186.5 |
3308.5 |
+14.5 |
1,689 |
37,075 |
+558 |
Jan09 |
081023 |
3209.5 |
3319.5 |
3205.5 |
3319.5 |
+11.5 |
|
|
|
Total Volume and Open Interest |
142,474 |
435,394 |
+16,945 |
Hang Seng Index(HKFE) |
Oct08 |
081023 |
13600 |
14041 |
13370 |
13771 |
-335 |
96,555 |
90,047 |
+3,111 |
Nov08 |
081023 |
13497 |
13980 |
13330 |
13713 |
-324 |
2,780 |
2,520 |
+280 |
Dec08 |
081023 |
13480 |
13950 |
13400 |
13716 |
-334 |
941 |
4,290 |
+468 |
Total Volume and Open Interest |
100,317 |
97,010 |
+3,864 |
DAX(EUREX) |
Dec08 |
081023 |
4563.5 |
4612.5 |
4317.5 |
4526.0 |
-45.0 |
190,870 |
208,980 |
-3,737 |
Mar09 |
081023 |
4587.0 |
4645.0 |
4355.5 |
4561.0 |
-44.0 |
823 |
10,648 |
+31 |
Jun09 |
081023 |
4629.5 |
4635.0 |
4419.5 |
4598.5 |
-44.5 |
222 |
2,127 |
+118 |
Total Volume and Open Interest |
191,915 |
221,755 |
-3,588 |
FT-SE 100(EURONEXT) |
Dec08 |
081023 |
4047.00 |
4119.00 |
3860.00 |
4073.00 |
+39.50 |
157,619 |
655,672 |
-914 |
Mar09 |
081023 |
3955.50 |
4101.00 |
3921.00 |
4066.00 |
+41.50 |
35 |
8,793 |
+21 |
Jun09 |
081023 |
4059.50 |
4059.50 |
4059.50 |
4059.50 |
+51.00 |
0 |
25 |
+0 |
Total Volume and Open Interest |
157,654 |
664,490 |
-893 |
SPI 200(SFE) |
Dec08 |
081023 |
4163.0 |
4175.0 |
3893.0 |
4033.0 |
-126.0 |
37,550 |
282,430 |
+7,972 |
Mar09 |
081023 |
3955.0 |
4004.0 |
3955.0 |
4004.0 |
-128.0 |
42 |
1,702 |
-3 |
Jun09 |
081023 |
4015.0 |
4015.0 |
4015.0 |
4015.0 |
-128.0 |
9 |
2,580 |
+8 |
Total Volume and Open Interest |
37,601 |
286,999 |
+7,977 |
GSCI(CME) |
Nov08 |
081023 |
444.00 |
454.00 |
443.50 |
446.50 |
+2.40 |
225 |
14,958 |
+4 |
Dec08 |
081023 |
452.90 |
460.00 |
450.90 |
452.90 |
+1.90 |
|
|
|
Jan09 |
081023 |
456.90 |
464.00 |
454.00 |
456.90 |
+1.90 |
|
|
|
Total Volume and Open Interest |
225 |
14,958 |
+4 |
Reuters CCI(ICE) |
Nov08 |
081023 |
366.50 |
367.35 |
363.50 |
366.50 |
-3.50 |
7 |
907 |
+1 |
Jan09 |
081023 |
377.00 |
377.00 |
377.00 |
377.00 |
-3.50 |
2 |
407 |
+0 |
Feb09 |
081023 |
379.00 |
379.00 |
379.00 |
379.00 |
-3.50 |
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. |
|
|