 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Tue October 28, 2008 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov08 |
081028 |
903.00 |
952.00 |
862.00 |
878.75 |
-14.25 |
5,393 |
48,907 |
-15,879 |
Jan09 |
081028 |
907.25 |
959.00 |
871.00 |
888.00 |
-9.50 |
4,831 |
148,100 |
+1,982 |
Mar09 |
081028 |
911.00 |
969.75 |
884.00 |
899.75 |
-8.25 |
1,819 |
35,981 |
+2,708 |
May09 |
081028 |
923.00 |
978.00 |
895.00 |
909.75 |
-7.00 |
146 |
16,349 |
-248 |
Jul09 |
081028 |
936.50 |
985.75 |
902.00 |
918.50 |
-6.25 |
805 |
28,972 |
-153 |
Aug09 |
081028 |
941.50 |
941.50 |
911.00 |
920.50 |
-6.50 |
40 |
1,443 |
-32 |
Sep09 |
081028 |
939.25 |
941.00 |
919.50 |
919.50 |
-4.50 |
0 |
794 |
+21 |
Total Volume and Open Interest |
164,612 |
339,190 |
-18,657 |
Soybean Meal(CBOT) |
Dec08 |
081028 |
277.30 |
291.30 |
264.60 |
266.80 |
-9.50 |
3,894 |
71,392 |
-1,909 |
Jan09 |
081028 |
278.90 |
292.20 |
266.50 |
268.70 |
-7.80 |
1,524 |
16,600 |
-752 |
Mar09 |
081028 |
283.80 |
298.80 |
270.00 |
271.80 |
-7.10 |
1,480 |
21,078 |
+720 |
May09 |
081028 |
279.90 |
296.60 |
272.90 |
274.80 |
-6.40 |
496 |
10,915 |
-46 |
Jul09 |
081028 |
289.80 |
300.00 |
275.90 |
277.60 |
-6.20 |
770 |
15,876 |
-258 |
Aug09 |
081028 |
298.00 |
298.00 |
278.00 |
278.10 |
-5.90 |
45 |
4,403 |
-26 |
Sep09 |
081028 |
300.00 |
300.00 |
278.00 |
278.10 |
-5.70 |
15 |
3,179 |
+31 |
Oct09 |
081028 |
290.00 |
290.00 |
275.00 |
275.50 |
-6.30 |
2 |
1,678 |
+4 |
Total Volume and Open Interest |
44,212 |
155,398 |
-1,840 |
Soybean Oil(CBOT) |
Dec08 |
081028 |
32.10 |
33.91 |
31.13 |
31.88 |
+0.16 |
3,634 |
98,373 |
-1,264 |
Jan09 |
081028 |
32.51 |
34.26 |
31.64 |
32.37 |
+0.16 |
962 |
56,090 |
-1,290 |
Mar09 |
081028 |
32.91 |
34.70 |
32.18 |
32.85 |
+0.18 |
653 |
28,544 |
-162 |
May09 |
081028 |
33.80 |
34.97 |
32.50 |
33.22 |
+0.19 |
243 |
16,710 |
+100 |
Jul09 |
081028 |
33.94 |
35.20 |
32.79 |
33.49 |
+0.19 |
666 |
25,480 |
+608 |
Aug09 |
081028 |
35.25 |
35.25 |
33.50 |
33.68 |
+0.19 |
107 |
3,703 |
-10 |
Sep09 |
081028 |
34.50 |
34.60 |
33.87 |
33.87 |
+0.19 |
1 |
3,308 |
+12 |
Oct09 |
081028 |
34.21 |
34.45 |
33.25 |
34.02 |
+0.19 |
1 |
2,804 |
+38 |
Total Volume and Open Interest |
62,156 |
260,326 |
+52 |
Canola(WCE) |
Nov08 |
081028 |
424.9 |
439.9 |
410.4 |
415.5 |
-5.2 |
4,470 |
5,576 |
-2,281 |
Jan09 |
081028 |
433.3 |
448.2 |
418.2 |
424.3 |
-4.2 |
8,133 |
60,327 |
+2,247 |
Mar09 |
081028 |
447.3 |
457.1 |
427.3 |
433.8 |
-3.9 |
1,112 |
8,656 |
+43 |
May09 |
081028 |
456.4 |
463.4 |
436.1 |
442.8 |
-3.7 |
1,123 |
3,624 |
+466 |
Jul09 |
081028 |
458.1 |
468.6 |
448.7 |
449.4 |
-4.7 |
20 |
3,583 |
+6 |
Total Volume and Open Interest |
14,666 |
86,970 |
+509 |
Corn(CBOT) |
Dec08 |
081028 |
387.00 |
409.75 |
385.75 |
390.75 |
+5.50 |
7,276 |
427,443 |
-4,409 |
Mar09 |
081028 |
403.00 |
426.50 |
403.00 |
408.25 |
+6.00 |
1,320 |
204,993 |
-325 |
May09 |
081028 |
422.00 |
437.00 |
415.00 |
420.00 |
+6.25 |
470 |
55,207 |
+2,219 |
Jul09 |
081028 |
425.00 |
446.00 |
425.00 |
430.75 |
+7.50 |
186 |
117,009 |
+604 |
Sep09 |
081028 |
440.00 |
454.75 |
436.25 |
440.75 |
+7.50 |
109 |
23,125 |
+206 |
Dec09 |
081028 |
444.00 |
467.50 |
443.75 |
451.00 |
+7.75 |
885 |
115,864 |
+295 |
Total Volume and Open Interest |
204,049 |
984,968 |
+3,458 |
Wheat(CBOT) |
Dec08 |
081028 |
528.75 |
549.50 |
511.25 |
514.00 |
-15.50 |
868 |
147,478 |
+147 |
Mar09 |
081028 |
547.50 |
568.25 |
531.75 |
534.00 |
-15.00 |
445 |
57,919 |
+376 |
May09 |
081028 |
560.00 |
578.75 |
545.50 |
547.50 |
-14.25 |
0 |
6,993 |
+178 |
Jul09 |
081028 |
564.50 |
594.50 |
558.50 |
560.50 |
-14.75 |
10 |
37,724 |
+403 |
Sep09 |
081028 |
608.50 |
608.50 |
578.25 |
578.25 |
-14.50 |
8 |
3,760 |
+284 |
Total Volume and Open Interest |
53,537 |
274,361 |
-1,472 |
Wheat(KCBT) |
Dec08 |
081028 |
564.00 |
582.00 |
550.25 |
553.25 |
-11.25 |
6,360 |
44,026 |
-544 |
Mar09 |
081028 |
580.50 |
602.75 |
569.50 |
571.25 |
-11.00 |
4,547 |
18,311 |
+1,008 |
May09 |
081028 |
605.50 |
607.25 |
581.25 |
582.75 |
-10.00 |
408 |
5,641 |
-89 |
Jul09 |
081028 |
600.00 |
618.00 |
591.00 |
593.75 |
-7.75 |
698 |
14,042 |
+86 |
Sep09 |
081028 |
625.00 |
625.00 |
603.25 |
605.50 |
-7.50 |
38 |
2,521 |
-8 |
Total Volume and Open Interest |
8,012 |
88,337 |
-676 |
Wheat(MGE) |
Dec08 |
081028 |
626.50 |
644.00 |
616.00 |
616.75 |
-6.75 |
2,919 |
10,696 |
+132 |
Mar09 |
081028 |
611.00 |
628.75 |
604.50 |
605.50 |
-5.00 |
1,928 |
13,865 |
+369 |
May09 |
081028 |
626.00 |
633.25 |
609.50 |
610.25 |
-6.50 |
270 |
4,911 |
-46 |
Jul09 |
081028 |
634.50 |
639.00 |
607.00 |
614.50 |
-9.00 |
309 |
1,900 |
+111 |
Sep09 |
081028 |
636.00 |
640.75 |
619.00 |
620.50 |
-7.00 |
54 |
2,859 |
-40 |
Total Volume and Open Interest |
5,028 |
35,494 |
-430 |
Oats(CBOT) |
Dec08 |
081028 |
240.75 |
247.00 |
219.00 |
219.50 |
-18.50 |
9 |
6,998 |
-207 |
Mar09 |
081028 |
256.50 |
265.50 |
236.00 |
237.00 |
-18.50 |
0 |
3,082 |
+118 |
May09 |
081028 |
258.50 |
258.50 |
248.50 |
248.50 |
-18.50 |
0 |
1,804 |
+5 |
Jul09 |
081028 |
274.00 |
278.50 |
260.00 |
260.00 |
-18.50 |
0 |
424 |
+12 |
Total Volume and Open Interest |
2,205 |
15,820 |
-97 |
Rough Rice(CBOT) |
Nov08 |
081028 |
14.75 |
15.12 |
14.72 |
14.88 |
+0.26 |
10 |
1,858 |
-104 |
Jan09 |
081028 |
14.93 |
15.41 |
14.93 |
15.14 |
+0.22 |
1 |
3,642 |
+229 |
Mar09 |
081028 |
15.45 |
15.64 |
15.23 |
15.44 |
+0.22 |
10 |
1,223 |
+26 |
May09 |
081028 |
16.03 |
16.03 |
15.74 |
15.74 |
+0.21 |
2 |
497 |
+0 |
Total Volume and Open Interest |
1,125 |
7,258 |
-284 |
Live Cattle(CME) |
Oct08 |
081028 |
88.850 |
90.150 |
88.700 |
89.750 |
+0.820 |
1,671 |
2,961 |
-843 |
Dec08 |
081028 |
88.000 |
90.100 |
88.000 |
88.885 |
+0.100 |
16,304 |
107,287 |
-1,789 |
Feb09 |
081028 |
89.135 |
91.450 |
89.100 |
90.330 |
+0.150 |
6,330 |
53,631 |
-503 |
Apr09 |
081028 |
89.700 |
92.100 |
89.550 |
90.900 |
+0.250 |
2,802 |
26,667 |
+243 |
Jun09 |
081028 |
87.300 |
88.480 |
87.000 |
87.600 |
+0.200 |
1,197 |
15,962 |
+241 |
Aug09 |
081028 |
88.000 |
88.300 |
87.050 |
87.800 |
+0.250 |
532 |
5,200 |
+87 |
Total Volume and Open Interest |
34,240 |
216,577 |
-7,441 |
Feeder Cattle(CME) |
Oct08 |
081028 |
95.900 |
95.980 |
95.500 |
95.550 |
-0.350 |
501 |
1,564 |
+95 |
Nov08 |
081028 |
94.480 |
96.500 |
94.230 |
95.430 |
-0.120 |
1,096 |
4,746 |
-226 |
Jan09 |
081028 |
94.000 |
95.550 |
93.500 |
94.100 |
-0.600 |
1,459 |
11,744 |
+63 |
Mar09 |
081028 |
94.650 |
95.600 |
94.150 |
94.930 |
-0.470 |
259 |
1,786 |
+66 |
Apr09 |
081028 |
95.400 |
97.000 |
95.000 |
95.800 |
-0.500 |
44 |
549 |
+1 |
May09 |
081028 |
97.000 |
97.700 |
96.300 |
96.900 |
-0.500 |
83 |
805 |
+18 |
Aug09 |
081028 |
99.230 |
99.700 |
98.600 |
99.100 |
-0.050 |
24 |
210 |
-4 |
Total Volume and Open Interest |
4,795 |
21,421 |
-400 |
Lean Hogs(CME) |
Dec08 |
081028 |
58.100 |
58.650 |
57.630 |
58.050 |
-0.500 |
9,422 |
78,877 |
-447 |
Feb09 |
081028 |
64.200 |
65.000 |
63.880 |
64.450 |
-0.200 |
5,342 |
35,092 |
-549 |
Apr09 |
081028 |
69.650 |
71.250 |
69.650 |
70.200 |
-0.250 |
2,278 |
27,306 |
+505 |
May09 |
081028 |
77.850 |
78.250 |
77.250 |
77.900 |
+0.450 |
37 |
1,143 |
+26 |
Jun09 |
081028 |
79.900 |
80.900 |
79.800 |
80.150 |
+0.265 |
747 |
17,400 |
+175 |
Jul09 |
081028 |
79.550 |
79.700 |
79.000 |
79.450 |
+0.700 |
159 |
2,389 |
+76 |
Aug09 |
081028 |
76.500 |
77.600 |
76.300 |
76.600 |
+0.600 |
123 |
2,076 |
+24 |
Oct09 |
081028 |
70.300 |
71.150 |
70.300 |
70.950 |
+0.650 |
132 |
1,071 |
+80 |
Total Volume and Open Interest |
19,524 |
165,906 |
-1,401 |
Pork Bellies(CME) |
Feb09 |
081028 |
86.600 |
88.300 |
86.500 |
86.800 |
+0.400 |
142 |
748 |
+1 |
Mar09 |
081028 |
84.930 |
85.500 |
84.930 |
84.930 |
+0.330 |
0 |
37 |
+0 |
May09 |
081028 |
20.719 |
20.719 |
20.719 |
20.719 |
+0.100 |
1 |
117 |
+0 |
Jul09 |
081028 |
25.469 |
25.469 |
23.469 |
23.469 |
+0.050 |
14 |
44 |
+14 |
Aug09 |
081028 |
24.969 |
24.969 |
24.969 |
24.969 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
146 |
932 |
+73 |
Class III Milk(CME) |
Oct08 |
081028 |
17.02 |
17.03 |
16.99 |
17.02 |
+0.04 |
9 |
4,028 |
-1 |
Nov08 |
081028 |
15.60 |
15.65 |
15.43 |
15.47 |
-0.03 |
114 |
4,801 |
+18 |
Dec08 |
081028 |
14.36 |
14.45 |
14.26 |
14.27 |
-0.01 |
176 |
5,292 |
+97 |
Jan09 |
081028 |
14.22 |
14.35 |
14.18 |
14.20 |
unch |
93 |
3,284 |
+26 |
Feb09 |
081028 |
14.14 |
14.26 |
14.12 |
14.16 |
+0.04 |
110 |
3,024 |
+51 |
Total Volume and Open Interest |
3,113 |
38,764 |
+936 |
Cocoa(ICE) |
Dec08 |
081028 |
1988 |
2042 |
1960 |
1966 |
+10 |
4,673 |
52,756 |
-1,009 |
Mar09 |
081028 |
1982 |
2052 |
1980 |
1985 |
+11 |
3,159 |
38,448 |
-443 |
May09 |
081028 |
2021 |
2061 |
2004 |
2004 |
+14 |
514 |
16,630 |
+144 |
Jul09 |
081028 |
2038 |
2074 |
2012 |
2018 |
+12 |
585 |
8,500 |
+133 |
Sep09 |
081028 |
2037 |
2091 |
2031 |
2033 |
+9 |
506 |
4,296 |
+222 |
Dec09 |
081028 |
2068 |
2086 |
2049 |
2049 |
+10 |
56 |
6,883 |
-28 |
Mar10 |
081028 |
2090 |
2090 |
2053 |
2053 |
+3 |
11 |
2,372 |
+0 |
Total Volume and Open Interest |
19,161 |
132,683 |
-363 |
Coffee "C"(ICE) |
Dec08 |
081028 |
108.95 |
110.90 |
107.00 |
107.70 |
-0.05 |
10,291 |
72,035 |
-727 |
Mar09 |
081028 |
113.00 |
115.70 |
111.95 |
112.65 |
+0.05 |
3,011 |
30,711 |
+46 |
May09 |
081028 |
116.60 |
118.70 |
115.70 |
115.70 |
+0.10 |
770 |
15,236 |
-95 |
Jul09 |
081028 |
119.60 |
121.25 |
118.30 |
118.50 |
+0.10 |
120 |
3,786 |
-17 |
Sep09 |
081028 |
123.00 |
123.85 |
121.10 |
121.10 |
+0.05 |
150 |
2,458 |
+13 |
Dec09 |
081028 |
126.95 |
127.20 |
124.45 |
124.45 |
unch |
124 |
2,672 |
+19 |
Total Volume and Open Interest |
16,954 |
129,053 |
-261 |
Orange Juice(ICE) |
Nov08 |
081028 |
79.00 |
80.20 |
78.70 |
79.15 |
-0.90 |
1,381 |
3,814 |
-850 |
Jan09 |
081028 |
82.95 |
84.50 |
82.50 |
83.05 |
-0.65 |
2,114 |
17,033 |
+337 |
Mar09 |
081028 |
87.50 |
87.50 |
86.40 |
86.80 |
-0.80 |
323 |
6,499 |
+2 |
May09 |
081028 |
91.40 |
91.40 |
90.50 |
90.50 |
-1.10 |
188 |
1,777 |
+162 |
Jul09 |
081028 |
94.20 |
94.20 |
94.20 |
94.20 |
-1.10 |
22 |
435 |
+22 |
Sep09 |
081028 |
97.90 |
97.90 |
97.90 |
97.90 |
-1.10 |
10 |
112 |
+10 |
Total Volume and Open Interest |
2,621 |
30,340 |
-304 |
Sugar #11(ICE) |
Mar09 |
081028 |
11.05 |
11.39 |
11.02 |
11.14 |
+0.18 |
29,296 |
284,883 |
-572 |
May09 |
081028 |
11.20 |
11.65 |
11.20 |
11.42 |
+0.18 |
6,692 |
94,020 |
+750 |
Jul09 |
081028 |
11.43 |
11.80 |
11.43 |
11.56 |
+0.16 |
4,901 |
105,455 |
-491 |
Oct09 |
081028 |
12.00 |
12.21 |
11.94 |
11.97 |
+0.14 |
1,251 |
68,119 |
+430 |
Mar10 |
081028 |
12.52 |
12.69 |
12.41 |
12.47 |
+0.15 |
1,398 |
44,532 |
-366 |
Total Volume and Open Interest |
86,937 |
645,402 |
-7,607 |
Sugar #14(ICE) |
Jan09 |
081028 |
20.45 |
20.60 |
20.29 |
20.42 |
-0.08 |
100 |
2,748 |
-62 |
Mar09 |
081028 |
21.25 |
21.25 |
21.04 |
21.04 |
+0.14 |
75 |
3,183 |
-25 |
May09 |
081028 |
21.85 |
22.00 |
21.69 |
21.82 |
+0.62 |
101 |
1,766 |
+101 |
Jul09 |
081028 |
21.26 |
21.26 |
21.26 |
21.26 |
-0.14 |
3 |
1,488 |
+1 |
Sep09 |
081028 |
21.63 |
21.63 |
21.63 |
21.63 |
-0.12 |
24 |
734 |
+24 |
Total Volume and Open Interest |
704 |
9,880 |
+163 |
London Cocoa(LCE) |
Dec08 |
081028 |
1310 |
1335 |
1299 |
1299 |
-3 |
2,144 |
75,846 |
+368 |
Mar09 |
081028 |
1319 |
1342 |
1308 |
1309 |
-1 |
2,387 |
57,112 |
+4 |
May09 |
081028 |
1330 |
1350 |
1321 |
1321 |
-1 |
248 |
28,205 |
-64 |
Jul09 |
081028 |
1336 |
1360 |
1330 |
1331 |
-1 |
304 |
12,184 |
+194 |
Sep09 |
081028 |
1345 |
1370 |
1339 |
1339 |
+2 |
346 |
9,758 |
+120 |
Dec09 |
081028 |
1357 |
1365 |
1348 |
1348 |
+4 |
161 |
4,359 |
+90 |
Mar10 |
081028 |
1361 |
1361 |
1361 |
1361 |
+5 |
0 |
568 |
+0 |
Total Volume and Open Interest |
10,700 |
187,332 |
+1,936 |
London Coffee(LCE) |
Nov08 |
081028 |
1578.00 |
1578.00 |
1544.00 |
1547.00 |
-9.00 |
5,267 |
10,453 |
-4,175 |
Jan09 |
081028 |
1616.00 |
1635.00 |
1596.00 |
1604.00 |
unch |
8,553 |
70,811 |
+1,176 |
Total Volume and Open Interest |
12,970 |
84,263 |
+1,546 |
London Sugar(LCE) |
Dec08 |
081028 |
310.10 |
315.00 |
310.10 |
310.50 |
+4.60 |
1,339 |
10,487 |
-516 |
Mar09 |
081028 |
318.00 |
323.30 |
318.00 |
319.00 |
+4.10 |
1,228 |
21,996 |
+147 |
May09 |
081028 |
324.60 |
330.00 |
324.60 |
325.30 |
+4.10 |
126 |
7,527 |
+1 |
Aug09 |
081028 |
331.20 |
334.00 |
330.80 |
330.80 |
+4.10 |
2 |
5,574 |
-2 |
Oct09 |
081028 |
334.00 |
341.00 |
334.00 |
336.70 |
+2.70 |
2 |
3,090 |
-1 |
Total Volume and Open Interest |
5,842 |
49,939 |
+100 |
Cotton(ICE) |
Dec08 |
081028 |
47.13 |
48.93 |
46.27 |
46.67 |
-0.43 |
8,429 |
94,224 |
-1,422 |
Mar09 |
081028 |
51.50 |
52.63 |
50.35 |
50.61 |
-0.34 |
3,405 |
41,089 |
+972 |
May09 |
081028 |
53.11 |
54.00 |
52.00 |
52.24 |
-0.34 |
566 |
8,975 |
+233 |
Jul09 |
081028 |
55.15 |
55.86 |
53.84 |
54.09 |
-0.34 |
371 |
14,223 |
+33 |
Oct09 |
081028 |
56.71 |
56.71 |
56.71 |
56.71 |
-0.34 |
1 |
111 |
+1 |
Dec09 |
081028 |
58.85 |
59.83 |
58.06 |
58.14 |
-0.04 |
225 |
10,805 |
+5 |
Total Volume and Open Interest |
17,477 |
171,318 |
-228 |
Lumber(CME) |
Nov08 |
081028 |
182.0 |
182.9 |
177.4 |
177.8 |
+0.6 |
414 |
2,180 |
-109 |
Jan09 |
081028 |
196.8 |
197.0 |
192.8 |
192.8 |
-0.2 |
688 |
5,129 |
+134 |
Mar09 |
081028 |
208.1 |
209.7 |
206.3 |
206.3 |
+0.6 |
63 |
1,149 |
+16 |
May09 |
081028 |
225.7 |
227.8 |
223.6 |
225.1 |
-0.4 |
51 |
381 |
-18 |
Total Volume and Open Interest |
1,293 |
8,979 |
+117 |
Crude Oil(NYM) |
Dec08 |
081028 |
62.24 |
65.20 |
61.61 |
62.73 |
-0.49 |
234,150 |
326,108 |
-3,416 |
Jan09 |
081028 |
62.70 |
65.59 |
62.13 |
63.21 |
-0.50 |
45,044 |
96,574 |
+2,464 |
Feb09 |
081028 |
62.97 |
66.04 |
62.84 |
63.72 |
-0.51 |
16,747 |
39,289 |
+1,364 |
Mar09 |
081028 |
63.97 |
66.47 |
63.50 |
64.23 |
-0.52 |
10,728 |
33,238 |
+793 |
Apr09 |
081028 |
64.58 |
67.01 |
64.07 |
64.73 |
-0.55 |
4,156 |
25,780 |
+661 |
May09 |
081028 |
66.74 |
66.80 |
64.55 |
65.22 |
-0.59 |
3,849 |
21,542 |
+688 |
Jun09 |
081028 |
65.00 |
67.88 |
64.83 |
65.68 |
-0.64 |
7,664 |
90,356 |
+989 |
Jul09 |
081028 |
65.44 |
66.99 |
65.44 |
66.10 |
-0.67 |
1,425 |
21,563 |
+373 |
Aug09 |
081028 |
66.53 |
66.53 |
66.53 |
66.53 |
-0.68 |
742 |
16,546 |
+86 |
Sep09 |
081028 |
66.95 |
66.95 |
66.95 |
66.95 |
-0.73 |
555 |
15,563 |
-29 |
Oct09 |
081028 |
67.40 |
67.40 |
67.40 |
67.40 |
-0.77 |
536 |
8,905 |
+234 |
Nov09 |
081028 |
67.86 |
67.86 |
67.86 |
67.86 |
-0.81 |
480 |
6,978 |
+211 |
Dec09 |
081028 |
68.44 |
71.02 |
67.74 |
68.34 |
-0.86 |
14,015 |
90,415 |
-371 |
Jan10 |
081028 |
68.51 |
68.79 |
68.51 |
68.79 |
-0.93 |
23 |
13,730 |
+8 |
Feb10 |
081028 |
69.25 |
69.25 |
69.25 |
69.25 |
-0.98 |
152 |
5,230 |
+0 |
Mar10 |
081028 |
69.70 |
69.70 |
69.70 |
69.70 |
-1.05 |
31 |
11,068 |
+0 |
Total Volume and Open Interest |
444,056 |
1,061,969 |
+8,461 |
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 |
081028 |
62.150 |
65.200 |
61.575 |
62.725 |
-0.500 |
11,562 |
8,550 |
+309 |
Jan09 |
081028 |
62.550 |
65.575 |
62.425 |
63.200 |
-0.500 |
527 |
822 |
+98 |
Feb09 |
081028 |
65.650 |
65.650 |
63.725 |
63.725 |
-0.500 |
34 |
187 |
+3 |
Mar09 |
081028 |
65.000 |
65.000 |
64.225 |
64.225 |
-0.525 |
8 |
9 |
+0 |
Apr09 |
081028 |
64.750 |
64.750 |
64.750 |
64.750 |
-0.525 |
0 |
1 |
+0 |
May09 |
081028 |
65.225 |
65.225 |
65.225 |
65.225 |
-0.575 |
0 |
1 |
+0 |
Jun09 |
081028 |
65.700 |
65.700 |
65.700 |
65.700 |
-0.625 |
1 |
2 |
+0 |
Jul09 |
081028 |
66.100 |
66.100 |
66.100 |
66.100 |
-0.675 |
0 |
1 |
+0 |
Total Volume and Open Interest |
14,742 |
9,250 |
+227 |
Heating Oil(NYM) |
Nov08 |
081028 |
189.60 |
196.75 |
188.80 |
191.20 |
-0.24 |
14,369 |
13,643 |
-1,457 |
Dec08 |
081028 |
192.04 |
199.65 |
190.89 |
193.35 |
-0.48 |
27,819 |
56,253 |
+770 |
Jan09 |
081028 |
196.93 |
203.05 |
195.00 |
196.95 |
-0.48 |
6,587 |
32,739 |
+510 |
Feb09 |
081028 |
204.46 |
204.46 |
198.00 |
199.65 |
-0.38 |
2,305 |
16,548 |
+158 |
Mar09 |
081028 |
204.84 |
204.84 |
199.36 |
201.00 |
-0.38 |
1,827 |
15,812 |
+235 |
Apr09 |
081028 |
203.95 |
203.95 |
199.82 |
201.30 |
-0.38 |
1,381 |
6,468 |
+67 |
May09 |
081028 |
206.10 |
206.10 |
200.35 |
201.70 |
-0.38 |
1,214 |
8,113 |
+347 |
Jun09 |
081028 |
206.92 |
206.92 |
201.25 |
202.55 |
-0.33 |
1,113 |
19,648 |
+156 |
Jul09 |
081028 |
208.75 |
208.75 |
203.35 |
204.35 |
-0.38 |
278 |
3,970 |
+63 |
Aug09 |
081028 |
209.00 |
209.46 |
205.15 |
206.55 |
-0.48 |
78 |
2,619 |
+26 |
Sep09 |
081028 |
211.00 |
211.00 |
208.61 |
209.05 |
-0.53 |
29 |
3,732 |
+2 |
Oct09 |
081028 |
213.00 |
213.01 |
211.00 |
211.40 |
-0.53 |
21 |
1,512 |
+8 |
Total Volume and Open Interest |
67,821 |
217,610 |
+832 |
Gasoline(NYMEX) |
Nov08 |
081028 |
146.44 |
151.65 |
143.47 |
145.55 |
-2.14 |
17,826 |
22,507 |
-801 |
Dec08 |
081028 |
140.00 |
146.74 |
138.64 |
140.95 |
-1.73 |
22,172 |
65,278 |
+271 |
Jan09 |
081028 |
142.33 |
148.89 |
142.33 |
143.75 |
-1.48 |
8,007 |
25,264 |
+482 |
Feb09 |
081028 |
150.46 |
151.67 |
145.97 |
146.75 |
-1.48 |
3,536 |
8,279 |
+317 |
Mar09 |
081028 |
153.70 |
153.92 |
149.00 |
149.85 |
-1.38 |
856 |
6,312 |
+230 |
Apr09 |
081028 |
170.02 |
170.45 |
166.20 |
166.20 |
-1.38 |
571 |
10,649 |
+103 |
May09 |
081028 |
171.38 |
171.50 |
167.65 |
167.65 |
-1.38 |
324 |
5,272 |
+35 |
Jun09 |
081028 |
170.00 |
170.00 |
168.50 |
168.50 |
-1.38 |
257 |
5,953 |
+72 |
Jul09 |
081028 |
172.65 |
172.65 |
168.95 |
168.95 |
-1.38 |
188 |
1,065 |
+3 |
Aug09 |
081028 |
170.25 |
170.25 |
168.85 |
168.85 |
-1.38 |
123 |
1,588 |
+101 |
Total Volume and Open Interest |
54,019 |
165,935 |
+822 |
e-miNY RBOB Gasoline(NYM) |
Nov08 |
081028 |
145.55 |
145.55 |
145.55 |
145.55 |
-2.14 |
|
|
|
Dec08 |
081028 |
140.95 |
140.95 |
140.95 |
140.95 |
-1.73 |
|
|
|
Jan09 |
081028 |
143.75 |
143.75 |
143.75 |
143.75 |
-1.48 |
|
|
|
Feb09 |
081028 |
146.75 |
146.75 |
146.75 |
146.75 |
-1.48 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
Nov08 |
081028 |
6.145 |
6.313 |
6.067 |
6.186 |
+0.065 |
46,595 |
30,782 |
-4,381 |
Dec08 |
081028 |
6.386 |
6.550 |
6.307 |
6.416 |
+0.076 |
29,946 |
98,658 |
+175 |
Jan09 |
081028 |
6.652 |
6.836 |
6.610 |
6.696 |
+0.068 |
10,686 |
105,600 |
+405 |
Feb09 |
081028 |
6.688 |
6.897 |
6.671 |
6.756 |
+0.068 |
4,523 |
42,426 |
+459 |
Mar09 |
081028 |
6.638 |
6.825 |
6.616 |
6.701 |
+0.063 |
5,676 |
76,140 |
+15 |
Apr09 |
081028 |
6.580 |
6.765 |
6.564 |
6.646 |
+0.063 |
4,112 |
69,935 |
-1,015 |
May09 |
081028 |
6.710 |
6.816 |
6.635 |
6.716 |
+0.063 |
3,484 |
47,995 |
-1,425 |
Jun09 |
081028 |
6.771 |
6.945 |
6.750 |
6.831 |
+0.060 |
1,931 |
21,898 |
-48 |
Jul09 |
081028 |
6.981 |
7.030 |
6.884 |
6.962 |
+0.058 |
850 |
19,404 |
-111 |
Aug09 |
081028 |
6.980 |
7.131 |
6.980 |
7.047 |
+0.058 |
1,535 |
19,658 |
+375 |
Sep09 |
081028 |
7.010 |
7.148 |
7.008 |
7.082 |
+0.058 |
847 |
17,352 |
-29 |
Oct09 |
081028 |
7.086 |
7.264 |
7.086 |
7.166 |
+0.058 |
1,245 |
35,247 |
+28 |
Nov09 |
081028 |
7.470 |
7.535 |
7.440 |
7.481 |
+0.058 |
506 |
17,614 |
-23 |
Dec09 |
081028 |
7.825 |
7.930 |
7.787 |
7.841 |
+0.058 |
467 |
25,404 |
+214 |
Jan10 |
081028 |
8.055 |
8.140 |
8.000 |
8.071 |
+0.058 |
537 |
19,014 |
-230 |
Feb10 |
081028 |
8.035 |
8.130 |
8.035 |
8.078 |
+0.058 |
76 |
9,576 |
+19 |
Total Volume and Open Interest |
112,658 |
867,284 |
-12,673 |
Brent Crude Oil(ICE) |
Dec08 |
081028 |
60.49 |
62.95 |
59.47 |
60.29 |
-1.12 |
98,504 |
101,538 |
-1,767 |
Jan09 |
081028 |
61.87 |
64.66 |
61.36 |
62.17 |
-1.02 |
47,558 |
107,205 |
+182 |
Feb09 |
081028 |
63.21 |
66.00 |
62.85 |
63.68 |
-0.91 |
20,628 |
40,996 |
+1,422 |
Mar09 |
081028 |
66.16 |
66.93 |
64.00 |
64.84 |
-0.81 |
8,688 |
29,383 |
+978 |
Apr09 |
081028 |
66.74 |
67.66 |
64.95 |
65.75 |
-0.76 |
3,912 |
16,925 |
-31 |
May09 |
081028 |
67.04 |
68.43 |
65.79 |
66.55 |
-0.75 |
4,264 |
14,773 |
+942 |
Jun09 |
081028 |
67.82 |
69.40 |
66.54 |
67.29 |
-0.76 |
6,573 |
35,054 |
-444 |
Jul09 |
081028 |
67.90 |
68.03 |
67.88 |
68.03 |
-0.82 |
1,555 |
10,384 |
+121 |
Aug09 |
081028 |
68.65 |
68.76 |
68.63 |
68.76 |
-0.89 |
819 |
10,427 |
-40 |
Sep09 |
081028 |
71.21 |
71.21 |
69.35 |
69.35 |
-0.93 |
300 |
8,148 |
-18 |
Oct09 |
081028 |
69.84 |
69.84 |
69.84 |
69.84 |
-0.91 |
0 |
6,646 |
-187 |
Nov09 |
081028 |
70.33 |
70.33 |
70.33 |
70.33 |
-0.89 |
0 |
8,722 |
+1,513 |
Dec09 |
081028 |
72.01 |
72.88 |
70.16 |
70.79 |
-0.88 |
5,027 |
58,287 |
-3,150 |
Jan10 |
081028 |
71.34 |
71.34 |
71.34 |
71.34 |
-0.94 |
0 |
8,070 |
+1,090 |
Total Volume and Open Interest |
255,058 |
536,816 |
+3,367 |
Gas Oil(ICE) |
Nov08 |
081028 |
623.00 |
638.75 |
612.00 |
622.00 |
-7.75 |
30,207 |
38,926 |
-5,118 |
Dec08 |
081028 |
632.50 |
637.75 |
611.75 |
621.50 |
-7.50 |
35,597 |
70,052 |
+1,474 |
Jan09 |
081028 |
635.25 |
645.25 |
620.25 |
629.50 |
-8.25 |
14,279 |
46,733 |
-232 |
Feb09 |
081028 |
643.00 |
652.00 |
630.25 |
638.25 |
-8.50 |
7,419 |
22,680 |
+175 |
Mar09 |
081028 |
651.00 |
659.25 |
640.25 |
646.25 |
-8.00 |
2,853 |
14,646 |
+251 |
Apr09 |
081028 |
658.50 |
667.00 |
647.25 |
654.00 |
-7.25 |
2,283 |
14,319 |
+275 |
May09 |
081028 |
666.00 |
674.50 |
654.75 |
661.75 |
-6.50 |
1,991 |
14,373 |
-210 |
Jun09 |
081028 |
672.75 |
681.50 |
661.00 |
668.50 |
-6.25 |
4,231 |
32,496 |
-966 |
Jul09 |
081028 |
682.25 |
688.00 |
670.00 |
677.75 |
-6.50 |
1,088 |
8,686 |
+24 |
Aug09 |
081028 |
691.75 |
696.50 |
680.00 |
687.25 |
-6.25 |
756 |
6,874 |
-313 |
Total Volume and Open Interest |
106,093 |
346,619 |
-835 |
Ethanol(CBOT) |
Oct08 |
081003 |
1.990 |
1.990 |
1.990 |
1.990 |
-0.010 |
0 |
73 |
-53 |
Nov08 |
081028 |
1.730 |
1.730 |
1.714 |
1.722 |
+0.022 |
13 |
209 |
-13 |
Dec08 |
081028 |
1.700 |
1.720 |
1.700 |
1.703 |
+0.013 |
19 |
360 |
-18 |
Jan09 |
081028 |
1.720 |
1.730 |
1.712 |
1.712 |
+0.010 |
21 |
377 |
+3 |
Feb09 |
081028 |
1.720 |
1.720 |
1.715 |
1.715 |
-0.001 |
14 |
250 |
+4 |
Mar09 |
081028 |
1.720 |
1.725 |
1.720 |
1.725 |
+0.012 |
12 |
233 |
+6 |
Apr09 |
081028 |
1.750 |
1.750 |
1.735 |
1.738 |
+0.011 |
16 |
268 |
+11 |
May09 |
081028 |
1.760 |
1.760 |
1.760 |
1.760 |
+0.015 |
5 |
162 |
+5 |
Total Volume and Open Interest |
175 |
2,992 |
+67 |
US Dollar Index(ICE) |
Dec08 |
081028 |
87.845 |
88.495 |
86.650 |
87.600 |
-0.010 |
5,047 |
37,036 |
-2,992 |
Mar09 |
081028 |
88.335 |
88.800 |
87.025 |
88.110 |
-0.180 |
97 |
2,217 |
-59 |
Jun09 |
081028 |
88.620 |
88.620 |
88.620 |
88.620 |
-0.170 |
52 |
144 |
-35 |
Total Volume and Open Interest |
10,358 |
42,483 |
-3,387 |
Australian Dollar(CME) |
Dec08 |
081028 |
60.00 |
64.30 |
59.86 |
63.62 |
+3.16 |
309 |
69,566 |
+3,079 |
Mar09 |
081028 |
62.13 |
63.85 |
59.93 |
63.39 |
+3.16 |
4 |
785 |
+6 |
Jun09 |
081028 |
63.10 |
63.10 |
59.96 |
63.10 |
+3.14 |
300 |
304 |
+300 |
Total Volume and Open Interest |
35,900 |
67,298 |
+4,263 |
British Pound(CME) |
Dec08 |
081028 |
154.93 |
159.37 |
153.70 |
157.43 |
+1.32 |
8 |
125,397 |
+2,203 |
Mar09 |
081028 |
153.50 |
158.56 |
153.50 |
156.96 |
+1.25 |
0 |
2,533 |
-6 |
Jun09 |
081028 |
154.67 |
158.01 |
153.14 |
156.42 |
+1.25 |
3 |
889 |
+0 |
Total Volume and Open Interest |
88,566 |
126,667 |
+5,507 |
Canadian Dollar(CME) |
Dec08 |
081028 |
77.23 |
78.65 |
76.86 |
77.47 |
-0.18 |
32 |
101,909 |
+182 |
Mar09 |
081028 |
77.27 |
78.69 |
77.27 |
77.71 |
-0.16 |
2 |
3,901 |
+206 |
Jun09 |
081028 |
77.40 |
78.74 |
77.36 |
77.80 |
-0.18 |
0 |
1,565 |
+4 |
Sep09 |
081028 |
78.20 |
78.20 |
77.54 |
77.86 |
-0.18 |
0 |
1,649 |
+0 |
Total Volume and Open Interest |
27,250 |
109,190 |
-2,281 |
Japanese Yen(CME) |
Dec08 |
081028 |
108.02 |
108.46 |
101.82 |
102.70 |
-4.20 |
3 |
142,012 |
+4,407 |
Mar09 |
081028 |
107.44 |
108.92 |
102.36 |
103.40 |
-4.24 |
0 |
1,214 |
+0 |
Jun09 |
081028 |
106.18 |
109.45 |
103.68 |
103.93 |
-4.32 |
0 |
3,492 |
+0 |
Total Volume and Open Interest |
177,174 |
142,322 |
+2,357 |
Swiss Franc(CME) |
Dec08 |
081028 |
86.59 |
86.80 |
85.93 |
86.35 |
-0.23 |
4 |
38,120 |
-1,615 |
Mar09 |
081028 |
86.53 |
86.80 |
86.29 |
86.53 |
-0.24 |
0 |
833 |
-1 |
Jun09 |
081028 |
86.66 |
86.90 |
86.58 |
86.66 |
-0.24 |
0 |
290 |
+0 |
Total Volume and Open Interest |
50,890 |
40,867 |
+1,163 |
EuroFX(CME) |
Dec08 |
081028 |
124.68 |
127.35 |
123.26 |
125.96 |
+0.75 |
540 |
169,673 |
-1,799 |
Mar09 |
081028 |
123.78 |
127.33 |
123.50 |
125.93 |
+0.70 |
647 |
25,255 |
+182 |
Jun09 |
081028 |
124.74 |
126.97 |
123.58 |
125.94 |
+0.67 |
1 |
728 |
-4 |
Total Volume and Open Interest |
246,891 |
197,613 |
+6,547 |
Mexican Peso(CME) |
Nov08 |
081028 |
756.0 |
756.0 |
739.0 |
756.0 |
+17.0 |
|
|
|
Dec08 |
081028 |
730.0 |
761.5 |
730.0 |
753.0 |
+17.0 |
62 |
42,170 |
+318 |
Total Volume and Open Interest |
3,362 |
42,294 |
-240 |
30-Year T-Bonds(CBOT) |
Dec08 |
081028 |
117~160 |
118~075 |
115~265 |
116~115 |
-0~310 |
198,753 |
730,598 |
+3,131 |
Mar09 |
081028 |
114~240 |
116~250 |
114~220 |
115~030 |
-0~310 |
568 |
6,138 |
+322 |
Jun09 |
081028 |
114~030 |
115~020 |
114~030 |
114~030 |
-0~310 |
0 |
12 |
+0 |
Total Volume and Open Interest |
245,058 |
733,299 |
-2,604 |
10-Year T-Notes(CBOT) |
Dec08 |
081028 |
115~080 |
115~145 |
114~030 |
114~115 |
-0~245 |
453,146 |
1,317,428 |
-17,954 |
Mar09 |
081028 |
113~195 |
113~195 |
112~090 |
112~135 |
-0~245 |
121 |
1,976 |
+50 |
Jun09 |
081028 |
111~135 |
112~060 |
111~135 |
111~135 |
-0~245 |
|
|
|
Total Volume and Open Interest |
585,720 |
1,337,308 |
-9,793 |
5-Year T-Notes(CBOT) |
Dec08 |
081028 |
113~124 |
114~008 |
113~036 |
113~061 |
-0~040 |
321,235 |
0 |
+0 |
Mar09 |
081028 |
111~099 |
112~017 |
111~099 |
111~099 |
-0~045 |
0 |
3,278 |
+799 |
Jun09 |
081028 |
111~099 |
112~017 |
111~099 |
111~099 |
-0~045 |
|
|
|
Total Volume and Open Interest |
426,677 |
1,347,978 |
+1,724 |
2 Year T-Notes(CBOT) |
Dec08 |
081028 |
107~066 |
107~073 |
107~041 |
107~054 |
-0~003 |
441 |
715,635 |
-7,357 |
Mar09 |
081028 |
106~111 |
106~115 |
106~111 |
106~111 |
-0~003 |
0 |
110 |
+0 |
Jun09 |
081028 |
106~111 |
106~115 |
106~111 |
106~111 |
-0~003 |
|
|
|
Total Volume and Open Interest |
236,120 |
723,102 |
-5,857 |
Eurodollars(CME) |
Dec08 |
081028 |
97.470 |
97.600 |
97.460 |
97.585 |
+0.120 |
4,545 |
1,599,257 |
-6,705 |
Mar09 |
081028 |
97.620 |
97.745 |
97.540 |
97.735 |
+0.140 |
3,252 |
1,270,543 |
+7,611 |
Jun09 |
081028 |
97.545 |
97.655 |
97.440 |
97.625 |
+0.110 |
4,175 |
978,044 |
+4,134 |
Sep09 |
081028 |
97.455 |
97.525 |
97.340 |
97.470 |
+0.045 |
4,284 |
875,061 |
+1,065 |
Dec09 |
081028 |
97.320 |
97.360 |
97.185 |
97.265 |
-0.035 |
3,610 |
767,360 |
-2,083 |
Mar10 |
081028 |
97.270 |
97.295 |
97.100 |
97.155 |
-0.100 |
1,743 |
578,538 |
+3,177 |
Jun10 |
081028 |
97.040 |
97.065 |
96.840 |
96.900 |
-0.140 |
717 |
363,663 |
+1,905 |
Sep10 |
081028 |
96.710 |
96.730 |
96.495 |
96.555 |
-0.160 |
1,221 |
326,308 |
+2,446 |
Dec10 |
081028 |
96.250 |
96.260 |
96.035 |
96.090 |
-0.165 |
669 |
225,032 |
+9,087 |
Mar11 |
081028 |
95.970 |
95.975 |
95.740 |
95.795 |
-0.165 |
891 |
187,359 |
-235 |
Jun11 |
081028 |
95.720 |
95.720 |
95.485 |
95.540 |
-0.160 |
1,248 |
192,812 |
+1,046 |
Sep11 |
081028 |
95.530 |
95.530 |
95.315 |
95.365 |
-0.145 |
939 |
128,265 |
-220 |
Dec11 |
081028 |
95.310 |
95.385 |
95.190 |
95.235 |
-0.145 |
728 |
99,796 |
-2,346 |
Mar12 |
081028 |
95.315 |
95.365 |
95.195 |
95.225 |
-0.145 |
1,020 |
97,720 |
-1,093 |
Jun12 |
081028 |
95.230 |
95.290 |
95.110 |
95.155 |
-0.140 |
438 |
75,413 |
-512 |
Sep12 |
081028 |
95.195 |
95.220 |
95.050 |
95.090 |
-0.140 |
685 |
58,402 |
-458 |
Dec12 |
081028 |
95.095 |
95.125 |
94.975 |
94.990 |
-0.140 |
778 |
55,396 |
-532 |
Mar13 |
081028 |
95.085 |
95.120 |
94.965 |
94.990 |
-0.135 |
417 |
55,389 |
-647 |
Total Volume and Open Interest |
1,494,776 |
8,211,521 |
+46,781 |
30 Day Federal Funds(CBOT) |
Oct08 |
081028 |
98.960 |
98.975 |
98.960 |
98.965 |
+0.002 |
0 |
111,906 |
+6,126 |
Nov08 |
081028 |
99.085 |
99.140 |
99.080 |
99.115 |
+0.030 |
5 |
119,279 |
-1 |
Dec08 |
081028 |
99.135 |
99.190 |
99.110 |
99.165 |
+0.040 |
5 |
82,868 |
-1,126 |
Jan09 |
081028 |
99.140 |
99.235 |
99.115 |
99.170 |
+0.035 |
0 |
64,148 |
+56 |
Feb09 |
081028 |
99.110 |
99.225 |
99.100 |
99.155 |
+0.030 |
0 |
75,670 |
-497 |
Mar09 |
081028 |
99.070 |
99.150 |
99.060 |
99.115 |
+0.030 |
0 |
40,628 |
-293 |
Total Volume and Open Interest |
76,335 |
586,456 |
+5,423 |
30 Day Fed Funds(e-CBOT) |
Oct08 |
081028 |
98.960 |
98.975 |
98.960 |
98.975 |
+0.012 |
1,789 |
111,906 |
+6,126 |
Nov08 |
081028 |
99.085 |
99.140 |
99.080 |
99.105 |
+0.020 |
5,208 |
119,279 |
-1 |
Dec08 |
081028 |
99.135 |
99.190 |
99.110 |
99.190 |
+0.065 |
4,891 |
82,868 |
-1,126 |
Jan09 |
081028 |
99.140 |
99.235 |
99.115 |
99.175 |
+0.040 |
5,359 |
64,148 |
+56 |
Feb09 |
081028 |
99.110 |
99.225 |
99.100 |
99.225 |
+0.100 |
7,929 |
75,670 |
-497 |
Mar09 |
081028 |
99.070 |
99.150 |
99.060 |
99.110 |
+0.025 |
6,043 |
40,628 |
-293 |
Total Volume and Open Interest |
48,677 |
594,598 |
+8,437 |
3-Mth Euro-Yen(CME) |
Dec08 |
081028 |
99.25 |
99.25 |
99.25 |
99.25 |
-0.01 |
0 |
3,797 |
+100 |
Mar09 |
081028 |
99.37 |
99.37 |
99.37 |
99.37 |
+0.03 |
0 |
4,714 |
+6 |
Jun09 |
081028 |
99.37 |
99.37 |
99.37 |
99.37 |
+0.04 |
0 |
551 |
+71 |
Sep09 |
081028 |
99.33 |
99.33 |
99.33 |
99.33 |
+0.04 |
0 |
510 |
+0 |
Dec09 |
081028 |
99.26 |
99.26 |
99.26 |
99.26 |
+0.04 |
0 |
100 |
+0 |
Mar10 |
081028 |
99.15 |
99.15 |
99.15 |
99.15 |
+0.04 |
|
|
|
Jun10 |
081028 |
99.10 |
99.10 |
99.10 |
99.10 |
+0.04 |
|
|
|
Sep10 |
081028 |
99.06 |
99.06 |
99.06 |
99.06 |
+0.04 |
|
|
|
Dec10 |
081028 |
99.13 |
99.13 |
99.13 |
99.13 |
-0.01 |
|
|
|
Mar11 |
081028 |
99.13 |
99.13 |
99.13 |
99.13 |
-0.01 |
|
|
|
Total Volume and Open Interest |
0 |
9,672 |
+177 |
3-Mth Euro-Yen(SGX) |
Dec08 |
081028 |
99.24 |
99.25 |
99.23 |
99.25 |
-0.01 |
353 |
21,959 |
+175 |
Mar09 |
081028 |
99.34 |
99.36 |
99.33 |
99.36 |
-0.01 |
342 |
12,073 |
+69 |
Jun09 |
081028 |
99.34 |
99.37 |
99.34 |
99.35 |
-0.01 |
450 |
7,076 |
+311 |
Sep09 |
081028 |
99.30 |
99.35 |
99.30 |
99.30 |
-0.01 |
69 |
2,863 |
+0 |
Dec09 |
081028 |
99.24 |
99.24 |
99.24 |
99.24 |
-0.01 |
0 |
1,092 |
+0 |
Mar10 |
081028 |
99.12 |
99.12 |
99.12 |
99.12 |
-0.01 |
0 |
630 |
+0 |
Jun10 |
081028 |
99.07 |
99.07 |
99.07 |
99.07 |
-0.01 |
0 |
500 |
+0 |
Sep10 |
081028 |
99.03 |
99.03 |
99.03 |
99.03 |
-0.01 |
0 |
252 |
+0 |
Total Volume and Open Interest |
1,214 |
49,800 |
+213 |
Japanese Gov't Bonds(SGX) |
Dec08 |
081027 |
138.00 |
138.56 |
137.23 |
138.19 |
+2.53 |
1,312 |
9,933 |
+42 |
Mar09 |
081028 |
136.92 |
136.92 |
136.92 |
136.92 |
-1.27 |
|
|
|
Jun09 |
081028 |
136.92 |
136.92 |
136.92 |
136.92 |
-1.27 |
|
|
|
Total Volume and Open Interest |
1,476 |
10,068 |
-638 |
Euro-Bund(EUREX) |
Dec08 |
081023 |
116.76 |
117.33 |
116.38 |
116.64 |
-0.53 |
1,110,446 |
1,047,253 |
-3,069 |
Mar09 |
081023 |
117.00 |
117.72 |
116.84 |
117.04 |
-0.55 |
53 |
2,399 |
+2 |
Jun09 |
081023 |
117.56 |
117.56 |
117.56 |
117.56 |
-0.53 |
|
|
|
Total Volume and Open Interest |
1,110,499 |
1,049,652 |
-3,067 |
Euro-Bobl(EUREX) |
Dec08 |
081017 |
110.29 |
110.95 |
110.23 |
110.45 |
+0.02 |
462,789 |
1,055,421 |
+32,260 |
Mar09 |
081028 |
112.26 |
112.26 |
112.26 |
112.26 |
+0.37 |
202 |
1,024 |
+0 |
Jun09 |
081028 |
112.99 |
112.99 |
112.99 |
112.99 |
+0.39 |
|
|
|
Total Volume and Open Interest |
541,769 |
1,053,952 |
+36,856 |
3-Mth Euribor(EUREX) |
Dec08 |
081023 |
96.035 |
96.060 |
96.000 |
96.025 |
+0.550 |
1,427 |
17,656 |
-1,355 |
Mar09 |
081023 |
96.615 |
96.660 |
96.615 |
96.645 |
+0.460 |
442 |
4,813 |
-287 |
Jun09 |
081023 |
96.860 |
96.860 |
96.845 |
96.845 |
+0.415 |
89 |
1,905 |
+14 |
Total Volume and Open Interest |
2,240 |
31,667 |
-1,446 |
Long Gilt(LIFFE) |
Dec08 |
081028 |
112~04 |
112~26 |
111~24 |
112~13 |
-0~05 |
48,443 |
307,813 |
+2,928 |
Mar09 |
081028 |
115~01 |
115~01 |
115~01 |
115~01 |
-0~05 |
|
|
|
Total Volume and Open Interest |
92,284 |
304,885 |
-3,726 |
3-Mth Short Sterling(LIFFE) |
Dec08 |
081028 |
95.41 |
95.42 |
95.32 |
95.39 |
-0.02 |
43,329 |
410,632 |
-3,770 |
Mar09 |
081028 |
96.41 |
96.44 |
96.24 |
96.42 |
-0.01 |
27,515 |
424,272 |
-345 |
Jun09 |
081028 |
96.68 |
96.72 |
96.53 |
96.69 |
unch |
30,490 |
299,593 |
+1,581 |
Sep09 |
081028 |
96.67 |
96.71 |
96.54 |
96.67 |
0.00 |
30,218 |
204,259 |
-1,602 |
Dec09 |
081028 |
96.48 |
96.50 |
96.37 |
96.47 |
-0.01 |
28,417 |
240,517 |
+1,048 |
Mar10 |
081028 |
96.29 |
96.30 |
96.18 |
96.28 |
0.00 |
11,392 |
153,503 |
+594 |
Total Volume and Open Interest |
248,759 |
1,939,702 |
-4,256 |
3-Mth Euribor(LIFFE) |
Dec08 |
081028 |
96.225 |
96.250 |
96.155 |
96.200 |
-0.010 |
111,784 |
705,386 |
+1,112 |
Mar09 |
081028 |
96.800 |
96.825 |
96.695 |
96.770 |
-0.010 |
72,240 |
585,657 |
+5,878 |
Jun09 |
081028 |
96.990 |
97.045 |
96.885 |
96.995 |
unch |
94,647 |
463,893 |
+1,984 |
Total Volume and Open Interest |
565,870 |
3,293,222 |
+16,226 |
3-Mth Aus T-Bills(SFE) |
Dec08 |
081028 |
95.24 |
95.32 |
95.23 |
95.24 |
-0.04 |
9,228 |
696,751 |
+1,815 |
Mar09 |
081028 |
95.67 |
95.76 |
95.60 |
95.62 |
-0.05 |
5,902 |
288,256 |
+2,701 |
Jun09 |
081028 |
95.63 |
95.70 |
95.53 |
95.53 |
-0.10 |
2,778 |
175,847 |
+588 |
Sep09 |
081028 |
95.40 |
95.48 |
95.30 |
95.31 |
-0.07 |
1,044 |
116,946 |
+177 |
Dec09 |
081028 |
95.12 |
95.16 |
94.97 |
94.98 |
-0.11 |
371 |
76,568 |
-226 |
Mar10 |
081028 |
94.89 |
94.89 |
94.70 |
94.72 |
-0.12 |
574 |
33,373 |
+100 |
Jun10 |
081028 |
94.63 |
94.65 |
94.52 |
94.54 |
-0.11 |
4 |
28,502 |
-40 |
Sep10 |
081028 |
94.49 |
94.49 |
94.38 |
94.38 |
-0.11 |
22 |
14,048 |
-158 |
Dec10 |
081028 |
94.29 |
94.29 |
94.19 |
94.19 |
-0.11 |
0 |
3,141 |
+0 |
Mar11 |
081028 |
94.18 |
94.18 |
94.12 |
94.12 |
-0.03 |
0 |
888 |
-3 |
Total Volume and Open Interest |
25,387 |
1,435,322 |
+4,954 |
10-Year Aus T-Bonds(SFE) |
Dec08 |
081028 |
94.92 |
94.93 |
94.69 |
94.71 |
-0.21 |
24,967 |
349,345 |
+8,671 |
Mar09 |
081028 |
94.71 |
94.71 |
94.71 |
94.71 |
-0.21 |
|
|
|
Total Volume and Open Interest |
31,622 |
349,345 |
+8,671 |
3-Year Aus T-Bonds(SFE) |
Dec08 |
081028 |
95.72 |
95.78 |
95.55 |
95.57 |
-0.15 |
37,486 |
505,097 |
+10,443 |
Mar09 |
081028 |
95.57 |
95.57 |
95.57 |
95.57 |
-0.15 |
|
|
|
Total Volume and Open Interest |
43,828 |
505,097 |
+10,443 |
Gold(CMX) |
Oct08 |
081028 |
731.0 |
748.8 |
730.6 |
739.3 |
-2.4 |
268 |
144 |
+11 |
Dec08 |
081028 |
731.2 |
756.1 |
724.1 |
740.5 |
-2.4 |
106,840 |
189,222 |
-6,209 |
Feb09 |
081028 |
733.0 |
756.9 |
732.3 |
742.6 |
-2.6 |
4,177 |
26,297 |
+2,398 |
Apr09 |
081028 |
741.3 |
745.6 |
739.5 |
744.6 |
-2.8 |
799 |
19,251 |
-210 |
Jun09 |
081028 |
741.7 |
759.8 |
734.7 |
746.9 |
-2.7 |
1,060 |
19,930 |
-216 |
Aug09 |
081028 |
749.4 |
749.4 |
749.4 |
749.4 |
-2.5 |
125 |
16,032 |
+100 |
Oct09 |
081028 |
751.9 |
751.9 |
751.9 |
751.9 |
-2.2 |
545 |
5,827 |
+398 |
Dec09 |
081028 |
746.9 |
764.9 |
743.5 |
754.5 |
-2.0 |
503 |
12,735 |
-281 |
Feb10 |
081028 |
757.5 |
757.5 |
757.5 |
757.5 |
-1.8 |
14 |
696 |
+0 |
Apr10 |
081028 |
760.3 |
760.3 |
760.3 |
760.3 |
-1.6 |
10 |
35 |
+0 |
Jun10 |
081028 |
763.2 |
763.2 |
763.2 |
763.2 |
-1.5 |
385 |
5,282 |
+267 |
Aug10 |
081028 |
766.2 |
766.2 |
766.2 |
766.2 |
-1.2 |
|
|
|
Total Volume and Open Interest |
149,573 |
317,916 |
-1,666 |
Silver(CMX) |
Dec08 |
081028 |
902.5 |
929.5 |
840.0 |
879.0 |
-40.5 |
15,729 |
53,413 |
+11 |
Mar09 |
081028 |
910.0 |
922.0 |
851.0 |
881.8 |
-41.5 |
381 |
12,902 |
+124 |
May09 |
081028 |
909.0 |
909.0 |
865.0 |
883.1 |
-41.6 |
62 |
5,774 |
+50 |
Jul09 |
081028 |
916.5 |
917.5 |
881.0 |
884.5 |
-41.7 |
24 |
6,607 |
+10 |
Sep09 |
081028 |
886.5 |
886.5 |
885.8 |
885.8 |
-41.7 |
4 |
2,761 |
+0 |
Dec09 |
081028 |
919.0 |
927.0 |
880.0 |
888.0 |
-42.2 |
193 |
3,705 |
+34 |
Mar10 |
081028 |
890.4 |
890.4 |
890.4 |
890.4 |
-42.5 |
10 |
385 |
+0 |
Total Volume and Open Interest |
24,769 |
93,724 |
-259 |
Platinum(NYMEX) |
Oct08 |
081028 |
793.0 |
803.3 |
793.0 |
803.3 |
+11.6 |
|
|
|
Jan09 |
081028 |
790.0 |
845.0 |
783.1 |
808.8 |
+11.6 |
1,434 |
14,572 |
+31 |
Apr09 |
081028 |
813.0 |
826.9 |
807.1 |
815.3 |
+11.6 |
|
|
|
Total Volume and Open Interest |
1,593 |
15,138 |
-159 |
Palladium(NYMEX) |
Dec08 |
081028 |
174.50 |
185.90 |
174.50 |
183.75 |
+8.35 |
446 |
13,317 |
-37 |
Mar09 |
081028 |
177.80 |
186.90 |
177.80 |
185.55 |
+8.15 |
|
|
|
Jun09 |
081028 |
187.55 |
187.55 |
187.55 |
187.55 |
+8.15 |
|
|
|
Total Volume and Open Interest |
512 |
14,670 |
+178 |
Copper(CMX) |
Dec08 |
081028 |
176.00 |
194.95 |
172.05 |
185.85 |
+5.35 |
15,608 |
44,507 |
-1,254 |
Mar09 |
081028 |
167.10 |
195.60 |
167.10 |
186.55 |
+5.35 |
1,596 |
18,822 |
+433 |
May09 |
081028 |
189.00 |
189.95 |
185.70 |
187.60 |
+5.30 |
313 |
2,243 |
+14 |
Jul09 |
081028 |
178.40 |
188.90 |
178.40 |
188.65 |
+5.25 |
248 |
1,479 |
+62 |
Sep09 |
081028 |
192.00 |
192.55 |
187.15 |
189.65 |
+5.25 |
131 |
1,244 |
+27 |
Total Volume and Open Interest |
16,102 |
81,121 |
-1,330 |
Aluminum(CMX) |
Oct08 |
081028 |
0.96 |
0.96 |
0.96 |
0.96 |
-91.54 |
|
|
|
Nov08 |
081028 |
0.96 |
0.96 |
0.96 |
0.96 |
-92.29 |
|
|
|
Dec08 |
081028 |
0.97 |
0.97 |
0.97 |
0.97 |
-93.03 |
|
|
|
Jan09 |
081028 |
0.98 |
0.98 |
0.98 |
0.98 |
-93.77 |
|
|
|
Feb09 |
080724 |
140.35 |
140.35 |
140.35 |
140.35 |
-2.00 |
|
|
|
Mar09 |
080724 |
140.85 |
140.85 |
140.85 |
140.85 |
-2.00 |
|
|
|
Total Volume and Open Interest |
|
|
|
DJIA Index(CBOT) |
Dec08 |
081028 |
8035 |
9100 |
7974 |
9089 |
+1078 |
3,482 |
28,293 |
+828 |
Mar09 |
081028 |
8600 |
9079 |
8600 |
9079 |
+1076 |
1 |
120 |
+0 |
Jun09 |
081028 |
9062 |
9062 |
7984 |
9062 |
+1078 |
|
|
|
Sep09 |
081028 |
9039 |
9039 |
7961 |
9039 |
+1078 |
|
|
|
Total Volume and Open Interest |
2,206 |
27,585 |
+81 |
S & P 500(CME) |
Dec08 |
081028 |
836.10 |
943.00 |
827.70 |
938.70 |
+104.00 |
36,089 |
627,527 |
-8,182 |
Mar09 |
081028 |
853.50 |
939.00 |
853.50 |
937.70 |
+104.00 |
216 |
9,450 |
+140 |
Jun09 |
081028 |
938.00 |
938.00 |
858.70 |
938.00 |
+104.30 |
0 |
3,724 |
+0 |
Sep09 |
081028 |
937.30 |
937.30 |
858.00 |
937.30 |
+104.30 |
200 |
968 |
+0 |
Total Volume and Open Interest |
57,253 |
649,726 |
-904 |
S & P 500 E-Mini(Globex) |
Dec08 |
081028 |
836.50 |
942.75 |
827.25 |
938.75 |
+104.00 |
2,926,986 |
3,002,216 |
+5,002 |
Mar09 |
081028 |
832.25 |
941.25 |
827.00 |
937.75 |
+104.00 |
1,370 |
74,990 |
+465 |
Total Volume and Open Interest |
3,317,569 |
3,077,251 |
+35,764 |
NASDAQ 100(CME) |
Dec08 |
081028 |
1160.50 |
1310.00 |
1152.80 |
1308.00 |
+146.00 |
1,377 |
32,910 |
-490 |
Mar09 |
081028 |
1311.80 |
1311.80 |
1305.80 |
1311.80 |
+146.00 |
0 |
9 |
+0 |
Jun09 |
081028 |
1314.30 |
1314.30 |
1308.30 |
1314.30 |
+146.00 |
0 |
5 |
+0 |
Total Volume and Open Interest |
3,630 |
33,414 |
-116 |
NASDAQ 100 E-Mini(Globex) |
Dec08 |
081028 |
1162.80 |
1309.00 |
1151.30 |
1308.00 |
+146.00 |
394,574 |
408,243 |
+14,230 |
Mar09 |
081028 |
1156.30 |
1311.80 |
1156.30 |
1311.80 |
+146.00 |
34 |
423 |
+1 |
Total Volume and Open Interest |
530,805 |
394,436 |
-1,894 |
S & P Midcap 400(CME) |
Dec08 |
081028 |
489.00 |
522.50 |
472.00 |
522.00 |
+53.20 |
154 |
7,056 |
-77 |
Mar09 |
081028 |
529.30 |
531.10 |
529.30 |
529.30 |
+53.20 |
|
|
|
Jun09 |
081028 |
534.30 |
536.10 |
534.30 |
534.30 |
+53.20 |
|
|
|
Total Volume and Open Interest |
214 |
7,133 |
-50 |
Russell 2000(CME) |
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 |
081028 |
7000 |
7775 |
6975 |
7710 |
+580 |
147,371 |
246,684 |
+15,914 |
Mar09 |
081028 |
7120 |
7770 |
7005 |
7625 |
+460 |
386 |
1,299 |
+13 |
Total Volume and Open Interest |
147,993 |
250,204 |
+15,937 |
Nikkei 225(SGX) |
Dec08 |
081028 |
7000 |
7775 |
6975 |
7710 |
+580 |
147,371 |
246,684 |
+15,914 |
Mar09 |
081028 |
7120 |
7770 |
7005 |
7625 |
+460 |
386 |
1,299 |
+13 |
Jun09 |
081028 |
7540 |
7540 |
7540 |
7540 |
+460 |
0 |
168 |
+0 |
Total Volume and Open Interest |
147,993 |
250,204 |
+15,937 |
CAC 40(EURONEXT) |
Nov08 |
081028 |
3155.5 |
3191.0 |
2987.0 |
3112.5 |
+44.5 |
198,780 |
439,414 |
-4,129 |
Dec08 |
081028 |
3156.5 |
3171.0 |
3014.0 |
3109.5 |
+44.5 |
3,083 |
37,029 |
+704 |
Jan09 |
081028 |
3163.0 |
3169.5 |
3065.0 |
3123.0 |
+44.5 |
145 |
197 |
+145 |
Total Volume and Open Interest |
243,547 |
482,845 |
+27,860 |
Hang Seng Index(HKFE) |
Oct08 |
081028 |
11200 |
12642 |
11101 |
12446 |
+1298 |
9,895 |
3,908 |
-5,037 |
Nov08 |
081028 |
11222 |
12588 |
11042 |
12405 |
+1322 |
436 |
2,203 |
+1,551 |
Dec08 |
081028 |
11250 |
12630 |
11127 |
12453 |
+1316 |
84 |
47 |
-99 |
Total Volume and Open Interest |
10,420 |
6,170 |
-3,575 |
DAX(EUREX) |
Dec08 |
081028 |
4460.0 |
5006.5 |
4415.0 |
4686.0 |
+384.0 |
256,299 |
223,083 |
-1,072 |
Mar09 |
081028 |
4502.5 |
5032.5 |
4448.5 |
4718.0 |
+384.5 |
1,036 |
11,070 |
+126 |
Jun09 |
081028 |
4537.0 |
5047.5 |
4510.0 |
4756.0 |
+387.5 |
66 |
2,412 |
-3 |
Total Volume and Open Interest |
257,401 |
236,565 |
-949 |
FT-SE 100(EURONEXT) |
Dec08 |
081028 |
3929.50 |
4238.00 |
3835.50 |
3910.50 |
+76.00 |
191,952 |
666,779 |
+4,980 |
Mar09 |
081028 |
3887.00 |
4220.50 |
3836.50 |
3902.00 |
+75.50 |
33 |
8,774 |
+5 |
Jun09 |
081028 |
3839.50 |
3898.50 |
3839.50 |
3898.50 |
+70.50 |
0 |
25 |
+0 |
Total Volume and Open Interest |
246,756 |
670,593 |
+12,075 |
SPI 200(SFE) |
Dec08 |
081028 |
3788.0 |
3908.0 |
3670.0 |
3802.0 |
+11.0 |
34,439 |
275,616 |
+12,355 |
Mar09 |
081028 |
3768.0 |
3768.0 |
3768.0 |
3768.0 |
+10.0 |
197 |
1,706 |
+12 |
Jun09 |
081028 |
3791.0 |
3791.0 |
3768.0 |
3768.0 |
+2.0 |
5 |
2,572 |
+0 |
Total Volume and Open Interest |
39,046 |
280,195 |
+12,380 |
GSCI(CME) |
Nov08 |
081028 |
438.00 |
438.00 |
422.00 |
425.85 |
+0.35 |
216 |
15,112 |
+21 |
Dec08 |
081028 |
440.00 |
442.00 |
431.00 |
434.50 |
+0.50 |
1 |
0 |
-1 |
Jan09 |
081028 |
437.50 |
447.00 |
436.00 |
437.50 |
-1.50 |
|
|
|
Total Volume and Open Interest |
502 |
15,093 |
+203 |
RJ/CRB Index(ICE) |
Nov08 |
081028 |
358.50 |
358.50 |
358.50 |
358.50 |
-1.00 |
24 |
915 |
+10 |
Jan09 |
081028 |
375.25 |
375.25 |
367.50 |
367.50 |
-2.50 |
6 |
408 |
+1 |
Feb09 |
081028 |
369.50 |
369.50 |
369.50 |
369.50 |
-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. |
|
|