|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu October 30, 2008 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov08 |
081030 |
935.75 |
964.00 |
918.50 |
934.00 |
-3.25 |
7,404 |
24,651 |
-12,104 |
| Jan09 |
081030 |
944.75 |
974.00 |
927.25 |
943.00 |
-4.00 |
8,227 |
159,361 |
+7,443 |
| Mar09 |
081030 |
958.00 |
984.75 |
940.25 |
955.00 |
-4.25 |
2,396 |
39,117 |
+1,154 |
| May09 |
081030 |
964.50 |
995.00 |
951.50 |
965.75 |
-3.75 |
651 |
17,222 |
+495 |
| Jul09 |
081030 |
972.50 |
1000.75 |
960.25 |
974.75 |
-2.75 |
798 |
28,471 |
-383 |
| Aug09 |
081030 |
982.00 |
982.00 |
977.00 |
977.00 |
-2.00 |
0 |
1,490 |
+10 |
| Sep09 |
081030 |
985.75 |
985.75 |
973.75 |
975.25 |
-0.75 |
0 |
792 |
-2 |
| Total Volume and Open Interest |
251,462 |
320,719 |
-8,430 |
| Soybean Meal(CBOT) |
| Dec08 |
081030 |
281.80 |
288.90 |
277.80 |
283.30 |
+0.30 |
4,891 |
65,483 |
-1,848 |
| Jan09 |
081030 |
285.10 |
291.00 |
279.50 |
284.50 |
-0.80 |
1,421 |
17,791 |
+978 |
| Mar09 |
081030 |
285.20 |
294.90 |
283.10 |
288.10 |
-0.90 |
1,085 |
20,417 |
-562 |
| May09 |
081030 |
289.90 |
297.80 |
286.80 |
291.10 |
-1.00 |
401 |
11,727 |
+497 |
| Jul09 |
081030 |
294.60 |
300.70 |
289.40 |
293.90 |
-0.70 |
444 |
16,586 |
+147 |
| Aug09 |
081030 |
294.20 |
296.00 |
291.80 |
294.20 |
-0.80 |
15 |
4,459 |
-17 |
| Sep09 |
081030 |
298.50 |
298.50 |
291.90 |
294.00 |
-0.50 |
16 |
3,178 |
+0 |
| Oct09 |
081030 |
290.00 |
292.80 |
290.00 |
292.80 |
+1.80 |
7 |
1,688 |
-2 |
| Total Volume and Open Interest |
48,438 |
150,162 |
-3,216 |
| Soybean Oil(CBOT) |
| Dec08 |
081030 |
34.33 |
35.24 |
33.32 |
34.48 |
+0.15 |
4,203 |
94,038 |
-704 |
| Jan09 |
081030 |
34.71 |
35.65 |
33.82 |
34.97 |
+0.10 |
1,197 |
57,574 |
+598 |
| Mar09 |
081030 |
35.10 |
36.19 |
34.31 |
35.46 |
+0.11 |
705 |
27,795 |
-89 |
| May09 |
081030 |
35.46 |
36.43 |
34.74 |
35.89 |
+0.17 |
343 |
16,656 |
+184 |
| Jul09 |
081030 |
35.90 |
36.76 |
35.06 |
36.21 |
+0.22 |
107 |
25,666 |
-3 |
| Aug09 |
081030 |
36.42 |
36.42 |
35.25 |
36.40 |
+0.22 |
3 |
3,712 |
+16 |
| Sep09 |
081030 |
36.52 |
36.59 |
35.60 |
36.59 |
+0.22 |
3 |
3,292 |
+3 |
| Oct09 |
081030 |
36.62 |
36.74 |
35.80 |
36.74 |
+0.22 |
2 |
2,864 |
+2 |
| Total Volume and Open Interest |
56,815 |
255,092 |
-4,382 |
| Canola(WCE) |
| Nov08 |
081030 |
427.0 |
427.0 |
416.4 |
418.5 |
-3.8 |
2,510 |
3,005 |
-574 |
| Jan09 |
081030 |
438.4 |
439.0 |
423.2 |
425.4 |
-4.8 |
7,150 |
61,858 |
-106 |
| Mar09 |
081030 |
440.2 |
440.7 |
432.4 |
434.2 |
-5.1 |
452 |
8,469 |
+240 |
| May09 |
081030 |
449.4 |
450.0 |
441.5 |
442.8 |
-5.4 |
343 |
3,839 |
+126 |
| Jul09 |
081030 |
449.3 |
457.5 |
445.5 |
448.1 |
-6.2 |
59 |
3,614 |
+3 |
| Total Volume and Open Interest |
10,117 |
85,984 |
-317 |
| Corn(CBOT) |
| Dec08 |
081030 |
420.75 |
433.00 |
402.25 |
409.50 |
-11.25 |
7,698 |
419,845 |
-732 |
| Mar09 |
081030 |
439.00 |
450.00 |
420.00 |
427.50 |
-10.75 |
2,900 |
213,115 |
+2,186 |
| May09 |
081030 |
450.00 |
462.25 |
432.00 |
439.50 |
-10.50 |
158 |
58,560 |
+1,995 |
| Jul09 |
081030 |
460.00 |
472.25 |
442.00 |
450.00 |
-10.75 |
559 |
115,346 |
-570 |
| Sep09 |
081030 |
470.50 |
475.00 |
452.75 |
459.50 |
-10.00 |
200 |
23,424 |
+70 |
| Dec09 |
081030 |
479.50 |
492.00 |
460.00 |
469.50 |
-10.75 |
726 |
113,434 |
-11 |
| Total Volume and Open Interest |
227,390 |
981,047 |
-4,223 |
| Wheat(CBOT) |
| Dec08 |
081030 |
560.50 |
578.50 |
530.50 |
538.00 |
-23.25 |
2,124 |
145,512 |
+1,223 |
| Mar09 |
081030 |
579.25 |
598.00 |
550.75 |
558.75 |
-22.50 |
1,200 |
61,998 |
+3,487 |
| May09 |
081030 |
608.00 |
608.00 |
564.75 |
572.25 |
-22.75 |
222 |
7,481 |
+157 |
| Jul09 |
081030 |
607.25 |
624.50 |
578.00 |
585.75 |
-22.50 |
591 |
38,987 |
+176 |
| Sep09 |
081030 |
616.50 |
626.00 |
597.00 |
603.75 |
-22.25 |
90 |
4,271 |
+238 |
| Total Volume and Open Interest |
53,662 |
274,699 |
-1,557 |
| Wheat(KCBT) |
| Dec08 |
081030 |
597.00 |
613.00 |
567.50 |
573.50 |
-24.50 |
9,223 |
42,040 |
-1,629 |
| Mar09 |
081030 |
612.00 |
629.00 |
586.50 |
591.50 |
-24.50 |
2,652 |
18,824 |
+743 |
| May09 |
081030 |
641.50 |
641.50 |
598.00 |
603.00 |
-24.50 |
532 |
5,910 |
+124 |
| Jul09 |
081030 |
635.00 |
647.75 |
608.50 |
613.00 |
-25.00 |
738 |
14,257 |
+18 |
| Sep09 |
081030 |
647.00 |
647.00 |
620.50 |
625.00 |
-25.50 |
171 |
2,731 |
-38 |
| Total Volume and Open Interest |
14,098 |
89,271 |
+478 |
| Wheat(MGE) |
| Dec08 |
081030 |
668.25 |
668.25 |
633.50 |
647.00 |
-14.50 |
3,315 |
9,779 |
-680 |
| Mar09 |
081030 |
646.00 |
658.00 |
622.00 |
635.00 |
-15.25 |
3,008 |
14,544 |
+372 |
| May09 |
081030 |
649.25 |
662.25 |
627.00 |
635.75 |
-20.50 |
460 |
5,020 |
+143 |
| Jul09 |
081030 |
657.50 |
670.25 |
633.75 |
641.00 |
-21.00 |
184 |
1,995 |
+123 |
| Sep09 |
081030 |
655.25 |
658.00 |
637.75 |
643.00 |
-23.50 |
69 |
2,944 |
+39 |
| Total Volume and Open Interest |
4,800 |
36,090 |
+108 |
| Oats(CBOT) |
| Dec08 |
081030 |
243.00 |
312.50 |
237.00 |
239.50 |
unch |
90 |
5,923 |
-394 |
| Mar09 |
081030 |
269.00 |
282.25 |
254.50 |
257.25 |
+0.25 |
116 |
3,172 |
+57 |
| May09 |
081030 |
278.50 |
278.50 |
269.00 |
269.00 |
+0.50 |
0 |
1,806 |
+0 |
| Jul09 |
081030 |
290.00 |
290.00 |
280.00 |
280.00 |
unch |
0 |
418 |
-15 |
| Total Volume and Open Interest |
1,922 |
15,488 |
-546 |
| Rough Rice(CBOT) |
| Nov08 |
081030 |
15.45 |
15.64 |
15.07 |
15.29 |
-0.09 |
3 |
1,579 |
-172 |
| Jan09 |
081030 |
15.73 |
15.90 |
15.36 |
15.56 |
-0.07 |
10 |
3,671 |
-112 |
| Mar09 |
081030 |
16.05 |
16.21 |
15.77 |
15.88 |
-0.07 |
0 |
1,314 |
+60 |
| May09 |
081030 |
16.21 |
16.34 |
16.15 |
16.17 |
-0.07 |
1 |
498 |
-1 |
| Total Volume and Open Interest |
1,145 |
7,478 |
+68 |
| Live Cattle(CME) |
| Oct08 |
081030 |
91.850 |
94.200 |
91.850 |
93.500 |
+1.850 |
2,112 |
820 |
-1,354 |
| Dec08 |
081030 |
91.250 |
92.730 |
90.635 |
91.450 |
+0.450 |
21,152 |
103,241 |
-2,277 |
| Feb09 |
081030 |
92.100 |
94.135 |
92.000 |
93.250 |
+0.715 |
7,187 |
54,217 |
-48 |
| Apr09 |
081030 |
93.000 |
94.700 |
92.750 |
93.700 |
+0.500 |
4,968 |
28,839 |
+1,305 |
| Jun09 |
081030 |
89.350 |
90.980 |
89.350 |
90.180 |
+0.580 |
869 |
16,582 |
+120 |
| Aug09 |
081030 |
90.000 |
91.000 |
89.750 |
90.050 |
+0.250 |
255 |
5,723 |
+93 |
| Total Volume and Open Interest |
34,652 |
214,044 |
-40 |
| Feeder Cattle(CME) |
| Oct08 |
081030 |
96.150 |
96.200 |
96.050 |
96.080 |
+0.280 |
168 |
1,466 |
+10 |
| Nov08 |
081030 |
96.730 |
98.580 |
96.730 |
97.850 |
+1.350 |
1,107 |
4,089 |
-448 |
| Jan09 |
081030 |
95.950 |
97.900 |
95.930 |
97.250 |
+1.350 |
1,763 |
11,797 |
+140 |
| Mar09 |
081030 |
96.350 |
98.200 |
96.350 |
97.750 |
+1.250 |
243 |
1,757 |
-59 |
| Apr09 |
081030 |
98.500 |
99.000 |
97.450 |
98.100 |
+1.100 |
43 |
547 |
+0 |
| May09 |
081030 |
98.135 |
99.900 |
98.135 |
99.100 |
+0.965 |
50 |
860 |
+30 |
| Aug09 |
081030 |
101.080 |
101.600 |
100.750 |
101.000 |
+0.700 |
42 |
216 |
-2 |
| Total Volume and Open Interest |
3,954 |
21,093 |
-450 |
| Lean Hogs(CME) |
| Dec08 |
081030 |
56.750 |
57.000 |
55.850 |
56.000 |
-1.580 |
11,380 |
76,133 |
-1,477 |
| Feb09 |
081030 |
63.650 |
63.950 |
63.200 |
63.430 |
-0.900 |
6,235 |
34,498 |
-162 |
| Apr09 |
081030 |
69.680 |
70.200 |
69.535 |
70.000 |
-0.475 |
2,382 |
26,896 |
+61 |
| May09 |
081030 |
77.400 |
78.100 |
77.200 |
77.930 |
-0.320 |
75 |
1,173 |
+10 |
| Jun09 |
081030 |
79.975 |
80.500 |
79.830 |
80.180 |
-0.605 |
1,840 |
17,975 |
+471 |
| Jul09 |
081030 |
78.785 |
79.300 |
78.635 |
79.250 |
+0.050 |
665 |
2,626 |
+177 |
| Aug09 |
081030 |
76.500 |
76.700 |
76.200 |
76.650 |
-0.150 |
418 |
2,362 |
+287 |
| Oct09 |
081030 |
70.000 |
70.700 |
70.000 |
70.700 |
+0.300 |
477 |
1,407 |
+317 |
| Total Volume and Open Interest |
20,436 |
163,887 |
-1,957 |
| Pork Bellies(CME) |
| Feb09 |
081030 |
87.500 |
88.900 |
86.400 |
86.750 |
-0.635 |
85 |
739 |
-24 |
| Mar09 |
081030 |
87.000 |
87.000 |
86.800 |
87.000 |
+1.400 |
0 |
37 |
+0 |
| May09 |
081030 |
21.219 |
22.469 |
21.219 |
22.469 |
+1.500 |
0 |
117 |
+0 |
| Jul09 |
081030 |
24.969 |
25.219 |
24.619 |
24.619 |
+1.150 |
0 |
44 |
+0 |
| Aug09 |
081030 |
24.969 |
24.969 |
24.969 |
24.969 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
156 |
962 |
+15 |
| Class III Milk(CME) |
| Oct08 |
081030 |
17.05 |
17.05 |
17.02 |
17.03 |
+0.01 |
0 |
4,022 |
-4 |
| Nov08 |
081030 |
15.69 |
15.79 |
15.45 |
15.48 |
-0.06 |
22 |
4,673 |
-28 |
| Dec08 |
081030 |
14.50 |
14.75 |
14.32 |
14.50 |
+0.01 |
111 |
5,328 |
+66 |
| Jan09 |
081030 |
14.45 |
14.74 |
14.30 |
14.52 |
+0.12 |
245 |
3,474 |
+62 |
| Feb09 |
081030 |
14.53 |
14.79 |
14.43 |
14.55 |
+0.15 |
119 |
3,032 |
+5 |
| Total Volume and Open Interest |
1,223 |
39,415 |
+222 |
| Cocoa(ICE) |
| Dec08 |
081030 |
2179 |
2179 |
2062 |
2084 |
-53 |
7,508 |
50,762 |
-933 |
| Mar09 |
081030 |
2173 |
2185 |
2088 |
2110 |
-42 |
5,019 |
39,006 |
+438 |
| May09 |
081030 |
2195 |
2200 |
2110 |
2128 |
-40 |
678 |
16,869 |
+263 |
| Jul09 |
081030 |
2205 |
2210 |
2125 |
2141 |
-40 |
347 |
8,711 |
+63 |
| Sep09 |
081030 |
2185 |
2185 |
2150 |
2154 |
-38 |
281 |
4,544 |
+111 |
| Dec09 |
081030 |
2171 |
2172 |
2165 |
2170 |
-35 |
50 |
6,958 |
+33 |
| Mar10 |
081030 |
2175 |
2175 |
2175 |
2175 |
-32 |
5 |
2,372 |
+0 |
| Total Volume and Open Interest |
7,361 |
131,064 |
-638 |
| Coffee "C"(ICE) |
| Dec08 |
081030 |
114.40 |
114.65 |
110.50 |
111.00 |
-1.20 |
9,770 |
70,413 |
-1,093 |
| Mar09 |
081030 |
118.50 |
119.50 |
115.40 |
115.90 |
-1.20 |
2,859 |
31,271 |
+4 |
| May09 |
081030 |
122.00 |
122.00 |
118.50 |
118.90 |
-1.20 |
348 |
15,366 |
+30 |
| Jul09 |
081030 |
122.30 |
122.30 |
121.50 |
121.65 |
-1.25 |
57 |
3,797 |
-1 |
| Sep09 |
081030 |
125.00 |
125.00 |
124.20 |
124.25 |
-1.25 |
15 |
2,463 |
-3 |
| Dec09 |
081030 |
127.80 |
128.00 |
127.55 |
127.60 |
-1.25 |
73 |
2,677 |
+11 |
| Total Volume and Open Interest |
9,251 |
128,577 |
+287 |
| Orange Juice(ICE) |
| Nov08 |
081030 |
78.50 |
81.80 |
78.50 |
79.20 |
+1.65 |
955 |
2,806 |
-527 |
| Jan09 |
081030 |
83.30 |
86.75 |
82.75 |
83.70 |
+2.10 |
1,842 |
17,814 |
+718 |
| Mar09 |
081030 |
89.60 |
90.35 |
86.60 |
87.30 |
+1.85 |
158 |
6,558 |
+41 |
| May09 |
081030 |
93.90 |
93.90 |
91.25 |
91.25 |
+1.85 |
26 |
1,794 |
+13 |
| Jul09 |
081030 |
94.85 |
94.85 |
94.85 |
94.85 |
+1.75 |
10 |
435 |
+0 |
| Sep09 |
081030 |
98.55 |
98.55 |
98.55 |
98.55 |
+1.75 |
0 |
112 |
+0 |
| Total Volume and Open Interest |
2,509 |
29,627 |
-396 |
| Sugar #11(ICE) |
| Mar09 |
081030 |
12.28 |
12.35 |
11.73 |
11.85 |
-0.24 |
60,298 |
278,937 |
-3,453 |
| May09 |
081030 |
12.40 |
12.57 |
11.98 |
12.11 |
-0.23 |
12,093 |
96,755 |
+2,045 |
| Jul09 |
081030 |
12.64 |
12.69 |
12.14 |
12.24 |
-0.22 |
10,000 |
104,366 |
-282 |
| Oct09 |
081030 |
13.01 |
13.07 |
12.53 |
12.61 |
-0.23 |
3,425 |
68,551 |
+391 |
| Mar10 |
081030 |
13.48 |
13.53 |
13.02 |
13.09 |
-0.24 |
2,328 |
44,851 |
-15 |
| Total Volume and Open Interest |
43,505 |
642,909 |
-2,195 |
| Sugar #14(ICE) |
| Jan09 |
081030 |
20.20 |
20.55 |
20.20 |
20.52 |
-0.16 |
34 |
2,558 |
-15 |
| Mar09 |
081030 |
20.80 |
20.98 |
20.80 |
20.98 |
-0.05 |
44 |
2,986 |
+11 |
| May09 |
081030 |
21.73 |
21.73 |
21.73 |
21.73 |
-0.11 |
35 |
1,951 |
+24 |
| Jul09 |
081030 |
21.26 |
21.88 |
21.26 |
21.61 |
-0.24 |
1 |
1,489 |
+0 |
| Sep09 |
081030 |
21.71 |
21.99 |
21.71 |
21.85 |
unch |
1 |
735 |
+1 |
| Total Volume and Open Interest |
456 |
9,698 |
-221 |
| London Cocoa(LCE) |
| Dec08 |
081030 |
1353 |
1362 |
1322 |
1326 |
-19 |
4,357 |
76,062 |
+473 |
| Mar09 |
081030 |
1369 |
1374 |
1338 |
1341 |
-15 |
6,335 |
58,173 |
+762 |
| May09 |
081030 |
1369 |
1371 |
1350 |
1351 |
-15 |
838 |
28,188 |
-93 |
| Jul09 |
081030 |
1364 |
1370 |
1360 |
1361 |
-15 |
336 |
12,343 |
+129 |
| Sep09 |
081030 |
1373 |
1380 |
1369 |
1369 |
-16 |
345 |
9,949 |
+133 |
| Dec09 |
081030 |
1379 |
1393 |
1379 |
1379 |
-16 |
91 |
4,385 |
+0 |
| Mar10 |
081030 |
1392 |
1392 |
1392 |
1392 |
-16 |
0 |
568 |
+0 |
| Total Volume and Open Interest |
6,115 |
188,276 |
+232 |
| London Coffee(LCE) |
| Nov08 |
081030 |
1607.00 |
1622.00 |
1550.00 |
1557.00 |
-30.00 |
3,655 |
6,152 |
-1,587 |
| Jan09 |
081030 |
1662.00 |
1675.00 |
1603.00 |
1610.00 |
-32.00 |
8,453 |
72,597 |
+516 |
| Total Volume and Open Interest |
11,886 |
79,820 |
-1,444 |
| London Sugar(LCE) |
| Dec08 |
081030 |
334.10 |
337.60 |
325.70 |
328.00 |
-2.00 |
2,432 |
9,526 |
-451 |
| Mar09 |
081030 |
340.30 |
346.50 |
333.50 |
335.90 |
-3.10 |
2,832 |
21,975 |
+199 |
| May09 |
081030 |
351.60 |
351.60 |
340.80 |
342.20 |
-2.60 |
480 |
7,553 |
-22 |
| Aug09 |
081030 |
355.10 |
355.10 |
345.50 |
347.90 |
-2.10 |
21 |
5,561 |
+15 |
| Oct09 |
081030 |
353.20 |
353.60 |
350.90 |
353.00 |
-2.90 |
67 |
3,103 |
-25 |
| Total Volume and Open Interest |
2,861 |
48,899 |
-669 |
| Cotton(ICE) |
| Dec08 |
081030 |
47.60 |
47.62 |
45.03 |
45.09 |
-1.79 |
13,828 |
97,240 |
+2,845 |
| Mar09 |
081030 |
51.43 |
51.64 |
49.02 |
49.18 |
-1.70 |
3,479 |
42,799 |
+827 |
| May09 |
081030 |
52.55 |
52.58 |
50.75 |
50.84 |
-1.60 |
323 |
8,930 |
+2 |
| Jul09 |
081030 |
53.68 |
54.40 |
52.50 |
52.59 |
-1.63 |
527 |
13,934 |
-155 |
| Oct09 |
081030 |
55.27 |
55.27 |
55.27 |
55.27 |
-1.63 |
0 |
111 |
+0 |
| Dec09 |
081030 |
57.94 |
58.43 |
56.69 |
56.78 |
-1.77 |
412 |
10,788 |
+34 |
| Total Volume and Open Interest |
10,775 |
171,963 |
+822 |
| Lumber(CME) |
| Nov08 |
081030 |
186.4 |
192.2 |
185.9 |
192.2 |
+8.6 |
270 |
2,048 |
-83 |
| Jan09 |
081030 |
199.8 |
204.7 |
199.8 |
202.0 |
+4.5 |
537 |
5,038 |
-40 |
| Mar09 |
081030 |
214.2 |
219.0 |
214.2 |
215.3 |
+2.8 |
137 |
1,222 |
+80 |
| May09 |
081030 |
231.0 |
234.3 |
230.1 |
232.9 |
+3.5 |
101 |
468 |
+81 |
| Total Volume and Open Interest |
886 |
8,914 |
-98 |
| Crude Oil(NYM) |
| Dec08 |
081030 |
68.11 |
70.60 |
64.04 |
65.96 |
-1.54 |
315,415 |
310,825 |
-14,284 |
| Jan09 |
081030 |
68.61 |
71.03 |
64.60 |
66.54 |
-1.45 |
64,358 |
100,841 |
+3,831 |
| Feb09 |
081030 |
69.00 |
71.37 |
65.30 |
67.27 |
-1.27 |
28,466 |
42,949 |
+1,813 |
| Mar09 |
081030 |
69.58 |
72.04 |
66.13 |
67.97 |
-1.10 |
14,603 |
33,834 |
+219 |
| Apr09 |
081030 |
70.14 |
72.38 |
66.72 |
68.62 |
-0.97 |
10,315 |
25,241 |
-1,017 |
| May09 |
081030 |
71.50 |
71.50 |
68.19 |
69.23 |
-0.89 |
7,340 |
22,646 |
+474 |
| Jun09 |
081030 |
71.00 |
73.44 |
67.68 |
69.78 |
-0.85 |
12,046 |
94,372 |
+768 |
| Jul09 |
081030 |
70.30 |
70.30 |
70.30 |
70.30 |
-0.79 |
2,690 |
21,802 |
+560 |
| Aug09 |
081030 |
69.34 |
70.82 |
69.34 |
70.82 |
-0.73 |
1,004 |
17,040 |
-19 |
| Sep09 |
081030 |
71.28 |
71.34 |
71.28 |
71.34 |
-0.68 |
479 |
15,239 |
+11 |
| Oct09 |
081030 |
71.90 |
71.90 |
71.90 |
71.90 |
-0.62 |
437 |
9,862 |
+31 |
| Nov09 |
081030 |
72.46 |
72.46 |
72.46 |
72.46 |
-0.57 |
682 |
7,278 |
+284 |
| Dec09 |
081030 |
74.59 |
76.48 |
70.70 |
73.03 |
-0.52 |
17,273 |
93,536 |
+124 |
| Jan10 |
081030 |
73.54 |
73.54 |
73.54 |
73.54 |
-0.47 |
216 |
13,940 |
+195 |
| Feb10 |
081030 |
74.05 |
74.05 |
74.05 |
74.05 |
-0.42 |
2,691 |
7,245 |
+2,015 |
| Mar10 |
081030 |
74.57 |
74.57 |
74.57 |
74.57 |
-0.38 |
1,105 |
11,184 |
+117 |
| Total Volume and Open Interest |
381,302 |
1,073,159 |
+9,115 |
| 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 |
081030 |
68.175 |
70.825 |
64.025 |
65.950 |
-1.550 |
16,551 |
8,357 |
-229 |
| Jan09 |
081030 |
69.475 |
71.175 |
64.600 |
66.550 |
-1.450 |
329 |
942 |
+116 |
| Feb09 |
081030 |
71.000 |
71.000 |
66.200 |
67.275 |
-1.275 |
84 |
239 |
+30 |
| Mar09 |
081030 |
69.700 |
69.700 |
67.050 |
67.975 |
-1.100 |
18 |
25 |
+15 |
| Apr09 |
081030 |
68.625 |
68.625 |
68.625 |
68.625 |
-0.975 |
0 |
1 |
+0 |
| May09 |
081030 |
69.225 |
69.225 |
69.225 |
69.225 |
-0.900 |
0 |
1 |
+0 |
| Jun09 |
081030 |
69.775 |
69.775 |
69.775 |
69.775 |
-0.850 |
1 |
2 |
+0 |
| Jul09 |
081030 |
70.300 |
70.300 |
70.300 |
70.300 |
-0.800 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
12,600 |
9,723 |
+63 |
| Heating Oil(NYM) |
| Nov08 |
081030 |
201.17 |
205.55 |
193.00 |
198.41 |
-1.69 |
12,726 |
7,658 |
-2,615 |
| Dec08 |
081030 |
204.02 |
208.03 |
194.86 |
199.96 |
-2.55 |
38,290 |
58,178 |
+1,113 |
| Jan09 |
081030 |
206.27 |
211.56 |
198.65 |
203.36 |
-2.75 |
12,666 |
34,339 |
+1,570 |
| Feb09 |
081030 |
213.92 |
213.92 |
201.00 |
205.86 |
-2.85 |
7,350 |
18,172 |
+1,116 |
| Mar09 |
081030 |
210.67 |
210.67 |
202.80 |
207.11 |
-2.75 |
3,579 |
16,345 |
+138 |
| Apr09 |
081030 |
210.26 |
210.30 |
202.38 |
207.21 |
-2.65 |
2,910 |
7,493 |
+783 |
| May09 |
081030 |
210.30 |
210.30 |
203.10 |
207.76 |
-2.50 |
840 |
8,271 |
+70 |
| Jun09 |
081030 |
211.25 |
213.90 |
204.50 |
208.86 |
-2.35 |
3,243 |
19,449 |
-105 |
| Jul09 |
081030 |
213.30 |
213.30 |
206.00 |
210.76 |
-2.30 |
731 |
4,140 |
+31 |
| Aug09 |
081030 |
215.30 |
215.85 |
208.50 |
213.11 |
-2.15 |
343 |
2,772 |
+44 |
| Sep09 |
081030 |
215.25 |
218.81 |
211.25 |
215.61 |
-2.10 |
745 |
4,641 |
+194 |
| Oct09 |
081030 |
216.55 |
218.01 |
214.46 |
218.01 |
-2.05 |
303 |
1,714 |
+162 |
| Total Volume and Open Interest |
68,267 |
218,603 |
+59 |
| Gasoline(NYMEX) |
| Nov08 |
081030 |
155.50 |
158.87 |
144.00 |
146.70 |
-6.60 |
18,189 |
13,731 |
-3,501 |
| Dec08 |
081030 |
152.26 |
156.72 |
141.36 |
144.70 |
-5.90 |
22,734 |
68,371 |
+1,109 |
| Jan09 |
081030 |
158.60 |
158.60 |
144.34 |
147.90 |
-5.60 |
5,746 |
25,871 |
+700 |
| Feb09 |
081030 |
159.09 |
159.89 |
148.49 |
151.30 |
-5.30 |
1,998 |
8,416 |
+209 |
| Mar09 |
081030 |
162.00 |
162.00 |
151.40 |
154.65 |
-5.10 |
1,377 |
6,467 |
+140 |
| Apr09 |
081030 |
176.49 |
176.49 |
167.88 |
171.10 |
-5.00 |
1,104 |
10,921 |
+207 |
| May09 |
081030 |
180.14 |
180.14 |
171.39 |
173.00 |
-4.75 |
245 |
5,305 |
-1 |
| Jun09 |
081030 |
173.87 |
175.13 |
172.25 |
174.60 |
-4.30 |
179 |
6,111 |
+78 |
| Jul09 |
081030 |
176.01 |
176.01 |
172.84 |
175.45 |
-4.00 |
129 |
1,096 |
+18 |
| Aug09 |
081030 |
174.02 |
176.05 |
174.00 |
176.05 |
-3.60 |
98 |
1,691 |
+94 |
| Total Volume and Open Interest |
51,832 |
161,599 |
-960 |
| e-miNY RBOB Gasoline(NYM) |
| Nov08 |
081029 |
153.30 |
153.30 |
153.30 |
153.30 |
+7.75 |
|
|
|
| Dec08 |
081030 |
144.70 |
144.70 |
144.70 |
144.70 |
-5.90 |
|
|
|
| Jan09 |
081030 |
147.90 |
147.90 |
147.90 |
147.90 |
-5.60 |
|
|
|
| Feb09 |
081030 |
151.30 |
151.30 |
151.30 |
151.30 |
-5.30 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Natural Gas(NYM) |
| Dec08 |
081030 |
6.870 |
6.896 |
6.350 |
6.431 |
-0.347 |
61,212 |
96,669 |
-2,937 |
| Jan09 |
081030 |
7.145 |
7.165 |
6.649 |
6.734 |
-0.321 |
15,743 |
106,170 |
-348 |
| Feb09 |
081030 |
7.200 |
7.200 |
6.711 |
6.797 |
-0.313 |
8,338 |
41,307 |
-411 |
| Mar09 |
081030 |
7.160 |
7.160 |
6.669 |
6.749 |
-0.301 |
8,726 |
72,469 |
-147 |
| Apr09 |
081030 |
7.140 |
7.140 |
6.650 |
6.712 |
-0.263 |
4,881 |
55,680 |
-435 |
| May09 |
081030 |
7.208 |
7.208 |
6.733 |
6.787 |
-0.250 |
1,811 |
36,585 |
-24 |
| Jun09 |
081030 |
7.182 |
7.231 |
6.850 |
6.909 |
-0.236 |
1,846 |
21,712 |
+155 |
| Jul09 |
081030 |
7.270 |
7.317 |
6.975 |
7.042 |
-0.225 |
945 |
19,215 |
-183 |
| Aug09 |
081030 |
7.385 |
7.418 |
7.128 |
7.132 |
-0.220 |
408 |
19,505 |
-101 |
| Sep09 |
081030 |
7.402 |
7.402 |
7.113 |
7.162 |
-0.223 |
695 |
16,565 |
-210 |
| Oct09 |
081030 |
7.420 |
7.532 |
7.195 |
7.242 |
-0.223 |
2,131 |
30,307 |
-261 |
| Nov09 |
081030 |
7.760 |
7.835 |
7.517 |
7.572 |
-0.203 |
395 |
16,668 |
-10 |
| Dec09 |
081030 |
8.130 |
8.177 |
7.930 |
7.942 |
-0.188 |
418 |
26,239 |
-99 |
| Jan10 |
081030 |
8.412 |
8.430 |
8.125 |
8.177 |
-0.183 |
694 |
18,340 |
+153 |
| Feb10 |
081030 |
8.447 |
8.447 |
8.170 |
8.187 |
-0.180 |
277 |
8,018 |
+85 |
| Mar10 |
081030 |
8.252 |
8.252 |
7.983 |
8.007 |
-0.178 |
371 |
16,561 |
-139 |
| Total Volume and Open Interest |
137,333 |
785,492 |
-76,430 |
| Brent Crude Oil(ICE) |
| Dec08 |
081030 |
66.18 |
68.35 |
61.93 |
63.71 |
-1.76 |
142,008 |
100,348 |
+195 |
| Jan09 |
081030 |
68.33 |
69.88 |
63.60 |
65.42 |
-1.71 |
69,002 |
102,806 |
+2,491 |
| Feb09 |
081030 |
70.10 |
71.22 |
65.07 |
66.90 |
-1.62 |
24,799 |
42,436 |
-717 |
| Mar09 |
081030 |
71.38 |
71.38 |
66.33 |
68.14 |
-1.48 |
9,121 |
27,974 |
+787 |
| Apr09 |
081030 |
71.94 |
71.94 |
67.31 |
69.18 |
-1.34 |
3,752 |
17,405 |
+266 |
| May09 |
081030 |
72.61 |
72.61 |
68.21 |
70.08 |
-1.24 |
2,721 |
14,725 |
-68 |
| Jun09 |
081030 |
73.30 |
73.35 |
69.01 |
70.90 |
-1.17 |
5,975 |
35,083 |
+42 |
| Jul09 |
081030 |
73.80 |
73.80 |
71.09 |
71.72 |
-1.13 |
1,366 |
10,168 |
-12 |
| Aug09 |
081030 |
74.57 |
74.57 |
72.40 |
72.50 |
-1.10 |
719 |
10,287 |
-206 |
| Sep09 |
081030 |
71.50 |
73.17 |
71.50 |
73.17 |
-1.03 |
465 |
8,242 |
-57 |
| Oct09 |
081030 |
73.83 |
73.83 |
73.83 |
73.83 |
-0.93 |
0 |
6,676 |
+84 |
| Nov09 |
081030 |
74.40 |
74.40 |
74.40 |
74.40 |
-0.84 |
0 |
8,899 |
+237 |
| Dec09 |
081030 |
77.37 |
77.37 |
72.66 |
74.92 |
-0.79 |
9,406 |
57,774 |
-256 |
| Jan10 |
081030 |
75.51 |
75.51 |
75.51 |
75.51 |
-0.73 |
0 |
8,050 |
+0 |
| Total Volume and Open Interest |
202,187 |
528,770 |
-9,297 |
| Gas Oil(ICE) |
| Nov08 |
081030 |
662.75 |
668.25 |
624.75 |
628.75 |
-29.00 |
21,725 |
34,424 |
-4,832 |
| Dec08 |
081030 |
664.75 |
667.00 |
622.25 |
626.00 |
-30.25 |
30,999 |
69,992 |
-864 |
| Jan09 |
081030 |
671.50 |
671.50 |
630.75 |
633.75 |
-30.25 |
10,604 |
44,931 |
-1,827 |
| Feb09 |
081030 |
678.25 |
678.25 |
639.75 |
642.25 |
-30.00 |
2,299 |
22,692 |
-67 |
| Mar09 |
081030 |
678.50 |
678.50 |
648.50 |
650.25 |
-29.50 |
1,003 |
14,983 |
+341 |
| Apr09 |
081030 |
685.75 |
685.75 |
656.75 |
658.50 |
-28.50 |
576 |
14,347 |
+93 |
| May09 |
081030 |
693.25 |
693.25 |
666.00 |
666.00 |
-28.00 |
445 |
14,703 |
+201 |
| Jun09 |
081030 |
700.00 |
701.00 |
672.00 |
672.75 |
-28.00 |
2,128 |
33,452 |
+1,064 |
| Jul09 |
081030 |
705.25 |
705.25 |
682.00 |
682.25 |
-27.75 |
252 |
8,796 |
+106 |
| Aug09 |
081030 |
714.50 |
714.50 |
691.00 |
691.00 |
-28.25 |
191 |
7,031 |
+89 |
| Total Volume and Open Interest |
72,581 |
340,942 |
-6,471 |
| Ethanol(CBOT) |
| Oct08 |
081003 |
1.990 |
1.990 |
1.990 |
1.990 |
-0.010 |
0 |
73 |
-53 |
| Nov08 |
081030 |
1.800 |
1.805 |
1.795 |
1.800 |
-0.038 |
34 |
144 |
-55 |
| Dec08 |
081030 |
1.765 |
1.790 |
1.765 |
1.784 |
-0.038 |
25 |
387 |
+14 |
| Jan09 |
081030 |
1.800 |
1.805 |
1.765 |
1.805 |
-0.029 |
39 |
390 |
+9 |
| Feb09 |
081030 |
1.820 |
1.824 |
1.820 |
1.823 |
-0.025 |
12 |
221 |
-10 |
| Mar09 |
081030 |
1.840 |
1.840 |
1.820 |
1.830 |
-0.026 |
7 |
245 |
+5 |
| Apr09 |
081030 |
1.850 |
1.850 |
1.850 |
1.850 |
-0.013 |
32 |
298 |
+27 |
| May09 |
081030 |
1.850 |
1.850 |
1.850 |
1.850 |
-0.030 |
0 |
162 |
+0 |
| Total Volume and Open Interest |
182 |
3,035 |
+5 |
| US Dollar Index(ICE) |
| Dec08 |
081030 |
85.260 |
85.990 |
83.750 |
85.255 |
-0.380 |
8,237 |
36,957 |
+27 |
| Mar09 |
081030 |
84.835 |
86.350 |
84.630 |
85.865 |
-0.330 |
116 |
2,187 |
-18 |
| Jun09 |
081030 |
86.375 |
86.375 |
86.375 |
86.375 |
-0.260 |
1 |
143 |
-1 |
| Total Volume and Open Interest |
4,203 |
39,279 |
-118 |
| Australian Dollar(CME) |
| Dec08 |
081030 |
66.79 |
68.74 |
65.87 |
67.76 |
+1.49 |
24 |
65,093 |
+3,608 |
| Mar09 |
081030 |
67.55 |
68.31 |
65.63 |
67.42 |
+1.45 |
0 |
770 |
+4 |
| Jun09 |
081030 |
67.04 |
67.04 |
65.61 |
67.04 |
+1.43 |
0 |
304 |
+0 |
| Total Volume and Open Interest |
36,443 |
62,583 |
-8,106 |
| British Pound(CME) |
| Dec08 |
081030 |
163.43 |
166.34 |
161.69 |
164.12 |
+1.32 |
36 |
117,837 |
+3,044 |
| Mar09 |
081030 |
165.21 |
165.68 |
161.32 |
163.57 |
+1.32 |
0 |
3,283 |
-34 |
| Jun09 |
081030 |
163.13 |
165.02 |
161.11 |
163.13 |
+1.32 |
0 |
1,171 |
+0 |
| Total Volume and Open Interest |
70,438 |
119,322 |
-9,642 |
| Canadian Dollar(CME) |
| Dec08 |
081030 |
81.87 |
84.01 |
81.58 |
82.38 |
+0.84 |
148 |
99,289 |
+1,207 |
| Mar09 |
081030 |
82.80 |
84.30 |
81.74 |
82.58 |
+0.84 |
16 |
4,028 |
+87 |
| Jun09 |
081030 |
83.00 |
84.06 |
81.86 |
82.69 |
+0.83 |
0 |
1,627 |
+23 |
| Sep09 |
081030 |
82.81 |
83.13 |
81.96 |
82.77 |
+0.81 |
11 |
1,653 |
+3 |
| Total Volume and Open Interest |
27,538 |
105,837 |
-3,854 |
| Japanese Yen(CME) |
| Dec08 |
081030 |
102.93 |
103.10 |
101.05 |
101.74 |
-1.45 |
284 |
127,249 |
+473 |
| Mar09 |
081030 |
102.21 |
103.81 |
101.76 |
102.35 |
-1.46 |
0 |
1,212 |
+2 |
| Jun09 |
081030 |
103.78 |
104.28 |
102.53 |
102.78 |
-1.50 |
0 |
3,500 |
+0 |
| Total Volume and Open Interest |
152,810 |
131,497 |
-15,394 |
| Swiss Franc(CME) |
| Dec08 |
081030 |
88.71 |
89.32 |
87.18 |
88.01 |
-0.10 |
3 |
40,015 |
+3,043 |
| Mar09 |
081030 |
89.44 |
89.44 |
87.53 |
88.21 |
-0.10 |
0 |
1,135 |
+2 |
| Jun09 |
081030 |
88.32 |
89.34 |
87.79 |
88.32 |
-0.07 |
0 |
290 |
+0 |
| Total Volume and Open Interest |
40,172 |
38,403 |
-898 |
| EuroFX(CME) |
| Dec08 |
081030 |
129.46 |
132.77 |
127.90 |
129.51 |
+1.16 |
125 |
157,165 |
+4,206 |
| Mar09 |
081030 |
130.00 |
132.52 |
127.84 |
129.42 |
+1.18 |
10 |
25,498 |
+95 |
| Jun09 |
081030 |
129.35 |
132.32 |
128.01 |
129.35 |
+1.19 |
0 |
728 |
+2 |
| Total Volume and Open Interest |
206,738 |
179,423 |
-17,259 |
| Mexican Peso(CME) |
| Nov08 |
081030 |
782.5 |
782.5 |
756.0 |
782.5 |
+26.5 |
|
|
|
| Dec08 |
081030 |
773.0 |
783.8 |
765.0 |
778.5 |
+25.5 |
310 |
43,174 |
+988 |
| Total Volume and Open Interest |
4,487 |
42,653 |
-130 |
| 30-Year T-Bonds(CBOT) |
| Dec08 |
081030 |
115~135 |
115~175 |
113~195 |
114~100 |
-0~230 |
194,532 |
722,033 |
-3,848 |
| Mar09 |
081030 |
113~130 |
113~245 |
112~300 |
113~015 |
-0~230 |
1,787 |
8,969 |
+707 |
| Jun09 |
081030 |
112~015 |
112~245 |
112~015 |
112~015 |
-0~230 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
207,301 |
734,159 |
-4,170 |
| 10-Year T-Notes(CBOT) |
| Dec08 |
081030 |
114~085 |
114~100 |
113~105 |
113~185 |
-0~155 |
556,249 |
1,278,240 |
-24,298 |
| Mar09 |
081030 |
112~000 |
112~040 |
111~160 |
111~200 |
-0~160 |
138 |
1,992 |
+15 |
| Jun09 |
081030 |
110~200 |
111~040 |
110~200 |
110~200 |
-0~160 |
|
|
|
| Total Volume and Open Interest |
606,317 |
1,304,515 |
-20,616 |
| 5-Year T-Notes(CBOT) |
| Dec08 |
081030 |
113~095 |
113~097 |
113~007 |
113~051 |
-0~013 |
345,354 |
0 |
+0 |
| Mar09 |
081030 |
111~083 |
111~096 |
111~083 |
111~083 |
-0~013 |
1,214 |
0 |
-4,705 |
| Jun09 |
081030 |
111~083 |
111~096 |
111~083 |
111~083 |
-0~013 |
|
|
|
| Total Volume and Open Interest |
380,425 |
1,359,140 |
+10,706 |
| 2 Year T-Notes(CBOT) |
| Dec08 |
081030 |
107~095 |
107~095 |
107~060 |
107~069 |
-0~005 |
1,602 |
715,562 |
-15,873 |
| Mar09 |
081030 |
106~108 |
106~125 |
106~108 |
106~108 |
-0~016 |
0 |
110 |
+0 |
| Jun09 |
081030 |
106~108 |
106~125 |
106~108 |
106~108 |
-0~016 |
|
|
|
| Total Volume and Open Interest |
213,146 |
731,545 |
+15,100 |
| Eurodollars(CME) |
| Dec08 |
081030 |
97.670 |
97.755 |
97.635 |
97.690 |
+0.025 |
6,748 |
1,580,306 |
-13,359 |
| Mar09 |
081030 |
97.850 |
97.890 |
97.785 |
97.840 |
-0.005 |
8,163 |
1,291,147 |
-1,702 |
| Jun09 |
081030 |
97.815 |
97.815 |
97.665 |
97.705 |
-0.045 |
5,937 |
986,134 |
+6,843 |
| Sep09 |
081030 |
97.655 |
97.680 |
97.480 |
97.520 |
-0.080 |
7,302 |
876,728 |
+4,653 |
| Dec09 |
081030 |
97.430 |
97.470 |
97.245 |
97.280 |
-0.105 |
1,209 |
769,108 |
+3,540 |
| Mar10 |
081030 |
97.305 |
97.320 |
97.095 |
97.135 |
-0.095 |
1,940 |
587,558 |
+2,783 |
| Jun10 |
081030 |
97.020 |
97.020 |
96.815 |
96.855 |
-0.080 |
1,023 |
373,749 |
+3,416 |
| Sep10 |
081030 |
96.650 |
96.650 |
96.455 |
96.505 |
-0.060 |
657 |
333,487 |
+3,274 |
| Dec10 |
081030 |
96.190 |
96.190 |
95.995 |
96.070 |
-0.040 |
2,246 |
226,715 |
+29 |
| Mar11 |
081030 |
95.870 |
95.870 |
95.715 |
95.800 |
-0.020 |
1,136 |
186,599 |
-899 |
| Jun11 |
081030 |
95.620 |
95.625 |
95.470 |
95.570 |
-0.005 |
1,422 |
192,389 |
-322 |
| Sep11 |
081030 |
95.380 |
95.450 |
95.295 |
95.400 |
unch |
736 |
123,864 |
-988 |
| Dec11 |
081030 |
95.235 |
95.290 |
95.150 |
95.250 |
-0.010 |
994 |
97,621 |
-2,113 |
| Mar12 |
081030 |
95.195 |
95.265 |
95.135 |
95.230 |
-0.015 |
451 |
96,526 |
-448 |
| Jun12 |
081030 |
95.110 |
95.175 |
95.065 |
95.145 |
-0.025 |
863 |
74,350 |
-665 |
| Sep12 |
081030 |
95.050 |
95.100 |
94.990 |
95.070 |
-0.030 |
785 |
58,041 |
-788 |
| Dec12 |
081030 |
94.940 |
94.985 |
94.880 |
94.955 |
-0.040 |
643 |
54,798 |
-376 |
| Mar13 |
081030 |
94.940 |
94.970 |
94.880 |
94.935 |
-0.055 |
9,888 |
45,982 |
-9,030 |
| Total Volume and Open Interest |
1,684,031 |
8,263,953 |
+33,009 |
| 30 Day Federal Funds(CBOT) |
| Oct08 |
081030 |
99.000 |
99.018 |
98.993 |
99.018 |
+0.025 |
33 |
110,578 |
+325 |
| Nov08 |
081030 |
99.190 |
99.345 |
99.190 |
99.330 |
+0.155 |
90 |
115,320 |
-3,039 |
| Dec08 |
081030 |
99.245 |
99.390 |
99.245 |
99.360 |
+0.105 |
30 |
79,839 |
-1,600 |
| Jan09 |
081030 |
99.260 |
99.385 |
99.255 |
99.340 |
+0.060 |
4 |
63,594 |
+797 |
| Feb09 |
081030 |
99.235 |
99.355 |
99.225 |
99.305 |
+0.050 |
279 |
76,169 |
+3 |
| Mar09 |
081030 |
99.170 |
99.280 |
99.170 |
99.245 |
+0.040 |
15 |
41,574 |
+992 |
| Total Volume and Open Interest |
76,765 |
595,227 |
-182 |
| 30 Day Fed Funds(e-CBOT) |
| Oct08 |
081030 |
99.000 |
99.018 |
99.000 |
99.010 |
+0.015 |
3,519 |
110,578 |
+325 |
| Nov08 |
081030 |
99.190 |
99.345 |
99.190 |
99.325 |
+0.150 |
32,044 |
115,320 |
-3,039 |
| Dec08 |
081030 |
99.245 |
99.390 |
99.245 |
99.370 |
+0.125 |
21,868 |
79,839 |
-1,600 |
| Jan09 |
081030 |
99.260 |
99.385 |
99.255 |
99.355 |
+0.085 |
17,452 |
63,594 |
+797 |
| Feb09 |
081030 |
99.235 |
99.355 |
99.225 |
99.315 |
+0.070 |
13,575 |
76,169 |
+3 |
| Mar09 |
081030 |
99.170 |
99.280 |
99.170 |
99.250 |
+0.050 |
8,727 |
41,574 |
+992 |
| Total Volume and Open Interest |
121,017 |
597,689 |
+2,757 |
| 3-Mth Euro-Yen(CME) |
| Dec08 |
081030 |
99.31 |
99.31 |
99.31 |
99.31 |
+0.06 |
100 |
3,862 |
+65 |
| Mar09 |
081030 |
99.37 |
99.37 |
99.37 |
99.37 |
unch |
0 |
4,624 |
+0 |
| Jun09 |
081030 |
99.42 |
99.42 |
99.42 |
99.42 |
unch |
119 |
870 |
+119 |
| Sep09 |
081030 |
99.38 |
99.38 |
99.38 |
99.38 |
unch |
0 |
510 |
+0 |
| Dec09 |
081030 |
99.31 |
99.31 |
99.31 |
99.31 |
unch |
0 |
100 |
+0 |
| Mar10 |
081030 |
99.20 |
99.20 |
99.20 |
99.20 |
unch |
|
|
|
| Jun10 |
081030 |
99.15 |
99.15 |
99.15 |
99.15 |
unch |
|
|
|
| Sep10 |
081030 |
99.11 |
99.11 |
99.11 |
99.11 |
unch |
|
|
|
| Dec10 |
081030 |
99.20 |
99.20 |
99.20 |
99.20 |
+0.02 |
|
|
|
| Mar11 |
081030 |
99.20 |
99.20 |
99.20 |
99.20 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
219 |
9,966 |
+184 |
| 3-Mth Euro-Yen(SGX) |
| Dec08 |
081030 |
99.32 |
99.32 |
99.32 |
99.32 |
-0.02 |
885 |
21,609 |
-80 |
| Mar09 |
081030 |
99.40 |
99.40 |
99.39 |
99.39 |
-0.06 |
1 |
11,818 |
+0 |
| Jun09 |
081030 |
99.41 |
99.43 |
99.40 |
99.40 |
+0.00 |
200 |
6,896 |
+0 |
| Sep09 |
081030 |
99.40 |
99.40 |
99.36 |
99.36 |
+0.00 |
0 |
2,858 |
+0 |
| Dec09 |
081030 |
99.31 |
99.32 |
99.31 |
99.31 |
+0.02 |
0 |
1,092 |
+0 |
| Mar10 |
081030 |
99.25 |
99.25 |
99.20 |
99.20 |
+0.02 |
0 |
630 |
+0 |
| Jun10 |
081030 |
99.18 |
99.18 |
99.15 |
99.15 |
+0.02 |
0 |
500 |
+0 |
| Sep10 |
081030 |
99.12 |
99.12 |
99.11 |
99.11 |
+0.02 |
0 |
252 |
+0 |
| Total Volume and Open Interest |
1,086 |
49,645 |
-710 |
| Japanese Gov't Bonds(SGX) |
| Dec08 |
081030 |
138.23 |
138.25 |
137.71 |
137.85 |
+0.02 |
2,044 |
9,317 |
-751 |
| Mar09 |
081030 |
137.85 |
137.85 |
137.85 |
137.85 |
+0.02 |
|
|
|
| Jun09 |
081030 |
137.85 |
137.85 |
137.85 |
137.85 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
2,044 |
9,317 |
-469 |
| 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 |
081030 |
112.69 |
112.69 |
112.69 |
112.69 |
+0.34 |
480 |
1,490 |
+466 |
| Jun09 |
081030 |
113.40 |
113.40 |
113.40 |
113.40 |
+0.33 |
|
|
|
| Total Volume and Open Interest |
481,416 |
1,051,729 |
+6,135 |
| 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 |
081030 |
112~00 |
112~06 |
111~13 |
112~03 |
-0~08 |
57,145 |
313,057 |
+3,050 |
| Mar09 |
081030 |
111~17 |
111~17 |
111~17 |
111~17 |
-3~13 |
|
|
|
| Total Volume and Open Interest |
84,580 |
310,007 |
+2,194 |
| 3-Mth Short Sterling(LIFFE) |
| Dec08 |
081030 |
95.46 |
95.66 |
95.45 |
95.61 |
+0.13 |
31,644 |
414,566 |
-691 |
| Mar09 |
081030 |
96.47 |
96.68 |
96.47 |
96.66 |
+0.16 |
19,040 |
423,823 |
+1,066 |
| Jun09 |
081030 |
96.72 |
96.87 |
96.70 |
96.86 |
+0.12 |
30,227 |
302,529 |
+4,829 |
| Sep09 |
081030 |
96.69 |
96.80 |
96.66 |
96.79 |
+0.10 |
20,787 |
202,560 |
-463 |
| Dec09 |
081030 |
96.38 |
96.55 |
96.38 |
96.54 |
+0.06 |
18,483 |
231,898 |
+1,726 |
| Mar10 |
081030 |
96.25 |
96.33 |
96.24 |
96.33 |
+0.05 |
11,191 |
152,114 |
-607 |
| Total Volume and Open Interest |
198,607 |
1,930,116 |
-8,204 |
| 3-Mth Euribor(LIFFE) |
| Dec08 |
081030 |
96.260 |
96.330 |
96.240 |
96.320 |
+0.070 |
87,724 |
716,241 |
+6,872 |
| Mar09 |
081030 |
96.835 |
96.900 |
96.775 |
96.890 |
+0.085 |
97,580 |
589,026 |
+3,912 |
| Jun09 |
081030 |
97.090 |
97.185 |
97.015 |
97.170 |
+0.125 |
84,227 |
482,393 |
+2,247 |
| Total Volume and Open Interest |
536,280 |
3,345,457 |
+23,978 |
| 3-Mth Aus T-Bills(SFE) |
| Dec08 |
081030 |
95.14 |
95.20 |
94.80 |
94.98 |
-0.19 |
14,438 |
706,827 |
+7,215 |
| Mar09 |
081030 |
95.57 |
95.62 |
95.40 |
95.46 |
-0.12 |
7,469 |
287,522 |
+807 |
| Jun09 |
081030 |
95.47 |
95.53 |
95.39 |
95.46 |
-0.03 |
3,765 |
174,996 |
+289 |
| Sep09 |
081030 |
95.22 |
95.27 |
95.15 |
95.21 |
-0.01 |
1,565 |
115,245 |
-2,631 |
| Dec09 |
081030 |
94.89 |
94.92 |
94.71 |
94.87 |
-0.02 |
1,637 |
77,454 |
+758 |
| Mar10 |
081030 |
94.64 |
94.67 |
94.55 |
94.61 |
-0.03 |
298 |
33,543 |
+55 |
| Jun10 |
081030 |
94.40 |
94.47 |
94.38 |
94.43 |
-0.03 |
646 |
29,027 |
+102 |
| Sep10 |
081030 |
94.23 |
94.25 |
94.21 |
94.25 |
-0.04 |
28 |
14,453 |
+302 |
| Dec10 |
081030 |
94.09 |
94.09 |
94.07 |
94.07 |
-0.07 |
0 |
3,147 |
+0 |
| Mar11 |
081030 |
93.97 |
93.97 |
93.97 |
93.97 |
-0.07 |
0 |
889 |
+0 |
| Total Volume and Open Interest |
34,863 |
1,444,109 |
+6,897 |
| 10-Year Aus T-Bonds(SFE) |
| Dec08 |
081030 |
94.78 |
94.85 |
94.74 |
94.77 |
-0.02 |
30,509 |
379,528 |
+16,723 |
| Mar09 |
081030 |
94.77 |
94.77 |
94.77 |
94.77 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
39,665 |
379,528 |
+16,723 |
| 3-Year Aus T-Bonds(SFE) |
| Dec08 |
081030 |
95.55 |
95.60 |
95.46 |
95.50 |
-0.08 |
51,559 |
527,112 |
+7,366 |
| Mar09 |
081030 |
95.50 |
95.50 |
95.50 |
95.50 |
-0.08 |
|
|
|
| Total Volume and Open Interest |
62,883 |
527,112 |
+7,366 |
| Gold(CMX) |
| Dec08 |
081030 |
757.5 |
778.3 |
733.0 |
738.5 |
-15.5 |
117,904 |
189,851 |
+2,208 |
| Feb09 |
081030 |
759.6 |
780.0 |
734.5 |
739.9 |
-16.1 |
2,861 |
27,265 |
-90 |
| Apr09 |
081030 |
772.7 |
774.5 |
738.4 |
741.7 |
-16.3 |
635 |
19,681 |
+309 |
| Jun09 |
081030 |
770.0 |
779.0 |
741.0 |
743.7 |
-16.5 |
2,179 |
17,982 |
-1,984 |
| Aug09 |
081030 |
763.0 |
763.0 |
746.2 |
746.2 |
-16.5 |
6,100 |
11,015 |
-5,067 |
| Oct09 |
081030 |
741.0 |
748.8 |
741.0 |
748.8 |
-16.5 |
6,050 |
3,107 |
-2,767 |
| Dec09 |
081030 |
779.1 |
779.1 |
750.0 |
751.5 |
-16.5 |
3,048 |
11,668 |
-444 |
| Feb10 |
081030 |
754.3 |
754.3 |
754.3 |
754.3 |
-16.6 |
14 |
696 |
+0 |
| Apr10 |
081030 |
757.1 |
757.1 |
757.1 |
757.1 |
-16.6 |
10 |
35 |
+0 |
| Jun10 |
081030 |
759.9 |
759.9 |
759.9 |
759.9 |
-16.6 |
1,540 |
5,317 |
+30 |
| Aug10 |
081030 |
762.9 |
762.9 |
762.9 |
762.9 |
-16.6 |
100 |
100 |
+0 |
| Total Volume and Open Interest |
106,557 |
313,709 |
-588 |
| Silver(CMX) |
| Dec08 |
081030 |
991.0 |
1064.5 |
956.5 |
978.5 |
-2.0 |
27,236 |
52,746 |
-1,731 |
| Mar09 |
081030 |
992.5 |
1061.5 |
962.0 |
979.0 |
-2.9 |
2,141 |
14,441 |
+873 |
| May09 |
081030 |
986.0 |
986.0 |
979.5 |
980.1 |
-3.1 |
267 |
5,828 |
-22 |
| Jul09 |
081030 |
1007.0 |
1007.0 |
980.0 |
981.6 |
-3.2 |
40 |
6,585 |
-30 |
| Sep09 |
081030 |
980.0 |
983.0 |
980.0 |
983.0 |
-3.3 |
2 |
2,752 |
-2 |
| Dec09 |
081030 |
1010.0 |
1030.5 |
980.0 |
985.5 |
-3.5 |
182 |
3,637 |
-22 |
| Mar10 |
081030 |
989.1 |
989.1 |
989.1 |
989.1 |
-2.5 |
10 |
385 |
+0 |
| Total Volume and Open Interest |
25,957 |
95,716 |
+1,818 |
| Platinum(NYMEX) |
| Jan09 |
081030 |
819.5 |
893.8 |
819.5 |
830.6 |
+14.0 |
1,754 |
15,044 |
+161 |
| Apr09 |
081030 |
844.6 |
844.6 |
836.6 |
836.6 |
+14.0 |
|
|
|
| Total Volume and Open Interest |
1,594 |
15,434 |
+290 |
| Palladium(NYMEX) |
| Dec08 |
081030 |
203.00 |
207.00 |
195.50 |
196.70 |
-0.40 |
1,535 |
12,605 |
-280 |
| Mar09 |
081030 |
206.05 |
206.85 |
199.00 |
199.00 |
+0.15 |
81 |
1,343 |
+1,343 |
| Jun09 |
081030 |
201.00 |
201.00 |
201.00 |
201.00 |
+0.15 |
1 |
1 |
+1 |
| Total Volume and Open Interest |
1,393 |
14,186 |
-441 |
| Copper(CMX) |
| Dec08 |
081030 |
205.50 |
217.20 |
186.05 |
189.05 |
-19.75 |
17,024 |
42,942 |
-3 |
| Mar09 |
081030 |
205.20 |
217.00 |
187.35 |
189.70 |
-19.70 |
2,710 |
19,367 |
+292 |
| May09 |
081030 |
199.50 |
199.65 |
189.65 |
190.70 |
-19.65 |
122 |
2,267 |
+2 |
| Jul09 |
081030 |
205.55 |
205.55 |
191.65 |
191.65 |
-19.65 |
29 |
1,504 |
+11 |
| Sep09 |
081030 |
205.75 |
205.80 |
192.00 |
192.55 |
-19.65 |
3 |
1,264 |
+3 |
| Total Volume and Open Interest |
16,615 |
79,285 |
-1,354 |
| Aluminum(CMX) |
| Nov08 |
081030 |
0.94 |
0.94 |
0.94 |
0.94 |
-97.31 |
|
|
|
| Dec08 |
081030 |
0.95 |
0.95 |
0.95 |
0.95 |
-98.05 |
|
|
|
| Jan09 |
081030 |
0.96 |
0.96 |
0.96 |
0.96 |
-98.79 |
|
|
|
| Feb09 |
080724 |
140.35 |
140.35 |
140.35 |
140.35 |
-2.00 |
|
|
|
| Mar09 |
080724 |
140.85 |
140.85 |
140.85 |
140.85 |
-2.00 |
|
|
|
| Apr09 |
080724 |
141.35 |
141.35 |
141.35 |
141.35 |
-2.00 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| DJIA Index(CBOT) |
| Dec08 |
081030 |
8893 |
9240 |
8875 |
9226 |
+372 |
4,103 |
28,887 |
+230 |
| Mar09 |
081030 |
9200 |
9206 |
9200 |
9206 |
+372 |
2 |
119 |
-1 |
| Jun09 |
081030 |
9186 |
9186 |
8814 |
9186 |
+372 |
|
|
|
| Sep09 |
081030 |
9161 |
9161 |
8789 |
9161 |
+372 |
|
|
|
| Total Volume and Open Interest |
4,834 |
28,777 |
+105 |
| S & P 500(CME) |
| Dec08 |
081030 |
928.80 |
969.00 |
927.50 |
961.50 |
+34.50 |
40,078 |
602,270 |
-26,095 |
| Mar09 |
081030 |
957.50 |
960.50 |
929.00 |
960.50 |
+34.50 |
15 |
9,500 |
-4 |
| Jun09 |
081030 |
960.80 |
962.00 |
929.00 |
960.80 |
+34.80 |
10 |
3,749 |
+0 |
| Sep09 |
081030 |
960.20 |
960.80 |
927.80 |
960.20 |
+35.40 |
0 |
973 |
+5 |
| Total Volume and Open Interest |
75,648 |
642,601 |
+756 |
| S & P 500 E-Mini(Globex) |
| Dec08 |
081030 |
927.75 |
968.50 |
926.75 |
961.50 |
+34.50 |
3,240,110 |
2,869,259 |
-84,124 |
| Mar09 |
081030 |
929.25 |
966.25 |
926.00 |
960.50 |
+34.50 |
1,708 |
75,729 |
+257 |
| Total Volume and Open Interest |
3,772,679 |
3,034,451 |
-55,231 |
| NASDAQ 100(CME) |
| Dec08 |
081030 |
1294.00 |
1353.00 |
1294.00 |
1345.00 |
+51.00 |
2,172 |
30,445 |
-3,130 |
| Mar09 |
081030 |
1348.80 |
1348.80 |
1342.80 |
1348.80 |
+51.00 |
2 |
8 |
-1 |
| Jun09 |
081030 |
1351.50 |
1351.50 |
1345.30 |
1351.50 |
+51.20 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
4,586 |
33,589 |
+665 |
| NASDAQ 100 E-Mini(Globex) |
| Dec08 |
081030 |
1293.00 |
1354.80 |
1293.00 |
1345.00 |
+51.00 |
521,645 |
385,490 |
-21,935 |
| Mar09 |
081030 |
1329.00 |
1355.30 |
1305.80 |
1348.80 |
+51.00 |
95 |
402 |
-19 |
| Total Volume and Open Interest |
485,467 |
407,847 |
-850 |
| S & P Midcap 400(CME) |
| Dec08 |
081030 |
544.00 |
560.00 |
533.00 |
559.80 |
+35.70 |
153 |
6,979 |
-35 |
| Mar09 |
081030 |
563.80 |
563.80 |
563.40 |
563.80 |
+32.40 |
|
|
|
| Jun09 |
081030 |
572.10 |
572.10 |
568.40 |
572.10 |
+35.70 |
|
|
|
| Total Volume and Open Interest |
152 |
7,014 |
-42 |
| 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 |
081030 |
8380 |
9130 |
8325 |
9040 |
+760 |
140,251 |
252,744 |
+1,332 |
| Mar09 |
081030 |
8485 |
9125 |
8345 |
9040 |
+820 |
208 |
1,653 |
+254 |
| Total Volume and Open Interest |
140,459 |
256,781 |
+1,634 |
| Nikkei 225(SGX) |
| Dec08 |
081030 |
8380 |
9130 |
8325 |
9040 |
+760 |
140,251 |
252,744 |
+1,332 |
| Mar09 |
081030 |
8485 |
9125 |
8345 |
9040 |
+820 |
208 |
1,653 |
+254 |
| Jun09 |
081030 |
8955 |
8955 |
8955 |
8955 |
+820 |
0 |
168 |
+0 |
| Total Volume and Open Interest |
140,459 |
256,781 |
+1,634 |
| CAC 40(EURONEXT) |
| Nov08 |
081030 |
3459.0 |
3500.0 |
3318.0 |
3390.5 |
+1.5 |
187,357 |
513,119 |
+38,560 |
| Dec08 |
081030 |
3458.5 |
3490.0 |
3318.0 |
3389.0 |
+2.5 |
3,090 |
37,530 |
-274 |
| Jan09 |
081030 |
3420.5 |
3434.5 |
3349.5 |
3401.0 |
+2.5 |
59 |
327 |
-19 |
| Total Volume and Open Interest |
258,966 |
515,767 |
+36,202 |
| Hang Seng Index(HKFE) |
| Oct08 |
081030 |
13326 |
13788 |
13152 |
13722 |
+1014 |
16,156 |
5,552 |
-2,211 |
| Nov08 |
081030 |
13254 |
14330 |
13082 |
14150 |
+1517 |
6,079 |
6,801 |
+5,262 |
| Dec08 |
081030 |
13185 |
14300 |
13170 |
14201 |
+1519 |
206 |
549 |
+301 |
| Total Volume and Open Interest |
22,445 |
12,944 |
+3,382 |
| DAX(EUREX) |
| Dec08 |
081030 |
4917.5 |
5048.5 |
4830.0 |
4900.5 |
+100.0 |
224,802 |
212,023 |
-11,914 |
| Mar09 |
081030 |
4965.0 |
5077.0 |
4878.0 |
4934.5 |
+100.0 |
1,248 |
11,767 |
-6 |
| Jun09 |
081030 |
4986.0 |
5105.0 |
4944.5 |
4971.5 |
+99.0 |
288 |
2,685 |
+105 |
| Total Volume and Open Interest |
226,338 |
226,475 |
-11,815 |
| FT-SE 100(EURONEXT) |
| Dec08 |
081030 |
4330.00 |
4352.50 |
4195.50 |
4271.50 |
+60.00 |
211,721 |
657,867 |
-9,621 |
| Mar09 |
081030 |
4274.00 |
4328.50 |
4260.00 |
4265.00 |
+60.00 |
1,090 |
8,999 |
+143 |
| Jun09 |
081030 |
4259.50 |
4259.50 |
4259.50 |
4259.50 |
+60.00 |
0 |
75 |
+0 |
| Total Volume and Open Interest |
204,387 |
676,419 |
+841 |
| SPI 200(SFE) |
| Dec08 |
081030 |
3861.0 |
4053.0 |
3813.0 |
4018.0 |
+170.0 |
42,972 |
285,012 |
+12,529 |
| Mar09 |
081030 |
3867.0 |
3986.0 |
3867.0 |
3986.0 |
+172.0 |
48 |
1,701 |
+45 |
| Jun09 |
081030 |
3987.0 |
3987.0 |
3987.0 |
3987.0 |
+172.0 |
0 |
2,578 |
+0 |
| Total Volume and Open Interest |
47,541 |
289,740 |
+12,722 |
| GSCI(CME) |
| Nov08 |
081030 |
458.30 |
458.50 |
433.50 |
439.95 |
-12.55 |
480 |
14,881 |
-72 |
| Dec08 |
081030 |
447.00 |
463.00 |
442.50 |
450.00 |
-10.00 |
0 |
2 |
+0 |
| Jan09 |
081030 |
454.00 |
467.00 |
447.00 |
454.00 |
-10.00 |
|
|
|
| Total Volume and Open Interest |
636 |
14,955 |
-155 |
| RJ/CRB Index(ICE) |
| Nov08 |
081030 |
372.00 |
372.00 |
372.00 |
372.00 |
-6.50 |
4 |
914 |
-1 |
| Jan09 |
081030 |
381.50 |
381.50 |
381.50 |
381.50 |
-6.50 |
0 |
408 |
+0 |
| Feb09 |
081030 |
383.50 |
383.50 |
383.50 |
383.50 |
-6.50 |
1 |
5 |
-1 |
| 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. |
|
|