 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Thu November 06, 2008 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov08 |
081106 |
894.75 |
904.50 |
874.25 |
899.50 |
+4.75 |
2,720 |
6,876 |
-709 |
Jan09 |
081106 |
902.25 |
914.00 |
882.50 |
906.00 |
+2.00 |
7,025 |
164,841 |
+729 |
Mar09 |
081106 |
915.00 |
924.25 |
894.50 |
915.00 |
-1.00 |
1,614 |
41,534 |
+707 |
May09 |
081106 |
925.25 |
931.00 |
905.50 |
924.50 |
-3.25 |
1,174 |
18,253 |
-248 |
Jul09 |
081106 |
935.00 |
943.00 |
914.75 |
934.25 |
-2.50 |
1,871 |
30,746 |
+1,551 |
Aug09 |
081106 |
936.75 |
939.50 |
936.75 |
936.75 |
-2.75 |
0 |
1,643 |
+98 |
Sep09 |
081106 |
929.25 |
941.00 |
920.00 |
936.75 |
-4.25 |
200 |
961 |
+181 |
Total Volume and Open Interest |
118,576 |
308,353 |
-308 |
Soybean Meal(CBOT) |
Dec08 |
081106 |
266.00 |
267.90 |
258.40 |
262.80 |
-2.20 |
3,429 |
55,620 |
-1,408 |
Jan09 |
081106 |
266.80 |
269.50 |
260.10 |
264.30 |
-2.50 |
2,073 |
19,324 |
-733 |
Mar09 |
081106 |
270.60 |
271.60 |
263.70 |
267.30 |
-3.30 |
1,303 |
21,850 |
+89 |
May09 |
081106 |
274.70 |
275.20 |
267.00 |
270.30 |
-3.80 |
1,380 |
13,192 |
+1,026 |
Jul09 |
081106 |
277.00 |
277.20 |
270.10 |
273.30 |
-4.00 |
348 |
16,495 |
+212 |
Aug09 |
081106 |
277.80 |
277.80 |
272.30 |
273.80 |
-4.00 |
173 |
4,537 |
+40 |
Sep09 |
081106 |
276.20 |
277.10 |
273.30 |
273.80 |
-4.20 |
342 |
3,328 |
+96 |
Oct09 |
081106 |
275.00 |
275.00 |
271.30 |
273.30 |
-5.20 |
13 |
1,789 |
+105 |
Total Volume and Open Interest |
34,551 |
145,207 |
+653 |
Soybean Oil(CBOT) |
Dec08 |
081106 |
33.84 |
34.49 |
33.14 |
34.17 |
+0.15 |
3,795 |
82,168 |
-2,150 |
Jan09 |
081106 |
34.37 |
34.95 |
33.63 |
34.63 |
+0.14 |
3,054 |
64,573 |
+1,498 |
Mar09 |
081106 |
34.93 |
35.40 |
34.11 |
35.10 |
+0.12 |
2,166 |
29,795 |
+1,488 |
May09 |
081106 |
35.14 |
35.78 |
34.51 |
35.49 |
+0.13 |
1,166 |
17,642 |
-86 |
Jul09 |
081106 |
35.50 |
36.12 |
34.85 |
35.82 |
+0.12 |
571 |
26,276 |
+160 |
Aug09 |
081106 |
35.75 |
36.02 |
35.06 |
36.02 |
+0.12 |
22 |
3,752 |
-31 |
Sep09 |
081106 |
36.00 |
36.60 |
35.54 |
36.22 |
+0.13 |
192 |
3,436 |
+2 |
Oct09 |
081106 |
35.88 |
36.37 |
35.88 |
36.37 |
+0.12 |
15 |
3,081 |
+32 |
Total Volume and Open Interest |
64,941 |
253,964 |
+248 |
Canola(WCE) |
Nov08 |
081106 |
424.4 |
424.4 |
424.2 |
424.2 |
+7.4 |
5 |
161 |
-64 |
Jan09 |
081106 |
421.0 |
435.2 |
414.3 |
427.6 |
+7.4 |
6,660 |
65,909 |
-395 |
Mar09 |
081106 |
431.1 |
442.8 |
428.1 |
437.1 |
+7.1 |
1,015 |
7,948 |
-495 |
May09 |
081106 |
438.7 |
452.2 |
438.6 |
446.6 |
+6.6 |
494 |
4,608 |
-20 |
Jul09 |
081106 |
448.0 |
458.4 |
443.7 |
455.2 |
+6.9 |
409 |
4,305 |
+255 |
Total Volume and Open Interest |
8,331 |
88,888 |
+2,582 |
Corn(CBOT) |
Dec08 |
081106 |
390.25 |
391.50 |
374.50 |
378.00 |
-12.25 |
13,263 |
383,563 |
-12,260 |
Mar09 |
081106 |
408.50 |
409.25 |
392.25 |
395.50 |
-12.50 |
6,779 |
240,475 |
+2,177 |
May09 |
081106 |
420.50 |
421.25 |
405.00 |
407.50 |
-12.75 |
2,044 |
66,939 |
+2,922 |
Jul09 |
081106 |
432.00 |
433.00 |
416.00 |
419.25 |
-12.75 |
875 |
119,298 |
-122 |
Sep09 |
081106 |
443.25 |
443.25 |
428.25 |
430.00 |
-13.25 |
113 |
23,423 |
+135 |
Dec09 |
081106 |
456.50 |
457.50 |
440.75 |
444.00 |
-13.25 |
4,650 |
119,647 |
+1,995 |
Total Volume and Open Interest |
198,869 |
999,016 |
+10,656 |
Wheat(CBOT) |
Dec08 |
081106 |
537.50 |
538.75 |
513.50 |
522.50 |
-14.75 |
2,746 |
127,487 |
-2,372 |
Mar09 |
081106 |
560.50 |
560.50 |
535.00 |
543.25 |
-14.75 |
1,011 |
76,287 |
+2,249 |
May09 |
081106 |
572.00 |
572.00 |
549.00 |
557.00 |
-14.75 |
23 |
8,518 |
-7 |
Jul09 |
081106 |
584.00 |
584.00 |
563.25 |
570.75 |
-15.00 |
170 |
41,680 |
+257 |
Sep09 |
081106 |
606.00 |
606.00 |
583.00 |
592.00 |
-13.75 |
5 |
7,537 |
+978 |
Total Volume and Open Interest |
60,320 |
282,710 |
+3,571 |
Wheat(KCBT) |
Dec08 |
081106 |
580.00 |
580.25 |
557.75 |
563.00 |
-13.75 |
7,175 |
40,852 |
+363 |
Mar09 |
081106 |
595.25 |
595.25 |
574.50 |
579.75 |
-13.50 |
2,157 |
20,592 |
+351 |
May09 |
081106 |
605.25 |
606.25 |
585.75 |
590.50 |
-14.25 |
397 |
6,294 |
+149 |
Jul09 |
081106 |
613.00 |
615.00 |
593.75 |
598.25 |
-15.25 |
702 |
14,423 |
+34 |
Sep09 |
081106 |
625.00 |
625.00 |
608.00 |
610.25 |
-15.00 |
85 |
2,677 |
-12 |
Total Volume and Open Interest |
10,230 |
88,840 |
+473 |
Wheat(MGE) |
Dec08 |
081106 |
644.00 |
646.00 |
627.00 |
634.00 |
-10.00 |
1,496 |
8,537 |
-189 |
Mar09 |
081106 |
634.75 |
639.25 |
616.50 |
622.00 |
-12.75 |
1,829 |
13,449 |
-48 |
May09 |
081106 |
635.00 |
635.00 |
620.00 |
627.00 |
-12.75 |
386 |
5,090 |
+29 |
Jul09 |
081106 |
642.25 |
642.25 |
628.00 |
635.50 |
-9.00 |
303 |
1,920 |
-73 |
Sep09 |
081106 |
647.25 |
648.25 |
635.00 |
641.25 |
-12.75 |
159 |
2,790 |
+10 |
Total Volume and Open Interest |
4,374 |
34,108 |
+540 |
Oats(CBOT) |
Dec08 |
081106 |
238.00 |
243.00 |
232.25 |
238.00 |
unch |
60 |
4,824 |
-157 |
Mar09 |
081106 |
256.00 |
256.00 |
250.00 |
254.25 |
-0.75 |
72 |
5,011 |
+149 |
May09 |
081106 |
264.00 |
266.50 |
264.00 |
266.00 |
-0.50 |
3 |
1,898 |
+0 |
Jul09 |
081106 |
276.50 |
277.50 |
276.50 |
276.50 |
-1.00 |
0 |
462 |
+0 |
Total Volume and Open Interest |
1,159 |
16,022 |
+186 |
Rough Rice(CBOT) |
Nov08 |
081106 |
15.50 |
15.50 |
15.20 |
15.24 |
-0.35 |
0 |
850 |
-29 |
Jan09 |
081106 |
15.69 |
15.71 |
15.23 |
15.26 |
-0.47 |
3 |
4,033 |
+36 |
Mar09 |
081106 |
16.00 |
16.00 |
15.55 |
15.56 |
-0.46 |
0 |
1,399 |
-18 |
May09 |
081106 |
15.84 |
16.18 |
15.84 |
15.86 |
-0.46 |
0 |
505 |
+1 |
Total Volume and Open Interest |
599 |
6,989 |
-132 |
Live Cattle(CME) |
Dec08 |
081106 |
94.150 |
94.300 |
92.600 |
93.300 |
-0.985 |
16,483 |
89,690 |
-4,071 |
Feb09 |
081106 |
94.300 |
94.300 |
92.700 |
93.135 |
-1.315 |
16,246 |
61,378 |
+1,839 |
Apr09 |
081106 |
95.250 |
95.250 |
93.535 |
93.950 |
-1.600 |
8,796 |
39,873 |
+3,789 |
Jun09 |
081106 |
91.700 |
91.700 |
90.135 |
90.385 |
-1.665 |
1,542 |
18,064 |
+308 |
Aug09 |
081106 |
90.700 |
90.900 |
89.550 |
89.900 |
-1.430 |
1,931 |
7,435 |
+830 |
Oct09 |
081106 |
94.200 |
94.200 |
92.700 |
92.850 |
-1.350 |
108 |
1,872 |
+62 |
Total Volume and Open Interest |
38,973 |
216,336 |
+1,337 |
Feeder Cattle(CME) |
Nov08 |
081106 |
100.100 |
100.350 |
98.600 |
98.885 |
-1.765 |
625 |
2,874 |
-389 |
Jan09 |
081106 |
100.230 |
100.300 |
98.400 |
98.980 |
-1.805 |
1,553 |
11,895 |
-149 |
Mar09 |
081106 |
100.635 |
100.785 |
98.750 |
99.035 |
-2.145 |
522 |
2,071 |
-4 |
Apr09 |
081106 |
99.700 |
100.050 |
99.050 |
99.250 |
-1.930 |
79 |
661 |
+4 |
May09 |
081106 |
101.535 |
101.700 |
99.750 |
99.830 |
-2.170 |
84 |
966 |
+7 |
Aug09 |
081106 |
101.785 |
102.600 |
101.700 |
101.800 |
-1.900 |
58 |
252 |
+23 |
Sep09 |
081106 |
102.900 |
103.000 |
102.900 |
102.900 |
-0.300 |
0 |
38 |
+0 |
Total Volume and Open Interest |
3,452 |
19,265 |
+178 |
Lean Hogs(CME) |
Dec08 |
081106 |
54.380 |
55.900 |
54.300 |
54.830 |
+0.345 |
12,573 |
69,743 |
-1,272 |
Feb09 |
081106 |
61.000 |
61.500 |
60.500 |
60.600 |
-0.580 |
14,664 |
41,788 |
-135 |
Apr09 |
081106 |
69.350 |
69.350 |
68.330 |
68.680 |
-0.900 |
7,013 |
31,048 |
+21 |
May09 |
081106 |
76.400 |
77.000 |
76.200 |
76.600 |
-0.500 |
27 |
1,199 |
+1 |
Jun09 |
081106 |
79.975 |
80.000 |
79.000 |
79.330 |
-0.970 |
1,307 |
17,491 |
-37 |
Jul09 |
081106 |
79.035 |
79.050 |
78.250 |
78.950 |
-0.800 |
639 |
2,923 |
+281 |
Aug09 |
081106 |
76.900 |
77.000 |
76.300 |
76.700 |
-0.400 |
592 |
2,474 |
+92 |
Oct09 |
081106 |
71.050 |
71.150 |
70.550 |
70.800 |
-0.450 |
149 |
1,423 |
-52 |
Total Volume and Open Interest |
39,282 |
169,707 |
+152 |
Pork Bellies(CME) |
Feb09 |
081106 |
84.500 |
84.500 |
82.950 |
83.800 |
unch |
52 |
827 |
+3 |
Mar09 |
081106 |
83.000 |
83.000 |
83.000 |
83.000 |
unch |
13 |
113 |
+13 |
May09 |
081106 |
18.669 |
18.669 |
18.669 |
18.669 |
+0.200 |
4 |
133 |
+3 |
Jul09 |
081106 |
23.369 |
23.619 |
23.369 |
23.369 |
-0.050 |
3 |
64 |
+2 |
Aug09 |
081106 |
24.719 |
24.719 |
24.719 |
24.719 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
84 |
1,117 |
+55 |
Class III Milk(CME) |
Nov08 |
081106 |
15.31 |
15.38 |
15.24 |
15.26 |
-0.02 |
280 |
4,729 |
-1 |
Dec08 |
081106 |
13.97 |
14.15 |
13.86 |
13.98 |
-0.02 |
128 |
5,325 |
-16 |
Jan09 |
081106 |
13.99 |
14.15 |
13.90 |
13.96 |
-0.05 |
343 |
3,591 |
+37 |
Feb09 |
081106 |
14.13 |
14.20 |
14.03 |
14.04 |
-0.11 |
243 |
3,091 |
+91 |
Mar09 |
081106 |
14.18 |
14.26 |
14.07 |
14.12 |
-0.10 |
253 |
2,709 |
+93 |
Total Volume and Open Interest |
758 |
35,240 |
-14 |
Cocoa(ICE) |
Dec08 |
081106 |
1956 |
1985 |
1903 |
1913 |
-60 |
8,817 |
43,557 |
-506 |
Mar09 |
081106 |
1960 |
1995 |
1925 |
1934 |
-55 |
6,074 |
44,683 |
+1,121 |
May09 |
081106 |
1994 |
2011 |
1943 |
1953 |
-53 |
286 |
17,965 |
+102 |
Jul09 |
081106 |
2010 |
2022 |
1961 |
1973 |
-45 |
174 |
8,813 |
+75 |
Sep09 |
081106 |
2020 |
2036 |
1979 |
1988 |
-44 |
0 |
4,565 |
+0 |
Dec09 |
081106 |
2040 |
2050 |
2000 |
2006 |
-45 |
6 |
6,982 |
+1 |
Mar10 |
081106 |
2014 |
2014 |
2014 |
2014 |
-45 |
0 |
2,372 |
+0 |
Total Volume and Open Interest |
15,671 |
129,961 |
-3,035 |
Coffee "C"(ICE) |
Dec08 |
081106 |
115.70 |
116.25 |
109.35 |
111.00 |
-5.40 |
10,745 |
61,973 |
-1,899 |
Mar09 |
081106 |
120.20 |
121.00 |
114.30 |
115.85 |
-5.40 |
5,384 |
35,905 |
+1,375 |
May09 |
081106 |
123.20 |
123.40 |
117.55 |
118.80 |
-5.45 |
1,272 |
16,087 |
+429 |
Jul09 |
081106 |
126.00 |
126.30 |
120.40 |
121.60 |
-5.45 |
75 |
4,475 |
+51 |
Sep09 |
081106 |
128.00 |
128.00 |
124.20 |
124.20 |
-5.45 |
31 |
2,572 |
-201 |
Dec09 |
081106 |
127.25 |
128.00 |
127.25 |
127.60 |
-5.40 |
6 |
2,613 |
+4 |
Total Volume and Open Interest |
16,417 |
125,623 |
+233 |
Orange Juice(ICE) |
Nov08 |
081106 |
85.60 |
85.60 |
82.70 |
82.70 |
-0.50 |
30 |
146 |
-100 |
Jan09 |
081106 |
86.05 |
86.75 |
84.50 |
84.90 |
-0.50 |
1,189 |
17,742 |
-361 |
Mar09 |
081106 |
89.40 |
89.85 |
88.50 |
88.85 |
-0.50 |
355 |
7,151 |
+74 |
May09 |
081106 |
93.20 |
93.20 |
92.60 |
92.65 |
-0.55 |
61 |
1,890 |
-9 |
Jul09 |
081106 |
96.40 |
96.40 |
96.40 |
96.40 |
-0.65 |
0 |
465 |
+0 |
Sep09 |
081106 |
100.65 |
100.65 |
100.65 |
100.65 |
-0.60 |
0 |
122 |
+0 |
Total Volume and Open Interest |
1,919 |
28,265 |
-232 |
Sugar #11(ICE) |
Mar09 |
081106 |
12.60 |
12.60 |
11.78 |
11.87 |
-0.77 |
36,893 |
272,617 |
+3,121 |
May09 |
081106 |
12.77 |
12.82 |
12.07 |
12.19 |
-0.72 |
7,672 |
97,857 |
+33 |
Jul09 |
081106 |
13.02 |
13.02 |
12.26 |
12.37 |
-0.69 |
6,587 |
104,696 |
+405 |
Oct09 |
081106 |
13.40 |
13.40 |
12.65 |
12.76 |
-0.69 |
2,303 |
69,153 |
+325 |
Mar10 |
081106 |
13.78 |
13.80 |
13.10 |
13.23 |
-0.71 |
1,038 |
42,856 |
-803 |
Total Volume and Open Interest |
72,582 |
634,133 |
-7,466 |
Sugar #14(ICE) |
Jan09 |
081106 |
20.18 |
20.40 |
20.18 |
20.37 |
-0.11 |
8 |
1,574 |
+0 |
Mar09 |
081106 |
20.80 |
21.05 |
20.80 |
21.03 |
-0.07 |
0 |
2,835 |
+0 |
May09 |
081106 |
21.60 |
21.60 |
21.45 |
21.58 |
-0.02 |
0 |
1,993 |
+0 |
Jul09 |
081106 |
21.80 |
21.80 |
21.80 |
21.80 |
+0.10 |
1 |
1,492 |
+0 |
Sep09 |
081106 |
21.84 |
21.90 |
21.84 |
21.87 |
+0.07 |
1 |
769 |
+1 |
Total Volume and Open Interest |
403 |
8,662 |
-576 |
London Cocoa(LCE) |
Dec08 |
081106 |
1270 |
1287 |
1256 |
1260 |
-5 |
3,413 |
73,737 |
+309 |
Mar09 |
081106 |
1280 |
1300 |
1269 |
1273 |
-7 |
4,733 |
58,160 |
+230 |
May09 |
081106 |
1299 |
1308 |
1281 |
1284 |
-7 |
1,168 |
28,438 |
+196 |
Jul09 |
081106 |
1311 |
1317 |
1294 |
1296 |
-6 |
1,107 |
13,691 |
+816 |
Sep09 |
081106 |
1310 |
1320 |
1306 |
1306 |
-6 |
49 |
9,993 |
+44 |
Dec09 |
081106 |
1320 |
1330 |
1316 |
1316 |
-6 |
276 |
4,612 |
+175 |
Mar10 |
081106 |
1326 |
1326 |
1326 |
1326 |
-6 |
279 |
768 |
+200 |
Total Volume and Open Interest |
10,810 |
187,441 |
-1,022 |
London Coffee(LCE) |
Nov08 |
081106 |
1742.00 |
1742.00 |
1698.00 |
1698.00 |
-77.00 |
50 |
606 |
-41 |
Jan09 |
081106 |
1773.00 |
1780.00 |
1720.00 |
1728.00 |
-72.00 |
11,098 |
74,536 |
-237 |
Total Volume and Open Interest |
13,717 |
75,420 |
+1,860 |
London Sugar(LCE) |
Dec08 |
081106 |
343.20 |
344.00 |
325.70 |
327.00 |
-18.40 |
1,432 |
7,219 |
-537 |
Mar09 |
081106 |
350.80 |
350.80 |
331.90 |
333.30 |
-18.40 |
2,402 |
21,668 |
+752 |
May09 |
081106 |
353.20 |
354.50 |
338.50 |
339.90 |
-17.80 |
465 |
8,462 |
+347 |
Aug09 |
081106 |
358.60 |
358.60 |
345.90 |
345.90 |
-18.00 |
43 |
5,955 |
+35 |
Oct09 |
081106 |
352.90 |
352.90 |
352.90 |
352.90 |
-16.20 |
0 |
3,007 |
+0 |
Total Volume and Open Interest |
8,221 |
46,611 |
-798 |
Cotton(ICE) |
Dec08 |
081106 |
44.21 |
44.31 |
42.83 |
42.98 |
-1.33 |
10,535 |
81,880 |
+1,580 |
Mar09 |
081106 |
48.63 |
48.63 |
46.40 |
46.69 |
-1.94 |
4,923 |
54,042 |
+2,826 |
May09 |
081106 |
50.15 |
50.15 |
48.16 |
48.31 |
-1.91 |
325 |
9,664 |
+2 |
Jul09 |
081106 |
51.52 |
51.52 |
49.50 |
49.91 |
-1.95 |
381 |
14,050 |
+109 |
Oct09 |
081106 |
52.88 |
52.88 |
52.88 |
52.88 |
-1.55 |
0 |
111 |
+0 |
Dec09 |
081106 |
56.02 |
56.02 |
54.30 |
54.48 |
-1.83 |
163 |
12,162 |
+114 |
Total Volume and Open Interest |
13,275 |
169,015 |
-427 |
Lumber(CME) |
Nov08 |
081106 |
192.6 |
193.6 |
185.4 |
186.7 |
-8.8 |
453 |
941 |
-187 |
Jan09 |
081106 |
208.8 |
208.8 |
199.9 |
201.3 |
-8.2 |
1,011 |
4,869 |
-144 |
Mar09 |
081106 |
219.7 |
220.0 |
213.2 |
215.6 |
-4.6 |
119 |
1,432 |
+9 |
May09 |
081106 |
235.0 |
235.4 |
231.0 |
235.1 |
-4.7 |
63 |
531 |
+38 |
Total Volume and Open Interest |
1,309 |
8,252 |
-132 |
Crude Oil(NYM) |
Dec08 |
081106 |
65.02 |
65.50 |
60.16 |
60.77 |
-4.53 |
272,470 |
282,403 |
-4,459 |
Jan09 |
081106 |
65.82 |
66.14 |
60.91 |
61.47 |
-4.54 |
63,261 |
130,505 |
+3,995 |
Feb09 |
081106 |
66.81 |
66.81 |
61.83 |
62.36 |
-4.48 |
22,130 |
47,344 |
+958 |
Mar09 |
081106 |
67.60 |
67.60 |
62.80 |
63.33 |
-4.44 |
14,608 |
36,766 |
-232 |
Apr09 |
081106 |
68.45 |
68.54 |
64.02 |
64.29 |
-4.40 |
10,238 |
31,755 |
+473 |
May09 |
081106 |
69.47 |
69.59 |
65.02 |
65.24 |
-4.35 |
10,396 |
24,711 |
+608 |
Jun09 |
081106 |
69.77 |
69.80 |
65.72 |
66.15 |
-4.30 |
13,527 |
94,756 |
-102 |
Jul09 |
081106 |
69.78 |
69.79 |
67.04 |
67.04 |
-4.20 |
2,695 |
21,996 |
-160 |
Aug09 |
081106 |
70.50 |
70.50 |
67.89 |
67.89 |
-4.11 |
966 |
23,031 |
+90 |
Sep09 |
081106 |
71.40 |
71.40 |
68.71 |
68.73 |
-4.02 |
1,332 |
16,527 |
-5 |
Oct09 |
081106 |
72.05 |
72.05 |
69.55 |
69.55 |
-3.94 |
950 |
13,599 |
+427 |
Nov09 |
081106 |
72.61 |
72.61 |
70.33 |
70.33 |
-3.88 |
730 |
12,730 |
+266 |
Dec09 |
081106 |
74.27 |
74.41 |
70.83 |
71.08 |
-3.84 |
14,649 |
98,727 |
+1,181 |
Jan10 |
081106 |
74.87 |
74.89 |
71.76 |
71.76 |
-3.80 |
372 |
15,369 |
+123 |
Feb10 |
081106 |
72.40 |
72.40 |
72.40 |
72.40 |
-3.78 |
140 |
7,334 |
+75 |
Mar10 |
081106 |
73.01 |
73.01 |
73.01 |
73.01 |
-3.77 |
515 |
11,260 |
-66 |
Total Volume and Open Interest |
540,524 |
1,125,366 |
+12,058 |
e-miNY Crude Oil(NYM) |
Nov08 |
081020 |
72.300 |
76.100 |
71.800 |
74.250 |
+2.400 |
8,404 |
5,424 |
-651 |
Dec08 |
081106 |
65.125 |
65.725 |
60.125 |
60.775 |
-4.525 |
15,113 |
8,514 |
-97 |
Jan09 |
081106 |
65.850 |
66.100 |
61.000 |
61.475 |
-4.525 |
623 |
864 |
+11 |
Feb09 |
081106 |
66.675 |
66.700 |
62.000 |
62.350 |
-4.500 |
57 |
121 |
+4 |
Mar09 |
081106 |
66.300 |
66.300 |
63.325 |
63.325 |
-4.450 |
2 |
43 |
+0 |
Apr09 |
081106 |
64.300 |
64.300 |
64.300 |
64.300 |
-4.400 |
1 |
1 |
+0 |
May09 |
081106 |
65.250 |
65.250 |
65.250 |
65.250 |
-4.350 |
0 |
1 |
+0 |
Jun09 |
081106 |
66.150 |
66.150 |
66.150 |
66.150 |
-4.300 |
1 |
1 |
+0 |
Jul09 |
081106 |
67.050 |
67.050 |
67.050 |
67.050 |
-4.200 |
0 |
1 |
+0 |
Aug09 |
081106 |
67.900 |
67.900 |
67.900 |
67.900 |
-4.100 |
1 |
1 |
+0 |
Total Volume and Open Interest |
20,143 |
9,702 |
+194 |
Heating Oil(NYM) |
Dec08 |
081106 |
205.50 |
205.94 |
193.55 |
194.24 |
-11.23 |
30,060 |
51,859 |
-681 |
Jan09 |
081106 |
208.70 |
208.80 |
196.48 |
197.06 |
-11.40 |
8,940 |
37,836 |
+735 |
Feb09 |
081106 |
209.60 |
209.60 |
198.64 |
199.31 |
-11.45 |
2,527 |
20,890 |
+100 |
Mar09 |
081106 |
209.60 |
209.65 |
200.71 |
200.71 |
-11.40 |
1,386 |
16,667 |
+46 |
Apr09 |
081106 |
206.50 |
206.50 |
200.81 |
200.81 |
-11.35 |
1,105 |
8,146 |
+192 |
May09 |
081106 |
210.00 |
210.00 |
201.18 |
201.36 |
-11.25 |
469 |
9,929 |
+52 |
Jun09 |
081106 |
207.80 |
207.80 |
202.36 |
202.36 |
-11.10 |
1,821 |
19,246 |
-321 |
Jul09 |
081106 |
209.90 |
209.90 |
204.26 |
204.26 |
-11.10 |
548 |
4,989 |
+97 |
Aug09 |
081106 |
210.85 |
211.47 |
206.51 |
206.51 |
-11.10 |
201 |
3,010 |
+26 |
Sep09 |
081106 |
214.57 |
214.57 |
208.59 |
208.81 |
-11.15 |
525 |
5,976 |
+32 |
Oct09 |
081106 |
215.60 |
216.51 |
211.51 |
211.51 |
-11.05 |
96 |
1,765 |
+10 |
Nov09 |
081106 |
217.55 |
217.55 |
213.10 |
213.56 |
-11.05 |
87 |
1,482 |
+24 |
Total Volume and Open Interest |
70,602 |
218,817 |
-2,564 |
Gasoline(NYMEX) |
Dec08 |
081106 |
142.51 |
144.00 |
132.35 |
133.60 |
-8.84 |
35,790 |
67,790 |
-864 |
Jan09 |
081106 |
146.00 |
146.80 |
135.50 |
136.95 |
-8.89 |
12,552 |
32,260 |
+1,806 |
Feb09 |
081106 |
149.00 |
149.00 |
138.68 |
140.30 |
-8.99 |
4,029 |
8,918 |
+68 |
Mar09 |
081106 |
149.90 |
149.90 |
142.38 |
143.70 |
-9.09 |
3,858 |
7,627 |
+24 |
Apr09 |
081106 |
165.10 |
165.44 |
159.52 |
159.95 |
-9.29 |
2,637 |
11,523 |
+2 |
May09 |
081106 |
166.00 |
166.00 |
161.50 |
162.15 |
-9.44 |
2,162 |
5,962 |
+22 |
Jun09 |
081106 |
168.51 |
168.51 |
163.63 |
164.35 |
-9.54 |
2,002 |
7,094 |
+164 |
Jul09 |
081106 |
170.30 |
170.30 |
165.60 |
166.30 |
-9.44 |
993 |
1,707 |
+62 |
Aug09 |
081106 |
169.50 |
169.50 |
167.00 |
167.70 |
-9.39 |
491 |
1,745 |
-27 |
Sep09 |
081106 |
170.25 |
170.25 |
168.65 |
168.75 |
-9.29 |
304 |
2,391 |
+74 |
Total Volume and Open Interest |
66,168 |
159,174 |
+1,978 |
e-miNY RBOB Gasoline(NYM) |
Dec08 |
081106 |
133.60 |
133.60 |
133.60 |
133.60 |
-8.84 |
|
|
|
Jan09 |
081106 |
136.95 |
136.95 |
136.95 |
136.95 |
-8.89 |
|
|
|
Feb09 |
081106 |
140.30 |
140.30 |
140.30 |
140.30 |
-8.99 |
|
|
|
Mar09 |
081106 |
143.70 |
143.70 |
143.70 |
143.70 |
-9.09 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
Dec08 |
081106 |
7.260 |
7.343 |
6.857 |
6.979 |
-0.270 |
59,132 |
87,498 |
-4,679 |
Jan09 |
081106 |
7.536 |
7.575 |
7.075 |
7.201 |
-0.290 |
17,669 |
105,769 |
-44 |
Feb09 |
081106 |
7.571 |
7.595 |
7.137 |
7.246 |
-0.298 |
4,979 |
41,621 |
-186 |
Mar09 |
081106 |
7.460 |
7.547 |
7.100 |
7.211 |
-0.268 |
8,700 |
71,377 |
+184 |
Apr09 |
081106 |
7.441 |
7.441 |
7.060 |
7.156 |
-0.233 |
7,842 |
55,653 |
-742 |
May09 |
081106 |
7.475 |
7.475 |
7.119 |
7.209 |
-0.220 |
2,160 |
34,624 |
+78 |
Jun09 |
081106 |
7.537 |
7.542 |
7.285 |
7.329 |
-0.210 |
833 |
21,706 |
+46 |
Jul09 |
081106 |
7.670 |
7.670 |
7.379 |
7.459 |
-0.200 |
834 |
19,704 |
+70 |
Aug09 |
081106 |
7.750 |
7.750 |
7.468 |
7.544 |
-0.200 |
461 |
18,861 |
+33 |
Sep09 |
081106 |
7.760 |
7.760 |
7.519 |
7.576 |
-0.198 |
201 |
16,855 |
+3 |
Oct09 |
081106 |
7.895 |
7.895 |
7.575 |
7.656 |
-0.198 |
1,904 |
31,688 |
+30 |
Nov09 |
081106 |
7.979 |
8.124 |
7.920 |
7.991 |
-0.183 |
174 |
16,436 |
-5 |
Dec09 |
081106 |
8.560 |
8.560 |
8.290 |
8.366 |
-0.178 |
593 |
26,203 |
-71 |
Jan10 |
081106 |
8.810 |
8.810 |
8.535 |
8.611 |
-0.173 |
968 |
17,899 |
+96 |
Feb10 |
081106 |
8.725 |
8.725 |
8.538 |
8.611 |
-0.168 |
38 |
7,938 |
+22 |
Mar10 |
081106 |
8.390 |
8.525 |
8.360 |
8.431 |
-0.168 |
362 |
16,667 |
+85 |
Total Volume and Open Interest |
160,751 |
763,236 |
-4,357 |
Brent Crude Oil(ICE) |
Dec08 |
081106 |
61.56 |
62.00 |
56.44 |
57.43 |
-4.44 |
130,456 |
79,472 |
-6,132 |
Jan09 |
081106 |
63.51 |
63.83 |
58.50 |
59.51 |
-4.32 |
88,336 |
124,973 |
+4,448 |
Feb09 |
081106 |
65.21 |
65.56 |
60.33 |
61.34 |
-4.23 |
39,264 |
51,716 |
+7,854 |
Mar09 |
081106 |
66.12 |
67.06 |
62.08 |
62.90 |
-4.18 |
18,114 |
29,192 |
+665 |
Apr09 |
081106 |
67.52 |
68.44 |
63.51 |
64.32 |
-4.15 |
8,805 |
18,086 |
-126 |
May09 |
081106 |
68.47 |
69.70 |
65.00 |
65.63 |
-4.12 |
6,936 |
16,515 |
+458 |
Jun09 |
081106 |
69.65 |
70.88 |
66.08 |
66.87 |
-4.05 |
11,619 |
34,587 |
-673 |
Jul09 |
081106 |
71.25 |
71.25 |
67.66 |
68.08 |
-3.96 |
4,631 |
12,110 |
+1,447 |
Aug09 |
081106 |
72.25 |
72.25 |
69.22 |
69.22 |
-3.89 |
0 |
10,516 |
+47 |
Sep09 |
081106 |
72.29 |
72.29 |
70.23 |
70.23 |
-3.79 |
0 |
8,486 |
+185 |
Oct09 |
081106 |
71.08 |
71.08 |
71.08 |
71.08 |
-3.74 |
0 |
6,746 |
+146 |
Nov09 |
081106 |
71.78 |
71.78 |
71.78 |
71.78 |
-3.67 |
0 |
9,724 |
+203 |
Dec09 |
081106 |
75.33 |
75.85 |
71.98 |
72.47 |
-3.63 |
11,666 |
55,767 |
-332 |
Jan10 |
081106 |
73.18 |
73.18 |
73.18 |
73.18 |
-3.57 |
0 |
8,470 |
+149 |
Total Volume and Open Interest |
245,687 |
540,795 |
-4,501 |
Gas Oil(ICE) |
Nov08 |
081106 |
644.75 |
649.50 |
616.00 |
618.50 |
-33.00 |
20,382 |
25,129 |
-2,891 |
Dec08 |
081106 |
654.75 |
654.75 |
613.25 |
616.00 |
-34.25 |
38,619 |
80,226 |
+1,266 |
Jan09 |
081106 |
647.50 |
655.00 |
619.75 |
622.25 |
-35.25 |
14,505 |
47,666 |
-1,334 |
Feb09 |
081106 |
647.00 |
662.75 |
627.00 |
629.50 |
-35.50 |
4,456 |
25,035 |
+1,007 |
Mar09 |
081106 |
656.25 |
670.25 |
634.25 |
636.75 |
-35.75 |
2,677 |
15,634 |
-153 |
Apr09 |
081106 |
663.25 |
676.00 |
641.50 |
644.00 |
-35.75 |
1,909 |
14,658 |
+355 |
May09 |
081106 |
670.25 |
683.25 |
649.00 |
651.50 |
-35.50 |
1,003 |
15,572 |
-22 |
Jun09 |
081106 |
676.50 |
690.75 |
655.75 |
658.00 |
-35.75 |
2,093 |
36,827 |
+343 |
Jul09 |
081106 |
685.75 |
693.50 |
667.75 |
667.75 |
-35.75 |
288 |
8,950 |
+86 |
Aug09 |
081106 |
694.25 |
702.00 |
677.00 |
677.00 |
-35.50 |
160 |
6,974 |
+19 |
Total Volume and Open Interest |
89,220 |
356,132 |
-999 |
Ethanol(CBOT) |
Nov08 |
081105 |
1.765 |
1.879 |
1.765 |
1.879 |
+0.036 |
13 |
100 |
-33 |
Dec08 |
081106 |
1.730 |
1.739 |
1.720 |
1.733 |
-0.035 |
30 |
371 |
+2 |
Jan09 |
081106 |
1.750 |
1.750 |
1.740 |
1.740 |
-0.045 |
17 |
432 |
+2 |
Feb09 |
081106 |
1.740 |
1.740 |
1.739 |
1.740 |
-0.041 |
2 |
207 |
-2 |
Mar09 |
081106 |
1.740 |
1.740 |
1.740 |
1.740 |
-0.040 |
3 |
262 |
+5 |
Apr09 |
081106 |
1.748 |
1.748 |
1.740 |
1.744 |
-0.060 |
2 |
321 |
+7 |
May09 |
081106 |
1.730 |
1.760 |
1.730 |
1.760 |
-0.030 |
5 |
169 |
+5 |
Jun09 |
081106 |
1.760 |
1.760 |
1.760 |
1.760 |
-0.030 |
0 |
172 |
+0 |
Total Volume and Open Interest |
161 |
3,028 |
-53 |
US Dollar Index(ICE) |
Dec08 |
081106 |
85.600 |
86.885 |
85.410 |
86.460 |
+1.330 |
3,432 |
36,600 |
+548 |
Mar09 |
081106 |
86.880 |
87.315 |
86.685 |
87.180 |
+1.250 |
8 |
2,172 |
-3 |
Jun09 |
081106 |
87.900 |
87.900 |
87.900 |
87.900 |
+1.400 |
20 |
81 |
+10 |
Total Volume and Open Interest |
5,215 |
38,298 |
-770 |
Australian Dollar(CME) |
Dec08 |
081106 |
67.49 |
68.80 |
66.15 |
66.81 |
-2.17 |
2,787 |
65,100 |
-1,004 |
Mar09 |
081106 |
66.52 |
68.62 |
65.87 |
66.45 |
-2.17 |
500 |
953 |
+168 |
Jun09 |
081106 |
66.15 |
68.30 |
66.15 |
66.15 |
-2.15 |
0 |
304 |
+0 |
Total Volume and Open Interest |
26,999 |
67,221 |
+815 |
British Pound(CME) |
Dec08 |
081106 |
158.55 |
160.18 |
155.42 |
157.27 |
-2.04 |
601 |
106,311 |
-4,882 |
Mar09 |
081106 |
157.61 |
159.57 |
155.28 |
156.80 |
-1.85 |
0 |
3,267 |
+13 |
Jun09 |
081106 |
156.54 |
158.78 |
155.50 |
156.54 |
-1.77 |
0 |
1,168 |
-3 |
Total Volume and Open Interest |
63,578 |
115,633 |
-719 |
Canadian Dollar(CME) |
Dec08 |
081106 |
85.44 |
86.07 |
83.36 |
84.10 |
-1.84 |
797 |
97,327 |
-1,567 |
Mar09 |
081106 |
85.53 |
86.03 |
83.67 |
84.16 |
-1.83 |
300 |
4,876 |
+42 |
Jun09 |
081106 |
85.66 |
86.12 |
84.03 |
84.29 |
-1.83 |
65 |
1,719 |
+66 |
Sep09 |
081106 |
84.40 |
86.14 |
84.38 |
84.40 |
-1.74 |
0 |
1,667 |
+0 |
Total Volume and Open Interest |
40,970 |
107,666 |
-643 |
Japanese Yen(CME) |
Dec08 |
081106 |
102.14 |
102.69 |
101.18 |
102.38 |
+1.20 |
66 |
120,717 |
-1,050 |
Mar09 |
081106 |
102.28 |
103.10 |
101.51 |
102.73 |
+1.22 |
0 |
1,540 |
+334 |
Jun09 |
081106 |
103.13 |
103.13 |
101.89 |
103.13 |
+1.24 |
0 |
3,661 |
+0 |
Total Volume and Open Interest |
94,791 |
126,645 |
-5,358 |
Swiss Franc(CME) |
Dec08 |
081106 |
86.35 |
86.43 |
83.03 |
85.07 |
-1.13 |
101 |
39,819 |
-88 |
Mar09 |
081106 |
86.07 |
86.30 |
83.33 |
85.21 |
-1.09 |
20 |
1,169 |
+2 |
Jun09 |
081106 |
85.34 |
86.39 |
85.17 |
85.34 |
-1.05 |
0 |
290 |
+0 |
Total Volume and Open Interest |
36,141 |
41,372 |
+748 |
EuroFX(CME) |
Dec08 |
081106 |
129.13 |
129.36 |
126.58 |
127.16 |
-2.56 |
4,832 |
143,112 |
+2,118 |
Mar09 |
081106 |
128.24 |
128.80 |
126.52 |
126.89 |
-2.50 |
0 |
26,221 |
+33 |
Jun09 |
081106 |
126.76 |
129.26 |
126.69 |
126.76 |
-2.50 |
0 |
628 |
-400 |
Total Volume and Open Interest |
226,615 |
169,595 |
-3,446 |
Mexican Peso(CME) |
Nov08 |
081106 |
767.0 |
789.8 |
767.0 |
767.0 |
-22.8 |
|
|
|
Dec08 |
081106 |
784.2 |
784.2 |
751.2 |
763.0 |
-22.8 |
3,407 |
42,100 |
-1,203 |
Total Volume and Open Interest |
4,927 |
43,776 |
-575 |
30-Year T-Bonds(CBOT) |
Dec08 |
081106 |
116~240 |
117~070 |
115~200 |
116~255 |
+0~055 |
212,410 |
715,476 |
+1,480 |
Mar09 |
081106 |
115~200 |
115~240 |
114~075 |
115~145 |
+0~065 |
2,754 |
11,079 |
+1,326 |
Jun09 |
081106 |
114~140 |
114~140 |
114~070 |
114~140 |
+0~070 |
0 |
12 |
+0 |
Total Volume and Open Interest |
155,149 |
723,765 |
-4,308 |
10-Year T-Notes(CBOT) |
Dec08 |
081106 |
115~120 |
115~310 |
114~235 |
115~145 |
unch |
534,388 |
1,243,676 |
+6,460 |
Mar09 |
081106 |
113~160 |
113~160 |
112~175 |
113~035 |
-0~025 |
4,018 |
6,133 |
+1,882 |
Jun09 |
081106 |
112~035 |
112~060 |
112~035 |
112~035 |
-0~025 |
|
|
|
Total Volume and Open Interest |
454,148 |
1,241,467 |
-21,153 |
5-Year T-Notes(CBOT) |
Dec08 |
081106 |
115~055 |
115~110 |
115~014 |
115~083 |
+0~027 |
273,641 |
0 |
+0 |
Mar09 |
081106 |
113~046 |
113~049 |
112~126 |
113~049 |
+0~023 |
1,560 |
0 |
+0 |
Jun09 |
081106 |
113~049 |
113~049 |
113~027 |
113~049 |
+0~023 |
|
|
|
Total Volume and Open Interest |
404,989 |
1,344,614 |
+4,270 |
2 Year T-Notes(CBOT) |
Dec08 |
081106 |
107~127 |
108~022 |
107~125 |
108~014 |
+0~014 |
1,036 |
697,695 |
-8,402 |
Mar09 |
081106 |
107~033 |
107~033 |
107~019 |
107~033 |
+0~015 |
0 |
663 |
+549 |
Jun09 |
081106 |
107~033 |
107~033 |
107~019 |
107~033 |
+0~015 |
|
|
|
Total Volume and Open Interest |
139,716 |
706,211 |
-1,737 |
Eurodollars(CME) |
Dec08 |
081106 |
97.970 |
98.065 |
97.930 |
97.980 |
+0.015 |
5,856 |
1,556,541 |
-24,615 |
Mar09 |
081106 |
98.050 |
98.170 |
98.035 |
98.095 |
+0.035 |
5,333 |
1,252,406 |
-6,654 |
Jun09 |
081106 |
97.950 |
98.070 |
97.920 |
98.005 |
+0.055 |
4,506 |
979,635 |
-6,754 |
Sep09 |
081106 |
97.790 |
97.910 |
97.760 |
97.850 |
+0.055 |
5,407 |
884,561 |
-3,497 |
Dec09 |
081106 |
97.565 |
97.675 |
97.520 |
97.610 |
+0.045 |
6,310 |
776,007 |
-1,876 |
Mar10 |
081106 |
97.435 |
97.540 |
97.385 |
97.465 |
+0.020 |
4,680 |
592,918 |
-1,157 |
Jun10 |
081106 |
97.180 |
97.265 |
97.110 |
97.190 |
+0.005 |
3,550 |
373,084 |
-5,653 |
Sep10 |
081106 |
96.840 |
96.940 |
96.770 |
96.840 |
-0.015 |
3,625 |
332,209 |
-4,905 |
Dec10 |
081106 |
96.475 |
96.525 |
96.340 |
96.410 |
-0.035 |
1,926 |
223,310 |
-305 |
Mar11 |
081106 |
96.190 |
96.235 |
96.055 |
96.120 |
-0.050 |
1,311 |
182,150 |
-1,908 |
Jun11 |
081106 |
95.940 |
96.005 |
95.800 |
95.865 |
-0.050 |
1,304 |
186,546 |
-1,394 |
Sep11 |
081106 |
95.725 |
95.825 |
95.615 |
95.680 |
-0.050 |
2,551 |
121,890 |
-2,047 |
Dec11 |
081106 |
95.600 |
95.620 |
95.460 |
95.520 |
-0.050 |
2,197 |
95,161 |
+406 |
Mar12 |
081106 |
95.555 |
95.620 |
95.420 |
95.490 |
-0.050 |
5,009 |
100,014 |
+1,733 |
Jun12 |
081106 |
95.475 |
95.500 |
95.325 |
95.390 |
-0.050 |
752 |
73,017 |
-352 |
Sep12 |
081106 |
95.425 |
95.425 |
95.250 |
95.315 |
-0.050 |
1,833 |
59,125 |
+187 |
Dec12 |
081106 |
95.310 |
95.310 |
95.140 |
95.200 |
-0.045 |
995 |
55,433 |
+478 |
Mar13 |
081106 |
95.290 |
95.290 |
95.125 |
95.185 |
-0.045 |
529 |
48,663 |
-202 |
Total Volume and Open Interest |
1,393,515 |
8,252,139 |
-15,152 |
30 Day Federal Funds(CBOT) |
Nov08 |
081106 |
99.480 |
99.540 |
99.457 |
99.525 |
+0.068 |
675 |
97,197 |
-10,073 |
Dec08 |
081106 |
99.490 |
99.545 |
99.490 |
99.525 |
+0.035 |
851 |
72,462 |
-749 |
Jan09 |
081106 |
99.375 |
99.430 |
99.375 |
99.395 |
+0.020 |
0 |
68,105 |
-3,140 |
Feb09 |
081106 |
99.315 |
99.360 |
99.295 |
99.320 |
+0.025 |
0 |
68,916 |
-964 |
Mar09 |
081106 |
99.260 |
99.305 |
99.230 |
99.255 |
+0.010 |
23 |
41,720 |
+323 |
Apr09 |
081106 |
99.205 |
99.255 |
99.170 |
99.205 |
unch |
0 |
33,792 |
-1,566 |
Total Volume and Open Interest |
55,144 |
488,051 |
-1,575 |
30 Day Fed Funds(e-CBOT) |
Nov08 |
081106 |
99.480 |
99.540 |
99.463 |
99.525 |
+0.055 |
16,397 |
97,197 |
-10,073 |
Dec08 |
081106 |
99.490 |
99.545 |
99.490 |
99.525 |
+0.050 |
16,778 |
72,462 |
-749 |
Jan09 |
081106 |
99.375 |
99.430 |
99.375 |
99.395 |
+0.035 |
15,982 |
68,105 |
-3,140 |
Feb09 |
081106 |
99.315 |
99.360 |
99.295 |
99.320 |
+0.040 |
13,188 |
68,916 |
-964 |
Mar09 |
081106 |
99.260 |
99.305 |
99.230 |
99.255 |
unch |
9,667 |
41,720 |
+323 |
Apr09 |
081106 |
99.205 |
99.255 |
99.170 |
99.205 |
+0.015 |
6,234 |
33,792 |
-1,566 |
Total Volume and Open Interest |
89,459 |
468,802 |
-19,249 |
3-Mth Euro-Yen(CME) |
Dec08 |
081106 |
99.26 |
99.26 |
99.26 |
99.26 |
unch |
66 |
3,732 |
+0 |
Mar09 |
081106 |
99.35 |
99.35 |
99.35 |
99.35 |
unch |
250 |
4,874 |
+250 |
Jun09 |
081106 |
99.38 |
99.38 |
99.38 |
99.38 |
unch |
0 |
928 |
+0 |
Sep09 |
081106 |
99.33 |
99.33 |
99.33 |
99.33 |
unch |
0 |
480 |
+0 |
Dec09 |
081106 |
99.30 |
99.30 |
99.30 |
99.30 |
unch |
0 |
100 |
+0 |
Mar10 |
081106 |
99.19 |
99.19 |
99.19 |
99.19 |
unch |
|
|
|
Jun10 |
081106 |
99.14 |
99.14 |
99.14 |
99.14 |
unch |
|
|
|
Sep10 |
081106 |
99.09 |
99.09 |
99.09 |
99.09 |
unch |
|
|
|
Dec10 |
081106 |
99.11 |
99.11 |
99.11 |
99.11 |
+0.01 |
|
|
|
Mar11 |
081106 |
99.02 |
99.02 |
99.02 |
99.02 |
unch |
|
|
|
Total Volume and Open Interest |
316 |
10,114 |
+250 |
3-Mth Euro-Yen(SGX) |
Dec08 |
081106 |
99.26 |
99.26 |
99.25 |
99.26 |
unch |
1,140 |
21,097 |
-108 |
Mar09 |
081106 |
99.35 |
99.36 |
99.35 |
99.35 |
+0.01 |
1,200 |
10,739 |
-887 |
Jun09 |
081106 |
99.37 |
99.39 |
99.36 |
99.37 |
+0.01 |
1,345 |
6,111 |
-928 |
Sep09 |
081106 |
99.36 |
99.38 |
99.32 |
99.32 |
+0.00 |
121 |
2,838 |
+0 |
Dec09 |
081106 |
99.31 |
99.31 |
99.29 |
99.29 |
+0.00 |
236 |
961 |
-10 |
Mar10 |
081106 |
99.25 |
99.25 |
99.18 |
99.18 |
+0.00 |
0 |
622 |
+0 |
Jun10 |
081106 |
99.13 |
99.13 |
99.13 |
99.13 |
+0.00 |
248 |
513 |
+63 |
Sep10 |
081106 |
99.08 |
99.08 |
99.08 |
99.08 |
+0.00 |
0 |
252 |
+0 |
Total Volume and Open Interest |
4,588 |
49,013 |
-146 |
Japanese Gov't Bonds(SGX) |
Dec08 |
081031 |
137.71 |
138.44 |
136.92 |
137.73 |
-0.12 |
2,075 |
9,619 |
+302 |
Mar09 |
081106 |
137.84 |
137.84 |
137.84 |
137.84 |
+0.65 |
|
|
|
Jun09 |
081106 |
137.84 |
137.84 |
137.84 |
137.84 |
+0.65 |
|
|
|
Total Volume and Open Interest |
1,933 |
9,414 |
+684 |
Euro-Bund(EUREX) |
Dec08 |
081105 |
116.84 |
117.12 |
116.01 |
117.07 |
+0.39 |
492,745 |
993,122 |
-64,261 |
Mar09 |
081105 |
117.00 |
117.26 |
116.46 |
117.26 |
+0.42 |
853 |
4,583 |
+676 |
Jun09 |
081105 |
117.97 |
117.97 |
117.97 |
117.97 |
+0.39 |
|
|
|
Total Volume and Open Interest |
493,598 |
997,705 |
-63,585 |
Euro-Bobl(EUREX) |
Dec08 |
081106 |
112.78 |
113.65 |
112.61 |
113.32 |
+2.87 |
589,832 |
1,044,533 |
-10,888 |
Mar09 |
081106 |
113.13 |
113.13 |
113.13 |
113.13 |
+0.48 |
369 |
1,983 |
-165 |
Jun09 |
081106 |
113.72 |
113.72 |
113.72 |
113.72 |
+0.48 |
|
|
|
Total Volume and Open Interest |
336,548 |
1,008,839 |
+10,393 |
3-Mth Euribor(EUREX) |
Dec08 |
081105 |
96.290 |
96.290 |
96.230 |
96.265 |
+0.240 |
437 |
18,084 |
+428 |
Mar09 |
081105 |
96.820 |
96.825 |
96.745 |
96.780 |
-0.005 |
31 |
5,234 |
-15 |
Jun09 |
081105 |
97.105 |
97.115 |
96.995 |
97.055 |
-0.005 |
45 |
2,878 |
-45 |
Total Volume and Open Interest |
804 |
36,691 |
-709 |
Long Gilt(LIFFE) |
Dec08 |
081106 |
112~04 |
113~11 |
111~26 |
112~28 |
+0~24 |
80,029 |
320,685 |
+1,856 |
Mar09 |
081106 |
112~10 |
112~10 |
112~10 |
112~10 |
+0~24 |
|
|
|
Total Volume and Open Interest |
78,406 |
318,829 |
+1,780 |
3-Mth Short Sterling(LIFFE) |
Dec08 |
081106 |
95.92 |
96.40 |
95.88 |
96.32 |
+0.44 |
45,998 |
407,961 |
+1,269 |
Mar09 |
081106 |
96.85 |
97.43 |
96.82 |
97.26 |
+0.43 |
45,649 |
419,489 |
-902 |
Jun09 |
081106 |
97.05 |
97.48 |
97.00 |
97.33 |
+0.31 |
48,731 |
289,774 |
-9,043 |
Sep09 |
081106 |
96.94 |
97.39 |
96.90 |
97.17 |
+0.25 |
35,965 |
208,112 |
-3,724 |
Dec09 |
081106 |
96.70 |
97.14 |
96.66 |
96.89 |
+0.21 |
40,992 |
235,874 |
+678 |
Mar10 |
081106 |
96.51 |
96.94 |
96.47 |
96.68 |
+0.18 |
23,198 |
151,046 |
-2,358 |
Total Volume and Open Interest |
279,752 |
1,940,460 |
-9,314 |
3-Mth Euribor(LIFFE) |
Dec08 |
081106 |
96.275 |
96.625 |
96.270 |
96.325 |
+0.060 |
91,557 |
703,937 |
-845 |
Mar09 |
081106 |
96.790 |
97.125 |
96.790 |
96.955 |
+0.175 |
72,470 |
598,321 |
+1,352 |
Jun09 |
081106 |
97.065 |
97.395 |
96.910 |
97.225 |
+0.170 |
75,945 |
475,900 |
+3,171 |
Total Volume and Open Interest |
490,497 |
3,375,382 |
+16,900 |
3-Mth Aus T-Bills(SFE) |
Dec08 |
081106 |
95.56 |
95.65 |
95.53 |
95.64 |
+0.06 |
8,479 |
724,366 |
-2,194 |
Mar09 |
081106 |
96.08 |
96.21 |
96.01 |
96.20 |
+0.13 |
15,405 |
304,711 |
+4,891 |
Jun09 |
081106 |
96.02 |
96.20 |
95.94 |
96.19 |
+0.16 |
4,173 |
176,874 |
+1,840 |
Sep09 |
081106 |
95.66 |
95.85 |
95.63 |
95.84 |
+0.15 |
3,825 |
116,304 |
+1,067 |
Dec09 |
081106 |
95.30 |
95.35 |
95.11 |
95.35 |
+0.11 |
2,309 |
79,910 |
+1,169 |
Mar10 |
081106 |
94.75 |
94.88 |
94.66 |
94.87 |
+0.06 |
2,775 |
35,652 |
+1,593 |
Jun10 |
081106 |
94.38 |
94.51 |
94.35 |
94.51 |
+0.06 |
1,508 |
30,433 |
+559 |
Sep10 |
081106 |
94.11 |
94.24 |
94.11 |
94.24 |
+0.03 |
1,080 |
14,914 |
+414 |
Dec10 |
081106 |
93.99 |
94.05 |
93.99 |
94.05 |
+0.06 |
246 |
3,175 |
-94 |
Mar11 |
081106 |
93.87 |
93.90 |
93.86 |
93.90 |
+0.08 |
23 |
964 |
+7 |
Total Volume and Open Interest |
46,451 |
1,488,302 |
+9,252 |
10-Year Aus T-Bonds(SFE) |
Dec08 |
081106 |
94.75 |
94.85 |
94.74 |
94.85 |
+0.19 |
20,209 |
341,962 |
+4,368 |
Mar09 |
081106 |
94.79 |
94.79 |
94.79 |
94.79 |
+0.19 |
|
|
|
Total Volume and Open Interest |
26,790 |
341,962 |
+4,368 |
3-Year Aus T-Bonds(SFE) |
Dec08 |
081106 |
95.70 |
95.83 |
95.68 |
95.83 |
+0.19 |
38,147 |
549,227 |
+2,636 |
Mar09 |
081106 |
95.62 |
95.62 |
95.62 |
95.62 |
+0.19 |
|
|
|
Total Volume and Open Interest |
49,032 |
549,227 |
+2,636 |
Gold(CMX) |
Dec08 |
081106 |
738.4 |
761.3 |
727.5 |
732.2 |
-10.2 |
112,651 |
178,605 |
-3,378 |
Feb09 |
081106 |
742.1 |
762.4 |
729.7 |
733.9 |
-10.1 |
6,187 |
33,550 |
+571 |
Apr09 |
081106 |
744.3 |
760.3 |
735.6 |
735.8 |
-10.1 |
672 |
20,229 |
+605 |
Jun09 |
081106 |
755.7 |
764.0 |
735.0 |
737.8 |
-10.1 |
1,239 |
18,321 |
+108 |
Aug09 |
081106 |
740.1 |
740.1 |
740.1 |
740.1 |
-10.1 |
300 |
12,464 |
+31 |
Oct09 |
081106 |
742.5 |
742.5 |
742.5 |
742.5 |
-10.2 |
242 |
3,075 |
+60 |
Dec09 |
081106 |
756.0 |
765.0 |
743.3 |
745.0 |
-10.4 |
590 |
11,637 |
+281 |
Feb10 |
081106 |
747.5 |
747.5 |
747.5 |
747.5 |
-10.5 |
14 |
696 |
+0 |
Apr10 |
081106 |
750.0 |
750.0 |
750.0 |
750.0 |
-10.6 |
10 |
35 |
+0 |
Jun10 |
081106 |
752.5 |
752.5 |
752.5 |
752.5 |
-10.7 |
175 |
5,350 |
+36 |
Aug10 |
081106 |
755.1 |
755.1 |
755.1 |
755.1 |
-10.7 |
100 |
100 |
+0 |
Total Volume and Open Interest |
123,176 |
303,908 |
-1,036 |
Silver(CMX) |
Dec08 |
081106 |
1027.0 |
1080.0 |
985.0 |
1005.5 |
-40.0 |
24,933 |
47,424 |
-1,670 |
Mar09 |
081106 |
1028.0 |
1077.5 |
991.5 |
1008.3 |
-39.7 |
3,340 |
18,260 |
+1,290 |
May09 |
081106 |
1072.0 |
1072.0 |
1010.4 |
1010.4 |
-39.6 |
227 |
6,177 |
+67 |
Jul09 |
081106 |
1054.0 |
1054.0 |
1011.5 |
1012.3 |
-38.8 |
143 |
6,692 |
+19 |
Sep09 |
081106 |
1053.0 |
1053.0 |
1012.0 |
1014.2 |
-38.2 |
2 |
2,859 |
+0 |
Dec09 |
081106 |
1050.0 |
1056.0 |
1015.0 |
1017.1 |
-37.5 |
169 |
3,458 |
-156 |
Mar10 |
081106 |
1045.0 |
1045.0 |
1021.8 |
1021.8 |
-36.3 |
202 |
565 |
+0 |
Total Volume and Open Interest |
25,692 |
94,365 |
+1,095 |
Platinum(NYMEX) |
Jan09 |
081106 |
871.1 |
879.9 |
833.2 |
838.3 |
-41.7 |
2,290 |
15,287 |
+44 |
Apr09 |
081106 |
852.2 |
882.9 |
840.0 |
843.8 |
-41.7 |
25 |
538 |
+20 |
Total Volume and Open Interest |
1,759 |
15,761 |
+331 |
Palladium(NYMEX) |
Dec08 |
081106 |
218.50 |
238.30 |
214.10 |
222.60 |
+3.60 |
1,453 |
10,819 |
-313 |
Mar09 |
081106 |
220.25 |
238.60 |
215.65 |
224.35 |
+3.60 |
574 |
2,855 |
+525 |
Jun09 |
081106 |
236.00 |
236.00 |
226.35 |
226.35 |
+3.60 |
3 |
8 |
+0 |
Total Volume and Open Interest |
1,106 |
13,470 |
+13 |
Copper(CMX) |
Dec08 |
081106 |
181.80 |
182.10 |
170.50 |
172.55 |
-9.35 |
19,528 |
38,785 |
-1,622 |
Mar09 |
081106 |
180.85 |
182.00 |
170.75 |
172.35 |
-9.60 |
8,415 |
22,393 |
+1,595 |
May09 |
081106 |
177.20 |
180.25 |
173.30 |
173.40 |
-9.45 |
359 |
2,448 |
-33 |
Jul09 |
081106 |
181.55 |
181.55 |
173.50 |
174.45 |
-9.30 |
171 |
1,621 |
+32 |
Sep09 |
081106 |
179.00 |
179.00 |
175.50 |
175.50 |
-9.25 |
17 |
1,400 |
-9 |
Total Volume and Open Interest |
15,429 |
77,976 |
-891 |
Aluminum(CMX) |
Nov08 |
081106 |
0.93 |
0.93 |
0.93 |
0.93 |
-94.57 |
|
|
|
Dec08 |
081106 |
0.94 |
0.94 |
0.94 |
0.94 |
-95.31 |
|
|
|
Jan09 |
081106 |
0.95 |
0.95 |
0.95 |
0.95 |
-96.05 |
|
|
|
Feb09 |
081106 |
0.95 |
0.95 |
0.95 |
0.95 |
-96.80 |
|
|
|
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 |
081106 |
9174 |
9175 |
8615 |
8700 |
-475 |
1,033 |
26,639 |
-46 |
Mar09 |
081106 |
8960 |
8960 |
8600 |
8669 |
-481 |
10 |
152 |
+14 |
Jun09 |
081106 |
8644 |
9129 |
8644 |
8644 |
-485 |
|
|
|
Sep09 |
081106 |
8618 |
9102 |
8618 |
8618 |
-484 |
|
|
|
Total Volume and Open Interest |
2,052 |
26,823 |
+483 |
S & P 500(CME) |
Dec08 |
081106 |
957.80 |
957.80 |
897.00 |
904.50 |
-53.50 |
28,940 |
603,584 |
+4,255 |
Mar09 |
081106 |
946.00 |
946.00 |
894.60 |
902.80 |
-53.80 |
4,010 |
12,769 |
+3,033 |
Jun09 |
081106 |
902.60 |
948.40 |
894.40 |
902.60 |
-53.80 |
4,000 |
8,010 |
+3,000 |
Sep09 |
081106 |
901.10 |
947.40 |
893.40 |
901.10 |
-54.30 |
0 |
968 |
+0 |
Total Volume and Open Interest |
39,358 |
615,058 |
+1,884 |
S & P 500 E-Mini(Globex) |
Dec08 |
081106 |
957.50 |
958.00 |
897.00 |
904.50 |
-42.25 |
2,738,398 |
2,817,648 |
+17,273 |
Mar09 |
081106 |
948.50 |
955.75 |
896.00 |
902.75 |
-40.75 |
1,716 |
84,502 |
+647 |
Total Volume and Open Interest |
2,330,134 |
2,889,849 |
-6,807 |
NASDAQ 100(CME) |
Dec08 |
081106 |
1304.00 |
1304.80 |
1236.00 |
1240.50 |
-65.80 |
3,120 |
30,610 |
-67 |
Mar09 |
081106 |
1243.00 |
1246.30 |
1243.00 |
1243.00 |
-65.80 |
3 |
10 |
+3 |
Jun09 |
081106 |
1245.50 |
1249.00 |
1245.50 |
1245.50 |
-66.00 |
0 |
5 |
+0 |
Total Volume and Open Interest |
3,465 |
30,689 |
+901 |
NASDAQ 100 E-Mini(Globex) |
Dec08 |
081106 |
1304.80 |
1305.80 |
1235.00 |
1240.50 |
-35.50 |
372,652 |
349,198 |
-1,497 |
Mar09 |
081106 |
1300.00 |
1300.00 |
1238.30 |
1243.00 |
-35.50 |
78 |
483 |
-6 |
Total Volume and Open Interest |
323,274 |
352,786 |
+9,249 |
S & P Midcap 400(CME) |
Dec08 |
081106 |
548.00 |
551.00 |
524.00 |
527.70 |
-26.70 |
208 |
7,037 |
-32 |
Mar09 |
081106 |
528.20 |
528.20 |
527.90 |
528.20 |
-26.70 |
|
|
|
Jun09 |
081106 |
536.50 |
536.50 |
536.20 |
536.50 |
-26.70 |
|
|
|
Total Volume and Open Interest |
128 |
7,069 |
+12 |
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 |
081106 |
8985 |
9085 |
8775 |
8870 |
-680 |
110,542 |
236,522 |
+968 |
Mar09 |
081106 |
8850 |
8905 |
8800 |
8905 |
-620 |
16 |
1,233 |
-21 |
Total Volume and Open Interest |
110,708 |
240,271 |
+1,081 |
Nikkei 225(SGX) |
Dec08 |
081106 |
8985 |
9085 |
8775 |
8870 |
-680 |
110,542 |
236,522 |
+968 |
Mar09 |
081106 |
8850 |
8905 |
8800 |
8905 |
-620 |
16 |
1,233 |
-21 |
Jun09 |
081106 |
8820 |
8820 |
8820 |
8820 |
-625 |
0 |
168 |
+0 |
Total Volume and Open Interest |
110,708 |
240,271 |
+1,081 |
CAC 40(EURONEXT) |
Nov08 |
081106 |
3505.5 |
3565.5 |
3358.5 |
3380.0 |
-227.0 |
132,715 |
496,475 |
-619 |
Dec08 |
081106 |
3491.0 |
3562.5 |
3370.5 |
3378.0 |
-227.5 |
3,728 |
39,182 |
+1,391 |
Jan09 |
081106 |
3500.0 |
3568.0 |
3380.5 |
3388.0 |
-228.0 |
120 |
238 |
+19 |
Total Volume and Open Interest |
151,414 |
538,573 |
+1,270 |
Hang Seng Index(HKFE) |
Nov08 |
081106 |
14030 |
14079 |
13581 |
13730 |
-1043 |
8,456 |
9,915 |
+3,020 |
Dec08 |
081106 |
14120 |
14120 |
13630 |
13781 |
-1015 |
71 |
53 |
-97 |
Total Volume and Open Interest |
8,533 |
9,980 |
+2,894 |
DAX(EUREX) |
Dec08 |
081106 |
5037.0 |
5094.0 |
4699.0 |
4822.5 |
-375.0 |
168,175 |
216,750 |
+5,553 |
Mar09 |
081106 |
5070.0 |
5108.0 |
4735.0 |
4855.5 |
-380.0 |
1,406 |
12,852 |
+315 |
Jun09 |
081106 |
5097.5 |
5146.0 |
4793.0 |
4889.5 |
-385.5 |
361 |
2,774 |
+116 |
Total Volume and Open Interest |
169,942 |
232,376 |
+9,483 |
FT-SE 100(EURONEXT) |
Dec08 |
081106 |
4377.50 |
4475.00 |
4189.50 |
4267.00 |
-268.50 |
150,591 |
681,305 |
+8,617 |
Mar09 |
081106 |
4334.50 |
4452.50 |
4216.50 |
4253.50 |
-275.50 |
26 |
9,042 |
+19 |
Jun09 |
081106 |
4237.00 |
4237.00 |
4237.00 |
4237.00 |
-282.50 |
0 |
75 |
+0 |
Total Volume and Open Interest |
172,194 |
681,786 |
+7,039 |
SPI 200(SFE) |
Dec08 |
081106 |
4375.0 |
4382.0 |
4159.0 |
4215.0 |
-150.0 |
33,610 |
317,147 |
-1,646 |
Mar09 |
081106 |
4317.0 |
4317.0 |
4150.0 |
4179.0 |
-154.0 |
241 |
1,855 |
+33 |
Jun09 |
081106 |
4184.0 |
4184.0 |
4184.0 |
4184.0 |
-154.0 |
0 |
2,598 |
+0 |
Total Volume and Open Interest |
36,208 |
322,398 |
-1,613 |
GSCI(CME) |
Nov08 |
081106 |
434.00 |
435.50 |
417.75 |
418.00 |
-27.05 |
327 |
15,777 |
+22 |
Dec08 |
081106 |
444.80 |
444.80 |
426.00 |
426.20 |
-27.40 |
34 |
73 |
+25 |
Jan09 |
081106 |
432.00 |
452.00 |
432.00 |
432.00 |
-26.50 |
|
|
|
Total Volume and Open Interest |
313 |
15,803 |
+67 |
RJ/CRB Index(ICE) |
Jan09 |
081106 |
373.00 |
381.85 |
369.25 |
373.00 |
-11.00 |
1 |
409 |
+1 |
Feb09 |
081106 |
375.00 |
375.00 |
375.00 |
375.00 |
-11.00 |
0 |
5 |
+0 |
Apr09 |
081106 |
380.00 |
380.00 |
380.00 |
380.00 |
-11.00 |
0 |
400 |
+0 |
Total Volume and Open Interest |
3 |
|
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|