|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Fri November 07, 2008 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov08 |
081107 |
896.00 |
918.00 |
894.75 |
911.75 |
+12.25 |
1,489 |
5,600 |
-1,276 |
| Jan09 |
081107 |
905.00 |
926.00 |
900.50 |
921.00 |
+15.00 |
5,580 |
164,496 |
-345 |
| Mar09 |
081107 |
915.00 |
935.00 |
910.75 |
929.50 |
+14.50 |
1,259 |
43,413 |
+1,879 |
| May09 |
081107 |
926.75 |
944.00 |
923.75 |
939.50 |
+15.00 |
518 |
18,439 |
+186 |
| Jul09 |
081107 |
938.00 |
952.75 |
930.25 |
948.50 |
+14.25 |
1,276 |
31,354 |
+608 |
| Aug09 |
081107 |
951.00 |
951.00 |
951.00 |
951.00 |
+14.25 |
0 |
1,643 |
+0 |
| Sep09 |
081107 |
942.25 |
948.25 |
936.75 |
948.25 |
+11.50 |
4 |
964 |
+3 |
| Total Volume and Open Interest |
131,672 |
310,749 |
+2,396 |
| Soybean Meal(CBOT) |
| Dec08 |
081107 |
263.00 |
271.90 |
262.70 |
271.70 |
+8.90 |
2,854 |
51,921 |
-3,699 |
| Jan09 |
081107 |
264.30 |
274.00 |
264.30 |
273.20 |
+8.90 |
1,365 |
19,535 |
+211 |
| Mar09 |
081107 |
267.30 |
275.70 |
267.30 |
275.70 |
+8.40 |
933 |
22,181 |
+331 |
| May09 |
081107 |
270.30 |
278.50 |
270.30 |
278.40 |
+8.10 |
1,059 |
13,535 |
+343 |
| Jul09 |
081107 |
273.30 |
283.00 |
273.30 |
281.30 |
+8.00 |
576 |
16,973 |
+478 |
| Aug09 |
081107 |
278.50 |
283.50 |
269.00 |
282.80 |
+9.00 |
66 |
4,506 |
-31 |
| Sep09 |
081107 |
278.00 |
282.30 |
273.80 |
282.30 |
+8.50 |
2 |
3,330 |
+2 |
| Oct09 |
081107 |
278.20 |
280.50 |
273.30 |
280.50 |
+7.20 |
51 |
1,834 |
+45 |
| Total Volume and Open Interest |
45,118 |
144,746 |
-461 |
| Soybean Oil(CBOT) |
| Dec08 |
081107 |
34.24 |
34.79 |
33.69 |
33.90 |
-0.27 |
3,611 |
76,035 |
-6,133 |
| Jan09 |
081107 |
34.65 |
35.26 |
34.16 |
34.36 |
-0.27 |
2,168 |
68,911 |
+4,338 |
| Mar09 |
081107 |
35.19 |
35.68 |
34.68 |
34.83 |
-0.27 |
1,565 |
29,272 |
-523 |
| May09 |
081107 |
35.41 |
36.10 |
35.01 |
35.23 |
-0.26 |
571 |
17,299 |
-343 |
| Jul09 |
081107 |
35.66 |
36.32 |
34.80 |
35.55 |
-0.27 |
565 |
26,314 |
+38 |
| Aug09 |
081107 |
36.36 |
36.36 |
35.65 |
35.75 |
-0.27 |
18 |
3,894 |
+142 |
| Sep09 |
081107 |
36.48 |
36.55 |
35.85 |
35.95 |
-0.27 |
16 |
3,596 |
+160 |
| Oct09 |
081107 |
36.02 |
36.25 |
36.02 |
36.08 |
-0.29 |
0 |
3,093 |
+12 |
| Total Volume and Open Interest |
66,813 |
254,684 |
+720 |
| Canola(WCE) |
| Nov08 |
081107 |
425.7 |
425.7 |
425.7 |
425.7 |
+1.5 |
64 |
161 |
+0 |
| Jan09 |
081107 |
430.0 |
435.0 |
425.0 |
429.7 |
+2.1 |
5,624 |
65,909 |
+0 |
| Mar09 |
081107 |
441.8 |
444.0 |
434.5 |
439.2 |
+2.1 |
1,115 |
7,948 |
+0 |
| May09 |
081107 |
447.0 |
453.6 |
443.6 |
448.6 |
+2.0 |
1,000 |
4,608 |
+0 |
| Jul09 |
081107 |
452.6 |
460.0 |
451.8 |
457.6 |
+2.4 |
789 |
4,305 |
+0 |
| Total Volume and Open Interest |
8,619 |
88,182 |
-706 |
| Corn(CBOT) |
| Dec08 |
081107 |
379.25 |
388.00 |
375.00 |
375.50 |
-2.50 |
14,536 |
369,019 |
-14,544 |
| Mar09 |
081107 |
396.50 |
405.00 |
392.75 |
393.50 |
-2.00 |
7,010 |
244,070 |
+3,595 |
| May09 |
081107 |
408.00 |
417.00 |
404.75 |
405.50 |
-2.00 |
1,490 |
66,967 |
+28 |
| Jul09 |
081107 |
419.50 |
428.00 |
416.00 |
417.00 |
-2.25 |
1,870 |
121,368 |
+2,070 |
| Sep09 |
081107 |
435.25 |
436.75 |
427.25 |
427.75 |
-2.25 |
11 |
23,146 |
-277 |
| Dec09 |
081107 |
445.00 |
453.00 |
439.25 |
441.00 |
-3.00 |
4,434 |
126,110 |
+6,463 |
| Total Volume and Open Interest |
235,021 |
994,034 |
-4,982 |
| Wheat(CBOT) |
| Dec08 |
081107 |
520.00 |
529.50 |
515.00 |
521.00 |
-1.50 |
953 |
120,801 |
-6,686 |
| Mar09 |
081107 |
541.00 |
550.00 |
537.75 |
542.00 |
-1.25 |
368 |
78,022 |
+1,735 |
| May09 |
081107 |
556.50 |
563.50 |
552.00 |
556.00 |
-1.00 |
15 |
8,988 |
+470 |
| Jul09 |
081107 |
569.50 |
577.00 |
565.00 |
570.00 |
-0.75 |
79 |
42,457 |
+777 |
| Sep09 |
081107 |
588.00 |
595.50 |
586.00 |
592.75 |
+0.75 |
48 |
8,737 |
+1,200 |
| Total Volume and Open Interest |
71,035 |
284,029 |
+1,319 |
| Wheat(KCBT) |
| Dec08 |
081107 |
560.75 |
571.25 |
559.00 |
568.00 |
+5.00 |
6,926 |
40,037 |
-815 |
| Mar09 |
081107 |
579.75 |
587.00 |
575.75 |
584.50 |
+4.75 |
3,180 |
21,081 |
+489 |
| May09 |
081107 |
588.25 |
596.25 |
587.00 |
595.00 |
+4.50 |
826 |
6,669 |
+375 |
| Jul09 |
081107 |
596.50 |
606.00 |
594.50 |
603.50 |
+5.25 |
912 |
14,611 |
+188 |
| Sep09 |
081107 |
610.00 |
615.75 |
607.00 |
615.25 |
+5.00 |
97 |
2,682 |
+5 |
| Total Volume and Open Interest |
10,645 |
89,750 |
+910 |
| Wheat(MGE) |
| Dec08 |
081107 |
636.00 |
642.75 |
633.50 |
642.00 |
+8.00 |
1,656 |
8,278 |
-259 |
| Mar09 |
081107 |
622.00 |
631.00 |
620.00 |
627.25 |
+5.25 |
1,955 |
13,793 |
+344 |
| May09 |
081107 |
627.00 |
633.75 |
625.50 |
630.50 |
+3.50 |
150 |
5,023 |
-67 |
| Jul09 |
081107 |
632.75 |
640.50 |
632.50 |
638.25 |
+2.75 |
195 |
1,979 |
+59 |
| Sep09 |
081107 |
640.00 |
646.50 |
638.00 |
641.25 |
unch |
141 |
2,833 |
+43 |
| Total Volume and Open Interest |
4,463 |
33,930 |
-178 |
| Oats(CBOT) |
| Dec08 |
081107 |
238.50 |
246.00 |
232.75 |
234.50 |
-3.50 |
39 |
4,640 |
-184 |
| Mar09 |
081107 |
259.75 |
260.00 |
249.00 |
250.25 |
-4.00 |
43 |
5,157 |
+146 |
| May09 |
081107 |
270.00 |
270.00 |
260.25 |
260.25 |
-5.75 |
4 |
1,957 |
+59 |
| Jul09 |
081107 |
282.00 |
282.00 |
270.25 |
270.25 |
-6.25 |
0 |
462 |
+0 |
| Total Volume and Open Interest |
1,089 |
16,020 |
-2 |
| Rough Rice(CBOT) |
| Nov08 |
081107 |
15.12 |
15.24 |
14.91 |
15.17 |
-0.07 |
0 |
742 |
-108 |
| Jan09 |
081107 |
15.25 |
15.25 |
14.80 |
15.19 |
-0.07 |
15 |
4,050 |
+17 |
| Mar09 |
081107 |
15.30 |
15.56 |
15.10 |
15.48 |
-0.08 |
0 |
1,436 |
+37 |
| May09 |
081107 |
15.40 |
15.86 |
15.40 |
15.77 |
-0.09 |
0 |
505 |
+0 |
| Total Volume and Open Interest |
693 |
6,981 |
-8 |
| Live Cattle(CME) |
| Dec08 |
081107 |
93.680 |
94.150 |
92.800 |
92.800 |
-0.500 |
13,939 |
87,464 |
-2,226 |
| Feb09 |
081107 |
93.400 |
94.150 |
93.135 |
93.550 |
+0.415 |
13,550 |
61,345 |
-33 |
| Apr09 |
081107 |
94.180 |
94.980 |
93.950 |
94.800 |
+0.850 |
6,604 |
40,659 |
+786 |
| Jun09 |
081107 |
90.750 |
91.350 |
90.430 |
91.050 |
+0.665 |
1,402 |
18,315 |
+251 |
| Aug09 |
081107 |
90.350 |
90.800 |
90.100 |
90.500 |
+0.600 |
984 |
7,537 |
+102 |
| Oct09 |
081107 |
93.150 |
93.700 |
93.150 |
93.400 |
+0.550 |
677 |
2,323 |
+451 |
| Total Volume and Open Interest |
45,155 |
219,098 |
+2,762 |
| Feeder Cattle(CME) |
| Nov08 |
081107 |
99.500 |
99.950 |
98.800 |
98.950 |
+0.065 |
744 |
2,690 |
-184 |
| Jan09 |
081107 |
98.980 |
100.100 |
98.800 |
99.230 |
+0.250 |
1,539 |
11,980 |
+85 |
| Mar09 |
081107 |
99.200 |
100.400 |
99.200 |
99.680 |
+0.645 |
194 |
2,102 |
+31 |
| Apr09 |
081107 |
100.200 |
100.400 |
99.600 |
99.650 |
+0.400 |
101 |
716 |
+55 |
| May09 |
081107 |
100.500 |
101.000 |
100.000 |
100.700 |
+0.870 |
118 |
955 |
-11 |
| Aug09 |
081107 |
102.500 |
103.000 |
102.200 |
102.300 |
+0.500 |
69 |
271 |
+19 |
| Sep09 |
081107 |
102.500 |
102.900 |
102.450 |
102.900 |
unch |
0 |
38 |
+0 |
| Total Volume and Open Interest |
2,921 |
18,757 |
-508 |
| Lean Hogs(CME) |
| Dec08 |
081107 |
55.630 |
55.950 |
55.100 |
55.400 |
+0.570 |
10,973 |
68,192 |
-1,551 |
| Feb09 |
081107 |
61.350 |
62.700 |
61.100 |
62.500 |
+1.900 |
11,157 |
41,262 |
-526 |
| Apr09 |
081107 |
68.850 |
70.000 |
68.850 |
69.900 |
+1.220 |
5,689 |
32,630 |
+1,582 |
| May09 |
081107 |
75.930 |
76.975 |
75.930 |
76.975 |
+0.375 |
9 |
1,206 |
+7 |
| Jun09 |
081107 |
79.725 |
80.000 |
79.250 |
79.885 |
+0.555 |
1,020 |
17,583 |
+92 |
| Jul09 |
081107 |
79.180 |
79.300 |
78.400 |
79.300 |
+0.350 |
403 |
2,906 |
-17 |
| Aug09 |
081107 |
77.135 |
77.135 |
76.700 |
76.750 |
+0.050 |
125 |
2,466 |
-8 |
| Oct09 |
081107 |
71.250 |
71.250 |
70.900 |
71.035 |
+0.235 |
33 |
1,414 |
-9 |
| Total Volume and Open Interest |
36,964 |
168,605 |
-1,102 |
| Pork Bellies(CME) |
| Feb09 |
081107 |
84.000 |
86.350 |
84.000 |
86.100 |
+2.300 |
28 |
821 |
-6 |
| Mar09 |
081107 |
85.000 |
85.500 |
84.700 |
85.000 |
+2.000 |
0 |
113 |
+0 |
| May09 |
081107 |
86.000 |
87.000 |
85.000 |
85.900 |
+1.700 |
4 |
133 |
+3 |
| Jul09 |
081107 |
90.500 |
90.500 |
89.500 |
90.500 |
+1.600 |
3 |
64 |
+2 |
| Aug09 |
081107 |
90.250 |
90.250 |
90.250 |
90.250 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
72 |
1,138 |
+21 |
| Class III Milk(CME) |
| Nov08 |
081107 |
15.26 |
15.40 |
15.24 |
15.34 |
+0.08 |
375 |
4,579 |
-150 |
| Dec08 |
081107 |
14.05 |
14.39 |
13.98 |
14.30 |
+0.32 |
307 |
5,356 |
+31 |
| Jan09 |
081107 |
13.98 |
14.36 |
13.96 |
14.25 |
+0.29 |
257 |
3,678 |
+87 |
| Feb09 |
081107 |
14.10 |
14.38 |
14.04 |
14.17 |
+0.13 |
173 |
3,102 |
+11 |
| Mar09 |
081107 |
14.19 |
14.45 |
14.10 |
14.26 |
+0.14 |
86 |
2,720 |
+11 |
| Total Volume and Open Interest |
2,192 |
35,779 |
+539 |
| Cocoa(ICE) |
| Dec08 |
081107 |
1915 |
1968 |
1909 |
1936 |
+23 |
8,365 |
41,657 |
-1,900 |
| Mar09 |
081107 |
1930 |
1975 |
1929 |
1952 |
+18 |
5,631 |
46,297 |
+1,614 |
| May09 |
081107 |
1959 |
1994 |
1949 |
1970 |
+17 |
383 |
18,124 |
+159 |
| Jul09 |
081107 |
1976 |
2011 |
1976 |
1987 |
+14 |
173 |
8,867 |
+54 |
| Sep09 |
081107 |
2009 |
2012 |
2000 |
2002 |
+14 |
177 |
4,665 |
+100 |
| Dec09 |
081107 |
2017 |
2022 |
2017 |
2022 |
+16 |
83 |
6,986 |
+4 |
| Mar10 |
081107 |
2028 |
2033 |
2028 |
2033 |
+19 |
0 |
2,372 |
+0 |
| Total Volume and Open Interest |
14,551 |
130,754 |
+793 |
| Coffee "C"(ICE) |
| Dec08 |
081107 |
111.00 |
112.65 |
110.65 |
112.10 |
+1.10 |
16,703 |
56,379 |
-5,594 |
| Mar09 |
081107 |
115.50 |
117.40 |
115.50 |
117.00 |
+1.15 |
8,724 |
39,937 |
+4,032 |
| May09 |
081107 |
119.75 |
120.30 |
118.70 |
120.00 |
+1.20 |
1,350 |
16,383 |
+296 |
| Jul09 |
081107 |
122.70 |
122.90 |
122.00 |
122.80 |
+1.20 |
356 |
4,706 |
+231 |
| Sep09 |
081107 |
125.45 |
125.55 |
125.45 |
125.45 |
+1.25 |
76 |
2,642 |
+70 |
| Dec09 |
081107 |
128.95 |
129.00 |
128.85 |
128.85 |
+1.25 |
63 |
2,601 |
-12 |
| Total Volume and Open Interest |
16,588 |
125,381 |
-242 |
| Orange Juice(ICE) |
| Nov08 |
081107 |
83.65 |
83.65 |
83.65 |
83.65 |
+0.95 |
1 |
145 |
-1 |
| Jan09 |
081107 |
85.50 |
87.25 |
83.30 |
86.55 |
+1.65 |
586 |
17,556 |
-186 |
| Mar09 |
081107 |
88.55 |
91.00 |
87.50 |
90.50 |
+1.65 |
289 |
7,312 |
+161 |
| May09 |
081107 |
91.60 |
94.35 |
90.90 |
94.35 |
+1.70 |
10 |
1,891 |
+1 |
| Jul09 |
081107 |
98.20 |
98.20 |
98.20 |
98.20 |
+1.80 |
0 |
465 |
+0 |
| Sep09 |
081107 |
102.45 |
102.45 |
102.45 |
102.45 |
+1.80 |
0 |
122 |
+0 |
| Total Volume and Open Interest |
1,635 |
27,869 |
-396 |
| Sugar #11(ICE) |
| Mar09 |
081107 |
11.99 |
12.21 |
11.82 |
12.01 |
+0.14 |
53,476 |
270,189 |
-2,428 |
| May09 |
081107 |
12.02 |
12.54 |
12.02 |
12.34 |
+0.15 |
10,795 |
100,031 |
+2,174 |
| Jul09 |
081107 |
12.49 |
12.72 |
12.35 |
12.56 |
+0.19 |
10,429 |
105,216 |
+520 |
| Oct09 |
081107 |
12.81 |
13.11 |
12.75 |
12.95 |
+0.19 |
3,162 |
68,424 |
-729 |
| Mar10 |
081107 |
13.25 |
13.56 |
13.25 |
13.43 |
+0.20 |
1,637 |
43,421 |
+565 |
| Total Volume and Open Interest |
54,814 |
637,446 |
+3,313 |
| Sugar #14(ICE) |
| Jan09 |
081107 |
20.15 |
20.19 |
19.99 |
20.09 |
-0.28 |
182 |
1,531 |
-43 |
| Mar09 |
081107 |
20.80 |
20.95 |
20.74 |
20.81 |
-0.22 |
75 |
2,816 |
-19 |
| May09 |
081107 |
21.39 |
21.69 |
21.39 |
21.48 |
-0.10 |
110 |
2,053 |
+60 |
| Jul09 |
081107 |
21.79 |
21.99 |
21.79 |
21.85 |
+0.05 |
2 |
1,491 |
-1 |
| Sep09 |
081107 |
21.90 |
21.90 |
21.50 |
21.70 |
-0.17 |
2 |
770 |
+1 |
| Total Volume and Open Interest |
10 |
8,663 |
+1 |
| London Cocoa(LCE) |
| Dec08 |
081107 |
1267 |
1280 |
1256 |
1264 |
+4 |
3,101 |
73,345 |
-392 |
| Mar09 |
081107 |
1280 |
1295 |
1269 |
1277 |
+4 |
4,623 |
58,926 |
+766 |
| May09 |
081107 |
1291 |
1303 |
1281 |
1287 |
+3 |
2,872 |
29,762 |
+1,324 |
| Jul09 |
081107 |
1304 |
1311 |
1293 |
1299 |
+3 |
1,131 |
14,195 |
+504 |
| Sep09 |
081107 |
1311 |
1319 |
1303 |
1309 |
+3 |
30 |
10,005 |
+12 |
| Dec09 |
081107 |
1323 |
1329 |
1315 |
1318 |
+2 |
70 |
4,663 |
+51 |
| Mar10 |
081107 |
1328 |
1328 |
1328 |
1328 |
+2 |
0 |
768 |
+0 |
| Total Volume and Open Interest |
11,025 |
189,411 |
+1,970 |
| London Coffee(LCE) |
| Nov08 |
081107 |
1700.00 |
1711.00 |
1676.00 |
1711.00 |
+13.00 |
101 |
477 |
-129 |
| Jan09 |
081107 |
1728.00 |
1752.00 |
1722.00 |
1740.00 |
+12.00 |
6,423 |
75,266 |
+730 |
| Total Volume and Open Interest |
11,148 |
75,142 |
-278 |
| London Sugar(LCE) |
| Dec08 |
081107 |
329.70 |
398.00 |
302.60 |
333.40 |
+6.40 |
3,580 |
6,124 |
-1,095 |
| Mar09 |
081107 |
335.30 |
341.50 |
333.10 |
338.30 |
+5.00 |
3,670 |
22,313 |
+645 |
| May09 |
081107 |
342.30 |
347.00 |
341.40 |
344.60 |
+4.70 |
403 |
8,587 |
+125 |
| Aug09 |
081107 |
347.00 |
355.20 |
347.00 |
350.60 |
+4.70 |
124 |
6,017 |
+62 |
| Oct09 |
081107 |
354.70 |
361.00 |
354.70 |
357.40 |
+4.50 |
0 |
3,007 |
+0 |
| Total Volume and Open Interest |
4,342 |
47,208 |
+597 |
| Cotton(ICE) |
| Dec08 |
081107 |
43.11 |
43.81 |
42.00 |
42.07 |
-0.91 |
12,712 |
79,850 |
-2,030 |
| Mar09 |
081107 |
46.65 |
47.15 |
44.96 |
45.60 |
-1.09 |
8,237 |
56,411 |
+2,369 |
| May09 |
081107 |
48.30 |
48.70 |
46.60 |
47.19 |
-1.12 |
695 |
9,814 |
+150 |
| Jul09 |
081107 |
49.85 |
50.50 |
48.29 |
48.75 |
-1.16 |
376 |
14,088 |
+38 |
| Oct09 |
081107 |
51.21 |
51.45 |
51.21 |
51.45 |
-1.43 |
0 |
111 |
+0 |
| Dec09 |
081107 |
54.85 |
54.85 |
52.75 |
53.22 |
-1.26 |
414 |
12,354 |
+192 |
| Total Volume and Open Interest |
15,961 |
173,654 |
+4,639 |
| Lumber(CME) |
| Nov08 |
081107 |
186.1 |
187.8 |
185.6 |
186.2 |
-0.5 |
493 |
798 |
-143 |
| Jan09 |
081107 |
201.3 |
202.9 |
200.0 |
201.6 |
+0.3 |
994 |
4,907 |
+38 |
| Mar09 |
081107 |
216.5 |
217.9 |
215.5 |
217.0 |
+1.4 |
84 |
1,456 |
+24 |
| May09 |
081107 |
233.2 |
234.9 |
233.0 |
234.8 |
-0.3 |
29 |
528 |
-3 |
| Total Volume and Open Interest |
1,654 |
7,969 |
-283 |
| Crude Oil(NYM) |
| Dec08 |
081107 |
60.67 |
62.82 |
59.97 |
61.04 |
+0.27 |
292,018 |
273,003 |
-9,400 |
| Jan09 |
081107 |
61.43 |
63.53 |
60.74 |
61.87 |
+0.40 |
87,869 |
144,388 |
+13,883 |
| Feb09 |
081107 |
62.54 |
64.27 |
61.88 |
62.81 |
+0.45 |
25,029 |
47,735 |
+391 |
| Mar09 |
081107 |
62.86 |
65.12 |
62.86 |
63.76 |
+0.43 |
17,085 |
40,003 |
+3,237 |
| Apr09 |
081107 |
63.78 |
65.36 |
63.67 |
64.69 |
+0.40 |
7,534 |
32,664 |
+909 |
| May09 |
081107 |
64.81 |
66.50 |
64.60 |
65.61 |
+0.37 |
6,925 |
25,473 |
+762 |
| Jun09 |
081107 |
66.54 |
67.41 |
65.92 |
66.49 |
+0.34 |
18,756 |
98,387 |
+3,631 |
| Jul09 |
081107 |
67.90 |
67.97 |
67.12 |
67.33 |
+0.29 |
3,475 |
22,134 |
+138 |
| Aug09 |
081107 |
67.84 |
68.23 |
67.84 |
68.16 |
+0.27 |
761 |
23,012 |
-19 |
| Sep09 |
081107 |
70.05 |
70.05 |
68.66 |
68.99 |
+0.26 |
1,784 |
16,262 |
-265 |
| Oct09 |
081107 |
69.87 |
70.07 |
69.80 |
69.80 |
+0.25 |
1,494 |
13,849 |
+250 |
| Nov09 |
081107 |
70.87 |
70.87 |
70.59 |
70.59 |
+0.26 |
2,005 |
13,129 |
+399 |
| Dec09 |
081107 |
71.59 |
72.90 |
70.56 |
71.36 |
+0.28 |
24,244 |
100,452 |
+1,725 |
| Jan10 |
081107 |
72.08 |
72.08 |
72.08 |
72.08 |
+0.32 |
1,107 |
15,556 |
+187 |
| Feb10 |
081107 |
72.75 |
72.75 |
72.75 |
72.75 |
+0.35 |
31 |
7,333 |
-1 |
| Mar10 |
081107 |
73.40 |
73.40 |
73.40 |
73.40 |
+0.39 |
101 |
11,159 |
-101 |
| Total Volume and Open Interest |
439,681 |
1,128,506 |
+3,140 |
| e-miNY Crude Oil(NYM) |
| Nov08 |
081020 |
72.300 |
76.100 |
71.800 |
74.250 |
+2.400 |
8,404 |
5,424 |
-651 |
| Dec08 |
081107 |
60.600 |
62.750 |
60.000 |
61.050 |
+0.275 |
17,488 |
8,589 |
+75 |
| Jan09 |
081107 |
61.600 |
63.475 |
60.750 |
61.875 |
+0.400 |
611 |
772 |
-92 |
| Feb09 |
081107 |
62.650 |
63.350 |
62.000 |
62.800 |
+0.450 |
256 |
139 |
+18 |
| Mar09 |
081107 |
64.450 |
64.450 |
63.500 |
63.750 |
+0.425 |
126 |
152 |
+109 |
| Apr09 |
081107 |
64.700 |
64.700 |
64.700 |
64.700 |
+0.400 |
1 |
1 |
+0 |
| May09 |
081107 |
65.600 |
65.600 |
65.600 |
65.600 |
+0.350 |
0 |
1 |
+0 |
| Jun09 |
081107 |
66.500 |
66.500 |
66.500 |
66.500 |
+0.350 |
1 |
1 |
+0 |
| Jul09 |
081107 |
67.325 |
67.325 |
67.325 |
67.325 |
+0.275 |
0 |
1 |
+0 |
| Aug09 |
081107 |
68.150 |
68.150 |
68.150 |
68.150 |
+0.250 |
1 |
1 |
+0 |
| Total Volume and Open Interest |
15,796 |
9,620 |
-82 |
| Heating Oil(NYM) |
| Dec08 |
081107 |
194.90 |
200.41 |
193.67 |
197.84 |
+3.60 |
36,093 |
50,798 |
-1,061 |
| Jan09 |
081107 |
198.46 |
203.00 |
196.50 |
200.64 |
+3.58 |
12,007 |
37,426 |
-410 |
| Feb09 |
081107 |
203.75 |
204.60 |
200.58 |
202.59 |
+3.28 |
5,223 |
21,093 |
+203 |
| Mar09 |
081107 |
203.75 |
205.71 |
201.92 |
204.04 |
+3.33 |
1,579 |
16,838 |
+171 |
| Apr09 |
081107 |
203.80 |
206.00 |
202.91 |
204.04 |
+3.23 |
806 |
8,172 |
+26 |
| May09 |
081107 |
204.40 |
206.96 |
203.50 |
204.44 |
+3.08 |
959 |
10,158 |
+229 |
| Jun09 |
081107 |
204.40 |
208.08 |
204.40 |
205.34 |
+2.98 |
3,495 |
19,314 |
+68 |
| Jul09 |
081107 |
208.00 |
209.83 |
206.76 |
207.24 |
+2.98 |
886 |
5,169 |
+180 |
| Aug09 |
081107 |
209.25 |
211.08 |
209.20 |
209.49 |
+2.98 |
186 |
3,052 |
+42 |
| Sep09 |
081107 |
211.25 |
215.50 |
211.25 |
211.74 |
+2.93 |
154 |
6,000 |
+24 |
| Oct09 |
081107 |
216.25 |
216.50 |
214.25 |
214.54 |
+3.03 |
107 |
1,792 |
+27 |
| Nov09 |
081107 |
216.60 |
218.00 |
215.75 |
216.74 |
+3.18 |
568 |
1,575 |
+93 |
| Total Volume and Open Interest |
48,491 |
219,224 |
+407 |
| Gasoline(NYMEX) |
| Dec08 |
081107 |
134.05 |
137.49 |
132.40 |
134.95 |
+1.35 |
32,782 |
63,737 |
-4,053 |
| Jan09 |
081107 |
137.20 |
140.50 |
135.63 |
138.40 |
+1.45 |
16,808 |
32,945 |
+685 |
| Feb09 |
081107 |
140.30 |
143.57 |
140.30 |
141.80 |
+1.50 |
4,447 |
8,571 |
-347 |
| Mar09 |
081107 |
146.12 |
146.98 |
142.90 |
145.20 |
+1.50 |
2,750 |
7,803 |
+176 |
| Apr09 |
081107 |
161.65 |
162.00 |
161.00 |
161.30 |
+1.35 |
3,205 |
11,413 |
-110 |
| May09 |
081107 |
161.56 |
164.10 |
161.56 |
163.40 |
+1.25 |
1,760 |
6,048 |
+86 |
| Jun09 |
081107 |
164.78 |
167.02 |
164.21 |
165.50 |
+1.15 |
1,858 |
7,349 |
+255 |
| Jul09 |
081107 |
167.35 |
167.35 |
167.35 |
167.35 |
+1.05 |
1,025 |
1,701 |
-6 |
| Aug09 |
081107 |
168.75 |
168.75 |
168.75 |
168.75 |
+1.05 |
399 |
1,763 |
+18 |
| Sep09 |
081107 |
169.75 |
169.75 |
169.75 |
169.75 |
+1.00 |
819 |
2,637 |
+246 |
| Total Volume and Open Interest |
66,687 |
156,373 |
-2,801 |
| e-miNY RBOB Gasoline(NYM) |
| Dec08 |
081107 |
134.95 |
134.95 |
134.95 |
134.95 |
+1.35 |
|
|
|
| Jan09 |
081107 |
138.40 |
138.40 |
138.40 |
138.40 |
+1.45 |
|
|
|
| Feb09 |
081107 |
141.80 |
141.80 |
141.80 |
141.80 |
+1.50 |
|
|
|
| Mar09 |
081107 |
145.20 |
145.20 |
145.20 |
145.20 |
+1.50 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Natural Gas(NYM) |
| Dec08 |
081107 |
6.969 |
6.969 |
6.720 |
6.757 |
-0.222 |
73,245 |
86,363 |
-1,135 |
| Jan09 |
081107 |
7.162 |
7.180 |
6.950 |
6.968 |
-0.233 |
28,842 |
105,780 |
+11 |
| Feb09 |
081107 |
7.220 |
7.220 |
7.000 |
7.020 |
-0.226 |
14,633 |
40,362 |
-1,259 |
| Mar09 |
081107 |
7.180 |
7.180 |
6.976 |
6.992 |
-0.219 |
16,465 |
72,289 |
+912 |
| Apr09 |
081107 |
7.134 |
7.134 |
6.940 |
6.962 |
-0.194 |
9,091 |
55,513 |
-140 |
| May09 |
081107 |
7.138 |
7.138 |
7.000 |
7.027 |
-0.182 |
3,487 |
34,862 |
+238 |
| Jun09 |
081107 |
7.175 |
7.231 |
7.141 |
7.150 |
-0.179 |
1,164 |
21,811 |
+105 |
| Jul09 |
081107 |
7.295 |
7.349 |
7.265 |
7.285 |
-0.174 |
1,073 |
19,705 |
+1 |
| Aug09 |
081107 |
7.380 |
7.440 |
7.370 |
7.370 |
-0.174 |
729 |
18,856 |
-5 |
| Sep09 |
081107 |
7.434 |
7.470 |
7.401 |
7.402 |
-0.174 |
751 |
16,935 |
+80 |
| Oct09 |
081107 |
7.516 |
7.543 |
7.460 |
7.482 |
-0.174 |
2,376 |
31,510 |
-178 |
| Nov09 |
081107 |
7.920 |
7.920 |
7.815 |
7.822 |
-0.169 |
723 |
16,591 |
+155 |
| Dec09 |
081107 |
8.290 |
8.300 |
8.194 |
8.202 |
-0.164 |
400 |
26,240 |
+37 |
| Jan10 |
081107 |
8.580 |
8.580 |
8.435 |
8.452 |
-0.159 |
821 |
17,955 |
+56 |
| Feb10 |
081107 |
8.484 |
8.510 |
8.457 |
8.457 |
-0.154 |
162 |
7,942 |
+4 |
| Mar10 |
081107 |
8.300 |
8.330 |
8.267 |
8.282 |
-0.149 |
483 |
17,000 |
+333 |
| Total Volume and Open Interest |
109,392 |
758,606 |
-4,630 |
| Brent Crude Oil(ICE) |
| Dec08 |
081107 |
56.90 |
59.43 |
56.62 |
57.35 |
-0.08 |
115,071 |
73,986 |
-5,486 |
| Jan09 |
081107 |
58.77 |
61.50 |
57.74 |
59.48 |
-0.03 |
75,018 |
134,628 |
+9,655 |
| Feb09 |
081107 |
60.46 |
63.18 |
60.46 |
61.42 |
+0.08 |
33,586 |
54,672 |
+2,956 |
| Mar09 |
081107 |
62.99 |
64.69 |
62.65 |
63.06 |
+0.16 |
18,711 |
29,346 |
+154 |
| Apr09 |
081107 |
64.71 |
65.88 |
64.19 |
64.49 |
+0.17 |
9,129 |
16,797 |
-1,289 |
| May09 |
081107 |
66.12 |
67.17 |
65.50 |
65.81 |
+0.18 |
5,716 |
16,726 |
+211 |
| Jun09 |
081107 |
67.35 |
68.41 |
66.66 |
67.05 |
+0.18 |
9,317 |
35,215 |
+628 |
| Jul09 |
081107 |
69.13 |
69.30 |
68.25 |
68.25 |
+0.17 |
3,478 |
12,509 |
+399 |
| Aug09 |
081107 |
70.29 |
70.29 |
69.36 |
69.36 |
+0.14 |
1,751 |
10,286 |
-230 |
| Sep09 |
081107 |
70.32 |
70.32 |
70.32 |
70.32 |
+0.09 |
945 |
8,726 |
+240 |
| Oct09 |
081107 |
71.13 |
71.13 |
71.13 |
71.13 |
+0.05 |
0 |
6,805 |
+59 |
| Nov09 |
081107 |
71.80 |
71.80 |
71.80 |
71.80 |
+0.02 |
0 |
10,091 |
+367 |
| Dec09 |
081107 |
73.19 |
73.90 |
71.86 |
72.47 |
unch |
11,214 |
56,632 |
+865 |
| Jan10 |
081107 |
73.18 |
73.18 |
73.18 |
73.18 |
unch |
0 |
8,679 |
+209 |
| Total Volume and Open Interest |
343,178 |
549,929 |
+9,134 |
| Gas Oil(ICE) |
| Nov08 |
081107 |
618.50 |
636.75 |
618.00 |
625.00 |
+6.50 |
25,104 |
24,820 |
-309 |
| Dec08 |
081107 |
615.25 |
634.00 |
615.25 |
622.75 |
+6.75 |
53,512 |
82,961 |
+2,735 |
| Jan09 |
081107 |
623.25 |
639.25 |
622.75 |
629.00 |
+6.75 |
16,938 |
48,047 |
+381 |
| Feb09 |
081107 |
632.25 |
646.00 |
632.00 |
636.25 |
+6.75 |
5,898 |
24,408 |
-627 |
| Mar09 |
081107 |
643.00 |
653.25 |
640.00 |
643.00 |
+6.25 |
4,415 |
15,843 |
+209 |
| Apr09 |
081107 |
651.25 |
659.50 |
648.50 |
649.75 |
+5.75 |
2,284 |
14,790 |
+132 |
| May09 |
081107 |
658.25 |
666.25 |
655.00 |
656.25 |
+4.75 |
1,319 |
15,804 |
+232 |
| Jun09 |
081107 |
661.25 |
672.75 |
661.25 |
662.75 |
+4.75 |
3,052 |
36,462 |
-365 |
| Jul09 |
081107 |
676.75 |
680.25 |
672.00 |
672.25 |
+4.50 |
342 |
9,046 |
+96 |
| Aug09 |
081107 |
686.25 |
690.00 |
681.50 |
681.50 |
+4.50 |
271 |
7,302 |
+328 |
| Total Volume and Open Interest |
117,577 |
359,809 |
+3,677 |
| Ethanol(CBOT) |
| Nov08 |
081105 |
1.765 |
1.879 |
1.765 |
1.879 |
+0.036 |
13 |
100 |
-33 |
| Dec08 |
081107 |
1.725 |
1.731 |
1.700 |
1.722 |
-0.011 |
13 |
379 |
+8 |
| Jan09 |
081107 |
1.750 |
1.750 |
1.720 |
1.720 |
-0.020 |
9 |
439 |
+7 |
| Feb09 |
081107 |
1.753 |
1.753 |
1.720 |
1.720 |
-0.020 |
7 |
207 |
+0 |
| Mar09 |
081107 |
1.739 |
1.739 |
1.720 |
1.720 |
-0.020 |
7 |
262 |
+0 |
| Apr09 |
081107 |
1.739 |
1.739 |
1.725 |
1.725 |
-0.019 |
7 |
313 |
-8 |
| May09 |
081107 |
1.750 |
1.750 |
1.740 |
1.740 |
-0.020 |
2 |
171 |
+2 |
| Jun09 |
081107 |
1.750 |
1.760 |
1.740 |
1.740 |
-0.020 |
2 |
174 |
+2 |
| Total Volume and Open Interest |
73 |
3,025 |
-3 |
| US Dollar Index(ICE) |
| Dec08 |
081107 |
86.880 |
86.940 |
85.875 |
86.450 |
-0.010 |
4,555 |
37,012 |
+412 |
| Mar09 |
081107 |
87.700 |
87.700 |
87.120 |
87.250 |
+0.070 |
73 |
2,137 |
-35 |
| Jun09 |
081107 |
87.850 |
87.850 |
87.850 |
87.850 |
-0.050 |
0 |
81 |
+0 |
| Total Volume and Open Interest |
3,384 |
38,853 |
+555 |
| Australian Dollar(CME) |
| Dec08 |
081107 |
66.25 |
67.64 |
65.27 |
67.20 |
+0.39 |
0 |
65,302 |
+202 |
| Mar09 |
081107 |
65.52 |
67.12 |
65.15 |
66.84 |
+0.39 |
0 |
948 |
-5 |
| Jun09 |
081107 |
66.54 |
66.54 |
66.15 |
66.54 |
+0.39 |
0 |
304 |
+0 |
| Total Volume and Open Interest |
23,276 |
66,385 |
-836 |
| British Pound(CME) |
| Dec08 |
081107 |
155.95 |
158.55 |
155.11 |
156.69 |
-0.58 |
77 |
105,450 |
-861 |
| Mar09 |
081107 |
155.32 |
157.90 |
154.95 |
156.29 |
-0.51 |
5 |
3,270 |
+3 |
| Jun09 |
081107 |
156.74 |
157.38 |
154.74 |
156.05 |
-0.49 |
0 |
1,168 |
+0 |
| Total Volume and Open Interest |
75,206 |
110,761 |
-4,872 |
| Canadian Dollar(CME) |
| Dec08 |
081107 |
83.51 |
85.61 |
83.07 |
84.09 |
-0.01 |
94 |
92,667 |
-4,660 |
| Mar09 |
081107 |
83.40 |
85.57 |
83.25 |
84.11 |
-0.05 |
0 |
4,857 |
-19 |
| Jun09 |
081107 |
84.50 |
85.65 |
83.55 |
84.23 |
-0.06 |
0 |
1,735 |
+16 |
| Sep09 |
081107 |
84.32 |
85.71 |
84.32 |
84.32 |
-0.08 |
9 |
1,680 |
+13 |
| Total Volume and Open Interest |
34,389 |
106,215 |
-1,451 |
| Japanese Yen(CME) |
| Dec08 |
081107 |
102.66 |
103.47 |
101.38 |
102.00 |
-0.38 |
2 |
121,709 |
+992 |
| Mar09 |
081107 |
103.51 |
103.61 |
101.82 |
102.37 |
-0.36 |
0 |
1,522 |
-18 |
| Jun09 |
081107 |
104.00 |
104.00 |
102.45 |
102.77 |
-0.36 |
0 |
3,661 |
+0 |
| Total Volume and Open Interest |
104,582 |
125,945 |
-700 |
| Swiss Franc(CME) |
| Dec08 |
081107 |
84.86 |
85.67 |
84.78 |
85.01 |
-0.06 |
1 |
41,644 |
+1,825 |
| Mar09 |
081107 |
85.58 |
85.85 |
85.10 |
85.17 |
-0.04 |
0 |
1,184 |
+15 |
| Jun09 |
081107 |
85.32 |
85.61 |
85.32 |
85.32 |
-0.02 |
0 |
290 |
+0 |
| Total Volume and Open Interest |
31,455 |
41,286 |
-86 |
| EuroFX(CME) |
| Dec08 |
081107 |
126.64 |
128.32 |
126.34 |
127.29 |
+0.13 |
37 |
140,363 |
-2,749 |
| Mar09 |
081107 |
126.03 |
127.99 |
126.03 |
126.99 |
+0.10 |
1 |
26,207 |
-14 |
| Jun09 |
081107 |
126.86 |
127.53 |
126.19 |
126.86 |
+0.10 |
0 |
628 |
+0 |
| Total Volume and Open Interest |
230,757 |
170,946 |
+1,351 |
| Mexican Peso(CME) |
| Nov08 |
081107 |
780.0 |
780.0 |
767.0 |
780.0 |
+13.0 |
|
|
|
| Dec08 |
081107 |
762.2 |
781.5 |
758.0 |
776.0 |
+13.0 |
658 |
44,236 |
+2,136 |
| Total Volume and Open Interest |
8,312 |
42,553 |
-1,223 |
| 30-Year T-Bonds(CBOT) |
| Dec08 |
081107 |
116~270 |
117~280 |
115~220 |
116~115 |
-0~140 |
183,205 |
718,613 |
+3,137 |
| Mar09 |
081107 |
115~300 |
116~000 |
114~140 |
115~015 |
-0~130 |
990 |
11,339 |
+260 |
| Jun09 |
081107 |
114~010 |
114~140 |
114~010 |
114~010 |
-0~130 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
215,164 |
726,571 |
+2,806 |
| 10-Year T-Notes(CBOT) |
| Dec08 |
081107 |
115~185 |
115~305 |
114~260 |
115~020 |
-0~125 |
485,787 |
1,243,483 |
-193 |
| Mar09 |
081107 |
113~030 |
113~180 |
112~200 |
112~255 |
-0~100 |
1,645 |
6,437 |
+304 |
| Jun09 |
081107 |
111~255 |
112~035 |
111~255 |
111~255 |
-0~100 |
|
|
|
| Total Volume and Open Interest |
538,406 |
1,249,809 |
+8,342 |
| 5-Year T-Notes(CBOT) |
| Dec08 |
081107 |
115~090 |
116~000 |
115~037 |
115~046 |
-0~036 |
252,147 |
0 |
+0 |
| Mar09 |
081107 |
113~018 |
113~049 |
113~014 |
113~014 |
-0~034 |
2,578 |
0 |
+0 |
| Jun09 |
081107 |
113~014 |
113~049 |
113~014 |
113~014 |
-0~034 |
|
|
|
| Total Volume and Open Interest |
334,125 |
1,318,528 |
-26,086 |
| 2 Year T-Notes(CBOT) |
| Dec08 |
081107 |
108~018 |
108~040 |
107~121 |
108~001 |
-0~012 |
1,953 |
701,145 |
+3,450 |
| Mar09 |
081107 |
107~020 |
107~033 |
107~020 |
107~020 |
-0~012 |
0 |
663 |
+0 |
| Jun09 |
081107 |
107~020 |
107~033 |
107~020 |
107~020 |
-0~012 |
|
|
|
| Total Volume and Open Interest |
129,883 |
698,358 |
-7,853 |
| Eurodollars(CME) |
| Dec08 |
081107 |
97.980 |
98.015 |
97.930 |
97.965 |
-0.015 |
14,861 |
1,562,386 |
+5,845 |
| Mar09 |
081107 |
98.080 |
98.130 |
98.005 |
98.065 |
-0.030 |
17,097 |
1,265,604 |
+13,198 |
| Jun09 |
081107 |
97.985 |
98.060 |
97.915 |
97.975 |
-0.030 |
5,977 |
979,386 |
-249 |
| Sep09 |
081107 |
97.835 |
97.915 |
97.765 |
97.810 |
-0.040 |
2,734 |
883,130 |
-1,431 |
| Dec09 |
081107 |
97.595 |
97.700 |
97.525 |
97.550 |
-0.060 |
3,882 |
775,568 |
-439 |
| Mar10 |
081107 |
97.455 |
97.565 |
97.370 |
97.395 |
-0.070 |
1,206 |
591,262 |
-1,656 |
| Jun10 |
081107 |
97.190 |
97.280 |
97.080 |
97.110 |
-0.080 |
2,385 |
379,887 |
+6,803 |
| Sep10 |
081107 |
96.860 |
96.955 |
96.745 |
96.770 |
-0.070 |
1,138 |
336,737 |
+4,528 |
| Dec10 |
081107 |
96.435 |
96.515 |
96.320 |
96.360 |
-0.050 |
984 |
224,089 |
+779 |
| Mar11 |
081107 |
96.140 |
96.210 |
96.040 |
96.085 |
-0.035 |
1,065 |
181,910 |
-240 |
| Jun11 |
081107 |
95.885 |
95.960 |
95.790 |
95.825 |
-0.040 |
1,517 |
185,677 |
-869 |
| Sep11 |
081107 |
95.705 |
95.750 |
95.600 |
95.630 |
-0.050 |
1,443 |
122,151 |
+261 |
| Dec11 |
081107 |
95.530 |
95.605 |
95.425 |
95.465 |
-0.055 |
495 |
94,832 |
-329 |
| Mar12 |
081107 |
95.500 |
95.575 |
95.395 |
95.435 |
-0.055 |
506 |
98,922 |
-1,092 |
| Jun12 |
081107 |
95.415 |
95.450 |
95.300 |
95.335 |
-0.055 |
334 |
73,539 |
+522 |
| Sep12 |
081107 |
95.345 |
95.380 |
95.235 |
95.260 |
-0.055 |
734 |
59,675 |
+550 |
| Dec12 |
081107 |
95.230 |
95.280 |
95.095 |
95.145 |
-0.055 |
1,077 |
55,627 |
+194 |
| Mar13 |
081107 |
95.215 |
95.245 |
95.105 |
95.130 |
-0.055 |
5,443 |
53,064 |
+4,401 |
| Total Volume and Open Interest |
1,449,295 |
8,188,986 |
-63,153 |
| 30 Day Federal Funds(CBOT) |
| Nov08 |
081107 |
99.560 |
99.610 |
99.525 |
99.570 |
+0.045 |
411 |
95,582 |
-1,615 |
| Dec08 |
081107 |
99.575 |
99.575 |
99.515 |
99.530 |
+0.005 |
55 |
71,416 |
-1,046 |
| Jan09 |
081107 |
99.395 |
99.430 |
99.385 |
99.410 |
+0.015 |
0 |
69,693 |
+1,588 |
| Feb09 |
081107 |
99.330 |
99.355 |
99.310 |
99.335 |
+0.015 |
252 |
69,770 |
+854 |
| Mar09 |
081107 |
99.255 |
99.300 |
99.245 |
99.270 |
+0.015 |
0 |
40,678 |
-1,042 |
| Apr09 |
081107 |
99.205 |
99.240 |
99.185 |
99.220 |
+0.015 |
0 |
34,244 |
+452 |
| Total Volume and Open Interest |
93,422 |
468,802 |
-19,249 |
| 30 Day Fed Funds(e-CBOT) |
| Nov08 |
081107 |
99.560 |
99.610 |
99.540 |
99.573 |
+0.048 |
12,138 |
95,582 |
-1,615 |
| Dec08 |
081107 |
99.575 |
99.575 |
99.515 |
99.540 |
+0.015 |
7,781 |
71,416 |
-1,046 |
| Jan09 |
081107 |
99.395 |
99.430 |
99.385 |
99.415 |
+0.020 |
8,480 |
69,693 |
+1,588 |
| Feb09 |
081107 |
99.330 |
99.355 |
99.310 |
99.340 |
+0.020 |
7,010 |
69,770 |
+854 |
| Mar09 |
081107 |
99.255 |
99.300 |
99.245 |
99.270 |
+0.015 |
6,435 |
40,678 |
-1,042 |
| Apr09 |
081107 |
99.205 |
99.240 |
99.185 |
99.230 |
+0.025 |
4,571 |
34,244 |
+452 |
| Total Volume and Open Interest |
54,494 |
468,992 |
+190 |
| 3-Mth Euro-Yen(CME) |
| Dec08 |
081107 |
99.25 |
99.25 |
99.25 |
99.25 |
-0.01 |
0 |
3,731 |
-1 |
| Mar09 |
081107 |
99.33 |
99.33 |
99.33 |
99.33 |
-0.02 |
0 |
5,044 |
+170 |
| Jun09 |
081107 |
99.36 |
99.36 |
99.36 |
99.36 |
-0.02 |
0 |
928 |
+0 |
| Sep09 |
081107 |
99.31 |
99.31 |
99.31 |
99.31 |
-0.02 |
0 |
480 |
+0 |
| Dec09 |
081107 |
99.28 |
99.28 |
99.28 |
99.28 |
-0.02 |
0 |
100 |
+0 |
| Mar10 |
081107 |
99.17 |
99.17 |
99.17 |
99.17 |
-0.02 |
|
|
|
| Jun10 |
081107 |
99.12 |
99.12 |
99.12 |
99.12 |
-0.02 |
|
|
|
| Sep10 |
081107 |
99.07 |
99.07 |
99.07 |
99.07 |
-0.02 |
|
|
|
| Dec10 |
081107 |
99.10 |
99.10 |
99.10 |
99.10 |
-0.01 |
|
|
|
| Mar11 |
081107 |
99.01 |
99.01 |
99.01 |
99.01 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
0 |
10,283 |
+169 |
| 3-Mth Euro-Yen(SGX) |
| Dec08 |
081107 |
99.25 |
99.26 |
99.25 |
99.25 |
-0.01 |
240 |
20,991 |
-106 |
| Mar09 |
081107 |
99.36 |
99.36 |
99.33 |
99.33 |
-0.01 |
558 |
11,133 |
+394 |
| Jun09 |
081107 |
99.39 |
99.39 |
99.36 |
99.36 |
-0.01 |
937 |
5,946 |
-165 |
| Sep09 |
081107 |
99.38 |
99.38 |
99.32 |
99.32 |
-0.01 |
10 |
2,828 |
-10 |
| Dec09 |
081107 |
99.28 |
99.29 |
99.28 |
99.28 |
-0.01 |
250 |
1,004 |
+43 |
| Mar10 |
081107 |
99.17 |
99.17 |
99.17 |
99.17 |
-0.01 |
58 |
680 |
+58 |
| Jun10 |
081107 |
99.12 |
99.15 |
99.12 |
99.12 |
-0.01 |
0 |
513 |
+0 |
| Sep10 |
081107 |
99.07 |
99.07 |
99.07 |
99.07 |
-0.01 |
0 |
252 |
+0 |
| Total Volume and Open Interest |
3,464 |
47,043 |
-1,970 |
| Japanese Gov't Bonds(SGX) |
| Dec08 |
081031 |
137.71 |
138.44 |
136.92 |
137.73 |
-0.12 |
2,075 |
9,619 |
+302 |
| Mar09 |
081107 |
137.38 |
137.38 |
137.38 |
137.38 |
-0.46 |
|
|
|
| Jun09 |
081107 |
137.38 |
137.38 |
137.38 |
137.38 |
-0.46 |
|
|
|
| Total Volume and Open Interest |
1,251 |
9,380 |
-34 |
| Euro-Bund(EUREX) |
| Dec08 |
081107 |
117.55 |
117.93 |
117.30 |
117.74 |
+0.67 |
473,472 |
984,523 |
-8,599 |
| Mar09 |
081107 |
117.68 |
118.10 |
117.58 |
117.93 |
+0.67 |
1,313 |
5,256 |
+673 |
| Jun09 |
081107 |
118.64 |
118.64 |
118.64 |
118.64 |
+0.67 |
|
|
|
| Total Volume and Open Interest |
474,785 |
989,779 |
-7,926 |
| Euro-Bobl(EUREX) |
| Dec08 |
081106 |
112.78 |
113.65 |
112.61 |
113.32 |
+2.87 |
589,832 |
1,044,533 |
-10,888 |
| Mar09 |
081107 |
113.24 |
113.24 |
113.24 |
113.24 |
+0.11 |
1,044 |
2,290 |
+307 |
| Jun09 |
081107 |
113.80 |
113.80 |
113.80 |
113.80 |
+0.08 |
|
|
|
| Total Volume and Open Interest |
439,654 |
1,012,838 |
+3,999 |
| 3-Mth Euribor(EUREX) |
| Dec08 |
081105 |
96.290 |
96.290 |
96.230 |
96.265 |
+0.240 |
437 |
18,084 |
+428 |
| Mar09 |
081107 |
96.995 |
97.035 |
96.980 |
96.995 |
+0.215 |
88 |
5,244 |
+10 |
| Jun09 |
081107 |
97.210 |
97.250 |
97.205 |
97.225 |
+0.170 |
25 |
2,853 |
-25 |
| Total Volume and Open Interest |
887 |
36,425 |
-266 |
| Long Gilt(LIFFE) |
| Dec08 |
081107 |
112~27 |
114~04 |
112~27 |
113~31 |
+1~04 |
88,875 |
325,676 |
+4,991 |
| Mar09 |
081107 |
113~14 |
113~14 |
113~14 |
113~14 |
+1~04 |
|
|
|
| Total Volume and Open Interest |
80,029 |
320,685 |
+1,856 |
| 3-Mth Short Sterling(LIFFE) |
| Dec08 |
081107 |
96.32 |
96.47 |
96.29 |
96.44 |
+0.11 |
132,680 |
419,087 |
+11,126 |
| Mar09 |
081107 |
97.25 |
97.32 |
97.19 |
97.28 |
+0.04 |
92,971 |
422,009 |
+2,520 |
| Jun09 |
081107 |
97.31 |
97.36 |
97.22 |
97.29 |
-0.01 |
86,695 |
296,959 |
+7,185 |
| Sep09 |
081107 |
97.17 |
97.20 |
97.06 |
97.11 |
-0.04 |
72,135 |
211,814 |
+3,702 |
| Dec09 |
081107 |
96.89 |
96.93 |
96.78 |
96.82 |
-0.06 |
94,780 |
234,258 |
-1,616 |
| Mar10 |
081107 |
96.72 |
96.72 |
96.56 |
96.61 |
-0.06 |
40,760 |
150,570 |
-476 |
| Total Volume and Open Interest |
274,085 |
1,922,042 |
-18,418 |
| 3-Mth Euribor(LIFFE) |
| Dec08 |
081107 |
96.335 |
96.345 |
96.260 |
96.300 |
-0.025 |
84,367 |
705,903 |
+1,966 |
| Mar09 |
081107 |
96.970 |
97.040 |
96.920 |
96.995 |
+0.040 |
91,810 |
604,345 |
+6,024 |
| Jun09 |
081107 |
97.240 |
97.280 |
97.180 |
97.225 |
unch |
104,437 |
476,723 |
+823 |
| Total Volume and Open Interest |
646,555 |
3,389,295 |
+13,913 |
| 3-Mth Aus T-Bills(SFE) |
| Dec08 |
081107 |
95.63 |
95.78 |
95.60 |
95.68 |
+0.04 |
18,174 |
735,422 |
+11,056 |
| Mar09 |
081107 |
96.19 |
96.38 |
96.14 |
96.34 |
+0.14 |
18,765 |
312,558 |
+7,847 |
| Jun09 |
081107 |
96.18 |
96.35 |
96.14 |
96.32 |
+0.13 |
7,150 |
182,085 |
+5,211 |
| Sep09 |
081107 |
95.82 |
95.99 |
95.80 |
95.98 |
+0.14 |
2,413 |
117,337 |
+1,033 |
| Dec09 |
081107 |
95.35 |
95.51 |
95.33 |
95.51 |
+0.16 |
1,138 |
80,519 |
+609 |
| Mar10 |
081107 |
94.89 |
95.01 |
94.88 |
94.99 |
+0.12 |
2,437 |
37,734 |
+2,082 |
| Jun10 |
081107 |
94.58 |
94.60 |
94.53 |
94.54 |
+0.03 |
1,328 |
31,469 |
+1,036 |
| Sep10 |
081107 |
94.30 |
94.31 |
94.24 |
94.25 |
+0.01 |
1,208 |
15,718 |
+804 |
| Dec10 |
081107 |
94.07 |
94.09 |
94.03 |
94.03 |
-0.02 |
488 |
3,473 |
+298 |
| Mar11 |
081107 |
93.92 |
93.93 |
93.86 |
93.86 |
-0.04 |
262 |
1,226 |
+262 |
| Total Volume and Open Interest |
59,225 |
1,518,540 |
+30,238 |
| 10-Year Aus T-Bonds(SFE) |
| Dec08 |
081107 |
94.84 |
94.87 |
94.75 |
94.81 |
-0.04 |
16,637 |
339,083 |
-2,879 |
| Mar09 |
081107 |
94.75 |
94.75 |
94.75 |
94.75 |
-0.04 |
|
|
|
| Total Volume and Open Interest |
21,345 |
339,083 |
-2,879 |
| 3-Year Aus T-Bonds(SFE) |
| Dec08 |
081107 |
95.89 |
95.93 |
95.84 |
95.85 |
+0.02 |
32,332 |
540,950 |
-8,277 |
| Mar09 |
081107 |
95.64 |
95.64 |
95.64 |
95.64 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
40,474 |
540,950 |
-8,277 |
| Gold(CMX) |
| Dec08 |
081107 |
734.5 |
744.9 |
725.5 |
734.2 |
+2.0 |
120,934 |
177,404 |
-1,201 |
| Feb09 |
081107 |
732.0 |
746.1 |
729.5 |
736.5 |
+2.6 |
7,519 |
33,748 |
+198 |
| Apr09 |
081107 |
730.0 |
746.2 |
730.0 |
738.6 |
+2.8 |
1,912 |
21,193 |
+964 |
| Jun09 |
081107 |
734.0 |
742.6 |
733.6 |
740.7 |
+2.9 |
1,361 |
18,247 |
-74 |
| Aug09 |
081107 |
743.0 |
743.0 |
743.0 |
743.0 |
+2.9 |
200 |
12,574 |
+110 |
| Oct09 |
081107 |
746.1 |
746.1 |
745.3 |
745.3 |
+2.8 |
3 |
3,075 |
+0 |
| Dec09 |
081107 |
753.5 |
753.5 |
746.2 |
747.8 |
+2.8 |
673 |
11,721 |
+84 |
| Feb10 |
081107 |
750.3 |
750.3 |
750.3 |
750.3 |
+2.8 |
14 |
696 |
+0 |
| Apr10 |
081107 |
752.8 |
752.8 |
752.8 |
752.8 |
+2.8 |
10 |
35 |
+0 |
| Jun10 |
081107 |
755.3 |
755.3 |
755.3 |
755.3 |
+2.8 |
50 |
5,325 |
-25 |
| Aug10 |
081107 |
758.1 |
758.1 |
758.1 |
758.1 |
+3.0 |
100 |
100 |
+0 |
| Total Volume and Open Interest |
123,150 |
302,991 |
-917 |
| Silver(CMX) |
| Dec08 |
081107 |
999.5 |
1029.5 |
990.5 |
996.3 |
-9.2 |
24,180 |
46,763 |
-661 |
| Mar09 |
081107 |
994.5 |
1031.5 |
994.5 |
1000.2 |
-8.1 |
2,472 |
18,676 |
+416 |
| May09 |
081107 |
1005.0 |
1007.5 |
1003.2 |
1003.2 |
-7.2 |
354 |
6,207 |
+30 |
| Jul09 |
081107 |
1016.0 |
1016.0 |
1005.1 |
1005.1 |
-7.2 |
62 |
6,689 |
-3 |
| Sep09 |
081107 |
1007.0 |
1007.0 |
1007.0 |
1007.0 |
-7.2 |
71 |
2,887 |
+28 |
| Dec09 |
081107 |
1039.5 |
1042.0 |
1009.9 |
1009.9 |
-7.2 |
181 |
3,505 |
+47 |
| Mar10 |
081107 |
1012.8 |
1012.8 |
1012.8 |
1012.8 |
-9.0 |
198 |
754 |
+189 |
| Total Volume and Open Interest |
28,819 |
93,898 |
-467 |
| Platinum(NYMEX) |
| Jan09 |
081107 |
844.0 |
878.0 |
813.5 |
852.0 |
+13.7 |
1,787 |
15,440 |
+153 |
| Apr09 |
081107 |
872.8 |
873.3 |
857.5 |
857.5 |
+13.7 |
26 |
559 |
+21 |
| Total Volume and Open Interest |
2,315 |
15,825 |
+64 |
| Palladium(NYMEX) |
| Dec08 |
081107 |
222.60 |
233.80 |
219.00 |
224.00 |
+1.40 |
1,677 |
10,576 |
-243 |
| Mar09 |
081107 |
223.25 |
233.00 |
223.25 |
225.75 |
+1.40 |
197 |
2,902 |
+47 |
| Jun09 |
081107 |
227.75 |
227.75 |
227.75 |
227.75 |
+1.40 |
6 |
13 |
+5 |
| Total Volume and Open Interest |
2,027 |
13,682 |
+212 |
| Copper(CMX) |
| Dec08 |
081107 |
172.00 |
179.40 |
168.80 |
169.70 |
-2.85 |
15,930 |
37,388 |
-1,397 |
| Mar09 |
081107 |
171.90 |
178.70 |
169.40 |
170.10 |
-2.25 |
5,354 |
22,663 |
+270 |
| May09 |
081107 |
174.10 |
174.10 |
171.00 |
171.30 |
-2.10 |
445 |
2,630 |
+182 |
| Jul09 |
081107 |
175.05 |
176.30 |
172.35 |
172.40 |
-2.05 |
31 |
1,627 |
+6 |
| Sep09 |
081107 |
176.00 |
176.25 |
173.50 |
173.50 |
-2.00 |
27 |
1,380 |
-20 |
| Total Volume and Open Interest |
29,115 |
77,819 |
-157 |
| Aluminum(CMX) |
| Nov08 |
081107 |
0.90 |
0.90 |
0.90 |
0.90 |
-92.20 |
|
|
|
| Dec08 |
081107 |
0.91 |
0.91 |
0.91 |
0.91 |
-92.94 |
|
|
|
| Jan09 |
081107 |
0.92 |
0.92 |
0.92 |
0.92 |
-96.08 |
|
|
|
| Feb09 |
081107 |
0.93 |
0.93 |
0.93 |
0.93 |
-96.82 |
|
|
|
| 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 |
081107 |
8717 |
9000 |
8659 |
8996 |
+296 |
1,721 |
26,319 |
-320 |
| Mar09 |
081107 |
8684 |
8958 |
8684 |
8958 |
+289 |
4 |
147 |
-5 |
| Jun09 |
081107 |
8929 |
8929 |
8644 |
8929 |
+285 |
|
|
|
| Sep09 |
081107 |
8901 |
8901 |
8618 |
8901 |
+283 |
|
|
|
| Total Volume and Open Interest |
1,560 |
26,791 |
-32 |
| S & P 500(CME) |
| Dec08 |
081107 |
907.50 |
938.00 |
901.10 |
936.20 |
+31.70 |
42,645 |
603,908 |
+324 |
| Mar09 |
081107 |
912.50 |
935.30 |
905.00 |
934.60 |
+31.80 |
3,725 |
9,839 |
-2,930 |
| Jun09 |
081107 |
928.50 |
935.10 |
928.50 |
934.60 |
+32.00 |
3,666 |
4,980 |
-3,030 |
| Sep09 |
081107 |
933.10 |
933.60 |
904.10 |
933.10 |
+32.00 |
0 |
968 |
+0 |
| Total Volume and Open Interest |
47,955 |
625,346 |
+10,288 |
| S & P 500 E-Mini(Globex) |
| Dec08 |
081107 |
903.50 |
937.50 |
901.00 |
936.25 |
+31.75 |
3,511,716 |
2,890,398 |
+72,750 |
| Mar09 |
081107 |
908.75 |
935.25 |
900.00 |
934.50 |
+31.75 |
4,717 |
87,056 |
+2,554 |
| Total Volume and Open Interest |
2,740,135 |
2,907,780 |
+17,931 |
| NASDAQ 100(CME) |
| Dec08 |
081107 |
1243.30 |
1290.00 |
1242.50 |
1288.50 |
+48.00 |
2,206 |
30,685 |
+75 |
| Mar09 |
081107 |
1291.00 |
1291.00 |
1288.00 |
1291.00 |
+48.00 |
0 |
10 |
+0 |
| Jun09 |
081107 |
1293.50 |
1293.50 |
1290.50 |
1293.50 |
+48.00 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
3,347 |
30,625 |
-64 |
| NASDAQ 100 E-Mini(Globex) |
| Dec08 |
081107 |
1241.30 |
1290.00 |
1241.30 |
1288.50 |
+48.00 |
462,520 |
354,669 |
+5,471 |
| Mar09 |
081107 |
1261.00 |
1291.00 |
1246.80 |
1291.00 |
+48.00 |
293 |
491 |
+8 |
| Total Volume and Open Interest |
372,734 |
351,287 |
-1,499 |
| S & P Midcap 400(CME) |
| Dec08 |
081107 |
531.00 |
545.90 |
525.00 |
545.90 |
+18.20 |
52 |
6,862 |
-175 |
| Mar09 |
081107 |
546.40 |
546.40 |
546.20 |
546.40 |
+18.20 |
|
|
|
| Jun09 |
081107 |
552.70 |
554.50 |
552.70 |
552.70 |
+16.20 |
|
|
|
| Total Volume and Open Interest |
208 |
7,037 |
-32 |
| 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 |
081107 |
8300 |
8865 |
8240 |
8615 |
-255 |
89,044 |
237,873 |
+1,351 |
| Mar09 |
081107 |
8370 |
8875 |
8265 |
8585 |
-320 |
3 |
1,230 |
-3 |
| Total Volume and Open Interest |
89,481 |
241,723 |
+1,452 |
| Nikkei 225(SGX) |
| Dec08 |
081107 |
8300 |
8865 |
8240 |
8615 |
-255 |
89,044 |
237,873 |
+1,351 |
| Mar09 |
081107 |
8370 |
8875 |
8265 |
8585 |
-320 |
3 |
1,230 |
-3 |
| Jun09 |
081107 |
8505 |
8505 |
8505 |
8505 |
-315 |
1 |
168 |
+0 |
| Total Volume and Open Interest |
89,481 |
241,723 |
+1,452 |
| CAC 40(EURONEXT) |
| Nov08 |
081107 |
3372.0 |
3501.0 |
3340.0 |
3461.0 |
+81.0 |
199,274 |
511,870 |
+15,395 |
| Dec08 |
081107 |
3375.0 |
3495.0 |
3341.5 |
3459.0 |
+81.0 |
2,314 |
39,582 |
+400 |
| Jan09 |
081107 |
3376.0 |
3482.0 |
3368.5 |
3469.0 |
+81.0 |
365 |
294 |
+56 |
| Total Volume and Open Interest |
136,576 |
539,375 |
+802 |
| Hang Seng Index(HKFE) |
| Nov08 |
081107 |
13200 |
14259 |
13101 |
14200 |
+470 |
9,220 |
2,886 |
-7,029 |
| Dec08 |
081107 |
13112 |
14272 |
13112 |
14217 |
+436 |
126 |
253 |
+200 |
| Total Volume and Open Interest |
9,350 |
3,200 |
-6,780 |
| DAX(EUREX) |
| Dec08 |
081107 |
4804.0 |
5037.0 |
4763.5 |
4936.5 |
+114.0 |
246,620 |
215,341 |
-1,409 |
| Mar09 |
081107 |
4819.5 |
5063.0 |
4812.5 |
4971.0 |
+115.5 |
1,106 |
12,931 |
+79 |
| Jun09 |
081107 |
4953.0 |
5097.5 |
4850.0 |
5006.0 |
+116.5 |
620 |
3,047 |
+273 |
| Total Volume and Open Interest |
169,942 |
232,376 |
+0 |
| FT-SE 100(EURONEXT) |
| Dec08 |
081107 |
4314.50 |
4439.00 |
4254.00 |
4354.50 |
+87.50 |
226,714 |
707,409 |
+26,104 |
| Mar09 |
081107 |
4311.00 |
4380.00 |
4304.50 |
4339.00 |
+85.50 |
108 |
9,077 |
+35 |
| Jun09 |
081107 |
4319.50 |
4319.50 |
4319.50 |
4319.50 |
+82.50 |
0 |
75 |
+0 |
| Total Volume and Open Interest |
150,617 |
690,422 |
+8,636 |
| SPI 200(SFE) |
| Dec08 |
081107 |
4212.0 |
4254.0 |
3982.0 |
4124.0 |
-91.0 |
31,054 |
329,747 |
+12,600 |
| Mar09 |
081107 |
4200.0 |
4200.0 |
4000.0 |
4089.0 |
-90.0 |
27 |
1,856 |
+1 |
| Jun09 |
081107 |
4094.0 |
4094.0 |
4094.0 |
4094.0 |
-90.0 |
0 |
2,598 |
+0 |
| Total Volume and Open Interest |
34,575 |
334,999 |
+12,601 |
| GSCI(CME) |
| Nov08 |
081107 |
418.50 |
426.00 |
417.50 |
419.35 |
+1.35 |
925 |
15,500 |
-277 |
| Dec08 |
081107 |
427.60 |
434.00 |
426.00 |
428.25 |
+2.05 |
78 |
128 |
+55 |
| Jan09 |
081107 |
434.00 |
438.00 |
431.90 |
434.00 |
+2.00 |
|
|
|
| Total Volume and Open Interest |
361 |
15,850 |
+47 |
| RJ/CRB Index(ICE) |
| Jan09 |
081107 |
373.60 |
374.50 |
373.60 |
374.50 |
+1.50 |
34 |
406 |
-3 |
| Feb09 |
081107 |
376.50 |
376.50 |
376.50 |
376.50 |
+1.50 |
0 |
5 |
+0 |
| Apr09 |
081107 |
381.50 |
381.50 |
381.50 |
381.50 |
+1.50 |
0 |
400 |
+0 |
| Total Volume and Open Interest |
|
|
|
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
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