|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Thu November 20, 2008 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan09 |
081120 |
888.25 |
891.00 |
854.50 |
856.00 |
-41.00 |
3,736 |
155,017 |
+498 |
| Mar09 |
081120 |
897.50 |
897.50 |
861.25 |
862.75 |
-41.50 |
2,066 |
59,759 |
+3,803 |
| May09 |
081120 |
911.00 |
911.00 |
870.00 |
871.50 |
-41.50 |
547 |
20,034 |
+32 |
| Jul09 |
081120 |
918.00 |
918.00 |
878.00 |
879.00 |
-43.50 |
596 |
31,948 |
-233 |
| Aug09 |
081120 |
881.00 |
925.00 |
881.00 |
881.00 |
-44.00 |
0 |
1,571 |
+0 |
| Sep09 |
081120 |
891.50 |
925.00 |
879.00 |
879.00 |
-46.00 |
0 |
813 |
+3 |
| Nov09 |
081120 |
908.75 |
908.75 |
868.50 |
869.50 |
-45.50 |
950 |
41,087 |
-129 |
| Total Volume and Open Interest |
80,923 |
311,466 |
-378 |
| Soybean Meal(CBOT) |
| Dec08 |
081120 |
265.00 |
265.50 |
256.80 |
257.20 |
-10.50 |
4,622 |
36,390 |
-1,867 |
| Jan09 |
081120 |
268.50 |
268.50 |
258.00 |
258.50 |
-11.10 |
1,826 |
25,552 |
-338 |
| Mar09 |
081120 |
271.30 |
271.30 |
260.50 |
260.70 |
-11.70 |
2,507 |
26,521 |
+1,570 |
| May09 |
081120 |
269.30 |
271.80 |
262.50 |
262.70 |
-11.90 |
350 |
13,980 |
+127 |
| Jul09 |
081120 |
271.30 |
272.20 |
264.80 |
265.30 |
-12.20 |
214 |
16,594 |
-8 |
| Aug09 |
081120 |
270.00 |
272.80 |
266.80 |
266.80 |
-12.20 |
0 |
4,505 |
-1 |
| Sep09 |
081120 |
270.00 |
272.70 |
266.00 |
266.00 |
-12.20 |
0 |
3,287 |
+1 |
| Oct09 |
081120 |
266.00 |
275.20 |
262.00 |
262.00 |
-13.20 |
0 |
1,808 |
-3 |
| Total Volume and Open Interest |
33,796 |
138,088 |
-263 |
| Soybean Oil(CBOT) |
| Dec08 |
081120 |
31.75 |
31.78 |
30.12 |
30.63 |
-1.34 |
3,453 |
53,194 |
-611 |
| Jan09 |
081120 |
31.84 |
32.13 |
30.50 |
31.00 |
-1.35 |
2,238 |
82,709 |
+830 |
| Mar09 |
081120 |
32.70 |
32.70 |
30.94 |
31.41 |
-1.36 |
2,611 |
39,332 |
+1,899 |
| May09 |
081120 |
32.51 |
32.98 |
31.33 |
31.82 |
-1.35 |
343 |
18,979 |
-204 |
| Jul09 |
081120 |
33.00 |
33.12 |
31.70 |
32.16 |
-1.34 |
411 |
27,674 |
-175 |
| Aug09 |
081120 |
33.00 |
33.00 |
32.25 |
32.35 |
-1.34 |
3 |
3,913 |
+2 |
| Sep09 |
081120 |
32.45 |
32.75 |
32.45 |
32.54 |
-1.34 |
26 |
4,033 |
+3 |
| Oct09 |
081120 |
33.88 |
33.88 |
32.65 |
32.70 |
-1.34 |
300 |
3,278 |
+28 |
| Total Volume and Open Interest |
60,099 |
255,186 |
-3,043 |
| Canola(WCE) |
| Nov08 |
081114 |
409.3 |
409.3 |
409.3 |
409.3 |
-6.4 |
5,390 |
67,896 |
+67,896 |
| Jan09 |
081120 |
414.4 |
415.0 |
405.7 |
412.7 |
-4.5 |
3,339 |
64,696 |
-996 |
| Mar09 |
081120 |
415.6 |
422.8 |
415.0 |
421.7 |
-4.5 |
1,354 |
11,394 |
+160 |
| May09 |
081120 |
433.0 |
433.0 |
425.0 |
430.8 |
-4.8 |
384 |
5,110 |
+1 |
| Jul09 |
081120 |
431.4 |
440.7 |
431.4 |
439.1 |
-4.7 |
255 |
5,377 |
+5 |
| Total Volume and Open Interest |
4,345 |
92,715 |
-483 |
| Corn(CBOT) |
| Dec08 |
081120 |
372.50 |
375.00 |
360.25 |
363.75 |
-15.00 |
13,111 |
223,536 |
-15,218 |
| Mar09 |
081120 |
390.00 |
391.25 |
376.50 |
380.00 |
-15.25 |
10,231 |
340,937 |
+4,204 |
| May09 |
081120 |
400.00 |
402.00 |
387.50 |
391.00 |
-15.50 |
2,565 |
90,604 |
+750 |
| Jul09 |
081120 |
409.75 |
413.00 |
398.75 |
401.75 |
-15.50 |
2,200 |
120,522 |
+164 |
| Sep09 |
081120 |
420.25 |
420.50 |
409.00 |
412.00 |
-15.50 |
300 |
23,350 |
+85 |
| Dec09 |
081120 |
434.00 |
437.00 |
422.50 |
426.00 |
-15.50 |
1,702 |
139,688 |
-1,950 |
| Total Volume and Open Interest |
185,440 |
992,717 |
+2,625 |
| Wheat(CBOT) |
| Dec08 |
081120 |
521.00 |
524.75 |
500.50 |
511.75 |
-15.25 |
766 |
58,042 |
-1,034 |
| Mar09 |
081120 |
541.00 |
544.00 |
520.00 |
531.00 |
-15.50 |
885 |
127,228 |
+1,484 |
| May09 |
081120 |
554.00 |
554.50 |
534.00 |
544.75 |
-15.75 |
95 |
22,148 |
+199 |
| Jul09 |
081120 |
570.00 |
571.00 |
548.25 |
558.25 |
-16.25 |
19 |
50,748 |
-205 |
| Sep09 |
081120 |
594.50 |
596.50 |
571.25 |
581.00 |
-15.50 |
28 |
15,647 |
+41 |
| Total Volume and Open Interest |
66,129 |
296,767 |
-8,127 |
| Wheat(KCBT) |
| Dec08 |
081120 |
557.50 |
558.25 |
537.75 |
548.25 |
-11.25 |
5,358 |
23,488 |
-1,693 |
| Mar09 |
081120 |
573.25 |
573.25 |
551.25 |
562.50 |
-10.50 |
3,986 |
34,969 |
+843 |
| May09 |
081120 |
575.00 |
578.00 |
562.25 |
573.50 |
-10.50 |
331 |
7,676 |
+139 |
| Jul09 |
081120 |
592.50 |
592.50 |
572.75 |
583.00 |
-11.00 |
545 |
16,567 |
+70 |
| Sep09 |
081120 |
593.25 |
598.25 |
584.50 |
594.25 |
-11.50 |
48 |
2,980 |
+29 |
| Total Volume and Open Interest |
16,804 |
91,565 |
-464 |
| Wheat(MGE) |
| Dec08 |
081120 |
603.50 |
604.75 |
585.00 |
600.00 |
-4.50 |
1,534 |
6,102 |
-656 |
| Mar09 |
081120 |
610.00 |
610.00 |
589.00 |
604.25 |
-5.25 |
2,264 |
14,445 |
+91 |
| May09 |
081120 |
614.25 |
614.75 |
595.75 |
609.25 |
-6.75 |
597 |
5,552 |
+166 |
| Jul09 |
081120 |
610.00 |
619.25 |
605.00 |
616.75 |
-8.00 |
193 |
1,959 |
+73 |
| Sep09 |
081120 |
616.00 |
625.25 |
613.00 |
621.50 |
-10.75 |
89 |
2,834 |
-34 |
| Total Volume and Open Interest |
3,558 |
33,111 |
-610 |
| Oats(CBOT) |
| Dec08 |
081120 |
216.00 |
219.00 |
204.50 |
206.25 |
-10.00 |
15 |
2,044 |
-184 |
| Mar09 |
081120 |
232.00 |
232.00 |
220.25 |
222.00 |
-10.00 |
22 |
6,260 |
+136 |
| May09 |
081120 |
233.50 |
233.50 |
233.00 |
233.00 |
-10.00 |
1 |
2,005 |
+0 |
| Jul09 |
081120 |
252.50 |
253.50 |
243.50 |
243.50 |
-10.00 |
0 |
478 |
+0 |
| Total Volume and Open Interest |
1,160 |
14,652 |
-178 |
| Rough Rice(CBOT) |
| Jan09 |
081120 |
13.74 |
13.74 |
13.31 |
13.41 |
-0.33 |
4 |
4,231 |
+9 |
| Mar09 |
081120 |
13.82 |
13.82 |
13.50 |
13.60 |
-0.34 |
5 |
1,446 |
+5 |
| May09 |
081120 |
14.02 |
14.02 |
13.77 |
13.81 |
-0.32 |
0 |
516 |
+0 |
| Jul09 |
081120 |
14.19 |
14.19 |
14.02 |
14.02 |
-0.37 |
0 |
169 |
+9 |
| Total Volume and Open Interest |
1,103 |
6,542 |
-324 |
| Live Cattle(CME) |
| Dec08 |
081120 |
84.000 |
85.950 |
82.885 |
85.800 |
+1.600 |
15,049 |
40,625 |
-1,389 |
| Feb09 |
081120 |
85.050 |
86.750 |
83.800 |
86.535 |
+1.385 |
17,698 |
94,558 |
+498 |
| Apr09 |
081120 |
86.700 |
87.730 |
84.850 |
87.450 |
+0.900 |
6,713 |
48,500 |
+358 |
| Jun09 |
081120 |
83.650 |
84.500 |
81.700 |
83.500 |
+0.050 |
1,852 |
19,349 |
-238 |
| Aug09 |
081120 |
83.200 |
84.200 |
81.750 |
83.450 |
+0.150 |
1,064 |
8,290 |
+0 |
| Oct09 |
081120 |
85.500 |
86.900 |
84.800 |
86.330 |
+0.030 |
386 |
3,075 |
-15 |
| Total Volume and Open Interest |
42,644 |
216,436 |
+812 |
| Feeder Cattle(CME) |
| Nov08 |
081120 |
95.635 |
95.650 |
94.635 |
94.800 |
-0.780 |
414 |
1,328 |
-165 |
| Jan09 |
081120 |
89.650 |
91.000 |
87.600 |
89.750 |
-0.100 |
2,891 |
12,494 |
+9 |
| Mar09 |
081120 |
89.950 |
91.400 |
88.050 |
90.350 |
+0.250 |
1,044 |
3,399 |
-49 |
| Apr09 |
081120 |
89.635 |
91.500 |
88.450 |
90.500 |
+0.300 |
123 |
915 |
+26 |
| May09 |
081120 |
90.300 |
91.700 |
88.500 |
90.900 |
unch |
218 |
1,167 |
+78 |
| Aug09 |
081120 |
92.135 |
94.000 |
91.250 |
93.000 |
-0.800 |
176 |
579 |
+42 |
| Sep09 |
081120 |
92.100 |
93.600 |
92.100 |
93.500 |
-1.600 |
0 |
40 |
+0 |
| Total Volume and Open Interest |
3,808 |
19,992 |
+224 |
| Lean Hogs(CME) |
| Dec08 |
081120 |
55.750 |
57.380 |
55.080 |
56.800 |
+0.870 |
6,992 |
27,269 |
-2,574 |
| Feb09 |
081120 |
63.080 |
64.975 |
61.630 |
64.680 |
+1.780 |
10,994 |
72,368 |
+219 |
| Apr09 |
081120 |
69.500 |
71.850 |
68.450 |
71.250 |
+1.650 |
3,634 |
34,683 |
+173 |
| May09 |
081120 |
76.180 |
78.850 |
76.180 |
78.800 |
+1.350 |
25 |
1,274 |
+1 |
| Jun09 |
081120 |
79.150 |
81.100 |
78.400 |
80.535 |
+1.085 |
998 |
21,430 |
+274 |
| Jul09 |
081120 |
79.000 |
80.400 |
78.200 |
79.975 |
+0.775 |
245 |
3,442 |
+47 |
| Aug09 |
081120 |
77.885 |
78.450 |
76.600 |
78.050 |
+0.700 |
114 |
3,213 |
+56 |
| Oct09 |
081120 |
72.100 |
73.350 |
71.600 |
73.000 |
+0.500 |
237 |
1,733 |
+71 |
| Total Volume and Open Interest |
20,522 |
167,694 |
-218 |
| Pork Bellies(CME) |
| Feb09 |
081120 |
83.500 |
87.600 |
83.100 |
87.600 |
+3.000 |
64 |
840 |
-1 |
| Mar09 |
081120 |
86.250 |
86.250 |
85.300 |
86.250 |
+3.000 |
1 |
117 |
+1 |
| May09 |
081120 |
86.000 |
86.000 |
84.550 |
86.000 |
+1.500 |
0 |
136 |
+0 |
| Jul09 |
081120 |
88.000 |
88.000 |
86.750 |
88.000 |
+1.300 |
3 |
83 |
+0 |
| Aug09 |
081120 |
88.250 |
88.250 |
88.250 |
88.250 |
-2.000 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
30 |
1,177 |
+12 |
| Class III Milk(CME) |
| Nov08 |
081120 |
15.52 |
15.56 |
15.52 |
15.54 |
unch |
34 |
4,546 |
+29 |
| Dec08 |
081120 |
14.83 |
14.90 |
14.50 |
14.70 |
-0.20 |
120 |
5,340 |
+11 |
| Jan09 |
081120 |
14.19 |
14.30 |
13.97 |
14.11 |
-0.19 |
146 |
3,787 |
+16 |
| Feb09 |
081120 |
14.23 |
14.23 |
13.95 |
14.10 |
-0.20 |
112 |
3,322 |
-19 |
| Mar09 |
081120 |
14.29 |
14.29 |
14.06 |
14.12 |
-0.22 |
65 |
2,789 |
+8 |
| Total Volume and Open Interest |
845 |
36,796 |
+146 |
| Cocoa(ICE) |
| Dec08 |
081120 |
2151 |
2186 |
2150 |
2179 |
-4 |
57 |
149 |
-27 |
| Mar09 |
081120 |
2050 |
2056 |
1991 |
2009 |
-63 |
7,065 |
60,293 |
+256 |
| May09 |
081120 |
2045 |
2050 |
1993 |
2007 |
-64 |
937 |
19,355 |
+305 |
| Jul09 |
081120 |
2048 |
2050 |
1995 |
2007 |
-62 |
386 |
9,430 |
+149 |
| Sep09 |
081120 |
2000 |
2006 |
1998 |
2006 |
-60 |
153 |
5,075 |
+92 |
| Dec09 |
081120 |
2000 |
2020 |
2000 |
2005 |
-58 |
200 |
7,485 |
+0 |
| Mar10 |
081120 |
2006 |
2006 |
2006 |
2006 |
-59 |
0 |
2,372 |
+0 |
| Total Volume and Open Interest |
6,760 |
105,201 |
+419 |
| Coffee "C"(ICE) |
| Dec08 |
081120 |
110.10 |
111.15 |
107.95 |
108.30 |
-2.70 |
2,623 |
4,420 |
-2,185 |
| Mar09 |
081120 |
113.50 |
113.50 |
111.10 |
111.35 |
-2.70 |
13,609 |
71,832 |
-149 |
| May09 |
081120 |
117.00 |
117.00 |
113.90 |
114.15 |
-2.65 |
611 |
20,418 |
+175 |
| Jul09 |
081120 |
119.00 |
119.00 |
116.75 |
116.90 |
-2.60 |
731 |
5,092 |
-194 |
| Sep09 |
081120 |
121.05 |
121.05 |
119.30 |
119.45 |
-2.60 |
811 |
3,893 |
+705 |
| Dec09 |
081120 |
124.50 |
124.50 |
122.75 |
122.85 |
-2.60 |
64 |
2,834 |
-8 |
| Total Volume and Open Interest |
15,529 |
111,924 |
-5,155 |
| Orange Juice(ICE) |
| Jan09 |
081120 |
76.70 |
78.70 |
75.75 |
76.95 |
+0.25 |
685 |
16,350 |
+35 |
| Mar09 |
081120 |
82.85 |
82.95 |
80.20 |
81.20 |
+0.10 |
166 |
9,074 |
+449 |
| May09 |
081120 |
84.80 |
85.10 |
84.20 |
85.10 |
+0.05 |
50 |
1,910 |
+14 |
| Jul09 |
081120 |
88.60 |
89.05 |
88.20 |
89.05 |
+0.20 |
5 |
846 |
+4 |
| Sep09 |
081120 |
93.20 |
93.20 |
93.20 |
93.20 |
+0.35 |
0 |
167 |
+0 |
| Nov09 |
081120 |
97.10 |
97.10 |
97.10 |
97.10 |
-0.20 |
0 |
110 |
+0 |
| Total Volume and Open Interest |
2,886 |
28,204 |
-377 |
| Sugar #11(ICE) |
| Mar09 |
081120 |
11.63 |
11.66 |
11.43 |
11.51 |
-0.16 |
61,472 |
261,244 |
-1,995 |
| May09 |
081120 |
11.92 |
12.00 |
11.79 |
11.85 |
-0.14 |
13,749 |
101,809 |
+1,514 |
| Jul09 |
081120 |
12.10 |
12.19 |
11.99 |
12.05 |
-0.13 |
11,397 |
106,154 |
-135 |
| Oct09 |
081120 |
12.56 |
12.64 |
12.45 |
12.50 |
-0.12 |
5,369 |
69,446 |
-656 |
| Mar10 |
081120 |
13.09 |
13.16 |
13.02 |
13.05 |
-0.11 |
2,248 |
44,566 |
+661 |
| Total Volume and Open Interest |
40,138 |
635,658 |
+874 |
| Sugar #14(ICE) |
| Jan09 |
081120 |
19.65 |
19.65 |
19.60 |
19.62 |
-0.07 |
42 |
1,348 |
-9 |
| Mar09 |
081120 |
20.50 |
20.55 |
20.49 |
20.50 |
-0.01 |
24 |
2,816 |
-10 |
| May09 |
081120 |
21.10 |
21.20 |
21.10 |
21.19 |
+0.04 |
42 |
2,155 |
+25 |
| Jul09 |
081120 |
22.00 |
22.00 |
21.90 |
21.91 |
+0.01 |
5 |
1,734 |
+0 |
| Sep09 |
081120 |
21.52 |
21.52 |
21.52 |
21.52 |
-0.38 |
5 |
818 |
+5 |
| Total Volume and Open Interest |
147 |
8,860 |
+24 |
| London Cocoa(LCE) |
| Dec08 |
081120 |
1485 |
1486 |
1448 |
1470 |
-17 |
1,585 |
69,940 |
-493 |
| Mar09 |
081120 |
1410 |
1423 |
1378 |
1402 |
-14 |
5,155 |
60,827 |
+148 |
| May09 |
081120 |
1409 |
1419 |
1381 |
1397 |
-16 |
1,358 |
29,231 |
+157 |
| Jul09 |
081120 |
1413 |
1423 |
1387 |
1400 |
-16 |
299 |
16,821 |
+135 |
| Sep09 |
081120 |
1415 |
1416 |
1393 |
1400 |
-16 |
275 |
11,217 |
+241 |
| Dec09 |
081120 |
1413 |
1413 |
1383 |
1399 |
-16 |
258 |
6,339 |
+0 |
| Mar10 |
081120 |
1402 |
1402 |
1402 |
1402 |
-19 |
14 |
769 |
+0 |
| Total Volume and Open Interest |
10,237 |
194,968 |
-1,655 |
| London Coffee(LCE) |
| Nov08 |
081120 |
1774.00 |
1774.00 |
1774.00 |
1774.00 |
-5.00 |
5 |
75 |
-4 |
| Jan09 |
081120 |
1796.00 |
1825.00 |
1787.00 |
1819.00 |
+13.00 |
5,779 |
80,573 |
+896 |
| Total Volume and Open Interest |
28,968 |
79,756 |
-438 |
| London Sugar(LCE) |
| Mar09 |
081120 |
324.90 |
324.90 |
320.40 |
322.50 |
-2.50 |
1,906 |
25,098 |
-153 |
| May09 |
081120 |
330.30 |
330.50 |
328.20 |
330.50 |
-2.70 |
195 |
9,064 |
+8 |
| Aug09 |
081120 |
338.10 |
338.10 |
336.00 |
337.70 |
-2.40 |
73 |
6,143 |
-2 |
| Oct09 |
081120 |
343.70 |
345.50 |
343.70 |
345.50 |
-1.60 |
31 |
3,072 |
+6 |
| Dec09 |
081120 |
351.70 |
351.70 |
351.70 |
351.70 |
-1.60 |
12 |
877 |
-9 |
| Total Volume and Open Interest |
1,221 |
44,720 |
-95 |
| Cotton(ICE) |
| Dec08 |
081120 |
40.50 |
40.77 |
39.01 |
39.64 |
-1.17 |
5,643 |
11,241 |
-3,162 |
| Mar09 |
081120 |
41.55 |
41.80 |
39.40 |
39.91 |
-1.87 |
9,877 |
83,533 |
+1,582 |
| May09 |
081120 |
42.60 |
42.60 |
40.25 |
40.57 |
-2.02 |
1,469 |
12,814 |
+492 |
| Jul09 |
081120 |
43.39 |
43.40 |
41.21 |
41.66 |
-2.10 |
1,088 |
15,430 |
+116 |
| Oct09 |
081120 |
45.00 |
45.00 |
44.16 |
44.16 |
-1.94 |
0 |
127 |
+0 |
| Dec09 |
081120 |
47.01 |
47.55 |
45.30 |
45.85 |
-1.95 |
674 |
13,146 |
+214 |
| Total Volume and Open Interest |
14,728 |
138,808 |
-62 |
| Lumber(CME) |
| Jan09 |
081120 |
199.8 |
200.8 |
196.5 |
197.6 |
-2.3 |
380 |
4,829 |
-157 |
| Mar09 |
081120 |
215.3 |
215.4 |
213.3 |
214.5 |
-2.1 |
235 |
1,824 |
+185 |
| May09 |
081120 |
231.5 |
232.0 |
228.7 |
231.5 |
-2.1 |
67 |
645 |
+39 |
| Jul09 |
081120 |
234.5 |
235.1 |
233.8 |
234.6 |
-0.5 |
5 |
171 |
-1 |
| Total Volume and Open Interest |
1,402 |
7,479 |
+163 |
| Crude Oil(NYM) |
| Dec08 |
081120 |
53.10 |
53.30 |
48.50 |
49.62 |
-4.00 |
161,384 |
23,172 |
-45,558 |
| Jan09 |
081120 |
53.46 |
53.80 |
48.52 |
49.42 |
-4.68 |
219,553 |
292,450 |
+11,808 |
| Feb09 |
081120 |
54.58 |
54.65 |
49.68 |
50.41 |
-4.54 |
36,637 |
64,150 |
+3,354 |
| Mar09 |
081120 |
55.64 |
55.67 |
50.73 |
51.44 |
-4.44 |
22,660 |
51,760 |
+1,710 |
| Apr09 |
081120 |
56.67 |
56.74 |
51.96 |
52.46 |
-4.37 |
14,980 |
37,081 |
+1,879 |
| May09 |
081120 |
57.62 |
57.74 |
53.10 |
53.44 |
-4.33 |
8,858 |
28,447 |
+928 |
| Jun09 |
081120 |
58.00 |
58.00 |
53.63 |
54.39 |
-4.30 |
18,314 |
101,625 |
+3,198 |
| Jul09 |
081120 |
56.60 |
59.58 |
54.81 |
55.31 |
-4.27 |
3,608 |
24,851 |
-107 |
| Aug09 |
081120 |
57.36 |
58.00 |
56.22 |
56.22 |
-4.23 |
1,933 |
23,629 |
-359 |
| Sep09 |
081120 |
58.23 |
58.75 |
56.95 |
57.13 |
-4.18 |
2,699 |
19,639 |
+289 |
| Oct09 |
081120 |
59.18 |
59.18 |
58.03 |
58.03 |
-4.12 |
2,547 |
15,801 |
-191 |
| Nov09 |
081120 |
58.93 |
58.93 |
58.93 |
58.93 |
-4.06 |
2,924 |
15,066 |
-128 |
| Dec09 |
081120 |
63.59 |
63.66 |
59.45 |
59.83 |
-4.00 |
18,719 |
102,616 |
-1,442 |
| Jan10 |
081120 |
62.00 |
62.00 |
60.30 |
60.71 |
-3.91 |
423 |
16,953 |
+55 |
| Feb10 |
081120 |
61.57 |
61.57 |
61.57 |
61.57 |
-3.81 |
230 |
8,055 |
+88 |
| Mar10 |
081120 |
62.43 |
62.43 |
62.43 |
62.43 |
-3.71 |
77 |
11,602 |
+4 |
| Total Volume and Open Interest |
462,968 |
1,122,604 |
-25,346 |
| e-miNY Crude Oil(NYM) |
| Nov08 |
081020 |
72.300 |
76.100 |
71.800 |
74.250 |
+2.400 |
8,404 |
5,424 |
-651 |
| Dec08 |
081119 |
54.500 |
55.325 |
53.300 |
53.625 |
-0.775 |
10,324 |
7,850 |
-701 |
| Jan09 |
081120 |
53.600 |
53.775 |
48.500 |
49.425 |
-4.675 |
9,677 |
5,465 |
+755 |
| Feb09 |
081120 |
54.425 |
54.575 |
49.600 |
50.400 |
-4.550 |
112 |
263 |
+22 |
| Mar09 |
081120 |
55.200 |
55.200 |
51.000 |
51.450 |
-4.425 |
14 |
189 |
-7 |
| Apr09 |
081120 |
53.875 |
53.875 |
52.450 |
52.450 |
-4.375 |
54 |
57 |
+53 |
| May09 |
081120 |
53.450 |
53.450 |
53.450 |
53.450 |
-4.325 |
3 |
4 |
+0 |
| Jun09 |
081120 |
54.400 |
54.400 |
54.400 |
54.400 |
-4.300 |
1 |
1 |
+0 |
| Jul09 |
081120 |
55.300 |
55.300 |
55.300 |
55.300 |
-4.275 |
0 |
1 |
+0 |
| Aug09 |
081120 |
56.225 |
56.225 |
56.225 |
56.225 |
-4.225 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
15,084 |
13,082 |
+149 |
| Heating Oil(NYM) |
| Dec08 |
081120 |
175.83 |
176.45 |
166.30 |
167.59 |
-8.38 |
27,849 |
26,672 |
-1,943 |
| Jan09 |
081120 |
177.21 |
177.34 |
167.34 |
168.65 |
-8.72 |
24,205 |
59,278 |
+1,140 |
| Feb09 |
081120 |
179.00 |
179.15 |
169.68 |
170.25 |
-8.87 |
6,981 |
21,251 |
-220 |
| Mar09 |
081120 |
180.04 |
180.47 |
171.30 |
171.30 |
-8.87 |
3,497 |
20,559 |
+101 |
| Apr09 |
081120 |
173.41 |
177.74 |
171.35 |
171.35 |
-8.77 |
1,970 |
10,886 |
+279 |
| May09 |
081120 |
178.20 |
178.79 |
172.03 |
172.05 |
-8.77 |
783 |
11,602 |
+118 |
| Jun09 |
081120 |
180.46 |
180.46 |
172.85 |
173.30 |
-8.72 |
2,973 |
18,978 |
-109 |
| Jul09 |
081120 |
179.40 |
180.04 |
175.10 |
175.10 |
-8.62 |
357 |
7,075 |
+84 |
| Aug09 |
081120 |
182.00 |
183.50 |
177.50 |
177.65 |
-8.37 |
179 |
3,665 |
+14 |
| Sep09 |
081120 |
185.00 |
186.42 |
180.30 |
180.50 |
-8.32 |
265 |
7,317 |
-59 |
| Oct09 |
081120 |
189.00 |
190.29 |
183.60 |
183.70 |
-8.37 |
132 |
2,573 |
+25 |
| Nov09 |
081120 |
190.00 |
192.02 |
186.60 |
186.70 |
-8.42 |
125 |
1,902 |
+21 |
| Total Volume and Open Interest |
66,403 |
230,248 |
-480 |
| Gasoline(NYMEX) |
| Dec08 |
081120 |
109.15 |
110.00 |
99.21 |
100.70 |
-10.00 |
23,268 |
38,277 |
-3,737 |
| Jan09 |
081120 |
112.90 |
113.75 |
102.45 |
103.99 |
-10.36 |
15,589 |
66,403 |
+1,874 |
| Feb09 |
081120 |
117.19 |
117.19 |
107.64 |
107.89 |
-10.41 |
4,064 |
11,862 |
+526 |
| Mar09 |
081120 |
120.50 |
121.55 |
111.42 |
112.09 |
-10.21 |
1,675 |
13,825 |
+490 |
| Apr09 |
081120 |
137.48 |
137.48 |
127.74 |
127.74 |
-10.21 |
836 |
13,693 |
-31 |
| May09 |
081120 |
135.00 |
135.00 |
129.59 |
129.99 |
-10.21 |
1,068 |
7,562 |
+248 |
| Jun09 |
081120 |
134.68 |
137.58 |
132.19 |
132.19 |
-10.21 |
1,583 |
8,307 |
-35 |
| Jul09 |
081120 |
138.20 |
138.20 |
134.09 |
134.09 |
-10.21 |
1,072 |
4,244 |
+501 |
| Aug09 |
081120 |
138.00 |
139.80 |
135.69 |
135.69 |
-10.21 |
107 |
2,299 |
+3 |
| Sep09 |
081120 |
141.00 |
141.00 |
136.79 |
136.79 |
-10.16 |
470 |
2,943 |
+124 |
| Total Volume and Open Interest |
50,630 |
183,988 |
+509 |
| e-miNY RBOB Gasoline(NYM) |
| Dec08 |
081120 |
100.70 |
100.70 |
100.70 |
100.70 |
-10.00 |
|
|
|
| Jan09 |
081120 |
103.99 |
103.99 |
103.99 |
103.99 |
-10.36 |
|
|
|
| Feb09 |
081120 |
107.89 |
107.89 |
107.89 |
107.89 |
-10.41 |
|
|
|
| Mar09 |
081120 |
112.09 |
112.09 |
112.09 |
112.09 |
-10.21 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Natural Gas(NYM) |
| Dec08 |
081120 |
6.734 |
6.820 |
6.201 |
6.316 |
-0.427 |
72,180 |
32,819 |
-7,195 |
| Jan09 |
081120 |
6.831 |
6.871 |
6.275 |
6.386 |
-0.427 |
41,152 |
130,252 |
+7,371 |
| Feb09 |
081120 |
6.805 |
6.906 |
6.370 |
6.447 |
-0.404 |
11,010 |
43,028 |
-514 |
| Mar09 |
081120 |
6.861 |
6.861 |
6.320 |
6.442 |
-0.379 |
10,425 |
78,663 |
+1,152 |
| Apr09 |
081120 |
6.810 |
6.810 |
6.345 |
6.427 |
-0.359 |
7,575 |
54,885 |
-165 |
| May09 |
081120 |
6.690 |
6.691 |
6.464 |
6.494 |
-0.357 |
4,439 |
35,962 |
+649 |
| Jun09 |
081120 |
6.802 |
6.803 |
6.565 |
6.614 |
-0.347 |
1,373 |
23,352 |
+192 |
| Jul09 |
081120 |
6.990 |
7.860 |
6.691 |
6.749 |
-0.337 |
1,432 |
20,240 |
+161 |
| Aug09 |
081120 |
6.941 |
6.960 |
6.805 |
6.849 |
-0.332 |
894 |
19,857 |
-30 |
| Sep09 |
081120 |
7.171 |
7.995 |
6.821 |
6.894 |
-0.330 |
807 |
16,637 |
-98 |
| Oct09 |
081120 |
7.218 |
7.218 |
6.959 |
6.982 |
-0.329 |
3,361 |
32,862 |
+139 |
| Nov09 |
081120 |
7.424 |
7.457 |
7.237 |
7.337 |
-0.314 |
1,455 |
16,962 |
+318 |
| Dec09 |
081120 |
7.930 |
7.930 |
7.570 |
7.727 |
-0.299 |
1,543 |
25,981 |
-47 |
| Jan10 |
081120 |
8.209 |
8.211 |
7.855 |
7.977 |
-0.294 |
1,056 |
19,202 |
+74 |
| Feb10 |
081120 |
8.197 |
8.197 |
7.940 |
7.982 |
-0.294 |
107 |
8,020 |
+25 |
| Mar10 |
081120 |
8.015 |
8.015 |
7.800 |
7.807 |
-0.289 |
281 |
16,887 |
-7 |
| Total Volume and Open Interest |
138,359 |
742,054 |
-4,137 |
| Brent Crude Oil(ICE) |
| Jan09 |
081120 |
51.00 |
51.30 |
47.46 |
48.08 |
-3.64 |
107,655 |
110,780 |
-4,235 |
| Feb09 |
081120 |
52.75 |
53.05 |
49.17 |
49.79 |
-3.70 |
47,166 |
103,904 |
-1,908 |
| Mar09 |
081120 |
54.50 |
54.50 |
50.57 |
51.24 |
-3.75 |
28,127 |
44,605 |
+5,786 |
| Apr09 |
081120 |
55.47 |
55.64 |
52.09 |
52.56 |
-3.81 |
14,634 |
17,174 |
+208 |
| May09 |
081120 |
56.70 |
56.97 |
53.35 |
53.78 |
-3.90 |
8,508 |
17,783 |
-398 |
| Jun09 |
081120 |
58.11 |
58.27 |
54.55 |
54.95 |
-3.98 |
11,670 |
36,950 |
+1,848 |
| Jul09 |
081120 |
59.13 |
59.13 |
56.07 |
56.14 |
-3.99 |
2,687 |
12,651 |
-13 |
| Aug09 |
081120 |
60.24 |
60.24 |
57.23 |
57.30 |
-3.98 |
1,908 |
11,109 |
-103 |
| Sep09 |
081120 |
61.28 |
61.28 |
58.30 |
58.37 |
-3.96 |
1,187 |
10,811 |
-8 |
| Oct09 |
081120 |
62.17 |
62.17 |
59.30 |
59.30 |
-3.92 |
0 |
7,168 |
-253 |
| Nov09 |
081120 |
62.90 |
62.90 |
60.15 |
60.15 |
-3.85 |
0 |
10,191 |
+96 |
| Dec09 |
081120 |
64.47 |
64.47 |
60.80 |
60.95 |
-3.79 |
8,510 |
59,041 |
-217 |
| Jan10 |
081120 |
61.77 |
61.77 |
61.77 |
61.77 |
-3.72 |
0 |
9,399 |
-121 |
| Feb10 |
081120 |
62.67 |
62.67 |
62.67 |
62.67 |
-3.60 |
0 |
3,319 |
+9 |
| Total Volume and Open Interest |
205,618 |
547,620 |
-16,264 |
| Gas Oil(ICE) |
| Dec08 |
081120 |
544.75 |
544.75 |
514.00 |
529.75 |
-17.50 |
33,384 |
60,791 |
-667 |
| Jan09 |
081120 |
552.75 |
552.75 |
521.25 |
537.25 |
-18.25 |
28,902 |
73,020 |
+5,681 |
| Feb09 |
081120 |
559.25 |
559.25 |
533.00 |
545.75 |
-18.50 |
8,082 |
29,002 |
+799 |
| Mar09 |
081120 |
565.00 |
565.00 |
549.75 |
553.50 |
-18.50 |
2,741 |
16,110 |
+263 |
| Apr09 |
081120 |
571.00 |
571.00 |
552.50 |
560.25 |
-18.00 |
1,805 |
15,849 |
+5 |
| May09 |
081120 |
577.75 |
577.75 |
559.00 |
566.75 |
-17.75 |
1,629 |
16,780 |
+285 |
| Jun09 |
081120 |
584.50 |
585.75 |
560.00 |
573.25 |
-17.75 |
1,787 |
35,568 |
+265 |
| Jul09 |
081120 |
592.00 |
594.25 |
580.50 |
583.00 |
-17.50 |
736 |
11,136 |
-669 |
| Aug09 |
081120 |
603.00 |
603.00 |
590.00 |
592.75 |
-17.25 |
566 |
8,593 |
+81 |
| Sep09 |
081120 |
613.00 |
613.00 |
600.50 |
600.50 |
-16.50 |
73 |
6,268 |
+35 |
| Total Volume and Open Interest |
82,887 |
355,565 |
+6,892 |
| Ethanol(CBOT) |
| Nov08 |
081105 |
1.765 |
1.879 |
1.765 |
1.879 |
+0.036 |
13 |
100 |
-33 |
| Dec08 |
081120 |
1.640 |
1.650 |
1.640 |
1.643 |
-0.044 |
9 |
275 |
-6 |
| Jan09 |
081120 |
1.600 |
1.622 |
1.600 |
1.621 |
-0.054 |
2 |
396 |
-10 |
| Feb09 |
081120 |
1.621 |
1.622 |
1.621 |
1.621 |
-0.049 |
4 |
205 |
+4 |
| Mar09 |
081120 |
1.620 |
1.635 |
1.620 |
1.621 |
-0.051 |
2 |
272 |
+2 |
| Apr09 |
081120 |
1.621 |
1.621 |
1.620 |
1.620 |
-0.065 |
2 |
333 |
+2 |
| May09 |
081120 |
1.670 |
1.670 |
1.660 |
1.660 |
-0.070 |
0 |
173 |
+0 |
| Jun09 |
081120 |
1.670 |
1.670 |
1.645 |
1.660 |
-0.070 |
5 |
168 |
+5 |
| Total Volume and Open Interest |
31 |
3,023 |
+5 |
| US Dollar Index(ICE) |
| Dec08 |
081120 |
88.040 |
88.625 |
87.715 |
88.295 |
+0.730 |
4,852 |
35,837 |
-230 |
| Mar09 |
081120 |
88.550 |
89.200 |
88.440 |
88.935 |
+0.730 |
76 |
2,177 |
+17 |
| Jun09 |
081120 |
89.665 |
89.665 |
89.665 |
89.665 |
+0.730 |
10 |
87 |
+0 |
| Total Volume and Open Interest |
2,393 |
38,314 |
+165 |
| Australian Dollar(CME) |
| Dec08 |
081120 |
63.51 |
64.04 |
60.55 |
61.13 |
-3.23 |
4 |
62,086 |
+506 |
| Mar09 |
081120 |
63.11 |
64.19 |
60.55 |
60.92 |
-3.27 |
14 |
1,215 |
+70 |
| Jun09 |
081120 |
60.72 |
63.94 |
60.72 |
60.72 |
-3.22 |
0 |
304 |
+0 |
| Total Volume and Open Interest |
21,449 |
63,207 |
-19 |
| British Pound(CME) |
| Dec08 |
081120 |
149.48 |
149.93 |
147.05 |
148.11 |
-2.07 |
152 |
106,402 |
-1,326 |
| Mar09 |
081120 |
149.76 |
150.21 |
147.24 |
148.16 |
-2.05 |
150 |
4,478 |
+1,064 |
| Jun09 |
081120 |
148.14 |
150.15 |
147.51 |
148.14 |
-2.01 |
0 |
1,171 |
-100 |
| Total Volume and Open Interest |
58,461 |
112,428 |
-733 |
| Canadian Dollar(CME) |
| Dec08 |
081120 |
79.66 |
79.83 |
76.92 |
77.82 |
-2.27 |
268 |
81,246 |
+209 |
| Mar09 |
081120 |
79.55 |
80.10 |
77.00 |
77.85 |
-2.25 |
0 |
4,750 |
+148 |
| Jun09 |
081120 |
78.80 |
80.12 |
77.27 |
77.89 |
-2.23 |
0 |
1,530 |
-2 |
| Sep09 |
081120 |
78.14 |
80.12 |
77.25 |
77.91 |
-2.21 |
134 |
1,548 |
-124 |
| Total Volume and Open Interest |
24,302 |
89,435 |
-2,961 |
| Japanese Yen(CME) |
| Dec08 |
081120 |
104.53 |
106.96 |
103.94 |
105.61 |
+1.82 |
15 |
114,912 |
-8,621 |
| Mar09 |
081120 |
104.66 |
107.30 |
104.23 |
106.08 |
+1.85 |
7 |
1,690 |
-40 |
| Jun09 |
081120 |
106.97 |
107.50 |
104.68 |
106.45 |
+1.77 |
0 |
3,662 |
+0 |
| Total Volume and Open Interest |
97,849 |
128,937 |
-5,685 |
| Swiss Franc(CME) |
| Dec08 |
081120 |
82.47 |
82.64 |
81.46 |
81.81 |
-0.83 |
2 |
39,631 |
+351 |
| Mar09 |
081120 |
82.70 |
82.84 |
81.96 |
82.12 |
-0.72 |
0 |
1,293 |
-2 |
| Jun09 |
081120 |
82.70 |
83.05 |
82.31 |
82.42 |
-0.63 |
0 |
290 |
+0 |
| Total Volume and Open Interest |
21,435 |
40,873 |
-3,396 |
| EuroFX(CME) |
| Dec08 |
081120 |
124.86 |
125.85 |
124.17 |
125.00 |
-0.88 |
154 |
142,473 |
+6,228 |
| Mar09 |
081120 |
124.78 |
125.77 |
124.08 |
124.90 |
-0.82 |
0 |
26,591 |
-10 |
| Jun09 |
081120 |
124.91 |
125.68 |
124.42 |
124.91 |
-0.77 |
0 |
626 |
+2 |
| Total Volume and Open Interest |
142,452 |
164,455 |
-1,983 |
| Mexican Peso(CME) |
| Dec08 |
081120 |
734.2 |
741.0 |
705.5 |
717.2 |
-34.2 |
554 |
40,752 |
+544 |
| Jan09 |
081120 |
709.2 |
746.5 |
709.2 |
709.2 |
-37.2 |
|
|
|
| Total Volume and Open Interest |
3,398 |
40,734 |
-202 |
| 30-Year T-Bonds(CBOT) |
| Dec08 |
081120 |
122~275 |
129~190 |
122~180 |
125~250 |
+3~220 |
259,052 |
668,886 |
-12,642 |
| Mar09 |
081120 |
121~105 |
128~115 |
121~105 |
124~195 |
+3~235 |
38,408 |
80,996 |
+18,702 |
| Jun09 |
081120 |
122~105 |
123~265 |
119~245 |
123~075 |
+3~150 |
0 |
13 |
+0 |
| Total Volume and Open Interest |
233,495 |
743,840 |
+7,540 |
| 10-Year T-Notes(CBOT) |
| Dec08 |
081120 |
119~175 |
121~255 |
119~100 |
120~230 |
+1~150 |
728,414 |
1,076,380 |
-58,557 |
| Mar09 |
081120 |
117~080 |
119~130 |
117~005 |
118~120 |
+1~130 |
76,615 |
168,386 |
+77,371 |
| Jun09 |
081120 |
117~120 |
117~120 |
115~310 |
117~120 |
+1~130 |
|
|
|
| Total Volume and Open Interest |
634,389 |
1,225,952 |
+14,143 |
| 5-Year T-Notes(CBOT) |
| Dec08 |
081120 |
117~110 |
118~098 |
117~093 |
118~059 |
+0~103 |
370,244 |
0 |
+0 |
| Mar09 |
081120 |
115~065 |
116~025 |
115~038 |
115~115 |
+0~077 |
43,287 |
0 |
+0 |
| Jun09 |
081120 |
115~115 |
115~115 |
115~039 |
115~115 |
+0~077 |
|
|
|
| Total Volume and Open Interest |
443,215 |
1,278,853 |
-13,790 |
| 2 Year T-Notes(CBOT) |
| Dec08 |
081120 |
108~073 |
108~112 |
108~072 |
108~096 |
+0~024 |
4,638 |
631,667 |
-21,416 |
| Mar09 |
081120 |
107~076 |
107~126 |
107~070 |
107~095 |
+0~026 |
4,484 |
27,131 |
+8,328 |
| Jun09 |
081120 |
107~095 |
107~095 |
107~070 |
107~095 |
+0~026 |
|
|
|
| Total Volume and Open Interest |
204,239 |
671,886 |
-2,893 |
| Eurodollars(CME) |
| Dec08 |
081120 |
97.988 |
98.150 |
97.950 |
98.067 |
+0.080 |
8,777 |
1,567,902 |
+17,285 |
| Mar09 |
081120 |
98.125 |
98.285 |
98.110 |
98.240 |
+0.095 |
6,424 |
1,276,260 |
-5,067 |
| Jun09 |
081120 |
98.105 |
98.245 |
98.080 |
98.190 |
+0.100 |
2,304 |
991,862 |
+618 |
| Sep09 |
081120 |
98.020 |
98.180 |
98.015 |
98.115 |
+0.115 |
2,251 |
911,710 |
+11,375 |
| Dec09 |
081120 |
97.880 |
98.060 |
97.880 |
97.985 |
+0.125 |
4,216 |
805,834 |
+5,934 |
| Mar10 |
081120 |
97.865 |
98.045 |
97.840 |
97.945 |
+0.125 |
3,768 |
606,981 |
-1,213 |
| Jun10 |
081120 |
97.685 |
97.920 |
97.680 |
97.800 |
+0.150 |
4,537 |
396,133 |
-4,436 |
| Sep10 |
081120 |
97.460 |
97.740 |
97.445 |
97.605 |
+0.185 |
2,362 |
343,280 |
-4,729 |
| Dec10 |
081120 |
97.130 |
97.485 |
97.130 |
97.305 |
+0.190 |
2,451 |
255,105 |
+4,027 |
| Mar11 |
081120 |
96.965 |
97.310 |
96.965 |
97.105 |
+0.200 |
1,068 |
205,231 |
+1,879 |
| Jun11 |
081120 |
96.710 |
97.090 |
96.710 |
96.880 |
+0.215 |
1,421 |
207,811 |
+1,131 |
| Sep11 |
081120 |
96.485 |
96.900 |
96.485 |
96.675 |
+0.230 |
1,230 |
139,425 |
+998 |
| Dec11 |
081120 |
96.290 |
96.680 |
96.290 |
96.475 |
+0.245 |
737 |
91,599 |
-134 |
| Mar12 |
081120 |
96.220 |
96.640 |
96.220 |
96.420 |
+0.260 |
410 |
94,803 |
-876 |
| Jun12 |
081120 |
96.065 |
96.490 |
96.065 |
96.295 |
+0.270 |
723 |
72,182 |
-132 |
| Sep12 |
081120 |
95.985 |
96.370 |
95.985 |
96.195 |
+0.280 |
367 |
61,401 |
-1,000 |
| Dec12 |
081120 |
95.835 |
96.210 |
95.835 |
96.055 |
+0.285 |
737 |
54,269 |
+500 |
| Mar13 |
081120 |
95.805 |
96.170 |
95.785 |
96.020 |
+0.290 |
1,425 |
52,720 |
-133 |
| Total Volume and Open Interest |
1,032,337 |
8,276,547 |
+5,693 |
| 30 Day Federal Funds(CBOT) |
| Nov08 |
081120 |
99.620 |
99.635 |
99.573 |
99.598 |
-0.025 |
115 |
100,485 |
-262 |
| Dec08 |
081120 |
99.600 |
99.645 |
99.595 |
99.610 |
+0.015 |
215 |
65,804 |
+973 |
| Jan09 |
081120 |
99.560 |
99.610 |
99.560 |
99.580 |
+0.035 |
100 |
64,413 |
-394 |
| Feb09 |
081120 |
99.510 |
99.600 |
99.495 |
99.565 |
+0.070 |
354 |
71,064 |
-675 |
| Mar09 |
081120 |
99.455 |
99.570 |
99.445 |
99.530 |
+0.085 |
10 |
42,892 |
-857 |
| Apr09 |
081120 |
99.435 |
99.535 |
99.395 |
99.500 |
+0.105 |
0 |
35,021 |
+62 |
| Total Volume and Open Interest |
39,283 |
476,159 |
-5,051 |
| 30 Day Fed Funds(e-CBOT) |
| Nov08 |
081120 |
99.620 |
99.635 |
99.573 |
99.610 |
-0.027 |
4,409 |
100,485 |
-262 |
| Dec08 |
081120 |
99.600 |
99.645 |
99.595 |
99.625 |
+0.015 |
8,610 |
65,804 |
+973 |
| Jan09 |
081120 |
99.560 |
99.610 |
99.560 |
99.610 |
+0.055 |
7,894 |
64,413 |
-394 |
| Feb09 |
081120 |
99.510 |
99.600 |
99.500 |
99.600 |
+0.090 |
9,807 |
71,064 |
-675 |
| Mar09 |
081120 |
99.455 |
99.570 |
99.455 |
99.570 |
+0.115 |
5,406 |
42,892 |
-857 |
| Apr09 |
081120 |
99.435 |
99.535 |
99.430 |
99.535 |
+0.125 |
2,884 |
35,021 |
+62 |
| Total Volume and Open Interest |
44,442 |
476,434 |
+720 |
| 3-Mth Euro-Yen(CME) |
| Dec08 |
081120 |
99.23 |
99.30 |
99.23 |
99.30 |
+0.07 |
1 |
3,988 |
+1 |
| Mar09 |
081120 |
99.29 |
99.29 |
99.29 |
99.29 |
unch |
0 |
4,968 |
-4 |
| Jun09 |
081120 |
99.35 |
99.35 |
99.35 |
99.35 |
-0.01 |
0 |
878 |
+0 |
| Sep09 |
081120 |
99.35 |
99.35 |
99.35 |
99.35 |
unch |
0 |
480 |
+0 |
| Dec09 |
081120 |
99.32 |
99.32 |
99.32 |
99.32 |
unch |
1 |
101 |
+1 |
| Mar10 |
081120 |
99.21 |
99.21 |
99.21 |
99.21 |
-0.03 |
|
|
|
| Jun10 |
081120 |
99.15 |
99.15 |
99.15 |
99.15 |
-0.03 |
|
|
|
| Sep10 |
081120 |
99.12 |
99.12 |
99.12 |
99.12 |
-0.01 |
|
|
|
| Dec10 |
081120 |
99.11 |
99.11 |
99.11 |
99.11 |
-0.02 |
|
|
|
| Mar11 |
081120 |
99.03 |
99.03 |
99.03 |
99.03 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
2 |
10,415 |
-2 |
| 3-Mth Euro-Yen(SGX) |
| Dec08 |
081120 |
99.18 |
99.18 |
99.17 |
99.17 |
-0.03 |
531 |
20,727 |
-140 |
| Mar09 |
081120 |
99.29 |
99.29 |
99.26 |
99.26 |
-0.03 |
430 |
12,430 |
+257 |
| Jun09 |
081120 |
99.35 |
99.35 |
99.35 |
99.35 |
-0.01 |
0 |
5,463 |
+0 |
| Sep09 |
081120 |
99.40 |
99.40 |
99.32 |
99.32 |
-0.01 |
2 |
2,885 |
-1 |
| Dec09 |
081120 |
99.38 |
99.38 |
99.29 |
99.29 |
-0.01 |
0 |
974 |
+0 |
| Mar10 |
081120 |
99.18 |
99.18 |
99.18 |
99.18 |
-0.01 |
0 |
880 |
+0 |
| Jun10 |
081120 |
99.11 |
99.11 |
99.11 |
99.11 |
-0.01 |
0 |
513 |
+0 |
| Sep10 |
081120 |
99.09 |
99.09 |
99.09 |
99.09 |
-0.02 |
0 |
252 |
+0 |
| Total Volume and Open Interest |
963 |
46,244 |
+211 |
| Japanese Gov't Bonds(SGX) |
| Dec08 |
081120 |
139.07 |
139.36 |
138.96 |
139.26 |
+0.88 |
1,145 |
9,621 |
-86 |
| Mar09 |
081120 |
139.26 |
139.26 |
139.26 |
139.26 |
+0.46 |
|
|
|
| Jun09 |
081120 |
139.26 |
139.26 |
139.26 |
139.26 |
+0.46 |
|
|
|
| Total Volume and Open Interest |
1,021 |
9,912 |
-4 |
| Euro-Bund(EUREX) |
| Dec08 |
081117 |
118.61 |
118.84 |
118.39 |
118.74 |
-0.02 |
646,904 |
1,056,281 |
-5,207 |
| Mar09 |
081117 |
118.71 |
118.92 |
118.53 |
118.86 |
-0.05 |
2,421 |
18,003 |
-924 |
| Jun09 |
081117 |
119.64 |
119.64 |
119.64 |
119.64 |
-0.02 |
42 |
0 |
+0 |
| Total Volume and Open Interest |
649,367 |
1,074,284 |
-6,131 |
| Euro-Bobl(EUREX) |
| Dec08 |
081120 |
114.43 |
115.03 |
114.36 |
115.00 |
+0.69 |
299,112 |
976,914 |
-15,197 |
| Mar09 |
081120 |
114.43 |
115.00 |
114.40 |
114.77 |
+0.49 |
5,851 |
29,348 |
+3,621 |
| Jun09 |
081120 |
115.26 |
115.26 |
115.26 |
115.26 |
+0.83 |
|
|
|
| Total Volume and Open Interest |
295,308 |
1,017,838 |
+8,716 |
| 3-Mth Euribor(EUREX) |
| Dec08 |
081105 |
96.290 |
96.290 |
96.230 |
96.265 |
+0.240 |
437 |
18,084 |
+428 |
| Mar09 |
081117 |
97.170 |
97.275 |
97.170 |
97.275 |
+0.085 |
83 |
5,494 |
+16 |
| Jun09 |
081117 |
97.325 |
97.445 |
97.325 |
97.445 |
+0.110 |
12 |
2,870 |
+0 |
| Total Volume and Open Interest |
429 |
37,298 |
-46 |
| Long Gilt(LIFFE) |
| Dec08 |
081120 |
115~21 |
117~01 |
115~20 |
116~18 |
+1~09 |
71,558 |
337,743 |
-3,684 |
| Mar09 |
081120 |
114~28 |
116~04 |
114~28 |
115~21 |
+1~09 |
950 |
25,444 |
+739 |
| Total Volume and Open Interest |
77,783 |
366,132 |
+12,691 |
| 3-Mth Short Sterling(LIFFE) |
| Dec08 |
081120 |
96.60 |
96.68 |
96.57 |
96.65 |
+0.08 |
50,342 |
456,390 |
+160 |
| Mar09 |
081120 |
97.39 |
97.43 |
97.32 |
97.36 |
+0.03 |
51,226 |
428,290 |
-1,207 |
| Jun09 |
081120 |
97.56 |
97.58 |
97.49 |
97.51 |
+0.04 |
62,329 |
298,011 |
-3,987 |
| Sep09 |
081120 |
97.49 |
97.52 |
97.43 |
97.48 |
+0.08 |
48,334 |
215,808 |
+4,534 |
| Dec09 |
081120 |
97.18 |
97.29 |
97.15 |
97.25 |
+0.12 |
59,621 |
236,965 |
-28,691 |
| Mar10 |
081120 |
96.98 |
97.10 |
96.94 |
97.07 |
+0.15 |
32,779 |
169,412 |
-1,689 |
| Total Volume and Open Interest |
246,368 |
2,063,497 |
+88 |
| 3-Mth Euribor(LIFFE) |
| Dec08 |
081120 |
96.570 |
96.720 |
96.570 |
96.680 |
+0.160 |
80,231 |
821,345 |
-5,636 |
| Mar09 |
081120 |
97.330 |
97.470 |
97.325 |
97.435 |
+0.140 |
71,600 |
617,109 |
+1,143 |
| Jun09 |
081120 |
97.490 |
97.645 |
97.485 |
97.590 |
+0.140 |
79,503 |
547,822 |
+1,479 |
| Total Volume and Open Interest |
431,988 |
3,599,306 |
+7,895 |
| 3-Mth Aus T-Bills(SFE) |
| Dec08 |
081120 |
95.70 |
95.78 |
95.68 |
95.77 |
+0.07 |
10,894 |
747,636 |
-7,530 |
| Mar09 |
081120 |
96.55 |
96.72 |
96.53 |
96.71 |
+0.16 |
10,591 |
337,519 |
-3,982 |
| Jun09 |
081120 |
96.56 |
96.71 |
96.53 |
96.71 |
+0.15 |
4,379 |
184,855 |
-2,479 |
| Sep09 |
081120 |
96.37 |
96.52 |
96.35 |
96.52 |
+0.15 |
5,036 |
122,121 |
-1,377 |
| Dec09 |
081120 |
96.01 |
96.18 |
96.01 |
96.16 |
+0.17 |
1,620 |
81,621 |
-34 |
| Mar10 |
081120 |
95.53 |
95.68 |
95.53 |
95.67 |
+0.16 |
1,474 |
41,747 |
+560 |
| Jun10 |
081120 |
95.09 |
95.21 |
95.09 |
95.18 |
+0.16 |
781 |
34,299 |
+29 |
| Sep10 |
081120 |
94.85 |
94.85 |
94.76 |
94.77 |
+0.13 |
936 |
18,093 |
+723 |
| Dec10 |
081120 |
94.41 |
94.54 |
94.41 |
94.46 |
+0.07 |
220 |
3,986 |
+220 |
| Mar11 |
081120 |
94.36 |
94.38 |
94.31 |
94.31 |
+0.08 |
207 |
869 |
+87 |
| Total Volume and Open Interest |
40,094 |
1,573,804 |
-13,620 |
| 10-Year Aus T-Bonds(SFE) |
| Dec08 |
081120 |
95.21 |
95.27 |
95.19 |
95.24 |
+0.08 |
17,914 |
359,568 |
-3,004 |
| Mar09 |
081120 |
95.19 |
95.19 |
95.19 |
95.19 |
+0.09 |
|
|
|
| Total Volume and Open Interest |
24,894 |
359,568 |
-3,004 |
| 3-Year Aus T-Bonds(SFE) |
| Dec08 |
081120 |
96.25 |
96.38 |
96.22 |
96.32 |
+0.07 |
31,020 |
592,318 |
+5,686 |
| Mar09 |
081120 |
96.14 |
96.14 |
96.13 |
96.13 |
+0.07 |
|
|
|
| Total Volume and Open Interest |
43,454 |
592,318 |
+5,686 |
| Gold(CMX) |
| Dec08 |
081120 |
735.2 |
753.4 |
732.6 |
748.7 |
+12.7 |
143,008 |
109,221 |
-9,039 |
| Feb09 |
081120 |
736.5 |
754.0 |
733.1 |
749.4 |
+12.9 |
24,158 |
84,634 |
+9,291 |
| Apr09 |
081120 |
738.4 |
752.5 |
736.6 |
750.4 |
+12.8 |
708 |
23,594 |
+48 |
| Jun09 |
081120 |
740.3 |
753.5 |
739.9 |
751.8 |
+12.7 |
1,438 |
23,595 |
-254 |
| Aug09 |
081120 |
753.4 |
753.4 |
753.4 |
753.4 |
+12.5 |
5 |
11,805 |
+5 |
| Oct09 |
081120 |
755.2 |
755.2 |
755.2 |
755.2 |
+12.5 |
52 |
2,906 |
+0 |
| Dec09 |
081120 |
752.5 |
759.3 |
747.4 |
757.0 |
+12.3 |
1,013 |
12,616 |
-14 |
| Feb10 |
081120 |
759.0 |
759.0 |
759.0 |
759.0 |
+12.2 |
14 |
696 |
+0 |
| Apr10 |
081120 |
761.0 |
761.0 |
761.0 |
761.0 |
+12.0 |
10 |
35 |
+0 |
| Jun10 |
081120 |
763.0 |
763.0 |
763.0 |
763.0 |
+11.8 |
35 |
2,236 |
+10 |
| Aug10 |
081120 |
765.2 |
765.2 |
765.2 |
765.2 |
+11.6 |
100 |
100 |
+0 |
| Total Volume and Open Interest |
117,778 |
289,700 |
+4,481 |
| Silver(CMX) |
| Dec08 |
081120 |
926.0 |
945.5 |
880.5 |
902.5 |
-28.5 |
26,947 |
30,512 |
-3,206 |
| Mar09 |
081120 |
926.5 |
947.0 |
883.0 |
904.9 |
-28.9 |
8,005 |
33,021 |
+2,994 |
| May09 |
081120 |
935.5 |
935.5 |
887.5 |
906.2 |
-29.3 |
115 |
6,311 |
+12 |
| Jul09 |
081120 |
897.0 |
907.0 |
897.0 |
907.0 |
-29.6 |
285 |
7,607 |
+229 |
| Sep09 |
081120 |
907.8 |
907.8 |
907.8 |
907.8 |
-29.7 |
357 |
3,180 |
+7 |
| Dec09 |
081120 |
931.5 |
933.0 |
888.5 |
909.0 |
-29.8 |
200 |
3,513 |
-27 |
| Mar10 |
081120 |
911.0 |
911.0 |
911.0 |
911.0 |
-30.2 |
50 |
754 |
+0 |
| Total Volume and Open Interest |
36,569 |
91,853 |
-1,904 |
| Platinum(NYMEX) |
| Jan09 |
081120 |
819.8 |
824.9 |
777.0 |
790.1 |
-33.6 |
1,355 |
15,990 |
+276 |
| Apr09 |
081120 |
813.0 |
816.2 |
785.0 |
795.4 |
-33.6 |
5 |
1,021 |
+4 |
| Total Volume and Open Interest |
1,302 |
16,731 |
+96 |
| Palladium(NYMEX) |
| Dec08 |
081120 |
184.50 |
195.00 |
173.40 |
179.45 |
-14.40 |
1,910 |
6,032 |
-707 |
| Mar09 |
081120 |
186.35 |
196.00 |
175.00 |
181.05 |
-14.60 |
993 |
7,601 |
+999 |
| Jun09 |
081120 |
183.05 |
183.05 |
183.05 |
183.05 |
-14.60 |
5 |
19 |
+5 |
| Total Volume and Open Interest |
852 |
13,355 |
-90 |
| Copper(CMX) |
| Dec08 |
081120 |
158.50 |
161.50 |
154.05 |
157.55 |
-2.60 |
13,227 |
20,774 |
-1,911 |
| Mar09 |
081120 |
158.95 |
162.30 |
154.30 |
158.00 |
-2.95 |
7,057 |
41,491 |
+1,688 |
| May09 |
081120 |
162.00 |
162.50 |
156.35 |
159.40 |
-3.05 |
444 |
4,154 |
+43 |
| Jul09 |
081120 |
160.00 |
161.00 |
157.75 |
160.75 |
-3.00 |
138 |
1,822 |
+58 |
| Sep09 |
081120 |
163.00 |
163.50 |
160.00 |
161.85 |
-3.10 |
131 |
1,649 |
+67 |
| Total Volume and Open Interest |
24,481 |
80,583 |
+932 |
| Aluminum(CMX) |
| Nov08 |
081120 |
0.82 |
0.82 |
0.82 |
0.82 |
-84.78 |
|
|
|
| Dec08 |
081120 |
0.82 |
0.82 |
0.82 |
0.82 |
-85.53 |
|
|
|
| Jan09 |
081120 |
0.83 |
0.83 |
0.83 |
0.83 |
-86.27 |
|
|
|
| Feb09 |
081120 |
0.84 |
0.84 |
0.84 |
0.84 |
-87.01 |
|
|
|
| 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 |
081120 |
8015 |
8175 |
7470 |
7487 |
-540 |
1,559 |
26,600 |
+274 |
| Mar09 |
081120 |
7830 |
8000 |
7439 |
7439 |
-544 |
35 |
195 |
-3 |
| Jun09 |
081120 |
7407 |
7407 |
7407 |
7407 |
-545 |
|
|
|
| Sep09 |
081120 |
7367 |
7367 |
7367 |
7367 |
-546 |
|
|
|
| Total Volume and Open Interest |
2,548 |
26,524 |
+267 |
| S & P 500(CME) |
| Dec08 |
081120 |
810.50 |
820.00 |
745.00 |
748.30 |
-64.20 |
39,311 |
607,567 |
-6,214 |
| Mar09 |
081120 |
794.00 |
819.60 |
744.60 |
746.00 |
-64.60 |
2,678 |
16,243 |
+2,712 |
| Jun09 |
081120 |
745.10 |
819.10 |
744.10 |
745.10 |
-65.00 |
0 |
8,393 |
+0 |
| Sep09 |
081120 |
741.70 |
816.10 |
741.10 |
741.70 |
-65.40 |
0 |
768 |
+0 |
| Total Volume and Open Interest |
45,910 |
636,473 |
-3,706 |
| S & P 500 E-Mini(Globex) |
| Dec08 |
081120 |
796.25 |
820.75 |
745.00 |
748.25 |
-64.25 |
3,430,032 |
3,106,576 |
+39,248 |
| Mar09 |
081120 |
808.50 |
818.25 |
743.25 |
746.00 |
-64.50 |
6,578 |
105,721 |
+614 |
| Total Volume and Open Interest |
3,285,027 |
3,178,132 |
+54,174 |
| NASDAQ 100(CME) |
| Dec08 |
081120 |
1090.30 |
1115.00 |
1031.00 |
1039.50 |
-53.00 |
3,104 |
31,392 |
+29 |
| Mar09 |
081120 |
1111.00 |
1114.00 |
1041.50 |
1041.50 |
-53.50 |
0 |
7 |
+0 |
| Jun09 |
081120 |
1043.30 |
1050.80 |
1043.30 |
1043.30 |
-53.50 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
2,306 |
31,375 |
-8 |
| NASDAQ 100 E-Mini(Globex) |
| Dec08 |
081120 |
1076.80 |
1115.00 |
1031.30 |
1039.50 |
-53.00 |
469,239 |
370,161 |
+8,314 |
| Mar09 |
081120 |
1075.00 |
1116.00 |
1033.80 |
1041.50 |
-53.50 |
255 |
640 |
+92 |
| Total Volume and Open Interest |
437,289 |
364,013 |
-14,196 |
| S & P Midcap 400(CME) |
| Dec08 |
081120 |
445.00 |
453.00 |
412.50 |
415.60 |
-37.60 |
170 |
6,837 |
-57 |
| Mar09 |
081120 |
414.70 |
414.70 |
411.90 |
414.70 |
-37.90 |
|
|
|
| Jun09 |
081120 |
412.90 |
412.90 |
410.10 |
412.90 |
-37.90 |
|
|
|
| Total Volume and Open Interest |
147 |
6,894 |
+88 |
| 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 |
081120 |
7860 |
7980 |
7655 |
7705 |
-585 |
77,321 |
261,090 |
-924 |
| Mar09 |
081120 |
7870 |
7990 |
7675 |
7700 |
-575 |
124 |
1,185 |
-59 |
| Total Volume and Open Interest |
77,445 |
262,525 |
-953 |
| Nikkei 225(SGX) |
| Dec08 |
081120 |
7860 |
7980 |
7655 |
7705 |
-585 |
77,321 |
261,090 |
-924 |
| Mar09 |
081120 |
7870 |
7990 |
7675 |
7700 |
-575 |
124 |
1,185 |
-59 |
| Jun09 |
081120 |
7615 |
7615 |
7615 |
7615 |
-575 |
0 |
158 |
+0 |
| Total Volume and Open Interest |
77,445 |
262,525 |
-953 |
| CAC 40(EURONEXT) |
| Nov08 |
081120 |
3002.5 |
3039.5 |
2905.0 |
2983.5 |
-104.5 |
233,566 |
565,342 |
-13,045 |
| Dec08 |
081120 |
3017.0 |
3035.0 |
2901.0 |
2980.0 |
-105.0 |
115,998 |
279,184 |
+76,003 |
| Jan09 |
081120 |
3005.5 |
3017.5 |
2917.5 |
2986.5 |
-107.0 |
130 |
1,264 |
-34 |
| Total Volume and Open Interest |
475,640 |
787,267 |
+172,228 |
| Hang Seng Index(HKFE) |
| Nov08 |
081120 |
12150 |
12260 |
11818 |
12197 |
-438 |
8,011 |
825 |
-7,985 |
| Dec08 |
081120 |
11933 |
12267 |
11850 |
12199 |
-451 |
216 |
361 |
-299 |
| Total Volume and Open Interest |
8,236 |
1,261 |
-8,228 |
| DAX(EUREX) |
| Dec08 |
081120 |
4240.0 |
4345.5 |
4043.0 |
4238.0 |
-116.0 |
196,490 |
217,125 |
+982 |
| Mar09 |
081120 |
4259.0 |
4363.0 |
4079.5 |
4263.0 |
-118.5 |
1,116 |
13,691 |
+181 |
| Jun09 |
081120 |
4286.5 |
4374.5 |
4105.0 |
4288.0 |
-121.0 |
581 |
3,269 |
+47 |
| Total Volume and Open Interest |
198,187 |
234,085 |
+1,210 |
| FT-SE 100(EURONEXT) |
| Dec08 |
081120 |
3881.00 |
3965.00 |
3810.50 |
3864.50 |
-139.00 |
144,249 |
752,443 |
-3,796 |
| Mar09 |
081120 |
3902.00 |
3930.00 |
3793.50 |
3837.50 |
-141.00 |
292 |
9,009 |
-27 |
| Jun09 |
081120 |
3815.50 |
3815.50 |
3815.50 |
3815.50 |
-143.00 |
0 |
75 |
+0 |
| Total Volume and Open Interest |
161,904 |
765,350 |
+8,012 |
| SPI 200(SFE) |
| Dec08 |
081120 |
3548.0 |
3591.0 |
3361.0 |
3398.0 |
-146.0 |
35,726 |
372,919 |
+20,110 |
| Mar09 |
081120 |
3489.0 |
3489.0 |
3317.0 |
3355.0 |
-148.0 |
12 |
1,827 |
+0 |
| Jun09 |
081120 |
3353.0 |
3353.0 |
3353.0 |
3353.0 |
-148.0 |
1 |
2,559 |
+0 |
| Total Volume and Open Interest |
38,282 |
378,354 |
+20,249 |
| GSCI(CME) |
| Dec08 |
081120 |
372.70 |
377.00 |
365.25 |
365.25 |
-24.70 |
110 |
15,385 |
+46 |
| Jan09 |
081120 |
372.00 |
382.00 |
372.00 |
372.00 |
-22.00 |
0 |
5 |
+0 |
| Feb09 |
081120 |
378.00 |
387.00 |
378.00 |
378.00 |
-22.00 |
|
|
|
| Total Volume and Open Interest |
419 |
15,344 |
+237 |
| RJ/CRB Index(ICE) |
| Jan09 |
081120 |
351.10 |
351.10 |
347.00 |
347.00 |
-10.50 |
2 |
869 |
+0 |
| Feb09 |
081120 |
349.00 |
349.00 |
349.00 |
349.00 |
-10.50 |
0 |
6 |
+0 |
| Apr09 |
081120 |
354.00 |
354.00 |
354.00 |
354.00 |
-10.50 |
0 |
400 |
+0 |
| Total Volume and Open Interest |
0 |
2 |
+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. |
|
|
