|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Mon November 24, 2008 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan09 |
081124 |
852.00 |
899.75 |
841.50 |
884.00 |
+44.00 |
5,003 |
146,598 |
-3,645 |
| Mar09 |
081124 |
858.50 |
907.25 |
849.50 |
891.75 |
+44.50 |
1,256 |
65,502 |
+2,289 |
| May09 |
081124 |
868.00 |
916.00 |
861.75 |
900.75 |
+45.00 |
539 |
19,495 |
-342 |
| Jul09 |
081124 |
873.75 |
924.50 |
867.25 |
909.50 |
+45.75 |
868 |
32,216 |
+591 |
| Aug09 |
081124 |
896.00 |
911.50 |
886.00 |
911.50 |
+45.75 |
0 |
1,579 |
+8 |
| Sep09 |
081124 |
906.00 |
906.00 |
859.25 |
905.50 |
+46.25 |
8 |
828 |
+8 |
| Nov09 |
081124 |
865.00 |
915.00 |
860.00 |
901.50 |
+47.25 |
639 |
41,510 |
+515 |
| Total Volume and Open Interest |
135,444 |
313,496 |
-1,939 |
| Soybean Meal(CBOT) |
| Dec08 |
081124 |
253.00 |
265.00 |
251.20 |
257.70 |
+7.80 |
6,609 |
26,464 |
-6,437 |
| Jan09 |
081124 |
252.60 |
264.80 |
251.50 |
257.40 |
+6.90 |
2,309 |
28,633 |
+1,863 |
| Mar09 |
081124 |
255.60 |
266.40 |
253.60 |
259.40 |
+6.50 |
1,083 |
27,268 |
+721 |
| May09 |
081124 |
258.00 |
268.20 |
256.40 |
262.30 |
+6.90 |
1,632 |
14,518 |
+344 |
| Jul09 |
081124 |
259.40 |
271.60 |
259.30 |
265.30 |
+7.60 |
1,142 |
17,476 |
+759 |
| Aug09 |
081124 |
261.50 |
271.00 |
261.50 |
266.80 |
+7.60 |
14 |
4,546 |
+5 |
| Sep09 |
081124 |
262.30 |
270.50 |
262.30 |
266.00 |
+7.50 |
4 |
3,336 |
+17 |
| Oct09 |
081124 |
262.40 |
265.10 |
260.80 |
260.80 |
+6.90 |
27 |
1,964 |
+14 |
| Total Volume and Open Interest |
52,646 |
135,917 |
-1,644 |
| Soybean Oil(CBOT) |
| Dec08 |
081124 |
31.10 |
33.19 |
30.70 |
32.74 |
+2.04 |
4,207 |
29,061 |
-21,016 |
| Jan09 |
081124 |
31.68 |
33.55 |
31.07 |
33.11 |
+2.05 |
3,978 |
85,852 |
+686 |
| Mar09 |
081124 |
31.66 |
33.92 |
31.47 |
33.51 |
+2.05 |
2,207 |
40,608 |
+104 |
| May09 |
081124 |
32.44 |
34.25 |
31.97 |
33.91 |
+2.06 |
561 |
19,042 |
-72 |
| Jul09 |
081124 |
32.33 |
34.70 |
32.24 |
34.28 |
+2.08 |
1,349 |
27,046 |
+87 |
| Aug09 |
081124 |
34.50 |
34.50 |
33.50 |
34.47 |
+2.09 |
7 |
4,003 |
+69 |
| Sep09 |
081124 |
34.05 |
34.70 |
33.90 |
34.65 |
+2.08 |
16 |
4,044 |
-9 |
| Oct09 |
081124 |
33.00 |
35.15 |
33.00 |
34.79 |
+2.08 |
8 |
3,386 |
+12 |
| Total Volume and Open Interest |
78,075 |
257,762 |
+980 |
| Canola(WCE) |
| Jan09 |
081124 |
410.2 |
420.0 |
410.2 |
414.3 |
+1.2 |
3,959 |
62,566 |
-1,324 |
| Mar09 |
081124 |
421.0 |
426.3 |
421.0 |
423.3 |
+1.2 |
1,340 |
13,885 |
+1,408 |
| May09 |
081124 |
430.5 |
434.5 |
430.5 |
432.2 |
+0.9 |
91 |
4,916 |
-2 |
| Jul09 |
081124 |
440.0 |
443.7 |
439.2 |
440.6 |
+0.5 |
51 |
5,355 |
-23 |
| Nov09 |
081124 |
451.4 |
454.7 |
449.3 |
453.5 |
+2.6 |
23 |
5,435 |
+41 |
| Total Volume and Open Interest |
5,366 |
92,107 |
+100 |
| Corn(CBOT) |
| Dec08 |
081124 |
343.50 |
361.75 |
338.75 |
354.50 |
+16.00 |
22,615 |
145,403 |
-64,551 |
| Mar09 |
081124 |
359.00 |
377.75 |
354.75 |
371.00 |
+16.75 |
20,608 |
353,694 |
+15,837 |
| May09 |
081124 |
369.00 |
389.00 |
366.00 |
382.25 |
+16.75 |
496 |
89,397 |
+1,077 |
| Jul09 |
081124 |
380.25 |
400.00 |
377.00 |
393.50 |
+17.25 |
330 |
118,902 |
-2,258 |
| Sep09 |
081124 |
390.00 |
410.50 |
386.75 |
404.00 |
+17.25 |
36 |
23,569 |
+59 |
| Dec09 |
081124 |
406.00 |
424.50 |
401.00 |
417.75 |
+17.00 |
835 |
138,857 |
+161 |
| Total Volume and Open Interest |
197,806 |
961,957 |
-18,977 |
| Wheat(CBOT) |
| Dec08 |
081124 |
502.25 |
559.00 |
501.25 |
537.50 |
+38.50 |
1,586 |
36,635 |
-17,588 |
| Mar09 |
081124 |
524.25 |
578.00 |
520.50 |
556.75 |
+38.75 |
1,373 |
126,558 |
+632 |
| May09 |
081124 |
542.50 |
589.50 |
535.00 |
570.25 |
+38.50 |
193 |
20,505 |
+379 |
| Jul09 |
081124 |
551.50 |
601.25 |
550.50 |
583.75 |
+38.00 |
245 |
50,744 |
+311 |
| Sep09 |
081124 |
572.75 |
614.00 |
567.75 |
605.75 |
+38.00 |
0 |
15,748 |
+6 |
| Total Volume and Open Interest |
83,454 |
289,836 |
-7,404 |
| Wheat(KCBT) |
| Dec08 |
081124 |
536.50 |
593.50 |
536.50 |
568.75 |
+35.25 |
6,879 |
13,583 |
-8,708 |
| Mar09 |
081124 |
550.50 |
607.50 |
548.00 |
584.00 |
+35.50 |
5,408 |
36,109 |
+127 |
| May09 |
081124 |
564.50 |
616.50 |
564.50 |
594.25 |
+34.50 |
189 |
7,707 |
+28 |
| Jul09 |
081124 |
572.00 |
611.00 |
572.00 |
603.75 |
+35.75 |
653 |
16,649 |
+96 |
| Sep09 |
081124 |
607.75 |
621.50 |
604.50 |
615.00 |
+35.75 |
93 |
3,025 |
+41 |
| Total Volume and Open Interest |
13,191 |
90,904 |
-145 |
| Wheat(MGE) |
| Dec08 |
081124 |
591.00 |
637.50 |
591.00 |
615.75 |
+29.25 |
1,427 |
3,650 |
-2,407 |
| Mar09 |
081124 |
592.75 |
650.00 |
590.00 |
620.50 |
+28.50 |
2,041 |
14,205 |
-378 |
| May09 |
081124 |
595.50 |
641.75 |
595.50 |
625.75 |
+30.25 |
1,039 |
6,219 |
+491 |
| Jul09 |
081124 |
607.25 |
643.75 |
607.25 |
633.00 |
+23.50 |
129 |
1,965 |
-53 |
| Sep09 |
081124 |
615.25 |
651.00 |
615.25 |
638.50 |
+29.00 |
78 |
2,814 |
-13 |
| Total Volume and Open Interest |
5,165 |
33,022 |
+302 |
| Oats(CBOT) |
| Dec08 |
081124 |
206.25 |
219.00 |
205.50 |
205.50 |
+4.75 |
3 |
1,523 |
-393 |
| Mar09 |
081124 |
221.00 |
235.00 |
221.00 |
222.00 |
+5.25 |
47 |
6,626 |
+193 |
| May09 |
081124 |
232.50 |
232.50 |
227.50 |
232.50 |
+5.00 |
7 |
2,014 |
+7 |
| Jul09 |
081124 |
248.75 |
250.75 |
243.00 |
243.00 |
+5.00 |
19 |
516 |
+38 |
| Total Volume and Open Interest |
690 |
14,670 |
+45 |
| Rough Rice(CBOT) |
| Jan09 |
081124 |
13.23 |
13.81 |
13.11 |
13.81 |
+0.50 |
49 |
4,141 |
-69 |
| Mar09 |
081124 |
13.35 |
14.05 |
13.35 |
14.05 |
+0.49 |
44 |
1,514 |
+50 |
| May09 |
081124 |
13.70 |
14.27 |
13.70 |
14.27 |
+0.50 |
0 |
518 |
+0 |
| Jul09 |
081124 |
14.20 |
14.51 |
14.20 |
14.51 |
+0.50 |
0 |
174 |
+4 |
| Total Volume and Open Interest |
526 |
6,602 |
+11 |
| Live Cattle(CME) |
| Dec08 |
081124 |
86.100 |
87.150 |
86.100 |
86.650 |
+1.750 |
7,510 |
35,650 |
-2,620 |
| Feb09 |
081124 |
86.700 |
87.950 |
86.700 |
87.600 |
+2.100 |
15,980 |
96,248 |
+17 |
| Apr09 |
081124 |
88.100 |
89.500 |
88.100 |
89.250 |
+2.420 |
5,561 |
48,971 |
+98 |
| Jun09 |
081124 |
84.200 |
85.050 |
84.100 |
84.830 |
+2.150 |
3,034 |
19,501 |
+251 |
| Aug09 |
081124 |
84.200 |
85.150 |
83.900 |
84.385 |
+1.485 |
623 |
8,689 |
+83 |
| Oct09 |
081124 |
87.550 |
87.750 |
87.000 |
87.750 |
+1.650 |
298 |
3,511 |
+143 |
| Total Volume and Open Interest |
45,422 |
215,869 |
+215 |
| Feeder Cattle(CME) |
| Jan09 |
081124 |
90.000 |
91.800 |
89.900 |
91.400 |
+2.000 |
1,734 |
11,875 |
-144 |
| Mar09 |
081124 |
90.900 |
92.500 |
90.900 |
92.250 |
+2.100 |
732 |
3,890 |
+192 |
| Apr09 |
081124 |
92.400 |
92.800 |
92.135 |
92.550 |
+2.100 |
457 |
1,415 |
+324 |
| May09 |
081124 |
92.600 |
93.350 |
91.750 |
93.135 |
+2.185 |
149 |
1,262 |
+36 |
| Aug09 |
081124 |
95.400 |
95.500 |
94.000 |
95.150 |
+2.150 |
71 |
586 |
+2 |
| Sep09 |
081124 |
95.000 |
95.350 |
95.000 |
95.100 |
+1.600 |
21 |
50 |
+11 |
| Oct09 |
081124 |
95.000 |
95.000 |
94.650 |
95.000 |
+1.500 |
5 |
23 |
+5 |
| Total Volume and Open Interest |
4,436 |
18,675 |
-1,259 |
| Lean Hogs(CME) |
| Dec08 |
081124 |
57.130 |
57.680 |
57.000 |
57.380 |
+0.500 |
6,623 |
22,647 |
-2,913 |
| Feb09 |
081124 |
64.800 |
65.400 |
64.600 |
64.750 |
+0.650 |
8,049 |
72,972 |
-660 |
| Apr09 |
081124 |
71.225 |
72.000 |
71.000 |
71.600 |
+1.065 |
2,907 |
36,985 |
-441 |
| May09 |
081124 |
78.800 |
79.450 |
78.750 |
79.225 |
+0.940 |
32 |
1,307 |
+13 |
| Jun09 |
081124 |
80.500 |
81.600 |
80.100 |
81.550 |
+1.700 |
1,439 |
22,545 |
+253 |
| Jul09 |
081124 |
80.050 |
80.785 |
80.000 |
80.750 |
+1.000 |
255 |
3,751 |
+112 |
| Aug09 |
081124 |
78.250 |
79.250 |
78.000 |
79.100 |
+1.350 |
113 |
3,211 |
+3 |
| Oct09 |
081124 |
73.250 |
74.300 |
73.150 |
74.300 |
+1.500 |
248 |
2,018 |
+98 |
| Total Volume and Open Interest |
41,673 |
169,547 |
+3,579 |
| Pork Bellies(CME) |
| Feb09 |
081124 |
91.000 |
92.100 |
90.580 |
92.100 |
+1.800 |
182 |
834 |
+29 |
| Mar09 |
081124 |
90.400 |
90.400 |
90.250 |
90.400 |
+1.400 |
4 |
115 |
+0 |
| May09 |
081124 |
90.400 |
91.100 |
90.400 |
90.400 |
+1.400 |
2 |
136 |
+0 |
| Jul09 |
081124 |
90.000 |
92.000 |
90.000 |
90.000 |
+1.000 |
0 |
83 |
+0 |
| Aug09 |
081124 |
88.250 |
88.250 |
88.250 |
88.250 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
187 |
1,140 |
-37 |
| Class III Milk(CME) |
| Nov08 |
081124 |
15.56 |
15.59 |
15.50 |
15.51 |
+0.01 |
35 |
4,539 |
-10 |
| Dec08 |
081124 |
14.90 |
15.46 |
14.90 |
15.30 |
+0.35 |
77 |
5,298 |
-24 |
| Jan09 |
081124 |
14.25 |
14.50 |
14.22 |
14.26 |
+0.11 |
150 |
3,863 |
+48 |
| Feb09 |
081124 |
14.17 |
14.38 |
14.10 |
14.11 |
+0.01 |
139 |
3,443 |
+73 |
| Mar09 |
081124 |
14.15 |
14.43 |
14.10 |
14.18 |
+0.08 |
115 |
2,866 |
+40 |
| Total Volume and Open Interest |
1,624 |
37,260 |
+404 |
| Cocoa(ICE) |
| Dec08 |
081124 |
2171 |
2235 |
2171 |
2213 |
+43 |
8 |
68 |
-7 |
| Mar09 |
081124 |
2050 |
2102 |
2050 |
2086 |
+41 |
7,018 |
61,461 |
-39 |
| May09 |
081124 |
2055 |
2093 |
2055 |
2079 |
+47 |
736 |
19,879 |
+360 |
| Jul09 |
081124 |
2068 |
2086 |
2061 |
2077 |
+46 |
83 |
9,472 |
+36 |
| Sep09 |
081124 |
2068 |
2088 |
2065 |
2071 |
+43 |
138 |
5,235 |
+71 |
| Dec09 |
081124 |
2081 |
2081 |
2065 |
2065 |
+37 |
36 |
7,570 |
+11 |
| Mar10 |
081124 |
2063 |
2063 |
2063 |
2063 |
+37 |
50 |
2,412 |
+40 |
| Total Volume and Open Interest |
7,127 |
107,442 |
+1,466 |
| Coffee "C"(ICE) |
| Dec08 |
081124 |
109.65 |
113.35 |
109.65 |
112.20 |
+3.25 |
149 |
912 |
-1,878 |
| Mar09 |
081124 |
111.05 |
115.25 |
110.90 |
114.05 |
+3.30 |
6,660 |
72,370 |
-130 |
| May09 |
081124 |
113.85 |
117.85 |
113.85 |
116.85 |
+3.30 |
1,041 |
20,793 |
+168 |
| Jul09 |
081124 |
119.45 |
120.55 |
118.50 |
119.55 |
+3.35 |
213 |
5,192 |
+21 |
| Sep09 |
081124 |
121.70 |
123.15 |
121.70 |
122.05 |
+3.25 |
401 |
4,317 |
+191 |
| Dec09 |
081124 |
124.70 |
125.60 |
124.70 |
125.45 |
+3.30 |
352 |
2,820 |
-49 |
| Total Volume and Open Interest |
11,108 |
109,861 |
-407 |
| Orange Juice(ICE) |
| Jan09 |
081124 |
77.45 |
78.45 |
76.10 |
76.45 |
-0.35 |
530 |
16,155 |
-100 |
| Mar09 |
081124 |
81.75 |
82.75 |
80.75 |
80.95 |
-0.15 |
217 |
8,731 |
+44 |
| May09 |
081124 |
86.50 |
86.50 |
85.05 |
85.05 |
-0.15 |
62 |
1,916 |
-5 |
| Jul09 |
081124 |
90.00 |
90.00 |
88.75 |
88.75 |
-0.15 |
1 |
853 |
+0 |
| Sep09 |
081124 |
92.85 |
92.85 |
92.85 |
92.85 |
-0.15 |
0 |
167 |
+0 |
| Nov09 |
081124 |
97.45 |
97.45 |
97.45 |
97.45 |
+0.45 |
0 |
110 |
+0 |
| Total Volume and Open Interest |
740 |
28,242 |
-464 |
| Sugar #11(ICE) |
| Mar09 |
081124 |
11.35 |
11.84 |
11.27 |
11.72 |
+0.44 |
30,619 |
256,582 |
-1,624 |
| May09 |
081124 |
11.68 |
12.16 |
11.60 |
12.04 |
+0.43 |
6,057 |
102,019 |
-338 |
| Jul09 |
081124 |
11.82 |
12.35 |
11.82 |
12.22 |
+0.43 |
3,395 |
105,174 |
-804 |
| Oct09 |
081124 |
12.28 |
12.79 |
12.28 |
12.65 |
+0.41 |
1,885 |
69,660 |
+274 |
| Mar10 |
081124 |
12.83 |
13.31 |
12.82 |
13.21 |
+0.41 |
468 |
44,787 |
-11 |
| Total Volume and Open Interest |
47,359 |
632,848 |
-2,327 |
| Sugar #14(ICE) |
| Jan09 |
081124 |
19.49 |
19.50 |
19.49 |
19.50 |
-0.08 |
198 |
1,352 |
+2 |
| Mar09 |
081124 |
20.44 |
20.45 |
20.44 |
20.45 |
-0.03 |
48 |
2,788 |
+0 |
| May09 |
081124 |
20.99 |
20.99 |
20.75 |
20.82 |
-0.38 |
29 |
2,180 |
+5 |
| Jul09 |
081124 |
21.30 |
21.30 |
21.10 |
21.16 |
-0.34 |
5 |
1,729 |
+0 |
| Sep09 |
081124 |
21.90 |
21.90 |
21.50 |
21.61 |
+0.10 |
0 |
823 |
+0 |
| Total Volume and Open Interest |
76 |
8,865 |
-6 |
| London Cocoa(LCE) |
| Dec08 |
081124 |
1517 |
1537 |
1504 |
1526 |
+16 |
22,408 |
56,930 |
-11,313 |
| Mar09 |
081124 |
1425 |
1443 |
1413 |
1416 |
-2 |
8,378 |
60,386 |
-582 |
| May09 |
081124 |
1406 |
1423 |
1403 |
1407 |
+3 |
5,561 |
30,120 |
+394 |
| Jul09 |
081124 |
1402 |
1415 |
1397 |
1406 |
+5 |
12,829 |
28,499 |
+11,676 |
| Sep09 |
081124 |
1415 |
1415 |
1396 |
1406 |
+7 |
125 |
11,203 |
-15 |
| Dec09 |
081124 |
1395 |
1399 |
1393 |
1397 |
+3 |
78 |
6,392 |
+43 |
| Mar10 |
081124 |
1397 |
1397 |
1397 |
1397 |
+3 |
0 |
769 |
+0 |
| Total Volume and Open Interest |
9,825 |
194,108 |
-1,048 |
| London Coffee(LCE) |
| Nov08 |
081124 |
1853.00 |
1853.00 |
1853.00 |
1853.00 |
+85.00 |
16 |
75 |
+0 |
| Jan09 |
081124 |
1809.00 |
1925.00 |
1809.00 |
1895.00 |
+82.00 |
2,524 |
73,378 |
-848 |
| Total Volume and Open Interest |
9,331 |
74,301 |
-6,347 |
| London Sugar(LCE) |
| Mar09 |
081124 |
319.40 |
327.70 |
317.80 |
325.00 |
+3.00 |
1,347 |
24,842 |
+15 |
| May09 |
081124 |
326.10 |
334.40 |
325.80 |
332.80 |
+3.00 |
233 |
9,264 |
+111 |
| Aug09 |
081124 |
332.70 |
340.40 |
332.00 |
339.50 |
+2.70 |
127 |
6,133 |
+9 |
| Oct09 |
081124 |
347.40 |
347.40 |
347.40 |
347.40 |
+2.80 |
75 |
3,059 |
-10 |
| Dec09 |
081124 |
354.10 |
354.10 |
354.10 |
354.10 |
+3.00 |
0 |
877 |
+0 |
| Total Volume and Open Interest |
1,438 |
44,366 |
-204 |
| Cotton(ICE) |
| Dec08 |
081124 |
41.48 |
44.30 |
41.48 |
44.30 |
+3.31 |
908 |
6,204 |
-2,026 |
| Mar09 |
081124 |
41.93 |
44.80 |
41.93 |
44.80 |
+3.00 |
11,706 |
80,626 |
-1,848 |
| May09 |
081124 |
42.60 |
44.80 |
42.60 |
44.80 |
+3.00 |
3,482 |
13,617 |
+13 |
| Jul09 |
081124 |
43.38 |
45.40 |
43.01 |
45.40 |
+3.00 |
1,985 |
15,202 |
+60 |
| Oct09 |
081124 |
47.50 |
48.25 |
47.50 |
48.25 |
+3.00 |
0 |
128 |
+0 |
| Dec09 |
081124 |
47.20 |
49.13 |
46.85 |
49.13 |
+3.00 |
1,537 |
13,949 |
+738 |
| Total Volume and Open Interest |
24,127 |
134,545 |
-3,502 |
| Lumber(CME) |
| Jan09 |
081124 |
198.0 |
201.7 |
196.3 |
197.6 |
-0.3 |
265 |
4,795 |
-73 |
| Mar09 |
081124 |
213.0 |
215.8 |
211.1 |
213.4 |
+0.1 |
114 |
1,764 |
-86 |
| May09 |
081124 |
231.5 |
232.3 |
227.6 |
231.5 |
-0.4 |
62 |
691 |
+5 |
| Jul09 |
081124 |
235.0 |
235.0 |
233.7 |
233.8 |
-1.2 |
9 |
197 |
+5 |
| Total Volume and Open Interest |
666 |
7,672 |
+127 |
| Crude Oil(NYM) |
| Jan09 |
081124 |
50.97 |
55.30 |
48.80 |
54.50 |
+4.57 |
213,647 |
299,041 |
-513 |
| Feb09 |
081124 |
51.83 |
56.44 |
49.87 |
55.62 |
+4.66 |
73,770 |
73,236 |
+3,746 |
| Mar09 |
081124 |
53.01 |
57.49 |
50.94 |
56.68 |
+4.63 |
33,124 |
62,473 |
+7,973 |
| Apr09 |
081124 |
54.00 |
58.31 |
52.18 |
57.68 |
+4.59 |
14,006 |
39,506 |
+191 |
| May09 |
081124 |
54.55 |
59.14 |
54.25 |
58.64 |
+4.56 |
9,821 |
29,343 |
+95 |
| Jun09 |
081124 |
55.85 |
60.39 |
54.00 |
59.59 |
+4.54 |
18,426 |
102,705 |
-360 |
| Jul09 |
081124 |
57.52 |
61.15 |
56.38 |
60.48 |
+4.52 |
3,651 |
25,605 |
+147 |
| Aug09 |
081124 |
58.24 |
62.05 |
58.24 |
61.35 |
+4.50 |
2,303 |
23,966 |
+314 |
| Sep09 |
081124 |
59.19 |
62.21 |
59.19 |
62.21 |
+4.48 |
2,648 |
20,704 |
+174 |
| Oct09 |
081124 |
60.68 |
63.07 |
60.68 |
63.07 |
+4.48 |
1,291 |
15,970 |
-173 |
| Nov09 |
081124 |
63.92 |
63.92 |
63.92 |
63.92 |
+4.48 |
1,626 |
15,830 |
+317 |
| Dec09 |
081124 |
60.03 |
65.50 |
59.66 |
64.77 |
+4.48 |
15,407 |
104,174 |
+577 |
| Jan10 |
081124 |
64.80 |
65.56 |
64.76 |
65.56 |
+4.44 |
1,026 |
16,783 |
-95 |
| Feb10 |
081124 |
66.36 |
66.36 |
66.36 |
66.36 |
+4.38 |
671 |
7,812 |
-120 |
| Mar10 |
081124 |
67.16 |
67.16 |
67.16 |
67.16 |
+4.32 |
568 |
11,958 |
+267 |
| Apr10 |
081124 |
67.93 |
67.93 |
67.93 |
67.93 |
+4.26 |
229 |
2,974 |
+113 |
| Total Volume and Open Interest |
480,418 |
1,096,310 |
-2,245 |
| 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 |
081124 |
50.700 |
55.300 |
48.825 |
54.500 |
+4.575 |
11,627 |
6,629 |
-716 |
| Feb09 |
081124 |
51.350 |
56.050 |
50.000 |
55.625 |
+4.675 |
228 |
298 |
-7 |
| Mar09 |
081124 |
52.050 |
56.700 |
51.625 |
56.675 |
+4.625 |
26 |
276 |
+0 |
| Apr09 |
081124 |
55.500 |
58.175 |
55.475 |
57.675 |
+4.575 |
10 |
73 |
+1 |
| May09 |
081124 |
58.075 |
58.650 |
58.075 |
58.650 |
+4.575 |
3 |
4 |
+0 |
| Jun09 |
081124 |
58.050 |
59.825 |
58.050 |
59.600 |
+4.550 |
1 |
1 |
+0 |
| Jul09 |
081124 |
60.475 |
60.475 |
60.475 |
60.475 |
+4.525 |
0 |
1 |
+0 |
| Aug09 |
081124 |
61.350 |
61.350 |
61.350 |
61.350 |
+4.500 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
16,986 |
8,079 |
+2,024 |
| Heating Oil(NYM) |
| Dec08 |
081124 |
171.00 |
183.02 |
166.15 |
178.44 |
+8.48 |
18,946 |
20,383 |
-2,170 |
| Jan09 |
081124 |
171.81 |
183.80 |
166.60 |
179.61 |
+8.75 |
26,794 |
62,012 |
+2,365 |
| Feb09 |
081124 |
171.95 |
185.12 |
168.25 |
181.36 |
+8.95 |
6,428 |
20,937 |
-612 |
| Mar09 |
081124 |
172.88 |
186.14 |
171.05 |
182.46 |
+9.00 |
4,024 |
20,452 |
-247 |
| Apr09 |
081124 |
169.35 |
184.32 |
169.35 |
182.31 |
+8.95 |
1,492 |
10,513 |
-193 |
| May09 |
081124 |
177.00 |
185.47 |
175.90 |
182.96 |
+8.90 |
1,509 |
11,662 |
-132 |
| Jun09 |
081124 |
178.45 |
187.02 |
176.62 |
184.16 |
+8.85 |
2,508 |
19,148 |
-82 |
| Jul09 |
081124 |
176.97 |
188.44 |
176.97 |
185.96 |
+8.70 |
1,202 |
6,956 |
-138 |
| Aug09 |
081124 |
181.90 |
191.14 |
180.85 |
188.61 |
+8.85 |
1,127 |
4,202 |
+398 |
| Sep09 |
081124 |
184.60 |
193.10 |
183.81 |
191.56 |
+9.00 |
1,092 |
7,689 |
+264 |
| Oct09 |
081124 |
187.20 |
196.12 |
187.20 |
194.76 |
+9.00 |
222 |
2,641 |
+17 |
| Nov09 |
081124 |
192.21 |
199.54 |
191.00 |
197.76 |
+9.00 |
169 |
1,933 |
+14 |
| Total Volume and Open Interest |
74,339 |
226,889 |
-2,718 |
| Gasoline(NYMEX) |
| Dec08 |
081124 |
108.49 |
117.71 |
103.50 |
114.25 |
+7.82 |
21,524 |
30,045 |
-5,004 |
| Jan09 |
081124 |
109.16 |
120.22 |
106.30 |
116.95 |
+7.88 |
22,116 |
70,884 |
+1,039 |
| Feb09 |
081124 |
111.25 |
123.82 |
111.25 |
120.70 |
+7.83 |
6,566 |
12,828 |
+862 |
| Mar09 |
081124 |
118.40 |
128.02 |
116.03 |
125.10 |
+7.98 |
4,142 |
14,913 |
+943 |
| Apr09 |
081124 |
132.46 |
143.48 |
132.46 |
140.60 |
+7.98 |
1,514 |
13,560 |
+75 |
| May09 |
081124 |
137.80 |
144.54 |
137.80 |
143.00 |
+8.18 |
874 |
7,722 |
+79 |
| Jun09 |
081124 |
138.92 |
148.46 |
136.69 |
145.30 |
+8.28 |
1,465 |
7,867 |
-197 |
| Jul09 |
081124 |
141.00 |
150.00 |
141.00 |
147.05 |
+8.18 |
648 |
4,647 |
+221 |
| Aug09 |
081124 |
148.55 |
148.55 |
148.55 |
148.55 |
+8.13 |
242 |
2,454 |
+105 |
| Sep09 |
081124 |
149.60 |
149.60 |
149.60 |
149.60 |
+8.13 |
130 |
2,824 |
+2 |
| Total Volume and Open Interest |
60,896 |
183,095 |
-1,764 |
| e-miNY RBOB Gasoline(NYM) |
| Dec08 |
081124 |
114.25 |
114.25 |
114.25 |
114.25 |
+7.82 |
|
|
|
| Jan09 |
081124 |
116.95 |
116.95 |
116.95 |
116.95 |
+7.88 |
|
|
|
| Feb09 |
081124 |
120.70 |
120.70 |
120.70 |
120.70 |
+7.83 |
|
|
|
| Mar09 |
081124 |
125.10 |
125.10 |
125.10 |
125.10 |
+7.98 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Natural Gas(NYM) |
| Dec08 |
081124 |
6.672 |
6.950 |
6.601 |
6.888 |
+0.408 |
55,041 |
11,500 |
-15,832 |
| Jan09 |
081124 |
6.643 |
6.868 |
6.621 |
6.827 |
+0.324 |
29,064 |
128,247 |
-1,224 |
| Feb09 |
081124 |
6.676 |
6.885 |
6.655 |
6.850 |
+0.310 |
6,615 |
43,518 |
+200 |
| Mar09 |
081124 |
6.550 |
6.833 |
6.550 |
6.805 |
+0.290 |
5,718 |
79,539 |
+275 |
| Apr09 |
081124 |
6.610 |
6.788 |
6.585 |
6.765 |
+0.285 |
5,148 |
55,239 |
+536 |
| May09 |
081124 |
6.650 |
6.824 |
6.622 |
6.805 |
+0.275 |
1,419 |
35,575 |
+119 |
| Jun09 |
081124 |
6.807 |
6.909 |
6.750 |
6.905 |
+0.260 |
737 |
23,205 |
-17 |
| Jul09 |
081124 |
6.915 |
7.027 |
6.850 |
7.020 |
+0.245 |
805 |
20,769 |
+257 |
| Aug09 |
081124 |
7.032 |
7.124 |
6.969 |
7.120 |
+0.243 |
981 |
20,084 |
-78 |
| Sep09 |
081124 |
7.070 |
7.169 |
7.015 |
7.165 |
+0.245 |
588 |
16,644 |
-110 |
| Oct09 |
081124 |
7.154 |
7.259 |
7.100 |
7.255 |
+0.245 |
2,506 |
33,411 |
-330 |
| Nov09 |
081124 |
7.487 |
7.610 |
7.463 |
7.600 |
+0.225 |
955 |
17,034 |
+149 |
| Dec09 |
081124 |
7.890 |
7.976 |
7.860 |
7.970 |
+0.210 |
423 |
26,327 |
-123 |
| Jan10 |
081124 |
8.150 |
8.230 |
8.100 |
8.215 |
+0.205 |
1,371 |
18,899 |
-440 |
| Feb10 |
081124 |
8.132 |
8.245 |
8.106 |
8.220 |
+0.205 |
73 |
8,040 |
+23 |
| Mar10 |
081124 |
7.944 |
8.062 |
7.940 |
8.045 |
+0.205 |
158 |
16,870 |
-52 |
| Total Volume and Open Interest |
165,788 |
739,878 |
-3,784 |
| Brent Crude Oil(ICE) |
| Jan09 |
081124 |
50.00 |
54.50 |
48.00 |
53.93 |
+4.74 |
95,634 |
108,099 |
-2,365 |
| Feb09 |
081124 |
51.04 |
56.20 |
49.67 |
55.64 |
+4.74 |
39,610 |
108,646 |
+2,243 |
| Mar09 |
081124 |
52.20 |
57.70 |
51.16 |
57.14 |
+4.80 |
21,268 |
51,126 |
+1,264 |
| Apr09 |
081124 |
53.21 |
59.01 |
52.56 |
58.49 |
+4.83 |
11,343 |
18,596 |
-556 |
| May09 |
081124 |
54.46 |
60.27 |
53.80 |
59.71 |
+4.81 |
8,924 |
20,875 |
+2,618 |
| Jun09 |
081124 |
56.02 |
61.50 |
54.84 |
60.83 |
+4.76 |
12,914 |
37,926 |
-296 |
| Jul09 |
081124 |
56.87 |
61.94 |
56.87 |
61.94 |
+4.69 |
3,857 |
12,186 |
-902 |
| Aug09 |
081124 |
59.14 |
63.74 |
58.71 |
63.01 |
+4.61 |
2,012 |
11,316 |
+125 |
| Sep09 |
081124 |
60.14 |
64.10 |
59.68 |
64.02 |
+4.58 |
1,262 |
11,960 |
+37 |
| Oct09 |
081124 |
64.91 |
64.91 |
64.91 |
64.91 |
+4.60 |
910 |
7,089 |
+148 |
| Nov09 |
081124 |
65.68 |
65.68 |
65.68 |
65.68 |
+4.61 |
1,011 |
9,871 |
+89 |
| Dec09 |
081124 |
61.80 |
67.30 |
61.38 |
66.42 |
+4.62 |
6,745 |
61,779 |
+569 |
| Jan10 |
081124 |
67.27 |
67.27 |
67.27 |
67.27 |
+4.62 |
0 |
9,284 |
+184 |
| Feb10 |
081124 |
68.12 |
68.12 |
68.12 |
68.12 |
+4.58 |
0 |
3,676 |
+113 |
| Total Volume and Open Interest |
237,132 |
564,201 |
+15,640 |
| Gas Oil(ICE) |
| Dec08 |
081124 |
530.75 |
565.25 |
512.75 |
553.50 |
+32.75 |
0 |
58,545 |
+850 |
| Jan09 |
081124 |
537.75 |
572.25 |
520.00 |
560.25 |
+32.50 |
0 |
74,307 |
+554 |
| Feb09 |
081124 |
543.50 |
581.00 |
529.25 |
568.75 |
+32.00 |
0 |
29,355 |
+252 |
| Mar09 |
081124 |
547.50 |
583.75 |
537.75 |
576.50 |
+31.75 |
0 |
15,920 |
+28 |
| Apr09 |
081124 |
548.25 |
590.00 |
544.75 |
583.25 |
+31.50 |
0 |
16,226 |
+240 |
| May09 |
081124 |
555.25 |
598.25 |
552.00 |
589.75 |
+31.00 |
0 |
16,719 |
+135 |
| Jun09 |
081124 |
562.25 |
605.25 |
559.00 |
596.25 |
+30.50 |
0 |
35,452 |
-498 |
| Jul09 |
081124 |
578.50 |
611.25 |
578.50 |
605.75 |
+30.25 |
0 |
10,919 |
-299 |
| Aug09 |
081124 |
588.25 |
621.50 |
588.25 |
615.25 |
+30.00 |
0 |
8,749 |
-15 |
| Sep09 |
081124 |
596.00 |
629.50 |
596.00 |
622.75 |
+29.75 |
0 |
6,562 |
+196 |
| Total Volume and Open Interest |
94,280 |
356,871 |
+2,808 |
| Ethanol(CBOT) |
| Nov08 |
081105 |
1.765 |
1.879 |
1.765 |
1.879 |
+0.036 |
13 |
100 |
-33 |
| Dec08 |
081124 |
1.625 |
1.650 |
1.625 |
1.642 |
+0.064 |
39 |
234 |
-17 |
| Jan09 |
081124 |
1.621 |
1.628 |
1.621 |
1.623 |
+0.060 |
13 |
401 |
+6 |
| Feb09 |
081124 |
1.630 |
1.630 |
1.626 |
1.627 |
+0.067 |
2 |
206 |
+1 |
| Mar09 |
081124 |
1.640 |
1.650 |
1.628 |
1.630 |
+0.040 |
11 |
292 |
+15 |
| Apr09 |
081124 |
1.650 |
1.659 |
1.631 |
1.636 |
+0.036 |
16 |
352 |
+7 |
| May09 |
081124 |
1.680 |
1.680 |
1.680 |
1.680 |
+0.080 |
2 |
179 |
+2 |
| Jun09 |
081124 |
1.660 |
1.680 |
1.660 |
1.680 |
+0.075 |
4 |
172 |
+2 |
| Total Volume and Open Interest |
113 |
3,061 |
+46 |
| US Dollar Index(ICE) |
| Dec08 |
081124 |
87.640 |
87.925 |
85.000 |
86.280 |
-2.135 |
4,721 |
35,957 |
+513 |
| Mar09 |
081124 |
88.250 |
88.390 |
86.000 |
86.875 |
-2.180 |
104 |
2,197 |
+10 |
| Jun09 |
081124 |
88.050 |
88.050 |
87.535 |
87.535 |
-2.190 |
1 |
88 |
+1 |
| Total Volume and Open Interest |
3,411 |
37,718 |
-383 |
| Australian Dollar(CME) |
| Dec08 |
081124 |
63.29 |
65.34 |
62.22 |
64.67 |
+2.99 |
150 |
63,013 |
+88 |
| Mar09 |
081124 |
63.30 |
65.00 |
61.49 |
64.47 |
+2.98 |
237 |
1,946 |
+196 |
| Jun09 |
081124 |
64.30 |
64.30 |
61.32 |
64.30 |
+2.98 |
0 |
304 |
+0 |
| Total Volume and Open Interest |
35,482 |
65,157 |
+1,374 |
| British Pound(CME) |
| Dec08 |
081124 |
149.10 |
151.88 |
148.41 |
151.16 |
+3.41 |
5 |
104,153 |
-1,174 |
| Mar09 |
081124 |
149.09 |
151.89 |
148.59 |
151.33 |
+3.43 |
0 |
9,252 |
+2,490 |
| Jun09 |
081124 |
151.39 |
151.70 |
147.96 |
151.39 |
+3.43 |
0 |
1,171 |
+0 |
| Total Volume and Open Interest |
73,979 |
113,275 |
+1,209 |
| Canadian Dollar(CME) |
| Dec08 |
081124 |
79.00 |
81.71 |
78.20 |
80.82 |
+3.13 |
357 |
80,384 |
-1,745 |
| Mar09 |
081124 |
79.00 |
81.78 |
78.35 |
80.93 |
+3.16 |
51 |
4,955 |
+112 |
| Jun09 |
081124 |
79.79 |
81.81 |
77.81 |
80.99 |
+3.18 |
0 |
1,595 |
+39 |
| Sep09 |
081124 |
81.11 |
81.84 |
77.87 |
81.11 |
+3.24 |
33 |
1,366 |
+1 |
| Total Volume and Open Interest |
42,608 |
90,462 |
+796 |
| Japanese Yen(CME) |
| Dec08 |
081124 |
104.45 |
105.41 |
102.82 |
103.32 |
-1.70 |
3 |
120,043 |
-500 |
| Mar09 |
081124 |
104.76 |
105.91 |
103.59 |
103.85 |
-1.70 |
0 |
1,710 |
-56 |
| Jun09 |
081124 |
104.27 |
105.97 |
104.16 |
104.27 |
-1.70 |
0 |
3,661 |
+0 |
| Total Volume and Open Interest |
162,226 |
125,982 |
+5,706 |
| Swiss Franc(CME) |
| Dec08 |
081124 |
81.95 |
84.10 |
81.82 |
83.50 |
+1.75 |
5 |
40,872 |
+675 |
| Mar09 |
081124 |
82.30 |
84.11 |
82.09 |
83.86 |
+1.77 |
18 |
1,658 |
+125 |
| Jun09 |
081124 |
84.18 |
84.18 |
82.39 |
84.18 |
+1.79 |
0 |
291 |
+0 |
| Total Volume and Open Interest |
28,656 |
42,030 |
+807 |
| EuroFX(CME) |
| Dec08 |
081124 |
125.86 |
129.69 |
125.58 |
128.70 |
+3.74 |
49 |
135,512 |
-5,535 |
| Mar09 |
081124 |
125.96 |
129.50 |
125.54 |
128.67 |
+3.75 |
83 |
29,181 |
+2,477 |
| Jun09 |
081124 |
126.09 |
129.09 |
124.92 |
128.67 |
+3.75 |
0 |
627 |
+1 |
| Total Volume and Open Interest |
192,863 |
169,362 |
-1,313 |
| Mexican Peso(CME) |
| Dec08 |
081124 |
721.0 |
755.8 |
719.0 |
737.2 |
+20.2 |
61 |
40,893 |
-5 |
| Jan09 |
081124 |
729.2 |
729.2 |
709.0 |
729.2 |
+20.2 |
|
|
|
| Total Volume and Open Interest |
5,170 |
41,422 |
-507 |
| 30-Year T-Bonds(CBOT) |
| Dec08 |
081124 |
125~275 |
126~255 |
124~090 |
125~090 |
-1~005 |
364,495 |
533,628 |
-76,054 |
| Mar09 |
081124 |
124~195 |
125~090 |
123~080 |
124~080 |
-0~280 |
113,599 |
173,952 |
+48,930 |
| Jun09 |
081124 |
123~040 |
123~240 |
122~290 |
122~290 |
-0~270 |
100 |
106 |
+0 |
| Total Volume and Open Interest |
587,723 |
734,828 |
-15,073 |
| 10-Year T-Notes(CBOT) |
| Dec08 |
081124 |
120~015 |
120~120 |
119~075 |
119~125 |
-1~030 |
676,678 |
866,685 |
-166,156 |
| Mar09 |
081124 |
117~230 |
118~005 |
116~305 |
117~025 |
-1~045 |
130,933 |
265,938 |
+50,576 |
| Jun09 |
081124 |
116~025 |
117~070 |
116~025 |
116~025 |
-1~045 |
|
|
|
| Total Volume and Open Interest |
1,160,450 |
1,248,203 |
+3,437 |
| 5-Year T-Notes(CBOT) |
| Dec08 |
081124 |
118~021 |
118~035 |
117~046 |
117~066 |
-0~122 |
370,704 |
0 |
+0 |
| Mar09 |
081124 |
115~084 |
115~089 |
114~096 |
114~115 |
-0~125 |
74,025 |
0 |
+0 |
| Jun09 |
081124 |
114~115 |
115~112 |
114~115 |
114~115 |
-0~125 |
|
|
|
| Total Volume and Open Interest |
606,180 |
1,260,192 |
-19,791 |
| 2 Year T-Notes(CBOT) |
| Dec08 |
081124 |
108~073 |
108~087 |
108~053 |
108~060 |
-0~028 |
37,802 |
520,080 |
-72,961 |
| Mar09 |
081124 |
107~082 |
107~094 |
107~061 |
107~076 |
-0~018 |
36,449 |
84,552 |
+45,279 |
| Jun09 |
081124 |
107~076 |
107~095 |
107~076 |
107~076 |
-0~018 |
|
|
|
| Total Volume and Open Interest |
338,728 |
632,314 |
-26,484 |
| Eurodollars(CME) |
| Dec08 |
081124 |
98.033 |
98.070 |
97.820 |
97.933 |
-0.065 |
6,307 |
1,581,824 |
+1,024 |
| Mar09 |
081124 |
98.110 |
98.140 |
97.930 |
97.980 |
-0.105 |
12,095 |
1,279,914 |
-6,914 |
| Jun09 |
081124 |
98.080 |
98.095 |
97.855 |
97.885 |
-0.170 |
4,223 |
985,456 |
-2,373 |
| Sep09 |
081124 |
97.980 |
98.010 |
97.730 |
97.765 |
-0.215 |
3,826 |
903,957 |
-9,026 |
| Dec09 |
081124 |
97.850 |
97.875 |
97.560 |
97.595 |
-0.245 |
3,978 |
819,749 |
-3,417 |
| Mar10 |
081124 |
97.780 |
97.835 |
97.515 |
97.545 |
-0.250 |
2,326 |
598,666 |
-6,717 |
| Jun10 |
081124 |
97.680 |
97.685 |
97.375 |
97.405 |
-0.250 |
1,208 |
385,309 |
+1,798 |
| Sep10 |
081124 |
97.465 |
97.495 |
97.180 |
97.205 |
-0.255 |
3,657 |
350,457 |
+10,073 |
| Dec10 |
081124 |
97.170 |
97.175 |
96.875 |
96.905 |
-0.250 |
3,053 |
255,881 |
+666 |
| Mar11 |
081124 |
96.910 |
96.925 |
96.675 |
96.710 |
-0.230 |
1,317 |
199,296 |
-3,487 |
| Jun11 |
081124 |
96.685 |
96.690 |
96.445 |
96.475 |
-0.215 |
1,866 |
210,400 |
+829 |
| Sep11 |
081124 |
96.425 |
96.470 |
96.230 |
96.265 |
-0.205 |
3,590 |
138,815 |
-91 |
| Dec11 |
081124 |
96.205 |
96.260 |
96.035 |
96.065 |
-0.195 |
4,362 |
95,294 |
+4,076 |
| Mar12 |
081124 |
96.215 |
96.220 |
96.005 |
96.035 |
-0.180 |
723 |
95,589 |
+1,051 |
| Jun12 |
081124 |
96.105 |
96.110 |
95.905 |
95.935 |
-0.165 |
962 |
71,497 |
+318 |
| Sep12 |
081124 |
96.000 |
96.030 |
95.815 |
95.855 |
-0.155 |
1,568 |
61,655 |
+952 |
| Dec12 |
081124 |
95.910 |
95.910 |
95.700 |
95.745 |
-0.140 |
470 |
54,037 |
-266 |
| Mar13 |
081124 |
95.855 |
95.855 |
95.680 |
95.730 |
-0.130 |
688 |
53,126 |
+577 |
| Total Volume and Open Interest |
1,995,306 |
8,322,206 |
+19,276 |
| 30 Day Federal Funds(CBOT) |
| Nov08 |
081124 |
99.560 |
99.585 |
99.537 |
99.545 |
-0.040 |
105 |
99,198 |
+877 |
| Dec08 |
081124 |
99.545 |
99.560 |
99.510 |
99.530 |
-0.030 |
220 |
64,330 |
+654 |
| Jan09 |
081124 |
99.520 |
99.560 |
99.505 |
99.530 |
-0.015 |
115 |
62,437 |
-858 |
| Feb09 |
081124 |
99.545 |
99.600 |
99.510 |
99.555 |
+0.010 |
0 |
66,720 |
+86 |
| Mar09 |
081124 |
99.485 |
99.550 |
99.450 |
99.510 |
+0.005 |
0 |
44,336 |
+796 |
| Apr09 |
081124 |
99.435 |
99.505 |
99.400 |
99.455 |
-0.005 |
0 |
33,601 |
-705 |
| Total Volume and Open Interest |
50,214 |
466,774 |
-9,660 |
| 30 Day Fed Funds(e-CBOT) |
| Nov08 |
081124 |
99.560 |
99.560 |
99.537 |
99.550 |
-0.007 |
3,564 |
99,198 |
+877 |
| Dec08 |
081124 |
99.545 |
99.555 |
99.510 |
99.525 |
-0.035 |
5,955 |
64,330 |
+654 |
| Jan09 |
081124 |
99.520 |
99.560 |
99.505 |
99.525 |
-0.035 |
5,433 |
62,437 |
-858 |
| Feb09 |
081124 |
99.545 |
99.600 |
99.510 |
99.550 |
-0.010 |
5,438 |
66,720 |
+86 |
| Mar09 |
081124 |
99.485 |
99.550 |
99.450 |
99.500 |
-0.005 |
5,892 |
44,336 |
+796 |
| Apr09 |
081124 |
99.435 |
99.505 |
99.400 |
99.450 |
-0.010 |
4,574 |
33,601 |
-705 |
| Total Volume and Open Interest |
40,213 |
469,762 |
+3,423 |
| 3-Mth Euro-Yen(CME) |
| Dec08 |
081124 |
99.17 |
99.17 |
99.17 |
99.17 |
unch |
0 |
3,987 |
+0 |
| Mar09 |
081124 |
99.26 |
99.26 |
99.26 |
99.26 |
unch |
0 |
4,968 |
+0 |
| Jun09 |
081124 |
99.34 |
99.34 |
99.34 |
99.34 |
unch |
0 |
878 |
-80 |
| Sep09 |
081124 |
99.31 |
99.31 |
99.31 |
99.31 |
unch |
0 |
480 |
+0 |
| Dec09 |
081124 |
99.31 |
99.31 |
99.31 |
99.31 |
unch |
0 |
100 |
+0 |
| Mar10 |
081124 |
99.20 |
99.20 |
99.20 |
99.20 |
unch |
|
|
|
| Jun10 |
081124 |
99.14 |
99.14 |
99.14 |
99.14 |
unch |
|
|
|
| Sep10 |
081124 |
99.12 |
99.12 |
99.12 |
99.12 |
unch |
|
|
|
| Dec10 |
081124 |
99.08 |
99.08 |
99.08 |
99.08 |
-0.04 |
|
|
|
| Mar11 |
081124 |
99.00 |
99.00 |
99.00 |
99.00 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
0 |
10,413 |
-80 |
| 3-Mth Euro-Yen(SGX) |
| Dec08 |
081124 |
99.15 |
99.15 |
99.15 |
99.15 |
unch |
351 |
20,354 |
-123 |
| Mar09 |
081124 |
99.19 |
99.24 |
99.19 |
99.24 |
unch |
11 |
12,420 |
-10 |
| Jun09 |
081124 |
99.32 |
99.32 |
99.32 |
99.32 |
unch |
30 |
5,463 |
+0 |
| Sep09 |
081124 |
99.29 |
99.29 |
99.29 |
99.29 |
unch |
351 |
3,014 |
-15 |
| Dec09 |
081124 |
99.29 |
99.29 |
99.29 |
99.29 |
unch |
1 |
973 |
-1 |
| Mar10 |
081124 |
99.18 |
99.18 |
99.18 |
99.18 |
unch |
0 |
880 |
+0 |
| Jun10 |
081124 |
99.12 |
99.12 |
99.12 |
99.12 |
unch |
0 |
513 |
+0 |
| Sep10 |
081124 |
99.10 |
99.10 |
99.10 |
99.10 |
unch |
0 |
252 |
+0 |
| Total Volume and Open Interest |
744 |
46,138 |
-106 |
| Japanese Gov't Bonds(SGX) |
| Dec08 |
081120 |
139.07 |
139.36 |
138.96 |
139.26 |
+0.88 |
1,145 |
9,621 |
-86 |
| Mar09 |
081121 |
139.21 |
139.21 |
139.21 |
139.21 |
-0.05 |
|
|
|
| Jun09 |
081121 |
139.21 |
139.21 |
139.21 |
139.21 |
-0.05 |
|
|
|
| Total Volume and Open Interest |
1,743 |
10,091 |
+179 |
| Euro-Bund(EUREX) |
| Dec08 |
081124 |
120.71 |
120.96 |
119.77 |
120.27 |
+1.53 |
583,770 |
1,052,295 |
-3,986 |
| Mar09 |
081124 |
120.86 |
121.05 |
119.90 |
120.40 |
+1.54 |
1,947 |
17,675 |
-328 |
| Jun09 |
081124 |
121.17 |
121.17 |
121.17 |
121.17 |
+1.53 |
65 |
0 |
+0 |
| Total Volume and Open Interest |
585,782 |
1,069,970 |
-4,314 |
| Euro-Bobl(EUREX) |
| Dec08 |
081124 |
114.57 |
114.63 |
113.98 |
114.29 |
-0.28 |
602,303 |
970,374 |
+2,658 |
| Mar09 |
081124 |
114.37 |
114.59 |
114.02 |
114.30 |
-0.36 |
12,286 |
43,605 |
+4,715 |
| Jun09 |
081124 |
114.80 |
114.80 |
114.80 |
114.80 |
-0.29 |
|
|
|
| Total Volume and Open Interest |
614,589 |
1,013,979 |
+7,373 |
| 3-Mth Euribor(EUREX) |
| Dec08 |
081105 |
96.290 |
96.290 |
96.230 |
96.265 |
+0.240 |
437 |
18,084 |
+428 |
| Mar09 |
081124 |
97.430 |
97.430 |
97.335 |
97.370 |
+0.095 |
177 |
5,474 |
-20 |
| Jun09 |
081124 |
97.585 |
97.585 |
97.485 |
97.525 |
+0.080 |
43 |
2,837 |
-33 |
| Total Volume and Open Interest |
892 |
37,118 |
-180 |
| Long Gilt(LIFFE) |
| Dec08 |
081124 |
116~27 |
117~01 |
115~29 |
116~08 |
-0~19 |
100,630 |
327,113 |
-12,579 |
| Mar09 |
081124 |
115~30 |
116~03 |
115~06 |
115~17 |
-0~12 |
10,905 |
37,274 |
+10,208 |
| Total Volume and Open Interest |
126,692 |
366,758 |
+3,571 |
| 3-Mth Short Sterling(LIFFE) |
| Dec08 |
081124 |
96.69 |
96.72 |
96.67 |
96.69 |
-0.01 |
18,608 |
445,180 |
+293 |
| Mar09 |
081124 |
97.40 |
97.44 |
97.32 |
97.36 |
-0.04 |
31,383 |
432,781 |
+3,871 |
| Jun09 |
081124 |
97.55 |
97.59 |
97.44 |
97.50 |
-0.06 |
36,810 |
302,546 |
+1,597 |
| Sep09 |
081124 |
97.49 |
97.54 |
97.38 |
97.45 |
-0.06 |
33,735 |
215,478 |
+885 |
| Dec09 |
081124 |
97.26 |
97.29 |
97.14 |
97.19 |
-0.06 |
38,094 |
245,457 |
+4,190 |
| Mar10 |
081124 |
97.08 |
97.11 |
96.95 |
97.00 |
-0.07 |
26,117 |
167,545 |
+971 |
| Total Volume and Open Interest |
317,099 |
2,026,801 |
-5,333 |
| 3-Mth Euribor(LIFFE) |
| Dec08 |
081121 |
96.665 |
96.690 |
96.585 |
96.665 |
-0.015 |
79,323 |
825,136 |
+3,791 |
| Mar09 |
081124 |
97.430 |
97.430 |
97.305 |
97.370 |
-0.060 |
138,736 |
627,416 |
+958 |
| Jun09 |
081124 |
97.595 |
97.605 |
97.450 |
97.525 |
-0.070 |
120,917 |
571,756 |
+16,145 |
| Total Volume and Open Interest |
765,802 |
3,687,370 |
+52,030 |
| 3-Mth Aus T-Bills(SFE) |
| Dec08 |
081124 |
95.88 |
95.96 |
95.85 |
95.86 |
-0.04 |
8,820 |
750,744 |
+1,528 |
| Mar09 |
081124 |
96.92 |
96.96 |
96.81 |
96.90 |
-0.02 |
10,061 |
349,956 |
+5,938 |
| Jun09 |
081124 |
96.89 |
96.96 |
96.81 |
96.90 |
-0.01 |
4,700 |
188,180 |
+1,048 |
| Sep09 |
081124 |
96.71 |
96.78 |
96.63 |
96.71 |
unch |
2,254 |
124,866 |
+1,787 |
| Dec09 |
081124 |
96.29 |
96.39 |
96.27 |
96.32 |
unch |
690 |
82,260 |
-84 |
| Mar10 |
081124 |
95.80 |
95.88 |
95.80 |
95.85 |
unch |
915 |
42,632 |
-20 |
| Jun10 |
081124 |
95.36 |
95.37 |
95.32 |
95.37 |
+0.03 |
281 |
34,802 |
-55 |
| Sep10 |
081124 |
94.93 |
94.93 |
94.88 |
94.93 |
+0.01 |
127 |
18,989 |
+343 |
| Dec10 |
081124 |
94.61 |
94.61 |
94.58 |
94.58 |
+0.04 |
57 |
3,900 |
+42 |
| Mar11 |
081124 |
94.38 |
94.38 |
94.38 |
94.38 |
-0.02 |
30 |
802 |
+5 |
| Total Volume and Open Interest |
34,007 |
1,597,989 |
+10,532 |
| 10-Year Aus T-Bonds(SFE) |
| Dec08 |
081124 |
95.34 |
95.50 |
95.32 |
95.40 |
+0.03 |
25,667 |
373,592 |
+2,457 |
| Mar09 |
081124 |
95.35 |
95.35 |
95.35 |
95.35 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
30,713 |
373,592 |
+2,457 |
| 3-Year Aus T-Bonds(SFE) |
| Dec08 |
081124 |
96.44 |
96.53 |
96.40 |
96.47 |
0.00 |
46,856 |
606,884 |
+5,354 |
| Mar09 |
081124 |
96.29 |
96.29 |
96.29 |
96.29 |
+0.09 |
0 |
13 |
+0 |
| Total Volume and Open Interest |
57,536 |
606,897 |
+5,354 |
| Gold(CMX) |
| Dec08 |
081124 |
802.0 |
830.1 |
786.2 |
819.5 |
+27.7 |
178,814 |
92,157 |
-5,923 |
| Feb09 |
081124 |
802.5 |
831.0 |
787.2 |
820.4 |
+28.0 |
28,634 |
98,661 |
+9,093 |
| Apr09 |
081124 |
803.3 |
831.2 |
788.8 |
821.6 |
+28.2 |
1,279 |
24,027 |
+180 |
| Jun09 |
081124 |
810.0 |
832.2 |
790.5 |
823.1 |
+28.3 |
1,882 |
23,195 |
-544 |
| Aug09 |
081124 |
833.7 |
833.7 |
825.2 |
825.2 |
+28.7 |
15 |
11,840 |
-5 |
| Oct09 |
081124 |
834.8 |
834.8 |
827.5 |
827.5 |
+29.1 |
115 |
3,006 |
+0 |
| Dec09 |
081124 |
800.0 |
839.2 |
800.0 |
829.9 |
+29.5 |
334 |
12,892 |
+134 |
| Feb10 |
081124 |
832.4 |
832.4 |
832.4 |
832.4 |
+29.7 |
14 |
696 |
+0 |
| Apr10 |
081124 |
834.9 |
834.9 |
834.9 |
834.9 |
+29.9 |
10 |
35 |
+0 |
| Jun10 |
081124 |
841.4 |
841.4 |
837.5 |
837.5 |
+30.2 |
100 |
2,336 |
+100 |
| Aug10 |
081124 |
810.7 |
840.4 |
810.7 |
840.4 |
+30.5 |
100 |
100 |
+0 |
| Total Volume and Open Interest |
142,494 |
285,443 |
-5,117 |
| Silver(CMX) |
| Dec08 |
081124 |
963.5 |
1068.0 |
946.0 |
1035.5 |
+87.5 |
26,106 |
24,812 |
-3,925 |
| Mar09 |
081124 |
967.0 |
1070.5 |
949.0 |
1037.8 |
+87.3 |
9,309 |
37,115 |
+2,350 |
| May09 |
081124 |
992.0 |
1060.0 |
992.0 |
1039.2 |
+87.3 |
439 |
6,167 |
-37 |
| Jul09 |
081124 |
975.0 |
1061.0 |
968.0 |
1040.0 |
+87.3 |
62 |
7,931 |
+57 |
| Sep09 |
081124 |
1041.0 |
1041.0 |
1041.0 |
1041.0 |
+87.3 |
54 |
3,184 |
+4 |
| Dec09 |
081124 |
959.0 |
1068.0 |
959.0 |
1042.2 |
+87.3 |
63 |
3,570 |
+23 |
| Mar10 |
081124 |
1044.3 |
1044.3 |
1044.3 |
1044.3 |
+87.4 |
55 |
754 |
+0 |
| Total Volume and Open Interest |
36,574 |
92,123 |
+194 |
| Platinum(NYMEX) |
| Jan09 |
081124 |
826.1 |
879.0 |
821.1 |
866.4 |
+40.7 |
2,330 |
15,980 |
+12 |
| Apr09 |
081124 |
839.5 |
882.4 |
839.5 |
872.4 |
+42.2 |
41 |
1,158 |
+17 |
| Total Volume and Open Interest |
2,582 |
17,109 |
+98 |
| Palladium(NYMEX) |
| Dec08 |
081124 |
185.10 |
199.90 |
181.65 |
195.80 |
+16.95 |
1,993 |
4,668 |
-712 |
| Mar09 |
081124 |
183.70 |
201.10 |
183.70 |
196.90 |
+16.65 |
1,503 |
8,382 |
+194 |
| Jun09 |
081124 |
199.35 |
199.35 |
199.35 |
199.35 |
+16.95 |
17 |
35 |
+16 |
| Total Volume and Open Interest |
3,459 |
13,587 |
-65 |
| Copper(CMX) |
| Dec08 |
081124 |
160.90 |
172.30 |
155.30 |
167.35 |
+9.45 |
12,818 |
14,358 |
-3,744 |
| Mar09 |
081124 |
161.00 |
172.00 |
155.55 |
167.15 |
+9.25 |
8,780 |
44,894 |
+1,329 |
| May09 |
081124 |
159.55 |
172.50 |
159.55 |
168.20 |
+9.00 |
365 |
4,304 |
+57 |
| Jul09 |
081124 |
160.00 |
172.85 |
158.80 |
169.30 |
+8.90 |
100 |
1,809 |
+47 |
| Sep09 |
081124 |
168.20 |
173.00 |
168.20 |
170.25 |
+8.80 |
26 |
1,612 |
+8 |
| Total Volume and Open Interest |
25,774 |
79,677 |
-900 |
| Aluminum(CMX) |
| Nov08 |
081124 |
0.82 |
0.82 |
0.82 |
0.82 |
-79.53 |
|
|
|
| Dec08 |
081124 |
0.83 |
0.83 |
0.83 |
0.83 |
-80.27 |
|
|
|
| Jan09 |
081124 |
0.83 |
0.83 |
0.83 |
0.83 |
-81.02 |
|
|
|
| Feb09 |
081124 |
0.84 |
0.84 |
0.84 |
0.84 |
-81.76 |
|
|
|
| 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 |
081124 |
8059 |
8585 |
7909 |
8385 |
+349 |
2,377 |
28,936 |
+2,040 |
| Mar09 |
081124 |
8265 |
8520 |
8200 |
8351 |
+363 |
11 |
194 |
-1 |
| Jun09 |
081124 |
8305 |
8305 |
7956 |
8305 |
+349 |
|
|
|
| Sep09 |
081124 |
8285 |
8285 |
7916 |
8285 |
+369 |
|
|
|
| Total Volume and Open Interest |
4,926 |
27,091 |
+296 |
| S & P 500(CME) |
| Dec08 |
081124 |
800.20 |
866.00 |
783.30 |
848.00 |
+56.00 |
50,463 |
605,759 |
-2,169 |
| Mar09 |
081124 |
815.00 |
862.00 |
808.00 |
846.40 |
+56.60 |
577 |
16,915 |
+387 |
| Jun09 |
081124 |
846.40 |
863.30 |
809.30 |
846.40 |
+57.10 |
13 |
8,356 |
+13 |
| Sep09 |
081124 |
843.90 |
860.30 |
806.30 |
843.90 |
+57.60 |
0 |
768 |
+0 |
| Total Volume and Open Interest |
86,858 |
633,567 |
+596 |
| S & P 500 E-Mini(Globex) |
| Dec08 |
081124 |
801.00 |
866.25 |
783.25 |
848.00 |
+50.25 |
4,278,847 |
3,184,606 |
+4,194 |
| Mar09 |
081124 |
794.50 |
864.50 |
781.50 |
846.50 |
+47.75 |
10,574 |
112,741 |
+800 |
| Total Volume and Open Interest |
4,487,723 |
3,298,291 |
+80,195 |
| NASDAQ 100(CME) |
| Dec08 |
081124 |
1094.30 |
1163.00 |
1072.80 |
1147.00 |
+56.00 |
1,539 |
32,458 |
-27 |
| Mar09 |
081124 |
1118.00 |
1152.30 |
1118.00 |
1149.80 |
+56.50 |
0 |
34 |
-2 |
| Jun09 |
081124 |
1151.50 |
1154.00 |
1151.50 |
1151.50 |
+56.50 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
7,266 |
32,526 |
+1,122 |
| NASDAQ 100 E-Mini(Globex) |
| Dec08 |
081124 |
1098.30 |
1164.00 |
1072.30 |
1147.00 |
+56.00 |
511,389 |
353,747 |
-13,820 |
| Mar09 |
081124 |
1096.00 |
1165.80 |
1075.80 |
1149.80 |
+56.50 |
184 |
708 |
+23 |
| Total Volume and Open Interest |
585,184 |
369,881 |
-2,548 |
| S & P Midcap 400(CME) |
| Dec08 |
081124 |
445.00 |
474.00 |
444.00 |
470.50 |
+37.10 |
181 |
6,920 |
+370 |
| Mar09 |
081124 |
469.60 |
470.10 |
469.60 |
469.60 |
+37.10 |
|
|
|
| Jun09 |
081124 |
467.80 |
468.30 |
467.80 |
467.80 |
+37.10 |
|
|
|
| Total Volume and Open Interest |
337 |
6,550 |
-287 |
| 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 |
081121 |
7340 |
8010 |
7310 |
7895 |
+190 |
78,769 |
264,805 |
+3,715 |
| Mar09 |
081121 |
7385 |
8005 |
7345 |
7910 |
+210 |
331 |
1,163 |
-22 |
| Total Volume and Open Interest |
79,100 |
266,218 |
+3,693 |
| Nikkei 225(SGX) |
| Dec08 |
081121 |
7340 |
8010 |
7310 |
7895 |
+190 |
78,769 |
264,805 |
+3,715 |
| Mar09 |
081121 |
7385 |
8005 |
7345 |
7910 |
+210 |
331 |
1,163 |
-22 |
| Jun09 |
081121 |
7825 |
7825 |
7825 |
7825 |
+210 |
0 |
158 |
+0 |
| Total Volume and Open Interest |
79,100 |
266,218 |
+3,693 |
| CAC 40(EURONEXT) |
| Dec08 |
081124 |
2966.0 |
3170.0 |
2929.0 |
3166.5 |
+285.5 |
200,565 |
387,842 |
+63,541 |
| Jan09 |
081124 |
2987.0 |
3173.0 |
2943.0 |
3173.0 |
+286.5 |
95 |
1,321 |
+9 |
| Feb09 |
081124 |
3176.5 |
3176.5 |
3176.5 |
3176.5 |
|
|
|
|
| Hang Seng Index(HKFE) |
| Nov08 |
081124 |
12270 |
12648 |
12138 |
12485 |
-31 |
7,914 |
3,818 |
-1,982 |
| Dec08 |
081124 |
12549 |
12648 |
12146 |
12480 |
-37 |
563 |
993 |
+212 |
| Total Volume and Open Interest |
8,483 |
4,901 |
-1,774 |
| DAX(EUREX) |
| Dec08 |
081124 |
4262.0 |
4643.5 |
4164.5 |
4578.5 |
+489.5 |
249,435 |
213,049 |
+6,893 |
| Mar09 |
081124 |
4286.0 |
4659.5 |
4195.0 |
4607.5 |
+494.0 |
3,102 |
14,667 |
+1,055 |
| Jun09 |
081124 |
4260.0 |
4675.0 |
4260.0 |
4635.5 |
+496.5 |
1,047 |
3,157 |
-164 |
| Total Volume and Open Interest |
259,466 |
223,089 |
+0 |
| FT-SE 100(EURONEXT) |
| Dec08 |
081124 |
3884.50 |
4234.00 |
3833.00 |
4159.50 |
+380.00 |
193,087 |
737,647 |
-19,887 |
| Mar09 |
081124 |
3842.00 |
4134.00 |
3812.00 |
4134.00 |
+382.50 |
703 |
8,963 |
+7 |
| Jun09 |
081124 |
4105.50 |
4105.50 |
4105.50 |
4105.50 |
+375.00 |
0 |
75 |
+0 |
| Total Volume and Open Interest |
209,269 |
766,565 |
+5,038 |
| SPI 200(SFE) |
| Dec08 |
081124 |
3466.0 |
3543.0 |
3350.0 |
3456.0 |
+24.0 |
49,526 |
379,468 |
+7,644 |
| Mar09 |
081124 |
3365.0 |
3417.0 |
3365.0 |
3417.0 |
+29.0 |
15 |
1,821 |
-4 |
| Jun09 |
081124 |
3404.0 |
3404.0 |
3404.0 |
3404.0 |
+25.0 |
134 |
2,521 |
+2 |
| Total Volume and Open Interest |
53,952 |
384,935 |
+7,642 |
| GSCI(CME) |
| Dec08 |
081124 |
376.70 |
397.00 |
376.70 |
393.50 |
+25.50 |
493 |
15,451 |
+92 |
| Jan09 |
081124 |
399.00 |
400.00 |
380.00 |
399.00 |
+25.00 |
0 |
5 |
+0 |
| Feb09 |
081124 |
405.00 |
405.00 |
379.95 |
405.00 |
+25.00 |
|
|
|
| Total Volume and Open Interest |
201 |
15,364 |
-26 |
| RJ/CRB Index(ICE) |
| Jan09 |
081124 |
364.75 |
367.45 |
364.75 |
366.00 |
+17.00 |
2 |
869 |
+0 |
| Feb09 |
081124 |
368.00 |
368.00 |
368.00 |
368.00 |
+17.00 |
2 |
6 |
+0 |
| Apr09 |
081124 |
373.00 |
373.00 |
373.00 |
373.00 |
+17.00 |
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. |
|
|
