 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Mon December 01, 2008 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan09 |
081201 |
879.25 |
882.75 |
841.00 |
846.00 |
-37.00 |
3,325 |
142,492 |
-463 |
Mar09 |
081201 |
890.50 |
890.50 |
849.00 |
854.25 |
-36.75 |
1,645 |
71,977 |
+1,304 |
May09 |
081201 |
892.50 |
894.25 |
858.75 |
863.75 |
-36.25 |
84 |
19,125 |
-89 |
Jul09 |
081201 |
898.75 |
903.50 |
867.75 |
872.50 |
-35.50 |
842 |
32,228 |
+652 |
Aug09 |
081201 |
876.00 |
910.00 |
874.50 |
874.50 |
-35.50 |
0 |
1,581 |
+2 |
Sep09 |
081201 |
878.00 |
908.00 |
874.75 |
874.75 |
-33.25 |
20 |
816 |
+13 |
Nov09 |
081201 |
896.25 |
896.25 |
870.50 |
875.75 |
-30.25 |
400 |
42,338 |
+95 |
Total Volume and Open Interest |
69,951 |
314,102 |
-1,503 |
Soybean Meal(CBOT) |
Dec08 |
081201 |
257.50 |
257.50 |
251.00 |
252.30 |
-3.70 |
2,423 |
8,201 |
-2,334 |
Jan09 |
081201 |
257.20 |
257.50 |
248.50 |
250.50 |
-3.80 |
3,595 |
37,042 |
+1,712 |
Mar09 |
081201 |
257.00 |
258.60 |
249.60 |
251.70 |
-3.70 |
1,448 |
34,067 |
+1,287 |
May09 |
081201 |
255.00 |
256.10 |
252.50 |
254.40 |
-3.60 |
141 |
14,631 |
-71 |
Jul09 |
081201 |
263.40 |
263.40 |
256.00 |
257.50 |
-3.60 |
346 |
17,292 |
-31 |
Aug09 |
081201 |
258.10 |
259.90 |
258.00 |
259.00 |
-3.70 |
0 |
4,572 |
+6 |
Sep09 |
081201 |
259.30 |
261.50 |
259.20 |
259.20 |
-3.10 |
22 |
3,334 |
+2 |
Oct09 |
081201 |
258.00 |
259.00 |
258.00 |
258.00 |
-1.00 |
1 |
1,959 |
+0 |
Total Volume and Open Interest |
55,153 |
130,029 |
-4,207 |
Soybean Oil(CBOT) |
Dec08 |
081201 |
32.22 |
32.76 |
30.80 |
31.11 |
-1.47 |
1,541 |
13,562 |
-4,055 |
Jan09 |
081201 |
32.90 |
33.06 |
31.08 |
31.40 |
-1.50 |
3,154 |
96,222 |
+63 |
Mar09 |
081201 |
33.30 |
33.30 |
31.51 |
31.83 |
-1.51 |
2,115 |
47,377 |
+2,905 |
May09 |
081201 |
33.50 |
33.50 |
31.94 |
32.22 |
-1.52 |
173 |
20,426 |
+59 |
Jul09 |
081201 |
33.93 |
33.94 |
32.34 |
32.60 |
-1.51 |
264 |
25,788 |
-217 |
Aug09 |
081201 |
32.65 |
33.00 |
32.60 |
32.80 |
-1.50 |
0 |
4,070 |
+1 |
Sep09 |
081201 |
32.92 |
33.02 |
32.90 |
33.00 |
-1.49 |
48 |
4,628 |
+44 |
Oct09 |
081201 |
33.05 |
34.95 |
33.05 |
33.15 |
-1.49 |
80 |
3,573 |
+22 |
Total Volume and Open Interest |
72,238 |
242,336 |
+144 |
Canola(WCE) |
Jan09 |
081201 |
398.3 |
398.3 |
384.0 |
385.5 |
-15.4 |
6,382 |
56,590 |
-1,973 |
Mar09 |
081201 |
402.0 |
406.0 |
393.1 |
394.3 |
-15.6 |
3,342 |
19,154 |
+2,615 |
May09 |
081201 |
411.1 |
411.1 |
401.3 |
402.5 |
-16.5 |
138 |
4,902 |
-41 |
Jul09 |
081201 |
421.8 |
421.8 |
408.5 |
409.5 |
-17.0 |
252 |
5,408 |
+20 |
Nov09 |
081201 |
433.0 |
433.0 |
420.0 |
423.7 |
-18.1 |
132 |
5,926 |
+42 |
Total Volume and Open Interest |
3,966 |
92,579 |
+1,212 |
Corn(CBOT) |
Dec08 |
081201 |
350.00 |
352.25 |
328.75 |
332.75 |
-16.75 |
9,721 |
36,150 |
-13,503 |
Mar09 |
081201 |
366.25 |
368.50 |
345.00 |
348.75 |
-17.00 |
13,810 |
405,507 |
+2,591 |
May09 |
081201 |
377.50 |
378.25 |
356.25 |
360.00 |
-17.25 |
749 |
97,687 |
+525 |
Jul09 |
081201 |
389.50 |
389.50 |
367.25 |
370.75 |
-17.75 |
1,466 |
122,208 |
+159 |
Sep09 |
081201 |
398.00 |
398.00 |
379.75 |
381.50 |
-17.75 |
21 |
25,251 |
+175 |
Dec09 |
081201 |
414.75 |
414.75 |
392.25 |
396.25 |
-17.25 |
723 |
139,238 |
+1,276 |
Total Volume and Open Interest |
287,070 |
878,437 |
-14,468 |
Wheat(CBOT) |
Dec08 |
081201 |
541.75 |
543.00 |
503.50 |
509.75 |
-32.75 |
361 |
10,868 |
-5,408 |
Mar09 |
081201 |
561.25 |
561.75 |
522.00 |
528.00 |
-33.25 |
1,453 |
133,701 |
-912 |
May09 |
081201 |
574.00 |
574.00 |
535.75 |
541.75 |
-33.00 |
232 |
20,313 |
-1 |
Jul09 |
081201 |
587.50 |
588.00 |
549.25 |
554.75 |
-33.00 |
9 |
51,152 |
-255 |
Sep09 |
081201 |
591.25 |
591.25 |
571.00 |
577.25 |
-32.25 |
0 |
15,294 |
-306 |
Total Volume and Open Interest |
85,251 |
262,051 |
-3,935 |
Wheat(KCBT) |
Dec08 |
081201 |
558.25 |
560.25 |
528.25 |
535.75 |
-27.25 |
2,802 |
2,128 |
-1,264 |
Mar09 |
081201 |
581.50 |
581.50 |
546.00 |
554.00 |
-27.50 |
5,393 |
42,574 |
+687 |
May09 |
081201 |
574.50 |
574.50 |
557.50 |
564.50 |
-27.50 |
342 |
7,948 |
+112 |
Jul09 |
081201 |
601.00 |
601.00 |
568.50 |
575.00 |
-27.75 |
381 |
17,467 |
+106 |
Sep09 |
081201 |
596.25 |
596.25 |
580.00 |
586.50 |
-27.75 |
5 |
3,237 |
-2 |
Total Volume and Open Interest |
16,000 |
79,769 |
-33 |
Wheat(MGE) |
Dec08 |
081201 |
586.00 |
589.25 |
573.00 |
578.50 |
-21.00 |
283 |
427 |
-533 |
Mar09 |
081201 |
607.00 |
609.25 |
580.00 |
588.00 |
-22.75 |
799 |
13,765 |
-90 |
May09 |
081201 |
613.75 |
614.25 |
586.00 |
593.00 |
-22.25 |
469 |
6,637 |
+190 |
Jul09 |
081201 |
608.00 |
608.00 |
595.00 |
600.75 |
-22.25 |
50 |
2,165 |
+36 |
Sep09 |
081201 |
616.75 |
616.75 |
602.75 |
609.00 |
-22.00 |
46 |
2,781 |
-7 |
Total Volume and Open Interest |
6,470 |
28,175 |
-880 |
Oats(CBOT) |
Dec08 |
081201 |
194.50 |
218.25 |
187.00 |
202.00 |
+0.50 |
20 |
104 |
-483 |
Mar09 |
081201 |
215.00 |
235.25 |
201.00 |
217.50 |
+0.50 |
68 |
7,252 |
+32 |
May09 |
081201 |
227.00 |
227.00 |
226.00 |
227.00 |
+1.00 |
0 |
2,129 |
+4 |
Jul09 |
081201 |
235.50 |
237.50 |
235.50 |
237.50 |
+1.00 |
1 |
649 |
+11 |
Total Volume and Open Interest |
2,731 |
14,443 |
-35 |
Rough Rice(CBOT) |
Jan09 |
081201 |
13.21 |
13.28 |
12.87 |
13.06 |
-0.15 |
71 |
3,903 |
-93 |
Mar09 |
081201 |
13.40 |
13.67 |
13.16 |
13.34 |
-0.14 |
70 |
1,848 |
+199 |
May09 |
081201 |
13.45 |
13.62 |
13.45 |
13.57 |
-0.12 |
0 |
518 |
+0 |
Jul09 |
081201 |
13.73 |
13.90 |
13.73 |
13.80 |
-0.10 |
0 |
172 |
+1 |
Total Volume and Open Interest |
379 |
6,605 |
-46 |
Live Cattle(CME) |
Dec08 |
081201 |
86.450 |
86.450 |
84.600 |
85.450 |
-1.935 |
3,247 |
30,663 |
-778 |
Feb09 |
081201 |
87.000 |
87.000 |
85.080 |
85.730 |
-1.920 |
6,103 |
98,199 |
+680 |
Apr09 |
081201 |
89.200 |
89.200 |
87.035 |
87.550 |
-2.180 |
2,650 |
49,557 |
+1,087 |
Jun09 |
081201 |
84.750 |
84.750 |
82.800 |
83.135 |
-1.815 |
920 |
19,879 |
+51 |
Aug09 |
081201 |
83.900 |
83.900 |
82.400 |
82.850 |
-1.700 |
267 |
9,631 |
+11 |
Oct09 |
081201 |
85.600 |
86.350 |
85.600 |
85.900 |
-1.800 |
110 |
3,739 |
+5 |
Total Volume and Open Interest |
24,518 |
212,914 |
-919 |
Feeder Cattle(CME) |
Jan09 |
081201 |
90.850 |
91.200 |
88.750 |
89.635 |
-2.065 |
917 |
11,841 |
+57 |
Mar09 |
081201 |
90.930 |
91.550 |
89.230 |
89.850 |
-2.380 |
289 |
4,444 |
+157 |
Apr09 |
081201 |
91.300 |
91.600 |
90.300 |
90.480 |
-2.270 |
129 |
1,626 |
+62 |
May09 |
081201 |
92.500 |
92.600 |
90.500 |
91.200 |
-2.300 |
25 |
1,294 |
-3 |
Aug09 |
081201 |
95.080 |
95.080 |
92.750 |
92.900 |
-2.650 |
22 |
615 |
+0 |
Sep09 |
081201 |
95.400 |
95.600 |
94.300 |
94.300 |
-1.735 |
0 |
61 |
+0 |
Oct09 |
081201 |
94.000 |
94.600 |
94.000 |
94.000 |
-1.400 |
0 |
23 |
+0 |
Total Volume and Open Interest |
1,889 |
19,632 |
+83 |
Lean Hogs(CME) |
Dec08 |
081201 |
58.930 |
59.200 |
58.300 |
58.735 |
-0.765 |
1,572 |
19,941 |
-124 |
Feb09 |
081201 |
66.850 |
66.850 |
65.150 |
65.350 |
-1.685 |
6,631 |
75,081 |
-142 |
Apr09 |
081201 |
73.000 |
73.400 |
71.950 |
72.400 |
-1.100 |
2,589 |
38,027 |
+33 |
May09 |
081201 |
79.650 |
80.725 |
79.650 |
80.635 |
-0.865 |
44 |
1,345 |
+21 |
Jun09 |
081201 |
82.500 |
82.700 |
81.800 |
82.050 |
-1.000 |
1,832 |
23,878 |
+4 |
Jul09 |
081201 |
81.200 |
81.500 |
80.900 |
81.400 |
-0.530 |
311 |
4,263 |
+36 |
Aug09 |
081201 |
79.550 |
79.750 |
79.150 |
79.550 |
-0.400 |
530 |
3,645 |
+244 |
Oct09 |
081201 |
74.385 |
75.100 |
73.400 |
73.950 |
-0.435 |
18 |
2,381 |
-46 |
Total Volume and Open Interest |
20,973 |
169,212 |
+1,758 |
Pork Bellies(CME) |
Feb09 |
081201 |
91.050 |
92.750 |
89.800 |
92.230 |
-0.100 |
31 |
796 |
+13 |
Mar09 |
081201 |
90.500 |
90.500 |
90.000 |
90.500 |
unch |
0 |
115 |
+0 |
May09 |
081201 |
90.750 |
92.000 |
90.000 |
90.750 |
-0.750 |
5 |
136 |
+0 |
Jul09 |
081201 |
90.550 |
92.330 |
89.500 |
90.550 |
-0.450 |
0 |
83 |
+0 |
Aug09 |
081201 |
90.000 |
90.000 |
90.000 |
90.000 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
169 |
1,118 |
-13 |
Class III Milk(CME) |
Dec08 |
081201 |
14.96 |
15.40 |
14.96 |
15.31 |
-0.05 |
0 |
5,268 |
-19 |
Jan09 |
081201 |
14.29 |
14.29 |
14.10 |
14.25 |
+0.01 |
3 |
3,882 |
-1 |
Feb09 |
081201 |
14.15 |
14.20 |
14.01 |
14.13 |
-0.02 |
0 |
3,464 |
+0 |
Mar09 |
081201 |
14.16 |
14.16 |
14.02 |
14.07 |
-0.09 |
0 |
2,857 |
+0 |
Apr09 |
081201 |
14.15 |
14.16 |
14.01 |
14.08 |
-0.06 |
0 |
2,342 |
+0 |
Total Volume and Open Interest |
1,004 |
37,925 |
+229 |
Cocoa(ICE) |
Dec08 |
081201 |
2228 |
2228 |
2210 |
2210 |
-162 |
1 |
47 |
-2 |
Mar09 |
081201 |
2281 |
2281 |
2105 |
2164 |
-130 |
4,839 |
60,843 |
-742 |
May09 |
081201 |
2276 |
2276 |
2098 |
2162 |
-119 |
634 |
20,808 |
+265 |
Jul09 |
081201 |
2214 |
2222 |
2093 |
2161 |
-102 |
91 |
9,709 |
+11 |
Sep09 |
081201 |
2202 |
2202 |
2082 |
2152 |
-91 |
92 |
5,271 |
+9 |
Dec09 |
081201 |
2180 |
2180 |
2084 |
2137 |
-93 |
447 |
8,428 |
+278 |
Mar10 |
081201 |
2123 |
2123 |
2123 |
2123 |
-97 |
1 |
2,413 |
+1 |
Total Volume and Open Interest |
14,359 |
109,519 |
+800 |
Coffee "C"(ICE) |
Dec08 |
081201 |
113.15 |
113.20 |
111.30 |
111.65 |
-2.45 |
3 |
361 |
-4 |
Mar09 |
081201 |
115.80 |
116.00 |
112.90 |
113.55 |
-2.55 |
5,634 |
72,430 |
+4 |
May09 |
081201 |
118.45 |
118.50 |
115.50 |
116.10 |
-2.50 |
1,463 |
21,217 |
-105 |
Jul09 |
081201 |
120.80 |
120.80 |
118.25 |
118.45 |
-2.35 |
794 |
5,899 |
+13 |
Sep09 |
081201 |
121.00 |
121.00 |
120.65 |
120.80 |
-2.25 |
827 |
4,679 |
+568 |
Dec09 |
081201 |
124.50 |
124.50 |
124.20 |
124.20 |
-2.25 |
231 |
2,962 |
+48 |
Total Volume and Open Interest |
10,688 |
108,687 |
+639 |
Orange Juice(ICE) |
Jan09 |
081201 |
74.00 |
74.35 |
71.30 |
71.40 |
-2.95 |
1,051 |
14,283 |
-760 |
Mar09 |
081201 |
78.55 |
78.55 |
75.60 |
75.85 |
-2.95 |
616 |
11,078 |
+385 |
May09 |
081201 |
80.95 |
81.45 |
79.80 |
80.05 |
-2.95 |
25 |
2,234 |
+6 |
Jul09 |
081201 |
84.40 |
84.65 |
84.00 |
84.00 |
-2.75 |
8 |
870 |
+8 |
Sep09 |
081201 |
89.35 |
89.35 |
88.50 |
88.50 |
-2.30 |
0 |
167 |
+0 |
Nov09 |
081201 |
93.10 |
93.10 |
93.10 |
93.10 |
-2.30 |
33 |
146 |
+33 |
Total Volume and Open Interest |
4,628 |
29,361 |
+807 |
Sugar #11(ICE) |
Mar09 |
081201 |
11.87 |
11.95 |
11.58 |
11.65 |
-0.25 |
21,364 |
255,037 |
-1,851 |
May09 |
081201 |
12.31 |
12.33 |
12.02 |
12.09 |
-0.23 |
8,023 |
104,029 |
-1,551 |
Jul09 |
081201 |
12.53 |
12.54 |
12.26 |
12.33 |
-0.22 |
3,528 |
108,539 |
+470 |
Oct09 |
081201 |
12.90 |
12.96 |
12.72 |
12.78 |
-0.22 |
1,180 |
70,956 |
-467 |
Mar10 |
081201 |
13.61 |
13.61 |
13.39 |
13.47 |
-0.17 |
762 |
46,345 |
+441 |
Total Volume and Open Interest |
61,107 |
640,251 |
+7,818 |
Sugar #14(ICE) |
Jan09 |
081201 |
19.31 |
19.55 |
19.02 |
19.52 |
+0.02 |
16 |
1,106 |
-7 |
Mar09 |
081201 |
20.01 |
20.40 |
19.71 |
20.36 |
-0.03 |
16 |
2,764 |
+0 |
May09 |
081201 |
20.85 |
20.85 |
20.85 |
20.85 |
unch |
0 |
2,089 |
+0 |
Jul09 |
081201 |
21.00 |
21.00 |
21.00 |
21.00 |
unch |
20 |
1,750 |
+2 |
Sep09 |
081201 |
21.40 |
21.40 |
21.40 |
21.40 |
unch |
15 |
830 |
+5 |
Total Volume and Open Interest |
195 |
8,539 |
-111 |
London Cocoa(LCE) |
Dec08 |
081201 |
1596 |
1596 |
1466 |
1584 |
-28 |
17,145 |
20,869 |
-20,758 |
Mar09 |
081201 |
1517 |
1517 |
1437 |
1479 |
-40 |
18,842 |
66,249 |
+6,173 |
May09 |
081201 |
1514 |
1514 |
1435 |
1477 |
-36 |
1,328 |
32,336 |
+1,119 |
Jul09 |
081201 |
1500 |
1518 |
1453 |
1483 |
-33 |
2,864 |
30,060 |
+1,029 |
Sep09 |
081201 |
1500 |
1504 |
1445 |
1481 |
-28 |
142 |
11,406 |
+211 |
Dec09 |
081201 |
1475 |
1480 |
1413 |
1453 |
-30 |
1,434 |
6,373 |
+112 |
Mar10 |
081201 |
1453 |
1453 |
1453 |
1453 |
-31 |
0 |
769 |
+0 |
Total Volume and Open Interest |
18,550 |
179,008 |
-1,180 |
London Coffee(LCE) |
Jan09 |
081201 |
1971.00 |
2020.00 |
1960.00 |
1965.00 |
-4.00 |
5,347 |
66,296 |
-2,349 |
Total Volume and Open Interest |
4,362 |
67,307 |
-1,348 |
London Sugar(LCE) |
Mar09 |
081201 |
328.50 |
331.90 |
320.20 |
322.00 |
-5.90 |
1,426 |
24,433 |
+307 |
May09 |
081201 |
338.00 |
338.00 |
329.40 |
331.00 |
-5.10 |
576 |
9,504 |
+333 |
Aug09 |
081201 |
345.00 |
345.00 |
336.90 |
337.50 |
-6.10 |
376 |
6,351 |
+329 |
Oct09 |
081201 |
347.20 |
347.40 |
345.50 |
345.50 |
-6.00 |
4 |
3,029 |
+0 |
Dec09 |
081201 |
352.70 |
352.70 |
351.70 |
351.70 |
-6.00 |
0 |
877 |
+0 |
Total Volume and Open Interest |
347 |
43,514 |
-27 |
Cotton(ICE) |
Dec08 |
081201 |
46.00 |
46.00 |
43.50 |
45.11 |
-0.64 |
12 |
253 |
-202 |
Mar09 |
081201 |
47.91 |
47.99 |
45.77 |
47.03 |
-0.88 |
4,609 |
80,485 |
+209 |
May09 |
081201 |
47.84 |
47.84 |
46.17 |
47.03 |
-0.83 |
611 |
14,528 |
+61 |
Jul09 |
081201 |
47.59 |
47.90 |
46.97 |
47.58 |
-0.72 |
190 |
16,239 |
+62 |
Oct09 |
081201 |
49.89 |
49.89 |
49.89 |
49.89 |
-0.81 |
0 |
153 |
+0 |
Dec09 |
081201 |
50.94 |
51.44 |
50.35 |
51.24 |
-0.24 |
92 |
13,590 |
-45 |
Total Volume and Open Interest |
11,445 |
126,921 |
-1,236 |
Lumber(CME) |
Jan09 |
081201 |
194.0 |
194.1 |
187.5 |
188.0 |
-5.5 |
1,061 |
4,823 |
+37 |
Mar09 |
081201 |
209.0 |
209.0 |
201.0 |
201.8 |
-8.0 |
918 |
2,517 |
+384 |
May09 |
081201 |
226.0 |
226.0 |
217.0 |
218.7 |
-8.3 |
23 |
675 |
-12 |
Jul09 |
081201 |
231.0 |
233.8 |
225.6 |
225.9 |
-8.0 |
1 |
200 |
+1 |
Total Volume and Open Interest |
2,156 |
7,883 |
+81 |
Crude Oil(NYM) |
Jan09 |
081201 |
54.62 |
54.62 |
48.62 |
49.28 |
-5.15 |
129,155 |
309,956 |
+2,165 |
Feb09 |
081201 |
55.67 |
55.77 |
50.00 |
50.68 |
-5.14 |
29,016 |
83,994 |
+444 |
Mar09 |
081201 |
56.66 |
56.66 |
51.45 |
52.00 |
-5.09 |
12,789 |
65,283 |
+669 |
Apr09 |
081201 |
56.85 |
57.39 |
53.03 |
53.22 |
-5.02 |
5,635 |
40,808 |
+342 |
May09 |
081201 |
58.08 |
58.40 |
54.30 |
54.40 |
-4.89 |
5,280 |
29,171 |
+554 |
Jun09 |
081201 |
59.01 |
59.01 |
54.91 |
55.51 |
-4.77 |
9,749 |
102,289 |
+1,791 |
Jul09 |
081201 |
60.24 |
60.24 |
56.54 |
56.54 |
-4.66 |
2,155 |
24,783 |
+232 |
Aug09 |
081201 |
59.37 |
59.37 |
57.52 |
57.52 |
-4.56 |
1,916 |
25,157 |
-435 |
Sep09 |
081201 |
61.14 |
61.80 |
58.46 |
58.46 |
-4.48 |
2,206 |
20,912 |
-355 |
Oct09 |
081201 |
60.93 |
60.95 |
59.38 |
59.38 |
-4.40 |
1,283 |
17,306 |
+9 |
Nov09 |
081201 |
60.28 |
60.28 |
60.28 |
60.28 |
-4.33 |
1,736 |
16,169 |
+178 |
Dec09 |
081201 |
65.50 |
65.50 |
60.88 |
61.15 |
-4.27 |
8,627 |
102,537 |
-689 |
Jan10 |
081201 |
65.67 |
65.67 |
61.96 |
61.96 |
-4.24 |
451 |
17,170 |
-171 |
Feb10 |
081201 |
62.78 |
62.78 |
62.78 |
62.78 |
-4.21 |
511 |
7,995 |
+262 |
Mar10 |
081201 |
63.59 |
63.59 |
63.59 |
63.59 |
-4.18 |
2 |
11,842 |
+1 |
Apr10 |
081201 |
64.35 |
64.35 |
64.35 |
64.35 |
-4.15 |
413 |
3,182 |
+0 |
Total Volume and Open Interest |
422,587 |
1,135,707 |
+14,976 |
e-miNY Crude Oil(NYM) |
Dec08 |
081119 |
54.500 |
55.325 |
53.300 |
53.625 |
-0.775 |
10,324 |
7,850 |
-701 |
Jan09 |
081201 |
54.700 |
54.700 |
48.500 |
49.275 |
-5.150 |
7,296 |
7,011 |
-35 |
Feb09 |
081201 |
55.125 |
55.150 |
50.000 |
50.675 |
-5.150 |
224 |
402 |
+38 |
Mar09 |
081201 |
56.650 |
56.650 |
51.500 |
52.000 |
-5.100 |
19 |
258 |
+2 |
Apr09 |
081201 |
57.175 |
57.175 |
53.225 |
53.225 |
-5.025 |
2 |
93 |
+2 |
May09 |
081201 |
59.000 |
59.000 |
54.400 |
54.400 |
-4.900 |
4 |
5 |
+0 |
Jun09 |
081201 |
56.725 |
56.725 |
55.500 |
55.500 |
-4.775 |
3 |
2 |
+0 |
Jul09 |
081201 |
56.550 |
56.550 |
56.550 |
56.550 |
-4.650 |
0 |
1 |
+0 |
Aug09 |
081201 |
57.525 |
57.525 |
57.525 |
57.525 |
-4.550 |
0 |
1 |
+0 |
Sep09 |
081201 |
58.450 |
58.450 |
58.450 |
58.450 |
-4.500 |
0 |
1 |
+0 |
Total Volume and Open Interest |
15,566 |
7,841 |
-394 |
Heating Oil(NYM) |
Jan09 |
081201 |
172.71 |
172.71 |
160.78 |
161.51 |
-11.20 |
20,765 |
68,334 |
-1,330 |
Feb09 |
081201 |
174.00 |
174.00 |
164.07 |
164.21 |
-11.05 |
6,139 |
21,246 |
+238 |
Mar09 |
081201 |
174.23 |
174.23 |
166.04 |
166.36 |
-10.70 |
3,633 |
22,217 |
+437 |
Apr09 |
081201 |
172.00 |
172.23 |
167.36 |
167.36 |
-10.25 |
1,178 |
11,284 |
+47 |
May09 |
081201 |
171.50 |
173.29 |
168.81 |
168.81 |
-9.75 |
930 |
12,521 |
+152 |
Jun09 |
081201 |
175.00 |
175.00 |
170.31 |
170.31 |
-9.50 |
1,471 |
19,870 |
+304 |
Jul09 |
081201 |
174.49 |
177.10 |
172.41 |
172.41 |
-9.25 |
578 |
8,166 |
+265 |
Aug09 |
081201 |
177.50 |
179.54 |
175.41 |
175.41 |
-9.00 |
480 |
4,091 |
-202 |
Sep09 |
081201 |
182.00 |
182.59 |
178.76 |
178.76 |
-8.70 |
784 |
7,700 |
-68 |
Oct09 |
081201 |
186.09 |
186.09 |
182.21 |
182.21 |
-8.50 |
416 |
2,741 |
-1 |
Nov09 |
081201 |
189.42 |
189.42 |
185.00 |
185.36 |
-8.40 |
268 |
2,026 |
+3 |
Dec09 |
081201 |
191.00 |
191.19 |
188.00 |
188.26 |
-8.35 |
442 |
12,230 |
-100 |
Total Volume and Open Interest |
88,285 |
221,559 |
-2,400 |
Gasoline(NYMEX) |
Jan09 |
081201 |
120.50 |
120.50 |
109.90 |
111.12 |
-9.84 |
|
|
|
Feb09 |
081201 |
122.00 |
123.02 |
113.20 |
114.57 |
-9.89 |
|
|
|
Mar09 |
081201 |
124.50 |
124.50 |
118.11 |
118.67 |
-10.04 |
|
|
|
Apr09 |
081201 |
138.97 |
138.97 |
133.44 |
133.92 |
-9.99 |
|
|
|
May09 |
081201 |
140.64 |
140.65 |
136.37 |
136.37 |
-9.99 |
|
|
|
Jun09 |
081201 |
147.00 |
147.00 |
138.10 |
138.77 |
-9.99 |
|
|
|
Jul09 |
081201 |
141.00 |
141.00 |
140.35 |
140.52 |
-9.99 |
|
|
|
Aug09 |
081201 |
142.40 |
143.00 |
141.92 |
141.92 |
-9.99 |
|
|
|
Sep09 |
081201 |
143.50 |
144.33 |
142.92 |
142.92 |
-9.99 |
|
|
|
Oct09 |
081201 |
134.99 |
134.99 |
134.32 |
134.32 |
-9.99 |
|
|
|
Total Volume and Open Interest |
80,419 |
173,858 |
-2,793 |
e-miNY RBOB Gasoline(NYM) |
Jan09 |
081201 |
111.12 |
111.12 |
111.12 |
111.12 |
-9.84 |
|
|
|
Feb09 |
081201 |
114.57 |
114.57 |
114.57 |
114.57 |
-9.89 |
|
|
|
Mar09 |
081201 |
118.67 |
118.67 |
118.67 |
118.67 |
-10.04 |
|
|
|
Apr09 |
081201 |
133.92 |
133.92 |
133.92 |
133.92 |
-9.99 |
|
|
|
Total Volume and Open Interest |
1 |
2 |
+1 |
Natural Gas(NYM) |
Jan09 |
081201 |
6.550 |
6.685 |
6.370 |
6.604 |
+0.094 |
34,895 |
131,445 |
+376 |
Feb09 |
081201 |
6.546 |
6.711 |
6.418 |
6.636 |
+0.066 |
7,782 |
43,612 |
+415 |
Mar09 |
081201 |
6.550 |
6.660 |
6.379 |
6.593 |
+0.053 |
5,744 |
79,820 |
-1,475 |
Apr09 |
081201 |
6.500 |
6.640 |
6.390 |
6.586 |
+0.061 |
2,811 |
58,306 |
-110 |
May09 |
081201 |
6.465 |
6.678 |
6.430 |
6.634 |
+0.059 |
2,072 |
35,710 |
-580 |
Jun09 |
081201 |
6.595 |
6.758 |
6.570 |
6.747 |
+0.062 |
412 |
23,109 |
+77 |
Jul09 |
081201 |
6.750 |
6.892 |
6.685 |
6.867 |
+0.064 |
1,057 |
21,135 |
-346 |
Aug09 |
081201 |
6.837 |
6.978 |
6.776 |
6.962 |
+0.066 |
219 |
20,201 |
+15 |
Sep09 |
081201 |
6.820 |
7.025 |
6.820 |
7.007 |
+0.064 |
403 |
16,931 |
+134 |
Oct09 |
081201 |
6.970 |
7.167 |
6.923 |
7.114 |
+0.064 |
518 |
33,021 |
-498 |
Nov09 |
081201 |
7.296 |
7.485 |
7.287 |
7.474 |
+0.064 |
158 |
17,308 |
+146 |
Dec09 |
081201 |
7.810 |
7.910 |
7.690 |
7.872 |
+0.064 |
77 |
26,325 |
+16 |
Jan10 |
081201 |
7.941 |
8.164 |
7.930 |
8.119 |
+0.064 |
173 |
18,851 |
-96 |
Feb10 |
081201 |
7.980 |
8.140 |
7.940 |
8.127 |
+0.062 |
14 |
8,121 |
+3 |
Mar10 |
081201 |
7.761 |
7.960 |
7.761 |
7.949 |
+0.059 |
121 |
16,901 |
-46 |
Apr10 |
081201 |
7.250 |
7.410 |
7.250 |
7.394 |
+0.034 |
112 |
14,054 |
+43 |
Total Volume and Open Interest |
125,584 |
720,808 |
+2,338 |
Brent Crude Oil(ICE) |
Jan09 |
081201 |
53.00 |
53.00 |
47.50 |
47.97 |
-5.52 |
71,209 |
90,463 |
-3,258 |
Feb09 |
081201 |
55.05 |
55.05 |
49.60 |
50.05 |
-5.53 |
35,283 |
121,880 |
+6,178 |
Mar09 |
081201 |
56.83 |
56.83 |
51.71 |
51.92 |
-5.46 |
16,792 |
50,760 |
-1,508 |
Apr09 |
081201 |
57.36 |
57.36 |
53.45 |
53.61 |
-5.40 |
10,702 |
21,305 |
+1,475 |
May09 |
081201 |
58.20 |
58.52 |
55.08 |
55.22 |
-5.26 |
7,258 |
19,848 |
-1,092 |
Jun09 |
081201 |
59.48 |
59.90 |
56.55 |
56.70 |
-5.07 |
9,031 |
36,622 |
+420 |
Jul09 |
081201 |
61.06 |
61.10 |
57.95 |
58.07 |
-4.91 |
3,350 |
11,823 |
-1,211 |
Aug09 |
081201 |
62.18 |
62.23 |
59.29 |
59.29 |
-4.78 |
2,006 |
13,110 |
-245 |
Sep09 |
081201 |
63.30 |
63.30 |
60.43 |
60.43 |
-4.67 |
1,492 |
13,544 |
+925 |
Oct09 |
081201 |
61.41 |
61.41 |
61.41 |
61.41 |
-4.58 |
0 |
7,622 |
+308 |
Nov09 |
081201 |
62.28 |
62.28 |
62.28 |
62.28 |
-4.51 |
0 |
10,531 |
+170 |
Dec09 |
081201 |
65.25 |
66.06 |
63.05 |
63.13 |
-4.42 |
4,730 |
55,306 |
-251 |
Jan10 |
081201 |
64.02 |
64.02 |
64.02 |
64.02 |
-4.34 |
0 |
9,737 |
+391 |
Feb10 |
081201 |
64.87 |
64.87 |
64.87 |
64.87 |
-4.27 |
0 |
3,212 |
+120 |
Total Volume and Open Interest |
285,376 |
562,983 |
-502 |
Gas Oil(ICE) |
Dec08 |
081201 |
530.25 |
530.25 |
500.25 |
505.25 |
-20.25 |
33,199 |
50,971 |
+277 |
Jan09 |
081201 |
535.25 |
537.25 |
507.75 |
512.75 |
-19.75 |
42,654 |
73,060 |
-2,604 |
Feb09 |
081201 |
544.75 |
546.00 |
519.50 |
523.25 |
-18.50 |
10,870 |
34,441 |
+184 |
Mar09 |
081201 |
551.25 |
554.75 |
530.00 |
533.25 |
-17.00 |
5,158 |
16,213 |
-225 |
Apr09 |
081201 |
559.00 |
562.00 |
539.00 |
543.00 |
-15.50 |
2,540 |
15,766 |
-70 |
May09 |
081201 |
566.75 |
569.75 |
548.00 |
552.25 |
-14.00 |
1,477 |
16,415 |
+124 |
Jun09 |
081201 |
574.50 |
577.50 |
556.50 |
560.50 |
-13.00 |
3,650 |
36,538 |
+323 |
Jul09 |
081201 |
587.50 |
587.75 |
571.25 |
571.25 |
-12.50 |
1,465 |
11,115 |
+92 |
Aug09 |
081201 |
598.00 |
598.25 |
581.75 |
581.75 |
-12.25 |
855 |
9,293 |
+45 |
Sep09 |
081201 |
602.50 |
606.00 |
590.50 |
590.50 |
-11.75 |
1,389 |
7,748 |
+435 |
Total Volume and Open Interest |
113,326 |
362,395 |
-1,444 |
Ethanol(CBOT) |
Dec08 |
081201 |
1.599 |
1.599 |
1.595 |
1.596 |
-0.059 |
|
|
|
Jan09 |
081201 |
1.580 |
1.587 |
1.580 |
1.585 |
-0.048 |
|
|
|
Feb09 |
081201 |
1.585 |
1.595 |
1.585 |
1.595 |
-0.054 |
|
|
|
Mar09 |
081201 |
1.615 |
1.615 |
1.605 |
1.605 |
-0.045 |
|
|
|
Apr09 |
081201 |
1.600 |
1.615 |
1.600 |
1.610 |
-0.039 |
|
|
|
May09 |
081201 |
1.615 |
1.615 |
1.615 |
1.615 |
-0.045 |
|
|
|
Jun09 |
081201 |
1.620 |
1.620 |
1.620 |
1.620 |
-0.040 |
|
|
|
Jul09 |
081201 |
1.620 |
1.620 |
1.620 |
1.620 |
-0.040 |
|
|
|
Total Volume and Open Interest |
194 |
3,080 |
+5 |
US Dollar Index(ICE) |
Dec08 |
081201 |
86.580 |
87.500 |
86.500 |
86.900 |
+0.195 |
2,447 |
37,098 |
-735 |
Mar09 |
081201 |
87.070 |
88.150 |
87.070 |
87.635 |
+0.380 |
117 |
2,558 |
+60 |
Jun09 |
081201 |
87.935 |
88.260 |
87.935 |
88.260 |
+0.375 |
0 |
137 |
+0 |
Total Volume and Open Interest |
4,281 |
40,468 |
+0 |
Australian Dollar(CME) |
Dec08 |
081201 |
65.32 |
65.37 |
63.50 |
64.47 |
-1.08 |
0 |
63,899 |
-1,539 |
Mar09 |
081201 |
65.30 |
65.30 |
63.34 |
64.21 |
-1.09 |
7 |
6,731 |
+75 |
Jun09 |
081201 |
63.99 |
65.06 |
63.99 |
63.99 |
-1.07 |
0 |
304 |
+0 |
Total Volume and Open Interest |
27,290 |
72,575 |
+3,256 |
British Pound(CME) |
Dec08 |
081201 |
153.71 |
153.99 |
148.06 |
149.09 |
-4.62 |
0 |
102,980 |
-1,761 |
Mar09 |
081201 |
153.81 |
154.02 |
148.23 |
149.24 |
-4.59 |
7 |
9,675 |
+87 |
Jun09 |
081201 |
148.85 |
153.97 |
148.68 |
149.38 |
-4.59 |
0 |
1,172 |
+0 |
Total Volume and Open Interest |
54,188 |
115,523 |
-1,631 |
Canadian Dollar(CME) |
Dec08 |
081201 |
80.80 |
81.23 |
79.70 |
80.74 |
+0.13 |
31 |
73,624 |
-183 |
Mar09 |
081201 |
80.89 |
81.40 |
79.98 |
80.93 |
+0.14 |
5 |
5,059 |
+185 |
Jun09 |
081201 |
80.60 |
81.54 |
80.18 |
81.15 |
+0.26 |
0 |
1,625 |
-13 |
Sep09 |
081201 |
81.00 |
81.76 |
80.58 |
81.46 |
+0.24 |
1 |
1,351 |
+2 |
Total Volume and Open Interest |
20,929 |
82,143 |
-1,613 |
Japanese Yen(CME) |
Dec08 |
081201 |
104.66 |
107.52 |
104.61 |
107.20 |
+2.55 |
0 |
124,371 |
-4,154 |
Mar09 |
081201 |
105.27 |
107.98 |
105.17 |
107.69 |
+2.53 |
3 |
3,366 |
+13 |
Jun09 |
081201 |
108.08 |
108.12 |
105.57 |
108.08 |
+2.51 |
0 |
3,661 |
+0 |
Total Volume and Open Interest |
72,283 |
135,551 |
+4,337 |
Swiss Franc(CME) |
Dec08 |
081201 |
82.38 |
83.27 |
82.30 |
83.21 |
+0.80 |
0 |
41,276 |
+258 |
Mar09 |
081201 |
82.89 |
83.72 |
82.78 |
83.69 |
+0.80 |
27 |
2,054 |
+84 |
Jun09 |
081201 |
84.02 |
84.02 |
83.22 |
84.02 |
+0.80 |
0 |
300 |
+9 |
Total Volume and Open Interest |
26,335 |
43,288 |
+542 |
EuroFX(CME) |
Dec08 |
081201 |
127.07 |
127.16 |
125.77 |
126.68 |
-0.32 |
69 |
138,461 |
-762 |
Mar09 |
081201 |
127.00 |
127.02 |
125.75 |
126.62 |
-0.35 |
3 |
32,988 |
+1,253 |
Jun09 |
081201 |
126.31 |
127.01 |
126.08 |
126.64 |
-0.37 |
0 |
533 |
+0 |
Total Volume and Open Interest |
144,373 |
172,526 |
+119 |
Mexican Peso(CME) |
Dec08 |
081201 |
738.5 |
738.5 |
722.2 |
733.0 |
-11.2 |
0 |
40,684 |
-307 |
Jan09 |
081201 |
725.2 |
736.5 |
725.2 |
725.2 |
-11.2 |
|
|
|
Total Volume and Open Interest |
2,699 |
41,551 |
-35 |
30-Year T-Bonds(CBOT) |
Dec08 |
081201 |
128~185 |
132~125 |
128~130 |
131~200 |
+3~020 |
64,630 |
128,982 |
-46,894 |
Mar09 |
081201 |
127~200 |
131~130 |
127~100 |
130~205 |
+3~050 |
93,453 |
585,954 |
+31,249 |
Jun09 |
081201 |
126~260 |
130~210 |
126~260 |
129~120 |
+3~070 |
5 |
169 |
+1 |
Total Volume and Open Interest |
353,065 |
730,768 |
-26,542 |
10-Year T-Notes(CBOT) |
Dec08 |
081201 |
122~290 |
125~225 |
122~225 |
124~265 |
+1~300 |
124,842 |
237,757 |
-316,395 |
Mar09 |
081201 |
120~285 |
123~095 |
120~255 |
122~170 |
+1~180 |
173,209 |
908,790 |
+27,801 |
Jun09 |
081201 |
121~170 |
121~170 |
119~310 |
121~170 |
+1~180 |
|
|
|
Total Volume and Open Interest |
953,939 |
1,205,059 |
-38,182 |
5-Year T-Notes(CBOT) |
Dec08 |
081201 |
119~040 |
120~107 |
119~027 |
120~061 |
+1~017 |
108,138 |
0 |
+0 |
Mar09 |
081201 |
116~072 |
117~126 |
116~072 |
117~087 |
+0~125 |
128,499 |
0 |
+0 |
Jun09 |
081201 |
117~087 |
117~087 |
116~091 |
117~087 |
+0~125 |
|
|
|
Total Volume and Open Interest |
642,046 |
1,170,216 |
-33,145 |
2 Year T-Notes(CBOT) |
Dec08 |
081201 |
109~017 |
109~064 |
109~017 |
109~047 |
+0~023 |
3,150 |
120,809 |
-34,489 |
Mar09 |
081201 |
108~061 |
108~073 |
108~042 |
108~048 |
-0~004 |
3,381 |
404,388 |
+11,237 |
Jun09 |
081201 |
108~048 |
108~052 |
108~048 |
108~048 |
-0~004 |
|
|
|
Total Volume and Open Interest |
414,596 |
548,449 |
-12,441 |
Eurodollars(CME) |
Dec08 |
081201 |
97.875 |
97.897 |
97.810 |
97.853 |
-0.022 |
5,390 |
1,549,419 |
-4,929 |
Mar09 |
081201 |
98.075 |
98.190 |
98.020 |
98.150 |
+0.070 |
2,978 |
1,310,542 |
-10,382 |
Jun09 |
081201 |
98.060 |
98.215 |
98.005 |
98.175 |
+0.100 |
2,905 |
983,706 |
-9,097 |
Sep09 |
081201 |
98.035 |
98.200 |
97.970 |
98.155 |
+0.120 |
2,672 |
896,541 |
-6,471 |
Dec09 |
081201 |
97.930 |
98.120 |
97.875 |
98.070 |
+0.140 |
1,073 |
806,016 |
-4,242 |
Mar10 |
081201 |
97.925 |
98.120 |
97.865 |
98.075 |
+0.160 |
692 |
598,529 |
-1,439 |
Jun10 |
081201 |
97.805 |
98.025 |
97.760 |
97.985 |
+0.180 |
891 |
381,456 |
-1,604 |
Sep10 |
081201 |
97.615 |
97.885 |
97.590 |
97.845 |
+0.215 |
839 |
355,734 |
-698 |
Dec10 |
081201 |
97.355 |
97.665 |
97.320 |
97.615 |
+0.260 |
404 |
247,446 |
-639 |
Mar11 |
081201 |
97.180 |
97.530 |
97.165 |
97.480 |
+0.285 |
355 |
194,413 |
-247 |
Jun11 |
081201 |
97.020 |
97.320 |
96.970 |
97.270 |
+0.280 |
494 |
203,850 |
+132 |
Sep11 |
081201 |
96.795 |
97.125 |
96.785 |
97.075 |
+0.275 |
821 |
133,113 |
-1,037 |
Dec11 |
081201 |
96.650 |
96.925 |
96.590 |
96.885 |
+0.280 |
409 |
94,924 |
+436 |
Mar12 |
081201 |
96.590 |
96.910 |
96.565 |
96.860 |
+0.285 |
184 |
93,546 |
-38 |
Jun12 |
081201 |
96.570 |
96.825 |
96.470 |
96.765 |
+0.290 |
164 |
70,635 |
-43 |
Sep12 |
081201 |
96.500 |
96.745 |
96.460 |
96.695 |
+0.295 |
183 |
61,051 |
-38 |
Dec12 |
081201 |
96.445 |
96.650 |
96.380 |
96.585 |
+0.295 |
157 |
53,961 |
-346 |
Mar13 |
081201 |
96.395 |
96.640 |
96.380 |
96.575 |
+0.295 |
170 |
53,583 |
-125 |
Total Volume and Open Interest |
1,085,051 |
8,302,407 |
-34,412 |
30 Day Federal Funds(CBOT) |
Dec08 |
081201 |
99.590 |
99.675 |
99.567 |
99.592 |
-0.007 |
0 |
70,420 |
+461 |
Jan09 |
081201 |
99.580 |
99.605 |
99.545 |
99.565 |
-0.015 |
250 |
63,037 |
+597 |
Feb09 |
081201 |
99.585 |
99.660 |
99.560 |
99.600 |
+0.015 |
0 |
68,781 |
+386 |
Mar09 |
081201 |
99.540 |
99.620 |
99.520 |
99.570 |
+0.030 |
0 |
45,268 |
+965 |
Apr09 |
081201 |
99.500 |
99.570 |
99.465 |
99.525 |
+0.040 |
0 |
34,967 |
+474 |
May09 |
081201 |
99.450 |
99.530 |
99.415 |
99.475 |
+0.045 |
0 |
43,628 |
+467 |
Total Volume and Open Interest |
24,836 |
486,404 |
+7,297 |
30 Day Fed Funds(e-CBOT) |
Dec08 |
081201 |
99.590 |
99.610 |
99.567 |
99.610 |
+0.020 |
1,252 |
70,420 |
+461 |
Jan09 |
081201 |
99.580 |
99.605 |
99.545 |
99.580 |
+0.005 |
1,296 |
63,037 |
+597 |
Feb09 |
081201 |
99.585 |
99.660 |
99.560 |
99.640 |
+0.060 |
1,539 |
68,781 |
+386 |
Mar09 |
081201 |
99.540 |
99.620 |
99.520 |
99.600 |
+0.065 |
1,862 |
45,268 |
+965 |
Apr09 |
081201 |
99.500 |
99.570 |
99.465 |
99.555 |
+0.065 |
1,386 |
34,967 |
+474 |
May09 |
081201 |
99.450 |
99.530 |
99.415 |
99.500 |
+0.060 |
964 |
43,628 |
+467 |
Total Volume and Open Interest |
14,436 |
490,073 |
+3,669 |
3-Mth Euro-Yen(CME) |
Dec08 |
081201 |
99.16 |
99.16 |
99.16 |
99.16 |
+0.03 |
54 |
4,044 |
-6 |
Mar09 |
081201 |
99.24 |
99.24 |
99.24 |
99.24 |
+0.02 |
0 |
4,968 |
+0 |
Jun09 |
081201 |
99.30 |
99.30 |
99.30 |
99.30 |
unch |
0 |
1,079 |
+0 |
Sep09 |
081201 |
99.34 |
99.34 |
99.34 |
99.34 |
+0.01 |
0 |
480 |
+0 |
Dec09 |
081201 |
99.34 |
99.34 |
99.34 |
99.34 |
+0.02 |
0 |
100 |
+0 |
Mar10 |
081201 |
99.23 |
99.23 |
99.23 |
99.23 |
+0.03 |
|
|
|
Jun10 |
081201 |
99.17 |
99.17 |
99.17 |
99.17 |
+0.03 |
|
|
|
Sep10 |
081201 |
99.14 |
99.14 |
99.14 |
99.14 |
+0.02 |
|
|
|
Dec10 |
081201 |
99.15 |
99.15 |
99.15 |
99.15 |
+0.01 |
|
|
|
Mar11 |
081201 |
99.07 |
99.07 |
99.07 |
99.07 |
+0.01 |
|
|
|
Total Volume and Open Interest |
54 |
10,671 |
-6 |
3-Mth Euro-Yen(SGX) |
Dec08 |
081201 |
99.12 |
99.14 |
99.12 |
99.14 |
+0.01 |
701 |
21,171 |
+20,648 |
Mar09 |
081201 |
99.21 |
99.25 |
99.21 |
99.24 |
+0.02 |
2 |
12,440 |
+10,657 |
Jun09 |
081201 |
99.26 |
99.29 |
99.26 |
99.29 |
+0.01 |
3 |
5,607 |
+5,606 |
Sep09 |
081201 |
99.32 |
99.32 |
99.32 |
99.32 |
+0.01 |
0 |
3,102 |
+3,102 |
Dec09 |
081201 |
99.32 |
99.32 |
99.32 |
99.32 |
+0.01 |
0 |
1,002 |
+1,002 |
Mar10 |
081201 |
99.21 |
99.21 |
99.21 |
99.21 |
+0.01 |
0 |
880 |
+880 |
Jun10 |
081201 |
99.15 |
99.15 |
99.15 |
99.15 |
+0.01 |
0 |
513 |
+513 |
Sep10 |
081201 |
99.13 |
99.13 |
99.13 |
99.13 |
+0.01 |
0 |
252 |
+252 |
Total Volume and Open Interest |
706 |
46,542 |
+44,235 |
Japanese Gov't Bonds(SGX) |
Dec08 |
081128 |
139.25 |
139.57 |
139.25 |
139.39 |
-0.06 |
139 |
603 |
-557 |
Mar09 |
081201 |
138.32 |
139.06 |
138.32 |
138.97 |
+0.07 |
139 |
1 |
-10 |
Jun09 |
081201 |
138.97 |
138.97 |
138.97 |
138.97 |
+0.07 |
|
|
|
Total Volume and Open Interest |
968 |
10,702 |
+10,088 |
Euro-Bund(EUREX) |
Dec08 |
081201 |
121.69 |
123.15 |
121.53 |
122.49 |
+1.22 |
679,791 |
927,699 |
-152,804 |
Mar09 |
081201 |
122.07 |
123.54 |
121.85 |
122.88 |
+1.31 |
42,654 |
80,583 |
+42,835 |
Jun09 |
081201 |
122.84 |
122.84 |
122.84 |
122.84 |
+0.67 |
50 |
0 |
+0 |
Total Volume and Open Interest |
722,495 |
1,008,282 |
-109,969 |
Euro-Bobl(EUREX) |
Dec08 |
081201 |
114.67 |
115.45 |
114.66 |
115.19 |
+0.57 |
293,113 |
857,231 |
-24,836 |
Mar09 |
081201 |
114.76 |
115.61 |
114.76 |
115.35 |
+0.70 |
44,211 |
109,088 |
+24,493 |
Jun09 |
081201 |
115.70 |
115.70 |
115.70 |
115.70 |
+0.67 |
|
|
|
Total Volume and Open Interest |
337,324 |
966,319 |
-343 |
3-Mth Euribor(EUREX) |
Dec08 |
081127 |
96.480 |
96.510 |
96.480 |
96.495 |
+0.230 |
463 |
20,241 |
+2,157 |
Mar09 |
081201 |
97.320 |
97.340 |
97.315 |
97.330 |
+0.010 |
440 |
5,505 |
-21 |
Jun09 |
081201 |
97.585 |
97.600 |
97.580 |
97.585 |
+0.025 |
448 |
2,914 |
+20 |
Total Volume and Open Interest |
1,889 |
40,344 |
-390 |
Long Gilt(LIFFE) |
Dec08 |
081201 |
117~19 |
118~20 |
117~18 |
118~19 |
+1~03 |
12,303 |
59,920 |
-20,302 |
Mar09 |
081201 |
116~27 |
117~28 |
116~25 |
117~26 |
+1~01 |
55,977 |
313,827 |
+9,278 |
Total Volume and Open Interest |
89,409 |
378,366 |
-6,405 |
3-Mth Short Sterling(LIFFE) |
Dec08 |
081201 |
96.71 |
96.86 |
96.68 |
96.86 |
+0.18 |
21,968 |
418,496 |
-3,411 |
Mar09 |
081201 |
97.39 |
97.58 |
97.36 |
97.57 |
+0.19 |
29,005 |
436,522 |
-690 |
Jun09 |
081201 |
97.66 |
97.82 |
97.62 |
97.79 |
+0.17 |
29,493 |
296,919 |
+1,328 |
Sep09 |
081201 |
97.62 |
97.77 |
97.60 |
97.75 |
+0.16 |
19,353 |
212,953 |
-1,159 |
Dec09 |
081201 |
97.40 |
97.53 |
97.38 |
97.51 |
+0.15 |
18,912 |
251,625 |
+2,884 |
Mar10 |
081201 |
97.24 |
97.38 |
97.23 |
97.36 |
+0.16 |
13,148 |
157,675 |
-2,818 |
Total Volume and Open Interest |
134,311 |
2,022,772 |
+6,947 |
3-Mth Euribor(LIFFE) |
Dec08 |
081201 |
96.480 |
96.525 |
96.425 |
96.500 |
-0.165 |
153,859 |
835,529 |
+10,393 |
Mar09 |
081201 |
97.335 |
97.355 |
97.285 |
97.330 |
+0.005 |
53,630 |
601,385 |
-9,181 |
Jun09 |
081201 |
97.580 |
97.630 |
97.565 |
97.585 |
+0.005 |
44,483 |
501,854 |
-4,858 |
Total Volume and Open Interest |
338,844 |
3,531,064 |
-29,421 |
3-Mth Aus T-Bills(SFE) |
Dec08 |
081201 |
95.64 |
95.66 |
95.59 |
95.63 |
-0.01 |
6,152 |
751,817 |
+849 |
Mar09 |
081201 |
96.80 |
96.82 |
96.75 |
96.82 |
+0.04 |
7,150 |
365,337 |
+3,548 |
Jun09 |
081201 |
96.81 |
96.87 |
96.79 |
96.86 |
+0.04 |
1,737 |
192,702 |
+1,035 |
Sep09 |
081201 |
96.59 |
96.64 |
96.54 |
96.62 |
+0.02 |
1,164 |
128,760 |
+98 |
Dec09 |
081201 |
96.23 |
96.26 |
96.20 |
96.25 |
+0.03 |
979 |
83,524 |
+758 |
Mar10 |
081201 |
95.78 |
95.79 |
95.76 |
95.78 |
+0.02 |
524 |
43,986 |
-245 |
Jun10 |
081201 |
95.36 |
95.38 |
95.33 |
95.36 |
+0.01 |
568 |
35,654 |
+380 |
Sep10 |
081201 |
94.99 |
95.01 |
94.95 |
95.00 |
+0.03 |
430 |
20,960 |
+376 |
Dec10 |
081201 |
94.69 |
94.74 |
94.69 |
94.74 |
+0.09 |
150 |
4,516 |
+131 |
Mar11 |
081201 |
94.52 |
94.56 |
94.52 |
94.56 |
+0.10 |
0 |
795 |
+0 |
Total Volume and Open Interest |
20,832 |
1,628,901 |
+6,930 |
10-Year Aus T-Bonds(SFE) |
Dec08 |
081201 |
95.41 |
95.50 |
95.39 |
95.47 |
+0.05 |
14,461 |
333,897 |
-39,482 |
Mar09 |
081201 |
95.43 |
95.44 |
95.42 |
95.44 |
+0.06 |
0 |
4,183 |
+1 |
Total Volume and Open Interest |
16,879 |
338,080 |
-137 |
3-Year Aus T-Bonds(SFE) |
Dec08 |
081201 |
96.38 |
96.47 |
96.38 |
96.44 |
+0.04 |
46,140 |
574,287 |
+6,657 |
Mar09 |
081201 |
96.30 |
96.30 |
96.30 |
96.30 |
+0.04 |
0 |
8,226 |
+0 |
Total Volume and Open Interest |
53,300 |
582,513 |
+6,657 |
Gold(CMX) |
Dec08 |
081201 |
817.2 |
817.3 |
766.0 |
774.6 |
-41.6 |
6,325 |
7,324 |
-8,729 |
Feb09 |
081201 |
819.0 |
820.0 |
768.0 |
776.8 |
-42.2 |
40,997 |
162,971 |
+4,076 |
Apr09 |
081201 |
819.8 |
819.8 |
770.5 |
778.0 |
-42.3 |
292 |
25,084 |
-91 |
Jun09 |
081201 |
813.2 |
816.2 |
777.1 |
779.5 |
-42.4 |
52 |
23,735 |
-28 |
Aug09 |
081201 |
818.0 |
818.0 |
781.4 |
781.4 |
-42.5 |
16 |
11,850 |
-3 |
Oct09 |
081201 |
783.4 |
783.4 |
783.4 |
783.4 |
-42.6 |
101 |
2,866 |
+98 |
Dec09 |
081201 |
826.2 |
826.2 |
781.0 |
785.5 |
-42.8 |
526 |
14,575 |
+249 |
Feb10 |
081201 |
787.5 |
787.5 |
787.5 |
787.5 |
-43.1 |
4 |
696 |
+0 |
Apr10 |
081201 |
785.1 |
789.5 |
785.1 |
789.5 |
-43.4 |
1 |
36 |
+0 |
Jun10 |
081201 |
791.6 |
791.6 |
791.6 |
791.6 |
-43.6 |
50 |
2,349 |
+0 |
Aug10 |
081201 |
800.0 |
800.0 |
794.0 |
794.0 |
-43.9 |
1 |
101 |
+0 |
Oct10 |
081201 |
796.4 |
796.4 |
796.4 |
796.4 |
-44.2 |
|
|
|
Total Volume and Open Interest |
136,822 |
276,092 |
|
Silver(CMX) |
Dec08 |
081201 |
1024.0 |
1025.0 |
914.5 |
935.0 |
-83.5 |
1,881 |
2,614 |
-3,690 |
Mar09 |
081201 |
1031.5 |
1032.0 |
917.5 |
938.0 |
-85.0 |
7,771 |
52,056 |
+1,635 |
May09 |
081201 |
984.0 |
984.0 |
930.0 |
939.1 |
-85.4 |
86 |
6,243 |
+22 |
Jul09 |
081201 |
985.0 |
985.0 |
932.5 |
940.1 |
-85.4 |
15 |
8,093 |
+13 |
Sep09 |
081201 |
940.9 |
940.9 |
940.9 |
940.9 |
-85.6 |
11 |
3,160 |
-9 |
Dec09 |
081201 |
1021.5 |
1021.5 |
932.0 |
942.0 |
-85.8 |
110 |
4,232 |
+34 |
Mar10 |
081201 |
944.0 |
944.0 |
944.0 |
944.0 |
-86.1 |
197 |
724 |
+0 |
Total Volume and Open Interest |
33,638 |
86,180 |
-698 |
Platinum(NYMEX) |
Jan09 |
081201 |
881.9 |
888.1 |
801.9 |
809.9 |
-72.4 |
1,059 |
15,639 |
-266 |
Apr09 |
081201 |
872.5 |
872.5 |
811.0 |
815.5 |
-72.8 |
280 |
1,620 |
+212 |
Jul09 |
081201 |
830.0 |
830.0 |
820.0 |
822.5 |
|
|
|
|
Palladium(NYMEX) |
Dec08 |
081201 |
188.90 |
188.90 |
169.75 |
174.25 |
-18.35 |
|
|
|
Mar09 |
081201 |
190.80 |
190.80 |
169.80 |
175.65 |
-18.60 |
992 |
12,486 |
+208 |
Jun09 |
081201 |
182.50 |
182.50 |
172.05 |
177.15 |
-19.10 |
|
|
|
Total Volume and Open Interest |
3,582 |
13,637 |
+343 |
Copper(CMX) |
Dec08 |
081201 |
164.50 |
165.50 |
157.50 |
160.35 |
-2.00 |
1,346 |
3,912 |
-711 |
Mar09 |
081201 |
165.65 |
167.50 |
159.70 |
163.10 |
-1.85 |
5,609 |
47,688 |
+228 |
May09 |
081201 |
167.70 |
168.30 |
163.00 |
164.30 |
-1.80 |
218 |
4,456 |
+71 |
Jul09 |
081201 |
165.45 |
165.45 |
162.00 |
165.20 |
-1.90 |
96 |
1,693 |
-60 |
Sep09 |
081201 |
166.05 |
166.20 |
163.00 |
166.20 |
-1.85 |
5 |
1,613 |
+0 |
Total Volume and Open Interest |
21,250 |
69,700 |
-2,346 |
Aluminum(CMX) |
Dec08 |
081201 |
0.80 |
0.80 |
0.80 |
0.80 |
-80.55 |
|
|
|
Jan09 |
081201 |
0.81 |
0.81 |
0.81 |
0.81 |
-81.29 |
|
|
|
Feb09 |
081201 |
0.81 |
0.81 |
0.81 |
0.81 |
-82.04 |
|
|
|
Mar09 |
081201 |
0.82 |
0.82 |
0.82 |
0.82 |
-0.02 |
|
|
|
Apr09 |
080724 |
141.35 |
141.35 |
141.35 |
141.35 |
unch |
|
|
|
May09 |
080724 |
141.85 |
141.85 |
141.85 |
141.85 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
DJIA Index(CBOT) |
Dec08 |
081201 |
8816 |
8816 |
8130 |
8139 |
-682 |
645 |
31,837 |
+27 |
Mar09 |
081201 |
8785 |
8785 |
8109 |
8109 |
-679 |
0 |
289 |
-5 |
Jun09 |
081201 |
8079 |
8741 |
8079 |
8079 |
-662 |
0 |
5 |
+0 |
Sep09 |
081201 |
8039 |
8721 |
8039 |
8039 |
-682 |
|
|
|
Total Volume and Open Interest |
4,546 |
32,109 |
+2,314 |
S & P 500(CME) |
Dec08 |
081201 |
897.20 |
897.50 |
813.00 |
815.80 |
-79.50 |
32,759 |
611,787 |
-9,112 |
Mar09 |
081201 |
868.50 |
868.50 |
813.50 |
814.40 |
-79.60 |
230 |
23,164 |
-13 |
Jun09 |
081201 |
814.10 |
853.70 |
812.70 |
814.10 |
-79.60 |
80 |
8,393 |
-6 |
Sep09 |
081201 |
811.60 |
851.70 |
810.70 |
811.60 |
-80.10 |
0 |
769 |
+0 |
Total Volume and Open Interest |
38,413 |
653,248 |
-743 |
S & P 500 E-Mini(Globex) |
Dec08 |
081201 |
897.50 |
897.50 |
813.00 |
815.75 |
-82.50 |
889,730 |
3,107,875 |
+19,938 |
Mar09 |
081201 |
895.00 |
895.75 |
812.25 |
814.50 |
-84.75 |
729 |
130,285 |
-23 |
Total Volume and Open Interest |
2,183,812 |
3,224,187 |
-29,547 |
NASDAQ 100(CME) |
Dec08 |
081201 |
1186.00 |
1186.00 |
1091.00 |
1094.50 |
-91.50 |
887 |
32,719 |
+509 |
Mar09 |
081201 |
1119.00 |
1120.00 |
1095.80 |
1096.80 |
-92.00 |
14 |
48 |
+4 |
Jun09 |
081201 |
1098.80 |
1098.80 |
1097.80 |
1098.80 |
-92.00 |
0 |
5 |
+0 |
Total Volume and Open Interest |
4,367 |
32,259 |
-1,086 |
NASDAQ 100 E-Mini(Globex) |
Dec08 |
081201 |
1185.80 |
1188.30 |
1090.30 |
1094.50 |
-91.50 |
86,994 |
326,260 |
-32,562 |
Mar09 |
081201 |
1180.30 |
1184.00 |
1093.00 |
1096.80 |
-92.00 |
135 |
754 |
+10 |
Total Volume and Open Interest |
304,786 |
361,200 |
-1,516 |
S & P Midcap 400(CME) |
Dec08 |
081201 |
497.00 |
500.00 |
457.00 |
459.70 |
-54.30 |
279 |
6,399 |
+229 |
Mar09 |
081201 |
460.05 |
460.05 |
458.70 |
460.05 |
-52.65 |
|
|
|
Jun09 |
081201 |
458.25 |
458.25 |
456.90 |
458.25 |
-52.65 |
|
|
|
Total Volume and Open Interest |
807 |
6,170 |
-372 |
Russell 2000(CME) |
Russell 2000 E-Mini(Globex) |
Dec08 |
080724 |
816.80 |
816.80 |
792.60 |
796.30 |
unch |
|
|
|
Total Volume and Open Interest |
222,914 |
592,179 |
|
Nikkei 225(CME) |
Dec08 |
081201 |
8455 |
8455 |
8300 |
8390 |
+25 |
8,485 |
58,023 |
-7,977 |
Mar09 |
081201 |
8345 |
8435 |
8315 |
8395 |
+20 |
8,520 |
63 |
-301 |
Total Volume and Open Interest |
58,087 |
267,418 |
+201,003 |
Nikkei 225(SGX) |
Dec08 |
081201 |
8455 |
8455 |
8300 |
8390 |
+25 |
8,485 |
58,023 |
-7,977 |
Mar09 |
081201 |
8345 |
8435 |
8315 |
8395 |
+20 |
8,520 |
63 |
-301 |
Jun09 |
081201 |
8315 |
8315 |
8315 |
8315 |
+25 |
|
|
|
Total Volume and Open Interest |
58,087 |
267,418 |
+201,003 |
CAC 40(EURONEXT) |
Dec08 |
081201 |
3250.0 |
3280.0 |
3071.5 |
3086.5 |
-177.5 |
84,815 |
397,071 |
-2,550 |
Jan09 |
081201 |
3215.0 |
3215.0 |
3078.5 |
3091.5 |
-178.5 |
15 |
1,411 |
-7 |
Feb09 |
081201 |
3204.0 |
3210.0 |
3099.5 |
3099.5 |
-178.5 |
5 |
10 |
+10 |
Total Volume and Open Interest |
39,109 |
385,736 |
-20,364 |
Hang Seng Index(HKFE) |
Dec08 |
081201 |
13826 |
14244 |
13635 |
13870 |
-118 |
8,139 |
856 |
-8,992 |
Jan09 |
081201 |
13748 |
14225 |
13692 |
13907 |
-105 |
0 |
71 |
|
Total Volume and Open Interest |
9,714 |
1,010 |
|
DAX(EUREX) |
Dec08 |
081201 |
4648.0 |
4676.5 |
4313.0 |
4375.5 |
-294.0 |
107,062 |
210,377 |
+4,146 |
Mar09 |
081201 |
4688.0 |
4698.0 |
4340.0 |
4401.5 |
-296.0 |
445 |
16,032 |
+310 |
Jun09 |
081201 |
4646.0 |
4650.0 |
4429.5 |
4429.5 |
-297.5 |
113 |
3,040 |
-10 |
Total Volume and Open Interest |
63,120 |
228,410 |
+3,407 |
FT-SE 100(EURONEXT) |
Dec08 |
081201 |
4261.00 |
4286.00 |
3953.00 |
4041.50 |
-245.50 |
109,753 |
768,754 |
+11,927 |
Mar09 |
081201 |
4197.00 |
4197.00 |
3950.00 |
4014.50 |
-247.00 |
520 |
9,394 |
+371 |
Jun09 |
081201 |
3996.50 |
3996.50 |
3996.50 |
3996.50 |
-246.50 |
0 |
75 |
+0 |
Total Volume and Open Interest |
57,627 |
766,639 |
+714 |
SPI 200(SFE) |
Dec08 |
081201 |
3732.0 |
3760.0 |
3654.0 |
3681.0 |
-50.0 |
30,800 |
352,200 |
+218 |
Mar09 |
081201 |
3687.0 |
3687.0 |
3620.0 |
3645.0 |
-49.0 |
129 |
1,980 |
+61 |
Jun09 |
081201 |
3637.0 |
3637.0 |
3637.0 |
3637.0 |
-49.0 |
0 |
2,521 |
+0 |
Total Volume and Open Interest |
32,549 |
357,609 |
+279 |
GSCI(CME) |
Dec08 |
081201 |
375.00 |
375.00 |
365.25 |
365.25 |
-17.15 |
225 |
15,357 |
+19 |
Jan09 |
081201 |
384.50 |
386.00 |
372.50 |
372.50 |
-12.50 |
0 |
5 |
+0 |
Feb09 |
081201 |
379.50 |
391.50 |
379.50 |
379.50 |
-11.50 |
|
|
|
Total Volume and Open Interest |
567 |
15,343 |
-118 |
RJ/CRB Index(ICE) |
Jan09 |
081201 |
352.00 |
358.55 |
352.00 |
352.00 |
-13.00 |
5 |
870 |
-1 |
Feb09 |
081201 |
357.25 |
357.25 |
354.00 |
354.00 |
-13.00 |
0 |
7 |
+0 |
Apr09 |
081201 |
359.00 |
359.00 |
359.00 |
359.00 |
-13.00 |
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. |
|
|