 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Mon December 08, 2008 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan09 |
081208 |
789.25 |
827.50 |
788.50 |
820.50 |
+37.00 |
12,477 |
118,803 |
-7,728 |
Mar09 |
081208 |
792.00 |
831.50 |
792.00 |
825.50 |
+38.25 |
9,946 |
87,902 |
+2,836 |
May09 |
081208 |
798.00 |
840.00 |
798.00 |
835.00 |
+40.25 |
690 |
23,908 |
+3,330 |
Jul09 |
081208 |
807.75 |
850.00 |
807.75 |
845.50 |
+40.50 |
2,037 |
31,379 |
+401 |
Aug09 |
081208 |
809.75 |
847.50 |
807.00 |
847.50 |
+40.50 |
0 |
1,585 |
-6 |
Sep09 |
081208 |
847.50 |
847.50 |
804.50 |
847.50 |
+43.00 |
9 |
820 |
+11 |
Nov09 |
081208 |
810.25 |
846.50 |
810.25 |
844.00 |
+41.50 |
500 |
42,403 |
+691 |
Total Volume and Open Interest |
136,030 |
312,325 |
-2,206 |
Soybean Meal(CBOT) |
Dec08 |
081208 |
244.00 |
250.60 |
244.00 |
249.30 |
+8.80 |
918 |
2,268 |
-1,173 |
Jan09 |
081208 |
239.00 |
250.00 |
238.60 |
247.70 |
+9.40 |
4,987 |
35,655 |
-2,809 |
Mar09 |
081208 |
239.10 |
249.60 |
238.40 |
247.80 |
+10.00 |
2,296 |
38,061 |
+1,565 |
May09 |
081208 |
241.30 |
251.80 |
241.30 |
250.50 |
+10.20 |
926 |
14,928 |
+144 |
Jul09 |
081208 |
243.50 |
255.10 |
243.50 |
253.80 |
+10.60 |
941 |
17,510 |
-13 |
Aug09 |
081208 |
255.60 |
256.20 |
252.60 |
254.90 |
+10.60 |
31 |
4,593 |
+26 |
Sep09 |
081208 |
256.10 |
256.10 |
253.50 |
255.10 |
+10.60 |
22 |
3,451 |
+58 |
Oct09 |
081208 |
247.00 |
251.30 |
247.00 |
251.30 |
+9.30 |
17 |
2,019 |
+24 |
Total Volume and Open Interest |
33,491 |
131,254 |
+329 |
Soybean Oil(CBOT) |
Dec08 |
081208 |
29.13 |
29.75 |
29.13 |
29.48 |
+1.23 |
63 |
3,933 |
-1,103 |
Jan09 |
081208 |
28.68 |
30.06 |
28.61 |
29.77 |
+1.22 |
6,421 |
86,362 |
-5,727 |
Mar09 |
081208 |
29.06 |
30.44 |
29.06 |
30.16 |
+1.23 |
4,821 |
50,583 |
+1,251 |
May09 |
081208 |
29.74 |
30.79 |
29.65 |
30.55 |
+1.27 |
2,257 |
19,299 |
-1,289 |
Jul09 |
081208 |
29.97 |
31.18 |
29.97 |
30.92 |
+1.29 |
1,833 |
24,881 |
+529 |
Aug09 |
081208 |
30.86 |
31.23 |
30.85 |
31.10 |
+1.29 |
10 |
4,429 |
+25 |
Sep09 |
081208 |
31.06 |
31.45 |
31.06 |
31.28 |
+1.29 |
311 |
4,653 |
-104 |
Oct09 |
081208 |
31.21 |
31.58 |
31.21 |
31.40 |
+1.28 |
59 |
3,730 |
-3 |
Total Volume and Open Interest |
76,482 |
230,526 |
-3,492 |
Canola(WCE) |
Jan09 |
081208 |
354.4 |
370.7 |
354.4 |
367.1 |
+13.0 |
8,870 |
38,767 |
-5,163 |
Mar09 |
081208 |
359.9 |
377.2 |
359.9 |
374.0 |
+14.0 |
7,387 |
35,162 |
+5,515 |
May09 |
081208 |
367.9 |
383.9 |
367.9 |
382.9 |
+14.3 |
240 |
4,868 |
+13 |
Jul09 |
081208 |
383.1 |
393.0 |
376.7 |
391.7 |
+15.1 |
110 |
5,782 |
+87 |
Nov09 |
081208 |
388.9 |
408.9 |
388.9 |
407.6 |
+15.0 |
54 |
6,259 |
+40 |
Total Volume and Open Interest |
12,935 |
90,396 |
-33 |
Corn(CBOT) |
Dec08 |
081208 |
296.75 |
319.00 |
296.75 |
314.25 |
+20.75 |
2,124 |
7,874 |
-3,158 |
Mar09 |
081208 |
311.00 |
334.75 |
311.00 |
330.00 |
+20.75 |
13,650 |
384,885 |
-5,190 |
May09 |
081208 |
322.00 |
345.00 |
322.00 |
340.50 |
+21.25 |
9,890 |
103,895 |
+2,207 |
Jul09 |
081208 |
332.00 |
355.25 |
331.00 |
350.25 |
+21.50 |
2,171 |
115,739 |
-423 |
Sep09 |
081208 |
342.75 |
361.00 |
342.75 |
360.25 |
+21.75 |
24 |
25,658 |
-867 |
Dec09 |
081208 |
354.00 |
379.00 |
354.00 |
373.75 |
+22.50 |
858 |
139,851 |
-981 |
Total Volume and Open Interest |
169,020 |
830,116 |
-4,853 |
Wheat(CBOT) |
Dec08 |
081208 |
474.75 |
481.50 |
467.00 |
473.00 |
+15.25 |
76 |
3,103 |
-1,491 |
Mar09 |
081208 |
481.00 |
500.50 |
478.75 |
490.50 |
+15.00 |
1,012 |
132,616 |
-3,061 |
May09 |
081208 |
493.50 |
513.00 |
492.25 |
503.75 |
+15.25 |
653 |
22,624 |
+583 |
Jul09 |
081208 |
501.50 |
526.50 |
501.50 |
516.75 |
+15.25 |
353 |
49,441 |
-737 |
Sep09 |
081208 |
531.25 |
549.00 |
531.25 |
539.50 |
+15.25 |
0 |
17,039 |
-81 |
Total Volume and Open Interest |
72,406 |
255,979 |
+1,522 |
Wheat(KCBT) |
Dec08 |
081208 |
499.75 |
509.00 |
499.75 |
501.75 |
+12.00 |
446 |
503 |
+0 |
Mar09 |
081208 |
507.00 |
528.00 |
505.75 |
517.00 |
+13.75 |
9,422 |
42,883 |
+294 |
May09 |
081208 |
517.25 |
537.75 |
516.75 |
526.50 |
+13.25 |
1,628 |
8,294 |
+123 |
Jul09 |
081208 |
519.50 |
545.25 |
519.50 |
534.25 |
+14.50 |
2,682 |
17,240 |
-284 |
Sep09 |
081208 |
553.25 |
555.75 |
543.50 |
545.25 |
+14.75 |
95 |
3,090 |
-4 |
Total Volume and Open Interest |
12,195 |
78,314 |
+730 |
Wheat(MGE) |
Dec08 |
081208 |
579.25 |
579.25 |
573.75 |
573.75 |
+12.75 |
0 |
172 |
-85 |
Mar09 |
081208 |
551.00 |
575.00 |
549.00 |
568.25 |
+17.25 |
3,040 |
14,266 |
-439 |
May09 |
081208 |
552.75 |
575.50 |
552.75 |
569.00 |
+16.25 |
985 |
8,382 |
+296 |
Jul09 |
081208 |
578.50 |
581.25 |
572.50 |
574.50 |
+15.25 |
167 |
2,566 |
-294 |
Sep09 |
081208 |
586.25 |
588.00 |
578.50 |
581.50 |
+20.00 |
108 |
3,114 |
-92 |
Total Volume and Open Interest |
7,925 |
31,246 |
+2,806 |
Oats(CBOT) |
Dec08 |
081208 |
194.50 |
197.00 |
184.50 |
193.50 |
+9.00 |
0 |
20 |
-16 |
Mar09 |
081208 |
200.00 |
213.75 |
197.25 |
208.00 |
+9.00 |
29 |
6,886 |
-31 |
May09 |
081208 |
212.50 |
217.50 |
208.50 |
217.50 |
+9.00 |
0 |
2,177 |
-1 |
Jul09 |
081208 |
220.75 |
227.50 |
218.50 |
227.50 |
+9.00 |
0 |
3,828 |
+1 |
Total Volume and Open Interest |
516 |
16,912 |
+42 |
Rough Rice(CBOT) |
Jan09 |
081208 |
14.13 |
14.63 |
14.05 |
14.49 |
+0.36 |
3 |
2,584 |
-506 |
Mar09 |
081208 |
14.10 |
14.43 |
13.91 |
14.28 |
+0.35 |
8 |
3,331 |
+411 |
May09 |
081208 |
14.09 |
14.60 |
14.09 |
14.46 |
+0.36 |
0 |
514 |
-1 |
Jul09 |
081208 |
14.42 |
14.67 |
14.42 |
14.67 |
+0.38 |
1 |
164 |
+1 |
Total Volume and Open Interest |
1,164 |
7,082 |
+88 |
Live Cattle(CME) |
Dec08 |
081208 |
82.600 |
83.330 |
82.600 |
83.100 |
+1.550 |
10,088 |
15,909 |
-9,476 |
Feb09 |
081208 |
82.950 |
83.350 |
82.500 |
82.680 |
+1.230 |
21,119 |
99,563 |
-794 |
Apr09 |
081208 |
84.680 |
85.430 |
84.350 |
84.800 |
+1.415 |
12,781 |
56,142 |
+2,381 |
Jun09 |
081208 |
80.150 |
81.600 |
80.150 |
81.180 |
+1.630 |
3,919 |
20,978 |
+105 |
Aug09 |
081208 |
80.500 |
80.800 |
79.885 |
80.550 |
+0.970 |
406 |
10,310 |
-67 |
Oct09 |
081208 |
83.500 |
84.000 |
82.500 |
83.500 |
+1.200 |
258 |
3,958 |
+53 |
Total Volume and Open Interest |
34,557 |
217,362 |
+2,714 |
Feeder Cattle(CME) |
Jan09 |
081208 |
87.550 |
89.480 |
87.100 |
87.900 |
+1.250 |
3,767 |
8,922 |
-1,397 |
Mar09 |
081208 |
86.750 |
88.000 |
86.135 |
86.930 |
+1.645 |
3,693 |
7,494 |
+1,781 |
Apr09 |
081208 |
88.000 |
88.550 |
87.535 |
87.930 |
+1.530 |
768 |
1,875 |
-177 |
May09 |
081208 |
89.100 |
89.750 |
88.600 |
88.930 |
+1.130 |
220 |
1,490 |
+61 |
Aug09 |
081208 |
90.635 |
91.100 |
90.050 |
90.900 |
+1.900 |
88 |
736 |
+33 |
Sep09 |
081208 |
90.900 |
91.250 |
90.900 |
91.250 |
+2.250 |
18 |
98 |
+5 |
Oct09 |
081208 |
90.100 |
90.100 |
89.700 |
90.100 |
+1.300 |
10 |
28 |
+3 |
Total Volume and Open Interest |
6,818 |
20,345 |
-197 |
Lean Hogs(CME) |
Dec08 |
081208 |
57.650 |
57.800 |
56.850 |
56.985 |
-0.465 |
9,121 |
11,722 |
-2,977 |
Feb09 |
081208 |
64.135 |
66.475 |
64.050 |
64.135 |
-0.065 |
17,466 |
75,640 |
+1,317 |
Apr09 |
081208 |
69.850 |
72.285 |
69.580 |
69.930 |
+0.545 |
10,664 |
39,047 |
+530 |
May09 |
081208 |
75.800 |
76.500 |
75.350 |
76.450 |
+1.200 |
67 |
1,407 |
+10 |
Jun09 |
081208 |
78.500 |
80.000 |
78.330 |
78.975 |
+0.675 |
8,407 |
27,851 |
+2,481 |
Jul09 |
081208 |
77.950 |
78.785 |
77.600 |
78.100 |
+0.600 |
524 |
4,595 |
+53 |
Aug09 |
081208 |
75.430 |
76.500 |
74.850 |
75.500 |
+0.700 |
374 |
3,805 |
+127 |
Oct09 |
081208 |
68.500 |
69.350 |
68.500 |
69.200 |
+0.600 |
184 |
2,520 |
+102 |
Total Volume and Open Interest |
25,332 |
165,736 |
-1,206 |
Pork Bellies(CME) |
Feb09 |
081208 |
90.050 |
90.050 |
87.300 |
89.450 |
-0.850 |
157 |
738 |
+5 |
Mar09 |
081208 |
88.680 |
88.680 |
87.700 |
87.700 |
-1.000 |
5 |
120 |
+5 |
May09 |
081208 |
89.100 |
89.100 |
89.000 |
89.050 |
-0.100 |
12 |
140 |
+2 |
Jul09 |
081208 |
89.330 |
89.330 |
89.330 |
89.330 |
unch |
0 |
83 |
+0 |
Aug09 |
081208 |
90.000 |
90.000 |
90.000 |
90.000 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
123 |
1,070 |
-40 |
Class III Milk(CME) |
Dec08 |
081208 |
15.35 |
15.61 |
15.33 |
15.50 |
+0.17 |
130 |
5,159 |
+1 |
Jan09 |
081208 |
14.25 |
14.46 |
14.22 |
14.35 |
+0.22 |
230 |
3,854 |
-11 |
Feb09 |
081208 |
13.71 |
13.82 |
13.60 |
13.73 |
+0.10 |
159 |
3,596 |
-3 |
Mar09 |
081208 |
13.68 |
13.80 |
13.58 |
13.72 |
+0.12 |
231 |
3,030 |
+22 |
Apr09 |
081208 |
13.60 |
13.82 |
13.55 |
13.74 |
+0.19 |
148 |
2,552 |
+50 |
Total Volume and Open Interest |
1,603 |
34,307 |
-4,014 |
Cocoa(ICE) |
Dec08 |
081208 |
2312 |
2312 |
2289 |
2289 |
+75 |
5 |
25 |
+0 |
Mar09 |
081208 |
2190 |
2323 |
2186 |
2289 |
+148 |
4,461 |
62,234 |
+0 |
May09 |
081208 |
2201 |
2289 |
2175 |
2282 |
+147 |
819 |
21,568 |
+0 |
Jul09 |
081208 |
2183 |
2283 |
2183 |
2281 |
+149 |
378 |
9,902 |
+0 |
Sep09 |
081208 |
2252 |
2273 |
2234 |
2273 |
+151 |
166 |
5,439 |
+0 |
Dec09 |
081208 |
2230 |
2260 |
2215 |
2260 |
+150 |
279 |
8,582 |
+0 |
Mar10 |
081208 |
2249 |
2249 |
2249 |
2249 |
+151 |
0 |
2,432 |
+0 |
Total Volume and Open Interest |
6,129 |
112,002 |
+781 |
Coffee "C"(ICE) |
Dec08 |
081208 |
106.35 |
107.80 |
106.35 |
107.75 |
+6.15 |
61 |
121 |
+0 |
Mar09 |
081208 |
105.00 |
109.90 |
104.95 |
109.50 |
+6.30 |
14,709 |
75,153 |
+0 |
May09 |
081208 |
107.95 |
112.25 |
107.95 |
112.10 |
+6.30 |
2,376 |
23,647 |
+0 |
Jul09 |
081208 |
110.15 |
114.75 |
110.15 |
114.45 |
+6.15 |
1,169 |
6,492 |
+0 |
Sep09 |
081208 |
114.30 |
116.85 |
114.30 |
116.85 |
+6.20 |
119 |
4,608 |
+0 |
Dec09 |
081208 |
118.55 |
120.25 |
118.55 |
120.25 |
+6.20 |
188 |
3,356 |
+0 |
Total Volume and Open Interest |
18,647 |
115,054 |
+2,879 |
Orange Juice(ICE) |
Jan09 |
081208 |
73.40 |
77.00 |
71.25 |
73.75 |
+0.65 |
2,488 |
8,742 |
+0 |
Mar09 |
081208 |
76.20 |
78.80 |
74.65 |
75.60 |
+0.65 |
2,013 |
17,327 |
+0 |
May09 |
081208 |
78.75 |
82.00 |
78.75 |
79.70 |
+0.85 |
56 |
2,270 |
+0 |
Jul09 |
081208 |
83.75 |
84.50 |
83.00 |
83.95 |
+1.00 |
3 |
867 |
+0 |
Sep09 |
081208 |
88.30 |
88.30 |
88.30 |
88.30 |
+1.00 |
0 |
198 |
+0 |
Nov09 |
081208 |
92.30 |
92.30 |
92.30 |
92.30 |
+1.00 |
0 |
146 |
+0 |
Total Volume and Open Interest |
4,560 |
29,855 |
+97 |
Sugar #11(ICE) |
Mar09 |
081208 |
10.75 |
11.37 |
10.75 |
11.25 |
+0.68 |
43,084 |
265,606 |
+0 |
May09 |
081208 |
11.35 |
11.88 |
11.29 |
11.75 |
+0.64 |
15,303 |
107,587 |
+0 |
Jul09 |
081208 |
11.64 |
12.15 |
11.57 |
12.03 |
+0.65 |
7,495 |
112,827 |
+0 |
Oct09 |
081208 |
12.16 |
12.61 |
12.09 |
12.54 |
+0.62 |
2,127 |
70,490 |
+0 |
Mar10 |
081208 |
12.80 |
13.28 |
12.76 |
13.22 |
+0.62 |
1,771 |
49,064 |
+0 |
Total Volume and Open Interest |
70,569 |
659,805 |
+6,124 |
Sugar #14(ICE) |
Jan09 |
081208 |
19.00 |
19.45 |
18.70 |
18.86 |
-0.58 |
33 |
1,118 |
+0 |
Mar09 |
081208 |
19.90 |
20.00 |
19.50 |
19.98 |
unch |
43 |
2,718 |
+0 |
May09 |
081208 |
20.30 |
20.52 |
20.30 |
20.51 |
+0.01 |
45 |
2,100 |
+0 |
Jul09 |
081208 |
20.30 |
20.55 |
20.30 |
20.55 |
-0.13 |
0 |
1,753 |
+0 |
Sep09 |
081208 |
21.10 |
21.10 |
21.10 |
21.10 |
unch |
0 |
845 |
+0 |
Total Volume and Open Interest |
131 |
8,534 |
+1 |
London Cocoa(LCE) |
Dec08 |
081208 |
1603 |
1738 |
1598 |
1732 |
+97 |
1,735 |
11,197 |
-815 |
Mar09 |
081208 |
1490 |
1564 |
1490 |
1558 |
+68 |
5,494 |
62,162 |
-334 |
May09 |
081208 |
1494 |
1566 |
1494 |
1559 |
+65 |
1,215 |
32,363 |
-204 |
Jul09 |
081208 |
1511 |
1572 |
1510 |
1570 |
+67 |
766 |
30,746 |
+252 |
Sep09 |
081208 |
1560 |
1560 |
1560 |
1560 |
+67 |
0 |
11,537 |
+0 |
Dec09 |
081208 |
1522 |
1530 |
1522 |
1530 |
+72 |
69 |
8,997 |
+66 |
Mar10 |
081208 |
1525 |
1525 |
1525 |
1525 |
+67 |
0 |
769 |
+0 |
Total Volume and Open Interest |
20,379 |
158,818 |
-583 |
London Coffee(LCE) |
Jan09 |
081208 |
1800.00 |
1869.00 |
1800.00 |
1864.00 |
+76.00 |
4,251 |
62,835 |
+409 |
Total Volume and Open Interest |
6,659 |
62,426 |
-222 |
London Sugar(LCE) |
Mar09 |
081208 |
299.00 |
309.00 |
297.10 |
307.20 |
+12.40 |
4,649 |
26,116 |
+850 |
May09 |
081208 |
315.00 |
319.80 |
309.60 |
318.20 |
+11.50 |
867 |
10,369 |
+275 |
Aug09 |
081208 |
324.10 |
329.90 |
319.80 |
328.20 |
+11.00 |
354 |
7,567 |
+67 |
Oct09 |
081208 |
337.10 |
337.10 |
337.10 |
337.10 |
+11.90 |
130 |
3,249 |
+4 |
Dec09 |
081208 |
344.30 |
344.30 |
344.30 |
344.30 |
+11.10 |
7 |
872 |
-2 |
Total Volume and Open Interest |
2,979 |
47,295 |
+62 |
Cotton(ICE) |
Dec08 |
081208 |
42.19 |
42.19 |
42.19 |
42.19 |
+2.86 |
0 |
199 |
+0 |
Mar09 |
081208 |
41.99 |
44.37 |
41.99 |
44.34 |
+2.97 |
8,658 |
80,619 |
+0 |
May09 |
081208 |
42.12 |
44.24 |
42.00 |
44.18 |
+2.94 |
2,003 |
16,869 |
+0 |
Jul09 |
081208 |
43.12 |
45.00 |
43.11 |
44.89 |
+2.76 |
1,083 |
16,712 |
+0 |
Oct09 |
081208 |
47.89 |
47.89 |
47.89 |
47.89 |
+2.74 |
0 |
177 |
+0 |
Dec09 |
081208 |
48.33 |
48.84 |
47.70 |
48.78 |
+2.80 |
818 |
13,952 |
+0 |
Total Volume and Open Interest |
12,603 |
130,287 |
-973 |
Lumber(CME) |
Jan09 |
081208 |
179.5 |
183.0 |
177.6 |
179.6 |
+0.7 |
509 |
3,441 |
-254 |
Mar09 |
081208 |
191.1 |
196.4 |
189.3 |
191.4 |
+1.7 |
386 |
3,399 |
-202 |
May09 |
081208 |
206.0 |
207.2 |
204.4 |
205.1 |
+0.6 |
44 |
662 |
+21 |
Jul09 |
081208 |
212.0 |
215.6 |
212.0 |
213.2 |
+1.7 |
209 |
339 |
+9 |
Total Volume and Open Interest |
2,519 |
8,370 |
-289 |
Crude Oil(NYM) |
Jan09 |
081208 |
41.64 |
44.70 |
41.55 |
43.71 |
+2.90 |
327,140 |
268,114 |
-35,673 |
Feb09 |
081208 |
43.69 |
47.00 |
43.69 |
46.36 |
+3.43 |
157,572 |
139,197 |
+29,585 |
Mar09 |
081208 |
45.93 |
49.24 |
45.77 |
48.62 |
+3.86 |
60,708 |
81,164 |
+6,432 |
Apr09 |
081208 |
47.32 |
50.69 |
47.32 |
50.29 |
+4.02 |
24,543 |
46,176 |
+1,510 |
May09 |
081208 |
49.04 |
51.95 |
49.04 |
51.64 |
+4.03 |
16,979 |
29,739 |
-1,125 |
Jun09 |
081208 |
51.22 |
53.17 |
50.00 |
52.78 |
+3.94 |
26,188 |
117,345 |
+2,070 |
Jul09 |
081208 |
51.18 |
53.94 |
51.18 |
53.76 |
+3.84 |
4,765 |
25,421 |
-336 |
Aug09 |
081208 |
53.83 |
54.63 |
53.83 |
54.63 |
+3.71 |
2,951 |
25,417 |
-349 |
Sep09 |
081208 |
53.18 |
55.48 |
53.18 |
55.48 |
+3.59 |
3,788 |
20,420 |
-77 |
Oct09 |
081208 |
56.32 |
56.32 |
56.32 |
56.32 |
+3.50 |
1,871 |
17,858 |
+227 |
Nov09 |
081208 |
56.01 |
57.15 |
56.01 |
57.15 |
+3.41 |
1,411 |
16,254 |
-2 |
Dec09 |
081208 |
55.60 |
58.04 |
55.50 |
57.98 |
+3.33 |
24,101 |
103,895 |
-168 |
Jan10 |
081208 |
57.92 |
58.78 |
57.48 |
58.78 |
+3.27 |
2,733 |
18,190 |
+741 |
Feb10 |
081208 |
58.83 |
59.57 |
58.20 |
59.57 |
+3.19 |
2,883 |
9,127 |
+989 |
Mar10 |
081208 |
60.36 |
60.36 |
60.36 |
60.36 |
+3.12 |
369 |
12,277 |
+149 |
Apr10 |
081208 |
61.10 |
61.10 |
61.10 |
61.10 |
+3.05 |
236 |
3,110 |
+0 |
Total Volume and Open Interest |
474,414 |
1,190,912 |
+17,724 |
e-miNY Crude Oil(NYM) |
Dec08 |
081119 |
54.500 |
55.325 |
53.300 |
53.625 |
-0.775 |
10,324 |
7,850 |
-701 |
Jan09 |
081208 |
41.725 |
44.650 |
41.500 |
43.700 |
+2.900 |
17,484 |
8,352 |
+638 |
Feb09 |
081208 |
43.550 |
47.000 |
43.550 |
46.350 |
+3.425 |
1,535 |
639 |
+142 |
Mar09 |
081208 |
45.725 |
49.000 |
45.725 |
48.625 |
+3.875 |
177 |
508 |
+129 |
Apr09 |
081208 |
50.300 |
50.300 |
50.300 |
50.300 |
+4.025 |
25 |
114 |
+14 |
May09 |
081208 |
51.650 |
51.650 |
51.650 |
51.650 |
+4.050 |
1 |
31 |
+1 |
Jun09 |
081208 |
52.775 |
52.775 |
52.775 |
52.775 |
+3.925 |
3 |
11 |
+3 |
Jul09 |
081208 |
53.750 |
53.750 |
53.750 |
53.750 |
+3.825 |
0 |
1 |
+0 |
Aug09 |
081208 |
54.625 |
54.625 |
54.625 |
54.625 |
+3.700 |
0 |
1 |
+0 |
Sep09 |
081208 |
55.475 |
55.475 |
55.475 |
55.475 |
+3.575 |
0 |
1 |
+0 |
Total Volume and Open Interest |
17,562 |
8,805 |
-320 |
Heating Oil(NYM) |
Jan09 |
081208 |
145.00 |
151.21 |
144.50 |
149.04 |
+6.39 |
40,432 |
55,465 |
-6,739 |
Feb09 |
081208 |
150.99 |
154.53 |
148.59 |
152.16 |
+6.38 |
18,210 |
27,503 |
+2,711 |
Mar09 |
081208 |
151.50 |
156.83 |
151.50 |
155.41 |
+6.78 |
11,478 |
23,938 |
+1,461 |
Apr09 |
081208 |
157.95 |
158.44 |
155.50 |
157.46 |
+7.08 |
5,024 |
14,105 |
+873 |
May09 |
081208 |
157.50 |
160.26 |
157.07 |
159.46 |
+7.33 |
2,616 |
13,334 |
-217 |
Jun09 |
081208 |
159.75 |
162.14 |
158.96 |
161.46 |
+7.38 |
2,348 |
20,925 |
+373 |
Jul09 |
081208 |
162.20 |
164.00 |
161.55 |
163.66 |
+7.33 |
345 |
8,614 |
-33 |
Aug09 |
081208 |
163.45 |
166.20 |
163.45 |
166.06 |
+7.03 |
318 |
4,127 |
-3 |
Sep09 |
081208 |
167.26 |
170.00 |
166.33 |
169.21 |
+6.88 |
285 |
8,014 |
+34 |
Oct09 |
081208 |
171.90 |
172.90 |
170.18 |
172.46 |
+6.78 |
214 |
2,949 |
+19 |
Nov09 |
081208 |
174.00 |
176.39 |
173.20 |
175.66 |
+6.68 |
237 |
2,127 |
+15 |
Dec09 |
081208 |
178.00 |
179.00 |
176.15 |
178.36 |
+6.53 |
1,914 |
11,735 |
-271 |
Total Volume and Open Interest |
71,717 |
221,878 |
-840 |
Gasoline(NYMEX) |
Jan09 |
081208 |
92.50 |
98.55 |
92.38 |
96.18 |
+6.06 |
29,243 |
78,531 |
+858 |
Feb09 |
081208 |
98.15 |
103.52 |
98.00 |
101.78 |
+6.96 |
12,695 |
25,309 |
+1,057 |
Mar09 |
081208 |
105.55 |
107.97 |
105.02 |
107.03 |
+7.31 |
4,358 |
16,532 |
-3 |
Apr09 |
081208 |
119.00 |
124.08 |
118.95 |
123.23 |
+7.56 |
2,663 |
14,651 |
-175 |
May09 |
081208 |
122.82 |
126.27 |
122.82 |
126.13 |
+7.56 |
2,480 |
8,652 |
+159 |
Jun09 |
081208 |
127.56 |
129.90 |
126.56 |
128.93 |
+7.51 |
3,301 |
8,505 |
+494 |
Jul09 |
081208 |
129.00 |
130.98 |
129.00 |
130.98 |
+7.46 |
1,113 |
6,774 |
+299 |
Aug09 |
081208 |
131.20 |
132.58 |
131.01 |
132.58 |
+7.26 |
1,171 |
3,762 |
+344 |
Sep09 |
081208 |
132.50 |
133.63 |
132.50 |
133.63 |
+7.11 |
536 |
3,099 |
-10 |
Oct09 |
081208 |
124.83 |
124.83 |
124.83 |
124.83 |
+6.91 |
549 |
3,207 |
-35 |
Total Volume and Open Interest |
59,316 |
184,080 |
+3,370 |
e-miNY RBOB Gasoline(NYM) |
Jan09 |
081208 |
96.18 |
96.18 |
96.18 |
96.18 |
+6.06 |
0 |
2 |
+0 |
Feb09 |
081208 |
101.78 |
101.78 |
101.78 |
101.78 |
+6.96 |
|
|
|
Mar09 |
081208 |
107.03 |
107.03 |
107.03 |
107.03 |
+7.31 |
|
|
|
Apr09 |
081208 |
123.23 |
123.23 |
123.23 |
123.23 |
+7.56 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Jan09 |
081208 |
5.708 |
5.738 |
5.484 |
5.566 |
-0.176 |
66,519 |
112,794 |
-10,681 |
Feb09 |
081208 |
5.708 |
5.755 |
5.524 |
5.612 |
-0.155 |
20,873 |
46,153 |
+1,185 |
Mar09 |
081208 |
5.650 |
5.752 |
5.537 |
5.630 |
-0.137 |
23,381 |
79,081 |
+81 |
Apr09 |
081208 |
5.750 |
5.804 |
5.612 |
5.695 |
-0.112 |
16,131 |
58,450 |
+2,457 |
May09 |
081208 |
5.750 |
5.888 |
5.700 |
5.778 |
-0.107 |
3,866 |
35,945 |
+567 |
Jun09 |
081208 |
5.910 |
6.001 |
5.811 |
5.890 |
-0.105 |
1,498 |
24,106 |
+280 |
Jul09 |
081208 |
6.000 |
6.110 |
5.950 |
6.015 |
-0.105 |
1,120 |
21,593 |
+333 |
Aug09 |
081208 |
6.139 |
6.225 |
6.070 |
6.125 |
-0.100 |
820 |
20,575 |
+113 |
Sep09 |
081208 |
6.206 |
6.285 |
6.115 |
6.181 |
-0.099 |
665 |
16,937 |
+113 |
Oct09 |
081208 |
6.215 |
6.390 |
6.215 |
6.296 |
-0.096 |
3,122 |
33,676 |
+20 |
Nov09 |
081208 |
6.738 |
6.817 |
6.680 |
6.736 |
-0.076 |
1,125 |
16,759 |
-304 |
Dec09 |
081208 |
7.200 |
7.283 |
7.090 |
7.191 |
-0.066 |
1,082 |
26,964 |
+161 |
Jan10 |
081208 |
7.500 |
7.545 |
7.369 |
7.456 |
-0.066 |
1,798 |
20,002 |
-335 |
Feb10 |
081208 |
7.500 |
7.509 |
7.410 |
7.466 |
-0.066 |
233 |
8,288 |
-41 |
Mar10 |
081208 |
7.318 |
7.360 |
7.250 |
7.296 |
-0.066 |
876 |
17,736 |
+187 |
Apr10 |
081208 |
6.863 |
6.885 |
6.762 |
6.806 |
-0.066 |
1,197 |
15,108 |
+378 |
Total Volume and Open Interest |
146,390 |
713,885 |
+1,407 |
Brent Crude Oil(ICE) |
Jan09 |
081208 |
40.48 |
44.25 |
40.48 |
43.42 |
+3.68 |
96,545 |
62,179 |
-12,489 |
Feb09 |
081208 |
43.17 |
46.49 |
43.17 |
45.82 |
+3.70 |
75,468 |
147,508 |
-11,171 |
Mar09 |
081208 |
45.92 |
48.50 |
45.55 |
48.09 |
+3.77 |
44,850 |
64,783 |
+4,336 |
Apr09 |
081208 |
48.27 |
50.42 |
47.51 |
50.01 |
+3.77 |
16,925 |
22,901 |
+1,230 |
May09 |
081208 |
49.96 |
52.03 |
49.31 |
51.61 |
+3.67 |
10,481 |
16,961 |
-73 |
Jun09 |
081208 |
51.45 |
53.36 |
50.65 |
52.96 |
+3.51 |
13,971 |
40,161 |
-89 |
Jul09 |
081208 |
52.85 |
54.17 |
52.57 |
54.17 |
+3.31 |
3,439 |
15,375 |
-21 |
Aug09 |
081208 |
54.08 |
55.24 |
53.41 |
55.24 |
+3.12 |
2,172 |
12,374 |
+328 |
Sep09 |
081208 |
54.74 |
56.23 |
54.48 |
56.23 |
+2.99 |
1,895 |
13,980 |
+376 |
Oct09 |
081208 |
57.78 |
57.78 |
57.11 |
57.11 |
+2.93 |
1,186 |
8,285 |
+464 |
Nov09 |
081208 |
57.93 |
57.93 |
57.93 |
57.93 |
+2.90 |
0 |
10,608 |
-19 |
Dec09 |
081208 |
58.52 |
59.00 |
56.87 |
58.73 |
+2.87 |
10,464 |
53,650 |
-25 |
Jan10 |
081208 |
59.59 |
59.59 |
59.59 |
59.59 |
+2.79 |
0 |
9,203 |
-28 |
Feb10 |
081208 |
60.42 |
60.42 |
60.42 |
60.42 |
+2.71 |
0 |
5,406 |
+0 |
Total Volume and Open Interest |
237,147 |
532,121 |
-53,691 |
Gas Oil(ICE) |
Dec08 |
081208 |
449.75 |
459.50 |
440.75 |
445.75 |
+8.75 |
31,552 |
0 |
-37,308 |
Jan09 |
081208 |
460.00 |
469.75 |
450.75 |
457.00 |
+9.50 |
52,113 |
0 |
-80,310 |
Feb09 |
081208 |
474.75 |
481.00 |
462.50 |
469.00 |
+9.75 |
18,466 |
0 |
-35,128 |
Mar09 |
081208 |
484.00 |
490.75 |
473.25 |
480.50 |
+10.00 |
9,251 |
0 |
-17,889 |
Apr09 |
081208 |
492.00 |
500.25 |
486.50 |
491.00 |
+9.50 |
6,109 |
0 |
-17,584 |
May09 |
081208 |
505.50 |
510.75 |
497.25 |
502.00 |
+9.25 |
6,651 |
0 |
-17,583 |
Jun09 |
081208 |
515.50 |
522.00 |
504.50 |
512.50 |
+9.00 |
8,031 |
0 |
-36,552 |
Jul09 |
081208 |
515.25 |
531.25 |
515.25 |
523.25 |
+8.50 |
1,818 |
0 |
-11,486 |
Aug09 |
081208 |
533.00 |
541.00 |
532.75 |
533.25 |
+7.75 |
922 |
0 |
-9,685 |
Sep09 |
081208 |
544.50 |
550.25 |
542.00 |
542.25 |
+7.50 |
779 |
0 |
-9,869 |
Total Volume and Open Interest |
143,672 |
342,759 |
-27,733 |
Ethanol(CBOT) |
Dec08 |
081203 |
1.590 |
1.650 |
1.550 |
1.570 |
unch |
17 |
84 |
-15 |
Jan09 |
081208 |
1.455 |
1.470 |
1.455 |
1.468 |
+0.070 |
17 |
423 |
-11 |
Feb09 |
081208 |
1.451 |
1.455 |
1.451 |
1.455 |
+0.063 |
8 |
223 |
+3 |
Mar09 |
081208 |
1.470 |
1.470 |
1.470 |
1.470 |
+0.069 |
5 |
289 |
+4 |
Apr09 |
081208 |
1.490 |
1.490 |
1.490 |
1.490 |
+0.072 |
11 |
344 |
+0 |
May09 |
081208 |
1.510 |
1.510 |
1.510 |
1.510 |
+0.064 |
10 |
184 |
+2 |
Jun09 |
081208 |
1.527 |
1.527 |
1.520 |
1.520 |
+0.070 |
1 |
182 |
-1 |
Jul09 |
081208 |
1.550 |
1.550 |
1.540 |
1.540 |
+0.067 |
12 |
187 |
+11 |
Total Volume and Open Interest |
564 |
2,849 |
-184 |
US Dollar Index(ICE) |
Dec08 |
081208 |
87.045 |
87.045 |
85.555 |
85.600 |
-1.590 |
4,211 |
36,397 |
+0 |
Mar09 |
081208 |
87.900 |
88.030 |
86.380 |
86.450 |
-1.695 |
953 |
2,992 |
+0 |
Jun09 |
081208 |
88.000 |
88.000 |
86.885 |
86.920 |
-1.625 |
0 |
135 |
+0 |
Total Volume and Open Interest |
5,152 |
39,524 |
+311 |
Australian Dollar(CME) |
Dec08 |
081208 |
64.76 |
66.90 |
64.41 |
66.71 |
+2.30 |
255 |
60,728 |
-1,803 |
Mar09 |
081208 |
64.04 |
66.48 |
64.04 |
66.34 |
+2.30 |
252 |
7,637 |
+464 |
Jun09 |
081208 |
66.16 |
66.16 |
63.86 |
66.16 |
+2.30 |
0 |
54 |
+0 |
Total Volume and Open Interest |
27,617 |
69,934 |
-507 |
British Pound(CME) |
Dec08 |
081208 |
147.37 |
150.46 |
146.91 |
149.40 |
+2.35 |
0 |
100,858 |
-2,399 |
Mar09 |
081208 |
147.08 |
150.31 |
146.80 |
149.32 |
+2.36 |
3 |
12,043 |
+1,513 |
Jun09 |
081208 |
148.20 |
150.19 |
147.17 |
149.47 |
+2.30 |
0 |
1,176 |
+0 |
Total Volume and Open Interest |
75,078 |
114,985 |
-1,224 |
Canadian Dollar(CME) |
Dec08 |
081208 |
78.74 |
80.33 |
78.14 |
79.80 |
+1.66 |
122 |
78,935 |
-907 |
Mar09 |
081208 |
78.78 |
80.43 |
78.43 |
79.90 |
+1.67 |
0 |
7,810 |
+989 |
Jun09 |
081208 |
79.80 |
80.56 |
78.43 |
80.09 |
+1.66 |
101 |
1,571 |
-147 |
Sep09 |
081208 |
80.10 |
80.72 |
78.67 |
80.36 |
+1.69 |
0 |
1,335 |
-7 |
Total Volume and Open Interest |
37,479 |
90,371 |
+1,659 |
Japanese Yen(CME) |
Dec08 |
081208 |
107.80 |
108.03 |
106.47 |
107.55 |
+0.06 |
11 |
111,180 |
-11,409 |
Mar09 |
081208 |
108.10 |
108.35 |
106.83 |
107.89 |
+0.06 |
11 |
16,804 |
+3,841 |
Jun09 |
081208 |
107.62 |
108.64 |
107.44 |
108.27 |
+0.06 |
0 |
3,662 |
+0 |
Total Volume and Open Interest |
93,570 |
139,235 |
-626 |
Swiss Franc(CME) |
Dec08 |
081208 |
82.07 |
83.21 |
81.80 |
83.09 |
+1.28 |
34 |
37,225 |
+24 |
Mar09 |
081208 |
82.34 |
83.56 |
82.21 |
83.45 |
+1.26 |
22 |
4,069 |
+1,547 |
Jun09 |
081208 |
83.46 |
83.80 |
82.56 |
83.80 |
+1.24 |
0 |
299 |
+0 |
Total Volume and Open Interest |
38,538 |
40,031 |
-2,955 |
EuroFX(CME) |
Dec08 |
081208 |
127.20 |
129.74 |
127.09 |
129.50 |
+2.62 |
292 |
128,245 |
-7,638 |
Mar09 |
081208 |
127.04 |
129.43 |
127.01 |
129.28 |
+2.57 |
162 |
37,719 |
+1,176 |
Jun09 |
081208 |
128.79 |
129.24 |
126.73 |
129.24 |
+2.51 |
0 |
529 |
+0 |
Total Volume and Open Interest |
226,650 |
174,071 |
+5,850 |
Mexican Peso(CME) |
Dec08 |
081208 |
734.5 |
749.0 |
734.2 |
743.5 |
+9.0 |
222 |
36,700 |
-1,623 |
Jan09 |
081208 |
738.8 |
738.8 |
729.8 |
738.8 |
+9.0 |
|
|
|
Total Volume and Open Interest |
8,368 |
41,010 |
-133 |
30-Year T-Bonds(CBOT) |
Dec08 |
081208 |
134~015 |
135~150 |
133~120 |
134~225 |
+0~030 |
23,601 |
26,282 |
-12,923 |
Mar09 |
081208 |
132~220 |
134~075 |
132~015 |
133~150 |
+0~015 |
250,236 |
726,124 |
+16,178 |
Jun09 |
081208 |
131~175 |
132~200 |
131~040 |
132~095 |
+0~015 |
34 |
289 |
+3 |
Total Volume and Open Interest |
227,983 |
749,457 |
+9,908 |
10-Year T-Notes(CBOT) |
Dec08 |
081208 |
125~155 |
125~245 |
122~185 |
125~105 |
-0~095 |
30,609 |
63,681 |
-2,918 |
Mar09 |
081208 |
122~270 |
123~090 |
121~285 |
122~245 |
-0~090 |
571,725 |
1,024,943 |
-5,685 |
Jun09 |
081208 |
121~210 |
121~315 |
121~210 |
121~210 |
-0~105 |
|
|
|
Total Volume and Open Interest |
523,290 |
1,097,227 |
-16,864 |
5-Year T-Notes(CBOT) |
Dec08 |
081208 |
121~050 |
121~050 |
120~000 |
120~068 |
-0~036 |
19,244 |
0 |
+0 |
Mar09 |
081208 |
117~111 |
117~111 |
116~125 |
117~076 |
-0~036 |
287,430 |
0 |
+0 |
Jun09 |
081208 |
117~051 |
117~088 |
117~051 |
117~051 |
-0~037 |
|
|
|
Total Volume and Open Interest |
271,259 |
1,047,364 |
-2,747 |
2 Year T-Notes(CBOT) |
Dec08 |
081208 |
109~008 |
109~124 |
109~000 |
109~028 |
unch |
250 |
22,227 |
-5,442 |
Mar09 |
081208 |
108~023 |
108~023 |
107~090 |
108~010 |
-0~015 |
576 |
456,185 |
-7,784 |
Jun09 |
081208 |
108~010 |
108~026 |
108~010 |
108~010 |
-0~015 |
|
|
|
Total Volume and Open Interest |
185,394 |
491,638 |
+3,267 |
Eurodollars(CME) |
Dec08 |
081208 |
97.863 |
97.900 |
97.825 |
97.882 |
+0.025 |
12,393 |
1,547,364 |
-4,575 |
Mar09 |
081208 |
98.030 |
98.135 |
97.965 |
98.110 |
+0.070 |
13,293 |
1,295,327 |
+4,060 |
Jun09 |
081208 |
98.035 |
98.155 |
97.955 |
98.125 |
+0.080 |
8,293 |
960,387 |
+2,830 |
Sep09 |
081208 |
97.995 |
98.095 |
97.875 |
98.045 |
+0.050 |
5,982 |
862,440 |
-18,058 |
Dec09 |
081208 |
97.870 |
97.950 |
97.740 |
97.880 |
+0.005 |
5,871 |
782,624 |
-10,223 |
Mar10 |
081208 |
97.850 |
97.905 |
97.710 |
97.815 |
-0.040 |
3,064 |
598,354 |
-1,238 |
Jun10 |
081208 |
97.730 |
97.775 |
97.590 |
97.675 |
-0.075 |
2,259 |
370,649 |
-6,340 |
Sep10 |
081208 |
97.640 |
97.640 |
97.445 |
97.535 |
-0.100 |
3,013 |
340,570 |
-2,316 |
Dec10 |
081208 |
97.440 |
97.440 |
97.245 |
97.345 |
-0.100 |
711 |
267,144 |
+2,074 |
Mar11 |
081208 |
97.330 |
97.330 |
97.130 |
97.235 |
-0.100 |
994 |
190,627 |
-18 |
Jun11 |
081208 |
97.105 |
97.155 |
96.950 |
97.060 |
-0.095 |
2,700 |
197,332 |
-1,067 |
Sep11 |
081208 |
96.840 |
97.015 |
96.810 |
96.925 |
-0.095 |
1,976 |
133,934 |
+953 |
Dec11 |
081208 |
96.725 |
96.905 |
96.690 |
96.815 |
-0.080 |
1,318 |
95,477 |
+1,043 |
Mar12 |
081208 |
96.730 |
96.915 |
96.710 |
96.835 |
-0.080 |
999 |
91,381 |
+849 |
Jun12 |
081208 |
96.675 |
96.875 |
96.675 |
96.795 |
-0.080 |
820 |
65,476 |
+646 |
Sep12 |
081208 |
96.670 |
96.840 |
96.640 |
96.765 |
-0.080 |
1,079 |
58,647 |
+1,679 |
Dec12 |
081208 |
96.740 |
96.765 |
96.665 |
96.695 |
-0.080 |
2,353 |
49,238 |
-1,071 |
Mar13 |
081208 |
96.700 |
96.770 |
96.625 |
96.700 |
-0.080 |
1,333 |
49,822 |
+187 |
Total Volume and Open Interest |
1,704,082 |
8,182,661 |
-39,692 |
30 Day Federal Funds(CBOT) |
Dec08 |
081208 |
99.780 |
99.780 |
99.728 |
99.757 |
+0.030 |
0 |
69,790 |
+2,161 |
Jan09 |
081208 |
99.690 |
99.750 |
99.670 |
99.695 |
unch |
0 |
62,003 |
+221 |
Feb09 |
081208 |
99.685 |
99.725 |
99.655 |
99.660 |
-0.010 |
53 |
66,318 |
-779 |
Mar09 |
081208 |
99.630 |
99.670 |
99.595 |
99.605 |
-0.015 |
53 |
41,129 |
-931 |
Apr09 |
081208 |
99.555 |
99.560 |
99.525 |
99.535 |
-0.015 |
125 |
39,816 |
+1,893 |
May09 |
081208 |
99.470 |
99.490 |
99.450 |
99.460 |
-0.015 |
14 |
42,930 |
+658 |
Total Volume and Open Interest |
45,588 |
395,973 |
+5,469 |
30 Day Fed Funds(e-CBOT) |
Dec08 |
081208 |
99.780 |
99.780 |
99.735 |
99.757 |
+0.030 |
7,187 |
69,790 |
+2,161 |
Jan09 |
081208 |
99.690 |
99.750 |
99.670 |
99.695 |
-0.015 |
5,207 |
62,003 |
+221 |
Feb09 |
081208 |
99.685 |
99.725 |
99.655 |
99.660 |
-0.030 |
6,699 |
66,318 |
-779 |
Mar09 |
081208 |
99.630 |
99.670 |
99.595 |
99.605 |
-0.030 |
7,034 |
41,129 |
-931 |
Apr09 |
081208 |
99.555 |
99.560 |
99.525 |
99.535 |
-0.020 |
8,030 |
39,816 |
+1,893 |
May09 |
081208 |
99.470 |
99.490 |
99.450 |
99.460 |
-0.020 |
6,782 |
42,930 |
+658 |
Total Volume and Open Interest |
52,745 |
403,755 |
+8,194 |
3-Mth Euro-Yen(CME) |
Dec08 |
081208 |
99.12 |
99.12 |
99.12 |
99.12 |
unch |
0 |
4,099 |
+0 |
Mar09 |
081208 |
99.25 |
99.25 |
99.25 |
99.25 |
unch |
0 |
4,968 |
+0 |
Jun09 |
081208 |
99.29 |
99.29 |
99.29 |
99.29 |
unch |
0 |
1,080 |
+0 |
Sep09 |
081208 |
99.33 |
99.33 |
99.33 |
99.33 |
unch |
0 |
480 |
+0 |
Dec09 |
081208 |
99.32 |
99.32 |
99.32 |
99.32 |
unch |
0 |
100 |
+0 |
Mar10 |
081208 |
99.21 |
99.21 |
99.21 |
99.21 |
unch |
|
|
|
Jun10 |
081208 |
99.15 |
99.15 |
99.15 |
99.15 |
unch |
|
|
|
Sep10 |
081208 |
99.12 |
99.12 |
99.12 |
99.12 |
unch |
|
|
|
Dec10 |
081208 |
99.14 |
99.14 |
99.14 |
99.14 |
unch |
|
|
|
Mar11 |
081208 |
99.05 |
99.05 |
99.05 |
99.05 |
-0.01 |
|
|
|
Total Volume and Open Interest |
0 |
10,727 |
+0 |
3-Mth Euro-Yen(SGX) |
Dec08 |
081208 |
99.11 |
99.11 |
99.11 |
99.11 |
0.00 |
309 |
20,809 |
+74 |
Mar09 |
081208 |
99.23 |
99.25 |
99.19 |
99.25 |
0.00 |
464 |
12,382 |
-946 |
Jun09 |
081208 |
99.25 |
99.29 |
99.25 |
99.29 |
0.00 |
201 |
7,277 |
+194 |
Sep09 |
081208 |
99.32 |
99.32 |
99.32 |
99.32 |
0.00 |
1 |
3,184 |
+0 |
Dec09 |
081208 |
99.31 |
99.31 |
99.31 |
99.31 |
-0.01 |
200 |
1,202 |
+200 |
Mar10 |
081208 |
99.20 |
99.20 |
99.20 |
99.20 |
-0.01 |
0 |
880 |
+0 |
Jun10 |
081208 |
99.14 |
99.14 |
99.14 |
99.14 |
0.00 |
0 |
513 |
+0 |
Sep10 |
081208 |
99.11 |
99.11 |
99.11 |
99.11 |
-0.01 |
0 |
252 |
+0 |
Total Volume and Open Interest |
1,175 |
48,621 |
+1,525 |
Japanese Gov't Bonds(SGX) |
Dec08 |
081204 |
139.47 |
139.55 |
138.90 |
139.45 |
+0.06 |
139 |
967 |
+364 |
Mar09 |
081208 |
138.65 |
139.98 |
138.65 |
139.39 |
+0.49 |
3,521 |
1,506 |
+56 |
Jun09 |
081208 |
139.39 |
139.39 |
139.39 |
139.39 |
+0.49 |
|
|
|
Total Volume and Open Interest |
8,088 |
13,664 |
+91 |
Euro-Bund(EUREX) |
Dec08 |
081203 |
123.45 |
124.49 |
123.15 |
123.93 |
+0.46 |
613,504 |
795,598 |
-71,950 |
Mar09 |
081203 |
123.94 |
124.94 |
123.57 |
124.40 |
+0.46 |
131,297 |
181,258 |
+61,936 |
Jun09 |
081203 |
123.69 |
123.69 |
123.00 |
123.65 |
-0.17 |
0 |
5 |
+0 |
Total Volume and Open Interest |
744,801 |
976,861 |
-10,014 |
Euro-Bobl(EUREX) |
Dec08 |
081208 |
114.59 |
114.60 |
113.94 |
114.04 |
-0.84 |
816,737 |
246,963 |
-190,845 |
Mar09 |
081208 |
114.92 |
115.04 |
114.06 |
114.38 |
-0.64 |
411,591 |
672,517 |
+221,997 |
Jun09 |
081208 |
114.63 |
114.63 |
114.63 |
114.63 |
-0.97 |
|
|
|
Total Volume and Open Interest |
1,228,328 |
919,480 |
+31,152 |
3-Mth Euribor(EUREX) |
Dec08 |
081127 |
96.480 |
96.510 |
96.480 |
96.495 |
+0.230 |
463 |
20,241 |
+2,157 |
Mar09 |
081203 |
97.365 |
97.455 |
97.360 |
97.450 |
+0.075 |
926 |
5,851 |
+266 |
Jun09 |
081203 |
97.650 |
97.715 |
97.600 |
97.715 |
+0.075 |
399 |
3,149 |
+83 |
Total Volume and Open Interest |
3,106 |
41,476 |
+1,072 |
Long Gilt(LIFFE) |
Dec08 |
081208 |
119~24 |
119~28 |
119~01 |
119~03 |
-1~16 |
1,209 |
44,336 |
-575 |
Mar09 |
081208 |
118~30 |
119~03 |
118~05 |
118~08 |
-1~15 |
75,656 |
315,047 |
+98 |
Total Volume and Open Interest |
117,754 |
359,860 |
-573 |
3-Mth Short Sterling(LIFFE) |
Dec08 |
081208 |
96.81 |
96.86 |
96.79 |
96.83 |
+0.02 |
29,053 |
425,547 |
-9,556 |
Mar09 |
081208 |
97.61 |
97.70 |
97.56 |
97.61 |
-0.04 |
39,815 |
431,435 |
-7,976 |
Jun09 |
081208 |
97.74 |
97.86 |
97.65 |
97.78 |
-0.02 |
32,781 |
292,207 |
-4,762 |
Sep09 |
081208 |
97.61 |
97.77 |
97.54 |
97.69 |
-0.01 |
31,240 |
216,544 |
+2,866 |
Dec09 |
081208 |
97.35 |
97.50 |
97.31 |
97.43 |
-0.02 |
38,532 |
254,309 |
-2,664 |
Mar10 |
081208 |
97.20 |
97.30 |
97.13 |
97.22 |
-0.06 |
22,245 |
152,202 |
+3,057 |
Total Volume and Open Interest |
467,860 |
2,043,347 |
+9,513 |
3-Mth Euribor(LIFFE) |
Dec08 |
081208 |
96.535 |
96.640 |
96.515 |
96.625 |
+0.065 |
256,258 |
751,830 |
+4,180 |
Mar09 |
081208 |
97.315 |
97.320 |
97.175 |
97.250 |
-0.115 |
206,572 |
591,729 |
+12,507 |
Jun09 |
081208 |
97.550 |
97.555 |
97.390 |
97.445 |
-0.165 |
139,899 |
504,290 |
-5,336 |
Total Volume and Open Interest |
1,109,772 |
3,509,042 |
-12,346 |
3-Mth Aus T-Bills(SFE) |
Dec08 |
081208 |
95.37 |
95.42 |
95.33 |
95.35 |
-0.02 |
14,499 |
115,785 |
-225,408 |
Mar09 |
081208 |
96.80 |
96.83 |
96.71 |
96.75 |
-0.05 |
8,338 |
226,086 |
-883 |
Jun09 |
081208 |
96.91 |
96.95 |
96.87 |
96.91 |
-0.01 |
3,569 |
131,824 |
+860 |
Sep09 |
081208 |
96.73 |
96.76 |
96.67 |
96.71 |
-0.02 |
5,306 |
91,999 |
-224 |
Dec09 |
081208 |
96.34 |
96.38 |
96.30 |
96.31 |
-0.03 |
1,385 |
56,051 |
+277 |
Mar10 |
081208 |
95.90 |
95.90 |
95.81 |
95.81 |
-0.04 |
1,686 |
37,329 |
+720 |
Jun10 |
081208 |
95.38 |
95.43 |
95.34 |
95.36 |
-0.05 |
175 |
30,673 |
-440 |
Sep10 |
081208 |
95.08 |
95.08 |
94.95 |
94.98 |
-0.05 |
139 |
19,727 |
+378 |
Dec10 |
081208 |
94.80 |
94.80 |
94.69 |
94.71 |
-0.01 |
132 |
5,867 |
+241 |
Mar11 |
081208 |
94.53 |
94.53 |
94.53 |
94.53 |
-0.01 |
0 |
795 |
+0 |
Total Volume and Open Interest |
42,814 |
716,983 |
-224,479 |
10-Year Aus T-Bonds(SFE) |
Dec08 |
081208 |
95.71 |
95.73 |
95.64 |
95.71 |
-0.01 |
9,032 |
256,916 |
-78,374 |
Mar09 |
081208 |
95.70 |
95.78 |
95.63 |
95.69 |
-0.01 |
1,046 |
5,569 |
+1,079 |
Total Volume and Open Interest |
13,991 |
262,485 |
-77,295 |
3-Year Aus T-Bonds(SFE) |
Dec08 |
081208 |
96.40 |
96.47 |
96.36 |
96.43 |
-0.03 |
22,647 |
369,236 |
-213,018 |
Mar09 |
081208 |
96.24 |
96.29 |
96.24 |
96.28 |
-0.03 |
4,961 |
16,309 |
+3,263 |
Total Volume and Open Interest |
33,247 |
385,545 |
-209,755 |
Gold(CMX) |
Dec08 |
081208 |
755.0 |
780.2 |
754.2 |
767.4 |
+16.9 |
888 |
1,157 |
-400 |
Feb09 |
081208 |
755.2 |
782.8 |
754.1 |
769.3 |
+17.1 |
104,915 |
157,728 |
-1,222 |
Apr09 |
081208 |
758.1 |
782.8 |
758.1 |
771.1 |
+17.4 |
878 |
25,136 |
+265 |
Jun09 |
081208 |
760.7 |
784.0 |
760.7 |
772.9 |
+17.7 |
4,251 |
28,520 |
+713 |
Aug09 |
081208 |
780.0 |
780.0 |
774.7 |
774.7 |
+17.9 |
135 |
10,960 |
+27 |
Oct09 |
081208 |
776.8 |
776.8 |
776.8 |
776.8 |
+18.1 |
50 |
2,939 |
+0 |
Dec09 |
081208 |
777.9 |
785.5 |
777.6 |
779.0 |
+18.2 |
629 |
14,019 |
+249 |
Feb10 |
081208 |
781.2 |
781.2 |
781.2 |
781.2 |
+18.4 |
2 |
697 |
+1 |
Apr10 |
081208 |
783.4 |
783.4 |
783.4 |
783.4 |
+18.6 |
1 |
35 |
+0 |
Jun10 |
081208 |
785.6 |
785.6 |
785.6 |
785.6 |
+18.7 |
50 |
2,349 |
+0 |
Aug10 |
081208 |
788.0 |
788.0 |
788.0 |
788.0 |
+18.8 |
1 |
100 |
+0 |
Oct10 |
081208 |
790.6 |
790.6 |
790.6 |
790.6 |
+19.0 |
|
|
|
Total Volume and Open Interest |
97,488 |
263,295 |
-891 |
Silver(CMX) |
Dec08 |
081208 |
1023.5 |
1028.5 |
994.0 |
994.0 |
+53.9 |
376 |
451 |
+96 |
Mar09 |
081208 |
950.0 |
1040.0 |
948.0 |
997.5 |
+54.5 |
15,836 |
51,342 |
-212 |
May09 |
081208 |
958.5 |
1027.5 |
958.5 |
999.6 |
+55.1 |
265 |
6,585 |
+209 |
Jul09 |
081208 |
955.0 |
1030.0 |
955.0 |
1001.2 |
+55.3 |
122 |
9,022 |
+86 |
Sep09 |
081208 |
1002.6 |
1002.6 |
1002.6 |
1002.6 |
+55.6 |
23 |
3,201 |
+0 |
Dec09 |
081208 |
959.5 |
1040.0 |
959.5 |
1004.8 |
+56.0 |
1,086 |
5,921 |
+534 |
Mar10 |
081208 |
1006.8 |
1006.8 |
1006.8 |
1006.8 |
+56.2 |
197 |
598 |
-197 |
Total Volume and Open Interest |
19,754 |
83,297 |
+794 |
Platinum(NYMEX) |
Jan09 |
081208 |
790.2 |
852.0 |
790.2 |
843.3 |
+56.1 |
1,063 |
13,640 |
-459 |
Apr09 |
081208 |
831.5 |
855.5 |
831.5 |
847.8 |
+55.9 |
170 |
2,996 |
+76 |
Jul09 |
081208 |
855.7 |
855.7 |
854.8 |
854.8 |
+55.4 |
25 |
8 |
+0 |
Total Volume and Open Interest |
1,184 |
17,027 |
-4 |
Palladium(NYMEX) |
Dec08 |
081208 |
177.20 |
179.25 |
174.00 |
174.50 |
+12.40 |
|
|
|
Mar09 |
081208 |
163.60 |
183.25 |
163.60 |
175.20 |
+12.50 |
1,014 |
12,555 |
-28 |
Jun09 |
081208 |
169.00 |
178.95 |
169.00 |
176.60 |
+12.60 |
|
|
|
Total Volume and Open Interest |
396 |
13,020 |
-40 |
Copper(CMX) |
Dec08 |
081208 |
139.05 |
150.55 |
139.05 |
147.80 |
+12.30 |
401 |
2,333 |
-205 |
Mar09 |
081208 |
140.00 |
154.00 |
139.25 |
149.80 |
+12.45 |
12,056 |
48,289 |
-594 |
May09 |
081208 |
143.75 |
154.05 |
143.75 |
150.95 |
+12.35 |
697 |
4,981 |
+193 |
Jul09 |
081208 |
150.80 |
152.20 |
150.80 |
151.60 |
+12.25 |
156 |
1,744 |
-17 |
Sep09 |
081208 |
152.30 |
152.30 |
152.30 |
152.30 |
+12.10 |
41 |
1,600 |
+8 |
Total Volume and Open Interest |
13,572 |
69,812 |
+124 |
Aluminum(CMX) |
Dec08 |
081208 |
0.70 |
0.70 |
0.70 |
0.70 |
-68.40 |
|
|
|
Jan09 |
081208 |
0.70 |
0.70 |
0.70 |
0.70 |
-69.15 |
|
|
|
Feb09 |
081208 |
0.71 |
0.71 |
0.71 |
0.71 |
-69.89 |
|
|
|
Mar09 |
081208 |
0.72 |
0.72 |
0.72 |
0.72 |
-70.63 |
|
|
|
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 |
081208 |
8604 |
9025 |
8571 |
8875 |
+263 |
1,822 |
31,028 |
-249 |
Mar09 |
081208 |
8591 |
9000 |
8583 |
8858 |
+264 |
51 |
805 |
+27 |
Jun09 |
081208 |
8851 |
8851 |
8587 |
8851 |
+264 |
|
|
|
Sep09 |
081208 |
8791 |
8791 |
8527 |
8791 |
+264 |
|
|
|
Total Volume and Open Interest |
2,421 |
32,055 |
-349 |
S & P 500(CME) |
Dec08 |
081208 |
872.40 |
919.00 |
868.00 |
904.70 |
+32.30 |
41,003 |
579,150 |
-14,270 |
Mar09 |
081208 |
898.50 |
918.50 |
894.50 |
904.20 |
+32.70 |
12,333 |
63,706 |
+8,879 |
Jun09 |
081208 |
903.70 |
916.90 |
891.90 |
903.70 |
+32.80 |
821 |
8,812 |
+36 |
Sep09 |
081208 |
902.50 |
914.90 |
889.90 |
902.50 |
+33.60 |
10 |
758 |
-10 |
Total Volume and Open Interest |
91,234 |
657,795 |
+2,557 |
S & P 500 E-Mini(Globex) |
Dec08 |
081208 |
908.00 |
918.75 |
894.00 |
906.00 |
+33.25 |
3,221,506 |
2,989,548 |
-20,867 |
Mar09 |
081208 |
871.25 |
918.75 |
867.25 |
904.25 |
+30.50 |
56,502 |
193,727 |
+10,462 |
Total Volume and Open Interest |
2,883,619 |
3,199,730 |
-41,817 |
NASDAQ 100(CME) |
Dec08 |
081208 |
1193.50 |
1237.00 |
1171.30 |
1212.00 |
+34.00 |
2,843 |
33,985 |
-290 |
Mar09 |
081208 |
1205.00 |
1238.00 |
1205.00 |
1214.50 |
+34.50 |
5 |
41 |
-8 |
Jun09 |
081208 |
1216.80 |
1216.80 |
1182.30 |
1216.80 |
+34.50 |
0 |
5 |
+0 |
Total Volume and Open Interest |
2,696 |
34,329 |
+437 |
NASDAQ 100 E-Mini(Globex) |
Dec08 |
081208 |
1177.00 |
1237.80 |
1170.80 |
1212.00 |
+34.00 |
440,158 |
335,989 |
-22,295 |
Mar09 |
081208 |
1177.00 |
1240.00 |
1172.30 |
1214.50 |
+34.50 |
2,862 |
1,004 |
+23 |
Total Volume and Open Interest |
382,437 |
360,905 |
+16,189 |
S & P Midcap 400(CME) |
Dec08 |
081208 |
510.00 |
520.00 |
503.50 |
517.70 |
+26.00 |
152 |
6,767 |
+49 |
Mar09 |
081208 |
517.20 |
517.20 |
512.00 |
517.20 |
+26.30 |
|
|
|
Jun09 |
081208 |
517.20 |
517.20 |
511.90 |
517.20 |
+26.30 |
|
|
|
Total Volume and Open Interest |
62 |
6,718 |
+18 |
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 |
081208 |
7975 |
8375 |
7960 |
8345 |
+455 |
67,939 |
268,585 |
-273 |
Mar09 |
081208 |
7995 |
8375 |
7985 |
8360 |
+445 |
4,270 |
7,642 |
+4,565 |
Total Volume and Open Interest |
72,209 |
276,622 |
+4,293 |
Nikkei 225(SGX) |
Dec08 |
081208 |
7975 |
8375 |
7960 |
8345 |
+455 |
67,939 |
268,585 |
-273 |
Mar09 |
081208 |
7995 |
8375 |
7985 |
8360 |
+445 |
4,270 |
7,642 |
+4,565 |
Jun09 |
081208 |
8260 |
8260 |
8260 |
8260 |
+430 |
0 |
158 |
+0 |
Total Volume and Open Interest |
72,209 |
276,622 |
+4,293 |
CAC 40(EURONEXT) |
Dec08 |
081208 |
3190.5 |
3255.0 |
3154.0 |
3240.5 |
+248.5 |
156,901 |
397,137 |
-99,185 |
Jan09 |
081208 |
3162.5 |
3253.0 |
3162.5 |
3245.0 |
+248.5 |
58 |
1,894 |
+65 |
Feb09 |
081208 |
3245.5 |
3253.0 |
3245.5 |
3253.0 |
+248.0 |
0 |
20 |
+0 |
Total Volume and Open Interest |
134,444 |
503,473 |
+35,499 |
Hang Seng Index(HKFE) |
Dec08 |
081208 |
14300 |
15114 |
14250 |
15078 |
+1208 |
6,060 |
4,848 |
+4,004 |
Jan09 |
081208 |
14294 |
15107 |
14294 |
15074 |
+1175 |
52 |
45 |
+11 |
Total Volume and Open Interest |
6,115 |
4,917 |
+3,975 |
DAX(EUREX) |
Dec08 |
081208 |
4631.0 |
4779.5 |
4610.5 |
4739.0 |
+371.5 |
180,446 |
210,920 |
-2,922 |
Mar09 |
081208 |
4663.0 |
4801.0 |
4640.5 |
4765.5 |
+372.5 |
1,434 |
17,227 |
+483 |
Jun09 |
081208 |
4687.0 |
4831.5 |
4671.0 |
4796.0 |
+375.5 |
465 |
3,694 |
+42 |
Total Volume and Open Interest |
182,345 |
231,841 |
-2,397 |
FT-SE 100(EURONEXT) |
Dec08 |
081208 |
4325.00 |
4350.00 |
4205.00 |
4303.00 |
+279.00 |
158,884 |
766,268 |
-4,666 |
Mar09 |
081208 |
4297.00 |
4315.00 |
4190.00 |
4273.00 |
+280.00 |
2,804 |
21,862 |
+2,250 |
Jun09 |
081208 |
4247.50 |
4247.50 |
4247.50 |
4247.50 |
+280.50 |
14 |
83 |
+4 |
Total Volume and Open Interest |
155,731 |
790,625 |
+11,490 |
SPI 200(SFE) |
Dec08 |
081208 |
3503.0 |
3666.0 |
3428.0 |
3643.0 |
+120.0 |
25,587 |
314,636 |
-2,421 |
Mar09 |
081208 |
3474.0 |
3623.0 |
3411.0 |
3610.0 |
+120.0 |
54 |
2,334 |
+6 |
Jun09 |
081208 |
3602.0 |
3602.0 |
3602.0 |
3602.0 |
+120.0 |
0 |
2,522 |
+0 |
Total Volume and Open Interest |
28,122 |
320,642 |
-2,415 |
GSCI(CME) |
Dec08 |
081208 |
329.00 |
336.50 |
328.70 |
332.75 |
+16.65 |
3,000 |
11,383 |
-2,702 |
Jan09 |
081208 |
339.50 |
344.00 |
337.00 |
343.65 |
+18.65 |
2,119 |
3,286 |
+1,962 |
Feb09 |
081208 |
362.00 |
362.00 |
357.00 |
362.00 |
+19.00 |
|
|
|
Total Volume and Open Interest |
3,572 |
15,409 |
-275 |
RJ/CRB Index(ICE) |
Jan09 |
081208 |
343.35 |
344.75 |
340.75 |
340.75 |
+13.25 |
|
|
|
Feb09 |
081208 |
343.00 |
343.00 |
343.00 |
343.00 |
+13.00 |
|
|
|
Apr09 |
081208 |
350.00 |
350.00 |
347.50 |
347.50 |
+13.00 |
|
|
|
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. |
|
|