 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Tue December 09, 2008 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan09 |
081209 |
821.25 |
827.25 |
809.25 |
813.00 |
-7.50 |
9,015 |
111,888 |
-6,915 |
Mar09 |
081209 |
825.25 |
832.00 |
814.00 |
818.25 |
-7.25 |
6,861 |
92,936 |
+5,034 |
May09 |
081209 |
835.00 |
841.00 |
824.00 |
827.75 |
-7.25 |
480 |
25,014 |
+1,106 |
Jul09 |
081209 |
845.00 |
851.00 |
834.75 |
837.75 |
-7.75 |
532 |
31,593 |
+214 |
Aug09 |
081209 |
842.25 |
847.50 |
839.00 |
839.00 |
-8.50 |
0 |
1,602 |
+17 |
Sep09 |
081209 |
837.00 |
847.50 |
837.00 |
837.00 |
-10.50 |
0 |
820 |
+0 |
Nov09 |
081209 |
843.75 |
850.00 |
833.00 |
834.00 |
-10.00 |
226 |
42,290 |
-113 |
Total Volume and Open Interest |
178,409 |
311,880 |
-445 |
Soybean Meal(CBOT) |
Dec08 |
081209 |
247.20 |
252.00 |
243.40 |
245.50 |
-3.80 |
301 |
1,743 |
-525 |
Jan09 |
081209 |
247.70 |
248.50 |
243.00 |
244.80 |
-2.90 |
2,568 |
35,117 |
-538 |
Mar09 |
081209 |
247.30 |
248.30 |
243.50 |
245.00 |
-2.80 |
1,194 |
37,881 |
-180 |
May09 |
081209 |
247.70 |
251.20 |
246.10 |
247.70 |
-2.80 |
161 |
14,910 |
-18 |
Jul09 |
081209 |
252.90 |
254.00 |
249.40 |
250.80 |
-3.00 |
737 |
17,416 |
-94 |
Aug09 |
081209 |
254.00 |
254.80 |
251.90 |
252.20 |
-2.70 |
4 |
4,531 |
-62 |
Sep09 |
081209 |
254.60 |
255.00 |
252.30 |
252.40 |
-2.70 |
10 |
3,458 |
+7 |
Oct09 |
081209 |
249.50 |
252.00 |
248.10 |
248.10 |
-3.20 |
2 |
1,994 |
-25 |
Total Volume and Open Interest |
51,246 |
129,066 |
-2,188 |
Soybean Oil(CBOT) |
Dec08 |
081209 |
29.53 |
30.21 |
29.45 |
29.54 |
+0.06 |
65 |
3,156 |
-777 |
Jan09 |
081209 |
29.81 |
30.52 |
29.47 |
29.81 |
+0.04 |
4,772 |
83,130 |
-3,232 |
Mar09 |
081209 |
30.10 |
30.90 |
29.86 |
30.19 |
+0.03 |
3,717 |
53,362 |
+2,779 |
May09 |
081209 |
30.33 |
31.25 |
30.31 |
30.57 |
+0.02 |
410 |
19,327 |
+28 |
Jul09 |
081209 |
31.01 |
31.62 |
30.93 |
30.93 |
+0.01 |
617 |
23,612 |
-1,269 |
Aug09 |
081209 |
31.63 |
31.64 |
31.11 |
31.11 |
+0.01 |
3 |
4,431 |
+2 |
Sep09 |
081209 |
31.85 |
31.85 |
31.29 |
31.29 |
+0.01 |
5 |
4,496 |
-157 |
Oct09 |
081209 |
31.84 |
32.00 |
31.42 |
31.42 |
+0.02 |
49 |
3,775 |
+45 |
Total Volume and Open Interest |
92,008 |
224,542 |
-5,984 |
Canola(WCE) |
Jan09 |
081209 |
366.6 |
371.9 |
353.4 |
370.1 |
+3.0 |
6,720 |
32,248 |
-6,519 |
Mar09 |
081209 |
374.0 |
379.5 |
360.5 |
378.0 |
+4.0 |
5,396 |
39,541 |
+4,379 |
May09 |
081209 |
380.3 |
387.2 |
380.3 |
386.5 |
+3.6 |
198 |
4,969 |
+101 |
Jul09 |
081209 |
383.1 |
396.1 |
383.1 |
394.9 |
+3.2 |
88 |
5,783 |
+1 |
Nov09 |
081209 |
386.0 |
409.6 |
386.0 |
409.6 |
+2.0 |
134 |
6,313 |
+54 |
Total Volume and Open Interest |
16,024 |
90,888 |
+492 |
Corn(CBOT) |
Dec08 |
081209 |
314.25 |
320.75 |
310.25 |
312.25 |
-2.00 |
643 |
6,785 |
-1,089 |
Mar09 |
081209 |
330.00 |
336.75 |
324.00 |
327.75 |
-2.25 |
8,022 |
379,804 |
-5,081 |
May09 |
081209 |
340.50 |
347.00 |
334.50 |
338.50 |
-2.00 |
709 |
106,596 |
+2,701 |
Jul09 |
081209 |
350.25 |
357.75 |
344.25 |
348.50 |
-1.75 |
779 |
116,214 |
+475 |
Sep09 |
081209 |
360.25 |
364.25 |
358.00 |
358.75 |
-1.50 |
5 |
25,619 |
-39 |
Dec09 |
081209 |
374.25 |
382.25 |
368.50 |
372.25 |
-1.50 |
1,445 |
139,484 |
-367 |
Total Volume and Open Interest |
323,964 |
821,758 |
-8,358 |
Wheat(CBOT) |
Dec08 |
081209 |
475.25 |
478.50 |
472.00 |
472.25 |
-0.75 |
39 |
1,919 |
-1,184 |
Mar09 |
081209 |
491.50 |
501.00 |
486.25 |
489.50 |
-1.00 |
602 |
134,323 |
+1,707 |
May09 |
081209 |
504.00 |
512.25 |
500.00 |
502.75 |
-1.00 |
22 |
23,675 |
+1,051 |
Jul09 |
081209 |
516.00 |
525.50 |
512.50 |
515.25 |
-1.50 |
83 |
49,861 |
+420 |
Sep09 |
081209 |
538.75 |
548.25 |
538.00 |
538.00 |
-1.50 |
6 |
17,029 |
-10 |
Total Volume and Open Interest |
84,560 |
250,637 |
-5,342 |
Wheat(KCBT) |
Dec08 |
081209 |
506.75 |
508.50 |
500.00 |
500.00 |
-1.75 |
9 |
72 |
-431 |
Mar09 |
081209 |
516.75 |
526.00 |
513.75 |
515.00 |
-2.00 |
5,040 |
42,316 |
-567 |
May09 |
081209 |
526.00 |
535.25 |
524.75 |
524.75 |
-1.75 |
454 |
8,226 |
-68 |
Jul09 |
081209 |
535.00 |
543.50 |
532.50 |
533.00 |
-1.25 |
562 |
17,058 |
-182 |
Sep09 |
081209 |
547.25 |
554.75 |
544.00 |
544.00 |
-1.25 |
70 |
3,110 |
+20 |
Total Volume and Open Interest |
14,987 |
78,768 |
+454 |
Wheat(MGE) |
Dec08 |
081209 |
587.25 |
591.50 |
586.50 |
586.50 |
+12.75 |
11 |
170 |
-2 |
Mar09 |
081209 |
568.25 |
578.00 |
562.00 |
568.50 |
+0.25 |
2,147 |
13,706 |
-560 |
May09 |
081209 |
567.50 |
575.00 |
564.75 |
566.00 |
-3.00 |
1,056 |
7,866 |
-516 |
Jul09 |
081209 |
573.00 |
579.75 |
571.00 |
571.00 |
-3.50 |
150 |
2,570 |
+4 |
Sep09 |
081209 |
580.00 |
586.50 |
577.50 |
577.50 |
-4.00 |
132 |
3,149 |
+35 |
Total Volume and Open Interest |
4,363 |
30,532 |
-714 |
Oats(CBOT) |
Dec08 |
081209 |
193.00 |
193.50 |
193.00 |
193.50 |
unch |
0 |
13 |
-7 |
Mar09 |
081209 |
211.75 |
215.00 |
202.75 |
208.00 |
unch |
6 |
6,874 |
-12 |
May09 |
081209 |
216.25 |
218.00 |
216.25 |
217.50 |
unch |
0 |
2,178 |
+1 |
Jul09 |
081209 |
228.50 |
228.50 |
226.25 |
227.50 |
unch |
0 |
3,794 |
-34 |
Total Volume and Open Interest |
1,054 |
16,851 |
-61 |
Rough Rice(CBOT) |
Jan09 |
081209 |
14.59 |
14.83 |
14.07 |
14.34 |
-0.15 |
20 |
2,605 |
+21 |
Mar09 |
081209 |
14.38 |
14.62 |
13.95 |
14.16 |
-0.12 |
6 |
3,388 |
+57 |
May09 |
081209 |
14.58 |
14.78 |
14.17 |
14.36 |
-0.10 |
2 |
520 |
+6 |
Jul09 |
081209 |
14.56 |
14.67 |
14.56 |
14.56 |
-0.11 |
0 |
148 |
-16 |
Total Volume and Open Interest |
1,696 |
6,994 |
-88 |
Live Cattle(CME) |
Dec08 |
081209 |
83.200 |
83.385 |
82.250 |
82.600 |
-0.500 |
7,578 |
16,319 |
+410 |
Feb09 |
081209 |
82.850 |
83.180 |
82.050 |
82.285 |
-0.395 |
12,741 |
99,101 |
-462 |
Apr09 |
081209 |
84.950 |
85.135 |
83.950 |
84.180 |
-0.620 |
7,546 |
56,560 |
+418 |
Jun09 |
081209 |
81.050 |
81.450 |
80.250 |
80.475 |
-0.705 |
3,300 |
21,588 |
+610 |
Aug09 |
081209 |
80.550 |
80.750 |
79.900 |
80.080 |
-0.470 |
658 |
10,652 |
+342 |
Oct09 |
081209 |
83.680 |
83.700 |
82.700 |
83.000 |
-0.500 |
147 |
3,896 |
-62 |
Total Volume and Open Interest |
49,039 |
209,466 |
-7,896 |
Feeder Cattle(CME) |
Jan09 |
081209 |
88.180 |
88.350 |
86.500 |
86.550 |
-1.350 |
2,451 |
8,419 |
-503 |
Mar09 |
081209 |
87.500 |
87.500 |
86.000 |
86.100 |
-0.830 |
1,738 |
8,038 |
+544 |
Apr09 |
081209 |
88.250 |
88.250 |
87.100 |
87.180 |
-0.750 |
268 |
2,022 |
+147 |
May09 |
081209 |
89.350 |
89.350 |
88.200 |
88.285 |
-0.645 |
195 |
1,526 |
+36 |
Aug09 |
081209 |
90.000 |
91.000 |
90.000 |
90.350 |
-0.550 |
96 |
731 |
-5 |
Sep09 |
081209 |
90.700 |
91.000 |
90.700 |
90.700 |
-0.550 |
11 |
93 |
-5 |
Oct09 |
081209 |
90.050 |
90.050 |
90.050 |
90.050 |
-0.050 |
1 |
29 |
+1 |
Total Volume and Open Interest |
8,573 |
20,661 |
+316 |
Lean Hogs(CME) |
Dec08 |
081209 |
57.000 |
57.600 |
56.700 |
57.285 |
+0.300 |
4,447 |
10,464 |
-1,258 |
Feb09 |
081209 |
64.150 |
64.950 |
63.580 |
64.135 |
unch |
11,709 |
75,430 |
-210 |
Apr09 |
081209 |
69.750 |
70.200 |
69.080 |
69.150 |
-0.780 |
3,702 |
39,449 |
+402 |
May09 |
081209 |
76.400 |
76.500 |
74.900 |
76.475 |
+0.025 |
143 |
1,475 |
+68 |
Jun09 |
081209 |
78.950 |
79.080 |
77.900 |
78.285 |
-0.690 |
2,698 |
27,483 |
-368 |
Jul09 |
081209 |
77.600 |
78.135 |
77.200 |
77.600 |
-0.500 |
313 |
4,555 |
-40 |
Aug09 |
081209 |
75.200 |
75.700 |
75.100 |
75.650 |
+0.150 |
245 |
3,902 |
+97 |
Oct09 |
081209 |
68.950 |
69.100 |
68.475 |
69.000 |
-0.200 |
243 |
2,594 |
+74 |
Total Volume and Open Interest |
46,946 |
167,436 |
+1,700 |
Pork Bellies(CME) |
Feb09 |
081209 |
89.000 |
89.400 |
86.450 |
87.500 |
-1.950 |
168 |
766 |
+28 |
Mar09 |
081209 |
84.750 |
87.500 |
84.750 |
84.750 |
-2.950 |
12 |
132 |
+12 |
May09 |
081209 |
89.000 |
89.000 |
86.550 |
86.550 |
-2.500 |
17 |
155 |
+15 |
Jul09 |
081209 |
89.330 |
89.330 |
89.330 |
89.330 |
unch |
0 |
83 |
+0 |
Aug09 |
081209 |
89.000 |
89.000 |
89.000 |
89.000 |
-1.000 |
0 |
1 |
+0 |
Total Volume and Open Interest |
174 |
1,082 |
+12 |
Class III Milk(CME) |
Dec08 |
081209 |
15.55 |
15.62 |
15.48 |
15.48 |
-0.02 |
108 |
5,102 |
-57 |
Jan09 |
081209 |
14.42 |
14.65 |
14.33 |
14.34 |
-0.01 |
248 |
3,800 |
-54 |
Feb09 |
081209 |
13.84 |
13.84 |
13.65 |
13.70 |
-0.03 |
131 |
3,544 |
-52 |
Mar09 |
081209 |
13.74 |
13.77 |
13.67 |
13.67 |
-0.05 |
144 |
3,005 |
-25 |
Apr09 |
081209 |
13.77 |
13.92 |
13.64 |
13.65 |
-0.09 |
74 |
2,552 |
+0 |
Total Volume and Open Interest |
1,871 |
34,351 |
+44 |
Cocoa(ICE) |
Dec08 |
081209 |
2300 |
2300 |
2257 |
2257 |
-32 |
1 |
15 |
-10 |
Mar09 |
081209 |
2285 |
2293 |
2240 |
2257 |
-32 |
7,920 |
63,383 |
+1,149 |
May09 |
081209 |
2274 |
2286 |
2238 |
2253 |
-29 |
1,076 |
21,454 |
-114 |
Jul09 |
081209 |
2270 |
2283 |
2238 |
2254 |
-27 |
131 |
9,797 |
-105 |
Sep09 |
081209 |
2261 |
2270 |
2230 |
2247 |
-26 |
48 |
5,492 |
+53 |
Dec09 |
081209 |
2242 |
2265 |
2227 |
2229 |
-31 |
33 |
8,349 |
-233 |
Mar10 |
081209 |
2249 |
2249 |
2219 |
2219 |
-30 |
0 |
2,432 |
+0 |
Total Volume and Open Interest |
9,946 |
112,742 |
+740 |
Coffee "C"(ICE) |
Dec08 |
081209 |
107.25 |
108.60 |
107.25 |
108.05 |
+0.30 |
6 |
64 |
-57 |
Mar09 |
081209 |
109.05 |
112.10 |
107.00 |
109.85 |
+0.35 |
11,467 |
72,669 |
-2,484 |
May09 |
081209 |
110.80 |
114.00 |
109.65 |
112.45 |
+0.35 |
1,841 |
25,422 |
+1,775 |
Jul09 |
081209 |
113.50 |
116.50 |
113.10 |
114.80 |
+0.35 |
243 |
6,509 |
+17 |
Sep09 |
081209 |
115.90 |
118.70 |
114.70 |
117.25 |
+0.40 |
187 |
5,045 |
+437 |
Dec09 |
081209 |
119.35 |
121.30 |
118.80 |
120.60 |
+0.35 |
190 |
3,486 |
+130 |
Total Volume and Open Interest |
14,638 |
114,902 |
-152 |
Orange Juice(ICE) |
Jan09 |
081209 |
74.00 |
76.70 |
73.15 |
75.60 |
+1.85 |
698 |
7,230 |
-1,512 |
Mar09 |
081209 |
76.80 |
78.00 |
74.75 |
76.35 |
+0.75 |
565 |
17,922 |
+595 |
May09 |
081209 |
80.15 |
81.50 |
79.25 |
80.10 |
+0.40 |
30 |
2,269 |
-1 |
Jul09 |
081209 |
84.25 |
85.00 |
84.00 |
84.00 |
+0.05 |
17 |
873 |
+6 |
Sep09 |
081209 |
88.00 |
88.00 |
88.00 |
88.00 |
-0.30 |
0 |
205 |
+7 |
Nov09 |
081209 |
92.00 |
92.00 |
92.00 |
92.00 |
-0.30 |
0 |
146 |
+0 |
Total Volume and Open Interest |
1,314 |
28,950 |
-905 |
Sugar #11(ICE) |
Mar09 |
081209 |
11.27 |
11.40 |
11.04 |
11.22 |
-0.03 |
46,314 |
262,725 |
-2,881 |
May09 |
081209 |
11.80 |
11.83 |
11.55 |
11.64 |
-0.11 |
7,065 |
107,791 |
+204 |
Jul09 |
081209 |
12.07 |
12.10 |
11.85 |
11.89 |
-0.14 |
3,493 |
113,656 |
+829 |
Oct09 |
081209 |
12.54 |
12.60 |
12.38 |
12.38 |
-0.16 |
1,281 |
70,063 |
-427 |
Mar10 |
081209 |
13.17 |
13.25 |
13.03 |
13.05 |
-0.17 |
682 |
48,778 |
-286 |
Total Volume and Open Interest |
64,544 |
657,226 |
-2,579 |
Sugar #14(ICE) |
Mar09 |
081209 |
19.97 |
20.00 |
19.97 |
19.98 |
unch |
95 |
2,702 |
-16 |
May09 |
081209 |
20.55 |
20.55 |
20.51 |
20.52 |
+0.01 |
4 |
2,100 |
+0 |
Jul09 |
081209 |
20.55 |
20.55 |
20.55 |
20.55 |
unch |
1 |
1,753 |
+0 |
Sep09 |
081209 |
21.10 |
21.10 |
21.10 |
21.10 |
unch |
1 |
846 |
+1 |
Total Volume and Open Interest |
517 |
8,530 |
-4 |
London Cocoa(LCE) |
Dec08 |
081209 |
1720 |
1760 |
1718 |
1756 |
+24 |
3,980 |
10,108 |
-1,089 |
Mar09 |
081209 |
1557 |
1581 |
1537 |
1556 |
-2 |
7,323 |
63,833 |
+1,671 |
May09 |
081209 |
1553 |
1576 |
1544 |
1555 |
-4 |
1,011 |
32,483 |
+120 |
Jul09 |
081209 |
1570 |
1580 |
1555 |
1566 |
-4 |
1,171 |
31,750 |
+1,004 |
Sep09 |
081209 |
1578 |
1578 |
1556 |
1556 |
-4 |
0 |
11,537 |
+0 |
Dec09 |
081209 |
1540 |
1550 |
1525 |
1539 |
+9 |
3 |
8,997 |
+0 |
Mar10 |
081209 |
1550 |
1550 |
1534 |
1534 |
+9 |
0 |
769 |
+0 |
Total Volume and Open Interest |
9,279 |
157,783 |
-1,035 |
London Coffee(LCE) |
Jan09 |
081209 |
1864.00 |
1905.00 |
1820.00 |
1900.00 |
+36.00 |
2,594 |
62,680 |
-155 |
Total Volume and Open Interest |
4,251 |
62,835 |
+409 |
London Sugar(LCE) |
Mar09 |
081209 |
304.00 |
309.50 |
301.30 |
308.20 |
+1.00 |
4,022 |
26,462 |
+346 |
May09 |
081209 |
316.30 |
320.00 |
313.40 |
319.20 |
+1.00 |
475 |
10,404 |
+35 |
Aug09 |
081209 |
326.10 |
330.10 |
324.80 |
328.70 |
+0.50 |
137 |
7,609 |
+42 |
Oct09 |
081209 |
337.60 |
338.00 |
336.50 |
336.90 |
-0.20 |
0 |
3,249 |
+0 |
Dec09 |
081209 |
343.00 |
345.00 |
343.00 |
345.00 |
+0.70 |
0 |
872 |
+0 |
Total Volume and Open Interest |
6,007 |
48,489 |
+1,194 |
Cotton(ICE) |
Dec08 |
081208 |
42.19 |
42.19 |
42.19 |
42.19 |
+2.86 |
0 |
199 |
+0 |
Mar09 |
081209 |
44.30 |
45.13 |
42.84 |
42.95 |
-1.39 |
6,720 |
80,071 |
-548 |
May09 |
081209 |
43.45 |
44.82 |
42.70 |
42.78 |
-1.40 |
1,854 |
17,419 |
+550 |
Jul09 |
081209 |
45.50 |
45.54 |
43.40 |
43.45 |
-1.44 |
844 |
17,096 |
+384 |
Oct09 |
081209 |
46.21 |
46.21 |
46.21 |
46.21 |
-1.68 |
0 |
240 |
+63 |
Dec09 |
081209 |
49.00 |
49.30 |
47.49 |
47.49 |
-1.29 |
198 |
13,941 |
-11 |
Total Volume and Open Interest |
9,886 |
130,733 |
+446 |
Lumber(CME) |
Jan09 |
081209 |
180.0 |
180.0 |
169.6 |
171.1 |
-8.5 |
535 |
3,296 |
-145 |
Mar09 |
081209 |
191.6 |
192.0 |
183.2 |
186.8 |
-4.6 |
459 |
3,330 |
-69 |
May09 |
081209 |
203.1 |
204.2 |
198.2 |
199.7 |
-5.4 |
36 |
649 |
-13 |
Jul09 |
081209 |
212.2 |
212.2 |
207.3 |
208.0 |
-5.2 |
21 |
342 |
+3 |
Total Volume and Open Interest |
1,154 |
7,948 |
-422 |
Crude Oil(NYM) |
Jan09 |
081209 |
44.05 |
44.57 |
41.83 |
42.07 |
-1.64 |
289,529 |
235,923 |
-32,191 |
Feb09 |
081209 |
46.58 |
47.05 |
44.43 |
44.66 |
-1.70 |
164,570 |
157,896 |
+18,699 |
Mar09 |
081209 |
48.80 |
49.25 |
46.59 |
46.86 |
-1.76 |
63,760 |
87,833 |
+6,669 |
Apr09 |
081209 |
50.23 |
50.87 |
48.40 |
48.56 |
-1.73 |
23,017 |
46,518 |
+342 |
May09 |
081209 |
51.71 |
52.07 |
49.68 |
49.90 |
-1.74 |
15,231 |
30,517 |
+778 |
Jun09 |
081209 |
52.90 |
53.52 |
50.81 |
50.98 |
-1.80 |
26,212 |
117,981 |
+636 |
Jul09 |
081209 |
53.10 |
54.40 |
51.83 |
51.89 |
-1.87 |
7,500 |
26,634 |
+1,213 |
Aug09 |
081209 |
54.63 |
54.63 |
52.72 |
52.72 |
-1.91 |
2,461 |
26,136 |
+719 |
Sep09 |
081209 |
55.37 |
55.37 |
53.54 |
53.54 |
-1.94 |
1,289 |
20,673 |
+253 |
Oct09 |
081209 |
54.33 |
54.33 |
54.33 |
54.33 |
-1.99 |
1,138 |
17,866 |
+8 |
Nov09 |
081209 |
56.90 |
56.90 |
55.11 |
55.11 |
-2.04 |
762 |
16,222 |
-32 |
Dec09 |
081209 |
58.11 |
58.30 |
55.65 |
55.88 |
-2.10 |
23,076 |
102,737 |
-1,158 |
Jan10 |
081209 |
57.99 |
58.15 |
56.17 |
56.59 |
-2.19 |
1,572 |
18,045 |
-145 |
Feb10 |
081209 |
59.37 |
59.37 |
57.29 |
57.29 |
-2.28 |
1,635 |
9,707 |
+580 |
Mar10 |
081209 |
57.99 |
57.99 |
57.99 |
57.99 |
-2.37 |
121 |
12,255 |
-22 |
Apr10 |
081209 |
58.64 |
58.64 |
58.64 |
58.64 |
-2.46 |
236 |
3,310 |
+200 |
Total Volume and Open Interest |
678,995 |
1,194,533 |
+3,621 |
e-miNY Crude Oil(NYM) |
Dec08 |
081119 |
54.500 |
55.325 |
53.300 |
53.625 |
-0.775 |
10,324 |
7,850 |
-701 |
Jan09 |
081209 |
43.825 |
44.575 |
41.850 |
42.075 |
-1.625 |
13,484 |
7,651 |
-701 |
Feb09 |
081209 |
46.550 |
47.000 |
44.500 |
44.650 |
-1.700 |
811 |
704 |
+65 |
Mar09 |
081209 |
48.550 |
49.000 |
46.500 |
46.850 |
-1.775 |
89 |
499 |
-9 |
Apr09 |
081209 |
48.550 |
48.550 |
48.550 |
48.550 |
-1.750 |
10 |
116 |
+2 |
May09 |
081209 |
50.000 |
50.000 |
49.900 |
49.900 |
-1.750 |
1 |
31 |
+0 |
Jun09 |
081209 |
50.975 |
50.975 |
50.975 |
50.975 |
-1.800 |
3 |
11 |
+0 |
Jul09 |
081209 |
51.900 |
51.900 |
51.900 |
51.900 |
-1.850 |
0 |
1 |
+0 |
Aug09 |
081209 |
52.725 |
52.725 |
52.725 |
52.725 |
-1.900 |
0 |
1 |
+0 |
Sep09 |
081209 |
53.550 |
53.550 |
53.550 |
53.550 |
-1.925 |
0 |
1 |
+0 |
Total Volume and Open Interest |
19,225 |
9,732 |
+927 |
Heating Oil(NYM) |
Jan09 |
081209 |
149.05 |
150.85 |
143.28 |
143.69 |
-5.35 |
34,030 |
51,035 |
-4,430 |
Feb09 |
081209 |
152.70 |
153.70 |
146.50 |
146.79 |
-5.37 |
15,710 |
31,460 |
+3,957 |
Mar09 |
081209 |
155.92 |
157.29 |
149.90 |
150.19 |
-5.22 |
8,757 |
25,690 |
+1,752 |
Apr09 |
081209 |
156.00 |
159.00 |
152.25 |
152.39 |
-5.07 |
3,545 |
14,174 |
+69 |
May09 |
081209 |
159.10 |
160.67 |
154.59 |
154.59 |
-4.87 |
2,463 |
13,439 |
+105 |
Jun09 |
081209 |
160.99 |
162.61 |
156.65 |
156.74 |
-4.72 |
2,323 |
20,807 |
-118 |
Jul09 |
081209 |
162.62 |
165.00 |
158.85 |
159.04 |
-4.62 |
506 |
8,599 |
-15 |
Aug09 |
081209 |
164.53 |
167.20 |
161.33 |
161.39 |
-4.67 |
593 |
4,149 |
+22 |
Sep09 |
081209 |
167.78 |
170.23 |
164.44 |
164.44 |
-4.77 |
494 |
8,011 |
-3 |
Oct09 |
081209 |
173.00 |
173.00 |
167.54 |
167.54 |
-4.92 |
210 |
2,980 |
+31 |
Nov09 |
081209 |
176.16 |
176.16 |
170.64 |
170.64 |
-5.02 |
238 |
2,153 |
+26 |
Dec09 |
081209 |
177.88 |
178.86 |
173.18 |
173.34 |
-5.02 |
1,377 |
12,035 |
+300 |
Total Volume and Open Interest |
86,711 |
219,900 |
-1,978 |
Gasoline(NYMEX) |
Jan09 |
081209 |
96.05 |
97.23 |
93.25 |
93.64 |
-2.54 |
32,764 |
73,899 |
-4,632 |
Feb09 |
081209 |
101.50 |
102.95 |
98.60 |
98.99 |
-2.79 |
18,870 |
29,832 |
+4,523 |
Mar09 |
081209 |
106.26 |
107.08 |
103.54 |
103.84 |
-3.19 |
8,531 |
18,633 |
+2,101 |
Apr09 |
081209 |
123.25 |
123.25 |
119.37 |
119.49 |
-3.74 |
2,217 |
14,666 |
+15 |
May09 |
081209 |
125.50 |
126.81 |
122.04 |
122.19 |
-3.94 |
1,377 |
8,815 |
+163 |
Jun09 |
081209 |
128.73 |
130.03 |
124.69 |
124.69 |
-4.24 |
1,502 |
8,473 |
-32 |
Jul09 |
081209 |
130.74 |
130.74 |
126.54 |
126.54 |
-4.44 |
683 |
6,989 |
+215 |
Aug09 |
081209 |
131.99 |
131.99 |
127.94 |
127.94 |
-4.64 |
537 |
3,931 |
+169 |
Sep09 |
081209 |
133.70 |
133.75 |
128.84 |
128.84 |
-4.79 |
178 |
3,111 |
+12 |
Oct09 |
081209 |
123.94 |
123.94 |
120.04 |
120.04 |
-4.79 |
180 |
3,314 |
+107 |
Total Volume and Open Interest |
67,099 |
186,745 |
+2,665 |
e-miNY RBOB Gasoline(NYM) |
Jan09 |
081209 |
93.64 |
93.64 |
93.64 |
93.64 |
-2.54 |
2 |
3 |
+1 |
Feb09 |
081209 |
103.50 |
103.50 |
98.99 |
98.99 |
-2.79 |
|
|
|
Mar09 |
081209 |
103.84 |
103.84 |
103.84 |
103.84 |
-3.19 |
|
|
|
Apr09 |
081209 |
119.49 |
119.49 |
119.49 |
119.49 |
-3.74 |
|
|
|
Total Volume and Open Interest |
2 |
3 |
+1 |
Natural Gas(NYM) |
Jan09 |
081209 |
5.601 |
5.678 |
5.458 |
5.579 |
+0.013 |
70,193 |
106,207 |
-6,587 |
Feb09 |
081209 |
5.642 |
5.725 |
5.515 |
5.632 |
+0.020 |
24,780 |
48,828 |
+2,675 |
Mar09 |
081209 |
5.645 |
5.755 |
5.552 |
5.665 |
+0.035 |
26,061 |
83,518 |
+4,437 |
Apr09 |
081209 |
5.720 |
5.800 |
5.612 |
5.731 |
+0.036 |
13,328 |
59,851 |
+1,401 |
May09 |
081209 |
5.707 |
5.889 |
5.696 |
5.816 |
+0.038 |
6,037 |
34,857 |
-1,088 |
Jun09 |
081209 |
5.910 |
5.982 |
5.810 |
5.926 |
+0.036 |
1,778 |
24,336 |
+230 |
Jul09 |
081209 |
5.990 |
6.104 |
5.947 |
6.051 |
+0.036 |
750 |
21,739 |
+146 |
Aug09 |
081209 |
6.130 |
6.211 |
6.043 |
6.161 |
+0.036 |
623 |
20,543 |
-32 |
Sep09 |
081209 |
6.181 |
6.275 |
6.106 |
6.216 |
+0.035 |
839 |
16,852 |
-85 |
Oct09 |
081209 |
6.289 |
6.400 |
6.220 |
6.331 |
+0.035 |
3,657 |
33,829 |
+153 |
Nov09 |
081209 |
6.740 |
6.805 |
6.663 |
6.776 |
+0.040 |
924 |
16,788 |
+29 |
Dec09 |
081209 |
7.191 |
7.290 |
7.130 |
7.241 |
+0.050 |
1,005 |
27,035 |
+71 |
Jan10 |
081209 |
7.421 |
7.555 |
7.420 |
7.506 |
+0.050 |
1,876 |
20,546 |
+544 |
Feb10 |
081209 |
7.473 |
7.539 |
7.440 |
7.516 |
+0.050 |
96 |
8,336 |
+48 |
Mar10 |
081209 |
7.260 |
7.380 |
7.255 |
7.346 |
+0.050 |
502 |
17,950 |
+214 |
Apr10 |
081209 |
6.798 |
6.886 |
6.786 |
6.861 |
+0.055 |
481 |
15,266 |
+158 |
Total Volume and Open Interest |
145,746 |
708,708 |
-5,177 |
Brent Crude Oil(ICE) |
Jan09 |
081209 |
43.87 |
44.17 |
41.25 |
41.53 |
-1.89 |
89,948 |
59,380 |
-2,799 |
Feb09 |
081209 |
45.85 |
46.44 |
43.78 |
44.05 |
-1.77 |
86,298 |
148,251 |
+743 |
Mar09 |
081209 |
48.12 |
48.63 |
46.18 |
46.44 |
-1.65 |
64,385 |
78,395 |
+13,612 |
Apr09 |
081209 |
50.25 |
50.53 |
48.36 |
48.42 |
-1.59 |
26,148 |
27,547 |
+4,646 |
May09 |
081209 |
51.96 |
52.14 |
49.98 |
50.03 |
-1.58 |
11,957 |
17,915 |
+954 |
Jun09 |
081209 |
52.76 |
53.50 |
51.11 |
51.33 |
-1.63 |
11,790 |
39,138 |
-1,023 |
Jul09 |
081209 |
54.26 |
54.68 |
52.44 |
52.44 |
-1.73 |
3,304 |
14,953 |
-422 |
Aug09 |
081209 |
55.30 |
55.42 |
53.47 |
53.47 |
-1.77 |
2,606 |
12,216 |
-158 |
Sep09 |
081209 |
55.67 |
56.00 |
54.45 |
54.45 |
-1.78 |
1,905 |
14,379 |
+399 |
Oct09 |
081209 |
56.85 |
56.85 |
55.31 |
55.31 |
-1.80 |
1,151 |
8,486 |
+201 |
Nov09 |
081209 |
56.11 |
56.11 |
56.11 |
56.11 |
-1.82 |
0 |
10,777 |
+169 |
Dec09 |
081209 |
58.39 |
58.98 |
56.77 |
56.88 |
-1.85 |
8,398 |
53,772 |
+122 |
Jan10 |
081209 |
57.71 |
57.71 |
57.71 |
57.71 |
-1.88 |
0 |
9,775 |
+572 |
Feb10 |
081209 |
58.54 |
58.54 |
58.54 |
58.54 |
-1.88 |
0 |
5,440 |
+34 |
Total Volume and Open Interest |
247,883 |
588,069 |
+55,948 |
Gas Oil(ICE) |
Dec08 |
081209 |
453.25 |
456.75 |
435.00 |
441.25 |
-4.50 |
33,201 |
32,477 |
+32,477 |
Jan09 |
081209 |
464.00 |
468.75 |
445.75 |
452.75 |
-4.25 |
53,437 |
78,636 |
+78,636 |
Feb09 |
081209 |
477.75 |
480.50 |
459.00 |
466.00 |
-3.00 |
15,536 |
40,110 |
+40,110 |
Mar09 |
081209 |
489.00 |
490.75 |
472.25 |
478.25 |
-2.25 |
6,655 |
18,862 |
+18,862 |
Apr09 |
081209 |
499.25 |
499.25 |
482.75 |
488.50 |
-2.50 |
3,310 |
18,049 |
+18,049 |
May09 |
081209 |
508.75 |
511.50 |
493.25 |
499.25 |
-2.75 |
2,533 |
18,275 |
+18,275 |
Jun09 |
081209 |
519.50 |
522.00 |
503.75 |
509.50 |
-3.00 |
4,412 |
36,079 |
+36,079 |
Jul09 |
081209 |
527.75 |
532.25 |
519.00 |
520.75 |
-2.50 |
1,360 |
11,199 |
+11,199 |
Aug09 |
081209 |
534.25 |
542.50 |
529.50 |
531.00 |
-2.25 |
678 |
10,533 |
+10,533 |
Sep09 |
081209 |
543.25 |
552.75 |
540.00 |
540.50 |
-1.75 |
660 |
9,892 |
+9,892 |
Total Volume and Open Interest |
129,574 |
375,175 |
+32,416 |
Ethanol(CBOT) |
Dec08 |
081203 |
1.590 |
1.650 |
1.550 |
1.570 |
unch |
17 |
84 |
-15 |
Jan09 |
081209 |
1.460 |
1.460 |
1.455 |
1.456 |
-0.012 |
24 |
436 |
+13 |
Feb09 |
081209 |
1.456 |
1.456 |
1.450 |
1.450 |
-0.005 |
7 |
220 |
-3 |
Mar09 |
081209 |
1.468 |
1.468 |
1.468 |
1.468 |
-0.002 |
18 |
303 |
+14 |
Apr09 |
081209 |
1.470 |
1.470 |
1.470 |
1.470 |
-0.020 |
26 |
331 |
-13 |
May09 |
081209 |
1.490 |
1.500 |
1.485 |
1.490 |
-0.020 |
15 |
194 |
+10 |
Jun09 |
081209 |
1.524 |
1.524 |
1.524 |
1.524 |
+0.004 |
10 |
191 |
+9 |
Jul09 |
081209 |
1.535 |
1.535 |
1.520 |
1.520 |
-0.020 |
13 |
199 |
+12 |
Total Volume and Open Interest |
180 |
2,963 |
+114 |
US Dollar Index(ICE) |
Dec08 |
081209 |
85.800 |
86.515 |
85.430 |
85.875 |
+0.275 |
7,681 |
35,295 |
-1,102 |
Mar09 |
081209 |
86.500 |
87.375 |
86.305 |
86.805 |
+0.355 |
6,209 |
3,596 |
+604 |
Jun09 |
081209 |
86.860 |
87.250 |
86.775 |
87.250 |
+0.330 |
2,011 |
2,129 |
+1,994 |
Total Volume and Open Interest |
16,287 |
41,020 |
+1,496 |
Australian Dollar(CME) |
Dec08 |
081209 |
66.40 |
66.71 |
64.87 |
65.89 |
-0.82 |
45 |
61,400 |
+672 |
Mar09 |
081209 |
65.97 |
66.05 |
64.51 |
65.51 |
-0.83 |
51 |
8,868 |
+1,231 |
Jun09 |
081209 |
65.29 |
66.16 |
65.29 |
65.29 |
-0.87 |
0 |
54 |
+0 |
Total Volume and Open Interest |
31,758 |
68,595 |
-1,339 |
British Pound(CME) |
Dec08 |
081209 |
148.93 |
148.94 |
146.70 |
147.55 |
-1.85 |
10 |
95,018 |
-5,840 |
Mar09 |
081209 |
148.78 |
149.32 |
146.59 |
147.42 |
-1.90 |
11 |
18,078 |
+6,035 |
Jun09 |
081209 |
148.08 |
149.47 |
147.09 |
147.53 |
-1.94 |
0 |
1,178 |
+2 |
Total Volume and Open Interest |
53,886 |
114,099 |
-886 |
Canadian Dollar(CME) |
Dec08 |
081209 |
79.90 |
79.97 |
78.43 |
79.12 |
-0.68 |
4 |
72,045 |
-6,890 |
Mar09 |
081209 |
79.87 |
80.01 |
78.53 |
79.19 |
-0.71 |
168 |
9,830 |
+2,020 |
Jun09 |
081209 |
79.34 |
80.09 |
78.80 |
79.30 |
-0.79 |
0 |
1,560 |
-11 |
Sep09 |
081209 |
79.52 |
80.36 |
79.05 |
79.52 |
-0.84 |
0 |
1,339 |
+4 |
Total Volume and Open Interest |
42,905 |
90,331 |
-40 |
Japanese Yen(CME) |
Dec08 |
081209 |
107.65 |
108.78 |
107.43 |
108.64 |
+1.09 |
698 |
121,153 |
+9,973 |
Mar09 |
081209 |
107.98 |
109.09 |
107.77 |
108.95 |
+1.06 |
695 |
36,507 |
+19,703 |
Jun09 |
081209 |
109.23 |
109.29 |
108.27 |
109.29 |
+1.02 |
5 |
3,663 |
+1 |
Total Volume and Open Interest |
110,536 |
131,667 |
-7,568 |
Swiss Franc(CME) |
Dec08 |
081209 |
83.05 |
83.30 |
82.12 |
82.96 |
-0.13 |
442 |
31,586 |
-5,639 |
Mar09 |
081209 |
83.27 |
83.66 |
82.49 |
83.31 |
-0.14 |
444 |
6,911 |
+2,842 |
Jun09 |
081209 |
83.55 |
83.80 |
83.15 |
83.66 |
-0.14 |
0 |
299 |
+0 |
Total Volume and Open Interest |
50,090 |
41,602 |
+1,571 |
EuroFX(CME) |
Dec08 |
081209 |
129.35 |
129.99 |
127.93 |
129.18 |
-0.32 |
145 |
131,037 |
+2,792 |
Mar09 |
081209 |
129.15 |
129.68 |
127.64 |
128.88 |
-0.40 |
156 |
44,246 |
+6,527 |
Jun09 |
081209 |
128.13 |
129.40 |
127.79 |
128.78 |
-0.46 |
0 |
542 |
+13 |
Total Volume and Open Interest |
200,655 |
167,569 |
-6,502 |
Mexican Peso(CME) |
Dec08 |
081209 |
744.5 |
744.5 |
726.5 |
735.8 |
-7.8 |
267 |
35,963 |
-737 |
Jan09 |
081209 |
730.5 |
738.8 |
730.5 |
730.5 |
-8.2 |
|
|
|
Total Volume and Open Interest |
7,397 |
40,962 |
-48 |
30-Year T-Bonds(CBOT) |
Dec08 |
081209 |
134~165 |
136~030 |
134~090 |
135~190 |
+0~285 |
14,679 |
21,915 |
-4,367 |
Mar09 |
081209 |
133~160 |
134~305 |
133~000 |
134~115 |
+0~285 |
174,062 |
742,157 |
+16,033 |
Jun09 |
081209 |
132~030 |
133~185 |
131~270 |
133~060 |
+0~285 |
23 |
295 |
+6 |
Total Volume and Open Interest |
273,871 |
752,715 |
+3,258 |
10-Year T-Notes(CBOT) |
Dec08 |
081209 |
125~140 |
126~065 |
125~010 |
125~290 |
+0~185 |
30,209 |
63,574 |
-107 |
Mar09 |
081209 |
122~270 |
123~225 |
122~095 |
123~110 |
+0~185 |
359,403 |
1,028,864 |
+3,921 |
Jun09 |
081209 |
122~065 |
122~065 |
121~210 |
122~065 |
+0~175 |
|
|
|
Total Volume and Open Interest |
602,334 |
1,088,624 |
-8,603 |
5-Year T-Notes(CBOT) |
Dec08 |
081209 |
120~096 |
121~013 |
120~026 |
120~122 |
+0~054 |
18,377 |
0 |
+0 |
Mar09 |
081209 |
117~090 |
118~026 |
117~034 |
118~003 |
+0~055 |
199,133 |
0 |
+0 |
Jun09 |
081209 |
117~100 |
117~100 |
117~051 |
117~100 |
+0~050 |
|
|
|
Total Volume and Open Interest |
340,633 |
1,053,593 |
+6,229 |
2 Year T-Notes(CBOT) |
Dec08 |
081209 |
109~028 |
109~063 |
109~028 |
109~053 |
+0~025 |
3,157 |
17,735 |
-4,492 |
Mar09 |
081209 |
108~018 |
108~043 |
108~001 |
108~033 |
+0~024 |
3,108 |
459,723 |
+3,538 |
Jun09 |
081209 |
108~033 |
108~033 |
108~010 |
108~033 |
+0~024 |
|
|
|
Total Volume and Open Interest |
156,255 |
478,412 |
-13,226 |
Eurodollars(CME) |
Dec08 |
081209 |
97.882 |
98.012 |
97.875 |
98.000 |
+0.118 |
9,671 |
1,547,034 |
-330 |
Mar09 |
081209 |
98.115 |
98.285 |
98.095 |
98.275 |
+0.165 |
7,165 |
1,290,745 |
-4,582 |
Jun09 |
081209 |
98.120 |
98.270 |
98.100 |
98.260 |
+0.135 |
5,968 |
959,359 |
-1,028 |
Sep09 |
081209 |
98.070 |
98.190 |
98.020 |
98.170 |
+0.125 |
4,489 |
852,457 |
-9,983 |
Dec09 |
081209 |
97.905 |
98.030 |
97.855 |
98.010 |
+0.130 |
3,694 |
772,648 |
-9,976 |
Mar10 |
081209 |
97.855 |
97.970 |
97.780 |
97.945 |
+0.130 |
3,018 |
591,708 |
-6,646 |
Jun10 |
081209 |
97.720 |
97.835 |
97.635 |
97.805 |
+0.130 |
2,425 |
363,544 |
-7,105 |
Sep10 |
081209 |
97.550 |
97.695 |
97.490 |
97.660 |
+0.125 |
2,068 |
333,808 |
-6,762 |
Dec10 |
081209 |
97.350 |
97.485 |
97.305 |
97.455 |
+0.110 |
1,202 |
265,688 |
-1,456 |
Mar11 |
081209 |
97.235 |
97.350 |
97.200 |
97.315 |
+0.080 |
1,219 |
188,203 |
-2,424 |
Jun11 |
081209 |
97.110 |
97.155 |
97.025 |
97.125 |
+0.065 |
2,515 |
194,986 |
-2,346 |
Sep11 |
081209 |
96.955 |
97.015 |
96.885 |
96.980 |
+0.055 |
1,620 |
129,242 |
-4,692 |
Dec11 |
081209 |
96.855 |
96.905 |
96.775 |
96.865 |
+0.050 |
979 |
95,106 |
-371 |
Mar12 |
081209 |
96.835 |
96.915 |
96.785 |
96.875 |
+0.040 |
536 |
90,923 |
-458 |
Jun12 |
081209 |
96.855 |
96.875 |
96.745 |
96.835 |
+0.040 |
333 |
65,539 |
+63 |
Sep12 |
081209 |
96.720 |
96.835 |
96.705 |
96.800 |
+0.035 |
337 |
58,627 |
-20 |
Dec12 |
081209 |
96.730 |
96.765 |
96.635 |
96.725 |
+0.030 |
350 |
49,097 |
-141 |
Mar13 |
081209 |
96.675 |
96.770 |
96.630 |
96.730 |
+0.030 |
250 |
50,056 |
+234 |
Total Volume and Open Interest |
1,905,820 |
8,158,592 |
-24,069 |
30 Day Federal Funds(CBOT) |
Dec08 |
081209 |
99.753 |
99.800 |
99.750 |
99.787 |
+0.030 |
100 |
69,539 |
-251 |
Jan09 |
081209 |
99.675 |
99.755 |
99.675 |
99.745 |
+0.050 |
100 |
61,727 |
-276 |
Feb09 |
081209 |
99.665 |
99.730 |
99.660 |
99.720 |
+0.060 |
100 |
66,102 |
-216 |
Mar09 |
081209 |
99.610 |
99.690 |
99.605 |
99.675 |
+0.070 |
100 |
40,620 |
-509 |
Apr09 |
081209 |
99.540 |
99.630 |
99.535 |
99.615 |
+0.080 |
4 |
40,087 |
+271 |
May09 |
081209 |
99.465 |
99.560 |
99.460 |
99.550 |
+0.090 |
4 |
42,555 |
-375 |
Total Volume and Open Interest |
53,011 |
403,755 |
+7,782 |
30 Day Fed Funds(e-CBOT) |
Dec08 |
081209 |
99.753 |
99.800 |
99.750 |
99.787 |
+0.030 |
2,594 |
69,539 |
-251 |
Jan09 |
081209 |
99.675 |
99.755 |
99.675 |
99.745 |
+0.050 |
2,794 |
61,727 |
-276 |
Feb09 |
081209 |
99.665 |
99.730 |
99.665 |
99.720 |
+0.060 |
4,420 |
66,102 |
-216 |
Mar09 |
081209 |
99.610 |
99.690 |
99.610 |
99.675 |
+0.070 |
4,158 |
40,620 |
-509 |
Apr09 |
081209 |
99.540 |
99.630 |
99.535 |
99.615 |
+0.080 |
4,100 |
40,087 |
+271 |
May09 |
081209 |
99.465 |
99.560 |
99.465 |
99.550 |
+0.090 |
3,229 |
42,555 |
-375 |
Total Volume and Open Interest |
26,469 |
404,502 |
+747 |
3-Mth Euro-Yen(CME) |
Dec08 |
081209 |
99.11 |
99.11 |
99.11 |
99.11 |
-0.01 |
104 |
4,095 |
-4 |
Mar09 |
081209 |
99.22 |
99.22 |
99.22 |
99.22 |
-0.03 |
0 |
5,074 |
+106 |
Jun09 |
081209 |
99.25 |
99.25 |
99.25 |
99.25 |
-0.04 |
4 |
1,283 |
+203 |
Sep09 |
081209 |
99.28 |
99.28 |
99.28 |
99.28 |
-0.05 |
0 |
480 |
+0 |
Dec09 |
081209 |
99.27 |
99.27 |
99.27 |
99.27 |
-0.05 |
0 |
100 |
+0 |
Mar10 |
081209 |
99.17 |
99.17 |
99.17 |
99.17 |
-0.04 |
|
|
|
Jun10 |
081209 |
99.11 |
99.11 |
99.11 |
99.11 |
-0.04 |
|
|
|
Sep10 |
081209 |
99.09 |
99.09 |
99.09 |
99.09 |
-0.03 |
|
|
|
Dec10 |
081209 |
99.14 |
99.14 |
99.14 |
99.14 |
unch |
|
|
|
Mar11 |
081209 |
99.05 |
99.05 |
99.05 |
99.05 |
unch |
|
|
|
Total Volume and Open Interest |
108 |
11,032 |
+305 |
3-Mth Euro-Yen(SGX) |
Mar09 |
081209 |
99.21 |
99.25 |
99.21 |
99.25 |
+0.00 |
659 |
12,968 |
+586 |
Jun09 |
081209 |
99.26 |
99.27 |
99.26 |
99.27 |
-0.02 |
200 |
7,476 |
+199 |
Sep09 |
081209 |
99.31 |
99.31 |
99.31 |
99.31 |
-0.01 |
10 |
3,174 |
-10 |
Dec09 |
081209 |
99.29 |
99.29 |
99.29 |
99.29 |
-0.01 |
0 |
1,202 |
+0 |
Mar10 |
081209 |
99.20 |
99.20 |
99.20 |
99.20 |
unch |
0 |
880 |
+0 |
Jun10 |
081209 |
99.14 |
99.14 |
99.14 |
99.14 |
unch |
0 |
513 |
+0 |
Sep10 |
081209 |
99.11 |
99.11 |
99.11 |
99.11 |
unch |
0 |
252 |
+0 |
Dec10 |
081209 |
99.14 |
99.14 |
99.14 |
99.14 |
unch |
0 |
152 |
+0 |
Total Volume and Open Interest |
870 |
49,155 |
+56 |
Japanese Gov't Bonds(SGX) |
Mar09 |
081209 |
139.56 |
139.59 |
139.15 |
139.41 |
+0.02 |
5,115 |
2,557 |
+1,051 |
Jun09 |
081209 |
139.41 |
139.41 |
139.41 |
139.41 |
+0.02 |
|
|
|
Sep09 |
081209 |
139.41 |
139.41 |
139.41 |
139.41 |
+0.02 |
|
|
|
Total Volume and Open Interest |
11,139 |
14,369 |
+705 |
Euro-Bund(EUREX) |
Dec08 |
081203 |
123.45 |
124.49 |
123.15 |
123.93 |
+0.46 |
613,504 |
795,598 |
-71,950 |
Mar09 |
081209 |
123.12 |
123.45 |
121.96 |
122.17 |
-2.23 |
193,265 |
271,893 |
+90,635 |
Jun09 |
081209 |
122.29 |
122.38 |
121.21 |
121.24 |
-2.41 |
91 |
6 |
+1 |
Total Volume and Open Interest |
985,611 |
994,356 |
+17,495 |
Euro-Bobl(EUREX) |
Dec08 |
081208 |
114.59 |
114.60 |
113.94 |
114.04 |
-0.84 |
816,737 |
246,963 |
-190,845 |
Mar09 |
081209 |
114.44 |
114.54 |
113.64 |
113.92 |
-0.46 |
468,030 |
813,453 |
+140,936 |
Jun09 |
081209 |
114.16 |
114.16 |
114.16 |
114.16 |
-0.47 |
|
|
|
Total Volume and Open Interest |
811,867 |
856,729 |
-62,751 |
3-Mth Euribor(EUREX) |
Dec08 |
081127 |
96.480 |
96.510 |
96.480 |
96.495 |
+0.230 |
463 |
20,241 |
+2,157 |
Mar09 |
081209 |
97.260 |
97.280 |
97.170 |
97.215 |
-0.235 |
1,071 |
5,221 |
-630 |
Jun09 |
081209 |
97.435 |
97.440 |
97.375 |
97.390 |
-0.325 |
40 |
3,126 |
-23 |
Total Volume and Open Interest |
2,551 |
39,750 |
-1,726 |
Long Gilt(LIFFE) |
Dec08 |
081209 |
119~12 |
119~25 |
118~32 |
119~04 |
+0~02 |
1,179 |
43,352 |
-984 |
Mar09 |
081209 |
118~14 |
119~01 |
118~01 |
118~09 |
+0~02 |
61,138 |
314,119 |
-928 |
Total Volume and Open Interest |
76,865 |
359,383 |
-477 |
3-Mth Short Sterling(LIFFE) |
Dec08 |
081209 |
96.84 |
96.94 |
96.84 |
96.89 |
+0.06 |
28,959 |
427,715 |
+2,168 |
Mar09 |
081209 |
97.62 |
97.72 |
97.61 |
97.68 |
+0.08 |
30,135 |
426,847 |
-4,588 |
Jun09 |
081209 |
97.82 |
97.88 |
97.78 |
97.81 |
+0.04 |
34,632 |
288,520 |
-3,687 |
Sep09 |
081209 |
97.73 |
97.79 |
97.68 |
97.71 |
+0.03 |
42,494 |
224,549 |
+8,005 |
Dec09 |
081209 |
97.46 |
97.51 |
97.43 |
97.43 |
+0.01 |
38,890 |
257,172 |
+2,863 |
Mar10 |
081209 |
97.29 |
97.32 |
97.20 |
97.20 |
-0.01 |
23,901 |
154,756 |
+2,554 |
Total Volume and Open Interest |
217,080 |
2,030,141 |
-13,206 |
3-Mth Euribor(LIFFE) |
Dec08 |
081209 |
96.630 |
96.675 |
96.630 |
96.670 |
+0.045 |
100,599 |
737,303 |
-14,527 |
Mar09 |
081209 |
97.260 |
97.310 |
97.165 |
97.215 |
-0.035 |
89,136 |
592,926 |
+1,197 |
Jun09 |
081209 |
97.470 |
97.490 |
97.345 |
97.390 |
-0.055 |
76,102 |
507,048 |
+2,758 |
Total Volume and Open Interest |
630,199 |
3,485,072 |
-23,970 |
3-Mth Aus T-Bills(SFE) |
Dec08 |
081209 |
95.34 |
95.38 |
95.30 |
95.36 |
+0.01 |
13,868 |
89,004 |
-26,781 |
Mar09 |
081209 |
96.74 |
96.81 |
96.70 |
96.78 |
+0.03 |
14,865 |
233,366 |
+7,280 |
Jun09 |
081209 |
96.89 |
96.94 |
96.85 |
96.93 |
+0.02 |
4,870 |
134,286 |
+2,462 |
Sep09 |
081209 |
96.68 |
96.74 |
96.66 |
96.72 |
+0.01 |
2,733 |
93,787 |
+1,788 |
Dec09 |
081209 |
96.27 |
96.32 |
96.26 |
96.32 |
+0.01 |
1,933 |
57,014 |
+963 |
Mar10 |
081209 |
95.83 |
95.84 |
95.75 |
95.82 |
+0.01 |
913 |
37,674 |
+345 |
Jun10 |
081209 |
95.34 |
95.38 |
95.29 |
95.37 |
+0.01 |
613 |
30,930 |
+257 |
Sep10 |
081209 |
94.98 |
95.00 |
94.95 |
94.99 |
+0.01 |
804 |
20,088 |
+361 |
Dec10 |
081209 |
94.68 |
94.74 |
94.68 |
94.74 |
+0.03 |
720 |
6,159 |
+292 |
Mar11 |
081209 |
94.56 |
94.56 |
94.56 |
94.56 |
+0.03 |
144 |
731 |
-64 |
Total Volume and Open Interest |
48,279 |
703,886 |
-13,097 |
10-Year Aus T-Bonds(SFE) |
Dec08 |
081209 |
95.72 |
95.73 |
95.64 |
95.69 |
-0.02 |
22,448 |
253,412 |
-3,504 |
Mar09 |
081209 |
95.67 |
95.70 |
95.62 |
95.66 |
-0.03 |
10,309 |
15,792 |
+10,223 |
Total Volume and Open Interest |
36,641 |
269,204 |
+6,719 |
3-Year Aus T-Bonds(SFE) |
Dec08 |
081209 |
96.40 |
96.49 |
96.39 |
96.46 |
+0.03 |
36,573 |
364,237 |
-4,999 |
Mar09 |
081209 |
96.24 |
96.32 |
96.24 |
96.29 |
+0.02 |
9,409 |
25,621 |
+9,312 |
Total Volume and Open Interest |
56,589 |
389,858 |
+4,313 |
Gold(CMX) |
Dec08 |
081209 |
775.0 |
776.5 |
762.3 |
772.4 |
+5.0 |
573 |
972 |
-185 |
Feb09 |
081209 |
772.7 |
780.7 |
762.5 |
774.2 |
+4.9 |
79,720 |
157,235 |
-493 |
Apr09 |
081209 |
773.5 |
781.3 |
766.4 |
775.9 |
+4.8 |
1,651 |
24,984 |
-152 |
Jun09 |
081209 |
778.6 |
783.0 |
767.1 |
777.6 |
+4.7 |
3,814 |
29,690 |
+1,170 |
Aug09 |
081209 |
777.4 |
779.3 |
777.4 |
779.3 |
+4.6 |
110 |
10,961 |
+1 |
Oct09 |
081209 |
781.3 |
781.3 |
781.3 |
781.3 |
+4.5 |
50 |
2,939 |
+0 |
Dec09 |
081209 |
779.6 |
785.7 |
775.0 |
783.3 |
+4.3 |
874 |
14,510 |
+491 |
Feb10 |
081209 |
785.4 |
785.4 |
785.4 |
785.4 |
+4.2 |
2 |
697 |
+0 |
Apr10 |
081209 |
787.6 |
787.6 |
787.6 |
787.6 |
+4.2 |
1 |
36 |
+1 |
Jun10 |
081209 |
789.8 |
789.8 |
789.8 |
789.8 |
+4.2 |
50 |
2,349 |
+0 |
Aug10 |
081209 |
792.2 |
792.2 |
792.2 |
792.2 |
+4.2 |
1 |
100 |
+0 |
Oct10 |
081209 |
794.7 |
794.7 |
794.7 |
794.7 |
+4.1 |
|
|
|
Total Volume and Open Interest |
113,500 |
262,152 |
-1,143 |
Silver(CMX) |
Dec08 |
081209 |
984.0 |
984.0 |
965.0 |
981.5 |
-12.5 |
126 |
216 |
-235 |
Mar09 |
081209 |
1000.0 |
1009.0 |
966.5 |
985.0 |
-12.5 |
23,655 |
50,964 |
-378 |
May09 |
081209 |
989.0 |
992.0 |
976.0 |
987.1 |
-12.5 |
204 |
6,728 |
+143 |
Jul09 |
081209 |
1000.5 |
1000.5 |
977.5 |
988.6 |
-12.6 |
60 |
9,071 |
+49 |
Sep09 |
081209 |
990.0 |
990.0 |
989.9 |
989.9 |
-12.7 |
205 |
3,354 |
+153 |
Dec09 |
081209 |
994.0 |
1000.0 |
980.5 |
991.8 |
-13.0 |
856 |
6,417 |
+496 |
Mar10 |
081209 |
993.6 |
993.6 |
993.6 |
993.6 |
-13.2 |
197 |
598 |
+0 |
Total Volume and Open Interest |
17,997 |
83,669 |
+372 |
Platinum(NYMEX) |
Jan09 |
081209 |
834.0 |
846.0 |
808.0 |
812.5 |
-30.8 |
3,018 |
13,020 |
-620 |
Apr09 |
081209 |
850.0 |
850.0 |
813.5 |
816.5 |
-31.3 |
478 |
3,237 |
+241 |
Jul09 |
081209 |
840.0 |
840.0 |
822.5 |
823.5 |
-31.3 |
14 |
22 |
+14 |
Total Volume and Open Interest |
1,233 |
16,644 |
-383 |
Palladium(NYMEX) |
Dec08 |
081209 |
178.80 |
178.80 |
178.80 |
178.80 |
+4.30 |
|
|
|
Mar09 |
081209 |
177.95 |
181.85 |
172.05 |
179.50 |
+4.30 |
651 |
12,520 |
-35 |
Jun09 |
081209 |
180.90 |
180.90 |
180.90 |
180.90 |
+4.30 |
|
|
|
Total Volume and Open Interest |
1,068 |
12,991 |
-29 |
Copper(CMX) |
Dec08 |
081209 |
140.85 |
144.40 |
140.60 |
142.15 |
-5.65 |
302 |
2,194 |
-139 |
Mar09 |
081209 |
151.30 |
151.45 |
141.10 |
144.35 |
-5.45 |
12,712 |
48,317 |
+28 |
May09 |
081209 |
145.95 |
148.50 |
142.80 |
145.50 |
-5.45 |
807 |
5,164 |
+183 |
Jul09 |
081209 |
145.00 |
148.70 |
145.00 |
146.25 |
-5.35 |
157 |
1,700 |
-44 |
Sep09 |
081209 |
146.00 |
146.95 |
146.00 |
146.95 |
-5.35 |
24 |
1,612 |
+12 |
Total Volume and Open Interest |
13,946 |
69,391 |
-421 |
Aluminum(CMX) |
Dec08 |
081209 |
0.70 |
0.70 |
0.70 |
0.70 |
-68.90 |
|
|
|
Jan09 |
081209 |
0.70 |
0.70 |
0.70 |
0.70 |
-69.65 |
|
|
|
Feb09 |
081209 |
0.71 |
0.71 |
0.71 |
0.71 |
-70.39 |
|
|
|
Mar09 |
081209 |
0.72 |
0.72 |
0.72 |
0.72 |
-71.13 |
|
|
|
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 |
081209 |
8851 |
8933 |
8650 |
8720 |
-155 |
1,708 |
31,164 |
+136 |
Mar09 |
081209 |
8825 |
8860 |
8650 |
8704 |
-154 |
127 |
873 |
+68 |
Jun09 |
081209 |
8698 |
8851 |
8698 |
8698 |
-153 |
|
|
|
Sep09 |
081209 |
8640 |
8791 |
8640 |
8640 |
-151 |
|
|
|
Total Volume and Open Interest |
2,206 |
31,833 |
-222 |
S & P 500(CME) |
Dec08 |
081209 |
905.70 |
916.20 |
885.00 |
889.50 |
-15.20 |
57,063 |
562,425 |
-16,725 |
Mar09 |
081209 |
898.80 |
915.00 |
884.50 |
888.90 |
-15.30 |
28,467 |
81,711 |
+18,005 |
Jun09 |
081209 |
888.20 |
909.70 |
885.70 |
888.20 |
-15.50 |
420 |
8,809 |
-3 |
Sep09 |
081209 |
886.60 |
908.50 |
884.50 |
886.60 |
-15.90 |
14 |
759 |
+1 |
Total Volume and Open Interest |
66,601 |
652,430 |
-5,365 |
S & P 500 E-Mini(Globex) |
Dec08 |
081209 |
906.25 |
916.25 |
884.50 |
889.50 |
-16.50 |
2,646,329 |
2,918,572 |
-70,976 |
Mar09 |
081209 |
904.50 |
915.50 |
884.00 |
889.00 |
-18.00 |
93,202 |
221,983 |
+28,256 |
Total Volume and Open Interest |
3,278,015 |
3,189,325 |
-10,405 |
NASDAQ 100(CME) |
Dec08 |
081209 |
1213.00 |
1253.00 |
1201.30 |
1217.00 |
+5.00 |
2,759 |
33,924 |
-61 |
Mar09 |
081209 |
1207.00 |
1254.00 |
1205.00 |
1219.00 |
+4.50 |
35 |
63 |
+22 |
Jun09 |
081209 |
1221.30 |
1221.80 |
1221.30 |
1221.30 |
+4.50 |
0 |
5 |
+0 |
Total Volume and Open Interest |
3,608 |
34,031 |
-298 |
NASDAQ 100 E-Mini(Globex) |
Dec08 |
081209 |
1213.80 |
1252.50 |
1200.50 |
1217.00 |
+5.00 |
383,648 |
353,386 |
+17,397 |
Mar09 |
081209 |
1207.50 |
1254.00 |
1202.80 |
1219.00 |
+4.50 |
4,452 |
2,656 |
+1,652 |
Total Volume and Open Interest |
443,020 |
338,633 |
-22,272 |
S & P Midcap 400(CME) |
Dec08 |
081209 |
512.00 |
527.00 |
501.00 |
506.10 |
-11.60 |
164 |
6,767 |
+0 |
Mar09 |
081209 |
513.50 |
524.00 |
505.00 |
505.50 |
-11.70 |
100 |
100 |
+100 |
Jun09 |
081209 |
505.50 |
505.50 |
505.20 |
505.50 |
-11.70 |
|
|
|
Total Volume and Open Interest |
152 |
6,767 |
+49 |
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 |
081209 |
8405 |
8500 |
8310 |
8400 |
+55 |
91,785 |
269,588 |
+1,003 |
Mar09 |
081209 |
8405 |
8505 |
8330 |
8415 |
+55 |
13,369 |
10,717 |
+3,075 |
Total Volume and Open Interest |
105,155 |
280,700 |
+4,078 |
Nikkei 225(SGX) |
Dec08 |
081209 |
8405 |
8500 |
8310 |
8400 |
+55 |
91,785 |
269,588 |
+1,003 |
Mar09 |
081209 |
8405 |
8505 |
8330 |
8415 |
+55 |
13,369 |
10,717 |
+3,075 |
Jun09 |
081209 |
8315 |
8315 |
8315 |
8315 |
+55 |
0 |
158 |
+0 |
Total Volume and Open Interest |
105,155 |
280,700 |
+4,078 |
CAC 40(EURONEXT) |
Dec08 |
081209 |
3219.0 |
3343.0 |
3196.5 |
3295.5 |
+55.0 |
116,773 |
389,480 |
-7,657 |
Jan09 |
081209 |
3224.5 |
3335.0 |
3205.5 |
3300.0 |
+55.0 |
343 |
2,157 |
+263 |
Feb09 |
081209 |
3311.5 |
3311.5 |
3307.5 |
3307.5 |
+54.5 |
40 |
60 |
+40 |
Total Volume and Open Interest |
156,960 |
404,354 |
-99,119 |
Hang Seng Index(HKFE) |
Dec08 |
081209 |
14952 |
15207 |
14651 |
14755 |
-323 |
5,857 |
4,868 |
+20 |
Jan09 |
081209 |
14960 |
15203 |
14680 |
14749 |
-325 |
45 |
66 |
+21 |
Total Volume and Open Interest |
5,905 |
5,648 |
+731 |
DAX(EUREX) |
Dec08 |
081209 |
4687.0 |
4855.5 |
4626.0 |
4783.0 |
+44.0 |
159,336 |
203,616 |
-7,304 |
Mar09 |
081209 |
4717.0 |
4878.5 |
4653.0 |
4807.5 |
+42.0 |
6,538 |
19,432 |
+2,205 |
Jun09 |
081209 |
4748.0 |
4909.0 |
4705.0 |
4838.5 |
+42.5 |
1,250 |
4,415 |
+721 |
Total Volume and Open Interest |
182,345 |
231,841 |
+0 |
FT-SE 100(EURONEXT) |
Dec08 |
081209 |
4264.50 |
4425.00 |
4237.00 |
4387.00 |
+84.00 |
132,845 |
768,295 |
+2,027 |
Mar09 |
081209 |
4230.00 |
4386.00 |
4207.00 |
4353.00 |
+80.00 |
1,450 |
22,132 |
+270 |
Jun09 |
081209 |
4331.00 |
4331.00 |
4331.00 |
4331.00 |
+83.50 |
0 |
83 |
+0 |
Total Volume and Open Interest |
161,702 |
788,213 |
-2,412 |
SPI 200(SFE) |
Dec08 |
081209 |
3643.0 |
3761.0 |
3553.0 |
3615.0 |
-28.0 |
34,055 |
319,780 |
+5,144 |
Mar09 |
081209 |
3614.0 |
3700.0 |
3523.0 |
3582.0 |
-28.0 |
607 |
2,756 |
+422 |
Jun09 |
081209 |
3554.0 |
3574.0 |
3554.0 |
3574.0 |
-28.0 |
33 |
2,555 |
+33 |
Total Volume and Open Interest |
36,470 |
326,242 |
+5,600 |
GSCI(CME) |
Dec08 |
081209 |
328.00 |
333.00 |
323.00 |
324.80 |
-7.95 |
1,548 |
10,192 |
-1,191 |
Jan09 |
081209 |
339.50 |
343.00 |
335.00 |
335.50 |
-8.15 |
1,208 |
4,342 |
+1,056 |
Feb09 |
081209 |
354.00 |
362.50 |
354.00 |
354.00 |
-8.00 |
|
|
|
Total Volume and Open Interest |
5,119 |
14,669 |
-740 |
RJ/CRB Index(ICE) |
Jan09 |
081209 |
341.75 |
341.75 |
337.00 |
337.00 |
-3.75 |
|
|
|
Feb09 |
081209 |
340.00 |
340.00 |
340.00 |
340.00 |
-3.00 |
|
|
|
Apr09 |
081209 |
348.00 |
348.05 |
344.00 |
344.00 |
-3.50 |
|
|
|
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. |
|
|