 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Wed December 17, 2008 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan09 |
081217 |
868.25 |
877.25 |
850.75 |
864.00 |
+5.50 |
6,461 |
75,813 |
-5,222 |
Mar09 |
081217 |
874.00 |
882.00 |
855.50 |
869.00 |
+6.00 |
4,718 |
123,974 |
-1,551 |
May09 |
081217 |
881.00 |
892.00 |
867.25 |
880.50 |
+6.00 |
726 |
28,431 |
+130 |
Jul09 |
081217 |
891.00 |
904.00 |
878.50 |
891.50 |
+6.50 |
665 |
34,382 |
-82 |
Aug09 |
081217 |
903.00 |
903.00 |
894.00 |
895.00 |
+7.50 |
0 |
1,556 |
-27 |
Sep09 |
081217 |
900.00 |
900.00 |
883.50 |
896.00 |
+8.00 |
0 |
865 |
-2 |
Nov09 |
081217 |
895.25 |
905.25 |
881.25 |
896.00 |
+10.00 |
157 |
43,450 |
-185 |
Total Volume and Open Interest |
148,416 |
320,760 |
-1,106 |
Soybean Meal(CBOT) |
Jan09 |
081217 |
262.00 |
265.00 |
256.10 |
263.20 |
+2.20 |
3,238 |
30,622 |
-1,094 |
Mar09 |
081217 |
262.00 |
265.10 |
256.50 |
263.10 |
+2.20 |
2,307 |
41,800 |
+1,141 |
May09 |
081217 |
264.10 |
270.00 |
260.00 |
266.30 |
+2.30 |
1,041 |
16,248 |
+535 |
Jul09 |
081217 |
268.60 |
279.00 |
263.50 |
269.70 |
+2.40 |
1,017 |
16,859 |
+281 |
Aug09 |
081217 |
270.40 |
271.10 |
266.00 |
271.10 |
+2.50 |
33 |
4,726 |
+173 |
Sep09 |
081217 |
270.60 |
272.00 |
267.00 |
271.50 |
+2.50 |
14 |
3,698 |
+200 |
Oct09 |
081217 |
266.20 |
269.80 |
265.00 |
269.80 |
+3.80 |
14 |
2,168 |
+150 |
Dec09 |
081217 |
269.60 |
271.00 |
264.80 |
271.00 |
+3.70 |
325 |
10,385 |
+168 |
Total Volume and Open Interest |
31,873 |
125,551 |
-1,466 |
Soybean Oil(CBOT) |
Jan09 |
081217 |
31.47 |
31.96 |
30.67 |
31.00 |
-0.35 |
3,730 |
65,674 |
-400 |
Mar09 |
081217 |
31.81 |
32.31 |
31.05 |
31.36 |
-0.35 |
3,666 |
73,590 |
+2,137 |
May09 |
081217 |
31.86 |
32.56 |
31.40 |
31.73 |
-0.35 |
1,135 |
21,341 |
+411 |
Jul09 |
081217 |
32.58 |
32.94 |
31.75 |
32.07 |
-0.35 |
719 |
24,342 |
+322 |
Aug09 |
081217 |
32.80 |
32.90 |
32.24 |
32.27 |
-0.34 |
275 |
4,941 |
+60 |
Sep09 |
081217 |
32.56 |
32.90 |
32.34 |
32.46 |
-0.34 |
51 |
4,856 |
+18 |
Oct09 |
081217 |
32.91 |
33.00 |
32.61 |
32.61 |
-0.34 |
25 |
3,811 |
+6 |
Dec09 |
081217 |
33.05 |
33.05 |
32.69 |
32.85 |
-0.32 |
55 |
20,161 |
-36 |
Total Volume and Open Interest |
57,719 |
221,929 |
+2,728 |
Canola(WCE) |
Jan09 |
081217 |
379.1 |
391.0 |
378.8 |
386.8 |
-0.6 |
3,859 |
16,168 |
-2,097 |
Mar09 |
081217 |
393.5 |
398.6 |
385.2 |
393.8 |
-0.4 |
5,100 |
54,950 |
+4,323 |
May09 |
081217 |
400.0 |
405.8 |
399.5 |
403.1 |
-0.1 |
852 |
4,845 |
-143 |
Jul09 |
081217 |
409.8 |
414.0 |
408.5 |
412.8 |
+1.2 |
1,111 |
5,865 |
-124 |
Nov09 |
081217 |
419.4 |
427.8 |
419.4 |
426.0 |
-0.4 |
86 |
6,434 |
+38 |
Total Volume and Open Interest |
13,986 |
86,320 |
+375 |
Corn(CBOT) |
Mar09 |
081217 |
397.75 |
402.75 |
381.75 |
389.50 |
-4.50 |
13,828 |
376,413 |
-5,403 |
May09 |
081217 |
409.00 |
414.00 |
392.75 |
400.50 |
-4.75 |
1,666 |
111,838 |
+2,131 |
Jul09 |
081217 |
418.25 |
424.75 |
403.50 |
411.00 |
-5.25 |
1,735 |
121,619 |
+1,431 |
Sep09 |
081217 |
429.00 |
435.25 |
414.75 |
421.50 |
-5.50 |
155 |
28,835 |
+776 |
Dec09 |
081217 |
444.50 |
450.00 |
428.25 |
435.25 |
-6.25 |
745 |
141,417 |
+976 |
Mar10 |
081217 |
453.50 |
460.00 |
440.75 |
447.25 |
-5.50 |
34 |
10,536 |
+7 |
Total Volume and Open Interest |
147,707 |
825,299 |
-1,500 |
Wheat(CBOT) |
Mar09 |
081217 |
552.75 |
561.00 |
540.50 |
557.50 |
+13.50 |
1,306 |
132,987 |
-194 |
May09 |
081217 |
561.75 |
572.50 |
554.00 |
570.25 |
+13.25 |
26 |
26,406 |
+100 |
Jul09 |
081217 |
580.00 |
585.25 |
566.25 |
582.50 |
+13.00 |
137 |
48,930 |
-371 |
Sep09 |
081217 |
595.00 |
605.50 |
590.00 |
604.50 |
+13.50 |
439 |
16,968 |
-90 |
Dec09 |
081217 |
620.00 |
628.00 |
607.75 |
625.25 |
+13.75 |
284 |
22,435 |
+1,026 |
Total Volume and Open Interest |
34,667 |
253,657 |
-198 |
Wheat(KCBT) |
Mar09 |
081217 |
565.75 |
580.00 |
560.50 |
578.25 |
+13.25 |
6,188 |
41,531 |
+310 |
May09 |
081217 |
580.00 |
590.75 |
573.75 |
589.75 |
+13.75 |
674 |
8,848 |
+167 |
Jul09 |
081217 |
592.00 |
602.25 |
584.25 |
601.25 |
+14.50 |
1,542 |
17,958 |
+245 |
Sep09 |
081217 |
603.00 |
612.75 |
594.50 |
612.25 |
+14.50 |
81 |
3,326 |
+6 |
Dec09 |
081217 |
618.00 |
632.50 |
615.00 |
630.50 |
+13.00 |
688 |
7,489 |
+478 |
Total Volume and Open Interest |
5,713 |
79,530 |
+327 |
Wheat(MGE) |
Dec08 |
081212 |
604.00 |
604.00 |
604.00 |
604.00 |
-20.50 |
11 |
14 |
-134 |
Mar09 |
081217 |
610.00 |
622.00 |
603.50 |
619.00 |
+11.75 |
2,907 |
13,155 |
+569 |
May09 |
081217 |
608.25 |
622.00 |
605.00 |
619.25 |
+11.00 |
813 |
8,428 |
+92 |
Jul09 |
081217 |
613.75 |
626.00 |
610.00 |
624.50 |
+13.00 |
462 |
3,187 |
+259 |
Sep09 |
081217 |
627.00 |
632.25 |
615.75 |
630.75 |
+16.25 |
259 |
3,387 |
+130 |
Total Volume and Open Interest |
2,392 |
29,060 |
-102 |
Oats(CBOT) |
Mar09 |
081217 |
228.75 |
231.25 |
215.50 |
222.00 |
-4.00 |
35 |
6,760 |
-89 |
May09 |
081217 |
235.50 |
239.00 |
226.25 |
231.00 |
-4.00 |
2 |
2,259 |
+88 |
Jul09 |
081217 |
244.50 |
246.00 |
239.75 |
240.50 |
-3.50 |
1 |
3,912 |
+105 |
Sep09 |
081217 |
250.00 |
253.50 |
250.00 |
250.00 |
-3.50 |
0 |
3 |
-2 |
Total Volume and Open Interest |
690 |
16,680 |
+65 |
Rough Rice(CBOT) |
Jan09 |
081217 |
15.20 |
15.32 |
14.66 |
14.98 |
-0.13 |
1 |
1,958 |
-83 |
Mar09 |
081217 |
15.20 |
15.34 |
14.66 |
14.98 |
-0.18 |
54 |
3,877 |
+67 |
May09 |
081217 |
15.37 |
15.40 |
15.02 |
15.13 |
-0.26 |
0 |
526 |
+6 |
Jul09 |
081217 |
15.43 |
15.43 |
15.20 |
15.23 |
-0.20 |
0 |
175 |
+1 |
Total Volume and Open Interest |
613 |
6,945 |
-84 |
Live Cattle(CME) |
Dec08 |
081217 |
86.750 |
86.930 |
85.500 |
86.450 |
-0.130 |
3,384 |
7,999 |
-1,402 |
Feb09 |
081217 |
87.450 |
87.635 |
85.900 |
86.885 |
+0.085 |
17,020 |
101,461 |
-1,114 |
Apr09 |
081217 |
89.500 |
90.000 |
88.600 |
89.450 |
+0.300 |
9,810 |
60,155 |
+1,031 |
Jun09 |
081217 |
86.000 |
86.200 |
85.000 |
85.800 |
+0.250 |
3,936 |
23,672 |
+917 |
Aug09 |
081217 |
85.000 |
85.550 |
84.600 |
85.300 |
+0.415 |
1,757 |
12,148 |
+697 |
Oct09 |
081217 |
87.900 |
88.500 |
87.500 |
88.400 |
+0.650 |
249 |
4,080 |
+66 |
Total Volume and Open Interest |
25,192 |
211,966 |
+1,855 |
Feeder Cattle(CME) |
Jan09 |
081217 |
92.000 |
93.900 |
91.700 |
93.450 |
+2.315 |
1,749 |
6,365 |
-376 |
Mar09 |
081217 |
90.930 |
93.200 |
90.930 |
92.980 |
+2.050 |
2,291 |
10,083 |
+69 |
Apr09 |
081217 |
91.950 |
94.150 |
91.950 |
93.850 |
+2.000 |
272 |
2,106 |
-22 |
May09 |
081217 |
92.950 |
95.000 |
92.950 |
94.850 |
+2.150 |
203 |
1,378 |
-16 |
Aug09 |
081217 |
95.500 |
96.750 |
95.000 |
96.500 |
+2.000 |
95 |
781 |
-3 |
Sep09 |
081217 |
95.050 |
96.750 |
94.900 |
96.750 |
+2.250 |
2 |
97 |
+0 |
Oct09 |
081217 |
95.400 |
96.750 |
95.400 |
96.750 |
+2.500 |
2 |
26 |
-1 |
Total Volume and Open Interest |
2,770 |
21,207 |
-239 |
Lean Hogs(CME) |
Feb09 |
081217 |
62.050 |
62.930 |
61.500 |
62.630 |
+0.180 |
9,797 |
72,118 |
-1,228 |
Apr09 |
081217 |
68.550 |
69.680 |
68.385 |
69.475 |
+0.545 |
3,662 |
40,998 |
+607 |
May09 |
081217 |
77.050 |
78.300 |
76.800 |
78.180 |
+0.980 |
129 |
1,524 |
-4 |
Jun09 |
081217 |
78.400 |
79.635 |
78.225 |
79.475 |
+0.645 |
2,382 |
29,052 |
-859 |
Jul09 |
081217 |
78.100 |
79.300 |
77.680 |
79.150 |
+0.925 |
195 |
4,786 |
-19 |
Aug09 |
081217 |
75.300 |
77.150 |
75.285 |
77.080 |
+0.580 |
95 |
3,769 |
-27 |
Oct09 |
081217 |
70.300 |
70.330 |
69.150 |
70.050 |
+0.600 |
65 |
2,537 |
+0 |
Dec09 |
081217 |
66.600 |
67.000 |
66.200 |
67.000 |
+0.600 |
51 |
780 |
+17 |
Total Volume and Open Interest |
12,418 |
157,175 |
+2,039 |
Pork Bellies(CME) |
Feb09 |
081217 |
83.830 |
86.980 |
82.800 |
86.980 |
+3.000 |
133 |
811 |
+16 |
Mar09 |
081217 |
84.000 |
84.000 |
83.500 |
84.000 |
+3.000 |
0 |
132 |
+0 |
May09 |
081217 |
85.100 |
85.100 |
84.500 |
85.100 |
+3.000 |
0 |
222 |
+0 |
Jul09 |
081217 |
86.300 |
86.300 |
85.300 |
86.300 |
+3.000 |
0 |
108 |
+0 |
Aug09 |
081217 |
88.000 |
88.000 |
88.000 |
88.000 |
+3.000 |
0 |
1 |
+0 |
Total Volume and Open Interest |
268 |
1,258 |
-19 |
Class III Milk(CME) |
Dec08 |
081217 |
15.17 |
15.18 |
15.13 |
15.16 |
-0.02 |
14 |
5,210 |
+13 |
Jan09 |
081217 |
12.87 |
12.99 |
12.65 |
12.67 |
-0.33 |
434 |
4,367 |
+126 |
Feb09 |
081217 |
12.94 |
12.94 |
12.64 |
12.65 |
-0.34 |
181 |
3,967 |
+26 |
Mar09 |
081217 |
13.05 |
13.05 |
12.66 |
12.66 |
-0.37 |
146 |
3,320 |
+71 |
Apr09 |
081217 |
13.10 |
13.10 |
12.89 |
12.91 |
-0.20 |
77 |
2,729 |
+28 |
Total Volume and Open Interest |
1,511 |
36,475 |
+384 |
Cocoa(ICE) |
Dec08 |
081215 |
2582 |
2582 |
2582 |
2582 |
+164 |
|
|
|
Mar09 |
081217 |
2615 |
2679 |
2595 |
2616 |
+47 |
5,188 |
61,068 |
-62 |
May09 |
081217 |
2602 |
2669 |
2596 |
2609 |
+47 |
850 |
22,466 |
+308 |
Jul09 |
081217 |
2639 |
2645 |
2573 |
2591 |
+44 |
233 |
9,720 |
-166 |
Sep09 |
081217 |
2613 |
2620 |
2547 |
2571 |
+46 |
118 |
6,558 |
-39 |
Dec09 |
081217 |
2582 |
2587 |
2539 |
2548 |
+46 |
90 |
9,183 |
-91 |
Mar10 |
081217 |
2526 |
2526 |
2526 |
2526 |
+47 |
0 |
2,421 |
-83 |
Total Volume and Open Interest |
13,081 |
113,371 |
+2,935 |
Coffee "C"(ICE) |
Dec08 |
081217 |
110.50 |
110.50 |
110.50 |
110.50 |
+0.90 |
0 |
28 |
-2 |
Mar09 |
081217 |
112.20 |
113.80 |
110.90 |
112.30 |
+1.20 |
5,162 |
71,709 |
-128 |
May09 |
081217 |
114.65 |
116.00 |
113.75 |
114.60 |
+1.20 |
697 |
26,631 |
+26 |
Jul09 |
081217 |
117.15 |
118.10 |
116.60 |
116.80 |
+1.20 |
800 |
6,617 |
+119 |
Sep09 |
081217 |
119.10 |
120.25 |
117.75 |
118.85 |
+1.10 |
432 |
3,807 |
+74 |
Dec09 |
081217 |
121.55 |
123.05 |
121.30 |
121.65 |
+1.10 |
431 |
6,823 |
+246 |
Total Volume and Open Interest |
16,093 |
119,185 |
-969 |
Orange Juice(ICE) |
Jan09 |
081217 |
73.85 |
76.00 |
73.20 |
75.25 |
+1.40 |
|
|
|
Mar09 |
081217 |
74.15 |
77.00 |
73.70 |
76.20 |
+2.30 |
|
|
|
May09 |
081217 |
77.85 |
80.10 |
77.75 |
80.10 |
+2.25 |
|
|
|
Jul09 |
081217 |
84.05 |
84.05 |
84.05 |
84.05 |
+2.25 |
|
|
|
Sep09 |
081217 |
88.55 |
88.55 |
88.55 |
88.55 |
+2.25 |
|
|
|
Nov09 |
081217 |
93.20 |
93.20 |
93.20 |
93.20 |
+2.25 |
|
|
|
Total Volume and Open Interest |
1,623 |
28,671 |
+169 |
Sugar #11(ICE) |
Mar09 |
081217 |
11.69 |
11.84 |
11.52 |
11.73 |
+0.06 |
28,464 |
247,586 |
-2,053 |
May09 |
081217 |
12.19 |
12.40 |
12.07 |
12.28 |
+0.07 |
6,898 |
100,220 |
-997 |
Jul09 |
081217 |
12.57 |
12.73 |
12.45 |
12.64 |
+0.08 |
5,423 |
116,576 |
+747 |
Oct09 |
081217 |
13.05 |
13.19 |
12.95 |
13.14 |
+0.11 |
1,853 |
70,505 |
+116 |
Mar10 |
081217 |
13.69 |
13.81 |
13.57 |
13.76 |
+0.11 |
1,505 |
49,801 |
+342 |
Total Volume and Open Interest |
43,668 |
641,974 |
-2,044 |
Sugar #14(ICE) |
Mar09 |
081217 |
19.89 |
19.89 |
19.89 |
19.89 |
-0.01 |
118 |
2,467 |
-100 |
May09 |
081217 |
20.39 |
20.39 |
20.35 |
20.37 |
-0.08 |
1 |
2,094 |
+1 |
Jul09 |
081217 |
20.45 |
20.55 |
20.45 |
20.50 |
-0.03 |
0 |
1,760 |
+0 |
Sep09 |
081217 |
20.90 |
20.90 |
20.90 |
20.90 |
-0.05 |
105 |
877 |
+10 |
Total Volume and Open Interest |
18 |
7,287 |
-12 |
London Cocoa(LCE) |
Mar09 |
081217 |
1729 |
1765 |
1696 |
1720 |
+13 |
6,439 |
70,311 |
-782 |
May09 |
081217 |
1722 |
1751 |
1710 |
1714 |
+15 |
9,090 |
34,693 |
+1,387 |
Jul09 |
081217 |
1721 |
1748 |
1705 |
1717 |
+12 |
2,999 |
30,098 |
-1,468 |
Sep09 |
081217 |
1729 |
1729 |
1700 |
1700 |
+11 |
0 |
11,567 |
+0 |
Dec09 |
081217 |
1698 |
1706 |
1670 |
1670 |
+13 |
195 |
9,959 |
+110 |
Mar10 |
081217 |
1695 |
1695 |
1669 |
1669 |
+14 |
0 |
820 |
+0 |
May10 |
081217 |
1677 |
1677 |
1677 |
1677 |
+14 |
0 |
12 |
+0 |
Total Volume and Open Interest |
10,577 |
158,213 |
+540 |
London Coffee(LCE) |
Jan09 |
081217 |
1891.00 |
1901.00 |
1860.00 |
1884.00 |
+19.00 |
2,881 |
55,938 |
-1,567 |
Total Volume and Open Interest |
3,980 |
57,505 |
-1,519 |
London Sugar(LCE) |
Mar09 |
081217 |
323.90 |
327.60 |
320.00 |
323.70 |
-0.10 |
960 |
25,526 |
+367 |
May09 |
081217 |
333.50 |
336.50 |
329.90 |
333.00 |
-0.60 |
88 |
10,850 |
+47 |
Aug09 |
081217 |
343.90 |
344.80 |
339.00 |
341.70 |
unch |
45 |
7,580 |
-5 |
Oct09 |
081217 |
351.10 |
353.40 |
350.00 |
350.00 |
-0.30 |
0 |
3,247 |
+0 |
Dec09 |
081217 |
360.20 |
360.20 |
358.30 |
358.30 |
-0.30 |
0 |
865 |
+0 |
Total Volume and Open Interest |
1,224 |
48,021 |
+28 |
Cotton(ICE) |
Mar09 |
081217 |
44.10 |
46.33 |
44.07 |
45.96 |
+1.82 |
4,319 |
73,638 |
-558 |
May09 |
081217 |
45.00 |
46.75 |
44.84 |
46.51 |
+1.62 |
1,037 |
19,817 |
+327 |
Jul09 |
081217 |
46.10 |
47.75 |
45.90 |
47.66 |
+1.76 |
753 |
17,671 |
-233 |
Oct09 |
081217 |
49.43 |
50.55 |
49.43 |
50.55 |
+1.81 |
3 |
237 |
-3 |
Dec09 |
081217 |
50.38 |
52.35 |
50.38 |
52.05 |
+1.92 |
515 |
14,618 |
-14 |
Mar10 |
081217 |
56.04 |
56.04 |
55.15 |
55.15 |
+1.92 |
26 |
167 |
+21 |
Total Volume and Open Interest |
7,765 |
128,324 |
-108 |
Lumber(CME) |
Jan09 |
081217 |
169.5 |
178.0 |
168.7 |
177.1 |
+9.1 |
250 |
2,322 |
-6 |
Mar09 |
081217 |
184.2 |
192.9 |
184.2 |
192.8 |
+3.8 |
895 |
4,470 |
+353 |
May09 |
081217 |
196.2 |
201.2 |
195.0 |
201.2 |
+7.9 |
95 |
868 |
+45 |
Jul09 |
081217 |
205.0 |
212.7 |
204.1 |
211.4 |
+4.4 |
9 |
356 |
-18 |
Total Volume and Open Interest |
1,570 |
7,780 |
+20 |
Crude Oil(NYM) |
Jan09 |
081217 |
43.75 |
45.50 |
39.88 |
40.06 |
-3.54 |
259,901 |
73,440 |
-33,709 |
Feb09 |
081217 |
46.82 |
48.98 |
44.44 |
44.61 |
-2.09 |
155,306 |
254,362 |
+19,418 |
Mar09 |
081217 |
50.09 |
51.51 |
47.13 |
47.27 |
-1.90 |
44,904 |
110,920 |
+4,647 |
Apr09 |
081217 |
51.90 |
53.08 |
49.02 |
49.16 |
-1.75 |
19,284 |
52,584 |
+236 |
May09 |
081217 |
53.32 |
53.93 |
50.64 |
50.64 |
-1.52 |
15,164 |
34,557 |
+1,140 |
Jun09 |
081217 |
55.40 |
55.40 |
51.80 |
51.86 |
-1.24 |
28,597 |
109,309 |
-330 |
Jul09 |
081217 |
55.50 |
55.67 |
52.74 |
52.87 |
-1.03 |
6,875 |
29,215 |
+103 |
Aug09 |
081217 |
54.85 |
55.15 |
53.72 |
53.72 |
-0.93 |
3,356 |
26,773 |
+448 |
Sep09 |
081217 |
56.23 |
56.23 |
54.53 |
54.53 |
-0.84 |
3,192 |
20,766 |
+176 |
Oct09 |
081217 |
56.38 |
56.73 |
55.27 |
55.27 |
-0.78 |
2,598 |
18,596 |
+31 |
Nov09 |
081217 |
56.12 |
56.40 |
55.96 |
55.96 |
-0.76 |
2,288 |
16,367 |
+238 |
Dec09 |
081217 |
58.48 |
59.41 |
56.55 |
56.64 |
-0.75 |
21,541 |
101,672 |
+289 |
Jan10 |
081217 |
59.40 |
59.40 |
57.27 |
57.27 |
-0.73 |
722 |
18,681 |
+114 |
Feb10 |
081217 |
59.77 |
60.37 |
57.89 |
57.89 |
-0.71 |
691 |
10,137 |
-235 |
Mar10 |
081217 |
58.51 |
58.51 |
58.51 |
58.51 |
-0.67 |
53 |
13,154 |
-15 |
Apr10 |
081217 |
59.09 |
59.09 |
59.09 |
59.09 |
-0.65 |
1 |
3,552 |
-1 |
Total Volume and Open Interest |
508,762 |
1,167,259 |
+2,556 |
e-miNY Crude Oil(NYM) |
Dec08 |
081119 |
54.500 |
55.325 |
53.300 |
53.625 |
-0.775 |
10,324 |
7,850 |
-701 |
Jan09 |
081217 |
43.750 |
45.650 |
39.825 |
40.050 |
-3.550 |
16,342 |
6,295 |
-773 |
Feb09 |
081217 |
47.000 |
48.950 |
44.400 |
44.600 |
-2.100 |
5,897 |
4,005 |
+2,254 |
Mar09 |
081217 |
50.250 |
51.400 |
47.100 |
47.275 |
-1.900 |
85 |
498 |
+3 |
Apr09 |
081217 |
51.500 |
51.625 |
49.150 |
49.150 |
-1.750 |
18 |
119 |
+1 |
May09 |
081217 |
52.425 |
52.525 |
50.650 |
50.650 |
-1.500 |
2 |
30 |
+0 |
Jun09 |
081217 |
53.125 |
53.125 |
51.850 |
51.850 |
-1.250 |
3 |
16 |
+3 |
Jul09 |
081217 |
52.900 |
52.900 |
52.900 |
52.900 |
-1.000 |
1 |
1 |
+0 |
Aug09 |
081217 |
53.750 |
53.750 |
53.750 |
53.750 |
-0.900 |
0 |
1 |
+0 |
Sep09 |
081217 |
54.550 |
54.550 |
54.550 |
54.550 |
-0.825 |
0 |
1 |
+0 |
Total Volume and Open Interest |
19,949 |
9,552 |
+395 |
Heating Oil(NYM) |
Jan09 |
081217 |
148.00 |
153.44 |
143.87 |
144.25 |
-1.78 |
34,746 |
30,051 |
-1,786 |
Feb09 |
081217 |
150.15 |
155.20 |
146.28 |
146.50 |
-1.83 |
16,363 |
44,035 |
-241 |
Mar09 |
081217 |
155.55 |
157.15 |
148.80 |
148.80 |
-2.18 |
8,159 |
29,671 |
+172 |
Apr09 |
081217 |
155.89 |
158.62 |
150.40 |
150.40 |
-2.53 |
3,178 |
16,797 |
+287 |
May09 |
081217 |
156.73 |
158.90 |
152.00 |
152.00 |
-2.88 |
2,400 |
13,996 |
+319 |
Jun09 |
081217 |
158.75 |
160.90 |
154.15 |
154.15 |
-3.03 |
3,801 |
20,786 |
+545 |
Jul09 |
081217 |
161.99 |
163.25 |
156.00 |
156.65 |
-3.03 |
848 |
8,368 |
+7 |
Aug09 |
081217 |
164.62 |
165.75 |
159.55 |
159.55 |
-2.73 |
647 |
4,259 |
+67 |
Sep09 |
081217 |
165.35 |
168.53 |
162.50 |
162.50 |
-2.43 |
772 |
7,453 |
+191 |
Oct09 |
081217 |
168.50 |
170.50 |
165.25 |
165.25 |
-2.43 |
295 |
3,299 |
+9 |
Nov09 |
081217 |
172.84 |
173.25 |
167.95 |
167.95 |
-2.38 |
176 |
2,190 |
-11 |
Dec09 |
081217 |
175.12 |
175.53 |
170.35 |
170.35 |
-2.38 |
1,606 |
13,926 |
+76 |
Total Volume and Open Interest |
72,563 |
224,134 |
+538 |
Gasoline(NYMEX) |
Jan09 |
081217 |
102.02 |
109.00 |
100.01 |
100.55 |
-3.45 |
33,408 |
45,534 |
-4,716 |
Feb09 |
081217 |
110.36 |
113.12 |
104.25 |
104.75 |
-3.22 |
18,755 |
60,881 |
+3,480 |
Mar09 |
081217 |
115.74 |
116.03 |
108.50 |
108.90 |
-3.07 |
6,170 |
25,058 |
-204 |
Apr09 |
081217 |
127.56 |
129.25 |
122.57 |
122.85 |
-2.87 |
2,994 |
17,204 |
+271 |
May09 |
081217 |
128.48 |
131.45 |
125.48 |
125.50 |
-2.67 |
2,400 |
9,738 |
+149 |
Jun09 |
081217 |
131.21 |
133.09 |
128.11 |
128.25 |
-2.37 |
2,215 |
9,167 |
+410 |
Jul09 |
081217 |
134.95 |
134.95 |
129.90 |
129.90 |
-2.27 |
961 |
7,761 |
+328 |
Aug09 |
081217 |
134.00 |
134.47 |
131.20 |
131.20 |
-1.97 |
806 |
4,271 |
+182 |
Sep09 |
081217 |
134.76 |
135.92 |
131.70 |
131.70 |
-1.97 |
725 |
4,141 |
+350 |
Oct09 |
081217 |
126.00 |
126.70 |
122.80 |
122.80 |
-1.87 |
112 |
2,990 |
+3 |
Total Volume and Open Interest |
68,614 |
201,541 |
+235 |
e-miNY RBOB Gasoline(NYM) |
Jan09 |
081217 |
100.55 |
100.55 |
100.55 |
100.55 |
-3.45 |
0 |
3 |
+0 |
Feb09 |
081217 |
104.75 |
104.75 |
104.75 |
104.75 |
-3.22 |
0 |
1 |
+0 |
Mar09 |
081217 |
108.90 |
108.90 |
108.90 |
108.90 |
-3.07 |
|
|
|
Apr09 |
081217 |
122.85 |
122.85 |
122.85 |
122.85 |
-2.87 |
|
|
|
Total Volume and Open Interest |
0 |
4 |
+0 |
Natural Gas(NYM) |
Jan09 |
081217 |
5.785 |
5.855 |
5.486 |
5.619 |
-0.132 |
47,989 |
55,202 |
-8,632 |
Feb09 |
081217 |
5.850 |
5.880 |
5.523 |
5.668 |
-0.113 |
22,478 |
67,354 |
+5,294 |
Mar09 |
081217 |
5.830 |
5.871 |
5.575 |
5.714 |
-0.089 |
10,720 |
104,472 |
+1,049 |
Apr09 |
081217 |
5.850 |
5.897 |
5.650 |
5.779 |
-0.054 |
11,309 |
62,183 |
-671 |
May09 |
081217 |
5.953 |
5.955 |
5.765 |
5.861 |
-0.040 |
4,414 |
35,980 |
-443 |
Jun09 |
081217 |
6.035 |
6.075 |
5.853 |
5.971 |
-0.032 |
871 |
26,363 |
-104 |
Jul09 |
081217 |
6.160 |
6.175 |
6.028 |
6.094 |
-0.027 |
1,350 |
23,761 |
+99 |
Aug09 |
081217 |
6.250 |
6.277 |
6.133 |
6.194 |
-0.027 |
514 |
21,445 |
+75 |
Sep09 |
081217 |
6.297 |
6.325 |
6.140 |
6.244 |
-0.027 |
528 |
17,379 |
-62 |
Oct09 |
081217 |
6.390 |
6.437 |
6.252 |
6.359 |
-0.029 |
1,986 |
34,074 |
+118 |
Nov09 |
081217 |
6.830 |
6.840 |
6.680 |
6.784 |
-0.029 |
391 |
17,102 |
+29 |
Dec09 |
081217 |
7.294 |
7.300 |
7.130 |
7.234 |
-0.034 |
362 |
27,321 |
-15 |
Jan10 |
081217 |
7.567 |
7.570 |
7.427 |
7.509 |
-0.034 |
1,286 |
21,249 |
-124 |
Feb10 |
081217 |
7.585 |
7.585 |
7.450 |
7.519 |
-0.034 |
216 |
8,190 |
+31 |
Mar10 |
081217 |
7.400 |
7.425 |
7.226 |
7.344 |
-0.036 |
327 |
18,691 |
+30 |
Apr10 |
081217 |
6.875 |
6.875 |
6.730 |
6.839 |
-0.036 |
582 |
16,572 |
+98 |
Total Volume and Open Interest |
100,056 |
715,676 |
+3,063 |
Brent Crude Oil(ICE) |
Feb09 |
081217 |
47.79 |
48.91 |
45.30 |
45.53 |
-1.12 |
112,284 |
143,106 |
-1,529 |
Mar09 |
081217 |
49.96 |
51.04 |
47.58 |
47.80 |
-1.09 |
31,095 |
103,586 |
+2,431 |
Apr09 |
081217 |
51.39 |
52.76 |
49.49 |
49.71 |
-0.98 |
12,885 |
43,091 |
+1,740 |
May09 |
081217 |
52.57 |
54.14 |
51.00 |
51.21 |
-0.87 |
6,190 |
20,017 |
-76 |
Jun09 |
081217 |
53.53 |
55.18 |
52.41 |
52.43 |
-0.79 |
8,516 |
37,509 |
-1,062 |
Jul09 |
081217 |
55.10 |
56.23 |
53.51 |
53.52 |
-0.72 |
3,846 |
16,490 |
+328 |
Aug09 |
081217 |
55.03 |
56.87 |
54.36 |
54.51 |
-0.68 |
2,942 |
10,581 |
-102 |
Sep09 |
081217 |
57.03 |
57.54 |
55.34 |
55.47 |
-0.67 |
2,807 |
13,752 |
+26 |
Oct09 |
081217 |
57.94 |
58.39 |
56.22 |
56.31 |
-0.68 |
1,718 |
8,447 |
+164 |
Nov09 |
081217 |
57.00 |
57.00 |
56.99 |
56.99 |
-0.77 |
1,280 |
11,267 |
+267 |
Dec09 |
081217 |
59.20 |
60.35 |
57.49 |
57.61 |
-0.83 |
9,152 |
51,889 |
+827 |
Jan10 |
081217 |
58.28 |
58.28 |
58.28 |
58.28 |
-0.78 |
0 |
9,463 |
-188 |
Feb10 |
081217 |
58.95 |
58.95 |
58.95 |
58.95 |
-0.73 |
0 |
6,215 |
+0 |
Mar10 |
081217 |
59.60 |
59.60 |
59.60 |
59.60 |
-0.70 |
0 |
3,281 |
+0 |
Total Volume and Open Interest |
295,105 |
595,669 |
-8,725 |
Gas Oil(ICE) |
Jan09 |
081217 |
470.00 |
488.50 |
460.50 |
470.25 |
+1.75 |
56,319 |
73,147 |
+2,390 |
Feb09 |
081217 |
481.50 |
496.00 |
468.00 |
477.50 |
unch |
30,177 |
64,001 |
+2,926 |
Mar09 |
081217 |
491.00 |
505.00 |
478.50 |
486.50 |
-1.25 |
13,326 |
23,051 |
+441 |
Apr09 |
081217 |
502.25 |
514.50 |
490.50 |
495.50 |
-2.00 |
6,844 |
21,719 |
+139 |
May09 |
081217 |
511.50 |
523.50 |
499.75 |
504.50 |
-2.50 |
4,334 |
19,261 |
-127 |
Jun09 |
081217 |
520.00 |
532.25 |
506.75 |
513.75 |
-2.75 |
7,431 |
37,595 |
-151 |
Jul09 |
081217 |
542.50 |
542.50 |
520.25 |
524.75 |
-2.75 |
3,535 |
11,340 |
+139 |
Aug09 |
081217 |
552.50 |
552.50 |
530.50 |
534.75 |
-2.75 |
2,700 |
11,902 |
+139 |
Sep09 |
081217 |
561.75 |
561.75 |
538.50 |
544.00 |
-3.00 |
2,291 |
10,562 |
+184 |
Oct09 |
081217 |
561.75 |
568.50 |
547.50 |
551.25 |
-2.75 |
968 |
6,994 |
+57 |
Total Volume and Open Interest |
138,202 |
384,232 |
+6,966 |
Ethanol(CBOT) |
Dec08 |
081203 |
1.590 |
1.650 |
1.550 |
1.570 |
unch |
17 |
84 |
-15 |
Jan09 |
081217 |
1.575 |
1.600 |
1.570 |
1.592 |
+0.005 |
100 |
267 |
-66 |
Feb09 |
081217 |
1.560 |
1.600 |
1.560 |
1.600 |
+0.010 |
12 |
245 |
+1 |
Mar09 |
081217 |
1.605 |
1.615 |
1.605 |
1.615 |
+0.015 |
19 |
319 |
+1 |
Apr09 |
081217 |
1.610 |
1.615 |
1.610 |
1.610 |
+0.010 |
13 |
344 |
+4 |
May09 |
081217 |
1.640 |
1.660 |
1.640 |
1.650 |
unch |
10 |
184 |
+0 |
Jun09 |
081217 |
1.650 |
1.650 |
1.650 |
1.650 |
-0.030 |
2 |
190 |
+2 |
Jul09 |
081217 |
1.670 |
1.670 |
1.670 |
1.670 |
-0.010 |
2 |
201 |
+2 |
Total Volume and Open Interest |
191 |
2,727 |
-44 |
US Dollar Index(ICE) |
Mar09 |
081217 |
80.950 |
81.395 |
79.500 |
80.075 |
-1.520 |
6,293 |
14,290 |
+455 |
Jun09 |
081217 |
81.305 |
81.305 |
80.280 |
80.525 |
-1.395 |
11 |
2,276 |
+7 |
Sep09 |
081217 |
81.150 |
81.150 |
81.150 |
81.150 |
-1.345 |
|
|
|
Total Volume and Open Interest |
6,638 |
16,566 |
-24,219 |
Australian Dollar(CME) |
Mar09 |
081217 |
68.84 |
70.04 |
68.13 |
69.55 |
+0.76 |
4 |
28,530 |
+1,065 |
Jun09 |
081217 |
69.11 |
69.56 |
67.93 |
69.30 |
+0.74 |
0 |
78 |
+17 |
Sep09 |
081217 |
69.03 |
69.03 |
68.33 |
69.03 |
+0.70 |
0 |
151 |
+0 |
Total Volume and Open Interest |
23,023 |
27,702 |
-40,690 |
British Pound(CME) |
Mar09 |
081217 |
155.40 |
157.00 |
152.17 |
154.47 |
-0.03 |
1 |
63,208 |
-1,327 |
Jun09 |
081217 |
153.75 |
156.76 |
152.45 |
154.48 |
-0.03 |
0 |
1,183 |
+0 |
Sep09 |
081217 |
154.89 |
156.73 |
152.64 |
154.52 |
-0.03 |
0 |
2 |
+0 |
Total Volume and Open Interest |
70,063 |
65,740 |
-70,424 |
Canadian Dollar(CME) |
Mar09 |
081217 |
82.99 |
83.93 |
82.41 |
83.40 |
+0.97 |
145 |
38,539 |
-189 |
Jun09 |
081217 |
83.07 |
83.84 |
82.56 |
83.50 |
+0.94 |
0 |
1,754 |
-4 |
Sep09 |
081217 |
83.21 |
83.93 |
82.73 |
83.62 |
+0.89 |
0 |
1,081 |
-85 |
Dec09 |
081217 |
83.52 |
83.95 |
82.74 |
83.64 |
+0.90 |
0 |
491 |
+1 |
Total Volume and Open Interest |
27,227 |
87,044 |
+267 |
Japanese Yen(CME) |
Mar09 |
081217 |
112.44 |
114.92 |
112.21 |
113.79 |
+1.71 |
21 |
106,784 |
+2,407 |
Jun09 |
081217 |
113.33 |
115.09 |
112.44 |
114.07 |
+1.63 |
0 |
3,664 |
+4 |
Sep09 |
081217 |
114.37 |
115.25 |
112.80 |
114.37 |
+1.57 |
0 |
9 |
+0 |
Total Volume and Open Interest |
56,269 |
108,061 |
-83,002 |
Swiss Franc(CME) |
Mar09 |
081217 |
89.48 |
93.67 |
89.16 |
93.04 |
+4.07 |
4 |
19,820 |
-1,163 |
Jun09 |
081217 |
93.37 |
93.71 |
89.30 |
93.37 |
+4.07 |
0 |
313 |
+0 |
Sep09 |
081217 |
93.64 |
93.85 |
89.57 |
93.64 |
+4.07 |
0 |
5 |
+0 |
Total Volume and Open Interest |
26,035 |
21,305 |
-17,798 |
EuroFX(CME) |
Mar09 |
081217 |
140.09 |
144.03 |
139.73 |
143.13 |
+3.69 |
57 |
116,995 |
+74 |
Jun09 |
081217 |
139.94 |
143.74 |
139.64 |
142.87 |
+3.62 |
0 |
595 |
-6 |
Sep09 |
081217 |
140.88 |
143.38 |
139.11 |
142.75 |
+3.64 |
10 |
1,021 |
-10 |
Total Volume and Open Interest |
147,271 |
118,594 |
-69,104 |
Mexican Peso(CME) |
Jan09 |
081217 |
756.0 |
760.0 |
756.0 |
756.0 |
-4.0 |
0 |
1 |
+0 |
Feb09 |
081217 |
751.0 |
755.0 |
751.0 |
751.0 |
-4.0 |
|
|
|
Total Volume and Open Interest |
4,745 |
10,956 |
-31,699 |
30-Year T-Bonds(CBOT) |
Dec08 |
081217 |
139~220 |
141~175 |
138~155 |
140~155 |
+2~000 |
3,805 |
9,299 |
-935 |
Mar09 |
081217 |
138~295 |
140~125 |
138~095 |
139~110 |
+1~310 |
162,025 |
760,683 |
+5,933 |
Jun09 |
081217 |
137~100 |
139~065 |
136~050 |
138~040 |
+1~310 |
59 |
371 |
+12 |
Total Volume and Open Interest |
118,817 |
765,397 |
-2,458 |
10-Year T-Notes(CBOT) |
Dec08 |
081217 |
129~305 |
130~255 |
129~165 |
129~225 |
+0~160 |
8,024 |
56,090 |
-563 |
Mar09 |
081217 |
126~310 |
128~130 |
126~225 |
127~175 |
+0~295 |
371,263 |
1,044,854 |
+22,133 |
Jun09 |
081217 |
126~100 |
126~100 |
125~125 |
126~100 |
+0~295 |
|
|
|
Total Volume and Open Interest |
284,661 |
1,079,374 |
-8,522 |
5-Year T-Notes(CBOT) |
Dec08 |
081217 |
122~084 |
122~126 |
121~124 |
122~006 |
-0~031 |
2,914 |
0 |
+0 |
Mar09 |
081217 |
119~118 |
120~076 |
119~069 |
119~091 |
-0~006 |
191,332 |
0 |
+0 |
Jun09 |
081217 |
119~052 |
119~059 |
119~052 |
119~052 |
-0~006 |
|
|
|
Total Volume and Open Interest |
210,002 |
1,040,095 |
+1,724 |
2 Year T-Notes(CBOT) |
Dec08 |
081217 |
109~121 |
110~011 |
109~100 |
109~112 |
-0~010 |
1,577 |
8,426 |
-1,454 |
Mar09 |
081217 |
108~099 |
108~114 |
108~066 |
108~084 |
-0~010 |
3,389 |
506,156 |
+18,579 |
Jun09 |
081217 |
108~084 |
108~095 |
108~084 |
108~084 |
-0~010 |
|
|
|
Total Volume and Open Interest |
88,156 |
497,457 |
+518 |
Eurodollars(CME) |
Mar09 |
081217 |
98.810 |
98.890 |
98.730 |
98.765 |
-0.020 |
6,315 |
1,345,087 |
+2,894 |
Jun09 |
081217 |
98.790 |
98.885 |
98.695 |
98.730 |
-0.050 |
7,491 |
1,037,939 |
+5,715 |
Sep09 |
081217 |
98.705 |
98.810 |
98.590 |
98.640 |
-0.060 |
5,918 |
859,606 |
+6,833 |
Dec09 |
081217 |
98.560 |
98.665 |
98.450 |
98.505 |
-0.055 |
3,623 |
716,301 |
-7,242 |
Mar10 |
081217 |
98.455 |
98.560 |
98.355 |
98.420 |
-0.040 |
3,190 |
599,602 |
+2,952 |
Jun10 |
081217 |
98.300 |
98.375 |
98.190 |
98.255 |
-0.030 |
2,792 |
367,944 |
+7,144 |
Sep10 |
081217 |
98.165 |
98.245 |
98.060 |
98.125 |
-0.020 |
3,296 |
336,065 |
-2,662 |
Dec10 |
081217 |
97.985 |
98.115 |
97.925 |
97.990 |
+0.010 |
2,572 |
285,926 |
+7,325 |
Mar11 |
081217 |
97.865 |
98.055 |
97.850 |
97.910 |
+0.035 |
3,860 |
187,614 |
+2,498 |
Jun11 |
081217 |
97.725 |
97.935 |
97.705 |
97.765 |
+0.060 |
3,275 |
186,761 |
-652 |
Sep11 |
081217 |
97.605 |
97.845 |
97.595 |
97.650 |
+0.080 |
3,644 |
121,978 |
+294 |
Dec11 |
081217 |
97.525 |
97.765 |
97.495 |
97.545 |
+0.100 |
3,258 |
94,271 |
-2,925 |
Mar12 |
081217 |
97.480 |
97.750 |
97.480 |
97.535 |
+0.115 |
3,116 |
93,579 |
-1,204 |
Jun12 |
081217 |
97.450 |
97.725 |
97.435 |
97.500 |
+0.130 |
1,268 |
66,566 |
+437 |
Sep12 |
081217 |
97.465 |
97.685 |
97.435 |
97.470 |
+0.140 |
701 |
66,308 |
+2,692 |
Dec12 |
081217 |
97.330 |
97.630 |
97.330 |
97.405 |
+0.155 |
1,688 |
54,763 |
+3,765 |
Mar13 |
081217 |
97.425 |
97.615 |
97.360 |
97.400 |
+0.165 |
1,453 |
48,711 |
-183 |
Jun13 |
081217 |
97.375 |
97.570 |
97.305 |
97.350 |
+0.170 |
586 |
27,547 |
-187 |
Total Volume and Open Interest |
1,170,623 |
6,712,303 |
-1,421,270 |
30 Day Federal Funds(CBOT) |
Dec08 |
081217 |
99.835 |
99.835 |
99.800 |
99.817 |
-0.015 |
150 |
71,586 |
+2,578 |
Jan09 |
081217 |
99.810 |
99.835 |
99.800 |
99.815 |
-0.020 |
110 |
64,089 |
+1,530 |
Feb09 |
081217 |
99.810 |
99.825 |
99.775 |
99.795 |
-0.025 |
110 |
63,914 |
+1,620 |
Mar09 |
081217 |
99.790 |
99.805 |
99.750 |
99.770 |
-0.030 |
110 |
40,120 |
+860 |
Apr09 |
081217 |
99.760 |
99.770 |
99.730 |
99.745 |
-0.020 |
0 |
40,003 |
+1,228 |
May09 |
081217 |
99.715 |
99.735 |
99.690 |
99.705 |
-0.020 |
161 |
37,850 |
-307 |
Total Volume and Open Interest |
22,426 |
398,351 |
+2,077 |
30 Day Fed Funds(e-CBOT) |
Dec08 |
081217 |
99.835 |
99.835 |
99.800 |
99.817 |
-0.018 |
5,412 |
71,586 |
+2,578 |
Jan09 |
081217 |
99.810 |
99.825 |
99.800 |
99.815 |
-0.015 |
9,416 |
64,089 |
+1,530 |
Feb09 |
081217 |
99.810 |
99.825 |
99.775 |
99.795 |
-0.025 |
15,180 |
63,914 |
+1,620 |
Mar09 |
081217 |
99.790 |
99.805 |
99.750 |
99.770 |
-0.020 |
8,532 |
40,120 |
+860 |
Apr09 |
081217 |
99.760 |
99.770 |
99.730 |
99.745 |
-0.020 |
8,833 |
40,003 |
+1,228 |
May09 |
081217 |
99.715 |
99.735 |
99.690 |
99.705 |
-0.020 |
6,769 |
37,850 |
-307 |
Total Volume and Open Interest |
68,547 |
406,335 |
+7,984 |
3-Mth Euro-Yen(CME) |
Mar09 |
081217 |
99.37 |
99.37 |
99.37 |
99.37 |
+0.06 |
0 |
5,104 |
-1 |
Jun09 |
081217 |
99.42 |
99.42 |
99.42 |
99.42 |
+0.06 |
0 |
1,283 |
+0 |
Sep09 |
081217 |
99.46 |
99.46 |
99.46 |
99.46 |
+0.06 |
0 |
480 |
-1 |
Dec09 |
081217 |
99.46 |
99.46 |
99.46 |
99.46 |
+0.06 |
0 |
180 |
+5 |
Mar10 |
081217 |
99.37 |
99.37 |
99.37 |
99.37 |
+0.07 |
|
|
|
Jun10 |
081217 |
99.31 |
99.31 |
99.31 |
99.31 |
+0.07 |
|
|
|
Sep10 |
081217 |
99.28 |
99.28 |
99.28 |
99.28 |
+0.06 |
|
|
|
Dec10 |
081217 |
99.30 |
99.30 |
99.30 |
99.30 |
+0.06 |
|
|
|
Mar11 |
081217 |
99.23 |
99.23 |
99.23 |
99.23 |
+0.16 |
|
|
|
Jun11 |
081217 |
99.23 |
99.23 |
99.23 |
99.23 |
+0.16 |
|
|
|
Total Volume and Open Interest |
0 |
7,047 |
+3 |
3-Mth Euro-Yen(SGX) |
Mar09 |
081217 |
99.38 |
99.39 |
99.37 |
99.38 |
+0.15 |
41 |
18,407 |
-170 |
Jun09 |
081217 |
99.46 |
99.46 |
99.43 |
99.43 |
+0.16 |
0 |
7,415 |
+64 |
Sep09 |
081217 |
99.47 |
99.47 |
99.47 |
99.47 |
+0.15 |
1 |
3,174 |
-34 |
Dec09 |
081217 |
99.42 |
99.47 |
99.42 |
99.47 |
+0.15 |
0 |
1,202 |
+0 |
Mar10 |
081217 |
99.38 |
99.38 |
99.38 |
99.38 |
+0.15 |
0 |
880 |
+0 |
Jun10 |
081217 |
99.32 |
99.32 |
99.32 |
99.32 |
+0.15 |
0 |
513 |
+0 |
Sep10 |
081217 |
99.29 |
99.29 |
99.29 |
99.29 |
+0.15 |
0 |
252 |
+0 |
Dec10 |
081217 |
99.31 |
99.31 |
99.31 |
99.31 |
+0.15 |
0 |
152 |
+0 |
Total Volume and Open Interest |
42 |
34,105 |
-19,672 |
Japanese Gov't Bonds(SGX) |
Mar09 |
081217 |
139.75 |
139.85 |
139.39 |
139.39 |
+0.25 |
1,803 |
11,183 |
-532 |
Jun09 |
081217 |
139.39 |
139.39 |
139.39 |
139.39 |
+0.25 |
|
|
|
Sep09 |
081217 |
139.39 |
139.39 |
139.39 |
139.39 |
+0.25 |
|
|
|
Total Volume and Open Interest |
1,803 |
11,183 |
-532 |
Euro-Bund(EUREX) |
Mar09 |
081216 |
122.60 |
124.19 |
122.47 |
122.99 |
+0.82 |
565,977 |
860,061 |
+588,168 |
Jun09 |
081216 |
121.81 |
123.00 |
121.81 |
122.06 |
+0.82 |
4 |
31 |
+25 |
Sep09 |
081216 |
122.06 |
122.06 |
122.06 |
122.06 |
+0.82 |
|
|
|
Total Volume and Open Interest |
592,271 |
860,092 |
|
Euro-Bobl(EUREX) |
Mar09 |
081215 |
114.02 |
114.71 |
113.94 |
114.69 |
+0.66 |
312,111 |
797,573 |
-604 |
Jun09 |
081217 |
115.93 |
115.93 |
115.93 |
115.93 |
+1.01 |
|
|
|
Sep09 |
081217 |
115.93 |
115.93 |
115.93 |
115.93 |
+1.01 |
|
|
|
Total Volume and Open Interest |
235,557 |
796,905 |
-326 |
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 |
081216 |
97.560 |
97.585 |
97.555 |
97.580 |
+0.190 |
42 |
3,426 |
+300 |
Total Volume and Open Interest |
2,303 |
39,671 |
-79 |
Long Gilt(LIFFE) |
Dec08 |
081217 |
122~19 |
122~22 |
122~07 |
122~16 |
+1~20 |
852 |
44,530 |
-7 |
Mar09 |
081217 |
121~08 |
122~02 |
120~30 |
121~20 |
+1~18 |
48,756 |
317,953 |
-4,017 |
Total Volume and Open Interest |
39,586 |
366,507 |
+2,692 |
3-Mth Short Sterling(LIFFE) |
Dec08 |
081217 |
96.96 |
96.96 |
96.93 |
96.95 |
+0.03 |
25,641 |
424,085 |
-4,705 |
Mar09 |
081217 |
97.96 |
98.24 |
97.96 |
98.17 |
+0.30 |
51,305 |
422,862 |
+5,380 |
Jun09 |
081217 |
98.10 |
98.37 |
98.08 |
98.28 |
+0.32 |
42,692 |
300,211 |
+7,168 |
Sep09 |
081217 |
97.92 |
98.21 |
97.92 |
98.12 |
+0.32 |
30,181 |
220,812 |
-6,038 |
Dec09 |
081217 |
97.64 |
97.89 |
97.63 |
97.83 |
+0.33 |
47,065 |
266,880 |
+6,579 |
Mar10 |
081217 |
97.37 |
97.68 |
97.37 |
97.63 |
+0.33 |
17,930 |
163,363 |
-3,122 |
Total Volume and Open Interest |
143,052 |
2,073,477 |
+4,988 |
3-Mth Euribor(LIFFE) |
Mar09 |
081217 |
97.535 |
97.580 |
97.465 |
97.570 |
+0.190 |
130,913 |
682,626 |
+12,778 |
Jun09 |
081217 |
97.745 |
97.805 |
97.685 |
97.790 |
+0.210 |
85,769 |
538,023 |
+15,237 |
Sep09 |
081217 |
97.690 |
97.785 |
97.640 |
97.750 |
+0.220 |
78,550 |
426,426 |
-17,237 |
Total Volume and Open Interest |
570,463 |
2,942,965 |
-691,253 |
3-Mth Aus T-Bills(SFE) |
Dec08 |
081211 |
95.53 |
95.60 |
95.48 |
95.50 |
unch |
13,955 |
44,000 |
-19,145 |
Mar09 |
081217 |
96.88 |
96.95 |
96.82 |
96.89 |
unch |
11,391 |
249,896 |
+654 |
Jun09 |
081217 |
97.03 |
97.11 |
96.99 |
97.07 |
+0.04 |
7,172 |
148,071 |
+4,154 |
Sep09 |
081217 |
96.85 |
96.93 |
96.83 |
96.89 |
+0.03 |
3,674 |
103,469 |
+2,164 |
Dec09 |
081217 |
96.50 |
96.60 |
96.50 |
96.59 |
+0.10 |
1,302 |
57,726 |
+777 |
Mar10 |
081217 |
96.05 |
96.21 |
96.05 |
96.21 |
+0.11 |
1,956 |
38,334 |
+200 |
Jun10 |
081217 |
95.68 |
95.81 |
95.66 |
95.81 |
+0.13 |
827 |
32,220 |
-391 |
Sep10 |
081217 |
95.45 |
95.54 |
95.41 |
95.54 |
+0.10 |
479 |
21,020 |
-35 |
Dec10 |
081217 |
95.27 |
95.38 |
95.25 |
95.36 |
+0.10 |
141 |
8,373 |
-24 |
Mar11 |
081217 |
95.26 |
95.26 |
95.26 |
95.26 |
+0.11 |
22 |
794 |
+2 |
Total Volume and Open Interest |
29,995 |
660,773 |
+7,522 |
10-Year Aus T-Bonds(SFE) |
Mar09 |
081217 |
95.74 |
95.86 |
95.62 |
95.85 |
+0.12 |
12,551 |
259,862 |
+6,762 |
Jun09 |
081217 |
95.85 |
95.85 |
95.85 |
95.85 |
+0.12 |
|
|
|
Total Volume and Open Interest |
21,753 |
259,862 |
|
3-Year Aus T-Bonds(SFE) |
Mar09 |
081217 |
96.62 |
96.62 |
96.56 |
96.62 |
+0.10 |
17,214 |
279,934 |
+12,562 |
Jun09 |
081217 |
96.62 |
96.62 |
96.62 |
96.62 |
+0.10 |
|
|
|
Total Volume and Open Interest |
37,773 |
279,934 |
|
Gold(CMX) |
Dec08 |
081217 |
854.4 |
880.8 |
853.5 |
867.5 |
+25.8 |
73 |
500 |
-331 |
Feb09 |
081217 |
860.0 |
883.6 |
847.2 |
868.5 |
+25.8 |
94,901 |
174,470 |
+1,814 |
Apr09 |
081217 |
859.7 |
884.0 |
849.6 |
869.4 |
+25.4 |
2,225 |
25,974 |
+389 |
Jun09 |
081217 |
858.7 |
884.5 |
850.8 |
870.5 |
+25.2 |
931 |
28,524 |
-314 |
Aug09 |
081217 |
871.9 |
871.9 |
871.8 |
871.8 |
+24.9 |
115 |
11,022 |
+3 |
Oct09 |
081217 |
873.1 |
873.1 |
873.1 |
873.1 |
+24.6 |
533 |
3,361 |
+0 |
Dec09 |
081217 |
860.3 |
887.9 |
860.3 |
874.7 |
+24.3 |
4,569 |
14,713 |
+335 |
Feb10 |
081217 |
876.4 |
876.4 |
876.4 |
876.4 |
+24.0 |
3 |
698 |
+0 |
Apr10 |
081217 |
878.1 |
878.1 |
878.1 |
878.1 |
+23.7 |
1 |
36 |
+0 |
Jun10 |
081217 |
879.8 |
881.0 |
879.8 |
879.8 |
+23.3 |
134 |
2,237 |
+0 |
Aug10 |
081217 |
881.7 |
881.7 |
881.7 |
881.7 |
+23.0 |
1 |
100 |
+0 |
Oct10 |
081217 |
883.7 |
883.7 |
883.7 |
883.7 |
+22.6 |
|
|
|
Total Volume and Open Interest |
99,694 |
279,280 |
+3,994 |
Silver(CMX) |
Dec08 |
081217 |
1141.0 |
1141.0 |
1125.0 |
1138.9 |
+71.5 |
71 |
106 |
+8 |
Mar09 |
081217 |
1126.0 |
1161.5 |
1083.5 |
1142.0 |
+71.5 |
17,261 |
53,120 |
+889 |
May09 |
081217 |
1127.0 |
1155.0 |
1085.0 |
1142.9 |
+71.0 |
580 |
6,946 |
-376 |
Jul09 |
081217 |
1144.5 |
1153.0 |
1096.5 |
1143.7 |
+70.6 |
881 |
9,164 |
+3 |
Sep09 |
081217 |
1144.5 |
1147.0 |
1144.5 |
1144.5 |
+70.6 |
420 |
3,402 |
+0 |
Dec09 |
081217 |
1101.0 |
1154.0 |
1101.0 |
1145.9 |
+70.4 |
90 |
6,639 |
+15 |
Mar10 |
081217 |
1147.1 |
1147.1 |
1147.1 |
1147.1 |
+70.1 |
197 |
598 |
+0 |
Total Volume and Open Interest |
17,571 |
86,747 |
+1,493 |
Platinum(NYMEX) |
Jan09 |
081217 |
864.0 |
878.4 |
851.3 |
865.2 |
+15.7 |
1,766 |
9,306 |
-798 |
Apr09 |
081217 |
868.3 |
880.1 |
856.2 |
869.6 |
+15.7 |
1,006 |
7,666 |
+816 |
Jul09 |
081217 |
884.8 |
884.8 |
876.1 |
876.1 |
+15.7 |
5 |
73 |
+5 |
Total Volume and Open Interest |
6,061 |
17,022 |
+339 |
Palladium(NYMEX) |
Dec08 |
081217 |
179.75 |
179.75 |
177.15 |
177.15 |
+0.10 |
|
|
|
Mar09 |
081217 |
180.20 |
182.40 |
176.70 |
177.60 |
+0.05 |
552 |
12,188 |
-33 |
Jun09 |
081217 |
181.50 |
182.00 |
178.60 |
178.60 |
-0.25 |
|
|
|
Total Volume and Open Interest |
362 |
12,660 |
-13 |
Copper(CMX) |
Dec08 |
081217 |
141.10 |
141.10 |
132.40 |
134.70 |
-0.75 |
325 |
1,302 |
-155 |
Mar09 |
081217 |
143.65 |
143.70 |
132.85 |
137.30 |
-0.55 |
9,607 |
48,642 |
+804 |
May09 |
081217 |
144.70 |
144.70 |
134.25 |
138.60 |
-0.50 |
650 |
6,830 |
+194 |
Jul09 |
081217 |
143.50 |
143.50 |
135.75 |
139.50 |
-0.45 |
67 |
1,670 |
+4 |
Sep09 |
081217 |
144.50 |
144.50 |
136.70 |
140.30 |
-0.45 |
9 |
1,680 |
+4 |
Total Volume and Open Interest |
10,098 |
70,629 |
+743 |
Aluminum(CMX) |
Dec08 |
081217 |
0.69 |
0.69 |
0.69 |
0.69 |
-67.16 |
|
|
|
Jan09 |
081217 |
0.70 |
0.70 |
0.70 |
0.70 |
-67.90 |
|
|
|
Feb09 |
081217 |
0.71 |
0.71 |
0.71 |
0.71 |
-68.64 |
|
|
|
Mar09 |
081217 |
0.71 |
0.71 |
0.71 |
0.71 |
-69.39 |
|
|
|
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 |
081217 |
8919 |
8962 |
8738 |
8800 |
-114 |
1,742 |
29,750 |
-570 |
Mar09 |
081217 |
8927 |
8940 |
8702 |
8779 |
-112 |
2,496 |
6,662 |
+1,404 |
Jun09 |
081217 |
8769 |
8881 |
8769 |
8769 |
-112 |
0 |
1 |
+0 |
Sep09 |
081217 |
8720 |
8834 |
8720 |
8720 |
-114 |
|
|
|
Total Volume and Open Interest |
4,675 |
35,579 |
+441 |
S & P 500(CME) |
Dec08 |
081217 |
903.50 |
919.50 |
896.50 |
904.20 |
-9.40 |
106,285 |
307,580 |
-48,400 |
Mar09 |
081217 |
913.00 |
918.00 |
887.00 |
903.00 |
-9.80 |
124,838 |
429,188 |
+45,981 |
Jun09 |
081217 |
901.20 |
913.20 |
895.20 |
901.20 |
-10.00 |
101 |
8,906 |
-70 |
Sep09 |
081217 |
899.20 |
911.20 |
893.20 |
899.20 |
-10.00 |
1 |
786 |
+0 |
Total Volume and Open Interest |
229,823 |
748,959 |
+29,644 |
S & P 500 E-Mini(Globex) |
Dec08 |
081217 |
900.75 |
919.75 |
887.50 |
905.00 |
-9.00 |
770,136 |
1,751,685 |
-112,796 |
Mar09 |
081217 |
913.50 |
918.25 |
886.75 |
903.00 |
-10.00 |
2,624,079 |
2,056,136 |
+278,118 |
Total Volume and Open Interest |
3,092,184 |
3,648,539 |
+130,435 |
NASDAQ 100(CME) |
Dec08 |
081217 |
1229.00 |
1241.00 |
1210.00 |
1227.00 |
-12.00 |
5,170 |
29,559 |
+126 |
Mar09 |
081217 |
1240.80 |
1245.00 |
1206.30 |
1228.50 |
-12.50 |
6,458 |
16,028 |
+3,549 |
Jun09 |
081217 |
1230.80 |
1230.80 |
1229.30 |
1230.80 |
-12.50 |
0 |
5 |
+0 |
Total Volume and Open Interest |
16,613 |
41,929 |
+5,279 |
NASDAQ 100 E-Mini(Globex) |
Dec08 |
081217 |
1235.00 |
1242.30 |
1203.80 |
1227.00 |
-12.00 |
78,663 |
215,548 |
-2,510 |
Mar09 |
081217 |
1241.50 |
1244.80 |
1205.30 |
1228.50 |
-12.50 |
342,050 |
180,242 |
+34,633 |
Total Volume and Open Interest |
405,018 |
365,308 |
+7,671 |
S & P Midcap 400(CME) |
Dec08 |
081217 |
519.00 |
536.00 |
514.00 |
530.55 |
+6.50 |
381 |
4,733 |
-317 |
Mar09 |
081217 |
518.50 |
536.00 |
514.00 |
530.00 |
+6.50 |
429 |
2,931 |
-189 |
Jun09 |
081217 |
530.00 |
530.00 |
527.50 |
530.00 |
+6.50 |
|
|
|
Total Volume and Open Interest |
4,860 |
8,170 |
+743 |
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) |
Mar09 |
081217 |
8880 |
8960 |
8410 |
8670 |
+105 |
56,737 |
131,921 |
-1,025 |
Jun09 |
081217 |
8590 |
8590 |
8590 |
8590 |
+105 |
0 |
160 |
+0 |
Total Volume and Open Interest |
56,737 |
132,599 |
-1,025 |
Nikkei 225(SGX) |
Mar09 |
081217 |
8880 |
8960 |
8410 |
8670 |
+105 |
56,737 |
131,921 |
-1,025 |
Jun09 |
081217 |
8590 |
8590 |
8590 |
8590 |
+105 |
0 |
160 |
+0 |
Sep09 |
081217 |
8595 |
8595 |
8595 |
8595 |
+105 |
0 |
69 |
+0 |
Total Volume and Open Interest |
56,737 |
132,599 |
-1,025 |
CAC 40(EURONEXT) |
Dec08 |
081217 |
3298.5 |
3303.5 |
3186.5 |
3243.0 |
-9.5 |
228,136 |
396,198 |
+2,056 |
Jan09 |
081217 |
3300.0 |
3308.5 |
3192.0 |
3248.5 |
-8.5 |
140,404 |
241,743 |
+109,169 |
Feb09 |
081217 |
3219.5 |
3256.5 |
3219.5 |
3256.5 |
-6.5 |
1 |
62 |
+1 |
Total Volume and Open Interest |
348,983 |
543,258 |
+99,703 |
Hang Seng Index(HKFE) |
Dec08 |
081217 |
15431 |
15589 |
15167 |
15524 |
+455 |
6,458 |
817 |
-7,019 |
Jan09 |
081217 |
15536 |
15586 |
15179 |
15482 |
+401 |
91 |
126 |
-91 |
Total Volume and Open Interest |
6,550 |
1,264 |
-7,006 |
DAX(EUREX) |
Dec08 |
081217 |
4807.5 |
4807.5 |
4639.0 |
4707.0 |
-13.5 |
164,069 |
161,643 |
-21,905 |
Mar09 |
081217 |
4836.0 |
4836.0 |
4665.0 |
4733.5 |
-9.5 |
38,071 |
65,831 |
+13,540 |
Jun09 |
081217 |
4844.0 |
4847.0 |
4692.5 |
4760.5 |
-11.0 |
6,379 |
9,947 |
-427 |
Total Volume and Open Interest |
208,519 |
237,421 |
-5,956 |
FT-SE 100(EURONEXT) |
Dec08 |
081217 |
4360.50 |
4388.50 |
4227.50 |
4306.50 |
-4.00 |
393,969 |
325,104 |
-222,998 |
Mar09 |
081217 |
4336.00 |
4364.00 |
4203.00 |
4284.50 |
+0.50 |
291,875 |
492,896 |
+229,755 |
Jun09 |
081217 |
4245.50 |
4245.50 |
4245.50 |
4245.50 |
-3.00 |
0 |
87 |
+0 |
Total Volume and Open Interest |
513,625 |
811,330 |
+19,393 |
SPI 200(SFE) |
Dec08 |
081217 |
3539.0 |
3652.0 |
3502.0 |
3578.0 |
+23.0 |
140,300 |
378,204 |
+35,280 |
Mar09 |
081217 |
3524.0 |
3635.0 |
3490.0 |
3581.0 |
+39.0 |
127,628 |
174,464 |
+119,943 |
Jun09 |
081217 |
3517.0 |
3577.0 |
3517.0 |
3577.0 |
+43.0 |
3 |
2,599 |
+0 |
Total Volume and Open Interest |
284,160 |
556,418 |
+155,223 |
GSCI(CME) |
Jan09 |
081217 |
358.00 |
359.00 |
345.00 |
347.40 |
-4.10 |
239 |
13,098 |
+91 |
Feb09 |
081217 |
356.50 |
368.00 |
356.00 |
356.50 |
-4.50 |
2 |
0 |
+0 |
Mar09 |
081217 |
366.50 |
378.00 |
366.00 |
366.50 |
-3.50 |
|
|
|
Total Volume and Open Interest |
733 |
13,007 |
-1,566 |
RJ/CRB Index(ICE) |
Jan09 |
081217 |
360.00 |
361.25 |
357.00 |
357.00 |
+3.00 |
|
|
|
Feb09 |
081217 |
360.00 |
360.00 |
360.00 |
360.00 |
+3.00 |
|
|
|
Apr09 |
081217 |
368.00 |
368.00 |
365.00 |
365.00 |
+3.00 |
|
|
|
Total Volume and Open Interest |
0 |
4 |
+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. |
|
|