|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Fri December 26, 2008 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan09 |
081226 |
920.50 |
963.00 |
920.25 |
951.75 |
+36.00 |
2,452 |
35,142 |
-5,784 |
| Mar09 |
081226 |
927.00 |
967.00 |
923.00 |
956.50 |
+37.50 |
2,995 |
138,849 |
+2,452 |
| May09 |
081226 |
935.00 |
977.75 |
935.00 |
967.50 |
+37.50 |
183 |
29,316 |
+486 |
| Jul09 |
081226 |
947.50 |
988.00 |
946.00 |
978.75 |
+37.75 |
513 |
34,483 |
-220 |
| Aug09 |
081226 |
959.50 |
985.00 |
954.00 |
981.25 |
+38.25 |
50 |
1,418 |
-17 |
| Sep09 |
081226 |
989.00 |
989.00 |
942.00 |
980.50 |
+38.50 |
50 |
921 |
+36 |
| Nov09 |
081226 |
948.00 |
988.50 |
947.50 |
979.50 |
+38.50 |
165 |
39,571 |
+2 |
| Total Volume and Open Interest |
84,194 |
288,341 |
-9,219 |
| Soybean Meal(CBOT) |
| Jan09 |
081226 |
288.20 |
299.00 |
280.50 |
297.70 |
+9.80 |
2,341 |
14,649 |
-1,190 |
| Mar09 |
081226 |
289.90 |
297.80 |
287.20 |
297.00 |
+10.00 |
2,367 |
49,561 |
+915 |
| May09 |
081226 |
289.60 |
299.30 |
289.40 |
299.30 |
+9.80 |
315 |
16,712 |
+133 |
| Jul09 |
081226 |
293.10 |
302.50 |
293.10 |
302.40 |
+9.90 |
493 |
16,881 |
-58 |
| Aug09 |
081226 |
303.70 |
303.70 |
294.80 |
303.60 |
+9.90 |
55 |
4,862 |
+59 |
| Sep09 |
081226 |
304.80 |
304.80 |
300.50 |
303.90 |
+9.90 |
10 |
3,651 |
-1 |
| Oct09 |
081226 |
302.70 |
302.80 |
299.00 |
302.20 |
+10.40 |
5 |
2,177 |
+1 |
| Dec09 |
081226 |
295.10 |
303.70 |
295.10 |
303.40 |
+10.40 |
109 |
10,418 |
-23 |
| Total Volume and Open Interest |
52,684 |
119,676 |
-3,712 |
| Soybean Oil(CBOT) |
| Jan09 |
081226 |
31.35 |
33.45 |
31.18 |
32.82 |
+1.51 |
2,808 |
27,867 |
-6,497 |
| Mar09 |
081226 |
31.61 |
33.75 |
31.47 |
33.12 |
+1.51 |
2,625 |
95,393 |
+3,643 |
| May09 |
081226 |
31.94 |
34.00 |
31.91 |
33.43 |
+1.51 |
153 |
22,711 |
+232 |
| Jul09 |
081226 |
32.40 |
34.25 |
32.21 |
33.72 |
+1.51 |
462 |
24,587 |
+94 |
| Aug09 |
081226 |
32.99 |
34.09 |
32.39 |
33.90 |
+1.51 |
55 |
5,246 |
+41 |
| Sep09 |
081226 |
34.17 |
34.32 |
34.07 |
34.07 |
+1.51 |
174 |
4,554 |
-110 |
| Oct09 |
081226 |
34.47 |
34.47 |
32.72 |
34.23 |
+1.51 |
0 |
3,860 |
+0 |
| Dec09 |
081226 |
32.95 |
34.90 |
32.95 |
34.45 |
+1.51 |
55 |
20,376 |
-55 |
| Total Volume and Open Interest |
61,672 |
212,994 |
-1,423 |
| Canola(WCE) |
| Jan09 |
081224 |
390.0 |
400.0 |
390.0 |
399.2 |
+2.6 |
2,106 |
6,861 |
-1,309 |
| Mar09 |
081224 |
400.5 |
406.5 |
397.1 |
405.7 |
+1.3 |
3,877 |
66,786 |
+2,415 |
| May09 |
081224 |
411.5 |
415.0 |
411.5 |
414.4 |
+1.4 |
21 |
4,499 |
-221 |
| Jul09 |
081224 |
419.9 |
423.7 |
419.8 |
423.1 |
+1.1 |
53 |
5,219 |
-294 |
| Nov09 |
081224 |
430.8 |
435.7 |
429.3 |
435.7 |
+2.0 |
76 |
6,649 |
-164 |
| Total Volume and Open Interest |
15,713 |
89,646 |
+1,226 |
| Corn(CBOT) |
| Mar09 |
081226 |
398.75 |
414.50 |
398.25 |
412.25 |
+14.25 |
3,548 |
356,473 |
-835 |
| May09 |
081226 |
409.25 |
424.50 |
405.00 |
422.50 |
+14.50 |
253 |
106,733 |
-699 |
| Jul09 |
081226 |
410.00 |
434.25 |
410.00 |
432.50 |
+14.50 |
145 |
121,536 |
+299 |
| Sep09 |
081226 |
430.00 |
443.00 |
427.75 |
442.50 |
+14.75 |
25 |
30,328 |
+408 |
| Dec09 |
081226 |
442.25 |
458.75 |
442.25 |
456.50 |
+15.00 |
300 |
143,193 |
+372 |
| Mar10 |
081226 |
453.00 |
470.00 |
453.00 |
468.00 |
+14.75 |
20 |
10,872 |
-17 |
| Total Volume and Open Interest |
88,992 |
805,163 |
+2,786 |
| Wheat(CBOT) |
| Mar09 |
081226 |
582.00 |
602.50 |
580.00 |
599.25 |
+17.00 |
725 |
126,023 |
+413 |
| May09 |
081226 |
597.00 |
614.50 |
596.75 |
611.75 |
+17.00 |
26 |
25,263 |
+89 |
| Jul09 |
081226 |
609.00 |
625.25 |
608.00 |
623.00 |
+17.00 |
137 |
48,974 |
+55 |
| Sep09 |
081226 |
636.00 |
645.00 |
636.00 |
643.25 |
+17.00 |
14 |
16,522 |
-12 |
| Dec09 |
081226 |
649.75 |
665.00 |
649.00 |
663.50 |
+17.25 |
15 |
22,196 |
+121 |
| Total Volume and Open Interest |
34,457 |
245,009 |
-2,008 |
| Wheat(KCBT) |
| Mar09 |
081226 |
600.75 |
620.00 |
600.25 |
616.25 |
+16.25 |
1,932 |
40,833 |
-231 |
| May09 |
081226 |
613.50 |
629.25 |
613.50 |
627.25 |
+16.75 |
347 |
9,625 |
+45 |
| Jul09 |
081226 |
630.00 |
640.00 |
630.00 |
638.25 |
+16.25 |
711 |
18,310 |
-222 |
| Sep09 |
081226 |
641.00 |
651.50 |
641.00 |
648.75 |
+15.75 |
223 |
3,443 |
+33 |
| Dec09 |
081226 |
651.75 |
670.00 |
651.75 |
667.25 |
+15.75 |
233 |
8,017 |
-141 |
| Total Volume and Open Interest |
5,674 |
82,297 |
-62 |
| Wheat(MGE) |
| Mar09 |
081226 |
641.75 |
659.00 |
641.75 |
653.00 |
+11.25 |
1,193 |
11,879 |
+8 |
| May09 |
081226 |
644.75 |
658.50 |
644.75 |
652.25 |
+10.50 |
173 |
8,058 |
-51 |
| Jul09 |
081226 |
662.25 |
665.00 |
659.25 |
659.50 |
+12.00 |
84 |
3,010 |
-6 |
| Sep09 |
081226 |
659.00 |
672.00 |
659.00 |
666.25 |
+9.75 |
52 |
3,248 |
-24 |
| Dec09 |
081226 |
674.00 |
686.50 |
674.00 |
684.50 |
+13.50 |
56 |
1,836 |
+3 |
| Total Volume and Open Interest |
1,558 |
28,183 |
-71 |
| Oats(CBOT) |
| Mar09 |
081226 |
220.00 |
238.25 |
220.00 |
231.00 |
+12.25 |
5 |
6,745 |
+12 |
| May09 |
081226 |
231.00 |
243.75 |
227.75 |
240.00 |
+12.25 |
4 |
2,962 |
+10 |
| Jul09 |
081226 |
242.25 |
249.50 |
237.25 |
249.50 |
+12.25 |
0 |
2,729 |
-1,219 |
| Sep09 |
081226 |
259.00 |
259.00 |
246.75 |
259.00 |
+12.25 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
586 |
17,496 |
-2,391 |
| Rough Rice(CBOT) |
| Jan09 |
081226 |
15.12 |
15.35 |
15.10 |
15.10 |
-0.04 |
5 |
1,292 |
-11 |
| Mar09 |
081226 |
15.05 |
15.36 |
15.05 |
15.14 |
+0.10 |
2 |
4,299 |
+10 |
| May09 |
081226 |
15.33 |
15.41 |
15.26 |
15.28 |
+0.10 |
0 |
524 |
+1 |
| Jul09 |
081226 |
15.42 |
15.42 |
15.31 |
15.42 |
+0.11 |
0 |
174 |
+0 |
| Total Volume and Open Interest |
542 |
6,695 |
-124 |
| Live Cattle(CME) |
| Dec08 |
081226 |
87.250 |
87.250 |
84.885 |
85.900 |
-1.580 |
1,049 |
1,956 |
-559 |
| Feb09 |
081226 |
88.350 |
89.430 |
85.350 |
86.100 |
-2.230 |
4,328 |
100,525 |
-626 |
| Apr09 |
081226 |
91.050 |
91.250 |
88.385 |
88.850 |
-2.100 |
3,580 |
61,085 |
+419 |
| Jun09 |
081226 |
87.000 |
87.285 |
84.500 |
84.930 |
-1.550 |
1,335 |
24,835 |
+83 |
| Aug09 |
081226 |
85.850 |
86.250 |
84.885 |
85.135 |
-1.415 |
930 |
14,421 |
-120 |
| Oct09 |
081226 |
88.785 |
88.900 |
88.000 |
88.000 |
-1.400 |
154 |
4,427 |
-27 |
| Total Volume and Open Interest |
13,330 |
211,081 |
-1,310 |
| Feeder Cattle(CME) |
| Jan09 |
081226 |
94.635 |
94.635 |
92.550 |
92.830 |
-2.055 |
179 |
4,266 |
-33 |
| Mar09 |
081226 |
94.550 |
94.550 |
91.750 |
91.750 |
-2.800 |
667 |
11,240 |
+106 |
| Apr09 |
081226 |
95.285 |
95.400 |
92.700 |
92.700 |
-2.650 |
114 |
2,207 |
+54 |
| May09 |
081226 |
96.580 |
96.580 |
93.600 |
94.100 |
-2.450 |
173 |
1,522 |
+13 |
| Aug09 |
081226 |
97.635 |
97.635 |
95.730 |
95.950 |
-1.550 |
62 |
876 |
+50 |
| Sep09 |
081226 |
96.450 |
97.000 |
96.450 |
96.450 |
-0.650 |
3 |
105 |
+1 |
| Oct09 |
081226 |
96.800 |
97.050 |
96.450 |
96.450 |
-0.650 |
0 |
27 |
+0 |
| Total Volume and Open Interest |
2,329 |
20,074 |
-48 |
| Lean Hogs(CME) |
| Feb09 |
081226 |
60.800 |
60.800 |
58.850 |
58.950 |
-1.900 |
4,838 |
71,514 |
+141 |
| Apr09 |
081226 |
68.200 |
68.200 |
66.500 |
66.725 |
-1.675 |
3,381 |
41,949 |
+688 |
| May09 |
081226 |
77.400 |
77.650 |
76.900 |
77.500 |
-1.200 |
27 |
1,525 |
+2 |
| Jun09 |
081226 |
78.600 |
78.600 |
77.750 |
78.000 |
-1.050 |
2,558 |
27,748 |
-317 |
| Jul09 |
081226 |
78.330 |
78.550 |
78.100 |
78.450 |
-0.685 |
73 |
4,857 |
-35 |
| Aug09 |
081226 |
76.500 |
76.900 |
75.950 |
76.450 |
-0.850 |
59 |
3,724 |
-27 |
| Oct09 |
081226 |
69.800 |
69.900 |
69.500 |
69.650 |
-0.550 |
4 |
2,739 |
-1 |
| Dec09 |
081226 |
66.900 |
66.900 |
66.600 |
66.785 |
-0.515 |
23 |
837 |
-1 |
| Total Volume and Open Interest |
11,891 |
154,543 |
-626 |
| Pork Bellies(CME) |
| Feb09 |
081226 |
88.450 |
89.400 |
87.200 |
88.450 |
-1.150 |
76 |
640 |
-21 |
| Mar09 |
081226 |
87.000 |
87.750 |
86.000 |
86.400 |
-0.200 |
1 |
134 |
+0 |
| May09 |
081226 |
86.050 |
87.000 |
86.000 |
86.050 |
-0.550 |
0 |
224 |
+0 |
| Jul09 |
081226 |
87.000 |
87.000 |
87.000 |
87.000 |
-0.500 |
0 |
108 |
+0 |
| Aug09 |
081226 |
88.000 |
88.000 |
88.000 |
88.000 |
-2.000 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
178 |
1,129 |
-8 |
| Class III Milk(CME) |
| Dec08 |
081226 |
14.97 |
14.97 |
14.97 |
14.97 |
unch |
8 |
5,143 |
-26 |
| Jan09 |
081226 |
11.56 |
11.56 |
11.56 |
11.56 |
unch |
101 |
4,373 |
-13 |
| Feb09 |
081226 |
11.56 |
11.56 |
11.56 |
11.56 |
unch |
139 |
4,004 |
-32 |
| Mar09 |
081226 |
11.93 |
11.93 |
11.93 |
11.93 |
unch |
64 |
3,498 |
+40 |
| Apr09 |
081226 |
12.49 |
12.49 |
12.49 |
12.49 |
unch |
28 |
2,873 |
+10 |
| Total Volume and Open Interest |
1,059 |
37,856 |
+50 |
| Cocoa(ICE) |
| Mar09 |
081226 |
2595 |
2626 |
2595 |
2626 |
unch |
5,100 |
60,241 |
+209 |
| May09 |
081226 |
2600 |
2619 |
2600 |
2619 |
unch |
1,262 |
23,096 |
-49 |
| Jul09 |
081226 |
2605 |
2608 |
2605 |
2608 |
+3 |
0 |
11,587 |
-2 |
| Sep09 |
081226 |
2585 |
2585 |
2585 |
2585 |
unch |
0 |
6,839 |
+23 |
| Dec09 |
081226 |
2556 |
2556 |
2556 |
2556 |
unch |
0 |
9,311 |
+4 |
| Mar10 |
081226 |
2526 |
2526 |
2526 |
2526 |
unch |
0 |
2,672 |
+0 |
| May10 |
081226 |
2512 |
2512 |
2512 |
2512 |
unch |
0 |
1,570 |
+0 |
| Total Volume and Open Interest |
8,265 |
115,385 |
+1,080 |
| Coffee "C"(ICE) |
| Mar09 |
081226 |
108.30 |
109.35 |
107.95 |
108.40 |
+0.35 |
2,843 |
71,152 |
+185 |
| May09 |
081226 |
110.80 |
111.55 |
110.30 |
110.65 |
+0.35 |
457 |
27,773 |
+95 |
| Jul09 |
081226 |
113.05 |
113.50 |
112.80 |
112.85 |
+0.35 |
38 |
7,560 |
+148 |
| Sep09 |
081226 |
115.35 |
115.60 |
114.90 |
114.90 |
+0.35 |
68 |
3,892 |
-3 |
| Dec09 |
081226 |
118.60 |
118.65 |
117.85 |
117.85 |
+0.35 |
0 |
7,135 |
+4 |
| Mar10 |
081226 |
120.80 |
120.80 |
120.80 |
120.80 |
+0.35 |
0 |
3,324 |
+9 |
| Total Volume and Open Interest |
3,466 |
121,339 |
-166 |
| Orange Juice(ICE) |
| Jan09 |
081226 |
71.50 |
71.50 |
70.55 |
71.15 |
-0.95 |
568 |
1,352 |
-151 |
| Mar09 |
081226 |
72.50 |
73.75 |
72.25 |
72.60 |
-0.35 |
1,130 |
22,621 |
-21 |
| May09 |
081226 |
76.40 |
76.55 |
76.40 |
76.55 |
-0.40 |
0 |
2,344 |
-11 |
| Jul09 |
081226 |
80.55 |
80.55 |
80.55 |
80.55 |
-0.40 |
0 |
1,316 |
+0 |
| Sep09 |
081226 |
84.35 |
84.35 |
84.35 |
84.35 |
-0.40 |
0 |
274 |
+0 |
| Nov09 |
081226 |
88.20 |
88.20 |
88.20 |
88.20 |
-0.40 |
0 |
121 |
+0 |
| Total Volume and Open Interest |
1,788 |
28,517 |
+139 |
| Sugar #11(ICE) |
| Mar09 |
081226 |
11.02 |
11.04 |
10.83 |
10.98 |
-0.04 |
13,551 |
243,265 |
-78 |
| May09 |
081226 |
11.67 |
11.67 |
11.43 |
11.61 |
-0.04 |
2,395 |
101,020 |
+983 |
| Jul09 |
081226 |
12.17 |
12.18 |
12.00 |
12.11 |
-0.06 |
2,779 |
116,032 |
+684 |
| Oct09 |
081226 |
12.86 |
12.87 |
12.70 |
12.80 |
-0.05 |
929 |
69,516 |
-79 |
| Mar10 |
081226 |
13.64 |
13.65 |
13.50 |
13.62 |
-0.01 |
777 |
50,549 |
+342 |
| Total Volume and Open Interest |
21,580 |
639,684 |
+2,191 |
| Sugar #14(ICE) |
| Mar09 |
081226 |
20.08 |
20.08 |
20.08 |
20.08 |
+0.08 |
50 |
2,475 |
-5 |
| May09 |
081226 |
20.59 |
20.59 |
20.59 |
20.59 |
unch |
35 |
2,171 |
+1 |
| Jul09 |
081226 |
20.63 |
20.63 |
20.63 |
20.63 |
unch |
0 |
1,813 |
+0 |
| Sep09 |
081226 |
21.00 |
21.00 |
20.99 |
20.99 |
unch |
0 |
918 |
+0 |
| Total Volume and Open Interest |
109 |
7,381 |
+51 |
| London Cocoa(LCE) |
| Mar09 |
081224 |
1823 |
1823 |
1783 |
1783 |
-49 |
5,572 |
72,827 |
+253 |
| May09 |
081224 |
1806 |
1806 |
1771 |
1771 |
-47 |
1,343 |
34,521 |
-297 |
| Jul09 |
081224 |
1808 |
1808 |
1774 |
1774 |
-49 |
671 |
30,753 |
+1,960 |
| Sep09 |
081224 |
1758 |
1758 |
1758 |
1758 |
-35 |
73 |
11,597 |
-7 |
| Dec09 |
081224 |
1741 |
1745 |
1709 |
1709 |
-54 |
10 |
11,597 |
+0 |
| Mar10 |
081224 |
1681 |
1681 |
1681 |
1681 |
-49 |
125 |
951 |
+100 |
| May10 |
081224 |
1690 |
1690 |
1690 |
1690 |
-49 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
7,228 |
160,249 |
-1,124 |
| London Coffee(LCE) |
| Jan09 |
081224 |
1826.00 |
1826.00 |
1800.00 |
1800.00 |
+10.00 |
10,958 |
48,162 |
-4,003 |
| Total Volume and Open Interest |
1,256 |
52,165 |
-1,124 |
| London Sugar(LCE) |
| Mar09 |
081224 |
310.00 |
310.90 |
308.00 |
308.50 |
+0.70 |
1,344 |
25,527 |
-11 |
| May09 |
081224 |
320.00 |
320.00 |
318.10 |
319.00 |
+0.70 |
249 |
11,790 |
+133 |
| Aug09 |
081224 |
328.90 |
328.90 |
327.50 |
327.50 |
+0.70 |
163 |
7,733 |
+61 |
| Oct09 |
081224 |
339.30 |
339.30 |
337.00 |
337.00 |
+0.70 |
74 |
3,199 |
+25 |
| Dec09 |
081224 |
345.70 |
345.70 |
345.70 |
345.70 |
+0.70 |
75 |
884 |
-9 |
| Total Volume and Open Interest |
1,411 |
49,567 |
-663 |
| Cotton(ICE) |
| Mar09 |
081226 |
46.36 |
46.45 |
45.50 |
46.18 |
-0.18 |
2,681 |
69,713 |
+87 |
| May09 |
081226 |
46.78 |
47.00 |
46.26 |
46.81 |
-0.20 |
463 |
19,259 |
+74 |
| Jul09 |
081226 |
47.76 |
48.20 |
47.51 |
48.06 |
-0.13 |
186 |
17,794 |
+8 |
| Oct09 |
081226 |
50.72 |
50.72 |
50.72 |
50.72 |
-0.15 |
0 |
253 |
+0 |
| Dec09 |
081226 |
52.48 |
52.60 |
51.90 |
52.46 |
-0.02 |
57 |
15,251 |
-2 |
| Mar10 |
081226 |
55.63 |
55.63 |
55.63 |
55.63 |
+0.08 |
0 |
168 |
+0 |
| Total Volume and Open Interest |
3,398 |
124,012 |
-23 |
| Lumber(CME) |
| Jan09 |
081226 |
174.5 |
178.0 |
174.5 |
175.5 |
+1.0 |
61 |
2,045 |
-39 |
| Mar09 |
081226 |
189.6 |
192.0 |
189.6 |
191.5 |
-0.4 |
104 |
4,371 |
-16 |
| May09 |
081226 |
201.8 |
205.5 |
201.8 |
204.5 |
+2.0 |
81 |
1,135 |
-35 |
| Jul09 |
081226 |
213.0 |
213.0 |
212.1 |
212.5 |
+1.5 |
71 |
342 |
+3 |
| Total Volume and Open Interest |
914 |
8,110 |
-48 |
| Crude Oil(NYM) |
| Feb09 |
081226 |
35.70 |
38.03 |
35.35 |
37.71 |
+2.36 |
93,376 |
278,865 |
+7,700 |
| Mar09 |
081226 |
38.78 |
40.84 |
38.41 |
40.53 |
+2.30 |
31,635 |
125,794 |
+1,164 |
| Apr09 |
081226 |
40.80 |
42.63 |
40.18 |
42.28 |
+2.22 |
14,074 |
58,160 |
+660 |
| May09 |
081226 |
42.00 |
43.75 |
41.80 |
43.75 |
+2.25 |
6,184 |
34,125 |
+238 |
| Jun09 |
081226 |
42.87 |
45.52 |
42.87 |
45.08 |
+2.29 |
9,568 |
103,252 |
-1,496 |
| Jul09 |
081226 |
44.97 |
46.75 |
44.08 |
46.33 |
+2.36 |
4,565 |
38,025 |
+638 |
| Aug09 |
081226 |
47.43 |
47.43 |
47.43 |
47.43 |
+2.41 |
336 |
25,715 |
-439 |
| Sep09 |
081226 |
48.45 |
48.45 |
48.45 |
48.45 |
+2.46 |
86 |
19,918 |
-203 |
| Oct09 |
081226 |
49.44 |
49.44 |
49.44 |
49.44 |
+2.49 |
165 |
18,177 |
-147 |
| Nov09 |
081226 |
50.40 |
50.40 |
50.40 |
50.40 |
+2.51 |
180 |
15,516 |
-212 |
| Dec09 |
081226 |
48.20 |
51.33 |
48.20 |
51.33 |
+2.53 |
2,872 |
97,726 |
+231 |
| Jan10 |
081226 |
52.17 |
52.17 |
52.17 |
52.17 |
+2.55 |
82 |
18,291 |
-57 |
| Feb10 |
081226 |
51.20 |
52.96 |
51.20 |
52.96 |
+2.57 |
72 |
10,138 |
-54 |
| Mar10 |
081226 |
53.70 |
53.70 |
53.70 |
53.70 |
+2.57 |
2 |
13,679 |
-27 |
| Apr10 |
081226 |
54.42 |
54.42 |
54.42 |
54.42 |
+2.57 |
102 |
3,470 |
-38 |
| May10 |
081226 |
55.12 |
55.12 |
55.12 |
55.12 |
+2.57 |
2 |
3,780 |
-23 |
| Total Volume and Open Interest |
281,630 |
1,133,973 |
-1,516 |
| e-miNY Crude Oil(NYM) |
| Dec08 |
081119 |
54.500 |
55.325 |
53.300 |
53.625 |
-0.775 |
10,324 |
7,850 |
-701 |
| Jan09 |
081218 |
40.200 |
40.900 |
36.050 |
36.225 |
-3.825 |
13,316 |
6,211 |
-84 |
| Feb09 |
081226 |
35.750 |
37.975 |
35.600 |
37.700 |
+2.350 |
5,723 |
7,453 |
+636 |
| Mar09 |
081226 |
38.900 |
40.850 |
38.500 |
40.525 |
+2.300 |
452 |
735 |
+108 |
| Apr09 |
081226 |
41.275 |
42.500 |
41.050 |
42.275 |
+2.225 |
5 |
120 |
-1 |
| May09 |
081226 |
42.775 |
43.750 |
42.775 |
43.750 |
+2.250 |
1 |
31 |
+1 |
| Jun09 |
081226 |
45.075 |
45.075 |
45.075 |
45.075 |
+2.275 |
1 |
17 |
+0 |
| Jul09 |
081226 |
46.325 |
46.325 |
46.325 |
46.325 |
+2.350 |
1 |
2 |
+0 |
| Aug09 |
081226 |
47.425 |
47.425 |
47.425 |
47.425 |
+2.400 |
0 |
1 |
+0 |
| Sep09 |
081226 |
48.450 |
48.450 |
48.450 |
48.450 |
+2.450 |
1 |
1 |
+0 |
| Total Volume and Open Interest |
10,162 |
7,691 |
+1,058 |
| Heating Oil(NYM) |
| Jan09 |
081226 |
122.15 |
125.60 |
120.05 |
124.50 |
+4.67 |
16,943 |
17,557 |
-1,321 |
| Feb09 |
081226 |
124.50 |
127.75 |
122.45 |
126.80 |
+4.69 |
17,954 |
51,711 |
+295 |
| Mar09 |
081226 |
125.71 |
130.50 |
125.33 |
129.50 |
+4.89 |
6,578 |
29,897 |
-397 |
| Apr09 |
081226 |
128.13 |
131.55 |
127.00 |
131.25 |
+4.89 |
2,667 |
19,592 |
+17 |
| May09 |
081226 |
131.50 |
133.76 |
129.67 |
133.20 |
+4.94 |
2,678 |
16,928 |
+286 |
| Jun09 |
081226 |
132.99 |
135.56 |
131.16 |
135.50 |
+4.94 |
4,302 |
21,765 |
-644 |
| Jul09 |
081226 |
136.49 |
138.55 |
136.49 |
138.55 |
+4.99 |
1,601 |
10,048 |
+21 |
| Aug09 |
081226 |
141.70 |
141.93 |
139.00 |
141.85 |
+4.99 |
596 |
5,045 |
+24 |
| Sep09 |
081226 |
143.20 |
145.10 |
143.20 |
145.10 |
+5.04 |
444 |
7,871 |
+61 |
| Oct09 |
081226 |
144.25 |
147.75 |
144.25 |
147.75 |
+5.09 |
158 |
3,780 |
+20 |
| Nov09 |
081226 |
149.00 |
151.00 |
149.00 |
150.35 |
+5.09 |
307 |
2,376 |
+77 |
| Dec09 |
081226 |
150.80 |
153.10 |
150.80 |
152.95 |
+5.09 |
1,026 |
14,486 |
-116 |
| Total Volume and Open Interest |
70,450 |
232,236 |
+3,865 |
| Gasoline(NYMEX) |
| Jan09 |
081226 |
81.10 |
85.08 |
79.50 |
84.40 |
+5.13 |
16,479 |
21,588 |
-5,616 |
| Feb09 |
081226 |
85.70 |
89.04 |
83.54 |
88.30 |
+4.83 |
21,593 |
72,617 |
+1,196 |
| Mar09 |
081226 |
88.89 |
93.25 |
88.16 |
92.50 |
+4.83 |
6,279 |
27,106 |
+1,244 |
| Apr09 |
081226 |
103.00 |
107.00 |
102.89 |
106.70 |
+4.83 |
2,994 |
19,547 |
+768 |
| May09 |
081226 |
106.69 |
109.65 |
106.69 |
109.65 |
+4.83 |
1,523 |
10,810 |
-61 |
| Jun09 |
081226 |
109.00 |
112.55 |
109.00 |
112.55 |
+4.83 |
1,025 |
10,832 |
+105 |
| Jul09 |
081226 |
114.40 |
114.40 |
114.40 |
114.40 |
+4.83 |
371 |
8,585 |
-38 |
| Aug09 |
081226 |
114.66 |
116.05 |
114.66 |
116.05 |
+4.98 |
260 |
4,859 |
+205 |
| Sep09 |
081226 |
116.95 |
116.95 |
116.95 |
116.95 |
+4.98 |
625 |
5,401 |
+176 |
| Oct09 |
081226 |
106.00 |
108.35 |
106.00 |
108.35 |
+4.98 |
827 |
2,760 |
-221 |
| Total Volume and Open Interest |
52,822 |
200,048 |
-1,611 |
| e-miNY RBOB Gasoline(NYM) |
| Jan09 |
081226 |
84.40 |
84.40 |
84.40 |
84.40 |
+5.13 |
0 |
3 |
+0 |
| Feb09 |
081226 |
88.30 |
88.30 |
88.30 |
88.30 |
+4.83 |
0 |
1 |
+0 |
| Mar09 |
081226 |
92.50 |
92.50 |
92.50 |
92.50 |
+4.83 |
|
|
|
| Apr09 |
081226 |
106.70 |
106.70 |
106.70 |
106.70 |
+4.83 |
|
|
|
| Total Volume and Open Interest |
0 |
4 |
+0 |
| Natural Gas(NYM) |
| Jan09 |
081226 |
5.850 |
5.938 |
5.779 |
5.826 |
-0.084 |
38,131 |
14,006 |
-14,127 |
| Feb09 |
081226 |
5.861 |
5.960 |
5.770 |
5.812 |
-0.107 |
20,539 |
76,614 |
+1,149 |
| Mar09 |
081226 |
5.876 |
5.960 |
5.806 |
5.847 |
-0.097 |
6,626 |
102,193 |
-285 |
| Apr09 |
081226 |
5.939 |
5.945 |
5.848 |
5.887 |
-0.092 |
4,662 |
59,985 |
+1,122 |
| May09 |
081226 |
5.947 |
5.975 |
5.925 |
5.936 |
-0.090 |
1,599 |
36,753 |
-3 |
| Jun09 |
081226 |
6.030 |
6.031 |
6.030 |
6.031 |
-0.090 |
1,943 |
27,749 |
-111 |
| Jul09 |
081226 |
6.178 |
6.188 |
6.150 |
6.150 |
-0.091 |
989 |
24,668 |
+85 |
| Aug09 |
081226 |
6.240 |
6.240 |
6.237 |
6.237 |
-0.089 |
391 |
21,967 |
+1 |
| Sep09 |
081226 |
6.335 |
6.335 |
6.285 |
6.285 |
-0.089 |
561 |
18,227 |
+290 |
| Oct09 |
081226 |
6.430 |
6.450 |
6.400 |
6.400 |
-0.089 |
1,445 |
34,367 |
-93 |
| Nov09 |
081226 |
6.798 |
6.827 |
6.755 |
6.775 |
-0.084 |
335 |
17,178 |
+58 |
| Dec09 |
081226 |
7.149 |
7.210 |
7.145 |
7.160 |
-0.079 |
368 |
27,473 |
-86 |
| Jan10 |
081226 |
7.440 |
7.470 |
7.415 |
7.430 |
-0.074 |
554 |
20,058 |
+9 |
| Feb10 |
081226 |
7.470 |
7.480 |
7.440 |
7.440 |
-0.074 |
39 |
8,443 |
-2 |
| Mar10 |
081226 |
7.291 |
7.295 |
7.255 |
7.255 |
-0.074 |
188 |
19,303 |
-2 |
| Apr10 |
081226 |
6.837 |
6.837 |
6.750 |
6.750 |
-0.069 |
182 |
16,759 |
-7 |
| Total Volume and Open Interest |
120,923 |
694,060 |
+5,209 |
| Brent Crude Oil(ICE) |
| Feb09 |
081226 |
36.58 |
38.74 |
36.58 |
38.37 |
+1.76 |
49,556 |
0 |
-121,335 |
| Mar09 |
081226 |
39.45 |
41.35 |
39.45 |
41.00 |
+1.83 |
18,414 |
0 |
-112,034 |
| Apr09 |
081226 |
41.67 |
43.37 |
41.43 |
43.01 |
+1.83 |
5,377 |
0 |
-51,721 |
| May09 |
081226 |
43.91 |
44.96 |
43.10 |
44.57 |
+1.83 |
1,262 |
0 |
-19,878 |
| Jun09 |
081226 |
45.80 |
46.47 |
45.80 |
45.98 |
+1.81 |
1,844 |
0 |
-37,402 |
| Jul09 |
081226 |
47.27 |
47.27 |
47.27 |
47.27 |
+1.68 |
910 |
0 |
-18,130 |
| Aug09 |
081226 |
48.52 |
48.52 |
48.52 |
48.52 |
+1.54 |
588 |
0 |
-10,426 |
| Sep09 |
081226 |
49.70 |
49.70 |
49.70 |
49.70 |
+1.76 |
279 |
0 |
-14,092 |
| Oct09 |
081226 |
50.70 |
50.70 |
50.70 |
50.70 |
+1.99 |
187 |
0 |
-8,806 |
| Nov09 |
081226 |
51.48 |
51.48 |
51.48 |
51.48 |
+2.09 |
198 |
0 |
-11,436 |
| Dec09 |
081226 |
50.83 |
52.16 |
50.83 |
52.16 |
+2.08 |
1,813 |
0 |
-51,661 |
| Jan10 |
081226 |
52.96 |
52.96 |
52.96 |
52.96 |
+2.16 |
|
|
|
| Feb10 |
081226 |
53.76 |
53.76 |
53.76 |
53.76 |
+2.23 |
|
|
|
| Mar10 |
081226 |
54.56 |
54.56 |
54.56 |
54.56 |
+2.29 |
|
|
|
| Total Volume and Open Interest |
143,387 |
582,784 |
-2,759 |
| Gas Oil(ICE) |
| Jan09 |
081226 |
400.00 |
409.25 |
392.00 |
402.00 |
-2.00 |
23,635 |
57,857 |
-2,075 |
| Feb09 |
081226 |
409.50 |
417.00 |
399.50 |
409.00 |
-2.75 |
18,995 |
71,571 |
-1,185 |
| Mar09 |
081226 |
415.50 |
427.75 |
410.75 |
419.25 |
-2.00 |
5,956 |
27,650 |
+1,704 |
| Apr09 |
081226 |
426.50 |
430.50 |
423.50 |
429.00 |
-2.00 |
3,735 |
22,449 |
-179 |
| May09 |
081226 |
437.00 |
439.50 |
433.00 |
438.50 |
-2.50 |
2,600 |
22,185 |
-132 |
| Jun09 |
081226 |
450.00 |
450.00 |
447.00 |
448.25 |
-2.75 |
3,984 |
36,866 |
+185 |
| Jul09 |
081226 |
460.50 |
460.50 |
460.50 |
460.50 |
-2.50 |
1,757 |
13,332 |
+3 |
| Aug09 |
081226 |
471.00 |
471.00 |
471.00 |
471.00 |
-2.25 |
1,300 |
13,126 |
+81 |
| Sep09 |
081226 |
480.50 |
480.50 |
480.50 |
480.50 |
-2.75 |
1,582 |
13,015 |
+366 |
| Oct09 |
081226 |
490.25 |
490.25 |
490.25 |
490.25 |
-2.50 |
704 |
9,185 |
+1,237 |
| Total Volume and Open Interest |
67,377 |
397,109 |
+514 |
| Ethanol(CBOT) |
| Dec08 |
081203 |
1.590 |
1.650 |
1.550 |
1.570 |
unch |
17 |
84 |
-15 |
| Jan09 |
081226 |
1.652 |
1.670 |
1.652 |
1.662 |
+0.049 |
33 |
183 |
-15 |
| Feb09 |
081226 |
1.660 |
1.670 |
1.660 |
1.667 |
+0.042 |
27 |
304 |
+15 |
| Mar09 |
081226 |
1.670 |
1.680 |
1.670 |
1.680 |
+0.045 |
15 |
325 |
-1 |
| Apr09 |
081226 |
1.690 |
1.690 |
1.690 |
1.690 |
+0.040 |
6 |
397 |
+3 |
| May09 |
081226 |
1.720 |
1.720 |
1.720 |
1.720 |
+0.060 |
0 |
189 |
-40 |
| Jun09 |
081226 |
1.730 |
1.730 |
1.730 |
1.730 |
+0.060 |
0 |
195 |
+0 |
| Jul09 |
081226 |
1.730 |
1.730 |
1.730 |
1.730 |
+0.040 |
15 |
207 |
+4 |
| Total Volume and Open Interest |
119 |
2,859 |
-24 |
| US Dollar Index(ICE) |
| Mar09 |
081226 |
81.835 |
82.015 |
81.475 |
81.690 |
-0.285 |
1,275 |
13,040 |
+8 |
| Jun09 |
081226 |
82.185 |
82.185 |
82.185 |
82.185 |
-0.285 |
0 |
2,391 |
+0 |
| Sep09 |
081226 |
82.885 |
82.885 |
82.885 |
82.885 |
-0.285 |
|
|
|
| Total Volume and Open Interest |
1,280 |
15,423 |
-237 |
| Australian Dollar(CME) |
| Mar09 |
081226 |
68.00 |
74.50 |
67.50 |
71.98 |
+4.21 |
0 |
32,757 |
+5 |
| Jun09 |
081226 |
68.15 |
73.98 |
67.42 |
71.70 |
+4.21 |
0 |
81 |
+0 |
| Sep09 |
081226 |
71.40 |
71.40 |
67.19 |
71.40 |
+4.21 |
0 |
151 |
+0 |
| Total Volume and Open Interest |
10,322 |
33,009 |
+438 |
| British Pound(CME) |
| Mar09 |
081226 |
146.97 |
147.47 |
145.55 |
146.50 |
-0.30 |
0 |
69,677 |
+287 |
| Jun09 |
081226 |
146.51 |
147.19 |
145.97 |
146.51 |
-0.30 |
0 |
1,192 |
+1 |
| Sep09 |
081226 |
146.55 |
147.18 |
146.03 |
146.55 |
-0.30 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
23,185 |
70,605 |
+459 |
| Canadian Dollar(CME) |
| Mar09 |
081226 |
82.27 |
82.33 |
81.69 |
81.77 |
-0.92 |
0 |
41,116 |
+6 |
| Jun09 |
081226 |
81.90 |
82.82 |
81.90 |
81.92 |
-0.90 |
0 |
1,816 |
+0 |
| Sep09 |
081226 |
82.09 |
82.98 |
82.09 |
82.09 |
-0.89 |
0 |
1,117 |
+0 |
| Dec09 |
081226 |
82.44 |
83.08 |
82.20 |
82.20 |
-0.88 |
0 |
505 |
+7 |
| Total Volume and Open Interest |
10,290 |
44,651 |
+954 |
| Japanese Yen(CME) |
| Mar09 |
081226 |
110.61 |
110.81 |
110.27 |
110.57 |
+0.15 |
0 |
99,769 |
-486 |
| Jun09 |
081226 |
110.68 |
110.86 |
110.61 |
110.82 |
+0.15 |
0 |
3,674 |
+0 |
| Sep09 |
081226 |
111.12 |
111.12 |
110.97 |
111.12 |
+0.15 |
0 |
14 |
+0 |
| Total Volume and Open Interest |
22,991 |
103,968 |
-1,371 |
| Swiss Franc(CME) |
| Mar09 |
081226 |
93.00 |
93.91 |
93.00 |
93.86 |
+0.97 |
1 |
24,179 |
+431 |
| Jun09 |
081226 |
94.17 |
94.17 |
93.20 |
94.17 |
+0.97 |
0 |
315 |
+0 |
| Sep09 |
081226 |
94.45 |
94.45 |
93.48 |
94.45 |
+0.97 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
13,928 |
24,072 |
-701 |
| EuroFX(CME) |
| Mar09 |
081226 |
140.26 |
140.98 |
139.93 |
140.41 |
+0.97 |
5 |
116,491 |
+336 |
| Jun09 |
081226 |
140.40 |
140.68 |
139.20 |
140.17 |
+0.97 |
0 |
782 |
+0 |
| Sep09 |
081226 |
139.90 |
140.29 |
139.08 |
140.05 |
+0.97 |
0 |
1,038 |
+0 |
| Total Volume and Open Interest |
58,436 |
118,017 |
+383 |
| Mexican Peso(CME) |
| Jan09 |
081226 |
737.5 |
744.5 |
737.5 |
737.5 |
-7.0 |
0 |
1 |
+0 |
| Feb09 |
081226 |
732.5 |
739.5 |
732.5 |
732.5 |
-7.0 |
|
|
|
| Total Volume and Open Interest |
2,084 |
13,412 |
-10 |
| 30-Year T-Bonds(CBOT) |
| Mar09 |
081226 |
140~150 |
141~170 |
140~150 |
141~055 |
+0~225 |
16,219 |
749,125 |
+6,376 |
| Jun09 |
081226 |
139~270 |
140~060 |
139~060 |
139~280 |
+0~220 |
0 |
515 |
+0 |
| Sep09 |
081226 |
138~185 |
138~185 |
137~285 |
138~185 |
+0~220 |
0 |
35 |
+0 |
| Total Volume and Open Interest |
96,123 |
743,323 |
-9,978 |
| 10-Year T-Notes(CBOT) |
| Mar09 |
081226 |
126~205 |
127~120 |
126~205 |
127~105 |
+0~195 |
33,032 |
1,022,874 |
+21,090 |
| Jun09 |
081226 |
126~020 |
126~020 |
125~145 |
126~020 |
+0~195 |
|
|
|
| Sep09 |
081226 |
125~020 |
125~020 |
124~145 |
125~020 |
+0~195 |
|
|
|
| Total Volume and Open Interest |
137,651 |
1,001,784 |
-16,201 |
| 5-Year T-Notes(CBOT) |
| Mar09 |
081226 |
119~022 |
119~096 |
119~022 |
119~061 |
+0~035 |
9,788 |
0 |
+0 |
| Jun09 |
081226 |
119~020 |
119~020 |
118~114 |
119~020 |
+0~035 |
|
|
|
| Sep09 |
081226 |
56~100 |
56~100 |
56~066 |
56~100 |
+0~034 |
|
|
|
| Total Volume and Open Interest |
138,538 |
1,055,763 |
-13,799 |
| 2 Year T-Notes(CBOT) |
| Mar09 |
081226 |
108~108 |
108~108 |
108~085 |
108~093 |
+0~004 |
1,188 |
512,828 |
+1,014 |
| Jun09 |
081226 |
108~093 |
108~093 |
108~090 |
108~093 |
+0~004 |
|
|
|
| Sep09 |
081226 |
108~093 |
108~093 |
108~090 |
108~093 |
+0~004 |
|
|
|
| Total Volume and Open Interest |
47,459 |
516,880 |
-2,999 |
| Eurodollars(CME) |
| Mar09 |
081226 |
98.835 |
98.845 |
98.825 |
98.830 |
unch |
11,669 |
1,284,113 |
-9,881 |
| Jun09 |
081226 |
98.740 |
98.780 |
98.735 |
98.745 |
+0.010 |
2,532 |
1,040,936 |
-192 |
| Sep09 |
081226 |
98.610 |
98.690 |
98.610 |
98.635 |
+0.020 |
3,020 |
853,431 |
-2,088 |
| Dec09 |
081226 |
98.450 |
98.550 |
98.450 |
98.480 |
+0.025 |
1,734 |
745,795 |
+701 |
| Mar10 |
081226 |
98.315 |
98.430 |
98.315 |
98.360 |
+0.035 |
3,053 |
589,229 |
+55 |
| Jun10 |
081226 |
98.115 |
98.255 |
98.115 |
98.160 |
+0.035 |
1,094 |
363,355 |
+544 |
| Sep10 |
081226 |
98.090 |
98.090 |
97.960 |
98.000 |
+0.035 |
1,323 |
329,799 |
+1 |
| Dec10 |
081226 |
97.820 |
97.840 |
97.795 |
97.830 |
+0.035 |
1,159 |
281,010 |
-537 |
| Mar11 |
081226 |
97.715 |
97.745 |
97.700 |
97.730 |
+0.030 |
1,142 |
179,549 |
+65 |
| Jun11 |
081226 |
97.585 |
97.615 |
97.565 |
97.600 |
+0.030 |
1,048 |
181,623 |
+81 |
| Sep11 |
081226 |
97.505 |
97.545 |
97.485 |
97.510 |
+0.025 |
1,118 |
121,677 |
-61 |
| Dec11 |
081226 |
97.420 |
97.465 |
97.400 |
97.420 |
+0.020 |
1,064 |
103,059 |
+428 |
| Mar12 |
081226 |
97.405 |
97.450 |
97.390 |
97.405 |
+0.015 |
608 |
92,980 |
-524 |
| Jun12 |
081226 |
97.365 |
97.370 |
97.365 |
97.370 |
+0.015 |
653 |
64,789 |
+152 |
| Sep12 |
081226 |
97.340 |
97.340 |
97.325 |
97.340 |
+0.015 |
711 |
64,203 |
-63 |
| Dec12 |
081226 |
97.280 |
97.280 |
97.265 |
97.275 |
+0.015 |
874 |
53,307 |
+138 |
| Mar13 |
081226 |
97.255 |
97.260 |
97.255 |
97.260 |
+0.015 |
3,182 |
43,411 |
-1,051 |
| Jun13 |
081226 |
97.210 |
97.210 |
97.200 |
97.210 |
+0.015 |
1,002 |
27,145 |
+160 |
| Total Volume and Open Interest |
585,781 |
6,725,566 |
+19,899 |
| 30 Day Federal Funds(CBOT) |
| Dec08 |
081226 |
99.830 |
99.838 |
99.830 |
99.835 |
+0.003 |
16 |
74,030 |
+2,257 |
| Jan09 |
081226 |
99.800 |
99.815 |
99.800 |
99.810 |
+0.010 |
0 |
71,701 |
+2,430 |
| Feb09 |
081226 |
99.785 |
99.795 |
99.775 |
99.790 |
+0.005 |
5 |
64,728 |
-7 |
| Mar09 |
081226 |
99.755 |
99.755 |
99.745 |
99.750 |
unch |
0 |
41,176 |
-76 |
| Apr09 |
081226 |
99.740 |
99.740 |
99.730 |
99.730 |
-0.005 |
25 |
40,674 |
-111 |
| May09 |
081226 |
99.710 |
99.710 |
99.700 |
99.700 |
-0.005 |
39 |
46,064 |
+312 |
| Total Volume and Open Interest |
18,453 |
431,668 |
+6,054 |
| 30 Day Fed Funds(e-CBOT) |
| Dec08 |
081226 |
99.830 |
99.838 |
99.830 |
99.838 |
+0.003 |
314 |
74,030 |
+2,257 |
| Jan09 |
081226 |
99.800 |
99.815 |
99.800 |
99.815 |
+0.015 |
892 |
71,701 |
+2,430 |
| Feb09 |
081226 |
99.785 |
99.795 |
99.775 |
99.790 |
+0.010 |
244 |
64,728 |
-7 |
| Mar09 |
081226 |
99.755 |
99.755 |
99.745 |
99.750 |
+0.005 |
492 |
41,176 |
-76 |
| Apr09 |
081226 |
99.740 |
99.740 |
99.730 |
99.730 |
unch |
460 |
40,674 |
-111 |
| May09 |
081226 |
99.710 |
99.710 |
99.700 |
99.700 |
-0.005 |
695 |
46,064 |
+312 |
| Total Volume and Open Interest |
4,143 |
434,113 |
+2,445 |
| 3-Mth Euro-Yen(CME) |
| Mar09 |
081226 |
99.43 |
99.43 |
99.43 |
99.43 |
-0.01 |
0 |
5,089 |
+0 |
| Jun09 |
081226 |
99.48 |
99.48 |
99.48 |
99.48 |
-0.01 |
0 |
1,278 |
+0 |
| Sep09 |
081226 |
99.51 |
99.51 |
99.51 |
99.51 |
-0.02 |
0 |
480 |
+0 |
| Dec09 |
081226 |
99.51 |
99.51 |
99.51 |
99.51 |
-0.02 |
0 |
175 |
+0 |
| Mar10 |
081226 |
99.42 |
99.42 |
99.42 |
99.42 |
-0.02 |
|
|
|
| Jun10 |
081226 |
99.36 |
99.36 |
99.36 |
99.36 |
-0.02 |
|
|
|
| Sep10 |
081226 |
99.33 |
99.33 |
99.33 |
99.33 |
-0.02 |
|
|
|
| Dec10 |
081226 |
99.33 |
99.33 |
99.33 |
99.33 |
-0.02 |
|
|
|
| Mar11 |
081226 |
99.24 |
99.24 |
99.24 |
99.24 |
-0.02 |
|
|
|
| Jun11 |
081226 |
99.24 |
99.24 |
99.24 |
99.24 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
0 |
7,022 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Mar09 |
081226 |
99.42 |
99.43 |
99.42 |
99.43 |
0.00 |
1 |
19,591 |
+1 |
| Jun09 |
081226 |
99.48 |
99.49 |
99.48 |
99.48 |
+0.01 |
0 |
7,226 |
+0 |
| Sep09 |
081226 |
99.50 |
99.50 |
99.50 |
99.50 |
-0.01 |
2 |
3,024 |
+0 |
| Dec09 |
081226 |
99.49 |
99.50 |
99.49 |
99.50 |
-0.01 |
10 |
1,213 |
+10 |
| Mar10 |
081226 |
99.43 |
99.44 |
99.41 |
99.41 |
-0.01 |
0 |
880 |
+0 |
| Jun10 |
081226 |
99.36 |
99.36 |
99.35 |
99.35 |
-0.01 |
0 |
513 |
+0 |
| Sep10 |
081226 |
99.32 |
99.36 |
99.32 |
99.32 |
-0.01 |
0 |
252 |
+0 |
| Dec10 |
081226 |
99.30 |
99.32 |
99.29 |
99.32 |
-0.01 |
0 |
152 |
+0 |
| Total Volume and Open Interest |
0 |
34,810 |
-26 |
| Japanese Gov't Bonds(SGX) |
| Mar09 |
081224 |
139.77 |
139.86 |
139.66 |
139.77 |
+0.12 |
3,665 |
10,900 |
-112 |
| Jun09 |
081226 |
139.52 |
139.52 |
139.52 |
139.52 |
-0.25 |
|
|
|
| Sep09 |
081226 |
139.52 |
139.52 |
139.52 |
139.52 |
-0.25 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Euro-Bund(EUREX) |
| Mar09 |
081223 |
124.83 |
125.21 |
124.83 |
124.92 |
-0.10 |
284,789 |
880,454 |
+3,498 |
| Jun09 |
081223 |
124.00 |
124.00 |
123.88 |
123.88 |
-0.11 |
70 |
48 |
+0 |
| Sep09 |
081223 |
123.88 |
123.88 |
123.88 |
123.88 |
-0.11 |
|
|
|
| Total Volume and Open Interest |
284,859 |
880,502 |
+3,498 |
| Euro-Bobl(EUREX) |
| Mar09 |
081215 |
114.02 |
114.71 |
113.94 |
114.69 |
+0.66 |
312,111 |
797,573 |
-604 |
| Jun09 |
081223 |
116.40 |
116.40 |
116.40 |
116.40 |
+0.12 |
|
|
|
| Sep09 |
081223 |
116.40 |
116.40 |
116.40 |
116.40 |
+0.12 |
|
|
|
| Total Volume and Open Interest |
168,992 |
777,896 |
+2,642 |
| 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 |
081223 |
97.875 |
97.920 |
97.875 |
97.915 |
+0.030 |
101 |
5,459 |
+26 |
| Total Volume and Open Interest |
4,388 |
29,916 |
+3,032 |
| Long Gilt(LIFFE) |
| Dec08 |
081224 |
124~19 |
124~21 |
124~04 |
124~04 |
+0~21 |
167 |
7,461 |
-20,242 |
| Mar09 |
081224 |
122~27 |
123~20 |
122~18 |
123~06 |
+0~22 |
16,016 |
303,269 |
-2,250 |
| Total Volume and Open Interest |
20,261 |
333,222 |
-368 |
| 3-Mth Short Sterling(LIFFE) |
| Mar09 |
081224 |
98.23 |
98.23 |
98.23 |
98.23 |
+0.01 |
19,526 |
426,057 |
-1,203 |
| Jun09 |
081224 |
98.22 |
98.22 |
98.22 |
98.22 |
unch |
12,089 |
296,557 |
-1,198 |
| Sep09 |
081224 |
98.07 |
98.07 |
98.07 |
98.07 |
+0.03 |
11,077 |
235,198 |
+1,042 |
| Dec09 |
081224 |
97.76 |
97.76 |
97.76 |
97.76 |
+0.05 |
8,823 |
216,557 |
-977 |
| Mar10 |
081224 |
97.49 |
97.49 |
97.49 |
97.49 |
+0.04 |
5,381 |
174,929 |
+418 |
| Jun10 |
081224 |
97.19 |
97.19 |
97.19 |
97.19 |
+0.04 |
7,596 |
124,642 |
+3,139 |
| Total Volume and Open Interest |
99,899 |
1,648,937 |
-2,642 |
| 3-Mth Euribor(LIFFE) |
| Mar09 |
081224 |
97.725 |
97.740 |
97.705 |
97.735 |
+0.020 |
64,497 |
711,188 |
+9,074 |
| Jun09 |
081224 |
97.925 |
97.935 |
97.890 |
97.930 |
+0.015 |
33,159 |
531,230 |
-1,091 |
| Sep09 |
081224 |
97.815 |
97.845 |
97.800 |
97.840 |
+0.025 |
24,620 |
432,925 |
+94 |
| Total Volume and Open Interest |
217,735 |
2,998,898 |
+14,602 |
| 3-Mth Aus T-Bills(SFE) |
| Mar09 |
081224 |
96.90 |
96.90 |
96.84 |
96.88 |
+0.01 |
5,742 |
242,492 |
+216 |
| Jun09 |
081224 |
97.05 |
97.07 |
97.04 |
97.06 |
unch |
2,783 |
149,393 |
+1,771 |
| Sep09 |
081224 |
96.92 |
96.92 |
96.88 |
96.90 |
+0.01 |
2,706 |
106,911 |
+2,098 |
| Dec09 |
081224 |
96.60 |
96.61 |
96.57 |
96.61 |
+0.01 |
1,283 |
60,664 |
+522 |
| Mar10 |
081224 |
96.25 |
96.25 |
96.20 |
96.24 |
+0.01 |
398 |
42,236 |
+186 |
| Jun10 |
081224 |
95.86 |
95.89 |
95.86 |
95.89 |
+0.03 |
216 |
33,952 |
+100 |
| Sep10 |
081224 |
95.58 |
95.62 |
95.58 |
95.62 |
+0.04 |
93 |
21,643 |
+39 |
| Dec10 |
081224 |
95.41 |
95.44 |
95.41 |
95.44 |
+0.02 |
55 |
10,254 |
+55 |
| Mar11 |
081224 |
95.34 |
95.34 |
95.34 |
95.34 |
+0.03 |
0 |
756 |
+0 |
| Jun11 |
081224 |
95.29 |
95.29 |
95.29 |
95.29 |
+0.03 |
0 |
831 |
+0 |
| Total Volume and Open Interest |
14,139 |
669,292 |
+4,987 |
| 10-Year Aus T-Bonds(SFE) |
| Mar09 |
081224 |
95.87 |
95.93 |
95.87 |
95.90 |
+0.01 |
8,565 |
259,938 |
+524 |
| Jun09 |
081224 |
95.90 |
95.90 |
95.90 |
95.90 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
10,607 |
259,938 |
+524 |
| 3-Year Aus T-Bonds(SFE) |
| Mar09 |
081224 |
96.61 |
96.64 |
96.56 |
96.56 |
-0.04 |
24,920 |
275,482 |
+9,722 |
| Jun09 |
081224 |
96.56 |
96.56 |
96.56 |
96.56 |
-0.04 |
|
|
|
| Total Volume and Open Interest |
28,986 |
275,482 |
+9,722 |
| Gold(CMX) |
| Dec08 |
081226 |
847.0 |
872.4 |
845.8 |
870.4 |
+23.3 |
19 |
212 |
-157 |
| Feb09 |
081226 |
847.5 |
874.0 |
843.4 |
871.2 |
+23.2 |
20,523 |
183,146 |
+2,939 |
| Apr09 |
081226 |
845.8 |
875.0 |
845.0 |
872.2 |
+23.2 |
1,092 |
28,705 |
+615 |
| Jun09 |
081226 |
848.4 |
874.8 |
847.5 |
873.2 |
+23.3 |
270 |
28,752 |
+14 |
| Aug09 |
081226 |
874.5 |
874.5 |
874.5 |
874.5 |
+23.3 |
29 |
10,946 |
-1 |
| Oct09 |
081226 |
875.9 |
875.9 |
875.9 |
875.9 |
+23.4 |
68 |
3,415 |
+46 |
| Dec09 |
081226 |
851.0 |
880.0 |
851.0 |
877.5 |
+23.4 |
27 |
11,867 |
+8 |
| Feb10 |
081226 |
878.5 |
879.2 |
878.5 |
879.2 |
+23.4 |
2 |
2,140 |
+0 |
| Apr10 |
081226 |
881.0 |
881.0 |
881.0 |
881.0 |
+23.5 |
1 |
36 |
+0 |
| Jun10 |
081226 |
882.9 |
882.9 |
882.9 |
882.9 |
+23.5 |
20 |
2,380 |
+0 |
| Aug10 |
081226 |
884.9 |
884.9 |
884.9 |
884.9 |
+23.5 |
1 |
100 |
+0 |
| Oct10 |
081226 |
887.1 |
887.1 |
887.1 |
887.1 |
+23.5 |
|
|
|
| Total Volume and Open Interest |
54,312 |
287,261 |
-3,761 |
| Silver(CMX) |
| Dec08 |
081226 |
1050.3 |
1050.3 |
1050.3 |
1050.3 |
+18.0 |
69 |
110 |
+68 |
| Mar09 |
081226 |
1030.0 |
1074.5 |
1030.0 |
1053.0 |
+18.0 |
4,038 |
51,403 |
+273 |
| May09 |
081226 |
1041.0 |
1073.5 |
1039.0 |
1054.0 |
+18.0 |
42 |
6,540 |
+4 |
| Jul09 |
081226 |
1054.8 |
1054.8 |
1054.8 |
1054.8 |
+18.0 |
2 |
9,196 |
-2 |
| Sep09 |
081226 |
1055.5 |
1055.5 |
1055.5 |
1055.5 |
+18.0 |
10 |
3,755 |
-10 |
| Dec09 |
081226 |
1046.5 |
1071.0 |
1036.0 |
1056.6 |
+18.0 |
90 |
7,248 |
-11 |
| Mar10 |
081226 |
1057.8 |
1057.8 |
1057.8 |
1057.8 |
+18.0 |
197 |
598 |
+0 |
| Total Volume and Open Interest |
11,931 |
85,337 |
+118 |
| Platinum(NYMEX) |
| Jan09 |
081226 |
861.9 |
895.7 |
861.9 |
890.2 |
+30.8 |
584 |
3,370 |
-2,034 |
| Apr09 |
081226 |
864.0 |
899.9 |
864.0 |
894.5 |
+31.1 |
608 |
13,959 |
+72 |
| Jul09 |
081226 |
899.4 |
899.4 |
899.4 |
899.4 |
+31.1 |
4 |
95 |
+3 |
| Total Volume and Open Interest |
3,797 |
17,686 |
-505 |
| Palladium(NYMEX) |
| Dec08 |
081226 |
175.65 |
175.65 |
175.65 |
175.65 |
+1.10 |
3 |
116 |
-5 |
| Mar09 |
081226 |
176.00 |
177.50 |
172.75 |
176.00 |
+1.10 |
126 |
12,139 |
+37 |
| Jun09 |
081226 |
177.00 |
177.00 |
177.00 |
177.00 |
+1.10 |
14 |
343 |
+2 |
| Total Volume and Open Interest |
156 |
12,564 |
+7 |
| Copper(CMX) |
| Dec08 |
081226 |
126.50 |
129.25 |
126.50 |
127.45 |
+2.70 |
251 |
628 |
-42 |
| Mar09 |
081226 |
128.85 |
132.30 |
125.50 |
130.35 |
+2.95 |
2,973 |
49,771 |
+394 |
| May09 |
081226 |
127.10 |
133.30 |
127.10 |
131.70 |
+2.90 |
127 |
8,157 |
+15 |
| Jul09 |
081226 |
132.00 |
132.70 |
132.00 |
132.70 |
+2.80 |
40 |
1,865 |
+15 |
| Sep09 |
081226 |
129.55 |
133.65 |
129.55 |
133.65 |
+2.70 |
25 |
1,660 |
+6 |
| Total Volume and Open Interest |
9,252 |
74,625 |
+413 |
| Aluminum(CMX) |
| Dec08 |
081226 |
0.71 |
0.71 |
0.71 |
0.71 |
-70.39 |
|
|
|
| Jan09 |
081226 |
0.72 |
0.72 |
0.72 |
0.72 |
-71.13 |
|
|
|
| Feb09 |
081226 |
0.73 |
0.73 |
0.73 |
0.73 |
-71.87 |
|
|
|
| Mar09 |
081226 |
0.73 |
0.73 |
0.73 |
0.73 |
-72.62 |
|
|
|
| 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) |
| Mar09 |
081226 |
8430 |
8490 |
8425 |
8472 |
+49 |
97 |
9,787 |
-52 |
| Jun09 |
081226 |
8452 |
8452 |
8413 |
8452 |
+39 |
0 |
3 |
+0 |
| Sep09 |
081226 |
8382 |
8382 |
8333 |
8382 |
+49 |
|
|
|
| Dec09 |
081226 |
8352 |
8352 |
8303 |
8352 |
+49 |
|
|
|
| Total Volume and Open Interest |
1,690 |
9,842 |
+619 |
| S & P 500(CME) |
| Mar09 |
081226 |
865.00 |
871.60 |
863.30 |
868.90 |
+3.90 |
6,654 |
477,081 |
+4,820 |
| Jun09 |
081226 |
862.00 |
867.60 |
862.00 |
866.50 |
+3.90 |
50 |
9,210 |
+50 |
| Sep09 |
081226 |
864.10 |
865.20 |
864.10 |
864.10 |
+3.90 |
0 |
726 |
+0 |
| Dec09 |
081226 |
862.10 |
863.20 |
862.10 |
862.10 |
+3.90 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
16,415 |
482,151 |
+2,170 |
| S & P 500 E-Mini(Globex) |
| Mar09 |
081226 |
869.25 |
869.25 |
869.25 |
869.25 |
+4.25 |
239,099 |
2,287,467 |
-911 |
| Jun09 |
081226 |
866.50 |
868.50 |
861.00 |
866.50 |
+4.00 |
19 |
7,489 |
-1 |
| Total Volume and Open Interest |
996,644 |
2,295,949 |
+22,465 |
| NASDAQ 100(CME) |
| Mar09 |
081226 |
1184.80 |
1190.50 |
1178.00 |
1188.50 |
+8.50 |
187 |
18,875 |
+0 |
| Jun09 |
081226 |
1190.30 |
1190.30 |
1187.50 |
1190.30 |
+8.30 |
0 |
9 |
+0 |
| Sep09 |
081226 |
1192.30 |
1192.30 |
1190.00 |
1192.30 |
+7.80 |
|
|
|
| Total Volume and Open Interest |
1,389 |
18,884 |
-204 |
| NASDAQ 100 E-Mini(Globex) |
| Mar09 |
081226 |
1184.80 |
1191.00 |
1178.80 |
1188.50 |
+8.50 |
39,768 |
221,970 |
-157 |
| Jun09 |
081226 |
1190.30 |
1190.30 |
1190.30 |
1190.30 |
+8.30 |
0 |
1,629 |
+0 |
| Total Volume and Open Interest |
134,795 |
223,775 |
+1,640 |
| S & P Midcap 400(CME) |
| Mar09 |
081226 |
510.00 |
514.00 |
507.00 |
512.30 |
+5.70 |
23 |
3,832 |
+9 |
| Jun09 |
081226 |
512.30 |
512.30 |
511.60 |
512.30 |
+5.70 |
|
|
|
| Sep09 |
081226 |
517.30 |
517.30 |
516.60 |
517.30 |
+5.70 |
|
|
|
| Total Volume and Open Interest |
59 |
3,823 |
-36 |
| 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 |
081226 |
8635 |
8775 |
8605 |
8730 |
+180 |
|
|
|
| Jun09 |
081226 |
8650 |
8650 |
8650 |
8650 |
+180 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Nikkei 225(SGX) |
| Mar09 |
081226 |
8635 |
8775 |
8605 |
8730 |
+180 |
|
|
|
| Jun09 |
081226 |
8650 |
8650 |
8650 |
8650 |
+180 |
|
|
|
| Sep09 |
081226 |
8655 |
8655 |
8655 |
8655 |
+180 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| CAC 40(EURONEXT) |
| Jan09 |
081224 |
3130.0 |
3161.5 |
3095.0 |
3122.0 |
-8.0 |
73,453 |
314,897 |
-3,894 |
| Feb09 |
081224 |
3105.0 |
3127.0 |
3105.0 |
3127.0 |
-8.5 |
15 |
77 |
+1 |
| Mar09 |
081224 |
3136.5 |
3174.0 |
3112.5 |
3134.0 |
-6.0 |
591 |
27,263 |
+405 |
| Total Volume and Open Interest |
74,059 |
343,684 |
-21,856 |
| Hang Seng Index(HKFE) |
| Dec08 |
081224 |
13989 |
14277 |
13902 |
14120 |
-81 |
6,824 |
2,533 |
-153 |
| Jan09 |
081224 |
13956 |
14271 |
13906 |
14115 |
-86 |
2,112 |
8,489 |
+3,272 |
| Total Volume and Open Interest |
8,943 |
11,956 |
+3,479 |
| DAX(EUREX) |
| Mar09 |
081223 |
4640.0 |
4742.5 |
4624.0 |
4666.0 |
-8.5 |
80,940 |
124,441 |
+3,191 |
| Jun09 |
081223 |
4654.0 |
4765.0 |
4654.0 |
4690.0 |
-10.0 |
257 |
10,532 |
+34 |
| Sep09 |
081223 |
4713.0 |
4713.0 |
4713.0 |
4713.0 |
-9.0 |
|
|
|
| Total Volume and Open Interest |
182,017 |
131,748 |
|
| FT-SE 100(EURONEXT) |
| Mar09 |
081224 |
4259.00 |
4259.00 |
4176.00 |
4192.00 |
-39.50 |
48,183 |
653,976 |
-1,895 |
| Jun09 |
081224 |
4177.00 |
4177.00 |
4154.00 |
4154.00 |
-39.50 |
5 |
88 |
+1 |
| Sep09 |
081224 |
4129.00 |
4129.00 |
4129.00 |
4129.00 |
-39.50 |
|
|
|
| Total Volume and Open Interest |
59,196 |
655,958 |
-979 |
| SPI 200(SFE) |
| Dec08 |
081218 |
3533.0 |
3567.0 |
3495.0 |
3504.0 |
-74.0 |
128,040 |
368,551 |
-9,653 |
| Mar09 |
081224 |
3527.0 |
3603.0 |
3490.0 |
3587.0 |
-60.0 |
15,950 |
296,080 |
+6,349 |
| Jun09 |
081224 |
3583.0 |
3583.0 |
3583.0 |
3583.0 |
-60.0 |
2 |
2,613 |
+0 |
| Total Volume and Open Interest |
18,509 |
299,960 |
+6,349 |
| GSCI(CME) |
| Jan09 |
081226 |
308.00 |
318.00 |
304.50 |
318.00 |
-0.85 |
14 |
13,554 |
-6 |
| Feb09 |
081226 |
329.00 |
329.05 |
322.00 |
329.00 |
unch |
2 |
0 |
+0 |
| Mar09 |
081226 |
339.00 |
339.05 |
332.00 |
339.00 |
unch |
1 |
0 |
-1 |
| Total Volume and Open Interest |
235 |
13,561 |
+18 |
| RJ/CRB Index(ICE) |
| Jan09 |
081226 |
348.00 |
350.00 |
348.00 |
350.00 |
+1.00 |
|
|
|
| Feb09 |
081226 |
353.00 |
353.00 |
353.00 |
353.00 |
+1.00 |
|
|
|
| Apr09 |
081226 |
357.00 |
359.50 |
357.00 |
359.50 |
+1.00 |
|
|
|
| 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. |
|
|
