 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Tue December 30, 2008 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan09 |
081230 |
935.50 |
951.00 |
931.50 |
945.75 |
+7.25 |
5,099 |
20,976 |
-8,571 |
Mar09 |
081230 |
942.00 |
957.50 |
938.50 |
953.00 |
+7.50 |
8,477 |
151,258 |
+7,272 |
May09 |
081230 |
956.25 |
969.00 |
950.50 |
964.75 |
+7.50 |
626 |
30,869 |
+1,627 |
Jul09 |
081230 |
966.25 |
980.50 |
962.50 |
976.25 |
+7.75 |
834 |
34,434 |
+57 |
Aug09 |
081230 |
970.50 |
978.75 |
970.50 |
978.75 |
+8.00 |
0 |
1,424 |
+24 |
Sep09 |
081230 |
978.00 |
980.50 |
967.50 |
980.50 |
+8.00 |
12 |
936 |
+15 |
Nov09 |
081230 |
971.00 |
985.75 |
967.00 |
983.00 |
+9.00 |
740 |
39,505 |
+38 |
Total Volume and Open Interest |
66,449 |
284,554 |
-745 |
Soybean Meal(CBOT) |
Jan09 |
081230 |
292.00 |
298.00 |
291.90 |
298.00 |
+5.90 |
6,542 |
8,925 |
-3,879 |
Mar09 |
081230 |
291.80 |
297.50 |
291.40 |
297.30 |
+5.80 |
11,704 |
53,970 |
+2,632 |
May09 |
081230 |
294.90 |
299.30 |
293.80 |
299.30 |
+5.80 |
877 |
18,070 |
+740 |
Jul09 |
081230 |
297.70 |
308.00 |
297.20 |
302.50 |
+5.80 |
281 |
16,494 |
-170 |
Aug09 |
081230 |
298.70 |
303.70 |
298.70 |
303.70 |
+5.80 |
12 |
4,754 |
-69 |
Sep09 |
081230 |
299.30 |
304.00 |
299.30 |
304.00 |
+5.90 |
0 |
3,632 |
-30 |
Oct09 |
081230 |
298.10 |
302.80 |
298.00 |
302.80 |
+6.00 |
0 |
2,174 |
-6 |
Dec09 |
081230 |
299.40 |
304.00 |
298.60 |
304.00 |
+6.00 |
0 |
10,379 |
-29 |
Total Volume and Open Interest |
28,475 |
119,810 |
+298 |
Soybean Oil(CBOT) |
Jan09 |
081230 |
32.40 |
33.02 |
31.76 |
32.11 |
-0.10 |
2,886 |
19,360 |
-5,547 |
Mar09 |
081230 |
32.57 |
33.34 |
32.08 |
32.42 |
-0.11 |
6,360 |
105,063 |
+6,741 |
May09 |
081230 |
33.24 |
33.52 |
32.45 |
32.77 |
-0.08 |
466 |
22,703 |
-1 |
Jul09 |
081230 |
33.41 |
33.87 |
32.70 |
33.07 |
-0.06 |
225 |
24,546 |
-60 |
Aug09 |
081230 |
33.42 |
33.42 |
33.25 |
33.25 |
-0.06 |
5 |
5,120 |
-125 |
Sep09 |
081230 |
33.22 |
33.48 |
33.22 |
33.44 |
-0.04 |
2 |
4,525 |
-4 |
Oct09 |
081230 |
33.62 |
33.76 |
33.30 |
33.60 |
-0.04 |
0 |
3,858 |
-1 |
Dec09 |
081230 |
34.03 |
34.03 |
33.47 |
33.82 |
-0.04 |
0 |
20,291 |
-34 |
Total Volume and Open Interest |
37,376 |
210,246 |
-97 |
Canola(WCE) |
Jan09 |
081230 |
403.0 |
407.0 |
400.0 |
403.5 |
+3.9 |
1,259 |
2,861 |
-4,000 |
Mar09 |
081230 |
406.9 |
414.9 |
406.1 |
409.6 |
+4.5 |
4,768 |
65,859 |
-927 |
May09 |
081230 |
415.4 |
419.6 |
415.0 |
417.7 |
+4.1 |
99 |
4,448 |
-51 |
Jul09 |
081230 |
422.9 |
431.6 |
422.9 |
425.8 |
+3.8 |
53 |
5,243 |
+24 |
Nov09 |
081230 |
432.2 |
441.7 |
432.2 |
438.3 |
+4.1 |
25 |
6,787 |
+138 |
Total Volume and Open Interest |
9,163 |
87,783 |
-2,290 |
Corn(CBOT) |
Mar09 |
081230 |
392.25 |
400.75 |
385.00 |
396.25 |
+2.75 |
6,937 |
356,696 |
+1,110 |
May09 |
081230 |
402.75 |
411.00 |
396.50 |
406.50 |
+2.50 |
1,414 |
104,835 |
-861 |
Jul09 |
081230 |
413.00 |
421.25 |
406.00 |
417.00 |
+2.75 |
975 |
119,840 |
-939 |
Sep09 |
081230 |
421.75 |
427.00 |
420.00 |
427.00 |
+2.75 |
648 |
30,041 |
-19 |
Dec09 |
081230 |
436.75 |
445.00 |
431.00 |
440.75 |
+2.50 |
560 |
145,315 |
+1,272 |
Mar10 |
081230 |
452.00 |
453.00 |
447.50 |
453.00 |
+2.75 |
27 |
10,820 |
+18 |
Total Volume and Open Interest |
69,846 |
802,476 |
-2,266 |
Wheat(CBOT) |
Mar09 |
081230 |
590.25 |
607.00 |
584.75 |
604.75 |
+12.75 |
977 |
126,725 |
+1,149 |
May09 |
081230 |
603.50 |
619.00 |
598.50 |
617.50 |
+13.00 |
159 |
25,328 |
-29 |
Jul09 |
081230 |
615.00 |
630.25 |
609.00 |
628.75 |
+13.00 |
341 |
49,057 |
+105 |
Sep09 |
081230 |
635.00 |
650.00 |
629.25 |
648.50 |
+12.50 |
5 |
16,440 |
-10 |
Dec09 |
081230 |
655.00 |
668.25 |
649.25 |
668.25 |
+12.75 |
3 |
22,307 |
+29 |
Total Volume and Open Interest |
12,765 |
245,395 |
-358 |
Wheat(KCBT) |
Mar09 |
081230 |
609.75 |
625.00 |
605.00 |
621.75 |
+10.75 |
6,492 |
41,023 |
-94 |
May09 |
081230 |
622.50 |
634.50 |
616.50 |
633.00 |
+10.50 |
1,412 |
10,241 |
+413 |
Jul09 |
081230 |
631.50 |
647.75 |
628.25 |
644.50 |
+11.50 |
935 |
18,369 |
-9 |
Sep09 |
081230 |
646.00 |
658.75 |
640.25 |
655.00 |
+11.50 |
101 |
3,498 |
+29 |
Dec09 |
081230 |
660.00 |
677.25 |
657.00 |
673.50 |
+11.50 |
264 |
8,027 |
+30 |
Total Volume and Open Interest |
3,488 |
82,351 |
+570 |
Wheat(MGE) |
Mar09 |
081230 |
644.00 |
656.25 |
640.75 |
655.50 |
+10.75 |
542 |
11,771 |
+11,771 |
May09 |
081230 |
646.50 |
658.00 |
642.50 |
657.25 |
+10.75 |
197 |
8,126 |
+8,126 |
Jul09 |
081230 |
652.50 |
663.00 |
648.00 |
661.75 |
+10.25 |
138 |
3,074 |
+3,074 |
Sep09 |
081230 |
660.00 |
671.75 |
657.00 |
670.75 |
+10.75 |
47 |
3,277 |
+3,277 |
Dec09 |
081230 |
677.50 |
687.00 |
672.00 |
686.75 |
+10.75 |
31 |
1,870 |
+1,870 |
Total Volume and Open Interest |
959 |
28,274 |
+318 |
Oats(CBOT) |
Mar09 |
081230 |
219.25 |
221.50 |
210.00 |
210.00 |
-7.00 |
11 |
6,684 |
-53 |
May09 |
081230 |
225.75 |
227.75 |
219.00 |
219.00 |
-7.00 |
3 |
2,954 |
-14 |
Jul09 |
081230 |
235.75 |
238.25 |
228.50 |
228.50 |
-7.00 |
2 |
2,747 |
+17 |
Sep09 |
081230 |
238.00 |
245.00 |
238.00 |
238.00 |
-7.00 |
0 |
3 |
-2 |
Total Volume and Open Interest |
478 |
16,299 |
-3 |
Rough Rice(CBOT) |
Jan09 |
081230 |
15.81 |
15.81 |
15.24 |
15.38 |
-0.06 |
11 |
997 |
-255 |
Mar09 |
081230 |
15.49 |
15.55 |
15.12 |
15.34 |
-0.05 |
10 |
4,348 |
+20 |
May09 |
081230 |
15.38 |
15.55 |
15.38 |
15.52 |
-0.03 |
0 |
527 |
+9 |
Jul09 |
081230 |
15.76 |
15.76 |
15.63 |
15.63 |
-0.07 |
0 |
174 |
+0 |
Total Volume and Open Interest |
346 |
6,678 |
-17 |
Live Cattle(CME) |
Dec08 |
081230 |
86.400 |
86.500 |
85.600 |
85.885 |
-0.095 |
959 |
635 |
-723 |
Feb09 |
081230 |
86.285 |
86.600 |
85.650 |
85.900 |
-0.300 |
9,566 |
100,637 |
-387 |
Apr09 |
081230 |
89.350 |
89.830 |
89.150 |
89.400 |
+0.050 |
5,467 |
62,054 |
+887 |
Jun09 |
081230 |
85.850 |
86.550 |
85.785 |
85.980 |
+0.080 |
2,476 |
25,246 |
+423 |
Aug09 |
081230 |
86.000 |
86.500 |
85.850 |
85.980 |
-0.070 |
1,382 |
14,695 |
+194 |
Oct09 |
081230 |
88.600 |
89.650 |
88.600 |
89.080 |
+0.045 |
335 |
4,569 |
+95 |
Total Volume and Open Interest |
14,782 |
210,438 |
+131 |
Feeder Cattle(CME) |
Jan09 |
081230 |
93.885 |
94.600 |
93.650 |
93.980 |
+0.530 |
530 |
3,877 |
-218 |
Mar09 |
081230 |
93.135 |
94.330 |
93.000 |
93.830 |
+0.980 |
1,270 |
11,277 |
-114 |
Apr09 |
081230 |
94.000 |
95.250 |
94.000 |
94.750 |
+0.865 |
179 |
2,323 |
+77 |
May09 |
081230 |
95.050 |
96.550 |
95.050 |
95.800 |
+0.500 |
223 |
1,659 |
+110 |
Aug09 |
081230 |
97.480 |
98.100 |
97.200 |
97.700 |
+0.700 |
73 |
892 |
+41 |
Sep09 |
081230 |
97.600 |
98.000 |
97.400 |
97.750 |
+0.550 |
6 |
108 |
+3 |
Oct09 |
081230 |
97.400 |
97.800 |
97.400 |
97.700 |
+0.550 |
0 |
27 |
+0 |
Total Volume and Open Interest |
2,010 |
20,291 |
+26 |
Lean Hogs(CME) |
Feb09 |
081230 |
59.100 |
59.985 |
59.035 |
59.735 |
+0.585 |
9,087 |
70,050 |
-1,510 |
Apr09 |
081230 |
67.385 |
68.400 |
67.330 |
68.080 |
+0.545 |
6,586 |
42,137 |
+743 |
May09 |
081230 |
77.800 |
78.750 |
77.500 |
78.635 |
+0.835 |
11 |
1,528 |
+3 |
Jun09 |
081230 |
78.500 |
79.500 |
78.300 |
79.350 |
+1.050 |
2,526 |
26,552 |
-367 |
Jul09 |
081230 |
78.550 |
79.250 |
78.285 |
79.100 |
+0.815 |
196 |
4,863 |
+5 |
Aug09 |
081230 |
76.900 |
77.250 |
76.650 |
77.180 |
+0.480 |
117 |
3,713 |
+3 |
Oct09 |
081230 |
70.135 |
70.400 |
69.650 |
70.250 |
+0.200 |
25 |
2,757 |
+34 |
Dec09 |
081230 |
67.700 |
67.750 |
67.500 |
67.650 |
+0.250 |
11 |
844 |
+8 |
Total Volume and Open Interest |
18,144 |
153,625 |
-1,368 |
Pork Bellies(CME) |
Feb09 |
081230 |
86.250 |
87.480 |
84.800 |
85.230 |
-2.220 |
33 |
632 |
+1 |
Mar09 |
081230 |
85.250 |
87.000 |
84.750 |
84.750 |
-0.500 |
0 |
134 |
+0 |
May09 |
081230 |
84.635 |
85.500 |
84.600 |
84.635 |
-0.365 |
0 |
224 |
+0 |
Jul09 |
081230 |
88.635 |
88.635 |
85.600 |
88.635 |
+2.635 |
0 |
108 |
+0 |
Aug09 |
081230 |
86.200 |
86.200 |
86.000 |
86.200 |
+0.450 |
0 |
2 |
+0 |
Total Volume and Open Interest |
39 |
1,099 |
-9 |
Class III Milk(CME) |
Dec08 |
081230 |
15.10 |
15.14 |
15.10 |
15.11 |
-0.03 |
36 |
5,132 |
-11 |
Jan09 |
081230 |
11.50 |
11.53 |
10.94 |
11.01 |
-0.54 |
154 |
4,402 |
+28 |
Feb09 |
081230 |
11.52 |
11.64 |
10.90 |
10.97 |
-0.58 |
163 |
4,029 |
+25 |
Mar09 |
081230 |
11.98 |
12.06 |
11.36 |
11.46 |
-0.53 |
109 |
3,507 |
+9 |
Apr09 |
081230 |
12.43 |
12.53 |
11.88 |
11.90 |
-0.62 |
88 |
2,903 |
+30 |
Total Volume and Open Interest |
0 |
37,871 |
+1 |
Cocoa(ICE) |
Mar09 |
081230 |
2551 |
2554 |
2507 |
2529 |
-22 |
5,601 |
60,639 |
+526 |
May09 |
081230 |
2535 |
2541 |
2494 |
2520 |
-20 |
908 |
23,346 |
+172 |
Jul09 |
081230 |
2523 |
2523 |
2477 |
2507 |
-17 |
254 |
11,703 |
+112 |
Sep09 |
081230 |
2494 |
2494 |
2448 |
2482 |
-17 |
116 |
6,859 |
+8 |
Dec09 |
081230 |
2455 |
2455 |
2420 |
2446 |
-19 |
303 |
9,552 |
+238 |
Mar10 |
081230 |
2400 |
2420 |
2400 |
2420 |
-20 |
37 |
2,684 |
+12 |
May10 |
081230 |
2391 |
2407 |
2391 |
2407 |
-25 |
9 |
1,572 |
+2 |
Total Volume and Open Interest |
830 |
115,539 |
-31 |
Coffee "C"(ICE) |
Mar09 |
081230 |
106.60 |
108.00 |
106.55 |
107.55 |
+0.90 |
3,899 |
71,839 |
+582 |
May09 |
081230 |
109.25 |
110.00 |
109.10 |
109.85 |
+0.90 |
676 |
28,045 |
+156 |
Jul09 |
081230 |
111.05 |
112.15 |
111.00 |
112.05 |
+0.85 |
493 |
7,920 |
+356 |
Sep09 |
081230 |
113.95 |
114.15 |
113.50 |
114.15 |
+0.90 |
175 |
3,866 |
-45 |
Dec09 |
081230 |
116.95 |
117.15 |
116.50 |
117.15 |
+0.90 |
72 |
7,119 |
-10 |
Mar10 |
081230 |
119.50 |
120.25 |
119.50 |
120.10 |
+0.90 |
45 |
3,399 |
+35 |
Total Volume and Open Interest |
1,345 |
122,073 |
+284 |
Orange Juice(ICE) |
Jan09 |
081230 |
67.65 |
70.00 |
67.30 |
69.15 |
+0.40 |
269 |
1,180 |
-74 |
Mar09 |
081230 |
68.70 |
71.15 |
68.50 |
70.65 |
+1.40 |
2,466 |
22,109 |
-569 |
May09 |
081230 |
74.45 |
75.00 |
74.30 |
74.55 |
+1.50 |
219 |
2,498 |
+149 |
Jul09 |
081230 |
77.60 |
78.75 |
77.60 |
78.45 |
+1.30 |
52 |
1,363 |
+46 |
Sep09 |
081230 |
82.45 |
82.45 |
81.15 |
82.45 |
+1.30 |
0 |
282 |
+8 |
Nov09 |
081230 |
86.30 |
86.30 |
85.00 |
86.30 |
+1.30 |
0 |
121 |
+0 |
Total Volume and Open Interest |
619 |
28,299 |
-35 |
Sugar #11(ICE) |
Mar09 |
081230 |
11.21 |
11.39 |
11.12 |
11.29 |
+0.17 |
15,569 |
242,198 |
-1,084 |
May09 |
081230 |
11.79 |
11.97 |
11.70 |
11.88 |
+0.17 |
6,504 |
100,668 |
-508 |
Jul09 |
081230 |
12.24 |
12.41 |
12.16 |
12.31 |
+0.13 |
5,703 |
115,669 |
-229 |
Oct09 |
081230 |
12.95 |
13.06 |
12.86 |
13.00 |
+0.11 |
1,547 |
69,367 |
-85 |
Mar10 |
081230 |
13.75 |
13.80 |
13.69 |
13.78 |
+0.08 |
2,559 |
50,242 |
-59 |
Total Volume and Open Interest |
6,002 |
641,547 |
-43 |
Sugar #14(ICE) |
Mar09 |
081230 |
20.04 |
20.04 |
20.04 |
20.04 |
unch |
0 |
2,475 |
+0 |
May09 |
081230 |
20.60 |
20.60 |
20.59 |
20.60 |
+0.01 |
35 |
2,173 |
+1 |
Jul09 |
081230 |
20.63 |
20.63 |
20.63 |
20.63 |
unch |
0 |
1,813 |
+0 |
Sep09 |
081230 |
20.99 |
20.99 |
20.99 |
20.99 |
-0.01 |
0 |
923 |
+0 |
Total Volume and Open Interest |
11 |
7,383 |
+6 |
London Cocoa(LCE) |
Mar09 |
081230 |
1770 |
1786 |
1753 |
1774 |
+4 |
4,600 |
74,725 |
+74,725 |
May09 |
081230 |
1761 |
1770 |
1745 |
1760 |
+5 |
1,472 |
34,683 |
+34,683 |
Jul09 |
081230 |
1767 |
1770 |
1750 |
1762 |
+2 |
138 |
31,051 |
+31,051 |
Sep09 |
081230 |
1730 |
1745 |
1720 |
1745 |
+15 |
28 |
11,581 |
+11,581 |
Dec09 |
081230 |
1695 |
1709 |
1688 |
1700 |
+12 |
373 |
12,104 |
+12,104 |
Mar10 |
081230 |
1670 |
1670 |
1670 |
1670 |
-12 |
13 |
964 |
+964 |
May10 |
081230 |
1675 |
1675 |
1675 |
1675 |
-17 |
0 |
12 |
+12 |
Total Volume and Open Interest |
3,302 |
163,747 |
+1,489 |
London Coffee(LCE) |
Jan09 |
081230 |
1720.00 |
1850.00 |
1720.00 |
1765.00 |
+48.00 |
2,873 |
46,121 |
+46,121 |
Total Volume and Open Interest |
215 |
48,126 |
-36 |
London Sugar(LCE) |
Mar09 |
081230 |
312.20 |
316.10 |
311.20 |
316.00 |
+3.50 |
1,017 |
25,264 |
+25,264 |
May09 |
081230 |
323.00 |
326.50 |
322.40 |
326.30 |
+2.80 |
271 |
11,834 |
+11,834 |
Aug09 |
081230 |
333.20 |
335.20 |
333.20 |
335.00 |
+2.70 |
38 |
7,750 |
+7,750 |
Oct09 |
081230 |
344.10 |
346.30 |
344.10 |
345.50 |
+2.30 |
61 |
3,246 |
+3,246 |
Dec09 |
081230 |
353.00 |
354.40 |
353.00 |
354.40 |
+2.50 |
0 |
884 |
+884 |
Total Volume and Open Interest |
71 |
49,774 |
+8 |
Cotton(ICE) |
Mar09 |
081230 |
46.70 |
48.39 |
46.26 |
47.97 |
+1.72 |
3,284 |
69,579 |
+112 |
May09 |
081230 |
46.60 |
48.53 |
46.60 |
48.21 |
+1.61 |
790 |
19,444 |
+119 |
Jul09 |
081230 |
47.99 |
49.70 |
47.89 |
49.38 |
+1.61 |
145 |
17,715 |
+32 |
Oct09 |
081230 |
52.05 |
52.05 |
52.05 |
52.05 |
+1.61 |
0 |
253 |
+0 |
Dec09 |
081230 |
52.48 |
54.18 |
52.38 |
53.93 |
+1.67 |
101 |
15,365 |
+68 |
Mar10 |
081230 |
57.11 |
57.11 |
57.11 |
57.11 |
+1.67 |
0 |
168 |
+0 |
Total Volume and Open Interest |
2,005 |
123,934 |
-245 |
Lumber(CME) |
Jan09 |
081230 |
172.3 |
174.7 |
171.6 |
172.5 |
-1.7 |
142 |
1,832 |
-59 |
Mar09 |
081230 |
187.1 |
191.0 |
187.1 |
190.7 |
+4.3 |
298 |
4,461 |
+85 |
May09 |
081230 |
200.0 |
204.3 |
199.9 |
204.2 |
+0.2 |
129 |
1,168 |
+43 |
Jul09 |
081230 |
212.3 |
213.5 |
212.0 |
213.5 |
+1.0 |
3 |
351 |
+1 |
Total Volume and Open Interest |
271 |
7,872 |
-151 |
Crude Oil(NYM) |
Feb09 |
081230 |
40.01 |
40.39 |
37.93 |
39.03 |
-0.99 |
150,601 |
283,690 |
+4,377 |
Mar09 |
081230 |
43.09 |
43.37 |
41.25 |
42.76 |
-0.27 |
43,167 |
134,884 |
+9,090 |
Apr09 |
081230 |
45.00 |
45.15 |
43.26 |
44.80 |
-0.01 |
14,763 |
58,506 |
+784 |
May09 |
081230 |
46.38 |
46.47 |
44.98 |
46.33 |
+0.14 |
7,819 |
35,609 |
+1,316 |
Jun09 |
081230 |
47.55 |
48.00 |
46.25 |
47.67 |
+0.21 |
12,755 |
104,115 |
+597 |
Jul09 |
081230 |
47.98 |
49.14 |
47.39 |
48.91 |
+0.25 |
6,270 |
43,101 |
+2,020 |
Aug09 |
081230 |
49.31 |
50.00 |
49.00 |
49.96 |
+0.28 |
1,426 |
26,161 |
+407 |
Sep09 |
081230 |
50.66 |
51.06 |
50.66 |
50.95 |
+0.29 |
1,118 |
19,971 |
+101 |
Oct09 |
081230 |
51.59 |
51.87 |
51.59 |
51.87 |
+0.29 |
549 |
18,324 |
+132 |
Nov09 |
081230 |
52.18 |
52.78 |
52.13 |
52.78 |
+0.29 |
519 |
15,532 |
+20 |
Dec09 |
081230 |
53.30 |
53.88 |
52.36 |
53.66 |
+0.29 |
5,179 |
97,078 |
-242 |
Jan10 |
081230 |
54.50 |
54.50 |
54.50 |
54.50 |
+0.32 |
123 |
18,297 |
+16 |
Feb10 |
081230 |
55.28 |
55.28 |
55.28 |
55.28 |
+0.34 |
30 |
10,154 |
-3 |
Mar10 |
081230 |
56.02 |
56.02 |
56.02 |
56.02 |
+0.37 |
17 |
13,671 |
-8 |
Apr10 |
081230 |
56.73 |
56.73 |
56.73 |
56.73 |
+0.39 |
13 |
3,467 |
-3 |
May10 |
081230 |
57.42 |
57.42 |
57.42 |
57.42 |
+0.41 |
4 |
3,776 |
-4 |
Total Volume and Open Interest |
96,658 |
1,146,031 |
+3,479 |
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 |
081230 |
40.175 |
40.550 |
37.900 |
39.025 |
-1.000 |
10,315 |
7,729 |
+479 |
Mar09 |
081230 |
43.100 |
43.525 |
41.400 |
42.750 |
-0.275 |
313 |
802 |
+78 |
Apr09 |
081230 |
44.500 |
44.800 |
43.600 |
44.800 |
unch |
48 |
128 |
+1 |
May09 |
081230 |
46.450 |
46.450 |
45.975 |
46.325 |
+0.125 |
8 |
37 |
+5 |
Jun09 |
081230 |
47.150 |
47.675 |
47.150 |
47.675 |
+0.225 |
2 |
19 |
+2 |
Jul09 |
081230 |
48.700 |
48.900 |
48.700 |
48.900 |
+0.250 |
1 |
3 |
+1 |
Aug09 |
081230 |
49.950 |
49.950 |
49.950 |
49.950 |
+0.275 |
0 |
1 |
+0 |
Sep09 |
081230 |
50.950 |
50.950 |
50.950 |
50.950 |
+0.300 |
1 |
1 |
+0 |
Total Volume and Open Interest |
3,718 |
8,229 |
-206 |
Heating Oil(NYM) |
Jan09 |
081230 |
128.33 |
130.21 |
126.50 |
128.80 |
+0.27 |
15,636 |
10,254 |
-4,596 |
Feb09 |
081230 |
130.68 |
132.05 |
127.85 |
130.61 |
-0.27 |
22,565 |
54,320 |
+3,316 |
Mar09 |
081230 |
133.83 |
134.90 |
131.07 |
133.61 |
-0.22 |
6,389 |
30,804 |
+897 |
Apr09 |
081230 |
135.58 |
136.60 |
132.97 |
135.61 |
-0.07 |
2,701 |
20,218 |
+444 |
May09 |
081230 |
138.72 |
138.72 |
134.68 |
137.61 |
-0.12 |
1,810 |
17,045 |
+32 |
Jun09 |
081230 |
141.50 |
141.50 |
137.15 |
139.91 |
-0.17 |
2,167 |
22,222 |
+252 |
Jul09 |
081230 |
144.65 |
145.15 |
140.34 |
142.96 |
-0.17 |
721 |
10,112 |
+56 |
Aug09 |
081230 |
145.25 |
147.00 |
143.80 |
146.26 |
-0.12 |
364 |
5,069 |
+8 |
Sep09 |
081230 |
147.95 |
150.26 |
147.25 |
149.61 |
-0.02 |
468 |
7,787 |
+75 |
Oct09 |
081230 |
151.11 |
152.73 |
149.75 |
152.21 |
-0.02 |
292 |
3,874 |
+93 |
Nov09 |
081230 |
154.29 |
155.25 |
152.35 |
154.81 |
+0.03 |
223 |
2,436 |
+51 |
Dec09 |
081230 |
158.60 |
158.60 |
155.07 |
157.36 |
+0.03 |
453 |
14,489 |
+3 |
Total Volume and Open Interest |
21,523 |
227,545 |
-3,055 |
Gasoline(NYMEX) |
Jan09 |
081230 |
86.81 |
89.92 |
85.65 |
88.53 |
+1.08 |
5,213 |
16,101 |
+16,101 |
Feb09 |
081230 |
91.25 |
94.29 |
89.78 |
93.28 |
+1.43 |
7,203 |
74,505 |
+74,505 |
Mar09 |
081230 |
96.55 |
98.60 |
94.50 |
98.03 |
+1.58 |
1,326 |
27,503 |
+27,503 |
Apr09 |
081230 |
110.17 |
112.81 |
109.32 |
112.53 |
+1.48 |
339 |
19,497 |
+19,497 |
May09 |
081230 |
112.75 |
115.80 |
112.55 |
115.58 |
+1.48 |
238 |
10,787 |
+10,787 |
Jun09 |
081230 |
116.00 |
118.58 |
115.15 |
118.58 |
+1.48 |
334 |
10,833 |
+10,833 |
Jul09 |
081230 |
117.70 |
121.25 |
117.14 |
120.63 |
+1.53 |
326 |
8,682 |
+8,682 |
Aug09 |
081230 |
119.70 |
122.40 |
119.30 |
122.33 |
+1.53 |
245 |
5,041 |
+5,041 |
Sep09 |
081230 |
121.14 |
123.34 |
120.25 |
123.28 |
+1.53 |
67 |
5,415 |
+5,415 |
Oct09 |
081230 |
114.10 |
114.68 |
114.00 |
114.68 |
+1.53 |
33 |
2,767 |
+2,767 |
Total Volume and Open Interest |
15,358 |
197,252 |
-871 |
e-miNY RBOB Gasoline(NYM) |
Jan09 |
081229 |
87.45 |
87.45 |
87.45 |
87.45 |
+3.05 |
|
|
|
Feb09 |
081230 |
93.28 |
93.28 |
93.28 |
93.28 |
+1.43 |
0 |
1 |
+1 |
Mar09 |
081230 |
98.03 |
98.03 |
98.03 |
98.03 |
+1.58 |
|
|
|
Apr09 |
081230 |
112.53 |
112.53 |
112.53 |
112.53 |
+1.48 |
|
|
|
Total Volume and Open Interest |
0 |
4 |
+0 |
Natural Gas(NYM) |
Feb09 |
081230 |
6.065 |
6.180 |
5.789 |
5.859 |
-0.225 |
34,458 |
78,272 |
+2,101 |
Mar09 |
081230 |
6.084 |
6.176 |
5.816 |
5.890 |
-0.209 |
15,597 |
101,647 |
+613 |
Apr09 |
081230 |
6.165 |
6.165 |
5.857 |
5.933 |
-0.190 |
9,264 |
61,780 |
+1,057 |
May09 |
081230 |
6.150 |
6.150 |
5.946 |
5.993 |
-0.173 |
2,872 |
37,451 |
+554 |
Jun09 |
081230 |
6.220 |
6.220 |
6.051 |
6.093 |
-0.161 |
1,180 |
28,192 |
+237 |
Jul09 |
081230 |
6.282 |
6.290 |
6.156 |
6.211 |
-0.151 |
1,797 |
24,816 |
+195 |
Aug09 |
081230 |
6.305 |
6.370 |
6.266 |
6.300 |
-0.142 |
2,895 |
22,510 |
+534 |
Sep09 |
081230 |
6.354 |
6.420 |
6.314 |
6.353 |
-0.139 |
3,462 |
17,812 |
-449 |
Oct09 |
081230 |
6.533 |
6.533 |
6.416 |
6.473 |
-0.139 |
3,057 |
34,267 |
-99 |
Nov09 |
081230 |
6.860 |
6.890 |
6.762 |
6.838 |
-0.124 |
681 |
17,377 |
-57 |
Dec09 |
081230 |
7.335 |
7.335 |
7.170 |
7.228 |
-0.109 |
795 |
27,613 |
+29 |
Jan10 |
081230 |
7.500 |
7.524 |
7.467 |
7.488 |
-0.109 |
1,201 |
20,033 |
+3 |
Feb10 |
081230 |
7.510 |
7.528 |
7.493 |
7.493 |
-0.109 |
158 |
8,453 |
+4 |
Mar10 |
081230 |
7.320 |
7.324 |
7.269 |
7.298 |
-0.114 |
802 |
19,337 |
+33 |
Apr10 |
081230 |
6.835 |
6.840 |
6.783 |
6.783 |
-0.099 |
393 |
16,667 |
-92 |
May10 |
081230 |
6.752 |
6.770 |
6.752 |
6.758 |
-0.094 |
14 |
9,361 |
-9 |
Total Volume and Open Interest |
24,768 |
678,236 |
-3,953 |
Brent Crude Oil(ICE) |
Feb09 |
081230 |
40.80 |
40.88 |
38.58 |
40.15 |
-0.40 |
63,450 |
110,741 |
+110,741 |
Mar09 |
081230 |
43.58 |
43.61 |
41.27 |
42.92 |
-0.28 |
33,333 |
117,753 |
+117,753 |
Apr09 |
081230 |
45.02 |
45.40 |
43.60 |
45.12 |
-0.18 |
11,584 |
57,618 |
+57,618 |
May09 |
081230 |
46.19 |
47.13 |
45.35 |
46.88 |
-0.11 |
4,219 |
20,408 |
+20,408 |
Jun09 |
081230 |
47.76 |
48.63 |
46.95 |
48.41 |
-0.12 |
3,711 |
39,051 |
+39,051 |
Jul09 |
081230 |
49.38 |
49.97 |
48.38 |
49.79 |
-0.06 |
1,281 |
18,182 |
+18,182 |
Aug09 |
081230 |
50.53 |
51.18 |
49.64 |
51.02 |
+0.03 |
1,365 |
10,385 |
+10,385 |
Sep09 |
081230 |
51.90 |
52.26 |
50.80 |
52.10 |
+0.05 |
1,213 |
14,096 |
+14,096 |
Oct09 |
081230 |
52.85 |
53.06 |
51.75 |
53.06 |
+0.08 |
1,104 |
9,039 |
+9,039 |
Nov09 |
081230 |
53.93 |
53.93 |
53.93 |
53.93 |
+0.14 |
0 |
11,377 |
+11,377 |
Dec09 |
081230 |
54.55 |
55.02 |
53.55 |
54.75 |
+0.21 |
5,615 |
51,492 |
+51,492 |
Jan10 |
081230 |
55.56 |
55.56 |
55.56 |
55.56 |
+0.25 |
0 |
9,556 |
+9,556 |
Feb10 |
081230 |
56.35 |
56.35 |
56.35 |
56.35 |
+0.27 |
0 |
6,307 |
+6,307 |
Mar10 |
081230 |
57.06 |
57.06 |
57.06 |
57.06 |
+0.22 |
0 |
3,280 |
+3,280 |
Total Volume and Open Interest |
80,818 |
580,018 |
-2,766 |
Gas Oil(ICE) |
Jan09 |
081230 |
416.00 |
424.00 |
411.50 |
416.00 |
+9.00 |
13,366 |
59,073 |
+59,073 |
Feb09 |
081230 |
427.00 |
430.25 |
418.00 |
422.50 |
+8.50 |
12,540 |
72,061 |
+72,061 |
Mar09 |
081230 |
434.75 |
439.00 |
427.50 |
432.00 |
+8.25 |
2,312 |
28,416 |
+28,416 |
Apr09 |
081230 |
440.75 |
448.00 |
437.00 |
441.75 |
+8.75 |
901 |
22,858 |
+22,858 |
May09 |
081230 |
450.50 |
458.00 |
446.75 |
451.75 |
+9.25 |
595 |
22,624 |
+22,624 |
Jun09 |
081230 |
460.00 |
467.75 |
457.25 |
461.50 |
+9.50 |
1,170 |
36,669 |
+36,669 |
Jul09 |
081230 |
477.75 |
479.50 |
469.50 |
473.75 |
+9.75 |
367 |
13,348 |
+13,348 |
Aug09 |
081230 |
485.00 |
490.00 |
480.00 |
484.25 |
+9.25 |
355 |
13,173 |
+13,173 |
Sep09 |
081230 |
499.75 |
500.75 |
490.75 |
495.00 |
+9.50 |
224 |
13,038 |
+13,038 |
Oct09 |
081230 |
504.50 |
510.50 |
500.00 |
504.25 |
+9.25 |
419 |
9,502 |
+9,502 |
Total Volume and Open Interest |
33,486 |
400,823 |
+3,714 |
Ethanol(CBOT) |
Dec08 |
081203 |
1.590 |
1.650 |
1.550 |
1.570 |
unch |
17 |
84 |
-15 |
Jan09 |
081230 |
1.605 |
1.615 |
1.595 |
1.611 |
unch |
30 |
174 |
+174 |
Feb09 |
081230 |
1.618 |
1.618 |
1.605 |
1.610 |
-0.004 |
25 |
314 |
+314 |
Mar09 |
081230 |
1.600 |
1.626 |
1.600 |
1.619 |
+0.001 |
20 |
330 |
+330 |
Apr09 |
081230 |
1.610 |
1.641 |
1.610 |
1.641 |
+0.016 |
5 |
402 |
+402 |
May09 |
081230 |
1.680 |
1.680 |
1.667 |
1.667 |
+0.007 |
0 |
189 |
+189 |
Jun09 |
081230 |
1.675 |
1.675 |
1.675 |
1.675 |
-0.005 |
0 |
195 |
+195 |
Jul09 |
081230 |
1.675 |
1.675 |
1.675 |
1.675 |
-0.005 |
0 |
192 |
+192 |
Total Volume and Open Interest |
105 |
2,911 |
+30 |
US Dollar Index(ICE) |
Mar09 |
081230 |
81.675 |
82.165 |
81.190 |
81.780 |
+0.255 |
3,761 |
13,312 |
+37 |
Jun09 |
081230 |
82.275 |
82.275 |
82.275 |
82.275 |
+0.255 |
0 |
2,390 |
-1 |
Sep09 |
081230 |
82.975 |
82.975 |
82.975 |
82.975 |
+0.255 |
|
|
|
Total Volume and Open Interest |
764 |
15,666 |
+235 |
Australian Dollar(CME) |
Mar09 |
081230 |
68.20 |
68.99 |
68.10 |
68.64 |
+0.10 |
0 |
32,391 |
-797 |
Jun09 |
081230 |
68.34 |
68.62 |
68.09 |
68.34 |
+0.10 |
0 |
80 |
+0 |
Sep09 |
081230 |
68.04 |
68.04 |
67.94 |
68.04 |
+0.10 |
0 |
151 |
+0 |
Total Volume and Open Interest |
5,098 |
33,444 |
+430 |
British Pound(CME) |
Mar09 |
081230 |
143.70 |
145.37 |
143.67 |
143.82 |
-1.55 |
3 |
71,101 |
+758 |
Jun09 |
081230 |
144.79 |
145.38 |
143.76 |
143.78 |
-1.60 |
0 |
1,194 |
+2 |
Sep09 |
081230 |
143.79 |
145.40 |
143.79 |
143.79 |
-1.63 |
0 |
6 |
+2 |
Total Volume and Open Interest |
5,192 |
71,559 |
+666 |
Canadian Dollar(CME) |
Mar09 |
081230 |
81.90 |
82.37 |
81.05 |
81.59 |
-1.01 |
262 |
42,360 |
+745 |
Jun09 |
081230 |
81.88 |
82.75 |
81.31 |
81.74 |
-1.01 |
245 |
2,263 |
+448 |
Sep09 |
081230 |
81.98 |
82.92 |
81.58 |
81.88 |
-1.04 |
1 |
1,118 |
+1 |
Dec09 |
081230 |
82.22 |
82.52 |
81.78 |
82.02 |
-1.01 |
0 |
520 |
+15 |
Total Volume and Open Interest |
3,247 |
45,162 |
+498 |
Japanese Yen(CME) |
Mar09 |
081230 |
110.13 |
111.27 |
109.91 |
110.91 |
+0.04 |
5 |
102,936 |
+3,388 |
Jun09 |
081230 |
111.08 |
111.39 |
110.30 |
111.14 |
+0.02 |
0 |
3,702 |
+7 |
Sep09 |
081230 |
111.39 |
111.43 |
110.80 |
111.39 |
-0.03 |
0 |
14 |
+0 |
Total Volume and Open Interest |
6,650 |
103,282 |
-200 |
Swiss Franc(CME) |
Mar09 |
081230 |
94.39 |
95.51 |
94.13 |
94.63 |
-0.58 |
5 |
24,245 |
+593 |
Jun09 |
081230 |
95.25 |
95.72 |
94.52 |
94.88 |
-0.64 |
0 |
315 |
+0 |
Sep09 |
081230 |
95.11 |
95.80 |
95.08 |
95.11 |
-0.69 |
0 |
5 |
+0 |
Total Volume and Open Interest |
2,230 |
23,976 |
-527 |
EuroFX(CME) |
Mar09 |
081230 |
139.16 |
141.91 |
139.08 |
140.54 |
-0.06 |
47 |
119,385 |
+2,289 |
Jun09 |
081230 |
140.00 |
141.57 |
139.02 |
140.28 |
-0.06 |
0 |
789 |
+2 |
Sep09 |
081230 |
140.11 |
141.23 |
139.10 |
140.11 |
-0.11 |
0 |
1,039 |
+1 |
Total Volume and Open Interest |
13,802 |
118,963 |
+610 |
Mexican Peso(CME) |
Jan09 |
081230 |
716.8 |
727.8 |
716.8 |
716.8 |
-11.0 |
0 |
1 |
+0 |
Feb09 |
081230 |
711.8 |
722.8 |
711.8 |
711.8 |
-11.0 |
|
|
|
Total Volume and Open Interest |
1,075 |
13,419 |
+297 |
30-Year T-Bonds(CBOT) |
Mar09 |
081230 |
140~175 |
141~240 |
139~225 |
141~135 |
+0~170 |
51,913 |
752,885 |
+3,194 |
Jun09 |
081230 |
139~075 |
140~060 |
138~215 |
140~035 |
+0~165 |
326 |
690 |
+163 |
Sep09 |
081230 |
138~265 |
138~265 |
138~095 |
138~265 |
+0~170 |
0 |
35 |
+0 |
Total Volume and Open Interest |
19,653 |
750,278 |
+579 |
10-Year T-Notes(CBOT) |
Mar09 |
081230 |
127~195 |
127~315 |
126~285 |
127~095 |
-0~145 |
96,299 |
1,032,404 |
-5,272 |
Jun09 |
081230 |
125~285 |
126~135 |
125~285 |
125~285 |
-0~170 |
2 |
1 |
+1 |
Sep09 |
081230 |
124~285 |
125~135 |
124~285 |
124~285 |
-0~170 |
|
|
|
Total Volume and Open Interest |
32,837 |
1,037,676 |
+14,802 |
5-Year T-Notes(CBOT) |
Mar09 |
081230 |
119~103 |
120~000 |
119~046 |
119~075 |
-0~025 |
79,572 |
0 |
+0 |
Jun09 |
081230 |
119~031 |
119~056 |
119~031 |
119~031 |
-0~025 |
|
|
|
Sep09 |
081230 |
56~111 |
57~008 |
56~111 |
56~111 |
-0~025 |
|
|
|
Total Volume and Open Interest |
34,460 |
1,058,082 |
-683 |
2 Year T-Notes(CBOT) |
Mar09 |
081230 |
108~123 |
109~011 |
108~110 |
109~006 |
+0~010 |
233 |
516,691 |
+2,761 |
Jun09 |
081230 |
109~006 |
109~006 |
108~124 |
109~006 |
+0~010 |
|
|
|
Sep09 |
081230 |
109~006 |
109~006 |
108~124 |
109~006 |
+0~010 |
|
|
|
Total Volume and Open Interest |
8,649 |
518,856 |
+1,102 |
Eurodollars(CME) |
Mar09 |
081230 |
98.920 |
98.970 |
98.915 |
98.960 |
+0.055 |
2,837 |
1,288,130 |
+7,603 |
Jun09 |
081230 |
98.900 |
98.930 |
98.850 |
98.905 |
+0.040 |
2,795 |
1,019,297 |
-21,544 |
Sep09 |
081230 |
98.790 |
98.835 |
98.730 |
98.785 |
+0.015 |
4,889 |
852,680 |
+773 |
Dec09 |
081230 |
98.630 |
98.700 |
98.575 |
98.630 |
+0.010 |
3,308 |
740,144 |
-4,736 |
Mar10 |
081230 |
98.510 |
98.580 |
98.455 |
98.520 |
+0.020 |
2,243 |
601,757 |
+11,988 |
Jun10 |
081230 |
98.275 |
98.355 |
98.240 |
98.300 |
+0.025 |
1,163 |
365,383 |
+2,194 |
Sep10 |
081230 |
98.135 |
98.165 |
98.040 |
98.110 |
+0.020 |
637 |
330,309 |
+923 |
Dec10 |
081230 |
97.945 |
97.960 |
97.840 |
97.915 |
+0.010 |
807 |
279,928 |
-964 |
Mar11 |
081230 |
97.825 |
97.845 |
97.715 |
97.795 |
unch |
427 |
180,072 |
+800 |
Jun11 |
081230 |
97.705 |
97.710 |
97.580 |
97.660 |
-0.005 |
678 |
180,052 |
-1,591 |
Sep11 |
081230 |
97.590 |
97.610 |
97.495 |
97.565 |
-0.010 |
448 |
121,318 |
-404 |
Dec11 |
081230 |
97.495 |
97.515 |
97.390 |
97.470 |
-0.010 |
398 |
101,623 |
-1,234 |
Mar12 |
081230 |
97.415 |
97.490 |
97.385 |
97.450 |
-0.010 |
120 |
92,368 |
-320 |
Jun12 |
081230 |
97.350 |
97.445 |
97.340 |
97.410 |
-0.015 |
417 |
64,887 |
+88 |
Sep12 |
081230 |
97.310 |
97.400 |
97.310 |
97.380 |
-0.015 |
131 |
63,469 |
-941 |
Dec12 |
081230 |
97.250 |
97.330 |
97.250 |
97.315 |
-0.015 |
428 |
52,862 |
-316 |
Mar13 |
081230 |
97.225 |
97.315 |
97.215 |
97.290 |
-0.020 |
56 |
43,670 |
+349 |
Jun13 |
081230 |
97.170 |
97.230 |
97.170 |
97.230 |
-0.025 |
44 |
26,942 |
-194 |
Total Volume and Open Interest |
59,783 |
6,709,229 |
-6,947 |
30 Day Federal Funds(CBOT) |
Dec08 |
081230 |
99.840 |
99.845 |
99.840 |
99.845 |
+0.003 |
0 |
71,991 |
-1,494 |
Jan09 |
081230 |
99.830 |
99.850 |
99.825 |
99.845 |
+0.010 |
0 |
70,508 |
-701 |
Feb09 |
081230 |
99.800 |
99.840 |
99.800 |
99.825 |
+0.010 |
0 |
63,920 |
-743 |
Mar09 |
081230 |
99.780 |
99.805 |
99.780 |
99.795 |
+0.010 |
0 |
40,406 |
-764 |
Apr09 |
081230 |
99.770 |
99.785 |
99.760 |
99.770 |
+0.010 |
0 |
40,244 |
-290 |
May09 |
081230 |
99.740 |
99.755 |
99.730 |
99.740 |
+0.005 |
0 |
44,363 |
-1,666 |
Total Volume and Open Interest |
3,401 |
435,455 |
-1,343 |
30 Day Fed Funds(e-CBOT) |
Dec08 |
081230 |
99.840 |
99.845 |
99.840 |
99.845 |
+0.003 |
2,132 |
71,991 |
-1,494 |
Jan09 |
081230 |
99.830 |
99.850 |
99.825 |
99.845 |
+0.010 |
2,180 |
70,508 |
-701 |
Feb09 |
081230 |
99.800 |
99.840 |
99.800 |
99.825 |
+0.015 |
2,172 |
63,920 |
-743 |
Mar09 |
081230 |
99.780 |
99.805 |
99.780 |
99.795 |
+0.010 |
2,236 |
40,406 |
-764 |
Apr09 |
081230 |
99.770 |
99.785 |
99.760 |
99.770 |
+0.005 |
5,119 |
40,244 |
-290 |
May09 |
081230 |
99.740 |
99.755 |
99.735 |
99.740 |
+0.005 |
4,124 |
44,363 |
-1,666 |
Total Volume and Open Interest |
24,048 |
429,274 |
+4,327 |
3-Mth Euro-Yen(CME) |
Mar09 |
081230 |
99.45 |
99.45 |
99.45 |
99.45 |
+0.02 |
0 |
5,089 |
+0 |
Jun09 |
081230 |
99.51 |
99.51 |
99.51 |
99.51 |
+0.02 |
0 |
1,278 |
+0 |
Sep09 |
081230 |
99.54 |
99.54 |
99.54 |
99.54 |
+0.02 |
0 |
480 |
+0 |
Dec09 |
081230 |
99.54 |
99.54 |
99.54 |
99.54 |
+0.02 |
0 |
175 |
+0 |
Mar10 |
081230 |
99.44 |
99.44 |
99.44 |
99.44 |
+0.02 |
|
|
|
Jun10 |
081230 |
99.38 |
99.38 |
99.38 |
99.38 |
+0.02 |
|
|
|
Sep10 |
081230 |
99.36 |
99.36 |
99.36 |
99.36 |
+0.02 |
|
|
|
Dec10 |
081230 |
99.34 |
99.34 |
99.34 |
99.34 |
+0.01 |
|
|
|
Mar11 |
081230 |
99.28 |
99.28 |
99.28 |
99.28 |
+0.04 |
|
|
|
Jun11 |
081230 |
99.28 |
99.28 |
99.28 |
99.28 |
+0.04 |
|
|
|
Total Volume and Open Interest |
0 |
7,022 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar09 |
081230 |
99.46 |
99.47 |
99.46 |
99.47 |
+0.04 |
18 |
19,699 |
+18 |
Jun09 |
081230 |
99.53 |
99.53 |
99.53 |
99.53 |
+0.03 |
0 |
7,285 |
+0 |
Sep09 |
081230 |
99.56 |
99.56 |
99.56 |
99.56 |
+0.04 |
1 |
3,024 |
-1 |
Dec09 |
081230 |
99.56 |
99.56 |
99.56 |
99.56 |
+0.04 |
0 |
1,234 |
+0 |
Mar10 |
081230 |
99.46 |
99.46 |
99.46 |
99.46 |
+0.03 |
0 |
1,199 |
+0 |
Jun10 |
081230 |
99.40 |
99.40 |
99.40 |
99.40 |
+0.04 |
0 |
534 |
+0 |
Sep10 |
081230 |
99.38 |
99.38 |
99.38 |
99.38 |
+0.04 |
2 |
264 |
-2 |
Dec10 |
081230 |
99.32 |
99.36 |
99.32 |
99.36 |
+0.04 |
0 |
166 |
+0 |
Total Volume and Open Interest |
592 |
35,365 |
+544 |
Japanese Gov't Bonds(SGX) |
Mar09 |
081230 |
139.51 |
140.16 |
139.51 |
139.75 |
-0.02 |
|
|
|
Jun09 |
081230 |
139.75 |
139.75 |
139.75 |
139.75 |
+0.22 |
|
|
|
Sep09 |
081230 |
139.75 |
139.75 |
139.75 |
139.75 |
+0.22 |
|
|
|
Total Volume and Open Interest |
930 |
9,747 |
-293 |
Euro-Bund(EUREX) |
Mar09 |
081230 |
125.55 |
125.56 |
124.83 |
124.84 |
-0.51 |
132,049 |
862,244 |
-9,998 |
Jun09 |
081230 |
123.98 |
123.98 |
123.83 |
123.83 |
-0.47 |
1 |
52 |
+1 |
Sep09 |
081230 |
123.83 |
123.83 |
123.83 |
123.83 |
-0.47 |
|
|
|
Total Volume and Open Interest |
132,050 |
862,296 |
-9,997 |
Euro-Bobl(EUREX) |
Mar09 |
081215 |
114.02 |
114.71 |
113.94 |
114.69 |
+0.66 |
312,111 |
797,573 |
-604 |
Jun09 |
081230 |
116.41 |
116.41 |
116.41 |
116.41 |
-0.36 |
|
|
|
Sep09 |
081230 |
116.41 |
116.41 |
116.41 |
116.41 |
-0.36 |
|
|
|
Total Volume and Open Interest |
100,701 |
776,081 |
-6,810 |
3-Mth Euribor(EUREX) |
Dec08 |
081127 |
96.480 |
96.510 |
96.480 |
96.495 |
+0.230 |
463 |
20,241 |
+2,157 |
Mar09 |
081229 |
97.745 |
97.775 |
97.745 |
97.775 |
+0.560 |
702 |
5,364 |
+143 |
Jun09 |
081230 |
98.010 |
98.025 |
97.980 |
97.980 |
-0.040 |
366 |
5,660 |
+252 |
Total Volume and Open Interest |
1,172 |
30,146 |
+458 |
Long Gilt(LIFFE) |
Mar09 |
081230 |
122~28 |
122~30 |
122~13 |
122~28 |
+0~05 |
14,294 |
301,486 |
+301,486 |
Jun09 |
081230 |
123~19 |
123~19 |
123~19 |
123~19 |
+0~05 |
|
|
|
Total Volume and Open Interest |
9,866 |
312,819 |
+2,089 |
3-Mth Short Sterling(LIFFE) |
Mar09 |
081230 |
98.20 |
98.24 |
98.19 |
98.22 |
+0.01 |
14,649 |
422,618 |
+422,618 |
Jun09 |
081230 |
98.29 |
98.39 |
98.29 |
98.37 |
+0.05 |
18,727 |
296,894 |
+296,894 |
Sep09 |
081230 |
98.17 |
98.27 |
98.17 |
98.25 |
+0.06 |
13,867 |
238,684 |
+238,684 |
Dec09 |
081230 |
97.83 |
97.89 |
97.79 |
97.87 |
+0.04 |
13,580 |
214,718 |
+214,718 |
Mar10 |
081230 |
97.55 |
97.60 |
97.51 |
97.58 |
+0.03 |
8,375 |
177,774 |
+177,774 |
Jun10 |
081230 |
97.22 |
97.27 |
97.18 |
97.24 |
+0.01 |
3,250 |
125,983 |
+125,983 |
Total Volume and Open Interest |
26,170 |
1,652,395 |
+408 |
3-Mth Euribor(LIFFE) |
Mar09 |
081230 |
97.775 |
97.785 |
97.730 |
97.750 |
-0.025 |
11,714 |
719,514 |
-1,046 |
Jun09 |
081230 |
98.010 |
98.035 |
97.960 |
97.980 |
-0.040 |
5,079 |
536,663 |
-21 |
Sep09 |
081230 |
97.970 |
97.995 |
97.910 |
97.945 |
-0.015 |
4,712 |
434,982 |
+1,221 |
Total Volume and Open Interest |
32,090 |
3,008,376 |
+738 |
3-Mth Aus T-Bills(SFE) |
Mar09 |
081230 |
96.90 |
96.95 |
96.90 |
96.95 |
+0.04 |
6,154 |
241,539 |
+241,539 |
Jun09 |
081230 |
97.11 |
97.17 |
97.10 |
97.13 |
+0.01 |
3,437 |
149,573 |
+149,573 |
Sep09 |
081230 |
96.94 |
96.99 |
96.92 |
96.96 |
+0.02 |
1,951 |
105,117 |
+105,117 |
Dec09 |
081230 |
96.64 |
96.71 |
96.61 |
96.64 |
-0.01 |
1,716 |
60,006 |
+60,006 |
Mar10 |
081230 |
96.32 |
96.32 |
96.25 |
96.28 |
-0.02 |
587 |
42,001 |
+42,001 |
Jun10 |
081230 |
95.94 |
95.96 |
95.90 |
95.92 |
-0.02 |
275 |
32,902 |
+32,902 |
Sep10 |
081230 |
95.63 |
95.66 |
95.63 |
95.66 |
-0.02 |
220 |
21,854 |
+21,854 |
Dec10 |
081230 |
95.46 |
95.47 |
95.45 |
95.47 |
-0.02 |
155 |
10,415 |
+10,415 |
Mar11 |
081230 |
95.34 |
95.35 |
95.34 |
95.35 |
-0.03 |
0 |
756 |
+756 |
Jun11 |
081230 |
95.27 |
95.27 |
95.27 |
95.27 |
-0.04 |
0 |
831 |
+831 |
Total Volume and Open Interest |
14,495 |
665,154 |
+767 |
10-Year Aus T-Bonds(SFE) |
Mar09 |
081230 |
95.99 |
96.02 |
95.97 |
95.98 |
-0.04 |
7,767 |
251,923 |
+251,923 |
Jun09 |
081230 |
95.98 |
95.98 |
95.98 |
95.98 |
-0.04 |
|
|
|
Total Volume and Open Interest |
7,767 |
251,923 |
-9,326 |
3-Year Aus T-Bonds(SFE) |
Mar09 |
081230 |
96.64 |
96.65 |
96.59 |
96.61 |
-0.03 |
8,590 |
272,174 |
+272,174 |
Jun09 |
081230 |
96.61 |
96.61 |
96.61 |
96.61 |
-0.03 |
|
|
|
Total Volume and Open Interest |
8,590 |
272,174 |
-6,342 |
Gold(CMX) |
Feb09 |
081230 |
882.6 |
885.9 |
864.7 |
870.0 |
-5.3 |
73,963 |
189,961 |
+2,378 |
Apr09 |
081230 |
883.0 |
885.5 |
866.6 |
870.9 |
-5.4 |
2,416 |
29,693 |
+743 |
Jun09 |
081230 |
886.8 |
886.8 |
869.2 |
871.8 |
-5.5 |
917 |
28,803 |
+122 |
Aug09 |
081230 |
872.4 |
873.0 |
872.4 |
873.0 |
-5.6 |
16 |
10,954 |
+8 |
Oct09 |
081230 |
874.2 |
874.2 |
874.2 |
874.2 |
-5.7 |
1 |
3,416 |
+0 |
Dec09 |
081230 |
885.2 |
885.2 |
873.1 |
875.7 |
-5.7 |
66 |
11,862 |
+5 |
Feb10 |
081230 |
878.1 |
878.1 |
877.0 |
877.3 |
-5.8 |
10 |
2,150 |
+10 |
Apr10 |
081230 |
878.8 |
878.8 |
878.8 |
878.8 |
-6.0 |
1 |
36 |
+0 |
Jun10 |
081230 |
880.5 |
880.5 |
880.5 |
880.5 |
-6.2 |
1 |
2,380 |
+0 |
Aug10 |
081230 |
885.0 |
885.0 |
882.3 |
882.3 |
-6.4 |
1 |
100 |
+0 |
Oct10 |
081230 |
884.2 |
884.2 |
884.2 |
884.2 |
-6.6 |
|
|
|
Dec10 |
081230 |
886.4 |
886.4 |
886.4 |
886.4 |
-6.7 |
500 |
9,957 |
+0 |
Total Volume and Open Interest |
25,513 |
295,065 |
+4,300 |
Silver(CMX) |
Mar09 |
081230 |
1087.0 |
1114.5 |
1065.0 |
1098.0 |
+17.0 |
12,180 |
51,536 |
+241 |
May09 |
081230 |
1091.0 |
1112.5 |
1089.0 |
1099.0 |
+17.0 |
234 |
6,540 |
-100 |
Jul09 |
081230 |
1080.0 |
1114.5 |
1080.0 |
1099.7 |
+16.9 |
286 |
9,310 |
+114 |
Sep09 |
081230 |
1100.3 |
1100.3 |
1100.3 |
1100.3 |
+16.8 |
31 |
3,746 |
-9 |
Dec09 |
081230 |
1075.0 |
1114.0 |
1075.0 |
1101.4 |
+16.8 |
155 |
7,191 |
-41 |
Mar10 |
081230 |
1105.0 |
1105.0 |
1102.6 |
1102.6 |
+16.8 |
197 |
598 |
+0 |
May10 |
081230 |
1103.4 |
1103.4 |
1103.4 |
1103.4 |
+16.8 |
8 |
1 |
+0 |
Total Volume and Open Interest |
3,390 |
85,554 |
-107 |
Platinum(NYMEX) |
Jan09 |
081230 |
916.7 |
917.0 |
897.6 |
909.9 |
-8.0 |
|
|
|
Apr09 |
081230 |
925.1 |
925.1 |
900.7 |
917.4 |
-6.0 |
3,252 |
16,467 |
+1,808 |
Jul09 |
081230 |
915.1 |
922.9 |
910.0 |
922.4 |
-6.0 |
|
|
|
Total Volume and Open Interest |
1,990 |
17,883 |
+459 |
Palladium(NYMEX) |
Mar09 |
081230 |
189.85 |
189.90 |
181.85 |
184.15 |
-2.85 |
1,015 |
11,930 |
-214 |
Jun09 |
081230 |
185.15 |
185.15 |
185.15 |
185.15 |
-2.85 |
|
|
|
Total Volume and Open Interest |
74 |
12,604 |
+6 |
Copper(CMX) |
Mar09 |
081230 |
130.85 |
133.00 |
128.55 |
132.05 |
+0.90 |
5,246 |
50,149 |
+1,133 |
May09 |
081230 |
131.55 |
134.00 |
130.40 |
133.30 |
+0.85 |
478 |
8,296 |
+116 |
Jul09 |
081230 |
131.70 |
134.20 |
131.70 |
134.20 |
+0.75 |
51 |
1,900 |
+26 |
Sep09 |
081230 |
135.05 |
135.05 |
135.05 |
135.05 |
+0.70 |
56 |
1,667 |
+1 |
Dec09 |
081230 |
133.50 |
135.95 |
133.50 |
135.95 |
+0.70 |
38 |
2,170 |
+18 |
Total Volume and Open Interest |
3,247 |
74,391 |
-674 |
Aluminum(CMX) |
Jan09 |
081230 |
0.70 |
0.70 |
0.70 |
0.70 |
-69.90 |
|
|
|
Feb09 |
081230 |
0.70 |
0.70 |
0.70 |
0.70 |
-70.65 |
|
|
|
Mar09 |
081230 |
0.71 |
0.71 |
0.71 |
0.71 |
-71.39 |
|
|
|
May09 |
080724 |
141.85 |
141.85 |
141.85 |
141.85 |
unch |
|
|
|
Jun09 |
080724 |
142.35 |
142.35 |
142.35 |
142.35 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
DJIA Index(CBOT) |
Mar09 |
081230 |
8475 |
8645 |
8450 |
8640 |
+152 |
452 |
9,777 |
-88 |
Jun09 |
081230 |
8609 |
8609 |
8453 |
8609 |
+156 |
0 |
3 |
+0 |
Sep09 |
081230 |
8539 |
8539 |
8383 |
8539 |
+156 |
|
|
|
Dec09 |
081230 |
8509 |
8509 |
8353 |
8509 |
+156 |
|
|
|
Total Volume and Open Interest |
453 |
9,868 |
+78 |
S & P 500(CME) |
Mar09 |
081230 |
870.00 |
888.80 |
869.00 |
888.20 |
+17.80 |
12,818 |
478,207 |
+20 |
Jun09 |
081230 |
874.00 |
887.00 |
874.00 |
885.60 |
+17.60 |
16 |
9,217 |
+5 |
Sep09 |
081230 |
882.80 |
884.40 |
866.40 |
882.80 |
+17.40 |
15 |
591 |
+15 |
Dec09 |
081230 |
880.80 |
882.40 |
864.40 |
880.80 |
+17.40 |
0 |
4 |
+0 |
Total Volume and Open Interest |
5,784 |
487,979 |
+958 |
S & P 500 E-Mini(Globex) |
Mar09 |
081230 |
870.25 |
889.00 |
868.75 |
888.25 |
+17.85 |
614,648 |
2,297,359 |
+18,124 |
Jun09 |
081230 |
870.25 |
886.00 |
866.75 |
885.50 |
+17.50 |
426 |
7,266 |
-214 |
Total Volume and Open Interest |
201,743 |
2,286,796 |
-8,241 |
NASDAQ 100(CME) |
Mar09 |
081230 |
1181.00 |
1209.00 |
1176.00 |
1206.00 |
+30.50 |
944 |
19,385 |
+498 |
Jun09 |
081230 |
1207.80 |
1207.80 |
1205.30 |
1207.80 |
+30.50 |
0 |
9 |
+0 |
Sep09 |
081230 |
1208.00 |
1208.00 |
1205.50 |
1208.00 |
+30.50 |
|
|
|
Total Volume and Open Interest |
444 |
18,896 |
+12 |
NASDAQ 100 E-Mini(Globex) |
Mar09 |
081230 |
1176.30 |
1208.00 |
1175.30 |
1206.00 |
+30.50 |
120,963 |
226,003 |
+5,201 |
Jun09 |
081230 |
1185.30 |
1207.80 |
1179.30 |
1207.80 |
+30.50 |
1 |
1,630 |
+1 |
Total Volume and Open Interest |
39,812 |
222,450 |
-1,168 |
S & P Midcap 400(CME) |
Mar09 |
081230 |
511.00 |
526.00 |
510.00 |
525.40 |
+14.70 |
29 |
3,825 |
-6 |
Jun09 |
081230 |
525.40 |
525.40 |
524.70 |
525.40 |
+14.70 |
|
|
|
Sep09 |
081230 |
530.40 |
530.40 |
529.70 |
530.40 |
+14.70 |
|
|
|
Total Volume and Open Interest |
23 |
3,831 |
-1 |
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 |
081230 |
8740 |
8910 |
8695 |
8760 |
+10 |
21,104 |
142,765 |
-76 |
Jun09 |
081230 |
8680 |
8680 |
8680 |
8680 |
+15 |
0 |
160 |
+0 |
Total Volume and Open Interest |
21,104 |
143,459 |
-76 |
Nikkei 225(SGX) |
Mar09 |
081230 |
8740 |
8910 |
8695 |
8760 |
+10 |
21,104 |
142,765 |
-76 |
Jun09 |
081230 |
8680 |
8680 |
8680 |
8680 |
+15 |
0 |
160 |
+0 |
Sep09 |
081230 |
8685 |
8685 |
8685 |
8685 |
+15 |
0 |
69 |
+0 |
Total Volume and Open Interest |
21,104 |
143,459 |
-76 |
CAC 40(EURONEXT) |
Jan09 |
081230 |
3169.0 |
3234.5 |
3153.0 |
3218.0 |
+83.0 |
32,425 |
314,553 |
+314,553 |
Feb09 |
081230 |
3187.5 |
3224.0 |
3187.0 |
3224.0 |
+83.0 |
5 |
85 |
+85 |
Mar09 |
081230 |
3146.5 |
3235.5 |
3146.5 |
3227.5 |
+81.0 |
194 |
27,466 |
+27,466 |
Total Volume and Open Interest |
12,950 |
337,053 |
-6,631 |
Hang Seng Index(HKFE) |
Dec08 |
081230 |
14460 |
14554 |
14361 |
14376 |
+58 |
3,904 |
7,392 |
+5,922 |
Jan09 |
081230 |
14500 |
14558 |
14145 |
14244 |
-67 |
1,821 |
8,673 |
+1,099 |
Total Volume and Open Interest |
5,749 |
16,789 |
+6,760 |
DAX(EUREX) |
Mar09 |
081230 |
4760.0 |
4834.5 |
4758.0 |
4834.5 |
+119.0 |
50,972 |
120,230 |
-4,211 |
Jun09 |
081230 |
4775.0 |
4858.5 |
4775.0 |
4858.5 |
+119.0 |
337 |
10,704 |
+172 |
Sep09 |
081230 |
4840.0 |
4879.5 |
4836.5 |
4879.5 |
+119.0 |
116 |
115 |
+115 |
Total Volume and Open Interest |
65,762 |
134,902 |
-71 |
FT-SE 100(EURONEXT) |
Mar09 |
081230 |
4320.00 |
4427.00 |
4313.00 |
4373.00 |
+99.00 |
45,658 |
653,826 |
+653,826 |
Jun09 |
081230 |
4281.00 |
4334.50 |
4281.00 |
4334.50 |
+100.50 |
3 |
95 |
+95 |
Sep09 |
081230 |
4310.00 |
4310.00 |
4310.00 |
4310.00 |
+99.00 |
|
|
|
Total Volume and Open Interest |
9,217 |
656,002 |
+1,938 |
SPI 200(SFE) |
Dec08 |
081218 |
3533.0 |
3567.0 |
3495.0 |
3504.0 |
-74.0 |
128,040 |
368,551 |
-9,653 |
Mar09 |
081230 |
3590.0 |
3673.0 |
3566.0 |
3636.0 |
+48.0 |
13,803 |
296,619 |
+296,619 |
Jun09 |
081230 |
3632.0 |
3632.0 |
3632.0 |
3632.0 |
+48.0 |
0 |
2,605 |
+2,605 |
Total Volume and Open Interest |
13,803 |
300,491 |
-5,338 |
GSCI(CME) |
Jan09 |
081230 |
327.40 |
328.00 |
319.00 |
328.00 |
-2.00 |
444 |
13,843 |
+295 |
Feb09 |
081230 |
339.50 |
340.50 |
335.00 |
340.00 |
unch |
|
|
|
Mar09 |
081230 |
350.00 |
350.50 |
347.00 |
350.00 |
unch |
34 |
0 |
+0 |
Total Volume and Open Interest |
2 |
13,548 |
-6 |
RJ/CRB Index(ICE) |
Jan09 |
081230 |
352.75 |
354.50 |
351.45 |
354.50 |
+2.00 |
|
|
|
Feb09 |
081230 |
357.50 |
357.50 |
357.50 |
357.50 |
+2.00 |
|
|
|
Apr09 |
081230 |
362.75 |
364.50 |
362.75 |
364.50 |
+2.00 |
|
|
|
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. |
|
|