 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Wed December 31, 2008 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan09 |
081231 |
942.50 |
975.25 |
936.00 |
972.25 |
+26.50 |
42,329 |
20,976 |
+0 |
Mar09 |
081231 |
949.75 |
983.50 |
943.00 |
980.00 |
+27.00 |
75,691 |
151,258 |
+0 |
May09 |
081231 |
963.00 |
994.50 |
955.75 |
991.50 |
+26.75 |
7,833 |
30,869 |
+0 |
Jul09 |
081231 |
974.00 |
1005.50 |
967.75 |
1002.75 |
+26.50 |
12,486 |
34,434 |
+0 |
Aug09 |
081231 |
982.00 |
1005.00 |
982.00 |
1005.00 |
+26.25 |
132 |
1,424 |
+0 |
Sep09 |
081231 |
993.75 |
1006.75 |
980.50 |
1006.75 |
+26.25 |
81 |
936 |
+0 |
Nov09 |
081231 |
976.50 |
1009.25 |
972.50 |
1006.75 |
+23.75 |
4,688 |
39,505 |
+0 |
Total Volume and Open Interest |
143,397 |
285,070 |
+516 |
Soybean Meal(CBOT) |
Jan09 |
081231 |
298.00 |
304.50 |
294.70 |
300.50 |
+2.50 |
17,726 |
8,925 |
+0 |
Mar09 |
081231 |
297.10 |
303.80 |
293.90 |
299.80 |
+2.50 |
31,969 |
53,970 |
+0 |
May09 |
081231 |
296.80 |
305.60 |
295.70 |
301.50 |
+2.20 |
3,299 |
18,070 |
+0 |
Jul09 |
081231 |
300.40 |
309.00 |
299.20 |
304.80 |
+2.30 |
1,890 |
16,494 |
+0 |
Aug09 |
081231 |
307.00 |
307.20 |
303.70 |
306.30 |
+2.60 |
316 |
4,754 |
+0 |
Sep09 |
081231 |
306.60 |
306.60 |
304.00 |
306.60 |
+2.60 |
80 |
3,632 |
+0 |
Oct09 |
081231 |
305.10 |
305.10 |
302.80 |
305.10 |
+2.30 |
6 |
2,174 |
+0 |
Dec09 |
081231 |
305.50 |
310.00 |
303.80 |
306.30 |
+2.30 |
153 |
10,379 |
+0 |
Total Volume and Open Interest |
55,453 |
119,010 |
-800 |
Soybean Oil(CBOT) |
Jan09 |
081231 |
31.93 |
33.50 |
31.77 |
33.29 |
+1.18 |
25,283 |
19,360 |
+0 |
Mar09 |
081231 |
32.24 |
33.81 |
32.00 |
33.60 |
+1.18 |
42,388 |
105,063 |
+0 |
May09 |
081231 |
32.59 |
34.05 |
32.52 |
33.95 |
+1.18 |
3,183 |
22,703 |
+0 |
Jul09 |
081231 |
33.00 |
34.38 |
32.84 |
34.27 |
+1.20 |
2,735 |
24,546 |
+0 |
Aug09 |
081231 |
33.20 |
34.45 |
33.20 |
34.45 |
+1.20 |
640 |
5,120 |
+0 |
Sep09 |
081231 |
33.39 |
34.62 |
33.30 |
34.62 |
+1.18 |
62 |
4,525 |
+0 |
Oct09 |
081231 |
33.54 |
34.76 |
33.54 |
34.76 |
+1.16 |
19 |
3,858 |
+0 |
Dec09 |
081231 |
33.83 |
35.04 |
33.75 |
34.99 |
+1.17 |
405 |
20,291 |
+0 |
Total Volume and Open Interest |
74,715 |
211,215 |
+969 |
Canola(WCE) |
Jan09 |
081231 |
402.2 |
409.0 |
400.7 |
406.1 |
+2.6 |
1,659 |
2,861 |
+0 |
Mar09 |
081231 |
408.0 |
414.8 |
406.6 |
413.6 |
+4.0 |
6,721 |
65,859 |
+0 |
May09 |
081231 |
416.1 |
423.1 |
416.1 |
422.2 |
+4.5 |
290 |
4,448 |
+0 |
Jul09 |
081231 |
423.6 |
431.5 |
422.7 |
429.9 |
+4.1 |
317 |
5,243 |
+0 |
Nov09 |
081231 |
431.6 |
444.1 |
431.6 |
443.0 |
+4.7 |
572 |
6,787 |
+0 |
Total Volume and Open Interest |
9,566 |
85,264 |
-2,519 |
Corn(CBOT) |
Mar09 |
081231 |
395.25 |
408.00 |
389.00 |
407.00 |
+10.75 |
83,438 |
356,696 |
+0 |
May09 |
081231 |
405.75 |
418.50 |
400.00 |
417.75 |
+11.25 |
12,356 |
104,835 |
+0 |
Jul09 |
081231 |
416.50 |
428.50 |
409.75 |
428.00 |
+11.00 |
9,732 |
119,840 |
+0 |
Sep09 |
081231 |
425.50 |
438.00 |
424.00 |
438.00 |
+11.00 |
2,295 |
30,041 |
+0 |
Dec09 |
081231 |
440.25 |
451.50 |
434.50 |
451.50 |
+10.75 |
9,399 |
145,315 |
+0 |
Mar10 |
081231 |
453.00 |
464.00 |
448.75 |
464.00 |
+11.00 |
435 |
10,820 |
+0 |
Total Volume and Open Interest |
117,928 |
803,041 |
+565 |
Wheat(CBOT) |
Mar09 |
081231 |
603.50 |
615.00 |
592.00 |
610.75 |
+6.00 |
22,156 |
126,725 |
+0 |
May09 |
081231 |
616.00 |
630.00 |
605.00 |
623.50 |
+6.00 |
1,642 |
25,328 |
+0 |
Jul09 |
081231 |
626.00 |
638.25 |
616.00 |
634.00 |
+5.25 |
2,342 |
49,057 |
+0 |
Sep09 |
081231 |
646.00 |
655.75 |
639.00 |
653.50 |
+5.00 |
140 |
16,440 |
+0 |
Dec09 |
081231 |
666.25 |
677.00 |
657.75 |
672.75 |
+4.50 |
692 |
22,307 |
+0 |
Total Volume and Open Interest |
27,065 |
246,647 |
+1,252 |
Wheat(KCBT) |
Mar09 |
081231 |
620.00 |
631.00 |
610.00 |
630.00 |
+8.25 |
6,492 |
41,023 |
+0 |
May09 |
081231 |
632.00 |
642.00 |
623.50 |
641.25 |
+8.25 |
1,412 |
10,241 |
+0 |
Jul09 |
081231 |
636.50 |
653.50 |
633.25 |
652.75 |
+8.25 |
935 |
18,369 |
+0 |
Sep09 |
081231 |
652.50 |
663.00 |
648.75 |
663.00 |
+8.00 |
101 |
3,498 |
+0 |
Dec09 |
081231 |
667.00 |
681.75 |
664.50 |
681.50 |
+8.00 |
264 |
8,027 |
+0 |
Total Volume and Open Interest |
9,211 |
82,717 |
+366 |
Wheat(MGE) |
Mar09 |
081231 |
653.00 |
658.00 |
643.75 |
654.75 |
-0.75 |
1,557 |
11,651 |
-120 |
May09 |
081231 |
653.75 |
661.00 |
647.75 |
658.25 |
+1.00 |
273 |
8,168 |
+42 |
Jul09 |
081231 |
653.75 |
666.00 |
653.50 |
664.25 |
+2.50 |
258 |
3,225 |
+151 |
Sep09 |
081231 |
670.00 |
675.75 |
662.50 |
674.25 |
+3.50 |
127 |
3,309 |
+32 |
Dec09 |
081231 |
684.75 |
691.00 |
677.25 |
689.75 |
+3.00 |
124 |
1,942 |
+72 |
Total Volume and Open Interest |
2,339 |
28,447 |
+173 |
Oats(CBOT) |
Mar09 |
081231 |
211.25 |
215.00 |
210.00 |
210.00 |
unch |
489 |
6,684 |
+0 |
May09 |
081231 |
222.50 |
222.50 |
219.25 |
219.25 |
+0.25 |
102 |
2,954 |
+0 |
Jul09 |
081231 |
230.50 |
230.50 |
228.50 |
228.75 |
+0.25 |
28 |
2,747 |
+0 |
Sep09 |
081231 |
238.25 |
238.25 |
238.00 |
238.25 |
+0.25 |
3 |
3 |
+0 |
Total Volume and Open Interest |
792 |
16,270 |
-29 |
Rough Rice(CBOT) |
Jan09 |
081231 |
15.27 |
15.48 |
15.05 |
15.34 |
-0.03 |
343 |
997 |
+0 |
Mar09 |
081231 |
15.35 |
15.38 |
14.91 |
15.25 |
-0.09 |
573 |
4,348 |
+0 |
May09 |
081231 |
15.35 |
15.51 |
15.14 |
15.45 |
-0.06 |
16 |
527 |
+0 |
Jul09 |
081231 |
15.37 |
15.63 |
15.37 |
15.63 |
unch |
1 |
174 |
+0 |
Total Volume and Open Interest |
944 |
6,453 |
-225 |
Live Cattle(CME) |
Dec08 |
081231 |
85.850 |
86.300 |
84.100 |
84.480 |
-1.405 |
959 |
635 |
+0 |
Feb09 |
081231 |
86.050 |
86.400 |
84.900 |
86.050 |
+0.150 |
9,566 |
100,637 |
+0 |
Apr09 |
081231 |
89.450 |
89.600 |
88.500 |
89.100 |
-0.300 |
5,467 |
62,054 |
+0 |
Jun09 |
081231 |
86.080 |
86.300 |
85.350 |
86.200 |
+0.220 |
2,476 |
25,246 |
+0 |
Aug09 |
081231 |
86.250 |
86.300 |
85.400 |
85.730 |
-0.250 |
1,382 |
14,695 |
+0 |
Oct09 |
081231 |
89.080 |
89.200 |
88.800 |
89.200 |
+0.120 |
335 |
4,569 |
+0 |
Total Volume and Open Interest |
20,228 |
210,958 |
+520 |
Feeder Cattle(CME) |
Jan09 |
081231 |
94.000 |
94.300 |
93.200 |
94.050 |
+0.070 |
530 |
3,877 |
+0 |
Mar09 |
081231 |
93.650 |
93.750 |
92.930 |
93.680 |
-0.150 |
1,270 |
11,277 |
+0 |
Apr09 |
081231 |
94.080 |
94.600 |
94.000 |
94.450 |
-0.300 |
179 |
2,323 |
+0 |
May09 |
081231 |
95.250 |
95.700 |
95.100 |
95.600 |
-0.200 |
223 |
1,659 |
+0 |
Aug09 |
081231 |
97.100 |
97.500 |
97.050 |
97.450 |
-0.250 |
73 |
892 |
+0 |
Sep09 |
081231 |
97.750 |
97.750 |
97.400 |
97.750 |
unch |
6 |
108 |
+0 |
Oct09 |
081231 |
97.700 |
97.700 |
97.400 |
97.700 |
unch |
0 |
27 |
+0 |
Total Volume and Open Interest |
2,282 |
20,191 |
-100 |
Lean Hogs(CME) |
Feb09 |
081231 |
59.500 |
60.950 |
58.900 |
60.880 |
+1.145 |
9,087 |
70,050 |
+0 |
Apr09 |
081231 |
68.100 |
69.100 |
67.600 |
68.700 |
+0.620 |
6,586 |
42,137 |
+0 |
May09 |
081231 |
78.750 |
79.400 |
77.900 |
79.330 |
+0.695 |
11 |
1,528 |
+0 |
Jun09 |
081231 |
79.200 |
80.250 |
78.800 |
79.900 |
+0.550 |
2,526 |
26,552 |
+0 |
Jul09 |
081231 |
79.000 |
79.800 |
78.635 |
79.680 |
+0.580 |
196 |
4,863 |
+0 |
Aug09 |
081231 |
76.900 |
77.900 |
76.400 |
77.200 |
+0.020 |
117 |
3,713 |
+0 |
Oct09 |
081231 |
70.050 |
70.200 |
69.300 |
69.900 |
-0.350 |
25 |
2,757 |
+0 |
Dec09 |
081231 |
68.200 |
68.200 |
67.300 |
67.885 |
+0.235 |
11 |
844 |
+0 |
Total Volume and Open Interest |
18,559 |
152,544 |
-1,081 |
Pork Bellies(CME) |
Feb09 |
081231 |
84.135 |
88.230 |
83.850 |
87.385 |
+2.155 |
33 |
632 |
+0 |
Mar09 |
081231 |
86.750 |
87.250 |
85.000 |
86.930 |
+2.180 |
0 |
134 |
+0 |
May09 |
081231 |
87.635 |
87.635 |
85.000 |
87.635 |
+3.000 |
0 |
224 |
+0 |
Jul09 |
081231 |
88.635 |
89.200 |
88.300 |
89.000 |
+0.365 |
0 |
108 |
+0 |
Aug09 |
081231 |
86.200 |
86.200 |
86.200 |
86.200 |
unch |
0 |
2 |
+0 |
Total Volume and Open Interest |
33 |
1,100 |
+1 |
Class III Milk(CME) |
Dec08 |
081231 |
15.13 |
15.16 |
15.10 |
15.14 |
+0.03 |
36 |
5,132 |
+0 |
Jan09 |
081231 |
10.91 |
10.91 |
10.65 |
10.80 |
-0.21 |
154 |
4,402 |
+0 |
Feb09 |
081231 |
10.90 |
10.90 |
10.23 |
10.28 |
-0.69 |
163 |
4,029 |
+0 |
Mar09 |
081231 |
11.38 |
11.46 |
10.71 |
10.77 |
-0.69 |
109 |
3,507 |
+0 |
Apr09 |
081231 |
11.80 |
11.80 |
11.15 |
11.17 |
-0.73 |
88 |
2,903 |
+0 |
Total Volume and Open Interest |
827 |
37,971 |
+100 |
Cocoa(ICE) |
Mar09 |
081231 |
2548 |
2689 |
2540 |
2665 |
+136 |
5,601 |
60,639 |
+0 |
May09 |
081231 |
2537 |
2675 |
2533 |
2657 |
+137 |
908 |
23,346 |
+0 |
Jul09 |
081231 |
2526 |
2672 |
2520 |
2646 |
+139 |
254 |
11,703 |
+0 |
Sep09 |
081231 |
2507 |
2623 |
2493 |
2623 |
+141 |
116 |
6,859 |
+0 |
Dec09 |
081231 |
2462 |
2592 |
2453 |
2592 |
+146 |
303 |
9,552 |
+0 |
Mar10 |
081231 |
2424 |
2557 |
2421 |
2557 |
+137 |
37 |
2,684 |
+0 |
May10 |
081231 |
2417 |
2545 |
2413 |
2545 |
+138 |
9 |
1,572 |
+0 |
Total Volume and Open Interest |
7,230 |
116,608 |
+1,069 |
Coffee "C"(ICE) |
Mar09 |
081231 |
107.75 |
113.00 |
107.25 |
112.05 |
+4.50 |
3,899 |
71,839 |
+0 |
May09 |
081231 |
109.80 |
115.30 |
109.60 |
114.30 |
+4.45 |
676 |
28,045 |
+0 |
Jul09 |
081231 |
112.00 |
117.05 |
112.00 |
116.50 |
+4.45 |
493 |
7,920 |
+0 |
Sep09 |
081231 |
115.20 |
118.70 |
115.20 |
118.55 |
+4.40 |
175 |
3,866 |
+0 |
Dec09 |
081231 |
118.15 |
121.65 |
118.15 |
121.50 |
+4.35 |
72 |
7,119 |
+0 |
Mar10 |
081231 |
124.10 |
124.20 |
124.10 |
124.20 |
+4.10 |
45 |
3,399 |
+0 |
Total Volume and Open Interest |
5,372 |
123,154 |
+1,081 |
Orange Juice(ICE) |
Jan09 |
081231 |
69.00 |
70.00 |
68.40 |
68.55 |
-0.60 |
269 |
1,180 |
+0 |
Mar09 |
081231 |
70.50 |
71.20 |
67.10 |
67.90 |
-2.75 |
2,466 |
22,109 |
+0 |
May09 |
081231 |
74.55 |
75.00 |
71.95 |
71.95 |
-2.60 |
219 |
2,498 |
+0 |
Jul09 |
081231 |
78.00 |
78.00 |
75.85 |
75.85 |
-2.60 |
52 |
1,363 |
+0 |
Sep09 |
081231 |
80.20 |
80.20 |
79.85 |
79.85 |
-2.60 |
10 |
282 |
+0 |
Nov09 |
081231 |
83.70 |
86.30 |
83.70 |
83.70 |
-2.60 |
0 |
121 |
+0 |
Total Volume and Open Interest |
3,016 |
27,859 |
-440 |
Sugar #11(ICE) |
Mar09 |
081231 |
11.29 |
11.92 |
11.29 |
11.81 |
+0.52 |
15,569 |
242,198 |
+0 |
May09 |
081231 |
11.97 |
12.42 |
11.89 |
12.30 |
+0.42 |
6,504 |
100,668 |
+0 |
Jul09 |
081231 |
12.37 |
12.79 |
12.34 |
12.66 |
+0.35 |
5,703 |
115,669 |
+0 |
Oct09 |
081231 |
13.04 |
13.40 |
13.04 |
13.30 |
+0.30 |
1,547 |
69,367 |
+0 |
Mar10 |
081231 |
13.79 |
14.19 |
13.79 |
14.09 |
+0.31 |
2,559 |
50,242 |
+0 |
Total Volume and Open Interest |
34,702 |
639,578 |
-1,969 |
Sugar #14(ICE) |
Mar09 |
081231 |
20.03 |
20.03 |
20.03 |
20.03 |
-0.01 |
3 |
2,475 |
+0 |
May09 |
081231 |
20.59 |
20.59 |
20.59 |
20.59 |
-0.01 |
1 |
2,173 |
+0 |
Jul09 |
081231 |
20.60 |
20.63 |
20.60 |
20.60 |
-0.03 |
0 |
1,813 |
+0 |
Sep09 |
081231 |
21.00 |
21.00 |
20.99 |
21.00 |
+0.01 |
0 |
923 |
+0 |
Total Volume and Open Interest |
4 |
7,384 |
+1 |
London Cocoa(LCE) |
Mar09 |
081231 |
1791 |
1820 |
1772 |
1781 |
+7 |
4,600 |
74,725 |
+0 |
May09 |
081231 |
1772 |
1803 |
1763 |
1765 |
+5 |
1,472 |
34,683 |
+0 |
Jul09 |
081231 |
1773 |
1774 |
1768 |
1768 |
+6 |
138 |
31,051 |
+0 |
Sep09 |
081231 |
1745 |
1745 |
1745 |
1745 |
unch |
28 |
11,581 |
+0 |
Dec09 |
081231 |
1705 |
1721 |
1697 |
1704 |
+4 |
373 |
12,104 |
+0 |
Mar10 |
081231 |
1675 |
1675 |
1675 |
1675 |
+5 |
13 |
964 |
+0 |
May10 |
081231 |
1680 |
1680 |
1680 |
1680 |
+5 |
0 |
12 |
+0 |
Total Volume and Open Interest |
6,624 |
165,120 |
+1,373 |
London Coffee(LCE) |
Jan09 |
081231 |
1765.00 |
1799.00 |
1704.00 |
1720.00 |
-45.00 |
2,873 |
46,121 |
+0 |
Total Volume and Open Interest |
2,873 |
46,121 |
-2,005 |
London Sugar(LCE) |
Mar09 |
081231 |
316.10 |
319.50 |
316.10 |
318.00 |
+2.00 |
1,017 |
25,264 |
+0 |
May09 |
081231 |
327.90 |
329.80 |
327.90 |
329.00 |
+2.70 |
271 |
11,834 |
+0 |
Aug09 |
081231 |
338.50 |
339.00 |
338.10 |
338.40 |
+3.40 |
38 |
7,750 |
+0 |
Oct09 |
081231 |
346.70 |
350.00 |
346.70 |
348.40 |
+2.90 |
61 |
3,246 |
+0 |
Dec09 |
081231 |
356.80 |
356.80 |
356.80 |
356.80 |
+2.40 |
0 |
884 |
+0 |
Total Volume and Open Interest |
1,387 |
49,611 |
-163 |
Cotton(ICE) |
Mar09 |
081231 |
48.23 |
49.30 |
47.81 |
49.02 |
+1.05 |
3,284 |
69,579 |
+0 |
May09 |
081231 |
48.29 |
49.45 |
48.07 |
49.31 |
+1.10 |
790 |
19,444 |
+0 |
Jul09 |
081231 |
49.28 |
50.71 |
49.27 |
50.61 |
+1.23 |
145 |
17,715 |
+0 |
Oct09 |
081231 |
52.49 |
53.28 |
52.25 |
53.28 |
+1.23 |
0 |
253 |
+0 |
Dec09 |
081231 |
54.00 |
55.20 |
54.00 |
54.92 |
+0.99 |
101 |
15,365 |
+0 |
Mar10 |
081231 |
58.10 |
58.10 |
58.10 |
58.10 |
+0.99 |
1 |
168 |
+0 |
Total Volume and Open Interest |
4,321 |
124,265 |
+331 |
Lumber(CME) |
Jan09 |
081231 |
172.6 |
172.9 |
168.3 |
169.4 |
-3.1 |
142 |
1,832 |
+0 |
Mar09 |
081231 |
190.7 |
191.8 |
187.0 |
187.8 |
-2.9 |
298 |
4,461 |
+0 |
May09 |
081231 |
202.0 |
203.0 |
201.7 |
202.3 |
-1.9 |
129 |
1,168 |
+0 |
Jul09 |
081231 |
212.0 |
213.6 |
212.0 |
212.6 |
-0.9 |
3 |
351 |
+0 |
Total Volume and Open Interest |
573 |
7,943 |
+71 |
Crude Oil(NYM) |
Feb09 |
081231 |
39.17 |
45.54 |
36.94 |
44.60 |
+5.57 |
150,601 |
283,690 |
+0 |
Mar09 |
081231 |
43.09 |
49.55 |
40.89 |
48.59 |
+5.83 |
43,167 |
134,884 |
+0 |
Apr09 |
081231 |
45.04 |
51.33 |
43.19 |
50.57 |
+5.77 |
14,763 |
58,506 |
+0 |
May09 |
081231 |
46.23 |
52.60 |
45.12 |
51.96 |
+5.63 |
7,819 |
35,609 |
+0 |
Jun09 |
081231 |
47.67 |
53.70 |
46.36 |
53.16 |
+5.49 |
12,755 |
104,115 |
+0 |
Jul09 |
081231 |
48.82 |
54.97 |
47.61 |
54.31 |
+5.40 |
6,270 |
43,101 |
+0 |
Aug09 |
081231 |
48.90 |
55.57 |
48.90 |
55.36 |
+5.40 |
1,426 |
26,161 |
+0 |
Sep09 |
081231 |
50.85 |
56.30 |
50.85 |
56.30 |
+5.35 |
1,118 |
19,971 |
+0 |
Oct09 |
081231 |
50.61 |
57.30 |
50.61 |
57.13 |
+5.26 |
549 |
18,324 |
+0 |
Nov09 |
081231 |
52.26 |
58.30 |
52.26 |
57.93 |
+5.15 |
519 |
15,532 |
+0 |
Dec09 |
081231 |
53.50 |
58.73 |
52.10 |
58.73 |
+5.07 |
5,179 |
97,078 |
+0 |
Jan10 |
081231 |
54.55 |
59.51 |
54.55 |
59.51 |
+5.01 |
123 |
18,297 |
+0 |
Feb10 |
081231 |
60.24 |
60.24 |
60.24 |
60.24 |
+4.96 |
30 |
10,154 |
+0 |
Mar10 |
081231 |
60.94 |
60.94 |
60.94 |
60.94 |
+4.92 |
17 |
13,671 |
+0 |
Apr10 |
081231 |
61.62 |
61.62 |
61.62 |
61.62 |
+4.89 |
13 |
3,467 |
+0 |
May10 |
081231 |
62.30 |
62.30 |
62.30 |
62.30 |
+4.88 |
4 |
3,776 |
+0 |
Total Volume and Open Interest |
247,967 |
1,164,760 |
+18,729 |
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 |
081231 |
42.575 |
49.000 |
40.875 |
48.600 |
+5.850 |
313 |
802 |
+0 |
Apr09 |
081231 |
44.900 |
50.575 |
43.325 |
50.575 |
+5.775 |
48 |
128 |
+0 |
May09 |
081231 |
44.800 |
51.950 |
44.800 |
51.950 |
+5.625 |
8 |
37 |
+0 |
Jun09 |
081231 |
49.300 |
53.150 |
49.300 |
53.150 |
+5.475 |
2 |
19 |
+0 |
Jul09 |
081231 |
54.000 |
54.300 |
54.000 |
54.300 |
+5.400 |
1 |
3 |
+0 |
Aug09 |
081231 |
55.350 |
55.350 |
55.350 |
55.350 |
+5.400 |
|
|
|
Sep09 |
081231 |
56.300 |
56.300 |
56.300 |
56.300 |
+5.350 |
0 |
1 |
+0 |
Total Volume and Open Interest |
10,691 |
8,795 |
+566 |
Heating Oil(NYM) |
Jan09 |
081231 |
128.03 |
144.20 |
126.70 |
140.57 |
+11.77 |
15,636 |
10,254 |
+0 |
Feb09 |
081231 |
130.63 |
145.60 |
127.84 |
144.21 |
+13.60 |
22,565 |
54,320 |
+0 |
Mar09 |
081231 |
133.68 |
147.60 |
131.00 |
146.76 |
+13.15 |
6,389 |
30,804 |
+0 |
Apr09 |
081231 |
134.20 |
150.00 |
133.84 |
148.96 |
+13.35 |
2,701 |
20,218 |
+0 |
May09 |
081231 |
138.35 |
151.16 |
136.75 |
151.16 |
+13.55 |
1,810 |
17,045 |
+0 |
Jun09 |
081231 |
140.31 |
154.50 |
138.16 |
153.41 |
+13.50 |
2,167 |
22,222 |
+0 |
Jul09 |
081231 |
141.11 |
156.36 |
140.60 |
156.36 |
+13.40 |
721 |
10,112 |
+0 |
Aug09 |
081231 |
147.25 |
159.61 |
147.25 |
159.61 |
+13.35 |
364 |
5,069 |
+0 |
Sep09 |
081231 |
150.50 |
162.91 |
150.38 |
162.91 |
+13.30 |
468 |
7,787 |
+0 |
Oct09 |
081231 |
153.21 |
165.51 |
152.65 |
165.51 |
+13.30 |
292 |
3,874 |
+0 |
Nov09 |
081231 |
155.75 |
168.11 |
155.25 |
168.11 |
+13.30 |
223 |
2,436 |
+0 |
Dec09 |
081231 |
156.20 |
171.10 |
156.15 |
170.71 |
+13.35 |
453 |
14,489 |
+0 |
Total Volume and Open Interest |
54,190 |
228,161 |
+616 |
Gasoline(NYMEX) |
Jan09 |
081231 |
88.45 |
103.51 |
85.45 |
100.82 |
+12.29 |
15,436 |
10,277 |
-5,824 |
Feb09 |
081231 |
92.66 |
108.50 |
90.00 |
106.20 |
+12.92 |
19,265 |
76,646 |
+2,141 |
Mar09 |
081231 |
98.18 |
113.10 |
94.25 |
110.95 |
+12.92 |
6,834 |
28,233 |
+730 |
Apr09 |
081231 |
111.43 |
127.13 |
110.32 |
125.55 |
+13.02 |
3,294 |
19,369 |
-128 |
May09 |
081231 |
114.65 |
128.60 |
114.58 |
128.60 |
+13.02 |
2,279 |
10,926 |
+139 |
Jun09 |
081231 |
117.35 |
131.55 |
117.35 |
131.55 |
+12.97 |
2,450 |
11,355 |
+522 |
Jul09 |
081231 |
119.18 |
133.60 |
119.18 |
133.60 |
+12.97 |
822 |
8,755 |
+73 |
Aug09 |
081231 |
120.83 |
135.15 |
120.83 |
135.15 |
+12.82 |
572 |
5,320 |
+279 |
Sep09 |
081231 |
131.44 |
136.00 |
131.44 |
136.00 |
+12.72 |
222 |
5,536 |
+121 |
Oct09 |
081231 |
114.50 |
127.25 |
114.50 |
127.25 |
+12.57 |
108 |
2,751 |
-16 |
Total Volume and Open Interest |
51,329 |
195,287 |
-1,965 |
e-miNY RBOB Gasoline(NYM) |
Feb09 |
081230 |
93.28 |
93.28 |
93.28 |
93.28 |
+1.43 |
0 |
1 |
+1 |
Mar09 |
081231 |
110.95 |
110.95 |
110.95 |
110.95 |
+12.92 |
|
|
|
Apr09 |
081231 |
125.55 |
125.55 |
125.55 |
125.55 |
+13.02 |
|
|
|
May09 |
081231 |
128.60 |
128.60 |
128.60 |
128.60 |
+13.02 |
|
|
|
Total Volume and Open Interest |
0 |
4 |
+0 |
Natural Gas(NYM) |
Feb09 |
081231 |
5.852 |
5.855 |
5.477 |
5.622 |
-0.237 |
34,458 |
78,272 |
+0 |
Mar09 |
081231 |
5.871 |
5.907 |
5.505 |
5.657 |
-0.233 |
15,597 |
101,647 |
+0 |
Apr09 |
081231 |
5.915 |
5.969 |
5.575 |
5.725 |
-0.208 |
9,264 |
61,780 |
+0 |
May09 |
081231 |
5.920 |
5.920 |
5.657 |
5.795 |
-0.198 |
2,872 |
37,451 |
+0 |
Jun09 |
081231 |
6.100 |
6.100 |
5.770 |
5.904 |
-0.189 |
1,180 |
28,192 |
+0 |
Jul09 |
081231 |
6.150 |
6.150 |
5.898 |
6.031 |
-0.180 |
1,797 |
24,816 |
+0 |
Aug09 |
081231 |
6.250 |
6.250 |
6.030 |
6.126 |
-0.174 |
2,895 |
22,510 |
+0 |
Sep09 |
081231 |
6.309 |
6.309 |
6.051 |
6.180 |
-0.173 |
3,462 |
17,812 |
+0 |
Oct09 |
081231 |
6.430 |
6.430 |
6.178 |
6.300 |
-0.173 |
3,057 |
34,267 |
+0 |
Nov09 |
081231 |
6.745 |
6.745 |
6.583 |
6.695 |
-0.143 |
681 |
17,377 |
+0 |
Dec09 |
081231 |
7.180 |
7.190 |
7.000 |
7.125 |
-0.103 |
795 |
27,613 |
+0 |
Jan10 |
081231 |
7.405 |
7.421 |
7.268 |
7.395 |
-0.093 |
1,201 |
20,033 |
+0 |
Feb10 |
081231 |
7.445 |
7.445 |
7.276 |
7.400 |
-0.093 |
158 |
8,453 |
+0 |
Mar10 |
081231 |
7.245 |
7.245 |
7.090 |
7.210 |
-0.088 |
802 |
19,337 |
+0 |
Apr10 |
081231 |
6.745 |
6.745 |
6.621 |
6.745 |
-0.038 |
393 |
16,667 |
+0 |
May10 |
081231 |
6.695 |
6.725 |
6.647 |
6.725 |
-0.033 |
14 |
9,361 |
+0 |
Total Volume and Open Interest |
79,158 |
672,928 |
-5,308 |
Brent Crude Oil(ICE) |
Feb09 |
081231 |
40.11 |
46.31 |
38.10 |
45.59 |
+5.44 |
10,654 |
110,741 |
+0 |
Mar09 |
081231 |
42.81 |
49.56 |
40.87 |
48.82 |
+5.90 |
1,853 |
117,753 |
+0 |
Apr09 |
081231 |
44.29 |
51.51 |
43.12 |
51.27 |
+6.15 |
751 |
57,618 |
+0 |
May09 |
081231 |
46.06 |
53.31 |
44.98 |
53.07 |
+6.19 |
423 |
20,408 |
+0 |
Jun09 |
081231 |
47.57 |
54.72 |
46.60 |
54.50 |
+6.09 |
304 |
39,051 |
+0 |
Jul09 |
081231 |
48.58 |
55.83 |
48.01 |
55.83 |
+6.04 |
311 |
18,182 |
+0 |
Aug09 |
081231 |
49.76 |
57.05 |
49.21 |
57.05 |
+6.03 |
256 |
10,385 |
+0 |
Sep09 |
081231 |
50.80 |
58.10 |
50.46 |
58.10 |
+6.00 |
46 |
14,096 |
+0 |
Oct09 |
081231 |
52.36 |
58.91 |
52.23 |
58.91 |
+5.85 |
14 |
9,039 |
+0 |
Nov09 |
081231 |
57.70 |
59.57 |
57.70 |
59.57 |
+5.64 |
3 |
11,377 |
+0 |
Dec09 |
081231 |
54.04 |
60.22 |
53.12 |
60.22 |
+5.47 |
88 |
51,492 |
+0 |
Jan10 |
081231 |
60.95 |
60.95 |
60.95 |
60.95 |
+5.39 |
0 |
9,556 |
+0 |
Feb10 |
081231 |
61.68 |
61.68 |
61.68 |
61.68 |
+5.33 |
0 |
6,307 |
+0 |
Mar10 |
081231 |
62.36 |
62.36 |
62.36 |
62.36 |
+5.30 |
0 |
3,280 |
+0 |
Total Volume and Open Interest |
14,824 |
585,642 |
+5,624 |
Gas Oil(ICE) |
Jan09 |
081231 |
418.00 |
458.50 |
410.00 |
418.50 |
+2.50 |
3,353 |
57,830 |
-1,243 |
Feb09 |
081231 |
424.50 |
466.00 |
416.25 |
424.75 |
+2.25 |
2,182 |
73,545 |
+1,484 |
Mar09 |
081231 |
434.50 |
472.00 |
425.75 |
434.00 |
+2.00 |
434 |
29,755 |
+1,339 |
Apr09 |
081231 |
441.00 |
481.50 |
435.25 |
443.25 |
+1.50 |
32 |
23,039 |
+181 |
May09 |
081231 |
451.25 |
490.75 |
444.75 |
452.50 |
+0.75 |
38 |
22,864 |
+240 |
Jun09 |
081231 |
461.00 |
500.00 |
454.50 |
461.75 |
+0.25 |
24 |
37,379 |
+710 |
Jul09 |
081231 |
469.00 |
475.50 |
467.50 |
473.50 |
-0.25 |
4 |
13,276 |
-72 |
Aug09 |
081231 |
479.25 |
486.50 |
478.50 |
484.00 |
-0.25 |
0 |
13,518 |
+345 |
Sep09 |
081231 |
490.50 |
498.25 |
488.50 |
494.75 |
-0.25 |
0 |
13,111 |
+73 |
Oct09 |
081231 |
500.25 |
508.25 |
498.00 |
504.25 |
unch |
0 |
9,574 |
+72 |
Total Volume and Open Interest |
6,067 |
405,254 |
+4,431 |
Ethanol(CBOT) |
Dec08 |
081203 |
1.590 |
1.650 |
1.550 |
1.570 |
unch |
17 |
84 |
-15 |
Jan09 |
081231 |
1.615 |
1.630 |
1.615 |
1.620 |
+0.009 |
61 |
140 |
-34 |
Feb09 |
081231 |
1.610 |
1.649 |
1.610 |
1.643 |
+0.033 |
24 |
312 |
-2 |
Mar09 |
081231 |
1.649 |
1.655 |
1.640 |
1.649 |
+0.030 |
17 |
332 |
+2 |
Apr09 |
081231 |
1.676 |
1.678 |
1.655 |
1.667 |
+0.026 |
3 |
405 |
+3 |
May09 |
081231 |
1.650 |
1.687 |
1.650 |
1.677 |
+0.010 |
1 |
190 |
+1 |
Jun09 |
081231 |
1.689 |
1.689 |
1.689 |
1.689 |
+0.014 |
0 |
195 |
+0 |
Jul09 |
081231 |
1.725 |
1.725 |
1.725 |
1.725 |
+0.050 |
0 |
192 |
+0 |
Total Volume and Open Interest |
144 |
2,891 |
-20 |
US Dollar Index(ICE) |
Mar09 |
081231 |
81.530 |
82.675 |
81.395 |
82.150 |
+0.370 |
3,479 |
13,312 |
+0 |
Jun09 |
081231 |
82.840 |
82.840 |
82.740 |
82.750 |
+0.475 |
3 |
2,390 |
+0 |
Sep09 |
081231 |
83.450 |
83.450 |
83.450 |
83.450 |
+0.475 |
|
|
|
Total Volume and Open Interest |
3,482 |
15,702 |
+36 |
Australian Dollar(CME) |
Mar09 |
081231 |
68.67 |
70.66 |
68.02 |
69.97 |
+1.33 |
15,476 |
32,391 |
+0 |
Jun09 |
081231 |
68.25 |
70.13 |
67.90 |
69.67 |
+1.33 |
0 |
80 |
+0 |
Sep09 |
081231 |
69.37 |
69.37 |
68.04 |
69.37 |
+1.33 |
0 |
151 |
+0 |
Total Volume and Open Interest |
15,476 |
32,647 |
-797 |
British Pound(CME) |
Mar09 |
081231 |
144.03 |
146.90 |
143.29 |
145.57 |
+1.75 |
30,522 |
71,101 |
+0 |
Jun09 |
081231 |
145.93 |
146.53 |
143.55 |
145.54 |
+1.76 |
4 |
1,194 |
+0 |
Sep09 |
081231 |
145.56 |
146.46 |
143.79 |
145.56 |
+1.77 |
10 |
6 |
+0 |
Total Volume and Open Interest |
30,536 |
72,321 |
+762 |
Canadian Dollar(CME) |
Mar09 |
081231 |
82.21 |
82.59 |
80.85 |
82.24 |
+0.65 |
15,109 |
42,360 |
+0 |
Jun09 |
081231 |
82.30 |
82.70 |
81.05 |
82.38 |
+0.64 |
561 |
2,263 |
+0 |
Sep09 |
081231 |
81.57 |
82.71 |
81.25 |
82.55 |
+0.67 |
37 |
1,118 |
+0 |
Dec09 |
081231 |
83.03 |
83.03 |
81.37 |
82.64 |
+0.62 |
17 |
520 |
+0 |
Total Volume and Open Interest |
15,724 |
46,371 |
+1,209 |
Japanese Yen(CME) |
Mar09 |
081231 |
111.04 |
111.11 |
110.12 |
110.29 |
-0.62 |
31,885 |
102,936 |
+0 |
Jun09 |
081231 |
110.52 |
111.19 |
110.50 |
110.52 |
-0.62 |
7 |
3,702 |
+0 |
Sep09 |
081231 |
110.77 |
111.39 |
110.77 |
110.77 |
-0.62 |
0 |
14 |
+0 |
Total Volume and Open Interest |
31,892 |
106,677 |
+3,395 |
Swiss Franc(CME) |
Mar09 |
081231 |
94.74 |
94.98 |
93.18 |
93.64 |
-0.99 |
19,760 |
24,245 |
+0 |
Jun09 |
081231 |
94.70 |
95.15 |
93.60 |
93.89 |
-0.99 |
0 |
315 |
+0 |
Sep09 |
081231 |
94.12 |
95.23 |
94.11 |
94.12 |
-0.99 |
0 |
5 |
+0 |
Total Volume and Open Interest |
19,760 |
24,569 |
+593 |
EuroFX(CME) |
Mar09 |
081231 |
140.73 |
141.16 |
138.17 |
139.21 |
-1.33 |
102,219 |
119,385 |
+0 |
Jun09 |
081231 |
140.00 |
140.79 |
137.77 |
138.93 |
-1.35 |
62 |
789 |
+0 |
Sep09 |
081231 |
138.76 |
140.49 |
138.21 |
138.76 |
-1.35 |
217 |
1,039 |
+0 |
Total Volume and Open Interest |
102,499 |
121,256 |
+2,293 |
Mexican Peso(CME) |
Jan09 |
081231 |
714.2 |
716.8 |
714.2 |
714.2 |
-2.5 |
0 |
1 |
+0 |
Feb09 |
081231 |
709.2 |
711.8 |
709.2 |
709.2 |
-2.5 |
|
|
|
Total Volume and Open Interest |
4,394 |
15,101 |
+1,682 |
30-Year T-Bonds(CBOT) |
Mar09 |
081231 |
141~240 |
141~240 |
137~315 |
138~015 |
-3~120 |
51,913 |
752,885 |
+0 |
Jun09 |
081231 |
139~270 |
140~035 |
136~235 |
136~235 |
-3~120 |
326 |
690 |
+0 |
Sep09 |
081231 |
135~145 |
138~265 |
135~145 |
135~145 |
-3~120 |
0 |
35 |
+0 |
Total Volume and Open Interest |
52,239 |
753,635 |
+3,357 |
10-Year T-Notes(CBOT) |
Mar09 |
081231 |
127~215 |
127~235 |
125~165 |
125~240 |
-1~175 |
96,299 |
1,032,404 |
+0 |
Jun09 |
081231 |
124~120 |
125~285 |
124~090 |
124~090 |
-1~195 |
2 |
1 |
+0 |
Sep09 |
081231 |
123~090 |
124~285 |
123~090 |
123~090 |
-1~195 |
|
|
|
Total Volume and Open Interest |
96,301 |
1,032,405 |
-5,271 |
5-Year T-Notes(CBOT) |
Mar09 |
081231 |
119~099 |
119~111 |
118~102 |
119~007 |
-0~068 |
81,388 |
1,033,631 |
+1,033,631 |
Jun09 |
081231 |
118~091 |
119~031 |
118~091 |
118~091 |
-0~068 |
|
|
|
Sep09 |
081231 |
56~043 |
56~111 |
56~043 |
56~043 |
-0~068 |
|
|
|
Total Volume and Open Interest |
82,758 |
1,058,378 |
+296 |
2 Year T-Notes(CBOT) |
Mar09 |
081231 |
109~012 |
109~016 |
108~116 |
109~004 |
-0~002 |
34,946 |
516,691 |
+0 |
Jun09 |
081231 |
109~004 |
109~006 |
109~004 |
109~004 |
-0~002 |
|
|
|
Sep09 |
081231 |
109~004 |
109~006 |
109~004 |
109~004 |
-0~002 |
|
|
|
Total Volume and Open Interest |
35,107 |
520,600 |
+1,744 |
Eurodollars(CME) |
Mar09 |
081231 |
98.970 |
98.990 |
98.910 |
98.940 |
-0.020 |
91,820 |
1,288,130 |
+0 |
Jun09 |
081231 |
98.925 |
98.940 |
98.830 |
98.870 |
-0.035 |
81,036 |
1,019,297 |
+0 |
Sep09 |
081231 |
98.820 |
98.835 |
98.705 |
98.745 |
-0.040 |
70,356 |
852,680 |
+0 |
Dec09 |
081231 |
98.665 |
98.685 |
98.545 |
98.585 |
-0.045 |
60,205 |
740,144 |
+0 |
Mar10 |
081231 |
98.575 |
98.580 |
98.420 |
98.470 |
-0.050 |
63,017 |
601,757 |
+0 |
Jun10 |
081231 |
98.360 |
98.360 |
98.205 |
98.260 |
-0.040 |
41,080 |
365,383 |
+0 |
Sep10 |
081231 |
98.155 |
98.170 |
98.020 |
98.075 |
-0.035 |
36,012 |
330,309 |
+0 |
Dec10 |
081231 |
97.950 |
97.970 |
97.825 |
97.880 |
-0.035 |
27,170 |
279,928 |
+0 |
Mar11 |
081231 |
97.840 |
97.845 |
97.710 |
97.760 |
-0.035 |
11,807 |
180,072 |
+0 |
Jun11 |
081231 |
97.705 |
97.720 |
97.575 |
97.625 |
-0.035 |
11,814 |
180,052 |
+0 |
Sep11 |
081231 |
97.595 |
97.625 |
97.480 |
97.525 |
-0.040 |
8,436 |
121,318 |
+0 |
Dec11 |
081231 |
97.485 |
97.510 |
97.385 |
97.435 |
-0.035 |
7,113 |
101,623 |
+0 |
Mar12 |
081231 |
97.465 |
97.510 |
97.365 |
97.415 |
-0.035 |
3,224 |
92,368 |
+0 |
Jun12 |
081231 |
97.415 |
97.470 |
97.320 |
97.375 |
-0.035 |
3,237 |
64,887 |
+0 |
Sep12 |
081231 |
97.380 |
97.440 |
97.290 |
97.345 |
-0.035 |
3,421 |
63,469 |
+0 |
Dec12 |
081231 |
97.365 |
97.375 |
97.230 |
97.275 |
-0.040 |
2,122 |
52,862 |
+0 |
Mar13 |
081231 |
97.310 |
97.320 |
97.205 |
97.255 |
-0.035 |
1,274 |
43,670 |
+0 |
Jun13 |
081231 |
97.245 |
97.265 |
97.155 |
97.195 |
-0.035 |
1,114 |
26,942 |
+0 |
Total Volume and Open Interest |
538,389 |
6,698,525 |
-10,704 |
30 Day Federal Funds(CBOT) |
Dec08 |
081231 |
99.848 |
99.848 |
99.842 |
99.845 |
unch |
2,132 |
71,991 |
+0 |
Jan09 |
081231 |
99.830 |
99.855 |
99.785 |
99.810 |
-0.035 |
2,180 |
70,508 |
+0 |
Feb09 |
081231 |
99.820 |
99.840 |
99.785 |
99.790 |
-0.035 |
2,172 |
63,920 |
+0 |
Mar09 |
081231 |
99.795 |
99.815 |
99.770 |
99.775 |
-0.020 |
2,236 |
40,406 |
+0 |
Apr09 |
081231 |
99.765 |
99.790 |
99.755 |
99.760 |
-0.010 |
5,119 |
40,244 |
+0 |
May09 |
081231 |
99.735 |
99.760 |
99.725 |
99.730 |
-0.010 |
4,124 |
44,363 |
+0 |
Total Volume and Open Interest |
24,048 |
429,274 |
-6,181 |
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 |
081231 |
99.45 |
99.45 |
99.44 |
99.44 |
-0.01 |
|
|
|
Jun09 |
081231 |
99.51 |
99.51 |
99.50 |
99.50 |
-0.01 |
|
|
|
Sep09 |
081231 |
99.54 |
99.54 |
99.53 |
99.53 |
-0.01 |
|
|
|
Dec09 |
081231 |
99.54 |
99.54 |
99.53 |
99.53 |
-0.01 |
|
|
|
Mar10 |
081231 |
99.44 |
99.44 |
99.43 |
99.43 |
-0.01 |
|
|
|
Jun10 |
081231 |
99.38 |
99.38 |
99.38 |
99.38 |
unch |
|
|
|
Sep10 |
081231 |
99.36 |
99.36 |
99.35 |
99.35 |
-0.01 |
|
|
|
Dec10 |
081231 |
99.34 |
99.34 |
99.33 |
99.33 |
-0.01 |
|
|
|
Mar11 |
081231 |
99.28 |
99.28 |
99.28 |
99.28 |
unch |
|
|
|
Jun11 |
081231 |
99.28 |
99.28 |
99.28 |
99.28 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Mar09 |
081231 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
18 |
19,699 |
+0 |
Jun09 |
081231 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
0 |
7,285 |
+0 |
Sep09 |
081231 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
1 |
3,024 |
+0 |
Dec09 |
081231 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
0 |
1,234 |
+0 |
Mar10 |
081231 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
0 |
1,199 |
+0 |
Jun10 |
081231 |
99.40 |
99.40 |
99.40 |
99.40 |
unch |
0 |
534 |
+0 |
Sep10 |
081231 |
99.38 |
99.38 |
99.38 |
99.38 |
unch |
2 |
264 |
+0 |
Dec10 |
081231 |
99.36 |
99.36 |
99.36 |
99.36 |
unch |
0 |
166 |
+0 |
Total Volume and Open Interest |
23 |
35,382 |
+17 |
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 |
081231 |
124~06 |
124~06 |
124~06 |
124~06 |
+0~19 |
|
|
|
Total Volume and Open Interest |
14,294 |
301,486 |
-11,333 |
3-Mth Short Sterling(LIFFE) |
Mar09 |
081231 |
98.25 |
98.25 |
98.19 |
98.24 |
+0.01 |
14,649 |
422,618 |
+0 |
Jun09 |
081231 |
98.36 |
98.38 |
98.32 |
98.37 |
unch |
18,727 |
296,894 |
+0 |
Sep09 |
081231 |
98.25 |
98.26 |
98.21 |
98.25 |
+0.00 |
13,867 |
238,684 |
+0 |
Dec09 |
081231 |
97.89 |
97.89 |
97.83 |
97.89 |
+0.01 |
13,580 |
214,718 |
+0 |
Mar10 |
081231 |
97.60 |
97.60 |
97.53 |
97.58 |
unch |
8,375 |
177,774 |
+0 |
Jun10 |
081231 |
97.26 |
97.26 |
97.18 |
97.25 |
+0.01 |
3,250 |
125,983 |
+0 |
Total Volume and Open Interest |
77,733 |
1,656,436 |
+4,041 |
3-Mth Euribor(LIFFE) |
Mar09 |
081231 |
97.730 |
97.785 |
97.730 |
97.770 |
+0.020 |
72,663 |
728,561 |
+9,047 |
Jun09 |
081231 |
97.980 |
98.030 |
97.980 |
98.025 |
+0.045 |
37,049 |
535,740 |
-923 |
Sep09 |
081231 |
97.950 |
98.000 |
97.940 |
97.995 |
+0.050 |
48,795 |
435,200 |
+218 |
Total Volume and Open Interest |
267,669 |
3,006,044 |
-2,332 |
3-Mth Aus T-Bills(SFE) |
Mar09 |
081231 |
96.93 |
96.98 |
96.93 |
96.98 |
+0.03 |
7,801 |
242,859 |
+1,320 |
Jun09 |
081231 |
97.15 |
97.19 |
97.12 |
97.17 |
+0.04 |
2,572 |
151,024 |
+1,451 |
Sep09 |
081231 |
96.93 |
97.05 |
96.93 |
97.03 |
+0.07 |
1,645 |
105,376 |
+259 |
Dec09 |
081231 |
96.68 |
96.76 |
96.65 |
96.74 |
+0.10 |
1,429 |
59,414 |
-592 |
Mar10 |
081231 |
96.28 |
96.38 |
96.28 |
96.38 |
+0.10 |
259 |
41,906 |
-95 |
Jun10 |
081231 |
95.99 |
96.00 |
95.98 |
96.00 |
+0.08 |
340 |
32,907 |
+5 |
Sep10 |
081231 |
95.70 |
95.70 |
95.70 |
95.70 |
+0.04 |
91 |
21,736 |
-118 |
Dec10 |
081231 |
95.50 |
95.53 |
95.50 |
95.53 |
+0.06 |
195 |
10,251 |
-164 |
Mar11 |
081231 |
95.44 |
95.45 |
95.44 |
95.45 |
+0.10 |
1 |
756 |
+0 |
Jun11 |
081231 |
95.39 |
95.41 |
95.39 |
95.41 |
+0.14 |
0 |
831 |
+0 |
Total Volume and Open Interest |
14,333 |
667,217 |
+2,063 |
10-Year Aus T-Bonds(SFE) |
Mar09 |
081231 |
95.97 |
96.04 |
95.94 |
96.01 |
+0.03 |
4,950 |
0 |
-251,923 |
Jun09 |
081231 |
96.01 |
96.01 |
96.01 |
96.01 |
+0.03 |
|
|
|
Total Volume and Open Interest |
6,704 |
248,390 |
-3,533 |
3-Year Aus T-Bonds(SFE) |
Mar09 |
081231 |
96.60 |
96.73 |
96.58 |
96.71 |
+0.10 |
10,013 |
0 |
-272,174 |
Jun09 |
081231 |
96.71 |
96.71 |
96.71 |
96.71 |
+0.10 |
|
|
|
Total Volume and Open Interest |
11,470 |
276,419 |
+4,245 |
Gold(CMX) |
Feb09 |
081231 |
874.7 |
886.0 |
857.3 |
884.3 |
+14.3 |
73,963 |
189,961 |
+0 |
Apr09 |
081231 |
875.8 |
886.6 |
858.6 |
885.3 |
+14.4 |
2,416 |
29,693 |
+0 |
Jun09 |
081231 |
875.0 |
887.8 |
859.0 |
886.2 |
+14.4 |
917 |
28,803 |
+0 |
Aug09 |
081231 |
887.4 |
887.4 |
887.4 |
887.4 |
+14.4 |
16 |
10,954 |
+0 |
Oct09 |
081231 |
888.7 |
888.7 |
888.7 |
888.7 |
+14.5 |
0 |
3,416 |
+0 |
Dec09 |
081231 |
870.0 |
890.6 |
864.3 |
890.2 |
+14.5 |
66 |
11,862 |
+0 |
Feb10 |
081231 |
876.8 |
891.9 |
876.8 |
891.9 |
+14.6 |
10 |
2,150 |
+0 |
Apr10 |
081231 |
893.5 |
893.5 |
893.5 |
893.5 |
+14.7 |
0 |
36 |
+0 |
Jun10 |
081231 |
895.3 |
895.3 |
895.3 |
895.3 |
+14.8 |
1 |
2,380 |
+0 |
Aug10 |
081231 |
867.9 |
897.1 |
867.9 |
897.1 |
+14.8 |
0 |
100 |
+0 |
Oct10 |
081231 |
899.1 |
899.1 |
899.1 |
899.1 |
+14.9 |
|
|
|
Dec10 |
081231 |
880.1 |
901.4 |
873.3 |
901.4 |
+15.0 |
0 |
9,957 |
+0 |
Total Volume and Open Interest |
77,825 |
298,192 |
+3,127 |
Silver(CMX) |
Mar09 |
081231 |
1099.5 |
1142.5 |
1076.5 |
1129.5 |
+31.5 |
12,180 |
51,536 |
+0 |
May09 |
081231 |
1096.0 |
1141.0 |
1080.0 |
1130.7 |
+31.7 |
234 |
6,540 |
+0 |
Jul09 |
081231 |
1089.5 |
1131.5 |
1089.5 |
1131.5 |
+31.8 |
286 |
9,310 |
+0 |
Sep09 |
081231 |
1132.0 |
1132.0 |
1132.0 |
1132.0 |
+31.7 |
31 |
3,746 |
+0 |
Dec09 |
081231 |
1094.5 |
1140.0 |
1089.0 |
1133.1 |
+31.7 |
155 |
7,191 |
+0 |
Mar10 |
081231 |
1134.3 |
1134.3 |
1134.3 |
1134.3 |
+31.7 |
0 |
598 |
+0 |
May10 |
081231 |
1135.1 |
1135.1 |
1135.1 |
1135.1 |
+31.7 |
0 |
1 |
+0 |
Total Volume and Open Interest |
12,947 |
85,723 |
+169 |
Platinum(NYMEX) |
Jan09 |
081231 |
913.0 |
943.3 |
901.1 |
936.2 |
+26.3 |
2,025 |
1,646 |
+1,646 |
Apr09 |
081231 |
921.8 |
950.0 |
906.5 |
941.5 |
+24.1 |
3,252 |
16,467 |
+0 |
Jul09 |
081231 |
946.5 |
946.5 |
946.5 |
946.5 |
+24.1 |
22 |
107 |
+107 |
Total Volume and Open Interest |
5,299 |
18,220 |
+337 |
Palladium(NYMEX) |
Mar09 |
081231 |
186.80 |
204.05 |
182.10 |
188.70 |
+4.55 |
1,015 |
11,930 |
+0 |
Jun09 |
081231 |
199.90 |
199.95 |
189.70 |
189.70 |
+4.55 |
6 |
345 |
+345 |
Total Volume and Open Interest |
1,021 |
12,275 |
-329 |
Copper(CMX) |
Mar09 |
081231 |
132.50 |
141.45 |
131.40 |
141.00 |
+8.95 |
5,246 |
50,149 |
+0 |
May09 |
081231 |
133.15 |
142.40 |
133.15 |
142.05 |
+8.75 |
478 |
8,296 |
+0 |
Jul09 |
081231 |
136.50 |
143.00 |
136.50 |
142.70 |
+8.50 |
51 |
1,900 |
+0 |
Sep09 |
081231 |
136.30 |
143.20 |
136.30 |
143.20 |
+8.15 |
56 |
1,667 |
+0 |
Dec09 |
081231 |
136.70 |
143.95 |
136.70 |
143.95 |
+8.00 |
38 |
2,170 |
+0 |
Total Volume and Open Interest |
6,413 |
75,353 |
+962 |
Aluminum(CMX) |
Jan09 |
081231 |
0.71 |
0.71 |
0.71 |
0.71 |
+0.01 |
|
|
|
Feb09 |
081231 |
0.72 |
0.72 |
0.72 |
0.72 |
+0.02 |
|
|
|
Mar09 |
081231 |
0.73 |
0.73 |
0.73 |
0.73 |
+0.02 |
|
|
|
Apr09 |
081231 |
0.74 |
0.74 |
0.74 |
0.74 |
|
|
|
|
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 |
081231 |
8641 |
8795 |
8630 |
8727 |
+87 |
507 |
9,777 |
+0 |
Jun09 |
081231 |
8693 |
8696 |
8609 |
8693 |
+84 |
0 |
3 |
+0 |
Sep09 |
081231 |
8623 |
8626 |
8539 |
8623 |
+84 |
|
|
|
Dec09 |
081231 |
8593 |
8596 |
8509 |
8593 |
+84 |
|
|
|
Total Volume and Open Interest |
507 |
9,780 |
-88 |
S & P 500(CME) |
Mar09 |
081231 |
888.40 |
908.00 |
886.50 |
900.10 |
+11.90 |
16,965 |
478,207 |
+0 |
Jun09 |
081231 |
892.00 |
902.50 |
884.60 |
897.60 |
+12.00 |
16 |
9,217 |
+0 |
Sep09 |
081231 |
894.80 |
894.80 |
881.80 |
894.80 |
+12.00 |
15 |
591 |
+0 |
Dec09 |
081231 |
892.80 |
892.80 |
879.80 |
892.80 |
+12.00 |
0 |
4 |
+0 |
Total Volume and Open Interest |
16,996 |
488,019 |
+40 |
S & P 500 E-Mini(Globex) |
Mar09 |
081231 |
888.00 |
908.00 |
893.50 |
900.00 |
+11.75 |
614,648 |
2,297,359 |
+0 |
Jun09 |
081231 |
889.00 |
905.25 |
884.25 |
897.50 |
+12.00 |
426 |
7,266 |
+0 |
Total Volume and Open Interest |
615,074 |
2,304,706 |
+17,910 |
NASDAQ 100(CME) |
Mar09 |
081231 |
1205.80 |
1226.00 |
1198.00 |
1212.50 |
+6.50 |
1,575 |
19,385 |
+0 |
Jun09 |
081231 |
1214.30 |
1214.30 |
1202.80 |
1214.30 |
+6.50 |
0 |
9 |
+0 |
Sep09 |
081231 |
1214.50 |
1214.50 |
1203.00 |
1214.50 |
+6.50 |
|
|
|
Total Volume and Open Interest |
1,575 |
19,394 |
+498 |
NASDAQ 100 E-Mini(Globex) |
Mar09 |
081231 |
1206.30 |
1224.80 |
1201.00 |
1212.50 |
+6.50 |
151,277 |
0 |
-226,003 |
Jun09 |
081231 |
1206.00 |
1224.00 |
1201.30 |
1214.30 |
+6.50 |
1 |
1,630 |
+0 |
Total Volume and Open Interest |
120,964 |
227,652 |
+5,202 |
S & P Midcap 400(CME) |
Mar09 |
081231 |
525.65 |
540.00 |
524.00 |
537.20 |
+11.80 |
29 |
3,825 |
+0 |
Jun09 |
081231 |
537.20 |
537.20 |
532.40 |
537.20 |
+11.80 |
|
|
|
Sep09 |
081231 |
542.20 |
542.20 |
537.40 |
542.20 |
+11.80 |
|
|
|
Total Volume and Open Interest |
29 |
3,825 |
-6 |
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 |
081231 |
3257.0 |
3270.5 |
3216.0 |
3221.0 |
+3.0 |
32,425 |
314,553 |
+0 |
Feb09 |
081231 |
3245.5 |
3246.0 |
3226.0 |
3226.0 |
+2.0 |
5 |
85 |
+0 |
Mar09 |
081231 |
3242.0 |
3278.5 |
3223.5 |
3229.0 |
+1.5 |
194 |
27,466 |
+0 |
Total Volume and Open Interest |
32,624 |
343,551 |
+6,498 |
Hang Seng Index(HKFE) |
Dec08 |
081230 |
14460 |
14554 |
14361 |
14376 |
+58 |
3,904 |
7,392 |
+5,922 |
Jan09 |
081231 |
14396 |
14542 |
14280 |
14405 |
+161 |
3,048 |
5,708 |
-2,965 |
Feb09 |
081231 |
14408 |
14535 |
14320 |
14427 |
|
|
|
|
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 |
081231 |
4427.00 |
4427.00 |
4382.00 |
4390.00 |
+17.00 |
45,658 |
653,826 |
+0 |
Jun09 |
081231 |
4350.00 |
4351.50 |
4350.00 |
4351.50 |
+17.00 |
3 |
95 |
+0 |
Sep09 |
081231 |
4327.00 |
4327.00 |
4327.00 |
4327.00 |
+17.00 |
|
|
|
Total Volume and Open Interest |
45,661 |
653,921 |
-2,081 |
SPI 200(SFE) |
Dec08 |
081218 |
3533.0 |
3567.0 |
3495.0 |
3504.0 |
-74.0 |
128,040 |
368,551 |
-9,653 |
Mar09 |
081231 |
3637.0 |
3757.0 |
3623.0 |
3746.0 |
+110.0 |
14,496 |
296,256 |
-363 |
Jun09 |
081231 |
3742.0 |
3742.0 |
3742.0 |
3742.0 |
+110.0 |
0 |
2,605 |
+0 |
Total Volume and Open Interest |
14,496 |
300,128 |
-363 |
GSCI(CME) |
Jan09 |
081231 |
327.60 |
354.30 |
322.00 |
345.50 |
+17.50 |
444 |
13,843 |
+0 |
Feb09 |
081231 |
362.00 |
362.00 |
337.00 |
362.00 |
+22.00 |
|
|
|
Mar09 |
081231 |
371.00 |
371.00 |
348.00 |
371.00 |
+21.00 |
|
|
|
Total Volume and Open Interest |
444 |
13,843 |
+295 |
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. |
|
|