선 물 시 장 2 0 0 8 년 0 8 월 호 통 권 130 호 한 국 선 물 협 회
Contents Special Report 베이징 올림픽 개막식을 통하여 중국이 찬란했던 문화유산을 마음껏 만방에 드러냈 다. 종이, 나침반, 화약, 인쇄술 등 4대 발명품뿐만 아니라, 실크로드의 개척자로서의 04 Futures IssueⅠ Market Neutral과 Inflation Hedging Strategy 08 Futures IssueⅡ 2008년 상반기 국내 투자자의 해외선물거래량 동향 면모도 과시했다. 우리 선수들이 초반부터 한판승으로 멋지게 물살을 가르고 있어 흐뭇 하지만, 금강산에서의 남측 인원들을 죄다 철수시키는 등, 남북은 아직 얼어붙은 그대 Cartoon 로이다. 남북이 함께 경축하는 유일한 국경일인 광복절에 세상이 깜짝 놀랄 일을 공동 17 For Beginners 기회는 소녀처럼 왔다가 토끼처럼 달아난다 으로 터뜨릴 수는 없었을까? 경제인들 대거 특사란다. 경제 살리기 라는 어정쩡한 변을 앞세우는 악습에서 벗어나는 획기적이고도 기발한 아이디어는 없는가? Culture 일본에서는 독도의 세세한 교육 방법까지 계획하고 있다는데, 우리네 뇌리에선 이미 18 Golf Column 드라이버 장타 날리기(셋업 편) 시들해진 듯해 씁쓸하다. 정치판에서도 더위를 싹 가시게 할 만한 모습은 전혀 아니 보 20 Culture 언제까지 남과 북이어야 하나 인다. 인사 문제도 말이 많다. 갈아치우고는 재등용이다. 대공무사(大公無私)라는 사자 22 Culture 보아구렁이가 삼킨 코끼리 성어가 있다. 개인적 감정이 없이 공정하고 바르게 일을 처리할 때 쓰는 말이다. 진(晉) 의 평공(平公)이 남양현의 수장으로 적합한 자를 묻자 자신의 원수인 해호(解狐)를 주저 Kofa 없이 추천하는 기황양(祁黃羊)이, 얼마 후 조정의 빈자리에 다시 자신의 아들 기오(祁 24 About Trend 午)를 천거했더니 둘 다 공명정대하게 업무를 처리하여 칭송이 자자하였다 한다. 왜 원 36 KOFA News 수며, 아들을 추천하느냐는 평공의 힐문에 임무를 수행할 수 있는 적임자를 물었지, 원 38 외신동향 해외 파생상품시장 주요 외신 수지간인지, 아들인지를 물은 게 아니지 않느냐고 답했다는 기황양이다. 눈치 안 보며 40 Statistics 국내 통계 / 해외 통계 소신 있게 인재를 추천할 수 있는 풍토가 어서 다져져야 진정한 민주주의의 힘이 발휘 주요 상품의 동향과 전망 56 Members List 57 Calendar 된다. 대통령에 당선된 링컨이 정적인 스탠튼을 국방장관으로 기용했던 일을 기억하자. 존경받는 자는 존경하지 않는다 는 이탈리아의 속담처럼, 의견, 인품, 능력 등 남을 존 경하는 마음에서 진정한 화합이 이루어지는 것이다. 박경리를 잃고, 배롱나무가 서서히 꽃을 피우기 시작할 때 즈음인 7월말에는 다시 이 청준을 보냈다. 8월 3일에는 알렉산드르 솔제니친이 눈을 감는다. 참으로 순수한 마음 을 보여 준 분들이었는데, 우리의 힘이 미치지 못 하는 일이니 아쉽고 안타까울 뿐이다. 산들바람에도 간지러운 듯 화사한 분홍꽃을 살래살래 흔들어댄다고 해서 간지럼나무 요, 일본에서는 원숭이도 떨어지는 나무 라는 맨들맨들한 가지를 지닌 나무백일홍 은 한여름 내내 지고 피고 수수한 붉음을 옅게 보여 준다 해서 붙여진 이름이다. 유독 성당 인근에 많이 심어져 있는 이유는 어쩌면 그런 소박한 모습에서는 아닌가 모르겠 No 130. 2008 August 선물시장 다. <넘어지면 매달리고 타올라 불을 뿜는 나무백일홍 억센 꽃들이 두어 평 좁은 마당 을 피로 덮을 때, 장난처럼 나의 절망은 끝났습니다> 이성복의 시 그 여름의 끝 에서와 같이, 서너 차례 닥쳐올 태풍도 무사히 넘기고 차분히 가을을 맞이할 배롱나무처럼, 우 리에게도 어려운 순간이 끝나고 풍요로운 가을이 기다리고 있으리라는 바람이다. 발행일 2008년 8월 14일(통권129호) 비매품 발행인 이종남 편집인 박철호 발행처 한국선물협회 150-885 서울시 영등포구 여의도동 35-4 한국화재보험협회빌딩 12층 TEL. 02-769-1981 편집 디자인 우현 TEL. 02-575-6990 등록번호 서울 라-08241 등록일자 1997년 9월 2일 선물시장 2008 August 2 3
Futures Issue F U T U R E S M A R K E T Futures Issue 2008 August 4 5
F U T U R E S M A R K E T Futures Issue 2008 August 6 7
Futures Issue F U T U R E S M A R K E T Futures Issue 2008 August 8 9
F U T U R E S M A R K E T Futures Issue 2008 August 10 11
F U T U R E S M A R K E T Futures Issue 2008 August 12 13
F U T U R E S M A R K E T Futures Issue 2008 August 14 15
For Beginners F U T U R E S M A R K E T 2008 August 16 17
GOLF COLUMN COLUMN 2008 August 18 19
CULTURE 2008 August 20 21
CULTURE CULTURE 2008 August 22 23
About Trend 2008 August 24 25
About Trend 105.20~106.20p 5.65~5.95% 5.70~6.05% 2008 August 26 27
About Trend 2008 August 28 29
About Trend 2008 August 30 31
About Trend 2008 August 32 33
About Trend 2008 August 34 35
KOFA NEWS KOREA FUTURES ASSOCIATION KOREA FUTURES ASSOCIATION F U T U R E S M A R K E T F U T U R E S M A R K E T 2008 August 36 37
KOREA FUTURES ASSOCIATION KOREA FUTURES ASSOCIATION 2008 August 38 39
Statistics 2008 August 40 41
Statistics 2008 August 42 43
Statistics 2008 August 44 45
Statistics 2008 August 46 47
Statistics Arabica Coffee(TGE) 0 0 0 0 34 28 Canola(ICE) 273 25 334 68 1,535 148 Cocoa(ICE) 789 586 814 351 3,265 1,399 Coffee C(ICE) 536 315 548 228 2,220 694 Corn(CME Group) 15,862 6,767 13,251 2,625 72,078 20,345 Corn(TGE) 10 2 0 0 36 48 Cotton(ICE) 3,056 1,789 3,257 1,842 18,481 11,260 Feeder Cattle(CME Group) 21 4 3 0 28 0 Frozen Concentrated Orange Juice(ICE) 324 44 363 97 1,583 191 Lean Hog(CME Group) 565 667 947 54 3,157 295 Live Cattle(CME Group) 722 952 749 83 3,659 839 Lumber(CME Group) 134 128 0 0 404 25 Oats (CME Group) 188 65 311 43 1,034 66 Raw Sugar(TGE) 0 0 0 0 10 0 Rice (CME Group) 0 0 0 0 2 0 Red Beans(TGE) 0 0 0 0 0 2 Rough rice(cme Group) 204 350 409 32 1,257 51 Rubber index(c-com) 0 0 0 38 0 38 Rubber(C-com) 0 0 0 0 58 17 Rubber(TOCOM) 1,316 1,201 622 871 5,731 7,242 Soybean Meal(CME Group) 196 416 598 230 4,378 482 Soybean Oil(CME Group) 0 0 0 0 0 18 Soybeans(CME Group) 7,814 2,941 7,618 4,394 49,424 46,499 Soybeans(TGE) 12 4 0 40 84 166 Sugar No. 11(ICE) 20,129 1,093 3,281 2,732 35,491 14,479 Sugar No. 11 (TGE) 0 0 0 0 8 0 Wheat(CME Group) 6,319 1,702 4,929 1,507 29,368 7,613 Wheat(KCBT) 45 72 40 0 656 580 Wheat(MGEX) 0 14 121 0 527 535 58,515 19,137 38,195 15,235 234,508 113,060 Arabica Coffee(TGE) 0 0 0 0 475 265 Canola(ICE) 3,637 304 4,054 490 20,091 1,002 Cocoa(ICE) 23,572 15,527 20,678 6,690 87,067 25,202 Coffee C(ICE) 28,045 15,963 27,792 10,085 112,699 30,193 Corn(CME Group) 553,720 198,415 385,972 48,528 2,120,423 399,862 Corn(TGE) 212 39 0 0 659 1,085 Cotton(ICE) 117,406 62,097 120,094 50,930 683,369 296,699 Feeder Cattle(CME Group) 6,606 216 109 0 6,931 0 Frozen Concentrated Orange Juice(ICE) 5,449 740 6,554 3,727 28,993 6,318 Lean Hog(CME Group) 16,891 20,504 27,496 1,583 88,368 8,173 Live Cattle(CME Group) 29,122 36,347 27,461 2,971 137,910 31,346 Lumber(CME Group) 3,628 3,362 0 0 10,354 674 Oats(CME Group) 3,976 1,316 5,919 601 20,203 908 Raw Sugar(TGE) 0 0 0 0 178 0 Rice (CME Group) 0 0 0 0 87 0 Red Beans(TGE) 0 0 0 0 0 12 Rough rice(cme Group) 7,903 14,453 18,695 1,076 51,468 1,469 Rubber index(c-com) 0 0 0 758 0 758 Rubber(C-com) 0 0 0 0 1,493 355 Rubber(TOCOM) 21,061 18,234 8,657 9,574 84,829 83,755 Soybean Meal(CME Group) 7,881 13,338 20,015 5,181 153,323 10,473 Soybean Oil(CME Group) 0 0 0 0 0 31,645 Soybeans(CME Group) 501,920 181,413 403,401 161,274 2,529,731 1,749,148 Soybeans(TGE) 106 31 0 625 688 2,754 Sugar No. 11(ICE) 200,220 13,224 45,694 37,780 1,330,598 188,416 Sugar No. 11 (TGE) 0 0 0 0 126 0 Wheat(CME Group) 253,926 64,680 192,435 33,984 1,319,641 160,788 Wheat(KCBT) 1,982 2,951 1,892 0 32,003 14,453 Wheat(MGEX) 0 600 6,999 0 22,648 13,505 1,787,263 663,754 1,323,917 375,857 8,844,355 3,059,258 100 oz. Gold(CME Group) 2,446 4,328 10,354 2,355 56,439 19,516 100 oz. Gold(NYMEX) 14 7 10 0 84 0 5000 oz. Silver(CME Group) 10 95 81 97 625 701 Aluminium(LME) 10,158 9,792 8,787 3,584 54,944 36,745 Copper(CME Globex) 71 305 680 34 2,800 55 Copper(LME) 8,188 8,440 9,559 7,989 54,381 55,823 Copper(NYMEX) 400 53 345 141 1,213 819 Gold(CME Globex) 2,522 1,394 2,252 87 13,032 363 Gold(LBMA) 3,051 1,518 1,726 2,509 14,455 21,025 Gold(NYMEX) 933 782 1,611 346 5,729 2,086 Gold(TOCOM) 157 43 13 47 411 826 Lead(LME) 934 555 411 403 3,806 1,868 mini Gold(CME Group) 2 0 0 0 2 0 Nickel(LME) 467 1,136 197 422 3,188 1,532 Palladium(CME Globex) 0 0 0 1 0 2 Palladium(LBMA) 1,880 5,236 3,356 112 15,119 551 Palladium(NYMEX) 15 94 13 3 345 13 Palladium(TOCOM) 4 0 0 0 144 0 Platinum(CME Globex) 0 0 0 0 4 0 Platinum(LBMA) 2,354 5,068 1,474 52 19,108 1,639 Platinum(NYMEX) 36 56 30 2 340 19 Platinum(TOCOM) 212 181 8 155 591 1,671 Silver(CME Globex) 135 87 18 17 1,432 21 Silver(LBMA) 3,159 532 963 493 6,837 4,820 Silver(NYMEX) 119 272 277 112 1,611 554 Silver(TOCOM) 32 10 6 0 132 88 Tin(LME) 367 343 697 488 2,717 2,566 Uranium(NYMEX) 0 0 0 0 1 0 Zinc(LME) 1,541 1,307 832 2,790 6,983 6,349 39,207 41,634 43,700 22,239 266,473 159,652 100 oz. Gold(CME Group) 219,081 383,544 949,971 154,951 5,171,771 1,289,055 100 oz. Gold(NYMEX) 1,250 634 897 0 6,487 0 5000 oz. Silver(CME Group) 848 3,538 6,990 6,585 50,844 47,429 Aluminium(LME) 780,423 762,976 632,278 244,299 3,935,836 2,551,357 Copper(CME Globex) 6,507 28,681 66,368 2,839 258,172 4,813 Copper(LME) 1,545,710 1,620,492 1,792,419 1,381,427 10,355,780 10,673,887 Copper(NYMEX) 37,398 4,992 33,814 12,020 114,357 61,475 Gold(CME Globex) 225,592 124,196 205,148 5,760 1,188,309 24,315 Gold(LBMA) 154,493 134,595 157,943 166,739 1,169,345 1,405,366 Gold(NYMEX) 83,290 69,816 147,006 22,812 521,472 136,878 Gold(TOCOM) 4,609 1,221 371 994 12,127 17,721 Lead(LME) 37,711 31,645 24,016 25,178 230,169 94,336 mini Gold(CME Group) 59 0 0 0 59 0 Nickel(LME) 65,930 96,994 35,040 75,022 399,642 339,895 Palladium (CME Globex) 0 0 0 37 0 75 Palladium(LBMA) 2,087 2,854 6,429 4,080 23,461 20,001 Palladium(NYMEX) 689 4,142 599 113 16,859 473 Palladium(TOCOM) 31 0 0 0 1,367 0 Platinum(CME Group) 0 0 0 0 427 0 Platinum(LBMA) 18,276 36,298 44,929 4,238 169,783 110,456 Platinum(NYMEX) 3,645 5,951 3,019 130 35,757 1,164 Platinum(TOCOM) 6,937 5,932 247 3,162 18,634 32,884 Silver(CME Group) 11,557 7,434 1,600 1,103 122,627 1,366 Silver(LBMA) 274,532 45,631 85,882 33,417 609,184 326,312 Silver(NYMEX) 10,136 23,459 23,880 7,460 147,100 35,267 Silver(TOCOM) 534 161 104 0 2,126 1,173 Tin(LME) 37,938 39,840 72,502 34,315 260,566 162,330 Uranium(NYMEX) 0 0 0 0 22 0 Zinc(LME) 93,446 72,651 49,850 86,800 424,868 430,469 3,622,709 3,507,677 4,341,302 2,273,481 25,247,151 17,768,497 2008 August 48 49
Statistics Brent Crude Oil(ICE) 30 2 0 45 32 45 Brent Crude Oil(NYMEX) 0 0 0 0 0 30 Crude Oil(CME Globex) 5,827 10,019 2,856 3,502 26,873 22,029 Crude Oil (ICE) 0 0 0 45 0 45 Crude Oil(NYMEX) 6,631 1,623 2,220 548 14,152 7,474 Crude Oil(TOCOM) 16 50 0 24 106 140 E-MINY LIGHT SWEET CRUDE OIL(CME Globex) 0 0 0 0 0 201 Gas Oil(ICE) 2 20 0 0 22 0 Gasoline(C-COM) 0 0 0 0 0 0 Gasoline(NYMEX) 100 1 3 73 124 205 Gasoline(TOCOM) 36 90 5 182 235 749 Heating Oil(CME Globex) 158 385 598 20 1,997 22 Heating Oil(NYMEX) 176 50 30 98 373 752 Kerosene(C-COM) 0 0 0 0 0 0 Kerosene(TOCOM) 44 50 1 43 190 178 miny Crude Oil(CME Globex) 2,899 3,237 2,301 1,206 13,337 9,375 miny Crude Oil(NYMEX) 3,394 2,802 2,277 1,882 11,383 10,907 miny Heating Oil(NYMEX) 0 0 0 0 0 0 miny Natural Gas(CME Globex) 862 853 385 91 4,396 453 miny Natural Gas(NYMEX) 163 231 266 123 860 368 Natural Gas(CME Globex) 325 337 226 4 1,687 234 Natural Gas(NYMEX) 148 180 50 224 488 854 RBOB Gasoline(CME Globex) 159 292 387 104 1,431 104 RBOB Gasoline(NYMEX) 215 24 26 54 340 567 WTI Crude(ICE) 42 260 6 0 308 0 21,227 20,506 11,637 8,268 78,334 54,732 Brent Crude Oil(ICE) 4,356 255 0 3,185 4,612 3,185 Brent Crude Oil(NYMEX) 0 0 0 0 0 2,051 Crude Oil(CME Globex) 780,026 1,270,442 321,564 234,435 3,169,520 1,386,418 Crude Oil (ICE) 0 0 0 3,041 0 3,041 Crude Oil(NYMEX) 897,165 207,804 239,474 36,427 1,686,594 413,882 Crude Oil(TOCOM) 664 1,874 0 506 3,690 2,663 E-MINY LIGHT SWEET CRUDE OIL(CME Globex) 0 0 0 0 0 5,442 Gas Oil (ICE) 253 2,400 0 0 2,653 0 Gasoline (C-COM) 0 0 0 0 0 0 Gasoline(NYMEX) 13,824 123 350 6,710 16,435 19,169 Gasoline(TOCOM) 1,602 3,679 183 4,846 9,146 19,033 Heating Oil(CME Globex) 25,011 58,477 80,923 1,693 265,434 1,836 Heating Oil(NYMEX) 25,646 5,342 4,155 8,043 43,919 56,513 Kerosene(C-COM) 0 0 0 0 0 0 Kerosene(TOCOM) 2,177 2,425 38 1,162 8,033 4,473 miny Crude Oil(CME Globex) 194,945 204,596 127,760 41,288 770,258 286,346 miny Crude Oil(NYMEX) 230,183 177,596 129,578 63,658 683,670 328,420 miny Heating Oil(NYMEX) 0 0 0 0 0 0 miny Natural Gas(CME Globex) 27,325 24,502 9,920 1,656 111,013 8,378 miny Natural Gas(NYMEX) 5,614 7,179 7,711 2,339 33,236 7,114 Natural Gas(CME Globex) 41,798 38,683 23,196 283 175,700 18,399 Natural Gas(NYMEX) 18,546 20,672 5,207 17,122 53,850 63,500 RBOB Gasoline(CME GLOBEX) 22,195 39,176 47,127 9,459 172,076 9,459 RBOB Gasoline(NYMEX) 30,863 3,300 3,209 4,985 45,270 44,277 WTI Crude(ICE) 5,822 33,314 707 0 39,843 0 2,328,015 2,101,839 1,001,102 440,838 7,294,952 2,683,599 BCI 4TC(OTC) Capesize(BCI)(FFABA) 816 991 1,229 1,003 772 1,409 0 96 3,177 700 4,782 510 0 596 Clean Tanker(BCTI) (FFABA) 0 30 0 0 30 0 763 DRY Capesize(BCI) (FFABA) 0 0 0 0 720 0 1,973 Dirty Tanker (FFABA) 200 140 70 60 855 270 DRY SGL TC PTC(OTC) 0 1,382 772 0 3,332 0 Panamax(FFABA) 3,559 7,393 1,420 114 16,399 638 Supramax(FFABA) 0 732 0 0 753 0 5,566 11,909 4,443 270 30,048 1,504 BCI 4TC(OTC) 108,970 103,278 54,276 0 318,293 700 0 Capesize(BCI)(FFABA) 148,631 153,333 165,351 182,550 921,484 510 1,037,262 Clean Tanker(BCTI) (FFABA) 0 1,208 0 0 1,208 0 763 DRY Capesize(BCI) (FFABA) 0 0 0 0 27,611 0 1,973 Dirty Tanker (FFABA) 5,736 3,292 1,494 114,294 18,751 461,429 DRY SGL TC PTC(OTC) 0 90,707 43,930 0 206,115 0 Panamax(FFABA) 296,852 568,115 99,989 145,452 1,695,094 692,825 Supramax(FFABA) 0 37,025 0 0 67,186 0 560,189 956,958 365,040 442,296 3,255,742 2,191,516 Australian Dollar(CME Group) 2,993 4,138 3,976 13,742 32,288 72,839 Brazilian Real (CME Group) 0 0 0 0 0 0 British Pound(CME Group) 5,465 2,600 2,616 15,536 20,191 49,551 British Pound/Japanese Yen (CME Group) 0 0 0 0 0 0 Canadian Dollar(CME Group) 5,302 8,264 4,789 16,655 36,934 70,039 Chinese Renminbi(CME Group) 28 9 56 5 176 148 E-mini Euro FX(CME Group) 0 0 0 0 0 0 Euro FX(CME Group) 55,113 49,932 55,863 23,750 274,035 206,514 Euro FX/British Pound(CME Group) 0 0 0 0 0 0 Euro FX/Japanese Yen(CME Group) 0 0 0 0 0 6 FX margin trading(otc) 244,096 207,313 203,990 27,531 1,084,745 73,921 Japanese Yen(CME Group) 14,054 14,922 27,531 19,333 142,962 102,993 Korean Won(CME Group) 0 0 0 0 0 8,006 Mexican Peso(CME Group) 0 0 0 0 0 2 New Zealand Dollar(CME Group) 126 88 4 0 228 2 South African Rand(CME Group) 80 0 0 0 160 0 Swiss Franc(CME Group) 6,066 4,689 3,505 1,529 26,131 9,397 291,955 302,330 253,565 102,924 1,284,527 475,337 Australian Dollar(CME Group) 282,963 390,728 367,058 2,831,167 2,896,374 8,443,626 Brazilian Real (CME Group) 0 0 0 0 0 0 British Pound(CME Group) 668,327 318,137 322,511 1,918,219 2,482,310 6,072,935 British Pound/Japanese Yen (CME Group) 0 0 0 0 0 0 Canadian Dollar(CME Group) 521,487 869,471 472,749 1,564,468 3,706,696 6,244,058 Chinese Renminbi(CME Group) 4,055 1,290 8,054 655 25,471 19,240 E-mini Euro FX (CME Group) 0 0 0 0 0 0 2008 August 50 51
Statistics Euro FX(CME Group) 10,681,428 9,693,223 10,968,870 3,982,361 52,156,858 34,458,170 Euro FX/British Pound(CME Group) 0 0 0 0 0 0 Euro FX/Japanese Yen(CME Group) 0 0 0 0 0 998 FX margin trading(otc) 38,837,969 31,866,142 32,155,282 4,060,675 167,734,558 9,874,644 Japanese Yen(CME Group) 1,650,426 1,787,213 3,383,342 1,990,577 109,087,766 11,032,943 Korean Won(CME Group) 0 0 0 0 0 1,041,161 Mexican Peso(CME Group) 0 0 0 0 0 91 New Zealand Dollar(CME Group) 9,459 6,803 309 0 17,326 140 South African Rand(CME Group) 4,951 0 0 0 9,874 0 Swiss Franc(CME Group) 730,858 563,309 432,868 5,204,847 3,117,389 6,012,189 53,391,923 45,496,316 48,111,043 21,552,969 341,234,622 83,200,195 10 Year Canada T-Bond (MON) 300 300 0 0 600 0 10 Year U.S. T-Notes (CME Group) 30,594 19,311 13,507 18,701 120,842 95,753 10-Year Australian T-Bond (SFE) 0 100 100 0 200 0 2 Year U.S. T-Notes (CME Group) 6,255 7,387 5,477 2,471 28,885 19,840 30 Year U.S. T-Bonds (CME Group) 3,360 2,345 2,399 4,048 20,941 37,054 5 Year U.S. T-Notes (CME Group) 7,516 12,120 17,397 2,675 53,853 30,953 EURIBOR (LIFFE) 404 800 0 2 3,228 744 Euro Bobl (EUREX) 421 429 1,268 0 7,908 50 Euro Bund (EUREX) 8,111 1,718 3,799 1,392 27,081 21,026 Euro Schatz (EUREX) 1,328 2,666 1,878 2 24,362 202 Euro Yen Libor (SGX) 0 0 0 0 0 700 Eurodollar (CME Group) 11,424 9,444 6,605 5,530 64,349 26,148 Eurodollar (SGX) 4,622 3,457 4,386 7,021 52,539 24,835 Euroyen (CME Group) 6 0 0 16 10 1,889 Euroyen (EUREX) 0 0 0 32 16 302 Euroyen (SGX) 1,650 150 1,315 0 8,870 0 Euroyen (TIFFE) 0 0 0 0 0 100 JGB (LIFFE) 0 0 0 10 0 12 JGB (TSE) 148 34 44 639 628 2,450 Mini JGB (SGX) 0 0 0 0 2 0 One month LIBOR (CME Group) 0 0 0 0 0 0 76,139 60,261 58,175 42,539 414,314 262,058 10 Year Canada T-Bond (MON) 35,014 35,683 0 0 70,697 0 10 Year U.S. T-Notes (CME Group) 3,376,925 2,177,624 3,345,875 1,923,290 15,104,150 8,772,037 10-Year Australian T-Bond (SFE) 0 9,320 9,191 0 18,511 0 2 Year U.S. T-Notes (CME Group) 1,312,769 1,470,326 1,163,797 501,929 5,929,106 4,013,805 30 Year U.S. T-Bonds (CME Group) 381,727 271,766 282,319 432,740 2,455,745 4,111,309 5 Year U.S. T-Notes (CME Group) 822,385 1,349,470 1,950,824 278,406 6,027,244 3,242,262 EURIBOR (LIFFE) 635,346 1,240,720 0 643 4,942,275 995,337 Euro Bobl (EUREX) 70,574 72,278 216,254 0 1,371,791 6,564 Euro Bund (EUREX) 1,309,846 276,923 602,467 172,974 4,300,689 3,098,030 Euro Schatz (EUREX) 214,584 428,095 303,572 275 3,893,297 27,097 Euro Yen Libor (SGX) 0 0 0 0 0 591,300 Eurodollar (CME Group) 6,211,100 4,486,197 3,548,060 3,280,294 34,640,458 16,730,936 Eurodollar (SGX) 4,622,000 3,457,000 4,386,000 7,021,000 52,539,000 24,835,000 Euroyen (CME Group) 1,172 0 0 2,654 1,913 310,021 Euroyen (EUREX) 0 0 0 4,565 2,686 43,512 Euroyen (SGX) 1,552,650 142,095 1,265,030 0 8,737,588 0 Euroyen (TIFFE) 0 0 0 0 0 20,733 JGB (LIFFE) 0 0 0 10,684 0 12,877 JGB (TSE) 187,427 43,510 57,881 684,096 826,905 2,719,764 Mini JGB (SGX) 0 0 0 0 277 0 One month LIBOR (CME Group) 0 0 0 0 0 0 20,733,519 15,461,007 17,131,270 14,313,550 140,862,332 69,530,584 (mini) Dow $5(CME Group) 3,763 2,112 2,195 1,409 21,816 15,973 AEX(LIFFE) 0 0 0 0 0 76 BOVESPA (BMF) 20 0 0 0 20 0 CAC 40(LIFFE) 0 0 0 0 0 568 Cnx Nifty Index(SGX) 45 11 55 0 111 0 DAX(EUREX) 515 354 80 807 1,608 2,433 Dow $10(CME Group) 0 0 0 8 0 21 Dow Jones EURO STOXX 50(EUREX) 21,684 10,824 4,219 9,726 56,033 34,423 Dow Jones mini (CME Group) 125 0 0 0 303 0 Dow Jones STOXX Mid 200(EUREX) 0 0 0 4 0 6 E-mini NASDAQ-100(CME Group) 12,099 9,765 2,882 4,015 36,298 78,418 E-Mini Russell 2000(CME Group) 512 808 33 548 2,192 2,744 E-mini S&P 500(CME Group) 80,404 56,646 57,286 19,951 316,451 103,888 E-mini S&P MidCap 400(CME Group) 9 1 0 4 16 10 FTSE 100(LIFFE) 816 223 106 12 3,403 16 Ftse Jse Top40(SFX) 0 0 0 0 1 0 FUT ON SWISS MARKET INDEX (EUREX) 0 0 0 0 0 0 GSCI(CME Group) 0 0 0 8 0 120 Hang Seng(HKEX) 531 1,211 871 846 6,620 2,010 H-share index(hkex) 3,909 5,935 6,105 3,798 26,996 14,105 IBEX-35(MEFF) 0 0 0 0 0 74 ICE DOLLAR (ICE) 28 70 4 0 102 0 Individual option(one CHICAGO) 0 0 0 0 0 0 IPC Stock Index(MDE) 1,200 160 0 116 2,560 116 ISE-30 INDEX(TDE) 0 0 0 0 0 0 KLSE Composite Index(MALAYSIA) 0 0 0 0 2 0 LONG GILT(LIFFE) 1,091 1,322 1,748 242 6,967 1,358 Mini Hangseng (HKEX) 4 106 4 0 114 0 Mini H-Share (HKEX) 8 2 10 0 20 0 Mini Nikkei 225(OSE) 71 14 4 65 30 MSCI Singapore Index(SGX) 49 4 42 1 279 1 MSCI Taiwan(SGX) 1,901 3,947 2,096 1,339 11,142 7,909 NASDAQ-100(CME Group) 588 486 6,370 23 7,980 67 NIFTY(SGX) 0 0 0 35 75 162 Nikkei 225(CME Group) 22 0 0 404 76 676 Nikkei 225(OSE) 2,452 1,061 1,790 1,761 14,019 7,231 Nikkei 225(SGX) 24,477 24,519 18,870 13,459 102,081 92,237 Nikkei225 Dollar-Based Futures(CME Group) 11 0 0 190 24 230 Nikkei225 Yen-base (CME Group) 14 60 550 0 1,798 0 S&P 500(CME Group) 14 371 47 21 565 48 S&P ASX 200 (ASX) 2 7 2 0 11 0 S&P CANADA 60 Index(MON) 0 0 0 0 0 196 SET50 Index(TFEX) 68 35 4 0 373 0 SMI(EUREX) 0 0 0 0 0 458 SPI 200(SFE) 0 0 0 0 0 170 TOPIX(TSE) 97241 90 354 1,272 1,145 Volatility Index(CBOE) 0 0 31 0 2070 Volatility Index(CME Group) 0 0 0 0 31 0 WIG20(WSE) 1,350 0 50 1,060 2,221 1,480 157,815 120,282 105,554 60,145 623,852 368,399 (mini) Dow $5(CME Group) 227,903 134,463 138,738 95,405 1,353,448 1,021,328 AEX(LIFFE) 0 0 0 0 0 10,766 BOVESPA (BMF) 1,349 0 0 0 1,349 0 CAC 40(LIFFE) 0 0 0 0 0 45,405 Cnx Nifty Index(SGX) 393 108 545 0 1,046 0 DAX(EUREX) 135,721 97,170 21,068 214,924 433,482 601,555 2008 August 52 53
Statistics Dow $10(CME Group) 0 0 0 1,081 0 2,741 Dow Jones EURO STOXX 50(EUREX) 1,209,235 632,428 241,082 583,910 3,201,813 1,872,868 Dow Jones mini (CME Group) 7,317 0 0 0 17,358 0 Dow Jones STOXX Mid 200(EUREX) 0 0 0 389 0 583 E-mini NASDAQ-100(CME Group) 473,740 389,304 108,556 155,823 1,395,706 2,850,069 E-Mini Russell 2000(CME Group) 36,64759,011 2,316 45,979 157,454 222,054 E-mini S&P 500(CME Group) 5,378,801 3,965,574 3,918,133 1,521,324 21,362,813 7,628,636 E-mini S&P MidCap 400(CME Group) 764 87 0 0 1,307 0 FTSE 100(LIFFE) 91,96727,249 12,346 1,601 392,409 2,122 Ftse Jse Top40(SFX) 0 0 0 0 35 0 FUT ON SWISS MARKET INDEX (EUREX) 0 0 0 370 0 907 GSCI(CME Group) 0 0 0 946 0 13,215 Hang Seng(HKEX) 73,531 192,747 137,097 214,760 1,010,088 388,414 H-share index(hkex) 313,843 527,190 534,209 280,170 2,292,074 948,965 IBEX-35(MEFF) 0 0 0 0 0 14,171 ICE DOLLAR (ICE) 2,050 5,105 289 0 7,444 0 Individual option (One CHICAGO) 0 0 0 0 0 0 IPC Stock Index(MDE) 34,935 4,865 0 3,556 72,381 3,556 ISE-30 INDEX(TDE) 0 0 0 0 0 0 KLSE Composite Index(MALAYSIA) 0 0 0 0 270 LONG GILT(LIFFE) 228,910 277,742 377,357 50,227 1,502,277 654,638 Mini Hangseng (HKEX) 118 3,469 132 0 3,718 0 Mini H-Share (HKEX) 129 37 184 0 351 0 Mini Nikkei 225(OSE) 94 14 180 58 809 437 MSCI Singapore Index(SGX) 223,219 227 2,366 60 235,567 60 MSCI Taiwan(SGX) 57,860 135,171 70,839 45,649 367,533 253,407 NASDAQ-100(CME Group) 22,699 19,593 235,273 4,425 297,278 12,211 NIFTY(SGX) 0 0 0 1,489 894 6,515 Nikkei 225(CME Group) 1,413 0 0 29,441 5,073 50,364 Nikkei 225(OSE) 323,093 141,136 225,992 249,045 1,828,052 1,037,374 Nikkei 225(SGX) 1,622,008 1,627,679 1,215,060 983,617 6,658,152 6,727,428 Nikkei225 Dollar-Based Futures(CME Group) 762 0 0 17,141 1,654 20,528 Nikkei225 Yen-base(CME Group) 922 4,067 34,700 0 114,857 0 S&P 500(CME Group) 4,046 33,814 19,600 7,967 96,821 17,974 S&P ASX 200(ASX) 0 377 101 0 478 0 S&P CANADA 60 Index(MON) 0 0 0 0 0 26,455 SET50 Index(TFEX) 1,116 661 75 0 6,952 0 SMI(EUREX) 0 0 0 0 0 33,716 SPI 200(SFE) 0 0 0 0 0 19,159 TOPIX(TSE) 12,583 30,638 11,376 50,889 159,781 164,010 Volatility Index(CBOE) 0 0 745 0 4,975 0 Volatility Index(CME Group) 0 0 0 0 745 0 WIG20(WSE) 17,075 0 649 15,028 28,255 20,268 10,504,243 8,309,926 7,309,008 4,575,274 43,014,456 24,671,899 58,515 19,137 38,195 15,235 234,508 113,060 107% 39,207 41,634 43,700 22,239 266,473 159,652 67% 21,227 20,506 11,637 8,268 78,334 54,732 43% 5,566 11,909 4,443 270 30,038 1,504 1,897% 124,515 93,186 97,975 46,012 609,353 328,948 85% 333,324 291,955 302,330 118,081 1,617,850 593,418 173% 76,139 60,261 58,175 42,539 414,314 262,058 58% 157,815 120,282 105,554 60,145 623,852 368,399 69% 567,278 472,498 466,059 220,765 2,656,016 1,223,875 117% 691,793 565,684 564,034 266,777 3,265,369 1,552,823 110% 2008 August 54 55
Members List 2008. 08/09 Futures Calendar 2008 August 56 57