|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon January 05, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan09 |
090105 |
970.00 |
986.50 |
960.00 |
983.75 |
+13.75 |
14,287 |
9,516 |
-1,334 |
| Mar09 |
090105 |
979.50 |
991.25 |
965.25 |
987.00 |
+10.00 |
58,957 |
156,893 |
+2,668 |
| May09 |
090105 |
994.00 |
1002.00 |
977.00 |
998.25 |
+9.75 |
5,670 |
30,923 |
-208 |
| Jul09 |
090105 |
1002.25 |
1013.00 |
988.00 |
1009.25 |
+9.25 |
7,626 |
34,663 |
+214 |
| Aug09 |
090105 |
1011.50 |
1011.50 |
1002.25 |
1011.50 |
+9.25 |
5 |
1,397 |
-2 |
| Sep09 |
090105 |
1000.00 |
1011.50 |
1000.00 |
1011.50 |
+8.25 |
7 |
932 |
+1 |
| Nov09 |
090105 |
1004.00 |
1015.75 |
991.50 |
1012.00 |
+8.50 |
2,277 |
39,591 |
+10 |
| Total Volume and Open Interest |
89,091 |
279,877 |
+1,503 |
| Soybean Meal(CBOT) |
| Jan09 |
090105 |
300.10 |
302.50 |
298.00 |
298.70 |
-2.30 |
2,717 |
4,471 |
-957 |
| Mar09 |
090105 |
302.10 |
302.10 |
290.90 |
298.20 |
-2.00 |
15,707 |
55,244 |
+855 |
| May09 |
090105 |
302.30 |
303.00 |
298.60 |
300.10 |
-2.10 |
1,417 |
18,631 |
+126 |
| Jul09 |
090105 |
304.50 |
306.50 |
302.00 |
303.10 |
-2.40 |
857 |
16,361 |
-108 |
| Aug09 |
090105 |
306.00 |
307.00 |
304.30 |
304.30 |
-2.40 |
130 |
4,919 |
+125 |
| Sep09 |
090105 |
306.50 |
306.60 |
304.60 |
304.60 |
-2.40 |
31 |
3,651 |
+25 |
| Oct09 |
090105 |
304.40 |
304.40 |
302.50 |
302.90 |
-2.90 |
0 |
2,195 |
+0 |
| Dec09 |
090105 |
306.50 |
307.00 |
302.70 |
304.10 |
-2.90 |
89 |
10,302 |
+17 |
| Total Volume and Open Interest |
20,948 |
116,411 |
+83 |
| Soybean Oil(CBOT) |
| Jan09 |
090105 |
33.51 |
34.90 |
33.26 |
34.90 |
+1.32 |
14,411 |
9,983 |
-2,413 |
| Mar09 |
090105 |
33.95 |
35.20 |
33.50 |
35.17 |
+1.29 |
31,012 |
109,226 |
-724 |
| May09 |
090105 |
34.28 |
35.53 |
33.87 |
35.50 |
+1.28 |
4,835 |
22,274 |
-614 |
| Jul09 |
090105 |
34.60 |
35.82 |
34.35 |
35.82 |
+1.26 |
1,154 |
23,713 |
-72 |
| Aug09 |
090105 |
35.55 |
35.99 |
35.55 |
35.99 |
+1.26 |
221 |
5,076 |
-73 |
| Sep09 |
090105 |
34.84 |
36.16 |
34.74 |
36.16 |
+1.26 |
72 |
4,431 |
+8 |
| Oct09 |
090105 |
36.31 |
36.31 |
35.06 |
36.31 |
+1.25 |
30 |
3,868 |
+7 |
| Dec09 |
090105 |
35.75 |
36.53 |
35.75 |
36.53 |
+1.24 |
510 |
19,826 |
-211 |
| Total Volume and Open Interest |
52,245 |
204,146 |
-4,092 |
| Canola(WCE) |
| Jan09 |
090105 |
411.8 |
422.9 |
411.8 |
422.9 |
+11.4 |
66 |
546 |
-1,369 |
| Mar09 |
090105 |
415.6 |
428.0 |
410.0 |
427.9 |
+8.9 |
4,192 |
66,608 |
+503 |
| May09 |
090105 |
425.9 |
436.3 |
425.9 |
436.2 |
+9.0 |
156 |
4,393 |
-37 |
| Jul09 |
090105 |
434.9 |
444.4 |
434.9 |
444.4 |
+9.0 |
157 |
5,243 |
+0 |
| Nov09 |
090105 |
433.1 |
457.1 |
433.1 |
457.1 |
+9.2 |
157 |
6,886 |
+97 |
| Total Volume and Open Interest |
4,730 |
83,744 |
-804 |
| Corn(CBOT) |
| Mar09 |
090105 |
412.25 |
416.00 |
402.00 |
411.25 |
-1.00 |
62,516 |
361,286 |
-978 |
| May09 |
090105 |
422.50 |
426.00 |
412.25 |
421.50 |
-1.25 |
4,475 |
104,207 |
-289 |
| Jul09 |
090105 |
432.75 |
435.25 |
423.00 |
431.50 |
-1.50 |
3,590 |
121,897 |
-275 |
| Sep09 |
090105 |
440.00 |
444.75 |
436.00 |
441.50 |
-1.50 |
1,676 |
29,724 |
-29 |
| Dec09 |
090105 |
456.00 |
459.25 |
446.00 |
455.25 |
-1.00 |
4,322 |
145,444 |
+744 |
| Mar10 |
090105 |
468.00 |
469.50 |
460.75 |
467.00 |
-1.00 |
104 |
10,834 |
+39 |
| Total Volume and Open Interest |
76,957 |
809,041 |
-738 |
| Wheat(CBOT) |
| Mar09 |
090105 |
613.00 |
619.50 |
596.25 |
616.75 |
+5.75 |
23,818 |
129,555 |
+385 |
| May09 |
090105 |
626.00 |
631.50 |
610.75 |
629.50 |
+5.75 |
1,523 |
26,456 |
+440 |
| Jul09 |
090105 |
635.50 |
643.00 |
621.50 |
641.00 |
+6.50 |
2,293 |
49,394 |
+15 |
| Sep09 |
090105 |
646.25 |
662.25 |
641.50 |
660.75 |
+6.25 |
277 |
16,580 |
-16 |
| Dec09 |
090105 |
669.25 |
681.50 |
660.50 |
680.50 |
+6.25 |
681 |
22,735 |
+100 |
| Total Volume and Open Interest |
28,631 |
251,535 |
+931 |
| Wheat(KCBT) |
| Mar09 |
090105 |
633.00 |
643.00 |
619.00 |
642.25 |
+8.75 |
6,275 |
41,285 |
+66 |
| May09 |
090105 |
644.75 |
653.50 |
632.00 |
653.50 |
+8.50 |
644 |
10,481 |
+90 |
| Jul09 |
090105 |
655.00 |
664.75 |
641.75 |
664.75 |
+8.25 |
1,031 |
18,634 |
+121 |
| Sep09 |
090105 |
656.75 |
675.00 |
653.50 |
675.00 |
+8.25 |
119 |
3,569 |
+2 |
| Dec09 |
090105 |
678.25 |
690.25 |
672.50 |
690.25 |
+5.00 |
277 |
8,049 |
+3 |
| Total Volume and Open Interest |
8,354 |
83,588 |
+277 |
| Wheat(MGE) |
| Mar09 |
090105 |
654.50 |
658.00 |
644.50 |
657.25 |
+2.00 |
1,361 |
10,255 |
-1,021 |
| May09 |
090105 |
650.00 |
661.75 |
648.75 |
661.25 |
+1.00 |
682 |
8,147 |
-194 |
| Jul09 |
090105 |
657.75 |
668.50 |
655.50 |
667.50 |
+0.75 |
464 |
3,366 |
-51 |
| Sep09 |
090105 |
668.25 |
679.50 |
666.50 |
678.50 |
+2.25 |
379 |
3,509 |
+139 |
| Dec09 |
090105 |
683.25 |
694.75 |
681.50 |
694.00 |
+2.50 |
372 |
2,110 |
+101 |
| Total Volume and Open Interest |
3,280 |
27,551 |
-1,021 |
| Oats(CBOT) |
| Mar09 |
090105 |
219.25 |
222.00 |
210.00 |
216.00 |
+4.00 |
295 |
6,587 |
-97 |
| May09 |
090105 |
221.25 |
225.75 |
221.00 |
225.25 |
+4.00 |
57 |
2,975 |
+23 |
| Jul09 |
090105 |
232.00 |
234.75 |
230.75 |
234.75 |
+4.00 |
11 |
2,752 |
+0 |
| Sep09 |
090105 |
244.25 |
244.25 |
240.25 |
244.25 |
+4.00 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
378 |
16,123 |
-80 |
| Rough Rice(CBOT) |
| Jan09 |
090105 |
14.91 |
15.13 |
14.85 |
15.08 |
-0.22 |
105 |
736 |
-96 |
| Mar09 |
090105 |
15.10 |
15.10 |
14.62 |
14.94 |
-0.18 |
329 |
4,336 |
-69 |
| May09 |
090105 |
15.20 |
15.22 |
14.86 |
15.16 |
-0.19 |
101 |
566 |
+23 |
| Jul09 |
090105 |
15.60 |
15.60 |
15.20 |
15.41 |
-0.18 |
7 |
187 |
+3 |
| Total Volume and Open Interest |
543 |
6,233 |
-139 |
| Live Cattle(CME) |
| Feb09 |
090105 |
87.035 |
87.950 |
86.700 |
87.550 |
+0.450 |
16,544 |
99,661 |
-42 |
| Apr09 |
090105 |
90.700 |
91.200 |
90.150 |
90.400 |
-0.350 |
8,479 |
63,328 |
+526 |
| Jun09 |
090105 |
88.000 |
88.350 |
87.285 |
87.930 |
-0.070 |
5,175 |
27,908 |
+1,043 |
| Aug09 |
090105 |
87.180 |
88.330 |
87.180 |
87.830 |
-0.020 |
1,049 |
16,431 |
+483 |
| Oct09 |
090105 |
91.135 |
91.600 |
90.750 |
91.400 |
+0.600 |
519 |
5,020 |
+251 |
| Dec09 |
090105 |
92.050 |
92.800 |
91.100 |
92.650 |
+0.650 |
92 |
2,555 |
+12 |
| Total Volume and Open Interest |
31,877 |
215,549 |
+2,289 |
| Feeder Cattle(CME) |
| Jan09 |
090105 |
96.000 |
97.750 |
95.230 |
97.000 |
+1.400 |
590 |
3,645 |
-83 |
| Mar09 |
090105 |
95.800 |
97.250 |
95.200 |
96.730 |
+1.195 |
1,673 |
11,723 |
+140 |
| Apr09 |
090105 |
96.480 |
98.200 |
96.200 |
97.450 |
+1.300 |
172 |
2,363 |
+5 |
| May09 |
090105 |
97.730 |
99.200 |
97.450 |
99.000 |
+1.150 |
281 |
1,721 |
+68 |
| Aug09 |
090105 |
99.500 |
100.800 |
99.050 |
100.550 |
+1.300 |
274 |
983 |
+75 |
| Sep09 |
090105 |
99.750 |
100.900 |
99.500 |
100.900 |
+1.150 |
4 |
114 |
+4 |
| Oct09 |
090105 |
100.550 |
100.550 |
100.550 |
100.550 |
+1.050 |
27 |
45 |
+17 |
| Total Volume and Open Interest |
3,021 |
20,622 |
+226 |
| Lean Hogs(CME) |
| Feb09 |
090105 |
63.950 |
63.950 |
62.350 |
62.680 |
-1.170 |
15,191 |
68,597 |
-2,605 |
| Apr09 |
090105 |
71.450 |
71.450 |
70.200 |
70.300 |
-0.985 |
9,277 |
43,864 |
+913 |
| May09 |
090105 |
80.500 |
81.000 |
80.400 |
81.000 |
-0.450 |
146 |
1,530 |
+102 |
| Jun09 |
090105 |
82.230 |
82.250 |
81.430 |
81.830 |
-0.420 |
6,004 |
28,936 |
+1,536 |
| Jul09 |
090105 |
81.250 |
81.350 |
80.700 |
81.285 |
-0.065 |
556 |
5,222 |
+124 |
| Aug09 |
090105 |
78.650 |
78.650 |
78.000 |
78.600 |
+0.250 |
712 |
3,930 |
+170 |
| Oct09 |
090105 |
70.900 |
70.900 |
70.150 |
70.700 |
+0.050 |
227 |
2,946 |
+90 |
| Dec09 |
090105 |
68.400 |
68.600 |
68.135 |
68.550 |
-0.150 |
177 |
961 |
+136 |
| Total Volume and Open Interest |
32,353 |
156,147 |
+526 |
| Pork Bellies(CME) |
| Feb09 |
090105 |
89.450 |
89.450 |
86.450 |
86.450 |
-3.000 |
142 |
649 |
-32 |
| Mar09 |
090105 |
88.600 |
88.800 |
86.035 |
86.035 |
-2.565 |
15 |
146 |
+11 |
| May09 |
090105 |
86.000 |
89.300 |
86.000 |
86.000 |
-3.000 |
0 |
224 |
+0 |
| Jul09 |
090105 |
86.050 |
87.050 |
86.050 |
86.050 |
-3.000 |
1 |
143 |
+0 |
| Aug09 |
090105 |
87.250 |
87.250 |
87.250 |
87.250 |
+1.050 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
158 |
1,164 |
-21 |
| Class III Milk(CME) |
| Jan09 |
090105 |
10.95 |
10.97 |
10.75 |
10.97 |
+0.17 |
0 |
4,349 |
+9 |
| Feb09 |
090105 |
10.41 |
10.41 |
10.08 |
10.19 |
-0.09 |
0 |
4,111 |
+5 |
| Mar09 |
090105 |
10.77 |
10.82 |
10.55 |
10.74 |
-0.03 |
0 |
3,573 |
+0 |
| Apr09 |
090105 |
11.12 |
11.19 |
11.00 |
11.14 |
-0.03 |
0 |
3,001 |
+2 |
| May09 |
090105 |
11.62 |
11.78 |
11.60 |
11.66 |
-0.08 |
0 |
2,766 |
+0 |
| Total Volume and Open Interest |
1 |
33,646 |
-5,121 |
| Cocoa(ICE) |
| Mar09 |
090105 |
2523 |
2575 |
2510 |
2555 |
+15 |
5,617 |
58,936 |
-337 |
| May09 |
090105 |
2505 |
2563 |
2505 |
2546 |
+14 |
501 |
23,810 |
+189 |
| Jul09 |
090105 |
2510 |
2550 |
2507 |
2531 |
+10 |
101 |
12,379 |
+17 |
| Sep09 |
090105 |
2501 |
2523 |
2498 |
2507 |
+2 |
15 |
6,990 |
+4 |
| Dec09 |
090105 |
2425 |
2480 |
2425 |
2470 |
-7 |
54 |
9,689 |
+45 |
| Mar10 |
090105 |
2435 |
2447 |
2435 |
2442 |
-11 |
2 |
2,680 |
-4 |
| May10 |
090105 |
2428 |
2441 |
2428 |
2430 |
-12 |
1 |
1,572 |
+0 |
| Total Volume and Open Interest |
6,291 |
116,309 |
-86 |
| Coffee "C"(ICE) |
| Mar09 |
090105 |
110.90 |
111.60 |
106.05 |
107.70 |
-3.20 |
3,880 |
72,497 |
+176 |
| May09 |
090105 |
113.45 |
113.75 |
108.35 |
109.95 |
-3.20 |
270 |
27,754 |
+82 |
| Jul09 |
090105 |
114.95 |
114.95 |
111.05 |
112.25 |
-3.15 |
94 |
7,954 |
+74 |
| Sep09 |
090105 |
117.00 |
117.00 |
112.75 |
114.35 |
-3.15 |
19 |
3,910 |
+7 |
| Dec09 |
090105 |
119.95 |
119.95 |
116.00 |
117.35 |
-3.10 |
6 |
7,313 |
-5 |
| Mar10 |
090105 |
120.15 |
120.15 |
120.15 |
120.15 |
-3.15 |
0 |
3,758 |
+0 |
| Total Volume and Open Interest |
4,294 |
124,184 |
+334 |
| Orange Juice(ICE) |
| Jan09 |
090105 |
73.90 |
76.20 |
73.90 |
76.20 |
+3.60 |
127 |
126 |
-174 |
| Mar09 |
090105 |
71.35 |
75.50 |
71.00 |
74.70 |
+2.60 |
1,188 |
22,311 |
-162 |
| May09 |
090105 |
77.25 |
78.40 |
75.75 |
78.10 |
+2.25 |
85 |
2,529 |
+18 |
| Jul09 |
090105 |
79.60 |
81.45 |
79.60 |
81.45 |
+1.85 |
31 |
1,392 |
+3 |
| Sep09 |
090105 |
85.25 |
85.25 |
85.25 |
85.25 |
+1.65 |
0 |
282 |
+0 |
| Nov09 |
090105 |
89.10 |
89.10 |
89.10 |
89.10 |
+1.65 |
0 |
121 |
+0 |
| Total Volume and Open Interest |
1,431 |
27,067 |
-315 |
| Sugar #11(ICE) |
| Mar09 |
090105 |
11.93 |
12.12 |
11.67 |
11.82 |
-0.03 |
18,948 |
244,581 |
+1,070 |
| May09 |
090105 |
12.43 |
12.62 |
12.21 |
12.37 |
+0.02 |
7,349 |
100,411 |
-1,888 |
| Jul09 |
090105 |
12.73 |
13.02 |
12.61 |
12.80 |
+0.07 |
2,755 |
119,504 |
+622 |
| Oct09 |
090105 |
13.39 |
13.56 |
13.22 |
13.38 |
+0.07 |
987 |
69,777 |
+92 |
| Mar10 |
090105 |
14.14 |
14.32 |
14.01 |
14.16 |
+0.07 |
769 |
51,679 |
+312 |
| Total Volume and Open Interest |
31,238 |
648,371 |
-68 |
| London Cocoa(LCE) |
| Mar09 |
090105 |
1790 |
1814 |
1775 |
1802 |
+10 |
1,899 |
75,033 |
-96 |
| May09 |
090105 |
1768 |
1794 |
1762 |
1786 |
+7 |
612 |
35,114 |
+254 |
| Jul09 |
090105 |
1769 |
1784 |
1765 |
1779 |
-1 |
32 |
31,043 |
-10 |
| Sep09 |
090105 |
1750 |
1760 |
1750 |
1753 |
-4 |
70 |
11,686 |
-3 |
| Dec09 |
090105 |
1711 |
1715 |
1695 |
1705 |
-11 |
144 |
12,919 |
+16 |
| Mar10 |
090105 |
1687 |
1687 |
1687 |
1687 |
unch |
0 |
964 |
+0 |
| May10 |
090105 |
1692 |
1692 |
1692 |
1692 |
unch |
0 |
12 |
+0 |
| Total Volume and Open Interest |
2,757 |
166,771 |
+161 |
| London Sugar(LCE) |
| Mar09 |
090105 |
331.00 |
331.10 |
324.70 |
327.80 |
-1.40 |
2,621 |
25,044 |
+315 |
| May09 |
090105 |
340.60 |
340.60 |
333.70 |
337.80 |
-2.10 |
474 |
11,820 |
-38 |
| Aug09 |
090105 |
348.40 |
348.60 |
342.50 |
346.60 |
-0.80 |
113 |
7,849 |
+95 |
| Oct09 |
090105 |
354.00 |
355.60 |
354.00 |
355.60 |
-1.70 |
0 |
3,301 |
+0 |
| Dec09 |
090105 |
364.00 |
364.10 |
364.00 |
364.10 |
-1.70 |
0 |
884 |
+0 |
| Total Volume and Open Interest |
3,208 |
49,531 |
+372 |
| Cotton(ICE) |
| Mar09 |
090105 |
48.08 |
48.90 |
46.90 |
48.31 |
-0.60 |
5,206 |
70,913 |
+31 |
| May09 |
090105 |
48.80 |
49.16 |
47.25 |
48.72 |
-0.56 |
1,416 |
19,236 |
+189 |
| Jul09 |
090105 |
50.55 |
50.58 |
48.81 |
50.06 |
-0.61 |
631 |
18,099 |
-106 |
| Oct09 |
090105 |
52.76 |
52.76 |
52.76 |
52.76 |
-0.58 |
0 |
242 |
+0 |
| Dec09 |
090105 |
53.96 |
54.93 |
53.20 |
54.42 |
-0.51 |
116 |
15,808 |
+27 |
| Mar10 |
090105 |
57.62 |
57.62 |
57.62 |
57.62 |
-0.49 |
0 |
168 |
+0 |
| Total Volume and Open Interest |
7,369 |
126,218 |
+141 |
| Lumber(CME) |
| Jan09 |
090105 |
170.0 |
170.0 |
163.5 |
164.3 |
-4.7 |
95 |
1,412 |
-61 |
| Mar09 |
090105 |
186.3 |
186.3 |
179.3 |
181.1 |
-5.9 |
289 |
4,641 |
+97 |
| May09 |
090105 |
198.5 |
199.6 |
194.5 |
196.9 |
-3.4 |
56 |
1,254 |
+26 |
| Jul09 |
090105 |
209.9 |
212.2 |
209.1 |
209.7 |
-2.4 |
4 |
363 |
+1 |
| Total Volume and Open Interest |
444 |
7,802 |
+63 |
| Crude Oil(NYM) |
| Feb09 |
090105 |
47.04 |
49.28 |
45.56 |
48.81 |
+2.47 |
184,679 |
286,346 |
-91 |
| Mar09 |
090105 |
50.63 |
53.10 |
49.32 |
52.69 |
+2.48 |
54,439 |
148,974 |
+3,224 |
| Apr09 |
090105 |
53.67 |
55.10 |
51.33 |
54.70 |
+2.47 |
12,241 |
61,463 |
+411 |
| May09 |
090105 |
55.00 |
56.17 |
52.66 |
56.07 |
+2.43 |
8,055 |
40,815 |
+414 |
| Jun09 |
090105 |
56.19 |
57.51 |
53.74 |
57.15 |
+2.42 |
13,451 |
103,062 |
+234 |
| Jul09 |
090105 |
57.50 |
58.54 |
54.66 |
58.19 |
+2.39 |
9,075 |
44,305 |
-394 |
| Aug09 |
090105 |
56.89 |
59.11 |
56.88 |
59.11 |
+2.33 |
1,919 |
27,608 |
+447 |
| Sep09 |
090105 |
57.75 |
59.95 |
56.72 |
59.95 |
+2.21 |
1,459 |
20,169 |
+460 |
| Oct09 |
090105 |
58.48 |
60.69 |
58.46 |
60.69 |
+2.09 |
1,438 |
18,906 |
+373 |
| Nov09 |
090105 |
58.98 |
61.45 |
58.98 |
61.43 |
+1.98 |
1,105 |
15,640 |
+342 |
| Dec09 |
090105 |
61.70 |
62.50 |
58.87 |
62.16 |
+1.87 |
8,734 |
97,922 |
-1,290 |
| Jan10 |
090105 |
61.34 |
62.87 |
61.34 |
62.87 |
+1.82 |
511 |
18,369 |
+157 |
| Feb10 |
090105 |
62.20 |
63.54 |
62.20 |
63.54 |
+1.78 |
316 |
10,277 |
+128 |
| Mar10 |
090105 |
64.17 |
64.17 |
64.17 |
64.17 |
+1.73 |
750 |
13,754 |
+78 |
| Apr10 |
090105 |
64.77 |
64.77 |
64.77 |
64.77 |
+1.67 |
633 |
3,533 |
+66 |
| May10 |
090105 |
65.34 |
65.34 |
65.34 |
65.34 |
+1.58 |
89 |
3,791 |
+15 |
| Total Volume and Open Interest |
303,667 |
1,193,251 |
+4,205 |
| e-miNY Crude Oil(NYM) |
| Jan09 |
081218 |
40.200 |
40.900 |
36.050 |
36.225 |
-3.825 |
13,316 |
6,211 |
-84 |
| Feb09 |
090105 |
46.800 |
49.300 |
45.525 |
48.800 |
+2.450 |
9,842 |
6,891 |
-269 |
| Mar09 |
090105 |
51.000 |
53.050 |
49.400 |
52.700 |
+2.500 |
680 |
973 |
-4 |
| Apr09 |
090105 |
52.300 |
54.700 |
51.550 |
54.700 |
+2.475 |
42 |
137 |
+8 |
| May09 |
090105 |
55.225 |
56.075 |
54.250 |
56.075 |
+2.425 |
4 |
37 |
-1 |
| Jun09 |
090105 |
54.150 |
57.450 |
54.150 |
57.150 |
+2.425 |
5 |
22 |
-1 |
| Jul09 |
090105 |
56.025 |
58.200 |
56.025 |
58.200 |
+2.400 |
0 |
4 |
+0 |
| Aug09 |
090105 |
59.100 |
59.100 |
59.100 |
59.100 |
+2.325 |
|
|
|
| Sep09 |
090105 |
59.950 |
59.950 |
59.950 |
59.950 |
+2.200 |
0 |
1 |
+0 |
| Oct09 |
090105 |
60.700 |
60.700 |
60.700 |
60.700 |
+2.100 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
10,573 |
8,142 |
-267 |
| Heating Oil(NYM) |
| Feb09 |
090105 |
148.40 |
158.50 |
147.39 |
157.63 |
+9.60 |
27,397 |
53,491 |
-2,603 |
| Mar09 |
090105 |
152.96 |
160.09 |
149.54 |
159.43 |
+9.25 |
7,411 |
32,493 |
-317 |
| Apr09 |
090105 |
152.30 |
161.62 |
151.61 |
160.93 |
+8.90 |
2,878 |
20,431 |
-101 |
| May09 |
090105 |
158.20 |
162.58 |
154.19 |
162.58 |
+8.55 |
1,592 |
17,572 |
-133 |
| Jun09 |
090105 |
158.72 |
165.00 |
155.72 |
164.38 |
+8.20 |
2,416 |
22,929 |
+9 |
| Jul09 |
090105 |
159.65 |
168.07 |
159.25 |
167.33 |
+8.25 |
897 |
10,535 |
+280 |
| Aug09 |
090105 |
163.00 |
170.63 |
162.50 |
170.63 |
+8.35 |
578 |
5,182 |
+101 |
| Sep09 |
090105 |
166.00 |
173.98 |
165.75 |
173.98 |
+8.45 |
326 |
8,130 |
+83 |
| Oct09 |
090105 |
172.87 |
176.58 |
170.82 |
176.58 |
+8.50 |
130 |
4,043 |
+1 |
| Nov09 |
090105 |
175.67 |
179.85 |
173.44 |
179.18 |
+8.55 |
83 |
2,459 |
-1 |
| Dec09 |
090105 |
173.00 |
182.40 |
173.00 |
181.78 |
+8.60 |
256 |
14,814 |
+25 |
| Jan10 |
090105 |
180.36 |
184.08 |
180.36 |
184.08 |
+8.45 |
9 |
3,554 |
+3 |
| Total Volume and Open Interest |
43,994 |
221,739 |
-2,652 |
| Gasoline(NYMEX) |
| Feb09 |
090105 |
111.60 |
119.41 |
110.56 |
118.24 |
+7.19 |
23,000 |
80,013 |
+845 |
| Mar09 |
090105 |
115.60 |
123.60 |
114.99 |
122.59 |
+7.19 |
9,472 |
30,817 |
+953 |
| Apr09 |
090105 |
129.51 |
136.76 |
128.83 |
136.34 |
+6.89 |
3,232 |
19,915 |
-219 |
| May09 |
090105 |
135.50 |
139.51 |
131.71 |
139.09 |
+6.64 |
1,216 |
11,128 |
+99 |
| Jun09 |
090105 |
134.48 |
142.37 |
134.48 |
141.59 |
+6.29 |
922 |
11,351 |
+56 |
| Jul09 |
090105 |
138.70 |
143.29 |
138.53 |
143.29 |
+6.04 |
459 |
8,827 |
+55 |
| Aug09 |
090105 |
138.96 |
144.59 |
137.80 |
144.59 |
+5.84 |
358 |
5,211 |
+21 |
| Sep09 |
090105 |
142.39 |
145.29 |
140.15 |
145.29 |
+5.74 |
216 |
5,517 |
-94 |
| Oct09 |
090105 |
133.00 |
136.29 |
133.00 |
136.29 |
+5.59 |
74 |
2,754 |
-8 |
| Nov09 |
090105 |
137.09 |
137.09 |
137.09 |
137.09 |
+5.54 |
16 |
1,400 |
+0 |
| Total Volume and Open Interest |
38,986 |
191,791 |
+1,718 |
| e-miNY RBOB Gasoline(NYM) |
| Feb09 |
090105 |
118.24 |
118.24 |
118.24 |
118.24 |
+7.19 |
0 |
3 |
+0 |
| Mar09 |
090105 |
122.59 |
122.59 |
122.59 |
122.59 |
+7.19 |
|
|
|
| Apr09 |
090105 |
136.34 |
136.34 |
136.34 |
136.34 |
+6.89 |
|
|
|
| May09 |
090105 |
139.09 |
139.09 |
139.09 |
139.09 |
+6.64 |
|
|
|
| Total Volume and Open Interest |
0 |
3 |
+0 |
| Natural Gas(NYM) |
| Feb09 |
090105 |
5.930 |
6.142 |
5.825 |
6.072 |
+0.101 |
41,110 |
79,027 |
+965 |
| Mar09 |
090105 |
5.990 |
6.162 |
5.856 |
6.087 |
+0.093 |
20,285 |
104,605 |
-2,279 |
| Apr09 |
090105 |
6.000 |
6.185 |
5.910 |
6.130 |
+0.096 |
8,139 |
63,029 |
-102 |
| May09 |
090105 |
6.192 |
6.237 |
5.985 |
6.188 |
+0.094 |
2,273 |
37,803 |
-264 |
| Jun09 |
090105 |
6.190 |
6.331 |
6.093 |
6.283 |
+0.094 |
708 |
28,217 |
-90 |
| Jul09 |
090105 |
6.257 |
6.444 |
6.208 |
6.398 |
+0.091 |
826 |
24,533 |
-173 |
| Aug09 |
090105 |
6.340 |
6.534 |
6.311 |
6.490 |
+0.090 |
610 |
22,738 |
+71 |
| Sep09 |
090105 |
6.404 |
6.590 |
6.361 |
6.543 |
+0.091 |
668 |
17,319 |
+51 |
| Oct09 |
090105 |
6.590 |
6.701 |
6.456 |
6.660 |
+0.091 |
2,595 |
34,240 |
+180 |
| Nov09 |
090105 |
6.876 |
7.089 |
6.873 |
7.055 |
+0.106 |
808 |
16,894 |
-344 |
| Dec09 |
090105 |
7.370 |
7.510 |
7.289 |
7.485 |
+0.116 |
1,101 |
26,954 |
-406 |
| Jan10 |
090105 |
7.645 |
7.770 |
7.580 |
7.750 |
+0.116 |
808 |
20,284 |
+92 |
| Feb10 |
090105 |
7.534 |
7.760 |
7.534 |
7.755 |
+0.116 |
618 |
8,585 |
+63 |
| Mar10 |
090105 |
7.435 |
7.560 |
7.400 |
7.560 |
+0.116 |
1,264 |
19,659 |
+253 |
| Apr10 |
090105 |
6.859 |
7.060 |
6.852 |
7.055 |
+0.111 |
695 |
16,676 |
-20 |
| May10 |
090105 |
6.959 |
7.040 |
6.900 |
7.025 |
+0.106 |
69 |
9,360 |
-15 |
| Total Volume and Open Interest |
83,127 |
677,650 |
-2,110 |
| Brent Crude Oil(ICE) |
| Feb09 |
090105 |
48.20 |
50.05 |
46.31 |
49.62 |
+2.71 |
68,422 |
101,208 |
-8,141 |
| Mar09 |
090105 |
49.85 |
52.83 |
49.03 |
52.40 |
+2.60 |
50,086 |
143,229 |
+5,167 |
| Apr09 |
090105 |
52.62 |
54.94 |
51.18 |
54.52 |
+2.46 |
17,077 |
65,029 |
+1,058 |
| May09 |
090105 |
54.41 |
56.52 |
52.75 |
56.13 |
+2.31 |
7,722 |
20,196 |
+263 |
| Jun09 |
090105 |
55.88 |
57.74 |
53.99 |
57.36 |
+2.12 |
6,775 |
38,028 |
-2,511 |
| Jul09 |
090105 |
55.91 |
58.46 |
55.10 |
58.46 |
+2.00 |
2,243 |
18,781 |
-324 |
| Aug09 |
090105 |
56.92 |
59.47 |
56.11 |
59.47 |
+1.91 |
957 |
10,716 |
-210 |
| Sep09 |
090105 |
57.90 |
60.38 |
57.03 |
60.38 |
+1.84 |
731 |
14,173 |
-78 |
| Oct09 |
090105 |
58.80 |
61.20 |
57.82 |
61.20 |
+1.76 |
549 |
9,003 |
-192 |
| Nov09 |
090105 |
61.90 |
61.90 |
61.90 |
61.90 |
+1.67 |
289 |
11,329 |
-36 |
| Dec09 |
090105 |
61.94 |
62.87 |
59.42 |
62.55 |
+1.54 |
5,532 |
50,858 |
-33 |
| Jan10 |
090105 |
63.25 |
63.25 |
63.25 |
63.25 |
+1.47 |
203 |
9,486 |
-108 |
| Feb10 |
090105 |
63.97 |
63.97 |
63.97 |
63.97 |
+1.44 |
78 |
6,241 |
-7 |
| Mar10 |
090105 |
64.65 |
64.65 |
64.65 |
64.65 |
+1.40 |
47 |
3,155 |
+0 |
| Total Volume and Open Interest |
162,211 |
608,493 |
-5,415 |
| Gas Oil(ICE) |
| Jan09 |
090105 |
469.25 |
496.00 |
461.00 |
478.75 |
+51.00 |
|
|
|
| Feb09 |
090105 |
475.50 |
501.25 |
467.00 |
484.00 |
+49.25 |
15,069 |
78,684 |
+367 |
| Mar09 |
090105 |
485.00 |
509.50 |
475.25 |
492.50 |
+48.25 |
4,756 |
31,510 |
-634 |
| Apr09 |
090105 |
485.25 |
516.50 |
484.75 |
501.50 |
+47.50 |
2,149 |
23,864 |
+281 |
| May09 |
090105 |
494.75 |
526.50 |
494.25 |
511.00 |
+47.00 |
1,221 |
23,471 |
+131 |
| Jun09 |
090105 |
504.75 |
538.50 |
503.75 |
520.50 |
+46.75 |
2,384 |
37,171 |
-913 |
| Jul09 |
090105 |
524.25 |
549.50 |
524.25 |
531.25 |
+45.75 |
1,153 |
13,601 |
-102 |
| Aug09 |
090105 |
544.00 |
552.25 |
540.75 |
541.50 |
+45.50 |
515 |
13,536 |
-66 |
| Sep09 |
090105 |
553.50 |
561.50 |
549.75 |
551.00 |
+44.50 |
288 |
12,952 |
-27 |
| Oct09 |
090105 |
552.00 |
570.00 |
552.00 |
559.50 |
+44.00 |
209 |
9,767 |
-42 |
| Total Volume and Open Interest |
45,484 |
414,409 |
-3,685 |
| Ethanol(CBOT) |
| Jan09 |
090105 |
1.565 |
1.631 |
1.565 |
1.631 |
+0.011 |
2 |
72 |
-16 |
| Feb09 |
090105 |
1.615 |
1.655 |
1.615 |
1.650 |
-0.003 |
9 |
323 |
+5 |
| Mar09 |
090105 |
1.660 |
1.660 |
1.660 |
1.660 |
+0.006 |
2 |
356 |
+0 |
| Apr09 |
090105 |
1.651 |
1.680 |
1.651 |
1.680 |
+0.021 |
1 |
411 |
+1 |
| May09 |
090105 |
1.690 |
1.690 |
1.690 |
1.690 |
+0.008 |
2 |
194 |
+0 |
| Jun09 |
090105 |
1.700 |
1.700 |
1.700 |
1.700 |
unch |
1 |
196 |
+0 |
| Jul09 |
090105 |
1.750 |
1.750 |
1.750 |
1.750 |
+0.025 |
1 |
198 |
+1 |
| Aug09 |
090105 |
1.740 |
1.750 |
1.740 |
1.750 |
+0.025 |
0 |
211 |
+0 |
| Total Volume and Open Interest |
18 |
2,926 |
-9 |
| US Dollar Index(ICE) |
| Mar09 |
090105 |
82.465 |
84.100 |
82.200 |
83.575 |
+0.770 |
2,873 |
13,398 |
+321 |
| Jun09 |
090105 |
83.550 |
84.650 |
83.550 |
84.200 |
+0.795 |
9 |
2,416 |
-1 |
| Sep09 |
090105 |
84.900 |
84.900 |
84.900 |
84.900 |
+0.795 |
|
|
|
| Total Volume and Open Interest |
2,882 |
15,814 |
+320 |
| Australian Dollar(CME) |
| Mar09 |
090105 |
70.88 |
71.60 |
70.16 |
71.07 |
+0.44 |
12,340 |
34,289 |
+562 |
| Jun09 |
090105 |
70.75 |
71.15 |
70.00 |
70.75 |
+0.42 |
2 |
91 |
+1 |
| Sep09 |
090105 |
70.45 |
70.45 |
70.03 |
70.45 |
+0.42 |
0 |
151 |
+0 |
| Total Volume and Open Interest |
12,342 |
34,556 |
+563 |
| British Pound(CME) |
| Mar09 |
090105 |
145.22 |
147.30 |
144.07 |
147.07 |
+2.55 |
20,679 |
77,079 |
+2,107 |
| Jun09 |
090105 |
147.10 |
147.14 |
144.35 |
147.06 |
+2.57 |
11 |
1,219 |
+8 |
| Sep09 |
090105 |
147.08 |
147.08 |
144.51 |
147.08 |
+2.57 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
20,690 |
78,324 |
+2,115 |
| Canadian Dollar(CME) |
| Mar09 |
090105 |
82.91 |
84.25 |
81.76 |
84.07 |
+1.70 |
15,767 |
46,039 |
+2,678 |
| Jun09 |
090105 |
82.50 |
84.30 |
81.97 |
84.18 |
+1.68 |
19 |
2,262 |
-1 |
| Sep09 |
090105 |
83.16 |
84.45 |
82.32 |
84.35 |
+1.69 |
21 |
1,118 |
+0 |
| Dec09 |
090105 |
84.00 |
84.50 |
82.60 |
84.44 |
+1.65 |
21 |
571 |
+8 |
| Total Volume and Open Interest |
15,828 |
50,100 |
+2,685 |
| Japanese Yen(CME) |
| Mar09 |
090105 |
108.76 |
109.05 |
106.96 |
107.44 |
-1.14 |
35,650 |
100,507 |
-213 |
| Jun09 |
090105 |
108.80 |
109.15 |
107.27 |
107.64 |
-1.17 |
2 |
3,709 |
+0 |
| Sep09 |
090105 |
107.45 |
109.17 |
107.43 |
107.86 |
-1.20 |
0 |
14 |
+0 |
| Total Volume and Open Interest |
35,652 |
104,255 |
-213 |
| Swiss Franc(CME) |
| Mar09 |
090105 |
92.53 |
93.50 |
89.90 |
90.30 |
-2.47 |
13,668 |
24,887 |
+92 |
| Jun09 |
090105 |
90.89 |
93.48 |
90.29 |
90.51 |
-2.51 |
0 |
331 |
+0 |
| Sep09 |
090105 |
90.72 |
93.75 |
90.72 |
90.72 |
-2.53 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
13,668 |
25,227 |
+92 |
| EuroFX(CME) |
| Mar09 |
090105 |
138.74 |
139.32 |
135.13 |
135.73 |
-2.50 |
58,352 |
116,725 |
+758 |
| Jun09 |
090105 |
138.90 |
138.91 |
134.92 |
135.48 |
-2.50 |
134 |
884 |
+93 |
| Sep09 |
090105 |
135.60 |
138.65 |
135.24 |
135.36 |
-2.50 |
0 |
1,039 |
+0 |
| Total Volume and Open Interest |
58,486 |
118,691 |
+851 |
| Mexican Peso(CME) |
| Jan09 |
090105 |
739.0 |
739.0 |
724.0 |
739.0 |
+15.0 |
1 |
0 |
-1 |
| Feb09 |
090105 |
734.0 |
734.0 |
719.0 |
734.0 |
+15.0 |
|
|
|
| Total Volume and Open Interest |
3,554 |
15,560 |
+517 |
| 30-Year T-Bonds(CBOT) |
| Mar09 |
090105 |
135~065 |
135~280 |
132~115 |
133~005 |
-2~145 |
|
|
|
| Jun09 |
090105 |
134~095 |
134~110 |
131~070 |
131~220 |
-2~145 |
206 |
1,018 |
+102 |
| Sep09 |
090105 |
130~130 |
132~275 |
130~130 |
130~130 |
-2~145 |
0 |
35 |
+0 |
| Total Volume and Open Interest |
114,118 |
752,116 |
-2,127 |
| 10-Year T-Notes(CBOT) |
| Mar09 |
090105 |
124~160 |
124~250 |
123~200 |
124~055 |
-0~040 |
206,154 |
1,031,877 |
+1,949 |
| Jun09 |
090105 |
122~170 |
122~200 |
122~075 |
122~075 |
-0~105 |
4 |
4 |
+3 |
| Sep09 |
090105 |
121~075 |
121~180 |
121~075 |
121~075 |
-0~105 |
|
|
|
| Total Volume and Open Interest |
206,158 |
1,031,881 |
+1,952 |
| 5-Year T-Notes(CBOT) |
| Mar09 |
090105 |
118~037 |
118~097 |
118~004 |
118~077 |
+0~057 |
127,641 |
1,032,816 |
+2,966 |
| Jun09 |
090105 |
118~009 |
118~009 |
117~104 |
118~009 |
+0~033 |
|
|
|
| Sep09 |
090105 |
118~009 |
118~009 |
117~104 |
118~009 |
+0~033 |
|
|
|
| Total Volume and Open Interest |
127,641 |
1,032,816 |
+2,966 |
| 2 Year T-Notes(CBOT) |
| Mar09 |
090105 |
108~120 |
109~010 |
108~096 |
109~002 |
+0~031 |
49,824 |
510,045 |
-5,684 |
| Jun09 |
090105 |
109~002 |
109~002 |
108~099 |
109~002 |
+0~031 |
|
|
|
| Sep09 |
090105 |
109~002 |
109~002 |
108~099 |
109~002 |
+0~031 |
|
|
|
| Total Volume and Open Interest |
50,282 |
510,045 |
-5,684 |
| Eurodollars(CME) |
| Mar09 |
090105 |
98.840 |
98.945 |
98.820 |
98.915 |
+0.080 |
77,747 |
1,270,227 |
+4,254 |
| Jun09 |
090105 |
98.750 |
98.890 |
98.715 |
98.860 |
+0.130 |
75,626 |
1,011,403 |
-6,894 |
| Sep09 |
090105 |
98.560 |
98.740 |
98.550 |
98.705 |
+0.145 |
82,584 |
866,050 |
+7,863 |
| Dec09 |
090105 |
98.355 |
98.530 |
98.330 |
98.480 |
+0.125 |
92,305 |
726,104 |
-4,500 |
| Mar10 |
090105 |
98.235 |
98.380 |
98.180 |
98.320 |
+0.090 |
78,795 |
590,234 |
-6,413 |
| Jun10 |
090105 |
98.100 |
98.150 |
97.950 |
98.085 |
+0.055 |
44,368 |
364,257 |
-1,819 |
| Sep10 |
090105 |
97.910 |
97.960 |
97.755 |
97.880 |
+0.030 |
42,824 |
325,493 |
-2,708 |
| Dec10 |
090105 |
97.715 |
97.750 |
97.540 |
97.665 |
+0.010 |
25,700 |
280,677 |
+1,308 |
| Mar11 |
090105 |
97.595 |
97.625 |
97.400 |
97.535 |
+0.010 |
16,992 |
179,563 |
-355 |
| Jun11 |
090105 |
97.445 |
97.465 |
97.255 |
97.380 |
unch |
13,597 |
178,951 |
-470 |
| Sep11 |
090105 |
97.330 |
97.360 |
97.150 |
97.265 |
-0.010 |
12,364 |
120,424 |
+642 |
| Dec11 |
090105 |
97.230 |
97.255 |
97.055 |
97.165 |
-0.015 |
8,598 |
102,330 |
+140 |
| Mar12 |
090105 |
97.095 |
97.210 |
97.030 |
97.130 |
-0.025 |
3,058 |
91,113 |
+441 |
| Jun12 |
090105 |
97.095 |
97.130 |
97.000 |
97.080 |
-0.030 |
3,528 |
63,265 |
-650 |
| Sep12 |
090105 |
97.005 |
97.085 |
96.965 |
97.035 |
-0.040 |
3,346 |
64,160 |
+972 |
| Dec12 |
090105 |
96.925 |
97.015 |
96.885 |
96.955 |
-0.045 |
2,287 |
53,951 |
-132 |
| Mar13 |
090105 |
96.850 |
97.005 |
96.850 |
96.930 |
-0.050 |
899 |
44,377 |
+138 |
| Jun13 |
090105 |
96.800 |
96.930 |
96.800 |
96.865 |
-0.055 |
1,443 |
30,873 |
-301 |
| Total Volume and Open Interest |
596,116 |
6,658,027 |
-9,290 |
| 30 Day Federal Funds(CBOT) |
| Jan09 |
090105 |
99.870 |
99.870 |
99.830 |
99.838 |
+0.007 |
1,870 |
70,030 |
-386 |
| Feb09 |
090105 |
99.820 |
99.850 |
99.790 |
99.795 |
-0.020 |
2,249 |
63,725 |
+829 |
| Mar09 |
090105 |
99.790 |
99.820 |
99.775 |
99.775 |
-0.015 |
2,026 |
40,308 |
+151 |
| Apr09 |
090105 |
99.785 |
99.795 |
99.765 |
99.765 |
-0.005 |
2,206 |
38,789 |
+142 |
| May09 |
090105 |
99.745 |
99.765 |
99.735 |
99.745 |
+0.010 |
2,896 |
44,778 |
+838 |
| Jun09 |
090105 |
99.700 |
99.740 |
99.700 |
99.720 |
+0.020 |
709 |
16,478 |
+66 |
| Total Volume and Open Interest |
16,180 |
355,624 |
-68,960 |
| 30 Day Fed Funds(e-CBOT) |
| Jan09 |
090105 |
99.870 |
99.870 |
99.835 |
99.850 |
+0.040 |
2,348 |
69,813 |
+0 |
| Feb09 |
090105 |
99.820 |
99.850 |
99.790 |
99.805 |
+0.015 |
2,704 |
62,801 |
+0 |
| Mar09 |
090105 |
99.790 |
99.820 |
99.775 |
99.790 |
+0.015 |
2,150 |
40,196 |
+0 |
| Apr09 |
090105 |
99.785 |
99.795 |
99.765 |
99.775 |
+0.015 |
2,706 |
39,547 |
+0 |
| May09 |
090105 |
99.745 |
99.765 |
99.735 |
99.755 |
+0.025 |
2,481 |
43,692 |
+0 |
| Jun09 |
090105 |
99.700 |
99.740 |
99.700 |
99.735 |
+0.035 |
591 |
16,513 |
+0 |
| Total Volume and Open Interest |
18,480 |
424,903 |
+0 |
| 3-Mth Euro-Yen(CME) |
| Mar09 |
090105 |
99.44 |
99.44 |
99.44 |
99.44 |
unch |
|
|
|
| Jun09 |
090105 |
99.51 |
99.51 |
99.51 |
99.51 |
+0.01 |
|
|
|
| Sep09 |
090105 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
|
|
|
| Dec09 |
090105 |
99.52 |
99.52 |
99.52 |
99.52 |
unch |
|
|
|
| Mar10 |
090105 |
99.43 |
99.43 |
99.43 |
99.43 |
unch |
|
|
|
| Jun10 |
090105 |
99.37 |
99.37 |
99.37 |
99.37 |
+0.01 |
|
|
|
| Sep10 |
090105 |
99.34 |
99.34 |
99.34 |
99.34 |
unch |
|
|
|
| Dec10 |
090105 |
99.33 |
99.33 |
99.33 |
99.33 |
+0.01 |
|
|
|
| Mar11 |
090105 |
99.26 |
99.26 |
99.26 |
99.26 |
unch |
|
|
|
| Jun11 |
090105 |
99.26 |
99.26 |
99.26 |
99.26 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Mar09 |
090105 |
99.46 |
99.46 |
99.44 |
99.44 |
-0.01 |
1 |
19,431 |
-448 |
| Jun09 |
090105 |
99.53 |
99.53 |
99.51 |
99.51 |
0.00 |
0 |
7,285 |
+0 |
| Sep09 |
090105 |
99.54 |
99.54 |
99.54 |
99.54 |
0.00 |
0 |
3,024 |
+0 |
| Dec09 |
090105 |
99.54 |
99.54 |
99.54 |
99.54 |
0.00 |
0 |
1,234 |
+0 |
| Mar10 |
090105 |
99.44 |
99.44 |
99.44 |
99.44 |
0.00 |
0 |
1,199 |
+0 |
| Jun10 |
090105 |
99.38 |
99.38 |
99.38 |
99.38 |
-0.01 |
0 |
534 |
+0 |
| Sep10 |
090105 |
99.36 |
99.36 |
99.36 |
99.36 |
0.00 |
0 |
264 |
+0 |
| Dec10 |
090105 |
99.34 |
99.34 |
99.34 |
99.34 |
-0.01 |
0 |
164 |
+0 |
| Total Volume and Open Interest |
1 |
35,112 |
-369 |
| Japanese Gov't Bonds(SGX) |
| Mar09 |
090105 |
139.79 |
140.00 |
139.69 |
139.79 |
+0.04 |
2,273 |
10,730 |
+1,629 |
| Jun09 |
090105 |
139.79 |
139.79 |
139.79 |
139.79 |
+0.04 |
|
|
|
| Sep09 |
090105 |
139.79 |
139.79 |
139.79 |
139.79 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
2,273 |
10,730 |
+1,629 |
| Euro-Bund(EUREX) |
| Mar09 |
090105 |
124.78 |
124.89 |
124.01 |
124.65 |
-0.19 |
163,392 |
857,196 |
+3,408 |
| Jun09 |
090105 |
123.41 |
123.69 |
123.20 |
123.60 |
-0.61 |
4,346 |
310 |
+258 |
| Sep09 |
090105 |
123.60 |
123.60 |
123.60 |
123.60 |
-0.61 |
|
|
|
| Total Volume and Open Interest |
216,698 |
870,638 |
+13,390 |
| Euro-Bobl(EUREX) |
| Mar09 |
090105 |
116.36 |
116.46 |
115.96 |
116.33 |
-0.16 |
128,491 |
773,290 |
+1,104 |
| Jun09 |
090105 |
116.53 |
116.53 |
116.53 |
116.53 |
-0.16 |
|
|
|
| Sep09 |
090105 |
116.53 |
116.53 |
116.53 |
116.53 |
-0.16 |
|
|
|
| Total Volume and Open Interest |
128,491 |
773,290 |
+1,104 |
| 3-Mth Euribor(EUREX) |
| Mar09 |
090105 |
97.760 |
97.760 |
97.720 |
97.755 |
-0.015 |
214 |
13,375 |
-25 |
| Jun09 |
090105 |
98.010 |
98.035 |
97.985 |
98.035 |
+0.010 |
59 |
5,721 |
-22 |
| Sep09 |
090105 |
97.980 |
98.020 |
97.980 |
98.020 |
unch |
50 |
2,718 |
-47 |
| Total Volume and Open Interest |
399 |
30,987 |
-82 |
| Long Gilt(LIFFE) |
| Mar09 |
090105 |
122~19 |
122~26 |
122~03 |
122~07 |
-1~03 |
20,857 |
297,406 |
-7,421 |
| Jun09 |
090105 |
122~30 |
122~30 |
122~30 |
122~30 |
-1~03 |
|
|
|
| Total Volume and Open Interest |
20,857 |
297,406 |
-7,421 |
| 3-Mth Short Sterling(LIFFE) |
| Mar09 |
090105 |
98.28 |
98.29 |
98.23 |
98.26 |
-0.01 |
16,157 |
421,378 |
+536 |
| Jun09 |
090105 |
98.37 |
98.37 |
98.32 |
98.35 |
-0.03 |
15,307 |
294,667 |
-2,387 |
| Sep09 |
090105 |
98.30 |
98.30 |
98.21 |
98.25 |
-0.04 |
15,960 |
238,497 |
-1,034 |
| Dec09 |
090105 |
97.98 |
97.98 |
97.88 |
97.92 |
-0.06 |
14,923 |
213,596 |
-662 |
| Mar10 |
090105 |
97.71 |
97.71 |
97.58 |
97.62 |
-0.06 |
10,513 |
180,449 |
+1,710 |
| Jun10 |
090105 |
97.36 |
97.36 |
97.24 |
97.29 |
-0.05 |
5,516 |
127,789 |
-96 |
| Total Volume and Open Interest |
87,371 |
1,660,060 |
-9 |
| 3-Mth Euribor(LIFFE) |
| Mar09 |
090105 |
97.765 |
97.765 |
97.710 |
97.755 |
-0.015 |
36,601 |
735,433 |
-2,511 |
| Jun09 |
090105 |
98.025 |
98.055 |
97.965 |
98.035 |
+0.010 |
29,433 |
533,248 |
+4,464 |
| Sep09 |
090105 |
98.020 |
98.040 |
97.940 |
98.020 |
unch |
25,075 |
442,780 |
+2,954 |
| Total Volume and Open Interest |
215,367 |
3,033,634 |
+11,100 |
| 3-Mth Aus T-Bills(SFE) |
| Mar09 |
090105 |
96.95 |
96.96 |
96.76 |
96.82 |
-0.14 |
21,634 |
258,259 |
+11,340 |
| Jun09 |
090105 |
97.18 |
97.19 |
96.98 |
96.98 |
-0.21 |
14,700 |
161,810 |
+8,822 |
| Sep09 |
090105 |
97.04 |
97.06 |
96.88 |
96.88 |
-0.18 |
4,632 |
108,806 |
+1,572 |
| Dec09 |
090105 |
96.73 |
96.73 |
96.60 |
96.62 |
-0.15 |
1,139 |
60,238 |
+281 |
| Mar10 |
090105 |
96.30 |
96.30 |
96.22 |
96.23 |
-0.17 |
556 |
43,036 |
+246 |
| Jun10 |
090105 |
95.92 |
95.92 |
95.81 |
95.81 |
-0.21 |
783 |
34,161 |
+701 |
| Sep10 |
090105 |
95.61 |
95.63 |
95.53 |
95.53 |
-0.20 |
112 |
21,940 |
+95 |
| Dec10 |
090105 |
95.45 |
95.45 |
95.34 |
95.34 |
-0.20 |
213 |
10,419 |
+213 |
| Mar11 |
090105 |
95.23 |
95.23 |
95.23 |
95.23 |
-0.20 |
0 |
756 |
+0 |
| Jun11 |
090105 |
95.26 |
95.26 |
95.19 |
95.19 |
-0.20 |
10 |
843 |
+10 |
| Total Volume and Open Interest |
43,789 |
700,425 |
+23,280 |
| 10-Year Aus T-Bonds(SFE) |
| Mar09 |
090105 |
96.03 |
96.03 |
95.72 |
95.74 |
-0.30 |
22,500 |
261,874 |
+13,253 |
| Jun09 |
090105 |
95.74 |
95.74 |
95.74 |
95.74 |
-0.30 |
|
|
|
| Total Volume and Open Interest |
22,500 |
261,874 |
+13,253 |
| 3-Year Aus T-Bonds(SFE) |
| Mar09 |
090105 |
96.71 |
96.71 |
96.41 |
96.44 |
-0.26 |
38,993 |
302,621 |
+18,082 |
| Jun09 |
090105 |
96.44 |
96.44 |
96.44 |
96.44 |
-0.26 |
|
|
|
| Total Volume and Open Interest |
38,993 |
302,621 |
+18,082 |
| Gold(CMX) |
| Feb09 |
090105 |
880.7 |
885.5 |
843.5 |
857.8 |
-21.7 |
46,093 |
193,338 |
+203 |
| Apr09 |
090105 |
880.0 |
886.7 |
845.0 |
858.8 |
-21.7 |
3,514 |
35,647 |
+351 |
| Jun09 |
090105 |
885.8 |
886.0 |
845.7 |
859.7 |
-21.8 |
792 |
29,522 |
-45 |
| Aug09 |
090105 |
879.2 |
879.8 |
852.6 |
860.9 |
-21.8 |
13 |
10,995 |
+10 |
| Oct09 |
090105 |
862.2 |
862.2 |
862.2 |
862.2 |
-21.8 |
36 |
3,202 |
+0 |
| Dec09 |
090105 |
889.0 |
890.7 |
850.0 |
863.7 |
-21.8 |
662 |
11,795 |
+24 |
| Feb10 |
090105 |
861.9 |
866.5 |
855.7 |
865.4 |
-21.9 |
764 |
2,563 |
+394 |
| Apr10 |
090105 |
867.2 |
867.2 |
867.2 |
867.2 |
-21.9 |
0 |
36 |
+0 |
| Jun10 |
090105 |
869.2 |
869.2 |
869.2 |
869.2 |
-21.9 |
0 |
2,380 |
+0 |
| Aug10 |
090105 |
871.2 |
871.2 |
871.2 |
871.2 |
-21.9 |
0 |
100 |
+0 |
| Oct10 |
090105 |
873.4 |
873.4 |
873.4 |
873.4 |
-21.9 |
|
|
|
| Dec10 |
090105 |
875.9 |
875.9 |
875.9 |
875.9 |
-21.9 |
61 |
9,993 |
-12 |
| Total Volume and Open Interest |
52,011 |
307,613 |
+962 |
| Silver(CMX) |
| Mar09 |
090105 |
1158.5 |
1177.0 |
1057.0 |
1127.0 |
-22.0 |
11,815 |
52,418 |
+280 |
| May09 |
090105 |
1160.0 |
1160.0 |
1062.0 |
1128.1 |
-22.2 |
375 |
6,701 |
+217 |
| Jul09 |
090105 |
1115.0 |
1129.0 |
1065.5 |
1129.0 |
-22.2 |
278 |
9,257 |
-170 |
| Sep09 |
090105 |
1129.5 |
1129.5 |
1129.5 |
1129.5 |
-22.2 |
5 |
3,053 |
+4 |
| Dec09 |
090105 |
1175.0 |
1175.0 |
1076.0 |
1130.5 |
-22.3 |
101 |
7,430 |
+27 |
| Mar10 |
090105 |
1131.9 |
1131.9 |
1131.9 |
1131.9 |
-22.1 |
0 |
599 |
+0 |
| May10 |
090105 |
1132.8 |
1132.8 |
1132.8 |
1132.8 |
-22.0 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
12,683 |
86,037 |
+114 |
| Platinum(NYMEX) |
| Jan09 |
090105 |
940.0 |
952.3 |
929.1 |
952.3 |
+10.9 |
65 |
734 |
-8 |
| Apr09 |
090105 |
941.1 |
960.0 |
926.1 |
957.6 |
+10.9 |
858 |
17,416 |
+48 |
| Jul09 |
090105 |
941.3 |
962.9 |
935.3 |
962.9 |
+11.2 |
14 |
115 |
+8 |
| Total Volume and Open Interest |
937 |
18,265 |
+48 |
| Palladium(NYMEX) |
| Mar09 |
090105 |
195.00 |
198.90 |
181.10 |
184.95 |
-7.35 |
371 |
11,720 |
+58 |
| Jun09 |
090105 |
195.00 |
195.00 |
185.95 |
185.95 |
-7.35 |
2 |
343 |
-1 |
| Total Volume and Open Interest |
373 |
12,063 |
+57 |
| Copper(CMX) |
| Mar09 |
090105 |
146.90 |
149.80 |
141.60 |
145.90 |
-0.20 |
8,424 |
50,382 |
+114 |
| May09 |
090105 |
147.95 |
150.00 |
142.70 |
147.00 |
-0.10 |
809 |
8,324 |
+31 |
| Jul09 |
090105 |
145.15 |
148.00 |
145.15 |
147.80 |
unch |
175 |
2,014 |
+33 |
| Sep09 |
090105 |
148.45 |
148.45 |
148.45 |
148.45 |
+0.10 |
40 |
1,630 |
-29 |
| Dec09 |
090105 |
149.45 |
149.45 |
148.75 |
149.20 |
+0.10 |
23 |
2,045 |
-135 |
| Total Volume and Open Interest |
9,990 |
74,576 |
-413 |
| Aluminum(CMX) |
| Jan09 |
090105 |
72.05 |
72.05 |
72.05 |
72.05 |
-1.00 |
|
|
|
| Feb09 |
090105 |
72.80 |
72.80 |
72.80 |
72.80 |
-1.00 |
|
|
|
| Mar09 |
090105 |
73.55 |
73.55 |
73.55 |
73.55 |
-1.00 |
|
|
|
| Apr09 |
090105 |
74.30 |
74.30 |
74.30 |
74.30 |
-1.00 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| DJIA Index(CBOT) |
| Mar09 |
090105 |
8953 |
8980 |
8850 |
8918 |
-40 |
666 |
9,687 |
-24 |
| Jun09 |
090105 |
8874 |
8924 |
8874 |
8874 |
-50 |
1 |
4 |
+1 |
| Sep09 |
090105 |
8804 |
8854 |
8804 |
8804 |
-50 |
|
|
|
| Dec09 |
090105 |
8774 |
8824 |
8774 |
8774 |
-50 |
|
|
|
| Total Volume and Open Interest |
667 |
9,691 |
-23 |
| S & P 500(CME) |
| Mar09 |
090105 |
924.60 |
934.00 |
916.20 |
927.40 |
+2.00 |
24,981 |
474,569 |
+739 |
| Jun09 |
090105 |
928.50 |
930.20 |
914.20 |
924.90 |
+1.70 |
268 |
9,451 |
+199 |
| Sep09 |
090105 |
922.10 |
927.40 |
911.40 |
922.10 |
+1.70 |
0 |
593 |
-3 |
| Dec09 |
090105 |
920.10 |
925.40 |
909.40 |
920.10 |
+1.70 |
20 |
24 |
+20 |
| Total Volume and Open Interest |
25,269 |
484,637 |
+955 |
| S & P 500 E-Mini(Globex) |
| Mar09 |
090105 |
924.75 |
934.25 |
916.50 |
927.50 |
+2.00 |
1,095,813 |
2,397,124 |
+42,299 |
| Jun09 |
090105 |
924.00 |
931.50 |
914.75 |
925.00 |
+1.75 |
1,114 |
7,818 |
+279 |
| Total Volume and Open Interest |
1,096,929 |
2,405,023 |
+42,578 |
| NASDAQ 100(CME) |
| Mar09 |
090105 |
1250.80 |
1276.00 |
1244.00 |
1265.00 |
+12.00 |
3,768 |
20,417 |
+437 |
| Jun09 |
090105 |
1266.00 |
1266.00 |
1264.80 |
1266.00 |
+11.20 |
0 |
9 |
+0 |
| Sep09 |
090105 |
1266.30 |
1266.30 |
1265.00 |
1266.30 |
+11.30 |
|
|
|
| Total Volume and Open Interest |
3,768 |
20,426 |
+437 |
| NASDAQ 100 E-Mini(Globex) |
| Mar09 |
090105 |
1251.80 |
1275.00 |
1244.30 |
1265.00 |
+12.00 |
190,785 |
229,030 |
+1,059 |
| Jun09 |
090105 |
1260.00 |
1274.80 |
1247.50 |
1266.00 |
+11.20 |
25 |
1,628 |
-1 |
| Total Volume and Open Interest |
190,810 |
230,678 |
+1,058 |
| S & P Midcap 400(CME) |
| Mar09 |
090105 |
550.00 |
554.00 |
539.50 |
550.60 |
+4.30 |
194 |
3,737 |
-192 |
| Jun09 |
090105 |
551.30 |
551.30 |
550.60 |
550.60 |
+4.30 |
|
|
|
| Sep09 |
090105 |
556.30 |
556.30 |
555.60 |
555.60 |
+4.30 |
|
|
|
| Total Volume and Open Interest |
194 |
3,737 |
-192 |
| Russell 2000(CME) |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Mar09 |
090105 |
9170 |
9250 |
9015 |
9075 |
+315 |
28,835 |
144,523 |
+4,030 |
| Jun09 |
090105 |
8995 |
8995 |
8995 |
8995 |
+315 |
0 |
160 |
+0 |
| Total Volume and Open Interest |
28,835 |
150,963 |
+9,702 |
| Nikkei 225(SGX) |
| Mar09 |
090105 |
9170 |
9250 |
9015 |
9075 |
+315 |
28,835 |
144,523 |
+4,030 |
| Jun09 |
090105 |
8995 |
8995 |
8995 |
8995 |
+315 |
0 |
160 |
+0 |
| Sep09 |
090105 |
9000 |
9000 |
9000 |
9000 |
+315 |
0 |
68 |
+0 |
| Total Volume and Open Interest |
28,835 |
150,963 |
+9,702 |
| CAC 40(EURONEXT) |
| Jan09 |
090105 |
3375.5 |
3385.0 |
3323.0 |
3359.0 |
+12.0 |
47,512 |
322,887 |
+8,805 |
| Feb09 |
090105 |
3364.0 |
3368.5 |
3361.5 |
3364.0 |
+12.0 |
75 |
138 |
+56 |
| Mar09 |
090105 |
3386.5 |
3388.5 |
3333.0 |
3367.0 |
+13.5 |
1,605 |
27,332 |
-348 |
| Total Volume and Open Interest |
49,192 |
352,034 |
+8,513 |
| Hang Seng Index(HKFE) |
| Jan09 |
090105 |
15322 |
15677 |
15090 |
15644 |
+605 |
4,490 |
71,290 |
+62,589 |
| Feb09 |
090105 |
15298 |
15666 |
15121 |
15625 |
+605 |
62 |
362 |
+270 |
| Mar09 |
090105 |
15488 |
15600 |
15075 |
15561 |
+602 |
2 |
1,450 |
+636 |
| Total Volume and Open Interest |
45,672 |
73,304 |
+1,272 |
| DAX(EUREX) |
| Mar09 |
090105 |
5032.0 |
5057.0 |
4966.5 |
4993.0 |
+15.5 |
67,482 |
123,815 |
+3,451 |
| Jun09 |
090105 |
5048.5 |
5077.0 |
4993.0 |
5018.0 |
+16.0 |
482 |
10,811 |
+57 |
| Sep09 |
090105 |
5097.5 |
5097.5 |
5025.0 |
5038.0 |
+15.0 |
170 |
200 |
+84 |
| Total Volume and Open Interest |
68,134 |
134,826 |
+3,592 |
| FT-SE 100(EURONEXT) |
| Mar09 |
090105 |
4590.00 |
4590.00 |
4486.00 |
4540.50 |
+25.50 |
51,906 |
647,070 |
-10,343 |
| Jun09 |
090105 |
4502.00 |
4502.50 |
4463.00 |
4502.50 |
+26.00 |
51 |
214 |
+26 |
| Sep09 |
090105 |
4477.50 |
4477.50 |
4477.50 |
4477.50 |
+25.50 |
|
|
|
| Total Volume and Open Interest |
51,957 |
647,284 |
-10,317 |
| SPI 200(SFE) |
| Mar09 |
090105 |
3678.0 |
3803.0 |
3648.0 |
3681.0 |
+3.0 |
23,044 |
315,185 |
+8,147 |
| Jun09 |
090105 |
3677.0 |
3677.0 |
3677.0 |
3677.0 |
+3.0 |
3 |
2,678 |
+2 |
| Sep09 |
090105 |
3623.0 |
3623.0 |
3623.0 |
3623.0 |
+3.0 |
1 |
981 |
+0 |
| Total Volume and Open Interest |
23,101 |
319,141 |
+8,160 |
| GSCI(CME) |
| Jan09 |
090105 |
356.25 |
374.10 |
356.00 |
371.90 |
+12.90 |
1,017 |
13,892 |
-107 |
| Feb09 |
090105 |
371.00 |
386.00 |
371.00 |
386.00 |
+13.00 |
0 |
4 |
+0 |
| Mar09 |
090105 |
395.00 |
397.00 |
382.90 |
395.00 |
+12.00 |
|
|
|
| Total Volume and Open Interest |
1,017 |
13,896 |
-107 |
| Reuters CCI(ICE) |
| Feb09 |
090105 |
375.00 |
375.00 |
375.00 |
375.00 |
+5.25 |
|
|
|
| Apr09 |
090105 |
383.00 |
383.00 |
383.00 |
383.00 |
+6.25 |
|
|
|
| Jun09 |
090105 |
251.10 |
251.10 |
251.10 |
251.10 |
+2.20 |
|
|
|
| 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. |
|
|