|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri January 09, 2009 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan09 |
090109 |
994.00 |
1040.25 |
993.50 |
1037.50 |
+48.50 |
5,703 |
4,171 |
+0 |
Mar09 |
090109 |
994.00 |
1040.00 |
993.00 |
1036.00 |
+46.50 |
80,685 |
161,198 |
+0 |
May09 |
090109 |
1002.00 |
1049.00 |
1002.00 |
1045.50 |
+45.50 |
7,786 |
32,284 |
+0 |
Jul09 |
090109 |
1015.50 |
1059.00 |
1015.50 |
1056.25 |
+45.25 |
11,072 |
34,021 |
+0 |
Aug09 |
090109 |
1052.75 |
1056.00 |
1047.00 |
1056.00 |
+42.50 |
16 |
1,345 |
+0 |
Sep09 |
090109 |
1026.50 |
1042.00 |
1026.50 |
1042.00 |
+36.00 |
62 |
1,007 |
+0 |
Nov09 |
090109 |
1003.50 |
1034.50 |
1003.50 |
1029.50 |
+28.50 |
7,057 |
39,139 |
+0 |
Total Volume and Open Interest |
112,466 |
279,474 |
-2,467 |
Soybean Meal(CBOT) |
Jan09 |
090109 |
308.70 |
316.50 |
307.90 |
315.80 |
+16.80 |
1,823 |
2,016 |
+0 |
Mar09 |
090109 |
298.60 |
315.00 |
298.60 |
314.50 |
+16.20 |
27,801 |
56,637 |
+0 |
May09 |
090109 |
304.60 |
316.30 |
304.60 |
315.90 |
+15.80 |
4,101 |
19,863 |
+0 |
Jul09 |
090109 |
306.70 |
319.00 |
306.70 |
318.50 |
+15.50 |
2,649 |
16,342 |
+0 |
Aug09 |
090109 |
314.10 |
318.30 |
314.10 |
318.30 |
+14.60 |
952 |
5,050 |
+0 |
Sep09 |
090109 |
306.50 |
314.80 |
306.50 |
314.80 |
+11.80 |
157 |
3,654 |
+0 |
Oct09 |
090109 |
305.20 |
305.20 |
295.50 |
305.20 |
+9.70 |
128 |
2,212 |
+0 |
Dec09 |
090109 |
301.20 |
305.00 |
297.50 |
305.00 |
+9.00 |
1,490 |
11,156 |
+0 |
Total Volume and Open Interest |
39,161 |
117,566 |
+787 |
Soybean Oil(CBOT) |
Jan09 |
090109 |
35.96 |
36.58 |
35.79 |
36.50 |
+0.98 |
8,325 |
4,317 |
+0 |
Mar09 |
090109 |
35.78 |
37.16 |
35.78 |
36.72 |
+0.94 |
56,836 |
105,112 |
+0 |
May09 |
090109 |
36.30 |
37.44 |
36.24 |
37.09 |
+0.93 |
16,902 |
25,303 |
+0 |
Jul09 |
090109 |
36.52 |
37.84 |
36.52 |
37.46 |
+0.94 |
9,919 |
24,920 |
+0 |
Aug09 |
090109 |
37.95 |
37.95 |
36.85 |
37.65 |
+0.94 |
780 |
5,525 |
+0 |
Sep09 |
090109 |
37.33 |
38.23 |
37.00 |
37.83 |
+0.94 |
386 |
3,664 |
+0 |
Oct09 |
090109 |
37.82 |
38.00 |
37.05 |
38.00 |
+0.95 |
89 |
3,929 |
+0 |
Dec09 |
090109 |
37.52 |
38.58 |
37.50 |
38.25 |
+0.93 |
2,007 |
19,172 |
+0 |
Total Volume and Open Interest |
95,250 |
197,699 |
-920 |
Canola(WCE) |
Jan09 |
090109 |
436.8 |
436.9 |
436.8 |
436.9 |
+10.8 |
25 |
66 |
+0 |
Mar09 |
090109 |
429.8 |
441.0 |
429.8 |
437.9 |
+10.8 |
10,357 |
68,351 |
+0 |
May09 |
090109 |
439.3 |
448.9 |
438.9 |
446.0 |
+10.1 |
768 |
5,380 |
+0 |
Jul09 |
090109 |
446.9 |
456.8 |
446.9 |
454.1 |
+10.0 |
757 |
5,753 |
+0 |
Nov09 |
090109 |
451.9 |
463.7 |
451.9 |
460.3 |
+10.2 |
509 |
7,425 |
+0 |
Total Volume and Open Interest |
12,419 |
87,046 |
+448 |
Corn(CBOT) |
Mar09 |
090109 |
408.00 |
418.25 |
407.50 |
410.75 |
+4.00 |
108,227 |
355,344 |
+0 |
May09 |
090109 |
417.50 |
428.75 |
417.50 |
421.25 |
+4.00 |
16,457 |
109,556 |
+0 |
Jul09 |
090109 |
428.00 |
438.50 |
428.00 |
431.50 |
+4.00 |
8,061 |
121,605 |
+0 |
Sep09 |
090109 |
439.25 |
447.25 |
439.25 |
441.25 |
+3.75 |
2,343 |
30,190 |
+0 |
Dec09 |
090109 |
451.00 |
460.75 |
450.75 |
454.25 |
+4.00 |
9,390 |
148,276 |
+0 |
Mar10 |
090109 |
465.25 |
473.00 |
463.00 |
466.00 |
+4.00 |
397 |
10,971 |
+0 |
Total Volume and Open Interest |
145,142 |
811,855 |
-199 |
Wheat(CBOT) |
Mar09 |
090109 |
613.75 |
632.00 |
612.50 |
629.50 |
+17.00 |
38,683 |
131,109 |
+0 |
May09 |
090109 |
625.50 |
644.75 |
625.50 |
642.25 |
+16.75 |
5,353 |
28,411 |
+0 |
Jul09 |
090109 |
637.00 |
655.75 |
636.50 |
653.25 |
+17.00 |
9,386 |
52,368 |
+0 |
Sep09 |
090109 |
660.00 |
675.00 |
660.00 |
672.75 |
+16.50 |
743 |
16,578 |
+0 |
Dec09 |
090109 |
677.75 |
693.25 |
675.75 |
692.25 |
+16.50 |
4,977 |
25,420 |
+0 |
Total Volume and Open Interest |
59,620 |
261,009 |
+0 |
Wheat(KCBT) |
Mar09 |
090109 |
633.75 |
655.00 |
633.75 |
651.00 |
+17.75 |
9,085 |
39,909 |
+0 |
May09 |
090109 |
644.75 |
664.25 |
644.75 |
662.50 |
+17.75 |
1,089 |
11,374 |
+0 |
Jul09 |
090109 |
663.00 |
675.50 |
657.25 |
672.75 |
+18.50 |
1,110 |
19,612 |
+0 |
Sep09 |
090109 |
672.50 |
684.75 |
668.75 |
683.75 |
+18.50 |
54 |
3,683 |
+0 |
Dec09 |
090109 |
692.00 |
702.50 |
685.00 |
701.25 |
+18.50 |
216 |
8,376 |
+0 |
Total Volume and Open Interest |
11,563 |
84,536 |
+409 |
Wheat(MGE) |
Mar09 |
090109 |
669.75 |
683.25 |
663.75 |
680.25 |
+15.75 |
1,713 |
10,137 |
+51 |
May09 |
090109 |
715.50 |
715.50 |
668.75 |
685.00 |
+16.25 |
681 |
8,271 |
+11 |
Jul09 |
090109 |
679.00 |
693.25 |
676.25 |
691.25 |
+14.25 |
664 |
3,693 |
+81 |
Sep09 |
090109 |
684.50 |
702.75 |
684.50 |
701.00 |
+16.50 |
520 |
3,636 |
+35 |
Dec09 |
090109 |
703.75 |
715.25 |
698.50 |
714.75 |
+16.75 |
208 |
2,437 |
-11 |
Total Volume and Open Interest |
3,809 |
28,350 |
+172 |
Oats(CBOT) |
Mar09 |
090109 |
224.25 |
234.00 |
224.25 |
230.00 |
+7.00 |
669 |
6,341 |
+0 |
May09 |
090109 |
238.75 |
240.25 |
232.50 |
239.50 |
+7.00 |
322 |
3,076 |
+0 |
Jul09 |
090109 |
248.00 |
250.00 |
242.00 |
249.00 |
+7.00 |
32 |
2,773 |
+0 |
Sep09 |
090109 |
258.50 |
258.50 |
251.50 |
258.50 |
+7.00 |
0 |
3 |
+0 |
Total Volume and Open Interest |
1,035 |
15,976 |
-152 |
Rough Rice(CBOT) |
Jan09 |
090109 |
14.98 |
15.08 |
14.96 |
15.08 |
+0.28 |
145 |
392 |
+0 |
Mar09 |
090109 |
14.60 |
14.90 |
14.57 |
14.85 |
+0.26 |
203 |
4,499 |
+0 |
May09 |
090109 |
14.75 |
15.02 |
14.70 |
15.02 |
+0.25 |
16 |
564 |
+0 |
Jul09 |
090109 |
15.23 |
15.23 |
14.98 |
15.23 |
+0.24 |
19 |
184 |
+0 |
Total Volume and Open Interest |
403 |
6,057 |
-53 |
Live Cattle(CME) |
Feb09 |
090109 |
83.600 |
83.900 |
82.850 |
83.100 |
-0.050 |
17,428 |
91,219 |
+0 |
Apr09 |
090109 |
87.300 |
87.550 |
86.550 |
86.830 |
-0.120 |
9,895 |
66,126 |
+0 |
Jun09 |
090109 |
85.800 |
86.150 |
84.850 |
85.700 |
+0.315 |
5,684 |
33,528 |
+0 |
Aug09 |
090109 |
86.250 |
86.900 |
85.730 |
86.700 |
+0.600 |
1,324 |
17,637 |
+0 |
Oct09 |
090109 |
89.750 |
90.550 |
89.400 |
90.080 |
+0.945 |
739 |
5,627 |
+0 |
Dec09 |
090109 |
91.800 |
92.500 |
91.400 |
92.230 |
+1.030 |
39 |
2,704 |
+0 |
Total Volume and Open Interest |
35,231 |
217,569 |
+734 |
Feeder Cattle(CME) |
Jan09 |
090109 |
93.450 |
94.480 |
93.450 |
94.100 |
+0.600 |
1,144 |
2,768 |
+0 |
Mar09 |
090109 |
92.500 |
93.400 |
92.250 |
92.680 |
+0.430 |
3,427 |
11,745 |
+0 |
Apr09 |
090109 |
93.680 |
94.550 |
93.650 |
94.000 |
+0.500 |
272 |
2,478 |
+0 |
May09 |
090109 |
95.230 |
96.100 |
95.100 |
95.600 |
+0.670 |
557 |
1,871 |
+0 |
Aug09 |
090109 |
97.430 |
98.050 |
97.430 |
97.680 |
+0.680 |
65 |
1,039 |
+0 |
Sep09 |
090109 |
97.885 |
98.200 |
97.885 |
97.900 |
+0.550 |
9 |
122 |
+0 |
Oct09 |
090109 |
97.900 |
98.050 |
97.700 |
97.700 |
+0.650 |
9 |
56 |
+0 |
Total Volume and Open Interest |
5,483 |
20,108 |
-242 |
Lean Hogs(CME) |
Feb09 |
090109 |
63.150 |
63.150 |
62.350 |
62.450 |
+0.020 |
15,854 |
63,578 |
+0 |
Apr09 |
090109 |
69.350 |
69.850 |
68.475 |
68.600 |
-0.450 |
10,863 |
42,203 |
+0 |
May09 |
090109 |
80.500 |
80.500 |
79.830 |
80.430 |
-0.545 |
85 |
1,732 |
+0 |
Jun09 |
090109 |
81.400 |
81.750 |
80.330 |
80.750 |
-0.800 |
4,644 |
31,984 |
+0 |
Jul09 |
090109 |
81.550 |
81.750 |
80.600 |
81.150 |
-0.530 |
546 |
5,626 |
+0 |
Aug09 |
090109 |
79.300 |
79.750 |
78.830 |
79.200 |
-0.275 |
549 |
4,619 |
+0 |
Oct09 |
090109 |
71.100 |
71.535 |
70.800 |
71.100 |
-0.100 |
207 |
3,231 |
+0 |
Dec09 |
090109 |
69.500 |
69.500 |
68.800 |
69.200 |
unch |
34 |
1,022 |
+0 |
Total Volume and Open Interest |
32,782 |
154,156 |
-3,433 |
Pork Bellies(CME) |
Feb09 |
090109 |
83.800 |
84.950 |
83.400 |
83.580 |
-1.070 |
95 |
661 |
+0 |
Mar09 |
090109 |
84.500 |
85.600 |
83.550 |
83.550 |
-0.100 |
2 |
153 |
+0 |
May09 |
090109 |
85.100 |
85.400 |
85.100 |
85.300 |
+0.050 |
3 |
233 |
+0 |
Jul09 |
090109 |
84.150 |
84.250 |
83.400 |
84.150 |
+0.850 |
0 |
143 |
+0 |
Aug09 |
090109 |
87.250 |
87.250 |
87.250 |
87.250 |
unch |
0 |
2 |
+0 |
Total Volume and Open Interest |
100 |
1,192 |
+20 |
Class III Milk(CME) |
Jan09 |
090109 |
10.94 |
10.97 |
10.75 |
10.88 |
-0.07 |
168 |
4,395 |
+0 |
Feb09 |
090109 |
9.80 |
10.08 |
9.63 |
9.92 |
+0.11 |
193 |
4,153 |
+0 |
Mar09 |
090109 |
10.00 |
10.50 |
9.81 |
10.18 |
+0.13 |
361 |
3,686 |
+0 |
Apr09 |
090109 |
10.35 |
10.86 |
10.33 |
10.70 |
+0.20 |
231 |
3,123 |
+0 |
May09 |
090109 |
10.82 |
11.30 |
10.70 |
11.08 |
+0.27 |
227 |
3,011 |
+0 |
Total Volume and Open Interest |
2,162 |
35,299 |
+123 |
Cocoa(ICE) |
Mar09 |
090109 |
2635 |
2674 |
2569 |
2585 |
-31 |
9,073 |
59,664 |
+0 |
May09 |
090109 |
2624 |
2663 |
2569 |
2579 |
-28 |
3,758 |
24,384 |
+0 |
Jul09 |
090109 |
2604 |
2635 |
2555 |
2570 |
-19 |
549 |
12,209 |
+0 |
Sep09 |
090109 |
2580 |
2611 |
2529 |
2546 |
-13 |
283 |
7,373 |
+0 |
Dec09 |
090109 |
2538 |
2568 |
2494 |
2511 |
-11 |
534 |
10,569 |
+0 |
Mar10 |
090109 |
2502 |
2533 |
2487 |
2487 |
-4 |
218 |
2,816 |
+0 |
May10 |
090109 |
2515 |
2518 |
2476 |
2476 |
-1 |
32 |
1,570 |
+0 |
Total Volume and Open Interest |
14,447 |
118,838 |
+801 |
Coffee "C"(ICE) |
Mar09 |
090109 |
114.05 |
119.50 |
113.75 |
116.90 |
+3.45 |
11,618 |
74,425 |
+0 |
May09 |
090109 |
116.00 |
121.60 |
116.00 |
118.95 |
+3.40 |
4,290 |
27,863 |
+0 |
Jul09 |
090109 |
118.50 |
123.55 |
118.50 |
121.05 |
+3.40 |
3,570 |
8,459 |
+0 |
Sep09 |
090109 |
119.50 |
125.25 |
119.50 |
123.00 |
+3.45 |
757 |
4,465 |
+0 |
Dec09 |
090109 |
123.80 |
128.05 |
123.80 |
125.90 |
+3.50 |
370 |
7,204 |
+0 |
Mar10 |
090109 |
126.60 |
130.80 |
126.60 |
128.60 |
+3.45 |
195 |
3,617 |
+0 |
Total Volume and Open Interest |
20,896 |
127,091 |
-346 |
Orange Juice(ICE) |
Jan09 |
090109 |
78.00 |
78.00 |
76.75 |
77.40 |
+1.00 |
66 |
74 |
+0 |
Mar09 |
090109 |
77.55 |
78.25 |
76.55 |
77.05 |
-0.35 |
2,062 |
22,610 |
+0 |
May09 |
090109 |
81.60 |
81.60 |
80.05 |
80.65 |
-0.30 |
467 |
3,111 |
+0 |
Jul09 |
090109 |
84.15 |
84.55 |
83.80 |
84.55 |
-0.10 |
36 |
1,419 |
+0 |
Sep09 |
090109 |
89.00 |
89.55 |
88.05 |
88.80 |
-0.05 |
4 |
275 |
+0 |
Nov09 |
090109 |
92.30 |
92.30 |
92.30 |
92.30 |
-0.05 |
0 |
121 |
+0 |
Total Volume and Open Interest |
2,635 |
27,916 |
+752 |
Sugar #11(ICE) |
Mar09 |
090109 |
12.09 |
12.36 |
11.98 |
12.05 |
+0.02 |
39,437 |
253,784 |
+0 |
May09 |
090109 |
12.60 |
12.81 |
12.44 |
12.50 |
-0.01 |
9,737 |
104,524 |
+0 |
Jul09 |
090109 |
12.99 |
13.15 |
12.77 |
12.84 |
-0.03 |
4,485 |
121,271 |
+0 |
Oct09 |
090109 |
13.65 |
13.71 |
13.39 |
13.42 |
-0.02 |
1,521 |
71,447 |
+0 |
Mar10 |
090109 |
14.35 |
14.50 |
14.19 |
14.22 |
-0.02 |
1,353 |
53,196 |
+0 |
Total Volume and Open Interest |
58,423 |
668,934 |
+2,292 |
Sugar #14(ICE) |
Mar09 |
090109 |
20.15 |
20.19 |
20.00 |
20.19 |
+0.06 |
71 |
2,293 |
+0 |
May09 |
090109 |
20.60 |
20.60 |
20.60 |
20.60 |
unch |
56 |
2,541 |
+0 |
Jul09 |
090109 |
20.75 |
20.75 |
20.75 |
20.75 |
unch |
4 |
1,825 |
+0 |
Sep09 |
090109 |
20.78 |
20.78 |
20.78 |
20.78 |
-0.22 |
19 |
937 |
+0 |
Total Volume and Open Interest |
150 |
7,596 |
+93 |
London Cocoa(LCE) |
Mar09 |
090109 |
1840 |
1855 |
1802 |
1808 |
-28 |
7,514 |
74,717 |
+0 |
May09 |
090109 |
1793 |
1805 |
1757 |
1764 |
-24 |
3,329 |
36,099 |
+0 |
Jul09 |
090109 |
1779 |
1780 |
1748 |
1751 |
-18 |
944 |
31,068 |
+0 |
Sep09 |
090109 |
1754 |
1755 |
1733 |
1735 |
-13 |
99 |
11,913 |
+0 |
Dec09 |
090109 |
1705 |
1705 |
1679 |
1681 |
-13 |
576 |
14,296 |
+0 |
Mar10 |
090109 |
1649 |
1677 |
1649 |
1649 |
-20 |
614 |
1,290 |
+0 |
May10 |
090109 |
1660 |
1660 |
1660 |
1660 |
-20 |
0 |
12 |
+0 |
Total Volume and Open Interest |
13,076 |
169,395 |
+477 |
London Coffee(LCE) |
Jan09 |
090109 |
1960.00 |
2030.00 |
1960.00 |
2012.00 |
+60.00 |
218 |
14,659 |
+0 |
Total Volume and Open Interest |
218 |
14,659 |
-392 |
London Sugar(LCE) |
Mar09 |
090109 |
340.30 |
341.80 |
337.20 |
339.10 |
+2.20 |
2,074 |
24,510 |
+0 |
May09 |
090109 |
347.70 |
349.10 |
344.80 |
346.10 |
+1.70 |
698 |
12,253 |
+0 |
Aug09 |
090109 |
355.20 |
357.00 |
352.50 |
354.00 |
+1.30 |
344 |
7,944 |
+0 |
Oct09 |
090109 |
363.50 |
365.90 |
361.50 |
362.90 |
+1.50 |
39 |
3,304 |
+0 |
Dec09 |
090109 |
372.00 |
373.20 |
372.00 |
372.00 |
+1.00 |
0 |
884 |
+0 |
Total Volume and Open Interest |
3,165 |
49,548 |
+119 |
Cotton(ICE) |
Mar09 |
090109 |
50.67 |
50.90 |
49.18 |
49.32 |
-1.10 |
7,341 |
72,251 |
+0 |
May09 |
090109 |
51.00 |
51.38 |
49.70 |
49.85 |
-1.02 |
1,701 |
19,935 |
+0 |
Jul09 |
090109 |
52.24 |
52.70 |
51.06 |
51.20 |
-1.04 |
900 |
18,007 |
+0 |
Oct09 |
090109 |
53.95 |
53.95 |
53.95 |
53.95 |
-1.05 |
0 |
242 |
+0 |
Dec09 |
090109 |
56.70 |
57.20 |
55.56 |
55.67 |
-1.07 |
126 |
16,773 |
+0 |
Mar10 |
090109 |
59.50 |
59.50 |
58.97 |
58.97 |
-0.87 |
1 |
169 |
+0 |
Total Volume and Open Interest |
10,079 |
129,139 |
-1,043 |
Lumber(CME) |
Jan09 |
090109 |
160.6 |
166.0 |
160.6 |
162.1 |
+0.9 |
195 |
745 |
+0 |
Mar09 |
090109 |
177.7 |
182.0 |
176.1 |
181.0 |
+4.0 |
262 |
5,075 |
+0 |
May09 |
090109 |
195.0 |
196.8 |
192.1 |
195.5 |
+1.5 |
169 |
1,513 |
+0 |
Jul09 |
090109 |
208.2 |
209.4 |
205.5 |
208.7 |
+0.3 |
32 |
363 |
+0 |
Total Volume and Open Interest |
662 |
7,834 |
+11 |
Crude Oil(NYM) |
Feb09 |
090109 |
42.45 |
42.70 |
39.38 |
40.83 |
-0.87 |
306,262 |
238,637 |
+0 |
Mar09 |
090109 |
47.21 |
47.40 |
44.41 |
46.07 |
-0.44 |
139,807 |
193,684 |
+0 |
Apr09 |
090109 |
50.10 |
50.28 |
47.50 |
49.11 |
-0.34 |
52,400 |
72,396 |
+0 |
May09 |
090109 |
52.05 |
52.27 |
49.79 |
51.21 |
-0.22 |
25,536 |
47,441 |
+0 |
Jun09 |
090109 |
53.22 |
53.22 |
51.26 |
52.75 |
-0.08 |
30,659 |
108,172 |
+0 |
Jul09 |
090109 |
54.30 |
54.30 |
52.72 |
54.13 |
+0.04 |
12,572 |
44,575 |
+0 |
Aug09 |
090109 |
54.50 |
55.22 |
53.84 |
55.22 |
+0.11 |
4,740 |
27,775 |
+0 |
Sep09 |
090109 |
56.25 |
56.30 |
54.80 |
56.17 |
+0.15 |
3,507 |
20,213 |
+0 |
Oct09 |
090109 |
56.15 |
57.04 |
56.05 |
57.04 |
+0.18 |
2,627 |
19,565 |
+0 |
Nov09 |
090109 |
57.05 |
57.91 |
57.05 |
57.87 |
+0.21 |
3,186 |
16,039 |
+0 |
Dec09 |
090109 |
58.50 |
58.80 |
57.23 |
58.69 |
+0.24 |
16,867 |
97,826 |
+0 |
Jan10 |
090109 |
58.50 |
59.48 |
58.50 |
59.48 |
+0.25 |
1,868 |
18,942 |
+0 |
Feb10 |
090109 |
60.25 |
60.25 |
60.25 |
60.25 |
+0.27 |
873 |
10,136 |
+0 |
Mar10 |
090109 |
60.04 |
60.98 |
59.60 |
60.98 |
+0.28 |
199 |
13,713 |
+0 |
Apr10 |
090109 |
61.65 |
61.65 |
61.65 |
61.65 |
+0.29 |
369 |
3,594 |
+0 |
May10 |
090109 |
62.28 |
62.28 |
62.28 |
62.28 |
+0.30 |
79 |
3,985 |
+0 |
Total Volume and Open Interest |
612,862 |
1,216,198 |
+1,009 |
e-miNY Crude Oil(NYM) |
Jan09 |
081218 |
40.200 |
40.900 |
36.050 |
36.225 |
-3.825 |
13,316 |
6,211 |
-84 |
Feb09 |
090108 |
42.650 |
43.650 |
40.525 |
41.700 |
-0.925 |
20,664 |
8,594 |
+428 |
Mar09 |
090109 |
47.350 |
47.450 |
44.450 |
46.075 |
-0.425 |
1,090 |
1,575 |
+0 |
Apr09 |
090109 |
49.900 |
50.025 |
47.650 |
49.100 |
-0.350 |
228 |
187 |
+0 |
May09 |
090109 |
51.850 |
51.850 |
50.000 |
51.200 |
-0.225 |
42 |
65 |
+0 |
Jun09 |
090109 |
51.950 |
52.750 |
51.775 |
52.750 |
-0.075 |
12 |
37 |
+0 |
Jul09 |
090109 |
54.125 |
54.125 |
54.125 |
54.125 |
+0.025 |
1 |
5 |
+0 |
Aug09 |
090109 |
55.225 |
55.225 |
55.225 |
55.225 |
+0.125 |
|
|
|
Sep09 |
090109 |
56.175 |
56.175 |
56.175 |
56.175 |
+0.150 |
0 |
1 |
+0 |
Oct09 |
090109 |
57.050 |
57.050 |
57.050 |
57.050 |
+0.200 |
1 |
1 |
+0 |
Total Volume and Open Interest |
22,038 |
10,541 |
+490 |
Heating Oil(NYM) |
Feb09 |
090109 |
153.72 |
154.67 |
143.88 |
148.77 |
-3.19 |
43,561 |
49,146 |
+0 |
Mar09 |
090109 |
154.50 |
155.55 |
144.57 |
149.42 |
-3.19 |
21,255 |
36,169 |
+0 |
Apr09 |
090109 |
152.39 |
153.05 |
145.60 |
150.27 |
-3.29 |
12,491 |
23,128 |
+0 |
May09 |
090109 |
152.40 |
152.77 |
147.50 |
151.72 |
-3.24 |
7,063 |
17,826 |
+0 |
Jun09 |
090109 |
153.91 |
156.50 |
148.94 |
153.52 |
-3.14 |
7,298 |
23,033 |
+0 |
Jul09 |
090109 |
157.31 |
157.50 |
152.00 |
156.42 |
-3.14 |
2,805 |
11,161 |
+0 |
Aug09 |
090109 |
160.00 |
160.50 |
155.75 |
159.77 |
-3.04 |
1,978 |
5,034 |
+0 |
Sep09 |
090109 |
161.25 |
163.75 |
159.33 |
163.07 |
-2.99 |
3,036 |
8,775 |
+0 |
Oct09 |
090109 |
165.89 |
166.07 |
162.00 |
166.07 |
-2.79 |
1,590 |
4,381 |
+0 |
Nov09 |
090109 |
170.00 |
170.00 |
164.20 |
168.47 |
-2.69 |
838 |
2,573 |
+0 |
Dec09 |
090109 |
171.20 |
171.50 |
166.87 |
170.77 |
-2.64 |
3,454 |
14,781 |
+0 |
Jan10 |
090109 |
171.00 |
172.82 |
169.20 |
172.82 |
-2.64 |
1,555 |
4,169 |
+0 |
Total Volume and Open Interest |
108,281 |
226,546 |
+1,365 |
Gasoline(NYMEX) |
Feb09 |
090109 |
110.40 |
111.65 |
105.71 |
111.12 |
+2.30 |
32,491 |
72,715 |
-3,748 |
Mar09 |
090109 |
114.60 |
116.12 |
110.33 |
115.77 |
+2.40 |
17,543 |
37,175 |
+3,119 |
Apr09 |
090109 |
126.17 |
129.69 |
124.47 |
129.52 |
+2.35 |
7,690 |
20,784 |
+694 |
May09 |
090109 |
129.59 |
132.19 |
127.32 |
132.07 |
+2.20 |
4,084 |
11,941 |
+207 |
Jun09 |
090109 |
132.00 |
134.72 |
129.74 |
134.72 |
+2.30 |
3,717 |
11,859 |
+326 |
Jul09 |
090109 |
133.00 |
136.36 |
131.92 |
136.32 |
+2.25 |
2,559 |
9,595 |
+244 |
Aug09 |
090109 |
136.35 |
137.57 |
134.91 |
137.57 |
+2.15 |
1,543 |
5,298 |
+59 |
Sep09 |
090109 |
134.84 |
138.17 |
134.84 |
138.17 |
+2.05 |
1,794 |
5,393 |
-9 |
Oct09 |
090109 |
128.00 |
128.97 |
128.00 |
128.97 |
+2.00 |
1,262 |
3,232 |
+381 |
Nov09 |
090109 |
129.70 |
129.85 |
129.70 |
129.72 |
+2.00 |
190 |
1,431 |
+25 |
Total Volume and Open Interest |
73,241 |
194,172 |
+1,244 |
e-miNY RBOB Gasoline(NYM) |
Feb09 |
081230 |
93.28 |
93.28 |
93.28 |
93.28 |
+1.43 |
0 |
1 |
+1 |
Mar09 |
090109 |
117.00 |
117.00 |
115.77 |
115.77 |
+2.40 |
|
|
|
Apr09 |
090109 |
129.52 |
129.52 |
129.52 |
129.52 |
+2.35 |
|
|
|
May09 |
090109 |
132.07 |
132.07 |
132.07 |
132.07 |
+2.20 |
|
|
|
Total Volume and Open Interest |
0 |
3 |
+0 |
Natural Gas(NYM) |
Feb09 |
090109 |
5.607 |
5.625 |
5.423 |
5.516 |
-0.067 |
48,756 |
80,188 |
+0 |
Mar09 |
090109 |
5.577 |
5.599 |
5.390 |
5.494 |
-0.070 |
21,115 |
108,924 |
+0 |
Apr09 |
090109 |
5.630 |
5.630 |
5.441 |
5.543 |
-0.071 |
14,188 |
65,350 |
+0 |
May09 |
090109 |
5.720 |
5.720 |
5.518 |
5.623 |
-0.071 |
7,217 |
41,971 |
+0 |
Jun09 |
090109 |
5.760 |
5.780 |
5.622 |
5.726 |
-0.070 |
2,302 |
29,273 |
+0 |
Jul09 |
090109 |
5.977 |
5.977 |
5.736 |
5.846 |
-0.070 |
1,637 |
24,915 |
+0 |
Aug09 |
090109 |
6.077 |
6.077 |
5.854 |
5.944 |
-0.070 |
670 |
22,119 |
+0 |
Sep09 |
090109 |
6.128 |
6.128 |
5.910 |
6.001 |
-0.071 |
643 |
17,624 |
+0 |
Oct09 |
090109 |
6.198 |
6.198 |
6.024 |
6.118 |
-0.071 |
4,059 |
35,406 |
+0 |
Nov09 |
090109 |
6.540 |
6.585 |
6.487 |
6.568 |
-0.061 |
933 |
16,281 |
+0 |
Dec09 |
090109 |
7.112 |
7.112 |
6.990 |
7.063 |
-0.056 |
1,323 |
27,431 |
+0 |
Jan10 |
090109 |
7.360 |
7.370 |
7.260 |
7.333 |
-0.051 |
2,180 |
21,408 |
+0 |
Feb10 |
090109 |
7.370 |
7.370 |
7.288 |
7.338 |
-0.051 |
233 |
8,613 |
+0 |
Mar10 |
090109 |
7.190 |
7.190 |
7.084 |
7.158 |
-0.046 |
688 |
19,657 |
+0 |
Apr10 |
090109 |
6.765 |
6.785 |
6.665 |
6.733 |
-0.031 |
540 |
17,085 |
+0 |
May10 |
090109 |
6.760 |
6.760 |
6.685 |
6.718 |
-0.031 |
90 |
9,458 |
+0 |
Total Volume and Open Interest |
109,153 |
694,709 |
+8,112 |
Brent Crude Oil(ICE) |
Feb09 |
090109 |
45.23 |
45.67 |
42.79 |
44.42 |
-0.25 |
115,303 |
77,086 |
+0 |
Mar09 |
090109 |
48.13 |
48.54 |
45.63 |
47.24 |
-0.31 |
83,881 |
172,499 |
+0 |
Apr09 |
090109 |
50.70 |
50.99 |
48.16 |
49.74 |
-0.28 |
40,365 |
70,361 |
+0 |
May09 |
090109 |
52.87 |
52.87 |
50.09 |
51.62 |
-0.24 |
19,647 |
23,021 |
+0 |
Jun09 |
090109 |
53.75 |
54.05 |
51.60 |
53.11 |
-0.12 |
21,559 |
45,699 |
+0 |
Jul09 |
090109 |
54.87 |
54.87 |
52.92 |
54.37 |
+0.01 |
8,452 |
17,405 |
+0 |
Aug09 |
090109 |
55.94 |
55.94 |
54.06 |
55.53 |
+0.10 |
3,703 |
12,423 |
+0 |
Sep09 |
090109 |
56.92 |
56.92 |
55.14 |
56.54 |
+0.14 |
3,250 |
13,878 |
+0 |
Oct09 |
090109 |
57.79 |
57.79 |
56.14 |
57.41 |
+0.16 |
2,674 |
10,308 |
+0 |
Nov09 |
090109 |
58.20 |
58.20 |
58.13 |
58.13 |
+0.12 |
2,104 |
11,271 |
+0 |
Dec09 |
090109 |
59.35 |
59.40 |
57.53 |
58.84 |
+0.13 |
14,498 |
55,124 |
+0 |
Jan10 |
090109 |
59.61 |
59.61 |
59.61 |
59.61 |
+0.16 |
951 |
9,675 |
+0 |
Feb10 |
090109 |
60.37 |
60.37 |
60.37 |
60.37 |
+0.17 |
227 |
6,319 |
+0 |
Mar10 |
090109 |
61.05 |
61.05 |
61.05 |
61.05 |
+0.16 |
140 |
3,041 |
+0 |
Total Volume and Open Interest |
320,853 |
635,668 |
+1,900 |
Gas Oil(ICE) |
Jan09 |
090109 |
486.50 |
486.50 |
451.50 |
454.75 |
-23.50 |
46,871 |
31,173 |
-10,123 |
Feb09 |
090109 |
489.75 |
490.75 |
456.75 |
460.25 |
-22.50 |
79,697 |
95,045 |
+4,760 |
Mar09 |
090109 |
491.00 |
495.00 |
464.50 |
467.25 |
-22.25 |
31,800 |
35,780 |
+1,689 |
Apr09 |
090109 |
498.25 |
500.50 |
472.75 |
475.50 |
-21.50 |
14,615 |
24,537 |
-501 |
May09 |
090109 |
508.00 |
508.00 |
482.00 |
484.50 |
-20.50 |
8,536 |
24,942 |
+354 |
Jun09 |
090109 |
515.00 |
515.25 |
491.00 |
493.50 |
-19.75 |
13,035 |
41,775 |
+185 |
Jul09 |
090109 |
524.50 |
524.50 |
503.00 |
504.00 |
-18.50 |
2,261 |
13,691 |
-9 |
Aug09 |
090109 |
533.75 |
533.75 |
512.75 |
514.00 |
-17.50 |
1,176 |
13,962 |
+263 |
Sep09 |
090109 |
542.75 |
542.75 |
523.50 |
523.50 |
-16.75 |
838 |
12,503 |
-790 |
Oct09 |
090109 |
551.75 |
551.75 |
532.50 |
532.50 |
-16.00 |
995 |
10,184 |
+249 |
Total Volume and Open Interest |
212,944 |
426,900 |
+263 |
Ethanol(CBOT) |
Jan09 |
090106 |
1.675 |
1.675 |
1.675 |
1.675 |
+0.044 |
2 |
72 |
+72 |
Feb09 |
090109 |
1.675 |
1.695 |
1.675 |
1.685 |
+0.032 |
235 |
569 |
+196 |
Mar09 |
090109 |
1.695 |
1.699 |
1.680 |
1.692 |
+0.038 |
305 |
456 |
+104 |
Apr09 |
090109 |
1.715 |
1.715 |
1.701 |
1.701 |
+0.025 |
105 |
331 |
-98 |
May09 |
090109 |
1.740 |
1.740 |
1.740 |
1.740 |
+0.037 |
1 |
194 |
+0 |
Jun09 |
090109 |
1.760 |
1.760 |
1.750 |
1.750 |
+0.030 |
0 |
193 |
+0 |
Jul09 |
090109 |
1.775 |
1.775 |
1.775 |
1.775 |
+0.035 |
0 |
193 |
+0 |
Aug09 |
090109 |
1.780 |
1.780 |
1.780 |
1.780 |
+0.040 |
1 |
210 |
-1 |
Total Volume and Open Interest |
688 |
3,126 |
+214 |
US Dollar Index(ICE) |
Mar09 |
090109 |
82.520 |
83.500 |
82.085 |
83.455 |
+1.120 |
4,080 |
12,731 |
+0 |
Jun09 |
090109 |
83.480 |
83.995 |
83.480 |
83.995 |
+1.095 |
3 |
2,416 |
+0 |
Sep09 |
090109 |
84.695 |
84.695 |
84.695 |
84.695 |
+1.095 |
|
|
|
Total Volume and Open Interest |
4,083 |
15,147 |
-777 |
Australian Dollar(CME) |
Mar09 |
090109 |
70.64 |
70.80 |
69.69 |
69.98 |
-0.53 |
27,864 |
37,710 |
+0 |
Jun09 |
090109 |
69.50 |
70.22 |
69.38 |
69.60 |
-0.53 |
20 |
98 |
+0 |
Sep09 |
090109 |
69.27 |
69.80 |
69.27 |
69.27 |
-0.53 |
3 |
153 |
+0 |
Total Volume and Open Interest |
27,887 |
37,986 |
-211 |
British Pound(CME) |
Mar09 |
090109 |
152.03 |
153.30 |
150.97 |
151.09 |
-0.96 |
73,686 |
74,965 |
+0 |
Jun09 |
090109 |
152.09 |
153.06 |
150.86 |
150.93 |
-1.00 |
115 |
1,364 |
+0 |
Sep09 |
090109 |
152.33 |
152.82 |
150.93 |
150.93 |
-1.01 |
0 |
6 |
+0 |
Total Volume and Open Interest |
73,801 |
76,355 |
-1,900 |
Canadian Dollar(CME) |
Mar09 |
090109 |
84.75 |
84.85 |
83.48 |
84.20 |
-0.37 |
28,712 |
48,445 |
+0 |
Jun09 |
090109 |
84.47 |
85.08 |
83.59 |
84.26 |
-0.37 |
12 |
2,099 |
+0 |
Sep09 |
090109 |
84.56 |
84.77 |
83.68 |
84.37 |
-0.40 |
34 |
1,118 |
+0 |
Dec09 |
090109 |
83.89 |
84.81 |
83.71 |
84.38 |
-0.43 |
1 |
583 |
+0 |
Total Volume and Open Interest |
28,760 |
52,356 |
-938 |
Japanese Yen(CME) |
Mar09 |
090109 |
109.70 |
111.02 |
109.15 |
110.60 |
+1.02 |
77,094 |
104,771 |
+0 |
Jun09 |
090109 |
110.28 |
111.09 |
109.41 |
110.71 |
+0.99 |
27 |
3,764 |
+0 |
Sep09 |
090109 |
110.83 |
110.92 |
109.75 |
110.83 |
+0.97 |
19 |
37 |
+0 |
Total Volume and Open Interest |
77,143 |
108,600 |
-1,443 |
Swiss Franc(CME) |
Mar09 |
090109 |
91.47 |
91.89 |
89.40 |
89.77 |
-1.80 |
43,698 |
25,792 |
+0 |
Jun09 |
090109 |
89.58 |
92.00 |
89.58 |
89.92 |
-1.82 |
54 |
368 |
+0 |
Sep09 |
090109 |
90.08 |
92.05 |
90.08 |
90.08 |
-1.84 |
0 |
6 |
+0 |
Total Volume and Open Interest |
43,752 |
26,170 |
+747 |
EuroFX(CME) |
Mar09 |
090109 |
136.71 |
137.22 |
133.75 |
134.00 |
-2.94 |
181,928 |
118,759 |
+0 |
Jun09 |
090109 |
136.00 |
136.82 |
133.49 |
133.66 |
-2.95 |
168 |
921 |
+0 |
Sep09 |
090109 |
134.59 |
136.43 |
133.40 |
133.48 |
-2.95 |
0 |
890 |
+0 |
Total Volume and Open Interest |
182,115 |
120,617 |
-3,238 |
Mexican Peso(CME) |
Jan09 |
090109 |
735.0 |
735.0 |
733.0 |
735.0 |
+2.0 |
|
|
|
Feb09 |
090109 |
730.0 |
730.0 |
728.0 |
730.0 |
+2.0 |
|
|
|
Total Volume and Open Interest |
5,806 |
16,988 |
+787 |
30-Year T-Bonds(CBOT) |
Mar09 |
090109 |
132~275 |
134~140 |
132~000 |
133~045 |
+0~040 |
155,339 |
723,444 |
+0 |
Jun09 |
090109 |
131~180 |
133~045 |
131~040 |
131~275 |
+0~040 |
177 |
1,086 |
+0 |
Sep09 |
090109 |
130~185 |
130~185 |
130~145 |
130~185 |
+0~040 |
0 |
37 |
+0 |
Total Volume and Open Interest |
155,516 |
724,593 |
-12,354 |
10-Year T-Notes(CBOT) |
Mar09 |
090109 |
125~065 |
126~110 |
124~280 |
125~175 |
+0~075 |
372,027 |
1,035,157 |
+0 |
Jun09 |
090109 |
123~165 |
123~200 |
123~050 |
123~125 |
+0~075 |
112 |
130 |
+0 |
Sep09 |
090109 |
122~125 |
122~125 |
122~050 |
122~125 |
+0~075 |
|
|
|
Total Volume and Open Interest |
372,139 |
1,035,287 |
-2,315 |
5-Year T-Notes(CBOT) |
Mar09 |
090109 |
119~040 |
119~122 |
119~014 |
119~082 |
+0~041 |
212,491 |
991,400 |
+991,400 |
Jun09 |
090109 |
118~026 |
118~026 |
117~113 |
118~026 |
+0~041 |
|
|
|
Sep09 |
090109 |
55~106 |
55~106 |
55~065 |
55~106 |
+0~041 |
|
|
|
Total Volume and Open Interest |
212,491 |
991,400 |
-9,448 |
2 Year T-Notes(CBOT) |
Mar09 |
090109 |
108~118 |
109~028 |
108~117 |
109~016 |
+0~022 |
95,602 |
508,003 |
+0 |
Jun09 |
090109 |
108~103 |
108~122 |
108~038 |
108~076 |
+0~038 |
1 |
1 |
+0 |
Sep09 |
090109 |
108~076 |
108~076 |
108~038 |
108~076 |
+0~038 |
|
|
|
Total Volume and Open Interest |
95,603 |
508,004 |
+2,653 |
Eurodollars(CME) |
Mar09 |
090109 |
99.025 |
99.170 |
99.025 |
99.115 |
+0.090 |
183,164 |
1,281,405 |
+0 |
Jun09 |
090109 |
99.005 |
99.170 |
98.995 |
99.105 |
+0.100 |
184,112 |
1,023,787 |
+0 |
Sep09 |
090109 |
98.880 |
99.050 |
98.865 |
98.990 |
+0.110 |
195,111 |
863,304 |
+0 |
Dec09 |
090109 |
98.700 |
98.875 |
98.685 |
98.810 |
+0.115 |
169,587 |
737,025 |
+0 |
Mar10 |
090109 |
98.580 |
98.740 |
98.560 |
98.675 |
+0.105 |
176,382 |
598,922 |
+0 |
Jun10 |
090109 |
98.340 |
98.470 |
98.310 |
98.410 |
+0.085 |
110,146 |
359,968 |
+0 |
Sep10 |
090109 |
98.105 |
98.215 |
98.070 |
98.155 |
+0.055 |
85,396 |
331,033 |
+0 |
Dec10 |
090109 |
97.870 |
97.965 |
97.830 |
97.905 |
+0.035 |
63,099 |
280,209 |
+0 |
Mar11 |
090109 |
97.745 |
97.835 |
97.715 |
97.775 |
+0.030 |
33,251 |
185,568 |
+0 |
Jun11 |
090109 |
97.605 |
97.690 |
97.570 |
97.635 |
+0.030 |
25,002 |
179,889 |
+0 |
Sep11 |
090109 |
97.515 |
97.600 |
97.470 |
97.540 |
+0.030 |
22,606 |
121,840 |
+0 |
Dec11 |
090109 |
97.430 |
97.510 |
97.380 |
97.445 |
+0.030 |
16,491 |
103,080 |
+0 |
Mar12 |
090109 |
97.400 |
97.480 |
97.350 |
97.420 |
+0.035 |
8,760 |
88,496 |
+0 |
Jun12 |
090109 |
97.360 |
97.430 |
97.315 |
97.375 |
+0.040 |
7,056 |
59,052 |
+0 |
Sep12 |
090109 |
97.325 |
97.395 |
97.280 |
97.340 |
+0.045 |
14,781 |
67,695 |
+0 |
Dec12 |
090109 |
97.250 |
97.325 |
97.205 |
97.270 |
+0.050 |
16,685 |
51,207 |
+0 |
Mar13 |
090109 |
97.205 |
97.300 |
97.190 |
97.250 |
+0.055 |
9,277 |
38,128 |
+0 |
Jun13 |
090109 |
97.155 |
97.240 |
97.135 |
97.195 |
+0.060 |
6,443 |
28,587 |
+0 |
Total Volume and Open Interest |
1,372,888 |
6,692,543 |
+28,807 |
30 Day Federal Funds(CBOT) |
Jan09 |
090109 |
99.865 |
99.875 |
99.865 |
99.870 |
+0.007 |
3,353 |
67,782 |
+0 |
Feb09 |
090109 |
99.820 |
99.830 |
99.810 |
99.820 |
unch |
5,584 |
61,219 |
+0 |
Mar09 |
090109 |
99.800 |
99.815 |
99.790 |
99.800 |
unch |
4,749 |
40,219 |
+0 |
Apr09 |
090109 |
99.790 |
99.805 |
99.775 |
99.780 |
-0.005 |
6,287 |
39,356 |
+0 |
May09 |
090109 |
99.770 |
99.785 |
99.755 |
99.760 |
-0.005 |
8,716 |
48,664 |
+0 |
Jun09 |
090109 |
99.745 |
99.760 |
99.720 |
99.730 |
-0.005 |
7,897 |
21,432 |
+0 |
Total Volume and Open Interest |
41,735 |
364,718 |
+1,512 |
30 Day Fed Funds(e-CBOT) |
Jan09 |
090108 |
99.860 |
99.868 |
99.857 |
99.860 |
unch |
3,353 |
67,782 |
+635 |
Feb09 |
090108 |
99.820 |
99.835 |
99.810 |
99.815 |
-0.005 |
5,583 |
61,219 |
+1,055 |
Mar09 |
090108 |
99.800 |
99.815 |
99.790 |
99.800 |
unch |
4,749 |
40,219 |
-210 |
Apr09 |
090108 |
99.790 |
99.800 |
99.780 |
99.785 |
-0.005 |
6,287 |
39,356 |
+580 |
May09 |
090108 |
99.770 |
99.785 |
99.765 |
99.765 |
unch |
6,678 |
48,664 |
-356 |
Jun09 |
090108 |
99.740 |
99.760 |
99.730 |
99.740 |
+0.005 |
3,922 |
21,432 |
+487 |
Total Volume and Open Interest |
35,721 |
364,718 |
+1,512 |
3-Mth Euro-Yen(CME) |
Mar09 |
090109 |
99.40 |
99.40 |
99.40 |
99.40 |
unch |
|
|
|
Jun09 |
090109 |
99.48 |
99.48 |
99.48 |
99.48 |
unch |
|
|
|
Sep09 |
090109 |
99.50 |
99.50 |
99.50 |
99.50 |
-0.01 |
|
|
|
Dec09 |
090109 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
|
|
|
Mar10 |
090109 |
99.39 |
99.40 |
99.39 |
99.40 |
+0.01 |
|
|
|
Jun10 |
090109 |
99.33 |
99.34 |
99.33 |
99.34 |
+0.01 |
|
|
|
Sep10 |
090109 |
99.31 |
99.32 |
99.31 |
99.32 |
+0.01 |
|
|
|
Dec10 |
090109 |
99.29 |
99.30 |
99.29 |
99.30 |
+0.01 |
|
|
|
Mar11 |
090109 |
99.19 |
99.24 |
99.19 |
99.24 |
+0.04 |
|
|
|
Jun11 |
090109 |
99.19 |
99.24 |
99.19 |
99.24 |
+0.04 |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Mar09 |
090109 |
99.39 |
99.40 |
99.39 |
99.40 |
+0.01 |
276 |
19,105 |
+0 |
Jun09 |
090109 |
99.50 |
99.51 |
99.50 |
99.50 |
+0.04 |
100 |
7,284 |
+0 |
Sep09 |
090109 |
99.54 |
99.54 |
99.53 |
99.53 |
+0.04 |
100 |
3,261 |
+0 |
Dec09 |
090109 |
99.50 |
99.50 |
99.50 |
99.50 |
+0.04 |
2 |
1,358 |
+0 |
Mar10 |
090109 |
99.46 |
99.46 |
99.42 |
99.42 |
+0.04 |
0 |
1,199 |
+0 |
Jun10 |
090109 |
99.39 |
99.39 |
99.36 |
99.36 |
+0.04 |
0 |
534 |
+0 |
Sep10 |
090109 |
99.33 |
99.33 |
99.33 |
99.33 |
+0.04 |
0 |
264 |
+0 |
Dec10 |
090109 |
99.32 |
99.32 |
99.32 |
99.32 |
+0.04 |
0 |
164 |
+0 |
Total Volume and Open Interest |
478 |
35,146 |
-226 |
Japanese Gov't Bonds(SGX) |
Mar09 |
090109 |
138.70 |
139.01 |
138.70 |
139.00 |
-0.14 |
4,816 |
10,248 |
+10,248 |
Jun09 |
090109 |
139.00 |
139.00 |
139.00 |
139.00 |
+0.37 |
|
|
|
Sep09 |
090109 |
139.00 |
139.00 |
139.00 |
139.00 |
+0.37 |
|
|
|
Total Volume and Open Interest |
1,106 |
9,736 |
-512 |
Euro-Bund(EUREX) |
Mar09 |
090109 |
123.64 |
124.93 |
123.47 |
124.72 |
+1.15 |
766,733 |
837,232 |
+8,188 |
Jun09 |
090109 |
122.52 |
123.75 |
122.52 |
123.58 |
+1.11 |
259 |
817 |
+246 |
Sep09 |
090109 |
123.58 |
123.58 |
123.58 |
123.58 |
+1.11 |
|
|
|
Total Volume and Open Interest |
766,992 |
838,049 |
+8,434 |
Euro-Bobl(EUREX) |
Mar09 |
081215 |
114.02 |
114.71 |
113.94 |
114.69 |
+0.66 |
312,111 |
797,573 |
-604 |
Jun09 |
090109 |
116.09 |
116.09 |
116.09 |
116.09 |
+0.41 |
3,393 |
4,035 |
+3,285 |
Sep09 |
090109 |
116.09 |
116.09 |
116.09 |
116.09 |
+0.41 |
|
|
|
Total Volume and Open Interest |
401,474 |
794,665 |
+18,395 |
3-Mth Euribor(EUREX) |
Mar09 |
081229 |
97.745 |
97.775 |
97.745 |
97.775 |
+0.560 |
702 |
5,364 |
+143 |
Jun09 |
090109 |
98.185 |
98.285 |
98.185 |
98.265 |
+0.090 |
196 |
5,695 |
-42 |
Sep09 |
090109 |
98.145 |
98.260 |
98.145 |
98.245 |
+0.090 |
195 |
2,674 |
-27 |
Total Volume and Open Interest |
1,820 |
31,733 |
-66 |
Long Gilt(LIFFE) |
Mar09 |
090108 |
121~09 |
121~25 |
120~31 |
121~20 |
+0~22 |
84,443 |
307,248 |
+6,749 |
Jun09 |
090109 |
123~04 |
123~04 |
123~04 |
123~04 |
+0~26 |
|
|
|
Total Volume and Open Interest |
84,443 |
307,248 |
+6,749 |
3-Mth Short Sterling(LIFFE) |
Mar09 |
090109 |
98.40 |
98.51 |
98.39 |
98.49 |
+0.08 |
24,065 |
426,341 |
+0 |
Jun09 |
090109 |
98.44 |
98.57 |
98.43 |
98.55 |
+0.09 |
34,853 |
299,586 |
+0 |
Sep09 |
090109 |
98.36 |
98.48 |
98.35 |
98.46 |
+0.09 |
31,860 |
236,350 |
+0 |
Dec09 |
090109 |
98.11 |
98.21 |
98.08 |
98.20 |
+0.09 |
29,244 |
214,940 |
+0 |
Mar10 |
090109 |
97.89 |
98.00 |
97.87 |
97.97 |
+0.07 |
21,715 |
184,082 |
+0 |
Jun10 |
090109 |
97.61 |
97.69 |
97.58 |
97.67 |
+0.06 |
21,540 |
130,254 |
+0 |
Total Volume and Open Interest |
190,957 |
1,689,955 |
+15,558 |
3-Mth Euribor(LIFFE) |
Mar09 |
090109 |
97.860 |
98.020 |
97.855 |
97.985 |
+0.140 |
133,956 |
728,011 |
-7,396 |
Jun09 |
090109 |
98.160 |
98.305 |
98.160 |
98.270 |
+0.100 |
105,214 |
550,419 |
-1,293 |
Sep09 |
090109 |
98.140 |
98.265 |
98.135 |
98.240 |
+0.080 |
99,518 |
465,816 |
+4,349 |
Total Volume and Open Interest |
756,665 |
3,119,092 |
+24,694 |
3-Mth Aus T-Bills(SFE) |
Mar09 |
090109 |
96.75 |
96.79 |
96.75 |
96.77 |
+0.01 |
14,547 |
256,511 |
+3,929 |
Jun09 |
090109 |
97.01 |
97.07 |
96.99 |
97.05 |
+0.04 |
11,759 |
167,457 |
+5,480 |
Sep09 |
090109 |
96.93 |
96.98 |
96.92 |
96.95 |
+0.01 |
3,251 |
111,145 |
+1,372 |
Dec09 |
090109 |
96.65 |
96.71 |
96.65 |
96.69 |
+0.02 |
2,062 |
62,360 |
+1,131 |
Mar10 |
090109 |
96.24 |
96.33 |
96.24 |
96.31 |
+0.04 |
989 |
43,619 |
-128 |
Jun10 |
090109 |
95.82 |
95.92 |
95.82 |
95.92 |
+0.06 |
1,648 |
37,819 |
+873 |
Sep10 |
090109 |
95.50 |
95.64 |
95.50 |
95.62 |
+0.06 |
1,066 |
22,983 |
+872 |
Dec10 |
090109 |
95.28 |
95.42 |
95.28 |
95.42 |
+0.05 |
269 |
11,240 |
+87 |
Mar11 |
090109 |
95.28 |
95.28 |
95.28 |
95.28 |
+0.05 |
0 |
756 |
+0 |
Jun11 |
090109 |
95.19 |
95.19 |
95.19 |
95.19 |
+0.05 |
0 |
843 |
+0 |
Total Volume and Open Interest |
35,591 |
714,890 |
+13,616 |
10-Year Aus T-Bonds(SFE) |
Mar09 |
090109 |
95.86 |
95.91 |
95.81 |
95.88 |
+0.03 |
20,475 |
0 |
-282,014 |
Jun09 |
090109 |
95.88 |
95.88 |
95.88 |
95.88 |
+0.03 |
|
|
|
Total Volume and Open Interest |
24,987 |
280,907 |
-1,107 |
3-Year Aus T-Bonds(SFE) |
Mar09 |
090108 |
96.44 |
96.57 |
96.43 |
96.56 |
+0.10 |
23,113 |
336,619 |
+19,453 |
Jun09 |
090109 |
96.59 |
96.59 |
96.59 |
96.59 |
+0.03 |
|
|
|
Total Volume and Open Interest |
46,575 |
348,979 |
+12,360 |
Gold(CMX) |
Feb09 |
090109 |
857.8 |
869.3 |
845.0 |
855.0 |
+0.5 |
119,843 |
196,517 |
+0 |
Apr09 |
090109 |
859.3 |
870.5 |
847.1 |
856.5 |
+0.6 |
11,645 |
45,890 |
+0 |
Jun09 |
090109 |
860.1 |
871.8 |
848.4 |
857.7 |
+0.5 |
1,848 |
30,964 |
+0 |
Aug09 |
090109 |
862.2 |
862.2 |
859.0 |
859.0 |
+0.4 |
106 |
11,239 |
+0 |
Oct09 |
090109 |
860.3 |
860.3 |
860.3 |
860.3 |
+0.4 |
260 |
3,405 |
+0 |
Dec09 |
090109 |
860.8 |
867.9 |
860.3 |
861.8 |
+0.3 |
3,107 |
13,644 |
+0 |
Feb10 |
090109 |
866.7 |
866.7 |
863.2 |
863.2 |
+0.2 |
900 |
2,979 |
+0 |
Apr10 |
090109 |
864.6 |
864.6 |
864.6 |
864.6 |
+0.2 |
0 |
301 |
+0 |
Jun10 |
090109 |
866.0 |
866.0 |
866.0 |
866.0 |
+0.1 |
3 |
2,527 |
+0 |
Aug10 |
090109 |
867.6 |
867.6 |
867.6 |
867.6 |
unch |
0 |
100 |
+0 |
Oct10 |
090109 |
869.3 |
869.3 |
869.3 |
869.3 |
-0.1 |
|
|
|
Dec10 |
090109 |
871.3 |
871.3 |
871.3 |
871.3 |
-0.2 |
672 |
12,300 |
+0 |
Total Volume and Open Interest |
139,153 |
328,284 |
+7,893 |
Silver(CMX) |
Mar09 |
090109 |
1114.5 |
1163.0 |
1096.5 |
1132.0 |
+22.3 |
21,580 |
52,437 |
+0 |
May09 |
090109 |
1116.5 |
1162.5 |
1100.0 |
1133.7 |
+22.6 |
438 |
6,741 |
+0 |
Jul09 |
090109 |
1117.5 |
1160.0 |
1105.0 |
1134.9 |
+22.7 |
198 |
9,364 |
+0 |
Sep09 |
090109 |
1133.5 |
1137.5 |
1133.5 |
1135.9 |
+22.8 |
12 |
3,111 |
+0 |
Dec09 |
090109 |
1139.0 |
1165.5 |
1112.0 |
1137.3 |
+22.8 |
162 |
7,617 |
+0 |
Mar10 |
090109 |
1138.7 |
1138.7 |
1138.7 |
1138.7 |
+22.8 |
0 |
693 |
+0 |
May10 |
090109 |
1139.5 |
1139.5 |
1139.5 |
1139.5 |
+22.8 |
0 |
1 |
+0 |
Total Volume and Open Interest |
22,677 |
86,484 |
-304 |
Platinum(NYMEX) |
Jan09 |
090109 |
1000.5 |
1000.5 |
1000.5 |
1000.5 |
+10.9 |
41 |
473 |
+473 |
Apr09 |
090109 |
1000.0 |
1010.0 |
979.5 |
1005.5 |
+10.9 |
2,357 |
17,964 |
+0 |
Jul09 |
090109 |
996.0 |
1010.5 |
990.2 |
1010.5 |
+10.9 |
50 |
147 |
+147 |
Total Volume and Open Interest |
2,448 |
18,584 |
+198 |
Palladium(NYMEX) |
Mar09 |
090109 |
197.70 |
197.85 |
185.00 |
191.90 |
-6.30 |
823 |
11,971 |
+0 |
Jun09 |
090109 |
188.00 |
194.00 |
185.90 |
192.90 |
-6.30 |
0 |
368 |
+368 |
Total Volume and Open Interest |
823 |
12,339 |
+195 |
Copper(CMX) |
Mar09 |
090109 |
148.40 |
156.50 |
147.40 |
155.95 |
+8.05 |
13,718 |
52,268 |
+0 |
May09 |
090109 |
150.85 |
157.65 |
150.85 |
157.35 |
+8.05 |
969 |
8,869 |
+0 |
Jul09 |
090109 |
155.10 |
158.70 |
154.70 |
158.05 |
+8.00 |
587 |
2,481 |
+0 |
Sep09 |
090109 |
152.75 |
158.55 |
152.75 |
158.55 |
+7.75 |
87 |
1,669 |
+0 |
Dec09 |
090109 |
154.35 |
159.05 |
153.30 |
158.95 |
+7.45 |
74 |
2,047 |
+0 |
Total Volume and Open Interest |
15,917 |
77,027 |
+671 |
Aluminum(CMX) |
Jan09 |
090109 |
0.72 |
0.72 |
0.72 |
0.72 |
unch |
|
|
|
Feb09 |
090109 |
0.73 |
0.73 |
0.73 |
0.73 |
unch |
|
|
|
Mar09 |
090109 |
0.74 |
0.74 |
0.74 |
0.74 |
+0.01 |
|
|
|
Apr09 |
090109 |
0.75 |
0.75 |
0.75 |
0.75 |
+0.01 |
|
|
|
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 |
090109 |
8693 |
8745 |
8515 |
8523 |
-173 |
3,674 |
11,689 |
+0 |
Jun09 |
090109 |
8650 |
8656 |
8482 |
8482 |
-174 |
11 |
14 |
+0 |
Sep09 |
090109 |
8423 |
8586 |
8423 |
8423 |
-163 |
|
|
|
Dec09 |
090109 |
8383 |
8556 |
8383 |
8383 |
-173 |
|
|
|
Total Volume and Open Interest |
3,685 |
11,703 |
+1,625 |
S & P 500(CME) |
Mar09 |
090109 |
907.00 |
915.80 |
883.00 |
885.50 |
-21.20 |
31,772 |
479,682 |
+0 |
Jun09 |
090109 |
882.20 |
905.70 |
881.70 |
882.20 |
-21.50 |
145 |
9,638 |
+0 |
Sep09 |
090109 |
878.70 |
902.20 |
878.20 |
878.70 |
-21.50 |
0 |
578 |
+0 |
Dec09 |
090109 |
875.70 |
900.20 |
875.70 |
875.70 |
-22.50 |
0 |
24 |
+0 |
Total Volume and Open Interest |
31,917 |
489,922 |
+626 |
S & P 500 E-Mini(Globex) |
Mar09 |
090109 |
906.75 |
914.75 |
882.75 |
885.50 |
-21.25 |
1,961,214 |
2,362,926 |
+0 |
Jun09 |
090109 |
903.00 |
910.50 |
880.00 |
882.25 |
-21.50 |
1,530 |
14,441 |
+0 |
Total Volume and Open Interest |
1,963,136 |
2,377,704 |
-31,036 |
NASDAQ 100(CME) |
Mar09 |
090109 |
1252.30 |
1256.00 |
1215.00 |
1221.50 |
-28.00 |
2,120 |
21,144 |
+0 |
Jun09 |
090109 |
1222.30 |
1223.30 |
1222.30 |
1222.30 |
-28.00 |
0 |
9 |
+0 |
Sep09 |
090109 |
1222.50 |
1223.50 |
1222.50 |
1222.50 |
-28.00 |
|
|
|
Total Volume and Open Interest |
2,120 |
21,153 |
+585 |
NASDAQ 100 E-Mini(Globex) |
Mar09 |
090109 |
1250.30 |
1256.30 |
1216.00 |
1221.50 |
-28.00 |
256,807 |
0 |
-227,516 |
Jun09 |
090109 |
1250.50 |
1253.00 |
1217.50 |
1222.30 |
-28.00 |
47 |
1,654 |
+0 |
Total Volume and Open Interest |
277,291 |
229,190 |
+7,929 |
S & P Midcap 400(CME) |
Mar09 |
090109 |
546.25 |
546.25 |
524.00 |
526.80 |
-17.10 |
102 |
3,704 |
+0 |
Jun09 |
090109 |
526.80 |
528.90 |
526.80 |
526.80 |
-17.10 |
|
|
|
Sep09 |
090109 |
531.80 |
533.90 |
531.80 |
531.80 |
-17.10 |
|
|
|
Total Volume and Open Interest |
102 |
3,704 |
+24 |
Russell 2000(CME) |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar09 |
090109 |
8945 |
8970 |
8780 |
8845 |
-25 |
65,948 |
159,747 |
+5,653 |
Jun09 |
090109 |
8765 |
8765 |
8765 |
8765 |
-25 |
0 |
160 |
+0 |
Total Volume and Open Interest |
67,039 |
161,828 |
+6,744 |
Nikkei 225(SGX) |
Mar09 |
090109 |
8945 |
8970 |
8780 |
8845 |
-25 |
65,948 |
159,747 |
+5,653 |
Jun09 |
090109 |
8765 |
8765 |
8765 |
8765 |
-25 |
0 |
160 |
+0 |
Sep09 |
090109 |
8770 |
8770 |
8770 |
8770 |
-25 |
0 |
68 |
+0 |
Total Volume and Open Interest |
67,039 |
161,828 |
+6,744 |
CAC 40(EURONEXT) |
Jan09 |
090109 |
3334.0 |
3371.0 |
3268.5 |
3303.5 |
-21.5 |
89,421 |
325,828 |
+0 |
Feb09 |
090109 |
3344.0 |
3367.0 |
3292.5 |
3308.0 |
-21.5 |
2 |
217 |
+0 |
Mar09 |
090109 |
3346.0 |
3372.5 |
3277.5 |
3310.5 |
-23.0 |
278 |
26,272 |
+0 |
Total Volume and Open Interest |
89,807 |
353,994 |
+1,739 |
Hang Seng Index(HKFE) |
Jan09 |
090109 |
14495 |
14708 |
14256 |
14261 |
-169 |
7,293 |
7,790 |
+5,045 |
Feb09 |
090109 |
14476 |
14689 |
14262 |
14274 |
-169 |
58 |
89 |
+32 |
Mar09 |
090109 |
14429 |
14596 |
14213 |
14213 |
-168 |
6 |
213 |
-301 |
Total Volume and Open Interest |
7,357 |
8,104 |
+4,746 |
DAX(EUREX) |
Mar09 |
090109 |
4918.0 |
4953.5 |
4758.5 |
4813.0 |
-95.0 |
121,242 |
132,198 |
+0 |
Jun09 |
090109 |
4940.0 |
4959.5 |
4780.0 |
4832.5 |
-96.5 |
549 |
10,985 |
+0 |
Sep09 |
090109 |
4958.0 |
4973.5 |
4805.0 |
4847.5 |
-99.0 |
343 |
545 |
+0 |
Total Volume and Open Interest |
122,134 |
143,728 |
+9,898 |
FT-SE 100(EURONEXT) |
Mar09 |
090109 |
4488.50 |
4508.00 |
4387.50 |
4430.50 |
-44.00 |
117,408 |
693,165 |
+0 |
Jun09 |
090109 |
4415.50 |
4445.00 |
4390.00 |
4390.00 |
-45.50 |
437 |
784 |
+0 |
Sep09 |
090109 |
4364.50 |
4364.50 |
4364.50 |
4364.50 |
-48.00 |
|
|
|
Total Volume and Open Interest |
117,845 |
693,949 |
+14,203 |
SPI 200(SFE) |
Mar09 |
090109 |
3687.0 |
3726.0 |
3642.0 |
3700.0 |
+8.0 |
22,618 |
321,510 |
+7,175 |
Jun09 |
090109 |
3701.0 |
3701.0 |
3696.0 |
3696.0 |
+8.0 |
2 |
2,721 |
+2 |
Sep09 |
090109 |
3647.0 |
3647.0 |
3647.0 |
3647.0 |
+8.0 |
0 |
982 |
+0 |
Total Volume and Open Interest |
22,620 |
325,495 |
+7,177 |
GSCI(CME) |
Jan09 |
090109 |
347.50 |
348.00 |
335.50 |
344.20 |
-1.05 |
514 |
14,525 |
+0 |
Feb09 |
090109 |
363.00 |
364.00 |
354.00 |
362.00 |
unch |
54 |
38 |
+0 |
Mar09 |
090109 |
374.00 |
375.00 |
367.00 |
374.00 |
unch |
|
|
|
Total Volume and Open Interest |
568 |
14,563 |
+195 |
Reuters CCI(ICE) |
Feb09 |
090108 |
372.00 |
372.00 |
372.00 |
372.00 |
-1.50 |
16 |
19 |
+4 |
Apr09 |
090108 |
382.50 |
384.70 |
379.00 |
379.00 |
-1.50 |
30 |
424 |
+14 |
Jun09 |
090109 |
248.00 |
248.00 |
248.00 |
248.00 |
-1.10 |
|
|
|
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. |
|
|