|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri January 16, 2009 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar09 |
090116 |
997.50 |
1022.75 |
997.25 |
1020.00 |
+25.50 |
88,530 |
159,672 |
-1,973 |
May09 |
090116 |
1004.75 |
1031.25 |
1004.75 |
1029.00 |
+25.75 |
21,112 |
36,474 |
+1,042 |
Jul09 |
090116 |
1015.00 |
1041.75 |
1015.00 |
1038.50 |
+25.25 |
18,250 |
34,092 |
+418 |
Aug09 |
090116 |
1027.00 |
1033.00 |
1020.75 |
1032.00 |
+22.50 |
286 |
1,996 |
+57 |
Sep09 |
090116 |
991.75 |
1008.25 |
990.00 |
1003.00 |
+18.00 |
646 |
1,374 |
+220 |
Nov09 |
090116 |
961.25 |
983.50 |
961.00 |
972.00 |
+11.50 |
15,061 |
47,921 |
+3,950 |
Jan10 |
090116 |
975.75 |
979.50 |
969.50 |
979.50 |
+12.00 |
62 |
698 |
+10 |
Total Volume and Open Interest |
144,235 |
288,182 |
+3,528 |
Soybean Meal(CBOT) |
Mar09 |
090116 |
312.00 |
316.50 |
310.50 |
316.00 |
+11.00 |
5,928 |
57,710 |
+581 |
May09 |
090116 |
315.00 |
317.30 |
312.00 |
317.30 |
+10.80 |
3,199 |
21,089 |
+1,350 |
Jul09 |
090116 |
318.00 |
319.80 |
315.50 |
319.80 |
+10.70 |
938 |
16,794 |
-359 |
Aug09 |
090116 |
312.90 |
317.30 |
312.90 |
317.30 |
+9.90 |
126 |
4,912 |
-38 |
Sep09 |
090116 |
309.00 |
309.00 |
305.50 |
308.80 |
+8.00 |
93 |
3,750 |
-8 |
Oct09 |
090116 |
291.50 |
291.50 |
291.50 |
291.50 |
+5.40 |
118 |
2,251 |
-45 |
Dec09 |
090116 |
293.50 |
293.50 |
289.00 |
290.00 |
+4.90 |
208 |
10,492 |
-5 |
Jan10 |
090116 |
290.00 |
290.00 |
290.00 |
290.00 |
+4.90 |
0 |
191 |
+0 |
Total Volume and Open Interest |
43,299 |
116,137 |
+598 |
Soybean Oil(CBOT) |
Mar09 |
090116 |
34.98 |
35.08 |
34.55 |
34.59 |
+0.19 |
5,426 |
110,591 |
+685 |
May09 |
090116 |
35.34 |
35.34 |
34.96 |
34.96 |
+0.19 |
1,727 |
31,438 |
+830 |
Jul09 |
090116 |
35.45 |
35.45 |
35.33 |
35.33 |
+0.19 |
947 |
27,541 |
+739 |
Aug09 |
090116 |
35.57 |
35.57 |
35.50 |
35.52 |
+0.20 |
35 |
5,777 |
+140 |
Sep09 |
090116 |
35.75 |
35.77 |
35.70 |
35.70 |
+0.21 |
107 |
4,145 |
+104 |
Oct09 |
090116 |
36.20 |
36.20 |
35.86 |
35.86 |
+0.22 |
349 |
4,166 |
+197 |
Dec09 |
090116 |
36.58 |
36.60 |
36.15 |
36.15 |
+0.23 |
819 |
18,559 |
+861 |
Jan10 |
090116 |
36.42 |
36.42 |
36.42 |
36.42 |
+0.23 |
0 |
344 |
+0 |
Total Volume and Open Interest |
44,216 |
204,932 |
+3,626 |
Canola(WCE) |
Jan09 |
090114 |
435.9 |
435.9 |
435.9 |
435.9 |
+7.7 |
1 |
2 |
+0 |
Mar09 |
090116 |
441.0 |
447.4 |
441.0 |
443.1 |
+2.1 |
10,508 |
70,887 |
+5,544 |
May09 |
090116 |
450.3 |
455.0 |
448.7 |
450.9 |
+2.2 |
3,156 |
9,830 |
+2,115 |
Jul09 |
090116 |
456.9 |
461.6 |
455.8 |
458.4 |
+2.5 |
630 |
5,555 |
+363 |
Nov09 |
090116 |
460.5 |
467.0 |
460.5 |
465.8 |
+3.7 |
395 |
6,993 |
+221 |
Total Volume and Open Interest |
8,878 |
85,237 |
-2,072 |
Corn(CBOT) |
Mar09 |
090116 |
373.50 |
392.50 |
373.00 |
391.00 |
+25.75 |
5,907 |
336,105 |
-5,325 |
May09 |
090116 |
384.50 |
403.00 |
383.00 |
401.75 |
+25.50 |
536 |
112,830 |
+577 |
Jul09 |
090116 |
394.50 |
413.00 |
394.25 |
412.50 |
+26.00 |
795 |
127,703 |
+1,298 |
Sep09 |
090116 |
408.50 |
423.25 |
408.50 |
423.25 |
+26.25 |
106 |
32,285 |
+387 |
Dec09 |
090116 |
419.00 |
437.00 |
419.00 |
436.75 |
+25.75 |
635 |
150,164 |
+1,299 |
Mar10 |
090116 |
435.50 |
448.75 |
432.75 |
448.75 |
+25.50 |
0 |
12,243 |
+371 |
Total Volume and Open Interest |
139,476 |
809,501 |
-1,818 |
Wheat(CBOT) |
Mar09 |
090116 |
576.00 |
585.00 |
573.00 |
578.25 |
+9.50 |
956 |
128,633 |
-16 |
May09 |
090116 |
582.25 |
593.00 |
582.25 |
590.75 |
+9.25 |
372 |
32,170 |
+296 |
Jul09 |
090116 |
606.75 |
606.75 |
599.00 |
602.25 |
+9.50 |
60 |
53,527 |
-194 |
Sep09 |
090116 |
627.00 |
627.00 |
624.50 |
624.50 |
+9.25 |
5 |
17,295 |
-18 |
Dec09 |
090116 |
651.00 |
651.00 |
645.00 |
646.25 |
+9.50 |
98 |
26,171 |
-35 |
Total Volume and Open Interest |
48,258 |
265,190 |
-366 |
Wheat(KCBT) |
Mar09 |
090116 |
602.00 |
610.50 |
602.00 |
609.00 |
+14.50 |
5,119 |
34,420 |
-230 |
May09 |
090116 |
619.00 |
621.00 |
614.50 |
620.00 |
+14.50 |
516 |
11,760 |
-104 |
Jul09 |
090116 |
624.00 |
630.00 |
624.00 |
629.75 |
+14.75 |
1,445 |
19,738 |
+282 |
Sep09 |
090116 |
640.75 |
640.75 |
640.75 |
640.75 |
+14.75 |
144 |
3,907 |
+39 |
Dec09 |
090116 |
656.00 |
657.00 |
650.00 |
657.00 |
+14.75 |
997 |
8,563 |
+165 |
Total Volume and Open Interest |
8,532 |
79,785 |
-945 |
Wheat(MGE) |
Mar09 |
090116 |
642.00 |
658.50 |
642.00 |
652.75 |
+11.00 |
2,075 |
8,413 |
-306 |
May09 |
090116 |
639.75 |
653.50 |
639.75 |
648.75 |
+9.50 |
575 |
8,396 |
+61 |
Jul09 |
090116 |
650.75 |
655.75 |
648.25 |
649.75 |
+8.50 |
227 |
3,279 |
-30 |
Sep09 |
090116 |
659.25 |
663.50 |
656.75 |
659.50 |
+11.50 |
193 |
3,628 |
+17 |
Dec09 |
090116 |
665.00 |
675.25 |
665.00 |
671.00 |
+10.50 |
128 |
2,350 |
-48 |
Total Volume and Open Interest |
3,198 |
26,224 |
-324 |
Oats(CBOT) |
Mar09 |
090116 |
221.50 |
222.75 |
220.00 |
222.50 |
+5.50 |
23 |
6,981 |
+67 |
May09 |
090116 |
232.00 |
232.00 |
232.00 |
232.00 |
+5.50 |
1 |
3,041 |
+9 |
Jul09 |
090116 |
241.50 |
241.50 |
241.50 |
241.50 |
+5.50 |
0 |
2,864 |
-1 |
Sep09 |
090116 |
251.00 |
251.00 |
251.00 |
251.00 |
+5.50 |
0 |
3 |
+0 |
Total Volume and Open Interest |
497 |
16,602 |
-27 |
Rough Rice(CBOT) |
Jan09 |
090114 |
13.80 |
13.85 |
13.80 |
13.83 |
+0.12 |
19 |
121 |
+0 |
Mar09 |
090116 |
13.72 |
13.74 |
13.55 |
13.65 |
+0.14 |
14 |
4,455 |
-12 |
May09 |
090116 |
13.81 |
13.81 |
13.81 |
13.81 |
+0.15 |
0 |
615 |
+1 |
Jul09 |
090116 |
13.95 |
13.95 |
13.95 |
13.95 |
+0.15 |
0 |
188 |
+1 |
Total Volume and Open Interest |
410 |
5,824 |
-152 |
Live Cattle(CME) |
Feb09 |
090116 |
84.700 |
85.150 |
84.150 |
84.535 |
+0.185 |
20,655 |
49,207 |
-2,163 |
Apr09 |
090116 |
87.885 |
88.300 |
87.400 |
87.680 |
+0.380 |
19,704 |
86,931 |
+4,402 |
Jun09 |
090116 |
86.400 |
86.750 |
86.000 |
86.200 |
+0.500 |
6,395 |
40,855 |
+1,164 |
Aug09 |
090116 |
86.700 |
87.000 |
86.350 |
86.635 |
+0.250 |
1,974 |
16,826 |
+309 |
Oct09 |
090116 |
89.850 |
90.250 |
89.800 |
90.050 |
+0.400 |
861 |
6,865 |
+147 |
Dec09 |
090116 |
91.800 |
92.200 |
91.700 |
91.750 |
+0.250 |
255 |
3,495 |
+136 |
Total Volume and Open Interest |
70,396 |
201,244 |
+105 |
Feeder Cattle(CME) |
Jan09 |
090116 |
95.300 |
95.650 |
94.500 |
95.000 |
unch |
319 |
2,421 |
-38 |
Mar09 |
090116 |
94.950 |
95.200 |
93.750 |
94.385 |
+0.085 |
1,737 |
11,581 |
+103 |
Apr09 |
090116 |
96.400 |
96.700 |
95.550 |
95.950 |
+0.400 |
446 |
3,220 |
+95 |
May09 |
090116 |
97.800 |
98.100 |
96.900 |
97.400 |
+0.100 |
450 |
2,362 |
+133 |
Aug09 |
090116 |
99.000 |
99.500 |
98.650 |
98.900 |
-0.050 |
99 |
1,199 |
+2 |
Sep09 |
090116 |
99.300 |
99.300 |
98.950 |
98.950 |
+0.150 |
4 |
166 |
+2 |
Oct09 |
090116 |
98.800 |
98.800 |
98.500 |
98.500 |
unch |
9 |
59 |
+1 |
Total Volume and Open Interest |
2,917 |
20,742 |
+41 |
Lean Hogs(CME) |
Feb09 |
090116 |
59.900 |
60.100 |
59.550 |
59.950 |
+0.120 |
10,306 |
25,540 |
-1,661 |
Apr09 |
090116 |
66.100 |
66.450 |
65.800 |
66.035 |
+0.185 |
10,585 |
56,802 |
+1,333 |
May09 |
090116 |
77.000 |
77.300 |
76.950 |
77.285 |
+0.085 |
71 |
1,803 |
-12 |
Jun09 |
090116 |
77.550 |
78.300 |
77.550 |
78.050 |
+0.150 |
3,636 |
32,259 |
-453 |
Jul09 |
090116 |
77.900 |
78.350 |
77.900 |
78.150 |
-0.135 |
684 |
6,935 |
+53 |
Aug09 |
090116 |
76.550 |
77.200 |
76.500 |
77.100 |
+0.375 |
294 |
4,939 |
+31 |
Oct09 |
090116 |
69.600 |
69.950 |
69.500 |
69.950 |
+0.150 |
248 |
3,649 |
+73 |
Dec09 |
090116 |
67.550 |
67.750 |
67.200 |
67.750 |
+0.400 |
30 |
1,071 |
+3 |
Total Volume and Open Interest |
50,162 |
133,795 |
-243 |
Pork Bellies(CME) |
Feb09 |
090116 |
83.800 |
84.000 |
83.150 |
83.330 |
-0.470 |
63 |
567 |
+11 |
Mar09 |
090116 |
84.150 |
84.150 |
84.150 |
84.150 |
+0.150 |
10 |
162 |
+10 |
May09 |
090116 |
85.500 |
85.600 |
85.500 |
85.500 |
+0.250 |
2 |
237 |
+0 |
Jul09 |
090116 |
84.550 |
84.550 |
84.550 |
84.550 |
+0.350 |
2 |
145 |
+2 |
Aug09 |
090116 |
87.250 |
87.250 |
87.250 |
87.250 |
unch |
0 |
2 |
+0 |
Total Volume and Open Interest |
106 |
1,090 |
-1 |
Class III Milk(CME) |
Jan09 |
090116 |
10.67 |
10.67 |
10.67 |
10.67 |
-0.01 |
64 |
4,620 |
+42 |
Feb09 |
090116 |
9.35 |
9.35 |
9.35 |
9.35 |
+0.03 |
220 |
4,458 |
+176 |
Mar09 |
090116 |
9.70 |
9.74 |
9.70 |
9.74 |
+0.09 |
316 |
4,182 |
+79 |
Apr09 |
090116 |
10.28 |
10.28 |
10.28 |
10.28 |
+0.08 |
334 |
3,525 |
+117 |
May09 |
090116 |
10.65 |
10.65 |
10.65 |
10.65 |
+0.02 |
260 |
3,522 |
+108 |
Total Volume and Open Interest |
1,353 |
37,593 |
+136 |
Cocoa(ICE) |
Mar09 |
090116 |
2391 |
2492 |
2391 |
2463 |
+96 |
8,576 |
47,045 |
-4,845 |
May09 |
090116 |
2409 |
2499 |
2405 |
2473 |
+97 |
3,946 |
31,012 |
+360 |
Jul09 |
090116 |
2445 |
2493 |
2445 |
2467 |
+97 |
597 |
14,286 |
+87 |
Sep09 |
090116 |
2431 |
2470 |
2431 |
2453 |
+100 |
704 |
7,998 |
+309 |
Dec09 |
090116 |
2420 |
2435 |
2414 |
2422 |
+100 |
358 |
11,064 |
+237 |
Mar10 |
090116 |
2393 |
2408 |
2387 |
2393 |
+98 |
105 |
2,961 |
+16 |
May10 |
090116 |
2402 |
2402 |
2389 |
2389 |
+100 |
1 |
1,572 |
-4 |
Total Volume and Open Interest |
18,046 |
120,042 |
-4,099 |
Coffee "C"(ICE) |
Mar09 |
090116 |
115.50 |
117.50 |
115.00 |
115.80 |
+1.90 |
7,020 |
69,846 |
-297 |
May09 |
090116 |
116.70 |
119.25 |
116.70 |
117.85 |
+1.90 |
1,419 |
28,616 |
+161 |
Jul09 |
090116 |
119.35 |
121.30 |
119.30 |
119.80 |
+1.80 |
669 |
9,357 |
+360 |
Sep09 |
090116 |
121.40 |
123.25 |
121.40 |
121.60 |
+1.70 |
108 |
5,229 |
+64 |
Dec09 |
090116 |
124.90 |
125.60 |
124.30 |
124.30 |
+1.50 |
91 |
7,782 |
+78 |
Mar10 |
090116 |
127.60 |
128.10 |
126.80 |
126.80 |
+1.30 |
58 |
4,040 |
+43 |
Total Volume and Open Interest |
10,029 |
125,738 |
-1,424 |
Orange Juice(ICE) |
Mar09 |
090116 |
70.90 |
72.75 |
70.90 |
72.10 |
+1.15 |
1,433 |
22,553 |
+121 |
May09 |
090116 |
76.00 |
76.25 |
75.00 |
75.75 |
+1.00 |
246 |
3,091 |
+55 |
Jul09 |
090116 |
79.85 |
79.85 |
79.00 |
79.70 |
+1.00 |
9 |
1,455 |
+4 |
Sep09 |
090116 |
83.75 |
83.75 |
82.90 |
83.65 |
+0.95 |
25 |
518 |
+21 |
Nov09 |
090116 |
87.35 |
87.35 |
87.35 |
87.35 |
+1.00 |
0 |
174 |
+3 |
Jan10 |
090116 |
90.35 |
90.35 |
90.35 |
90.35 |
+1.00 |
0 |
77 |
+0 |
Total Volume and Open Interest |
895 |
27,893 |
+21 |
Sugar #11(ICE) |
Mar09 |
090116 |
12.07 |
12.44 |
12.07 |
12.26 |
+0.30 |
69,827 |
227,024 |
+2,694 |
May09 |
090116 |
12.41 |
12.73 |
12.40 |
12.57 |
+0.31 |
33,471 |
108,625 |
-1,253 |
Jul09 |
090116 |
12.73 |
13.00 |
12.72 |
12.82 |
+0.25 |
13,648 |
118,537 |
-1,419 |
Oct09 |
090116 |
13.30 |
13.51 |
13.27 |
13.35 |
+0.24 |
5,278 |
76,923 |
+2,700 |
Mar10 |
090116 |
13.94 |
14.15 |
13.91 |
13.96 |
+0.20 |
4,750 |
54,591 |
+1,691 |
Total Volume and Open Interest |
107,608 |
648,660 |
-7,608 |
Sugar #14(ICE) |
Mar09 |
090116 |
20.20 |
20.20 |
20.20 |
20.20 |
unch |
10 |
2,448 |
+5 |
May09 |
090116 |
20.70 |
20.70 |
20.70 |
20.70 |
-0.05 |
3 |
2,776 |
+3 |
Jul09 |
090116 |
20.85 |
20.85 |
20.84 |
20.84 |
-0.05 |
0 |
1,907 |
+0 |
Sep09 |
090116 |
20.98 |
20.98 |
20.98 |
20.98 |
unch |
0 |
966 |
+0 |
Total Volume and Open Interest |
257 |
8,089 |
+164 |
London Cocoa(LCE) |
Mar09 |
090116 |
1740 |
1780 |
1737 |
1766 |
+30 |
6,567 |
65,474 |
-1,776 |
May09 |
090116 |
1713 |
1753 |
1711 |
1740 |
+30 |
1,885 |
44,001 |
+307 |
Jul09 |
090116 |
1702 |
1743 |
1700 |
1730 |
+32 |
713 |
31,712 |
+70 |
Sep09 |
090116 |
1700 |
1732 |
1697 |
1720 |
+30 |
386 |
11,842 |
+95 |
Dec09 |
090116 |
1663 |
1667 |
1659 |
1666 |
+34 |
188 |
14,866 |
+76 |
Mar10 |
090116 |
1635 |
1640 |
1634 |
1636 |
+36 |
742 |
3,197 |
+625 |
May10 |
090116 |
1641 |
1641 |
1641 |
1641 |
+36 |
0 |
12 |
+0 |
Total Volume and Open Interest |
14,660 |
171,707 |
-1,725 |
London Coffee(LCE) |
Jan09 |
090116 |
1967.00 |
2010.00 |
1964.00 |
2010.00 |
+60.00 |
258 |
12,114 |
-140 |
Total Volume and Open Interest |
488 |
12,254 |
-501 |
London Sugar(LCE) |
Mar09 |
090116 |
338.90 |
344.90 |
338.90 |
341.40 |
+7.70 |
4,120 |
25,676 |
+509 |
May09 |
090116 |
343.60 |
350.10 |
343.20 |
346.00 |
+7.50 |
1,880 |
15,235 |
+935 |
Aug09 |
090116 |
350.00 |
355.50 |
349.80 |
352.10 |
+7.50 |
762 |
7,797 |
-291 |
Oct09 |
090116 |
358.00 |
362.10 |
358.00 |
359.60 |
+7.50 |
92 |
3,622 |
+28 |
Dec09 |
090116 |
367.10 |
367.10 |
367.10 |
367.10 |
+7.50 |
25 |
986 |
+0 |
Total Volume and Open Interest |
4,398 |
52,870 |
+250 |
Cotton(ICE) |
Mar09 |
090116 |
48.50 |
49.77 |
47.65 |
49.00 |
+0.47 |
10,771 |
69,003 |
-136 |
May09 |
090116 |
48.40 |
50.12 |
48.40 |
49.58 |
+0.47 |
3,428 |
22,724 |
-10 |
Jul09 |
090116 |
50.00 |
50.90 |
49.20 |
50.46 |
+0.41 |
805 |
19,306 |
+435 |
Oct09 |
090116 |
53.20 |
53.20 |
52.35 |
53.04 |
+0.49 |
0 |
285 |
+0 |
Dec09 |
090116 |
53.76 |
54.80 |
53.60 |
54.57 |
+0.51 |
457 |
16,566 |
-14 |
Mar10 |
090116 |
57.77 |
57.77 |
57.77 |
57.77 |
+0.56 |
0 |
197 |
+0 |
Total Volume and Open Interest |
10,220 |
129,592 |
+39 |
Lumber(CME) |
Mar09 |
090116 |
168.0 |
170.8 |
168.0 |
170.0 |
+2.8 |
397 |
5,376 |
-11 |
May09 |
090116 |
184.9 |
187.0 |
184.9 |
187.0 |
+2.8 |
131 |
1,632 |
+6 |
Jul09 |
090116 |
197.9 |
199.9 |
197.9 |
199.6 |
+3.0 |
51 |
406 |
-31 |
Sep09 |
090116 |
206.0 |
206.2 |
206.0 |
206.2 |
+0.9 |
0 |
123 |
+0 |
Total Volume and Open Interest |
926 |
7,796 |
-138 |
Crude Oil(NYM) |
Feb09 |
090116 |
35.30 |
36.51 |
35.30 |
36.51 |
+1.11 |
179,925 |
61,455 |
-18,146 |
Mar09 |
090116 |
43.95 |
43.95 |
42.25 |
42.57 |
-0.97 |
272,603 |
382,302 |
+20,076 |
Apr09 |
090116 |
49.00 |
49.00 |
47.00 |
47.02 |
-1.09 |
68,493 |
93,297 |
-686 |
May09 |
090116 |
49.51 |
49.51 |
49.51 |
49.51 |
-1.10 |
28,118 |
54,640 |
-1,067 |
Jun09 |
090116 |
51.35 |
51.35 |
51.35 |
51.35 |
-1.04 |
35,191 |
115,975 |
-1,678 |
Jul09 |
090116 |
52.79 |
52.79 |
52.79 |
52.79 |
-1.01 |
12,070 |
52,254 |
-393 |
Aug09 |
090116 |
53.82 |
53.82 |
53.82 |
53.82 |
-0.98 |
5,392 |
27,589 |
-1,225 |
Sep09 |
090116 |
54.81 |
54.81 |
54.81 |
54.81 |
-0.91 |
4,279 |
21,408 |
-99 |
Oct09 |
090116 |
55.76 |
55.76 |
55.76 |
55.76 |
-0.85 |
2,782 |
21,000 |
-603 |
Nov09 |
090116 |
56.67 |
56.67 |
56.67 |
56.67 |
-0.81 |
3,066 |
17,542 |
-325 |
Dec09 |
090116 |
57.55 |
57.55 |
57.55 |
57.55 |
-0.79 |
19,238 |
93,645 |
-306 |
Jan10 |
090116 |
58.33 |
58.33 |
58.33 |
58.33 |
-0.77 |
770 |
19,208 |
-159 |
Feb10 |
090116 |
59.10 |
59.10 |
59.10 |
59.10 |
-0.75 |
331 |
10,294 |
+2 |
Mar10 |
090116 |
59.82 |
59.82 |
59.82 |
59.82 |
-0.73 |
193 |
13,422 |
+78 |
Apr10 |
090116 |
60.49 |
60.49 |
60.49 |
60.49 |
-0.71 |
286 |
3,499 |
+81 |
May10 |
090116 |
61.11 |
61.11 |
61.11 |
61.11 |
-0.69 |
310 |
3,813 |
-162 |
Total Volume and Open Interest |
779,370 |
1,269,615 |
+22,788 |
e-miNY Crude Oil(NYM) |
Jan09 |
081218 |
40.200 |
40.900 |
36.050 |
36.225 |
-3.825 |
13,316 |
6,211 |
-84 |
Feb09 |
090116 |
35.400 |
36.800 |
34.175 |
36.500 |
+1.100 |
16,545 |
7,512 |
+74 |
Mar09 |
090116 |
43.100 |
44.475 |
42.025 |
42.575 |
-0.975 |
10,237 |
4,701 |
+1,117 |
Apr09 |
090116 |
47.975 |
49.000 |
46.700 |
47.025 |
-1.075 |
576 |
620 |
+116 |
May09 |
090116 |
49.700 |
50.550 |
49.200 |
49.500 |
-1.100 |
67 |
160 |
+13 |
Jun09 |
090116 |
52.400 |
52.400 |
51.350 |
51.350 |
-1.050 |
4 |
122 |
-1 |
Jul09 |
090116 |
54.000 |
54.000 |
52.800 |
52.800 |
-1.000 |
1 |
6 |
+0 |
Aug09 |
090116 |
55.100 |
55.100 |
53.825 |
53.825 |
-0.975 |
1 |
1 |
+0 |
Sep09 |
090116 |
54.800 |
54.800 |
54.800 |
54.800 |
-0.925 |
1 |
2 |
+0 |
Oct09 |
090116 |
55.750 |
55.750 |
55.750 |
55.750 |
-0.850 |
1 |
2 |
+1 |
Total Volume and Open Interest |
19,703 |
11,884 |
-2,126 |
Heating Oil(NYM) |
Feb09 |
090116 |
148.41 |
152.83 |
144.90 |
147.34 |
-1.37 |
46,118 |
33,373 |
-1,405 |
Mar09 |
090116 |
148.20 |
152.03 |
144.26 |
146.43 |
-1.67 |
34,462 |
45,705 |
+3,174 |
Apr09 |
090116 |
148.70 |
152.38 |
145.21 |
147.08 |
-1.62 |
14,788 |
26,991 |
+818 |
May09 |
090116 |
151.00 |
153.80 |
146.91 |
148.53 |
-1.72 |
9,358 |
19,950 |
+185 |
Jun09 |
090116 |
150.95 |
155.74 |
148.59 |
150.43 |
-1.77 |
7,291 |
25,514 |
+729 |
Jul09 |
090116 |
157.09 |
158.50 |
153.20 |
153.83 |
-1.72 |
2,873 |
10,644 |
+145 |
Aug09 |
090116 |
161.83 |
162.03 |
156.50 |
157.38 |
-1.57 |
1,698 |
6,013 |
+288 |
Sep09 |
090116 |
165.16 |
165.47 |
159.50 |
160.88 |
-1.57 |
1,673 |
8,919 |
-101 |
Oct09 |
090116 |
168.55 |
168.55 |
162.37 |
164.03 |
-1.62 |
995 |
4,694 |
-23 |
Nov09 |
090116 |
169.85 |
170.84 |
164.75 |
166.58 |
-1.62 |
835 |
2,894 |
+80 |
Dec09 |
090116 |
171.74 |
173.50 |
167.44 |
168.88 |
-1.67 |
1,899 |
16,303 |
+160 |
Jan10 |
090116 |
174.92 |
174.92 |
169.40 |
170.83 |
-1.72 |
1,008 |
4,300 |
-48 |
Total Volume and Open Interest |
124,191 |
233,502 |
+4,396 |
Gasoline(NYMEX) |
Feb09 |
090116 |
117.15 |
119.45 |
113.83 |
116.72 |
-0.70 |
34,399 |
38,701 |
-5,112 |
Mar09 |
090116 |
120.00 |
122.56 |
117.34 |
119.87 |
-0.94 |
24,414 |
64,114 |
+4,789 |
Apr09 |
090116 |
132.71 |
134.27 |
129.43 |
131.52 |
-1.45 |
10,845 |
23,645 |
+1,096 |
May09 |
090116 |
134.60 |
136.23 |
131.49 |
133.17 |
-1.85 |
3,666 |
14,442 |
-193 |
Jun09 |
090116 |
135.90 |
137.49 |
133.40 |
134.87 |
-2.15 |
2,774 |
14,931 |
-1 |
Jul09 |
090116 |
136.26 |
136.84 |
135.54 |
135.82 |
-2.30 |
1,841 |
9,970 |
+470 |
Aug09 |
090116 |
136.47 |
136.47 |
136.47 |
136.47 |
-2.50 |
1,032 |
5,586 |
+413 |
Sep09 |
090116 |
140.25 |
140.25 |
135.50 |
136.82 |
-2.65 |
582 |
6,428 |
+77 |
Oct09 |
090116 |
128.00 |
128.76 |
127.52 |
127.52 |
-2.65 |
406 |
3,709 |
+83 |
Nov09 |
090116 |
131.02 |
131.02 |
128.42 |
128.42 |
-2.60 |
73 |
1,410 |
-6 |
Total Volume and Open Interest |
80,603 |
198,065 |
+1,737 |
e-miNY RBOB Gasoline(NYM) |
Feb09 |
081230 |
93.28 |
93.28 |
93.28 |
93.28 |
+1.43 |
0 |
1 |
+1 |
Mar09 |
090116 |
119.87 |
119.87 |
119.87 |
119.87 |
-0.94 |
0 |
1 |
+0 |
Apr09 |
090116 |
131.52 |
131.52 |
131.52 |
131.52 |
-1.45 |
|
|
|
May09 |
090116 |
133.17 |
133.17 |
133.17 |
133.17 |
-1.85 |
|
|
|
Total Volume and Open Interest |
0 |
4 |
+0 |
Natural Gas(NYM) |
Feb09 |
090116 |
4.870 |
4.875 |
4.801 |
4.801 |
-0.042 |
56,889 |
58,989 |
-5,989 |
Mar09 |
090116 |
4.825 |
4.825 |
4.805 |
4.813 |
-0.029 |
35,486 |
127,238 |
+5,531 |
Apr09 |
090116 |
4.950 |
4.950 |
4.876 |
4.886 |
-0.024 |
17,808 |
72,426 |
+3,272 |
May09 |
090116 |
4.995 |
4.995 |
4.964 |
4.964 |
-0.031 |
6,853 |
46,313 |
-354 |
Jun09 |
090116 |
5.095 |
5.095 |
5.071 |
5.071 |
-0.031 |
2,584 |
29,948 |
+26 |
Jul09 |
090116 |
5.229 |
5.229 |
5.200 |
5.200 |
-0.029 |
1,420 |
27,110 |
+8 |
Aug09 |
090116 |
5.330 |
5.330 |
5.305 |
5.305 |
-0.026 |
760 |
22,762 |
+46 |
Sep09 |
090116 |
5.388 |
5.388 |
5.365 |
5.365 |
-0.023 |
979 |
18,351 |
-75 |
Oct09 |
090116 |
5.510 |
5.515 |
5.483 |
5.483 |
-0.022 |
4,250 |
35,993 |
+90 |
Nov09 |
090116 |
6.025 |
6.025 |
6.003 |
6.003 |
-0.007 |
1,037 |
16,537 |
+173 |
Dec09 |
090116 |
6.570 |
6.570 |
6.553 |
6.553 |
+0.003 |
860 |
27,464 |
+167 |
Jan10 |
090116 |
6.840 |
6.840 |
6.823 |
6.823 |
+0.003 |
2,399 |
21,858 |
-84 |
Feb10 |
090116 |
6.815 |
6.835 |
6.815 |
6.835 |
+0.005 |
280 |
9,005 |
+30 |
Mar10 |
090116 |
6.660 |
6.678 |
6.660 |
6.678 |
+0.008 |
1,014 |
20,181 |
+64 |
Apr10 |
090116 |
6.325 |
6.330 |
6.320 |
6.328 |
+0.013 |
934 |
17,789 |
-8 |
May10 |
090116 |
6.327 |
6.327 |
6.327 |
6.327 |
+0.017 |
972 |
9,823 |
-38 |
Total Volume and Open Interest |
157,256 |
708,718 |
+2,745 |
Brent Crude Oil(ICE) |
Mar09 |
090116 |
48.00 |
49.12 |
45.94 |
46.57 |
-1.11 |
149,253 |
157,507 |
-10,887 |
Apr09 |
090116 |
50.22 |
51.16 |
48.01 |
48.68 |
-1.23 |
75,047 |
122,459 |
+6,228 |
May09 |
090116 |
51.86 |
52.83 |
49.94 |
50.54 |
-1.25 |
28,337 |
36,734 |
+3,959 |
Jun09 |
090116 |
53.30 |
54.16 |
51.54 |
52.14 |
-1.12 |
18,033 |
46,746 |
-834 |
Jul09 |
090116 |
54.03 |
54.96 |
52.97 |
53.33 |
-1.03 |
5,175 |
17,839 |
-747 |
Aug09 |
090116 |
54.99 |
55.84 |
53.97 |
54.35 |
-0.97 |
2,420 |
14,761 |
-153 |
Sep09 |
090116 |
56.70 |
56.72 |
54.88 |
55.27 |
-0.90 |
2,215 |
13,556 |
-562 |
Oct09 |
090116 |
57.50 |
57.52 |
55.62 |
56.14 |
-0.83 |
2,026 |
10,177 |
-387 |
Nov09 |
090116 |
58.19 |
58.27 |
56.41 |
56.94 |
-0.77 |
1,313 |
11,938 |
-101 |
Dec09 |
090116 |
58.83 |
59.02 |
57.07 |
57.70 |
-0.74 |
10,182 |
55,535 |
-410 |
Jan10 |
090116 |
58.85 |
58.85 |
58.46 |
58.46 |
-0.74 |
0 |
9,528 |
-25 |
Feb10 |
090116 |
59.70 |
59.70 |
59.18 |
59.18 |
-0.75 |
0 |
6,501 |
-28 |
Mar10 |
090116 |
60.82 |
60.82 |
59.92 |
59.92 |
-0.75 |
0 |
3,216 |
+0 |
Apr10 |
090116 |
60.63 |
60.63 |
60.63 |
60.63 |
-0.71 |
0 |
2,746 |
+0 |
Total Volume and Open Interest |
351,704 |
634,624 |
+13,774 |
Gas Oil(ICE) |
Feb09 |
090116 |
469.50 |
477.75 |
452.75 |
463.50 |
+5.75 |
56,429 |
86,560 |
-133 |
Mar09 |
090116 |
475.00 |
483.25 |
459.50 |
470.00 |
+6.50 |
40,253 |
70,076 |
+9,404 |
Apr09 |
090116 |
480.25 |
491.00 |
467.50 |
478.00 |
+6.75 |
14,805 |
36,070 |
+4,152 |
May09 |
090116 |
492.00 |
500.50 |
477.25 |
487.75 |
+7.00 |
5,491 |
23,742 |
+1,240 |
Jun09 |
090116 |
502.50 |
510.50 |
487.25 |
497.50 |
+6.75 |
7,626 |
40,640 |
+600 |
Jul09 |
090116 |
512.25 |
521.25 |
500.00 |
508.75 |
+7.00 |
3,550 |
15,466 |
+62 |
Aug09 |
090116 |
521.50 |
532.25 |
510.50 |
519.75 |
+7.25 |
2,101 |
17,748 |
+25 |
Sep09 |
090116 |
528.00 |
541.75 |
520.25 |
529.50 |
+7.75 |
1,780 |
13,355 |
+250 |
Oct09 |
090116 |
541.75 |
549.50 |
528.00 |
537.50 |
+7.75 |
1,647 |
10,907 |
+157 |
Nov09 |
090116 |
544.25 |
555.50 |
533.50 |
543.25 |
+7.50 |
960 |
9,741 |
+192 |
Total Volume and Open Interest |
143,519 |
443,301 |
+19,383 |
Ethanol(CBOT) |
Jan09 |
090106 |
1.675 |
1.675 |
1.675 |
1.675 |
+0.044 |
2 |
72 |
+72 |
Feb09 |
090116 |
1.590 |
1.620 |
1.570 |
1.612 |
+0.064 |
24 |
360 |
+1 |
Mar09 |
090116 |
1.560 |
1.630 |
1.560 |
1.630 |
+0.080 |
37 |
299 |
+24 |
Apr09 |
090116 |
1.615 |
1.640 |
1.615 |
1.640 |
+0.075 |
5 |
373 |
+5 |
May09 |
090116 |
1.640 |
1.670 |
1.640 |
1.670 |
+0.090 |
28 |
182 |
-7 |
Jun09 |
090116 |
1.640 |
1.680 |
1.640 |
1.680 |
+0.085 |
1 |
189 |
+1 |
Jul09 |
090116 |
1.675 |
1.710 |
1.675 |
1.710 |
+0.080 |
2 |
191 |
+2 |
Aug09 |
090116 |
1.725 |
1.725 |
1.725 |
1.725 |
+0.090 |
2 |
219 |
+2 |
Total Volume and Open Interest |
107 |
2,887 |
+33 |
US Dollar Index(ICE) |
Mar09 |
090116 |
85.215 |
85.215 |
84.045 |
84.835 |
-0.320 |
3,984 |
12,235 |
+300 |
Jun09 |
090116 |
85.375 |
85.760 |
85.280 |
85.710 |
-0.235 |
6 |
2,350 |
+0 |
Sep09 |
090116 |
86.270 |
86.270 |
86.270 |
86.270 |
-0.335 |
|
|
|
Total Volume and Open Interest |
3,650 |
14,285 |
+401 |
Australian Dollar(CME) |
Mar09 |
090116 |
67.35 |
67.35 |
66.34 |
66.34 |
+0.02 |
126 |
43,100 |
+2,699 |
Jun09 |
090116 |
66.00 |
66.00 |
66.00 |
66.00 |
unch |
0 |
195 |
+3 |
Sep09 |
090116 |
65.70 |
65.70 |
65.70 |
65.70 |
-0.02 |
0 |
153 |
+0 |
Total Volume and Open Interest |
32,099 |
40,771 |
+1,095 |
British Pound(CME) |
Mar09 |
090116 |
146.46 |
146.46 |
146.46 |
146.46 |
+0.05 |
3 |
77,632 |
+2,615 |
Jun09 |
090116 |
146.31 |
146.31 |
146.31 |
146.31 |
+0.04 |
0 |
2,573 |
-20 |
Sep09 |
090116 |
146.25 |
146.25 |
146.25 |
146.25 |
+0.03 |
0 |
8 |
+0 |
Total Volume and Open Interest |
59,023 |
77,638 |
+2,261 |
Canadian Dollar(CME) |
Mar09 |
090116 |
80.69 |
80.69 |
79.83 |
79.83 |
-0.09 |
159 |
58,319 |
+4,447 |
Jun09 |
090116 |
79.86 |
79.86 |
79.86 |
79.86 |
-0.13 |
3 |
2,370 |
+226 |
Sep09 |
090116 |
79.86 |
79.97 |
79.86 |
79.97 |
-0.11 |
100 |
1,250 |
+6 |
Dec09 |
090116 |
80.04 |
80.04 |
80.04 |
80.04 |
-0.12 |
125 |
481 |
+27 |
Total Volume and Open Interest |
38,183 |
58,055 |
+2,868 |
Japanese Yen(CME) |
Mar09 |
090116 |
110.20 |
110.74 |
110.20 |
110.74 |
-0.87 |
23 |
107,835 |
+2,543 |
Jun09 |
090116 |
110.94 |
110.94 |
110.94 |
110.94 |
-0.89 |
0 |
3,916 |
+67 |
Sep09 |
090116 |
111.14 |
111.14 |
111.14 |
111.14 |
-0.91 |
0 |
34 |
-3 |
Total Volume and Open Interest |
79,343 |
109,206 |
+1,293 |
Swiss Franc(CME) |
Mar09 |
090116 |
89.66 |
89.66 |
89.66 |
89.66 |
+0.49 |
0 |
24,152 |
+97 |
Jun09 |
090116 |
89.84 |
89.84 |
89.84 |
89.84 |
+0.51 |
0 |
377 |
+1 |
Sep09 |
090116 |
90.02 |
90.02 |
90.02 |
90.02 |
+0.50 |
0 |
6 |
+0 |
Total Volume and Open Interest |
25,959 |
24,441 |
-244 |
EuroFX(CME) |
Mar09 |
090116 |
132.16 |
132.16 |
132.16 |
132.16 |
+0.77 |
6 |
126,198 |
+10,309 |
Jun09 |
090116 |
131.92 |
131.92 |
131.92 |
131.92 |
+0.78 |
76 |
1,369 |
+19 |
Sep09 |
090116 |
131.76 |
131.76 |
131.76 |
131.76 |
+0.79 |
0 |
872 |
-20 |
Total Volume and Open Interest |
179,836 |
118,178 |
+1,166 |
Mexican Peso(CME) |
Jan09 |
090116 |
721.2 |
721.2 |
721.2 |
721.2 |
+2.2 |
|
|
|
Feb09 |
090116 |
716.2 |
716.2 |
716.2 |
716.2 |
+2.2 |
|
|
|
Total Volume and Open Interest |
13,709 |
23,974 |
+5,756 |
30-Year T-Bonds(CBOT) |
Mar09 |
090116 |
136~220 |
136~270 |
134~015 |
136~070 |
-0~295 |
175,288 |
734,610 |
-3,252 |
Jun09 |
090116 |
135~105 |
135~170 |
132~270 |
134~300 |
-0~290 |
1,063 |
1,704 |
+143 |
Sep09 |
090116 |
133~230 |
133~230 |
133~230 |
133~230 |
-0~290 |
0 |
37 |
+0 |
Total Volume and Open Interest |
183,667 |
739,486 |
+6,579 |
10-Year T-Notes(CBOT) |
Mar09 |
090116 |
126~275 |
126~280 |
125~130 |
126~170 |
-0~155 |
508,269 |
1,023,691 |
+2,233 |
Jun09 |
090116 |
123~155 |
124~240 |
123~155 |
124~090 |
-0~150 |
161 |
2,172 |
+117 |
Sep09 |
090116 |
123~090 |
123~240 |
123~090 |
123~090 |
-0~150 |
|
|
|
Total Volume and Open Interest |
508,430 |
1,025,863 |
+2,350 |
5-Year T-Notes(CBOT) |
Mar09 |
090116 |
120~008 |
120~008 |
120~006 |
120~006 |
-0~046 |
229,228 |
0 |
+0 |
Jun09 |
090116 |
118~078 |
118~078 |
118~078 |
118~078 |
-0~046 |
|
|
|
Sep09 |
090116 |
118~079 |
118~124 |
118~079 |
118~079 |
-0~045 |
|
|
|
Total Volume and Open Interest |
349,085 |
981,725 |
-20,113 |
2 Year T-Notes(CBOT) |
Mar09 |
090116 |
109~034 |
109~034 |
109~034 |
109~034 |
+0~006 |
176 |
501,978 |
-9,840 |
Jun09 |
090116 |
108~094 |
108~094 |
108~094 |
108~094 |
+0~006 |
0 |
1 |
+0 |
Sep09 |
090116 |
108~094 |
108~094 |
108~094 |
108~094 |
+0~006 |
|
|
|
Total Volume and Open Interest |
148,384 |
511,819 |
-10,060 |
Eurodollars(CME) |
Mar09 |
090116 |
98.995 |
99.025 |
98.985 |
99.000 |
+0.065 |
9,816 |
1,288,109 |
+22,877 |
Jun09 |
090116 |
99.045 |
99.080 |
99.040 |
99.055 |
+0.085 |
7,204 |
1,046,783 |
-7,606 |
Sep09 |
090116 |
98.970 |
98.995 |
98.970 |
98.985 |
+0.090 |
2,018 |
869,322 |
-7,404 |
Dec09 |
090116 |
98.790 |
98.815 |
98.790 |
98.805 |
+0.070 |
1,121 |
742,858 |
+1,454 |
Mar10 |
090116 |
98.635 |
98.660 |
98.635 |
98.650 |
+0.040 |
2,663 |
660,490 |
-2,472 |
Jun10 |
090116 |
98.375 |
98.425 |
98.375 |
98.395 |
+0.005 |
1,675 |
384,151 |
+163 |
Sep10 |
090116 |
98.145 |
98.180 |
98.145 |
98.155 |
-0.030 |
1,273 |
363,721 |
+1,602 |
Dec10 |
090116 |
97.915 |
97.960 |
97.915 |
97.920 |
-0.060 |
1,901 |
303,254 |
-356 |
Mar11 |
090116 |
97.825 |
97.870 |
97.820 |
97.820 |
-0.080 |
976 |
179,685 |
+2,685 |
Jun11 |
090116 |
97.715 |
97.755 |
97.715 |
97.715 |
-0.085 |
971 |
186,133 |
+8,047 |
Sep11 |
090116 |
97.630 |
97.660 |
97.625 |
97.625 |
-0.090 |
1,410 |
124,545 |
-2,141 |
Dec11 |
090116 |
97.540 |
97.570 |
97.530 |
97.530 |
-0.095 |
1,106 |
105,271 |
+1,224 |
Mar12 |
090116 |
97.525 |
97.560 |
97.505 |
97.515 |
-0.095 |
239 |
84,276 |
+132 |
Jun12 |
090116 |
97.490 |
97.510 |
97.475 |
97.475 |
-0.100 |
291 |
66,185 |
+863 |
Sep12 |
090116 |
97.465 |
97.480 |
97.435 |
97.445 |
-0.100 |
523 |
76,424 |
+383 |
Dec12 |
090116 |
97.405 |
97.430 |
97.385 |
97.385 |
-0.100 |
464 |
53,060 |
-744 |
Mar13 |
090116 |
97.385 |
97.425 |
97.375 |
97.375 |
-0.100 |
511 |
39,275 |
-29 |
Jun13 |
090116 |
97.335 |
97.385 |
97.335 |
97.335 |
-0.100 |
2,368 |
29,293 |
-83 |
Total Volume and Open Interest |
1,944,817 |
6,873,204 |
+29,315 |
30 Day Federal Funds(CBOT) |
Jan09 |
090116 |
99.855 |
99.855 |
99.855 |
99.855 |
-0.002 |
0 |
67,177 |
+73 |
Feb09 |
090116 |
99.820 |
99.820 |
99.820 |
99.820 |
unch |
0 |
61,255 |
-1,722 |
Mar09 |
090116 |
99.810 |
99.810 |
99.810 |
99.810 |
unch |
1 |
38,614 |
+1,783 |
Apr09 |
090116 |
99.800 |
99.800 |
99.800 |
99.800 |
unch |
1 |
41,737 |
+580 |
May09 |
090116 |
99.785 |
99.785 |
99.785 |
99.785 |
unch |
0 |
45,449 |
-193 |
Jun09 |
090116 |
99.775 |
99.775 |
99.775 |
99.775 |
+0.015 |
0 |
22,295 |
-173 |
Total Volume and Open Interest |
49,083 |
370,644 |
+2,419 |
30 Day Fed Funds(e-CBOT) |
Jan09 |
090116 |
99.857 |
99.860 |
99.845 |
99.855 |
-0.002 |
3,948 |
67,177 |
+73 |
Feb09 |
090116 |
99.825 |
99.830 |
99.815 |
99.820 |
unch |
13,344 |
61,255 |
-1,722 |
Mar09 |
090116 |
99.810 |
99.815 |
99.805 |
99.805 |
unch |
8,360 |
38,614 |
+1,783 |
Apr09 |
090116 |
99.800 |
99.805 |
99.795 |
99.795 |
unch |
5,189 |
41,737 |
+580 |
May09 |
090116 |
99.775 |
99.790 |
99.775 |
99.780 |
unch |
4,098 |
45,449 |
-193 |
Jun09 |
090116 |
99.760 |
99.780 |
99.760 |
99.765 |
unch |
3,918 |
22,295 |
-173 |
Total Volume and Open Interest |
48,442 |
371,471 |
+827 |
3-Mth Euro-Yen(CME) |
Mar09 |
090116 |
99.40 |
99.40 |
99.40 |
99.40 |
-0.01 |
0 |
5,301 |
-761 |
Jun09 |
090116 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
4 |
1,027 |
-251 |
Sep09 |
090116 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
480 |
+0 |
Dec09 |
090116 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
0 |
175 |
+0 |
Mar10 |
090116 |
99.48 |
99.48 |
99.48 |
99.48 |
+0.01 |
|
|
|
Jun10 |
090116 |
99.42 |
99.42 |
99.42 |
99.42 |
unch |
|
|
|
Sep10 |
090116 |
99.39 |
99.39 |
99.39 |
99.39 |
unch |
|
|
|
Dec10 |
090116 |
99.38 |
99.38 |
99.38 |
99.38 |
unch |
|
|
|
Mar11 |
090116 |
99.28 |
99.28 |
99.28 |
99.28 |
-0.01 |
|
|
|
Jun11 |
090116 |
99.28 |
99.28 |
99.28 |
99.28 |
-0.01 |
|
|
|
Total Volume and Open Interest |
4 |
6,983 |
-1,012 |
3-Mth Euro-Yen(SGX) |
Mar09 |
090116 |
99.41 |
99.41 |
99.40 |
99.40 |
-0.01 |
1,285 |
17,178 |
-154 |
Jun09 |
090116 |
99.53 |
99.53 |
99.53 |
99.53 |
-0.01 |
359 |
7,190 |
-188 |
Sep09 |
090116 |
99.57 |
99.57 |
99.57 |
99.57 |
-0.01 |
6 |
3,158 |
+0 |
Dec09 |
090116 |
99.51 |
99.54 |
99.51 |
99.54 |
-0.01 |
12 |
1,420 |
+0 |
Mar10 |
090116 |
99.46 |
99.46 |
99.46 |
99.46 |
-0.01 |
0 |
904 |
+0 |
Jun10 |
090116 |
99.40 |
99.40 |
99.40 |
99.40 |
-0.01 |
0 |
527 |
+0 |
Sep10 |
090116 |
99.38 |
99.38 |
99.38 |
99.38 |
-0.01 |
0 |
252 |
+0 |
Dec10 |
090116 |
99.36 |
99.36 |
99.36 |
99.36 |
-0.01 |
0 |
152 |
+0 |
Total Volume and Open Interest |
523 |
33,100 |
+296 |
Japanese Gov't Bonds(SGX) |
Mar09 |
090116 |
139.95 |
140.01 |
139.63 |
139.78 |
-0.27 |
1,005 |
12,120 |
-58 |
Jun09 |
090116 |
139.78 |
139.78 |
139.78 |
139.78 |
-0.27 |
|
|
|
Sep09 |
090116 |
139.78 |
139.78 |
139.78 |
139.78 |
-0.27 |
|
|
|
Total Volume and Open Interest |
1,005 |
12,120 |
-58 |
Euro-Bund(EUREX) |
Mar09 |
090114 |
125.09 |
126.04 |
124.69 |
125.83 |
+0.70 |
608,114 |
847,190 |
+7,000 |
Jun09 |
090114 |
123.82 |
124.80 |
123.66 |
124.67 |
+0.68 |
579 |
1,328 |
+504 |
Sep09 |
090114 |
124.67 |
124.67 |
124.67 |
124.67 |
+0.68 |
|
|
|
Total Volume and Open Interest |
608,693 |
848,518 |
+7,504 |
Euro-Bobl(EUREX) |
Mar09 |
081215 |
114.02 |
114.71 |
113.94 |
114.69 |
+0.66 |
312,111 |
797,573 |
-604 |
Jun09 |
090116 |
116.50 |
116.50 |
116.50 |
116.50 |
-0.04 |
704 |
6,729 |
+702 |
Sep09 |
090116 |
116.50 |
116.50 |
116.50 |
116.50 |
+0.03 |
235 |
0 |
+0 |
Total Volume and Open Interest |
460,966 |
801,281 |
-13,720 |
3-Mth Euribor(EUREX) |
Mar09 |
081229 |
97.745 |
97.775 |
97.745 |
97.775 |
+0.560 |
702 |
5,364 |
+143 |
Jun09 |
090114 |
98.280 |
98.290 |
98.245 |
98.245 |
-0.080 |
253 |
5,503 |
-57 |
Sep09 |
090114 |
98.220 |
98.240 |
98.220 |
98.240 |
-0.035 |
403 |
2,994 |
+365 |
Total Volume and Open Interest |
1,949 |
31,805 |
+233 |
Long Gilt(LIFFE) |
Mar09 |
090116 |
121~26 |
121~32 |
120~19 |
120~30 |
-1~15 |
79,238 |
330,328 |
-4,307 |
Jun09 |
090116 |
121~21 |
121~21 |
121~21 |
121~21 |
-1~15 |
|
|
|
Total Volume and Open Interest |
79,818 |
334,635 |
+15,466 |
3-Mth Short Sterling(LIFFE) |
Mar09 |
090116 |
98.43 |
98.43 |
98.43 |
98.43 |
+0.02 |
84,620 |
457,976 |
-192 |
Jun09 |
090116 |
98.51 |
98.51 |
98.51 |
98.51 |
+0.01 |
48,704 |
319,961 |
+6,748 |
Sep09 |
090116 |
98.42 |
98.42 |
98.42 |
98.42 |
+0.01 |
38,586 |
252,289 |
-4,248 |
Dec09 |
090116 |
98.15 |
98.15 |
98.15 |
98.15 |
+0.01 |
24,100 |
221,416 |
-328 |
Mar10 |
090116 |
97.93 |
97.93 |
97.93 |
97.93 |
+0.01 |
33,173 |
187,001 |
+65 |
Jun10 |
090116 |
97.63 |
97.63 |
97.63 |
97.63 |
-0.01 |
25,828 |
156,026 |
+3,260 |
Total Volume and Open Interest |
214,473 |
1,805,329 |
+8,253 |
3-Mth Euribor(LIFFE) |
Mar09 |
090116 |
97.925 |
98.050 |
97.895 |
98.025 |
+0.035 |
149,335 |
750,099 |
+2,588 |
Jun09 |
090116 |
98.130 |
98.280 |
98.100 |
98.265 |
+0.060 |
117,144 |
629,619 |
+8,060 |
Sep09 |
090116 |
98.105 |
98.280 |
98.070 |
98.265 |
+0.100 |
111,916 |
486,922 |
+3,124 |
Total Volume and Open Interest |
715,336 |
3,323,219 |
+57,995 |
3-Mth Aus T-Bills(SFE) |
Mar09 |
090116 |
96.91 |
96.91 |
96.81 |
96.83 |
-0.15 |
21,303 |
252,439 |
+14,402 |
Jun09 |
090116 |
97.31 |
97.31 |
97.21 |
97.22 |
-0.14 |
16,424 |
180,503 |
+3,208 |
Sep09 |
090116 |
97.22 |
97.22 |
97.14 |
97.15 |
-0.09 |
3,569 |
114,120 |
+1,987 |
Dec09 |
090116 |
97.01 |
97.01 |
96.94 |
96.97 |
-0.07 |
4,264 |
65,993 |
+1,700 |
Mar10 |
090116 |
96.74 |
96.74 |
96.65 |
96.68 |
-0.08 |
4,252 |
44,782 |
+2,305 |
Jun10 |
090116 |
96.44 |
96.44 |
96.37 |
96.39 |
-0.07 |
4,813 |
42,293 |
+3,280 |
Sep10 |
090116 |
96.10 |
96.13 |
96.08 |
96.13 |
-0.04 |
664 |
22,389 |
+545 |
Dec10 |
090116 |
95.91 |
95.94 |
95.91 |
95.94 |
-0.04 |
426 |
12,225 |
+94 |
Mar11 |
090116 |
95.82 |
95.82 |
95.82 |
95.82 |
-0.04 |
0 |
800 |
+0 |
Jun11 |
090116 |
95.73 |
95.73 |
95.73 |
95.73 |
-0.04 |
20 |
848 |
+0 |
Total Volume and Open Interest |
60,970 |
736,549 |
+27,521 |
10-Year Aus T-Bonds(SFE) |
Mar09 |
090116 |
96.10 |
96.10 |
96.02 |
96.03 |
-0.11 |
23,131 |
288,769 |
+7,347 |
Jun09 |
090116 |
96.03 |
96.03 |
96.03 |
96.03 |
-0.11 |
|
|
|
Total Volume and Open Interest |
27,617 |
288,769 |
+7,347 |
3-Year Aus T-Bonds(SFE) |
Mar09 |
090116 |
96.94 |
96.96 |
96.86 |
96.86 |
-0.11 |
55,762 |
398,874 |
+35,810 |
Jun09 |
090116 |
96.86 |
96.86 |
96.86 |
96.86 |
-0.11 |
|
|
|
Total Volume and Open Interest |
64,684 |
398,874 |
+35,810 |
Gold(CMX) |
Feb09 |
090116 |
829.6 |
841.0 |
829.6 |
839.9 |
+32.6 |
134,944 |
132,085 |
-19,454 |
Apr09 |
090116 |
841.0 |
841.6 |
840.9 |
841.6 |
+32.6 |
31,164 |
91,820 |
+18,958 |
Jun09 |
090116 |
841.0 |
842.9 |
841.0 |
842.9 |
+32.6 |
2,081 |
32,409 |
+168 |
Aug09 |
090116 |
844.2 |
844.2 |
844.2 |
844.2 |
+32.6 |
525 |
12,133 |
-19 |
Oct09 |
090116 |
845.5 |
845.5 |
845.5 |
845.5 |
+32.6 |
55 |
3,505 |
-52 |
Dec09 |
090116 |
846.8 |
846.8 |
846.8 |
846.8 |
+32.5 |
1,641 |
14,529 |
+345 |
Feb10 |
090116 |
848.4 |
848.4 |
848.4 |
848.4 |
+32.7 |
9 |
2,886 |
-2 |
Apr10 |
090116 |
850.0 |
850.0 |
850.0 |
850.0 |
+32.9 |
50 |
351 |
+50 |
Jun10 |
090116 |
851.6 |
851.6 |
851.6 |
851.6 |
+33.1 |
140 |
3,227 |
+0 |
Aug10 |
090116 |
853.3 |
853.3 |
853.3 |
853.3 |
+33.3 |
2 |
100 |
+0 |
Oct10 |
090116 |
855.0 |
855.0 |
855.0 |
855.0 |
+33.4 |
|
|
|
Dec10 |
090116 |
856.9 |
856.9 |
856.9 |
856.9 |
+33.4 |
67 |
11,379 |
+48 |
Total Volume and Open Interest |
140,297 |
313,724 |
-4,461 |
Silver(CMX) |
Mar09 |
090116 |
1110.0 |
1127.5 |
1110.0 |
1121.5 |
+77.5 |
15,781 |
50,554 |
-670 |
May09 |
090116 |
1123.3 |
1123.3 |
1123.3 |
1123.3 |
+77.8 |
1,450 |
6,972 |
+300 |
Jul09 |
090116 |
1124.5 |
1124.5 |
1124.5 |
1124.5 |
+77.8 |
1,365 |
9,585 |
-220 |
Sep09 |
090116 |
1125.5 |
1125.5 |
1125.5 |
1125.5 |
+77.8 |
90 |
3,148 |
+27 |
Dec09 |
090116 |
1127.1 |
1127.1 |
1127.1 |
1127.1 |
+77.9 |
353 |
8,174 |
-87 |
Mar10 |
090116 |
1128.4 |
1128.4 |
1128.4 |
1128.4 |
+77.9 |
5 |
598 |
+0 |
May10 |
090116 |
1129.3 |
1129.3 |
1129.3 |
1129.3 |
+78.0 |
8 |
1 |
+0 |
Total Volume and Open Interest |
19,693 |
86,145 |
+229 |
Platinum(NYMEX) |
Jan09 |
090116 |
947.8 |
947.8 |
947.8 |
947.8 |
+31.1 |
11 |
353 |
-26 |
Apr09 |
090116 |
953.3 |
953.3 |
953.3 |
953.3 |
+31.1 |
1,713 |
17,051 |
-51 |
Jul09 |
090116 |
954.1 |
956.3 |
951.0 |
956.3 |
+31.1 |
|
|
|
Total Volume and Open Interest |
2,180 |
17,797 |
-497 |
Palladium(NYMEX) |
Mar09 |
090116 |
180.00 |
186.85 |
180.00 |
185.95 |
+6.05 |
463 |
11,553 |
-64 |
Jun09 |
090116 |
186.60 |
186.60 |
186.60 |
186.60 |
+5.95 |
57 |
823 |
+29 |
Total Volume and Open Interest |
668 |
12,411 |
-57 |
Copper(CMX) |
Mar09 |
090116 |
153.40 |
154.80 |
151.70 |
152.75 |
+7.40 |
12,974 |
53,518 |
-1,690 |
May09 |
090116 |
153.20 |
154.05 |
153.20 |
154.05 |
+7.30 |
2,544 |
13,771 |
+233 |
Jul09 |
090116 |
153.90 |
155.00 |
153.90 |
155.00 |
+7.25 |
364 |
3,278 |
+170 |
Sep09 |
090116 |
154.25 |
155.65 |
154.25 |
155.65 |
+7.15 |
53 |
1,830 |
+14 |
Dec09 |
090116 |
156.30 |
156.30 |
156.30 |
156.30 |
+7.10 |
12 |
2,187 |
-2 |
Total Volume and Open Interest |
19,184 |
85,229 |
+3,233 |
Aluminum(CMX) |
Jan09 |
090116 |
0.68 |
0.68 |
0.68 |
0.68 |
unch |
|
|
|
Feb09 |
090116 |
0.68 |
0.68 |
0.68 |
0.68 |
-0.01 |
|
|
|
Mar09 |
090116 |
0.69 |
0.69 |
0.69 |
0.69 |
-0.01 |
|
|
|
Apr09 |
090116 |
0.70 |
0.70 |
0.70 |
0.70 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
DJIA Index(CBOT) |
Mar09 |
090116 |
8280 |
8290 |
8065 |
8243 |
+81 |
1,021 |
14,703 |
+4 |
Jun09 |
090116 |
8075 |
8198 |
8075 |
8198 |
+81 |
0 |
27 |
+0 |
Sep09 |
090116 |
8138 |
8138 |
8138 |
8138 |
+81 |
|
|
|
Dec09 |
090116 |
8098 |
8098 |
8098 |
8098 |
+81 |
|
|
|
Total Volume and Open Interest |
4,786 |
14,726 |
+2,635 |
S & P 500(CME) |
Mar09 |
090116 |
854.70 |
856.00 |
826.50 |
848.60 |
+9.30 |
28,530 |
514,122 |
+4,272 |
Jun09 |
090116 |
845.50 |
847.50 |
844.90 |
844.90 |
+9.10 |
1,769 |
11,200 |
+1,156 |
Sep09 |
090116 |
841.10 |
841.10 |
841.10 |
841.10 |
+9.10 |
60 |
629 |
+60 |
Dec09 |
090116 |
838.10 |
838.10 |
838.10 |
838.10 |
+9.10 |
0 |
24 |
+0 |
Total Volume and Open Interest |
46,656 |
520,487 |
+14,438 |
S & P 500 E-Mini(Globex) |
Mar09 |
090116 |
851.75 |
856.25 |
831.25 |
848.00 |
+8.75 |
3,371,389 |
2,467,373 |
-9,674 |
Jun09 |
090116 |
850.25 |
850.25 |
850.25 |
850.25 |
+14.50 |
16,376 |
39,563 |
+12,785 |
Total Volume and Open Interest |
2,754,237 |
2,504,171 |
+69,564 |
NASDAQ 100(CME) |
Mar09 |
090116 |
1162.80 |
1201.00 |
1162.80 |
1197.00 |
+19.70 |
1,806 |
23,965 |
+239 |
Jun09 |
090116 |
1197.50 |
1197.50 |
1197.50 |
1197.50 |
+19.70 |
0 |
9 |
+0 |
Sep09 |
090116 |
1197.80 |
1197.80 |
1197.80 |
1197.80 |
+19.80 |
|
|
|
Total Volume and Open Interest |
2,968 |
23,735 |
+417 |
NASDAQ 100 E-Mini(Globex) |
Mar09 |
090116 |
1181.00 |
1201.00 |
1164.50 |
1197.00 |
+19.70 |
384,576 |
247,806 |
-5,538 |
Jun09 |
090116 |
1186.00 |
1199.30 |
1166.30 |
1197.50 |
+19.70 |
70 |
1,682 |
+26 |
Total Volume and Open Interest |
289,552 |
255,019 |
+9,547 |
S & P Midcap 400(CME) |
Mar09 |
090116 |
519.00 |
519.00 |
512.50 |
515.70 |
+7.80 |
52 |
3,655 |
-8 |
Jun09 |
090116 |
515.70 |
515.70 |
515.70 |
515.70 |
+7.80 |
|
|
|
Sep09 |
090116 |
520.70 |
520.70 |
520.70 |
520.70 |
+7.80 |
|
|
|
Total Volume and Open Interest |
18 |
3,663 |
+0 |
Russell 2000(CME) |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar09 |
090116 |
8120 |
8280 |
8055 |
8240 |
+215 |
57,173 |
153,448 |
-510 |
Jun09 |
090116 |
8160 |
8160 |
8160 |
8160 |
+220 |
0 |
163 |
+0 |
Total Volume and Open Interest |
57,175 |
153,751 |
-509 |
Nikkei 225(SGX) |
Mar09 |
090116 |
8120 |
8280 |
8055 |
8240 |
+215 |
57,173 |
153,448 |
-510 |
Jun09 |
090116 |
8160 |
8160 |
8160 |
8160 |
+220 |
0 |
163 |
+0 |
Sep09 |
090116 |
8160 |
8160 |
8160 |
8160 |
+215 |
0 |
68 |
+0 |
Total Volume and Open Interest |
57,175 |
153,751 |
-509 |
CAC 40(EURONEXT) |
Jan09 |
090116 |
3055.0 |
3109.0 |
3035.5 |
3056.0 |
+57.5 |
206,748 |
291,793 |
-23,853 |
Feb09 |
090116 |
3049.0 |
3113.5 |
2970.5 |
3021.0 |
+18.5 |
86,269 |
287,752 |
+37,731 |
Mar09 |
090116 |
3064.5 |
3105.5 |
2984.5 |
3024.0 |
+18.5 |
278 |
28,993 |
+173 |
Total Volume and Open Interest |
447,519 |
596,930 |
+105,183 |
Hang Seng Index(HKFE) |
Jan09 |
090116 |
13300 |
13423 |
13075 |
13252 |
+201 |
7,239 |
1,827 |
-2,015 |
Feb09 |
090116 |
13305 |
13420 |
13078 |
13260 |
+202 |
85 |
523 |
+110 |
Mar09 |
090116 |
13223 |
13347 |
13088 |
13210 |
+220 |
7 |
316 |
-399 |
Total Volume and Open Interest |
7,333 |
2,679 |
-2,334 |
DAX(EUREX) |
Mar09 |
090116 |
4427.0 |
4488.0 |
4311.0 |
4388.0 |
+45.0 |
210,271 |
146,769 |
+5,935 |
Jun09 |
090116 |
4440.0 |
4500.0 |
4334.0 |
4404.5 |
+45.0 |
795 |
10,867 |
-59 |
Sep09 |
090116 |
4454.5 |
4515.0 |
4362.0 |
4418.0 |
+45.5 |
369 |
718 |
+133 |
Total Volume and Open Interest |
211,435 |
158,354 |
+6,009 |
FT-SE 100(EURONEXT) |
Mar09 |
090116 |
4167.00 |
4220.00 |
4051.00 |
4129.50 |
+59.00 |
167,928 |
725,435 |
+8,256 |
Jun09 |
090116 |
4124.50 |
4145.00 |
4087.50 |
4088.00 |
+59.50 |
44 |
1,955 |
-6 |
Sep09 |
090116 |
4061.50 |
4061.50 |
4061.50 |
4061.50 |
+61.00 |
|
|
|
Total Volume and Open Interest |
177,059 |
719,140 |
-1,266 |
SPI 200(SFE) |
Mar09 |
090116 |
3548.0 |
3551.0 |
3501.0 |
3524.0 |
+20.0 |
30,745 |
317,392 |
+10,128 |
Jun09 |
090116 |
3521.0 |
3521.0 |
3521.0 |
3521.0 |
+21.0 |
27 |
2,726 |
-3 |
Sep09 |
090116 |
3470.0 |
3470.0 |
3470.0 |
3470.0 |
+19.0 |
1 |
1,082 |
-1 |
Total Volume and Open Interest |
32,488 |
322,074 |
+10,124 |
GSCI(CME) |
Feb09 |
090116 |
347.00 |
351.00 |
341.00 |
342.30 |
-1.20 |
1,155 |
13,922 |
+404 |
Mar09 |
090116 |
360.00 |
360.00 |
360.00 |
360.00 |
-1.00 |
519 |
0 |
+0 |
Apr09 |
090116 |
369.50 |
369.50 |
369.50 |
369.50 |
|
|
|
|
Reuters CCI(ICE) |
Feb09 |
090116 |
361.95 |
363.10 |
361.00 |
361.00 |
+6.00 |
1 |
21 |
-1 |
Apr09 |
090116 |
370.00 |
370.25 |
368.00 |
368.00 |
+6.00 |
3 |
1,031 |
+0 |
Jun09 |
090116 |
377.00 |
377.00 |
377.00 |
377.00 |
+6.00 |
0 |
401 |
+0 |
Total Volume and Open Interest |
2 |
6 |
+2 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
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