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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.

Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.