|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed January 21, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Mar09 |
090121 |
990.00 |
1021.00 |
986.50 |
1020.50 |
+28.50 |
101,814 |
157,386 |
-160 |
| May09 |
090121 |
999.00 |
1029.75 |
997.25 |
1029.25 |
+28.25 |
22,542 |
46,313 |
+3,729 |
| Jul09 |
090121 |
1012.50 |
1039.25 |
1007.50 |
1038.50 |
+27.50 |
19,814 |
36,996 |
+1,335 |
| Aug09 |
090121 |
1006.25 |
1031.00 |
1003.75 |
1031.00 |
+25.50 |
264 |
2,488 |
+77 |
| Sep09 |
090121 |
980.00 |
1004.00 |
978.50 |
1004.00 |
+24.50 |
431 |
1,749 |
+118 |
| Nov09 |
090121 |
950.50 |
974.00 |
949.00 |
974.00 |
+20.50 |
11,186 |
48,834 |
-1,029 |
| Jan10 |
090121 |
963.75 |
983.00 |
963.00 |
983.00 |
+21.00 |
595 |
1,195 |
+218 |
| Total Volume and Open Interest |
157,555 |
301,807 |
+4,676 |
| Soybean Meal(CBOT) |
| Mar09 |
090121 |
308.10 |
320.80 |
307.30 |
320.40 |
+11.40 |
39,255 |
52,781 |
-3,329 |
| May09 |
090121 |
310.30 |
320.90 |
308.80 |
320.90 |
+10.90 |
7,324 |
22,750 |
+960 |
| Jul09 |
090121 |
313.10 |
323.20 |
311.20 |
323.20 |
+10.60 |
6,635 |
18,128 |
+670 |
| Aug09 |
090121 |
309.20 |
320.50 |
308.90 |
320.50 |
+9.90 |
982 |
4,480 |
+25 |
| Sep09 |
090121 |
303.00 |
312.90 |
301.50 |
312.90 |
+9.90 |
703 |
3,938 |
+124 |
| Oct09 |
090121 |
287.70 |
296.90 |
287.00 |
296.90 |
+8.80 |
195 |
2,348 |
-1 |
| Dec09 |
090121 |
283.40 |
294.90 |
282.00 |
294.90 |
+8.80 |
2,746 |
11,158 |
+158 |
| Jan10 |
090121 |
294.90 |
294.90 |
286.10 |
294.90 |
+8.80 |
21 |
224 |
+0 |
| Total Volume and Open Interest |
57,866 |
116,235 |
-1,391 |
| Soybean Oil(CBOT) |
| Mar09 |
090121 |
33.64 |
34.26 |
33.38 |
33.95 |
+0.14 |
45,705 |
109,522 |
+423 |
| May09 |
090121 |
34.19 |
34.63 |
33.95 |
34.32 |
+0.13 |
11,884 |
33,815 |
+1,699 |
| Jul09 |
090121 |
34.48 |
35.00 |
34.17 |
34.70 |
+0.13 |
8,733 |
27,512 |
-111 |
| Aug09 |
090121 |
34.75 |
35.15 |
34.53 |
34.88 |
+0.13 |
864 |
5,174 |
-321 |
| Sep09 |
090121 |
35.08 |
35.31 |
34.68 |
35.06 |
+0.12 |
1,444 |
4,503 |
+188 |
| Oct09 |
090121 |
34.97 |
35.40 |
34.91 |
35.22 |
+0.11 |
673 |
4,343 |
-7 |
| Dec09 |
090121 |
35.40 |
35.77 |
35.01 |
35.52 |
+0.12 |
2,350 |
17,473 |
-295 |
| Jan10 |
090121 |
35.82 |
35.82 |
35.70 |
35.82 |
+0.12 |
2 |
361 |
+1 |
| Total Volume and Open Interest |
71,861 |
208,765 |
+1,708 |
| Canola(WCE) |
| Jan09 |
090114 |
435.9 |
435.9 |
435.9 |
435.9 |
+7.7 |
1 |
1 |
-1 |
| Mar09 |
090121 |
435.0 |
448.5 |
429.3 |
446.6 |
+11.0 |
6,353 |
65,376 |
-1,337 |
| May09 |
090121 |
441.0 |
456.2 |
437.1 |
454.3 |
+11.2 |
2,002 |
10,350 |
-18 |
| Jul09 |
090121 |
445.0 |
463.3 |
445.0 |
461.9 |
+11.5 |
420 |
6,802 |
+184 |
| Nov09 |
090121 |
451.6 |
467.7 |
448.4 |
465.6 |
+8.9 |
198 |
8,284 |
+50 |
| Total Volume and Open Interest |
8,989 |
91,053 |
-1,111 |
| Corn(CBOT) |
| Mar09 |
090121 |
382.25 |
391.75 |
378.00 |
390.25 |
+6.75 |
148,423 |
322,742 |
-8,395 |
| May09 |
090121 |
394.00 |
402.50 |
389.00 |
401.00 |
+6.25 |
31,305 |
121,629 |
+6,021 |
| Jul09 |
090121 |
404.75 |
413.00 |
399.50 |
411.25 |
+5.75 |
25,245 |
127,391 |
-598 |
| Sep09 |
090121 |
416.25 |
422.50 |
410.00 |
421.75 |
+5.50 |
11,696 |
32,285 |
-67 |
| Dec09 |
090121 |
428.50 |
436.50 |
423.50 |
435.75 |
+5.75 |
28,284 |
151,246 |
+1,538 |
| Mar10 |
090121 |
445.00 |
450.00 |
437.50 |
448.75 |
+6.00 |
1,196 |
12,299 |
+67 |
| Total Volume and Open Interest |
248,355 |
804,485 |
-1,483 |
| Wheat(CBOT) |
| Mar09 |
090121 |
553.00 |
573.00 |
551.75 |
571.75 |
+21.75 |
38,543 |
131,236 |
+2,653 |
| May09 |
090121 |
566.00 |
584.50 |
564.50 |
584.50 |
+21.75 |
7,886 |
34,497 |
+2,165 |
| Jul09 |
090121 |
579.50 |
597.00 |
576.75 |
595.75 |
+21.75 |
4,990 |
53,527 |
+475 |
| Sep09 |
090121 |
600.00 |
618.75 |
596.50 |
618.75 |
+22.25 |
419 |
17,297 |
-2 |
| Dec09 |
090121 |
621.50 |
641.25 |
621.50 |
640.50 |
+21.75 |
2,989 |
25,901 |
-98 |
| Total Volume and Open Interest |
55,187 |
269,978 |
+5,267 |
| Wheat(KCBT) |
| Mar09 |
090121 |
582.25 |
601.00 |
581.25 |
600.50 |
+20.75 |
8,904 |
33,977 |
-384 |
| May09 |
090121 |
596.75 |
611.50 |
592.50 |
611.50 |
+20.75 |
684 |
11,694 |
-43 |
| Jul09 |
090121 |
601.25 |
621.50 |
601.25 |
621.50 |
+21.25 |
1,742 |
20,028 |
+156 |
| Sep09 |
090121 |
617.50 |
632.00 |
614.75 |
632.00 |
+21.25 |
61 |
3,884 |
-7 |
| Dec09 |
090121 |
633.50 |
649.00 |
630.00 |
649.00 |
+21.25 |
1,216 |
8,868 |
+11 |
| Total Volume and Open Interest |
12,612 |
80,015 |
-268 |
| Wheat(MGE) |
| Mar09 |
090121 |
630.50 |
648.50 |
628.00 |
647.25 |
+17.75 |
1,599 |
8,970 |
+299 |
| May09 |
090121 |
626.50 |
644.25 |
625.00 |
642.75 |
+17.75 |
405 |
8,021 |
-60 |
| Jul09 |
090121 |
631.00 |
646.75 |
629.50 |
645.75 |
+17.50 |
185 |
3,187 |
+14 |
| Sep09 |
090121 |
639.00 |
652.25 |
636.75 |
651.25 |
+17.00 |
104 |
3,554 |
-64 |
| Dec09 |
090121 |
651.00 |
664.00 |
649.00 |
663.50 |
+17.50 |
75 |
2,266 |
-58 |
| Total Volume and Open Interest |
2,385 |
26,167 |
+137 |
| Oats(CBOT) |
| Mar09 |
090121 |
213.75 |
216.50 |
211.50 |
216.00 |
+2.00 |
719 |
6,885 |
-35 |
| May09 |
090121 |
222.50 |
225.50 |
221.25 |
225.50 |
+2.00 |
127 |
3,039 |
+7 |
| Jul09 |
090121 |
232.00 |
235.00 |
232.00 |
235.00 |
+2.00 |
193 |
3,028 |
+144 |
| Sep09 |
090121 |
244.50 |
244.50 |
242.50 |
244.50 |
+2.00 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
1,062 |
16,741 |
+115 |
| Rough Rice(CBOT) |
| Jan09 |
090114 |
13.80 |
13.85 |
13.80 |
13.83 |
+0.12 |
2 |
80 |
-41 |
| Mar09 |
090121 |
13.09 |
13.16 |
12.75 |
13.02 |
-0.12 |
566 |
4,411 |
+24 |
| May09 |
090121 |
13.09 |
13.33 |
12.94 |
13.14 |
-0.17 |
50 |
689 |
-7 |
| Jul09 |
090121 |
13.30 |
13.40 |
13.13 |
13.19 |
-0.26 |
4 |
192 |
+4 |
| Total Volume and Open Interest |
669 |
5,915 |
+63 |
| Live Cattle(CME) |
| Feb09 |
090121 |
82.580 |
83.050 |
81.680 |
82.350 |
-0.285 |
15,205 |
38,791 |
-8,202 |
| Apr09 |
090121 |
85.350 |
85.900 |
84.500 |
85.200 |
-0.150 |
14,641 |
89,693 |
+905 |
| Jun09 |
090121 |
83.830 |
84.550 |
83.200 |
84.100 |
+0.050 |
5,148 |
43,127 |
+1,209 |
| Aug09 |
090121 |
84.400 |
85.050 |
84.000 |
84.830 |
+0.080 |
3,139 |
18,238 |
+1,201 |
| Oct09 |
090121 |
88.200 |
88.700 |
87.700 |
88.300 |
+0.100 |
596 |
7,214 |
+287 |
| Dec09 |
090121 |
90.100 |
90.350 |
89.580 |
90.050 |
unch |
417 |
3,919 |
+260 |
| Total Volume and Open Interest |
39,273 |
202,040 |
-4,339 |
| Feeder Cattle(CME) |
| Jan09 |
090121 |
93.000 |
93.600 |
92.385 |
92.885 |
-0.115 |
384 |
2,092 |
-207 |
| Mar09 |
090121 |
91.750 |
92.500 |
90.550 |
91.350 |
-0.400 |
1,616 |
11,756 |
+80 |
| Apr09 |
090121 |
93.400 |
94.500 |
92.400 |
92.800 |
-0.700 |
434 |
3,363 |
+43 |
| May09 |
090121 |
94.700 |
95.800 |
93.800 |
94.700 |
-0.230 |
391 |
2,450 |
+87 |
| Aug09 |
090121 |
96.700 |
97.800 |
95.830 |
96.950 |
+0.150 |
145 |
1,250 |
+14 |
| Sep09 |
090121 |
96.500 |
97.800 |
96.400 |
97.100 |
+0.150 |
14 |
171 |
+6 |
| Oct09 |
090121 |
96.300 |
97.500 |
96.300 |
96.500 |
unch |
15 |
78 |
+7 |
| Total Volume and Open Interest |
2,999 |
21,192 |
+30 |
| Lean Hogs(CME) |
| Feb09 |
090121 |
59.750 |
60.050 |
58.130 |
59.330 |
-0.405 |
9,435 |
21,792 |
-1,725 |
| Apr09 |
090121 |
65.700 |
66.100 |
64.400 |
65.350 |
-0.350 |
10,470 |
58,505 |
+5 |
| May09 |
090121 |
76.535 |
76.975 |
76.000 |
76.950 |
-0.150 |
49 |
1,809 |
-21 |
| Jun09 |
090121 |
77.830 |
77.850 |
76.500 |
77.450 |
-0.380 |
2,391 |
31,848 |
-79 |
| Jul09 |
090121 |
77.850 |
78.250 |
77.000 |
77.930 |
-0.220 |
448 |
6,811 |
-68 |
| Aug09 |
090121 |
76.635 |
77.400 |
76.200 |
76.800 |
-0.200 |
252 |
5,154 |
-17 |
| Oct09 |
090121 |
69.200 |
70.180 |
68.850 |
70.180 |
+0.180 |
203 |
3,631 |
-58 |
| Dec09 |
090121 |
67.285 |
68.080 |
67.000 |
67.700 |
+0.050 |
20 |
1,070 |
-17 |
| Total Volume and Open Interest |
23,282 |
130,823 |
-1,968 |
| Pork Bellies(CME) |
| Feb09 |
090121 |
80.200 |
82.350 |
79.900 |
82.000 |
+1.320 |
263 |
536 |
-37 |
| Mar09 |
090121 |
81.000 |
82.200 |
81.000 |
82.200 |
+0.600 |
189 |
233 |
+71 |
| May09 |
090121 |
85.000 |
85.200 |
84.050 |
84.650 |
+0.550 |
41 |
256 |
+18 |
| Jul09 |
090121 |
84.550 |
84.550 |
82.000 |
84.550 |
+3.000 |
36 |
161 |
+16 |
| Aug09 |
090121 |
86.200 |
86.200 |
86.200 |
86.200 |
unch |
2 |
4 |
+2 |
| Total Volume and Open Interest |
531 |
1,190 |
+70 |
| Class III Milk(CME) |
| Jan09 |
090121 |
10.65 |
10.71 |
10.62 |
10.65 |
unch |
92 |
4,560 |
-40 |
| Feb09 |
090121 |
9.40 |
9.52 |
9.36 |
9.38 |
+0.04 |
262 |
4,638 |
+78 |
| Mar09 |
090121 |
9.71 |
10.01 |
9.68 |
9.92 |
+0.19 |
110 |
4,276 |
+28 |
| Apr09 |
090121 |
10.37 |
10.57 |
10.30 |
10.51 |
+0.16 |
68 |
3,576 |
+11 |
| May09 |
090121 |
10.77 |
10.83 |
10.60 |
10.83 |
+0.19 |
43 |
3,603 |
+30 |
| Total Volume and Open Interest |
920 |
38,707 |
+160 |
| Cocoa(ICE) |
| Mar09 |
090121 |
2460 |
2645 |
2444 |
2602 |
+132 |
8,482 |
44,277 |
-1,709 |
| May09 |
090121 |
2460 |
2653 |
2455 |
2608 |
+128 |
3,431 |
32,487 |
+1,171 |
| Jul09 |
090121 |
2460 |
2640 |
2456 |
2588 |
+118 |
547 |
14,768 |
+255 |
| Sep09 |
090121 |
2440 |
2611 |
2440 |
2562 |
+110 |
276 |
8,073 |
+114 |
| Dec09 |
090121 |
2405 |
2562 |
2401 |
2520 |
+99 |
678 |
11,400 |
+247 |
| Mar10 |
090121 |
2375 |
2540 |
2372 |
2493 |
+97 |
534 |
3,212 |
+327 |
| May10 |
090121 |
2385 |
2509 |
2382 |
2487 |
+97 |
197 |
1,720 |
+152 |
| Total Volume and Open Interest |
14,145 |
116,201 |
+557 |
| Coffee "C"(ICE) |
| Mar09 |
090121 |
115.00 |
118.00 |
112.70 |
117.55 |
+2.65 |
5,587 |
69,450 |
+51 |
| May09 |
090121 |
116.85 |
120.00 |
114.80 |
119.60 |
+2.60 |
1,336 |
29,585 |
+342 |
| Jul09 |
090121 |
119.30 |
122.00 |
116.80 |
121.60 |
+2.65 |
605 |
10,185 |
+180 |
| Sep09 |
090121 |
120.50 |
123.40 |
118.85 |
123.40 |
+2.65 |
179 |
5,160 |
-34 |
| Dec09 |
090121 |
121.50 |
126.45 |
121.50 |
126.10 |
+2.70 |
134 |
7,751 |
+87 |
| Mar10 |
090121 |
125.95 |
129.05 |
125.70 |
128.65 |
+2.70 |
344 |
4,494 |
+59 |
| Total Volume and Open Interest |
8,458 |
128,222 |
+956 |
| Orange Juice(ICE) |
| Mar09 |
090121 |
73.05 |
75.25 |
73.00 |
74.85 |
+2.60 |
597 |
22,446 |
+59 |
| May09 |
090121 |
75.90 |
78.80 |
75.90 |
78.15 |
+2.25 |
80 |
3,159 |
+34 |
| Jul09 |
090121 |
81.00 |
82.05 |
81.00 |
81.75 |
+1.95 |
4 |
1,454 |
-1 |
| Sep09 |
090121 |
84.80 |
86.15 |
84.80 |
85.75 |
+2.00 |
20 |
555 |
+17 |
| Nov09 |
090121 |
89.15 |
89.15 |
89.15 |
89.15 |
+1.70 |
0 |
174 |
+0 |
| Jan10 |
090121 |
92.15 |
92.15 |
92.15 |
92.15 |
+1.70 |
0 |
77 |
+0 |
| Total Volume and Open Interest |
701 |
28,094 |
+109 |
| Sugar #11(ICE) |
| Mar09 |
090121 |
12.63 |
12.68 |
12.31 |
12.60 |
+0.01 |
47,684 |
224,823 |
-2,002 |
| May09 |
090121 |
12.80 |
12.88 |
12.55 |
12.81 |
-0.04 |
14,029 |
114,384 |
+1,409 |
| Jul09 |
090121 |
13.04 |
13.04 |
12.75 |
12.96 |
-0.08 |
10,201 |
115,114 |
-113 |
| Oct09 |
090121 |
13.42 |
13.43 |
13.20 |
13.34 |
-0.15 |
5,544 |
79,941 |
+1,565 |
| Mar10 |
090121 |
14.02 |
14.02 |
13.72 |
13.80 |
-0.29 |
2,797 |
54,661 |
-704 |
| Total Volume and Open Interest |
81,839 |
660,157 |
+1,010 |
| London Cocoa(LCE) |
| Mar09 |
090121 |
1896 |
1986 |
1876 |
1980 |
+114 |
12,967 |
63,153 |
-1,635 |
| May09 |
090121 |
1861 |
1968 |
1853 |
1955 |
+109 |
9,955 |
47,497 |
+2,697 |
| Jul09 |
090121 |
1840 |
1946 |
1838 |
1934 |
+106 |
1,544 |
32,157 |
+707 |
| Sep09 |
090121 |
1838 |
1934 |
1825 |
1918 |
+102 |
309 |
12,461 |
+137 |
| Dec09 |
090121 |
1773 |
1884 |
1770 |
1867 |
+105 |
611 |
15,199 |
+325 |
| Mar10 |
090121 |
1746 |
1859 |
1740 |
1840 |
+114 |
677 |
4,151 |
+631 |
| May10 |
090121 |
1843 |
1843 |
1843 |
1843 |
+112 |
152 |
164 |
+152 |
| Total Volume and Open Interest |
26,215 |
174,782 |
+3,014 |
| London Sugar(LCE) |
| Mar09 |
090121 |
347.70 |
349.00 |
343.50 |
349.00 |
+1.50 |
4,491 |
23,893 |
-274 |
| May09 |
090121 |
352.90 |
353.50 |
349.30 |
353.30 |
+0.40 |
1,736 |
15,573 |
+53 |
| Aug09 |
090121 |
356.10 |
357.30 |
354.50 |
357.30 |
-1.10 |
1,380 |
8,139 |
+200 |
| Oct09 |
090121 |
362.20 |
362.20 |
359.20 |
362.10 |
-2.10 |
582 |
3,863 |
+112 |
| Dec09 |
090121 |
367.90 |
368.60 |
365.30 |
367.00 |
-3.50 |
41 |
977 |
-9 |
| Total Volume and Open Interest |
8,395 |
53,311 |
+213 |
| Cotton(ICE) |
| Mar09 |
090121 |
47.10 |
47.72 |
46.65 |
47.23 |
+0.42 |
6,419 |
68,185 |
+70 |
| May09 |
090121 |
47.41 |
48.12 |
47.06 |
47.79 |
+0.54 |
1,504 |
23,580 |
+407 |
| Jul09 |
090121 |
48.50 |
48.75 |
47.75 |
48.49 |
+0.33 |
362 |
19,491 |
-28 |
| Oct09 |
090121 |
50.50 |
51.04 |
50.50 |
51.04 |
+0.38 |
0 |
286 |
+0 |
| Dec09 |
090121 |
52.26 |
52.71 |
51.85 |
52.49 |
+0.23 |
157 |
16,827 |
-13 |
| Mar10 |
090121 |
55.59 |
55.59 |
55.59 |
55.59 |
+0.25 |
5 |
192 |
-5 |
| Total Volume and Open Interest |
8,465 |
130,358 |
+441 |
| Lumber(CME) |
| Mar09 |
090121 |
160.0 |
160.7 |
154.2 |
155.2 |
-4.8 |
560 |
5,506 |
+107 |
| May09 |
090121 |
177.0 |
178.5 |
172.0 |
173.5 |
-3.5 |
325 |
1,640 |
-22 |
| Jul09 |
090121 |
193.0 |
193.6 |
187.6 |
191.2 |
-1.3 |
116 |
432 |
+11 |
| Sep09 |
090121 |
199.9 |
199.9 |
191.0 |
193.5 |
-3.2 |
6 |
125 |
+1 |
| Total Volume and Open Interest |
1,013 |
7,739 |
+101 |
| Crude Oil(NYM) |
| Mar09 |
090121 |
40.91 |
44.43 |
40.24 |
43.55 |
+2.71 |
354,707 |
389,716 |
+3,067 |
| Apr09 |
090121 |
44.14 |
46.38 |
43.35 |
45.55 |
+1.30 |
133,685 |
107,671 |
+5,593 |
| May09 |
090121 |
46.53 |
47.93 |
45.40 |
47.12 |
+0.56 |
42,837 |
62,121 |
+4,845 |
| Jun09 |
090121 |
47.97 |
49.27 |
46.95 |
48.51 |
+0.23 |
37,808 |
118,817 |
+2,589 |
| Jul09 |
090121 |
48.65 |
50.43 |
48.25 |
49.73 |
+0.09 |
17,707 |
54,883 |
+886 |
| Aug09 |
090121 |
49.81 |
50.60 |
49.50 |
50.59 |
unch |
7,887 |
29,587 |
+703 |
| Sep09 |
090121 |
50.90 |
51.77 |
50.12 |
51.39 |
-0.12 |
5,483 |
23,829 |
+967 |
| Oct09 |
090121 |
51.11 |
52.55 |
51.11 |
52.14 |
-0.26 |
4,228 |
22,290 |
+538 |
| Nov09 |
090121 |
52.59 |
53.38 |
52.25 |
52.89 |
-0.38 |
4,988 |
18,873 |
+473 |
| Dec09 |
090121 |
54.13 |
54.35 |
52.72 |
53.64 |
-0.49 |
24,517 |
96,015 |
+424 |
| Jan10 |
090121 |
54.50 |
54.50 |
53.80 |
54.32 |
-0.61 |
3,388 |
18,642 |
-1,667 |
| Feb10 |
090121 |
55.10 |
55.10 |
54.85 |
54.99 |
-0.72 |
854 |
10,199 |
-196 |
| Mar10 |
090121 |
55.68 |
55.68 |
55.10 |
55.61 |
-0.82 |
143 |
13,501 |
-2 |
| Apr10 |
090121 |
56.35 |
56.35 |
56.18 |
56.18 |
-0.92 |
170 |
3,659 |
+112 |
| May10 |
090121 |
57.02 |
57.02 |
56.71 |
56.71 |
-1.01 |
55 |
3,843 |
-14 |
| Jun10 |
090121 |
57.53 |
57.53 |
56.68 |
57.19 |
-1.09 |
905 |
25,237 |
-114 |
| Total Volume and Open Interest |
649,445 |
1,248,007 |
+2,264 |
| 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 |
090121 |
41.000 |
44.400 |
40.225 |
43.550 |
+2.700 |
15,695 |
6,439 |
+1,108 |
| Apr09 |
090121 |
44.325 |
45.900 |
43.450 |
45.550 |
+1.300 |
1,637 |
942 |
+210 |
| May09 |
090121 |
46.775 |
48.175 |
45.500 |
47.125 |
+0.575 |
247 |
241 |
+60 |
| Jun09 |
090121 |
48.125 |
48.750 |
47.100 |
48.500 |
+0.225 |
86 |
147 |
+15 |
| Jul09 |
090121 |
49.725 |
49.725 |
49.725 |
49.725 |
+0.075 |
5 |
10 |
+2 |
| Aug09 |
090121 |
50.300 |
50.600 |
50.300 |
50.600 |
unch |
2 |
2 |
+0 |
| Sep09 |
090121 |
51.400 |
51.400 |
51.400 |
51.400 |
-0.100 |
0 |
2 |
+0 |
| Oct09 |
090121 |
52.150 |
52.150 |
52.150 |
52.150 |
-0.250 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
17,672 |
7,863 |
+1,395 |
| Heating Oil(NYM) |
| Feb09 |
090121 |
138.10 |
139.44 |
134.86 |
138.60 |
+1.02 |
29,877 |
29,534 |
-1,207 |
| Mar09 |
090121 |
137.51 |
138.85 |
134.26 |
138.02 |
+1.00 |
35,739 |
53,370 |
+2,403 |
| Apr09 |
090121 |
137.00 |
139.80 |
135.49 |
138.97 |
+0.95 |
13,229 |
29,376 |
+1,625 |
| May09 |
090121 |
140.01 |
141.34 |
137.16 |
140.77 |
+0.95 |
9,084 |
22,335 |
+611 |
| Jun09 |
090121 |
142.00 |
143.88 |
139.76 |
142.97 |
+1.00 |
7,074 |
27,464 |
+574 |
| Jul09 |
090121 |
145.50 |
147.05 |
143.40 |
146.32 |
+0.80 |
3,510 |
12,428 |
+356 |
| Aug09 |
090121 |
149.00 |
150.41 |
147.05 |
149.62 |
+0.55 |
2,962 |
6,786 |
+144 |
| Sep09 |
090121 |
151.53 |
152.91 |
150.50 |
152.82 |
+0.25 |
1,855 |
9,900 |
+414 |
| Oct09 |
090121 |
153.40 |
156.37 |
153.40 |
155.67 |
+0.10 |
1,163 |
4,892 |
+138 |
| Nov09 |
090121 |
155.60 |
158.35 |
155.60 |
158.12 |
+0.15 |
1,049 |
3,016 |
+51 |
| Dec09 |
090121 |
157.77 |
160.50 |
157.70 |
160.42 |
+0.30 |
3,217 |
17,169 |
+369 |
| Jan10 |
090121 |
160.00 |
162.37 |
159.67 |
162.37 |
+0.25 |
1,167 |
4,433 |
+195 |
| Total Volume and Open Interest |
110,507 |
249,159 |
+5,810 |
| Gasoline(NYMEX) |
| Feb09 |
090121 |
114.00 |
118.75 |
112.75 |
117.38 |
+3.07 |
28,638 |
30,433 |
-1,597 |
| Mar09 |
090121 |
116.99 |
121.70 |
115.48 |
119.98 |
+2.72 |
31,073 |
70,819 |
+3,422 |
| Apr09 |
090121 |
127.45 |
131.84 |
126.50 |
130.58 |
+1.97 |
13,224 |
27,334 |
+2,007 |
| May09 |
090121 |
129.66 |
133.55 |
127.84 |
131.73 |
+1.77 |
6,100 |
15,162 |
-309 |
| Jun09 |
090121 |
131.06 |
133.66 |
128.91 |
132.78 |
+1.47 |
5,901 |
15,122 |
-92 |
| Jul09 |
090121 |
131.27 |
133.51 |
129.59 |
133.08 |
+1.02 |
2,933 |
9,695 |
-200 |
| Aug09 |
090121 |
131.92 |
133.13 |
129.67 |
133.13 |
+0.62 |
2,300 |
5,752 |
+289 |
| Sep09 |
090121 |
131.00 |
133.08 |
131.00 |
133.08 |
+0.42 |
1,326 |
6,444 |
+61 |
| Oct09 |
090121 |
123.12 |
123.58 |
120.12 |
123.58 |
+0.27 |
674 |
3,750 |
+90 |
| Nov09 |
090121 |
124.28 |
124.28 |
124.28 |
124.28 |
+0.17 |
376 |
1,586 |
+163 |
| Total Volume and Open Interest |
93,131 |
201,329 |
+3,825 |
| e-miNY RBOB Gasoline(NYM) |
| Feb09 |
090121 |
117.38 |
117.38 |
117.38 |
117.38 |
+3.07 |
0 |
3 |
+0 |
| Mar09 |
090121 |
119.98 |
119.98 |
119.98 |
119.98 |
+2.72 |
0 |
1 |
+0 |
| Apr09 |
090121 |
130.58 |
130.58 |
130.58 |
130.58 |
+1.97 |
|
|
|
| May09 |
090121 |
131.73 |
131.73 |
131.73 |
131.73 |
+1.77 |
|
|
|
| Total Volume and Open Interest |
0 |
4 |
+0 |
| Natural Gas(NYM) |
| Feb09 |
090121 |
4.712 |
4.859 |
4.621 |
4.780 |
+0.138 |
39,945 |
44,832 |
-6,485 |
| Mar09 |
090121 |
4.690 |
4.833 |
4.593 |
4.750 |
+0.119 |
24,264 |
132,149 |
+3,005 |
| Apr09 |
090121 |
4.732 |
4.883 |
4.680 |
4.809 |
+0.110 |
7,458 |
73,056 |
-175 |
| May09 |
090121 |
4.773 |
4.942 |
4.773 |
4.877 |
+0.104 |
4,483 |
47,368 |
+608 |
| Jun09 |
090121 |
4.935 |
5.050 |
4.902 |
4.975 |
+0.096 |
1,348 |
29,774 |
+37 |
| Jul09 |
090121 |
5.030 |
5.165 |
5.026 |
5.099 |
+0.090 |
1,009 |
27,188 |
+84 |
| Aug09 |
090121 |
5.200 |
5.260 |
5.141 |
5.204 |
+0.090 |
535 |
22,874 |
+89 |
| Sep09 |
090121 |
5.250 |
5.329 |
5.190 |
5.264 |
+0.090 |
603 |
18,463 |
+43 |
| Oct09 |
090121 |
5.360 |
5.450 |
5.310 |
5.386 |
+0.092 |
2,264 |
35,972 |
+261 |
| Nov09 |
090121 |
5.900 |
5.976 |
5.840 |
5.911 |
+0.087 |
563 |
16,799 |
+276 |
| Dec09 |
090121 |
6.370 |
6.540 |
6.370 |
6.471 |
+0.087 |
623 |
27,752 |
+267 |
| Jan10 |
090121 |
6.720 |
6.775 |
6.658 |
6.726 |
+0.072 |
994 |
22,128 |
+29 |
| Feb10 |
090121 |
6.710 |
6.800 |
6.670 |
6.738 |
+0.072 |
197 |
9,090 |
+60 |
| Mar10 |
090121 |
6.600 |
6.627 |
6.526 |
6.583 |
+0.072 |
663 |
20,017 |
-35 |
| Apr10 |
090121 |
6.250 |
6.290 |
6.200 |
6.248 |
+0.062 |
522 |
17,953 |
+74 |
| May10 |
090121 |
6.250 |
6.251 |
6.198 |
6.248 |
+0.062 |
59 |
9,858 |
+1 |
| Total Volume and Open Interest |
86,553 |
704,924 |
-1,486 |
| Brent Crude Oil(ICE) |
| Mar09 |
090121 |
43.89 |
45.76 |
42.85 |
45.02 |
+1.40 |
64,465 |
148,708 |
-5,340 |
| Apr09 |
090121 |
45.59 |
47.27 |
44.69 |
46.59 |
+1.16 |
34,793 |
146,894 |
+9,347 |
| May09 |
090121 |
46.48 |
48.50 |
46.43 |
47.99 |
+0.86 |
11,009 |
43,259 |
+1,486 |
| Jun09 |
090121 |
48.00 |
49.63 |
47.84 |
49.21 |
+0.56 |
7,615 |
48,563 |
+847 |
| Jul09 |
090121 |
49.21 |
50.43 |
48.88 |
50.12 |
+0.34 |
2,938 |
20,629 |
+801 |
| Aug09 |
090121 |
50.15 |
51.25 |
49.76 |
50.91 |
+0.20 |
1,365 |
16,063 |
+236 |
| Sep09 |
090121 |
51.04 |
52.03 |
50.58 |
51.65 |
+0.08 |
1,150 |
14,301 |
-89 |
| Oct09 |
090121 |
52.22 |
52.77 |
51.35 |
52.35 |
-0.05 |
655 |
10,592 |
+195 |
| Nov09 |
090121 |
53.07 |
53.49 |
52.07 |
53.00 |
-0.19 |
455 |
11,858 |
+8 |
| Dec09 |
090121 |
53.91 |
54.31 |
52.79 |
53.65 |
-0.33 |
5,872 |
59,157 |
+3,483 |
| Jan10 |
090121 |
54.33 |
54.33 |
54.33 |
54.33 |
-0.44 |
316 |
10,184 |
+696 |
| Feb10 |
090121 |
55.01 |
55.01 |
55.01 |
55.01 |
-0.53 |
9 |
6,701 |
+6 |
| Mar10 |
090121 |
55.65 |
55.65 |
55.65 |
55.65 |
-0.63 |
58 |
3,225 |
+16 |
| Apr10 |
090121 |
56.25 |
56.25 |
56.25 |
56.25 |
-0.71 |
12 |
2,462 |
-291 |
| Total Volume and Open Interest |
133,037 |
650,853 |
+13,475 |
| Gas Oil(ICE) |
| Feb09 |
090121 |
437.50 |
437.50 |
424.00 |
429.25 |
-17.75 |
28,130 |
74,507 |
-352 |
| Mar09 |
090121 |
443.75 |
443.75 |
430.00 |
435.50 |
-17.50 |
27,311 |
76,477 |
+467 |
| Apr09 |
090121 |
443.75 |
450.75 |
439.00 |
443.75 |
-17.25 |
10,384 |
38,030 |
+763 |
| May09 |
090121 |
454.00 |
458.25 |
449.50 |
453.75 |
-17.00 |
4,068 |
25,127 |
+342 |
| Jun09 |
090121 |
464.00 |
468.75 |
459.50 |
464.25 |
-16.00 |
4,421 |
41,115 |
-101 |
| Jul09 |
090121 |
474.50 |
480.50 |
471.00 |
475.50 |
-16.00 |
2,095 |
15,985 |
+8 |
| Aug09 |
090121 |
485.75 |
492.00 |
482.50 |
487.00 |
-15.75 |
770 |
19,086 |
-37 |
| Sep09 |
090121 |
495.75 |
501.50 |
492.25 |
496.25 |
-15.75 |
838 |
14,739 |
+14 |
| Oct09 |
090121 |
504.75 |
509.75 |
501.50 |
504.25 |
-16.00 |
716 |
10,918 |
-617 |
| Nov09 |
090121 |
511.00 |
515.75 |
507.75 |
510.25 |
-16.00 |
538 |
9,710 |
-179 |
| Total Volume and Open Interest |
86,572 |
445,932 |
+1,516 |
| Ethanol(CBOT) |
| Jan09 |
090106 |
1.675 |
1.675 |
1.675 |
1.675 |
+0.044 |
10 |
63 |
-9 |
| Feb09 |
090121 |
1.580 |
1.589 |
1.564 |
1.584 |
-0.028 |
54 |
284 |
-54 |
| Mar09 |
090121 |
1.590 |
1.590 |
1.570 |
1.586 |
-0.031 |
10 |
303 |
-4 |
| Apr09 |
090121 |
1.578 |
1.614 |
1.578 |
1.613 |
-0.017 |
26 |
393 |
+26 |
| May09 |
090121 |
1.640 |
1.640 |
1.640 |
1.640 |
-0.010 |
29 |
149 |
-27 |
| Jun09 |
090121 |
1.650 |
1.650 |
1.650 |
1.650 |
unch |
37 |
179 |
-4 |
| Jul09 |
090121 |
1.680 |
1.680 |
1.670 |
1.670 |
-0.010 |
6 |
195 |
+6 |
| Aug09 |
090121 |
1.690 |
1.690 |
1.690 |
1.690 |
unch |
0 |
219 |
+0 |
| Total Volume and Open Interest |
191 |
2,876 |
-40 |
| US Dollar Index(ICE) |
| Mar09 |
090121 |
87.025 |
87.200 |
85.885 |
86.515 |
-0.350 |
4,348 |
13,173 |
+763 |
| Jun09 |
090121 |
87.185 |
87.570 |
87.185 |
87.315 |
-0.350 |
20 |
2,258 |
+5 |
| Sep09 |
090121 |
87.875 |
87.875 |
87.875 |
87.875 |
-0.350 |
|
|
|
| Total Volume and Open Interest |
4,368 |
15,431 |
+768 |
| Australian Dollar(CME) |
| Mar09 |
090121 |
64.36 |
66.27 |
64.23 |
65.52 |
+1.01 |
44,998 |
44,958 |
+508 |
| Jun09 |
090121 |
64.95 |
65.84 |
64.06 |
65.20 |
+1.00 |
265 |
443 |
+248 |
| Sep09 |
090121 |
63.95 |
64.88 |
63.90 |
64.88 |
+0.98 |
1 |
153 |
+0 |
| Total Volume and Open Interest |
45,266 |
45,583 |
+758 |
| British Pound(CME) |
| Mar09 |
090121 |
138.59 |
140.15 |
136.12 |
139.07 |
-0.01 |
131,440 |
85,056 |
+6,911 |
| Jun09 |
090121 |
137.80 |
140.09 |
136.24 |
139.09 |
+0.10 |
70 |
2,577 |
+4 |
| Sep09 |
090121 |
139.11 |
139.62 |
136.42 |
139.11 |
+0.17 |
1 |
8 |
+0 |
| Total Volume and Open Interest |
131,511 |
87,661 |
+6,915 |
| Canadian Dollar(CME) |
| Mar09 |
090121 |
78.95 |
79.70 |
78.30 |
79.24 |
+0.24 |
38,017 |
60,635 |
-2,849 |
| Jun09 |
090121 |
79.28 |
79.63 |
78.38 |
79.28 |
+0.25 |
331 |
2,643 |
+238 |
| Sep09 |
090121 |
78.74 |
79.75 |
78.46 |
79.37 |
+0.28 |
29 |
1,251 |
+0 |
| Dec09 |
090121 |
79.42 |
79.80 |
78.51 |
79.42 |
+0.29 |
77 |
517 |
+16 |
| Total Volume and Open Interest |
38,456 |
65,389 |
-2,594 |
| Japanese Yen(CME) |
| Mar09 |
090121 |
111.53 |
114.96 |
111.01 |
112.26 |
+0.86 |
117,285 |
109,176 |
-1,570 |
| Jun09 |
090121 |
111.63 |
115.14 |
111.29 |
112.51 |
+0.91 |
288 |
3,913 |
-12 |
| Sep09 |
090121 |
112.74 |
114.93 |
111.78 |
112.74 |
+0.94 |
0 |
34 |
+0 |
| Total Volume and Open Interest |
117,573 |
113,151 |
-1,582 |
| Swiss Franc(CME) |
| Mar09 |
090121 |
87.07 |
87.91 |
86.13 |
86.39 |
-0.85 |
45,696 |
24,124 |
-908 |
| Jun09 |
090121 |
87.50 |
88.02 |
86.40 |
86.57 |
-0.84 |
3 |
376 |
-1 |
| Sep09 |
090121 |
86.75 |
87.96 |
86.75 |
86.75 |
-0.82 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
45,699 |
24,510 |
-909 |
| EuroFX(CME) |
| Mar09 |
090121 |
128.45 |
130.80 |
128.11 |
129.33 |
+0.59 |
246,766 |
129,496 |
-1,765 |
| Jun09 |
090121 |
128.25 |
130.54 |
127.97 |
129.18 |
+0.65 |
310 |
1,306 |
-54 |
| Sep09 |
090121 |
129.10 |
130.02 |
128.17 |
129.10 |
+0.71 |
0 |
852 |
+0 |
| Total Volume and Open Interest |
247,076 |
131,681 |
-1,819 |
| Mexican Peso(CME) |
| Feb09 |
090121 |
719.8 |
719.8 |
710.0 |
719.8 |
+9.8 |
|
|
|
| Mar09 |
090121 |
703.8 |
719.2 |
698.8 |
713.5 |
+9.8 |
6,675 |
24,537 |
-869 |
| Total Volume and Open Interest |
6,675 |
24,621 |
-869 |
| 30-Year T-Bonds(CBOT) |
| Mar09 |
090121 |
134~055 |
134~070 |
130~310 |
131~210 |
-3~085 |
210,182 |
714,409 |
-11,280 |
| Jun09 |
090121 |
132~190 |
133~210 |
129~265 |
130~125 |
-3~085 |
843 |
1,753 |
+61 |
| Sep09 |
090121 |
129~055 |
132~140 |
129~055 |
129~055 |
-3~085 |
0 |
37 |
+0 |
| Total Volume and Open Interest |
211,025 |
716,225 |
-11,219 |
| 10-Year T-Notes(CBOT) |
| Mar09 |
090121 |
125~310 |
125~310 |
124~185 |
124~240 |
-1~165 |
692,677 |
1,035,636 |
+8,177 |
| Jun09 |
090121 |
124~000 |
124~000 |
122~140 |
122~155 |
-1~165 |
262 |
2,793 |
+82 |
| Sep09 |
090121 |
121~155 |
123~000 |
121~155 |
121~155 |
-1~165 |
|
|
|
| Total Volume and Open Interest |
692,939 |
1,038,429 |
+8,259 |
| 5-Year T-Notes(CBOT) |
| Mar09 |
090121 |
119~099 |
119~108 |
119~018 |
119~026 |
-0~099 |
248,911 |
945,165 |
-5,740 |
| Jun09 |
090121 |
117~069 |
118~069 |
117~069 |
117~093 |
-0~104 |
|
|
|
| Sep09 |
090121 |
117~093 |
118~069 |
117~093 |
117~093 |
-0~104 |
|
|
|
| Total Volume and Open Interest |
248,911 |
945,165 |
-5,740 |
| 2 Year T-Notes(CBOT) |
| Mar09 |
090121 |
109~036 |
109~038 |
109~017 |
109~018 |
-0~021 |
112,035 |
506,163 |
+3,823 |
| Jun09 |
090121 |
108~078 |
108~099 |
108~078 |
108~078 |
-0~021 |
0 |
1 |
+0 |
| Sep09 |
090121 |
108~078 |
108~099 |
108~078 |
108~078 |
-0~021 |
|
|
|
| Total Volume and Open Interest |
112,035 |
506,164 |
+3,823 |
| Eurodollars(CME) |
| Mar09 |
090121 |
99.010 |
99.025 |
98.880 |
98.890 |
-0.135 |
199,236 |
1,285,908 |
+26,537 |
| Jun09 |
090121 |
99.065 |
99.070 |
98.900 |
98.910 |
-0.165 |
185,293 |
1,062,640 |
+2,095 |
| Sep09 |
090121 |
99.030 |
99.030 |
98.825 |
98.835 |
-0.175 |
207,457 |
874,665 |
-5,697 |
| Dec09 |
090121 |
98.820 |
98.835 |
98.650 |
98.665 |
-0.170 |
182,172 |
749,072 |
+9,059 |
| Mar10 |
090121 |
98.650 |
98.655 |
98.500 |
98.515 |
-0.160 |
177,359 |
651,995 |
+554 |
| Jun10 |
090121 |
98.390 |
98.390 |
98.260 |
98.270 |
-0.140 |
143,565 |
394,496 |
+9,644 |
| Sep10 |
090121 |
98.125 |
98.145 |
98.035 |
98.045 |
-0.115 |
117,576 |
361,103 |
-3,904 |
| Dec10 |
090121 |
97.875 |
97.895 |
97.795 |
97.810 |
-0.100 |
88,556 |
300,138 |
-2,917 |
| Mar11 |
090121 |
97.760 |
97.760 |
97.660 |
97.675 |
-0.125 |
49,452 |
180,489 |
-377 |
| Jun11 |
090121 |
97.610 |
97.630 |
97.510 |
97.535 |
-0.150 |
37,929 |
186,331 |
+3,364 |
| Sep11 |
090121 |
97.520 |
97.530 |
97.400 |
97.430 |
-0.165 |
31,124 |
123,462 |
-553 |
| Dec11 |
090121 |
97.425 |
97.430 |
97.295 |
97.330 |
-0.175 |
23,747 |
103,594 |
-1,728 |
| Mar12 |
090121 |
97.395 |
97.410 |
97.270 |
97.305 |
-0.180 |
8,661 |
82,452 |
-888 |
| Jun12 |
090121 |
97.365 |
97.365 |
97.225 |
97.265 |
-0.180 |
11,919 |
67,122 |
+740 |
| Sep12 |
090121 |
97.335 |
97.340 |
97.190 |
97.235 |
-0.180 |
8,753 |
74,878 |
-32 |
| Dec12 |
090121 |
97.245 |
97.280 |
97.125 |
97.175 |
-0.180 |
6,698 |
52,166 |
-580 |
| Mar13 |
090121 |
97.245 |
97.270 |
97.115 |
97.165 |
-0.180 |
4,199 |
38,365 |
-790 |
| Jun13 |
090121 |
97.200 |
97.230 |
97.070 |
97.125 |
-0.180 |
3,152 |
28,427 |
-729 |
| Total Volume and Open Interest |
1,529,756 |
6,792,923 |
+39,255 |
| 30 Day Federal Funds(CBOT) |
| Jan09 |
090121 |
99.850 |
99.850 |
99.838 |
99.840 |
-0.008 |
1,408 |
66,221 |
-25 |
| Feb09 |
090121 |
99.820 |
99.820 |
99.800 |
99.800 |
-0.020 |
4,378 |
59,410 |
-917 |
| Mar09 |
090121 |
99.805 |
99.810 |
99.785 |
99.790 |
-0.020 |
4,797 |
38,033 |
+127 |
| Apr09 |
090121 |
99.790 |
99.800 |
99.770 |
99.775 |
-0.020 |
8,005 |
40,787 |
+617 |
| May09 |
090121 |
99.780 |
99.780 |
99.750 |
99.755 |
-0.025 |
5,504 |
44,904 |
+490 |
| Jun09 |
090121 |
99.760 |
99.770 |
99.730 |
99.740 |
-0.030 |
1,394 |
23,130 |
+266 |
| Total Volume and Open Interest |
33,893 |
370,743 |
+2,745 |
| 30 Day Fed Funds(e-CBOT) |
| Jan09 |
090121 |
99.850 |
99.850 |
99.838 |
99.838 |
-0.012 |
1,408 |
66,221 |
-25 |
| Feb09 |
090121 |
99.820 |
99.820 |
99.800 |
99.805 |
-0.015 |
4,378 |
59,410 |
-917 |
| Mar09 |
090121 |
99.805 |
99.805 |
99.785 |
99.790 |
-0.015 |
4,797 |
38,033 |
+127 |
| Apr09 |
090121 |
99.790 |
99.800 |
99.770 |
99.775 |
-0.020 |
7,380 |
40,787 |
+617 |
| May09 |
090121 |
99.780 |
99.780 |
99.750 |
99.755 |
-0.020 |
4,979 |
44,904 |
+490 |
| Jun09 |
090121 |
99.760 |
99.765 |
99.730 |
99.735 |
-0.025 |
1,394 |
23,130 |
+266 |
| Total Volume and Open Interest |
32,743 |
370,743 |
+2,745 |
| 3-Mth Euro-Yen(CME) |
| Mar09 |
090121 |
99.42 |
99.42 |
99.42 |
99.42 |
unch |
20 |
5,094 |
-260 |
| Jun09 |
090121 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
10 |
1,007 |
+10 |
| Sep09 |
090121 |
99.55 |
99.55 |
99.55 |
99.55 |
-0.03 |
0 |
480 |
+0 |
| Dec09 |
090121 |
99.53 |
99.53 |
99.53 |
99.53 |
-0.03 |
0 |
175 |
+0 |
| Mar10 |
090121 |
99.46 |
99.46 |
99.46 |
99.46 |
-0.02 |
|
|
|
| Jun10 |
090121 |
99.40 |
99.40 |
99.40 |
99.40 |
-0.02 |
|
|
|
| Sep10 |
090121 |
99.37 |
99.37 |
99.37 |
99.37 |
-0.02 |
|
|
|
| Dec10 |
090121 |
99.36 |
99.36 |
99.36 |
99.36 |
-0.02 |
|
|
|
| Mar11 |
090121 |
99.22 |
99.22 |
99.22 |
99.22 |
-0.06 |
|
|
|
| Jun11 |
090121 |
99.22 |
99.22 |
99.22 |
99.22 |
-0.06 |
|
|
|
| Total Volume and Open Interest |
30 |
6,756 |
-250 |
| 3-Mth Euro-Yen(SGX) |
| Mar09 |
090121 |
99.50 |
99.50 |
99.39 |
99.40 |
-0.02 |
2,319 |
17,741 |
+383 |
| Jun09 |
090121 |
99.50 |
99.52 |
99.50 |
99.52 |
-0.02 |
400 |
7,121 |
+90 |
| Sep09 |
090121 |
99.54 |
99.54 |
99.54 |
99.54 |
-0.02 |
285 |
3,094 |
+0 |
| Dec09 |
090121 |
99.53 |
99.53 |
99.50 |
99.50 |
-0.03 |
61 |
1,476 |
+1 |
| Mar10 |
090121 |
99.46 |
99.46 |
99.43 |
99.43 |
-0.03 |
0 |
904 |
+0 |
| Jun10 |
090121 |
99.38 |
99.38 |
99.38 |
99.38 |
-0.03 |
0 |
527 |
+0 |
| Sep10 |
090121 |
99.32 |
99.32 |
99.32 |
99.32 |
-0.06 |
0 |
252 |
+0 |
| Dec10 |
090121 |
99.30 |
99.30 |
99.30 |
99.30 |
-0.06 |
0 |
152 |
+0 |
| Total Volume and Open Interest |
3,065 |
33,244 |
+474 |
| Japanese Gov't Bonds(SGX) |
| Mar09 |
090121 |
139.66 |
139.94 |
139.58 |
139.71 |
-0.03 |
1,406 |
11,267 |
-106 |
| Jun09 |
090121 |
139.71 |
139.71 |
139.71 |
139.71 |
-0.03 |
|
|
|
| Sep09 |
090121 |
139.71 |
139.71 |
139.71 |
139.71 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
1,406 |
11,267 |
-106 |
| Euro-Bund(EUREX) |
| Mar09 |
090121 |
125.27 |
125.55 |
124.86 |
125.29 |
+0.31 |
765,020 |
883,855 |
+34,720 |
| Jun09 |
090121 |
124.06 |
124.33 |
123.71 |
124.09 |
+0.28 |
284 |
1,840 |
+12 |
| Sep09 |
090121 |
124.13 |
124.13 |
124.13 |
124.13 |
+0.32 |
10 |
0 |
+0 |
| Total Volume and Open Interest |
765,314 |
885,695 |
+34,732 |
| Euro-Bobl(EUREX) |
| Mar09 |
090121 |
116.80 |
116.95 |
116.61 |
116.79 |
+0.19 |
363,602 |
782,895 |
+9,016 |
| Jun09 |
090121 |
117.00 |
117.00 |
116.27 |
116.31 |
+0.19 |
553 |
7,291 |
+551 |
| Sep09 |
090121 |
116.31 |
116.31 |
116.31 |
116.31 |
+0.19 |
|
|
|
| Total Volume and Open Interest |
364,155 |
790,186 |
+9,567 |
| 3-Mth Euribor(EUREX) |
| Mar09 |
090121 |
98.165 |
98.165 |
98.145 |
98.160 |
+0.035 |
1,589 |
14,201 |
+279 |
| Jun09 |
090121 |
98.385 |
98.385 |
98.345 |
98.360 |
+0.040 |
313 |
4,762 |
-61 |
| Sep09 |
090121 |
98.345 |
98.350 |
98.320 |
98.340 |
+0.055 |
73 |
2,886 |
-39 |
| Total Volume and Open Interest |
2,681 |
31,032 |
+328 |
| Long Gilt(LIFFE) |
| Mar09 |
090121 |
119~20 |
120~18 |
119~11 |
119~23 |
+0~22 |
98,296 |
327,873 |
+5,844 |
| Jun09 |
090121 |
120~14 |
120~14 |
120~14 |
120~14 |
+0~22 |
131 |
0 |
+0 |
| Total Volume and Open Interest |
98,427 |
327,873 |
+5,844 |
| 3-Mth Short Sterling(LIFFE) |
| Mar09 |
090121 |
98.64 |
98.71 |
98.52 |
98.56 |
-0.03 |
83,911 |
493,648 |
+30,453 |
| Jun09 |
090121 |
98.75 |
98.83 |
98.64 |
98.71 |
+0.01 |
52,595 |
318,463 |
-1,306 |
| Sep09 |
090121 |
98.70 |
98.79 |
98.58 |
98.65 |
+0.03 |
41,376 |
254,145 |
+2,708 |
| Dec09 |
090121 |
98.43 |
98.53 |
98.33 |
98.41 |
+0.08 |
41,105 |
220,130 |
+753 |
| Mar10 |
090121 |
98.18 |
98.29 |
98.11 |
98.20 |
+0.11 |
55,474 |
191,836 |
-3,535 |
| Jun10 |
090121 |
97.84 |
98.00 |
97.84 |
97.93 |
+0.15 |
37,364 |
148,648 |
+6,402 |
| Total Volume and Open Interest |
375,227 |
1,868,895 |
+36,740 |
| 3-Mth Euribor(LIFFE) |
| Mar09 |
090121 |
98.145 |
98.190 |
98.130 |
98.160 |
+0.035 |
150,184 |
814,901 |
-12,988 |
| Jun09 |
090121 |
98.345 |
98.400 |
98.320 |
98.360 |
+0.040 |
114,580 |
660,114 |
+4,819 |
| Sep09 |
090121 |
98.320 |
98.380 |
98.295 |
98.340 |
+0.055 |
95,568 |
477,262 |
+1,981 |
| Total Volume and Open Interest |
645,564 |
3,353,172 |
+105 |
| 3-Mth Aus T-Bills(SFE) |
| Mar09 |
090121 |
96.88 |
96.99 |
96.88 |
96.95 |
+0.05 |
9,495 |
227,116 |
-10,307 |
| Jun09 |
090121 |
97.20 |
97.38 |
97.19 |
97.31 |
+0.09 |
23,045 |
191,731 |
+5,700 |
| Sep09 |
090121 |
97.19 |
97.34 |
97.17 |
97.28 |
+0.09 |
4,035 |
113,905 |
+974 |
| Dec09 |
090121 |
97.05 |
97.14 |
97.05 |
97.08 |
+0.08 |
2,827 |
67,568 |
+910 |
| Mar10 |
090121 |
96.78 |
96.82 |
96.76 |
96.79 |
+0.10 |
1,350 |
45,411 |
-217 |
| Jun10 |
090121 |
96.38 |
96.51 |
96.37 |
96.47 |
+0.10 |
1,730 |
43,585 |
+271 |
| Sep10 |
090121 |
96.22 |
96.22 |
96.18 |
96.20 |
+0.08 |
242 |
22,446 |
-111 |
| Dec10 |
090121 |
95.99 |
95.99 |
95.98 |
95.99 |
+0.06 |
155 |
12,585 |
+19 |
| Mar11 |
090121 |
95.86 |
95.86 |
95.86 |
95.86 |
+0.06 |
5 |
820 |
+5 |
| Jun11 |
090121 |
95.77 |
95.77 |
95.77 |
95.77 |
+0.06 |
0 |
848 |
+0 |
| Total Volume and Open Interest |
42,884 |
726,172 |
-2,756 |
| 10-Year Aus T-Bonds(SFE) |
| Mar09 |
090121 |
95.99 |
96.04 |
95.92 |
95.92 |
-0.09 |
24,826 |
292,895 |
+3,475 |
| Jun09 |
090121 |
95.92 |
95.92 |
95.92 |
95.92 |
-0.09 |
|
|
|
| Total Volume and Open Interest |
24,826 |
292,895 |
+3,475 |
| 3-Year Aus T-Bonds(SFE) |
| Mar09 |
090121 |
96.86 |
96.97 |
96.84 |
96.88 |
-0.01 |
63,899 |
358,931 |
-6,053 |
| Jun09 |
090121 |
96.88 |
96.88 |
96.88 |
96.88 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
63,899 |
358,931 |
-6,053 |
| Gold(CMX) |
| Feb09 |
090121 |
857.3 |
864.6 |
843.0 |
850.1 |
-5.1 |
169,398 |
134,121 |
+1,812 |
| Apr09 |
090121 |
857.5 |
866.0 |
844.7 |
851.7 |
-5.1 |
21,978 |
107,306 |
+12,772 |
| Jun09 |
090121 |
858.6 |
867.2 |
846.6 |
853.1 |
-5.0 |
2,575 |
32,562 |
-250 |
| Aug09 |
090121 |
852.5 |
868.0 |
848.4 |
854.5 |
-4.9 |
60 |
12,170 |
-4 |
| Oct09 |
090121 |
861.5 |
861.5 |
856.0 |
856.0 |
-4.8 |
75 |
3,430 |
-75 |
| Dec09 |
090121 |
862.1 |
864.4 |
855.0 |
857.6 |
-4.6 |
1,408 |
14,076 |
-521 |
| Feb10 |
090121 |
859.4 |
859.4 |
859.4 |
859.4 |
-4.4 |
36 |
2,895 |
+8 |
| Apr10 |
090121 |
861.2 |
861.2 |
861.2 |
861.2 |
-4.3 |
0 |
421 |
+0 |
| Jun10 |
090121 |
863.1 |
863.1 |
863.1 |
863.1 |
-4.1 |
250 |
3,227 |
+0 |
| Aug10 |
090121 |
865.0 |
865.0 |
865.0 |
865.0 |
-4.0 |
0 |
375 |
+0 |
| Oct10 |
090121 |
867.0 |
867.0 |
867.0 |
867.0 |
-3.9 |
|
|
|
| Dec10 |
090121 |
872.4 |
873.0 |
868.0 |
869.1 |
-3.8 |
27 |
11,435 |
+6 |
| Total Volume and Open Interest |
196,572 |
331,507 |
+13,772 |
| Silver(CMX) |
| Mar09 |
090121 |
1118.5 |
1150.5 |
1104.0 |
1132.5 |
+15.0 |
18,683 |
51,292 |
-624 |
| May09 |
090121 |
1118.6 |
1144.5 |
1107.0 |
1133.4 |
+14.8 |
733 |
6,963 |
-162 |
| Jul09 |
090121 |
1119.5 |
1139.5 |
1110.0 |
1133.9 |
+14.5 |
544 |
9,633 |
+14 |
| Sep09 |
090121 |
1130.0 |
1134.2 |
1130.0 |
1134.2 |
+14.2 |
361 |
3,034 |
-138 |
| Dec09 |
090121 |
1149.5 |
1149.5 |
1125.0 |
1134.9 |
+13.9 |
476 |
8,297 |
+118 |
| Mar10 |
090121 |
1135.2 |
1135.2 |
1135.2 |
1135.2 |
+14.0 |
138 |
681 |
+83 |
| May10 |
090121 |
1136.1 |
1136.1 |
1136.1 |
1136.1 |
+14.0 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
21,061 |
86,349 |
-674 |
| Platinum(NYMEX) |
| Jan09 |
090121 |
930.5 |
931.4 |
917.0 |
922.1 |
-21.7 |
1 |
254 |
-99 |
| Apr09 |
090121 |
949.1 |
954.8 |
917.0 |
927.6 |
-21.7 |
1,850 |
17,250 |
+92 |
| Jul09 |
090121 |
945.3 |
945.3 |
925.2 |
930.6 |
-21.7 |
3 |
328 |
-2 |
| Total Volume and Open Interest |
1,854 |
17,832 |
-9 |
| Palladium(NYMEX) |
| Mar09 |
090121 |
184.55 |
185.60 |
182.60 |
184.40 |
-0.15 |
317 |
11,552 |
-11 |
| Jun09 |
090121 |
184.00 |
185.05 |
183.85 |
185.05 |
-0.15 |
5 |
835 |
+2 |
| Total Volume and Open Interest |
322 |
12,387 |
-9 |
| Copper(CMX) |
| Mar09 |
090121 |
148.05 |
151.75 |
142.60 |
143.35 |
-7.10 |
14,072 |
53,082 |
-815 |
| May09 |
090121 |
148.80 |
152.70 |
144.25 |
144.75 |
-7.00 |
1,365 |
14,244 |
+418 |
| Jul09 |
090121 |
149.15 |
149.15 |
145.35 |
145.70 |
-7.00 |
81 |
3,297 |
+4 |
| Sep09 |
090121 |
148.00 |
148.00 |
146.35 |
146.35 |
-7.00 |
14 |
1,825 |
-3 |
| Dec09 |
090121 |
152.10 |
152.55 |
146.85 |
146.85 |
-7.00 |
7 |
2,200 |
-1 |
| Total Volume and Open Interest |
16,236 |
83,617 |
-527 |
| Aluminum(CMX) |
| Jan09 |
090121 |
61.55 |
61.55 |
61.55 |
61.55 |
-2.75 |
|
|
|
| Feb09 |
090121 |
62.30 |
62.30 |
62.30 |
62.30 |
-2.75 |
|
|
|
| Mar09 |
090121 |
63.05 |
63.05 |
63.05 |
63.05 |
-2.75 |
|
|
|
| Apr09 |
090121 |
63.80 |
63.80 |
63.80 |
63.80 |
-2.75 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| DJIA Index(CBOT) |
| Mar09 |
090121 |
7945 |
8190 |
7890 |
8178 |
+233 |
1,330 |
16,485 |
-210 |
| Jun09 |
090121 |
8133 |
8133 |
7900 |
8133 |
+233 |
2 |
27 |
+0 |
| Sep09 |
090121 |
8073 |
8073 |
7840 |
8073 |
+233 |
|
|
|
| Dec09 |
090121 |
8033 |
8033 |
7800 |
8033 |
+233 |
|
|
|
| Total Volume and Open Interest |
1,332 |
16,512 |
-210 |
| S & P 500(CME) |
| Mar09 |
090121 |
806.70 |
838.20 |
801.00 |
836.80 |
+30.80 |
41,040 |
516,524 |
+5,083 |
| Jun09 |
090121 |
810.00 |
833.20 |
800.20 |
833.20 |
+31.00 |
1,264 |
10,475 |
-924 |
| Sep09 |
090121 |
829.90 |
829.90 |
796.20 |
829.90 |
+31.70 |
0 |
629 |
+0 |
| Dec09 |
090121 |
826.90 |
826.90 |
793.20 |
826.90 |
+31.70 |
0 |
24 |
+0 |
| Total Volume and Open Interest |
42,304 |
527,652 |
+4,159 |
| S & P 500 E-Mini(Globex) |
| Mar09 |
090121 |
806.75 |
838.50 |
800.50 |
836.75 |
+30.75 |
2,841,680 |
2,519,962 |
+49,729 |
| Jun09 |
090121 |
801.00 |
834.75 |
797.00 |
833.25 |
+31.00 |
2,351 |
43,815 |
+1,051 |
| Total Volume and Open Interest |
2,844,037 |
2,564,130 |
+50,785 |
| NASDAQ 100(CME) |
| Mar09 |
090121 |
1142.80 |
1185.00 |
1139.00 |
1181.50 |
+34.00 |
4,009 |
25,011 |
+1,583 |
| Jun09 |
090121 |
1180.80 |
1182.00 |
1180.80 |
1180.80 |
+33.80 |
0 |
9 |
+0 |
| Sep09 |
090121 |
1181.00 |
1182.30 |
1181.00 |
1181.00 |
+33.70 |
|
|
|
| Total Volume and Open Interest |
4,009 |
25,020 |
+1,583 |
| NASDAQ 100 E-Mini(Globex) |
| Mar09 |
090121 |
1148.30 |
1185.00 |
1140.00 |
1181.50 |
+34.00 |
326,088 |
266,515 |
+17,355 |
| Jun09 |
090121 |
1146.00 |
1182.50 |
1140.50 |
1180.80 |
+33.80 |
146 |
1,721 |
+39 |
| Total Volume and Open Interest |
326,234 |
268,255 |
+17,394 |
| S & P Midcap 400(CME) |
| Mar09 |
090121 |
493.00 |
506.50 |
482.00 |
505.30 |
+20.10 |
62 |
3,631 |
+18 |
| Jun09 |
090121 |
503.80 |
505.20 |
503.80 |
503.80 |
+18.60 |
|
|
|
| Sep09 |
090121 |
508.80 |
510.20 |
508.80 |
508.80 |
+18.60 |
|
|
|
| Total Volume and Open Interest |
62 |
3,631 |
+18 |
| Russell 2000(CME) |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Mar09 |
090121 |
8045 |
8145 |
7770 |
7870 |
-190 |
83,836 |
165,050 |
+10,543 |
| Jun09 |
090121 |
7790 |
7790 |
7790 |
7790 |
-185 |
2 |
165 |
+0 |
| Total Volume and Open Interest |
83,990 |
166,057 |
+10,543 |
| Nikkei 225(SGX) |
| Mar09 |
090121 |
8045 |
8145 |
7770 |
7870 |
-190 |
83,836 |
165,050 |
+10,543 |
| Jun09 |
090121 |
7790 |
7790 |
7790 |
7790 |
-185 |
2 |
165 |
+0 |
| Sep09 |
090121 |
7790 |
7790 |
7790 |
7790 |
-190 |
2 |
66 |
+0 |
| Total Volume and Open Interest |
83,990 |
166,057 |
+10,543 |
| CAC 40(EURONEXT) |
| Feb09 |
090121 |
2905.5 |
2951.0 |
2843.0 |
2907.0 |
-19.0 |
121,857 |
324,589 |
-5,909 |
| Mar09 |
090121 |
2878.0 |
2951.0 |
2851.0 |
2909.0 |
-20.0 |
442 |
29,027 |
-37 |
| Apr09 |
090121 |
2884.5 |
2954.0 |
2874.0 |
2913.5 |
-19.0 |
7 |
7 |
+7 |
| Total Volume and Open Interest |
122,306 |
355,871 |
-5,939 |
| Hang Seng Index(HKFE) |
| Jan09 |
090121 |
12550 |
12760 |
12390 |
12601 |
-294 |
71,067 |
69,522 |
-7,003 |
| Feb09 |
090121 |
12518 |
12753 |
12390 |
12599 |
-290 |
6,755 |
21,079 |
+9,892 |
| Mar09 |
090121 |
12526 |
12683 |
12384 |
12520 |
-319 |
210 |
1,824 |
+120 |
| Total Volume and Open Interest |
78,114 |
92,852 |
+3,019 |
| DAX(EUREX) |
| Mar09 |
090121 |
4233.5 |
4375.5 |
4148.5 |
4262.5 |
+22.0 |
190,722 |
156,970 |
+9,336 |
| Jun09 |
090121 |
4225.0 |
4384.5 |
4173.0 |
4276.5 |
+21.0 |
561 |
10,837 |
-45 |
| Sep09 |
090121 |
4197.5 |
4399.5 |
4191.5 |
4288.0 |
+20.5 |
90 |
734 |
+12 |
| Total Volume and Open Interest |
191,373 |
168,541 |
+9,303 |
| FT-SE 100(EURONEXT) |
| Mar09 |
090121 |
4015.50 |
4081.00 |
3965.50 |
4018.00 |
-14.00 |
151,991 |
735,728 |
+7,694 |
| Jun09 |
090121 |
3981.50 |
4010.00 |
3952.00 |
3975.00 |
-14.00 |
1,739 |
3,363 |
+1,374 |
| Sep09 |
090121 |
3946.00 |
3946.00 |
3946.00 |
3946.00 |
-14.50 |
|
|
|
| Total Volume and Open Interest |
153,730 |
739,091 |
+9,068 |
| SPI 200(SFE) |
| Mar09 |
090121 |
3469.0 |
3505.0 |
3353.0 |
3428.0 |
-34.0 |
31,490 |
298,105 |
+2,942 |
| Jun09 |
090121 |
3482.0 |
3490.0 |
3384.0 |
3424.0 |
-37.0 |
143 |
2,694 |
+115 |
| Sep09 |
090121 |
3370.0 |
3370.0 |
3370.0 |
3370.0 |
-40.0 |
3 |
1,083 |
-24 |
| Total Volume and Open Interest |
31,726 |
302,913 |
+3,047 |
| GSCI(CME) |
| Feb09 |
090121 |
330.50 |
341.50 |
329.00 |
340.70 |
+10.20 |
402 |
14,103 |
+89 |
| Mar09 |
090121 |
349.00 |
349.00 |
342.00 |
349.00 |
+6.00 |
|
|
|
| Apr09 |
090121 |
356.00 |
356.00 |
351.00 |
356.00 |
+3.00 |
|
|
|
| Total Volume and Open Interest |
402 |
14,103 |
+89 |
| Reuters CCI(ICE) |
| Feb09 |
090121 |
356.05 |
356.05 |
356.00 |
356.00 |
+4.00 |
14 |
20 |
-4 |
| Apr09 |
090121 |
363.00 |
363.00 |
363.00 |
363.00 |
+4.00 |
3 |
1,033 |
-1 |
| Jun09 |
090121 |
217.30 |
217.30 |
217.30 |
217.30 |
+3.00 |
|
|
|
| Total Volume and Open Interest |
0 |
6 |
+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. |
|
|