|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu January 22, 2009 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar09 |
090122 |
1021.25 |
1034.75 |
996.25 |
1012.00 |
-8.50 |
82,806 |
156,297 |
-1,089 |
May09 |
090122 |
1029.25 |
1043.50 |
1005.00 |
1019.50 |
-9.75 |
20,227 |
48,789 |
+2,476 |
Jul09 |
090122 |
1040.00 |
1053.00 |
1013.75 |
1027.50 |
-11.00 |
11,762 |
37,394 |
+398 |
Aug09 |
090122 |
1010.00 |
1031.00 |
1010.00 |
1018.50 |
-12.50 |
659 |
2,527 |
+39 |
Sep09 |
090122 |
989.75 |
992.75 |
980.25 |
987.00 |
-17.00 |
534 |
1,969 |
+220 |
Nov09 |
090122 |
974.25 |
984.00 |
949.00 |
957.50 |
-16.50 |
8,711 |
48,846 |
+12 |
Jan10 |
090122 |
982.00 |
985.00 |
959.00 |
966.50 |
-16.50 |
202 |
1,252 |
+57 |
Total Volume and Open Interest |
125,078 |
303,954 |
+2,147 |
Soybean Meal(CBOT) |
Mar09 |
090122 |
320.00 |
325.20 |
313.30 |
318.20 |
-2.20 |
32,736 |
53,347 |
+566 |
May09 |
090122 |
320.80 |
325.00 |
313.70 |
318.20 |
-2.70 |
6,887 |
24,234 |
+1,484 |
Jul09 |
090122 |
323.00 |
332.00 |
315.50 |
319.20 |
-4.00 |
3,631 |
18,329 |
+201 |
Aug09 |
090122 |
320.00 |
320.50 |
314.30 |
315.70 |
-4.80 |
378 |
4,463 |
-17 |
Sep09 |
090122 |
312.20 |
312.90 |
304.90 |
306.40 |
-6.50 |
361 |
3,973 |
+35 |
Oct09 |
090122 |
290.50 |
292.40 |
289.00 |
290.40 |
-6.50 |
583 |
2,552 |
+204 |
Dec09 |
090122 |
295.50 |
295.50 |
286.10 |
288.20 |
-6.70 |
2,067 |
11,235 |
+77 |
Jan10 |
090122 |
288.70 |
294.90 |
288.70 |
288.70 |
-6.20 |
10 |
224 |
+0 |
Total Volume and Open Interest |
46,658 |
118,745 |
+2,510 |
Soybean Oil(CBOT) |
Mar09 |
090122 |
34.07 |
34.49 |
33.16 |
33.53 |
-0.42 |
33,073 |
109,065 |
-457 |
May09 |
090122 |
34.71 |
34.85 |
33.57 |
33.90 |
-0.42 |
3,427 |
34,401 |
+586 |
Jul09 |
090122 |
34.99 |
35.15 |
33.95 |
34.28 |
-0.42 |
2,494 |
27,229 |
-283 |
Aug09 |
090122 |
34.98 |
34.98 |
34.19 |
34.46 |
-0.42 |
444 |
5,108 |
-66 |
Sep09 |
090122 |
34.73 |
34.96 |
34.37 |
34.63 |
-0.43 |
399 |
4,522 |
+19 |
Oct09 |
090122 |
34.93 |
35.00 |
34.46 |
34.77 |
-0.45 |
428 |
4,327 |
-16 |
Dec09 |
090122 |
35.72 |
35.97 |
34.80 |
35.09 |
-0.43 |
1,363 |
17,714 |
+241 |
Jan10 |
090122 |
35.30 |
35.39 |
35.30 |
35.39 |
-0.43 |
0 |
361 |
+0 |
Total Volume and Open Interest |
41,631 |
208,789 |
+24 |
Canola(WCE) |
Jan09 |
090114 |
435.9 |
435.9 |
435.9 |
435.9 |
+7.7 |
1 |
1 |
-1 |
Mar09 |
090122 |
445.0 |
446.6 |
436.5 |
437.5 |
-9.1 |
11,201 |
61,155 |
-4,221 |
May09 |
090122 |
452.9 |
454.2 |
445.0 |
445.5 |
-8.8 |
1,222 |
10,121 |
-229 |
Jul09 |
090122 |
460.5 |
461.3 |
452.4 |
452.7 |
-9.2 |
1,514 |
6,746 |
-56 |
Nov09 |
090122 |
464.0 |
464.5 |
457.1 |
457.1 |
-8.5 |
750 |
8,637 |
+353 |
Total Volume and Open Interest |
14,689 |
86,902 |
-4,151 |
Corn(CBOT) |
Mar09 |
090122 |
389.75 |
394.75 |
378.50 |
387.50 |
-2.75 |
116,622 |
323,940 |
+1,198 |
May09 |
090122 |
401.00 |
405.50 |
389.75 |
398.50 |
-2.50 |
34,274 |
120,711 |
-918 |
Jul09 |
090122 |
411.00 |
416.00 |
400.00 |
409.00 |
-2.25 |
25,653 |
128,334 |
+943 |
Sep09 |
090122 |
425.00 |
425.00 |
410.50 |
419.75 |
-2.00 |
7,047 |
31,711 |
-574 |
Dec09 |
090122 |
435.50 |
440.00 |
424.00 |
433.50 |
-2.25 |
17,938 |
152,104 |
+858 |
Mar10 |
090122 |
448.00 |
452.00 |
437.50 |
447.00 |
-1.75 |
673 |
12,411 |
+112 |
Total Volume and Open Interest |
202,895 |
806,329 |
+1,844 |
Wheat(CBOT) |
Mar09 |
090122 |
572.00 |
580.50 |
558.00 |
566.75 |
-5.00 |
31,129 |
130,818 |
-418 |
May09 |
090122 |
584.25 |
592.75 |
572.75 |
579.50 |
-5.00 |
3,923 |
35,935 |
+1,438 |
Jul09 |
090122 |
597.00 |
604.50 |
584.25 |
591.25 |
-4.50 |
5,337 |
53,277 |
-250 |
Sep09 |
090122 |
612.75 |
618.75 |
608.75 |
614.25 |
-4.50 |
461 |
17,363 |
+66 |
Dec09 |
090122 |
641.75 |
649.50 |
630.00 |
636.50 |
-4.00 |
3,161 |
26,142 |
+241 |
Total Volume and Open Interest |
44,382 |
271,332 |
+1,354 |
Wheat(KCBT) |
Mar09 |
090122 |
600.00 |
607.50 |
590.00 |
598.00 |
-2.50 |
5,832 |
33,727 |
-250 |
May09 |
090122 |
611.00 |
611.00 |
602.00 |
608.75 |
-2.75 |
688 |
11,872 |
+178 |
Jul09 |
090122 |
624.00 |
628.25 |
611.50 |
618.50 |
-3.00 |
1,261 |
20,100 |
+72 |
Sep09 |
090122 |
622.75 |
629.50 |
621.75 |
629.00 |
-3.00 |
41 |
3,890 |
+6 |
Dec09 |
090122 |
650.25 |
650.50 |
638.00 |
646.50 |
-2.50 |
719 |
9,110 |
+242 |
Total Volume and Open Interest |
8,547 |
80,265 |
+250 |
Wheat(MGE) |
Mar09 |
090122 |
647.00 |
652.75 |
639.75 |
651.50 |
+4.25 |
1,466 |
9,070 |
+100 |
May09 |
090122 |
645.00 |
646.25 |
635.00 |
644.75 |
+2.00 |
649 |
8,152 |
+131 |
Jul09 |
090122 |
645.25 |
645.25 |
635.25 |
642.25 |
-3.50 |
138 |
3,225 |
+38 |
Sep09 |
090122 |
650.50 |
651.75 |
642.00 |
647.50 |
-3.75 |
81 |
3,578 |
+24 |
Dec09 |
090122 |
663.50 |
666.00 |
654.75 |
661.00 |
-2.50 |
79 |
2,272 |
+6 |
Total Volume and Open Interest |
2,421 |
26,461 |
+294 |
Oats(CBOT) |
Mar09 |
090122 |
214.50 |
216.50 |
210.00 |
213.00 |
-3.00 |
476 |
6,718 |
-167 |
May09 |
090122 |
225.50 |
225.50 |
219.50 |
222.50 |
-3.00 |
211 |
3,052 |
+13 |
Jul09 |
090122 |
230.50 |
233.50 |
230.50 |
232.00 |
-3.00 |
6 |
3,029 |
+1 |
Sep09 |
090122 |
241.50 |
244.50 |
241.50 |
241.50 |
-3.00 |
0 |
3 |
+0 |
Total Volume and Open Interest |
697 |
16,586 |
-155 |
Rough Rice(CBOT) |
Mar09 |
090122 |
12.99 |
12.99 |
12.66 |
12.69 |
-0.33 |
470 |
4,438 |
+27 |
May09 |
090122 |
13.05 |
13.10 |
12.83 |
12.83 |
-0.31 |
218 |
702 |
+13 |
Jul09 |
090122 |
12.94 |
13.10 |
12.85 |
12.87 |
-0.32 |
44 |
185 |
-7 |
Sep09 |
090122 |
12.75 |
12.88 |
12.75 |
12.75 |
-0.13 |
0 |
262 |
+0 |
Total Volume and Open Interest |
741 |
5,955 |
+40 |
Live Cattle(CME) |
Feb09 |
090122 |
82.700 |
82.800 |
81.135 |
82.285 |
-0.065 |
13,482 |
38,409 |
-382 |
Apr09 |
090122 |
85.750 |
85.885 |
84.400 |
85.400 |
+0.200 |
15,174 |
91,831 |
+2,138 |
Jun09 |
090122 |
84.535 |
84.600 |
83.200 |
84.180 |
+0.080 |
5,178 |
44,245 |
+1,118 |
Aug09 |
090122 |
85.000 |
85.150 |
84.000 |
84.950 |
+0.120 |
1,562 |
18,298 |
+60 |
Oct09 |
090122 |
88.500 |
88.800 |
87.600 |
88.750 |
+0.450 |
320 |
7,290 |
+76 |
Dec09 |
090122 |
89.550 |
90.500 |
89.500 |
90.450 |
+0.400 |
138 |
3,956 |
+37 |
Total Volume and Open Interest |
35,885 |
205,102 |
+3,062 |
Feeder Cattle(CME) |
Jan09 |
090122 |
93.200 |
93.785 |
92.480 |
93.480 |
+0.595 |
824 |
1,811 |
-281 |
Mar09 |
090122 |
91.535 |
93.000 |
90.400 |
92.300 |
+0.950 |
2,828 |
11,939 |
+183 |
Apr09 |
090122 |
94.000 |
94.500 |
92.350 |
93.400 |
+0.600 |
574 |
3,660 |
+297 |
May09 |
090122 |
94.950 |
96.000 |
93.900 |
95.450 |
+0.750 |
677 |
2,300 |
-150 |
Aug09 |
090122 |
96.950 |
97.700 |
95.850 |
97.200 |
+0.250 |
152 |
1,266 |
+16 |
Sep09 |
090122 |
96.600 |
97.300 |
96.000 |
97.300 |
+0.200 |
5 |
172 |
+1 |
Oct09 |
090122 |
96.500 |
96.900 |
96.350 |
96.900 |
+0.400 |
14 |
88 |
+10 |
Total Volume and Open Interest |
5,074 |
21,268 |
+76 |
Lean Hogs(CME) |
Feb09 |
090122 |
59.735 |
60.130 |
59.330 |
59.650 |
+0.320 |
9,859 |
20,237 |
-1,555 |
Apr09 |
090122 |
65.900 |
66.300 |
65.300 |
65.400 |
+0.050 |
10,019 |
58,829 |
+324 |
May09 |
090122 |
77.285 |
77.285 |
76.600 |
76.975 |
+0.025 |
36 |
1,816 |
+7 |
Jun09 |
090122 |
77.750 |
78.050 |
76.800 |
77.135 |
-0.315 |
3,850 |
32,349 |
+501 |
Jul09 |
090122 |
78.580 |
78.580 |
77.300 |
77.450 |
-0.480 |
493 |
6,828 |
+17 |
Aug09 |
090122 |
77.475 |
77.475 |
76.550 |
76.635 |
-0.165 |
1,200 |
5,421 |
+267 |
Oct09 |
090122 |
70.300 |
70.300 |
69.700 |
69.950 |
-0.230 |
336 |
3,731 |
+100 |
Dec09 |
090122 |
68.050 |
68.250 |
67.750 |
67.750 |
+0.050 |
30 |
1,076 |
+6 |
Total Volume and Open Interest |
25,865 |
130,521 |
-302 |
Pork Bellies(CME) |
Feb09 |
090122 |
82.000 |
82.250 |
80.700 |
82.000 |
unch |
90 |
528 |
-8 |
Mar09 |
090122 |
82.500 |
82.750 |
81.000 |
82.250 |
+0.050 |
25 |
245 |
+12 |
May09 |
090122 |
84.800 |
84.800 |
83.500 |
84.700 |
+0.050 |
3 |
259 |
+3 |
Jul09 |
090122 |
85.000 |
85.000 |
84.100 |
84.100 |
-0.450 |
1 |
161 |
+0 |
Aug09 |
090122 |
86.400 |
86.400 |
86.400 |
86.400 |
+0.200 |
1 |
5 |
+1 |
Total Volume and Open Interest |
120 |
1,198 |
+8 |
Class III Milk(CME) |
Jan09 |
090122 |
10.68 |
10.68 |
10.63 |
10.63 |
-0.02 |
62 |
4,499 |
-61 |
Feb09 |
090122 |
9.37 |
9.45 |
9.29 |
9.29 |
-0.09 |
81 |
4,693 |
+55 |
Mar09 |
090122 |
9.99 |
10.00 |
9.80 |
9.86 |
-0.06 |
162 |
4,307 |
+31 |
Apr09 |
090122 |
10.57 |
10.57 |
10.36 |
10.39 |
-0.12 |
163 |
3,626 |
+50 |
May09 |
090122 |
10.85 |
10.87 |
10.73 |
10.75 |
-0.08 |
44 |
3,614 |
+11 |
Total Volume and Open Interest |
949 |
38,887 |
+180 |
Cocoa(ICE) |
Mar09 |
090122 |
2630 |
2657 |
2570 |
2580 |
-22 |
14,461 |
44,457 |
+180 |
May09 |
090122 |
2636 |
2665 |
2582 |
2592 |
-16 |
6,191 |
35,945 |
+3,458 |
Jul09 |
090122 |
2610 |
2626 |
2575 |
2582 |
-6 |
1,073 |
14,656 |
-112 |
Sep09 |
090122 |
2595 |
2596 |
2550 |
2567 |
+5 |
1,023 |
8,619 |
+546 |
Dec09 |
090122 |
2525 |
2555 |
2516 |
2538 |
+18 |
641 |
11,771 |
+371 |
Mar10 |
090122 |
2511 |
2511 |
2500 |
2507 |
+14 |
417 |
3,238 |
+26 |
May10 |
090122 |
2521 |
2521 |
2505 |
2505 |
+18 |
84 |
1,738 |
+18 |
Total Volume and Open Interest |
23,890 |
120,688 |
+4,487 |
Coffee "C"(ICE) |
Mar09 |
090122 |
117.75 |
120.40 |
117.55 |
119.45 |
+1.90 |
12,200 |
68,486 |
-964 |
May09 |
090122 |
119.50 |
122.50 |
119.50 |
121.55 |
+1.95 |
4,333 |
30,838 |
+1,253 |
Jul09 |
090122 |
122.40 |
124.00 |
122.25 |
123.60 |
+2.00 |
1,743 |
11,217 |
+1,032 |
Sep09 |
090122 |
124.20 |
126.20 |
124.20 |
125.55 |
+2.15 |
282 |
5,203 |
+43 |
Dec09 |
090122 |
127.05 |
128.90 |
126.95 |
128.40 |
+2.30 |
162 |
7,742 |
-9 |
Mar10 |
090122 |
131.00 |
131.50 |
130.05 |
130.95 |
+2.30 |
95 |
4,561 |
+67 |
Total Volume and Open Interest |
18,826 |
129,651 |
+1,429 |
Orange Juice(ICE) |
Mar09 |
090122 |
75.25 |
78.90 |
74.50 |
75.80 |
+0.95 |
1,232 |
22,186 |
-260 |
May09 |
090122 |
78.90 |
82.00 |
78.00 |
79.00 |
+0.85 |
302 |
3,197 |
+38 |
Jul09 |
090122 |
84.80 |
84.80 |
82.00 |
82.30 |
+0.55 |
19 |
1,460 |
+6 |
Sep09 |
090122 |
87.00 |
87.00 |
86.10 |
86.30 |
+0.55 |
11 |
558 |
+3 |
Nov09 |
090122 |
89.70 |
89.70 |
89.70 |
89.70 |
+0.55 |
0 |
174 |
+0 |
Jan10 |
090122 |
92.70 |
92.70 |
92.70 |
92.70 |
+0.55 |
0 |
77 |
+0 |
Total Volume and Open Interest |
1,564 |
27,881 |
-213 |
Sugar #11(ICE) |
Mar09 |
090122 |
12.66 |
12.67 |
12.10 |
12.38 |
-0.22 |
35,498 |
225,167 |
+344 |
May09 |
090122 |
12.88 |
12.89 |
12.34 |
12.64 |
-0.17 |
10,087 |
115,297 |
+913 |
Jul09 |
090122 |
13.05 |
13.05 |
12.54 |
12.77 |
-0.19 |
9,136 |
115,105 |
-9 |
Oct09 |
090122 |
13.37 |
13.38 |
13.00 |
13.17 |
-0.17 |
6,265 |
80,497 |
+556 |
Mar10 |
090122 |
13.81 |
13.82 |
13.50 |
13.71 |
-0.09 |
5,305 |
54,341 |
-320 |
Total Volume and Open Interest |
69,669 |
661,998 |
+1,841 |
London Cocoa(LCE) |
Mar09 |
090122 |
1988 |
1994 |
1961 |
1969 |
-11 |
10,269 |
61,618 |
-1,535 |
May09 |
090122 |
1965 |
1970 |
1937 |
1949 |
-6 |
9,913 |
49,648 |
+2,151 |
Jul09 |
090122 |
1937 |
1958 |
1918 |
1936 |
+2 |
1,175 |
32,695 |
+538 |
Sep09 |
090122 |
1906 |
1945 |
1903 |
1921 |
+3 |
1,172 |
12,595 |
+134 |
Dec09 |
090122 |
1845 |
1908 |
1845 |
1865 |
-2 |
588 |
15,239 |
+40 |
Mar10 |
090122 |
1830 |
1870 |
1830 |
1834 |
-6 |
1,049 |
4,541 |
+390 |
May10 |
090122 |
1837 |
1837 |
1837 |
1837 |
-6 |
0 |
164 |
+0 |
Total Volume and Open Interest |
24,166 |
176,500 |
+1,718 |
London Sugar(LCE) |
Mar09 |
090122 |
349.00 |
352.00 |
340.50 |
345.00 |
-4.00 |
2,058 |
23,853 |
-40 |
May09 |
090122 |
353.90 |
356.00 |
344.90 |
349.00 |
-4.30 |
891 |
15,898 |
+325 |
Aug09 |
090122 |
357.40 |
360.10 |
349.60 |
352.40 |
-4.90 |
517 |
8,213 |
+74 |
Oct09 |
090122 |
362.50 |
362.50 |
354.60 |
355.90 |
-6.20 |
241 |
3,987 |
+124 |
Dec09 |
090122 |
365.70 |
366.30 |
360.30 |
360.90 |
-6.10 |
77 |
990 |
+13 |
Total Volume and Open Interest |
3,939 |
53,923 |
+612 |
Cotton(ICE) |
Mar09 |
090122 |
47.71 |
49.14 |
47.12 |
48.93 |
+1.70 |
6,311 |
67,551 |
-634 |
May09 |
090122 |
47.90 |
49.64 |
47.80 |
49.48 |
+1.69 |
1,848 |
24,205 |
+625 |
Jul09 |
090122 |
48.50 |
50.27 |
48.50 |
50.10 |
+1.61 |
626 |
19,552 |
+61 |
Oct09 |
090122 |
51.00 |
52.55 |
51.00 |
52.55 |
+1.51 |
1 |
287 |
+1 |
Dec09 |
090122 |
52.65 |
54.18 |
52.52 |
53.98 |
+1.49 |
197 |
16,841 |
+14 |
Mar10 |
090122 |
57.13 |
57.13 |
57.13 |
57.13 |
+1.54 |
0 |
192 |
+0 |
Total Volume and Open Interest |
9,005 |
130,446 |
+88 |
Lumber(CME) |
Mar09 |
090122 |
156.5 |
158.5 |
154.2 |
157.8 |
+2.6 |
664 |
5,394 |
-112 |
May09 |
090122 |
174.5 |
176.5 |
170.9 |
176.0 |
+2.5 |
144 |
1,543 |
-97 |
Jul09 |
090122 |
188.5 |
193.3 |
185.6 |
192.6 |
+1.4 |
84 |
374 |
-58 |
Sep09 |
090122 |
192.6 |
197.0 |
190.0 |
193.0 |
-0.5 |
11 |
132 |
+7 |
Total Volume and Open Interest |
903 |
7,479 |
-260 |
Crude Oil(NYM) |
Mar09 |
090122 |
44.21 |
45.10 |
40.41 |
43.67 |
+0.12 |
276,261 |
378,137 |
-11,579 |
Apr09 |
090122 |
45.95 |
46.94 |
43.48 |
45.83 |
+0.28 |
107,141 |
110,049 |
+2,378 |
May09 |
090122 |
47.58 |
48.38 |
45.46 |
47.41 |
+0.29 |
38,484 |
60,626 |
-1,495 |
Jun09 |
090122 |
48.45 |
49.55 |
47.10 |
48.79 |
+0.28 |
35,967 |
119,540 |
+723 |
Jul09 |
090122 |
49.84 |
50.62 |
48.37 |
50.01 |
+0.28 |
13,988 |
57,353 |
+2,470 |
Aug09 |
090122 |
50.60 |
51.50 |
49.28 |
50.85 |
+0.26 |
5,444 |
29,480 |
-107 |
Sep09 |
090122 |
51.60 |
51.77 |
50.48 |
51.65 |
+0.26 |
4,173 |
23,321 |
-508 |
Oct09 |
090122 |
52.03 |
52.45 |
52.03 |
52.40 |
+0.26 |
3,222 |
22,351 |
+61 |
Nov09 |
090122 |
53.15 |
53.15 |
53.15 |
53.15 |
+0.26 |
3,169 |
18,801 |
-72 |
Dec09 |
090122 |
54.10 |
54.70 |
52.49 |
53.90 |
+0.26 |
23,567 |
96,462 |
+447 |
Jan10 |
090122 |
54.65 |
54.65 |
53.50 |
54.55 |
+0.23 |
2,797 |
18,644 |
+2 |
Feb10 |
090122 |
54.30 |
55.18 |
54.30 |
55.18 |
+0.19 |
1,232 |
10,291 |
+92 |
Mar10 |
090122 |
55.77 |
55.77 |
55.77 |
55.77 |
+0.16 |
1,016 |
13,567 |
+66 |
Apr10 |
090122 |
56.30 |
56.30 |
56.30 |
56.30 |
+0.12 |
573 |
3,730 |
+71 |
May10 |
090122 |
56.80 |
56.80 |
56.80 |
56.80 |
+0.09 |
343 |
4,101 |
+258 |
Jun10 |
090122 |
57.25 |
57.25 |
57.25 |
57.25 |
+0.06 |
3,618 |
24,875 |
-362 |
Total Volume and Open Interest |
541,928 |
1,242,947 |
-5,060 |
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 |
090122 |
44.225 |
45.075 |
40.275 |
43.675 |
+0.125 |
10,098 |
6,307 |
-132 |
Apr09 |
090122 |
46.000 |
46.900 |
43.375 |
45.825 |
+0.275 |
768 |
1,026 |
+84 |
May09 |
090122 |
47.500 |
48.000 |
45.525 |
47.400 |
+0.275 |
31 |
243 |
+2 |
Jun09 |
090122 |
49.000 |
49.000 |
47.200 |
48.800 |
+0.300 |
10 |
153 |
+6 |
Jul09 |
090122 |
50.000 |
50.000 |
50.000 |
50.000 |
+0.275 |
0 |
10 |
+0 |
Aug09 |
090122 |
50.850 |
50.850 |
50.850 |
50.850 |
+0.250 |
2 |
4 |
+2 |
Sep09 |
090122 |
51.650 |
51.650 |
51.650 |
51.650 |
+0.250 |
0 |
2 |
+0 |
Oct09 |
090122 |
52.400 |
52.400 |
52.400 |
52.400 |
+0.250 |
0 |
2 |
+0 |
Total Volume and Open Interest |
10,909 |
7,825 |
-38 |
Heating Oil(NYM) |
Feb09 |
090122 |
138.79 |
140.89 |
130.83 |
134.86 |
-3.74 |
19,561 |
27,848 |
-1,686 |
Mar09 |
090122 |
138.39 |
140.56 |
130.39 |
134.56 |
-3.46 |
29,466 |
56,171 |
+2,801 |
Apr09 |
090122 |
138.87 |
138.96 |
131.60 |
135.56 |
-3.41 |
9,688 |
29,279 |
-97 |
May09 |
090122 |
139.67 |
139.67 |
133.80 |
137.56 |
-3.21 |
5,390 |
21,918 |
-417 |
Jun09 |
090122 |
141.83 |
142.20 |
136.14 |
140.06 |
-2.91 |
4,628 |
28,172 |
+708 |
Jul09 |
090122 |
144.50 |
145.38 |
140.00 |
143.46 |
-2.86 |
1,351 |
12,305 |
-123 |
Aug09 |
090122 |
148.30 |
148.77 |
143.30 |
146.76 |
-2.86 |
1,150 |
6,832 |
+46 |
Sep09 |
090122 |
152.00 |
152.00 |
146.34 |
150.06 |
-2.76 |
1,382 |
9,818 |
-82 |
Oct09 |
090122 |
154.15 |
154.27 |
149.60 |
152.91 |
-2.76 |
639 |
4,924 |
+32 |
Nov09 |
090122 |
156.00 |
156.83 |
152.15 |
155.56 |
-2.56 |
611 |
2,995 |
-21 |
Dec09 |
090122 |
160.00 |
160.00 |
154.31 |
158.06 |
-2.36 |
2,465 |
16,943 |
-226 |
Jan10 |
090122 |
161.10 |
161.10 |
157.37 |
160.21 |
-2.16 |
818 |
4,272 |
-161 |
Total Volume and Open Interest |
78,454 |
250,225 |
+1,066 |
Gasoline(NYMEX) |
Feb09 |
090122 |
117.40 |
119.00 |
103.97 |
109.34 |
-8.04 |
19,729 |
28,375 |
-2,058 |
Mar09 |
090122 |
120.00 |
121.70 |
106.80 |
111.91 |
-8.07 |
28,068 |
68,749 |
-2,070 |
Apr09 |
090122 |
131.00 |
131.50 |
118.60 |
123.51 |
-7.07 |
11,788 |
27,349 |
+15 |
May09 |
090122 |
131.00 |
132.70 |
120.89 |
125.51 |
-6.22 |
7,586 |
15,151 |
-11 |
Jun09 |
090122 |
131.38 |
131.51 |
122.67 |
127.21 |
-5.57 |
4,464 |
15,193 |
+71 |
Jul09 |
090122 |
129.79 |
132.26 |
123.68 |
128.16 |
-4.92 |
3,176 |
8,913 |
-782 |
Aug09 |
090122 |
131.11 |
133.08 |
125.09 |
128.81 |
-4.32 |
2,962 |
5,950 |
+198 |
Sep09 |
090122 |
131.74 |
132.70 |
125.16 |
129.11 |
-3.97 |
1,661 |
6,525 |
+81 |
Oct09 |
090122 |
120.21 |
120.21 |
120.21 |
120.21 |
-3.37 |
1,282 |
4,086 |
+336 |
Nov09 |
090122 |
121.01 |
121.01 |
121.01 |
121.01 |
-3.27 |
417 |
1,523 |
-63 |
Total Volume and Open Interest |
81,865 |
196,902 |
-4,427 |
e-miNY RBOB Gasoline(NYM) |
Feb09 |
090122 |
109.34 |
109.34 |
109.34 |
109.34 |
-8.04 |
0 |
3 |
+0 |
Mar09 |
090122 |
111.91 |
111.91 |
111.91 |
111.91 |
-8.07 |
0 |
1 |
+0 |
Apr09 |
090122 |
123.51 |
123.51 |
123.51 |
123.51 |
-7.07 |
|
|
|
May09 |
090122 |
125.51 |
125.51 |
125.51 |
125.51 |
-6.22 |
|
|
|
Total Volume and Open Interest |
0 |
4 |
+0 |
Natural Gas(NYM) |
Feb09 |
090122 |
4.830 |
4.830 |
4.483 |
4.681 |
-0.099 |
47,053 |
36,301 |
-8,531 |
Mar09 |
090122 |
4.780 |
4.798 |
4.470 |
4.662 |
-0.088 |
23,569 |
133,957 |
+1,808 |
Apr09 |
090122 |
4.815 |
4.855 |
4.547 |
4.724 |
-0.085 |
12,380 |
74,376 |
+1,320 |
May09 |
090122 |
4.875 |
4.875 |
4.624 |
4.792 |
-0.085 |
6,888 |
48,848 |
+1,480 |
Jun09 |
090122 |
4.948 |
4.950 |
4.727 |
4.892 |
-0.083 |
3,126 |
29,471 |
-303 |
Jul09 |
090122 |
5.000 |
5.043 |
4.860 |
5.017 |
-0.082 |
2,239 |
27,723 |
+535 |
Aug09 |
090122 |
5.195 |
5.195 |
4.960 |
5.122 |
-0.082 |
765 |
22,940 |
+66 |
Sep09 |
090122 |
5.155 |
5.211 |
5.030 |
5.182 |
-0.082 |
1,131 |
18,722 |
+259 |
Oct09 |
090122 |
5.380 |
5.380 |
5.150 |
5.312 |
-0.074 |
4,816 |
34,987 |
-985 |
Nov09 |
090122 |
5.849 |
5.875 |
5.692 |
5.854 |
-0.057 |
695 |
16,866 |
+67 |
Dec09 |
090122 |
6.464 |
6.464 |
6.270 |
6.432 |
-0.039 |
3,274 |
27,874 |
+122 |
Jan10 |
090122 |
6.647 |
6.700 |
6.530 |
6.692 |
-0.034 |
3,024 |
22,045 |
-83 |
Feb10 |
090122 |
6.689 |
6.710 |
6.563 |
6.704 |
-0.034 |
147 |
9,129 |
+39 |
Mar10 |
090122 |
6.495 |
6.572 |
6.412 |
6.554 |
-0.029 |
459 |
20,036 |
+19 |
Apr10 |
090122 |
6.245 |
6.277 |
6.120 |
6.249 |
+0.001 |
377 |
18,095 |
+142 |
May10 |
090122 |
6.165 |
6.280 |
6.120 |
6.249 |
+0.001 |
41 |
9,861 |
+3 |
Total Volume and Open Interest |
110,947 |
700,975 |
-3,949 |
Brent Crude Oil(ICE) |
Mar09 |
090122 |
45.12 |
46.64 |
43.40 |
45.39 |
+0.37 |
135,781 |
149,651 |
+943 |
Apr09 |
090122 |
46.93 |
48.05 |
45.16 |
47.15 |
+0.56 |
79,073 |
143,755 |
-3,139 |
May09 |
090122 |
48.11 |
49.35 |
46.64 |
48.68 |
+0.69 |
33,074 |
46,482 |
+3,223 |
Jun09 |
090122 |
49.18 |
50.45 |
47.89 |
49.89 |
+0.68 |
22,205 |
48,355 |
-208 |
Jul09 |
090122 |
50.11 |
51.28 |
48.82 |
50.80 |
+0.68 |
7,377 |
20,955 |
+326 |
Aug09 |
090122 |
50.92 |
52.01 |
49.64 |
51.57 |
+0.66 |
4,554 |
15,450 |
-613 |
Sep09 |
090122 |
51.69 |
52.64 |
50.42 |
52.30 |
+0.65 |
3,503 |
13,112 |
-1,189 |
Oct09 |
090122 |
52.44 |
53.32 |
51.15 |
52.97 |
+0.62 |
2,709 |
11,238 |
+646 |
Nov09 |
090122 |
53.13 |
53.97 |
51.85 |
53.58 |
+0.58 |
2,912 |
11,713 |
-145 |
Dec09 |
090122 |
53.75 |
54.70 |
52.55 |
54.19 |
+0.54 |
15,396 |
58,958 |
-199 |
Jan10 |
090122 |
54.84 |
54.84 |
54.84 |
54.84 |
+0.51 |
1,365 |
10,270 |
+86 |
Feb10 |
090122 |
55.46 |
55.46 |
55.46 |
55.46 |
+0.45 |
771 |
6,478 |
-223 |
Mar10 |
090122 |
56.05 |
56.05 |
56.05 |
56.05 |
+0.40 |
524 |
3,273 |
+48 |
Apr10 |
090122 |
56.56 |
56.56 |
56.56 |
56.56 |
+0.31 |
586 |
2,390 |
-72 |
Total Volume and Open Interest |
318,452 |
650,578 |
-275 |
Gas Oil(ICE) |
Feb09 |
090122 |
432.00 |
442.25 |
412.75 |
420.75 |
-8.50 |
40,150 |
73,383 |
-1,124 |
Mar09 |
090122 |
438.50 |
448.00 |
418.75 |
426.75 |
-8.75 |
38,486 |
79,719 |
+3,242 |
Apr09 |
090122 |
447.25 |
456.00 |
427.75 |
435.00 |
-8.75 |
12,737 |
38,759 |
+729 |
May09 |
090122 |
457.50 |
463.25 |
438.50 |
445.50 |
-8.25 |
5,518 |
26,229 |
+1,102 |
Jun09 |
090122 |
468.25 |
474.50 |
449.50 |
456.25 |
-8.00 |
6,958 |
41,601 |
+486 |
Jul09 |
090122 |
481.00 |
484.50 |
461.25 |
468.00 |
-7.50 |
2,663 |
16,183 |
+198 |
Aug09 |
090122 |
492.25 |
493.25 |
473.75 |
479.25 |
-7.75 |
2,267 |
19,279 |
+193 |
Sep09 |
090122 |
501.00 |
502.00 |
483.00 |
488.50 |
-7.75 |
1,978 |
14,725 |
-14 |
Oct09 |
090122 |
508.25 |
509.25 |
491.50 |
496.75 |
-7.50 |
1,238 |
11,021 |
+103 |
Nov09 |
090122 |
514.25 |
514.75 |
497.25 |
503.25 |
-7.00 |
794 |
9,856 |
+146 |
Total Volume and Open Interest |
124,516 |
453,266 |
+7,334 |
Ethanol(CBOT) |
Jan09 |
090106 |
1.675 |
1.675 |
1.675 |
1.675 |
+0.044 |
10 |
63 |
-9 |
Feb09 |
090122 |
1.571 |
1.580 |
1.571 |
1.578 |
-0.006 |
87 |
268 |
-16 |
Mar09 |
090122 |
1.578 |
1.590 |
1.578 |
1.585 |
-0.001 |
44 |
311 |
+8 |
Apr09 |
090122 |
1.600 |
1.614 |
1.600 |
1.614 |
+0.001 |
16 |
388 |
-5 |
May09 |
090122 |
1.632 |
1.658 |
1.632 |
1.656 |
+0.016 |
0 |
149 |
+0 |
Jun09 |
090122 |
1.670 |
1.670 |
1.670 |
1.670 |
+0.020 |
0 |
179 |
+0 |
Jul09 |
090122 |
1.690 |
1.690 |
1.690 |
1.690 |
+0.020 |
1 |
196 |
+1 |
Aug09 |
090122 |
1.700 |
1.700 |
1.700 |
1.700 |
+0.010 |
0 |
219 |
+0 |
Total Volume and Open Interest |
156 |
2,870 |
-6 |
US Dollar Index(ICE) |
Mar09 |
090122 |
86.240 |
86.740 |
85.825 |
86.130 |
-0.385 |
3,706 |
14,089 |
+916 |
Jun09 |
090122 |
87.220 |
87.220 |
86.930 |
86.930 |
-0.385 |
3 |
2,264 |
+6 |
Sep09 |
090122 |
87.800 |
87.800 |
87.490 |
87.490 |
-0.385 |
|
|
|
Total Volume and Open Interest |
3,709 |
16,353 |
+922 |
Australian Dollar(CME) |
Mar09 |
090122 |
66.03 |
66.09 |
64.61 |
65.61 |
+0.09 |
30,715 |
43,949 |
-1,009 |
Jun09 |
090122 |
64.86 |
65.50 |
64.37 |
65.29 |
+0.09 |
11 |
444 |
+1 |
Sep09 |
090122 |
64.97 |
64.97 |
64.49 |
64.97 |
+0.09 |
1 |
154 |
+1 |
Total Volume and Open Interest |
30,727 |
44,576 |
-1,007 |
British Pound(CME) |
Mar09 |
090122 |
140.10 |
140.10 |
136.78 |
138.65 |
-0.42 |
91,916 |
83,716 |
-1,340 |
Jun09 |
090122 |
137.70 |
139.84 |
136.90 |
138.65 |
-0.44 |
239 |
2,777 |
+200 |
Sep09 |
090122 |
138.65 |
139.59 |
137.08 |
138.65 |
-0.46 |
0 |
8 |
+0 |
Total Volume and Open Interest |
92,155 |
86,521 |
-1,140 |
Canadian Dollar(CME) |
Mar09 |
090122 |
79.52 |
79.87 |
78.44 |
79.76 |
+0.52 |
37,597 |
60,971 |
+336 |
Jun09 |
090122 |
78.76 |
79.89 |
78.53 |
79.82 |
+0.54 |
96 |
2,691 |
+48 |
Sep09 |
090122 |
79.22 |
79.94 |
78.65 |
79.88 |
+0.51 |
20 |
1,257 |
+6 |
Dec09 |
090122 |
79.14 |
79.92 |
78.70 |
79.89 |
+0.47 |
0 |
517 |
+0 |
Total Volume and Open Interest |
37,716 |
65,782 |
+393 |
Japanese Yen(CME) |
Mar09 |
090122 |
111.99 |
113.82 |
111.76 |
112.36 |
+0.10 |
133,790 |
116,573 |
+7,397 |
Jun09 |
090122 |
112.29 |
114.04 |
112.06 |
112.62 |
+0.11 |
173 |
3,967 |
+54 |
Sep09 |
090122 |
112.85 |
113.70 |
112.51 |
112.85 |
+0.11 |
0 |
34 |
+0 |
Total Volume and Open Interest |
133,963 |
120,602 |
+7,451 |
Swiss Franc(CME) |
Mar09 |
090122 |
86.96 |
86.96 |
86.29 |
86.77 |
+0.38 |
38,913 |
24,806 |
+682 |
Jun09 |
090122 |
86.74 |
87.02 |
86.52 |
86.95 |
+0.38 |
2 |
376 |
+0 |
Sep09 |
090122 |
87.13 |
87.13 |
86.75 |
87.13 |
+0.38 |
0 |
6 |
+0 |
Total Volume and Open Interest |
38,915 |
25,192 |
+682 |
EuroFX(CME) |
Mar09 |
090122 |
130.51 |
130.74 |
128.96 |
130.08 |
+0.75 |
196,081 |
131,316 |
+1,820 |
Jun09 |
090122 |
129.84 |
130.52 |
128.85 |
129.96 |
+0.78 |
802 |
1,372 |
+66 |
Sep09 |
090122 |
129.88 |
130.08 |
129.04 |
129.88 |
+0.78 |
0 |
852 |
+0 |
Total Volume and Open Interest |
196,883 |
133,567 |
+1,886 |
Mexican Peso(CME) |
Feb09 |
090122 |
714.5 |
719.8 |
714.5 |
714.5 |
-5.2 |
|
|
|
Mar09 |
090122 |
716.5 |
719.8 |
698.5 |
708.2 |
-5.2 |
5,065 |
24,142 |
-395 |
Total Volume and Open Interest |
5,082 |
24,243 |
-378 |
30-Year T-Bonds(CBOT) |
Mar09 |
090122 |
131~125 |
132~020 |
129~100 |
129~300 |
-1~230 |
206,777 |
716,082 |
+1,673 |
Jun09 |
090122 |
130~040 |
130~200 |
128~050 |
128~215 |
-1~230 |
527 |
1,863 |
+110 |
Sep09 |
090122 |
127~145 |
129~055 |
127~145 |
127~145 |
-1~230 |
0 |
37 |
+0 |
Total Volume and Open Interest |
207,304 |
718,008 |
+1,783 |
10-Year T-Notes(CBOT) |
Mar09 |
090122 |
124~215 |
125~020 |
123~225 |
124~045 |
-0~195 |
496,284 |
1,020,509 |
-15,127 |
Jun09 |
090122 |
122~040 |
122~155 |
121~195 |
121~285 |
-0~190 |
3,782 |
6,059 |
+3,266 |
Sep09 |
090122 |
120~285 |
121~155 |
120~285 |
120~285 |
-0~190 |
|
|
|
Total Volume and Open Interest |
500,066 |
1,026,568 |
-11,861 |
5-Year T-Notes(CBOT) |
Mar09 |
090122 |
119~031 |
119~063 |
118~116 |
119~017 |
-0~009 |
202,944 |
942,281 |
-2,884 |
Jun09 |
090122 |
117~084 |
117~093 |
117~084 |
117~084 |
-0~009 |
2 |
1 |
+1 |
Sep09 |
090122 |
117~084 |
117~093 |
117~084 |
117~084 |
-0~009 |
|
|
|
Total Volume and Open Interest |
202,946 |
942,282 |
-2,883 |
2 Year T-Notes(CBOT) |
Mar09 |
090122 |
109~022 |
109~033 |
109~015 |
109~027 |
+0~009 |
79,920 |
501,642 |
-4,521 |
Jun09 |
090122 |
108~087 |
108~087 |
108~078 |
108~087 |
+0~009 |
0 |
1 |
+0 |
Sep09 |
090122 |
108~087 |
108~087 |
108~078 |
108~087 |
+0~009 |
|
|
|
Total Volume and Open Interest |
79,920 |
501,643 |
-4,521 |
Eurodollars(CME) |
Mar09 |
090122 |
98.915 |
98.985 |
98.865 |
98.890 |
unch |
291,303 |
1,281,173 |
-4,735 |
Jun09 |
090122 |
98.920 |
99.015 |
98.890 |
98.935 |
+0.025 |
255,894 |
1,051,262 |
-11,378 |
Sep09 |
090122 |
98.830 |
98.935 |
98.815 |
98.880 |
+0.045 |
216,649 |
871,795 |
-2,870 |
Dec09 |
090122 |
98.670 |
98.775 |
98.650 |
98.725 |
+0.060 |
179,989 |
753,596 |
+4,524 |
Mar10 |
090122 |
98.520 |
98.625 |
98.500 |
98.565 |
+0.050 |
175,463 |
655,922 |
+3,927 |
Jun10 |
090122 |
98.260 |
98.380 |
98.255 |
98.300 |
+0.030 |
119,187 |
396,328 |
+1,832 |
Sep10 |
090122 |
98.045 |
98.145 |
98.020 |
98.045 |
unch |
99,708 |
361,578 |
+475 |
Dec10 |
090122 |
97.800 |
97.900 |
97.775 |
97.790 |
-0.020 |
88,795 |
315,108 |
+14,970 |
Mar11 |
090122 |
97.675 |
97.745 |
97.620 |
97.635 |
-0.040 |
36,727 |
182,305 |
+1,816 |
Jun11 |
090122 |
97.525 |
97.595 |
97.455 |
97.475 |
-0.060 |
29,246 |
188,587 |
+2,256 |
Sep11 |
090122 |
97.410 |
97.480 |
97.330 |
97.360 |
-0.070 |
29,522 |
124,903 |
+1,441 |
Dec11 |
090122 |
97.330 |
97.375 |
97.220 |
97.250 |
-0.080 |
18,529 |
105,887 |
+2,293 |
Mar12 |
090122 |
97.265 |
97.345 |
97.190 |
97.215 |
-0.090 |
10,101 |
80,296 |
-2,156 |
Jun12 |
090122 |
97.220 |
97.300 |
97.135 |
97.165 |
-0.100 |
8,184 |
66,191 |
-931 |
Sep12 |
090122 |
97.210 |
97.270 |
97.100 |
97.130 |
-0.105 |
9,541 |
75,023 |
+145 |
Dec12 |
090122 |
97.125 |
97.205 |
97.030 |
97.060 |
-0.115 |
6,776 |
51,633 |
-533 |
Mar13 |
090122 |
97.155 |
97.190 |
97.015 |
97.045 |
-0.120 |
3,021 |
38,222 |
-143 |
Jun13 |
090122 |
97.110 |
97.150 |
96.960 |
96.995 |
-0.130 |
2,915 |
28,131 |
-296 |
Total Volume and Open Interest |
1,618,982 |
6,814,042 |
+21,119 |
30 Day Federal Funds(CBOT) |
Jan09 |
090122 |
99.835 |
99.840 |
99.827 |
99.827 |
-0.012 |
3,281 |
67,385 |
+1,164 |
Feb09 |
090122 |
99.800 |
99.815 |
99.790 |
99.800 |
unch |
3,051 |
59,644 |
+234 |
Mar09 |
090122 |
99.790 |
99.800 |
99.760 |
99.770 |
-0.020 |
5,236 |
38,394 |
+361 |
Apr09 |
090122 |
99.775 |
99.790 |
99.740 |
99.755 |
-0.020 |
5,114 |
41,010 |
+223 |
May09 |
090122 |
99.750 |
99.770 |
99.720 |
99.730 |
-0.025 |
5,582 |
44,912 |
+8 |
Jun09 |
090122 |
99.740 |
99.750 |
99.700 |
99.710 |
-0.030 |
3,015 |
23,259 |
+129 |
Total Volume and Open Interest |
37,974 |
374,829 |
+4,086 |
30 Day Fed Funds(e-CBOT) |
Jan09 |
090122 |
99.835 |
99.840 |
99.827 |
99.827 |
-0.010 |
3,281 |
67,385 |
+1,164 |
Feb09 |
090122 |
99.800 |
99.815 |
99.790 |
99.795 |
-0.010 |
3,051 |
59,644 |
+234 |
Mar09 |
090122 |
99.790 |
99.800 |
99.760 |
99.765 |
-0.025 |
5,236 |
38,394 |
+361 |
Apr09 |
090122 |
99.775 |
99.790 |
99.740 |
99.745 |
-0.030 |
5,114 |
41,010 |
+223 |
May09 |
090122 |
99.750 |
99.770 |
99.720 |
99.720 |
-0.035 |
5,582 |
44,912 |
+8 |
Jun09 |
090122 |
99.740 |
99.750 |
99.700 |
99.705 |
-0.030 |
3,015 |
23,259 |
+129 |
Total Volume and Open Interest |
37,974 |
374,829 |
+4,086 |
3-Mth Euro-Yen(CME) |
Mar09 |
090122 |
99.42 |
99.42 |
99.42 |
99.42 |
unch |
0 |
5,094 |
+0 |
Jun09 |
090122 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
0 |
1,007 |
+0 |
Sep09 |
090122 |
99.55 |
99.55 |
99.55 |
99.55 |
unch |
0 |
480 |
+0 |
Dec09 |
090122 |
99.52 |
99.52 |
99.52 |
99.52 |
-0.01 |
0 |
175 |
+0 |
Mar10 |
090122 |
99.45 |
99.45 |
99.45 |
99.45 |
-0.01 |
|
|
|
Jun10 |
090122 |
99.39 |
99.39 |
99.39 |
99.39 |
-0.01 |
|
|
|
Sep10 |
090122 |
99.33 |
99.33 |
99.33 |
99.33 |
-0.04 |
|
|
|
Dec10 |
090122 |
99.30 |
99.30 |
99.30 |
99.30 |
-0.06 |
|
|
|
Mar11 |
090122 |
99.18 |
99.18 |
99.18 |
99.18 |
-0.04 |
|
|
|
Jun11 |
090122 |
99.18 |
99.18 |
99.18 |
99.18 |
-0.04 |
|
|
|
Total Volume and Open Interest |
0 |
6,756 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar09 |
090122 |
99.39 |
99.39 |
99.39 |
99.39 |
-0.01 |
1,852 |
17,468 |
-273 |
Jun09 |
090122 |
99.51 |
99.51 |
99.51 |
99.51 |
-0.01 |
200 |
7,071 |
-50 |
Sep09 |
090122 |
99.54 |
99.54 |
99.53 |
99.53 |
-0.01 |
2 |
3,094 |
+0 |
Dec09 |
090122 |
99.49 |
99.50 |
99.49 |
99.50 |
-0.01 |
2 |
1,476 |
+0 |
Mar10 |
090122 |
99.43 |
99.43 |
99.43 |
99.43 |
-0.01 |
50 |
904 |
+0 |
Jun10 |
090122 |
99.36 |
99.36 |
99.36 |
99.36 |
-0.01 |
0 |
527 |
+0 |
Sep10 |
090122 |
99.31 |
99.31 |
99.31 |
99.31 |
-0.01 |
0 |
252 |
+0 |
Dec10 |
090122 |
99.26 |
99.26 |
99.26 |
99.26 |
-0.04 |
0 |
152 |
+0 |
Total Volume and Open Interest |
2,106 |
32,921 |
-323 |
Japanese Gov't Bonds(SGX) |
Mar09 |
090122 |
139.70 |
139.79 |
139.20 |
139.65 |
-0.06 |
1,419 |
11,431 |
+164 |
Jun09 |
090122 |
139.65 |
139.65 |
139.65 |
139.65 |
-0.06 |
|
|
|
Sep09 |
090122 |
139.65 |
139.65 |
139.65 |
139.65 |
-0.06 |
|
|
|
Total Volume and Open Interest |
1,419 |
11,431 |
+164 |
Euro-Bund(EUREX) |
Mar09 |
090122 |
124.75 |
125.34 |
124.09 |
124.27 |
-1.02 |
537,166 |
893,913 |
+10,058 |
Jun09 |
090122 |
123.83 |
124.05 |
123.02 |
123.09 |
-1.00 |
112 |
1,867 |
+27 |
Sep09 |
090122 |
123.11 |
123.11 |
123.11 |
123.11 |
-1.02 |
50 |
0 |
+0 |
Total Volume and Open Interest |
537,328 |
895,780 |
+10,085 |
Euro-Bobl(EUREX) |
Mar09 |
090122 |
116.52 |
116.94 |
116.30 |
116.46 |
-0.33 |
365,171 |
805,833 |
+22,938 |
Jun09 |
090122 |
116.20 |
116.30 |
115.97 |
115.97 |
-0.34 |
176 |
7,304 |
+13 |
Sep09 |
090122 |
115.97 |
115.97 |
115.97 |
115.97 |
-0.34 |
|
|
|
Total Volume and Open Interest |
365,347 |
813,137 |
+22,951 |
3-Mth Euribor(EUREX) |
Mar09 |
090122 |
98.140 |
98.210 |
98.140 |
98.185 |
+0.025 |
433 |
14,440 |
+239 |
Jun09 |
090122 |
98.335 |
98.375 |
98.335 |
98.350 |
-0.010 |
84 |
4,555 |
-207 |
Sep09 |
090122 |
98.315 |
98.325 |
98.310 |
98.325 |
-0.015 |
74 |
2,936 |
+50 |
Total Volume and Open Interest |
740 |
31,062 |
+30 |
Long Gilt(LIFFE) |
Mar09 |
090122 |
118~26 |
119~24 |
118~24 |
119~04 |
-0~20 |
83,563 |
329,468 |
+1,595 |
Jun09 |
090122 |
119~27 |
119~27 |
119~27 |
119~27 |
-0~20 |
|
|
|
Total Volume and Open Interest |
83,563 |
329,468 |
+1,595 |
3-Mth Short Sterling(LIFFE) |
Mar09 |
090122 |
98.54 |
98.60 |
98.49 |
98.52 |
-0.04 |
91,622 |
565,459 |
+71,811 |
Jun09 |
090122 |
98.68 |
98.73 |
98.61 |
98.62 |
-0.08 |
77,083 |
313,458 |
-5,005 |
Sep09 |
090122 |
98.62 |
98.68 |
98.54 |
98.56 |
-0.10 |
77,732 |
250,385 |
-3,760 |
Dec09 |
090122 |
98.38 |
98.43 |
98.31 |
98.32 |
-0.09 |
52,815 |
221,285 |
+1,155 |
Mar10 |
090122 |
98.19 |
98.22 |
98.10 |
98.12 |
-0.08 |
56,907 |
190,626 |
-1,210 |
Jun10 |
090122 |
97.93 |
97.96 |
97.84 |
97.86 |
-0.08 |
51,998 |
143,547 |
-5,101 |
Total Volume and Open Interest |
488,449 |
1,935,272 |
+66,377 |
3-Mth Euribor(LIFFE) |
Mar09 |
090122 |
98.160 |
98.245 |
98.130 |
98.185 |
+0.025 |
166,465 |
810,586 |
-4,315 |
Jun09 |
090122 |
98.365 |
98.405 |
98.325 |
98.350 |
-0.010 |
119,585 |
656,770 |
-3,344 |
Sep09 |
090122 |
98.350 |
98.390 |
98.290 |
98.325 |
-0.015 |
94,973 |
479,773 |
+2,511 |
Total Volume and Open Interest |
683,821 |
3,356,256 |
+3,084 |
3-Mth Aus T-Bills(SFE) |
Mar09 |
090122 |
96.95 |
96.98 |
96.86 |
96.90 |
-0.05 |
14,772 |
234,157 |
+7,041 |
Jun09 |
090122 |
97.30 |
97.34 |
97.23 |
97.26 |
-0.05 |
8,902 |
191,246 |
-485 |
Sep09 |
090122 |
97.28 |
97.31 |
97.20 |
97.22 |
-0.06 |
5,340 |
115,943 |
+2,038 |
Dec09 |
090122 |
97.11 |
97.12 |
97.01 |
97.03 |
-0.05 |
2,046 |
67,848 |
+280 |
Mar10 |
090122 |
96.82 |
96.82 |
96.72 |
96.74 |
-0.05 |
1,163 |
45,878 |
+467 |
Jun10 |
090122 |
96.48 |
96.50 |
96.41 |
96.42 |
-0.05 |
363 |
43,749 |
+164 |
Sep10 |
090122 |
96.21 |
96.23 |
96.13 |
96.13 |
-0.07 |
318 |
22,508 |
+62 |
Dec10 |
090122 |
96.01 |
96.01 |
95.92 |
95.92 |
-0.07 |
126 |
12,590 |
+5 |
Mar11 |
090122 |
95.78 |
95.78 |
95.75 |
95.75 |
-0.11 |
63 |
883 |
+63 |
Jun11 |
090122 |
95.62 |
95.62 |
95.62 |
95.62 |
-0.15 |
0 |
848 |
+0 |
Total Volume and Open Interest |
33,093 |
735,807 |
+9,635 |
10-Year Aus T-Bonds(SFE) |
Mar09 |
090122 |
95.91 |
95.94 |
95.79 |
95.82 |
-0.10 |
28,297 |
297,192 |
+4,297 |
Jun09 |
090122 |
95.82 |
95.82 |
95.82 |
95.82 |
-0.10 |
|
|
|
Total Volume and Open Interest |
28,297 |
297,192 |
+4,297 |
3-Year Aus T-Bonds(SFE) |
Mar09 |
090122 |
96.86 |
96.90 |
96.75 |
96.80 |
-0.07 |
60,386 |
365,196 |
+6,265 |
Jun09 |
090122 |
96.80 |
96.80 |
96.80 |
96.80 |
-0.07 |
|
|
|
Total Volume and Open Interest |
60,386 |
365,196 |
+6,265 |
Gold(CMX) |
Feb09 |
090122 |
854.0 |
863.2 |
843.5 |
858.8 |
+8.7 |
123,210 |
129,265 |
-4,856 |
Apr09 |
090122 |
856.2 |
864.8 |
845.2 |
860.5 |
+8.8 |
27,514 |
118,721 |
+11,415 |
Jun09 |
090122 |
857.8 |
865.8 |
847.8 |
862.0 |
+8.9 |
2,838 |
33,740 |
+1,178 |
Aug09 |
090122 |
857.5 |
867.6 |
849.2 |
863.5 |
+9.0 |
159 |
12,153 |
-17 |
Oct09 |
090122 |
865.1 |
865.1 |
865.1 |
865.1 |
+9.1 |
43 |
3,420 |
-10 |
Dec09 |
090122 |
861.1 |
869.7 |
855.9 |
866.8 |
+9.2 |
288 |
14,244 |
+168 |
Feb10 |
090122 |
860.1 |
868.6 |
860.1 |
868.6 |
+9.2 |
376 |
3,101 |
+206 |
Apr10 |
090122 |
870.5 |
870.5 |
870.5 |
870.5 |
+9.3 |
0 |
421 |
+0 |
Jun10 |
090122 |
873.5 |
873.5 |
872.6 |
872.6 |
+9.5 |
100 |
3,227 |
+0 |
Aug10 |
090122 |
874.7 |
874.7 |
874.7 |
874.7 |
+9.7 |
0 |
375 |
+0 |
Oct10 |
090122 |
876.8 |
876.8 |
876.8 |
876.8 |
+9.8 |
|
|
|
Dec10 |
090122 |
879.1 |
879.1 |
879.1 |
879.1 |
+10.0 |
298 |
11,649 |
+214 |
Total Volume and Open Interest |
155,559 |
340,047 |
+8,540 |
Silver(CMX) |
Mar09 |
090122 |
1131.0 |
1148.5 |
1120.5 |
1136.5 |
+4.0 |
16,993 |
50,842 |
-450 |
May09 |
090122 |
1131.0 |
1149.0 |
1125.0 |
1137.5 |
+4.1 |
443 |
6,970 |
+7 |
Jul09 |
090122 |
1129.5 |
1147.0 |
1129.5 |
1138.0 |
+4.1 |
1,867 |
8,707 |
-926 |
Sep09 |
090122 |
1146.0 |
1146.5 |
1138.3 |
1138.3 |
+4.1 |
2,167 |
3,028 |
-6 |
Dec09 |
090122 |
1131.5 |
1149.5 |
1131.5 |
1139.0 |
+4.1 |
2,005 |
9,466 |
+1,169 |
Mar10 |
090122 |
1146.0 |
1146.0 |
1138.0 |
1139.4 |
+4.2 |
22 |
701 |
+20 |
May10 |
090122 |
1140.3 |
1140.3 |
1140.3 |
1140.3 |
+4.2 |
0 |
1 |
+0 |
Total Volume and Open Interest |
23,737 |
86,213 |
-136 |
Platinum(NYMEX) |
Jan09 |
090122 |
931.3 |
932.0 |
931.3 |
932.0 |
+9.9 |
20 |
255 |
+1 |
Apr09 |
090122 |
933.0 |
940.5 |
928.5 |
934.9 |
+7.3 |
1,629 |
17,130 |
-120 |
Jul09 |
090122 |
936.8 |
939.2 |
933.7 |
938.9 |
+8.3 |
12 |
333 |
+5 |
Total Volume and Open Interest |
1,661 |
17,718 |
-114 |
Palladium(NYMEX) |
Mar09 |
090122 |
185.65 |
186.50 |
183.50 |
184.80 |
+0.40 |
151 |
11,475 |
-77 |
Jun09 |
090122 |
186.35 |
186.85 |
185.85 |
185.85 |
+0.80 |
4 |
836 |
+1 |
Total Volume and Open Interest |
155 |
12,311 |
-76 |
Copper(CMX) |
Mar09 |
090122 |
147.85 |
148.30 |
138.50 |
139.60 |
-3.75 |
12,083 |
53,256 |
+174 |
May09 |
090122 |
149.00 |
149.55 |
140.00 |
141.00 |
-3.75 |
893 |
14,562 |
+318 |
Jul09 |
090122 |
146.75 |
146.75 |
142.00 |
142.00 |
-3.70 |
96 |
3,296 |
-1 |
Sep09 |
090122 |
145.75 |
145.75 |
142.70 |
142.70 |
-3.65 |
70 |
1,862 |
+37 |
Dec09 |
090122 |
146.65 |
146.65 |
143.00 |
143.35 |
-3.50 |
14 |
2,200 |
+0 |
Total Volume and Open Interest |
13,985 |
84,118 |
+501 |
Aluminum(CMX) |
Jan09 |
090122 |
61.75 |
61.75 |
61.75 |
61.75 |
+0.20 |
|
|
|
Feb09 |
090122 |
62.50 |
62.50 |
62.50 |
62.50 |
+0.20 |
|
|
|
Mar09 |
090122 |
63.25 |
63.25 |
63.25 |
63.25 |
+0.20 |
|
|
|
Apr09 |
090122 |
64.00 |
64.00 |
64.00 |
64.00 |
+0.20 |
|
|
|
Total Volume and Open Interest |
|
|
|
DJIA Index(CBOT) |
Mar09 |
090122 |
8212 |
8233 |
7910 |
8092 |
-86 |
1,517 |
16,643 |
+158 |
Jun09 |
090122 |
8030 |
8047 |
8030 |
8047 |
-86 |
0 |
27 |
+0 |
Sep09 |
090122 |
7987 |
8073 |
7987 |
7987 |
-86 |
|
|
|
Dec09 |
090122 |
7947 |
8033 |
7947 |
7947 |
-86 |
|
|
|
Total Volume and Open Interest |
1,517 |
16,670 |
+158 |
S & P 500(CME) |
Mar09 |
090122 |
836.60 |
843.60 |
807.50 |
825.50 |
-11.30 |
42,760 |
517,371 |
+847 |
Jun09 |
090122 |
821.90 |
830.20 |
806.20 |
821.90 |
-11.30 |
3,701 |
9,150 |
-1,325 |
Sep09 |
090122 |
818.60 |
826.90 |
802.90 |
818.60 |
-11.30 |
60 |
687 |
+58 |
Dec09 |
090122 |
815.60 |
823.90 |
799.90 |
815.60 |
-11.30 |
0 |
24 |
+0 |
Total Volume and Open Interest |
46,521 |
527,232 |
-420 |
S & P 500 E-Mini(Globex) |
Mar09 |
090122 |
837.00 |
844.00 |
807.50 |
825.50 |
-11.25 |
2,859,490 |
2,514,091 |
-5,871 |
Jun09 |
090122 |
836.00 |
839.75 |
803.50 |
822.00 |
-11.25 |
10,331 |
52,226 |
+8,411 |
Total Volume and Open Interest |
2,869,823 |
2,566,670 |
+2,540 |
NASDAQ 100(CME) |
Mar09 |
090122 |
1181.50 |
1201.30 |
1146.00 |
1172.30 |
-9.20 |
2,795 |
23,974 |
-1,037 |
Jun09 |
090122 |
1171.50 |
1171.50 |
1170.80 |
1171.50 |
-9.30 |
0 |
9 |
+0 |
Sep09 |
090122 |
1171.80 |
1171.80 |
1171.00 |
1171.80 |
-9.20 |
|
|
|
Total Volume and Open Interest |
2,795 |
23,983 |
-1,037 |
NASDAQ 100 E-Mini(Globex) |
Mar09 |
090122 |
1181.80 |
1202.30 |
1146.00 |
1172.30 |
-9.20 |
299,364 |
249,436 |
-17,079 |
Jun09 |
090122 |
1190.00 |
1198.80 |
1145.80 |
1171.50 |
-9.30 |
30 |
1,725 |
+4 |
Total Volume and Open Interest |
299,408 |
251,180 |
-17,075 |
S & P Midcap 400(CME) |
Mar09 |
090122 |
497.00 |
508.80 |
485.00 |
497.50 |
-7.80 |
425 |
3,815 |
+184 |
Jun09 |
090122 |
496.00 |
496.00 |
493.80 |
496.00 |
-7.80 |
|
|
|
Sep09 |
090122 |
501.00 |
501.00 |
498.80 |
501.00 |
-7.80 |
|
|
|
Total Volume and Open Interest |
425 |
3,815 |
+184 |
Russell 2000(CME) |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar09 |
090122 |
7840 |
8045 |
7730 |
8020 |
+150 |
90,297 |
169,482 |
+4,432 |
Jun09 |
090122 |
7940 |
7940 |
7940 |
7940 |
+150 |
1 |
165 |
+0 |
Total Volume and Open Interest |
90,299 |
170,489 |
+4,432 |
Nikkei 225(SGX) |
Mar09 |
090122 |
7840 |
8045 |
7730 |
8020 |
+150 |
90,297 |
169,482 |
+4,432 |
Jun09 |
090122 |
7940 |
7940 |
7940 |
7940 |
+150 |
1 |
165 |
+0 |
Sep09 |
090122 |
7940 |
7940 |
7940 |
7940 |
+150 |
0 |
66 |
+0 |
Total Volume and Open Interest |
90,299 |
170,489 |
+4,432 |
CAC 40(EURONEXT) |
Feb09 |
090122 |
2970.0 |
2984.5 |
2849.0 |
2869.0 |
-38.0 |
137,489 |
337,289 |
+12,700 |
Mar09 |
090122 |
2973.0 |
2985.5 |
2854.5 |
2871.0 |
-38.0 |
381 |
29,037 |
+10 |
Apr09 |
090122 |
2978.0 |
2978.0 |
2875.5 |
2875.5 |
-38.0 |
10 |
15 |
+8 |
Total Volume and Open Interest |
137,880 |
368,589 |
+12,718 |
Hang Seng Index(HKFE) |
Jan09 |
090122 |
12790 |
12880 |
12572 |
12572 |
-29 |
79,194 |
51,546 |
-17,976 |
Feb09 |
090122 |
12798 |
12870 |
12570 |
12570 |
-29 |
17,692 |
42,320 |
+21,241 |
Mar09 |
090122 |
12734 |
12820 |
12535 |
12538 |
+18 |
292 |
1,860 |
+36 |
Total Volume and Open Interest |
97,210 |
96,145 |
+3,293 |
DAX(EUREX) |
Mar09 |
090122 |
4350.0 |
4377.5 |
4194.5 |
4235.5 |
-27.0 |
204,413 |
164,956 |
+7,986 |
Jun09 |
090122 |
4367.0 |
4375.0 |
4211.5 |
4249.0 |
-27.5 |
1,260 |
11,854 |
+1,017 |
Sep09 |
090122 |
4375.5 |
4375.5 |
4238.5 |
4259.5 |
-28.5 |
24 |
746 |
+12 |
Total Volume and Open Interest |
205,697 |
177,556 |
+9,015 |
FT-SE 100(EURONEXT) |
Mar09 |
090122 |
4101.50 |
4118.50 |
3978.50 |
4011.00 |
-7.00 |
166,466 |
737,742 |
+2,014 |
Jun09 |
090122 |
4058.00 |
4072.50 |
3945.00 |
3969.00 |
-6.00 |
200 |
3,525 |
+162 |
Sep09 |
090122 |
3940.00 |
3940.00 |
3940.00 |
3940.00 |
-6.00 |
|
|
|
Total Volume and Open Interest |
166,666 |
741,267 |
+2,176 |
SPI 200(SFE) |
Mar09 |
090122 |
3425.0 |
3481.0 |
3373.0 |
3444.0 |
+16.0 |
30,906 |
307,961 |
+9,856 |
Jun09 |
090122 |
3446.0 |
3451.0 |
3435.0 |
3440.0 |
+16.0 |
55 |
2,692 |
-2 |
Sep09 |
090122 |
3386.0 |
3386.0 |
3386.0 |
3386.0 |
+16.0 |
4 |
1,083 |
+0 |
Total Volume and Open Interest |
30,968 |
312,764 |
+9,851 |
GSCI(CME) |
Feb09 |
090122 |
338.00 |
338.00 |
324.25 |
336.50 |
-4.20 |
391 |
14,114 |
+11 |
Mar09 |
090122 |
348.00 |
349.10 |
340.00 |
346.50 |
-2.50 |
6 |
6 |
+6 |
Apr09 |
090122 |
354.00 |
356.10 |
348.00 |
354.00 |
-2.00 |
|
|
|
Total Volume and Open Interest |
397 |
14,120 |
+17 |
Reuters CCI(ICE) |
Feb09 |
090122 |
357.75 |
357.75 |
356.50 |
356.50 |
+0.50 |
3 |
20 |
+0 |
Apr09 |
090122 |
363.50 |
363.50 |
363.50 |
363.50 |
+0.50 |
0 |
1,033 |
+0 |
Jun09 |
090122 |
218.90 |
218.90 |
218.90 |
218.90 |
+1.60 |
|
|
|
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. |
|
|