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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.

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