|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu February 19, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Mar09 |
090219 |
885.50 |
902.00 |
881.25 |
884.50 |
-3.00 |
90,027 |
72,753 |
-3,408 |
| May09 |
090219 |
884.75 |
901.50 |
882.75 |
886.00 |
-0.50 |
48,247 |
121,870 |
+3,273 |
| Jul09 |
090219 |
888.25 |
905.50 |
888.25 |
891.50 |
+0.75 |
22,760 |
51,286 |
+1,727 |
| Aug09 |
090219 |
890.00 |
896.00 |
882.75 |
883.00 |
+1.00 |
775 |
3,314 |
+290 |
| Sep09 |
090219 |
860.00 |
867.75 |
856.50 |
857.00 |
+4.25 |
989 |
5,580 |
+289 |
| Nov09 |
090219 |
833.75 |
853.00 |
833.75 |
845.00 |
+9.25 |
11,281 |
61,582 |
+1,133 |
| Jan10 |
090219 |
850.50 |
860.00 |
850.50 |
854.50 |
+9.25 |
95 |
1,671 |
+4 |
| Total Volume and Open Interest |
174,893 |
327,095 |
+3,171 |
| Soybean Meal(CBOT) |
| Mar09 |
090219 |
277.30 |
282.00 |
276.00 |
276.50 |
-0.90 |
28,286 |
34,093 |
-1,553 |
| May09 |
090219 |
275.30 |
279.30 |
273.00 |
273.90 |
-0.60 |
17,424 |
38,273 |
+252 |
| Jul09 |
090219 |
273.60 |
278.30 |
273.00 |
273.30 |
-0.10 |
6,585 |
19,237 |
+309 |
| Aug09 |
090219 |
274.00 |
274.80 |
270.30 |
270.30 |
+0.60 |
1,153 |
4,851 |
-217 |
| Sep09 |
090219 |
264.80 |
265.60 |
254.00 |
261.80 |
+2.10 |
730 |
5,645 |
-76 |
| Oct09 |
090219 |
250.00 |
256.00 |
250.00 |
253.80 |
+3.90 |
448 |
3,489 |
-23 |
| Dec09 |
090219 |
249.00 |
255.00 |
247.90 |
251.80 |
+3.90 |
2,371 |
13,927 |
+719 |
| Jan10 |
090219 |
254.50 |
255.20 |
252.80 |
252.80 |
+3.90 |
8 |
463 |
+5 |
| Total Volume and Open Interest |
57,005 |
120,557 |
-584 |
| Soybean Oil(CBOT) |
| Mar09 |
090219 |
30.46 |
31.01 |
30.37 |
30.42 |
unch |
42,555 |
54,420 |
-4,669 |
| May09 |
090219 |
30.76 |
31.33 |
30.70 |
30.75 |
+0.01 |
30,257 |
83,997 |
+6,343 |
| Jul09 |
090219 |
31.09 |
31.58 |
31.06 |
31.10 |
+0.01 |
12,580 |
33,116 |
+545 |
| Aug09 |
090219 |
31.26 |
31.74 |
31.26 |
31.28 |
+0.02 |
799 |
5,582 |
+159 |
| Sep09 |
090219 |
31.91 |
31.91 |
31.45 |
31.45 |
+0.02 |
663 |
6,030 |
+193 |
| Oct09 |
090219 |
32.05 |
32.10 |
31.62 |
31.62 |
+0.01 |
852 |
3,681 |
+43 |
| Dec09 |
090219 |
32.26 |
32.50 |
31.95 |
31.98 |
+0.01 |
4,442 |
19,210 |
-439 |
| Jan10 |
090219 |
32.50 |
32.68 |
32.27 |
32.27 |
unch |
21 |
645 |
+9 |
| Total Volume and Open Interest |
92,443 |
213,921 |
+2,258 |
| Canola(WCE) |
| Mar09 |
090219 |
414.0 |
417.5 |
411.0 |
413.9 |
+1.3 |
7,122 |
24,198 |
-1,975 |
| May09 |
090219 |
423.0 |
423.8 |
418.5 |
419.2 |
-1.2 |
3,310 |
54,754 |
+635 |
| Jul09 |
090219 |
427.7 |
430.2 |
425.4 |
425.8 |
-1.9 |
1,293 |
12,370 |
+742 |
| Nov09 |
090219 |
433.0 |
438.3 |
432.6 |
433.3 |
-1.5 |
173 |
14,522 |
+120 |
| Jan10 |
090219 |
437.8 |
441.0 |
437.8 |
441.0 |
-2.5 |
0 |
335 |
+0 |
| Total Volume and Open Interest |
11,902 |
106,234 |
-474 |
| Corn(CBOT) |
| Mar09 |
090219 |
349.00 |
356.25 |
348.50 |
353.25 |
+4.00 |
129,407 |
169,716 |
-9,414 |
| May09 |
090219 |
357.50 |
364.75 |
357.00 |
362.00 |
+4.00 |
95,681 |
231,940 |
+5,453 |
| Jul09 |
090219 |
367.00 |
374.25 |
366.25 |
371.50 |
+4.25 |
45,244 |
143,911 |
+1,687 |
| Sep09 |
090219 |
376.00 |
383.25 |
375.00 |
381.00 |
+5.00 |
12,524 |
40,013 |
+285 |
| Dec09 |
090219 |
386.50 |
396.00 |
386.25 |
393.75 |
+6.25 |
18,050 |
168,392 |
+977 |
| Mar10 |
090219 |
400.00 |
408.25 |
398.75 |
406.50 |
+5.75 |
982 |
15,221 |
+75 |
| Total Volume and Open Interest |
303,314 |
809,457 |
-793 |
| Wheat(CBOT) |
| Mar09 |
090219 |
511.00 |
523.25 |
510.75 |
519.50 |
+8.75 |
30,339 |
55,504 |
-4,883 |
| May09 |
090219 |
522.00 |
535.00 |
522.00 |
531.00 |
+8.00 |
23,412 |
104,313 |
+377 |
| Jul09 |
090219 |
534.50 |
547.00 |
534.50 |
543.25 |
+8.50 |
10,747 |
81,350 |
+559 |
| Sep09 |
090219 |
557.25 |
570.25 |
557.25 |
566.75 |
+9.00 |
1,384 |
21,079 |
-4 |
| Dec09 |
090219 |
581.00 |
591.75 |
579.75 |
588.50 |
+9.75 |
3,956 |
35,556 |
+487 |
| Total Volume and Open Interest |
69,993 |
307,512 |
-3,441 |
| Wheat(KCBT) |
| Mar09 |
090219 |
546.25 |
559.75 |
546.00 |
558.25 |
+11.75 |
6,615 |
13,832 |
-3,063 |
| May09 |
090219 |
554.50 |
568.25 |
554.25 |
567.00 |
+12.50 |
4,480 |
23,223 |
+255 |
| Jul09 |
090219 |
565.00 |
578.25 |
559.50 |
577.25 |
+12.75 |
2,375 |
24,093 |
+836 |
| Sep09 |
090219 |
581.00 |
588.00 |
579.75 |
587.25 |
+12.25 |
222 |
4,659 |
+23 |
| Dec09 |
090219 |
591.00 |
605.25 |
591.00 |
603.75 |
+12.00 |
1,202 |
14,049 |
+477 |
| Total Volume and Open Interest |
14,944 |
81,789 |
-1,450 |
| Wheat(MGE) |
| Mar09 |
090219 |
622.50 |
628.75 |
621.00 |
625.75 |
+5.75 |
792 |
3,384 |
-303 |
| May09 |
090219 |
603.00 |
613.25 |
603.00 |
612.25 |
+9.50 |
1,417 |
9,886 |
+62 |
| Jul09 |
090219 |
602.00 |
605.50 |
598.75 |
604.25 |
+6.75 |
503 |
5,462 |
-4 |
| Sep09 |
090219 |
605.75 |
609.75 |
602.25 |
607.00 |
+6.75 |
194 |
4,071 |
-54 |
| Dec09 |
090219 |
614.00 |
622.50 |
613.75 |
621.50 |
+9.50 |
175 |
2,767 |
+76 |
| Total Volume and Open Interest |
3,099 |
25,837 |
-222 |
| Oats(CBOT) |
| Mar09 |
090219 |
175.75 |
175.75 |
168.50 |
171.50 |
unch |
1,191 |
2,903 |
-366 |
| May09 |
090219 |
182.25 |
183.25 |
177.25 |
180.00 |
unch |
931 |
7,430 |
+236 |
| Jul09 |
090219 |
191.00 |
191.00 |
187.00 |
189.00 |
unch |
229 |
3,355 |
+20 |
| Sep09 |
090219 |
198.50 |
198.50 |
198.50 |
198.50 |
unch |
2 |
20 |
+0 |
| Total Volume and Open Interest |
2,542 |
17,179 |
-46 |
| Rough Rice(CBOT) |
| Mar09 |
090219 |
12.15 |
12.44 |
12.03 |
12.29 |
+0.14 |
632 |
2,274 |
-430 |
| May09 |
090219 |
12.14 |
12.47 |
12.07 |
12.30 |
+0.10 |
554 |
2,597 |
+171 |
| Jul09 |
090219 |
12.50 |
12.50 |
12.34 |
12.45 |
+0.09 |
19 |
334 |
+12 |
| Sep09 |
090219 |
12.39 |
12.39 |
12.30 |
12.32 |
+0.05 |
1 |
974 |
-1 |
| Total Volume and Open Interest |
1,234 |
7,075 |
-230 |
| Live Cattle(CME) |
| Feb09 |
090219 |
79.700 |
81.350 |
79.650 |
81.200 |
+1.270 |
4,597 |
8,579 |
-1,461 |
| Apr09 |
090219 |
82.680 |
84.800 |
82.600 |
84.750 |
+1.820 |
15,385 |
96,555 |
-88 |
| Jun09 |
090219 |
81.000 |
82.650 |
80.725 |
82.535 |
+1.455 |
5,084 |
50,088 |
+659 |
| Aug09 |
090219 |
81.535 |
82.980 |
81.350 |
82.930 |
+1.295 |
2,249 |
26,511 |
+603 |
| Oct09 |
090219 |
85.500 |
86.785 |
85.385 |
86.535 |
+0.750 |
1,096 |
10,699 |
+99 |
| Dec09 |
090219 |
87.900 |
88.885 |
87.500 |
88.800 |
+0.750 |
269 |
6,259 |
+23 |
| Total Volume and Open Interest |
28,789 |
200,601 |
-128 |
| Feeder Cattle(CME) |
| Mar09 |
090219 |
88.750 |
90.800 |
88.535 |
90.635 |
+1.600 |
1,850 |
7,243 |
-54 |
| Apr09 |
090219 |
89.885 |
92.100 |
89.730 |
91.885 |
+1.350 |
1,653 |
7,293 |
+85 |
| May09 |
090219 |
91.650 |
93.750 |
91.450 |
93.500 |
+1.600 |
891 |
4,210 |
+142 |
| Aug09 |
090219 |
94.885 |
96.950 |
94.500 |
96.750 |
+1.500 |
434 |
2,841 |
+209 |
| Sep09 |
090219 |
96.700 |
97.400 |
95.680 |
97.400 |
+1.700 |
72 |
439 |
+33 |
| Oct09 |
090219 |
95.150 |
97.400 |
95.150 |
97.400 |
+1.900 |
19 |
215 |
+10 |
| Nov09 |
090219 |
96.650 |
96.950 |
96.450 |
96.950 |
+0.450 |
7 |
43 |
+4 |
| Total Volume and Open Interest |
4,928 |
22,289 |
+430 |
| Lean Hogs(CME) |
| Apr09 |
090219 |
60.130 |
61.000 |
59.650 |
60.580 |
-0.220 |
11,732 |
61,128 |
+353 |
| May09 |
090219 |
71.100 |
72.300 |
70.475 |
71.750 |
-0.535 |
256 |
2,396 |
+126 |
| Jun09 |
090219 |
73.100 |
73.535 |
72.400 |
73.100 |
-0.785 |
4,025 |
34,501 |
-275 |
| Jul09 |
090219 |
74.250 |
74.600 |
73.550 |
74.080 |
-1.120 |
697 |
7,983 |
-88 |
| Aug09 |
090219 |
73.500 |
73.950 |
73.050 |
73.285 |
-0.715 |
429 |
7,178 |
+5 |
| Oct09 |
090219 |
65.800 |
66.200 |
65.400 |
65.475 |
-0.925 |
374 |
4,733 |
+61 |
| Dec09 |
090219 |
64.500 |
64.950 |
64.050 |
64.050 |
-0.800 |
51 |
1,757 |
+6 |
| Feb10 |
090219 |
68.000 |
68.400 |
67.950 |
68.080 |
-0.570 |
2 |
190 |
+0 |
| Total Volume and Open Interest |
17,568 |
119,994 |
+189 |
| Pork Bellies(CME) |
| Feb09 |
090219 |
78.500 |
78.500 |
78.000 |
78.000 |
unch |
4 |
6 |
-3 |
| Mar09 |
090219 |
78.500 |
78.800 |
76.250 |
76.250 |
-2.600 |
91 |
314 |
-59 |
| May09 |
090219 |
79.000 |
79.500 |
78.000 |
79.450 |
-0.900 |
100 |
739 |
+63 |
| Jul09 |
090219 |
78.500 |
78.600 |
78.500 |
78.600 |
+0.450 |
18 |
246 |
+16 |
| Aug09 |
090219 |
76.100 |
76.250 |
76.100 |
76.100 |
unch |
0 |
57 |
+0 |
| Total Volume and Open Interest |
213 |
1,362 |
+17 |
| Class III Milk(CME) |
| Feb09 |
090219 |
9.29 |
9.30 |
9.26 |
9.28 |
+0.01 |
193 |
5,033 |
-18 |
| Mar09 |
090219 |
10.60 |
11.00 |
10.40 |
10.42 |
-0.30 |
383 |
4,966 |
+18 |
| Apr09 |
090219 |
10.78 |
10.99 |
10.40 |
10.52 |
-0.21 |
139 |
4,231 |
-7 |
| May09 |
090219 |
11.35 |
11.50 |
10.96 |
11.01 |
-0.28 |
152 |
3,902 |
+4 |
| Jun09 |
090219 |
11.92 |
12.00 |
11.50 |
11.61 |
-0.15 |
56 |
3,386 |
+15 |
| Total Volume and Open Interest |
1,272 |
37,082 |
+59 |
| Cocoa(ICE) |
| Mar09 |
090219 |
2640 |
2695 |
2624 |
2655 |
+12 |
216 |
375 |
-211 |
| May09 |
090219 |
2551 |
2603 |
2539 |
2570 |
-1 |
7,432 |
58,334 |
-347 |
| Jul09 |
090219 |
2590 |
2600 |
2540 |
2563 |
-2 |
765 |
23,032 |
-5 |
| Sep09 |
090219 |
2534 |
2590 |
2533 |
2558 |
+1 |
619 |
10,472 |
+115 |
| Dec09 |
090219 |
2530 |
2567 |
2525 |
2550 |
+3 |
162 |
12,436 |
+31 |
| Mar10 |
090219 |
2513 |
2549 |
2503 |
2530 |
-1 |
59 |
7,184 |
+50 |
| May10 |
090219 |
2529 |
2529 |
2529 |
2529 |
unch |
2 |
1,876 |
-2 |
| Total Volume and Open Interest |
9,624 |
114,542 |
+0 |
| Coffee "C"(ICE) |
| Mar09 |
090219 |
108.70 |
110.60 |
108.65 |
109.70 |
+0.85 |
5,184 |
3,072 |
-10,997 |
| May09 |
090219 |
111.25 |
113.35 |
111.25 |
112.50 |
+0.90 |
12,071 |
72,543 |
+1,503 |
| Jul09 |
090219 |
113.80 |
115.70 |
113.60 |
114.85 |
+0.95 |
1,791 |
20,106 |
+1,029 |
| Sep09 |
090219 |
116.15 |
117.75 |
116.00 |
117.05 |
+1.00 |
1,790 |
9,245 |
+233 |
| Dec09 |
090219 |
120.00 |
120.70 |
119.70 |
120.00 |
+1.05 |
464 |
9,577 |
+53 |
| Mar10 |
090219 |
122.65 |
123.10 |
122.40 |
122.70 |
+1.10 |
192 |
6,440 |
-33 |
| Total Volume and Open Interest |
21,514 |
122,706 |
-8,195 |
| Orange Juice(ICE) |
| Mar09 |
090219 |
65.45 |
67.95 |
65.25 |
67.40 |
+1.15 |
2,581 |
10,895 |
-989 |
| May09 |
090219 |
67.50 |
68.00 |
66.75 |
67.40 |
-0.75 |
2,308 |
13,228 |
+1,442 |
| Jul09 |
090219 |
70.55 |
70.90 |
70.25 |
70.70 |
-0.60 |
216 |
1,838 |
+129 |
| Sep09 |
090219 |
74.30 |
74.60 |
74.20 |
74.50 |
-0.40 |
2 |
2,407 |
+2 |
| Nov09 |
090219 |
78.50 |
78.50 |
76.50 |
78.15 |
-0.35 |
1 |
224 |
+1 |
| Jan10 |
090219 |
80.65 |
80.65 |
80.65 |
80.65 |
-0.35 |
0 |
87 |
+0 |
| Total Volume and Open Interest |
5,108 |
28,908 |
+585 |
| Sugar #11(ICE) |
| Mar09 |
090219 |
12.65 |
13.08 |
12.61 |
12.84 |
+0.15 |
39,081 |
81,565 |
-14,057 |
| May09 |
090219 |
12.91 |
13.43 |
12.91 |
13.17 |
+0.16 |
33,143 |
223,598 |
+3,878 |
| Jul09 |
090219 |
13.11 |
13.57 |
13.07 |
13.32 |
+0.18 |
7,619 |
132,707 |
+654 |
| Oct09 |
090219 |
13.47 |
13.88 |
13.45 |
13.67 |
+0.18 |
4,891 |
87,872 |
+771 |
| Mar10 |
090219 |
14.00 |
14.42 |
13.97 |
14.21 |
+0.17 |
4,789 |
53,930 |
+331 |
| Total Volume and Open Interest |
96,226 |
655,363 |
-8,033 |
| London Cocoa(LCE) |
| Mar09 |
090219 |
1882 |
1886 |
1869 |
1873 |
-27 |
3,183 |
33,861 |
-2,924 |
| May09 |
090219 |
1850 |
1864 |
1841 |
1848 |
-24 |
9,645 |
67,929 |
+1,872 |
| Jul09 |
090219 |
1835 |
1853 |
1833 |
1838 |
-26 |
2,608 |
41,389 |
+1,719 |
| Sep09 |
090219 |
1825 |
1841 |
1825 |
1830 |
-24 |
568 |
16,221 |
+56 |
| Dec09 |
090219 |
1803 |
1816 |
1800 |
1809 |
-20 |
182 |
17,825 |
+88 |
| Mar10 |
090219 |
1795 |
1798 |
1778 |
1783 |
-20 |
409 |
8,373 |
+169 |
| May10 |
090219 |
1805 |
1805 |
1785 |
1785 |
-20 |
3 |
169 |
+3 |
| Total Volume and Open Interest |
16,598 |
185,989 |
+983 |
| London Sugar(LCE) |
| May09 |
090219 |
384.00 |
397.00 |
383.60 |
394.00 |
+10.00 |
2,449 |
31,117 |
-160 |
| Aug09 |
090219 |
378.90 |
391.00 |
378.70 |
388.10 |
+8.80 |
1,236 |
14,534 |
+601 |
| Oct09 |
090219 |
377.50 |
388.00 |
377.00 |
384.80 |
+6.70 |
438 |
6,736 |
+145 |
| Dec09 |
090219 |
380.90 |
389.20 |
380.40 |
386.80 |
+5.80 |
47 |
1,495 |
+6 |
| Mar10 |
090219 |
385.20 |
392.50 |
385.10 |
389.20 |
+5.20 |
95 |
1,095 |
+75 |
| Total Volume and Open Interest |
4,269 |
55,557 |
+664 |
| Cotton(ICE) |
| Mar09 |
090219 |
43.93 |
44.13 |
43.07 |
43.42 |
-0.46 |
2,359 |
7,542 |
-1,845 |
| May09 |
090219 |
45.39 |
45.39 |
44.50 |
44.91 |
-0.18 |
6,985 |
57,452 |
+718 |
| Jul09 |
090219 |
46.71 |
46.71 |
45.90 |
46.29 |
-0.24 |
1,711 |
25,688 |
+418 |
| Oct09 |
090219 |
49.00 |
49.04 |
49.00 |
49.04 |
-0.23 |
2 |
364 |
+2 |
| Dec09 |
090219 |
50.99 |
50.99 |
50.30 |
50.67 |
-0.27 |
971 |
21,728 |
+59 |
| Mar10 |
090219 |
54.67 |
54.70 |
54.45 |
54.62 |
-0.28 |
41 |
2,000 |
+14 |
| Total Volume and Open Interest |
12,069 |
117,350 |
-634 |
| Lumber(CME) |
| Mar09 |
090219 |
149.5 |
154.0 |
149.1 |
150.9 |
+1.4 |
487 |
2,519 |
-177 |
| May09 |
090219 |
161.6 |
166.5 |
161.2 |
163.2 |
+0.2 |
328 |
3,950 |
+80 |
| Jul09 |
090219 |
174.5 |
178.9 |
174.5 |
176.1 |
+1.6 |
105 |
924 |
+48 |
| Sep09 |
090219 |
185.2 |
186.5 |
184.6 |
185.7 |
+3.2 |
18 |
230 |
-4 |
| Total Volume and Open Interest |
942 |
7,691 |
-52 |
| Crude Oil(NYM) |
| Mar09 |
090219 |
34.75 |
39.85 |
34.59 |
39.48 |
+4.86 |
73,864 |
49,455 |
-18,838 |
| Apr09 |
090219 |
37.54 |
40.27 |
37.12 |
40.18 |
+2.77 |
219,110 |
309,540 |
-3,449 |
| May09 |
090219 |
39.80 |
42.60 |
39.42 |
42.51 |
+2.79 |
82,730 |
130,756 |
-2,394 |
| Jun09 |
090219 |
41.17 |
44.04 |
40.85 |
43.97 |
+2.82 |
48,672 |
145,651 |
+6,670 |
| Jul09 |
090219 |
42.82 |
45.39 |
42.19 |
45.31 |
+2.87 |
16,375 |
66,116 |
+3,776 |
| Aug09 |
090219 |
43.90 |
46.40 |
43.46 |
46.39 |
+2.86 |
5,048 |
25,978 |
-170 |
| Sep09 |
090219 |
44.57 |
47.23 |
44.29 |
47.23 |
+2.82 |
6,691 |
25,056 |
+639 |
| Oct09 |
090219 |
46.56 |
48.01 |
46.49 |
48.01 |
+2.81 |
5,914 |
21,948 |
-534 |
| Nov09 |
090219 |
46.77 |
48.78 |
46.20 |
48.78 |
+2.81 |
4,119 |
19,313 |
+258 |
| Dec09 |
090219 |
46.96 |
49.60 |
46.14 |
49.54 |
+2.81 |
23,419 |
97,062 |
+2,863 |
| Jan10 |
090219 |
47.93 |
50.25 |
47.85 |
50.25 |
+2.82 |
1,973 |
20,614 |
-260 |
| Feb10 |
090219 |
48.93 |
50.94 |
47.60 |
50.94 |
+2.83 |
929 |
10,362 |
+81 |
| Mar10 |
090219 |
49.25 |
51.61 |
49.02 |
51.61 |
+2.84 |
546 |
13,938 |
-66 |
| Apr10 |
090219 |
52.26 |
52.26 |
52.26 |
52.26 |
+2.85 |
307 |
4,056 |
+78 |
| May10 |
090219 |
52.86 |
52.86 |
52.86 |
52.86 |
+2.86 |
485 |
4,299 |
+145 |
| Jun10 |
090219 |
51.85 |
53.44 |
51.13 |
53.44 |
+2.87 |
1,394 |
21,456 |
+181 |
| Total Volume and Open Interest |
507,765 |
1,219,762 |
-10,493 |
| e-miNY Crude Oil(NYM) |
| Feb09 |
090116 |
35.400 |
36.800 |
34.175 |
36.500 |
+1.100 |
16,545 |
7,512 |
+74 |
| Mar09 |
090219 |
34.750 |
39.800 |
34.425 |
39.475 |
+4.850 |
2,309 |
7,304 |
-290 |
| Apr09 |
090219 |
37.500 |
40.275 |
37.125 |
40.175 |
+2.775 |
9,377 |
5,399 |
+1,193 |
| May09 |
090219 |
39.925 |
42.500 |
39.575 |
42.500 |
+2.775 |
449 |
715 |
+179 |
| Jun09 |
090219 |
41.900 |
43.975 |
41.900 |
43.975 |
+2.825 |
57 |
299 |
+44 |
| Jul09 |
090219 |
43.000 |
45.300 |
42.500 |
45.300 |
+2.850 |
5 |
20 |
+2 |
| Aug09 |
090219 |
46.400 |
46.400 |
46.400 |
46.400 |
+2.875 |
4 |
12 |
+2 |
| Sep09 |
090219 |
47.225 |
47.225 |
47.225 |
47.225 |
+2.825 |
0 |
1 |
+0 |
| Oct09 |
090219 |
48.000 |
48.000 |
48.000 |
48.000 |
+2.800 |
0 |
2 |
+0 |
| Nov09 |
090219 |
46.500 |
48.775 |
46.500 |
48.775 |
+2.800 |
|
|
|
| Total Volume and Open Interest |
12,202 |
13,833 |
+1,130 |
| Heating Oil(NYM) |
| Mar09 |
090219 |
116.00 |
121.10 |
114.33 |
120.45 |
+5.76 |
25,890 |
31,371 |
-3,089 |
| Apr09 |
090219 |
115.00 |
120.75 |
113.59 |
120.05 |
+5.91 |
21,105 |
52,767 |
+866 |
| May09 |
090219 |
116.50 |
121.76 |
114.69 |
121.25 |
+5.96 |
10,241 |
34,708 |
+658 |
| Jun09 |
090219 |
118.80 |
123.74 |
116.70 |
123.30 |
+5.91 |
6,330 |
34,208 |
+1,280 |
| Jul09 |
090219 |
122.17 |
126.36 |
120.00 |
126.00 |
+5.86 |
1,465 |
14,470 |
+103 |
| Aug09 |
090219 |
125.13 |
129.29 |
122.30 |
128.95 |
+5.81 |
602 |
9,707 |
+20 |
| Sep09 |
090219 |
128.35 |
132.00 |
126.00 |
132.00 |
+5.81 |
1,252 |
10,133 |
+120 |
| Oct09 |
090219 |
131.10 |
135.06 |
128.20 |
134.80 |
+5.91 |
947 |
6,663 |
-74 |
| Nov09 |
090219 |
132.29 |
137.48 |
131.40 |
137.25 |
+5.81 |
815 |
8,866 |
+42 |
| Dec09 |
090219 |
134.75 |
140.37 |
132.91 |
140.05 |
+5.66 |
2,597 |
15,944 |
+588 |
| Jan10 |
090219 |
139.02 |
143.04 |
136.40 |
142.80 |
+5.56 |
683 |
5,672 |
-70 |
| Feb10 |
090219 |
140.83 |
144.45 |
138.16 |
144.45 |
+5.41 |
478 |
4,119 |
+121 |
| Total Volume and Open Interest |
74,649 |
259,872 |
+974 |
| Gasoline(NYMEX) |
| Mar09 |
090219 |
106.62 |
110.57 |
103.10 |
109.86 |
+3.34 |
22,388 |
28,588 |
-1,642 |
| Apr09 |
090219 |
114.92 |
120.50 |
112.02 |
119.90 |
+4.93 |
18,819 |
61,452 |
+2,170 |
| May09 |
090219 |
115.90 |
121.80 |
112.99 |
121.35 |
+6.08 |
7,881 |
27,401 |
+52 |
| Jun09 |
090219 |
118.35 |
122.39 |
113.69 |
122.25 |
+6.68 |
4,802 |
21,732 |
+708 |
| Jul09 |
090219 |
118.30 |
123.20 |
114.40 |
122.80 |
+7.13 |
3,579 |
12,706 |
+514 |
| Aug09 |
090219 |
115.25 |
123.15 |
115.25 |
123.15 |
+7.38 |
1,345 |
8,422 |
+144 |
| Sep09 |
090219 |
118.65 |
123.20 |
115.10 |
123.20 |
+7.28 |
1,135 |
8,141 |
+47 |
| Oct09 |
090219 |
110.02 |
114.60 |
108.97 |
114.60 |
+7.13 |
789 |
6,452 |
+81 |
| Nov09 |
090219 |
110.01 |
115.35 |
110.01 |
115.35 |
+7.13 |
132 |
1,683 |
-1 |
| Dec09 |
090219 |
112.84 |
116.85 |
108.90 |
116.85 |
+7.13 |
293 |
7,422 |
+3 |
| Total Volume and Open Interest |
61,174 |
193,594 |
+2,082 |
| e-miNY RBOB Gasoline(NYM) |
| Mar09 |
090219 |
109.86 |
109.86 |
109.86 |
109.86 |
+3.34 |
0 |
2 |
+0 |
| Apr09 |
090219 |
119.90 |
119.90 |
119.90 |
119.90 |
+4.93 |
|
|
|
| May09 |
090219 |
121.35 |
121.35 |
121.35 |
121.35 |
+6.08 |
|
|
|
| Jun09 |
090219 |
122.25 |
122.25 |
122.25 |
122.25 |
+6.68 |
|
|
|
| Total Volume and Open Interest |
0 |
4 |
+0 |
| Natural Gas(NYM) |
| Mar09 |
090219 |
4.228 |
4.280 |
4.001 |
4.078 |
-0.136 |
77,888 |
64,788 |
-5,524 |
| Apr09 |
090219 |
4.251 |
4.301 |
4.016 |
4.111 |
-0.127 |
42,336 |
137,589 |
+6,288 |
| May09 |
090219 |
4.364 |
4.380 |
4.110 |
4.198 |
-0.129 |
13,379 |
74,656 |
-1,751 |
| Jun09 |
090219 |
4.494 |
4.500 |
4.240 |
4.328 |
-0.126 |
6,166 |
43,518 |
-157 |
| Jul09 |
090219 |
4.611 |
4.615 |
4.381 |
4.466 |
-0.119 |
4,425 |
37,537 |
+1,023 |
| Aug09 |
090219 |
4.700 |
4.700 |
4.480 |
4.551 |
-0.121 |
1,580 |
25,001 |
+198 |
| Sep09 |
090219 |
4.700 |
4.705 |
4.520 |
4.591 |
-0.118 |
1,437 |
21,693 |
+432 |
| Oct09 |
090219 |
4.805 |
4.805 |
4.620 |
4.691 |
-0.118 |
6,848 |
38,500 |
-298 |
| Nov09 |
090219 |
5.306 |
5.306 |
5.133 |
5.206 |
-0.111 |
1,262 |
18,622 |
+89 |
| Dec09 |
090219 |
5.822 |
5.831 |
5.695 |
5.761 |
-0.101 |
1,770 |
32,298 |
+388 |
| Jan10 |
090219 |
6.115 |
6.115 |
5.962 |
6.026 |
-0.098 |
3,827 |
24,178 |
-141 |
| Feb10 |
090219 |
6.122 |
6.122 |
5.970 |
6.034 |
-0.098 |
883 |
9,855 |
-57 |
| Mar10 |
090219 |
5.976 |
5.976 |
5.845 |
5.909 |
-0.098 |
1,803 |
22,760 |
+53 |
| Apr10 |
090219 |
5.678 |
5.678 |
5.570 |
5.619 |
-0.083 |
1,069 |
19,948 |
+3 |
| May10 |
090219 |
5.701 |
5.705 |
5.610 |
5.644 |
-0.083 |
253 |
10,323 |
+131 |
| Jun10 |
090219 |
5.825 |
5.850 |
5.730 |
5.734 |
-0.083 |
91 |
6,442 |
-1 |
| Total Volume and Open Interest |
166,528 |
733,920 |
+1,573 |
| Brent Crude Oil(ICE) |
| Apr09 |
090219 |
39.91 |
42.19 |
39.64 |
41.99 |
+2.44 |
91,699 |
172,588 |
+10,308 |
| May09 |
090219 |
40.76 |
43.49 |
40.76 |
43.28 |
+2.53 |
48,777 |
133,568 |
-194 |
| Jun09 |
090219 |
42.10 |
44.60 |
41.87 |
44.42 |
+2.55 |
31,353 |
58,878 |
-106 |
| Jul09 |
090219 |
43.27 |
45.46 |
42.72 |
45.34 |
+2.62 |
8,167 |
22,569 |
+287 |
| Aug09 |
090219 |
44.22 |
46.17 |
43.45 |
46.13 |
+2.63 |
3,895 |
16,608 |
-96 |
| Sep09 |
090219 |
44.92 |
46.91 |
44.13 |
46.87 |
+2.61 |
3,341 |
16,606 |
+855 |
| Oct09 |
090219 |
45.57 |
47.63 |
44.75 |
47.56 |
+2.63 |
1,660 |
12,589 |
+372 |
| Nov09 |
090219 |
46.22 |
48.30 |
45.37 |
48.24 |
+2.63 |
1,721 |
13,632 |
+279 |
| Dec09 |
090219 |
46.51 |
49.01 |
45.99 |
48.90 |
+2.62 |
15,051 |
68,656 |
+2,714 |
| Jan10 |
090219 |
49.59 |
49.59 |
49.59 |
49.59 |
+2.63 |
2,339 |
11,879 |
-59 |
| Feb10 |
090219 |
50.26 |
50.26 |
50.26 |
50.26 |
+2.63 |
1,230 |
6,823 |
-266 |
| Mar10 |
090219 |
50.91 |
50.91 |
50.91 |
50.91 |
+2.63 |
1,000 |
5,181 |
-108 |
| Apr10 |
090219 |
51.54 |
51.54 |
51.54 |
51.54 |
+2.61 |
530 |
2,799 |
+294 |
| May10 |
090219 |
52.14 |
52.14 |
52.14 |
52.14 |
+2.57 |
364 |
2,103 |
-28 |
| Total Volume and Open Interest |
221,434 |
657,611 |
+19,307 |
| Gas Oil(ICE) |
| Mar09 |
090219 |
365.25 |
381.75 |
361.50 |
370.75 |
+5.50 |
29,932 |
74,792 |
-2,458 |
| Apr09 |
090219 |
373.00 |
388.00 |
368.25 |
377.50 |
+4.75 |
26,407 |
70,376 |
-5,256 |
| May09 |
090219 |
381.00 |
396.25 |
377.25 |
385.75 |
+3.50 |
11,764 |
36,867 |
-2,519 |
| Jun09 |
090219 |
392.00 |
405.50 |
386.50 |
394.75 |
+3.00 |
5,880 |
41,230 |
-131 |
| Jul09 |
090219 |
402.00 |
415.00 |
396.50 |
404.50 |
+2.50 |
1,609 |
18,722 |
+192 |
| Aug09 |
090219 |
411.00 |
425.00 |
409.75 |
414.50 |
+2.50 |
1,289 |
20,839 |
+154 |
| Sep09 |
090219 |
419.50 |
435.00 |
419.00 |
424.25 |
+2.00 |
839 |
19,641 |
+309 |
| Oct09 |
090219 |
434.25 |
443.75 |
430.75 |
433.25 |
+1.75 |
655 |
12,010 |
+119 |
| Nov09 |
090219 |
441.00 |
450.25 |
437.25 |
439.75 |
+1.25 |
561 |
10,321 |
+66 |
| Dec09 |
090219 |
442.50 |
456.25 |
442.50 |
445.50 |
+1.00 |
3,550 |
46,183 |
+380 |
| Total Volume and Open Interest |
85,746 |
434,662 |
-8,921 |
| Ethanol(CBOT) |
| Feb09 |
090204 |
1.550 |
1.555 |
1.550 |
1.550 |
+0.020 |
18 |
133 |
-15 |
| Mar09 |
090219 |
1.550 |
1.550 |
1.544 |
1.545 |
+0.005 |
19 |
262 |
-10 |
| Apr09 |
090219 |
1.545 |
1.545 |
1.540 |
1.545 |
+0.001 |
5 |
575 |
+5 |
| May09 |
090219 |
1.555 |
1.555 |
1.555 |
1.555 |
+0.005 |
10 |
299 |
+10 |
| Jun09 |
090219 |
1.570 |
1.570 |
1.560 |
1.560 |
unch |
10 |
180 |
+4 |
| Jul09 |
090219 |
1.570 |
1.571 |
1.570 |
1.571 |
+0.001 |
10 |
146 |
-10 |
| Aug09 |
090219 |
1.590 |
1.590 |
1.590 |
1.590 |
+0.020 |
22 |
173 |
+0 |
| Sep09 |
090219 |
1.600 |
1.605 |
1.600 |
1.605 |
+0.030 |
7 |
234 |
-5 |
| Total Volume and Open Interest |
114 |
3,098 |
+18 |
| US Dollar Index(ICE) |
| Mar09 |
090219 |
88.210 |
88.240 |
87.220 |
87.750 |
-0.580 |
5,493 |
24,758 |
+2,011 |
| Jun09 |
090219 |
88.820 |
88.820 |
88.170 |
88.495 |
-0.580 |
80 |
2,309 |
+24 |
| Sep09 |
090219 |
88.820 |
88.820 |
88.820 |
88.820 |
-0.580 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
5,573 |
27,072 |
+2,035 |
| Australian Dollar(CME) |
| Mar09 |
090219 |
64.44 |
65.12 |
63.62 |
64.42 |
+0.65 |
27,398 |
48,240 |
+560 |
| Jun09 |
090219 |
63.78 |
64.78 |
63.49 |
64.14 |
+0.65 |
575 |
865 |
+325 |
| Sep09 |
090219 |
63.91 |
63.91 |
63.26 |
63.91 |
+0.65 |
0 |
155 |
+0 |
| Total Volume and Open Interest |
27,973 |
49,295 |
+885 |
| British Pound(CME) |
| Mar09 |
090219 |
142.95 |
144.51 |
142.15 |
142.99 |
+0.82 |
66,196 |
80,024 |
-211 |
| Jun09 |
090219 |
142.70 |
144.43 |
142.17 |
142.94 |
+0.81 |
1,536 |
4,122 |
+1,207 |
| Sep09 |
090219 |
142.95 |
144.08 |
142.14 |
142.95 |
+0.81 |
100 |
109 |
+100 |
| Total Volume and Open Interest |
67,832 |
84,278 |
+1,096 |
| Canadian Dollar(CME) |
| Mar09 |
090219 |
79.69 |
80.20 |
79.19 |
79.64 |
+0.20 |
29,878 |
65,677 |
-1,163 |
| Jun09 |
090219 |
79.74 |
80.22 |
79.30 |
79.69 |
+0.21 |
463 |
3,767 |
+216 |
| Sep09 |
090219 |
80.15 |
80.15 |
79.52 |
79.79 |
+0.20 |
12 |
1,347 |
+8 |
| Dec09 |
090219 |
79.89 |
80.16 |
79.61 |
79.89 |
+0.19 |
8 |
747 |
-2 |
| Total Volume and Open Interest |
30,361 |
71,892 |
-941 |
| Japanese Yen(CME) |
| Mar09 |
090219 |
106.34 |
107.22 |
105.88 |
105.96 |
-0.77 |
95,230 |
100,394 |
-2,620 |
| Jun09 |
090219 |
106.41 |
107.42 |
106.15 |
106.21 |
-0.80 |
479 |
5,710 |
+154 |
| Sep09 |
090219 |
106.52 |
107.41 |
106.52 |
106.52 |
-0.80 |
0 |
44 |
+0 |
| Total Volume and Open Interest |
95,709 |
106,176 |
-2,466 |
| Swiss Franc(CME) |
| Mar09 |
090219 |
85.29 |
85.48 |
84.79 |
85.27 |
+0.24 |
36,819 |
34,494 |
+448 |
| Jun09 |
090219 |
85.30 |
85.62 |
85.08 |
85.47 |
+0.21 |
285 |
457 |
+84 |
| Sep09 |
090219 |
85.68 |
85.68 |
85.49 |
85.68 |
+0.19 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
37,104 |
34,961 |
+532 |
| EuroFX(CME) |
| Mar09 |
090219 |
126.80 |
127.57 |
125.34 |
126.81 |
+1.32 |
188,977 |
152,001 |
-2,241 |
| Jun09 |
090219 |
126.33 |
127.53 |
125.39 |
126.79 |
+1.31 |
503 |
2,947 |
+68 |
| Sep09 |
090219 |
126.82 |
127.15 |
125.54 |
126.82 |
+1.28 |
468 |
867 |
+53 |
| Total Volume and Open Interest |
189,948 |
155,842 |
-2,120 |
| Mexican Peso(CME) |
| Mar09 |
090219 |
671.5 |
687.0 |
671.5 |
678.5 |
-0.8 |
6,184 |
44,565 |
+188 |
| Apr09 |
090219 |
676.0 |
676.8 |
676.0 |
676.0 |
-0.8 |
|
|
|
| Total Volume and Open Interest |
6,305 |
45,261 |
+289 |
| 30-Year T-Bonds(CBOT) |
| Mar09 |
090219 |
128~065 |
128~175 |
126~030 |
126~085 |
-2~125 |
246,892 |
694,355 |
-7,067 |
| Jun09 |
090219 |
126~310 |
127~125 |
124~280 |
125~010 |
-2~115 |
32,966 |
57,034 |
+18,960 |
| Sep09 |
090219 |
124~300 |
126~025 |
123~235 |
123~235 |
-2~110 |
11 |
40 |
+3 |
| Total Volume and Open Interest |
279,875 |
751,466 |
+11,895 |
| 10-Year T-Notes(CBOT) |
| Mar09 |
090219 |
123~115 |
123~205 |
122~080 |
122~170 |
-1~045 |
806,978 |
956,440 |
-57,956 |
| Jun09 |
090219 |
121~210 |
121~225 |
120~125 |
120~200 |
-1~045 |
69,494 |
93,153 |
+43,610 |
| Sep09 |
090219 |
119~200 |
120~245 |
119~200 |
119~200 |
-1~045 |
|
|
|
| Total Volume and Open Interest |
876,472 |
1,049,593 |
-14,346 |
| 5-Year T-Notes(CBOT) |
| Mar09 |
090219 |
118~050 |
118~072 |
117~111 |
118~007 |
-0~056 |
454,410 |
910,179 |
-42,979 |
| Jun09 |
090219 |
117~009 |
117~040 |
116~094 |
116~107 |
-0~061 |
76,607 |
122,310 |
+85,798 |
| Sep09 |
090219 |
116~107 |
117~040 |
116~107 |
116~107 |
-0~061 |
|
|
|
| Total Volume and Open Interest |
531,017 |
1,032,489 |
+42,819 |
| 2 Year T-Notes(CBOT) |
| Mar09 |
090219 |
108~105 |
108~119 |
108~098 |
108~100 |
-0~010 |
153,564 |
483,006 |
-18,057 |
| Jun09 |
090219 |
108~060 |
108~060 |
108~045 |
108~046 |
-0~011 |
20,025 |
19,957 |
+11,656 |
| Sep09 |
090219 |
108~046 |
108~057 |
108~046 |
108~046 |
-0~011 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
173,591 |
502,963 |
-6,401 |
| Eurodollars(CME) |
| Mar09 |
090219 |
98.688 |
98.750 |
98.660 |
98.725 |
+0.042 |
194,113 |
1,255,769 |
+2,127 |
| Jun09 |
090219 |
98.715 |
98.755 |
98.650 |
98.730 |
+0.045 |
208,850 |
1,012,130 |
-6,734 |
| Sep09 |
090219 |
98.675 |
98.685 |
98.575 |
98.650 |
+0.020 |
200,114 |
898,158 |
-7,240 |
| Dec09 |
090219 |
98.525 |
98.535 |
98.420 |
98.480 |
-0.010 |
205,623 |
776,849 |
-2,283 |
| Mar10 |
090219 |
98.420 |
98.435 |
98.305 |
98.355 |
-0.035 |
209,440 |
662,152 |
+1,345 |
| Jun10 |
090219 |
98.240 |
98.260 |
98.110 |
98.160 |
-0.045 |
160,355 |
395,151 |
+2,696 |
| Sep10 |
090219 |
98.040 |
98.070 |
97.905 |
97.960 |
-0.050 |
117,237 |
360,630 |
+3,096 |
| Dec10 |
090219 |
97.820 |
97.850 |
97.675 |
97.735 |
-0.055 |
97,427 |
359,642 |
+729 |
| Mar11 |
090219 |
97.650 |
97.675 |
97.495 |
97.565 |
-0.055 |
62,359 |
222,817 |
+3,634 |
| Jun11 |
090219 |
97.450 |
97.465 |
97.285 |
97.355 |
-0.055 |
55,208 |
196,411 |
+1,913 |
| Sep11 |
090219 |
97.250 |
97.270 |
97.085 |
97.160 |
-0.060 |
45,197 |
130,022 |
+2,178 |
| Dec11 |
090219 |
97.055 |
97.065 |
96.895 |
96.965 |
-0.065 |
39,423 |
117,851 |
-865 |
| Mar12 |
090219 |
96.880 |
96.945 |
96.790 |
96.860 |
-0.070 |
13,817 |
77,218 |
+478 |
| Jun12 |
090219 |
96.805 |
96.830 |
96.680 |
96.750 |
-0.075 |
12,191 |
62,846 |
+978 |
| Sep12 |
090219 |
96.670 |
96.730 |
96.600 |
96.660 |
-0.080 |
9,838 |
71,442 |
-758 |
| Dec12 |
090219 |
96.605 |
96.625 |
96.485 |
96.550 |
-0.085 |
14,194 |
49,039 |
+1,549 |
| Mar13 |
090219 |
96.505 |
96.565 |
96.430 |
96.495 |
-0.090 |
5,508 |
36,493 |
+353 |
| Jun13 |
090219 |
96.430 |
96.480 |
96.355 |
96.415 |
-0.095 |
5,416 |
27,176 |
-125 |
| Total Volume and Open Interest |
1,677,667 |
6,857,969 |
+3,686 |
| 30 Day Federal Funds(CBOT) |
| Feb09 |
090219 |
99.768 |
99.783 |
99.768 |
99.770 |
+0.002 |
3,305 |
70,189 |
+183 |
| Mar09 |
090219 |
99.745 |
99.790 |
99.735 |
99.770 |
+0.025 |
3,918 |
43,326 |
-586 |
| Apr09 |
090219 |
99.725 |
99.770 |
99.725 |
99.755 |
+0.025 |
3,685 |
43,180 |
+135 |
| May09 |
090219 |
99.710 |
99.750 |
99.710 |
99.730 |
+0.015 |
6,201 |
51,667 |
+516 |
| Jun09 |
090219 |
99.695 |
99.730 |
99.690 |
99.710 |
+0.005 |
3,941 |
28,472 |
+77 |
| Jul09 |
090219 |
99.665 |
99.695 |
99.660 |
99.675 |
unch |
3,497 |
26,525 |
-919 |
| Total Volume and Open Interest |
40,112 |
390,819 |
+3,270 |
| 30 Day Fed Funds(e-CBOT) |
| Feb09 |
090219 |
99.768 |
99.783 |
99.768 |
99.772 |
+0.005 |
3,305 |
70,189 |
+183 |
| Mar09 |
090219 |
99.745 |
99.790 |
99.735 |
99.775 |
+0.030 |
3,918 |
43,326 |
-586 |
| Apr09 |
090219 |
99.725 |
99.770 |
99.725 |
99.760 |
+0.025 |
3,685 |
43,180 |
+135 |
| May09 |
090219 |
99.710 |
99.750 |
99.710 |
99.735 |
+0.020 |
6,201 |
51,667 |
+516 |
| Jun09 |
090219 |
99.695 |
99.730 |
99.690 |
99.715 |
+0.015 |
3,941 |
28,472 |
+77 |
| Jul09 |
090219 |
99.665 |
99.695 |
99.660 |
99.680 |
+0.010 |
3,497 |
26,525 |
-919 |
| Total Volume and Open Interest |
40,112 |
390,819 |
+3,270 |
| 3-Mth Euro-Yen(CME) |
| Mar09 |
090219 |
99.33 |
99.33 |
99.33 |
99.33 |
-0.02 |
0 |
7,378 |
-100 |
| Jun09 |
090219 |
99.44 |
99.44 |
99.44 |
99.44 |
-0.03 |
0 |
993 |
+0 |
| Sep09 |
090219 |
99.51 |
99.51 |
99.51 |
99.51 |
-0.02 |
0 |
480 |
+0 |
| Dec09 |
090219 |
99.51 |
99.51 |
99.51 |
99.51 |
-0.02 |
0 |
175 |
+0 |
| Mar10 |
090219 |
99.47 |
99.47 |
99.47 |
99.47 |
-0.02 |
|
|
|
| Jun10 |
090219 |
99.41 |
99.41 |
99.41 |
99.41 |
-0.02 |
|
|
|
| Sep10 |
090219 |
99.35 |
99.35 |
99.35 |
99.35 |
-0.02 |
|
|
|
| Dec10 |
090219 |
99.30 |
99.30 |
99.30 |
99.30 |
-0.03 |
|
|
|
| Mar11 |
090219 |
99.21 |
99.21 |
99.21 |
99.21 |
-0.05 |
|
|
|
| Jun11 |
090219 |
99.15 |
99.15 |
99.15 |
99.15 |
-0.05 |
|
|
|
| Total Volume and Open Interest |
0 |
9,026 |
-100 |
| 3-Mth Euro-Yen(SGX) |
| Mar09 |
090219 |
99.35 |
99.35 |
99.32 |
99.32 |
-0.05 |
1 |
17,188 |
+48 |
| Jun09 |
090219 |
99.46 |
99.46 |
99.43 |
99.43 |
-0.05 |
0 |
7,467 |
+131 |
| Sep09 |
090219 |
99.50 |
99.50 |
99.50 |
99.50 |
-0.04 |
0 |
3,635 |
+0 |
| Dec09 |
090219 |
99.50 |
99.50 |
99.50 |
99.50 |
-0.04 |
0 |
1,733 |
+0 |
| Mar10 |
090219 |
99.46 |
99.46 |
99.46 |
99.46 |
-0.04 |
0 |
1,352 |
+0 |
| Jun10 |
090219 |
99.40 |
99.40 |
99.40 |
99.40 |
-0.04 |
0 |
527 |
+0 |
| Sep10 |
090219 |
99.34 |
99.34 |
99.34 |
99.34 |
-0.05 |
0 |
252 |
+0 |
| Dec10 |
090219 |
99.29 |
99.29 |
99.29 |
99.29 |
-0.04 |
0 |
152 |
+0 |
| Total Volume and Open Interest |
1 |
34,283 |
+179 |
| Japanese Gov't Bonds(SGX) |
| Mar09 |
090219 |
139.70 |
139.75 |
139.48 |
139.65 |
-0.08 |
2,357 |
10,991 |
+376 |
| Jun09 |
090219 |
139.65 |
139.65 |
139.65 |
139.65 |
-0.08 |
1 |
1 |
+0 |
| Sep09 |
090219 |
139.65 |
139.65 |
139.65 |
139.65 |
-0.08 |
|
|
|
| Total Volume and Open Interest |
2,358 |
10,992 |
+376 |
| Euro-Bund(EUREX) |
| Mar09 |
090219 |
125.38 |
125.45 |
124.37 |
124.71 |
-1.01 |
826,942 |
805,859 |
-45,580 |
| Jun09 |
090219 |
124.08 |
124.13 |
123.27 |
123.45 |
-1.01 |
10,348 |
26,578 |
+6,557 |
| Sep09 |
090219 |
124.06 |
124.06 |
124.06 |
124.06 |
-0.01 |
145 |
1 |
+0 |
| Total Volume and Open Interest |
837,435 |
832,438 |
-39,023 |
| Euro-Bobl(EUREX) |
| Mar09 |
090219 |
117.32 |
117.34 |
116.58 |
116.76 |
-0.71 |
437,149 |
783,704 |
-11,029 |
| Jun09 |
090219 |
116.58 |
116.58 |
116.14 |
116.19 |
-0.74 |
7,490 |
19,715 |
-2,483 |
| Sep09 |
090219 |
116.07 |
116.07 |
116.07 |
116.07 |
-0.74 |
243 |
0 |
+0 |
| Total Volume and Open Interest |
444,882 |
803,419 |
-13,512 |
| 3-Mth Euribor(EUREX) |
| Mar09 |
090219 |
98.265 |
98.265 |
98.245 |
98.250 |
-0.025 |
1,567 |
12,691 |
+1,098 |
| Jun09 |
090219 |
98.370 |
98.370 |
98.315 |
98.340 |
-0.045 |
773 |
6,074 |
+305 |
| Sep09 |
090219 |
98.355 |
98.355 |
98.270 |
98.300 |
-0.070 |
130 |
3,262 |
-6 |
| Total Volume and Open Interest |
2,712 |
31,872 |
+1,412 |
| Long Gilt(LIFFE) |
| Mar09 |
090219 |
122~02 |
122~04 |
120~27 |
121~10 |
-1~06 |
89,760 |
346,148 |
-10,370 |
| Jun09 |
090219 |
120~23 |
120~29 |
119~21 |
120~04 |
-1~06 |
19,565 |
35,769 |
+14,900 |
| Total Volume and Open Interest |
109,325 |
381,917 |
+4,530 |
| 3-Mth Short Sterling(LIFFE) |
| Mar09 |
090219 |
98.08 |
98.14 |
98.03 |
98.13 |
+0.04 |
136,494 |
518,476 |
-10,841 |
| Jun09 |
090219 |
98.18 |
98.28 |
98.09 |
98.25 |
+0.07 |
175,930 |
309,940 |
+22,310 |
| Sep09 |
090219 |
98.18 |
98.29 |
98.07 |
98.25 |
+0.07 |
130,433 |
277,355 |
+9,855 |
| Dec09 |
090219 |
98.04 |
98.13 |
97.88 |
98.10 |
+0.06 |
86,970 |
231,723 |
+5,652 |
| Mar10 |
090219 |
97.97 |
98.04 |
97.78 |
98.00 |
+0.02 |
89,716 |
224,197 |
+5,400 |
| Jun10 |
090219 |
97.82 |
97.86 |
97.60 |
97.83 |
+0.00 |
55,388 |
174,778 |
+884 |
| Total Volume and Open Interest |
742,710 |
2,016,894 |
+34,982 |
| 3-Mth Euribor(LIFFE) |
| Mar09 |
090219 |
98.265 |
98.270 |
98.220 |
98.250 |
-0.025 |
105,807 |
700,141 |
-5,779 |
| Jun09 |
090219 |
98.370 |
98.380 |
98.300 |
98.340 |
-0.045 |
129,697 |
657,389 |
+3,061 |
| Sep09 |
090219 |
98.345 |
98.360 |
98.250 |
98.300 |
-0.070 |
114,124 |
531,130 |
-1,107 |
| Total Volume and Open Interest |
665,041 |
3,424,206 |
-4,496 |
| 3-Mth Aus T-Bills(SFE) |
| Mar09 |
090219 |
97.08 |
97.09 |
97.04 |
97.06 |
-0.04 |
8,591 |
213,247 |
-3,496 |
| Jun09 |
090219 |
97.37 |
97.39 |
97.31 |
97.32 |
-0.07 |
14,154 |
241,219 |
+2,220 |
| Sep09 |
090219 |
97.41 |
97.43 |
97.34 |
97.37 |
-0.07 |
9,990 |
125,630 |
+1,807 |
| Dec09 |
090219 |
97.30 |
97.31 |
97.22 |
97.23 |
-0.09 |
2,916 |
77,449 |
+618 |
| Mar10 |
090219 |
97.07 |
97.07 |
96.97 |
96.98 |
-0.11 |
2,708 |
53,205 |
+1,392 |
| Jun10 |
090219 |
96.76 |
96.76 |
96.64 |
96.65 |
-0.12 |
1,543 |
54,542 |
+273 |
| Sep10 |
090219 |
96.34 |
96.35 |
96.26 |
96.28 |
-0.12 |
778 |
29,576 |
+219 |
| Dec10 |
090219 |
96.02 |
96.03 |
95.90 |
95.96 |
-0.12 |
1,084 |
16,688 |
+658 |
| Mar11 |
090219 |
95.70 |
95.73 |
95.67 |
95.73 |
-0.14 |
95 |
1,001 |
+0 |
| Jun11 |
090219 |
95.50 |
95.53 |
95.48 |
95.53 |
-0.14 |
120 |
977 |
+75 |
| Total Volume and Open Interest |
42,019 |
814,346 |
+3,786 |
| 10-Year Aus T-Bonds(SFE) |
| Mar09 |
090219 |
95.95 |
95.98 |
95.79 |
95.81 |
-0.15 |
49,967 |
327,538 |
+9,046 |
| Jun09 |
090219 |
95.74 |
95.74 |
95.74 |
95.74 |
-0.15 |
|
|
|
| Total Volume and Open Interest |
49,967 |
327,538 |
+9,046 |
| 3-Year Aus T-Bonds(SFE) |
| Mar09 |
090219 |
97.04 |
97.04 |
96.90 |
96.90 |
-0.13 |
52,600 |
510,914 |
-4,365 |
| Jun09 |
090219 |
96.82 |
96.82 |
96.82 |
96.82 |
-0.13 |
|
|
|
| Total Volume and Open Interest |
52,600 |
510,914 |
-4,365 |
| Gold(CMX) |
| Feb09 |
090219 |
982.7 |
986.2 |
972.0 |
976.1 |
-1.6 |
422 |
2,307 |
-286 |
| Apr09 |
090219 |
987.0 |
987.9 |
969.5 |
976.5 |
-1.7 |
117,775 |
239,594 |
+4,431 |
| Jun09 |
090219 |
987.5 |
989.3 |
972.7 |
978.7 |
-1.7 |
2,955 |
50,431 |
+348 |
| Aug09 |
090219 |
984.5 |
990.8 |
976.4 |
980.8 |
-1.6 |
332 |
12,950 |
-21 |
| Oct09 |
090219 |
987.9 |
993.5 |
979.3 |
982.8 |
-1.7 |
78 |
3,336 |
-9 |
| Dec09 |
090219 |
992.5 |
995.3 |
980.0 |
984.9 |
-1.7 |
537 |
18,528 |
+146 |
| Feb10 |
090219 |
997.0 |
997.0 |
986.0 |
987.0 |
-1.6 |
1,178 |
6,379 |
-1,019 |
| Apr10 |
090219 |
989.1 |
989.2 |
989.1 |
989.2 |
-1.5 |
3 |
1,406 |
-1 |
| Jun10 |
090219 |
991.4 |
991.4 |
991.4 |
991.4 |
-1.5 |
276 |
4,103 |
+0 |
| Aug10 |
090219 |
993.7 |
993.7 |
993.7 |
993.7 |
-1.6 |
0 |
375 |
+0 |
| Oct10 |
090219 |
996.0 |
996.0 |
996.0 |
996.0 |
-1.7 |
|
|
|
| Dec10 |
090219 |
1002.3 |
1005.0 |
997.3 |
998.3 |
-1.8 |
230 |
9,156 |
+84 |
| Total Volume and Open Interest |
126,306 |
366,115 |
+4,496 |
| Silver(CMX) |
| Mar09 |
090219 |
1431.5 |
1437.0 |
1385.0 |
1393.5 |
-35.5 |
23,493 |
37,483 |
-1,549 |
| May09 |
090219 |
1433.0 |
1441.0 |
1389.0 |
1397.2 |
-35.7 |
5,132 |
27,394 |
+1,608 |
| Jul09 |
090219 |
1436.0 |
1438.5 |
1393.0 |
1399.2 |
-35.8 |
1,295 |
11,659 |
+319 |
| Sep09 |
090219 |
1442.0 |
1442.0 |
1399.5 |
1400.4 |
-35.8 |
163 |
3,290 |
+94 |
| Dec09 |
090219 |
1440.0 |
1443.0 |
1397.0 |
1402.1 |
-35.8 |
348 |
10,329 |
-57 |
| Mar10 |
090219 |
1409.0 |
1410.0 |
1403.3 |
1403.3 |
-36.0 |
0 |
2,730 |
+0 |
| May10 |
090219 |
1405.1 |
1405.1 |
1405.1 |
1405.1 |
-36.0 |
3 |
4 |
+3 |
| Total Volume and Open Interest |
30,561 |
99,692 |
+367 |
| Platinum(NYMEX) |
| Apr09 |
090219 |
1105.0 |
1113.8 |
1066.1 |
1076.5 |
-22.4 |
1,879 |
19,427 |
-225 |
| Jul09 |
090219 |
1100.0 |
1100.0 |
1072.3 |
1080.5 |
-22.4 |
151 |
957 |
+100 |
| Oct09 |
090219 |
1089.5 |
1089.5 |
1081.0 |
1086.5 |
-22.4 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
2,030 |
20,385 |
-125 |
| Palladium(NYMEX) |
| Mar09 |
090219 |
221.00 |
221.50 |
212.10 |
216.60 |
-2.50 |
1,321 |
6,915 |
-415 |
| Jun09 |
090219 |
220.50 |
221.50 |
213.55 |
217.75 |
-2.50 |
940 |
6,134 |
+723 |
| Sep09 |
090219 |
216.10 |
219.40 |
216.10 |
219.10 |
-2.50 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
2,261 |
13,058 |
+308 |
| Copper(CMX) |
| Mar09 |
090219 |
144.00 |
149.30 |
143.60 |
147.10 |
+3.50 |
11,702 |
25,190 |
-1,350 |
| May09 |
090219 |
145.55 |
151.00 |
145.40 |
148.80 |
+3.35 |
6,881 |
42,130 |
+1,461 |
| Jul09 |
090219 |
147.20 |
151.80 |
146.95 |
149.95 |
+3.30 |
538 |
8,101 |
+206 |
| Sep09 |
090219 |
148.25 |
152.50 |
148.25 |
150.95 |
+3.25 |
125 |
2,439 |
+30 |
| Dec09 |
090219 |
152.80 |
152.80 |
151.00 |
151.95 |
+3.10 |
89 |
2,631 |
+91 |
| Total Volume and Open Interest |
20,030 |
90,070 |
+665 |
| Aluminum(CMX) |
| Feb09 |
090219 |
61.25 |
61.25 |
61.25 |
61.25 |
unch |
|
|
|
| Mar09 |
090219 |
61.75 |
61.75 |
61.75 |
61.75 |
unch |
|
|
|
| Apr09 |
090219 |
62.25 |
62.25 |
62.25 |
62.25 |
unch |
|
|
|
| May09 |
090219 |
62.75 |
62.75 |
62.75 |
62.75 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| DJIA Index(CBOT) |
| Mar09 |
090219 |
7500 |
7617 |
7430 |
7462 |
-21 |
1,129 |
22,401 |
+26 |
| Jun09 |
090219 |
7465 |
7485 |
7421 |
7421 |
-22 |
4 |
51 |
+0 |
| Sep09 |
090219 |
7391 |
7413 |
7391 |
7391 |
-22 |
|
|
|
| Dec09 |
090219 |
7351 |
7373 |
7351 |
7351 |
-22 |
|
|
|
| Total Volume and Open Interest |
1,133 |
22,452 |
+26 |
| S & P 500(CME) |
| Mar09 |
090219 |
780.00 |
796.50 |
775.00 |
779.40 |
-0.10 |
36,778 |
568,602 |
+4,038 |
| Jun09 |
090219 |
791.00 |
792.80 |
772.50 |
776.20 |
-0.10 |
1,414 |
25,891 |
+962 |
| Sep09 |
090219 |
773.40 |
790.00 |
769.50 |
773.40 |
-0.10 |
0 |
1,115 |
+0 |
| Dec09 |
090219 |
770.60 |
787.20 |
766.70 |
770.60 |
-0.10 |
0 |
269 |
+0 |
| Total Volume and Open Interest |
38,192 |
595,877 |
+5,000 |
| S & P 500 E-Mini(Globex) |
| Mar09 |
090219 |
780.25 |
796.75 |
775.00 |
779.50 |
unch |
2,732,760 |
2,913,176 |
-32,431 |
| Jun09 |
090219 |
776.00 |
793.50 |
772.25 |
776.25 |
unch |
7,008 |
103,556 |
+1,861 |
| Total Volume and Open Interest |
2,739,777 |
3,017,111 |
-30,564 |
| NASDAQ 100(CME) |
| Mar09 |
090219 |
1176.50 |
1202.00 |
1164.00 |
1170.50 |
-9.50 |
2,407 |
30,990 |
+141 |
| Jun09 |
090219 |
1168.50 |
1170.50 |
1168.50 |
1170.50 |
-9.30 |
38 |
141 |
+21 |
| Sep09 |
090219 |
1170.80 |
1170.80 |
1168.80 |
1170.80 |
-9.20 |
|
|
|
| Total Volume and Open Interest |
2,445 |
31,131 |
+162 |
| NASDAQ 100 E-Mini(Globex) |
| Mar09 |
090219 |
1178.50 |
1201.50 |
1165.30 |
1170.50 |
-9.50 |
355,522 |
293,267 |
-605 |
| Jun09 |
090219 |
1178.00 |
1200.80 |
1165.80 |
1170.50 |
-9.30 |
151 |
2,942 |
-13 |
| Total Volume and Open Interest |
355,673 |
296,230 |
-618 |
| S & P Midcap 400(CME) |
| Mar09 |
090219 |
481.00 |
484.00 |
467.50 |
470.20 |
-2.90 |
276 |
4,767 |
+2 |
| Jun09 |
090219 |
467.45 |
467.45 |
464.85 |
467.45 |
-2.90 |
|
|
|
| Sep09 |
090219 |
472.45 |
472.45 |
469.85 |
472.45 |
-2.90 |
|
|
|
| Total Volume and Open Interest |
276 |
4,767 |
+2 |
| Russell 2000(CME) |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Mar09 |
090219 |
7585 |
7635 |
7530 |
7565 |
+5 |
78,105 |
184,036 |
+618 |
| Jun09 |
090219 |
7550 |
7550 |
7500 |
7505 |
+5 |
71 |
267 |
+4 |
| Total Volume and Open Interest |
78,176 |
184,617 |
+804 |
| Nikkei 225(SGX) |
| Mar09 |
090219 |
7585 |
7635 |
7530 |
7565 |
+5 |
78,105 |
184,036 |
+618 |
| Jun09 |
090219 |
7550 |
7550 |
7500 |
7505 |
+5 |
71 |
267 |
+4 |
| Sep09 |
090219 |
7495 |
7495 |
7495 |
7495 |
unch |
0 |
167 |
+100 |
| Total Volume and Open Interest |
78,176 |
184,617 |
+804 |
| CAC 40(EURONEXT) |
| Feb09 |
090219 |
2864.5 |
2913.5 |
2856.0 |
2873.0 |
-1.0 |
282,387 |
358,211 |
+615 |
| Mar09 |
090219 |
2866.0 |
2915.5 |
2858.0 |
2874.0 |
-1.5 |
158,455 |
302,286 |
+113,706 |
| Apr09 |
090219 |
2875.0 |
2893.0 |
2870.0 |
2876.0 |
-1.5 |
47 |
847 |
+35 |
| Total Volume and Open Interest |
440,889 |
663,571 |
+114,356 |
| Hang Seng Index(HKFE) |
| Feb09 |
090219 |
12803 |
13028 |
12721 |
13004 |
+45 |
71,262 |
87,167 |
-1,998 |
| Mar09 |
090219 |
12850 |
12970 |
12678 |
12954 |
+46 |
1,981 |
8,067 |
+1,718 |
| Total Volume and Open Interest |
73,366 |
96,278 |
-252 |
| DAX(EUREX) |
| Mar09 |
090219 |
4200.0 |
4279.0 |
4160.0 |
4216.5 |
+3.0 |
194,275 |
175,005 |
-868 |
| Jun09 |
090219 |
4218.0 |
4290.0 |
4180.0 |
4231.5 |
+3.0 |
721 |
13,424 |
+265 |
| Sep09 |
090219 |
4231.0 |
4295.0 |
4197.5 |
4247.0 |
+6.5 |
326 |
1,060 |
+100 |
| Total Volume and Open Interest |
195,322 |
189,489 |
-503 |
| FT-SE 100(EURONEXT) |
| Mar09 |
090219 |
4020.00 |
4029.50 |
3947.50 |
4004.00 |
+14.50 |
132,025 |
765,011 |
+4,251 |
| Jun09 |
090219 |
3950.00 |
3975.50 |
3915.00 |
3963.00 |
+15.50 |
124 |
7,614 |
+12 |
| Sep09 |
090219 |
3933.50 |
3933.50 |
3933.50 |
3933.50 |
+18.50 |
|
|
|
| Total Volume and Open Interest |
132,149 |
772,625 |
+4,263 |
| SPI 200(SFE) |
| Mar09 |
090219 |
3380.0 |
3447.0 |
3332.0 |
3400.0 |
+23.0 |
32,323 |
324,708 |
+9,100 |
| Jun09 |
090219 |
3420.0 |
3420.0 |
3392.0 |
3392.0 |
+23.0 |
33 |
3,209 |
-5 |
| Sep09 |
090219 |
3344.0 |
3344.0 |
3344.0 |
3344.0 |
+23.0 |
325 |
1,653 |
+190 |
| Total Volume and Open Interest |
32,711 |
332,351 |
+9,303 |
| GSCI(CME) |
| Mar09 |
090219 |
312.20 |
318.00 |
306.50 |
317.00 |
+11.35 |
154 |
13,836 |
-4 |
| Apr09 |
090219 |
326.00 |
327.00 |
314.95 |
326.00 |
+11.00 |
3 |
4 |
+1 |
| May09 |
090219 |
333.50 |
334.00 |
322.45 |
333.50 |
+11.00 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
159 |
13,840 |
-3 |
| Reuters CCI(ICE) |
| Apr09 |
090219 |
353.00 |
353.00 |
353.00 |
353.00 |
+1.00 |
3 |
1,036 |
+1 |
| Jun09 |
090219 |
204.60 |
204.60 |
204.60 |
204.60 |
+3.90 |
|
|
|
| Aug09 |
090219 |
370.00 |
370.00 |
370.00 |
370.00 |
+1.00 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
0 |
43 |
+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. |
|
|