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MRCI's End of Day Prices
Daily Futures Price Listing Fri February 20, 2009
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar09 090220 883.00 889.25 854.00 862.50 -22.00 79,621 62,771 -9,982
May09 090220 885.00 891.25 854.25 863.25 -22.75 47,903 126,195 +4,325
Jul09 090220 890.50 896.25 859.75 869.25 -22.25 22,166 53,643 +2,357
Aug09 090220 865.00 871.00 853.50 863.50 -19.50 847 3,501 +187
Sep09 090220 855.50 859.25 831.50 841.00 -16.00 939 5,731 +151
Nov09 090220 844.00 851.25 820.75 830.50 -14.50 9,958 62,935 +1,353
Jan10 090220 857.50 857.75 832.00 840.00 -14.50 108 1,697 +26
Total Volume and Open Interest 161,751 325,510 -1,585
Soybean Meal(CBOT)
Mar09 090220 277.40 277.90 268.00 270.00 -6.50 26,411 31,546 -2,547
May09 090220 274.00 275.10 260.00 267.20 -6.70 17,280 41,896 +3,623
Jul09 090220 273.20 274.00 264.90 266.90 -6.40 6,474 19,443 +206
Aug09 090220 269.70 271.00 262.50 264.50 -5.80 1,180 4,810 -41
Sep09 090220 259.80 261.50 256.10 257.00 -4.80 817 5,464 -181
Oct09 090220 253.00 254.00 248.50 250.70 -3.10 357 3,550 +61
Dec09 090220 252.50 253.10 247.00 248.70 -3.10 2,668 14,115 +188
Jan10 090220 249.90 252.80 249.70 249.70 -3.10 2 464 +1
Total Volume and Open Interest 55,301 121,843 +1,286
Soybean Oil(CBOT)
Mar09 090220 30.45 30.94 29.57 30.22 -0.20 27,862 50,488 -3,932
May09 090220 30.82 31.26 29.88 30.53 -0.22 22,582 88,236 +4,239
Jul09 090220 31.21 31.61 30.26 30.88 -0.22 5,313 34,218 +1,102
Aug09 090220 31.03 31.06 30.46 31.06 -0.22 413 5,494 -88
Sep09 090220 31.21 31.23 30.60 31.23 -0.22 868 5,994 -36
Oct09 090220 31.58 31.58 30.84 31.40 -0.22 746 4,095 +414
Dec09 090220 32.21 32.50 31.17 31.76 -0.22 3,522 18,971 -239
Jan10 090220 32.00 32.27 32.00 32.05 -0.22 12 657 +12
Total Volume and Open Interest 61,410 215,397 +1,476
Canola(WCE)
Mar09 090220 415.5 417.9 404.5 408.1 -5.8 7,834 18,223 -5,975
May09 090220 422.2 422.2 407.0 410.0 -9.2 8,857 55,988 +1,234
Jul09 090220 428.9 428.9 411.8 415.3 -10.5 1,631 13,297 +927
Nov09 090220 432.0 432.0 419.3 424.1 -9.2 954 14,840 +318
Jan10 090220 432.9 432.9 432.9 432.9 -8.1 1 335 +0
Total Volume and Open Interest 19,287 102,747 -3,487
Corn(CBOT)
Mar09 090220 353.25 354.75 342.00 350.25 -3.00 121,888 158,003 -11,713
May09 090220 362.00 363.25 350.50 359.00 -3.00 87,398 237,566 +5,626
Jul09 090220 371.25 372.75 360.00 368.50 -3.00 46,262 146,468 +2,557
Sep09 090220 381.00 382.00 369.75 377.75 -3.25 10,376 40,921 +908
Dec09 090220 393.50 395.00 382.00 389.75 -4.00 20,373 169,467 +1,075
Mar10 090220 406.50 406.50 395.00 402.75 -3.75 432 15,238 +17
Total Volume and Open Interest 287,881 807,889 -1,568
Wheat(CBOT)
Mar09 090220 520.00 523.75 504.50 519.25 -0.25 48,889 48,037 -7,467
May09 090220 532.00 535.25 515.00 530.50 -0.50 40,890 109,101 +4,788
Jul09 090220 544.00 547.50 525.50 542.25 -1.00 15,793 81,384 +34
Sep09 090220 570.00 570.00 550.50 565.00 -1.75 1,485 21,309 +230
Dec09 090220 590.00 592.00 572.75 586.00 -2.50 3,475 35,463 -93
Total Volume and Open Interest 110,633 305,015 -2,497
Wheat(KCBT)
Mar09 090220 558.00 563.00 543.00 556.25 -2.00 8,043 12,956 -876
May09 090220 566.00 569.75 551.75 563.50 -3.50 5,483 23,348 +125
Jul09 090220 575.00 580.50 561.00 573.00 -4.25 4,684 24,598 +505
Sep09 090220 578.25 583.25 572.00 583.25 -4.00 134 4,598 -61
Dec09 090220 606.25 606.25 587.00 598.50 -5.25 978 14,101 +52
Total Volume and Open Interest 19,374 81,527 -262
Wheat(MGE)
Mar09 090220 628.00 628.25 610.00 624.75 -1.00 695 3,164 -220
May09 090220 612.25 614.75 596.25 605.25 -7.00 2,061 9,915 +29
Jul09 090220 597.00 600.75 591.50 596.75 -7.50 525 5,334 -128
Sep09 090220 607.00 607.00 596.75 601.50 -5.50 152 4,083 +12
Dec09 090220 613.50 616.75 608.50 614.00 -7.50 286 2,857 +90
Total Volume and Open Interest 3,747 25,621 -216
Oats(CBOT)
Mar09 090220 172.00 178.00 163.75 168.50 -3.00 636 2,407 -496
May09 090220 182.50 182.50 172.75 178.00 -2.00 500 7,602 +172
Jul09 090220 184.00 189.00 183.50 187.00 -2.00 51 3,350 -5
Sep09 090220 196.50 198.50 196.50 196.50 -2.00 0 20 +0
Total Volume and Open Interest 1,215 16,840 -339
Rough Rice(CBOT)
Mar09 090220 12.17 12.47 11.96 11.98 -0.31 619 1,822 -452
May09 090220 12.17 12.45 11.93 12.02 -0.28 522 2,849 +252
Jul09 090220 12.27 12.45 12.10 12.14 -0.31 1 334 +0
Sep09 090220 12.43 12.43 12.06 12.06 -0.26 5 970 -4
Total Volume and Open Interest 1,164 6,877 -198
Live Cattle(CME)
Feb09 090220 81.100 81.100 79.430 80.680 -0.520 3,764 6,800 -1,779
Apr09 090220 84.300 84.300 82.400 83.430 -1.320 19,499 98,871 +2,316
Jun09 090220 82.135 82.180 80.450 81.550 -0.985 7,356 51,851 +1,763
Aug09 090220 82.300 82.500 80.700 81.785 -1.145 2,728 26,406 -105
Oct09 090220 86.250 86.250 84.450 85.550 -0.985 1,442 10,935 +236
Dec09 090220 87.750 88.000 86.200 87.550 -1.250 224 6,352 +93
Total Volume and Open Interest 35,132 203,231 +2,630
Feeder Cattle(CME)
Mar09 090220 90.000 90.000 87.635 88.385 -2.250 2,466 6,755 -488
Apr09 090220 91.450 91.450 88.885 89.830 -2.055 1,375 7,398 +105
May09 090220 93.080 93.080 90.500 91.650 -1.850 1,705 3,899 -311
Aug09 090220 96.250 96.250 93.800 95.000 -1.750 617 2,896 +55
Sep09 090220 96.350 96.350 94.500 95.300 -2.100 54 485 +46
Oct09 090220 95.150 96.000 94.900 95.300 -2.100 53 242 +27
Nov09 090220 95.000 95.500 95.000 95.500 -1.450 2 45 +2
Total Volume and Open Interest 6,272 21,725 -564
Lean Hogs(CME)
Apr09 090220 60.700 61.000 57.850 57.950 -2.630 10,020 61,568 +440
May09 090220 71.635 71.885 68.885 69.500 -2.250 204 2,453 +57
Jun09 090220 73.400 73.500 70.400 70.975 -2.125 7,593 33,574 -927
Jul09 090220 74.300 74.300 71.180 71.580 -2.500 2,070 8,498 +515
Aug09 090220 72.000 73.450 70.600 71.050 -2.235 1,001 7,200 +22
Oct09 090220 65.285 66.100 63.300 63.350 -2.125 168 4,730 -3
Dec09 090220 64.035 64.035 62.300 62.300 -1.750 35 1,767 +10
Feb10 090220 67.080 67.785 66.900 66.900 -1.180 10 191 +1
Total Volume and Open Interest 21,101 120,109 +115
Pork Bellies(CME)
Feb09 090220 77.000 77.000 76.000 76.000 -2.000 3 6 +0
Mar09 090220 76.200 77.000 73.250 73.250 -3.000 104 277 -37
May09 090220 76.550 79.000 76.450 76.450 -3.000 113 766 +27
Jul09 090220 79.000 79.400 76.135 76.135 -2.465 4 246 +0
Aug09 090220 76.100 76.500 73.100 73.100 -3.000 0 57 +0
Total Volume and Open Interest 224 1,352 -10
Class III Milk(CME)
Feb09 090220 9.27 9.31 9.27 9.28 unch 47 4,987 -46
Mar09 090220 10.47 10.65 10.39 10.40 -0.02 270 4,939 -27
Apr09 090220 10.55 10.55 10.41 10.48 -0.04 231 4,289 +58
May09 090220 11.00 11.06 10.86 10.94 -0.07 165 3,940 +38
Jun09 090220 11.59 11.68 11.51 11.58 -0.03 182 3,451 +65
Total Volume and Open Interest 1,307 37,227 +145
Cocoa(ICE)
Mar09 090220 2618 2620 2510 2528 -127 55 340 -35
May09 090220 2557 2557 2419 2430 -140 4,658 57,893 -441
Jul09 090220 2531 2531 2420 2428 -135 923 23,368 +336
Sep09 090220 2525 2525 2418 2419 -139 177 10,595 +123
Dec09 090220 2520 2520 2410 2410 -140 332 12,651 +215
Mar10 090220 2500 2500 2395 2395 -135 170 7,301 +117
May10 090220 2424 2425 2397 2397 -132 1 1,876 +0
Total Volume and Open Interest 6,316 114,857 +315
Coffee "C"(ICE)
Mar09 090220 109.60 109.95 108.25 108.90 -0.80 1,233 1,109 -1,963
May09 090220 112.20 112.55 110.55 111.20 -1.30 7,120 71,643 -900
Jul09 090220 114.25 114.75 113.00 113.55 -1.30 2,006 20,417 +311
Sep09 090220 117.00 117.00 115.20 115.75 -1.30 1,083 9,760 +515
Dec09 090220 119.30 119.50 118.20 118.75 -1.25 167 9,577 +0
Mar10 090220 122.00 122.20 121.00 121.50 -1.20 69 6,484 +44
Total Volume and Open Interest 11,683 120,714 -1,992
Orange Juice(ICE)
Mar09 090220 67.40 67.75 65.95 66.70 -0.70 3,134 8,500 -2,395
May09 090220 67.90 67.90 66.00 66.30 -1.10 3,290 15,338 +2,110
Jul09 090220 69.75 70.55 69.55 69.80 -0.90 266 1,993 +155
Sep09 090220 73.55 73.95 73.50 73.50 -1.00 81 2,408 +1
Nov09 090220 77.65 77.65 76.75 76.75 -1.40 78 302 +78
Jan10 090220 80.50 80.50 80.00 80.25 -0.40 0 87 +0
Total Volume and Open Interest 6,849 28,857 -51
Sugar #11(ICE)
Mar09 090220 12.86 12.94 12.64 12.71 -0.13 25,690 80,959 -606
May09 090220 13.16 13.21 12.92 13.06 -0.11 31,234 227,593 +3,995
Jul09 090220 13.30 13.38 13.11 13.22 -0.10 14,153 134,722 +2,015
Oct09 090220 13.63 13.72 13.47 13.57 -0.10 6,693 89,949 +2,077
Mar10 090220 14.05 14.28 14.03 14.12 -0.09 2,803 54,484 +554
Total Volume and Open Interest 82,009 663,687 +8,324
London Cocoa(LCE)
Mar09 090220 1855 1858 1784 1786 -87 3,626 32,646 -1,215
May09 090220 1824 1834 1760 1762 -86 4,793 68,249 +320
Jul09 090220 1820 1826 1757 1757 -81 801 41,033 -356
Sep09 090220 1820 1820 1742 1745 -85 564 16,643 +422
Dec09 090220 1800 1800 1716 1716 -93 455 17,699 -126
Mar10 090220 1775 1775 1695 1695 -88 349 8,409 +36
May10 090220 1780 1780 1695 1695 -90 97 241 +72
Total Volume and Open Interest 10,685 185,142 -847
London Sugar(LCE)
May09 090220 391.80 395.00 388.50 392.50 -1.50 2,958 31,525 +408
Aug09 090220 385.10 388.20 382.20 386.20 -1.90 1,064 14,607 +73
Oct09 090220 382.00 384.50 379.20 383.20 -1.60 1,143 6,988 +252
Dec09 090220 383.20 385.40 382.30 385.40 -1.40 237 1,589 +94
Mar10 090220 385.50 388.00 384.70 387.80 -1.40 194 1,258 +163
Total Volume and Open Interest 5,694 56,603 +1,046
Cotton(ICE)
Mar09 090220 43.45 43.90 42.60 43.03 -0.39 2,803 2,596 -4,946
May09 090220 44.60 45.40 43.91 44.10 -0.81 6,479 60,191 +2,739
Jul09 090220 46.06 46.35 45.26 45.40 -0.89 1,379 25,748 +60
Oct09 090220 48.15 48.15 48.15 48.15 -0.89 2 366 +2
Dec09 090220 50.55 51.09 49.55 49.70 -0.97 360 21,744 +16
Mar10 090220 53.66 53.66 53.66 53.66 -0.96 30 2,004 +4
Total Volume and Open Interest 11,053 115,225 -2,125
Lumber(CME)
Mar09 090220 150.2 150.6 145.2 146.3 -4.6 517 2,435 -84
May09 090220 160.8 161.0 157.4 159.9 -3.3 482 4,050 +100
Jul09 090220 175.7 176.5 171.5 174.8 -1.3 82 934 +10
Sep09 090220 185.2 185.2 181.0 183.8 -1.9 17 228 -2
Total Volume and Open Interest 1,100 7,717 +26
Crude Oil(NYM)
Mar09 090220 38.86 39.50 36.91 38.94 -0.54 82,550 18,941 -30,514
Apr09 090220 39.60 40.13 37.54 40.03 -0.15 285,979 316,536 +6,996
May09 090220 41.93 42.28 39.95 42.17 -0.34 97,811 135,174 +4,418
Jun09 090220 43.36 43.70 41.46 43.56 -0.41 49,460 145,159 -492
Jul09 090220 44.46 45.00 42.80 44.76 -0.55 18,771 68,114 +1,998
Aug09 090220 45.35 45.85 44.00 45.73 -0.66 8,266 25,704 -274
Sep09 090220 45.36 46.61 44.98 46.55 -0.68 4,895 25,071 +15
Oct09 090220 46.38 47.46 45.81 47.34 -0.67 3,632 22,118 +170
Nov09 090220 47.37 48.25 46.74 48.12 -0.66 3,741 18,940 -373
Dec09 090220 48.80 49.06 47.19 48.90 -0.64 29,928 93,105 -3,957
Jan10 090220 49.50 49.68 48.31 49.62 -0.63 2,050 21,080 +466
Feb10 090220 49.16 50.42 48.95 50.33 -0.61 669 10,360 -2
Mar10 090220 49.70 51.26 49.70 51.02 -0.59 333 13,827 -111
Apr10 090220 51.67 51.67 51.67 51.67 -0.59 373 4,085 +29
May10 090220 52.28 52.28 52.28 52.28 -0.58 352 4,362 +63
Jun10 090220 51.74 52.86 51.35 52.86 -0.58 1,759 21,656 +200
Total Volume and Open Interest 612,055 1,198,265 -21,497
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 090220 39.550 40.125 37.550 40.025 -0.150 17,021 4,601 -798
May09 090220 42.000 42.250 40.000 42.175 -0.325 406 665 -50
Jun09 090220 43.325 43.550 41.900 43.550 -0.425 17 299 +0
Jul09 090220 44.075 44.750 43.000 44.750 -0.550 10 21 +1
Aug09 090220 45.100 45.725 44.000 45.725 -0.675 1 13 +1
Sep09 090220 46.550 46.550 46.550 46.550 -0.675 0 1 +0
Oct09 090220 47.350 47.350 47.350 47.350 -0.650 0 2 +0
Nov09 090220 48.125 48.125 48.125 48.125 -0.650 2 2 +2
Total Volume and Open Interest 17,459 5,684 -8,149
Heating Oil(NYM)
Mar09 090220 119.05 119.84 114.70 119.67 -0.78 24,920 29,534 -1,837
Apr09 090220 118.71 119.55 114.19 119.40 -0.65 33,203 53,413 +646
May09 090220 119.91 120.50 115.32 120.40 -0.85 13,513 34,551 -157
Jun09 090220 121.35 122.50 117.31 122.35 -0.95 11,046 34,988 +780
Jul09 090220 122.50 125.10 120.26 125.10 -0.90 2,516 14,670 +200
Aug09 090220 123.90 128.10 123.39 128.10 -0.85 1,338 9,794 +87
Sep09 090220 127.43 131.15 126.95 131.15 -0.85 1,690 10,137 +4
Oct09 090220 130.00 133.95 130.00 133.95 -0.85 2,394 6,689 +26
Nov09 090220 133.15 136.30 132.00 136.30 -0.95 1,706 9,156 +290
Dec09 090220 137.50 139.05 134.70 139.05 -1.00 2,292 16,491 +547
Jan10 090220 138.55 141.80 137.50 141.80 -1.00 862 5,769 +97
Feb10 090220 140.68 143.45 139.25 143.45 -1.00 426 4,258 +139
Total Volume and Open Interest 98,458 261,118 +1,246
Gasoline(NYMEX)
Mar09 090220 108.35 108.35 102.31 107.46 -2.40 27,473 25,813 -2,775
Apr09 090220 118.42 119.08 113.44 118.70 -1.20 31,562 63,281 +1,829
May09 090220 119.15 120.72 115.35 120.50 -0.85 14,254 28,232 +831
Jun09 090220 120.01 122.25 116.54 121.60 -0.65 9,155 22,697 +965
Jul09 090220 117.70 124.64 117.24 122.10 -0.70 5,792 13,654 +948
Aug09 090220 119.55 122.41 117.91 122.25 -0.90 2,896 8,414 -8
Sep09 090220 118.48 122.29 118.15 122.15 -1.05 1,810 8,332 +191
Oct09 090220 111.06 113.65 109.95 113.65 -0.95 1,260 6,275 -177
Nov09 090220 112.09 114.40 110.75 114.40 -0.95 315 1,720 +37
Dec09 090220 114.50 116.39 111.42 115.90 -0.95 618 7,494 +72
Total Volume and Open Interest 95,176 195,513 +1,919
e-miNY RBOB Gasoline(NYM)
Mar09 090220 105.00 107.46 105.00 107.46 -2.40 0 2 +0
Apr09 090220 118.70 118.70 118.70 118.70 -1.20      
May09 090220 120.50 120.50 120.50 120.50 -0.85      
Jun09 090220 121.60 121.60 121.60 121.60 -0.65      
Total Volume and Open Interest 0 4 +0
Natural Gas(NYM)
Mar09 090220 4.069 4.078 3.921 4.006 -0.072 80,563 66,430 +1,642
Apr09 090220 4.097 4.111 3.957 4.036 -0.075 43,037 150,576 +12,987
May09 090220 4.190 4.190 4.044 4.125 -0.073 13,316 72,513 -2,143
Jun09 090220 4.289 4.289 4.200 4.252 -0.076 4,254 43,947 +429
Jul09 090220 4.366 4.424 4.354 4.391 -0.075 6,269 39,521 +1,984
Aug09 090220 4.478 4.506 4.438 4.478 -0.073 2,015 25,454 +453
Sep09 090220 4.491 4.545 4.478 4.519 -0.072 1,278 22,049 +356
Oct09 090220 4.642 4.653 4.587 4.623 -0.068 8,102 38,955 +455
Nov09 090220 5.152 5.155 5.092 5.148 -0.058 1,333 18,628 +6
Dec09 090220 5.695 5.745 5.676 5.723 -0.038 4,069 33,207 +909
Jan10 090220 5.972 6.000 5.945 5.993 -0.033 4,574 23,817 -361
Feb10 090220 5.970 6.010 5.950 6.001 -0.033 429 9,979 +124
Mar10 090220 5.822 5.885 5.822 5.881 -0.028 1,004 22,912 +152
Apr10 090220 5.610 5.615 5.555 5.601 -0.018 530 19,942 -6
May10 090220 5.585 5.630 5.585 5.629 -0.015 114 10,335 +12
Jun10 090220 5.685 5.730 5.685 5.719 -0.015 486 6,599 +157
Total Volume and Open Interest 172,518 751,319 +17,399
Brent Crude Oil(ICE)
Apr09 090220 41.41 42.10 39.78 41.89 -0.10 100,571 155,063 -17,525
May09 090220 42.69 43.28 41.05 43.14 -0.14 58,811 130,477 -3,091
Jun09 090220 43.77 44.37 42.20 44.27 -0.15 29,549 58,616 -262
Jul09 090220 44.55 45.22 43.21 45.14 -0.20 7,870 22,228 -341
Aug09 090220 45.31 45.96 44.03 45.89 -0.24 4,537 17,303 +695
Sep09 090220 46.49 46.67 44.79 46.59 -0.28 4,412 16,249 -357
Oct09 090220 47.15 47.34 45.48 47.26 -0.30 3,461 12,683 +94
Nov09 090220 47.79 47.96 46.20 47.91 -0.33 3,377 13,984 +352
Dec09 090220 48.00 48.62 46.80 48.55 -0.35 18,096 64,030 -4,626
Jan10 090220 48.19 49.23 48.19 49.23 -0.36 1,239 11,761 -118
Feb10 090220 49.92 49.92 49.92 49.92 -0.34 1,150 7,021 +198
Mar10 090220 50.59 50.59 50.59 50.59 -0.32 1,421 5,116 -65
Apr10 090220 51.24 51.24 51.24 51.24 -0.30 1,250 2,934 +135
May10 090220 51.88 51.88 51.88 51.88 -0.26 403 2,160 +57
Total Volume and Open Interest 244,832 632,468 -25,143
Gas Oil(ICE)
Mar09 090220 375.00 379.50 360.50 364.00 -6.75 37,307 74,650 -142
Apr09 090220 383.25 385.75 367.25 370.75 -6.75 28,551 70,390 +14
May09 090220 391.50 393.00 375.75 379.25 -6.50 9,648 37,987 +1,120
Jun09 090220 400.00 401.75 385.00 388.50 -6.25 5,876 41,630 +400
Jul09 090220 408.75 410.50 398.00 398.25 -6.25 2,881 18,827 +105
Aug09 090220 420.25 420.25 408.00 408.00 -6.50 2,588 20,515 -324
Sep09 090220 430.00 430.00 415.50 418.00 -6.25 1,704 20,069 +428
Oct09 090220 437.25 439.00 426.75 426.75 -6.50 422 11,988 -22
Nov09 090220 443.25 445.00 432.50 432.50 -7.25 379 10,337 +16
Dec09 090220 450.50 451.50 435.50 438.25 -7.25 1,766 46,251 +68
Total Volume and Open Interest 92,042 436,564 +1,902
Ethanol(CBOT)
Feb09 090204 1.550 1.555 1.550 1.550 +0.020 18 133 -15
Mar09 090220 1.520 1.530 1.510 1.519 -0.026 58 229 -33
Apr09 090220 1.529 1.529 1.524 1.524 -0.021 15 575 +0
May09 090220 1.530 1.530 1.515 1.519 -0.036 20 309 +10
Jun09 090220 1.525 1.531 1.525 1.530 -0.030 30 192 +12
Jul09 090220 1.545 1.545 1.545 1.545 -0.026 26 157 +11
Aug09 090220 1.560 1.560 1.560 1.560 -0.030 5 178 +5
Sep09 090220 1.560 1.560 1.560 1.560 -0.045 1 235 +1
Total Volume and Open Interest 181 3,126 +28
US Dollar Index(ICE)
Mar09 090220 87.990 88.395 86.435 86.700 -1.050 4,479 25,141 +383
Jun09 090220 88.800 89.145 87.175 87.405 -1.090 40 2,311 +2
Sep09 090220 87.820 87.820 87.735 87.735 -1.085 0 5 +0
Total Volume and Open Interest 4,519 27,457 +385
Australian Dollar(CME)
Mar09 090220 64.44 64.88 63.45 64.61 +0.19 24,562 47,415 -825
Jun09 090220 63.22 64.52 63.22 64.32 +0.18 249 931 +66
Sep09 090220 64.09 64.09 63.91 64.09 +0.18 1 154 -1
Total Volume and Open Interest 24,812 48,535 -760
British Pound(CME)
Mar09 090220 142.95 144.83 141.46 144.38 +1.39 69,395 79,042 -982
Jun09 090220 141.80 144.64 141.53 144.33 +1.39 83 4,154 +32
Sep09 090220 144.33 144.36 141.82 144.33 +1.38 0 109 +0
Total Volume and Open Interest 69,478 83,328 -950
Canadian Dollar(CME)
Mar09 090220 79.69 80.51 79.02 80.06 +0.42 26,065 66,019 +342
Jun09 090220 79.74 80.53 79.10 80.12 +0.43 324 3,724 -43
Sep09 090220 79.21 80.58 79.21 80.20 +0.41 67 1,358 +11
Dec09 090220 80.27 80.62 79.37 80.27 +0.38 0 747 +0
Total Volume and Open Interest 26,458 72,202 +310
Japanese Yen(CME)
Mar09 090220 106.34 108.16 105.98 107.31 +1.35 87,413 99,135 -1,259
Jun09 090220 106.41 108.36 106.21 107.54 +1.33 415 5,571 -139
Sep09 090220 107.85 108.28 106.52 107.85 +1.33 0 44 +0
Total Volume and Open Interest 87,828 104,778 -1,398
Swiss Franc(CME)
Mar09 090220 85.29 87.63 84.16 86.64 +1.37 22,060 33,580 -914
Jun09 090220 84.78 87.40 84.36 86.82 +1.35 277 594 +137
Sep09 090220 87.06 87.31 84.90 87.05 +1.37 0 6 +0
Total Volume and Open Interest 22,337 34,184 -777
EuroFX(CME)
Mar09 090220 126.80 128.81 125.52 128.36 +1.55 193,633 151,115 -886
Jun09 090220 126.33 128.78 125.53 128.34 +1.55 337 2,959 +12
Sep09 090220 128.37 128.39 125.93 128.37 +1.55 0 867 +0
Total Volume and Open Interest 193,970 154,967 -875
Mexican Peso(CME)
Mar09 090220 671.5 679.2 663.2 674.0 -4.5 5,672 44,076 -489
Apr09 090220 671.5 676.0 671.5 671.5 -4.5      
Total Volume and Open Interest 5,902 45,000 -261
30-Year T-Bonds(CBOT)
Mar09 090220 126~120 129~020 126~115 127~200 +1~115 275,983 656,579 -37,776
Jun09 090220 125~070 127~280 125~010 126~145 +1~135 60,629 94,114 +37,080
Sep09 090220 125~035 125~035 123~235 125~035 +1~120 4 40 +0
Total Volume and Open Interest 336,644 750,771 -695
10-Year T-Notes(CBOT)
Mar09 090220 122~195 124~050 122~180 123~100 +0~250 798,006 897,119 -59,321
Jun09 090220 120~245 122~140 120~225 121~175 +0~295 35,454 106,793 +13,640
Sep09 090220 120~175 120~175 119~200 120~175 +0~295      
Total Volume and Open Interest 833,460 1,003,912 -45,681
5-Year T-Notes(CBOT)
Mar09 090220 118~016 118~116 118~015 118~061 +0~054 443,350 813,285 -96,894
Jun09 090220 117~026 117~096 116~107 117~043 +0~064 86,570 160,873 +38,563
Sep09 090220 117~043 117~043 116~107 117~043 +0~064      
Total Volume and Open Interest 529,920 974,158 -58,331
2 Year T-Notes(CBOT)
Mar09 090220 108~106 109~000 108~104 108~112 +0~012 171,549 462,380 -20,626
Jun09 090220 108~054 108~076 108~046 108~061 +0~015 38,000 41,382 +21,425
Sep09 090220 108~061 108~061 108~046 108~061 +0~015      
Total Volume and Open Interest 209,549 503,762 +799
Eurodollars(CME)
Mar09 090220 98.717 98.795 98.705 98.762 +0.037 246,803 1,268,828 +13,059
Jun09 090220 98.720 98.820 98.710 98.770 +0.040 225,870 1,009,562 -2,568
Sep09 090220 98.665 98.760 98.640 98.700 +0.050 205,309 896,297 -1,861
Dec09 090220 98.500 98.605 98.485 98.540 +0.060 180,792 778,136 +1,287
Mar10 090220 98.385 98.495 98.365 98.415 +0.060 178,177 661,722 -430
Jun10 090220 98.185 98.310 98.180 98.220 +0.060 141,139 391,542 -3,609
Sep10 090220 97.995 98.120 97.990 98.020 +0.060 94,010 362,048 +1,418
Dec10 090220 97.770 97.905 97.765 97.795 +0.060 76,701 360,357 +715
Mar11 090220 97.620 97.740 97.605 97.625 +0.060 43,493 225,232 +2,415
Jun11 090220 97.380 97.535 97.380 97.420 +0.065 36,773 198,118 +1,707
Sep11 090220 97.195 97.345 97.190 97.230 +0.070 28,373 131,587 +1,565
Dec11 090220 96.990 97.155 96.990 97.040 +0.075 23,144 116,474 -1,377
Mar12 090220 96.880 97.045 96.875 96.940 +0.080 10,897 76,863 -355
Jun12 090220 96.790 96.940 96.770 96.830 +0.080 9,357 62,632 -214
Sep12 090220 96.670 96.845 96.670 96.740 +0.080 6,185 70,830 -612
Dec12 090220 96.605 96.730 96.570 96.630 +0.080 7,169 50,059 +1,020
Mar13 090220 96.500 96.675 96.500 96.580 +0.085 5,253 37,874 +1,381
Jun13 090220 96.460 96.600 96.430 96.500 +0.085 4,823 27,379 +203
Total Volume and Open Interest 1,544,924 6,876,125 +18,156
30 Day Federal Funds(CBOT)
Feb09 090220 99.772 99.780 99.770 99.777 +0.007 7,374 68,314 -1,875
Mar09 090220 99.775 99.790 99.770 99.780 +0.010 9,932 44,290 +964
Apr09 090220 99.770 99.775 99.755 99.765 +0.010 15,385 48,285 +5,105
May09 090220 99.740 99.750 99.730 99.740 +0.010 11,364 52,456 +789
Jun09 090220 99.725 99.730 99.710 99.725 +0.015 4,660 27,951 -521
Jul09 090220 99.690 99.695 99.675 99.685 +0.010 4,949 26,025 -500
Total Volume and Open Interest 69,805 398,900 +8,081
30 Day Fed Funds(e-CBOT)
Feb09 090220 99.772 99.780 99.772 99.777 +0.005 7,374 68,314 -1,875
Mar09 090220 99.775 99.790 99.770 99.780 +0.005 9,732 44,290 +964
Apr09 090220 99.770 99.775 99.760 99.765 +0.005 15,185 48,285 +5,105
May09 090220 99.740 99.750 99.735 99.740 +0.005 11,364 52,456 +789
Jun09 090220 99.725 99.730 99.715 99.725 +0.010 4,460 27,951 -521
Jul09 090220 99.690 99.695 99.680 99.685 +0.005 4,749 26,025 -500
Total Volume and Open Interest 69,005 398,900 +8,081
3-Mth Euro-Yen(CME)
Mar09 090220 99.33 99.33 99.33 99.33 unch 205 7,578 +200
Jun09 090220 99.45 99.45 99.45 99.45 +0.01 10 993 +0
Sep09 090220 99.51 99.51 99.51 99.51 unch 0 480 +0
Dec09 090220 99.51 99.51 99.51 99.51 unch 0 175 +0
Mar10 090220 99.47 99.47 99.47 99.47 unch      
Jun10 090220 99.41 99.41 99.41 99.41 unch      
Sep10 090220 99.35 99.35 99.35 99.35 unch      
Dec10 090220 99.31 99.31 99.31 99.31 +0.01      
Mar11 090220 99.22 99.22 99.22 99.22 +0.01      
Jun11 090220 99.16 99.16 99.16 99.16 +0.01      
Total Volume and Open Interest 215 9,226 +200
3-Mth Euro-Yen(SGX)
Mar09 090220 99.32 99.32 99.32 99.32 +0.01 378 17,188 +0
Jun09 090220 99.43 99.44 99.43 99.44 +0.01 215 7,470 +3
Sep09 090220 99.51 99.51 99.50 99.50 +0.00 0 3,535 -100
Dec09 090220 99.51 99.51 99.50 99.50 +0.00 0 1,743 +10
Mar10 090220 99.46 99.46 99.46 99.46 +0.00 0 1,352 +0
Jun10 090220 99.40 99.40 99.40 99.40 +0.00 0 527 +0
Sep10 090220 99.35 99.35 99.35 99.35 +0.01 0 252 +0
Dec10 090220 99.30 99.30 99.30 99.30 +0.01 0 152 +0
Total Volume and Open Interest 593 34,196 -87
Japanese Gov't Bonds(SGX)
Mar09 090220 139.55 139.67 139.40 139.66 +0.01 1,069 11,050 +59
Jun09 090220 139.66 139.66 139.66 139.66 +0.01 0 1 +0
Sep09 090220 139.66 139.66 139.66 139.66 +0.01      
Total Volume and Open Interest 1,069 11,051 +59
Euro-Bund(EUREX)
Mar09 090220 124.94 125.72 124.90 125.49 +0.78 808,590 818,720 +12,861
Jun09 090220 123.75 124.44 123.68 124.24 +0.79 6,460 28,579 +2,001
Sep09 090220 123.89 123.89 123.89 123.89 -0.17 0 1 +0
Total Volume and Open Interest 815,050 847,300 +14,862
Euro-Bobl(EUREX)
Mar09 090220 116.91 117.43 116.85 117.16 +0.40 486,768 707,360 -76,344
Jun09 090220 116.35 116.71 116.35 116.60 +0.41 5,194 21,648 +1,933
Sep09 090220 116.47 116.47 116.47 116.47 +0.40      
Total Volume and Open Interest 491,962 729,008 -74,411
3-Mth Euribor(EUREX)
Mar09 090220 98.270 98.295 98.270 98.285 +0.035 634 12,701 +10
Jun09 090220 98.345 98.405 98.345 98.390 +0.050 885 6,360 +286
Sep09 090220 98.310 98.370 98.310 98.360 +0.060 182 3,214 -48
Total Volume and Open Interest 1,976 32,272 +400
Long Gilt(LIFFE)
Mar09 090220 121~14 122~12 121~12 122~08 +0~30 105,567 330,137 -16,011
Jun09 090220 120~08 121~06 120~08 121~04 +0~31 23,367 55,547 +19,778
Total Volume and Open Interest 128,934 385,684 +3,767
3-Mth Short Sterling(LIFFE)
Mar09 090220 98.11 98.12 98.07 98.08 -0.05 64,169 503,204 -15,272
Jun09 090220 98.25 98.31 98.20 98.26 +0.01 91,225 287,558 -22,382
Sep09 090220 98.24 98.32 98.20 98.26 +0.02 99,030 275,939 -1,416
Dec09 090220 98.04 98.17 98.04 98.11 +0.02 87,742 236,102 +4,379
Mar10 090220 97.96 98.06 97.96 98.00 unch 101,590 223,794 -403
Jun10 090220 97.80 97.89 97.79 97.82 -0.02 79,774 167,560 -7,218
Total Volume and Open Interest 588,207 1,968,388 -48,506
3-Mth Euribor(LIFFE)
Mar09 090220 98.250 98.310 98.250 98.285 +0.035 137,012 688,418 -11,723
Jun09 090220 98.335 98.410 98.330 98.390 +0.050 164,869 661,350 +3,961
Sep09 090220 98.285 98.390 98.280 98.355 +0.055 160,565 532,288 +1,158
Total Volume and Open Interest 941,634 3,408,754 -15,452
3-Mth Aus T-Bills(SFE)
Mar09 090220 97.05 97.08 96.96 97.04 -0.02 18,771 218,072 +4,825
Jun09 090220 97.32 97.36 97.23 97.35 +0.03 16,808 244,531 +3,312
Sep09 090220 97.38 97.42 97.29 97.42 +0.05 7,545 127,208 +1,578
Dec09 090220 97.22 97.29 97.15 97.29 +0.06 3,131 77,930 +481
Mar10 090220 96.97 97.01 96.88 97.01 +0.03 1,946 53,556 +351
Jun10 090220 96.65 96.66 96.55 96.66 +0.01 1,904 53,831 -711
Sep10 090220 96.29 96.30 96.21 96.27 -0.01 547 29,753 +177
Dec10 090220 95.95 95.97 95.87 95.92 -0.04 462 16,761 +73
Mar11 090220 95.63 95.68 95.63 95.66 -0.07 213 1,001 +0
Jun11 090220 95.41 95.48 95.41 95.46 -0.07 82 977 +0
Total Volume and Open Interest 51,471 824,464 +10,118
10-Year Aus T-Bonds(SFE)
Mar09 090220 95.81 95.88 95.75 95.87 +0.06 38,156 334,095 +6,557
Jun09 090220 95.81 95.81 95.81 95.81 +0.07      
Total Volume and Open Interest 38,156 334,095 +6,557
3-Year Aus T-Bonds(SFE)
Mar09 090220 96.90 96.92 96.82 96.91 +0.01 97,443 546,625 +35,711
Jun09 090220 96.86 96.86 96.86 96.86 +0.04      
Total Volume and Open Interest 97,443 546,625 +35,711
Gold(CMX)
Feb09 090220 974.0 1004.9 971.6 1001.8 +25.7 202 1,933 -374
Apr09 090220 973.2 1007.7 971.5 1002.2 +25.7 116,161 236,384 -3,210
Jun09 090220 979.0 1009.8 973.9 1004.5 +25.8 2,666 50,056 -375
Aug09 090220 980.0 1008.9 976.0 1006.6 +25.8 663 12,772 -178
Oct09 090220 984.0 1008.7 984.0 1008.7 +25.9 104 3,340 +4
Dec09 090220 985.0 1015.0 979.9 1010.8 +25.9 1,375 17,687 -841
Feb10 090220 1009.8 1012.9 1004.5 1012.9 +25.9 2,834 3,963 -2,416
Apr10 090220 1015.0 1015.0 1015.0 1015.0 +25.8 536 1,910 +504
Jun10 090220 1017.1 1017.1 1017.1 1017.1 +25.7 100 4,152 +49
Aug10 090220 1019.3 1019.3 1019.3 1019.3 +25.6 0 375 +0
Oct10 090220 1021.5 1021.5 1021.5 1021.5 +25.5      
Dec10 090220 1003.0 1027.8 1001.5 1023.7 +25.4 236 8,945 -211
Total Volume and Open Interest 126,527 358,829 -7,286
Silver(CMX)
Mar09 090220 1398.0 1458.0 1396.5 1449.0 +55.5 27,616 33,974 -3,509
May09 090220 1406.0 1461.5 1402.5 1453.0 +55.8 9,163 29,994 +2,600
Jul09 090220 1415.0 1464.0 1415.0 1454.9 +55.7 780 11,966 +307
Sep09 090220 1425.0 1456.0 1425.0 1456.0 +55.6 61 3,290 +0
Dec09 090220 1418.0 1463.5 1409.5 1457.6 +55.5 1,027 10,749 +420
Mar10 090220 1452.0 1458.8 1452.0 1458.8 +55.5 9 2,736 +6
May10 090220 1460.5 1460.5 1460.5 1460.5 +55.4 0 4 +0
Total Volume and Open Interest 39,023 99,600 -92
Platinum(NYMEX)
Apr09 090220 1077.5 1099.5 1064.0 1095.7 +19.2 2,010 19,439 +12
Jul09 090220 1099.0 1102.3 1093.5 1099.7 +19.2 22 972 +15
Oct09 090220 1074.4 1105.7 1074.4 1105.7 +19.2 4 5 +4
Total Volume and Open Interest 2,036 20,416 +31
Palladium(NYMEX)
Mar09 090220 216.65 218.25 214.75 216.55 -0.05 808 6,592 -323
Jun09 090220 217.75 219.00 216.00 217.45 -0.30 417 6,370 +236
Sep09 090220 218.80 218.80 218.80 218.80 -0.30 2 11 +2
Total Volume and Open Interest 1,227 12,973 -85
Copper(CMX)
Mar09 090220 145.55 146.95 139.50 141.60 -5.50 13,036 20,850 -4,340
May09 090220 147.50 148.30 141.35 143.30 -5.50 8,604 43,583 +1,453
Jul09 090220 145.10 148.00 142.90 144.50 -5.45 336 8,228 +127
Sep09 090220 145.75 146.20 144.00 145.55 -5.40 22 2,444 +5
Dec09 090220 146.70 146.90 146.00 146.70 -5.25 46 2,647 +16
Total Volume and Open Interest 22,923 87,807 -2,263
Aluminum(CMX)
Feb09 090220 59.25 59.25 59.25 59.25 -2.00      
Mar09 090220 59.75 59.75 59.75 59.75 -2.00      
Apr09 090220 60.25 60.25 60.25 60.25 -2.00      
May09 090220 60.75 60.75 60.75 60.75 -2.00      
Total Volume and Open Interest      
DJIA Index(CBOT)
Mar09 090220 7460 7460 7231 7352 -110 1,749 23,064 +663
Jun09 090220 7265 7325 7225 7308 -113 243 269 +218
Sep09 090220 7278 7391 7278 7278 -113      
Dec09 090220 7238 7351 7238 7238 -113      
Total Volume and Open Interest 1,992 23,333 +881
S & P 500(CME)
Mar09 090220 779.10 779.60 752.70 769.50 -9.90 32,049 567,286 -1,316
Jun09 090220 763.00 773.00 750.50 766.20 -10.00 2,487 27,271 +1,380
Sep09 090220 763.30 768.40 750.40 763.30 -10.10 0 1,115 +0
Dec09 090220 760.50 765.60 747.60 760.50 -10.10 0 269 +0
Total Volume and Open Interest 34,536 595,941 +64
S & P 500 E-Mini(Globex)
Mar09 090220 778.50 779.50 752.50 769.50 -10.00 2,407,562 2,926,649 +13,473
Jun09 090220 774.25 775.75 749.50 766.25 -10.00 11,216 105,073 +1,517
Total Volume and Open Interest 2,418,808 3,032,119 +15,008
NASDAQ 100(CME)
Mar09 090220 1171.00 1184.00 1150.00 1171.80 +1.30 1,325 31,168 +178
Jun09 090220 1172.00 1172.00 1171.50 1171.50 +1.00 2 140 -1
Sep09 090220 1171.30 1171.80 1171.30 1171.80 +1.00      
Total Volume and Open Interest 1,327 31,308 +177
NASDAQ 100 E-Mini(Globex)
Mar09 090220 1170.50 1183.50 1150.00 1171.80 +1.30 339,233 296,678 +3,411
Jun09 090220 1162.00 1182.80 1151.00 1171.50 +1.00 222 3,041 +99
Total Volume and Open Interest 339,455 299,740 +3,510
S & P Midcap 400(CME)
Mar09 090220 462.00 470.00 452.50 463.70 -6.50 226 4,585 -182
Jun09 090220 460.95 461.25 460.95 460.95 -6.50      
Sep09 090220 465.95 466.25 465.95 465.95 -6.50      
Total Volume and Open Interest 226 4,585 -182
Russell 2000(CME)
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar09 090220 7580 7670 7370 7385 -180 77,728 179,136 -4,900
Jun09 090220 7455 7455 7320 7320 -185 6 285 +18
Total Volume and Open Interest 77,934 179,785 -4,832
Nikkei 225(SGX)
Mar09 090220 7580 7670 7370 7385 -180 77,728 179,136 -4,900
Jun09 090220 7455 7455 7320 7320 -185 6 285 +18
Sep09 090220 7315 7315 7315 7315 -180 100 217 +50
Total Volume and Open Interest 77,934 179,785 -4,832
CAC 40(EURONEXT)
Feb09 090220 2821.0 2829.5 2759.0 2777.5 -95.5 152,497 198,154 -160,057
Mar09 090220 2821.0 2831.0 2746.0 2752.0 -122.0 69,681 326,985 +24,699
Apr09 090220 2825.5 2825.5 2752.0 2753.0 -123.0 56 902 +55
Total Volume and Open Interest 222,234 528,268 -135,303
Hang Seng Index(HKFE)
Feb09 090220 12740 12770 12550 12648 -356 63,989 91,511 +4,344
Mar09 090220 12700 12705 12500 12590 -364 2,878 12,420 +4,353
Total Volume and Open Interest 66,986 105,054 +8,776
DAX(EUREX)
Mar09 090220 4122.5 4143.0 3973.0 4049.5 -167.0 158,061 176,191 +1,186
Jun09 090220 4179.0 4179.0 3991.0 4064.0 -167.5 1,529 14,007 +583
Sep09 090220 4157.5 4158.0 4007.0 4078.0 -169.0 1,249 1,453 +393
Total Volume and Open Interest 160,839 191,651 +2,162
FT-SE 100(EURONEXT)
Mar09 090220 3936.50 3953.00 3820.50 3881.50 -122.50 110,616 762,141 -2,870
Jun09 090220 3875.00 3875.00 3796.50 3839.50 -123.50 301 7,700 +86
Sep09 090220 3810.00 3810.00 3810.00 3810.00 -123.50      
Total Volume and Open Interest 110,917 769,841 -2,784
SPI 200(SFE)
Mar09 090220 3400.0 3468.0 3346.0 3362.0 -38.0 21,238 327,678 +2,970
Jun09 090220 3354.0 3354.0 3353.0 3353.0 -39.0 191 3,362 +153
Sep09 090220 3305.0 3305.0 3305.0 3305.0 -39.0 3 1,653 +0
Total Volume and Open Interest 21,432 335,426 +3,075
GSCI(CME)
Mar09 090220 310.80 316.60 306.00 316.00 -1.00 371 13,795 -41
Apr09 090220 325.00 326.10 316.00 325.00 -1.00 0 4 +0
May09 090220 331.50 333.60 323.00 331.50 -2.00      
Total Volume and Open Interest 371 13,799 -41
Reuters CCI(ICE)
Apr09 090220 352.00 352.00 351.00 351.00 -2.00 1 1,037 +1
Jun09 090220 202.50 202.50 202.50 202.50 -2.10      
Aug09 090220 368.00 368.00 368.00 368.00 -2.00 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.

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