|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri March 13, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| May09 |
090313 |
883.00 |
890.00 |
867.25 |
876.50 |
-5.50 |
57,826 |
122,619 |
-3,143 |
| Jul09 |
090313 |
882.00 |
888.75 |
866.50 |
875.25 |
-6.25 |
16,140 |
64,483 |
+624 |
| Aug09 |
090313 |
872.00 |
875.00 |
855.00 |
861.50 |
-9.50 |
747 |
3,961 |
+175 |
| Sep09 |
090313 |
852.75 |
852.75 |
831.25 |
835.75 |
-15.75 |
947 |
6,915 |
+83 |
| Nov09 |
090313 |
841.00 |
850.00 |
818.75 |
823.75 |
-17.75 |
10,801 |
66,375 |
+701 |
| Jan10 |
090313 |
852.00 |
858.00 |
830.25 |
833.50 |
-18.50 |
168 |
2,355 |
+45 |
| Mar10 |
090313 |
864.00 |
865.50 |
839.00 |
842.00 |
-18.00 |
22 |
930 |
+15 |
| Total Volume and Open Interest |
87,290 |
277,001 |
-1,789 |
| Soybean Meal(CBOT) |
| May09 |
090313 |
276.80 |
280.00 |
271.20 |
276.70 |
+0.20 |
21,718 |
54,503 |
-552 |
| Jul09 |
090313 |
274.50 |
276.20 |
268.20 |
273.20 |
-0.30 |
5,494 |
19,291 |
+18 |
| Aug09 |
090313 |
269.80 |
272.00 |
264.50 |
267.70 |
-1.40 |
710 |
5,222 |
+17 |
| Sep09 |
090313 |
265.00 |
266.00 |
256.70 |
260.20 |
-2.90 |
629 |
6,224 |
+6 |
| Oct09 |
090313 |
257.10 |
258.00 |
248.60 |
251.00 |
-4.60 |
451 |
5,103 |
+58 |
| Dec09 |
090313 |
255.00 |
258.00 |
246.70 |
249.20 |
-4.90 |
2,504 |
15,806 |
+2 |
| Jan10 |
090313 |
255.00 |
255.10 |
250.20 |
250.20 |
-4.90 |
15 |
630 |
+9 |
| Mar10 |
090313 |
256.00 |
257.10 |
252.20 |
252.20 |
-4.90 |
10 |
710 |
+7 |
| Total Volume and Open Interest |
32,580 |
108,833 |
-1,133 |
| Soybean Oil(CBOT) |
| May09 |
090313 |
30.38 |
30.53 |
29.91 |
30.17 |
-0.21 |
53,298 |
111,816 |
-3,275 |
| Jul09 |
090313 |
30.71 |
30.86 |
30.25 |
30.51 |
-0.20 |
8,533 |
40,686 |
+2,491 |
| Aug09 |
090313 |
30.91 |
30.91 |
30.46 |
30.67 |
-0.21 |
504 |
6,273 |
+121 |
| Sep09 |
090313 |
31.08 |
31.08 |
30.63 |
30.83 |
-0.22 |
429 |
7,831 |
+110 |
| Oct09 |
090313 |
31.11 |
31.21 |
30.79 |
30.99 |
-0.22 |
341 |
4,683 |
+114 |
| Dec09 |
090313 |
31.53 |
31.67 |
31.05 |
31.30 |
-0.23 |
2,643 |
23,249 |
+364 |
| Jan10 |
090313 |
31.50 |
31.80 |
31.50 |
31.57 |
-0.23 |
67 |
721 |
+11 |
| Mar10 |
090313 |
31.77 |
32.05 |
31.77 |
31.82 |
-0.23 |
1 |
844 |
+1 |
| Total Volume and Open Interest |
68,305 |
204,204 |
-832 |
| Canola(WCE) |
| Mar09 |
090313 |
408.1 |
408.1 |
408.1 |
408.1 |
-3.2 |
0 |
202 |
+0 |
| May09 |
090313 |
406.3 |
408.7 |
402.5 |
403.1 |
-3.2 |
5,282 |
55,066 |
+463 |
| Jul09 |
090313 |
407.0 |
407.5 |
402.5 |
402.7 |
-3.5 |
2,853 |
19,828 |
+756 |
| Nov09 |
090313 |
406.6 |
409.3 |
404.5 |
405.0 |
-4.7 |
1,233 |
18,146 |
-41 |
| Jan10 |
090313 |
409.0 |
409.0 |
409.0 |
409.0 |
-4.7 |
19 |
525 |
+19 |
| Total Volume and Open Interest |
9,387 |
94,054 |
+1,197 |
| Corn(CBOT) |
| May09 |
090313 |
383.25 |
389.75 |
383.00 |
388.50 |
+3.25 |
97,764 |
284,630 |
-397 |
| Jul09 |
090313 |
393.00 |
399.75 |
392.75 |
398.25 |
+2.75 |
18,004 |
184,856 |
+292 |
| Sep09 |
090313 |
400.75 |
408.00 |
400.75 |
406.50 |
+2.50 |
6,186 |
46,601 |
+703 |
| Dec09 |
090313 |
414.00 |
420.00 |
412.50 |
418.00 |
+2.25 |
24,164 |
171,893 |
-844 |
| Mar10 |
090313 |
426.00 |
431.00 |
423.50 |
429.25 |
+1.25 |
1,375 |
16,869 |
-99 |
| May10 |
090313 |
431.25 |
436.00 |
431.00 |
435.50 |
-0.25 |
95 |
2,287 |
+15 |
| Total Volume and Open Interest |
154,150 |
749,847 |
-1,304 |
| Wheat(CBOT) |
| May09 |
090313 |
524.25 |
527.75 |
515.50 |
518.25 |
-6.75 |
31,255 |
122,103 |
+2,130 |
| Jul09 |
090313 |
536.75 |
540.00 |
528.00 |
530.75 |
-6.50 |
10,948 |
88,032 |
+740 |
| Sep09 |
090313 |
562.00 |
564.25 |
553.25 |
555.75 |
-6.50 |
3,449 |
24,900 |
+372 |
| Dec09 |
090313 |
583.00 |
586.00 |
574.50 |
577.25 |
-6.25 |
5,711 |
39,596 |
-326 |
| Mar10 |
090313 |
598.25 |
598.25 |
590.00 |
593.75 |
-5.75 |
338 |
1,510 |
+38 |
| Total Volume and Open Interest |
52,352 |
286,073 |
+3,040 |
| Wheat(KCBT) |
| May09 |
090313 |
573.00 |
578.00 |
565.25 |
570.00 |
-6.00 |
6,832 |
27,850 |
+172 |
| Jul09 |
090313 |
581.50 |
586.50 |
573.75 |
579.25 |
-5.25 |
3,964 |
25,391 |
+137 |
| Sep09 |
090313 |
595.75 |
596.00 |
583.75 |
589.00 |
-5.75 |
520 |
5,786 |
+184 |
| Dec09 |
090313 |
607.00 |
610.25 |
598.50 |
603.25 |
-6.25 |
2,199 |
15,566 |
-39 |
| Mar10 |
090313 |
614.25 |
615.50 |
611.50 |
615.50 |
-5.75 |
46 |
458 |
+35 |
| Total Volume and Open Interest |
13,618 |
76,833 |
+498 |
| Wheat(MGE) |
| Mar09 |
090313 |
630.00 |
630.00 |
630.00 |
630.00 |
-4.50 |
8 |
14 |
-8 |
| May09 |
090313 |
616.00 |
620.50 |
607.50 |
609.25 |
-8.50 |
2,404 |
10,518 |
-245 |
| Jul09 |
090313 |
606.00 |
612.50 |
599.25 |
600.75 |
-8.25 |
871 |
6,930 |
+13 |
| Sep09 |
090313 |
612.00 |
615.00 |
603.50 |
605.00 |
-7.25 |
305 |
4,187 |
-3 |
| Dec09 |
090313 |
622.00 |
627.25 |
615.00 |
617.50 |
-6.25 |
228 |
3,174 |
+0 |
| Total Volume and Open Interest |
3,890 |
25,341 |
-250 |
| Oats(CBOT) |
| May09 |
090313 |
186.00 |
188.00 |
181.50 |
186.00 |
-1.00 |
333 |
7,340 |
-75 |
| Jul09 |
090313 |
196.00 |
196.00 |
193.00 |
195.00 |
-1.00 |
78 |
3,567 |
+7 |
| Sep09 |
090313 |
202.75 |
205.00 |
202.75 |
204.00 |
-1.00 |
0 |
20 |
+0 |
| Dec09 |
090313 |
220.00 |
220.00 |
214.00 |
219.00 |
-1.00 |
67 |
3,684 |
+29 |
| Total Volume and Open Interest |
480 |
14,615 |
-39 |
| Rough Rice(CBOT) |
| Mar09 |
090313 |
11.75 |
11.88 |
11.50 |
11.50 |
-0.38 |
10 |
24 |
-24 |
| May09 |
090313 |
12.02 |
12.02 |
11.60 |
11.62 |
-0.44 |
366 |
4,034 |
-94 |
| Jul09 |
090313 |
12.15 |
12.15 |
11.82 |
11.83 |
-0.41 |
65 |
379 |
-5 |
| Sep09 |
090313 |
11.53 |
11.58 |
11.42 |
11.56 |
-0.09 |
67 |
980 |
-20 |
| Total Volume and Open Interest |
550 |
6,608 |
-120 |
| Live Cattle(CME) |
| Apr09 |
090313 |
84.285 |
84.885 |
83.950 |
84.650 |
+0.750 |
19,837 |
75,131 |
-3,556 |
| Jun09 |
090313 |
82.035 |
82.600 |
81.750 |
82.100 |
+0.270 |
15,756 |
69,617 |
+4,241 |
| Aug09 |
090313 |
83.000 |
83.400 |
82.750 |
82.900 |
+0.050 |
3,569 |
37,155 |
+156 |
| Oct09 |
090313 |
86.800 |
87.000 |
86.535 |
86.550 |
-0.150 |
2,152 |
17,069 |
-138 |
| Dec09 |
090313 |
88.950 |
89.000 |
88.600 |
88.885 |
+0.055 |
568 |
8,627 |
+68 |
| Feb10 |
090313 |
89.730 |
90.000 |
89.700 |
89.980 |
+0.380 |
178 |
2,540 |
-87 |
| Total Volume and Open Interest |
42,081 |
210,403 |
+703 |
| Feeder Cattle(CME) |
| Mar09 |
090313 |
91.450 |
92.180 |
91.200 |
91.950 |
+1.050 |
522 |
3,150 |
-117 |
| Apr09 |
090313 |
91.580 |
93.035 |
91.500 |
92.050 |
+0.850 |
2,551 |
8,090 |
+71 |
| May09 |
090313 |
93.600 |
94.800 |
93.350 |
94.035 |
+0.835 |
1,968 |
7,820 |
+512 |
| Aug09 |
090313 |
96.730 |
97.900 |
96.500 |
97.350 |
+0.850 |
453 |
4,038 |
+10 |
| Sep09 |
090313 |
97.535 |
98.350 |
97.450 |
98.330 |
+0.730 |
38 |
740 |
+4 |
| Oct09 |
090313 |
97.800 |
98.800 |
97.600 |
98.800 |
+1.000 |
36 |
336 |
-9 |
| Nov09 |
090313 |
98.000 |
98.800 |
97.900 |
98.800 |
+1.300 |
9 |
73 |
+3 |
| Total Volume and Open Interest |
5,577 |
24,257 |
+474 |
| Lean Hogs(CME) |
| Apr09 |
090313 |
62.400 |
63.750 |
62.330 |
63.200 |
+0.965 |
16,500 |
43,341 |
-2,542 |
| May09 |
090313 |
73.000 |
73.700 |
73.000 |
73.650 |
+1.015 |
146 |
3,290 |
+70 |
| Jun09 |
090313 |
74.135 |
75.385 |
73.975 |
74.225 |
+0.475 |
15,535 |
37,951 |
+3,058 |
| Jul09 |
090313 |
75.100 |
76.100 |
75.000 |
75.285 |
+0.385 |
2,363 |
16,053 |
+938 |
| Aug09 |
090313 |
75.475 |
76.400 |
75.350 |
75.550 |
+0.075 |
3,848 |
16,132 |
+1,755 |
| Oct09 |
090313 |
68.900 |
69.550 |
68.700 |
68.785 |
-0.165 |
939 |
5,924 |
+183 |
| Dec09 |
090313 |
67.150 |
67.800 |
67.150 |
67.725 |
+0.475 |
199 |
2,752 |
+99 |
| Feb10 |
090313 |
69.900 |
70.500 |
69.900 |
70.400 |
+0.500 |
366 |
616 |
+93 |
| Total Volume and Open Interest |
39,937 |
126,388 |
+3,678 |
| Pork Bellies(CME) |
| Mar09 |
090313 |
85.400 |
85.400 |
85.400 |
85.400 |
+0.500 |
0 |
5 |
+0 |
| May09 |
090313 |
84.400 |
85.500 |
84.000 |
85.500 |
+1.450 |
34 |
841 |
-2 |
| Jul09 |
090313 |
81.785 |
82.000 |
80.800 |
81.000 |
+0.850 |
7 |
272 |
+5 |
| Aug09 |
090313 |
80.300 |
80.300 |
79.500 |
80.300 |
+1.300 |
0 |
64 |
+0 |
| Feb10 |
090313 |
88.750 |
88.750 |
88.750 |
88.750 |
+0.250 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
41 |
1,192 |
+3 |
| Class III Milk(CME) |
| Mar09 |
090313 |
10.38 |
10.38 |
10.27 |
10.31 |
+0.04 |
56 |
4,820 |
-5 |
| Apr09 |
090313 |
10.79 |
11.25 |
10.79 |
10.87 |
+0.17 |
126 |
4,517 |
-26 |
| May09 |
090313 |
11.15 |
11.56 |
11.05 |
11.07 |
+0.03 |
82 |
4,305 |
+32 |
| Jun09 |
090313 |
11.90 |
12.15 |
11.79 |
11.86 |
+0.07 |
81 |
3,826 |
+19 |
| Jul09 |
090313 |
13.00 |
13.30 |
12.96 |
12.99 |
+0.07 |
31 |
2,796 |
+6 |
| Total Volume and Open Interest |
428 |
33,514 |
+37 |
| Cocoa(ICE) |
| Mar09 |
090313 |
2378 |
2378 |
2378 |
2378 |
+41 |
|
|
|
| May09 |
090313 |
2384 |
2445 |
2374 |
2381 |
+41 |
6,001 |
56,062 |
+576 |
| Jul09 |
090313 |
2390 |
2444 |
2374 |
2383 |
+42 |
664 |
25,567 |
-163 |
| Sep09 |
090313 |
2395 |
2434 |
2374 |
2381 |
+42 |
457 |
13,180 |
+192 |
| Dec09 |
090313 |
2410 |
2430 |
2368 |
2371 |
+39 |
137 |
12,645 |
-27 |
| Mar10 |
090313 |
2394 |
2394 |
2360 |
2363 |
+38 |
2 |
8,077 |
+1 |
| May10 |
090313 |
2366 |
2366 |
2366 |
2366 |
+41 |
0 |
2,230 |
+0 |
| Total Volume and Open Interest |
7,261 |
118,782 |
+579 |
| Coffee "C"(ICE) |
| Mar09 |
090313 |
108.40 |
108.40 |
108.30 |
108.30 |
-0.15 |
5 |
48 |
-3 |
| May09 |
090313 |
110.55 |
112.40 |
109.60 |
110.15 |
-0.40 |
6,369 |
73,332 |
+580 |
| Jul09 |
090313 |
112.70 |
114.35 |
111.80 |
112.25 |
-0.45 |
1,656 |
26,400 |
+659 |
| Sep09 |
090313 |
115.00 |
116.35 |
114.00 |
114.50 |
-0.50 |
377 |
13,583 |
+50 |
| Dec09 |
090313 |
117.95 |
119.20 |
117.00 |
117.40 |
-0.55 |
108 |
10,357 |
+8 |
| Mar10 |
090313 |
120.70 |
121.90 |
119.95 |
120.20 |
-0.50 |
68 |
6,967 |
+26 |
| Total Volume and Open Interest |
8,678 |
132,622 |
+1,341 |
| Orange Juice(ICE) |
| May09 |
090313 |
73.70 |
74.85 |
73.60 |
74.55 |
+1.05 |
545 |
18,675 |
+60 |
| Jul09 |
090313 |
75.25 |
76.25 |
75.25 |
76.25 |
+1.20 |
208 |
4,273 |
+125 |
| Sep09 |
090313 |
78.00 |
79.00 |
78.00 |
78.95 |
+1.50 |
9 |
2,753 |
+4 |
| Nov09 |
090313 |
80.50 |
81.15 |
80.50 |
81.15 |
+1.15 |
1 |
467 |
+0 |
| Jan10 |
090313 |
83.20 |
83.75 |
83.20 |
83.45 |
+0.45 |
0 |
119 |
+0 |
| Mar10 |
090313 |
86.20 |
86.20 |
86.20 |
86.20 |
+0.45 |
|
|
|
| Total Volume and Open Interest |
763 |
26,516 |
-50 |
| Sugar #11(ICE) |
| May09 |
090313 |
13.10 |
13.20 |
12.81 |
12.88 |
-0.21 |
29,850 |
229,889 |
-425 |
| Jul09 |
090313 |
13.39 |
13.50 |
13.19 |
13.26 |
-0.15 |
10,468 |
137,429 |
+28 |
| Oct09 |
090313 |
13.85 |
13.94 |
13.66 |
13.74 |
-0.12 |
4,756 |
92,791 |
+837 |
| Mar10 |
090313 |
14.64 |
14.66 |
14.42 |
14.49 |
-0.13 |
3,377 |
60,488 |
+1,118 |
| May10 |
090313 |
14.37 |
14.39 |
14.17 |
14.21 |
-0.11 |
995 |
20,124 |
+454 |
| Total Volume and Open Interest |
50,657 |
611,203 |
+2,504 |
| Sugar #14(ICE) |
| May09 |
090313 |
18.75 |
19.00 |
18.75 |
18.98 |
+0.19 |
80 |
2,582 |
+55 |
| Jul09 |
090313 |
19.65 |
19.90 |
19.65 |
19.88 |
+0.18 |
138 |
2,363 |
+0 |
| Sep09 |
090313 |
20.50 |
20.60 |
20.50 |
20.57 |
+0.22 |
125 |
1,662 |
+115 |
| Total Volume and Open Interest |
343 |
6,607 |
+170 |
| London Cocoa(LCE) |
| Mar09 |
090311 |
1813 |
1872 |
1806 |
1866 |
+69 |
3,421 |
21,720 |
-2,726 |
| May09 |
090313 |
1879 |
1895 |
1858 |
1861 |
-17 |
8,614 |
74,610 |
+480 |
| Jul09 |
090313 |
1829 |
1845 |
1812 |
1821 |
-9 |
1,698 |
47,022 |
+399 |
| Sep09 |
090313 |
1798 |
1815 |
1786 |
1796 |
-7 |
505 |
17,772 |
-54 |
| Dec09 |
090313 |
1759 |
1785 |
1759 |
1768 |
-8 |
947 |
19,491 |
+872 |
| Mar10 |
090313 |
1734 |
1749 |
1730 |
1741 |
-1 |
491 |
9,363 |
+364 |
| May10 |
090313 |
1736 |
1749 |
1736 |
1739 |
+2 |
3 |
328 |
+3 |
| Total Volume and Open Interest |
17,459 |
180,912 |
-2,456 |
| London Coffee(LCE) |
| London Sugar(LCE) |
| May09 |
090313 |
404.40 |
405.00 |
394.30 |
395.20 |
-7.80 |
4,090 |
29,077 |
+765 |
| Aug09 |
090313 |
400.00 |
400.50 |
391.30 |
392.20 |
-7.80 |
1,819 |
20,519 |
+484 |
| Oct09 |
090313 |
397.40 |
397.40 |
388.20 |
389.00 |
-6.70 |
1,340 |
9,900 |
+336 |
| Dec09 |
090313 |
394.00 |
394.00 |
387.60 |
388.00 |
-6.10 |
852 |
2,795 |
+365 |
| Mar10 |
090313 |
398.00 |
398.00 |
392.60 |
392.60 |
-5.00 |
507 |
1,669 |
+243 |
| Total Volume and Open Interest |
8,658 |
65,202 |
+2,223 |
| Cotton(ICE) |
| May09 |
090313 |
42.85 |
43.44 |
42.15 |
42.83 |
unch |
6,174 |
61,381 |
-46 |
| Jul09 |
090313 |
44.15 |
44.48 |
43.35 |
43.86 |
-0.10 |
2,040 |
31,912 |
+654 |
| Oct09 |
090313 |
46.65 |
46.65 |
46.03 |
46.13 |
-0.28 |
10 |
493 |
+0 |
| Dec09 |
090313 |
48.30 |
48.50 |
47.28 |
47.83 |
-0.12 |
1,155 |
22,763 |
+69 |
| Mar10 |
090313 |
50.69 |
50.69 |
50.69 |
50.69 |
-0.24 |
127 |
3,056 |
+46 |
| May10 |
090313 |
51.68 |
51.68 |
51.68 |
51.68 |
-0.26 |
0 |
141 |
+0 |
| Total Volume and Open Interest |
9,582 |
122,204 |
+717 |
| Lumber(CME) |
| Mar09 |
090313 |
144.5 |
145.5 |
138.0 |
140.0 |
-4.0 |
149 |
280 |
-109 |
| May09 |
090313 |
160.5 |
163.8 |
158.3 |
159.1 |
-0.9 |
323 |
4,408 |
-34 |
| Jul09 |
090313 |
170.0 |
173.5 |
169.1 |
169.3 |
-0.6 |
99 |
1,378 |
+10 |
| Sep09 |
090313 |
180.0 |
184.0 |
179.1 |
182.0 |
-0.2 |
68 |
393 |
+7 |
| Total Volume and Open Interest |
639 |
6,537 |
-127 |
| Crude Oil(NYM) |
| Apr09 |
090313 |
47.21 |
48.14 |
45.60 |
46.25 |
-0.78 |
339,876 |
150,415 |
-15,068 |
| May09 |
090313 |
48.00 |
48.90 |
46.56 |
47.03 |
-0.94 |
204,145 |
301,280 |
+32,338 |
| Jun09 |
090313 |
48.50 |
49.88 |
47.67 |
48.11 |
-0.90 |
75,233 |
154,748 |
+474 |
| Jul09 |
090313 |
49.44 |
50.78 |
48.64 |
49.05 |
-0.94 |
24,907 |
75,345 |
+1,288 |
| Aug09 |
090313 |
50.71 |
51.44 |
49.60 |
49.87 |
-0.93 |
11,788 |
29,188 |
-349 |
| Sep09 |
090313 |
51.07 |
51.90 |
50.35 |
50.63 |
-0.88 |
8,387 |
35,770 |
+702 |
| Oct09 |
090313 |
51.95 |
52.34 |
50.97 |
51.21 |
-0.80 |
6,944 |
26,979 |
+411 |
| Nov09 |
090313 |
52.76 |
52.76 |
51.56 |
51.76 |
-0.73 |
5,574 |
18,993 |
+472 |
| Dec09 |
090313 |
52.56 |
53.74 |
51.99 |
52.30 |
-0.67 |
29,644 |
84,852 |
+823 |
| Jan10 |
090313 |
53.66 |
53.66 |
52.42 |
52.82 |
-0.60 |
4,737 |
22,437 |
+454 |
| Feb10 |
090313 |
53.97 |
54.12 |
52.87 |
53.33 |
-0.54 |
1,938 |
10,525 |
+130 |
| Mar10 |
090313 |
54.40 |
54.57 |
53.57 |
53.85 |
-0.48 |
2,650 |
12,712 |
-117 |
| Apr10 |
090313 |
55.13 |
55.13 |
54.37 |
54.37 |
-0.43 |
943 |
5,711 |
+59 |
| May10 |
090313 |
54.88 |
54.88 |
54.88 |
54.88 |
-0.39 |
663 |
3,862 |
+46 |
| Jun10 |
090313 |
55.67 |
56.00 |
55.10 |
55.38 |
-0.38 |
2,923 |
24,512 |
-8 |
| Jul10 |
090313 |
55.83 |
55.83 |
55.83 |
55.83 |
-0.41 |
323 |
6,824 |
-87 |
| Total Volume and Open Interest |
737,180 |
1,233,951 |
+23,698 |
| e-miNY Crude Oil(NYM) |
| Mar09 |
090219 |
34.750 |
39.800 |
34.425 |
39.475 |
+4.850 |
2,309 |
7,304 |
-290 |
| Apr09 |
090309 |
45.775 |
48.800 |
45.000 |
47.075 |
+1.550 |
11,509 |
5,290 |
+0 |
| May09 |
090313 |
48.025 |
48.850 |
46.600 |
47.025 |
-0.950 |
1,532 |
1,796 |
+129 |
| Jun09 |
090313 |
48.600 |
49.750 |
47.800 |
48.100 |
-0.900 |
114 |
352 |
+16 |
| Jul09 |
090313 |
49.350 |
50.000 |
49.000 |
49.050 |
-0.950 |
23 |
36 |
+0 |
| Aug09 |
090313 |
49.875 |
49.875 |
49.875 |
49.875 |
-0.925 |
2 |
16 |
+1 |
| Sep09 |
090313 |
51.150 |
51.150 |
50.625 |
50.625 |
-0.875 |
0 |
16 |
+0 |
| Oct09 |
090313 |
51.200 |
51.200 |
51.200 |
51.200 |
-0.800 |
0 |
2 |
+0 |
| Nov09 |
090313 |
51.750 |
51.750 |
51.750 |
51.750 |
-0.750 |
0 |
2 |
+0 |
| Dec09 |
090313 |
53.000 |
53.000 |
52.300 |
52.300 |
-0.675 |
0 |
25 |
+0 |
| Total Volume and Open Interest |
14,823 |
7,921 |
+1 |
| Heating Oil(NYM) |
| Apr09 |
090313 |
121.47 |
125.18 |
119.00 |
119.72 |
-2.92 |
37,379 |
42,584 |
-1,709 |
| May09 |
090313 |
122.60 |
126.19 |
120.10 |
120.76 |
-3.00 |
19,196 |
46,886 |
+3,561 |
| Jun09 |
090313 |
124.83 |
128.02 |
122.40 |
123.01 |
-2.90 |
11,843 |
39,183 |
+765 |
| Jul09 |
090313 |
127.40 |
131.10 |
125.99 |
126.26 |
-2.90 |
3,904 |
20,174 |
+440 |
| Aug09 |
090313 |
132.00 |
134.00 |
129.00 |
129.36 |
-2.90 |
1,851 |
10,837 |
-9 |
| Sep09 |
090313 |
136.11 |
136.25 |
132.14 |
132.46 |
-2.90 |
2,995 |
12,167 |
+207 |
| Oct09 |
090313 |
138.87 |
139.24 |
134.90 |
135.16 |
-2.95 |
1,490 |
7,463 |
+72 |
| Nov09 |
090313 |
140.50 |
141.88 |
137.91 |
137.91 |
-2.95 |
1,913 |
9,349 |
+741 |
| Dec09 |
090313 |
144.40 |
144.95 |
140.45 |
140.66 |
-2.95 |
6,689 |
20,423 |
-89 |
| Jan10 |
090313 |
145.96 |
147.21 |
143.16 |
143.16 |
-2.90 |
2,675 |
8,344 |
+789 |
| Feb10 |
090313 |
147.46 |
147.84 |
144.71 |
144.71 |
-2.85 |
926 |
5,614 |
-13 |
| Mar10 |
090313 |
148.00 |
148.00 |
145.01 |
145.01 |
-2.75 |
1,646 |
3,723 |
+277 |
| Total Volume and Open Interest |
94,917 |
261,990 |
+5,444 |
| Gasoline(NYMEX) |
| Apr09 |
090313 |
134.56 |
139.30 |
132.60 |
135.29 |
+0.72 |
43,798 |
45,449 |
-1,400 |
| May09 |
090313 |
135.10 |
140.03 |
133.82 |
136.17 |
+0.29 |
29,194 |
55,881 |
+3,601 |
| Jun09 |
090313 |
136.12 |
139.60 |
134.35 |
136.03 |
-0.09 |
15,328 |
27,566 |
+953 |
| Jul09 |
090313 |
135.60 |
138.37 |
134.37 |
135.77 |
-0.33 |
7,132 |
15,579 |
+378 |
| Aug09 |
090313 |
135.38 |
138.95 |
133.98 |
135.33 |
-0.65 |
4,924 |
12,535 |
+429 |
| Sep09 |
090313 |
134.90 |
136.95 |
133.84 |
134.70 |
-0.75 |
4,418 |
13,024 |
+410 |
| Oct09 |
090313 |
126.15 |
128.97 |
124.19 |
125.15 |
-0.88 |
1,845 |
9,269 |
+287 |
| Nov09 |
090313 |
126.70 |
127.89 |
125.35 |
125.35 |
-0.88 |
725 |
1,893 |
-115 |
| Dec09 |
090313 |
127.70 |
129.25 |
125.52 |
126.65 |
-0.88 |
662 |
8,452 |
+125 |
| Jan10 |
090313 |
129.75 |
132.00 |
128.85 |
128.85 |
-0.88 |
11 |
1,241 |
+8 |
| Total Volume and Open Interest |
108,294 |
199,809 |
+4,665 |
| e-miNY RBOB Gasoline(NYM) |
| Apr09 |
090311 |
125.12 |
125.12 |
125.12 |
125.12 |
-4.60 |
0 |
1 |
+0 |
| May09 |
090313 |
136.17 |
136.17 |
136.17 |
136.17 |
+0.29 |
0 |
1 |
+0 |
| Jun09 |
090313 |
136.31 |
136.31 |
136.31 |
136.31 |
+0.19 |
|
|
|
| Jul09 |
090313 |
136.05 |
136.05 |
136.05 |
136.05 |
-0.05 |
|
|
|
| Total Volume and Open Interest |
0 |
5 |
+0 |
| Natural Gas(NYM) |
| Apr09 |
090313 |
4.014 |
4.030 |
3.901 |
3.932 |
-0.063 |
53,742 |
101,997 |
-4,770 |
| May09 |
090313 |
4.062 |
4.088 |
3.964 |
4.006 |
-0.049 |
19,735 |
78,516 |
-2,269 |
| Jun09 |
090313 |
4.193 |
4.211 |
4.086 |
4.126 |
-0.055 |
12,085 |
49,576 |
+877 |
| Jul09 |
090313 |
4.319 |
4.342 |
4.220 |
4.258 |
-0.061 |
12,083 |
39,458 |
+235 |
| Aug09 |
090313 |
4.399 |
4.430 |
4.317 |
4.350 |
-0.065 |
3,753 |
28,340 |
-450 |
| Sep09 |
090313 |
4.452 |
4.480 |
4.365 |
4.400 |
-0.064 |
3,974 |
24,326 |
+80 |
| Oct09 |
090313 |
4.560 |
4.593 |
4.477 |
4.511 |
-0.057 |
7,070 |
38,756 |
-2,298 |
| Nov09 |
090313 |
5.055 |
5.062 |
4.971 |
4.991 |
-0.062 |
981 |
19,246 |
+6 |
| Dec09 |
090313 |
5.580 |
5.594 |
5.490 |
5.521 |
-0.057 |
2,261 |
32,330 |
+219 |
| Jan10 |
090313 |
5.836 |
5.920 |
5.770 |
5.801 |
-0.052 |
3,276 |
27,180 |
+492 |
| Feb10 |
090313 |
5.834 |
5.883 |
5.785 |
5.806 |
-0.050 |
398 |
10,886 |
+79 |
| Mar10 |
090313 |
5.676 |
5.751 |
5.662 |
5.681 |
-0.055 |
3,905 |
22,640 |
-1,164 |
| Apr10 |
090313 |
5.388 |
5.516 |
5.386 |
5.386 |
-0.043 |
2,860 |
22,477 |
+906 |
| May10 |
090313 |
5.400 |
5.450 |
5.400 |
5.411 |
-0.041 |
155 |
10,873 |
+69 |
| Jun10 |
090313 |
5.540 |
5.560 |
5.501 |
5.501 |
-0.041 |
244 |
7,297 |
+90 |
| Jul10 |
090313 |
5.630 |
5.676 |
5.616 |
5.616 |
-0.041 |
227 |
5,515 |
+14 |
| Total Volume and Open Interest |
127,940 |
662,680 |
-7,711 |
| Brent Crude Oil(ICE) |
| Apr09 |
090313 |
44.80 |
46.36 |
44.13 |
44.93 |
-0.16 |
84,332 |
75,698 |
-5,323 |
| May09 |
090313 |
45.94 |
47.41 |
45.13 |
45.88 |
-0.32 |
104,161 |
159,828 |
-2,969 |
| Jun09 |
090313 |
47.10 |
48.60 |
46.36 |
47.07 |
-0.39 |
57,925 |
121,492 |
+8,736 |
| Jul09 |
090313 |
48.19 |
49.35 |
47.45 |
48.07 |
-0.43 |
16,606 |
47,460 |
+2,256 |
| Aug09 |
090313 |
48.97 |
50.05 |
48.25 |
48.80 |
-0.48 |
8,380 |
21,035 |
+1,394 |
| Sep09 |
090313 |
49.60 |
50.63 |
48.92 |
49.43 |
-0.49 |
6,499 |
18,896 |
-290 |
| Oct09 |
090313 |
49.80 |
51.18 |
49.58 |
50.03 |
-0.48 |
3,964 |
13,182 |
-47 |
| Nov09 |
090313 |
50.37 |
51.66 |
50.19 |
50.60 |
-0.45 |
3,184 |
13,035 |
+170 |
| Dec09 |
090313 |
51.05 |
52.40 |
50.70 |
51.17 |
-0.40 |
16,494 |
73,349 |
+38 |
| Jan10 |
090313 |
52.29 |
52.51 |
51.74 |
51.74 |
-0.35 |
1,662 |
12,865 |
-337 |
| Feb10 |
090313 |
52.29 |
52.29 |
52.29 |
52.29 |
-0.32 |
882 |
7,458 |
+82 |
| Mar10 |
090313 |
52.84 |
52.84 |
52.84 |
52.84 |
-0.30 |
471 |
5,456 |
-65 |
| Apr10 |
090313 |
53.39 |
53.39 |
53.39 |
53.39 |
-0.27 |
205 |
3,017 |
+48 |
| May10 |
090313 |
53.89 |
53.89 |
53.89 |
53.89 |
-0.26 |
216 |
2,687 |
+69 |
| Total Volume and Open Interest |
313,304 |
693,733 |
+6,443 |
| Gas Oil(ICE) |
| Apr09 |
090313 |
385.50 |
397.75 |
379.50 |
390.00 |
+21.75 |
72,719 |
66,136 |
+62 |
| May09 |
090313 |
395.00 |
405.75 |
388.75 |
398.50 |
+21.25 |
32,630 |
65,495 |
+7,409 |
| Jun09 |
090313 |
405.00 |
415.75 |
398.75 |
408.50 |
+21.00 |
14,014 |
51,141 |
+2,378 |
| Jul09 |
090313 |
409.75 |
422.75 |
409.75 |
418.50 |
+20.75 |
4,745 |
22,006 |
-80 |
| Aug09 |
090313 |
423.50 |
435.00 |
421.50 |
428.25 |
+20.50 |
3,321 |
23,622 |
+1,616 |
| Sep09 |
090313 |
434.25 |
442.00 |
429.50 |
438.00 |
+19.75 |
3,384 |
23,582 |
+450 |
| Oct09 |
090313 |
442.00 |
450.25 |
438.00 |
446.25 |
+19.00 |
2,107 |
18,422 |
+868 |
| Nov09 |
090313 |
448.75 |
457.00 |
445.00 |
453.00 |
+18.75 |
764 |
12,188 |
+136 |
| Dec09 |
090313 |
455.00 |
465.25 |
451.50 |
459.25 |
+18.25 |
4,827 |
56,356 |
+2,181 |
| Jan10 |
090313 |
467.75 |
471.25 |
466.50 |
467.50 |
+18.00 |
1,428 |
19,716 |
+446 |
| Total Volume and Open Interest |
170,185 |
445,325 |
+7,499 |
| Ethanol(CBOT) |
| Mar09 |
090304 |
1.500 |
1.549 |
1.500 |
1.549 |
+0.057 |
19 |
25 |
-33 |
| Apr09 |
090313 |
1.575 |
1.575 |
1.570 |
1.571 |
+0.021 |
47 |
405 |
-42 |
| May09 |
090313 |
1.590 |
1.590 |
1.580 |
1.580 |
+0.010 |
52 |
373 |
+24 |
| Jun09 |
090313 |
1.590 |
1.603 |
1.590 |
1.603 |
+0.023 |
83 |
326 |
+56 |
| Jul09 |
090313 |
1.625 |
1.625 |
1.600 |
1.625 |
+0.010 |
61 |
285 |
+56 |
| Aug09 |
090313 |
1.630 |
1.630 |
1.630 |
1.630 |
+0.010 |
4 |
200 |
+3 |
| Sep09 |
090313 |
1.650 |
1.650 |
1.640 |
1.646 |
+0.020 |
8 |
272 |
+3 |
| Oct09 |
090313 |
1.650 |
1.650 |
1.640 |
1.650 |
+0.007 |
7 |
243 |
+1 |
| Total Volume and Open Interest |
299 |
3,610 |
+112 |
| US Dollar Index(ICE) |
| Mar09 |
090313 |
87.380 |
87.625 |
87.195 |
87.455 |
-0.210 |
9,623 |
8,984 |
-2,173 |
| Jun09 |
090313 |
87.900 |
88.150 |
87.670 |
87.935 |
-0.230 |
7,829 |
18,705 |
+2,592 |
| Sep09 |
090313 |
88.100 |
88.270 |
88.100 |
88.270 |
-0.230 |
4 |
2,024 |
-1 |
| Total Volume and Open Interest |
17,456 |
29,713 |
+418 |
| Australian Dollar(CME) |
| Mar09 |
090313 |
65.53 |
66.04 |
65.13 |
65.73 |
+0.46 |
39,410 |
31,827 |
-4,607 |
| Jun09 |
090313 |
65.27 |
65.72 |
64.80 |
65.40 |
+0.45 |
23,806 |
37,442 |
+5,187 |
| Sep09 |
090313 |
65.19 |
65.19 |
64.74 |
65.19 |
+0.45 |
0 |
154 |
+0 |
| Total Volume and Open Interest |
63,216 |
69,458 |
+580 |
| British Pound(CME) |
| Mar09 |
090313 |
139.16 |
140.69 |
138.65 |
139.69 |
+0.58 |
73,122 |
64,338 |
+461 |
| Jun09 |
090313 |
139.45 |
140.77 |
138.70 |
139.75 |
+0.59 |
29,715 |
56,789 |
+7,493 |
| Sep09 |
090313 |
139.90 |
140.53 |
139.09 |
139.90 |
+0.59 |
1 |
117 |
+1 |
| Total Volume and Open Interest |
102,838 |
121,277 |
+7,955 |
| Canadian Dollar(CME) |
| Mar09 |
090313 |
78.25 |
79.19 |
77.89 |
78.45 |
+0.24 |
35,643 |
52,267 |
-4,842 |
| Jun09 |
090313 |
78.30 |
79.30 |
77.97 |
78.54 |
+0.24 |
18,741 |
33,577 |
+5,975 |
| Sep09 |
090313 |
79.10 |
79.40 |
78.25 |
78.70 |
+0.21 |
102 |
1,706 |
+70 |
| Dec09 |
090313 |
79.00 |
79.58 |
78.40 |
78.88 |
+0.19 |
27 |
992 |
+22 |
| Total Volume and Open Interest |
54,552 |
88,988 |
+1,176 |
| Japanese Yen(CME) |
| Mar09 |
090313 |
102.54 |
102.96 |
101.35 |
102.00 |
unch |
79,748 |
74,851 |
-11,550 |
| Jun09 |
090313 |
102.72 |
103.14 |
101.53 |
102.20 |
unch |
44,924 |
40,531 |
+13,389 |
| Sep09 |
090313 |
102.49 |
103.17 |
102.14 |
102.49 |
-0.02 |
1 |
439 |
-1 |
| Total Volume and Open Interest |
124,673 |
115,849 |
+1,838 |
| Swiss Franc(CME) |
| Mar09 |
090313 |
84.20 |
84.48 |
83.80 |
84.15 |
-0.03 |
32,123 |
23,246 |
-4,100 |
| Jun09 |
090313 |
84.50 |
84.68 |
83.97 |
84.33 |
-0.04 |
15,304 |
16,416 |
+4,102 |
| Sep09 |
090313 |
84.41 |
84.65 |
84.41 |
84.61 |
-0.04 |
0 |
18 |
+0 |
| Total Volume and Open Interest |
47,427 |
39,684 |
+2 |
| EuroFX(CME) |
| Mar09 |
090313 |
129.05 |
129.58 |
128.61 |
128.99 |
+0.37 |
169,049 |
105,972 |
-15,055 |
| Jun09 |
090313 |
129.06 |
129.61 |
128.60 |
129.01 |
+0.37 |
88,840 |
71,138 |
+12,935 |
| Sep09 |
090313 |
129.21 |
129.41 |
128.77 |
129.14 |
+0.37 |
30 |
1,002 |
+7 |
| Total Volume and Open Interest |
257,921 |
178,140 |
-2,113 |
| Mexican Peso(CME) |
| Mar09 |
090313 |
681.0 |
694.2 |
679.0 |
690.5 |
+15.8 |
10,750 |
15,141 |
-4,206 |
| Apr09 |
090313 |
688.0 |
688.0 |
672.2 |
688.0 |
+15.8 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
20,618 |
57,366 |
-3,042 |
| 30-Year T-Bonds(CBOT) |
| Mar09 |
090313 |
128~135 |
128~180 |
126~240 |
127~165 |
-0~080 |
7,773 |
14,170 |
-1,707 |
| Jun09 |
090313 |
126~260 |
127~095 |
125~140 |
126~075 |
-0~080 |
219,103 |
692,023 |
-2,122 |
| Sep09 |
090313 |
125~100 |
125~100 |
124~300 |
124~300 |
-0~075 |
10 |
163 |
+4 |
| Total Volume and Open Interest |
226,890 |
706,422 |
-3,823 |
| 10-Year T-Notes(CBOT) |
| Mar09 |
090313 |
123~095 |
123~220 |
122~135 |
123~100 |
+0~060 |
34,378 |
47,607 |
+450 |
| Jun09 |
090313 |
121~305 |
122~125 |
121~035 |
121~315 |
+0~050 |
755,301 |
947,990 |
+37,136 |
| Sep09 |
090313 |
120~315 |
120~315 |
120~265 |
120~315 |
+0~050 |
|
|
|
| Total Volume and Open Interest |
789,679 |
995,597 |
+37,586 |
| 5-Year T-Notes(CBOT) |
| Mar09 |
090313 |
117~126 |
118~031 |
117~069 |
118~018 |
+0~045 |
8,829 |
33,332 |
+1,890 |
| Jun09 |
090313 |
117~004 |
117~058 |
116~080 |
117~038 |
+0~047 |
336,117 |
907,906 |
+1,104 |
| Sep09 |
090313 |
54~118 |
54~118 |
54~071 |
54~118 |
+0~047 |
|
|
|
| Total Volume and Open Interest |
344,946 |
941,238 |
+2,994 |
| 2 Year T-Notes(CBOT) |
| Mar09 |
090313 |
108~099 |
108~112 |
108~092 |
108~110 |
+0~011 |
3,433 |
11,321 |
-1,350 |
| Jun09 |
090313 |
108~048 |
108~070 |
108~038 |
108~063 |
+0~016 |
89,032 |
441,821 |
+4,521 |
| Sep09 |
090313 |
108~063 |
108~063 |
108~047 |
108~063 |
+0~016 |
|
|
|
| Total Volume and Open Interest |
92,465 |
453,142 |
+3,171 |
| Eurodollars(CME) |
| Mar09 |
090313 |
98.675 |
98.690 |
98.673 |
98.683 |
+0.005 |
179,217 |
1,219,921 |
-9,128 |
| Jun09 |
090313 |
98.600 |
98.630 |
98.575 |
98.600 |
unch |
217,097 |
1,013,333 |
-6,724 |
| Sep09 |
090313 |
98.550 |
98.600 |
98.520 |
98.565 |
+0.015 |
209,790 |
922,173 |
+1,253 |
| Dec09 |
090313 |
98.410 |
98.455 |
98.355 |
98.415 |
+0.010 |
207,318 |
755,859 |
+173 |
| Mar10 |
090313 |
98.360 |
98.415 |
98.290 |
98.375 |
+0.020 |
201,078 |
682,951 |
-7,710 |
| Jun10 |
090313 |
98.215 |
98.270 |
98.135 |
98.230 |
+0.020 |
204,694 |
359,998 |
-17,690 |
| Sep10 |
090313 |
98.065 |
98.110 |
97.965 |
98.075 |
+0.025 |
164,194 |
356,441 |
+9,891 |
| Dec10 |
090313 |
97.855 |
97.895 |
97.755 |
97.860 |
+0.015 |
121,314 |
386,242 |
+6,004 |
| Mar11 |
090313 |
97.695 |
97.710 |
97.580 |
97.680 |
+0.005 |
77,894 |
249,193 |
+11,830 |
| Jun11 |
090313 |
97.440 |
97.485 |
97.360 |
97.450 |
-0.010 |
58,424 |
200,459 |
-3,771 |
| Sep11 |
090313 |
97.245 |
97.285 |
97.150 |
97.245 |
-0.010 |
42,066 |
129,001 |
+2,318 |
| Dec11 |
090313 |
97.045 |
97.090 |
96.940 |
97.040 |
-0.015 |
31,778 |
108,629 |
-1,746 |
| Mar12 |
090313 |
96.885 |
96.975 |
96.825 |
96.920 |
-0.020 |
11,764 |
80,072 |
-421 |
| Jun12 |
090313 |
96.765 |
96.860 |
96.710 |
96.800 |
-0.025 |
7,294 |
65,720 |
-11 |
| Sep12 |
090313 |
96.670 |
96.775 |
96.620 |
96.705 |
-0.030 |
7,867 |
63,369 |
-900 |
| Dec12 |
090313 |
96.605 |
96.670 |
96.520 |
96.595 |
-0.035 |
6,027 |
52,353 |
+178 |
| Mar13 |
090313 |
96.515 |
96.625 |
96.470 |
96.540 |
-0.035 |
5,824 |
37,051 |
+208 |
| Jun13 |
090313 |
96.490 |
96.550 |
96.395 |
96.460 |
-0.040 |
4,098 |
27,064 |
-751 |
| Total Volume and Open Interest |
1,788,205 |
6,905,239 |
-13,820 |
| 30 Day Federal Funds(CBOT) |
| Mar09 |
090313 |
99.785 |
99.808 |
99.783 |
99.798 |
+0.015 |
3,255 |
46,528 |
-465 |
| Apr09 |
090313 |
99.760 |
99.775 |
99.755 |
99.770 |
+0.015 |
8,611 |
47,477 |
+1,624 |
| May09 |
090313 |
99.735 |
99.760 |
99.735 |
99.750 |
+0.015 |
6,334 |
53,530 |
+1,171 |
| Jun09 |
090313 |
99.720 |
99.740 |
99.710 |
99.730 |
+0.015 |
6,195 |
30,362 |
-18 |
| Jul09 |
090313 |
99.680 |
99.700 |
99.680 |
99.695 |
+0.010 |
7,647 |
32,745 |
+1,612 |
| Aug09 |
090313 |
99.645 |
99.670 |
99.640 |
99.660 |
+0.010 |
5,831 |
28,618 |
+1,568 |
| Total Volume and Open Interest |
50,088 |
379,519 |
+7,750 |
| 30 Day Fed Funds(e-CBOT) |
| Mar09 |
090306 |
99.777 |
99.777 |
99.768 |
99.772 |
-0.003 |
1,864 |
45,781 |
+400 |
| Apr09 |
090306 |
99.760 |
99.760 |
99.745 |
99.755 |
-0.005 |
2,386 |
45,670 |
+1,000 |
| May09 |
090306 |
99.735 |
99.740 |
99.720 |
99.730 |
-0.005 |
5,548 |
52,497 |
-2,585 |
| Jun09 |
090306 |
99.715 |
99.720 |
99.695 |
99.710 |
-0.005 |
1,100 |
29,094 |
-95 |
| Jul09 |
090306 |
99.685 |
99.690 |
99.660 |
99.675 |
-0.005 |
2,124 |
26,928 |
-193 |
| Aug09 |
090306 |
99.655 |
99.665 |
99.630 |
99.645 |
-0.010 |
1,665 |
25,043 |
+612 |
| Total Volume and Open Interest |
22,142 |
354,023 |
+1,351 |
| 3-Mth Euro-Yen(CME) |
| Mar09 |
090313 |
99.31 |
99.31 |
99.31 |
99.31 |
-0.01 |
|
|
|
| Jun09 |
090313 |
99.39 |
99.39 |
99.39 |
99.39 |
unch |
|
|
|
| Sep09 |
090313 |
99.44 |
99.44 |
99.44 |
99.44 |
unch |
|
|
|
| Dec09 |
090313 |
99.45 |
99.45 |
99.44 |
99.44 |
-0.01 |
|
|
|
| Mar10 |
090313 |
99.43 |
99.43 |
99.43 |
99.43 |
unch |
|
|
|
| Jun10 |
090313 |
99.38 |
99.38 |
99.37 |
99.37 |
-0.01 |
|
|
|
| Sep10 |
090313 |
99.32 |
99.32 |
99.31 |
99.31 |
-0.01 |
|
|
|
| Dec10 |
090313 |
99.27 |
99.27 |
99.26 |
99.26 |
-0.01 |
|
|
|
| Mar11 |
090313 |
99.18 |
99.18 |
99.18 |
99.18 |
unch |
|
|
|
| Jun11 |
090313 |
99.12 |
99.12 |
99.12 |
99.12 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Jun09 |
090313 |
99.39 |
99.39 |
99.39 |
99.39 |
unch |
871 |
10,031 |
+535 |
| Sep09 |
090313 |
99.44 |
99.44 |
99.44 |
99.44 |
unch |
1 |
3,576 |
+0 |
| Dec09 |
090313 |
99.43 |
99.44 |
99.43 |
99.44 |
unch |
10 |
1,909 |
+0 |
| Mar10 |
090313 |
99.43 |
99.43 |
99.43 |
99.43 |
unch |
0 |
1,372 |
+0 |
| Jun10 |
090313 |
99.37 |
99.37 |
99.37 |
99.37 |
unch |
0 |
527 |
+0 |
| Sep10 |
090313 |
99.31 |
99.31 |
99.31 |
99.31 |
unch |
0 |
252 |
+0 |
| Dec10 |
090313 |
99.26 |
99.26 |
99.26 |
99.26 |
unch |
0 |
152 |
+0 |
| Mar11 |
090313 |
99.18 |
99.18 |
99.18 |
99.18 |
unch |
0 |
402 |
+0 |
| Total Volume and Open Interest |
1,824 |
35,784 |
-452 |
| Japanese Gov't Bonds(SGX) |
| Jun09 |
090313 |
138.78 |
138.94 |
138.46 |
138.51 |
-0.40 |
527 |
10,368 |
-698 |
| Sep09 |
090313 |
138.51 |
138.51 |
138.51 |
138.51 |
-0.40 |
|
|
|
| Dec09 |
090313 |
138.51 |
138.51 |
138.51 |
138.51 |
-0.40 |
|
|
|
| Total Volume and Open Interest |
527 |
10,199 |
-169 |
| Euro-Bund(EUREX) |
| Jun09 |
090306 |
124.42 |
125.43 |
124.42 |
125.37 |
+1.22 |
629,177 |
601,708 |
+182,776 |
| Sep09 |
090306 |
124.80 |
124.80 |
124.77 |
124.77 |
+0.80 |
100 |
1 |
+0 |
| Total Volume and Open Interest |
1,778,206 |
858,069 |
+2,951 |
| Euro-Bobl(EUREX) |
| Jun09 |
090306 |
116.88 |
117.31 |
116.86 |
117.22 |
+0.39 |
453,030 |
590,143 |
+207,944 |
| Sep09 |
090313 |
116.24 |
116.24 |
116.24 |
116.24 |
-0.30 |
546 |
5,751 |
+501 |
| Dec09 |
090313 |
115.96 |
115.96 |
115.96 |
115.96 |
-0.23 |
99 |
99 |
+99 |
| Total Volume and Open Interest |
380,872 |
701,624 |
-8,613 |
| 3-Mth Euribor(EUREX) |
| Mar09 |
090212 |
98.300 |
98.320 |
98.295 |
98.305 |
+0.530 |
476 |
12,898 |
+7,534 |
| Jun09 |
090306 |
98.535 |
98.560 |
98.500 |
98.505 |
-0.030 |
271 |
5,237 |
-199 |
| Sep09 |
090306 |
98.520 |
98.570 |
98.500 |
98.510 |
-0.015 |
1,091 |
3,955 |
+621 |
| Total Volume and Open Interest |
1,687 |
31,574 |
+539 |
| Long Gilt(LIFFE) |
| Mar09 |
090306 |
125~19 |
125~29 |
124~28 |
125~27 |
+3~00 |
1,326 |
16,007 |
-173 |
| Jun09 |
090313 |
124~18 |
125~01 |
124~13 |
124~26 |
-0~09 |
84,600 |
374,222 |
-467 |
| Total Volume and Open Interest |
86,729 |
389,069 |
+1,075 |
| 3-Mth Short Sterling(LIFFE) |
| Mar09 |
090313 |
98.23 |
98.24 |
98.18 |
98.19 |
-0.03 |
52,316 |
425,351 |
-2,576 |
| Jun09 |
090313 |
98.27 |
98.32 |
98.24 |
98.29 |
unch |
53,880 |
303,163 |
-1,267 |
| Sep09 |
090313 |
98.21 |
98.27 |
98.19 |
98.23 |
-0.02 |
61,098 |
291,250 |
+1,491 |
| Dec09 |
090313 |
97.99 |
98.05 |
97.97 |
98.02 |
-0.03 |
54,512 |
241,809 |
+2,436 |
| Mar10 |
090313 |
97.95 |
97.96 |
97.88 |
97.92 |
-0.05 |
60,270 |
229,662 |
+4,684 |
| Jun10 |
090313 |
97.81 |
97.81 |
97.70 |
97.74 |
-0.07 |
67,153 |
160,135 |
+17,926 |
| Total Volume and Open Interest |
420,237 |
1,971,485 |
+21,919 |
| 3-Mth Euribor(LIFFE) |
| Mar09 |
090313 |
98.370 |
98.375 |
98.365 |
98.370 |
unch |
87,111 |
601,157 |
-4,286 |
| Jun09 |
090313 |
98.535 |
98.545 |
98.505 |
98.535 |
+0.005 |
109,996 |
679,499 |
+6,631 |
| Sep09 |
090313 |
98.480 |
98.490 |
98.435 |
98.470 |
-0.010 |
87,134 |
560,132 |
+695 |
| Total Volume and Open Interest |
606,818 |
3,488,479 |
+15,817 |
| 3-Mth Aus T-Bills(SFE) |
| Mar09 |
090312 |
96.89 |
96.96 |
96.84 |
96.88 |
unch |
26,665 |
43,767 |
-38,090 |
| Jun09 |
090313 |
97.31 |
97.36 |
97.23 |
97.27 |
-0.06 |
25,655 |
285,764 |
-1,715 |
| Sep09 |
090313 |
97.44 |
97.48 |
97.34 |
97.38 |
-0.08 |
10,091 |
148,196 |
+1,288 |
| Dec09 |
090313 |
97.43 |
97.44 |
97.28 |
97.31 |
-0.11 |
4,796 |
85,116 |
+655 |
| Mar10 |
090313 |
97.23 |
97.25 |
97.08 |
97.10 |
-0.13 |
5,465 |
57,647 |
+1,039 |
| Jun10 |
090313 |
96.93 |
96.94 |
96.79 |
96.81 |
-0.12 |
1,926 |
53,984 |
-225 |
| Sep10 |
090313 |
96.58 |
96.60 |
96.45 |
96.48 |
-0.13 |
4,275 |
31,429 |
+262 |
| Dec10 |
090313 |
96.26 |
96.28 |
96.13 |
96.14 |
-0.14 |
665 |
19,264 |
-28 |
| Mar11 |
090313 |
96.00 |
96.00 |
95.84 |
95.87 |
-0.12 |
382 |
2,127 |
+164 |
| Jun11 |
090313 |
95.70 |
95.70 |
95.61 |
95.63 |
-0.12 |
13 |
1,308 |
+13 |
| Total Volume and Open Interest |
68,339 |
686,631 |
-41,414 |
| 10-Year Aus T-Bonds(SFE) |
| Mar09 |
090310 |
95.93 |
95.94 |
95.76 |
95.77 |
-0.02 |
26,999 |
312,018 |
-2,519 |
| Jun09 |
090313 |
95.73 |
95.77 |
95.64 |
95.71 |
-0.02 |
70,544 |
191,068 |
+53,519 |
| Total Volume and Open Interest |
162,336 |
416,684 |
+56,448 |
| 3-Year Aus T-Bonds(SFE) |
| Mar09 |
090310 |
97.01 |
97.06 |
96.94 |
96.94 |
+0.03 |
57,068 |
0 |
-553,292 |
| Jun09 |
090313 |
96.96 |
97.01 |
96.84 |
96.89 |
-0.09 |
100,453 |
210,683 |
+87,718 |
| Total Volume and Open Interest |
241,164 |
533,826 |
+73,565 |
| Gold(CMX) |
| Apr09 |
090313 |
927.4 |
941.1 |
919.6 |
930.1 |
+6.1 |
95,706 |
207,600 |
-4,705 |
| Jun09 |
090313 |
928.6 |
943.4 |
922.3 |
932.4 |
+6.2 |
10,694 |
90,759 |
+3,931 |
| Aug09 |
090313 |
927.3 |
944.8 |
926.1 |
934.5 |
+6.2 |
1,263 |
10,476 |
-239 |
| Oct09 |
090313 |
926.6 |
943.0 |
926.6 |
936.4 |
+6.3 |
79 |
5,205 |
+26 |
| Dec09 |
090313 |
933.7 |
949.4 |
929.2 |
938.6 |
+6.4 |
1,044 |
18,571 |
-178 |
| Feb10 |
090313 |
940.7 |
940.7 |
940.7 |
940.7 |
+6.3 |
2 |
3,534 |
+2 |
| Apr10 |
090313 |
939.2 |
942.9 |
937.4 |
942.9 |
+6.4 |
56 |
2,036 |
+50 |
| Jun10 |
090313 |
945.2 |
945.2 |
945.2 |
945.2 |
+6.6 |
0 |
4,710 |
+0 |
| Aug10 |
090313 |
947.4 |
947.4 |
947.4 |
947.4 |
+6.6 |
0 |
376 |
+0 |
| Oct10 |
090313 |
949.6 |
949.6 |
949.6 |
949.6 |
+6.5 |
0 |
1 |
+0 |
| Dec10 |
090313 |
942.2 |
959.3 |
942.2 |
951.8 |
+6.4 |
118 |
8,440 |
-113 |
| Total Volume and Open Interest |
109,524 |
369,763 |
-1,558 |
| Silver(CMX) |
| Mar09 |
090313 |
1298.0 |
1329.5 |
1296.0 |
1323.0 |
+27.2 |
162 |
827 |
+0 |
| May09 |
090313 |
1296.0 |
1328.5 |
1288.5 |
1321.5 |
+27.2 |
12,074 |
50,809 |
-787 |
| Jul09 |
090313 |
1299.5 |
1325.0 |
1299.5 |
1324.3 |
+27.7 |
1,188 |
13,986 |
+409 |
| Sep09 |
090313 |
1305.5 |
1326.0 |
1305.5 |
1325.5 |
+27.8 |
200 |
3,804 |
+35 |
| Dec09 |
090313 |
1299.0 |
1327.5 |
1299.0 |
1326.9 |
+27.9 |
161 |
11,411 |
+32 |
| Mar10 |
090313 |
1328.0 |
1328.0 |
1328.0 |
1328.0 |
+27.9 |
108 |
3,434 |
+85 |
| May10 |
090313 |
1329.0 |
1329.0 |
1329.0 |
1329.0 |
+27.9 |
1 |
158 |
+1 |
| Total Volume and Open Interest |
14,240 |
91,881 |
-379 |
| Platinum(NYMEX) |
| Apr09 |
090313 |
1057.8 |
1068.0 |
1053.0 |
1063.6 |
+12.1 |
1,449 |
15,813 |
-652 |
| Jul09 |
090313 |
1063.5 |
1072.0 |
1058.0 |
1067.8 |
+12.1 |
633 |
4,149 |
+471 |
| Oct09 |
090313 |
1073.8 |
1073.8 |
1073.8 |
1073.8 |
+12.1 |
0 |
32 |
+0 |
| Total Volume and Open Interest |
2,082 |
19,994 |
-181 |
| Palladium(NYMEX) |
| Mar09 |
090313 |
199.50 |
199.50 |
199.50 |
199.50 |
+1.70 |
8 |
33 |
+0 |
| Jun09 |
090313 |
199.85 |
200.95 |
198.65 |
200.00 |
+1.70 |
284 |
11,967 |
+23 |
| Sep09 |
090313 |
201.10 |
201.10 |
201.10 |
201.10 |
+1.80 |
0 |
54 |
+0 |
| Total Volume and Open Interest |
292 |
12,054 |
+23 |
| Copper(CMX) |
| Mar09 |
090313 |
164.65 |
168.05 |
164.65 |
165.85 |
+4.10 |
557 |
2,163 |
-24 |
| May09 |
090313 |
165.10 |
169.65 |
163.75 |
166.45 |
+4.00 |
13,193 |
59,445 |
+1,338 |
| Jul09 |
090313 |
166.50 |
170.05 |
165.50 |
167.20 |
+3.70 |
2,915 |
12,540 |
+754 |
| Sep09 |
090313 |
169.55 |
170.50 |
167.55 |
167.90 |
+3.50 |
525 |
3,715 |
+410 |
| Dec09 |
090313 |
168.00 |
171.60 |
168.00 |
169.00 |
+3.50 |
47 |
2,568 |
+7 |
| Total Volume and Open Interest |
17,855 |
89,359 |
+2,393 |
| Aluminum(CMX) |
| Mar09 |
090313 |
0.62 |
0.62 |
0.62 |
0.62 |
+0.01 |
|
|
|
| Apr09 |
090313 |
0.62 |
0.62 |
0.62 |
0.62 |
unch |
|
|
|
| May09 |
090313 |
0.63 |
0.63 |
0.63 |
0.63 |
+0.01 |
|
|
|
| Jun09 |
090313 |
0.63 |
0.63 |
0.63 |
0.63 |
unch |
|
|
|
| Jul09 |
080724 |
142.85 |
142.85 |
142.85 |
142.85 |
unch |
|
|
|
| Aug09 |
080724 |
143.35 |
143.35 |
143.35 |
143.35 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| DJIA Index(CBOT) |
| Mar09 |
090313 |
7159 |
7235 |
7105 |
7232 |
+64 |
2,759 |
24,607 |
-270 |
| Jun09 |
090313 |
7098 |
7195 |
7055 |
7179 |
+63 |
2,021 |
2,964 |
+1,174 |
| Sep09 |
090313 |
7142 |
7142 |
7078 |
7142 |
+64 |
0 |
1 |
+0 |
| Dec09 |
090313 |
7113 |
7113 |
7049 |
7113 |
+64 |
|
|
|
| Total Volume and Open Interest |
4,780 |
27,572 |
+904 |
| S & P 500(CME) |
| Mar09 |
090313 |
755.50 |
758.50 |
742.20 |
757.80 |
+6.20 |
105,515 |
491,906 |
-37,433 |
| Jun09 |
090313 |
747.50 |
758.00 |
739.00 |
754.60 |
+6.20 |
75,696 |
195,064 |
+43,275 |
| Sep09 |
090313 |
747.20 |
752.20 |
740.00 |
752.20 |
+6.20 |
231 |
2,196 |
+32 |
| Dec09 |
090313 |
750.80 |
750.80 |
738.60 |
750.80 |
+6.20 |
52 |
868 |
-50 |
| Total Volume and Open Interest |
181,494 |
690,036 |
+5,824 |
| S & P 500 E-Mini(Globex) |
| Mar09 |
090313 |
750.75 |
761.25 |
742.25 |
757.75 |
+6.50 |
1,983,342 |
2,939,912 |
-262,598 |
| Jun09 |
090313 |
747.75 |
758.25 |
739.00 |
754.50 |
+6.00 |
423,663 |
666,503 |
+281,150 |
| Total Volume and Open Interest |
3,629,395 |
3,607,254 |
+18,555 |
| NASDAQ 100(CME) |
| Mar09 |
090313 |
1163.50 |
1170.00 |
1149.00 |
1169.50 |
+5.00 |
3,440 |
34,202 |
+720 |
| Jun09 |
090313 |
1161.30 |
1174.00 |
1147.00 |
1168.00 |
+5.00 |
1,594 |
2,071 |
+1,278 |
| Sep09 |
090313 |
1168.30 |
1168.30 |
1166.30 |
1168.30 |
+5.00 |
|
|
|
| Total Volume and Open Interest |
5,034 |
36,273 |
+1,998 |
| NASDAQ 100 E-Mini(Globex) |
| Mar09 |
090313 |
1159.00 |
1176.00 |
1149.30 |
1169.50 |
+4.00 |
224,268 |
312,545 |
-3,659 |
| Jun09 |
090313 |
1160.50 |
1174.50 |
1147.50 |
1168.00 |
+5.00 |
24,526 |
28,754 |
+16,194 |
| Total Volume and Open Interest |
445,143 |
341,323 |
+12,535 |
| S & P Midcap 400(CME) |
| Mar09 |
090313 |
456.50 |
458.00 |
450.00 |
457.10 |
+0.80 |
423 |
5,646 |
+142 |
| Jun09 |
090313 |
454.50 |
456.00 |
448.00 |
455.10 |
+0.90 |
233 |
391 |
+214 |
| Sep09 |
090313 |
453.10 |
453.10 |
453.00 |
453.10 |
+0.90 |
|
|
|
| Total Volume and Open Interest |
656 |
6,037 |
+356 |
| Russell 2000(CME) |
| Mar09 |
090313 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
8 |
8,784 |
-2 |
| Jun09 |
090313 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
16 |
7,247 |
+211 |
| Sep09 |
090313 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
4,562 |
+4 |
| Total Volume and Open Interest |
181 |
8,784 |
-2 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun09 |
090313 |
7405 |
7520 |
7375 |
7520 |
+425 |
72,413 |
92,014 |
+31,518 |
| Sep09 |
090313 |
7135 |
7525 |
7135 |
7525 |
+425 |
90 |
191 |
+20 |
| Total Volume and Open Interest |
230,962 |
304,122 |
+9,488 |
| Nikkei 225(SGX) |
| Jun09 |
090313 |
7405 |
7520 |
7375 |
7520 |
+425 |
72,413 |
92,014 |
+31,518 |
| Sep09 |
090313 |
7135 |
7525 |
7135 |
7525 |
+425 |
90 |
191 |
+20 |
| Dec09 |
090313 |
7475 |
7475 |
7475 |
7475 |
+425 |
20 |
78 |
+0 |
| Total Volume and Open Interest |
230,962 |
304,122 |
+9,488 |
| CAC 40(EURONEXT) |
| Mar09 |
090313 |
2730.0 |
2773.0 |
2692.5 |
2707.0 |
+12.5 |
165,044 |
388,241 |
-8,450 |
| Apr09 |
090313 |
2710.5 |
2770.0 |
2695.0 |
2707.5 |
+12.5 |
863 |
11,842 |
+512 |
| May09 |
090313 |
2693.5 |
2693.5 |
2656.0 |
2656.0 |
+12.5 |
0 |
737 |
+0 |
| Total Volume and Open Interest |
165,938 |
403,437 |
-7,936 |
| Hang Seng Index(HKFE) |
| Mar09 |
090313 |
12340 |
12603 |
12192 |
12598 |
+631 |
67,560 |
85,520 |
-1,272 |
| Apr09 |
090313 |
12299 |
12557 |
12153 |
12543 |
+619 |
1,258 |
2,026 |
+64 |
| Total Volume and Open Interest |
68,849 |
88,855 |
-1,197 |
| DAX(EUREX) |
| Mar09 |
090306 |
3713.5 |
3772.0 |
3621.0 |
3656.0 |
-48.5 |
198,565 |
197,128 |
+0 |
| Jun09 |
090306 |
3720.0 |
3780.0 |
3635.0 |
3665.5 |
-49.5 |
2,087 |
17,918 |
+0 |
| Sep09 |
090306 |
3720.0 |
3785.5 |
3645.0 |
3675.0 |
-50.0 |
752 |
2,216 |
+0 |
| Total Volume and Open Interest |
201,404 |
217,262 |
-8,335 |
| FT-SE 100(EURONEXT) |
| Mar09 |
090313 |
3776.50 |
3814.50 |
3731.00 |
3748.50 |
+48.00 |
145,625 |
716,102 |
+11,329 |
| Jun09 |
090313 |
3735.00 |
3766.00 |
3683.50 |
3701.50 |
+48.00 |
9,718 |
28,801 |
+6,693 |
| Sep09 |
090313 |
3664.50 |
3673.50 |
3664.50 |
3673.50 |
+48.50 |
0 |
33 |
+0 |
| Total Volume and Open Interest |
155,343 |
744,936 |
+18,022 |
| SPI 200(SFE) |
| Mar09 |
090313 |
3239.0 |
3357.0 |
3217.0 |
3337.0 |
+90.0 |
24,430 |
311,049 |
-10,458 |
| Jun09 |
090313 |
3237.0 |
3365.0 |
3225.0 |
3347.0 |
+97.0 |
3,298 |
12,089 |
+2,389 |
| Sep09 |
090313 |
3274.0 |
3318.0 |
3274.0 |
3300.0 |
+98.0 |
40 |
1,754 |
+0 |
| Total Volume and Open Interest |
27,939 |
328,357 |
-8,068 |
| GSCI(CME) |
| Mar09 |
090313 |
343.00 |
345.00 |
337.00 |
337.50 |
-2.80 |
1,327 |
5,635 |
-453 |
| Apr09 |
090313 |
348.00 |
351.00 |
342.00 |
342.50 |
-3.50 |
1,659 |
12,720 |
+1,147 |
| May09 |
090313 |
354.00 |
356.00 |
347.50 |
347.50 |
-3.50 |
|
|
|
| Total Volume and Open Interest |
2,986 |
18,355 |
+694 |
| Reuters CCI(ICE) |
| Apr09 |
090306 |
351.50 |
351.50 |
351.50 |
351.50 |
+3.00 |
0 |
1,037 |
+1 |
| Jun09 |
090313 |
210.90 |
210.90 |
210.90 |
210.90 |
-0.70 |
25 |
25 |
+25 |
| Aug09 |
090306 |
368.50 |
368.50 |
368.50 |
368.50 |
+5.00 |
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. |
|
|