 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Mon January 12, 2009 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan09 |
090112 |
1040.00 |
1046.50 |
953.75 |
954.00 |
-83.50 |
349 |
1,682 |
-1,031 |
Mar09 |
090112 |
1035.75 |
1060.25 |
966.00 |
966.00 |
-70.00 |
6,553 |
162,346 |
-1,403 |
May09 |
090112 |
1045.00 |
1069.00 |
975.50 |
975.50 |
-70.00 |
1,877 |
34,664 |
+1,263 |
Jul09 |
090112 |
1056.00 |
1076.00 |
986.25 |
986.25 |
-70.00 |
1,266 |
32,506 |
-381 |
Aug09 |
090112 |
1060.00 |
1065.00 |
986.75 |
986.75 |
-69.25 |
9 |
1,739 |
+177 |
Sep09 |
090112 |
973.00 |
1042.00 |
973.00 |
973.00 |
-69.00 |
20 |
1,150 |
+86 |
Nov09 |
090112 |
1025.00 |
1039.00 |
959.50 |
963.00 |
-66.50 |
1,537 |
41,675 |
+853 |
Total Volume and Open Interest |
149,522 |
282,548 |
+3,074 |
Soybean Meal(CBOT) |
Jan09 |
090112 |
308.00 |
308.80 |
293.60 |
296.50 |
-19.30 |
247 |
957 |
-454 |
Mar09 |
090112 |
314.30 |
321.50 |
294.50 |
294.50 |
-20.00 |
5,651 |
58,243 |
-523 |
May09 |
090112 |
315.90 |
318.00 |
295.90 |
295.90 |
-20.00 |
1,625 |
20,204 |
+554 |
Jul09 |
090112 |
318.60 |
321.80 |
298.50 |
298.50 |
-20.00 |
658 |
16,831 |
+419 |
Aug09 |
090112 |
309.10 |
309.10 |
298.30 |
298.30 |
-20.00 |
72 |
4,989 |
-67 |
Sep09 |
090112 |
308.30 |
308.30 |
294.80 |
294.80 |
-20.00 |
2 |
3,748 |
+81 |
Oct09 |
090112 |
293.80 |
297.00 |
285.20 |
287.50 |
-17.70 |
3 |
2,191 |
-17 |
Dec09 |
090112 |
301.00 |
301.10 |
285.00 |
288.00 |
-17.00 |
946 |
10,463 |
-247 |
Total Volume and Open Interest |
45,166 |
118,516 |
+950 |
Soybean Oil(CBOT) |
Jan09 |
090112 |
35.37 |
35.37 |
34.11 |
34.18 |
-2.32 |
396 |
2,112 |
-1,589 |
Mar09 |
090112 |
36.72 |
37.36 |
34.32 |
34.41 |
-2.31 |
6,542 |
103,026 |
-1,886 |
May09 |
090112 |
37.26 |
37.59 |
34.70 |
34.79 |
-2.30 |
1,610 |
28,200 |
+1,030 |
Jul09 |
090112 |
37.63 |
38.06 |
35.05 |
35.15 |
-2.31 |
2,106 |
25,204 |
+433 |
Aug09 |
090112 |
36.10 |
36.10 |
35.25 |
35.34 |
-2.31 |
768 |
5,523 |
-19 |
Sep09 |
090112 |
36.72 |
36.72 |
35.45 |
35.52 |
-2.31 |
202 |
3,934 |
+283 |
Oct09 |
090112 |
35.65 |
36.40 |
35.65 |
35.69 |
-2.31 |
1 |
3,984 |
+28 |
Dec09 |
090112 |
36.83 |
37.60 |
35.88 |
35.96 |
-2.29 |
592 |
18,544 |
-552 |
Total Volume and Open Interest |
81,971 |
198,556 |
+857 |
Canola(WCE) |
Jan09 |
090112 |
428.0 |
428.0 |
419.4 |
419.4 |
-17.5 |
1 |
7 |
+0 |
Mar09 |
090112 |
435.0 |
438.9 |
418.7 |
419.4 |
-18.5 |
7,479 |
69,038 |
+691 |
May09 |
090112 |
443.1 |
447.2 |
428.2 |
428.2 |
-17.8 |
480 |
6,219 |
-393 |
Jul09 |
090112 |
450.2 |
454.0 |
435.4 |
436.0 |
-18.1 |
294 |
5,050 |
-597 |
Nov09 |
090112 |
450.6 |
461.8 |
443.3 |
444.2 |
-16.1 |
142 |
6,942 |
-362 |
Total Volume and Open Interest |
6,968 |
87,988 |
+942 |
Corn(CBOT) |
Mar09 |
090112 |
411.00 |
415.00 |
380.75 |
380.75 |
-30.00 |
9,020 |
350,048 |
-1,941 |
May09 |
090112 |
421.00 |
425.00 |
391.25 |
391.25 |
-30.00 |
824 |
106,217 |
-2,948 |
Jul09 |
090112 |
430.75 |
438.00 |
401.50 |
401.50 |
-30.00 |
1,625 |
124,301 |
-832 |
Sep09 |
090112 |
441.25 |
443.00 |
411.25 |
411.25 |
-30.00 |
377 |
30,804 |
+433 |
Dec09 |
090112 |
454.25 |
457.50 |
424.25 |
424.25 |
-30.00 |
1,877 |
146,364 |
-2,048 |
Mar10 |
090112 |
465.00 |
466.00 |
436.00 |
436.00 |
-30.00 |
177 |
10,853 |
-49 |
Total Volume and Open Interest |
143,842 |
812,006 |
+151 |
Wheat(CBOT) |
Mar09 |
090112 |
629.75 |
637.50 |
569.50 |
569.75 |
-59.75 |
1,430 |
131,157 |
-282 |
May09 |
090112 |
642.50 |
650.00 |
582.25 |
582.50 |
-59.75 |
118 |
30,327 |
+973 |
Jul09 |
090112 |
653.25 |
660.00 |
593.25 |
594.00 |
-59.25 |
877 |
53,299 |
+259 |
Sep09 |
090112 |
680.00 |
680.00 |
614.00 |
614.00 |
-58.75 |
40 |
16,999 |
+243 |
Dec09 |
090112 |
692.25 |
699.75 |
633.25 |
633.50 |
-58.75 |
110 |
26,159 |
+558 |
Total Volume and Open Interest |
49,689 |
263,349 |
+2,340 |
Wheat(KCBT) |
Mar09 |
090112 |
625.00 |
628.00 |
591.00 |
595.00 |
-56.00 |
5,901 |
38,956 |
-773 |
May09 |
090112 |
662.50 |
665.00 |
605.25 |
606.25 |
-56.25 |
681 |
12,036 |
+537 |
Jul09 |
090112 |
670.00 |
678.50 |
613.75 |
616.50 |
-56.25 |
1,593 |
19,772 |
+174 |
Sep09 |
090112 |
656.00 |
657.50 |
627.25 |
627.25 |
-56.50 |
151 |
3,830 |
+40 |
Dec09 |
090112 |
705.00 |
705.00 |
644.00 |
644.00 |
-57.25 |
212 |
8,477 |
+91 |
Total Volume and Open Interest |
9,778 |
84,586 |
+50 |
Wheat(MGE) |
Mar09 |
090112 |
676.00 |
682.00 |
628.00 |
628.25 |
-52.00 |
1,845 |
10,001 |
-136 |
May09 |
090112 |
685.00 |
685.00 |
629.75 |
629.75 |
-55.25 |
443 |
8,266 |
-5 |
Jul09 |
090112 |
655.25 |
659.25 |
635.50 |
635.50 |
-55.75 |
170 |
3,542 |
-151 |
Sep09 |
090112 |
677.25 |
677.25 |
643.25 |
643.50 |
-57.50 |
158 |
3,546 |
-90 |
Dec09 |
090112 |
716.75 |
718.25 |
656.75 |
656.75 |
-58.00 |
136 |
2,394 |
-43 |
Total Volume and Open Interest |
2,761 |
27,905 |
-445 |
Oats(CBOT) |
Mar09 |
090112 |
230.75 |
231.50 |
212.00 |
213.00 |
-17.00 |
34 |
6,274 |
-68 |
May09 |
090112 |
238.50 |
240.00 |
222.50 |
222.50 |
-17.00 |
3 |
3,092 |
+19 |
Jul09 |
090112 |
235.00 |
249.00 |
232.00 |
232.00 |
-17.00 |
0 |
2,799 |
+23 |
Sep09 |
090112 |
241.50 |
258.50 |
241.50 |
241.50 |
-17.00 |
0 |
3 |
+0 |
Total Volume and Open Interest |
415 |
15,957 |
-19 |
Rough Rice(CBOT) |
Jan09 |
090112 |
15.08 |
15.08 |
14.53 |
14.56 |
-0.52 |
6 |
292 |
-30 |
Mar09 |
090112 |
14.85 |
14.94 |
14.35 |
14.35 |
-0.50 |
4 |
4,542 |
-34 |
May09 |
090112 |
15.00 |
15.10 |
14.52 |
14.52 |
-0.50 |
2 |
565 |
+3 |
Jul09 |
090112 |
15.17 |
15.17 |
14.73 |
14.73 |
-0.50 |
0 |
184 |
+0 |
Total Volume and Open Interest |
427 |
6,109 |
+52 |
Live Cattle(CME) |
Feb09 |
090112 |
82.930 |
83.700 |
82.535 |
82.900 |
-0.200 |
25,157 |
76,592 |
-6,244 |
Apr09 |
090112 |
86.550 |
87.200 |
86.180 |
86.500 |
-0.330 |
20,886 |
68,743 |
+2,999 |
Jun09 |
090112 |
85.400 |
85.900 |
84.950 |
85.450 |
-0.250 |
4,892 |
36,319 |
+1,260 |
Aug09 |
090112 |
86.285 |
86.700 |
85.885 |
86.180 |
-0.520 |
2,314 |
16,997 |
-208 |
Oct09 |
090112 |
89.730 |
90.100 |
89.200 |
89.385 |
-0.695 |
734 |
5,994 |
+407 |
Dec09 |
090112 |
91.800 |
92.000 |
91.250 |
91.500 |
-0.730 |
177 |
2,952 |
+99 |
Total Volume and Open Interest |
64,493 |
210,013 |
-7,556 |
Feeder Cattle(CME) |
Jan09 |
090112 |
94.330 |
95.580 |
94.200 |
95.200 |
+1.100 |
733 |
2,671 |
-63 |
Mar09 |
090112 |
92.730 |
94.135 |
92.635 |
93.330 |
+0.650 |
981 |
11,705 |
-169 |
Apr09 |
090112 |
94.180 |
95.350 |
94.180 |
95.080 |
+1.080 |
471 |
2,783 |
+205 |
May09 |
090112 |
95.635 |
96.750 |
95.550 |
96.500 |
+0.900 |
186 |
2,128 |
+1 |
Aug09 |
090112 |
98.730 |
98.800 |
98.050 |
98.400 |
+0.720 |
209 |
1,087 |
+20 |
Sep09 |
090112 |
99.000 |
99.000 |
98.000 |
98.600 |
+0.700 |
31 |
138 |
+11 |
Oct09 |
090112 |
97.700 |
98.400 |
97.700 |
98.100 |
+0.400 |
30 |
45 |
-11 |
Total Volume and Open Interest |
4,445 |
20,592 |
+484 |
Lean Hogs(CME) |
Feb09 |
090112 |
62.350 |
62.700 |
61.350 |
61.485 |
-0.965 |
16,073 |
48,972 |
-7,761 |
Apr09 |
090112 |
68.500 |
68.600 |
67.225 |
67.475 |
-1.125 |
16,101 |
43,589 |
-248 |
May09 |
090112 |
78.225 |
79.400 |
78.225 |
79.000 |
-1.430 |
61 |
1,789 |
+8 |
Jun09 |
090112 |
80.250 |
80.350 |
79.100 |
79.830 |
-0.920 |
4,543 |
32,374 |
-423 |
Jul09 |
090112 |
80.200 |
80.700 |
79.300 |
79.930 |
-1.220 |
973 |
6,195 |
+281 |
Aug09 |
090112 |
78.535 |
78.850 |
77.430 |
77.725 |
-1.475 |
516 |
4,761 |
+45 |
Oct09 |
090112 |
70.100 |
71.000 |
70.050 |
70.800 |
-0.300 |
411 |
3,373 |
+17 |
Dec09 |
090112 |
68.500 |
69.000 |
68.450 |
68.850 |
-0.350 |
35 |
1,029 |
+8 |
Total Volume and Open Interest |
50,361 |
150,316 |
-3,840 |
Pork Bellies(CME) |
Feb09 |
090112 |
83.000 |
85.800 |
83.000 |
84.550 |
+0.970 |
49 |
658 |
+1 |
Mar09 |
090112 |
84.700 |
84.700 |
83.700 |
84.000 |
+0.450 |
4 |
154 |
+1 |
May09 |
090112 |
85.500 |
85.500 |
85.450 |
85.500 |
+0.200 |
14 |
231 |
+1 |
Jul09 |
090112 |
84.400 |
84.400 |
84.400 |
84.400 |
+0.250 |
0 |
143 |
+0 |
Aug09 |
090112 |
87.250 |
87.250 |
87.250 |
87.250 |
unch |
0 |
2 |
+0 |
Total Volume and Open Interest |
60 |
1,185 |
-7 |
Class III Milk(CME) |
Jan09 |
090112 |
10.86 |
10.89 |
10.84 |
10.84 |
-0.04 |
214 |
4,450 |
+57 |
Feb09 |
090112 |
9.98 |
10.00 |
9.61 |
9.85 |
-0.07 |
211 |
4,237 |
+82 |
Mar09 |
090112 |
10.22 |
10.47 |
10.11 |
10.23 |
+0.05 |
268 |
3,874 |
+168 |
Apr09 |
090112 |
10.74 |
11.07 |
10.70 |
10.82 |
+0.12 |
173 |
3,181 |
+53 |
May09 |
090112 |
11.15 |
11.50 |
11.15 |
11.30 |
+0.22 |
113 |
3,105 |
+69 |
Total Volume and Open Interest |
1,945 |
35,722 |
+423 |
Cocoa(ICE) |
Mar09 |
090112 |
2585 |
2585 |
2450 |
2506 |
-79 |
6,806 |
57,714 |
-2,502 |
May09 |
090112 |
2569 |
2569 |
2450 |
2507 |
-72 |
1,765 |
26,318 |
+1,458 |
Jul09 |
090112 |
2537 |
2545 |
2444 |
2496 |
-74 |
547 |
12,620 |
+173 |
Sep09 |
090112 |
2514 |
2523 |
2430 |
2474 |
-72 |
171 |
7,555 |
+100 |
Dec09 |
090112 |
2472 |
2480 |
2400 |
2439 |
-72 |
44 |
10,580 |
-5 |
Mar10 |
090112 |
2438 |
2442 |
2394 |
2413 |
-74 |
39 |
3,284 |
+453 |
May10 |
090112 |
2406 |
2406 |
2406 |
2406 |
-70 |
0 |
1,571 |
+1 |
Total Volume and Open Interest |
9,390 |
120,231 |
+1,393 |
Coffee "C"(ICE) |
Mar09 |
090112 |
116.75 |
118.85 |
114.30 |
114.50 |
-2.40 |
7,952 |
74,185 |
+1,815 |
May09 |
090112 |
117.90 |
120.55 |
116.35 |
116.60 |
-2.35 |
1,302 |
28,890 |
+1,350 |
Jul09 |
090112 |
120.70 |
122.50 |
118.75 |
118.75 |
-2.30 |
999 |
8,268 |
-318 |
Sep09 |
090112 |
123.95 |
123.95 |
120.40 |
120.70 |
-2.30 |
805 |
4,781 |
+194 |
Dec09 |
090112 |
126.15 |
126.15 |
123.65 |
123.65 |
-2.25 |
296 |
7,535 |
+201 |
Mar10 |
090112 |
126.35 |
126.35 |
126.35 |
126.35 |
-2.25 |
0 |
3,859 |
+163 |
Total Volume and Open Interest |
11,532 |
125,261 |
-1,830 |
Orange Juice(ICE) |
Jan09 |
090109 |
78.00 |
78.00 |
76.75 |
77.40 |
+1.00 |
0 |
72 |
-2 |
Mar09 |
090112 |
77.45 |
78.75 |
73.50 |
74.45 |
-2.60 |
610 |
22,430 |
-152 |
May09 |
090112 |
81.85 |
81.85 |
77.50 |
77.95 |
-2.70 |
312 |
3,061 |
-70 |
Jul09 |
090112 |
85.55 |
85.55 |
81.60 |
81.60 |
-2.95 |
53 |
1,449 |
+3 |
Sep09 |
090112 |
89.80 |
89.80 |
85.85 |
85.85 |
-2.95 |
26 |
424 |
+128 |
Nov09 |
090112 |
89.00 |
89.35 |
89.00 |
89.35 |
-2.95 |
0 |
121 |
+0 |
Total Volume and Open Interest |
1,001 |
27,954 |
+38 |
Sugar #11(ICE) |
Mar09 |
090112 |
12.00 |
12.11 |
11.45 |
11.47 |
-0.58 |
38,284 |
245,273 |
-2,789 |
May09 |
090112 |
12.50 |
12.57 |
11.95 |
11.97 |
-0.53 |
11,923 |
106,838 |
+2,305 |
Jul09 |
090112 |
12.75 |
12.93 |
12.36 |
12.39 |
-0.45 |
7,356 |
121,388 |
-1,255 |
Oct09 |
090112 |
13.33 |
13.49 |
12.95 |
12.98 |
-0.44 |
3,479 |
71,788 |
-102 |
Mar10 |
090112 |
14.22 |
14.27 |
13.74 |
13.75 |
-0.47 |
1,168 |
54,112 |
+971 |
Total Volume and Open Interest |
63,532 |
665,472 |
-3,462 |
Sugar #14(ICE) |
Mar09 |
090112 |
20.20 |
20.20 |
20.15 |
20.16 |
-0.03 |
27 |
2,393 |
+100 |
May09 |
090112 |
20.65 |
20.65 |
20.65 |
20.65 |
+0.05 |
0 |
2,727 |
+186 |
Jul09 |
090112 |
20.75 |
20.75 |
20.75 |
20.75 |
unch |
0 |
1,858 |
+3 |
Sep09 |
090112 |
20.98 |
20.98 |
20.98 |
20.98 |
+0.20 |
0 |
937 |
+0 |
Total Volume and Open Interest |
57 |
7,626 |
+30 |
London Cocoa(LCE) |
Mar09 |
090112 |
1807 |
1822 |
1725 |
1775 |
-33 |
5,892 |
72,429 |
-426 |
May09 |
090112 |
1760 |
1775 |
1696 |
1745 |
-19 |
1,562 |
39,396 |
+784 |
Jul09 |
090112 |
1741 |
1758 |
1690 |
1740 |
-11 |
238 |
31,090 |
+104 |
Sep09 |
090112 |
1695 |
1745 |
1680 |
1733 |
-2 |
1,021 |
11,729 |
+313 |
Dec09 |
090112 |
1693 |
1693 |
1659 |
1679 |
-2 |
657 |
14,406 |
+96 |
Mar10 |
090112 |
1653 |
1660 |
1641 |
1643 |
-6 |
683 |
1,895 |
+496 |
May10 |
090112 |
1652 |
1652 |
1652 |
1652 |
-8 |
0 |
12 |
+0 |
Total Volume and Open Interest |
22,022 |
169,590 |
+195 |
London Coffee(LCE) |
Jan09 |
090112 |
1990.00 |
2011.00 |
1988.00 |
1988.00 |
-24.00 |
287 |
14,202 |
-226 |
Total Volume and Open Interest |
93 |
14,428 |
-231 |
London Sugar(LCE) |
Mar09 |
090112 |
335.80 |
337.50 |
325.00 |
326.50 |
-12.60 |
3,496 |
25,582 |
+800 |
May09 |
090112 |
342.00 |
343.40 |
332.60 |
334.00 |
-12.10 |
2,004 |
13,462 |
+554 |
Aug09 |
090112 |
352.10 |
352.10 |
341.00 |
342.40 |
-11.60 |
1,580 |
7,871 |
-304 |
Oct09 |
090112 |
359.90 |
359.90 |
351.30 |
351.30 |
-11.60 |
791 |
3,404 |
+103 |
Dec09 |
090112 |
360.40 |
360.40 |
360.40 |
360.40 |
-11.60 |
151 |
990 |
+106 |
Total Volume and Open Interest |
3,765 |
50,703 |
+1,155 |
Cotton(ICE) |
Mar09 |
090112 |
49.17 |
49.98 |
46.58 |
46.67 |
-2.65 |
8,103 |
71,583 |
-1,055 |
May09 |
090112 |
49.90 |
50.26 |
47.06 |
47.37 |
-2.48 |
2,715 |
20,808 |
+222 |
Jul09 |
090112 |
51.20 |
51.61 |
48.50 |
48.72 |
-2.48 |
971 |
18,246 |
+62 |
Oct09 |
090112 |
53.00 |
53.00 |
51.52 |
51.52 |
-2.43 |
0 |
247 |
+0 |
Dec09 |
090112 |
55.70 |
56.02 |
52.85 |
53.06 |
-2.61 |
290 |
16,479 |
-312 |
Mar10 |
090112 |
56.46 |
56.46 |
56.46 |
56.46 |
-2.51 |
0 |
221 |
+52 |
Total Volume and Open Interest |
12,091 |
130,378 |
+1,239 |
Lumber(CME) |
Jan09 |
090112 |
159.8 |
160.2 |
158.2 |
158.3 |
-3.8 |
385 |
416 |
-263 |
Mar09 |
090112 |
181.0 |
181.5 |
173.2 |
174.5 |
-6.5 |
513 |
5,388 |
+92 |
May09 |
090112 |
192.7 |
193.7 |
190.6 |
192.3 |
-3.2 |
134 |
1,549 |
+14 |
Jul09 |
090112 |
207.7 |
207.7 |
205.8 |
206.9 |
-1.8 |
67 |
415 |
+32 |
Total Volume and Open Interest |
1,059 |
8,033 |
+199 |
Crude Oil(NYM) |
Feb09 |
090112 |
40.55 |
40.80 |
37.48 |
37.59 |
-3.24 |
277,431 |
192,028 |
-15,721 |
Mar09 |
090112 |
45.66 |
47.70 |
43.25 |
43.65 |
-2.42 |
173,204 |
241,479 |
+34,320 |
Apr09 |
090112 |
49.00 |
49.15 |
46.50 |
46.97 |
-2.14 |
36,849 |
73,866 |
+4,223 |
May09 |
090112 |
51.13 |
51.35 |
48.82 |
49.25 |
-1.96 |
21,323 |
49,578 |
+3,633 |
Jun09 |
090112 |
52.70 |
52.70 |
50.41 |
50.91 |
-1.84 |
26,059 |
109,063 |
+3,789 |
Jul09 |
090112 |
52.62 |
52.93 |
51.88 |
52.33 |
-1.80 |
10,675 |
47,209 |
+2,007 |
Aug09 |
090112 |
53.54 |
53.55 |
53.44 |
53.44 |
-1.78 |
5,390 |
27,742 |
+992 |
Sep09 |
090112 |
54.25 |
54.60 |
53.71 |
54.44 |
-1.73 |
2,903 |
20,179 |
+852 |
Oct09 |
090112 |
55.35 |
55.46 |
55.04 |
55.38 |
-1.66 |
1,964 |
19,661 |
+650 |
Nov09 |
090112 |
57.92 |
57.92 |
55.99 |
56.28 |
-1.59 |
2,511 |
16,964 |
+1,002 |
Dec09 |
090112 |
58.64 |
58.64 |
56.70 |
57.17 |
-1.52 |
14,658 |
95,766 |
-1,142 |
Jan10 |
090112 |
58.60 |
58.60 |
58.00 |
58.00 |
-1.48 |
2,057 |
19,607 |
+957 |
Feb10 |
090112 |
58.82 |
58.82 |
58.82 |
58.82 |
-1.43 |
429 |
10,271 |
-94 |
Mar10 |
090112 |
59.60 |
59.60 |
59.60 |
59.60 |
-1.38 |
137 |
13,326 |
+22 |
Apr10 |
090112 |
60.31 |
60.31 |
60.31 |
60.31 |
-1.34 |
93 |
3,393 |
-117 |
May10 |
090112 |
60.85 |
60.97 |
60.85 |
60.97 |
-1.31 |
122 |
3,976 |
+2 |
Total Volume and Open Interest |
629,765 |
1,187,901 |
-28,297 |
e-miNY Crude Oil(NYM) |
Jan09 |
081218 |
40.200 |
40.900 |
36.050 |
36.225 |
-3.825 |
13,316 |
6,211 |
-84 |
Feb09 |
090112 |
40.500 |
40.825 |
37.500 |
37.600 |
-3.225 |
14,265 |
8,355 |
+870 |
Mar09 |
090112 |
45.900 |
46.200 |
43.300 |
43.650 |
-2.425 |
1,516 |
2,411 |
+664 |
Apr09 |
090112 |
48.675 |
48.750 |
46.700 |
46.975 |
-2.125 |
181 |
256 |
-14 |
May09 |
090112 |
51.500 |
51.500 |
48.825 |
49.250 |
-1.950 |
46 |
65 |
+13 |
Jun09 |
090112 |
51.000 |
51.075 |
50.500 |
50.900 |
-1.850 |
4 |
42 |
+2 |
Jul09 |
090112 |
52.325 |
52.325 |
52.325 |
52.325 |
-1.800 |
2 |
5 |
+0 |
Aug09 |
090112 |
53.450 |
53.450 |
53.450 |
53.450 |
-1.775 |
1 |
1 |
+0 |
Sep09 |
090112 |
54.450 |
54.450 |
54.450 |
54.450 |
-1.725 |
1 |
2 |
+0 |
Oct09 |
090112 |
55.375 |
55.375 |
55.375 |
55.375 |
-1.675 |
1 |
1 |
+0 |
Total Volume and Open Interest |
20,979 |
9,679 |
-862 |
Heating Oil(NYM) |
Feb09 |
090112 |
148.80 |
150.70 |
144.02 |
147.24 |
-1.53 |
39,100 |
43,132 |
-3,065 |
Mar09 |
090112 |
149.28 |
151.04 |
144.35 |
147.14 |
-2.28 |
19,700 |
38,568 |
+2,905 |
Apr09 |
090112 |
147.71 |
149.55 |
145.20 |
147.39 |
-2.88 |
7,991 |
24,748 |
+767 |
May09 |
090112 |
148.25 |
150.51 |
146.88 |
148.39 |
-3.33 |
5,058 |
19,011 |
+494 |
Jun09 |
090112 |
150.88 |
151.55 |
148.19 |
149.84 |
-3.68 |
6,172 |
24,108 |
+702 |
Jul09 |
090112 |
152.18 |
154.35 |
151.00 |
152.49 |
-3.93 |
2,154 |
10,788 |
-310 |
Aug09 |
090112 |
155.94 |
157.45 |
154.60 |
155.84 |
-3.93 |
789 |
5,320 |
+135 |
Sep09 |
090112 |
159.26 |
161.25 |
157.50 |
159.24 |
-3.83 |
1,038 |
8,989 |
+160 |
Oct09 |
090112 |
162.00 |
164.44 |
161.00 |
162.39 |
-3.68 |
1,143 |
4,635 |
+188 |
Nov09 |
090112 |
165.00 |
166.29 |
163.50 |
164.84 |
-3.63 |
1,139 |
2,743 |
+116 |
Dec09 |
090112 |
167.50 |
169.18 |
165.67 |
167.19 |
-3.58 |
4,178 |
15,107 |
+450 |
Jan10 |
090112 |
169.00 |
170.45 |
168.00 |
169.19 |
-3.63 |
1,567 |
4,223 |
+208 |
Total Volume and Open Interest |
110,457 |
225,474 |
-1,072 |
Gasoline(NYMEX) |
Feb09 |
090112 |
110.48 |
111.52 |
106.50 |
108.41 |
-2.71 |
29,140 |
66,782 |
-5,933 |
Mar09 |
090112 |
115.45 |
115.87 |
111.00 |
112.96 |
-2.81 |
18,321 |
41,169 |
+3,994 |
Apr09 |
090112 |
127.05 |
128.23 |
125.00 |
126.66 |
-2.86 |
6,324 |
20,592 |
-192 |
May09 |
090112 |
131.75 |
131.75 |
127.79 |
129.26 |
-2.81 |
4,747 |
12,566 |
+625 |
Jun09 |
090112 |
131.10 |
133.46 |
130.40 |
131.86 |
-2.86 |
3,323 |
11,824 |
-35 |
Jul09 |
090112 |
132.75 |
134.24 |
132.08 |
133.36 |
-2.96 |
1,876 |
9,530 |
-65 |
Aug09 |
090112 |
133.90 |
135.20 |
132.91 |
134.51 |
-3.06 |
649 |
5,346 |
+48 |
Sep09 |
090112 |
134.36 |
135.06 |
133.35 |
135.06 |
-3.11 |
650 |
5,544 |
+151 |
Oct09 |
090112 |
124.03 |
126.96 |
124.03 |
125.86 |
-3.11 |
405 |
3,334 |
+102 |
Nov09 |
090112 |
126.20 |
127.00 |
126.20 |
126.61 |
-3.11 |
160 |
1,411 |
-20 |
Total Volume and Open Interest |
65,766 |
192,857 |
-1,315 |
e-miNY RBOB Gasoline(NYM) |
Feb09 |
081230 |
93.28 |
93.28 |
93.28 |
93.28 |
+1.43 |
0 |
1 |
+1 |
Mar09 |
090112 |
112.96 |
112.96 |
112.96 |
112.96 |
-2.81 |
|
|
|
Apr09 |
090112 |
126.66 |
126.66 |
126.66 |
126.66 |
-2.86 |
|
|
|
May09 |
090112 |
129.26 |
129.26 |
129.26 |
129.26 |
-2.81 |
|
|
|
Total Volume and Open Interest |
0 |
3 |
+0 |
Natural Gas(NYM) |
Feb09 |
090112 |
5.547 |
5.634 |
5.370 |
5.542 |
+0.026 |
48,077 |
77,110 |
-3,603 |
Mar09 |
090112 |
5.514 |
5.596 |
5.352 |
5.517 |
+0.023 |
24,274 |
109,539 |
+2,175 |
Apr09 |
090112 |
5.555 |
5.643 |
5.416 |
5.572 |
+0.029 |
10,861 |
66,364 |
+2,218 |
May09 |
090112 |
5.580 |
5.721 |
5.495 |
5.652 |
+0.029 |
6,380 |
43,878 |
+1,113 |
Jun09 |
090112 |
5.639 |
5.824 |
5.615 |
5.754 |
+0.028 |
3,000 |
29,439 |
+233 |
Jul09 |
090112 |
5.767 |
5.925 |
5.740 |
5.874 |
+0.028 |
1,472 |
25,112 |
+119 |
Aug09 |
090112 |
5.830 |
6.030 |
5.830 |
5.969 |
+0.025 |
1,029 |
21,799 |
-24 |
Sep09 |
090112 |
5.911 |
6.091 |
5.890 |
6.026 |
+0.025 |
1,193 |
17,875 |
+159 |
Oct09 |
090112 |
6.120 |
6.200 |
6.014 |
6.142 |
+0.024 |
2,942 |
35,697 |
-171 |
Nov09 |
090112 |
6.470 |
6.647 |
6.470 |
6.597 |
+0.029 |
430 |
16,315 |
-49 |
Dec09 |
090112 |
7.100 |
7.143 |
6.970 |
7.097 |
+0.034 |
504 |
27,272 |
+49 |
Jan10 |
090112 |
7.365 |
7.410 |
7.235 |
7.367 |
+0.034 |
1,410 |
21,845 |
+151 |
Feb10 |
090112 |
7.370 |
7.418 |
7.289 |
7.372 |
+0.034 |
245 |
8,765 |
+35 |
Mar10 |
090112 |
7.190 |
7.248 |
7.087 |
7.197 |
+0.039 |
1,085 |
20,152 |
-205 |
Apr10 |
090112 |
6.685 |
6.804 |
6.670 |
6.767 |
+0.034 |
974 |
17,223 |
-513 |
May10 |
090112 |
6.720 |
6.774 |
6.655 |
6.752 |
+0.034 |
220 |
9,756 |
+27 |
Total Volume and Open Interest |
158,249 |
695,494 |
+785 |
Brent Crude Oil(ICE) |
Feb09 |
090112 |
44.57 |
44.70 |
42.12 |
42.91 |
-1.51 |
84,446 |
62,498 |
-11,727 |
Mar09 |
090112 |
47.48 |
47.48 |
44.81 |
45.52 |
-1.72 |
112,981 |
163,654 |
-1,237 |
Apr09 |
090112 |
49.97 |
49.97 |
47.29 |
47.90 |
-1.84 |
68,392 |
85,489 |
+7,724 |
May09 |
090112 |
50.77 |
51.02 |
49.18 |
49.73 |
-1.89 |
19,410 |
28,898 |
+3,799 |
Jun09 |
090112 |
52.31 |
52.54 |
50.71 |
51.23 |
-1.88 |
8,982 |
43,360 |
-242 |
Jul09 |
090112 |
53.53 |
53.53 |
52.12 |
52.48 |
-1.89 |
2,480 |
15,953 |
-1,569 |
Aug09 |
090112 |
54.41 |
54.41 |
53.30 |
53.63 |
-1.90 |
2,185 |
14,767 |
+131 |
Sep09 |
090112 |
55.42 |
55.42 |
54.34 |
54.65 |
-1.89 |
1,836 |
12,783 |
-656 |
Oct09 |
090112 |
55.84 |
56.09 |
55.27 |
55.58 |
-1.83 |
1,478 |
10,156 |
-65 |
Nov09 |
090112 |
56.50 |
56.60 |
56.40 |
56.42 |
-1.71 |
1,222 |
11,768 |
+135 |
Dec09 |
090112 |
58.34 |
58.34 |
56.78 |
57.23 |
-1.61 |
7,276 |
53,516 |
+147 |
Jan10 |
090112 |
58.04 |
58.04 |
58.04 |
58.04 |
-1.57 |
0 |
9,200 |
+56 |
Feb10 |
090112 |
58.83 |
58.83 |
58.83 |
58.83 |
-1.54 |
0 |
6,307 |
+18 |
Mar10 |
090112 |
59.57 |
59.57 |
59.57 |
59.57 |
-1.48 |
0 |
3,041 |
+0 |
Total Volume and Open Interest |
352,967 |
631,455 |
-4,213 |
Gas Oil(ICE) |
Jan09 |
090112 |
462.00 |
465.00 |
448.50 |
454.75 |
unch |
37,897 |
21,130 |
-10,043 |
Feb09 |
090112 |
471.50 |
473.00 |
452.00 |
453.00 |
-7.25 |
66,898 |
92,986 |
-2,059 |
Mar09 |
090112 |
478.50 |
480.00 |
458.50 |
459.50 |
-7.75 |
27,590 |
42,216 |
+6,436 |
Apr09 |
090112 |
481.50 |
482.75 |
466.50 |
467.50 |
-8.00 |
13,318 |
26,349 |
+1,812 |
May09 |
090112 |
492.00 |
492.00 |
476.50 |
476.50 |
-8.00 |
8,912 |
23,472 |
-1,470 |
Jun09 |
090112 |
500.00 |
500.00 |
485.50 |
485.75 |
-7.75 |
8,667 |
41,046 |
-729 |
Jul09 |
090112 |
508.25 |
508.25 |
496.25 |
496.25 |
-7.75 |
2,691 |
14,443 |
+752 |
Aug09 |
090112 |
518.25 |
518.50 |
506.50 |
506.50 |
-7.50 |
1,432 |
17,391 |
+3,429 |
Sep09 |
090112 |
528.25 |
528.50 |
516.25 |
516.25 |
-7.25 |
1,804 |
13,086 |
+583 |
Oct09 |
090112 |
537.50 |
537.75 |
525.50 |
525.50 |
-7.00 |
1,399 |
10,442 |
+258 |
Total Volume and Open Interest |
183,096 |
425,623 |
-1,277 |
Ethanol(CBOT) |
Jan09 |
090106 |
1.675 |
1.675 |
1.675 |
1.675 |
+0.044 |
2 |
72 |
+72 |
Feb09 |
090112 |
1.590 |
1.590 |
1.585 |
1.585 |
-0.100 |
9 |
366 |
-203 |
Mar09 |
090112 |
1.615 |
1.615 |
1.615 |
1.615 |
-0.077 |
42 |
270 |
-186 |
Apr09 |
090112 |
1.630 |
1.630 |
1.625 |
1.625 |
-0.076 |
35 |
357 |
+26 |
May09 |
090112 |
1.650 |
1.650 |
1.650 |
1.650 |
-0.090 |
18 |
201 |
+7 |
Jun09 |
090112 |
1.651 |
1.665 |
1.651 |
1.665 |
-0.085 |
5 |
193 |
+0 |
Jul09 |
090112 |
1.700 |
1.700 |
1.700 |
1.700 |
-0.075 |
2 |
193 |
+0 |
Aug09 |
090112 |
1.700 |
1.700 |
1.700 |
1.700 |
-0.080 |
3 |
210 |
+0 |
Total Volume and Open Interest |
139 |
2,792 |
-334 |
US Dollar Index(ICE) |
Mar09 |
090112 |
83.365 |
84.190 |
83.365 |
83.745 |
+0.290 |
3,570 |
11,933 |
-450 |
Jun09 |
090112 |
84.000 |
84.450 |
83.990 |
84.280 |
+0.285 |
9 |
2,415 |
+1 |
Sep09 |
090112 |
84.980 |
84.980 |
84.980 |
84.980 |
+0.285 |
|
|
|
Total Volume and Open Interest |
3,579 |
14,797 |
-350 |
Australian Dollar(CME) |
Mar09 |
090112 |
69.68 |
69.68 |
67.47 |
67.80 |
-2.18 |
33 |
36,316 |
-1,616 |
Jun09 |
090112 |
69.25 |
69.60 |
67.18 |
67.42 |
-2.18 |
0 |
129 |
+25 |
Sep09 |
090112 |
67.09 |
69.27 |
67.09 |
67.09 |
-2.18 |
0 |
153 |
+0 |
Total Volume and Open Interest |
31,609 |
38,214 |
+228 |
British Pound(CME) |
Mar09 |
090112 |
151.19 |
151.30 |
147.80 |
148.22 |
-2.87 |
0 |
70,327 |
-3,098 |
Jun09 |
090112 |
149.75 |
150.93 |
147.78 |
148.02 |
-2.91 |
0 |
1,370 |
+6 |
Sep09 |
090112 |
147.71 |
150.93 |
147.62 |
148.01 |
-2.92 |
0 |
7 |
+1 |
Total Volume and Open Interest |
71,365 |
74,815 |
-1,540 |
Canadian Dollar(CME) |
Mar09 |
090112 |
84.19 |
84.23 |
81.80 |
82.28 |
-1.92 |
73 |
48,581 |
+681 |
Jun09 |
090112 |
83.84 |
84.26 |
82.06 |
82.34 |
-1.92 |
0 |
2,089 |
-13 |
Sep09 |
090112 |
83.60 |
84.37 |
82.28 |
82.44 |
-1.93 |
0 |
1,129 |
+2 |
Dec09 |
090112 |
83.71 |
83.71 |
82.28 |
82.44 |
-1.94 |
0 |
594 |
+12 |
Total Volume and Open Interest |
29,561 |
51,822 |
-534 |
Japanese Yen(CME) |
Mar09 |
090112 |
110.95 |
112.59 |
110.81 |
112.35 |
+1.75 |
51 |
107,469 |
-1,293 |
Jun09 |
090112 |
111.10 |
112.68 |
110.71 |
112.45 |
+1.74 |
0 |
3,781 |
+40 |
Sep09 |
090112 |
112.57 |
112.57 |
110.83 |
112.57 |
+1.74 |
0 |
37 |
+0 |
Total Volume and Open Interest |
98,432 |
112,568 |
+3,968 |
Swiss Franc(CME) |
Mar09 |
090112 |
89.85 |
90.18 |
88.97 |
89.89 |
+0.12 |
1 |
25,163 |
-530 |
Jun09 |
090112 |
89.45 |
90.20 |
89.19 |
89.99 |
+0.07 |
0 |
362 |
+0 |
Sep09 |
090112 |
90.15 |
90.19 |
89.68 |
90.15 |
+0.07 |
0 |
6 |
+0 |
Total Volume and Open Interest |
34,640 |
26,065 |
-105 |
EuroFX(CME) |
Mar09 |
090112 |
134.20 |
134.50 |
132.56 |
133.65 |
-0.35 |
152 |
112,416 |
-3,035 |
Jun09 |
090112 |
133.21 |
133.88 |
132.27 |
133.31 |
-0.35 |
0 |
1,039 |
+18 |
Sep09 |
090112 |
133.12 |
133.48 |
132.41 |
133.12 |
-0.36 |
0 |
891 |
+1 |
Total Volume and Open Interest |
181,960 |
117,409 |
-3,208 |
Mexican Peso(CME) |
Jan09 |
090112 |
724.8 |
735.0 |
724.8 |
724.8 |
-10.2 |
|
|
|
Feb09 |
090112 |
719.8 |
730.0 |
719.8 |
719.8 |
-10.2 |
|
|
|
Total Volume and Open Interest |
6,136 |
17,512 |
+524 |
30-Year T-Bonds(CBOT) |
Mar09 |
090112 |
133~065 |
134~285 |
132~085 |
134~265 |
+1~220 |
200,454 |
724,720 |
-1,397 |
Jun09 |
090112 |
131~250 |
133~170 |
131~070 |
133~155 |
+1~200 |
594 |
1,124 |
+135 |
Sep09 |
090112 |
132~085 |
132~085 |
130~185 |
132~085 |
+1~220 |
0 |
37 |
+0 |
Total Volume and Open Interest |
153,938 |
727,169 |
+2,576 |
10-Year T-Notes(CBOT) |
Mar09 |
090112 |
125~200 |
126~115 |
125~035 |
126~105 |
+0~250 |
482,592 |
1,018,850 |
-7,960 |
Jun09 |
090112 |
123~110 |
124~150 |
123~110 |
124~065 |
+0~260 |
9 |
136 |
+0 |
Sep09 |
090112 |
123~065 |
123~065 |
122~125 |
123~065 |
+0~260 |
|
|
|
Total Volume and Open Interest |
509,916 |
1,026,946 |
-8,341 |
5-Year T-Notes(CBOT) |
Mar09 |
090112 |
119~081 |
120~000 |
119~055 |
119~126 |
+0~045 |
233,818 |
0 |
+0 |
Jun09 |
090112 |
118~070 |
118~070 |
118~026 |
118~070 |
+0~045 |
|
|
|
Sep09 |
090112 |
56~022 |
56~022 |
55~106 |
56~022 |
+0~044 |
|
|
|
Total Volume and Open Interest |
224,182 |
992,809 |
+1,409 |
2 Year T-Notes(CBOT) |
Mar09 |
090112 |
109~017 |
109~099 |
109~015 |
109~026 |
+0~010 |
61 |
537,962 |
+5,650 |
Jun09 |
090112 |
108~086 |
108~086 |
108~076 |
108~086 |
+0~010 |
0 |
1 |
+0 |
Sep09 |
090112 |
108~086 |
108~086 |
108~076 |
108~086 |
+0~010 |
|
|
|
Total Volume and Open Interest |
156,988 |
532,313 |
+24,309 |
Eurodollars(CME) |
Mar09 |
090112 |
99.120 |
99.215 |
99.120 |
99.195 |
+0.080 |
11,924 |
1,264,484 |
-2,396 |
Jun09 |
090112 |
99.095 |
99.210 |
99.095 |
99.190 |
+0.085 |
8,911 |
1,035,912 |
-1,038 |
Sep09 |
090112 |
98.990 |
99.075 |
98.975 |
99.060 |
+0.070 |
4,897 |
884,825 |
+11,135 |
Dec09 |
090112 |
98.815 |
98.875 |
98.800 |
98.865 |
+0.055 |
2,426 |
753,295 |
+9,969 |
Mar10 |
090112 |
98.675 |
98.735 |
98.660 |
98.705 |
+0.030 |
4,725 |
628,477 |
+15,399 |
Jun10 |
090112 |
98.410 |
98.465 |
98.385 |
98.420 |
+0.010 |
2,661 |
369,961 |
+6,145 |
Sep10 |
090112 |
98.185 |
98.215 |
98.120 |
98.165 |
+0.010 |
2,813 |
341,589 |
+4,593 |
Dec10 |
090112 |
97.935 |
97.965 |
97.860 |
97.925 |
+0.020 |
3,158 |
286,973 |
+6,428 |
Mar11 |
090112 |
97.835 |
97.835 |
97.725 |
97.805 |
+0.030 |
2,035 |
181,961 |
+531 |
Jun11 |
090112 |
97.685 |
97.690 |
97.575 |
97.675 |
+0.040 |
1,631 |
182,286 |
+2,236 |
Sep11 |
090112 |
97.540 |
97.605 |
97.465 |
97.590 |
+0.050 |
2,313 |
123,841 |
+1,907 |
Dec11 |
090112 |
97.440 |
97.520 |
97.365 |
97.505 |
+0.060 |
1,463 |
103,387 |
+539 |
Mar12 |
090112 |
97.425 |
97.505 |
97.345 |
97.490 |
+0.070 |
539 |
86,793 |
-555 |
Jun12 |
090112 |
97.330 |
97.470 |
97.290 |
97.450 |
+0.075 |
455 |
60,813 |
+1,610 |
Sep12 |
090112 |
97.335 |
97.440 |
97.250 |
97.420 |
+0.080 |
1,264 |
70,292 |
+1,193 |
Dec12 |
090112 |
97.265 |
97.380 |
97.180 |
97.355 |
+0.085 |
3,090 |
51,319 |
-455 |
Mar13 |
090112 |
97.260 |
97.370 |
97.165 |
97.340 |
+0.090 |
367 |
38,389 |
-343 |
Jun13 |
090112 |
97.205 |
97.330 |
97.100 |
97.295 |
+0.100 |
145 |
29,056 |
+432 |
Total Volume and Open Interest |
1,845,056 |
6,732,516 |
+39,973 |
30 Day Federal Funds(CBOT) |
Jan09 |
090112 |
99.875 |
99.880 |
99.870 |
99.872 |
+0.002 |
163 |
67,802 |
-119 |
Feb09 |
090112 |
99.835 |
99.835 |
99.820 |
99.830 |
+0.010 |
799 |
63,685 |
-164 |
Mar09 |
090112 |
99.800 |
99.815 |
99.795 |
99.810 |
+0.010 |
100 |
38,714 |
-454 |
Apr09 |
090112 |
99.790 |
99.800 |
99.780 |
99.790 |
+0.010 |
100 |
40,546 |
+921 |
May09 |
090112 |
99.760 |
99.775 |
99.750 |
99.765 |
+0.005 |
100 |
48,435 |
-407 |
Jun09 |
090112 |
99.735 |
99.745 |
99.720 |
99.740 |
+0.010 |
105 |
21,963 |
+322 |
Total Volume and Open Interest |
44,755 |
368,307 |
+3,589 |
30 Day Fed Funds(e-CBOT) |
Jan09 |
090112 |
99.875 |
99.880 |
99.872 |
99.880 |
+0.005 |
2,962 |
67,802 |
-119 |
Feb09 |
090112 |
99.835 |
99.835 |
99.825 |
99.830 |
unch |
6,627 |
63,685 |
-164 |
Mar09 |
090112 |
99.800 |
99.805 |
99.795 |
99.800 |
-0.005 |
5,248 |
38,714 |
-454 |
Apr09 |
090112 |
99.790 |
99.800 |
99.780 |
99.780 |
-0.010 |
8,407 |
40,546 |
+921 |
May09 |
090112 |
99.760 |
99.775 |
99.760 |
99.760 |
-0.005 |
6,910 |
48,435 |
-407 |
Jun09 |
090112 |
99.735 |
99.745 |
99.725 |
99.730 |
unch |
6,908 |
21,963 |
+322 |
Total Volume and Open Interest |
49,439 |
371,061 |
+2,754 |
3-Mth Euro-Yen(CME) |
Mar09 |
090112 |
99.40 |
99.40 |
99.40 |
99.40 |
unch |
0 |
5,294 |
+0 |
Jun09 |
090112 |
99.50 |
99.50 |
99.50 |
99.50 |
+0.02 |
0 |
1,278 |
+0 |
Sep09 |
090112 |
99.53 |
99.53 |
99.53 |
99.53 |
+0.02 |
0 |
480 |
+0 |
Dec09 |
090112 |
99.51 |
99.51 |
99.51 |
99.51 |
+0.02 |
0 |
175 |
+0 |
Mar10 |
090112 |
99.42 |
99.42 |
99.42 |
99.42 |
+0.02 |
|
|
|
Jun10 |
090112 |
99.36 |
99.36 |
99.36 |
99.36 |
+0.02 |
|
|
|
Sep10 |
090112 |
99.34 |
99.34 |
99.34 |
99.34 |
+0.02 |
|
|
|
Dec10 |
090112 |
99.32 |
99.32 |
99.32 |
99.32 |
+0.02 |
|
|
|
Mar11 |
090112 |
99.25 |
99.25 |
99.25 |
99.25 |
+0.01 |
|
|
|
Jun11 |
090112 |
99.25 |
99.25 |
99.25 |
99.25 |
+0.01 |
|
|
|
Total Volume and Open Interest |
0 |
7,227 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar09 |
090112 |
99.40 |
99.40 |
99.40 |
99.40 |
unch |
2,064 |
17,960 |
-894 |
Jun09 |
090112 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
184 |
7,428 |
+144 |
Sep09 |
090112 |
99.54 |
99.54 |
99.54 |
99.54 |
+0.01 |
295 |
3,309 |
+50 |
Dec09 |
090112 |
99.52 |
99.52 |
99.52 |
99.52 |
+0.01 |
67 |
1,421 |
+63 |
Mar10 |
090112 |
99.43 |
99.43 |
99.43 |
99.43 |
+0.01 |
14 |
1,213 |
+14 |
Jun10 |
090112 |
99.38 |
99.38 |
99.38 |
99.38 |
+0.01 |
14 |
548 |
+14 |
Sep10 |
090112 |
99.35 |
99.35 |
99.35 |
99.35 |
+0.01 |
0 |
264 |
+0 |
Dec10 |
090112 |
99.33 |
99.33 |
99.33 |
99.33 |
+0.01 |
0 |
164 |
+0 |
Total Volume and Open Interest |
2,254 |
34,893 |
-253 |
Japanese Gov't Bonds(SGX) |
Mar09 |
090109 |
138.70 |
139.01 |
138.70 |
139.00 |
-0.14 |
4,816 |
10,248 |
+10,248 |
Jun09 |
090109 |
139.00 |
139.00 |
139.00 |
139.00 |
+0.37 |
|
|
|
Sep09 |
090109 |
139.00 |
139.00 |
139.00 |
139.00 |
+0.37 |
|
|
|
Total Volume and Open Interest |
1,106 |
9,736 |
-512 |
Euro-Bund(EUREX) |
Mar09 |
090112 |
124.65 |
125.21 |
124.41 |
125.13 |
+0.41 |
725,386 |
840,190 |
+2,958 |
Jun09 |
090112 |
123.53 |
123.99 |
123.41 |
123.99 |
+0.41 |
89 |
824 |
+7 |
Sep09 |
090112 |
123.99 |
123.99 |
123.99 |
123.99 |
+0.41 |
|
|
|
Total Volume and Open Interest |
725,475 |
841,014 |
+2,965 |
Euro-Bobl(EUREX) |
Mar09 |
081215 |
114.02 |
114.71 |
113.94 |
114.69 |
+0.66 |
312,111 |
797,573 |
-604 |
Jun09 |
090112 |
116.26 |
116.26 |
116.26 |
116.26 |
+0.17 |
349 |
4,285 |
+250 |
Sep09 |
090112 |
116.26 |
116.26 |
116.26 |
116.26 |
+0.17 |
|
|
|
Total Volume and Open Interest |
432,688 |
812,953 |
+18,288 |
3-Mth Euribor(EUREX) |
Mar09 |
081229 |
97.745 |
97.775 |
97.745 |
97.775 |
+0.560 |
702 |
5,364 |
+143 |
Jun09 |
090112 |
98.225 |
98.325 |
98.225 |
98.325 |
+0.060 |
196 |
5,560 |
-135 |
Sep09 |
090112 |
98.205 |
98.275 |
98.190 |
98.275 |
+0.030 |
97 |
2,629 |
-45 |
Total Volume and Open Interest |
860 |
31,572 |
-161 |
Long Gilt(LIFFE) |
Mar09 |
090112 |
122~12 |
122~17 |
121~28 |
122~13 |
0~00 |
66,883 |
316,041 |
+1,132 |
Jun09 |
090112 |
123~04 |
123~04 |
123~04 |
123~04 |
0~00 |
|
|
|
Total Volume and Open Interest |
86,195 |
314,909 |
+7,661 |
3-Mth Short Sterling(LIFFE) |
Mar09 |
090112 |
98.51 |
98.61 |
98.50 |
98.60 |
+0.10 |
48,551 |
432,561 |
-3,047 |
Jun09 |
090112 |
98.53 |
98.67 |
98.53 |
98.64 |
+0.09 |
47,080 |
301,728 |
+3,639 |
Sep09 |
090112 |
98.46 |
98.58 |
98.43 |
98.56 |
+0.10 |
34,390 |
244,073 |
+3,040 |
Dec09 |
090112 |
98.19 |
98.29 |
98.18 |
98.28 |
+0.08 |
19,943 |
220,165 |
+2,487 |
Mar10 |
090112 |
97.97 |
98.05 |
97.94 |
98.04 |
+0.08 |
23,947 |
181,682 |
-770 |
Jun10 |
090112 |
97.67 |
97.74 |
97.64 |
97.73 |
+0.06 |
25,507 |
138,177 |
+3,863 |
Total Volume and Open Interest |
320,502 |
1,714,683 |
+24,728 |
3-Mth Euribor(LIFFE) |
Mar09 |
090112 |
98.010 |
98.100 |
97.970 |
98.085 |
+0.100 |
162,895 |
721,111 |
-6,900 |
Jun09 |
090112 |
98.275 |
98.330 |
98.220 |
98.325 |
+0.055 |
129,677 |
560,038 |
+9,619 |
Sep09 |
090112 |
98.240 |
98.285 |
98.175 |
98.275 |
+0.035 |
96,165 |
467,890 |
+2,074 |
Total Volume and Open Interest |
780,295 |
3,130,156 |
+11,064 |
3-Mth Aus T-Bills(SFE) |
Mar09 |
090112 |
96.76 |
96.84 |
96.75 |
96.84 |
+0.07 |
7,493 |
255,196 |
-1,315 |
Jun09 |
090112 |
97.04 |
97.14 |
97.04 |
97.13 |
+0.08 |
6,398 |
167,904 |
+447 |
Sep09 |
090112 |
96.94 |
97.06 |
96.94 |
97.05 |
+0.10 |
1,894 |
111,055 |
-90 |
Dec09 |
090112 |
96.66 |
96.81 |
96.66 |
96.80 |
+0.11 |
1,943 |
62,807 |
+447 |
Mar10 |
090112 |
96.32 |
96.47 |
96.29 |
96.47 |
+0.16 |
1,521 |
44,322 |
+703 |
Jun10 |
090112 |
95.93 |
96.08 |
95.89 |
96.08 |
+0.16 |
1,657 |
37,639 |
-180 |
Sep10 |
090112 |
95.71 |
95.79 |
95.71 |
95.78 |
+0.16 |
599 |
23,346 |
+363 |
Dec10 |
090112 |
95.52 |
95.60 |
95.50 |
95.58 |
+0.16 |
515 |
11,614 |
+374 |
Mar11 |
090112 |
95.44 |
95.44 |
95.44 |
95.44 |
+0.16 |
10 |
746 |
-10 |
Jun11 |
090112 |
95.35 |
95.35 |
95.35 |
95.35 |
+0.16 |
0 |
843 |
+0 |
Total Volume and Open Interest |
26,866 |
715,629 |
+739 |
10-Year Aus T-Bonds(SFE) |
Mar09 |
090112 |
95.93 |
95.95 |
95.89 |
95.90 |
+0.02 |
29,092 |
300,358 |
+19,451 |
Jun09 |
090112 |
95.90 |
95.90 |
95.90 |
95.90 |
+0.02 |
|
|
|
Total Volume and Open Interest |
37,715 |
300,358 |
+19,451 |
3-Year Aus T-Bonds(SFE) |
Mar09 |
090112 |
96.67 |
96.75 |
96.65 |
96.72 |
+0.13 |
63,837 |
344,827 |
-4,152 |
Jun09 |
090112 |
96.72 |
96.72 |
96.72 |
96.72 |
+0.13 |
|
|
|
Total Volume and Open Interest |
69,213 |
344,827 |
-4,152 |
Gold(CMX) |
Feb09 |
090112 |
856.1 |
857.5 |
815.1 |
821.0 |
-34.0 |
106,498 |
188,494 |
-1,743 |
Apr09 |
090112 |
857.6 |
857.6 |
817.2 |
822.4 |
-34.1 |
10,599 |
56,474 |
+6,137 |
Jun09 |
090112 |
856.8 |
856.8 |
817.7 |
823.5 |
-34.2 |
1,785 |
31,422 |
+235 |
Aug09 |
090112 |
831.6 |
835.0 |
824.7 |
824.7 |
-34.3 |
955 |
11,801 |
+449 |
Oct09 |
090112 |
837.5 |
837.5 |
825.8 |
825.8 |
-34.5 |
48 |
3,372 |
-33 |
Dec09 |
090112 |
859.0 |
859.0 |
822.0 |
827.1 |
-34.7 |
548 |
14,817 |
+242 |
Feb10 |
090112 |
829.3 |
829.3 |
828.4 |
828.4 |
-34.8 |
4 |
2,880 |
+3 |
Apr10 |
090112 |
829.8 |
829.8 |
829.8 |
829.8 |
-34.8 |
200 |
301 |
+0 |
Jun10 |
090112 |
831.2 |
831.2 |
831.2 |
831.2 |
-34.8 |
3 |
3,015 |
+0 |
Aug10 |
090112 |
832.7 |
832.7 |
832.7 |
832.7 |
-34.9 |
2 |
100 |
+0 |
Oct10 |
090112 |
834.4 |
834.4 |
834.4 |
834.4 |
-34.9 |
|
|
|
Dec10 |
090112 |
861.7 |
861.7 |
836.3 |
836.3 |
-35.0 |
125 |
11,777 |
+125 |
Total Volume and Open Interest |
129,472 |
328,203 |
-81 |
Silver(CMX) |
Mar09 |
090112 |
1127.0 |
1130.0 |
1054.0 |
1075.0 |
-57.0 |
19,070 |
52,450 |
+711 |
May09 |
090112 |
1119.5 |
1123.5 |
1058.5 |
1076.5 |
-57.2 |
241 |
6,856 |
+80 |
Jul09 |
090112 |
1126.5 |
1126.5 |
1060.0 |
1077.7 |
-57.2 |
316 |
9,529 |
+64 |
Sep09 |
090112 |
1078.6 |
1078.6 |
1078.6 |
1078.6 |
-57.3 |
100 |
3,242 |
+67 |
Dec09 |
090112 |
1125.0 |
1125.0 |
1060.0 |
1080.0 |
-57.3 |
192 |
7,943 |
+141 |
Mar10 |
090112 |
1081.3 |
1081.3 |
1081.3 |
1081.3 |
-57.4 |
100 |
693 |
+0 |
May10 |
090112 |
1082.1 |
1082.1 |
1082.1 |
1082.1 |
-57.4 |
8 |
1 |
+0 |
Total Volume and Open Interest |
20,193 |
86,202 |
-282 |
Platinum(NYMEX) |
Jan09 |
090112 |
998.5 |
998.5 |
964.0 |
968.4 |
-32.1 |
|
|
|
Apr09 |
090112 |
1009.9 |
1009.9 |
955.0 |
973.9 |
-31.6 |
1,483 |
17,977 |
+169 |
Jul09 |
090112 |
980.0 |
980.0 |
967.5 |
978.9 |
-31.6 |
|
|
|
Total Volume and Open Interest |
1,734 |
18,515 |
-69 |
Palladium(NYMEX) |
Mar09 |
090112 |
191.90 |
196.25 |
184.10 |
187.15 |
-4.75 |
1,037 |
11,980 |
-71 |
Jun09 |
090112 |
192.90 |
193.65 |
186.90 |
193.65 |
+0.75 |
|
|
|
Total Volume and Open Interest |
367 |
12,426 |
+87 |
Copper(CMX) |
Mar09 |
090112 |
154.95 |
159.60 |
145.50 |
148.85 |
-7.10 |
18,041 |
53,724 |
+2,327 |
May09 |
090112 |
156.00 |
160.00 |
146.80 |
150.25 |
-7.10 |
3,270 |
11,014 |
+1,406 |
Jul09 |
090112 |
148.30 |
151.20 |
148.00 |
151.00 |
-7.05 |
451 |
2,785 |
+132 |
Sep09 |
090112 |
148.75 |
151.50 |
148.75 |
151.50 |
-7.05 |
168 |
1,757 |
+28 |
Dec09 |
090112 |
156.55 |
156.55 |
149.00 |
151.95 |
-7.00 |
135 |
2,151 |
+85 |
Total Volume and Open Interest |
19,769 |
76,971 |
-56 |
Aluminum(CMX) |
Jan09 |
090112 |
0.70 |
0.70 |
0.70 |
0.70 |
-71.60 |
|
|
|
Feb09 |
090112 |
0.71 |
0.71 |
0.71 |
0.71 |
-72.34 |
|
|
|
Mar09 |
090112 |
0.72 |
0.72 |
0.72 |
0.72 |
-73.08 |
|
|
|
Apr09 |
090112 |
0.73 |
0.73 |
0.73 |
0.73 |
-73.82 |
|
|
|
May09 |
080724 |
141.85 |
141.85 |
141.85 |
141.85 |
unch |
|
|
|
Jun09 |
080724 |
142.35 |
142.35 |
142.35 |
142.35 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
DJIA Index(CBOT) |
Mar09 |
090112 |
8540 |
8540 |
8370 |
8444 |
-79 |
983 |
11,771 |
+58 |
Jun09 |
090112 |
8462 |
8482 |
8402 |
8402 |
-80 |
10 |
27 |
+10 |
Sep09 |
090112 |
8343 |
8423 |
8343 |
8343 |
-80 |
|
|
|
Dec09 |
090112 |
8303 |
8383 |
8303 |
8303 |
-80 |
|
|
|
Total Volume and Open Interest |
1,344 |
11,730 |
+27 |
S & P 500(CME) |
Mar09 |
090112 |
884.00 |
885.50 |
860.00 |
868.10 |
-17.40 |
19,331 |
488,754 |
+5,328 |
Jun09 |
090112 |
872.50 |
883.20 |
857.20 |
864.50 |
-17.70 |
166 |
9,925 |
+123 |
Sep09 |
090112 |
860.70 |
879.70 |
853.70 |
860.70 |
-18.00 |
5 |
583 |
+5 |
Dec09 |
090112 |
857.70 |
876.70 |
850.70 |
857.70 |
-18.00 |
1 |
24 |
+0 |
Total Volume and Open Interest |
28,535 |
493,830 |
+3,908 |
S & P 500 E-Mini(Globex) |
Mar09 |
090112 |
885.00 |
885.50 |
860.25 |
868.00 |
-23.75 |
2,052,723 |
2,404,350 |
+31,125 |
Jun09 |
090112 |
879.00 |
884.75 |
857.25 |
864.50 |
-29.50 |
4,134 |
20,999 |
+3,627 |
Total Volume and Open Interest |
1,780,398 |
2,390,934 |
+13,230 |
NASDAQ 100(CME) |
Mar09 |
090112 |
1213.80 |
1225.50 |
1186.00 |
1206.00 |
-15.50 |
3,288 |
22,156 |
+747 |
Jun09 |
090112 |
1206.80 |
1206.80 |
1203.30 |
1206.80 |
-15.50 |
0 |
9 |
+0 |
Sep09 |
090112 |
1207.00 |
1207.00 |
1203.50 |
1207.00 |
-15.50 |
|
|
|
Total Volume and Open Interest |
2,186 |
21,418 |
+265 |
NASDAQ 100 E-Mini(Globex) |
Mar09 |
090112 |
1224.00 |
1225.80 |
1186.30 |
1206.00 |
-15.50 |
245,200 |
238,098 |
+12,114 |
Jun09 |
090112 |
1214.80 |
1224.50 |
1188.00 |
1206.80 |
-15.50 |
11 |
1,660 |
+1 |
Total Volume and Open Interest |
256,858 |
227,662 |
-1,528 |
S & P Midcap 400(CME) |
Mar09 |
090112 |
526.80 |
530.00 |
509.50 |
514.30 |
-12.50 |
46 |
3,639 |
+5 |
Jun09 |
090112 |
514.30 |
514.30 |
513.80 |
514.30 |
-12.50 |
|
|
|
Sep09 |
090112 |
519.30 |
519.30 |
518.80 |
519.30 |
-12.50 |
|
|
|
Total Volume and Open Interest |
118 |
3,634 |
-70 |
Russell 2000(CME) |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar09 |
090109 |
8945 |
8970 |
8780 |
8845 |
-25 |
65,948 |
159,747 |
+5,653 |
Jun09 |
090109 |
8765 |
8765 |
8765 |
8765 |
-25 |
0 |
160 |
+0 |
Total Volume and Open Interest |
67,039 |
161,828 |
+6,744 |
Nikkei 225(SGX) |
Mar09 |
090109 |
8945 |
8970 |
8780 |
8845 |
-25 |
65,948 |
159,747 |
+5,653 |
Jun09 |
090109 |
8765 |
8765 |
8765 |
8765 |
-25 |
0 |
160 |
+0 |
Sep09 |
090109 |
8770 |
8770 |
8770 |
8770 |
-25 |
0 |
68 |
+0 |
Total Volume and Open Interest |
67,039 |
161,828 |
+6,744 |
CAC 40(EURONEXT) |
Jan09 |
090112 |
3280.5 |
3307.5 |
3231.5 |
3247.5 |
-56.0 |
114,101 |
329,744 |
+6,270 |
Feb09 |
090112 |
3280.5 |
3308.5 |
3238.0 |
3252.0 |
-56.0 |
1,065 |
1,215 |
+844 |
Mar09 |
090112 |
3285.0 |
3310.5 |
3240.5 |
3254.5 |
-56.0 |
374 |
26,212 |
-45 |
Total Volume and Open Interest |
92,687 |
351,779 |
-2,215 |
Hang Seng Index(HKFE) |
Jan09 |
090112 |
14261 |
14320 |
13877 |
14020 |
-241 |
6,516 |
6,762 |
-1,028 |
Feb09 |
090112 |
14258 |
14258 |
13880 |
14025 |
-249 |
47 |
79 |
-10 |
Mar09 |
090112 |
14260 |
14260 |
13829 |
13963 |
-250 |
22 |
613 |
+400 |
Total Volume and Open Interest |
6,586 |
7,486 |
-618 |
DAX(EUREX) |
Mar09 |
090112 |
4765.0 |
4809.0 |
4673.5 |
4739.0 |
-74.0 |
144,801 |
140,163 |
+5,588 |
Jun09 |
090112 |
4783.0 |
4815.0 |
4702.5 |
4757.0 |
-75.5 |
576 |
10,796 |
-130 |
Sep09 |
090112 |
4799.0 |
4828.0 |
4718.5 |
4771.5 |
-76.0 |
188 |
495 |
-10 |
Total Volume and Open Interest |
131,702 |
146,006 |
+2,278 |
FT-SE 100(EURONEXT) |
Mar09 |
090112 |
4405.00 |
4443.00 |
4332.50 |
4402.00 |
-28.50 |
97,251 |
715,570 |
-14,885 |
Jun09 |
090112 |
4342.50 |
4360.00 |
4342.50 |
4360.00 |
-30.00 |
24 |
854 |
+20 |
Sep09 |
090112 |
4333.00 |
4333.00 |
4333.00 |
4333.00 |
-31.50 |
|
|
|
Total Volume and Open Interest |
119,011 |
731,289 |
+37,340 |
SPI 200(SFE) |
Mar09 |
090112 |
3698.0 |
3713.0 |
3608.0 |
3675.0 |
-25.0 |
13,854 |
320,443 |
-1,067 |
Jun09 |
090112 |
3649.0 |
3673.0 |
3649.0 |
3673.0 |
-23.0 |
1 |
2,705 |
-16 |
Sep09 |
090112 |
3624.0 |
3624.0 |
3624.0 |
3624.0 |
-23.0 |
1 |
981 |
-1 |
Total Volume and Open Interest |
15,490 |
324,410 |
-1,085 |
GSCI(CME) |
Jan09 |
090112 |
330.00 |
340.25 |
324.50 |
325.50 |
-18.70 |
2,529 |
10,076 |
-2,139 |
Feb09 |
090112 |
348.00 |
350.50 |
344.00 |
345.00 |
-17.00 |
2,422 |
4,679 |
+2,302 |
Mar09 |
090112 |
359.00 |
374.05 |
359.00 |
359.00 |
-15.00 |
217 |
0 |
+0 |
Total Volume and Open Interest |
4,932 |
14,592 |
+29 |
Reuters CCI(ICE) |
Feb09 |
090112 |
361.00 |
370.50 |
354.50 |
355.50 |
-15.00 |
15 |
28 |
+1 |
Apr09 |
090112 |
369.55 |
377.50 |
362.50 |
362.50 |
-15.00 |
1,202 |
1,034 |
+5 |
Jun09 |
090112 |
246.90 |
246.90 |
246.90 |
246.90 |
-139.60 |
1 |
401 |
-1 |
Total Volume and Open Interest |
0 |
4 |
+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. |
|
|