 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Wed January 14, 2009 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan09 |
090114 |
979.00 |
987.25 |
962.00 |
978.00 |
+8.50 |
1,750 |
844 |
+0 |
Mar09 |
090114 |
975.50 |
990.00 |
961.50 |
971.50 |
unch |
104,854 |
160,604 |
+0 |
May09 |
090114 |
983.75 |
999.00 |
969.75 |
980.25 |
-0.50 |
14,827 |
34,295 |
+0 |
Jul09 |
090114 |
1002.25 |
1007.50 |
979.50 |
990.00 |
-1.00 |
17,732 |
32,811 |
+0 |
Aug09 |
090114 |
983.25 |
990.00 |
983.00 |
989.00 |
-1.00 |
293 |
1,803 |
+0 |
Sep09 |
090114 |
990.25 |
992.25 |
965.00 |
972.00 |
-3.50 |
302 |
1,119 |
+0 |
Nov09 |
090114 |
961.75 |
976.00 |
943.00 |
955.25 |
-7.25 |
13,423 |
42,584 |
+0 |
Total Volume and Open Interest |
153,439 |
280,571 |
-1,668 |
Soybean Meal(CBOT) |
Jan09 |
090114 |
298.00 |
299.00 |
291.30 |
296.00 |
-0.30 |
1,414 |
468 |
+0 |
Mar09 |
090114 |
295.70 |
300.70 |
293.50 |
297.00 |
+2.00 |
34,526 |
56,526 |
+0 |
May09 |
090114 |
298.10 |
302.30 |
295.10 |
298.60 |
+2.20 |
3,519 |
20,243 |
+0 |
Jul09 |
090114 |
300.90 |
303.90 |
297.50 |
301.30 |
+2.30 |
2,015 |
16,843 |
+0 |
Aug09 |
090114 |
302.50 |
303.00 |
300.50 |
300.60 |
+1.80 |
337 |
4,985 |
+0 |
Sep09 |
090114 |
297.80 |
298.70 |
295.60 |
295.60 |
+0.60 |
221 |
3,715 |
+0 |
Oct09 |
090114 |
288.50 |
288.50 |
285.60 |
285.60 |
+0.10 |
122 |
2,194 |
+0 |
Dec09 |
090114 |
286.70 |
288.00 |
281.30 |
284.60 |
-0.40 |
1,725 |
10,511 |
+0 |
Total Volume and Open Interest |
43,935 |
116,079 |
-2,189 |
Soybean Oil(CBOT) |
Jan09 |
090114 |
35.10 |
35.10 |
33.95 |
34.00 |
-0.60 |
2,433 |
1,267 |
+0 |
Mar09 |
090114 |
34.83 |
35.39 |
33.64 |
34.05 |
-0.78 |
43,736 |
104,682 |
+0 |
May09 |
090114 |
35.54 |
35.68 |
34.07 |
34.43 |
-0.78 |
6,453 |
30,493 |
+0 |
Jul09 |
090114 |
35.95 |
36.09 |
34.44 |
34.80 |
-0.79 |
3,275 |
25,775 |
+0 |
Aug09 |
090114 |
35.29 |
35.34 |
34.63 |
34.99 |
-0.79 |
221 |
5,510 |
+0 |
Sep09 |
090114 |
35.44 |
35.58 |
35.15 |
35.17 |
-0.79 |
360 |
3,915 |
+0 |
Oct09 |
090114 |
35.60 |
35.60 |
35.34 |
35.34 |
-0.80 |
252 |
3,987 |
+0 |
Dec09 |
090114 |
36.71 |
36.79 |
35.41 |
35.63 |
-0.80 |
1,594 |
18,516 |
+0 |
Total Volume and Open Interest |
58,404 |
199,959 |
+3,675 |
Canola(WCE) |
Jan09 |
090114 |
435.9 |
435.9 |
435.9 |
435.9 |
+7.7 |
1 |
2 |
+0 |
Mar09 |
090114 |
430.1 |
438.0 |
426.7 |
435.9 |
+7.7 |
7,479 |
66,692 |
+0 |
May09 |
090114 |
437.9 |
445.2 |
435.0 |
443.0 |
+6.7 |
480 |
6,510 |
+0 |
Jul09 |
090114 |
444.9 |
452.0 |
442.5 |
449.7 |
+5.7 |
294 |
5,072 |
+0 |
Nov09 |
090114 |
452.2 |
460.4 |
451.6 |
456.7 |
+4.4 |
142 |
7,034 |
+0 |
Total Volume and Open Interest |
8,411 |
85,525 |
-1,931 |
Corn(CBOT) |
Mar09 |
090114 |
364.75 |
369.50 |
358.75 |
366.50 |
+4.00 |
77,022 |
346,176 |
+0 |
May09 |
090114 |
375.00 |
380.50 |
369.75 |
377.50 |
+4.25 |
17,530 |
110,796 |
+0 |
Jul09 |
090114 |
385.50 |
390.75 |
380.00 |
387.75 |
+4.25 |
10,487 |
124,283 |
+0 |
Sep09 |
090114 |
396.00 |
400.75 |
390.75 |
398.00 |
+4.50 |
2,217 |
31,099 |
+0 |
Dec09 |
090114 |
411.25 |
414.50 |
404.00 |
411.50 |
+4.50 |
11,376 |
147,925 |
+0 |
Mar10 |
090114 |
425.75 |
445.50 |
417.00 |
424.75 |
+4.25 |
708 |
11,053 |
+0 |
Total Volume and Open Interest |
120,685 |
807,939 |
+3,093 |
Wheat(CBOT) |
Mar09 |
090114 |
574.75 |
581.25 |
560.50 |
574.25 |
+3.50 |
40,154 |
129,346 |
+0 |
May09 |
090114 |
585.50 |
593.50 |
573.50 |
587.00 |
+3.50 |
5,772 |
31,380 |
+0 |
Jul09 |
090114 |
598.75 |
605.00 |
584.75 |
598.00 |
+2.75 |
6,758 |
54,180 |
+0 |
Sep09 |
090114 |
615.50 |
623.50 |
606.00 |
619.25 |
+3.25 |
324 |
17,078 |
+0 |
Dec09 |
090114 |
643.00 |
644.50 |
627.00 |
640.25 |
+4.50 |
4,381 |
25,226 |
+0 |
Total Volume and Open Interest |
57,667 |
264,674 |
-661 |
Wheat(KCBT) |
Mar09 |
090114 |
598.50 |
608.50 |
589.50 |
600.00 |
+3.00 |
9,059 |
37,087 |
-1,869 |
May09 |
090114 |
615.75 |
618.50 |
601.25 |
611.25 |
+3.00 |
872 |
11,670 |
+0 |
Jul09 |
090114 |
625.25 |
628.75 |
610.75 |
621.25 |
+3.00 |
1,182 |
19,500 |
+0 |
Sep09 |
090114 |
628.75 |
637.25 |
621.50 |
632.25 |
+3.25 |
183 |
3,826 |
+0 |
Dec09 |
090114 |
643.00 |
655.50 |
639.25 |
649.00 |
+3.25 |
350 |
8,443 |
+0 |
Total Volume and Open Interest |
11,699 |
82,094 |
-2,834 |
Wheat(MGE) |
Mar09 |
090114 |
640.00 |
648.00 |
633.00 |
641.75 |
+4.75 |
2,708 |
9,136 |
-870 |
May09 |
090114 |
644.00 |
646.75 |
632.75 |
638.75 |
+2.50 |
824 |
8,341 |
+121 |
Jul09 |
090114 |
639.75 |
650.75 |
635.50 |
641.00 |
-0.50 |
258 |
3,401 |
-14 |
Sep09 |
090114 |
650.50 |
657.25 |
642.75 |
652.00 |
+2.50 |
187 |
3,655 |
-28 |
Dec09 |
090114 |
663.00 |
671.00 |
654.75 |
661.75 |
-1.50 |
212 |
2,406 |
+26 |
Total Volume and Open Interest |
4,206 |
27,110 |
-759 |
Oats(CBOT) |
Mar09 |
090114 |
212.75 |
217.50 |
210.25 |
216.00 |
+7.00 |
1,527 |
6,938 |
+0 |
May09 |
090114 |
221.00 |
226.25 |
218.50 |
225.50 |
+7.00 |
101 |
3,099 |
+0 |
Jul09 |
090114 |
232.00 |
235.00 |
228.00 |
235.00 |
+7.00 |
9 |
2,800 |
+0 |
Sep09 |
090114 |
244.50 |
244.50 |
237.50 |
244.50 |
+7.00 |
1 |
3 |
+0 |
Total Volume and Open Interest |
1,650 |
16,615 |
+680 |
Rough Rice(CBOT) |
Jan09 |
090114 |
13.80 |
13.85 |
13.80 |
13.83 |
+0.12 |
19 |
121 |
+0 |
Mar09 |
090114 |
13.55 |
13.82 |
13.43 |
13.47 |
-0.18 |
339 |
4,546 |
+0 |
May09 |
090114 |
13.80 |
13.98 |
13.61 |
13.61 |
-0.18 |
88 |
573 |
+0 |
Jul09 |
090114 |
13.92 |
13.92 |
13.77 |
13.77 |
-0.21 |
8 |
186 |
+0 |
Total Volume and Open Interest |
477 |
5,913 |
-135 |
Live Cattle(CME) |
Feb09 |
090114 |
84.400 |
84.700 |
82.250 |
83.350 |
-0.730 |
22,826 |
68,163 |
+0 |
Apr09 |
090114 |
87.680 |
87.930 |
85.430 |
86.830 |
-0.750 |
20,538 |
72,341 |
+0 |
Jun09 |
090114 |
86.150 |
86.350 |
84.000 |
85.700 |
-0.300 |
4,405 |
36,819 |
+0 |
Aug09 |
090114 |
86.480 |
86.700 |
84.750 |
86.250 |
-0.230 |
4,636 |
15,935 |
+0 |
Oct09 |
090114 |
89.800 |
89.950 |
88.600 |
89.350 |
-0.400 |
1,148 |
6,707 |
+0 |
Dec09 |
090114 |
91.830 |
91.830 |
90.500 |
91.300 |
-0.400 |
353 |
3,084 |
+0 |
Total Volume and Open Interest |
54,068 |
203,936 |
-4,394 |
Feeder Cattle(CME) |
Jan09 |
090114 |
96.385 |
96.400 |
94.035 |
95.700 |
-0.650 |
460 |
2,718 |
+0 |
Mar09 |
090114 |
94.900 |
95.150 |
92.750 |
94.635 |
-0.265 |
1,905 |
11,610 |
+0 |
Apr09 |
090114 |
96.580 |
96.635 |
94.400 |
96.230 |
-0.220 |
426 |
3,019 |
+0 |
May09 |
090114 |
97.750 |
97.800 |
95.800 |
97.430 |
-0.400 |
409 |
2,198 |
+0 |
Aug09 |
090114 |
99.000 |
99.100 |
97.800 |
98.900 |
-0.635 |
195 |
1,138 |
+0 |
Sep09 |
090114 |
98.300 |
99.000 |
98.250 |
98.750 |
-0.850 |
14 |
135 |
+0 |
Oct09 |
090114 |
98.750 |
98.900 |
98.100 |
98.550 |
-0.650 |
1 |
45 |
+0 |
Total Volume and Open Interest |
3,410 |
20,893 |
+306 |
Lean Hogs(CME) |
Feb09 |
090114 |
61.450 |
61.485 |
58.450 |
59.930 |
-1.520 |
19,960 |
41,675 |
+0 |
Apr09 |
090114 |
67.250 |
67.300 |
64.285 |
66.700 |
-0.585 |
16,425 |
46,272 |
+0 |
May09 |
090114 |
77.150 |
78.500 |
75.830 |
78.200 |
-0.630 |
23 |
1,798 |
+0 |
Jun09 |
090114 |
79.200 |
79.200 |
76.650 |
79.035 |
-0.615 |
4,947 |
32,573 |
+0 |
Jul09 |
090114 |
79.400 |
79.635 |
77.200 |
79.430 |
-0.470 |
1,250 |
6,538 |
+0 |
Aug09 |
090114 |
77.300 |
77.350 |
75.100 |
77.285 |
-0.295 |
592 |
4,820 |
+0 |
Oct09 |
090114 |
69.930 |
70.500 |
68.600 |
70.400 |
-0.030 |
319 |
3,402 |
+0 |
Dec09 |
090114 |
67.635 |
67.900 |
66.700 |
67.750 |
-0.475 |
64 |
1,046 |
+0 |
Total Volume and Open Interest |
43,580 |
138,288 |
-3,958 |
Pork Bellies(CME) |
Feb09 |
090114 |
85.000 |
85.950 |
82.600 |
85.050 |
+0.050 |
181 |
569 |
+0 |
Mar09 |
090114 |
84.000 |
84.730 |
82.800 |
84.100 |
-0.535 |
62 |
155 |
+0 |
May09 |
090114 |
85.200 |
86.400 |
84.200 |
86.100 |
unch |
1 |
230 |
+0 |
Jul09 |
090114 |
84.635 |
84.700 |
84.635 |
84.635 |
+0.085 |
0 |
143 |
+0 |
Aug09 |
090114 |
87.250 |
87.250 |
87.250 |
87.250 |
unch |
0 |
2 |
+0 |
Total Volume and Open Interest |
244 |
1,099 |
-89 |
Class III Milk(CME) |
Jan09 |
090114 |
10.72 |
10.76 |
10.72 |
10.72 |
-0.04 |
46 |
4,602 |
+0 |
Feb09 |
090114 |
9.67 |
9.67 |
9.45 |
9.45 |
-0.26 |
207 |
4,402 |
+0 |
Mar09 |
090114 |
10.05 |
10.06 |
9.85 |
9.87 |
-0.24 |
191 |
3,965 |
+0 |
Apr09 |
090114 |
10.73 |
10.73 |
10.37 |
10.37 |
-0.37 |
158 |
3,206 |
+0 |
May09 |
090114 |
11.20 |
11.21 |
10.87 |
10.90 |
-0.35 |
126 |
3,127 |
+0 |
Total Volume and Open Interest |
1,129 |
36,776 |
+516 |
Cocoa(ICE) |
Mar09 |
090114 |
2498 |
2542 |
2367 |
2398 |
-87 |
14,929 |
58,184 |
+0 |
May09 |
090114 |
2480 |
2545 |
2376 |
2406 |
-82 |
4,206 |
28,449 |
+0 |
Jul09 |
090114 |
2525 |
2533 |
2375 |
2398 |
-82 |
1,353 |
13,409 |
+0 |
Sep09 |
090114 |
2502 |
2510 |
2359 |
2376 |
-80 |
294 |
7,594 |
+0 |
Dec09 |
090114 |
2465 |
2467 |
2324 |
2339 |
-78 |
467 |
10,797 |
+0 |
Mar10 |
090114 |
2426 |
2428 |
2295 |
2308 |
-71 |
70 |
2,862 |
+0 |
May10 |
090114 |
2400 |
2400 |
2301 |
2301 |
-71 |
1 |
1,571 |
+0 |
Total Volume and Open Interest |
21,320 |
123,133 |
+2,974 |
Coffee "C"(ICE) |
Mar09 |
090114 |
115.80 |
116.65 |
114.35 |
114.65 |
-0.10 |
8,213 |
72,343 |
+0 |
May09 |
090114 |
117.70 |
118.70 |
116.50 |
116.70 |
-0.10 |
1,451 |
28,764 |
+0 |
Jul09 |
090114 |
120.15 |
120.45 |
118.60 |
118.75 |
-0.20 |
601 |
8,726 |
+0 |
Sep09 |
090114 |
121.85 |
122.30 |
120.55 |
120.65 |
-0.25 |
90 |
4,787 |
+0 |
Dec09 |
090114 |
124.80 |
125.10 |
123.35 |
123.55 |
-0.25 |
35 |
7,555 |
+0 |
Mar10 |
090114 |
127.50 |
127.50 |
126.20 |
126.25 |
-0.25 |
43 |
3,884 |
+0 |
Total Volume and Open Interest |
10,438 |
127,223 |
-1,470 |
Orange Juice(ICE) |
Mar09 |
090114 |
76.00 |
76.50 |
73.70 |
74.10 |
-1.45 |
956 |
22,430 |
+0 |
May09 |
090114 |
79.25 |
79.25 |
77.50 |
77.75 |
-1.25 |
304 |
3,062 |
+0 |
Jul09 |
090114 |
83.40 |
83.40 |
81.00 |
81.80 |
-0.95 |
40 |
1,457 |
+0 |
Sep09 |
090114 |
87.45 |
87.45 |
85.05 |
85.80 |
-1.10 |
50 |
471 |
+0 |
Nov09 |
090114 |
89.45 |
89.45 |
89.45 |
89.45 |
-1.10 |
25 |
146 |
+0 |
Jan10 |
090114 |
92.45 |
92.45 |
92.45 |
92.45 |
-1.10 |
0 |
77 |
+0 |
Total Volume and Open Interest |
1,375 |
27,872 |
+81 |
Sugar #11(ICE) |
Mar09 |
090114 |
11.61 |
11.79 |
11.32 |
11.43 |
-0.10 |
50,368 |
238,890 |
+0 |
May09 |
090114 |
12.05 |
12.25 |
11.81 |
11.89 |
-0.12 |
13,346 |
106,861 |
+0 |
Jul09 |
090114 |
12.45 |
12.64 |
12.20 |
12.24 |
-0.19 |
6,243 |
121,015 |
+0 |
Oct09 |
090114 |
12.95 |
13.19 |
12.80 |
12.83 |
-0.17 |
1,634 |
71,999 |
+0 |
Mar10 |
090114 |
13.85 |
13.94 |
13.53 |
13.56 |
-0.18 |
1,416 |
52,735 |
+0 |
Total Volume and Open Interest |
74,028 |
657,493 |
-10,234 |
Sugar #14(ICE) |
Mar09 |
090114 |
20.25 |
20.25 |
20.13 |
20.19 |
+0.02 |
24 |
2,388 |
+0 |
May09 |
090114 |
20.70 |
20.80 |
20.70 |
20.72 |
+0.08 |
5 |
2,727 |
+0 |
Jul09 |
090114 |
20.85 |
21.00 |
20.85 |
20.90 |
+0.16 |
10 |
1,868 |
+0 |
Sep09 |
090114 |
20.91 |
21.00 |
20.90 |
20.98 |
-0.01 |
0 |
937 |
+0 |
Total Volume and Open Interest |
39 |
7,920 |
+5 |
London Cocoa(LCE) |
Mar09 |
090114 |
1812 |
1854 |
1749 |
1751 |
-47 |
16,063 |
69,905 |
+0 |
May09 |
090114 |
1778 |
1812 |
1720 |
1721 |
-43 |
5,008 |
42,357 |
+0 |
Jul09 |
090114 |
1770 |
1796 |
1710 |
1710 |
-48 |
992 |
31,512 |
+0 |
Sep09 |
090114 |
1778 |
1780 |
1694 |
1700 |
-45 |
609 |
11,893 |
+0 |
Dec09 |
090114 |
1685 |
1685 |
1650 |
1650 |
-40 |
383 |
14,577 |
+0 |
Mar10 |
090114 |
1690 |
1690 |
1600 |
1600 |
-49 |
390 |
2,230 |
+0 |
May10 |
090114 |
1606 |
1606 |
1606 |
1606 |
-49 |
0 |
12 |
+0 |
Total Volume and Open Interest |
23,445 |
172,486 |
+1,529 |
London Coffee(LCE) |
Jan09 |
090114 |
1930.00 |
1986.00 |
1930.00 |
1950.00 |
-9.00 |
251 |
13,932 |
+0 |
Total Volume and Open Interest |
251 |
13,932 |
-270 |
London Sugar(LCE) |
Mar09 |
090114 |
328.20 |
331.50 |
321.40 |
324.60 |
-1.20 |
3,039 |
25,261 |
+0 |
May09 |
090114 |
336.00 |
338.00 |
328.90 |
331.50 |
-1.80 |
818 |
13,679 |
+0 |
Aug09 |
090114 |
345.00 |
346.60 |
337.50 |
338.80 |
-3.00 |
163 |
7,928 |
+0 |
Oct09 |
090114 |
353.50 |
354.40 |
345.80 |
346.80 |
-4.20 |
120 |
3,405 |
+0 |
Dec09 |
090114 |
362.60 |
362.60 |
354.70 |
355.60 |
-4.50 |
0 |
990 |
+0 |
Total Volume and Open Interest |
4,140 |
51,936 |
-46 |
Cotton(ICE) |
Mar09 |
090114 |
46.37 |
47.11 |
45.58 |
46.00 |
-0.23 |
13,163 |
70,879 |
+0 |
May09 |
090114 |
47.36 |
47.82 |
46.44 |
46.90 |
-0.19 |
2,962 |
21,100 |
+0 |
Jul09 |
090114 |
48.69 |
48.69 |
47.75 |
48.15 |
-0.25 |
1,224 |
18,503 |
+0 |
Oct09 |
090114 |
51.30 |
51.30 |
50.50 |
50.70 |
-0.50 |
31 |
261 |
+0 |
Dec09 |
090114 |
53.00 |
53.00 |
52.22 |
52.39 |
-0.26 |
854 |
16,464 |
+0 |
Mar10 |
090114 |
56.23 |
56.23 |
55.79 |
55.79 |
-0.26 |
5 |
196 |
+0 |
Total Volume and Open Interest |
18,273 |
129,189 |
-202 |
Lumber(CME) |
Jan09 |
090114 |
155.8 |
155.8 |
138.2 |
139.0 |
-17.3 |
122 |
333 |
+0 |
Mar09 |
090114 |
173.9 |
173.9 |
165.7 |
165.7 |
-10.0 |
493 |
5,427 |
+0 |
May09 |
090114 |
190.0 |
190.0 |
181.9 |
181.9 |
-10.0 |
143 |
1,611 |
+0 |
Jul09 |
090114 |
203.2 |
204.6 |
196.9 |
197.2 |
-9.1 |
18 |
425 |
+0 |
Total Volume and Open Interest |
777 |
7,944 |
+27 |
Crude Oil(NYM) |
Feb09 |
090114 |
38.72 |
39.45 |
35.52 |
37.28 |
-0.50 |
272,828 |
151,026 |
+0 |
Mar09 |
090114 |
45.15 |
45.92 |
42.52 |
44.19 |
-0.58 |
174,619 |
276,646 |
+0 |
Apr09 |
090114 |
48.40 |
49.37 |
46.60 |
48.28 |
-0.09 |
47,894 |
78,378 |
+0 |
May09 |
090114 |
50.80 |
51.24 |
49.05 |
50.71 |
-0.12 |
21,532 |
48,568 |
+0 |
Jun09 |
090114 |
52.63 |
53.36 |
50.66 |
52.42 |
-0.12 |
25,750 |
107,931 |
+0 |
Jul09 |
090114 |
54.06 |
54.70 |
51.99 |
53.83 |
-0.11 |
8,267 |
46,795 |
+0 |
Aug09 |
090114 |
54.50 |
55.11 |
53.83 |
54.86 |
-0.13 |
3,841 |
26,907 |
+0 |
Sep09 |
090114 |
55.93 |
55.93 |
54.30 |
55.77 |
-0.13 |
3,402 |
19,169 |
+0 |
Oct09 |
090114 |
56.80 |
56.80 |
55.84 |
56.65 |
-0.10 |
2,833 |
19,452 |
+0 |
Nov09 |
090114 |
56.98 |
57.51 |
56.50 |
57.51 |
-0.07 |
3,150 |
16,904 |
+0 |
Dec09 |
090114 |
58.52 |
59.09 |
56.50 |
58.36 |
-0.05 |
13,420 |
95,136 |
+0 |
Jan10 |
090114 |
58.40 |
59.14 |
57.54 |
59.14 |
-0.06 |
1,209 |
19,244 |
+0 |
Feb10 |
090114 |
59.15 |
59.91 |
58.27 |
59.91 |
-0.07 |
480 |
10,319 |
+0 |
Mar10 |
090114 |
60.64 |
60.64 |
60.64 |
60.64 |
-0.08 |
124 |
13,308 |
+0 |
Apr10 |
090114 |
59.68 |
61.31 |
59.38 |
61.31 |
-0.08 |
46 |
3,379 |
+0 |
May10 |
090114 |
61.93 |
61.93 |
61.93 |
61.93 |
-0.08 |
121 |
3,981 |
+0 |
Total Volume and Open Interest |
591,402 |
1,212,068 |
-10,161 |
e-miNY Crude Oil(NYM) |
Jan09 |
081218 |
40.200 |
40.900 |
36.050 |
36.225 |
-3.825 |
13,316 |
6,211 |
-84 |
Feb09 |
090113 |
37.600 |
39.500 |
36.100 |
37.775 |
+0.175 |
12,535 |
7,770 |
-585 |
Mar09 |
090114 |
45.050 |
45.900 |
42.550 |
44.200 |
-0.575 |
1,412 |
2,440 |
+0 |
Apr09 |
090114 |
48.775 |
49.200 |
46.650 |
48.275 |
-0.100 |
391 |
327 |
+0 |
May09 |
090114 |
50.850 |
51.350 |
49.400 |
50.700 |
-0.125 |
143 |
134 |
+0 |
Jun09 |
090114 |
52.900 |
52.900 |
51.200 |
52.425 |
-0.125 |
9 |
43 |
+0 |
Jul09 |
090114 |
53.825 |
53.825 |
53.825 |
53.825 |
-0.125 |
1 |
6 |
+0 |
Aug09 |
090114 |
54.850 |
54.850 |
54.850 |
54.850 |
-0.150 |
0 |
1 |
+0 |
Sep09 |
090114 |
55.775 |
55.775 |
55.775 |
55.775 |
-0.125 |
0 |
2 |
+0 |
Oct09 |
090114 |
56.650 |
56.650 |
56.650 |
56.650 |
-0.100 |
0 |
1 |
+0 |
Total Volume and Open Interest |
14,492 |
10,802 |
-413 |
Heating Oil(NYM) |
Feb09 |
090114 |
152.68 |
153.98 |
141.90 |
146.31 |
-5.10 |
36,563 |
39,524 |
+0 |
Mar09 |
090114 |
152.08 |
153.57 |
142.48 |
146.20 |
-5.06 |
18,724 |
40,776 |
+0 |
Apr09 |
090114 |
153.29 |
153.29 |
143.53 |
147.10 |
-4.41 |
7,890 |
25,272 |
+0 |
May09 |
090114 |
154.00 |
154.00 |
145.13 |
148.70 |
-3.81 |
3,958 |
19,272 |
+0 |
Jun09 |
090114 |
154.40 |
155.00 |
147.09 |
150.40 |
-3.51 |
4,091 |
24,029 |
+0 |
Jul09 |
090114 |
155.96 |
156.35 |
150.18 |
153.30 |
-3.41 |
1,948 |
11,008 |
+0 |
Aug09 |
090114 |
160.30 |
160.30 |
153.50 |
156.50 |
-3.41 |
1,251 |
5,546 |
+0 |
Sep09 |
090114 |
163.70 |
163.70 |
157.60 |
160.10 |
-3.26 |
990 |
9,121 |
+0 |
Oct09 |
090114 |
166.72 |
166.72 |
161.09 |
163.35 |
-3.16 |
500 |
4,691 |
+0 |
Nov09 |
090114 |
163.80 |
167.00 |
163.50 |
165.95 |
-2.96 |
392 |
2,761 |
+0 |
Dec09 |
090114 |
171.40 |
172.50 |
165.00 |
168.35 |
-2.81 |
1,754 |
15,519 |
+0 |
Jan10 |
090114 |
171.00 |
171.87 |
168.14 |
170.35 |
-2.71 |
534 |
4,303 |
+0 |
Total Volume and Open Interest |
79,766 |
229,330 |
+541 |
Gasoline(NYMEX) |
Feb09 |
090114 |
115.35 |
119.01 |
109.20 |
116.77 |
+1.88 |
31,622 |
51,026 |
-6,178 |
Mar09 |
090114 |
119.20 |
122.12 |
113.30 |
120.37 |
+1.43 |
23,858 |
52,681 |
+3,367 |
Apr09 |
090114 |
132.12 |
133.52 |
126.30 |
132.47 |
+0.33 |
12,170 |
21,360 |
-267 |
May09 |
090114 |
130.83 |
136.08 |
128.88 |
134.67 |
+0.13 |
6,193 |
13,250 |
+294 |
Jun09 |
090114 |
133.11 |
138.40 |
131.48 |
136.82 |
-0.07 |
7,004 |
14,900 |
+905 |
Jul09 |
090114 |
134.50 |
138.40 |
134.25 |
137.97 |
-0.27 |
3,172 |
9,505 |
+5 |
Aug09 |
090114 |
135.28 |
139.39 |
135.28 |
138.82 |
-0.37 |
2,821 |
5,257 |
-192 |
Sep09 |
090114 |
135.00 |
139.29 |
135.00 |
139.22 |
-0.47 |
2,572 |
6,365 |
+753 |
Oct09 |
090114 |
126.50 |
130.63 |
126.00 |
129.97 |
-0.47 |
682 |
3,549 |
+199 |
Nov09 |
090114 |
130.81 |
131.70 |
130.77 |
130.77 |
-0.47 |
218 |
1,410 |
-22 |
Total Volume and Open Interest |
90,833 |
194,262 |
-1,021 |
e-miNY RBOB Gasoline(NYM) |
Feb09 |
081230 |
93.28 |
93.28 |
93.28 |
93.28 |
+1.43 |
0 |
1 |
+1 |
Mar09 |
090114 |
120.37 |
120.37 |
120.37 |
120.37 |
+1.43 |
0 |
1 |
+0 |
Apr09 |
090114 |
132.47 |
132.47 |
132.47 |
132.47 |
+0.33 |
|
|
|
May09 |
090114 |
134.67 |
134.67 |
134.67 |
134.67 |
+0.13 |
|
|
|
Total Volume and Open Interest |
0 |
4 |
+0 |
Natural Gas(NYM) |
Feb09 |
090114 |
5.219 |
5.235 |
4.940 |
4.970 |
-0.214 |
47,932 |
73,134 |
+0 |
Mar09 |
090114 |
5.183 |
5.218 |
4.943 |
4.972 |
-0.189 |
21,588 |
110,333 |
+0 |
Apr09 |
090114 |
5.252 |
5.279 |
5.020 |
5.048 |
-0.179 |
10,995 |
66,563 |
+0 |
May09 |
090114 |
5.360 |
5.360 |
5.112 |
5.136 |
-0.179 |
5,977 |
44,006 |
+0 |
Jun09 |
090114 |
5.416 |
5.416 |
5.225 |
5.244 |
-0.179 |
1,802 |
29,740 |
+0 |
Jul09 |
090114 |
5.595 |
5.600 |
5.351 |
5.370 |
-0.178 |
1,606 |
25,255 |
+0 |
Aug09 |
090114 |
5.648 |
5.648 |
5.449 |
5.470 |
-0.178 |
682 |
21,831 |
+0 |
Sep09 |
090114 |
5.650 |
5.650 |
5.508 |
5.530 |
-0.176 |
892 |
17,917 |
+0 |
Oct09 |
090114 |
5.780 |
5.799 |
5.625 |
5.648 |
-0.174 |
2,771 |
35,822 |
+0 |
Nov09 |
090114 |
6.340 |
6.340 |
6.140 |
6.163 |
-0.164 |
395 |
16,281 |
+0 |
Dec09 |
090114 |
6.883 |
6.883 |
6.690 |
6.713 |
-0.159 |
527 |
27,384 |
+0 |
Jan10 |
090114 |
7.125 |
7.125 |
6.963 |
6.986 |
-0.161 |
1,232 |
21,744 |
+0 |
Feb10 |
090114 |
7.116 |
7.120 |
6.969 |
6.996 |
-0.161 |
145 |
8,800 |
+0 |
Mar10 |
090114 |
6.945 |
6.952 |
6.810 |
6.831 |
-0.156 |
320 |
20,496 |
+0 |
Apr10 |
090114 |
6.573 |
6.573 |
6.451 |
6.451 |
-0.146 |
221 |
17,721 |
+0 |
May10 |
090114 |
6.640 |
6.640 |
6.403 |
6.446 |
-0.141 |
64 |
9,800 |
+0 |
Total Volume and Open Interest |
97,992 |
696,213 |
-1,053 |
Brent Crude Oil(ICE) |
Feb09 |
090114 |
45.08 |
46.00 |
43.74 |
45.08 |
+0.25 |
84,478 |
45,454 |
+0 |
Mar09 |
090114 |
47.62 |
48.58 |
46.19 |
47.62 |
+0.18 |
112,991 |
157,015 |
+0 |
Apr09 |
090114 |
50.00 |
50.73 |
48.44 |
49.90 |
+0.17 |
68,393 |
89,173 |
+0 |
May09 |
090114 |
51.85 |
52.37 |
50.20 |
51.71 |
+0.20 |
19,410 |
29,037 |
+0 |
Jun09 |
090114 |
53.21 |
53.69 |
51.43 |
53.13 |
+0.22 |
8,982 |
45,768 |
+0 |
Jul09 |
090114 |
54.25 |
54.75 |
52.66 |
54.20 |
+0.18 |
2,480 |
16,184 |
+0 |
Aug09 |
090114 |
55.69 |
55.69 |
53.61 |
55.16 |
+0.14 |
2,185 |
14,950 |
+0 |
Sep09 |
090114 |
56.33 |
56.47 |
54.37 |
56.03 |
+0.12 |
1,836 |
12,735 |
+0 |
Oct09 |
090114 |
56.90 |
57.29 |
55.20 |
56.86 |
+0.11 |
1,478 |
9,857 |
+0 |
Nov09 |
090114 |
57.74 |
57.74 |
57.60 |
57.60 |
+0.08 |
1,222 |
11,729 |
+0 |
Dec09 |
090114 |
58.87 |
58.87 |
56.56 |
58.33 |
+0.07 |
7,276 |
54,751 |
+0 |
Jan10 |
090114 |
59.08 |
59.08 |
59.08 |
59.08 |
+0.07 |
433 |
9,333 |
+0 |
Feb10 |
090114 |
59.85 |
59.85 |
59.85 |
59.85 |
+0.11 |
127 |
6,315 |
+0 |
Mar10 |
090114 |
60.59 |
60.59 |
60.59 |
60.59 |
+0.15 |
50 |
3,041 |
+0 |
Total Volume and Open Interest |
314,415 |
612,469 |
-16,006 |
Gas Oil(ICE) |
Feb09 |
090114 |
479.25 |
484.75 |
452.25 |
463.25 |
-13.75 |
71,076 |
87,606 |
-2,059 |
Mar09 |
090114 |
484.50 |
488.50 |
457.00 |
470.00 |
-11.75 |
30,626 |
54,332 |
+6,307 |
Apr09 |
090114 |
489.75 |
494.00 |
464.25 |
478.00 |
-9.75 |
9,178 |
31,320 |
+2,409 |
May09 |
090114 |
497.25 |
499.50 |
473.50 |
485.75 |
-9.25 |
5,291 |
22,499 |
-71 |
Jun09 |
090114 |
505.75 |
507.50 |
483.25 |
495.50 |
-7.75 |
6,973 |
40,341 |
-372 |
Jul09 |
090114 |
515.75 |
516.50 |
494.25 |
506.25 |
-7.00 |
2,477 |
14,841 |
+320 |
Aug09 |
090114 |
525.50 |
526.50 |
504.50 |
509.25 |
-13.75 |
1,958 |
17,540 |
+293 |
Sep09 |
090114 |
534.00 |
535.00 |
513.75 |
518.50 |
-13.25 |
1,434 |
13,038 |
+219 |
Oct09 |
090114 |
540.75 |
542.75 |
522.00 |
528.00 |
-11.75 |
1,561 |
10,382 |
-51 |
Nov09 |
090114 |
546.50 |
548.00 |
528.00 |
534.00 |
-11.50 |
723 |
9,459 |
+189 |
Total Volume and Open Interest |
172,607 |
416,351 |
-225 |
Ethanol(CBOT) |
Jan09 |
090106 |
1.675 |
1.675 |
1.675 |
1.675 |
+0.044 |
2 |
72 |
+72 |
Feb09 |
090114 |
1.551 |
1.580 |
1.551 |
1.571 |
-0.011 |
8 |
353 |
-2 |
Mar09 |
090114 |
1.551 |
1.580 |
1.551 |
1.568 |
-0.004 |
10 |
282 |
+10 |
Apr09 |
090114 |
1.580 |
1.597 |
1.580 |
1.584 |
+0.012 |
12 |
379 |
+12 |
May09 |
090114 |
1.600 |
1.610 |
1.600 |
1.606 |
+0.002 |
0 |
201 |
+0 |
Jun09 |
090114 |
1.629 |
1.629 |
1.620 |
1.620 |
unch |
2 |
187 |
-7 |
Jul09 |
090114 |
1.653 |
1.653 |
1.650 |
1.650 |
unch |
2 |
194 |
+1 |
Aug09 |
090114 |
1.678 |
1.678 |
1.660 |
1.660 |
+0.010 |
2 |
215 |
+2 |
Total Volume and Open Interest |
84 |
2,864 |
+63 |
US Dollar Index(ICE) |
Mar09 |
090114 |
84.855 |
85.370 |
84.180 |
85.170 |
+0.175 |
2,562 |
11,474 |
+0 |
Jun09 |
090114 |
85.010 |
86.070 |
85.010 |
85.950 |
+0.385 |
5 |
2,418 |
+0 |
Sep09 |
090114 |
86.265 |
86.265 |
86.265 |
86.265 |
unch |
|
|
|
Total Volume and Open Interest |
2,567 |
13,892 |
-456 |
Australian Dollar(CME) |
Mar09 |
090114 |
66.26 |
67.74 |
65.43 |
65.69 |
-0.20 |
30,311 |
39,538 |
+0 |
Jun09 |
090114 |
66.18 |
67.29 |
65.21 |
65.34 |
-0.20 |
121 |
186 |
+0 |
Sep09 |
090114 |
65.01 |
65.21 |
65.01 |
65.01 |
-0.20 |
0 |
153 |
+0 |
Total Volume and Open Interest |
30,432 |
39,902 |
+3,279 |
British Pound(CME) |
Mar09 |
090114 |
144.93 |
146.88 |
144.69 |
145.67 |
+0.90 |
56,854 |
71,993 |
+0 |
Jun09 |
090114 |
146.68 |
146.68 |
144.61 |
145.50 |
+0.89 |
6 |
1,370 |
+0 |
Sep09 |
090114 |
145.08 |
146.34 |
144.58 |
145.45 |
+0.87 |
8 |
7 |
+0 |
Total Volume and Open Interest |
56,868 |
73,390 |
+1,666 |
Canadian Dollar(CME) |
Mar09 |
090114 |
81.69 |
82.56 |
80.01 |
80.30 |
-1.18 |
29,973 |
50,192 |
+0 |
Jun09 |
090114 |
82.09 |
82.57 |
80.11 |
80.35 |
-1.18 |
45 |
2,120 |
+0 |
Sep09 |
090114 |
80.28 |
82.42 |
80.19 |
80.44 |
-1.17 |
171 |
1,237 |
+0 |
Dec09 |
090114 |
82.25 |
82.28 |
80.30 |
80.53 |
-1.13 |
24 |
605 |
+0 |
Total Volume and Open Interest |
30,503 |
54,491 |
+1,986 |
Japanese Yen(CME) |
Mar09 |
090114 |
111.99 |
112.97 |
111.25 |
112.30 |
+0.03 |
70,785 |
105,554 |
+0 |
Jun09 |
090114 |
111.86 |
113.08 |
111.40 |
112.45 |
+0.06 |
18 |
3,778 |
+0 |
Sep09 |
090114 |
112.57 |
112.82 |
111.79 |
112.57 |
+0.06 |
0 |
37 |
+0 |
Total Volume and Open Interest |
70,803 |
109,397 |
-1,918 |
Swiss Franc(CME) |
Mar09 |
090114 |
89.42 |
90.06 |
89.00 |
89.55 |
+0.18 |
27,209 |
24,230 |
+0 |
Jun09 |
090114 |
89.57 |
90.06 |
89.22 |
89.70 |
+0.20 |
14 |
374 |
+0 |
Sep09 |
090114 |
89.86 |
89.97 |
89.57 |
89.86 |
+0.20 |
0 |
6 |
+0 |
Total Volume and Open Interest |
27,223 |
24,614 |
-921 |
EuroFX(CME) |
Mar09 |
090114 |
131.55 |
133.09 |
130.64 |
131.37 |
-0.13 |
139,791 |
112,639 |
+0 |
Jun09 |
090114 |
132.17 |
132.77 |
130.40 |
131.10 |
-0.12 |
148 |
1,027 |
+0 |
Sep09 |
090114 |
130.91 |
132.20 |
130.43 |
130.91 |
-0.12 |
0 |
891 |
+0 |
Total Volume and Open Interest |
139,939 |
114,604 |
+211 |
Mexican Peso(CME) |
Jan09 |
090114 |
705.8 |
723.2 |
705.8 |
705.8 |
-17.5 |
|
|
|
Feb09 |
090114 |
700.8 |
718.2 |
700.8 |
700.8 |
-17.5 |
|
|
|
Total Volume and Open Interest |
5,534 |
18,854 |
+951 |
30-Year T-Bonds(CBOT) |
Mar09 |
090114 |
135~025 |
137~145 |
134~145 |
136~280 |
+2~015 |
120,905 |
725,916 |
+0 |
Jun09 |
090114 |
133~180 |
136~010 |
133~010 |
135~180 |
+2~020 |
598 |
1,129 |
+0 |
Sep09 |
090114 |
134~110 |
134~110 |
132~090 |
134~110 |
+2~020 |
0 |
37 |
+0 |
Total Volume and Open Interest |
121,503 |
727,108 |
+1,201 |
10-Year T-Notes(CBOT) |
Mar09 |
090114 |
126~090 |
127~155 |
125~260 |
126~310 |
+0~240 |
316,431 |
1,022,535 |
+0 |
Jun09 |
090114 |
124~075 |
125~000 |
124~000 |
124~225 |
+0~225 |
1,902 |
2,028 |
+0 |
Sep09 |
090114 |
123~225 |
123~225 |
123~000 |
123~225 |
+0~225 |
|
|
|
Total Volume and Open Interest |
318,333 |
1,024,563 |
+5,577 |
5-Year T-Notes(CBOT) |
Mar09 |
090114 |
120~005 |
120~087 |
119~100 |
120~062 |
+0~056 |
158,815 |
988,808 |
+988,808 |
Jun09 |
090114 |
119~006 |
119~006 |
118~078 |
119~006 |
+0~056 |
|
|
|
Sep09 |
090114 |
56~086 |
56~086 |
56~030 |
56~086 |
+0~056 |
|
|
|
Total Volume and Open Interest |
158,815 |
988,808 |
-1,913 |
2 Year T-Notes(CBOT) |
Mar09 |
090114 |
109~025 |
109~040 |
109~009 |
109~029 |
+0~003 |
70,669 |
524,851 |
+0 |
Jun09 |
090114 |
108~089 |
108~089 |
108~086 |
108~089 |
+0~003 |
0 |
1 |
+0 |
Sep09 |
090114 |
108~089 |
108~089 |
108~086 |
108~089 |
+0~003 |
|
|
|
Total Volume and Open Interest |
70,669 |
524,852 |
-13,111 |
Eurodollars(CME) |
Mar09 |
090114 |
99.165 |
99.170 |
99.065 |
99.080 |
-0.100 |
238,888 |
1,265,574 |
+0 |
Jun09 |
090114 |
99.175 |
99.175 |
99.070 |
99.115 |
-0.070 |
175,577 |
1,049,420 |
+0 |
Sep09 |
090114 |
99.035 |
99.055 |
98.975 |
99.035 |
-0.030 |
164,777 |
880,764 |
+0 |
Dec09 |
090114 |
98.855 |
98.880 |
98.780 |
98.865 |
unch |
133,639 |
753,878 |
+0 |
Mar10 |
090114 |
98.675 |
98.735 |
98.605 |
98.720 |
+0.030 |
137,404 |
638,520 |
+0 |
Jun10 |
090114 |
98.390 |
98.485 |
98.315 |
98.465 |
+0.060 |
111,664 |
384,498 |
+0 |
Sep10 |
090114 |
98.135 |
98.260 |
98.065 |
98.240 |
+0.085 |
92,739 |
353,967 |
+0 |
Dec10 |
090114 |
97.905 |
98.035 |
97.825 |
98.020 |
+0.100 |
73,791 |
296,137 |
+0 |
Mar11 |
090114 |
97.780 |
97.945 |
97.730 |
97.930 |
+0.115 |
44,315 |
176,806 |
+0 |
Jun11 |
090114 |
97.665 |
97.840 |
97.610 |
97.820 |
+0.125 |
29,956 |
181,360 |
+0 |
Sep11 |
090114 |
97.550 |
97.755 |
97.525 |
97.730 |
+0.120 |
29,560 |
124,313 |
+0 |
Dec11 |
090114 |
97.470 |
97.655 |
97.435 |
97.635 |
+0.110 |
23,372 |
104,884 |
+0 |
Mar12 |
090114 |
97.450 |
97.635 |
97.430 |
97.615 |
+0.105 |
14,422 |
86,477 |
+0 |
Jun12 |
090114 |
97.405 |
97.590 |
97.390 |
97.575 |
+0.105 |
13,773 |
63,512 |
+0 |
Sep12 |
090114 |
97.370 |
97.555 |
97.365 |
97.545 |
+0.105 |
11,094 |
70,464 |
+0 |
Dec12 |
090114 |
97.310 |
97.500 |
97.305 |
97.480 |
+0.105 |
10,833 |
51,798 |
+0 |
Mar13 |
090114 |
97.300 |
97.495 |
97.295 |
97.465 |
+0.105 |
6,373 |
38,126 |
+0 |
Jun13 |
090114 |
97.290 |
97.455 |
97.275 |
97.420 |
+0.105 |
7,779 |
30,510 |
+0 |
Total Volume and Open Interest |
1,358,752 |
6,834,851 |
+55,722 |
30 Day Federal Funds(CBOT) |
Jan09 |
090114 |
99.875 |
99.882 |
99.865 |
99.875 |
-0.003 |
1,006 |
67,806 |
+0 |
Feb09 |
090114 |
99.840 |
99.850 |
99.825 |
99.835 |
unch |
5,397 |
63,798 |
+0 |
Mar09 |
090114 |
99.825 |
99.835 |
99.815 |
99.820 |
unch |
6,225 |
38,639 |
+0 |
Apr09 |
090114 |
99.815 |
99.820 |
99.800 |
99.805 |
unch |
6,332 |
40,404 |
+0 |
May09 |
090114 |
99.790 |
99.795 |
99.775 |
99.785 |
+0.010 |
6,368 |
47,394 |
+0 |
Jun09 |
090114 |
99.750 |
99.775 |
99.750 |
99.760 |
+0.010 |
4,897 |
22,135 |
+0 |
Total Volume and Open Interest |
38,766 |
370,393 |
-1,471 |
30 Day Fed Funds(e-CBOT) |
Jan09 |
090113 |
99.875 |
99.882 |
99.875 |
99.880 |
unch |
955 |
67,806 |
+4 |
Feb09 |
090113 |
99.830 |
99.845 |
99.830 |
99.845 |
+0.015 |
4,876 |
63,798 |
+113 |
Mar09 |
090113 |
99.810 |
99.835 |
99.810 |
99.830 |
+0.030 |
6,204 |
38,639 |
-75 |
Apr09 |
090113 |
99.795 |
99.820 |
99.795 |
99.810 |
+0.030 |
6,329 |
40,404 |
-142 |
May09 |
090113 |
99.775 |
99.800 |
99.775 |
99.780 |
+0.020 |
6,365 |
47,394 |
-1,041 |
Jun09 |
090113 |
99.750 |
99.775 |
99.745 |
99.755 |
+0.025 |
4,897 |
22,135 |
+172 |
Total Volume and Open Interest |
38,167 |
370,393 |
-668 |
3-Mth Euro-Yen(CME) |
Mar09 |
090114 |
99.40 |
99.40 |
99.40 |
99.40 |
unch |
804 |
0 |
-5,294 |
Jun09 |
090114 |
99.50 |
99.51 |
99.50 |
99.51 |
+0.01 |
|
|
|
Sep09 |
090114 |
99.54 |
99.56 |
99.54 |
99.56 |
+0.02 |
|
|
|
Dec09 |
090114 |
99.51 |
99.54 |
99.51 |
99.54 |
+0.02 |
|
|
|
Mar10 |
090114 |
99.43 |
99.45 |
99.43 |
99.45 |
+0.02 |
|
|
|
Jun10 |
090114 |
99.37 |
99.39 |
99.37 |
99.39 |
+0.02 |
|
|
|
Sep10 |
090114 |
99.35 |
99.36 |
99.35 |
99.36 |
+0.01 |
|
|
|
Dec10 |
090114 |
99.33 |
99.33 |
99.33 |
99.33 |
unch |
|
|
|
Mar11 |
090114 |
99.25 |
99.25 |
99.25 |
99.25 |
unch |
|
|
|
Jun11 |
090114 |
99.25 |
99.25 |
99.25 |
99.25 |
unch |
|
|
|
Total Volume and Open Interest |
804 |
|
|
3-Mth Euro-Yen(SGX) |
Mar09 |
090114 |
99.40 |
99.40 |
99.39 |
99.39 |
-0.01 |
0 |
17,260 |
+0 |
Jun09 |
090114 |
99.50 |
99.51 |
99.50 |
99.50 |
0.00 |
0 |
7,414 |
+0 |
Sep09 |
090114 |
99.54 |
99.54 |
99.54 |
99.54 |
0.00 |
0 |
3,158 |
+0 |
Dec09 |
090114 |
99.50 |
99.51 |
99.50 |
99.51 |
0.00 |
0 |
1,421 |
+0 |
Mar10 |
090114 |
99.43 |
99.43 |
99.43 |
99.43 |
0.00 |
0 |
1,213 |
+0 |
Jun10 |
090114 |
99.37 |
99.37 |
99.37 |
99.37 |
0.00 |
0 |
548 |
+0 |
Sep10 |
090114 |
99.35 |
99.35 |
99.35 |
99.35 |
0.00 |
0 |
264 |
+0 |
Dec10 |
090114 |
99.33 |
99.33 |
99.33 |
99.33 |
0.00 |
0 |
164 |
+0 |
Total Volume and Open Interest |
0 |
33,419 |
-865 |
Japanese Gov't Bonds(SGX) |
Mar09 |
090114 |
139.63 |
139.80 |
139.39 |
139.80 |
+0.15 |
1,466 |
9,193 |
-478 |
Jun09 |
090114 |
139.80 |
139.80 |
139.80 |
139.80 |
+0.15 |
|
|
|
Sep09 |
090114 |
139.80 |
139.80 |
139.80 |
139.80 |
+0.15 |
|
|
|
Total Volume and Open Interest |
1,466 |
9,193 |
-478 |
Euro-Bund(EUREX) |
Mar09 |
090114 |
125.09 |
126.04 |
124.69 |
125.83 |
+0.70 |
608,114 |
847,190 |
+7,000 |
Jun09 |
090114 |
123.82 |
124.80 |
123.66 |
124.67 |
+0.68 |
579 |
1,328 |
+504 |
Sep09 |
090114 |
124.67 |
124.67 |
124.67 |
124.67 |
+0.68 |
|
|
|
Total Volume and Open Interest |
608,693 |
848,518 |
+7,504 |
Euro-Bobl(EUREX) |
Mar09 |
081215 |
114.02 |
114.71 |
113.94 |
114.69 |
+0.66 |
312,111 |
797,573 |
-604 |
Jun09 |
090114 |
116.57 |
116.57 |
116.57 |
116.57 |
+0.17 |
59 |
4,443 |
+58 |
Sep09 |
090114 |
116.57 |
116.57 |
116.57 |
116.57 |
+0.31 |
|
|
|
Total Volume and Open Interest |
303,722 |
836,200 |
+20,798 |
3-Mth Euribor(EUREX) |
Mar09 |
081229 |
97.745 |
97.775 |
97.745 |
97.775 |
+0.560 |
702 |
5,364 |
+143 |
Jun09 |
090114 |
98.280 |
98.290 |
98.245 |
98.245 |
-0.080 |
253 |
5,503 |
-57 |
Sep09 |
090114 |
98.220 |
98.240 |
98.220 |
98.240 |
-0.035 |
403 |
2,994 |
+365 |
Total Volume and Open Interest |
1,949 |
31,805 |
+233 |
Long Gilt(LIFFE) |
Mar09 |
090113 |
122~16 |
122~18 |
121~21 |
121~22 |
-0~23 |
64,665 |
313,863 |
-2,178 |
Jun09 |
090114 |
123~10 |
123~10 |
123~10 |
123~10 |
+0~28 |
|
|
|
Total Volume and Open Interest |
64,665 |
313,863 |
-2,178 |
3-Mth Short Sterling(LIFFE) |
Mar09 |
090114 |
98.57 |
98.57 |
98.47 |
98.50 |
-0.06 |
64,737 |
446,752 |
+0 |
Jun09 |
090114 |
98.57 |
98.61 |
98.54 |
98.56 |
-0.03 |
28,777 |
304,347 |
+0 |
Sep09 |
090114 |
98.47 |
98.51 |
98.43 |
98.48 |
-0.01 |
33,189 |
250,757 |
+0 |
Dec09 |
090114 |
98.18 |
98.24 |
98.14 |
98.20 |
-0.01 |
23,634 |
219,998 |
+0 |
Mar10 |
090114 |
97.95 |
98.00 |
97.90 |
97.97 |
0.00 |
23,080 |
184,420 |
+0 |
Jun10 |
090114 |
97.65 |
97.69 |
97.60 |
97.67 |
+0.00 |
14,309 |
140,405 |
+0 |
Total Volume and Open Interest |
223,059 |
1,755,464 |
+28,686 |
3-Mth Euribor(LIFFE) |
Mar09 |
090114 |
98.075 |
98.100 |
98.015 |
98.050 |
-0.040 |
117,061 |
728,218 |
+5,446 |
Jun09 |
090114 |
98.280 |
98.315 |
98.210 |
98.245 |
-0.050 |
111,302 |
613,641 |
+37,277 |
Sep09 |
090114 |
98.250 |
98.295 |
98.205 |
98.235 |
-0.035 |
93,303 |
481,802 |
+4,218 |
Total Volume and Open Interest |
558,594 |
3,229,024 |
+61,195 |
3-Mth Aus T-Bills(SFE) |
Mar09 |
090114 |
96.90 |
96.94 |
96.88 |
96.93 |
+0.02 |
11,420 |
242,328 |
-11,957 |
Jun09 |
090114 |
97.23 |
97.27 |
97.19 |
97.27 |
+0.05 |
7,680 |
170,657 |
-1,440 |
Sep09 |
090114 |
97.13 |
97.17 |
97.11 |
97.17 |
+0.03 |
5,062 |
113,043 |
+1,307 |
Dec09 |
090114 |
96.92 |
96.94 |
96.90 |
96.93 |
+0.01 |
2,229 |
64,329 |
+524 |
Mar10 |
090114 |
96.63 |
96.63 |
96.58 |
96.61 |
+0.02 |
1,156 |
43,134 |
-1,748 |
Jun10 |
090114 |
96.27 |
96.28 |
96.22 |
96.27 |
+0.05 |
1,495 |
37,531 |
-992 |
Sep10 |
090114 |
95.95 |
96.00 |
95.95 |
96.00 |
+0.05 |
110 |
22,004 |
-1,274 |
Dec10 |
090114 |
95.75 |
95.82 |
95.75 |
95.81 |
+0.06 |
707 |
12,061 |
+414 |
Mar11 |
090114 |
95.68 |
95.68 |
95.68 |
95.68 |
+0.06 |
110 |
795 |
+49 |
Jun11 |
090114 |
95.59 |
95.59 |
95.59 |
95.59 |
+0.06 |
5 |
848 |
+5 |
Total Volume and Open Interest |
29,974 |
706,887 |
-15,112 |
10-Year Aus T-Bonds(SFE) |
Mar09 |
090114 |
96.03 |
96.07 |
95.96 |
96.01 |
-0.03 |
18,154 |
0 |
-302,971 |
Jun09 |
090114 |
96.01 |
96.01 |
96.01 |
96.01 |
-0.03 |
|
|
|
Total Volume and Open Interest |
20,632 |
280,023 |
-22,948 |
3-Year Aus T-Bonds(SFE) |
Mar09 |
090114 |
96.85 |
96.88 |
96.79 |
96.85 |
unch |
44,032 |
0 |
-365,035 |
Jun09 |
090114 |
96.85 |
96.85 |
96.85 |
96.85 |
unch |
|
|
|
Total Volume and Open Interest |
53,170 |
348,696 |
-16,339 |
Gold(CMX) |
Feb09 |
090114 |
821.8 |
829.9 |
806.6 |
808.8 |
-11.9 |
132,306 |
168,479 |
+0 |
Apr09 |
090114 |
823.1 |
830.5 |
808.7 |
810.2 |
-12.0 |
12,793 |
62,531 |
+0 |
Jun09 |
090114 |
822.3 |
831.0 |
809.6 |
811.4 |
-11.9 |
2,656 |
31,859 |
+0 |
Aug09 |
090114 |
812.6 |
812.6 |
812.6 |
812.6 |
-11.9 |
702 |
11,849 |
+0 |
Oct09 |
090114 |
813.8 |
813.8 |
813.8 |
813.8 |
-11.8 |
106 |
3,379 |
+0 |
Dec09 |
090114 |
829.2 |
833.1 |
814.5 |
815.2 |
-11.7 |
1,472 |
13,961 |
+0 |
Feb10 |
090114 |
834.0 |
834.2 |
816.5 |
816.5 |
-11.8 |
19 |
2,880 |
+0 |
Apr10 |
090114 |
817.8 |
817.8 |
817.8 |
817.8 |
-11.9 |
0 |
301 |
+0 |
Jun10 |
090114 |
819.2 |
819.2 |
819.2 |
819.2 |
-11.9 |
0 |
3,015 |
+0 |
Aug10 |
090114 |
820.7 |
820.7 |
820.7 |
820.7 |
-12.0 |
0 |
100 |
+0 |
Oct10 |
090114 |
822.3 |
822.3 |
822.3 |
822.3 |
-12.1 |
|
|
|
Dec10 |
090114 |
826.2 |
828.7 |
824.1 |
824.1 |
-12.3 |
2,410 |
11,133 |
+0 |
Total Volume and Open Interest |
157,582 |
318,348 |
-15,318 |
Silver(CMX) |
Mar09 |
090114 |
1073.5 |
1089.0 |
1033.5 |
1047.5 |
-20.5 |
18,218 |
51,636 |
+0 |
May09 |
090114 |
1080.5 |
1083.0 |
1041.0 |
1049.0 |
-20.7 |
665 |
7,029 |
+0 |
Jul09 |
090114 |
1088.0 |
1088.0 |
1040.5 |
1050.2 |
-20.7 |
188 |
9,582 |
+0 |
Sep09 |
090114 |
1053.0 |
1053.0 |
1051.2 |
1051.2 |
-20.7 |
8 |
3,247 |
+0 |
Dec09 |
090114 |
1081.0 |
1091.0 |
1040.0 |
1052.6 |
-20.7 |
690 |
8,351 |
+0 |
Mar10 |
090114 |
1090.0 |
1092.0 |
1053.9 |
1053.9 |
-20.7 |
0 |
693 |
+0 |
May10 |
090114 |
1054.7 |
1054.7 |
1054.7 |
1054.7 |
-20.7 |
0 |
1 |
+0 |
Total Volume and Open Interest |
19,988 |
87,193 |
-127 |
Platinum(NYMEX) |
Jan09 |
090114 |
961.0 |
968.0 |
930.3 |
930.3 |
-20.2 |
9 |
472 |
+472 |
Apr09 |
090114 |
947.0 |
974.9 |
931.1 |
935.8 |
-20.2 |
1,318 |
17,801 |
+0 |
Jul09 |
090114 |
949.3 |
949.3 |
940.0 |
940.8 |
-20.2 |
15 |
310 |
+310 |
Total Volume and Open Interest |
1,342 |
18,583 |
-170 |
Palladium(NYMEX) |
Mar09 |
090114 |
185.00 |
188.95 |
180.00 |
181.95 |
-3.30 |
994 |
11,718 |
+0 |
Jun09 |
090114 |
186.00 |
186.00 |
180.70 |
182.60 |
-3.25 |
301 |
735 |
+735 |
Total Volume and Open Interest |
1,295 |
12,453 |
-145 |
Copper(CMX) |
Mar09 |
090114 |
152.60 |
154.50 |
145.10 |
148.75 |
-5.95 |
14,423 |
52,838 |
+0 |
May09 |
090114 |
155.00 |
155.20 |
146.90 |
150.25 |
-5.90 |
2,666 |
11,840 |
+0 |
Jul09 |
090114 |
149.85 |
151.65 |
148.00 |
151.35 |
-5.65 |
274 |
3,125 |
+0 |
Sep09 |
090114 |
151.75 |
152.75 |
151.75 |
152.05 |
-5.60 |
140 |
1,798 |
+0 |
Dec09 |
090114 |
152.80 |
152.80 |
152.40 |
152.75 |
-5.50 |
106 |
2,178 |
+0 |
Total Volume and Open Interest |
18,175 |
81,274 |
+404 |
Aluminum(CMX) |
Jan09 |
090114 |
0.69 |
0.69 |
0.69 |
0.69 |
-0.01 |
|
|
|
Feb09 |
090114 |
0.69 |
0.69 |
0.69 |
0.69 |
-0.02 |
|
|
|
Mar09 |
090114 |
0.70 |
0.70 |
0.70 |
0.70 |
-0.01 |
|
|
|
Apr09 |
090114 |
0.71 |
0.71 |
0.71 |
0.71 |
-0.01 |
|
|
|
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 |
090114 |
8415 |
8460 |
8095 |
8159 |
-249 |
1,017 |
11,838 |
+0 |
Jun09 |
090114 |
8114 |
8363 |
8114 |
8114 |
-249 |
1 |
28 |
+0 |
Sep09 |
090114 |
8054 |
8303 |
8054 |
8054 |
-249 |
|
|
|
Dec09 |
090114 |
8014 |
8263 |
8014 |
8014 |
-249 |
|
|
|
Total Volume and Open Interest |
1,018 |
11,866 |
+68 |
S & P 500(CME) |
Mar09 |
090114 |
868.60 |
874.90 |
832.50 |
839.80 |
-28.80 |
28,768 |
490,014 |
+0 |
Jun09 |
090114 |
841.50 |
843.00 |
829.00 |
836.10 |
-28.90 |
101 |
9,721 |
+0 |
Sep09 |
090114 |
832.10 |
844.20 |
825.20 |
832.10 |
-29.10 |
0 |
583 |
+0 |
Dec09 |
090114 |
829.10 |
841.20 |
822.20 |
829.10 |
-29.10 |
0 |
24 |
+0 |
Total Volume and Open Interest |
28,869 |
500,342 |
+1,056 |
S & P 500 E-Mini(Globex) |
Mar09 |
090114 |
868.75 |
875.00 |
832.50 |
839.75 |
-28.75 |
|
|
|
Jun09 |
090114 |
863.75 |
870.75 |
829.25 |
836.00 |
-29.00 |
1,694 |
21,079 |
+0 |
Total Volume and Open Interest |
1,656,479 |
2,445,207 |
+19,522 |
NASDAQ 100(CME) |
Mar09 |
090114 |
1203.30 |
1210.00 |
1155.00 |
1165.50 |
-38.50 |
3,038 |
23,025 |
+0 |
Jun09 |
090114 |
1166.00 |
1166.00 |
1164.50 |
1166.00 |
-38.50 |
0 |
9 |
+0 |
Sep09 |
090114 |
1166.30 |
1166.30 |
1164.80 |
1166.30 |
-38.50 |
|
|
|
Total Volume and Open Interest |
3,038 |
23,034 |
+869 |
NASDAQ 100 E-Mini(Globex) |
Mar09 |
090114 |
1165.30 |
1166.30 |
1141.30 |
1153.50 |
-50.50 |
285,219 |
0 |
-244,141 |
Jun09 |
090114 |
1188.50 |
1207.50 |
1156.80 |
1166.00 |
-38.50 |
11 |
1,656 |
+0 |
Total Volume and Open Interest |
224,810 |
245,816 |
+6,039 |
S & P Midcap 400(CME) |
Mar09 |
090114 |
509.50 |
511.00 |
496.50 |
499.90 |
-19.90 |
33 |
3,647 |
+0 |
Jun09 |
090114 |
499.90 |
499.90 |
499.80 |
499.90 |
-19.90 |
|
|
|
Sep09 |
090114 |
504.90 |
504.90 |
504.80 |
504.90 |
-19.90 |
|
|
|
Total Volume and Open Interest |
33 |
3,647 |
+8 |
Russell 2000(CME) |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar09 |
090114 |
8360 |
8530 |
8355 |
8395 |
+20 |
56,607 |
150,016 |
-3,357 |
Jun09 |
090114 |
8310 |
8310 |
8310 |
8310 |
+15 |
0 |
160 |
+0 |
Total Volume and Open Interest |
56,607 |
150,313 |
-3,357 |
Nikkei 225(SGX) |
Mar09 |
090114 |
8360 |
8530 |
8355 |
8395 |
+20 |
56,607 |
150,016 |
-3,357 |
Jun09 |
090114 |
8310 |
8310 |
8310 |
8310 |
+15 |
0 |
160 |
+0 |
Sep09 |
090114 |
8315 |
8315 |
8315 |
8315 |
+20 |
0 |
68 |
+0 |
Total Volume and Open Interest |
56,607 |
150,313 |
-3,357 |
CAC 40(EURONEXT) |
Jan09 |
090114 |
3224.0 |
3228.0 |
3017.5 |
3053.0 |
-145.0 |
112,524 |
323,387 |
+0 |
Feb09 |
090114 |
3226.0 |
3232.0 |
3024.0 |
3057.5 |
-145.0 |
40,184 |
40,576 |
+0 |
Mar09 |
090114 |
3221.0 |
3225.5 |
3032.0 |
3059.5 |
-145.5 |
1,487 |
26,502 |
+0 |
Total Volume and Open Interest |
154,195 |
392,142 |
+33,294 |
Hang Seng Index(HKFE) |
Jan09 |
090114 |
13746 |
14016 |
13645 |
13707 |
+135 |
7,054 |
1,838 |
-1,963 |
Feb09 |
090114 |
13767 |
14010 |
13650 |
13700 |
+140 |
50 |
313 |
-297 |
Mar09 |
090114 |
13700 |
13900 |
13632 |
13651 |
+134 |
14 |
715 |
+102 |
Total Volume and Open Interest |
7,126 |
2,899 |
-2,157 |
DAX(EUREX) |
Mar09 |
090114 |
4691.0 |
4695.0 |
4392.5 |
4448.5 |
-205.0 |
125,015 |
133,427 |
+0 |
Jun09 |
090114 |
4703.0 |
4703.0 |
4422.0 |
4465.0 |
-206.0 |
381 |
10,653 |
+0 |
Sep09 |
090114 |
4718.0 |
4718.0 |
4445.5 |
4478.5 |
-206.5 |
111 |
511 |
+0 |
Total Volume and Open Interest |
125,507 |
144,591 |
+0 |
FT-SE 100(EURONEXT) |
Mar09 |
090114 |
4384.50 |
4388.50 |
4077.50 |
4130.50 |
-213.00 |
92,103 |
713,610 |
+0 |
Jun09 |
090114 |
4288.00 |
4288.00 |
4050.00 |
4088.50 |
-213.50 |
90 |
940 |
+0 |
Sep09 |
090114 |
4060.50 |
4060.50 |
4060.50 |
4060.50 |
-213.00 |
|
|
|
Total Volume and Open Interest |
92,193 |
714,550 |
-1,874 |
SPI 200(SFE) |
Mar09 |
090114 |
3617.0 |
3680.0 |
3565.0 |
3665.0 |
+42.0 |
21,941 |
301,789 |
-26,037 |
Jun09 |
090114 |
3661.0 |
3661.0 |
3661.0 |
3661.0 |
+40.0 |
118 |
2,703 |
-3 |
Sep09 |
090114 |
3612.0 |
3612.0 |
3612.0 |
3612.0 |
+40.0 |
113 |
1,011 |
+30 |
Total Volume and Open Interest |
22,556 |
306,098 |
-25,696 |
GSCI(CME) |
Jan09 |
090114 |
323.25 |
329.00 |
317.00 |
325.30 |
-3.70 |
3,697 |
7,200 |
+0 |
Feb09 |
090114 |
343.50 |
348.50 |
338.00 |
347.00 |
-3.60 |
3,398 |
7,714 |
+0 |
Mar09 |
090114 |
362.00 |
364.05 |
353.00 |
362.00 |
-2.00 |
|
|
|
Total Volume and Open Interest |
7,095 |
14,914 |
+159 |
Reuters CCI(ICE) |
Feb09 |
090113 |
358.35 |
358.35 |
357.00 |
357.00 |
+1.50 |
7 |
24 |
-4 |
Apr09 |
090113 |
364.95 |
364.95 |
363.20 |
364.00 |
+1.50 |
3 |
1,032 |
-2 |
Jun09 |
090114 |
219.80 |
219.80 |
219.80 |
219.80 |
-2.70 |
|
|
|
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. |
|
|