|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon January 19, 2009 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar09 |
090116 |
997.50 |
1022.75 |
997.25 |
1020.00 |
+25.50 |
132,543 |
161,756 |
+2,084 |
May09 |
090116 |
1004.75 |
1031.25 |
1004.75 |
1029.00 |
+25.75 |
28,844 |
37,798 |
+1,324 |
Jul09 |
090116 |
1015.00 |
1041.75 |
1015.00 |
1038.50 |
+25.25 |
29,397 |
34,965 |
+873 |
Aug09 |
090116 |
1027.00 |
1033.00 |
1020.75 |
1032.00 |
+22.50 |
330 |
2,008 |
+12 |
Sep09 |
090116 |
991.75 |
1008.25 |
990.00 |
1003.00 |
+18.00 |
483 |
1,483 |
+109 |
Nov09 |
090116 |
961.25 |
983.50 |
961.00 |
972.00 |
+11.50 |
15,156 |
50,084 |
+2,163 |
Jan10 |
090116 |
975.75 |
979.50 |
969.50 |
979.50 |
+12.00 |
101 |
637 |
-61 |
Total Volume and Open Interest |
207,350 |
294,952 |
+6,770 |
Soybean Meal(CBOT) |
Mar09 |
090116 |
307.00 |
316.50 |
306.00 |
316.00 |
+11.00 |
39,375 |
57,710 |
+581 |
May09 |
090116 |
309.30 |
317.40 |
309.30 |
317.30 |
+10.80 |
10,633 |
21,089 |
+1,350 |
Jul09 |
090116 |
311.50 |
319.80 |
311.10 |
319.80 |
+10.70 |
4,358 |
16,794 |
-359 |
Aug09 |
090116 |
316.20 |
317.30 |
312.30 |
317.30 |
+9.90 |
1,126 |
4,912 |
-38 |
Sep09 |
090116 |
307.50 |
309.10 |
304.40 |
308.80 |
+8.00 |
778 |
3,750 |
-8 |
Oct09 |
090116 |
296.10 |
296.10 |
289.10 |
291.50 |
+5.40 |
556 |
2,251 |
-45 |
Dec09 |
090116 |
287.00 |
299.00 |
284.50 |
290.00 |
+4.90 |
1,795 |
10,492 |
-5 |
Jan10 |
090116 |
290.00 |
290.00 |
285.10 |
290.00 |
+4.90 |
0 |
191 |
+0 |
Total Volume and Open Interest |
58,622 |
117,612 |
+1,475 |
Soybean Oil(CBOT) |
Mar09 |
090116 |
34.31 |
35.15 |
34.31 |
34.59 |
+0.19 |
42,142 |
110,591 |
+685 |
May09 |
090116 |
35.06 |
35.50 |
34.87 |
34.96 |
+0.19 |
8,440 |
31,438 |
+830 |
Jul09 |
090116 |
35.51 |
35.81 |
35.25 |
35.33 |
+0.19 |
5,886 |
27,541 |
+739 |
Aug09 |
090116 |
35.86 |
35.86 |
35.50 |
35.52 |
+0.20 |
276 |
5,777 |
+140 |
Sep09 |
090116 |
35.98 |
36.15 |
35.62 |
35.70 |
+0.21 |
435 |
4,145 |
+104 |
Oct09 |
090116 |
36.22 |
36.38 |
35.83 |
35.86 |
+0.22 |
476 |
4,166 |
+197 |
Dec09 |
090116 |
36.30 |
36.61 |
36.15 |
36.15 |
+0.23 |
2,295 |
18,559 |
+861 |
Jan10 |
090116 |
36.56 |
36.56 |
35.65 |
36.42 |
+0.23 |
1 |
344 |
+0 |
Total Volume and Open Interest |
59,952 |
208,489 |
+3,557 |
Canola(WCE) |
Jan09 |
090114 |
435.9 |
435.9 |
435.9 |
435.9 |
+7.7 |
1 |
1 |
-1 |
Mar09 |
090119 |
440.0 |
448.2 |
435.0 |
447.0 |
+3.9 |
10,508 |
68,470 |
-2,417 |
May09 |
090119 |
446.7 |
455.6 |
446.7 |
454.7 |
+3.8 |
3,156 |
10,400 |
+570 |
Jul09 |
090119 |
455.2 |
462.2 |
454.9 |
461.9 |
+3.5 |
630 |
5,394 |
-161 |
Nov09 |
090119 |
459.9 |
466.0 |
459.9 |
465.5 |
-0.3 |
395 |
7,079 |
+86 |
Total Volume and Open Interest |
14,692 |
91,574 |
-1,919 |
Corn(CBOT) |
Mar09 |
090116 |
365.25 |
393.00 |
365.25 |
391.00 |
+25.75 |
91,411 |
336,105 |
-5,325 |
May09 |
090116 |
376.00 |
403.25 |
376.00 |
401.75 |
+25.50 |
9,919 |
112,830 |
+577 |
Jul09 |
090116 |
386.25 |
414.00 |
386.25 |
412.50 |
+26.00 |
8,478 |
127,703 |
+1,298 |
Sep09 |
090116 |
405.00 |
423.25 |
405.00 |
423.25 |
+26.25 |
2,612 |
32,285 |
+387 |
Dec09 |
090116 |
411.00 |
438.50 |
411.00 |
436.75 |
+25.75 |
13,477 |
150,164 |
+1,299 |
Mar10 |
090116 |
423.25 |
448.75 |
423.25 |
448.75 |
+25.50 |
667 |
12,243 |
+371 |
Total Volume and Open Interest |
127,122 |
808,177 |
-1,324 |
Wheat(CBOT) |
Mar09 |
090116 |
568.25 |
585.00 |
568.00 |
578.25 |
+9.50 |
25,267 |
128,633 |
-16 |
May09 |
090116 |
581.50 |
596.75 |
581.50 |
590.75 |
+9.25 |
3,992 |
32,170 |
+296 |
Jul09 |
090116 |
593.75 |
607.75 |
593.75 |
602.25 |
+9.50 |
7,046 |
53,527 |
-194 |
Sep09 |
090116 |
617.00 |
630.00 |
617.00 |
624.50 |
+9.25 |
1,371 |
17,295 |
-18 |
Dec09 |
090116 |
636.25 |
652.50 |
636.25 |
646.25 |
+9.50 |
3,474 |
26,171 |
-35 |
Total Volume and Open Interest |
41,246 |
265,236 |
+46 |
Wheat(KCBT) |
Mar09 |
090116 |
592.50 |
610.50 |
592.50 |
609.00 |
+14.50 |
5,119 |
34,420 |
-230 |
May09 |
090116 |
611.00 |
621.25 |
611.00 |
620.00 |
+14.50 |
516 |
11,760 |
-104 |
Jul09 |
090116 |
615.00 |
630.75 |
615.00 |
629.75 |
+14.75 |
1,445 |
19,738 |
+282 |
Sep09 |
090116 |
635.00 |
640.75 |
634.25 |
640.75 |
+14.75 |
144 |
3,907 |
+39 |
Dec09 |
090116 |
644.00 |
658.00 |
644.00 |
657.00 |
+14.75 |
997 |
8,563 |
+165 |
Total Volume and Open Interest |
8,237 |
79,947 |
+162 |
Wheat(MGE) |
Mar09 |
090116 |
642.00 |
658.50 |
642.00 |
652.75 |
+11.00 |
2,899 |
8,448 |
+35 |
May09 |
090116 |
639.75 |
653.50 |
639.75 |
648.75 |
+9.50 |
840 |
8,372 |
-24 |
Jul09 |
090116 |
650.75 |
655.75 |
648.25 |
649.75 |
+8.50 |
88 |
3,239 |
-40 |
Sep09 |
090116 |
659.25 |
663.50 |
656.75 |
659.50 |
+11.50 |
99 |
3,613 |
-15 |
Dec09 |
090116 |
665.00 |
675.25 |
665.00 |
671.00 |
+10.50 |
121 |
2,323 |
-27 |
Total Volume and Open Interest |
4,050 |
26,154 |
-70 |
Oats(CBOT) |
Mar09 |
090116 |
220.25 |
224.75 |
216.00 |
222.50 |
+5.50 |
351 |
6,981 |
+67 |
May09 |
090116 |
229.00 |
232.00 |
226.50 |
232.00 |
+5.50 |
44 |
3,041 |
+9 |
Jul09 |
090116 |
240.00 |
241.50 |
236.00 |
241.50 |
+5.50 |
18 |
2,864 |
-1 |
Sep09 |
090116 |
251.00 |
251.00 |
245.50 |
251.00 |
+5.50 |
0 |
3 |
+0 |
Total Volume and Open Interest |
417 |
16,678 |
+76 |
Rough Rice(CBOT) |
Jan09 |
090114 |
13.80 |
13.85 |
13.80 |
13.83 |
+0.12 |
2 |
80 |
-41 |
Mar09 |
090116 |
13.51 |
13.75 |
13.51 |
13.65 |
+0.14 |
347 |
4,455 |
-12 |
May09 |
090116 |
13.70 |
13.89 |
13.70 |
13.81 |
+0.15 |
13 |
615 |
+1 |
Jul09 |
090116 |
13.95 |
13.95 |
13.80 |
13.95 |
+0.15 |
2 |
188 |
+1 |
Total Volume and Open Interest |
370 |
5,816 |
-8 |
Live Cattle(CME) |
Feb09 |
090116 |
84.430 |
85.150 |
84.150 |
84.535 |
+0.185 |
20,655 |
49,207 |
-2,163 |
Apr09 |
090116 |
87.535 |
88.330 |
87.400 |
87.680 |
+0.380 |
19,704 |
86,931 |
+4,402 |
Jun09 |
090116 |
85.950 |
86.800 |
85.900 |
86.200 |
+0.500 |
6,395 |
40,855 |
+1,164 |
Aug09 |
090116 |
86.550 |
87.035 |
86.250 |
86.635 |
+0.250 |
1,974 |
16,826 |
+309 |
Oct09 |
090116 |
89.650 |
90.300 |
89.650 |
90.050 |
+0.400 |
861 |
6,865 |
+147 |
Dec09 |
090116 |
92.000 |
92.200 |
91.500 |
91.750 |
+0.250 |
255 |
3,495 |
+136 |
Total Volume and Open Interest |
49,918 |
205,275 |
+4,031 |
Feeder Cattle(CME) |
Jan09 |
090116 |
95.300 |
95.650 |
94.500 |
95.000 |
unch |
319 |
2,421 |
-38 |
Mar09 |
090116 |
94.950 |
95.200 |
93.750 |
94.385 |
+0.085 |
1,737 |
11,581 |
+103 |
Apr09 |
090116 |
96.400 |
96.700 |
95.550 |
95.950 |
+0.400 |
446 |
3,220 |
+95 |
May09 |
090116 |
97.800 |
98.100 |
96.900 |
97.400 |
+0.100 |
450 |
2,362 |
+133 |
Aug09 |
090116 |
99.000 |
99.500 |
98.650 |
98.900 |
-0.050 |
99 |
1,199 |
+2 |
Sep09 |
090116 |
99.300 |
99.300 |
98.950 |
98.950 |
+0.150 |
4 |
166 |
+2 |
Oct09 |
090116 |
98.800 |
98.800 |
98.500 |
98.500 |
unch |
9 |
59 |
+1 |
Total Volume and Open Interest |
3,069 |
21,040 |
+298 |
Lean Hogs(CME) |
Feb09 |
090116 |
59.750 |
60.735 |
59.550 |
59.950 |
+0.120 |
10,306 |
25,540 |
-1,661 |
Apr09 |
090116 |
66.135 |
66.680 |
65.750 |
66.035 |
+0.185 |
10,585 |
56,802 |
+1,333 |
May09 |
090116 |
77.200 |
77.300 |
76.400 |
77.285 |
+0.085 |
71 |
1,803 |
-12 |
Jun09 |
090116 |
78.150 |
78.300 |
77.550 |
78.050 |
+0.150 |
3,636 |
32,259 |
-453 |
Jul09 |
090116 |
78.200 |
78.385 |
77.885 |
78.150 |
-0.135 |
684 |
6,935 |
+53 |
Aug09 |
090116 |
76.850 |
77.200 |
76.350 |
77.100 |
+0.375 |
294 |
4,939 |
+31 |
Oct09 |
090116 |
69.750 |
69.950 |
69.500 |
69.950 |
+0.150 |
248 |
3,649 |
+73 |
Dec09 |
090116 |
67.450 |
67.750 |
67.100 |
67.750 |
+0.400 |
30 |
1,071 |
+3 |
Total Volume and Open Interest |
25,874 |
133,172 |
-623 |
Pork Bellies(CME) |
Feb09 |
090116 |
84.000 |
84.000 |
83.150 |
83.330 |
-0.470 |
63 |
567 |
+11 |
Mar09 |
090116 |
84.150 |
84.150 |
84.050 |
84.150 |
+0.150 |
10 |
162 |
+10 |
May09 |
090116 |
85.500 |
85.600 |
85.500 |
85.500 |
+0.250 |
2 |
237 |
+0 |
Jul09 |
090116 |
84.550 |
84.850 |
84.500 |
84.550 |
+0.350 |
2 |
145 |
+2 |
Aug09 |
090116 |
87.250 |
87.250 |
87.250 |
87.250 |
unch |
0 |
2 |
+0 |
Total Volume and Open Interest |
77 |
1,113 |
+23 |
Class III Milk(CME) |
Jan09 |
090116 |
10.65 |
10.74 |
10.65 |
10.67 |
-0.01 |
64 |
4,620 |
+42 |
Feb09 |
090116 |
9.32 |
9.43 |
9.28 |
9.35 |
+0.03 |
220 |
4,458 |
+176 |
Mar09 |
090116 |
9.72 |
9.93 |
9.65 |
9.74 |
+0.09 |
316 |
4,182 |
+79 |
Apr09 |
090116 |
10.22 |
10.45 |
10.20 |
10.28 |
+0.08 |
334 |
3,525 |
+117 |
May09 |
090116 |
10.71 |
10.78 |
10.59 |
10.65 |
+0.02 |
260 |
3,522 |
+108 |
Total Volume and Open Interest |
1,771 |
38,211 |
+618 |
Cocoa(ICE) |
Mar09 |
090116 |
2391 |
2492 |
2391 |
2463 |
+96 |
8,576 |
47,045 |
-4,845 |
May09 |
090116 |
2409 |
2499 |
2405 |
2473 |
+97 |
3,946 |
31,012 |
+360 |
Jul09 |
090116 |
2445 |
2493 |
2445 |
2467 |
+97 |
597 |
14,286 |
+87 |
Sep09 |
090116 |
2431 |
2470 |
2431 |
2453 |
+100 |
704 |
7,998 |
+309 |
Dec09 |
090116 |
2420 |
2435 |
2414 |
2422 |
+100 |
358 |
11,064 |
+237 |
Mar10 |
090116 |
2393 |
2408 |
2387 |
2393 |
+98 |
105 |
2,961 |
+16 |
May10 |
090116 |
2402 |
2402 |
2389 |
2389 |
+100 |
1 |
1,572 |
-4 |
Total Volume and Open Interest |
14,287 |
116,202 |
-3,840 |
Coffee "C"(ICE) |
Mar09 |
090116 |
115.50 |
117.50 |
115.00 |
115.80 |
+1.90 |
7,020 |
69,846 |
-297 |
May09 |
090116 |
116.70 |
119.25 |
116.70 |
117.85 |
+1.90 |
1,419 |
28,616 |
+161 |
Jul09 |
090116 |
119.35 |
121.30 |
119.30 |
119.80 |
+1.80 |
669 |
9,357 |
+360 |
Sep09 |
090116 |
121.40 |
123.25 |
121.40 |
121.60 |
+1.70 |
108 |
5,229 |
+64 |
Dec09 |
090116 |
124.90 |
125.60 |
124.30 |
124.30 |
+1.50 |
91 |
7,782 |
+78 |
Mar10 |
090116 |
127.60 |
128.10 |
126.80 |
126.80 |
+1.30 |
58 |
4,040 |
+43 |
Total Volume and Open Interest |
9,376 |
126,156 |
+418 |
Orange Juice(ICE) |
Mar09 |
090116 |
70.90 |
72.75 |
70.90 |
72.10 |
+1.15 |
1,433 |
22,553 |
+121 |
May09 |
090116 |
76.00 |
76.25 |
75.00 |
75.75 |
+1.00 |
246 |
3,091 |
+55 |
Jul09 |
090116 |
79.85 |
79.85 |
79.00 |
79.70 |
+1.00 |
9 |
1,455 |
+4 |
Sep09 |
090116 |
83.75 |
83.75 |
82.90 |
83.65 |
+0.95 |
25 |
518 |
+21 |
Nov09 |
090116 |
87.35 |
87.35 |
86.35 |
87.35 |
+1.00 |
3 |
174 |
+3 |
Jan10 |
090116 |
90.35 |
90.35 |
89.35 |
90.35 |
+1.00 |
0 |
77 |
+0 |
Total Volume and Open Interest |
1,716 |
28,097 |
+204 |
Sugar #11(ICE) |
Mar09 |
090116 |
12.07 |
12.44 |
12.07 |
12.26 |
+0.30 |
69,827 |
227,024 |
+2,694 |
May09 |
090116 |
12.41 |
12.73 |
12.40 |
12.57 |
+0.31 |
33,471 |
108,625 |
-1,253 |
Jul09 |
090116 |
12.73 |
13.00 |
12.72 |
12.82 |
+0.25 |
13,648 |
118,537 |
-1,419 |
Oct09 |
090116 |
13.30 |
13.51 |
13.27 |
13.35 |
+0.24 |
5,278 |
76,923 |
+2,700 |
Mar10 |
090116 |
13.94 |
14.15 |
13.91 |
13.96 |
+0.20 |
4,750 |
54,591 |
+1,691 |
Total Volume and Open Interest |
131,800 |
654,931 |
+6,271 |
London Cocoa(LCE) |
Mar09 |
090119 |
1758 |
1804 |
1758 |
1780 |
+14 |
5,297 |
64,713 |
-761 |
May09 |
090119 |
1742 |
1771 |
1741 |
1754 |
+14 |
4,079 |
44,340 |
+339 |
Jul09 |
090119 |
1739 |
1765 |
1735 |
1744 |
+14 |
1,018 |
31,565 |
-147 |
Sep09 |
090119 |
1732 |
1753 |
1722 |
1732 |
+12 |
589 |
12,114 |
+272 |
Dec09 |
090119 |
1674 |
1679 |
1674 |
1678 |
+12 |
126 |
14,886 |
+20 |
Mar10 |
090119 |
1643 |
1650 |
1643 |
1648 |
+12 |
316 |
3,370 |
+173 |
May10 |
090119 |
1653 |
1653 |
1653 |
1653 |
+12 |
0 |
12 |
+0 |
Total Volume and Open Interest |
11,425 |
171,000 |
-104 |
London Sugar(LCE) |
Mar09 |
090119 |
342.50 |
345.00 |
341.40 |
345.00 |
+3.60 |
4,130 |
24,644 |
-1,032 |
May09 |
090119 |
347.00 |
349.80 |
346.00 |
349.50 |
+3.50 |
1,022 |
15,409 |
+174 |
Aug09 |
090119 |
354.00 |
355.50 |
353.00 |
355.30 |
+3.20 |
469 |
7,799 |
+2 |
Oct09 |
090119 |
362.60 |
362.60 |
362.60 |
362.60 |
+3.00 |
186 |
3,751 |
+129 |
Dec09 |
090119 |
370.30 |
370.30 |
370.30 |
370.30 |
+3.20 |
0 |
986 |
+0 |
Total Volume and Open Interest |
5,807 |
53,324 |
-727 |
Cotton(ICE) |
Mar09 |
090116 |
48.50 |
49.77 |
47.65 |
49.00 |
+0.47 |
10,771 |
69,003 |
-136 |
May09 |
090116 |
48.40 |
50.12 |
48.40 |
49.58 |
+0.47 |
3,428 |
22,724 |
-10 |
Jul09 |
090116 |
50.00 |
50.90 |
49.20 |
50.46 |
+0.41 |
805 |
19,306 |
+435 |
Oct09 |
090116 |
53.20 |
53.20 |
52.35 |
53.04 |
+0.49 |
0 |
285 |
+0 |
Dec09 |
090116 |
53.76 |
54.80 |
53.60 |
54.57 |
+0.51 |
457 |
16,566 |
-14 |
Mar10 |
090116 |
57.77 |
57.77 |
57.77 |
57.77 |
+0.56 |
0 |
197 |
+0 |
Total Volume and Open Interest |
15,461 |
129,867 |
+275 |
Lumber(CME) |
Mar09 |
090116 |
168.0 |
170.8 |
166.5 |
170.0 |
+2.8 |
397 |
5,376 |
-11 |
May09 |
090116 |
184.9 |
189.0 |
184.8 |
187.0 |
+2.8 |
131 |
1,632 |
+6 |
Jul09 |
090116 |
198.9 |
202.0 |
196.5 |
199.6 |
+3.0 |
51 |
406 |
-31 |
Sep09 |
090116 |
206.0 |
206.2 |
205.0 |
206.2 |
+0.9 |
0 |
123 |
+0 |
Total Volume and Open Interest |
579 |
7,568 |
-228 |
Crude Oil(NYM) |
Feb09 |
090116 |
35.28 |
36.87 |
34.18 |
36.51 |
+1.11 |
179,925 |
61,455 |
-18,146 |
Mar09 |
090116 |
43.36 |
44.48 |
42.03 |
42.57 |
-0.97 |
272,603 |
382,302 |
+20,076 |
Apr09 |
090116 |
47.64 |
49.12 |
46.55 |
47.02 |
-1.09 |
68,493 |
93,297 |
-686 |
May09 |
090116 |
50.54 |
51.55 |
49.05 |
49.51 |
-1.10 |
28,118 |
54,640 |
-1,067 |
Jun09 |
090116 |
52.02 |
53.34 |
50.84 |
51.35 |
-1.04 |
35,191 |
115,975 |
-1,678 |
Jul09 |
090116 |
54.19 |
54.72 |
52.27 |
52.79 |
-1.01 |
12,070 |
52,254 |
-393 |
Aug09 |
090116 |
55.28 |
55.29 |
53.82 |
53.82 |
-0.98 |
5,392 |
27,589 |
-1,225 |
Sep09 |
090116 |
55.84 |
55.90 |
54.81 |
54.81 |
-0.91 |
4,279 |
21,408 |
-99 |
Oct09 |
090116 |
56.95 |
56.95 |
55.61 |
55.76 |
-0.85 |
2,782 |
21,000 |
-603 |
Nov09 |
090116 |
57.45 |
58.00 |
56.45 |
56.67 |
-0.81 |
3,066 |
17,542 |
-325 |
Dec09 |
090116 |
58.35 |
59.10 |
57.00 |
57.55 |
-0.79 |
19,238 |
93,645 |
-306 |
Jan10 |
090116 |
59.63 |
59.63 |
58.00 |
58.33 |
-0.77 |
770 |
19,208 |
-159 |
Feb10 |
090116 |
59.10 |
59.10 |
59.10 |
59.10 |
-0.75 |
331 |
10,294 |
+2 |
Mar10 |
090116 |
59.82 |
59.82 |
59.82 |
59.82 |
-0.73 |
193 |
13,422 |
+78 |
Apr10 |
090116 |
60.49 |
60.49 |
60.49 |
60.49 |
-0.71 |
286 |
3,499 |
+81 |
May10 |
090116 |
61.11 |
61.11 |
61.11 |
61.11 |
-0.69 |
310 |
3,813 |
-162 |
Total Volume and Open Interest |
652,858 |
1,264,597 |
-5,018 |
e-miNY Crude Oil(NYM) |
Jan09 |
081218 |
40.200 |
40.900 |
36.050 |
36.225 |
-3.825 |
13,316 |
6,211 |
-84 |
Feb09 |
090116 |
35.400 |
36.800 |
34.175 |
36.500 |
+1.100 |
16,545 |
7,512 |
+74 |
Mar09 |
090116 |
43.100 |
44.475 |
42.025 |
42.575 |
-0.975 |
10,237 |
4,701 |
+1,117 |
Apr09 |
090116 |
47.975 |
49.000 |
46.675 |
47.025 |
-1.075 |
576 |
620 |
+116 |
May09 |
090116 |
49.700 |
50.550 |
49.200 |
49.500 |
-1.100 |
67 |
160 |
+13 |
Jun09 |
090116 |
52.400 |
52.400 |
51.350 |
51.350 |
-1.050 |
4 |
122 |
-1 |
Jul09 |
090116 |
54.000 |
54.000 |
52.800 |
52.800 |
-1.000 |
0 |
6 |
+0 |
Aug09 |
090116 |
55.100 |
55.100 |
53.825 |
53.825 |
-0.975 |
0 |
1 |
+0 |
Sep09 |
090116 |
54.800 |
54.800 |
54.800 |
54.800 |
-0.925 |
0 |
2 |
+0 |
Oct09 |
090116 |
55.750 |
55.750 |
55.750 |
55.750 |
-0.850 |
1 |
2 |
+1 |
Total Volume and Open Interest |
27,431 |
13,204 |
+1,320 |
Heating Oil(NYM) |
Feb09 |
090116 |
148.41 |
152.83 |
144.90 |
147.34 |
-1.37 |
31,611 |
32,507 |
-866 |
Mar09 |
090116 |
148.20 |
152.03 |
144.26 |
146.43 |
-1.67 |
27,152 |
48,750 |
+3,045 |
Apr09 |
090116 |
148.70 |
152.38 |
145.21 |
147.08 |
-1.62 |
9,708 |
27,486 |
+495 |
May09 |
090116 |
151.00 |
153.80 |
146.91 |
148.53 |
-1.72 |
9,125 |
20,893 |
+943 |
Jun09 |
090116 |
150.95 |
155.74 |
148.59 |
150.43 |
-1.77 |
10,103 |
26,050 |
+536 |
Jul09 |
090116 |
157.09 |
158.50 |
153.20 |
153.83 |
-1.72 |
6,507 |
12,009 |
+1,365 |
Aug09 |
090116 |
161.83 |
162.03 |
156.50 |
157.38 |
-1.57 |
2,996 |
6,585 |
+572 |
Sep09 |
090116 |
165.16 |
165.47 |
159.50 |
160.88 |
-1.57 |
2,261 |
9,270 |
+351 |
Oct09 |
090116 |
168.55 |
168.55 |
162.37 |
164.03 |
-1.62 |
863 |
4,705 |
+11 |
Nov09 |
090116 |
169.85 |
170.84 |
164.75 |
166.58 |
-1.62 |
868 |
2,827 |
-67 |
Dec09 |
090116 |
171.74 |
173.50 |
167.44 |
168.88 |
-1.67 |
1,533 |
16,573 |
+270 |
Jan10 |
090116 |
174.92 |
174.92 |
169.40 |
170.83 |
-1.72 |
213 |
4,254 |
-46 |
Total Volume and Open Interest |
103,141 |
240,145 |
+6,643 |
Gasoline(NYMEX) |
Feb09 |
090116 |
117.15 |
119.45 |
113.83 |
116.72 |
-0.70 |
28,674 |
35,097 |
-3,604 |
Mar09 |
090116 |
120.00 |
122.56 |
117.34 |
119.87 |
-0.94 |
20,873 |
66,359 |
+2,245 |
Apr09 |
090116 |
132.71 |
134.27 |
129.43 |
131.52 |
-1.45 |
8,376 |
24,614 |
+969 |
May09 |
090116 |
134.60 |
136.23 |
131.49 |
133.17 |
-1.85 |
3,764 |
15,179 |
+737 |
Jun09 |
090116 |
135.90 |
137.49 |
133.40 |
134.87 |
-2.15 |
1,981 |
15,250 |
+319 |
Jul09 |
090116 |
136.26 |
136.84 |
135.54 |
135.82 |
-2.30 |
893 |
9,876 |
-94 |
Aug09 |
090116 |
137.23 |
137.23 |
136.47 |
136.47 |
-2.50 |
721 |
5,510 |
-76 |
Sep09 |
090116 |
140.25 |
140.25 |
135.50 |
136.82 |
-2.65 |
748 |
6,312 |
-116 |
Oct09 |
090116 |
128.00 |
128.76 |
127.52 |
127.52 |
-2.65 |
228 |
3,658 |
-51 |
Nov09 |
090116 |
131.02 |
131.02 |
128.42 |
128.42 |
-2.60 |
193 |
1,421 |
+11 |
Total Volume and Open Interest |
66,652 |
198,434 |
+369 |
e-miNY RBOB Gasoline(NYM) |
Feb09 |
090116 |
116.72 |
116.72 |
116.72 |
116.72 |
-0.70 |
2 |
3 |
+0 |
Mar09 |
090116 |
119.87 |
119.87 |
119.87 |
119.87 |
-0.94 |
0 |
1 |
+0 |
Apr09 |
090116 |
131.52 |
131.52 |
131.52 |
131.52 |
-1.45 |
|
|
|
May09 |
090116 |
133.17 |
133.17 |
133.17 |
133.17 |
-1.85 |
|
|
|
Total Volume and Open Interest |
2 |
4 |
+0 |
Natural Gas(NYM) |
Feb09 |
090116 |
4.896 |
4.979 |
4.765 |
4.801 |
-0.042 |
56,889 |
58,989 |
-5,989 |
Mar09 |
090116 |
4.900 |
4.973 |
4.781 |
4.813 |
-0.029 |
35,486 |
127,238 |
+5,531 |
Apr09 |
090116 |
4.960 |
5.030 |
4.850 |
4.886 |
-0.024 |
17,808 |
72,426 |
+3,272 |
May09 |
090116 |
5.043 |
5.108 |
4.940 |
4.964 |
-0.031 |
6,853 |
46,313 |
-354 |
Jun09 |
090116 |
5.150 |
5.190 |
5.042 |
5.071 |
-0.031 |
2,584 |
29,948 |
+26 |
Jul09 |
090116 |
5.270 |
5.310 |
5.173 |
5.200 |
-0.029 |
1,420 |
27,110 |
+8 |
Aug09 |
090116 |
5.370 |
5.420 |
5.270 |
5.305 |
-0.026 |
760 |
22,762 |
+46 |
Sep09 |
090116 |
5.430 |
5.490 |
5.340 |
5.365 |
-0.023 |
979 |
18,351 |
-75 |
Oct09 |
090116 |
5.510 |
5.608 |
5.462 |
5.483 |
-0.022 |
4,250 |
35,993 |
+90 |
Nov09 |
090116 |
6.015 |
6.066 |
5.989 |
6.003 |
-0.007 |
1,037 |
16,537 |
+173 |
Dec09 |
090116 |
6.601 |
6.613 |
6.526 |
6.553 |
+0.003 |
860 |
27,464 |
+167 |
Jan10 |
090116 |
6.908 |
6.908 |
6.784 |
6.823 |
+0.003 |
2,399 |
21,858 |
-84 |
Feb10 |
090116 |
6.935 |
6.935 |
6.805 |
6.835 |
+0.005 |
280 |
9,005 |
+30 |
Mar10 |
090116 |
6.755 |
6.781 |
6.638 |
6.678 |
+0.008 |
1,014 |
20,181 |
+64 |
Apr10 |
090116 |
6.372 |
6.392 |
6.287 |
6.328 |
+0.013 |
934 |
17,789 |
-8 |
May10 |
090116 |
6.360 |
6.410 |
6.296 |
6.327 |
+0.017 |
972 |
9,823 |
-38 |
Total Volume and Open Interest |
136,030 |
711,986 |
+3,268 |
Brent Crude Oil(ICE) |
Mar09 |
090119 |
46.30 |
46.50 |
43.80 |
44.50 |
-2.07 |
149,258 |
153,486 |
-4,021 |
Apr09 |
090119 |
48.20 |
48.54 |
45.66 |
46.31 |
-2.37 |
75,048 |
131,755 |
+9,296 |
May09 |
090119 |
50.26 |
50.33 |
47.36 |
47.99 |
-2.55 |
28,338 |
42,200 |
+5,466 |
Jun09 |
090119 |
51.86 |
51.87 |
48.86 |
49.46 |
-2.68 |
18,033 |
47,517 |
+771 |
Jul09 |
090119 |
53.05 |
53.07 |
50.07 |
50.57 |
-2.76 |
5,175 |
19,366 |
+1,527 |
Aug09 |
090119 |
54.03 |
54.05 |
51.05 |
51.55 |
-2.80 |
2,420 |
15,853 |
+1,092 |
Sep09 |
090119 |
55.01 |
55.03 |
51.96 |
52.46 |
-2.81 |
2,215 |
14,127 |
+571 |
Oct09 |
090119 |
55.53 |
55.53 |
52.84 |
53.34 |
-2.80 |
2,026 |
10,450 |
+273 |
Nov09 |
090119 |
56.27 |
56.27 |
53.66 |
54.15 |
-2.79 |
1,313 |
11,934 |
-4 |
Dec09 |
090119 |
57.13 |
57.13 |
54.36 |
54.93 |
-2.77 |
10,182 |
56,140 |
+605 |
Jan10 |
090119 |
55.71 |
55.71 |
55.71 |
55.71 |
-2.75 |
653 |
9,421 |
-107 |
Feb10 |
090119 |
56.46 |
56.46 |
56.46 |
56.46 |
-2.72 |
221 |
6,695 |
+194 |
Mar10 |
090119 |
58.81 |
58.81 |
57.19 |
57.19 |
-2.73 |
0 |
3,209 |
-7 |
Apr10 |
090119 |
57.85 |
57.85 |
57.85 |
57.85 |
-2.78 |
218 |
2,746 |
+0 |
Total Volume and Open Interest |
299,381 |
631,094 |
+16,728 |
Gas Oil(ICE) |
Feb09 |
090119 |
459.50 |
459.50 |
434.75 |
437.50 |
-26.00 |
47,364 |
78,296 |
-3,057 |
Mar09 |
090119 |
465.25 |
465.50 |
441.25 |
444.25 |
-25.75 |
40,119 |
73,081 |
+3,048 |
Apr09 |
090119 |
472.50 |
472.50 |
449.75 |
452.25 |
-25.75 |
17,324 |
36,515 |
-1,871 |
May09 |
090119 |
482.00 |
482.00 |
459.50 |
461.75 |
-26.00 |
5,611 |
24,671 |
+350 |
Jun09 |
090119 |
490.75 |
490.75 |
471.50 |
471.50 |
-26.00 |
7,929 |
42,255 |
-1,046 |
Jul09 |
090119 |
501.75 |
501.75 |
482.50 |
482.50 |
-26.25 |
3,381 |
15,928 |
-459 |
Aug09 |
090119 |
512.50 |
512.50 |
493.00 |
493.25 |
-26.50 |
2,271 |
19,046 |
+324 |
Sep09 |
090119 |
522.00 |
522.00 |
502.50 |
502.50 |
-27.00 |
2,206 |
14,351 |
+566 |
Oct09 |
090119 |
525.50 |
525.75 |
510.50 |
510.75 |
-26.75 |
1,906 |
11,479 |
+295 |
Nov09 |
090119 |
530.75 |
531.25 |
516.50 |
516.50 |
-26.75 |
1,177 |
9,852 |
+64 |
Total Volume and Open Interest |
135,097 |
443,445 |
-1,563 |
Ethanol(CBOT) |
Jan09 |
090106 |
1.675 |
1.675 |
1.675 |
1.675 |
+0.044 |
10 |
63 |
-9 |
Feb09 |
090116 |
1.590 |
1.620 |
1.570 |
1.612 |
+0.064 |
32 |
338 |
-22 |
Mar09 |
090116 |
1.560 |
1.630 |
1.560 |
1.630 |
+0.080 |
5 |
297 |
-2 |
Apr09 |
090116 |
1.615 |
1.640 |
1.615 |
1.640 |
+0.075 |
5 |
373 |
+0 |
May09 |
090116 |
1.640 |
1.670 |
1.640 |
1.670 |
+0.090 |
2 |
188 |
+6 |
Jun09 |
090116 |
1.640 |
1.680 |
1.640 |
1.680 |
+0.085 |
2 |
185 |
-4 |
Jul09 |
090116 |
1.675 |
1.710 |
1.675 |
1.710 |
+0.080 |
2 |
191 |
+0 |
Aug09 |
090116 |
1.725 |
1.725 |
1.725 |
1.725 |
+0.090 |
2 |
221 |
+2 |
Total Volume and Open Interest |
114 |
2,920 |
+33 |
WTI Crude Oil(ICE |
Feb09 |
090116 |
35.50 |
36.85 |
34.17 |
36.51 |
+1.11 |
55,206 |
22,823 |
-8,687 |
Mar09 |
090119 |
42.41 |
42.62 |
40.20 |
40.64 |
-1.93 |
88,733 |
107,136 |
-10,485 |
Apr09 |
090119 |
46.68 |
47.00 |
44.16 |
44.73 |
-2.29 |
35,306 |
47,847 |
+2,106 |
May09 |
090119 |
49.00 |
49.20 |
46.78 |
47.04 |
-2.47 |
13,556 |
22,666 |
+1,342 |
Jun09 |
090119 |
50.92 |
50.92 |
48.46 |
48.74 |
-2.61 |
13,459 |
50,107 |
-829 |
Jul09 |
090119 |
51.79 |
51.79 |
50.11 |
50.12 |
-2.67 |
4,287 |
13,992 |
+132 |
Aug09 |
090119 |
51.14 |
51.20 |
51.12 |
51.12 |
-2.70 |
3,494 |
12,745 |
-456 |
Sep09 |
090119 |
52.13 |
52.34 |
52.09 |
52.09 |
-2.72 |
2,274 |
15,646 |
+528 |
Oct09 |
090119 |
53.09 |
53.28 |
53.00 |
53.00 |
-2.76 |
1,556 |
7,403 |
+80 |
Nov09 |
090119 |
54.02 |
54.19 |
53.90 |
53.90 |
-2.77 |
1,668 |
10,344 |
+251 |
Dec09 |
090119 |
56.96 |
56.96 |
54.54 |
54.77 |
-2.78 |
8,425 |
65,610 |
-1,017 |
Jan10 |
090119 |
55.57 |
55.57 |
55.57 |
55.57 |
-2.76 |
73 |
4,956 |
+5 |
Feb10 |
090119 |
56.36 |
56.36 |
56.36 |
56.36 |
-2.74 |
0 |
3,521 |
+0 |
Mar10 |
090119 |
57.05 |
57.05 |
57.05 |
57.05 |
-2.77 |
0 |
2,190 |
+23 |
Apr10 |
090119 |
57.69 |
57.69 |
57.69 |
57.69 |
-2.80 |
0 |
3,673 |
+0 |
May10 |
090119 |
58.29 |
58.29 |
58.29 |
58.29 |
-2.82 |
0 |
1,380 |
+0 |
Total Volume and Open Interest |
203,268 |
495,930 |
-31,282 |
US Dollar Index(ICE) |
Mar09 |
090119 |
84.280 |
85.490 |
84.100 |
85.365 |
+0.530 |
3,841 |
12,403 |
+168 |
Jun09 |
090119 |
85.700 |
86.265 |
85.700 |
86.240 |
+0.530 |
109 |
2,254 |
-96 |
Sep09 |
090119 |
86.800 |
86.800 |
86.800 |
86.800 |
+0.530 |
|
|
|
Total Volume and Open Interest |
3,950 |
14,657 |
+72 |
Australian Dollar(CME) |
Mar09 |
090116 |
66.45 |
67.63 |
66.14 |
66.34 |
+0.02 |
43,640 |
43,100 |
+2,699 |
Jun09 |
090116 |
67.10 |
67.23 |
65.89 |
66.00 |
unch |
38 |
195 |
+3 |
Sep09 |
090116 |
65.70 |
65.72 |
65.70 |
65.70 |
-0.02 |
2 |
153 |
+0 |
Total Volume and Open Interest |
43,682 |
43,475 |
+2,704 |
British Pound(CME) |
Mar09 |
090116 |
146.36 |
149.64 |
146.28 |
146.46 |
+0.05 |
66,763 |
77,632 |
+2,615 |
Jun09 |
090116 |
149.30 |
149.42 |
146.27 |
146.31 |
+0.04 |
69 |
2,573 |
-20 |
Sep09 |
090116 |
147.12 |
149.13 |
146.22 |
146.25 |
+0.03 |
7 |
8 |
+0 |
Total Volume and Open Interest |
66,839 |
80,233 |
+2,595 |
Canadian Dollar(CME) |
Mar09 |
090116 |
79.74 |
81.18 |
79.47 |
79.83 |
-0.09 |
38,528 |
58,319 |
+4,447 |
Jun09 |
090116 |
80.66 |
81.20 |
79.51 |
79.86 |
-0.13 |
389 |
2,370 |
+226 |
Sep09 |
090116 |
80.79 |
81.14 |
79.69 |
79.97 |
-0.11 |
180 |
1,250 |
+6 |
Dec09 |
090116 |
81.00 |
81.10 |
79.77 |
80.04 |
-0.12 |
161 |
481 |
+27 |
Total Volume and Open Interest |
39,262 |
62,763 |
+4,708 |
Japanese Yen(CME) |
Mar09 |
090116 |
111.40 |
111.44 |
110.11 |
110.74 |
-0.87 |
91,099 |
107,835 |
+2,543 |
Jun09 |
090116 |
111.31 |
111.83 |
110.36 |
110.94 |
-0.89 |
165 |
3,916 |
+67 |
Sep09 |
090116 |
111.14 |
112.05 |
110.88 |
111.14 |
-0.91 |
3 |
34 |
-3 |
Total Volume and Open Interest |
91,267 |
111,813 |
+2,607 |
Swiss Franc(CME) |
Mar09 |
090116 |
89.08 |
90.08 |
89.05 |
89.66 |
+0.49 |
45,702 |
24,152 |
+97 |
Jun09 |
090116 |
89.84 |
90.17 |
89.30 |
89.84 |
+0.51 |
7 |
377 |
+1 |
Sep09 |
090116 |
90.02 |
90.03 |
89.52 |
90.02 |
+0.50 |
0 |
6 |
+0 |
Total Volume and Open Interest |
45,709 |
24,539 |
+98 |
EuroFX(CME) |
Mar09 |
090116 |
131.14 |
133.23 |
131.12 |
132.16 |
+0.77 |
239,360 |
126,198 |
+10,309 |
Jun09 |
090116 |
132.00 |
132.94 |
131.03 |
131.92 |
+0.78 |
326 |
1,369 |
+19 |
Sep09 |
090116 |
131.75 |
132.39 |
130.97 |
131.76 |
+0.79 |
20 |
872 |
-20 |
Total Volume and Open Interest |
239,706 |
128,486 |
+10,308 |
Mexican Peso(CME) |
Jan09 |
090116 |
721.2 |
721.2 |
719.0 |
721.2 |
+2.2 |
|
|
|
Feb09 |
090116 |
716.2 |
716.2 |
714.0 |
716.2 |
+2.2 |
|
|
|
Total Volume and Open Interest |
18,769 |
26,748 |
+2,774 |
30-Year T-Bonds(CBOT) |
Mar09 |
090116 |
136~220 |
136~270 |
134~015 |
136~070 |
-0~295 |
175,288 |
734,610 |
-3,252 |
Jun09 |
090116 |
135~105 |
135~170 |
132~270 |
134~300 |
-0~290 |
1,063 |
1,704 |
+143 |
Sep09 |
090116 |
133~230 |
134~200 |
133~230 |
133~230 |
-0~290 |
0 |
37 |
+0 |
Total Volume and Open Interest |
176,351 |
736,377 |
-3,109 |
10-Year T-Notes(CBOT) |
Mar09 |
090116 |
126~275 |
126~280 |
125~130 |
126~170 |
-0~155 |
454,528 |
1,017,784 |
-5,907 |
Jun09 |
090116 |
123~155 |
124~240 |
123~155 |
124~090 |
-0~150 |
321 |
2,486 |
+314 |
Sep09 |
090116 |
123~090 |
123~240 |
123~090 |
123~090 |
-0~150 |
|
|
|
Total Volume and Open Interest |
454,849 |
1,020,270 |
-5,593 |
5-Year T-Notes(CBOT) |
Mar09 |
090116 |
120~043 |
120~043 |
119~085 |
120~007 |
-0~045 |
240,123 |
963,209 |
-18,516 |
Jun09 |
090116 |
118~079 |
118~124 |
118~079 |
118~079 |
-0~045 |
|
|
|
Sep09 |
090116 |
118~079 |
118~124 |
118~079 |
118~079 |
-0~045 |
|
|
|
Total Volume and Open Interest |
240,123 |
963,209 |
-18,516 |
2 Year T-Notes(CBOT) |
Mar09 |
090116 |
109~026 |
109~040 |
109~012 |
109~035 |
+0~007 |
91,777 |
501,978 |
-9,840 |
Jun09 |
090116 |
108~095 |
108~095 |
108~088 |
108~095 |
+0~007 |
0 |
1 |
+0 |
Sep09 |
090116 |
108~095 |
108~095 |
108~088 |
108~095 |
+0~007 |
|
|
|
Total Volume and Open Interest |
91,777 |
501,979 |
-9,840 |
Eurodollars(CME) |
Mar09 |
090116 |
98.925 |
99.045 |
98.885 |
99.000 |
+0.065 |
342,097 |
1,288,109 |
+22,877 |
Jun09 |
090116 |
98.970 |
99.085 |
98.910 |
99.055 |
+0.085 |
282,112 |
1,046,783 |
-7,606 |
Sep09 |
090116 |
98.930 |
99.010 |
98.830 |
98.985 |
+0.090 |
275,712 |
869,322 |
-7,404 |
Dec09 |
090116 |
98.680 |
98.830 |
98.660 |
98.805 |
+0.070 |
213,056 |
742,858 |
+1,454 |
Mar10 |
090116 |
98.610 |
98.680 |
98.520 |
98.650 |
+0.040 |
226,479 |
660,490 |
-2,472 |
Jun10 |
090116 |
98.385 |
98.425 |
98.295 |
98.395 |
+0.005 |
149,246 |
384,151 |
+163 |
Sep10 |
090116 |
98.175 |
98.200 |
98.065 |
98.155 |
-0.030 |
108,695 |
363,721 |
+1,602 |
Dec10 |
090116 |
97.975 |
97.975 |
97.840 |
97.920 |
-0.060 |
86,230 |
303,254 |
-356 |
Mar11 |
090116 |
97.850 |
97.870 |
97.745 |
97.820 |
-0.080 |
42,570 |
179,685 |
+2,685 |
Jun11 |
090116 |
97.790 |
97.790 |
97.640 |
97.715 |
-0.085 |
33,912 |
186,133 |
+8,047 |
Sep11 |
090116 |
97.695 |
97.695 |
97.550 |
97.625 |
-0.090 |
34,262 |
124,545 |
-2,141 |
Dec11 |
090116 |
97.590 |
97.590 |
97.455 |
97.530 |
-0.095 |
20,137 |
105,271 |
+1,224 |
Mar12 |
090116 |
97.570 |
97.570 |
97.445 |
97.515 |
-0.095 |
9,799 |
84,276 |
+132 |
Jun12 |
090116 |
97.530 |
97.530 |
97.405 |
97.475 |
-0.100 |
8,438 |
66,185 |
+863 |
Sep12 |
090116 |
97.455 |
97.490 |
97.380 |
97.445 |
-0.100 |
7,430 |
76,424 |
+383 |
Dec12 |
090116 |
97.405 |
97.435 |
97.320 |
97.385 |
-0.100 |
4,756 |
53,060 |
-744 |
Mar13 |
090116 |
97.350 |
97.430 |
97.315 |
97.375 |
-0.100 |
3,915 |
39,275 |
-29 |
Jun13 |
090116 |
97.325 |
97.385 |
97.270 |
97.335 |
-0.100 |
5,983 |
29,293 |
-83 |
Total Volume and Open Interest |
1,903,821 |
6,897,283 |
+24,079 |
30 Day Federal Funds(CBOT) |
Jan09 |
090116 |
99.857 |
99.860 |
99.845 |
99.855 |
-0.002 |
3,948 |
67,177 |
+73 |
Feb09 |
090116 |
99.825 |
99.830 |
99.815 |
99.820 |
unch |
13,344 |
61,255 |
-1,722 |
Mar09 |
090116 |
99.810 |
99.815 |
99.805 |
99.810 |
unch |
8,361 |
38,614 |
+1,783 |
Apr09 |
090116 |
99.800 |
99.805 |
99.795 |
99.800 |
unch |
5,190 |
41,737 |
+580 |
May09 |
090116 |
99.775 |
99.790 |
99.775 |
99.785 |
unch |
4,098 |
45,449 |
-193 |
Jun09 |
090116 |
99.760 |
99.780 |
99.760 |
99.775 |
+0.015 |
3,918 |
22,295 |
-173 |
Total Volume and Open Interest |
48,444 |
371,471 |
+827 |
30 Day Fed Funds(e-CBOT) |
Jan09 |
090116 |
99.857 |
99.860 |
99.845 |
99.855 |
-0.002 |
3,948 |
67,177 |
+73 |
Feb09 |
090116 |
99.825 |
99.830 |
99.815 |
99.820 |
unch |
13,344 |
61,255 |
-1,722 |
Mar09 |
090116 |
99.810 |
99.815 |
99.805 |
99.805 |
unch |
8,360 |
38,614 |
+1,783 |
Apr09 |
090116 |
99.800 |
99.805 |
99.795 |
99.795 |
unch |
5,189 |
41,737 |
+580 |
May09 |
090116 |
99.775 |
99.790 |
99.775 |
99.780 |
unch |
4,098 |
45,449 |
-193 |
Jun09 |
090116 |
99.760 |
99.780 |
99.760 |
99.765 |
unch |
3,918 |
22,295 |
-173 |
Total Volume and Open Interest |
48,442 |
371,471 |
+827 |
3-Mth Euro-Yen(CME) |
Mar09 |
090116 |
99.400 |
99.400 |
99.400 |
99.400 |
-0.010 |
0 |
5,301 |
-761 |
Jun09 |
090116 |
99.540 |
99.540 |
99.540 |
99.540 |
+0.005 |
4 |
1,027 |
-251 |
Sep09 |
090116 |
99.580 |
99.580 |
99.580 |
99.580 |
+0.005 |
0 |
480 |
+0 |
Dec09 |
090116 |
99.560 |
99.560 |
99.560 |
99.560 |
+0.005 |
0 |
175 |
+0 |
Mar10 |
090116 |
99.475 |
99.475 |
99.475 |
99.475 |
+0.005 |
|
|
|
Jun10 |
090116 |
99.415 |
99.415 |
99.415 |
99.415 |
unch |
|
|
|
Sep10 |
090116 |
99.390 |
99.390 |
99.390 |
99.390 |
unch |
|
|
|
Dec10 |
090116 |
99.375 |
99.375 |
99.375 |
99.375 |
unch |
|
|
|
Mar11 |
090116 |
99.275 |
99.275 |
99.275 |
99.275 |
-0.010 |
|
|
|
Jun11 |
090116 |
99.275 |
99.275 |
99.275 |
99.275 |
-0.010 |
|
|
|
Total Volume and Open Interest |
4 |
6,983 |
-1,012 |
3-Mth Euro-Yen(SGX) |
Mar09 |
090119 |
99.40 |
99.40 |
99.40 |
99.40 |
+0.00 |
161 |
17,227 |
-10 |
Jun09 |
090119 |
99.53 |
99.53 |
99.53 |
99.53 |
+0.00 |
0 |
7,080 |
+0 |
Sep09 |
090119 |
99.57 |
99.57 |
99.57 |
99.57 |
+0.00 |
0 |
3,158 |
+0 |
Dec09 |
090119 |
99.50 |
99.55 |
99.50 |
99.55 |
+0.01 |
3 |
1,421 |
-2 |
Mar10 |
090119 |
99.47 |
99.47 |
99.46 |
99.46 |
+0.00 |
0 |
904 |
+0 |
Jun10 |
090119 |
99.40 |
99.40 |
99.40 |
99.40 |
+0.00 |
0 |
527 |
+0 |
Sep10 |
090119 |
99.38 |
99.38 |
99.38 |
99.38 |
+0.00 |
0 |
252 |
+0 |
Dec10 |
090119 |
99.36 |
99.36 |
99.36 |
99.36 |
+0.00 |
0 |
152 |
+0 |
Total Volume and Open Interest |
164 |
32,698 |
-12 |
Japanese Gov't Bonds(SGX) |
Mar09 |
090119 |
139.85 |
139.85 |
139.15 |
139.37 |
-0.41 |
2,846 |
11,845 |
-700 |
Jun09 |
090119 |
139.37 |
139.37 |
139.37 |
139.37 |
-0.41 |
|
|
|
Sep09 |
090119 |
139.37 |
139.37 |
139.37 |
139.37 |
-0.41 |
|
|
|
Total Volume and Open Interest |
2,846 |
11,845 |
-700 |
Euro-Bund(EUREX) |
Mar09 |
090119 |
125.61 |
125.66 |
124.44 |
125.18 |
-0.41 |
696,216 |
890,178 |
-22,252 |
Jun09 |
090119 |
124.40 |
124.40 |
123.50 |
124.02 |
-0.40 |
90 |
1,829 |
+1 |
Sep09 |
090119 |
124.02 |
124.02 |
124.02 |
124.02 |
-0.40 |
|
|
|
Total Volume and Open Interest |
696,306 |
892,007 |
-22,251 |
Euro-Bobl(EUREX) |
Mar09 |
090119 |
116.85 |
116.89 |
116.25 |
116.59 |
-0.35 |
315,176 |
797,883 |
+6,313 |
Jun09 |
090119 |
115.94 |
116.12 |
115.94 |
116.12 |
-0.38 |
0 |
6,739 |
+0 |
Sep09 |
090119 |
116.12 |
116.12 |
116.12 |
116.12 |
-0.38 |
|
|
|
Total Volume and Open Interest |
315,176 |
804,622 |
+6,313 |
3-Mth Euribor(EUREX) |
Mar09 |
090119 |
98.050 |
98.060 |
98.035 |
98.050 |
+0.025 |
2,054 |
13,260 |
+274 |
Jun09 |
090119 |
98.265 |
98.265 |
98.220 |
98.250 |
-0.015 |
1,110 |
4,808 |
-200 |
Sep09 |
090119 |
98.205 |
98.240 |
98.205 |
98.230 |
-0.035 |
151 |
2,929 |
+20 |
Total Volume and Open Interest |
4,244 |
30,255 |
-165 |
Long Gilt(LIFFE) |
Mar09 |
090119 |
120~32 |
120~32 |
119~06 |
119~25 |
-1~05 |
69,456 |
321,181 |
-9,147 |
Jun09 |
090119 |
120~16 |
120~16 |
120~16 |
120~16 |
-1~05 |
|
|
|
Total Volume and Open Interest |
69,456 |
321,181 |
-9,147 |
3-Mth Short Sterling(LIFFE) |
Mar09 |
090119 |
98.44 |
98.50 |
98.44 |
98.50 |
+0.08 |
58,573 |
459,875 |
+1,899 |
Jun09 |
090119 |
98.49 |
98.59 |
98.49 |
98.57 |
+0.07 |
35,016 |
322,350 |
+2,389 |
Sep09 |
090119 |
98.43 |
98.51 |
98.42 |
98.49 |
+0.07 |
35,693 |
251,090 |
-1,199 |
Dec09 |
090119 |
98.16 |
98.22 |
98.14 |
98.21 |
+0.07 |
28,826 |
223,277 |
+1,861 |
Mar10 |
090119 |
97.93 |
97.98 |
97.92 |
97.96 |
+0.07 |
31,940 |
188,289 |
+1,288 |
Jun10 |
090119 |
97.64 |
97.68 |
97.60 |
97.65 |
+0.06 |
32,105 |
154,165 |
-1,861 |
Total Volume and Open Interest |
249,619 |
1,832,775 |
+11,255 |
3-Mth Euribor(LIFFE) |
Mar09 |
090119 |
98.040 |
98.070 |
98.005 |
98.050 |
+0.025 |
153,161 |
740,651 |
-21,539 |
Jun09 |
090119 |
98.255 |
98.280 |
98.200 |
98.250 |
-0.015 |
113,322 |
661,398 |
+73 |
Sep09 |
090119 |
98.245 |
98.270 |
98.180 |
98.230 |
-0.035 |
118,409 |
474,994 |
+2,912 |
Total Volume and Open Interest |
694,183 |
3,320,877 |
-33,851 |
3-Mth Aus T-Bills(SFE) |
Mar09 |
090119 |
96.81 |
96.88 |
96.76 |
96.81 |
-0.02 |
13,730 |
240,142 |
-2,623 |
Jun09 |
090119 |
97.22 |
97.25 |
97.10 |
97.13 |
-0.09 |
16,302 |
189,285 |
+3,613 |
Sep09 |
090119 |
97.10 |
97.18 |
97.07 |
97.10 |
-0.05 |
3,674 |
113,352 |
-2,639 |
Dec09 |
090119 |
96.95 |
96.97 |
96.88 |
96.92 |
-0.05 |
1,809 |
66,341 |
+122 |
Mar10 |
090119 |
96.66 |
96.66 |
96.60 |
96.62 |
-0.06 |
1,287 |
45,583 |
+697 |
Jun10 |
090119 |
96.35 |
96.36 |
96.30 |
96.31 |
-0.08 |
1,355 |
43,883 |
+749 |
Sep10 |
090119 |
96.07 |
96.07 |
96.04 |
96.05 |
-0.08 |
289 |
22,781 |
+198 |
Dec10 |
090119 |
95.88 |
95.88 |
95.86 |
95.86 |
-0.08 |
248 |
12,400 |
+60 |
Mar11 |
090119 |
95.72 |
95.72 |
95.72 |
95.72 |
-0.10 |
10 |
810 |
+10 |
Jun11 |
090119 |
95.63 |
95.63 |
95.63 |
95.63 |
-0.10 |
0 |
848 |
+0 |
Total Volume and Open Interest |
38,704 |
735,582 |
+187 |
10-Year Aus T-Bonds(SFE) |
Mar09 |
090119 |
96.01 |
96.02 |
95.92 |
95.95 |
-0.08 |
21,173 |
293,506 |
+3,262 |
Jun09 |
090119 |
95.95 |
95.95 |
95.95 |
95.95 |
-0.08 |
|
|
|
Total Volume and Open Interest |
21,173 |
293,506 |
+3,262 |
3-Year Aus T-Bonds(SFE) |
Mar09 |
090119 |
96.85 |
96.88 |
96.77 |
96.79 |
-0.07 |
35,032 |
370,699 |
-56,724 |
Jun09 |
090119 |
96.79 |
96.79 |
96.79 |
96.79 |
-0.07 |
|
|
|
Total Volume and Open Interest |
35,032 |
370,699 |
-56,724 |
Gold(CMX) |
Feb09 |
090116 |
817.3 |
843.6 |
815.7 |
839.9 |
+32.6 |
134,944 |
132,085 |
-19,454 |
Apr09 |
090116 |
819.6 |
845.2 |
817.9 |
841.6 |
+32.6 |
31,164 |
91,820 |
+18,958 |
Jun09 |
090116 |
820.5 |
846.1 |
819.1 |
842.9 |
+32.6 |
2,081 |
32,409 |
+168 |
Aug09 |
090116 |
841.0 |
844.2 |
840.0 |
844.2 |
+32.6 |
525 |
12,133 |
-19 |
Oct09 |
090116 |
845.5 |
845.5 |
845.5 |
845.5 |
+32.6 |
55 |
3,505 |
-52 |
Dec09 |
090116 |
825.5 |
849.7 |
825.5 |
846.8 |
+32.5 |
1,641 |
14,529 |
+345 |
Feb10 |
090116 |
827.4 |
848.4 |
827.4 |
848.4 |
+32.7 |
9 |
2,886 |
-2 |
Apr10 |
090116 |
850.0 |
850.0 |
850.0 |
850.0 |
+32.9 |
50 |
351 |
+50 |
Jun10 |
090116 |
851.6 |
851.6 |
851.6 |
851.6 |
+33.1 |
0 |
3,227 |
+0 |
Aug10 |
090116 |
853.3 |
853.3 |
853.3 |
853.3 |
+33.3 |
0 |
100 |
+0 |
Oct10 |
090116 |
855.0 |
855.0 |
855.0 |
855.0 |
+33.4 |
|
|
|
Dec10 |
090116 |
856.9 |
856.9 |
856.9 |
856.9 |
+33.4 |
67 |
11,379 |
+48 |
Total Volume and Open Interest |
170,791 |
313,798 |
+74 |
Silver(CMX) |
Mar09 |
090116 |
1057.5 |
1130.5 |
1057.5 |
1121.5 |
+77.5 |
15,781 |
50,554 |
-670 |
May09 |
090116 |
1068.0 |
1131.0 |
1063.0 |
1123.3 |
+77.8 |
1,450 |
6,972 |
+300 |
Jul09 |
090116 |
1069.5 |
1128.0 |
1062.5 |
1124.5 |
+77.8 |
1,365 |
9,585 |
-220 |
Sep09 |
090116 |
1074.0 |
1125.5 |
1074.0 |
1125.5 |
+77.8 |
90 |
3,148 |
+27 |
Dec09 |
090116 |
1071.5 |
1139.0 |
1071.5 |
1127.1 |
+77.9 |
353 |
8,174 |
-87 |
Mar10 |
090116 |
1128.4 |
1128.4 |
1128.4 |
1128.4 |
+77.9 |
0 |
598 |
+0 |
May10 |
090116 |
1129.3 |
1129.3 |
1129.3 |
1129.3 |
+78.0 |
0 |
1 |
+0 |
Total Volume and Open Interest |
19,078 |
85,480 |
-665 |
Platinum(NYMEX) |
Jan09 |
090116 |
947.8 |
947.8 |
947.8 |
947.8 |
+31.1 |
11 |
353 |
-26 |
Apr09 |
090116 |
934.9 |
956.8 |
934.0 |
953.3 |
+31.1 |
1,713 |
17,051 |
-51 |
Jul09 |
090116 |
954.1 |
956.3 |
951.0 |
956.3 |
+31.1 |
18 |
330 |
+14 |
Total Volume and Open Interest |
1,742 |
17,734 |
-63 |
Palladium(NYMEX) |
Mar09 |
090116 |
180.00 |
186.85 |
180.00 |
185.95 |
+6.05 |
463 |
11,553 |
-64 |
Jun09 |
090116 |
183.10 |
187.10 |
183.10 |
186.60 |
+5.95 |
57 |
823 |
+29 |
Total Volume and Open Interest |
520 |
12,376 |
-35 |
Copper(CMX) |
Mar09 |
090116 |
149.20 |
156.50 |
148.85 |
152.75 |
+7.40 |
12,974 |
53,518 |
-1,690 |
May09 |
090116 |
151.30 |
157.50 |
151.00 |
154.05 |
+7.30 |
2,544 |
13,771 |
+233 |
Jul09 |
090116 |
155.00 |
155.10 |
153.90 |
155.00 |
+7.25 |
364 |
3,278 |
+170 |
Sep09 |
090116 |
156.10 |
156.10 |
154.25 |
155.65 |
+7.15 |
53 |
1,830 |
+14 |
Dec09 |
090116 |
155.50 |
157.25 |
155.00 |
156.30 |
+7.10 |
12 |
2,187 |
-2 |
Total Volume and Open Interest |
16,531 |
83,730 |
-1,499 |
DJIA Index(CBOT) |
Mar09 |
090116 |
8192 |
8325 |
8065 |
8243 |
+81 |
1,479 |
14,703 |
+4 |
Jun09 |
090116 |
8075 |
8198 |
8075 |
8198 |
+81 |
0 |
27 |
+0 |
Sep09 |
090116 |
8138 |
8138 |
8057 |
8138 |
+81 |
|
|
|
Dec09 |
090116 |
8098 |
8098 |
8017 |
8098 |
+81 |
|
|
|
Total Volume and Open Interest |
1,479 |
14,730 |
+4 |
S & P 500(CME) |
Mar09 |
090116 |
842.00 |
857.70 |
826.50 |
848.60 |
+9.30 |
44,962 |
514,122 |
+4,272 |
Jun09 |
090116 |
845.50 |
852.80 |
823.80 |
844.90 |
+9.10 |
1,769 |
11,200 |
+1,156 |
Sep09 |
090116 |
841.10 |
849.00 |
820.00 |
841.10 |
+9.10 |
60 |
629 |
+60 |
Dec09 |
090116 |
838.10 |
846.00 |
817.00 |
838.10 |
+9.10 |
0 |
24 |
+0 |
Total Volume and Open Interest |
46,791 |
525,975 |
+5,488 |
S & P 500 E-Mini(Globex) |
Mar09 |
090116 |
841.75 |
857.75 |
826.25 |
848.50 |
+9.25 |
3,371,389 |
2,467,373 |
-9,674 |
Jun09 |
090116 |
837.50 |
853.50 |
823.00 |
845.00 |
+9.25 |
16,376 |
39,563 |
+12,785 |
Total Volume and Open Interest |
3,387,767 |
2,507,284 |
+3,113 |
NASDAQ 100(CME) |
Mar09 |
090116 |
1162.80 |
1201.00 |
1162.80 |
1197.00 |
+19.70 |
3,005 |
23,965 |
+239 |
Jun09 |
090116 |
1197.50 |
1197.80 |
1197.50 |
1197.50 |
+19.70 |
0 |
9 |
+0 |
Sep09 |
090116 |
1197.80 |
1198.00 |
1197.80 |
1197.80 |
+19.80 |
|
|
|
Total Volume and Open Interest |
3,005 |
23,974 |
+239 |
NASDAQ 100 E-Mini(Globex) |
Mar09 |
090116 |
1181.00 |
1201.00 |
1164.50 |
1197.00 |
+19.70 |
384,576 |
247,806 |
-5,538 |
Jun09 |
090116 |
1186.00 |
1199.30 |
1166.30 |
1197.50 |
+19.70 |
70 |
1,682 |
+26 |
Total Volume and Open Interest |
384,646 |
249,507 |
-5,512 |
S & P Midcap 400(CME) |
Mar09 |
090116 |
519.00 |
519.00 |
501.00 |
515.70 |
+7.80 |
52 |
3,655 |
-8 |
Jun09 |
090116 |
515.70 |
515.70 |
512.90 |
515.70 |
+7.80 |
|
|
|
Sep09 |
090116 |
520.70 |
520.70 |
517.90 |
520.70 |
+7.80 |
|
|
|
Total Volume and Open Interest |
52 |
3,655 |
-8 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar09 |
090116 |
8275 |
8375 |
8150 |
8285 |
+160 |
12,877 |
34,386 |
-1,276 |
Jun09 |
090116 |
8285 |
8285 |
8225 |
8285 |
+160 |
|
|
|
Total Volume and Open Interest |
12,877 |
34,386 |
-1,276 |
Nikkei 225(SGX) |
Mar09 |
090119 |
8235 |
8365 |
8195 |
8280 |
+40 |
95,252 |
157,022 |
+3,459 |
Jun09 |
090119 |
8200 |
8200 |
8200 |
8200 |
+40 |
0 |
163 |
+0 |
Sep09 |
090119 |
8205 |
8205 |
8205 |
8205 |
+45 |
0 |
68 |
+0 |
Total Volume and Open Interest |
95,507 |
157,879 |
+3,459 |
CAC 40(EURONEXT) |
Feb09 |
090119 |
3058.5 |
3086.5 |
2948.5 |
2994.0 |
-27.0 |
128,010 |
316,737 |
+28,985 |
Mar09 |
090119 |
3068.0 |
3084.0 |
2965.0 |
2997.5 |
-26.5 |
198 |
28,953 |
-40 |
Apr09 |
090119 |
3004.0 |
3004.0 |
3004.0 |
3004.0 |
|
|
|
|
Hang Seng Index(HKFE) |
Jan09 |
090119 |
13405 |
13533 |
13066 |
13393 |
+141 |
65,669 |
78,330 |
-3,525 |
Feb09 |
090119 |
13411 |
13527 |
13075 |
13384 |
+124 |
2,449 |
6,802 |
+3,229 |
Mar09 |
090119 |
13385 |
13432 |
13037 |
13334 |
+124 |
316 |
1,619 |
-26 |
Total Volume and Open Interest |
68,448 |
87,131 |
-281 |
DAX(EUREX) |
Mar09 |
090119 |
4429.5 |
4466.0 |
4259.0 |
4322.0 |
-66.0 |
177,687 |
148,812 |
+2,043 |
Jun09 |
090119 |
4445.5 |
4476.5 |
4277.5 |
4337.5 |
-67.0 |
519 |
10,872 |
+5 |
Sep09 |
090119 |
4442.0 |
4485.0 |
4290.0 |
4350.5 |
-67.5 |
236 |
670 |
-48 |
Total Volume and Open Interest |
178,442 |
160,354 |
+2,000 |
FT-SE 100(EURONEXT) |
Mar09 |
090119 |
4190.50 |
4221.00 |
3999.00 |
4073.00 |
-56.50 |
121,554 |
721,474 |
-3,961 |
Jun09 |
090119 |
4141.00 |
4170.00 |
3971.50 |
4030.00 |
-58.00 |
45 |
1,970 |
+15 |
Sep09 |
090119 |
4005.00 |
4005.00 |
4005.00 |
4005.00 |
-56.50 |
|
|
|
Total Volume and Open Interest |
121,599 |
723,444 |
-3,946 |
SPI 200(SFE) |
Mar09 |
090119 |
3532.0 |
3575.0 |
3490.0 |
3549.0 |
+25.0 |
20,918 |
294,702 |
-22,843 |
Jun09 |
090119 |
3539.0 |
3560.0 |
3539.0 |
3548.0 |
+27.0 |
101 |
3,244 |
-26 |
Sep09 |
090119 |
3520.0 |
3520.0 |
3497.0 |
3497.0 |
+27.0 |
26 |
1,107 |
+24 |
Total Volume and Open Interest |
21,045 |
299,927 |
-22,845 |
GSCI(CME) |
Feb09 |
090116 |
347.00 |
351.50 |
341.00 |
342.30 |
-1.20 |
1,155 |
13,922 |
+404 |
Mar09 |
090116 |
360.00 |
365.00 |
359.00 |
360.00 |
-1.00 |
|
|
|
Apr09 |
090116 |
369.50 |
369.50 |
369.50 |
369.50 |
|
|
|
|
Reuters CCI(ICE) |
Feb09 |
090116 |
361.95 |
363.10 |
361.00 |
361.00 |
+6.00 |
1 |
21 |
-1 |
Apr09 |
090116 |
370.00 |
370.25 |
368.00 |
368.00 |
+6.00 |
3 |
1,031 |
+0 |
Jun09 |
090116 |
221.10 |
221.10 |
221.10 |
221.10 |
+0.10 |
|
|
|
Total Volume and Open Interest |
0 |
6 |
+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. |
|
|