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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.

Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.