|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue January 20, 2009 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar09 |
090120 |
1018.25 |
1037.00 |
977.50 |
992.00 |
-28.00 |
132,543 |
161,756 |
+2,084 |
May09 |
090120 |
1028.75 |
1045.25 |
986.75 |
1001.00 |
-28.00 |
28,844 |
37,798 |
+1,324 |
Jul09 |
090120 |
1037.25 |
1055.00 |
999.00 |
1011.00 |
-27.50 |
29,397 |
34,965 |
+873 |
Aug09 |
090120 |
1034.50 |
1034.50 |
999.75 |
1005.50 |
-26.50 |
330 |
2,008 |
+12 |
Sep09 |
090120 |
1007.25 |
1012.25 |
972.50 |
979.50 |
-23.50 |
483 |
1,483 |
+109 |
Nov09 |
090120 |
966.00 |
986.75 |
943.25 |
953.50 |
-18.50 |
15,156 |
50,084 |
+2,163 |
Jan10 |
090120 |
979.50 |
991.00 |
955.00 |
962.00 |
-17.50 |
101 |
637 |
-61 |
Total Volume and Open Interest |
207,350 |
294,952 |
+6,770 |
Soybean Meal(CBOT) |
Mar09 |
090120 |
316.00 |
319.00 |
305.80 |
309.00 |
-7.00 |
7,277 |
56,110 |
-1,600 |
May09 |
090120 |
317.50 |
320.00 |
307.00 |
310.00 |
-7.30 |
2,003 |
21,790 |
+701 |
Jul09 |
090120 |
320.50 |
322.50 |
311.50 |
312.60 |
-7.20 |
1,896 |
17,458 |
+664 |
Aug09 |
090120 |
320.50 |
320.50 |
309.50 |
310.60 |
-6.70 |
1,170 |
4,455 |
-457 |
Sep09 |
090120 |
304.00 |
304.00 |
303.00 |
303.00 |
-5.80 |
260 |
3,814 |
+64 |
Oct09 |
090120 |
288.10 |
288.10 |
288.10 |
288.10 |
-3.40 |
371 |
2,349 |
+98 |
Dec09 |
090120 |
295.50 |
295.50 |
286.10 |
286.10 |
-3.90 |
1,305 |
11,000 |
+508 |
Jan10 |
090120 |
288.00 |
288.00 |
286.10 |
286.10 |
-3.90 |
55 |
224 |
+33 |
Total Volume and Open Interest |
58,622 |
117,612 |
+1,475 |
Soybean Oil(CBOT) |
Mar09 |
090120 |
34.70 |
34.90 |
33.12 |
33.81 |
-0.78 |
5,230 |
109,099 |
-1,492 |
May09 |
090120 |
34.93 |
35.17 |
33.67 |
34.19 |
-0.77 |
1,506 |
32,116 |
+678 |
Jul09 |
090120 |
35.30 |
35.55 |
34.55 |
34.57 |
-0.76 |
576 |
27,623 |
+82 |
Aug09 |
090120 |
35.60 |
35.72 |
34.35 |
34.75 |
-0.77 |
437 |
5,495 |
-282 |
Sep09 |
090120 |
35.80 |
35.80 |
34.55 |
34.94 |
-0.76 |
158 |
4,315 |
+170 |
Oct09 |
090120 |
36.05 |
36.05 |
35.11 |
35.11 |
-0.75 |
306 |
4,350 |
+184 |
Dec09 |
090120 |
36.35 |
36.35 |
35.40 |
35.40 |
-0.75 |
1,603 |
17,768 |
-791 |
Jan10 |
090120 |
36.45 |
36.45 |
35.70 |
35.70 |
-0.72 |
45 |
360 |
+16 |
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 |
2 |
+0 |
Mar09 |
090120 |
444.4 |
447.5 |
434.6 |
435.6 |
-7.5 |
12,347 |
68,470 |
-2,417 |
May09 |
090120 |
451.4 |
455.0 |
443.1 |
443.1 |
-7.8 |
3,156 |
10,400 |
+570 |
Jul09 |
090120 |
458.0 |
461.5 |
449.2 |
450.4 |
-8.0 |
630 |
5,394 |
-161 |
Nov09 |
090120 |
461.3 |
465.8 |
453.2 |
456.7 |
-9.1 |
395 |
7,079 |
+86 |
Total Volume and Open Interest |
16,531 |
91,574 |
+6,337 |
Corn(CBOT) |
Mar09 |
090120 |
398.00 |
402.00 |
376.50 |
383.50 |
-7.50 |
6,052 |
331,137 |
-4,968 |
May09 |
090120 |
406.50 |
412.50 |
388.00 |
394.75 |
-7.00 |
1,617 |
115,608 |
+2,778 |
Jul09 |
090120 |
420.00 |
423.00 |
398.50 |
405.50 |
-7.00 |
1,303 |
127,989 |
+286 |
Sep09 |
090120 |
431.50 |
431.50 |
416.25 |
416.25 |
-7.00 |
103 |
32,352 |
+67 |
Dec09 |
090120 |
444.00 |
447.50 |
424.50 |
430.00 |
-6.75 |
689 |
149,708 |
-456 |
Mar10 |
090120 |
455.00 |
455.00 |
442.00 |
442.75 |
-6.00 |
16 |
12,232 |
-11 |
Total Volume and Open Interest |
127,122 |
808,177 |
-1,324 |
Wheat(CBOT) |
Mar09 |
090120 |
577.00 |
582.00 |
549.00 |
550.00 |
-28.25 |
992 |
128,583 |
-50 |
May09 |
090120 |
586.00 |
586.00 |
562.75 |
562.75 |
-28.00 |
91 |
32,332 |
+162 |
Jul09 |
090120 |
600.00 |
602.00 |
574.00 |
574.00 |
-28.25 |
608 |
53,052 |
-475 |
Sep09 |
090120 |
596.50 |
596.50 |
596.50 |
596.50 |
-28.00 |
1 |
17,299 |
+4 |
Dec09 |
090120 |
618.75 |
618.75 |
618.75 |
618.75 |
-27.50 |
28 |
25,999 |
-172 |
Total Volume and Open Interest |
41,246 |
265,236 |
+46 |
Wheat(KCBT) |
Mar09 |
090120 |
609.00 |
610.00 |
579.50 |
579.75 |
-29.25 |
5,626 |
34,361 |
-59 |
May09 |
090120 |
620.00 |
620.00 |
590.75 |
590.75 |
-29.25 |
418 |
11,737 |
-23 |
Jul09 |
090120 |
626.00 |
627.00 |
600.25 |
600.25 |
-29.50 |
908 |
19,872 |
+134 |
Sep09 |
090120 |
610.75 |
610.75 |
610.75 |
610.75 |
-30.00 |
28 |
3,891 |
-16 |
Dec09 |
090120 |
634.00 |
634.00 |
627.75 |
627.75 |
-29.25 |
499 |
8,857 |
+294 |
Total Volume and Open Interest |
8,237 |
79,947 |
+162 |
Wheat(MGE) |
Mar09 |
090120 |
652.00 |
659.00 |
628.00 |
629.50 |
-23.25 |
2,899 |
8,448 |
+35 |
May09 |
090120 |
648.00 |
649.75 |
625.00 |
625.00 |
-23.75 |
840 |
8,372 |
-24 |
Jul09 |
090120 |
648.25 |
651.75 |
627.25 |
628.25 |
-21.50 |
88 |
3,239 |
-40 |
Sep09 |
090120 |
655.25 |
660.00 |
634.25 |
634.25 |
-25.25 |
99 |
3,613 |
-15 |
Dec09 |
090120 |
672.50 |
674.00 |
646.00 |
646.00 |
-25.00 |
121 |
2,323 |
-27 |
Total Volume and Open Interest |
4,050 |
26,154 |
-70 |
Oats(CBOT) |
Mar09 |
090120 |
221.00 |
221.00 |
213.75 |
214.00 |
-8.50 |
41 |
6,920 |
-61 |
May09 |
090120 |
230.50 |
230.50 |
223.50 |
223.50 |
-8.50 |
0 |
3,032 |
-9 |
Jul09 |
090120 |
233.00 |
233.00 |
233.00 |
233.00 |
-8.50 |
6 |
2,884 |
+20 |
Sep09 |
090120 |
242.50 |
242.50 |
242.50 |
242.50 |
-8.50 |
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 |
19 |
121 |
+0 |
Mar09 |
090120 |
13.55 |
13.55 |
13.15 |
13.15 |
-0.50 |
8 |
4,387 |
-68 |
May09 |
090120 |
13.31 |
13.31 |
13.31 |
13.31 |
-0.50 |
0 |
696 |
+81 |
Jul09 |
090120 |
13.45 |
13.45 |
13.45 |
13.45 |
-0.50 |
0 |
188 |
+0 |
Total Volume and Open Interest |
370 |
5,816 |
-8 |
Live Cattle(CME) |
Feb09 |
090120 |
83.550 |
83.800 |
82.550 |
82.635 |
-1.900 |
10,710 |
46,993 |
-2,214 |
Apr09 |
090120 |
86.650 |
86.900 |
85.300 |
85.350 |
-2.330 |
9,100 |
88,788 |
+1,857 |
Jun09 |
090120 |
85.350 |
85.700 |
84.000 |
84.050 |
-2.150 |
4,024 |
41,918 |
+1,063 |
Aug09 |
090120 |
86.000 |
86.100 |
84.700 |
84.750 |
-1.885 |
1,293 |
17,037 |
+211 |
Oct09 |
090120 |
89.600 |
89.600 |
88.200 |
88.200 |
-1.850 |
278 |
6,927 |
+62 |
Dec09 |
090120 |
91.250 |
91.350 |
90.050 |
90.050 |
-1.700 |
259 |
3,659 |
+164 |
Total Volume and Open Interest |
49,918 |
205,275 |
+4,031 |
Feeder Cattle(CME) |
Jan09 |
090120 |
94.550 |
94.550 |
93.000 |
93.000 |
-2.000 |
253 |
2,299 |
-122 |
Mar09 |
090120 |
93.500 |
93.600 |
91.550 |
91.750 |
-2.635 |
1,069 |
11,676 |
+95 |
Apr09 |
090120 |
95.100 |
95.100 |
93.400 |
93.500 |
-2.450 |
315 |
3,320 |
+100 |
May09 |
090120 |
96.500 |
96.500 |
94.850 |
94.930 |
-2.470 |
122 |
2,363 |
+1 |
Aug09 |
090120 |
98.400 |
98.400 |
96.800 |
96.800 |
-2.100 |
70 |
1,236 |
+37 |
Sep09 |
090120 |
97.700 |
97.700 |
96.950 |
96.950 |
-2.000 |
1 |
165 |
-1 |
Oct09 |
090120 |
97.600 |
97.600 |
96.500 |
96.500 |
-2.000 |
14 |
71 |
+12 |
Total Volume and Open Interest |
3,069 |
21,040 |
+298 |
Lean Hogs(CME) |
Feb09 |
090120 |
59.650 |
60.300 |
59.500 |
59.735 |
-0.215 |
8,052 |
23,517 |
-2,023 |
Apr09 |
090120 |
65.600 |
66.500 |
65.500 |
65.700 |
-0.335 |
8,386 |
58,500 |
+1,698 |
May09 |
090120 |
76.500 |
77.400 |
76.500 |
77.100 |
-0.185 |
80 |
1,830 |
+27 |
Jun09 |
090120 |
77.250 |
78.350 |
77.250 |
77.830 |
-0.220 |
3,296 |
31,927 |
-332 |
Jul09 |
090120 |
77.550 |
78.450 |
77.550 |
78.150 |
unch |
643 |
6,879 |
-56 |
Aug09 |
090120 |
76.600 |
77.350 |
76.400 |
77.000 |
-0.100 |
777 |
5,171 |
+232 |
Oct09 |
090120 |
69.150 |
70.150 |
69.150 |
70.000 |
+0.050 |
120 |
3,689 |
+40 |
Dec09 |
090120 |
67.225 |
67.900 |
67.100 |
67.650 |
-0.100 |
24 |
1,087 |
+16 |
Total Volume and Open Interest |
25,874 |
133,172 |
-623 |
Pork Bellies(CME) |
Feb09 |
090120 |
80.330 |
82.400 |
80.330 |
80.680 |
-2.650 |
42 |
573 |
+6 |
Mar09 |
090120 |
83.800 |
83.800 |
81.150 |
81.600 |
-2.550 |
0 |
162 |
+0 |
May09 |
090120 |
85.035 |
85.150 |
84.000 |
84.100 |
-1.400 |
1 |
238 |
+1 |
Jul09 |
090120 |
84.150 |
84.750 |
81.550 |
81.550 |
-3.000 |
0 |
145 |
+0 |
Aug09 |
090120 |
86.200 |
86.200 |
86.200 |
86.200 |
-1.050 |
0 |
2 |
+0 |
Total Volume and Open Interest |
77 |
1,113 |
+23 |
Class III Milk(CME) |
Jan09 |
090120 |
10.65 |
10.65 |
10.65 |
10.65 |
-0.02 |
48 |
4,600 |
-20 |
Feb09 |
090120 |
9.34 |
9.34 |
9.34 |
9.34 |
-0.01 |
66 |
4,560 |
+102 |
Mar09 |
090120 |
9.73 |
9.73 |
9.73 |
9.73 |
-0.01 |
62 |
4,248 |
+66 |
Apr09 |
090120 |
10.35 |
10.35 |
10.35 |
10.35 |
+0.07 |
58 |
3,565 |
+40 |
May09 |
090120 |
10.64 |
10.64 |
10.64 |
10.64 |
-0.01 |
63 |
3,573 |
+51 |
Total Volume and Open Interest |
1,771 |
38,211 |
+618 |
Cocoa(ICE) |
Mar09 |
090120 |
2400 |
2488 |
2340 |
2470 |
+7 |
8,576 |
45,986 |
-1,059 |
May09 |
090120 |
2425 |
2498 |
2350 |
2480 |
+7 |
3,946 |
31,316 |
+304 |
Jul09 |
090120 |
2384 |
2487 |
2353 |
2470 |
+3 |
597 |
14,513 |
+227 |
Sep09 |
090120 |
2371 |
2465 |
2330 |
2452 |
-1 |
704 |
7,959 |
-39 |
Dec09 |
090120 |
2352 |
2422 |
2304 |
2421 |
-1 |
358 |
11,153 |
+89 |
Mar10 |
090120 |
2306 |
2396 |
2285 |
2396 |
+3 |
105 |
2,885 |
-76 |
May10 |
090120 |
2298 |
2392 |
2290 |
2390 |
+1 |
1 |
1,568 |
-4 |
Total Volume and Open Interest |
14,287 |
116,202 |
-3,840 |
Coffee "C"(ICE) |
Mar09 |
090120 |
115.15 |
116.35 |
113.90 |
114.90 |
-0.90 |
7,020 |
69,399 |
-447 |
May09 |
090120 |
117.20 |
118.15 |
116.00 |
117.00 |
-0.85 |
1,419 |
29,243 |
+627 |
Jul09 |
090120 |
119.25 |
120.10 |
118.15 |
118.95 |
-0.85 |
669 |
10,005 |
+648 |
Sep09 |
090120 |
121.00 |
121.65 |
120.00 |
120.75 |
-0.85 |
108 |
5,194 |
-35 |
Dec09 |
090120 |
123.30 |
124.20 |
123.30 |
123.40 |
-0.90 |
91 |
7,664 |
-118 |
Mar10 |
090120 |
126.05 |
126.75 |
125.95 |
125.95 |
-0.85 |
58 |
4,435 |
+395 |
Total Volume and Open Interest |
9,376 |
126,156 |
+418 |
Orange Juice(ICE) |
Mar09 |
090120 |
72.80 |
73.30 |
71.10 |
72.25 |
+0.15 |
1,433 |
22,387 |
-166 |
May09 |
090120 |
75.70 |
76.50 |
75.45 |
75.90 |
+0.15 |
246 |
3,125 |
+34 |
Jul09 |
090120 |
80.00 |
80.00 |
79.80 |
79.80 |
+0.10 |
9 |
1,455 |
+0 |
Sep09 |
090120 |
83.90 |
83.90 |
83.50 |
83.75 |
+0.10 |
25 |
538 |
+20 |
Nov09 |
090120 |
87.45 |
87.45 |
87.45 |
87.45 |
+0.10 |
0 |
174 |
+0 |
Jan10 |
090120 |
90.45 |
90.45 |
90.45 |
90.45 |
+0.10 |
0 |
77 |
+0 |
Total Volume and Open Interest |
1,716 |
28,097 |
+204 |
Sugar #11(ICE) |
Mar09 |
090120 |
12.15 |
12.62 |
12.02 |
12.59 |
+0.33 |
69,827 |
226,825 |
-199 |
May09 |
090120 |
12.40 |
12.86 |
12.38 |
12.85 |
+0.28 |
33,471 |
112,975 |
+4,350 |
Jul09 |
090120 |
12.76 |
13.05 |
12.63 |
13.04 |
+0.22 |
13,648 |
115,227 |
-3,310 |
Oct09 |
090120 |
13.25 |
13.51 |
13.18 |
13.49 |
+0.14 |
5,278 |
78,376 |
+1,453 |
Mar10 |
090120 |
13.86 |
14.13 |
13.81 |
14.09 |
+0.13 |
4,750 |
55,365 |
+774 |
Total Volume and Open Interest |
131,800 |
654,931 |
+6,271 |
Sugar #14(ICE) |
Mar09 |
090120 |
20.20 |
20.20 |
20.20 |
20.20 |
unch |
10 |
2,482 |
+34 |
May09 |
090120 |
20.60 |
20.68 |
20.60 |
20.68 |
-0.02 |
3 |
2,878 |
+102 |
Jul09 |
090120 |
20.88 |
20.88 |
20.88 |
20.88 |
+0.04 |
0 |
1,916 |
+9 |
Sep09 |
090120 |
20.98 |
20.98 |
20.98 |
20.98 |
unch |
0 |
966 |
+0 |
Total Volume and Open Interest |
13 |
8,097 |
+8 |
London Cocoa(LCE) |
Mar09 |
090120 |
1795 |
1885 |
1788 |
1866 |
+100 |
5,297 |
64,713 |
-761 |
May09 |
090120 |
1774 |
1860 |
1769 |
1846 |
+106 |
4,079 |
44,340 |
+339 |
Jul09 |
090120 |
1760 |
1836 |
1758 |
1828 |
+98 |
1,018 |
31,565 |
-147 |
Sep09 |
090120 |
1758 |
1830 |
1750 |
1816 |
+96 |
589 |
12,114 |
+272 |
Dec09 |
090120 |
1700 |
1762 |
1695 |
1762 |
+96 |
126 |
14,886 |
+20 |
Mar10 |
090120 |
1665 |
1726 |
1660 |
1726 |
+90 |
316 |
3,370 |
+173 |
May10 |
090120 |
1670 |
1731 |
1670 |
1731 |
+90 |
0 |
12 |
+0 |
Total Volume and Open Interest |
11,425 |
171,000 |
-707 |
London Coffee(LCE) |
Jan09 |
090120 |
1971.00 |
1990.00 |
1962.00 |
1980.00 |
-30.00 |
118 |
11,815 |
-299 |
Total Volume and Open Interest |
118 |
11,815 |
-439 |
London Sugar(LCE) |
Mar09 |
090120 |
341.00 |
348.90 |
338.00 |
347.50 |
+6.10 |
4,130 |
24,644 |
-1,032 |
May09 |
090120 |
343.90 |
354.10 |
343.00 |
352.90 |
+6.90 |
1,022 |
15,409 |
+174 |
Aug09 |
090120 |
350.30 |
359.20 |
348.60 |
358.40 |
+6.30 |
469 |
7,799 |
+2 |
Oct09 |
090120 |
357.30 |
365.50 |
356.30 |
364.20 |
+4.60 |
186 |
3,751 |
+129 |
Dec09 |
090120 |
364.00 |
370.50 |
364.00 |
370.50 |
+3.40 |
0 |
986 |
+0 |
Total Volume and Open Interest |
5,807 |
53,324 |
+454 |
Cotton(ICE) |
Mar09 |
090120 |
49.25 |
49.25 |
46.76 |
46.81 |
-2.19 |
10,771 |
68,115 |
-888 |
May09 |
090120 |
49.58 |
49.58 |
47.17 |
47.25 |
-2.33 |
3,428 |
23,173 |
+449 |
Jul09 |
090120 |
50.00 |
50.00 |
48.05 |
48.16 |
-2.30 |
805 |
19,519 |
+213 |
Oct09 |
090120 |
50.66 |
50.66 |
50.66 |
50.66 |
-2.38 |
0 |
286 |
+1 |
Dec09 |
090120 |
52.60 |
53.20 |
52.26 |
52.26 |
-2.31 |
457 |
16,840 |
+274 |
Mar10 |
090120 |
55.34 |
55.34 |
55.34 |
55.34 |
-2.43 |
0 |
197 |
+0 |
Total Volume and Open Interest |
15,461 |
129,867 |
+275 |
Lumber(CME) |
Mar09 |
090120 |
163.7 |
166.0 |
160.0 |
160.0 |
-10.0 |
326 |
5,399 |
+23 |
May09 |
090120 |
183.0 |
183.0 |
177.0 |
177.0 |
-10.0 |
70 |
1,662 |
+30 |
Jul09 |
090120 |
197.0 |
197.0 |
190.0 |
192.5 |
-7.1 |
42 |
421 |
+15 |
Sep09 |
090120 |
202.0 |
202.0 |
196.7 |
196.7 |
-9.5 |
3 |
124 |
+1 |
Total Volume and Open Interest |
579 |
7,568 |
-228 |
Crude Oil(NYM) |
Feb09 |
090120 |
34.78 |
39.00 |
34.78 |
38.74 |
+2.23 |
97,975 |
17,561 |
-43,894 |
Mar09 |
090120 |
40.40 |
41.85 |
40.35 |
40.84 |
-1.73 |
258,845 |
386,649 |
+4,347 |
Apr09 |
090120 |
44.10 |
44.25 |
44.10 |
44.25 |
-2.77 |
68,482 |
102,078 |
+8,781 |
May09 |
090120 |
46.38 |
46.56 |
46.38 |
46.56 |
-2.95 |
26,895 |
57,276 |
+2,636 |
Jun09 |
090120 |
48.05 |
48.28 |
48.05 |
48.28 |
-3.07 |
28,988 |
116,228 |
+253 |
Jul09 |
090120 |
49.64 |
49.64 |
49.64 |
49.64 |
-3.15 |
9,360 |
53,997 |
+1,743 |
Aug09 |
090120 |
50.59 |
50.59 |
50.59 |
50.59 |
-3.23 |
4,755 |
28,884 |
+1,295 |
Sep09 |
090120 |
51.51 |
51.51 |
51.51 |
51.51 |
-3.30 |
3,574 |
22,862 |
+1,454 |
Oct09 |
090120 |
52.40 |
52.40 |
52.40 |
52.40 |
-3.36 |
1,832 |
21,752 |
+752 |
Nov09 |
090120 |
53.20 |
53.27 |
53.20 |
53.27 |
-3.40 |
1,821 |
18,400 |
+858 |
Dec09 |
090120 |
54.15 |
54.15 |
54.13 |
54.13 |
-3.42 |
16,124 |
95,591 |
+1,946 |
Jan10 |
090120 |
54.93 |
54.93 |
54.93 |
54.93 |
-3.40 |
1,949 |
20,309 |
+1,101 |
Feb10 |
090120 |
55.71 |
55.71 |
55.71 |
55.71 |
-3.39 |
247 |
10,395 |
+101 |
Mar10 |
090120 |
56.43 |
56.43 |
56.43 |
56.43 |
-3.39 |
110 |
13,503 |
+81 |
Apr10 |
090120 |
57.10 |
57.10 |
57.10 |
57.10 |
-3.39 |
135 |
3,547 |
+48 |
May10 |
090120 |
57.72 |
57.72 |
57.72 |
57.72 |
-3.39 |
73 |
3,857 |
+44 |
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 |
090120 |
42.575 |
43.750 |
39.100 |
40.850 |
-1.725 |
11,518 |
5,331 |
+630 |
Apr09 |
090120 |
46.650 |
47.000 |
43.225 |
44.250 |
-2.775 |
282 |
732 |
+112 |
May09 |
090120 |
49.075 |
49.400 |
45.750 |
46.550 |
-2.950 |
31 |
181 |
+21 |
Jun09 |
090120 |
51.025 |
51.125 |
47.575 |
48.275 |
-3.075 |
11 |
132 |
+10 |
Jul09 |
090120 |
49.400 |
50.700 |
49.000 |
49.650 |
-3.150 |
2 |
8 |
+2 |
Aug09 |
090120 |
50.600 |
50.600 |
50.600 |
50.600 |
-3.225 |
1 |
2 |
+1 |
Sep09 |
090120 |
51.500 |
51.500 |
51.500 |
51.500 |
-3.300 |
1 |
2 |
+0 |
Oct09 |
090120 |
52.400 |
52.400 |
52.400 |
52.400 |
-3.350 |
1 |
2 |
+0 |
Total Volume and Open Interest |
27,431 |
13,204 |
+1,320 |
Heating Oil(NYM) |
Feb09 |
090120 |
146.60 |
148.65 |
137.10 |
137.58 |
-9.76 |
31,611 |
32,507 |
-866 |
Mar09 |
090120 |
146.20 |
146.93 |
136.50 |
137.02 |
-9.41 |
27,152 |
48,750 |
+3,045 |
Apr09 |
090120 |
147.20 |
147.20 |
137.55 |
138.02 |
-9.06 |
9,708 |
27,486 |
+495 |
May09 |
090120 |
145.00 |
146.10 |
139.67 |
139.82 |
-8.71 |
9,125 |
20,893 |
+943 |
Jun09 |
090120 |
148.10 |
148.10 |
141.00 |
141.97 |
-8.46 |
10,103 |
26,050 |
+536 |
Jul09 |
090120 |
147.58 |
151.13 |
144.93 |
145.52 |
-8.31 |
6,507 |
12,009 |
+1,365 |
Aug09 |
090120 |
153.22 |
154.37 |
148.55 |
149.07 |
-8.31 |
2,996 |
6,585 |
+572 |
Sep09 |
090120 |
159.70 |
159.75 |
152.25 |
152.57 |
-8.31 |
2,261 |
9,270 |
+351 |
Oct09 |
090120 |
158.01 |
160.60 |
155.10 |
155.57 |
-8.46 |
863 |
4,705 |
+11 |
Nov09 |
090120 |
160.20 |
162.88 |
157.97 |
157.97 |
-8.61 |
868 |
2,827 |
-67 |
Dec09 |
090120 |
163.48 |
165.00 |
160.00 |
160.12 |
-8.76 |
1,533 |
16,573 |
+270 |
Jan10 |
090120 |
165.79 |
166.93 |
162.12 |
162.12 |
-8.71 |
213 |
4,254 |
-46 |
Total Volume and Open Interest |
103,141 |
240,145 |
+6,643 |
Gasoline(NYMEX) |
Feb09 |
090120 |
116.50 |
117.01 |
109.00 |
114.31 |
-2.41 |
28,674 |
35,097 |
-3,604 |
Mar09 |
090120 |
119.58 |
120.30 |
112.52 |
117.26 |
-2.61 |
20,873 |
66,359 |
+2,245 |
Apr09 |
090120 |
129.00 |
131.12 |
124.00 |
128.61 |
-2.91 |
8,376 |
24,614 |
+969 |
May09 |
090120 |
130.46 |
132.51 |
125.92 |
129.96 |
-3.21 |
3,764 |
15,179 |
+737 |
Jun09 |
090120 |
132.00 |
133.84 |
127.59 |
131.31 |
-3.56 |
1,981 |
15,250 |
+319 |
Jul09 |
090120 |
133.25 |
134.00 |
129.26 |
132.06 |
-3.76 |
893 |
9,876 |
-94 |
Aug09 |
090120 |
132.03 |
134.50 |
130.70 |
132.51 |
-3.96 |
721 |
5,510 |
-76 |
Sep09 |
090120 |
132.40 |
132.74 |
130.05 |
132.66 |
-4.16 |
748 |
6,312 |
-116 |
Oct09 |
090120 |
123.00 |
126.17 |
120.65 |
123.31 |
-4.21 |
228 |
3,658 |
-51 |
Nov09 |
090120 |
124.11 |
124.11 |
124.11 |
124.11 |
-4.31 |
193 |
1,421 |
+11 |
Total Volume and Open Interest |
66,652 |
198,434 |
+369 |
e-miNY RBOB Gasoline(NYM) |
Feb09 |
081230 |
93.28 |
93.28 |
93.28 |
93.28 |
+1.43 |
0 |
1 |
+1 |
Mar09 |
090120 |
117.26 |
117.26 |
117.26 |
117.26 |
-2.61 |
0 |
1 |
+0 |
Apr09 |
090120 |
128.61 |
128.61 |
128.61 |
128.61 |
-2.91 |
|
|
|
May09 |
090120 |
129.96 |
129.96 |
129.96 |
129.96 |
-3.21 |
|
|
|
Total Volume and Open Interest |
2 |
4 |
+0 |
Natural Gas(NYM) |
Feb09 |
090120 |
4.735 |
4.735 |
4.642 |
4.642 |
-0.159 |
45,082 |
51,317 |
-7,672 |
Mar09 |
090120 |
4.704 |
4.704 |
4.631 |
4.631 |
-0.182 |
28,784 |
129,144 |
+1,906 |
Apr09 |
090120 |
4.725 |
4.725 |
4.699 |
4.699 |
-0.187 |
9,777 |
73,231 |
+805 |
May09 |
090120 |
4.895 |
4.895 |
4.773 |
4.773 |
-0.191 |
4,259 |
46,760 |
+447 |
Jun09 |
090120 |
5.000 |
5.000 |
4.879 |
4.879 |
-0.192 |
2,738 |
29,737 |
-211 |
Jul09 |
090120 |
5.135 |
5.135 |
5.009 |
5.009 |
-0.191 |
1,080 |
27,104 |
-6 |
Aug09 |
090120 |
5.240 |
5.240 |
5.114 |
5.114 |
-0.191 |
726 |
22,785 |
+23 |
Sep09 |
090120 |
5.295 |
5.295 |
5.174 |
5.174 |
-0.191 |
602 |
18,420 |
+69 |
Oct09 |
090120 |
5.410 |
5.410 |
5.294 |
5.294 |
-0.189 |
2,744 |
35,711 |
-282 |
Nov09 |
090120 |
5.824 |
5.824 |
5.824 |
5.824 |
-0.179 |
674 |
16,523 |
-14 |
Dec09 |
090120 |
6.384 |
6.384 |
6.384 |
6.384 |
-0.169 |
700 |
27,485 |
+21 |
Jan10 |
090120 |
6.654 |
6.654 |
6.654 |
6.654 |
-0.169 |
1,353 |
22,099 |
+241 |
Feb10 |
090120 |
6.666 |
6.666 |
6.666 |
6.666 |
-0.169 |
151 |
9,030 |
+25 |
Mar10 |
090120 |
6.511 |
6.511 |
6.511 |
6.511 |
-0.167 |
598 |
20,052 |
-129 |
Apr10 |
090120 |
6.186 |
6.186 |
6.186 |
6.186 |
-0.142 |
568 |
17,879 |
+90 |
May10 |
090120 |
6.280 |
6.280 |
6.186 |
6.186 |
-0.141 |
177 |
9,857 |
+34 |
Total Volume and Open Interest |
136,030 |
711,986 |
+3,268 |
Brent Crude Oil(ICE) |
Mar09 |
090120 |
44.60 |
45.64 |
42.96 |
43.62 |
-2.95 |
125,482 |
153,486 |
-4,021 |
Apr09 |
090120 |
46.71 |
47.40 |
44.80 |
45.43 |
-3.25 |
63,446 |
131,755 |
+9,296 |
May09 |
090120 |
47.70 |
49.06 |
46.60 |
47.13 |
-3.41 |
26,679 |
42,200 |
+5,466 |
Jun09 |
090120 |
49.23 |
50.52 |
48.10 |
48.65 |
-3.49 |
21,408 |
47,517 |
+771 |
Jul09 |
090120 |
49.42 |
51.51 |
49.37 |
49.78 |
-3.55 |
6,749 |
19,366 |
+1,527 |
Aug09 |
090120 |
50.38 |
52.45 |
50.38 |
50.71 |
-3.64 |
4,233 |
15,853 |
+1,092 |
Sep09 |
090120 |
51.28 |
53.30 |
51.28 |
51.57 |
-3.70 |
4,264 |
14,127 |
+571 |
Oct09 |
090120 |
52.17 |
54.12 |
52.17 |
52.40 |
-3.74 |
2,426 |
10,450 |
+273 |
Nov09 |
090120 |
53.01 |
54.89 |
52.97 |
53.19 |
-3.75 |
1,982 |
11,934 |
-4 |
Dec09 |
090120 |
55.00 |
55.73 |
53.61 |
53.98 |
-3.72 |
9,197 |
56,140 |
+605 |
Jan10 |
090120 |
54.77 |
54.77 |
54.77 |
54.77 |
-3.69 |
1,166 |
9,421 |
-107 |
Feb10 |
090120 |
55.54 |
55.54 |
55.54 |
55.54 |
-3.64 |
453 |
6,695 |
+194 |
Mar10 |
090120 |
56.28 |
56.28 |
56.28 |
56.28 |
-3.64 |
135 |
3,209 |
-7 |
Apr10 |
090120 |
56.96 |
56.96 |
56.96 |
56.96 |
-3.67 |
0 |
2,746 |
+0 |
Total Volume and Open Interest |
271,037 |
630,894 |
-3,730 |
Gas Oil(ICE) |
Feb09 |
090120 |
442.00 |
451.00 |
428.00 |
447.00 |
-16.50 |
57,123 |
81,353 |
-5,207 |
Mar09 |
090120 |
451.50 |
457.50 |
434.25 |
453.00 |
-17.00 |
55,511 |
70,033 |
-43 |
Apr09 |
090120 |
454.25 |
465.00 |
442.50 |
461.00 |
-17.00 |
22,771 |
38,386 |
+2,316 |
May09 |
090120 |
456.25 |
474.25 |
452.25 |
470.75 |
-17.00 |
10,230 |
24,321 |
+579 |
Jun09 |
090120 |
466.00 |
484.00 |
461.50 |
480.25 |
-17.25 |
8,834 |
43,301 |
+2,661 |
Jul09 |
090120 |
475.00 |
495.00 |
472.25 |
491.50 |
-17.25 |
2,915 |
16,387 |
+921 |
Aug09 |
090120 |
485.50 |
506.00 |
482.75 |
502.75 |
-17.00 |
2,399 |
18,722 |
+974 |
Sep09 |
090120 |
494.75 |
515.00 |
492.00 |
512.00 |
-17.50 |
1,784 |
13,785 |
+430 |
Oct09 |
090120 |
500.00 |
523.25 |
500.00 |
520.25 |
-17.25 |
1,324 |
11,184 |
+277 |
Nov09 |
090120 |
505.75 |
529.25 |
505.50 |
526.25 |
-17.00 |
1,078 |
9,788 |
+47 |
Total Volume and Open Interest |
175,267 |
445,008 |
+1,707 |
Ethanol(CBOT) |
Jan09 |
090106 |
1.675 |
1.675 |
1.675 |
1.675 |
+0.044 |
2 |
72 |
+72 |
Feb09 |
090120 |
1.620 |
1.620 |
1.605 |
1.612 |
unch |
32 |
338 |
-22 |
Mar09 |
090120 |
1.640 |
1.640 |
1.617 |
1.617 |
-0.013 |
5 |
297 |
-2 |
Apr09 |
090120 |
1.627 |
1.630 |
1.627 |
1.630 |
-0.010 |
5 |
373 |
+0 |
May09 |
090120 |
1.660 |
1.680 |
1.650 |
1.650 |
-0.020 |
2 |
188 |
+6 |
Jun09 |
090120 |
1.670 |
1.680 |
1.650 |
1.650 |
-0.030 |
2 |
185 |
-4 |
Jul09 |
090120 |
1.680 |
1.680 |
1.680 |
1.680 |
-0.030 |
2 |
191 |
+0 |
Aug09 |
090120 |
1.690 |
1.690 |
1.690 |
1.690 |
-0.035 |
2 |
221 |
+2 |
Total Volume and Open Interest |
114 |
2,920 |
+33 |
US Dollar Index(ICE) |
Mar09 |
090120 |
86.055 |
87.085 |
85.930 |
86.865 |
+2.030 |
|
|
|
Jun09 |
090120 |
86.705 |
87.835 |
86.705 |
87.665 |
+1.955 |
|
|
|
Sep09 |
090120 |
88.225 |
88.225 |
88.225 |
88.225 |
+1.955 |
|
|
|
Total Volume and Open Interest |
|
|
|
Australian Dollar(CME) |
Mar09 |
090120 |
64.73 |
64.73 |
64.51 |
64.51 |
-1.83 |
82 |
44,450 |
+1,350 |
Jun09 |
090120 |
64.20 |
64.20 |
64.20 |
64.20 |
-1.80 |
0 |
195 |
+0 |
Sep09 |
090120 |
63.90 |
63.90 |
63.90 |
63.90 |
-1.80 |
0 |
153 |
+0 |
Total Volume and Open Interest |
43,682 |
43,475 |
+2,704 |
British Pound(CME) |
Mar09 |
090120 |
139.08 |
139.08 |
139.08 |
139.08 |
-7.38 |
0 |
78,145 |
+513 |
Jun09 |
090120 |
138.99 |
138.99 |
138.99 |
138.99 |
-7.32 |
0 |
2,573 |
+0 |
Sep09 |
090120 |
138.94 |
138.94 |
138.94 |
138.94 |
-7.31 |
0 |
8 |
+0 |
Total Volume and Open Interest |
66,839 |
80,233 |
+2,595 |
Canadian Dollar(CME) |
Mar09 |
090120 |
79.35 |
79.35 |
79.00 |
79.00 |
-0.83 |
25 |
63,484 |
+5,165 |
Jun09 |
090120 |
79.03 |
79.03 |
79.03 |
79.03 |
-0.83 |
0 |
2,405 |
+35 |
Sep09 |
090120 |
79.09 |
79.09 |
79.09 |
79.09 |
-0.88 |
1 |
1,251 |
+1 |
Dec09 |
090120 |
79.60 |
79.60 |
79.13 |
79.13 |
-0.91 |
21 |
501 |
+20 |
Total Volume and Open Interest |
39,262 |
62,763 |
+4,708 |
Japanese Yen(CME) |
Mar09 |
090120 |
111.40 |
111.40 |
111.40 |
111.40 |
+0.66 |
51 |
110,746 |
+2,911 |
Jun09 |
090120 |
111.60 |
111.60 |
111.60 |
111.60 |
+0.66 |
0 |
3,925 |
+9 |
Sep09 |
090120 |
111.80 |
111.80 |
111.80 |
111.80 |
+0.66 |
0 |
34 |
+0 |
Total Volume and Open Interest |
91,267 |
111,813 |
+2,607 |
Swiss Franc(CME) |
Mar09 |
090120 |
87.42 |
87.42 |
87.24 |
87.24 |
-2.42 |
0 |
25,032 |
+880 |
Jun09 |
090120 |
87.41 |
87.41 |
87.41 |
87.41 |
-2.43 |
0 |
377 |
+0 |
Sep09 |
090120 |
87.57 |
87.57 |
87.57 |
87.57 |
-2.45 |
0 |
6 |
+0 |
Total Volume and Open Interest |
45,709 |
24,539 |
+98 |
EuroFX(CME) |
Mar09 |
090120 |
128.95 |
129.24 |
128.71 |
128.74 |
-3.42 |
44 |
131,261 |
+5,063 |
Jun09 |
090120 |
128.53 |
128.53 |
128.53 |
128.53 |
-3.39 |
11 |
1,360 |
-9 |
Sep09 |
090120 |
128.39 |
128.39 |
128.39 |
128.39 |
-3.37 |
0 |
852 |
-20 |
Total Volume and Open Interest |
239,706 |
128,486 |
+10,308 |
Mexican Peso(CME) |
Jan09 |
090116 |
721.2 |
721.2 |
721.2 |
721.2 |
+2.2 |
|
|
|
Feb09 |
090120 |
710.0 |
710.0 |
710.0 |
710.0 |
-6.2 |
|
|
|
Total Volume and Open Interest |
18,769 |
26,748 |
+2,774 |
30-Year T-Bonds(CBOT) |
Mar09 |
090120 |
134~260 |
135~010 |
132~175 |
134~295 |
-1~095 |
159,677 |
725,689 |
-8,921 |
Jun09 |
090120 |
134~000 |
134~000 |
131~085 |
133~210 |
-1~090 |
536 |
1,692 |
-12 |
Sep09 |
090120 |
132~140 |
132~140 |
132~140 |
132~140 |
-1~090 |
0 |
37 |
+0 |
Total Volume and Open Interest |
176,351 |
736,377 |
-3,109 |
10-Year T-Notes(CBOT) |
Mar09 |
090120 |
125~265 |
126~135 |
124~160 |
126~085 |
-0~085 |
454,528 |
1,017,784 |
-5,907 |
Jun09 |
090120 |
123~055 |
124~090 |
122~105 |
124~000 |
-0~090 |
321 |
2,486 |
+314 |
Sep09 |
090120 |
123~000 |
123~090 |
123~000 |
123~000 |
-0~090 |
|
|
|
Total Volume and Open Interest |
454,849 |
1,020,270 |
-5,593 |
5-Year T-Notes(CBOT) |
Mar09 |
090120 |
119~084 |
120~001 |
119~084 |
119~124 |
-0~010 |
211,336 |
0 |
+0 |
Jun09 |
090120 |
118~068 |
118~068 |
118~068 |
118~068 |
-0~010 |
|
|
|
Sep09 |
090120 |
118~069 |
118~079 |
118~069 |
118~069 |
-0~010 |
|
|
|
Total Volume and Open Interest |
240,123 |
963,209 |
-18,516 |
2 Year T-Notes(CBOT) |
Mar09 |
090120 |
109~038 |
109~038 |
109~038 |
109~038 |
+0~004 |
70 |
502,340 |
+362 |
Jun09 |
090120 |
108~098 |
108~098 |
108~098 |
108~098 |
+0~004 |
0 |
1 |
+0 |
Sep09 |
090120 |
108~098 |
108~098 |
108~098 |
108~098 |
+0~004 |
|
|
|
Total Volume and Open Interest |
91,777 |
501,979 |
-9,840 |
Eurodollars(CME) |
Mar09 |
090120 |
99.025 |
99.035 |
99.010 |
99.025 |
+0.025 |
15,936 |
1,259,371 |
-28,738 |
Jun09 |
090120 |
99.050 |
99.075 |
99.030 |
99.075 |
+0.020 |
9,328 |
1,060,545 |
+13,762 |
Sep09 |
090120 |
98.955 |
99.010 |
98.950 |
99.010 |
+0.025 |
5,812 |
880,362 |
+11,040 |
Dec09 |
090120 |
98.765 |
98.835 |
98.765 |
98.835 |
+0.030 |
3,881 |
740,013 |
-2,845 |
Mar10 |
090120 |
98.610 |
98.675 |
98.575 |
98.675 |
+0.025 |
3,758 |
651,441 |
-9,049 |
Jun10 |
090120 |
98.365 |
98.410 |
98.305 |
98.410 |
+0.015 |
3,878 |
384,852 |
+701 |
Sep10 |
090120 |
98.090 |
98.160 |
98.045 |
98.160 |
+0.005 |
3,390 |
365,007 |
+1,286 |
Dec10 |
090120 |
97.850 |
97.910 |
97.785 |
97.910 |
-0.010 |
3,557 |
303,055 |
-199 |
Mar11 |
090120 |
97.720 |
97.800 |
97.660 |
97.800 |
-0.020 |
2,868 |
180,866 |
+1,181 |
Jun11 |
090120 |
97.535 |
97.685 |
97.530 |
97.685 |
-0.030 |
2,188 |
182,967 |
-3,166 |
Sep11 |
090120 |
97.475 |
97.595 |
97.430 |
97.595 |
-0.030 |
2,950 |
124,015 |
-530 |
Dec11 |
090120 |
97.375 |
97.505 |
97.330 |
97.505 |
-0.025 |
2,203 |
105,322 |
+51 |
Mar12 |
090120 |
97.340 |
97.485 |
97.310 |
97.485 |
-0.030 |
717 |
83,340 |
-936 |
Jun12 |
090120 |
97.280 |
97.445 |
97.270 |
97.445 |
-0.030 |
738 |
66,382 |
+197 |
Sep12 |
090120 |
97.245 |
97.415 |
97.240 |
97.415 |
-0.030 |
2,417 |
74,910 |
-1,514 |
Dec12 |
090120 |
97.185 |
97.355 |
97.185 |
97.355 |
-0.030 |
679 |
52,746 |
-314 |
Mar13 |
090120 |
97.175 |
97.345 |
97.170 |
97.345 |
-0.030 |
292 |
39,155 |
-120 |
Jun13 |
090120 |
97.135 |
97.305 |
97.130 |
97.305 |
-0.030 |
218 |
29,156 |
-137 |
Total Volume and Open Interest |
1,903,821 |
6,897,283 |
+24,079 |
30 Day Federal Funds(CBOT) |
Jan09 |
090120 |
99.848 |
99.848 |
99.848 |
99.848 |
-0.007 |
0 |
66,246 |
-931 |
Feb09 |
090120 |
99.820 |
99.820 |
99.820 |
99.820 |
unch |
0 |
60,327 |
-928 |
Mar09 |
090120 |
99.810 |
99.810 |
99.810 |
99.810 |
unch |
0 |
37,906 |
-708 |
Apr09 |
090120 |
99.795 |
99.795 |
99.795 |
99.795 |
-0.005 |
0 |
40,170 |
-1,567 |
May09 |
090120 |
99.780 |
99.780 |
99.780 |
99.780 |
-0.005 |
0 |
44,414 |
-1,035 |
Jun09 |
090120 |
99.770 |
99.770 |
99.770 |
99.770 |
-0.005 |
0 |
22,864 |
+569 |
Total Volume and Open Interest |
48,444 |
371,471 |
+827 |
30 Day Fed Funds(e-CBOT) |
Jan09 |
090120 |
99.850 |
99.853 |
99.845 |
99.850 |
-0.005 |
4,101 |
66,246 |
-931 |
Feb09 |
090120 |
99.820 |
99.835 |
99.815 |
99.820 |
unch |
2,894 |
60,327 |
-928 |
Mar09 |
090120 |
99.805 |
99.815 |
99.800 |
99.805 |
unch |
3,231 |
37,906 |
-708 |
Apr09 |
090120 |
99.800 |
99.810 |
99.790 |
99.795 |
unch |
3,783 |
40,170 |
-1,567 |
May09 |
090120 |
99.780 |
99.790 |
99.765 |
99.775 |
-0.005 |
3,839 |
44,414 |
-1,035 |
Jun09 |
090120 |
99.765 |
99.775 |
99.755 |
99.760 |
-0.005 |
2,282 |
22,864 |
+569 |
Total Volume and Open Interest |
24,834 |
367,998 |
-3,473 |
3-Mth Euro-Yen(CME) |
Mar09 |
090120 |
99.42 |
99.42 |
99.42 |
99.42 |
+0.02 |
53 |
5,354 |
+53 |
Jun09 |
090120 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
30 |
997 |
-30 |
Sep09 |
090120 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
480 |
+0 |
Dec09 |
090120 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
0 |
175 |
+0 |
Mar10 |
090120 |
99.48 |
99.48 |
99.48 |
99.48 |
unch |
|
|
|
Jun10 |
090120 |
99.42 |
99.42 |
99.42 |
99.42 |
unch |
|
|
|
Sep10 |
090120 |
99.39 |
99.39 |
99.39 |
99.39 |
unch |
|
|
|
Dec10 |
090120 |
99.38 |
99.38 |
99.38 |
99.38 |
unch |
|
|
|
Mar11 |
090120 |
99.28 |
99.28 |
99.28 |
99.28 |
unch |
|
|
|
Jun11 |
090120 |
99.28 |
99.28 |
99.28 |
99.28 |
unch |
|
|
|
Total Volume and Open Interest |
83 |
7,006 |
+23 |
3-Mth Euro-Yen(SGX) |
Mar09 |
090120 |
99.41 |
99.42 |
99.41 |
99.42 |
+0.02 |
161 |
17,237 |
+59 |
Jun09 |
090120 |
99.54 |
99.54 |
99.54 |
99.54 |
+0.01 |
0 |
7,080 |
-110 |
Sep09 |
090120 |
99.55 |
99.56 |
99.55 |
99.56 |
-0.01 |
0 |
3,158 |
+0 |
Dec09 |
090120 |
99.52 |
99.53 |
99.51 |
99.53 |
-0.01 |
3 |
1,423 |
+3 |
Mar10 |
090120 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
0 |
904 |
+0 |
Jun10 |
090120 |
99.40 |
99.40 |
99.40 |
99.40 |
unch |
0 |
527 |
+0 |
Sep10 |
090120 |
99.38 |
99.38 |
99.38 |
99.38 |
unch |
0 |
252 |
+0 |
Dec10 |
090120 |
99.36 |
99.36 |
99.36 |
99.36 |
unch |
0 |
152 |
+0 |
Total Volume and Open Interest |
164 |
32,710 |
-390 |
Japanese Gov't Bonds(SGX) |
Mar09 |
090120 |
139.56 |
139.84 |
139.45 |
139.74 |
-0.04 |
1,396 |
12,307 |
+187 |
Jun09 |
090120 |
139.74 |
139.74 |
139.74 |
139.74 |
-0.04 |
|
|
|
Sep09 |
090120 |
139.74 |
139.74 |
139.74 |
139.74 |
-0.04 |
|
|
|
Total Volume and Open Interest |
1,396 |
12,307 |
+187 |
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 |
090120 |
116.01 |
116.22 |
116.01 |
116.22 |
-0.28 |
13 |
6,739 |
+10 |
Sep09 |
090120 |
116.12 |
116.12 |
116.12 |
116.12 |
-0.38 |
|
|
|
Total Volume and Open Interest |
408,503 |
798,309 |
-2,972 |
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 |
090120 |
119~23 |
119~24 |
118~07 |
119~01 |
-1~29 |
69,456 |
321,181 |
-9,147 |
Jun09 |
090120 |
119~24 |
119~24 |
119~24 |
119~24 |
-1~29 |
|
|
|
Total Volume and Open Interest |
69,456 |
321,181 |
-13,454 |
3-Mth Short Sterling(LIFFE) |
Mar09 |
090120 |
98.60 |
98.60 |
98.60 |
98.60 |
+0.17 |
58,573 |
459,875 |
+1,899 |
Jun09 |
090120 |
98.73 |
98.73 |
98.73 |
98.73 |
+0.22 |
35,016 |
322,350 |
+2,389 |
Sep09 |
090120 |
98.67 |
98.67 |
98.67 |
98.67 |
+0.25 |
35,693 |
251,090 |
-1,199 |
Dec09 |
090120 |
98.40 |
98.40 |
98.40 |
98.40 |
+0.25 |
28,826 |
223,277 |
+1,861 |
Mar10 |
090120 |
98.16 |
98.16 |
98.16 |
98.16 |
+0.23 |
31,940 |
188,289 |
+1,288 |
Jun10 |
090120 |
97.86 |
97.86 |
97.86 |
97.86 |
+0.23 |
32,105 |
154,165 |
-1,861 |
Total Volume and Open Interest |
249,619 |
1,832,775 |
+27,446 |
3-Mth Euribor(LIFFE) |
Mar09 |
090120 |
98.060 |
98.160 |
98.060 |
98.125 |
+0.100 |
333,628 |
762,190 |
+12,091 |
Jun09 |
090120 |
98.260 |
98.355 |
98.260 |
98.320 |
+0.055 |
242,030 |
661,325 |
+31,706 |
Sep09 |
090120 |
98.250 |
98.330 |
98.250 |
98.285 |
+0.020 |
167,063 |
472,082 |
-14,840 |
Total Volume and Open Interest |
1,214,783 |
3,354,728 |
+31,509 |
3-Mth Aus T-Bills(SFE) |
Mar09 |
090120 |
96.80 |
96.94 |
96.80 |
96.90 |
+0.07 |
15,327 |
242,765 |
-9,674 |
Jun09 |
090120 |
97.12 |
97.24 |
97.12 |
97.22 |
unch |
15,578 |
185,672 |
+5,169 |
Sep09 |
090120 |
97.11 |
97.21 |
97.10 |
97.19 |
+0.04 |
2,984 |
115,991 |
+1,871 |
Dec09 |
090120 |
96.92 |
97.01 |
96.91 |
97.00 |
+0.03 |
2,659 |
66,219 |
+226 |
Mar10 |
090120 |
96.62 |
96.70 |
96.60 |
96.69 |
+0.01 |
2,427 |
44,886 |
+104 |
Jun10 |
090120 |
96.32 |
96.40 |
96.32 |
96.37 |
-0.02 |
1,655 |
43,134 |
+841 |
Sep10 |
090120 |
96.05 |
96.12 |
96.04 |
96.12 |
-0.01 |
238 |
22,583 |
+194 |
Dec10 |
090120 |
95.94 |
95.95 |
95.90 |
95.93 |
-0.01 |
25 |
12,340 |
+115 |
Mar11 |
090120 |
95.80 |
95.80 |
95.80 |
95.80 |
-0.02 |
0 |
800 |
+0 |
Jun11 |
090120 |
95.71 |
95.71 |
95.71 |
95.71 |
-0.02 |
0 |
848 |
+0 |
Total Volume and Open Interest |
40,893 |
735,395 |
-1,154 |
10-Year Aus T-Bonds(SFE) |
Mar09 |
090120 |
95.90 |
96.01 |
95.88 |
96.01 |
-0.02 |
17,028 |
290,244 |
+1,475 |
Jun09 |
090120 |
96.01 |
96.01 |
96.01 |
96.01 |
-0.02 |
|
|
|
Total Volume and Open Interest |
17,028 |
290,244 |
+1,475 |
3-Year Aus T-Bonds(SFE) |
Mar09 |
090120 |
96.75 |
96.89 |
96.75 |
96.89 |
+0.03 |
48,742 |
427,423 |
+28,549 |
Jun09 |
090120 |
96.89 |
96.89 |
96.89 |
96.89 |
+0.03 |
|
|
|
Total Volume and Open Interest |
48,742 |
427,423 |
+28,549 |
Gold(CMX) |
Feb09 |
090120 |
849.0 |
865.6 |
849.0 |
855.2 |
+15.3 |
105,205 |
132,309 |
+224 |
Apr09 |
090120 |
857.5 |
857.5 |
856.2 |
856.8 |
+15.2 |
12,670 |
94,534 |
+2,714 |
Jun09 |
090120 |
858.1 |
858.1 |
858.1 |
858.1 |
+15.2 |
2,121 |
32,812 |
+403 |
Aug09 |
090120 |
859.4 |
859.4 |
859.4 |
859.4 |
+15.2 |
831 |
12,174 |
+41 |
Oct09 |
090120 |
860.8 |
860.8 |
860.8 |
860.8 |
+15.3 |
55 |
3,505 |
+0 |
Dec09 |
090120 |
862.2 |
862.2 |
862.2 |
862.2 |
+15.4 |
1,075 |
14,597 |
+68 |
Feb10 |
090120 |
863.8 |
863.8 |
863.8 |
863.8 |
+15.4 |
13 |
2,887 |
+1 |
Apr10 |
090120 |
865.5 |
865.5 |
865.5 |
865.5 |
+15.5 |
200 |
421 |
+70 |
Jun10 |
090120 |
867.2 |
867.2 |
867.2 |
867.2 |
+15.6 |
200 |
3,227 |
+0 |
Aug10 |
090120 |
869.0 |
869.0 |
869.0 |
869.0 |
+15.7 |
325 |
375 |
+275 |
Oct10 |
090120 |
870.9 |
870.9 |
870.9 |
870.9 |
+15.9 |
|
|
|
Dec10 |
090120 |
883.8 |
883.8 |
872.9 |
872.9 |
+16.0 |
100 |
11,429 |
+50 |
Total Volume and Open Interest |
170,791 |
313,798 |
+74 |
Silver(CMX) |
Mar09 |
090120 |
1126.0 |
1126.0 |
1117.0 |
1117.5 |
-4.0 |
21,756 |
51,916 |
+1,362 |
May09 |
090120 |
1118.6 |
1118.6 |
1118.6 |
1118.6 |
-4.7 |
616 |
7,125 |
+153 |
Jul09 |
090120 |
1119.4 |
1119.4 |
1119.4 |
1119.4 |
-5.1 |
514 |
9,619 |
+34 |
Sep09 |
090120 |
1120.0 |
1120.0 |
1120.0 |
1120.0 |
-5.5 |
3 |
3,172 |
+24 |
Dec09 |
090120 |
1143.0 |
1143.0 |
1121.0 |
1121.0 |
-6.1 |
331 |
8,179 |
+5 |
Mar10 |
090120 |
1121.2 |
1121.2 |
1121.2 |
1121.2 |
-7.2 |
5 |
598 |
+0 |
May10 |
090120 |
1121.7 |
1122.1 |
1121.7 |
1122.1 |
-7.2 |
8 |
1 |
+0 |
Total Volume and Open Interest |
19,078 |
85,480 |
-665 |
Platinum(NYMEX) |
Jan09 |
090120 |
943.8 |
943.8 |
943.8 |
943.8 |
-4.0 |
11 |
353 |
+0 |
Apr09 |
090120 |
949.3 |
949.3 |
949.3 |
949.3 |
-4.0 |
991 |
17,158 |
+107 |
Jul09 |
090120 |
956.0 |
958.0 |
952.3 |
952.3 |
-4.0 |
|
|
|
Total Volume and Open Interest |
1,742 |
17,734 |
-63 |
Palladium(NYMEX) |
Mar09 |
090120 |
186.35 |
188.90 |
180.55 |
184.55 |
-1.40 |
386 |
11,563 |
+10 |
Jun09 |
090120 |
185.20 |
185.20 |
185.20 |
185.20 |
-1.40 |
18 |
833 |
+10 |
Total Volume and Open Interest |
520 |
12,376 |
-35 |
Copper(CMX) |
Mar09 |
090120 |
149.00 |
152.00 |
148.25 |
150.45 |
-2.30 |
13,068 |
53,897 |
+379 |
May09 |
090120 |
149.75 |
152.50 |
149.75 |
151.75 |
-2.30 |
1,295 |
13,826 |
+55 |
Jul09 |
090120 |
152.70 |
152.70 |
152.70 |
152.70 |
-2.30 |
69 |
3,293 |
+15 |
Sep09 |
090120 |
153.35 |
153.35 |
153.35 |
153.35 |
-2.30 |
55 |
1,828 |
-2 |
Dec09 |
090120 |
153.85 |
153.85 |
153.85 |
153.85 |
-2.45 |
45 |
2,201 |
+14 |
Total Volume and Open Interest |
16,531 |
83,730 |
-1,499 |
Aluminum(CMX) |
Jan09 |
090120 |
0.64 |
0.64 |
0.64 |
0.64 |
-0.04 |
|
|
|
Feb09 |
090120 |
0.65 |
0.65 |
0.65 |
0.65 |
-0.03 |
|
|
|
Mar09 |
090120 |
0.66 |
0.66 |
0.66 |
0.66 |
-0.03 |
|
|
|
Apr09 |
090120 |
0.67 |
0.67 |
0.67 |
0.67 |
-0.03 |
|
|
|
Total Volume and Open Interest |
|
|
|
DJIA Index(CBOT) |
Mar09 |
090120 |
8175 |
8190 |
7870 |
7945 |
-298 |
1,035 |
16,695 |
+1,992 |
Jun09 |
090120 |
7910 |
7910 |
7900 |
7900 |
-298 |
2 |
27 |
+0 |
Sep09 |
090120 |
7840 |
7840 |
7840 |
7840 |
-298 |
|
|
|
Dec09 |
090120 |
7800 |
7800 |
7800 |
7800 |
-298 |
|
|
|
Total Volume and Open Interest |
1,479 |
14,730 |
+4 |
S & P 500(CME) |
Mar09 |
090120 |
838.80 |
840.50 |
797.00 |
806.00 |
-42.60 |
25,798 |
511,441 |
-2,681 |
Jun09 |
090120 |
802.50 |
804.00 |
802.20 |
802.20 |
-42.70 |
532 |
11,399 |
+199 |
Sep09 |
090120 |
798.20 |
798.20 |
798.20 |
798.20 |
-42.90 |
0 |
629 |
+0 |
Dec09 |
090120 |
795.20 |
795.20 |
795.20 |
795.20 |
-42.90 |
0 |
24 |
+0 |
Total Volume and Open Interest |
46,791 |
525,975 |
+5,488 |
S & P 500 E-Mini(Globex) |
Mar09 |
090120 |
851.75 |
865.75 |
797.50 |
806.00 |
-42.00 |
2,818,199 |
2,470,233 |
+2,860 |
Jun09 |
090120 |
855.00 |
861.25 |
794.25 |
802.75 |
-47.50 |
5,511 |
42,764 |
+3,201 |
Total Volume and Open Interest |
3,387,767 |
2,507,284 |
+3,113 |
NASDAQ 100(CME) |
Mar09 |
090120 |
1189.00 |
1193.50 |
1130.00 |
1147.50 |
-49.50 |
1,974 |
23,428 |
-537 |
Jun09 |
090120 |
1147.00 |
1147.00 |
1147.00 |
1147.00 |
-50.50 |
0 |
9 |
+0 |
Sep09 |
090120 |
1147.30 |
1147.30 |
1147.30 |
1147.30 |
-50.50 |
|
|
|
Total Volume and Open Interest |
3,005 |
23,974 |
+239 |
NASDAQ 100 E-Mini(Globex) |
Mar09 |
090120 |
1199.00 |
1222.30 |
1132.00 |
1147.50 |
-49.50 |
310,413 |
249,160 |
+1,354 |
Jun09 |
090120 |
1211.50 |
1220.30 |
1132.30 |
1147.00 |
-50.50 |
110 |
1,682 |
+0 |
Total Volume and Open Interest |
384,646 |
249,507 |
-5,512 |
S & P Midcap 400(CME) |
Mar09 |
090120 |
510.00 |
510.00 |
483.00 |
485.20 |
-30.50 |
78 |
3,613 |
-42 |
Jun09 |
090120 |
485.20 |
485.20 |
485.20 |
485.20 |
-30.50 |
|
|
|
Sep09 |
090120 |
490.20 |
490.20 |
490.20 |
490.20 |
-30.50 |
|
|
|
Total Volume and Open Interest |
52 |
3,655 |
-8 |
Russell 2000(CME) |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar09 |
090120 |
8115 |
8160 |
7945 |
8060 |
-220 |
66,667 |
153,563 |
+2,693 |
Jun09 |
090120 |
7975 |
7975 |
7975 |
7975 |
-185 |
0 |
163 |
+0 |
Total Volume and Open Interest |
88,843 |
151,473 |
-2,278 |
Nikkei 225(SGX) |
Mar09 |
090120 |
8115 |
8160 |
7945 |
8060 |
-220 |
66,667 |
153,563 |
+2,693 |
Jun09 |
090120 |
7975 |
7975 |
7975 |
7975 |
-185 |
0 |
163 |
+0 |
Sep09 |
090120 |
7980 |
7980 |
7980 |
7980 |
-180 |
0 |
68 |
+0 |
Total Volume and Open Interest |
88,843 |
151,473 |
-2,278 |
CAC 40(EURONEXT) |
Feb09 |
090120 |
3000.5 |
3037.5 |
2891.0 |
2926.0 |
-95.0 |
128,010 |
316,737 |
+28,985 |
Mar09 |
090120 |
3000.0 |
3032.5 |
2900.0 |
2929.0 |
-95.0 |
198 |
28,953 |
-40 |
Apr09 |
090120 |
2993.0 |
2993.0 |
2932.5 |
2932.5 |
|
|
|
|
Hang Seng Index(HKFE) |
Jan09 |
090120 |
12900 |
13178 |
12778 |
12895 |
-357 |
8,051 |
9,818 |
+7,991 |
Feb09 |
090120 |
12920 |
13163 |
12776 |
12889 |
-371 |
151 |
935 |
+412 |
Mar09 |
090120 |
12780 |
13049 |
12735 |
12839 |
-371 |
66 |
616 |
+300 |
Total Volume and Open Interest |
8,271 |
11,412 |
+8,733 |
DAX(EUREX) |
Mar09 |
090120 |
4330.0 |
4393.5 |
4177.5 |
4240.5 |
-147.5 |
177,687 |
148,812 |
+2,043 |
Jun09 |
090120 |
4337.0 |
4402.0 |
4199.0 |
4255.5 |
-149.0 |
519 |
10,872 |
+5 |
Sep09 |
090120 |
4360.0 |
4407.0 |
4211.0 |
4267.5 |
-150.5 |
236 |
670 |
-48 |
Total Volume and Open Interest |
178,442 |
160,354 |
+2,000 |
FT-SE 100(EURONEXT) |
Mar09 |
090120 |
4066.00 |
4152.00 |
3960.50 |
4032.00 |
-97.50 |
121,554 |
721,474 |
-3,961 |
Jun09 |
090120 |
4070.00 |
4100.00 |
3956.00 |
3989.00 |
-99.00 |
45 |
1,970 |
+15 |
Sep09 |
090120 |
3960.50 |
3960.50 |
3960.50 |
3960.50 |
-101.00 |
|
|
|
Total Volume and Open Interest |
121,599 |
723,444 |
+4,304 |
SPI 200(SFE) |
Mar09 |
090120 |
3500.0 |
3506.0 |
3408.0 |
3462.0 |
-62.0 |
18,656 |
317,545 |
+153 |
Jun09 |
090120 |
3468.0 |
3474.0 |
3415.0 |
3461.0 |
-60.0 |
585 |
3,270 |
+544 |
Sep09 |
090120 |
3410.0 |
3410.0 |
3410.0 |
3410.0 |
-60.0 |
0 |
1,083 |
+1 |
Total Volume and Open Interest |
19,241 |
322,772 |
+698 |
GSCI(CME) |
Feb09 |
090120 |
330.25 |
342.00 |
328.80 |
330.50 |
-11.80 |
216 |
14,014 |
+92 |
Mar09 |
090120 |
343.00 |
343.00 |
343.00 |
343.00 |
-17.00 |
|
|
|
Apr09 |
090120 |
353.00 |
363.00 |
351.00 |
353.00 |
-16.50 |
|
|
|
Total Volume and Open Interest |
1,934 |
14,526 |
|
Reuters CCI(ICE) |
Feb09 |
090120 |
352.00 |
352.00 |
352.00 |
352.00 |
-9.00 |
1 |
24 |
+3 |
Apr09 |
090120 |
364.00 |
364.00 |
359.00 |
359.00 |
-9.00 |
3 |
1,034 |
+3 |
Jun09 |
090120 |
368.00 |
368.00 |
368.00 |
368.00 |
-9.00 |
0 |
401 |
+0 |
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. |
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|