MRCI Logo
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.

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