|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri February 20, 2009 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar09 |
090220 |
883.00 |
889.25 |
854.00 |
862.50 |
-22.00 |
79,621 |
62,771 |
-9,982 |
May09 |
090220 |
885.00 |
891.25 |
854.25 |
863.25 |
-22.75 |
47,903 |
126,195 |
+4,325 |
Jul09 |
090220 |
890.50 |
896.25 |
859.75 |
869.25 |
-22.25 |
22,166 |
53,643 |
+2,357 |
Aug09 |
090220 |
865.00 |
871.00 |
853.50 |
863.50 |
-19.50 |
847 |
3,501 |
+187 |
Sep09 |
090220 |
855.50 |
859.25 |
831.50 |
841.00 |
-16.00 |
939 |
5,731 |
+151 |
Nov09 |
090220 |
844.00 |
851.25 |
820.75 |
830.50 |
-14.50 |
9,958 |
62,935 |
+1,353 |
Jan10 |
090220 |
857.50 |
857.75 |
832.00 |
840.00 |
-14.50 |
108 |
1,697 |
+26 |
Total Volume and Open Interest |
161,751 |
325,510 |
-1,585 |
Soybean Meal(CBOT) |
Mar09 |
090220 |
277.40 |
277.90 |
268.00 |
270.00 |
-6.50 |
26,411 |
31,546 |
-2,547 |
May09 |
090220 |
274.00 |
275.10 |
260.00 |
267.20 |
-6.70 |
17,280 |
41,896 |
+3,623 |
Jul09 |
090220 |
273.20 |
274.00 |
264.90 |
266.90 |
-6.40 |
6,474 |
19,443 |
+206 |
Aug09 |
090220 |
269.70 |
271.00 |
262.50 |
264.50 |
-5.80 |
1,180 |
4,810 |
-41 |
Sep09 |
090220 |
259.80 |
261.50 |
256.10 |
257.00 |
-4.80 |
817 |
5,464 |
-181 |
Oct09 |
090220 |
253.00 |
254.00 |
248.50 |
250.70 |
-3.10 |
357 |
3,550 |
+61 |
Dec09 |
090220 |
252.50 |
253.10 |
247.00 |
248.70 |
-3.10 |
2,668 |
14,115 |
+188 |
Jan10 |
090220 |
249.90 |
252.80 |
249.70 |
249.70 |
-3.10 |
2 |
464 |
+1 |
Total Volume and Open Interest |
55,301 |
121,843 |
+1,286 |
Soybean Oil(CBOT) |
Mar09 |
090220 |
30.45 |
30.94 |
29.57 |
30.22 |
-0.20 |
27,862 |
50,488 |
-3,932 |
May09 |
090220 |
30.82 |
31.26 |
29.88 |
30.53 |
-0.22 |
22,582 |
88,236 |
+4,239 |
Jul09 |
090220 |
31.21 |
31.61 |
30.26 |
30.88 |
-0.22 |
5,313 |
34,218 |
+1,102 |
Aug09 |
090220 |
31.03 |
31.06 |
30.46 |
31.06 |
-0.22 |
413 |
5,494 |
-88 |
Sep09 |
090220 |
31.21 |
31.23 |
30.60 |
31.23 |
-0.22 |
868 |
5,994 |
-36 |
Oct09 |
090220 |
31.58 |
31.58 |
30.84 |
31.40 |
-0.22 |
746 |
4,095 |
+414 |
Dec09 |
090220 |
32.21 |
32.50 |
31.17 |
31.76 |
-0.22 |
3,522 |
18,971 |
-239 |
Jan10 |
090220 |
32.00 |
32.27 |
32.00 |
32.05 |
-0.22 |
12 |
657 |
+12 |
Total Volume and Open Interest |
61,410 |
215,397 |
+1,476 |
Canola(WCE) |
Mar09 |
090220 |
415.5 |
417.9 |
404.5 |
408.1 |
-5.8 |
7,834 |
18,223 |
-5,975 |
May09 |
090220 |
422.2 |
422.2 |
407.0 |
410.0 |
-9.2 |
8,857 |
55,988 |
+1,234 |
Jul09 |
090220 |
428.9 |
428.9 |
411.8 |
415.3 |
-10.5 |
1,631 |
13,297 |
+927 |
Nov09 |
090220 |
432.0 |
432.0 |
419.3 |
424.1 |
-9.2 |
954 |
14,840 |
+318 |
Jan10 |
090220 |
432.9 |
432.9 |
432.9 |
432.9 |
-8.1 |
1 |
335 |
+0 |
Total Volume and Open Interest |
19,287 |
102,747 |
-3,487 |
Corn(CBOT) |
Mar09 |
090220 |
353.25 |
354.75 |
342.00 |
350.25 |
-3.00 |
121,888 |
158,003 |
-11,713 |
May09 |
090220 |
362.00 |
363.25 |
350.50 |
359.00 |
-3.00 |
87,398 |
237,566 |
+5,626 |
Jul09 |
090220 |
371.25 |
372.75 |
360.00 |
368.50 |
-3.00 |
46,262 |
146,468 |
+2,557 |
Sep09 |
090220 |
381.00 |
382.00 |
369.75 |
377.75 |
-3.25 |
10,376 |
40,921 |
+908 |
Dec09 |
090220 |
393.50 |
395.00 |
382.00 |
389.75 |
-4.00 |
20,373 |
169,467 |
+1,075 |
Mar10 |
090220 |
406.50 |
406.50 |
395.00 |
402.75 |
-3.75 |
432 |
15,238 |
+17 |
Total Volume and Open Interest |
287,881 |
807,889 |
-1,568 |
Wheat(CBOT) |
Mar09 |
090220 |
520.00 |
523.75 |
504.50 |
519.25 |
-0.25 |
48,889 |
48,037 |
-7,467 |
May09 |
090220 |
532.00 |
535.25 |
515.00 |
530.50 |
-0.50 |
40,890 |
109,101 |
+4,788 |
Jul09 |
090220 |
544.00 |
547.50 |
525.50 |
542.25 |
-1.00 |
15,793 |
81,384 |
+34 |
Sep09 |
090220 |
570.00 |
570.00 |
550.50 |
565.00 |
-1.75 |
1,485 |
21,309 |
+230 |
Dec09 |
090220 |
590.00 |
592.00 |
572.75 |
586.00 |
-2.50 |
3,475 |
35,463 |
-93 |
Total Volume and Open Interest |
110,633 |
305,015 |
-2,497 |
Wheat(KCBT) |
Mar09 |
090220 |
558.00 |
563.00 |
543.00 |
556.25 |
-2.00 |
8,043 |
12,956 |
-876 |
May09 |
090220 |
566.00 |
569.75 |
551.75 |
563.50 |
-3.50 |
5,483 |
23,348 |
+125 |
Jul09 |
090220 |
575.00 |
580.50 |
561.00 |
573.00 |
-4.25 |
4,684 |
24,598 |
+505 |
Sep09 |
090220 |
578.25 |
583.25 |
572.00 |
583.25 |
-4.00 |
134 |
4,598 |
-61 |
Dec09 |
090220 |
606.25 |
606.25 |
587.00 |
598.50 |
-5.25 |
978 |
14,101 |
+52 |
Total Volume and Open Interest |
19,374 |
81,527 |
-262 |
Wheat(MGE) |
Mar09 |
090220 |
628.00 |
628.25 |
610.00 |
624.75 |
-1.00 |
695 |
3,164 |
-220 |
May09 |
090220 |
612.25 |
614.75 |
596.25 |
605.25 |
-7.00 |
2,061 |
9,915 |
+29 |
Jul09 |
090220 |
597.00 |
600.75 |
591.50 |
596.75 |
-7.50 |
525 |
5,334 |
-128 |
Sep09 |
090220 |
607.00 |
607.00 |
596.75 |
601.50 |
-5.50 |
152 |
4,083 |
+12 |
Dec09 |
090220 |
613.50 |
616.75 |
608.50 |
614.00 |
-7.50 |
286 |
2,857 |
+90 |
Total Volume and Open Interest |
3,747 |
25,621 |
-216 |
Oats(CBOT) |
Mar09 |
090220 |
172.00 |
178.00 |
163.75 |
168.50 |
-3.00 |
636 |
2,407 |
-496 |
May09 |
090220 |
182.50 |
182.50 |
172.75 |
178.00 |
-2.00 |
500 |
7,602 |
+172 |
Jul09 |
090220 |
184.00 |
189.00 |
183.50 |
187.00 |
-2.00 |
51 |
3,350 |
-5 |
Sep09 |
090220 |
196.50 |
198.50 |
196.50 |
196.50 |
-2.00 |
0 |
20 |
+0 |
Total Volume and Open Interest |
1,215 |
16,840 |
-339 |
Rough Rice(CBOT) |
Mar09 |
090220 |
12.17 |
12.47 |
11.96 |
11.98 |
-0.31 |
619 |
1,822 |
-452 |
May09 |
090220 |
12.17 |
12.45 |
11.93 |
12.02 |
-0.28 |
522 |
2,849 |
+252 |
Jul09 |
090220 |
12.27 |
12.45 |
12.10 |
12.14 |
-0.31 |
1 |
334 |
+0 |
Sep09 |
090220 |
12.43 |
12.43 |
12.06 |
12.06 |
-0.26 |
5 |
970 |
-4 |
Total Volume and Open Interest |
1,164 |
6,877 |
-198 |
Live Cattle(CME) |
Feb09 |
090220 |
81.100 |
81.100 |
79.430 |
80.680 |
-0.520 |
3,764 |
6,800 |
-1,779 |
Apr09 |
090220 |
84.300 |
84.300 |
82.400 |
83.430 |
-1.320 |
19,499 |
98,871 |
+2,316 |
Jun09 |
090220 |
82.135 |
82.180 |
80.450 |
81.550 |
-0.985 |
7,356 |
51,851 |
+1,763 |
Aug09 |
090220 |
82.300 |
82.500 |
80.700 |
81.785 |
-1.145 |
2,728 |
26,406 |
-105 |
Oct09 |
090220 |
86.250 |
86.250 |
84.450 |
85.550 |
-0.985 |
1,442 |
10,935 |
+236 |
Dec09 |
090220 |
87.750 |
88.000 |
86.200 |
87.550 |
-1.250 |
224 |
6,352 |
+93 |
Total Volume and Open Interest |
35,132 |
203,231 |
+2,630 |
Feeder Cattle(CME) |
Mar09 |
090220 |
90.000 |
90.000 |
87.635 |
88.385 |
-2.250 |
2,466 |
6,755 |
-488 |
Apr09 |
090220 |
91.450 |
91.450 |
88.885 |
89.830 |
-2.055 |
1,375 |
7,398 |
+105 |
May09 |
090220 |
93.080 |
93.080 |
90.500 |
91.650 |
-1.850 |
1,705 |
3,899 |
-311 |
Aug09 |
090220 |
96.250 |
96.250 |
93.800 |
95.000 |
-1.750 |
617 |
2,896 |
+55 |
Sep09 |
090220 |
96.350 |
96.350 |
94.500 |
95.300 |
-2.100 |
54 |
485 |
+46 |
Oct09 |
090220 |
95.150 |
96.000 |
94.900 |
95.300 |
-2.100 |
53 |
242 |
+27 |
Nov09 |
090220 |
95.000 |
95.500 |
95.000 |
95.500 |
-1.450 |
2 |
45 |
+2 |
Total Volume and Open Interest |
6,272 |
21,725 |
-564 |
Lean Hogs(CME) |
Apr09 |
090220 |
60.700 |
61.000 |
57.850 |
57.950 |
-2.630 |
10,020 |
61,568 |
+440 |
May09 |
090220 |
71.635 |
71.885 |
68.885 |
69.500 |
-2.250 |
204 |
2,453 |
+57 |
Jun09 |
090220 |
73.400 |
73.500 |
70.400 |
70.975 |
-2.125 |
7,593 |
33,574 |
-927 |
Jul09 |
090220 |
74.300 |
74.300 |
71.180 |
71.580 |
-2.500 |
2,070 |
8,498 |
+515 |
Aug09 |
090220 |
72.000 |
73.450 |
70.600 |
71.050 |
-2.235 |
1,001 |
7,200 |
+22 |
Oct09 |
090220 |
65.285 |
66.100 |
63.300 |
63.350 |
-2.125 |
168 |
4,730 |
-3 |
Dec09 |
090220 |
64.035 |
64.035 |
62.300 |
62.300 |
-1.750 |
35 |
1,767 |
+10 |
Feb10 |
090220 |
67.080 |
67.785 |
66.900 |
66.900 |
-1.180 |
10 |
191 |
+1 |
Total Volume and Open Interest |
21,101 |
120,109 |
+115 |
Pork Bellies(CME) |
Feb09 |
090220 |
77.000 |
77.000 |
76.000 |
76.000 |
-2.000 |
3 |
6 |
+0 |
Mar09 |
090220 |
76.200 |
77.000 |
73.250 |
73.250 |
-3.000 |
104 |
277 |
-37 |
May09 |
090220 |
76.550 |
79.000 |
76.450 |
76.450 |
-3.000 |
113 |
766 |
+27 |
Jul09 |
090220 |
79.000 |
79.400 |
76.135 |
76.135 |
-2.465 |
4 |
246 |
+0 |
Aug09 |
090220 |
76.100 |
76.500 |
73.100 |
73.100 |
-3.000 |
0 |
57 |
+0 |
Total Volume and Open Interest |
224 |
1,352 |
-10 |
Class III Milk(CME) |
Feb09 |
090220 |
9.27 |
9.31 |
9.27 |
9.28 |
unch |
47 |
4,987 |
-46 |
Mar09 |
090220 |
10.47 |
10.65 |
10.39 |
10.40 |
-0.02 |
270 |
4,939 |
-27 |
Apr09 |
090220 |
10.55 |
10.55 |
10.41 |
10.48 |
-0.04 |
231 |
4,289 |
+58 |
May09 |
090220 |
11.00 |
11.06 |
10.86 |
10.94 |
-0.07 |
165 |
3,940 |
+38 |
Jun09 |
090220 |
11.59 |
11.68 |
11.51 |
11.58 |
-0.03 |
182 |
3,451 |
+65 |
Total Volume and Open Interest |
1,307 |
37,227 |
+145 |
Cocoa(ICE) |
Mar09 |
090220 |
2618 |
2620 |
2510 |
2528 |
-127 |
55 |
340 |
-35 |
May09 |
090220 |
2557 |
2557 |
2419 |
2430 |
-140 |
4,658 |
57,893 |
-441 |
Jul09 |
090220 |
2531 |
2531 |
2420 |
2428 |
-135 |
923 |
23,368 |
+336 |
Sep09 |
090220 |
2525 |
2525 |
2418 |
2419 |
-139 |
177 |
10,595 |
+123 |
Dec09 |
090220 |
2520 |
2520 |
2410 |
2410 |
-140 |
332 |
12,651 |
+215 |
Mar10 |
090220 |
2500 |
2500 |
2395 |
2395 |
-135 |
170 |
7,301 |
+117 |
May10 |
090220 |
2424 |
2425 |
2397 |
2397 |
-132 |
1 |
1,876 |
+0 |
Total Volume and Open Interest |
6,316 |
114,857 |
+315 |
Coffee "C"(ICE) |
Mar09 |
090220 |
109.60 |
109.95 |
108.25 |
108.90 |
-0.80 |
1,233 |
1,109 |
-1,963 |
May09 |
090220 |
112.20 |
112.55 |
110.55 |
111.20 |
-1.30 |
7,120 |
71,643 |
-900 |
Jul09 |
090220 |
114.25 |
114.75 |
113.00 |
113.55 |
-1.30 |
2,006 |
20,417 |
+311 |
Sep09 |
090220 |
117.00 |
117.00 |
115.20 |
115.75 |
-1.30 |
1,083 |
9,760 |
+515 |
Dec09 |
090220 |
119.30 |
119.50 |
118.20 |
118.75 |
-1.25 |
167 |
9,577 |
+0 |
Mar10 |
090220 |
122.00 |
122.20 |
121.00 |
121.50 |
-1.20 |
69 |
6,484 |
+44 |
Total Volume and Open Interest |
11,683 |
120,714 |
-1,992 |
Orange Juice(ICE) |
Mar09 |
090220 |
67.40 |
67.75 |
65.95 |
66.70 |
-0.70 |
3,134 |
8,500 |
-2,395 |
May09 |
090220 |
67.90 |
67.90 |
66.00 |
66.30 |
-1.10 |
3,290 |
15,338 |
+2,110 |
Jul09 |
090220 |
69.75 |
70.55 |
69.55 |
69.80 |
-0.90 |
266 |
1,993 |
+155 |
Sep09 |
090220 |
73.55 |
73.95 |
73.50 |
73.50 |
-1.00 |
81 |
2,408 |
+1 |
Nov09 |
090220 |
77.65 |
77.65 |
76.75 |
76.75 |
-1.40 |
78 |
302 |
+78 |
Jan10 |
090220 |
80.50 |
80.50 |
80.00 |
80.25 |
-0.40 |
0 |
87 |
+0 |
Total Volume and Open Interest |
6,849 |
28,857 |
-51 |
Sugar #11(ICE) |
Mar09 |
090220 |
12.86 |
12.94 |
12.64 |
12.71 |
-0.13 |
25,690 |
80,959 |
-606 |
May09 |
090220 |
13.16 |
13.21 |
12.92 |
13.06 |
-0.11 |
31,234 |
227,593 |
+3,995 |
Jul09 |
090220 |
13.30 |
13.38 |
13.11 |
13.22 |
-0.10 |
14,153 |
134,722 |
+2,015 |
Oct09 |
090220 |
13.63 |
13.72 |
13.47 |
13.57 |
-0.10 |
6,693 |
89,949 |
+2,077 |
Mar10 |
090220 |
14.05 |
14.28 |
14.03 |
14.12 |
-0.09 |
2,803 |
54,484 |
+554 |
Total Volume and Open Interest |
82,009 |
663,687 |
+8,324 |
London Cocoa(LCE) |
Mar09 |
090220 |
1855 |
1858 |
1784 |
1786 |
-87 |
3,626 |
32,646 |
-1,215 |
May09 |
090220 |
1824 |
1834 |
1760 |
1762 |
-86 |
4,793 |
68,249 |
+320 |
Jul09 |
090220 |
1820 |
1826 |
1757 |
1757 |
-81 |
801 |
41,033 |
-356 |
Sep09 |
090220 |
1820 |
1820 |
1742 |
1745 |
-85 |
564 |
16,643 |
+422 |
Dec09 |
090220 |
1800 |
1800 |
1716 |
1716 |
-93 |
455 |
17,699 |
-126 |
Mar10 |
090220 |
1775 |
1775 |
1695 |
1695 |
-88 |
349 |
8,409 |
+36 |
May10 |
090220 |
1780 |
1780 |
1695 |
1695 |
-90 |
97 |
241 |
+72 |
Total Volume and Open Interest |
10,685 |
185,142 |
-847 |
London Sugar(LCE) |
May09 |
090220 |
391.80 |
395.00 |
388.50 |
392.50 |
-1.50 |
2,958 |
31,525 |
+408 |
Aug09 |
090220 |
385.10 |
388.20 |
382.20 |
386.20 |
-1.90 |
1,064 |
14,607 |
+73 |
Oct09 |
090220 |
382.00 |
384.50 |
379.20 |
383.20 |
-1.60 |
1,143 |
6,988 |
+252 |
Dec09 |
090220 |
383.20 |
385.40 |
382.30 |
385.40 |
-1.40 |
237 |
1,589 |
+94 |
Mar10 |
090220 |
385.50 |
388.00 |
384.70 |
387.80 |
-1.40 |
194 |
1,258 |
+163 |
Total Volume and Open Interest |
5,694 |
56,603 |
+1,046 |
Cotton(ICE) |
Mar09 |
090220 |
43.45 |
43.90 |
42.60 |
43.03 |
-0.39 |
2,803 |
2,596 |
-4,946 |
May09 |
090220 |
44.60 |
45.40 |
43.91 |
44.10 |
-0.81 |
6,479 |
60,191 |
+2,739 |
Jul09 |
090220 |
46.06 |
46.35 |
45.26 |
45.40 |
-0.89 |
1,379 |
25,748 |
+60 |
Oct09 |
090220 |
48.15 |
48.15 |
48.15 |
48.15 |
-0.89 |
2 |
366 |
+2 |
Dec09 |
090220 |
50.55 |
51.09 |
49.55 |
49.70 |
-0.97 |
360 |
21,744 |
+16 |
Mar10 |
090220 |
53.66 |
53.66 |
53.66 |
53.66 |
-0.96 |
30 |
2,004 |
+4 |
Total Volume and Open Interest |
11,053 |
115,225 |
-2,125 |
Lumber(CME) |
Mar09 |
090220 |
150.2 |
150.6 |
145.2 |
146.3 |
-4.6 |
517 |
2,435 |
-84 |
May09 |
090220 |
160.8 |
161.0 |
157.4 |
159.9 |
-3.3 |
482 |
4,050 |
+100 |
Jul09 |
090220 |
175.7 |
176.5 |
171.5 |
174.8 |
-1.3 |
82 |
934 |
+10 |
Sep09 |
090220 |
185.2 |
185.2 |
181.0 |
183.8 |
-1.9 |
17 |
228 |
-2 |
Total Volume and Open Interest |
1,100 |
7,717 |
+26 |
Crude Oil(NYM) |
Mar09 |
090220 |
38.86 |
39.50 |
36.91 |
38.94 |
-0.54 |
82,550 |
18,941 |
-30,514 |
Apr09 |
090220 |
39.60 |
40.13 |
37.54 |
40.03 |
-0.15 |
285,979 |
316,536 |
+6,996 |
May09 |
090220 |
41.93 |
42.28 |
39.95 |
42.17 |
-0.34 |
97,811 |
135,174 |
+4,418 |
Jun09 |
090220 |
43.36 |
43.70 |
41.46 |
43.56 |
-0.41 |
49,460 |
145,159 |
-492 |
Jul09 |
090220 |
44.46 |
45.00 |
42.80 |
44.76 |
-0.55 |
18,771 |
68,114 |
+1,998 |
Aug09 |
090220 |
45.35 |
45.85 |
44.00 |
45.73 |
-0.66 |
8,266 |
25,704 |
-274 |
Sep09 |
090220 |
45.36 |
46.61 |
44.98 |
46.55 |
-0.68 |
4,895 |
25,071 |
+15 |
Oct09 |
090220 |
46.38 |
47.46 |
45.81 |
47.34 |
-0.67 |
3,632 |
22,118 |
+170 |
Nov09 |
090220 |
47.37 |
48.25 |
46.74 |
48.12 |
-0.66 |
3,741 |
18,940 |
-373 |
Dec09 |
090220 |
48.80 |
49.06 |
47.19 |
48.90 |
-0.64 |
29,928 |
93,105 |
-3,957 |
Jan10 |
090220 |
49.50 |
49.68 |
48.31 |
49.62 |
-0.63 |
2,050 |
21,080 |
+466 |
Feb10 |
090220 |
49.16 |
50.42 |
48.95 |
50.33 |
-0.61 |
669 |
10,360 |
-2 |
Mar10 |
090220 |
49.70 |
51.26 |
49.70 |
51.02 |
-0.59 |
333 |
13,827 |
-111 |
Apr10 |
090220 |
51.67 |
51.67 |
51.67 |
51.67 |
-0.59 |
373 |
4,085 |
+29 |
May10 |
090220 |
52.28 |
52.28 |
52.28 |
52.28 |
-0.58 |
352 |
4,362 |
+63 |
Jun10 |
090220 |
51.74 |
52.86 |
51.35 |
52.86 |
-0.58 |
1,759 |
21,656 |
+200 |
Total Volume and Open Interest |
612,055 |
1,198,265 |
-21,497 |
e-miNY Crude Oil(NYM) |
Feb09 |
090116 |
35.400 |
36.800 |
34.175 |
36.500 |
+1.100 |
16,545 |
7,512 |
+74 |
Mar09 |
090219 |
34.750 |
39.800 |
34.425 |
39.475 |
+4.850 |
2,309 |
7,304 |
-290 |
Apr09 |
090220 |
39.550 |
40.125 |
37.550 |
40.025 |
-0.150 |
17,021 |
4,601 |
-798 |
May09 |
090220 |
42.000 |
42.250 |
40.000 |
42.175 |
-0.325 |
406 |
665 |
-50 |
Jun09 |
090220 |
43.325 |
43.550 |
41.900 |
43.550 |
-0.425 |
17 |
299 |
+0 |
Jul09 |
090220 |
44.075 |
44.750 |
43.000 |
44.750 |
-0.550 |
10 |
21 |
+1 |
Aug09 |
090220 |
45.100 |
45.725 |
44.000 |
45.725 |
-0.675 |
1 |
13 |
+1 |
Sep09 |
090220 |
46.550 |
46.550 |
46.550 |
46.550 |
-0.675 |
0 |
1 |
+0 |
Oct09 |
090220 |
47.350 |
47.350 |
47.350 |
47.350 |
-0.650 |
0 |
2 |
+0 |
Nov09 |
090220 |
48.125 |
48.125 |
48.125 |
48.125 |
-0.650 |
2 |
2 |
+2 |
Total Volume and Open Interest |
17,459 |
5,684 |
-8,149 |
Heating Oil(NYM) |
Mar09 |
090220 |
119.05 |
119.84 |
114.70 |
119.67 |
-0.78 |
24,920 |
29,534 |
-1,837 |
Apr09 |
090220 |
118.71 |
119.55 |
114.19 |
119.40 |
-0.65 |
33,203 |
53,413 |
+646 |
May09 |
090220 |
119.91 |
120.50 |
115.32 |
120.40 |
-0.85 |
13,513 |
34,551 |
-157 |
Jun09 |
090220 |
121.35 |
122.50 |
117.31 |
122.35 |
-0.95 |
11,046 |
34,988 |
+780 |
Jul09 |
090220 |
122.50 |
125.10 |
120.26 |
125.10 |
-0.90 |
2,516 |
14,670 |
+200 |
Aug09 |
090220 |
123.90 |
128.10 |
123.39 |
128.10 |
-0.85 |
1,338 |
9,794 |
+87 |
Sep09 |
090220 |
127.43 |
131.15 |
126.95 |
131.15 |
-0.85 |
1,690 |
10,137 |
+4 |
Oct09 |
090220 |
130.00 |
133.95 |
130.00 |
133.95 |
-0.85 |
2,394 |
6,689 |
+26 |
Nov09 |
090220 |
133.15 |
136.30 |
132.00 |
136.30 |
-0.95 |
1,706 |
9,156 |
+290 |
Dec09 |
090220 |
137.50 |
139.05 |
134.70 |
139.05 |
-1.00 |
2,292 |
16,491 |
+547 |
Jan10 |
090220 |
138.55 |
141.80 |
137.50 |
141.80 |
-1.00 |
862 |
5,769 |
+97 |
Feb10 |
090220 |
140.68 |
143.45 |
139.25 |
143.45 |
-1.00 |
426 |
4,258 |
+139 |
Total Volume and Open Interest |
98,458 |
261,118 |
+1,246 |
Gasoline(NYMEX) |
Mar09 |
090220 |
108.35 |
108.35 |
102.31 |
107.46 |
-2.40 |
27,473 |
25,813 |
-2,775 |
Apr09 |
090220 |
118.42 |
119.08 |
113.44 |
118.70 |
-1.20 |
31,562 |
63,281 |
+1,829 |
May09 |
090220 |
119.15 |
120.72 |
115.35 |
120.50 |
-0.85 |
14,254 |
28,232 |
+831 |
Jun09 |
090220 |
120.01 |
122.25 |
116.54 |
121.60 |
-0.65 |
9,155 |
22,697 |
+965 |
Jul09 |
090220 |
117.70 |
124.64 |
117.24 |
122.10 |
-0.70 |
5,792 |
13,654 |
+948 |
Aug09 |
090220 |
119.55 |
122.41 |
117.91 |
122.25 |
-0.90 |
2,896 |
8,414 |
-8 |
Sep09 |
090220 |
118.48 |
122.29 |
118.15 |
122.15 |
-1.05 |
1,810 |
8,332 |
+191 |
Oct09 |
090220 |
111.06 |
113.65 |
109.95 |
113.65 |
-0.95 |
1,260 |
6,275 |
-177 |
Nov09 |
090220 |
112.09 |
114.40 |
110.75 |
114.40 |
-0.95 |
315 |
1,720 |
+37 |
Dec09 |
090220 |
114.50 |
116.39 |
111.42 |
115.90 |
-0.95 |
618 |
7,494 |
+72 |
Total Volume and Open Interest |
95,176 |
195,513 |
+1,919 |
e-miNY RBOB Gasoline(NYM) |
Mar09 |
090220 |
105.00 |
107.46 |
105.00 |
107.46 |
-2.40 |
0 |
2 |
+0 |
Apr09 |
090220 |
118.70 |
118.70 |
118.70 |
118.70 |
-1.20 |
|
|
|
May09 |
090220 |
120.50 |
120.50 |
120.50 |
120.50 |
-0.85 |
|
|
|
Jun09 |
090220 |
121.60 |
121.60 |
121.60 |
121.60 |
-0.65 |
|
|
|
Total Volume and Open Interest |
0 |
4 |
+0 |
Natural Gas(NYM) |
Mar09 |
090220 |
4.069 |
4.078 |
3.921 |
4.006 |
-0.072 |
80,563 |
66,430 |
+1,642 |
Apr09 |
090220 |
4.097 |
4.111 |
3.957 |
4.036 |
-0.075 |
43,037 |
150,576 |
+12,987 |
May09 |
090220 |
4.190 |
4.190 |
4.044 |
4.125 |
-0.073 |
13,316 |
72,513 |
-2,143 |
Jun09 |
090220 |
4.289 |
4.289 |
4.200 |
4.252 |
-0.076 |
4,254 |
43,947 |
+429 |
Jul09 |
090220 |
4.366 |
4.424 |
4.354 |
4.391 |
-0.075 |
6,269 |
39,521 |
+1,984 |
Aug09 |
090220 |
4.478 |
4.506 |
4.438 |
4.478 |
-0.073 |
2,015 |
25,454 |
+453 |
Sep09 |
090220 |
4.491 |
4.545 |
4.478 |
4.519 |
-0.072 |
1,278 |
22,049 |
+356 |
Oct09 |
090220 |
4.642 |
4.653 |
4.587 |
4.623 |
-0.068 |
8,102 |
38,955 |
+455 |
Nov09 |
090220 |
5.152 |
5.155 |
5.092 |
5.148 |
-0.058 |
1,333 |
18,628 |
+6 |
Dec09 |
090220 |
5.695 |
5.745 |
5.676 |
5.723 |
-0.038 |
4,069 |
33,207 |
+909 |
Jan10 |
090220 |
5.972 |
6.000 |
5.945 |
5.993 |
-0.033 |
4,574 |
23,817 |
-361 |
Feb10 |
090220 |
5.970 |
6.010 |
5.950 |
6.001 |
-0.033 |
429 |
9,979 |
+124 |
Mar10 |
090220 |
5.822 |
5.885 |
5.822 |
5.881 |
-0.028 |
1,004 |
22,912 |
+152 |
Apr10 |
090220 |
5.610 |
5.615 |
5.555 |
5.601 |
-0.018 |
530 |
19,942 |
-6 |
May10 |
090220 |
5.585 |
5.630 |
5.585 |
5.629 |
-0.015 |
114 |
10,335 |
+12 |
Jun10 |
090220 |
5.685 |
5.730 |
5.685 |
5.719 |
-0.015 |
486 |
6,599 |
+157 |
Total Volume and Open Interest |
172,518 |
751,319 |
+17,399 |
Brent Crude Oil(ICE) |
Apr09 |
090220 |
41.41 |
42.10 |
39.78 |
41.89 |
-0.10 |
100,571 |
155,063 |
-17,525 |
May09 |
090220 |
42.69 |
43.28 |
41.05 |
43.14 |
-0.14 |
58,811 |
130,477 |
-3,091 |
Jun09 |
090220 |
43.77 |
44.37 |
42.20 |
44.27 |
-0.15 |
29,549 |
58,616 |
-262 |
Jul09 |
090220 |
44.55 |
45.22 |
43.21 |
45.14 |
-0.20 |
7,870 |
22,228 |
-341 |
Aug09 |
090220 |
45.31 |
45.96 |
44.03 |
45.89 |
-0.24 |
4,537 |
17,303 |
+695 |
Sep09 |
090220 |
46.49 |
46.67 |
44.79 |
46.59 |
-0.28 |
4,412 |
16,249 |
-357 |
Oct09 |
090220 |
47.15 |
47.34 |
45.48 |
47.26 |
-0.30 |
3,461 |
12,683 |
+94 |
Nov09 |
090220 |
47.79 |
47.96 |
46.20 |
47.91 |
-0.33 |
3,377 |
13,984 |
+352 |
Dec09 |
090220 |
48.00 |
48.62 |
46.80 |
48.55 |
-0.35 |
18,096 |
64,030 |
-4,626 |
Jan10 |
090220 |
48.19 |
49.23 |
48.19 |
49.23 |
-0.36 |
1,239 |
11,761 |
-118 |
Feb10 |
090220 |
49.92 |
49.92 |
49.92 |
49.92 |
-0.34 |
1,150 |
7,021 |
+198 |
Mar10 |
090220 |
50.59 |
50.59 |
50.59 |
50.59 |
-0.32 |
1,421 |
5,116 |
-65 |
Apr10 |
090220 |
51.24 |
51.24 |
51.24 |
51.24 |
-0.30 |
1,250 |
2,934 |
+135 |
May10 |
090220 |
51.88 |
51.88 |
51.88 |
51.88 |
-0.26 |
403 |
2,160 |
+57 |
Total Volume and Open Interest |
244,832 |
632,468 |
-25,143 |
Gas Oil(ICE) |
Mar09 |
090220 |
375.00 |
379.50 |
360.50 |
364.00 |
-6.75 |
37,307 |
74,650 |
-142 |
Apr09 |
090220 |
383.25 |
385.75 |
367.25 |
370.75 |
-6.75 |
28,551 |
70,390 |
+14 |
May09 |
090220 |
391.50 |
393.00 |
375.75 |
379.25 |
-6.50 |
9,648 |
37,987 |
+1,120 |
Jun09 |
090220 |
400.00 |
401.75 |
385.00 |
388.50 |
-6.25 |
5,876 |
41,630 |
+400 |
Jul09 |
090220 |
408.75 |
410.50 |
398.00 |
398.25 |
-6.25 |
2,881 |
18,827 |
+105 |
Aug09 |
090220 |
420.25 |
420.25 |
408.00 |
408.00 |
-6.50 |
2,588 |
20,515 |
-324 |
Sep09 |
090220 |
430.00 |
430.00 |
415.50 |
418.00 |
-6.25 |
1,704 |
20,069 |
+428 |
Oct09 |
090220 |
437.25 |
439.00 |
426.75 |
426.75 |
-6.50 |
422 |
11,988 |
-22 |
Nov09 |
090220 |
443.25 |
445.00 |
432.50 |
432.50 |
-7.25 |
379 |
10,337 |
+16 |
Dec09 |
090220 |
450.50 |
451.50 |
435.50 |
438.25 |
-7.25 |
1,766 |
46,251 |
+68 |
Total Volume and Open Interest |
92,042 |
436,564 |
+1,902 |
Ethanol(CBOT) |
Feb09 |
090204 |
1.550 |
1.555 |
1.550 |
1.550 |
+0.020 |
18 |
133 |
-15 |
Mar09 |
090220 |
1.520 |
1.530 |
1.510 |
1.519 |
-0.026 |
58 |
229 |
-33 |
Apr09 |
090220 |
1.529 |
1.529 |
1.524 |
1.524 |
-0.021 |
15 |
575 |
+0 |
May09 |
090220 |
1.530 |
1.530 |
1.515 |
1.519 |
-0.036 |
20 |
309 |
+10 |
Jun09 |
090220 |
1.525 |
1.531 |
1.525 |
1.530 |
-0.030 |
30 |
192 |
+12 |
Jul09 |
090220 |
1.545 |
1.545 |
1.545 |
1.545 |
-0.026 |
26 |
157 |
+11 |
Aug09 |
090220 |
1.560 |
1.560 |
1.560 |
1.560 |
-0.030 |
5 |
178 |
+5 |
Sep09 |
090220 |
1.560 |
1.560 |
1.560 |
1.560 |
-0.045 |
1 |
235 |
+1 |
Total Volume and Open Interest |
181 |
3,126 |
+28 |
US Dollar Index(ICE) |
Mar09 |
090220 |
87.990 |
88.395 |
86.435 |
86.700 |
-1.050 |
4,479 |
25,141 |
+383 |
Jun09 |
090220 |
88.800 |
89.145 |
87.175 |
87.405 |
-1.090 |
40 |
2,311 |
+2 |
Sep09 |
090220 |
87.820 |
87.820 |
87.735 |
87.735 |
-1.085 |
0 |
5 |
+0 |
Total Volume and Open Interest |
4,519 |
27,457 |
+385 |
Australian Dollar(CME) |
Mar09 |
090220 |
64.44 |
64.88 |
63.45 |
64.61 |
+0.19 |
24,562 |
47,415 |
-825 |
Jun09 |
090220 |
63.22 |
64.52 |
63.22 |
64.32 |
+0.18 |
249 |
931 |
+66 |
Sep09 |
090220 |
64.09 |
64.09 |
63.91 |
64.09 |
+0.18 |
1 |
154 |
-1 |
Total Volume and Open Interest |
24,812 |
48,535 |
-760 |
British Pound(CME) |
Mar09 |
090220 |
142.95 |
144.83 |
141.46 |
144.38 |
+1.39 |
69,395 |
79,042 |
-982 |
Jun09 |
090220 |
141.80 |
144.64 |
141.53 |
144.33 |
+1.39 |
83 |
4,154 |
+32 |
Sep09 |
090220 |
144.33 |
144.36 |
141.82 |
144.33 |
+1.38 |
0 |
109 |
+0 |
Total Volume and Open Interest |
69,478 |
83,328 |
-950 |
Canadian Dollar(CME) |
Mar09 |
090220 |
79.69 |
80.51 |
79.02 |
80.06 |
+0.42 |
26,065 |
66,019 |
+342 |
Jun09 |
090220 |
79.74 |
80.53 |
79.10 |
80.12 |
+0.43 |
324 |
3,724 |
-43 |
Sep09 |
090220 |
79.21 |
80.58 |
79.21 |
80.20 |
+0.41 |
67 |
1,358 |
+11 |
Dec09 |
090220 |
80.27 |
80.62 |
79.37 |
80.27 |
+0.38 |
0 |
747 |
+0 |
Total Volume and Open Interest |
26,458 |
72,202 |
+310 |
Japanese Yen(CME) |
Mar09 |
090220 |
106.34 |
108.16 |
105.98 |
107.31 |
+1.35 |
87,413 |
99,135 |
-1,259 |
Jun09 |
090220 |
106.41 |
108.36 |
106.21 |
107.54 |
+1.33 |
415 |
5,571 |
-139 |
Sep09 |
090220 |
107.85 |
108.28 |
106.52 |
107.85 |
+1.33 |
0 |
44 |
+0 |
Total Volume and Open Interest |
87,828 |
104,778 |
-1,398 |
Swiss Franc(CME) |
Mar09 |
090220 |
85.29 |
87.63 |
84.16 |
86.64 |
+1.37 |
22,060 |
33,580 |
-914 |
Jun09 |
090220 |
84.78 |
87.40 |
84.36 |
86.82 |
+1.35 |
277 |
594 |
+137 |
Sep09 |
090220 |
87.06 |
87.31 |
84.90 |
87.05 |
+1.37 |
0 |
6 |
+0 |
Total Volume and Open Interest |
22,337 |
34,184 |
-777 |
EuroFX(CME) |
Mar09 |
090220 |
126.80 |
128.81 |
125.52 |
128.36 |
+1.55 |
193,633 |
151,115 |
-886 |
Jun09 |
090220 |
126.33 |
128.78 |
125.53 |
128.34 |
+1.55 |
337 |
2,959 |
+12 |
Sep09 |
090220 |
128.37 |
128.39 |
125.93 |
128.37 |
+1.55 |
0 |
867 |
+0 |
Total Volume and Open Interest |
193,970 |
154,967 |
-875 |
Mexican Peso(CME) |
Mar09 |
090220 |
671.5 |
679.2 |
663.2 |
674.0 |
-4.5 |
5,672 |
44,076 |
-489 |
Apr09 |
090220 |
671.5 |
676.0 |
671.5 |
671.5 |
-4.5 |
|
|
|
Total Volume and Open Interest |
5,902 |
45,000 |
-261 |
30-Year T-Bonds(CBOT) |
Mar09 |
090220 |
126~120 |
129~020 |
126~115 |
127~200 |
+1~115 |
275,983 |
656,579 |
-37,776 |
Jun09 |
090220 |
125~070 |
127~280 |
125~010 |
126~145 |
+1~135 |
60,629 |
94,114 |
+37,080 |
Sep09 |
090220 |
125~035 |
125~035 |
123~235 |
125~035 |
+1~120 |
4 |
40 |
+0 |
Total Volume and Open Interest |
336,644 |
750,771 |
-695 |
10-Year T-Notes(CBOT) |
Mar09 |
090220 |
122~195 |
124~050 |
122~180 |
123~100 |
+0~250 |
798,006 |
897,119 |
-59,321 |
Jun09 |
090220 |
120~245 |
122~140 |
120~225 |
121~175 |
+0~295 |
35,454 |
106,793 |
+13,640 |
Sep09 |
090220 |
120~175 |
120~175 |
119~200 |
120~175 |
+0~295 |
|
|
|
Total Volume and Open Interest |
833,460 |
1,003,912 |
-45,681 |
5-Year T-Notes(CBOT) |
Mar09 |
090220 |
118~016 |
118~116 |
118~015 |
118~061 |
+0~054 |
443,350 |
813,285 |
-96,894 |
Jun09 |
090220 |
117~026 |
117~096 |
116~107 |
117~043 |
+0~064 |
86,570 |
160,873 |
+38,563 |
Sep09 |
090220 |
117~043 |
117~043 |
116~107 |
117~043 |
+0~064 |
|
|
|
Total Volume and Open Interest |
529,920 |
974,158 |
-58,331 |
2 Year T-Notes(CBOT) |
Mar09 |
090220 |
108~106 |
109~000 |
108~104 |
108~112 |
+0~012 |
171,549 |
462,380 |
-20,626 |
Jun09 |
090220 |
108~054 |
108~076 |
108~046 |
108~061 |
+0~015 |
38,000 |
41,382 |
+21,425 |
Sep09 |
090220 |
108~061 |
108~061 |
108~046 |
108~061 |
+0~015 |
|
|
|
Total Volume and Open Interest |
209,549 |
503,762 |
+799 |
Eurodollars(CME) |
Mar09 |
090220 |
98.717 |
98.795 |
98.705 |
98.762 |
+0.037 |
246,803 |
1,268,828 |
+13,059 |
Jun09 |
090220 |
98.720 |
98.820 |
98.710 |
98.770 |
+0.040 |
225,870 |
1,009,562 |
-2,568 |
Sep09 |
090220 |
98.665 |
98.760 |
98.640 |
98.700 |
+0.050 |
205,309 |
896,297 |
-1,861 |
Dec09 |
090220 |
98.500 |
98.605 |
98.485 |
98.540 |
+0.060 |
180,792 |
778,136 |
+1,287 |
Mar10 |
090220 |
98.385 |
98.495 |
98.365 |
98.415 |
+0.060 |
178,177 |
661,722 |
-430 |
Jun10 |
090220 |
98.185 |
98.310 |
98.180 |
98.220 |
+0.060 |
141,139 |
391,542 |
-3,609 |
Sep10 |
090220 |
97.995 |
98.120 |
97.990 |
98.020 |
+0.060 |
94,010 |
362,048 |
+1,418 |
Dec10 |
090220 |
97.770 |
97.905 |
97.765 |
97.795 |
+0.060 |
76,701 |
360,357 |
+715 |
Mar11 |
090220 |
97.620 |
97.740 |
97.605 |
97.625 |
+0.060 |
43,493 |
225,232 |
+2,415 |
Jun11 |
090220 |
97.380 |
97.535 |
97.380 |
97.420 |
+0.065 |
36,773 |
198,118 |
+1,707 |
Sep11 |
090220 |
97.195 |
97.345 |
97.190 |
97.230 |
+0.070 |
28,373 |
131,587 |
+1,565 |
Dec11 |
090220 |
96.990 |
97.155 |
96.990 |
97.040 |
+0.075 |
23,144 |
116,474 |
-1,377 |
Mar12 |
090220 |
96.880 |
97.045 |
96.875 |
96.940 |
+0.080 |
10,897 |
76,863 |
-355 |
Jun12 |
090220 |
96.790 |
96.940 |
96.770 |
96.830 |
+0.080 |
9,357 |
62,632 |
-214 |
Sep12 |
090220 |
96.670 |
96.845 |
96.670 |
96.740 |
+0.080 |
6,185 |
70,830 |
-612 |
Dec12 |
090220 |
96.605 |
96.730 |
96.570 |
96.630 |
+0.080 |
7,169 |
50,059 |
+1,020 |
Mar13 |
090220 |
96.500 |
96.675 |
96.500 |
96.580 |
+0.085 |
5,253 |
37,874 |
+1,381 |
Jun13 |
090220 |
96.460 |
96.600 |
96.430 |
96.500 |
+0.085 |
4,823 |
27,379 |
+203 |
Total Volume and Open Interest |
1,544,924 |
6,876,125 |
+18,156 |
30 Day Federal Funds(CBOT) |
Feb09 |
090220 |
99.772 |
99.780 |
99.770 |
99.777 |
+0.007 |
7,374 |
68,314 |
-1,875 |
Mar09 |
090220 |
99.775 |
99.790 |
99.770 |
99.780 |
+0.010 |
9,932 |
44,290 |
+964 |
Apr09 |
090220 |
99.770 |
99.775 |
99.755 |
99.765 |
+0.010 |
15,385 |
48,285 |
+5,105 |
May09 |
090220 |
99.740 |
99.750 |
99.730 |
99.740 |
+0.010 |
11,364 |
52,456 |
+789 |
Jun09 |
090220 |
99.725 |
99.730 |
99.710 |
99.725 |
+0.015 |
4,660 |
27,951 |
-521 |
Jul09 |
090220 |
99.690 |
99.695 |
99.675 |
99.685 |
+0.010 |
4,949 |
26,025 |
-500 |
Total Volume and Open Interest |
69,805 |
398,900 |
+8,081 |
30 Day Fed Funds(e-CBOT) |
Feb09 |
090220 |
99.772 |
99.780 |
99.772 |
99.777 |
+0.005 |
7,374 |
68,314 |
-1,875 |
Mar09 |
090220 |
99.775 |
99.790 |
99.770 |
99.780 |
+0.005 |
9,732 |
44,290 |
+964 |
Apr09 |
090220 |
99.770 |
99.775 |
99.760 |
99.765 |
+0.005 |
15,185 |
48,285 |
+5,105 |
May09 |
090220 |
99.740 |
99.750 |
99.735 |
99.740 |
+0.005 |
11,364 |
52,456 |
+789 |
Jun09 |
090220 |
99.725 |
99.730 |
99.715 |
99.725 |
+0.010 |
4,460 |
27,951 |
-521 |
Jul09 |
090220 |
99.690 |
99.695 |
99.680 |
99.685 |
+0.005 |
4,749 |
26,025 |
-500 |
Total Volume and Open Interest |
69,005 |
398,900 |
+8,081 |
3-Mth Euro-Yen(CME) |
Mar09 |
090220 |
99.33 |
99.33 |
99.33 |
99.33 |
unch |
205 |
7,578 |
+200 |
Jun09 |
090220 |
99.45 |
99.45 |
99.45 |
99.45 |
+0.01 |
10 |
993 |
+0 |
Sep09 |
090220 |
99.51 |
99.51 |
99.51 |
99.51 |
unch |
0 |
480 |
+0 |
Dec09 |
090220 |
99.51 |
99.51 |
99.51 |
99.51 |
unch |
0 |
175 |
+0 |
Mar10 |
090220 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
|
|
|
Jun10 |
090220 |
99.41 |
99.41 |
99.41 |
99.41 |
unch |
|
|
|
Sep10 |
090220 |
99.35 |
99.35 |
99.35 |
99.35 |
unch |
|
|
|
Dec10 |
090220 |
99.31 |
99.31 |
99.31 |
99.31 |
+0.01 |
|
|
|
Mar11 |
090220 |
99.22 |
99.22 |
99.22 |
99.22 |
+0.01 |
|
|
|
Jun11 |
090220 |
99.16 |
99.16 |
99.16 |
99.16 |
+0.01 |
|
|
|
Total Volume and Open Interest |
215 |
9,226 |
+200 |
3-Mth Euro-Yen(SGX) |
Mar09 |
090220 |
99.32 |
99.32 |
99.32 |
99.32 |
+0.01 |
378 |
17,188 |
+0 |
Jun09 |
090220 |
99.43 |
99.44 |
99.43 |
99.44 |
+0.01 |
215 |
7,470 |
+3 |
Sep09 |
090220 |
99.51 |
99.51 |
99.50 |
99.50 |
+0.00 |
0 |
3,535 |
-100 |
Dec09 |
090220 |
99.51 |
99.51 |
99.50 |
99.50 |
+0.00 |
0 |
1,743 |
+10 |
Mar10 |
090220 |
99.46 |
99.46 |
99.46 |
99.46 |
+0.00 |
0 |
1,352 |
+0 |
Jun10 |
090220 |
99.40 |
99.40 |
99.40 |
99.40 |
+0.00 |
0 |
527 |
+0 |
Sep10 |
090220 |
99.35 |
99.35 |
99.35 |
99.35 |
+0.01 |
0 |
252 |
+0 |
Dec10 |
090220 |
99.30 |
99.30 |
99.30 |
99.30 |
+0.01 |
0 |
152 |
+0 |
Total Volume and Open Interest |
593 |
34,196 |
-87 |
Japanese Gov't Bonds(SGX) |
Mar09 |
090220 |
139.55 |
139.67 |
139.40 |
139.66 |
+0.01 |
1,069 |
11,050 |
+59 |
Jun09 |
090220 |
139.66 |
139.66 |
139.66 |
139.66 |
+0.01 |
0 |
1 |
+0 |
Sep09 |
090220 |
139.66 |
139.66 |
139.66 |
139.66 |
+0.01 |
|
|
|
Total Volume and Open Interest |
1,069 |
11,051 |
+59 |
Euro-Bund(EUREX) |
Mar09 |
090220 |
124.94 |
125.72 |
124.90 |
125.49 |
+0.78 |
808,590 |
818,720 |
+12,861 |
Jun09 |
090220 |
123.75 |
124.44 |
123.68 |
124.24 |
+0.79 |
6,460 |
28,579 |
+2,001 |
Sep09 |
090220 |
123.89 |
123.89 |
123.89 |
123.89 |
-0.17 |
0 |
1 |
+0 |
Total Volume and Open Interest |
815,050 |
847,300 |
+14,862 |
Euro-Bobl(EUREX) |
Mar09 |
090220 |
116.91 |
117.43 |
116.85 |
117.16 |
+0.40 |
486,768 |
707,360 |
-76,344 |
Jun09 |
090220 |
116.35 |
116.71 |
116.35 |
116.60 |
+0.41 |
5,194 |
21,648 |
+1,933 |
Sep09 |
090220 |
116.47 |
116.47 |
116.47 |
116.47 |
+0.40 |
|
|
|
Total Volume and Open Interest |
491,962 |
729,008 |
-74,411 |
3-Mth Euribor(EUREX) |
Mar09 |
090220 |
98.270 |
98.295 |
98.270 |
98.285 |
+0.035 |
634 |
12,701 |
+10 |
Jun09 |
090220 |
98.345 |
98.405 |
98.345 |
98.390 |
+0.050 |
885 |
6,360 |
+286 |
Sep09 |
090220 |
98.310 |
98.370 |
98.310 |
98.360 |
+0.060 |
182 |
3,214 |
-48 |
Total Volume and Open Interest |
1,976 |
32,272 |
+400 |
Long Gilt(LIFFE) |
Mar09 |
090220 |
121~14 |
122~12 |
121~12 |
122~08 |
+0~30 |
105,567 |
330,137 |
-16,011 |
Jun09 |
090220 |
120~08 |
121~06 |
120~08 |
121~04 |
+0~31 |
23,367 |
55,547 |
+19,778 |
Total Volume and Open Interest |
128,934 |
385,684 |
+3,767 |
3-Mth Short Sterling(LIFFE) |
Mar09 |
090220 |
98.11 |
98.12 |
98.07 |
98.08 |
-0.05 |
64,169 |
503,204 |
-15,272 |
Jun09 |
090220 |
98.25 |
98.31 |
98.20 |
98.26 |
+0.01 |
91,225 |
287,558 |
-22,382 |
Sep09 |
090220 |
98.24 |
98.32 |
98.20 |
98.26 |
+0.02 |
99,030 |
275,939 |
-1,416 |
Dec09 |
090220 |
98.04 |
98.17 |
98.04 |
98.11 |
+0.02 |
87,742 |
236,102 |
+4,379 |
Mar10 |
090220 |
97.96 |
98.06 |
97.96 |
98.00 |
unch |
101,590 |
223,794 |
-403 |
Jun10 |
090220 |
97.80 |
97.89 |
97.79 |
97.82 |
-0.02 |
79,774 |
167,560 |
-7,218 |
Total Volume and Open Interest |
588,207 |
1,968,388 |
-48,506 |
3-Mth Euribor(LIFFE) |
Mar09 |
090220 |
98.250 |
98.310 |
98.250 |
98.285 |
+0.035 |
137,012 |
688,418 |
-11,723 |
Jun09 |
090220 |
98.335 |
98.410 |
98.330 |
98.390 |
+0.050 |
164,869 |
661,350 |
+3,961 |
Sep09 |
090220 |
98.285 |
98.390 |
98.280 |
98.355 |
+0.055 |
160,565 |
532,288 |
+1,158 |
Total Volume and Open Interest |
941,634 |
3,408,754 |
-15,452 |
3-Mth Aus T-Bills(SFE) |
Mar09 |
090220 |
97.05 |
97.08 |
96.96 |
97.04 |
-0.02 |
18,771 |
218,072 |
+4,825 |
Jun09 |
090220 |
97.32 |
97.36 |
97.23 |
97.35 |
+0.03 |
16,808 |
244,531 |
+3,312 |
Sep09 |
090220 |
97.38 |
97.42 |
97.29 |
97.42 |
+0.05 |
7,545 |
127,208 |
+1,578 |
Dec09 |
090220 |
97.22 |
97.29 |
97.15 |
97.29 |
+0.06 |
3,131 |
77,930 |
+481 |
Mar10 |
090220 |
96.97 |
97.01 |
96.88 |
97.01 |
+0.03 |
1,946 |
53,556 |
+351 |
Jun10 |
090220 |
96.65 |
96.66 |
96.55 |
96.66 |
+0.01 |
1,904 |
53,831 |
-711 |
Sep10 |
090220 |
96.29 |
96.30 |
96.21 |
96.27 |
-0.01 |
547 |
29,753 |
+177 |
Dec10 |
090220 |
95.95 |
95.97 |
95.87 |
95.92 |
-0.04 |
462 |
16,761 |
+73 |
Mar11 |
090220 |
95.63 |
95.68 |
95.63 |
95.66 |
-0.07 |
213 |
1,001 |
+0 |
Jun11 |
090220 |
95.41 |
95.48 |
95.41 |
95.46 |
-0.07 |
82 |
977 |
+0 |
Total Volume and Open Interest |
51,471 |
824,464 |
+10,118 |
10-Year Aus T-Bonds(SFE) |
Mar09 |
090220 |
95.81 |
95.88 |
95.75 |
95.87 |
+0.06 |
38,156 |
334,095 |
+6,557 |
Jun09 |
090220 |
95.81 |
95.81 |
95.81 |
95.81 |
+0.07 |
|
|
|
Total Volume and Open Interest |
38,156 |
334,095 |
+6,557 |
3-Year Aus T-Bonds(SFE) |
Mar09 |
090220 |
96.90 |
96.92 |
96.82 |
96.91 |
+0.01 |
97,443 |
546,625 |
+35,711 |
Jun09 |
090220 |
96.86 |
96.86 |
96.86 |
96.86 |
+0.04 |
|
|
|
Total Volume and Open Interest |
97,443 |
546,625 |
+35,711 |
Gold(CMX) |
Feb09 |
090220 |
974.0 |
1004.9 |
971.6 |
1001.8 |
+25.7 |
202 |
1,933 |
-374 |
Apr09 |
090220 |
973.2 |
1007.7 |
971.5 |
1002.2 |
+25.7 |
116,161 |
236,384 |
-3,210 |
Jun09 |
090220 |
979.0 |
1009.8 |
973.9 |
1004.5 |
+25.8 |
2,666 |
50,056 |
-375 |
Aug09 |
090220 |
980.0 |
1008.9 |
976.0 |
1006.6 |
+25.8 |
663 |
12,772 |
-178 |
Oct09 |
090220 |
984.0 |
1008.7 |
984.0 |
1008.7 |
+25.9 |
104 |
3,340 |
+4 |
Dec09 |
090220 |
985.0 |
1015.0 |
979.9 |
1010.8 |
+25.9 |
1,375 |
17,687 |
-841 |
Feb10 |
090220 |
1009.8 |
1012.9 |
1004.5 |
1012.9 |
+25.9 |
2,834 |
3,963 |
-2,416 |
Apr10 |
090220 |
1015.0 |
1015.0 |
1015.0 |
1015.0 |
+25.8 |
536 |
1,910 |
+504 |
Jun10 |
090220 |
1017.1 |
1017.1 |
1017.1 |
1017.1 |
+25.7 |
100 |
4,152 |
+49 |
Aug10 |
090220 |
1019.3 |
1019.3 |
1019.3 |
1019.3 |
+25.6 |
0 |
375 |
+0 |
Oct10 |
090220 |
1021.5 |
1021.5 |
1021.5 |
1021.5 |
+25.5 |
|
|
|
Dec10 |
090220 |
1003.0 |
1027.8 |
1001.5 |
1023.7 |
+25.4 |
236 |
8,945 |
-211 |
Total Volume and Open Interest |
126,527 |
358,829 |
-7,286 |
Silver(CMX) |
Mar09 |
090220 |
1398.0 |
1458.0 |
1396.5 |
1449.0 |
+55.5 |
27,616 |
33,974 |
-3,509 |
May09 |
090220 |
1406.0 |
1461.5 |
1402.5 |
1453.0 |
+55.8 |
9,163 |
29,994 |
+2,600 |
Jul09 |
090220 |
1415.0 |
1464.0 |
1415.0 |
1454.9 |
+55.7 |
780 |
11,966 |
+307 |
Sep09 |
090220 |
1425.0 |
1456.0 |
1425.0 |
1456.0 |
+55.6 |
61 |
3,290 |
+0 |
Dec09 |
090220 |
1418.0 |
1463.5 |
1409.5 |
1457.6 |
+55.5 |
1,027 |
10,749 |
+420 |
Mar10 |
090220 |
1452.0 |
1458.8 |
1452.0 |
1458.8 |
+55.5 |
9 |
2,736 |
+6 |
May10 |
090220 |
1460.5 |
1460.5 |
1460.5 |
1460.5 |
+55.4 |
0 |
4 |
+0 |
Total Volume and Open Interest |
39,023 |
99,600 |
-92 |
Platinum(NYMEX) |
Apr09 |
090220 |
1077.5 |
1099.5 |
1064.0 |
1095.7 |
+19.2 |
2,010 |
19,439 |
+12 |
Jul09 |
090220 |
1099.0 |
1102.3 |
1093.5 |
1099.7 |
+19.2 |
22 |
972 |
+15 |
Oct09 |
090220 |
1074.4 |
1105.7 |
1074.4 |
1105.7 |
+19.2 |
4 |
5 |
+4 |
Total Volume and Open Interest |
2,036 |
20,416 |
+31 |
Palladium(NYMEX) |
Mar09 |
090220 |
216.65 |
218.25 |
214.75 |
216.55 |
-0.05 |
808 |
6,592 |
-323 |
Jun09 |
090220 |
217.75 |
219.00 |
216.00 |
217.45 |
-0.30 |
417 |
6,370 |
+236 |
Sep09 |
090220 |
218.80 |
218.80 |
218.80 |
218.80 |
-0.30 |
2 |
11 |
+2 |
Total Volume and Open Interest |
1,227 |
12,973 |
-85 |
Copper(CMX) |
Mar09 |
090220 |
145.55 |
146.95 |
139.50 |
141.60 |
-5.50 |
13,036 |
20,850 |
-4,340 |
May09 |
090220 |
147.50 |
148.30 |
141.35 |
143.30 |
-5.50 |
8,604 |
43,583 |
+1,453 |
Jul09 |
090220 |
145.10 |
148.00 |
142.90 |
144.50 |
-5.45 |
336 |
8,228 |
+127 |
Sep09 |
090220 |
145.75 |
146.20 |
144.00 |
145.55 |
-5.40 |
22 |
2,444 |
+5 |
Dec09 |
090220 |
146.70 |
146.90 |
146.00 |
146.70 |
-5.25 |
46 |
2,647 |
+16 |
Total Volume and Open Interest |
22,923 |
87,807 |
-2,263 |
Aluminum(CMX) |
Feb09 |
090220 |
59.25 |
59.25 |
59.25 |
59.25 |
-2.00 |
|
|
|
Mar09 |
090220 |
59.75 |
59.75 |
59.75 |
59.75 |
-2.00 |
|
|
|
Apr09 |
090220 |
60.25 |
60.25 |
60.25 |
60.25 |
-2.00 |
|
|
|
May09 |
090220 |
60.75 |
60.75 |
60.75 |
60.75 |
-2.00 |
|
|
|
Total Volume and Open Interest |
|
|
|
DJIA Index(CBOT) |
Mar09 |
090220 |
7460 |
7460 |
7231 |
7352 |
-110 |
1,749 |
23,064 |
+663 |
Jun09 |
090220 |
7265 |
7325 |
7225 |
7308 |
-113 |
243 |
269 |
+218 |
Sep09 |
090220 |
7278 |
7391 |
7278 |
7278 |
-113 |
|
|
|
Dec09 |
090220 |
7238 |
7351 |
7238 |
7238 |
-113 |
|
|
|
Total Volume and Open Interest |
1,992 |
23,333 |
+881 |
S & P 500(CME) |
Mar09 |
090220 |
779.10 |
779.60 |
752.70 |
769.50 |
-9.90 |
32,049 |
567,286 |
-1,316 |
Jun09 |
090220 |
763.00 |
773.00 |
750.50 |
766.20 |
-10.00 |
2,487 |
27,271 |
+1,380 |
Sep09 |
090220 |
763.30 |
768.40 |
750.40 |
763.30 |
-10.10 |
0 |
1,115 |
+0 |
Dec09 |
090220 |
760.50 |
765.60 |
747.60 |
760.50 |
-10.10 |
0 |
269 |
+0 |
Total Volume and Open Interest |
34,536 |
595,941 |
+64 |
S & P 500 E-Mini(Globex) |
Mar09 |
090220 |
778.50 |
779.50 |
752.50 |
769.50 |
-10.00 |
2,407,562 |
2,926,649 |
+13,473 |
Jun09 |
090220 |
774.25 |
775.75 |
749.50 |
766.25 |
-10.00 |
11,216 |
105,073 |
+1,517 |
Total Volume and Open Interest |
2,418,808 |
3,032,119 |
+15,008 |
NASDAQ 100(CME) |
Mar09 |
090220 |
1171.00 |
1184.00 |
1150.00 |
1171.80 |
+1.30 |
1,325 |
31,168 |
+178 |
Jun09 |
090220 |
1172.00 |
1172.00 |
1171.50 |
1171.50 |
+1.00 |
2 |
140 |
-1 |
Sep09 |
090220 |
1171.30 |
1171.80 |
1171.30 |
1171.80 |
+1.00 |
|
|
|
Total Volume and Open Interest |
1,327 |
31,308 |
+177 |
NASDAQ 100 E-Mini(Globex) |
Mar09 |
090220 |
1170.50 |
1183.50 |
1150.00 |
1171.80 |
+1.30 |
339,233 |
296,678 |
+3,411 |
Jun09 |
090220 |
1162.00 |
1182.80 |
1151.00 |
1171.50 |
+1.00 |
222 |
3,041 |
+99 |
Total Volume and Open Interest |
339,455 |
299,740 |
+3,510 |
S & P Midcap 400(CME) |
Mar09 |
090220 |
462.00 |
470.00 |
452.50 |
463.70 |
-6.50 |
226 |
4,585 |
-182 |
Jun09 |
090220 |
460.95 |
461.25 |
460.95 |
460.95 |
-6.50 |
|
|
|
Sep09 |
090220 |
465.95 |
466.25 |
465.95 |
465.95 |
-6.50 |
|
|
|
Total Volume and Open Interest |
226 |
4,585 |
-182 |
Russell 2000(CME) |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar09 |
090220 |
7580 |
7670 |
7370 |
7385 |
-180 |
77,728 |
179,136 |
-4,900 |
Jun09 |
090220 |
7455 |
7455 |
7320 |
7320 |
-185 |
6 |
285 |
+18 |
Total Volume and Open Interest |
77,934 |
179,785 |
-4,832 |
Nikkei 225(SGX) |
Mar09 |
090220 |
7580 |
7670 |
7370 |
7385 |
-180 |
77,728 |
179,136 |
-4,900 |
Jun09 |
090220 |
7455 |
7455 |
7320 |
7320 |
-185 |
6 |
285 |
+18 |
Sep09 |
090220 |
7315 |
7315 |
7315 |
7315 |
-180 |
100 |
217 |
+50 |
Total Volume and Open Interest |
77,934 |
179,785 |
-4,832 |
CAC 40(EURONEXT) |
Feb09 |
090220 |
2821.0 |
2829.5 |
2759.0 |
2777.5 |
-95.5 |
152,497 |
198,154 |
-160,057 |
Mar09 |
090220 |
2821.0 |
2831.0 |
2746.0 |
2752.0 |
-122.0 |
69,681 |
326,985 |
+24,699 |
Apr09 |
090220 |
2825.5 |
2825.5 |
2752.0 |
2753.0 |
-123.0 |
56 |
902 |
+55 |
Total Volume and Open Interest |
222,234 |
528,268 |
-135,303 |
Hang Seng Index(HKFE) |
Feb09 |
090220 |
12740 |
12770 |
12550 |
12648 |
-356 |
63,989 |
91,511 |
+4,344 |
Mar09 |
090220 |
12700 |
12705 |
12500 |
12590 |
-364 |
2,878 |
12,420 |
+4,353 |
Total Volume and Open Interest |
66,986 |
105,054 |
+8,776 |
DAX(EUREX) |
Mar09 |
090220 |
4122.5 |
4143.0 |
3973.0 |
4049.5 |
-167.0 |
158,061 |
176,191 |
+1,186 |
Jun09 |
090220 |
4179.0 |
4179.0 |
3991.0 |
4064.0 |
-167.5 |
1,529 |
14,007 |
+583 |
Sep09 |
090220 |
4157.5 |
4158.0 |
4007.0 |
4078.0 |
-169.0 |
1,249 |
1,453 |
+393 |
Total Volume and Open Interest |
160,839 |
191,651 |
+2,162 |
FT-SE 100(EURONEXT) |
Mar09 |
090220 |
3936.50 |
3953.00 |
3820.50 |
3881.50 |
-122.50 |
110,616 |
762,141 |
-2,870 |
Jun09 |
090220 |
3875.00 |
3875.00 |
3796.50 |
3839.50 |
-123.50 |
301 |
7,700 |
+86 |
Sep09 |
090220 |
3810.00 |
3810.00 |
3810.00 |
3810.00 |
-123.50 |
|
|
|
Total Volume and Open Interest |
110,917 |
769,841 |
-2,784 |
SPI 200(SFE) |
Mar09 |
090220 |
3400.0 |
3468.0 |
3346.0 |
3362.0 |
-38.0 |
21,238 |
327,678 |
+2,970 |
Jun09 |
090220 |
3354.0 |
3354.0 |
3353.0 |
3353.0 |
-39.0 |
191 |
3,362 |
+153 |
Sep09 |
090220 |
3305.0 |
3305.0 |
3305.0 |
3305.0 |
-39.0 |
3 |
1,653 |
+0 |
Total Volume and Open Interest |
21,432 |
335,426 |
+3,075 |
GSCI(CME) |
Mar09 |
090220 |
310.80 |
316.60 |
306.00 |
316.00 |
-1.00 |
371 |
13,795 |
-41 |
Apr09 |
090220 |
325.00 |
326.10 |
316.00 |
325.00 |
-1.00 |
0 |
4 |
+0 |
May09 |
090220 |
331.50 |
333.60 |
323.00 |
331.50 |
-2.00 |
|
|
|
Total Volume and Open Interest |
371 |
13,799 |
-41 |
Reuters CCI(ICE) |
Apr09 |
090220 |
352.00 |
352.00 |
351.00 |
351.00 |
-2.00 |
1 |
1,037 |
+1 |
Jun09 |
090220 |
202.50 |
202.50 |
202.50 |
202.50 |
-2.10 |
|
|
|
Aug09 |
090220 |
368.00 |
368.00 |
368.00 |
368.00 |
-2.00 |
0 |
4 |
+0 |
Total Volume and Open Interest |
0 |
43 |
+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. |
|
|