|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu March 05, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Mar09 |
090305 |
876.00 |
876.50 |
853.00 |
862.50 |
-13.00 |
3,110 |
4,105 |
-1,780 |
| May09 |
090305 |
868.25 |
876.00 |
843.00 |
852.00 |
-16.50 |
69,720 |
129,491 |
+1,228 |
| Jul09 |
090305 |
868.00 |
875.00 |
844.00 |
851.25 |
-16.50 |
26,311 |
62,578 |
+225 |
| Aug09 |
090305 |
855.00 |
855.00 |
836.00 |
837.50 |
-14.50 |
892 |
4,195 |
-136 |
| Sep09 |
090305 |
819.75 |
824.25 |
810.75 |
812.00 |
-12.25 |
623 |
6,747 |
+142 |
| Nov09 |
090305 |
810.00 |
817.00 |
799.50 |
799.50 |
-10.75 |
14,657 |
62,922 |
+294 |
| Jan10 |
090305 |
816.00 |
816.00 |
808.25 |
808.25 |
-10.75 |
442 |
2,049 |
+333 |
| Total Volume and Open Interest |
116,069 |
281,701 |
+312 |
| Soybean Meal(CBOT) |
| Mar09 |
090305 |
274.70 |
274.70 |
266.40 |
268.80 |
-5.40 |
1,782 |
5,626 |
-525 |
| May09 |
090305 |
267.30 |
269.00 |
258.50 |
261.30 |
-6.00 |
21,196 |
56,024 |
+167 |
| Jul09 |
090305 |
265.20 |
265.30 |
255.90 |
258.00 |
-6.30 |
8,035 |
19,190 |
-1,094 |
| Aug09 |
090305 |
255.20 |
255.30 |
252.70 |
253.50 |
-5.50 |
575 |
5,427 |
+45 |
| Sep09 |
090305 |
247.50 |
248.50 |
244.80 |
245.30 |
-4.20 |
568 |
6,200 |
+176 |
| Oct09 |
090305 |
238.90 |
239.50 |
236.50 |
236.80 |
-4.00 |
525 |
4,920 |
+82 |
| Dec09 |
090305 |
238.50 |
239.00 |
234.80 |
235.00 |
-3.80 |
4,024 |
15,371 |
+357 |
| Jan10 |
090305 |
238.00 |
239.10 |
236.00 |
236.00 |
-3.80 |
77 |
599 |
-18 |
| Total Volume and Open Interest |
37,243 |
114,426 |
-748 |
| Soybean Oil(CBOT) |
| Mar09 |
090305 |
30.51 |
30.57 |
30.25 |
30.44 |
-0.30 |
6,682 |
4,407 |
-723 |
| May09 |
090305 |
31.10 |
31.50 |
30.50 |
30.71 |
-0.28 |
29,041 |
120,921 |
+2,054 |
| Jul09 |
090305 |
31.44 |
31.79 |
30.85 |
31.03 |
-0.28 |
9,327 |
38,066 |
+827 |
| Aug09 |
090305 |
31.75 |
31.94 |
31.05 |
31.19 |
-0.27 |
625 |
5,924 |
+125 |
| Sep09 |
090305 |
31.19 |
31.56 |
31.19 |
31.34 |
-0.27 |
414 |
7,491 |
+84 |
| Oct09 |
090305 |
31.36 |
31.60 |
31.36 |
31.49 |
-0.28 |
654 |
4,483 |
+292 |
| Dec09 |
090305 |
32.17 |
32.50 |
31.64 |
31.78 |
-0.30 |
2,182 |
21,423 |
+367 |
| Jan10 |
090305 |
32.06 |
32.18 |
32.05 |
32.05 |
-0.30 |
14 |
703 |
-8 |
| Total Volume and Open Interest |
48,955 |
210,829 |
+3,026 |
| Canola(WCE) |
| Mar09 |
090305 |
415.0 |
415.0 |
413.0 |
413.0 |
+0.5 |
0 |
343 |
+0 |
| May09 |
090305 |
408.3 |
412.0 |
405.0 |
410.1 |
+1.9 |
5,802 |
55,490 |
+510 |
| Jul09 |
090305 |
404.2 |
407.8 |
400.0 |
407.1 |
+3.9 |
5,242 |
17,753 |
+1,202 |
| Nov09 |
090305 |
400.0 |
406.6 |
395.8 |
404.8 |
-0.9 |
3,833 |
18,162 |
+1,342 |
| Jan10 |
090305 |
406.1 |
409.9 |
406.1 |
409.3 |
-0.9 |
13 |
407 |
+3 |
| Total Volume and Open Interest |
14,919 |
92,272 |
+3,077 |
| Corn(CBOT) |
| Mar09 |
090305 |
355.00 |
356.50 |
347.00 |
349.25 |
-6.00 |
15,130 |
9,957 |
-1,789 |
| May09 |
090305 |
363.25 |
364.75 |
355.50 |
358.50 |
-5.00 |
122,179 |
295,328 |
+5,979 |
| Jul09 |
090305 |
372.75 |
374.00 |
365.25 |
367.75 |
-5.00 |
56,292 |
179,812 |
+5,978 |
| Sep09 |
090305 |
381.00 |
383.25 |
374.00 |
376.25 |
-5.50 |
9,944 |
46,325 |
+1,855 |
| Dec09 |
090305 |
394.00 |
395.00 |
386.00 |
387.75 |
-6.00 |
18,678 |
171,001 |
+793 |
| Mar10 |
090305 |
406.00 |
406.75 |
398.50 |
399.25 |
-6.25 |
1,446 |
16,394 |
-62 |
| Total Volume and Open Interest |
225,334 |
760,795 |
+13,256 |
| Wheat(CBOT) |
| Mar09 |
090305 |
515.00 |
516.25 |
503.00 |
504.00 |
-7.75 |
3,932 |
3,423 |
-1,677 |
| May09 |
090305 |
524.00 |
528.00 |
511.75 |
515.00 |
-8.00 |
32,974 |
121,130 |
-898 |
| Jul09 |
090305 |
536.00 |
539.50 |
523.50 |
527.00 |
-8.00 |
9,953 |
85,864 |
+1,772 |
| Sep09 |
090305 |
559.75 |
560.00 |
548.00 |
551.25 |
-8.00 |
1,384 |
23,453 |
+179 |
| Dec09 |
090305 |
582.75 |
584.75 |
569.00 |
572.00 |
-8.25 |
4,343 |
37,904 |
+1,081 |
| Total Volume and Open Interest |
53,262 |
282,178 |
+587 |
| Wheat(KCBT) |
| Mar09 |
090305 |
558.00 |
558.00 |
554.00 |
555.00 |
-5.50 |
76 |
426 |
-1 |
| May09 |
090305 |
566.50 |
570.00 |
556.00 |
560.00 |
-7.00 |
6,867 |
28,104 |
-181 |
| Jul09 |
090305 |
574.00 |
576.25 |
562.50 |
567.00 |
-6.25 |
3,226 |
25,959 |
-470 |
| Sep09 |
090305 |
575.00 |
583.25 |
572.75 |
576.75 |
-6.50 |
428 |
5,552 |
-6 |
| Dec09 |
090305 |
597.25 |
600.25 |
586.75 |
590.75 |
-6.50 |
1,677 |
15,281 |
+389 |
| Total Volume and Open Interest |
12,430 |
77,347 |
-259 |
| Wheat(MGE) |
| Mar09 |
090305 |
624.75 |
624.75 |
618.00 |
620.00 |
-2.75 |
25 |
58 |
-2 |
| May09 |
090305 |
606.25 |
614.00 |
599.00 |
600.50 |
-5.50 |
1,662 |
11,040 |
-267 |
| Jul09 |
090305 |
598.00 |
602.25 |
592.00 |
593.75 |
-5.00 |
535 |
6,515 |
+59 |
| Sep09 |
090305 |
598.50 |
604.50 |
595.50 |
597.75 |
-4.75 |
241 |
4,104 |
-22 |
| Dec09 |
090305 |
609.25 |
614.25 |
607.50 |
610.25 |
-6.00 |
302 |
3,185 |
+102 |
| Total Volume and Open Interest |
2,898 |
25,447 |
-28 |
| Oats(CBOT) |
| Mar09 |
090305 |
179.25 |
180.50 |
175.75 |
175.75 |
-3.00 |
11 |
124 |
-38 |
| May09 |
090305 |
189.00 |
189.00 |
182.75 |
184.50 |
-3.25 |
647 |
7,691 |
-103 |
| Jul09 |
090305 |
198.25 |
198.25 |
193.25 |
193.50 |
-3.00 |
60 |
3,513 |
+18 |
| Sep09 |
090305 |
203.00 |
205.75 |
202.50 |
202.50 |
-3.25 |
0 |
20 |
+0 |
| Total Volume and Open Interest |
758 |
14,876 |
-95 |
| Rough Rice(CBOT) |
| Mar09 |
090305 |
12.02 |
12.13 |
11.82 |
11.94 |
-0.19 |
63 |
117 |
+52 |
| May09 |
090305 |
12.36 |
12.36 |
12.01 |
12.15 |
-0.21 |
403 |
4,077 |
+174 |
| Jul09 |
090305 |
12.54 |
12.55 |
12.27 |
12.35 |
-0.19 |
14 |
344 |
-3 |
| Sep09 |
090305 |
11.78 |
11.78 |
11.70 |
11.70 |
-0.09 |
31 |
1,010 |
+12 |
| Total Volume and Open Interest |
549 |
6,673 |
+253 |
| Live Cattle(CME) |
| Apr09 |
090305 |
84.850 |
85.000 |
83.580 |
83.900 |
-0.750 |
14,945 |
91,232 |
+232 |
| Jun09 |
090305 |
83.200 |
83.350 |
81.900 |
82.350 |
-0.700 |
8,073 |
56,506 |
+1,088 |
| Aug09 |
090305 |
84.180 |
84.180 |
82.850 |
83.330 |
-0.650 |
5,500 |
32,732 |
+944 |
| Oct09 |
090305 |
87.480 |
87.700 |
86.385 |
86.950 |
-0.750 |
2,408 |
15,171 |
+690 |
| Dec09 |
090305 |
89.250 |
89.250 |
88.230 |
88.900 |
-0.600 |
752 |
8,002 |
+348 |
| Feb10 |
090305 |
89.950 |
90.100 |
89.500 |
89.930 |
-0.570 |
259 |
2,439 |
+147 |
| Total Volume and Open Interest |
31,940 |
206,281 |
+3,449 |
| Feeder Cattle(CME) |
| Mar09 |
090305 |
93.000 |
93.035 |
91.850 |
92.200 |
-0.835 |
467 |
3,973 |
-30 |
| Apr09 |
090305 |
93.850 |
94.285 |
92.300 |
92.830 |
-1.020 |
1,484 |
8,288 |
-64 |
| May09 |
090305 |
95.250 |
95.430 |
93.580 |
93.885 |
-1.015 |
1,090 |
5,505 |
+88 |
| Aug09 |
090305 |
98.350 |
98.350 |
96.850 |
96.950 |
-1.250 |
575 |
3,584 |
+179 |
| Sep09 |
090305 |
97.300 |
97.500 |
97.100 |
97.500 |
-0.950 |
47 |
677 |
+33 |
| Oct09 |
090305 |
98.000 |
98.000 |
97.100 |
97.700 |
-0.600 |
27 |
313 |
+11 |
| Nov09 |
090305 |
97.500 |
98.000 |
97.000 |
97.400 |
-1.000 |
0 |
63 |
+0 |
| Total Volume and Open Interest |
3,695 |
22,411 |
+219 |
| Lean Hogs(CME) |
| Apr09 |
090305 |
62.080 |
62.650 |
61.600 |
62.430 |
+0.100 |
15,816 |
55,725 |
-1,740 |
| May09 |
090305 |
71.135 |
72.250 |
71.000 |
72.200 |
+0.565 |
202 |
2,993 |
+9 |
| Jun09 |
090305 |
72.535 |
73.400 |
72.285 |
73.180 |
+0.430 |
9,232 |
31,148 |
-417 |
| Jul09 |
090305 |
74.050 |
74.700 |
73.900 |
74.600 |
-0.050 |
1,732 |
11,613 |
+362 |
| Aug09 |
090305 |
74.135 |
74.600 |
73.750 |
74.550 |
-0.030 |
2,511 |
9,065 |
+714 |
| Oct09 |
090305 |
67.400 |
67.650 |
66.900 |
67.580 |
-0.145 |
287 |
4,801 |
+112 |
| Dec09 |
090305 |
65.500 |
66.100 |
65.450 |
66.000 |
+0.100 |
420 |
2,279 |
+195 |
| Feb10 |
090305 |
68.500 |
69.050 |
68.500 |
69.000 |
-0.100 |
128 |
428 |
+98 |
| Total Volume and Open Interest |
30,361 |
118,264 |
-637 |
| Pork Bellies(CME) |
| Mar09 |
090305 |
81.350 |
82.000 |
80.300 |
82.000 |
+2.500 |
152 |
103 |
-52 |
| May09 |
090305 |
81.980 |
82.900 |
81.250 |
82.900 |
+1.350 |
315 |
871 |
-2 |
| Jul09 |
090305 |
80.500 |
80.500 |
79.750 |
79.750 |
+0.750 |
2 |
260 |
+2 |
| Aug09 |
090305 |
78.500 |
78.500 |
77.600 |
77.600 |
+0.100 |
0 |
61 |
+0 |
| Feb10 |
090305 |
86.885 |
86.885 |
86.885 |
86.885 |
+0.385 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
469 |
1,305 |
-52 |
| Class III Milk(CME) |
| Mar09 |
090305 |
10.20 |
10.26 |
10.20 |
10.21 |
+0.01 |
42 |
4,839 |
-84 |
| Apr09 |
090305 |
10.44 |
10.50 |
10.35 |
10.47 |
+0.12 |
216 |
4,354 |
+15 |
| May09 |
090305 |
10.84 |
10.92 |
10.75 |
10.85 |
+0.10 |
40 |
4,260 |
+2 |
| Jun09 |
090305 |
11.40 |
11.57 |
11.40 |
11.44 |
+0.09 |
45 |
3,743 |
+7 |
| Jul09 |
090305 |
12.57 |
12.70 |
12.50 |
12.62 |
+0.12 |
80 |
2,787 |
-27 |
| Total Volume and Open Interest |
591 |
33,088 |
-120 |
| Cocoa(ICE) |
| Mar09 |
090305 |
2346 |
2346 |
2275 |
2316 |
-29 |
4 |
41 |
-8 |
| May09 |
090305 |
2320 |
2338 |
2251 |
2265 |
-73 |
6,605 |
54,480 |
-748 |
| Jul09 |
090305 |
2308 |
2321 |
2246 |
2258 |
-71 |
808 |
25,201 |
+238 |
| Sep09 |
090305 |
2312 |
2313 |
2245 |
2257 |
-71 |
286 |
12,225 |
-16 |
| Dec09 |
090305 |
2306 |
2307 |
2240 |
2252 |
-65 |
391 |
13,400 |
+138 |
| Mar10 |
090305 |
2250 |
2260 |
2235 |
2247 |
-66 |
33 |
7,928 |
+18 |
| May10 |
090305 |
2260 |
2260 |
2248 |
2248 |
-66 |
0 |
1,900 |
+0 |
| Total Volume and Open Interest |
8,129 |
116,023 |
-376 |
| Coffee "C"(ICE) |
| Mar09 |
090305 |
106.10 |
106.55 |
105.00 |
106.55 |
+0.25 |
11 |
92 |
+0 |
| May09 |
090305 |
108.75 |
108.90 |
106.85 |
108.70 |
unch |
8,987 |
71,987 |
-20 |
| Jul09 |
090305 |
111.15 |
111.15 |
109.10 |
110.90 |
unch |
1,436 |
24,550 |
-116 |
| Sep09 |
090305 |
113.40 |
113.40 |
111.60 |
113.25 |
+0.10 |
835 |
12,143 |
+187 |
| Dec09 |
090305 |
116.45 |
116.45 |
114.60 |
116.25 |
+0.05 |
405 |
10,016 |
-78 |
| Mar10 |
090305 |
118.90 |
119.00 |
117.55 |
119.00 |
+0.05 |
121 |
6,849 |
-18 |
| Total Volume and Open Interest |
11,892 |
127,470 |
-40 |
| Orange Juice(ICE) |
| Mar09 |
090305 |
69.50 |
73.50 |
68.90 |
73.50 |
+4.05 |
79 |
459 |
-31 |
| May09 |
090305 |
69.15 |
76.30 |
68.50 |
72.60 |
+4.15 |
695 |
19,604 |
+46 |
| Jul09 |
090305 |
71.40 |
77.55 |
71.40 |
74.65 |
+3.50 |
97 |
3,171 |
+43 |
| Sep09 |
090305 |
77.00 |
77.50 |
77.00 |
77.25 |
+3.15 |
5 |
2,587 |
+3 |
| Nov09 |
090305 |
78.00 |
82.75 |
78.00 |
80.20 |
+2.85 |
13 |
376 |
+11 |
| Jan10 |
090305 |
80.95 |
83.00 |
80.95 |
83.00 |
+3.60 |
0 |
104 |
+0 |
| Total Volume and Open Interest |
889 |
26,530 |
+72 |
| Sugar #11(ICE) |
| May09 |
090305 |
13.20 |
13.24 |
12.67 |
12.83 |
-0.43 |
52,058 |
238,362 |
+607 |
| Jul09 |
090305 |
13.59 |
13.59 |
12.97 |
13.14 |
-0.35 |
17,781 |
138,320 |
-1,474 |
| Oct09 |
090305 |
13.84 |
13.84 |
13.42 |
13.60 |
-0.28 |
9,352 |
90,393 |
-684 |
| Mar10 |
090305 |
14.53 |
14.53 |
14.12 |
14.32 |
-0.21 |
3,697 |
57,990 |
+665 |
| May10 |
090305 |
13.88 |
13.96 |
13.76 |
13.94 |
-0.22 |
839 |
16,872 |
+42 |
| Total Volume and Open Interest |
86,977 |
609,566 |
-202 |
| London Cocoa(LCE) |
| Mar09 |
090305 |
1827 |
1845 |
1821 |
1823 |
-23 |
1,663 |
28,850 |
-829 |
| May09 |
090305 |
1790 |
1801 |
1752 |
1756 |
-41 |
5,284 |
70,991 |
+144 |
| Jul09 |
090305 |
1745 |
1745 |
1704 |
1706 |
-43 |
1,350 |
45,948 |
+476 |
| Sep09 |
090305 |
1713 |
1713 |
1679 |
1680 |
-44 |
371 |
17,756 |
-152 |
| Dec09 |
090305 |
1675 |
1678 |
1645 |
1645 |
-44 |
217 |
18,215 |
-48 |
| Mar10 |
090305 |
1621 |
1621 |
1621 |
1621 |
-38 |
59 |
8,810 |
+39 |
| May10 |
090305 |
1621 |
1621 |
1621 |
1621 |
-38 |
0 |
309 |
+0 |
| Total Volume and Open Interest |
8,944 |
191,201 |
-370 |
| London Sugar(LCE) |
| May09 |
090305 |
387.10 |
389.00 |
379.20 |
381.50 |
-9.20 |
3,123 |
29,489 |
+256 |
| Aug09 |
090305 |
383.50 |
384.80 |
377.10 |
379.10 |
-8.40 |
585 |
18,313 |
+224 |
| Oct09 |
090305 |
382.90 |
382.90 |
375.30 |
377.00 |
-9.50 |
185 |
8,838 |
+1 |
| Dec09 |
090305 |
384.20 |
384.20 |
380.00 |
380.70 |
-8.70 |
116 |
1,849 |
+52 |
| Mar10 |
090305 |
387.30 |
387.30 |
384.70 |
384.70 |
-8.40 |
8 |
1,382 |
-5 |
| Total Volume and Open Interest |
4,047 |
60,951 |
+538 |
| Cotton(ICE) |
| Mar09 |
090305 |
41.36 |
41.36 |
40.19 |
40.19 |
-0.57 |
0 |
58 |
-19 |
| May09 |
090305 |
42.15 |
42.59 |
41.17 |
41.38 |
-0.58 |
7,877 |
60,408 |
-559 |
| Jul09 |
090305 |
43.77 |
43.77 |
42.47 |
42.54 |
-0.69 |
1,356 |
27,595 |
+185 |
| Oct09 |
090305 |
45.30 |
45.30 |
45.19 |
45.19 |
-0.69 |
145 |
493 |
+75 |
| Dec09 |
090305 |
47.96 |
48.01 |
46.85 |
46.88 |
-0.70 |
753 |
22,074 |
+233 |
| Mar10 |
090305 |
50.60 |
50.60 |
49.93 |
49.93 |
-0.80 |
119 |
2,829 |
+25 |
| Total Volume and Open Interest |
10,302 |
116,028 |
-54 |
| Lumber(CME) |
| Mar09 |
090305 |
156.5 |
156.5 |
149.0 |
150.0 |
-7.8 |
635 |
1,005 |
-333 |
| May09 |
090305 |
161.7 |
161.7 |
157.7 |
160.0 |
-2.3 |
975 |
4,272 |
-182 |
| Jul09 |
090305 |
173.1 |
173.1 |
168.0 |
169.8 |
-3.5 |
118 |
1,387 |
-43 |
| Sep09 |
090305 |
181.6 |
181.6 |
178.0 |
180.4 |
-2.6 |
47 |
396 |
-57 |
| Total Volume and Open Interest |
1,782 |
7,138 |
-617 |
| Crude Oil(NYM) |
| Apr09 |
090305 |
45.42 |
45.70 |
42.86 |
43.61 |
-1.77 |
319,761 |
268,116 |
-5,600 |
| May09 |
090305 |
47.20 |
47.37 |
44.89 |
45.66 |
-1.54 |
134,388 |
184,019 |
+12,409 |
| Jun09 |
090305 |
48.09 |
48.20 |
46.00 |
46.77 |
-1.32 |
65,800 |
155,940 |
+2,835 |
| Jul09 |
090305 |
48.87 |
48.96 |
46.95 |
47.70 |
-1.23 |
21,047 |
71,433 |
+2,228 |
| Aug09 |
090305 |
49.58 |
49.58 |
48.00 |
48.51 |
-1.18 |
11,127 |
24,450 |
-358 |
| Sep09 |
090305 |
50.25 |
50.25 |
48.59 |
49.28 |
-1.12 |
10,235 |
28,901 |
+1,460 |
| Oct09 |
090305 |
50.32 |
50.33 |
49.53 |
49.90 |
-1.06 |
4,765 |
24,632 |
+328 |
| Nov09 |
090305 |
50.47 |
50.75 |
50.06 |
50.41 |
-1.02 |
4,138 |
19,151 |
-91 |
| Dec09 |
090305 |
51.70 |
51.76 |
50.26 |
50.92 |
-0.97 |
29,218 |
88,910 |
+2,095 |
| Jan10 |
090305 |
51.67 |
51.67 |
50.98 |
51.37 |
-0.94 |
3,154 |
20,838 |
+664 |
| Feb10 |
090305 |
52.22 |
52.22 |
51.38 |
51.82 |
-0.91 |
1,240 |
10,389 |
-33 |
| Mar10 |
090305 |
52.62 |
52.62 |
51.82 |
52.27 |
-0.88 |
1,383 |
12,712 |
-138 |
| Apr10 |
090305 |
52.60 |
52.72 |
52.50 |
52.72 |
-0.84 |
868 |
5,542 |
-67 |
| May10 |
090305 |
52.96 |
53.17 |
52.95 |
53.17 |
-0.80 |
1,029 |
3,699 |
+48 |
| Jun10 |
090305 |
53.62 |
53.62 |
53.62 |
53.62 |
-0.76 |
5,715 |
24,185 |
+1,734 |
| Jul10 |
090305 |
54.06 |
54.06 |
54.06 |
54.06 |
-0.73 |
723 |
6,785 |
+4 |
| Total Volume and Open Interest |
634,640 |
1,212,891 |
+21,167 |
| e-miNY Crude Oil(NYM) |
| Mar09 |
090219 |
34.750 |
39.800 |
34.425 |
39.475 |
+4.850 |
2,309 |
7,304 |
-290 |
| Apr09 |
090305 |
45.400 |
45.675 |
42.875 |
43.600 |
-1.775 |
18,419 |
5,948 |
+240 |
| May09 |
090305 |
47.200 |
47.350 |
44.925 |
45.650 |
-1.550 |
898 |
1,407 |
+68 |
| Jun09 |
090305 |
47.575 |
47.750 |
46.500 |
46.775 |
-1.325 |
110 |
290 |
-17 |
| Jul09 |
090305 |
48.100 |
48.150 |
47.700 |
47.700 |
-1.225 |
2 |
34 |
+2 |
| Aug09 |
090305 |
48.500 |
48.500 |
48.500 |
48.500 |
-1.200 |
0 |
16 |
+0 |
| Sep09 |
090305 |
50.150 |
50.150 |
49.275 |
49.275 |
-1.125 |
1 |
13 |
+0 |
| Oct09 |
090305 |
49.900 |
49.900 |
49.900 |
49.900 |
-1.050 |
0 |
2 |
+0 |
| Nov09 |
090305 |
50.400 |
50.400 |
50.400 |
50.400 |
-1.025 |
0 |
2 |
+0 |
| Dec09 |
090305 |
50.925 |
50.925 |
50.925 |
50.925 |
-0.975 |
0 |
25 |
+0 |
| Total Volume and Open Interest |
19,430 |
7,793 |
+293 |
| Heating Oil(NYM) |
| Apr09 |
090305 |
122.09 |
122.09 |
113.50 |
115.98 |
-5.47 |
40,327 |
55,033 |
-3,715 |
| May09 |
090305 |
122.23 |
122.23 |
115.17 |
117.63 |
-5.12 |
15,763 |
40,488 |
+837 |
| Jun09 |
090305 |
121.32 |
124.37 |
117.70 |
120.08 |
-4.97 |
13,271 |
37,417 |
+295 |
| Jul09 |
090305 |
125.60 |
127.74 |
121.49 |
123.48 |
-4.82 |
5,720 |
18,848 |
+1,181 |
| Aug09 |
090305 |
130.10 |
130.10 |
125.74 |
126.63 |
-4.82 |
2,189 |
10,851 |
+476 |
| Sep09 |
090305 |
133.17 |
133.50 |
128.30 |
129.73 |
-4.87 |
1,872 |
11,470 |
+341 |
| Oct09 |
090305 |
136.00 |
136.50 |
131.65 |
132.58 |
-4.92 |
1,800 |
7,244 |
+300 |
| Nov09 |
090305 |
136.25 |
137.52 |
133.72 |
135.43 |
-4.77 |
1,339 |
7,883 |
+246 |
| Dec09 |
090305 |
141.69 |
142.31 |
136.47 |
138.28 |
-4.67 |
5,688 |
21,383 |
+1,410 |
| Jan10 |
090305 |
145.04 |
145.04 |
139.27 |
140.93 |
-4.62 |
1,234 |
6,195 |
-156 |
| Feb10 |
090305 |
146.72 |
146.72 |
141.31 |
142.48 |
-4.62 |
231 |
5,129 |
-50 |
| Mar10 |
090305 |
146.82 |
146.82 |
141.15 |
142.73 |
-4.62 |
565 |
2,879 |
+23 |
| Total Volume and Open Interest |
93,386 |
257,550 |
+1,596 |
| Gasoline(NYMEX) |
| Apr09 |
090305 |
138.20 |
138.30 |
128.71 |
131.27 |
-6.89 |
46,044 |
59,633 |
-2,729 |
| May09 |
090305 |
137.55 |
137.55 |
129.48 |
131.87 |
-6.39 |
22,806 |
36,550 |
+4,500 |
| Jun09 |
090305 |
136.82 |
137.70 |
129.43 |
131.77 |
-5.89 |
11,266 |
24,437 |
+99 |
| Jul09 |
090305 |
131.98 |
134.52 |
130.84 |
131.52 |
-5.54 |
5,497 |
14,799 |
+433 |
| Aug09 |
090305 |
133.00 |
133.90 |
131.27 |
131.27 |
-5.14 |
4,440 |
10,663 |
+441 |
| Sep09 |
090305 |
133.12 |
134.26 |
130.48 |
130.92 |
-4.89 |
4,534 |
10,385 |
+879 |
| Oct09 |
090305 |
123.33 |
123.97 |
121.28 |
121.77 |
-4.49 |
1,540 |
8,456 |
+316 |
| Nov09 |
090305 |
124.63 |
124.63 |
121.40 |
122.32 |
-4.39 |
717 |
1,950 |
+45 |
| Dec09 |
090305 |
125.41 |
125.41 |
121.76 |
123.87 |
-4.39 |
520 |
8,058 |
+186 |
| Jan10 |
090305 |
126.60 |
126.60 |
126.12 |
126.12 |
-4.39 |
5 |
1,086 |
+1 |
| Total Volume and Open Interest |
97,473 |
184,989 |
+4,236 |
| e-miNY RBOB Gasoline(NYM) |
| Apr09 |
090305 |
131.27 |
131.27 |
131.27 |
131.27 |
-6.89 |
0 |
1 |
+0 |
| May09 |
090305 |
131.87 |
131.87 |
131.87 |
131.87 |
-6.39 |
|
|
|
| Jun09 |
090305 |
131.77 |
131.77 |
131.77 |
131.77 |
-5.89 |
|
|
|
| Jul09 |
090305 |
131.52 |
131.52 |
131.52 |
131.52 |
-5.54 |
|
|
|
| Total Volume and Open Interest |
0 |
3 |
+0 |
| Natural Gas(NYM) |
| Apr09 |
090305 |
4.339 |
4.380 |
4.060 |
4.088 |
-0.252 |
82,236 |
111,004 |
-19,103 |
| May09 |
090305 |
4.421 |
4.461 |
4.149 |
4.176 |
-0.243 |
21,381 |
78,738 |
+3,907 |
| Jun09 |
090305 |
4.551 |
4.586 |
4.280 |
4.306 |
-0.236 |
7,709 |
47,129 |
-494 |
| Jul09 |
090305 |
4.687 |
4.690 |
4.428 |
4.449 |
-0.225 |
5,093 |
36,851 |
+135 |
| Aug09 |
090305 |
4.745 |
4.762 |
4.518 |
4.533 |
-0.221 |
3,160 |
28,029 |
+540 |
| Sep09 |
090305 |
4.723 |
4.805 |
4.550 |
4.572 |
-0.220 |
2,328 |
23,709 |
+135 |
| Oct09 |
090305 |
4.881 |
4.915 |
4.652 |
4.677 |
-0.215 |
10,677 |
40,211 |
+508 |
| Nov09 |
090305 |
5.350 |
5.360 |
5.135 |
5.152 |
-0.205 |
1,386 |
18,998 |
-304 |
| Dec09 |
090305 |
5.890 |
5.903 |
5.625 |
5.652 |
-0.205 |
4,626 |
32,059 |
-1,054 |
| Jan10 |
090305 |
6.180 |
6.180 |
5.901 |
5.922 |
-0.207 |
5,311 |
25,263 |
+755 |
| Feb10 |
090305 |
6.090 |
6.130 |
5.920 |
5.937 |
-0.197 |
154 |
10,702 |
-37 |
| Mar10 |
090305 |
5.950 |
6.012 |
5.795 |
5.812 |
-0.197 |
1,595 |
22,835 |
+57 |
| Apr10 |
090305 |
5.685 |
5.685 |
5.517 |
5.517 |
-0.180 |
1,451 |
20,266 |
+5 |
| May10 |
090305 |
5.650 |
5.651 |
5.545 |
5.545 |
-0.177 |
264 |
10,548 |
-23 |
| Jun10 |
090305 |
5.810 |
5.810 |
5.635 |
5.635 |
-0.176 |
74 |
7,066 |
-46 |
| Jul10 |
090305 |
5.860 |
5.860 |
5.747 |
5.747 |
-0.175 |
10 |
5,477 |
-3 |
| Total Volume and Open Interest |
148,227 |
662,181 |
-15,009 |
| Brent Crude Oil(ICE) |
| Apr09 |
090305 |
46.28 |
46.42 |
42.85 |
43.64 |
-2.48 |
109,564 |
123,443 |
-5,949 |
| May09 |
090305 |
47.17 |
47.28 |
43.99 |
44.78 |
-2.21 |
78,183 |
158,147 |
+2,932 |
| Jun09 |
090305 |
48.11 |
48.21 |
45.28 |
45.98 |
-1.94 |
49,574 |
78,864 |
+1,263 |
| Jul09 |
090305 |
48.35 |
48.35 |
46.29 |
46.91 |
-1.74 |
14,893 |
31,190 |
+1,835 |
| Aug09 |
090305 |
48.97 |
49.06 |
47.01 |
47.63 |
-1.60 |
7,536 |
17,862 |
-509 |
| Sep09 |
090305 |
49.11 |
49.63 |
47.63 |
48.26 |
-1.48 |
5,978 |
18,572 |
+482 |
| Oct09 |
090305 |
49.53 |
50.06 |
48.24 |
48.88 |
-1.37 |
4,910 |
13,004 |
+402 |
| Nov09 |
090305 |
49.95 |
50.59 |
48.80 |
49.43 |
-1.24 |
6,397 |
12,652 |
-946 |
| Dec09 |
090305 |
51.25 |
51.27 |
49.26 |
49.97 |
-1.12 |
22,490 |
72,525 |
+1,261 |
| Jan10 |
090305 |
50.48 |
50.48 |
50.48 |
50.48 |
-1.04 |
5,083 |
12,384 |
+2,090 |
| Feb10 |
090305 |
51.01 |
51.01 |
51.01 |
51.01 |
-0.95 |
2,698 |
6,969 |
-290 |
| Mar10 |
090305 |
51.53 |
51.53 |
51.53 |
51.53 |
-0.89 |
1,122 |
5,517 |
+237 |
| Apr10 |
090305 |
52.03 |
52.03 |
52.03 |
52.03 |
-0.85 |
424 |
2,804 |
-1 |
| May10 |
090305 |
52.48 |
52.48 |
52.48 |
52.48 |
-0.84 |
284 |
2,464 |
+60 |
| Total Volume and Open Interest |
318,098 |
669,682 |
+2,616 |
| Gas Oil(ICE) |
| Mar09 |
090305 |
376.50 |
376.75 |
355.00 |
366.00 |
-16.25 |
40,051 |
40,360 |
-7,847 |
| Apr09 |
090305 |
384.50 |
386.75 |
362.75 |
374.25 |
-15.75 |
62,601 |
76,869 |
+77 |
| May09 |
090305 |
395.50 |
395.50 |
373.00 |
384.75 |
-15.00 |
23,992 |
48,427 |
+3,518 |
| Jun09 |
090305 |
407.00 |
407.00 |
384.25 |
395.50 |
-14.25 |
16,968 |
45,547 |
+332 |
| Jul09 |
090305 |
418.00 |
418.00 |
396.25 |
406.50 |
-13.75 |
6,131 |
20,620 |
+443 |
| Aug09 |
090305 |
422.00 |
425.75 |
408.25 |
417.50 |
-13.00 |
4,085 |
22,305 |
+522 |
| Sep09 |
090305 |
432.25 |
436.50 |
418.75 |
428.00 |
-12.50 |
5,505 |
22,549 |
+808 |
| Oct09 |
090305 |
445.00 |
445.75 |
428.00 |
437.25 |
-12.25 |
4,707 |
14,428 |
+734 |
| Nov09 |
090305 |
448.00 |
451.50 |
435.00 |
444.00 |
-11.25 |
3,226 |
11,258 |
+211 |
| Dec09 |
090305 |
459.50 |
459.50 |
440.50 |
450.25 |
-10.50 |
9,094 |
51,428 |
+1,229 |
| Total Volume and Open Interest |
179,595 |
444,844 |
+635 |
| Ethanol(CBOT) |
| Mar09 |
090304 |
1.500 |
1.549 |
1.500 |
1.549 |
+0.057 |
10 |
19 |
-6 |
| Apr09 |
090305 |
1.505 |
1.514 |
1.500 |
1.510 |
-0.022 |
50 |
532 |
-20 |
| May09 |
090305 |
1.525 |
1.525 |
1.500 |
1.515 |
-0.025 |
25 |
340 |
+20 |
| Jun09 |
090305 |
1.515 |
1.533 |
1.515 |
1.530 |
-0.020 |
8 |
198 |
-1 |
| Jul09 |
090305 |
1.535 |
1.540 |
1.535 |
1.538 |
-0.022 |
12 |
181 |
+12 |
| Aug09 |
090305 |
1.550 |
1.550 |
1.540 |
1.542 |
-0.018 |
5 |
195 |
+0 |
| Sep09 |
090305 |
1.545 |
1.565 |
1.540 |
1.540 |
-0.023 |
26 |
261 |
+10 |
| Oct09 |
090305 |
1.580 |
1.580 |
1.550 |
1.566 |
-0.012 |
7 |
222 |
+7 |
| Total Volume and Open Interest |
190 |
3,269 |
+56 |
| US Dollar Index(ICE) |
| Mar09 |
090305 |
88.820 |
89.600 |
88.770 |
89.200 |
+0.500 |
5,320 |
19,674 |
-307 |
| Jun09 |
090305 |
89.265 |
90.180 |
89.265 |
89.780 |
+0.500 |
414 |
4,402 |
+214 |
| Sep09 |
090305 |
90.170 |
90.170 |
90.170 |
90.170 |
+0.530 |
0 |
17 |
+0 |
| Total Volume and Open Interest |
5,734 |
24,093 |
-93 |
| Australian Dollar(CME) |
| Mar09 |
090305 |
64.75 |
64.81 |
63.52 |
63.62 |
-1.57 |
44,509 |
41,833 |
-388 |
| Jun09 |
090305 |
64.45 |
64.85 |
63.19 |
63.29 |
-1.56 |
5,433 |
11,502 |
+4,732 |
| Sep09 |
090305 |
63.06 |
64.61 |
63.06 |
63.06 |
-1.55 |
0 |
154 |
+0 |
| Total Volume and Open Interest |
49,942 |
53,524 |
+4,344 |
| British Pound(CME) |
| Mar09 |
090305 |
141.85 |
142.34 |
140.36 |
141.11 |
-0.45 |
62,619 |
78,822 |
-572 |
| Jun09 |
090305 |
141.83 |
142.35 |
140.38 |
141.11 |
-0.49 |
2,613 |
15,327 |
+690 |
| Sep09 |
090305 |
141.17 |
141.98 |
140.79 |
141.17 |
-0.49 |
0 |
112 |
+0 |
| Total Volume and Open Interest |
65,232 |
94,284 |
+118 |
| Canadian Dollar(CME) |
| Mar09 |
090305 |
78.49 |
78.55 |
77.43 |
77.50 |
-1.01 |
45,866 |
70,797 |
-2,436 |
| Jun09 |
090305 |
78.49 |
78.60 |
77.53 |
77.61 |
-0.99 |
6,119 |
10,572 |
+2,897 |
| Sep09 |
090305 |
78.26 |
78.79 |
77.80 |
77.83 |
-0.96 |
18 |
1,600 |
-4 |
| Dec09 |
090305 |
78.25 |
78.30 |
77.87 |
78.00 |
-0.94 |
17 |
911 |
-3 |
| Total Volume and Open Interest |
52,046 |
84,254 |
+472 |
| Japanese Yen(CME) |
| Mar09 |
090305 |
100.91 |
102.36 |
100.32 |
101.77 |
+0.95 |
68,145 |
102,087 |
+464 |
| Jun09 |
090305 |
101.01 |
102.56 |
100.54 |
101.98 |
+0.96 |
1,107 |
8,844 |
+336 |
| Sep09 |
090305 |
102.54 |
102.54 |
101.22 |
102.29 |
+0.97 |
7 |
46 |
-1 |
| Total Volume and Open Interest |
69,259 |
111,005 |
+799 |
| Swiss Franc(CME) |
| Mar09 |
090305 |
85.64 |
85.69 |
84.68 |
85.41 |
+0.01 |
25,517 |
35,096 |
-3 |
| Jun09 |
090305 |
85.90 |
85.90 |
84.90 |
85.62 |
+0.01 |
1,153 |
2,472 |
+750 |
| Sep09 |
090305 |
85.25 |
85.89 |
85.25 |
85.89 |
+0.01 |
0 |
17 |
+0 |
| Total Volume and Open Interest |
26,670 |
37,589 |
+747 |
| EuroFX(CME) |
| Mar09 |
090305 |
126.47 |
126.55 |
124.60 |
125.43 |
-0.99 |
184,404 |
159,743 |
-3,212 |
| Jun09 |
090305 |
126.49 |
126.50 |
124.72 |
125.44 |
-0.98 |
4,784 |
21,478 |
+1,566 |
| Sep09 |
090305 |
125.54 |
126.52 |
125.12 |
125.54 |
-0.98 |
15 |
909 |
+3 |
| Total Volume and Open Interest |
189,203 |
182,156 |
-1,643 |
| Mexican Peso(CME) |
| Mar09 |
090305 |
657.0 |
657.0 |
645.8 |
647.8 |
-8.8 |
33,534 |
32,154 |
-8,126 |
| Apr09 |
090305 |
645.5 |
654.8 |
645.5 |
645.5 |
-9.2 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
59,700 |
61,326 |
+12,491 |
| 30-Year T-Bonds(CBOT) |
| Mar09 |
090305 |
125~150 |
128~260 |
124~315 |
128~085 |
+3~065 |
29,514 |
33,709 |
-10,910 |
| Jun09 |
090305 |
123~315 |
127~170 |
123~205 |
126~310 |
+3~065 |
186,966 |
694,583 |
-608 |
| Sep09 |
090305 |
123~080 |
126~060 |
122~155 |
125~210 |
+3~055 |
4 |
153 |
+1 |
| Total Volume and Open Interest |
216,484 |
728,507 |
-11,517 |
| 10-Year T-Notes(CBOT) |
| Mar09 |
090305 |
122~060 |
123~230 |
121~300 |
123~145 |
+1~160 |
76,068 |
88,070 |
-20,923 |
| Jun09 |
090305 |
120~180 |
122~050 |
120~080 |
121~275 |
+1~190 |
694,831 |
904,450 |
+17,470 |
| Sep09 |
090305 |
120~275 |
120~275 |
119~085 |
120~275 |
+1~190 |
|
|
|
| Total Volume and Open Interest |
770,899 |
992,520 |
-3,453 |
| 5-Year T-Notes(CBOT) |
| Mar09 |
090305 |
117~097 |
118~054 |
117~083 |
118~042 |
+0~092 |
27,812 |
59,925 |
-14,895 |
| Jun09 |
090305 |
116~114 |
117~075 |
116~089 |
117~055 |
+0~096 |
352,292 |
902,356 |
+10,721 |
| Sep09 |
090305 |
117~055 |
117~055 |
116~087 |
117~055 |
+0~096 |
|
|
|
| Total Volume and Open Interest |
380,104 |
962,281 |
-4,174 |
| 2 Year T-Notes(CBOT) |
| Mar09 |
090305 |
108~123 |
109~015 |
108~121 |
109~013 |
+0~018 |
20,351 |
23,500 |
-12,540 |
| Jun09 |
090305 |
108~063 |
108~078 |
108~058 |
108~075 |
+0~019 |
117,549 |
449,946 |
+1,826 |
| Sep09 |
090305 |
108~075 |
108~075 |
108~056 |
108~075 |
+0~019 |
|
|
|
| Total Volume and Open Interest |
137,900 |
473,446 |
-10,714 |
| Eurodollars(CME) |
| Mar09 |
090305 |
98.700 |
98.710 |
98.658 |
98.677 |
-0.020 |
182,215 |
1,258,200 |
-21,815 |
| Jun09 |
090305 |
98.690 |
98.700 |
98.635 |
98.655 |
-0.020 |
218,516 |
992,129 |
-14,646 |
| Sep09 |
090305 |
98.650 |
98.655 |
98.590 |
98.625 |
unch |
200,402 |
911,007 |
-2,037 |
| Dec09 |
090305 |
98.495 |
98.520 |
98.445 |
98.495 |
+0.025 |
184,634 |
780,668 |
-7,794 |
| Mar10 |
090305 |
98.380 |
98.440 |
98.345 |
98.410 |
+0.060 |
188,239 |
665,523 |
-4,552 |
| Jun10 |
090305 |
98.160 |
98.245 |
98.140 |
98.220 |
+0.090 |
156,988 |
381,036 |
-23,713 |
| Sep10 |
090305 |
97.935 |
98.030 |
97.915 |
98.015 |
+0.110 |
110,829 |
360,593 |
-3,799 |
| Dec10 |
090305 |
97.680 |
97.790 |
97.660 |
97.775 |
+0.125 |
100,819 |
365,073 |
-11,405 |
| Mar11 |
090305 |
97.465 |
97.605 |
97.460 |
97.595 |
+0.150 |
53,010 |
238,935 |
-2,494 |
| Jun11 |
090305 |
97.250 |
97.395 |
97.235 |
97.385 |
+0.165 |
37,354 |
201,005 |
-1,272 |
| Sep11 |
090305 |
97.020 |
97.210 |
97.020 |
97.195 |
+0.190 |
29,094 |
126,565 |
-2,043 |
| Dec11 |
090305 |
96.810 |
97.025 |
96.810 |
97.005 |
+0.210 |
23,338 |
112,550 |
-1,023 |
| Mar12 |
090305 |
96.705 |
96.925 |
96.685 |
96.895 |
+0.225 |
9,270 |
79,826 |
+730 |
| Jun12 |
090305 |
96.575 |
96.820 |
96.560 |
96.785 |
+0.240 |
6,088 |
65,242 |
-412 |
| Sep12 |
090305 |
96.485 |
96.730 |
96.450 |
96.695 |
+0.250 |
4,873 |
67,298 |
-431 |
| Dec12 |
090305 |
96.355 |
96.630 |
96.325 |
96.590 |
+0.260 |
5,139 |
54,362 |
-153 |
| Mar13 |
090305 |
96.290 |
96.580 |
96.265 |
96.540 |
+0.275 |
3,028 |
38,889 |
+219 |
| Jun13 |
090305 |
96.195 |
96.490 |
96.165 |
96.460 |
+0.285 |
2,585 |
28,106 |
+168 |
| Total Volume and Open Interest |
1,524,748 |
6,900,470 |
-95,329 |
| 30 Day Federal Funds(CBOT) |
| Mar09 |
090305 |
99.775 |
99.777 |
99.772 |
99.772 |
unch |
2,609 |
45,381 |
+312 |
| Apr09 |
090305 |
99.760 |
99.760 |
99.755 |
99.760 |
+0.005 |
2,596 |
44,670 |
-507 |
| May09 |
090305 |
99.735 |
99.735 |
99.730 |
99.735 |
unch |
1,293 |
55,082 |
-310 |
| Jun09 |
090305 |
99.715 |
99.720 |
99.715 |
99.720 |
unch |
1,824 |
29,189 |
+1 |
| Jul09 |
090305 |
99.680 |
99.690 |
99.680 |
99.685 |
unch |
3,395 |
27,121 |
+1,447 |
| Aug09 |
090305 |
99.660 |
99.665 |
99.655 |
99.660 |
unch |
3,295 |
24,431 |
+1,358 |
| Total Volume and Open Interest |
21,009 |
352,672 |
+3,229 |
| 30 Day Fed Funds(e-CBOT) |
| Mar09 |
090305 |
99.775 |
99.777 |
99.772 |
99.775 |
+0.003 |
2,609 |
45,381 |
+312 |
| Apr09 |
090305 |
99.760 |
99.760 |
99.755 |
99.760 |
+0.005 |
2,401 |
44,670 |
-507 |
| May09 |
090305 |
99.735 |
99.735 |
99.730 |
99.735 |
unch |
1,265 |
55,082 |
-310 |
| Jun09 |
090305 |
99.715 |
99.720 |
99.715 |
99.715 |
-0.005 |
1,824 |
29,189 |
+1 |
| Jul09 |
090305 |
99.680 |
99.690 |
99.680 |
99.680 |
-0.005 |
3,395 |
27,121 |
+1,447 |
| Aug09 |
090305 |
99.660 |
99.665 |
99.655 |
99.655 |
-0.005 |
3,295 |
24,431 |
+1,358 |
| Total Volume and Open Interest |
20,786 |
352,672 |
+3,229 |
| 3-Mth Euro-Yen(CME) |
| Mar09 |
090305 |
99.32 |
99.32 |
99.32 |
99.32 |
unch |
200 |
8,366 |
+100 |
| Jun09 |
090305 |
99.40 |
99.40 |
99.40 |
99.40 |
+0.02 |
6 |
994 |
+0 |
| Sep09 |
090305 |
99.46 |
99.46 |
99.46 |
99.46 |
+0.02 |
0 |
480 |
+0 |
| Dec09 |
090305 |
99.48 |
99.48 |
99.48 |
99.48 |
+0.03 |
0 |
175 |
+0 |
| Mar10 |
090305 |
99.46 |
99.46 |
99.46 |
99.46 |
+0.02 |
|
|
|
| Jun10 |
090305 |
99.40 |
99.40 |
99.40 |
99.40 |
+0.02 |
|
|
|
| Sep10 |
090305 |
99.34 |
99.34 |
99.34 |
99.34 |
+0.02 |
|
|
|
| Dec10 |
090305 |
99.30 |
99.30 |
99.30 |
99.30 |
+0.03 |
|
|
|
| Mar11 |
090305 |
99.21 |
99.21 |
99.21 |
99.21 |
+0.01 |
|
|
|
| Jun11 |
090305 |
99.15 |
99.15 |
99.15 |
99.15 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
206 |
10,015 |
+100 |
| 3-Mth Euro-Yen(SGX) |
| Mar09 |
090305 |
99.32 |
99.32 |
99.32 |
99.32 |
+0.00 |
250 |
16,295 |
+0 |
| Jun09 |
090305 |
99.43 |
99.43 |
99.41 |
99.41 |
+0.02 |
250 |
9,433 |
+2 |
| Sep09 |
090305 |
99.47 |
99.47 |
99.47 |
99.47 |
+0.01 |
50 |
3,576 |
+0 |
| Dec09 |
090305 |
99.46 |
99.47 |
99.46 |
99.47 |
+0.01 |
100 |
1,909 |
-5 |
| Mar10 |
090305 |
99.46 |
99.46 |
99.46 |
99.46 |
+0.01 |
100 |
1,372 |
+0 |
| Jun10 |
090305 |
99.40 |
99.40 |
99.40 |
99.40 |
+0.01 |
0 |
527 |
+0 |
| Sep10 |
090305 |
99.34 |
99.34 |
99.34 |
99.34 |
+0.01 |
0 |
252 |
+0 |
| Dec10 |
090305 |
99.29 |
99.29 |
99.29 |
99.29 |
+0.01 |
0 |
152 |
+0 |
| Total Volume and Open Interest |
750 |
35,493 |
-3 |
| Japanese Gov't Bonds(SGX) |
| Mar09 |
090305 |
138.72 |
138.80 |
138.34 |
138.74 |
unch |
1,191 |
10,948 |
+1,848 |
| Jun09 |
090305 |
138.60 |
138.80 |
138.29 |
138.79 |
+0.19 |
777 |
3,900 |
-314 |
| Sep09 |
090305 |
138.79 |
138.79 |
138.79 |
138.79 |
+0.19 |
|
|
|
| Total Volume and Open Interest |
1,968 |
14,848 |
+1,534 |
| Euro-Bund(EUREX) |
| Mar09 |
090305 |
124.47 |
125.92 |
124.29 |
125.42 |
+0.89 |
1,148,929 |
256,360 |
-179,825 |
| Jun09 |
090305 |
123.25 |
124.66 |
123.01 |
124.15 |
+0.89 |
629,177 |
601,708 |
+182,776 |
| Sep09 |
090305 |
123.90 |
123.97 |
123.90 |
123.97 |
+1.24 |
100 |
1 |
+0 |
| Total Volume and Open Interest |
1,778,206 |
858,069 |
+2,951 |
| Euro-Bobl(EUREX) |
| Mar09 |
090305 |
117.13 |
117.87 |
117.10 |
117.55 |
+0.33 |
673,094 |
203,212 |
-230,966 |
| Jun09 |
090305 |
116.58 |
117.24 |
116.46 |
116.83 |
+0.16 |
453,030 |
590,143 |
+207,944 |
| Sep09 |
090305 |
116.69 |
116.69 |
116.69 |
116.69 |
+0.16 |
426 |
0 |
+0 |
| Total Volume and Open Interest |
1,126,550 |
793,355 |
-23,022 |
| 3-Mth Euribor(EUREX) |
| Mar09 |
090305 |
98.410 |
98.415 |
98.350 |
98.360 |
-0.035 |
201 |
12,376 |
+0 |
| Jun09 |
090305 |
98.585 |
98.635 |
98.530 |
98.535 |
-0.045 |
271 |
5,237 |
-199 |
| Sep09 |
090305 |
98.545 |
98.590 |
98.525 |
98.525 |
-0.025 |
1,091 |
3,955 |
+621 |
| Total Volume and Open Interest |
1,687 |
31,574 |
+539 |
| Long Gilt(LIFFE) |
| Mar09 |
090305 |
120~06 |
123~28 |
120~06 |
122~27 |
+2~18 |
1,546 |
16,180 |
-114 |
| Jun09 |
090305 |
118~28 |
123~00 |
118~26 |
121~19 |
+2~18 |
86,941 |
366,208 |
-3,478 |
| Total Volume and Open Interest |
88,487 |
382,388 |
-3,592 |
| 3-Mth Short Sterling(LIFFE) |
| Mar09 |
090305 |
98.15 |
98.22 |
98.01 |
98.10 |
-0.05 |
27,568 |
444,299 |
+804 |
| Jun09 |
090305 |
98.28 |
98.36 |
98.00 |
98.24 |
-0.04 |
32,206 |
311,927 |
+4,481 |
| Sep09 |
090305 |
98.28 |
98.35 |
97.94 |
98.23 |
-0.06 |
31,654 |
278,917 |
+3,658 |
| Dec09 |
090305 |
98.08 |
98.14 |
97.78 |
98.05 |
-0.04 |
30,767 |
230,383 |
-4,057 |
| Mar10 |
090305 |
97.97 |
98.04 |
97.68 |
97.96 |
-0.01 |
27,250 |
222,857 |
-2,917 |
| Jun10 |
090305 |
97.78 |
97.89 |
97.54 |
97.81 |
+0.02 |
18,618 |
138,113 |
-3,514 |
| Total Volume and Open Interest |
196,388 |
1,934,556 |
-750 |
| 3-Mth Euribor(LIFFE) |
| Mar09 |
090305 |
98.400 |
98.420 |
98.340 |
98.355 |
-0.040 |
96,857 |
662,024 |
+5,737 |
| Jun09 |
090305 |
98.590 |
98.650 |
98.520 |
98.530 |
-0.055 |
112,753 |
701,205 |
-1,347 |
| Sep09 |
090305 |
98.555 |
98.645 |
98.510 |
98.520 |
-0.030 |
77,348 |
535,452 |
-799 |
| Total Volume and Open Interest |
552,398 |
3,499,266 |
+960 |
| 3-Mth Aus T-Bills(SFE) |
| Mar09 |
090305 |
96.67 |
96.70 |
96.64 |
96.67 |
-0.02 |
16,207 |
212,272 |
-12,303 |
| Jun09 |
090305 |
97.14 |
97.19 |
97.12 |
97.18 |
+0.03 |
21,837 |
289,188 |
+1,193 |
| Sep09 |
090305 |
97.33 |
97.38 |
97.32 |
97.36 |
+0.01 |
11,337 |
138,483 |
+1,329 |
| Dec09 |
090305 |
97.28 |
97.34 |
97.26 |
97.33 |
+0.04 |
3,313 |
83,277 |
+132 |
| Mar10 |
090305 |
97.03 |
97.12 |
97.03 |
97.12 |
+0.06 |
2,092 |
55,102 |
-1,614 |
| Jun10 |
090305 |
96.71 |
96.78 |
96.70 |
96.78 |
+0.04 |
2,816 |
54,387 |
+712 |
| Sep10 |
090305 |
96.35 |
96.43 |
96.35 |
96.42 |
+0.05 |
1,509 |
30,854 |
+399 |
| Dec10 |
090305 |
96.05 |
96.10 |
96.05 |
96.07 |
+0.02 |
620 |
17,368 |
-77 |
| Mar11 |
090305 |
95.81 |
95.82 |
95.81 |
95.82 |
+0.02 |
50 |
1,510 |
-12 |
| Jun11 |
090305 |
95.61 |
95.61 |
95.60 |
95.60 |
unch |
38 |
1,031 |
+0 |
| Total Volume and Open Interest |
59,819 |
884,320 |
-10,241 |
| 10-Year Aus T-Bonds(SFE) |
| Mar09 |
090305 |
95.67 |
95.70 |
95.59 |
95.62 |
-0.06 |
29,020 |
314,537 |
+907 |
| Jun09 |
090305 |
95.64 |
95.64 |
95.56 |
95.58 |
-0.05 |
2,511 |
5,361 |
+2,430 |
| Total Volume and Open Interest |
31,531 |
319,898 |
+3,337 |
| 3-Year Aus T-Bonds(SFE) |
| Mar09 |
090305 |
96.80 |
96.85 |
96.75 |
96.81 |
0.00 |
80,208 |
553,292 |
+6,217 |
| Jun09 |
090305 |
96.78 |
96.81 |
96.76 |
96.79 |
+0.01 |
10,294 |
19,259 |
+6,472 |
| Total Volume and Open Interest |
90,502 |
572,551 |
+12,689 |
| Gold(CMX) |
| Apr09 |
090305 |
906.8 |
937.5 |
906.2 |
927.8 |
+21.1 |
102,120 |
233,410 |
-2,034 |
| Jun09 |
090305 |
911.2 |
939.7 |
910.0 |
929.9 |
+21.3 |
8,682 |
63,177 |
+3,486 |
| Aug09 |
090305 |
915.4 |
937.9 |
914.0 |
931.8 |
+21.4 |
1,301 |
11,064 |
-141 |
| Oct09 |
090305 |
920.5 |
941.2 |
920.5 |
933.6 |
+21.4 |
232 |
4,348 |
-36 |
| Dec09 |
090305 |
914.5 |
943.1 |
914.5 |
935.5 |
+21.5 |
1,030 |
17,254 |
-259 |
| Feb10 |
090305 |
919.5 |
940.0 |
917.0 |
937.6 |
+21.5 |
20 |
3,423 |
-10 |
| Apr10 |
090305 |
937.0 |
939.7 |
937.0 |
939.7 |
+21.6 |
6 |
2,088 |
+0 |
| Jun10 |
090305 |
941.7 |
941.7 |
941.7 |
941.7 |
+21.5 |
0 |
4,710 |
+0 |
| Aug10 |
090305 |
943.8 |
943.8 |
943.8 |
943.8 |
+21.4 |
0 |
375 |
+0 |
| Oct10 |
090305 |
945.9 |
945.9 |
945.9 |
945.9 |
+21.3 |
|
|
|
| Dec10 |
090305 |
933.0 |
951.2 |
933.0 |
948.1 |
+21.2 |
127 |
8,824 |
-33 |
| Total Volume and Open Interest |
113,876 |
366,228 |
+957 |
| Silver(CMX) |
| Mar09 |
090305 |
1303.5 |
1327.0 |
1294.0 |
1310.5 |
+20.5 |
307 |
707 |
-239 |
| May09 |
090305 |
1294.5 |
1331.0 |
1289.0 |
1312.0 |
+20.5 |
17,820 |
53,137 |
-427 |
| Jul09 |
090305 |
1302.5 |
1321.5 |
1291.5 |
1313.5 |
+20.6 |
553 |
13,055 |
+166 |
| Sep09 |
090305 |
1321.0 |
1321.0 |
1314.4 |
1314.4 |
+20.6 |
27 |
3,819 |
+3 |
| Dec09 |
090305 |
1311.0 |
1332.0 |
1299.0 |
1315.6 |
+20.6 |
204 |
11,273 |
+19 |
| Mar10 |
090305 |
1316.6 |
1316.6 |
1316.6 |
1316.6 |
+20.6 |
13 |
2,965 |
+7 |
| May10 |
090305 |
1317.6 |
1317.6 |
1317.6 |
1317.6 |
+20.4 |
0 |
157 |
+0 |
| Total Volume and Open Interest |
19,144 |
92,567 |
-484 |
| Platinum(NYMEX) |
| Apr09 |
090305 |
1054.9 |
1072.1 |
1051.8 |
1064.6 |
+19.8 |
1,813 |
17,319 |
+113 |
| Jul09 |
090305 |
1066.5 |
1075.0 |
1063.4 |
1068.5 |
+19.5 |
179 |
2,355 |
+141 |
| Oct09 |
090305 |
1077.0 |
1077.0 |
1073.5 |
1074.5 |
+19.5 |
3 |
26 |
+3 |
| Total Volume and Open Interest |
1,995 |
19,700 |
+257 |
| Palladium(NYMEX) |
| Mar09 |
090305 |
199.80 |
199.80 |
199.80 |
199.80 |
unch |
23 |
115 |
-111 |
| Jun09 |
090305 |
199.00 |
202.85 |
197.50 |
200.30 |
unch |
1,104 |
11,365 |
+179 |
| Sep09 |
090305 |
201.50 |
201.50 |
201.50 |
201.50 |
-0.15 |
3 |
48 |
+0 |
| Total Volume and Open Interest |
1,130 |
11,528 |
+68 |
| Copper(CMX) |
| Mar09 |
090305 |
170.75 |
170.75 |
163.00 |
164.60 |
-3.95 |
1,541 |
2,583 |
-321 |
| May09 |
090305 |
171.50 |
172.00 |
163.40 |
165.35 |
-4.05 |
20,634 |
54,133 |
+1,048 |
| Jul09 |
090305 |
171.75 |
172.00 |
164.40 |
166.20 |
-3.95 |
1,370 |
9,466 |
+207 |
| Sep09 |
090305 |
171.00 |
171.00 |
166.85 |
166.85 |
-3.85 |
35 |
2,528 |
-5 |
| Dec09 |
090305 |
169.00 |
171.50 |
165.95 |
167.40 |
-3.85 |
541 |
2,452 |
-305 |
| Total Volume and Open Interest |
24,947 |
81,282 |
+343 |
| Aluminum(CMX) |
| Mar09 |
090305 |
60.50 |
60.50 |
60.50 |
60.50 |
-1.50 |
|
|
|
| Apr09 |
090305 |
61.00 |
61.00 |
61.00 |
61.00 |
-1.50 |
|
|
|
| May09 |
090305 |
61.50 |
61.50 |
61.50 |
61.50 |
-1.50 |
|
|
|
| Jun09 |
090305 |
62.00 |
62.00 |
62.00 |
62.00 |
-1.50 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| DJIA Index(CBOT) |
| Mar09 |
090305 |
6860 |
6861 |
6540 |
6631 |
-199 |
1,667 |
25,175 |
+319 |
| Jun09 |
090305 |
6690 |
6725 |
6510 |
6586 |
-199 |
47 |
763 |
+22 |
| Sep09 |
090305 |
6555 |
6745 |
6555 |
6555 |
-190 |
|
|
|
| Dec09 |
090305 |
6515 |
6705 |
6515 |
6515 |
-190 |
|
|
|
| Total Volume and Open Interest |
1,714 |
25,938 |
+341 |
| S & P 500(CME) |
| Mar09 |
090305 |
709.40 |
711.80 |
676.50 |
686.10 |
-22.30 |
56,358 |
548,936 |
-11,514 |
| Jun09 |
090305 |
692.80 |
699.50 |
674.00 |
683.00 |
-22.20 |
20,074 |
67,800 |
+8,248 |
| Sep09 |
090305 |
690.50 |
690.50 |
674.80 |
680.60 |
-22.20 |
451 |
1,453 |
+247 |
| Dec09 |
090305 |
691.00 |
694.90 |
672.90 |
678.80 |
-22.10 |
78 |
315 |
+41 |
| Total Volume and Open Interest |
76,961 |
618,506 |
-2,978 |
| S & P 500 E-Mini(Globex) |
| Mar09 |
090305 |
709.50 |
711.75 |
676.25 |
686.00 |
-22.50 |
3,168,491 |
3,126,706 |
+2,717 |
| Jun09 |
090305 |
705.25 |
708.50 |
673.25 |
683.00 |
-22.25 |
34,893 |
197,235 |
+15,639 |
| Total Volume and Open Interest |
3,203,460 |
3,324,769 |
+18,376 |
| NASDAQ 100(CME) |
| Mar09 |
090305 |
1108.00 |
1121.80 |
1071.00 |
1083.00 |
-18.00 |
2,909 |
31,624 |
-816 |
| Jun09 |
090305 |
1100.00 |
1100.00 |
1072.00 |
1082.50 |
-17.80 |
22 |
339 |
+3 |
| Sep09 |
090305 |
1082.80 |
1082.80 |
1080.50 |
1082.80 |
-17.70 |
|
|
|
| Total Volume and Open Interest |
2,931 |
31,963 |
-813 |
| NASDAQ 100 E-Mini(Globex) |
| Mar09 |
090305 |
1122.30 |
1122.30 |
1072.00 |
1083.00 |
-18.00 |
426,573 |
306,208 |
-470 |
| Jun09 |
090305 |
1106.00 |
1106.00 |
1072.00 |
1082.50 |
-17.80 |
1,062 |
5,366 |
-22 |
| Total Volume and Open Interest |
427,637 |
311,597 |
-492 |
| S & P Midcap 400(CME) |
| Mar09 |
090305 |
429.20 |
429.20 |
408.00 |
414.00 |
-14.60 |
276 |
5,635 |
+181 |
| Jun09 |
090305 |
411.55 |
411.55 |
411.55 |
411.55 |
-14.60 |
|
|
|
| Sep09 |
090305 |
416.55 |
416.55 |
416.55 |
416.55 |
-14.60 |
|
|
|
| Total Volume and Open Interest |
276 |
5,635 |
+181 |
| Russell 2000(CME) |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Mar09 |
090305 |
7300 |
7535 |
7285 |
7405 |
+135 |
92,056 |
208,226 |
+4,209 |
| Jun09 |
090305 |
7265 |
7475 |
7235 |
7350 |
+145 |
786 |
13,066 |
+9,348 |
| Total Volume and Open Interest |
92,842 |
221,577 |
+13,559 |
| Nikkei 225(SGX) |
| Mar09 |
090305 |
7300 |
7535 |
7285 |
7405 |
+135 |
92,056 |
208,226 |
+4,209 |
| Jun09 |
090305 |
7265 |
7475 |
7235 |
7350 |
+145 |
786 |
13,066 |
+9,348 |
| Sep09 |
090305 |
7340 |
7340 |
7340 |
7340 |
+135 |
0 |
169 |
+0 |
| Total Volume and Open Interest |
92,842 |
221,577 |
+13,559 |
| CAC 40(EURONEXT) |
| Mar09 |
090305 |
2637.5 |
2664.0 |
2560.5 |
2569.0 |
-108.5 |
157,761 |
397,388 |
-8,847 |
| Apr09 |
090305 |
2640.0 |
2640.0 |
2565.0 |
2569.0 |
-108.5 |
5,984 |
6,838 |
+5,114 |
| May09 |
090305 |
2520.0 |
2520.0 |
2520.0 |
2520.0 |
-110.5 |
0 |
723 |
+0 |
| Total Volume and Open Interest |
163,768 |
407,281 |
-3,722 |
| Hang Seng Index(HKFE) |
| Mar09 |
090305 |
12309 |
12378 |
12005 |
12050 |
-198 |
63,710 |
88,646 |
+1,154 |
| Apr09 |
090305 |
12335 |
12335 |
11972 |
12041 |
-143 |
893 |
1,412 |
+133 |
| Total Volume and Open Interest |
64,654 |
91,302 |
+1,252 |
| DAX(EUREX) |
| Mar09 |
090305 |
3833.0 |
3863.5 |
3656.0 |
3704.5 |
-181.0 |
198,565 |
197,128 |
-9,381 |
| Jun09 |
090305 |
3848.5 |
3864.0 |
3669.0 |
3715.0 |
-181.5 |
2,087 |
17,918 |
+815 |
| Sep09 |
090305 |
3868.0 |
3874.0 |
3679.5 |
3725.0 |
-181.5 |
752 |
2,216 |
+231 |
| Total Volume and Open Interest |
201,404 |
217,262 |
-8,335 |
| FT-SE 100(EURONEXT) |
| Mar09 |
090305 |
3603.50 |
3612.50 |
3456.00 |
3517.50 |
-121.00 |
149,887 |
723,826 |
-8,273 |
| Jun09 |
090305 |
3562.00 |
3563.00 |
3420.00 |
3474.00 |
-121.00 |
813 |
9,167 |
+697 |
| Sep09 |
090305 |
3441.00 |
3441.00 |
3441.00 |
3441.00 |
-122.00 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
150,700 |
732,995 |
-7,576 |
| SPI 200(SFE) |
| Mar09 |
090305 |
3160.0 |
3263.0 |
3155.0 |
3169.0 |
+7.0 |
39,258 |
336,858 |
+10,660 |
| Jun09 |
090305 |
3155.0 |
3256.0 |
3155.0 |
3170.0 |
+10.0 |
1,514 |
6,231 |
+1,094 |
| Sep09 |
090305 |
3153.0 |
3153.0 |
3122.0 |
3122.0 |
+10.0 |
19 |
1,754 |
+19 |
| Total Volume and Open Interest |
40,984 |
348,274 |
+11,966 |
| GSCI(CME) |
| Mar09 |
090305 |
330.50 |
335.00 |
324.50 |
327.50 |
-9.50 |
3,219 |
9,922 |
-2,863 |
| Apr09 |
090305 |
338.25 |
343.00 |
333.00 |
336.00 |
-8.70 |
3,126 |
4,513 |
+3,019 |
| May09 |
090305 |
342.00 |
350.10 |
339.00 |
342.00 |
-8.00 |
|
|
|
| Total Volume and Open Interest |
6,345 |
14,435 |
+156 |
| Reuters CCI(ICE) |
| Apr09 |
090305 |
351.00 |
351.00 |
348.50 |
348.50 |
-3.50 |
4 |
1,036 |
-1 |
| Jun09 |
090305 |
206.70 |
206.70 |
206.70 |
206.70 |
-4.60 |
|
|
|
| Aug09 |
090305 |
363.50 |
363.50 |
363.50 |
363.50 |
-5.50 |
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. |
|
|