|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon March 16, 2009 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May09 |
090316 |
869.25 |
918.00 |
864.75 |
911.00 |
+34.50 |
56,089 |
123,517 |
+898 |
Jul09 |
090316 |
868.00 |
915.00 |
863.25 |
907.50 |
+32.25 |
14,230 |
65,096 |
+613 |
Aug09 |
090316 |
858.00 |
898.75 |
858.00 |
891.50 |
+30.00 |
139 |
3,975 |
+14 |
Sep09 |
090316 |
823.50 |
865.25 |
821.75 |
863.50 |
+27.75 |
189 |
6,971 |
+56 |
Nov09 |
090316 |
817.75 |
859.00 |
812.25 |
850.50 |
+26.75 |
9,849 |
67,199 |
+824 |
Jan10 |
090316 |
827.50 |
867.00 |
827.50 |
860.00 |
+26.50 |
348 |
2,553 |
+198 |
Mar10 |
090316 |
846.00 |
875.00 |
846.00 |
868.50 |
+26.50 |
6 |
933 |
+3 |
Total Volume and Open Interest |
81,616 |
279,255 |
+2,254 |
Soybean Meal(CBOT) |
May09 |
090316 |
273.70 |
290.00 |
272.60 |
288.40 |
+11.70 |
20,506 |
54,708 |
+205 |
Jul09 |
090316 |
270.00 |
286.00 |
269.30 |
284.20 |
+11.00 |
4,308 |
19,788 |
+497 |
Aug09 |
090316 |
270.60 |
278.10 |
267.70 |
277.50 |
+9.80 |
250 |
5,207 |
-15 |
Sep09 |
090316 |
258.90 |
268.80 |
258.90 |
268.80 |
+8.60 |
217 |
6,218 |
-6 |
Oct09 |
090316 |
248.20 |
261.20 |
248.20 |
259.60 |
+8.60 |
151 |
5,122 |
+19 |
Dec09 |
090316 |
246.30 |
260.10 |
246.30 |
257.70 |
+8.50 |
2,051 |
15,770 |
-36 |
Jan10 |
090316 |
258.70 |
258.70 |
250.20 |
258.70 |
+8.50 |
25 |
655 |
+25 |
Mar10 |
090316 |
261.20 |
261.20 |
252.20 |
261.20 |
+9.00 |
37 |
725 |
+15 |
Total Volume and Open Interest |
28,476 |
108,879 |
+46 |
Soybean Oil(CBOT) |
May09 |
090316 |
29.85 |
31.19 |
29.66 |
30.86 |
+0.69 |
35,838 |
112,730 |
+914 |
Jul09 |
090316 |
30.30 |
31.60 |
30.00 |
31.13 |
+0.62 |
11,087 |
43,767 |
+3,081 |
Aug09 |
090316 |
30.40 |
31.55 |
30.40 |
31.28 |
+0.61 |
332 |
6,257 |
-16 |
Sep09 |
090316 |
30.65 |
31.69 |
30.65 |
31.43 |
+0.60 |
290 |
7,770 |
-61 |
Oct09 |
090316 |
30.50 |
31.88 |
30.50 |
31.58 |
+0.59 |
228 |
4,727 |
+44 |
Dec09 |
090316 |
30.85 |
32.22 |
30.85 |
31.87 |
+0.57 |
4,029 |
23,790 |
+541 |
Jan10 |
090316 |
32.28 |
32.28 |
32.14 |
32.14 |
+0.57 |
0 |
721 |
+0 |
Mar10 |
090316 |
32.40 |
32.40 |
31.82 |
32.40 |
+0.58 |
0 |
844 |
+0 |
Total Volume and Open Interest |
52,543 |
207,930 |
+3,726 |
Canola(WCE) |
Mar09 |
090313 |
408.1 |
408.1 |
408.1 |
408.1 |
-3.2 |
0 |
202 |
+0 |
May09 |
090316 |
404.7 |
412.0 |
404.5 |
410.5 |
+7.4 |
2,706 |
53,631 |
-1,435 |
Jul09 |
090316 |
405.0 |
411.1 |
402.1 |
410.3 |
+7.6 |
1,453 |
20,107 |
+279 |
Nov09 |
090316 |
409.3 |
413.0 |
406.8 |
410.5 |
+5.5 |
229 |
18,052 |
-94 |
Jan10 |
090316 |
414.8 |
414.8 |
414.6 |
414.6 |
+5.6 |
1 |
526 |
+1 |
Total Volume and Open Interest |
4,390 |
92,603 |
-1,451 |
Corn(CBOT) |
May09 |
090316 |
384.50 |
397.50 |
381.50 |
391.50 |
+3.00 |
160,137 |
281,149 |
-3,481 |
Jul09 |
090316 |
394.50 |
407.25 |
391.25 |
401.75 |
+3.50 |
72,252 |
183,784 |
-1,072 |
Sep09 |
090316 |
400.75 |
415.25 |
400.00 |
410.00 |
+3.50 |
15,941 |
47,526 |
+925 |
Dec09 |
090316 |
413.50 |
427.00 |
411.00 |
421.25 |
+3.25 |
36,442 |
171,907 |
+14 |
Mar10 |
090316 |
424.25 |
437.25 |
424.25 |
431.50 |
+2.25 |
1,209 |
17,206 |
+337 |
May10 |
090316 |
436.00 |
444.25 |
436.00 |
438.00 |
+2.50 |
105 |
2,336 |
+49 |
Total Volume and Open Interest |
288,873 |
746,154 |
-3,693 |
Wheat(CBOT) |
May09 |
090316 |
514.25 |
546.50 |
511.50 |
544.25 |
+26.00 |
41,407 |
121,775 |
-328 |
Jul09 |
090316 |
527.25 |
558.50 |
524.00 |
556.75 |
+26.00 |
19,510 |
88,903 |
+871 |
Sep09 |
090316 |
552.25 |
583.00 |
552.25 |
581.25 |
+25.50 |
2,950 |
25,635 |
+735 |
Dec09 |
090316 |
573.50 |
604.25 |
570.50 |
603.00 |
+25.75 |
5,600 |
39,915 |
+319 |
Mar10 |
090316 |
600.00 |
620.50 |
600.00 |
619.00 |
+25.25 |
30 |
1,502 |
-8 |
Total Volume and Open Interest |
71,511 |
287,828 |
+1,755 |
Wheat(KCBT) |
May09 |
090316 |
568.00 |
598.25 |
563.75 |
597.25 |
+27.25 |
6,168 |
28,048 |
+198 |
Jul09 |
090316 |
578.50 |
608.25 |
577.75 |
607.25 |
+28.00 |
3,188 |
25,122 |
-269 |
Sep09 |
090316 |
585.25 |
618.50 |
583.25 |
617.25 |
+28.25 |
392 |
5,877 |
+91 |
Dec09 |
090316 |
599.50 |
633.25 |
597.25 |
631.75 |
+28.50 |
1,838 |
15,816 |
+250 |
Mar10 |
090316 |
625.00 |
644.50 |
625.00 |
643.00 |
+27.50 |
30 |
471 |
+13 |
Total Volume and Open Interest |
11,705 |
77,105 |
+272 |
Wheat(MGE) |
Mar09 |
090313 |
630.00 |
630.00 |
630.00 |
630.00 |
-4.50 |
8 |
14 |
-8 |
May09 |
090316 |
608.50 |
636.75 |
605.00 |
633.00 |
+23.75 |
1,382 |
10,395 |
-123 |
Jul09 |
090316 |
604.50 |
628.75 |
604.50 |
626.50 |
+25.75 |
601 |
6,988 |
+58 |
Sep09 |
090316 |
608.00 |
633.50 |
608.00 |
631.00 |
+26.00 |
251 |
4,281 |
+94 |
Dec09 |
090316 |
615.50 |
645.75 |
615.50 |
642.75 |
+25.25 |
152 |
3,201 |
+27 |
Total Volume and Open Interest |
2,421 |
25,404 |
+63 |
Oats(CBOT) |
May09 |
090316 |
185.50 |
191.00 |
184.25 |
188.50 |
+2.50 |
428 |
7,265 |
-75 |
Jul09 |
090316 |
195.00 |
199.50 |
194.75 |
197.50 |
+2.50 |
39 |
3,565 |
-2 |
Sep09 |
090316 |
206.50 |
206.50 |
204.00 |
206.50 |
+2.50 |
2 |
20 |
+0 |
Dec09 |
090316 |
223.00 |
223.00 |
217.50 |
221.50 |
+2.50 |
34 |
3,692 |
+8 |
Total Volume and Open Interest |
503 |
14,546 |
-69 |
Rough Rice(CBOT) |
Mar09 |
090313 |
11.75 |
11.88 |
11.50 |
11.50 |
-0.38 |
10 |
24 |
-24 |
May09 |
090316 |
11.65 |
11.65 |
11.19 |
11.45 |
-0.17 |
512 |
3,939 |
-95 |
Jul09 |
090316 |
11.80 |
11.80 |
11.41 |
11.67 |
-0.16 |
86 |
403 |
+24 |
Sep09 |
090316 |
11.45 |
11.62 |
11.40 |
11.58 |
+0.02 |
95 |
981 |
+1 |
Total Volume and Open Interest |
762 |
6,571 |
-37 |
Live Cattle(CME) |
Apr09 |
090316 |
84.700 |
85.050 |
84.150 |
84.450 |
-0.200 |
27,981 |
68,255 |
-6,876 |
Jun09 |
090316 |
82.150 |
82.500 |
81.725 |
82.080 |
-0.020 |
24,740 |
75,895 |
+6,278 |
Aug09 |
090316 |
83.150 |
83.350 |
82.650 |
83.000 |
+0.100 |
7,018 |
38,556 |
+1,401 |
Oct09 |
090316 |
86.680 |
86.850 |
86.200 |
86.450 |
-0.100 |
3,575 |
18,296 |
+1,227 |
Dec09 |
090316 |
88.900 |
89.100 |
88.600 |
88.950 |
+0.065 |
770 |
8,731 |
+104 |
Feb10 |
090316 |
90.000 |
90.200 |
89.500 |
90.200 |
+0.220 |
350 |
2,725 |
+185 |
Total Volume and Open Interest |
64,438 |
212,726 |
+2,323 |
Feeder Cattle(CME) |
Mar09 |
090316 |
92.000 |
92.400 |
91.250 |
91.700 |
-0.250 |
376 |
3,054 |
-96 |
Apr09 |
090316 |
92.350 |
92.600 |
91.635 |
92.035 |
-0.015 |
1,942 |
7,652 |
-438 |
May09 |
090316 |
94.300 |
94.450 |
93.080 |
93.700 |
-0.335 |
1,915 |
8,205 |
+385 |
Aug09 |
090316 |
97.500 |
97.600 |
96.430 |
97.180 |
-0.170 |
468 |
4,060 |
+22 |
Sep09 |
090316 |
97.750 |
98.350 |
97.650 |
98.200 |
-0.130 |
66 |
766 |
+26 |
Oct09 |
090316 |
97.750 |
98.750 |
97.750 |
98.500 |
-0.300 |
13 |
339 |
+3 |
Nov09 |
090316 |
98.600 |
98.750 |
98.300 |
98.600 |
-0.200 |
3 |
76 |
+3 |
Total Volume and Open Interest |
4,783 |
24,162 |
-95 |
Lean Hogs(CME) |
Apr09 |
090316 |
62.900 |
63.500 |
62.080 |
62.750 |
-0.450 |
18,706 |
39,507 |
-3,834 |
May09 |
090316 |
73.000 |
73.500 |
72.600 |
73.225 |
-0.425 |
172 |
3,287 |
-3 |
Jun09 |
090316 |
74.180 |
74.600 |
73.500 |
74.080 |
-0.145 |
12,725 |
41,381 |
+3,430 |
Jul09 |
090316 |
74.975 |
75.450 |
74.830 |
75.180 |
-0.105 |
3,009 |
16,720 |
+667 |
Aug09 |
090316 |
75.400 |
75.800 |
74.750 |
75.100 |
-0.450 |
3,683 |
17,253 |
+1,121 |
Oct09 |
090316 |
68.300 |
68.830 |
68.000 |
68.000 |
-0.785 |
561 |
5,981 |
+57 |
Dec09 |
090316 |
67.400 |
67.650 |
67.000 |
67.100 |
-0.625 |
342 |
2,913 |
+161 |
Feb10 |
090316 |
70.200 |
70.330 |
70.000 |
70.100 |
-0.300 |
253 |
704 |
+88 |
Total Volume and Open Interest |
39,667 |
128,184 |
+1,796 |
Pork Bellies(CME) |
Mar09 |
090316 |
87.900 |
87.900 |
85.500 |
87.900 |
+2.500 |
0 |
5 |
+0 |
May09 |
090316 |
86.100 |
88.500 |
86.100 |
88.500 |
+3.000 |
83 |
850 |
+9 |
Jul09 |
090316 |
82.900 |
84.000 |
81.900 |
84.000 |
+3.000 |
3 |
272 |
+0 |
Aug09 |
090316 |
82.000 |
83.300 |
82.000 |
83.300 |
+3.000 |
0 |
64 |
+0 |
Feb10 |
090316 |
91.750 |
91.750 |
90.250 |
91.750 |
+3.000 |
0 |
5 |
+0 |
Total Volume and Open Interest |
86 |
1,201 |
+9 |
Class III Milk(CME) |
Mar09 |
090316 |
10.34 |
10.47 |
10.31 |
10.37 |
+0.06 |
23 |
4,822 |
+2 |
Apr09 |
090316 |
10.90 |
11.14 |
10.85 |
11.04 |
+0.17 |
145 |
4,498 |
-19 |
May09 |
090316 |
11.07 |
11.32 |
11.07 |
11.30 |
+0.23 |
93 |
4,337 |
+32 |
Jun09 |
090316 |
11.85 |
12.27 |
11.85 |
12.11 |
+0.25 |
210 |
3,907 |
+81 |
Jul09 |
090316 |
13.05 |
13.40 |
12.99 |
13.30 |
+0.31 |
203 |
2,816 |
+20 |
Total Volume and Open Interest |
771 |
33,660 |
+146 |
Cocoa(ICE) |
Mar09 |
090316 |
2420 |
2420 |
2420 |
2420 |
+42 |
|
|
|
May09 |
090316 |
2388 |
2440 |
2382 |
2428 |
+47 |
13,339 |
51,008 |
-5,054 |
Jul09 |
090316 |
2384 |
2440 |
2383 |
2430 |
+47 |
4,564 |
24,016 |
-1,551 |
Sep09 |
090316 |
2405 |
2432 |
2385 |
2428 |
+47 |
3,868 |
16,632 |
+3,452 |
Dec09 |
090316 |
2380 |
2421 |
2380 |
2421 |
+50 |
155 |
12,594 |
-51 |
Mar10 |
090316 |
2418 |
2418 |
2414 |
2414 |
+51 |
11 |
8,082 |
+5 |
May10 |
090316 |
2417 |
2417 |
2417 |
2417 |
+51 |
1 |
2,231 |
+1 |
Total Volume and Open Interest |
21,941 |
115,587 |
-3,195 |
Coffee "C"(ICE) |
Mar09 |
090316 |
109.10 |
109.70 |
107.60 |
108.85 |
+0.55 |
2 |
24 |
-24 |
May09 |
090316 |
109.45 |
111.80 |
108.60 |
110.75 |
+0.60 |
18,565 |
72,297 |
-1,035 |
Jul09 |
090316 |
112.00 |
113.85 |
111.10 |
112.85 |
+0.60 |
3,030 |
27,530 |
+1,130 |
Sep09 |
090316 |
114.35 |
116.00 |
114.35 |
115.10 |
+0.60 |
2,050 |
14,863 |
+1,280 |
Dec09 |
090316 |
117.25 |
119.00 |
117.15 |
118.00 |
+0.60 |
1,109 |
10,578 |
+221 |
Mar10 |
090316 |
120.00 |
121.20 |
120.00 |
120.70 |
+0.50 |
133 |
6,995 |
+28 |
Total Volume and Open Interest |
25,046 |
134,256 |
+1,634 |
Orange Juice(ICE) |
May09 |
090316 |
74.35 |
74.90 |
74.10 |
74.75 |
+0.20 |
461 |
18,614 |
-61 |
Jul09 |
090316 |
75.90 |
76.75 |
75.60 |
76.25 |
unch |
28 |
4,311 |
+38 |
Sep09 |
090316 |
79.00 |
79.25 |
78.95 |
78.95 |
unch |
18 |
2,768 |
+15 |
Nov09 |
090316 |
81.15 |
81.15 |
81.15 |
81.15 |
unch |
22 |
488 |
+21 |
Jan10 |
090316 |
83.90 |
83.90 |
83.90 |
83.90 |
+0.45 |
18 |
128 |
+9 |
Mar10 |
090316 |
86.65 |
86.65 |
86.65 |
86.65 |
+0.45 |
5 |
5 |
+5 |
Total Volume and Open Interest |
552 |
26,543 |
+27 |
Sugar #11(ICE) |
May09 |
090316 |
12.88 |
13.04 |
12.76 |
12.99 |
+0.11 |
38,325 |
231,118 |
+1,229 |
Jul09 |
090316 |
13.24 |
13.38 |
13.16 |
13.35 |
+0.09 |
13,430 |
141,424 |
+3,995 |
Oct09 |
090316 |
13.72 |
13.86 |
13.60 |
13.84 |
+0.10 |
6,054 |
90,631 |
-2,160 |
Mar10 |
090316 |
14.45 |
14.61 |
14.35 |
14.60 |
+0.11 |
3,254 |
61,080 |
+592 |
May10 |
090316 |
14.18 |
14.33 |
14.18 |
14.32 |
+0.11 |
1,143 |
20,935 |
+811 |
Total Volume and Open Interest |
62,590 |
615,532 |
+4,329 |
Sugar #14(ICE) |
May09 |
090316 |
18.93 |
19.04 |
18.90 |
18.99 |
+0.01 |
488 |
2,198 |
-384 |
Jul09 |
090316 |
19.80 |
19.88 |
19.75 |
19.84 |
-0.04 |
368 |
2,617 |
+254 |
Sep09 |
090316 |
20.59 |
20.63 |
20.50 |
20.57 |
unch |
101 |
1,663 |
+1 |
Total Volume and Open Interest |
957 |
6,478 |
-129 |
London Cocoa(LCE) |
Mar09 |
090311 |
1813 |
1872 |
1806 |
1866 |
+69 |
3,421 |
21,720 |
-2,726 |
May09 |
090316 |
1859 |
1884 |
1842 |
1861 |
unch |
7,256 |
72,254 |
-2,356 |
Jul09 |
090316 |
1821 |
1840 |
1802 |
1815 |
-6 |
2,540 |
47,901 |
+879 |
Sep09 |
090316 |
1774 |
1808 |
1770 |
1784 |
-12 |
832 |
17,981 |
+209 |
Dec09 |
090316 |
1771 |
1772 |
1740 |
1758 |
-10 |
168 |
19,579 |
+88 |
Mar10 |
090316 |
1730 |
1736 |
1730 |
1736 |
-5 |
30 |
9,384 |
+21 |
May10 |
090316 |
1730 |
1734 |
1730 |
1734 |
-5 |
0 |
328 |
+0 |
Total Volume and Open Interest |
13,687 |
177,643 |
-3,269 |
London Coffee(LCE) |
London Sugar(LCE) |
May09 |
090316 |
393.80 |
398.80 |
389.10 |
396.50 |
+1.30 |
5,202 |
28,450 |
-627 |
Aug09 |
090316 |
390.80 |
393.70 |
386.70 |
393.50 |
+1.30 |
4,664 |
22,645 |
+2,126 |
Oct09 |
090316 |
386.10 |
392.00 |
384.50 |
391.50 |
+2.50 |
1,753 |
10,233 |
+333 |
Dec09 |
090316 |
386.00 |
391.20 |
384.40 |
391.20 |
+3.20 |
447 |
2,817 |
+22 |
Mar10 |
090316 |
392.50 |
396.20 |
392.50 |
395.70 |
+3.10 |
174 |
1,773 |
+104 |
Total Volume and Open Interest |
12,301 |
67,170 |
+1,968 |
Cotton(ICE) |
May09 |
090316 |
42.76 |
43.57 |
42.76 |
43.05 |
+0.22 |
6,459 |
61,735 |
+354 |
Jul09 |
090316 |
43.95 |
44.48 |
43.82 |
43.95 |
+0.09 |
1,996 |
32,950 |
+1,038 |
Oct09 |
090316 |
46.50 |
46.50 |
46.50 |
46.50 |
+0.37 |
0 |
493 |
+0 |
Dec09 |
090316 |
47.91 |
48.50 |
47.85 |
48.13 |
+0.30 |
968 |
22,668 |
-95 |
Mar10 |
090316 |
51.02 |
51.05 |
50.97 |
51.05 |
+0.36 |
26 |
3,066 |
+10 |
May10 |
090316 |
52.05 |
52.05 |
52.05 |
52.05 |
+0.37 |
0 |
141 |
+0 |
Total Volume and Open Interest |
9,484 |
123,526 |
+1,322 |
Lumber(CME) |
May09 |
090316 |
159.4 |
162.0 |
157.5 |
161.6 |
+2.5 |
259 |
4,455 |
+47 |
Jul09 |
090316 |
170.2 |
172.4 |
168.6 |
171.0 |
+1.7 |
76 |
1,413 |
+35 |
Sep09 |
090316 |
179.6 |
181.9 |
178.9 |
181.9 |
-0.1 |
22 |
393 |
+0 |
Nov09 |
090316 |
180.0 |
180.0 |
179.4 |
180.0 |
-0.9 |
1 |
63 |
+0 |
Total Volume and Open Interest |
511 |
6,462 |
-75 |
Crude Oil(NYM) |
Apr09 |
090316 |
45.20 |
47.63 |
43.62 |
47.35 |
+1.10 |
316,566 |
129,240 |
-21,175 |
May09 |
090316 |
46.38 |
48.29 |
44.72 |
48.05 |
+1.02 |
203,658 |
321,693 |
+20,413 |
Jun09 |
090316 |
47.74 |
49.34 |
45.95 |
49.11 |
+1.00 |
61,654 |
161,295 |
+6,547 |
Jul09 |
090316 |
48.25 |
50.19 |
47.02 |
49.96 |
+0.91 |
14,947 |
76,872 |
+1,527 |
Aug09 |
090316 |
48.23 |
50.88 |
48.06 |
50.68 |
+0.81 |
6,522 |
29,069 |
-119 |
Sep09 |
090316 |
48.78 |
51.61 |
48.78 |
51.38 |
+0.75 |
6,118 |
36,954 |
+1,184 |
Oct09 |
090316 |
49.73 |
52.20 |
49.73 |
51.99 |
+0.78 |
4,376 |
27,080 |
+101 |
Nov09 |
090316 |
50.25 |
52.84 |
50.25 |
52.59 |
+0.83 |
3,121 |
18,861 |
-132 |
Dec09 |
090316 |
51.47 |
53.56 |
50.50 |
53.18 |
+0.88 |
20,775 |
84,249 |
-603 |
Jan10 |
090316 |
52.22 |
54.00 |
52.22 |
53.73 |
+0.91 |
1,990 |
22,762 |
+325 |
Feb10 |
090316 |
53.85 |
54.27 |
53.85 |
54.27 |
+0.94 |
1,102 |
10,663 |
+138 |
Mar10 |
090316 |
54.80 |
54.80 |
54.80 |
54.80 |
+0.95 |
1,382 |
12,555 |
-157 |
Apr10 |
090316 |
55.27 |
55.32 |
55.27 |
55.32 |
+0.95 |
1,179 |
6,248 |
+537 |
May10 |
090316 |
55.80 |
55.80 |
55.80 |
55.80 |
+0.92 |
758 |
4,079 |
+217 |
Jun10 |
090316 |
55.00 |
56.27 |
54.67 |
56.27 |
+0.89 |
3,607 |
24,375 |
-137 |
Jul10 |
090316 |
56.69 |
56.69 |
56.69 |
56.69 |
+0.86 |
235 |
6,730 |
-94 |
Total Volume and Open Interest |
660,226 |
1,241,333 |
+7,382 |
e-miNY Crude Oil(NYM) |
Mar09 |
090219 |
34.750 |
39.800 |
34.425 |
39.475 |
+4.850 |
2,309 |
7,304 |
-290 |
Apr09 |
090309 |
45.775 |
48.800 |
45.000 |
47.075 |
+1.550 |
11,509 |
5,290 |
+0 |
May09 |
090316 |
46.025 |
48.275 |
44.500 |
48.050 |
+1.025 |
1,561 |
1,941 |
+145 |
Jun09 |
090316 |
47.525 |
49.300 |
45.675 |
49.100 |
+1.000 |
138 |
379 |
+27 |
Jul09 |
090316 |
47.750 |
49.950 |
47.200 |
49.950 |
+0.900 |
6 |
34 |
-2 |
Aug09 |
090316 |
50.275 |
50.675 |
50.275 |
50.675 |
+0.800 |
0 |
16 |
+0 |
Sep09 |
090316 |
51.375 |
51.375 |
51.375 |
51.375 |
+0.750 |
0 |
16 |
+0 |
Oct09 |
090316 |
52.000 |
52.000 |
52.000 |
52.000 |
+0.800 |
0 |
2 |
+0 |
Nov09 |
090316 |
52.600 |
52.600 |
52.600 |
52.600 |
+0.850 |
0 |
2 |
+0 |
Dec09 |
090316 |
53.175 |
53.175 |
53.175 |
53.175 |
+0.875 |
6 |
25 |
+0 |
Total Volume and Open Interest |
12,718 |
7,752 |
-169 |
Heating Oil(NYM) |
Apr09 |
090316 |
117.75 |
122.65 |
114.30 |
121.30 |
+1.58 |
41,162 |
39,795 |
-2,789 |
May09 |
090316 |
118.80 |
123.76 |
115.38 |
122.55 |
+1.79 |
20,588 |
50,776 |
+3,890 |
Jun09 |
090316 |
119.90 |
126.06 |
117.81 |
124.95 |
+1.94 |
12,257 |
40,939 |
+1,756 |
Jul09 |
090316 |
125.50 |
128.89 |
121.59 |
128.15 |
+1.89 |
3,527 |
20,727 |
+553 |
Aug09 |
090316 |
128.30 |
132.00 |
124.62 |
131.30 |
+1.94 |
2,094 |
10,512 |
-325 |
Sep09 |
090316 |
128.24 |
135.62 |
127.80 |
134.55 |
+2.09 |
2,589 |
12,509 |
+342 |
Oct09 |
090316 |
132.24 |
137.40 |
130.58 |
137.40 |
+2.24 |
830 |
7,583 |
+120 |
Nov09 |
090316 |
135.30 |
140.86 |
133.84 |
140.30 |
+2.39 |
1,528 |
9,425 |
+76 |
Dec09 |
090316 |
138.00 |
144.24 |
136.44 |
143.20 |
+2.54 |
3,647 |
20,866 |
+443 |
Jan10 |
090316 |
139.42 |
146.13 |
138.95 |
145.80 |
+2.64 |
1,330 |
8,731 |
+387 |
Feb10 |
090316 |
141.15 |
149.50 |
140.76 |
147.40 |
+2.69 |
414 |
5,600 |
-14 |
Mar10 |
090316 |
143.04 |
148.17 |
143.04 |
147.75 |
+2.74 |
768 |
3,531 |
-192 |
Total Volume and Open Interest |
94,063 |
266,620 |
+4,630 |
Gasoline(NYMEX) |
Apr09 |
090316 |
134.74 |
138.38 |
130.60 |
136.73 |
+1.44 |
33,433 |
39,955 |
-5,494 |
May09 |
090316 |
134.20 |
139.01 |
131.84 |
137.80 |
+1.63 |
23,073 |
60,764 |
+4,883 |
Jun09 |
090316 |
132.20 |
138.64 |
132.12 |
137.69 |
+1.66 |
10,559 |
27,739 |
+173 |
Jul09 |
090316 |
133.82 |
138.17 |
131.90 |
137.36 |
+1.59 |
4,987 |
15,582 |
+3 |
Aug09 |
090316 |
132.19 |
137.40 |
131.35 |
136.90 |
+1.57 |
3,564 |
12,325 |
-210 |
Sep09 |
090316 |
132.61 |
136.63 |
131.00 |
136.23 |
+1.53 |
3,163 |
13,118 |
+94 |
Oct09 |
090316 |
122.10 |
127.00 |
121.60 |
126.63 |
+1.48 |
1,503 |
9,619 |
+350 |
Nov09 |
090316 |
122.37 |
126.83 |
122.37 |
126.83 |
+1.48 |
486 |
2,110 |
+217 |
Dec09 |
090316 |
123.54 |
128.61 |
123.54 |
128.18 |
+1.53 |
848 |
8,557 |
+105 |
Jan10 |
090316 |
130.43 |
130.43 |
130.43 |
130.43 |
+1.58 |
0 |
1,241 |
+0 |
Total Volume and Open Interest |
81,617 |
199,931 |
+122 |
e-miNY RBOB Gasoline(NYM) |
Apr09 |
090311 |
125.12 |
125.12 |
125.12 |
125.12 |
-4.60 |
0 |
1 |
+0 |
May09 |
090316 |
137.80 |
137.80 |
137.80 |
137.80 |
+1.63 |
1 |
0 |
-1 |
Jun09 |
090316 |
137.69 |
137.69 |
137.69 |
137.69 |
+1.38 |
|
|
|
Jul09 |
090316 |
137.36 |
137.36 |
137.36 |
137.36 |
+1.31 |
|
|
|
Total Volume and Open Interest |
1 |
4 |
-1 |
Natural Gas(NYM) |
Apr09 |
090316 |
3.914 |
3.950 |
3.766 |
3.850 |
-0.082 |
86,935 |
95,887 |
-6,110 |
May09 |
090316 |
3.990 |
4.011 |
3.838 |
3.922 |
-0.084 |
29,798 |
82,509 |
+3,993 |
Jun09 |
090316 |
4.078 |
4.134 |
3.965 |
4.042 |
-0.084 |
15,962 |
46,004 |
-3,572 |
Jul09 |
090316 |
4.223 |
4.262 |
4.096 |
4.175 |
-0.083 |
9,010 |
39,132 |
-326 |
Aug09 |
090316 |
4.250 |
4.350 |
4.195 |
4.267 |
-0.083 |
3,011 |
28,206 |
-134 |
Sep09 |
090316 |
4.316 |
4.411 |
4.244 |
4.323 |
-0.077 |
2,845 |
24,735 |
+409 |
Oct09 |
090316 |
4.480 |
4.526 |
4.362 |
4.438 |
-0.073 |
7,253 |
39,202 |
+446 |
Nov09 |
090316 |
4.950 |
5.009 |
4.859 |
4.928 |
-0.063 |
1,016 |
19,396 |
+150 |
Dec09 |
090316 |
5.490 |
5.547 |
5.410 |
5.466 |
-0.055 |
2,029 |
32,212 |
-118 |
Jan10 |
090316 |
5.760 |
5.810 |
5.690 |
5.743 |
-0.058 |
3,869 |
27,604 |
+424 |
Feb10 |
090316 |
5.741 |
5.820 |
5.714 |
5.750 |
-0.056 |
413 |
10,844 |
-42 |
Mar10 |
090316 |
5.630 |
5.695 |
5.570 |
5.630 |
-0.051 |
1,292 |
22,614 |
-26 |
Apr10 |
090316 |
5.350 |
5.419 |
5.305 |
5.345 |
-0.041 |
1,018 |
22,603 |
+126 |
May10 |
090316 |
5.340 |
5.446 |
5.332 |
5.370 |
-0.041 |
127 |
10,917 |
+44 |
Jun10 |
090316 |
5.437 |
5.505 |
5.437 |
5.460 |
-0.041 |
96 |
7,351 |
+54 |
Jul10 |
090316 |
5.560 |
5.600 |
5.560 |
5.575 |
-0.041 |
290 |
5,746 |
+231 |
Total Volume and Open Interest |
167,169 |
658,331 |
-4,349 |
Brent Crude Oil(ICE) |
Apr09 |
090316 |
44.25 |
44.57 |
42.59 |
43.98 |
-0.95 |
71,999 |
65,292 |
-10,406 |
May09 |
090316 |
45.23 |
46.74 |
43.48 |
46.46 |
+0.58 |
112,591 |
154,357 |
-5,471 |
Jun09 |
090316 |
46.10 |
47.96 |
44.75 |
47.69 |
+0.62 |
52,747 |
125,932 |
+4,440 |
Jul09 |
090316 |
46.91 |
48.83 |
45.92 |
48.65 |
+0.58 |
15,296 |
51,682 |
+4,222 |
Aug09 |
090316 |
47.64 |
49.54 |
46.72 |
49.32 |
+0.52 |
5,019 |
22,178 |
+1,143 |
Sep09 |
090316 |
48.44 |
50.15 |
47.39 |
49.92 |
+0.49 |
3,279 |
19,352 |
+456 |
Oct09 |
090316 |
49.06 |
50.76 |
48.03 |
50.53 |
+0.50 |
2,278 |
13,450 |
+268 |
Nov09 |
090316 |
49.61 |
51.38 |
48.68 |
51.15 |
+0.55 |
2,135 |
13,189 |
+154 |
Dec09 |
090316 |
50.17 |
52.00 |
49.07 |
51.78 |
+0.61 |
11,603 |
76,782 |
+3,433 |
Jan10 |
090316 |
50.74 |
52.38 |
50.74 |
52.38 |
+0.64 |
1,496 |
13,210 |
+345 |
Feb10 |
090316 |
51.29 |
52.96 |
51.29 |
52.96 |
+0.67 |
1,145 |
6,945 |
-513 |
Mar10 |
090316 |
53.54 |
53.54 |
53.54 |
53.54 |
+0.70 |
573 |
5,816 |
+360 |
Apr10 |
090316 |
54.09 |
54.09 |
54.09 |
54.09 |
+0.70 |
98 |
2,982 |
-35 |
May10 |
090316 |
54.60 |
54.60 |
54.60 |
54.60 |
+0.71 |
53 |
2,722 |
+35 |
Total Volume and Open Interest |
287,624 |
695,883 |
+2,150 |
Gas Oil(ICE) |
Apr09 |
090316 |
380.00 |
389.50 |
364.75 |
381.25 |
-8.75 |
57,217 |
63,830 |
-2,306 |
May09 |
090316 |
388.50 |
398.00 |
373.50 |
390.00 |
-8.50 |
30,915 |
68,475 |
+2,980 |
Jun09 |
090316 |
391.00 |
408.25 |
383.50 |
400.50 |
-8.00 |
13,270 |
53,191 |
+2,050 |
Jul09 |
090316 |
394.75 |
418.00 |
394.00 |
410.75 |
-7.75 |
6,371 |
21,750 |
-256 |
Aug09 |
090316 |
404.75 |
428.50 |
404.00 |
420.75 |
-7.50 |
4,843 |
23,674 |
+52 |
Sep09 |
090316 |
414.75 |
438.25 |
414.25 |
430.75 |
-7.25 |
3,376 |
24,095 |
+513 |
Oct09 |
090316 |
423.50 |
445.00 |
423.00 |
439.25 |
-7.00 |
1,795 |
18,998 |
+576 |
Nov09 |
090316 |
430.50 |
452.50 |
430.25 |
447.00 |
-6.00 |
1,225 |
11,959 |
-229 |
Dec09 |
090316 |
438.75 |
462.00 |
437.00 |
454.00 |
-5.25 |
5,264 |
54,454 |
-1,902 |
Jan10 |
090316 |
462.50 |
462.50 |
462.50 |
462.50 |
-5.00 |
1,983 |
19,844 |
+128 |
Total Volume and Open Interest |
133,630 |
437,193 |
-8,132 |
Ethanol(CBOT) |
Mar09 |
090304 |
1.500 |
1.549 |
1.500 |
1.549 |
+0.057 |
19 |
25 |
-33 |
Apr09 |
090316 |
1.580 |
1.590 |
1.572 |
1.580 |
+0.009 |
46 |
393 |
-12 |
May09 |
090316 |
1.600 |
1.600 |
1.585 |
1.590 |
+0.010 |
38 |
376 |
+3 |
Jun09 |
090316 |
1.615 |
1.630 |
1.615 |
1.624 |
+0.021 |
35 |
343 |
+17 |
Jul09 |
090316 |
1.650 |
1.650 |
1.630 |
1.638 |
+0.013 |
15 |
284 |
-1 |
Aug09 |
090316 |
1.640 |
1.645 |
1.640 |
1.642 |
+0.012 |
112 |
152 |
-48 |
Sep09 |
090316 |
1.655 |
1.655 |
1.650 |
1.650 |
+0.004 |
117 |
229 |
-43 |
Oct09 |
090316 |
1.660 |
1.680 |
1.660 |
1.660 |
+0.010 |
118 |
194 |
-49 |
Total Volume and Open Interest |
877 |
3,369 |
-241 |
US Dollar Index(ICE) |
Mar09 |
090316 |
87.095 |
87.105 |
86.520 |
86.890 |
-0.565 |
5,370 |
7,193 |
-1,791 |
Jun09 |
090316 |
88.050 |
88.260 |
86.910 |
87.425 |
-0.510 |
7,368 |
20,411 |
+1,706 |
Sep09 |
090316 |
87.355 |
87.760 |
87.350 |
87.760 |
-0.510 |
0 |
2,024 |
+0 |
Total Volume and Open Interest |
12,739 |
29,629 |
-84 |
Australian Dollar(CME) |
Mar09 |
090316 |
65.56 |
66.31 |
65.31 |
66.00 |
+0.27 |
22,443 |
25,808 |
-6,019 |
Jun09 |
090316 |
65.20 |
66.07 |
64.93 |
65.83 |
+0.43 |
42,481 |
45,189 |
+7,747 |
Sep09 |
090316 |
65.82 |
65.82 |
65.19 |
65.60 |
+0.41 |
10 |
164 |
+10 |
Total Volume and Open Interest |
64,934 |
71,196 |
+1,738 |
British Pound(CME) |
Mar09 |
090316 |
139.53 |
142.31 |
138.96 |
140.83 |
+1.14 |
46,496 |
46,967 |
-17,371 |
Jun09 |
090316 |
139.61 |
142.39 |
138.96 |
140.96 |
+1.21 |
69,786 |
66,697 |
+9,908 |
Sep09 |
090316 |
142.00 |
142.15 |
139.39 |
141.09 |
+1.19 |
84 |
164 |
+47 |
Total Volume and Open Interest |
116,366 |
113,861 |
-7,416 |
Canadian Dollar(CME) |
Mar09 |
090316 |
78.49 |
79.12 |
78.22 |
78.82 |
+0.37 |
28,926 |
41,145 |
-11,122 |
Jun09 |
090316 |
78.62 |
79.23 |
78.25 |
78.90 |
+0.36 |
48,133 |
48,852 |
+15,275 |
Sep09 |
090316 |
79.10 |
79.27 |
78.75 |
79.06 |
+0.36 |
247 |
1,777 |
+71 |
Dec09 |
090316 |
79.31 |
79.44 |
78.88 |
79.24 |
+0.36 |
121 |
1,014 |
+22 |
Total Volume and Open Interest |
77,429 |
93,233 |
+4,245 |
Japanese Yen(CME) |
Mar09 |
090316 |
102.19 |
102.48 |
101.38 |
101.63 |
-0.37 |
74,874 |
56,516 |
-18,335 |
Jun09 |
090316 |
102.09 |
102.70 |
101.55 |
101.95 |
-0.25 |
95,091 |
60,903 |
+20,372 |
Sep09 |
090316 |
102.25 |
102.71 |
102.03 |
102.25 |
-0.24 |
144 |
583 |
+144 |
Total Volume and Open Interest |
170,109 |
118,030 |
+2,181 |
Swiss Franc(CME) |
Mar09 |
090316 |
84.23 |
84.71 |
83.96 |
84.54 |
+0.39 |
45,991 |
18,453 |
-4,793 |
Jun09 |
090316 |
84.33 |
84.90 |
84.10 |
84.48 |
+0.15 |
52,161 |
28,796 |
+12,380 |
Sep09 |
090316 |
84.70 |
85.07 |
84.61 |
84.76 |
+0.15 |
51 |
62 |
+44 |
Total Volume and Open Interest |
98,203 |
47,315 |
+7,631 |
EuroFX(CME) |
Mar09 |
090316 |
128.96 |
130.71 |
128.35 |
130.05 |
+1.06 |
131,130 |
83,046 |
-22,926 |
Jun09 |
090316 |
128.98 |
130.75 |
128.36 |
129.84 |
+0.83 |
186,996 |
94,615 |
+23,477 |
Sep09 |
090316 |
129.25 |
130.84 |
128.76 |
129.95 |
+0.81 |
12 |
1,002 |
+0 |
Total Volume and Open Interest |
318,140 |
178,691 |
+551 |
Mexican Peso(CME) |
Mar09 |
090316 |
697.2 |
699.2 |
690.2 |
698.8 |
+8.2 |
10,921 |
8,754 |
-6,387 |
Apr09 |
090316 |
703.2 |
703.2 |
688.0 |
703.2 |
+15.2 |
0 |
5 |
+0 |
Total Volume and Open Interest |
29,432 |
52,290 |
-5,076 |
30-Year T-Bonds(CBOT) |
Mar09 |
090316 |
127~125 |
127~315 |
125~180 |
126~080 |
-1~085 |
4,904 |
8,877 |
-5,293 |
Jun09 |
090316 |
126~075 |
126~220 |
124~090 |
124~310 |
-1~085 |
236,090 |
701,751 |
+9,728 |
Sep09 |
090316 |
124~290 |
124~300 |
123~075 |
123~220 |
-1~080 |
40 |
163 |
+0 |
Total Volume and Open Interest |
241,037 |
710,854 |
+4,432 |
10-Year T-Notes(CBOT) |
Mar09 |
090316 |
123~020 |
123~100 |
122~210 |
122~280 |
-0~140 |
30,098 |
28,078 |
-19,529 |
Jun09 |
090316 |
122~035 |
122~085 |
121~080 |
121~170 |
-0~145 |
777,363 |
976,075 |
+28,085 |
Sep09 |
090316 |
120~170 |
120~315 |
120~170 |
120~170 |
-0~145 |
|
|
|
Total Volume and Open Interest |
807,461 |
1,004,153 |
+8,556 |
5-Year T-Notes(CBOT) |
Mar09 |
090316 |
118~004 |
118~018 |
117~115 |
117~123 |
-0~023 |
12,694 |
17,888 |
-15,444 |
Jun09 |
090316 |
117~046 |
117~064 |
116~122 |
117~013 |
-0~025 |
498,136 |
865,548 |
-42,358 |
Sep09 |
090316 |
54~093 |
54~118 |
54~093 |
54~093 |
-0~025 |
|
|
|
Total Volume and Open Interest |
510,830 |
883,436 |
-57,802 |
2 Year T-Notes(CBOT) |
Mar09 |
090316 |
108~110 |
108~111 |
108~096 |
108~100 |
-0~010 |
0 |
10,709 |
-612 |
Jun09 |
090316 |
108~065 |
108~071 |
108~048 |
108~053 |
-0~010 |
99,629 |
440,560 |
-1,261 |
Sep09 |
090316 |
108~053 |
108~063 |
108~053 |
108~053 |
-0~010 |
|
|
|
Total Volume and Open Interest |
100,820 |
451,269 |
-1,873 |
Eurodollars(CME) |
Mar09 |
090316 |
98.683 |
98.690 |
98.680 |
98.690 |
+0.007 |
195,558 |
1,186,028 |
-33,893 |
Jun09 |
090316 |
98.640 |
98.640 |
98.580 |
98.600 |
unch |
229,649 |
1,011,785 |
-1,548 |
Sep09 |
090316 |
98.595 |
98.615 |
98.540 |
98.575 |
+0.010 |
249,643 |
912,517 |
-9,656 |
Dec09 |
090316 |
98.445 |
98.470 |
98.380 |
98.395 |
-0.020 |
257,283 |
742,646 |
-13,213 |
Mar10 |
090316 |
98.370 |
98.425 |
98.320 |
98.345 |
-0.030 |
274,455 |
677,147 |
-5,804 |
Jun10 |
090316 |
98.230 |
98.290 |
98.170 |
98.200 |
-0.030 |
216,445 |
366,349 |
+6,351 |
Sep10 |
090316 |
98.145 |
98.145 |
98.005 |
98.050 |
-0.025 |
145,095 |
356,332 |
-109 |
Dec10 |
090316 |
97.895 |
97.935 |
97.785 |
97.835 |
-0.025 |
114,346 |
387,773 |
+1,531 |
Mar11 |
090316 |
97.750 |
97.750 |
97.605 |
97.655 |
-0.025 |
75,068 |
251,817 |
+2,624 |
Jun11 |
090316 |
97.480 |
97.480 |
97.370 |
97.430 |
-0.020 |
52,856 |
200,620 |
+161 |
Sep11 |
090316 |
97.300 |
97.300 |
97.160 |
97.220 |
-0.025 |
38,831 |
128,941 |
-60 |
Dec11 |
090316 |
97.050 |
97.050 |
96.955 |
97.015 |
-0.025 |
35,381 |
107,784 |
-845 |
Mar12 |
090316 |
96.910 |
96.925 |
96.835 |
96.895 |
-0.025 |
20,014 |
83,606 |
+3,534 |
Jun12 |
090316 |
96.765 |
96.800 |
96.715 |
96.770 |
-0.030 |
17,164 |
69,373 |
+3,653 |
Sep12 |
090316 |
96.670 |
96.705 |
96.620 |
96.675 |
-0.030 |
17,230 |
64,685 |
+1,316 |
Dec12 |
090316 |
96.565 |
96.595 |
96.525 |
96.565 |
-0.030 |
16,162 |
55,829 |
+3,476 |
Mar13 |
090316 |
96.485 |
96.545 |
96.460 |
96.510 |
-0.030 |
6,794 |
38,006 |
+955 |
Jun13 |
090316 |
96.410 |
96.460 |
96.380 |
96.425 |
-0.035 |
5,307 |
26,865 |
-199 |
Total Volume and Open Interest |
2,010,270 |
6,868,003 |
-37,236 |
30 Day Federal Funds(CBOT) |
Mar09 |
090316 |
99.795 |
99.810 |
99.795 |
99.800 |
+0.003 |
2,223 |
46,120 |
-408 |
Apr09 |
090316 |
99.770 |
99.780 |
99.770 |
99.770 |
unch |
6,969 |
50,772 |
+3,295 |
May09 |
090316 |
99.755 |
99.765 |
99.750 |
99.755 |
+0.005 |
3,898 |
53,760 |
+230 |
Jun09 |
090316 |
99.740 |
99.745 |
99.730 |
99.740 |
+0.010 |
3,802 |
30,585 |
+223 |
Jul09 |
090316 |
99.700 |
99.715 |
99.700 |
99.710 |
+0.015 |
4,785 |
32,627 |
-118 |
Aug09 |
090316 |
99.665 |
99.685 |
99.660 |
99.680 |
+0.020 |
3,276 |
28,264 |
-354 |
Total Volume and Open Interest |
35,295 |
382,569 |
+3,050 |
30 Day Fed Funds(e-CBOT) |
Mar09 |
090306 |
99.777 |
99.777 |
99.768 |
99.772 |
-0.003 |
1,864 |
45,781 |
+400 |
Apr09 |
090306 |
99.760 |
99.760 |
99.745 |
99.755 |
-0.005 |
2,386 |
45,670 |
+1,000 |
May09 |
090306 |
99.735 |
99.740 |
99.720 |
99.730 |
-0.005 |
5,548 |
52,497 |
-2,585 |
Jun09 |
090306 |
99.715 |
99.720 |
99.695 |
99.710 |
-0.005 |
1,100 |
29,094 |
-95 |
Jul09 |
090306 |
99.685 |
99.690 |
99.660 |
99.675 |
-0.005 |
2,124 |
26,928 |
-193 |
Aug09 |
090306 |
99.655 |
99.665 |
99.630 |
99.645 |
-0.010 |
1,665 |
25,043 |
+612 |
Total Volume and Open Interest |
22,142 |
354,023 |
+1,351 |
3-Mth Euro-Yen(CME) |
Mar09 |
090316 |
99.31 |
99.31 |
99.31 |
99.31 |
unch |
|
|
|
Jun09 |
090316 |
99.39 |
99.39 |
99.39 |
99.39 |
unch |
|
|
|
Sep09 |
090316 |
99.44 |
99.44 |
99.44 |
99.44 |
unch |
|
|
|
Dec09 |
090316 |
99.44 |
99.44 |
99.44 |
99.44 |
unch |
|
|
|
Mar10 |
090316 |
99.43 |
99.43 |
99.43 |
99.43 |
unch |
|
|
|
Jun10 |
090316 |
99.37 |
99.37 |
99.37 |
99.37 |
unch |
|
|
|
Sep10 |
090316 |
99.31 |
99.31 |
99.31 |
99.31 |
unch |
|
|
|
Dec10 |
090316 |
99.26 |
99.26 |
99.26 |
99.26 |
unch |
|
|
|
Mar11 |
090316 |
99.18 |
99.18 |
99.18 |
99.18 |
unch |
|
|
|
Jun11 |
090316 |
99.12 |
99.12 |
99.11 |
99.11 |
-0.01 |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Jun09 |
090316 |
99.39 |
99.39 |
99.39 |
99.39 |
unch |
345 |
10,182 |
+151 |
Sep09 |
090316 |
99.44 |
99.44 |
99.43 |
99.43 |
-0.01 |
0 |
3,576 |
+0 |
Dec09 |
090316 |
99.44 |
99.44 |
99.44 |
99.44 |
0.00 |
95 |
1,955 |
+46 |
Mar10 |
090316 |
99.43 |
99.43 |
99.43 |
99.43 |
0.00 |
10 |
1,372 |
+0 |
Jun10 |
090316 |
99.36 |
99.36 |
99.36 |
99.36 |
-0.01 |
0 |
527 |
+0 |
Sep10 |
090316 |
99.31 |
99.31 |
99.31 |
99.31 |
0.00 |
0 |
252 |
+0 |
Dec10 |
090316 |
99.26 |
99.26 |
99.26 |
99.26 |
0.00 |
0 |
152 |
+0 |
Mar11 |
090316 |
99.18 |
99.18 |
99.18 |
99.18 |
0.00 |
0 |
402 |
+0 |
Total Volume and Open Interest |
666 |
35,784 |
+0 |
Japanese Gov't Bonds(SGX) |
Jun09 |
090316 |
138.51 |
138.98 |
138.50 |
138.86 |
+0.35 |
2,127 |
10,199 |
-169 |
Sep09 |
090316 |
138.86 |
138.86 |
138.86 |
138.86 |
+0.35 |
|
|
|
Dec09 |
090316 |
138.86 |
138.86 |
138.86 |
138.86 |
+0.35 |
|
|
|
Total Volume and Open Interest |
2,127 |
10,199 |
+0 |
Euro-Bund(EUREX) |
Jun09 |
090306 |
124.42 |
125.43 |
124.42 |
125.37 |
+1.22 |
629,177 |
601,708 |
+182,776 |
Sep09 |
090306 |
124.80 |
124.80 |
124.77 |
124.77 |
+0.80 |
100 |
1 |
+0 |
Total Volume and Open Interest |
1,778,206 |
858,069 |
+2,951 |
Euro-Bobl(EUREX) |
Jun09 |
090306 |
116.88 |
117.31 |
116.86 |
117.22 |
+0.39 |
453,030 |
590,143 |
+207,944 |
Sep09 |
090316 |
115.84 |
115.84 |
115.83 |
115.83 |
-0.41 |
748 |
6,352 |
+601 |
Dec09 |
090316 |
115.64 |
115.64 |
115.64 |
115.64 |
-0.32 |
99 |
0 |
-99 |
Total Volume and Open Interest |
334,683 |
710,443 |
+8,819 |
3-Mth Euribor(EUREX) |
Mar09 |
090212 |
98.300 |
98.320 |
98.295 |
98.305 |
+0.530 |
476 |
12,898 |
+7,534 |
Jun09 |
090306 |
98.535 |
98.560 |
98.500 |
98.505 |
-0.030 |
271 |
5,237 |
-199 |
Sep09 |
090306 |
98.520 |
98.570 |
98.500 |
98.510 |
-0.015 |
1,091 |
3,955 |
+621 |
Total Volume and Open Interest |
1,687 |
31,574 |
+539 |
Long Gilt(LIFFE) |
Mar09 |
090306 |
125~19 |
125~29 |
124~28 |
125~27 |
+3~00 |
1,326 |
16,007 |
-173 |
Jun09 |
090316 |
124~17 |
124~24 |
123~27 |
123~30 |
-0~28 |
94,659 |
375,232 |
+1,010 |
Total Volume and Open Interest |
95,481 |
390,305 |
+1,236 |
3-Mth Short Sterling(LIFFE) |
Mar09 |
090316 |
98.19 |
98.21 |
98.17 |
98.19 |
unch |
59,616 |
419,138 |
-6,213 |
Jun09 |
090316 |
98.28 |
98.33 |
98.24 |
98.29 |
unch |
51,097 |
301,275 |
-1,888 |
Sep09 |
090316 |
98.23 |
98.25 |
98.16 |
98.23 |
unch |
49,180 |
292,005 |
+755 |
Dec09 |
090316 |
98.02 |
98.02 |
97.93 |
97.99 |
-0.03 |
32,787 |
246,104 |
+4,295 |
Mar10 |
090316 |
97.92 |
97.92 |
97.81 |
97.87 |
-0.05 |
46,796 |
233,927 |
+4,265 |
Jun10 |
090316 |
97.73 |
97.73 |
97.62 |
97.67 |
-0.07 |
38,764 |
169,696 |
+9,561 |
Total Volume and Open Interest |
321,875 |
1,984,588 |
+13,103 |
3-Mth Euribor(LIFFE) |
Mar09 |
090316 |
98.365 |
98.375 |
98.365 |
98.370 |
unch |
133,395 |
588,637 |
-12,520 |
Jun09 |
090316 |
98.530 |
98.550 |
98.520 |
98.535 |
unch |
179,187 |
668,656 |
-10,843 |
Sep09 |
090316 |
98.470 |
98.505 |
98.450 |
98.500 |
+0.030 |
133,720 |
562,298 |
+2,166 |
Total Volume and Open Interest |
954,372 |
3,500,426 |
+11,947 |
3-Mth Aus T-Bills(SFE) |
Mar09 |
090312 |
96.89 |
96.96 |
96.84 |
96.88 |
unch |
26,665 |
43,767 |
-38,090 |
Jun09 |
090316 |
97.27 |
97.30 |
97.24 |
97.25 |
-0.02 |
16,444 |
288,585 |
+2,821 |
Sep09 |
090316 |
97.36 |
97.41 |
97.32 |
97.34 |
-0.04 |
12,371 |
153,173 |
+4,977 |
Dec09 |
090316 |
97.30 |
97.33 |
97.22 |
97.25 |
-0.06 |
6,059 |
86,234 |
+1,118 |
Mar10 |
090316 |
97.09 |
97.12 |
97.01 |
97.02 |
-0.08 |
6,026 |
59,753 |
+2,106 |
Jun10 |
090316 |
96.79 |
96.83 |
96.72 |
96.73 |
-0.08 |
4,163 |
54,912 |
+928 |
Sep10 |
090316 |
96.46 |
96.49 |
96.40 |
96.41 |
-0.07 |
5,476 |
32,986 |
+1,557 |
Dec10 |
090316 |
96.14 |
96.16 |
96.07 |
96.08 |
-0.06 |
3,118 |
18,529 |
-735 |
Mar11 |
090316 |
95.85 |
95.87 |
95.81 |
95.82 |
-0.05 |
1,802 |
3,195 |
+1,068 |
Jun11 |
090316 |
95.64 |
95.64 |
95.58 |
95.58 |
-0.05 |
196 |
1,480 |
+172 |
Total Volume and Open Interest |
55,661 |
699,747 |
+13,116 |
10-Year Aus T-Bonds(SFE) |
Mar09 |
090310 |
95.93 |
95.94 |
95.76 |
95.77 |
-0.02 |
26,999 |
312,018 |
-2,519 |
Jun09 |
090316 |
95.70 |
95.73 |
95.63 |
95.68 |
-0.03 |
82,026 |
234,098 |
+43,030 |
Total Volume and Open Interest |
167,154 |
376,235 |
-40,449 |
3-Year Aus T-Bonds(SFE) |
Mar09 |
090316 |
96.89 |
96.93 |
96.85 |
96.90 |
-0.04 |
103,733 |
547,573 |
+547,573 |
Jun09 |
090316 |
96.88 |
96.92 |
96.82 |
96.84 |
-0.05 |
89,314 |
263,242 |
+52,559 |
Total Volume and Open Interest |
186,845 |
529,999 |
-3,827 |
Gold(CMX) |
Apr09 |
090316 |
928.3 |
930.6 |
915.3 |
922.0 |
-8.1 |
123,791 |
210,808 |
+3,208 |
Jun09 |
090316 |
929.5 |
931.5 |
917.8 |
924.3 |
-8.1 |
10,655 |
95,218 |
+4,459 |
Aug09 |
090316 |
931.5 |
933.6 |
920.1 |
926.2 |
-8.3 |
1,266 |
10,277 |
-199 |
Oct09 |
090316 |
932.0 |
932.0 |
924.1 |
928.1 |
-8.3 |
242 |
5,174 |
-31 |
Dec09 |
090316 |
934.9 |
938.0 |
924.1 |
930.3 |
-8.3 |
1,022 |
18,207 |
-364 |
Feb10 |
090316 |
936.0 |
936.6 |
930.0 |
932.4 |
-8.3 |
502 |
3,716 |
+182 |
Apr10 |
090316 |
934.4 |
934.6 |
928.8 |
934.6 |
-8.3 |
410 |
1,836 |
-200 |
Jun10 |
090316 |
931.1 |
936.8 |
931.1 |
936.8 |
-8.4 |
0 |
4,710 |
+0 |
Aug10 |
090316 |
939.0 |
939.0 |
939.0 |
939.0 |
-8.4 |
0 |
376 |
+0 |
Oct10 |
090316 |
941.2 |
941.2 |
941.2 |
941.2 |
-8.4 |
0 |
1 |
+0 |
Dec10 |
090316 |
942.8 |
943.4 |
942.8 |
943.4 |
-8.4 |
81 |
8,435 |
-5 |
Total Volume and Open Interest |
138,577 |
376,596 |
+6,833 |
Silver(CMX) |
Mar09 |
090316 |
1300.0 |
1311.0 |
1286.5 |
1290.5 |
-32.5 |
26 |
831 |
+4 |
May09 |
090316 |
1320.0 |
1320.0 |
1277.0 |
1289.0 |
-32.5 |
14,883 |
51,395 |
+586 |
Jul09 |
090316 |
1302.0 |
1307.0 |
1284.5 |
1291.9 |
-32.4 |
1,535 |
13,995 |
+9 |
Sep09 |
090316 |
1288.5 |
1295.0 |
1288.5 |
1293.2 |
-32.3 |
223 |
3,810 |
+6 |
Dec09 |
090316 |
1300.0 |
1301.5 |
1285.5 |
1294.6 |
-32.3 |
158 |
11,422 |
+11 |
Mar10 |
090316 |
1294.5 |
1295.7 |
1294.5 |
1295.7 |
-32.3 |
62 |
3,448 |
+14 |
May10 |
090316 |
1296.7 |
1296.7 |
1296.7 |
1296.7 |
-32.3 |
1 |
157 |
-1 |
Total Volume and Open Interest |
17,028 |
92,548 |
+667 |
Platinum(NYMEX) |
Apr09 |
090316 |
1063.5 |
1073.9 |
1046.1 |
1049.4 |
-14.2 |
1,502 |
15,306 |
-507 |
Jul09 |
090316 |
1064.0 |
1073.9 |
1050.3 |
1053.6 |
-14.2 |
776 |
4,724 |
+575 |
Oct09 |
090316 |
1060.0 |
1060.0 |
1059.6 |
1059.6 |
-14.2 |
1 |
33 |
+1 |
Total Volume and Open Interest |
2,279 |
20,063 |
+69 |
Palladium(NYMEX) |
Mar09 |
090316 |
200.00 |
200.00 |
199.75 |
199.75 |
+0.25 |
0 |
22 |
-11 |
Jun09 |
090316 |
199.00 |
201.10 |
198.00 |
200.25 |
+0.25 |
227 |
11,973 |
+6 |
Sep09 |
090316 |
201.30 |
201.35 |
201.30 |
201.35 |
+0.25 |
1 |
54 |
+0 |
Total Volume and Open Interest |
228 |
12,049 |
-5 |
Copper(CMX) |
Mar09 |
090316 |
168.15 |
174.25 |
168.15 |
173.95 |
+8.10 |
299 |
2,032 |
-131 |
May09 |
090316 |
166.70 |
175.50 |
165.95 |
174.70 |
+8.25 |
11,682 |
60,767 |
+1,322 |
Jul09 |
090316 |
169.85 |
176.15 |
169.85 |
175.45 |
+8.25 |
2,664 |
12,867 |
+327 |
Sep09 |
090316 |
171.90 |
176.40 |
171.90 |
175.95 |
+8.05 |
814 |
3,922 |
+207 |
Dec09 |
090316 |
170.00 |
177.30 |
170.00 |
176.85 |
+7.85 |
99 |
2,599 |
+31 |
Total Volume and Open Interest |
16,274 |
91,152 |
+1,793 |
Aluminum(CMX) |
Mar09 |
090316 |
0.62 |
0.62 |
0.62 |
0.62 |
unch |
|
|
|
Apr09 |
090316 |
0.63 |
0.63 |
0.63 |
0.63 |
+0.01 |
|
|
|
May09 |
090316 |
0.63 |
0.63 |
0.63 |
0.63 |
unch |
|
|
|
Jun09 |
090316 |
0.64 |
0.64 |
0.64 |
0.64 |
+0.01 |
|
|
|
Jul09 |
080724 |
142.85 |
142.85 |
142.85 |
142.85 |
unch |
|
|
|
Aug09 |
080724 |
143.35 |
143.35 |
143.35 |
143.35 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
DJIA Index(CBOT) |
Mar09 |
090316 |
7173 |
7392 |
7172 |
7236 |
+4 |
1,423 |
23,773 |
-834 |
Jun09 |
090316 |
7122 |
7335 |
7120 |
7183 |
+4 |
2,377 |
3,924 |
+960 |
Sep09 |
090316 |
7146 |
7146 |
7142 |
7146 |
+4 |
0 |
1 |
+0 |
Dec09 |
090316 |
7117 |
7117 |
7113 |
7117 |
+4 |
|
|
|
Total Volume and Open Interest |
3,800 |
27,698 |
+126 |
S & P 500(CME) |
Mar09 |
090316 |
764.00 |
774.30 |
753.70 |
757.30 |
-0.50 |
127,833 |
420,559 |
-71,347 |
Jun09 |
090316 |
751.50 |
771.30 |
746.80 |
754.00 |
-0.60 |
124,447 |
277,281 |
+82,217 |
Sep09 |
090316 |
751.50 |
769.20 |
745.20 |
751.50 |
-0.70 |
1 |
2,196 |
+0 |
Dec09 |
090316 |
749.80 |
767.80 |
743.80 |
749.80 |
-1.00 |
3 |
868 |
+0 |
Total Volume and Open Interest |
252,284 |
700,906 |
+10,870 |
S & P 500 E-Mini(Globex) |
Mar09 |
090316 |
754.75 |
774.75 |
750.00 |
757.00 |
-0.75 |
|
|
|
Jun09 |
090316 |
750.75 |
771.50 |
746.25 |
754.00 |
-0.50 |
2,507,284 |
1,186,206 |
+519,703 |
Total Volume and Open Interest |
4,490,680 |
3,726,926 |
+119,672 |
NASDAQ 100(CME) |
Mar09 |
090316 |
1172.00 |
1175.00 |
1146.00 |
1153.80 |
-15.70 |
11,059 |
28,951 |
-5,251 |
Jun09 |
090316 |
1159.00 |
1179.80 |
1142.00 |
1152.30 |
-15.70 |
9,384 |
7,873 |
+5,802 |
Sep09 |
090316 |
1152.50 |
1152.50 |
1148.30 |
1152.50 |
-15.80 |
|
|
|
Total Volume and Open Interest |
20,443 |
36,824 |
+551 |
NASDAQ 100 E-Mini(Globex) |
Mar09 |
090316 |
1169.00 |
1182.00 |
1144.00 |
1153.80 |
-15.70 |
|
|
|
Jun09 |
090316 |
1163.80 |
1180.00 |
1142.30 |
1152.30 |
-15.70 |
282,650 |
75,761 |
+47,007 |
Total Volume and Open Interest |
506,918 |
356,801 |
+15,478 |
S & P Midcap 400(CME) |
Mar09 |
090316 |
460.00 |
461.00 |
451.00 |
452.40 |
-4.70 |
1,049 |
5,580 |
-66 |
Jun09 |
090316 |
458.00 |
461.00 |
446.50 |
449.90 |
-5.20 |
1,065 |
1,550 |
+1,159 |
Sep09 |
090316 |
447.90 |
448.10 |
447.90 |
447.90 |
-5.20 |
|
|
|
Total Volume and Open Interest |
2,114 |
7,130 |
+1,093 |
Russell 2000(CME) |
Mar09 |
090316 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
8,680 |
-104 |
Jun09 |
090316 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
7,352 |
+105 |
Sep09 |
090316 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
4,562 |
+0 |
Total Volume and Open Interest |
238 |
8,680 |
-104 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun09 |
090316 |
7610 |
7710 |
7515 |
7690 |
+170 |
90,422 |
124,337 |
+32,323 |
Sep09 |
090316 |
7695 |
7695 |
7695 |
7695 |
+170 |
0 |
191 |
+0 |
Total Volume and Open Interest |
193,008 |
125,116 |
-179,006 |
Nikkei 225(SGX) |
Jun09 |
090316 |
7610 |
7710 |
7515 |
7690 |
+170 |
90,422 |
124,337 |
+32,323 |
Sep09 |
090316 |
7695 |
7695 |
7695 |
7695 |
+170 |
0 |
191 |
+0 |
Dec09 |
090316 |
7680 |
7680 |
7680 |
7680 |
+205 |
50 |
58 |
-20 |
Total Volume and Open Interest |
193,008 |
125,116 |
-179,006 |
CAC 40(EURONEXT) |
Mar09 |
090316 |
2742.5 |
2799.0 |
2740.0 |
2791.0 |
+84.0 |
137,170 |
394,971 |
+6,730 |
Apr09 |
090316 |
2741.0 |
2793.5 |
2741.0 |
2791.0 |
+83.5 |
4,794 |
16,502 |
+4,660 |
May09 |
090316 |
2720.0 |
2740.5 |
2716.5 |
2740.0 |
+84.0 |
33 |
770 |
+33 |
Total Volume and Open Interest |
142,371 |
414,978 |
+11,541 |
Hang Seng Index(HKFE) |
Mar09 |
090316 |
12598 |
12949 |
12513 |
12883 |
+285 |
49,394 |
85,367 |
-153 |
Apr09 |
090316 |
12543 |
12904 |
12480 |
12848 |
+305 |
789 |
2,362 |
+336 |
Total Volume and Open Interest |
50,220 |
89,052 |
+197 |
DAX(EUREX) |
Mar09 |
090306 |
3713.5 |
3772.0 |
3621.0 |
3656.0 |
-48.5 |
198,565 |
197,128 |
+0 |
Jun09 |
090306 |
3720.0 |
3780.0 |
3635.0 |
3665.5 |
-49.5 |
2,087 |
17,918 |
+0 |
Sep09 |
090306 |
3720.0 |
3785.5 |
3645.0 |
3675.0 |
-50.0 |
752 |
2,216 |
+0 |
Total Volume and Open Interest |
201,404 |
217,262 |
-8,335 |
FT-SE 100(EURONEXT) |
Mar09 |
090316 |
3815.00 |
3890.00 |
3781.00 |
3850.50 |
+102.00 |
145,740 |
690,437 |
-25,665 |
Jun09 |
090316 |
3774.00 |
3846.50 |
3737.50 |
3808.00 |
+106.50 |
15,794 |
57,838 |
+29,037 |
Sep09 |
090316 |
3775.50 |
3775.50 |
3775.50 |
3775.50 |
+102.00 |
0 |
33 |
+0 |
Total Volume and Open Interest |
161,534 |
748,308 |
+3,372 |
SPI 200(SFE) |
Mar09 |
090316 |
3341.0 |
3380.0 |
3333.0 |
3370.0 |
+33.0 |
58,845 |
327,309 |
+16,260 |
Jun09 |
090316 |
3347.0 |
3393.0 |
3343.0 |
3384.0 |
+37.0 |
22,702 |
32,693 |
+20,604 |
Sep09 |
090316 |
3355.0 |
3355.0 |
3311.0 |
3344.0 |
+44.0 |
7 |
1,755 |
+1 |
Total Volume and Open Interest |
81,756 |
365,116 |
+36,759 |
GSCI(CME) |
Apr09 |
090316 |
338.10 |
348.50 |
334.25 |
348.00 |
+5.50 |
1,957 |
14,298 |
+1,578 |
May09 |
090316 |
354.00 |
354.00 |
341.00 |
354.00 |
+6.50 |
|
|
|
Jun09 |
090316 |
359.00 |
359.00 |
359.00 |
359.00 |
|
|
|
|
Reuters CCI(ICE) |
Apr09 |
090306 |
351.50 |
351.50 |
351.50 |
351.50 |
+3.00 |
0 |
1,037 |
+1 |
Jun09 |
090316 |
211.40 |
211.40 |
211.40 |
211.40 |
+0.50 |
25 |
50 |
+25 |
Aug09 |
090306 |
368.50 |
368.50 |
368.50 |
368.50 |
+5.00 |
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. |
|
|