|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue March 17, 2009 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May09 |
090317 |
908.50 |
921.75 |
902.75 |
913.00 |
+2.00 |
64,528 |
123,259 |
-258 |
Jul09 |
090317 |
904.00 |
918.50 |
900.00 |
910.50 |
+3.00 |
24,478 |
67,374 |
+2,278 |
Aug09 |
090317 |
892.50 |
900.75 |
889.00 |
896.00 |
+4.50 |
577 |
4,052 |
+77 |
Sep09 |
090317 |
864.75 |
873.50 |
864.75 |
872.50 |
+9.00 |
975 |
7,243 |
+272 |
Nov09 |
090317 |
847.50 |
864.75 |
845.00 |
861.00 |
+10.50 |
18,117 |
69,474 |
+2,275 |
Jan10 |
090317 |
855.00 |
872.50 |
855.00 |
872.50 |
+12.50 |
285 |
2,565 |
+12 |
Mar10 |
090317 |
870.00 |
879.50 |
870.00 |
879.50 |
+11.00 |
27 |
942 |
+9 |
Total Volume and Open Interest |
109,155 |
283,661 |
+4,406 |
Soybean Meal(CBOT) |
May09 |
090317 |
287.10 |
291.00 |
284.40 |
286.00 |
-2.40 |
26,541 |
55,074 |
+366 |
Jul09 |
090317 |
282.20 |
287.00 |
281.00 |
282.40 |
-1.80 |
6,305 |
19,825 |
+37 |
Aug09 |
090317 |
276.20 |
279.00 |
275.30 |
276.70 |
-0.80 |
1,089 |
5,312 |
+105 |
Sep09 |
090317 |
266.60 |
271.00 |
266.60 |
268.70 |
-0.10 |
1,285 |
6,253 |
+35 |
Oct09 |
090317 |
258.40 |
261.90 |
258.20 |
260.00 |
+0.40 |
294 |
5,058 |
-64 |
Dec09 |
090317 |
257.90 |
262.40 |
256.30 |
258.40 |
+0.70 |
2,431 |
15,045 |
-725 |
Jan10 |
090317 |
259.60 |
259.60 |
258.70 |
259.60 |
+0.90 |
9 |
661 |
+6 |
Mar10 |
090317 |
263.00 |
264.10 |
261.20 |
262.10 |
+0.90 |
7 |
731 |
+6 |
Total Volume and Open Interest |
38,067 |
108,467 |
-412 |
Soybean Oil(CBOT) |
May09 |
090317 |
30.78 |
31.39 |
30.74 |
31.31 |
+0.45 |
25,157 |
113,571 |
+841 |
Jul09 |
090317 |
31.06 |
31.68 |
31.03 |
31.59 |
+0.46 |
4,576 |
43,489 |
-278 |
Aug09 |
090317 |
31.41 |
31.74 |
31.30 |
31.74 |
+0.46 |
218 |
6,314 |
+57 |
Sep09 |
090317 |
31.57 |
31.94 |
31.45 |
31.89 |
+0.46 |
631 |
7,898 |
+128 |
Oct09 |
090317 |
31.67 |
32.11 |
31.58 |
32.04 |
+0.46 |
65 |
4,743 |
+16 |
Dec09 |
090317 |
31.87 |
32.45 |
31.77 |
32.34 |
+0.47 |
2,362 |
23,626 |
-164 |
Jan10 |
090317 |
32.27 |
32.60 |
32.14 |
32.60 |
+0.46 |
1 |
722 |
+1 |
Mar10 |
090317 |
32.85 |
32.85 |
32.40 |
32.85 |
+0.45 |
9 |
853 |
+9 |
Total Volume and Open Interest |
33,034 |
207,806 |
-124 |
Canola(WCE) |
Mar09 |
090313 |
408.1 |
408.1 |
408.1 |
408.1 |
-3.2 |
0 |
202 |
+0 |
May09 |
090317 |
411.3 |
417.2 |
411.3 |
414.0 |
+3.5 |
2,513 |
55,156 |
+1,525 |
Jul09 |
090317 |
411.9 |
416.2 |
411.1 |
413.5 |
+3.2 |
1,823 |
21,328 |
+1,221 |
Nov09 |
090317 |
414.0 |
416.3 |
413.4 |
414.0 |
+3.5 |
212 |
18,085 |
+33 |
Jan10 |
090317 |
416.7 |
421.5 |
416.7 |
418.5 |
+3.9 |
0 |
526 |
+0 |
Total Volume and Open Interest |
4,548 |
95,382 |
+2,779 |
Corn(CBOT) |
May09 |
090317 |
389.00 |
395.25 |
388.00 |
390.50 |
-1.00 |
118,179 |
277,302 |
-3,847 |
Jul09 |
090317 |
399.50 |
405.00 |
398.25 |
400.75 |
-1.00 |
34,763 |
187,482 |
+3,698 |
Sep09 |
090317 |
407.00 |
413.75 |
407.00 |
409.25 |
-0.75 |
8,379 |
48,109 |
+583 |
Dec09 |
090317 |
418.50 |
424.50 |
417.75 |
420.75 |
-0.50 |
25,916 |
173,716 |
+1,809 |
Mar10 |
090317 |
427.75 |
435.00 |
427.75 |
431.25 |
-0.25 |
2,060 |
17,635 |
+429 |
May10 |
090317 |
437.00 |
440.50 |
436.75 |
438.00 |
unch |
167 |
2,326 |
-10 |
Total Volume and Open Interest |
190,025 |
746,974 |
+820 |
Wheat(CBOT) |
May09 |
090317 |
540.25 |
554.75 |
536.75 |
552.50 |
+8.25 |
22,572 |
122,118 |
+343 |
Jul09 |
090317 |
553.50 |
567.25 |
549.00 |
564.75 |
+8.00 |
8,917 |
90,875 |
+1,972 |
Sep09 |
090317 |
580.00 |
590.00 |
578.00 |
589.00 |
+7.75 |
1,580 |
25,864 |
+229 |
Dec09 |
090317 |
600.00 |
612.75 |
595.50 |
610.25 |
+7.25 |
3,420 |
39,905 |
-10 |
Mar10 |
090317 |
614.25 |
625.75 |
614.25 |
625.00 |
+6.00 |
276 |
1,591 |
+89 |
Total Volume and Open Interest |
36,822 |
289,593 |
+1,765 |
Wheat(KCBT) |
May09 |
090317 |
593.25 |
607.00 |
588.50 |
605.25 |
+8.00 |
3,742 |
27,806 |
-242 |
Jul09 |
090317 |
605.25 |
617.00 |
598.50 |
616.00 |
+8.75 |
1,893 |
25,122 |
+0 |
Sep09 |
090317 |
611.00 |
626.50 |
611.00 |
625.50 |
+8.25 |
151 |
5,892 |
+15 |
Dec09 |
090317 |
625.75 |
641.00 |
624.75 |
640.00 |
+8.25 |
584 |
15,671 |
-145 |
Mar10 |
090317 |
639.00 |
651.50 |
639.00 |
651.50 |
+8.50 |
7 |
475 |
+4 |
Total Volume and Open Interest |
6,387 |
76,695 |
-410 |
Wheat(MGE) |
Mar09 |
090313 |
630.00 |
630.00 |
630.00 |
630.00 |
-4.50 |
8 |
14 |
-8 |
May09 |
090317 |
630.00 |
641.00 |
620.00 |
639.00 |
+6.00 |
1,094 |
10,169 |
-226 |
Jul09 |
090317 |
624.75 |
634.25 |
619.00 |
632.75 |
+6.25 |
287 |
6,869 |
-119 |
Sep09 |
090317 |
625.00 |
639.00 |
625.00 |
637.00 |
+6.00 |
114 |
4,264 |
-17 |
Dec09 |
090317 |
638.00 |
651.00 |
638.00 |
649.50 |
+6.75 |
64 |
3,146 |
-55 |
Total Volume and Open Interest |
1,573 |
24,968 |
-436 |
Oats(CBOT) |
May09 |
090317 |
188.75 |
195.50 |
187.00 |
193.00 |
+4.50 |
193 |
7,225 |
-40 |
Jul09 |
090317 |
197.00 |
204.00 |
197.00 |
202.00 |
+4.50 |
34 |
3,555 |
-10 |
Sep09 |
090317 |
211.00 |
211.00 |
206.50 |
211.00 |
+4.50 |
2 |
21 |
+1 |
Dec09 |
090317 |
222.25 |
226.50 |
221.25 |
226.00 |
+4.50 |
41 |
3,717 |
+25 |
Total Volume and Open Interest |
270 |
14,520 |
-26 |
Rough Rice(CBOT) |
Mar09 |
090313 |
11.75 |
11.88 |
11.50 |
11.50 |
-0.38 |
10 |
24 |
-24 |
May09 |
090317 |
11.35 |
11.95 |
11.31 |
11.95 |
+0.50 |
626 |
3,976 |
+37 |
Jul09 |
090317 |
11.55 |
12.17 |
11.55 |
12.17 |
+0.50 |
183 |
449 |
+46 |
Sep09 |
090317 |
11.77 |
12.08 |
11.77 |
12.08 |
+0.50 |
119 |
1,036 |
+55 |
Total Volume and Open Interest |
1,056 |
6,753 |
+182 |
Live Cattle(CME) |
Apr09 |
090317 |
84.285 |
84.580 |
83.650 |
84.300 |
-0.150 |
14,874 |
62,732 |
-5,523 |
Jun09 |
090317 |
81.800 |
82.180 |
81.330 |
81.930 |
-0.150 |
11,555 |
76,964 |
+1,069 |
Aug09 |
090317 |
82.885 |
83.300 |
82.450 |
83.230 |
+0.230 |
5,225 |
39,689 |
+1,133 |
Oct09 |
090317 |
86.100 |
87.000 |
86.080 |
86.650 |
+0.200 |
2,530 |
18,708 |
+412 |
Dec09 |
090317 |
88.650 |
89.250 |
88.450 |
89.250 |
+0.300 |
589 |
8,785 |
+54 |
Feb10 |
090317 |
89.535 |
90.500 |
89.535 |
90.500 |
+0.300 |
256 |
2,875 |
+150 |
Total Volume and Open Interest |
35,039 |
210,031 |
-2,695 |
Feeder Cattle(CME) |
Mar09 |
090317 |
91.400 |
92.800 |
91.400 |
92.600 |
+0.900 |
480 |
2,814 |
-240 |
Apr09 |
090317 |
91.930 |
93.100 |
91.885 |
92.800 |
+0.765 |
1,638 |
7,137 |
-515 |
May09 |
090317 |
93.535 |
94.430 |
93.385 |
94.330 |
+0.630 |
1,821 |
8,382 |
+177 |
Aug09 |
090317 |
96.950 |
97.950 |
96.800 |
97.930 |
+0.750 |
502 |
4,192 |
+132 |
Sep09 |
090317 |
97.500 |
98.785 |
97.500 |
98.730 |
+0.530 |
54 |
764 |
-2 |
Oct09 |
090317 |
98.000 |
99.000 |
98.000 |
99.000 |
+0.500 |
31 |
352 |
+13 |
Nov09 |
090317 |
98.800 |
99.250 |
98.450 |
99.250 |
+0.650 |
13 |
80 |
+4 |
Total Volume and Open Interest |
4,541 |
23,731 |
-431 |
Lean Hogs(CME) |
Apr09 |
090317 |
62.250 |
62.800 |
61.735 |
62.150 |
-0.600 |
15,898 |
38,179 |
-1,328 |
May09 |
090317 |
72.250 |
73.200 |
72.250 |
73.000 |
-0.225 |
392 |
3,404 |
+117 |
Jun09 |
090317 |
73.650 |
74.200 |
73.150 |
74.080 |
unch |
10,720 |
42,800 |
+1,419 |
Jul09 |
090317 |
75.180 |
75.350 |
74.800 |
75.225 |
+0.045 |
1,251 |
16,713 |
-7 |
Aug09 |
090317 |
74.885 |
75.680 |
74.885 |
75.400 |
+0.300 |
2,361 |
17,577 |
+324 |
Oct09 |
090317 |
68.135 |
68.550 |
67.900 |
68.330 |
+0.330 |
510 |
6,147 |
+166 |
Dec09 |
090317 |
67.000 |
67.450 |
67.000 |
67.330 |
+0.230 |
377 |
3,102 |
+189 |
Feb10 |
090317 |
70.000 |
70.000 |
69.850 |
69.850 |
-0.250 |
88 |
738 |
+34 |
Total Volume and Open Interest |
31,663 |
129,138 |
+954 |
Pork Bellies(CME) |
Mar09 |
090317 |
87.900 |
87.900 |
87.900 |
87.900 |
unch |
0 |
5 |
+0 |
May09 |
090317 |
88.980 |
91.250 |
88.900 |
89.500 |
+1.000 |
98 |
832 |
-18 |
Jul09 |
090317 |
84.900 |
87.000 |
84.550 |
84.550 |
+0.550 |
9 |
270 |
-2 |
Aug09 |
090317 |
83.300 |
86.300 |
83.300 |
83.300 |
unch |
0 |
64 |
+0 |
Feb10 |
090317 |
92.000 |
92.000 |
92.000 |
92.000 |
+0.250 |
0 |
5 |
+0 |
Total Volume and Open Interest |
107 |
1,181 |
-20 |
Class III Milk(CME) |
Mar09 |
090317 |
10.35 |
10.46 |
10.35 |
10.42 |
+0.05 |
45 |
4,827 |
+5 |
Apr09 |
090317 |
11.11 |
11.31 |
11.04 |
11.22 |
+0.18 |
432 |
4,534 |
+36 |
May09 |
090317 |
11.44 |
11.65 |
11.31 |
11.59 |
+0.29 |
228 |
4,333 |
-4 |
Jun09 |
090317 |
12.21 |
12.45 |
12.14 |
12.33 |
+0.22 |
320 |
4,042 |
+135 |
Jul09 |
090317 |
13.44 |
13.61 |
13.30 |
13.45 |
+0.15 |
190 |
2,853 |
+37 |
Total Volume and Open Interest |
1,480 |
33,925 |
+265 |
Cocoa(ICE) |
Mar09 |
090316 |
2420 |
2420 |
2420 |
2420 |
+42 |
|
|
|
May09 |
090317 |
2419 |
2423 |
2375 |
2396 |
-32 |
8,574 |
50,269 |
-739 |
Jul09 |
090317 |
2402 |
2420 |
2380 |
2399 |
-31 |
1,887 |
23,838 |
-178 |
Sep09 |
090317 |
2390 |
2416 |
2384 |
2396 |
-32 |
881 |
17,024 |
+392 |
Dec09 |
090317 |
2402 |
2409 |
2380 |
2391 |
-30 |
174 |
12,623 |
+29 |
Mar10 |
090317 |
2388 |
2388 |
2388 |
2388 |
-26 |
3 |
8,082 |
+0 |
May10 |
090317 |
2392 |
2392 |
2392 |
2392 |
-25 |
0 |
2,231 |
+0 |
Total Volume and Open Interest |
11,519 |
115,091 |
-496 |
Coffee "C"(ICE) |
Mar09 |
090317 |
110.45 |
110.45 |
109.25 |
109.25 |
+0.40 |
5 |
18 |
-6 |
May09 |
090317 |
110.80 |
112.10 |
109.75 |
111.25 |
+0.50 |
8,936 |
71,231 |
-1,066 |
Jul09 |
090317 |
112.85 |
114.00 |
112.00 |
113.25 |
+0.40 |
1,019 |
27,722 |
+192 |
Sep09 |
090317 |
115.40 |
116.25 |
114.25 |
115.45 |
+0.35 |
832 |
14,899 |
+36 |
Dec09 |
090317 |
117.50 |
118.70 |
117.35 |
118.30 |
+0.30 |
320 |
10,584 |
+6 |
Mar10 |
090317 |
121.00 |
121.20 |
120.10 |
121.00 |
+0.30 |
345 |
7,118 |
+123 |
Total Volume and Open Interest |
11,864 |
133,548 |
-708 |
Orange Juice(ICE) |
May09 |
090317 |
74.50 |
74.95 |
69.30 |
71.45 |
-3.30 |
737 |
18,582 |
-32 |
Jul09 |
090317 |
76.30 |
76.30 |
71.50 |
73.65 |
-2.60 |
147 |
4,420 |
+109 |
Sep09 |
090317 |
78.75 |
78.75 |
76.55 |
76.55 |
-2.40 |
113 |
2,832 |
+64 |
Nov09 |
090317 |
79.15 |
79.15 |
79.15 |
79.15 |
-2.00 |
35 |
506 |
+18 |
Jan10 |
090317 |
81.90 |
81.90 |
81.90 |
81.90 |
-2.00 |
12 |
139 |
+11 |
Mar10 |
090317 |
84.65 |
84.65 |
84.65 |
84.65 |
-2.00 |
0 |
5 |
+0 |
Total Volume and Open Interest |
1,044 |
26,713 |
+170 |
Sugar #11(ICE) |
May09 |
090317 |
12.93 |
13.15 |
12.74 |
13.11 |
+0.12 |
42,660 |
229,565 |
-1,553 |
Jul09 |
090317 |
13.34 |
13.52 |
13.12 |
13.47 |
+0.12 |
21,493 |
147,137 |
+5,713 |
Oct09 |
090317 |
13.79 |
13.99 |
13.61 |
13.95 |
+0.11 |
5,751 |
90,726 |
+95 |
Mar10 |
090317 |
14.60 |
14.75 |
14.40 |
14.73 |
+0.13 |
2,665 |
61,055 |
-25 |
May10 |
090317 |
14.24 |
14.47 |
14.24 |
14.43 |
+0.11 |
1,465 |
20,988 |
+53 |
Total Volume and Open Interest |
77,178 |
619,594 |
+4,062 |
Sugar #14(ICE) |
May09 |
090317 |
19.00 |
19.05 |
18.95 |
18.98 |
-0.01 |
80 |
2,353 |
+155 |
Jul09 |
090317 |
19.90 |
19.90 |
19.89 |
19.89 |
+0.05 |
53 |
2,514 |
-103 |
Sep09 |
090317 |
20.53 |
20.59 |
20.53 |
20.59 |
+0.02 |
50 |
1,713 |
+50 |
Total Volume and Open Interest |
183 |
6,580 |
+102 |
London Cocoa(LCE) |
May09 |
090316 |
1859 |
1884 |
1842 |
1861 |
unch |
7,256 |
72,254 |
-2,356 |
Jul09 |
090317 |
1810 |
1822 |
1800 |
1808 |
-7 |
3,541 |
50,190 |
+2,289 |
Sep09 |
090317 |
1777 |
1789 |
1777 |
1782 |
-2 |
461 |
17,804 |
-177 |
Dec09 |
090317 |
1750 |
1764 |
1750 |
1754 |
-4 |
106 |
19,502 |
-77 |
Mar10 |
090317 |
1725 |
1730 |
1725 |
1730 |
-6 |
58 |
9,380 |
-4 |
May10 |
090317 |
1728 |
1728 |
1728 |
1728 |
-6 |
3 |
325 |
-3 |
Jul10 |
090317 |
1734 |
1734 |
1734 |
1734 |
-8 |
0 |
242 |
+0 |
Total Volume and Open Interest |
28,891 |
172,985 |
-4,658 |
London Coffee(LCE) |
London Sugar(LCE) |
May09 |
090317 |
395.60 |
398.40 |
390.30 |
397.30 |
+0.80 |
2,469 |
27,914 |
-536 |
Aug09 |
090317 |
389.70 |
395.30 |
387.30 |
394.30 |
+0.80 |
865 |
22,845 |
+200 |
Oct09 |
090317 |
387.70 |
393.00 |
386.60 |
392.30 |
+0.80 |
509 |
10,097 |
-136 |
Dec09 |
090317 |
386.60 |
392.90 |
385.80 |
391.70 |
+0.50 |
126 |
2,805 |
-12 |
Mar10 |
090317 |
392.80 |
398.00 |
391.40 |
396.70 |
+1.00 |
90 |
1,843 |
+70 |
Total Volume and Open Interest |
4,059 |
66,756 |
-414 |
Cotton(ICE) |
May09 |
090317 |
43.17 |
43.22 |
42.59 |
42.85 |
-0.20 |
8,359 |
62,891 |
+1,156 |
Jul09 |
090317 |
44.00 |
44.00 |
43.41 |
43.65 |
-0.30 |
1,494 |
33,088 |
+138 |
Oct09 |
090317 |
46.27 |
46.27 |
46.27 |
46.27 |
-0.23 |
32 |
506 |
+13 |
Dec09 |
090317 |
48.05 |
48.15 |
47.65 |
47.91 |
-0.22 |
1,144 |
22,901 |
+233 |
Mar10 |
090317 |
50.91 |
50.91 |
50.79 |
50.79 |
-0.26 |
39 |
3,062 |
-4 |
May10 |
090317 |
51.79 |
51.79 |
51.79 |
51.79 |
-0.26 |
0 |
141 |
+0 |
Total Volume and Open Interest |
11,118 |
125,112 |
+1,586 |
Lumber(CME) |
May09 |
090317 |
160.2 |
166.5 |
159.4 |
159.8 |
-1.8 |
491 |
4,466 |
+11 |
Jul09 |
090317 |
171.3 |
175.8 |
170.6 |
170.6 |
-0.4 |
115 |
1,449 |
+36 |
Sep09 |
090317 |
180.7 |
184.7 |
180.6 |
182.4 |
+0.5 |
40 |
407 |
+14 |
Nov09 |
090317 |
180.8 |
181.0 |
180.0 |
180.0 |
unch |
1 |
64 |
+1 |
Total Volume and Open Interest |
650 |
6,400 |
-62 |
Crude Oil(NYM) |
Apr09 |
090317 |
47.06 |
49.82 |
46.53 |
49.16 |
+1.81 |
221,028 |
108,188 |
-21,052 |
May09 |
090317 |
47.65 |
50.60 |
47.21 |
50.04 |
+1.99 |
126,309 |
324,293 |
+2,600 |
Jun09 |
090317 |
48.87 |
51.70 |
48.19 |
51.21 |
+2.10 |
42,051 |
161,554 |
+259 |
Jul09 |
090317 |
49.60 |
52.60 |
49.13 |
52.18 |
+2.22 |
11,331 |
77,352 |
+480 |
Aug09 |
090317 |
50.67 |
53.29 |
50.35 |
53.04 |
+2.36 |
5,950 |
29,446 |
+377 |
Sep09 |
090317 |
51.87 |
54.10 |
50.94 |
53.81 |
+2.43 |
6,161 |
35,404 |
-1,550 |
Oct09 |
090317 |
52.34 |
54.39 |
52.34 |
54.39 |
+2.40 |
4,125 |
27,730 |
+650 |
Nov09 |
090317 |
53.00 |
54.97 |
52.40 |
54.94 |
+2.35 |
2,353 |
18,985 |
+124 |
Dec09 |
090317 |
52.98 |
55.86 |
52.35 |
55.48 |
+2.30 |
15,468 |
83,702 |
-547 |
Jan10 |
090317 |
55.32 |
56.00 |
55.05 |
56.00 |
+2.27 |
1,998 |
22,368 |
-394 |
Feb10 |
090317 |
55.57 |
56.51 |
55.56 |
56.51 |
+2.24 |
1,885 |
10,710 |
+47 |
Mar10 |
090317 |
55.60 |
57.01 |
55.60 |
57.01 |
+2.21 |
1,433 |
12,201 |
-354 |
Apr10 |
090317 |
57.44 |
57.50 |
57.44 |
57.50 |
+2.18 |
790 |
5,988 |
-260 |
May10 |
090317 |
57.15 |
57.95 |
57.15 |
57.95 |
+2.15 |
1,185 |
4,518 |
+439 |
Jun10 |
090317 |
57.86 |
58.39 |
57.45 |
58.39 |
+2.12 |
2,370 |
24,299 |
-76 |
Jul10 |
090317 |
58.80 |
58.80 |
58.80 |
58.80 |
+2.11 |
587 |
6,965 |
+235 |
Total Volume and Open Interest |
457,965 |
1,223,209 |
-18,124 |
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 |
090317 |
47.625 |
50.600 |
47.200 |
50.050 |
+2.000 |
1,290 |
1,983 |
+42 |
Jun09 |
090317 |
49.000 |
51.425 |
48.400 |
51.200 |
+2.100 |
103 |
376 |
-3 |
Jul09 |
090317 |
50.350 |
52.175 |
50.350 |
52.175 |
+2.225 |
5 |
33 |
-1 |
Aug09 |
090317 |
52.200 |
53.050 |
52.200 |
53.050 |
+2.375 |
0 |
16 |
+0 |
Sep09 |
090317 |
53.800 |
53.800 |
53.800 |
53.800 |
+2.425 |
2 |
14 |
-2 |
Oct09 |
090317 |
54.400 |
54.400 |
54.400 |
54.400 |
+2.400 |
0 |
2 |
+0 |
Nov09 |
090317 |
54.950 |
54.950 |
54.950 |
54.950 |
+2.350 |
0 |
2 |
+0 |
Dec09 |
090317 |
55.475 |
55.475 |
55.475 |
55.475 |
+2.300 |
1 |
24 |
-1 |
Total Volume and Open Interest |
10,565 |
6,800 |
-952 |
Heating Oil(NYM) |
Apr09 |
090317 |
121.30 |
128.73 |
119.00 |
127.47 |
+6.17 |
27,714 |
39,810 |
+15 |
May09 |
090317 |
122.55 |
130.00 |
120.39 |
128.82 |
+6.27 |
13,195 |
50,297 |
-479 |
Jun09 |
090317 |
124.60 |
132.26 |
123.00 |
131.02 |
+6.07 |
7,995 |
41,082 |
+143 |
Jul09 |
090317 |
128.99 |
135.00 |
128.20 |
134.07 |
+5.92 |
2,453 |
21,109 |
+382 |
Aug09 |
090317 |
132.09 |
137.65 |
132.03 |
137.12 |
+5.82 |
1,903 |
10,753 |
+241 |
Sep09 |
090317 |
137.72 |
141.10 |
137.72 |
140.32 |
+5.77 |
3,216 |
12,047 |
-462 |
Oct09 |
090317 |
138.98 |
143.12 |
138.98 |
143.12 |
+5.72 |
2,022 |
8,497 |
+914 |
Nov09 |
090317 |
141.17 |
146.27 |
141.17 |
145.97 |
+5.67 |
610 |
9,412 |
-13 |
Dec09 |
090317 |
143.43 |
149.65 |
143.43 |
148.87 |
+5.67 |
1,986 |
20,891 |
+25 |
Jan10 |
090317 |
146.00 |
151.59 |
146.00 |
151.47 |
+5.67 |
598 |
8,676 |
-55 |
Feb10 |
090317 |
152.21 |
154.00 |
152.21 |
153.02 |
+5.62 |
495 |
5,728 |
+128 |
Mar10 |
090317 |
149.88 |
154.18 |
149.88 |
153.32 |
+5.57 |
395 |
3,479 |
-52 |
Total Volume and Open Interest |
66,462 |
267,817 |
+1,197 |
Gasoline(NYMEX) |
Apr09 |
090317 |
136.30 |
143.00 |
135.10 |
142.38 |
+5.65 |
29,126 |
38,795 |
-1,160 |
May09 |
090317 |
137.40 |
144.22 |
136.43 |
143.62 |
+5.82 |
16,793 |
61,034 |
+270 |
Jun09 |
090317 |
137.90 |
144.29 |
136.73 |
143.61 |
+5.92 |
8,581 |
28,125 |
+386 |
Jul09 |
090317 |
137.25 |
143.83 |
136.47 |
143.19 |
+5.83 |
1,996 |
15,570 |
-12 |
Aug09 |
090317 |
136.50 |
143.07 |
135.89 |
142.65 |
+5.75 |
1,539 |
12,151 |
-174 |
Sep09 |
090317 |
137.88 |
142.43 |
137.84 |
141.98 |
+5.75 |
1,562 |
13,053 |
-65 |
Oct09 |
090317 |
127.16 |
132.38 |
126.99 |
132.38 |
+5.75 |
1,254 |
10,237 |
+618 |
Nov09 |
090317 |
128.31 |
132.65 |
127.85 |
132.53 |
+5.70 |
599 |
2,364 |
+254 |
Dec09 |
090317 |
129.61 |
133.93 |
129.20 |
133.93 |
+5.75 |
546 |
8,638 |
+81 |
Jan10 |
090317 |
131.45 |
136.18 |
131.45 |
136.18 |
+5.75 |
342 |
1,469 |
+228 |
Total Volume and Open Interest |
62,338 |
200,357 |
+426 |
e-miNY RBOB Gasoline(NYM) |
Apr09 |
090311 |
125.12 |
125.12 |
125.12 |
125.12 |
-4.60 |
0 |
1 |
+0 |
May09 |
090317 |
143.62 |
143.62 |
143.62 |
143.62 |
+5.82 |
|
|
|
Jun09 |
090317 |
143.61 |
143.61 |
143.61 |
143.61 |
+5.92 |
|
|
|
Jul09 |
090317 |
143.19 |
143.19 |
143.19 |
143.19 |
+5.83 |
|
|
|
Total Volume and Open Interest |
0 |
4 |
+0 |
Natural Gas(NYM) |
Apr09 |
090317 |
3.837 |
3.899 |
3.761 |
3.812 |
-0.038 |
63,073 |
89,279 |
-6,608 |
May09 |
090317 |
3.901 |
3.961 |
3.832 |
3.882 |
-0.040 |
20,440 |
85,922 |
+3,413 |
Jun09 |
090317 |
3.996 |
4.074 |
3.949 |
3.998 |
-0.044 |
5,436 |
45,815 |
-189 |
Jul09 |
090317 |
4.183 |
4.183 |
4.087 |
4.133 |
-0.042 |
3,342 |
39,204 |
+72 |
Aug09 |
090317 |
4.252 |
4.265 |
4.175 |
4.223 |
-0.044 |
1,710 |
28,479 |
+273 |
Sep09 |
090317 |
4.350 |
4.350 |
4.249 |
4.280 |
-0.043 |
1,378 |
24,786 |
+51 |
Oct09 |
090317 |
4.430 |
4.443 |
4.350 |
4.397 |
-0.041 |
4,548 |
39,437 |
+235 |
Nov09 |
090317 |
4.911 |
4.911 |
4.851 |
4.884 |
-0.044 |
806 |
19,121 |
-275 |
Dec09 |
090317 |
5.434 |
5.468 |
5.386 |
5.417 |
-0.049 |
995 |
32,464 |
+252 |
Jan10 |
090317 |
5.705 |
5.738 |
5.664 |
5.690 |
-0.053 |
2,537 |
27,517 |
-87 |
Feb10 |
090317 |
5.710 |
5.750 |
5.669 |
5.695 |
-0.055 |
329 |
10,916 |
+72 |
Mar10 |
090317 |
5.612 |
5.626 |
5.552 |
5.577 |
-0.053 |
1,165 |
22,631 |
+17 |
Apr10 |
090317 |
5.320 |
5.343 |
5.278 |
5.297 |
-0.048 |
639 |
22,634 |
+31 |
May10 |
090317 |
5.355 |
5.357 |
5.317 |
5.322 |
-0.048 |
136 |
10,912 |
-5 |
Jun10 |
090317 |
5.440 |
5.443 |
5.404 |
5.412 |
-0.048 |
71 |
7,010 |
-341 |
Jul10 |
090317 |
5.550 |
5.550 |
5.519 |
5.527 |
-0.048 |
50 |
5,739 |
-7 |
Total Volume and Open Interest |
109,630 |
655,534 |
-2,797 |
Brent Crude Oil(ICE) |
May09 |
090317 |
45.90 |
48.65 |
45.22 |
48.24 |
+1.78 |
114,916 |
164,620 |
+10,263 |
Jun09 |
090317 |
47.18 |
50.00 |
46.49 |
49.61 |
+1.92 |
38,672 |
123,169 |
-2,763 |
Jul09 |
090317 |
48.11 |
51.10 |
47.48 |
50.69 |
+2.04 |
11,263 |
52,590 |
+908 |
Aug09 |
090317 |
48.47 |
51.87 |
48.21 |
51.46 |
+2.14 |
4,702 |
22,763 |
+585 |
Sep09 |
090317 |
49.00 |
52.50 |
48.99 |
52.13 |
+2.21 |
4,244 |
19,780 |
+428 |
Oct09 |
090317 |
49.64 |
52.80 |
49.63 |
52.79 |
+2.26 |
2,650 |
13,565 |
+115 |
Nov09 |
090317 |
50.27 |
53.42 |
50.27 |
53.41 |
+2.26 |
2,053 |
13,150 |
-39 |
Dec09 |
090317 |
51.35 |
54.44 |
50.70 |
54.02 |
+2.24 |
8,008 |
74,564 |
-2,218 |
Jan10 |
090317 |
52.82 |
54.60 |
52.80 |
54.60 |
+2.22 |
1,955 |
13,388 |
+178 |
Feb10 |
090317 |
53.70 |
55.18 |
53.70 |
55.18 |
+2.22 |
1,350 |
7,395 |
+450 |
Mar10 |
090317 |
55.73 |
55.73 |
55.73 |
55.73 |
+2.19 |
499 |
5,697 |
-119 |
Apr10 |
090317 |
56.25 |
56.25 |
56.25 |
56.25 |
+2.16 |
211 |
2,972 |
-10 |
May10 |
090317 |
56.74 |
56.74 |
56.74 |
56.74 |
+2.14 |
270 |
2,717 |
-5 |
Jun10 |
090317 |
54.70 |
57.18 |
54.45 |
57.18 |
+2.11 |
605 |
11,665 |
+5 |
Total Volume and Open Interest |
270,851 |
666,325 |
-29,558 |
Gas Oil(ICE) |
Apr09 |
090317 |
384.50 |
409.00 |
377.00 |
402.50 |
+21.25 |
36,096 |
60,051 |
-3,779 |
May09 |
090317 |
393.00 |
417.25 |
386.00 |
411.25 |
+21.25 |
15,675 |
68,733 |
+258 |
Jun09 |
090317 |
403.25 |
427.25 |
396.50 |
422.75 |
+22.25 |
8,790 |
54,497 |
+1,306 |
Jul09 |
090317 |
412.00 |
437.00 |
407.25 |
433.50 |
+22.75 |
2,891 |
22,059 |
+309 |
Aug09 |
090317 |
418.75 |
447.25 |
417.25 |
443.00 |
+22.25 |
1,935 |
23,803 |
+129 |
Sep09 |
090317 |
427.50 |
456.50 |
427.50 |
453.00 |
+22.25 |
1,994 |
24,412 |
+317 |
Oct09 |
090317 |
436.25 |
462.00 |
436.00 |
460.25 |
+21.00 |
1,283 |
18,737 |
-261 |
Nov09 |
090317 |
443.75 |
468.25 |
443.75 |
467.50 |
+20.50 |
1,231 |
12,002 |
+43 |
Dec09 |
090317 |
450.75 |
479.25 |
450.75 |
479.25 |
+25.25 |
2,726 |
54,548 |
+94 |
Jan10 |
090317 |
472.25 |
472.25 |
472.25 |
472.25 |
+9.75 |
334 |
19,766 |
-78 |
Total Volume and Open Interest |
74,318 |
435,567 |
-1,626 |
Ethanol(CBOT) |
Mar09 |
090304 |
1.500 |
1.549 |
1.500 |
1.549 |
+0.057 |
19 |
25 |
-33 |
Apr09 |
090317 |
1.570 |
1.570 |
1.540 |
1.563 |
-0.017 |
11 |
388 |
-5 |
May09 |
090317 |
1.580 |
1.580 |
1.550 |
1.575 |
-0.015 |
30 |
396 |
+20 |
Jun09 |
090317 |
1.590 |
1.615 |
1.585 |
1.610 |
-0.014 |
6 |
344 |
+1 |
Jul09 |
090317 |
1.615 |
1.629 |
1.615 |
1.621 |
-0.017 |
14 |
298 |
+14 |
Aug09 |
090317 |
1.632 |
1.632 |
1.632 |
1.632 |
-0.010 |
5 |
157 |
+5 |
Sep09 |
090317 |
1.640 |
1.665 |
1.640 |
1.652 |
+0.002 |
5 |
234 |
+5 |
Oct09 |
090317 |
1.650 |
1.650 |
1.650 |
1.650 |
-0.010 |
7 |
201 |
+7 |
Total Volume and Open Interest |
137 |
3,455 |
+86 |
US Dollar Index(ICE) |
Jun09 |
090317 |
87.520 |
87.845 |
87.200 |
87.345 |
-0.080 |
5,227 |
20,579 |
+168 |
Sep09 |
090317 |
87.710 |
87.710 |
87.615 |
87.710 |
-0.050 |
28 |
2,034 |
+10 |
Dec09 |
090317 |
88.110 |
88.110 |
88.110 |
88.110 |
+0.350 |
0 |
1 |
+0 |
Total Volume and Open Interest |
8,122 |
28,697 |
-932 |
Australian Dollar(CME) |
Mar09 |
090316 |
65.56 |
66.31 |
65.31 |
66.00 |
+0.27 |
22,443 |
25,808 |
-6,019 |
Jun09 |
090317 |
65.58 |
65.94 |
65.36 |
65.80 |
-0.03 |
41,873 |
47,924 |
+2,735 |
Sep09 |
090317 |
65.34 |
65.68 |
65.30 |
65.58 |
-0.02 |
10 |
174 |
+10 |
Total Volume and Open Interest |
50,034 |
71,225 |
+29 |
British Pound(CME) |
Mar09 |
090316 |
139.53 |
142.31 |
138.96 |
140.83 |
+1.14 |
46,496 |
46,967 |
-17,371 |
Jun09 |
090317 |
140.81 |
141.45 |
139.69 |
140.34 |
-0.62 |
64,997 |
74,603 |
+7,906 |
Sep09 |
090317 |
140.90 |
141.35 |
139.90 |
140.50 |
-0.59 |
42 |
164 |
+0 |
Total Volume and Open Interest |
81,937 |
115,572 |
+1,711 |
Canadian Dollar(CME) |
Mar09 |
090317 |
0.79 |
0.79 |
0.79 |
0.79 |
-78.03 |
11,303 |
37,224 |
-3,921 |
Jun09 |
090317 |
78.71 |
78.98 |
78.38 |
78.80 |
-0.10 |
43,004 |
53,045 |
+4,193 |
Sep09 |
090317 |
78.70 |
79.08 |
78.55 |
78.95 |
-0.11 |
53 |
1,808 |
+31 |
Dec09 |
090317 |
78.86 |
79.24 |
78.81 |
79.14 |
-0.10 |
119 |
1,071 |
+57 |
Total Volume and Open Interest |
54,479 |
93,593 |
+360 |
Japanese Yen(CME) |
Mar09 |
090316 |
102.19 |
102.48 |
101.38 |
101.63 |
-0.37 |
74,874 |
56,516 |
-18,335 |
Jun09 |
090317 |
102.01 |
102.04 |
101.19 |
101.69 |
-0.26 |
63,409 |
68,843 |
+7,940 |
Sep09 |
090317 |
101.60 |
102.26 |
101.51 |
101.96 |
-0.29 |
3 |
586 |
+3 |
Total Volume and Open Interest |
80,591 |
122,015 |
+3,985 |
Swiss Franc(CME) |
Mar09 |
090316 |
84.23 |
84.71 |
83.96 |
84.54 |
+0.39 |
45,991 |
18,453 |
-4,793 |
Jun09 |
090317 |
84.58 |
84.84 |
84.18 |
84.72 |
+0.24 |
29,826 |
32,974 |
+4,178 |
Sep09 |
090317 |
84.98 |
85.05 |
84.68 |
84.98 |
+0.22 |
1 |
63 |
+1 |
Total Volume and Open Interest |
38,758 |
47,383 |
+68 |
EuroFX(CME) |
Mar09 |
090316 |
128.96 |
130.71 |
128.35 |
130.05 |
+1.06 |
131,130 |
83,046 |
-22,926 |
Jun09 |
090317 |
129.76 |
130.37 |
129.33 |
130.07 |
+0.23 |
151,727 |
101,603 |
+6,988 |
Sep09 |
090317 |
130.40 |
130.41 |
129.49 |
130.19 |
+0.24 |
39 |
1,021 |
+19 |
Total Volume and Open Interest |
189,877 |
176,574 |
-2,117 |
Mexican Peso(CME) |
Mar09 |
090316 |
697.2 |
699.2 |
690.2 |
698.8 |
+8.2 |
10,921 |
8,754 |
-6,387 |
Apr09 |
090317 |
710.0 |
710.0 |
703.2 |
710.0 |
+6.8 |
0 |
5 |
+0 |
Total Volume and Open Interest |
15,354 |
51,942 |
-348 |
30-Year T-Bonds(CBOT) |
Mar09 |
090317 |
126~000 |
126~000 |
126~000 |
126~000 |
-0~080 |
2,849 |
7,058 |
-1,819 |
Jun09 |
090317 |
124~315 |
125~315 |
123~280 |
124~075 |
-0~235 |
207,814 |
700,386 |
-1,365 |
Sep09 |
090317 |
124~125 |
124~165 |
122~240 |
122~310 |
-0~230 |
5 |
167 |
+4 |
Total Volume and Open Interest |
210,679 |
707,683 |
-3,171 |
10-Year T-Notes(CBOT) |
Mar09 |
090317 |
122~230 |
123~075 |
122~100 |
122~125 |
-0~155 |
8,055 |
25,740 |
-2,338 |
Jun09 |
090317 |
121~150 |
121~275 |
120~265 |
120~300 |
-0~190 |
698,533 |
959,572 |
-16,503 |
Sep09 |
090317 |
119~300 |
120~170 |
119~300 |
119~300 |
-0~190 |
|
|
|
Total Volume and Open Interest |
706,588 |
985,312 |
-18,841 |
5-Year T-Notes(CBOT) |
Mar09 |
090317 |
117~125 |
118~006 |
117~082 |
117~082 |
-0~041 |
2,217 |
17,197 |
-691 |
Jun09 |
090317 |
117~014 |
117~030 |
116~086 |
116~100 |
-0~041 |
420,369 |
871,601 |
+6,053 |
Sep09 |
090317 |
54~052 |
54~093 |
54~052 |
54~052 |
-0~041 |
|
|
|
Total Volume and Open Interest |
422,586 |
888,798 |
+5,362 |
2 Year T-Notes(CBOT) |
Mar09 |
090317 |
108~102 |
108~110 |
108~088 |
108~087 |
-0~013 |
951 |
10,368 |
-341 |
Jun09 |
090317 |
108~054 |
108~062 |
108~042 |
108~044 |
-0~009 |
88,852 |
443,643 |
+3,083 |
Sep09 |
090317 |
108~044 |
108~053 |
108~044 |
108~044 |
-0~009 |
|
|
|
Total Volume and Open Interest |
89,602 |
454,011 |
+2,742 |
Eurodollars(CME) |
Jun09 |
090317 |
98.585 |
98.675 |
98.585 |
98.625 |
+0.025 |
208,073 |
1,017,890 |
+6,105 |
Sep09 |
090317 |
98.560 |
98.650 |
98.555 |
98.575 |
unch |
196,697 |
932,748 |
+20,231 |
Dec09 |
090317 |
98.385 |
98.465 |
98.350 |
98.370 |
-0.025 |
240,424 |
725,873 |
-16,773 |
Mar10 |
090317 |
98.335 |
98.405 |
98.275 |
98.300 |
-0.045 |
252,186 |
620,565 |
-56,582 |
Jun10 |
090317 |
98.185 |
98.260 |
98.105 |
98.140 |
-0.060 |
161,273 |
374,705 |
+8,356 |
Sep10 |
090317 |
98.045 |
98.105 |
97.935 |
97.975 |
-0.075 |
112,618 |
358,015 |
+1,683 |
Dec10 |
090317 |
97.835 |
97.890 |
97.715 |
97.760 |
-0.075 |
104,071 |
396,656 |
+8,883 |
Mar11 |
090317 |
97.645 |
97.715 |
97.540 |
97.585 |
-0.070 |
58,602 |
257,206 |
+5,389 |
Jun11 |
090317 |
97.420 |
97.490 |
97.315 |
97.360 |
-0.070 |
44,247 |
204,704 |
+4,084 |
Sep11 |
090317 |
97.205 |
97.280 |
97.105 |
97.150 |
-0.070 |
25,135 |
128,993 |
+52 |
Dec11 |
090317 |
96.995 |
97.070 |
96.905 |
96.945 |
-0.070 |
31,319 |
104,663 |
-3,121 |
Mar12 |
090317 |
96.900 |
96.950 |
96.785 |
96.830 |
-0.065 |
9,754 |
84,735 |
+1,129 |
Jun12 |
090317 |
96.775 |
96.815 |
96.660 |
96.705 |
-0.065 |
8,124 |
69,723 |
+350 |
Sep12 |
090317 |
96.640 |
96.720 |
96.575 |
96.610 |
-0.065 |
8,729 |
64,631 |
-54 |
Dec12 |
090317 |
96.530 |
96.610 |
96.465 |
96.500 |
-0.065 |
8,866 |
56,301 |
+472 |
Mar13 |
090317 |
96.480 |
96.555 |
96.425 |
96.445 |
-0.065 |
9,282 |
38,226 |
+220 |
Jun13 |
090317 |
96.465 |
96.465 |
96.340 |
96.360 |
-0.065 |
3,696 |
26,613 |
-252 |
Sep13 |
090317 |
96.355 |
96.400 |
96.275 |
96.295 |
-0.065 |
3,457 |
35,613 |
+352 |
Total Volume and Open Interest |
1,542,820 |
5,681,970 |
-1,186,033 |
30 Day Federal Funds(CBOT) |
Mar09 |
090317 |
99.800 |
99.808 |
99.795 |
99.795 |
-0.005 |
6,485 |
46,175 |
+55 |
Apr09 |
090317 |
99.770 |
99.780 |
99.765 |
99.770 |
unch |
3,038 |
51,237 |
+465 |
May09 |
090317 |
99.755 |
99.760 |
99.750 |
99.755 |
unch |
4,849 |
55,601 |
+1,841 |
Jun09 |
090317 |
99.735 |
99.745 |
99.735 |
99.740 |
unch |
4,144 |
29,388 |
-1,197 |
Jul09 |
090317 |
99.705 |
99.720 |
99.700 |
99.710 |
unch |
2,654 |
32,013 |
-614 |
Aug09 |
090317 |
99.675 |
99.690 |
99.670 |
99.680 |
unch |
2,163 |
27,943 |
-321 |
Total Volume and Open Interest |
27,915 |
382,106 |
-463 |
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) |
Jun09 |
090317 |
99.39 |
99.42 |
99.39 |
99.42 |
+0.03 |
|
|
|
Sep09 |
090317 |
99.44 |
99.44 |
99.44 |
99.44 |
unch |
|
|
|
Dec09 |
090317 |
99.44 |
99.44 |
99.44 |
99.44 |
unch |
|
|
|
Mar10 |
090317 |
99.43 |
99.43 |
99.43 |
99.43 |
unch |
|
|
|
Jun10 |
090317 |
99.37 |
99.37 |
99.37 |
99.37 |
unch |
|
|
|
Sep10 |
090317 |
99.31 |
99.31 |
99.31 |
99.31 |
unch |
|
|
|
Dec10 |
090317 |
99.26 |
99.26 |
99.26 |
99.26 |
unch |
|
|
|
Mar11 |
090317 |
99.18 |
99.18 |
99.18 |
99.18 |
unch |
|
|
|
Jun11 |
090317 |
99.11 |
99.11 |
99.11 |
99.11 |
unch |
|
|
|
Sep11 |
090317 |
99.11 |
99.11 |
99.11 |
99.11 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth Euro-Yen(SGX) |
Jun09 |
090317 |
99.39 |
99.39 |
99.39 |
99.39 |
+0.00 |
80 |
9,763 |
-419 |
Sep09 |
090317 |
99.43 |
99.43 |
99.42 |
99.43 |
unch |
80 |
3,618 |
+42 |
Dec09 |
090317 |
99.43 |
99.44 |
99.43 |
99.44 |
unch |
1 |
1,955 |
+0 |
Mar10 |
090317 |
99.43 |
99.43 |
99.43 |
99.43 |
unch |
10 |
1,362 |
-10 |
Jun10 |
090317 |
99.36 |
99.36 |
99.36 |
99.36 |
unch |
0 |
527 |
+0 |
Sep10 |
090317 |
99.31 |
99.31 |
99.31 |
99.31 |
unch |
0 |
252 |
+0 |
Dec10 |
090317 |
99.26 |
99.26 |
99.26 |
99.26 |
unch |
0 |
152 |
+0 |
Mar11 |
090317 |
99.10 |
99.18 |
99.10 |
99.18 |
unch |
0 |
402 |
+0 |
Total Volume and Open Interest |
492 |
37,070 |
+1,286 |
Japanese Gov't Bonds(SGX) |
Jun09 |
090317 |
138.74 |
138.85 |
138.42 |
138.43 |
-0.43 |
2,299 |
10,149 |
-50 |
Sep09 |
090317 |
138.43 |
138.43 |
138.43 |
138.43 |
-0.43 |
|
|
|
Dec09 |
090317 |
138.43 |
138.43 |
138.43 |
138.43 |
-0.43 |
|
|
|
Total Volume and Open Interest |
2,299 |
9,993 |
-206 |
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 |
090317 |
115.44 |
115.44 |
115.44 |
115.44 |
-0.39 |
255 |
6,604 |
+252 |
Dec09 |
090317 |
115.26 |
115.26 |
115.26 |
115.26 |
-0.38 |
|
|
|
Total Volume and Open Interest |
414,783 |
707,706 |
-2,737 |
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 |
090317 |
125~12 |
125~12 |
124~31 |
125~00 |
-0~27 |
6,903 |
0 |
-16,007 |
Jun09 |
090317 |
123~29 |
124~11 |
123~15 |
123~19 |
-0~12 |
70,716 |
374,171 |
-1,061 |
Total Volume and Open Interest |
72,819 |
388,239 |
-2,066 |
3-Mth Short Sterling(LIFFE) |
Mar09 |
090317 |
98.19 |
98.22 |
98.19 |
98.21 |
+0.02 |
35,367 |
415,668 |
-3,470 |
Jun09 |
090317 |
98.27 |
98.38 |
98.26 |
98.35 |
+0.06 |
48,406 |
288,749 |
-12,526 |
Sep09 |
090317 |
98.21 |
98.31 |
98.19 |
98.29 |
+0.06 |
48,891 |
286,971 |
-5,034 |
Dec09 |
090317 |
97.98 |
98.05 |
97.95 |
98.04 |
+0.05 |
36,773 |
241,665 |
-4,439 |
Mar10 |
090317 |
97.85 |
97.93 |
97.83 |
97.90 |
+0.03 |
40,226 |
243,451 |
+9,524 |
Jun10 |
090317 |
97.67 |
97.73 |
97.63 |
97.70 |
+0.03 |
46,474 |
165,669 |
-4,027 |
Total Volume and Open Interest |
295,253 |
1,968,027 |
-16,561 |
3-Mth Euribor(LIFFE) |
Jun09 |
090317 |
98.535 |
98.585 |
98.515 |
98.570 |
+0.035 |
138,773 |
679,691 |
+11,035 |
Sep09 |
090317 |
98.500 |
98.540 |
98.475 |
98.505 |
+0.005 |
116,244 |
556,865 |
-5,433 |
Dec09 |
090317 |
98.300 |
98.345 |
98.280 |
98.285 |
-0.030 |
179,778 |
424,764 |
+19,130 |
Total Volume and Open Interest |
903,485 |
3,522,522 |
+22,096 |
3-Mth Aus T-Bills(SFE) |
Mar09 |
090312 |
96.89 |
96.96 |
96.84 |
96.88 |
unch |
26,665 |
43,767 |
-38,090 |
Jun09 |
090317 |
97.21 |
97.27 |
97.18 |
97.25 |
unch |
14,358 |
287,224 |
-1,361 |
Sep09 |
090317 |
97.33 |
97.37 |
97.26 |
97.32 |
-0.02 |
9,267 |
152,606 |
-567 |
Dec09 |
090317 |
97.21 |
97.26 |
97.15 |
97.22 |
-0.03 |
3,687 |
86,708 |
+474 |
Mar10 |
090317 |
97.00 |
97.02 |
96.92 |
97.00 |
-0.02 |
5,050 |
60,647 |
+894 |
Jun10 |
090317 |
96.69 |
96.72 |
96.62 |
96.69 |
-0.04 |
2,199 |
54,286 |
-626 |
Sep10 |
090317 |
96.37 |
96.40 |
96.34 |
96.37 |
-0.04 |
3,120 |
34,356 |
+1,370 |
Dec10 |
090317 |
96.04 |
96.09 |
96.02 |
96.05 |
-0.03 |
692 |
18,519 |
-10 |
Mar11 |
090317 |
95.75 |
95.81 |
95.74 |
95.79 |
-0.03 |
435 |
3,419 |
+224 |
Jun11 |
090317 |
95.53 |
95.58 |
95.50 |
95.55 |
-0.03 |
133 |
1,480 |
+0 |
Total Volume and Open Interest |
38,941 |
700,145 |
+398 |
10-Year Aus T-Bonds(SFE) |
Jun09 |
090316 |
95.70 |
95.73 |
95.63 |
95.68 |
-0.03 |
82,026 |
234,098 |
+43,030 |
Sep09 |
090317 |
95.64 |
95.64 |
95.64 |
95.64 |
|
|
|
|
3-Year Aus T-Bonds(SFE) |
Jun09 |
090317 |
96.84 |
96.84 |
96.71 |
96.77 |
-0.07 |
66,324 |
273,196 |
+9,954 |
Sep09 |
090317 |
96.77 |
96.77 |
96.77 |
96.77 |
|
|
|
|
Gold(CMX) |
Apr09 |
090317 |
924.5 |
925.3 |
912.4 |
916.8 |
-5.2 |
98,234 |
206,233 |
-4,575 |
Jun09 |
090317 |
927.2 |
927.5 |
914.8 |
919.1 |
-5.2 |
20,296 |
103,132 |
+7,914 |
Aug09 |
090317 |
929.2 |
929.2 |
918.7 |
921.1 |
-5.1 |
1,295 |
10,558 |
+281 |
Oct09 |
090317 |
925.6 |
925.7 |
923.0 |
923.0 |
-5.1 |
119 |
5,266 |
+92 |
Dec09 |
090317 |
933.0 |
933.0 |
921.0 |
925.0 |
-5.3 |
2,165 |
17,735 |
-472 |
Feb10 |
090317 |
924.0 |
930.0 |
924.0 |
927.1 |
-5.3 |
1,230 |
4,116 |
+400 |
Apr10 |
090317 |
929.3 |
929.3 |
929.3 |
929.3 |
-5.3 |
481 |
2,246 |
+410 |
Jun10 |
090317 |
931.5 |
931.5 |
931.5 |
931.5 |
-5.3 |
500 |
4,710 |
+0 |
Aug10 |
090317 |
933.7 |
933.7 |
933.7 |
933.7 |
-5.3 |
0 |
376 |
+0 |
Oct10 |
090317 |
935.9 |
935.9 |
935.9 |
935.9 |
-5.3 |
0 |
1 |
+0 |
Dec10 |
090317 |
938.1 |
938.1 |
938.1 |
938.1 |
-5.3 |
227 |
8,450 |
+15 |
Total Volume and Open Interest |
124,965 |
380,831 |
+4,235 |
Silver(CMX) |
Mar09 |
090317 |
1290.0 |
1291.0 |
1268.0 |
1268.5 |
-22.0 |
104 |
813 |
-18 |
May09 |
090317 |
1292.5 |
1299.0 |
1263.0 |
1267.0 |
-22.0 |
12,951 |
50,942 |
-453 |
Jul09 |
090317 |
1295.5 |
1295.5 |
1267.0 |
1269.8 |
-22.1 |
2,048 |
14,386 |
+391 |
Sep09 |
090317 |
1270.0 |
1273.0 |
1270.0 |
1271.1 |
-22.1 |
65 |
3,810 |
+0 |
Dec09 |
090317 |
1294.0 |
1300.0 |
1272.5 |
1272.5 |
-22.1 |
166 |
11,483 |
+61 |
Mar10 |
090317 |
1273.5 |
1273.5 |
1273.5 |
1273.5 |
-22.2 |
288 |
3,723 |
+275 |
May10 |
090317 |
1274.5 |
1274.5 |
1274.5 |
1274.5 |
-22.2 |
0 |
157 |
+0 |
Total Volume and Open Interest |
15,877 |
92,967 |
+419 |
Platinum(NYMEX) |
Apr09 |
090317 |
1064.0 |
1068.0 |
1046.5 |
1051.8 |
+2.4 |
1,144 |
15,003 |
-303 |
Jul09 |
090317 |
1070.0 |
1070.0 |
1053.2 |
1056.2 |
+2.6 |
649 |
5,229 |
+505 |
Oct09 |
090317 |
1060.5 |
1062.3 |
1060.0 |
1062.2 |
+2.6 |
0 |
33 |
+0 |
Total Volume and Open Interest |
1,793 |
20,265 |
+202 |
Palladium(NYMEX) |
Mar09 |
090317 |
196.80 |
198.45 |
196.80 |
197.10 |
-2.65 |
0 |
22 |
+0 |
Jun09 |
090317 |
201.45 |
201.50 |
190.40 |
197.85 |
-2.40 |
170 |
11,984 |
+11 |
Sep09 |
090317 |
191.95 |
198.90 |
191.95 |
198.90 |
-2.45 |
2 |
54 |
+0 |
Total Volume and Open Interest |
174 |
12,062 |
+13 |
Copper(CMX) |
Mar09 |
090317 |
175.00 |
175.00 |
171.45 |
171.75 |
-2.20 |
203 |
1,468 |
-564 |
May09 |
090317 |
173.80 |
176.30 |
170.80 |
172.40 |
-2.30 |
11,062 |
60,318 |
-449 |
Jul09 |
090317 |
173.00 |
177.00 |
171.95 |
173.20 |
-2.25 |
2,622 |
13,608 |
+741 |
Sep09 |
090317 |
174.75 |
175.70 |
172.50 |
173.75 |
-2.20 |
346 |
4,136 |
+214 |
Dec09 |
090317 |
177.45 |
177.45 |
174.50 |
174.60 |
-2.25 |
131 |
2,647 |
+48 |
Total Volume and Open Interest |
14,745 |
91,160 |
+8 |
Aluminum(CMX) |
Mar09 |
090317 |
0.63 |
0.63 |
0.63 |
0.63 |
+0.01 |
|
|
|
Apr09 |
090317 |
0.63 |
0.63 |
0.63 |
0.63 |
unch |
|
|
|
May09 |
090317 |
0.64 |
0.64 |
0.64 |
0.64 |
+0.01 |
|
|
|
Jun09 |
090317 |
0.64 |
0.64 |
0.64 |
0.64 |
unch |
|
|
|
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 |
090317 |
7225 |
7410 |
7183 |
7407 |
+171 |
662 |
23,261 |
-512 |
Jun09 |
090317 |
7178 |
7360 |
7120 |
7354 |
+171 |
1,229 |
4,213 |
+289 |
Sep09 |
090317 |
7317 |
7317 |
7146 |
7317 |
+171 |
0 |
1 |
+0 |
Dec09 |
090317 |
7288 |
7288 |
7117 |
7288 |
+171 |
|
|
|
Total Volume and Open Interest |
1,891 |
27,475 |
-223 |
S & P 500(CME) |
Mar09 |
090317 |
754.50 |
780.00 |
750.00 |
778.80 |
+21.50 |
72,854 |
367,764 |
-52,795 |
Jun09 |
090317 |
754.00 |
777.00 |
746.20 |
775.30 |
+21.30 |
74,850 |
303,774 |
+26,493 |
Sep09 |
090317 |
772.70 |
774.50 |
750.50 |
772.70 |
+21.20 |
85 |
2,257 |
+61 |
Dec09 |
090317 |
771.00 |
772.80 |
748.80 |
771.00 |
+21.20 |
0 |
868 |
+0 |
Total Volume and Open Interest |
147,789 |
674,665 |
-26,241 |
S & P 500 E-Mini(Globex) |
Mar09 |
090317 |
756.50 |
780.75 |
749.50 |
778.75 |
+21.75 |
363,623 |
2,259,123 |
+2,259,123 |
Jun09 |
090317 |
753.50 |
777.00 |
746.00 |
775.25 |
+21.25 |
2,715,441 |
1,594,762 |
+408,556 |
Total Volume and Open Interest |
3,796,578 |
3,854,758 |
+127,832 |
NASDAQ 100(CME) |
Mar09 |
090317 |
1154.00 |
1191.30 |
1149.00 |
1191.30 |
+37.50 |
3,644 |
28,348 |
-603 |
Jun09 |
090317 |
1150.50 |
1192.00 |
1147.30 |
1190.30 |
+38.00 |
3,839 |
9,192 |
+1,319 |
Sep09 |
090317 |
1190.50 |
1190.50 |
1190.50 |
1190.50 |
+38.00 |
|
|
|
Total Volume and Open Interest |
7,483 |
37,540 |
+716 |
NASDAQ 100 E-Mini(Globex) |
Mar09 |
090317 |
1152.30 |
1192.30 |
1148.30 |
1191.30 |
+37.50 |
55,446 |
248,420 |
+248,420 |
Jun09 |
090317 |
1151.30 |
1191.50 |
1146.80 |
1190.30 |
+38.00 |
321,970 |
115,691 |
+39,930 |
Total Volume and Open Interest |
431,353 |
364,135 |
+7,334 |
S & P Midcap 400(CME) |
Mar09 |
090317 |
451.50 |
469.05 |
449.00 |
469.05 |
+16.65 |
303 |
5,003 |
-577 |
Jun09 |
090317 |
447.00 |
468.00 |
445.50 |
466.60 |
+16.70 |
167 |
1,224 |
-326 |
Sep09 |
090317 |
464.60 |
466.00 |
464.60 |
464.60 |
+16.70 |
|
|
|
Total Volume and Open Interest |
470 |
6,227 |
-903 |
Russell 2000(CME) |
Mar09 |
090316 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
8,680 |
-104 |
Jun09 |
090317 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
7,364 |
+12 |
Sep09 |
090317 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
4,562 |
+0 |
Total Volume and Open Interest |
0 |
8,670 |
-10 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun09 |
090317 |
7730 |
7915 |
7660 |
7895 |
+205 |
107,885 |
124,728 |
+391 |
Sep09 |
090317 |
7900 |
7900 |
7900 |
7900 |
+205 |
25 |
178 |
-13 |
Total Volume and Open Interest |
107,914 |
134,582 |
+9,466 |
Nikkei 225(SGX) |
Jun09 |
090317 |
7730 |
7915 |
7660 |
7895 |
+205 |
107,885 |
124,728 |
+391 |
Sep09 |
090317 |
7900 |
7900 |
7900 |
7900 |
+205 |
25 |
178 |
-13 |
Dec09 |
090317 |
7850 |
7850 |
7850 |
7850 |
+170 |
0 |
58 |
+0 |
Total Volume and Open Interest |
107,914 |
134,582 |
+9,466 |
CAC 40(EURONEXT) |
Mar09 |
090317 |
2778.0 |
2785.0 |
2722.0 |
2766.0 |
-25.0 |
140,773 |
382,948 |
-12,023 |
Apr09 |
090317 |
2760.0 |
2782.0 |
2722.5 |
2766.0 |
-25.0 |
6,251 |
22,184 |
+5,682 |
May09 |
090317 |
2705.0 |
2715.0 |
2686.5 |
2715.0 |
-25.0 |
2 |
771 |
+1 |
Total Volume and Open Interest |
147,583 |
409,178 |
-5,800 |
Hang Seng Index(HKFE) |
Mar09 |
090317 |
12914 |
13176 |
12732 |
12824 |
-59 |
63,241 |
85,740 |
+373 |
Apr09 |
090317 |
12852 |
13129 |
12700 |
12776 |
-72 |
1,131 |
2,792 |
+430 |
Total Volume and Open Interest |
64,760 |
89,888 |
+836 |
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 |
090317 |
3840.00 |
3910.50 |
3788.00 |
3848.50 |
-2.00 |
182,559 |
631,099 |
-59,338 |
Jun09 |
090317 |
3805.50 |
3869.50 |
3747.50 |
3807.50 |
-0.50 |
58,592 |
121,222 |
+63,384 |
Sep09 |
090317 |
3747.50 |
3774.50 |
3747.50 |
3774.50 |
-1.00 |
1 |
33 |
+0 |
Total Volume and Open Interest |
241,152 |
752,354 |
+4,046 |
SPI 200(SFE) |
Mar09 |
090317 |
3366.0 |
3480.0 |
3363.0 |
3479.0 |
+109.0 |
110,854 |
342,769 |
+15,460 |
Jun09 |
090317 |
3377.0 |
3492.0 |
3377.0 |
3489.0 |
+105.0 |
74,515 |
99,378 |
+66,685 |
Sep09 |
090317 |
3381.0 |
3454.0 |
3381.0 |
3454.0 |
+110.0 |
7 |
1,757 |
+2 |
Total Volume and Open Interest |
185,395 |
447,271 |
+82,155 |
GSCI(CME) |
Apr09 |
090317 |
346.50 |
359.00 |
346.50 |
356.00 |
+8.00 |
346 |
14,488 |
+190 |
May09 |
090317 |
362.00 |
363.00 |
352.50 |
362.00 |
+8.00 |
1 |
1 |
+1 |
Jun09 |
090317 |
367.00 |
368.00 |
357.00 |
367.00 |
+8.00 |
|
|
|
Total Volume and Open Interest |
537 |
18,184 |
|
Reuters CCI(ICE) |
Apr09 |
090306 |
351.50 |
351.50 |
351.50 |
351.50 |
+3.00 |
0 |
1,037 |
+1 |
Jun09 |
090317 |
216.40 |
216.40 |
216.40 |
216.40 |
+5.00 |
0 |
50 |
+0 |
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. |
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|