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MRCI's End of Day Prices
Daily Futures Price Listing Tue February 09, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar10 100209 929.50 944.00 920.00 924.50 -5.00 104,735 177,036 -9,812
May10 100209 939.00 954.00 930.75 935.25 -4.75 47,432 113,378 +10,183
Jul10 100209 948.00 961.75 939.00 944.00 -4.00 33,221 74,129 -60
Aug10 100209 951.75 954.50 936.50 941.50 -2.50 306 2,864 +17
Sep10 100209 936.50 937.50 920.75 925.75 -2.50 273 2,378 +129
Nov10 100209 914.00 926.00 905.00 912.50 -2.00 12,727 91,180 +175
Jan11 100209 930.00 933.00 915.75 921.75 -1.75 149 5,157 +23
Total Volume and Open Interest 199,056 474,286 +676
Soybean Meal(CBOT)
Mar10 100209 274.00 278.20 270.20 270.60 -3.80 24,339 63,744 -1,115
May10 100209 267.70 271.40 263.20 264.20 -3.90 18,945 46,848 +1,356
Jul10 100209 267.30 270.20 263.00 263.50 -3.80 12,048 34,823 +1,220
Aug10 100209 267.20 268.30 261.60 261.70 -3.60 1,003 9,104 +264
Sep10 100209 261.80 264.80 258.00 258.00 -3.80 1,226 8,677 -73
Oct10 100209 254.50 255.90 249.50 249.90 -4.40 1,144 4,666 -194
Dec10 100209 253.40 254.80 248.50 249.00 -4.40 3,466 22,486 -55
Jan11 100209 255.10 255.10 250.50 250.50 -4.40 56 1,203 +50
Total Volume and Open Interest 62,268 194,179 +1,464
Soybean Oil(CBOT)
Mar10 100209 37.94 38.62 37.76 38.38 +0.43 43,880 118,424 -3,074
May10 100209 38.40 39.11 38.25 38.87 +0.43 24,715 68,973 +7,002
Jul10 100209 38.91 39.57 38.70 39.34 +0.43 21,217 51,191 +4,820
Aug10 100209 39.16 39.77 38.86 39.52 +0.45 479 3,563 +202
Sep10 100209 39.49 39.85 38.99 39.63 +0.43 1,106 5,590 +167
Oct10 100209 39.15 39.94 39.09 39.68 +0.42 1,151 3,963 +526
Dec10 100209 39.44 40.13 39.33 39.91 +0.42 6,632 29,292 +82
Jan11 100209 40.16 40.16 39.74 40.16 +0.42 229 417 +129
Total Volume and Open Interest 99,470 281,855 +9,906
Canola(WCE)
Mar10 100209 385.8 388.0 382.6 385.9 +0.2 8,267 65,226 -3,048
May10 100209 390.5 394.0 388.3 392.1 +0.4 4,211 34,640 +1,126
Jul10 100209 396.1 398.6 392.6 396.6 +0.1 277 13,809 +155
Nov10 100209 403.8 406.0 400.0 404.5 -0.2 176 11,863 +134
Jan11 100209 408.9 408.9 407.8 407.8 -0.1 25 355 +24
Total Volume and Open Interest 12,957 126,093 -1,609
Corn(CBOT)
Mar10 100209 355.75 363.50 354.75 358.50 +2.50 164,659 363,427 -21,502
May10 100209 367.00 375.00 366.25 370.25 +2.75 86,495 259,958 +15,825
Jul10 100209 377.25 385.50 376.50 380.75 +3.25 37,600 172,556 +3,330
Sep10 100209 384.50 392.00 383.50 387.25 +2.75 3,591 50,798 +117
Dec10 100209 390.50 398.75 390.25 393.50 +2.50 24,399 246,801 -1,573
Mar11 100209 402.00 410.00 402.00 404.75 +1.75 4,419 25,369 +1,438
Total Volume and Open Interest 322,810 1,154,808 -1,442
Wheat(CBOT)
Mar10 100209 483.00 488.50 476.75 482.25 -1.75 55,763 143,514 -7,095
May10 100209 497.50 504.00 491.75 497.25 -1.75 32,508 98,502 +7,295
Jul10 100209 510.75 515.50 504.50 510.00 -1.50 15,642 92,835 +3,649
Sep10 100209 529.25 529.25 521.25 526.25 -1.25 1,340 22,400 +279
Dec10 100209 552.25 557.25 548.25 552.50 -2.00 2,554 55,970 -108
Total Volume and Open Interest 108,823 428,248 +4,279
Wheat(KCBT)
Mar10 100209 495.25 499.75 488.00 490.00 -5.50 12,229 39,963 -1,356
May10 100209 507.00 512.00 500.00 501.75 -5.75 5,574 28,819 +1,291
Jul10 100209 519.25 525.00 511.00 513.00 -5.25 4,254 33,234 +1,447
Sep10 100209 530.50 533.00 524.50 524.50 -5.75 71 4,443 +17
Dec10 100209 549.50 549.75 540.75 541.25 -6.50 561 39,577 +131
Total Volume and Open Interest 22,762 147,990 +1,589
Wheat(MGE)
Mar10 100209 510.00 514.00 501.75 505.75 -6.00 1,839 14,393 -411
May10 100209 521.00 525.00 514.00 517.00 -6.25 1,203 9,206 +323
Jul10 100209 533.25 535.00 525.75 528.25 -6.25 442 9,919 -6
Sep10 100209 544.00 546.50 537.00 539.75 -5.50 51 4,763 -48
Dec10 100209 561.00 562.75 555.25 556.75 -6.00 139 5,618 -40
Total Volume and Open Interest 3,711 44,955 -171
Oats(CBOT)
Mar10 100209 230.00 234.25 228.50 230.00 -1.00 777 4,765 -319
May10 100209 240.00 243.50 237.00 238.50 -1.50 212 5,532 +47
Jul10 100209 248.00 250.00 247.25 247.25 -0.75 270 1,377 +258
Sep10 100209 255.25 256.00 255.25 255.25 -0.75 8 372 +0
Total Volume and Open Interest 1,280 13,331 -13
Rough Rice(CBOT)
Mar10 100209 14.34 14.48 14.21 14.45 +0.15 495 9,002 +31
May10 100209 14.65 14.80 14.57 14.77 +0.16 285 3,621 +116
Jul10 100209 14.97 15.02 14.88 15.00 +0.15 29 778 +8
Sep10 100209 13.65 13.85 13.58 13.75 +0.03 5 980 -77
Total Volume and Open Interest 866 15,394 +90
Live Cattle(CME)
Feb10 100209 87.730 88.930 87.700 88.750 +1.070 21,343 18,462 -11,575
Apr10 100209 90.980 91.700 90.830 91.480 +0.680 29,084 139,055 +234
Jun10 100209 88.500 89.100 88.385 88.900 +0.450 15,722 75,163 +1,005
Aug10 100209 87.450 87.930 87.350 87.900 +0.365 4,775 25,317 +1,700
Oct10 100209 90.150 90.750 90.150 90.650 +0.350 2,332 15,998 +1,153
Dec10 100209 91.000 91.600 90.930 91.550 +0.550 356 4,563 +242
Total Volume and Open Interest 73,809 280,761 -7,156
Feeder Cattle(CME)
Mar10 100209 99.450 100.250 99.285 99.980 +0.750 4,093 13,987 -883
Apr10 100209 100.350 101.000 100.350 100.600 +0.565 2,300 6,109 -183
May10 100209 101.385 101.950 101.385 101.850 +0.450 1,653 6,301 +228
Aug10 100209 103.000 103.385 102.850 103.100 +0.270 387 3,313 +132
Sep10 100209 102.850 103.250 102.750 103.230 +0.330 53 195 +38
Oct10 100209 102.500 102.600 102.400 102.600 +0.250 18 129 +14
Nov10 100209 102.350 102.350 102.350 102.350 +0.050 0 26 +0
Total Volume and Open Interest 8,504 30,060 -654
Lean Hogs(CME)
Feb10 100209 67.885 68.180 67.500 67.535 -0.045 3,852 11,308 -1,092
Apr10 100209 69.100 69.600 67.785 67.850 -0.935 14,061 81,754 -228
May10 100209 74.550 74.950 73.350 74.200 -0.500 138 4,580 +4
Jun10 100209 77.750 78.330 76.750 76.800 -0.800 4,711 45,767 -712
Jul10 100209 77.100 77.700 76.400 76.600 -0.600 2,805 14,823 -224
Aug10 100209 75.500 76.300 75.350 75.850 +0.065 1,010 13,350 +83
Oct10 100209 67.700 67.800 67.200 67.700 -0.085 668 6,126 +303
Dec10 100209 65.725 65.800 65.000 65.800 +0.300 51 3,234 +30
Total Volume and Open Interest 27,296 181,357 -1,836
Pork Bellies(CME)
Feb10 100209 82.135 83.500 81.950 83.500 +2.500 7 50 -7
Mar10 100209 82.900 84.900 82.550 83.050 +1.050 11 170 -1
May10 100209 84.400 86.000 83.400 84.400 +1.150 1 158 -1
Jul10 100209 89.500 89.500 89.500 89.500 +0.900 1 48 -1
Aug10 100209 85.500 85.500 85.500 85.500 unch 0 22 +0
Total Volume and Open Interest 20 448 -10
Class III Milk(CME)
Feb10 100209 14.14 14.20 14.14 14.19 +0.05 101 4,009 +11
Mar10 100209 13.59 13.73 13.59 13.67 +0.12 179 3,767 -53
Apr10 100209 13.22 13.36 13.19 13.30 +0.12 151 3,500 -2
May10 100209 13.27 13.42 13.27 13.37 +0.09 53 2,855 +1
Jun10 100209 13.88 13.94 13.86 13.89 unch 90 2,375 +43
Total Volume and Open Interest 935 27,623 -3,982
Cocoa(ICE)
Mar10 100209 3019 3020 2978 3003 -16 13,503 22,335 -6,559
May10 100209 3054 3057 3022 3038 -16 12,204 61,792 +2,966
Jul10 100209 3081 3081 3046 3066 -15 2,492 16,165 +794
Sep10 100209 3094 3106 3070 3092 -10 865 8,443 -167
Dec10 100209 3130 3139 3100 3122 -10 426 6,247 +124
Mar11 100209 3159 3166 3134 3151 -12 1,035 11,100 +671
May11 100209 3151 3151 3151 3151 -12 135 4,596 +109
Total Volume and Open Interest 30,664 133,196 -2,062
Coffee "C"(ICE)
Mar10 100209 130.45 132.20 129.45 130.40 -0.25 17,362 49,877 -4,673
May10 100209 132.45 134.05 131.35 132.25 -0.30 11,947 45,024 +3,420
Jul10 100209 134.05 135.50 132.90 133.85 -0.20 2,019 14,612 -58
Sep10 100209 135.70 136.40 134.45 135.30 -0.20 682 7,669 -30
Dec10 100209 137.50 138.75 136.45 137.20 -0.20 212 6,797 -133
Mar11 100209 139.20 140.45 138.20 138.90 -0.20 248 4,223 +195
Total Volume and Open Interest 32,491 129,031 -1,276
Orange Juice(ICE)
Mar10 100209 134.20 143.00 133.00 137.65 +3.40 2,083 17,124 -1,292
May10 100209 137.05 146.10 136.80 141.15 +3.50 886 11,466 +586
Jul10 100209 140.00 149.00 140.00 144.30 +3.20 480 4,402 +99
Sep10 100209 147.00 147.00 142.60 144.95 +3.00 1 1,118 +0
Nov10 100209 144.45 144.45 144.45 144.45 +2.55 1 397 +1
Jan11 100209 148.00 148.25 146.45 146.45 +1.55 2 590 +0
Total Volume and Open Interest 3,454 35,304 -605
Sugar #11(ICE)
Mar10 100209 27.00 27.44 26.71 27.07 +0.47 112,939 223,724 -15,504
May10 100209 26.00 26.49 25.81 26.20 +0.43 80,422 185,899 -3,160
Jul10 100209 24.00 24.19 23.80 24.17 +0.40 31,156 169,287 -852
Oct10 100209 22.20 22.35 21.98 22.33 +0.19 11,511 150,573 -591
Mar11 100209 20.71 20.84 20.46 20.75 +0.04 3,491 55,892 +15
Total Volume and Open Interest 243,769 860,206 -19,135
London Cocoa(LCE)
Mar10 100201 2230 2249 2221 2225 -8      
Mar11 091231 2097 2123 2097 2119 +1 8 8,491 -73
Total Volume and Open Interest 4,483 165,502 -250
London Sugar(LCE)
Cotton(ICE)
Mar10 100209 69.11 72.16 69.00 72.16 +3.00 24,345 62,288 -9,825
May10 100209 70.68 73.39 70.68 72.98 +2.22 12,350 47,554 +3,920
Jul10 100209 71.84 74.40 71.84 73.97 +2.12 3,493 28,669 +448
Oct10 100209 72.47 72.47 72.47 72.47 +1.62 31 204 +5
Dec10 100209 71.13 72.93 71.00 72.26 +1.07 2,054 21,919 +386
Mar11 100209 74.48 74.48 74.48 74.48 +0.52 556 1,814 +365
Total Volume and Open Interest 42,829 164,173 -4,701
Lumber(CME)
Mar10 100209 273.1 275.0 267.0 270.0 -1.5 1,309 3,581 -372
May10 100209 289.0 291.2 284.0 284.3 -4.7 855 5,041 +475
Jul10 100209 294.0 294.0 288.5 291.6 -2.7 294 1,415 +101
Sep10 100209 285.0 285.0 280.7 282.0 -7.5 20 536 +9
Total Volume and Open Interest 2,480 10,599 +214
Crude Oil(NYM)
Mar10 100209 71.68 74.15 71.32 73.75 +1.86 596,142 287,290 -24,145
Apr10 100209 72.07 74.57 71.72 74.20 +1.91 198,355 145,560 +7,858
May10 100209 72.56 75.00 72.20 74.71 +1.95 93,186 108,181 +6,004
Jun10 100209 73.04 75.51 72.72 75.24 +1.98 75,487 126,542 +678
Jul10 100209 74.52 76.01 74.27 75.77 +1.99 21,558 44,643 +2,656
Aug10 100209 73.85 76.35 73.85 76.25 +2.01 16,501 26,180 +2,508
Sep10 100209 74.10 76.81 74.10 76.69 +2.03 18,170 29,042 -3,456
Oct10 100209 75.91 77.19 75.91 77.13 +2.04 12,473 17,176 -2,516
Nov10 100209 76.13 77.58 76.13 77.58 +2.04 9,592 23,397 -1,282
Dec10 100209 75.51 78.25 75.50 78.06 +2.05 50,781 186,929 -2,807
Jan11 100209 77.01 78.43 77.01 78.43 +2.05 1,681 20,639 +493
Feb11 100209 77.46 78.79 77.46 78.79 +2.05 1,239 14,733 +103
Mar11 100209 79.12 79.12 79.12 79.12 +2.04 1,026 9,330 -55
Apr11 100209 79.41 79.41 79.41 79.41 +2.04 469 10,500 +34
May11 100209 79.66 79.66 79.66 79.66 +2.03 289 3,980 -1
Jun11 100209 79.94 79.95 79.89 79.89 +2.02 1,719 22,495 -92
Total Volume and Open Interest 1,121,751 1,305,221 -12,426
e-miNY Crude Oil(NYM)
Feb10 100119 77.825 79.075 76.775 79.025 +1.025 6,744 2,926 -836
Mar10 100129 73.800 74.800 72.425 72.900 -0.750 10,453 5,545 +5
Apr10 100209 71.950 74.725 71.800 74.200 +1.900 833 1,233 +41
May10 100209 72.175 75.000 72.175 74.700 +1.950 105 214 +21
Jun10 100209 72.625 75.350 72.625 75.250 +2.000 50 164 +12
Jul10 100209 74.300 75.775 74.300 75.775 +2.000 18 20 +6
Aug10 100209 76.250 76.250 76.250 76.250 +2.000 1 3 +0
Sep10 100209 76.700 76.700 76.700 76.700 +2.050 1 2 +0
Oct10 100209 77.125 77.125 77.125 77.125 +2.025 8 10 +6
Nov10 100209 77.575 77.575 77.575 77.575 +2.025 1 1 +0
Total Volume and Open Interest 23,007 6,675 +406
Heating Oil(NYM)
Mar10 100209 188.30 194.99 187.47 193.73 +5.18 66,558 85,110 -7,519
Apr10 100209 188.35 195.45 188.35 194.44 +5.10 25,945 48,946 +2,132
May10 100209 190.94 196.08 190.80 195.33 +5.05 15,110 30,940 +919
Jun10 100209 192.88 197.16 192.01 196.48 +4.92 11,204 38,610 -743
Jul10 100209 195.48 198.75 195.10 198.45 +4.86 3,600 14,126 +638
Aug10 100209 197.61 200.75 196.52 200.52 +4.83 2,338 8,732 +521
Sep10 100209 200.26 203.13 198.73 202.76 +4.79 1,974 9,724 +157
Oct10 100209 201.98 205.25 201.18 205.20 +4.76 1,705 8,618 +80
Nov10 100209 205.55 207.65 204.92 207.58 +4.73 1,338 6,879 +278
Dec10 100209 203.77 210.18 203.77 209.95 +4.70 5,442 23,805 +1,369
Jan11 100209 210.67 212.35 209.50 212.35 +4.65 725 11,998 +21
Feb11 100209 211.25 213.80 211.25 213.70 +4.60 369 4,800 +147
Total Volume and Open Interest 136,665 311,654 -1,937
Gasoline(NYMEX)
Mar10 100209 189.15 194.88 188.27 192.90 +3.50 52,248 79,089 -4,940
Apr10 100209 199.80 206.12 199.80 204.50 +4.11 27,515 45,082 +257
May10 100209 201.78 207.14 201.78 205.84 +4.28 13,606 31,351 +1,663
Jun10 100209 200.66 207.01 200.66 206.23 +4.33 7,214 27,623 +527
Jul10 100209 203.07 206.50 202.50 205.84 +4.41 3,148 15,438 +46
Aug10 100209 203.54 206.00 203.54 205.05 +4.44 1,933 8,543 +363
Sep10 100209 201.75 204.42 201.55 204.12 +4.41 2,310 14,453 +376
Oct10 100209 192.39 194.35 192.39 194.32 +4.45 1,317 5,221 +447
Nov10 100209 193.45 193.45 193.45 193.45 +4.45 930 11,413 +2
Dec10 100209 188.03 193.76 188.03 193.60 +4.45 1,230 9,682 +363
Total Volume and Open Interest 111,742 255,331 -812
e-miNY RBOB Gasoline(NYM)
Mar10 100209 192.90 192.90 192.90 192.90 +3.50 0 7 +0
Apr10 100209 204.50 204.50 204.50 204.50 +4.10      
May10 100209 205.80 205.84 205.80 205.80 +4.20      
Jun10 100209 206.20 206.23 206.20 206.20 +4.30      
Total Volume and Open Interest 0 7 +0
Natural Gas(NYM)
Mar10 100209 5.420 5.466 5.262 5.290 -0.111 149,134 186,624 -11,689
Apr10 100209 5.399 5.442 5.238 5.265 -0.106 52,970 105,093 +742
May10 100209 5.466 5.501 5.301 5.328 -0.100 53,335 82,934 +7,862
Jun10 100209 5.527 5.571 5.391 5.406 -0.098 14,136 33,270 +2,837
Jul10 100209 5.600 5.650 5.459 5.488 -0.094 8,055 28,049 +1,329
Aug10 100209 5.682 5.682 5.533 5.554 -0.088 4,364 36,090 +138
Sep10 100209 5.733 5.733 5.560 5.592 -0.083 3,341 23,760 +141
Oct10 100209 5.800 5.825 5.668 5.695 -0.083 11,795 52,760 +84
Nov10 100209 6.017 6.047 5.966 5.995 -0.078 1,410 12,528 -222
Dec10 100209 6.393 6.453 6.290 6.315 -0.078 1,627 23,908 +238
Jan11 100209 6.638 6.641 6.512 6.535 -0.078 5,089 30,883 +77
Feb11 100209 6.568 6.568 6.470 6.495 -0.073 680 10,768 +341
Mar11 100209 6.350 6.372 6.300 6.317 -0.071 1,811 23,039 +383
Apr11 100209 5.878 5.904 5.878 5.892 -0.056 1,932 23,687 -285
May11 100209 5.910 5.910 5.867 5.867 -0.056 9 9,828 +1
Jun11 100209 5.963 5.963 5.900 5.912 -0.056 6 4,412 +0
Total Volume and Open Interest 310,745 781,592 +2,325
Brent Crude Oil(ICE)
Mar10 100209 69.63 72.47 69.61 72.13 +2.02 277,251 84,675 -33,455
Apr10 100209 70.15 73.02 70.15 72.67 +2.01 174,059 177,592 -7,416
May10 100209 71.04 73.64 71.00 73.30 +2.01 90,154 111,248 +11,803
Jun10 100209 71.67 74.21 71.59 73.93 +1.98 58,918 90,378 +5,503
Jul10 100209 72.07 74.65 72.07 74.50 +1.96 17,613 27,384 +341
Aug10 100209 73.10 75.17 73.10 75.03 +1.95 9,901 20,575 +1,471
Sep10 100209 73.58 75.64 73.58 75.52 +1.95 6,108 15,060 -97
Oct10 100209 73.56 76.20 73.56 76.00 +1.96 4,444 16,040 +10
Nov10 100209 74.02 76.62 74.02 76.49 +1.98 4,142 13,011 -552
Dec10 100209 74.50 77.26 74.50 76.98 +1.98 23,292 81,552 +1,122
Jan11 100209 77.43 77.43 77.43 77.43 +1.97 1,538 12,208 +290
Feb11 100209 77.87 77.87 77.87 77.87 +1.97 872 6,105 +20
Mar11 100209 78.28 78.28 78.28 78.28 +1.96 464 4,982 +13
Apr11 100209 78.69 78.69 78.69 78.69 +1.96 338 2,572 -16
Total Volume and Open Interest 676,721 773,814 -19,092
Gas Oil(ICE)
Feb10 100209 565.00 586.50 565.00 572.50 +5.25 33,281 69,448 -5,030
Mar10 100209 572.00 594.25 571.75 579.50 +5.00 91,726 168,085 -1,629
Apr10 100209 578.50 599.75 578.50 585.50 +4.50 36,541 90,264 +4,138
May10 100209 591.75 605.75 590.00 592.00 +4.25 16,578 47,480 +3,517
Jun10 100209 591.50 612.75 591.50 598.25 +4.00 8,749 43,326 +915
Jul10 100209 606.75 609.75 604.75 604.75 +4.00 3,001 21,111 -24
Aug10 100209 611.25 622.00 611.00 611.00 +4.00 2,038 22,886 -59
Sep10 100209 617.00 630.00 616.25 617.00 +4.25 3,173 22,467 -1,297
Oct10 100209 622.75 633.50 621.00 622.75 +4.25 1,578 13,569 +228
Nov10 100209 627.25 627.25 627.25 627.25 +4.00 841 13,987 +265
Total Volume and Open Interest 209,890 662,535 +1,090
Ethanol(CBOT)
Feb10 100203 1.810 1.810 1.810 1.810 -0.007 31 264 -38
Mar10 100209 1.763 1.763 1.755 1.761 +0.004 75 880 -8
Apr10 100209 1.762 1.762 1.753 1.760 unch 63 1,541 +34
May10 100209 1.761 1.763 1.755 1.762 +0.002 242 764 +147
Jun10 100209 1.761 1.765 1.758 1.763 +0.003 196 698 +171
Jul10 100209 1.760 1.764 1.760 1.761 +0.003 30 889 +15
Aug10 100209 1.741 1.741 1.741 1.741 +0.011 52 611 +27
Sep10 100209 1.735 1.735 1.735 1.735 +0.005 32 592 +26
Total Volume and Open Interest 775 7,871 +482
US Dollar Index(ICE)
Mar10 100209 80.530 80.530 79.650 79.990 -0.450 42,679 57,329 -6,869
Jun10 100209 80.845 80.845 80.010 80.320 -0.460 135 4,904 -1
Sep10 100209 80.520 80.520 80.320 80.520 -0.460 0 1 +0
Total Volume and Open Interest 42,814 62,235 -6,870
Australian Dollar(CME)
Mar10 100209 86.04 87.68 85.98 87.25 +0.90 177,442 93,474 +529
Jun10 100209 85.25 86.80 85.18 86.41 +0.88 594 5,056 +139
Sep10 100209 85.55 85.55 84.67 85.55 +0.88 0 30 +0
Total Volume and Open Interest 178,036 98,567 +668
British Pound(CME)
Mar10 100209 155.87 157.45 155.58 156.82 +0.73 175,838 108,223 +3,412
Jun10 100209 155.80 157.26 155.50 156.72 +0.72 1,185 1,096 +434
Sep10 100209 156.63 156.91 155.74 156.63 +0.72 0 83 +0
Total Volume and Open Interest 177,023 109,444 +3,846
Canadian Dollar(CME)
Mar10 100209 92.90 93.94 92.90 93.55 +0.37 125,044 77,356 -4,000
Jun10 100209 93.04 93.84 92.97 93.55 +0.38 514 2,484 -6
Sep10 100209 93.56 93.62 92.96 93.53 +0.38 20 764 +1
Dec10 100209 93.01 93.60 92.93 93.48 +0.38 17 622 -11
Total Volume and Open Interest 125,660 81,297 -4,013
Japanese Yen(CME)
Mar10 100209 112.07 112.12 111.36 111.57 -0.36 189,145 120,097 -106
Jun10 100209 111.95 112.02 111.44 111.63 -0.36 248 603 +0
Sep10 100209 111.73 112.09 111.73 111.73 -0.36 10 196 -8
Total Volume and Open Interest 189,403 120,920 -114
Swiss Franc(CME)
Mar10 100209 93.19 94.28 93.06 93.86 +0.55 71,603 39,755 +1,621
Jun10 100209 93.66 94.26 93.37 93.92 +0.55 331 200 -33
Sep10 100209 94.01 94.08 93.45 94.01 +0.56 0 8 +0
Total Volume and Open Interest 71,934 39,965 +1,588
EuroFX(CME)
Mar10 100209 136.58 138.40 136.48 137.73 +1.02 464,958 183,055 -13,755
Jun10 100209 136.56 138.35 136.46 137.70 +1.02 1,346 2,173 +497
Sep10 100209 138.00 138.03 136.60 137.62 +1.02 4 673 +0
Total Volume and Open Interest 466,383 185,942 -13,258
Mexican Peso(CME)
Feb10 100209 765.0 765.0 757.5 765.0 +7.5 0 2 +0
Mar10 100209 752.5 766.5 752.0 762.0 +7.5 47,285 86,825 -4,086
Total Volume and Open Interest 47,406 88,541 -4,102
30-Year T-Bonds(CBOT)
Mar10 100209 119~090 119~110 118~050 118~090 -0~300      
Jun10 100209 117~260 117~260 116~210 116~260 -0~200 3,517 15,213 +1,549
Sep10 100209 115~170 116~050 115~170 115~170 -0~200 10 15 +9
Total Volume and Open Interest 390,065 676,232 +2,908
10-Year T-Notes(CBOT)
Mar10 100209 118~230 118~235 118~040 118~075 -0~080 1,664,425 1,424,185 +265
Jun10 100209 117~020 117~020 116~225 116~250 -0~085 12,298 19,755 +2,567
Sep10 100209 115~105 115~195 115~105 115~105 -0~090 0 4 +0
Total Volume and Open Interest 1,676,723 1,443,944 +2,832
5-Year T-Notes(CBOT)
Mar10 100209 116~097 116~097 116~088 116~088 -0~023      
Jun10 100209 115~092 115~093 115~064 115~064 -0~023 1,429 9,621 +666
Sep10 100209 114~040 114~063 114~040 114~040 -0~023      
Total Volume and Open Interest 785,504 920,808 -6,988
2 Year T-Notes(CBOT)
Mar10 100209 109~010 109~010 109~003 109~003 -0~009      
Jun10 100209 108~070 108~074 108~062 108~064 -0~010 4,877 28,411 +3,299
Sep10 100209 107~125 108~008 107~125 107~125 -0~011      
Total Volume and Open Interest 450,554 986,944 +15,484
Eurodollars(CME)
Mar10 100209 99.700 99.715 99.695 99.705 +0.005 384,998 1,218,193 +32,276
Jun10 100209 99.580 99.600 99.565 99.575 +0.005 330,356 1,122,692 +6,702
Sep10 100209 99.365 99.375 99.325 99.340 -0.010 377,142 945,937 +13,030
Dec10 100209 99.070 99.070 99.005 99.025 -0.020 485,277 904,164 +13,703
Mar11 100209 98.740 98.740 98.655 98.680 -0.030 516,331 644,992 +14,360
Jun11 100209 98.390 98.390 98.300 98.320 -0.040 386,374 728,303 -975
Sep11 100209 98.055 98.055 97.955 97.975 -0.050 249,593 553,025 +7,783
Dec11 100209 97.730 97.730 97.625 97.645 -0.055 201,249 363,852 +12,156
Mar12 100209 97.440 97.440 97.330 97.350 -0.055 97,265 257,456 +3,386
Jun12 100209 97.145 97.145 97.040 97.055 -0.060 80,904 225,363 +7,715
Sep12 100209 96.880 96.880 96.770 96.790 -0.060 49,028 128,645 -639
Dec12 100209 96.615 96.615 96.510 96.530 -0.055 42,898 109,018 -355
Mar13 100209 96.405 96.405 96.300 96.320 -0.055 20,392 75,458 +628
Jun13 100209 96.165 96.190 96.100 96.120 -0.050 13,535 60,618 -12
Sep13 100209 95.980 96.005 95.915 95.935 -0.050 14,055 52,224 +1,800
Dec13 100209 95.785 95.810 95.730 95.750 -0.045 9,204 33,329 +90
Mar14 100209 95.640 95.660 95.585 95.605 -0.045 4,754 34,316 +295
Jun14 100209 95.495 95.510 95.435 95.455 -0.045 5,839 28,382 +688
Total Volume and Open Interest 3,304,074 7,691,905 +118,459
30 Day Federal Funds(CBOT)
Feb10 100209 99.865 99.868 99.863 99.865 unch 7,475 88,309 -903
Mar10 100209 99.850 99.855 99.850 99.850 unch 9,019 55,855 -2,717
Apr10 100209 99.835 99.840 99.835 99.840 unch 10,100 67,574 -636
May10 100209 99.810 99.820 99.810 99.815 -0.005 6,726 65,513 +913
Jun10 100209 99.805 99.805 99.790 99.795 -0.010 11,654 55,647 +515
Jul10 100209 99.765 99.770 99.755 99.760 -0.010 11,718 53,995 +1,163
Total Volume and Open Interest 90,135 545,935 -3,688
30 Day Fed Funds(e-CBOT)
Feb10 090519 99.505 99.520 99.500 99.515 unch 3,201 23,868  
Mar10 090519 99.440 99.455 99.435 99.450 unch 400 6,491  
Apr10 090519 99.370 99.380 99.360 99.380 unch 756 6,053  
May10 090519 99.255 99.260 99.240 99.250 unch 230 7,105  
Jun10 090519 99.210 99.210 99.200 99.200 unch 98 1,033  
Jul10 090519 99.085 99.085 99.085 99.085 unch 0 2,211  
Total Volume and Open Interest 22,142 354,023  
3-Mth Euro-Yen(CME)
Mar10 100209 99.570 99.575 99.570 99.570 -0.010 0 1,338 +0
Jun10 100209 99.620 99.620 99.620 99.620 -0.010 0 80 +0
Sep10 100209 99.640 99.640 99.640 99.640 -0.010 0 230 +0
Dec10 100209 99.625 99.625 99.625 99.625 -0.010 0 242 +0
Mar11 100209 99.615 99.615 99.615 99.615 -0.010      
Jun11 100209 99.590 99.590 99.590 99.590 -0.010      
Sep11 100209 99.590 99.590 99.590 99.590 -0.010      
Dec11 100209 99.520 99.520 99.520 99.520 -0.010      
Mar12 100209 99.485 99.485 99.485 99.485 -0.010      
Jun12 100209 99.535 99.535 99.535 99.535 -0.010      
Total Volume and Open Interest 0 1,890 +0
3-Mth Euro-Yen(SGX)
Mar10 100209 99.57 99.57 99.57 99.57 -0.01 371 4,282 +0
Jun10 100209 99.62 99.62 99.62 99.62 -0.01 189 1,533 -43
Sep10 100209 99.64 99.64 99.64 99.64 -0.01 0 1,921 +0
Dec10 100209 99.62 99.62 99.62 99.62 -0.01 0 1,438 +0
Mar11 100209 99.61 99.61 99.61 99.61 -0.01 0 664 +0
Jun11 100209 99.59 99.59 99.59 99.59 -0.01 0 56 +0
Sep11 100209 99.59 99.59 99.59 99.59 -0.01 0 51 +0
Dec11 100209 99.52 99.52 99.52 99.52 -0.01 0 102 +0
Total Volume and Open Interest 560 11,418 -43
Japanese Gov't Bonds(SGX)
Mar10 100208 139.02 139.15 138.90 139.06 +0.04 2,189 16,159 +95
Jun10 100209 139.24 139.24 139.24 139.24 +0.26      
Sep10 100209 139.24 139.24 139.24 139.24 +0.26      
Total Volume and Open Interest 2,055 15,816 -502
Euro-Bund(EUREX)
Mar10 100209 123.94 124.06 123.22 123.98 +0.07 1,238,589 972,991 +38,308
Jun10 100209 122.40 122.57 121.88 122.51 +0.08 2,360 3,666 +1,060
Sep10 100209 122.18 122.18 122.18 122.18 +0.07 197 0 +0
Total Volume and Open Interest 1,241,146 976,657 +39,368
Euro-Bobl(EUREX)
Mar10 100205 117.65 118.11 117.64 117.94 +0.20 490,512 748,283 +748,283
Jun10 100209 116.35 116.46 115.95 116.41 +0.02 2,701 5,182 +1,869
Sep10 100209 116.18 116.18 116.18 116.18 +0.02 82 0 +0
Total Volume and Open Interest 773,002 789,804 +8,411
3-Mth Euribor(EUREX)
Mar10 100209 99.290 99.310 99.290 99.310 +0.025 532 11,184 +109
Jun10 100209 99.040 99.080 99.030 99.075 +0.040 92 7,186 +53
Sep10 100209 98.810 98.845 98.805 98.845 +0.020 138 2,519 +98
Total Volume and Open Interest 1,148 24,833 +306
Long Gilt(LIFFE)
Mar10 100209 115~14 115~16 115~04 115~13 -0~02 99,517 263,370 -5,547
Jun10 100209 113~31 113~31 113~31 113~31 -0~02      
Total Volume and Open Interest 99,517 263,370 -5,547
3-Mth Short Sterling(LIFFE)
Mar10 100209 99.32 99.35 99.31 99.33 +0.01 130,210 316,650 +15,130
Jun10 100209 99.21 99.23 99.18 99.21 +0.01 121,176 350,810 -2,618
Sep10 100209 98.99 99.00 98.94 98.97 unch 117,118 316,176 -9,494
Dec10 100209 98.64 98.66 98.59 98.62 -0.01 121,710 353,003 -9,929
Mar11 100209 98.27 98.31 98.22 98.26 -0.01 155,208 305,503 -6,205
Jun11 100209 97.90 97.94 97.85 97.90 unch 110,708 179,905 -4,801
Total Volume and Open Interest 914,287 2,216,460 -20,039
3-Mth Euribor(LIFFE)
Mar10 100209 99.285 99.335 99.285 99.310 +0.025 250,582 743,329 +14,191
Jun10 100209 99.040 99.085 99.025 99.075 +0.040 329,618 786,566 -23,403
Sep10 100209 98.820 98.890 98.790 98.845 +0.020 327,094 597,735 +13,418
Total Volume and Open Interest 1,978,541 3,813,550 +19,753
3-Mth Aus T-Bills(SFE)
Mar10 100209 95.81 95.83 95.79 95.80 -0.02 22,357 312,568 +2,889
Jun10 100209 95.62 95.65 95.59 95.60 -0.02 26,416 244,636 -165
Sep10 100209 95.37 95.41 95.34 95.35 -0.02 12,702 122,211 +4,614
Dec10 100209 95.12 95.16 95.09 95.10 -0.02 5,482 97,520 +2,396
Mar11 100209 94.91 94.93 94.87 94.88 -0.02 2,612 40,376 +1,642
Jun11 100209 94.73 94.75 94.69 94.70 -0.02 1,470 31,616 +69
Sep11 100209 94.57 94.58 94.54 94.54 -0.02 852 17,683 +556
Dec11 100209 94.46 94.46 94.41 94.43 -0.02 794 8,734 +273
Mar12 100209 94.38 94.38 94.35 94.35 -0.02 150 2,943 +50
Jun12 100209 94.30 94.30 94.30 94.30 -0.02 150 1,422 +150
Total Volume and Open Interest 73,135 881,074 +12,574
10-Year Aus T-Bonds(SFE)
Mar10 100209 94.51 94.59 94.51 94.55 +0.03 28,689 364,191 +4,360
Jun10 100209 94.55 94.55 94.55 94.55 +0.03      
Total Volume and Open Interest 28,689 364,191 +4,360
3-Year Aus T-Bonds(SFE)
Mar10 100209 95.27 95.33 95.24 95.26 -0.02 105,446 745,104 +1,870
Jun10 100209 95.26 95.26 95.26 95.26 -0.02      
Total Volume and Open Interest 105,446 745,104 +1,870
Gold(CMX)
Feb10 100209 1063.4 1082.0 1063.1 1076.7 +11.0 1,956 1,325 -630
Apr10 100209 1062.4 1083.8 1062.1 1077.2 +11.0 253,584 297,764 +2,160
Jun10 100209 1065.4 1083.8 1064.7 1078.3 +11.0 6,124 57,838 -548
Aug10 100209 1066.8 1085.5 1066.8 1079.3 +11.1 1,134 21,263 -18
Oct10 100209 1076.3 1084.6 1076.3 1080.2 +11.0 1,580 8,912 +844
Dec10 100209 1069.7 1087.2 1069.5 1081.4 +11.1 3,229 36,080 +1,199
Feb11 100209 1088.0 1088.0 1083.0 1083.0 +11.1 112 7,672 -14
Apr11 100209 1084.5 1085.0 1084.5 1085.0 +11.1 134 3,895 +54
Jun11 100209 432.1 432.1 432.1 432.1 +11.2 377 7,250 -161
Aug11 100209 1090.4 1090.4 1090.4 1090.4 +11.3 363 1,586 +100
Oct11 100209 1093.8 1093.8 1093.8 1093.8 +11.4 1,943 3,204 +1,285
Dec11 100209 1089.0 1097.5 1089.0 1097.5 +11.5 2,734 11,933 +281
Total Volume and Open Interest 275,521 482,360 +5,002
Silver(CMX)
Mar10 100209 1502.5 1559.5 1501.5 1543.5 +35.0 58,180 60,991 -1,183
May10 100209 1505.0 1560.0 1504.0 1546.0 +35.1 5,757 22,701 +1,909
Jul10 100209 1521.5 1556.0 1521.0 1547.9 +35.2 1,431 11,524 +662
Sep10 100209 1509.5 1564.5 1509.5 1549.6 +35.3 228 3,386 -23
Dec10 100209 1511.0 1567.0 1511.0 1551.9 +35.4 1,478 12,456 +128
Mar11 100209 1554.5 1554.5 1554.5 1554.5 +35.7 33 879 -2
May11 100209 1556.2 1556.2 1556.2 1556.2 +35.7 2 1,726 +1
Total Volume and Open Interest 67,245 124,384 +1,567
Platinum(NYMEX)
Apr10 100209 1477.5 1513.1 1473.5 1502.4 +21.4 7,771 32,116 -369
Jul10 100209 1484.0 1511.6 1484.0 1501.5 +21.0 147 1,690 +60
Oct10 100209 1501.5 1501.5 1501.5 1501.5 +21.0 0 29 +0
Jan11 100209 1501.3 1501.3 1492.4 1492.4 +21.4 2 208 +2
Total Volume and Open Interest 7,990 34,160 -242
Palladium(NYMEX)
Mar10 100209 407.85 419.70 405.15 416.60 +8.95 6,514 19,740 -868
Jun10 100209 408.45 419.95 406.00 417.40 +8.95 612 2,463 +347
Sep10 100209 420.80 420.80 418.75 418.75 +9.30 468 251 +234
Total Volume and Open Interest 7,601 22,479 -280
Copper(CMX)
Mar10 100209 288.10 300.40 287.65 298.70 +7.40 48,342 66,800 -3,209
May10 100209 290.30 302.15 290.20 300.55 +7.50 9,918 37,589 +3,849
Jul10 100209 295.80 302.85 295.80 301.50 +7.50 1,755 13,252 +484
Sep10 100209 297.20 302.65 297.20 301.90 +7.40 105 5,200 +17
Dec10 100209 298.10 303.15 297.60 302.25 +7.30 93 4,832 +29
Total Volume and Open Interest 60,580 131,187 +1,172
DJIA Index(CBOT)
Mar10 100209 9880 10103 9880 10004 +109 950 13,494 -293
Jun10 100209 9975 9985 9941 9941 +108 13 22 +1
Sep10 100209 9884 9884 9775 9884 +109      
Dec10 100209 9834 9834 9725 9834 +109      
Total Volume and Open Interest 963 13,516 -292
S & P 500(CME)
Mar10 100209 1055.10 1076.50 1054.30 1066.20 +10.30 42,814 360,407 +5,464
Jun10 100209 1062.20 1072.10 1056.10 1061.40 +10.30 324 6,945 +446
Sep10 100209 1056.50 1067.30 1051.30 1056.50 +10.20 6 1,217 +1
Dec10 100209 1052.00 1062.80 1046.80 1052.00 +10.20 0 811 +0
Total Volume and Open Interest 43,144 369,381 +5,911
S & P 500 E-Mini(Globex)
Mar10 100209 1055.50 1077.00 1054.00 1066.25 +10.25 3,983,950 2,752,149 +18,742
Jun10 100209 1049.75 1071.75 1049.75 1061.50 +10.50 3,104 17,456 +1,487
Total Volume and Open Interest 3,987,080 2,771,041 +20,233
NASDAQ 100(CME)
Mar10 100209 1733.30 1768.00 1732.80 1752.00 +17.50 1,680 25,508 +13
Jun10 100209 1753.00 1753.00 1749.50 1749.50 +17.70 0 695 +0
Sep10 100209 1748.50 1748.80 1748.50 1748.50 +17.70      
Total Volume and Open Interest 1,680 26,203 +13
NASDAQ 100 E-Mini(Globex)
Mar10 100209 1734.00 1767.30 1732.00 1752.00 +17.50 556,768 379,958 -28,600
Jun10 100209 1734.00 1764.00 1733.30 1749.50 +17.70 224 6,163 -8
Total Volume and Open Interest 556,992 386,135 -28,608
S & P Midcap 400(CME)
Mar10 100209 699.00 704.00 692.50 698.20 +5.00 215 2,946 -12
Jun10 100209 696.00 696.50 696.00 696.00 +5.00      
Sep10 100209 694.00 694.50 694.00 694.00 +5.00      
Total Volume and Open Interest 215 2,946 -12
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Mar10 100209 10005 10120 9935 10040 +145 17,682 42,407 +2,202
Jun10 100209 10040 10045 10040 10040 +145      
Total Volume and Open Interest 17,682 42,407 +2,202
Nikkei 225(SGX)
Mar10 100209 9965 10025 9860 9925 -20 120,711 189,090 +4,848
Jun10 100209 9825 9865 9820 9865 -20 382 1,712 +0
Sep10 100209 9870 9870 9870 9870 -20 0 55 +0
Total Volume and Open Interest 123,787 196,341 +5,218
CAC 40(EURONEXT)
Feb10 100209 3578.5 3673.0 3576.5 3615.0 +7.5 260,683 386,628 +26,603
Mar10 100209 3583.0 3671.5 3583.0 3615.5 +7.0 2,539 80,260 +2,500
Apr10 100209 3600.0 3670.0 3600.0 3616.0 +6.5 15 138 -4
Total Volume and Open Interest 263,238 469,112 +29,100
Hang Seng Index(HKFE)
Feb10 100209 19442 19832 19425 19750 +235 80,737 81,093 -1,641
Mar10 100209 19320 19770 19320 19690 +240 1,988 8,000 +159
Total Volume and Open Interest 83,029 90,299 -1,444
DAX(EUREX)
Mar10 100209 5465.0 5571.5 5462.0 5478.0 -10.5 290,430 153,819 +492
Jun10 100209 5470.0 5575.0 5470.0 5486.0 -10.0 1,077 10,646 +57
Sep10 100209 5491.0 5566.0 5491.0 5494.5 -11.0 238 1,046 +90
Total Volume and Open Interest 291,745 165,511 +639
FT-SE 100(EURONEXT)
Mar10 100209 5056.00 5152.00 5043.50 5061.50 +5.50 226,147 683,775 +7,030
Jun10 100209 5006.50 5080.00 5006.00 5011.50 +5.50 63 4,582 +21
Sep10 100209 4973.50 4973.50 4973.50 4973.50 +5.50 13 329 -5
Total Volume and Open Interest 226,223 689,277 +7,046
SPI 200(SFE)
Mar10 100209 4470.0 4492.0 4428.0 4474.0 +1.0 35,625 219,212 +2,523
Jun10 100209 4463.0 4489.0 4456.0 4489.0 +1.0 372 2,264 +300
Sep10 100209 4472.0 4472.0 4472.0 4472.0 +1.0 260 2,049 +11
Total Volume and Open Interest 36,257 224,893 +2,834
GSCI(CME)
Feb10 100209 484.00 489.50 483.00 487.00 +6.50 4,963 13,726 -4,165
Mar10 100209 489.00 494.00 487.50 491.50 +6.65 4,182 4,351 +3,986
Apr10 100209 491.00 497.00 490.50 495.50 +7.25      
Total Volume and Open Interest 9,145 18,077 -179
Reuters CCI(ICE)
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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