|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue January 12, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan10 |
100112 |
999.50 |
1001.25 |
961.75 |
969.50 |
-32.25 |
7,286 |
4,585 |
-1,304 |
Mar10 |
100112 |
1008.75 |
1013.50 |
969.00 |
978.00 |
-32.50 |
76,745 |
225,350 |
+1,950 |
May10 |
100112 |
1016.25 |
1020.25 |
977.25 |
985.75 |
-31.50 |
13,949 |
60,182 |
+2,038 |
Jul10 |
100112 |
1021.00 |
1026.50 |
983.75 |
992.75 |
-30.00 |
10,768 |
59,308 |
+1,038 |
Aug10 |
100112 |
1017.00 |
1018.75 |
981.25 |
989.00 |
-29.75 |
73 |
1,767 |
+23 |
Sep10 |
100112 |
969.25 |
1003.50 |
967.75 |
976.50 |
-27.00 |
48 |
1,173 |
+6 |
Nov10 |
100112 |
987.00 |
993.00 |
955.00 |
965.00 |
-25.25 |
7,276 |
74,060 |
+1,492 |
Total Volume and Open Interest |
116,697 |
435,655 |
+5,269 |
Soybean Meal(CBOT) |
Jan10 |
100112 |
304.40 |
305.80 |
293.50 |
295.40 |
-9.30 |
1,305 |
1,492 |
-585 |
Mar10 |
100112 |
296.00 |
297.20 |
284.10 |
285.80 |
-10.30 |
28,093 |
79,539 |
+541 |
May10 |
100112 |
290.70 |
291.80 |
279.30 |
280.90 |
-10.10 |
6,326 |
30,455 |
+495 |
Jul10 |
100112 |
290.80 |
292.00 |
280.10 |
281.80 |
-9.30 |
3,191 |
24,533 |
+297 |
Aug10 |
100112 |
290.50 |
290.50 |
279.50 |
280.80 |
-9.20 |
759 |
5,625 |
+378 |
Sep10 |
100112 |
287.40 |
287.50 |
277.10 |
278.60 |
-8.50 |
406 |
6,156 |
+41 |
Oct10 |
100112 |
280.30 |
280.30 |
270.10 |
272.80 |
-6.70 |
460 |
3,415 |
+73 |
Dec10 |
100112 |
277.80 |
278.60 |
261.00 |
271.60 |
-6.50 |
1,374 |
14,274 |
+169 |
Total Volume and Open Interest |
41,952 |
166,946 |
+1,423 |
Soybean Oil(CBOT) |
Jan10 |
100112 |
39.19 |
39.19 |
37.85 |
38.26 |
-0.93 |
3,414 |
2,826 |
-486 |
Mar10 |
100112 |
39.50 |
39.65 |
38.11 |
38.63 |
-0.92 |
34,144 |
128,323 |
+1,090 |
May10 |
100112 |
39.95 |
40.04 |
38.52 |
39.04 |
-0.91 |
10,747 |
31,634 |
-651 |
Jul10 |
100112 |
40.32 |
40.45 |
38.92 |
39.44 |
-0.91 |
3,893 |
21,690 |
+794 |
Aug10 |
100112 |
39.16 |
39.75 |
39.16 |
39.60 |
-0.91 |
22 |
2,435 |
-1 |
Sep10 |
100112 |
39.35 |
39.90 |
39.31 |
39.74 |
-0.93 |
38 |
2,104 |
+2 |
Oct10 |
100112 |
40.78 |
40.78 |
39.44 |
39.84 |
-0.94 |
160 |
1,415 |
-30 |
Dec10 |
100112 |
41.09 |
41.14 |
39.65 |
40.15 |
-0.94 |
1,954 |
17,066 |
+598 |
Total Volume and Open Interest |
54,372 |
207,591 |
+1,316 |
Canola(WCE) |
Jan10 |
100112 |
390.5 |
390.5 |
390.5 |
390.5 |
-4.8 |
|
|
|
Mar10 |
100112 |
391.5 |
393.0 |
383.7 |
388.5 |
-4.8 |
8,627 |
79,026 |
-158 |
May10 |
100112 |
400.0 |
400.0 |
391.0 |
395.7 |
-4.9 |
1,429 |
8,279 |
+527 |
Jul10 |
100112 |
406.0 |
406.0 |
396.7 |
401.7 |
-4.9 |
1,413 |
7,842 |
+43 |
Nov10 |
100112 |
415.0 |
415.0 |
403.8 |
407.0 |
-4.8 |
1,066 |
6,761 |
+240 |
Total Volume and Open Interest |
12,535 |
102,308 |
+652 |
Corn(CBOT) |
Mar10 |
100112 |
419.00 |
419.00 |
392.50 |
392.50 |
-30.00 |
135,979 |
528,876 |
+12,651 |
May10 |
100112 |
429.00 |
429.25 |
403.00 |
403.00 |
-30.00 |
26,037 |
141,504 |
+3,228 |
Jul10 |
100112 |
437.75 |
437.75 |
411.25 |
411.25 |
-30.00 |
27,632 |
130,666 |
+5,132 |
Sep10 |
100112 |
441.00 |
441.00 |
415.00 |
415.00 |
-30.00 |
3,976 |
41,883 |
+953 |
Dec10 |
100112 |
444.00 |
444.00 |
417.50 |
417.50 |
-30.00 |
23,245 |
222,441 |
+6,203 |
Mar11 |
100112 |
452.50 |
452.50 |
426.25 |
426.25 |
-30.00 |
1,527 |
17,413 |
+703 |
Total Volume and Open Interest |
219,567 |
1,108,843 |
+29,443 |
Wheat(CBOT) |
Mar10 |
100112 |
570.00 |
570.50 |
520.50 |
535.75 |
-36.75 |
46,168 |
188,934 |
+6,420 |
May10 |
100112 |
581.00 |
581.75 |
533.75 |
548.75 |
-36.00 |
7,000 |
47,544 |
+282 |
Jul10 |
100112 |
591.75 |
592.00 |
545.00 |
559.25 |
-35.25 |
8,227 |
66,400 |
+404 |
Sep10 |
100112 |
603.00 |
604.00 |
561.75 |
573.50 |
-35.00 |
1,182 |
17,354 |
+288 |
Dec10 |
100112 |
627.00 |
627.00 |
584.25 |
596.50 |
-35.00 |
2,335 |
52,558 |
+60 |
Total Volume and Open Interest |
65,548 |
379,156 |
+7,716 |
Wheat(KCBT) |
Mar10 |
100112 |
563.00 |
563.00 |
518.00 |
534.00 |
-32.00 |
8,109 |
59,501 |
+180 |
May10 |
100112 |
569.75 |
572.75 |
530.00 |
545.75 |
-31.50 |
1,105 |
14,803 |
+369 |
Jul10 |
100112 |
585.00 |
585.00 |
542.00 |
557.75 |
-31.00 |
976 |
29,950 |
+196 |
Sep10 |
100112 |
595.50 |
595.50 |
554.50 |
569.00 |
-31.25 |
190 |
3,752 |
+76 |
Dec10 |
100112 |
614.00 |
614.00 |
572.00 |
587.50 |
-31.75 |
504 |
37,438 |
+232 |
Total Volume and Open Interest |
10,941 |
146,613 |
+1,097 |
Wheat(MGE) |
Mar10 |
100112 |
575.75 |
575.75 |
531.00 |
540.75 |
-37.25 |
3,197 |
19,359 |
+521 |
May10 |
100112 |
585.00 |
585.00 |
543.50 |
553.75 |
-35.75 |
647 |
6,924 |
+109 |
Jul10 |
100112 |
597.25 |
597.25 |
555.00 |
564.50 |
-37.50 |
689 |
9,083 |
+172 |
Sep10 |
100112 |
596.50 |
596.50 |
567.00 |
576.75 |
-35.25 |
670 |
4,168 |
+514 |
Dec10 |
100112 |
627.00 |
627.00 |
584.25 |
592.00 |
-38.75 |
334 |
7,844 |
-97 |
Total Volume and Open Interest |
5,755 |
48,200 |
+1,380 |
Oats(CBOT) |
Mar10 |
100112 |
268.00 |
268.00 |
251.75 |
252.50 |
-15.50 |
796 |
9,718 |
+194 |
May10 |
100112 |
274.25 |
276.25 |
260.50 |
261.00 |
-15.25 |
47 |
1,084 |
+23 |
Jul10 |
100112 |
276.50 |
284.75 |
269.75 |
269.75 |
-15.00 |
7 |
806 |
+2 |
Sep10 |
100112 |
278.25 |
292.25 |
278.25 |
278.25 |
-14.00 |
0 |
350 |
+0 |
Total Volume and Open Interest |
866 |
12,607 |
+225 |
Rough Rice(CBOT) |
Jan10 |
100112 |
14.25 |
14.56 |
14.13 |
14.13 |
-0.43 |
3 |
97 |
-34 |
Mar10 |
100112 |
14.83 |
14.87 |
14.31 |
14.35 |
-0.46 |
310 |
13,038 |
-22 |
May10 |
100112 |
14.93 |
14.93 |
14.57 |
14.60 |
-0.47 |
22 |
523 |
+7 |
Jul10 |
100112 |
15.33 |
15.36 |
14.80 |
14.82 |
-0.48 |
18 |
553 |
+4 |
Total Volume and Open Interest |
397 |
15,604 |
-19 |
Live Cattle(CME) |
Feb10 |
100112 |
85.050 |
85.580 |
84.750 |
85.450 |
+0.400 |
27,566 |
97,092 |
-6,206 |
Apr10 |
100112 |
89.150 |
89.450 |
88.650 |
89.230 |
unch |
21,455 |
95,918 |
+5,851 |
Jun10 |
100112 |
87.635 |
87.885 |
87.300 |
87.650 |
-0.050 |
7,373 |
55,257 |
+3,728 |
Aug10 |
100112 |
87.700 |
87.830 |
87.300 |
87.730 |
+0.050 |
979 |
11,502 |
+366 |
Oct10 |
100112 |
89.850 |
90.100 |
89.650 |
90.000 |
+0.020 |
401 |
10,112 |
+180 |
Dec10 |
100112 |
90.250 |
90.750 |
90.250 |
90.730 |
+0.180 |
187 |
2,297 |
+51 |
Total Volume and Open Interest |
58,007 |
273,683 |
+4,015 |
Feeder Cattle(CME) |
Jan10 |
100112 |
96.330 |
98.100 |
96.330 |
97.800 |
+1.515 |
1,211 |
3,882 |
-732 |
Mar10 |
100112 |
96.350 |
98.600 |
96.330 |
98.300 |
+1.900 |
2,112 |
14,773 |
+360 |
Apr10 |
100112 |
97.480 |
99.500 |
97.480 |
99.285 |
+1.785 |
365 |
4,350 |
+90 |
May10 |
100112 |
98.330 |
100.050 |
98.330 |
99.980 |
+1.650 |
204 |
3,947 |
-15 |
Aug10 |
100112 |
99.750 |
101.250 |
99.750 |
101.230 |
+1.650 |
62 |
1,694 |
+13 |
Sep10 |
100112 |
100.000 |
100.800 |
100.000 |
100.800 |
+1.370 |
2 |
30 |
+1 |
Oct10 |
100112 |
99.900 |
100.300 |
99.350 |
100.300 |
+1.150 |
29 |
37 |
+1 |
Total Volume and Open Interest |
3,987 |
28,718 |
-281 |
Lean Hogs(CME) |
Feb10 |
100112 |
66.450 |
66.785 |
65.550 |
66.400 |
-0.280 |
20,146 |
57,102 |
-5,056 |
Apr10 |
100112 |
71.050 |
71.330 |
70.285 |
71.035 |
-0.265 |
15,582 |
64,657 |
+3,035 |
May10 |
100112 |
75.350 |
75.600 |
74.900 |
75.550 |
-0.085 |
108 |
4,102 |
+29 |
Jun10 |
100112 |
79.050 |
79.150 |
78.285 |
78.975 |
-0.375 |
4,320 |
36,236 |
+690 |
Jul10 |
100112 |
77.650 |
77.700 |
76.900 |
77.400 |
-0.385 |
1,371 |
13,081 |
+912 |
Aug10 |
100112 |
76.400 |
76.600 |
75.700 |
76.550 |
-0.300 |
375 |
8,960 |
+202 |
Oct10 |
100112 |
67.785 |
68.000 |
67.200 |
67.850 |
-0.700 |
35 |
3,542 |
+23 |
Dec10 |
100112 |
66.500 |
66.500 |
65.950 |
66.200 |
-0.500 |
37 |
2,256 |
+19 |
Total Volume and Open Interest |
41,975 |
190,158 |
-146 |
Pork Bellies(CME) |
Feb10 |
100112 |
87.500 |
87.500 |
86.550 |
87.050 |
-0.335 |
18 |
211 |
-12 |
Mar10 |
100112 |
87.000 |
87.100 |
86.600 |
86.600 |
unch |
0 |
101 |
+0 |
May10 |
100112 |
89.500 |
90.500 |
89.500 |
90.500 |
unch |
0 |
119 |
+0 |
Jul10 |
100112 |
91.000 |
91.000 |
91.000 |
91.000 |
unch |
0 |
23 |
+0 |
Aug10 |
100112 |
86.000 |
86.000 |
86.000 |
86.000 |
unch |
0 |
15 |
+0 |
Total Volume and Open Interest |
18 |
469 |
-12 |
Class III Milk(CME) |
Jan10 |
100112 |
14.32 |
14.35 |
14.30 |
14.32 |
unch |
42 |
3,767 |
-18 |
Feb10 |
100112 |
13.75 |
13.75 |
13.60 |
13.65 |
-0.10 |
570 |
4,523 |
-37 |
Mar10 |
100112 |
13.95 |
14.18 |
13.95 |
13.99 |
-0.15 |
233 |
3,449 |
+29 |
Apr10 |
100112 |
14.27 |
14.33 |
14.20 |
14.24 |
-0.09 |
130 |
2,521 |
+12 |
May10 |
100112 |
14.72 |
14.80 |
14.66 |
14.67 |
-0.13 |
34 |
2,066 |
+19 |
Total Volume and Open Interest |
1,280 |
25,846 |
+158 |
Cocoa(ICE) |
Mar10 |
100112 |
3333 |
3352 |
3282 |
3342 |
-1 |
7,374 |
67,972 |
-1,825 |
May10 |
100112 |
3357 |
3375 |
3315 |
3369 |
+2 |
2,727 |
28,895 |
+1,035 |
Jul10 |
100112 |
3370 |
3380 |
3329 |
3377 |
+4 |
863 |
9,610 |
+577 |
Sep10 |
100112 |
3373 |
3385 |
3335 |
3382 |
+6 |
144 |
6,292 |
+2 |
Dec10 |
100112 |
3359 |
3369 |
3322 |
3365 |
+7 |
223 |
5,342 |
+205 |
Mar11 |
100112 |
3339 |
3355 |
3335 |
3355 |
+8 |
44 |
8,091 |
+30 |
May11 |
100112 |
3339 |
3355 |
3338 |
3355 |
+8 |
14 |
4,272 |
+9 |
Total Volume and Open Interest |
11,399 |
132,716 |
+38 |
Coffee "C"(ICE) |
Mar10 |
100112 |
144.00 |
144.85 |
142.50 |
143.10 |
-0.60 |
12,495 |
78,266 |
-48 |
May10 |
100112 |
145.40 |
146.50 |
144.50 |
144.95 |
-0.60 |
3,892 |
29,292 |
+138 |
Jul10 |
100112 |
147.80 |
148.00 |
146.05 |
146.60 |
-0.35 |
2,118 |
7,071 |
+462 |
Sep10 |
100112 |
148.85 |
149.35 |
147.50 |
148.05 |
-0.20 |
482 |
7,118 |
+152 |
Dec10 |
100112 |
150.50 |
151.00 |
149.30 |
149.80 |
-0.15 |
236 |
6,998 |
-130 |
Mar11 |
100112 |
152.10 |
152.40 |
151.35 |
151.35 |
-0.10 |
16 |
2,341 |
+10 |
Total Volume and Open Interest |
19,350 |
131,512 |
+535 |
Orange Juice(ICE) |
Mar10 |
100112 |
132.10 |
138.70 |
132.10 |
136.40 |
+4.55 |
7,663 |
24,827 |
-1,852 |
May10 |
100112 |
137.00 |
141.75 |
137.00 |
139.95 |
+4.50 |
1,530 |
6,072 |
+475 |
Jul10 |
100112 |
140.25 |
145.00 |
140.25 |
143.30 |
+4.55 |
334 |
2,459 |
+174 |
Sep10 |
100112 |
143.75 |
145.00 |
143.75 |
144.30 |
+4.85 |
17 |
874 |
-6 |
Nov10 |
100112 |
144.00 |
144.80 |
144.00 |
144.80 |
+5.35 |
8 |
358 |
-2 |
Jan11 |
100112 |
146.80 |
146.95 |
146.25 |
146.25 |
+4.55 |
2 |
551 |
+1 |
Total Volume and Open Interest |
9,554 |
35,330 |
-1,210 |
Sugar #11(ICE) |
Mar10 |
100112 |
26.93 |
27.98 |
26.87 |
27.36 |
+0.61 |
57,826 |
311,348 |
-11,195 |
May10 |
100112 |
25.75 |
26.60 |
25.75 |
26.04 |
+0.39 |
29,908 |
157,814 |
+3,763 |
Jul10 |
100112 |
23.02 |
23.75 |
23.02 |
23.28 |
+0.32 |
10,296 |
140,816 |
+324 |
Oct10 |
100112 |
21.40 |
21.91 |
21.28 |
21.33 |
+0.03 |
5,016 |
100,747 |
-674 |
Mar11 |
100112 |
20.09 |
20.15 |
19.60 |
19.71 |
-0.14 |
2,496 |
51,489 |
-378 |
Total Volume and Open Interest |
106,123 |
834,837 |
-8,065 |
London Cocoa(LCE) |
Mar10 |
100112 |
2280 |
2286 |
2267 |
2278 |
+1 |
4,069 |
64,247 |
+1,595 |
May10 |
100112 |
2283 |
2293 |
2275 |
2282 |
-2 |
574 |
52,488 |
+156 |
Jul10 |
100112 |
2265 |
2265 |
2249 |
2255 |
-3 |
1,207 |
25,468 |
+1,010 |
Sep10 |
100112 |
2232 |
2234 |
2218 |
2224 |
unch |
675 |
12,789 |
-275 |
Dec10 |
100112 |
2195 |
2205 |
2191 |
2195 |
+5 |
41 |
9,795 |
+6 |
Mar11 |
100112 |
2177 |
2177 |
2177 |
2177 |
+7 |
214 |
8,779 |
+214 |
May11 |
100112 |
2162 |
2162 |
2162 |
2162 |
+5 |
0 |
1,386 |
+0 |
Total Volume and Open Interest |
6,780 |
174,952 |
+2,706 |
London Sugar(LCE) |
Cotton(ICE) |
Mar10 |
100112 |
74.00 |
74.20 |
72.63 |
72.79 |
-1.45 |
9,374 |
113,101 |
-975 |
May10 |
100112 |
75.18 |
75.27 |
73.75 |
73.96 |
-1.44 |
1,780 |
26,850 |
+429 |
Jul10 |
100112 |
75.80 |
75.92 |
74.67 |
74.92 |
-1.24 |
1,487 |
24,130 |
+532 |
Oct10 |
100112 |
74.31 |
74.31 |
74.31 |
74.31 |
-1.05 |
0 |
158 |
+0 |
Dec10 |
100112 |
75.00 |
75.15 |
74.11 |
74.52 |
-0.80 |
436 |
16,681 |
+142 |
Mar11 |
100112 |
75.71 |
75.92 |
75.71 |
75.92 |
-0.78 |
0 |
333 |
+0 |
Total Volume and Open Interest |
13,077 |
182,120 |
+128 |
Lumber(CME) |
Jan10 |
100112 |
213.4 |
214.0 |
207.6 |
210.0 |
-0.5 |
219 |
830 |
-31 |
Mar10 |
100112 |
238.8 |
240.0 |
230.8 |
232.9 |
-7.9 |
932 |
6,106 |
+289 |
May10 |
100112 |
259.3 |
260.1 |
252.3 |
256.0 |
-4.5 |
270 |
1,848 |
+160 |
Jul10 |
100112 |
267.5 |
268.6 |
263.0 |
266.0 |
-4.5 |
97 |
421 |
+93 |
Total Volume and Open Interest |
1,570 |
9,406 |
+545 |
Crude Oil(NYM) |
Feb10 |
100112 |
82.07 |
82.34 |
79.91 |
80.79 |
-1.73 |
296,304 |
226,210 |
-24,161 |
Mar10 |
100112 |
82.69 |
82.82 |
80.29 |
81.17 |
-1.84 |
130,542 |
227,888 |
+24,899 |
Apr10 |
100112 |
83.09 |
83.29 |
80.82 |
81.70 |
-1.85 |
30,455 |
84,853 |
-671 |
May10 |
100112 |
83.58 |
83.89 |
81.50 |
82.28 |
-1.86 |
14,649 |
51,982 |
+1,200 |
Jun10 |
100112 |
84.09 |
84.45 |
81.99 |
82.84 |
-1.86 |
15,725 |
106,882 |
-1,103 |
Jul10 |
100112 |
84.84 |
84.96 |
82.55 |
83.40 |
-1.84 |
5,041 |
39,303 |
+1,238 |
Aug10 |
100112 |
85.00 |
85.00 |
83.82 |
83.89 |
-1.81 |
1,897 |
16,628 |
+83 |
Sep10 |
100112 |
85.01 |
85.01 |
84.26 |
84.35 |
-1.81 |
2,654 |
28,909 |
-452 |
Oct10 |
100112 |
85.50 |
85.54 |
84.48 |
84.82 |
-1.80 |
2,089 |
19,777 |
+881 |
Nov10 |
100112 |
85.95 |
85.95 |
85.29 |
85.29 |
-1.77 |
2,380 |
22,654 |
+231 |
Dec10 |
100112 |
86.90 |
87.28 |
85.01 |
85.79 |
-1.74 |
11,282 |
173,991 |
+1,252 |
Jan11 |
100112 |
86.88 |
86.88 |
86.15 |
86.15 |
-1.71 |
1,121 |
20,119 |
-59 |
Feb11 |
100112 |
86.40 |
86.46 |
86.40 |
86.46 |
-1.69 |
716 |
10,102 |
-82 |
Mar11 |
100112 |
86.77 |
86.77 |
86.77 |
86.77 |
-1.67 |
230 |
6,807 |
+121 |
Apr11 |
100112 |
87.06 |
87.06 |
87.06 |
87.06 |
-1.65 |
101 |
9,387 |
+61 |
May11 |
100112 |
87.30 |
87.30 |
87.30 |
87.30 |
-1.63 |
31 |
3,737 |
-1 |
Total Volume and Open Interest |
525,825 |
1,294,224 |
+4,599 |
e-miNY Crude Oil(NYM) |
Jan10 |
091218 |
72.850 |
74.675 |
72.550 |
73.350 |
+0.700 |
8,590 |
3,806 |
-360 |
Feb10 |
100112 |
82.050 |
82.325 |
79.900 |
80.800 |
-1.725 |
10,976 |
3,919 |
-689 |
Mar10 |
100112 |
82.675 |
82.775 |
80.300 |
81.175 |
-1.825 |
801 |
1,869 |
+151 |
Apr10 |
100112 |
82.825 |
82.875 |
81.025 |
81.700 |
-1.850 |
34 |
272 |
+16 |
May10 |
100112 |
83.000 |
83.000 |
82.000 |
82.275 |
-1.875 |
3 |
86 |
-2 |
Jun10 |
100112 |
83.600 |
83.600 |
82.550 |
82.850 |
-1.850 |
4 |
15 |
+4 |
Jul10 |
100112 |
84.175 |
84.175 |
83.400 |
83.400 |
-1.850 |
1 |
8 |
+0 |
Aug10 |
100112 |
83.900 |
83.900 |
83.900 |
83.900 |
-1.800 |
1 |
1 |
-1 |
Sep10 |
100112 |
84.350 |
84.350 |
84.350 |
84.350 |
-1.800 |
0 |
1 |
+0 |
Oct10 |
100112 |
84.825 |
84.825 |
84.825 |
84.825 |
-1.800 |
0 |
2 |
+0 |
Total Volume and Open Interest |
11,820 |
6,273 |
-521 |
Heating Oil(NYM) |
Feb10 |
100112 |
217.20 |
217.53 |
210.74 |
213.18 |
-4.83 |
47,380 |
84,511 |
-5,066 |
Mar10 |
100112 |
218.01 |
218.36 |
211.81 |
214.17 |
-4.78 |
24,313 |
68,361 |
+5,601 |
Apr10 |
100112 |
217.55 |
217.92 |
212.20 |
214.53 |
-4.75 |
10,666 |
34,226 |
+1,243 |
May10 |
100112 |
217.80 |
219.04 |
213.99 |
214.98 |
-4.79 |
4,704 |
20,285 |
+252 |
Jun10 |
100112 |
218.36 |
219.78 |
213.58 |
215.65 |
-4.76 |
7,791 |
37,813 |
+303 |
Jul10 |
100112 |
219.45 |
219.76 |
216.45 |
217.20 |
-4.72 |
2,175 |
11,057 |
-167 |
Aug10 |
100112 |
220.42 |
221.25 |
217.95 |
218.97 |
-4.74 |
1,150 |
4,954 |
+413 |
Sep10 |
100112 |
225.53 |
225.53 |
220.57 |
221.17 |
-4.79 |
719 |
8,156 |
+74 |
Oct10 |
100112 |
225.22 |
226.12 |
222.67 |
223.60 |
-4.86 |
377 |
7,223 |
+102 |
Nov10 |
100112 |
227.40 |
227.80 |
226.00 |
226.00 |
-4.88 |
358 |
6,462 |
+163 |
Dec10 |
100112 |
231.27 |
232.40 |
227.50 |
228.40 |
-4.88 |
1,604 |
17,132 |
+286 |
Jan11 |
100112 |
233.00 |
233.00 |
230.75 |
230.75 |
-4.88 |
1,481 |
7,963 |
+1,244 |
Total Volume and Open Interest |
105,146 |
329,151 |
+5,230 |
Gasoline(NYMEX) |
Feb10 |
100112 |
214.15 |
214.60 |
206.61 |
209.78 |
-4.49 |
51,389 |
80,936 |
-6,447 |
Mar10 |
100112 |
214.85 |
215.60 |
207.99 |
211.06 |
-4.41 |
29,070 |
60,178 |
+6,660 |
Apr10 |
100112 |
224.50 |
225.02 |
218.20 |
221.02 |
-4.42 |
14,284 |
36,845 |
+709 |
May10 |
100112 |
225.45 |
225.45 |
219.16 |
221.91 |
-4.48 |
7,460 |
18,611 |
+466 |
Jun10 |
100112 |
225.50 |
226.98 |
219.71 |
222.43 |
-4.59 |
3,557 |
18,871 |
+357 |
Jul10 |
100112 |
223.61 |
223.61 |
219.85 |
222.39 |
-4.57 |
1,947 |
9,478 |
+519 |
Aug10 |
100112 |
224.50 |
224.50 |
222.01 |
222.01 |
-4.60 |
421 |
6,028 |
-1 |
Sep10 |
100112 |
223.40 |
223.40 |
221.05 |
221.26 |
-4.60 |
786 |
7,068 |
+154 |
Oct10 |
100112 |
214.00 |
214.00 |
211.56 |
211.56 |
-4.50 |
108 |
2,953 |
+22 |
Nov10 |
100112 |
212.81 |
212.81 |
210.86 |
210.86 |
-4.40 |
239 |
9,355 |
+21 |
Total Volume and Open Interest |
110,257 |
263,011 |
+2,773 |
e-miNY RBOB Gasoline(NYM) |
Feb10 |
100112 |
209.80 |
209.80 |
209.78 |
209.80 |
-4.50 |
0 |
13 |
+0 |
Mar10 |
100112 |
211.10 |
211.10 |
211.06 |
211.10 |
-4.40 |
|
|
|
Apr10 |
100112 |
221.00 |
221.02 |
221.00 |
221.00 |
-4.40 |
|
|
|
May10 |
100112 |
221.90 |
221.91 |
221.90 |
221.90 |
-4.50 |
|
|
|
Total Volume and Open Interest |
0 |
13 |
+0 |
Natural Gas(NYM) |
Feb10 |
100112 |
5.485 |
5.605 |
5.354 |
5.591 |
+0.137 |
120,791 |
107,978 |
-3,479 |
Mar10 |
100112 |
5.449 |
5.565 |
5.327 |
5.552 |
+0.120 |
62,122 |
153,563 |
+10,432 |
Apr10 |
100112 |
5.414 |
5.524 |
5.312 |
5.520 |
+0.115 |
29,303 |
76,843 |
-1,054 |
May10 |
100112 |
5.450 |
5.575 |
5.371 |
5.569 |
+0.112 |
12,152 |
53,000 |
+2,739 |
Jun10 |
100112 |
5.560 |
5.641 |
5.441 |
5.639 |
+0.108 |
4,874 |
24,533 |
-113 |
Jul10 |
100112 |
5.609 |
5.724 |
5.565 |
5.720 |
+0.104 |
5,319 |
23,430 |
+1,184 |
Aug10 |
100112 |
5.730 |
5.785 |
5.700 |
5.785 |
+0.101 |
2,838 |
32,723 |
+285 |
Sep10 |
100112 |
5.757 |
5.814 |
5.728 |
5.813 |
+0.097 |
2,148 |
21,669 |
-299 |
Oct10 |
100112 |
5.750 |
5.913 |
5.750 |
5.913 |
+0.097 |
7,016 |
46,657 |
+758 |
Nov10 |
100112 |
6.110 |
6.220 |
6.110 |
6.218 |
+0.077 |
1,334 |
11,801 |
+88 |
Dec10 |
100112 |
6.428 |
6.568 |
6.423 |
6.563 |
+0.072 |
2,337 |
22,286 |
-410 |
Jan11 |
100112 |
6.695 |
6.792 |
6.666 |
6.788 |
+0.067 |
4,506 |
25,369 |
+1,090 |
Feb11 |
100112 |
6.690 |
6.757 |
6.680 |
6.756 |
+0.065 |
469 |
8,361 |
+95 |
Mar11 |
100112 |
6.525 |
6.576 |
6.505 |
6.571 |
+0.065 |
2,370 |
21,567 |
-114 |
Apr11 |
100112 |
5.965 |
6.042 |
5.965 |
6.036 |
+0.045 |
1,534 |
18,530 |
+1,268 |
May11 |
100112 |
5.940 |
6.001 |
5.940 |
6.001 |
+0.040 |
255 |
9,617 |
-16 |
Total Volume and Open Interest |
259,834 |
752,440 |
+12,523 |
Brent Crude Oil(ICE) |
Feb10 |
100112 |
80.55 |
80.86 |
78.49 |
79.30 |
-1.67 |
127,754 |
100,566 |
-24,262 |
Mar10 |
100112 |
81.12 |
81.40 |
79.01 |
79.83 |
-1.71 |
110,295 |
234,995 |
+29,051 |
Apr10 |
100112 |
81.80 |
82.06 |
79.68 |
80.46 |
-1.74 |
41,807 |
101,089 |
+13,300 |
May10 |
100112 |
82.48 |
82.68 |
80.67 |
81.11 |
-1.78 |
20,296 |
44,813 |
+2,142 |
Jun10 |
100112 |
83.14 |
83.34 |
81.32 |
81.76 |
-1.78 |
16,214 |
67,182 |
+1,604 |
Jul10 |
100112 |
83.29 |
83.54 |
82.22 |
82.36 |
-1.77 |
5,185 |
18,389 |
+1,060 |
Aug10 |
100112 |
83.84 |
84.14 |
82.68 |
82.93 |
-1.74 |
4,323 |
17,117 |
+1,197 |
Sep10 |
100112 |
84.33 |
84.58 |
83.32 |
83.45 |
-1.71 |
2,984 |
10,438 |
+304 |
Oct10 |
100112 |
84.81 |
85.08 |
83.70 |
83.96 |
-1.69 |
1,745 |
13,774 |
+450 |
Nov10 |
100112 |
84.50 |
84.50 |
84.46 |
84.46 |
-1.68 |
2,202 |
12,238 |
+170 |
Dec10 |
100112 |
86.23 |
86.42 |
84.56 |
84.99 |
-1.67 |
9,440 |
77,121 |
+1,343 |
Jan11 |
100112 |
85.47 |
85.47 |
85.47 |
85.47 |
-1.67 |
1,049 |
9,294 |
+121 |
Feb11 |
100112 |
85.91 |
85.91 |
85.91 |
85.91 |
-1.66 |
290 |
4,702 |
-275 |
Mar11 |
100112 |
86.32 |
86.32 |
86.32 |
86.32 |
-1.65 |
9 |
4,637 |
+4 |
Total Volume and Open Interest |
346,281 |
817,977 |
+25,505 |
Gas Oil(ICE) |
Jan10 |
100112 |
654.00 |
657.00 |
652.75 |
657.00 |
unch |
39,013 |
20,180 |
-24,924 |
Feb10 |
100112 |
661.25 |
664.25 |
645.00 |
658.25 |
-5.75 |
89,815 |
142,055 |
+536 |
Mar10 |
100112 |
667.00 |
669.75 |
650.50 |
664.00 |
-5.75 |
36,750 |
75,049 |
+7,848 |
Apr10 |
100112 |
674.50 |
675.00 |
656.50 |
669.25 |
-6.00 |
11,779 |
43,547 |
+1,214 |
May10 |
100112 |
675.25 |
680.00 |
665.00 |
674.50 |
-6.25 |
7,201 |
27,814 |
-182 |
Jun10 |
100112 |
683.25 |
686.00 |
671.00 |
680.00 |
-6.25 |
10,726 |
40,955 |
-641 |
Jul10 |
100112 |
686.75 |
691.50 |
681.00 |
685.75 |
-6.50 |
5,165 |
20,190 |
+162 |
Aug10 |
100112 |
692.75 |
696.50 |
685.75 |
691.75 |
-6.75 |
3,350 |
19,993 |
+326 |
Sep10 |
100112 |
702.00 |
702.50 |
690.50 |
697.50 |
-7.00 |
2,492 |
20,172 |
+482 |
Oct10 |
100112 |
701.50 |
704.00 |
696.00 |
703.25 |
-7.00 |
1,201 |
11,968 |
+359 |
Total Volume and Open Interest |
211,485 |
549,836 |
-13,466 |
Ethanol(CBOT) |
Jan10 |
100106 |
1.949 |
1.958 |
1.941 |
1.957 |
+0.010 |
21 |
369 |
-4 |
Feb10 |
100112 |
1.845 |
1.845 |
1.800 |
1.813 |
-0.091 |
103 |
987 |
+27 |
Mar10 |
100112 |
1.829 |
1.829 |
1.811 |
1.820 |
-0.091 |
61 |
974 |
+11 |
Apr10 |
100112 |
1.838 |
1.838 |
1.805 |
1.817 |
-0.098 |
113 |
1,168 |
+35 |
May10 |
100112 |
1.826 |
1.826 |
1.824 |
1.824 |
-0.087 |
10 |
423 |
+10 |
Jun10 |
100112 |
1.840 |
1.840 |
1.821 |
1.827 |
-0.087 |
18 |
397 |
+18 |
Jul10 |
100112 |
1.845 |
1.845 |
1.815 |
1.820 |
-0.094 |
28 |
566 |
+13 |
Aug10 |
100112 |
1.817 |
1.817 |
1.805 |
1.805 |
-0.073 |
40 |
533 |
+37 |
Total Volume and Open Interest |
609 |
7,278 |
+354 |
US Dollar Index(ICE) |
Mar10 |
100112 |
77.310 |
77.460 |
76.890 |
77.120 |
-0.040 |
20,000 |
50,354 |
-2,654 |
Jun10 |
100112 |
77.545 |
77.630 |
77.270 |
77.440 |
-0.080 |
37 |
4,959 |
+13 |
Sep10 |
100112 |
76.850 |
77.440 |
76.850 |
77.440 |
-0.080 |
0 |
1 |
+0 |
Total Volume and Open Interest |
20,037 |
55,314 |
-2,641 |
Australian Dollar(CME) |
Mar10 |
100112 |
92.34 |
92.47 |
91.11 |
91.52 |
-0.94 |
56,788 |
120,959 |
+2,495 |
Jun10 |
100112 |
91.33 |
91.49 |
90.18 |
90.56 |
-0.93 |
837 |
4,454 |
+646 |
Sep10 |
100112 |
89.56 |
90.46 |
89.56 |
89.56 |
-0.90 |
0 |
18 |
+0 |
Total Volume and Open Interest |
57,625 |
125,431 |
+3,141 |
British Pound(CME) |
Mar10 |
100112 |
161.06 |
161.90 |
160.55 |
161.71 |
+0.77 |
80,749 |
89,853 |
-872 |
Jun10 |
100112 |
160.85 |
161.70 |
160.48 |
161.62 |
+0.77 |
127 |
762 |
+28 |
Sep10 |
100112 |
161.54 |
161.54 |
160.76 |
161.54 |
+0.78 |
0 |
79 |
+0 |
Total Volume and Open Interest |
80,876 |
90,697 |
-844 |
Canadian Dollar(CME) |
Mar10 |
100112 |
96.77 |
96.95 |
96.01 |
96.34 |
-0.44 |
53,513 |
116,092 |
+2,873 |
Jun10 |
100112 |
96.55 |
96.92 |
96.02 |
96.33 |
-0.44 |
262 |
1,495 |
+77 |
Sep10 |
100112 |
96.24 |
96.74 |
96.00 |
96.30 |
-0.44 |
16 |
646 |
+15 |
Dec10 |
100112 |
96.50 |
96.65 |
95.93 |
96.21 |
-0.44 |
25 |
503 |
+9 |
Total Volume and Open Interest |
53,816 |
118,793 |
+2,974 |
Japanese Yen(CME) |
Mar10 |
100112 |
108.64 |
110.26 |
108.21 |
109.91 |
+1.27 |
69,309 |
113,717 |
-997 |
Jun10 |
100112 |
108.74 |
110.24 |
108.33 |
109.97 |
+1.27 |
142 |
492 |
+63 |
Sep10 |
100112 |
109.92 |
110.15 |
108.82 |
110.08 |
+1.26 |
0 |
196 |
+0 |
Total Volume and Open Interest |
69,451 |
114,429 |
-934 |
Swiss Franc(CME) |
Mar10 |
100112 |
98.48 |
98.61 |
97.98 |
98.31 |
-0.19 |
52,153 |
38,041 |
+403 |
Jun10 |
100112 |
98.13 |
98.56 |
98.05 |
98.37 |
-0.19 |
11 |
146 |
+9 |
Sep10 |
100112 |
98.57 |
98.64 |
98.46 |
98.46 |
-0.18 |
0 |
5 |
-10 |
Total Volume and Open Interest |
52,164 |
38,194 |
+402 |
EuroFX(CME) |
Mar10 |
100112 |
145.12 |
145.44 |
144.52 |
144.95 |
-0.23 |
212,216 |
158,216 |
+7,629 |
Jun10 |
100112 |
144.80 |
145.37 |
144.58 |
144.90 |
-0.23 |
260 |
1,393 |
+34 |
Sep10 |
100112 |
144.81 |
145.04 |
144.76 |
144.81 |
-0.23 |
0 |
660 |
+0 |
Total Volume and Open Interest |
212,476 |
160,284 |
+7,663 |
Mexican Peso(CME) |
Jan10 |
100112 |
783.8 |
783.8 |
783.2 |
783.8 |
+0.5 |
8 |
0 |
-8 |
Feb10 |
100112 |
780.8 |
780.8 |
780.2 |
780.8 |
+0.5 |
0 |
3 |
+0 |
Total Volume and Open Interest |
11,882 |
103,632 |
+935 |
30-Year T-Bonds(CBOT) |
Mar10 |
100112 |
115~080 |
116~300 |
115~080 |
116~260 |
+1~200 |
187,928 |
652,872 |
-13,165 |
Jun10 |
100112 |
113~310 |
115~130 |
113~230 |
115~110 |
+1~200 |
33 |
541 |
+25 |
Sep10 |
100112 |
113~280 |
113~280 |
112~080 |
113~280 |
+1~200 |
1 |
2 |
+1 |
Total Volume and Open Interest |
187,962 |
653,415 |
-13,139 |
10-Year T-Notes(CBOT) |
Mar10 |
100112 |
116~015 |
116~270 |
116~010 |
116~240 |
+0~230 |
574,469 |
1,235,789 |
+8,205 |
Jun10 |
100112 |
114~260 |
115~080 |
114~150 |
115~055 |
+0~225 |
1,289 |
1,162 |
+613 |
Sep10 |
100112 |
113~190 |
113~190 |
112~290 |
113~190 |
+0~220 |
|
|
|
Total Volume and Open Interest |
575,758 |
1,236,951 |
+8,818 |
5-Year T-Notes(CBOT) |
Mar10 |
100112 |
115~002 |
115~060 |
115~002 |
115~051 |
+0~047 |
242,002 |
778,509 |
-8,567 |
Jun10 |
100112 |
114~009 |
114~013 |
113~094 |
114~013 |
+0~047 |
0 |
2 |
+0 |
Sep10 |
100112 |
112~103 |
112~103 |
112~056 |
112~103 |
+0~047 |
|
|
|
Total Volume and Open Interest |
242,002 |
778,511 |
-8,567 |
2 Year T-Notes(CBOT) |
Mar10 |
100112 |
108~072 |
108~084 |
108~072 |
108~081 |
+0~007 |
173,763 |
853,299 |
+340 |
Jun10 |
100112 |
108~006 |
108~008 |
107~103 |
108~008 |
+0~012 |
0 |
8,352 |
+0 |
Sep10 |
100112 |
107~063 |
107~063 |
107~046 |
107~063 |
+0~017 |
|
|
|
Total Volume and Open Interest |
173,763 |
861,651 |
+340 |
Eurodollars(CME) |
Mar10 |
100112 |
99.710 |
99.720 |
99.705 |
99.710 |
unch |
109,694 |
1,157,591 |
-22,185 |
Jun10 |
100112 |
99.530 |
99.550 |
99.520 |
99.550 |
+0.020 |
183,254 |
912,634 |
+19,477 |
Sep10 |
100112 |
99.210 |
99.255 |
99.205 |
99.250 |
+0.030 |
200,558 |
763,335 |
+14,016 |
Dec10 |
100112 |
98.820 |
98.875 |
98.815 |
98.865 |
+0.035 |
170,841 |
773,024 |
+4,193 |
Mar11 |
100112 |
98.415 |
98.485 |
98.415 |
98.470 |
+0.045 |
184,633 |
561,114 |
+8,886 |
Jun11 |
100112 |
98.010 |
98.090 |
98.005 |
98.075 |
+0.055 |
147,243 |
562,305 |
+5,738 |
Sep11 |
100112 |
97.635 |
97.725 |
97.630 |
97.710 |
+0.065 |
90,267 |
482,670 |
+3,237 |
Dec11 |
100112 |
97.280 |
97.380 |
97.280 |
97.365 |
+0.075 |
86,401 |
301,025 |
-2,671 |
Mar12 |
100112 |
96.970 |
97.075 |
96.970 |
97.060 |
+0.080 |
46,725 |
237,855 |
+1,943 |
Jun12 |
100112 |
96.665 |
96.775 |
96.665 |
96.765 |
+0.090 |
44,913 |
209,146 |
+5,955 |
Sep12 |
100112 |
96.395 |
96.510 |
96.395 |
96.505 |
+0.105 |
39,712 |
119,939 |
+1,214 |
Dec12 |
100112 |
96.135 |
96.255 |
96.135 |
96.250 |
+0.115 |
27,380 |
97,726 |
-419 |
Mar13 |
100112 |
95.990 |
96.065 |
95.990 |
96.055 |
+0.120 |
11,203 |
68,087 |
-576 |
Jun13 |
100112 |
95.760 |
95.880 |
95.760 |
95.875 |
+0.125 |
8,557 |
61,666 |
+445 |
Sep13 |
100112 |
95.575 |
95.715 |
95.575 |
95.705 |
+0.130 |
12,586 |
50,778 |
-883 |
Dec13 |
100112 |
95.425 |
95.540 |
95.420 |
95.530 |
+0.130 |
6,200 |
36,624 |
-147 |
Mar14 |
100112 |
95.345 |
95.410 |
95.330 |
95.395 |
+0.130 |
4,543 |
32,881 |
+255 |
Jun14 |
100112 |
95.195 |
95.280 |
95.195 |
95.270 |
+0.130 |
3,131 |
28,696 |
+149 |
Total Volume and Open Interest |
1,401,607 |
6,713,974 |
+41,331 |
30 Day Federal Funds(CBOT) |
Jan10 |
100112 |
99.885 |
99.887 |
99.885 |
99.885 |
unch |
1,853 |
72,333 |
-173 |
Feb10 |
100112 |
99.865 |
99.870 |
99.860 |
99.865 |
unch |
2,881 |
94,639 |
-1,938 |
Mar10 |
100112 |
99.845 |
99.855 |
99.845 |
99.850 |
+0.005 |
2,894 |
58,555 |
+386 |
Apr10 |
100112 |
99.825 |
99.835 |
99.825 |
99.830 |
+0.005 |
2,631 |
66,551 |
+86 |
May10 |
100112 |
99.795 |
99.805 |
99.795 |
99.800 |
+0.005 |
4,931 |
59,469 |
+323 |
Jun10 |
100112 |
99.770 |
99.785 |
99.770 |
99.780 |
+0.010 |
4,920 |
39,580 |
+163 |
Total Volume and Open Interest |
32,046 |
526,945 |
+1,649 |
30 Day Fed Funds(e-CBOT) |
Jan10 |
090519 |
99.600 |
99.615 |
99.595 |
99.615 |
unch |
2,329 |
25,494 |
|
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 |
|
Total Volume and Open Interest |
22,142 |
354,023 |
|
3-Mth Euro-Yen(CME) |
Mar10 |
100112 |
99.590 |
99.590 |
99.590 |
99.590 |
unch |
0 |
692 |
+0 |
Jun10 |
100112 |
99.630 |
99.630 |
99.630 |
99.630 |
unch |
0 |
80 |
+0 |
Sep10 |
100112 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
0 |
230 |
+0 |
Dec10 |
100112 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
0 |
242 |
+0 |
Mar11 |
100112 |
99.555 |
99.555 |
99.555 |
99.555 |
unch |
|
|
|
Jun11 |
100112 |
99.530 |
99.530 |
99.530 |
99.530 |
unch |
|
|
|
Sep11 |
100112 |
99.530 |
99.530 |
99.530 |
99.530 |
unch |
|
|
|
Dec11 |
100112 |
99.335 |
99.335 |
99.335 |
99.335 |
unch |
|
|
|
Mar12 |
100112 |
99.305 |
99.305 |
99.305 |
99.305 |
+0.005 |
|
|
|
Jun12 |
100112 |
99.355 |
99.355 |
99.355 |
99.355 |
+0.005 |
|
|
|
Total Volume and Open Interest |
0 |
1,244 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar10 |
100112 |
99.60 |
99.60 |
99.60 |
99.60 |
+0.01 |
0 |
4,557 |
-1 |
Jun10 |
100112 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.01 |
0 |
1,709 |
+0 |
Sep10 |
100112 |
99.66 |
99.66 |
99.66 |
99.66 |
+0.01 |
0 |
1,666 |
+0 |
Dec10 |
100112 |
99.63 |
99.64 |
99.63 |
99.64 |
+0.00 |
0 |
1,281 |
+0 |
Mar11 |
100112 |
99.56 |
99.56 |
99.56 |
99.56 |
+0.00 |
0 |
662 |
+0 |
Jun11 |
100112 |
99.54 |
99.54 |
99.54 |
99.54 |
+0.01 |
0 |
52 |
+0 |
Sep11 |
100112 |
99.54 |
99.54 |
99.54 |
99.54 |
+0.01 |
0 |
51 |
+0 |
Dec11 |
100112 |
99.34 |
99.34 |
99.34 |
99.34 |
+0.00 |
0 |
101 |
+0 |
Total Volume and Open Interest |
0 |
11,450 |
-1 |
Japanese Gov't Bonds(SGX) |
Mar10 |
100112 |
138.73 |
139.06 |
138.68 |
138.98 |
+0.30 |
2,647 |
16,506 |
-46 |
Jun10 |
100112 |
138.98 |
138.98 |
138.98 |
138.98 |
+0.30 |
|
|
|
Sep10 |
100112 |
138.98 |
138.98 |
138.98 |
138.98 |
+0.30 |
|
|
|
Total Volume and Open Interest |
2,647 |
16,506 |
-46 |
Euro-Bund(EUREX) |
Mar10 |
100112 |
121.80 |
122.24 |
121.74 |
122.14 |
+0.43 |
587,045 |
847,305 |
+36,427 |
Jun10 |
100112 |
120.41 |
120.72 |
120.41 |
120.67 |
+0.41 |
12 |
80 |
+4 |
Sep10 |
100112 |
120.34 |
120.34 |
120.34 |
120.34 |
+0.43 |
|
|
|
Total Volume and Open Interest |
587,057 |
847,385 |
+36,431 |
Euro-Bobl(EUREX) |
Mar10 |
100112 |
116.15 |
116.34 |
116.10 |
116.29 |
+0.20 |
309,692 |
685,149 |
+10,124 |
Jun10 |
100112 |
114.83 |
114.83 |
114.83 |
114.83 |
+0.20 |
0 |
2 |
+0 |
Sep10 |
100112 |
114.59 |
114.59 |
114.59 |
114.59 |
+0.20 |
|
|
|
Total Volume and Open Interest |
309,692 |
685,151 |
+10,124 |
3-Mth Euribor(EUREX) |
Mar10 |
100112 |
99.300 |
99.305 |
99.295 |
99.305 |
+0.010 |
197 |
15,353 |
+6 |
Jun10 |
100112 |
99.030 |
99.035 |
99.025 |
99.035 |
+0.015 |
28 |
7,133 |
+1 |
Sep10 |
100112 |
98.715 |
98.715 |
98.705 |
98.715 |
+0.020 |
23 |
2,455 |
-15 |
Total Volume and Open Interest |
389 |
28,451 |
-14 |
Long Gilt(LIFFE) |
Mar10 |
100112 |
114~30 |
115~11 |
114~26 |
115~06 |
+0~15 |
68,262 |
231,264 |
-6,734 |
Jun10 |
100112 |
114~05 |
114~05 |
114~05 |
114~05 |
-0~16 |
|
|
|
Total Volume and Open Interest |
68,262 |
231,264 |
-6,734 |
3-Mth Short Sterling(LIFFE) |
Mar10 |
100112 |
99.36 |
99.37 |
99.35 |
99.36 |
+0.01 |
28,952 |
337,373 |
-4,304 |
Jun10 |
100112 |
99.16 |
99.19 |
99.15 |
99.18 |
+0.03 |
85,613 |
382,015 |
-5,226 |
Sep10 |
100112 |
98.80 |
98.84 |
98.80 |
98.83 |
+0.03 |
103,621 |
346,219 |
+8,181 |
Dec10 |
100112 |
98.33 |
98.38 |
98.33 |
98.37 |
+0.04 |
82,725 |
304,592 |
+6,418 |
Mar11 |
100112 |
97.90 |
97.94 |
97.88 |
97.93 |
+0.06 |
83,646 |
287,961 |
+2,221 |
Jun11 |
100112 |
97.46 |
97.52 |
97.45 |
97.50 |
+0.07 |
67,518 |
160,439 |
+5,237 |
Total Volume and Open Interest |
562,543 |
2,195,403 |
+19,831 |
3-Mth Euribor(LIFFE) |
Mar10 |
100112 |
99.300 |
99.310 |
99.290 |
99.305 |
+0.010 |
95,883 |
747,428 |
-15,212 |
Jun10 |
100112 |
99.020 |
99.040 |
99.015 |
99.035 |
+0.015 |
157,948 |
735,900 |
+5,756 |
Sep10 |
100112 |
98.700 |
98.725 |
98.685 |
98.715 |
+0.020 |
144,986 |
598,062 |
+18 |
Total Volume and Open Interest |
822,860 |
3,636,572 |
+15,483 |
3-Mth Aus T-Bills(SFE) |
Mar10 |
100112 |
95.46 |
95.53 |
95.44 |
95.49 |
+0.03 |
16,283 |
288,482 |
-145 |
Jun10 |
100112 |
95.05 |
95.16 |
95.03 |
95.10 |
+0.04 |
18,956 |
188,926 |
+6,168 |
Sep10 |
100112 |
94.78 |
94.88 |
94.76 |
94.84 |
+0.05 |
7,780 |
96,314 |
+1,706 |
Dec10 |
100112 |
94.58 |
94.67 |
94.55 |
94.63 |
+0.04 |
5,820 |
78,574 |
+1,145 |
Mar11 |
100112 |
94.37 |
94.49 |
94.36 |
94.45 |
+0.06 |
4,083 |
30,276 |
+2,863 |
Jun11 |
100112 |
94.19 |
94.33 |
94.19 |
94.30 |
+0.07 |
1,574 |
24,838 |
+874 |
Sep11 |
100112 |
94.06 |
94.20 |
94.06 |
94.18 |
+0.08 |
730 |
16,888 |
+317 |
Dec11 |
100112 |
93.96 |
94.11 |
93.96 |
94.10 |
+0.09 |
385 |
8,357 |
+267 |
Mar12 |
100112 |
94.05 |
94.05 |
94.05 |
94.05 |
+0.11 |
150 |
3,089 |
+0 |
Jun12 |
100112 |
94.00 |
94.00 |
94.00 |
94.00 |
+0.11 |
0 |
1,186 |
+0 |
Total Volume and Open Interest |
55,761 |
737,848 |
+13,195 |
10-Year Aus T-Bonds(SFE) |
Mar10 |
100112 |
94.22 |
94.32 |
94.20 |
94.29 |
+0.07 |
34,878 |
323,472 |
+6,863 |
Jun10 |
100112 |
94.29 |
94.29 |
94.29 |
94.29 |
+0.07 |
|
|
|
Total Volume and Open Interest |
34,878 |
323,472 |
+6,863 |
3-Year Aus T-Bonds(SFE) |
Mar10 |
100112 |
94.80 |
94.88 |
94.77 |
94.83 |
+0.03 |
82,990 |
447,564 |
+12,518 |
Jun10 |
100112 |
94.83 |
94.83 |
94.83 |
94.83 |
+0.03 |
|
|
|
Total Volume and Open Interest |
82,990 |
447,564 |
+12,518 |
Gold(CMX) |
Feb10 |
100112 |
1152.0 |
1158.3 |
1124.3 |
1129.4 |
-22.0 |
173,768 |
303,821 |
-223 |
Apr10 |
100112 |
1153.3 |
1159.5 |
1125.6 |
1130.8 |
-22.0 |
24,106 |
82,642 |
+10,997 |
Jun10 |
100112 |
1160.0 |
1160.5 |
1127.7 |
1131.7 |
-22.2 |
3,598 |
41,424 |
+1,641 |
Aug10 |
100112 |
1153.6 |
1160.1 |
1130.8 |
1132.6 |
-22.3 |
2,007 |
19,786 |
+1,166 |
Oct10 |
100112 |
1157.4 |
1161.0 |
1133.3 |
1133.6 |
-22.6 |
352 |
4,643 |
+55 |
Dec10 |
100112 |
1156.5 |
1164.3 |
1130.0 |
1135.1 |
-22.8 |
2,356 |
24,567 |
+630 |
Feb11 |
100112 |
1160.7 |
1160.7 |
1137.0 |
1137.1 |
-23.0 |
121 |
6,354 |
+100 |
Apr11 |
100112 |
1148.9 |
1148.9 |
1139.5 |
1139.5 |
-23.3 |
0 |
3,745 |
+0 |
Jun11 |
100112 |
487.1 |
487.1 |
487.1 |
487.1 |
-23.5 |
5 |
7,411 |
-5 |
Aug11 |
100112 |
1146.7 |
1146.7 |
1146.1 |
1146.1 |
-23.6 |
0 |
1,386 |
+0 |
Oct11 |
100112 |
1150.1 |
1150.1 |
1150.1 |
1150.1 |
-23.8 |
0 |
1,160 |
+0 |
Dec11 |
100112 |
1176.0 |
1177.0 |
1150.0 |
1154.5 |
-23.9 |
114 |
10,725 |
+7 |
Total Volume and Open Interest |
206,862 |
527,821 |
+14,477 |
Silver(CMX) |
Mar10 |
100112 |
1856.0 |
1881.0 |
1816.0 |
1825.5 |
-44.0 |
31,146 |
82,445 |
+2,268 |
May10 |
100112 |
1867.0 |
1880.0 |
1823.0 |
1827.8 |
-44.1 |
2,903 |
14,664 |
+1,721 |
Jul10 |
100112 |
1872.0 |
1872.0 |
1823.5 |
1829.8 |
-44.2 |
368 |
8,647 |
+63 |
Sep10 |
100112 |
1834.5 |
1834.5 |
1831.7 |
1831.7 |
-44.3 |
7 |
2,696 |
-5 |
Dec10 |
100112 |
1862.5 |
1885.0 |
1825.5 |
1834.6 |
-44.4 |
612 |
10,884 |
+323 |
Mar11 |
100112 |
1846.0 |
1846.0 |
1837.4 |
1837.4 |
-44.6 |
12 |
783 |
+0 |
May11 |
100112 |
1839.7 |
1839.7 |
1839.7 |
1839.7 |
-44.7 |
11 |
204 |
+10 |
Total Volume and Open Interest |
35,739 |
131,939 |
+4,567 |
Platinum(NYMEX) |
Jan10 |
100112 |
1597.2 |
1612.5 |
1573.9 |
1573.9 |
-14.4 |
19 |
32 |
-48 |
Apr10 |
100112 |
1591.5 |
1627.5 |
1549.3 |
1578.6 |
-13.9 |
2,615 |
32,824 |
-237 |
Jul10 |
100112 |
1622.0 |
1622.0 |
1554.6 |
1579.6 |
-12.9 |
107 |
1,151 |
+98 |
Oct10 |
100112 |
1582.7 |
1582.7 |
1582.7 |
1582.7 |
-12.9 |
0 |
14 |
+0 |
Total Volume and Open Interest |
2,762 |
34,042 |
-173 |
Palladium(NYMEX) |
Mar10 |
100112 |
432.50 |
448.85 |
420.55 |
425.80 |
-6.15 |
1,240 |
23,089 |
-91 |
Jun10 |
100112 |
433.50 |
440.30 |
421.00 |
426.10 |
-6.15 |
111 |
671 |
+63 |
Sep10 |
100112 |
433.05 |
434.95 |
426.10 |
426.10 |
-6.15 |
5 |
9 |
+5 |
Total Volume and Open Interest |
1,356 |
23,777 |
-24 |
Copper(CMX) |
Mar10 |
100112 |
344.55 |
346.25 |
330.50 |
334.95 |
-9.15 |
21,424 |
113,530 |
-2,385 |
May10 |
100112 |
345.40 |
346.95 |
332.00 |
336.20 |
-9.20 |
2,017 |
21,258 |
-625 |
Jul10 |
100112 |
347.50 |
347.50 |
336.75 |
337.00 |
-9.10 |
701 |
9,471 |
+299 |
Sep10 |
100112 |
343.75 |
343.75 |
336.75 |
337.20 |
-9.20 |
93 |
4,419 |
-14 |
Dec10 |
100112 |
346.20 |
346.20 |
337.20 |
337.20 |
-9.20 |
122 |
3,881 |
+77 |
Total Volume and Open Interest |
24,973 |
157,191 |
-2,951 |
DJIA Index(CBOT) |
Mar10 |
100112 |
10583 |
10605 |
10515 |
10588 |
-16 |
380 |
11,210 |
-23 |
Jun10 |
100112 |
10527 |
10542 |
10527 |
10527 |
-15 |
0 |
11 |
+0 |
Sep10 |
100112 |
10472 |
10488 |
10472 |
10472 |
-16 |
|
|
|
Dec10 |
100112 |
10423 |
10439 |
10423 |
10423 |
-16 |
|
|
|
Total Volume and Open Interest |
380 |
11,221 |
-23 |
S & P 500(CME) |
Mar10 |
100112 |
1140.90 |
1142.80 |
1127.80 |
1133.90 |
-8.60 |
11,923 |
320,129 |
+1,059 |
Jun10 |
100112 |
1128.90 |
1133.60 |
1123.60 |
1128.90 |
-8.70 |
0 |
2,408 |
-104 |
Sep10 |
100112 |
1124.40 |
1129.10 |
1119.10 |
1124.40 |
-8.70 |
0 |
447 |
+0 |
Dec10 |
100112 |
1121.40 |
1126.10 |
1116.10 |
1121.40 |
-8.70 |
0 |
10 |
+0 |
Total Volume and Open Interest |
11,923 |
322,995 |
+955 |
S & P 500 E-Mini(Globex) |
Mar10 |
100112 |
1141.25 |
1143.00 |
1127.75 |
1134.00 |
-8.50 |
1,456,443 |
2,427,453 |
+7,259 |
Jun10 |
100112 |
1136.00 |
1137.75 |
1123.00 |
1129.00 |
-8.50 |
425 |
4,638 |
-268 |
Total Volume and Open Interest |
1,456,871 |
2,433,240 |
+6,992 |
NASDAQ 100(CME) |
Mar10 |
100112 |
1879.80 |
1883.50 |
1849.00 |
1865.50 |
-18.00 |
1,074 |
14,225 |
+231 |
Jun10 |
100112 |
1862.80 |
1867.00 |
1862.80 |
1862.80 |
-18.00 |
360 |
788 |
+462 |
Sep10 |
100112 |
1861.80 |
1861.80 |
1861.80 |
1861.80 |
-18.00 |
|
|
|
Total Volume and Open Interest |
1,434 |
15,013 |
+693 |
NASDAQ 100 E-Mini(Globex) |
Mar10 |
100112 |
1882.00 |
1883.80 |
1850.00 |
1865.50 |
-18.00 |
244,841 |
314,557 |
-13,361 |
Jun10 |
100112 |
1879.50 |
1881.30 |
1847.80 |
1862.80 |
-18.00 |
288 |
898 |
+153 |
Total Volume and Open Interest |
245,129 |
315,457 |
-13,208 |
S & P Midcap 400(CME) |
Mar10 |
100112 |
745.50 |
745.50 |
737.00 |
741.60 |
-6.90 |
287 |
1,484 |
-2 |
Jun10 |
100112 |
739.50 |
739.90 |
739.50 |
739.50 |
-6.90 |
|
|
|
Sep10 |
100112 |
737.50 |
737.90 |
737.50 |
737.50 |
-6.90 |
|
|
|
Total Volume and Open Interest |
287 |
1,484 |
-2 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar10 |
100112 |
10870 |
10930 |
10735 |
10800 |
-100 |
7,922 |
38,492 |
+1,714 |
Jun10 |
100112 |
10800 |
10800 |
10795 |
10800 |
-100 |
|
|
|
Total Volume and Open Interest |
7,922 |
38,492 |
+1,714 |
Nikkei 225(SGX) |
Mar10 |
100112 |
10835 |
10910 |
10755 |
10905 |
+85 |
123,245 |
181,340 |
-311 |
Jun10 |
100112 |
10850 |
10850 |
10850 |
10850 |
+85 |
20 |
1,340 |
+0 |
Sep10 |
100112 |
10855 |
10855 |
10855 |
10855 |
+85 |
0 |
55 |
+0 |
Total Volume and Open Interest |
123,285 |
183,609 |
-291 |
CAC 40(EURONEXT) |
Jan10 |
100112 |
4054.0 |
4055.5 |
3979.5 |
4001.0 |
-42.0 |
113,200 |
359,612 |
-5,854 |
Feb10 |
100112 |
4055.5 |
4056.5 |
3981.0 |
4002.0 |
-42.0 |
23,539 |
25,281 |
+23,371 |
Mar10 |
100112 |
4046.0 |
4056.5 |
3984.0 |
4002.5 |
-42.0 |
4,453 |
58,166 |
+3,442 |
Total Volume and Open Interest |
141,192 |
444,909 |
+20,959 |
Hang Seng Index(HKFE) |
Jan10 |
100112 |
22491 |
22519 |
22203 |
22241 |
-267 |
69,190 |
83,024 |
+1,689 |
Feb10 |
100112 |
22455 |
22500 |
22199 |
22230 |
-268 |
1,403 |
1,564 |
+53 |
Mar10 |
100112 |
22400 |
22422 |
22151 |
22159 |
-278 |
263 |
4,739 |
-12 |
Total Volume and Open Interest |
70,887 |
90,007 |
+1,722 |
DAX(EUREX) |
Mar10 |
100112 |
6056.0 |
6061.5 |
5922.5 |
5952.5 |
-86.0 |
108,182 |
140,719 |
+1,588 |
Jun10 |
100112 |
6055.5 |
6055.5 |
5938.0 |
5962.0 |
-86.0 |
202 |
7,953 |
-12 |
Sep10 |
100112 |
6007.0 |
6027.0 |
5950.0 |
5972.0 |
-86.0 |
1 |
79 |
+0 |
Total Volume and Open Interest |
108,385 |
148,751 |
+1,576 |
FT-SE 100(EURONEXT) |
Mar10 |
100112 |
5497.50 |
5506.50 |
5416.50 |
5456.00 |
-32.50 |
80,956 |
634,156 |
-5,133 |
Jun10 |
100112 |
5376.00 |
5406.50 |
5373.50 |
5406.50 |
-32.50 |
608 |
2,178 |
+43 |
Sep10 |
100112 |
5372.00 |
5372.00 |
5372.00 |
5372.00 |
-32.50 |
0 |
374 |
+0 |
Total Volume and Open Interest |
81,589 |
637,158 |
-5,065 |
SPI 200(SFE) |
Mar10 |
100112 |
4934.0 |
4958.0 |
4879.0 |
4891.0 |
-42.0 |
23,951 |
192,758 |
+12 |
Jun10 |
100112 |
4950.0 |
4950.0 |
4914.0 |
4914.0 |
-41.0 |
3 |
1,683 |
-35 |
Sep10 |
100112 |
4960.0 |
4960.0 |
4914.0 |
4914.0 |
-41.0 |
1 |
1,823 |
+1 |
Total Volume and Open Interest |
23,955 |
196,887 |
-38 |
GSCI(CME) |
Jan10 |
100112 |
531.50 |
535.00 |
526.00 |
528.00 |
-12.30 |
3,625 |
14,277 |
-2,792 |
Feb10 |
100112 |
536.00 |
538.90 |
529.50 |
531.40 |
-12.60 |
3,206 |
5,669 |
+2,673 |
Mar10 |
100112 |
535.00 |
543.00 |
534.50 |
535.00 |
-13.00 |
|
|
|
Total Volume and Open Interest |
6,831 |
19,946 |
-119 |
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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