|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri January 15, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Mar10 |
100115 |
983.50 |
988.75 |
971.75 |
974.00 |
-10.00 |
80,001 |
225,202 |
+3,100 |
| May10 |
100115 |
989.00 |
995.00 |
978.25 |
980.25 |
-10.50 |
20,290 |
63,944 |
+1,206 |
| Jul10 |
100115 |
993.00 |
1000.00 |
982.50 |
984.50 |
-11.50 |
22,734 |
61,652 |
+1,204 |
| Aug10 |
100115 |
986.00 |
989.75 |
978.00 |
978.00 |
-11.75 |
531 |
2,033 |
-24 |
| Sep10 |
100115 |
970.75 |
975.00 |
957.50 |
958.25 |
-14.75 |
353 |
1,519 |
+156 |
| Nov10 |
100115 |
958.75 |
962.00 |
941.00 |
942.25 |
-17.25 |
10,673 |
79,050 |
+101 |
| Jan11 |
100115 |
968.50 |
968.50 |
951.25 |
951.50 |
-17.00 |
61 |
4,425 |
+33 |
| Total Volume and Open Interest |
135,075 |
443,699 |
+4,530 |
| Soybean Meal(CBOT) |
| Mar10 |
100115 |
290.10 |
293.50 |
288.80 |
291.70 |
+1.30 |
32,743 |
77,405 |
+1,848 |
| May10 |
100115 |
283.30 |
285.80 |
281.60 |
283.90 |
+0.40 |
10,600 |
34,206 |
-250 |
| Jul10 |
100115 |
282.80 |
285.60 |
280.90 |
282.90 |
unch |
9,809 |
23,750 |
-791 |
| Aug10 |
100115 |
282.00 |
283.00 |
279.50 |
281.10 |
unch |
946 |
6,350 |
-28 |
| Sep10 |
100115 |
279.00 |
280.40 |
275.90 |
277.40 |
-0.50 |
889 |
6,935 |
+169 |
| Oct10 |
100115 |
272.00 |
272.90 |
268.00 |
269.60 |
-1.80 |
733 |
3,815 |
+128 |
| Dec10 |
100115 |
268.80 |
270.50 |
265.50 |
267.10 |
-2.30 |
3,122 |
15,163 |
+447 |
| Jan11 |
100115 |
270.20 |
270.60 |
267.10 |
268.10 |
-2.50 |
61 |
802 |
-22 |
| Total Volume and Open Interest |
59,282 |
169,767 |
+1,503 |
| Soybean Oil(CBOT) |
| Mar10 |
100115 |
38.50 |
38.52 |
37.49 |
37.53 |
-1.00 |
38,305 |
129,098 |
-566 |
| May10 |
100115 |
38.93 |
38.93 |
37.90 |
37.94 |
-1.00 |
6,357 |
34,713 |
+587 |
| Jul10 |
100115 |
39.32 |
39.33 |
38.32 |
38.35 |
-1.00 |
4,911 |
25,951 |
+115 |
| Aug10 |
100115 |
39.12 |
39.40 |
38.51 |
38.51 |
-1.00 |
413 |
2,491 |
+72 |
| Sep10 |
100115 |
39.36 |
39.55 |
38.62 |
38.64 |
-1.00 |
641 |
3,533 |
+102 |
| Oct10 |
100115 |
39.48 |
39.60 |
38.70 |
38.74 |
-1.00 |
480 |
1,383 |
+22 |
| Dec10 |
100115 |
40.01 |
40.01 |
39.02 |
39.05 |
-1.01 |
1,394 |
17,854 |
+7 |
| Jan11 |
100115 |
39.80 |
40.36 |
39.35 |
39.35 |
-1.01 |
3 |
32 |
+1 |
| Total Volume and Open Interest |
52,518 |
215,157 |
-1,208 |
| Canola(WCE) |
| Jan10 |
100114 |
387.0 |
387.0 |
387.0 |
387.0 |
-6.2 |
|
|
|
| Mar10 |
100115 |
385.0 |
385.6 |
381.0 |
381.8 |
-3.2 |
10,462 |
79,255 |
+571 |
| May10 |
100115 |
391.7 |
392.4 |
388.8 |
388.8 |
-3.4 |
2,781 |
10,434 |
+1,767 |
| Jul10 |
100115 |
397.0 |
397.5 |
394.1 |
394.2 |
-3.3 |
686 |
8,439 |
+105 |
| Nov10 |
100115 |
404.2 |
405.0 |
400.1 |
401.4 |
-3.6 |
441 |
7,584 |
+379 |
| Total Volume and Open Interest |
14,372 |
106,116 |
+2,824 |
| Corn(CBOT) |
| Mar10 |
100115 |
379.00 |
379.75 |
369.50 |
371.50 |
-9.50 |
150,818 |
497,738 |
-10,944 |
| May10 |
100115 |
389.50 |
390.50 |
380.25 |
382.50 |
-9.25 |
41,417 |
151,345 |
+5,246 |
| Jul10 |
100115 |
398.75 |
399.50 |
389.25 |
391.50 |
-9.50 |
25,719 |
137,107 |
+3,251 |
| Sep10 |
100115 |
406.75 |
407.00 |
397.00 |
399.00 |
-9.25 |
4,064 |
44,885 |
+283 |
| Dec10 |
100115 |
413.00 |
414.00 |
404.00 |
406.00 |
-9.50 |
23,506 |
232,647 |
+2,375 |
| Mar11 |
100115 |
424.00 |
424.00 |
414.25 |
416.25 |
-9.50 |
1,533 |
17,907 |
+361 |
| Total Volume and Open Interest |
248,892 |
1,111,244 |
+1,346 |
| Wheat(CBOT) |
| Mar10 |
100115 |
525.25 |
525.75 |
509.00 |
510.00 |
-17.75 |
40,114 |
190,846 |
+2,671 |
| May10 |
100115 |
538.25 |
538.25 |
522.75 |
523.50 |
-17.25 |
10,184 |
49,691 |
+104 |
| Jul10 |
100115 |
550.50 |
550.50 |
533.75 |
534.75 |
-16.75 |
9,885 |
69,763 |
+803 |
| Sep10 |
100115 |
561.50 |
561.50 |
549.25 |
549.75 |
-16.00 |
2,223 |
18,156 |
+541 |
| Dec10 |
100115 |
587.50 |
587.50 |
573.50 |
574.25 |
-15.75 |
4,651 |
54,795 |
+649 |
| Total Volume and Open Interest |
68,271 |
390,842 |
+5,596 |
| Wheat(KCBT) |
| Mar10 |
100115 |
526.00 |
526.00 |
511.50 |
512.00 |
-15.00 |
7,363 |
57,388 |
-1,219 |
| May10 |
100115 |
536.00 |
536.00 |
523.00 |
523.75 |
-15.00 |
455 |
16,178 |
-32 |
| Jul10 |
100115 |
550.25 |
550.25 |
535.00 |
536.00 |
-14.50 |
1,633 |
30,769 |
-139 |
| Sep10 |
100115 |
557.25 |
557.25 |
546.75 |
547.25 |
-14.50 |
177 |
4,081 |
+21 |
| Dec10 |
100115 |
579.00 |
579.00 |
564.50 |
565.50 |
-14.50 |
1,914 |
38,409 |
+554 |
| Total Volume and Open Interest |
11,566 |
148,066 |
-807 |
| Wheat(MGE) |
| Mar10 |
100115 |
534.25 |
536.25 |
515.50 |
520.50 |
-16.25 |
3,156 |
17,087 |
-1,202 |
| May10 |
100115 |
545.00 |
546.00 |
530.00 |
532.75 |
-16.00 |
941 |
7,251 |
+94 |
| Jul10 |
100115 |
556.50 |
557.50 |
540.50 |
545.00 |
-15.00 |
1,306 |
10,227 |
+648 |
| Sep10 |
100115 |
567.25 |
568.25 |
553.25 |
556.00 |
-15.25 |
718 |
4,522 |
+322 |
| Dec10 |
100115 |
589.00 |
589.00 |
570.75 |
573.00 |
-16.50 |
962 |
6,793 |
-15 |
| Total Volume and Open Interest |
7,110 |
46,726 |
-128 |
| Oats(CBOT) |
| Mar10 |
100115 |
247.50 |
248.00 |
228.50 |
231.00 |
-15.00 |
909 |
8,630 |
+38 |
| May10 |
100115 |
255.25 |
257.00 |
237.00 |
239.50 |
-15.00 |
140 |
1,409 |
+28 |
| Jul10 |
100115 |
262.00 |
262.75 |
244.50 |
247.50 |
-15.25 |
32 |
870 |
-2 |
| Sep10 |
100115 |
256.00 |
271.50 |
256.00 |
256.00 |
-15.50 |
0 |
351 |
+0 |
| Total Volume and Open Interest |
1,088 |
11,952 |
+70 |
| Rough Rice(CBOT) |
| Jan10 |
100114 |
13.75 |
13.78 |
13.69 |
13.71 |
+0.02 |
3 |
10 |
-63 |
| Mar10 |
100115 |
14.07 |
14.10 |
13.90 |
13.98 |
-0.06 |
932 |
13,103 |
+119 |
| May10 |
100115 |
14.27 |
14.30 |
14.23 |
14.26 |
-0.04 |
116 |
683 |
+71 |
| Jul10 |
100115 |
14.57 |
14.57 |
14.48 |
14.50 |
-0.05 |
71 |
620 |
+35 |
| Total Volume and Open Interest |
1,367 |
16,026 |
+231 |
| Live Cattle(CME) |
| Feb10 |
100115 |
86.950 |
87.430 |
86.830 |
87.350 |
+0.700 |
34,210 |
71,261 |
-8,971 |
| Apr10 |
100115 |
90.500 |
91.100 |
90.400 |
90.535 |
-0.015 |
33,899 |
118,243 |
+6,013 |
| Jun10 |
100115 |
88.000 |
88.385 |
87.785 |
87.930 |
unch |
14,479 |
61,047 |
+3,259 |
| Aug10 |
100115 |
87.650 |
87.900 |
87.300 |
87.580 |
-0.020 |
1,210 |
12,565 |
+524 |
| Oct10 |
100115 |
90.135 |
90.285 |
89.830 |
90.100 |
-0.130 |
895 |
11,430 |
+593 |
| Dec10 |
100115 |
90.700 |
90.750 |
90.300 |
90.550 |
-0.200 |
173 |
2,476 |
+28 |
| Total Volume and Open Interest |
84,869 |
278,564 |
+1,448 |
| Feeder Cattle(CME) |
| Jan10 |
100115 |
98.000 |
98.000 |
97.700 |
97.980 |
+0.445 |
1,577 |
3,152 |
-476 |
| Mar10 |
100115 |
98.650 |
98.830 |
98.400 |
98.650 |
+0.700 |
2,517 |
15,622 |
+526 |
| Apr10 |
100115 |
99.350 |
99.500 |
99.150 |
99.480 |
+0.680 |
710 |
4,393 |
-61 |
| May10 |
100115 |
100.000 |
100.200 |
99.700 |
99.730 |
-0.100 |
458 |
4,649 |
+129 |
| Aug10 |
100115 |
101.050 |
101.200 |
101.000 |
101.150 |
+0.150 |
124 |
2,004 |
+20 |
| Sep10 |
100115 |
100.900 |
101.000 |
100.900 |
101.000 |
-0.050 |
8 |
51 |
-10 |
| Oct10 |
100115 |
100.000 |
100.200 |
100.000 |
100.100 |
-0.100 |
9 |
57 |
+4 |
| Total Volume and Open Interest |
5,406 |
29,943 |
+133 |
| Lean Hogs(CME) |
| Feb10 |
100115 |
69.535 |
70.200 |
68.930 |
69.975 |
+0.925 |
27,782 |
38,509 |
-8,966 |
| Apr10 |
100115 |
73.200 |
73.800 |
72.900 |
73.285 |
+0.535 |
23,493 |
83,393 |
+7,753 |
| May10 |
100115 |
76.750 |
77.150 |
76.550 |
76.975 |
+0.340 |
104 |
4,416 |
+17 |
| Jun10 |
100115 |
80.035 |
80.900 |
80.000 |
80.850 |
+0.815 |
4,458 |
40,875 |
+555 |
| Jul10 |
100115 |
78.430 |
79.000 |
78.100 |
79.000 |
+0.800 |
1,479 |
14,175 |
+225 |
| Aug10 |
100115 |
77.000 |
78.150 |
77.000 |
78.080 |
+1.130 |
720 |
9,759 |
+181 |
| Oct10 |
100115 |
69.250 |
70.000 |
69.100 |
69.950 |
+0.850 |
717 |
4,324 |
+242 |
| Dec10 |
100115 |
67.400 |
68.050 |
67.000 |
67.750 |
+0.500 |
85 |
2,379 |
+5 |
| Total Volume and Open Interest |
58,885 |
198,102 |
+55 |
| Pork Bellies(CME) |
| Feb10 |
100115 |
90.200 |
91.550 |
89.500 |
89.600 |
+0.050 |
30 |
204 |
-5 |
| Mar10 |
100115 |
91.000 |
91.300 |
89.000 |
89.000 |
+0.500 |
0 |
92 |
-1 |
| May10 |
100115 |
92.500 |
92.750 |
92.480 |
92.750 |
+0.750 |
6 |
132 |
+6 |
| Jul10 |
100115 |
93.000 |
93.500 |
93.000 |
93.500 |
+0.950 |
6 |
31 |
+3 |
| Aug10 |
100115 |
88.000 |
88.800 |
88.000 |
88.000 |
unch |
0 |
15 |
+0 |
| Total Volume and Open Interest |
42 |
474 |
+3 |
| Class III Milk(CME) |
| Jan10 |
100115 |
14.30 |
14.43 |
14.30 |
14.43 |
+0.08 |
550 |
4,302 |
+438 |
| Feb10 |
100115 |
13.90 |
14.30 |
13.76 |
14.25 |
+0.33 |
389 |
4,333 |
-166 |
| Mar10 |
100115 |
14.20 |
14.74 |
14.20 |
14.62 |
+0.30 |
136 |
3,512 |
+56 |
| Apr10 |
100115 |
14.38 |
14.82 |
14.33 |
14.75 |
+0.27 |
83 |
2,583 |
+7 |
| May10 |
100115 |
14.86 |
15.27 |
14.86 |
15.18 |
+0.30 |
27 |
2,088 |
-15 |
| Total Volume and Open Interest |
1,345 |
26,863 |
+417 |
| Cocoa(ICE) |
| Mar10 |
100115 |
3400 |
3429 |
3380 |
3400 |
+8 |
5,994 |
66,754 |
-676 |
| May10 |
100115 |
3428 |
3454 |
3406 |
3425 |
+7 |
2,485 |
32,120 |
+1,464 |
| Jul10 |
100115 |
3439 |
3457 |
3414 |
3431 |
+3 |
350 |
9,962 |
+246 |
| Sep10 |
100115 |
3432 |
3460 |
3421 |
3434 |
+4 |
126 |
6,633 |
+103 |
| Dec10 |
100115 |
3417 |
3454 |
3406 |
3425 |
+4 |
140 |
5,739 |
+127 |
| Mar11 |
100115 |
3428 |
3448 |
3407 |
3421 |
+5 |
21 |
8,110 |
+11 |
| May11 |
100115 |
3452 |
3456 |
3421 |
3421 |
+5 |
21 |
4,303 |
+21 |
| Total Volume and Open Interest |
9,157 |
135,898 |
+1,306 |
| Coffee "C"(ICE) |
| Mar10 |
100115 |
143.85 |
144.55 |
140.40 |
140.75 |
-3.60 |
7,432 |
77,382 |
-995 |
| May10 |
100115 |
146.00 |
146.25 |
142.20 |
142.55 |
-3.50 |
2,060 |
29,048 |
+526 |
| Jul10 |
100115 |
146.80 |
146.80 |
144.00 |
144.15 |
-3.55 |
1,068 |
9,285 |
+496 |
| Sep10 |
100115 |
148.00 |
148.00 |
145.30 |
145.55 |
-3.50 |
114 |
7,014 |
-13 |
| Dec10 |
100115 |
149.65 |
149.65 |
147.00 |
147.30 |
-3.40 |
126 |
7,084 |
+80 |
| Mar11 |
100115 |
148.80 |
148.90 |
148.80 |
148.90 |
-3.35 |
32 |
2,541 |
+24 |
| Total Volume and Open Interest |
10,857 |
132,898 |
+196 |
| Orange Juice(ICE) |
| Mar10 |
100115 |
132.50 |
135.00 |
129.35 |
131.75 |
-1.20 |
1,087 |
23,304 |
-142 |
| May10 |
100115 |
136.75 |
137.75 |
133.00 |
135.15 |
-1.25 |
238 |
6,449 |
+162 |
| Jul10 |
100115 |
140.00 |
141.00 |
136.65 |
138.50 |
-1.40 |
741 |
3,128 |
+619 |
| Sep10 |
100115 |
139.50 |
139.85 |
139.50 |
139.85 |
-1.25 |
667 |
922 |
+45 |
| Nov10 |
100115 |
140.50 |
140.50 |
140.50 |
140.50 |
-1.30 |
0 |
360 |
+0 |
| Jan11 |
100115 |
141.35 |
141.35 |
141.35 |
141.35 |
-1.40 |
3 |
561 |
+2 |
| Total Volume and Open Interest |
2,737 |
34,916 |
+687 |
| Sugar #11(ICE) |
| Mar10 |
100115 |
27.78 |
27.83 |
27.32 |
27.62 |
-0.14 |
39,331 |
299,355 |
-6,029 |
| May10 |
100115 |
26.50 |
26.56 |
26.13 |
26.38 |
-0.14 |
25,353 |
164,510 |
+608 |
| Jul10 |
100115 |
23.63 |
23.77 |
23.35 |
23.60 |
-0.10 |
9,691 |
145,787 |
-291 |
| Oct10 |
100115 |
21.48 |
21.63 |
21.30 |
21.44 |
-0.08 |
3,833 |
101,201 |
+826 |
| Mar11 |
100115 |
19.76 |
19.92 |
19.57 |
19.70 |
-0.07 |
2,723 |
50,987 |
+2 |
| Total Volume and Open Interest |
82,731 |
834,649 |
-5,572 |
| London Cocoa(LCE) |
| May10 |
100115 |
2299 |
2312 |
2288 |
2306 |
+9 |
2,530 |
52,306 |
-228 |
| Jul10 |
100115 |
2275 |
2290 |
2262 |
2284 |
+10 |
464 |
26,063 |
+174 |
| Sep10 |
100115 |
2254 |
2265 |
2239 |
2255 |
+7 |
190 |
12,918 |
-45 |
| Dec10 |
100115 |
2218 |
2237 |
2218 |
2226 |
+9 |
132 |
9,972 |
+89 |
| Mar11 |
100115 |
2212 |
2215 |
2211 |
2211 |
+10 |
18 |
8,783 |
+3 |
| May11 |
100115 |
2200 |
2200 |
2196 |
2196 |
+10 |
0 |
1,386 |
+0 |
| Total Volume and Open Interest |
9,285 |
174,951 |
-1,923 |
| London Sugar(LCE) |
| Cotton(ICE) |
| Mar10 |
100115 |
72.90 |
72.91 |
71.93 |
72.08 |
-0.83 |
10,635 |
108,847 |
-2,904 |
| May10 |
100115 |
73.91 |
73.95 |
73.00 |
73.19 |
-0.89 |
2,717 |
28,619 |
+958 |
| Jul10 |
100115 |
74.60 |
74.75 |
74.06 |
74.24 |
-0.87 |
1,145 |
25,242 |
+526 |
| Oct10 |
100115 |
73.59 |
73.59 |
73.59 |
73.59 |
-0.72 |
3 |
159 |
-1 |
| Dec10 |
100115 |
74.50 |
74.50 |
73.56 |
73.73 |
-0.58 |
366 |
17,077 |
+210 |
| Mar11 |
100115 |
75.14 |
75.14 |
75.14 |
75.14 |
-0.57 |
0 |
337 |
+0 |
| Total Volume and Open Interest |
14,873 |
181,154 |
-1,208 |
| Lumber(CME) |
| Jan10 |
100115 |
228.9 |
234.0 |
225.5 |
229.9 |
+3.9 |
248 |
225 |
-142 |
| Mar10 |
100115 |
247.5 |
253.7 |
244.2 |
253.0 |
+6.0 |
835 |
6,313 |
+187 |
| May10 |
100115 |
268.6 |
272.5 |
264.1 |
272.5 |
+2.6 |
292 |
2,249 |
+66 |
| Jul10 |
100115 |
277.0 |
277.4 |
271.0 |
277.4 |
-0.5 |
317 |
700 |
+130 |
| Total Volume and Open Interest |
1,777 |
9,833 |
+303 |
| Crude Oil(NYM) |
| Feb10 |
100115 |
79.20 |
79.31 |
77.70 |
78.00 |
-1.39 |
275,404 |
101,425 |
-38,648 |
| Mar10 |
100115 |
79.73 |
79.75 |
78.09 |
78.37 |
-1.51 |
197,449 |
339,020 |
+35,350 |
| Apr10 |
100115 |
80.10 |
80.21 |
78.70 |
78.97 |
-1.50 |
61,465 |
111,961 |
+15,779 |
| May10 |
100115 |
80.75 |
80.85 |
79.38 |
79.64 |
-1.47 |
31,845 |
61,535 |
+6,454 |
| Jun10 |
100115 |
81.33 |
81.45 |
80.03 |
80.28 |
-1.45 |
31,829 |
119,787 |
+3,819 |
| Jul10 |
100115 |
81.61 |
81.90 |
80.67 |
80.86 |
-1.46 |
5,738 |
43,420 |
+1,899 |
| Aug10 |
100115 |
82.00 |
82.43 |
81.37 |
81.37 |
-1.47 |
2,983 |
17,156 |
+525 |
| Sep10 |
100115 |
82.61 |
82.65 |
81.66 |
81.87 |
-1.47 |
2,550 |
28,668 |
+489 |
| Oct10 |
100115 |
82.94 |
83.05 |
82.38 |
82.38 |
-1.46 |
2,400 |
20,057 |
+775 |
| Nov10 |
100115 |
83.38 |
83.38 |
82.91 |
82.91 |
-1.44 |
2,644 |
23,834 |
+706 |
| Dec10 |
100115 |
84.35 |
84.62 |
83.19 |
83.46 |
-1.42 |
23,266 |
178,615 |
+2,442 |
| Jan11 |
100115 |
83.83 |
83.83 |
83.83 |
83.83 |
-1.41 |
806 |
20,863 |
+582 |
| Feb11 |
100115 |
84.14 |
84.14 |
84.14 |
84.14 |
-1.40 |
148 |
10,717 |
+48 |
| Mar11 |
100115 |
84.47 |
84.47 |
84.47 |
84.47 |
-1.37 |
140 |
6,947 |
-16 |
| Apr11 |
100115 |
84.79 |
84.79 |
84.79 |
84.79 |
-1.34 |
48 |
9,326 |
+35 |
| May11 |
100115 |
85.04 |
85.04 |
85.04 |
85.04 |
-1.33 |
5 |
3,613 |
+0 |
| Total Volume and Open Interest |
645,000 |
1,347,402 |
+31,122 |
| e-miNY Crude Oil(NYM) |
| Jan10 |
091218 |
72.850 |
74.675 |
72.550 |
73.350 |
+0.700 |
8,590 |
3,806 |
-360 |
| Feb10 |
100115 |
79.200 |
79.300 |
77.700 |
78.000 |
-1.400 |
9,290 |
3,762 |
-304 |
| Mar10 |
100115 |
79.675 |
79.675 |
78.075 |
78.375 |
-1.500 |
1,370 |
2,230 |
+183 |
| Apr10 |
100115 |
80.025 |
80.150 |
78.750 |
78.975 |
-1.500 |
43 |
277 |
+9 |
| May10 |
100115 |
80.575 |
80.575 |
79.650 |
79.650 |
-1.450 |
0 |
85 |
-1 |
| Jun10 |
100115 |
81.100 |
81.100 |
80.150 |
80.275 |
-1.450 |
9 |
24 |
+1 |
| Jul10 |
100115 |
80.850 |
80.850 |
80.850 |
80.850 |
-1.475 |
0 |
9 |
+0 |
| Aug10 |
100115 |
81.375 |
81.375 |
81.375 |
81.375 |
-1.475 |
0 |
1 |
+0 |
| Sep10 |
100115 |
81.875 |
81.875 |
81.875 |
81.875 |
-1.475 |
0 |
1 |
+0 |
| Oct10 |
100115 |
82.375 |
82.375 |
82.375 |
82.375 |
-1.475 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
10,712 |
6,491 |
-112 |
| Heating Oil(NYM) |
| Feb10 |
100115 |
208.09 |
208.09 |
203.69 |
204.60 |
-3.69 |
46,069 |
67,940 |
-4,063 |
| Mar10 |
100115 |
208.12 |
208.38 |
204.92 |
205.79 |
-3.42 |
27,600 |
73,311 |
+971 |
| Apr10 |
100115 |
208.33 |
208.78 |
205.62 |
206.44 |
-3.32 |
12,957 |
34,219 |
-514 |
| May10 |
100115 |
209.32 |
209.63 |
206.58 |
207.25 |
-3.33 |
7,398 |
20,255 |
-498 |
| Jun10 |
100115 |
210.38 |
210.58 |
207.50 |
208.28 |
-3.35 |
10,870 |
36,596 |
-1,392 |
| Jul10 |
100115 |
211.81 |
212.38 |
209.68 |
210.06 |
-3.30 |
2,139 |
11,509 |
+63 |
| Aug10 |
100115 |
213.51 |
213.51 |
212.01 |
212.01 |
-3.25 |
1,298 |
5,516 |
+456 |
| Sep10 |
100115 |
215.90 |
215.90 |
214.29 |
214.29 |
-3.23 |
1,732 |
8,658 |
+217 |
| Oct10 |
100115 |
218.23 |
218.23 |
216.89 |
216.89 |
-3.20 |
1,847 |
8,000 |
-461 |
| Nov10 |
100115 |
221.10 |
221.10 |
219.50 |
219.50 |
-3.19 |
703 |
6,472 |
-27 |
| Dec10 |
100115 |
223.75 |
223.75 |
221.74 |
222.10 |
-3.17 |
2,904 |
18,111 |
+53 |
| Jan11 |
100115 |
225.75 |
225.78 |
224.60 |
224.60 |
-3.12 |
316 |
9,304 |
+41 |
| Total Volume and Open Interest |
117,379 |
321,205 |
-5,194 |
| Gasoline(NYMEX) |
| Feb10 |
100115 |
207.30 |
207.33 |
203.45 |
204.54 |
-2.84 |
41,452 |
62,619 |
-6,225 |
| Mar10 |
100115 |
208.35 |
208.52 |
204.88 |
205.90 |
-2.73 |
30,270 |
75,725 |
+7,950 |
| Apr10 |
100115 |
217.67 |
217.96 |
214.79 |
215.85 |
-2.52 |
11,646 |
40,614 |
+1,526 |
| May10 |
100115 |
218.80 |
218.89 |
215.80 |
216.91 |
-2.36 |
3,902 |
19,360 |
+133 |
| Jun10 |
100115 |
219.24 |
219.45 |
216.50 |
217.55 |
-2.26 |
4,109 |
20,593 |
-10 |
| Jul10 |
100115 |
219.25 |
219.30 |
217.29 |
217.48 |
-2.24 |
600 |
11,656 |
+50 |
| Aug10 |
100115 |
218.20 |
218.25 |
217.02 |
217.02 |
-2.24 |
989 |
6,301 |
+185 |
| Sep10 |
100115 |
217.25 |
217.45 |
216.14 |
216.14 |
-2.24 |
1,270 |
8,787 |
+336 |
| Oct10 |
100115 |
207.46 |
207.50 |
206.54 |
206.54 |
-2.22 |
370 |
3,166 |
+31 |
| Nov10 |
100115 |
205.89 |
205.89 |
205.89 |
205.89 |
-2.27 |
231 |
9,386 |
+13 |
| Total Volume and Open Interest |
95,760 |
273,407 |
+3,977 |
| e-miNY RBOB Gasoline(NYM) |
| Feb10 |
100115 |
204.30 |
204.50 |
203.70 |
204.50 |
-2.90 |
0 |
13 |
+0 |
| Mar10 |
100115 |
205.90 |
205.90 |
205.90 |
205.90 |
-2.70 |
|
|
|
| Apr10 |
100115 |
215.90 |
215.90 |
215.85 |
215.90 |
-2.50 |
|
|
|
| May10 |
100115 |
216.90 |
216.91 |
216.90 |
216.90 |
-2.40 |
|
|
|
| Total Volume and Open Interest |
0 |
13 |
+0 |
| Natural Gas(NYM) |
| Feb10 |
100115 |
5.587 |
5.732 |
5.519 |
5.691 |
+0.103 |
160,793 |
77,751 |
-13,827 |
| Mar10 |
100115 |
5.572 |
5.707 |
5.500 |
5.671 |
+0.101 |
93,989 |
183,537 |
+17,464 |
| Apr10 |
100115 |
5.532 |
5.665 |
5.471 |
5.636 |
+0.096 |
33,628 |
82,405 |
+1,831 |
| May10 |
100115 |
5.566 |
5.716 |
5.521 |
5.687 |
+0.095 |
15,851 |
58,501 |
+1,645 |
| Jun10 |
100115 |
5.640 |
5.776 |
5.598 |
5.755 |
+0.090 |
6,355 |
24,457 |
+298 |
| Jul10 |
100115 |
5.721 |
5.856 |
5.674 |
5.835 |
+0.086 |
6,225 |
25,451 |
+1,208 |
| Aug10 |
100115 |
5.854 |
5.920 |
5.846 |
5.901 |
+0.086 |
2,097 |
32,750 |
+273 |
| Sep10 |
100115 |
5.860 |
5.947 |
5.860 |
5.928 |
+0.086 |
1,421 |
21,936 |
+311 |
| Oct10 |
100115 |
5.920 |
6.045 |
5.920 |
6.028 |
+0.086 |
8,381 |
48,098 |
+381 |
| Nov10 |
100115 |
6.293 |
6.342 |
6.293 |
6.338 |
+0.076 |
1,577 |
12,237 |
+91 |
| Dec10 |
100115 |
6.587 |
6.686 |
6.587 |
6.678 |
+0.071 |
1,942 |
21,628 |
-274 |
| Jan11 |
100115 |
6.835 |
6.898 |
6.835 |
6.893 |
+0.071 |
4,723 |
26,363 |
+340 |
| Feb11 |
100115 |
6.805 |
6.848 |
6.805 |
6.848 |
+0.066 |
494 |
8,536 |
+131 |
| Mar11 |
100115 |
6.620 |
6.660 |
6.620 |
6.658 |
+0.061 |
2,564 |
22,582 |
+590 |
| Apr11 |
100115 |
6.084 |
6.113 |
6.084 |
6.113 |
+0.031 |
2,233 |
20,139 |
+1,374 |
| May11 |
100115 |
6.075 |
6.100 |
6.050 |
6.078 |
+0.031 |
71 |
9,667 |
-10 |
| Total Volume and Open Interest |
344,714 |
770,967 |
+11,945 |
| Brent Crude Oil(ICE) |
| Mar10 |
100115 |
78.35 |
78.35 |
76.81 |
77.11 |
-1.46 |
151,975 |
270,040 |
+2,421 |
| Apr10 |
100115 |
78.74 |
78.90 |
77.55 |
77.85 |
-1.37 |
55,982 |
130,603 |
+14,847 |
| May10 |
100115 |
79.38 |
79.54 |
78.35 |
78.57 |
-1.31 |
25,656 |
51,168 |
+5,783 |
| Jun10 |
100115 |
80.12 |
80.19 |
79.04 |
79.26 |
-1.29 |
20,447 |
67,362 |
+818 |
| Jul10 |
100115 |
80.43 |
80.84 |
79.75 |
79.90 |
-1.27 |
4,833 |
18,068 |
-104 |
| Aug10 |
100115 |
81.02 |
81.33 |
80.35 |
80.50 |
-1.27 |
2,921 |
17,326 |
+108 |
| Sep10 |
100115 |
81.56 |
81.98 |
80.90 |
81.05 |
-1.25 |
3,177 |
10,871 |
+141 |
| Oct10 |
100115 |
82.11 |
82.27 |
81.59 |
81.59 |
-1.24 |
2,709 |
14,431 |
+204 |
| Nov10 |
100115 |
82.64 |
82.82 |
82.12 |
82.12 |
-1.24 |
2,400 |
12,906 |
+389 |
| Dec10 |
100115 |
83.42 |
83.63 |
82.44 |
82.67 |
-1.25 |
14,263 |
75,851 |
-1,215 |
| Jan11 |
100115 |
83.15 |
83.15 |
83.15 |
83.15 |
-1.25 |
1,671 |
9,722 |
+87 |
| Feb11 |
100115 |
83.59 |
83.59 |
83.59 |
83.59 |
-1.25 |
732 |
4,644 |
+14 |
| Mar11 |
100115 |
84.02 |
84.02 |
84.02 |
84.02 |
-1.24 |
183 |
4,637 |
+4 |
| Apr11 |
100115 |
84.44 |
84.44 |
84.44 |
84.44 |
-1.23 |
36 |
2,128 |
-10 |
| Total Volume and Open Interest |
290,600 |
791,205 |
-5,723 |
| Gas Oil(ICE) |
| Feb10 |
100115 |
635.75 |
635.75 |
623.50 |
630.00 |
-6.25 |
54,963 |
122,690 |
-12,143 |
| Mar10 |
100115 |
643.25 |
643.25 |
630.50 |
637.00 |
-6.25 |
47,121 |
105,529 |
+7,074 |
| Apr10 |
100115 |
646.25 |
646.50 |
637.00 |
643.00 |
-6.25 |
15,795 |
46,582 |
-11 |
| May10 |
100115 |
652.50 |
652.50 |
645.75 |
649.00 |
-6.25 |
9,604 |
26,858 |
-1,390 |
| Jun10 |
100115 |
658.25 |
658.75 |
649.00 |
655.25 |
-6.25 |
11,277 |
42,516 |
+639 |
| Jul10 |
100115 |
664.75 |
664.75 |
656.25 |
661.75 |
-6.25 |
2,636 |
20,295 |
+142 |
| Aug10 |
100115 |
671.25 |
671.25 |
662.00 |
668.25 |
-6.00 |
1,648 |
21,257 |
+135 |
| Sep10 |
100115 |
677.50 |
677.50 |
672.25 |
674.50 |
-6.00 |
2,155 |
20,589 |
+161 |
| Oct10 |
100115 |
683.25 |
683.25 |
677.75 |
680.50 |
-5.75 |
881 |
11,898 |
+53 |
| Nov10 |
100115 |
687.75 |
687.75 |
682.50 |
685.50 |
-5.50 |
660 |
9,640 |
+162 |
| Total Volume and Open Interest |
156,455 |
552,631 |
-3,806 |
| Ethanol(CBOT) |
| Jan10 |
100106 |
1.949 |
1.958 |
1.941 |
1.957 |
+0.010 |
21 |
369 |
-4 |
| Feb10 |
100115 |
1.795 |
1.795 |
1.770 |
1.780 |
-0.019 |
54 |
893 |
-47 |
| Mar10 |
100115 |
1.783 |
1.784 |
1.775 |
1.782 |
-0.022 |
79 |
984 |
+0 |
| Apr10 |
100115 |
1.779 |
1.787 |
1.775 |
1.785 |
-0.022 |
97 |
1,224 |
+15 |
| May10 |
100115 |
1.793 |
1.793 |
1.779 |
1.783 |
-0.027 |
2 |
431 |
-3 |
| Jun10 |
100115 |
1.781 |
1.789 |
1.780 |
1.785 |
-0.025 |
6 |
355 |
-5 |
| Jul10 |
100115 |
1.800 |
1.800 |
1.780 |
1.789 |
-0.021 |
1 |
579 |
-11 |
| Aug10 |
100115 |
1.776 |
1.777 |
1.776 |
1.777 |
-0.010 |
15 |
429 |
+9 |
| Total Volume and Open Interest |
400 |
6,577 |
-9 |
| US Dollar Index(ICE) |
| Mar10 |
100115 |
77.010 |
77.560 |
76.985 |
77.480 |
+0.595 |
12,376 |
46,452 |
-88 |
| Jun10 |
100115 |
77.490 |
77.785 |
77.490 |
77.785 |
+0.600 |
1 |
4,953 |
+0 |
| Sep10 |
100115 |
78.085 |
78.085 |
78.085 |
78.085 |
+0.900 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
12,377 |
51,406 |
-88 |
| Australian Dollar(CME) |
| Mar10 |
100115 |
92.59 |
92.60 |
91.59 |
91.66 |
-0.93 |
71,794 |
126,972 |
+3,648 |
| Jun10 |
100115 |
91.01 |
91.61 |
90.64 |
90.69 |
-0.92 |
48 |
4,441 |
+25 |
| Sep10 |
100115 |
89.80 |
90.59 |
89.68 |
89.68 |
-0.91 |
1 |
19 |
+1 |
| Total Volume and Open Interest |
71,848 |
131,436 |
+3,678 |
| British Pound(CME) |
| Mar10 |
100115 |
163.28 |
163.49 |
162.05 |
162.53 |
-0.71 |
81,534 |
78,572 |
-1,166 |
| Jun10 |
100115 |
163.07 |
163.37 |
161.98 |
162.43 |
-0.72 |
85 |
764 |
-16 |
| Sep10 |
100115 |
162.33 |
163.06 |
162.25 |
162.33 |
-0.73 |
0 |
79 |
+0 |
| Total Volume and Open Interest |
81,619 |
79,418 |
-1,182 |
| Canadian Dollar(CME) |
| Mar10 |
100115 |
97.78 |
97.78 |
96.94 |
97.06 |
-0.71 |
63,974 |
119,505 |
+1,203 |
| Jun10 |
100115 |
97.68 |
97.76 |
96.96 |
97.05 |
-0.71 |
134 |
1,480 |
-22 |
| Sep10 |
100115 |
97.55 |
97.72 |
96.93 |
97.01 |
-0.71 |
21 |
654 |
+5 |
| Dec10 |
100115 |
97.10 |
97.45 |
96.82 |
96.90 |
-0.73 |
30 |
513 |
+14 |
| Total Volume and Open Interest |
64,159 |
122,209 |
+1,200 |
| Japanese Yen(CME) |
| Mar10 |
100115 |
109.64 |
110.41 |
109.53 |
110.04 |
+0.10 |
120,078 |
117,818 |
-1,154 |
| Jun10 |
100115 |
110.05 |
110.31 |
109.77 |
110.10 |
+0.10 |
91 |
535 |
-22 |
| Sep10 |
100115 |
110.19 |
110.29 |
110.11 |
110.19 |
+0.08 |
0 |
196 |
+0 |
| Total Volume and Open Interest |
120,169 |
118,573 |
-1,176 |
| Swiss Franc(CME) |
| Mar10 |
100115 |
98.23 |
98.25 |
97.23 |
97.38 |
-0.86 |
44,550 |
41,566 |
+3,970 |
| Jun10 |
100115 |
98.00 |
98.31 |
97.33 |
97.44 |
-0.87 |
18 |
159 |
+14 |
| Sep10 |
100115 |
97.52 |
98.39 |
97.52 |
97.52 |
-0.87 |
1 |
8 |
+1 |
| Total Volume and Open Interest |
44,569 |
41,735 |
+3,985 |
| EuroFX(CME) |
| Mar10 |
100115 |
144.97 |
145.11 |
143.34 |
143.55 |
-1.46 |
245,562 |
160,092 |
-3,786 |
| Jun10 |
100115 |
144.99 |
145.01 |
143.37 |
143.50 |
-1.47 |
192 |
1,325 |
-59 |
| Sep10 |
100115 |
143.42 |
144.89 |
143.42 |
143.42 |
-1.47 |
0 |
661 |
+0 |
| Total Volume and Open Interest |
245,754 |
162,094 |
-3,845 |
| Mexican Peso(CME) |
| Jan10 |
100115 |
787.5 |
788.2 |
787.5 |
787.5 |
-0.8 |
|
|
|
| Feb10 |
100115 |
785.5 |
785.5 |
785.2 |
785.5 |
+0.2 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
18,388 |
109,904 |
+4,133 |
| 30-Year T-Bonds(CBOT) |
| Mar10 |
100115 |
116~230 |
117~240 |
116~220 |
117~120 |
+0~190 |
256,463 |
660,397 |
+6,791 |
| Jun10 |
100115 |
115~110 |
116~070 |
115~100 |
115~280 |
+0~180 |
269 |
896 |
+127 |
| Sep10 |
100115 |
114~170 |
114~170 |
113~300 |
114~170 |
+0~190 |
2 |
5 |
+1 |
| Total Volume and Open Interest |
256,734 |
661,298 |
+6,919 |
| 10-Year T-Notes(CBOT) |
| Mar10 |
100115 |
116~225 |
117~140 |
116~215 |
117~090 |
+0~170 |
880,765 |
1,301,340 |
+41,837 |
| Jun10 |
100115 |
115~070 |
115~240 |
115~065 |
115~225 |
+0~160 |
1,357 |
2,146 |
+656 |
| Sep10 |
100115 |
114~040 |
114~040 |
113~210 |
114~040 |
+0~150 |
|
|
|
| Total Volume and Open Interest |
882,122 |
1,303,486 |
+42,493 |
| 5-Year T-Notes(CBOT) |
| Mar10 |
100115 |
115~051 |
115~105 |
115~050 |
115~094 |
+0~039 |
387,831 |
784,280 |
-8,778 |
| Jun10 |
100115 |
114~050 |
114~050 |
114~011 |
114~050 |
+0~039 |
1 |
64 |
+1 |
| Sep10 |
100115 |
113~006 |
113~006 |
112~095 |
113~006 |
+0~039 |
|
|
|
| Total Volume and Open Interest |
387,832 |
784,344 |
-8,777 |
| 2 Year T-Notes(CBOT) |
| Mar10 |
100115 |
108~081 |
108~098 |
108~080 |
108~097 |
+0~015 |
215,351 |
864,454 |
-997 |
| Jun10 |
100115 |
108~024 |
108~024 |
108~008 |
108~024 |
+0~016 |
21 |
9,799 |
-3 |
| Sep10 |
100115 |
107~079 |
107~079 |
107~062 |
107~079 |
+0~017 |
|
|
|
| Total Volume and Open Interest |
215,372 |
874,253 |
-1,000 |
| Eurodollars(CME) |
| Mar10 |
100115 |
99.710 |
99.720 |
99.705 |
99.715 |
+0.005 |
112,593 |
1,186,583 |
-3,450 |
| Jun10 |
100115 |
99.555 |
99.585 |
99.550 |
99.580 |
+0.020 |
198,164 |
939,259 |
+18,404 |
| Sep10 |
100115 |
99.250 |
99.300 |
99.250 |
99.290 |
+0.030 |
261,666 |
825,575 |
+18,466 |
| Dec10 |
100115 |
98.860 |
98.930 |
98.860 |
98.915 |
+0.045 |
265,825 |
795,095 |
+12,361 |
| Mar11 |
100115 |
98.465 |
98.550 |
98.465 |
98.530 |
+0.055 |
277,579 |
563,076 |
+3,127 |
| Jun11 |
100115 |
98.075 |
98.175 |
98.075 |
98.155 |
+0.065 |
223,045 |
597,922 |
+14,518 |
| Sep11 |
100115 |
97.715 |
97.830 |
97.715 |
97.805 |
+0.075 |
144,500 |
493,725 |
+8,068 |
| Dec11 |
100115 |
97.380 |
97.495 |
97.380 |
97.470 |
+0.080 |
128,267 |
311,294 |
+4,419 |
| Mar12 |
100115 |
97.085 |
97.195 |
97.085 |
97.175 |
+0.085 |
62,182 |
251,166 |
+2,402 |
| Jun12 |
100115 |
96.790 |
96.905 |
96.790 |
96.880 |
+0.080 |
49,274 |
214,672 |
+2,126 |
| Sep12 |
100115 |
96.530 |
96.645 |
96.530 |
96.615 |
+0.075 |
39,208 |
121,596 |
+2,392 |
| Dec12 |
100115 |
96.295 |
96.390 |
96.290 |
96.355 |
+0.070 |
46,181 |
100,403 |
-364 |
| Mar13 |
100115 |
96.100 |
96.190 |
96.090 |
96.155 |
+0.065 |
15,428 |
70,239 |
+1,981 |
| Jun13 |
100115 |
95.915 |
95.995 |
95.915 |
95.960 |
+0.060 |
12,799 |
61,371 |
+655 |
| Sep13 |
100115 |
95.755 |
95.815 |
95.735 |
95.780 |
+0.060 |
8,765 |
50,649 |
+328 |
| Dec13 |
100115 |
95.540 |
95.630 |
95.540 |
95.595 |
+0.055 |
7,922 |
36,200 |
+1,016 |
| Mar14 |
100115 |
95.410 |
95.495 |
95.410 |
95.460 |
+0.055 |
6,625 |
34,615 |
+10 |
| Jun14 |
100115 |
95.295 |
95.360 |
95.275 |
95.325 |
+0.055 |
5,117 |
28,938 |
+826 |
| Total Volume and Open Interest |
1,888,752 |
6,954,561 |
+93,534 |
| 30 Day Federal Funds(CBOT) |
| Jan10 |
100115 |
99.887 |
99.890 |
99.885 |
99.887 |
unch |
3,509 |
73,587 |
+595 |
| Feb10 |
100115 |
99.870 |
99.875 |
99.865 |
99.870 |
+0.005 |
2,581 |
94,476 |
+778 |
| Mar10 |
100115 |
99.855 |
99.855 |
99.850 |
99.850 |
unch |
6,860 |
59,209 |
+705 |
| Apr10 |
100115 |
99.835 |
99.840 |
99.835 |
99.835 |
unch |
2,732 |
66,807 |
-583 |
| May10 |
100115 |
99.810 |
99.815 |
99.805 |
99.810 |
+0.005 |
5,110 |
61,805 |
+366 |
| Jun10 |
100115 |
99.790 |
99.795 |
99.785 |
99.790 |
+0.005 |
5,999 |
39,873 |
+942 |
| Total Volume and Open Interest |
41,809 |
539,690 |
+5,948 |
| 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 |
100115 |
99.580 |
99.580 |
99.580 |
99.580 |
unch |
0 |
683 |
+0 |
| Jun10 |
100115 |
99.620 |
99.620 |
99.620 |
99.620 |
unch |
0 |
80 |
+0 |
| Sep10 |
100115 |
99.640 |
99.640 |
99.635 |
99.640 |
unch |
0 |
230 |
+0 |
| Dec10 |
100115 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
0 |
242 |
+0 |
| Mar11 |
100115 |
99.545 |
99.545 |
99.545 |
99.545 |
unch |
|
|
|
| Jun11 |
100115 |
99.520 |
99.520 |
99.520 |
99.520 |
unch |
|
|
|
| Sep11 |
100115 |
99.520 |
99.520 |
99.520 |
99.520 |
unch |
|
|
|
| Dec11 |
100115 |
99.325 |
99.325 |
99.325 |
99.325 |
unch |
|
|
|
| Mar12 |
100115 |
99.290 |
99.290 |
99.290 |
99.290 |
unch |
|
|
|
| Jun12 |
100115 |
99.340 |
99.340 |
99.340 |
99.340 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
1,235 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Mar10 |
100115 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
211 |
4,385 |
+0 |
| Jun10 |
100115 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
1,709 |
+0 |
| Sep10 |
100115 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
1,666 |
+0 |
| Dec10 |
100115 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
1,281 |
+0 |
| Mar11 |
100115 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
0 |
662 |
+0 |
| Jun11 |
100115 |
99.52 |
99.52 |
99.52 |
99.52 |
unch |
0 |
52 |
+0 |
| Sep11 |
100115 |
99.52 |
99.52 |
99.52 |
99.52 |
unch |
0 |
51 |
+0 |
| Dec11 |
100115 |
99.32 |
99.32 |
99.32 |
99.32 |
unch |
0 |
101 |
+0 |
| Total Volume and Open Interest |
211 |
11,278 |
+0 |
| Japanese Gov't Bonds(SGX) |
| Mar10 |
100115 |
139.00 |
139.17 |
138.96 |
139.14 |
+0.19 |
841 |
16,144 |
+179 |
| Jun10 |
100115 |
139.14 |
139.14 |
139.14 |
139.14 |
+0.19 |
|
|
|
| Sep10 |
100115 |
139.14 |
139.14 |
139.14 |
139.14 |
+0.19 |
|
|
|
| Total Volume and Open Interest |
841 |
16,144 |
+179 |
| Euro-Bund(EUREX) |
| Mar10 |
100115 |
122.39 |
122.66 |
122.24 |
122.57 |
+0.33 |
774,872 |
887,807 |
+15,738 |
| Jun10 |
100115 |
120.99 |
121.20 |
120.87 |
121.13 |
+0.32 |
271 |
462 |
+204 |
| Sep10 |
100115 |
120.77 |
120.77 |
120.77 |
120.77 |
+0.33 |
|
|
|
| Total Volume and Open Interest |
775,143 |
888,269 |
+15,942 |
| Euro-Bobl(EUREX) |
| Mar10 |
100115 |
116.59 |
116.77 |
116.52 |
116.72 |
+0.19 |
511,594 |
703,942 |
+13,340 |
| Jun10 |
100115 |
115.26 |
115.30 |
115.07 |
115.30 |
+0.19 |
28 |
14 |
+12 |
| Sep10 |
100115 |
115.02 |
115.02 |
115.02 |
115.02 |
+0.19 |
|
|
|
| Total Volume and Open Interest |
511,622 |
703,956 |
+13,352 |
| 3-Mth Euribor(EUREX) |
| Mar10 |
100115 |
99.320 |
99.340 |
99.320 |
99.330 |
+0.010 |
370 |
14,239 |
-113 |
| Jun10 |
100115 |
99.065 |
99.085 |
99.065 |
99.075 |
+0.010 |
323 |
7,448 |
-16 |
| Sep10 |
100115 |
98.760 |
98.775 |
98.760 |
98.775 |
+0.020 |
11 |
2,481 |
+1 |
| Total Volume and Open Interest |
781 |
27,831 |
-92 |
| Long Gilt(LIFFE) |
| Mar10 |
100115 |
114~30 |
115~09 |
114~25 |
115~08 |
+0~15 |
66,070 |
235,995 |
+2,976 |
| Jun10 |
100115 |
113~27 |
113~27 |
113~27 |
113~27 |
+0~15 |
|
|
|
| Total Volume and Open Interest |
66,070 |
235,995 |
+2,976 |
| 3-Mth Short Sterling(LIFFE) |
| Mar10 |
100115 |
99.37 |
99.38 |
99.36 |
99.37 |
unch |
16,592 |
334,482 |
+114 |
| Jun10 |
100115 |
99.18 |
99.20 |
99.17 |
99.19 |
+0.01 |
68,306 |
400,642 |
+24,487 |
| Sep10 |
100115 |
98.80 |
98.83 |
98.79 |
98.82 |
+0.02 |
76,438 |
358,531 |
+364 |
| Dec10 |
100115 |
98.34 |
98.36 |
98.31 |
98.35 |
+0.03 |
76,806 |
312,039 |
-72 |
| Mar11 |
100115 |
97.89 |
97.93 |
97.87 |
97.91 |
+0.03 |
53,166 |
322,751 |
+11,954 |
| Jun11 |
100115 |
97.46 |
97.52 |
97.46 |
97.50 |
+0.04 |
34,691 |
168,599 |
+3,964 |
| Total Volume and Open Interest |
419,590 |
2,270,426 |
+40,753 |
| 3-Mth Euribor(LIFFE) |
| Mar10 |
100115 |
99.325 |
99.350 |
99.315 |
99.330 |
+0.010 |
213,159 |
744,854 |
+3,727 |
| Jun10 |
100115 |
99.075 |
99.100 |
99.060 |
99.075 |
+0.010 |
255,573 |
759,685 |
+24,918 |
| Sep10 |
100115 |
98.760 |
98.790 |
98.750 |
98.775 |
+0.020 |
207,438 |
603,674 |
+9,076 |
| Total Volume and Open Interest |
1,320,919 |
3,692,578 |
+47,816 |
| 3-Mth Aus T-Bills(SFE) |
| Mar10 |
100115 |
95.45 |
95.49 |
95.44 |
95.49 |
+0.03 |
16,811 |
279,951 |
+902 |
| Jun10 |
100115 |
95.08 |
95.13 |
95.07 |
95.12 |
+0.03 |
15,674 |
189,662 |
-1,470 |
| Sep10 |
100115 |
94.81 |
94.87 |
94.78 |
94.86 |
+0.05 |
6,877 |
96,899 |
-2,610 |
| Dec10 |
100115 |
94.59 |
94.66 |
94.58 |
94.65 |
+0.05 |
4,193 |
82,185 |
+1,942 |
| Mar11 |
100115 |
94.40 |
94.48 |
94.40 |
94.46 |
+0.04 |
1,267 |
29,637 |
+210 |
| Jun11 |
100115 |
94.26 |
94.33 |
94.24 |
94.31 |
+0.05 |
736 |
24,081 |
-50 |
| Sep11 |
100115 |
94.10 |
94.21 |
94.10 |
94.19 |
+0.05 |
284 |
16,599 |
+105 |
| Dec11 |
100115 |
94.00 |
94.13 |
94.00 |
94.11 |
+0.06 |
152 |
8,863 |
+109 |
| Mar12 |
100115 |
94.06 |
94.06 |
94.06 |
94.06 |
+0.06 |
0 |
3,089 |
+0 |
| Jun12 |
100115 |
94.02 |
94.02 |
94.02 |
94.02 |
+0.05 |
0 |
1,186 |
+0 |
| Total Volume and Open Interest |
45,994 |
733,130 |
-862 |
| 10-Year Aus T-Bonds(SFE) |
| Mar10 |
100115 |
94.33 |
94.36 |
94.31 |
94.34 |
+0.01 |
25,743 |
329,084 |
+499 |
| Jun10 |
100115 |
94.34 |
94.34 |
94.34 |
94.34 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
25,743 |
329,084 |
+499 |
| 3-Year Aus T-Bonds(SFE) |
| Mar10 |
100115 |
94.79 |
94.85 |
94.77 |
94.83 |
+0.04 |
82,325 |
473,651 |
-1,037 |
| Jun10 |
100115 |
94.83 |
94.83 |
94.83 |
94.83 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
82,325 |
473,651 |
-1,037 |
| Gold(CMX) |
| Feb10 |
100115 |
1142.0 |
1146.0 |
1126.5 |
1130.5 |
-12.5 |
165,713 |
255,635 |
-13,912 |
| Apr10 |
100115 |
1143.6 |
1147.0 |
1127.7 |
1131.8 |
-12.5 |
28,781 |
113,508 |
+11,338 |
| Jun10 |
100115 |
1145.7 |
1147.2 |
1129.3 |
1132.7 |
-12.6 |
3,624 |
44,535 |
+782 |
| Aug10 |
100115 |
1146.3 |
1149.0 |
1132.6 |
1133.5 |
-12.7 |
1,445 |
21,055 |
+602 |
| Oct10 |
100115 |
1134.4 |
1135.5 |
1134.3 |
1134.3 |
-12.8 |
921 |
6,887 |
+390 |
| Dec10 |
100115 |
1148.5 |
1149.4 |
1133.1 |
1135.6 |
-12.9 |
937 |
27,277 |
+332 |
| Feb11 |
100115 |
1137.1 |
1139.5 |
1135.5 |
1137.3 |
-13.2 |
224 |
7,038 |
+190 |
| Apr11 |
100115 |
1139.5 |
1139.5 |
1139.4 |
1139.5 |
-13.3 |
0 |
3,848 |
+0 |
| Jun11 |
100115 |
486.8 |
486.8 |
486.7 |
486.8 |
-13.5 |
110 |
7,415 |
+0 |
| Aug11 |
100115 |
1145.5 |
1145.5 |
1145.4 |
1145.5 |
-13.7 |
0 |
1,386 |
+0 |
| Oct11 |
100115 |
1149.2 |
1149.2 |
1149.2 |
1149.2 |
-13.9 |
100 |
1,260 |
+100 |
| Dec11 |
100115 |
1150.0 |
1153.2 |
1150.0 |
1153.2 |
-14.1 |
111 |
11,013 |
+103 |
| Total Volume and Open Interest |
202,684 |
521,969 |
+219 |
| Silver(CMX) |
| Mar10 |
100115 |
1868.0 |
1869.0 |
1840.0 |
1842.7 |
-22.8 |
24,813 |
80,067 |
-139 |
| May10 |
100115 |
1860.0 |
1862.0 |
1842.5 |
1845.0 |
-22.8 |
772 |
14,108 |
+162 |
| Jul10 |
100115 |
1860.0 |
1862.0 |
1846.5 |
1847.0 |
-22.9 |
496 |
9,060 |
+162 |
| Sep10 |
100115 |
1861.5 |
1864.5 |
1849.0 |
1849.0 |
-22.8 |
32 |
2,700 |
-13 |
| Dec10 |
100115 |
1865.0 |
1866.0 |
1851.0 |
1851.9 |
-22.9 |
379 |
11,315 |
+55 |
| Mar11 |
100115 |
1854.0 |
1854.7 |
1853.5 |
1854.7 |
-23.1 |
0 |
768 |
+0 |
| May11 |
100115 |
1855.5 |
1856.8 |
1853.5 |
1856.8 |
-23.2 |
0 |
206 |
+0 |
| Total Volume and Open Interest |
26,826 |
130,337 |
+322 |
| Platinum(NYMEX) |
| Jan10 |
100115 |
1590.5 |
1593.0 |
1590.5 |
1591.4 |
-8.7 |
8 |
26 |
-7 |
| Apr10 |
100115 |
1614.6 |
1621.8 |
1592.8 |
1596.1 |
-8.7 |
4,099 |
32,899 |
+118 |
| Jul10 |
100115 |
1596.5 |
1596.5 |
1593.4 |
1594.7 |
-8.7 |
37 |
1,167 |
+13 |
| Oct10 |
100115 |
1597.8 |
1597.8 |
1597.8 |
1597.8 |
-8.7 |
1 |
15 |
+1 |
| Total Volume and Open Interest |
4,187 |
34,146 |
+145 |
| Palladium(NYMEX) |
| Mar10 |
100115 |
443.30 |
454.00 |
441.60 |
447.75 |
+4.70 |
3,308 |
22,542 |
-264 |
| Jun10 |
100115 |
446.80 |
447.55 |
441.60 |
447.25 |
+4.70 |
111 |
753 |
+40 |
| Sep10 |
100115 |
447.25 |
447.25 |
447.25 |
447.25 |
+4.70 |
7 |
21 |
+7 |
| Total Volume and Open Interest |
3,426 |
23,324 |
-217 |
| Copper(CMX) |
| Mar10 |
100115 |
340.55 |
342.60 |
334.80 |
336.60 |
-2.15 |
26,175 |
99,705 |
-3,445 |
| May10 |
100115 |
342.60 |
343.15 |
336.00 |
337.75 |
-2.05 |
4,488 |
19,661 |
-1,105 |
| Jul10 |
100115 |
341.30 |
341.30 |
337.70 |
338.55 |
-1.95 |
462 |
10,275 |
+161 |
| Sep10 |
100115 |
337.25 |
338.70 |
337.25 |
338.70 |
-1.90 |
138 |
4,684 |
+14 |
| Dec10 |
100115 |
340.85 |
340.85 |
338.40 |
338.40 |
-1.90 |
117 |
4,052 |
+39 |
| Total Volume and Open Interest |
31,993 |
143,074 |
-4,351 |
| DJIA Index(CBOT) |
| Mar10 |
100115 |
10663 |
10663 |
10510 |
10563 |
-100 |
273 |
11,517 |
-8 |
| Jun10 |
100115 |
10501 |
10601 |
10501 |
10501 |
-100 |
1 |
12 |
+1 |
| Sep10 |
100115 |
10447 |
10547 |
10447 |
10447 |
-100 |
|
|
|
| Dec10 |
100115 |
10398 |
10498 |
10398 |
10398 |
-100 |
|
|
|
| Total Volume and Open Interest |
274 |
11,529 |
-7 |
| S & P 500(CME) |
| Mar10 |
100115 |
1146.40 |
1147.00 |
1127.50 |
1132.30 |
-12.90 |
12,020 |
327,447 |
+2,786 |
| Jun10 |
100115 |
1127.40 |
1128.50 |
1123.30 |
1127.40 |
-12.90 |
17 |
2,551 |
-12 |
| Sep10 |
100115 |
1122.80 |
1123.70 |
1118.70 |
1122.80 |
-12.90 |
10 |
447 |
+0 |
| Dec10 |
100115 |
1119.80 |
1120.70 |
1115.70 |
1119.80 |
-12.90 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
12,047 |
330,456 |
+2,774 |
| S & P 500 E-Mini(Globex) |
| Mar10 |
100115 |
1146.75 |
1147.25 |
1127.50 |
1132.25 |
-13.00 |
1,355,731 |
2,473,392 |
-1,930 |
| Jun10 |
100115 |
1141.75 |
1142.25 |
1122.25 |
1127.50 |
-12.75 |
336 |
5,357 |
-32 |
| Total Volume and Open Interest |
1,356,067 |
2,480,149 |
-1,962 |
| NASDAQ 100(CME) |
| Mar10 |
100115 |
1892.30 |
1893.30 |
1854.00 |
1862.30 |
-26.00 |
549 |
15,414 |
+51 |
| Jun10 |
100115 |
1859.80 |
1863.00 |
1859.80 |
1859.80 |
-25.70 |
0 |
625 |
+0 |
| Sep10 |
100115 |
1858.80 |
1859.50 |
1858.80 |
1858.80 |
-25.70 |
|
|
|
| Total Volume and Open Interest |
549 |
16,039 |
+51 |
| NASDAQ 100 E-Mini(Globex) |
| Mar10 |
100115 |
1893.00 |
1894.00 |
1854.80 |
1862.30 |
-26.00 |
206,040 |
324,274 |
-6,894 |
| Jun10 |
100115 |
1890.00 |
1890.00 |
1853.50 |
1859.80 |
-25.70 |
786 |
2,401 |
+702 |
| Total Volume and Open Interest |
206,826 |
326,677 |
-6,192 |
| S & P Midcap 400(CME) |
| Mar10 |
100115 |
751.50 |
751.50 |
739.00 |
741.90 |
-9.80 |
12 |
1,487 |
+5 |
| Jun10 |
100115 |
739.80 |
739.80 |
739.60 |
739.80 |
-9.80 |
|
|
|
| Sep10 |
100115 |
737.80 |
737.80 |
737.60 |
737.80 |
-9.80 |
|
|
|
| Total Volume and Open Interest |
12 |
1,487 |
+5 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Mar10 |
100115 |
10960 |
10995 |
10810 |
10870 |
-90 |
6,716 |
39,150 |
+813 |
| Jun10 |
100115 |
10870 |
10870 |
10860 |
10870 |
-90 |
|
|
|
| Total Volume and Open Interest |
6,716 |
39,150 |
+813 |
| Nikkei 225(SGX) |
| Mar10 |
100115 |
10895 |
10980 |
10850 |
10965 |
+65 |
101,528 |
183,640 |
+2,072 |
| Jun10 |
100115 |
10910 |
10910 |
10910 |
10910 |
+65 |
10 |
1,356 |
+6 |
| Sep10 |
100115 |
10915 |
10915 |
10915 |
10915 |
+65 |
0 |
55 |
+0 |
| Total Volume and Open Interest |
101,588 |
186,310 |
+2,322 |
| CAC 40(EURONEXT) |
| Jan10 |
100115 |
4021.5 |
4044.0 |
3986.5 |
3995.0 |
-21.5 |
186,607 |
266,958 |
-105,058 |
| Feb10 |
100115 |
4021.5 |
4044.5 |
3942.0 |
3954.0 |
-63.5 |
112,631 |
274,305 |
+61,868 |
| Mar10 |
100115 |
4022.0 |
4045.0 |
3949.0 |
3955.0 |
-63.0 |
1,567 |
75,487 |
+969 |
| Total Volume and Open Interest |
300,805 |
618,618 |
-42,221 |
| Hang Seng Index(HKFE) |
| Jan10 |
100115 |
21759 |
21785 |
21540 |
21553 |
-111 |
68,074 |
82,588 |
-15 |
| Feb10 |
100115 |
21747 |
21770 |
21540 |
21560 |
-101 |
612 |
2,309 |
+449 |
| Mar10 |
100115 |
21630 |
21668 |
21488 |
21490 |
-100 |
242 |
4,984 |
+76 |
| Total Volume and Open Interest |
69,064 |
90,693 |
+544 |
| DAX(EUREX) |
| Mar10 |
100115 |
5995.5 |
6033.0 |
5864.0 |
5877.0 |
-113.0 |
125,658 |
140,339 |
-6,826 |
| Jun10 |
100115 |
6005.0 |
6041.5 |
5878.5 |
5886.0 |
-113.5 |
768 |
8,944 |
+223 |
| Sep10 |
100115 |
6046.0 |
6046.0 |
5885.0 |
5896.5 |
-112.5 |
122 |
176 |
+97 |
| Total Volume and Open Interest |
126,548 |
149,459 |
-6,506 |
| FT-SE 100(EURONEXT) |
| Mar10 |
100115 |
5460.50 |
5509.00 |
5400.00 |
5407.00 |
-45.00 |
68,611 |
650,927 |
+6,783 |
| Jun10 |
100115 |
5407.00 |
5407.00 |
5357.50 |
5357.50 |
-45.00 |
214 |
2,382 |
+204 |
| Sep10 |
100115 |
5323.00 |
5323.00 |
5323.00 |
5323.00 |
-45.00 |
0 |
374 |
+0 |
| Total Volume and Open Interest |
68,825 |
654,133 |
+6,987 |
| SPI 200(SFE) |
| Mar10 |
100115 |
4877.0 |
4899.0 |
4839.0 |
4871.0 |
-8.0 |
30,299 |
197,212 |
+4,941 |
| Jun10 |
100115 |
4905.0 |
4915.0 |
4876.0 |
4893.0 |
-7.0 |
7 |
1,439 |
+3 |
| Sep10 |
100115 |
4893.0 |
4893.0 |
4893.0 |
4893.0 |
-7.0 |
0 |
2,038 |
+0 |
| Total Volume and Open Interest |
30,306 |
201,312 |
+4,944 |
| GSCI(CME) |
| Feb10 |
100115 |
523.50 |
525.00 |
519.00 |
519.90 |
-8.35 |
4,250 |
16,818 |
+3,574 |
| Mar10 |
100115 |
528.50 |
529.50 |
524.00 |
524.00 |
-8.50 |
|
|
|
| Total Volume and Open Interest |
8,466 |
19,657 |
-296 |
| 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. |
|
|