|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed January 20, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar10 |
100120 |
963.75 |
971.00 |
940.75 |
950.00 |
-13.50 |
77,967 |
227,489 |
+1,423 |
May10 |
100120 |
970.25 |
977.50 |
947.75 |
956.75 |
-13.50 |
22,699 |
67,641 |
+2,061 |
Jul10 |
100120 |
976.25 |
982.75 |
953.00 |
961.00 |
-14.25 |
22,227 |
63,519 |
+2,508 |
Aug10 |
100120 |
966.75 |
968.75 |
948.25 |
955.50 |
-13.25 |
151 |
2,023 |
-40 |
Sep10 |
100120 |
953.50 |
953.50 |
934.50 |
941.50 |
-9.50 |
256 |
1,760 |
+69 |
Nov10 |
100120 |
938.00 |
945.50 |
922.00 |
928.50 |
-10.75 |
12,236 |
80,856 |
+299 |
Jan11 |
100120 |
949.00 |
954.00 |
934.00 |
938.25 |
-10.75 |
350 |
4,784 |
+158 |
Total Volume and Open Interest |
136,603 |
454,688 |
+6,812 |
Soybean Meal(CBOT) |
Mar10 |
100120 |
290.40 |
292.00 |
285.50 |
286.20 |
-4.70 |
30,096 |
74,953 |
-933 |
May10 |
100120 |
283.00 |
283.60 |
277.30 |
277.80 |
-5.20 |
7,878 |
34,374 |
+297 |
Jul10 |
100120 |
281.20 |
282.00 |
275.60 |
276.20 |
-5.00 |
8,725 |
24,511 |
+625 |
Aug10 |
100120 |
279.40 |
279.40 |
274.30 |
274.60 |
-4.80 |
807 |
6,644 |
+216 |
Sep10 |
100120 |
276.40 |
276.40 |
271.50 |
271.70 |
-4.70 |
943 |
7,371 |
+286 |
Oct10 |
100120 |
268.10 |
268.90 |
265.60 |
265.60 |
-4.40 |
461 |
4,071 |
+67 |
Dec10 |
100120 |
266.90 |
268.00 |
263.70 |
263.70 |
-4.20 |
2,361 |
15,693 |
+124 |
Jan11 |
100120 |
266.10 |
268.90 |
265.10 |
265.10 |
-3.80 |
32 |
853 |
+14 |
Total Volume and Open Interest |
51,406 |
170,137 |
+749 |
Soybean Oil(CBOT) |
Mar10 |
100120 |
37.22 |
37.55 |
36.32 |
36.57 |
-0.58 |
33,150 |
123,708 |
-1,350 |
May10 |
100120 |
37.70 |
37.87 |
36.72 |
37.01 |
-0.56 |
8,772 |
36,574 |
+431 |
Jul10 |
100120 |
38.22 |
38.37 |
37.18 |
37.41 |
-0.57 |
6,863 |
28,346 |
+527 |
Aug10 |
100120 |
37.99 |
37.99 |
37.38 |
37.56 |
-0.58 |
108 |
2,579 |
+16 |
Sep10 |
100120 |
38.46 |
38.46 |
37.53 |
37.69 |
-0.59 |
194 |
4,012 |
+33 |
Oct10 |
100120 |
38.46 |
38.46 |
37.55 |
37.79 |
-0.58 |
350 |
1,814 |
-17 |
Dec10 |
100120 |
38.78 |
38.91 |
37.86 |
38.10 |
-0.58 |
1,768 |
18,252 |
+202 |
Jan11 |
100120 |
38.40 |
38.98 |
38.40 |
38.40 |
-0.58 |
2 |
39 |
+0 |
Total Volume and Open Interest |
51,207 |
215,426 |
-158 |
Canola(WCE) |
Jan10 |
100114 |
387.0 |
387.0 |
387.0 |
387.0 |
-6.2 |
|
|
|
Mar10 |
100120 |
377.3 |
380.9 |
375.4 |
379.2 |
+0.4 |
8,512 |
84,343 |
-326 |
May10 |
100120 |
388.2 |
388.2 |
383.1 |
385.9 |
-0.1 |
1,495 |
13,432 |
+676 |
Jul10 |
100120 |
392.0 |
392.0 |
389.3 |
391.2 |
-0.5 |
1,974 |
9,751 |
+856 |
Nov10 |
100120 |
395.9 |
400.0 |
395.9 |
398.7 |
-0.6 |
1,558 |
8,531 |
+393 |
Total Volume and Open Interest |
13,539 |
116,536 |
+1,599 |
Corn(CBOT) |
Mar10 |
100120 |
369.25 |
370.50 |
362.25 |
368.00 |
-1.25 |
125,418 |
492,821 |
-8,632 |
May10 |
100120 |
380.00 |
381.50 |
373.25 |
378.75 |
-1.50 |
24,619 |
157,959 |
+2,427 |
Jul10 |
100120 |
389.50 |
391.00 |
383.00 |
388.25 |
-1.25 |
19,469 |
139,616 |
+416 |
Sep10 |
100120 |
397.00 |
397.00 |
390.50 |
395.75 |
-1.25 |
4,610 |
45,724 |
+849 |
Dec10 |
100120 |
403.75 |
405.50 |
397.00 |
402.75 |
-1.25 |
17,205 |
237,245 |
+211 |
Mar11 |
100120 |
413.75 |
414.25 |
407.50 |
412.75 |
-1.50 |
818 |
18,440 |
+327 |
Total Volume and Open Interest |
192,872 |
1,122,443 |
-4,176 |
Wheat(CBOT) |
Mar10 |
100120 |
501.00 |
501.50 |
485.25 |
497.50 |
-3.00 |
49,469 |
187,718 |
-3,094 |
May10 |
100120 |
514.25 |
514.25 |
499.00 |
511.25 |
-3.00 |
11,206 |
52,202 |
+2,088 |
Jul10 |
100120 |
525.75 |
526.25 |
511.50 |
523.75 |
-2.75 |
8,716 |
68,637 |
-179 |
Sep10 |
100120 |
534.25 |
540.00 |
527.75 |
539.00 |
-3.00 |
1,851 |
19,545 |
+702 |
Dec10 |
100120 |
566.50 |
566.75 |
553.25 |
564.50 |
-1.75 |
4,368 |
55,767 |
+781 |
Total Volume and Open Interest |
76,650 |
393,291 |
+1,016 |
Wheat(KCBT) |
Mar10 |
100120 |
505.00 |
505.75 |
492.00 |
504.50 |
-0.50 |
10,171 |
54,590 |
-1,717 |
May10 |
100120 |
516.50 |
516.50 |
505.00 |
516.50 |
unch |
1,374 |
17,289 |
+140 |
Jul10 |
100120 |
528.75 |
528.75 |
516.00 |
528.25 |
unch |
1,513 |
30,723 |
-231 |
Sep10 |
100120 |
535.00 |
539.25 |
527.50 |
539.25 |
-0.25 |
92 |
4,195 |
+25 |
Dec10 |
100120 |
554.75 |
557.50 |
545.75 |
557.25 |
-0.50 |
1,806 |
39,949 |
+483 |
Total Volume and Open Interest |
14,976 |
148,007 |
-1,285 |
Wheat(MGE) |
Mar10 |
100120 |
512.75 |
514.25 |
501.00 |
510.75 |
-2.75 |
3,094 |
16,935 |
-364 |
May10 |
100120 |
524.75 |
525.75 |
513.00 |
521.75 |
-3.00 |
376 |
7,208 |
-158 |
Jul10 |
100120 |
534.25 |
535.50 |
525.00 |
532.25 |
-5.25 |
435 |
10,565 |
-126 |
Sep10 |
100120 |
545.00 |
547.25 |
537.25 |
547.25 |
-1.75 |
310 |
4,751 |
-30 |
Dec10 |
100120 |
565.00 |
566.00 |
554.50 |
564.25 |
-2.25 |
670 |
6,478 |
-51 |
Total Volume and Open Interest |
4,902 |
46,800 |
-739 |
Oats(CBOT) |
Mar10 |
100120 |
225.50 |
226.75 |
218.00 |
220.00 |
-6.00 |
2,333 |
8,494 |
-181 |
May10 |
100120 |
235.50 |
235.50 |
227.00 |
228.50 |
-6.00 |
59 |
1,616 |
+37 |
Jul10 |
100120 |
247.25 |
247.25 |
235.50 |
236.50 |
-6.00 |
151 |
868 |
+1 |
Sep10 |
100120 |
242.50 |
243.00 |
242.50 |
243.00 |
-8.00 |
52 |
369 |
+23 |
Total Volume and Open Interest |
2,876 |
12,288 |
+93 |
Rough Rice(CBOT) |
Jan10 |
100114 |
13.75 |
13.78 |
13.69 |
13.71 |
+0.02 |
3 |
10 |
-63 |
Mar10 |
100120 |
13.96 |
13.99 |
13.45 |
13.49 |
-0.43 |
745 |
12,926 |
-131 |
May10 |
100120 |
13.94 |
14.00 |
13.77 |
13.77 |
-0.43 |
57 |
712 |
+20 |
Jul10 |
100120 |
14.12 |
14.26 |
14.03 |
14.03 |
-0.43 |
12 |
626 |
+0 |
Total Volume and Open Interest |
832 |
15,979 |
-103 |
Live Cattle(CME) |
Feb10 |
100120 |
87.750 |
87.930 |
86.950 |
87.450 |
-0.450 |
14,594 |
60,848 |
-4,813 |
Apr10 |
100120 |
91.000 |
91.350 |
90.500 |
91.135 |
-0.045 |
12,690 |
124,448 |
+1,574 |
Jun10 |
100120 |
88.230 |
88.500 |
87.730 |
88.430 |
+0.145 |
8,945 |
61,686 |
-1,224 |
Aug10 |
100120 |
87.900 |
87.950 |
87.330 |
87.930 |
unch |
2,450 |
14,981 |
+794 |
Oct10 |
100120 |
90.250 |
90.400 |
89.700 |
90.385 |
unch |
1,593 |
12,110 |
+504 |
Dec10 |
100120 |
90.430 |
90.800 |
90.180 |
90.800 |
-0.050 |
503 |
2,806 |
+291 |
Total Volume and Open Interest |
40,997 |
278,567 |
-2,777 |
Feeder Cattle(CME) |
Jan10 |
100120 |
98.285 |
98.385 |
97.750 |
97.930 |
-0.320 |
355 |
2,956 |
-137 |
Mar10 |
100120 |
99.500 |
99.950 |
99.150 |
99.885 |
+0.205 |
1,803 |
16,728 |
+528 |
Apr10 |
100120 |
100.200 |
100.850 |
99.850 |
100.800 |
+0.470 |
533 |
4,524 |
+85 |
May10 |
100120 |
100.550 |
101.100 |
100.150 |
101.080 |
+0.480 |
600 |
5,077 |
+278 |
Aug10 |
100120 |
101.600 |
102.050 |
101.300 |
102.035 |
+0.185 |
168 |
2,222 |
+111 |
Sep10 |
100120 |
101.000 |
101.500 |
100.700 |
101.500 |
-0.200 |
13 |
60 |
+7 |
Oct10 |
100120 |
100.800 |
100.830 |
100.550 |
100.800 |
-0.100 |
12 |
66 |
+8 |
Total Volume and Open Interest |
3,484 |
31,648 |
+880 |
Lean Hogs(CME) |
Feb10 |
100120 |
70.580 |
71.050 |
69.035 |
70.450 |
-0.300 |
14,230 |
33,084 |
-2,449 |
Apr10 |
100120 |
73.900 |
73.900 |
72.300 |
73.385 |
-0.650 |
12,058 |
85,099 |
+416 |
May10 |
100120 |
76.850 |
77.800 |
75.750 |
77.180 |
-0.420 |
334 |
4,607 |
+97 |
Jun10 |
100120 |
80.850 |
81.180 |
79.385 |
80.350 |
-1.100 |
4,993 |
43,057 |
+1,310 |
Jul10 |
100120 |
79.100 |
79.135 |
77.750 |
78.650 |
-0.885 |
1,374 |
14,626 |
+197 |
Aug10 |
100120 |
78.200 |
78.225 |
77.000 |
78.080 |
-0.600 |
987 |
10,701 |
+514 |
Oct10 |
100120 |
69.750 |
69.750 |
68.550 |
68.950 |
-1.100 |
482 |
5,245 |
+252 |
Dec10 |
100120 |
67.400 |
67.400 |
66.150 |
66.330 |
-1.420 |
160 |
2,800 |
+69 |
Total Volume and Open Interest |
34,709 |
199,667 |
+485 |
Pork Bellies(CME) |
Feb10 |
100120 |
89.600 |
90.500 |
89.050 |
89.050 |
-1.200 |
26 |
195 |
-12 |
Mar10 |
100120 |
89.500 |
90.000 |
88.100 |
88.300 |
-0.700 |
0 |
96 |
+0 |
May10 |
100120 |
91.200 |
92.650 |
91.200 |
91.200 |
-1.550 |
2 |
132 |
+0 |
Jul10 |
100120 |
93.000 |
93.000 |
93.000 |
93.000 |
-0.500 |
0 |
44 |
+0 |
Aug10 |
100120 |
88.000 |
88.000 |
88.000 |
88.000 |
unch |
0 |
15 |
+0 |
Total Volume and Open Interest |
28 |
482 |
-12 |
Class III Milk(CME) |
Jan10 |
100120 |
14.45 |
14.45 |
14.43 |
14.45 |
unch |
71 |
4,304 |
+41 |
Feb10 |
100120 |
14.34 |
14.45 |
14.05 |
14.20 |
-0.19 |
460 |
4,110 |
-99 |
Mar10 |
100120 |
14.73 |
14.83 |
14.33 |
14.50 |
-0.26 |
316 |
3,600 |
+16 |
Apr10 |
100120 |
14.79 |
14.86 |
14.40 |
14.58 |
-0.24 |
181 |
2,619 |
-25 |
May10 |
100120 |
15.09 |
15.18 |
14.75 |
14.98 |
-0.20 |
80 |
2,133 |
-13 |
Total Volume and Open Interest |
1,522 |
27,412 |
+89 |
Cocoa(ICE) |
Mar10 |
100120 |
3450 |
3458 |
3413 |
3422 |
-39 |
8,455 |
67,995 |
+1,026 |
May10 |
100120 |
3469 |
3481 |
3442 |
3451 |
-34 |
2,840 |
34,138 |
+982 |
Jul10 |
100120 |
3484 |
3484 |
3445 |
3455 |
-33 |
1,567 |
10,998 |
+870 |
Sep10 |
100120 |
3473 |
3473 |
3448 |
3452 |
-31 |
209 |
6,870 |
+180 |
Dec10 |
100120 |
3462 |
3462 |
3446 |
3446 |
-27 |
206 |
5,962 |
+94 |
Mar11 |
100120 |
3445 |
3445 |
3444 |
3445 |
-22 |
46 |
8,130 |
+7 |
May11 |
100120 |
3446 |
3446 |
3446 |
3446 |
-23 |
16 |
4,323 |
+0 |
Total Volume and Open Interest |
13,339 |
140,693 |
+3,159 |
Coffee "C"(ICE) |
Mar10 |
100120 |
140.50 |
140.50 |
138.45 |
139.20 |
-1.70 |
8,313 |
75,807 |
-352 |
May10 |
100120 |
142.40 |
142.40 |
140.20 |
141.00 |
-1.65 |
1,692 |
29,463 |
+525 |
Jul10 |
100120 |
143.70 |
143.70 |
141.90 |
142.65 |
-1.65 |
392 |
9,527 |
+107 |
Sep10 |
100120 |
145.20 |
145.20 |
143.45 |
144.10 |
-1.55 |
179 |
7,035 |
+20 |
Dec10 |
100120 |
146.00 |
146.00 |
145.25 |
145.85 |
-1.55 |
159 |
6,957 |
-42 |
Mar11 |
100120 |
147.40 |
147.55 |
146.95 |
147.45 |
-1.50 |
217 |
2,681 |
+123 |
Total Volume and Open Interest |
11,046 |
131,971 |
+409 |
Orange Juice(ICE) |
Mar10 |
100120 |
133.00 |
136.50 |
132.00 |
135.80 |
+2.45 |
1,231 |
22,925 |
-129 |
May10 |
100120 |
136.25 |
139.65 |
136.25 |
139.10 |
+2.35 |
421 |
6,537 |
+50 |
Jul10 |
100120 |
140.30 |
142.85 |
140.30 |
142.20 |
+2.10 |
80 |
3,179 |
+20 |
Sep10 |
100120 |
142.85 |
143.85 |
142.75 |
143.25 |
+2.05 |
13 |
929 |
+7 |
Nov10 |
100120 |
142.00 |
142.60 |
142.00 |
142.60 |
+1.60 |
2 |
361 |
+1 |
Jan11 |
100120 |
144.60 |
144.65 |
144.40 |
144.40 |
+2.30 |
0 |
562 |
+0 |
Total Volume and Open Interest |
1,748 |
34,685 |
-51 |
Sugar #11(ICE) |
Mar10 |
100120 |
28.97 |
29.45 |
28.57 |
29.11 |
+0.13 |
54,134 |
294,054 |
-3,153 |
May10 |
100120 |
27.42 |
28.10 |
27.23 |
27.79 |
+0.27 |
31,008 |
167,955 |
+3,786 |
Jul10 |
100120 |
24.28 |
24.67 |
23.96 |
24.28 |
-0.03 |
15,889 |
150,969 |
+4,899 |
Oct10 |
100120 |
21.89 |
22.25 |
21.65 |
21.73 |
-0.27 |
6,612 |
102,447 |
+308 |
Mar11 |
100120 |
20.19 |
20.42 |
19.65 |
19.82 |
-0.42 |
4,326 |
51,252 |
-248 |
Total Volume and Open Interest |
115,107 |
839,354 |
+5,336 |
London Cocoa(LCE) |
Dec10 |
100120 |
2240 |
2245 |
2229 |
2229 |
-13 |
89 |
10,082 |
+43 |
Mar11 |
100120 |
2224 |
2224 |
2220 |
2220 |
-11 |
0 |
9,002 |
+0 |
May11 |
100120 |
2204 |
2204 |
2204 |
2204 |
-11 |
0 |
1,388 |
+0 |
Total Volume and Open Interest |
10,552 |
176,019 |
+78 |
London Sugar(LCE) |
Cotton(ICE) |
Mar10 |
100120 |
71.64 |
71.73 |
70.52 |
70.80 |
-0.84 |
10,279 |
104,063 |
-1,597 |
May10 |
100120 |
72.82 |
72.82 |
71.70 |
72.01 |
-0.74 |
1,961 |
28,854 |
+238 |
Jul10 |
100120 |
73.75 |
73.75 |
72.83 |
73.16 |
-0.68 |
519 |
25,306 |
+16 |
Oct10 |
100120 |
72.71 |
72.71 |
72.71 |
72.71 |
-0.53 |
0 |
159 |
+0 |
Dec10 |
100120 |
73.28 |
73.29 |
72.45 |
72.76 |
-0.56 |
375 |
17,439 |
+211 |
Mar11 |
100120 |
74.16 |
74.16 |
74.16 |
74.16 |
-0.57 |
1 |
337 |
+0 |
Total Volume and Open Interest |
13,136 |
177,032 |
-1,131 |
Lumber(CME) |
Mar10 |
100120 |
252.9 |
257.5 |
248.0 |
255.0 |
+1.2 |
910 |
6,328 |
-10 |
May10 |
100120 |
269.0 |
275.5 |
268.5 |
274.9 |
+1.8 |
272 |
2,578 |
+176 |
Jul10 |
100120 |
276.0 |
278.5 |
275.0 |
278.5 |
+0.9 |
49 |
768 |
+20 |
Sep10 |
100120 |
275.0 |
277.0 |
272.5 |
277.0 |
unch |
31 |
368 |
+25 |
Total Volume and Open Interest |
1,262 |
10,046 |
+211 |
Crude Oil(NYM) |
Feb10 |
100120 |
78.88 |
79.03 |
76.96 |
77.62 |
-1.40 |
186,882 |
25,198 |
-43,601 |
Mar10 |
100120 |
79.17 |
79.36 |
77.27 |
77.74 |
-1.58 |
351,108 |
357,061 |
+13,637 |
Apr10 |
100120 |
79.76 |
79.80 |
77.78 |
78.23 |
-1.58 |
90,135 |
128,210 |
+11,197 |
May10 |
100120 |
80.37 |
80.37 |
78.35 |
78.85 |
-1.55 |
35,089 |
68,251 |
+4,532 |
Jun10 |
100120 |
80.96 |
80.97 |
79.00 |
79.47 |
-1.50 |
39,388 |
124,044 |
+2,219 |
Jul10 |
100120 |
80.77 |
80.77 |
79.57 |
80.07 |
-1.46 |
8,257 |
43,257 |
+793 |
Aug10 |
100120 |
80.87 |
80.87 |
80.24 |
80.61 |
-1.45 |
5,180 |
17,603 |
+616 |
Sep10 |
100120 |
80.71 |
81.13 |
80.71 |
81.13 |
-1.43 |
3,272 |
28,242 |
-92 |
Oct10 |
100120 |
81.25 |
81.65 |
81.25 |
81.65 |
-1.41 |
2,185 |
19,629 |
+97 |
Nov10 |
100120 |
82.00 |
82.18 |
82.00 |
82.18 |
-1.39 |
2,104 |
23,468 |
+43 |
Dec10 |
100120 |
83.85 |
83.85 |
82.22 |
82.72 |
-1.37 |
34,055 |
186,266 |
+4,718 |
Jan11 |
100120 |
82.93 |
83.08 |
82.93 |
83.08 |
-1.36 |
1,588 |
21,053 |
+37 |
Feb11 |
100120 |
83.40 |
83.40 |
83.40 |
83.40 |
-1.34 |
1,784 |
12,067 |
+453 |
Mar11 |
100120 |
83.72 |
83.72 |
83.72 |
83.72 |
-1.32 |
613 |
7,470 |
+203 |
Apr11 |
100120 |
84.04 |
84.04 |
84.04 |
84.04 |
-1.30 |
53 |
9,564 |
+18 |
May11 |
100120 |
84.30 |
84.30 |
84.30 |
84.30 |
-1.27 |
119 |
3,709 |
+65 |
Total Volume and Open Interest |
771,503 |
1,324,903 |
-5,252 |
e-miNY Crude Oil(NYM) |
Jan10 |
091218 |
72.850 |
74.675 |
72.550 |
73.350 |
+0.700 |
8,590 |
3,806 |
-360 |
Feb10 |
100119 |
77.825 |
79.075 |
76.775 |
79.025 |
+1.025 |
6,744 |
2,926 |
-836 |
Mar10 |
100120 |
79.175 |
79.350 |
77.150 |
77.750 |
-1.575 |
12,965 |
3,970 |
+1,311 |
Apr10 |
100120 |
79.375 |
79.375 |
77.750 |
78.225 |
-1.575 |
220 |
327 |
+61 |
May10 |
100120 |
79.800 |
79.800 |
78.400 |
78.850 |
-1.550 |
2 |
92 |
+2 |
Jun10 |
100120 |
79.150 |
79.475 |
79.100 |
79.475 |
-1.500 |
8 |
47 |
+4 |
Jul10 |
100120 |
81.200 |
81.200 |
79.825 |
80.075 |
-1.450 |
0 |
9 |
+0 |
Aug10 |
100120 |
80.600 |
80.600 |
80.600 |
80.600 |
-1.450 |
0 |
1 |
+0 |
Sep10 |
100120 |
81.125 |
81.125 |
81.125 |
81.125 |
-1.425 |
0 |
1 |
+0 |
Oct10 |
100120 |
81.650 |
81.650 |
81.650 |
81.650 |
-1.400 |
0 |
2 |
+0 |
Total Volume and Open Interest |
13,197 |
4,550 |
-1,547 |
Heating Oil(NYM) |
Feb10 |
100120 |
204.45 |
204.45 |
199.89 |
202.11 |
-2.43 |
42,810 |
50,811 |
-8,226 |
Mar10 |
100120 |
205.80 |
205.85 |
201.29 |
203.44 |
-2.46 |
39,032 |
79,741 |
+2,778 |
Apr10 |
100120 |
205.10 |
205.23 |
202.33 |
204.25 |
-2.51 |
11,959 |
34,408 |
+40 |
May10 |
100120 |
206.23 |
206.23 |
203.57 |
205.22 |
-2.51 |
5,695 |
20,616 |
+335 |
Jun10 |
100120 |
208.54 |
208.54 |
204.66 |
206.40 |
-2.52 |
8,501 |
35,710 |
+331 |
Jul10 |
100120 |
208.64 |
208.64 |
207.00 |
208.26 |
-2.54 |
1,247 |
12,126 |
+92 |
Aug10 |
100120 |
209.83 |
210.26 |
208.62 |
210.26 |
-2.54 |
1,134 |
5,651 |
+92 |
Sep10 |
100120 |
211.70 |
212.56 |
211.00 |
212.56 |
-2.54 |
1,475 |
8,545 |
-128 |
Oct10 |
100120 |
215.00 |
215.46 |
213.76 |
215.16 |
-2.57 |
1,224 |
8,004 |
-32 |
Nov10 |
100120 |
217.54 |
218.10 |
216.45 |
217.84 |
-2.54 |
871 |
6,393 |
-122 |
Dec10 |
100120 |
221.60 |
221.60 |
218.90 |
220.52 |
-2.51 |
4,112 |
18,502 |
+57 |
Jan11 |
100120 |
223.50 |
223.50 |
222.45 |
223.09 |
-2.46 |
383 |
9,419 |
+88 |
Total Volume and Open Interest |
119,030 |
311,199 |
-4,590 |
Gasoline(NYMEX) |
Feb10 |
100120 |
206.34 |
206.34 |
202.10 |
204.65 |
-1.26 |
35,679 |
50,400 |
-4,879 |
Mar10 |
100120 |
207.75 |
207.75 |
203.50 |
205.76 |
-1.59 |
30,119 |
83,980 |
+5,972 |
Apr10 |
100120 |
216.15 |
216.17 |
213.16 |
215.22 |
-1.90 |
7,396 |
40,681 |
+222 |
May10 |
100120 |
216.91 |
217.00 |
214.00 |
216.11 |
-2.01 |
4,762 |
19,799 |
+347 |
Jun10 |
100120 |
219.11 |
219.14 |
214.62 |
216.50 |
-2.18 |
3,409 |
20,666 |
+74 |
Jul10 |
100120 |
214.81 |
216.40 |
214.81 |
216.32 |
-2.30 |
1,058 |
11,964 |
+238 |
Aug10 |
100120 |
215.08 |
215.79 |
214.70 |
215.79 |
-2.37 |
814 |
6,692 |
+21 |
Sep10 |
100120 |
214.15 |
214.99 |
213.46 |
214.99 |
-2.37 |
935 |
9,391 |
+97 |
Oct10 |
100120 |
205.39 |
205.39 |
205.39 |
205.39 |
-2.40 |
1,177 |
3,846 |
+378 |
Nov10 |
100120 |
204.66 |
204.66 |
204.66 |
204.66 |
-2.39 |
1,511 |
10,524 |
+680 |
Total Volume and Open Interest |
88,551 |
273,395 |
+3,451 |
e-miNY RBOB Gasoline(NYM) |
Feb10 |
100120 |
204.70 |
204.70 |
204.65 |
204.70 |
-1.20 |
0 |
11 |
+0 |
Mar10 |
100120 |
206.00 |
206.00 |
205.80 |
205.80 |
-1.60 |
|
|
|
Apr10 |
100120 |
215.20 |
215.22 |
215.20 |
215.20 |
-1.90 |
|
|
|
May10 |
100120 |
216.10 |
216.11 |
216.10 |
216.10 |
-2.00 |
|
|
|
Total Volume and Open Interest |
0 |
11 |
+0 |
Natural Gas(NYM) |
Feb10 |
100120 |
5.595 |
5.625 |
5.464 |
5.496 |
-0.061 |
150,327 |
57,936 |
-12,242 |
Mar10 |
100120 |
5.569 |
5.600 |
5.440 |
5.467 |
-0.069 |
86,171 |
207,779 |
+12,414 |
Apr10 |
100120 |
5.546 |
5.553 |
5.413 |
5.438 |
-0.061 |
23,086 |
82,061 |
+127 |
May10 |
100120 |
5.540 |
5.541 |
5.464 |
5.488 |
-0.058 |
14,076 |
62,235 |
+768 |
Jun10 |
100120 |
5.612 |
5.612 |
5.529 |
5.555 |
-0.056 |
4,680 |
24,380 |
-24 |
Jul10 |
100120 |
5.668 |
5.729 |
5.616 |
5.639 |
-0.055 |
4,642 |
25,086 |
+648 |
Aug10 |
100120 |
5.795 |
5.795 |
5.696 |
5.711 |
-0.051 |
1,876 |
32,960 |
+127 |
Sep10 |
100120 |
5.775 |
5.775 |
5.728 |
5.741 |
-0.050 |
1,532 |
22,298 |
+37 |
Oct10 |
100120 |
5.870 |
5.885 |
5.826 |
5.841 |
-0.048 |
7,795 |
47,705 |
-44 |
Nov10 |
100120 |
6.183 |
6.183 |
6.139 |
6.156 |
-0.043 |
1,388 |
12,487 |
+253 |
Dec10 |
100120 |
6.501 |
6.511 |
6.480 |
6.501 |
-0.033 |
2,110 |
21,345 |
-288 |
Jan11 |
100120 |
6.730 |
6.757 |
6.700 |
6.719 |
-0.035 |
4,328 |
27,254 |
+314 |
Feb11 |
100120 |
6.740 |
6.740 |
6.664 |
6.684 |
-0.030 |
1,049 |
8,960 |
+397 |
Mar11 |
100120 |
6.478 |
6.500 |
6.474 |
6.494 |
-0.030 |
1,647 |
22,718 |
+131 |
Apr11 |
100120 |
5.996 |
6.000 |
5.970 |
5.982 |
-0.022 |
5,321 |
22,360 |
+1,820 |
May11 |
100120 |
5.980 |
6.000 |
5.950 |
5.952 |
-0.022 |
201 |
9,557 |
-143 |
Total Volume and Open Interest |
310,893 |
782,549 |
+4,582 |
Brent Crude Oil(ICE) |
Mar10 |
100120 |
77.50 |
77.56 |
75.70 |
76.32 |
-1.31 |
197,333 |
242,188 |
-18,076 |
Apr10 |
100120 |
78.22 |
78.22 |
76.40 |
77.01 |
-1.31 |
87,455 |
129,394 |
-6,474 |
May10 |
100120 |
78.61 |
78.61 |
77.09 |
77.70 |
-1.30 |
37,270 |
56,853 |
+2,353 |
Jun10 |
100120 |
79.41 |
79.45 |
77.84 |
78.40 |
-1.27 |
38,399 |
66,105 |
-1,472 |
Jul10 |
100120 |
79.90 |
79.92 |
78.53 |
79.04 |
-1.24 |
11,068 |
18,260 |
-41 |
Aug10 |
100120 |
80.50 |
80.51 |
79.39 |
79.63 |
-1.24 |
6,928 |
18,078 |
+144 |
Sep10 |
100120 |
81.15 |
81.15 |
79.74 |
80.18 |
-1.22 |
5,813 |
12,334 |
+1,519 |
Oct10 |
100120 |
81.68 |
81.68 |
80.15 |
80.72 |
-1.21 |
5,010 |
15,316 |
+820 |
Nov10 |
100120 |
82.21 |
82.21 |
80.70 |
81.26 |
-1.19 |
5,225 |
13,525 |
+659 |
Dec10 |
100120 |
82.75 |
82.75 |
81.26 |
81.81 |
-1.20 |
29,888 |
77,666 |
+1,931 |
Jan11 |
100120 |
82.27 |
82.27 |
82.27 |
82.27 |
-1.21 |
3,231 |
10,699 |
+201 |
Feb11 |
100120 |
82.70 |
82.70 |
82.70 |
82.70 |
-1.21 |
1,475 |
5,318 |
+446 |
Mar11 |
100120 |
83.13 |
83.13 |
83.13 |
83.13 |
-1.19 |
444 |
4,610 |
-18 |
Apr11 |
100120 |
83.54 |
83.54 |
83.54 |
83.54 |
-1.18 |
332 |
2,176 |
+34 |
Total Volume and Open Interest |
437,895 |
774,537 |
-16,910 |
Gas Oil(ICE) |
Feb10 |
100120 |
622.75 |
622.75 |
611.00 |
614.25 |
-1.25 |
59,015 |
112,133 |
-6,236 |
Mar10 |
100120 |
629.50 |
629.50 |
618.50 |
621.75 |
-1.50 |
62,155 |
110,325 |
+4,439 |
Apr10 |
100120 |
634.25 |
634.75 |
625.25 |
628.50 |
-1.50 |
15,150 |
44,710 |
-2,073 |
May10 |
100120 |
638.00 |
638.75 |
632.00 |
635.00 |
-1.25 |
6,558 |
29,113 |
-176 |
Jun10 |
100120 |
645.75 |
647.50 |
638.50 |
641.50 |
-0.75 |
12,359 |
42,409 |
-920 |
Jul10 |
100120 |
653.25 |
653.25 |
645.00 |
648.25 |
-0.50 |
2,241 |
20,857 |
-483 |
Aug10 |
100120 |
655.75 |
656.75 |
652.25 |
655.00 |
-0.25 |
2,237 |
22,055 |
+352 |
Sep10 |
100120 |
664.25 |
664.25 |
658.75 |
661.50 |
-0.25 |
2,028 |
21,128 |
+628 |
Oct10 |
100120 |
669.50 |
669.50 |
665.00 |
667.75 |
+0.25 |
882 |
12,020 |
+174 |
Nov10 |
100120 |
675.00 |
675.00 |
670.00 |
672.75 |
+0.50 |
972 |
10,621 |
+571 |
Total Volume and Open Interest |
172,115 |
553,363 |
-3,174 |
Ethanol(CBOT) |
Jan10 |
100106 |
1.949 |
1.958 |
1.941 |
1.957 |
+0.010 |
21 |
369 |
-4 |
Feb10 |
100120 |
1.760 |
1.765 |
1.760 |
1.762 |
-0.019 |
92 |
762 |
-61 |
Mar10 |
100120 |
1.752 |
1.760 |
1.751 |
1.759 |
-0.020 |
87 |
999 |
-7 |
Apr10 |
100120 |
1.755 |
1.764 |
1.752 |
1.761 |
-0.024 |
38 |
1,250 |
-20 |
May10 |
100120 |
1.765 |
1.765 |
1.763 |
1.764 |
-0.021 |
31 |
442 |
+3 |
Jun10 |
100120 |
1.762 |
1.762 |
1.762 |
1.762 |
-0.024 |
8 |
358 |
+0 |
Jul10 |
100120 |
1.765 |
1.772 |
1.765 |
1.770 |
-0.020 |
21 |
607 |
+13 |
Aug10 |
100120 |
1.751 |
1.765 |
1.751 |
1.753 |
-0.019 |
8 |
437 |
+8 |
Total Volume and Open Interest |
361 |
6,570 |
-31 |
US Dollar Index(ICE) |
Mar10 |
100120 |
77.675 |
78.640 |
77.675 |
78.500 |
+0.850 |
14,046 |
44,183 |
-647 |
Jun10 |
100120 |
78.315 |
78.865 |
78.315 |
78.805 |
+0.850 |
7 |
4,955 |
+1 |
Sep10 |
100120 |
79.105 |
79.105 |
79.105 |
79.105 |
+0.850 |
0 |
1 |
+0 |
Total Volume and Open Interest |
14,053 |
49,139 |
-646 |
Australian Dollar(CME) |
Mar10 |
100120 |
91.82 |
91.86 |
90.19 |
90.28 |
-1.60 |
97,374 |
128,713 |
+3,477 |
Jun10 |
100120 |
90.74 |
90.92 |
89.25 |
89.33 |
-1.59 |
175 |
4,350 |
-75 |
Sep10 |
100120 |
88.35 |
89.91 |
88.35 |
88.35 |
-1.56 |
0 |
20 |
+0 |
Total Volume and Open Interest |
97,549 |
133,086 |
+3,402 |
British Pound(CME) |
Mar10 |
100120 |
163.55 |
163.63 |
162.37 |
162.81 |
-0.74 |
167,277 |
82,344 |
+3,065 |
Jun10 |
100120 |
163.00 |
163.45 |
162.28 |
162.71 |
-0.74 |
227 |
911 |
+7 |
Sep10 |
100120 |
162.58 |
163.32 |
162.57 |
162.58 |
-0.74 |
0 |
79 |
+0 |
Total Volume and Open Interest |
167,504 |
83,337 |
+3,072 |
Canadian Dollar(CME) |
Mar10 |
100120 |
96.98 |
96.98 |
95.31 |
95.48 |
-1.49 |
69,101 |
117,476 |
-471 |
Jun10 |
100120 |
96.91 |
96.96 |
95.35 |
95.47 |
-1.49 |
211 |
1,569 |
+81 |
Sep10 |
100120 |
96.00 |
96.92 |
95.29 |
95.43 |
-1.49 |
0 |
655 |
+0 |
Dec10 |
100120 |
96.82 |
96.82 |
95.25 |
95.39 |
-1.43 |
19 |
514 |
-4 |
Total Volume and Open Interest |
69,331 |
120,271 |
-394 |
Japanese Yen(CME) |
Mar10 |
100120 |
109.75 |
110.18 |
109.35 |
109.67 |
-0.13 |
132,113 |
121,595 |
+3,402 |
Jun10 |
100120 |
109.75 |
110.11 |
109.42 |
109.73 |
-0.14 |
85 |
552 |
+12 |
Sep10 |
100120 |
109.82 |
110.04 |
109.80 |
109.82 |
-0.14 |
0 |
196 |
+0 |
Total Volume and Open Interest |
132,198 |
122,367 |
+3,414 |
Swiss Franc(CME) |
Mar10 |
100120 |
96.87 |
96.88 |
95.55 |
95.84 |
-1.06 |
75,768 |
37,586 |
-1,124 |
Jun10 |
100120 |
96.30 |
96.96 |
95.68 |
95.90 |
-1.06 |
14 |
148 |
-10 |
Sep10 |
100120 |
95.97 |
97.04 |
95.84 |
95.97 |
-1.07 |
0 |
8 |
+0 |
Total Volume and Open Interest |
75,782 |
37,744 |
-1,134 |
EuroFX(CME) |
Mar10 |
100120 |
142.88 |
142.88 |
140.78 |
141.05 |
-1.85 |
345,534 |
162,547 |
+2,556 |
Jun10 |
100120 |
142.69 |
142.81 |
140.73 |
141.01 |
-1.85 |
313 |
1,277 |
-53 |
Sep10 |
100120 |
141.87 |
142.77 |
140.91 |
140.92 |
-1.85 |
0 |
661 |
+0 |
Total Volume and Open Interest |
345,847 |
164,501 |
+2,503 |
Mexican Peso(CME) |
Feb10 |
100120 |
782.2 |
788.5 |
782.2 |
782.2 |
-6.2 |
0 |
3 |
+0 |
Mar10 |
100120 |
785.8 |
786.5 |
777.0 |
779.2 |
-6.2 |
22,579 |
110,613 |
+2,696 |
Total Volume and Open Interest |
22,848 |
112,382 |
+2,962 |
30-Year T-Bonds(CBOT) |
Mar10 |
100120 |
117~090 |
118~040 |
117~080 |
117~310 |
+0~260 |
207,008 |
651,032 |
-4,719 |
Jun10 |
100120 |
116~060 |
116~190 |
115~210 |
116~150 |
+0~260 |
112 |
1,101 |
+67 |
Sep10 |
100120 |
115~040 |
115~040 |
114~100 |
115~040 |
+0~260 |
0 |
5 |
+0 |
Total Volume and Open Interest |
207,120 |
652,138 |
-4,652 |
10-Year T-Notes(CBOT) |
Mar10 |
100120 |
117~040 |
117~195 |
117~035 |
117~130 |
+0~105 |
848,586 |
1,274,997 |
-86,886 |
Jun10 |
100120 |
115~255 |
116~000 |
115~160 |
115~265 |
+0~105 |
565 |
2,968 |
+352 |
Sep10 |
100120 |
114~080 |
114~080 |
113~295 |
114~080 |
+0~105 |
|
|
|
Total Volume and Open Interest |
849,151 |
1,277,965 |
-86,534 |
5-Year T-Notes(CBOT) |
Mar10 |
100120 |
115~079 |
115~114 |
115~075 |
115~097 |
+0~024 |
313,927 |
797,214 |
+9,978 |
Jun10 |
100120 |
114~064 |
114~064 |
114~031 |
114~057 |
+0~026 |
2 |
65 |
+0 |
Sep10 |
100120 |
113~017 |
113~017 |
112~117 |
113~017 |
+0~028 |
|
|
|
Total Volume and Open Interest |
313,929 |
797,279 |
+9,978 |
2 Year T-Notes(CBOT) |
Mar10 |
100120 |
108~093 |
108~101 |
108~090 |
108~095 |
+0~005 |
200,199 |
894,454 |
+17,245 |
Jun10 |
100120 |
108~029 |
108~029 |
108~017 |
108~022 |
+0~005 |
448 |
10,776 |
-124 |
Sep10 |
100120 |
107~077 |
107~077 |
107~072 |
107~077 |
+0~005 |
|
|
|
Total Volume and Open Interest |
200,647 |
905,230 |
+17,121 |
Eurodollars(CME) |
Mar10 |
100120 |
99.720 |
99.725 |
99.710 |
99.720 |
+0.005 |
148,760 |
1,172,004 |
-11,562 |
Jun10 |
100120 |
99.580 |
99.595 |
99.575 |
99.585 |
+0.010 |
197,267 |
973,640 |
+21,519 |
Sep10 |
100120 |
99.280 |
99.310 |
99.275 |
99.285 |
+0.010 |
227,792 |
862,591 |
+21,664 |
Dec10 |
100120 |
98.920 |
98.935 |
98.890 |
98.905 |
+0.015 |
248,241 |
814,882 |
+15,568 |
Mar11 |
100120 |
98.515 |
98.560 |
98.505 |
98.520 |
+0.015 |
315,612 |
553,372 |
+9,512 |
Jun11 |
100120 |
98.135 |
98.190 |
98.130 |
98.145 |
+0.015 |
202,921 |
631,320 |
+20,287 |
Sep11 |
100120 |
97.790 |
97.850 |
97.780 |
97.800 |
+0.020 |
155,911 |
506,355 |
+8,620 |
Dec11 |
100120 |
97.455 |
97.515 |
97.450 |
97.470 |
+0.025 |
143,368 |
328,569 |
+7,677 |
Mar12 |
100120 |
97.160 |
97.225 |
97.155 |
97.175 |
+0.025 |
78,521 |
243,124 |
-2,447 |
Jun12 |
100120 |
96.860 |
96.935 |
96.855 |
96.885 |
+0.030 |
58,481 |
216,527 |
-112 |
Sep12 |
100120 |
96.590 |
96.670 |
96.585 |
96.620 |
+0.035 |
48,525 |
122,992 |
-358 |
Dec12 |
100120 |
96.330 |
96.445 |
96.325 |
96.365 |
+0.045 |
39,407 |
102,781 |
+434 |
Mar13 |
100120 |
96.130 |
96.210 |
96.130 |
96.165 |
+0.050 |
13,549 |
68,102 |
-1,414 |
Jun13 |
100120 |
95.940 |
96.015 |
95.940 |
95.970 |
+0.055 |
10,889 |
62,665 |
-77 |
Sep13 |
100120 |
95.765 |
95.830 |
95.765 |
95.785 |
+0.055 |
8,903 |
51,108 |
+433 |
Dec13 |
100120 |
95.575 |
95.640 |
95.575 |
95.600 |
+0.055 |
8,105 |
36,293 |
-187 |
Mar14 |
100120 |
95.425 |
95.500 |
95.425 |
95.465 |
+0.060 |
6,130 |
35,059 |
-117 |
Jun14 |
100120 |
95.305 |
95.365 |
95.305 |
95.330 |
+0.060 |
6,203 |
29,603 |
+492 |
Total Volume and Open Interest |
1,942,269 |
6,974,400 |
+90,193 |
30 Day Federal Funds(CBOT) |
Jan10 |
100120 |
99.887 |
99.887 |
99.885 |
99.887 |
unch |
4,636 |
74,587 |
+1,359 |
Feb10 |
100120 |
99.870 |
99.875 |
99.865 |
99.870 |
unch |
1,373 |
96,590 |
-593 |
Mar10 |
100120 |
99.855 |
99.860 |
99.850 |
99.850 |
unch |
554 |
60,567 |
-9 |
Apr10 |
100120 |
99.835 |
99.840 |
99.835 |
99.835 |
unch |
279 |
68,183 |
-1 |
May10 |
100120 |
99.810 |
99.820 |
99.810 |
99.810 |
unch |
1,584 |
62,042 |
-97 |
Jun10 |
100120 |
99.790 |
99.800 |
99.790 |
99.790 |
unch |
1,698 |
42,470 |
-149 |
Total Volume and Open Interest |
22,388 |
555,143 |
+2,697 |
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 |
100120 |
99.580 |
99.580 |
99.580 |
99.580 |
unch |
0 |
683 |
+0 |
Jun10 |
100120 |
99.620 |
99.620 |
99.620 |
99.620 |
unch |
0 |
80 |
+0 |
Sep10 |
100120 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
0 |
230 |
+0 |
Dec10 |
100120 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
0 |
242 |
+0 |
Mar11 |
100120 |
99.545 |
99.545 |
99.545 |
99.545 |
unch |
|
|
|
Jun11 |
100120 |
99.520 |
99.520 |
99.520 |
99.520 |
unch |
|
|
|
Sep11 |
100120 |
99.520 |
99.520 |
99.520 |
99.520 |
unch |
|
|
|
Dec11 |
100120 |
99.325 |
99.325 |
99.325 |
99.325 |
unch |
|
|
|
Mar12 |
100120 |
99.345 |
99.345 |
99.345 |
99.345 |
+0.060 |
|
|
|
Jun12 |
100120 |
99.395 |
99.395 |
99.395 |
99.395 |
+0.060 |
|
|
|
Total Volume and Open Interest |
0 |
1,235 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar10 |
100120 |
99.58 |
99.58 |
99.58 |
99.58 |
+0.01 |
257 |
4,444 |
+4 |
Jun10 |
100120 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.01 |
0 |
1,709 |
+0 |
Sep10 |
100120 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.00 |
0 |
1,666 |
+0 |
Dec10 |
100120 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.00 |
0 |
1,281 |
+0 |
Mar11 |
100120 |
99.61 |
99.61 |
99.60 |
99.60 |
+0.06 |
0 |
664 |
+2 |
Jun11 |
100120 |
99.57 |
99.57 |
99.57 |
99.57 |
+0.06 |
0 |
52 |
+0 |
Sep11 |
100120 |
99.57 |
99.57 |
99.57 |
99.57 |
+0.06 |
0 |
51 |
+0 |
Dec11 |
100120 |
99.38 |
99.38 |
99.38 |
99.38 |
+0.06 |
0 |
101 |
+0 |
Total Volume and Open Interest |
257 |
11,339 |
+6 |
Japanese Gov't Bonds(SGX) |
Mar10 |
100120 |
139.16 |
139.23 |
139.08 |
139.18 |
-0.09 |
1,051 |
15,504 |
-388 |
Jun10 |
100120 |
139.10 |
139.10 |
139.10 |
139.10 |
-0.13 |
|
|
|
Sep10 |
100120 |
139.10 |
139.10 |
139.10 |
139.10 |
-0.13 |
|
|
|
Total Volume and Open Interest |
1,051 |
15,504 |
-388 |
Euro-Bund(EUREX) |
Mar10 |
100120 |
122.63 |
123.12 |
122.58 |
123.04 |
+0.56 |
766,388 |
901,546 |
+47,294 |
Jun10 |
100120 |
121.12 |
121.65 |
121.12 |
121.60 |
+0.57 |
14 |
560 |
+6 |
Sep10 |
100120 |
121.24 |
121.24 |
121.24 |
121.24 |
+0.56 |
|
|
|
Total Volume and Open Interest |
766,402 |
902,106 |
+47,300 |
Euro-Bobl(EUREX) |
Mar10 |
100120 |
116.70 |
117.00 |
116.66 |
116.97 |
+0.39 |
481,749 |
719,952 |
+7,597 |
Jun10 |
100120 |
115.26 |
115.53 |
115.26 |
115.53 |
+0.42 |
40 |
77 |
+25 |
Sep10 |
100120 |
115.27 |
115.27 |
115.27 |
115.27 |
+0.39 |
|
|
|
Total Volume and Open Interest |
481,789 |
720,029 |
+7,622 |
3-Mth Euribor(EUREX) |
Mar10 |
100120 |
99.330 |
99.330 |
99.325 |
99.330 |
+0.005 |
1,143 |
13,894 |
-975 |
Jun10 |
100120 |
99.065 |
99.075 |
99.060 |
99.075 |
+0.020 |
420 |
7,482 |
+39 |
Sep10 |
100120 |
98.765 |
98.790 |
98.750 |
98.775 |
+0.035 |
177 |
2,477 |
+0 |
Total Volume and Open Interest |
1,947 |
27,673 |
-831 |
Long Gilt(LIFFE) |
Mar10 |
100120 |
114~26 |
114~27 |
114~15 |
114~20 |
+0~06 |
115,868 |
256,417 |
+9,300 |
Jun10 |
100120 |
113~05 |
113~05 |
113~05 |
113~05 |
+0~06 |
|
|
|
Total Volume and Open Interest |
115,868 |
256,417 |
+9,300 |
3-Mth Short Sterling(LIFFE) |
Mar10 |
100120 |
99.36 |
99.39 |
99.35 |
99.35 |
unch |
78,062 |
340,686 |
+3,307 |
Jun10 |
100120 |
99.16 |
99.17 |
99.11 |
99.13 |
+0.01 |
177,197 |
388,581 |
+1,036 |
Sep10 |
100120 |
98.73 |
98.75 |
98.67 |
98.71 |
+0.02 |
237,259 |
324,972 |
-7,435 |
Dec10 |
100120 |
98.25 |
98.28 |
98.17 |
98.24 |
+0.04 |
250,710 |
320,212 |
-11,000 |
Mar11 |
100120 |
97.81 |
97.85 |
97.72 |
97.81 |
+0.05 |
219,003 |
301,731 |
-26,061 |
Jun11 |
100120 |
97.40 |
97.45 |
97.32 |
97.41 |
+0.05 |
124,711 |
175,816 |
+3,361 |
Total Volume and Open Interest |
1,254,566 |
2,247,215 |
-19,252 |
3-Mth Euribor(LIFFE) |
Mar10 |
100120 |
99.330 |
99.335 |
99.320 |
99.330 |
+0.005 |
121,338 |
792,981 |
+28,474 |
Jun10 |
100120 |
99.060 |
99.085 |
99.055 |
99.075 |
+0.020 |
249,742 |
783,892 |
+5,372 |
Sep10 |
100120 |
98.745 |
98.795 |
98.740 |
98.775 |
+0.035 |
221,618 |
617,874 |
+1,595 |
Total Volume and Open Interest |
1,118,867 |
3,753,449 |
+56,765 |
3-Mth Aus T-Bills(SFE) |
Mar10 |
100120 |
95.50 |
95.51 |
95.46 |
95.50 |
-0.01 |
17,633 |
277,026 |
+565 |
Jun10 |
100120 |
95.16 |
95.17 |
95.12 |
95.16 |
unch |
19,390 |
193,356 |
+3,108 |
Sep10 |
100120 |
94.91 |
94.92 |
94.86 |
94.91 |
unch |
11,900 |
102,080 |
+1,160 |
Dec10 |
100120 |
94.73 |
94.73 |
94.67 |
94.73 |
unch |
5,877 |
84,839 |
+166 |
Mar11 |
100120 |
94.54 |
94.56 |
94.48 |
94.56 |
unch |
2,536 |
31,292 |
+1,004 |
Jun11 |
100120 |
94.35 |
94.41 |
94.34 |
94.41 |
unch |
413 |
24,534 |
-112 |
Sep11 |
100120 |
94.23 |
94.29 |
94.23 |
94.29 |
-0.01 |
487 |
16,653 |
-377 |
Dec11 |
100120 |
94.15 |
94.20 |
94.15 |
94.20 |
-0.02 |
129 |
8,093 |
-2,290 |
Mar12 |
100120 |
94.14 |
94.14 |
94.14 |
94.14 |
-0.03 |
0 |
3,159 |
+0 |
Jun12 |
100120 |
94.10 |
94.10 |
94.10 |
94.10 |
-0.03 |
0 |
1,186 |
+0 |
Total Volume and Open Interest |
58,365 |
743,236 |
+3,224 |
10-Year Aus T-Bonds(SFE) |
Mar10 |
100120 |
94.44 |
94.46 |
94.33 |
94.40 |
-0.04 |
37,823 |
334,875 |
+4,087 |
Jun10 |
100120 |
94.40 |
94.40 |
94.40 |
94.40 |
-0.04 |
|
|
|
Total Volume and Open Interest |
37,823 |
334,875 |
+4,087 |
3-Year Aus T-Bonds(SFE) |
Mar10 |
100120 |
94.90 |
94.91 |
94.80 |
94.88 |
-0.02 |
109,930 |
501,353 |
+15,870 |
Jun10 |
100120 |
94.88 |
94.88 |
94.88 |
94.88 |
-0.02 |
|
|
|
Total Volume and Open Interest |
109,930 |
501,353 |
+15,870 |
Gold(CMX) |
Feb10 |
100120 |
1138.5 |
1141.7 |
1106.8 |
1112.6 |
-27.4 |
188,027 |
230,502 |
-15,600 |
Apr10 |
100120 |
1139.8 |
1142.9 |
1107.8 |
1113.6 |
-27.6 |
43,043 |
137,729 |
+17,856 |
Jun10 |
100120 |
1141.1 |
1143.4 |
1109.0 |
1114.5 |
-27.6 |
3,260 |
48,697 |
+1,751 |
Aug10 |
100120 |
1142.3 |
1142.7 |
1110.0 |
1115.3 |
-27.6 |
973 |
21,833 |
+522 |
Oct10 |
100120 |
1124.5 |
1124.6 |
1114.8 |
1116.0 |
-27.7 |
230 |
7,201 |
+190 |
Dec10 |
100120 |
1145.0 |
1145.7 |
1112.0 |
1117.1 |
-27.8 |
1,973 |
29,220 |
+1,308 |
Feb11 |
100120 |
1115.2 |
1118.7 |
1115.2 |
1118.7 |
-27.9 |
762 |
7,918 |
+570 |
Apr11 |
100120 |
1120.8 |
1131.8 |
1120.8 |
1120.8 |
-28.0 |
100 |
4,038 |
+100 |
Jun11 |
100120 |
468.2 |
479.2 |
468.2 |
468.2 |
-28.1 |
300 |
7,170 |
-250 |
Aug11 |
100120 |
1126.7 |
1137.7 |
1126.7 |
1126.7 |
-28.2 |
100 |
1,486 |
+100 |
Oct11 |
100120 |
1130.2 |
1141.2 |
1130.2 |
1130.2 |
-28.3 |
100 |
1,360 |
+100 |
Dec11 |
100120 |
1133.1 |
1134.1 |
1133.1 |
1134.1 |
-28.5 |
513 |
10,796 |
+256 |
Total Volume and Open Interest |
240,497 |
528,924 |
+7,230 |
Silver(CMX) |
Mar10 |
100120 |
1879.0 |
1887.0 |
1780.5 |
1788.0 |
-92.0 |
35,857 |
82,108 |
+1,360 |
May10 |
100120 |
1887.5 |
1887.5 |
1784.0 |
1790.1 |
-92.3 |
5,457 |
12,866 |
+265 |
Jul10 |
100120 |
1810.0 |
1810.0 |
1789.0 |
1792.0 |
-92.4 |
361 |
9,555 |
+257 |
Sep10 |
100120 |
1838.5 |
1838.5 |
1793.9 |
1793.9 |
-92.5 |
60 |
2,861 |
+2 |
Dec10 |
100120 |
1891.0 |
1891.5 |
1790.5 |
1796.7 |
-92.6 |
154 |
10,236 |
-220 |
Mar11 |
100120 |
1806.5 |
1806.5 |
1799.7 |
1799.7 |
-92.7 |
26 |
767 |
-13 |
May11 |
100120 |
1801.7 |
1801.7 |
1801.7 |
1801.7 |
-92.8 |
3 |
1,715 |
+0 |
Total Volume and Open Interest |
42,104 |
131,385 |
+1,722 |
Platinum(NYMEX) |
Jan10 |
100120 |
1622.9 |
1622.9 |
1606.4 |
1611.1 |
-24.0 |
18 |
33 |
+12 |
Apr10 |
100120 |
1643.1 |
1654.0 |
1585.1 |
1617.6 |
-21.8 |
4,574 |
33,030 |
+439 |
Jul10 |
100120 |
1625.0 |
1625.0 |
1591.9 |
1618.0 |
-19.4 |
15 |
1,232 |
+1 |
Oct10 |
100120 |
1633.0 |
1633.0 |
1621.1 |
1621.1 |
-19.4 |
0 |
15 |
+0 |
Total Volume and Open Interest |
4,639 |
34,352 |
+453 |
Palladium(NYMEX) |
Mar10 |
100120 |
464.50 |
469.90 |
449.00 |
462.05 |
+0.10 |
2,458 |
22,413 |
-193 |
Jun10 |
100120 |
462.90 |
469.00 |
447.90 |
461.05 |
-2.25 |
162 |
820 |
+52 |
Sep10 |
100120 |
461.05 |
461.05 |
461.05 |
461.05 |
-2.25 |
2 |
22 |
+1 |
Total Volume and Open Interest |
2,623 |
23,262 |
-141 |
Copper(CMX) |
Mar10 |
100120 |
344.95 |
347.00 |
333.85 |
335.50 |
-9.20 |
26,382 |
97,841 |
-388 |
May10 |
100120 |
346.10 |
347.35 |
335.00 |
336.55 |
-9.10 |
2,147 |
21,078 |
+546 |
Jul10 |
100120 |
340.00 |
341.15 |
337.30 |
337.30 |
-9.00 |
204 |
10,342 |
+22 |
Sep10 |
100120 |
337.50 |
338.15 |
337.40 |
337.40 |
-9.00 |
164 |
4,508 |
-101 |
Dec10 |
100120 |
337.05 |
337.60 |
337.00 |
337.05 |
-8.90 |
165 |
4,242 |
+140 |
Total Volume and Open Interest |
30,945 |
143,012 |
+839 |
DJIA Index(CBOT) |
Mar10 |
100120 |
10660 |
10665 |
10465 |
10557 |
-113 |
1,034 |
12,558 |
+804 |
Jun10 |
100120 |
10496 |
10608 |
10496 |
10496 |
-112 |
0 |
12 |
+0 |
Sep10 |
100120 |
10437 |
10554 |
10437 |
10437 |
-117 |
|
|
|
Dec10 |
100120 |
10387 |
10505 |
10387 |
10387 |
-118 |
|
|
|
Total Volume and Open Interest |
1,034 |
12,570 |
+804 |
S & P 500(CME) |
Mar10 |
100120 |
1144.80 |
1146.40 |
1125.30 |
1134.00 |
-11.70 |
21,093 |
329,637 |
+1,959 |
Jun10 |
100120 |
1129.10 |
1131.80 |
1120.80 |
1129.10 |
-11.70 |
154 |
2,752 |
+101 |
Sep10 |
100120 |
1124.10 |
1127.20 |
1116.20 |
1124.10 |
-12.10 |
0 |
447 |
+0 |
Dec10 |
100120 |
1120.60 |
1124.20 |
1113.20 |
1120.60 |
-12.60 |
0 |
10 |
+0 |
Total Volume and Open Interest |
21,247 |
332,847 |
+2,060 |
S & P 500 E-Mini(Globex) |
Mar10 |
100120 |
1145.00 |
1146.50 |
1125.25 |
1134.00 |
-11.75 |
1,927,993 |
2,472,206 |
+17,753 |
Jun10 |
100120 |
1139.50 |
1140.75 |
1120.50 |
1129.00 |
-11.75 |
801 |
5,934 |
-2 |
Total Volume and Open Interest |
1,928,794 |
2,479,545 |
+17,751 |
NASDAQ 100(CME) |
Mar10 |
100120 |
1887.50 |
1891.80 |
1845.00 |
1867.00 |
-22.80 |
2,988 |
15,044 |
+708 |
Jun10 |
100120 |
1864.50 |
1875.00 |
1855.00 |
1864.50 |
-22.50 |
0 |
625 |
+0 |
Sep10 |
100120 |
1863.50 |
1866.00 |
1863.50 |
1863.50 |
-22.50 |
|
|
|
Total Volume and Open Interest |
2,988 |
15,669 |
+708 |
NASDAQ 100 E-Mini(Globex) |
Mar10 |
100120 |
1889.30 |
1892.30 |
1845.50 |
1867.00 |
-22.80 |
333,010 |
337,906 |
+17,640 |
Jun10 |
100120 |
1887.00 |
1889.00 |
1843.30 |
1864.50 |
-22.50 |
123 |
2,504 |
-29 |
Total Volume and Open Interest |
333,133 |
340,412 |
+17,611 |
S & P Midcap 400(CME) |
Mar10 |
100120 |
744.00 |
746.00 |
738.50 |
745.10 |
-4.30 |
23 |
1,497 |
+14 |
Jun10 |
100120 |
743.00 |
743.30 |
743.00 |
743.00 |
-4.30 |
|
|
|
Sep10 |
100120 |
741.00 |
741.30 |
741.00 |
741.00 |
-4.30 |
|
|
|
Total Volume and Open Interest |
23 |
1,497 |
+14 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar10 |
100120 |
10895 |
10895 |
10595 |
10690 |
-210 |
8,340 |
40,127 |
+863 |
Jun10 |
100120 |
10690 |
10700 |
10690 |
10690 |
-210 |
|
|
|
Total Volume and Open Interest |
8,340 |
40,127 |
+863 |
Nikkei 225(SGX) |
Mar10 |
100120 |
10780 |
10870 |
10705 |
10710 |
-60 |
92,242 |
179,297 |
-416 |
Jun10 |
100120 |
10660 |
10790 |
10645 |
10645 |
-70 |
20 |
1,362 |
+1 |
Sep10 |
100120 |
10660 |
10660 |
10660 |
10660 |
-55 |
0 |
55 |
+0 |
Total Volume and Open Interest |
92,362 |
182,457 |
+79 |
CAC 40(EURONEXT) |
Feb10 |
100120 |
4009.0 |
4014.5 |
3914.5 |
3928.5 |
-82.5 |
114,940 |
313,166 |
+21,466 |
Mar10 |
100120 |
4010.0 |
4015.0 |
3916.5 |
3929.5 |
-83.0 |
1,248 |
76,561 |
+598 |
Apr10 |
100120 |
3931.0 |
3931.0 |
3931.0 |
3931.0 |
-82.0 |
|
|
|
Total Volume and Open Interest |
116,338 |
391,751 |
+22,214 |
Hang Seng Index(HKFE) |
Jan10 |
100120 |
21622 |
21653 |
21140 |
21183 |
-428 |
82,035 |
77,769 |
-2,090 |
Feb10 |
100120 |
21632 |
21632 |
21134 |
21180 |
-430 |
1,478 |
3,306 |
+463 |
Mar10 |
100120 |
21526 |
21526 |
21110 |
21116 |
-434 |
335 |
5,258 |
+75 |
Total Volume and Open Interest |
83,923 |
87,256 |
-1,497 |
DAX(EUREX) |
Mar10 |
100120 |
5966.0 |
5977.5 |
5834.5 |
5853.0 |
-124.5 |
160,023 |
149,683 |
+9,155 |
Jun10 |
100120 |
5977.0 |
5984.0 |
5855.0 |
5862.5 |
-124.5 |
167 |
9,475 |
+86 |
Sep10 |
100120 |
5946.5 |
5946.5 |
5873.0 |
5873.0 |
-123.5 |
27 |
639 |
+8 |
Total Volume and Open Interest |
160,217 |
159,797 |
+9,249 |
FT-SE 100(EURONEXT) |
Mar10 |
100120 |
5451.00 |
5470.00 |
5360.50 |
5378.50 |
-94.00 |
107,500 |
669,806 |
+10,215 |
Jun10 |
100120 |
5409.50 |
5409.50 |
5329.00 |
5329.00 |
-94.00 |
2 |
2,374 |
+0 |
Sep10 |
100120 |
5363.00 |
5368.00 |
5293.50 |
5293.50 |
-94.00 |
41 |
333 |
-41 |
Total Volume and Open Interest |
107,674 |
673,094 |
+10,305 |
SPI 200(SFE) |
Mar10 |
100120 |
4840.0 |
4892.0 |
4811.0 |
4837.0 |
-6.0 |
34,232 |
193,736 |
-8,561 |
Jun10 |
100120 |
4861.0 |
4861.0 |
4861.0 |
4861.0 |
-4.0 |
833 |
1,766 |
+324 |
Sep10 |
100120 |
4861.0 |
4861.0 |
4861.0 |
4861.0 |
-4.0 |
120 |
2,038 |
+0 |
Total Volume and Open Interest |
35,317 |
198,333 |
-8,347 |
GSCI(CME) |
Feb10 |
100120 |
516.50 |
517.00 |
512.50 |
513.50 |
-9.55 |
942 |
18,288 |
+106 |
Mar10 |
100120 |
518.50 |
526.60 |
516.00 |
517.50 |
-9.00 |
2 |
0 |
+0 |
Apr10 |
100120 |
521.90 |
530.60 |
519.50 |
521.50 |
-9.00 |
|
|
|
Total Volume and Open Interest |
944 |
18,288 |
|
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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