|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu January 21, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar10 |
100121 |
950.00 |
959.50 |
948.50 |
954.00 |
+4.00 |
91,082 |
228,624 |
+1,135 |
May10 |
100121 |
956.75 |
966.00 |
955.25 |
961.00 |
+4.25 |
28,918 |
68,456 |
+815 |
Jul10 |
100121 |
961.00 |
970.50 |
960.00 |
966.00 |
+5.00 |
24,405 |
62,861 |
-658 |
Aug10 |
100121 |
955.00 |
962.50 |
955.00 |
960.00 |
+4.50 |
199 |
1,988 |
-35 |
Sep10 |
100121 |
945.25 |
946.25 |
941.00 |
946.25 |
+4.75 |
757 |
1,786 |
+26 |
Nov10 |
100121 |
927.50 |
936.50 |
927.00 |
934.00 |
+5.50 |
12,533 |
81,222 |
+366 |
Jan11 |
100121 |
942.00 |
945.00 |
936.00 |
943.50 |
+5.25 |
630 |
5,171 |
+387 |
Total Volume and Open Interest |
159,670 |
456,833 |
+2,145 |
Soybean Meal(CBOT) |
Mar10 |
100121 |
287.00 |
290.80 |
286.40 |
287.50 |
+1.30 |
31,014 |
74,239 |
-714 |
May10 |
100121 |
279.50 |
281.80 |
278.00 |
279.20 |
+1.40 |
13,476 |
34,560 |
+186 |
Jul10 |
100121 |
277.30 |
280.20 |
276.30 |
277.90 |
+1.70 |
8,520 |
24,290 |
-221 |
Aug10 |
100121 |
275.00 |
277.90 |
275.00 |
275.70 |
+1.10 |
889 |
6,607 |
-37 |
Sep10 |
100121 |
273.70 |
274.60 |
272.40 |
272.80 |
+1.10 |
1,106 |
7,296 |
-75 |
Oct10 |
100121 |
266.30 |
268.40 |
266.00 |
267.70 |
+2.10 |
1,570 |
4,054 |
-17 |
Dec10 |
100121 |
264.90 |
266.80 |
263.80 |
266.00 |
+2.30 |
4,086 |
15,667 |
-26 |
Jan11 |
100121 |
266.40 |
267.40 |
265.10 |
267.40 |
+2.30 |
21 |
871 |
+18 |
Total Volume and Open Interest |
60,772 |
169,327 |
-810 |
Soybean Oil(CBOT) |
Mar10 |
100121 |
36.75 |
37.24 |
36.65 |
37.00 |
+0.43 |
44,914 |
122,657 |
-1,051 |
May10 |
100121 |
37.19 |
37.68 |
37.04 |
37.45 |
+0.44 |
13,041 |
37,265 |
+691 |
Jul10 |
100121 |
37.52 |
38.00 |
37.52 |
37.87 |
+0.46 |
7,741 |
29,303 |
+957 |
Aug10 |
100121 |
38.04 |
38.05 |
37.72 |
38.03 |
+0.47 |
625 |
2,655 |
+76 |
Sep10 |
100121 |
37.89 |
38.15 |
37.84 |
38.15 |
+0.46 |
864 |
4,108 |
+96 |
Oct10 |
100121 |
37.92 |
38.32 |
37.92 |
38.23 |
+0.44 |
1,120 |
1,936 |
+122 |
Dec10 |
100121 |
38.17 |
38.68 |
38.17 |
38.53 |
+0.43 |
4,007 |
19,663 |
+1,411 |
Jan11 |
100121 |
38.80 |
38.83 |
38.40 |
38.83 |
+0.43 |
0 |
39 |
+0 |
Total Volume and Open Interest |
72,314 |
217,729 |
+2,303 |
Canola(WCE) |
Jan10 |
100114 |
387.0 |
387.0 |
387.0 |
387.0 |
-6.2 |
|
|
|
Mar10 |
100121 |
377.2 |
384.9 |
377.2 |
383.3 |
+4.1 |
5,617 |
85,573 |
+1,230 |
May10 |
100121 |
384.5 |
391.6 |
384.3 |
390.4 |
+4.5 |
622 |
13,481 |
+49 |
Jul10 |
100121 |
393.0 |
397.2 |
393.0 |
395.7 |
+4.5 |
640 |
9,829 |
+78 |
Nov10 |
100121 |
398.6 |
403.7 |
398.6 |
402.3 |
+3.6 |
387 |
8,755 |
+224 |
Total Volume and Open Interest |
7,266 |
118,117 |
+1,581 |
Corn(CBOT) |
Mar10 |
100121 |
369.00 |
372.00 |
364.00 |
372.00 |
+4.00 |
117,028 |
482,904 |
-9,917 |
May10 |
100121 |
379.75 |
382.75 |
375.00 |
382.75 |
+4.00 |
25,776 |
163,351 |
+5,392 |
Jul10 |
100121 |
389.25 |
392.25 |
384.75 |
392.25 |
+4.00 |
18,132 |
141,918 |
+2,302 |
Sep10 |
100121 |
396.50 |
399.00 |
392.50 |
399.00 |
+3.25 |
4,201 |
46,757 |
+1,033 |
Dec10 |
100121 |
403.50 |
405.75 |
398.75 |
405.50 |
+2.75 |
22,155 |
240,780 |
+3,535 |
Mar11 |
100121 |
412.75 |
415.00 |
409.50 |
415.00 |
+2.25 |
1,641 |
18,718 |
+278 |
Total Volume and Open Interest |
190,537 |
1,125,635 |
+3,192 |
Wheat(CBOT) |
Mar10 |
100121 |
497.75 |
500.50 |
493.00 |
499.50 |
+2.00 |
48,241 |
186,617 |
-1,101 |
May10 |
100121 |
511.25 |
514.00 |
507.00 |
513.00 |
+1.75 |
10,083 |
54,421 |
+2,219 |
Jul10 |
100121 |
523.50 |
526.00 |
519.00 |
525.00 |
+1.25 |
9,722 |
69,811 |
+1,174 |
Sep10 |
100121 |
539.00 |
541.00 |
535.00 |
539.75 |
+0.75 |
1,757 |
19,887 |
+342 |
Dec10 |
100121 |
566.00 |
566.25 |
558.75 |
565.50 |
+1.00 |
3,759 |
55,518 |
-249 |
Total Volume and Open Interest |
74,618 |
396,150 |
+2,859 |
Wheat(KCBT) |
Mar10 |
100121 |
504.25 |
505.00 |
497.50 |
503.50 |
-1.00 |
12,388 |
54,207 |
-383 |
May10 |
100121 |
516.00 |
516.75 |
510.25 |
515.00 |
-1.50 |
1,051 |
17,512 |
+223 |
Jul10 |
100121 |
527.50 |
528.50 |
521.50 |
526.75 |
-1.50 |
3,354 |
30,764 |
+41 |
Sep10 |
100121 |
539.25 |
539.25 |
535.75 |
537.75 |
-1.50 |
337 |
4,184 |
-11 |
Dec10 |
100121 |
556.50 |
557.00 |
551.00 |
555.75 |
-1.50 |
1,497 |
39,769 |
-180 |
Total Volume and Open Interest |
18,721 |
147,701 |
-306 |
Wheat(MGE) |
Mar10 |
100121 |
511.25 |
513.50 |
507.50 |
512.50 |
+1.75 |
3,326 |
16,903 |
-32 |
May10 |
100121 |
522.50 |
525.00 |
520.00 |
524.75 |
+3.00 |
696 |
7,396 |
+188 |
Jul10 |
100121 |
534.00 |
537.00 |
531.50 |
536.75 |
+4.50 |
572 |
10,646 |
+81 |
Sep10 |
100121 |
544.00 |
548.25 |
543.75 |
548.25 |
+1.00 |
295 |
4,822 |
+71 |
Dec10 |
100121 |
565.00 |
566.50 |
560.75 |
566.00 |
+1.75 |
262 |
6,358 |
-120 |
Total Volume and Open Interest |
5,170 |
46,998 |
+198 |
Oats(CBOT) |
Mar10 |
100121 |
221.25 |
226.00 |
220.25 |
223.00 |
+3.00 |
1,356 |
8,396 |
-98 |
May10 |
100121 |
230.50 |
234.50 |
228.50 |
232.00 |
+3.50 |
88 |
1,659 |
+43 |
Jul10 |
100121 |
237.75 |
240.00 |
236.50 |
239.50 |
+3.00 |
323 |
1,005 |
+137 |
Sep10 |
100121 |
247.00 |
247.00 |
243.00 |
247.00 |
+4.00 |
7 |
370 |
+1 |
Total Volume and Open Interest |
2,359 |
12,603 |
+315 |
Rough Rice(CBOT) |
Mar10 |
100121 |
13.49 |
13.89 |
13.40 |
13.88 |
+0.39 |
1,565 |
12,406 |
-520 |
May10 |
100121 |
13.77 |
14.18 |
13.74 |
14.18 |
+0.41 |
128 |
757 |
+45 |
Jul10 |
100121 |
13.98 |
14.43 |
13.98 |
14.43 |
+0.39 |
22 |
626 |
+0 |
Sep10 |
100121 |
13.60 |
13.66 |
13.23 |
13.54 |
-0.09 |
23 |
920 |
-7 |
Total Volume and Open Interest |
1,802 |
15,550 |
-429 |
Live Cattle(CME) |
Feb10 |
100121 |
87.300 |
87.300 |
86.450 |
86.850 |
-0.600 |
15,310 |
57,230 |
-3,618 |
Apr10 |
100121 |
90.950 |
90.950 |
90.035 |
90.500 |
-0.635 |
21,249 |
128,091 |
+3,643 |
Jun10 |
100121 |
88.150 |
88.300 |
87.650 |
88.230 |
-0.200 |
8,615 |
62,157 |
+471 |
Aug10 |
100121 |
87.500 |
87.800 |
87.250 |
87.750 |
-0.180 |
1,697 |
15,655 |
+674 |
Oct10 |
100121 |
90.150 |
90.250 |
89.700 |
90.230 |
-0.155 |
1,239 |
12,730 |
+620 |
Dec10 |
100121 |
90.500 |
90.700 |
90.100 |
90.700 |
-0.100 |
198 |
2,880 |
+74 |
Total Volume and Open Interest |
48,396 |
280,466 |
+1,899 |
Feeder Cattle(CME) |
Jan10 |
100121 |
97.950 |
97.950 |
97.200 |
97.430 |
-0.500 |
573 |
2,875 |
-81 |
Mar10 |
100121 |
99.680 |
99.680 |
98.800 |
99.385 |
-0.500 |
2,325 |
17,246 |
+518 |
Apr10 |
100121 |
100.500 |
100.700 |
99.830 |
100.385 |
-0.415 |
710 |
4,572 |
+48 |
May10 |
100121 |
100.600 |
100.885 |
100.100 |
100.830 |
-0.250 |
605 |
5,352 |
+275 |
Aug10 |
100121 |
101.550 |
101.850 |
101.300 |
101.850 |
-0.185 |
245 |
2,349 |
+127 |
Sep10 |
100121 |
101.230 |
101.400 |
100.930 |
101.300 |
-0.200 |
20 |
79 |
+19 |
Oct10 |
100121 |
101.000 |
101.000 |
100.080 |
100.800 |
unch |
12 |
78 |
+12 |
Total Volume and Open Interest |
4,490 |
32,566 |
+918 |
Lean Hogs(CME) |
Feb10 |
100121 |
70.830 |
71.300 |
69.975 |
70.800 |
+0.350 |
14,067 |
31,437 |
-1,647 |
Apr10 |
100121 |
73.475 |
74.000 |
71.800 |
72.650 |
-0.735 |
16,288 |
89,077 |
+3,978 |
May10 |
100121 |
77.000 |
77.300 |
75.350 |
76.225 |
-0.955 |
212 |
4,640 |
+33 |
Jun10 |
100121 |
80.400 |
80.930 |
78.975 |
79.600 |
-0.750 |
4,802 |
43,788 |
+731 |
Jul10 |
100121 |
78.635 |
79.050 |
77.450 |
78.000 |
-0.650 |
1,012 |
14,998 |
+372 |
Aug10 |
100121 |
77.850 |
78.100 |
76.700 |
77.285 |
-0.795 |
566 |
10,874 |
+173 |
Oct10 |
100121 |
69.000 |
69.200 |
67.450 |
67.700 |
-1.250 |
321 |
5,387 |
+142 |
Dec10 |
100121 |
66.550 |
66.550 |
64.750 |
65.500 |
-0.830 |
233 |
2,842 |
+42 |
Total Volume and Open Interest |
37,562 |
203,462 |
+3,795 |
Pork Bellies(CME) |
Feb10 |
100121 |
89.400 |
90.000 |
89.000 |
89.000 |
-0.050 |
59 |
178 |
-17 |
Mar10 |
100121 |
88.300 |
88.550 |
88.000 |
88.000 |
-0.300 |
40 |
100 |
+4 |
May10 |
100121 |
91.200 |
91.200 |
90.750 |
91.200 |
unch |
0 |
132 |
+0 |
Jul10 |
100121 |
93.000 |
93.000 |
93.000 |
93.000 |
unch |
0 |
44 |
+0 |
Aug10 |
100121 |
88.000 |
88.000 |
88.000 |
88.000 |
unch |
0 |
15 |
+0 |
Total Volume and Open Interest |
99 |
469 |
-13 |
Class III Milk(CME) |
Jan10 |
100121 |
14.45 |
14.46 |
14.44 |
14.45 |
unch |
59 |
4,316 |
+12 |
Feb10 |
100121 |
14.25 |
14.26 |
14.05 |
14.09 |
-0.11 |
337 |
4,093 |
-17 |
Mar10 |
100121 |
14.40 |
14.45 |
14.07 |
14.18 |
-0.32 |
312 |
3,578 |
-22 |
Apr10 |
100121 |
14.50 |
14.50 |
14.21 |
14.26 |
-0.32 |
199 |
2,697 |
+78 |
May10 |
100121 |
14.85 |
14.98 |
14.65 |
14.75 |
-0.23 |
96 |
2,164 |
+31 |
Total Volume and Open Interest |
1,322 |
27,611 |
+199 |
Cocoa(ICE) |
Mar10 |
100121 |
3414 |
3485 |
3411 |
3431 |
+9 |
6,140 |
67,606 |
-389 |
May10 |
100121 |
3451 |
3512 |
3441 |
3458 |
+7 |
3,131 |
35,262 |
+1,124 |
Jul10 |
100121 |
3455 |
3515 |
3445 |
3461 |
+6 |
385 |
10,777 |
-221 |
Sep10 |
100121 |
3451 |
3511 |
3448 |
3459 |
+7 |
67 |
6,874 |
+4 |
Dec10 |
100121 |
3440 |
3497 |
3439 |
3448 |
+2 |
32 |
5,954 |
-8 |
Mar11 |
100121 |
3443 |
3443 |
3443 |
3443 |
-2 |
11 |
8,129 |
-1 |
May11 |
100121 |
3443 |
3443 |
3443 |
3443 |
-3 |
10 |
4,313 |
-10 |
Total Volume and Open Interest |
9,798 |
141,192 |
+499 |
Coffee "C"(ICE) |
Mar10 |
100121 |
139.45 |
140.15 |
137.55 |
138.70 |
-0.50 |
11,331 |
74,430 |
-1,377 |
May10 |
100121 |
141.10 |
141.80 |
139.50 |
140.45 |
-0.55 |
2,606 |
29,854 |
+391 |
Jul10 |
100121 |
141.65 |
143.40 |
141.25 |
142.05 |
-0.60 |
867 |
9,643 |
+116 |
Sep10 |
100121 |
145.00 |
145.00 |
142.50 |
143.45 |
-0.65 |
500 |
6,992 |
-43 |
Dec10 |
100121 |
145.70 |
145.70 |
144.50 |
145.15 |
-0.70 |
156 |
6,879 |
-78 |
Mar11 |
100121 |
146.75 |
146.75 |
146.75 |
146.75 |
-0.70 |
108 |
2,762 |
+81 |
Total Volume and Open Interest |
15,761 |
131,125 |
-846 |
Orange Juice(ICE) |
Mar10 |
100121 |
136.05 |
141.00 |
135.30 |
136.75 |
+0.95 |
1,342 |
22,999 |
+74 |
May10 |
100121 |
140.00 |
144.00 |
138.60 |
140.00 |
+0.90 |
457 |
6,632 |
+95 |
Jul10 |
100121 |
144.00 |
146.55 |
142.25 |
143.05 |
+0.85 |
286 |
3,331 |
+152 |
Sep10 |
100121 |
146.00 |
146.00 |
144.15 |
144.15 |
+0.90 |
60 |
978 |
+49 |
Nov10 |
100121 |
145.00 |
145.00 |
144.15 |
144.15 |
+1.55 |
3 |
370 |
+9 |
Jan11 |
100121 |
146.55 |
146.55 |
146.40 |
146.40 |
+2.00 |
4 |
566 |
+4 |
Total Volume and Open Interest |
2,153 |
35,069 |
+384 |
Sugar #11(ICE) |
Mar10 |
100121 |
29.29 |
29.82 |
28.68 |
29.26 |
+0.15 |
54,787 |
291,545 |
-2,509 |
May10 |
100121 |
27.99 |
28.55 |
27.55 |
28.02 |
+0.23 |
35,347 |
169,918 |
+1,963 |
Jul10 |
100121 |
24.28 |
24.92 |
24.05 |
24.52 |
+0.24 |
14,931 |
151,736 |
+767 |
Oct10 |
100121 |
21.72 |
22.15 |
21.40 |
22.02 |
+0.29 |
6,556 |
102,033 |
-414 |
Mar11 |
100121 |
19.95 |
20.20 |
19.55 |
20.10 |
+0.28 |
5,023 |
51,490 |
+238 |
Total Volume and Open Interest |
120,415 |
839,341 |
-13 |
London Cocoa(LCE) |
May11 |
100121 |
2222 |
2222 |
2222 |
2222 |
+18 |
0 |
1,388 |
+0 |
Total Volume and Open Interest |
16,714 |
176,033 |
+14 |
London Sugar(LCE) |
Cotton(ICE) |
Mar10 |
100121 |
71.01 |
72.08 |
70.82 |
71.85 |
+1.05 |
13,128 |
100,330 |
-3,733 |
May10 |
100121 |
72.34 |
73.29 |
72.02 |
73.06 |
+1.05 |
3,681 |
28,844 |
-10 |
Jul10 |
100121 |
73.41 |
74.30 |
73.13 |
74.10 |
+0.94 |
1,060 |
25,574 |
+268 |
Oct10 |
100121 |
72.81 |
73.49 |
72.81 |
73.49 |
+0.78 |
7 |
166 |
+7 |
Dec10 |
100121 |
72.56 |
73.55 |
72.56 |
73.55 |
+0.79 |
668 |
17,831 |
+392 |
Mar11 |
100121 |
74.98 |
74.98 |
74.98 |
74.98 |
+0.82 |
0 |
337 |
+0 |
Total Volume and Open Interest |
18,546 |
173,958 |
-3,074 |
Lumber(CME) |
Mar10 |
100121 |
254.8 |
255.8 |
248.0 |
248.0 |
-7.0 |
695 |
6,297 |
-31 |
May10 |
100121 |
272.4 |
274.1 |
269.5 |
271.7 |
-3.2 |
209 |
2,650 |
+72 |
Jul10 |
100121 |
277.0 |
277.0 |
271.0 |
276.8 |
-1.7 |
125 |
847 |
+79 |
Sep10 |
100121 |
275.0 |
275.0 |
270.1 |
271.0 |
-6.0 |
21 |
384 |
+16 |
Total Volume and Open Interest |
1,051 |
10,182 |
+136 |
Crude Oil(NYM) |
Mar10 |
100121 |
77.56 |
78.36 |
75.66 |
76.08 |
-1.66 |
303,758 |
372,963 |
+15,902 |
Apr10 |
100121 |
78.15 |
78.79 |
76.13 |
76.53 |
-1.70 |
73,437 |
133,047 |
+4,837 |
May10 |
100121 |
78.85 |
79.25 |
76.76 |
77.13 |
-1.72 |
35,907 |
71,669 |
+3,418 |
Jun10 |
100121 |
79.45 |
79.85 |
77.35 |
77.74 |
-1.73 |
32,221 |
127,074 |
+3,030 |
Jul10 |
100121 |
80.03 |
80.50 |
77.95 |
78.33 |
-1.74 |
7,005 |
43,389 |
+132 |
Aug10 |
100121 |
80.63 |
80.65 |
78.47 |
78.86 |
-1.75 |
5,506 |
18,074 |
+471 |
Sep10 |
100121 |
79.98 |
79.98 |
79.00 |
79.37 |
-1.76 |
5,804 |
29,464 |
+1,222 |
Oct10 |
100121 |
81.70 |
81.89 |
79.53 |
79.89 |
-1.76 |
2,815 |
19,295 |
-334 |
Nov10 |
100121 |
82.30 |
82.30 |
80.06 |
80.42 |
-1.76 |
1,271 |
24,007 |
+539 |
Dec10 |
100121 |
82.68 |
83.02 |
80.57 |
80.97 |
-1.75 |
16,002 |
186,530 |
+264 |
Jan11 |
100121 |
81.00 |
81.35 |
81.00 |
81.35 |
-1.73 |
777 |
21,362 |
+309 |
Feb11 |
100121 |
81.68 |
81.68 |
81.68 |
81.68 |
-1.72 |
367 |
12,081 |
+14 |
Mar11 |
100121 |
82.01 |
82.01 |
82.01 |
82.01 |
-1.71 |
147 |
7,482 |
+12 |
Apr11 |
100121 |
82.33 |
82.33 |
82.33 |
82.33 |
-1.71 |
89 |
9,591 |
+27 |
May11 |
100121 |
82.59 |
82.59 |
82.59 |
82.59 |
-1.71 |
60 |
3,736 |
+27 |
Jun11 |
100121 |
82.69 |
82.83 |
82.69 |
82.83 |
-1.71 |
756 |
21,999 |
+172 |
Total Volume and Open Interest |
493,895 |
1,329,586 |
+4,683 |
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 |
100121 |
77.575 |
78.375 |
75.650 |
76.075 |
-1.675 |
10,284 |
4,681 |
+711 |
Apr10 |
100121 |
78.150 |
78.700 |
76.275 |
76.525 |
-1.700 |
377 |
364 |
+37 |
May10 |
100121 |
78.450 |
78.450 |
76.850 |
77.125 |
-1.725 |
90 |
84 |
-8 |
Jun10 |
100121 |
79.850 |
79.850 |
77.600 |
77.750 |
-1.725 |
6 |
53 |
+6 |
Jul10 |
100121 |
79.050 |
79.050 |
78.325 |
78.325 |
-1.750 |
2 |
11 |
+2 |
Aug10 |
100121 |
78.675 |
78.850 |
78.675 |
78.850 |
-1.750 |
0 |
1 |
+0 |
Sep10 |
100121 |
79.075 |
79.375 |
79.075 |
79.375 |
-1.750 |
0 |
1 |
+0 |
Oct10 |
100121 |
81.800 |
81.800 |
79.900 |
79.900 |
-1.750 |
0 |
2 |
+0 |
Total Volume and Open Interest |
10,759 |
5,298 |
+748 |
Heating Oil(NYM) |
Feb10 |
100121 |
202.46 |
203.51 |
197.79 |
198.56 |
-3.55 |
24,901 |
47,926 |
-2,885 |
Mar10 |
100121 |
203.53 |
204.65 |
198.95 |
199.75 |
-3.69 |
32,019 |
80,517 |
+776 |
Apr10 |
100121 |
204.36 |
205.18 |
199.65 |
200.40 |
-3.85 |
9,132 |
35,127 |
+719 |
May10 |
100121 |
205.30 |
206.08 |
200.98 |
201.30 |
-3.92 |
3,922 |
20,522 |
-94 |
Jun10 |
100121 |
206.34 |
206.80 |
201.66 |
202.38 |
-4.02 |
6,874 |
35,612 |
-98 |
Jul10 |
100121 |
208.60 |
208.60 |
203.57 |
204.20 |
-4.06 |
705 |
12,328 |
+202 |
Aug10 |
100121 |
210.78 |
210.78 |
205.75 |
206.18 |
-4.08 |
1,897 |
5,957 |
+306 |
Sep10 |
100121 |
212.20 |
213.25 |
207.83 |
208.48 |
-4.08 |
1,745 |
8,988 |
+443 |
Oct10 |
100121 |
215.47 |
215.47 |
210.71 |
211.07 |
-4.09 |
2,739 |
8,681 |
+677 |
Nov10 |
100121 |
214.81 |
215.80 |
213.70 |
213.70 |
-4.14 |
2,708 |
6,279 |
-114 |
Dec10 |
100121 |
220.49 |
221.29 |
215.70 |
216.33 |
-4.19 |
4,343 |
18,185 |
-317 |
Jan11 |
100121 |
219.92 |
219.97 |
218.85 |
218.85 |
-4.24 |
280 |
9,457 |
+38 |
Total Volume and Open Interest |
91,779 |
310,895 |
-304 |
Gasoline(NYMEX) |
Feb10 |
100121 |
204.22 |
206.89 |
197.69 |
198.29 |
-6.36 |
30,482 |
45,707 |
-4,693 |
Mar10 |
100121 |
205.22 |
207.83 |
198.85 |
199.44 |
-6.32 |
34,870 |
89,658 |
+5,678 |
Apr10 |
100121 |
214.23 |
216.80 |
208.56 |
209.01 |
-6.21 |
11,088 |
40,458 |
-223 |
May10 |
100121 |
216.30 |
217.50 |
209.50 |
210.08 |
-6.03 |
7,860 |
21,642 |
+1,843 |
Jun10 |
100121 |
215.90 |
217.30 |
210.10 |
210.72 |
-5.78 |
5,449 |
20,890 |
+224 |
Jul10 |
100121 |
216.33 |
217.18 |
210.56 |
210.70 |
-5.62 |
2,101 |
12,623 |
+659 |
Aug10 |
100121 |
216.58 |
216.58 |
210.04 |
210.22 |
-5.57 |
2,333 |
7,553 |
+861 |
Sep10 |
100121 |
214.95 |
215.57 |
209.49 |
209.54 |
-5.45 |
1,379 |
9,638 |
+247 |
Oct10 |
100121 |
205.22 |
205.22 |
200.08 |
200.08 |
-5.31 |
1,224 |
4,315 |
+469 |
Nov10 |
100121 |
200.08 |
200.08 |
199.70 |
199.70 |
-4.96 |
1,162 |
11,207 |
+683 |
Total Volume and Open Interest |
98,380 |
279,147 |
+5,752 |
e-miNY RBOB Gasoline(NYM) |
Feb10 |
100121 |
198.30 |
198.30 |
198.29 |
198.30 |
-6.40 |
0 |
11 |
+0 |
Mar10 |
100121 |
199.40 |
199.44 |
199.40 |
199.40 |
-6.40 |
1 |
1 |
+1 |
Apr10 |
100121 |
209.00 |
209.01 |
209.00 |
209.00 |
-6.20 |
|
|
|
May10 |
100121 |
210.10 |
210.10 |
210.08 |
210.10 |
-6.00 |
|
|
|
Total Volume and Open Interest |
1 |
12 |
+1 |
Natural Gas(NYM) |
Feb10 |
100121 |
5.487 |
5.736 |
5.480 |
5.615 |
+0.119 |
72,278 |
48,592 |
-9,344 |
Mar10 |
100121 |
5.452 |
5.675 |
5.452 |
5.568 |
+0.101 |
40,131 |
208,603 |
+824 |
Apr10 |
100121 |
5.450 |
5.634 |
5.413 |
5.529 |
+0.091 |
19,095 |
84,585 |
+2,524 |
May10 |
100121 |
5.488 |
5.676 |
5.472 |
5.575 |
+0.087 |
8,516 |
62,919 |
+684 |
Jun10 |
100121 |
5.630 |
5.770 |
5.522 |
5.640 |
+0.085 |
2,283 |
24,682 |
+302 |
Jul10 |
100121 |
5.650 |
5.776 |
5.621 |
5.717 |
+0.078 |
1,532 |
25,248 |
+162 |
Aug10 |
100121 |
5.790 |
5.828 |
5.701 |
5.784 |
+0.073 |
1,525 |
33,054 |
+94 |
Sep10 |
100121 |
5.800 |
5.857 |
5.730 |
5.814 |
+0.073 |
2,948 |
22,758 |
+460 |
Oct10 |
100121 |
5.895 |
5.951 |
5.834 |
5.914 |
+0.073 |
4,438 |
48,191 |
+486 |
Nov10 |
100121 |
6.251 |
6.300 |
6.174 |
6.224 |
+0.068 |
434 |
12,620 |
+133 |
Dec10 |
100121 |
6.518 |
6.590 |
6.475 |
6.554 |
+0.053 |
967 |
21,160 |
-185 |
Jan11 |
100121 |
6.770 |
6.805 |
6.721 |
6.769 |
+0.050 |
1,411 |
27,513 |
+259 |
Feb11 |
100121 |
6.700 |
6.758 |
6.698 |
6.734 |
+0.050 |
241 |
9,015 |
+55 |
Mar11 |
100121 |
6.545 |
6.580 |
6.505 |
6.544 |
+0.050 |
1,575 |
22,636 |
-82 |
Apr11 |
100121 |
6.030 |
6.030 |
5.999 |
6.024 |
+0.042 |
494 |
22,341 |
-19 |
May11 |
100121 |
6.001 |
6.001 |
5.970 |
5.994 |
+0.042 |
44 |
9,562 |
+5 |
Total Volume and Open Interest |
158,071 |
778,913 |
-3,636 |
Brent Crude Oil(ICE) |
Mar10 |
100121 |
76.06 |
76.82 |
74.23 |
74.58 |
-1.74 |
147,098 |
234,469 |
-7,719 |
Apr10 |
100121 |
76.86 |
77.49 |
74.95 |
75.26 |
-1.75 |
53,457 |
127,304 |
-2,090 |
May10 |
100121 |
77.60 |
78.16 |
75.79 |
75.94 |
-1.76 |
30,281 |
60,829 |
+3,976 |
Jun10 |
100121 |
78.23 |
78.85 |
76.31 |
76.62 |
-1.78 |
22,730 |
67,830 |
+1,725 |
Jul10 |
100121 |
79.03 |
79.11 |
76.92 |
77.26 |
-1.78 |
8,816 |
19,154 |
+894 |
Aug10 |
100121 |
79.42 |
79.71 |
77.68 |
77.85 |
-1.78 |
6,219 |
19,417 |
+1,339 |
Sep10 |
100121 |
79.96 |
80.54 |
78.22 |
78.38 |
-1.80 |
3,956 |
12,534 |
+200 |
Oct10 |
100121 |
80.48 |
80.78 |
78.75 |
78.91 |
-1.81 |
2,720 |
15,630 |
+314 |
Nov10 |
100121 |
81.01 |
81.59 |
79.44 |
79.45 |
-1.81 |
3,217 |
12,594 |
-931 |
Dec10 |
100121 |
81.54 |
82.12 |
79.71 |
80.00 |
-1.81 |
11,993 |
79,024 |
+1,358 |
Jan11 |
100121 |
80.48 |
80.48 |
80.48 |
80.48 |
-1.79 |
950 |
11,072 |
+373 |
Feb11 |
100121 |
80.93 |
80.93 |
80.93 |
80.93 |
-1.77 |
394 |
5,304 |
-14 |
Mar11 |
100121 |
81.35 |
81.35 |
81.35 |
81.35 |
-1.78 |
477 |
4,609 |
-1 |
Apr11 |
100121 |
81.75 |
81.75 |
81.75 |
81.75 |
-1.79 |
226 |
2,140 |
-36 |
Total Volume and Open Interest |
295,561 |
773,793 |
-744 |
Gas Oil(ICE) |
Feb10 |
100121 |
618.00 |
620.00 |
602.00 |
612.25 |
-2.00 |
42,168 |
109,077 |
-3,056 |
Mar10 |
100121 |
625.50 |
627.00 |
609.50 |
619.50 |
-2.25 |
49,267 |
110,821 |
+496 |
Apr10 |
100121 |
631.25 |
632.75 |
616.25 |
626.00 |
-2.50 |
12,310 |
49,948 |
+5,238 |
May10 |
100121 |
636.25 |
638.75 |
624.00 |
632.50 |
-2.50 |
4,352 |
30,701 |
+1,588 |
Jun10 |
100121 |
641.75 |
645.75 |
630.00 |
639.00 |
-2.50 |
7,287 |
43,325 |
+916 |
Jul10 |
100121 |
648.75 |
651.50 |
638.00 |
645.50 |
-2.75 |
1,773 |
20,923 |
+66 |
Aug10 |
100121 |
655.25 |
657.75 |
644.50 |
652.00 |
-3.00 |
1,095 |
22,046 |
-9 |
Sep10 |
100121 |
663.00 |
665.00 |
651.25 |
658.50 |
-3.00 |
1,066 |
21,227 |
+99 |
Oct10 |
100121 |
667.00 |
670.50 |
664.75 |
664.75 |
-3.00 |
347 |
12,046 |
+26 |
Nov10 |
100121 |
673.00 |
676.00 |
669.75 |
669.75 |
-3.00 |
332 |
10,632 |
+11 |
Total Volume and Open Interest |
126,480 |
559,397 |
+6,034 |
Ethanol(CBOT) |
Jan10 |
100106 |
1.949 |
1.958 |
1.941 |
1.957 |
+0.010 |
21 |
369 |
-4 |
Feb10 |
100121 |
1.780 |
1.790 |
1.780 |
1.789 |
+0.027 |
53 |
755 |
-7 |
Mar10 |
100121 |
1.776 |
1.784 |
1.769 |
1.784 |
+0.025 |
68 |
1,035 |
+36 |
Apr10 |
100121 |
1.779 |
1.788 |
1.775 |
1.788 |
+0.027 |
39 |
1,275 |
+25 |
May10 |
100121 |
1.780 |
1.788 |
1.780 |
1.786 |
+0.022 |
22 |
453 |
+11 |
Jun10 |
100121 |
1.783 |
1.789 |
1.783 |
1.787 |
+0.025 |
1 |
358 |
+0 |
Jul10 |
100121 |
1.777 |
1.788 |
1.777 |
1.780 |
+0.010 |
27 |
623 |
+16 |
Aug10 |
100121 |
1.765 |
1.765 |
1.763 |
1.764 |
+0.011 |
25 |
447 |
+10 |
Total Volume and Open Interest |
301 |
6,715 |
+145 |
US Dollar Index(ICE) |
Mar10 |
100121 |
78.495 |
79.000 |
78.300 |
78.515 |
+0.015 |
20,819 |
45,071 |
+888 |
Jun10 |
100121 |
78.835 |
79.150 |
78.815 |
78.815 |
+0.010 |
72 |
4,936 |
-19 |
Sep10 |
100121 |
79.115 |
79.115 |
79.115 |
79.115 |
+0.010 |
0 |
1 |
+0 |
Total Volume and Open Interest |
20,891 |
50,008 |
+869 |
Australian Dollar(CME) |
Mar10 |
100121 |
90.60 |
90.96 |
89.47 |
89.92 |
-0.36 |
118,535 |
121,660 |
-7,053 |
Jun10 |
100121 |
89.87 |
89.94 |
88.57 |
88.97 |
-0.36 |
132 |
4,272 |
-78 |
Sep10 |
100121 |
87.99 |
88.35 |
87.99 |
87.99 |
-0.36 |
0 |
20 |
+0 |
Total Volume and Open Interest |
118,667 |
125,955 |
-7,131 |
British Pound(CME) |
Mar10 |
100121 |
162.87 |
163.06 |
161.17 |
162.03 |
-0.78 |
119,134 |
80,557 |
-1,787 |
Jun10 |
100121 |
162.44 |
162.77 |
161.09 |
161.93 |
-0.78 |
105 |
896 |
-15 |
Sep10 |
100121 |
161.82 |
162.58 |
161.34 |
161.82 |
-0.76 |
0 |
79 |
+0 |
Total Volume and Open Interest |
119,239 |
81,535 |
-1,802 |
Canadian Dollar(CME) |
Mar10 |
100121 |
95.62 |
95.79 |
95.00 |
95.19 |
-0.29 |
102,303 |
104,957 |
-12,519 |
Jun10 |
100121 |
95.73 |
95.78 |
95.02 |
95.19 |
-0.28 |
321 |
1,640 |
+71 |
Sep10 |
100121 |
95.19 |
95.55 |
95.06 |
95.15 |
-0.28 |
25 |
644 |
-11 |
Dec10 |
100121 |
95.50 |
95.58 |
94.97 |
95.10 |
-0.29 |
56 |
539 |
+25 |
Total Volume and Open Interest |
102,707 |
107,837 |
-12,434 |
Japanese Yen(CME) |
Mar10 |
100121 |
109.62 |
111.00 |
108.86 |
110.65 |
+0.98 |
102,494 |
121,132 |
-463 |
Jun10 |
100121 |
109.27 |
111.00 |
108.95 |
110.71 |
+0.98 |
110 |
561 |
+9 |
Sep10 |
100121 |
110.79 |
110.87 |
109.31 |
110.79 |
+0.97 |
0 |
196 |
+0 |
Total Volume and Open Interest |
102,604 |
121,913 |
-454 |
Swiss Franc(CME) |
Mar10 |
100121 |
95.86 |
96.16 |
95.30 |
96.04 |
+0.20 |
62,492 |
34,758 |
-2,828 |
Jun10 |
100121 |
95.54 |
96.17 |
95.38 |
96.10 |
+0.20 |
29 |
155 |
+7 |
Sep10 |
100121 |
96.17 |
96.17 |
95.77 |
96.17 |
+0.20 |
0 |
8 |
+0 |
Total Volume and Open Interest |
62,521 |
34,923 |
-2,821 |
EuroFX(CME) |
Mar10 |
100121 |
141.07 |
141.42 |
140.27 |
141.03 |
-0.02 |
341,110 |
169,706 |
+7,159 |
Jun10 |
100121 |
141.00 |
141.35 |
140.22 |
140.99 |
-0.02 |
532 |
1,342 |
+65 |
Sep10 |
100121 |
140.90 |
141.02 |
140.40 |
140.90 |
-0.02 |
4 |
662 |
+1 |
Total Volume and Open Interest |
341,646 |
171,726 |
+7,225 |
Mexican Peso(CME) |
Feb10 |
100121 |
771.8 |
782.2 |
771.8 |
771.8 |
-10.5 |
0 |
3 |
+0 |
Mar10 |
100121 |
779.8 |
784.0 |
765.2 |
768.8 |
-10.5 |
21,367 |
107,184 |
-3,429 |
Total Volume and Open Interest |
21,367 |
108,953 |
-3,429 |
30-Year T-Bonds(CBOT) |
Mar10 |
100121 |
117~310 |
118~270 |
117~230 |
118~200 |
+0~210 |
218,212 |
653,111 |
+2,079 |
Jun10 |
100121 |
116~080 |
117~080 |
116~080 |
117~040 |
+0~210 |
196 |
1,220 |
+119 |
Sep10 |
100121 |
116~000 |
116~000 |
115~040 |
115~250 |
+0~210 |
0 |
5 |
+0 |
Total Volume and Open Interest |
218,408 |
654,336 |
+2,198 |
10-Year T-Notes(CBOT) |
Mar10 |
100121 |
117~130 |
117~300 |
117~055 |
117~260 |
+0~130 |
821,765 |
1,293,851 |
+18,854 |
Jun10 |
100121 |
115~275 |
116~110 |
115~250 |
116~075 |
+0~130 |
269 |
3,189 |
+221 |
Sep10 |
100121 |
114~210 |
114~210 |
114~080 |
114~210 |
+0~130 |
|
|
|
Total Volume and Open Interest |
822,034 |
1,297,040 |
+19,075 |
5-Year T-Notes(CBOT) |
Mar10 |
100121 |
115~097 |
116~018 |
115~078 |
116~006 |
+0~037 |
310,416 |
791,628 |
-5,586 |
Jun10 |
100121 |
114~090 |
114~095 |
114~057 |
114~095 |
+0~038 |
4 |
65 |
+0 |
Sep10 |
100121 |
113~056 |
113~056 |
113~017 |
113~056 |
+0~039 |
|
|
|
Total Volume and Open Interest |
310,420 |
791,693 |
-5,586 |
2 Year T-Notes(CBOT) |
Mar10 |
100121 |
108~096 |
108~111 |
108~089 |
108~106 |
+0~011 |
208,559 |
888,365 |
-6,089 |
Jun10 |
100121 |
108~018 |
108~037 |
108~018 |
108~036 |
+0~014 |
1,235 |
11,949 |
+1,173 |
Sep10 |
100121 |
107~094 |
107~094 |
107~077 |
107~094 |
+0~017 |
|
|
|
Total Volume and Open Interest |
209,794 |
900,314 |
-4,916 |
Eurodollars(CME) |
Mar10 |
100121 |
99.725 |
99.725 |
99.710 |
99.720 |
unch |
136,109 |
1,195,094 |
+23,090 |
Jun10 |
100121 |
99.585 |
99.615 |
99.570 |
99.605 |
+0.020 |
151,658 |
980,930 |
+7,290 |
Sep10 |
100121 |
99.285 |
99.340 |
99.260 |
99.320 |
+0.035 |
157,892 |
876,791 |
+14,200 |
Dec10 |
100121 |
98.905 |
98.970 |
98.875 |
98.945 |
+0.040 |
187,293 |
822,161 |
+7,279 |
Mar11 |
100121 |
98.520 |
98.590 |
98.485 |
98.565 |
+0.045 |
213,447 |
552,692 |
-680 |
Jun11 |
100121 |
98.155 |
98.215 |
98.110 |
98.190 |
+0.045 |
169,455 |
642,241 |
+10,921 |
Sep11 |
100121 |
97.805 |
97.875 |
97.760 |
97.845 |
+0.045 |
121,686 |
512,441 |
+6,086 |
Dec11 |
100121 |
97.475 |
97.555 |
97.430 |
97.520 |
+0.050 |
101,788 |
331,834 |
+3,265 |
Mar12 |
100121 |
97.190 |
97.270 |
97.140 |
97.235 |
+0.060 |
53,204 |
251,181 |
+8,057 |
Jun12 |
100121 |
96.895 |
96.985 |
96.855 |
96.950 |
+0.065 |
40,286 |
219,852 |
+3,325 |
Sep12 |
100121 |
96.635 |
96.720 |
96.590 |
96.690 |
+0.070 |
29,079 |
121,569 |
-1,423 |
Dec12 |
100121 |
96.380 |
96.465 |
96.340 |
96.435 |
+0.070 |
34,370 |
105,515 |
+2,734 |
Mar13 |
100121 |
96.175 |
96.260 |
96.140 |
96.235 |
+0.070 |
14,665 |
69,559 |
+1,457 |
Jun13 |
100121 |
95.975 |
96.070 |
95.945 |
96.045 |
+0.075 |
9,437 |
62,958 |
+293 |
Sep13 |
100121 |
95.785 |
95.895 |
95.765 |
95.865 |
+0.080 |
5,187 |
50,676 |
-432 |
Dec13 |
100121 |
95.605 |
95.715 |
95.580 |
95.680 |
+0.080 |
4,319 |
35,447 |
-846 |
Mar14 |
100121 |
95.450 |
95.570 |
95.445 |
95.545 |
+0.080 |
4,434 |
34,950 |
-109 |
Jun14 |
100121 |
95.325 |
95.435 |
95.310 |
95.410 |
+0.080 |
5,651 |
28,790 |
-813 |
Total Volume and Open Interest |
1,468,396 |
7,060,141 |
+85,741 |
30 Day Federal Funds(CBOT) |
Jan10 |
100121 |
99.885 |
99.887 |
99.882 |
99.887 |
unch |
2,430 |
73,487 |
-1,100 |
Feb10 |
100121 |
99.865 |
99.870 |
99.865 |
99.870 |
unch |
6,849 |
96,032 |
-558 |
Mar10 |
100121 |
99.855 |
99.860 |
99.850 |
99.855 |
+0.005 |
7,051 |
59,997 |
-570 |
Apr10 |
100121 |
99.835 |
99.840 |
99.835 |
99.835 |
unch |
4,144 |
70,497 |
+2,314 |
May10 |
100121 |
99.810 |
99.825 |
99.810 |
99.820 |
+0.010 |
8,932 |
63,234 |
+1,192 |
Jun10 |
100121 |
99.790 |
99.810 |
99.785 |
99.800 |
+0.010 |
4,861 |
43,808 |
+1,338 |
Total Volume and Open Interest |
49,614 |
561,178 |
+6,035 |
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 |
100121 |
99.580 |
99.580 |
99.580 |
99.580 |
unch |
0 |
683 |
+0 |
Jun10 |
100121 |
99.620 |
99.620 |
99.620 |
99.620 |
unch |
0 |
80 |
+0 |
Sep10 |
100121 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
0 |
230 |
+0 |
Dec10 |
100121 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
0 |
242 |
+0 |
Mar11 |
100121 |
99.600 |
99.600 |
99.600 |
99.600 |
+0.055 |
|
|
|
Jun11 |
100121 |
99.575 |
99.575 |
99.575 |
99.575 |
+0.055 |
|
|
|
Sep11 |
100121 |
99.575 |
99.575 |
99.575 |
99.575 |
+0.055 |
|
|
|
Dec11 |
100121 |
99.380 |
99.380 |
99.380 |
99.380 |
+0.055 |
|
|
|
Mar12 |
100121 |
99.345 |
99.345 |
99.345 |
99.345 |
unch |
|
|
|
Jun12 |
100121 |
99.395 |
99.395 |
99.395 |
99.395 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
1,235 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar10 |
100121 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
6 |
4,532 |
+88 |
Jun10 |
100121 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
1,591 |
-118 |
Sep10 |
100121 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
1,666 |
+0 |
Dec10 |
100121 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
1,381 |
+100 |
Mar11 |
100121 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
2 |
664 |
+0 |
Jun11 |
100121 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
52 |
+0 |
Sep11 |
100121 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
51 |
+0 |
Dec11 |
100121 |
99.38 |
99.38 |
99.38 |
99.38 |
unch |
0 |
101 |
+0 |
Total Volume and Open Interest |
8 |
11,409 |
+70 |
Japanese Gov't Bonds(SGX) |
Mar10 |
100121 |
139.17 |
139.33 |
138.89 |
138.97 |
-0.21 |
728 |
15,841 |
+337 |
Jun10 |
100121 |
138.89 |
138.89 |
138.89 |
138.89 |
-0.21 |
|
|
|
Sep10 |
100121 |
138.89 |
138.89 |
138.89 |
138.89 |
-0.21 |
|
|
|
Total Volume and Open Interest |
728 |
15,841 |
+337 |
Euro-Bund(EUREX) |
Mar10 |
100121 |
122.87 |
123.34 |
122.62 |
123.15 |
+0.11 |
834,309 |
932,935 |
+31,389 |
Jun10 |
100121 |
121.42 |
121.90 |
121.27 |
121.70 |
+0.10 |
346 |
875 |
+315 |
Sep10 |
100121 |
121.35 |
121.35 |
121.35 |
121.35 |
+0.11 |
|
|
|
Total Volume and Open Interest |
834,655 |
933,810 |
+31,704 |
Euro-Bobl(EUREX) |
Mar10 |
100121 |
116.86 |
117.23 |
116.76 |
117.08 |
+0.11 |
426,346 |
752,686 |
+32,734 |
Jun10 |
100121 |
115.44 |
115.70 |
115.39 |
115.61 |
+0.08 |
11 |
69 |
-8 |
Sep10 |
100121 |
115.38 |
115.38 |
115.38 |
115.38 |
+0.11 |
|
|
|
Total Volume and Open Interest |
426,357 |
752,755 |
+32,726 |
3-Mth Euribor(EUREX) |
Mar10 |
100121 |
99.325 |
99.330 |
99.325 |
99.325 |
-0.005 |
156 |
13,928 |
+34 |
Jun10 |
100121 |
99.080 |
99.090 |
99.080 |
99.085 |
+0.010 |
277 |
7,335 |
-147 |
Sep10 |
100121 |
98.780 |
98.795 |
98.780 |
98.795 |
+0.020 |
136 |
2,484 |
+7 |
Total Volume and Open Interest |
734 |
27,546 |
-127 |
Long Gilt(LIFFE) |
Mar10 |
100121 |
114~15 |
115~21 |
114~13 |
115~12 |
+0~24 |
85,770 |
252,039 |
-4,378 |
Jun10 |
100121 |
113~29 |
113~29 |
113~29 |
113~29 |
+0~24 |
|
|
|
Total Volume and Open Interest |
85,770 |
252,039 |
-4,378 |
3-Mth Short Sterling(LIFFE) |
Mar10 |
100121 |
99.35 |
99.39 |
99.35 |
99.37 |
+0.02 |
35,155 |
338,748 |
-1,938 |
Jun10 |
100121 |
99.14 |
99.23 |
99.13 |
99.20 |
+0.07 |
104,465 |
397,210 |
+8,629 |
Sep10 |
100121 |
98.72 |
98.86 |
98.70 |
98.81 |
+0.10 |
119,124 |
331,716 |
+6,744 |
Dec10 |
100121 |
98.24 |
98.39 |
98.23 |
98.33 |
+0.09 |
118,735 |
330,949 |
+10,737 |
Mar11 |
100121 |
97.81 |
97.97 |
97.80 |
97.90 |
+0.09 |
117,000 |
295,662 |
-6,069 |
Jun11 |
100121 |
97.44 |
97.57 |
97.40 |
97.50 |
+0.09 |
58,134 |
175,143 |
-673 |
Total Volume and Open Interest |
657,654 |
2,261,120 |
+13,905 |
3-Mth Euribor(LIFFE) |
Mar10 |
100121 |
99.325 |
99.345 |
99.320 |
99.325 |
-0.005 |
116,293 |
788,822 |
-4,159 |
Jun10 |
100121 |
99.075 |
99.120 |
99.065 |
99.085 |
+0.010 |
134,032 |
783,068 |
-824 |
Sep10 |
100121 |
98.775 |
98.835 |
98.755 |
98.795 |
+0.020 |
157,339 |
607,232 |
-10,642 |
Total Volume and Open Interest |
902,089 |
3,754,218 |
+769 |
3-Mth Aus T-Bills(SFE) |
Mar10 |
100121 |
95.49 |
95.52 |
95.48 |
95.50 |
unch |
18,405 |
280,419 |
+3,393 |
Jun10 |
100121 |
95.15 |
95.22 |
95.14 |
95.15 |
-0.01 |
31,443 |
201,024 |
+7,668 |
Sep10 |
100121 |
94.90 |
94.97 |
94.90 |
94.91 |
unch |
13,189 |
102,939 |
+859 |
Dec10 |
100121 |
94.73 |
94.79 |
94.71 |
94.72 |
-0.01 |
5,690 |
87,099 |
+2,260 |
Mar11 |
100121 |
94.55 |
94.62 |
94.54 |
94.55 |
-0.01 |
1,787 |
31,211 |
-81 |
Jun11 |
100121 |
94.43 |
94.47 |
94.39 |
94.41 |
unch |
962 |
24,863 |
+329 |
Sep11 |
100121 |
94.32 |
94.36 |
94.27 |
94.28 |
-0.01 |
185 |
16,681 |
+28 |
Dec11 |
100121 |
94.24 |
94.24 |
94.18 |
94.19 |
-0.01 |
152 |
8,093 |
+0 |
Mar12 |
100121 |
94.13 |
94.15 |
94.13 |
94.14 |
unch |
10 |
3,169 |
+10 |
Jun12 |
100121 |
94.12 |
94.12 |
94.12 |
94.12 |
+0.02 |
0 |
1,186 |
+0 |
Total Volume and Open Interest |
71,823 |
757,702 |
+14,466 |
10-Year Aus T-Bonds(SFE) |
Mar10 |
100121 |
94.40 |
94.48 |
94.39 |
94.40 |
unch |
29,525 |
340,264 |
+5,389 |
Jun10 |
100121 |
94.40 |
94.40 |
94.40 |
94.40 |
unch |
|
|
|
Total Volume and Open Interest |
29,525 |
340,264 |
+5,389 |
3-Year Aus T-Bonds(SFE) |
Mar10 |
100121 |
94.88 |
94.94 |
94.86 |
94.88 |
unch |
168,876 |
544,269 |
+42,916 |
Jun10 |
100121 |
94.88 |
94.88 |
94.88 |
94.88 |
unch |
|
|
|
Total Volume and Open Interest |
168,876 |
544,269 |
+42,916 |
Gold(CMX) |
Feb10 |
100121 |
1112.4 |
1117.4 |
1088.0 |
1103.2 |
-9.4 |
232,575 |
216,554 |
-13,948 |
Apr10 |
100121 |
1114.1 |
1118.5 |
1089.0 |
1104.2 |
-9.4 |
38,382 |
148,135 |
+10,406 |
Jun10 |
100121 |
1116.4 |
1118.8 |
1089.8 |
1105.1 |
-9.4 |
3,861 |
50,417 |
+1,720 |
Aug10 |
100121 |
1117.7 |
1119.5 |
1093.1 |
1105.9 |
-9.4 |
146 |
21,852 |
+19 |
Oct10 |
100121 |
1116.0 |
1116.0 |
1098.1 |
1106.6 |
-9.4 |
25 |
7,201 |
+0 |
Dec10 |
100121 |
1119.3 |
1121.0 |
1093.1 |
1107.7 |
-9.4 |
957 |
29,655 |
+435 |
Feb11 |
100121 |
1101.3 |
1109.3 |
1097.2 |
1109.3 |
-9.4 |
3 |
7,920 |
+2 |
Apr11 |
100121 |
1116.5 |
1116.5 |
1100.0 |
1111.3 |
-9.5 |
12 |
4,038 |
+0 |
Jun11 |
100121 |
458.7 |
458.7 |
458.7 |
458.7 |
-9.5 |
0 |
7,170 |
+0 |
Aug11 |
100121 |
1117.1 |
1117.1 |
1117.1 |
1117.1 |
-9.6 |
0 |
1,486 |
+0 |
Oct11 |
100121 |
1120.5 |
1120.5 |
1120.5 |
1120.5 |
-9.7 |
0 |
1,360 |
+0 |
Dec11 |
100121 |
1117.0 |
1124.4 |
1111.0 |
1124.4 |
-9.7 |
129 |
10,900 |
+104 |
Total Volume and Open Interest |
276,998 |
527,764 |
-1,160 |
Silver(CMX) |
Mar10 |
100121 |
1791.0 |
1806.5 |
1734.0 |
1751.0 |
-37.0 |
53,618 |
75,187 |
-6,921 |
May10 |
100121 |
1801.0 |
1808.0 |
1738.5 |
1753.1 |
-37.0 |
5,759 |
14,154 |
+1,288 |
Jul10 |
100121 |
1800.0 |
1800.0 |
1751.5 |
1754.8 |
-37.2 |
551 |
9,515 |
-40 |
Sep10 |
100121 |
1803.5 |
1803.5 |
1756.6 |
1756.6 |
-37.3 |
268 |
2,868 |
+7 |
Dec10 |
100121 |
1810.0 |
1810.0 |
1745.0 |
1759.4 |
-37.3 |
1,088 |
10,806 |
+570 |
Mar11 |
100121 |
1781.0 |
1781.0 |
1751.0 |
1762.3 |
-37.4 |
1 |
767 |
+0 |
May11 |
100121 |
1771.0 |
1771.0 |
1764.3 |
1764.3 |
-37.4 |
4 |
1,715 |
+0 |
Total Volume and Open Interest |
61,515 |
126,220 |
-5,165 |
Platinum(NYMEX) |
Jan10 |
100121 |
1588.3 |
1588.3 |
1587.1 |
1587.1 |
-24.0 |
13 |
18 |
-15 |
Apr10 |
100121 |
1624.0 |
1634.5 |
1590.0 |
1592.1 |
-25.5 |
5,421 |
33,064 |
+34 |
Jul10 |
100121 |
1629.2 |
1629.2 |
1591.5 |
1591.9 |
-26.1 |
86 |
1,302 |
+70 |
Oct10 |
100121 |
1599.9 |
1599.9 |
1595.0 |
1595.0 |
-26.1 |
6 |
21 |
+6 |
Total Volume and Open Interest |
5,533 |
34,445 |
+93 |
Palladium(NYMEX) |
Mar10 |
100121 |
465.50 |
474.50 |
448.20 |
453.95 |
-8.10 |
2,334 |
22,610 |
+197 |
Jun10 |
100121 |
469.80 |
472.20 |
448.80 |
453.90 |
-7.15 |
100 |
844 |
+24 |
Sep10 |
100121 |
460.00 |
460.00 |
453.90 |
453.90 |
-7.15 |
0 |
22 |
+0 |
Total Volume and Open Interest |
2,436 |
23,485 |
+223 |
Copper(CMX) |
Mar10 |
100121 |
335.80 |
340.65 |
328.15 |
329.50 |
-6.00 |
27,967 |
96,863 |
-978 |
May10 |
100121 |
337.05 |
341.10 |
329.45 |
330.70 |
-5.85 |
1,529 |
21,246 |
+168 |
Jul10 |
100121 |
337.55 |
339.50 |
331.15 |
331.45 |
-5.85 |
342 |
10,553 |
+211 |
Sep10 |
100121 |
338.25 |
338.25 |
331.55 |
331.55 |
-5.85 |
59 |
4,487 |
-21 |
Dec10 |
100121 |
338.00 |
339.20 |
331.25 |
331.25 |
-5.80 |
69 |
4,272 |
+30 |
Total Volume and Open Interest |
30,403 |
141,781 |
-1,231 |
DJIA Index(CBOT) |
Mar10 |
100121 |
10564 |
10580 |
10330 |
10338 |
-219 |
517 |
12,601 |
+43 |
Jun10 |
100121 |
10480 |
10480 |
10277 |
10277 |
-219 |
1 |
13 |
+1 |
Sep10 |
100121 |
10218 |
10437 |
10218 |
10218 |
-219 |
|
|
|
Dec10 |
100121 |
10168 |
10387 |
10168 |
10168 |
-219 |
|
|
|
Total Volume and Open Interest |
518 |
12,614 |
+44 |
S & P 500(CME) |
Mar10 |
100121 |
1134.90 |
1139.00 |
1108.50 |
1111.10 |
-22.90 |
24,516 |
337,065 |
+7,428 |
Jun10 |
100121 |
1106.20 |
1131.10 |
1105.10 |
1106.20 |
-22.90 |
203 |
2,972 |
+220 |
Sep10 |
100121 |
1101.30 |
1126.10 |
1100.10 |
1101.30 |
-22.80 |
0 |
447 |
+0 |
Dec10 |
100121 |
1097.80 |
1122.60 |
1096.60 |
1097.80 |
-22.80 |
0 |
10 |
+0 |
Total Volume and Open Interest |
24,719 |
340,495 |
+7,648 |
S & P 500 E-Mini(Globex) |
Mar10 |
100121 |
1134.50 |
1139.25 |
1110.25 |
1111.00 |
-23.00 |
2,391,710 |
2,482,172 |
+9,966 |
Jun10 |
100121 |
1130.25 |
1134.00 |
1105.50 |
1106.25 |
-22.75 |
2,318 |
7,312 |
+1,378 |
Total Volume and Open Interest |
2,394,032 |
2,490,890 |
+11,345 |
NASDAQ 100(CME) |
Mar10 |
100121 |
1870.00 |
1884.00 |
1838.00 |
1841.00 |
-26.00 |
4,591 |
14,091 |
-953 |
Jun10 |
100121 |
1838.30 |
1876.50 |
1838.30 |
1838.30 |
-26.20 |
0 |
625 |
+0 |
Sep10 |
100121 |
1837.30 |
1840.50 |
1837.30 |
1837.30 |
-26.20 |
|
|
|
Total Volume and Open Interest |
4,591 |
14,716 |
-953 |
NASDAQ 100 E-Mini(Globex) |
Mar10 |
100121 |
1867.80 |
1883.50 |
1838.80 |
1841.00 |
-26.00 |
403,528 |
316,675 |
-21,231 |
Jun10 |
100121 |
1869.80 |
1880.30 |
1836.80 |
1838.30 |
-26.20 |
828 |
3,143 |
+639 |
Total Volume and Open Interest |
404,356 |
319,820 |
-20,592 |
S & P Midcap 400(CME) |
Mar10 |
100121 |
747.00 |
749.00 |
733.00 |
734.40 |
-10.70 |
9 |
1,495 |
-2 |
Jun10 |
100121 |
732.30 |
733.00 |
732.30 |
732.30 |
-10.70 |
|
|
|
Sep10 |
100121 |
730.30 |
731.00 |
730.30 |
730.30 |
-10.70 |
|
|
|
Total Volume and Open Interest |
9 |
1,495 |
-2 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar10 |
100121 |
10695 |
10885 |
10590 |
10635 |
-55 |
9,858 |
39,760 |
-367 |
Jun10 |
100121 |
10635 |
10645 |
10635 |
10635 |
-55 |
|
|
|
Total Volume and Open Interest |
9,858 |
39,760 |
-367 |
Nikkei 225(SGX) |
Mar10 |
100121 |
10695 |
10890 |
10550 |
10835 |
+125 |
99,546 |
189,136 |
+9,839 |
Jun10 |
100121 |
10740 |
10780 |
10740 |
10780 |
+135 |
3 |
1,372 |
+10 |
Sep10 |
100121 |
10785 |
10785 |
10785 |
10785 |
+125 |
0 |
55 |
+0 |
Total Volume and Open Interest |
100,169 |
192,305 |
+9,848 |
CAC 40(EURONEXT) |
Feb10 |
100121 |
3972.0 |
3972.0 |
3821.0 |
3863.5 |
-65.0 |
138,943 |
346,056 |
+32,890 |
Mar10 |
100121 |
3963.0 |
3967.5 |
3826.5 |
3863.5 |
-66.0 |
3,538 |
79,675 |
+3,114 |
Apr10 |
100121 |
3860.0 |
3860.0 |
3860.0 |
3860.0 |
-71.0 |
|
|
|
Total Volume and Open Interest |
142,481 |
427,755 |
+36,004 |
Hang Seng Index(HKFE) |
Jan10 |
100121 |
21158 |
21295 |
20712 |
20743 |
-440 |
83,652 |
78,815 |
+1,046 |
Feb10 |
100121 |
21149 |
21280 |
20716 |
20728 |
-452 |
2,699 |
4,082 |
+776 |
Mar10 |
100121 |
21120 |
21200 |
20635 |
20689 |
-427 |
490 |
5,307 |
+49 |
Total Volume and Open Interest |
87,009 |
89,141 |
+1,885 |
DAX(EUREX) |
Mar10 |
100121 |
5906.0 |
5914.0 |
5689.5 |
5749.0 |
-104.0 |
188,210 |
149,914 |
+231 |
Jun10 |
100121 |
5905.0 |
5921.0 |
5710.0 |
5758.0 |
-104.5 |
436 |
9,384 |
-91 |
Sep10 |
100121 |
5896.0 |
5912.5 |
5742.5 |
5768.5 |
-104.5 |
6 |
638 |
-1 |
Total Volume and Open Interest |
188,652 |
159,936 |
+139 |
FT-SE 100(EURONEXT) |
Mar10 |
100121 |
5414.00 |
5427.00 |
5245.50 |
5295.00 |
-83.50 |
130,945 |
664,943 |
-4,863 |
Jun10 |
100121 |
5245.50 |
5245.50 |
5245.50 |
5245.50 |
-83.50 |
3 |
2,375 |
+1 |
Sep10 |
100121 |
5208.50 |
5208.50 |
5208.50 |
5208.50 |
-85.00 |
10 |
323 |
-10 |
Total Volume and Open Interest |
130,968 |
668,232 |
-4,862 |
SPI 200(SFE) |
Mar10 |
100121 |
4834.0 |
4840.0 |
4776.0 |
4801.0 |
-36.0 |
32,815 |
193,713 |
-23 |
Jun10 |
100121 |
4832.0 |
4832.0 |
4825.0 |
4825.0 |
-36.0 |
1 |
1,740 |
-26 |
Sep10 |
100121 |
4825.0 |
4825.0 |
4825.0 |
4825.0 |
-36.0 |
0 |
2,038 |
+0 |
Total Volume and Open Interest |
32,816 |
198,284 |
-49 |
GSCI(CME) |
Feb10 |
100121 |
516.50 |
518.00 |
507.00 |
508.90 |
-4.60 |
350 |
18,090 |
-198 |
Mar10 |
100121 |
520.50 |
522.00 |
510.00 |
512.25 |
-5.25 |
2 |
0 |
+0 |
Apr10 |
100121 |
523.50 |
525.00 |
513.00 |
515.25 |
-6.25 |
2 |
0 |
+0 |
Total Volume and Open Interest |
354 |
18,090 |
-198 |
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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