|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon January 25, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Mar10 |
100125 |
955.00 |
956.00 |
935.25 |
940.50 |
-11.00 |
54,161 |
225,381 |
-2,438 |
| May10 |
100125 |
961.50 |
964.00 |
943.50 |
949.50 |
-9.75 |
15,468 |
69,385 |
+1,835 |
| Jul10 |
100125 |
966.25 |
970.00 |
950.25 |
956.25 |
-8.50 |
14,752 |
64,183 |
-14 |
| Aug10 |
100125 |
962.00 |
962.00 |
949.00 |
950.00 |
-8.25 |
331 |
1,944 |
+11 |
| Sep10 |
100125 |
943.00 |
943.00 |
930.00 |
935.00 |
-9.50 |
168 |
1,802 |
+44 |
| Nov10 |
100125 |
934.00 |
938.50 |
918.50 |
925.50 |
-7.75 |
8,099 |
81,209 |
+554 |
| Jan11 |
100125 |
947.75 |
948.25 |
931.00 |
935.00 |
-7.75 |
97 |
5,179 |
+6 |
| Total Volume and Open Interest |
93,212 |
455,948 |
+58 |
| Soybean Meal(CBOT) |
| Mar10 |
100125 |
286.80 |
287.80 |
282.00 |
283.00 |
-3.40 |
23,884 |
73,839 |
-546 |
| May10 |
100125 |
280.80 |
280.80 |
276.00 |
276.90 |
-2.40 |
14,534 |
37,466 |
+1,729 |
| Jul10 |
100125 |
279.20 |
280.20 |
275.40 |
276.20 |
-2.20 |
8,936 |
26,039 |
+795 |
| Aug10 |
100125 |
276.80 |
276.80 |
274.00 |
274.00 |
-2.40 |
1,502 |
7,211 |
-92 |
| Sep10 |
100125 |
273.30 |
273.30 |
270.00 |
270.40 |
-3.00 |
1,145 |
7,913 |
+369 |
| Oct10 |
100125 |
267.30 |
267.30 |
264.40 |
265.00 |
-2.80 |
477 |
4,291 |
+43 |
| Dec10 |
100125 |
265.80 |
268.10 |
262.80 |
263.70 |
-2.20 |
4,195 |
16,180 |
-164 |
| Jan11 |
100125 |
267.00 |
267.30 |
264.60 |
265.00 |
-2.30 |
13 |
885 |
+10 |
| Total Volume and Open Interest |
54,734 |
175,572 |
+2,149 |
| Soybean Oil(CBOT) |
| Mar10 |
100125 |
36.83 |
36.99 |
36.23 |
36.50 |
-0.21 |
24,248 |
124,177 |
-219 |
| May10 |
100125 |
37.32 |
37.44 |
36.67 |
36.95 |
-0.21 |
5,993 |
38,470 |
+858 |
| Jul10 |
100125 |
37.74 |
37.84 |
37.08 |
37.37 |
-0.20 |
4,404 |
31,174 |
+552 |
| Aug10 |
100125 |
37.86 |
37.86 |
37.31 |
37.53 |
-0.20 |
384 |
2,762 |
+76 |
| Sep10 |
100125 |
37.97 |
38.04 |
37.44 |
37.66 |
-0.19 |
243 |
4,274 |
+60 |
| Oct10 |
100125 |
38.09 |
38.09 |
37.47 |
37.73 |
-0.19 |
288 |
2,229 |
+44 |
| Dec10 |
100125 |
38.25 |
38.44 |
37.79 |
38.03 |
-0.19 |
3,011 |
20,987 |
+384 |
| Jan11 |
100125 |
38.33 |
38.52 |
38.33 |
38.33 |
-0.19 |
1 |
35 |
+1 |
| Total Volume and Open Interest |
38,573 |
224,211 |
+1,756 |
| Canola(WCE) |
| Mar10 |
100125 |
386.1 |
387.6 |
383.2 |
383.9 |
-1.8 |
11,001 |
85,283 |
+398 |
| May10 |
100125 |
392.2 |
393.9 |
390.2 |
390.5 |
-1.7 |
2,749 |
16,169 |
+1,652 |
| Jul10 |
100125 |
398.6 |
398.8 |
394.7 |
395.3 |
-1.6 |
1,064 |
11,031 |
+455 |
| Nov10 |
100125 |
405.6 |
405.9 |
402.3 |
402.9 |
-1.4 |
543 |
9,870 |
+409 |
| Jan11 |
100125 |
406.2 |
406.2 |
406.2 |
406.2 |
-1.4 |
2 |
282 |
+2 |
| Total Volume and Open Interest |
15,359 |
122,834 |
+2,916 |
| Corn(CBOT) |
| Mar10 |
100125 |
366.75 |
369.25 |
365.25 |
367.75 |
+3.00 |
116,246 |
475,031 |
-4,685 |
| May10 |
100125 |
377.00 |
380.00 |
376.25 |
378.75 |
+3.25 |
30,652 |
171,518 |
+6,385 |
| Jul10 |
100125 |
386.00 |
389.50 |
385.75 |
388.25 |
+2.75 |
23,110 |
144,651 |
+2,469 |
| Sep10 |
100125 |
394.25 |
395.50 |
391.75 |
394.50 |
+2.75 |
5,180 |
47,471 |
+744 |
| Dec10 |
100125 |
398.25 |
401.25 |
397.50 |
399.75 |
+2.50 |
25,370 |
239,722 |
+842 |
| Mar11 |
100125 |
407.00 |
411.00 |
399.75 |
409.75 |
+2.25 |
4,530 |
19,960 |
+948 |
| Total Volume and Open Interest |
206,727 |
1,129,551 |
+6,399 |
| Wheat(CBOT) |
| Mar10 |
100125 |
500.25 |
504.00 |
496.25 |
498.25 |
-0.25 |
30,415 |
185,613 |
-1,581 |
| May10 |
100125 |
512.75 |
517.25 |
510.00 |
512.00 |
-0.25 |
6,864 |
56,612 |
+2,171 |
| Jul10 |
100125 |
526.50 |
530.00 |
522.25 |
523.50 |
-0.50 |
3,451 |
70,661 |
+116 |
| Sep10 |
100125 |
541.50 |
543.25 |
537.75 |
538.25 |
-1.00 |
491 |
19,831 |
+21 |
| Dec10 |
100125 |
565.00 |
569.50 |
563.00 |
564.00 |
-1.00 |
1,459 |
56,034 |
+240 |
| Total Volume and Open Interest |
42,870 |
398,970 |
+1,074 |
| Wheat(KCBT) |
| Mar10 |
100125 |
502.75 |
507.00 |
500.50 |
501.00 |
-1.00 |
7,371 |
53,007 |
-940 |
| May10 |
100125 |
515.75 |
519.00 |
512.75 |
512.75 |
-1.25 |
1,992 |
18,929 |
+1,161 |
| Jul10 |
100125 |
527.25 |
530.75 |
522.75 |
524.75 |
-1.00 |
1,207 |
30,429 |
-27 |
| Sep10 |
100125 |
542.00 |
542.00 |
536.50 |
536.50 |
-0.25 |
47 |
4,184 |
+3 |
| Dec10 |
100125 |
556.25 |
560.25 |
554.25 |
554.25 |
-0.25 |
867 |
39,983 |
+112 |
| Total Volume and Open Interest |
11,522 |
147,843 |
+333 |
| Wheat(MGE) |
| Mar10 |
100125 |
514.00 |
518.00 |
510.50 |
512.25 |
-0.25 |
2,289 |
16,318 |
-99 |
| May10 |
100125 |
525.00 |
530.00 |
522.25 |
523.75 |
-0.25 |
209 |
7,561 |
+55 |
| Jul10 |
100125 |
537.00 |
542.00 |
535.50 |
536.75 |
+0.75 |
344 |
10,588 |
+44 |
| Sep10 |
100125 |
547.00 |
553.50 |
547.00 |
547.75 |
+0.50 |
90 |
4,777 |
+5 |
| Dec10 |
100125 |
565.00 |
571.00 |
563.50 |
564.75 |
-0.25 |
170 |
6,275 |
-71 |
| Total Volume and Open Interest |
3,112 |
46,399 |
-57 |
| Oats(CBOT) |
| Mar10 |
100125 |
236.00 |
237.00 |
227.75 |
233.25 |
+0.25 |
1,225 |
7,578 |
-32 |
| May10 |
100125 |
243.00 |
243.25 |
236.50 |
242.25 |
+0.25 |
132 |
2,624 |
-88 |
| Jul10 |
100125 |
249.50 |
249.75 |
246.00 |
249.75 |
+0.25 |
14 |
1,094 |
-3 |
| Sep10 |
100125 |
257.25 |
257.25 |
257.00 |
257.25 |
+0.25 |
1 |
370 |
+0 |
| Total Volume and Open Interest |
1,386 |
12,841 |
-147 |
| Rough Rice(CBOT) |
| Mar10 |
100125 |
14.15 |
14.23 |
14.06 |
14.11 |
-0.06 |
1,023 |
11,013 |
-588 |
| May10 |
100125 |
14.45 |
14.49 |
14.37 |
14.40 |
-0.07 |
277 |
1,632 |
+190 |
| Jul10 |
100125 |
14.60 |
14.72 |
14.60 |
14.63 |
-0.09 |
60 |
668 |
+24 |
| Sep10 |
100125 |
13.70 |
13.70 |
13.61 |
13.69 |
0.00 |
63 |
960 |
+33 |
| Total Volume and Open Interest |
1,475 |
15,189 |
-330 |
| Live Cattle(CME) |
| Feb10 |
100125 |
86.830 |
86.830 |
85.900 |
86.200 |
-0.435 |
10,975 |
52,909 |
-1,794 |
| Apr10 |
100125 |
90.550 |
90.680 |
89.850 |
90.180 |
-0.370 |
13,836 |
129,957 |
+1,008 |
| Jun10 |
100125 |
88.300 |
88.500 |
87.800 |
88.200 |
-0.100 |
8,981 |
64,211 |
+1,247 |
| Aug10 |
100125 |
87.785 |
87.785 |
87.250 |
87.680 |
-0.120 |
2,951 |
17,369 |
+1,277 |
| Oct10 |
100125 |
90.100 |
90.100 |
89.600 |
89.930 |
-0.270 |
603 |
13,299 |
+242 |
| Dec10 |
100125 |
90.200 |
90.200 |
89.850 |
90.200 |
-0.300 |
248 |
3,021 |
+75 |
| Total Volume and Open Interest |
37,639 |
282,525 |
+2,081 |
| Feeder Cattle(CME) |
| Jan10 |
100125 |
97.000 |
97.000 |
96.500 |
96.535 |
-0.565 |
327 |
2,365 |
-82 |
| Mar10 |
100125 |
99.400 |
99.400 |
98.650 |
98.785 |
-0.815 |
1,379 |
17,884 |
+293 |
| Apr10 |
100125 |
100.635 |
100.635 |
99.730 |
99.980 |
-0.670 |
566 |
4,800 |
+124 |
| May10 |
100125 |
100.850 |
100.850 |
100.200 |
100.550 |
-0.650 |
602 |
5,949 |
+441 |
| Aug10 |
100125 |
101.430 |
101.800 |
101.350 |
101.600 |
-0.500 |
139 |
2,540 |
+78 |
| Sep10 |
100125 |
100.800 |
101.800 |
100.800 |
101.800 |
unch |
1 |
90 |
+1 |
| Oct10 |
100125 |
101.300 |
101.300 |
100.750 |
101.300 |
unch |
2 |
77 |
+0 |
| Total Volume and Open Interest |
3,017 |
33,721 |
+856 |
| Lean Hogs(CME) |
| Feb10 |
100125 |
69.600 |
69.650 |
68.100 |
68.385 |
-1.465 |
8,196 |
26,408 |
-1,926 |
| Apr10 |
100125 |
71.785 |
71.800 |
70.330 |
70.500 |
-1.475 |
11,466 |
89,992 |
+1,249 |
| May10 |
100125 |
74.550 |
74.650 |
73.800 |
74.350 |
-1.000 |
238 |
4,717 |
+75 |
| Jun10 |
100125 |
79.100 |
79.150 |
78.080 |
78.400 |
-0.950 |
4,072 |
45,289 |
+1,230 |
| Jul10 |
100125 |
77.500 |
77.750 |
76.400 |
76.885 |
-0.795 |
663 |
15,120 |
-383 |
| Aug10 |
100125 |
76.050 |
76.250 |
74.850 |
75.200 |
-1.200 |
522 |
11,289 |
-148 |
| Oct10 |
100125 |
67.000 |
67.000 |
65.550 |
66.150 |
-0.900 |
198 |
5,491 |
+83 |
| Dec10 |
100125 |
64.500 |
64.580 |
63.735 |
64.000 |
-0.900 |
136 |
2,978 |
+43 |
| Total Volume and Open Interest |
25,491 |
201,704 |
+223 |
| Pork Bellies(CME) |
| Feb10 |
100125 |
85.050 |
86.000 |
83.500 |
83.500 |
-3.000 |
91 |
157 |
-13 |
| Mar10 |
100125 |
84.100 |
84.100 |
83.300 |
83.300 |
-2.300 |
6 |
101 |
+0 |
| May10 |
100125 |
86.800 |
88.000 |
86.800 |
87.500 |
-2.300 |
8 |
134 |
+2 |
| Jul10 |
100125 |
90.000 |
90.600 |
89.600 |
90.000 |
-1.600 |
0 |
44 |
+0 |
| Aug10 |
100125 |
88.800 |
88.800 |
86.000 |
86.000 |
-2.000 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
105 |
451 |
-11 |
| Class III Milk(CME) |
| Jan10 |
100125 |
14.55 |
14.55 |
14.48 |
14.53 |
+0.04 |
94 |
4,265 |
+10 |
| Feb10 |
100125 |
14.35 |
14.36 |
14.15 |
14.21 |
+0.03 |
235 |
4,148 |
+35 |
| Mar10 |
100125 |
14.31 |
14.31 |
14.05 |
14.10 |
-0.06 |
321 |
3,679 |
+55 |
| Apr10 |
100125 |
14.26 |
14.31 |
14.12 |
14.16 |
-0.05 |
255 |
2,894 |
+76 |
| May10 |
100125 |
14.73 |
14.73 |
14.50 |
14.54 |
-0.16 |
105 |
2,241 |
+24 |
| Total Volume and Open Interest |
1,853 |
28,532 |
+529 |
| Cocoa(ICE) |
| Mar10 |
100125 |
3423 |
3423 |
3382 |
3406 |
-19 |
9,785 |
65,785 |
-1,989 |
| May10 |
100125 |
3433 |
3450 |
3416 |
3438 |
-16 |
4,261 |
38,382 |
+2,394 |
| Jul10 |
100125 |
3450 |
3458 |
3436 |
3447 |
-16 |
629 |
10,794 |
+4 |
| Sep10 |
100125 |
3455 |
3460 |
3439 |
3445 |
-25 |
135 |
7,198 |
+67 |
| Dec10 |
100125 |
3449 |
3449 |
3431 |
3439 |
-19 |
55 |
5,981 |
+24 |
| Mar11 |
100125 |
3432 |
3437 |
3432 |
3435 |
-20 |
13 |
8,137 |
+0 |
| May11 |
100125 |
3442 |
3442 |
3441 |
3441 |
-15 |
2 |
4,318 |
+0 |
| Total Volume and Open Interest |
14,898 |
142,888 |
+516 |
| Coffee "C"(ICE) |
| Mar10 |
100125 |
139.80 |
140.40 |
138.55 |
139.40 |
-0.20 |
12,745 |
72,518 |
-131 |
| May10 |
100125 |
141.20 |
142.20 |
140.40 |
141.20 |
-0.20 |
2,408 |
29,459 |
+439 |
| Jul10 |
100125 |
143.00 |
143.70 |
142.15 |
142.75 |
-0.25 |
616 |
9,606 |
+173 |
| Sep10 |
100125 |
144.35 |
144.90 |
144.15 |
144.15 |
-0.20 |
785 |
7,228 |
+194 |
| Dec10 |
100125 |
145.85 |
145.90 |
145.75 |
145.85 |
-0.20 |
635 |
7,219 |
+341 |
| Mar11 |
100125 |
147.60 |
147.60 |
147.50 |
147.50 |
-0.20 |
193 |
2,927 |
+155 |
| Total Volume and Open Interest |
17,382 |
129,570 |
+1,171 |
| Orange Juice(ICE) |
| Mar10 |
100125 |
138.90 |
144.65 |
137.95 |
142.05 |
+3.40 |
1,147 |
22,279 |
-590 |
| May10 |
100125 |
142.70 |
148.00 |
141.65 |
145.50 |
+3.30 |
576 |
7,283 |
+411 |
| Jul10 |
100125 |
145.50 |
149.15 |
145.00 |
148.25 |
+3.40 |
53 |
3,679 |
+35 |
| Sep10 |
100125 |
147.00 |
150.00 |
147.00 |
149.20 |
+3.50 |
3 |
1,077 |
+0 |
| Nov10 |
100125 |
148.00 |
150.05 |
148.00 |
149.75 |
+3.55 |
2 |
376 |
+2 |
| Jan11 |
100125 |
148.50 |
151.45 |
148.50 |
151.10 |
+2.90 |
5 |
573 |
+4 |
| Total Volume and Open Interest |
1,786 |
35,460 |
-138 |
| Sugar #11(ICE) |
| Mar10 |
100125 |
28.74 |
30.10 |
28.44 |
29.80 |
+1.02 |
47,079 |
274,349 |
-7,844 |
| May10 |
100125 |
27.60 |
28.65 |
27.32 |
28.50 |
+0.90 |
22,585 |
169,648 |
+369 |
| Jul10 |
100125 |
24.02 |
24.70 |
23.87 |
24.50 |
+0.48 |
11,881 |
157,128 |
+1,123 |
| Oct10 |
100125 |
21.50 |
22.28 |
21.50 |
22.21 |
+0.39 |
7,861 |
106,360 |
+2,374 |
| Mar11 |
100125 |
19.74 |
20.55 |
19.61 |
20.48 |
+0.62 |
3,251 |
52,567 |
+727 |
| Total Volume and Open Interest |
92,910 |
832,458 |
-3,258 |
| London Cocoa(LCE) |
| London Sugar(LCE) |
| Cotton(ICE) |
| Mar10 |
100125 |
71.10 |
71.65 |
69.81 |
69.96 |
-1.11 |
7,973 |
97,578 |
-1,407 |
| May10 |
100125 |
72.35 |
72.80 |
71.07 |
71.23 |
-1.08 |
2,196 |
30,473 |
+695 |
| Jul10 |
100125 |
73.80 |
73.81 |
72.17 |
72.33 |
-1.07 |
729 |
25,468 |
+96 |
| Oct10 |
100125 |
71.79 |
71.79 |
71.79 |
71.79 |
-0.93 |
0 |
172 |
+0 |
| Dec10 |
100125 |
72.89 |
72.90 |
71.89 |
72.01 |
-0.91 |
548 |
18,340 |
+237 |
| Mar11 |
100125 |
73.51 |
73.51 |
73.51 |
73.51 |
-0.86 |
0 |
337 |
+0 |
| Total Volume and Open Interest |
11,446 |
173,247 |
-379 |
| Lumber(CME) |
| Mar10 |
100125 |
250.3 |
254.5 |
249.5 |
252.5 |
+2.1 |
323 |
6,379 |
+24 |
| May10 |
100125 |
271.1 |
274.3 |
270.0 |
274.3 |
+2.4 |
102 |
2,790 |
+73 |
| Jul10 |
100125 |
275.4 |
278.2 |
275.1 |
277.6 |
+0.7 |
28 |
867 |
+9 |
| Sep10 |
100125 |
275.3 |
276.3 |
275.1 |
276.0 |
+4.9 |
3 |
401 |
-1 |
| Total Volume and Open Interest |
457 |
10,442 |
+106 |
| Crude Oil(NYM) |
| Mar10 |
100125 |
74.24 |
75.42 |
74.06 |
75.26 |
+0.72 |
348,819 |
358,151 |
-8,387 |
| Apr10 |
100125 |
74.60 |
75.82 |
74.52 |
75.69 |
+0.77 |
93,682 |
130,850 |
-4,243 |
| May10 |
100125 |
75.27 |
76.31 |
75.10 |
76.27 |
+0.81 |
41,753 |
71,832 |
-2,233 |
| Jun10 |
100125 |
75.75 |
76.92 |
75.71 |
76.84 |
+0.79 |
39,302 |
123,379 |
-1,997 |
| Jul10 |
100125 |
76.64 |
77.49 |
76.34 |
77.43 |
+0.80 |
9,499 |
43,633 |
-25 |
| Aug10 |
100125 |
77.62 |
77.98 |
76.95 |
77.98 |
+0.81 |
6,984 |
19,323 |
+959 |
| Sep10 |
100125 |
77.50 |
78.50 |
77.43 |
78.50 |
+0.82 |
6,360 |
28,672 |
+450 |
| Oct10 |
100125 |
78.55 |
79.05 |
78.55 |
79.00 |
+0.81 |
4,255 |
19,418 |
+705 |
| Nov10 |
100125 |
78.93 |
79.51 |
78.92 |
79.51 |
+0.81 |
3,410 |
24,932 |
+423 |
| Dec10 |
100125 |
78.99 |
80.08 |
78.92 |
80.04 |
+0.81 |
24,596 |
186,934 |
+213 |
| Jan11 |
100125 |
80.01 |
80.42 |
79.63 |
80.42 |
+0.81 |
770 |
21,038 |
-264 |
| Feb11 |
100125 |
79.75 |
80.77 |
79.75 |
80.77 |
+0.82 |
594 |
11,941 |
-124 |
| Mar11 |
100125 |
81.12 |
81.12 |
81.12 |
81.12 |
+0.83 |
364 |
8,025 |
+18 |
| Apr11 |
100125 |
81.46 |
81.46 |
81.46 |
81.46 |
+0.84 |
219 |
9,598 |
-143 |
| May11 |
100125 |
81.74 |
81.74 |
81.74 |
81.74 |
+0.85 |
268 |
3,853 |
+32 |
| Jun11 |
100125 |
81.25 |
82.00 |
81.25 |
82.00 |
+0.86 |
315 |
21,965 |
-88 |
| Total Volume and Open Interest |
590,946 |
1,311,008 |
-15,292 |
| 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 |
100125 |
74.300 |
75.425 |
74.050 |
75.250 |
+0.700 |
11,347 |
4,871 |
+78 |
| Apr10 |
100125 |
74.975 |
75.700 |
74.550 |
75.700 |
+0.775 |
376 |
388 |
-17 |
| May10 |
100125 |
75.425 |
76.275 |
75.400 |
76.275 |
+0.825 |
99 |
54 |
-7 |
| Jun10 |
100125 |
76.050 |
76.850 |
76.000 |
76.850 |
+0.800 |
12 |
77 |
+2 |
| Jul10 |
100125 |
77.425 |
77.425 |
77.425 |
77.425 |
+0.800 |
1 |
13 |
+1 |
| Aug10 |
100125 |
77.975 |
77.975 |
77.975 |
77.975 |
+0.800 |
1 |
2 |
+0 |
| Sep10 |
100125 |
78.500 |
78.500 |
78.500 |
78.500 |
+0.825 |
1 |
0 |
+0 |
| Oct10 |
100125 |
79.000 |
79.000 |
79.000 |
79.000 |
+0.800 |
1 |
2 |
+0 |
| Total Volume and Open Interest |
11,839 |
5,508 |
+57 |
| Heating Oil(NYM) |
| Feb10 |
100125 |
193.90 |
196.92 |
193.54 |
196.58 |
+2.42 |
27,948 |
39,381 |
-7,917 |
| Mar10 |
100125 |
194.55 |
197.90 |
194.55 |
197.50 |
+2.20 |
48,747 |
87,534 |
+4,259 |
| Apr10 |
100125 |
194.75 |
198.30 |
194.75 |
198.02 |
+2.06 |
18,531 |
35,377 |
-282 |
| May10 |
100125 |
195.90 |
198.99 |
195.90 |
198.72 |
+1.97 |
9,272 |
22,230 |
+1,480 |
| Jun10 |
100125 |
196.83 |
199.93 |
196.58 |
199.72 |
+1.92 |
12,491 |
37,543 |
+1,919 |
| Jul10 |
100125 |
199.14 |
201.76 |
199.03 |
201.61 |
+1.91 |
3,219 |
12,356 |
-45 |
| Aug10 |
100125 |
202.43 |
203.74 |
202.06 |
203.60 |
+1.80 |
3,121 |
6,324 |
+321 |
| Sep10 |
100125 |
205.22 |
205.88 |
203.82 |
205.88 |
+1.73 |
1,777 |
9,781 |
+430 |
| Oct10 |
100125 |
207.90 |
208.59 |
207.00 |
208.50 |
+1.73 |
912 |
8,862 |
+172 |
| Nov10 |
100125 |
209.96 |
211.12 |
209.50 |
211.12 |
+1.70 |
352 |
6,309 |
+18 |
| Dec10 |
100125 |
211.34 |
214.16 |
211.34 |
213.76 |
+1.69 |
1,651 |
18,411 |
+131 |
| Jan11 |
100125 |
215.00 |
216.26 |
214.53 |
216.26 |
+1.61 |
304 |
9,416 |
-68 |
| Total Volume and Open Interest |
129,417 |
315,060 |
+434 |
| Gasoline(NYMEX) |
| Feb10 |
100125 |
196.00 |
200.44 |
195.20 |
200.08 |
+3.51 |
26,917 |
31,729 |
-5,894 |
| Mar10 |
100125 |
196.93 |
201.17 |
196.09 |
200.76 |
+3.42 |
38,905 |
91,524 |
+82 |
| Apr10 |
100125 |
206.90 |
210.00 |
205.27 |
209.60 |
+3.13 |
11,701 |
40,271 |
+383 |
| May10 |
100125 |
206.84 |
210.50 |
206.15 |
210.11 |
+2.85 |
5,022 |
23,923 |
+637 |
| Jun10 |
100125 |
208.00 |
210.33 |
206.49 |
210.08 |
+2.50 |
5,120 |
21,833 |
-289 |
| Jul10 |
100125 |
206.41 |
209.70 |
206.37 |
209.50 |
+2.19 |
1,589 |
13,004 |
+480 |
| Aug10 |
100125 |
208.60 |
208.69 |
208.60 |
208.69 |
+1.98 |
1,934 |
7,424 |
+50 |
| Sep10 |
100125 |
204.98 |
207.87 |
204.98 |
207.87 |
+1.91 |
2,046 |
10,839 |
+511 |
| Oct10 |
100125 |
198.20 |
198.20 |
198.19 |
198.19 |
+1.80 |
1,480 |
4,600 |
+378 |
| Nov10 |
100125 |
196.95 |
197.83 |
196.55 |
197.83 |
+1.84 |
845 |
11,111 |
-96 |
| Total Volume and Open Interest |
96,402 |
272,036 |
-3,592 |
| e-miNY RBOB Gasoline(NYM) |
| Feb10 |
100125 |
200.10 |
200.10 |
200.08 |
200.10 |
+3.50 |
0 |
11 |
+0 |
| Mar10 |
100125 |
200.80 |
200.80 |
200.76 |
200.80 |
+3.50 |
0 |
1 |
+0 |
| Apr10 |
100125 |
209.60 |
209.60 |
209.60 |
209.60 |
+3.10 |
|
|
|
| May10 |
100125 |
210.10 |
210.11 |
210.10 |
210.10 |
+2.80 |
|
|
|
| Total Volume and Open Interest |
0 |
12 |
+0 |
| Natural Gas(NYM) |
| Feb10 |
100125 |
5.821 |
5.854 |
5.671 |
5.722 |
-0.097 |
104,038 |
29,616 |
-5,090 |
| Mar10 |
100125 |
5.749 |
5.786 |
5.604 |
5.663 |
-0.087 |
85,156 |
223,566 |
+13,288 |
| Apr10 |
100125 |
5.706 |
5.724 |
5.557 |
5.615 |
-0.073 |
31,958 |
88,009 |
+1,814 |
| May10 |
100125 |
5.731 |
5.754 |
5.595 |
5.651 |
-0.067 |
18,213 |
66,274 |
+642 |
| Jun10 |
100125 |
5.710 |
5.804 |
5.654 |
5.709 |
-0.065 |
4,476 |
24,337 |
-1,020 |
| Jul10 |
100125 |
5.789 |
5.880 |
5.732 |
5.782 |
-0.064 |
2,672 |
24,471 |
-194 |
| Aug10 |
100125 |
5.870 |
5.940 |
5.819 |
5.849 |
-0.062 |
3,324 |
32,616 |
-434 |
| Sep10 |
100125 |
5.875 |
5.971 |
5.867 |
5.879 |
-0.062 |
1,233 |
22,464 |
-29 |
| Oct10 |
100125 |
6.009 |
6.073 |
5.945 |
5.980 |
-0.065 |
10,984 |
50,177 |
+832 |
| Nov10 |
100125 |
6.288 |
6.367 |
6.256 |
6.280 |
-0.055 |
1,441 |
12,765 |
+145 |
| Dec10 |
100125 |
6.650 |
6.680 |
6.576 |
6.600 |
-0.055 |
1,810 |
21,171 |
+200 |
| Jan11 |
100125 |
6.798 |
6.889 |
6.776 |
6.820 |
-0.050 |
4,201 |
28,825 |
+291 |
| Feb11 |
100125 |
6.807 |
6.807 |
6.761 |
6.775 |
-0.050 |
329 |
9,204 |
+148 |
| Mar11 |
100125 |
6.562 |
6.610 |
6.555 |
6.580 |
-0.050 |
2,141 |
23,047 |
+307 |
| Apr11 |
100125 |
6.087 |
6.100 |
6.065 |
6.065 |
-0.025 |
770 |
22,464 |
+70 |
| May11 |
100125 |
6.015 |
6.210 |
6.015 |
6.035 |
-0.025 |
37 |
9,661 |
+10 |
| Total Volume and Open Interest |
273,960 |
784,476 |
+11,176 |
| Brent Crude Oil(ICE) |
| Mar10 |
100125 |
72.46 |
73.80 |
72.46 |
73.69 |
+0.86 |
175,629 |
216,475 |
-13,403 |
| Apr10 |
100125 |
73.60 |
74.42 |
73.18 |
74.32 |
+0.81 |
46,396 |
131,236 |
+1,171 |
| May10 |
100125 |
74.30 |
75.06 |
73.89 |
75.00 |
+0.79 |
28,328 |
62,984 |
+241 |
| Jun10 |
100125 |
74.99 |
75.68 |
74.72 |
75.68 |
+0.77 |
25,788 |
68,487 |
+1,109 |
| Jul10 |
100125 |
75.59 |
76.31 |
75.47 |
76.31 |
+0.73 |
9,020 |
20,889 |
+889 |
| Aug10 |
100125 |
76.20 |
76.92 |
76.08 |
76.92 |
+0.73 |
4,806 |
18,941 |
-671 |
| Sep10 |
100125 |
76.75 |
77.47 |
76.64 |
77.47 |
+0.73 |
5,016 |
13,500 |
+804 |
| Oct10 |
100125 |
77.27 |
78.00 |
77.16 |
78.00 |
+0.73 |
3,019 |
15,389 |
-263 |
| Nov10 |
100125 |
77.79 |
78.53 |
77.61 |
78.53 |
+0.74 |
2,380 |
12,420 |
+55 |
| Dec10 |
100125 |
78.34 |
79.07 |
78.15 |
79.06 |
+0.72 |
15,583 |
75,698 |
-2,958 |
| Jan11 |
100125 |
79.53 |
79.53 |
79.53 |
79.53 |
+0.72 |
1,206 |
10,799 |
-379 |
| Feb11 |
100125 |
79.98 |
79.98 |
79.98 |
79.98 |
+0.72 |
739 |
4,793 |
-483 |
| Mar11 |
100125 |
80.41 |
80.41 |
80.41 |
80.41 |
+0.72 |
279 |
4,652 |
+41 |
| Apr11 |
100125 |
80.83 |
80.83 |
80.83 |
80.83 |
+0.72 |
22 |
2,016 |
-6 |
| Total Volume and Open Interest |
322,336 |
761,138 |
-14,755 |
| Gas Oil(ICE) |
| Feb10 |
100125 |
597.25 |
598.75 |
587.50 |
594.25 |
-3.25 |
53,464 |
103,768 |
-4,027 |
| Mar10 |
100125 |
598.00 |
606.00 |
595.25 |
601.75 |
-3.25 |
56,303 |
124,959 |
+14,868 |
| Apr10 |
100125 |
610.25 |
612.25 |
602.00 |
608.50 |
-3.25 |
15,654 |
54,154 |
+3,540 |
| May10 |
100125 |
608.75 |
618.50 |
608.75 |
615.00 |
-3.25 |
9,373 |
32,202 |
+986 |
| Jun10 |
100125 |
619.25 |
624.50 |
616.50 |
621.25 |
-3.25 |
9,624 |
44,344 |
+1,528 |
| Jul10 |
100125 |
624.00 |
629.50 |
623.50 |
627.50 |
-3.50 |
2,622 |
21,713 |
+678 |
| Aug10 |
100125 |
631.75 |
637.50 |
630.00 |
634.25 |
-3.50 |
1,583 |
22,185 |
+154 |
| Sep10 |
100125 |
637.25 |
643.50 |
637.25 |
640.75 |
-3.50 |
730 |
21,877 |
+182 |
| Oct10 |
100125 |
643.50 |
650.00 |
642.75 |
646.75 |
-3.75 |
898 |
11,695 |
-228 |
| Nov10 |
100125 |
649.25 |
654.50 |
647.75 |
651.75 |
-3.75 |
606 |
10,883 |
+148 |
| Total Volume and Open Interest |
157,478 |
577,757 |
+18,601 |
| Ethanol(CBOT) |
| Jan10 |
100106 |
1.949 |
1.958 |
1.941 |
1.957 |
+0.010 |
21 |
369 |
-4 |
| Feb10 |
100125 |
1.800 |
1.809 |
1.798 |
1.807 |
+0.024 |
195 |
653 |
-71 |
| Mar10 |
100125 |
1.790 |
1.802 |
1.790 |
1.800 |
+0.021 |
45 |
1,025 |
+22 |
| Apr10 |
100125 |
1.795 |
1.805 |
1.795 |
1.804 |
+0.024 |
51 |
1,257 |
+16 |
| May10 |
100125 |
1.787 |
1.798 |
1.787 |
1.792 |
+0.013 |
41 |
469 |
+7 |
| Jun10 |
100125 |
1.785 |
1.794 |
1.782 |
1.791 |
+0.014 |
21 |
353 |
-5 |
| Jul10 |
100125 |
1.785 |
1.789 |
1.785 |
1.785 |
+0.012 |
176 |
743 |
+113 |
| Aug10 |
100125 |
1.767 |
1.775 |
1.767 |
1.768 |
+0.013 |
43 |
500 |
+43 |
| Total Volume and Open Interest |
683 |
6,902 |
+221 |
| US Dollar Index(ICE) |
| Mar10 |
100125 |
78.430 |
78.515 |
78.200 |
78.350 |
-0.080 |
20,684 |
51,786 |
+1,915 |
| Jun10 |
100125 |
78.795 |
78.820 |
78.650 |
78.650 |
-0.080 |
9 |
4,901 |
+1 |
| Sep10 |
100125 |
78.950 |
78.950 |
78.950 |
78.950 |
-0.080 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
20,693 |
56,688 |
+1,916 |
| Australian Dollar(CME) |
| Mar10 |
100125 |
89.73 |
90.49 |
89.71 |
90.03 |
+0.32 |
110,001 |
112,231 |
-6,149 |
| Jun10 |
100125 |
89.13 |
89.19 |
88.77 |
89.09 |
+0.32 |
46 |
4,251 |
-20 |
| Sep10 |
100125 |
88.11 |
88.11 |
87.79 |
88.11 |
+0.32 |
0 |
20 |
+0 |
| Total Volume and Open Interest |
110,048 |
116,506 |
-6,168 |
| British Pound(CME) |
| Mar10 |
100125 |
161.00 |
162.56 |
160.90 |
162.38 |
+1.26 |
154,259 |
85,279 |
+5,402 |
| Jun10 |
100125 |
160.98 |
162.28 |
160.89 |
162.28 |
+1.26 |
370 |
701 |
-184 |
| Sep10 |
100125 |
162.16 |
162.16 |
160.91 |
162.16 |
+1.25 |
0 |
79 |
+0 |
| Total Volume and Open Interest |
154,629 |
86,062 |
+5,218 |
| Canadian Dollar(CME) |
| Mar10 |
100125 |
94.62 |
94.93 |
94.21 |
94.58 |
+0.14 |
89,698 |
93,591 |
-6,383 |
| Jun10 |
100125 |
94.68 |
94.90 |
94.23 |
94.58 |
+0.14 |
635 |
1,895 |
+101 |
| Sep10 |
100125 |
94.31 |
94.55 |
94.29 |
94.55 |
+0.14 |
25 |
636 |
-9 |
| Dec10 |
100125 |
94.42 |
94.50 |
94.10 |
94.50 |
+0.15 |
5 |
541 |
+0 |
| Total Volume and Open Interest |
90,363 |
96,729 |
-6,291 |
| Japanese Yen(CME) |
| Mar10 |
100125 |
111.21 |
111.37 |
110.71 |
110.81 |
-0.51 |
150,399 |
118,080 |
-2,755 |
| Jun10 |
100125 |
111.21 |
111.38 |
110.80 |
110.88 |
-0.50 |
217 |
683 |
+129 |
| Sep10 |
100125 |
110.96 |
111.47 |
110.96 |
110.96 |
-0.51 |
0 |
196 |
+0 |
| Total Volume and Open Interest |
150,616 |
118,983 |
-2,626 |
| Swiss Franc(CME) |
| Mar10 |
100125 |
96.12 |
96.47 |
95.96 |
96.21 |
+0.21 |
50,385 |
33,408 |
-646 |
| Jun10 |
100125 |
96.40 |
96.51 |
96.06 |
96.27 |
+0.21 |
29 |
154 |
-11 |
| Sep10 |
100125 |
96.34 |
96.34 |
96.13 |
96.34 |
+0.21 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
50,414 |
33,572 |
-657 |
| EuroFX(CME) |
| Mar10 |
100125 |
141.47 |
141.93 |
141.26 |
141.49 |
+0.15 |
272,957 |
173,493 |
+100 |
| Jun10 |
100125 |
141.43 |
141.87 |
141.28 |
141.45 |
+0.15 |
611 |
1,482 |
+129 |
| Sep10 |
100125 |
141.36 |
141.53 |
141.21 |
141.36 |
+0.15 |
8 |
670 |
+8 |
| Total Volume and Open Interest |
273,576 |
175,661 |
+237 |
| Mexican Peso(CME) |
| Feb10 |
100125 |
776.8 |
776.8 |
771.8 |
776.8 |
+5.0 |
0 |
3 |
+0 |
| Mar10 |
100125 |
768.2 |
774.0 |
768.2 |
773.8 |
+5.0 |
28,472 |
97,173 |
-6,444 |
| Total Volume and Open Interest |
28,488 |
98,925 |
-6,459 |
| 30-Year T-Bonds(CBOT) |
| Mar10 |
100125 |
118~190 |
118~230 |
118~020 |
118~100 |
-0~170 |
283,179 |
643,016 |
-8,384 |
| Jun10 |
100125 |
117~010 |
117~110 |
116~210 |
116~260 |
-0~170 |
994 |
2,077 |
+716 |
| Sep10 |
100125 |
115~150 |
116~000 |
115~150 |
115~150 |
-0~170 |
3 |
8 |
+3 |
| Total Volume and Open Interest |
284,176 |
645,101 |
-7,665 |
| 10-Year T-Notes(CBOT) |
| Mar10 |
100125 |
117~245 |
117~280 |
117~175 |
117~235 |
-0~055 |
960,239 |
1,298,440 |
-38,453 |
| Jun10 |
100125 |
116~060 |
116~110 |
116~000 |
116~050 |
-0~060 |
1,661 |
6,667 |
+805 |
| Sep10 |
100125 |
114~185 |
114~250 |
114~185 |
114~185 |
-0~065 |
|
|
|
| Total Volume and Open Interest |
961,900 |
1,305,107 |
-37,648 |
| 5-Year T-Notes(CBOT) |
| Mar10 |
100125 |
116~017 |
116~027 |
116~002 |
116~016 |
-0~008 |
442,676 |
813,750 |
+1,221 |
| Jun10 |
100125 |
114~104 |
114~107 |
114~104 |
114~107 |
-0~009 |
20 |
76 |
+9 |
| Sep10 |
100125 |
113~070 |
113~080 |
113~070 |
113~070 |
-0~010 |
|
|
|
| Total Volume and Open Interest |
442,696 |
813,826 |
+1,230 |
| 2 Year T-Notes(CBOT) |
| Mar10 |
100125 |
108~115 |
108~117 |
108~109 |
108~115 |
unch |
306,140 |
886,287 |
-1,273 |
| Jun10 |
100125 |
108~046 |
108~046 |
108~045 |
108~045 |
-0~001 |
2,207 |
14,691 |
+1,603 |
| Sep10 |
100125 |
107~103 |
107~105 |
107~103 |
107~103 |
-0~002 |
|
|
|
| Total Volume and Open Interest |
308,347 |
900,978 |
+330 |
| Eurodollars(CME) |
| Mar10 |
100125 |
99.700 |
99.715 |
99.695 |
99.710 |
+0.005 |
221,399 |
1,199,537 |
+10,267 |
| Jun10 |
100125 |
99.595 |
99.605 |
99.580 |
99.600 |
+0.005 |
276,971 |
1,026,880 |
+23,496 |
| Sep10 |
100125 |
99.330 |
99.350 |
99.305 |
99.340 |
+0.005 |
229,696 |
883,203 |
-1,039 |
| Dec10 |
100125 |
98.970 |
98.995 |
98.940 |
98.985 |
+0.010 |
237,040 |
843,705 |
+8,919 |
| Mar11 |
100125 |
98.595 |
98.625 |
98.560 |
98.610 |
+0.005 |
247,851 |
553,647 |
+1,426 |
| Jun11 |
100125 |
98.220 |
98.250 |
98.185 |
98.235 |
unch |
230,186 |
671,915 |
+22,340 |
| Sep11 |
100125 |
97.860 |
97.900 |
97.840 |
97.885 |
-0.005 |
148,208 |
519,552 |
+1,009 |
| Dec11 |
100125 |
97.525 |
97.560 |
97.505 |
97.550 |
-0.010 |
117,304 |
341,246 |
+4,622 |
| Mar12 |
100125 |
97.225 |
97.260 |
97.205 |
97.250 |
-0.015 |
62,319 |
249,534 |
-1,997 |
| Jun12 |
100125 |
96.930 |
96.965 |
96.915 |
96.955 |
-0.020 |
49,606 |
224,140 |
+443 |
| Sep12 |
100125 |
96.660 |
96.700 |
96.645 |
96.685 |
-0.020 |
39,298 |
126,519 |
+58 |
| Dec12 |
100125 |
96.405 |
96.435 |
96.385 |
96.425 |
-0.020 |
36,698 |
105,162 |
-2,521 |
| Mar13 |
100125 |
96.205 |
96.225 |
96.180 |
96.215 |
-0.025 |
18,688 |
74,288 |
+2,690 |
| Jun13 |
100125 |
95.995 |
96.025 |
95.985 |
96.015 |
-0.030 |
11,436 |
64,196 |
+772 |
| Sep13 |
100125 |
95.815 |
95.845 |
95.810 |
95.835 |
-0.030 |
8,211 |
50,425 |
+78 |
| Dec13 |
100125 |
95.640 |
95.660 |
95.630 |
95.650 |
-0.035 |
7,555 |
34,545 |
-238 |
| Mar14 |
100125 |
95.490 |
95.525 |
95.490 |
95.515 |
-0.035 |
5,842 |
34,956 |
-60 |
| Jun14 |
100125 |
95.350 |
95.390 |
95.350 |
95.380 |
-0.035 |
4,765 |
28,792 |
+622 |
| Total Volume and Open Interest |
1,985,792 |
7,210,960 |
+80,436 |
| 30 Day Federal Funds(CBOT) |
| Jan10 |
100125 |
99.887 |
99.887 |
99.885 |
99.885 |
unch |
9,641 |
68,929 |
-2,475 |
| Feb10 |
100125 |
99.865 |
99.865 |
99.860 |
99.865 |
unch |
9,044 |
95,736 |
-1,420 |
| Mar10 |
100125 |
99.855 |
99.855 |
99.845 |
99.855 |
unch |
10,382 |
56,909 |
-3,580 |
| Apr10 |
100125 |
99.835 |
99.840 |
99.830 |
99.840 |
unch |
9,310 |
75,557 |
+1,984 |
| May10 |
100125 |
99.825 |
99.830 |
99.820 |
99.825 |
unch |
15,320 |
63,980 |
+1,470 |
| Jun10 |
100125 |
99.805 |
99.820 |
99.805 |
99.815 |
unch |
13,453 |
50,647 |
+397 |
| Total Volume and Open Interest |
103,930 |
573,872 |
+434 |
| 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 |
100125 |
99.580 |
99.580 |
99.580 |
99.580 |
unch |
580 |
1,263 |
+580 |
| Jun10 |
100125 |
99.620 |
99.620 |
99.620 |
99.620 |
unch |
0 |
80 |
+0 |
| Sep10 |
100125 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
0 |
230 |
+0 |
| Dec10 |
100125 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
0 |
242 |
+0 |
| Mar11 |
100125 |
99.600 |
99.600 |
99.600 |
99.600 |
unch |
|
|
|
| Jun11 |
100125 |
99.575 |
99.575 |
99.575 |
99.575 |
unch |
|
|
|
| Sep11 |
100125 |
99.575 |
99.575 |
99.575 |
99.575 |
unch |
|
|
|
| Dec11 |
100125 |
99.380 |
99.380 |
99.380 |
99.380 |
unch |
|
|
|
| Mar12 |
100125 |
99.465 |
99.465 |
99.465 |
99.465 |
+0.120 |
|
|
|
| Jun12 |
100125 |
99.515 |
99.515 |
99.515 |
99.515 |
+0.120 |
|
|
|
| Total Volume and Open Interest |
580 |
1,815 |
+580 |
| 3-Mth Euro-Yen(SGX) |
| Mar10 |
100125 |
99.58 |
99.58 |
99.57 |
99.57 |
-0.01 |
252 |
5,246 |
+965 |
| Jun10 |
100125 |
99.62 |
99.62 |
99.61 |
99.61 |
-0.01 |
0 |
1,621 |
+30 |
| Sep10 |
100125 |
99.64 |
99.64 |
99.64 |
99.64 |
0.00 |
0 |
1,666 |
+0 |
| Dec10 |
100125 |
99.62 |
99.62 |
99.62 |
99.62 |
0.00 |
50 |
1,431 |
+0 |
| Mar11 |
100125 |
99.60 |
99.60 |
99.60 |
99.60 |
0.00 |
0 |
664 |
+0 |
| Jun11 |
100125 |
99.57 |
99.57 |
99.57 |
99.57 |
0.00 |
0 |
52 |
+0 |
| Sep11 |
100125 |
99.57 |
99.57 |
99.57 |
99.57 |
0.00 |
0 |
51 |
+0 |
| Dec11 |
100125 |
99.50 |
99.50 |
99.50 |
99.50 |
+0.12 |
0 |
102 |
+1 |
| Total Volume and Open Interest |
302 |
12,204 |
+996 |
| Japanese Gov't Bonds(SGX) |
| Mar10 |
100125 |
139.22 |
139.33 |
139.04 |
139.10 |
-0.09 |
2,034 |
15,699 |
-184 |
| Jun10 |
100125 |
139.02 |
139.02 |
139.02 |
139.02 |
-0.09 |
|
|
|
| Sep10 |
100125 |
139.02 |
139.02 |
139.02 |
139.02 |
-0.09 |
|
|
|
| Total Volume and Open Interest |
2,034 |
15,699 |
-184 |
| Euro-Bund(EUREX) |
| Mar10 |
100125 |
123.24 |
123.29 |
122.92 |
123.15 |
unch |
822,516 |
882,857 |
-431 |
| Jun10 |
100125 |
122.00 |
122.00 |
121.58 |
121.71 |
-0.01 |
239 |
1,017 |
+80 |
| Sep10 |
100125 |
121.35 |
121.35 |
121.35 |
121.35 |
unch |
245 |
0 |
+0 |
| Total Volume and Open Interest |
823,000 |
883,874 |
-351 |
| Euro-Bobl(EUREX) |
| Mar10 |
100125 |
117.15 |
117.19 |
116.96 |
117.12 |
+0.01 |
546,740 |
754,505 |
+5,000 |
| Jun10 |
100125 |
115.57 |
115.66 |
115.53 |
115.65 |
+0.02 |
232 |
233 |
+119 |
| Sep10 |
100125 |
115.42 |
115.42 |
115.42 |
115.42 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
546,972 |
754,738 |
+5,119 |
| 3-Mth Euribor(EUREX) |
| Mar10 |
100125 |
99.315 |
99.325 |
99.315 |
99.320 |
+0.005 |
316 |
13,501 |
-17 |
| Jun10 |
100125 |
99.080 |
99.105 |
99.080 |
99.105 |
+0.015 |
132 |
7,433 |
+72 |
| Sep10 |
100125 |
98.830 |
98.830 |
98.830 |
98.830 |
+0.015 |
13 |
2,484 |
+0 |
| Total Volume and Open Interest |
483 |
27,149 |
+55 |
| Long Gilt(LIFFE) |
| Mar10 |
100125 |
115~21 |
115~22 |
115~09 |
115~20 |
+0~05 |
94,155 |
249,613 |
-300 |
| Jun10 |
100125 |
114~06 |
114~06 |
114~06 |
114~06 |
+0~05 |
|
|
|
| Total Volume and Open Interest |
94,155 |
249,613 |
-300 |
| 3-Mth Short Sterling(LIFFE) |
| Mar10 |
100125 |
99.36 |
99.37 |
99.35 |
99.36 |
unch |
48,681 |
329,480 |
-4,284 |
| Jun10 |
100125 |
99.22 |
99.22 |
99.19 |
99.21 |
-0.01 |
150,514 |
389,149 |
-4,781 |
| Sep10 |
100125 |
98.87 |
98.89 |
98.83 |
98.87 |
unch |
200,381 |
348,882 |
-7,643 |
| Dec10 |
100125 |
98.42 |
98.45 |
98.38 |
98.44 |
+0.03 |
164,989 |
333,043 |
-11,725 |
| Mar11 |
100125 |
97.98 |
98.04 |
97.96 |
98.03 |
+0.04 |
109,354 |
312,447 |
+8,417 |
| Jun11 |
100125 |
97.60 |
97.64 |
97.56 |
97.64 |
+0.05 |
69,425 |
175,713 |
+5,069 |
| Total Volume and Open Interest |
863,274 |
2,296,679 |
-1,573 |
| 3-Mth Euribor(LIFFE) |
| Mar10 |
100125 |
99.305 |
99.325 |
99.295 |
99.320 |
+0.005 |
222,062 |
756,680 |
-33,477 |
| Jun10 |
100125 |
99.085 |
99.105 |
99.070 |
99.105 |
+0.015 |
268,829 |
799,752 |
+369 |
| Sep10 |
100125 |
98.815 |
98.830 |
98.790 |
98.830 |
+0.015 |
257,724 |
577,950 |
-23,855 |
| Total Volume and Open Interest |
1,302,758 |
3,724,763 |
-55,800 |
| 3-Mth Aus T-Bills(SFE) |
| Mar10 |
100125 |
95.55 |
95.57 |
95.52 |
95.56 |
+0.01 |
15,858 |
276,616 |
-8,018 |
| Jun10 |
100125 |
95.21 |
95.24 |
95.18 |
95.23 |
+0.02 |
13,822 |
204,255 |
-1,094 |
| Sep10 |
100125 |
94.98 |
95.02 |
94.95 |
95.00 |
+0.02 |
6,881 |
104,759 |
-1,391 |
| Dec10 |
100125 |
94.80 |
94.84 |
94.77 |
94.83 |
+0.03 |
3,503 |
88,867 |
-2,857 |
| Mar11 |
100125 |
94.62 |
94.68 |
94.60 |
94.66 |
+0.02 |
662 |
32,062 |
+281 |
| Jun11 |
100125 |
94.51 |
94.52 |
94.51 |
94.52 |
+0.03 |
1 |
24,302 |
-250 |
| Sep11 |
100125 |
94.39 |
94.41 |
94.39 |
94.41 |
+0.03 |
1 |
16,832 |
-84 |
| Dec11 |
100125 |
94.29 |
94.32 |
94.29 |
94.32 |
+0.02 |
252 |
8,237 |
+121 |
| Mar12 |
100125 |
94.26 |
94.26 |
94.26 |
94.26 |
+0.02 |
0 |
3,169 |
+0 |
| Jun12 |
100125 |
94.24 |
94.24 |
94.24 |
94.24 |
+0.02 |
0 |
1,186 |
+0 |
| Total Volume and Open Interest |
40,980 |
761,303 |
-13,292 |
| 10-Year Aus T-Bonds(SFE) |
| Mar10 |
100125 |
94.49 |
94.51 |
94.45 |
94.46 |
-0.04 |
17,463 |
337,259 |
-856 |
| Jun10 |
100125 |
94.46 |
94.46 |
94.46 |
94.46 |
-0.04 |
|
|
|
| Total Volume and Open Interest |
17,463 |
337,259 |
-856 |
| 3-Year Aus T-Bonds(SFE) |
| Mar10 |
100125 |
94.98 |
95.01 |
94.94 |
95.00 |
+0.02 |
71,160 |
566,269 |
-1,517 |
| Jun10 |
100125 |
95.00 |
95.00 |
95.00 |
95.00 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
71,160 |
566,269 |
-1,517 |
| Gold(CMX) |
| Feb10 |
100125 |
1093.5 |
1104.0 |
1092.2 |
1095.7 |
+6.0 |
214,203 |
171,788 |
-25,534 |
| Apr10 |
100125 |
1092.6 |
1105.0 |
1092.5 |
1096.8 |
+6.0 |
33,919 |
175,356 |
+10,650 |
| Jun10 |
100125 |
1096.9 |
1105.0 |
1095.0 |
1097.7 |
+6.0 |
4,370 |
50,636 |
+376 |
| Aug10 |
100125 |
1099.3 |
1105.4 |
1096.0 |
1098.6 |
+6.0 |
857 |
22,490 |
+209 |
| Oct10 |
100125 |
1100.2 |
1100.2 |
1099.2 |
1099.4 |
+6.1 |
76 |
7,310 |
+50 |
| Dec10 |
100125 |
1099.5 |
1108.4 |
1099.4 |
1100.5 |
+6.1 |
4,616 |
30,731 |
+1,369 |
| Feb11 |
100125 |
1104.8 |
1104.9 |
1102.1 |
1102.1 |
+6.1 |
798 |
7,384 |
-563 |
| Apr11 |
100125 |
1104.1 |
1104.1 |
1104.1 |
1104.1 |
+6.1 |
400 |
3,789 |
-250 |
| Jun11 |
100125 |
448.7 |
451.4 |
448.7 |
451.4 |
+6.1 |
800 |
6,370 |
-800 |
| Aug11 |
100125 |
1109.7 |
1109.7 |
1109.7 |
1109.7 |
+6.1 |
0 |
1,486 |
+0 |
| Oct11 |
100125 |
1113.0 |
1113.0 |
1113.0 |
1113.0 |
+6.2 |
0 |
1,360 |
+0 |
| Dec11 |
100125 |
1117.4 |
1117.4 |
1116.7 |
1116.7 |
+6.2 |
190 |
10,967 |
+35 |
| Total Volume and Open Interest |
261,747 |
510,564 |
-14,776 |
| Silver(CMX) |
| Mar10 |
100125 |
1705.5 |
1727.5 |
1699.0 |
1714.5 |
+21.3 |
46,913 |
72,559 |
-1,244 |
| May10 |
100125 |
1702.5 |
1729.5 |
1702.0 |
1716.7 |
+21.5 |
2,163 |
15,513 |
-259 |
| Jul10 |
100125 |
1718.0 |
1729.5 |
1709.0 |
1718.5 |
+21.5 |
788 |
10,233 |
+439 |
| Sep10 |
100125 |
1712.5 |
1720.2 |
1712.0 |
1720.2 |
+21.5 |
8 |
2,878 |
-1 |
| Dec10 |
100125 |
1720.0 |
1735.0 |
1709.5 |
1722.9 |
+21.6 |
1,259 |
11,042 |
-46 |
| Mar11 |
100125 |
1725.7 |
1725.7 |
1725.7 |
1725.7 |
+21.7 |
15 |
782 |
+11 |
| May11 |
100125 |
1727.6 |
1727.6 |
1727.6 |
1727.6 |
+21.8 |
14 |
1,732 |
+14 |
| Total Volume and Open Interest |
51,689 |
125,868 |
-1,073 |
| Platinum(NYMEX) |
| Jan10 |
100125 |
1543.4 |
1543.5 |
1540.5 |
1540.5 |
+4.1 |
9 |
11 |
-1 |
| Apr10 |
100125 |
1550.0 |
1564.6 |
1531.1 |
1546.1 |
+1.6 |
7,453 |
32,594 |
+130 |
| Jul10 |
100125 |
1538.7 |
1546.5 |
1538.5 |
1545.9 |
+1.6 |
24 |
1,334 |
+12 |
| Oct10 |
100125 |
1545.9 |
1545.9 |
1545.9 |
1545.9 |
+1.6 |
3 |
24 |
+2 |
| Total Volume and Open Interest |
7,704 |
34,205 |
+345 |
| Palladium(NYMEX) |
| Mar10 |
100125 |
430.00 |
443.40 |
430.00 |
440.00 |
-0.10 |
4,039 |
22,567 |
-163 |
| Jun10 |
100125 |
438.20 |
441.80 |
435.00 |
440.15 |
+0.10 |
66 |
865 |
+32 |
| Sep10 |
100125 |
441.45 |
441.45 |
441.45 |
441.45 |
+0.10 |
2 |
17 |
-1 |
| Total Volume and Open Interest |
4,110 |
23,461 |
-129 |
| Copper(CMX) |
| Mar10 |
100125 |
332.60 |
340.25 |
332.40 |
339.30 |
+4.60 |
39,545 |
95,892 |
-984 |
| May10 |
100125 |
333.65 |
341.20 |
333.60 |
340.60 |
+4.70 |
2,725 |
21,373 |
+617 |
| Jul10 |
100125 |
339.85 |
341.80 |
339.45 |
341.40 |
+4.75 |
91 |
11,010 |
+9 |
| Sep10 |
100125 |
341.75 |
341.75 |
341.60 |
341.60 |
+4.80 |
338 |
4,174 |
-297 |
| Dec10 |
100125 |
341.05 |
341.35 |
341.05 |
341.35 |
+4.85 |
345 |
4,649 |
+313 |
| Total Volume and Open Interest |
43,385 |
141,486 |
-345 |
| DJIA Index(CBOT) |
| Mar10 |
100125 |
10189 |
10248 |
10130 |
10140 |
-11 |
832 |
12,796 |
+129 |
| Jun10 |
100125 |
10079 |
10090 |
10079 |
10079 |
-11 |
1 |
13 |
+1 |
| Sep10 |
100125 |
10020 |
10031 |
10020 |
10020 |
-11 |
|
|
|
| Dec10 |
100125 |
9970 |
9981 |
9970 |
9970 |
-11 |
|
|
|
| Total Volume and Open Interest |
833 |
12,809 |
+130 |
| S & P 500(CME) |
| Mar10 |
100125 |
1093.20 |
1103.00 |
1089.80 |
1092.60 |
+1.60 |
34,199 |
341,297 |
+2,094 |
| Jun10 |
100125 |
1091.00 |
1094.60 |
1085.60 |
1087.70 |
+1.60 |
102 |
3,545 |
-155 |
| Sep10 |
100125 |
1082.80 |
1089.70 |
1080.70 |
1082.80 |
+1.60 |
2 |
847 |
+0 |
| Dec10 |
100125 |
1078.70 |
1085.70 |
1076.70 |
1078.70 |
+1.50 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
34,303 |
345,700 |
+1,939 |
| S & P 500 E-Mini(Globex) |
| Mar10 |
100125 |
1094.00 |
1103.00 |
1089.75 |
1092.50 |
+1.50 |
3,544,446 |
2,615,680 |
+78,775 |
| Jun10 |
100125 |
1086.25 |
1097.50 |
1085.00 |
1087.75 |
+1.75 |
2,182 |
8,881 |
+1,103 |
| Total Volume and Open Interest |
3,546,632 |
2,625,974 |
+79,879 |
| NASDAQ 100(CME) |
| Mar10 |
100125 |
1800.80 |
1812.00 |
1792.00 |
1798.50 |
+0.70 |
1,754 |
14,596 |
-57 |
| Jun10 |
100125 |
1796.00 |
1799.00 |
1796.00 |
1796.00 |
+0.70 |
0 |
625 |
+0 |
| Sep10 |
100125 |
1795.00 |
1795.30 |
1795.00 |
1795.00 |
+0.70 |
|
|
|
| Total Volume and Open Interest |
1,754 |
15,221 |
-57 |
| NASDAQ 100 E-Mini(Globex) |
| Mar10 |
100125 |
1794.80 |
1811.80 |
1792.50 |
1798.50 |
+0.70 |
527,630 |
343,220 |
+17,917 |
| Jun10 |
100125 |
1797.00 |
1808.80 |
1790.30 |
1796.00 |
+0.70 |
305 |
3,855 |
+116 |
| Total Volume and Open Interest |
527,935 |
347,078 |
+18,033 |
| S & P Midcap 400(CME) |
| Mar10 |
100125 |
724.00 |
727.40 |
718.00 |
722.20 |
+1.20 |
8 |
1,482 |
-9 |
| Jun10 |
100125 |
720.10 |
720.10 |
719.90 |
720.10 |
+1.20 |
|
|
|
| Sep10 |
100125 |
718.10 |
718.10 |
717.90 |
718.10 |
+1.20 |
|
|
|
| Total Volume and Open Interest |
8 |
1,482 |
-9 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Mar10 |
100125 |
10560 |
10610 |
10450 |
10505 |
+125 |
11,135 |
39,053 |
-821 |
| Jun10 |
100125 |
10505 |
10505 |
10480 |
10505 |
+125 |
|
|
|
| Total Volume and Open Interest |
11,135 |
39,053 |
-821 |
| Nikkei 225(SGX) |
| Mar10 |
100125 |
10620 |
10640 |
10390 |
10500 |
-95 |
170,367 |
182,233 |
-8,668 |
| Jun10 |
100125 |
10525 |
10525 |
10440 |
10445 |
-95 |
66 |
1,393 |
-10 |
| Sep10 |
100125 |
10450 |
10450 |
10450 |
10450 |
-95 |
0 |
55 |
+0 |
| Total Volume and Open Interest |
171,088 |
185,691 |
-8,678 |
| CAC 40(EURONEXT) |
| Feb10 |
100125 |
3771.0 |
3834.0 |
3762.0 |
3782.5 |
-39.0 |
153,027 |
369,318 |
+24,921 |
| Mar10 |
100125 |
3770.5 |
3834.0 |
3769.0 |
3783.5 |
-38.5 |
3,198 |
75,578 |
-4,542 |
| Apr10 |
100125 |
3781.5 |
3781.5 |
3781.5 |
3781.5 |
-35.5 |
|
|
|
| Total Volume and Open Interest |
156,225 |
446,920 |
+20,379 |
| Hang Seng Index(HKFE) |
| Jan10 |
100125 |
20400 |
20606 |
20366 |
20595 |
-69 |
117,811 |
70,482 |
-6,050 |
| Feb10 |
100125 |
20340 |
20600 |
20340 |
20589 |
-68 |
5,233 |
14,253 |
+8,476 |
| Mar10 |
100125 |
20336 |
20530 |
20314 |
20518 |
-92 |
772 |
5,500 |
-52 |
| Total Volume and Open Interest |
124,109 |
91,171 |
+2,377 |
| DAX(EUREX) |
| Mar10 |
100125 |
5618.0 |
5697.0 |
5612.5 |
5640.5 |
-62.0 |
242,830 |
150,116 |
+4,512 |
| Jun10 |
100125 |
5629.0 |
5698.5 |
5628.5 |
5649.0 |
-62.5 |
534 |
9,651 |
+159 |
| Sep10 |
100125 |
5650.0 |
5706.0 |
5650.0 |
5659.0 |
-62.5 |
36 |
664 |
+17 |
| Total Volume and Open Interest |
243,400 |
160,431 |
+4,688 |
| FT-SE 100(EURONEXT) |
| Mar10 |
100125 |
5215.50 |
5289.00 |
5205.50 |
5224.50 |
-38.50 |
170,086 |
674,007 |
+10,542 |
| Jun10 |
100125 |
5175.00 |
5175.00 |
5175.00 |
5175.00 |
-38.50 |
102 |
2,476 |
+101 |
| Sep10 |
100125 |
5137.00 |
5137.00 |
5137.00 |
5137.00 |
-38.50 |
0 |
323 |
+0 |
| Total Volume and Open Interest |
170,188 |
677,397 |
+10,643 |
| SPI 200(SFE) |
| Mar10 |
100125 |
4711.0 |
4724.0 |
4611.0 |
4676.0 |
-30.0 |
33,555 |
197,822 |
+659 |
| Jun10 |
100125 |
4666.0 |
4699.0 |
4666.0 |
4699.0 |
-30.0 |
172 |
1,858 |
+118 |
| Sep10 |
100125 |
4699.0 |
4699.0 |
4699.0 |
4699.0 |
-30.0 |
0 |
2,038 |
+0 |
| Total Volume and Open Interest |
33,727 |
202,649 |
+777 |
| GSCI(CME) |
| Feb10 |
100125 |
502.00 |
505.50 |
500.00 |
503.50 |
+2.00 |
343 |
17,881 |
-102 |
| Mar10 |
100125 |
505.00 |
508.00 |
503.00 |
508.00 |
+3.00 |
|
|
|
| Apr10 |
100125 |
511.00 |
511.50 |
506.00 |
511.00 |
+3.00 |
|
|
|
| Total Volume and Open Interest |
343 |
17,881 |
-102 |
| 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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