|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu January 28, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Mar10 |
100128 |
931.25 |
937.50 |
921.00 |
931.75 |
+2.75 |
73,154 |
216,589 |
-3,531 |
| May10 |
100128 |
940.00 |
946.50 |
930.50 |
941.50 |
+3.00 |
28,807 |
78,157 |
+4,424 |
| Jul10 |
100128 |
946.50 |
953.75 |
938.50 |
948.50 |
+3.00 |
20,940 |
64,542 |
+329 |
| Aug10 |
100128 |
942.00 |
944.50 |
936.50 |
942.50 |
+3.50 |
198 |
2,011 |
+50 |
| Sep10 |
100128 |
928.25 |
929.25 |
922.50 |
929.25 |
+4.50 |
255 |
1,867 |
+42 |
| Nov10 |
100128 |
915.25 |
926.75 |
913.25 |
922.25 |
+7.00 |
10,795 |
83,987 |
+828 |
| Jan11 |
100128 |
932.00 |
934.00 |
924.75 |
931.75 |
+7.00 |
483 |
5,144 |
-112 |
| Total Volume and Open Interest |
135,236 |
459,507 |
+2,294 |
| Soybean Meal(CBOT) |
| Mar10 |
100128 |
282.00 |
282.90 |
278.20 |
281.60 |
+0.30 |
27,294 |
73,265 |
-1,174 |
| May10 |
100128 |
275.10 |
275.80 |
272.00 |
275.40 |
+0.90 |
13,339 |
39,361 |
+1,021 |
| Jul10 |
100128 |
274.20 |
274.80 |
271.20 |
274.70 |
+1.20 |
6,531 |
28,363 |
+698 |
| Aug10 |
100128 |
271.00 |
272.70 |
269.00 |
272.70 |
+1.60 |
606 |
7,370 |
+100 |
| Sep10 |
100128 |
268.80 |
269.90 |
266.20 |
269.90 |
+2.20 |
336 |
8,084 |
+37 |
| Oct10 |
100128 |
262.80 |
265.00 |
261.90 |
265.00 |
+2.80 |
338 |
4,179 |
+55 |
| Dec10 |
100128 |
260.80 |
264.20 |
260.50 |
264.10 |
+3.00 |
4,123 |
17,499 |
+907 |
| Jan11 |
100128 |
264.00 |
265.40 |
261.60 |
265.40 |
+3.00 |
51 |
934 |
+23 |
| Total Volume and Open Interest |
52,691 |
180,871 |
+1,695 |
| Soybean Oil(CBOT) |
| Mar10 |
100128 |
36.29 |
36.71 |
35.82 |
36.15 |
-0.17 |
31,556 |
123,263 |
-730 |
| May10 |
100128 |
36.72 |
37.14 |
36.28 |
36.61 |
-0.16 |
11,410 |
45,630 |
+2,641 |
| Jul10 |
100128 |
37.15 |
37.56 |
36.71 |
37.04 |
-0.16 |
5,913 |
33,968 |
+657 |
| Aug10 |
100128 |
37.39 |
37.61 |
36.95 |
37.20 |
-0.16 |
317 |
2,817 |
+35 |
| Sep10 |
100128 |
37.26 |
37.69 |
37.04 |
37.34 |
-0.15 |
1,522 |
4,655 |
+321 |
| Oct10 |
100128 |
37.85 |
37.85 |
37.20 |
37.43 |
-0.16 |
1,482 |
2,752 |
+416 |
| Dec10 |
100128 |
37.82 |
38.20 |
37.41 |
37.71 |
-0.18 |
3,199 |
21,805 |
+550 |
| Jan11 |
100128 |
38.13 |
38.19 |
38.01 |
38.01 |
-0.18 |
0 |
34 |
+0 |
| Total Volume and Open Interest |
55,399 |
235,027 |
+3,890 |
| Canola(WCE) |
| Mar10 |
100128 |
377.1 |
378.6 |
373.8 |
376.7 |
-0.2 |
7,847 |
84,091 |
-392 |
| May10 |
100128 |
382.0 |
385.0 |
380.0 |
383.5 |
+0.1 |
1,937 |
18,069 |
+1,177 |
| Jul10 |
100128 |
389.2 |
390.0 |
384.6 |
388.6 |
+0.2 |
357 |
12,065 |
+233 |
| Nov10 |
100128 |
397.0 |
397.0 |
392.2 |
396.0 |
-0.2 |
117 |
10,367 |
+70 |
| Jan11 |
100128 |
395.7 |
399.3 |
395.7 |
399.3 |
-0.2 |
0 |
282 |
+0 |
| Total Volume and Open Interest |
10,258 |
125,073 |
+1,088 |
| Corn(CBOT) |
| Mar10 |
100128 |
359.00 |
363.00 |
357.75 |
361.75 |
+3.50 |
86,413 |
458,055 |
-8,403 |
| May10 |
100128 |
369.25 |
373.75 |
368.50 |
372.75 |
+3.50 |
24,771 |
185,342 |
+7,312 |
| Jul10 |
100128 |
378.50 |
383.25 |
378.00 |
382.25 |
+3.75 |
23,500 |
151,344 |
+1,999 |
| Sep10 |
100128 |
385.50 |
390.00 |
385.00 |
388.50 |
+3.25 |
3,712 |
48,311 |
-87 |
| Dec10 |
100128 |
392.00 |
396.50 |
391.50 |
395.00 |
+3.25 |
20,851 |
240,931 |
-1,008 |
| Mar11 |
100128 |
402.25 |
406.00 |
402.00 |
405.25 |
+3.00 |
2,085 |
20,561 |
+272 |
| Total Volume and Open Interest |
162,307 |
1,136,145 |
+352 |
| Wheat(CBOT) |
| Mar10 |
100128 |
485.75 |
489.25 |
482.75 |
487.00 |
+3.25 |
42,885 |
181,099 |
-1,271 |
| May10 |
100128 |
499.00 |
502.75 |
497.00 |
501.00 |
+3.25 |
12,785 |
65,857 |
+4,202 |
| Jul10 |
100128 |
510.50 |
515.00 |
504.00 |
512.75 |
+3.25 |
8,517 |
72,693 |
+1,437 |
| Sep10 |
100128 |
528.00 |
529.50 |
525.00 |
528.00 |
+3.00 |
2,291 |
20,361 |
+278 |
| Dec10 |
100128 |
554.50 |
556.00 |
550.25 |
554.25 |
+2.25 |
6,771 |
54,566 |
-1,068 |
| Total Volume and Open Interest |
74,016 |
405,811 |
+3,873 |
| Wheat(KCBT) |
| Mar10 |
100128 |
492.25 |
496.50 |
490.00 |
494.75 |
+4.25 |
11,742 |
49,956 |
-2,337 |
| May10 |
100128 |
502.75 |
508.50 |
494.00 |
506.75 |
+4.25 |
1,709 |
20,528 |
+188 |
| Jul10 |
100128 |
516.25 |
520.00 |
513.50 |
518.25 |
+4.00 |
1,931 |
31,907 |
+203 |
| Sep10 |
100128 |
527.50 |
530.25 |
525.75 |
530.25 |
+4.00 |
83 |
4,374 |
-145 |
| Dec10 |
100128 |
545.00 |
549.00 |
542.50 |
547.25 |
+3.25 |
1,373 |
41,911 |
+1,002 |
| Total Volume and Open Interest |
16,849 |
150,002 |
-1,083 |
| Wheat(MGE) |
| Mar10 |
100128 |
505.50 |
509.75 |
503.00 |
508.50 |
+3.75 |
4,457 |
16,533 |
+34 |
| May10 |
100128 |
518.00 |
520.75 |
515.00 |
519.75 |
+3.25 |
2,130 |
8,374 |
+696 |
| Jul10 |
100128 |
529.50 |
532.25 |
527.50 |
531.50 |
+3.75 |
640 |
10,956 |
+79 |
| Sep10 |
100128 |
540.75 |
543.00 |
538.25 |
542.75 |
+2.75 |
377 |
4,796 |
+24 |
| Dec10 |
100128 |
559.50 |
560.25 |
554.00 |
558.75 |
+2.50 |
1,380 |
5,811 |
-192 |
| Total Volume and Open Interest |
9,080 |
47,404 |
+642 |
| Oats(CBOT) |
| Mar10 |
100128 |
229.25 |
233.00 |
226.00 |
233.00 |
+4.25 |
459 |
7,902 |
+4 |
| May10 |
100128 |
237.50 |
242.00 |
235.00 |
242.00 |
+4.50 |
42 |
2,697 |
-4 |
| Jul10 |
100128 |
249.75 |
249.75 |
245.00 |
249.75 |
+4.75 |
2 |
1,100 |
+1 |
| Sep10 |
100128 |
257.25 |
257.25 |
252.50 |
257.25 |
+4.75 |
0 |
370 |
+0 |
| Total Volume and Open Interest |
630 |
13,318 |
+59 |
| Rough Rice(CBOT) |
| Mar10 |
100128 |
13.99 |
14.09 |
13.76 |
13.90 |
-0.11 |
1,171 |
10,350 |
-494 |
| May10 |
100128 |
14.28 |
14.34 |
14.05 |
14.19 |
-0.10 |
234 |
1,789 |
+146 |
| Jul10 |
100128 |
14.52 |
14.57 |
14.28 |
14.42 |
-0.11 |
51 |
716 |
+39 |
| Sep10 |
100128 |
13.56 |
13.58 |
13.50 |
13.58 |
unch |
52 |
929 |
-23 |
| Total Volume and Open Interest |
1,510 |
14,699 |
-332 |
| Live Cattle(CME) |
| Feb10 |
100128 |
85.535 |
85.900 |
85.135 |
85.650 |
+0.265 |
7,886 |
44,491 |
-2,416 |
| Apr10 |
100128 |
89.050 |
89.635 |
88.700 |
89.200 |
+0.220 |
17,760 |
132,468 |
-115 |
| Jun10 |
100128 |
87.450 |
87.830 |
87.050 |
87.580 |
+0.380 |
7,470 |
68,354 |
+1,351 |
| Aug10 |
100128 |
87.135 |
87.300 |
86.730 |
86.900 |
-0.030 |
1,493 |
19,493 |
+515 |
| Oct10 |
100128 |
89.480 |
89.750 |
89.050 |
89.700 |
+0.350 |
540 |
13,726 |
+70 |
| Dec10 |
100128 |
89.535 |
90.300 |
89.535 |
90.230 |
+0.530 |
238 |
3,270 |
+83 |
| Total Volume and Open Interest |
35,433 |
283,659 |
-479 |
| Feeder Cattle(CME) |
| Jan10 |
100128 |
96.730 |
96.800 |
96.650 |
96.800 |
+0.150 |
495 |
2,187 |
+48 |
| Mar10 |
100128 |
98.430 |
98.700 |
97.950 |
98.480 |
-0.055 |
1,796 |
18,452 |
-77 |
| Apr10 |
100128 |
99.830 |
100.300 |
99.400 |
100.285 |
+0.285 |
583 |
5,088 |
+77 |
| May10 |
100128 |
100.550 |
101.000 |
100.080 |
101.000 |
+0.420 |
536 |
6,122 |
+168 |
| Aug10 |
100128 |
101.950 |
102.250 |
101.500 |
102.230 |
+0.300 |
228 |
2,783 |
+46 |
| Sep10 |
100128 |
101.950 |
101.950 |
101.500 |
101.950 |
+0.350 |
4 |
130 |
-2 |
| Oct10 |
100128 |
101.700 |
101.900 |
101.200 |
101.900 |
+0.050 |
5 |
102 |
-4 |
| Total Volume and Open Interest |
3,647 |
34,886 |
+256 |
| Lean Hogs(CME) |
| Feb10 |
100128 |
66.350 |
67.000 |
65.950 |
66.785 |
+0.205 |
5,932 |
20,471 |
-1,744 |
| Apr10 |
100128 |
68.785 |
69.550 |
68.400 |
69.400 |
+0.450 |
13,660 |
86,345 |
-1,269 |
| May10 |
100128 |
73.000 |
73.900 |
72.600 |
73.900 |
+0.500 |
27 |
4,668 |
+7 |
| Jun10 |
100128 |
76.800 |
77.300 |
76.200 |
77.200 |
+0.250 |
3,163 |
47,183 |
+155 |
| Jul10 |
100128 |
75.650 |
76.150 |
75.180 |
76.135 |
+0.250 |
845 |
15,168 |
+52 |
| Aug10 |
100128 |
74.400 |
75.000 |
74.200 |
74.900 |
+0.400 |
452 |
11,750 |
+130 |
| Oct10 |
100128 |
65.500 |
65.700 |
65.100 |
65.700 |
+0.415 |
188 |
5,795 |
+130 |
| Dec10 |
100128 |
63.050 |
63.800 |
63.050 |
63.800 |
+0.650 |
168 |
3,123 |
+54 |
| Total Volume and Open Interest |
24,444 |
194,914 |
-2,482 |
| Pork Bellies(CME) |
| Feb10 |
100128 |
82.500 |
84.250 |
81.200 |
81.400 |
-0.300 |
34 |
131 |
-14 |
| Mar10 |
100128 |
83.000 |
83.800 |
80.700 |
82.050 |
-0.450 |
16 |
121 |
+4 |
| May10 |
100128 |
84.500 |
86.000 |
84.400 |
84.400 |
-0.400 |
4 |
134 |
+2 |
| Jul10 |
100128 |
87.000 |
88.500 |
87.000 |
88.500 |
unch |
1 |
47 |
+0 |
| Aug10 |
100128 |
86.000 |
86.500 |
86.000 |
86.100 |
+0.965 |
0 |
16 |
+0 |
| Total Volume and Open Interest |
55 |
449 |
-8 |
| Class III Milk(CME) |
| Jan10 |
100128 |
14.55 |
14.55 |
14.52 |
14.54 |
unch |
2 |
4,227 |
+1 |
| Feb10 |
100128 |
14.13 |
14.16 |
14.06 |
14.13 |
-0.02 |
263 |
4,113 |
+0 |
| Mar10 |
100128 |
13.68 |
13.73 |
13.62 |
13.67 |
-0.01 |
445 |
3,736 |
+33 |
| Apr10 |
100128 |
13.75 |
13.75 |
13.57 |
13.64 |
-0.06 |
382 |
3,043 |
+78 |
| May10 |
100128 |
14.00 |
14.00 |
13.86 |
13.94 |
-0.02 |
426 |
2,543 |
+188 |
| Total Volume and Open Interest |
2,582 |
29,769 |
+802 |
| Cocoa(ICE) |
| Mar10 |
100128 |
3275 |
3287 |
3211 |
3260 |
-8 |
19,512 |
55,160 |
-6,551 |
| May10 |
100128 |
3310 |
3329 |
3254 |
3303 |
-5 |
8,234 |
45,799 |
+3,264 |
| Jul10 |
100128 |
3285 |
3346 |
3279 |
3321 |
-1 |
1,523 |
12,032 |
+440 |
| Sep10 |
100128 |
3297 |
3352 |
3292 |
3331 |
-1 |
602 |
7,924 |
+332 |
| Dec10 |
100128 |
3300 |
3354 |
3290 |
3331 |
-1 |
885 |
5,874 |
-88 |
| Mar11 |
100128 |
3299 |
3357 |
3289 |
3335 |
unch |
741 |
8,516 |
+343 |
| May11 |
100128 |
3336 |
3336 |
3336 |
3336 |
+9 |
170 |
4,422 |
+104 |
| Total Volume and Open Interest |
31,715 |
142,073 |
-2,128 |
| Coffee "C"(ICE) |
| Mar10 |
100128 |
133.95 |
134.90 |
132.05 |
132.95 |
-0.60 |
23,459 |
67,258 |
-4,196 |
| May10 |
100128 |
136.25 |
136.75 |
133.95 |
134.85 |
-0.60 |
5,402 |
32,663 |
+2,263 |
| Jul10 |
100128 |
137.20 |
138.40 |
135.75 |
136.50 |
-0.60 |
1,286 |
9,925 |
+346 |
| Sep10 |
100128 |
139.30 |
139.90 |
137.25 |
138.10 |
-0.55 |
649 |
7,821 |
+255 |
| Dec10 |
100128 |
141.20 |
141.50 |
139.35 |
140.10 |
-0.45 |
335 |
7,705 |
+382 |
| Mar11 |
100128 |
142.75 |
142.75 |
141.85 |
141.95 |
-0.40 |
204 |
3,233 |
+151 |
| Total Volume and Open Interest |
31,768 |
129,322 |
-690 |
| Orange Juice(ICE) |
| Mar10 |
100128 |
145.90 |
147.80 |
142.55 |
143.30 |
-2.85 |
1,171 |
22,780 |
+253 |
| May10 |
100128 |
150.50 |
151.00 |
146.05 |
146.85 |
-2.70 |
369 |
7,793 |
+248 |
| Jul10 |
100128 |
152.80 |
152.90 |
148.50 |
149.35 |
-2.75 |
105 |
3,759 |
+3 |
| Sep10 |
100128 |
153.65 |
153.65 |
150.00 |
150.25 |
-2.75 |
60 |
1,070 |
-2 |
| Nov10 |
100128 |
151.25 |
151.25 |
150.90 |
150.90 |
-2.65 |
6 |
384 |
-2 |
| Jan11 |
100128 |
154.25 |
154.25 |
153.90 |
153.90 |
-1.90 |
2 |
584 |
+2 |
| Total Volume and Open Interest |
1,713 |
36,567 |
+502 |
| Sugar #11(ICE) |
| Mar10 |
100128 |
28.50 |
29.40 |
28.45 |
29.00 |
+0.64 |
66,610 |
257,941 |
-6,607 |
| May10 |
100128 |
27.38 |
28.19 |
27.38 |
27.96 |
+0.60 |
50,322 |
172,159 |
+3,482 |
| Jul10 |
100128 |
23.55 |
24.35 |
23.52 |
24.20 |
+0.49 |
18,232 |
159,955 |
+3,398 |
| Oct10 |
100128 |
21.44 |
22.19 |
21.44 |
22.05 |
+0.57 |
7,246 |
137,223 |
+1,719 |
| Mar11 |
100128 |
19.84 |
20.41 |
19.84 |
20.41 |
+0.55 |
3,367 |
51,199 |
+195 |
| Total Volume and Open Interest |
147,118 |
849,490 |
+2,048 |
| London Cocoa(LCE) |
| London Sugar(LCE) |
| Cotton(ICE) |
| Mar10 |
100128 |
69.41 |
69.83 |
68.83 |
69.14 |
-0.09 |
11,311 |
89,761 |
-3,032 |
| May10 |
100128 |
70.61 |
71.25 |
70.40 |
70.71 |
+0.10 |
4,076 |
33,112 |
+991 |
| Jul10 |
100128 |
71.76 |
72.22 |
71.41 |
71.63 |
-0.05 |
1,509 |
25,466 |
+348 |
| Oct10 |
100128 |
70.65 |
70.65 |
70.65 |
70.65 |
-0.21 |
0 |
172 |
+0 |
| Dec10 |
100128 |
70.99 |
71.20 |
70.62 |
70.75 |
-0.24 |
462 |
20,200 |
+320 |
| Mar11 |
100128 |
72.55 |
72.55 |
72.55 |
72.55 |
-0.24 |
0 |
334 |
+0 |
| Total Volume and Open Interest |
17,358 |
169,924 |
-1,373 |
| Lumber(CME) |
| Mar10 |
100128 |
240.8 |
242.5 |
238.5 |
238.7 |
+1.1 |
984 |
6,100 |
-238 |
| May10 |
100128 |
263.0 |
264.8 |
261.1 |
264.5 |
+2.1 |
507 |
2,985 |
+128 |
| Jul10 |
100128 |
267.1 |
269.9 |
267.1 |
267.8 |
unch |
25 |
896 |
+18 |
| Sep10 |
100128 |
269.0 |
269.0 |
268.5 |
269.0 |
unch |
6 |
411 |
+5 |
| Total Volume and Open Interest |
1,524 |
10,402 |
-86 |
| Crude Oil(NYM) |
| Mar10 |
100128 |
73.75 |
74.49 |
72.93 |
73.64 |
-0.03 |
356,179 |
346,799 |
-6,079 |
| Apr10 |
100128 |
74.24 |
74.92 |
73.40 |
74.07 |
-0.08 |
101,291 |
124,315 |
-7,240 |
| May10 |
100128 |
74.82 |
75.49 |
73.99 |
74.64 |
-0.11 |
47,562 |
87,233 |
+4,284 |
| Jun10 |
100128 |
75.21 |
76.07 |
74.57 |
75.18 |
-0.14 |
35,993 |
124,148 |
-914 |
| Jul10 |
100128 |
76.10 |
76.64 |
75.12 |
75.72 |
-0.17 |
9,651 |
41,723 |
-467 |
| Aug10 |
100128 |
76.72 |
76.78 |
75.65 |
76.22 |
-0.19 |
4,886 |
18,681 |
+224 |
| Sep10 |
100128 |
76.89 |
76.93 |
76.45 |
76.68 |
-0.21 |
3,444 |
28,341 |
-199 |
| Oct10 |
100128 |
77.13 |
77.13 |
77.01 |
77.13 |
-0.23 |
1,849 |
20,124 |
+117 |
| Nov10 |
100128 |
77.70 |
77.74 |
77.47 |
77.60 |
-0.24 |
2,089 |
25,395 |
+84 |
| Dec10 |
100128 |
78.14 |
79.00 |
77.45 |
78.09 |
-0.24 |
30,403 |
183,689 |
-4,079 |
| Jan11 |
100128 |
78.22 |
78.44 |
78.22 |
78.44 |
-0.27 |
1,588 |
20,934 |
-233 |
| Feb11 |
100128 |
78.79 |
78.79 |
78.79 |
78.79 |
-0.28 |
1,351 |
12,675 |
+119 |
| Mar11 |
100128 |
79.14 |
79.14 |
79.14 |
79.14 |
-0.28 |
2,060 |
8,211 |
+9 |
| Apr11 |
100128 |
79.48 |
79.48 |
79.48 |
79.48 |
-0.28 |
1,452 |
10,401 |
+372 |
| May11 |
100128 |
79.76 |
79.76 |
79.76 |
79.76 |
-0.29 |
726 |
3,807 |
-86 |
| Jun11 |
100128 |
80.30 |
80.32 |
79.99 |
80.03 |
-0.29 |
802 |
22,191 |
+305 |
| Total Volume and Open Interest |
613,842 |
1,306,611 |
-14,050 |
| 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 |
100128 |
73.800 |
74.475 |
72.950 |
73.650 |
-0.025 |
13,424 |
5,540 |
+1,114 |
| Apr10 |
100128 |
74.300 |
74.900 |
73.425 |
74.075 |
-0.075 |
489 |
629 |
+79 |
| May10 |
100128 |
74.850 |
75.200 |
74.025 |
74.650 |
-0.100 |
110 |
164 |
+21 |
| Jun10 |
100128 |
75.600 |
75.850 |
74.600 |
75.175 |
-0.150 |
15 |
91 |
+4 |
| Jul10 |
100128 |
75.925 |
75.925 |
75.725 |
75.725 |
-0.175 |
1 |
13 |
-1 |
| Aug10 |
100128 |
76.225 |
76.225 |
76.225 |
76.225 |
-0.175 |
0 |
2 |
+0 |
| Sep10 |
100128 |
76.675 |
76.675 |
76.675 |
76.675 |
-0.225 |
0 |
1 |
+0 |
| Oct10 |
100128 |
77.125 |
77.125 |
77.125 |
77.125 |
-0.225 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
14,040 |
6,544 |
+1,217 |
| Heating Oil(NYM) |
| Feb10 |
100128 |
191.80 |
193.67 |
190.25 |
191.91 |
+0.23 |
20,334 |
17,920 |
-7,266 |
| Mar10 |
100128 |
192.75 |
194.76 |
191.05 |
192.90 |
+0.23 |
58,938 |
95,977 |
+25 |
| Apr10 |
100128 |
194.14 |
195.29 |
191.69 |
193.52 |
+0.18 |
16,929 |
38,006 |
+1,468 |
| May10 |
100128 |
194.25 |
195.93 |
192.94 |
194.39 |
+0.10 |
9,495 |
25,572 |
+1,250 |
| Jun10 |
100128 |
195.00 |
197.03 |
194.02 |
195.55 |
+0.11 |
9,514 |
38,588 |
+1,146 |
| Jul10 |
100128 |
197.93 |
198.33 |
196.22 |
197.47 |
+0.13 |
3,496 |
13,455 |
+505 |
| Aug10 |
100128 |
199.93 |
200.38 |
197.90 |
199.47 |
+0.14 |
2,230 |
7,156 |
+597 |
| Sep10 |
100128 |
202.22 |
202.30 |
200.30 |
201.76 |
+0.14 |
2,072 |
9,741 |
-360 |
| Oct10 |
100128 |
204.73 |
204.73 |
202.80 |
204.26 |
+0.09 |
1,095 |
9,295 |
+434 |
| Nov10 |
100128 |
206.50 |
206.80 |
205.90 |
206.69 |
+0.02 |
589 |
6,295 |
-62 |
| Dec10 |
100128 |
208.80 |
210.93 |
207.60 |
209.12 |
-0.05 |
3,650 |
20,334 |
+1,059 |
| Jan11 |
100128 |
213.47 |
213.47 |
210.00 |
211.55 |
-0.07 |
504 |
9,996 |
+295 |
| Total Volume and Open Interest |
130,164 |
314,589 |
-739 |
| Gasoline(NYMEX) |
| Feb10 |
100128 |
194.37 |
195.62 |
190.25 |
191.74 |
-2.18 |
19,433 |
13,211 |
-4,566 |
| Mar10 |
100128 |
194.95 |
196.50 |
191.14 |
192.74 |
-2.00 |
48,453 |
92,620 |
-362 |
| Apr10 |
100128 |
205.21 |
205.87 |
201.56 |
203.20 |
-1.22 |
17,979 |
40,352 |
+6 |
| May10 |
100128 |
206.24 |
206.55 |
202.69 |
204.30 |
-1.00 |
9,432 |
25,547 |
-492 |
| Jun10 |
100128 |
206.00 |
206.47 |
203.30 |
204.73 |
-0.87 |
6,576 |
21,341 |
+511 |
| Jul10 |
100128 |
206.39 |
206.39 |
203.60 |
204.49 |
-0.80 |
2,674 |
13,702 |
+608 |
| Aug10 |
100128 |
205.69 |
205.69 |
203.85 |
203.85 |
-0.77 |
1,413 |
8,053 |
+364 |
| Sep10 |
100128 |
203.07 |
203.07 |
202.33 |
202.98 |
-0.79 |
1,969 |
11,846 |
+588 |
| Oct10 |
100128 |
193.28 |
193.28 |
193.28 |
193.28 |
-0.79 |
340 |
4,859 |
-17 |
| Nov10 |
100128 |
193.30 |
193.30 |
192.80 |
192.80 |
-0.86 |
418 |
11,114 |
+15 |
| Total Volume and Open Interest |
109,792 |
258,693 |
-2,887 |
| e-miNY RBOB Gasoline(NYM) |
| Feb10 |
100128 |
191.70 |
191.74 |
191.70 |
191.70 |
-2.20 |
0 |
6 |
+0 |
| Mar10 |
100128 |
192.70 |
192.74 |
192.70 |
192.70 |
-2.00 |
0 |
6 |
+0 |
| Apr10 |
100128 |
203.20 |
203.20 |
203.20 |
203.20 |
-1.20 |
|
|
|
| May10 |
100128 |
204.30 |
204.30 |
204.30 |
204.30 |
-1.00 |
|
|
|
| Total Volume and Open Interest |
0 |
12 |
+0 |
| Natural Gas(NYM) |
| Mar10 |
100128 |
5.230 |
5.258 |
5.060 |
5.138 |
-0.086 |
109,503 |
221,061 |
+2,332 |
| Apr10 |
100128 |
5.220 |
5.236 |
5.056 |
5.128 |
-0.078 |
27,705 |
95,128 |
+1,984 |
| May10 |
100128 |
5.264 |
5.286 |
5.110 |
5.181 |
-0.077 |
13,250 |
72,355 |
+2,512 |
| Jun10 |
100128 |
5.340 |
5.356 |
5.196 |
5.252 |
-0.077 |
8,091 |
24,035 |
-1,184 |
| Jul10 |
100128 |
5.350 |
5.434 |
5.265 |
5.333 |
-0.080 |
4,237 |
25,408 |
+496 |
| Aug10 |
100128 |
5.476 |
5.500 |
5.390 |
5.404 |
-0.081 |
3,097 |
34,514 |
+1,020 |
| Sep10 |
100128 |
5.520 |
5.522 |
5.390 |
5.437 |
-0.081 |
1,315 |
23,103 |
+390 |
| Oct10 |
100128 |
5.596 |
5.640 |
5.530 |
5.545 |
-0.078 |
8,015 |
51,594 |
+1,124 |
| Nov10 |
100128 |
5.950 |
5.957 |
5.885 |
5.885 |
-0.073 |
1,708 |
12,315 |
-54 |
| Dec10 |
100128 |
6.233 |
6.311 |
6.192 |
6.245 |
-0.068 |
1,960 |
21,791 |
+468 |
| Jan11 |
100128 |
6.488 |
6.561 |
6.428 |
6.480 |
-0.061 |
3,838 |
30,472 |
+715 |
| Feb11 |
100128 |
6.440 |
6.538 |
6.400 |
6.445 |
-0.056 |
1,198 |
9,715 |
+267 |
| Mar11 |
100128 |
6.318 |
6.318 |
6.256 |
6.260 |
-0.056 |
1,947 |
23,234 |
-151 |
| Apr11 |
100128 |
5.830 |
5.860 |
5.792 |
5.825 |
-0.051 |
1,304 |
23,329 |
+342 |
| May11 |
100128 |
5.770 |
5.830 |
5.760 |
5.800 |
-0.051 |
253 |
9,773 |
+179 |
| Jun11 |
100128 |
5.881 |
5.881 |
5.840 |
5.850 |
-0.051 |
471 |
4,400 |
+88 |
| Total Volume and Open Interest |
188,854 |
773,999 |
+4,112 |
| Brent Crude Oil(ICE) |
| Mar10 |
100128 |
72.36 |
73.11 |
71.51 |
72.13 |
-0.11 |
163,658 |
190,970 |
-8,640 |
| Apr10 |
100128 |
72.95 |
73.72 |
72.19 |
72.78 |
-0.08 |
63,667 |
134,020 |
-1,593 |
| May10 |
100128 |
73.61 |
74.36 |
73.04 |
73.47 |
-0.07 |
28,392 |
75,216 |
+3,754 |
| Jun10 |
100128 |
74.15 |
75.03 |
73.55 |
74.16 |
-0.06 |
31,821 |
78,275 |
+4,021 |
| Jul10 |
100128 |
74.66 |
75.60 |
74.38 |
74.77 |
-0.07 |
11,649 |
25,631 |
+3,612 |
| Aug10 |
100128 |
75.22 |
76.16 |
75.07 |
75.32 |
-0.09 |
4,002 |
18,225 |
-488 |
| Sep10 |
100128 |
75.74 |
76.66 |
75.43 |
75.83 |
-0.11 |
3,721 |
14,356 |
+138 |
| Oct10 |
100128 |
76.23 |
77.13 |
75.90 |
76.30 |
-0.14 |
2,437 |
15,574 |
+131 |
| Nov10 |
100128 |
77.10 |
77.60 |
76.34 |
76.76 |
-0.18 |
2,035 |
12,997 |
+163 |
| Dec10 |
100128 |
77.21 |
78.15 |
76.66 |
77.24 |
-0.20 |
14,504 |
76,794 |
+1,301 |
| Jan11 |
100128 |
77.75 |
77.75 |
77.69 |
77.69 |
-0.23 |
1,361 |
10,794 |
+262 |
| Feb11 |
100128 |
78.12 |
78.12 |
78.12 |
78.12 |
-0.25 |
667 |
5,317 |
-162 |
| Mar11 |
100128 |
78.53 |
78.53 |
78.53 |
78.53 |
-0.26 |
458 |
4,795 |
+131 |
| Apr11 |
100128 |
78.93 |
78.93 |
78.93 |
78.93 |
-0.28 |
162 |
2,421 |
+57 |
| Total Volume and Open Interest |
334,405 |
769,124 |
+3,098 |
| Gas Oil(ICE) |
| Feb10 |
100128 |
586.00 |
592.75 |
581.00 |
583.50 |
-13.75 |
54,052 |
99,264 |
-1,242 |
| Mar10 |
100128 |
592.00 |
599.25 |
587.50 |
590.00 |
-14.00 |
79,873 |
129,738 |
-6,483 |
| Apr10 |
100128 |
599.50 |
605.00 |
593.25 |
595.75 |
-13.75 |
28,094 |
64,524 |
+3,454 |
| May10 |
100128 |
602.75 |
610.50 |
600.50 |
602.00 |
-13.50 |
14,078 |
37,502 |
+3,592 |
| Jun10 |
100128 |
608.75 |
617.25 |
606.25 |
608.00 |
-13.50 |
13,171 |
46,253 |
+1,140 |
| Jul10 |
100128 |
619.25 |
622.75 |
612.75 |
614.25 |
-13.25 |
5,444 |
22,069 |
-160 |
| Aug10 |
100128 |
625.50 |
629.50 |
619.00 |
620.50 |
-13.25 |
2,563 |
22,905 |
+709 |
| Sep10 |
100128 |
632.00 |
634.75 |
625.00 |
626.50 |
-13.00 |
2,354 |
22,824 |
-63 |
| Oct10 |
100128 |
637.75 |
640.25 |
631.00 |
632.50 |
-12.75 |
1,470 |
12,222 |
-18 |
| Nov10 |
100128 |
642.00 |
644.75 |
635.75 |
637.25 |
-12.75 |
914 |
11,857 |
+252 |
| Total Volume and Open Interest |
215,782 |
612,897 |
+4,312 |
| Ethanol(CBOT) |
| Jan10 |
100106 |
1.949 |
1.958 |
1.941 |
1.957 |
+0.010 |
21 |
369 |
-4 |
| Feb10 |
100128 |
1.793 |
1.793 |
1.783 |
1.784 |
-0.001 |
42 |
472 |
-39 |
| Mar10 |
100128 |
1.785 |
1.785 |
1.772 |
1.778 |
-0.004 |
45 |
1,045 |
+4 |
| Apr10 |
100128 |
1.775 |
1.779 |
1.772 |
1.778 |
unch |
76 |
1,249 |
-7 |
| May10 |
100128 |
1.770 |
1.776 |
1.765 |
1.773 |
-0.002 |
74 |
562 |
+50 |
| Jun10 |
100128 |
1.768 |
1.777 |
1.768 |
1.773 |
+0.001 |
134 |
263 |
-27 |
| Jul10 |
100128 |
1.765 |
1.765 |
1.765 |
1.765 |
-0.002 |
23 |
797 |
+13 |
| Aug10 |
100128 |
1.751 |
1.751 |
1.746 |
1.749 |
-0.002 |
15 |
530 |
+15 |
| Total Volume and Open Interest |
509 |
6,963 |
+72 |
| US Dollar Index(ICE) |
| Mar10 |
100128 |
78.975 |
79.265 |
78.750 |
79.100 |
+0.230 |
20,803 |
57,425 |
+3,003 |
| Jun10 |
100128 |
79.400 |
79.460 |
79.305 |
79.410 |
+0.235 |
21 |
4,918 |
+11 |
| Sep10 |
100128 |
79.705 |
79.705 |
79.470 |
79.705 |
+0.235 |
1 |
1 |
+0 |
| Total Volume and Open Interest |
20,826 |
62,345 |
+3,015 |
| Australian Dollar(CME) |
| Mar10 |
100128 |
89.20 |
90.06 |
88.86 |
89.08 |
+0.02 |
124,419 |
104,022 |
-4,550 |
| Jun10 |
100128 |
88.09 |
89.11 |
87.96 |
88.16 |
+0.02 |
473 |
4,321 |
+50 |
| Sep10 |
100128 |
87.20 |
87.20 |
87.18 |
87.20 |
+0.02 |
1 |
19 |
-1 |
| Total Volume and Open Interest |
124,893 |
108,366 |
-4,501 |
| British Pound(CME) |
| Mar10 |
100128 |
161.68 |
162.73 |
161.06 |
161.22 |
-0.46 |
127,323 |
80,323 |
-5,513 |
| Jun10 |
100128 |
161.63 |
162.59 |
160.96 |
161.12 |
-0.46 |
282 |
641 |
+85 |
| Sep10 |
100128 |
161.00 |
161.48 |
161.00 |
161.00 |
-0.48 |
0 |
80 |
+0 |
| Total Volume and Open Interest |
127,605 |
81,047 |
-5,428 |
| Canadian Dollar(CME) |
| Mar10 |
100128 |
93.99 |
94.71 |
93.71 |
93.88 |
+0.07 |
72,065 |
84,379 |
-3,777 |
| Jun10 |
100128 |
94.01 |
94.69 |
93.72 |
93.87 |
+0.06 |
144 |
1,927 |
+17 |
| Sep10 |
100128 |
94.06 |
94.66 |
93.72 |
93.85 |
+0.07 |
60 |
681 |
+22 |
| Dec10 |
100128 |
93.78 |
94.43 |
93.66 |
93.78 |
+0.05 |
31 |
589 |
+7 |
| Total Volume and Open Interest |
72,301 |
87,643 |
-3,732 |
| Japanese Yen(CME) |
| Mar10 |
100128 |
111.15 |
111.56 |
110.44 |
111.23 |
+0.04 |
129,425 |
116,292 |
-2,652 |
| Jun10 |
100128 |
111.27 |
111.60 |
110.52 |
111.29 |
+0.04 |
337 |
575 |
-80 |
| Sep10 |
100128 |
111.38 |
111.44 |
110.86 |
111.38 |
+0.04 |
8 |
204 |
+8 |
| Total Volume and Open Interest |
129,770 |
117,095 |
-2,724 |
| Swiss Franc(CME) |
| Mar10 |
100128 |
95.31 |
95.47 |
94.73 |
95.13 |
-0.21 |
59,416 |
35,778 |
+1,861 |
| Jun10 |
100128 |
94.79 |
95.40 |
94.79 |
95.19 |
-0.21 |
71 |
186 |
+38 |
| Sep10 |
100128 |
95.26 |
95.47 |
95.26 |
95.26 |
-0.21 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
59,487 |
35,974 |
+1,899 |
| EuroFX(CME) |
| Mar10 |
100128 |
140.27 |
140.51 |
139.29 |
139.75 |
-0.58 |
335,848 |
185,485 |
+2,684 |
| Jun10 |
100128 |
140.02 |
140.38 |
139.31 |
139.71 |
-0.58 |
573 |
1,327 |
-164 |
| Sep10 |
100128 |
139.61 |
140.19 |
139.57 |
139.61 |
-0.58 |
0 |
669 |
+0 |
| Total Volume and Open Interest |
336,421 |
187,498 |
+2,520 |
| Mexican Peso(CME) |
| Feb10 |
100128 |
769.5 |
769.5 |
766.2 |
766.2 |
-3.2 |
0 |
3 |
+0 |
| Mar10 |
100128 |
767.2 |
772.0 |
760.0 |
763.2 |
-3.2 |
29,031 |
94,376 |
-1,269 |
| Total Volume and Open Interest |
29,036 |
96,128 |
-1,270 |
| 30-Year T-Bonds(CBOT) |
| Mar10 |
100128 |
118~080 |
118~150 |
117~200 |
118~050 |
-0~060 |
273,479 |
656,150 |
+6,730 |
| Jun10 |
100128 |
116~200 |
116~270 |
116~090 |
116~210 |
-0~060 |
279 |
3,170 |
+170 |
| Sep10 |
100128 |
115~100 |
115~160 |
115~100 |
115~100 |
-0~060 |
1 |
5 |
+1 |
| Total Volume and Open Interest |
273,759 |
659,325 |
+6,901 |
| 10-Year T-Notes(CBOT) |
| Mar10 |
100128 |
117~200 |
117~280 |
117~080 |
117~225 |
+0~015 |
1,068,542 |
1,346,208 |
+22,442 |
| Jun10 |
100128 |
115~260 |
116~055 |
115~260 |
116~055 |
+0~015 |
3,272 |
10,026 |
+973 |
| Sep10 |
100128 |
114~205 |
114~205 |
114~190 |
114~205 |
+0~015 |
|
|
|
| Total Volume and Open Interest |
1,071,814 |
1,356,234 |
+23,415 |
| 5-Year T-Notes(CBOT) |
| Mar10 |
100128 |
115~118 |
116~040 |
115~097 |
116~022 |
+0~017 |
503,777 |
861,862 |
+29,280 |
| Jun10 |
100128 |
114~115 |
114~115 |
114~097 |
114~115 |
+0~018 |
523 |
416 |
+340 |
| Sep10 |
100128 |
113~080 |
113~080 |
113~061 |
113~080 |
+0~019 |
|
|
|
| Total Volume and Open Interest |
504,300 |
862,278 |
+29,620 |
| 2 Year T-Notes(CBOT) |
| Mar10 |
100128 |
108~103 |
108~116 |
108~093 |
108~113 |
+0~008 |
262,133 |
900,712 |
+8,056 |
| Jun10 |
100128 |
108~039 |
108~042 |
108~032 |
108~041 |
+0~009 |
4,559 |
15,407 |
-453 |
| Sep10 |
100128 |
107~097 |
107~097 |
107~087 |
107~097 |
+0~010 |
|
|
|
| Total Volume and Open Interest |
266,692 |
916,119 |
+7,603 |
| Eurodollars(CME) |
| Mar10 |
100128 |
99.715 |
99.720 |
99.710 |
99.710 |
unch |
184,309 |
1,205,635 |
+14,725 |
| Jun10 |
100128 |
99.580 |
99.605 |
99.570 |
99.595 |
+0.020 |
302,449 |
1,084,166 |
+27,271 |
| Sep10 |
100128 |
99.300 |
99.350 |
99.275 |
99.340 |
+0.035 |
269,615 |
926,050 |
+9,509 |
| Dec10 |
100128 |
98.925 |
99.000 |
98.885 |
98.980 |
+0.045 |
302,494 |
866,606 |
+8,395 |
| Mar11 |
100128 |
98.535 |
98.615 |
98.490 |
98.585 |
+0.040 |
338,633 |
575,360 |
-11,164 |
| Jun11 |
100128 |
98.145 |
98.225 |
98.100 |
98.195 |
+0.035 |
265,976 |
686,290 |
+4,846 |
| Sep11 |
100128 |
97.790 |
97.870 |
97.745 |
97.835 |
+0.025 |
206,090 |
529,714 |
+2,048 |
| Dec11 |
100128 |
97.455 |
97.530 |
97.415 |
97.495 |
+0.015 |
174,640 |
350,761 |
-122 |
| Mar12 |
100128 |
97.165 |
97.240 |
97.130 |
97.200 |
+0.010 |
83,319 |
253,629 |
-158 |
| Jun12 |
100128 |
96.885 |
96.950 |
96.840 |
96.910 |
+0.005 |
69,840 |
220,920 |
-1,827 |
| Sep12 |
100128 |
96.620 |
96.690 |
96.590 |
96.650 |
+0.005 |
43,410 |
126,623 |
-236 |
| Dec12 |
100128 |
96.365 |
96.430 |
96.340 |
96.395 |
+0.005 |
32,689 |
107,072 |
+1,955 |
| Mar13 |
100128 |
96.170 |
96.220 |
96.140 |
96.190 |
unch |
12,961 |
75,595 |
+250 |
| Jun13 |
100128 |
95.965 |
96.030 |
95.950 |
95.995 |
unch |
8,377 |
63,333 |
-199 |
| Sep13 |
100128 |
95.805 |
95.850 |
95.775 |
95.815 |
-0.005 |
9,094 |
50,592 |
-4 |
| Dec13 |
100128 |
95.630 |
95.665 |
95.600 |
95.635 |
-0.005 |
7,659 |
34,007 |
+86 |
| Mar14 |
100128 |
95.490 |
95.530 |
95.455 |
95.495 |
-0.010 |
5,680 |
35,366 |
-291 |
| Jun14 |
100128 |
95.330 |
95.390 |
95.330 |
95.355 |
-0.015 |
4,628 |
29,217 |
-185 |
| Total Volume and Open Interest |
2,344,224 |
7,404,559 |
+60,572 |
| 30 Day Federal Funds(CBOT) |
| Jan10 |
100128 |
99.890 |
99.890 |
99.887 |
99.887 |
unch |
8,098 |
67,819 |
-1,332 |
| Feb10 |
100128 |
99.870 |
99.870 |
99.860 |
99.865 |
unch |
5,995 |
92,855 |
-347 |
| Mar10 |
100128 |
99.850 |
99.860 |
99.845 |
99.850 |
unch |
5,567 |
57,514 |
+79 |
| Apr10 |
100128 |
99.835 |
99.845 |
99.830 |
99.835 |
unch |
6,619 |
74,012 |
+245 |
| May10 |
100128 |
99.815 |
99.830 |
99.815 |
99.820 |
unch |
11,273 |
60,244 |
-1,285 |
| Jun10 |
100128 |
99.800 |
99.815 |
99.800 |
99.805 |
unch |
7,103 |
49,618 |
+402 |
| Total Volume and Open Interest |
76,124 |
575,569 |
+3,420 |
| 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 |
100128 |
99.580 |
99.580 |
99.580 |
99.580 |
unch |
0 |
1,263 |
+0 |
| Jun10 |
100128 |
99.620 |
99.620 |
99.620 |
99.620 |
unch |
0 |
80 |
+0 |
| Sep10 |
100128 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
0 |
230 |
+0 |
| Dec10 |
100128 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
0 |
242 |
+0 |
| Mar11 |
100128 |
99.600 |
99.600 |
99.600 |
99.600 |
unch |
|
|
|
| Jun11 |
100128 |
99.575 |
99.575 |
99.575 |
99.575 |
unch |
|
|
|
| Sep11 |
100128 |
99.575 |
99.575 |
99.575 |
99.575 |
unch |
|
|
|
| Dec11 |
100128 |
99.505 |
99.505 |
99.505 |
99.505 |
unch |
|
|
|
| Mar12 |
100128 |
99.485 |
99.485 |
99.485 |
99.485 |
+0.015 |
|
|
|
| Jun12 |
100128 |
99.535 |
99.535 |
99.535 |
99.535 |
+0.015 |
|
|
|
| Total Volume and Open Interest |
0 |
1,815 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Mar10 |
100128 |
99.57 |
99.58 |
99.57 |
99.58 |
unch |
451 |
4,601 |
+167 |
| Jun10 |
100128 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
40 |
1,662 |
+0 |
| Sep10 |
100128 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
1,921 |
+255 |
| Dec10 |
100128 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
1,431 |
+0 |
| Mar11 |
100128 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.01 |
0 |
664 |
+0 |
| Jun11 |
100128 |
99.59 |
99.59 |
99.59 |
99.59 |
+0.01 |
0 |
52 |
+0 |
| Sep11 |
100128 |
99.59 |
99.59 |
99.59 |
99.59 |
+0.01 |
0 |
51 |
+0 |
| Dec11 |
100128 |
99.52 |
99.52 |
99.52 |
99.52 |
+0.01 |
0 |
102 |
+0 |
| Total Volume and Open Interest |
491 |
11,855 |
+422 |
| Japanese Gov't Bonds(SGX) |
| Mar10 |
100128 |
139.61 |
139.65 |
139.43 |
139.48 |
-0.17 |
2,256 |
16,472 |
+794 |
| Jun10 |
100128 |
139.40 |
139.40 |
139.40 |
139.40 |
-0.17 |
|
|
|
| Sep10 |
100128 |
139.40 |
139.40 |
139.40 |
139.40 |
-0.17 |
|
|
|
| Total Volume and Open Interest |
2,256 |
16,472 |
+794 |
| Euro-Bund(EUREX) |
| Mar10 |
100128 |
123.00 |
123.47 |
122.81 |
123.30 |
-0.08 |
1,082,891 |
920,701 |
+28,484 |
| Jun10 |
100128 |
121.55 |
121.93 |
121.50 |
121.84 |
-0.08 |
925 |
1,241 |
+217 |
| Sep10 |
100128 |
121.50 |
121.50 |
121.50 |
121.50 |
-0.08 |
1,068 |
0 |
+0 |
| Total Volume and Open Interest |
1,084,884 |
921,942 |
+28,701 |
| Euro-Bobl(EUREX) |
| Mar10 |
100128 |
116.97 |
117.32 |
116.86 |
117.22 |
+0.04 |
550,170 |
736,904 |
+3,301 |
| Jun10 |
100128 |
115.52 |
115.84 |
115.48 |
115.78 |
+0.05 |
47 |
639 |
-1 |
| Sep10 |
100128 |
115.52 |
115.52 |
115.52 |
115.52 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
550,217 |
737,543 |
+3,300 |
| 3-Mth Euribor(EUREX) |
| Mar10 |
100128 |
99.315 |
99.320 |
99.315 |
99.320 |
unch |
143 |
13,688 |
-78 |
| Jun10 |
100128 |
99.045 |
99.065 |
99.045 |
99.065 |
unch |
45 |
7,412 |
-5 |
| Sep10 |
100128 |
98.735 |
98.775 |
98.735 |
98.775 |
unch |
6 |
2,469 |
+0 |
| Total Volume and Open Interest |
296 |
27,317 |
-70 |
| Long Gilt(LIFFE) |
| Mar10 |
100128 |
115~18 |
115~22 |
114~25 |
115~10 |
-0~20 |
104,698 |
257,717 |
+1,709 |
| Jun10 |
100128 |
113~28 |
113~28 |
113~28 |
113~28 |
-0~20 |
|
|
|
| Total Volume and Open Interest |
104,698 |
257,717 |
+1,709 |
| 3-Mth Short Sterling(LIFFE) |
| Mar10 |
100128 |
99.36 |
99.37 |
99.36 |
99.36 |
-0.01 |
22,612 |
306,212 |
+4,543 |
| Jun10 |
100128 |
99.18 |
99.20 |
99.17 |
99.19 |
-0.02 |
96,285 |
349,341 |
-1,166 |
| Sep10 |
100128 |
98.87 |
98.90 |
98.84 |
98.88 |
-0.02 |
92,793 |
324,521 |
+3,643 |
| Dec10 |
100128 |
98.45 |
98.49 |
98.41 |
98.47 |
-0.02 |
95,835 |
343,126 |
+8,233 |
| Mar11 |
100128 |
98.05 |
98.09 |
98.00 |
98.07 |
-0.03 |
103,524 |
318,784 |
-5,405 |
| Jun11 |
100128 |
97.66 |
97.70 |
97.62 |
97.68 |
-0.04 |
85,998 |
179,411 |
+4,227 |
| Total Volume and Open Interest |
636,673 |
2,218,522 |
+12,031 |
| 3-Mth Euribor(LIFFE) |
| Mar10 |
100128 |
99.320 |
99.330 |
99.310 |
99.320 |
unch |
134,784 |
715,960 |
+21,740 |
| Jun10 |
100128 |
99.060 |
99.080 |
99.035 |
99.065 |
unch |
271,114 |
814,100 |
+5,428 |
| Sep10 |
100128 |
98.740 |
98.795 |
98.730 |
98.775 |
-0.005 |
260,600 |
569,234 |
+8,472 |
| Total Volume and Open Interest |
1,242,824 |
3,706,503 |
+63,974 |
| 3-Mth Aus T-Bills(SFE) |
| Mar10 |
100128 |
95.53 |
95.56 |
95.51 |
95.52 |
-0.01 |
18,921 |
282,180 |
-5,035 |
| Jun10 |
100128 |
95.22 |
95.27 |
95.18 |
95.19 |
-0.03 |
24,426 |
200,777 |
-7,235 |
| Sep10 |
100128 |
95.00 |
95.05 |
94.95 |
94.96 |
-0.03 |
10,198 |
104,025 |
-747 |
| Dec10 |
100128 |
94.82 |
94.87 |
94.76 |
94.78 |
-0.04 |
8,044 |
88,522 |
-2,070 |
| Mar11 |
100128 |
94.66 |
94.70 |
94.60 |
94.62 |
-0.03 |
3,800 |
34,431 |
+1,347 |
| Jun11 |
100128 |
94.53 |
94.55 |
94.45 |
94.48 |
-0.03 |
2,312 |
25,444 |
+995 |
| Sep11 |
100128 |
94.43 |
94.44 |
94.33 |
94.36 |
-0.03 |
1,603 |
17,584 |
+743 |
| Dec11 |
100128 |
94.35 |
94.35 |
94.24 |
94.27 |
-0.03 |
667 |
8,658 |
+87 |
| Mar12 |
100128 |
94.21 |
94.21 |
94.18 |
94.20 |
-0.03 |
11 |
3,279 |
+10 |
| Jun12 |
100128 |
94.19 |
94.19 |
94.13 |
94.18 |
-0.03 |
21 |
1,205 |
+19 |
| Total Volume and Open Interest |
70,043 |
767,163 |
-11,846 |
| 10-Year Aus T-Bonds(SFE) |
| Mar10 |
100128 |
94.54 |
94.55 |
94.46 |
94.46 |
-0.07 |
35,601 |
347,499 |
+6,391 |
| Jun10 |
100128 |
94.46 |
94.46 |
94.46 |
94.46 |
-0.07 |
|
|
|
| Total Volume and Open Interest |
35,601 |
347,499 |
+6,391 |
| 3-Year Aus T-Bonds(SFE) |
| Mar10 |
100128 |
95.04 |
95.10 |
94.96 |
94.99 |
-0.04 |
141,831 |
643,023 |
+41,854 |
| Jun10 |
100128 |
94.99 |
94.99 |
94.99 |
94.99 |
-0.04 |
|
|
|
| Total Volume and Open Interest |
141,831 |
643,023 |
+41,854 |
| Gold(CMX) |
| Feb10 |
100128 |
1087.8 |
1095.7 |
1073.2 |
1083.6 |
-0.9 |
206,694 |
47,946 |
-47,650 |
| Apr10 |
100128 |
1087.0 |
1096.9 |
1074.4 |
1084.8 |
-0.9 |
124,936 |
280,189 |
+35,855 |
| Jun10 |
100128 |
1090.0 |
1097.5 |
1075.8 |
1085.8 |
-0.8 |
5,185 |
53,554 |
+1,045 |
| Aug10 |
100128 |
1093.0 |
1096.2 |
1085.0 |
1086.6 |
-0.8 |
222 |
22,418 |
-97 |
| Oct10 |
100128 |
1092.7 |
1098.4 |
1087.4 |
1087.4 |
-0.8 |
285 |
7,941 |
+204 |
| Dec10 |
100128 |
1091.3 |
1099.3 |
1079.9 |
1088.4 |
-0.8 |
951 |
32,371 |
+192 |
| Feb11 |
100128 |
1096.0 |
1096.0 |
1087.6 |
1090.0 |
-0.7 |
30 |
7,571 |
+2 |
| Apr11 |
100128 |
1092.0 |
1092.0 |
1092.0 |
1092.0 |
-0.6 |
0 |
3,783 |
+0 |
| Jun11 |
100128 |
434.6 |
439.3 |
434.6 |
439.3 |
-0.5 |
100 |
6,342 |
+0 |
| Aug11 |
100128 |
1097.7 |
1097.7 |
1097.7 |
1097.7 |
-0.3 |
0 |
1,486 |
+0 |
| Oct11 |
100128 |
1101.0 |
1101.0 |
1101.0 |
1101.0 |
-0.2 |
4 |
1,360 |
+0 |
| Dec11 |
100128 |
1106.0 |
1106.0 |
1095.6 |
1104.7 |
-0.1 |
167 |
11,180 |
+132 |
| Total Volume and Open Interest |
340,355 |
497,469 |
-10,096 |
| Silver(CMX) |
| Mar10 |
100128 |
1659.0 |
1675.5 |
1601.5 |
1621.2 |
-22.8 |
33,157 |
70,159 |
-522 |
| May10 |
100128 |
1664.0 |
1677.0 |
1604.0 |
1623.3 |
-22.8 |
578 |
16,293 |
+17 |
| Jul10 |
100128 |
1669.0 |
1675.5 |
1610.0 |
1625.0 |
-22.8 |
341 |
10,549 |
+70 |
| Sep10 |
100128 |
1654.5 |
1654.5 |
1610.0 |
1626.6 |
-22.7 |
50 |
2,888 |
+7 |
| Dec10 |
100128 |
1652.0 |
1680.0 |
1614.0 |
1629.0 |
-22.8 |
652 |
11,089 |
+155 |
| Mar11 |
100128 |
1631.4 |
1631.4 |
1631.4 |
1631.4 |
-23.0 |
0 |
776 |
+0 |
| May11 |
100128 |
1685.0 |
1685.0 |
1617.5 |
1633.2 |
-22.9 |
2 |
1,692 |
-1 |
| Total Volume and Open Interest |
34,876 |
124,582 |
-313 |
| Platinum(NYMEX) |
| Apr10 |
100128 |
1505.0 |
1526.4 |
1486.0 |
1493.9 |
+1.8 |
4,910 |
33,178 |
+155 |
| Jul10 |
100128 |
1494.0 |
1523.0 |
1493.0 |
1493.0 |
+1.1 |
28 |
1,418 |
+17 |
| Oct10 |
100128 |
1493.0 |
1493.0 |
1493.0 |
1493.0 |
+1.1 |
0 |
24 |
+0 |
| Jan11 |
100128 |
1483.9 |
1483.9 |
1483.9 |
1483.9 |
+1.8 |
0 |
205 |
+0 |
| Total Volume and Open Interest |
4,946 |
34,862 |
+165 |
| Palladium(NYMEX) |
| Mar10 |
100128 |
413.00 |
428.00 |
409.00 |
413.35 |
-3.40 |
2,883 |
21,908 |
-405 |
| Jun10 |
100128 |
416.20 |
425.00 |
410.00 |
413.55 |
-3.40 |
68 |
1,038 |
+26 |
| Sep10 |
100128 |
414.60 |
414.60 |
414.60 |
414.60 |
-3.40 |
1 |
17 |
+0 |
| Total Volume and Open Interest |
2,954 |
22,975 |
-379 |
| Copper(CMX) |
| Mar10 |
100128 |
319.70 |
324.35 |
309.15 |
309.80 |
-12.45 |
41,568 |
88,210 |
-4,219 |
| May10 |
100128 |
322.45 |
325.60 |
310.75 |
311.35 |
-12.40 |
3,013 |
23,919 |
+852 |
| Jul10 |
100128 |
324.00 |
324.45 |
311.80 |
312.15 |
-12.25 |
615 |
11,408 |
+97 |
| Sep10 |
100128 |
324.60 |
325.00 |
312.30 |
312.30 |
-12.25 |
71 |
4,816 |
+10 |
| Dec10 |
100128 |
311.80 |
312.35 |
311.80 |
311.90 |
-12.35 |
55 |
4,641 |
+30 |
| Total Volume and Open Interest |
45,675 |
137,197 |
-3,486 |
| DJIA Index(CBOT) |
| Mar10 |
100128 |
10200 |
10262 |
10010 |
10062 |
-133 |
1,210 |
13,421 |
-71 |
| Jun10 |
100128 |
10001 |
10134 |
10001 |
10001 |
-133 |
1 |
14 |
+0 |
| Sep10 |
100128 |
9942 |
10075 |
9942 |
9942 |
-133 |
|
|
|
| Dec10 |
100128 |
9892 |
10025 |
9892 |
9892 |
-133 |
|
|
|
| Total Volume and Open Interest |
1,211 |
13,435 |
-71 |
| S & P 500(CME) |
| Mar10 |
100128 |
1094.60 |
1103.30 |
1074.50 |
1079.20 |
-15.40 |
21,946 |
340,838 |
+2,371 |
| Jun10 |
100128 |
1070.00 |
1092.70 |
1070.00 |
1074.40 |
-15.30 |
505 |
4,375 |
+718 |
| Sep10 |
100128 |
1064.80 |
1087.80 |
1064.00 |
1069.50 |
-15.30 |
4 |
912 |
-51 |
| Dec10 |
100128 |
1065.30 |
1083.60 |
1060.60 |
1065.30 |
-15.30 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
22,455 |
346,136 |
+3,038 |
| S & P 500 E-Mini(Globex) |
| Mar10 |
100128 |
1094.50 |
1103.50 |
1074.75 |
1079.25 |
-15.25 |
2,634,603 |
2,625,603 |
+5,581 |
| Jun10 |
100128 |
1089.50 |
1098.50 |
1070.25 |
1074.50 |
-15.25 |
3,761 |
12,865 |
+1,279 |
| Total Volume and Open Interest |
2,638,367 |
2,639,886 |
+6,862 |
| NASDAQ 100(CME) |
| Mar10 |
100128 |
1808.00 |
1819.80 |
1758.00 |
1770.50 |
-38.50 |
3,549 |
15,956 |
+1,095 |
| Jun10 |
100128 |
1768.00 |
1770.00 |
1768.00 |
1768.00 |
-38.30 |
0 |
625 |
+0 |
| Sep10 |
100128 |
1767.00 |
1767.00 |
1767.00 |
1767.00 |
-38.30 |
|
|
|
| Total Volume and Open Interest |
3,549 |
16,581 |
+1,095 |
| NASDAQ 100 E-Mini(Globex) |
| Mar10 |
100128 |
1807.50 |
1820.00 |
1759.30 |
1770.50 |
-38.50 |
443,906 |
369,022 |
+11,687 |
| Jun10 |
100128 |
1806.30 |
1816.80 |
1756.50 |
1768.00 |
-38.30 |
817 |
4,501 |
+589 |
| Total Volume and Open Interest |
444,723 |
373,537 |
+12,276 |
| S & P Midcap 400(CME) |
| Mar10 |
100128 |
720.50 |
723.95 |
706.00 |
709.90 |
-9.40 |
13 |
1,471 |
-6 |
| Jun10 |
100128 |
707.70 |
709.10 |
707.70 |
707.70 |
-9.40 |
|
|
|
| Sep10 |
100128 |
705.70 |
707.10 |
705.70 |
705.70 |
-9.40 |
|
|
|
| Total Volume and Open Interest |
13 |
1,471 |
-6 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Mar10 |
100128 |
10365 |
10495 |
10230 |
10320 |
-30 |
8,503 |
41,654 |
-100 |
| Jun10 |
100128 |
10320 |
10320 |
10310 |
10320 |
-30 |
|
|
|
| Total Volume and Open Interest |
8,503 |
41,654 |
-100 |
| Nikkei 225(SGX) |
| Mar10 |
100128 |
10230 |
10465 |
10205 |
10405 |
+145 |
110,839 |
187,970 |
+2,276 |
| Jun10 |
100128 |
10275 |
10390 |
10275 |
10345 |
+145 |
281 |
1,372 |
-3 |
| Sep10 |
100128 |
10355 |
10355 |
10355 |
10355 |
+150 |
0 |
55 |
+0 |
| Total Volume and Open Interest |
111,160 |
191,443 |
+2,273 |
| CAC 40(EURONEXT) |
| Feb10 |
100128 |
3808.0 |
3818.5 |
3678.5 |
3685.0 |
-75.0 |
132,878 |
356,236 |
+10,540 |
| Mar10 |
100128 |
3808.0 |
3815.5 |
3680.0 |
3686.0 |
-74.5 |
1,008 |
75,201 |
+409 |
| Apr10 |
100128 |
3810.0 |
3810.0 |
3687.0 |
3687.0 |
-74.0 |
41 |
42 |
+41 |
| Total Volume and Open Interest |
133,927 |
433,516 |
+10,990 |
| Hang Seng Index(HKFE) |
| Jan10 |
100128 |
20174 |
20390 |
20145 |
20348 |
+371 |
110,068 |
18,447 |
-14,563 |
| Feb10 |
100128 |
20168 |
20415 |
20130 |
20234 |
+278 |
63,782 |
71,735 |
+3,130 |
| Mar10 |
100128 |
20118 |
20357 |
20083 |
20180 |
+263 |
1,089 |
6,140 |
-8 |
| Total Volume and Open Interest |
175,081 |
97,276 |
-11,413 |
| DAX(EUREX) |
| Mar10 |
100128 |
5708.0 |
5729.0 |
5536.0 |
5570.5 |
-72.5 |
204,734 |
150,331 |
-515 |
| Jun10 |
100128 |
5723.5 |
5736.0 |
5554.5 |
5579.5 |
-73.0 |
152 |
9,801 |
-8 |
| Sep10 |
100128 |
5696.5 |
5696.5 |
5565.0 |
5589.5 |
-72.5 |
35 |
688 |
+0 |
| Total Volume and Open Interest |
204,921 |
160,820 |
-523 |
| FT-SE 100(EURONEXT) |
| Mar10 |
100128 |
5237.00 |
5242.00 |
5092.50 |
5118.50 |
-58.00 |
130,961 |
698,239 |
+7,401 |
| Jun10 |
100128 |
5147.00 |
5163.00 |
5048.00 |
5068.50 |
-58.50 |
8 |
2,475 |
-1 |
| Sep10 |
100128 |
5031.50 |
5031.50 |
5031.50 |
5031.50 |
-58.00 |
0 |
323 |
+0 |
| Total Volume and Open Interest |
130,969 |
701,628 |
+7,400 |
| SPI 200(SFE) |
| Mar10 |
100128 |
4589.0 |
4649.0 |
4547.0 |
4647.0 |
+56.0 |
41,101 |
203,981 |
-31 |
| Jun10 |
100128 |
4658.0 |
4669.0 |
4658.0 |
4669.0 |
+55.0 |
2 |
1,855 |
+0 |
| Sep10 |
100128 |
4669.0 |
4669.0 |
4669.0 |
4669.0 |
+55.0 |
0 |
2,038 |
+0 |
| Total Volume and Open Interest |
41,103 |
208,877 |
-91 |
| GSCI(CME) |
| Feb10 |
100128 |
492.50 |
493.00 |
487.00 |
491.25 |
+1.25 |
1,013 |
17,078 |
-298 |
| Mar10 |
100128 |
495.25 |
496.50 |
491.00 |
495.25 |
+1.25 |
12 |
0 |
+0 |
| Apr10 |
100128 |
498.75 |
500.00 |
494.00 |
498.75 |
+1.25 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
1,027 |
17,078 |
-298 |
| 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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