|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri January 29, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Mar10 |
100129 |
931.50 |
936.75 |
913.00 |
914.00 |
-17.75 |
82,360 |
216,931 |
+342 |
| May10 |
100129 |
941.25 |
946.75 |
924.50 |
924.75 |
-16.75 |
34,016 |
82,418 |
+4,261 |
| Jul10 |
100129 |
948.50 |
953.50 |
932.25 |
932.75 |
-15.75 |
32,688 |
67,034 |
+2,492 |
| Aug10 |
100129 |
942.50 |
942.75 |
927.00 |
927.00 |
-15.50 |
626 |
2,280 |
+269 |
| Sep10 |
100129 |
929.25 |
932.00 |
917.00 |
917.00 |
-12.25 |
641 |
2,100 |
+233 |
| Nov10 |
100129 |
922.00 |
927.75 |
910.00 |
911.25 |
-11.00 |
17,238 |
84,511 |
+524 |
| Jan11 |
100129 |
931.75 |
934.00 |
920.50 |
920.50 |
-11.25 |
253 |
5,175 |
+31 |
| Total Volume and Open Interest |
168,066 |
467,665 |
+8,158 |
| Soybean Meal(CBOT) |
| Mar10 |
100129 |
281.40 |
282.30 |
273.00 |
273.80 |
-7.80 |
28,634 |
70,835 |
-2,430 |
| May10 |
100129 |
275.40 |
279.10 |
268.00 |
268.50 |
-6.90 |
15,621 |
39,474 |
+113 |
| Jul10 |
100129 |
274.00 |
275.00 |
266.50 |
267.50 |
-7.20 |
9,860 |
28,822 |
+459 |
| Aug10 |
100129 |
270.70 |
272.50 |
265.60 |
265.60 |
-7.10 |
2,030 |
7,890 |
+520 |
| Sep10 |
100129 |
269.20 |
269.80 |
262.90 |
262.90 |
-7.00 |
1,074 |
8,379 |
+295 |
| Oct10 |
100129 |
264.10 |
265.50 |
260.30 |
260.80 |
-4.20 |
965 |
4,371 |
+192 |
| Dec10 |
100129 |
263.70 |
264.50 |
259.90 |
260.00 |
-4.10 |
5,482 |
17,889 |
+390 |
| Jan11 |
100129 |
261.50 |
265.40 |
261.50 |
261.50 |
-3.90 |
96 |
947 |
+13 |
| Total Volume and Open Interest |
64,114 |
180,578 |
-293 |
| Soybean Oil(CBOT) |
| Mar10 |
100129 |
36.20 |
36.53 |
36.00 |
36.15 |
unch |
38,589 |
122,462 |
-801 |
| May10 |
100129 |
36.53 |
36.97 |
36.46 |
36.61 |
unch |
15,404 |
48,102 |
+2,472 |
| Jul10 |
100129 |
37.09 |
37.41 |
36.87 |
37.03 |
-0.01 |
11,589 |
35,895 |
+1,927 |
| Aug10 |
100129 |
37.45 |
37.52 |
37.08 |
37.19 |
-0.01 |
540 |
3,014 |
+197 |
| Sep10 |
100129 |
37.35 |
37.65 |
37.21 |
37.33 |
-0.01 |
501 |
4,765 |
+110 |
| Oct10 |
100129 |
37.51 |
37.79 |
37.25 |
37.41 |
-0.02 |
458 |
2,974 |
+222 |
| Dec10 |
100129 |
37.79 |
38.08 |
37.53 |
37.68 |
-0.03 |
4,645 |
23,353 |
+1,548 |
| Jan11 |
100129 |
37.97 |
38.01 |
37.97 |
37.98 |
-0.03 |
3 |
34 |
+0 |
| Total Volume and Open Interest |
71,729 |
240,702 |
+5,675 |
| Canola(WCE) |
| Mar10 |
100129 |
378.3 |
378.4 |
375.2 |
375.8 |
-0.9 |
9,303 |
79,970 |
-4,121 |
| May10 |
100129 |
384.9 |
384.9 |
382.0 |
382.5 |
-1.0 |
5,457 |
22,353 |
+4,284 |
| Jul10 |
100129 |
387.7 |
389.7 |
387.6 |
387.7 |
-0.9 |
885 |
12,652 |
+587 |
| Nov10 |
100129 |
396.8 |
396.8 |
394.2 |
394.9 |
-1.1 |
667 |
10,944 |
+577 |
| Jan11 |
100129 |
399.3 |
399.3 |
398.2 |
398.2 |
-1.1 |
1 |
283 |
+1 |
| Total Volume and Open Interest |
16,314 |
126,402 |
+1,329 |
| Corn(CBOT) |
| Mar10 |
100129 |
361.75 |
363.50 |
355.25 |
356.50 |
-5.25 |
104,224 |
445,738 |
-12,317 |
| May10 |
100129 |
373.00 |
374.25 |
366.25 |
367.75 |
-5.00 |
34,364 |
198,346 |
+13,004 |
| Jul10 |
100129 |
382.00 |
383.50 |
375.75 |
377.50 |
-4.75 |
15,650 |
152,931 |
+1,587 |
| Sep10 |
100129 |
389.00 |
390.25 |
383.00 |
384.25 |
-4.25 |
3,920 |
48,486 |
+175 |
| Dec10 |
100129 |
395.25 |
397.00 |
389.50 |
390.75 |
-4.25 |
33,964 |
243,121 |
+2,190 |
| Mar11 |
100129 |
405.00 |
407.00 |
400.50 |
401.75 |
-3.50 |
1,825 |
20,880 |
+319 |
| Total Volume and Open Interest |
196,391 |
1,141,450 |
+5,305 |
| Wheat(CBOT) |
| Mar10 |
100129 |
486.50 |
488.50 |
471.50 |
474.00 |
-13.00 |
35,797 |
175,110 |
-5,989 |
| May10 |
100129 |
501.00 |
502.75 |
487.50 |
488.25 |
-12.75 |
13,144 |
73,666 |
+7,809 |
| Jul10 |
100129 |
512.75 |
514.00 |
497.00 |
500.25 |
-12.50 |
6,994 |
73,147 |
+454 |
| Sep10 |
100129 |
528.00 |
528.00 |
515.00 |
515.75 |
-12.25 |
1,136 |
20,728 |
+367 |
| Dec10 |
100129 |
555.25 |
555.25 |
539.00 |
541.50 |
-12.75 |
4,170 |
54,720 |
+154 |
| Total Volume and Open Interest |
62,030 |
409,069 |
+3,258 |
| Wheat(KCBT) |
| Mar10 |
100129 |
494.75 |
495.75 |
485.00 |
487.00 |
-7.75 |
9,732 |
48,725 |
-1,231 |
| May10 |
100129 |
507.00 |
511.00 |
497.00 |
499.00 |
-7.75 |
4,148 |
22,695 |
+2,167 |
| Jul10 |
100129 |
518.00 |
518.75 |
508.25 |
510.25 |
-8.00 |
1,639 |
31,597 |
-310 |
| Sep10 |
100129 |
529.50 |
530.75 |
521.00 |
522.00 |
-8.25 |
110 |
4,323 |
-51 |
| Dec10 |
100129 |
547.75 |
548.25 |
537.25 |
538.75 |
-8.50 |
907 |
40,736 |
-1,175 |
| Total Volume and Open Interest |
16,616 |
149,463 |
-539 |
| Wheat(MGE) |
| Mar10 |
100129 |
508.50 |
509.00 |
500.00 |
500.75 |
-7.75 |
2,581 |
15,899 |
-634 |
| May10 |
100129 |
519.75 |
520.00 |
511.75 |
512.25 |
-7.50 |
965 |
7,850 |
-524 |
| Jul10 |
100129 |
529.50 |
531.25 |
522.75 |
523.50 |
-8.00 |
354 |
10,814 |
-142 |
| Sep10 |
100129 |
542.25 |
542.25 |
534.00 |
534.50 |
-8.25 |
304 |
4,778 |
-18 |
| Dec10 |
100129 |
558.00 |
558.75 |
551.00 |
551.25 |
-7.50 |
948 |
5,500 |
-311 |
| Total Volume and Open Interest |
5,191 |
45,743 |
-1,661 |
| Oats(CBOT) |
| Mar10 |
100129 |
234.50 |
234.50 |
228.00 |
228.00 |
-5.00 |
1,386 |
7,229 |
-673 |
| May10 |
100129 |
242.00 |
243.50 |
237.25 |
237.25 |
-4.75 |
866 |
3,604 |
+907 |
| Jul10 |
100129 |
248.50 |
249.75 |
244.75 |
244.75 |
-5.00 |
84 |
1,106 |
+6 |
| Sep10 |
100129 |
252.75 |
257.25 |
252.75 |
252.75 |
-4.50 |
0 |
370 |
+0 |
| Total Volume and Open Interest |
2,408 |
13,612 |
+294 |
| Rough Rice(CBOT) |
| Mar10 |
100129 |
13.85 |
14.28 |
13.85 |
14.20 |
+0.30 |
870 |
9,975 |
-375 |
| May10 |
100129 |
14.15 |
14.56 |
14.15 |
14.51 |
+0.31 |
456 |
2,230 |
+441 |
| Jul10 |
100129 |
14.50 |
14.73 |
14.50 |
14.73 |
+0.31 |
47 |
722 |
+6 |
| Sep10 |
100129 |
13.56 |
13.81 |
13.56 |
13.80 |
+0.22 |
10 |
933 |
+4 |
| Total Volume and Open Interest |
1,398 |
14,777 |
+78 |
| Live Cattle(CME) |
| Feb10 |
100129 |
85.635 |
86.150 |
85.350 |
85.800 |
+0.150 |
4,936 |
42,962 |
-1,529 |
| Apr10 |
100129 |
89.350 |
89.900 |
88.980 |
89.385 |
+0.185 |
12,620 |
132,707 |
+239 |
| Jun10 |
100129 |
87.550 |
88.100 |
87.285 |
87.830 |
+0.250 |
4,861 |
69,535 |
+1,181 |
| Aug10 |
100129 |
86.980 |
87.400 |
86.750 |
87.330 |
+0.430 |
2,644 |
20,611 |
+1,118 |
| Oct10 |
100129 |
89.480 |
90.000 |
89.430 |
89.980 |
+0.280 |
323 |
13,727 |
+1 |
| Dec10 |
100129 |
90.100 |
90.500 |
90.035 |
90.500 |
+0.270 |
268 |
3,384 |
+114 |
| Total Volume and Open Interest |
25,712 |
284,838 |
+1,179 |
| Feeder Cattle(CME) |
| Mar10 |
100129 |
98.500 |
99.730 |
98.500 |
98.885 |
+0.405 |
1,710 |
18,387 |
-65 |
| Apr10 |
100129 |
100.200 |
101.400 |
100.150 |
100.950 |
+0.665 |
466 |
5,233 |
+145 |
| May10 |
100129 |
100.750 |
101.885 |
100.700 |
101.800 |
+0.800 |
404 |
6,131 |
+9 |
| Aug10 |
100129 |
102.200 |
103.050 |
102.100 |
102.850 |
+0.620 |
219 |
2,870 |
+87 |
| Sep10 |
100129 |
102.000 |
102.750 |
101.930 |
102.750 |
+0.800 |
0 |
130 |
+0 |
| Oct10 |
100129 |
102.000 |
102.500 |
101.700 |
102.500 |
+0.600 |
1 |
101 |
-1 |
| Nov10 |
100129 |
101.700 |
102.100 |
101.400 |
102.100 |
+0.800 |
1 |
22 |
+0 |
| Total Volume and Open Interest |
2,801 |
32,874 |
-2,012 |
| Lean Hogs(CME) |
| Feb10 |
100129 |
66.700 |
67.500 |
66.300 |
66.500 |
-0.285 |
4,085 |
19,810 |
-661 |
| Apr10 |
100129 |
69.250 |
69.885 |
68.500 |
68.600 |
-0.800 |
9,675 |
85,536 |
-809 |
| May10 |
100129 |
73.400 |
74.180 |
73.330 |
73.650 |
-0.250 |
49 |
4,667 |
-1 |
| Jun10 |
100129 |
77.000 |
77.550 |
76.550 |
76.725 |
-0.475 |
2,372 |
46,904 |
-279 |
| Jul10 |
100129 |
75.785 |
76.385 |
75.400 |
75.650 |
-0.485 |
625 |
15,199 |
+31 |
| Aug10 |
100129 |
74.800 |
75.135 |
74.450 |
74.635 |
-0.265 |
319 |
11,878 |
+128 |
| Oct10 |
100129 |
65.680 |
65.975 |
65.450 |
65.830 |
+0.130 |
192 |
5,888 |
+93 |
| Dec10 |
100129 |
63.785 |
64.100 |
63.750 |
64.100 |
+0.300 |
65 |
3,124 |
+1 |
| Total Volume and Open Interest |
17,383 |
193,418 |
-1,496 |
| Pork Bellies(CME) |
| Feb10 |
100129 |
81.450 |
82.500 |
81.450 |
81.500 |
+0.100 |
24 |
120 |
-11 |
| Mar10 |
100129 |
81.980 |
82.400 |
81.600 |
82.000 |
-0.050 |
78 |
140 |
+19 |
| May10 |
100129 |
84.000 |
84.500 |
84.000 |
84.000 |
-0.400 |
21 |
138 |
+4 |
| Jul10 |
100129 |
85.500 |
88.600 |
85.500 |
87.000 |
-1.500 |
1 |
46 |
-1 |
| Aug10 |
100129 |
86.500 |
86.500 |
86.200 |
86.500 |
+0.400 |
3 |
16 |
+0 |
| Total Volume and Open Interest |
127 |
460 |
+11 |
| Class III Milk(CME) |
| Jan10 |
100129 |
14.55 |
14.55 |
14.48 |
14.51 |
-0.03 |
21 |
4,232 |
+5 |
| Feb10 |
100129 |
14.10 |
14.20 |
14.05 |
14.05 |
-0.08 |
137 |
4,057 |
-56 |
| Mar10 |
100129 |
13.72 |
13.72 |
13.60 |
13.62 |
-0.05 |
250 |
3,684 |
-52 |
| Apr10 |
100129 |
13.70 |
13.72 |
13.54 |
13.55 |
-0.09 |
221 |
3,095 |
+52 |
| May10 |
100129 |
13.96 |
13.96 |
13.86 |
13.90 |
-0.04 |
153 |
2,571 |
+28 |
| Total Volume and Open Interest |
1,217 |
29,860 |
+91 |
| Cocoa(ICE) |
| Mar10 |
100129 |
3285 |
3287 |
3175 |
3184 |
-76 |
11,424 |
52,490 |
-2,670 |
| May10 |
100129 |
3300 |
3330 |
3220 |
3229 |
-74 |
6,240 |
47,175 |
+1,376 |
| Jul10 |
100129 |
3308 |
3328 |
3241 |
3249 |
-72 |
487 |
12,053 |
+21 |
| Sep10 |
100129 |
3342 |
3342 |
3259 |
3266 |
-65 |
412 |
7,935 |
+11 |
| Dec10 |
100129 |
3300 |
3300 |
3272 |
3272 |
-59 |
361 |
5,904 |
+30 |
| Mar11 |
100129 |
3338 |
3338 |
3270 |
3279 |
-56 |
255 |
8,672 |
+156 |
| May11 |
100129 |
3338 |
3338 |
3285 |
3292 |
-44 |
47 |
4,422 |
+0 |
| Total Volume and Open Interest |
19,256 |
140,992 |
-1,081 |
| Coffee "C"(ICE) |
| Mar10 |
100129 |
132.60 |
133.90 |
131.60 |
131.70 |
-1.25 |
13,492 |
65,109 |
-2,149 |
| May10 |
100129 |
135.00 |
135.75 |
133.50 |
133.60 |
-1.25 |
4,066 |
33,148 |
+485 |
| Jul10 |
100129 |
137.25 |
137.35 |
135.00 |
135.10 |
-1.40 |
899 |
10,172 |
+247 |
| Sep10 |
100129 |
138.70 |
139.00 |
136.50 |
136.65 |
-1.45 |
392 |
7,935 |
+114 |
| Dec10 |
100129 |
140.10 |
140.95 |
138.40 |
138.50 |
-1.60 |
187 |
7,915 |
+210 |
| Mar11 |
100129 |
142.00 |
142.30 |
140.20 |
140.20 |
-1.75 |
59 |
3,291 |
+58 |
| Total Volume and Open Interest |
19,105 |
128,297 |
-1,025 |
| Orange Juice(ICE) |
| Mar10 |
100129 |
143.30 |
144.15 |
135.55 |
136.10 |
-7.20 |
1,188 |
22,366 |
-414 |
| May10 |
100129 |
146.85 |
147.25 |
138.10 |
139.70 |
-7.15 |
497 |
8,336 |
+543 |
| Jul10 |
100129 |
149.80 |
149.80 |
142.45 |
142.45 |
-6.90 |
40 |
3,777 |
+18 |
| Sep10 |
100129 |
146.75 |
146.75 |
143.40 |
143.40 |
-6.85 |
26 |
1,089 |
+19 |
| Nov10 |
100129 |
143.90 |
143.90 |
143.90 |
143.90 |
-7.00 |
1 |
384 |
+0 |
| Jan11 |
100129 |
149.25 |
149.25 |
146.80 |
146.80 |
-7.10 |
1 |
585 |
+1 |
| Total Volume and Open Interest |
1,754 |
36,735 |
+168 |
| Sugar #11(ICE) |
| Mar10 |
100129 |
29.16 |
30.33 |
29.12 |
29.90 |
+0.90 |
52,109 |
256,442 |
-1,499 |
| May10 |
100129 |
28.00 |
28.84 |
28.00 |
28.60 |
+0.64 |
29,145 |
175,867 |
+3,708 |
| Jul10 |
100129 |
24.26 |
24.89 |
24.23 |
24.71 |
+0.51 |
10,279 |
161,428 |
+1,473 |
| Oct10 |
100129 |
22.10 |
22.40 |
22.00 |
22.32 |
+0.27 |
4,931 |
138,453 |
+1,230 |
| Mar11 |
100129 |
20.30 |
20.62 |
20.30 |
20.54 |
+0.13 |
3,078 |
52,529 |
+1,330 |
| Total Volume and Open Interest |
100,863 |
855,798 |
+6,308 |
| London Cocoa(LCE) |
| Mar10 |
100201 |
2230 |
2249 |
2221 |
2225 |
-8 |
|
|
|
| Total Volume and Open Interest |
21,567 |
170,282 |
-3,253 |
| London Sugar(LCE) |
| Cotton(ICE) |
| Mar10 |
100129 |
69.14 |
69.72 |
68.92 |
69.03 |
-0.11 |
12,011 |
85,874 |
-3,887 |
| May10 |
100129 |
70.75 |
71.30 |
70.49 |
70.63 |
-0.08 |
6,281 |
36,011 |
+2,899 |
| Jul10 |
100129 |
72.07 |
72.17 |
71.30 |
71.47 |
-0.16 |
1,968 |
26,160 |
+694 |
| Oct10 |
100129 |
70.99 |
70.99 |
70.55 |
70.55 |
-0.10 |
2 |
174 |
+2 |
| Dec10 |
100129 |
70.98 |
71.23 |
70.67 |
70.84 |
+0.09 |
415 |
20,272 |
+72 |
| Mar11 |
100129 |
72.63 |
72.64 |
72.63 |
72.64 |
+0.09 |
0 |
334 |
+0 |
| Total Volume and Open Interest |
20,677 |
169,704 |
-220 |
| Lumber(CME) |
| Mar10 |
100129 |
242.6 |
248.7 |
240.1 |
248.5 |
+9.8 |
1,276 |
5,269 |
-831 |
| May10 |
100129 |
263.6 |
273.8 |
262.0 |
268.7 |
+4.2 |
928 |
3,339 |
+354 |
| Jul10 |
100129 |
268.0 |
277.3 |
267.8 |
275.6 |
+7.8 |
62 |
899 |
+3 |
| Sep10 |
100129 |
275.0 |
275.0 |
273.0 |
275.0 |
+6.0 |
2 |
410 |
-1 |
| Total Volume and Open Interest |
2,271 |
9,927 |
-475 |
| Crude Oil(NYM) |
| Mar10 |
100129 |
73.89 |
74.82 |
72.43 |
72.89 |
-0.75 |
292,911 |
341,430 |
-5,369 |
| Apr10 |
100129 |
74.02 |
75.21 |
72.89 |
73.35 |
-0.72 |
67,277 |
129,217 |
+4,902 |
| May10 |
100129 |
74.76 |
75.77 |
73.47 |
73.95 |
-0.69 |
26,903 |
88,782 |
+1,549 |
| Jun10 |
100129 |
75.34 |
76.27 |
74.08 |
74.53 |
-0.65 |
30,007 |
131,419 |
+7,271 |
| Jul10 |
100129 |
75.92 |
76.82 |
74.64 |
75.08 |
-0.64 |
8,133 |
42,187 |
+464 |
| Aug10 |
100129 |
76.50 |
77.18 |
75.15 |
75.58 |
-0.64 |
5,633 |
18,866 |
+185 |
| Sep10 |
100129 |
76.86 |
76.86 |
75.81 |
76.05 |
-0.63 |
4,213 |
28,591 |
+250 |
| Oct10 |
100129 |
77.12 |
77.20 |
76.40 |
76.53 |
-0.60 |
3,544 |
20,273 |
+149 |
| Nov10 |
100129 |
77.20 |
77.20 |
76.94 |
77.03 |
-0.57 |
3,279 |
25,190 |
-205 |
| Dec10 |
100129 |
78.40 |
79.05 |
77.05 |
77.53 |
-0.56 |
24,477 |
183,514 |
-175 |
| Jan11 |
100129 |
77.76 |
77.90 |
77.76 |
77.90 |
-0.54 |
2,313 |
20,953 |
+19 |
| Feb11 |
100129 |
78.25 |
78.25 |
78.25 |
78.25 |
-0.54 |
784 |
13,101 |
+426 |
| Mar11 |
100129 |
78.59 |
78.59 |
78.59 |
78.59 |
-0.55 |
366 |
8,260 |
+49 |
| Apr11 |
100129 |
78.91 |
78.91 |
78.91 |
78.91 |
-0.57 |
704 |
10,356 |
-45 |
| May11 |
100129 |
79.17 |
79.17 |
79.17 |
79.17 |
-0.59 |
268 |
3,857 |
+50 |
| Jun11 |
100129 |
79.75 |
79.75 |
79.43 |
79.43 |
-0.60 |
444 |
22,295 |
+104 |
| Total Volume and Open Interest |
488,128 |
1,315,625 |
+9,014 |
| 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 |
100129 |
73.800 |
74.800 |
72.425 |
72.900 |
-0.750 |
10,453 |
5,545 |
+5 |
| Apr10 |
100129 |
74.150 |
75.100 |
73.000 |
73.350 |
-0.725 |
280 |
646 |
+17 |
| May10 |
100129 |
74.700 |
75.175 |
73.425 |
73.950 |
-0.700 |
50 |
152 |
-12 |
| Jun10 |
100129 |
75.950 |
75.975 |
74.500 |
74.525 |
-0.650 |
13 |
94 |
+3 |
| Jul10 |
100129 |
75.075 |
75.075 |
75.075 |
75.075 |
-0.650 |
1 |
13 |
+0 |
| Aug10 |
100129 |
75.200 |
75.575 |
75.200 |
75.575 |
-0.650 |
0 |
2 |
+0 |
| Sep10 |
100129 |
76.050 |
76.050 |
76.050 |
76.050 |
-0.625 |
0 |
1 |
+0 |
| Oct10 |
100129 |
77.450 |
77.450 |
76.525 |
76.525 |
-0.600 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
10,800 |
6,557 |
+13 |
| Heating Oil(NYM) |
| Feb10 |
100129 |
192.20 |
193.90 |
189.03 |
190.29 |
-1.62 |
21,677 |
9,918 |
-8,002 |
| Mar10 |
100129 |
193.23 |
195.22 |
190.05 |
191.30 |
-1.60 |
49,034 |
96,530 |
+553 |
| Apr10 |
100129 |
193.00 |
195.81 |
190.69 |
191.94 |
-1.58 |
16,306 |
39,012 |
+1,006 |
| May10 |
100129 |
193.97 |
196.22 |
192.32 |
192.67 |
-1.72 |
9,156 |
26,880 |
+1,308 |
| Jun10 |
100129 |
195.55 |
197.67 |
192.66 |
193.69 |
-1.86 |
6,655 |
38,947 |
+359 |
| Jul10 |
100129 |
197.70 |
199.33 |
195.60 |
195.60 |
-1.87 |
1,672 |
13,567 |
+112 |
| Aug10 |
100129 |
200.49 |
200.67 |
197.68 |
197.68 |
-1.79 |
1,198 |
7,198 |
+42 |
| Sep10 |
100129 |
202.24 |
203.08 |
199.00 |
200.01 |
-1.75 |
1,028 |
9,456 |
-285 |
| Oct10 |
100129 |
205.70 |
205.70 |
202.45 |
202.51 |
-1.75 |
782 |
9,142 |
-153 |
| Nov10 |
100129 |
208.01 |
208.01 |
204.94 |
204.94 |
-1.75 |
1,142 |
6,316 |
+21 |
| Dec10 |
100129 |
208.40 |
210.52 |
206.48 |
207.37 |
-1.75 |
2,884 |
21,016 |
+682 |
| Jan11 |
100129 |
210.95 |
213.24 |
208.93 |
209.80 |
-1.75 |
1,076 |
10,500 |
+504 |
| Total Volume and Open Interest |
113,192 |
310,886 |
-3,703 |
| Gasoline(NYMEX) |
| Feb10 |
100129 |
192.64 |
194.60 |
188.99 |
190.31 |
-1.43 |
19,306 |
6,773 |
-6,438 |
| Mar10 |
100129 |
193.51 |
195.85 |
190.00 |
191.34 |
-1.40 |
47,293 |
88,917 |
-3,703 |
| Apr10 |
100129 |
203.50 |
206.00 |
200.85 |
202.12 |
-1.08 |
21,386 |
39,759 |
-593 |
| May10 |
100129 |
204.95 |
206.86 |
202.00 |
203.16 |
-1.14 |
8,620 |
26,138 |
+591 |
| Jun10 |
100129 |
204.10 |
207.45 |
203.11 |
203.58 |
-1.15 |
3,802 |
21,941 |
+600 |
| Jul10 |
100129 |
204.91 |
207.17 |
203.31 |
203.35 |
-1.14 |
1,427 |
13,794 |
+92 |
| Aug10 |
100129 |
205.13 |
205.13 |
202.69 |
202.69 |
-1.16 |
1,505 |
8,224 |
+171 |
| Sep10 |
100129 |
204.54 |
204.54 |
201.81 |
201.81 |
-1.17 |
1,391 |
12,425 |
+579 |
| Oct10 |
100129 |
195.21 |
195.21 |
192.08 |
192.08 |
-1.20 |
447 |
4,900 |
+41 |
| Nov10 |
100129 |
191.78 |
191.93 |
191.58 |
191.58 |
-1.22 |
388 |
11,108 |
-6 |
| Total Volume and Open Interest |
105,980 |
250,006 |
-8,687 |
| e-miNY RBOB Gasoline(NYM) |
| Mar10 |
100129 |
191.90 |
191.90 |
191.30 |
191.30 |
-1.40 |
0 |
6 |
+0 |
| Apr10 |
100129 |
202.10 |
202.12 |
202.10 |
202.10 |
-1.10 |
|
|
|
| May10 |
100129 |
203.20 |
203.20 |
203.16 |
203.20 |
-1.10 |
|
|
|
| Jun10 |
100129 |
203.60 |
203.60 |
203.58 |
203.60 |
-1.10 |
|
|
|
| Total Volume and Open Interest |
0 |
6 |
-6 |
| Natural Gas(NYM) |
| Mar10 |
100129 |
5.190 |
5.285 |
5.094 |
5.131 |
-0.007 |
107,008 |
219,191 |
-1,870 |
| Apr10 |
100129 |
5.169 |
5.261 |
5.085 |
5.120 |
-0.008 |
29,339 |
95,397 |
+269 |
| May10 |
100129 |
5.225 |
5.305 |
5.139 |
5.171 |
-0.010 |
15,249 |
74,375 |
+2,020 |
| Jun10 |
100129 |
5.252 |
5.371 |
5.210 |
5.242 |
-0.010 |
6,327 |
23,923 |
-112 |
| Jul10 |
100129 |
5.368 |
5.450 |
5.290 |
5.322 |
-0.011 |
5,443 |
25,012 |
-396 |
| Aug10 |
100129 |
5.455 |
5.517 |
5.370 |
5.390 |
-0.014 |
2,534 |
34,467 |
-47 |
| Sep10 |
100129 |
5.514 |
5.553 |
5.396 |
5.425 |
-0.012 |
3,075 |
22,692 |
-411 |
| Oct10 |
100129 |
5.590 |
5.660 |
5.512 |
5.535 |
-0.010 |
8,475 |
50,210 |
-1,384 |
| Nov10 |
100129 |
5.954 |
5.987 |
5.848 |
5.877 |
-0.008 |
1,168 |
12,319 |
+4 |
| Dec10 |
100129 |
6.300 |
6.353 |
6.216 |
6.235 |
-0.010 |
2,838 |
22,511 |
+720 |
| Jan11 |
100129 |
6.574 |
6.581 |
6.453 |
6.470 |
-0.010 |
5,527 |
29,756 |
-716 |
| Feb11 |
100129 |
6.505 |
6.550 |
6.432 |
6.440 |
-0.005 |
374 |
9,777 |
+62 |
| Mar11 |
100129 |
6.318 |
6.337 |
6.250 |
6.255 |
-0.005 |
3,091 |
22,708 |
-526 |
| Apr11 |
100129 |
5.880 |
5.910 |
5.808 |
5.830 |
+0.005 |
3,845 |
22,283 |
-1,046 |
| May11 |
100129 |
5.860 |
5.860 |
5.780 |
5.810 |
+0.010 |
60 |
9,788 |
+15 |
| Jun11 |
100129 |
5.880 |
5.885 |
5.845 |
5.860 |
+0.010 |
66 |
4,350 |
-50 |
| Total Volume and Open Interest |
196,021 |
771,243 |
-2,756 |
| Brent Crude Oil(ICE) |
| Mar10 |
100129 |
72.20 |
73.28 |
71.02 |
71.46 |
-0.67 |
147,782 |
185,117 |
-5,853 |
| Apr10 |
100129 |
72.80 |
73.93 |
71.65 |
72.08 |
-0.70 |
66,970 |
140,055 |
+6,035 |
| May10 |
100129 |
73.50 |
74.56 |
72.54 |
72.76 |
-0.71 |
33,103 |
81,356 |
+6,140 |
| Jun10 |
100129 |
74.30 |
75.24 |
73.08 |
73.44 |
-0.72 |
27,394 |
78,996 |
+721 |
| Jul10 |
100129 |
74.91 |
75.70 |
73.91 |
74.05 |
-0.72 |
6,397 |
26,237 |
+606 |
| Aug10 |
100129 |
75.48 |
75.98 |
74.36 |
74.62 |
-0.70 |
3,623 |
18,023 |
-202 |
| Sep10 |
100129 |
75.89 |
76.46 |
74.91 |
75.15 |
-0.68 |
3,195 |
14,500 |
+144 |
| Oct10 |
100129 |
76.49 |
76.95 |
75.53 |
75.66 |
-0.64 |
2,578 |
15,541 |
-33 |
| Nov10 |
100129 |
76.92 |
77.39 |
75.99 |
76.14 |
-0.62 |
1,561 |
12,973 |
-24 |
| Dec10 |
100129 |
77.37 |
78.27 |
76.26 |
76.65 |
-0.59 |
11,515 |
76,472 |
-322 |
| Jan11 |
100129 |
77.15 |
77.15 |
77.12 |
77.12 |
-0.57 |
1,327 |
10,989 |
+195 |
| Feb11 |
100129 |
77.56 |
77.56 |
77.56 |
77.56 |
-0.56 |
360 |
5,328 |
+11 |
| Mar11 |
100129 |
77.96 |
77.96 |
77.96 |
77.96 |
-0.57 |
126 |
4,801 |
+6 |
| Apr11 |
100129 |
78.36 |
78.36 |
78.36 |
78.36 |
-0.57 |
74 |
2,453 |
+32 |
| Total Volume and Open Interest |
311,516 |
776,112 |
+6,988 |
| Gas Oil(ICE) |
| Feb10 |
100129 |
585.25 |
593.25 |
576.50 |
586.50 |
+3.00 |
39,371 |
97,929 |
-1,335 |
| Mar10 |
100129 |
591.75 |
600.00 |
583.00 |
593.25 |
+3.25 |
69,978 |
133,548 |
+3,810 |
| Apr10 |
100129 |
596.25 |
605.75 |
589.25 |
599.25 |
+3.50 |
37,815 |
68,346 |
+3,822 |
| May10 |
100129 |
601.50 |
611.25 |
595.50 |
605.25 |
+3.25 |
18,581 |
38,935 |
+1,433 |
| Jun10 |
100129 |
607.75 |
617.50 |
601.75 |
611.50 |
+3.50 |
19,409 |
45,331 |
-922 |
| Jul10 |
100129 |
615.25 |
623.25 |
608.00 |
617.50 |
+3.25 |
7,517 |
23,559 |
+1,490 |
| Aug10 |
100129 |
623.25 |
629.50 |
614.50 |
623.75 |
+3.25 |
4,363 |
23,475 |
+570 |
| Sep10 |
100129 |
629.50 |
635.25 |
620.50 |
629.75 |
+3.25 |
4,050 |
23,204 |
+380 |
| Oct10 |
100129 |
634.50 |
639.50 |
626.50 |
635.75 |
+3.25 |
3,530 |
12,657 |
+435 |
| Nov10 |
100129 |
637.00 |
644.25 |
632.00 |
640.50 |
+3.25 |
2,945 |
12,850 |
+993 |
| Total Volume and Open Interest |
219,281 |
624,920 |
+12,023 |
| Ethanol(CBOT) |
| Jan10 |
100106 |
1.949 |
1.958 |
1.941 |
1.957 |
+0.010 |
21 |
369 |
-4 |
| Feb10 |
100129 |
1.790 |
1.791 |
1.782 |
1.787 |
+0.003 |
50 |
418 |
-54 |
| Mar10 |
100129 |
1.780 |
1.780 |
1.775 |
1.777 |
-0.001 |
490 |
895 |
-150 |
| Apr10 |
100129 |
1.775 |
1.781 |
1.775 |
1.780 |
+0.002 |
121 |
1,299 |
+50 |
| May10 |
100129 |
1.775 |
1.780 |
1.770 |
1.776 |
+0.003 |
41 |
589 |
+27 |
| Jun10 |
100129 |
1.769 |
1.774 |
1.764 |
1.770 |
-0.003 |
282 |
448 |
+185 |
| Jul10 |
100129 |
1.760 |
1.772 |
1.759 |
1.768 |
+0.003 |
23 |
804 |
+7 |
| Aug10 |
100129 |
1.745 |
1.757 |
1.739 |
1.747 |
-0.002 |
14 |
539 |
+9 |
| Total Volume and Open Interest |
1,096 |
7,087 |
+124 |
| US Dollar Index(ICE) |
| Mar10 |
100129 |
79.240 |
79.680 |
79.070 |
79.650 |
+0.550 |
25,010 |
55,158 |
-2,267 |
| Jun10 |
100129 |
79.610 |
79.970 |
79.585 |
79.960 |
+0.550 |
22 |
4,929 |
+11 |
| Sep10 |
100129 |
80.255 |
80.255 |
80.255 |
80.255 |
+0.550 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
25,032 |
60,089 |
-2,256 |
| Australian Dollar(CME) |
| Mar10 |
100129 |
89.03 |
89.22 |
87.93 |
88.15 |
-0.93 |
109,671 |
101,868 |
-2,154 |
| Jun10 |
100129 |
87.83 |
88.24 |
87.05 |
87.25 |
-0.91 |
153 |
4,413 |
+92 |
| Sep10 |
100129 |
86.50 |
87.20 |
86.32 |
86.32 |
-0.88 |
1 |
19 |
+0 |
| Total Volume and Open Interest |
109,825 |
106,304 |
-2,062 |
| British Pound(CME) |
| Mar10 |
100129 |
161.22 |
161.74 |
159.75 |
159.86 |
-1.36 |
140,758 |
81,900 |
+1,577 |
| Jun10 |
100129 |
161.05 |
161.62 |
159.72 |
159.76 |
-1.36 |
391 |
554 |
-87 |
| Sep10 |
100129 |
159.64 |
161.20 |
159.64 |
159.64 |
-1.36 |
1 |
79 |
-1 |
| Total Volume and Open Interest |
141,150 |
82,536 |
+1,489 |
| Canadian Dollar(CME) |
| Mar10 |
100129 |
93.75 |
94.12 |
93.38 |
93.50 |
-0.38 |
82,397 |
80,220 |
-4,159 |
| Jun10 |
100129 |
93.70 |
94.07 |
93.38 |
93.49 |
-0.38 |
748 |
2,326 |
+399 |
| Sep10 |
100129 |
93.55 |
93.97 |
93.38 |
93.47 |
-0.38 |
8 |
684 |
+3 |
| Dec10 |
100129 |
93.46 |
93.60 |
93.41 |
93.41 |
-0.37 |
5 |
592 |
+3 |
| Total Volume and Open Interest |
83,160 |
83,889 |
-3,754 |
| Japanese Yen(CME) |
| Mar10 |
100129 |
111.23 |
111.64 |
109.99 |
110.78 |
-0.45 |
144,516 |
116,694 |
+402 |
| Jun10 |
100129 |
111.49 |
111.68 |
110.07 |
110.84 |
-0.45 |
187 |
600 |
+25 |
| Sep10 |
100129 |
110.93 |
111.38 |
110.53 |
110.93 |
-0.45 |
0 |
204 |
+0 |
| Total Volume and Open Interest |
144,719 |
117,522 |
+427 |
| Swiss Franc(CME) |
| Mar10 |
100129 |
95.05 |
95.42 |
93.97 |
94.29 |
-0.84 |
49,795 |
36,156 |
+378 |
| Jun10 |
100129 |
95.22 |
95.47 |
94.08 |
94.35 |
-0.84 |
23 |
192 |
+6 |
| Sep10 |
100129 |
94.42 |
95.41 |
94.41 |
94.42 |
-0.84 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
49,818 |
36,358 |
+384 |
| EuroFX(CME) |
| Mar10 |
100129 |
139.63 |
139.87 |
138.58 |
138.65 |
-1.10 |
376,943 |
186,178 |
+693 |
| Jun10 |
100129 |
139.47 |
139.80 |
138.56 |
138.61 |
-1.10 |
616 |
1,366 |
+39 |
| Sep10 |
100129 |
138.51 |
139.61 |
138.51 |
138.51 |
-1.10 |
0 |
669 |
+0 |
| Total Volume and Open Interest |
377,559 |
188,230 |
+732 |
| Mexican Peso(CME) |
| Feb10 |
100129 |
764.0 |
766.2 |
764.0 |
764.0 |
-2.2 |
1 |
2 |
-1 |
| Mar10 |
100129 |
762.5 |
769.2 |
758.0 |
761.0 |
-2.2 |
29,538 |
93,879 |
-497 |
| Total Volume and Open Interest |
29,539 |
95,630 |
-498 |
| 30-Year T-Bonds(CBOT) |
| Mar10 |
100129 |
118~120 |
119~070 |
117~230 |
118~260 |
+0~210 |
275,420 |
648,653 |
-7,497 |
| Jun10 |
100129 |
117~030 |
117~190 |
116~110 |
117~100 |
+0~210 |
723 |
3,582 |
+412 |
| Sep10 |
100129 |
116~010 |
116~010 |
115~100 |
116~010 |
+0~230 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
276,143 |
652,240 |
-7,085 |
| 10-Year T-Notes(CBOT) |
| Mar10 |
100129 |
117~270 |
118~140 |
117~110 |
118~050 |
+0~145 |
1,184,205 |
1,370,226 |
+24,018 |
| Jun10 |
100129 |
116~130 |
116~275 |
115~265 |
116~210 |
+0~155 |
4,673 |
11,805 |
+1,779 |
| Sep10 |
100129 |
114~200 |
115~050 |
114~200 |
115~050 |
+0~165 |
|
|
|
| Total Volume and Open Interest |
1,188,878 |
1,382,031 |
+25,797 |
| 5-Year T-Notes(CBOT) |
| Mar10 |
100129 |
116~035 |
116~077 |
115~115 |
116~059 |
+0~037 |
541,693 |
889,431 |
+27,569 |
| Jun10 |
100129 |
115~027 |
115~027 |
114~115 |
115~027 |
+0~040 |
269 |
601 |
+185 |
| Sep10 |
100129 |
113~123 |
113~123 |
113~080 |
113~123 |
+0~043 |
|
|
|
| Total Volume and Open Interest |
541,962 |
890,032 |
+27,754 |
| 2 Year T-Notes(CBOT) |
| Mar10 |
100129 |
108~115 |
109~003 |
108~096 |
108~125 |
+0~012 |
271,495 |
915,242 |
+14,530 |
| Jun10 |
100129 |
108~044 |
108~056 |
108~041 |
108~054 |
+0~013 |
6,308 |
17,172 |
+1,765 |
| Sep10 |
100129 |
107~111 |
107~111 |
107~097 |
107~111 |
+0~014 |
|
|
|
| Total Volume and Open Interest |
277,803 |
932,414 |
+16,295 |
| Eurodollars(CME) |
| Mar10 |
100129 |
99.715 |
99.715 |
99.700 |
99.710 |
unch |
142,756 |
1,213,630 |
+7,995 |
| Jun10 |
100129 |
99.595 |
99.605 |
99.565 |
99.595 |
unch |
225,330 |
1,099,773 |
+15,607 |
| Sep10 |
100129 |
99.345 |
99.370 |
99.290 |
99.355 |
+0.015 |
277,091 |
936,861 |
+10,811 |
| Dec10 |
100129 |
98.990 |
99.030 |
98.915 |
99.010 |
+0.030 |
374,628 |
878,860 |
+12,254 |
| Mar11 |
100129 |
98.600 |
98.655 |
98.515 |
98.630 |
+0.045 |
384,090 |
585,954 |
+10,594 |
| Jun11 |
100129 |
98.215 |
98.280 |
98.125 |
98.250 |
+0.055 |
256,117 |
699,401 |
+13,111 |
| Sep11 |
100129 |
97.860 |
97.930 |
97.770 |
97.895 |
+0.060 |
193,426 |
538,595 |
+8,881 |
| Dec11 |
100129 |
97.525 |
97.595 |
97.435 |
97.560 |
+0.065 |
155,758 |
352,622 |
+1,861 |
| Mar12 |
100129 |
97.230 |
97.300 |
97.150 |
97.265 |
+0.065 |
73,710 |
251,946 |
-1,683 |
| Jun12 |
100129 |
96.940 |
97.015 |
96.865 |
96.975 |
+0.065 |
58,071 |
219,113 |
-1,807 |
| Sep12 |
100129 |
96.680 |
96.755 |
96.605 |
96.715 |
+0.065 |
45,275 |
126,661 |
+38 |
| Dec12 |
100129 |
96.425 |
96.500 |
96.350 |
96.460 |
+0.065 |
40,975 |
105,338 |
-1,734 |
| Mar13 |
100129 |
96.235 |
96.295 |
96.145 |
96.255 |
+0.065 |
15,394 |
76,555 |
+960 |
| Jun13 |
100129 |
96.035 |
96.095 |
95.950 |
96.060 |
+0.065 |
8,790 |
62,436 |
-897 |
| Sep13 |
100129 |
95.860 |
95.915 |
95.775 |
95.880 |
+0.065 |
7,405 |
50,192 |
-400 |
| Dec13 |
100129 |
95.670 |
95.735 |
95.595 |
95.695 |
+0.060 |
6,687 |
34,099 |
+92 |
| Mar14 |
100129 |
95.550 |
95.595 |
95.460 |
95.555 |
+0.060 |
4,612 |
35,287 |
-79 |
| Jun14 |
100129 |
95.395 |
95.455 |
95.320 |
95.415 |
+0.060 |
3,741 |
29,464 |
+247 |
| Total Volume and Open Interest |
2,285,504 |
7,481,619 |
+77,060 |
| 30 Day Federal Funds(CBOT) |
| Jan10 |
100129 |
99.887 |
99.890 |
99.887 |
99.887 |
unch |
586 |
67,960 |
+141 |
| Feb10 |
100129 |
99.870 |
99.870 |
99.865 |
99.865 |
unch |
20,685 |
89,383 |
-3,472 |
| Mar10 |
100129 |
99.850 |
99.860 |
99.850 |
99.855 |
+0.005 |
8,157 |
58,458 |
+944 |
| Apr10 |
100129 |
99.840 |
99.845 |
99.830 |
99.840 |
+0.005 |
5,442 |
72,100 |
-1,912 |
| May10 |
100129 |
99.820 |
99.825 |
99.810 |
99.820 |
unch |
6,182 |
61,778 |
+1,534 |
| Jun10 |
100129 |
99.805 |
99.810 |
99.795 |
99.805 |
unch |
9,723 |
51,112 |
+1,494 |
| Total Volume and Open Interest |
79,522 |
583,963 |
+8,394 |
| 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 |
100129 |
99.580 |
99.580 |
99.580 |
99.580 |
unch |
0 |
1,263 |
+0 |
| Jun10 |
100129 |
99.620 |
99.620 |
99.620 |
99.620 |
unch |
0 |
80 |
+0 |
| Sep10 |
100129 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
0 |
230 |
+0 |
| Dec10 |
100129 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
0 |
242 |
+0 |
| Mar11 |
100129 |
99.615 |
99.615 |
99.615 |
99.615 |
+0.015 |
|
|
|
| Jun11 |
100129 |
99.590 |
99.590 |
99.590 |
99.590 |
+0.015 |
|
|
|
| Sep11 |
100129 |
99.590 |
99.590 |
99.590 |
99.590 |
+0.015 |
|
|
|
| Dec11 |
100129 |
99.520 |
99.520 |
99.520 |
99.520 |
+0.015 |
|
|
|
| Mar12 |
100129 |
99.490 |
99.490 |
99.490 |
99.490 |
+0.005 |
|
|
|
| Jun12 |
100129 |
99.540 |
99.540 |
99.540 |
99.540 |
+0.005 |
|
|
|
| Total Volume and Open Interest |
0 |
1,815 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Mar10 |
100129 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
256 |
4,656 |
+55 |
| Jun10 |
100129 |
99.61 |
99.62 |
99.61 |
99.62 |
+0.00 |
0 |
1,687 |
+25 |
| Sep10 |
100129 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.00 |
500 |
1,921 |
+0 |
| Dec10 |
100129 |
99.63 |
99.63 |
99.63 |
99.63 |
+0.00 |
0 |
1,431 |
+0 |
| Mar11 |
100129 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.01 |
0 |
664 |
+0 |
| Jun11 |
100129 |
99.60 |
99.60 |
99.60 |
99.60 |
+0.01 |
0 |
52 |
+0 |
| Sep11 |
100129 |
99.60 |
99.60 |
99.60 |
99.60 |
+0.01 |
0 |
51 |
+0 |
| Dec11 |
100129 |
99.53 |
99.53 |
99.53 |
99.53 |
+0.01 |
0 |
102 |
+0 |
| Total Volume and Open Interest |
756 |
11,935 |
+80 |
| Japanese Gov't Bonds(SGX) |
| Mar10 |
100129 |
139.50 |
139.70 |
139.45 |
139.49 |
+0.01 |
1,561 |
16,608 |
+136 |
| Jun10 |
100129 |
139.41 |
139.41 |
139.41 |
139.41 |
+0.01 |
|
|
|
| Sep10 |
100129 |
139.41 |
139.41 |
139.41 |
139.41 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
1,561 |
16,608 |
+136 |
| Euro-Bund(EUREX) |
| Mar10 |
100129 |
123.47 |
123.70 |
122.95 |
123.38 |
+0.08 |
1,061,044 |
885,728 |
-34,973 |
| Jun10 |
100129 |
121.81 |
122.20 |
121.53 |
121.91 |
+0.07 |
530 |
1,138 |
-103 |
| Sep10 |
100129 |
121.58 |
121.58 |
121.58 |
121.58 |
+0.08 |
73 |
0 |
+0 |
| Total Volume and Open Interest |
1,061,647 |
886,866 |
-35,076 |
| Euro-Bobl(EUREX) |
| Mar10 |
100129 |
117.31 |
117.44 |
117.00 |
117.26 |
+0.04 |
601,196 |
742,539 |
+5,635 |
| Jun10 |
100129 |
115.70 |
115.82 |
115.67 |
115.82 |
+0.04 |
104 |
728 |
+89 |
| Sep10 |
100129 |
115.56 |
115.56 |
115.56 |
115.56 |
+0.04 |
115 |
0 |
+0 |
| Total Volume and Open Interest |
601,415 |
743,267 |
+5,724 |
| 3-Mth Euribor(EUREX) |
| Mar10 |
100129 |
99.315 |
99.315 |
99.310 |
99.315 |
-0.005 |
1,324 |
14,817 |
+1,129 |
| Jun10 |
100129 |
99.060 |
99.060 |
99.040 |
99.050 |
-0.015 |
60 |
7,424 |
+12 |
| Sep10 |
100129 |
98.775 |
98.775 |
98.750 |
98.765 |
-0.010 |
34 |
2,483 |
+14 |
| Total Volume and Open Interest |
1,511 |
28,433 |
+1,116 |
| Long Gilt(LIFFE) |
| Mar10 |
100129 |
115~06 |
115~31 |
115~05 |
115~21 |
+0~11 |
109,223 |
250,331 |
-7,386 |
| Jun10 |
100129 |
114~07 |
114~07 |
114~07 |
114~07 |
+0~11 |
|
|
|
| Total Volume and Open Interest |
109,223 |
250,331 |
-7,386 |
| 3-Mth Short Sterling(LIFFE) |
| Mar10 |
100129 |
99.36 |
99.37 |
99.35 |
99.36 |
unch |
16,535 |
311,987 |
+5,775 |
| Jun10 |
100129 |
99.19 |
99.22 |
99.18 |
99.19 |
unch |
54,965 |
344,550 |
-4,791 |
| Sep10 |
100129 |
98.88 |
98.93 |
98.86 |
98.89 |
+0.01 |
48,006 |
330,379 |
+5,858 |
| Dec10 |
100129 |
98.49 |
98.54 |
98.46 |
98.50 |
+0.03 |
78,561 |
350,867 |
+7,741 |
| Mar11 |
100129 |
98.09 |
98.14 |
98.05 |
98.10 |
+0.03 |
82,530 |
318,410 |
-374 |
| Jun11 |
100129 |
97.70 |
97.74 |
97.66 |
97.71 |
+0.03 |
56,955 |
179,642 |
+231 |
| Total Volume and Open Interest |
438,635 |
2,227,967 |
+9,445 |
| 3-Mth Euribor(LIFFE) |
| Mar10 |
100129 |
99.310 |
99.320 |
99.305 |
99.315 |
-0.005 |
108,339 |
727,760 |
+11,800 |
| Jun10 |
100129 |
99.065 |
99.070 |
99.030 |
99.050 |
-0.015 |
200,933 |
822,850 |
+8,750 |
| Sep10 |
100129 |
98.780 |
98.790 |
98.735 |
98.765 |
-0.010 |
201,679 |
593,171 |
+23,937 |
| Total Volume and Open Interest |
1,158,822 |
3,751,744 |
+45,241 |
| 3-Mth Aus T-Bills(SFE) |
| Mar10 |
100129 |
95.52 |
95.60 |
95.52 |
95.58 |
+0.06 |
29,655 |
288,471 |
+6,291 |
| Jun10 |
100129 |
95.19 |
95.32 |
95.18 |
95.31 |
+0.12 |
43,356 |
212,592 |
+11,815 |
| Sep10 |
100129 |
94.96 |
95.11 |
94.95 |
95.10 |
+0.14 |
11,419 |
108,261 |
+4,236 |
| Dec10 |
100129 |
94.78 |
94.93 |
94.78 |
94.93 |
+0.15 |
8,033 |
89,620 |
+1,098 |
| Mar11 |
100129 |
94.63 |
94.78 |
94.63 |
94.77 |
+0.15 |
5,973 |
35,710 |
+1,279 |
| Jun11 |
100129 |
94.50 |
94.64 |
94.50 |
94.62 |
+0.14 |
1,810 |
25,186 |
-258 |
| Sep11 |
100129 |
94.39 |
94.52 |
94.39 |
94.51 |
+0.15 |
1,478 |
16,466 |
-1,118 |
| Dec11 |
100129 |
94.30 |
94.44 |
94.30 |
94.43 |
+0.16 |
479 |
8,622 |
-36 |
| Mar12 |
100129 |
94.28 |
94.36 |
94.28 |
94.36 |
+0.16 |
47 |
3,326 |
+47 |
| Jun12 |
100129 |
94.33 |
94.33 |
94.33 |
94.33 |
+0.15 |
0 |
1,205 |
+0 |
| Total Volume and Open Interest |
102,310 |
790,572 |
+23,409 |
| 10-Year Aus T-Bonds(SFE) |
| Mar10 |
100129 |
94.46 |
94.56 |
94.46 |
94.56 |
+0.10 |
31,771 |
347,944 |
+445 |
| Jun10 |
100129 |
94.56 |
94.56 |
94.56 |
94.56 |
+0.10 |
|
|
|
| Total Volume and Open Interest |
31,771 |
347,944 |
+445 |
| 3-Year Aus T-Bonds(SFE) |
| Mar10 |
100129 |
94.98 |
95.15 |
94.98 |
95.15 |
+0.16 |
147,380 |
684,253 |
+41,230 |
| Jun10 |
100129 |
95.15 |
95.15 |
95.15 |
95.15 |
+0.16 |
|
|
|
| Total Volume and Open Interest |
147,380 |
684,253 |
+41,230 |
| Gold(CMX) |
| Feb10 |
100129 |
1085.0 |
1090.8 |
1074.5 |
1083.0 |
-0.6 |
101,168 |
10,489 |
-37,457 |
| Apr10 |
100129 |
1087.0 |
1091.4 |
1075.0 |
1083.8 |
-1.0 |
211,376 |
298,010 |
+17,821 |
| Jun10 |
100129 |
1086.0 |
1091.0 |
1076.8 |
1084.8 |
-1.0 |
2,473 |
53,703 |
+149 |
| Aug10 |
100129 |
1086.2 |
1088.4 |
1077.7 |
1085.6 |
-1.0 |
273 |
22,262 |
-156 |
| Oct10 |
100129 |
1093.2 |
1093.2 |
1079.4 |
1086.4 |
-1.0 |
167 |
7,930 |
-11 |
| Dec10 |
100129 |
1086.4 |
1092.0 |
1079.0 |
1087.4 |
-1.0 |
1,203 |
32,745 |
+374 |
| Feb11 |
100129 |
1089.0 |
1089.0 |
1084.6 |
1088.9 |
-1.1 |
7 |
7,570 |
-1 |
| Apr11 |
100129 |
1090.8 |
1090.8 |
1090.8 |
1090.8 |
-1.2 |
20 |
3,793 |
+10 |
| Jun11 |
100129 |
431.0 |
437.9 |
431.0 |
437.9 |
-1.4 |
7 |
6,347 |
+5 |
| Aug11 |
100129 |
1096.3 |
1096.3 |
1096.3 |
1096.3 |
-1.4 |
0 |
1,486 |
+0 |
| Oct11 |
100129 |
1099.7 |
1099.7 |
1099.7 |
1099.7 |
-1.3 |
0 |
1,360 |
+0 |
| Dec11 |
100129 |
1097.0 |
1103.4 |
1097.0 |
1103.4 |
-1.3 |
172 |
11,259 |
+79 |
| Total Volume and Open Interest |
320,192 |
478,361 |
-19,108 |
| Silver(CMX) |
| Mar10 |
100129 |
1626.0 |
1637.5 |
1602.0 |
1619.0 |
-2.2 |
45,229 |
66,523 |
-3,636 |
| May10 |
100129 |
1625.5 |
1638.0 |
1605.0 |
1621.1 |
-2.2 |
2,914 |
17,245 |
+952 |
| Jul10 |
100129 |
1626.0 |
1640.0 |
1610.5 |
1622.8 |
-2.2 |
531 |
10,581 |
+32 |
| Sep10 |
100129 |
1619.0 |
1632.5 |
1613.0 |
1624.4 |
-2.2 |
178 |
3,048 |
+160 |
| Dec10 |
100129 |
1631.5 |
1638.0 |
1612.5 |
1626.8 |
-2.2 |
616 |
11,121 |
+32 |
| Mar11 |
100129 |
1629.1 |
1629.1 |
1629.1 |
1629.1 |
-2.3 |
42 |
814 |
+38 |
| May11 |
100129 |
1630.8 |
1630.8 |
1630.8 |
1630.8 |
-2.4 |
19 |
1,705 |
+13 |
| Total Volume and Open Interest |
49,788 |
122,144 |
-2,438 |
| Platinum(NYMEX) |
| Apr10 |
100129 |
1508.1 |
1524.5 |
1495.0 |
1506.0 |
+12.1 |
6,297 |
32,818 |
-360 |
| Jul10 |
100129 |
1507.3 |
1509.9 |
1502.8 |
1505.1 |
+12.1 |
128 |
1,525 |
+107 |
| Oct10 |
100129 |
1510.6 |
1510.8 |
1505.1 |
1505.1 |
+12.1 |
1 |
25 |
+1 |
| Jan11 |
100129 |
1495.1 |
1495.1 |
1495.1 |
1495.1 |
+11.2 |
0 |
205 |
+0 |
| Total Volume and Open Interest |
6,437 |
34,609 |
-253 |
| Palladium(NYMEX) |
| Mar10 |
100129 |
420.40 |
424.80 |
411.95 |
412.65 |
-0.70 |
2,821 |
21,697 |
-211 |
| Jun10 |
100129 |
417.90 |
423.60 |
413.00 |
413.00 |
-0.55 |
327 |
1,248 |
+210 |
| Sep10 |
100129 |
414.05 |
414.05 |
414.05 |
414.05 |
-0.55 |
0 |
17 |
+0 |
| Total Volume and Open Interest |
3,152 |
22,978 |
+3 |
| Copper(CMX) |
| Mar10 |
100129 |
311.85 |
315.40 |
303.45 |
305.25 |
-4.55 |
45,961 |
85,309 |
-2,901 |
| May10 |
100129 |
313.15 |
316.85 |
305.00 |
306.70 |
-4.65 |
4,287 |
24,901 |
+982 |
| Jul10 |
100129 |
314.20 |
317.10 |
305.90 |
307.55 |
-4.60 |
552 |
11,532 |
+124 |
| Sep10 |
100129 |
313.30 |
313.45 |
306.20 |
307.70 |
-4.60 |
298 |
5,003 |
+187 |
| Dec10 |
100129 |
313.80 |
313.80 |
305.65 |
307.20 |
-4.70 |
55 |
4,693 |
+52 |
| Total Volume and Open Interest |
51,651 |
135,526 |
-1,671 |
| DJIA Index(CBOT) |
| Mar10 |
100129 |
10087 |
10185 |
10000 |
10017 |
-45 |
675 |
13,534 |
+113 |
| Jun10 |
100129 |
9975 |
9975 |
9956 |
9956 |
-45 |
0 |
14 |
+0 |
| Sep10 |
100129 |
9897 |
9942 |
9897 |
9897 |
-45 |
|
|
|
| Dec10 |
100129 |
9847 |
9892 |
9847 |
9847 |
-45 |
|
|
|
| Total Volume and Open Interest |
675 |
13,548 |
+113 |
| S & P 500(CME) |
| Mar10 |
100129 |
1080.30 |
1093.00 |
1066.70 |
1070.40 |
-8.80 |
29,911 |
342,670 |
+1,832 |
| Jun10 |
100129 |
1073.10 |
1084.90 |
1062.40 |
1065.60 |
-8.80 |
1,712 |
5,414 |
+1,039 |
| Sep10 |
100129 |
1060.70 |
1080.00 |
1057.50 |
1060.70 |
-8.80 |
360 |
1,066 |
+154 |
| Dec10 |
100129 |
1056.50 |
1075.80 |
1053.30 |
1056.50 |
-8.80 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
31,983 |
349,161 |
+3,025 |
| S & P 500 E-Mini(Globex) |
| Mar10 |
100129 |
1081.00 |
1093.25 |
1066.50 |
1070.50 |
-8.75 |
3,052,088 |
2,613,642 |
-11,961 |
| Jun10 |
100129 |
1078.50 |
1088.25 |
1062.00 |
1065.50 |
-9.00 |
3,209 |
13,965 |
+1,100 |
| Total Volume and Open Interest |
3,055,306 |
2,629,023 |
-10,863 |
| NASDAQ 100(CME) |
| Mar10 |
100129 |
1775.80 |
1789.00 |
1731.00 |
1739.30 |
-31.20 |
8,681 |
20,716 |
+4,760 |
| Jun10 |
100129 |
1736.50 |
1777.00 |
1733.50 |
1736.50 |
-31.50 |
0 |
625 |
+0 |
| Sep10 |
100129 |
1735.50 |
1735.50 |
1732.50 |
1735.50 |
-31.50 |
|
|
|
| Total Volume and Open Interest |
8,681 |
21,341 |
+4,760 |
| NASDAQ 100 E-Mini(Globex) |
| Mar10 |
100129 |
1777.80 |
1789.30 |
1731.80 |
1739.30 |
-31.20 |
570,517 |
400,697 |
+31,675 |
| Jun10 |
100129 |
1776.80 |
1786.00 |
1729.30 |
1736.50 |
-31.50 |
1,362 |
4,936 |
+435 |
| Total Volume and Open Interest |
571,879 |
405,647 |
+32,110 |
| S & P Midcap 400(CME) |
| Mar10 |
100129 |
712.50 |
719.50 |
697.00 |
701.30 |
-8.60 |
607 |
2,000 |
+529 |
| Jun10 |
100129 |
712.50 |
712.50 |
697.70 |
699.10 |
-8.60 |
|
|
|
| Sep10 |
100129 |
697.10 |
697.10 |
695.70 |
697.10 |
-8.60 |
|
|
|
| Total Volume and Open Interest |
607 |
2,000 |
+529 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Mar10 |
100129 |
10315 |
10490 |
10155 |
10235 |
-85 |
11,739 |
41,411 |
-243 |
| Jun10 |
100129 |
10235 |
10235 |
10175 |
10235 |
-85 |
|
|
|
| Total Volume and Open Interest |
11,739 |
41,411 |
-243 |
| Nikkei 225(SGX) |
| Mar10 |
100129 |
10400 |
10460 |
10150 |
10160 |
-245 |
111,971 |
190,764 |
+2,794 |
| Jun10 |
100129 |
10180 |
10180 |
10105 |
10105 |
-240 |
34 |
1,459 |
+87 |
| Sep10 |
100129 |
10105 |
10105 |
10105 |
10105 |
-250 |
0 |
55 |
+0 |
| Total Volume and Open Interest |
112,006 |
194,324 |
+2,881 |
| CAC 40(EURONEXT) |
| Feb10 |
100129 |
3697.0 |
3769.0 |
3692.5 |
3738.5 |
+53.5 |
160,021 |
361,718 |
+5,482 |
| Mar10 |
100129 |
3698.0 |
3768.0 |
3697.0 |
3739.0 |
+53.0 |
1,300 |
76,043 |
+842 |
| Apr10 |
100129 |
3751.5 |
3751.5 |
3739.5 |
3739.5 |
+52.5 |
36 |
43 |
+1 |
| Total Volume and Open Interest |
161,624 |
439,948 |
+6,432 |
| Hang Seng Index(HKFE) |
| Jan10 |
100128 |
20174 |
20390 |
20145 |
20348 |
+371 |
110,068 |
18,447 |
-14,563 |
| Feb10 |
100129 |
19900 |
20305 |
19871 |
20203 |
-31 |
91,286 |
71,937 |
+202 |
| Mar10 |
100129 |
19852 |
20243 |
19815 |
20128 |
-52 |
756 |
6,159 |
+19 |
| Total Volume and Open Interest |
113,104 |
79,065 |
-18,211 |
| DAX(EUREX) |
| Mar10 |
100129 |
5560.0 |
5660.0 |
5543.5 |
5607.5 |
+37.0 |
239,533 |
147,269 |
-3,062 |
| Jun10 |
100129 |
5573.0 |
5668.5 |
5555.0 |
5617.0 |
+37.5 |
413 |
9,747 |
-54 |
| Sep10 |
100129 |
5608.0 |
5632.0 |
5571.0 |
5626.5 |
+37.0 |
61 |
700 |
+12 |
| Total Volume and Open Interest |
240,007 |
157,716 |
-3,104 |
| FT-SE 100(EURONEXT) |
| Mar10 |
100129 |
5120.50 |
5189.50 |
5080.00 |
5148.50 |
+30.00 |
170,689 |
704,511 |
+6,272 |
| Jun10 |
100129 |
5059.50 |
5137.00 |
5059.50 |
5098.50 |
+30.00 |
404 |
2,506 |
+31 |
| Sep10 |
100129 |
5061.50 |
5061.50 |
5061.50 |
5061.50 |
+30.00 |
0 |
323 |
+0 |
| Total Volume and Open Interest |
171,093 |
707,931 |
+6,303 |
| SPI 200(SFE) |
| Mar10 |
100129 |
4651.0 |
4653.0 |
4527.0 |
4546.0 |
-101.0 |
43,111 |
206,173 |
+2,192 |
| Jun10 |
100129 |
4600.0 |
4600.0 |
4550.0 |
4567.0 |
-102.0 |
15 |
1,859 |
+4 |
| Sep10 |
100129 |
4567.0 |
4567.0 |
4567.0 |
4567.0 |
-102.0 |
78 |
2,038 |
+0 |
| Total Volume and Open Interest |
43,333 |
211,202 |
+2,325 |
| GSCI(CME) |
| Feb10 |
100129 |
494.00 |
495.00 |
483.50 |
486.40 |
-4.85 |
752 |
17,319 |
+241 |
| Mar10 |
100129 |
498.25 |
499.00 |
488.00 |
491.00 |
-4.25 |
|
|
|
| Apr10 |
100129 |
501.00 |
501.00 |
491.00 |
494.00 |
-4.75 |
|
|
|
| Total Volume and Open Interest |
752 |
17,319 |
+241 |
| 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. |
|
|