|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri February 05, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Mar10 |
100205 |
914.00 |
921.50 |
909.00 |
913.50 |
-0.50 |
81,861 |
197,823 |
-5,469 |
| May10 |
100205 |
924.50 |
932.00 |
919.75 |
924.25 |
-0.50 |
32,105 |
100,429 |
+6,631 |
| Jul10 |
100205 |
933.00 |
940.50 |
928.00 |
932.75 |
-0.75 |
23,113 |
71,111 |
+1,356 |
| Aug10 |
100205 |
929.25 |
935.25 |
925.25 |
928.75 |
-1.25 |
365 |
2,815 |
+110 |
| Sep10 |
100205 |
917.50 |
923.25 |
913.00 |
914.25 |
-3.75 |
167 |
2,375 |
-8 |
| Nov10 |
100205 |
910.00 |
915.50 |
900.75 |
903.50 |
-6.50 |
12,776 |
89,539 |
+1,528 |
| Jan11 |
100205 |
919.00 |
924.25 |
911.00 |
912.75 |
-6.25 |
642 |
5,075 |
-265 |
| Total Volume and Open Interest |
152,272 |
477,222 |
+4,269 |
| Soybean Meal(CBOT) |
| Mar10 |
100205 |
271.10 |
274.70 |
270.10 |
271.00 |
-0.20 |
26,745 |
67,146 |
-54 |
| May10 |
100205 |
264.20 |
267.60 |
263.00 |
265.00 |
+0.80 |
14,599 |
44,624 |
+776 |
| Jul10 |
100205 |
263.70 |
266.50 |
262.30 |
264.00 |
+0.30 |
7,573 |
31,350 |
+535 |
| Aug10 |
100205 |
262.10 |
264.60 |
261.70 |
261.70 |
-0.40 |
1,597 |
8,446 |
+291 |
| Sep10 |
100205 |
260.10 |
262.70 |
259.00 |
259.00 |
-1.10 |
843 |
8,715 |
+310 |
| Oct10 |
100205 |
254.60 |
256.60 |
251.70 |
251.70 |
-2.90 |
892 |
4,718 |
+217 |
| Dec10 |
100205 |
254.40 |
256.00 |
251.00 |
251.00 |
-3.40 |
6,863 |
22,476 |
+724 |
| Jan11 |
100205 |
256.10 |
256.10 |
252.50 |
252.50 |
-3.40 |
228 |
1,165 |
+177 |
| Total Volume and Open Interest |
59,733 |
191,226 |
+3,271 |
| Soybean Oil(CBOT) |
| Mar10 |
100205 |
37.05 |
37.29 |
36.69 |
37.00 |
-0.21 |
49,436 |
122,229 |
-446 |
| May10 |
100205 |
37.58 |
37.78 |
37.16 |
37.48 |
-0.20 |
22,571 |
57,469 |
+1,965 |
| Jul10 |
100205 |
38.03 |
38.22 |
37.60 |
37.93 |
-0.20 |
11,988 |
41,272 |
+3,554 |
| Aug10 |
100205 |
38.20 |
38.29 |
37.90 |
38.09 |
-0.20 |
408 |
3,307 |
+74 |
| Sep10 |
100205 |
38.38 |
38.45 |
38.10 |
38.23 |
-0.20 |
209 |
5,076 |
+63 |
| Oct10 |
100205 |
38.20 |
38.55 |
37.97 |
38.31 |
-0.21 |
325 |
3,245 |
+8 |
| Dec10 |
100205 |
38.59 |
38.80 |
38.23 |
38.56 |
-0.22 |
5,318 |
28,100 |
+1,483 |
| Jan11 |
100205 |
39.03 |
39.03 |
38.59 |
38.81 |
-0.22 |
0 |
75 |
+0 |
| Total Volume and Open Interest |
90,255 |
260,913 |
+6,701 |
| Canola(WCE) |
| Mar10 |
100205 |
379.8 |
382.5 |
379.0 |
380.3 |
-1.9 |
10,349 |
69,122 |
-2,794 |
| May10 |
100205 |
389.0 |
389.0 |
385.0 |
386.4 |
-2.1 |
5,383 |
33,408 |
+4,382 |
| Jul10 |
100205 |
392.7 |
393.1 |
390.0 |
391.5 |
-1.9 |
1,027 |
14,025 |
+641 |
| Nov10 |
100205 |
401.0 |
401.9 |
398.3 |
400.3 |
-1.7 |
1,074 |
12,191 |
+594 |
| Jan11 |
100205 |
402.9 |
405.5 |
402.7 |
405.5 |
+0.2 |
21 |
326 |
+21 |
| Total Volume and Open Interest |
17,854 |
129,272 |
+2,844 |
| Corn(CBOT) |
| Mar10 |
100205 |
354.25 |
355.50 |
347.50 |
351.50 |
-2.50 |
171,750 |
403,871 |
-14,119 |
| May10 |
100205 |
365.25 |
369.75 |
359.00 |
363.00 |
-2.25 |
47,567 |
238,306 |
+8,257 |
| Jul10 |
100205 |
375.50 |
379.00 |
368.75 |
373.00 |
-2.50 |
42,055 |
164,055 |
+6,076 |
| Sep10 |
100205 |
382.75 |
386.00 |
376.25 |
380.25 |
-2.50 |
4,673 |
51,323 |
+960 |
| Dec10 |
100205 |
390.00 |
392.25 |
383.25 |
387.00 |
-2.75 |
24,658 |
245,868 |
+3,229 |
| Mar11 |
100205 |
402.00 |
405.00 |
395.00 |
399.00 |
-3.00 |
5,900 |
22,879 |
+305 |
| Total Volume and Open Interest |
300,246 |
1,160,056 |
+4,417 |
| Wheat(CBOT) |
| Mar10 |
100205 |
475.00 |
476.50 |
467.00 |
473.25 |
-2.50 |
61,505 |
156,817 |
-5,622 |
| May10 |
100205 |
489.50 |
490.75 |
481.75 |
488.00 |
-2.00 |
23,859 |
91,403 |
-332 |
| Jul10 |
100205 |
501.50 |
503.50 |
493.75 |
500.50 |
-1.75 |
22,798 |
87,156 |
+2,874 |
| Sep10 |
100205 |
516.75 |
518.50 |
510.00 |
516.75 |
-1.25 |
1,570 |
22,115 |
+374 |
| Dec10 |
100205 |
543.75 |
548.75 |
538.75 |
544.75 |
-1.00 |
5,990 |
56,174 |
+579 |
| Total Volume and Open Interest |
117,367 |
427,739 |
-1,571 |
| Wheat(KCBT) |
| Mar10 |
100205 |
487.25 |
488.50 |
480.25 |
484.50 |
-4.00 |
11,088 |
43,827 |
-1,001 |
| May10 |
100205 |
499.50 |
500.00 |
492.25 |
496.25 |
-4.25 |
3,149 |
27,872 |
+781 |
| Jul10 |
100205 |
511.00 |
511.50 |
504.00 |
507.00 |
-5.00 |
2,638 |
31,528 |
+829 |
| Sep10 |
100205 |
517.50 |
521.00 |
516.25 |
519.00 |
-5.00 |
153 |
4,413 |
+8 |
| Dec10 |
100205 |
539.00 |
540.25 |
533.50 |
536.50 |
-4.75 |
853 |
39,909 |
-68 |
| Total Volume and Open Interest |
18,197 |
149,323 |
+658 |
| Wheat(MGE) |
| Mar10 |
100205 |
499.00 |
504.25 |
497.00 |
502.50 |
+0.75 |
2,919 |
14,784 |
-279 |
| May10 |
100205 |
511.00 |
515.25 |
508.75 |
514.75 |
+0.75 |
945 |
8,612 |
+26 |
| Jul10 |
100205 |
523.00 |
526.00 |
520.00 |
525.50 |
+0.25 |
594 |
10,044 |
-90 |
| Sep10 |
100205 |
534.50 |
537.00 |
531.25 |
536.75 |
+0.50 |
202 |
4,832 |
+37 |
| Dec10 |
100205 |
550.50 |
554.50 |
548.25 |
553.75 |
+0.75 |
355 |
5,654 |
+178 |
| Total Volume and Open Interest |
5,080 |
44,914 |
-96 |
| Oats(CBOT) |
| Mar10 |
100205 |
228.75 |
231.75 |
225.00 |
226.25 |
-2.50 |
350 |
5,098 |
-388 |
| May10 |
100205 |
237.00 |
241.00 |
234.25 |
235.50 |
-2.50 |
186 |
5,488 |
+74 |
| Jul10 |
100205 |
247.00 |
247.00 |
243.25 |
243.25 |
-2.50 |
2 |
1,119 |
+2 |
| Sep10 |
100205 |
254.00 |
254.00 |
251.25 |
251.25 |
-2.50 |
0 |
373 |
+0 |
| Total Volume and Open Interest |
596 |
13,459 |
-295 |
| Rough Rice(CBOT) |
| Mar10 |
100205 |
14.14 |
14.29 |
14.03 |
14.09 |
-0.10 |
817 |
8,978 |
+42 |
| May10 |
100205 |
14.40 |
14.57 |
14.35 |
14.40 |
-0.06 |
314 |
3,423 |
+29 |
| Jul10 |
100205 |
14.76 |
14.80 |
14.61 |
14.63 |
-0.06 |
51 |
753 |
-25 |
| Sep10 |
100205 |
13.60 |
13.60 |
13.49 |
13.54 |
-0.06 |
169 |
1,048 |
+19 |
| Total Volume and Open Interest |
1,384 |
15,186 |
+86 |
| Live Cattle(CME) |
| Feb10 |
100205 |
86.600 |
87.900 |
86.250 |
87.430 |
+0.880 |
6,551 |
33,148 |
-757 |
| Apr10 |
100205 |
89.885 |
91.200 |
89.650 |
90.400 |
+0.320 |
17,131 |
136,925 |
+2,461 |
| Jun10 |
100205 |
87.750 |
88.635 |
87.450 |
88.100 |
+0.250 |
9,102 |
74,122 |
+1,624 |
| Aug10 |
100205 |
87.100 |
87.480 |
86.850 |
87.350 |
+0.100 |
1,744 |
22,591 |
+434 |
| Oct10 |
100205 |
89.480 |
90.050 |
89.230 |
89.850 |
+0.270 |
1,022 |
14,432 |
+415 |
| Dec10 |
100205 |
90.180 |
90.800 |
90.180 |
90.785 |
+0.285 |
180 |
3,870 |
+79 |
| Total Volume and Open Interest |
35,773 |
287,167 |
+4,273 |
| Feeder Cattle(CME) |
| Mar10 |
100205 |
97.500 |
98.635 |
97.400 |
98.330 |
+1.080 |
4,218 |
15,424 |
-1,533 |
| Apr10 |
100205 |
99.150 |
100.330 |
99.150 |
99.680 |
+0.700 |
1,819 |
6,157 |
+120 |
| May10 |
100205 |
100.250 |
101.300 |
100.180 |
101.180 |
+0.930 |
717 |
6,003 |
+45 |
| Aug10 |
100205 |
101.750 |
102.600 |
101.750 |
102.600 |
+0.870 |
235 |
3,136 |
+4 |
| Sep10 |
100205 |
101.450 |
102.300 |
101.450 |
102.300 |
+1.000 |
1 |
156 |
+1 |
| Oct10 |
100205 |
101.750 |
102.000 |
101.750 |
101.950 |
+0.550 |
1 |
114 |
+1 |
| Nov10 |
100205 |
102.100 |
102.100 |
101.750 |
102.100 |
+0.120 |
0 |
26 |
+0 |
| Total Volume and Open Interest |
6,991 |
31,016 |
-1,362 |
| Lean Hogs(CME) |
| Feb10 |
100205 |
66.200 |
66.950 |
66.050 |
66.700 |
+0.550 |
4,635 |
13,005 |
-468 |
| Apr10 |
100205 |
67.135 |
67.500 |
66.250 |
66.725 |
-0.205 |
11,915 |
83,122 |
+462 |
| May10 |
100205 |
72.200 |
72.800 |
71.800 |
72.475 |
-0.160 |
150 |
4,560 |
-28 |
| Jun10 |
100205 |
75.650 |
76.000 |
75.000 |
75.430 |
-0.220 |
3,438 |
47,220 |
+387 |
| Jul10 |
100205 |
74.385 |
74.900 |
73.650 |
74.800 |
+0.220 |
1,200 |
15,054 |
-68 |
| Aug10 |
100205 |
73.635 |
74.135 |
73.100 |
73.975 |
-0.075 |
542 |
12,837 |
+170 |
| Oct10 |
100205 |
65.385 |
67.200 |
64.800 |
66.850 |
+1.450 |
87 |
5,827 |
-5 |
| Dec10 |
100205 |
64.000 |
64.650 |
63.450 |
63.900 |
unch |
49 |
3,192 |
+11 |
| Total Volume and Open Interest |
22,018 |
185,232 |
+463 |
| Pork Bellies(CME) |
| Feb10 |
100205 |
81.500 |
81.500 |
80.000 |
80.000 |
-1.750 |
13 |
67 |
-11 |
| Mar10 |
100205 |
80.900 |
82.700 |
80.000 |
80.000 |
-0.750 |
24 |
170 |
+7 |
| May10 |
100205 |
82.300 |
82.600 |
82.300 |
82.300 |
unch |
2 |
153 |
-1 |
| Jul10 |
100205 |
87.600 |
87.600 |
85.900 |
87.600 |
+0.100 |
1 |
49 |
+2 |
| Aug10 |
100205 |
85.500 |
85.500 |
85.500 |
85.500 |
unch |
0 |
22 |
+0 |
| Total Volume and Open Interest |
40 |
461 |
-3 |
| Class III Milk(CME) |
| Feb10 |
100205 |
14.05 |
14.14 |
14.00 |
14.10 |
+0.05 |
58 |
3,994 |
-11 |
| Mar10 |
100205 |
13.53 |
13.60 |
13.45 |
13.55 |
-0.02 |
200 |
3,813 |
+37 |
| Apr10 |
100205 |
13.34 |
13.36 |
13.20 |
13.24 |
-0.12 |
233 |
3,502 |
-16 |
| May10 |
100205 |
13.51 |
13.55 |
13.35 |
13.40 |
-0.15 |
107 |
2,779 |
+5 |
| Jun10 |
100205 |
14.22 |
14.22 |
13.95 |
14.00 |
-0.21 |
62 |
2,301 |
+12 |
| Total Volume and Open Interest |
1,038 |
31,259 |
+129 |
| Cocoa(ICE) |
| Mar10 |
100205 |
3062 |
3090 |
2965 |
2972 |
-118 |
11,235 |
34,059 |
-7,186 |
| May10 |
100205 |
3133 |
3133 |
2988 |
3001 |
-124 |
6,925 |
57,338 |
+2,617 |
| Jul10 |
100205 |
3127 |
3145 |
3030 |
3032 |
-123 |
1,927 |
15,052 |
+1,121 |
| Sep10 |
100205 |
3156 |
3171 |
3059 |
3059 |
-124 |
312 |
8,453 |
+37 |
| Dec10 |
100205 |
3192 |
3192 |
3090 |
3090 |
-129 |
242 |
6,018 |
+14 |
| Mar11 |
100205 |
3220 |
3232 |
3110 |
3120 |
-123 |
766 |
9,638 |
+510 |
| May11 |
100205 |
3214 |
3214 |
3108 |
3118 |
-121 |
92 |
4,528 |
+37 |
| Total Volume and Open Interest |
21,530 |
137,604 |
-2,842 |
| Coffee "C"(ICE) |
| Mar10 |
100205 |
131.45 |
131.85 |
128.50 |
128.80 |
-2.75 |
13,507 |
56,783 |
-1,220 |
| May10 |
100205 |
133.20 |
133.65 |
130.50 |
130.70 |
-2.70 |
6,617 |
39,814 |
+1,861 |
| Jul10 |
100205 |
134.75 |
134.90 |
132.00 |
132.15 |
-2.65 |
3,964 |
14,388 |
+417 |
| Sep10 |
100205 |
135.60 |
136.20 |
133.50 |
133.50 |
-2.65 |
1,321 |
7,627 |
-150 |
| Dec10 |
100205 |
137.25 |
137.70 |
135.20 |
135.20 |
-2.65 |
513 |
6,923 |
-118 |
| Mar11 |
100205 |
137.70 |
137.70 |
136.90 |
136.90 |
-2.65 |
457 |
3,705 |
+328 |
| Total Volume and Open Interest |
26,430 |
130,037 |
+1,138 |
| Orange Juice(ICE) |
| Mar10 |
100205 |
137.15 |
138.80 |
133.40 |
133.95 |
-3.30 |
819 |
18,889 |
-386 |
| May10 |
100205 |
140.75 |
142.30 |
137.15 |
137.45 |
-3.30 |
374 |
10,544 |
+226 |
| Jul10 |
100205 |
144.30 |
145.35 |
140.50 |
140.90 |
-3.15 |
294 |
4,173 |
+180 |
| Sep10 |
100205 |
141.60 |
141.90 |
141.60 |
141.90 |
-3.05 |
8 |
1,118 |
-3 |
| Nov10 |
100205 |
141.75 |
141.75 |
141.60 |
141.60 |
-3.30 |
4 |
394 |
+2 |
| Jan11 |
100205 |
144.70 |
144.70 |
144.50 |
144.55 |
-3.25 |
2 |
589 |
+0 |
| Total Volume and Open Interest |
1,502 |
35,911 |
+19 |
| Sugar #11(ICE) |
| Mar10 |
100205 |
27.60 |
28.05 |
25.70 |
26.17 |
-1.47 |
60,462 |
245,626 |
-7,795 |
| May10 |
100205 |
26.71 |
27.09 |
24.88 |
25.37 |
-1.38 |
43,689 |
188,159 |
+2,064 |
| Jul10 |
100205 |
24.44 |
24.64 |
22.67 |
23.39 |
-1.02 |
29,367 |
167,583 |
+3,621 |
| Oct10 |
100205 |
22.40 |
22.50 |
21.22 |
21.70 |
-0.76 |
7,577 |
149,567 |
+1,664 |
| Mar11 |
100205 |
20.85 |
21.00 |
20.04 |
20.53 |
-0.43 |
5,962 |
55,282 |
+634 |
| Total Volume and Open Interest |
150,299 |
878,769 |
+777 |
| London Cocoa(LCE) |
| Mar10 |
100201 |
2230 |
2249 |
2221 |
2225 |
-8 |
|
|
|
| Mar11 |
091231 |
2097 |
2123 |
2097 |
2119 |
+1 |
8 |
8,491 |
-73 |
| Total Volume and Open Interest |
4,483 |
165,502 |
-250 |
| London Sugar(LCE) |
| Cotton(ICE) |
| Mar10 |
100205 |
69.09 |
69.38 |
66.55 |
66.62 |
-2.37 |
11,186 |
75,258 |
-3,887 |
| May10 |
100205 |
70.52 |
70.82 |
67.80 |
68.23 |
-2.27 |
4,810 |
43,035 |
+1,506 |
| Jul10 |
100205 |
71.59 |
71.77 |
69.04 |
69.26 |
-2.19 |
2,933 |
28,144 |
+793 |
| Oct10 |
100205 |
69.70 |
69.70 |
68.88 |
68.88 |
-1.62 |
63 |
199 |
-36 |
| Dec10 |
100205 |
70.40 |
70.93 |
68.55 |
68.73 |
-2.03 |
1,161 |
21,576 |
+90 |
| Mar11 |
100205 |
73.28 |
73.40 |
71.53 |
71.53 |
-2.08 |
543 |
1,250 |
+501 |
| Total Volume and Open Interest |
20,823 |
171,187 |
-429 |
| Lumber(CME) |
| Mar10 |
100205 |
278.8 |
281.9 |
271.0 |
271.1 |
-7.9 |
689 |
4,155 |
-207 |
| May10 |
100205 |
291.8 |
295.8 |
289.0 |
291.0 |
-0.2 |
534 |
4,330 |
-128 |
| Jul10 |
100205 |
294.9 |
296.4 |
290.8 |
294.8 |
-0.4 |
256 |
1,191 |
+104 |
| Sep10 |
100205 |
285.8 |
291.0 |
284.0 |
291.0 |
unch |
16 |
485 |
+12 |
| Total Volume and Open Interest |
1,500 |
10,178 |
-214 |
| Crude Oil(NYM) |
| Mar10 |
100205 |
73.04 |
73.94 |
69.50 |
71.19 |
-1.95 |
391,294 |
329,819 |
-13,320 |
| Apr10 |
100205 |
73.43 |
74.27 |
69.80 |
71.52 |
-2.02 |
120,781 |
138,079 |
-2,515 |
| May10 |
100205 |
73.95 |
74.72 |
70.28 |
71.95 |
-2.19 |
48,436 |
99,769 |
+108 |
| Jun10 |
100205 |
74.34 |
75.15 |
70.75 |
72.45 |
-2.29 |
32,813 |
125,618 |
-1,076 |
| Jul10 |
100205 |
75.07 |
75.47 |
71.65 |
72.97 |
-2.33 |
9,261 |
43,358 |
-1,205 |
| Aug10 |
100205 |
75.18 |
75.95 |
72.04 |
73.46 |
-2.37 |
4,775 |
22,126 |
-112 |
| Sep10 |
100205 |
75.66 |
76.38 |
72.43 |
73.90 |
-2.41 |
4,028 |
32,674 |
-144 |
| Oct10 |
100205 |
73.17 |
74.35 |
73.17 |
74.34 |
-2.44 |
3,684 |
19,665 |
-1,409 |
| Nov10 |
100205 |
74.16 |
75.43 |
74.16 |
74.81 |
-2.45 |
3,839 |
24,334 |
-864 |
| Dec10 |
100205 |
77.25 |
77.77 |
73.73 |
75.31 |
-2.44 |
27,640 |
191,730 |
-1,920 |
| Jan11 |
100205 |
77.36 |
77.45 |
74.88 |
75.70 |
-2.43 |
1,594 |
20,076 |
-247 |
| Feb11 |
100205 |
76.08 |
76.08 |
76.08 |
76.08 |
-2.42 |
826 |
14,540 |
+30 |
| Mar11 |
100205 |
76.43 |
76.43 |
76.43 |
76.43 |
-2.42 |
328 |
9,644 |
+35 |
| Apr11 |
100205 |
76.74 |
76.74 |
76.74 |
76.74 |
-2.43 |
99 |
10,507 |
-108 |
| May11 |
100205 |
77.01 |
77.01 |
77.01 |
77.01 |
-2.44 |
125 |
4,060 |
-14 |
| Jun11 |
100205 |
77.25 |
77.25 |
77.25 |
77.25 |
-2.45 |
836 |
22,583 |
-111 |
| Total Volume and Open Interest |
680,344 |
1,336,495 |
-24,202 |
| e-miNY Crude Oil(NYM) |
| 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 |
100205 |
73.600 |
74.250 |
70.000 |
71.525 |
-2.025 |
587 |
1,054 |
+111 |
| May10 |
100205 |
74.150 |
74.325 |
70.675 |
71.950 |
-2.200 |
136 |
160 |
-2 |
| Jun10 |
100205 |
74.375 |
75.000 |
71.675 |
72.450 |
-2.300 |
291 |
148 |
-76 |
| Jul10 |
100205 |
74.725 |
74.725 |
71.900 |
72.975 |
-2.325 |
0 |
13 |
+0 |
| Aug10 |
100205 |
75.000 |
75.000 |
73.450 |
73.450 |
-2.375 |
0 |
2 |
+0 |
| Sep10 |
100205 |
73.000 |
73.900 |
73.000 |
73.900 |
-2.400 |
0 |
1 |
+0 |
| Oct10 |
100205 |
74.350 |
74.350 |
74.350 |
74.350 |
-2.425 |
0 |
3 |
+0 |
| Nov10 |
100205 |
73.700 |
74.800 |
73.700 |
74.800 |
-2.450 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
15,805 |
5,472 |
-905 |
| Heating Oil(NYM) |
| Mar10 |
100205 |
193.01 |
194.50 |
182.72 |
187.48 |
-6.04 |
55,424 |
96,662 |
-1,824 |
| Apr10 |
100205 |
193.65 |
195.00 |
183.50 |
188.28 |
-5.98 |
21,466 |
46,226 |
+3,435 |
| May10 |
100205 |
193.15 |
195.61 |
184.50 |
189.16 |
-5.89 |
9,629 |
30,011 |
+559 |
| Jun10 |
100205 |
195.82 |
196.85 |
185.42 |
190.41 |
-5.86 |
9,796 |
39,692 |
+555 |
| Jul10 |
100205 |
195.65 |
198.01 |
187.50 |
192.46 |
-5.69 |
2,479 |
13,420 |
-262 |
| Aug10 |
100205 |
199.80 |
200.17 |
191.00 |
194.53 |
-5.57 |
1,093 |
7,892 |
+179 |
| Sep10 |
100205 |
200.54 |
202.10 |
193.07 |
196.83 |
-5.56 |
1,868 |
9,607 |
-19 |
| Oct10 |
100205 |
202.58 |
204.09 |
195.90 |
199.32 |
-5.55 |
739 |
8,966 |
+30 |
| Nov10 |
100205 |
205.02 |
205.59 |
198.00 |
201.73 |
-5.53 |
1,115 |
6,512 |
-65 |
| Dec10 |
100205 |
208.30 |
208.74 |
199.69 |
204.13 |
-5.50 |
3,894 |
21,949 |
+524 |
| Jan11 |
100205 |
211.05 |
211.05 |
203.60 |
206.58 |
-5.48 |
856 |
11,575 |
+306 |
| Feb11 |
100205 |
212.30 |
212.30 |
204.19 |
207.98 |
-5.46 |
196 |
4,387 |
+15 |
| Total Volume and Open Interest |
108,883 |
315,773 |
+3,582 |
| Gasoline(NYMEX) |
| Mar10 |
100205 |
194.50 |
195.95 |
184.19 |
188.64 |
-6.44 |
64,017 |
88,642 |
+655 |
| Apr10 |
100205 |
204.80 |
205.96 |
194.95 |
199.22 |
-6.18 |
30,735 |
45,731 |
+559 |
| May10 |
100205 |
206.11 |
206.85 |
196.10 |
200.30 |
-6.06 |
15,358 |
28,362 |
-210 |
| Jun10 |
100205 |
206.10 |
206.98 |
196.40 |
200.67 |
-5.93 |
8,828 |
26,805 |
+829 |
| Jul10 |
100205 |
205.42 |
205.42 |
197.30 |
200.30 |
-5.89 |
4,221 |
15,336 |
-325 |
| Aug10 |
100205 |
204.55 |
204.55 |
195.37 |
199.46 |
-5.90 |
2,463 |
8,076 |
-343 |
| Sep10 |
100205 |
201.89 |
201.89 |
194.30 |
198.54 |
-5.82 |
2,511 |
14,080 |
+815 |
| Oct10 |
100205 |
186.12 |
190.00 |
186.00 |
188.70 |
-5.79 |
1,008 |
4,778 |
+7 |
| Nov10 |
100205 |
190.00 |
190.00 |
185.21 |
187.88 |
-5.76 |
1,061 |
11,320 |
+167 |
| Dec10 |
100205 |
192.65 |
192.65 |
185.60 |
188.04 |
-5.70 |
2,202 |
9,150 |
-488 |
| Total Volume and Open Interest |
132,986 |
259,632 |
+1,842 |
| e-miNY RBOB Gasoline(NYM) |
| Mar10 |
100205 |
188.60 |
188.64 |
188.60 |
188.60 |
-6.50 |
0 |
7 |
+0 |
| Apr10 |
100205 |
199.20 |
199.22 |
199.20 |
199.20 |
-6.20 |
|
|
|
| May10 |
100205 |
200.30 |
200.30 |
200.30 |
200.30 |
-6.10 |
|
|
|
| Jun10 |
100205 |
200.70 |
200.70 |
200.67 |
200.70 |
-5.90 |
|
|
|
| Total Volume and Open Interest |
0 |
7 |
+0 |
| Natural Gas(NYM) |
| Mar10 |
100205 |
5.485 |
5.598 |
5.383 |
5.515 |
+0.099 |
97,203 |
199,482 |
-8,798 |
| Apr10 |
100205 |
5.445 |
5.557 |
5.357 |
5.483 |
+0.099 |
34,772 |
102,879 |
+197 |
| May10 |
100205 |
5.484 |
5.597 |
5.411 |
5.535 |
+0.107 |
22,509 |
76,566 |
-1,310 |
| Jun10 |
100205 |
5.590 |
5.661 |
5.490 |
5.604 |
+0.105 |
9,705 |
28,668 |
+2,300 |
| Jul10 |
100205 |
5.639 |
5.726 |
5.555 |
5.677 |
+0.104 |
3,751 |
26,277 |
-475 |
| Aug10 |
100205 |
5.665 |
5.785 |
5.622 |
5.735 |
+0.098 |
2,078 |
36,061 |
-47 |
| Sep10 |
100205 |
5.735 |
5.817 |
5.647 |
5.768 |
+0.096 |
1,648 |
23,668 |
+116 |
| Oct10 |
100205 |
5.796 |
5.924 |
5.752 |
5.871 |
+0.092 |
8,081 |
52,120 |
-177 |
| Nov10 |
100205 |
6.165 |
6.205 |
6.063 |
6.166 |
+0.084 |
1,122 |
12,701 |
+43 |
| Dec10 |
100205 |
6.480 |
6.527 |
6.380 |
6.481 |
+0.072 |
1,638 |
23,312 |
+25 |
| Jan11 |
100205 |
6.715 |
6.740 |
6.603 |
6.699 |
+0.065 |
3,821 |
30,149 |
+147 |
| Feb11 |
100205 |
6.651 |
6.700 |
6.567 |
6.654 |
+0.060 |
568 |
10,161 |
+176 |
| Mar11 |
100205 |
6.474 |
6.512 |
6.383 |
6.474 |
+0.060 |
1,458 |
22,041 |
-79 |
| Apr11 |
100205 |
5.973 |
6.050 |
5.960 |
6.016 |
+0.047 |
789 |
23,534 |
+174 |
| May11 |
100205 |
6.020 |
6.025 |
5.940 |
5.991 |
+0.047 |
33 |
9,816 |
+312 |
| Jun11 |
100205 |
5.990 |
6.036 |
5.960 |
6.036 |
+0.047 |
20 |
4,412 |
-3 |
| Total Volume and Open Interest |
189,442 |
775,445 |
-7,228 |
| Brent Crude Oil(ICE) |
| Mar10 |
100205 |
72.13 |
72.52 |
67.87 |
69.59 |
-2.54 |
209,619 |
130,052 |
-22,701 |
| Apr10 |
100205 |
72.35 |
72.92 |
68.36 |
70.08 |
-2.41 |
124,529 |
183,051 |
+18,605 |
| May10 |
100205 |
72.86 |
73.45 |
69.04 |
70.70 |
-2.38 |
47,334 |
94,754 |
-775 |
| Jun10 |
100205 |
73.46 |
74.03 |
69.83 |
71.33 |
-2.37 |
34,871 |
83,742 |
+2,136 |
| Jul10 |
100205 |
74.05 |
74.15 |
70.65 |
71.91 |
-2.39 |
8,376 |
27,272 |
+456 |
| Aug10 |
100205 |
74.26 |
74.98 |
71.12 |
72.44 |
-2.40 |
4,139 |
18,816 |
+147 |
| Sep10 |
100205 |
74.74 |
75.45 |
71.57 |
72.94 |
-2.41 |
3,771 |
14,443 |
+223 |
| Oct10 |
100205 |
75.18 |
75.89 |
72.10 |
73.41 |
-2.41 |
3,199 |
15,096 |
-396 |
| Nov10 |
100205 |
75.63 |
76.34 |
72.52 |
73.88 |
-2.41 |
2,364 |
13,413 |
+98 |
| Dec10 |
100205 |
76.08 |
76.94 |
72.89 |
74.36 |
-2.41 |
18,845 |
80,063 |
+408 |
| Jan11 |
100205 |
75.00 |
75.00 |
74.84 |
74.84 |
-2.39 |
1,017 |
10,881 |
+6 |
| Feb11 |
100205 |
75.29 |
75.29 |
75.29 |
75.29 |
-2.38 |
399 |
5,278 |
-194 |
| Mar11 |
100205 |
75.73 |
75.73 |
75.73 |
75.73 |
-2.38 |
294 |
4,985 |
+57 |
| Apr11 |
100205 |
76.15 |
76.15 |
76.15 |
76.15 |
-2.38 |
65 |
2,619 |
-13 |
| Total Volume and Open Interest |
467,340 |
792,345 |
-1,080 |
| Gas Oil(ICE) |
| Feb10 |
100205 |
583.25 |
586.75 |
551.50 |
575.25 |
-13.00 |
39,175 |
79,754 |
-4,165 |
| Mar10 |
100205 |
592.50 |
594.00 |
558.25 |
582.25 |
-13.25 |
71,975 |
169,210 |
+5,859 |
| Apr10 |
100205 |
596.50 |
600.25 |
564.75 |
588.75 |
-13.25 |
21,802 |
83,877 |
+1,307 |
| May10 |
100205 |
603.00 |
606.00 |
573.00 |
595.25 |
-13.25 |
10,559 |
43,169 |
+1,509 |
| Jun10 |
100205 |
606.75 |
610.75 |
579.25 |
601.75 |
-13.00 |
9,866 |
43,438 |
-779 |
| Jul10 |
100205 |
615.25 |
619.00 |
590.50 |
608.25 |
-13.00 |
2,755 |
21,938 |
-425 |
| Aug10 |
100205 |
619.50 |
625.25 |
594.75 |
614.50 |
-13.00 |
2,437 |
23,836 |
+69 |
| Sep10 |
100205 |
629.50 |
631.25 |
602.75 |
620.50 |
-13.25 |
2,210 |
23,844 |
+124 |
| Oct10 |
100205 |
631.25 |
634.75 |
608.50 |
626.25 |
-13.25 |
874 |
13,325 |
-214 |
| Nov10 |
100205 |
635.75 |
638.50 |
615.00 |
630.75 |
-13.50 |
663 |
13,305 |
+88 |
| Total Volume and Open Interest |
173,359 |
663,414 |
+2,924 |
| Ethanol(CBOT) |
| Feb10 |
100203 |
1.810 |
1.810 |
1.810 |
1.810 |
-0.007 |
31 |
264 |
-38 |
| Mar10 |
100205 |
1.765 |
1.765 |
1.740 |
1.749 |
-0.026 |
67 |
891 |
-9 |
| Apr10 |
100205 |
1.760 |
1.760 |
1.740 |
1.752 |
-0.026 |
38 |
1,495 |
+14 |
| May10 |
100205 |
1.760 |
1.760 |
1.739 |
1.750 |
-0.025 |
62 |
603 |
-12 |
| Jun10 |
100205 |
1.760 |
1.760 |
1.737 |
1.746 |
-0.028 |
58 |
515 |
+17 |
| Jul10 |
100205 |
1.742 |
1.746 |
1.740 |
1.746 |
-0.023 |
19 |
859 |
+19 |
| Aug10 |
100205 |
1.728 |
1.730 |
1.717 |
1.719 |
-0.015 |
16 |
571 |
+10 |
| Sep10 |
100205 |
1.723 |
1.723 |
1.710 |
1.712 |
-0.018 |
13 |
551 |
+7 |
| Total Volume and Open Interest |
311 |
7,263 |
-101 |
| US Dollar Index(ICE) |
| Mar10 |
100205 |
80.300 |
80.820 |
80.095 |
80.595 |
+0.520 |
22,672 |
67,628 |
+5,275 |
| Jun10 |
100205 |
80.765 |
81.130 |
80.540 |
80.935 |
+0.545 |
80 |
4,942 |
+14 |
| Sep10 |
100205 |
81.135 |
81.135 |
81.135 |
81.135 |
+0.545 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
22,752 |
72,572 |
+5,289 |
| Australian Dollar(CME) |
| Mar10 |
100205 |
86.32 |
86.88 |
85.47 |
86.07 |
-0.21 |
91,017 |
93,165 |
-405 |
| Jun10 |
100205 |
85.60 |
86.04 |
84.73 |
85.25 |
-0.19 |
140 |
4,895 |
+75 |
| Sep10 |
100205 |
84.41 |
84.58 |
84.41 |
84.41 |
-0.17 |
0 |
30 |
+0 |
| Total Volume and Open Interest |
91,161 |
98,097 |
-329 |
| British Pound(CME) |
| Mar10 |
100205 |
157.59 |
157.71 |
155.54 |
156.00 |
-1.52 |
100,952 |
98,360 |
+3,370 |
| Jun10 |
100205 |
157.52 |
157.60 |
155.55 |
155.91 |
-1.51 |
178 |
612 |
-24 |
| Sep10 |
100205 |
155.82 |
157.33 |
155.70 |
155.82 |
-1.51 |
0 |
83 |
+0 |
| Total Volume and Open Interest |
101,169 |
99,097 |
+3,385 |
| Canadian Dollar(CME) |
| Mar10 |
100205 |
93.22 |
93.94 |
92.74 |
93.18 |
-0.11 |
69,904 |
79,529 |
+534 |
| Jun10 |
100205 |
92.94 |
93.92 |
92.75 |
93.17 |
-0.11 |
101 |
2,241 |
-31 |
| Sep10 |
100205 |
92.88 |
93.55 |
92.74 |
93.15 |
-0.11 |
2 |
738 |
+1 |
| Dec10 |
100205 |
93.20 |
93.41 |
92.83 |
93.10 |
-0.10 |
57 |
631 |
+11 |
| Total Volume and Open Interest |
70,079 |
83,207 |
+515 |
| Japanese Yen(CME) |
| Mar10 |
100205 |
112.18 |
112.61 |
111.26 |
112.16 |
+0.01 |
150,164 |
112,094 |
-3,204 |
| Jun10 |
100205 |
111.97 |
112.65 |
111.35 |
112.22 |
+0.02 |
122 |
638 |
+35 |
| Sep10 |
100205 |
112.43 |
112.62 |
112.16 |
112.29 |
+0.02 |
0 |
204 |
+0 |
| Total Volume and Open Interest |
150,286 |
112,960 |
-3,169 |
| Swiss Franc(CME) |
| Mar10 |
100205 |
93.75 |
93.94 |
92.64 |
93.09 |
-0.80 |
52,317 |
39,893 |
+3,857 |
| Jun10 |
100205 |
93.85 |
93.98 |
92.72 |
93.16 |
-0.79 |
7 |
218 |
+1 |
| Sep10 |
100205 |
93.23 |
94.02 |
93.11 |
93.23 |
-0.79 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
52,324 |
40,121 |
+3,858 |
| EuroFX(CME) |
| Mar10 |
100205 |
137.28 |
137.46 |
135.84 |
136.35 |
-1.08 |
323,139 |
189,070 |
+4,443 |
| Jun10 |
100205 |
137.27 |
137.40 |
135.83 |
136.32 |
-1.07 |
592 |
1,681 |
+123 |
| Sep10 |
100205 |
137.15 |
137.30 |
135.93 |
136.24 |
-1.06 |
0 |
673 |
+0 |
| Total Volume and Open Interest |
323,753 |
191,466 |
+4,588 |
| Mexican Peso(CME) |
| Feb10 |
100205 |
757.2 |
764.0 |
757.2 |
757.2 |
-6.8 |
0 |
2 |
+0 |
| Mar10 |
100205 |
757.0 |
760.0 |
751.0 |
754.2 |
-6.8 |
17,925 |
91,654 |
+228 |
| Total Volume and Open Interest |
17,938 |
93,400 |
+228 |
| 30-Year T-Bonds(CBOT) |
| Mar10 |
100205 |
118~220 |
119~180 |
118~110 |
119~060 |
+0~120 |
|
|
|
| Jun10 |
100205 |
117~040 |
118~020 |
116~300 |
118~000 |
+0~230 |
6,135 |
10,326 |
+3,151 |
| Sep10 |
100205 |
116~200 |
116~230 |
116~000 |
116~230 |
+0~230 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
270,573 |
654,472 |
+5,618 |
| 10-Year T-Notes(CBOT) |
| Mar10 |
100205 |
118~080 |
118~305 |
118~020 |
118~275 |
+0~195 |
935,940 |
1,395,164 |
+4,964 |
| Jun10 |
100205 |
116~250 |
117~160 |
116~215 |
117~135 |
+0~205 |
4,614 |
15,898 |
+1,467 |
| Sep10 |
100205 |
115~315 |
115~315 |
115~100 |
115~315 |
+0~215 |
2 |
4 |
+0 |
| Total Volume and Open Interest |
940,556 |
1,411,066 |
+6,431 |
| 5-Year T-Notes(CBOT) |
| Mar10 |
100205 |
116~086 |
117~023 |
116~072 |
117~010 |
+0~053 |
415,871 |
901,446 |
+901,446 |
| Jun10 |
100205 |
115~088 |
115~113 |
115~057 |
115~113 |
+0~056 |
2,004 |
5,735 |
+1,763 |
| Sep10 |
100205 |
114~088 |
114~088 |
114~029 |
114~088 |
+0~059 |
|
|
|
| Total Volume and Open Interest |
417,875 |
907,181 |
+6,633 |
| 2 Year T-Notes(CBOT) |
| Mar10 |
100204 |
109~002 |
109~003 |
109~002 |
109~003 |
+0~017 |
|
|
|
| Jun10 |
100205 |
108~064 |
108~081 |
108~062 |
108~081 |
+0~018 |
3,629 |
22,352 |
+2,374 |
| Sep10 |
100205 |
108~015 |
108~015 |
107~123 |
108~015 |
+0~020 |
|
|
|
| Total Volume and Open Interest |
180,487 |
977,227 |
+2,410 |
| Eurodollars(CME) |
| Mar10 |
100205 |
99.715 |
99.720 |
99.680 |
99.700 |
-0.010 |
68,054 |
1,198,599 |
-7,388 |
| Jun10 |
100205 |
99.605 |
99.620 |
99.580 |
99.595 |
-0.005 |
141,201 |
1,090,702 |
-15,856 |
| Sep10 |
100205 |
99.370 |
99.415 |
99.350 |
99.395 |
+0.030 |
172,301 |
935,961 |
-13,640 |
| Dec10 |
100205 |
99.035 |
99.125 |
99.010 |
99.090 |
+0.060 |
206,744 |
881,508 |
-8,302 |
| Mar11 |
100205 |
98.670 |
98.790 |
98.635 |
98.750 |
+0.090 |
210,646 |
602,161 |
+146 |
| Jun11 |
100205 |
98.305 |
98.445 |
98.265 |
98.400 |
+0.110 |
171,417 |
719,508 |
+3,457 |
| Sep11 |
100205 |
97.960 |
98.105 |
97.920 |
98.060 |
+0.115 |
102,878 |
538,084 |
+1,243 |
| Dec11 |
100205 |
97.630 |
97.780 |
97.590 |
97.735 |
+0.115 |
110,862 |
353,541 |
+137 |
| Mar12 |
100205 |
97.350 |
97.485 |
97.295 |
97.445 |
+0.115 |
34,231 |
252,697 |
-200 |
| Jun12 |
100205 |
97.060 |
97.190 |
97.005 |
97.155 |
+0.110 |
27,720 |
219,230 |
-888 |
| Sep12 |
100205 |
96.795 |
96.925 |
96.745 |
96.890 |
+0.105 |
20,218 |
126,686 |
+156 |
| Dec12 |
100205 |
96.535 |
96.660 |
96.485 |
96.625 |
+0.100 |
18,416 |
105,782 |
+627 |
| Mar13 |
100205 |
96.325 |
96.450 |
96.280 |
96.415 |
+0.100 |
9,554 |
76,938 |
+1,626 |
| Jun13 |
100205 |
96.125 |
96.245 |
96.085 |
96.210 |
+0.095 |
4,594 |
61,867 |
+60 |
| Sep13 |
100205 |
95.940 |
96.055 |
95.905 |
96.025 |
+0.090 |
4,396 |
49,617 |
-201 |
| Dec13 |
100205 |
95.755 |
95.865 |
95.720 |
95.835 |
+0.085 |
3,670 |
32,724 |
-1 |
| Mar14 |
100205 |
95.635 |
95.720 |
95.580 |
95.690 |
+0.085 |
2,388 |
34,230 |
-91 |
| Jun14 |
100205 |
95.490 |
95.570 |
95.430 |
95.540 |
+0.080 |
2,158 |
28,137 |
-234 |
| Total Volume and Open Interest |
1,330,249 |
7,510,089 |
-32,273 |
| 30 Day Federal Funds(CBOT) |
| Feb10 |
100205 |
99.865 |
99.868 |
99.863 |
99.865 |
unch |
5,415 |
90,442 |
+729 |
| Mar10 |
100205 |
99.850 |
99.855 |
99.845 |
99.850 |
unch |
2,171 |
59,077 |
+257 |
| Apr10 |
100205 |
99.845 |
99.850 |
99.835 |
99.840 |
unch |
2,684 |
69,735 |
+225 |
| May10 |
100205 |
99.825 |
99.835 |
99.815 |
99.825 |
+0.005 |
3,770 |
64,645 |
-114 |
| Jun10 |
100205 |
99.810 |
99.825 |
99.805 |
99.815 |
+0.005 |
6,014 |
51,979 |
+66 |
| Jul10 |
100205 |
99.785 |
99.795 |
99.770 |
99.790 |
+0.015 |
6,212 |
51,867 |
-996 |
| Total Volume and Open Interest |
52,681 |
539,895 |
+4,310 |
| 30 Day Fed Funds(e-CBOT) |
| 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 |
|
| Jul10 |
090519 |
99.085 |
99.085 |
99.085 |
99.085 |
unch |
0 |
2,211 |
|
| Total Volume and Open Interest |
22,142 |
354,023 |
|
| 3-Mth Euro-Yen(CME) |
| Mar10 |
100205 |
99.580 |
99.580 |
99.580 |
99.580 |
unch |
0 |
1,338 |
+0 |
| Jun10 |
100205 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
0 |
80 |
+0 |
| Sep10 |
100205 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
0 |
230 |
+0 |
| Dec10 |
100205 |
99.630 |
99.630 |
99.630 |
99.630 |
unch |
0 |
242 |
+0 |
| Mar11 |
100205 |
99.620 |
99.620 |
99.620 |
99.620 |
unch |
|
|
|
| Jun11 |
100205 |
99.595 |
99.595 |
99.595 |
99.595 |
unch |
|
|
|
| Sep11 |
100205 |
99.595 |
99.595 |
99.595 |
99.595 |
unch |
|
|
|
| Dec11 |
100205 |
99.525 |
99.525 |
99.525 |
99.525 |
unch |
|
|
|
| Mar12 |
100205 |
99.485 |
99.485 |
99.485 |
99.485 |
-0.005 |
|
|
|
| Jun12 |
100205 |
99.535 |
99.535 |
99.535 |
99.535 |
-0.005 |
|
|
|
| Total Volume and Open Interest |
0 |
1,890 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Mar10 |
100205 |
99.57 |
99.58 |
99.57 |
99.58 |
+0.00 |
0 |
4,528 |
+15 |
| Jun10 |
100205 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.01 |
0 |
1,590 |
+0 |
| Sep10 |
100205 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.01 |
0 |
1,921 |
+0 |
| Dec10 |
100205 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.01 |
10 |
1,438 |
+0 |
| Mar11 |
100205 |
99.63 |
99.63 |
99.63 |
99.63 |
+0.01 |
0 |
664 |
+0 |
| Jun11 |
100205 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.01 |
0 |
56 |
+4 |
| Sep11 |
100205 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.01 |
0 |
51 |
+0 |
| Dec11 |
100205 |
99.54 |
99.54 |
99.54 |
99.54 |
+0.01 |
0 |
102 |
+0 |
| Total Volume and Open Interest |
10 |
11,721 |
+19 |
| Japanese Gov't Bonds(SGX) |
| Mar10 |
100205 |
139.14 |
139.28 |
138.86 |
139.02 |
+0.14 |
1,616 |
16,064 |
-95 |
| Jun10 |
100205 |
138.94 |
138.94 |
138.94 |
138.94 |
+0.14 |
|
|
|
| Sep10 |
100205 |
138.94 |
138.94 |
138.94 |
138.94 |
+0.14 |
|
|
|
| Total Volume and Open Interest |
1,616 |
16,159 |
+95 |
| Euro-Bund(EUREX) |
| Mar10 |
100205 |
123.84 |
124.53 |
123.78 |
124.20 |
+0.50 |
957,580 |
932,108 |
+2,191 |
| Jun10 |
100205 |
122.33 |
123.05 |
122.32 |
122.72 |
+0.49 |
760 |
2,227 |
+255 |
| Sep10 |
100205 |
122.40 |
122.40 |
122.40 |
122.40 |
+0.50 |
|
|
|
| Total Volume and Open Interest |
958,340 |
934,335 |
+2,446 |
| Euro-Bobl(EUREX) |
| Mar10 |
100205 |
117.65 |
118.11 |
117.64 |
117.94 |
+0.20 |
490,512 |
748,283 |
+748,283 |
| Jun10 |
100205 |
116.36 |
116.55 |
116.33 |
116.49 |
+0.43 |
69 |
957 |
-10 |
| Sep10 |
100205 |
116.26 |
116.26 |
116.26 |
116.26 |
+0.43 |
|
|
|
| Total Volume and Open Interest |
490,581 |
749,240 |
-1,358 |
| 3-Mth Euribor(EUREX) |
| Mar10 |
100205 |
99.305 |
99.305 |
99.295 |
99.295 |
-0.020 |
354 |
11,825 |
+15 |
| Jun10 |
100205 |
99.080 |
99.080 |
99.055 |
99.060 |
-0.010 |
53 |
7,108 |
+11 |
| Sep10 |
100205 |
98.840 |
98.850 |
98.835 |
98.850 |
+0.040 |
6 |
2,402 |
+0 |
| Total Volume and Open Interest |
568 |
25,243 |
+22 |
| Long Gilt(LIFFE) |
| Mar10 |
100205 |
116~02 |
116~12 |
115~28 |
116~01 |
+0~05 |
118,943 |
253,012 |
+2,491 |
| Jun10 |
100205 |
114~18 |
114~18 |
114~18 |
114~18 |
+0~05 |
|
|
|
| Total Volume and Open Interest |
118,943 |
253,012 |
+2,491 |
| 3-Mth Short Sterling(LIFFE) |
| Mar10 |
100205 |
99.37 |
99.37 |
99.30 |
99.34 |
-0.03 |
27,814 |
299,242 |
+1,072 |
| Jun10 |
100205 |
99.26 |
99.28 |
99.20 |
99.25 |
unch |
79,712 |
357,851 |
+22,940 |
| Sep10 |
100205 |
99.02 |
99.06 |
98.97 |
99.02 |
+0.03 |
48,038 |
334,489 |
-2,952 |
| Dec10 |
100205 |
98.65 |
98.72 |
98.62 |
98.67 |
+0.07 |
45,689 |
364,332 |
+527 |
| Mar11 |
100205 |
98.25 |
98.35 |
98.25 |
98.31 |
+0.11 |
46,735 |
307,425 |
+28 |
| Jun11 |
100205 |
97.86 |
97.96 |
97.84 |
97.93 |
+0.14 |
29,255 |
186,530 |
+3,610 |
| Total Volume and Open Interest |
325,204 |
2,234,594 |
+25,778 |
| 3-Mth Euribor(LIFFE) |
| Mar10 |
100205 |
99.310 |
99.320 |
99.280 |
99.295 |
-0.020 |
61,480 |
734,220 |
-8,733 |
| Jun10 |
100205 |
99.075 |
99.110 |
99.045 |
99.060 |
-0.010 |
148,770 |
809,798 |
-9,840 |
| Sep10 |
100205 |
98.820 |
98.880 |
98.815 |
98.850 |
+0.040 |
140,911 |
582,297 |
-5,619 |
| Total Volume and Open Interest |
837,526 |
3,755,601 |
-46,179 |
| 3-Mth Aus T-Bills(SFE) |
| Mar10 |
100205 |
95.82 |
95.86 |
95.81 |
95.85 |
+0.03 |
29,577 |
302,156 |
+4,277 |
| Jun10 |
100205 |
95.59 |
95.66 |
95.58 |
95.64 |
+0.05 |
37,734 |
234,220 |
-663 |
| Sep10 |
100205 |
95.33 |
95.42 |
95.32 |
95.38 |
+0.05 |
12,648 |
118,164 |
+558 |
| Dec10 |
100205 |
95.08 |
95.17 |
95.07 |
95.14 |
+0.05 |
11,334 |
95,150 |
+3,307 |
| Mar11 |
100205 |
94.85 |
94.94 |
94.85 |
94.92 |
+0.06 |
5,771 |
37,614 |
+1,995 |
| Jun11 |
100205 |
94.66 |
94.77 |
94.66 |
94.74 |
+0.05 |
3,449 |
28,717 |
+1,274 |
| Sep11 |
100205 |
94.51 |
94.61 |
94.51 |
94.59 |
+0.05 |
1,500 |
16,539 |
+25 |
| Dec11 |
100205 |
94.40 |
94.49 |
94.40 |
94.48 |
+0.04 |
515 |
8,628 |
-142 |
| Mar12 |
100205 |
94.41 |
94.41 |
94.41 |
94.41 |
+0.05 |
122 |
2,893 |
+20 |
| Jun12 |
100205 |
94.36 |
94.36 |
94.36 |
94.36 |
+0.04 |
22 |
1,225 |
+20 |
| Total Volume and Open Interest |
102,714 |
846,471 |
+10,673 |
| 10-Year Aus T-Bonds(SFE) |
| Mar10 |
100205 |
94.48 |
94.57 |
94.45 |
94.55 |
+0.07 |
50,165 |
351,093 |
+1,421 |
| Jun10 |
100205 |
94.55 |
94.55 |
94.55 |
94.55 |
+0.07 |
|
|
|
| Total Volume and Open Interest |
50,165 |
351,093 |
+1,421 |
| 3-Year Aus T-Bonds(SFE) |
| Mar10 |
100205 |
95.19 |
95.29 |
95.16 |
95.26 |
+0.07 |
162,075 |
719,576 |
+14,505 |
| Jun10 |
100205 |
95.26 |
95.26 |
95.26 |
95.26 |
+0.07 |
|
|
|
| Total Volume and Open Interest |
162,075 |
719,576 |
+14,505 |
| Gold(CMX) |
| Feb10 |
100205 |
1068.3 |
1068.5 |
1045.2 |
1052.2 |
-10.2 |
853 |
2,309 |
-1,224 |
| Apr10 |
100205 |
1065.7 |
1069.4 |
1044.5 |
1052.8 |
-10.2 |
158,610 |
301,656 |
-1,639 |
| Jun10 |
100205 |
1065.7 |
1070.0 |
1045.6 |
1053.8 |
-10.2 |
3,212 |
56,231 |
+320 |
| Aug10 |
100205 |
1066.5 |
1070.7 |
1050.0 |
1054.6 |
-10.2 |
601 |
21,161 |
+66 |
| Oct10 |
100205 |
1067.0 |
1067.0 |
1048.6 |
1055.5 |
-10.1 |
489 |
7,771 |
+214 |
| Dec10 |
100205 |
1069.2 |
1072.3 |
1048.2 |
1056.5 |
-10.1 |
2,040 |
33,618 |
-290 |
| Feb11 |
100205 |
1070.5 |
1070.5 |
1058.0 |
1058.0 |
-10.1 |
327 |
7,672 |
+80 |
| Apr11 |
100205 |
1068.0 |
1068.0 |
1055.2 |
1059.8 |
-10.2 |
65 |
4,756 |
+0 |
| Jun11 |
100205 |
411.3 |
411.3 |
406.6 |
406.6 |
-10.3 |
1,497 |
7,402 |
+1,342 |
| Aug11 |
100205 |
1064.6 |
1064.6 |
1064.6 |
1064.6 |
-10.5 |
33 |
1,486 |
+0 |
| Oct11 |
100205 |
1067.7 |
1067.7 |
1067.7 |
1067.7 |
-10.8 |
108 |
1,746 |
+86 |
| Dec11 |
100205 |
1078.3 |
1078.3 |
1071.0 |
1071.1 |
-11.0 |
1,190 |
11,432 |
-355 |
| Total Volume and Open Interest |
171,264 |
480,332 |
-528 |
| Silver(CMX) |
| Mar10 |
100205 |
1530.5 |
1538.0 |
1465.0 |
1483.0 |
-52.0 |
39,504 |
64,593 |
-487 |
| May10 |
100205 |
1534.0 |
1540.0 |
1468.0 |
1485.1 |
-52.0 |
1,207 |
19,046 |
+411 |
| Jul10 |
100205 |
1527.5 |
1537.5 |
1477.5 |
1486.8 |
-52.0 |
6,421 |
10,770 |
+36 |
| Sep10 |
100205 |
1531.0 |
1535.5 |
1488.3 |
1488.3 |
-52.0 |
1,360 |
3,307 |
+249 |
| Dec10 |
100205 |
1540.5 |
1541.0 |
1474.0 |
1490.5 |
-52.1 |
2,501 |
12,410 |
+1,121 |
| Mar11 |
100205 |
1536.5 |
1538.5 |
1488.0 |
1492.6 |
-52.2 |
12 |
881 |
+0 |
| May11 |
100205 |
1524.5 |
1524.5 |
1494.0 |
1494.0 |
-52.3 |
2 |
1,725 |
+0 |
| Total Volume and Open Interest |
51,563 |
123,292 |
+1,031 |
| Platinum(NYMEX) |
| Apr10 |
100205 |
1510.0 |
1514.1 |
1452.0 |
1475.1 |
-40.2 |
3,862 |
33,077 |
-129 |
| Jul10 |
100205 |
1484.8 |
1488.3 |
1456.0 |
1474.6 |
-39.3 |
38 |
1,608 |
+13 |
| Oct10 |
100205 |
1474.6 |
1474.6 |
1474.6 |
1474.6 |
-39.3 |
0 |
29 |
+0 |
| Jan11 |
100205 |
1503.2 |
1503.2 |
1465.1 |
1465.1 |
-40.2 |
0 |
206 |
+0 |
| Total Volume and Open Interest |
3,903 |
34,958 |
-114 |
| Palladium(NYMEX) |
| Mar10 |
100205 |
405.60 |
408.40 |
380.05 |
398.25 |
-10.15 |
2,084 |
20,950 |
-373 |
| Jun10 |
100205 |
405.35 |
405.35 |
382.00 |
399.00 |
-10.25 |
346 |
1,915 |
+247 |
| Sep10 |
100205 |
400.00 |
400.00 |
400.00 |
400.00 |
-10.25 |
1 |
18 |
+1 |
| Total Volume and Open Interest |
2,431 |
22,899 |
-125 |
| Copper(CMX) |
| Mar10 |
100205 |
286.50 |
290.35 |
281.10 |
285.75 |
-2.15 |
52,385 |
74,202 |
-3,872 |
| May10 |
100205 |
288.75 |
290.90 |
282.90 |
287.35 |
-2.05 |
8,790 |
31,815 |
+3,270 |
| Jul10 |
100205 |
290.20 |
292.00 |
285.25 |
288.30 |
-2.00 |
3,735 |
12,540 |
+480 |
| Sep10 |
100205 |
288.00 |
289.00 |
285.25 |
288.85 |
-1.95 |
259 |
5,159 |
+74 |
| Dec10 |
100205 |
287.40 |
290.00 |
285.75 |
289.15 |
-1.95 |
328 |
4,928 |
+116 |
| Total Volume and Open Interest |
66,205 |
132,170 |
+57 |
| DJIA Index(CBOT) |
| Mar10 |
100205 |
9975 |
10000 |
9795 |
9941 |
-38 |
464 |
13,337 |
-445 |
| Jun10 |
100205 |
9974 |
9974 |
9770 |
9879 |
-38 |
3 |
17 |
+2 |
| Sep10 |
100205 |
9821 |
9859 |
9821 |
9821 |
-38 |
|
|
|
| Dec10 |
100205 |
9771 |
9809 |
9771 |
9771 |
-38 |
|
|
|
| Total Volume and Open Interest |
467 |
13,354 |
-443 |
| S & P 500(CME) |
| Mar10 |
100205 |
1061.80 |
1064.80 |
1041.00 |
1059.80 |
-1.90 |
18,889 |
350,580 |
+1,450 |
| Jun10 |
100205 |
1055.50 |
1058.90 |
1035.90 |
1054.90 |
-2.00 |
501 |
6,282 |
+496 |
| Sep10 |
100205 |
1047.00 |
1054.00 |
1031.00 |
1050.00 |
-2.00 |
0 |
1,066 |
+0 |
| Dec10 |
100205 |
1045.50 |
1049.50 |
1026.50 |
1045.50 |
-2.00 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
19,390 |
357,940 |
+1,946 |
| S & P 500 E-Mini(Globex) |
| Mar10 |
100205 |
1061.75 |
1065.00 |
1040.75 |
1059.75 |
-2.00 |
1,883,815 |
2,684,501 |
-9,240 |
| Jun10 |
100205 |
1056.75 |
1060.25 |
1036.25 |
1055.00 |
-2.00 |
1,019 |
15,739 |
-13 |
| Total Volume and Open Interest |
1,884,843 |
2,701,662 |
-9,250 |
| NASDAQ 100(CME) |
| Mar10 |
100205 |
1734.30 |
1748.00 |
1709.00 |
1745.00 |
+10.20 |
2,971 |
24,561 |
+2,366 |
| Jun10 |
100205 |
1742.30 |
1743.00 |
1742.30 |
1742.30 |
+10.30 |
70 |
765 |
+140 |
| Sep10 |
100205 |
1741.30 |
1742.00 |
1741.30 |
1741.30 |
+10.30 |
|
|
|
| Total Volume and Open Interest |
3,041 |
25,326 |
+2,506 |
| NASDAQ 100 E-Mini(Globex) |
| Mar10 |
100205 |
1734.00 |
1747.80 |
1710.80 |
1745.00 |
+10.20 |
315,040 |
413,642 |
+8,142 |
| Jun10 |
100205 |
1732.50 |
1744.80 |
1708.50 |
1742.30 |
+10.30 |
1,772 |
6,164 |
+805 |
| Total Volume and Open Interest |
316,812 |
419,820 |
+8,947 |
| S & P Midcap 400(CME) |
| Mar10 |
100205 |
693.50 |
697.00 |
680.00 |
694.10 |
-2.70 |
396 |
2,969 |
+378 |
| Jun10 |
100205 |
691.90 |
692.10 |
691.90 |
691.90 |
-2.70 |
|
|
|
| Sep10 |
100205 |
689.90 |
690.10 |
689.90 |
689.90 |
-2.70 |
|
|
|
| Total Volume and Open Interest |
396 |
2,969 |
+378 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Mar10 |
100205 |
10055 |
10055 |
9820 |
9995 |
-70 |
8,929 |
39,074 |
-3,021 |
| Jun10 |
100205 |
9995 |
10015 |
9995 |
9995 |
-70 |
|
|
|
| Total Volume and Open Interest |
8,929 |
39,074 |
-3,021 |
| Nikkei 225(SGX) |
| Mar10 |
100205 |
10330 |
10340 |
9990 |
10060 |
-290 |
99,830 |
179,654 |
-203 |
| Jun10 |
100205 |
10240 |
10240 |
10000 |
10000 |
-295 |
88 |
1,480 |
+0 |
| Sep10 |
100205 |
10005 |
10005 |
10005 |
10005 |
-295 |
0 |
55 |
+0 |
| Total Volume and Open Interest |
100,008 |
184,686 |
+109 |
| CAC 40(EURONEXT) |
| Feb10 |
100205 |
3682.0 |
3685.5 |
3547.0 |
3563.5 |
-127.5 |
117,961 |
342,434 |
-14,201 |
| Mar10 |
100205 |
3682.5 |
3682.5 |
3550.0 |
3564.0 |
-127.5 |
978 |
77,819 |
+175 |
| Apr10 |
100205 |
3640.0 |
3654.0 |
3564.5 |
3564.5 |
-128.0 |
21 |
109 |
+14 |
| Total Volume and Open Interest |
119,319 |
422,455 |
-14,083 |
| Hang Seng Index(HKFE) |
| Feb10 |
100205 |
19720 |
19792 |
19530 |
19538 |
-805 |
85,892 |
76,322 |
+494 |
| Mar10 |
100205 |
19732 |
19732 |
19478 |
19481 |
-792 |
1,332 |
7,116 |
+167 |
| Total Volume and Open Interest |
87,345 |
84,545 |
+745 |
| DAX(EUREX) |
| Mar10 |
100205 |
5536.0 |
5537.0 |
5383.0 |
5457.0 |
-76.5 |
163,607 |
151,684 |
-2,493 |
| Jun10 |
100205 |
5540.5 |
5540.5 |
5400.0 |
5466.0 |
-76.0 |
169 |
10,478 |
+14 |
| Sep10 |
100205 |
5536.5 |
5536.5 |
5419.0 |
5474.5 |
-77.0 |
56 |
872 |
+27 |
| Total Volume and Open Interest |
163,832 |
163,034 |
-2,452 |
| FT-SE 100(EURONEXT) |
| Mar10 |
100205 |
5074.00 |
5084.00 |
4975.00 |
5025.50 |
-77.50 |
105,691 |
671,182 |
-8,312 |
| Jun10 |
100205 |
5000.00 |
5000.00 |
4956.50 |
4975.50 |
-77.50 |
23 |
2,196 |
+0 |
| Sep10 |
100205 |
4927.50 |
4958.50 |
4926.00 |
4937.00 |
-79.00 |
0 |
323 |
+0 |
| Total Volume and Open Interest |
105,714 |
674,292 |
-8,312 |
| SPI 200(SFE) |
| Mar10 |
100205 |
4585.0 |
4590.0 |
4453.0 |
4475.0 |
-117.0 |
27,975 |
209,940 |
+1,104 |
| Jun10 |
100205 |
4598.0 |
4602.0 |
4483.0 |
4493.0 |
-116.0 |
225 |
1,965 |
+103 |
| Sep10 |
100205 |
4476.0 |
4476.0 |
4476.0 |
4476.0 |
-116.0 |
0 |
2,038 |
+0 |
| Total Volume and Open Interest |
28,360 |
215,311 |
+1,262 |
| GSCI(CME) |
| Feb10 |
100205 |
486.00 |
489.00 |
467.00 |
473.50 |
-11.50 |
322 |
18,208 |
-163 |
| Mar10 |
100205 |
486.00 |
491.00 |
471.00 |
477.70 |
-11.50 |
105 |
290 |
+105 |
| Apr10 |
100205 |
481.20 |
493.50 |
474.00 |
481.20 |
-11.80 |
|
|
|
| Total Volume and Open Interest |
427 |
18,498 |
-58 |
| 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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