|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon February 08, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar10 |
100208 |
919.75 |
939.75 |
918.75 |
929.50 |
+16.00 |
92,907 |
186,848 |
-10,975 |
May10 |
100208 |
930.00 |
952.00 |
929.50 |
940.00 |
+15.75 |
39,558 |
103,195 |
+2,766 |
Jul10 |
100208 |
938.00 |
957.00 |
938.00 |
948.00 |
+15.25 |
31,554 |
74,189 |
+3,078 |
Aug10 |
100208 |
939.75 |
952.50 |
928.75 |
944.00 |
+15.25 |
536 |
2,847 |
+32 |
Sep10 |
100208 |
930.00 |
935.25 |
914.25 |
928.25 |
+14.00 |
508 |
2,249 |
-126 |
Nov10 |
100208 |
908.00 |
919.25 |
908.00 |
914.50 |
+11.00 |
13,506 |
91,005 |
+1,466 |
Jan11 |
100208 |
915.25 |
928.25 |
915.25 |
923.50 |
+10.75 |
182 |
5,134 |
+59 |
Total Volume and Open Interest |
179,098 |
473,610 |
-3,612 |
Soybean Meal(CBOT) |
Mar10 |
100208 |
272.80 |
276.00 |
272.70 |
274.40 |
+3.40 |
27,773 |
64,859 |
-2,287 |
May10 |
100208 |
266.30 |
269.80 |
266.10 |
268.10 |
+3.10 |
15,200 |
45,492 |
+868 |
Jul10 |
100208 |
265.00 |
268.70 |
265.00 |
267.30 |
+3.30 |
13,679 |
33,603 |
+2,253 |
Aug10 |
100208 |
265.30 |
266.40 |
264.20 |
265.30 |
+3.60 |
2,416 |
8,840 |
+394 |
Sep10 |
100208 |
261.90 |
264.30 |
260.50 |
261.80 |
+2.80 |
1,488 |
8,750 |
+35 |
Oct10 |
100208 |
254.70 |
255.60 |
251.70 |
254.30 |
+2.60 |
1,302 |
4,860 |
+142 |
Dec10 |
100208 |
254.00 |
255.00 |
250.50 |
253.40 |
+2.40 |
4,839 |
22,541 |
+65 |
Jan11 |
100208 |
254.20 |
254.90 |
252.50 |
254.90 |
+2.40 |
76 |
1,153 |
-12 |
Total Volume and Open Interest |
66,886 |
192,715 |
+1,489 |
Soybean Oil(CBOT) |
Mar10 |
100208 |
37.15 |
38.47 |
37.07 |
37.95 |
+0.95 |
52,409 |
121,498 |
-731 |
May10 |
100208 |
37.63 |
38.94 |
37.63 |
38.44 |
+0.96 |
22,489 |
61,971 |
+4,502 |
Jul10 |
100208 |
38.09 |
39.41 |
38.09 |
38.91 |
+0.98 |
26,843 |
46,371 |
+5,099 |
Aug10 |
100208 |
38.36 |
39.57 |
38.09 |
39.07 |
+0.98 |
470 |
3,361 |
+54 |
Sep10 |
100208 |
38.37 |
39.70 |
38.37 |
39.20 |
+0.97 |
1,195 |
5,423 |
+347 |
Oct10 |
100208 |
38.62 |
39.71 |
38.62 |
39.26 |
+0.95 |
803 |
3,437 |
+192 |
Dec10 |
100208 |
38.79 |
40.01 |
38.79 |
39.49 |
+0.93 |
13,901 |
29,210 |
+1,110 |
Jan11 |
100208 |
40.13 |
40.13 |
38.81 |
39.74 |
+0.93 |
309 |
288 |
+213 |
Total Volume and Open Interest |
118,750 |
271,949 |
+11,036 |
Canola(WCE) |
Mar10 |
100208 |
380.5 |
387.1 |
380.0 |
385.7 |
+5.4 |
7,010 |
68,274 |
-848 |
May10 |
100208 |
386.0 |
393.4 |
386.0 |
391.7 |
+5.3 |
4,229 |
33,514 |
+106 |
Jul10 |
100208 |
392.0 |
398.8 |
392.0 |
396.5 |
+5.0 |
1,602 |
13,654 |
-371 |
Nov10 |
100208 |
401.0 |
406.9 |
401.0 |
404.7 |
+4.4 |
1,712 |
11,729 |
-462 |
Jan11 |
100208 |
410.0 |
410.0 |
407.8 |
407.9 |
+2.4 |
5 |
331 |
+5 |
Total Volume and Open Interest |
14,570 |
127,702 |
-1,570 |
Corn(CBOT) |
Mar10 |
100208 |
354.00 |
362.00 |
353.50 |
356.00 |
+4.50 |
163,425 |
384,929 |
-18,942 |
May10 |
100208 |
365.25 |
373.25 |
365.25 |
367.50 |
+4.50 |
49,865 |
244,133 |
+5,827 |
Jul10 |
100208 |
375.50 |
383.00 |
375.25 |
377.50 |
+4.50 |
43,090 |
169,226 |
+5,171 |
Sep10 |
100208 |
382.50 |
389.25 |
382.50 |
384.50 |
+4.25 |
8,435 |
50,681 |
-642 |
Dec10 |
100208 |
389.00 |
396.00 |
389.00 |
391.00 |
+4.00 |
34,541 |
248,374 |
+2,506 |
Mar11 |
100208 |
400.50 |
407.75 |
400.50 |
403.00 |
+4.00 |
4,496 |
23,931 |
+1,052 |
Total Volume and Open Interest |
305,956 |
1,156,250 |
-3,806 |
Wheat(CBOT) |
Mar10 |
100208 |
479.50 |
489.00 |
476.25 |
484.00 |
+10.75 |
50,470 |
150,609 |
-6,208 |
May10 |
100208 |
494.25 |
503.00 |
490.75 |
499.00 |
+11.00 |
19,327 |
91,207 |
-196 |
Jul10 |
100208 |
505.50 |
515.50 |
503.25 |
511.50 |
+11.00 |
10,718 |
89,186 |
+2,030 |
Sep10 |
100208 |
523.50 |
530.25 |
522.50 |
527.50 |
+10.75 |
1,252 |
22,121 |
+6 |
Dec10 |
100208 |
549.50 |
558.00 |
547.50 |
554.50 |
+9.75 |
3,840 |
56,078 |
-96 |
Total Volume and Open Interest |
87,237 |
423,969 |
-3,770 |
Wheat(KCBT) |
Mar10 |
100208 |
489.75 |
498.00 |
488.00 |
495.50 |
+11.00 |
10,357 |
41,319 |
-2,508 |
May10 |
100208 |
499.25 |
510.00 |
499.25 |
507.50 |
+11.25 |
3,690 |
27,528 |
-344 |
Jul10 |
100208 |
512.75 |
521.00 |
507.00 |
518.25 |
+11.25 |
3,021 |
31,787 |
+259 |
Sep10 |
100208 |
525.25 |
531.25 |
525.25 |
530.25 |
+11.25 |
218 |
4,426 |
+13 |
Dec10 |
100208 |
542.00 |
548.75 |
540.00 |
547.75 |
+11.25 |
2,240 |
39,446 |
-463 |
Total Volume and Open Interest |
19,900 |
146,401 |
-2,922 |
Wheat(MGE) |
Mar10 |
100208 |
507.50 |
514.00 |
505.00 |
511.75 |
+9.25 |
2,962 |
14,804 |
+20 |
May10 |
100208 |
517.00 |
525.50 |
517.00 |
523.25 |
+8.50 |
975 |
8,883 |
+271 |
Jul10 |
100208 |
528.75 |
536.00 |
528.75 |
534.50 |
+9.00 |
511 |
9,925 |
-119 |
Sep10 |
100208 |
539.75 |
547.25 |
539.50 |
545.25 |
+8.50 |
227 |
4,811 |
-21 |
Dec10 |
100208 |
557.25 |
564.50 |
557.25 |
562.75 |
+9.00 |
365 |
5,658 |
+4 |
Total Volume and Open Interest |
5,138 |
45,126 |
+212 |
Oats(CBOT) |
Mar10 |
100208 |
226.00 |
233.00 |
225.25 |
231.00 |
+4.75 |
307 |
5,084 |
-14 |
May10 |
100208 |
234.25 |
242.25 |
234.00 |
240.00 |
+4.50 |
119 |
5,485 |
-3 |
Jul10 |
100208 |
244.50 |
248.00 |
243.25 |
248.00 |
+4.75 |
0 |
1,119 |
+0 |
Sep10 |
100208 |
256.00 |
256.00 |
251.25 |
256.00 |
+4.75 |
0 |
372 |
-1 |
Total Volume and Open Interest |
627 |
13,344 |
-115 |
Rough Rice(CBOT) |
Mar10 |
100208 |
14.03 |
14.32 |
14.02 |
14.30 |
+0.21 |
1,044 |
8,971 |
-7 |
May10 |
100208 |
14.36 |
14.61 |
14.20 |
14.61 |
+0.22 |
397 |
3,505 |
+82 |
Jul10 |
100208 |
14.73 |
14.85 |
14.69 |
14.85 |
+0.22 |
46 |
770 |
+17 |
Sep10 |
100208 |
13.66 |
13.72 |
13.54 |
13.72 |
+0.18 |
60 |
1,057 |
+9 |
Total Volume and Open Interest |
1,624 |
15,304 |
+118 |
Live Cattle(CME) |
Feb10 |
100208 |
87.680 |
87.950 |
87.150 |
87.680 |
+0.250 |
10,107 |
30,037 |
-3,111 |
Apr10 |
100208 |
90.635 |
91.200 |
90.400 |
90.800 |
+0.400 |
15,795 |
138,821 |
+1,896 |
Jun10 |
100208 |
88.100 |
88.650 |
87.930 |
88.450 |
+0.350 |
6,754 |
74,158 |
+36 |
Aug10 |
100208 |
87.350 |
87.635 |
87.035 |
87.535 |
+0.185 |
2,232 |
23,617 |
+1,026 |
Oct10 |
100208 |
89.700 |
90.300 |
89.650 |
90.300 |
+0.450 |
958 |
14,845 |
+413 |
Dec10 |
100208 |
90.600 |
91.000 |
90.400 |
91.000 |
+0.215 |
570 |
4,321 |
+451 |
Total Volume and Open Interest |
36,469 |
287,917 |
+750 |
Feeder Cattle(CME) |
Mar10 |
100208 |
98.350 |
99.750 |
98.050 |
99.230 |
+0.900 |
3,564 |
14,870 |
-554 |
Apr10 |
100208 |
99.980 |
100.830 |
99.550 |
100.035 |
+0.355 |
1,440 |
6,292 |
+135 |
May10 |
100208 |
101.180 |
101.850 |
100.750 |
101.400 |
+0.220 |
773 |
6,073 |
+70 |
Aug10 |
100208 |
102.500 |
103.350 |
102.180 |
102.830 |
+0.230 |
182 |
3,181 |
+45 |
Sep10 |
100208 |
101.800 |
102.900 |
101.800 |
102.900 |
+0.600 |
3 |
157 |
+1 |
Oct10 |
100208 |
102.000 |
102.350 |
101.930 |
102.350 |
+0.400 |
5 |
115 |
+1 |
Nov10 |
100208 |
101.750 |
102.300 |
101.750 |
102.300 |
+0.200 |
0 |
26 |
+0 |
Total Volume and Open Interest |
5,967 |
30,714 |
-302 |
Lean Hogs(CME) |
Feb10 |
100208 |
67.000 |
67.950 |
66.700 |
67.580 |
+0.880 |
2,765 |
12,400 |
-605 |
Apr10 |
100208 |
67.250 |
69.200 |
67.080 |
68.785 |
+2.060 |
9,440 |
81,982 |
-1,140 |
May10 |
100208 |
72.650 |
74.750 |
72.500 |
74.700 |
+2.225 |
132 |
4,576 |
+16 |
Jun10 |
100208 |
75.800 |
77.885 |
75.750 |
77.600 |
+2.170 |
2,956 |
46,479 |
-741 |
Jul10 |
100208 |
74.975 |
77.250 |
74.800 |
77.200 |
+2.400 |
1,027 |
15,047 |
-7 |
Aug10 |
100208 |
74.080 |
75.850 |
74.080 |
75.785 |
+1.810 |
733 |
13,267 |
+430 |
Oct10 |
100208 |
66.450 |
67.800 |
66.200 |
67.785 |
+0.935 |
273 |
5,823 |
-4 |
Dec10 |
100208 |
64.750 |
65.500 |
64.000 |
65.500 |
+1.600 |
43 |
3,204 |
+12 |
Total Volume and Open Interest |
17,369 |
183,193 |
-2,039 |
Pork Bellies(CME) |
Feb10 |
100208 |
82.000 |
82.200 |
80.000 |
81.000 |
+1.000 |
15 |
57 |
-10 |
Mar10 |
100208 |
81.250 |
83.000 |
81.250 |
82.000 |
+2.000 |
16 |
171 |
+1 |
May10 |
100208 |
85.000 |
85.200 |
83.250 |
83.250 |
+0.950 |
9 |
159 |
+6 |
Jul10 |
100208 |
87.400 |
88.600 |
87.400 |
88.600 |
+1.000 |
0 |
49 |
+0 |
Aug10 |
100208 |
85.500 |
85.500 |
85.500 |
85.500 |
unch |
0 |
22 |
+0 |
Total Volume and Open Interest |
40 |
458 |
-3 |
Class III Milk(CME) |
Feb10 |
100208 |
14.15 |
14.15 |
14.08 |
14.14 |
+0.04 |
106 |
3,998 |
+4 |
Mar10 |
100208 |
13.50 |
13.59 |
13.49 |
13.55 |
unch |
137 |
3,820 |
+7 |
Apr10 |
100208 |
13.24 |
13.24 |
13.10 |
13.18 |
-0.06 |
145 |
3,502 |
+0 |
May10 |
100208 |
13.30 |
13.40 |
13.21 |
13.28 |
-0.12 |
145 |
2,854 |
+75 |
Jun10 |
100208 |
13.95 |
14.00 |
13.78 |
13.89 |
-0.11 |
87 |
2,332 |
+31 |
Total Volume and Open Interest |
998 |
31,605 |
+346 |
Cocoa(ICE) |
Mar10 |
100208 |
3008 |
3029 |
2955 |
3019 |
+47 |
12,039 |
28,894 |
-5,165 |
May10 |
100208 |
3028 |
3065 |
2990 |
3054 |
+53 |
9,789 |
58,826 |
+1,488 |
Jul10 |
100208 |
3068 |
3085 |
3019 |
3081 |
+49 |
2,566 |
15,371 |
+319 |
Sep10 |
100208 |
3092 |
3109 |
3040 |
3102 |
+43 |
1,110 |
8,610 |
+157 |
Dec10 |
100208 |
3128 |
3140 |
3072 |
3132 |
+42 |
1,036 |
6,123 |
+105 |
Mar11 |
100208 |
3140 |
3163 |
3106 |
3163 |
+43 |
1,403 |
10,429 |
+791 |
May11 |
100208 |
3151 |
3163 |
3151 |
3163 |
+45 |
171 |
4,487 |
-41 |
Total Volume and Open Interest |
28,264 |
135,258 |
-2,346 |
Coffee "C"(ICE) |
Mar10 |
100208 |
129.35 |
131.60 |
128.50 |
130.65 |
+1.85 |
13,757 |
54,550 |
-2,233 |
May10 |
100208 |
130.90 |
133.40 |
130.35 |
132.55 |
+1.85 |
7,261 |
41,604 |
+1,790 |
Jul10 |
100208 |
133.00 |
134.70 |
131.95 |
134.05 |
+1.90 |
1,364 |
14,670 |
+282 |
Sep10 |
100208 |
134.45 |
136.25 |
133.35 |
135.50 |
+2.00 |
526 |
7,699 |
+72 |
Dec10 |
100208 |
136.20 |
138.15 |
135.30 |
137.40 |
+2.20 |
184 |
6,930 |
+7 |
Mar11 |
100208 |
138.25 |
139.25 |
138.20 |
139.10 |
+2.20 |
383 |
4,028 |
+323 |
Total Volume and Open Interest |
23,554 |
130,307 |
+270 |
Orange Juice(ICE) |
Mar10 |
100208 |
133.90 |
137.30 |
133.50 |
134.25 |
+0.30 |
1,260 |
18,416 |
-473 |
May10 |
100208 |
137.40 |
140.75 |
137.30 |
137.65 |
+0.20 |
537 |
10,880 |
+336 |
Jul10 |
100208 |
141.50 |
144.20 |
140.80 |
141.10 |
+0.20 |
574 |
4,303 |
+130 |
Sep10 |
100208 |
145.05 |
145.05 |
141.75 |
141.95 |
+0.05 |
2 |
1,118 |
+0 |
Nov10 |
100208 |
144.15 |
144.15 |
141.90 |
141.90 |
+0.30 |
2 |
396 |
+2 |
Jan11 |
100208 |
145.90 |
145.90 |
144.90 |
144.90 |
+0.35 |
2 |
590 |
+1 |
Total Volume and Open Interest |
2,379 |
35,909 |
-2 |
Sugar #11(ICE) |
Mar10 |
100208 |
26.50 |
27.12 |
26.31 |
26.60 |
+0.43 |
72,221 |
239,228 |
-6,398 |
May10 |
100208 |
25.70 |
26.25 |
25.49 |
25.77 |
+0.40 |
50,391 |
189,059 |
+900 |
Jul10 |
100208 |
23.55 |
24.25 |
23.25 |
23.77 |
+0.38 |
28,068 |
170,139 |
+2,556 |
Oct10 |
100208 |
21.91 |
22.30 |
21.63 |
22.14 |
+0.44 |
9,989 |
151,164 |
+1,597 |
Mar11 |
100208 |
21.00 |
21.05 |
20.40 |
20.71 |
+0.18 |
4,694 |
55,877 |
+595 |
Total Volume and Open Interest |
169,910 |
879,341 |
+572 |
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 |
100208 |
67.10 |
69.54 |
67.10 |
69.16 |
+2.54 |
10,586 |
72,113 |
-3,145 |
May10 |
100208 |
69.00 |
71.01 |
68.71 |
70.76 |
+2.53 |
4,916 |
43,634 |
+599 |
Jul10 |
100208 |
69.97 |
72.07 |
69.97 |
71.85 |
+2.59 |
1,724 |
28,221 |
+77 |
Oct10 |
100208 |
71.00 |
71.00 |
70.85 |
70.85 |
+1.97 |
1 |
199 |
+0 |
Dec10 |
100208 |
69.70 |
71.50 |
69.46 |
71.19 |
+2.46 |
853 |
21,533 |
-43 |
Mar11 |
100208 |
72.48 |
74.00 |
72.48 |
73.96 |
+2.43 |
199 |
1,449 |
+199 |
Total Volume and Open Interest |
18,279 |
168,874 |
-2,313 |
Lumber(CME) |
Mar10 |
100208 |
274.3 |
275.9 |
269.7 |
271.5 |
+0.4 |
1,470 |
3,953 |
-202 |
May10 |
100208 |
292.2 |
292.5 |
288.5 |
289.0 |
-2.0 |
778 |
4,566 |
+236 |
Jul10 |
100208 |
292.2 |
294.6 |
290.0 |
294.3 |
-0.5 |
295 |
1,314 |
+123 |
Sep10 |
100208 |
287.8 |
289.5 |
287.0 |
289.5 |
-1.5 |
68 |
527 |
+42 |
Total Volume and Open Interest |
2,619 |
10,385 |
+207 |
Crude Oil(NYM) |
Mar10 |
100208 |
72.18 |
72.39 |
70.77 |
71.89 |
+0.70 |
523,892 |
311,435 |
-18,384 |
Apr10 |
100208 |
72.24 |
72.70 |
71.10 |
72.29 |
+0.77 |
161,942 |
137,702 |
-377 |
May10 |
100208 |
72.81 |
73.17 |
71.57 |
72.76 |
+0.81 |
73,186 |
102,177 |
+2,408 |
Jun10 |
100208 |
73.28 |
73.65 |
72.08 |
73.26 |
+0.81 |
61,565 |
125,864 |
+246 |
Jul10 |
100208 |
73.76 |
74.06 |
72.86 |
73.78 |
+0.81 |
10,571 |
41,987 |
-1,371 |
Aug10 |
100208 |
74.25 |
74.35 |
73.48 |
74.24 |
+0.78 |
7,384 |
23,672 |
+1,546 |
Sep10 |
100208 |
74.41 |
74.66 |
73.56 |
74.66 |
+0.76 |
6,770 |
32,498 |
-176 |
Oct10 |
100208 |
74.75 |
75.09 |
74.19 |
75.09 |
+0.75 |
3,369 |
19,692 |
+27 |
Nov10 |
100208 |
75.51 |
75.54 |
75.51 |
75.54 |
+0.73 |
2,969 |
24,679 |
+345 |
Dec10 |
100208 |
76.42 |
76.42 |
74.85 |
76.01 |
+0.70 |
33,947 |
189,736 |
-1,994 |
Jan11 |
100208 |
76.13 |
76.38 |
76.13 |
76.38 |
+0.68 |
2,250 |
20,146 |
+70 |
Feb11 |
100208 |
76.71 |
76.74 |
76.70 |
76.74 |
+0.66 |
1,719 |
14,630 |
+90 |
Mar11 |
100208 |
76.50 |
77.10 |
76.50 |
77.08 |
+0.65 |
1,296 |
9,385 |
-259 |
Apr11 |
100208 |
77.37 |
77.37 |
77.37 |
77.37 |
+0.63 |
469 |
10,466 |
-41 |
May11 |
100208 |
77.63 |
77.63 |
77.63 |
77.63 |
+0.62 |
319 |
3,981 |
-79 |
Jun11 |
100208 |
77.94 |
77.94 |
77.70 |
77.87 |
+0.62 |
1,385 |
22,587 |
+4 |
Total Volume and Open Interest |
908,372 |
1,317,647 |
-18,848 |
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 |
100208 |
72.325 |
72.575 |
71.100 |
72.300 |
+0.775 |
982 |
1,192 |
+138 |
May10 |
100208 |
72.850 |
73.075 |
71.950 |
72.750 |
+0.800 |
106 |
193 |
+33 |
Jun10 |
100208 |
73.625 |
73.625 |
72.325 |
73.250 |
+0.800 |
71 |
152 |
+4 |
Jul10 |
100208 |
73.000 |
73.775 |
72.900 |
73.775 |
+0.800 |
3 |
14 |
+1 |
Aug10 |
100208 |
74.250 |
74.250 |
74.250 |
74.250 |
+0.800 |
2 |
3 |
+1 |
Sep10 |
100208 |
74.650 |
74.650 |
74.650 |
74.650 |
+0.750 |
2 |
2 |
+1 |
Oct10 |
100208 |
75.100 |
75.100 |
75.100 |
75.100 |
+0.750 |
2 |
4 |
+1 |
Nov10 |
100208 |
75.550 |
75.550 |
75.550 |
75.550 |
+0.750 |
2 |
1 |
-1 |
Total Volume and Open Interest |
20,908 |
6,269 |
+797 |
Heating Oil(NYM) |
Mar10 |
100208 |
188.90 |
190.36 |
186.50 |
188.55 |
+1.07 |
59,532 |
92,629 |
-4,033 |
Apr10 |
100208 |
190.02 |
190.93 |
187.28 |
189.34 |
+1.06 |
19,059 |
46,814 |
+588 |
May10 |
100208 |
190.01 |
191.57 |
188.19 |
190.28 |
+1.12 |
8,717 |
30,021 |
+10 |
Jun10 |
100208 |
191.73 |
192.77 |
189.97 |
191.56 |
+1.15 |
6,712 |
39,353 |
-339 |
Jul10 |
100208 |
194.65 |
194.69 |
191.75 |
193.59 |
+1.13 |
1,954 |
13,488 |
+68 |
Aug10 |
100208 |
194.33 |
196.48 |
193.71 |
195.69 |
+1.16 |
1,372 |
8,211 |
+319 |
Sep10 |
100208 |
199.00 |
199.00 |
195.96 |
197.97 |
+1.14 |
2,224 |
9,567 |
-40 |
Oct10 |
100208 |
199.00 |
200.93 |
198.81 |
200.44 |
+1.12 |
1,492 |
8,538 |
-428 |
Nov10 |
100208 |
201.50 |
203.31 |
201.11 |
202.85 |
+1.12 |
1,334 |
6,601 |
+89 |
Dec10 |
100208 |
206.13 |
206.13 |
203.79 |
205.25 |
+1.12 |
4,425 |
22,436 |
+487 |
Jan11 |
100208 |
207.03 |
208.33 |
207.03 |
207.70 |
+1.12 |
1,202 |
11,977 |
+402 |
Feb11 |
100208 |
208.42 |
209.10 |
208.42 |
209.10 |
+1.12 |
587 |
4,653 |
+266 |
Total Volume and Open Interest |
109,637 |
313,591 |
-2,182 |
Gasoline(NYMEX) |
Mar10 |
100208 |
190.70 |
191.14 |
187.00 |
189.40 |
+0.76 |
51,728 |
84,029 |
-4,613 |
Apr10 |
100208 |
200.29 |
201.16 |
197.95 |
200.39 |
+1.17 |
19,679 |
44,825 |
-906 |
May10 |
100208 |
201.01 |
202.12 |
199.10 |
201.56 |
+1.26 |
8,266 |
29,688 |
+1,326 |
Jun10 |
100208 |
201.40 |
202.20 |
199.67 |
201.90 |
+1.23 |
5,116 |
27,096 |
+291 |
Jul10 |
100208 |
200.19 |
201.59 |
199.41 |
201.43 |
+1.13 |
1,472 |
15,392 |
+56 |
Aug10 |
100208 |
200.52 |
200.61 |
200.52 |
200.61 |
+1.15 |
908 |
8,180 |
+104 |
Sep10 |
100208 |
198.45 |
199.82 |
198.45 |
199.71 |
+1.17 |
1,253 |
14,077 |
-3 |
Oct10 |
100208 |
189.55 |
189.94 |
189.55 |
189.87 |
+1.17 |
566 |
4,774 |
-4 |
Nov10 |
100208 |
189.00 |
189.00 |
189.00 |
189.00 |
+1.12 |
679 |
11,411 |
+91 |
Dec10 |
100208 |
187.94 |
189.57 |
187.94 |
189.15 |
+1.11 |
1,004 |
9,319 |
+169 |
Total Volume and Open Interest |
90,711 |
256,143 |
-3,489 |
e-miNY RBOB Gasoline(NYM) |
Mar10 |
100208 |
189.40 |
189.40 |
189.40 |
189.40 |
+0.80 |
0 |
7 |
+0 |
Apr10 |
100208 |
200.40 |
200.40 |
200.39 |
200.40 |
+1.20 |
|
|
|
May10 |
100208 |
201.60 |
201.60 |
201.56 |
201.60 |
+1.30 |
|
|
|
Jun10 |
100208 |
201.90 |
201.90 |
201.90 |
201.90 |
+1.20 |
|
|
|
Total Volume and Open Interest |
0 |
7 |
+0 |
Natural Gas(NYM) |
Mar10 |
100208 |
5.602 |
5.680 |
5.396 |
5.401 |
-0.114 |
132,333 |
198,313 |
-1,169 |
Apr10 |
100208 |
5.580 |
5.638 |
5.367 |
5.371 |
-0.112 |
40,875 |
104,351 |
+1,472 |
May10 |
100208 |
5.601 |
5.683 |
5.425 |
5.428 |
-0.107 |
23,319 |
75,072 |
-1,494 |
Jun10 |
100208 |
5.730 |
5.738 |
5.502 |
5.504 |
-0.100 |
10,449 |
30,433 |
+1,765 |
Jul10 |
100208 |
5.775 |
5.810 |
5.580 |
5.582 |
-0.095 |
5,141 |
26,720 |
+443 |
Aug10 |
100208 |
5.843 |
5.864 |
5.640 |
5.642 |
-0.093 |
2,330 |
35,952 |
-109 |
Sep10 |
100208 |
5.873 |
5.883 |
5.675 |
5.675 |
-0.093 |
2,244 |
23,619 |
-49 |
Oct10 |
100208 |
5.981 |
6.000 |
5.773 |
5.778 |
-0.093 |
10,062 |
52,676 |
+556 |
Nov10 |
100208 |
6.267 |
6.280 |
6.071 |
6.073 |
-0.093 |
939 |
12,750 |
+49 |
Dec10 |
100208 |
6.548 |
6.573 |
6.387 |
6.393 |
-0.088 |
1,850 |
23,670 |
+358 |
Jan11 |
100208 |
6.790 |
6.808 |
6.608 |
6.613 |
-0.086 |
5,884 |
30,806 |
+657 |
Feb11 |
100208 |
6.755 |
6.755 |
6.568 |
6.568 |
-0.086 |
719 |
10,427 |
+266 |
Mar11 |
100208 |
6.531 |
6.538 |
6.386 |
6.388 |
-0.086 |
2,282 |
22,656 |
+615 |
Apr11 |
100208 |
6.058 |
6.058 |
5.936 |
5.948 |
-0.068 |
2,414 |
23,972 |
+438 |
May11 |
100208 |
6.010 |
6.035 |
5.910 |
5.923 |
-0.068 |
36 |
9,827 |
+11 |
Jun11 |
100208 |
6.100 |
6.100 |
5.968 |
5.968 |
-0.068 |
16 |
4,412 |
+0 |
Total Volume and Open Interest |
241,308 |
779,267 |
+3,822 |
Brent Crude Oil(ICE) |
Mar10 |
100208 |
70.36 |
70.82 |
69.21 |
70.11 |
+0.52 |
240,383 |
118,130 |
-11,922 |
Apr10 |
100208 |
70.57 |
71.23 |
69.67 |
70.66 |
+0.58 |
146,376 |
185,008 |
+1,957 |
May10 |
100208 |
71.14 |
71.81 |
70.34 |
71.29 |
+0.59 |
59,295 |
99,445 |
+4,691 |
Jun10 |
100208 |
71.88 |
72.37 |
71.01 |
71.95 |
+0.62 |
31,582 |
84,875 |
+1,133 |
Jul10 |
100208 |
72.68 |
72.95 |
71.79 |
72.54 |
+0.63 |
7,153 |
27,043 |
-229 |
Aug10 |
100208 |
73.19 |
73.46 |
72.37 |
73.08 |
+0.64 |
5,596 |
19,104 |
+288 |
Sep10 |
100208 |
73.70 |
73.95 |
72.88 |
73.57 |
+0.63 |
6,212 |
15,157 |
+714 |
Oct10 |
100208 |
74.18 |
74.42 |
73.35 |
74.04 |
+0.63 |
5,060 |
16,030 |
+934 |
Nov10 |
100208 |
74.61 |
74.89 |
73.83 |
74.51 |
+0.63 |
5,031 |
13,563 |
+150 |
Dec10 |
100208 |
74.95 |
75.35 |
74.10 |
75.00 |
+0.64 |
18,890 |
80,430 |
+367 |
Jan11 |
100208 |
75.40 |
75.46 |
75.40 |
75.46 |
+0.62 |
1,551 |
11,918 |
+1,037 |
Feb11 |
100208 |
75.36 |
75.90 |
75.36 |
75.90 |
+0.61 |
426 |
6,085 |
+807 |
Mar11 |
100208 |
76.32 |
76.32 |
76.32 |
76.32 |
+0.59 |
134 |
4,969 |
-16 |
Apr11 |
100208 |
76.73 |
76.73 |
76.73 |
76.73 |
+0.58 |
115 |
2,588 |
-31 |
Total Volume and Open Interest |
533,507 |
792,906 |
+561 |
Gas Oil(ICE) |
Feb10 |
100208 |
574.75 |
574.75 |
563.25 |
567.25 |
-8.00 |
38,912 |
74,478 |
-5,276 |
Mar10 |
100208 |
582.25 |
582.25 |
570.00 |
574.50 |
-7.75 |
79,667 |
169,714 |
+504 |
Apr10 |
100208 |
582.75 |
587.50 |
576.75 |
581.00 |
-7.75 |
20,991 |
86,126 |
+2,249 |
May10 |
100208 |
591.00 |
593.25 |
583.50 |
587.75 |
-7.50 |
12,887 |
43,963 |
+794 |
Jun10 |
100208 |
597.50 |
599.75 |
590.00 |
594.25 |
-7.50 |
14,756 |
42,411 |
-1,027 |
Jul10 |
100208 |
606.50 |
606.50 |
598.50 |
600.75 |
-7.50 |
3,615 |
21,135 |
-803 |
Aug10 |
100208 |
604.50 |
608.75 |
604.50 |
607.00 |
-7.50 |
1,659 |
22,945 |
-891 |
Sep10 |
100208 |
610.50 |
617.00 |
609.00 |
612.75 |
-7.75 |
1,641 |
23,764 |
-80 |
Oct10 |
100208 |
620.25 |
621.25 |
614.00 |
618.50 |
-7.75 |
1,160 |
13,341 |
+16 |
Nov10 |
100208 |
625.75 |
625.75 |
620.00 |
623.25 |
-7.50 |
1,523 |
13,722 |
+417 |
Total Volume and Open Interest |
191,411 |
661,445 |
-1,969 |
Ethanol(CBOT) |
Feb10 |
100203 |
1.810 |
1.810 |
1.810 |
1.810 |
-0.007 |
31 |
264 |
-38 |
Mar10 |
100208 |
1.765 |
1.765 |
1.755 |
1.757 |
+0.008 |
80 |
888 |
-3 |
Apr10 |
100208 |
1.770 |
1.770 |
1.755 |
1.760 |
+0.008 |
36 |
1,507 |
+12 |
May10 |
100208 |
1.770 |
1.770 |
1.755 |
1.760 |
+0.010 |
17 |
617 |
+14 |
Jun10 |
100208 |
1.760 |
1.760 |
1.760 |
1.760 |
+0.014 |
19 |
527 |
+12 |
Jul10 |
100208 |
1.751 |
1.758 |
1.750 |
1.758 |
+0.012 |
18 |
874 |
+15 |
Aug10 |
100208 |
1.736 |
1.736 |
1.730 |
1.730 |
+0.011 |
15 |
584 |
+13 |
Sep10 |
100208 |
1.728 |
1.730 |
1.728 |
1.730 |
+0.018 |
15 |
566 |
+15 |
Total Volume and Open Interest |
260 |
7,389 |
+126 |
US Dollar Index(ICE) |
Mar10 |
100208 |
80.560 |
80.665 |
80.230 |
80.440 |
-0.155 |
28,966 |
64,198 |
-3,430 |
Jun10 |
100208 |
80.905 |
80.945 |
80.585 |
80.780 |
-0.155 |
171 |
4,905 |
-37 |
Sep10 |
100208 |
80.980 |
80.980 |
80.980 |
80.980 |
-0.155 |
0 |
1 |
+0 |
Total Volume and Open Interest |
29,137 |
69,105 |
-3,467 |
Australian Dollar(CME) |
Mar10 |
100208 |
86.50 |
86.80 |
86.10 |
86.35 |
+0.28 |
155,200 |
92,945 |
-220 |
Jun10 |
100208 |
85.75 |
85.95 |
85.25 |
85.53 |
+0.28 |
641 |
4,917 |
+22 |
Sep10 |
100208 |
85.01 |
85.01 |
84.41 |
84.67 |
+0.26 |
0 |
30 |
+0 |
Total Volume and Open Interest |
155,841 |
97,899 |
-198 |
British Pound(CME) |
Mar10 |
100208 |
155.99 |
156.57 |
155.31 |
156.09 |
+0.09 |
165,376 |
104,811 |
+6,451 |
Jun10 |
100208 |
155.77 |
156.45 |
155.39 |
156.00 |
+0.09 |
398 |
662 |
+50 |
Sep10 |
100208 |
155.91 |
156.03 |
155.46 |
155.91 |
+0.09 |
0 |
83 |
+0 |
Total Volume and Open Interest |
165,774 |
105,598 |
+6,501 |
Canadian Dollar(CME) |
Mar10 |
100208 |
93.41 |
93.83 |
92.95 |
93.18 |
unch |
101,088 |
81,356 |
+1,827 |
Jun10 |
100208 |
93.21 |
93.81 |
92.97 |
93.17 |
unch |
596 |
2,490 |
+249 |
Sep10 |
100208 |
93.54 |
93.64 |
93.02 |
93.15 |
unch |
45 |
763 |
+25 |
Dec10 |
100208 |
93.45 |
93.59 |
93.06 |
93.10 |
unch |
20 |
633 |
+2 |
Total Volume and Open Interest |
101,751 |
85,310 |
+2,103 |
Japanese Yen(CME) |
Mar10 |
100208 |
112.13 |
112.20 |
111.67 |
111.93 |
-0.23 |
218,018 |
120,203 |
+8,109 |
Jun10 |
100208 |
111.98 |
112.24 |
111.76 |
111.99 |
-0.23 |
255 |
603 |
-35 |
Sep10 |
100208 |
112.09 |
112.29 |
112.07 |
112.09 |
-0.20 |
5 |
204 |
+0 |
Total Volume and Open Interest |
218,278 |
121,034 |
+8,074 |
Swiss Franc(CME) |
Mar10 |
100208 |
92.99 |
93.62 |
92.85 |
93.31 |
+0.22 |
66,572 |
38,134 |
-1,759 |
Jun10 |
100208 |
93.00 |
93.61 |
92.92 |
93.37 |
+0.21 |
41 |
233 |
+15 |
Sep10 |
100208 |
93.45 |
93.47 |
93.23 |
93.45 |
+0.22 |
0 |
8 |
+0 |
Total Volume and Open Interest |
66,613 |
38,377 |
-1,744 |
EuroFX(CME) |
Mar10 |
100208 |
136.57 |
137.14 |
136.21 |
136.71 |
+0.36 |
409,551 |
196,810 |
+7,740 |
Jun10 |
100208 |
136.28 |
137.09 |
136.21 |
136.68 |
+0.36 |
1,035 |
1,676 |
-5 |
Sep10 |
100208 |
136.60 |
136.74 |
136.24 |
136.60 |
+0.36 |
3 |
673 |
+0 |
Total Volume and Open Interest |
410,590 |
199,200 |
+7,734 |
Mexican Peso(CME) |
Feb10 |
100208 |
757.5 |
757.5 |
757.2 |
757.5 |
+0.2 |
0 |
2 |
+0 |
Mar10 |
100208 |
756.0 |
759.0 |
752.0 |
754.5 |
+0.2 |
29,548 |
90,911 |
-743 |
Total Volume and Open Interest |
29,595 |
92,643 |
-757 |
30-Year T-Bonds(CBOT) |
Mar10 |
100208 |
119~070 |
119~090 |
118~250 |
119~070 |
+0~010 |
|
|
|
Jun10 |
100208 |
117~170 |
117~250 |
117~100 |
117~140 |
-0~180 |
5,055 |
13,664 |
+3,338 |
Sep10 |
100208 |
116~050 |
116~230 |
116~050 |
116~050 |
-0~180 |
2 |
6 |
+1 |
Total Volume and Open Interest |
410,119 |
673,324 |
+18,852 |
10-Year T-Notes(CBOT) |
Mar10 |
100208 |
118~235 |
118~245 |
118~140 |
118~155 |
-0~120 |
1,220,163 |
1,423,920 |
+28,756 |
Jun10 |
100208 |
117~065 |
117~135 |
117~015 |
117~015 |
-0~120 |
3,453 |
17,188 |
+1,290 |
Sep10 |
100208 |
115~195 |
115~315 |
115~195 |
115~195 |
-0~120 |
0 |
4 |
+0 |
Total Volume and Open Interest |
1,223,616 |
1,441,112 |
+30,046 |
5-Year T-Notes(CBOT) |
Mar10 |
100208 |
116~124 |
116~124 |
116~110 |
116~111 |
-0~027 |
615,278 |
918,841 |
+17,395 |
Jun10 |
100208 |
115~102 |
115~113 |
115~087 |
115~087 |
-0~026 |
3,586 |
8,955 |
+3,220 |
Sep10 |
100208 |
114~063 |
114~088 |
114~063 |
114~063 |
-0~025 |
|
|
|
Total Volume and Open Interest |
618,864 |
927,796 |
+20,615 |
2 Year T-Notes(CBOT) |
Mar10 |
100208 |
109~013 |
109~013 |
109~012 |
109~012 |
+0~009 |
|
|
|
Jun10 |
100208 |
108~071 |
108~081 |
108~068 |
108~074 |
-0~007 |
5,256 |
25,112 |
+2,760 |
Sep10 |
100208 |
108~008 |
108~015 |
108~008 |
108~008 |
-0~007 |
|
|
|
Total Volume and Open Interest |
307,576 |
971,460 |
-5,767 |
Eurodollars(CME) |
Mar10 |
100208 |
99.695 |
99.710 |
99.690 |
99.700 |
unch |
182,048 |
1,185,917 |
-12,682 |
Jun10 |
100208 |
99.590 |
99.595 |
99.560 |
99.570 |
-0.025 |
233,612 |
1,115,990 |
+25,288 |
Sep10 |
100208 |
99.375 |
99.395 |
99.340 |
99.350 |
-0.045 |
273,530 |
932,907 |
-3,054 |
Dec10 |
100208 |
99.060 |
99.080 |
99.035 |
99.045 |
-0.045 |
333,157 |
890,461 |
+8,953 |
Mar11 |
100208 |
98.720 |
98.740 |
98.695 |
98.710 |
-0.040 |
341,407 |
630,632 |
+28,471 |
Jun11 |
100208 |
98.375 |
98.390 |
98.335 |
98.360 |
-0.040 |
263,490 |
729,278 |
+9,770 |
Sep11 |
100208 |
98.030 |
98.055 |
97.995 |
98.025 |
-0.035 |
187,415 |
545,242 |
+7,158 |
Dec11 |
100208 |
97.720 |
97.735 |
97.665 |
97.700 |
-0.035 |
160,853 |
351,696 |
-1,845 |
Mar12 |
100208 |
97.410 |
97.440 |
97.375 |
97.405 |
-0.040 |
85,989 |
254,070 |
+1,373 |
Jun12 |
100208 |
97.130 |
97.150 |
97.085 |
97.115 |
-0.040 |
66,034 |
217,648 |
-1,582 |
Sep12 |
100208 |
96.865 |
96.885 |
96.820 |
96.850 |
-0.040 |
55,494 |
129,284 |
+2,598 |
Dec12 |
100208 |
96.600 |
96.625 |
96.560 |
96.585 |
-0.040 |
53,450 |
109,373 |
+3,591 |
Mar13 |
100208 |
96.380 |
96.415 |
96.360 |
96.375 |
-0.040 |
18,914 |
74,830 |
-2,108 |
Jun13 |
100208 |
96.180 |
96.200 |
96.150 |
96.170 |
-0.040 |
11,442 |
60,630 |
-1,237 |
Sep13 |
100208 |
95.970 |
96.020 |
95.965 |
95.985 |
-0.040 |
13,024 |
50,424 |
+807 |
Dec13 |
100208 |
95.805 |
95.830 |
95.780 |
95.795 |
-0.040 |
8,187 |
33,239 |
+515 |
Mar14 |
100208 |
95.650 |
95.685 |
95.635 |
95.650 |
-0.040 |
5,398 |
34,021 |
-209 |
Jun14 |
100208 |
95.510 |
95.530 |
95.490 |
95.500 |
-0.040 |
5,202 |
27,694 |
-443 |
Total Volume and Open Interest |
2,321,242 |
7,573,446 |
+63,357 |
30 Day Federal Funds(CBOT) |
Feb10 |
100208 |
99.865 |
99.865 |
99.860 |
99.865 |
unch |
7,073 |
89,212 |
-1,230 |
Mar10 |
100208 |
99.850 |
99.855 |
99.845 |
99.850 |
unch |
1,553 |
58,572 |
-505 |
Apr10 |
100208 |
99.840 |
99.840 |
99.830 |
99.840 |
unch |
3,624 |
68,210 |
-1,525 |
May10 |
100208 |
99.825 |
99.830 |
99.810 |
99.820 |
-0.005 |
4,145 |
64,600 |
-45 |
Jun10 |
100208 |
99.810 |
99.815 |
99.800 |
99.805 |
-0.010 |
9,287 |
55,132 |
+3,153 |
Jul10 |
100208 |
99.780 |
99.790 |
99.765 |
99.770 |
-0.020 |
12,641 |
52,832 |
+965 |
Total Volume and Open Interest |
71,846 |
549,623 |
+9,728 |
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 |
100208 |
99.580 |
99.580 |
99.575 |
99.580 |
unch |
0 |
1,338 |
+0 |
Jun10 |
100208 |
99.630 |
99.630 |
99.630 |
99.630 |
+0.005 |
0 |
80 |
+0 |
Sep10 |
100208 |
99.650 |
99.650 |
99.650 |
99.650 |
+0.005 |
0 |
230 |
+0 |
Dec10 |
100208 |
99.635 |
99.635 |
99.635 |
99.635 |
+0.005 |
0 |
242 |
+0 |
Mar11 |
100208 |
99.625 |
99.625 |
99.625 |
99.625 |
+0.005 |
|
|
|
Jun11 |
100208 |
99.600 |
99.600 |
99.600 |
99.600 |
+0.005 |
|
|
|
Sep11 |
100208 |
99.600 |
99.600 |
99.600 |
99.600 |
+0.005 |
|
|
|
Dec11 |
100208 |
99.530 |
99.530 |
99.530 |
99.530 |
+0.005 |
|
|
|
Mar12 |
100208 |
99.495 |
99.495 |
99.495 |
99.495 |
+0.010 |
|
|
|
Jun12 |
100208 |
99.545 |
99.545 |
99.545 |
99.545 |
+0.010 |
|
|
|
Total Volume and Open Interest |
0 |
1,890 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar10 |
100208 |
99.58 |
99.58 |
99.58 |
99.58 |
0.00 |
26 |
4,282 |
-246 |
Jun10 |
100208 |
99.63 |
99.63 |
99.63 |
99.63 |
-0.01 |
0 |
1,576 |
-14 |
Sep10 |
100208 |
99.65 |
99.65 |
99.65 |
99.65 |
0.00 |
0 |
1,921 |
+0 |
Dec10 |
100208 |
99.65 |
99.65 |
99.64 |
99.64 |
0.00 |
0 |
1,438 |
+0 |
Mar11 |
100208 |
99.62 |
99.62 |
99.62 |
99.62 |
0.00 |
0 |
664 |
+0 |
Jun11 |
100208 |
99.60 |
99.60 |
99.60 |
99.60 |
-0.01 |
4 |
56 |
+0 |
Sep11 |
100208 |
99.60 |
99.60 |
99.60 |
99.60 |
-0.01 |
0 |
51 |
+0 |
Dec11 |
100208 |
99.53 |
99.53 |
99.53 |
99.53 |
-0.01 |
0 |
102 |
+0 |
Total Volume and Open Interest |
30 |
11,461 |
-260 |
Japanese Gov't Bonds(SGX) |
Mar10 |
100208 |
139.02 |
139.15 |
138.90 |
139.06 |
+0.04 |
2,189 |
16,159 |
+95 |
Jun10 |
100208 |
138.98 |
138.98 |
138.98 |
138.98 |
+0.04 |
|
|
|
Sep10 |
100208 |
138.98 |
138.98 |
138.98 |
138.98 |
+0.04 |
|
|
|
Total Volume and Open Interest |
2,189 |
16,318 |
+159 |
Euro-Bund(EUREX) |
Mar10 |
100208 |
124.30 |
124.30 |
123.88 |
123.91 |
-0.29 |
1,210,006 |
934,683 |
+2,575 |
Jun10 |
100208 |
122.80 |
122.80 |
122.43 |
122.43 |
-0.29 |
551 |
2,606 |
+379 |
Sep10 |
100208 |
122.11 |
122.11 |
122.11 |
122.11 |
-0.29 |
|
|
|
Total Volume and Open Interest |
1,210,557 |
937,289 |
+2,954 |
Euro-Bobl(EUREX) |
Mar10 |
100205 |
117.65 |
118.11 |
117.64 |
117.94 |
+0.20 |
490,512 |
748,283 |
+748,283 |
Jun10 |
100208 |
116.43 |
116.49 |
116.37 |
116.39 |
-0.10 |
2,443 |
3,313 |
+2,356 |
Sep10 |
100208 |
116.16 |
116.16 |
116.16 |
116.16 |
-0.10 |
1,000 |
0 |
+0 |
Total Volume and Open Interest |
638,400 |
781,393 |
+32,153 |
3-Mth Euribor(EUREX) |
Mar10 |
100208 |
99.300 |
99.300 |
99.285 |
99.285 |
-0.010 |
1,892 |
11,075 |
-750 |
Jun10 |
100208 |
99.045 |
99.050 |
99.035 |
99.035 |
-0.025 |
38 |
7,133 |
+25 |
Sep10 |
100208 |
98.835 |
98.835 |
98.825 |
98.825 |
-0.025 |
30 |
2,421 |
+19 |
Total Volume and Open Interest |
1,987 |
24,527 |
-716 |
Long Gilt(LIFFE) |
Mar10 |
100208 |
115~25 |
115~27 |
115~12 |
115~15 |
-0~18 |
137,686 |
268,917 |
+15,905 |
Jun10 |
100208 |
114~00 |
114~00 |
114~00 |
114~00 |
-0~18 |
|
|
|
Total Volume and Open Interest |
137,686 |
268,917 |
+15,905 |
3-Mth Short Sterling(LIFFE) |
Mar10 |
100208 |
99.33 |
99.35 |
99.31 |
99.32 |
-0.02 |
74,451 |
301,520 |
+2,278 |
Jun10 |
100208 |
99.23 |
99.25 |
99.20 |
99.20 |
-0.05 |
125,773 |
353,428 |
-4,423 |
Sep10 |
100208 |
99.02 |
99.02 |
98.97 |
98.97 |
-0.05 |
130,415 |
325,670 |
-8,819 |
Dec10 |
100208 |
98.67 |
98.68 |
98.62 |
98.63 |
-0.04 |
135,035 |
362,932 |
-1,400 |
Mar11 |
100208 |
98.29 |
98.30 |
98.25 |
98.27 |
-0.04 |
128,013 |
311,708 |
+4,283 |
Jun11 |
100208 |
97.94 |
97.94 |
97.88 |
97.90 |
-0.03 |
90,193 |
184,706 |
-1,824 |
Total Volume and Open Interest |
821,584 |
2,236,499 |
+1,905 |
3-Mth Euribor(LIFFE) |
Mar10 |
100208 |
99.295 |
99.305 |
99.285 |
99.285 |
-0.010 |
132,849 |
729,138 |
-5,082 |
Jun10 |
100208 |
99.065 |
99.065 |
99.030 |
99.035 |
-0.025 |
240,572 |
809,969 |
+171 |
Sep10 |
100208 |
98.860 |
98.860 |
98.815 |
98.825 |
-0.025 |
237,268 |
584,317 |
+2,020 |
Total Volume and Open Interest |
1,409,952 |
3,793,797 |
+38,196 |
3-Mth Aus T-Bills(SFE) |
Mar10 |
100208 |
95.85 |
95.87 |
95.80 |
95.82 |
-0.03 |
25,038 |
309,679 |
+7,523 |
Jun10 |
100208 |
95.64 |
95.67 |
95.61 |
95.62 |
-0.02 |
36,586 |
244,801 |
+10,581 |
Sep10 |
100208 |
95.39 |
95.43 |
95.36 |
95.37 |
-0.01 |
9,208 |
117,597 |
-567 |
Dec10 |
100208 |
95.14 |
95.18 |
95.12 |
95.12 |
-0.02 |
8,400 |
95,124 |
-26 |
Mar11 |
100208 |
94.92 |
94.96 |
94.89 |
94.90 |
-0.02 |
4,051 |
38,734 |
+1,120 |
Jun11 |
100208 |
94.77 |
94.78 |
94.70 |
94.72 |
-0.02 |
4,238 |
31,547 |
+2,830 |
Sep11 |
100208 |
94.58 |
94.59 |
94.54 |
94.56 |
-0.03 |
1,169 |
17,127 |
+588 |
Dec11 |
100208 |
94.47 |
94.49 |
94.42 |
94.45 |
-0.03 |
707 |
8,461 |
-167 |
Mar12 |
100208 |
94.38 |
94.40 |
94.35 |
94.37 |
-0.04 |
0 |
2,893 |
+0 |
Jun12 |
100208 |
94.35 |
94.35 |
94.32 |
94.32 |
-0.04 |
100 |
1,272 |
+47 |
Total Volume and Open Interest |
89,717 |
868,500 |
+22,029 |
10-Year Aus T-Bonds(SFE) |
Mar10 |
100208 |
94.55 |
94.59 |
94.50 |
94.52 |
-0.03 |
32,794 |
359,831 |
+8,738 |
Jun10 |
100208 |
94.52 |
94.52 |
94.52 |
94.52 |
-0.03 |
|
|
|
Total Volume and Open Interest |
32,794 |
359,831 |
+8,738 |
3-Year Aus T-Bonds(SFE) |
Mar10 |
100208 |
95.26 |
95.33 |
95.22 |
95.28 |
+0.02 |
114,984 |
743,234 |
+23,658 |
Jun10 |
100208 |
95.28 |
95.28 |
95.28 |
95.28 |
+0.02 |
|
|
|
Total Volume and Open Interest |
114,984 |
743,234 |
+23,658 |
Gold(CMX) |
Feb10 |
100208 |
1067.5 |
1073.4 |
1061.6 |
1065.7 |
+13.5 |
1,426 |
1,955 |
-354 |
Apr10 |
100208 |
1068.3 |
1074.3 |
1061.8 |
1066.2 |
+13.4 |
280,754 |
295,604 |
-6,052 |
Jun10 |
100208 |
1068.7 |
1075.2 |
1063.2 |
1067.3 |
+13.5 |
7,153 |
58,386 |
+2,155 |
Aug10 |
100208 |
1068.3 |
1075.8 |
1065.3 |
1068.2 |
+13.6 |
2,014 |
21,281 |
+120 |
Oct10 |
100208 |
1071.3 |
1071.3 |
1069.2 |
1069.2 |
+13.7 |
477 |
8,068 |
+297 |
Dec10 |
100208 |
1074.0 |
1078.1 |
1066.7 |
1070.3 |
+13.8 |
2,620 |
34,881 |
+1,263 |
Feb11 |
100208 |
1071.9 |
1071.9 |
1071.9 |
1071.9 |
+13.9 |
153 |
7,686 |
+14 |
Apr11 |
100208 |
1078.1 |
1078.1 |
1070.6 |
1073.9 |
+14.1 |
52 |
3,841 |
-915 |
Jun11 |
100208 |
420.9 |
420.9 |
420.9 |
420.9 |
+14.3 |
32 |
7,411 |
+9 |
Aug11 |
100208 |
1079.1 |
1079.1 |
1079.1 |
1079.1 |
+14.5 |
0 |
1,486 |
+0 |
Oct11 |
100208 |
1082.4 |
1082.4 |
1082.4 |
1082.4 |
+14.7 |
200 |
1,919 |
+173 |
Dec11 |
100208 |
1086.0 |
1086.0 |
1086.0 |
1086.0 |
+14.9 |
309 |
11,652 |
+220 |
Total Volume and Open Interest |
298,073 |
477,358 |
-2,974 |
Silver(CMX) |
Mar10 |
100208 |
1516.0 |
1532.0 |
1495.0 |
1508.5 |
+25.5 |
66,055 |
62,174 |
-2,419 |
May10 |
100208 |
1520.0 |
1531.5 |
1499.0 |
1510.9 |
+25.8 |
5,465 |
20,792 |
+1,746 |
Jul10 |
100208 |
1521.5 |
1530.5 |
1511.0 |
1512.7 |
+25.9 |
1,067 |
10,862 |
+92 |
Sep10 |
100208 |
1507.0 |
1514.3 |
1503.5 |
1514.3 |
+26.0 |
227 |
3,409 |
+102 |
Dec10 |
100208 |
1527.5 |
1536.0 |
1503.5 |
1516.5 |
+26.0 |
981 |
12,328 |
-82 |
Mar11 |
100208 |
1518.8 |
1518.8 |
1518.8 |
1518.8 |
+26.2 |
0 |
881 |
+0 |
May11 |
100208 |
1512.0 |
1520.5 |
1512.0 |
1520.5 |
+26.5 |
3 |
1,725 |
+0 |
Total Volume and Open Interest |
74,092 |
122,817 |
-475 |
Platinum(NYMEX) |
Apr10 |
100208 |
1474.4 |
1493.8 |
1470.3 |
1481.0 |
+5.9 |
7,680 |
32,485 |
-592 |
Jul10 |
100208 |
1475.0 |
1492.0 |
1470.0 |
1480.5 |
+5.9 |
65 |
1,630 |
+22 |
Oct10 |
100208 |
1480.5 |
1480.5 |
1480.5 |
1480.5 |
+5.9 |
0 |
29 |
+0 |
Jan11 |
100208 |
1471.0 |
1471.0 |
1471.0 |
1471.0 |
+5.9 |
0 |
206 |
+0 |
Total Volume and Open Interest |
7,775 |
34,402 |
-556 |
Palladium(NYMEX) |
Mar10 |
100208 |
396.00 |
410.50 |
396.00 |
407.65 |
+9.40 |
3,436 |
20,608 |
-342 |
Jun10 |
100208 |
401.00 |
410.00 |
400.00 |
408.45 |
+9.45 |
479 |
2,116 |
+201 |
Sep10 |
100208 |
409.45 |
409.45 |
409.45 |
409.45 |
+9.45 |
1 |
17 |
-1 |
Total Volume and Open Interest |
3,918 |
22,759 |
-140 |
Copper(CMX) |
Mar10 |
100208 |
287.00 |
293.15 |
286.05 |
291.30 |
+5.55 |
42,321 |
70,009 |
-4,193 |
May10 |
100208 |
289.25 |
294.55 |
287.95 |
293.05 |
+5.70 |
5,446 |
33,740 |
+1,925 |
Jul10 |
100208 |
295.00 |
295.00 |
291.85 |
294.00 |
+5.70 |
1,086 |
12,768 |
+228 |
Sep10 |
100208 |
290.15 |
294.50 |
290.00 |
294.50 |
+5.65 |
199 |
5,183 |
+24 |
Dec10 |
100208 |
294.50 |
295.15 |
293.40 |
294.95 |
+5.80 |
285 |
4,803 |
-125 |
Total Volume and Open Interest |
49,757 |
130,015 |
-2,155 |
DJIA Index(CBOT) |
Mar10 |
100208 |
9950 |
9990 |
9870 |
9895 |
-46 |
1,104 |
13,787 |
+450 |
Jun10 |
100208 |
9915 |
9915 |
9833 |
9833 |
-46 |
5 |
21 |
+4 |
Sep10 |
100208 |
9775 |
9821 |
9775 |
9775 |
-46 |
|
|
|
Dec10 |
100208 |
9725 |
9771 |
9725 |
9725 |
-46 |
|
|
|
Total Volume and Open Interest |
1,109 |
13,808 |
+454 |
S & P 500(CME) |
Mar10 |
100208 |
1061.90 |
1068.30 |
1053.20 |
1055.90 |
-3.90 |
33,641 |
354,943 |
+4,363 |
Jun10 |
100208 |
1060.30 |
1060.90 |
1048.90 |
1051.10 |
-3.80 |
311 |
6,499 |
+217 |
Sep10 |
100208 |
1046.30 |
1056.00 |
1044.00 |
1046.30 |
-3.70 |
157 |
1,216 |
+150 |
Dec10 |
100208 |
1041.80 |
1051.50 |
1039.50 |
1041.80 |
-3.70 |
800 |
811 |
+800 |
Total Volume and Open Interest |
34,909 |
363,470 |
+5,530 |
S & P 500 E-Mini(Globex) |
Mar10 |
100208 |
1062.00 |
1068.50 |
1053.00 |
1056.00 |
-3.75 |
3,302,110 |
2,733,407 |
+48,906 |
Jun10 |
100208 |
1056.75 |
1063.25 |
1048.00 |
1051.00 |
-4.00 |
1,899 |
15,969 |
+230 |
Total Volume and Open Interest |
3,304,032 |
2,750,808 |
+49,146 |
NASDAQ 100(CME) |
Mar10 |
100208 |
1746.80 |
1755.00 |
1731.00 |
1734.50 |
-10.50 |
1,651 |
25,495 |
+934 |
Jun10 |
100208 |
1731.80 |
1745.00 |
1729.30 |
1731.80 |
-10.50 |
0 |
695 |
-70 |
Sep10 |
100208 |
1730.80 |
1730.80 |
1728.30 |
1730.80 |
-10.50 |
|
|
|
Total Volume and Open Interest |
1,651 |
26,190 |
+864 |
NASDAQ 100 E-Mini(Globex) |
Mar10 |
100208 |
1747.30 |
1753.80 |
1730.50 |
1734.50 |
-10.50 |
483,901 |
408,558 |
-5,084 |
Jun10 |
100208 |
1746.00 |
1750.80 |
1728.50 |
1731.80 |
-10.50 |
208 |
6,171 |
+7 |
Total Volume and Open Interest |
484,109 |
414,743 |
-5,077 |
S & P Midcap 400(CME) |
Mar10 |
100208 |
694.50 |
699.00 |
689.00 |
693.20 |
-0.90 |
80 |
2,958 |
-11 |
Jun10 |
100208 |
691.00 |
691.00 |
689.90 |
691.00 |
-0.90 |
|
|
|
Sep10 |
100208 |
689.00 |
689.00 |
687.90 |
689.00 |
-0.90 |
|
|
|
Total Volume and Open Interest |
80 |
2,958 |
-11 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar10 |
100208 |
10005 |
10050 |
9870 |
9895 |
-100 |
15,689 |
40,205 |
+1,131 |
Jun10 |
100208 |
9895 |
9895 |
9895 |
9895 |
-100 |
|
|
|
Total Volume and Open Interest |
15,689 |
40,205 |
+1,131 |
Nikkei 225(SGX) |
Mar10 |
100208 |
10065 |
10065 |
9850 |
9945 |
-115 |
89,385 |
184,242 |
+4,588 |
Jun10 |
100208 |
9960 |
9960 |
9885 |
9885 |
-115 |
1 |
1,712 |
+232 |
Sep10 |
100208 |
9890 |
9890 |
9890 |
9890 |
-115 |
0 |
55 |
+0 |
Total Volume and Open Interest |
89,960 |
191,123 |
+6,437 |
CAC 40(EURONEXT) |
Feb10 |
100208 |
3575.5 |
3616.5 |
3544.5 |
3607.5 |
+44.0 |
162,186 |
360,025 |
+17,591 |
Mar10 |
100208 |
3576.0 |
3617.0 |
3553.0 |
3608.5 |
+44.5 |
615 |
77,760 |
-59 |
Apr10 |
100208 |
3606.5 |
3609.5 |
3550.0 |
3609.5 |
+45.0 |
53 |
142 |
+33 |
Total Volume and Open Interest |
162,855 |
440,012 |
+17,557 |
Hang Seng Index(HKFE) |
Feb10 |
100208 |
19662 |
19666 |
19380 |
19515 |
-23 |
80,468 |
82,734 |
+6,412 |
Mar10 |
100208 |
19600 |
19600 |
19326 |
19450 |
-31 |
1,252 |
7,841 |
+725 |
Total Volume and Open Interest |
82,044 |
91,743 |
+7,198 |
DAX(EUREX) |
Mar10 |
100208 |
5443.5 |
5508.0 |
5424.0 |
5488.5 |
+31.5 |
228,064 |
153,327 |
+1,643 |
Jun10 |
100208 |
5466.5 |
5514.0 |
5433.0 |
5496.0 |
+30.0 |
357 |
10,589 |
+111 |
Sep10 |
100208 |
5486.5 |
5506.0 |
5442.0 |
5505.5 |
+31.0 |
167 |
956 |
+84 |
Total Volume and Open Interest |
228,588 |
164,872 |
+1,838 |
FT-SE 100(EURONEXT) |
Mar10 |
100208 |
5038.50 |
5081.50 |
4996.00 |
5056.00 |
+30.50 |
157,887 |
676,745 |
+5,563 |
Jun10 |
100208 |
5029.00 |
5029.00 |
4947.00 |
5006.00 |
+30.50 |
2,828 |
4,561 |
+2,365 |
Sep10 |
100208 |
4983.00 |
4983.00 |
4968.00 |
4968.00 |
+31.00 |
11 |
334 |
+11 |
Total Volume and Open Interest |
160,726 |
682,231 |
+7,939 |
SPI 200(SFE) |
Mar10 |
100208 |
4468.0 |
4517.0 |
4390.0 |
4473.0 |
-2.0 |
37,423 |
216,689 |
+6,749 |
Jun10 |
100208 |
4495.0 |
4521.0 |
4430.0 |
4488.0 |
-5.0 |
41 |
1,964 |
-1 |
Sep10 |
100208 |
4499.0 |
4499.0 |
4471.0 |
4471.0 |
-5.0 |
0 |
2,038 |
+0 |
Total Volume and Open Interest |
37,464 |
222,059 |
+6,748 |
GSCI(CME) |
Feb10 |
100208 |
476.00 |
481.00 |
475.50 |
480.50 |
+7.00 |
1,633 |
17,891 |
-317 |
Mar10 |
100208 |
480.00 |
487.00 |
479.50 |
484.85 |
+7.15 |
77 |
365 |
+75 |
Apr10 |
100208 |
483.40 |
488.25 |
483.00 |
488.25 |
+7.05 |
2 |
0 |
+0 |
Total Volume and Open Interest |
1,712 |
18,256 |
-242 |
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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