|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu February 11, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Mar10 |
100211 |
938.00 |
950.50 |
936.00 |
943.00 |
+5.50 |
120,623 |
151,129 |
-15,976 |
| May10 |
100211 |
947.00 |
959.00 |
945.00 |
952.00 |
+5.00 |
55,893 |
133,279 |
+8,825 |
| Jul10 |
100211 |
955.50 |
965.75 |
951.50 |
958.75 |
+4.25 |
28,019 |
77,840 |
+2,840 |
| Aug10 |
100211 |
953.00 |
958.50 |
949.50 |
954.25 |
+4.25 |
896 |
3,212 |
+328 |
| Sep10 |
100211 |
941.50 |
941.50 |
929.25 |
936.25 |
+4.75 |
1,509 |
2,970 |
+400 |
| Nov10 |
100211 |
915.00 |
926.00 |
912.25 |
922.50 |
+7.00 |
15,587 |
96,767 |
+2,463 |
| Jan11 |
100211 |
925.00 |
935.00 |
923.25 |
932.00 |
+7.00 |
174 |
5,267 |
+91 |
| Total Volume and Open Interest |
222,849 |
478,719 |
-977 |
| Soybean Meal(CBOT) |
| Mar10 |
100211 |
276.30 |
280.20 |
274.80 |
277.40 |
+1.00 |
32,189 |
60,516 |
-2,583 |
| May10 |
100211 |
270.00 |
273.20 |
269.10 |
271.00 |
+1.20 |
23,218 |
54,263 |
+5,281 |
| Jul10 |
100211 |
268.00 |
271.40 |
267.40 |
269.70 |
+1.70 |
10,467 |
36,160 |
+1,550 |
| Aug10 |
100211 |
266.00 |
268.00 |
265.00 |
266.90 |
+1.50 |
1,553 |
9,689 |
+459 |
| Sep10 |
100211 |
263.00 |
264.40 |
261.10 |
263.40 |
+2.00 |
1,850 |
8,928 |
+50 |
| Oct10 |
100211 |
252.30 |
257.00 |
252.30 |
255.50 |
+3.10 |
1,360 |
4,941 |
+17 |
| Dec10 |
100211 |
250.60 |
255.00 |
249.80 |
253.70 |
+3.10 |
4,822 |
22,764 |
+758 |
| Jan11 |
100211 |
253.20 |
255.50 |
252.00 |
254.90 |
+2.90 |
27 |
1,276 |
+20 |
| Total Volume and Open Interest |
75,672 |
201,425 |
+5,666 |
| Soybean Oil(CBOT) |
| Mar10 |
100211 |
38.35 |
38.68 |
37.96 |
38.14 |
-0.13 |
57,058 |
101,720 |
-8,578 |
| May10 |
100211 |
38.79 |
39.15 |
38.44 |
38.63 |
-0.12 |
39,532 |
78,083 |
+5,868 |
| Jul10 |
100211 |
39.29 |
39.59 |
38.89 |
39.08 |
-0.13 |
28,771 |
61,640 |
+5,169 |
| Aug10 |
100211 |
39.53 |
39.64 |
39.07 |
39.28 |
-0.11 |
6,561 |
7,631 |
+3,367 |
| Sep10 |
100211 |
39.72 |
39.72 |
39.27 |
39.38 |
-0.13 |
2,945 |
6,198 |
+51 |
| Oct10 |
100211 |
39.76 |
39.76 |
39.25 |
39.43 |
-0.13 |
2,143 |
4,714 |
+411 |
| Dec10 |
100211 |
39.89 |
40.13 |
39.47 |
39.68 |
-0.10 |
7,976 |
28,663 |
-262 |
| Jan11 |
100211 |
39.84 |
40.03 |
39.84 |
39.93 |
-0.10 |
0 |
472 |
+0 |
| Total Volume and Open Interest |
145,157 |
289,936 |
+6,145 |
| Canola(WCE) |
| Mar10 |
100211 |
388.2 |
390.3 |
383.1 |
384.3 |
-1.9 |
9,325 |
59,736 |
-3,385 |
| May10 |
100211 |
394.4 |
395.7 |
389.3 |
390.5 |
-1.9 |
6,654 |
43,489 |
+3,900 |
| Jul10 |
100211 |
398.2 |
399.6 |
394.0 |
395.0 |
-1.6 |
1,198 |
14,931 |
+753 |
| Nov10 |
100211 |
405.2 |
407.2 |
401.0 |
402.9 |
-1.7 |
906 |
12,540 |
+413 |
| Jan11 |
100211 |
410.0 |
410.0 |
404.3 |
406.2 |
-1.7 |
8 |
388 |
+0 |
| Total Volume and Open Interest |
18,098 |
131,291 |
+1,688 |
| Corn(CBOT) |
| Mar10 |
100211 |
361.75 |
365.00 |
359.50 |
363.25 |
+1.50 |
196,600 |
296,803 |
-40,588 |
| May10 |
100211 |
373.25 |
376.25 |
370.75 |
375.00 |
+1.75 |
95,130 |
302,292 |
+25,592 |
| Jul10 |
100211 |
383.75 |
386.50 |
381.50 |
385.75 |
+2.00 |
47,017 |
189,272 |
+13,836 |
| Sep10 |
100211 |
390.25 |
393.00 |
388.25 |
392.50 |
+2.25 |
8,674 |
52,118 |
+1,740 |
| Dec10 |
100211 |
395.50 |
399.25 |
394.00 |
398.50 |
+2.50 |
27,937 |
243,807 |
-2,044 |
| Mar11 |
100211 |
406.75 |
410.00 |
406.75 |
409.50 |
+2.75 |
2,259 |
25,345 |
-621 |
| Total Volume and Open Interest |
378,441 |
1,145,635 |
-1,956 |
| Wheat(CBOT) |
| Mar10 |
100211 |
497.75 |
501.50 |
486.00 |
493.50 |
-3.25 |
63,813 |
123,313 |
-11,766 |
| May10 |
100211 |
512.00 |
516.25 |
501.50 |
508.50 |
-3.25 |
36,017 |
114,920 |
+6,475 |
| Jul10 |
100211 |
524.00 |
529.00 |
513.50 |
521.25 |
-3.00 |
19,182 |
99,430 |
+3,790 |
| Sep10 |
100211 |
541.50 |
544.25 |
529.75 |
537.00 |
-3.00 |
1,309 |
22,984 |
+89 |
| Dec10 |
100211 |
566.50 |
568.50 |
555.50 |
561.75 |
-3.25 |
3,482 |
58,242 |
+1,047 |
| Total Volume and Open Interest |
124,762 |
434,580 |
-13 |
| Wheat(KCBT) |
| Mar10 |
100211 |
506.00 |
509.00 |
497.25 |
501.25 |
-4.50 |
12,460 |
34,527 |
-2,020 |
| May10 |
100211 |
516.50 |
519.50 |
509.00 |
512.75 |
-4.25 |
6,406 |
31,531 |
+1,953 |
| Jul10 |
100211 |
527.00 |
533.25 |
520.00 |
524.00 |
-4.00 |
2,893 |
33,479 |
+212 |
| Sep10 |
100211 |
539.00 |
540.75 |
532.00 |
535.50 |
-4.00 |
767 |
5,165 |
+238 |
| Dec10 |
100211 |
554.25 |
559.50 |
549.00 |
552.75 |
-4.00 |
2,088 |
40,157 |
+777 |
| Total Volume and Open Interest |
24,856 |
147,294 |
+1,317 |
| Wheat(MGE) |
| Mar10 |
100211 |
515.25 |
517.00 |
507.50 |
510.50 |
-4.75 |
3,262 |
12,833 |
-517 |
| May10 |
100211 |
527.75 |
528.25 |
520.00 |
521.00 |
-7.25 |
1,115 |
9,403 |
+243 |
| Jul10 |
100211 |
536.00 |
540.50 |
531.75 |
534.50 |
-3.50 |
496 |
10,028 |
+199 |
| Sep10 |
100211 |
550.00 |
552.00 |
543.50 |
546.50 |
-3.75 |
64 |
4,786 |
+16 |
| Dec10 |
100211 |
570.00 |
570.00 |
561.00 |
563.00 |
-6.00 |
316 |
5,975 |
+251 |
| Total Volume and Open Interest |
5,306 |
44,120 |
+229 |
| Oats(CBOT) |
| Mar10 |
100211 |
232.50 |
235.25 |
231.50 |
232.25 |
unch |
2,115 |
3,790 |
-957 |
| May10 |
100211 |
241.50 |
243.50 |
232.00 |
241.00 |
+0.25 |
1,262 |
6,123 |
+328 |
| Jul10 |
100211 |
251.00 |
252.00 |
249.00 |
249.25 |
unch |
1,029 |
2,144 |
+755 |
| Sep10 |
100211 |
257.25 |
257.25 |
257.25 |
257.25 |
unch |
0 |
372 |
+0 |
| Total Volume and Open Interest |
4,409 |
13,733 |
+128 |
| Rough Rice(CBOT) |
| Mar10 |
100211 |
14.34 |
14.40 |
14.29 |
14.36 |
+0.05 |
605 |
8,702 |
-253 |
| May10 |
100211 |
14.68 |
14.73 |
14.62 |
14.69 |
+0.06 |
523 |
4,126 |
+241 |
| Jul10 |
100211 |
14.88 |
14.94 |
14.85 |
14.94 |
+0.05 |
20 |
774 |
-3 |
| Sep10 |
100211 |
13.75 |
13.75 |
13.69 |
13.70 |
-0.05 |
68 |
1,020 |
+38 |
| Total Volume and Open Interest |
1,268 |
15,665 |
+55 |
| Live Cattle(CME) |
| Feb10 |
100211 |
88.750 |
89.600 |
88.500 |
89.400 |
+0.570 |
7,232 |
17,345 |
-2,918 |
| Apr10 |
100211 |
91.535 |
91.850 |
91.100 |
91.550 |
unch |
21,944 |
141,387 |
-555 |
| Jun10 |
100211 |
89.050 |
89.400 |
88.750 |
89.135 |
unch |
9,122 |
76,007 |
+1,095 |
| Aug10 |
100211 |
87.980 |
88.230 |
87.830 |
88.150 |
+0.050 |
3,465 |
26,959 |
+874 |
| Oct10 |
100211 |
90.600 |
90.850 |
90.400 |
90.700 |
unch |
1,813 |
16,594 |
+378 |
| Dec10 |
100211 |
91.750 |
91.950 |
91.430 |
91.950 |
+0.200 |
442 |
4,932 |
+132 |
| Total Volume and Open Interest |
44,248 |
285,530 |
-1,000 |
| Feeder Cattle(CME) |
| Mar10 |
100211 |
100.250 |
100.750 |
99.980 |
100.500 |
+0.250 |
3,502 |
12,846 |
-257 |
| Apr10 |
100211 |
101.035 |
101.600 |
100.800 |
101.535 |
+0.385 |
1,891 |
6,838 |
+652 |
| May10 |
100211 |
102.250 |
102.600 |
101.850 |
102.535 |
+0.305 |
1,024 |
6,495 |
+114 |
| Aug10 |
100211 |
103.300 |
103.830 |
103.200 |
103.785 |
+0.305 |
386 |
3,628 |
+143 |
| Sep10 |
100211 |
103.500 |
104.000 |
103.385 |
103.980 |
+0.480 |
93 |
278 |
+60 |
| Oct10 |
100211 |
102.750 |
103.700 |
102.750 |
103.600 |
+0.650 |
6 |
140 |
+6 |
| Nov10 |
100211 |
102.750 |
103.300 |
102.500 |
103.300 |
+0.200 |
0 |
29 |
+0 |
| Total Volume and Open Interest |
6,902 |
30,254 |
+718 |
| Lean Hogs(CME) |
| Feb10 |
100211 |
67.850 |
67.850 |
67.475 |
67.635 |
-0.265 |
2,161 |
8,530 |
-396 |
| Apr10 |
100211 |
67.975 |
68.330 |
67.250 |
67.680 |
-0.500 |
19,254 |
81,256 |
-1,279 |
| May10 |
100211 |
74.225 |
74.450 |
73.600 |
74.400 |
-0.235 |
244 |
4,671 |
+75 |
| Jun10 |
100211 |
77.150 |
77.535 |
76.475 |
77.285 |
+0.135 |
6,473 |
45,269 |
-123 |
| Jul10 |
100211 |
76.200 |
77.050 |
76.135 |
76.885 |
-0.165 |
3,160 |
15,957 |
+633 |
| Aug10 |
100211 |
75.900 |
76.400 |
75.500 |
76.400 |
-0.030 |
1,245 |
14,967 |
+669 |
| Oct10 |
100211 |
67.830 |
68.250 |
67.400 |
68.225 |
+0.175 |
1,254 |
7,716 |
+1,214 |
| Dec10 |
100211 |
65.750 |
65.830 |
65.350 |
65.800 |
+0.050 |
594 |
4,271 |
+901 |
| Total Volume and Open Interest |
34,466 |
183,204 |
+1,748 |
| Pork Bellies(CME) |
| Feb10 |
100211 |
83.600 |
86.500 |
83.600 |
85.500 |
+2.000 |
3 |
35 |
-13 |
| Mar10 |
100211 |
84.600 |
85.600 |
84.400 |
85.000 |
+0.500 |
23 |
156 |
-5 |
| May10 |
100211 |
87.750 |
87.750 |
86.000 |
86.750 |
+0.500 |
0 |
158 |
+0 |
| Jul10 |
100211 |
90.750 |
90.750 |
90.000 |
90.750 |
unch |
0 |
50 |
+0 |
| Aug10 |
100211 |
85.500 |
85.500 |
85.500 |
85.500 |
unch |
0 |
22 |
+0 |
| Total Volume and Open Interest |
26 |
421 |
-18 |
| Class III Milk(CME) |
| Feb10 |
100211 |
14.31 |
14.32 |
14.19 |
14.24 |
-0.06 |
98 |
3,949 |
-55 |
| Mar10 |
100211 |
14.14 |
14.25 |
13.84 |
13.96 |
-0.18 |
169 |
3,749 |
-35 |
| Apr10 |
100211 |
13.84 |
13.93 |
13.60 |
13.60 |
-0.22 |
96 |
3,556 |
+8 |
| May10 |
100211 |
13.92 |
14.01 |
13.57 |
13.62 |
-0.28 |
54 |
2,864 |
+7 |
| Jun10 |
100211 |
14.28 |
14.33 |
13.84 |
13.95 |
-0.30 |
101 |
2,393 |
+8 |
| Total Volume and Open Interest |
771 |
27,834 |
+41 |
| Cocoa(ICE) |
| Mar10 |
100211 |
3027 |
3100 |
3006 |
3089 |
+77 |
9,878 |
9,483 |
-5,161 |
| May10 |
100211 |
3034 |
3125 |
3032 |
3116 |
+76 |
12,866 |
68,342 |
+2,500 |
| Jul10 |
100211 |
3062 |
3150 |
3062 |
3144 |
+77 |
2,062 |
17,975 |
+541 |
| Sep10 |
100211 |
3101 |
3167 |
3101 |
3163 |
+78 |
538 |
8,730 |
+135 |
| Dec10 |
100211 |
3131 |
3196 |
3131 |
3192 |
+76 |
439 |
6,284 |
+34 |
| Mar11 |
100211 |
3180 |
3220 |
3180 |
3216 |
+70 |
129 |
11,185 |
+39 |
| May11 |
100211 |
3175 |
3214 |
3175 |
3214 |
+68 |
0 |
4,571 |
+0 |
| Total Volume and Open Interest |
25,912 |
129,088 |
-1,912 |
| Coffee "C"(ICE) |
| Mar10 |
100211 |
132.75 |
134.10 |
131.65 |
132.20 |
unch |
16,039 |
42,788 |
-2,514 |
| May10 |
100211 |
133.80 |
135.45 |
133.10 |
133.65 |
-0.15 |
11,987 |
56,461 |
+7,605 |
| Jul10 |
100211 |
135.80 |
136.70 |
134.90 |
135.15 |
-0.15 |
1,376 |
15,612 |
+472 |
| Sep10 |
100211 |
136.70 |
138.25 |
136.40 |
136.50 |
-0.25 |
320 |
7,782 |
+54 |
| Dec10 |
100211 |
138.90 |
139.40 |
138.10 |
138.25 |
-0.30 |
185 |
7,009 |
+260 |
| Mar11 |
100211 |
141.05 |
141.05 |
139.85 |
139.85 |
-0.30 |
127 |
4,344 |
+82 |
| Total Volume and Open Interest |
30,070 |
134,866 |
+5,995 |
| Orange Juice(ICE) |
| Mar10 |
100211 |
137.05 |
137.40 |
133.40 |
134.30 |
-2.65 |
2,102 |
16,113 |
-426 |
| May10 |
100211 |
140.40 |
140.60 |
136.80 |
137.80 |
-2.60 |
699 |
11,708 |
+94 |
| Jul10 |
100211 |
144.00 |
144.00 |
140.50 |
141.15 |
-2.50 |
135 |
4,506 |
+24 |
| Sep10 |
100211 |
142.75 |
142.75 |
141.25 |
141.70 |
-2.60 |
39 |
1,132 |
+10 |
| Nov10 |
100211 |
142.00 |
142.00 |
141.00 |
141.00 |
-2.85 |
14 |
400 |
+0 |
| Jan11 |
100211 |
142.45 |
142.50 |
142.45 |
142.50 |
-3.85 |
16 |
596 |
+3 |
| Total Volume and Open Interest |
3,024 |
34,677 |
-283 |
| Sugar #11(ICE) |
| Mar10 |
100211 |
26.78 |
27.67 |
26.55 |
27.53 |
+0.89 |
53,067 |
201,719 |
-11,372 |
| May10 |
100211 |
25.95 |
27.04 |
25.86 |
26.90 |
+0.97 |
47,370 |
202,559 |
+11,356 |
| Jul10 |
100211 |
24.08 |
24.64 |
23.86 |
24.56 |
+0.60 |
14,624 |
170,682 |
-947 |
| Oct10 |
100211 |
22.30 |
22.60 |
22.10 |
22.52 |
+0.25 |
4,415 |
151,879 |
+880 |
| Mar11 |
100211 |
20.57 |
20.85 |
20.55 |
20.72 |
+0.07 |
2,137 |
56,819 |
+432 |
| Total Volume and Open Interest |
124,171 |
859,532 |
+839 |
| London Cocoa(LCE) |
| Mar10 |
100201 |
2230 |
2249 |
2221 |
2225 |
-8 |
|
|
|
| May10 |
100212 |
2266 |
2283 |
2227 |
2261 |
+5 |
2,881 |
43,078 |
+1,010 |
| Jul10 |
100212 |
2247 |
2260 |
2211 |
2241 |
+4 |
1,010 |
30,337 |
-275 |
| Sep10 |
100212 |
2225 |
2234 |
2193 |
2220 |
+1 |
376 |
16,230 |
+75 |
| Dec10 |
100212 |
2197 |
2212 |
2172 |
2198 |
+1 |
373 |
11,696 |
+0 |
| Mar11 |
091231 |
2097 |
2123 |
2097 |
2119 |
+1 |
8 |
8,491 |
-73 |
| May11 |
100212 |
2182 |
2182 |
2182 |
2182 |
+7 |
2 |
1,538 |
+0 |
| Total Volume and Open Interest |
8,015 |
155,705 |
-77 |
| London Sugar(LCE) |
| May10 |
100212 |
743.20 |
750.60 |
731.00 |
736.00 |
-1.60 |
5,965 |
39,817 |
+798 |
| Aug10 |
100212 |
692.60 |
700.50 |
681.00 |
686.60 |
-1.10 |
1,596 |
15,055 |
-494 |
| Oct10 |
100212 |
621.90 |
624.50 |
608.30 |
615.50 |
+0.30 |
227 |
7,326 |
+122 |
| Dec10 |
100212 |
574.00 |
574.00 |
559.40 |
569.40 |
-1.80 |
14 |
1,744 |
+14 |
| Mar11 |
100212 |
542.30 |
543.40 |
532.60 |
543.40 |
-2.80 |
17 |
769 |
+13 |
| Total Volume and Open Interest |
13,892 |
74,624 |
-3,476 |
| Cotton(ICE) |
| Mar10 |
100211 |
72.82 |
73.26 |
72.26 |
72.92 |
+0.10 |
21,875 |
49,126 |
-5,944 |
| May10 |
100211 |
73.60 |
74.09 |
73.06 |
73.81 |
+0.18 |
20,439 |
55,638 |
+4,136 |
| Jul10 |
100211 |
74.50 |
74.82 |
73.94 |
74.65 |
+0.04 |
9,441 |
32,191 |
+3,021 |
| Oct10 |
100211 |
72.99 |
72.99 |
72.99 |
72.99 |
-0.25 |
1 |
204 |
+0 |
| Dec10 |
100211 |
71.99 |
72.75 |
71.80 |
72.70 |
+0.19 |
2,348 |
22,859 |
+650 |
| Mar11 |
100211 |
74.25 |
74.90 |
74.25 |
74.70 |
+0.51 |
118 |
2,339 |
+79 |
| Total Volume and Open Interest |
54,240 |
164,093 |
+1,953 |
| Lumber(CME) |
| Mar10 |
100211 |
262.0 |
267.0 |
260.0 |
264.0 |
+2.4 |
521 |
3,284 |
-74 |
| May10 |
100211 |
277.9 |
283.0 |
276.7 |
281.1 |
+4.1 |
529 |
5,040 |
-31 |
| Jul10 |
100211 |
283.5 |
289.8 |
283.5 |
289.8 |
+4.3 |
122 |
1,415 |
+21 |
| Sep10 |
100211 |
279.8 |
283.3 |
279.7 |
283.3 |
+3.5 |
30 |
563 |
+26 |
| Total Volume and Open Interest |
1,207 |
10,328 |
-58 |
| Crude Oil(NYM) |
| Mar10 |
100211 |
74.65 |
75.69 |
73.38 |
75.28 |
+0.76 |
429,845 |
222,137 |
-37,055 |
| Apr10 |
100211 |
74.98 |
76.13 |
73.80 |
75.72 |
+0.83 |
168,989 |
185,636 |
+19,194 |
| May10 |
100211 |
75.43 |
76.59 |
74.28 |
76.23 |
+0.89 |
71,174 |
123,694 |
+10,440 |
| Jun10 |
100211 |
75.83 |
77.08 |
74.77 |
76.73 |
+0.90 |
46,945 |
129,428 |
+1,469 |
| Jul10 |
100211 |
76.39 |
77.50 |
75.24 |
77.21 |
+0.90 |
15,629 |
49,114 |
+4,172 |
| Aug10 |
100211 |
76.90 |
77.72 |
75.65 |
77.63 |
+0.89 |
8,637 |
25,482 |
-1,138 |
| Sep10 |
100211 |
77.01 |
78.07 |
76.04 |
78.02 |
+0.88 |
7,223 |
30,404 |
+1,158 |
| Oct10 |
100211 |
77.75 |
78.42 |
76.46 |
78.42 |
+0.87 |
5,515 |
18,541 |
+1,426 |
| Nov10 |
100211 |
78.02 |
78.84 |
76.87 |
78.84 |
+0.87 |
5,296 |
21,880 |
-411 |
| Dec10 |
100211 |
78.40 |
79.55 |
77.33 |
79.27 |
+0.86 |
23,513 |
186,475 |
-1,448 |
| Jan11 |
100211 |
78.74 |
79.59 |
77.66 |
79.59 |
+0.85 |
1,023 |
20,756 |
-379 |
| Feb11 |
100211 |
78.52 |
79.90 |
77.98 |
79.90 |
+0.83 |
968 |
15,228 |
+109 |
| Mar11 |
100211 |
80.20 |
80.20 |
80.20 |
80.20 |
+0.83 |
454 |
9,515 |
+53 |
| Apr11 |
100211 |
80.47 |
80.47 |
80.47 |
80.47 |
+0.83 |
150 |
10,939 |
+47 |
| May11 |
100211 |
80.72 |
80.72 |
80.72 |
80.72 |
+0.83 |
172 |
3,972 |
-26 |
| Jun11 |
100211 |
80.95 |
80.95 |
80.95 |
80.95 |
+0.83 |
726 |
22,741 |
+166 |
| Total Volume and Open Interest |
793,740 |
1,307,602 |
-1,031 |
| 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 |
100211 |
74.925 |
76.100 |
73.775 |
75.725 |
+0.825 |
650 |
1,267 |
+18 |
| May10 |
100211 |
75.550 |
76.550 |
74.975 |
76.225 |
+0.875 |
125 |
291 |
+37 |
| Jun10 |
100211 |
75.975 |
76.725 |
75.550 |
76.725 |
+0.900 |
34 |
178 |
+12 |
| Jul10 |
100211 |
76.100 |
77.200 |
76.100 |
77.200 |
+0.900 |
3 |
15 |
-1 |
| Aug10 |
100211 |
77.625 |
77.625 |
77.625 |
77.625 |
+0.875 |
0 |
3 |
+0 |
| Sep10 |
100211 |
78.025 |
78.025 |
78.025 |
78.025 |
+0.875 |
0 |
2 |
+0 |
| Oct10 |
100211 |
78.425 |
78.425 |
78.425 |
78.425 |
+0.875 |
2 |
10 |
+0 |
| Nov10 |
100211 |
78.850 |
78.850 |
78.850 |
78.850 |
+0.875 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
15,218 |
5,667 |
-567 |
| Heating Oil(NYM) |
| Mar10 |
100211 |
194.96 |
197.67 |
192.41 |
196.30 |
+1.61 |
47,978 |
76,050 |
-4,769 |
| Apr10 |
100211 |
195.70 |
198.36 |
193.12 |
197.12 |
+1.70 |
18,883 |
52,836 |
+3,236 |
| May10 |
100211 |
196.70 |
199.00 |
194.10 |
197.97 |
+1.72 |
10,587 |
33,127 |
+1,081 |
| Jun10 |
100211 |
198.02 |
200.24 |
195.53 |
199.04 |
+1.72 |
6,611 |
40,437 |
+969 |
| Jul10 |
100211 |
199.88 |
201.41 |
197.57 |
200.92 |
+1.73 |
2,197 |
15,704 |
+746 |
| Aug10 |
100211 |
203.04 |
203.45 |
201.26 |
202.93 |
+1.76 |
1,009 |
9,018 |
+200 |
| Sep10 |
100211 |
203.63 |
205.64 |
201.46 |
205.09 |
+1.77 |
711 |
9,966 |
+116 |
| Oct10 |
100211 |
208.00 |
208.00 |
205.71 |
207.52 |
+1.77 |
1,007 |
8,667 |
-237 |
| Nov10 |
100211 |
208.76 |
209.89 |
208.08 |
209.89 |
+1.77 |
1,153 |
7,078 |
+193 |
| Dec10 |
100211 |
211.57 |
212.65 |
208.33 |
212.25 |
+1.77 |
2,336 |
24,395 |
+115 |
| Jan11 |
100211 |
215.25 |
215.25 |
214.64 |
214.64 |
+1.77 |
363 |
12,077 |
+50 |
| Feb11 |
100211 |
214.25 |
215.99 |
212.50 |
215.99 |
+1.77 |
244 |
4,770 |
-32 |
| Total Volume and Open Interest |
93,301 |
313,712 |
+1,743 |
| Gasoline(NYMEX) |
| Mar10 |
100211 |
193.04 |
194.65 |
189.23 |
193.57 |
+0.67 |
54,537 |
68,516 |
-4,863 |
| Apr10 |
100211 |
205.50 |
207.41 |
202.17 |
206.57 |
+1.50 |
33,806 |
49,397 |
+2,568 |
| May10 |
100211 |
207.50 |
208.80 |
204.10 |
208.07 |
+1.56 |
15,308 |
35,589 |
+2,244 |
| Jun10 |
100211 |
208.00 |
209.16 |
204.50 |
208.58 |
+1.61 |
7,738 |
29,495 |
+1,236 |
| Jul10 |
100211 |
207.50 |
208.40 |
205.43 |
208.34 |
+1.70 |
3,037 |
17,472 |
+878 |
| Aug10 |
100211 |
207.14 |
207.62 |
206.62 |
207.62 |
+1.74 |
1,470 |
8,704 |
+164 |
| Sep10 |
100211 |
204.99 |
206.73 |
203.96 |
206.73 |
+1.77 |
1,744 |
15,078 |
+139 |
| Oct10 |
100211 |
196.93 |
196.93 |
196.93 |
196.93 |
+1.80 |
982 |
5,166 |
+34 |
| Nov10 |
100211 |
193.19 |
196.15 |
193.19 |
196.15 |
+1.85 |
516 |
11,333 |
-77 |
| Dec10 |
100211 |
192.98 |
196.21 |
192.98 |
196.21 |
+1.86 |
1,153 |
10,269 |
+541 |
| Total Volume and Open Interest |
120,302 |
258,438 |
+2,864 |
| e-miNY RBOB Gasoline(NYM) |
| Mar10 |
100211 |
193.60 |
193.60 |
193.57 |
193.60 |
+0.70 |
0 |
7 |
+0 |
| Apr10 |
100211 |
206.60 |
206.60 |
206.57 |
206.60 |
+1.50 |
|
|
|
| May10 |
100211 |
208.10 |
208.10 |
208.07 |
208.10 |
+1.60 |
|
|
|
| Jun10 |
100211 |
208.60 |
208.60 |
208.58 |
208.60 |
+1.60 |
|
|
|
| Total Volume and Open Interest |
0 |
7 |
+0 |
| Natural Gas(NYM) |
| Mar10 |
100211 |
5.297 |
5.416 |
5.286 |
5.396 |
+0.104 |
148,510 |
142,354 |
-24,214 |
| Apr10 |
100211 |
5.288 |
5.395 |
5.273 |
5.383 |
+0.105 |
69,154 |
111,039 |
+2,112 |
| May10 |
100211 |
5.367 |
5.455 |
5.342 |
5.443 |
+0.103 |
51,258 |
102,741 |
+11,040 |
| Jun10 |
100211 |
5.505 |
5.530 |
5.412 |
5.520 |
+0.100 |
9,554 |
37,197 |
+1,219 |
| Jul10 |
100211 |
5.563 |
5.607 |
5.507 |
5.599 |
+0.097 |
8,060 |
30,663 |
+1,200 |
| Aug10 |
100211 |
5.658 |
5.661 |
5.590 |
5.660 |
+0.094 |
4,577 |
35,596 |
-286 |
| Sep10 |
100211 |
5.669 |
5.695 |
5.599 |
5.693 |
+0.093 |
4,683 |
25,174 |
+1,280 |
| Oct10 |
100211 |
5.805 |
5.805 |
5.703 |
5.795 |
+0.092 |
8,437 |
54,344 |
+569 |
| Nov10 |
100211 |
6.070 |
6.090 |
6.008 |
6.090 |
+0.085 |
972 |
12,520 |
+114 |
| Dec10 |
100211 |
6.336 |
6.409 |
6.336 |
6.405 |
+0.078 |
1,377 |
24,434 |
+273 |
| Jan11 |
100211 |
6.594 |
6.636 |
6.540 |
6.625 |
+0.075 |
4,064 |
32,145 |
+337 |
| Feb11 |
100211 |
6.542 |
6.590 |
6.542 |
6.585 |
+0.072 |
852 |
11,216 |
+431 |
| Mar11 |
100211 |
6.401 |
6.404 |
6.358 |
6.402 |
+0.067 |
2,027 |
23,385 |
-70 |
| Apr11 |
100211 |
5.942 |
5.964 |
5.929 |
5.957 |
+0.040 |
1,266 |
24,392 |
+427 |
| May11 |
100211 |
5.917 |
5.927 |
5.917 |
5.927 |
+0.035 |
117 |
9,874 |
+51 |
| Jun11 |
100211 |
5.965 |
5.972 |
5.965 |
5.972 |
+0.035 |
43 |
4,415 |
+2 |
| Total Volume and Open Interest |
316,016 |
775,827 |
-5,256 |
| Brent Crude Oil(ICE) |
| Mar10 |
100211 |
72.80 |
73.58 |
72.02 |
73.05 |
+0.51 |
171,631 |
48,466 |
-27,439 |
| Apr10 |
100211 |
73.42 |
74.40 |
72.25 |
74.12 |
+1.00 |
129,581 |
182,010 |
-5,451 |
| May10 |
100211 |
74.00 |
74.97 |
72.83 |
74.71 |
+1.02 |
52,342 |
130,469 |
+4,821 |
| Jun10 |
100211 |
74.58 |
75.53 |
73.44 |
75.30 |
+1.02 |
35,593 |
98,618 |
+1,674 |
| Jul10 |
100211 |
75.11 |
75.89 |
74.02 |
75.84 |
+1.01 |
10,643 |
29,814 |
+1,563 |
| Aug10 |
100211 |
75.61 |
76.40 |
74.53 |
76.32 |
+0.99 |
5,036 |
21,778 |
+868 |
| Sep10 |
100211 |
76.06 |
76.85 |
74.99 |
76.76 |
+0.96 |
4,331 |
14,332 |
+1 |
| Oct10 |
100211 |
76.53 |
77.24 |
75.44 |
77.20 |
+0.94 |
3,243 |
16,459 |
+158 |
| Nov10 |
100211 |
76.95 |
77.79 |
75.89 |
77.62 |
+0.91 |
2,730 |
13,531 |
+260 |
| Dec10 |
100211 |
77.44 |
78.30 |
76.35 |
78.06 |
+0.89 |
12,009 |
82,267 |
-76 |
| Jan11 |
100211 |
78.46 |
78.48 |
78.46 |
78.48 |
+0.89 |
1,666 |
11,803 |
-236 |
| Feb11 |
100211 |
78.90 |
78.90 |
78.90 |
78.90 |
+0.90 |
1,113 |
6,011 |
-198 |
| Mar11 |
100211 |
79.30 |
79.30 |
79.30 |
79.30 |
+0.90 |
641 |
5,621 |
+176 |
| Apr11 |
100211 |
79.69 |
79.69 |
79.69 |
79.69 |
+0.90 |
146 |
2,649 |
+49 |
| Total Volume and Open Interest |
433,588 |
773,780 |
-24,331 |
| Gas Oil(ICE) |
| Mar10 |
100211 |
596.50 |
604.50 |
588.75 |
596.00 |
+11.75 |
101,550 |
170,069 |
-2,810 |
| Apr10 |
100211 |
602.25 |
610.00 |
594.50 |
602.00 |
+11.75 |
55,313 |
104,414 |
+7,190 |
| May10 |
100211 |
606.75 |
615.50 |
601.00 |
607.75 |
+11.50 |
22,714 |
52,249 |
+2,773 |
| Jun10 |
100211 |
613.00 |
621.50 |
607.75 |
613.50 |
+11.50 |
17,415 |
42,773 |
-923 |
| Jul10 |
100211 |
620.75 |
625.50 |
618.00 |
619.50 |
+11.25 |
4,265 |
20,619 |
+112 |
| Aug10 |
100211 |
626.50 |
631.75 |
625.50 |
625.50 |
+11.00 |
2,264 |
22,629 |
-502 |
| Sep10 |
100211 |
633.75 |
637.75 |
631.00 |
631.50 |
+11.00 |
3,400 |
23,040 |
+352 |
| Oct10 |
100211 |
640.50 |
643.50 |
636.75 |
637.50 |
+11.25 |
2,025 |
14,318 |
+620 |
| Nov10 |
100211 |
647.25 |
647.25 |
640.75 |
642.00 |
+11.25 |
1,258 |
14,226 |
+173 |
| Dec10 |
100211 |
645.75 |
654.00 |
640.00 |
646.25 |
+11.25 |
8,312 |
81,024 |
-574 |
| Total Volume and Open Interest |
255,534 |
669,992 |
-830 |
| Ethanol(CBOT) |
| Feb10 |
100203 |
1.810 |
1.810 |
1.810 |
1.810 |
-0.007 |
31 |
264 |
-38 |
| Mar10 |
100211 |
1.750 |
1.750 |
1.725 |
1.729 |
-0.019 |
57 |
825 |
-27 |
| Apr10 |
100211 |
1.735 |
1.735 |
1.730 |
1.732 |
-0.019 |
126 |
1,486 |
-29 |
| May10 |
100211 |
1.735 |
1.737 |
1.732 |
1.737 |
-0.020 |
83 |
779 |
+8 |
| Jun10 |
100211 |
1.735 |
1.737 |
1.735 |
1.737 |
-0.018 |
79 |
742 |
+23 |
| Jul10 |
100211 |
1.737 |
1.739 |
1.737 |
1.737 |
-0.018 |
31 |
1,022 |
+10 |
| Aug10 |
100211 |
1.720 |
1.720 |
1.718 |
1.719 |
-0.017 |
10 |
642 |
+10 |
| Sep10 |
100211 |
1.730 |
1.730 |
1.719 |
1.720 |
-0.010 |
10 |
617 |
+10 |
| Total Volume and Open Interest |
436 |
8,107 |
+45 |
| US Dollar Index(ICE) |
| Mar10 |
100211 |
80.020 |
80.600 |
79.820 |
80.100 |
-0.040 |
41,765 |
54,063 |
-2,002 |
| Jun10 |
100211 |
80.220 |
80.880 |
80.150 |
80.400 |
-0.040 |
1,561 |
4,874 |
-42 |
| Sep10 |
100211 |
80.620 |
80.620 |
80.620 |
80.620 |
-0.040 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
43,326 |
58,939 |
-2,044 |
| Australian Dollar(CME) |
| Mar10 |
100211 |
87.28 |
88.95 |
87.25 |
88.89 |
+1.50 |
131,847 |
94,220 |
+958 |
| Jun10 |
100211 |
86.61 |
88.04 |
86.55 |
88.01 |
+1.46 |
856 |
5,383 |
+196 |
| Sep10 |
100211 |
86.51 |
87.09 |
85.69 |
87.09 |
+1.40 |
2 |
33 |
+2 |
| Total Volume and Open Interest |
132,705 |
99,643 |
+1,156 |
| British Pound(CME) |
| Mar10 |
100211 |
155.98 |
157.14 |
155.55 |
156.92 |
+1.07 |
151,950 |
115,135 |
+6,436 |
| Jun10 |
100211 |
155.93 |
157.03 |
155.48 |
156.82 |
+1.07 |
190 |
1,102 |
-14 |
| Sep10 |
100211 |
156.75 |
156.75 |
155.68 |
156.75 |
+1.07 |
0 |
83 |
+0 |
| Total Volume and Open Interest |
152,140 |
116,362 |
+6,422 |
| Canadian Dollar(CME) |
| Mar10 |
100211 |
94.10 |
95.42 |
94.08 |
95.26 |
+1.06 |
95,581 |
80,094 |
+1,043 |
| Jun10 |
100211 |
94.07 |
95.40 |
94.07 |
95.25 |
+1.06 |
555 |
2,690 |
+97 |
| Sep10 |
100211 |
94.96 |
95.30 |
94.18 |
95.23 |
+1.05 |
4 |
788 |
+2 |
| Dec10 |
100211 |
94.38 |
95.24 |
94.13 |
95.17 |
+1.04 |
34 |
674 |
+13 |
| Total Volume and Open Interest |
96,174 |
84,317 |
+1,155 |
| Japanese Yen(CME) |
| Mar10 |
100211 |
111.18 |
111.66 |
110.95 |
111.44 |
+0.19 |
123,266 |
119,214 |
+1,639 |
| Jun10 |
100211 |
111.23 |
111.62 |
111.02 |
111.50 |
+0.19 |
143 |
626 |
-14 |
| Sep10 |
100211 |
111.56 |
111.60 |
111.41 |
111.60 |
+0.19 |
0 |
196 |
+0 |
| Total Volume and Open Interest |
123,409 |
120,060 |
+1,625 |
| Swiss Franc(CME) |
| Mar10 |
100211 |
93.70 |
94.12 |
92.75 |
93.44 |
-0.23 |
62,951 |
42,164 |
+2,132 |
| Jun10 |
100211 |
93.93 |
94.09 |
92.82 |
93.50 |
-0.23 |
19 |
182 |
-4 |
| Sep10 |
100211 |
93.58 |
93.91 |
93.17 |
93.58 |
-0.24 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
62,972 |
42,359 |
+2,126 |
| EuroFX(CME) |
| Mar10 |
100211 |
137.33 |
138.01 |
135.94 |
136.87 |
-0.48 |
431,230 |
194,283 |
+6,069 |
| Jun10 |
100211 |
137.36 |
137.96 |
135.93 |
136.84 |
-0.48 |
1,137 |
2,458 |
+53 |
| Sep10 |
100211 |
136.31 |
137.25 |
136.07 |
136.78 |
-0.47 |
1 |
674 |
+0 |
| Total Volume and Open Interest |
432,370 |
197,457 |
+6,123 |
| Mexican Peso(CME) |
| Feb10 |
100211 |
771.0 |
771.0 |
764.2 |
771.0 |
+6.8 |
0 |
2 |
+0 |
| Mar10 |
100211 |
758.5 |
771.0 |
758.5 |
768.0 |
+6.8 |
24,466 |
84,198 |
-1,697 |
| Total Volume and Open Interest |
24,470 |
85,916 |
-1,699 |
| 30-Year T-Bonds(CBOT) |
| Mar10 |
100211 |
117~180 |
117~270 |
116~230 |
117~110 |
-0~070 |
|
|
|
| Jun10 |
100211 |
115~270 |
116~100 |
115~080 |
115~240 |
-0~100 |
1,458 |
15,382 |
+47 |
| Sep10 |
100211 |
114~040 |
114~250 |
114~040 |
114~150 |
-0~100 |
2 |
16 |
+1 |
| Total Volume and Open Interest |
325,363 |
670,838 |
-5,444 |
| 10-Year T-Notes(CBOT) |
| Mar10 |
100211 |
117~295 |
118~015 |
117~160 |
117~245 |
-0~045 |
1,183,893 |
1,389,369 |
-8,396 |
| Jun10 |
100211 |
116~135 |
116~160 |
116~040 |
116~100 |
-0~050 |
2,619 |
21,018 |
+831 |
| Sep10 |
100211 |
114~275 |
115~010 |
114~275 |
114~275 |
-0~055 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
1,186,512 |
1,410,391 |
-7,565 |
| 5-Year T-Notes(CBOT) |
| Mar10 |
100211 |
116~053 |
116~053 |
116~052 |
116~052 |
-0~002 |
|
|
|
| Jun10 |
100211 |
115~026 |
115~032 |
115~005 |
115~026 |
-0~003 |
1,025 |
10,594 |
+914 |
| Sep10 |
100211 |
114~000 |
114~004 |
114~000 |
114~000 |
-0~004 |
|
|
|
| Total Volume and Open Interest |
520,512 |
940,994 |
+10,510 |
| 2 Year T-Notes(CBOT) |
| Mar10 |
100211 |
108~117 |
108~122 |
108~112 |
108~119 |
+0~002 |
|
|
|
| Jun10 |
100211 |
108~049 |
108~050 |
108~045 |
108~050 |
+0~002 |
13,462 |
39,310 |
+7,729 |
| Sep10 |
100211 |
107~109 |
107~109 |
107~107 |
107~109 |
+0~002 |
|
|
|
| Total Volume and Open Interest |
335,175 |
995,263 |
+5,751 |
| Eurodollars(CME) |
| Mar10 |
100211 |
99.710 |
99.715 |
99.705 |
99.710 |
unch |
122,777 |
1,184,439 |
-20,620 |
| Jun10 |
100211 |
99.560 |
99.580 |
99.560 |
99.570 |
+0.005 |
192,913 |
1,098,393 |
-12,542 |
| Sep10 |
100211 |
99.310 |
99.325 |
99.300 |
99.310 |
+0.005 |
232,082 |
928,713 |
-4,799 |
| Dec10 |
100211 |
98.965 |
98.995 |
98.955 |
98.975 |
+0.005 |
277,377 |
897,797 |
-901 |
| Mar11 |
100211 |
98.600 |
98.640 |
98.585 |
98.625 |
+0.015 |
309,084 |
614,053 |
-20,531 |
| Jun11 |
100211 |
98.245 |
98.280 |
98.220 |
98.265 |
+0.025 |
233,925 |
731,818 |
+3,616 |
| Sep11 |
100211 |
97.890 |
97.930 |
97.865 |
97.915 |
+0.025 |
178,735 |
558,529 |
-36 |
| Dec11 |
100211 |
97.550 |
97.595 |
97.525 |
97.575 |
+0.020 |
147,944 |
372,406 |
-354 |
| Mar12 |
100211 |
97.255 |
97.295 |
97.225 |
97.275 |
+0.015 |
64,202 |
259,582 |
+2,301 |
| Jun12 |
100211 |
96.965 |
96.995 |
96.925 |
96.975 |
+0.010 |
71,376 |
221,828 |
-2,566 |
| Sep12 |
100211 |
96.700 |
96.725 |
96.655 |
96.705 |
+0.005 |
49,492 |
128,058 |
-1,340 |
| Dec12 |
100211 |
96.440 |
96.470 |
96.395 |
96.445 |
unch |
39,128 |
108,783 |
+163 |
| Mar13 |
100211 |
96.230 |
96.270 |
96.190 |
96.240 |
unch |
9,711 |
76,272 |
+403 |
| Jun13 |
100211 |
96.050 |
96.075 |
95.985 |
96.040 |
unch |
9,757 |
60,588 |
-383 |
| Sep13 |
100211 |
95.870 |
95.895 |
95.805 |
95.855 |
-0.005 |
7,849 |
52,686 |
+268 |
| Dec13 |
100211 |
95.685 |
95.710 |
95.620 |
95.670 |
-0.005 |
6,926 |
34,070 |
+461 |
| Mar14 |
100211 |
95.530 |
95.555 |
95.475 |
95.525 |
-0.005 |
3,784 |
34,347 |
-217 |
| Jun14 |
100211 |
95.400 |
95.415 |
95.330 |
95.375 |
-0.010 |
3,998 |
29,415 |
+432 |
| Total Volume and Open Interest |
1,975,554 |
7,600,103 |
-54,724 |
| 30 Day Federal Funds(CBOT) |
| Feb10 |
100211 |
99.868 |
99.870 |
99.868 |
99.868 |
unch |
2,924 |
85,999 |
-1,678 |
| Mar10 |
100211 |
99.855 |
99.860 |
99.850 |
99.855 |
+0.005 |
3,237 |
55,627 |
-254 |
| Apr10 |
100211 |
99.840 |
99.845 |
99.835 |
99.835 |
unch |
5,265 |
68,337 |
+276 |
| May10 |
100211 |
99.815 |
99.815 |
99.810 |
99.815 |
unch |
6,303 |
64,139 |
-504 |
| Jun10 |
100211 |
99.795 |
99.795 |
99.790 |
99.795 |
unch |
6,935 |
54,708 |
-415 |
| Jul10 |
100211 |
99.755 |
99.760 |
99.755 |
99.755 |
unch |
6,743 |
54,004 |
+1,207 |
| Total Volume and Open Interest |
59,652 |
551,306 |
+5,066 |
| 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 |
100211 |
99.575 |
99.575 |
99.575 |
99.575 |
unch |
0 |
1,338 |
+0 |
| Jun10 |
100211 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
0 |
80 |
+0 |
| Sep10 |
100211 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
0 |
230 |
+0 |
| Dec10 |
100211 |
99.630 |
99.630 |
99.630 |
99.630 |
unch |
0 |
242 |
+0 |
| Mar11 |
100211 |
99.620 |
99.620 |
99.620 |
99.620 |
unch |
|
|
|
| Jun11 |
100211 |
99.595 |
99.595 |
99.595 |
99.595 |
unch |
|
|
|
| Sep11 |
100211 |
99.595 |
99.595 |
99.595 |
99.595 |
unch |
|
|
|
| Dec11 |
100211 |
99.525 |
99.525 |
99.525 |
99.525 |
unch |
|
|
|
| Mar12 |
100211 |
99.490 |
99.490 |
99.490 |
99.490 |
unch |
|
|
|
| Jun12 |
100211 |
99.540 |
99.540 |
99.540 |
99.540 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
1,890 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Mar10 |
100211 |
99.57 |
99.58 |
99.57 |
99.57 |
unch |
3 |
4,224 |
-61 |
| Jun10 |
100211 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
1,622 |
+89 |
| Sep10 |
100211 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
2,022 |
+101 |
| Dec10 |
100211 |
99.63 |
99.63 |
99.63 |
99.63 |
unch |
0 |
1,538 |
+100 |
| Mar11 |
100211 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
664 |
+0 |
| Jun11 |
100211 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
56 |
+0 |
| Sep11 |
100211 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
51 |
+0 |
| Dec11 |
100211 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
0 |
102 |
+0 |
| Total Volume and Open Interest |
3 |
11,650 |
+229 |
| Japanese Gov't Bonds(SGX) |
| Mar10 |
100210 |
139.26 |
139.50 |
139.10 |
139.48 |
+0.42 |
2,055 |
15,816 |
-343 |
| Jun10 |
100210 |
139.40 |
139.40 |
139.40 |
139.40 |
+0.16 |
|
|
|
| Sep10 |
100210 |
139.40 |
139.40 |
139.40 |
139.40 |
+0.16 |
|
|
|
| Total Volume and Open Interest |
1,771 |
15,713 |
-103 |
| Euro-Bund(EUREX) |
| Mar10 |
100211 |
123.16 |
123.37 |
122.92 |
123.15 |
-0.32 |
1,251,304 |
987,842 |
+3,580 |
| Jun10 |
100211 |
121.73 |
121.85 |
121.50 |
121.67 |
-0.32 |
3,066 |
5,665 |
+1,946 |
| Sep10 |
100211 |
121.35 |
121.35 |
121.35 |
121.35 |
-0.32 |
155 |
0 |
+0 |
| Total Volume and Open Interest |
1,254,525 |
993,507 |
+5,526 |
| Euro-Bobl(EUREX) |
| Mar10 |
100205 |
117.65 |
118.11 |
117.64 |
117.94 |
+0.20 |
490,512 |
748,283 |
+748,283 |
| Jun10 |
100211 |
115.95 |
115.99 |
115.76 |
115.94 |
-0.17 |
694 |
6,665 |
+507 |
| Sep10 |
100211 |
115.72 |
115.72 |
115.72 |
115.72 |
-0.17 |
1,500 |
0 |
+0 |
| Total Volume and Open Interest |
740,181 |
735,462 |
-34,623 |
| 3-Mth Euribor(EUREX) |
| Mar10 |
100211 |
99.310 |
99.325 |
99.310 |
99.320 |
+0.005 |
385 |
11,184 |
+0 |
| Jun10 |
100211 |
99.075 |
99.125 |
99.075 |
99.120 |
+0.045 |
240 |
7,157 |
-26 |
| Sep10 |
100211 |
98.875 |
98.875 |
98.875 |
98.875 |
+0.035 |
43 |
2,521 |
+2 |
| Total Volume and Open Interest |
786 |
24,742 |
-26 |
| Long Gilt(LIFFE) |
| Mar10 |
100211 |
115~12 |
115~14 |
114~19 |
114~26 |
-0~29 |
108,927 |
250,553 |
-5,313 |
| Jun10 |
100211 |
113~16 |
113~16 |
113~11 |
113~11 |
-0~29 |
|
|
|
| Total Volume and Open Interest |
108,927 |
250,553 |
-5,313 |
| 3-Mth Short Sterling(LIFFE) |
| Mar10 |
100211 |
99.35 |
99.36 |
99.34 |
99.35 |
unch |
72,601 |
317,715 |
+7,196 |
| Jun10 |
100211 |
99.26 |
99.26 |
99.23 |
99.25 |
+0.01 |
107,550 |
337,230 |
-8,003 |
| Sep10 |
100211 |
99.04 |
99.04 |
99.01 |
99.04 |
+0.01 |
63,861 |
314,891 |
-742 |
| Dec10 |
100211 |
98.72 |
98.73 |
98.68 |
98.71 |
unch |
75,909 |
349,616 |
-184 |
| Mar11 |
100211 |
98.38 |
98.39 |
98.32 |
98.35 |
-0.03 |
65,390 |
303,022 |
+1,200 |
| Jun11 |
100211 |
98.02 |
98.03 |
97.95 |
97.97 |
-0.05 |
48,320 |
180,370 |
+1,548 |
| Total Volume and Open Interest |
531,110 |
2,193,083 |
-3,497 |
| 3-Mth Euribor(LIFFE) |
| Mar10 |
100211 |
99.310 |
99.345 |
99.305 |
99.320 |
+0.005 |
124,250 |
716,739 |
-15,103 |
| Jun10 |
100211 |
99.075 |
99.140 |
99.050 |
99.120 |
+0.045 |
253,807 |
758,715 |
-35,325 |
| Sep10 |
100211 |
98.840 |
98.895 |
98.820 |
98.875 |
+0.035 |
258,611 |
602,463 |
+8,234 |
| Total Volume and Open Interest |
1,560,242 |
3,732,734 |
-65,232 |
| 3-Mth Aus T-Bills(SFE) |
| Mar10 |
100211 |
95.81 |
95.83 |
95.73 |
95.75 |
-0.06 |
21,251 |
294,131 |
-9,492 |
| Jun10 |
100211 |
95.59 |
95.61 |
95.45 |
95.46 |
-0.13 |
29,677 |
241,604 |
+7,846 |
| Sep10 |
100211 |
95.32 |
95.34 |
95.17 |
95.20 |
-0.13 |
10,408 |
115,297 |
-4,055 |
| Dec10 |
100211 |
95.06 |
95.08 |
94.91 |
94.95 |
-0.12 |
7,158 |
93,221 |
-843 |
| Mar11 |
100211 |
94.82 |
94.85 |
94.69 |
94.73 |
-0.12 |
3,521 |
39,263 |
+835 |
| Jun11 |
100211 |
94.66 |
94.68 |
94.52 |
94.57 |
-0.11 |
2,810 |
33,237 |
+595 |
| Sep11 |
100211 |
94.51 |
94.51 |
94.42 |
94.42 |
-0.11 |
515 |
17,446 |
+98 |
| Dec11 |
100211 |
94.40 |
94.40 |
94.31 |
94.32 |
-0.10 |
291 |
8,263 |
-143 |
| Mar12 |
100211 |
94.25 |
94.25 |
94.25 |
94.25 |
-0.10 |
20 |
2,963 |
+20 |
| Jun12 |
100211 |
94.20 |
94.20 |
94.20 |
94.20 |
-0.10 |
100 |
1,522 |
+100 |
| Total Volume and Open Interest |
75,851 |
848,412 |
-4,939 |
| 10-Year Aus T-Bonds(SFE) |
| Mar10 |
100211 |
94.48 |
94.49 |
94.37 |
94.43 |
-0.06 |
38,325 |
369,357 |
+2,411 |
| Jun10 |
100211 |
94.43 |
94.43 |
94.43 |
94.43 |
-0.06 |
|
|
|
| Total Volume and Open Interest |
38,325 |
369,357 |
+2,411 |
| 3-Year Aus T-Bonds(SFE) |
| Mar10 |
100211 |
95.20 |
95.21 |
95.04 |
95.09 |
-0.11 |
142,801 |
742,220 |
-10,064 |
| Jun10 |
100211 |
95.09 |
95.09 |
95.09 |
95.09 |
-0.11 |
|
|
|
| Total Volume and Open Interest |
142,801 |
742,220 |
-10,064 |
| Gold(CMX) |
| Feb10 |
100211 |
1076.8 |
1097.1 |
1075.6 |
1094.2 |
+18.4 |
387 |
980 |
-309 |
| Apr10 |
100211 |
1073.8 |
1098.4 |
1072.9 |
1094.7 |
+18.4 |
184,386 |
287,223 |
+6,794 |
| Jun10 |
100211 |
1075.3 |
1098.7 |
1074.5 |
1095.8 |
+18.4 |
3,033 |
57,288 |
-466 |
| Aug10 |
100211 |
1075.8 |
1098.5 |
1075.8 |
1096.8 |
+18.4 |
1,418 |
21,404 |
+183 |
| Oct10 |
100211 |
1096.5 |
1097.9 |
1096.5 |
1097.9 |
+18.5 |
312 |
9,302 |
+204 |
| Dec10 |
100211 |
1078.8 |
1101.8 |
1078.8 |
1099.2 |
+18.6 |
2,485 |
34,675 |
-477 |
| Feb11 |
100211 |
1096.9 |
1101.0 |
1096.9 |
1101.0 |
+18.6 |
199 |
7,821 |
+32 |
| Apr11 |
100211 |
1084.0 |
1103.2 |
1084.0 |
1103.2 |
+18.7 |
12 |
3,902 |
+3 |
| Jun11 |
100211 |
450.4 |
450.4 |
450.4 |
450.4 |
+18.7 |
235 |
7,842 |
-4 |
| Aug11 |
100211 |
1108.9 |
1108.9 |
1108.9 |
1108.9 |
+18.8 |
0 |
1,686 |
+0 |
| Oct11 |
100211 |
1112.5 |
1112.5 |
1112.5 |
1112.5 |
+18.9 |
0 |
3,254 |
+0 |
| Dec11 |
100211 |
1116.4 |
1116.4 |
1116.4 |
1116.4 |
+18.9 |
402 |
11,507 |
-165 |
| Total Volume and Open Interest |
193,627 |
466,905 |
+5,517 |
| Silver(CMX) |
| Mar10 |
100211 |
1520.0 |
1573.0 |
1517.5 |
1559.0 |
+29.0 |
45,762 |
54,047 |
-3,303 |
| May10 |
100211 |
1524.5 |
1574.5 |
1520.5 |
1561.6 |
+29.1 |
7,785 |
24,735 |
+812 |
| Jul10 |
100211 |
1549.0 |
1575.0 |
1530.0 |
1563.6 |
+29.2 |
2,353 |
10,518 |
+175 |
| Sep10 |
100211 |
1551.0 |
1573.0 |
1549.5 |
1565.3 |
+29.2 |
268 |
3,589 |
+23 |
| Dec10 |
100211 |
1536.0 |
1580.5 |
1532.5 |
1567.7 |
+29.3 |
1,291 |
12,481 |
-68 |
| Mar11 |
100211 |
1551.5 |
1570.6 |
1551.5 |
1570.6 |
+29.2 |
205 |
1,460 |
+198 |
| May11 |
100211 |
1572.6 |
1572.6 |
1572.6 |
1572.6 |
+29.3 |
0 |
1,725 |
+0 |
| Total Volume and Open Interest |
58,047 |
118,593 |
-2,308 |
| Platinum(NYMEX) |
| Apr10 |
100211 |
1509.6 |
1530.7 |
1496.1 |
1519.3 |
+6.4 |
4,163 |
32,271 |
+63 |
| Jul10 |
100211 |
1517.0 |
1528.6 |
1505.0 |
1519.5 |
+7.3 |
21 |
1,766 |
+15 |
| Oct10 |
100211 |
1519.5 |
1519.5 |
1519.5 |
1519.5 |
+7.3 |
0 |
29 |
+0 |
| Jan11 |
100211 |
1509.3 |
1509.3 |
1509.3 |
1509.3 |
+6.4 |
1 |
207 |
-1 |
| Total Volume and Open Interest |
4,185 |
34,325 |
+12 |
| Palladium(NYMEX) |
| Mar10 |
100211 |
416.00 |
422.45 |
408.75 |
418.95 |
+5.60 |
2,031 |
18,644 |
-299 |
| Jun10 |
100211 |
414.30 |
422.25 |
413.75 |
420.10 |
+5.80 |
274 |
3,173 |
+214 |
| Sep10 |
100211 |
421.45 |
421.45 |
421.45 |
421.45 |
+5.80 |
1 |
251 |
+0 |
| Total Volume and Open Interest |
2,308 |
22,095 |
-83 |
| Copper(CMX) |
| Mar10 |
100211 |
298.80 |
314.90 |
298.00 |
313.35 |
+14.45 |
46,974 |
49,269 |
-8,040 |
| May10 |
100211 |
299.90 |
316.35 |
299.90 |
315.15 |
+14.30 |
13,633 |
47,237 |
+4,865 |
| Jul10 |
100211 |
303.90 |
316.75 |
303.90 |
316.05 |
+14.25 |
1,604 |
13,797 |
+238 |
| Sep10 |
100211 |
307.65 |
316.65 |
307.45 |
316.30 |
+14.20 |
131 |
5,282 |
+81 |
| Dec10 |
100211 |
304.00 |
317.50 |
304.00 |
316.40 |
+14.05 |
22 |
4,883 |
+6 |
| Total Volume and Open Interest |
62,841 |
124,076 |
-2,758 |
| DJIA Index(CBOT) |
| Mar10 |
100211 |
10008 |
10128 |
9945 |
10110 |
+125 |
669 |
13,560 |
+23 |
| Jun10 |
100211 |
10047 |
10047 |
9922 |
10047 |
+125 |
34 |
17 |
-6 |
| Sep10 |
100211 |
9990 |
9990 |
9865 |
9990 |
+125 |
|
|
|
| Dec10 |
100211 |
9940 |
9940 |
9815 |
9940 |
+125 |
|
|
|
| Total Volume and Open Interest |
703 |
13,577 |
+17 |
| S & P 500(CME) |
| Mar10 |
100211 |
1063.50 |
1077.90 |
1057.60 |
1076.60 |
+13.30 |
19,403 |
368,267 |
-1,417 |
| Jun10 |
100211 |
1058.00 |
1072.00 |
1053.50 |
1071.80 |
+13.30 |
673 |
8,724 |
+441 |
| Sep10 |
100211 |
1053.60 |
1067.10 |
1048.60 |
1066.90 |
+13.30 |
7 |
1,262 |
+0 |
| Dec10 |
100211 |
1049.30 |
1062.80 |
1044.30 |
1062.50 |
+13.20 |
0 |
811 |
+0 |
| Total Volume and Open Interest |
20,083 |
379,065 |
-976 |
| S & P 500 E-Mini(Globex) |
| Mar10 |
100211 |
1063.50 |
1078.00 |
1057.50 |
1076.50 |
+13.25 |
|
|
|
| Jun10 |
100211 |
1059.00 |
1072.75 |
1052.50 |
1071.75 |
+13.25 |
8,742 |
23,456 |
+7,229 |
| Total Volume and Open Interest |
3,023,226 |
2,835,286 |
+22,290 |
| NASDAQ 100(CME) |
| Mar10 |
100211 |
1745.50 |
1779.00 |
1736.00 |
1775.50 |
+30.70 |
1,641 |
27,644 |
+933 |
| Jun10 |
100211 |
1773.00 |
1773.00 |
1770.30 |
1773.00 |
+30.70 |
4 |
697 |
-1 |
| Sep10 |
100211 |
1772.00 |
1772.00 |
1769.30 |
1772.00 |
+30.70 |
|
|
|
| Total Volume and Open Interest |
1,645 |
28,341 |
+932 |
| NASDAQ 100 E-Mini(Globex) |
| Mar10 |
100211 |
1744.50 |
1778.80 |
1736.80 |
1775.50 |
+30.70 |
380,797 |
379,815 |
+1,415 |
| Jun10 |
100211 |
1751.30 |
1776.00 |
1734.50 |
1773.00 |
+30.70 |
363 |
6,453 |
+246 |
| Total Volume and Open Interest |
381,160 |
386,282 |
+1,661 |
| S & P Midcap 400(CME) |
| Mar10 |
100211 |
698.00 |
709.50 |
695.00 |
708.30 |
+10.30 |
496 |
2,946 |
-168 |
| Jun10 |
100211 |
706.10 |
706.10 |
705.80 |
706.10 |
+10.30 |
|
|
|
| Sep10 |
100211 |
704.10 |
704.10 |
703.80 |
704.10 |
+10.30 |
|
|
|
| Total Volume and Open Interest |
496 |
2,946 |
-168 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Mar10 |
100211 |
10045 |
10110 |
9955 |
10075 |
+20 |
11,543 |
39,460 |
-319 |
| Jun10 |
100211 |
10075 |
10075 |
10055 |
10075 |
+20 |
|
|
|
| Total Volume and Open Interest |
11,543 |
39,460 |
-319 |
| Nikkei 225(SGX) |
| Mar10 |
100210 |
9970 |
10045 |
9915 |
9995 |
+70 |
133,755 |
187,856 |
-1,234 |
| Jun10 |
100210 |
9950 |
9950 |
9935 |
9935 |
+70 |
39 |
1,737 |
+25 |
| Sep10 |
100210 |
9940 |
9940 |
9940 |
9940 |
+70 |
0 |
55 |
+0 |
| Total Volume and Open Interest |
134,469 |
196,808 |
+467 |
| CAC 40(EURONEXT) |
| Feb10 |
100211 |
3662.5 |
3676.0 |
3580.0 |
3617.5 |
-17.0 |
146,193 |
365,481 |
-6,557 |
| Mar10 |
100211 |
3661.0 |
3673.0 |
3583.5 |
3618.5 |
-17.0 |
911 |
81,509 |
+633 |
| Apr10 |
100211 |
3667.5 |
3674.0 |
3619.0 |
3619.0 |
-17.5 |
28 |
185 |
+11 |
| Total Volume and Open Interest |
147,288 |
449,410 |
-5,770 |
| Hang Seng Index(HKFE) |
| Feb10 |
100211 |
20018 |
20325 |
20003 |
20205 |
+247 |
84,536 |
80,187 |
-485 |
| Mar10 |
100211 |
19944 |
20266 |
19944 |
20153 |
+238 |
4,317 |
10,537 |
+954 |
| Total Volume and Open Interest |
89,045 |
91,962 |
+471 |
| DAX(EUREX) |
| Mar10 |
100211 |
5568.0 |
5584.0 |
5455.5 |
5511.5 |
-21.0 |
215,324 |
152,358 |
-3,238 |
| Jun10 |
100211 |
5572.0 |
5590.0 |
5469.0 |
5519.5 |
-20.5 |
343 |
11,809 |
-95 |
| Sep10 |
100211 |
5586.5 |
5586.5 |
5480.0 |
5528.0 |
-21.5 |
117 |
1,151 |
-38 |
| Total Volume and Open Interest |
215,784 |
165,318 |
-3,371 |
| FT-SE 100(EURONEXT) |
| Mar10 |
100211 |
5145.00 |
5183.00 |
5084.50 |
5137.50 |
+35.00 |
127,778 |
673,908 |
-5,172 |
| Jun10 |
100211 |
5092.00 |
5111.00 |
5037.00 |
5087.50 |
+35.00 |
38 |
4,607 |
+9 |
| Sep10 |
100211 |
5049.00 |
5049.00 |
5049.00 |
5049.00 |
+34.50 |
0 |
329 |
+0 |
| Total Volume and Open Interest |
127,816 |
679,435 |
-5,163 |
| SPI 200(SFE) |
| Mar10 |
100211 |
4475.0 |
4534.0 |
4445.0 |
4522.0 |
+41.0 |
33,431 |
220,055 |
+3,864 |
| Jun10 |
100211 |
4495.0 |
4547.0 |
4495.0 |
4538.0 |
+40.0 |
130 |
2,369 |
+79 |
| Sep10 |
100211 |
4521.0 |
4521.0 |
4521.0 |
4521.0 |
+40.0 |
0 |
1,965 |
-84 |
| Total Volume and Open Interest |
33,566 |
225,762 |
+3,864 |
| GSCI(CME) |
| Feb10 |
100211 |
495.90 |
497.50 |
489.00 |
497.00 |
+4.00 |
2,168 |
9,262 |
-1,218 |
| Mar10 |
100211 |
497.00 |
502.00 |
493.00 |
501.65 |
+4.30 |
1,767 |
9,500 |
+1,147 |
| Apr10 |
100211 |
505.00 |
505.50 |
496.00 |
505.00 |
+5.00 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
3,937 |
18,762 |
-71 |
| 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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