|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon February 22, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Mar10 |
100222 |
946.25 |
962.50 |
944.25 |
961.50 |
+16.50 |
60,035 |
86,644 |
-9,182 |
| May10 |
100222 |
954.50 |
970.00 |
953.50 |
969.00 |
+14.50 |
39,604 |
169,920 |
+1,188 |
| Jul10 |
100222 |
963.00 |
976.00 |
960.50 |
975.25 |
+13.25 |
21,220 |
89,027 |
+711 |
| Aug10 |
100222 |
962.50 |
970.50 |
958.50 |
970.50 |
+12.00 |
294 |
4,572 |
+56 |
| Sep10 |
100222 |
942.75 |
952.00 |
939.00 |
952.00 |
+12.00 |
257 |
3,323 |
+25 |
| Nov10 |
100222 |
926.00 |
939.00 |
924.25 |
935.75 |
+9.75 |
12,000 |
102,246 |
+1,136 |
| Jan11 |
100222 |
940.00 |
947.00 |
933.50 |
944.50 |
+9.75 |
146 |
5,826 |
+65 |
| Total Volume and Open Interest |
134,593 |
471,595 |
-5,920 |
| Soybean Meal(CBOT) |
| Mar10 |
100222 |
276.40 |
282.50 |
276.40 |
281.70 |
+5.30 |
22,380 |
39,655 |
-2,386 |
| May10 |
100222 |
270.00 |
276.60 |
269.50 |
275.70 |
+5.70 |
16,313 |
74,016 |
+1,213 |
| Jul10 |
100222 |
269.10 |
274.80 |
261.50 |
274.10 |
+5.10 |
6,385 |
37,292 |
+236 |
| Aug10 |
100222 |
268.50 |
271.20 |
266.50 |
271.00 |
+4.80 |
728 |
10,837 |
+219 |
| Sep10 |
100222 |
264.40 |
267.10 |
262.70 |
266.00 |
+4.00 |
511 |
9,423 |
+70 |
| Oct10 |
100222 |
253.50 |
258.90 |
253.50 |
256.90 |
+3.40 |
1,067 |
5,520 |
+276 |
| Dec10 |
100222 |
253.40 |
258.10 |
253.00 |
255.70 |
+3.30 |
3,880 |
23,967 |
+332 |
| Jan11 |
100222 |
254.20 |
256.90 |
253.60 |
256.90 |
+3.30 |
216 |
1,530 |
-2 |
| Total Volume and Open Interest |
51,622 |
205,543 |
+39 |
| Soybean Oil(CBOT) |
| Mar10 |
100222 |
38.61 |
38.94 |
38.52 |
38.83 |
+0.31 |
33,213 |
51,411 |
-5,369 |
| May10 |
100222 |
39.06 |
39.42 |
38.99 |
39.30 |
+0.30 |
29,900 |
115,285 |
+5,078 |
| Jul10 |
100222 |
39.64 |
39.88 |
39.44 |
39.75 |
+0.29 |
11,087 |
73,794 |
+47 |
| Aug10 |
100222 |
39.80 |
39.94 |
39.63 |
39.94 |
+0.31 |
1,181 |
9,494 |
+393 |
| Sep10 |
100222 |
39.93 |
40.07 |
39.82 |
40.07 |
+0.31 |
461 |
6,988 |
+3 |
| Oct10 |
100222 |
40.05 |
40.17 |
39.86 |
40.17 |
+0.31 |
667 |
5,046 |
+125 |
| Dec10 |
100222 |
40.38 |
40.54 |
40.14 |
40.46 |
+0.30 |
4,879 |
32,412 |
+1,435 |
| Jan11 |
100222 |
40.50 |
40.71 |
40.38 |
40.71 |
+0.30 |
0 |
574 |
+0 |
| Total Volume and Open Interest |
81,389 |
296,262 |
+1,713 |
| Canola(WCE) |
| Mar10 |
100222 |
385.6 |
387.9 |
384.3 |
384.7 |
unch |
7,513 |
30,343 |
-5,442 |
| May10 |
100222 |
392.8 |
394.5 |
391.7 |
392.0 |
+0.9 |
10,332 |
65,630 |
+2,252 |
| Jul10 |
100222 |
397.9 |
399.8 |
396.6 |
396.8 |
+1.3 |
1,336 |
16,406 |
+826 |
| Nov10 |
100222 |
402.5 |
403.9 |
401.5 |
401.6 |
+1.5 |
778 |
14,932 |
+578 |
| Jan11 |
100222 |
406.9 |
406.9 |
404.9 |
404.9 |
+1.5 |
0 |
437 |
+0 |
| Total Volume and Open Interest |
19,959 |
127,975 |
-1,786 |
| Corn(CBOT) |
| Mar10 |
100222 |
360.00 |
376.75 |
360.00 |
371.50 |
+11.50 |
98,889 |
188,867 |
-16,673 |
| May10 |
100222 |
371.50 |
387.75 |
371.25 |
382.75 |
+11.00 |
67,473 |
387,451 |
+14,011 |
| Jul10 |
100222 |
382.75 |
398.25 |
382.50 |
393.75 |
+11.00 |
29,681 |
226,036 |
+2,525 |
| Sep10 |
100222 |
393.50 |
405.00 |
392.25 |
401.25 |
+10.50 |
5,038 |
55,122 |
+460 |
| Dec10 |
100222 |
398.00 |
412.75 |
398.00 |
408.00 |
+9.75 |
24,345 |
244,471 |
-2,252 |
| Mar11 |
100222 |
408.75 |
423.50 |
408.75 |
418.75 |
+9.25 |
1,806 |
26,956 |
+340 |
| Total Volume and Open Interest |
228,479 |
1,166,646 |
-1,252 |
| Wheat(CBOT) |
| Mar10 |
100222 |
489.75 |
504.00 |
485.25 |
501.25 |
+11.50 |
40,668 |
69,642 |
-2,271 |
| May10 |
100222 |
504.00 |
517.75 |
499.00 |
515.25 |
+11.25 |
27,514 |
155,211 |
+4,360 |
| Jul10 |
100222 |
515.00 |
530.25 |
510.25 |
527.75 |
+11.00 |
9,272 |
116,358 |
+1,956 |
| Sep10 |
100222 |
533.00 |
546.25 |
528.00 |
543.25 |
+10.50 |
579 |
25,526 |
+316 |
| Dec10 |
100222 |
558.50 |
570.50 |
553.75 |
568.00 |
+10.50 |
1,470 |
61,485 |
+21 |
| Total Volume and Open Interest |
80,126 |
446,309 |
+4,485 |
| Wheat(KCBT) |
| Mar10 |
100222 |
497.25 |
513.00 |
493.75 |
508.50 |
+10.25 |
7,573 |
22,515 |
-874 |
| May10 |
100222 |
508.50 |
523.25 |
505.00 |
519.50 |
+10.25 |
4,609 |
40,222 |
+2,260 |
| Jul10 |
100222 |
522.25 |
534.25 |
516.50 |
530.50 |
+10.50 |
1,478 |
34,948 |
-141 |
| Sep10 |
100222 |
529.00 |
545.75 |
527.50 |
542.00 |
+10.50 |
126 |
5,248 |
+24 |
| Dec10 |
100222 |
552.50 |
563.25 |
545.25 |
558.75 |
+10.25 |
807 |
41,698 |
-51 |
| Total Volume and Open Interest |
14,824 |
147,805 |
+1,084 |
| Wheat(MGE) |
| Mar10 |
100222 |
509.75 |
521.00 |
504.25 |
516.50 |
+8.00 |
2,259 |
8,700 |
-428 |
| May10 |
100222 |
518.00 |
532.25 |
516.00 |
528.50 |
+9.00 |
1,928 |
12,038 |
+462 |
| Jul10 |
100222 |
532.25 |
543.75 |
528.50 |
540.50 |
+10.50 |
302 |
9,741 |
+9,741 |
| Sep10 |
100222 |
545.00 |
555.00 |
541.00 |
551.75 |
+9.00 |
66 |
5,146 |
+5,146 |
| Dec10 |
100222 |
561.00 |
571.75 |
557.50 |
569.50 |
+9.25 |
83 |
6,233 |
+10 |
| Total Volume and Open Interest |
4,669 |
43,040 |
+71 |
| Oats(CBOT) |
| Mar10 |
100222 |
228.75 |
232.25 |
227.00 |
228.00 |
-2.00 |
562 |
2,687 |
-346 |
| May10 |
100222 |
239.00 |
241.00 |
234.00 |
237.00 |
-2.00 |
499 |
7,359 |
+287 |
| Jul10 |
100222 |
247.50 |
248.50 |
244.50 |
245.50 |
-2.00 |
35 |
2,245 |
+4 |
| Sep10 |
100222 |
253.50 |
255.50 |
253.50 |
253.50 |
-2.00 |
0 |
372 |
+0 |
| Total Volume and Open Interest |
1,146 |
14,066 |
-14 |
| Rough Rice(CBOT) |
| Mar10 |
100222 |
13.66 |
13.89 |
13.20 |
13.50 |
-0.13 |
1,229 |
6,400 |
-366 |
| May10 |
100222 |
14.04 |
14.22 |
13.52 |
13.85 |
-0.12 |
1,091 |
6,788 |
+310 |
| Jul10 |
100222 |
14.28 |
14.50 |
13.87 |
14.12 |
-0.15 |
128 |
971 |
+45 |
| Sep10 |
100222 |
13.43 |
13.50 |
13.32 |
13.32 |
-0.12 |
111 |
1,065 |
+22 |
| Total Volume and Open Interest |
2,599 |
16,290 |
+15 |
| Live Cattle(CME) |
| Feb10 |
100222 |
92.600 |
92.635 |
91.785 |
92.050 |
-0.735 |
4,025 |
5,901 |
-2,486 |
| Apr10 |
100222 |
93.200 |
93.400 |
92.900 |
93.230 |
-0.070 |
25,295 |
142,735 |
+51 |
| Jun10 |
100222 |
90.650 |
91.050 |
90.550 |
90.950 |
+0.065 |
14,861 |
85,812 |
+3,916 |
| Aug10 |
100222 |
89.035 |
89.285 |
88.730 |
89.250 |
-0.080 |
6,371 |
34,209 |
+1,085 |
| Oct10 |
100222 |
91.035 |
91.450 |
90.800 |
91.430 |
unch |
2,135 |
19,714 |
+938 |
| Dec10 |
100222 |
92.135 |
92.700 |
92.000 |
92.700 |
+0.050 |
1,485 |
6,657 |
+544 |
| Total Volume and Open Interest |
54,746 |
298,544 |
+4,370 |
| Feeder Cattle(CME) |
| Mar10 |
100222 |
102.600 |
102.650 |
101.500 |
101.830 |
-0.770 |
1,369 |
11,055 |
+60 |
| Apr10 |
100222 |
103.980 |
103.980 |
102.950 |
103.180 |
-0.820 |
1,010 |
10,458 |
+156 |
| May10 |
100222 |
104.300 |
104.450 |
103.550 |
104.050 |
-0.485 |
1,156 |
7,493 |
+262 |
| Aug10 |
100222 |
105.500 |
105.600 |
104.785 |
105.250 |
-0.600 |
854 |
4,952 |
+451 |
| Sep10 |
100222 |
105.200 |
105.200 |
104.635 |
105.100 |
-0.650 |
58 |
504 |
-9 |
| Oct10 |
100222 |
104.930 |
105.330 |
104.700 |
105.000 |
-0.330 |
53 |
241 |
+11 |
| Nov10 |
100222 |
104.100 |
104.550 |
104.035 |
104.500 |
-0.300 |
5 |
59 |
+0 |
| Total Volume and Open Interest |
4,506 |
34,766 |
+932 |
| Lean Hogs(CME) |
| Apr10 |
100222 |
70.150 |
70.800 |
70.135 |
70.300 |
+0.650 |
16,428 |
77,738 |
-286 |
| May10 |
100222 |
76.285 |
76.930 |
76.285 |
76.900 |
+0.800 |
571 |
5,010 |
+231 |
| Jun10 |
100222 |
79.550 |
79.930 |
79.400 |
79.725 |
+0.525 |
6,429 |
45,359 |
+339 |
| Jul10 |
100222 |
79.350 |
79.700 |
79.050 |
79.550 |
+0.665 |
1,945 |
16,282 |
+106 |
| Aug10 |
100222 |
78.080 |
78.750 |
78.050 |
78.650 |
+0.865 |
740 |
15,618 |
+161 |
| Oct10 |
100222 |
68.850 |
69.200 |
68.600 |
69.135 |
+0.635 |
590 |
8,571 |
+285 |
| Dec10 |
100222 |
66.400 |
66.635 |
66.400 |
66.450 |
+0.150 |
453 |
4,689 |
+263 |
| Feb11 |
100222 |
68.900 |
69.285 |
68.800 |
69.285 |
+0.500 |
57 |
592 |
+6 |
| Total Volume and Open Interest |
27,213 |
174,023 |
+1,105 |
| Pork Bellies(CME) |
| Feb10 |
100222 |
86.700 |
87.500 |
86.700 |
86.700 |
unch |
0 |
1 |
+0 |
| Mar10 |
100222 |
87.050 |
87.930 |
86.800 |
86.800 |
-0.750 |
33 |
132 |
-8 |
| May10 |
100222 |
87.550 |
89.000 |
87.500 |
88.300 |
+0.750 |
10 |
174 |
+4 |
| Jul10 |
100222 |
90.635 |
91.500 |
90.600 |
91.250 |
-0.750 |
0 |
49 |
+0 |
| Aug10 |
100222 |
87.500 |
87.500 |
87.500 |
87.500 |
unch |
0 |
22 |
+0 |
| Total Volume and Open Interest |
43 |
378 |
-4 |
| Class III Milk(CME) |
| Feb10 |
100222 |
14.20 |
14.24 |
14.20 |
14.24 |
+0.04 |
14 |
3,572 |
-14 |
| Mar10 |
100222 |
13.37 |
13.44 |
13.27 |
13.31 |
-0.06 |
116 |
3,609 |
+19 |
| Apr10 |
100222 |
13.10 |
13.10 |
12.95 |
12.96 |
-0.08 |
177 |
3,620 |
-10 |
| May10 |
100222 |
13.15 |
13.20 |
13.08 |
13.11 |
-0.06 |
123 |
3,089 |
+49 |
| Jun10 |
100222 |
13.45 |
13.50 |
13.42 |
13.46 |
-0.04 |
59 |
2,701 |
+18 |
| Total Volume and Open Interest |
702 |
28,438 |
+139 |
| Cocoa(ICE) |
| Mar10 |
100222 |
3099 |
3141 |
3054 |
3074 |
-24 |
57 |
476 |
-3 |
| May10 |
100222 |
3105 |
3150 |
3042 |
3083 |
-26 |
4,630 |
67,290 |
+530 |
| Jul10 |
100222 |
3120 |
3175 |
3077 |
3110 |
-23 |
1,236 |
20,909 |
+1,333 |
| Sep10 |
100222 |
3175 |
3194 |
3100 |
3133 |
-22 |
82 |
9,175 |
+408 |
| Dec10 |
100222 |
3203 |
3209 |
3147 |
3161 |
-21 |
151 |
6,492 |
+325 |
| Mar11 |
100222 |
3237 |
3237 |
3187 |
3187 |
-15 |
115 |
11,685 |
+42 |
| May11 |
100222 |
3237 |
3237 |
3188 |
3188 |
-15 |
73 |
4,603 |
-37 |
| Total Volume and Open Interest |
6,428 |
123,489 |
+2,657 |
| Coffee "C"(ICE) |
| Mar10 |
100222 |
134.75 |
135.10 |
129.40 |
129.85 |
-4.90 |
1,216 |
2,539 |
-408 |
| May10 |
100222 |
136.65 |
137.00 |
131.30 |
131.90 |
-5.15 |
11,888 |
79,300 |
+252 |
| Jul10 |
100222 |
138.15 |
138.15 |
133.00 |
133.60 |
-5.10 |
2,939 |
19,418 |
+1,171 |
| Sep10 |
100222 |
139.70 |
139.75 |
134.80 |
135.15 |
-5.05 |
761 |
8,415 |
+380 |
| Dec10 |
100222 |
141.50 |
141.50 |
136.80 |
136.95 |
-5.05 |
285 |
7,826 |
+41 |
| Mar11 |
100222 |
143.15 |
143.15 |
138.70 |
138.70 |
-4.95 |
108 |
4,716 |
+14 |
| Total Volume and Open Interest |
17,237 |
123,331 |
+1,480 |
| Orange Juice(ICE) |
| Mar10 |
100222 |
136.60 |
137.85 |
135.85 |
136.15 |
-0.55 |
2,470 |
11,030 |
-856 |
| May10 |
100222 |
139.95 |
141.55 |
139.50 |
139.80 |
-0.20 |
2,384 |
17,471 |
+1,851 |
| Jul10 |
100222 |
143.60 |
144.45 |
142.75 |
142.90 |
-0.10 |
68 |
4,523 |
+39 |
| Sep10 |
100222 |
144.00 |
144.20 |
144.00 |
144.20 |
+0.05 |
26 |
1,163 |
-1 |
| Nov10 |
100222 |
146.00 |
146.00 |
145.10 |
145.30 |
+0.15 |
28 |
463 |
+23 |
| Jan11 |
100222 |
147.50 |
147.50 |
146.80 |
146.80 |
-0.20 |
8 |
633 |
+0 |
| Total Volume and Open Interest |
4,985 |
35,538 |
+1,057 |
| Sugar #11(ICE) |
| Mar10 |
100222 |
26.95 |
27.00 |
24.71 |
24.79 |
-2.01 |
31,439 |
90,533 |
-9,154 |
| May10 |
100222 |
26.25 |
26.34 |
24.02 |
24.12 |
-1.84 |
58,035 |
260,948 |
+7,619 |
| Jul10 |
100222 |
24.00 |
24.10 |
22.46 |
22.55 |
-1.37 |
14,791 |
170,979 |
+701 |
| Oct10 |
100222 |
22.20 |
22.36 |
21.11 |
21.22 |
-0.94 |
5,854 |
155,603 |
+880 |
| Mar11 |
100222 |
20.66 |
20.68 |
19.85 |
19.89 |
-0.77 |
3,987 |
58,275 |
-3 |
| Total Volume and Open Interest |
115,420 |
814,605 |
+382 |
| London Cocoa(LCE) |
| Mar10 |
100201 |
2230 |
2249 |
2221 |
2225 |
-8 |
|
|
|
| May10 |
100222 |
2283 |
2309 |
2252 |
2272 |
-9 |
6,837 |
46,248 |
-162 |
| Jul10 |
100222 |
2267 |
2294 |
2240 |
2260 |
-5 |
783 |
30,924 |
+132 |
| Sep10 |
100222 |
2258 |
2273 |
2215 |
2234 |
-5 |
931 |
16,631 |
+168 |
| Dec10 |
100222 |
2244 |
2246 |
2203 |
2217 |
-5 |
171 |
12,229 |
+93 |
| Mar11 |
100222 |
2221 |
2224 |
2183 |
2194 |
-5 |
0 |
11,309 |
+0 |
| May11 |
100222 |
2182 |
2182 |
2182 |
2182 |
-15 |
0 |
1,538 |
+0 |
| Total Volume and Open Interest |
|
|
|
| London Sugar(LCE) |
| May10 |
100222 |
709.80 |
709.80 |
680.00 |
687.10 |
-19.20 |
3,966 |
41,781 |
-250 |
| Aug10 |
100222 |
672.00 |
674.00 |
654.10 |
661.10 |
-10.10 |
726 |
16,669 |
+245 |
| Oct10 |
100222 |
608.00 |
608.00 |
594.10 |
599.10 |
-6.40 |
405 |
7,516 |
+44 |
| Dec10 |
100222 |
558.50 |
558.50 |
547.10 |
550.90 |
-6.80 |
73 |
1,908 |
+0 |
| Mar11 |
100222 |
536.30 |
539.10 |
533.00 |
536.00 |
-4.00 |
5 |
964 |
+5 |
| Total Volume and Open Interest |
5,175 |
69,300 |
+44 |
| Cotton(ICE) |
| Mar10 |
100222 |
79.30 |
80.89 |
78.79 |
80.74 |
+1.95 |
3,581 |
8,310 |
-6,786 |
| May10 |
100222 |
78.99 |
79.79 |
78.46 |
79.70 |
+0.72 |
18,773 |
89,403 |
+6,579 |
| Jul10 |
100222 |
78.45 |
79.10 |
77.75 |
79.03 |
+0.63 |
3,522 |
35,188 |
-9 |
| Oct10 |
100222 |
74.65 |
74.65 |
74.65 |
74.65 |
+0.88 |
1 |
174 |
+0 |
| Dec10 |
100222 |
72.90 |
73.74 |
72.31 |
73.43 |
+0.77 |
954 |
25,870 |
+510 |
| Mar11 |
100222 |
75.17 |
75.17 |
75.17 |
75.17 |
+0.71 |
103 |
2,627 |
+86 |
| Total Volume and Open Interest |
26,987 |
163,435 |
+428 |
| Lumber(CME) |
| Mar10 |
100222 |
267.3 |
267.3 |
258.3 |
261.5 |
-6.8 |
377 |
2,580 |
-122 |
| May10 |
100222 |
281.0 |
281.5 |
271.9 |
276.0 |
-5.0 |
434 |
5,535 |
+133 |
| Jul10 |
100222 |
286.7 |
289.7 |
280.4 |
285.0 |
-4.8 |
74 |
1,851 |
+39 |
| Sep10 |
100222 |
282.0 |
282.7 |
277.4 |
282.7 |
-3.3 |
31 |
612 |
+4 |
| Total Volume and Open Interest |
917 |
10,643 |
+54 |
| Crude Oil(NYM) |
| Mar10 |
100222 |
80.10 |
80.51 |
79.45 |
80.20 |
+0.39 |
274,169 |
53,120 |
-27,137 |
| Apr10 |
100222 |
80.30 |
80.78 |
79.65 |
80.31 |
+0.25 |
228,169 |
255,560 |
+6,356 |
| May10 |
100222 |
80.66 |
81.15 |
80.06 |
80.72 |
+0.27 |
51,860 |
156,192 |
-202 |
| Jun10 |
100222 |
80.96 |
81.51 |
80.49 |
81.13 |
+0.28 |
47,851 |
153,059 |
+5,060 |
| Jul10 |
100222 |
81.49 |
81.86 |
80.99 |
81.52 |
+0.30 |
10,250 |
54,640 |
+1,270 |
| Aug10 |
100222 |
81.87 |
82.17 |
81.31 |
81.85 |
+0.32 |
5,210 |
27,050 |
+127 |
| Sep10 |
100222 |
82.39 |
82.41 |
81.55 |
82.15 |
+0.34 |
6,271 |
31,690 |
-422 |
| Oct10 |
100222 |
82.69 |
82.70 |
81.97 |
82.42 |
+0.36 |
2,725 |
19,098 |
+194 |
| Nov10 |
100222 |
82.94 |
82.94 |
82.44 |
82.70 |
+0.37 |
3,903 |
21,841 |
+292 |
| Dec10 |
100222 |
82.88 |
83.32 |
82.40 |
83.00 |
+0.37 |
44,026 |
195,376 |
-1,963 |
| Jan11 |
100222 |
83.40 |
83.40 |
82.93 |
83.21 |
+0.38 |
2,278 |
21,237 |
+116 |
| Feb11 |
100222 |
83.43 |
83.43 |
83.43 |
83.43 |
+0.39 |
1,183 |
15,079 |
+265 |
| Mar11 |
100222 |
83.63 |
83.63 |
83.63 |
83.63 |
+0.40 |
1,660 |
10,434 |
+44 |
| Apr11 |
100222 |
83.81 |
83.81 |
83.81 |
83.81 |
+0.40 |
681 |
11,268 |
+62 |
| May11 |
100222 |
83.96 |
83.96 |
83.96 |
83.96 |
+0.39 |
174 |
3,950 |
+42 |
| Jun11 |
100222 |
84.21 |
84.25 |
83.87 |
84.10 |
+0.37 |
2,796 |
24,373 |
+627 |
| Total Volume and Open Interest |
715,379 |
1,291,641 |
-13,949 |
| e-miNY Crude Oil(NYM) |
| Feb10 |
100119 |
77.825 |
79.075 |
76.775 |
79.025 |
+1.025 |
6,744 |
2,926 |
-836 |
| Mar10 |
100212 |
75.350 |
75.350 |
72.675 |
74.125 |
+1.225 |
|
|
|
| Apr10 |
100219 |
78.600 |
80.350 |
78.100 |
80.050 |
+0.625 |
1,578 |
2,076 |
+274 |
| May10 |
100222 |
80.775 |
81.075 |
80.000 |
80.725 |
+0.275 |
179 |
380 |
+88 |
| Jun10 |
100222 |
81.150 |
81.425 |
80.425 |
81.125 |
+0.275 |
77 |
184 |
-23 |
| Jul10 |
100222 |
81.475 |
81.675 |
81.350 |
81.525 |
+0.300 |
0 |
15 |
+0 |
| Aug10 |
100222 |
81.400 |
81.850 |
81.400 |
81.850 |
+0.325 |
0 |
3 |
+0 |
| Sep10 |
100222 |
81.700 |
82.150 |
81.700 |
82.150 |
+0.350 |
0 |
3 |
+0 |
| Oct10 |
100222 |
82.000 |
82.425 |
82.000 |
82.425 |
+0.375 |
0 |
10 |
+0 |
| Nov10 |
100222 |
82.700 |
82.700 |
82.700 |
82.700 |
+0.375 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
15,252 |
6,305 |
+426 |
| Heating Oil(NYM) |
| Mar10 |
100222 |
207.30 |
209.13 |
206.86 |
207.88 |
+0.89 |
48,878 |
42,371 |
-6,743 |
| Apr10 |
100222 |
208.98 |
210.00 |
207.66 |
208.82 |
+0.88 |
31,124 |
61,270 |
+4,235 |
| May10 |
100222 |
209.54 |
210.69 |
208.45 |
209.70 |
+0.98 |
8,670 |
37,503 |
+1,412 |
| Jun10 |
100222 |
210.48 |
211.77 |
209.50 |
210.90 |
+1.08 |
12,283 |
41,408 |
+73 |
| Jul10 |
100222 |
212.78 |
213.08 |
211.50 |
212.71 |
+1.08 |
2,233 |
17,572 |
+365 |
| Aug10 |
100222 |
213.50 |
214.94 |
213.17 |
214.55 |
+1.04 |
645 |
9,505 |
+156 |
| Sep10 |
100222 |
215.97 |
216.96 |
215.56 |
216.50 |
+1.09 |
806 |
10,651 |
+132 |
| Oct10 |
100222 |
218.29 |
218.88 |
218.29 |
218.73 |
+1.09 |
566 |
8,950 |
+348 |
| Nov10 |
100222 |
220.25 |
220.91 |
220.25 |
220.91 |
+1.11 |
1,174 |
7,594 |
-10 |
| Dec10 |
100222 |
223.96 |
224.00 |
222.05 |
223.10 |
+1.13 |
4,877 |
25,496 |
+313 |
| Jan11 |
100222 |
225.05 |
225.50 |
225.05 |
225.29 |
+1.13 |
702 |
12,325 |
+148 |
| Feb11 |
100222 |
226.05 |
226.48 |
226.05 |
226.48 |
+1.12 |
310 |
4,618 |
-11 |
| Total Volume and Open Interest |
113,834 |
299,565 |
+765 |
| Gasoline(NYMEX) |
| Mar10 |
100222 |
211.47 |
212.75 |
209.00 |
211.58 |
+3.01 |
42,268 |
38,414 |
-2,146 |
| Apr10 |
100222 |
223.40 |
223.40 |
220.07 |
222.30 |
+2.26 |
32,853 |
64,743 |
+2,589 |
| May10 |
100222 |
222.40 |
223.19 |
220.80 |
222.65 |
+1.96 |
13,839 |
41,259 |
-173 |
| Jun10 |
100222 |
222.30 |
222.84 |
220.55 |
222.34 |
+1.67 |
10,279 |
31,272 |
+330 |
| Jul10 |
100222 |
220.16 |
221.68 |
220.06 |
221.48 |
+1.43 |
4,023 |
18,648 |
+456 |
| Aug10 |
100222 |
219.45 |
220.70 |
219.08 |
220.33 |
+1.24 |
2,777 |
9,516 |
-58 |
| Sep10 |
100222 |
219.27 |
219.41 |
218.24 |
219.03 |
+1.09 |
3,973 |
14,721 |
-7 |
| Oct10 |
100222 |
207.54 |
208.92 |
207.54 |
208.54 |
+1.02 |
2,109 |
5,302 |
-252 |
| Nov10 |
100222 |
207.29 |
207.29 |
207.29 |
207.29 |
+0.97 |
1,337 |
11,260 |
+6 |
| Dec10 |
100222 |
207.70 |
207.70 |
205.69 |
206.97 |
+0.93 |
1,916 |
11,363 |
-151 |
| Total Volume and Open Interest |
115,475 |
254,501 |
+694 |
| e-miNY RBOB Gasoline(NYM) |
| Mar10 |
100222 |
211.60 |
211.60 |
211.58 |
211.60 |
+3.00 |
0 |
7 |
+0 |
| Apr10 |
100222 |
222.30 |
222.30 |
222.30 |
222.30 |
+2.30 |
|
|
|
| May10 |
100222 |
222.70 |
222.70 |
222.65 |
222.70 |
+2.00 |
|
|
|
| Jun10 |
100222 |
222.30 |
222.34 |
222.30 |
222.30 |
+1.60 |
|
|
|
| Total Volume and Open Interest |
0 |
7 |
+0 |
| Natural Gas(NYM) |
| Mar10 |
100222 |
4.950 |
4.977 |
4.841 |
4.895 |
-0.149 |
118,534 |
46,728 |
-13,377 |
| Apr10 |
100222 |
4.960 |
5.000 |
4.860 |
4.913 |
-0.144 |
68,990 |
158,567 |
+12,188 |
| May10 |
100222 |
5.048 |
5.066 |
4.924 |
4.977 |
-0.144 |
27,881 |
137,479 |
+9,190 |
| Jun10 |
100222 |
5.129 |
5.129 |
5.000 |
5.052 |
-0.138 |
9,369 |
48,627 |
+881 |
| Jul10 |
100222 |
5.200 |
5.216 |
5.075 |
5.127 |
-0.135 |
7,454 |
38,249 |
+984 |
| Aug10 |
100222 |
5.204 |
5.210 |
5.137 |
5.183 |
-0.133 |
6,670 |
35,445 |
-1,026 |
| Sep10 |
100222 |
5.300 |
5.300 |
5.166 |
5.215 |
-0.131 |
2,767 |
27,200 |
+450 |
| Oct10 |
100222 |
5.370 |
5.370 |
5.252 |
5.305 |
-0.126 |
10,093 |
56,614 |
+615 |
| Nov10 |
100222 |
5.680 |
5.680 |
5.550 |
5.610 |
-0.106 |
1,496 |
12,802 |
+386 |
| Dec10 |
100222 |
5.966 |
5.966 |
5.861 |
5.928 |
-0.088 |
3,231 |
24,696 |
+7 |
| Jan11 |
100222 |
6.198 |
6.198 |
6.089 |
6.157 |
-0.084 |
4,726 |
32,617 |
-137 |
| Feb11 |
100222 |
6.150 |
6.169 |
6.050 |
6.122 |
-0.079 |
307 |
11,739 |
-45 |
| Mar11 |
100222 |
5.970 |
5.990 |
5.900 |
5.972 |
-0.059 |
2,750 |
24,669 |
+448 |
| Apr11 |
100222 |
5.510 |
5.583 |
5.510 |
5.567 |
-0.027 |
1,993 |
24,682 |
+625 |
| May11 |
100222 |
5.500 |
5.542 |
5.480 |
5.542 |
-0.024 |
121 |
9,901 |
+47 |
| Jun11 |
100222 |
5.545 |
5.600 |
5.530 |
5.587 |
-0.024 |
179 |
4,598 |
+92 |
| Total Volume and Open Interest |
267,682 |
790,783 |
+12,045 |
| Brent Crude Oil(ICE) |
| Apr10 |
100222 |
78.44 |
78.94 |
77.85 |
78.61 |
+0.42 |
181,693 |
207,297 |
+3,142 |
| May10 |
100222 |
79.08 |
79.35 |
78.37 |
79.08 |
+0.45 |
85,368 |
174,119 |
+4,029 |
| Jun10 |
100222 |
79.85 |
79.85 |
78.94 |
79.64 |
+0.47 |
55,824 |
123,403 |
+6,573 |
| Jul10 |
100222 |
80.36 |
80.36 |
79.56 |
80.16 |
+0.48 |
15,897 |
40,184 |
+1,586 |
| Aug10 |
100222 |
80.81 |
80.81 |
79.98 |
80.63 |
+0.51 |
6,230 |
23,026 |
+457 |
| Sep10 |
100222 |
81.21 |
81.21 |
80.47 |
81.03 |
+0.52 |
4,507 |
16,200 |
+391 |
| Oct10 |
100222 |
81.54 |
81.54 |
80.84 |
81.39 |
+0.54 |
3,988 |
16,548 |
+9 |
| Nov10 |
100222 |
81.86 |
81.86 |
81.17 |
81.71 |
+0.55 |
4,219 |
13,836 |
-146 |
| Dec10 |
100222 |
82.17 |
82.17 |
81.47 |
82.04 |
+0.55 |
23,458 |
81,796 |
-666 |
| Jan11 |
100222 |
82.37 |
82.37 |
82.37 |
82.37 |
+0.56 |
1,807 |
11,699 |
+130 |
| Feb11 |
100222 |
82.69 |
82.69 |
82.69 |
82.69 |
+0.56 |
829 |
6,242 |
+189 |
| Mar11 |
100222 |
83.01 |
83.01 |
83.01 |
83.01 |
+0.56 |
277 |
5,853 |
+77 |
| Apr11 |
100222 |
83.31 |
83.31 |
83.31 |
83.31 |
+0.55 |
135 |
2,946 |
+30 |
| May11 |
100222 |
83.59 |
83.59 |
83.59 |
83.59 |
+0.55 |
99 |
2,675 |
-10 |
| Total Volume and Open Interest |
393,000 |
834,624 |
+15,878 |
| Gas Oil(ICE) |
| Mar10 |
100222 |
638.00 |
643.75 |
634.00 |
637.25 |
+6.25 |
44,489 |
148,840 |
+2,598 |
| Apr10 |
100222 |
641.50 |
648.75 |
639.00 |
642.00 |
+5.75 |
48,067 |
107,645 |
-35 |
| May10 |
100222 |
651.00 |
652.50 |
645.00 |
647.25 |
+5.50 |
16,683 |
60,723 |
+1,659 |
| Jun10 |
100222 |
658.00 |
658.25 |
651.25 |
652.25 |
+4.75 |
13,474 |
46,187 |
-54 |
| Jul10 |
100222 |
663.75 |
663.75 |
657.75 |
657.75 |
+4.50 |
4,620 |
25,278 |
-350 |
| Aug10 |
100222 |
667.25 |
667.25 |
662.00 |
663.25 |
+4.25 |
941 |
23,795 |
+279 |
| Sep10 |
100222 |
674.75 |
674.75 |
668.00 |
668.75 |
+4.25 |
883 |
24,489 |
+288 |
| Oct10 |
100222 |
675.75 |
677.00 |
673.75 |
673.75 |
+3.75 |
852 |
15,262 |
+116 |
| Nov10 |
100222 |
679.50 |
682.00 |
678.00 |
678.00 |
+3.75 |
1,620 |
14,046 |
-193 |
| Dec10 |
100222 |
687.00 |
688.75 |
681.25 |
682.00 |
+3.75 |
8,970 |
75,070 |
-1,976 |
| Total Volume and Open Interest |
144,726 |
617,220 |
+2,620 |
| Ethanol(CBOT) |
| Feb10 |
100203 |
1.810 |
1.810 |
1.810 |
1.810 |
-0.007 |
31 |
264 |
-38 |
| Mar10 |
100222 |
1.717 |
1.722 |
1.702 |
1.721 |
+0.016 |
61 |
600 |
-9 |
| Apr10 |
100222 |
1.715 |
1.720 |
1.696 |
1.719 |
+0.018 |
89 |
1,315 |
-53 |
| May10 |
100222 |
1.715 |
1.729 |
1.715 |
1.729 |
+0.022 |
64 |
825 |
+0 |
| Jun10 |
100222 |
1.717 |
1.734 |
1.708 |
1.732 |
+0.029 |
54 |
794 |
-1 |
| Jul10 |
100222 |
1.718 |
1.735 |
1.718 |
1.735 |
+0.026 |
57 |
1,077 |
+3 |
| Aug10 |
100222 |
1.721 |
1.722 |
1.718 |
1.718 |
+0.019 |
17 |
716 |
+12 |
| Sep10 |
100222 |
1.722 |
1.722 |
1.718 |
1.718 |
+0.021 |
21 |
695 |
+13 |
| Total Volume and Open Interest |
459 |
8,294 |
+19 |
| US Dollar Index(ICE) |
| Mar10 |
100222 |
80.690 |
80.745 |
80.430 |
80.585 |
-0.135 |
28,101 |
53,184 |
-1,182 |
| Jun10 |
100222 |
80.930 |
81.045 |
80.790 |
80.900 |
-0.135 |
208 |
4,985 |
+66 |
| Sep10 |
100222 |
81.160 |
81.160 |
81.160 |
81.160 |
-0.135 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
28,309 |
58,171 |
-1,116 |
| Australian Dollar(CME) |
| Mar10 |
100222 |
89.82 |
90.05 |
89.55 |
89.92 |
+0.30 |
86,279 |
95,787 |
+1,632 |
| Jun10 |
100222 |
88.94 |
89.16 |
88.68 |
89.04 |
+0.29 |
856 |
6,350 |
+366 |
| Sep10 |
100222 |
88.12 |
88.12 |
87.84 |
88.12 |
+0.28 |
0 |
41 |
+0 |
| Total Volume and Open Interest |
87,135 |
102,181 |
+1,998 |
| British Pound(CME) |
| Mar10 |
100222 |
154.49 |
155.19 |
154.29 |
154.86 |
+0.23 |
126,921 |
121,703 |
+21 |
| Jun10 |
100222 |
154.26 |
155.07 |
154.26 |
154.76 |
+0.23 |
1,016 |
1,646 |
+274 |
| Sep10 |
100222 |
154.41 |
154.69 |
154.41 |
154.69 |
+0.23 |
4 |
80 |
-4 |
| Total Volume and Open Interest |
127,963 |
123,453 |
+312 |
| Canadian Dollar(CME) |
| Mar10 |
100222 |
96.24 |
96.43 |
95.77 |
96.00 |
-0.11 |
75,457 |
95,092 |
+5,497 |
| Jun10 |
100222 |
96.23 |
96.42 |
95.77 |
95.99 |
-0.11 |
1,059 |
3,854 |
+533 |
| Sep10 |
100222 |
96.15 |
96.36 |
95.82 |
95.97 |
-0.11 |
15 |
794 |
+1 |
| Dec10 |
100222 |
95.84 |
96.10 |
95.75 |
95.91 |
-0.11 |
30 |
708 |
+0 |
| Total Volume and Open Interest |
76,561 |
100,560 |
+6,031 |
| Japanese Yen(CME) |
| Mar10 |
100222 |
109.14 |
109.88 |
108.81 |
109.67 |
+0.66 |
139,643 |
123,124 |
+3,499 |
| Jun10 |
100222 |
109.13 |
109.93 |
108.89 |
109.73 |
+0.66 |
676 |
1,116 |
+271 |
| Sep10 |
100222 |
109.82 |
109.90 |
109.17 |
109.82 |
+0.65 |
0 |
202 |
+0 |
| Total Volume and Open Interest |
140,319 |
124,471 |
+3,770 |
| Swiss Franc(CME) |
| Mar10 |
100222 |
92.88 |
93.13 |
92.70 |
92.97 |
+0.14 |
44,377 |
42,254 |
+378 |
| Jun10 |
100222 |
92.93 |
93.18 |
92.77 |
93.04 |
+0.15 |
452 |
332 |
+141 |
| Sep10 |
100222 |
93.11 |
93.14 |
92.97 |
93.11 |
+0.14 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
44,829 |
42,599 |
+519 |
| EuroFX(CME) |
| Mar10 |
100222 |
136.17 |
136.54 |
135.72 |
136.07 |
+0.12 |
346,438 |
196,973 |
-5,824 |
| Jun10 |
100222 |
136.11 |
136.52 |
134.95 |
136.05 |
+0.12 |
2,996 |
4,984 |
+580 |
| Sep10 |
100222 |
136.10 |
136.10 |
135.61 |
135.99 |
+0.11 |
4 |
678 |
-4 |
| Total Volume and Open Interest |
349,493 |
202,711 |
-5,217 |
| Mexican Peso(CME) |
| Mar10 |
100222 |
779.2 |
782.8 |
777.8 |
779.2 |
+0.8 |
16,583 |
90,818 |
+2,083 |
| Apr10 |
100222 |
776.2 |
776.2 |
775.5 |
776.2 |
+0.8 |
|
|
|
| Total Volume and Open Interest |
16,607 |
93,249 |
+2,093 |
| 30-Year T-Bonds(CBOT) |
| Mar10 |
100222 |
116~250 |
116~260 |
116~070 |
116~140 |
-0~110 |
|
|
|
| Jun10 |
100222 |
115~090 |
115~090 |
114~240 |
114~290 |
-0~130 |
9,537 |
29,254 |
+5,742 |
| Sep10 |
100222 |
113~180 |
114~000 |
113~180 |
113~190 |
-0~130 |
2 |
19 |
-1 |
| Total Volume and Open Interest |
366,143 |
673,869 |
+4,510 |
| 10-Year T-Notes(CBOT) |
| Mar10 |
100222 |
117~060 |
117~095 |
117~015 |
117~060 |
unch |
1,443,270 |
1,328,736 |
-36,087 |
| Jun10 |
100222 |
115~235 |
115~280 |
115~195 |
115~245 |
+0~005 |
53,633 |
74,223 |
+25,976 |
| Sep10 |
100222 |
114~110 |
114~110 |
114~100 |
114~110 |
+0~010 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
1,496,904 |
1,402,964 |
-10,110 |
| 5-Year T-Notes(CBOT) |
| Mar10 |
100222 |
115~126 |
116~015 |
115~120 |
116~006 |
+0~009 |
|
|
|
| Jun10 |
100222 |
114~103 |
114~122 |
114~098 |
114~112 |
+0~009 |
41,868 |
51,659 |
+23,437 |
| Sep10 |
100222 |
113~090 |
113~090 |
113~081 |
113~090 |
+0~009 |
|
|
|
| Total Volume and Open Interest |
642,979 |
925,417 |
-13,168 |
| 2 Year T-Notes(CBOT) |
| Mar10 |
100222 |
108~110 |
108~110 |
108~104 |
108~108 |
-0~002 |
|
|
|
| Jun10 |
100222 |
108~040 |
108~052 |
108~039 |
108~051 |
+0~011 |
39,688 |
88,282 |
+17,694 |
| Sep10 |
100222 |
107~111 |
107~111 |
107~100 |
107~111 |
+0~011 |
|
|
|
| Total Volume and Open Interest |
396,809 |
983,367 |
-10,589 |
| Eurodollars(CME) |
| Mar10 |
100222 |
99.715 |
99.723 |
99.715 |
99.720 |
+0.005 |
189,111 |
1,162,853 |
-2,156 |
| Jun10 |
100222 |
99.585 |
99.600 |
99.580 |
99.595 |
+0.010 |
227,240 |
1,091,392 |
+3,861 |
| Sep10 |
100222 |
99.340 |
99.385 |
99.340 |
99.380 |
+0.040 |
284,550 |
930,381 |
+7,337 |
| Dec10 |
100222 |
99.000 |
99.055 |
98.985 |
99.050 |
+0.060 |
324,379 |
953,989 |
+3,439 |
| Mar11 |
100222 |
98.615 |
98.675 |
98.605 |
98.670 |
+0.065 |
322,550 |
618,153 |
-6,813 |
| Jun11 |
100222 |
98.205 |
98.285 |
98.205 |
98.275 |
+0.065 |
261,454 |
723,117 |
-3,965 |
| Sep11 |
100222 |
97.835 |
97.905 |
97.820 |
97.895 |
+0.065 |
189,119 |
560,621 |
-3,206 |
| Dec11 |
100222 |
97.475 |
97.545 |
97.475 |
97.535 |
+0.060 |
162,431 |
352,257 |
-2,665 |
| Mar12 |
100222 |
97.175 |
97.235 |
97.170 |
97.225 |
+0.055 |
89,350 |
261,907 |
-2,505 |
| Jun12 |
100222 |
96.875 |
96.925 |
96.865 |
96.920 |
+0.050 |
69,189 |
213,343 |
-3,978 |
| Sep12 |
100222 |
96.605 |
96.645 |
96.600 |
96.640 |
+0.040 |
45,707 |
125,095 |
-3,331 |
| Dec12 |
100222 |
96.360 |
96.380 |
96.345 |
96.375 |
+0.035 |
37,165 |
113,276 |
+1,059 |
| Mar13 |
100222 |
96.145 |
96.175 |
96.140 |
96.165 |
+0.025 |
19,136 |
77,448 |
-159 |
| Jun13 |
100222 |
95.945 |
95.975 |
95.940 |
95.955 |
+0.015 |
12,504 |
62,283 |
+447 |
| Sep13 |
100222 |
95.775 |
95.790 |
95.755 |
95.765 |
+0.005 |
12,224 |
55,636 |
+2,972 |
| Dec13 |
100222 |
95.605 |
95.605 |
95.570 |
95.575 |
-0.005 |
8,224 |
32,944 |
+164 |
| Mar14 |
100222 |
95.440 |
95.455 |
95.420 |
95.425 |
-0.010 |
5,284 |
35,451 |
-158 |
| Jun14 |
100222 |
95.305 |
95.315 |
95.275 |
95.280 |
-0.010 |
5,940 |
30,077 |
-469 |
| Total Volume and Open Interest |
2,286,996 |
7,532,512 |
-3,483 |
| 30 Day Federal Funds(CBOT) |
| Feb10 |
100222 |
99.872 |
99.872 |
99.870 |
99.872 |
unch |
5,741 |
86,870 |
+3,011 |
| Mar10 |
100222 |
99.855 |
99.860 |
99.850 |
99.855 |
unch |
14,445 |
65,639 |
+3,914 |
| Apr10 |
100222 |
99.835 |
99.845 |
99.835 |
99.835 |
unch |
8,178 |
81,696 |
+1,171 |
| May10 |
100222 |
99.810 |
99.815 |
99.810 |
99.810 |
unch |
6,721 |
69,850 |
+756 |
| Jun10 |
100222 |
99.795 |
99.800 |
99.790 |
99.790 |
unch |
5,920 |
55,805 |
+198 |
| Jul10 |
100222 |
99.755 |
99.765 |
99.755 |
99.760 |
+0.005 |
5,672 |
56,701 |
-290 |
| Total Volume and Open Interest |
77,377 |
605,409 |
+7,840 |
| 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 |
100222 |
99.570 |
99.570 |
99.565 |
99.570 |
+0.010 |
0 |
1,551 |
+0 |
| Jun10 |
100222 |
99.625 |
99.625 |
99.625 |
99.625 |
+0.015 |
0 |
80 |
+0 |
| Sep10 |
100222 |
99.630 |
99.630 |
99.630 |
99.630 |
+0.010 |
0 |
230 |
+0 |
| Dec10 |
100222 |
99.615 |
99.615 |
99.615 |
99.615 |
+0.010 |
0 |
242 |
+0 |
| Mar11 |
100222 |
99.605 |
99.605 |
99.605 |
99.605 |
+0.010 |
|
|
|
| Jun11 |
100222 |
99.580 |
99.580 |
99.580 |
99.580 |
+0.045 |
|
|
|
| Sep11 |
100222 |
99.580 |
99.580 |
99.580 |
99.580 |
+0.085 |
|
|
|
| Dec11 |
100222 |
99.510 |
99.510 |
99.510 |
99.510 |
+0.010 |
|
|
|
| Mar12 |
100222 |
99.475 |
99.475 |
99.475 |
99.475 |
+0.010 |
|
|
|
| Jun12 |
100222 |
99.525 |
99.525 |
99.525 |
99.525 |
+0.010 |
|
|
|
| Total Volume and Open Interest |
0 |
2,103 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Mar10 |
100222 |
99.57 |
99.57 |
99.57 |
99.57 |
+0.01 |
203 |
4,729 |
+1 |
| Jun10 |
100222 |
99.60 |
99.62 |
99.60 |
99.62 |
+0.01 |
0 |
1,625 |
+0 |
| Sep10 |
100222 |
99.62 |
99.63 |
99.62 |
99.63 |
+0.01 |
0 |
2,021 |
+0 |
| Dec10 |
100222 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.01 |
0 |
1,438 |
+0 |
| Mar11 |
100222 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.01 |
0 |
664 |
+0 |
| Jun11 |
100222 |
99.58 |
99.58 |
99.58 |
99.58 |
+0.01 |
0 |
56 |
+0 |
| Sep11 |
100222 |
99.58 |
99.58 |
99.58 |
99.58 |
+0.01 |
0 |
51 |
+0 |
| Dec11 |
100222 |
99.51 |
99.51 |
99.51 |
99.51 |
+0.01 |
0 |
102 |
+0 |
| Total Volume and Open Interest |
203 |
12,057 |
+1 |
| Japanese Gov't Bonds(SGX) |
| Mar10 |
100222 |
139.40 |
139.52 |
139.25 |
139.29 |
-0.15 |
2,248 |
17,351 |
-285 |
| Jun10 |
100222 |
138.45 |
139.04 |
138.45 |
139.04 |
-0.15 |
0 |
3 |
+0 |
| Sep10 |
100222 |
139.04 |
139.04 |
139.04 |
139.04 |
-0.15 |
|
|
|
| Total Volume and Open Interest |
2,248 |
17,354 |
-285 |
| Euro-Bund(EUREX) |
| Mar10 |
100222 |
122.70 |
122.90 |
122.54 |
122.82 |
+0.16 |
1,029,402 |
914,964 |
-42,576 |
| Jun10 |
100222 |
121.27 |
121.43 |
121.10 |
121.36 |
+0.16 |
2,157 |
9,903 |
+1,484 |
| Sep10 |
100222 |
120.92 |
120.92 |
120.92 |
120.92 |
+0.16 |
|
|
|
| Total Volume and Open Interest |
1,031,559 |
924,867 |
-41,092 |
| Euro-Bobl(EUREX) |
| Mar10 |
100222 |
117.39 |
117.51 |
117.29 |
117.46 |
+0.08 |
534,305 |
798,081 |
+37,058 |
| Jun10 |
100222 |
115.87 |
116.00 |
115.87 |
116.00 |
+0.08 |
432 |
22,440 |
+350 |
| Sep10 |
100222 |
115.76 |
115.76 |
115.76 |
115.76 |
+0.08 |
1,000 |
0 |
+0 |
| Total Volume and Open Interest |
535,737 |
820,521 |
+37,408 |
| 3-Mth Euribor(EUREX) |
| Mar10 |
100222 |
99.325 |
99.330 |
99.325 |
99.325 |
-0.005 |
59 |
11,821 |
+53 |
| Jun10 |
100222 |
99.145 |
99.155 |
99.145 |
99.150 |
unch |
31 |
7,234 |
-29 |
| Sep10 |
100222 |
98.935 |
98.940 |
98.935 |
98.940 |
+0.010 |
83 |
2,186 |
+19 |
| Total Volume and Open Interest |
195 |
25,026 |
+60 |
| Long Gilt(LIFFE) |
| Mar10 |
100222 |
113~17 |
114~03 |
113~12 |
113~31 |
+0~09 |
75,175 |
266,007 |
+7,874 |
| Jun10 |
100222 |
112~02 |
112~17 |
111~30 |
112~14 |
+0~09 |
124 |
230 |
+110 |
| Total Volume and Open Interest |
75,299 |
266,237 |
+7,984 |
| 3-Mth Short Sterling(LIFFE) |
| Mar10 |
100222 |
99.31 |
99.33 |
99.31 |
99.32 |
unch |
23,031 |
337,144 |
+4,732 |
| Jun10 |
100222 |
99.21 |
99.22 |
99.20 |
99.22 |
+0.01 |
44,817 |
353,387 |
+10,272 |
| Sep10 |
100222 |
99.03 |
99.05 |
99.02 |
99.04 |
+0.01 |
49,921 |
334,874 |
+4,331 |
| Dec10 |
100222 |
98.75 |
98.78 |
98.72 |
98.76 |
+0.03 |
47,226 |
360,818 |
+6,345 |
| Mar11 |
100222 |
98.41 |
98.45 |
98.37 |
98.42 |
+0.03 |
55,106 |
311,848 |
-3,426 |
| Jun11 |
100222 |
98.01 |
98.08 |
97.99 |
98.04 |
+0.03 |
30,483 |
199,159 |
+3,938 |
| Total Volume and Open Interest |
310,483 |
2,285,663 |
+25,177 |
| 3-Mth Euribor(LIFFE) |
| Mar10 |
100219 |
99.325 |
99.330 |
99.320 |
99.330 |
unch |
39,098 |
684,586 |
-3,985 |
| Jun10 |
100222 |
99.145 |
99.155 |
99.135 |
99.150 |
unch |
153,374 |
753,434 |
-17,554 |
| Sep10 |
100222 |
98.930 |
98.945 |
98.920 |
98.940 |
+0.010 |
142,106 |
583,762 |
-6,794 |
| Total Volume and Open Interest |
779,410 |
3,762,687 |
-14,673 |
| 3-Mth Aus T-Bills(SFE) |
| Mar10 |
100222 |
95.74 |
95.75 |
95.73 |
95.74 |
-0.01 |
12,401 |
292,355 |
-19 |
| Jun10 |
100222 |
95.47 |
95.48 |
95.44 |
95.47 |
-0.01 |
23,207 |
241,449 |
+3,861 |
| Sep10 |
100222 |
95.18 |
95.19 |
95.15 |
95.18 |
-0.02 |
11,439 |
117,494 |
+685 |
| Dec10 |
100222 |
94.92 |
94.93 |
94.88 |
94.92 |
-0.02 |
5,620 |
90,689 |
-134 |
| Mar11 |
100222 |
94.73 |
94.73 |
94.67 |
94.72 |
-0.02 |
2,281 |
38,293 |
-3,273 |
| Jun11 |
100222 |
94.57 |
94.57 |
94.52 |
94.56 |
-0.02 |
2,056 |
35,649 |
-668 |
| Sep11 |
100222 |
94.41 |
94.44 |
94.40 |
94.44 |
unch |
887 |
16,150 |
+295 |
| Dec11 |
100222 |
94.33 |
94.34 |
94.32 |
94.33 |
unch |
466 |
9,178 |
+22 |
| Mar12 |
100222 |
94.25 |
94.25 |
94.25 |
94.25 |
+0.01 |
50 |
2,934 |
-50 |
| Jun12 |
100222 |
94.19 |
94.19 |
94.19 |
94.19 |
unch |
50 |
1,502 |
-50 |
| Total Volume and Open Interest |
58,457 |
847,168 |
+669 |
| 10-Year Aus T-Bonds(SFE) |
| Mar10 |
100222 |
94.38 |
94.39 |
94.33 |
94.36 |
-0.02 |
25,540 |
384,931 |
-3,182 |
| Jun10 |
100222 |
94.36 |
94.36 |
94.36 |
94.36 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
25,540 |
384,931 |
-3,182 |
| 3-Year Aus T-Bonds(SFE) |
| Mar10 |
100222 |
95.05 |
95.06 |
95.00 |
95.04 |
-0.01 |
111,567 |
777,100 |
+5,595 |
| Jun10 |
100222 |
95.04 |
95.04 |
95.04 |
95.04 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
111,567 |
777,100 |
+5,595 |
| Gold(CMX) |
| Feb10 |
100222 |
1123.4 |
1127.4 |
1110.0 |
1112.6 |
-8.7 |
989 |
648 |
+14 |
| Apr10 |
100222 |
1122.1 |
1131.5 |
1110.0 |
1113.1 |
-9.0 |
188,706 |
284,863 |
+4,094 |
| Jun10 |
100222 |
1125.0 |
1132.6 |
1111.3 |
1114.3 |
-9.0 |
5,322 |
58,648 |
+333 |
| Aug10 |
100222 |
1131.8 |
1132.5 |
1114.1 |
1115.3 |
-9.1 |
833 |
21,989 |
+124 |
| Oct10 |
100222 |
1116.4 |
1116.4 |
1116.4 |
1116.4 |
-9.1 |
233 |
10,328 |
-27 |
| Dec10 |
100222 |
1132.5 |
1135.0 |
1116.4 |
1117.6 |
-9.2 |
2,776 |
36,888 |
+394 |
| Feb11 |
100222 |
1119.3 |
1119.3 |
1119.3 |
1119.3 |
-9.4 |
90 |
7,974 |
+10 |
| Apr11 |
100222 |
1121.5 |
1121.5 |
1121.5 |
1121.5 |
-9.5 |
17 |
3,684 |
+15 |
| Jun11 |
100222 |
468.8 |
468.8 |
468.8 |
468.8 |
-9.6 |
31 |
7,219 |
+22 |
| Aug11 |
100222 |
1127.2 |
1127.2 |
1127.2 |
1127.2 |
-9.8 |
0 |
2,222 |
+0 |
| Oct11 |
100222 |
1130.6 |
1130.6 |
1130.6 |
1130.6 |
-10.0 |
0 |
3,644 |
+0 |
| Dec11 |
100222 |
1151.0 |
1151.0 |
1134.5 |
1134.5 |
-10.1 |
206 |
11,669 |
+7 |
| Total Volume and Open Interest |
202,477 |
469,348 |
+4,351 |
| Silver(CMX) |
| Mar10 |
100222 |
1637.0 |
1656.5 |
1613.5 |
1622.2 |
-19.1 |
40,466 |
38,403 |
-3,238 |
| May10 |
100222 |
1642.5 |
1659.5 |
1616.5 |
1624.8 |
-19.1 |
10,529 |
38,422 |
+1,354 |
| Jul10 |
100222 |
1644.0 |
1661.0 |
1619.0 |
1626.8 |
-19.2 |
931 |
12,111 |
-78 |
| Sep10 |
100222 |
1654.0 |
1654.5 |
1624.5 |
1628.7 |
-19.3 |
867 |
2,856 |
-429 |
| Dec10 |
100222 |
1649.5 |
1663.0 |
1624.0 |
1631.2 |
-19.4 |
454 |
13,067 |
-106 |
| Mar11 |
100222 |
1666.5 |
1666.5 |
1628.5 |
1634.2 |
-19.6 |
2 |
1,569 |
+0 |
| May11 |
100222 |
1636.4 |
1636.4 |
1636.4 |
1636.4 |
-19.8 |
9 |
1,729 |
+0 |
| Total Volume and Open Interest |
54,860 |
119,101 |
-1,525 |
| Platinum(NYMEX) |
| Apr10 |
100222 |
1543.9 |
1548.9 |
1518.1 |
1531.9 |
-11.7 |
3,874 |
31,586 |
-57 |
| Jul10 |
100222 |
1541.9 |
1544.0 |
1522.0 |
1533.4 |
-11.4 |
48 |
1,996 |
+46 |
| Oct10 |
100222 |
1532.9 |
1532.9 |
1532.9 |
1532.9 |
-11.4 |
3 |
123 |
+2 |
| Jan11 |
100222 |
1521.9 |
1521.9 |
1521.9 |
1521.9 |
-11.7 |
0 |
207 |
+0 |
| Total Volume and Open Interest |
3,954 |
33,971 |
-5 |
| Palladium(NYMEX) |
| Mar10 |
100222 |
443.50 |
445.70 |
434.75 |
442.10 |
-0.25 |
2,476 |
11,804 |
-1,134 |
| Jun10 |
100222 |
440.75 |
447.15 |
436.85 |
444.05 |
+0.25 |
1,563 |
10,370 |
+1,149 |
| Sep10 |
100222 |
443.20 |
444.70 |
439.90 |
444.70 |
+0.50 |
9 |
259 |
+4 |
| Total Volume and Open Interest |
4,048 |
22,464 |
+19 |
| Copper(CMX) |
| Mar10 |
100222 |
334.75 |
336.50 |
328.60 |
330.65 |
-5.05 |
38,605 |
23,594 |
-1,843 |
| May10 |
100222 |
337.50 |
338.80 |
330.75 |
332.85 |
-5.05 |
11,674 |
69,752 |
+4,002 |
| Jul10 |
100222 |
338.55 |
339.70 |
331.95 |
333.95 |
-4.95 |
875 |
16,281 |
+383 |
| Sep10 |
100222 |
337.60 |
337.60 |
332.80 |
334.45 |
-5.00 |
109 |
6,003 |
+65 |
| Dec10 |
100222 |
336.15 |
336.15 |
332.50 |
334.80 |
-5.00 |
105 |
5,083 |
+31 |
| Total Volume and Open Interest |
52,075 |
125,886 |
+3,096 |
| DJIA Index(CBOT) |
| Mar10 |
100222 |
10380 |
10432 |
10355 |
10374 |
-4 |
533 |
14,150 |
+19 |
| Jun10 |
100222 |
10370 |
10370 |
10305 |
10310 |
-4 |
3 |
28 |
-1 |
| Sep10 |
100222 |
10254 |
10265 |
10254 |
10254 |
-11 |
|
|
|
| Dec10 |
100222 |
10214 |
10218 |
10214 |
10214 |
-4 |
|
|
|
| Total Volume and Open Interest |
536 |
14,178 |
+18 |
| S & P 500(CME) |
| Mar10 |
100222 |
1105.70 |
1112.70 |
1103.60 |
1107.50 |
+1.30 |
23,282 |
365,685 |
-4,314 |
| Jun10 |
100222 |
1099.50 |
1105.90 |
1099.00 |
1102.70 |
+1.30 |
1,619 |
12,714 |
+1,397 |
| Sep10 |
100222 |
1097.70 |
1101.00 |
1094.30 |
1097.70 |
+1.20 |
100 |
1,646 |
+200 |
| Dec10 |
100222 |
1093.10 |
1096.40 |
1089.70 |
1093.10 |
+1.20 |
0 |
2,111 |
+0 |
| Total Volume and Open Interest |
25,001 |
382,177 |
-2,717 |
| S & P 500 E-Mini(Globex) |
| Mar10 |
100222 |
1106.00 |
1112.75 |
1103.50 |
1107.50 |
+1.25 |
1,832,739 |
2,804,518 |
+1,217 |
| Jun10 |
100222 |
1102.25 |
1108.00 |
1099.00 |
1102.75 |
+1.25 |
5,824 |
36,929 |
+3,370 |
| Total Volume and Open Interest |
1,838,595 |
2,843,025 |
+4,604 |
| NASDAQ 100(CME) |
| Mar10 |
100222 |
1819.80 |
1832.50 |
1811.00 |
1821.00 |
+1.70 |
768 |
31,289 |
+223 |
| Jun10 |
100222 |
1818.50 |
1818.50 |
1811.50 |
1818.50 |
+1.70 |
37 |
695 |
+0 |
| Sep10 |
100222 |
1817.50 |
1817.50 |
1814.80 |
1817.50 |
+1.70 |
|
|
|
| Total Volume and Open Interest |
805 |
31,984 |
+223 |
| NASDAQ 100 E-Mini(Globex) |
| Mar10 |
100222 |
1818.80 |
1833.00 |
1810.30 |
1821.00 |
+1.70 |
268,313 |
399,318 |
+4,606 |
| Jun10 |
100222 |
1818.50 |
1829.80 |
1809.50 |
1818.50 |
+1.70 |
116 |
7,080 |
+5 |
| Total Volume and Open Interest |
268,429 |
406,408 |
+4,611 |
| S & P Midcap 400(CME) |
| Mar10 |
100222 |
742.50 |
742.50 |
738.00 |
738.60 |
-0.20 |
202 |
2,717 |
-198 |
| Jun10 |
100222 |
736.40 |
736.60 |
736.40 |
736.40 |
-0.20 |
|
|
|
| Sep10 |
100222 |
734.40 |
734.60 |
734.40 |
734.40 |
-0.20 |
|
|
|
| Total Volume and Open Interest |
202 |
2,717 |
-198 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Mar10 |
100222 |
10395 |
10400 |
10335 |
10380 |
+95 |
6,825 |
40,345 |
+1,256 |
| Jun10 |
100222 |
10375 |
10385 |
10360 |
10380 |
+95 |
|
|
|
| Total Volume and Open Interest |
6,825 |
40,345 |
+1,256 |
| Nikkei 225(SGX) |
| Mar10 |
100222 |
10140 |
10450 |
10125 |
10375 |
+240 |
70,658 |
187,134 |
+4,234 |
| Jun10 |
100222 |
10340 |
10375 |
10315 |
10315 |
+240 |
44 |
1,834 |
+19 |
| Sep10 |
100222 |
10320 |
10320 |
10320 |
10320 |
+240 |
0 |
55 |
+0 |
| Total Volume and Open Interest |
70,731 |
190,168 |
+4,253 |
| CAC 40(EURONEXT) |
| Mar10 |
100222 |
3764.0 |
3783.5 |
3751.5 |
3755.5 |
-16.5 |
74,080 |
310,530 |
+30,115 |
| Apr10 |
100222 |
3763.5 |
3783.0 |
3753.0 |
3756.5 |
-16.5 |
610 |
820 |
+609 |
| May10 |
100222 |
3756.5 |
3756.5 |
3756.5 |
3756.5 |
|
|
|
|
| Hang Seng Index(HKFE) |
| Feb10 |
100222 |
20420 |
20470 |
20305 |
20395 |
+483 |
50,593 |
80,953 |
+5,936 |
| Mar10 |
100222 |
20443 |
20443 |
20250 |
20352 |
+500 |
1,907 |
13,486 |
+1,457 |
| Total Volume and Open Interest |
52,613 |
95,862 |
+7,458 |
| DAX(EUREX) |
| Mar10 |
100222 |
5725.0 |
5757.5 |
5683.0 |
5688.5 |
-39.0 |
152,536 |
157,614 |
+1,514 |
| Jun10 |
100222 |
5732.0 |
5759.0 |
5692.0 |
5697.0 |
-38.5 |
289 |
11,938 |
-67 |
| Sep10 |
100222 |
5752.0 |
5755.0 |
5700.0 |
5704.5 |
-39.5 |
8 |
1,252 |
-3 |
| Total Volume and Open Interest |
152,833 |
170,804 |
+1,444 |
| FT-SE 100(EURONEXT) |
| Mar10 |
100222 |
5362.50 |
5364.50 |
5325.00 |
5329.50 |
-15.50 |
105,469 |
683,648 |
+3,334 |
| Jun10 |
100222 |
5297.00 |
5303.50 |
5279.50 |
5279.50 |
-15.50 |
169 |
6,031 |
+1,062 |
| Sep10 |
100222 |
5261.00 |
5263.50 |
5243.00 |
5243.00 |
-16.00 |
0 |
423 |
+0 |
| Total Volume and Open Interest |
105,638 |
690,763 |
+4,396 |
| SPI 200(SFE) |
| Mar10 |
100222 |
4606.0 |
4703.0 |
4593.0 |
4701.0 |
+93.0 |
36,286 |
200,541 |
+1,880 |
| Jun10 |
100222 |
4638.0 |
4718.0 |
4638.0 |
4718.0 |
+94.0 |
76 |
2,442 |
+35 |
| Sep10 |
100222 |
4701.0 |
4701.0 |
4701.0 |
4701.0 |
+94.0 |
0 |
1,965 |
+0 |
| Total Volume and Open Interest |
36,362 |
206,512 |
+1,903 |
| GSCI(CME) |
| Mar10 |
100222 |
523.00 |
524.00 |
519.75 |
523.25 |
+0.45 |
443 |
15,310 |
+43 |
| Apr10 |
100222 |
527.00 |
527.00 |
523.00 |
526.00 |
+1.00 |
3 |
1 |
+1 |
| May10 |
100222 |
528.00 |
529.00 |
525.00 |
528.00 |
+1.00 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
448 |
15,311 |
+44 |
| 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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