|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed February 24, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Mar10 |
100224 |
952.50 |
964.00 |
945.25 |
955.50 |
+3.00 |
78,385 |
56,040 |
-17,529 |
| May10 |
100224 |
959.25 |
969.50 |
952.00 |
963.00 |
+3.50 |
70,550 |
177,811 |
+5,353 |
| Jul10 |
100224 |
965.50 |
975.75 |
959.50 |
970.50 |
+5.00 |
25,058 |
90,037 |
+182 |
| Aug10 |
100224 |
962.75 |
967.50 |
959.00 |
966.00 |
+4.75 |
236 |
4,689 |
+29 |
| Sep10 |
100224 |
949.75 |
951.75 |
941.00 |
949.00 |
+6.25 |
157 |
3,238 |
-85 |
| Nov10 |
100224 |
927.00 |
937.25 |
925.25 |
934.75 |
+7.50 |
8,559 |
102,626 |
+272 |
| Jan11 |
100224 |
935.75 |
945.00 |
935.50 |
943.50 |
+7.75 |
339 |
6,036 |
+5 |
| Total Volume and Open Interest |
183,702 |
450,321 |
-11,739 |
| Soybean Meal(CBOT) |
| Mar10 |
100224 |
280.20 |
283.00 |
275.20 |
276.90 |
-2.70 |
18,238 |
26,150 |
-5,066 |
| May10 |
100224 |
274.50 |
278.50 |
270.10 |
272.20 |
-1.70 |
23,459 |
80,343 |
+4,614 |
| Jul10 |
100224 |
272.20 |
275.50 |
269.10 |
270.90 |
-1.20 |
5,480 |
37,305 |
+226 |
| Aug10 |
100224 |
271.40 |
273.00 |
260.00 |
268.30 |
-1.00 |
519 |
10,786 |
-89 |
| Sep10 |
100224 |
267.10 |
267.50 |
263.00 |
263.90 |
-0.40 |
195 |
9,536 |
+67 |
| Oct10 |
100224 |
257.00 |
258.70 |
255.00 |
256.20 |
+0.90 |
418 |
5,572 |
+30 |
| Dec10 |
100224 |
255.00 |
257.80 |
254.10 |
255.40 |
+1.00 |
2,580 |
24,541 |
+55 |
| Jan11 |
100224 |
259.00 |
259.00 |
255.60 |
256.60 |
+1.00 |
139 |
1,517 |
-20 |
| Total Volume and Open Interest |
51,448 |
199,471 |
+143 |
| Soybean Oil(CBOT) |
| Mar10 |
100224 |
38.32 |
39.05 |
38.29 |
39.05 |
+0.74 |
30,881 |
35,972 |
-5,502 |
| May10 |
100224 |
38.79 |
39.51 |
38.75 |
39.50 |
+0.72 |
31,922 |
126,724 |
+5,155 |
| Jul10 |
100224 |
39.24 |
39.95 |
39.21 |
39.95 |
+0.72 |
8,587 |
74,181 |
+537 |
| Aug10 |
100224 |
39.60 |
40.14 |
39.43 |
40.14 |
+0.72 |
1,057 |
10,242 |
+584 |
| Sep10 |
100224 |
39.70 |
40.28 |
39.58 |
40.28 |
+0.71 |
377 |
6,914 |
-124 |
| Oct10 |
100224 |
39.72 |
40.39 |
39.72 |
40.39 |
+0.72 |
418 |
5,100 |
+46 |
| Dec10 |
100224 |
39.96 |
40.70 |
39.96 |
40.70 |
+0.73 |
2,106 |
33,249 |
+69 |
| Jan11 |
100224 |
40.43 |
40.95 |
40.22 |
40.95 |
+0.73 |
120 |
615 |
+41 |
| Total Volume and Open Interest |
75,478 |
294,361 |
+812 |
| Canola(WCE) |
| Mar10 |
100224 |
384.9 |
386.5 |
381.0 |
383.1 |
-1.8 |
6,423 |
11,690 |
-7,435 |
| May10 |
100224 |
392.6 |
393.5 |
389.2 |
391.1 |
-1.5 |
8,018 |
73,638 |
+4,045 |
| Jul10 |
100224 |
398.0 |
399.6 |
396.6 |
397.5 |
-0.8 |
1,285 |
16,935 |
+358 |
| Nov10 |
100224 |
402.1 |
405.0 |
402.0 |
403.4 |
-0.1 |
616 |
15,013 |
+41 |
| Jan11 |
100224 |
406.9 |
407.1 |
406.9 |
407.1 |
+0.6 |
2 |
439 |
+2 |
| Total Volume and Open Interest |
16,344 |
117,942 |
-2,989 |
| Corn(CBOT) |
| Mar10 |
100224 |
367.75 |
376.00 |
367.50 |
375.25 |
+7.50 |
192,526 |
104,841 |
-54,450 |
| May10 |
100224 |
378.75 |
386.75 |
378.50 |
386.25 |
+7.50 |
171,930 |
435,301 |
+37,554 |
| Jul10 |
100224 |
389.25 |
397.00 |
382.50 |
396.75 |
+7.50 |
47,342 |
231,506 |
-326 |
| Sep10 |
100224 |
396.25 |
403.75 |
396.25 |
403.50 |
+7.00 |
7,681 |
57,838 |
+803 |
| Dec10 |
100224 |
402.50 |
410.00 |
402.50 |
409.50 |
+6.50 |
33,544 |
248,540 |
+3,730 |
| Mar11 |
100224 |
413.00 |
420.75 |
413.00 |
420.75 |
+6.50 |
2,084 |
28,877 |
+1,522 |
| Total Volume and Open Interest |
456,780 |
1,144,914 |
-10,944 |
| Wheat(CBOT) |
| Mar10 |
100224 |
492.00 |
502.25 |
489.50 |
500.25 |
+8.50 |
48,291 |
35,616 |
-12,255 |
| May10 |
100224 |
505.75 |
516.00 |
503.00 |
513.75 |
+8.00 |
46,266 |
162,221 |
+4,864 |
| Jul10 |
100224 |
519.00 |
528.25 |
515.75 |
526.25 |
+8.00 |
15,890 |
123,345 |
+5,106 |
| Sep10 |
100224 |
534.50 |
543.75 |
533.75 |
541.50 |
+7.75 |
2,104 |
26,642 |
+520 |
| Dec10 |
100224 |
558.00 |
567.50 |
557.50 |
565.00 |
+6.75 |
4,471 |
62,760 |
+1,081 |
| Total Volume and Open Interest |
117,935 |
429,269 |
-365 |
| Wheat(KCBT) |
| Mar10 |
100224 |
498.50 |
508.25 |
497.25 |
505.25 |
+7.00 |
12,141 |
13,946 |
-3,721 |
| May10 |
100224 |
509.75 |
519.00 |
508.00 |
516.00 |
+6.50 |
7,031 |
42,979 |
+1,372 |
| Jul10 |
100224 |
521.75 |
530.00 |
518.50 |
527.00 |
+6.50 |
3,013 |
35,968 |
+294 |
| Sep10 |
100224 |
535.50 |
541.25 |
535.50 |
538.25 |
+6.25 |
483 |
5,419 |
+212 |
| Dec10 |
100224 |
550.00 |
559.00 |
548.75 |
555.25 |
+6.25 |
567 |
41,814 |
+88 |
| Total Volume and Open Interest |
23,619 |
143,583 |
-1,469 |
| Wheat(MGE) |
| Mar10 |
100224 |
506.00 |
514.75 |
505.50 |
512.75 |
+6.00 |
3,905 |
6,787 |
-954 |
| May10 |
100224 |
517.00 |
526.50 |
517.00 |
525.00 |
+6.25 |
3,556 |
14,572 |
+1,707 |
| Jul10 |
100224 |
531.50 |
538.00 |
528.75 |
536.50 |
+6.00 |
476 |
9,889 |
+33 |
| Sep10 |
100224 |
544.00 |
549.75 |
543.50 |
548.00 |
+5.75 |
88 |
5,167 |
-5 |
| Dec10 |
100224 |
561.25 |
567.50 |
559.25 |
565.75 |
+5.75 |
57 |
6,244 |
-8 |
| Total Volume and Open Interest |
8,119 |
43,874 |
+788 |
| Oats(CBOT) |
| Mar10 |
100224 |
225.00 |
225.75 |
220.00 |
222.00 |
-4.50 |
1,647 |
1,507 |
-636 |
| May10 |
100224 |
233.75 |
235.75 |
227.50 |
230.50 |
-4.50 |
1,778 |
8,689 |
+1,035 |
| Jul10 |
100224 |
242.00 |
243.00 |
236.75 |
238.50 |
-4.50 |
42 |
2,312 |
+19 |
| Sep10 |
100224 |
246.50 |
251.00 |
246.50 |
246.50 |
-4.50 |
1 |
372 |
+0 |
| Total Volume and Open Interest |
3,496 |
14,326 |
+441 |
| Rough Rice(CBOT) |
| Mar10 |
100224 |
13.64 |
13.64 |
13.43 |
13.48 |
-0.17 |
|
|
|
| May10 |
100224 |
13.99 |
13.99 |
13.78 |
13.84 |
-0.16 |
2,202 |
8,265 |
+1,103 |
| Jul10 |
100224 |
14.27 |
14.27 |
14.07 |
14.14 |
-0.14 |
202 |
1,152 |
-47 |
| Sep10 |
100224 |
13.45 |
13.53 |
13.40 |
13.42 |
-0.08 |
70 |
1,075 |
+13 |
| Total Volume and Open Interest |
4,551 |
16,209 |
+47 |
| Live Cattle(CME) |
| Feb10 |
100224 |
91.750 |
91.900 |
91.600 |
91.785 |
+0.035 |
2,921 |
2,801 |
-1,529 |
| Apr10 |
100224 |
92.480 |
92.535 |
91.850 |
91.930 |
-0.500 |
14,518 |
141,590 |
+495 |
| Jun10 |
100224 |
90.430 |
90.600 |
90.000 |
90.180 |
-0.320 |
8,398 |
90,468 |
+766 |
| Aug10 |
100224 |
88.550 |
88.800 |
88.200 |
88.480 |
-0.120 |
3,724 |
35,925 |
+830 |
| Oct10 |
100224 |
90.930 |
91.500 |
90.600 |
91.250 |
+0.200 |
1,749 |
20,868 |
+607 |
| Dec10 |
100224 |
92.200 |
92.800 |
92.000 |
92.600 |
+0.315 |
525 |
7,209 |
+215 |
| Total Volume and Open Interest |
31,954 |
302,475 |
+1,428 |
| Feeder Cattle(CME) |
| Mar10 |
100224 |
101.550 |
101.635 |
100.850 |
101.150 |
unch |
1,580 |
10,282 |
-565 |
| Apr10 |
100224 |
102.900 |
103.000 |
102.150 |
102.480 |
unch |
1,222 |
11,498 |
+491 |
| May10 |
100224 |
103.500 |
103.500 |
102.885 |
103.200 |
-0.030 |
786 |
7,813 |
+144 |
| Aug10 |
100224 |
104.750 |
104.950 |
104.350 |
104.600 |
+0.200 |
313 |
5,418 |
+118 |
| Sep10 |
100224 |
104.600 |
104.600 |
103.950 |
104.450 |
+0.300 |
27 |
575 |
-11 |
| Oct10 |
100224 |
104.000 |
104.500 |
104.000 |
104.400 |
unch |
23 |
296 |
+16 |
| Nov10 |
100224 |
103.950 |
104.200 |
103.900 |
104.200 |
unch |
2 |
61 |
+2 |
| Total Volume and Open Interest |
3,953 |
35,947 |
+195 |
| Lean Hogs(CME) |
| Apr10 |
100224 |
70.000 |
70.850 |
69.550 |
70.350 |
+0.900 |
9,898 |
77,112 |
-448 |
| May10 |
100224 |
76.580 |
76.885 |
75.900 |
76.830 |
+0.650 |
395 |
5,129 |
+96 |
| Jun10 |
100224 |
79.450 |
80.100 |
79.035 |
79.725 |
+0.675 |
4,451 |
44,984 |
+262 |
| Jul10 |
100224 |
79.350 |
79.850 |
79.050 |
79.725 |
+0.590 |
1,301 |
16,840 |
-11 |
| Aug10 |
100224 |
78.600 |
79.225 |
78.500 |
79.180 |
+0.600 |
1,441 |
16,304 |
+430 |
| Oct10 |
100224 |
69.200 |
69.600 |
69.000 |
69.500 |
+0.600 |
437 |
8,926 |
+182 |
| Dec10 |
100224 |
66.750 |
66.950 |
66.635 |
66.850 |
+0.300 |
189 |
4,686 |
+0 |
| Feb11 |
100224 |
68.900 |
69.385 |
68.900 |
69.385 |
+0.205 |
90 |
741 |
+44 |
| Total Volume and Open Interest |
18,248 |
174,948 |
+596 |
| Pork Bellies(CME) |
| Mar10 |
100224 |
85.000 |
85.950 |
84.500 |
84.700 |
+0.700 |
18 |
90 |
-7 |
| May10 |
100224 |
86.500 |
87.350 |
86.385 |
86.900 |
+0.700 |
10 |
207 |
+1 |
| Jul10 |
100224 |
90.000 |
90.000 |
89.000 |
90.000 |
+0.400 |
1 |
51 |
+1 |
| Aug10 |
100224 |
87.500 |
87.500 |
87.500 |
87.500 |
unch |
0 |
22 |
+0 |
| Feb11 |
100224 |
92.000 |
93.000 |
92.000 |
92.000 |
unch |
|
|
|
| Total Volume and Open Interest |
29 |
370 |
|
| Class III Milk(CME) |
| Feb10 |
100224 |
14.23 |
14.24 |
14.21 |
14.22 |
-0.02 |
26 |
3,571 |
+1 |
| Mar10 |
100224 |
13.44 |
13.46 |
13.20 |
13.26 |
-0.14 |
163 |
3,565 |
-33 |
| Apr10 |
100224 |
13.10 |
13.12 |
12.97 |
13.05 |
-0.01 |
246 |
3,803 |
+51 |
| May10 |
100224 |
13.18 |
13.20 |
13.10 |
13.16 |
+0.02 |
261 |
3,314 |
+125 |
| Jun10 |
100224 |
13.51 |
13.55 |
13.50 |
13.53 |
+0.03 |
79 |
2,778 |
+43 |
| Total Volume and Open Interest |
1,122 |
29,047 |
+323 |
| Cocoa(ICE) |
| Mar10 |
100224 |
2947 |
2965 |
2903 |
2955 |
+24 |
36 |
462 |
+10 |
| May10 |
100224 |
2955 |
2971 |
2904 |
2967 |
+22 |
5,095 |
65,822 |
-831 |
| Jul10 |
100224 |
2973 |
2995 |
2933 |
2993 |
+20 |
1,286 |
21,390 |
+447 |
| Sep10 |
100224 |
3004 |
3019 |
2959 |
3018 |
+19 |
94 |
9,378 |
+11 |
| Dec10 |
100224 |
3030 |
3048 |
2996 |
3047 |
+17 |
240 |
6,501 |
+11 |
| Mar11 |
100224 |
3051 |
3067 |
3039 |
3067 |
+17 |
26 |
11,828 |
+14 |
| May11 |
100224 |
3065 |
3068 |
3065 |
3068 |
+13 |
25 |
4,705 |
+5 |
| Total Volume and Open Interest |
6,829 |
122,957 |
-321 |
| Coffee "C"(ICE) |
| Mar10 |
100224 |
130.35 |
130.85 |
129.70 |
130.45 |
+0.10 |
350 |
569 |
-420 |
| May10 |
100224 |
132.35 |
133.30 |
131.80 |
132.85 |
+0.60 |
14,974 |
81,501 |
+2,131 |
| Jul10 |
100224 |
134.65 |
134.80 |
133.50 |
134.55 |
+0.65 |
2,032 |
20,667 |
+695 |
| Sep10 |
100224 |
137.00 |
137.00 |
135.30 |
136.10 |
+0.60 |
1,216 |
8,278 |
-188 |
| Dec10 |
100224 |
137.45 |
138.05 |
137.30 |
137.85 |
+0.55 |
452 |
7,677 |
-148 |
| Mar11 |
100224 |
139.30 |
139.55 |
139.10 |
139.55 |
+0.60 |
189 |
4,838 |
+88 |
| Total Volume and Open Interest |
19,236 |
124,676 |
+2,166 |
| Orange Juice(ICE) |
| Mar10 |
100224 |
138.50 |
140.30 |
137.00 |
137.30 |
-0.95 |
1,030 |
6,236 |
-930 |
| May10 |
100224 |
142.25 |
143.80 |
140.20 |
141.10 |
-0.65 |
1,106 |
19,257 |
+569 |
| Jul10 |
100224 |
145.10 |
146.75 |
143.60 |
143.85 |
-0.85 |
102 |
4,561 |
+26 |
| Sep10 |
100224 |
146.80 |
147.75 |
145.10 |
145.10 |
-0.90 |
1 |
1,168 |
+1 |
| Nov10 |
100224 |
148.00 |
149.00 |
146.35 |
146.45 |
-0.75 |
11 |
572 |
+2 |
| Jan11 |
100224 |
150.00 |
150.00 |
148.20 |
148.20 |
-0.60 |
7 |
638 |
+5 |
| Total Volume and Open Interest |
2,278 |
32,707 |
-307 |
| Sugar #11(ICE) |
| Mar10 |
100224 |
24.50 |
25.22 |
24.45 |
25.11 |
+0.74 |
41,694 |
57,646 |
-17,631 |
| May10 |
100224 |
23.87 |
24.52 |
23.57 |
24.40 |
+0.72 |
99,582 |
269,116 |
+1,461 |
| Jul10 |
100224 |
22.38 |
22.82 |
22.07 |
22.71 |
+0.47 |
23,696 |
171,711 |
+222 |
| Oct10 |
100224 |
21.12 |
21.50 |
20.88 |
21.41 |
+0.43 |
10,762 |
155,558 |
-715 |
| Mar11 |
100224 |
19.73 |
20.27 |
19.73 |
20.19 |
+0.46 |
3,165 |
57,945 |
+120 |
| Total Volume and Open Interest |
181,210 |
790,371 |
-16,591 |
| London Cocoa(LCE) |
| Mar10 |
100224 |
2180 |
2185 |
2146 |
2184 |
+7 |
2,477 |
32,745 |
-24,342 |
| May10 |
100224 |
2185 |
2199 |
2156 |
2196 |
+11 |
5,187 |
47,673 |
+332 |
| Jul10 |
100224 |
2173 |
2183 |
2145 |
2180 |
+7 |
1,934 |
31,759 |
+703 |
| Sep10 |
100224 |
2151 |
2165 |
2125 |
2165 |
+14 |
1,116 |
16,726 |
-79 |
| Dec10 |
100224 |
2139 |
2151 |
2115 |
2151 |
+12 |
126 |
12,482 |
-27 |
| Mar11 |
100224 |
2099 |
2120 |
2086 |
2118 |
+8 |
556 |
12,498 |
+408 |
| May11 |
100224 |
2095 |
2116 |
2092 |
2116 |
+12 |
0 |
1,658 |
+0 |
| Total Volume and Open Interest |
|
|
|
| London Sugar(LCE) |
| May10 |
100224 |
656.80 |
674.60 |
656.00 |
673.70 |
+19.80 |
4,077 |
42,346 |
-145 |
| Aug10 |
100224 |
635.00 |
644.90 |
631.00 |
644.10 |
+11.70 |
1,147 |
17,604 |
+420 |
| Oct10 |
100224 |
581.20 |
590.00 |
580.00 |
589.70 |
+10.10 |
645 |
8,358 |
+476 |
| Dec10 |
100224 |
542.90 |
549.90 |
542.90 |
549.90 |
+12.60 |
135 |
2,003 |
+61 |
| Mar11 |
100224 |
532.20 |
533.70 |
531.80 |
533.70 |
+11.40 |
37 |
1,000 |
+19 |
| Total Volume and Open Interest |
6,041 |
71,754 |
+831 |
| Cotton(ICE) |
| Mar10 |
100224 |
79.91 |
79.91 |
78.42 |
79.37 |
-0.63 |
646 |
3,177 |
-2,495 |
| May10 |
100224 |
79.54 |
79.54 |
78.54 |
79.16 |
-0.61 |
9,480 |
94,843 |
+2,125 |
| Jul10 |
100224 |
78.97 |
79.00 |
78.10 |
78.64 |
-0.77 |
2,279 |
36,064 |
+823 |
| Oct10 |
100224 |
74.34 |
74.34 |
74.34 |
74.34 |
-0.57 |
0 |
156 |
+0 |
| Dec10 |
100224 |
73.75 |
73.75 |
73.02 |
73.31 |
-0.44 |
1,066 |
26,885 |
+644 |
| Mar11 |
100224 |
74.96 |
75.14 |
74.96 |
75.14 |
-0.60 |
5 |
2,636 |
+4 |
| Total Volume and Open Interest |
13,486 |
165,649 |
+1,106 |
| Lumber(CME) |
| Mar10 |
100224 |
256.5 |
258.9 |
252.1 |
254.0 |
-4.2 |
471 |
2,136 |
-127 |
| May10 |
100224 |
269.5 |
271.8 |
266.6 |
267.5 |
-4.5 |
713 |
5,413 |
-85 |
| Jul10 |
100224 |
278.9 |
279.0 |
275.5 |
277.9 |
-3.7 |
92 |
1,823 |
-28 |
| Sep10 |
100224 |
277.4 |
277.4 |
274.4 |
277.0 |
-4.7 |
16 |
609 |
-2 |
| Total Volume and Open Interest |
1,295 |
10,045 |
-243 |
| Crude Oil(NYM) |
| Apr10 |
100224 |
79.13 |
80.45 |
78.25 |
80.00 |
+1.14 |
238,956 |
265,047 |
-5,551 |
| May10 |
100224 |
79.59 |
80.76 |
78.66 |
80.38 |
+1.09 |
54,264 |
159,925 |
+2,059 |
| Jun10 |
100224 |
80.00 |
81.10 |
79.15 |
80.78 |
+1.04 |
35,633 |
155,724 |
-2,232 |
| Jul10 |
100224 |
80.33 |
81.45 |
79.59 |
81.17 |
+1.00 |
13,216 |
54,816 |
-638 |
| Aug10 |
100224 |
80.46 |
81.58 |
79.90 |
81.50 |
+0.97 |
10,345 |
27,053 |
-1,629 |
| Sep10 |
100224 |
80.49 |
81.79 |
80.22 |
81.79 |
+0.95 |
10,281 |
31,989 |
-299 |
| Oct10 |
100224 |
80.59 |
82.28 |
80.57 |
82.05 |
+0.92 |
4,413 |
18,433 |
-800 |
| Nov10 |
100224 |
80.84 |
82.32 |
80.84 |
82.32 |
+0.90 |
4,276 |
23,004 |
-5 |
| Dec10 |
100224 |
81.78 |
82.89 |
81.07 |
82.61 |
+0.87 |
22,325 |
191,772 |
-3,201 |
| Jan11 |
100224 |
82.54 |
82.90 |
82.40 |
82.81 |
+0.85 |
1,138 |
22,093 |
-79 |
| Feb11 |
100224 |
82.77 |
83.04 |
82.77 |
83.03 |
+0.84 |
520 |
14,967 |
-186 |
| Mar11 |
100224 |
83.23 |
83.23 |
83.23 |
83.23 |
+0.83 |
1,311 |
10,848 |
-319 |
| Apr11 |
100224 |
83.41 |
83.41 |
83.41 |
83.41 |
+0.82 |
187 |
11,282 |
-80 |
| May11 |
100224 |
83.57 |
83.57 |
83.57 |
83.57 |
+0.82 |
148 |
3,932 |
-96 |
| Jun11 |
100224 |
83.63 |
83.76 |
83.63 |
83.72 |
+0.81 |
1,521 |
24,872 |
+395 |
| Jul11 |
100224 |
83.85 |
83.85 |
83.85 |
83.85 |
+0.80 |
16 |
4,012 |
-55 |
| Total Volume and Open Interest |
412,526 |
1,257,358 |
-12,397 |
| 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 |
100224 |
79.075 |
80.350 |
78.250 |
80.000 |
-0.050 |
5,866 |
3,089 |
+1,013 |
| May10 |
100224 |
79.475 |
80.575 |
78.750 |
80.375 |
+1.075 |
487 |
657 |
+262 |
| Jun10 |
100224 |
80.000 |
80.975 |
79.150 |
80.775 |
+1.025 |
30 |
170 |
+4 |
| Jul10 |
100224 |
79.900 |
81.175 |
79.900 |
81.175 |
+1.000 |
10 |
24 |
+8 |
| Aug10 |
100224 |
81.500 |
81.500 |
81.500 |
81.500 |
+0.975 |
1 |
4 |
+1 |
| Sep10 |
100224 |
81.800 |
81.800 |
81.800 |
81.800 |
+0.950 |
1 |
3 |
+0 |
| Oct10 |
100224 |
82.050 |
82.050 |
82.050 |
82.050 |
+0.925 |
2 |
10 |
+0 |
| Nov10 |
100224 |
82.325 |
82.325 |
82.325 |
82.325 |
+0.900 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
7,556 |
4,591 |
+225 |
| Heating Oil(NYM) |
| Mar10 |
100224 |
203.66 |
205.29 |
201.53 |
204.21 |
+0.98 |
23,892 |
32,183 |
-5,888 |
| Apr10 |
100224 |
204.85 |
206.50 |
202.66 |
205.39 |
+1.13 |
34,448 |
73,667 |
+6,803 |
| May10 |
100224 |
205.56 |
207.58 |
203.89 |
206.77 |
+1.42 |
7,243 |
39,188 |
+1,301 |
| Jun10 |
100224 |
207.74 |
208.86 |
205.43 |
208.36 |
+1.66 |
7,646 |
41,919 |
+1,525 |
| Jul10 |
100224 |
209.64 |
210.74 |
207.68 |
210.27 |
+1.74 |
2,571 |
17,617 |
-121 |
| Aug10 |
100224 |
210.43 |
212.19 |
209.95 |
212.19 |
+1.77 |
1,907 |
10,033 |
+388 |
| Sep10 |
100224 |
212.00 |
214.22 |
211.37 |
214.22 |
+1.80 |
1,476 |
10,925 |
+123 |
| Oct10 |
100224 |
214.48 |
216.56 |
213.42 |
216.56 |
+1.86 |
1,034 |
9,470 |
+603 |
| Nov10 |
100224 |
216.62 |
218.91 |
216.62 |
218.91 |
+1.91 |
481 |
7,562 |
-100 |
| Dec10 |
100224 |
220.34 |
221.58 |
218.31 |
221.26 |
+1.96 |
2,729 |
27,088 |
+868 |
| Jan11 |
100224 |
221.35 |
223.59 |
221.35 |
223.59 |
+2.02 |
157 |
12,371 |
+17 |
| Feb11 |
100224 |
223.11 |
224.91 |
223.11 |
224.91 |
+2.07 |
58 |
4,604 |
+19 |
| Total Volume and Open Interest |
83,706 |
306,863 |
+5,574 |
| Gasoline(NYMEX) |
| Mar10 |
100224 |
206.95 |
210.15 |
204.55 |
209.89 |
+3.33 |
23,683 |
30,805 |
-4,196 |
| Apr10 |
100224 |
217.31 |
221.15 |
215.38 |
220.67 |
+3.84 |
37,113 |
76,619 |
+6,044 |
| May10 |
100224 |
217.50 |
221.50 |
216.50 |
221.10 |
+3.71 |
12,566 |
43,665 |
+1,558 |
| Jun10 |
100224 |
217.42 |
221.00 |
216.43 |
220.76 |
+3.60 |
7,348 |
32,226 |
+881 |
| Jul10 |
100224 |
215.89 |
220.25 |
215.80 |
219.93 |
+3.45 |
3,778 |
19,014 |
+330 |
| Aug10 |
100224 |
215.83 |
218.87 |
215.83 |
218.87 |
+3.30 |
2,304 |
10,296 |
+326 |
| Sep10 |
100224 |
214.79 |
217.79 |
214.57 |
217.65 |
+3.18 |
2,731 |
15,505 |
+361 |
| Oct10 |
100224 |
203.50 |
207.14 |
203.50 |
207.14 |
+2.97 |
522 |
5,141 |
+44 |
| Nov10 |
100224 |
206.02 |
206.02 |
206.02 |
206.02 |
+2.85 |
383 |
11,319 |
+35 |
| Dec10 |
100224 |
204.00 |
205.82 |
203.12 |
205.82 |
+2.75 |
991 |
11,210 |
+9 |
| Total Volume and Open Interest |
92,106 |
264,307 |
+5,892 |
| e-miNY RBOB Gasoline(NYM) |
| Mar10 |
100224 |
209.90 |
209.90 |
209.89 |
209.90 |
+3.30 |
0 |
7 |
+0 |
| Apr10 |
100224 |
220.70 |
220.70 |
220.67 |
220.70 |
+3.90 |
|
|
|
| May10 |
100224 |
221.10 |
221.10 |
221.10 |
221.10 |
+3.70 |
|
|
|
| Jun10 |
100224 |
220.80 |
220.80 |
220.76 |
220.80 |
+3.60 |
|
|
|
| Total Volume and Open Interest |
0 |
7 |
+0 |
| Natural Gas(NYM) |
| Mar10 |
100224 |
4.773 |
4.884 |
4.745 |
4.816 |
+0.038 |
78,058 |
29,531 |
-5,533 |
| Apr10 |
100224 |
4.816 |
4.931 |
4.789 |
4.859 |
+0.050 |
76,419 |
175,214 |
+6,626 |
| May10 |
100224 |
4.895 |
4.993 |
4.859 |
4.927 |
+0.052 |
25,479 |
141,188 |
+2,576 |
| Jun10 |
100224 |
4.974 |
5.067 |
4.942 |
5.005 |
+0.053 |
9,150 |
51,002 |
+1,439 |
| Jul10 |
100224 |
5.056 |
5.148 |
5.031 |
5.086 |
+0.054 |
6,502 |
38,138 |
-486 |
| Aug10 |
100224 |
5.110 |
5.199 |
5.086 |
5.146 |
+0.055 |
3,140 |
34,812 |
-79 |
| Sep10 |
100224 |
5.120 |
5.229 |
5.120 |
5.181 |
+0.058 |
4,878 |
27,834 |
+302 |
| Oct10 |
100224 |
5.236 |
5.327 |
5.200 |
5.276 |
+0.059 |
10,955 |
57,160 |
-797 |
| Nov10 |
100224 |
5.500 |
5.631 |
5.500 |
5.581 |
+0.057 |
1,108 |
12,548 |
+20 |
| Dec10 |
100224 |
5.844 |
5.950 |
5.840 |
5.906 |
+0.062 |
1,943 |
24,644 |
+66 |
| Jan11 |
100224 |
6.068 |
6.176 |
6.068 |
6.131 |
+0.059 |
5,097 |
35,885 |
+928 |
| Feb11 |
100224 |
6.104 |
6.139 |
6.075 |
6.096 |
+0.057 |
816 |
11,395 |
-65 |
| Mar11 |
100224 |
5.950 |
5.985 |
5.929 |
5.951 |
+0.057 |
3,921 |
27,205 |
-343 |
| Apr11 |
100224 |
5.512 |
5.600 |
5.512 |
5.571 |
+0.059 |
4,019 |
23,343 |
-1,321 |
| May11 |
100224 |
5.564 |
5.571 |
5.546 |
5.546 |
+0.059 |
1,008 |
10,996 |
+217 |
| Jun11 |
100224 |
5.615 |
5.621 |
5.596 |
5.596 |
+0.059 |
66 |
4,728 |
+16 |
| Total Volume and Open Interest |
236,007 |
805,232 |
+4,848 |
| Brent Crude Oil(ICE) |
| Apr10 |
100224 |
77.35 |
78.50 |
76.63 |
78.09 |
+0.84 |
139,448 |
196,343 |
-13,020 |
| May10 |
100224 |
77.80 |
78.88 |
77.01 |
78.47 |
+0.84 |
91,806 |
178,374 |
-73 |
| Jun10 |
100224 |
78.34 |
79.38 |
77.54 |
78.99 |
+0.84 |
48,342 |
127,695 |
+1,441 |
| Jul10 |
100224 |
79.06 |
79.73 |
78.21 |
79.52 |
+0.84 |
18,533 |
39,918 |
-1,566 |
| Aug10 |
100224 |
79.53 |
80.20 |
78.61 |
80.00 |
+0.84 |
9,962 |
25,007 |
+1,237 |
| Sep10 |
100224 |
79.95 |
80.61 |
79.00 |
80.43 |
+0.84 |
7,389 |
17,196 |
+691 |
| Oct10 |
100224 |
80.32 |
81.03 |
79.39 |
80.80 |
+0.82 |
4,123 |
17,414 |
+323 |
| Nov10 |
100224 |
80.66 |
81.35 |
79.73 |
81.13 |
+0.81 |
2,402 |
13,964 |
+12 |
| Dec10 |
100224 |
80.83 |
81.68 |
80.05 |
81.45 |
+0.78 |
15,277 |
82,481 |
-416 |
| Jan11 |
100224 |
81.78 |
81.78 |
81.78 |
81.78 |
+0.78 |
1,161 |
11,922 |
+4 |
| Feb11 |
100224 |
82.11 |
82.11 |
82.11 |
82.11 |
+0.78 |
823 |
6,491 |
+2 |
| Mar11 |
100224 |
82.43 |
82.43 |
82.43 |
82.43 |
+0.77 |
654 |
5,926 |
-102 |
| Apr11 |
100224 |
82.74 |
82.74 |
82.74 |
82.74 |
+0.76 |
278 |
3,009 |
+103 |
| May11 |
100224 |
83.02 |
83.02 |
83.02 |
83.02 |
+0.75 |
21 |
2,709 |
+6 |
| Total Volume and Open Interest |
345,343 |
838,749 |
-10,935 |
| Gas Oil(ICE) |
| Mar10 |
100224 |
630.25 |
635.75 |
622.50 |
630.75 |
+2.00 |
49,904 |
146,683 |
+266 |
| Apr10 |
100224 |
635.00 |
641.00 |
627.50 |
635.75 |
+2.25 |
63,010 |
113,068 |
+3,205 |
| May10 |
100224 |
639.75 |
646.25 |
633.25 |
641.50 |
+2.50 |
26,760 |
65,096 |
+1,524 |
| Jun10 |
100224 |
646.00 |
649.50 |
639.00 |
647.25 |
+2.75 |
22,670 |
46,841 |
+658 |
| Jul10 |
100224 |
645.00 |
655.75 |
645.00 |
652.75 |
+2.75 |
7,133 |
26,146 |
+624 |
| Aug10 |
100224 |
650.50 |
663.00 |
650.50 |
658.50 |
+3.00 |
4,212 |
23,764 |
-103 |
| Sep10 |
100224 |
656.75 |
667.75 |
656.50 |
663.75 |
+2.75 |
3,055 |
24,372 |
+377 |
| Oct10 |
100224 |
661.25 |
672.75 |
661.25 |
669.00 |
+3.00 |
1,379 |
15,711 |
-35 |
| Nov10 |
100224 |
665.50 |
677.00 |
665.50 |
673.25 |
+3.00 |
1,021 |
13,534 |
-279 |
| Dec10 |
100224 |
676.00 |
679.50 |
669.25 |
677.50 |
+3.00 |
7,565 |
74,305 |
+461 |
| Total Volume and Open Interest |
190,531 |
626,843 |
+7,263 |
| Ethanol(CBOT) |
| Feb10 |
100203 |
1.810 |
1.810 |
1.810 |
1.810 |
-0.007 |
31 |
264 |
-38 |
| Mar10 |
100224 |
1.710 |
1.718 |
1.708 |
1.713 |
+0.010 |
110 |
493 |
-74 |
| Apr10 |
100224 |
1.713 |
1.720 |
1.712 |
1.719 |
+0.018 |
151 |
1,255 |
-41 |
| May10 |
100224 |
1.730 |
1.731 |
1.726 |
1.730 |
+0.017 |
36 |
807 |
-3 |
| Jun10 |
100224 |
1.727 |
1.731 |
1.727 |
1.730 |
+0.015 |
50 |
784 |
+1 |
| Jul10 |
100224 |
1.733 |
1.736 |
1.733 |
1.735 |
+0.014 |
41 |
1,052 |
-10 |
| Aug10 |
100224 |
1.726 |
1.726 |
1.725 |
1.725 |
+0.018 |
42 |
765 |
+18 |
| Sep10 |
100224 |
1.729 |
1.729 |
1.725 |
1.727 |
+0.019 |
30 |
745 |
+20 |
| Total Volume and Open Interest |
570 |
8,389 |
-16 |
| US Dollar Index(ICE) |
| Mar10 |
100224 |
80.980 |
80.980 |
80.410 |
80.915 |
+0.005 |
12,466 |
53,026 |
-329 |
| Jun10 |
100224 |
81.140 |
81.270 |
80.765 |
81.240 |
+0.010 |
49 |
4,983 |
-2 |
| Sep10 |
100224 |
81.520 |
81.520 |
81.520 |
81.520 |
+0.010 |
7 |
8 |
+7 |
| Total Volume and Open Interest |
12,522 |
58,018 |
-324 |
| Australian Dollar(CME) |
| Mar10 |
100224 |
89.02 |
89.40 |
88.41 |
89.02 |
+0.14 |
60,655 |
98,130 |
+1,878 |
| Jun10 |
100224 |
88.19 |
88.52 |
87.55 |
88.16 |
+0.14 |
278 |
6,626 |
+105 |
| Sep10 |
100224 |
87.25 |
87.25 |
87.12 |
87.25 |
+0.13 |
0 |
41 |
+0 |
| Total Volume and Open Interest |
60,933 |
104,805 |
+1,983 |
| British Pound(CME) |
| Mar10 |
100224 |
154.30 |
154.75 |
153.84 |
153.96 |
-0.45 |
91,812 |
121,475 |
+85 |
| Jun10 |
100224 |
154.29 |
154.61 |
153.75 |
153.86 |
-0.45 |
438 |
1,832 |
+147 |
| Sep10 |
100224 |
153.79 |
154.23 |
153.79 |
153.79 |
-0.44 |
1 |
80 |
+0 |
| Total Volume and Open Interest |
92,252 |
123,412 |
+233 |
| Canadian Dollar(CME) |
| Mar10 |
100224 |
94.74 |
95.15 |
94.36 |
94.75 |
unch |
59,019 |
99,902 |
+1,434 |
| Jun10 |
100224 |
94.74 |
95.13 |
94.39 |
94.74 |
unch |
569 |
4,278 |
+210 |
| Sep10 |
100224 |
94.42 |
95.00 |
94.39 |
94.71 |
unch |
14 |
797 |
-3 |
| Dec10 |
100224 |
94.60 |
95.02 |
94.46 |
94.64 |
unch |
9 |
736 |
+6 |
| Total Volume and Open Interest |
59,611 |
105,826 |
+1,643 |
| Japanese Yen(CME) |
| Mar10 |
100224 |
110.84 |
111.41 |
110.68 |
110.94 |
+0.05 |
81,624 |
124,393 |
-573 |
| Jun10 |
100224 |
110.90 |
111.45 |
110.75 |
111.00 |
+0.05 |
276 |
1,241 |
+93 |
| Sep10 |
100224 |
111.08 |
111.30 |
111.04 |
111.08 |
+0.04 |
0 |
202 |
+0 |
| Total Volume and Open Interest |
81,900 |
125,865 |
-480 |
| Swiss Franc(CME) |
| Mar10 |
100224 |
92.29 |
93.13 |
92.24 |
92.44 |
+0.07 |
28,878 |
42,249 |
-412 |
| Jun10 |
100224 |
92.39 |
93.14 |
92.31 |
92.50 |
+0.07 |
83 |
327 |
-15 |
| Sep10 |
100224 |
92.57 |
92.97 |
92.50 |
92.57 |
+0.07 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
28,961 |
42,589 |
-427 |
| EuroFX(CME) |
| Mar10 |
100224 |
135.13 |
136.27 |
135.02 |
135.25 |
+0.03 |
219,062 |
191,365 |
-992 |
| Jun10 |
100224 |
135.15 |
136.24 |
135.01 |
135.23 |
+0.03 |
1,844 |
6,385 |
+883 |
| Sep10 |
100224 |
135.18 |
135.93 |
135.14 |
135.18 |
+0.04 |
2 |
930 |
+1 |
| Total Volume and Open Interest |
220,909 |
198,757 |
-107 |
| Mexican Peso(CME) |
| Mar10 |
100224 |
772.5 |
779.5 |
771.5 |
776.8 |
+3.5 |
19,233 |
97,563 |
+3,742 |
| Apr10 |
100224 |
773.8 |
773.8 |
770.2 |
773.8 |
+3.5 |
|
|
|
| Total Volume and Open Interest |
19,336 |
100,086 |
+3,813 |
| 30-Year T-Bonds(CBOT) |
| Mar10 |
100224 |
117~270 |
118~090 |
117~170 |
117~250 |
-0~020 |
|
|
|
| Jun10 |
100224 |
116~120 |
116~250 |
116~020 |
116~080 |
-0~050 |
70,006 |
111,799 |
+45,148 |
| Sep10 |
100224 |
115~000 |
115~030 |
114~300 |
114~300 |
-0~050 |
1 |
21 |
+1 |
| Total Volume and Open Interest |
339,945 |
673,657 |
+2,869 |
| 10-Year T-Notes(CBOT) |
| Mar10 |
100224 |
118~025 |
118~110 |
117~275 |
118~025 |
+0~010 |
791,221 |
1,113,195 |
-116,824 |
| Jun10 |
100224 |
116~220 |
116~305 |
116~150 |
116~220 |
+0~015 |
207,037 |
250,356 |
+138,863 |
| Sep10 |
100224 |
115~075 |
115~095 |
115~075 |
115~095 |
+0~020 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
998,258 |
1,363,556 |
+22,039 |
| 5-Year T-Notes(CBOT) |
| Mar10 |
100224 |
116~052 |
116~078 |
116~052 |
116~061 |
-0~004 |
421,823 |
765,598 |
-94,158 |
| Jun10 |
100224 |
115~048 |
115~070 |
115~032 |
115~045 |
unch |
120,638 |
154,681 |
+67,628 |
| Sep10 |
100224 |
114~029 |
114~029 |
114~025 |
114~029 |
+0~004 |
|
|
|
| Total Volume and Open Interest |
542,461 |
920,279 |
-26,530 |
| 2 Year T-Notes(CBOT) |
| Mar10 |
100224 |
109~001 |
109~013 |
109~001 |
109~011 |
+0~006 |
|
|
|
| Jun10 |
100224 |
108~065 |
108~074 |
108~059 |
108~068 |
+0~005 |
166,201 |
210,590 |
+94,711 |
| Sep10 |
100224 |
107~127 |
107~127 |
107~121 |
107~127 |
+0~006 |
|
|
|
| Total Volume and Open Interest |
504,626 |
956,677 |
-53,703 |
| Eurodollars(CME) |
| Mar10 |
100224 |
99.728 |
99.732 |
99.723 |
99.730 |
+0.007 |
82,619 |
1,156,820 |
+286 |
| Jun10 |
100224 |
99.615 |
99.640 |
99.610 |
99.635 |
+0.020 |
103,384 |
1,100,199 |
-3,784 |
| Sep10 |
100224 |
99.425 |
99.465 |
99.405 |
99.455 |
+0.035 |
168,425 |
947,133 |
+4,682 |
| Dec10 |
100224 |
99.110 |
99.165 |
99.095 |
99.145 |
+0.035 |
204,948 |
974,736 |
+12,328 |
| Mar11 |
100224 |
98.745 |
98.805 |
98.725 |
98.775 |
+0.030 |
186,881 |
617,207 |
-10,457 |
| Jun11 |
100224 |
98.360 |
98.420 |
98.340 |
98.385 |
+0.025 |
152,466 |
718,919 |
+4,421 |
| Sep11 |
100224 |
97.990 |
98.050 |
97.965 |
98.010 |
+0.025 |
121,813 |
554,331 |
-11,211 |
| Dec11 |
100224 |
97.630 |
97.690 |
97.610 |
97.650 |
+0.020 |
114,300 |
348,073 |
-7,526 |
| Mar12 |
100224 |
97.315 |
97.385 |
97.305 |
97.340 |
+0.020 |
58,602 |
269,856 |
+2,104 |
| Jun12 |
100224 |
97.020 |
97.080 |
97.000 |
97.035 |
+0.020 |
35,436 |
212,881 |
-244 |
| Sep12 |
100224 |
96.735 |
96.800 |
96.725 |
96.760 |
+0.020 |
25,105 |
125,859 |
-750 |
| Dec12 |
100224 |
96.470 |
96.540 |
96.465 |
96.495 |
+0.015 |
25,824 |
110,695 |
-154 |
| Mar13 |
100224 |
96.265 |
96.330 |
96.260 |
96.285 |
+0.010 |
11,123 |
77,876 |
-192 |
| Jun13 |
100224 |
96.070 |
96.125 |
96.060 |
96.080 |
+0.005 |
9,878 |
62,502 |
+552 |
| Sep13 |
100224 |
95.875 |
95.940 |
95.875 |
95.895 |
unch |
7,049 |
55,085 |
-60 |
| Dec13 |
100224 |
95.700 |
95.755 |
95.690 |
95.705 |
-0.005 |
6,107 |
32,866 |
+119 |
| Mar14 |
100224 |
95.565 |
95.600 |
95.540 |
95.555 |
-0.005 |
3,897 |
36,398 |
+650 |
| Jun14 |
100224 |
95.400 |
95.460 |
95.395 |
95.410 |
-0.005 |
5,348 |
31,041 |
+1,185 |
| Total Volume and Open Interest |
1,334,984 |
7,564,402 |
-7,294 |
| 30 Day Federal Funds(CBOT) |
| Feb10 |
100224 |
99.872 |
99.875 |
99.872 |
99.872 |
unch |
784 |
86,223 |
-273 |
| Mar10 |
100224 |
99.855 |
99.860 |
99.850 |
99.855 |
unch |
7,464 |
73,003 |
+4,653 |
| Apr10 |
100224 |
99.835 |
99.845 |
99.835 |
99.835 |
unch |
2,472 |
81,791 |
-457 |
| May10 |
100224 |
99.810 |
99.820 |
99.810 |
99.815 |
+0.005 |
7,085 |
68,428 |
-2,048 |
| Jun10 |
100224 |
99.790 |
99.805 |
99.790 |
99.800 |
+0.010 |
5,967 |
58,688 |
+2,259 |
| Jul10 |
100224 |
99.770 |
99.785 |
99.765 |
99.775 |
+0.010 |
5,350 |
62,334 |
+2,922 |
| Total Volume and Open Interest |
41,867 |
625,463 |
+6,191 |
| 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 |
100224 |
99.560 |
99.560 |
99.560 |
99.560 |
unch |
60 |
1,512 |
+60 |
| Jun10 |
100224 |
99.610 |
99.610 |
99.610 |
99.610 |
+0.005 |
0 |
480 |
+0 |
| Sep10 |
100224 |
99.615 |
99.615 |
99.615 |
99.615 |
unch |
0 |
230 |
+0 |
| Dec10 |
100224 |
99.620 |
99.620 |
99.620 |
99.620 |
+0.015 |
0 |
242 |
+0 |
| Mar11 |
100224 |
99.610 |
99.610 |
99.610 |
99.610 |
+0.015 |
|
|
|
| Jun11 |
100224 |
99.585 |
99.585 |
99.585 |
99.585 |
+0.015 |
|
|
|
| Sep11 |
100224 |
99.585 |
99.585 |
99.585 |
99.585 |
+0.015 |
|
|
|
| Dec11 |
100224 |
99.515 |
99.515 |
99.515 |
99.515 |
+0.015 |
|
|
|
| Mar12 |
100224 |
99.475 |
99.475 |
99.475 |
99.475 |
+0.005 |
|
|
|
| Jun12 |
100224 |
99.525 |
99.525 |
99.525 |
99.525 |
+0.005 |
|
|
|
| Total Volume and Open Interest |
60 |
2,464 |
+60 |
| 3-Mth Euro-Yen(SGX) |
| Mar10 |
100224 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
90 |
4,720 |
+0 |
| Jun10 |
100224 |
99.60 |
99.61 |
99.60 |
99.61 |
-0.01 |
2 |
1,625 |
+0 |
| Sep10 |
100224 |
99.61 |
99.61 |
99.61 |
99.61 |
-0.01 |
8 |
2,026 |
+0 |
| Dec10 |
100224 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.00 |
0 |
1,438 |
+0 |
| Mar11 |
100224 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.01 |
0 |
664 |
+0 |
| Jun11 |
100224 |
99.58 |
99.58 |
99.58 |
99.58 |
+0.01 |
0 |
56 |
+0 |
| Sep11 |
100224 |
99.58 |
99.58 |
99.58 |
99.58 |
+0.01 |
0 |
51 |
+0 |
| Dec11 |
100224 |
99.51 |
99.51 |
99.51 |
99.51 |
+0.01 |
0 |
102 |
+0 |
| Total Volume and Open Interest |
100 |
12,427 |
+374 |
| Japanese Gov't Bonds(SGX) |
| Mar10 |
100222 |
139.40 |
139.52 |
139.25 |
139.29 |
-0.15 |
2,248 |
17,351 |
-285 |
| Jun10 |
100224 |
139.00 |
139.00 |
138.70 |
138.74 |
+0.29 |
1 |
3 |
+0 |
| Sep10 |
100224 |
138.74 |
138.74 |
138.74 |
138.74 |
+0.29 |
|
|
|
| Total Volume and Open Interest |
1,778 |
16,673 |
-269 |
| Euro-Bund(EUREX) |
| Mar10 |
100224 |
123.70 |
124.16 |
123.64 |
124.01 |
+1.19 |
941,915 |
921,433 |
+6,469 |
| Jun10 |
100224 |
122.25 |
122.68 |
122.19 |
122.53 |
+1.17 |
10,428 |
14,988 |
+5,085 |
| Sep10 |
100224 |
122.11 |
122.11 |
122.11 |
122.11 |
+1.19 |
100 |
0 |
+0 |
| Total Volume and Open Interest |
952,443 |
936,421 |
+11,554 |
| Euro-Bobl(EUREX) |
| Mar10 |
100222 |
117.39 |
117.51 |
117.29 |
117.46 |
+0.08 |
534,305 |
798,081 |
+37,058 |
| Jun10 |
100224 |
116.54 |
116.71 |
116.47 |
116.63 |
+0.06 |
13,960 |
37,463 |
+11,563 |
| Sep10 |
100224 |
116.40 |
116.40 |
116.40 |
116.40 |
+0.12 |
|
|
|
| Total Volume and Open Interest |
363,607 |
797,214 |
+13,927 |
| 3-Mth Euribor(EUREX) |
| Mar10 |
100224 |
99.330 |
99.335 |
99.330 |
99.335 |
+0.010 |
875 |
12,601 |
+780 |
| Jun10 |
100224 |
99.165 |
99.205 |
99.165 |
99.200 |
+0.050 |
217 |
7,248 |
+14 |
| Sep10 |
100224 |
98.975 |
99.020 |
98.975 |
99.020 |
+0.080 |
438 |
2,405 |
+219 |
| Total Volume and Open Interest |
1,844 |
26,132 |
+1,106 |
| Long Gilt(LIFFE) |
| Mar10 |
100224 |
114~16 |
115~15 |
114~15 |
115~11 |
+0~28 |
170,940 |
215,788 |
-55,432 |
| Jun10 |
100224 |
112~32 |
114~01 |
112~31 |
113~29 |
+0~30 |
92,369 |
66,944 |
+63,958 |
| Total Volume and Open Interest |
263,309 |
282,732 |
+8,526 |
| 3-Mth Short Sterling(LIFFE) |
| Mar10 |
100224 |
99.33 |
99.34 |
99.33 |
99.33 |
unch |
26,473 |
328,589 |
+96 |
| Jun10 |
100224 |
99.23 |
99.26 |
99.23 |
99.25 |
+0.01 |
19,693 |
353,577 |
+3,164 |
| Sep10 |
100224 |
99.08 |
99.12 |
99.07 |
99.10 |
+0.02 |
33,510 |
332,629 |
-3,219 |
| Dec10 |
100224 |
98.81 |
98.87 |
98.79 |
98.84 |
+0.03 |
49,098 |
368,153 |
+6,820 |
| Mar11 |
100224 |
98.48 |
98.57 |
98.46 |
98.53 |
+0.05 |
40,103 |
330,375 |
+5,276 |
| Jun11 |
100224 |
98.09 |
98.21 |
98.09 |
98.18 |
+0.07 |
29,766 |
219,636 |
+3,254 |
| Total Volume and Open Interest |
248,866 |
2,326,607 |
+16,597 |
| 3-Mth Euribor(LIFFE) |
| Mar10 |
100219 |
99.325 |
99.330 |
99.320 |
99.330 |
unch |
39,098 |
684,586 |
-3,985 |
| Jun10 |
100224 |
99.165 |
99.215 |
99.160 |
99.200 |
+0.035 |
69,992 |
742,995 |
-10,363 |
| Sep10 |
100224 |
98.975 |
99.040 |
98.965 |
99.020 |
+0.040 |
126,694 |
615,452 |
+32,915 |
| Total Volume and Open Interest |
578,484 |
3,779,094 |
+32,953 |
| 3-Mth Aus T-Bills(SFE) |
| Mar10 |
100224 |
95.75 |
95.79 |
95.73 |
95.78 |
+0.03 |
15,143 |
292,617 |
-1,890 |
| Jun10 |
100224 |
95.48 |
95.56 |
95.45 |
95.55 |
+0.06 |
10,018 |
241,856 |
+1,690 |
| Sep10 |
100224 |
95.20 |
95.28 |
95.15 |
95.27 |
+0.07 |
6,686 |
119,017 |
+968 |
| Dec10 |
100224 |
94.94 |
95.03 |
94.90 |
95.01 |
+0.07 |
3,143 |
88,916 |
-2,023 |
| Mar11 |
100224 |
94.74 |
94.82 |
94.71 |
94.81 |
+0.07 |
2,352 |
39,535 |
+617 |
| Jun11 |
100224 |
94.58 |
94.67 |
94.55 |
94.64 |
+0.06 |
760 |
35,458 |
-372 |
| Sep11 |
100224 |
94.42 |
94.55 |
94.42 |
94.51 |
+0.06 |
625 |
16,224 |
+203 |
| Dec11 |
100224 |
94.31 |
94.43 |
94.31 |
94.41 |
+0.06 |
2,099 |
10,766 |
+1,689 |
| Mar12 |
100224 |
94.34 |
94.34 |
94.33 |
94.33 |
+0.06 |
0 |
2,934 |
+0 |
| Jun12 |
100224 |
94.29 |
94.29 |
94.28 |
94.28 |
+0.06 |
0 |
1,502 |
+0 |
| Total Volume and Open Interest |
40,826 |
850,300 |
+882 |
| 10-Year Aus T-Bonds(SFE) |
| Mar10 |
100224 |
94.36 |
94.44 |
94.34 |
94.40 |
+0.04 |
62,210 |
427,923 |
+37,826 |
| Jun10 |
100224 |
94.40 |
94.40 |
94.40 |
94.40 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
62,210 |
427,923 |
+37,826 |
| 3-Year Aus T-Bonds(SFE) |
| Mar10 |
100224 |
95.05 |
95.15 |
95.00 |
95.12 |
+0.07 |
79,991 |
785,583 |
+5,837 |
| Jun10 |
100224 |
95.12 |
95.12 |
95.12 |
95.12 |
+0.07 |
|
|
|
| Total Volume and Open Interest |
79,991 |
785,583 |
+5,837 |
| Gold(CMX) |
| Feb10 |
100224 |
1106.2 |
1106.3 |
1091.9 |
1096.5 |
-6.2 |
124 |
282 |
-66 |
| Apr10 |
100224 |
1103.5 |
1108.8 |
1090.2 |
1097.2 |
-6.0 |
137,551 |
278,887 |
-8,661 |
| Jun10 |
100224 |
1104.8 |
1109.4 |
1091.5 |
1098.4 |
-6.0 |
7,311 |
60,464 |
+1,519 |
| Aug10 |
100224 |
1107.5 |
1110.5 |
1092.8 |
1099.3 |
-6.1 |
664 |
22,023 |
+84 |
| Oct10 |
100224 |
1097.5 |
1101.4 |
1097.5 |
1100.2 |
-6.2 |
312 |
10,407 |
+81 |
| Dec10 |
100224 |
1109.8 |
1112.0 |
1095.7 |
1101.3 |
-6.2 |
996 |
36,700 |
-158 |
| Feb11 |
100224 |
1111.7 |
1111.7 |
1101.8 |
1102.8 |
-6.3 |
169 |
8,073 |
+91 |
| Apr11 |
100224 |
1106.7 |
1109.9 |
1104.7 |
1104.7 |
-6.4 |
91 |
3,640 |
-44 |
| Jun11 |
100224 |
451.7 |
451.7 |
451.7 |
451.7 |
-6.5 |
175 |
7,261 |
+43 |
| Aug11 |
100224 |
1109.8 |
1109.8 |
1109.8 |
1109.8 |
-6.6 |
0 |
2,222 |
+0 |
| Oct11 |
100224 |
1113.2 |
1113.2 |
1113.2 |
1113.2 |
-6.5 |
0 |
3,644 |
+0 |
| Dec11 |
100224 |
1120.0 |
1120.0 |
1116.9 |
1116.9 |
-6.5 |
279 |
11,902 |
+227 |
| Total Volume and Open Interest |
148,336 |
464,786 |
-6,912 |
| Silver(CMX) |
| Mar10 |
100224 |
1585.0 |
1600.0 |
1562.0 |
1594.0 |
+5.2 |
36,756 |
31,894 |
-4,803 |
| May10 |
100224 |
1590.5 |
1602.0 |
1565.0 |
1596.3 |
+5.0 |
16,037 |
43,664 |
+3,369 |
| Jul10 |
100224 |
1592.0 |
1602.5 |
1570.0 |
1598.3 |
+4.9 |
4,318 |
12,576 |
+607 |
| Sep10 |
100224 |
1599.0 |
1600.1 |
1586.5 |
1600.1 |
+4.9 |
68 |
2,888 |
+20 |
| Dec10 |
100224 |
1601.0 |
1607.5 |
1576.0 |
1602.6 |
+5.0 |
510 |
13,035 |
-13 |
| Mar11 |
100224 |
1602.0 |
1605.1 |
1602.0 |
1605.1 |
+4.8 |
11 |
1,017 |
+2 |
| May11 |
100224 |
1606.8 |
1606.8 |
1606.8 |
1606.8 |
+4.6 |
4 |
1,733 |
+3 |
| Total Volume and Open Interest |
58,109 |
117,969 |
-656 |
| Platinum(NYMEX) |
| Apr10 |
100224 |
1516.9 |
1524.3 |
1496.8 |
1507.3 |
-3.0 |
2,611 |
32,332 |
-329 |
| Jul10 |
100224 |
1521.5 |
1523.6 |
1500.8 |
1509.7 |
-2.6 |
102 |
2,185 |
+86 |
| Oct10 |
100224 |
1511.0 |
1511.0 |
1510.9 |
1510.9 |
-2.6 |
10 |
128 |
+5 |
| Jan11 |
100224 |
1497.3 |
1497.3 |
1497.3 |
1497.3 |
-3.0 |
0 |
207 |
+0 |
| Total Volume and Open Interest |
2,741 |
34,894 |
-253 |
| Palladium(NYMEX) |
| Mar10 |
100224 |
432.05 |
433.80 |
420.30 |
422.70 |
-11.30 |
4,281 |
8,117 |
-2,727 |
| Jun10 |
100224 |
434.00 |
435.80 |
422.05 |
424.45 |
-11.55 |
3,602 |
14,047 |
+2,115 |
| Sep10 |
100224 |
424.40 |
425.20 |
423.60 |
425.20 |
-11.45 |
12 |
269 |
+11 |
| Total Volume and Open Interest |
7,896 |
22,465 |
-600 |
| Copper(CMX) |
| Mar10 |
100224 |
322.00 |
325.15 |
317.10 |
323.60 |
+2.00 |
28,941 |
15,150 |
-4,463 |
| May10 |
100224 |
324.20 |
326.95 |
319.10 |
325.35 |
+1.90 |
14,533 |
76,077 |
+1,162 |
| Jul10 |
100224 |
324.55 |
327.65 |
320.80 |
326.65 |
+1.95 |
1,168 |
16,851 |
+391 |
| Sep10 |
100224 |
326.50 |
327.20 |
325.90 |
327.20 |
+1.95 |
215 |
6,058 |
+111 |
| Dec10 |
100224 |
326.35 |
328.35 |
323.00 |
327.70 |
+2.00 |
104 |
5,217 |
-42 |
| Total Volume and Open Interest |
45,707 |
124,202 |
-3,092 |
| DJIA Index(CBOT) |
| Mar10 |
100224 |
10288 |
10375 |
10272 |
10355 |
+56 |
201 |
14,395 |
-166 |
| Jun10 |
100224 |
10291 |
10291 |
10235 |
10291 |
+56 |
3 |
30 |
+1 |
| Sep10 |
100224 |
10235 |
10235 |
10179 |
10235 |
+56 |
|
|
|
| Dec10 |
100224 |
10185 |
10185 |
10139 |
10185 |
+46 |
|
|
|
| Total Volume and Open Interest |
204 |
14,425 |
-165 |
| S & P 500(CME) |
| Mar10 |
100224 |
1096.80 |
1105.20 |
1092.60 |
1103.60 |
+6.40 |
10,963 |
370,443 |
+4,144 |
| Jun10 |
100224 |
1093.30 |
1100.00 |
1089.40 |
1098.80 |
+6.40 |
668 |
13,348 |
+640 |
| Sep10 |
100224 |
1094.40 |
1094.90 |
1084.40 |
1093.70 |
+6.30 |
300 |
1,552 |
-94 |
| Dec10 |
100224 |
1089.70 |
1090.20 |
1079.70 |
1089.00 |
+6.30 |
650 |
3,061 |
+950 |
| Total Volume and Open Interest |
12,581 |
388,425 |
+5,640 |
| S & P 500 E-Mini(Globex) |
| Mar10 |
100224 |
1096.75 |
1105.50 |
1092.50 |
1103.50 |
+6.25 |
1,317,880 |
2,759,021 |
+9,544 |
| Jun10 |
100224 |
1092.00 |
1100.25 |
1088.00 |
1098.75 |
+6.25 |
9,560 |
45,039 |
+7,453 |
| Total Volume and Open Interest |
1,327,445 |
2,805,637 |
+16,995 |
| NASDAQ 100(CME) |
| Mar10 |
100224 |
1799.00 |
1820.00 |
1797.00 |
1814.00 |
+13.00 |
1,225 |
31,680 |
+572 |
| Jun10 |
100224 |
1811.50 |
1811.50 |
1808.00 |
1811.50 |
+13.00 |
0 |
695 |
+0 |
| Sep10 |
100224 |
1810.50 |
1810.50 |
1808.50 |
1810.50 |
+13.00 |
|
|
|
| Total Volume and Open Interest |
1,225 |
32,375 |
+572 |
| NASDAQ 100 E-Mini(Globex) |
| Mar10 |
100224 |
1799.50 |
1819.80 |
1796.50 |
1814.00 |
+13.00 |
226,172 |
404,894 |
+1,588 |
| Jun10 |
100224 |
1796.00 |
1816.80 |
1795.00 |
1811.50 |
+13.00 |
380 |
7,129 |
+32 |
| Total Volume and Open Interest |
226,552 |
412,033 |
+1,620 |
| S & P Midcap 400(CME) |
| Mar10 |
100224 |
732.50 |
736.50 |
729.60 |
735.20 |
+3.90 |
13 |
2,581 |
-3 |
| Jun10 |
100224 |
733.00 |
733.10 |
733.00 |
733.00 |
+3.90 |
|
|
|
| Sep10 |
100224 |
731.00 |
731.10 |
731.00 |
731.00 |
+3.90 |
|
|
|
| Total Volume and Open Interest |
13 |
2,581 |
-3 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Mar10 |
100223 |
10370 |
10385 |
10145 |
10215 |
-165 |
11,853 |
41,548 |
+1,203 |
| Jun10 |
100224 |
10245 |
10245 |
10195 |
10245 |
+25 |
22 |
12 |
+12 |
| Total Volume and Open Interest |
7,559 |
40,556 |
-992 |
| Nikkei 225(SGX) |
| Mar10 |
100224 |
10350 |
10370 |
10125 |
10200 |
-135 |
127,012 |
195,822 |
+0 |
| Jun10 |
100224 |
10200 |
10200 |
10070 |
10140 |
-140 |
110 |
1,836 |
+0 |
| Sep10 |
100224 |
10145 |
10145 |
10145 |
10145 |
-135 |
0 |
55 |
+0 |
| Total Volume and Open Interest |
127,183 |
195,317 |
-3,602 |
| CAC 40(EURONEXT) |
| Mar10 |
100224 |
3724.5 |
3730.0 |
3684.0 |
3716.0 |
+7.5 |
90,025 |
329,553 |
+728 |
| Apr10 |
100224 |
3713.5 |
3729.5 |
3712.0 |
3717.0 |
+7.5 |
80 |
422 |
+54 |
| May10 |
100224 |
3642.5 |
3642.5 |
3642.5 |
3642.5 |
-67.0 |
|
|
|
| Total Volume and Open Interest |
90,127 |
332,093 |
+782 |
| Hang Seng Index(HKFE) |
| Feb10 |
100224 |
20325 |
20612 |
20316 |
20526 |
-134 |
68,713 |
60,686 |
-13,144 |
| Mar10 |
100224 |
20270 |
20547 |
20258 |
20459 |
-141 |
14,330 |
47,757 |
+26,434 |
| Total Volume and Open Interest |
83,248 |
110,002 |
+13,352 |
| DAX(EUREX) |
| Mar10 |
100224 |
5635.0 |
5642.0 |
5572.0 |
5616.5 |
-72.0 |
155,937 |
158,275 |
+661 |
| Jun10 |
100224 |
5643.5 |
5650.0 |
5587.0 |
5625.0 |
-72.0 |
515 |
11,923 |
-15 |
| Sep10 |
100224 |
5650.0 |
5657.0 |
5594.5 |
5632.0 |
-72.5 |
116 |
1,268 |
+16 |
| Total Volume and Open Interest |
156,568 |
171,466 |
+662 |
| FT-SE 100(EURONEXT) |
| Mar10 |
100224 |
5309.00 |
5343.00 |
5281.50 |
5330.00 |
+42.50 |
77,413 |
656,553 |
-35,032 |
| Jun10 |
100224 |
5259.50 |
5292.00 |
5239.00 |
5280.00 |
+42.50 |
15 |
6,040 |
+10 |
| Sep10 |
100224 |
5243.50 |
5253.50 |
5240.50 |
5242.00 |
+41.50 |
4 |
423 |
+0 |
| Total Volume and Open Interest |
77,497 |
663,762 |
-34,957 |
| SPI 200(SFE) |
| Mar10 |
100224 |
4722.0 |
4739.0 |
4630.0 |
4642.0 |
-76.0 |
27,871 |
201,226 |
+1,444 |
| Jun10 |
100224 |
4748.0 |
4748.0 |
4660.0 |
4660.0 |
-76.0 |
311 |
2,438 |
+72 |
| Sep10 |
100224 |
4643.0 |
4643.0 |
4643.0 |
4643.0 |
-76.0 |
18 |
1,970 |
+5 |
| Total Volume and Open Interest |
28,200 |
207,198 |
+1,521 |
| GSCI(CME) |
| Mar10 |
100224 |
513.00 |
520.00 |
512.00 |
518.00 |
+5.50 |
283 |
15,231 |
+63 |
| Apr10 |
100224 |
517.00 |
522.00 |
515.00 |
521.00 |
+5.50 |
0 |
2 |
+0 |
| May10 |
100224 |
519.00 |
524.00 |
517.00 |
523.00 |
+5.50 |
|
|
|
| Total Volume and Open Interest |
283 |
15,233 |
+63 |
| 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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