|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon January 04, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan10 |
100104 |
1043.00 |
1065.50 |
1041.25 |
1049.50 |
+9.75 |
29,084 |
14,001 |
-5,825 |
| Mar10 |
100104 |
1050.50 |
1074.75 |
1050.00 |
1058.00 |
+9.50 |
67,411 |
215,134 |
+955 |
| May10 |
100104 |
1057.00 |
1078.00 |
1054.75 |
1062.50 |
+8.75 |
12,231 |
56,047 |
+869 |
| Jul10 |
100104 |
1063.00 |
1082.00 |
1059.75 |
1067.00 |
+7.75 |
8,699 |
54,736 |
-536 |
| Aug10 |
100104 |
1062.00 |
1062.00 |
1053.50 |
1061.50 |
+8.00 |
81 |
1,732 |
+29 |
| Sep10 |
100104 |
1050.00 |
1054.00 |
1033.25 |
1040.00 |
+6.75 |
169 |
1,133 |
-21 |
| Nov10 |
100104 |
1017.00 |
1035.50 |
1013.25 |
1020.00 |
+5.75 |
5,397 |
67,273 |
+1,846 |
| Total Volume and Open Interest |
126,057 |
420,727 |
-2,568 |
| Soybean Meal(CBOT) |
| Jan10 |
100104 |
318.60 |
322.90 |
312.50 |
316.00 |
+2.10 |
3,999 |
6,601 |
-738 |
| Mar10 |
100104 |
306.90 |
313.20 |
304.60 |
308.30 |
+2.20 |
17,363 |
75,410 |
+1,423 |
| May10 |
100104 |
302.90 |
307.70 |
300.20 |
303.60 |
+3.50 |
2,755 |
28,913 |
-87 |
| Jul10 |
100104 |
303.30 |
307.60 |
300.30 |
303.90 |
+3.30 |
2,486 |
23,049 |
+535 |
| Aug10 |
100104 |
304.90 |
305.50 |
298.90 |
301.90 |
+3.00 |
71 |
4,817 |
+5 |
| Sep10 |
100104 |
299.30 |
300.10 |
293.50 |
296.90 |
+3.00 |
129 |
5,800 |
-81 |
| Oct10 |
100104 |
289.60 |
289.60 |
284.30 |
287.00 |
+1.70 |
74 |
3,175 |
+51 |
| Dec10 |
100104 |
287.20 |
288.70 |
281.60 |
285.00 |
+1.90 |
417 |
12,426 |
-33 |
| Total Volume and Open Interest |
52,080 |
160,439 |
+1,690 |
| Soybean Oil(CBOT) |
| Jan10 |
100104 |
40.35 |
41.50 |
40.35 |
40.90 |
+0.55 |
28,863 |
16,576 |
-7,340 |
| Mar10 |
100104 |
40.78 |
41.91 |
40.78 |
41.29 |
+0.51 |
45,353 |
121,536 |
+5,639 |
| May10 |
100104 |
41.16 |
42.28 |
41.16 |
41.67 |
+0.51 |
8,453 |
30,710 |
+1,017 |
| Jul10 |
100104 |
41.58 |
42.66 |
41.42 |
42.03 |
+0.49 |
5,304 |
20,079 |
+354 |
| Aug10 |
100104 |
42.63 |
42.75 |
42.00 |
42.18 |
+0.48 |
54 |
2,344 |
+7 |
| Sep10 |
100104 |
42.71 |
42.93 |
42.15 |
42.31 |
+0.46 |
110 |
1,994 |
+37 |
| Oct10 |
100104 |
42.88 |
42.95 |
42.29 |
42.40 |
+0.45 |
49 |
1,495 |
+12 |
| Dec10 |
100104 |
42.31 |
43.34 |
42.31 |
42.70 |
+0.45 |
1,351 |
15,950 |
+1,033 |
| Total Volume and Open Interest |
89,663 |
210,022 |
-26 |
| Canola(WCE) |
| Jan10 |
100104 |
412.0 |
413.0 |
408.5 |
410.0 |
+2.8 |
447 |
506 |
-393 |
| Mar10 |
100104 |
412.8 |
418.7 |
412.1 |
412.8 |
+0.4 |
7,194 |
82,428 |
+487 |
| May10 |
100104 |
420.0 |
425.4 |
417.8 |
419.8 |
+1.2 |
741 |
6,622 |
+426 |
| Jul10 |
100104 |
425.0 |
430.2 |
424.1 |
424.9 |
+1.2 |
294 |
6,600 |
+21 |
| Nov10 |
100104 |
422.8 |
429.2 |
422.6 |
427.2 |
+4.9 |
714 |
5,715 |
-24 |
| Total Volume and Open Interest |
8,395 |
101,752 |
+942 |
| Corn(CBOT) |
| Mar10 |
100104 |
415.75 |
426.25 |
413.25 |
418.50 |
+4.00 |
56,667 |
490,792 |
+2,778 |
| May10 |
100104 |
424.75 |
436.00 |
423.50 |
428.75 |
+4.50 |
11,642 |
122,611 |
-251 |
| Jul10 |
100104 |
433.75 |
443.75 |
432.00 |
437.00 |
+4.00 |
14,529 |
112,799 |
+3,614 |
| Sep10 |
100104 |
437.75 |
447.00 |
437.00 |
441.00 |
+3.50 |
3,493 |
36,041 |
+1,261 |
| Dec10 |
100104 |
441.00 |
449.75 |
440.25 |
445.25 |
+4.50 |
14,474 |
201,828 |
+2,331 |
| Mar11 |
100104 |
452.00 |
458.00 |
449.00 |
454.00 |
+4.25 |
1,404 |
14,549 |
+544 |
| Total Volume and Open Interest |
119,348 |
990,301 |
+630 |
| Wheat(CBOT) |
| Mar10 |
100104 |
544.75 |
561.25 |
544.00 |
557.75 |
+16.25 |
14,383 |
181,773 |
-328 |
| May10 |
100104 |
559.25 |
574.25 |
559.00 |
570.75 |
+15.75 |
1,618 |
43,043 |
+14 |
| Jul10 |
100104 |
570.25 |
585.00 |
569.00 |
581.75 |
+15.75 |
3,896 |
65,225 |
+555 |
| Sep10 |
100104 |
592.50 |
598.00 |
592.00 |
595.25 |
+15.00 |
660 |
16,709 |
+395 |
| Dec10 |
100104 |
605.00 |
620.75 |
603.00 |
617.75 |
+14.75 |
2,061 |
50,282 |
+449 |
| Total Volume and Open Interest |
27,886 |
361,162 |
-262 |
| Wheat(KCBT) |
| Mar10 |
100104 |
539.50 |
554.25 |
539.00 |
550.75 |
+14.50 |
3,587 |
61,152 |
-319 |
| May10 |
100104 |
557.00 |
565.00 |
557.00 |
562.25 |
+14.50 |
1,007 |
13,775 |
+309 |
| Jul10 |
100104 |
567.50 |
577.00 |
567.50 |
574.50 |
+14.75 |
1,364 |
30,154 |
-317 |
| Sep10 |
100104 |
587.25 |
588.75 |
584.75 |
586.25 |
+14.75 |
26 |
3,256 |
+3 |
| Dec10 |
100104 |
591.75 |
607.50 |
591.75 |
604.75 |
+14.25 |
608 |
35,997 |
+270 |
| Total Volume and Open Interest |
6,890 |
145,307 |
-291 |
| Wheat(MGE) |
| Mar10 |
100104 |
547.00 |
564.25 |
547.00 |
561.00 |
+16.00 |
1,559 |
20,077 |
+315 |
| May10 |
100104 |
568.50 |
576.00 |
568.50 |
572.00 |
+15.00 |
162 |
5,751 |
+99 |
| Jul10 |
100104 |
575.50 |
588.00 |
575.50 |
583.75 |
+14.50 |
70 |
8,911 |
-5 |
| Sep10 |
100104 |
592.00 |
600.00 |
592.00 |
597.00 |
+15.50 |
121 |
3,365 |
+40 |
| Dec10 |
100104 |
608.50 |
618.25 |
607.00 |
614.75 |
+15.25 |
267 |
7,984 |
+228 |
| Total Volume and Open Interest |
2,313 |
45,881 |
-664 |
| Oats(CBOT) |
| Mar10 |
100104 |
276.25 |
280.25 |
275.50 |
279.00 |
+2.00 |
1,634 |
9,582 |
+405 |
| May10 |
100104 |
285.50 |
288.00 |
283.75 |
287.00 |
+2.00 |
84 |
929 |
+4 |
| Jul10 |
100104 |
295.75 |
295.75 |
293.50 |
295.50 |
+2.00 |
1 |
808 |
+0 |
| Sep10 |
100104 |
303.00 |
303.00 |
301.00 |
303.00 |
+2.00 |
0 |
350 |
+0 |
| Total Volume and Open Interest |
1,931 |
11,811 |
-198 |
| Rough Rice(CBOT) |
| Jan10 |
100104 |
14.76 |
14.93 |
14.56 |
14.81 |
+0.25 |
336 |
569 |
-102 |
| Mar10 |
100104 |
14.99 |
15.28 |
14.89 |
15.14 |
+0.24 |
925 |
13,012 |
-72 |
| May10 |
100104 |
15.27 |
15.42 |
15.15 |
15.39 |
+0.24 |
2 |
434 |
+1 |
| Jul10 |
100104 |
15.54 |
15.65 |
15.37 |
15.62 |
+0.25 |
2 |
545 |
-2 |
| Total Volume and Open Interest |
2,229 |
15,997 |
+16 |
| Live Cattle(CME) |
| Feb10 |
100104 |
86.500 |
86.800 |
85.350 |
85.385 |
-0.795 |
22,225 |
125,915 |
-5,066 |
| Apr10 |
100104 |
89.750 |
90.000 |
88.750 |
89.080 |
-0.720 |
17,187 |
76,662 |
+3,887 |
| Jun10 |
100104 |
87.800 |
87.900 |
86.800 |
87.250 |
-0.480 |
7,595 |
40,877 |
+1,884 |
| Aug10 |
100104 |
87.500 |
87.750 |
86.850 |
87.300 |
-0.400 |
1,491 |
9,901 |
+25 |
| Oct10 |
100104 |
89.900 |
90.000 |
89.250 |
89.535 |
-0.165 |
1,093 |
8,117 |
+554 |
| Dec10 |
100104 |
90.350 |
90.450 |
89.700 |
90.150 |
-0.350 |
133 |
2,096 |
+87 |
| Total Volume and Open Interest |
22,425 |
263,571 |
-1,008 |
| Feeder Cattle(CME) |
| Jan10 |
100104 |
95.830 |
95.980 |
95.180 |
95.885 |
+0.035 |
820 |
4,482 |
-381 |
| Mar10 |
100104 |
96.350 |
96.480 |
95.500 |
96.330 |
+0.080 |
2,901 |
15,699 |
+4 |
| Apr10 |
100104 |
97.100 |
97.600 |
96.900 |
97.135 |
-0.500 |
605 |
4,352 |
+305 |
| May10 |
100104 |
98.050 |
98.450 |
97.750 |
98.350 |
-0.400 |
369 |
3,806 |
+74 |
| Aug10 |
100104 |
99.785 |
99.785 |
99.250 |
99.500 |
-0.250 |
99 |
1,564 |
+31 |
| Sep10 |
100104 |
99.400 |
99.400 |
99.000 |
99.400 |
+0.500 |
6 |
25 |
+6 |
| Oct10 |
100104 |
99.000 |
99.200 |
98.900 |
99.200 |
+0.500 |
6 |
32 |
+4 |
| Total Volume and Open Interest |
2,134 |
29,918 |
-206 |
| Lean Hogs(CME) |
| Feb10 |
100104 |
65.930 |
66.450 |
65.500 |
65.850 |
+0.250 |
8,918 |
70,384 |
-1,187 |
| Apr10 |
100104 |
70.035 |
70.635 |
69.930 |
70.450 |
+0.565 |
5,441 |
53,035 |
+1,220 |
| May10 |
100104 |
75.100 |
75.450 |
74.535 |
75.430 |
+0.080 |
312 |
3,309 |
+27 |
| Jun10 |
100104 |
77.580 |
78.000 |
77.400 |
77.975 |
+0.690 |
2,406 |
28,331 |
+746 |
| Jul10 |
100104 |
76.475 |
76.800 |
76.200 |
76.725 |
+0.625 |
419 |
9,675 |
+94 |
| Aug10 |
100104 |
75.550 |
76.000 |
75.200 |
75.950 |
+0.650 |
227 |
7,340 |
+35 |
| Oct10 |
100104 |
67.700 |
67.830 |
67.550 |
67.800 |
+0.250 |
160 |
3,341 |
-41 |
| Dec10 |
100104 |
67.225 |
67.250 |
66.900 |
67.250 |
-0.200 |
18 |
2,153 |
+5 |
| Total Volume and Open Interest |
17,396 |
176,878 |
+1,700 |
| Pork Bellies(CME) |
| Feb10 |
100104 |
88.800 |
89.200 |
87.500 |
87.500 |
-0.500 |
43 |
303 |
-6 |
| Mar10 |
100104 |
86.885 |
89.500 |
86.885 |
86.885 |
unch |
0 |
87 |
+0 |
| May10 |
100104 |
90.230 |
90.400 |
89.150 |
89.150 |
+0.250 |
0 |
116 |
+0 |
| Jul10 |
100104 |
91.000 |
91.100 |
91.000 |
91.000 |
unch |
1 |
21 |
+1 |
| Aug10 |
100104 |
86.000 |
86.000 |
86.000 |
86.000 |
unch |
0 |
15 |
+0 |
| Total Volume and Open Interest |
35 |
547 |
+2 |
| Class III Milk(CME) |
| Jan10 |
100104 |
14.20 |
14.38 |
14.20 |
14.30 |
+0.08 |
73 |
3,982 |
-19 |
| Feb10 |
100104 |
13.77 |
13.89 |
13.69 |
13.70 |
-0.19 |
460 |
4,271 |
+235 |
| Mar10 |
100104 |
14.40 |
14.47 |
14.31 |
14.32 |
-0.17 |
398 |
3,187 |
+145 |
| Apr10 |
100104 |
14.72 |
14.77 |
14.66 |
14.66 |
-0.11 |
90 |
2,135 |
+40 |
| May10 |
100104 |
15.07 |
15.15 |
15.02 |
15.02 |
-0.13 |
38 |
1,685 |
+16 |
| Total Volume and Open Interest |
1,041 |
27,474 |
+303 |
| Cocoa(ICE) |
| Mar10 |
100104 |
3288 |
3311 |
3245 |
3256 |
-33 |
5,648 |
70,956 |
+520 |
| May10 |
100104 |
3324 |
3329 |
3270 |
3278 |
-32 |
629 |
24,727 |
+46 |
| Jul10 |
100104 |
3310 |
3329 |
3273 |
3278 |
-29 |
122 |
8,781 |
-80 |
| Sep10 |
100104 |
3305 |
3313 |
3271 |
3271 |
-33 |
62 |
6,355 |
+25 |
| Dec10 |
100104 |
3290 |
3290 |
3260 |
3260 |
-33 |
26 |
4,794 |
+5 |
| Mar11 |
100104 |
3265 |
3290 |
3251 |
3251 |
-29 |
28 |
7,970 |
+0 |
| May11 |
100104 |
3295 |
3295 |
3259 |
3259 |
-21 |
42 |
4,263 |
+41 |
| Total Volume and Open Interest |
3,489 |
129,526 |
+295 |
| Coffee "C"(ICE) |
| Mar10 |
100104 |
136.00 |
142.45 |
136.00 |
141.85 |
+5.90 |
5,256 |
76,398 |
-1,704 |
| May10 |
100104 |
137.50 |
144.10 |
137.50 |
143.65 |
+6.05 |
1,347 |
26,608 |
+847 |
| Jul10 |
100104 |
141.90 |
145.20 |
141.60 |
145.00 |
+5.95 |
234 |
5,627 |
-18 |
| Sep10 |
100104 |
143.30 |
146.75 |
143.10 |
146.20 |
+5.75 |
12 |
6,447 |
-9 |
| Dec10 |
100104 |
144.95 |
147.85 |
144.95 |
147.85 |
+5.60 |
11 |
6,982 |
-207 |
| Mar11 |
100104 |
149.30 |
149.30 |
149.30 |
149.30 |
+5.60 |
0 |
2,242 |
+0 |
| Total Volume and Open Interest |
8,488 |
125,779 |
+840 |
| Orange Juice(ICE) |
| Jan10 |
100104 |
127.50 |
135.75 |
127.50 |
128.55 |
+4.55 |
225 |
809 |
-194 |
| Mar10 |
100104 |
133.25 |
139.05 |
132.00 |
133.55 |
+4.50 |
2,882 |
25,843 |
-1,132 |
| May10 |
100104 |
141.00 |
142.75 |
135.70 |
137.25 |
+4.50 |
284 |
5,211 |
+67 |
| Jul10 |
100104 |
140.00 |
145.75 |
139.25 |
140.25 |
+4.50 |
54 |
1,813 |
-3 |
| Sep10 |
100104 |
145.80 |
147.10 |
142.20 |
142.20 |
+5.10 |
36 |
692 |
+20 |
| Nov10 |
100104 |
144.00 |
147.25 |
141.20 |
141.20 |
+3.95 |
26 |
211 |
+23 |
| Total Volume and Open Interest |
4,474 |
36,040 |
+593 |
| Sugar #11(ICE) |
| Mar10 |
100104 |
27.00 |
27.83 |
27.00 |
27.62 |
+0.67 |
19,268 |
338,116 |
+1,224 |
| May10 |
100104 |
25.50 |
26.10 |
25.36 |
25.94 |
+0.71 |
7,535 |
145,599 |
+1,338 |
| Jul10 |
100104 |
23.05 |
23.68 |
23.05 |
23.61 |
+0.59 |
4,540 |
133,979 |
+120 |
| Oct10 |
100104 |
21.70 |
22.34 |
21.70 |
22.32 |
+0.47 |
1,670 |
96,727 |
+23 |
| Mar11 |
100104 |
21.04 |
21.39 |
21.03 |
21.34 |
+0.29 |
701 |
51,592 |
-58 |
| Total Volume and Open Interest |
51,595 |
834,308 |
+1,756 |
| London Cocoa(LCE) |
| Mar10 |
100104 |
2237 |
2246 |
2205 |
2222 |
-28 |
2,252 |
60,771 |
+689 |
| May10 |
100104 |
2267 |
2267 |
2226 |
2242 |
-29 |
1,457 |
51,819 |
+1,121 |
| Jul10 |
100104 |
2236 |
2245 |
2208 |
2222 |
-24 |
498 |
22,926 |
+292 |
| Sep10 |
100104 |
2169 |
2202 |
2168 |
2186 |
-14 |
246 |
13,049 |
+190 |
| Dec10 |
100104 |
2142 |
2169 |
2138 |
2159 |
-6 |
136 |
9,600 |
+248 |
| Mar11 |
100104 |
2096 |
2129 |
2095 |
2123 |
+4 |
172 |
8,571 |
+80 |
| May11 |
100104 |
2103 |
2103 |
2103 |
2103 |
+4 |
0 |
1,386 |
+0 |
| Total Volume and Open Interest |
4,470 |
166,337 |
+835 |
| London Sugar(LCE) |
| Cotton(ICE) |
| Mar10 |
100104 |
75.90 |
76.77 |
75.67 |
76.00 |
+0.40 |
3,635 |
127,329 |
+52 |
| May10 |
100104 |
76.85 |
77.83 |
76.77 |
77.13 |
+0.54 |
1,126 |
21,965 |
+495 |
| Jul10 |
100104 |
77.25 |
78.20 |
77.25 |
77.52 |
+0.54 |
418 |
22,299 |
+27 |
| Oct10 |
100104 |
76.77 |
76.77 |
76.45 |
76.45 |
+0.33 |
3 |
159 |
+3 |
| Dec10 |
100104 |
76.14 |
77.19 |
76.14 |
76.50 |
+0.29 |
235 |
15,044 |
+179 |
| Mar11 |
100104 |
78.00 |
78.31 |
77.81 |
77.81 |
+0.25 |
54 |
327 |
+53 |
| Total Volume and Open Interest |
7,063 |
187,081 |
+686 |
| Lumber(CME) |
| Jan10 |
100104 |
204.0 |
206.3 |
201.0 |
201.0 |
-4.0 |
140 |
1,515 |
-157 |
| Mar10 |
100104 |
233.8 |
233.8 |
228.6 |
230.5 |
-4.0 |
316 |
5,330 |
+80 |
| May10 |
100104 |
250.0 |
251.9 |
248.5 |
250.5 |
+1.0 |
40 |
1,398 |
+16 |
| Jul10 |
100104 |
258.0 |
259.5 |
255.9 |
257.5 |
unch |
5 |
251 |
-2 |
| Total Volume and Open Interest |
851 |
8,683 |
-105 |
| Crude Oil(NYM) |
| Feb10 |
100104 |
79.63 |
81.79 |
79.63 |
81.51 |
+2.15 |
120,372 |
278,234 |
-4,383 |
| Mar10 |
100104 |
80.34 |
82.28 |
80.34 |
82.12 |
+2.10 |
47,513 |
166,550 |
-1,955 |
| Apr10 |
100104 |
81.23 |
82.77 |
81.05 |
82.65 |
+2.02 |
17,352 |
52,636 |
-67 |
| May10 |
100104 |
81.11 |
83.22 |
81.11 |
83.12 |
+2.01 |
8,896 |
35,863 |
-125 |
| Jun10 |
100104 |
82.10 |
83.62 |
82.01 |
83.56 |
+1.97 |
13,131 |
109,409 |
+270 |
| Jul10 |
100104 |
82.90 |
84.02 |
82.90 |
84.02 |
+1.92 |
2,738 |
33,751 |
+617 |
| Aug10 |
100104 |
83.95 |
84.42 |
83.93 |
84.42 |
+1.89 |
1,084 |
15,868 |
-84 |
| Sep10 |
100104 |
84.71 |
84.81 |
84.41 |
84.81 |
+1.89 |
1,219 |
27,714 |
-310 |
| Oct10 |
100104 |
84.72 |
85.20 |
84.72 |
85.20 |
+1.89 |
1,434 |
15,634 |
+78 |
| Nov10 |
100104 |
85.32 |
85.59 |
85.25 |
85.59 |
+1.90 |
1,518 |
20,282 |
+162 |
| Dec10 |
100104 |
84.60 |
86.15 |
84.60 |
86.01 |
+1.88 |
6,854 |
151,141 |
+787 |
| Jan11 |
100104 |
86.28 |
86.30 |
85.92 |
86.30 |
+1.86 |
128 |
19,388 |
-49 |
| Feb11 |
100104 |
86.55 |
86.55 |
86.55 |
86.55 |
+1.84 |
86 |
9,363 |
-99 |
| Mar11 |
100104 |
86.83 |
86.83 |
86.83 |
86.83 |
+1.82 |
12 |
6,559 |
-30 |
| Apr11 |
100104 |
87.10 |
87.10 |
87.10 |
87.10 |
+1.80 |
12 |
9,260 |
+5 |
| May11 |
100104 |
87.32 |
87.32 |
87.32 |
87.32 |
+1.78 |
23 |
3,646 |
-25 |
| Total Volume and Open Interest |
282,711 |
1,198,339 |
+13,131 |
| e-miNY Crude Oil(NYM) |
| Jan10 |
091218 |
72.850 |
74.675 |
72.550 |
73.350 |
+0.700 |
8,590 |
3,806 |
-360 |
| Feb10 |
100104 |
79.500 |
81.750 |
79.500 |
81.500 |
+2.150 |
4,541 |
4,950 |
-631 |
| Mar10 |
100104 |
80.550 |
82.275 |
80.475 |
82.125 |
+2.100 |
360 |
1,222 |
-10 |
| Apr10 |
100104 |
81.250 |
82.700 |
81.200 |
82.650 |
+2.025 |
90 |
217 |
+5 |
| May10 |
100104 |
82.775 |
83.125 |
82.775 |
83.125 |
+2.025 |
4 |
4 |
+0 |
| Jun10 |
100104 |
83.550 |
83.550 |
83.550 |
83.550 |
+1.950 |
2 |
10 |
+0 |
| Jul10 |
100104 |
84.025 |
84.025 |
84.025 |
84.025 |
+1.925 |
0 |
8 |
+0 |
| Aug10 |
100104 |
84.425 |
84.425 |
84.425 |
84.425 |
+1.900 |
1 |
2 |
-1 |
| Sep10 |
100104 |
84.800 |
84.800 |
84.800 |
84.800 |
+1.875 |
2 |
0 |
-2 |
| Oct10 |
100104 |
85.200 |
85.200 |
85.200 |
85.200 |
+1.900 |
|
|
|
| Total Volume and Open Interest |
8,123 |
7,151 |
+639 |
| Heating Oil(NYM) |
| Feb10 |
100104 |
213.80 |
219.62 |
213.00 |
219.05 |
+7.49 |
27,663 |
92,300 |
-422 |
| Mar10 |
100104 |
213.79 |
219.90 |
213.74 |
219.26 |
+7.07 |
9,040 |
51,049 |
+769 |
| Apr10 |
100104 |
213.96 |
220.00 |
213.91 |
219.12 |
+6.49 |
3,699 |
28,741 |
+105 |
| May10 |
100104 |
214.72 |
219.75 |
214.72 |
219.33 |
+6.14 |
2,333 |
17,653 |
-11 |
| Jun10 |
100104 |
216.00 |
220.14 |
216.00 |
219.78 |
+5.96 |
2,295 |
34,734 |
+231 |
| Jul10 |
100104 |
221.10 |
221.10 |
220.45 |
221.06 |
+5.77 |
339 |
10,309 |
+41 |
| Aug10 |
100104 |
222.34 |
222.87 |
222.28 |
222.69 |
+5.63 |
121 |
4,195 |
+26 |
| Sep10 |
100104 |
224.56 |
225.21 |
224.03 |
224.91 |
+5.52 |
83 |
7,767 |
+3 |
| Oct10 |
100104 |
226.99 |
227.32 |
226.65 |
227.32 |
+5.40 |
191 |
5,846 |
-32 |
| Nov10 |
100104 |
229.32 |
229.55 |
228.90 |
229.55 |
+5.28 |
73 |
6,221 |
-6 |
| Dec10 |
100104 |
228.81 |
232.40 |
228.81 |
231.78 |
+5.18 |
945 |
16,353 |
-220 |
| Jan11 |
100104 |
233.36 |
233.93 |
233.18 |
233.93 |
+5.13 |
236 |
6,702 |
-166 |
| Total Volume and Open Interest |
96,054 |
306,792 |
-8,104 |
| Gasoline(NYMEX) |
| Feb10 |
100104 |
207.50 |
211.36 |
206.71 |
210.44 |
+5.15 |
33,175 |
89,628 |
+4,233 |
| Mar10 |
100104 |
208.75 |
212.86 |
208.45 |
212.01 |
+4.85 |
11,214 |
42,386 |
-370 |
| Apr10 |
100104 |
220.00 |
223.58 |
220.00 |
222.71 |
+4.62 |
7,237 |
30,393 |
+447 |
| May10 |
100104 |
223.71 |
224.34 |
222.43 |
223.58 |
+4.57 |
1,235 |
12,996 |
-18 |
| Jun10 |
100104 |
220.89 |
224.97 |
220.89 |
224.18 |
+4.49 |
1,883 |
15,973 |
-76 |
| Jul10 |
100104 |
221.05 |
224.28 |
220.91 |
224.28 |
+4.38 |
424 |
6,155 |
-1 |
| Aug10 |
100104 |
223.36 |
223.98 |
223.25 |
223.98 |
+4.34 |
395 |
5,920 |
-11 |
| Sep10 |
100104 |
222.45 |
223.23 |
222.33 |
223.23 |
+4.34 |
534 |
6,092 |
+53 |
| Oct10 |
100104 |
213.33 |
213.33 |
213.33 |
213.33 |
+4.29 |
406 |
2,836 |
+82 |
| Nov10 |
100104 |
212.50 |
212.50 |
212.50 |
212.50 |
+4.21 |
309 |
9,265 |
-19 |
| Total Volume and Open Interest |
66,994 |
232,937 |
-2,243 |
| e-miNY RBOB Gasoline(NYM) |
| Feb10 |
100104 |
210.40 |
210.44 |
210.40 |
210.40 |
+5.10 |
0 |
2 |
+0 |
| Mar10 |
100104 |
212.00 |
212.01 |
212.00 |
212.00 |
+4.80 |
|
|
|
| Apr10 |
100104 |
222.70 |
222.71 |
222.70 |
222.70 |
+4.60 |
|
|
|
| May10 |
100104 |
223.60 |
223.60 |
223.58 |
223.60 |
+4.60 |
|
|
|
| Total Volume and Open Interest |
0 |
2 |
-2 |
| Natural Gas(NYM) |
| Feb10 |
100104 |
5.705 |
5.894 |
5.705 |
5.884 |
+0.312 |
59,409 |
120,370 |
+17 |
| Mar10 |
100104 |
5.677 |
5.852 |
5.677 |
5.841 |
+0.309 |
24,368 |
130,769 |
-1,090 |
| Apr10 |
100104 |
5.661 |
5.810 |
5.661 |
5.802 |
+0.297 |
17,392 |
76,470 |
+1,023 |
| May10 |
100104 |
5.728 |
5.838 |
5.711 |
5.837 |
+0.292 |
5,936 |
38,139 |
-381 |
| Jun10 |
100104 |
5.802 |
5.897 |
5.798 |
5.897 |
+0.282 |
3,503 |
24,044 |
-29 |
| Jul10 |
100104 |
5.855 |
5.967 |
5.851 |
5.967 |
+0.272 |
2,797 |
19,756 |
+300 |
| Aug10 |
100104 |
5.953 |
6.035 |
5.930 |
6.032 |
+0.267 |
3,226 |
28,624 |
+73 |
| Sep10 |
100104 |
6.011 |
6.059 |
5.970 |
6.059 |
+0.264 |
3,087 |
20,847 |
+463 |
| Oct10 |
100104 |
6.111 |
6.160 |
6.055 |
6.159 |
+0.261 |
6,928 |
45,071 |
+585 |
| Nov10 |
100104 |
6.391 |
6.454 |
6.364 |
6.454 |
+0.233 |
526 |
11,415 |
-110 |
| Dec10 |
100104 |
6.701 |
6.764 |
6.682 |
6.764 |
+0.216 |
1,472 |
22,404 |
+193 |
| Jan11 |
100104 |
6.969 |
6.981 |
6.890 |
6.979 |
+0.211 |
2,840 |
21,550 |
-54 |
| Feb11 |
100104 |
6.896 |
6.949 |
6.896 |
6.949 |
+0.204 |
196 |
7,956 |
-56 |
| Mar11 |
100104 |
6.711 |
6.759 |
6.695 |
6.759 |
+0.199 |
2,165 |
20,985 |
+671 |
| Apr11 |
100104 |
6.212 |
6.212 |
6.091 |
6.159 |
+0.164 |
1,105 |
16,583 |
+543 |
| May11 |
100104 |
6.170 |
6.170 |
6.095 |
6.119 |
+0.159 |
111 |
9,361 |
-2 |
| Total Volume and Open Interest |
106,175 |
704,682 |
+3,678 |
| Brent Crude Oil(ICE) |
| Feb10 |
100104 |
78.49 |
80.48 |
78.34 |
80.12 |
+2.19 |
52,657 |
188,136 |
+3,571 |
| Mar10 |
100104 |
79.11 |
81.01 |
79.10 |
80.79 |
+2.14 |
28,611 |
146,241 |
+5,818 |
| Apr10 |
100104 |
79.81 |
81.62 |
79.81 |
81.46 |
+2.08 |
9,850 |
64,675 |
+2,190 |
| May10 |
100104 |
80.45 |
82.38 |
80.45 |
82.08 |
+2.04 |
4,414 |
32,087 |
+892 |
| Jun10 |
100104 |
81.11 |
82.89 |
81.11 |
82.61 |
+2.02 |
4,911 |
59,665 |
+835 |
| Jul10 |
100104 |
81.64 |
83.08 |
81.64 |
83.08 |
+2.00 |
1,908 |
18,195 |
+117 |
| Aug10 |
100104 |
82.15 |
83.56 |
82.15 |
83.56 |
+1.98 |
1,228 |
12,681 |
+466 |
| Sep10 |
100104 |
83.30 |
84.01 |
83.27 |
84.01 |
+1.96 |
724 |
8,054 |
-27 |
| Oct10 |
100104 |
83.09 |
84.48 |
83.09 |
84.48 |
+1.96 |
538 |
12,526 |
-14 |
| Nov10 |
100104 |
84.95 |
84.95 |
84.95 |
84.95 |
+1.97 |
505 |
10,164 |
-86 |
| Dec10 |
100104 |
84.10 |
85.65 |
84.10 |
85.44 |
+1.92 |
3,618 |
73,876 |
-58 |
| Jan11 |
100104 |
85.87 |
85.87 |
85.87 |
85.87 |
+1.89 |
20 |
8,631 |
-4 |
| Feb11 |
100104 |
86.26 |
86.26 |
86.26 |
86.26 |
+1.86 |
2 |
4,734 |
-1 |
| Mar11 |
100104 |
86.61 |
86.61 |
86.61 |
86.61 |
+1.85 |
2 |
4,569 |
+0 |
| Total Volume and Open Interest |
172,104 |
728,331 |
+9,721 |
| Gas Oil(ICE) |
| Jan10 |
100104 |
640.00 |
659.00 |
638.75 |
653.75 |
+18.25 |
16,345 |
91,417 |
-1,554 |
| Feb10 |
100104 |
642.00 |
666.00 |
642.00 |
659.75 |
+18.25 |
20,007 |
110,028 |
+4,577 |
| Mar10 |
100104 |
652.25 |
670.50 |
651.25 |
665.50 |
+18.00 |
4,366 |
54,821 |
+901 |
| Apr10 |
100104 |
661.75 |
675.00 |
661.75 |
670.75 |
+17.50 |
1,114 |
30,168 |
-196 |
| May10 |
100104 |
666.50 |
678.50 |
666.50 |
676.25 |
+17.00 |
571 |
25,366 |
+134 |
| Jun10 |
100104 |
671.50 |
685.50 |
671.50 |
682.00 |
+16.75 |
1,986 |
45,540 |
-866 |
| Jul10 |
100104 |
680.75 |
690.00 |
680.75 |
688.50 |
+16.50 |
382 |
17,435 |
-10 |
| Aug10 |
100104 |
687.00 |
697.50 |
687.00 |
694.50 |
+16.00 |
348 |
18,840 |
+0 |
| Sep10 |
100104 |
698.25 |
704.00 |
698.00 |
700.25 |
+15.50 |
397 |
19,270 |
+51 |
| Oct10 |
100104 |
704.25 |
708.50 |
704.00 |
705.75 |
+15.25 |
334 |
11,326 |
+77 |
| Total Volume and Open Interest |
121,432 |
544,533 |
+3,721 |
| Ethanol(CBOT) |
| Jan10 |
100104 |
1.984 |
1.984 |
1.961 |
1.965 |
+0.015 |
48 |
413 |
-36 |
| Feb10 |
100104 |
1.959 |
1.959 |
1.930 |
1.940 |
+0.013 |
64 |
993 |
+35 |
| Mar10 |
100104 |
1.935 |
1.935 |
1.925 |
1.931 |
+0.017 |
38 |
848 |
+11 |
| Apr10 |
100104 |
1.910 |
1.922 |
1.909 |
1.910 |
+0.009 |
90 |
1,051 |
+51 |
| May10 |
100104 |
1.910 |
1.910 |
1.880 |
1.894 |
+0.015 |
73 |
397 |
-3 |
| Jun10 |
100104 |
1.907 |
1.907 |
1.865 |
1.878 |
+0.010 |
30 |
362 |
+9 |
| Jul10 |
100104 |
1.897 |
1.904 |
1.865 |
1.880 |
+0.005 |
29 |
552 |
+7 |
| Aug10 |
100104 |
1.864 |
1.890 |
1.855 |
1.866 |
+0.005 |
19 |
440 |
+15 |
| Total Volume and Open Interest |
372 |
6,730 |
+4 |
| US Dollar Index(ICE) |
| Mar10 |
100104 |
78.355 |
78.590 |
77.575 |
77.830 |
-0.390 |
7,947 |
59,661 |
-10 |
| Jun10 |
100104 |
78.240 |
78.240 |
77.985 |
78.195 |
-0.370 |
0 |
4,913 |
+0 |
| Sep10 |
100104 |
78.195 |
78.195 |
78.195 |
78.195 |
-0.370 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
12,495 |
64,585 |
+1,401 |
| Australian Dollar(CME) |
| Mar10 |
100104 |
89.23 |
90.71 |
88.73 |
90.49 |
+1.32 |
32,642 |
97,682 |
+136 |
| Jun10 |
100104 |
88.15 |
89.76 |
87.83 |
89.56 |
+1.30 |
36 |
259 |
+15 |
| Sep10 |
100104 |
88.60 |
88.60 |
87.33 |
88.60 |
+1.27 |
0 |
18 |
+0 |
| Total Volume and Open Interest |
32,921 |
97,808 |
-657 |
| British Pound(CME) |
| Mar10 |
100104 |
161.18 |
162.35 |
160.52 |
160.85 |
-0.61 |
54,286 |
81,371 |
+235 |
| Jun10 |
100104 |
161.32 |
162.11 |
160.45 |
160.77 |
-0.61 |
261 |
501 |
+89 |
| Sep10 |
100104 |
160.69 |
161.85 |
160.68 |
160.69 |
-0.61 |
0 |
71 |
+0 |
| Total Volume and Open Interest |
76,856 |
81,622 |
-3,170 |
| Canadian Dollar(CME) |
| Mar10 |
100104 |
95.49 |
96.60 |
95.08 |
95.94 |
+0.32 |
32,266 |
100,156 |
+2,612 |
| Jun10 |
100104 |
95.57 |
96.57 |
95.37 |
95.93 |
+0.32 |
105 |
1,376 |
+50 |
| Sep10 |
100104 |
96.34 |
96.47 |
95.58 |
95.90 |
+0.32 |
5 |
636 |
+0 |
| Dec10 |
100104 |
96.35 |
96.41 |
95.52 |
95.83 |
+0.31 |
26 |
487 |
+23 |
| Total Volume and Open Interest |
61,730 |
100,027 |
-1,130 |
| Japanese Yen(CME) |
| Mar10 |
100104 |
107.63 |
108.52 |
107.31 |
108.04 |
+0.64 |
52,456 |
100,677 |
+3,772 |
| Jun10 |
100104 |
107.87 |
108.58 |
107.43 |
108.12 |
+0.63 |
38 |
360 |
-8 |
| Sep10 |
100104 |
107.65 |
108.61 |
107.65 |
108.27 |
+0.62 |
5 |
85 |
+5 |
| Total Volume and Open Interest |
60,700 |
97,376 |
+2,159 |
| Swiss Franc(CME) |
| Mar10 |
100104 |
96.77 |
97.48 |
96.00 |
97.20 |
+0.51 |
27,308 |
35,932 |
-582 |
| Jun10 |
100104 |
97.09 |
97.55 |
96.77 |
97.28 |
+0.51 |
14 |
62 |
+2 |
| Sep10 |
100104 |
97.40 |
97.40 |
96.51 |
97.40 |
+0.49 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
31,754 |
36,578 |
-1,455 |
| EuroFX(CME) |
| Mar10 |
100104 |
143.23 |
144.55 |
142.56 |
144.10 |
+0.76 |
103,125 |
145,397 |
+1,244 |
| Jun10 |
100104 |
143.04 |
144.49 |
142.55 |
144.06 |
+0.76 |
134 |
1,253 |
+35 |
| Sep10 |
100104 |
143.99 |
143.99 |
143.22 |
143.97 |
+0.75 |
0 |
656 |
+0 |
| Total Volume and Open Interest |
134,933 |
146,039 |
+1,887 |
| Mexican Peso(CME) |
| Jan10 |
100104 |
775.0 |
775.0 |
763.0 |
775.0 |
+12.0 |
|
|
|
| Feb10 |
100104 |
773.5 |
773.5 |
761.5 |
773.5 |
+12.0 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
7,482 |
95,728 |
-992 |
| 30-Year T-Bonds(CBOT) |
| Mar10 |
100104 |
115~000 |
115~210 |
114~220 |
115~030 |
-0~090 |
95,319 |
670,420 |
+1,543 |
| Jun10 |
100104 |
113~220 |
113~310 |
113~210 |
113~210 |
-0~100 |
112 |
156 |
+5 |
| Sep10 |
100104 |
112~070 |
112~180 |
112~070 |
112~070 |
-0~110 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
99,140 |
669,029 |
+6,005 |
| 10-Year T-Notes(CBOT) |
| Mar10 |
100104 |
115~060 |
115~235 |
114~310 |
115~170 |
+0~025 |
315,230 |
1,209,286 |
+19,586 |
| Jun10 |
100104 |
114~065 |
114~065 |
114~015 |
114~035 |
+0~020 |
413 |
294 |
+206 |
| Sep10 |
100104 |
112~220 |
112~220 |
112~205 |
112~220 |
+0~015 |
|
|
|
| Total Volume and Open Interest |
362,123 |
1,189,788 |
+33,893 |
| 5-Year T-Notes(CBOT) |
| Mar10 |
100104 |
114~032 |
114~081 |
114~008 |
114~070 |
+0~021 |
171,620 |
737,898 |
+1,849 |
| Jun10 |
100104 |
113~053 |
113~053 |
113~032 |
113~053 |
+0~021 |
0 |
1 |
+0 |
| Sep10 |
100104 |
112~036 |
112~036 |
112~015 |
112~036 |
+0~021 |
|
|
|
| Total Volume and Open Interest |
157,935 |
747,988 |
+0 |
| 2 Year T-Notes(CBOT) |
| Mar10 |
100104 |
108~012 |
108~036 |
108~005 |
108~033 |
+0~016 |
127,154 |
842,059 |
+959 |
| Jun10 |
100104 |
107~081 |
107~081 |
107~065 |
107~081 |
+0~016 |
441 |
8,082 |
+125 |
| Sep10 |
100104 |
107~001 |
107~001 |
106~113 |
107~001 |
+0~016 |
|
|
|
| Total Volume and Open Interest |
120,157 |
855,270 |
+1,508 |
| Eurodollars(CME) |
| Mar10 |
100104 |
99.650 |
99.660 |
99.630 |
99.655 |
+0.010 |
84,528 |
1,164,093 |
+16,160 |
| Jun10 |
100104 |
99.310 |
99.385 |
99.300 |
99.375 |
+0.055 |
107,649 |
849,109 |
+8,642 |
| Sep10 |
100104 |
98.890 |
99.005 |
98.870 |
98.995 |
+0.095 |
105,506 |
690,182 |
+5,829 |
| Dec10 |
100104 |
98.450 |
98.590 |
98.430 |
98.580 |
+0.110 |
117,475 |
724,119 |
-1,281 |
| Mar11 |
100104 |
98.055 |
98.195 |
98.020 |
98.180 |
+0.110 |
132,012 |
484,487 |
-98 |
| Jun11 |
100104 |
97.645 |
97.810 |
97.630 |
97.790 |
+0.105 |
82,035 |
532,779 |
+1,776 |
| Sep11 |
100104 |
97.310 |
97.460 |
97.280 |
97.435 |
+0.095 |
72,528 |
475,224 |
+2,064 |
| Dec11 |
100104 |
96.985 |
97.135 |
96.960 |
97.110 |
+0.090 |
69,196 |
297,543 |
-78 |
| Mar12 |
100104 |
96.700 |
96.850 |
96.690 |
96.825 |
+0.080 |
48,222 |
220,571 |
-3,643 |
| Jun12 |
100104 |
96.440 |
96.570 |
96.425 |
96.545 |
+0.065 |
31,867 |
189,545 |
-1,294 |
| Sep12 |
100104 |
96.200 |
96.325 |
96.190 |
96.300 |
+0.055 |
28,434 |
110,129 |
-597 |
| Dec12 |
100104 |
95.980 |
96.090 |
95.970 |
96.065 |
+0.040 |
24,142 |
94,785 |
-1,004 |
| Mar13 |
100104 |
95.800 |
95.915 |
95.795 |
95.885 |
+0.030 |
9,840 |
63,812 |
+931 |
| Jun13 |
100104 |
95.640 |
95.740 |
95.630 |
95.710 |
+0.020 |
7,397 |
58,248 |
+181 |
| Sep13 |
100104 |
95.470 |
95.570 |
95.465 |
95.545 |
+0.015 |
6,749 |
57,050 |
-215 |
| Dec13 |
100104 |
95.355 |
95.410 |
95.300 |
95.380 |
+0.010 |
7,209 |
37,594 |
+267 |
| Mar14 |
100104 |
95.185 |
95.285 |
95.175 |
95.255 |
+0.005 |
4,625 |
31,512 |
+788 |
| Jun14 |
100104 |
95.070 |
95.165 |
95.055 |
95.135 |
unch |
4,475 |
28,479 |
+548 |
| Total Volume and Open Interest |
903,668 |
6,325,046 |
-31,506 |
| 30 Day Federal Funds(CBOT) |
| Jan10 |
100104 |
99.870 |
99.878 |
99.865 |
99.875 |
+0.010 |
3,565 |
68,258 |
+690 |
| Feb10 |
100104 |
99.840 |
99.850 |
99.840 |
99.845 |
+0.005 |
3,032 |
92,332 |
-1,044 |
| Mar10 |
100104 |
99.805 |
99.820 |
99.805 |
99.815 |
+0.005 |
520 |
60,515 |
+165 |
| Apr10 |
100104 |
99.780 |
99.800 |
99.780 |
99.795 |
+0.005 |
2,861 |
62,076 |
+791 |
| May10 |
100104 |
99.725 |
99.745 |
99.720 |
99.740 |
+0.020 |
7,134 |
58,442 |
-54 |
| Jun10 |
100104 |
99.665 |
99.710 |
99.665 |
99.700 |
+0.030 |
6,499 |
31,741 |
+1,468 |
| Total Volume and Open Interest |
20,923 |
552,182 |
+1,335 |
| 30 Day Fed Funds(e-CBOT) |
| Jan10 |
090519 |
99.600 |
99.615 |
99.595 |
99.615 |
unch |
2,329 |
25,494 |
|
| 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 |
|
| Total Volume and Open Interest |
22,142 |
354,023 |
|
| 3-Mth Euro-Yen(CME) |
| Mar10 |
100104 |
99.610 |
99.610 |
99.610 |
99.610 |
-0.010 |
9 |
701 |
-232 |
| Jun10 |
100104 |
99.645 |
99.645 |
99.645 |
99.645 |
-0.015 |
0 |
80 |
+0 |
| Sep10 |
100104 |
99.665 |
99.665 |
99.665 |
99.665 |
-0.015 |
0 |
230 |
+0 |
| Dec10 |
100104 |
99.655 |
99.655 |
99.655 |
99.655 |
-0.015 |
0 |
242 |
+0 |
| Mar11 |
100104 |
99.570 |
99.570 |
99.570 |
99.570 |
-0.015 |
|
|
|
| Jun11 |
100104 |
99.545 |
99.545 |
99.545 |
99.545 |
-0.015 |
|
|
|
| Sep11 |
100104 |
99.545 |
99.545 |
99.545 |
99.545 |
-0.015 |
|
|
|
| Dec11 |
100104 |
99.350 |
99.350 |
99.350 |
99.350 |
-0.015 |
|
|
|
| Mar12 |
100104 |
99.315 |
99.315 |
99.315 |
99.315 |
-0.015 |
|
|
|
| Jun12 |
100104 |
99.365 |
99.365 |
99.365 |
99.365 |
-0.015 |
|
|
|
| Total Volume and Open Interest |
250 |
1,485 |
+431 |
| 3-Mth Euro-Yen(SGX) |
| Mar10 |
100104 |
99.61 |
99.61 |
99.61 |
99.61 |
-0.01 |
0 |
3,907 |
+0 |
| Jun10 |
100104 |
99.64 |
99.64 |
99.64 |
99.64 |
-0.02 |
0 |
1,729 |
+0 |
| Sep10 |
100104 |
99.67 |
99.67 |
99.67 |
99.67 |
-0.01 |
0 |
1,666 |
+0 |
| Dec10 |
100104 |
99.65 |
99.65 |
99.65 |
99.65 |
-0.01 |
0 |
1,281 |
+0 |
| Mar11 |
100104 |
99.57 |
99.57 |
99.57 |
99.57 |
-0.01 |
0 |
662 |
+0 |
| Jun11 |
100104 |
99.54 |
99.54 |
99.54 |
99.54 |
-0.01 |
0 |
52 |
+0 |
| Sep11 |
100104 |
99.54 |
99.54 |
99.54 |
99.54 |
-0.01 |
0 |
51 |
+0 |
| Dec11 |
100104 |
99.35 |
99.35 |
99.35 |
99.35 |
-0.01 |
0 |
101 |
+0 |
| Total Volume and Open Interest |
276 |
10,820 |
+34 |
| Japanese Gov't Bonds(SGX) |
| Mar10 |
100104 |
139.52 |
139.59 |
139.22 |
139.23 |
-0.50 |
2,199 |
16,678 |
-595 |
| Jun10 |
100104 |
139.23 |
139.23 |
139.23 |
139.23 |
-0.50 |
|
|
|
| Sep10 |
100104 |
139.23 |
139.23 |
139.23 |
139.23 |
-0.50 |
|
|
|
| Total Volume and Open Interest |
1,804 |
17,273 |
-219 |
| Euro-Bund(EUREX) |
| Mar10 |
100104 |
120.99 |
121.42 |
120.84 |
121.34 |
+0.15 |
261,375 |
801,209 |
+44 |
| Jun10 |
100104 |
119.52 |
119.94 |
119.52 |
119.94 |
+0.14 |
83 |
61 |
-1 |
| Sep10 |
100104 |
119.54 |
119.54 |
119.54 |
119.54 |
+0.15 |
|
|
|
| Total Volume and Open Interest |
215,267 |
801,227 |
-12,417 |
| Euro-Bobl(EUREX) |
| Mar10 |
100104 |
115.55 |
115.79 |
115.37 |
115.73 |
+0.07 |
153,666 |
664,803 |
-4,930 |
| Jun10 |
100104 |
114.23 |
114.23 |
114.23 |
114.23 |
+0.07 |
0 |
2 |
+0 |
| Sep10 |
100104 |
114.03 |
114.03 |
114.03 |
114.03 |
+0.07 |
|
|
|
| Total Volume and Open Interest |
178,282 |
669,735 |
-7,240 |
| 3-Mth Euribor(EUREX) |
| Mar10 |
100104 |
99.235 |
99.245 |
99.235 |
99.245 |
+0.015 |
815 |
15,077 |
+47 |
| Jun10 |
100104 |
98.860 |
98.880 |
98.855 |
98.880 |
+0.015 |
318 |
7,414 |
+124 |
| Sep10 |
100104 |
98.485 |
98.510 |
98.475 |
98.510 |
+0.010 |
30 |
2,577 |
+0 |
| Total Volume and Open Interest |
1,469 |
28,570 |
-677 |
| Long Gilt(LIFFE) |
| Mar10 |
100104 |
113~30 |
115~04 |
113~28 |
114~29 |
+0~15 |
16,139 |
228,521 |
+4,656 |
| Jun10 |
100104 |
114~27 |
114~27 |
114~27 |
114~27 |
+0~15 |
|
|
|
| Total Volume and Open Interest |
34,656 |
225,447 |
+1,582 |
| 3-Mth Short Sterling(LIFFE) |
| Mar10 |
100104 |
99.32 |
99.34 |
99.30 |
99.33 |
+0.01 |
12,113 |
359,220 |
-3,630 |
| Jun10 |
100104 |
98.98 |
99.04 |
98.97 |
99.02 |
+0.02 |
8,480 |
388,914 |
-8,188 |
| Sep10 |
100104 |
98.51 |
98.59 |
98.47 |
98.57 |
+0.04 |
16,694 |
307,479 |
+3,663 |
| Dec10 |
100104 |
97.92 |
98.07 |
97.91 |
98.04 |
+0.06 |
15,313 |
282,924 |
-478 |
| Mar11 |
100104 |
97.45 |
97.60 |
97.41 |
97.57 |
+0.07 |
13,340 |
261,515 |
-1,700 |
| Jun11 |
100104 |
97.00 |
97.17 |
96.98 |
97.15 |
+0.08 |
13,239 |
149,319 |
-13,031 |
| Total Volume and Open Interest |
310,093 |
2,129,235 |
-20,600 |
| 3-Mth Euribor(LIFFE) |
| Mar10 |
100104 |
99.230 |
99.250 |
99.215 |
99.245 |
+0.010 |
15,576 |
760,581 |
+446 |
| Jun10 |
100104 |
98.875 |
98.890 |
98.840 |
98.885 |
+0.010 |
21,036 |
739,037 |
-4,097 |
| Sep10 |
100104 |
98.490 |
98.525 |
98.440 |
98.515 |
+0.025 |
18,659 |
567,144 |
-2,781 |
| Total Volume and Open Interest |
486,690 |
3,497,288 |
-24,224 |
| 3-Mth Aus T-Bills(SFE) |
| Mar10 |
100104 |
95.61 |
95.61 |
95.57 |
95.58 |
-0.04 |
9,327 |
272,581 |
-319 |
| Jun10 |
100104 |
95.18 |
95.19 |
95.15 |
95.16 |
-0.05 |
8,403 |
170,215 |
+2,282 |
| Sep10 |
100104 |
94.89 |
94.89 |
94.82 |
94.83 |
-0.08 |
3,200 |
90,894 |
+413 |
| Dec10 |
100104 |
94.65 |
94.66 |
94.61 |
94.61 |
-0.10 |
1,694 |
76,639 |
+670 |
| Mar11 |
100104 |
94.42 |
94.45 |
94.40 |
94.40 |
-0.10 |
608 |
27,635 |
-215 |
| Jun11 |
100104 |
94.23 |
94.28 |
94.21 |
94.21 |
-0.10 |
269 |
22,056 |
+130 |
| Sep11 |
100104 |
94.11 |
94.11 |
94.06 |
94.07 |
-0.10 |
329 |
16,851 |
+118 |
| Dec11 |
100104 |
93.98 |
93.98 |
93.96 |
93.96 |
-0.09 |
110 |
7,961 |
-94 |
| Mar12 |
100104 |
93.87 |
93.87 |
93.87 |
93.87 |
-0.09 |
0 |
3,005 |
+0 |
| Jun12 |
100104 |
93.84 |
93.84 |
93.84 |
93.84 |
-0.09 |
0 |
1,186 |
+0 |
| Total Volume and Open Interest |
14,492 |
686,923 |
-21,002 |
| 10-Year Aus T-Bonds(SFE) |
| Mar10 |
100104 |
94.17 |
94.19 |
94.13 |
94.14 |
-0.10 |
17,866 |
306,991 |
+6,455 |
| Jun10 |
100104 |
94.14 |
94.14 |
94.14 |
94.14 |
-0.10 |
|
|
|
| Total Volume and Open Interest |
10,397 |
300,536 |
-672 |
| 3-Year Aus T-Bonds(SFE) |
| Mar10 |
100104 |
94.90 |
94.90 |
94.79 |
94.81 |
-0.13 |
52,448 |
399,078 |
+17,769 |
| Jun10 |
100104 |
94.81 |
94.81 |
94.81 |
94.81 |
-0.13 |
|
|
|
| Total Volume and Open Interest |
18,832 |
381,309 |
-5,106 |
| Gold(CMX) |
| Feb10 |
100104 |
1099.0 |
1124.6 |
1093.8 |
1118.3 |
+22.1 |
64,594 |
315,157 |
-4,022 |
| Apr10 |
100104 |
1101.0 |
1125.9 |
1095.4 |
1119.6 |
+22.0 |
3,756 |
47,522 |
+942 |
| Jun10 |
100104 |
1103.6 |
1126.1 |
1097.3 |
1120.8 |
+22.0 |
2,364 |
34,686 |
+539 |
| Aug10 |
100104 |
1106.4 |
1122.0 |
1106.4 |
1122.0 |
+21.9 |
635 |
16,249 |
+35 |
| Oct10 |
100104 |
1122.7 |
1128.4 |
1122.7 |
1123.7 |
+21.8 |
125 |
4,308 |
+100 |
| Dec10 |
100104 |
1107.4 |
1131.2 |
1102.7 |
1125.8 |
+21.7 |
1,315 |
22,544 |
-568 |
| Feb11 |
100104 |
1130.0 |
1130.0 |
1128.4 |
1128.4 |
+21.6 |
957 |
5,199 |
+752 |
| Apr11 |
100104 |
1133.1 |
1133.1 |
1131.4 |
1131.4 |
+21.5 |
2 |
3,723 |
+0 |
| Jun11 |
100104 |
481.0 |
481.0 |
477.9 |
479.6 |
+21.5 |
0 |
8,094 |
+0 |
| Aug11 |
100104 |
1140.2 |
1140.2 |
1139.1 |
1139.1 |
+21.5 |
0 |
1,296 |
+0 |
| Oct11 |
100104 |
1145.7 |
1145.7 |
1143.7 |
1143.7 |
+21.6 |
0 |
1,073 |
+0 |
| Dec11 |
100104 |
1154.2 |
1154.2 |
1148.5 |
1148.5 |
+21.6 |
57 |
10,192 |
+14 |
| Total Volume and Open Interest |
105,373 |
494,116 |
+2,519 |
| Silver(CMX) |
| Mar10 |
100104 |
1694.0 |
1758.5 |
1685.0 |
1746.3 |
+61.8 |
11,188 |
78,321 |
-508 |
| May10 |
100104 |
1699.5 |
1759.0 |
1691.5 |
1748.5 |
+61.9 |
947 |
13,594 |
+462 |
| Jul10 |
100104 |
1720.0 |
1760.0 |
1719.5 |
1750.4 |
+61.8 |
219 |
8,647 |
+141 |
| Sep10 |
100104 |
1762.5 |
1762.5 |
1750.0 |
1752.5 |
+61.7 |
63 |
2,701 |
+50 |
| Dec10 |
100104 |
1704.5 |
1767.5 |
1696.5 |
1756.0 |
+61.6 |
75 |
9,483 |
-17 |
| Mar11 |
100104 |
1767.0 |
1767.0 |
1759.8 |
1759.8 |
+61.4 |
0 |
582 |
+0 |
| May11 |
100104 |
1770.0 |
1770.0 |
1762.6 |
1762.6 |
+61.3 |
1 |
86 |
+0 |
| Total Volume and Open Interest |
23,402 |
123,968 |
-351 |
| Platinum(NYMEX) |
| Jan10 |
100104 |
1477.2 |
1521.7 |
1477.2 |
1517.3 |
+57.3 |
103 |
535 |
-425 |
| Apr10 |
100104 |
1471.0 |
1533.8 |
1471.0 |
1523.9 |
+52.9 |
1,268 |
31,189 |
+128 |
| Jul10 |
100104 |
1523.0 |
1528.0 |
1523.0 |
1527.1 |
+52.1 |
133 |
812 |
+125 |
| Oct10 |
100104 |
1530.2 |
1530.2 |
1530.2 |
1530.2 |
+52.1 |
0 |
14 |
+0 |
| Total Volume and Open Interest |
3,794 |
32,725 |
+252 |
| Palladium(NYMEX) |
| Mar10 |
100104 |
409.85 |
427.50 |
408.00 |
421.40 |
+12.55 |
1,007 |
22,310 |
-19 |
| Jun10 |
100104 |
418.00 |
424.40 |
418.00 |
422.50 |
+12.55 |
20 |
300 |
+6 |
| Sep10 |
100104 |
422.50 |
422.50 |
422.50 |
422.50 |
+12.55 |
|
|
|
| Total Volume and Open Interest |
1,508 |
22,628 |
+229 |
| Copper(CMX) |
| Mar10 |
100104 |
335.00 |
342.90 |
334.65 |
340.60 |
+5.95 |
9,792 |
115,323 |
-550 |
| May10 |
100104 |
338.00 |
344.00 |
337.70 |
342.10 |
+6.05 |
643 |
19,847 |
+70 |
| Jul10 |
100104 |
343.30 |
343.30 |
343.10 |
343.10 |
+6.05 |
406 |
7,523 |
+169 |
| Sep10 |
100104 |
343.55 |
343.55 |
343.55 |
343.55 |
+6.00 |
3 |
4,365 |
-3 |
| Dec10 |
100104 |
345.00 |
345.05 |
343.80 |
344.05 |
+5.85 |
1 |
2,637 |
+1 |
| Total Volume and Open Interest |
14,637 |
155,968 |
+1,621 |
| DJIA Index(CBOT) |
| Mar10 |
100104 |
10398 |
10545 |
10397 |
10519 |
+154 |
176 |
10,597 |
-29 |
| Jun10 |
100104 |
10459 |
10462 |
10307 |
10459 |
+152 |
0 |
11 |
+0 |
| Sep10 |
100104 |
10404 |
10404 |
10249 |
10404 |
+155 |
|
|
|
| Dec10 |
100104 |
10354 |
10354 |
10200 |
10354 |
+154 |
|
|
|
| Total Volume and Open Interest |
168 |
10,637 |
-85 |
| S & P 500(CME) |
| Mar10 |
100104 |
1113.20 |
1129.80 |
1113.20 |
1128.80 |
+18.10 |
12,022 |
323,675 |
+1,425 |
| Jun10 |
100104 |
1123.90 |
1125.90 |
1121.90 |
1123.90 |
+18.00 |
262 |
2,772 |
+189 |
| Sep10 |
100104 |
1119.60 |
1121.60 |
1117.60 |
1119.60 |
+18.00 |
660 |
515 |
+379 |
| Dec10 |
100104 |
1116.60 |
1118.10 |
1114.10 |
1116.60 |
+18.50 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
10,750 |
324,976 |
+819 |
| S & P 500 E-Mini(Globex) |
| Mar10 |
100104 |
1113.75 |
1129.75 |
1113.25 |
1128.75 |
+18.00 |
638,861 |
2,392,916 |
-324 |
| Jun10 |
100104 |
1110.00 |
1124.75 |
1109.75 |
1124.00 |
+18.00 |
300 |
1,994 |
+182 |
| Total Volume and Open Interest |
597,349 |
2,395,452 |
-5,175 |
| NASDAQ 100(CME) |
| Mar10 |
100104 |
1866.80 |
1890.00 |
1866.50 |
1886.80 |
+28.00 |
629 |
11,046 |
+157 |
| Jun10 |
100104 |
1884.80 |
1884.80 |
1883.30 |
1884.80 |
+28.00 |
0 |
10 |
+0 |
| Sep10 |
100104 |
1883.80 |
1883.80 |
1882.30 |
1883.80 |
+28.00 |
|
|
|
| Total Volume and Open Interest |
1,091 |
10,899 |
+509 |
| NASDAQ 100 E-Mini(Globex) |
| Mar10 |
100104 |
1865.50 |
1889.00 |
1865.50 |
1886.80 |
+28.00 |
112,919 |
303,786 |
+1,301 |
| Jun10 |
100104 |
1868.80 |
1886.30 |
1868.50 |
1884.80 |
+28.00 |
81 |
668 |
-8 |
| Total Volume and Open Interest |
128,456 |
303,163 |
+8,426 |
| S & P Midcap 400(CME) |
| Mar10 |
100104 |
732.00 |
738.00 |
732.00 |
735.70 |
+10.80 |
33 |
1,447 |
-45 |
| Jun10 |
100104 |
733.70 |
733.70 |
732.90 |
733.70 |
+10.80 |
|
|
|
| Sep10 |
100104 |
731.70 |
731.70 |
730.90 |
731.70 |
+10.80 |
|
|
|
| Total Volume and Open Interest |
27 |
1,492 |
+4 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Mar10 |
100104 |
10875 |
10875 |
10875 |
10875 |
+210 |
1,188 |
25,275 |
-47 |
| Jun10 |
100104 |
10875 |
10875 |
10870 |
10875 |
+210 |
|
|
|
| Total Volume and Open Interest |
3,956 |
25,322 |
+522 |
| Nikkei 225(SGX) |
| Mar10 |
100104 |
10610 |
10700 |
10585 |
10645 |
+120 |
66,770 |
161,248 |
-2,523 |
| Jun10 |
100104 |
10590 |
10590 |
10590 |
10590 |
+120 |
0 |
1,319 |
+0 |
| Sep10 |
100104 |
10595 |
10595 |
10595 |
10595 |
+125 |
0 |
55 |
+0 |
| Total Volume and Open Interest |
70,486 |
177,953 |
+7,267 |
| CAC 40(EURONEXT) |
| Jan10 |
100104 |
3950.5 |
4019.0 |
3941.0 |
4017.0 |
+75.5 |
13,677 |
320,449 |
-5,908 |
| Feb10 |
100104 |
3983.0 |
4016.5 |
3983.0 |
4016.5 |
+74.0 |
30 |
211 |
+58 |
| Mar10 |
100104 |
3952.5 |
4020.5 |
3951.5 |
4019.5 |
+75.5 |
1,178 |
50,663 |
+248 |
| Total Volume and Open Interest |
39,260 |
378,775 |
+3,601 |
| Hang Seng Index(HKFE) |
| Jan10 |
100104 |
21850 |
22049 |
21707 |
21801 |
-124 |
28,250 |
67,360 |
+2,455 |
| Feb10 |
100104 |
21861 |
22043 |
21715 |
21800 |
-140 |
286 |
264 |
|
| Mar10 |
100104 |
21794 |
21985 |
21650 |
21757 |
-93 |
1,154 |
2,619 |
-50 |
| Total Volume and Open Interest |
63,792 |
68,456 |
-29,869 |
| DAX(EUREX) |
| Mar10 |
100104 |
6003.0 |
6063.0 |
5980.5 |
6045.5 |
+86.0 |
26,500 |
139,248 |
+1,778 |
| Jun10 |
100104 |
6008.5 |
6070.0 |
6008.5 |
6054.5 |
+85.5 |
101 |
8,121 |
+13 |
| Sep10 |
100104 |
6066.5 |
6066.5 |
6066.5 |
6066.5 |
+86.5 |
6 |
82 |
+0 |
| Total Volume and Open Interest |
43,044 |
145,660 |
-1,971 |
| FT-SE 100(EURONEXT) |
| Mar10 |
100104 |
5369.00 |
5467.00 |
5365.00 |
5456.50 |
+95.00 |
20,500 |
630,033 |
+2,036 |
| Jun10 |
100104 |
5407.00 |
5407.00 |
5407.00 |
5407.00 |
+95.00 |
4 |
2,108 |
+3 |
| Sep10 |
100104 |
5374.00 |
5374.00 |
5374.00 |
5374.00 |
+95.00 |
0 |
429 |
+0 |
| Total Volume and Open Interest |
38,786 |
631,901 |
+1,265 |
| SPI 200(SFE) |
| Mar10 |
100104 |
4862.0 |
4884.0 |
4852.0 |
4877.0 |
-2.0 |
15,475 |
184,937 |
+952 |
| Jun10 |
100104 |
4900.0 |
4900.0 |
4900.0 |
4900.0 |
-2.0 |
0 |
1,498 |
-2 |
| Sep10 |
100104 |
4900.0 |
4900.0 |
4900.0 |
4900.0 |
-2.0 |
0 |
1,822 |
+0 |
| Total Volume and Open Interest |
12,606 |
187,307 |
-1,274 |
| GSCI(CME) |
| Jan10 |
100104 |
535.80 |
539.00 |
535.00 |
539.00 |
+14.00 |
243 |
18,568 |
+66 |
| Feb10 |
100104 |
542.75 |
542.75 |
538.50 |
542.75 |
+13.75 |
0 |
12 |
+0 |
| Mar10 |
100104 |
545.00 |
545.00 |
543.00 |
545.00 |
+12.00 |
|
|
|
| Total Volume and Open Interest |
240 |
18,514 |
+184 |
| Reuters CCI(ICE) |
| Jan10 |
090519 |
430.00 |
430.00 |
430.00 |
430.00 |
unch |
0 |
11 |
|
| Total Volume and Open Interest |
0 |
98 |
|
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|