|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue January 05, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan10 |
100105 |
1048.50 |
1056.00 |
1042.00 |
1052.25 |
+2.75 |
25,947 |
12,149 |
-1,852 |
| Mar10 |
100105 |
1056.75 |
1064.50 |
1050.50 |
1061.00 |
+3.00 |
96,727 |
219,322 |
+4,188 |
| May10 |
100105 |
1060.75 |
1068.25 |
1054.75 |
1064.75 |
+2.25 |
14,647 |
56,642 |
+595 |
| Jul10 |
100105 |
1065.00 |
1072.00 |
1059.25 |
1068.50 |
+1.50 |
11,679 |
54,565 |
-171 |
| Aug10 |
100105 |
1064.25 |
1065.50 |
1061.50 |
1062.50 |
+1.00 |
41 |
1,738 |
+6 |
| Sep10 |
100105 |
1038.00 |
1041.75 |
1036.00 |
1041.00 |
+1.00 |
173 |
1,165 |
+32 |
| Nov10 |
100105 |
1016.25 |
1024.50 |
1014.25 |
1023.00 |
+3.00 |
7,040 |
68,390 |
+1,117 |
| Total Volume and Open Interest |
157,038 |
422,317 |
+1,590 |
| Soybean Meal(CBOT) |
| Jan10 |
100105 |
315.50 |
320.00 |
314.30 |
319.40 |
+3.40 |
3,802 |
5,502 |
-1,099 |
| Mar10 |
100105 |
307.60 |
311.50 |
306.00 |
311.40 |
+3.10 |
27,954 |
76,534 |
+1,124 |
| May10 |
100105 |
302.80 |
306.50 |
301.60 |
306.50 |
+2.90 |
4,602 |
29,015 |
+102 |
| Jul10 |
100105 |
303.00 |
306.50 |
301.60 |
306.50 |
+2.60 |
2,673 |
23,135 |
+86 |
| Aug10 |
100105 |
301.50 |
304.50 |
299.90 |
304.50 |
+2.60 |
109 |
4,841 |
+24 |
| Sep10 |
100105 |
295.20 |
299.50 |
295.20 |
299.50 |
+2.60 |
120 |
5,798 |
-2 |
| Oct10 |
100105 |
287.80 |
290.40 |
285.40 |
290.40 |
+3.40 |
113 |
3,169 |
-6 |
| Dec10 |
100105 |
284.90 |
288.40 |
282.90 |
288.40 |
+3.40 |
1,326 |
12,719 |
+293 |
| Total Volume and Open Interest |
40,751 |
162,068 |
+1,629 |
| Soybean Oil(CBOT) |
| Jan10 |
100105 |
40.90 |
41.10 |
40.42 |
40.71 |
-0.19 |
24,855 |
10,329 |
-6,247 |
| Mar10 |
100105 |
41.28 |
41.49 |
40.81 |
41.10 |
-0.19 |
57,454 |
126,402 |
+4,866 |
| May10 |
100105 |
41.66 |
41.86 |
41.19 |
41.47 |
-0.20 |
8,250 |
32,676 |
+1,966 |
| Jul10 |
100105 |
41.95 |
42.21 |
41.60 |
41.83 |
-0.20 |
5,306 |
20,127 |
+48 |
| Aug10 |
100105 |
42.18 |
42.38 |
41.75 |
41.98 |
-0.20 |
70 |
2,355 |
+11 |
| Sep10 |
100105 |
42.43 |
42.51 |
41.90 |
42.12 |
-0.19 |
233 |
2,079 |
+85 |
| Oct10 |
100105 |
42.50 |
42.55 |
41.97 |
42.22 |
-0.18 |
184 |
1,568 |
+73 |
| Dec10 |
100105 |
42.46 |
42.86 |
42.24 |
42.52 |
-0.18 |
1,202 |
15,885 |
-65 |
| Total Volume and Open Interest |
97,554 |
211,518 |
+1,496 |
| Canola(WCE) |
| Jan10 |
100105 |
411.0 |
413.5 |
410.0 |
413.3 |
+3.3 |
448 |
411 |
-95 |
| Mar10 |
100105 |
412.1 |
415.0 |
410.1 |
413.3 |
+0.5 |
7,387 |
83,108 |
+680 |
| May10 |
100105 |
419.8 |
421.0 |
417.1 |
420.1 |
+0.3 |
1,536 |
7,597 |
+975 |
| Jul10 |
100105 |
425.2 |
426.9 |
423.5 |
425.6 |
+0.7 |
267 |
6,763 |
+163 |
| Nov10 |
100105 |
426.8 |
429.2 |
423.5 |
426.1 |
-1.1 |
188 |
5,872 |
+157 |
| Total Volume and Open Interest |
9,826 |
104,149 |
+2,397 |
| Corn(CBOT) |
| Mar10 |
100105 |
417.25 |
420.00 |
415.25 |
418.75 |
+0.25 |
140,553 |
500,022 |
+9,230 |
| May10 |
100105 |
427.50 |
429.75 |
425.50 |
429.00 |
+0.25 |
19,409 |
127,518 |
+4,907 |
| Jul10 |
100105 |
435.75 |
438.00 |
434.00 |
437.50 |
+0.50 |
24,256 |
116,919 |
+4,120 |
| Sep10 |
100105 |
440.00 |
442.00 |
438.25 |
441.75 |
+0.75 |
5,493 |
37,986 |
+1,945 |
| Dec10 |
100105 |
444.00 |
445.50 |
441.75 |
445.25 |
unch |
26,382 |
206,690 |
+4,862 |
| Mar11 |
100105 |
452.50 |
454.50 |
451.00 |
454.50 |
+0.50 |
836 |
15,062 |
+513 |
| Total Volume and Open Interest |
218,613 |
1,027,774 |
+37,473 |
| Wheat(CBOT) |
| Mar10 |
100105 |
556.75 |
561.50 |
552.00 |
553.00 |
-4.75 |
41,278 |
183,347 |
+1,574 |
| May10 |
100105 |
570.00 |
574.00 |
564.50 |
565.50 |
-5.25 |
6,502 |
44,136 |
+1,093 |
| Jul10 |
100105 |
580.25 |
585.00 |
574.50 |
575.50 |
-6.25 |
7,267 |
65,878 |
+653 |
| Sep10 |
100105 |
597.00 |
597.00 |
588.50 |
589.00 |
-6.25 |
335 |
16,801 |
+92 |
| Dec10 |
100105 |
617.00 |
621.25 |
610.50 |
611.25 |
-6.50 |
2,171 |
50,785 |
+503 |
| Total Volume and Open Interest |
57,927 |
366,370 |
+5,208 |
| Wheat(KCBT) |
| Mar10 |
100105 |
550.00 |
553.50 |
544.25 |
546.75 |
-4.00 |
8,853 |
61,183 |
+31 |
| May10 |
100105 |
559.25 |
564.75 |
556.00 |
558.25 |
-4.00 |
785 |
14,204 |
+429 |
| Jul10 |
100105 |
573.75 |
576.75 |
568.75 |
570.25 |
-4.25 |
1,732 |
29,925 |
-229 |
| Sep10 |
100105 |
585.00 |
586.50 |
582.00 |
582.00 |
-4.25 |
167 |
3,327 |
+71 |
| Dec10 |
100105 |
605.00 |
607.00 |
598.50 |
600.50 |
-4.25 |
1,255 |
36,374 |
+377 |
| Total Volume and Open Interest |
12,834 |
145,975 |
+668 |
| Wheat(MGE) |
| Mar10 |
100105 |
559.75 |
565.00 |
555.75 |
556.25 |
-4.75 |
2,193 |
19,951 |
-126 |
| May10 |
100105 |
572.00 |
576.25 |
567.50 |
567.50 |
-4.50 |
253 |
5,905 |
+154 |
| Jul10 |
100105 |
585.50 |
587.00 |
580.00 |
580.25 |
-3.50 |
89 |
8,923 |
+12 |
| Sep10 |
100105 |
596.00 |
600.00 |
591.25 |
591.25 |
-5.75 |
97 |
3,340 |
-25 |
| Dec10 |
100105 |
615.00 |
617.50 |
609.75 |
610.00 |
-4.75 |
84 |
8,006 |
+22 |
| Total Volume and Open Interest |
2,724 |
46,629 |
+748 |
| Oats(CBOT) |
| Mar10 |
100105 |
277.00 |
278.00 |
271.00 |
274.00 |
-5.00 |
1,634 |
9,582 |
+0 |
| May10 |
100105 |
282.00 |
287.00 |
280.00 |
282.25 |
-4.75 |
34 |
938 |
+9 |
| Jul10 |
100105 |
289.25 |
295.50 |
289.25 |
290.75 |
-4.75 |
5 |
806 |
-2 |
| Sep10 |
100105 |
298.25 |
303.00 |
298.25 |
298.25 |
-4.75 |
0 |
350 |
+0 |
| Total Volume and Open Interest |
1,003 |
11,876 |
+65 |
| Rough Rice(CBOT) |
| Jan10 |
100105 |
14.77 |
14.81 |
14.77 |
14.77 |
-0.04 |
158 |
298 |
-271 |
| Mar10 |
100105 |
15.05 |
15.18 |
15.01 |
15.10 |
-0.04 |
793 |
13,021 |
+9 |
| May10 |
100105 |
15.38 |
15.39 |
15.31 |
15.35 |
-0.05 |
25 |
442 |
+8 |
| Jul10 |
100105 |
15.58 |
15.62 |
15.58 |
15.58 |
-0.04 |
14 |
554 |
+9 |
| Total Volume and Open Interest |
1,007 |
15,594 |
-403 |
| Live Cattle(CME) |
| Feb10 |
100105 |
85.535 |
86.600 |
85.350 |
86.330 |
+0.945 |
22,978 |
121,022 |
-4,893 |
| Apr10 |
100105 |
89.080 |
89.930 |
88.950 |
89.750 |
+0.670 |
13,944 |
77,349 |
+687 |
| Jun10 |
100105 |
87.180 |
88.035 |
87.050 |
87.800 |
+0.550 |
5,648 |
41,210 |
+333 |
| Aug10 |
100105 |
87.180 |
87.785 |
87.100 |
87.700 |
+0.400 |
1,186 |
10,230 |
+329 |
| Oct10 |
100105 |
89.500 |
90.100 |
89.500 |
89.950 |
+0.415 |
1,327 |
8,748 |
+631 |
| Dec10 |
100105 |
90.200 |
90.650 |
90.000 |
90.550 |
+0.400 |
30 |
2,106 |
+10 |
| Total Volume and Open Interest |
45,137 |
261,953 |
-1,618 |
| Feeder Cattle(CME) |
| Jan10 |
100105 |
95.800 |
96.700 |
95.785 |
96.550 |
+0.665 |
1,413 |
5,006 |
+524 |
| Mar10 |
100105 |
96.135 |
96.980 |
96.000 |
96.930 |
+0.600 |
3,438 |
14,915 |
-784 |
| Apr10 |
100105 |
97.450 |
97.930 |
97.200 |
97.800 |
+0.665 |
362 |
4,306 |
-46 |
| May10 |
100105 |
98.285 |
98.800 |
98.150 |
98.750 |
+0.400 |
350 |
3,799 |
-7 |
| Aug10 |
100105 |
99.730 |
100.100 |
99.300 |
100.100 |
+0.600 |
65 |
1,589 |
+25 |
| Sep10 |
100105 |
99.700 |
100.050 |
99.700 |
100.050 |
+0.650 |
0 |
25 |
+0 |
| Oct10 |
100105 |
99.800 |
99.850 |
99.800 |
99.850 |
+0.650 |
34 |
36 |
+4 |
| Total Volume and Open Interest |
5,666 |
29,680 |
-238 |
| Lean Hogs(CME) |
| Feb10 |
100105 |
66.135 |
67.800 |
65.700 |
67.600 |
+1.750 |
11,089 |
69,894 |
-490 |
| Apr10 |
100105 |
70.635 |
71.500 |
70.300 |
71.285 |
+0.835 |
5,666 |
54,222 |
+1,187 |
| May10 |
100105 |
75.450 |
75.800 |
74.975 |
75.700 |
+0.270 |
66 |
3,300 |
-9 |
| Jun10 |
100105 |
78.035 |
78.850 |
77.830 |
78.830 |
+0.855 |
2,775 |
29,568 |
+1,237 |
| Jul10 |
100105 |
76.800 |
77.100 |
76.385 |
77.035 |
+0.310 |
459 |
9,838 |
+163 |
| Aug10 |
100105 |
75.550 |
76.200 |
75.300 |
76.100 |
+0.150 |
165 |
7,433 |
+93 |
| Oct10 |
100105 |
67.600 |
67.900 |
67.400 |
67.900 |
+0.100 |
26 |
3,349 |
+8 |
| Dec10 |
100105 |
66.900 |
67.400 |
66.725 |
67.400 |
+0.150 |
24 |
2,150 |
-3 |
| Total Volume and Open Interest |
20,270 |
179,965 |
+3,087 |
| Pork Bellies(CME) |
| Feb10 |
100105 |
87.500 |
87.750 |
84.500 |
87.700 |
+0.200 |
34 |
301 |
-2 |
| Mar10 |
100105 |
87.230 |
88.200 |
86.250 |
86.700 |
-0.185 |
8 |
87 |
+0 |
| May10 |
100105 |
89.700 |
89.700 |
87.000 |
88.950 |
-0.200 |
6 |
116 |
+0 |
| Jul10 |
100105 |
91.000 |
91.000 |
91.000 |
91.000 |
unch |
2 |
23 |
+2 |
| Aug10 |
100105 |
86.000 |
86.000 |
86.000 |
86.000 |
unch |
0 |
15 |
+0 |
| Total Volume and Open Interest |
50 |
542 |
-5 |
| Class III Milk(CME) |
| Jan10 |
100105 |
14.39 |
14.40 |
14.23 |
14.24 |
-0.06 |
222 |
4,026 |
+44 |
| Feb10 |
100105 |
13.70 |
13.77 |
13.58 |
13.66 |
-0.04 |
445 |
4,452 |
+181 |
| Mar10 |
100105 |
14.30 |
14.40 |
14.15 |
14.22 |
-0.10 |
257 |
3,292 |
+105 |
| Apr10 |
100105 |
14.76 |
14.76 |
14.61 |
14.62 |
-0.04 |
123 |
2,161 |
+26 |
| May10 |
100105 |
15.12 |
15.12 |
14.97 |
14.97 |
-0.05 |
82 |
1,732 |
+47 |
| Total Volume and Open Interest |
1,471 |
24,014 |
-3,460 |
| Cocoa(ICE) |
| Mar10 |
100105 |
3250 |
3333 |
3246 |
3321 |
+65 |
5,875 |
70,784 |
-172 |
| May10 |
100105 |
3276 |
3350 |
3268 |
3341 |
+63 |
1,099 |
24,790 |
+63 |
| Jul10 |
100105 |
3280 |
3345 |
3280 |
3338 |
+60 |
170 |
8,790 |
+9 |
| Sep10 |
100105 |
3280 |
3337 |
3279 |
3332 |
+61 |
103 |
6,114 |
-241 |
| Dec10 |
100105 |
3254 |
3327 |
3254 |
3321 |
+61 |
5 |
5,095 |
+301 |
| Mar11 |
100105 |
3311 |
3311 |
3311 |
3311 |
+60 |
29 |
7,972 |
+2 |
| May11 |
100105 |
3319 |
3319 |
3319 |
3319 |
+60 |
1 |
4,263 |
+0 |
| Total Volume and Open Interest |
7,282 |
130,045 |
+519 |
| Coffee "C"(ICE) |
| Mar10 |
100105 |
141.85 |
142.70 |
140.40 |
141.00 |
-0.85 |
13,246 |
77,189 |
+791 |
| May10 |
100105 |
143.40 |
144.45 |
142.20 |
142.85 |
-0.80 |
2,856 |
27,198 |
+590 |
| Jul10 |
100105 |
145.15 |
145.80 |
143.65 |
144.25 |
-0.75 |
865 |
5,842 |
+215 |
| Sep10 |
100105 |
147.00 |
147.00 |
145.15 |
145.60 |
-0.60 |
345 |
6,507 |
+60 |
| Dec10 |
100105 |
146.95 |
147.20 |
146.95 |
147.20 |
-0.65 |
136 |
6,947 |
-35 |
| Mar11 |
100105 |
148.70 |
148.70 |
148.70 |
148.70 |
-0.60 |
99 |
2,298 |
+56 |
| Total Volume and Open Interest |
17,626 |
126,361 |
+582 |
| Orange Juice(ICE) |
| Jan10 |
100105 |
129.50 |
141.00 |
129.50 |
138.50 |
+9.95 |
118 |
130 |
-679 |
| Mar10 |
100105 |
134.50 |
143.55 |
134.50 |
143.55 |
+10.00 |
2,462 |
25,968 |
+125 |
| May10 |
100105 |
139.70 |
147.25 |
139.70 |
147.10 |
+9.85 |
396 |
5,297 |
+86 |
| Jul10 |
100105 |
143.70 |
150.25 |
143.25 |
149.65 |
+9.40 |
115 |
1,880 |
+67 |
| Sep10 |
100105 |
145.50 |
151.50 |
145.50 |
150.80 |
+8.60 |
42 |
716 |
+24 |
| Nov10 |
100105 |
143.45 |
149.90 |
143.45 |
149.90 |
+8.70 |
29 |
213 |
+2 |
| Total Volume and Open Interest |
3,164 |
34,447 |
-1,593 |
| Sugar #11(ICE) |
| Mar10 |
100105 |
27.50 |
28.90 |
27.34 |
27.64 |
+0.02 |
34,840 |
337,499 |
-617 |
| May10 |
100105 |
25.94 |
26.67 |
25.84 |
26.10 |
+0.16 |
14,281 |
147,603 |
+2,004 |
| Jul10 |
100105 |
23.61 |
24.14 |
23.51 |
23.75 |
+0.14 |
12,218 |
134,721 |
+742 |
| Oct10 |
100105 |
22.34 |
22.75 |
22.19 |
22.42 |
+0.10 |
6,272 |
99,498 |
+2,771 |
| Mar11 |
100105 |
21.34 |
21.56 |
21.09 |
21.31 |
-0.03 |
3,699 |
51,132 |
-460 |
| Total Volume and Open Interest |
73,533 |
841,580 |
+7,272 |
| London Cocoa(LCE) |
| Mar10 |
100105 |
2234 |
2284 |
2225 |
2275 |
+53 |
2,252 |
60,771 |
+0 |
| May10 |
100105 |
2254 |
2297 |
2244 |
2288 |
+46 |
1,775 |
51,943 |
+124 |
| Jul10 |
100105 |
2235 |
2274 |
2222 |
2265 |
+43 |
523 |
22,963 |
+37 |
| Sep10 |
100105 |
2200 |
2237 |
2184 |
2233 |
+47 |
264 |
13,080 |
+31 |
| Dec10 |
100105 |
2160 |
2203 |
2159 |
2203 |
+44 |
288 |
9,790 |
+190 |
| Mar11 |
100105 |
2130 |
2169 |
2129 |
2169 |
+46 |
32 |
8,562 |
-9 |
| May11 |
100105 |
2149 |
2149 |
2149 |
2149 |
+46 |
0 |
1,386 |
+0 |
| Total Volume and Open Interest |
7,436 |
168,182 |
+1,845 |
| London Sugar(LCE) |
| Cotton(ICE) |
| Mar10 |
100105 |
75.86 |
76.28 |
73.04 |
73.12 |
-2.88 |
10,341 |
129,280 |
+1,951 |
| May10 |
100105 |
77.15 |
77.36 |
74.23 |
74.30 |
-2.83 |
2,667 |
23,838 |
+1,873 |
| Jul10 |
100105 |
77.74 |
77.74 |
74.82 |
74.94 |
-2.58 |
865 |
22,650 |
+351 |
| Oct10 |
100105 |
75.75 |
75.75 |
74.45 |
74.45 |
-2.00 |
6 |
161 |
+2 |
| Dec10 |
100105 |
76.70 |
76.70 |
74.50 |
74.61 |
-1.89 |
699 |
15,397 |
+353 |
| Mar11 |
100105 |
76.95 |
76.95 |
75.93 |
75.93 |
-1.88 |
7 |
334 |
+7 |
| Total Volume and Open Interest |
14,590 |
192,498 |
+5,417 |
| Lumber(CME) |
| Jan10 |
100105 |
202.8 |
203.7 |
200.4 |
201.3 |
+0.3 |
318 |
1,401 |
-114 |
| Mar10 |
100105 |
229.3 |
230.7 |
228.0 |
228.1 |
-2.4 |
812 |
5,472 |
+142 |
| May10 |
100105 |
247.8 |
250.0 |
247.3 |
248.0 |
-2.5 |
206 |
1,431 |
+33 |
| Jul10 |
100105 |
257.0 |
257.4 |
256.9 |
257.0 |
-0.5 |
14 |
254 |
+3 |
| Total Volume and Open Interest |
1,353 |
8,684 |
+1 |
| Crude Oil(NYM) |
| Feb10 |
100105 |
81.63 |
82.00 |
80.95 |
81.77 |
+0.26 |
263,542 |
290,352 |
+12,118 |
| Mar10 |
100105 |
82.23 |
82.64 |
81.62 |
82.41 |
+0.29 |
96,295 |
178,537 |
+11,987 |
| Apr10 |
100105 |
82.80 |
83.20 |
82.24 |
82.99 |
+0.34 |
30,877 |
58,585 |
+5,949 |
| May10 |
100105 |
83.16 |
83.71 |
82.86 |
83.52 |
+0.40 |
15,509 |
39,390 |
+3,527 |
| Jun10 |
100105 |
83.60 |
84.15 |
83.22 |
84.01 |
+0.45 |
27,240 |
111,704 |
+2,295 |
| Jul10 |
100105 |
83.95 |
84.47 |
83.79 |
84.47 |
+0.45 |
5,555 |
35,212 |
+1,461 |
| Aug10 |
100105 |
84.53 |
84.88 |
84.45 |
84.88 |
+0.46 |
2,146 |
16,477 |
+609 |
| Sep10 |
100105 |
84.66 |
85.37 |
84.66 |
85.29 |
+0.48 |
3,656 |
28,798 |
+1,084 |
| Oct10 |
100105 |
85.20 |
85.71 |
85.20 |
85.71 |
+0.51 |
3,278 |
17,188 |
+1,554 |
| Nov10 |
100105 |
85.59 |
86.15 |
85.59 |
86.15 |
+0.56 |
2,689 |
21,541 |
+1,259 |
| Dec10 |
100105 |
86.05 |
86.75 |
85.74 |
86.60 |
+0.59 |
23,895 |
157,860 |
+6,719 |
| Jan11 |
100105 |
86.89 |
86.89 |
86.89 |
86.89 |
+0.59 |
918 |
19,636 |
+248 |
| Feb11 |
100105 |
87.13 |
87.13 |
87.13 |
87.13 |
+0.58 |
309 |
9,473 |
+110 |
| Mar11 |
100105 |
87.00 |
87.39 |
87.00 |
87.39 |
+0.56 |
57 |
6,562 |
+3 |
| Apr11 |
100105 |
87.65 |
87.65 |
87.65 |
87.65 |
+0.55 |
61 |
9,272 |
+12 |
| May11 |
100105 |
87.86 |
87.86 |
87.86 |
87.86 |
+0.54 |
61 |
3,669 |
+23 |
| Total Volume and Open Interest |
492,476 |
1,241,859 |
+43,520 |
| e-miNY Crude Oil(NYM) |
| Jan10 |
091218 |
72.850 |
74.675 |
72.550 |
73.350 |
+0.700 |
8,590 |
3,806 |
-360 |
| Feb10 |
100105 |
81.675 |
82.000 |
80.925 |
81.775 |
+0.275 |
4,541 |
4,950 |
+0 |
| Mar10 |
100105 |
82.200 |
82.650 |
81.700 |
82.400 |
+0.275 |
787 |
1,443 |
+221 |
| Apr10 |
100105 |
82.775 |
83.025 |
82.750 |
83.000 |
+0.350 |
80 |
229 |
+12 |
| May10 |
100105 |
83.100 |
83.525 |
83.050 |
83.525 |
+0.400 |
2 |
6 |
+2 |
| Jun10 |
100105 |
83.250 |
84.000 |
83.250 |
84.000 |
+0.450 |
2 |
12 |
+2 |
| Jul10 |
100105 |
84.475 |
84.475 |
84.475 |
84.475 |
+0.450 |
0 |
8 |
+0 |
| Aug10 |
100105 |
84.200 |
84.875 |
84.200 |
84.875 |
+0.450 |
0 |
2 |
+0 |
| Sep10 |
100105 |
85.300 |
85.300 |
85.300 |
85.300 |
+0.500 |
|
|
|
| Oct10 |
100105 |
85.700 |
85.700 |
85.700 |
85.700 |
+0.500 |
2 |
2 |
+2 |
| Total Volume and Open Interest |
9,839 |
7,636 |
+485 |
| Heating Oil(NYM) |
| Feb10 |
100105 |
219.29 |
220.60 |
216.78 |
219.41 |
+0.36 |
48,021 |
94,566 |
+2,266 |
| Mar10 |
100105 |
219.53 |
220.91 |
217.69 |
220.07 |
+0.81 |
24,388 |
52,680 |
+1,631 |
| Apr10 |
100105 |
220.09 |
220.79 |
217.64 |
219.96 |
+0.84 |
12,179 |
29,217 |
+476 |
| May10 |
100105 |
219.75 |
220.19 |
218.10 |
220.09 |
+0.76 |
5,224 |
18,357 |
+704 |
| Jun10 |
100105 |
220.58 |
221.24 |
218.08 |
220.50 |
+0.72 |
7,794 |
35,907 |
+1,173 |
| Jul10 |
100105 |
220.98 |
221.75 |
220.23 |
221.75 |
+0.69 |
1,290 |
10,700 |
+391 |
| Aug10 |
100105 |
223.30 |
223.44 |
222.30 |
223.44 |
+0.75 |
271 |
4,231 |
+36 |
| Sep10 |
100105 |
225.51 |
225.68 |
224.76 |
225.68 |
+0.77 |
365 |
7,754 |
-13 |
| Oct10 |
100105 |
228.13 |
228.13 |
228.13 |
228.13 |
+0.81 |
88 |
5,833 |
-13 |
| Nov10 |
100105 |
230.33 |
230.89 |
228.96 |
230.43 |
+0.88 |
590 |
6,229 |
+8 |
| Dec10 |
100105 |
232.00 |
233.26 |
230.67 |
232.72 |
+0.94 |
2,148 |
16,466 |
+113 |
| Jan11 |
100105 |
234.87 |
234.87 |
234.87 |
234.87 |
+0.94 |
1,255 |
6,598 |
-104 |
| Total Volume and Open Interest |
105,627 |
308,295 |
+1,503 |
| Gasoline(NYMEX) |
| Feb10 |
100105 |
211.11 |
213.15 |
210.04 |
212.50 |
+2.06 |
42,487 |
91,980 |
+2,352 |
| Mar10 |
100105 |
212.51 |
214.19 |
211.67 |
213.66 |
+1.65 |
16,054 |
43,443 |
+1,057 |
| Apr10 |
100105 |
222.83 |
224.39 |
222.21 |
223.98 |
+1.27 |
10,025 |
31,893 |
+1,500 |
| May10 |
100105 |
224.26 |
224.99 |
223.07 |
224.83 |
+1.25 |
4,139 |
13,883 |
+887 |
| Jun10 |
100105 |
224.90 |
225.77 |
223.57 |
225.41 |
+1.23 |
3,908 |
16,505 |
+532 |
| Jul10 |
100105 |
224.00 |
225.45 |
224.00 |
225.43 |
+1.15 |
1,162 |
6,025 |
-130 |
| Aug10 |
100105 |
224.25 |
225.08 |
224.25 |
225.08 |
+1.10 |
339 |
5,863 |
-57 |
| Sep10 |
100105 |
223.96 |
224.31 |
223.00 |
224.31 |
+1.08 |
305 |
6,062 |
-30 |
| Oct10 |
100105 |
214.20 |
214.46 |
214.20 |
214.46 |
+1.13 |
65 |
2,828 |
-8 |
| Nov10 |
100105 |
213.61 |
213.61 |
213.61 |
213.61 |
+1.11 |
37 |
9,266 |
+1 |
| Total Volume and Open Interest |
78,884 |
239,903 |
+6,966 |
| e-miNY RBOB Gasoline(NYM) |
| Feb10 |
100105 |
212.80 |
212.80 |
212.50 |
212.50 |
+2.10 |
0 |
2 |
+0 |
| Mar10 |
100105 |
213.70 |
213.70 |
213.66 |
213.70 |
+1.70 |
|
|
|
| Apr10 |
100105 |
224.00 |
224.00 |
223.98 |
224.00 |
+1.30 |
|
|
|
| May10 |
100105 |
224.80 |
224.83 |
224.80 |
224.80 |
+1.20 |
|
|
|
| Total Volume and Open Interest |
0 |
2 |
+0 |
| Natural Gas(NYM) |
| Feb10 |
100105 |
5.837 |
5.858 |
5.615 |
5.637 |
-0.247 |
78,858 |
125,742 |
+5,372 |
| Mar10 |
100105 |
5.800 |
5.821 |
5.574 |
5.593 |
-0.248 |
31,238 |
134,667 |
+3,898 |
| Apr10 |
100105 |
5.760 |
5.781 |
5.547 |
5.563 |
-0.239 |
16,704 |
77,837 |
+1,367 |
| May10 |
100105 |
5.739 |
5.810 |
5.593 |
5.608 |
-0.229 |
6,097 |
39,266 |
+1,127 |
| Jun10 |
100105 |
5.802 |
5.869 |
5.663 |
5.676 |
-0.221 |
2,989 |
24,439 |
+395 |
| Jul10 |
100105 |
5.934 |
5.934 |
5.744 |
5.753 |
-0.214 |
2,420 |
20,655 |
+899 |
| Aug10 |
100105 |
5.971 |
5.987 |
5.811 |
5.820 |
-0.212 |
2,849 |
29,333 |
+709 |
| Sep10 |
100105 |
5.958 |
6.023 |
5.848 |
5.848 |
-0.211 |
1,147 |
21,063 |
+216 |
| Oct10 |
100105 |
6.111 |
6.123 |
5.934 |
5.948 |
-0.211 |
4,544 |
45,211 |
+140 |
| Nov10 |
100105 |
6.397 |
6.410 |
6.254 |
6.258 |
-0.196 |
732 |
11,507 |
+92 |
| Dec10 |
100105 |
6.661 |
6.733 |
6.566 |
6.578 |
-0.186 |
1,182 |
22,705 |
+301 |
| Jan11 |
100105 |
6.860 |
6.950 |
6.796 |
6.803 |
-0.176 |
2,113 |
21,880 |
+330 |
| Feb11 |
100105 |
6.865 |
6.887 |
6.778 |
6.778 |
-0.171 |
557 |
7,648 |
-308 |
| Mar11 |
100105 |
6.735 |
6.735 |
6.590 |
6.598 |
-0.161 |
1,203 |
21,106 |
+121 |
| Apr11 |
100105 |
6.148 |
6.148 |
6.035 |
6.038 |
-0.121 |
584 |
16,607 |
+24 |
| May11 |
100105 |
6.065 |
6.095 |
6.003 |
6.003 |
-0.116 |
77 |
9,370 |
+9 |
| Total Volume and Open Interest |
153,770 |
722,533 |
+17,851 |
| Brent Crude Oil(ICE) |
| Feb10 |
100105 |
80.29 |
80.84 |
79.75 |
80.59 |
+0.47 |
117,445 |
176,882 |
-11,254 |
| Mar10 |
100105 |
81.01 |
81.47 |
80.40 |
81.22 |
+0.43 |
71,176 |
157,914 |
+11,673 |
| Apr10 |
100105 |
81.71 |
82.10 |
81.11 |
81.90 |
+0.44 |
25,146 |
63,489 |
-1,186 |
| May10 |
100105 |
82.43 |
82.73 |
81.74 |
82.53 |
+0.45 |
11,444 |
32,990 |
+903 |
| Jun10 |
100105 |
82.77 |
83.28 |
82.32 |
83.09 |
+0.48 |
12,233 |
59,991 |
+326 |
| Jul10 |
100105 |
83.42 |
83.59 |
82.91 |
83.59 |
+0.51 |
3,615 |
17,938 |
-257 |
| Aug10 |
100105 |
83.90 |
84.12 |
83.50 |
84.09 |
+0.53 |
3,017 |
12,650 |
-31 |
| Sep10 |
100105 |
84.31 |
84.60 |
83.92 |
84.58 |
+0.57 |
1,751 |
8,483 |
+429 |
| Oct10 |
100105 |
84.79 |
85.09 |
84.40 |
85.06 |
+0.58 |
1,615 |
12,430 |
-96 |
| Nov10 |
100105 |
85.55 |
85.55 |
85.55 |
85.55 |
+0.60 |
1,684 |
10,091 |
-73 |
| Dec10 |
100105 |
85.76 |
86.16 |
85.34 |
86.06 |
+0.62 |
7,368 |
74,296 |
+420 |
| Jan11 |
100105 |
86.51 |
86.51 |
86.51 |
86.51 |
+0.64 |
223 |
8,570 |
-61 |
| Feb11 |
100105 |
86.92 |
86.92 |
86.92 |
86.92 |
+0.66 |
107 |
4,731 |
-3 |
| Mar11 |
100105 |
87.29 |
87.29 |
87.29 |
87.29 |
+0.68 |
62 |
4,513 |
-56 |
| Total Volume and Open Interest |
259,760 |
743,682 |
+15,351 |
| Gas Oil(ICE) |
| Jan10 |
100105 |
659.25 |
663.00 |
653.75 |
659.25 |
+5.50 |
48,740 |
82,415 |
-9,002 |
| Feb10 |
100105 |
665.25 |
669.00 |
660.00 |
665.25 |
+5.50 |
66,566 |
120,356 |
+10,328 |
| Mar10 |
100105 |
670.50 |
674.50 |
666.25 |
671.00 |
+5.50 |
23,966 |
56,193 |
+1,372 |
| Apr10 |
100105 |
678.00 |
679.00 |
672.50 |
676.00 |
+5.25 |
9,169 |
33,314 |
+3,146 |
| May10 |
100105 |
681.50 |
684.25 |
677.75 |
681.50 |
+5.25 |
3,077 |
26,256 |
+890 |
| Jun10 |
100105 |
687.25 |
690.00 |
683.50 |
687.00 |
+5.00 |
7,008 |
45,394 |
-146 |
| Jul10 |
100105 |
693.75 |
695.50 |
693.00 |
693.25 |
+4.75 |
2,445 |
18,664 |
+1,229 |
| Aug10 |
100105 |
700.00 |
700.00 |
697.75 |
699.25 |
+4.75 |
1,664 |
18,594 |
-246 |
| Sep10 |
100105 |
705.75 |
705.75 |
703.25 |
704.75 |
+4.50 |
993 |
19,276 |
+6 |
| Oct10 |
100105 |
711.25 |
712.75 |
710.00 |
710.00 |
+4.25 |
743 |
11,430 |
+104 |
| Total Volume and Open Interest |
167,977 |
555,116 |
+10,583 |
| Ethanol(CBOT) |
| Jan10 |
100105 |
1.955 |
1.955 |
1.939 |
1.947 |
-0.018 |
89 |
373 |
-40 |
| Feb10 |
100105 |
1.930 |
1.939 |
1.929 |
1.935 |
-0.005 |
131 |
988 |
-5 |
| Mar10 |
100105 |
1.937 |
1.937 |
1.920 |
1.928 |
-0.003 |
32 |
867 |
+19 |
| Apr10 |
100105 |
1.909 |
1.915 |
1.909 |
1.913 |
+0.003 |
31 |
1,066 |
+15 |
| May10 |
100105 |
1.903 |
1.904 |
1.882 |
1.895 |
+0.001 |
12 |
402 |
+5 |
| Jun10 |
100105 |
1.875 |
1.895 |
1.875 |
1.884 |
+0.006 |
20 |
375 |
+13 |
| Jul10 |
100105 |
1.870 |
1.900 |
1.870 |
1.881 |
+0.001 |
24 |
545 |
-7 |
| Aug10 |
100105 |
1.875 |
1.878 |
1.855 |
1.867 |
+0.001 |
13 |
445 |
+5 |
| Total Volume and Open Interest |
383 |
6,930 |
+200 |
| US Dollar Index(ICE) |
| Mar10 |
100105 |
77.765 |
77.950 |
77.390 |
77.850 |
+0.020 |
18,278 |
59,937 |
+276 |
| Jun10 |
100105 |
77.850 |
78.320 |
77.850 |
78.215 |
+0.020 |
126 |
4,940 |
+27 |
| Sep10 |
100105 |
78.215 |
78.215 |
78.215 |
78.215 |
+0.020 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
18,404 |
64,878 |
+293 |
| Australian Dollar(CME) |
| Mar10 |
100105 |
90.55 |
91.10 |
90.26 |
90.50 |
+0.01 |
65,306 |
106,077 |
+8,395 |
| Jun10 |
100105 |
89.78 |
90.13 |
89.36 |
89.57 |
+0.01 |
126 |
264 |
+5 |
| Sep10 |
100105 |
88.62 |
88.62 |
88.60 |
88.62 |
+0.02 |
0 |
18 |
+0 |
| Total Volume and Open Interest |
65,432 |
106,359 |
+8,551 |
| British Pound(CME) |
| Mar10 |
100105 |
160.86 |
161.48 |
159.58 |
159.92 |
-0.93 |
107,463 |
88,847 |
+7,476 |
| Jun10 |
100105 |
160.81 |
161.37 |
159.52 |
159.84 |
-0.93 |
324 |
579 |
+78 |
| Sep10 |
100105 |
159.78 |
160.97 |
159.73 |
159.78 |
-0.91 |
0 |
71 |
+0 |
| Total Volume and Open Interest |
107,787 |
89,500 |
+7,878 |
| Canadian Dollar(CME) |
| Mar10 |
100105 |
96.02 |
96.75 |
95.94 |
96.19 |
+0.25 |
65,261 |
104,034 |
+3,878 |
| Jun10 |
100105 |
96.15 |
96.67 |
95.93 |
96.18 |
+0.25 |
167 |
1,331 |
-45 |
| Sep10 |
100105 |
96.50 |
96.67 |
95.90 |
96.15 |
+0.25 |
24 |
633 |
-3 |
| Dec10 |
100105 |
96.00 |
96.20 |
95.83 |
96.08 |
+0.25 |
2 |
489 |
+2 |
| Total Volume and Open Interest |
65,454 |
106,544 |
+6,517 |
| Japanese Yen(CME) |
| Mar10 |
100105 |
108.22 |
109.64 |
108.04 |
109.03 |
+0.99 |
95,881 |
100,584 |
-93 |
| Jun10 |
100105 |
108.54 |
109.72 |
108.12 |
109.10 |
+0.98 |
67 |
348 |
-12 |
| Sep10 |
100105 |
109.53 |
109.56 |
108.27 |
109.24 |
+0.97 |
14 |
85 |
+0 |
| Total Volume and Open Interest |
95,962 |
101,041 |
+3,665 |
| Swiss Franc(CME) |
| Mar10 |
100105 |
97.16 |
97.58 |
96.56 |
96.80 |
-0.40 |
59,906 |
36,306 |
+374 |
| Jun10 |
100105 |
96.91 |
97.28 |
96.66 |
96.88 |
-0.40 |
56 |
90 |
+28 |
| Sep10 |
100105 |
97.00 |
97.40 |
96.98 |
96.98 |
-0.42 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
59,962 |
36,400 |
-178 |
| EuroFX(CME) |
| Mar10 |
100105 |
144.07 |
144.83 |
143.44 |
143.67 |
-0.43 |
221,750 |
152,682 |
+7,285 |
| Jun10 |
100105 |
144.33 |
144.78 |
143.41 |
143.63 |
-0.43 |
296 |
1,196 |
-57 |
| Sep10 |
100105 |
143.54 |
144.40 |
143.54 |
143.54 |
-0.43 |
1 |
657 |
+1 |
| Total Volume and Open Interest |
222,047 |
154,546 |
+8,507 |
| Mexican Peso(CME) |
| Jan10 |
100105 |
779.0 |
779.0 |
775.0 |
779.0 |
+4.0 |
|
|
|
| Feb10 |
100105 |
777.5 |
777.5 |
773.5 |
777.5 |
+4.0 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
22,012 |
95,902 |
+174 |
| 30-Year T-Bonds(CBOT) |
| Mar10 |
100105 |
115~080 |
116~050 |
115~000 |
116~010 |
+0~300 |
95,319 |
670,420 |
+0 |
| Jun10 |
100105 |
114~080 |
114~190 |
113~210 |
114~190 |
+0~300 |
58 |
163 |
+7 |
| Sep10 |
100105 |
113~050 |
113~050 |
112~070 |
113~050 |
+0~300 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
171,195 |
667,370 |
-1,659 |
| 10-Year T-Notes(CBOT) |
| Mar10 |
100105 |
115~210 |
116~085 |
115~190 |
116~065 |
+0~215 |
611,675 |
1,232,083 |
+22,797 |
| Jun10 |
100105 |
114~095 |
114~240 |
114~035 |
114~240 |
+0~205 |
62 |
306 |
+12 |
| Sep10 |
100105 |
113~095 |
113~095 |
112~220 |
113~095 |
+0~195 |
|
|
|
| Total Volume and Open Interest |
611,737 |
1,232,389 |
+42,601 |
| 5-Year T-Notes(CBOT) |
| Mar10 |
100105 |
114~078 |
115~001 |
114~076 |
114~121 |
+0~051 |
295,473 |
748,097 |
+10,199 |
| Jun10 |
100105 |
113~088 |
113~088 |
113~053 |
113~088 |
+0~035 |
0 |
1 |
+0 |
| Sep10 |
100105 |
112~055 |
112~055 |
112~036 |
112~055 |
+0~019 |
|
|
|
| Total Volume and Open Interest |
295,473 |
748,098 |
+110 |
| 2 Year T-Notes(CBOT) |
| Mar10 |
100105 |
108~035 |
108~055 |
108~034 |
108~053 |
+0~020 |
222,302 |
837,754 |
-4,305 |
| Jun10 |
100105 |
107~096 |
107~104 |
107~081 |
107~104 |
+0~023 |
0 |
8,082 |
+0 |
| Sep10 |
100105 |
107~027 |
107~027 |
107~001 |
107~027 |
+0~026 |
|
|
|
| Total Volume and Open Interest |
222,302 |
845,836 |
-9,434 |
| Eurodollars(CME) |
| Mar10 |
100105 |
99.655 |
99.675 |
99.650 |
99.665 |
+0.010 |
140,640 |
1,174,299 |
+10,206 |
| Jun10 |
100105 |
99.375 |
99.435 |
99.375 |
99.420 |
+0.045 |
211,308 |
854,348 |
+5,239 |
| Sep10 |
100105 |
99.005 |
99.070 |
98.995 |
99.055 |
+0.060 |
219,774 |
696,952 |
+6,770 |
| Dec10 |
100105 |
98.590 |
98.680 |
98.585 |
98.660 |
+0.080 |
227,843 |
728,714 |
+4,595 |
| Mar11 |
100105 |
98.190 |
98.300 |
98.185 |
98.280 |
+0.100 |
235,648 |
493,331 |
+8,844 |
| Jun11 |
100105 |
97.805 |
97.920 |
97.795 |
97.905 |
+0.115 |
172,324 |
535,817 |
+3,038 |
| Sep11 |
100105 |
97.450 |
97.575 |
97.440 |
97.555 |
+0.120 |
124,542 |
479,176 |
+3,952 |
| Dec11 |
100105 |
97.120 |
97.245 |
97.120 |
97.225 |
+0.115 |
106,519 |
298,237 |
+694 |
| Mar12 |
100105 |
96.840 |
96.955 |
96.840 |
96.935 |
+0.110 |
51,559 |
219,977 |
-594 |
| Jun12 |
100105 |
96.560 |
96.675 |
96.560 |
96.655 |
+0.110 |
50,756 |
194,433 |
+4,888 |
| Sep12 |
100105 |
96.315 |
96.425 |
96.315 |
96.410 |
+0.110 |
37,756 |
111,721 |
+1,592 |
| Dec12 |
100105 |
96.080 |
96.190 |
96.080 |
96.175 |
+0.110 |
32,960 |
95,278 |
+493 |
| Mar13 |
100105 |
95.920 |
96.015 |
95.915 |
95.995 |
+0.110 |
8,890 |
64,225 |
+413 |
| Jun13 |
100105 |
95.760 |
95.840 |
95.745 |
95.825 |
+0.115 |
7,238 |
57,834 |
-414 |
| Sep13 |
100105 |
95.585 |
95.675 |
95.575 |
95.660 |
+0.115 |
7,577 |
56,220 |
-830 |
| Dec13 |
100105 |
95.405 |
95.515 |
95.405 |
95.495 |
+0.115 |
7,074 |
37,610 |
+16 |
| Mar14 |
100105 |
95.280 |
95.390 |
95.280 |
95.375 |
+0.120 |
2,587 |
32,176 |
+664 |
| Jun14 |
100105 |
95.165 |
95.270 |
95.165 |
95.255 |
+0.120 |
3,216 |
29,273 |
+794 |
| Total Volume and Open Interest |
1,668,611 |
6,411,951 |
+86,905 |
| 30 Day Federal Funds(CBOT) |
| Jan10 |
100105 |
99.875 |
99.880 |
99.875 |
99.875 |
unch |
5,234 |
69,240 |
+982 |
| Feb10 |
100105 |
99.840 |
99.855 |
99.840 |
99.850 |
+0.005 |
5,625 |
94,148 |
+1,816 |
| Mar10 |
100105 |
99.815 |
99.830 |
99.815 |
99.825 |
+0.010 |
1,979 |
60,815 |
+300 |
| Apr10 |
100105 |
99.790 |
99.805 |
99.790 |
99.800 |
+0.005 |
3,714 |
62,030 |
-46 |
| May10 |
100105 |
99.740 |
99.760 |
99.735 |
99.755 |
+0.015 |
5,879 |
56,724 |
-1,718 |
| Jun10 |
100105 |
99.695 |
99.720 |
99.695 |
99.720 |
+0.020 |
4,545 |
31,411 |
-330 |
| Total Volume and Open Interest |
41,828 |
485,559 |
-66,623 |
| 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 |
100105 |
99.610 |
99.610 |
99.610 |
99.610 |
unch |
1 |
702 |
+1 |
| Jun10 |
100105 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
0 |
80 |
+0 |
| Sep10 |
100105 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
0 |
230 |
+0 |
| Dec10 |
100105 |
99.645 |
99.645 |
99.645 |
99.645 |
-0.010 |
0 |
242 |
+0 |
| Mar11 |
100105 |
99.600 |
99.600 |
99.600 |
99.600 |
+0.030 |
|
|
|
| Jun11 |
100105 |
99.545 |
99.545 |
99.545 |
99.545 |
unch |
|
|
|
| Sep11 |
100105 |
99.545 |
99.545 |
99.545 |
99.545 |
unch |
|
|
|
| Dec11 |
100105 |
99.350 |
99.350 |
99.350 |
99.350 |
unch |
|
|
|
| Mar12 |
100105 |
99.310 |
99.310 |
99.310 |
99.310 |
-0.005 |
|
|
|
| Jun12 |
100105 |
99.360 |
99.360 |
99.360 |
99.360 |
-0.005 |
|
|
|
| Total Volume and Open Interest |
1 |
1,254 |
-231 |
| 3-Mth Euro-Yen(SGX) |
| Mar10 |
100105 |
99.61 |
99.61 |
99.61 |
99.61 |
0.00 |
50 |
3,965 |
+58 |
| Jun10 |
100105 |
99.65 |
99.65 |
99.64 |
99.64 |
0.00 |
0 |
1,709 |
-20 |
| Sep10 |
100105 |
99.66 |
99.66 |
99.66 |
99.66 |
0.00 |
0 |
1,666 |
+0 |
| Dec10 |
100105 |
99.65 |
99.65 |
99.65 |
99.65 |
0.00 |
0 |
1,281 |
+0 |
| Mar11 |
100105 |
99.57 |
99.57 |
99.57 |
99.57 |
0.00 |
0 |
662 |
+0 |
| Jun11 |
100105 |
99.54 |
99.54 |
99.54 |
99.54 |
0.00 |
0 |
52 |
+0 |
| Sep11 |
100105 |
99.54 |
99.54 |
99.54 |
99.54 |
0.00 |
0 |
51 |
+0 |
| Dec11 |
100105 |
99.35 |
99.35 |
99.35 |
99.35 |
0.00 |
0 |
101 |
+0 |
| Total Volume and Open Interest |
50 |
10,858 |
+38 |
| Japanese Gov't Bonds(SGX) |
| Mar10 |
100105 |
139.33 |
139.39 |
139.08 |
139.22 |
-0.01 |
2,199 |
16,678 |
+0 |
| Jun10 |
100105 |
139.22 |
139.22 |
139.22 |
139.22 |
-0.01 |
|
|
|
| Sep10 |
100105 |
139.22 |
139.22 |
139.22 |
139.22 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
3,568 |
16,807 |
-466 |
| Euro-Bund(EUREX) |
| Mar10 |
100105 |
121.29 |
121.60 |
121.10 |
121.44 |
+0.10 |
469,426 |
818,831 |
+17,622 |
| Jun10 |
100105 |
119.81 |
120.03 |
119.81 |
120.03 |
+0.09 |
16 |
69 |
+8 |
| Sep10 |
100105 |
119.64 |
119.64 |
119.64 |
119.64 |
+0.10 |
|
|
|
| Total Volume and Open Interest |
469,442 |
818,900 |
+17,673 |
| Euro-Bobl(EUREX) |
| Mar10 |
100105 |
115.70 |
115.97 |
115.56 |
115.86 |
+0.13 |
295,973 |
654,794 |
-10,009 |
| Jun10 |
100105 |
114.36 |
114.36 |
114.36 |
114.36 |
+0.13 |
0 |
2 |
+0 |
| Sep10 |
100105 |
114.16 |
114.16 |
114.16 |
114.16 |
+0.13 |
|
|
|
| Total Volume and Open Interest |
295,973 |
654,796 |
-14,939 |
| 3-Mth Euribor(EUREX) |
| Mar10 |
100105 |
99.255 |
99.265 |
99.255 |
99.260 |
+0.015 |
761 |
15,084 |
+7 |
| Jun10 |
100105 |
98.890 |
98.925 |
98.890 |
98.925 |
+0.045 |
82 |
7,380 |
-34 |
| Sep10 |
100105 |
98.540 |
98.560 |
98.540 |
98.560 |
+0.050 |
11 |
2,573 |
-4 |
| Total Volume and Open Interest |
903 |
28,719 |
+149 |
| Long Gilt(LIFFE) |
| Mar10 |
100105 |
114~20 |
114~29 |
114~11 |
114~13 |
-0~16 |
16,139 |
228,521 |
+0 |
| Jun10 |
100105 |
114~11 |
114~11 |
114~11 |
114~11 |
-0~16 |
|
|
|
| Total Volume and Open Interest |
81,793 |
237,631 |
+12,184 |
| 3-Mth Short Sterling(LIFFE) |
| Mar10 |
100105 |
99.34 |
99.36 |
99.32 |
99.34 |
+0.01 |
46,726 |
359,664 |
+444 |
| Jun10 |
100105 |
99.03 |
99.08 |
99.03 |
99.06 |
+0.04 |
81,219 |
387,268 |
-1,646 |
| Sep10 |
100105 |
98.58 |
98.64 |
98.57 |
98.62 |
+0.05 |
110,050 |
323,024 |
+15,545 |
| Dec10 |
100105 |
98.05 |
98.13 |
98.04 |
98.10 |
+0.06 |
94,899 |
284,159 |
+1,235 |
| Mar11 |
100105 |
97.59 |
97.67 |
97.57 |
97.63 |
+0.06 |
81,397 |
265,433 |
+3,918 |
| Jun11 |
100105 |
97.16 |
97.24 |
97.14 |
97.20 |
+0.05 |
70,523 |
155,761 |
+6,442 |
| Total Volume and Open Interest |
593,615 |
2,144,550 |
+15,315 |
| 3-Mth Euribor(LIFFE) |
| Mar10 |
100105 |
99.240 |
99.265 |
99.240 |
99.260 |
+0.015 |
103,478 |
783,122 |
+22,541 |
| Jun10 |
100105 |
98.875 |
98.940 |
98.875 |
98.925 |
+0.040 |
136,949 |
724,728 |
-14,309 |
| Sep10 |
100105 |
98.520 |
98.585 |
98.500 |
98.560 |
+0.045 |
129,184 |
570,448 |
+3,304 |
| Total Volume and Open Interest |
892,593 |
3,504,451 |
+7,163 |
| 3-Mth Aus T-Bills(SFE) |
| Mar10 |
100105 |
95.57 |
95.61 |
95.56 |
95.60 |
+0.02 |
9,327 |
272,581 |
+0 |
| Jun10 |
100105 |
95.17 |
95.21 |
95.13 |
95.20 |
+0.04 |
10,299 |
173,455 |
+3,240 |
| Sep10 |
100105 |
94.83 |
94.90 |
94.80 |
94.89 |
+0.06 |
6,281 |
93,269 |
+2,375 |
| Dec10 |
100105 |
94.59 |
94.68 |
94.59 |
94.68 |
+0.07 |
4,137 |
76,352 |
-287 |
| Mar11 |
100105 |
94.40 |
94.49 |
94.40 |
94.49 |
+0.09 |
2,201 |
27,494 |
-141 |
| Jun11 |
100105 |
94.21 |
94.31 |
94.21 |
94.31 |
+0.10 |
1,980 |
23,235 |
+1,179 |
| Sep11 |
100105 |
94.08 |
94.16 |
94.07 |
94.16 |
+0.09 |
343 |
17,127 |
+276 |
| Dec11 |
100105 |
93.96 |
94.05 |
93.96 |
94.05 |
+0.09 |
63 |
7,963 |
+2 |
| Mar12 |
100105 |
93.90 |
93.96 |
93.90 |
93.96 |
+0.09 |
43 |
3,048 |
+43 |
| Jun12 |
100105 |
93.87 |
93.93 |
93.87 |
93.93 |
+0.09 |
33 |
1,186 |
+0 |
| Total Volume and Open Interest |
34,054 |
699,809 |
+12,886 |
| 10-Year Aus T-Bonds(SFE) |
| Mar10 |
100105 |
94.14 |
94.28 |
94.12 |
94.27 |
+0.13 |
27,172 |
318,792 |
+11,801 |
| Jun10 |
100105 |
94.27 |
94.27 |
94.27 |
94.27 |
+0.13 |
|
|
|
| Total Volume and Open Interest |
27,172 |
318,792 |
+18,256 |
| 3-Year Aus T-Bonds(SFE) |
| Mar10 |
100105 |
94.81 |
94.89 |
94.78 |
94.89 |
+0.08 |
52,448 |
399,078 |
+0 |
| Jun10 |
100105 |
94.89 |
94.89 |
94.89 |
94.89 |
+0.08 |
|
|
|
| Total Volume and Open Interest |
53,531 |
401,210 |
+19,901 |
| Gold(CMX) |
| Feb10 |
100105 |
1122.0 |
1129.6 |
1115.5 |
1118.7 |
+0.4 |
155,479 |
323,133 |
+7,976 |
| Apr10 |
100105 |
1123.3 |
1130.8 |
1117.0 |
1120.0 |
+0.4 |
16,804 |
53,668 |
+6,146 |
| Jun10 |
100105 |
1124.2 |
1130.4 |
1118.0 |
1121.1 |
+0.3 |
4,221 |
35,971 |
+1,285 |
| Aug10 |
100105 |
1129.5 |
1129.6 |
1121.0 |
1122.2 |
+0.2 |
303 |
16,389 |
+140 |
| Oct10 |
100105 |
1123.6 |
1123.6 |
1123.6 |
1123.6 |
-0.1 |
390 |
4,569 |
+261 |
| Dec10 |
100105 |
1129.8 |
1135.9 |
1123.0 |
1125.6 |
-0.2 |
2,422 |
22,693 |
+149 |
| Feb11 |
100105 |
1125.6 |
1128.2 |
1125.6 |
1128.2 |
-0.2 |
693 |
5,683 |
+484 |
| Apr11 |
100105 |
1131.1 |
1131.1 |
1131.1 |
1131.1 |
-0.3 |
28 |
3,735 |
+12 |
| Jun11 |
100105 |
479.2 |
479.2 |
479.2 |
479.2 |
-0.4 |
73 |
8,104 |
+10 |
| Aug11 |
100105 |
1138.4 |
1138.4 |
1138.4 |
1138.4 |
-0.7 |
33 |
1,324 |
+28 |
| Oct11 |
100105 |
1142.5 |
1142.5 |
1142.5 |
1142.5 |
-1.2 |
26 |
1,099 |
+26 |
| Dec11 |
100105 |
1146.8 |
1146.8 |
1146.8 |
1146.8 |
-1.7 |
230 |
10,341 |
+149 |
| Total Volume and Open Interest |
181,168 |
506,575 |
+12,459 |
| Silver(CMX) |
| Mar10 |
100105 |
1759.5 |
1788.5 |
1751.0 |
1780.0 |
+33.7 |
31,033 |
79,259 |
+938 |
| May10 |
100105 |
1766.0 |
1789.5 |
1755.5 |
1782.2 |
+33.7 |
1,203 |
13,872 |
+278 |
| Jul10 |
100105 |
1769.5 |
1789.0 |
1768.0 |
1784.2 |
+33.8 |
152 |
8,569 |
-78 |
| Sep10 |
100105 |
1768.0 |
1786.2 |
1768.0 |
1786.2 |
+33.7 |
39 |
2,687 |
-14 |
| Dec10 |
100105 |
1775.0 |
1794.0 |
1765.5 |
1789.3 |
+33.3 |
1,275 |
9,816 |
+333 |
| Mar11 |
100105 |
1778.0 |
1796.0 |
1778.0 |
1792.9 |
+33.1 |
34 |
600 |
+18 |
| May11 |
100105 |
1784.5 |
1798.5 |
1784.5 |
1795.6 |
+33.0 |
13 |
99 |
+13 |
| Total Volume and Open Interest |
34,043 |
125,620 |
+1,652 |
| Platinum(NYMEX) |
| Jan10 |
100105 |
1521.4 |
1530.8 |
1517.4 |
1530.8 |
+13.5 |
163 |
312 |
-223 |
| Apr10 |
100105 |
1533.0 |
1545.0 |
1520.0 |
1537.8 |
+13.9 |
3,534 |
32,107 |
+918 |
| Jul10 |
100105 |
1538.7 |
1543.2 |
1531.4 |
1541.1 |
+14.0 |
14 |
819 |
+7 |
| Oct10 |
100105 |
1544.2 |
1544.2 |
1544.2 |
1544.2 |
+14.0 |
0 |
14 |
+0 |
| Total Volume and Open Interest |
3,713 |
33,257 |
+532 |
| Palladium(NYMEX) |
| Mar10 |
100105 |
422.45 |
427.90 |
419.25 |
421.95 |
+0.55 |
1,589 |
22,754 |
+444 |
| Jun10 |
100105 |
423.00 |
425.50 |
421.00 |
422.90 |
+0.40 |
25 |
324 |
+24 |
| Sep10 |
100105 |
422.90 |
422.90 |
422.90 |
422.90 |
+0.40 |
|
|
|
| Total Volume and Open Interest |
1,614 |
23,083 |
+455 |
| Copper(CMX) |
| Mar10 |
100105 |
341.35 |
342.95 |
338.20 |
341.35 |
+0.75 |
22,606 |
116,690 |
+1,367 |
| May10 |
100105 |
342.50 |
344.25 |
340.00 |
342.85 |
+0.75 |
1,308 |
20,751 |
+904 |
| Jul10 |
100105 |
344.00 |
344.45 |
342.35 |
343.85 |
+0.75 |
111 |
7,553 |
+30 |
| Sep10 |
100105 |
343.75 |
344.30 |
343.70 |
344.30 |
+0.75 |
34 |
4,371 |
+6 |
| Dec10 |
100105 |
342.50 |
344.85 |
342.50 |
344.85 |
+0.80 |
64 |
2,668 |
+31 |
| Total Volume and Open Interest |
24,673 |
157,256 |
+1,288 |
| DJIA Index(CBOT) |
| Mar10 |
100105 |
10516 |
10547 |
10460 |
10515 |
-4 |
1,818 |
11,160 |
+563 |
| Jun10 |
100105 |
10455 |
10459 |
10455 |
10455 |
-4 |
0 |
11 |
+0 |
| Sep10 |
100105 |
10400 |
10404 |
10400 |
10400 |
-4 |
|
|
|
| Dec10 |
100105 |
10350 |
10354 |
10350 |
10350 |
-4 |
|
|
|
| Total Volume and Open Interest |
1,818 |
11,171 |
+534 |
| S & P 500(CME) |
| Mar10 |
100105 |
1128.40 |
1132.80 |
1125.20 |
1132.30 |
+3.50 |
14,570 |
323,858 |
+183 |
| Jun10 |
100105 |
1122.50 |
1127.40 |
1120.50 |
1127.40 |
+3.50 |
764 |
3,090 |
+318 |
| Sep10 |
100105 |
1123.10 |
1123.10 |
1116.60 |
1123.10 |
+3.50 |
441 |
823 |
+308 |
| Dec10 |
100105 |
1120.10 |
1120.10 |
1113.60 |
1120.10 |
+3.50 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
15,775 |
327,778 |
+2,802 |
| S & P 500 E-Mini(Globex) |
| Mar10 |
100105 |
1128.50 |
1133.00 |
1125.00 |
1132.25 |
+3.50 |
638,861 |
2,392,916 |
+0 |
| Jun10 |
100105 |
1123.00 |
1128.00 |
1121.25 |
1127.50 |
+3.50 |
1,643 |
3,354 |
+1,360 |
| Total Volume and Open Interest |
1,292,997 |
2,444,257 |
+48,805 |
| NASDAQ 100(CME) |
| Mar10 |
100105 |
1887.30 |
1890.00 |
1875.00 |
1885.30 |
-1.50 |
2,566 |
12,844 |
+1,798 |
| Jun10 |
100105 |
1883.00 |
1883.00 |
1881.00 |
1883.00 |
-1.80 |
0 |
10 |
+0 |
| Sep10 |
100105 |
1882.00 |
1883.80 |
1882.00 |
1882.00 |
-1.80 |
|
|
|
| Total Volume and Open Interest |
2,566 |
12,854 |
+1,955 |
| NASDAQ 100 E-Mini(Globex) |
| Mar10 |
100105 |
1886.50 |
1890.30 |
1876.00 |
1885.30 |
-1.50 |
205,157 |
314,877 |
+11,091 |
| Jun10 |
100105 |
1885.50 |
1887.80 |
1874.50 |
1883.00 |
-1.80 |
34 |
671 |
+3 |
| Total Volume and Open Interest |
205,191 |
315,550 |
+12,387 |
| S & P Midcap 400(CME) |
| Mar10 |
100105 |
736.00 |
738.50 |
731.50 |
738.30 |
+2.60 |
64 |
1,462 |
+15 |
| Jun10 |
100105 |
736.30 |
736.30 |
736.30 |
736.30 |
+2.60 |
|
|
|
| Sep10 |
100105 |
734.30 |
734.30 |
734.30 |
734.30 |
+2.60 |
|
|
|
| Total Volume and Open Interest |
64 |
1,462 |
-30 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Mar10 |
100105 |
10775 |
10860 |
10735 |
10825 |
-50 |
|
|
|
| Jun10 |
100105 |
10825 |
10875 |
10825 |
10825 |
-50 |
|
|
|
| Total Volume and Open Interest |
9,323 |
28,890 |
+3,568 |
| Nikkei 225(SGX) |
| Mar10 |
100105 |
10665 |
10795 |
10655 |
10705 |
+60 |
52,600 |
168,466 |
+7,218 |
| Jun10 |
100105 |
10655 |
10655 |
10655 |
10655 |
+65 |
0 |
1,319 |
+0 |
| Sep10 |
100105 |
10655 |
10655 |
10655 |
10655 |
+60 |
0 |
55 |
+0 |
| Total Volume and Open Interest |
53,220 |
183,213 |
+5,260 |
| CAC 40(EURONEXT) |
| Jan10 |
100105 |
3996.5 |
4029.0 |
3993.0 |
4012.5 |
-4.5 |
85,038 |
355,710 |
+35,261 |
| Feb10 |
100105 |
4005.0 |
4028.0 |
3994.0 |
4012.5 |
-4.0 |
15 |
180 |
-31 |
| Mar10 |
100105 |
3998.5 |
4027.0 |
3998.5 |
4014.0 |
-5.5 |
1,832 |
51,218 |
+555 |
| Total Volume and Open Interest |
86,885 |
408,958 |
+30,183 |
| Hang Seng Index(HKFE) |
| Jan10 |
100105 |
22079 |
22322 |
21983 |
22269 |
+468 |
60,806 |
73,201 |
+5,841 |
| Feb10 |
100105 |
22065 |
22300 |
21990 |
22247 |
+447 |
509 |
396 |
+132 |
| Mar10 |
100105 |
22015 |
22234 |
21933 |
22224 |
+467 |
206 |
2,627 |
+8 |
| Total Volume and Open Interest |
61,561 |
76,976 |
+8,520 |
| DAX(EUREX) |
| Mar10 |
100105 |
6032.0 |
6064.5 |
6017.0 |
6037.0 |
-8.5 |
100,960 |
143,000 |
+3,752 |
| Jun10 |
100105 |
6052.0 |
6072.5 |
6030.0 |
6046.0 |
-8.5 |
235 |
8,104 |
-17 |
| Sep10 |
100105 |
6060.0 |
6079.0 |
6042.0 |
6058.0 |
-8.5 |
0 |
82 |
+0 |
| Total Volume and Open Interest |
101,195 |
151,186 |
+5,526 |
| FT-SE 100(EURONEXT) |
| Mar10 |
100105 |
5451.50 |
5495.00 |
5438.50 |
5477.00 |
+20.50 |
77,744 |
638,694 |
+8,661 |
| Jun10 |
100105 |
5427.50 |
5427.50 |
5427.50 |
5427.50 |
+20.50 |
0 |
2,108 |
+0 |
| Sep10 |
100105 |
5394.50 |
5394.50 |
5394.50 |
5394.50 |
+20.50 |
0 |
429 |
+0 |
| Total Volume and Open Interest |
77,819 |
641,411 |
+9,510 |
| SPI 200(SFE) |
| Mar10 |
100105 |
4866.0 |
4945.0 |
4866.0 |
4928.0 |
+51.0 |
28,404 |
193,124 |
+8,187 |
| Jun10 |
100105 |
4951.0 |
4951.0 |
4951.0 |
4951.0 |
+51.0 |
86 |
1,540 |
+42 |
| Sep10 |
100105 |
4951.0 |
4951.0 |
4951.0 |
4951.0 |
+51.0 |
0 |
1,822 |
+0 |
| Total Volume and Open Interest |
28,756 |
196,752 |
+9,445 |
| GSCI(CME) |
| Jan10 |
100105 |
539.00 |
540.10 |
535.75 |
538.00 |
-1.00 |
642 |
18,557 |
-11 |
| Feb10 |
100105 |
541.70 |
544.00 |
540.00 |
541.70 |
-1.05 |
75 |
87 |
+75 |
| Mar10 |
100105 |
545.00 |
547.00 |
544.50 |
545.00 |
unch |
|
|
|
| Total Volume and Open Interest |
717 |
18,644 |
+130 |
| 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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