|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed January 06, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan10 |
100106 |
1050.00 |
1058.50 |
1043.00 |
1050.50 |
-1.75 |
21,073 |
10,277 |
-1,872 |
| Mar10 |
100106 |
1059.50 |
1068.25 |
1051.00 |
1059.00 |
-2.00 |
70,402 |
221,161 |
+1,839 |
| May10 |
100106 |
1062.00 |
1072.00 |
1055.50 |
1063.00 |
-1.75 |
11,685 |
56,507 |
-135 |
| Jul10 |
100106 |
1066.75 |
1076.00 |
1059.25 |
1066.75 |
-1.75 |
9,900 |
55,268 |
+703 |
| Aug10 |
100106 |
1055.00 |
1062.50 |
1055.00 |
1061.00 |
-1.50 |
21 |
1,727 |
-11 |
| Sep10 |
100106 |
1040.00 |
1041.00 |
1037.75 |
1041.00 |
unch |
36 |
1,178 |
+13 |
| Nov10 |
100106 |
1020.00 |
1027.00 |
1018.50 |
1024.75 |
+1.75 |
5,408 |
69,690 |
+1,300 |
| Total Volume and Open Interest |
119,094 |
424,304 |
+1,987 |
| Soybean Meal(CBOT) |
| Jan10 |
100106 |
319.00 |
325.20 |
315.70 |
317.90 |
-1.50 |
3,162 |
4,684 |
-818 |
| Mar10 |
100106 |
310.30 |
311.90 |
307.90 |
310.20 |
-1.20 |
20,624 |
78,066 |
+1,532 |
| May10 |
100106 |
304.70 |
306.30 |
303.00 |
305.00 |
-1.50 |
3,429 |
28,971 |
-44 |
| Jul10 |
100106 |
306.00 |
306.40 |
302.80 |
304.50 |
-2.00 |
1,794 |
23,538 |
+403 |
| Aug10 |
100106 |
301.90 |
302.70 |
301.90 |
302.70 |
-1.80 |
411 |
5,030 |
+189 |
| Sep10 |
100106 |
298.50 |
299.00 |
296.80 |
298.20 |
-1.30 |
83 |
5,798 |
+0 |
| Oct10 |
100106 |
289.00 |
291.00 |
289.00 |
290.00 |
-0.40 |
91 |
3,173 |
+4 |
| Dec10 |
100106 |
286.50 |
289.00 |
285.50 |
288.20 |
-0.20 |
1,768 |
12,955 |
+236 |
| Total Volume and Open Interest |
31,423 |
163,587 |
+1,519 |
| Soybean Oil(CBOT) |
| Jan10 |
100106 |
40.66 |
41.01 |
40.33 |
40.67 |
-0.04 |
10,840 |
8,011 |
-2,318 |
| Mar10 |
100106 |
41.06 |
41.45 |
40.72 |
41.07 |
-0.03 |
30,515 |
123,943 |
-2,459 |
| May10 |
100106 |
41.42 |
41.82 |
41.10 |
41.46 |
-0.01 |
5,224 |
32,552 |
-124 |
| Jul10 |
100106 |
41.79 |
42.19 |
41.49 |
41.83 |
unch |
3,181 |
20,418 |
+291 |
| Aug10 |
100106 |
41.74 |
42.00 |
41.69 |
42.00 |
+0.02 |
240 |
2,450 |
+95 |
| Sep10 |
100106 |
41.97 |
42.15 |
41.90 |
42.15 |
+0.03 |
363 |
2,122 |
+43 |
| Oct10 |
100106 |
42.17 |
42.25 |
42.00 |
42.25 |
+0.03 |
143 |
1,525 |
-43 |
| Dec10 |
100106 |
42.46 |
42.83 |
42.15 |
42.53 |
+0.01 |
1,323 |
15,692 |
-193 |
| Total Volume and Open Interest |
51,829 |
206,810 |
-4,708 |
| Canola(WCE) |
| Jan10 |
100106 |
413.8 |
415.4 |
413.8 |
415.4 |
+2.1 |
164 |
91 |
-320 |
| Mar10 |
100106 |
412.2 |
414.1 |
410.2 |
413.4 |
+0.1 |
8,632 |
80,581 |
-2,527 |
| May10 |
100106 |
420.1 |
420.2 |
417.7 |
420.2 |
+0.1 |
1,940 |
7,342 |
-255 |
| Jul10 |
100106 |
423.0 |
426.3 |
423.0 |
425.3 |
-0.3 |
943 |
7,130 |
+367 |
| Nov10 |
100106 |
425.9 |
427.4 |
424.3 |
426.3 |
+0.2 |
436 |
6,009 |
+137 |
| Total Volume and Open Interest |
12,115 |
101,551 |
-2,598 |
| Corn(CBOT) |
| Mar10 |
100106 |
418.00 |
422.00 |
416.00 |
421.75 |
+3.00 |
80,967 |
499,122 |
-900 |
| May10 |
100106 |
428.00 |
432.25 |
426.00 |
432.00 |
+3.00 |
11,090 |
130,369 |
+2,851 |
| Jul10 |
100106 |
436.50 |
441.00 |
434.50 |
440.75 |
+3.25 |
8,432 |
117,283 |
+364 |
| Sep10 |
100106 |
440.00 |
445.00 |
438.75 |
444.75 |
+3.00 |
1,750 |
38,413 |
+427 |
| Dec10 |
100106 |
443.50 |
448.75 |
442.75 |
448.75 |
+3.50 |
11,751 |
208,210 |
+1,520 |
| Mar11 |
100106 |
452.50 |
458.25 |
451.75 |
458.25 |
+3.75 |
913 |
15,413 |
+351 |
| Total Volume and Open Interest |
115,446 |
1,032,529 |
+4,755 |
| Wheat(CBOT) |
| Mar10 |
100106 |
552.00 |
567.75 |
551.00 |
567.25 |
+14.25 |
36,720 |
180,220 |
-3,127 |
| May10 |
100106 |
565.25 |
580.00 |
563.50 |
579.75 |
+14.25 |
8,553 |
44,472 |
+336 |
| Jul10 |
100106 |
575.50 |
589.50 |
574.00 |
589.50 |
+14.00 |
9,741 |
65,501 |
-377 |
| Sep10 |
100106 |
590.00 |
603.00 |
589.00 |
602.75 |
+13.75 |
1,202 |
16,874 |
+73 |
| Dec10 |
100106 |
615.50 |
625.00 |
610.25 |
625.00 |
+13.75 |
2,427 |
50,650 |
-135 |
| Total Volume and Open Interest |
59,350 |
363,299 |
-3,071 |
| Wheat(KCBT) |
| Mar10 |
100106 |
545.75 |
560.50 |
544.00 |
560.50 |
+13.75 |
8,968 |
60,163 |
-1,020 |
| May10 |
100106 |
557.00 |
572.50 |
556.00 |
571.75 |
+13.50 |
1,049 |
13,998 |
-206 |
| Jul10 |
100106 |
567.75 |
583.75 |
567.75 |
583.75 |
+13.50 |
1,632 |
29,708 |
-217 |
| Sep10 |
100106 |
583.00 |
595.50 |
581.25 |
595.50 |
+13.50 |
750 |
3,559 |
+232 |
| Dec10 |
100106 |
600.00 |
614.00 |
599.00 |
614.00 |
+13.50 |
912 |
36,430 |
+56 |
| Total Volume and Open Interest |
13,373 |
144,857 |
-1,118 |
| Wheat(MGE) |
| Mar10 |
100106 |
555.50 |
571.75 |
553.25 |
571.50 |
+15.25 |
3,094 |
19,256 |
-695 |
| May10 |
100106 |
570.50 |
583.00 |
565.25 |
583.00 |
+15.50 |
368 |
6,125 |
+220 |
| Jul10 |
100106 |
581.25 |
595.25 |
577.50 |
595.00 |
+14.75 |
230 |
8,973 |
+50 |
| Sep10 |
100106 |
591.00 |
606.75 |
589.25 |
606.50 |
+15.25 |
186 |
3,412 |
+72 |
| Dec10 |
100106 |
611.50 |
625.00 |
607.50 |
625.00 |
+15.00 |
120 |
8,045 |
+39 |
| Total Volume and Open Interest |
4,009 |
46,325 |
-304 |
| Oats(CBOT) |
| Mar10 |
100106 |
273.75 |
278.00 |
271.50 |
277.00 |
+3.00 |
1,408 |
9,181 |
-401 |
| May10 |
100106 |
281.25 |
285.50 |
281.25 |
285.25 |
+3.00 |
167 |
1,027 |
+89 |
| Jul10 |
100106 |
293.75 |
293.75 |
290.75 |
293.75 |
+3.00 |
2 |
804 |
-2 |
| Sep10 |
100106 |
301.25 |
301.25 |
298.25 |
301.25 |
+3.00 |
0 |
350 |
+0 |
| Total Volume and Open Interest |
1,603 |
11,971 |
+95 |
| Rough Rice(CBOT) |
| Jan10 |
100106 |
14.78 |
14.78 |
14.77 |
14.78 |
+0.01 |
69 |
233 |
-65 |
| Mar10 |
100106 |
15.11 |
15.23 |
14.80 |
15.10 |
unch |
699 |
12,887 |
-134 |
| May10 |
100106 |
15.19 |
15.41 |
15.07 |
15.35 |
+0.01 |
47 |
478 |
+36 |
| Jul10 |
100106 |
15.39 |
15.58 |
15.34 |
15.57 |
-0.01 |
0 |
554 |
+0 |
| Total Volume and Open Interest |
842 |
15,458 |
-136 |
| Live Cattle(CME) |
| Feb10 |
100106 |
86.450 |
86.785 |
85.635 |
85.950 |
-0.380 |
17,203 |
115,925 |
-5,097 |
| Apr10 |
100106 |
89.700 |
90.000 |
89.250 |
89.650 |
-0.100 |
11,866 |
78,041 |
+692 |
| Jun10 |
100106 |
87.600 |
87.950 |
87.400 |
87.650 |
-0.150 |
7,607 |
42,391 |
+1,181 |
| Aug10 |
100106 |
87.480 |
87.750 |
87.250 |
87.635 |
-0.065 |
1,075 |
10,137 |
-93 |
| Oct10 |
100106 |
89.785 |
90.000 |
89.650 |
89.980 |
+0.030 |
818 |
8,944 |
+196 |
| Dec10 |
100106 |
90.300 |
90.600 |
90.200 |
90.600 |
+0.050 |
115 |
2,145 |
+39 |
| Total Volume and Open Interest |
38,786 |
258,965 |
-2,988 |
| Feeder Cattle(CME) |
| Jan10 |
100106 |
96.480 |
96.800 |
95.980 |
96.300 |
-0.250 |
1,700 |
5,130 |
+124 |
| Mar10 |
100106 |
96.850 |
97.135 |
96.450 |
96.750 |
-0.180 |
2,366 |
14,502 |
-413 |
| Apr10 |
100106 |
97.885 |
98.100 |
97.400 |
97.700 |
-0.100 |
312 |
4,259 |
-47 |
| May10 |
100106 |
98.750 |
99.000 |
98.180 |
98.680 |
-0.070 |
346 |
3,957 |
+158 |
| Aug10 |
100106 |
99.950 |
100.080 |
99.550 |
99.900 |
-0.200 |
284 |
1,698 |
+109 |
| Sep10 |
100106 |
100.050 |
100.050 |
99.950 |
100.050 |
unch |
9 |
26 |
+1 |
| Oct10 |
100106 |
99.850 |
99.850 |
99.550 |
99.850 |
unch |
1 |
36 |
+0 |
| Total Volume and Open Interest |
5,018 |
29,612 |
-68 |
| Lean Hogs(CME) |
| Feb10 |
100106 |
67.535 |
67.885 |
66.350 |
66.580 |
-1.020 |
20,267 |
70,962 |
+1,068 |
| Apr10 |
100106 |
71.250 |
71.475 |
70.650 |
70.750 |
-0.535 |
12,567 |
56,141 |
+1,919 |
| May10 |
100106 |
75.400 |
75.700 |
75.100 |
75.680 |
-0.020 |
381 |
3,548 |
+248 |
| Jun10 |
100106 |
78.680 |
79.100 |
78.475 |
78.950 |
+0.120 |
5,945 |
30,813 |
+1,245 |
| Jul10 |
100106 |
76.975 |
77.330 |
76.800 |
77.135 |
+0.100 |
1,602 |
10,341 |
+503 |
| Aug10 |
100106 |
75.700 |
76.250 |
75.700 |
76.225 |
+0.125 |
342 |
7,570 |
+137 |
| Oct10 |
100106 |
67.900 |
68.000 |
67.750 |
68.000 |
+0.100 |
123 |
3,361 |
+12 |
| Dec10 |
100106 |
67.250 |
67.250 |
66.900 |
67.050 |
-0.350 |
39 |
2,161 |
+11 |
| Total Volume and Open Interest |
41,266 |
185,108 |
+5,143 |
| Pork Bellies(CME) |
| Feb10 |
100106 |
88.300 |
88.900 |
87.200 |
87.600 |
-0.100 |
79 |
271 |
-30 |
| Mar10 |
100106 |
86.600 |
88.500 |
86.600 |
86.600 |
-0.100 |
8 |
92 |
+5 |
| May10 |
100106 |
90.000 |
90.000 |
90.000 |
90.000 |
+1.050 |
2 |
116 |
+0 |
| Jul10 |
100106 |
91.000 |
91.000 |
91.000 |
91.000 |
unch |
0 |
23 |
+0 |
| Aug10 |
100106 |
86.000 |
86.000 |
86.000 |
86.000 |
unch |
0 |
15 |
+0 |
| Total Volume and Open Interest |
89 |
517 |
-25 |
| Class III Milk(CME) |
| Jan10 |
100106 |
14.24 |
14.26 |
14.14 |
14.15 |
-0.09 |
141 |
3,968 |
-58 |
| Feb10 |
100106 |
13.60 |
13.66 |
13.48 |
13.52 |
-0.14 |
585 |
4,552 |
+100 |
| Mar10 |
100106 |
14.16 |
14.18 |
13.95 |
13.98 |
-0.24 |
348 |
3,324 |
+32 |
| Apr10 |
100106 |
14.60 |
14.62 |
14.30 |
14.32 |
-0.30 |
122 |
2,184 |
+23 |
| May10 |
100106 |
14.97 |
14.97 |
14.75 |
14.84 |
-0.13 |
55 |
1,746 |
+14 |
| Total Volume and Open Interest |
1,358 |
24,142 |
+128 |
| Cocoa(ICE) |
| Mar10 |
100106 |
3300 |
3306 |
3272 |
3292 |
-29 |
5,898 |
70,568 |
-216 |
| May10 |
100106 |
3312 |
3317 |
3294 |
3313 |
-28 |
945 |
25,178 |
+388 |
| Jul10 |
100106 |
3324 |
3324 |
3289 |
3308 |
-30 |
125 |
8,852 |
+62 |
| Sep10 |
100106 |
3303 |
3308 |
3295 |
3300 |
-32 |
106 |
6,183 |
+69 |
| Dec10 |
100106 |
3291 |
3291 |
3282 |
3289 |
-32 |
16 |
5,095 |
+0 |
| Mar11 |
100106 |
3285 |
3285 |
3285 |
3285 |
-26 |
3 |
7,972 |
+0 |
| May11 |
100106 |
3294 |
3294 |
3294 |
3294 |
-25 |
0 |
4,263 |
+0 |
| Total Volume and Open Interest |
7,093 |
130,348 |
+303 |
| Coffee "C"(ICE) |
| Mar10 |
100106 |
141.60 |
142.65 |
140.05 |
141.60 |
+0.60 |
8,486 |
77,410 |
+221 |
| May10 |
100106 |
143.00 |
144.30 |
141.95 |
143.40 |
+0.55 |
901 |
27,555 |
+357 |
| Jul10 |
100106 |
145.00 |
145.00 |
143.60 |
144.80 |
+0.55 |
538 |
5,773 |
-69 |
| Sep10 |
100106 |
145.60 |
147.00 |
145.25 |
146.15 |
+0.55 |
334 |
6,698 |
+191 |
| Dec10 |
100106 |
148.05 |
148.05 |
147.00 |
147.85 |
+0.65 |
103 |
6,963 |
+16 |
| Mar11 |
100106 |
149.30 |
149.30 |
149.30 |
149.30 |
+0.60 |
10 |
2,303 |
+5 |
| Total Volume and Open Interest |
10,372 |
127,082 |
+721 |
| Orange Juice(ICE) |
| Jan10 |
100106 |
141.00 |
146.00 |
138.50 |
139.00 |
+0.50 |
193 |
120 |
-10 |
| Mar10 |
100106 |
145.55 |
149.65 |
141.50 |
142.05 |
-1.50 |
2,534 |
26,495 |
+527 |
| May10 |
100106 |
150.40 |
153.05 |
145.00 |
145.55 |
-1.55 |
567 |
5,323 |
+26 |
| Jul10 |
100106 |
153.00 |
155.30 |
147.85 |
148.30 |
-1.35 |
187 |
1,963 |
+83 |
| Sep10 |
100106 |
149.10 |
149.15 |
149.05 |
149.15 |
-1.65 |
35 |
729 |
+13 |
| Nov10 |
100106 |
148.70 |
148.70 |
148.70 |
148.70 |
-1.20 |
3 |
214 |
+1 |
| Total Volume and Open Interest |
3,520 |
35,088 |
+641 |
| Sugar #11(ICE) |
| Mar10 |
100106 |
27.63 |
28.55 |
27.30 |
28.41 |
+0.77 |
58,071 |
331,882 |
-5,617 |
| May10 |
100106 |
25.99 |
27.05 |
25.84 |
26.88 |
+0.78 |
34,202 |
151,814 |
+4,211 |
| Jul10 |
100106 |
23.67 |
24.27 |
23.52 |
24.19 |
+0.44 |
13,876 |
135,592 |
+871 |
| Oct10 |
100106 |
22.38 |
22.78 |
22.20 |
22.67 |
+0.25 |
6,312 |
99,966 |
+468 |
| Mar11 |
100106 |
21.40 |
21.45 |
21.04 |
21.24 |
-0.07 |
3,492 |
51,722 |
+590 |
| Total Volume and Open Interest |
118,637 |
842,341 |
+761 |
| London Cocoa(LCE) |
| Mar10 |
100106 |
2257 |
2265 |
2250 |
2261 |
-14 |
7,434 |
62,777 |
+2,006 |
| May10 |
100106 |
2276 |
2278 |
2262 |
2272 |
-16 |
2,227 |
51,846 |
-97 |
| Jul10 |
100106 |
2251 |
2251 |
2242 |
2247 |
-18 |
807 |
23,500 |
+537 |
| Sep10 |
100106 |
2215 |
2216 |
2211 |
2215 |
-18 |
41 |
13,082 |
+2 |
| Dec10 |
100106 |
2183 |
2183 |
2174 |
2179 |
-24 |
73 |
9,823 |
+33 |
| Mar11 |
100106 |
2145 |
2145 |
2145 |
2145 |
-24 |
90 |
8,562 |
+0 |
| May11 |
100106 |
2125 |
2125 |
2125 |
2125 |
-24 |
0 |
1,386 |
+0 |
| Total Volume and Open Interest |
10,672 |
170,976 |
+2,794 |
| London Sugar(LCE) |
| Cotton(ICE) |
| Mar10 |
100106 |
73.20 |
74.27 |
73.15 |
73.55 |
+0.43 |
24,124 |
121,352 |
-7,928 |
| May10 |
100106 |
74.46 |
75.47 |
74.28 |
74.73 |
+0.43 |
3,817 |
25,261 |
+1,423 |
| Jul10 |
100106 |
75.37 |
76.00 |
74.67 |
75.25 |
+0.31 |
1,390 |
23,241 |
+591 |
| Oct10 |
100106 |
74.77 |
74.77 |
74.77 |
74.77 |
+0.32 |
4 |
158 |
-3 |
| Dec10 |
100106 |
75.62 |
75.70 |
74.50 |
74.86 |
+0.25 |
599 |
15,708 |
+311 |
| Mar11 |
100106 |
76.24 |
76.24 |
76.24 |
76.24 |
+0.31 |
6 |
336 |
+2 |
| Total Volume and Open Interest |
29,950 |
186,899 |
-5,599 |
| Lumber(CME) |
| Jan10 |
100106 |
202.0 |
215.0 |
201.5 |
211.0 |
+9.7 |
223 |
1,318 |
-83 |
| Mar10 |
100106 |
228.5 |
238.1 |
227.8 |
236.3 |
+8.2 |
476 |
5,448 |
-24 |
| May10 |
100106 |
247.6 |
258.0 |
247.6 |
256.4 |
+8.4 |
158 |
1,448 |
+17 |
| Jul10 |
100106 |
257.3 |
266.7 |
257.3 |
263.1 |
+6.1 |
0 |
249 |
-5 |
| Total Volume and Open Interest |
875 |
8,589 |
-95 |
| Crude Oil(NYM) |
| Feb10 |
100106 |
81.43 |
83.52 |
80.85 |
83.18 |
+1.41 |
258,887 |
280,580 |
-9,772 |
| Mar10 |
100106 |
82.17 |
84.08 |
81.50 |
83.75 |
+1.34 |
95,556 |
180,702 |
+2,165 |
| Apr10 |
100106 |
82.92 |
84.60 |
82.13 |
84.31 |
+1.32 |
36,974 |
59,261 |
+676 |
| May10 |
100106 |
83.39 |
85.13 |
82.74 |
84.86 |
+1.34 |
15,602 |
39,102 |
-288 |
| Jun10 |
100106 |
83.94 |
85.62 |
83.35 |
85.34 |
+1.33 |
27,354 |
107,895 |
-3,809 |
| Jul10 |
100106 |
84.35 |
85.89 |
83.88 |
85.80 |
+1.33 |
4,977 |
35,041 |
-171 |
| Aug10 |
100106 |
84.79 |
86.20 |
84.79 |
86.20 |
+1.32 |
2,437 |
16,059 |
-418 |
| Sep10 |
100106 |
85.25 |
86.65 |
84.83 |
86.62 |
+1.33 |
2,574 |
27,873 |
-925 |
| Oct10 |
100106 |
85.71 |
87.29 |
85.19 |
87.07 |
+1.36 |
2,116 |
16,537 |
-651 |
| Nov10 |
100106 |
87.25 |
87.65 |
87.25 |
87.53 |
+1.38 |
1,977 |
20,911 |
-630 |
| Dec10 |
100106 |
86.63 |
88.27 |
85.96 |
88.01 |
+1.41 |
22,547 |
161,137 |
+3,277 |
| Jan11 |
100106 |
86.52 |
88.35 |
86.52 |
88.32 |
+1.43 |
761 |
19,394 |
-242 |
| Feb11 |
100106 |
88.56 |
88.56 |
88.56 |
88.56 |
+1.43 |
315 |
9,319 |
-154 |
| Mar11 |
100106 |
87.00 |
88.82 |
87.00 |
88.82 |
+1.43 |
126 |
6,525 |
-37 |
| Apr11 |
100106 |
89.07 |
89.07 |
89.07 |
89.07 |
+1.42 |
58 |
9,252 |
-20 |
| May11 |
100106 |
89.28 |
89.28 |
89.28 |
89.28 |
+1.42 |
91 |
3,705 |
+36 |
| Total Volume and Open Interest |
487,277 |
1,231,436 |
-10,423 |
| e-miNY Crude Oil(NYM) |
| Jan10 |
091218 |
72.850 |
74.675 |
72.550 |
73.350 |
+0.700 |
8,590 |
3,806 |
-360 |
| Feb10 |
100106 |
81.425 |
83.500 |
80.825 |
83.175 |
+1.400 |
8,609 |
5,571 |
+621 |
| Mar10 |
100106 |
82.075 |
84.025 |
81.550 |
83.750 |
+1.350 |
613 |
1,454 |
+11 |
| Apr10 |
100106 |
83.100 |
84.300 |
82.775 |
84.300 |
+1.300 |
88 |
253 |
+24 |
| May10 |
100106 |
83.375 |
84.850 |
83.100 |
84.850 |
+1.325 |
2 |
7 |
+1 |
| Jun10 |
100106 |
85.250 |
85.350 |
85.250 |
85.350 |
+1.350 |
1 |
11 |
-1 |
| Jul10 |
100106 |
85.800 |
85.800 |
85.800 |
85.800 |
+1.325 |
0 |
8 |
+0 |
| Aug10 |
100106 |
85.650 |
86.200 |
85.650 |
86.200 |
+1.325 |
1 |
2 |
+0 |
| Sep10 |
100106 |
86.625 |
86.625 |
86.625 |
86.625 |
+1.325 |
|
|
|
| Oct10 |
100106 |
87.075 |
87.075 |
87.075 |
87.075 |
+1.375 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
9,314 |
7,408 |
-228 |
| Heating Oil(NYM) |
| Feb10 |
100106 |
218.00 |
221.20 |
216.34 |
220.32 |
+0.91 |
55,496 |
99,281 |
+4,715 |
| Mar10 |
100106 |
219.24 |
221.72 |
217.26 |
221.35 |
+1.28 |
24,064 |
54,168 |
+1,488 |
| Apr10 |
100106 |
218.80 |
222.00 |
217.41 |
221.55 |
+1.59 |
15,621 |
30,198 |
+981 |
| May10 |
100106 |
218.72 |
221.87 |
217.95 |
221.87 |
+1.78 |
9,560 |
19,029 |
+672 |
| Jun10 |
100106 |
219.86 |
222.67 |
218.15 |
222.38 |
+1.88 |
11,319 |
36,302 |
+395 |
| Jul10 |
100106 |
220.77 |
223.72 |
220.77 |
223.72 |
+1.97 |
2,615 |
11,112 |
+412 |
| Aug10 |
100106 |
222.67 |
225.75 |
222.67 |
225.47 |
+2.03 |
554 |
4,331 |
+100 |
| Sep10 |
100106 |
225.11 |
227.80 |
225.11 |
227.77 |
+2.09 |
493 |
7,740 |
-14 |
| Oct10 |
100106 |
227.58 |
230.42 |
227.58 |
230.27 |
+2.14 |
936 |
6,236 |
+403 |
| Nov10 |
100106 |
229.96 |
232.67 |
229.96 |
232.67 |
+2.24 |
428 |
6,299 |
+70 |
| Dec10 |
100106 |
231.79 |
235.30 |
231.00 |
235.07 |
+2.35 |
4,565 |
16,514 |
+48 |
| Jan11 |
100106 |
234.47 |
237.37 |
234.47 |
237.37 |
+2.50 |
291 |
6,397 |
-201 |
| Total Volume and Open Interest |
127,198 |
317,155 |
+8,860 |
| Gasoline(NYMEX) |
| Feb10 |
100106 |
211.87 |
214.62 |
209.33 |
213.66 |
+1.16 |
50,245 |
92,315 |
+335 |
| Mar10 |
100106 |
212.22 |
216.09 |
210.78 |
215.19 |
+1.53 |
23,381 |
45,420 |
+1,977 |
| Apr10 |
100106 |
222.83 |
226.69 |
221.68 |
226.08 |
+2.10 |
13,779 |
33,135 |
+1,242 |
| May10 |
100106 |
224.59 |
227.62 |
222.55 |
227.06 |
+2.23 |
4,407 |
14,679 |
+796 |
| Jun10 |
100106 |
224.21 |
228.05 |
223.60 |
227.72 |
+2.31 |
5,799 |
17,856 |
+1,351 |
| Jul10 |
100106 |
227.00 |
228.00 |
227.00 |
227.78 |
+2.35 |
2,236 |
7,072 |
+1,047 |
| Aug10 |
100106 |
227.50 |
227.50 |
227.50 |
227.50 |
+2.42 |
617 |
5,841 |
-22 |
| Sep10 |
100106 |
226.83 |
226.83 |
226.83 |
226.83 |
+2.52 |
549 |
5,994 |
-68 |
| Oct10 |
100106 |
217.08 |
217.08 |
217.08 |
217.08 |
+2.62 |
239 |
2,932 |
+104 |
| Nov10 |
100106 |
213.50 |
216.40 |
212.25 |
216.26 |
+2.65 |
88 |
9,281 |
+15 |
| Total Volume and Open Interest |
101,809 |
246,666 |
+6,763 |
| e-miNY RBOB Gasoline(NYM) |
| Feb10 |
100106 |
214.00 |
214.00 |
213.70 |
213.70 |
+1.20 |
2 |
4 |
+2 |
| Mar10 |
100106 |
215.20 |
215.20 |
215.19 |
215.20 |
+1.50 |
|
|
|
| Apr10 |
100106 |
226.10 |
226.10 |
226.08 |
226.10 |
+2.10 |
|
|
|
| May10 |
100106 |
227.10 |
227.10 |
227.06 |
227.10 |
+2.30 |
|
|
|
| Total Volume and Open Interest |
2 |
4 |
+2 |
| Natural Gas(NYM) |
| Feb10 |
100106 |
5.690 |
6.075 |
5.650 |
6.009 |
+0.372 |
99,492 |
123,768 |
-1,974 |
| Mar10 |
100106 |
5.652 |
6.000 |
5.617 |
5.941 |
+0.348 |
36,431 |
133,617 |
-1,050 |
| Apr10 |
100106 |
5.584 |
5.910 |
5.580 |
5.861 |
+0.298 |
17,779 |
77,924 |
+87 |
| May10 |
100106 |
5.660 |
5.898 |
5.660 |
5.886 |
+0.278 |
8,641 |
42,003 |
+2,737 |
| Jun10 |
100106 |
5.686 |
5.954 |
5.676 |
5.943 |
+0.267 |
3,561 |
24,112 |
-327 |
| Jul10 |
100106 |
5.833 |
6.036 |
5.832 |
6.012 |
+0.259 |
2,241 |
20,787 |
+132 |
| Aug10 |
100106 |
5.927 |
6.080 |
5.927 |
6.075 |
+0.255 |
2,316 |
29,447 |
+114 |
| Sep10 |
100106 |
5.965 |
6.107 |
5.960 |
6.103 |
+0.255 |
2,184 |
21,656 |
+593 |
| Oct10 |
100106 |
6.054 |
6.245 |
6.037 |
6.201 |
+0.253 |
7,344 |
45,746 |
+535 |
| Nov10 |
100106 |
6.370 |
6.510 |
6.370 |
6.481 |
+0.223 |
617 |
11,356 |
-151 |
| Dec10 |
100106 |
6.578 |
6.823 |
6.578 |
6.786 |
+0.208 |
769 |
22,483 |
-222 |
| Jan11 |
100106 |
6.866 |
7.000 |
6.857 |
6.996 |
+0.193 |
2,706 |
22,181 |
+301 |
| Feb11 |
100106 |
6.810 |
6.970 |
6.810 |
6.961 |
+0.183 |
386 |
7,565 |
-83 |
| Mar11 |
100106 |
6.685 |
6.784 |
6.685 |
6.771 |
+0.173 |
1,156 |
21,565 |
+459 |
| Apr11 |
100106 |
6.100 |
6.150 |
6.090 |
6.141 |
+0.103 |
1,357 |
16,550 |
-57 |
| May11 |
100106 |
6.072 |
6.101 |
6.070 |
6.101 |
+0.098 |
279 |
9,379 |
+9 |
| Total Volume and Open Interest |
189,671 |
724,087 |
+1,554 |
| Brent Crude Oil(ICE) |
| Feb10 |
100106 |
80.38 |
82.21 |
79.77 |
81.89 |
+1.30 |
124,294 |
172,055 |
-4,827 |
| Mar10 |
100106 |
81.05 |
82.81 |
80.42 |
82.49 |
+1.27 |
80,601 |
166,259 |
+8,345 |
| Apr10 |
100106 |
81.73 |
83.45 |
81.10 |
83.17 |
+1.27 |
29,203 |
66,154 |
+2,665 |
| May10 |
100106 |
82.65 |
84.12 |
81.87 |
83.80 |
+1.27 |
14,486 |
35,367 |
+2,377 |
| Jun10 |
100106 |
83.22 |
84.69 |
82.35 |
84.37 |
+1.28 |
15,918 |
60,241 |
+250 |
| Jul10 |
100106 |
83.48 |
85.18 |
83.02 |
84.90 |
+1.31 |
3,811 |
17,722 |
-216 |
| Aug10 |
100106 |
83.92 |
85.70 |
83.54 |
85.42 |
+1.33 |
2,992 |
12,923 |
+273 |
| Sep10 |
100106 |
84.41 |
85.95 |
84.05 |
85.91 |
+1.33 |
2,991 |
8,747 |
+264 |
| Oct10 |
100106 |
84.92 |
86.46 |
84.73 |
86.41 |
+1.35 |
1,766 |
12,789 |
+359 |
| Nov10 |
100106 |
87.00 |
87.00 |
86.91 |
86.91 |
+1.36 |
1,344 |
10,159 |
+68 |
| Dec10 |
100106 |
86.10 |
87.72 |
85.63 |
87.43 |
+1.37 |
7,486 |
75,366 |
+1,070 |
| Jan11 |
100106 |
87.89 |
87.89 |
87.89 |
87.89 |
+1.38 |
643 |
8,581 |
+11 |
| Feb11 |
100106 |
88.29 |
88.29 |
88.29 |
88.29 |
+1.37 |
389 |
4,843 |
+112 |
| Mar11 |
100106 |
88.65 |
88.65 |
88.65 |
88.65 |
+1.36 |
37 |
4,490 |
-23 |
| Total Volume and Open Interest |
288,977 |
754,772 |
+11,090 |
| Gas Oil(ICE) |
| Jan10 |
100106 |
659.25 |
667.00 |
651.75 |
661.75 |
+2.50 |
37,182 |
79,699 |
-2,716 |
| Feb10 |
100106 |
665.00 |
673.75 |
658.50 |
668.50 |
+3.25 |
64,937 |
134,352 |
+13,996 |
| Mar10 |
100106 |
673.00 |
679.50 |
665.00 |
674.75 |
+3.75 |
26,048 |
62,439 |
+6,246 |
| Apr10 |
100106 |
676.25 |
684.75 |
670.75 |
680.25 |
+4.25 |
6,901 |
35,156 |
+1,842 |
| May10 |
100106 |
681.25 |
690.25 |
676.50 |
685.75 |
+4.25 |
3,727 |
26,727 |
+471 |
| Jun10 |
100106 |
688.75 |
696.25 |
682.50 |
691.75 |
+4.75 |
9,817 |
46,970 |
+1,576 |
| Jul10 |
100106 |
693.50 |
702.25 |
689.00 |
698.00 |
+4.75 |
2,043 |
19,484 |
+820 |
| Aug10 |
100106 |
699.50 |
709.25 |
696.50 |
704.50 |
+5.25 |
1,086 |
18,880 |
+286 |
| Sep10 |
100106 |
705.25 |
715.50 |
702.75 |
710.50 |
+5.75 |
899 |
19,539 |
+263 |
| Oct10 |
100106 |
710.50 |
721.00 |
708.50 |
716.00 |
+6.00 |
386 |
11,431 |
+1 |
| Total Volume and Open Interest |
160,695 |
578,586 |
+23,470 |
| Ethanol(CBOT) |
| Jan10 |
100106 |
1.949 |
1.958 |
1.941 |
1.957 |
+0.010 |
21 |
369 |
-4 |
| Feb10 |
100106 |
1.933 |
1.937 |
1.926 |
1.935 |
unch |
80 |
987 |
-1 |
| Mar10 |
100106 |
1.925 |
1.928 |
1.916 |
1.926 |
-0.002 |
44 |
897 |
+30 |
| Apr10 |
100106 |
1.902 |
1.927 |
1.902 |
1.921 |
+0.008 |
25 |
1,079 |
+13 |
| May10 |
100106 |
1.895 |
1.925 |
1.895 |
1.914 |
+0.019 |
13 |
405 |
+3 |
| Jun10 |
100106 |
1.885 |
1.914 |
1.885 |
1.909 |
+0.025 |
27 |
387 |
+12 |
| Jul10 |
100106 |
1.885 |
1.900 |
1.885 |
1.900 |
+0.019 |
16 |
542 |
-3 |
| Aug10 |
100106 |
1.867 |
1.868 |
1.867 |
1.868 |
+0.001 |
20 |
465 |
+20 |
| Total Volume and Open Interest |
282 |
7,010 |
+80 |
| US Dollar Index(ICE) |
| Mar10 |
100106 |
77.940 |
78.215 |
77.580 |
77.655 |
-0.195 |
19,220 |
57,112 |
-2,825 |
| Jun10 |
100106 |
78.290 |
78.290 |
78.010 |
78.010 |
-0.205 |
9 |
4,943 |
+3 |
| Sep10 |
100106 |
78.010 |
78.010 |
78.010 |
78.010 |
-0.205 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
19,229 |
62,056 |
-2,822 |
| Australian Dollar(CME) |
| Mar10 |
100106 |
90.53 |
91.53 |
90.34 |
91.44 |
+0.94 |
68,444 |
108,447 |
+2,370 |
| Jun10 |
100106 |
89.71 |
90.57 |
89.57 |
90.50 |
+0.93 |
2 |
263 |
-1 |
| Sep10 |
100106 |
89.52 |
89.52 |
88.62 |
89.52 |
+0.90 |
0 |
18 |
+0 |
| Total Volume and Open Interest |
68,446 |
108,728 |
+2,369 |
| British Pound(CME) |
| Mar10 |
100106 |
159.83 |
160.59 |
159.30 |
159.92 |
unch |
102,364 |
92,191 |
+3,344 |
| Jun10 |
100106 |
159.40 |
160.27 |
159.31 |
159.83 |
-0.01 |
126 |
626 |
+47 |
| Sep10 |
100106 |
159.76 |
160.07 |
159.44 |
159.76 |
-0.02 |
0 |
71 |
+0 |
| Total Volume and Open Interest |
102,490 |
92,891 |
+3,391 |
| Canadian Dollar(CME) |
| Mar10 |
100106 |
96.29 |
96.97 |
96.06 |
96.82 |
+0.63 |
58,104 |
105,005 |
+971 |
| Jun10 |
100106 |
96.10 |
96.94 |
96.08 |
96.81 |
+0.63 |
187 |
1,375 |
+44 |
| Sep10 |
100106 |
96.50 |
96.91 |
96.42 |
96.78 |
+0.63 |
10 |
629 |
-4 |
| Dec10 |
100106 |
96.69 |
96.78 |
96.08 |
96.70 |
+0.62 |
4 |
488 |
-1 |
| Total Volume and Open Interest |
58,305 |
107,554 |
+1,010 |
| Japanese Yen(CME) |
| Mar10 |
100106 |
109.06 |
109.30 |
107.85 |
108.25 |
-0.78 |
109,962 |
103,869 |
+3,285 |
| Jun10 |
100106 |
108.88 |
109.10 |
107.94 |
108.31 |
-0.79 |
208 |
243 |
-105 |
| Sep10 |
100106 |
108.44 |
109.24 |
108.39 |
108.44 |
-0.80 |
10 |
95 |
+10 |
| Total Volume and Open Interest |
110,180 |
104,231 |
+3,190 |
| Swiss Franc(CME) |
| Mar10 |
100106 |
96.77 |
97.62 |
96.37 |
97.33 |
+0.53 |
56,448 |
35,065 |
-1,241 |
| Jun10 |
100106 |
96.50 |
97.66 |
96.47 |
97.40 |
+0.52 |
3 |
91 |
+1 |
| Sep10 |
100106 |
97.05 |
97.53 |
96.98 |
97.50 |
+0.52 |
1 |
3 |
+1 |
| Total Volume and Open Interest |
56,452 |
35,161 |
-1,239 |
| EuroFX(CME) |
| Mar10 |
100106 |
143.62 |
144.33 |
142.81 |
144.08 |
+0.41 |
218,270 |
154,298 |
+1,616 |
| Jun10 |
100106 |
143.46 |
144.28 |
142.79 |
144.04 |
+0.41 |
252 |
1,190 |
-6 |
| Sep10 |
100106 |
144.01 |
144.01 |
143.54 |
143.95 |
+0.41 |
25 |
656 |
-1 |
| Total Volume and Open Interest |
218,547 |
156,155 |
+1,609 |
| Mexican Peso(CME) |
| Jan10 |
100106 |
786.5 |
786.5 |
779.0 |
786.5 |
+7.5 |
|
|
|
| Feb10 |
100106 |
783.5 |
783.5 |
777.5 |
783.5 |
+6.0 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
16,190 |
96,759 |
+857 |
| 30-Year T-Bonds(CBOT) |
| Mar10 |
100106 |
115~270 |
115~280 |
114~290 |
115~100 |
-0~230 |
204,871 |
658,779 |
-11,641 |
| Jun10 |
100106 |
114~080 |
114~190 |
113~170 |
113~270 |
-0~240 |
40 |
189 |
+26 |
| Sep10 |
100106 |
112~120 |
113~050 |
112~120 |
112~120 |
-0~250 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
204,911 |
658,969 |
-8,401 |
| 10-Year T-Notes(CBOT) |
| Mar10 |
100106 |
116~040 |
116~055 |
115~205 |
115~310 |
-0~075 |
750,738 |
1,217,088 |
-14,995 |
| Jun10 |
100106 |
114~085 |
114~240 |
114~085 |
114~160 |
-0~080 |
16 |
316 |
+10 |
| Sep10 |
100106 |
113~010 |
113~095 |
113~010 |
113~010 |
-0~085 |
|
|
|
| Total Volume and Open Interest |
750,754 |
1,217,404 |
-14,985 |
| 5-Year T-Notes(CBOT) |
| Mar10 |
100106 |
114~113 |
114~119 |
114~082 |
114~116 |
-0~005 |
393,545 |
759,207 |
+11,110 |
| Jun10 |
100106 |
113~078 |
113~088 |
113~078 |
113~078 |
-0~010 |
0 |
1 |
+0 |
| Sep10 |
100106 |
112~040 |
112~055 |
112~040 |
112~040 |
-0~015 |
|
|
|
| Total Volume and Open Interest |
393,545 |
759,208 |
+11,110 |
| 2 Year T-Notes(CBOT) |
| Mar10 |
100106 |
108~051 |
108~059 |
108~039 |
108~057 |
+0~004 |
195,501 |
824,945 |
-12,809 |
| Jun10 |
100106 |
107~108 |
107~108 |
107~104 |
107~108 |
+0~004 |
587 |
8,082 |
+0 |
| Sep10 |
100106 |
107~031 |
107~031 |
107~027 |
107~031 |
+0~004 |
|
|
|
| Total Volume and Open Interest |
196,088 |
833,027 |
-12,809 |
| Eurodollars(CME) |
| Mar10 |
100106 |
99.665 |
99.700 |
99.665 |
99.690 |
+0.025 |
140,700 |
1,181,115 |
+6,816 |
| Jun10 |
100106 |
99.420 |
99.480 |
99.400 |
99.465 |
+0.045 |
259,003 |
856,011 |
+1,663 |
| Sep10 |
100106 |
99.045 |
99.125 |
99.015 |
99.105 |
+0.050 |
269,551 |
718,098 |
+21,146 |
| Dec10 |
100106 |
98.650 |
98.720 |
98.610 |
98.700 |
+0.040 |
236,822 |
730,695 |
+1,981 |
| Mar11 |
100106 |
98.270 |
98.320 |
98.215 |
98.305 |
+0.025 |
235,913 |
514,065 |
+20,734 |
| Jun11 |
100106 |
97.895 |
97.935 |
97.830 |
97.920 |
+0.015 |
162,109 |
544,457 |
+8,640 |
| Sep11 |
100106 |
97.545 |
97.580 |
97.475 |
97.565 |
+0.010 |
179,654 |
505,345 |
+26,169 |
| Dec11 |
100106 |
97.215 |
97.240 |
97.145 |
97.225 |
unch |
124,185 |
301,139 |
+2,902 |
| Mar12 |
100106 |
96.925 |
96.940 |
96.850 |
96.925 |
-0.010 |
65,953 |
225,174 |
+5,197 |
| Jun12 |
100106 |
96.650 |
96.665 |
96.565 |
96.635 |
-0.020 |
51,028 |
197,917 |
+3,484 |
| Sep12 |
100106 |
96.405 |
96.420 |
96.315 |
96.380 |
-0.030 |
38,425 |
112,229 |
+508 |
| Dec12 |
100106 |
96.165 |
96.185 |
96.075 |
96.135 |
-0.040 |
34,939 |
91,907 |
-3,371 |
| Mar13 |
100106 |
95.990 |
96.010 |
95.895 |
95.950 |
-0.045 |
11,065 |
64,808 |
+583 |
| Jun13 |
100106 |
95.820 |
95.835 |
95.725 |
95.775 |
-0.050 |
8,694 |
57,695 |
-139 |
| Sep13 |
100106 |
95.655 |
95.675 |
95.560 |
95.610 |
-0.050 |
7,616 |
55,198 |
-1,022 |
| Dec13 |
100106 |
95.490 |
95.505 |
95.390 |
95.440 |
-0.055 |
7,265 |
37,121 |
-489 |
| Mar14 |
100106 |
95.370 |
95.385 |
95.265 |
95.315 |
-0.060 |
7,962 |
32,702 |
+526 |
| Jun14 |
100106 |
95.235 |
95.260 |
95.145 |
95.195 |
-0.060 |
5,646 |
29,209 |
-64 |
| Total Volume and Open Interest |
1,867,663 |
6,509,938 |
+97,987 |
| 30 Day Federal Funds(CBOT) |
| Jan10 |
100106 |
99.878 |
99.880 |
99.875 |
99.878 |
+0.003 |
3,661 |
70,038 |
+798 |
| Feb10 |
100106 |
99.850 |
99.865 |
99.845 |
99.855 |
+0.005 |
7,732 |
95,733 |
+1,585 |
| Mar10 |
100106 |
99.825 |
99.845 |
99.820 |
99.835 |
+0.010 |
5,181 |
59,466 |
-1,349 |
| Apr10 |
100106 |
99.805 |
99.820 |
99.795 |
99.815 |
+0.015 |
8,442 |
59,926 |
-2,104 |
| May10 |
100106 |
99.760 |
99.775 |
99.750 |
99.770 |
+0.015 |
10,422 |
54,490 |
-2,234 |
| Jun10 |
100106 |
99.715 |
99.745 |
99.710 |
99.740 |
+0.020 |
6,564 |
32,648 |
+1,237 |
| Total Volume and Open Interest |
67,535 |
485,960 |
+401 |
| 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 |
100106 |
99.605 |
99.605 |
99.605 |
99.605 |
-0.005 |
0 |
692 |
-10 |
| Jun10 |
100106 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
0 |
80 |
+0 |
| Sep10 |
100106 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
0 |
230 |
+0 |
| Dec10 |
100106 |
99.655 |
99.655 |
99.655 |
99.655 |
+0.010 |
0 |
242 |
+0 |
| Mar11 |
100106 |
99.605 |
99.605 |
99.605 |
99.605 |
+0.005 |
|
|
|
| Jun11 |
100106 |
99.545 |
99.545 |
99.545 |
99.545 |
unch |
|
|
|
| Sep11 |
100106 |
99.545 |
99.545 |
99.545 |
99.545 |
unch |
|
|
|
| Dec11 |
100106 |
99.350 |
99.350 |
99.350 |
99.350 |
unch |
|
|
|
| Mar12 |
100106 |
99.305 |
99.305 |
99.305 |
99.305 |
-0.005 |
|
|
|
| Jun12 |
100106 |
99.355 |
99.355 |
99.355 |
99.355 |
-0.005 |
|
|
|
| Total Volume and Open Interest |
0 |
1,244 |
-10 |
| 3-Mth Euro-Yen(SGX) |
| Mar10 |
100106 |
99.60 |
99.60 |
99.60 |
99.60 |
-0.01 |
106 |
3,965 |
+0 |
| Jun10 |
100106 |
99.64 |
99.64 |
99.64 |
99.64 |
0.00 |
20 |
1,709 |
+0 |
| Sep10 |
100106 |
99.65 |
99.65 |
99.65 |
99.65 |
-0.01 |
0 |
1,666 |
+0 |
| Dec10 |
100106 |
99.64 |
99.64 |
99.64 |
99.64 |
-0.01 |
0 |
1,281 |
+0 |
| Mar11 |
100106 |
99.56 |
99.56 |
99.56 |
99.56 |
-0.01 |
0 |
662 |
+0 |
| Jun11 |
100106 |
99.54 |
99.54 |
99.54 |
99.54 |
0.00 |
0 |
52 |
+0 |
| Sep11 |
100106 |
99.54 |
99.54 |
99.54 |
99.54 |
0.00 |
0 |
51 |
+0 |
| Dec11 |
100106 |
99.34 |
99.34 |
99.34 |
99.34 |
-0.01 |
0 |
101 |
+0 |
| Total Volume and Open Interest |
126 |
10,852 |
-6 |
| Japanese Gov't Bonds(SGX) |
| Mar10 |
100106 |
139.21 |
139.31 |
139.04 |
139.09 |
-0.13 |
3,801 |
16,807 |
+129 |
| Jun10 |
100106 |
139.09 |
139.09 |
139.09 |
139.09 |
-0.13 |
|
|
|
| Sep10 |
100106 |
139.09 |
139.09 |
139.09 |
139.09 |
-0.13 |
|
|
|
| Total Volume and Open Interest |
3,801 |
16,392 |
-415 |
| Euro-Bund(EUREX) |
| Mar10 |
100106 |
121.36 |
121.48 |
121.15 |
121.23 |
-0.21 |
590,703 |
802,987 |
-15,844 |
| Jun10 |
100106 |
119.93 |
119.99 |
119.83 |
119.83 |
-0.20 |
146 |
64 |
-5 |
| Sep10 |
100106 |
119.43 |
119.43 |
119.43 |
119.43 |
-0.21 |
|
|
|
| Total Volume and Open Interest |
590,849 |
803,051 |
-15,849 |
| Euro-Bobl(EUREX) |
| Mar10 |
100106 |
115.87 |
115.88 |
115.72 |
115.77 |
-0.09 |
390,036 |
648,685 |
-6,109 |
| Jun10 |
100106 |
114.27 |
114.27 |
114.27 |
114.27 |
-0.09 |
0 |
2 |
+0 |
| Sep10 |
100106 |
114.07 |
114.07 |
114.07 |
114.07 |
-0.09 |
|
|
|
| Total Volume and Open Interest |
390,036 |
648,687 |
-6,109 |
| 3-Mth Euribor(EUREX) |
| Mar10 |
100106 |
99.265 |
99.270 |
99.265 |
99.270 |
+0.010 |
19 |
15,085 |
+1 |
| Jun10 |
100106 |
98.930 |
98.940 |
98.930 |
98.940 |
+0.015 |
20 |
7,363 |
-17 |
| Sep10 |
100106 |
98.565 |
98.580 |
98.565 |
98.580 |
+0.020 |
4 |
2,573 |
+0 |
| Total Volume and Open Interest |
584 |
28,578 |
-141 |
| Long Gilt(LIFFE) |
| Mar10 |
100106 |
114~09 |
114~21 |
113~30 |
114~01 |
-0~12 |
88,910 |
239,012 |
+10,491 |
| Jun10 |
100106 |
113~31 |
113~31 |
113~31 |
113~31 |
-0~12 |
|
|
|
| Total Volume and Open Interest |
88,910 |
239,012 |
+1,381 |
| 3-Mth Short Sterling(LIFFE) |
| Mar10 |
100106 |
99.34 |
99.36 |
99.32 |
99.34 |
unch |
31,386 |
356,654 |
-3,010 |
| Jun10 |
100106 |
99.06 |
99.10 |
99.05 |
99.09 |
+0.03 |
98,269 |
396,509 |
+9,241 |
| Sep10 |
100106 |
98.62 |
98.68 |
98.60 |
98.66 |
+0.04 |
92,327 |
327,290 |
+4,266 |
| Dec10 |
100106 |
98.10 |
98.18 |
98.07 |
98.15 |
+0.05 |
85,367 |
285,129 |
+970 |
| Mar11 |
100106 |
97.64 |
97.71 |
97.60 |
97.68 |
+0.05 |
88,470 |
265,384 |
-49 |
| Jun11 |
100106 |
97.21 |
97.27 |
97.16 |
97.25 |
+0.05 |
38,176 |
155,442 |
-319 |
| Total Volume and Open Interest |
552,509 |
2,168,161 |
+23,611 |
| 3-Mth Euribor(LIFFE) |
| Mar10 |
100106 |
99.260 |
99.275 |
99.255 |
99.270 |
+0.010 |
129,198 |
789,193 |
+6,071 |
| Jun10 |
100106 |
98.935 |
98.960 |
98.915 |
98.940 |
+0.015 |
169,950 |
736,793 |
+12,065 |
| Sep10 |
100106 |
98.580 |
98.610 |
98.540 |
98.580 |
+0.020 |
123,874 |
575,090 |
+4,642 |
| Total Volume and Open Interest |
959,720 |
3,571,341 |
+66,890 |
| 3-Mth Aus T-Bills(SFE) |
| Mar10 |
100106 |
95.59 |
95.61 |
95.56 |
95.58 |
-0.02 |
8,278 |
277,856 |
+5,275 |
| Jun10 |
100106 |
95.18 |
95.26 |
95.17 |
95.18 |
-0.02 |
8,291 |
176,177 |
+2,722 |
| Sep10 |
100106 |
94.87 |
94.95 |
94.86 |
94.88 |
-0.01 |
4,186 |
94,492 |
+1,223 |
| Dec10 |
100106 |
94.68 |
94.74 |
94.64 |
94.67 |
-0.01 |
2,115 |
75,279 |
-1,073 |
| Mar11 |
100106 |
94.49 |
94.54 |
94.47 |
94.48 |
-0.01 |
1,787 |
27,396 |
-98 |
| Jun11 |
100106 |
94.33 |
94.33 |
94.29 |
94.30 |
-0.01 |
1,295 |
24,035 |
+800 |
| Sep11 |
100106 |
94.17 |
94.17 |
94.15 |
94.15 |
-0.01 |
501 |
17,134 |
+7 |
| Dec11 |
100106 |
94.04 |
94.04 |
94.04 |
94.04 |
-0.01 |
400 |
7,963 |
+0 |
| Mar12 |
100106 |
93.95 |
93.95 |
93.95 |
93.95 |
-0.01 |
0 |
3,048 |
+0 |
| Jun12 |
100106 |
93.90 |
93.90 |
93.90 |
93.90 |
-0.03 |
0 |
1,186 |
+0 |
| Total Volume and Open Interest |
26,853 |
705,484 |
+5,675 |
| 10-Year Aus T-Bonds(SFE) |
| Mar10 |
100106 |
94.27 |
94.33 |
94.23 |
94.24 |
-0.03 |
40,017 |
334,206 |
+15,414 |
| Jun10 |
100106 |
94.24 |
94.24 |
94.24 |
94.24 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
40,017 |
334,206 |
+15,414 |
| 3-Year Aus T-Bonds(SFE) |
| Mar10 |
100106 |
94.87 |
94.95 |
94.84 |
94.87 |
-0.02 |
50,905 |
406,187 |
+7,109 |
| Jun10 |
100106 |
94.87 |
94.87 |
94.87 |
94.87 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
50,905 |
406,187 |
+4,977 |
| Gold(CMX) |
| Feb10 |
100106 |
1118.5 |
1141.0 |
1116.8 |
1136.5 |
+17.8 |
156,414 |
316,200 |
-6,933 |
| Apr10 |
100106 |
1119.0 |
1142.3 |
1118.5 |
1137.8 |
+17.8 |
14,402 |
59,515 |
+5,847 |
| Jun10 |
100106 |
1121.0 |
1142.4 |
1121.0 |
1138.9 |
+17.8 |
3,656 |
37,192 |
+1,221 |
| Aug10 |
100106 |
1124.7 |
1142.0 |
1124.7 |
1140.1 |
+17.9 |
256 |
16,482 |
+93 |
| Oct10 |
100106 |
1142.3 |
1144.8 |
1141.6 |
1141.6 |
+18.0 |
630 |
4,878 |
+309 |
| Dec10 |
100106 |
1124.1 |
1147.4 |
1124.1 |
1143.6 |
+18.0 |
1,999 |
22,794 |
+101 |
| Feb11 |
100106 |
1145.8 |
1146.2 |
1145.6 |
1146.2 |
+18.0 |
90 |
5,751 |
+68 |
| Apr11 |
100106 |
1148.4 |
1149.1 |
1148.2 |
1149.1 |
+18.0 |
16 |
3,719 |
-16 |
| Jun11 |
100106 |
496.7 |
497.2 |
496.6 |
497.2 |
+18.0 |
460 |
8,364 |
+260 |
| Aug11 |
100106 |
1155.0 |
1156.7 |
1155.0 |
1156.7 |
+18.3 |
0 |
1,324 |
+0 |
| Oct11 |
100106 |
1159.3 |
1161.1 |
1159.1 |
1161.1 |
+18.6 |
0 |
1,099 |
+0 |
| Dec11 |
100106 |
1164.2 |
1165.7 |
1163.5 |
1165.7 |
+18.9 |
96 |
10,419 |
+78 |
| Total Volume and Open Interest |
178,259 |
507,643 |
+1,068 |
| Silver(CMX) |
| Mar10 |
100106 |
1776.5 |
1824.5 |
1775.5 |
1817.5 |
+37.5 |
33,066 |
78,876 |
-383 |
| May10 |
100106 |
1785.0 |
1825.5 |
1780.0 |
1819.8 |
+37.6 |
478 |
13,735 |
-137 |
| Jul10 |
100106 |
1795.0 |
1826.0 |
1793.5 |
1821.8 |
+37.6 |
222 |
8,565 |
-4 |
| Sep10 |
100106 |
1796.5 |
1829.5 |
1796.5 |
1823.8 |
+37.6 |
13 |
2,694 |
+7 |
| Dec10 |
100106 |
1797.0 |
1833.5 |
1797.0 |
1827.0 |
+37.7 |
959 |
10,044 |
+228 |
| Mar11 |
100106 |
1798.0 |
1830.8 |
1798.0 |
1830.8 |
+37.9 |
14 |
600 |
+0 |
| May11 |
100106 |
1825.5 |
1833.6 |
1824.0 |
1833.6 |
+38.0 |
19 |
112 |
+13 |
| Total Volume and Open Interest |
34,961 |
125,391 |
-229 |
| Platinum(NYMEX) |
| Jan10 |
100106 |
1531.8 |
1557.6 |
1531.8 |
1552.2 |
+21.4 |
103 |
234 |
-78 |
| Apr10 |
100106 |
1537.5 |
1569.3 |
1525.0 |
1558.4 |
+20.6 |
3,645 |
32,486 |
+379 |
| Jul10 |
100106 |
1566.4 |
1566.4 |
1560.1 |
1561.1 |
+20.0 |
34 |
844 |
+25 |
| Oct10 |
100106 |
1564.2 |
1564.2 |
1564.2 |
1564.2 |
+20.0 |
0 |
14 |
+0 |
| Total Volume and Open Interest |
3,783 |
33,582 |
+325 |
| Palladium(NYMEX) |
| Mar10 |
100106 |
421.70 |
431.50 |
419.50 |
427.20 |
+5.25 |
1,605 |
23,034 |
+280 |
| Jun10 |
100106 |
426.80 |
432.00 |
423.00 |
427.85 |
+4.95 |
20 |
340 |
+16 |
| Sep10 |
100106 |
427.85 |
427.85 |
427.85 |
427.85 |
+4.95 |
|
|
|
| Total Volume and Open Interest |
1,625 |
23,379 |
+296 |
| Copper(CMX) |
| Mar10 |
100106 |
341.90 |
352.20 |
341.25 |
349.45 |
+8.10 |
18,107 |
116,716 |
+26 |
| May10 |
100106 |
343.00 |
353.55 |
343.00 |
350.85 |
+8.00 |
1,437 |
21,220 |
+469 |
| Jul10 |
100106 |
348.75 |
353.85 |
348.75 |
351.60 |
+7.75 |
384 |
7,670 |
+117 |
| Sep10 |
100106 |
352.25 |
352.25 |
351.95 |
351.95 |
+7.65 |
87 |
4,383 |
+12 |
| Dec10 |
100106 |
349.55 |
352.40 |
349.45 |
352.15 |
+7.30 |
834 |
3,443 |
+775 |
| Total Volume and Open Interest |
21,346 |
158,539 |
+1,283 |
| DJIA Index(CBOT) |
| Mar10 |
100106 |
10508 |
10545 |
10481 |
10516 |
+1 |
278 |
11,176 |
+16 |
| Jun10 |
100106 |
10455 |
10455 |
10455 |
10455 |
unch |
0 |
11 |
+0 |
| Sep10 |
100106 |
10400 |
10400 |
10400 |
10400 |
unch |
|
|
|
| Dec10 |
100106 |
10351 |
10351 |
10350 |
10351 |
+1 |
|
|
|
| Total Volume and Open Interest |
278 |
11,187 |
+16 |
| S & P 500(CME) |
| Mar10 |
100106 |
1132.00 |
1135.50 |
1127.40 |
1133.00 |
+0.70 |
17,353 |
321,594 |
-2,264 |
| Jun10 |
100106 |
1125.50 |
1130.40 |
1125.50 |
1128.10 |
+0.70 |
90 |
3,021 |
-69 |
| Sep10 |
100106 |
1123.60 |
1126.10 |
1121.10 |
1123.60 |
+0.50 |
6 |
823 |
+0 |
| Dec10 |
100106 |
1120.00 |
1123.10 |
1118.10 |
1120.60 |
+0.50 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
17,449 |
325,445 |
-2,333 |
| S & P 500 E-Mini(Globex) |
| Mar10 |
100106 |
1132.00 |
1135.50 |
1127.25 |
1133.00 |
+0.75 |
1,378,593 |
2,402,850 |
+9,934 |
| Jun10 |
100106 |
1126.75 |
1130.25 |
1122.50 |
1128.00 |
+0.50 |
687 |
3,432 |
+78 |
| Total Volume and Open Interest |
1,379,584 |
2,406,829 |
-37,428 |
| NASDAQ 100(CME) |
| Mar10 |
100106 |
1884.80 |
1892.00 |
1871.00 |
1878.50 |
-6.80 |
877 |
12,636 |
-208 |
| Jun10 |
100106 |
1875.80 |
1876.50 |
1875.80 |
1876.50 |
-6.50 |
0 |
10 |
+0 |
| Sep10 |
100106 |
1874.80 |
1875.50 |
1874.80 |
1875.50 |
-6.50 |
|
|
|
| Total Volume and Open Interest |
877 |
12,646 |
-208 |
| NASDAQ 100 E-Mini(Globex) |
| Mar10 |
100106 |
1885.30 |
1891.80 |
1872.30 |
1878.50 |
-6.80 |
208,698 |
309,080 |
-5,797 |
| Jun10 |
100106 |
1881.50 |
1889.00 |
1870.80 |
1876.50 |
-6.50 |
75 |
651 |
-20 |
| Total Volume and Open Interest |
208,773 |
309,733 |
-5,817 |
| S & P Midcap 400(CME) |
| Mar10 |
100106 |
738.00 |
743.00 |
737.05 |
742.10 |
+3.80 |
84 |
1,478 |
+16 |
| Jun10 |
100106 |
740.10 |
740.10 |
740.10 |
740.10 |
+3.80 |
|
|
|
| Sep10 |
100106 |
738.10 |
738.10 |
738.10 |
738.10 |
+3.80 |
|
|
|
| Total Volume and Open Interest |
84 |
1,478 |
+16 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Mar10 |
100106 |
10770 |
10885 |
10750 |
10835 |
+10 |
13,260 |
36,093 |
+36,093 |
| Jun10 |
100106 |
10835 |
10835 |
10825 |
10835 |
+10 |
|
|
|
| Total Volume and Open Interest |
13,260 |
36,093 |
+7,203 |
| Nikkei 225(SGX) |
| Mar10 |
100106 |
10715 |
10790 |
10660 |
10720 |
+15 |
114,496 |
168,466 |
+0 |
| Jun10 |
100106 |
10645 |
10670 |
10645 |
10670 |
+15 |
0 |
1,319 |
+0 |
| Sep10 |
100106 |
10670 |
10670 |
10670 |
10670 |
+15 |
0 |
55 |
+0 |
| Total Volume and Open Interest |
115,422 |
183,353 |
+140 |
| CAC 40(EURONEXT) |
| Jan10 |
100106 |
4014.5 |
4023.5 |
3997.0 |
4018.5 |
+6.0 |
68,723 |
365,472 |
+9,762 |
| Feb10 |
100106 |
4006.5 |
4019.5 |
4004.0 |
4019.5 |
+7.0 |
53 |
236 |
+56 |
| Mar10 |
100106 |
4018.0 |
4023.0 |
4000.0 |
4020.5 |
+6.5 |
177 |
51,112 |
-106 |
| Total Volume and Open Interest |
68,968 |
418,670 |
+9,712 |
| Hang Seng Index(HKFE) |
| Jan10 |
100106 |
22269 |
22550 |
22269 |
22429 |
+160 |
77,326 |
76,743 |
+3,542 |
| Feb10 |
100106 |
22266 |
22539 |
22266 |
22425 |
+178 |
434 |
756 |
+360 |
| Mar10 |
100106 |
22230 |
22485 |
22226 |
22360 |
+136 |
241 |
3,577 |
+950 |
| Total Volume and Open Interest |
78,050 |
81,819 |
+4,843 |
| DAX(EUREX) |
| Mar10 |
100106 |
6035.0 |
6053.5 |
6004.0 |
6036.5 |
-0.5 |
94,780 |
139,820 |
-3,180 |
| Jun10 |
100106 |
6044.0 |
6058.0 |
6018.0 |
6046.0 |
unch |
282 |
8,017 |
-87 |
| Sep10 |
100106 |
6056.5 |
6057.0 |
6056.0 |
6057.0 |
-1.0 |
10 |
83 |
+1 |
| Total Volume and Open Interest |
95,072 |
147,920 |
-3,266 |
| FT-SE 100(EURONEXT) |
| Mar10 |
100106 |
5488.00 |
5495.50 |
5456.50 |
5485.50 |
+8.50 |
81,174 |
639,504 |
+810 |
| Jun10 |
100106 |
5426.50 |
5444.50 |
5409.00 |
5435.50 |
+8.00 |
0 |
2,108 |
+0 |
| Sep10 |
100106 |
5401.50 |
5402.50 |
5385.50 |
5401.50 |
+7.00 |
0 |
429 |
+0 |
| Total Volume and Open Interest |
81,314 |
642,361 |
+950 |
| SPI 200(SFE) |
| Mar10 |
100106 |
4924.0 |
4944.0 |
4905.0 |
4912.0 |
-16.0 |
19,686 |
196,388 |
+3,264 |
| Jun10 |
100106 |
4930.0 |
4935.0 |
4930.0 |
4935.0 |
-16.0 |
73 |
1,612 |
+72 |
| Sep10 |
100106 |
4935.0 |
4935.0 |
4935.0 |
4935.0 |
-16.0 |
0 |
1,822 |
+0 |
| Total Volume and Open Interest |
19,759 |
200,088 |
+3,336 |
| GSCI(CME) |
| Jan10 |
100106 |
540.00 |
548.00 |
537.50 |
547.50 |
+9.50 |
1,899 |
18,930 |
+373 |
| Feb10 |
100106 |
551.00 |
551.00 |
540.00 |
551.00 |
+9.30 |
88 |
172 |
+85 |
| Mar10 |
100106 |
555.00 |
555.00 |
544.90 |
555.00 |
+10.00 |
|
|
|
| Total Volume and Open Interest |
1,987 |
19,102 |
+458 |
| 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. |
|
|