|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu January 07, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan10 |
100107 |
1050.50 |
1052.00 |
1016.50 |
1017.75 |
-32.75 |
17,567 |
8,179 |
-2,098 |
| Mar10 |
100107 |
1058.00 |
1063.00 |
1024.00 |
1026.00 |
-33.00 |
71,549 |
222,779 |
+1,618 |
| May10 |
100107 |
1061.75 |
1067.00 |
1029.75 |
1031.00 |
-32.00 |
11,707 |
56,747 |
+240 |
| Jul10 |
100107 |
1064.50 |
1071.00 |
1034.25 |
1035.50 |
-31.25 |
11,890 |
55,402 |
+134 |
| Aug10 |
100107 |
1047.50 |
1047.50 |
1030.00 |
1031.00 |
-30.00 |
14 |
1,727 |
+0 |
| Sep10 |
100107 |
1041.75 |
1041.75 |
1013.00 |
1015.00 |
-26.00 |
22 |
1,174 |
-4 |
| Nov10 |
100107 |
1022.00 |
1025.00 |
998.00 |
999.75 |
-25.00 |
7,829 |
71,019 |
+1,329 |
| Total Volume and Open Interest |
121,197 |
425,700 |
+1,396 |
| Soybean Meal(CBOT) |
| Jan10 |
100107 |
317.90 |
317.90 |
307.00 |
307.00 |
-10.90 |
2,183 |
3,951 |
-733 |
| Mar10 |
100107 |
309.90 |
310.90 |
298.00 |
298.20 |
-12.00 |
21,481 |
79,966 |
+1,900 |
| May10 |
100107 |
304.30 |
305.80 |
293.30 |
293.30 |
-11.70 |
5,198 |
29,362 |
+391 |
| Jul10 |
100107 |
305.00 |
305.00 |
293.20 |
293.20 |
-11.30 |
2,123 |
23,578 |
+40 |
| Aug10 |
100107 |
298.60 |
302.70 |
291.90 |
291.90 |
-10.80 |
160 |
5,046 |
+16 |
| Sep10 |
100107 |
295.00 |
298.20 |
288.20 |
288.20 |
-10.00 |
159 |
5,770 |
-28 |
| Oct10 |
100107 |
289.30 |
290.00 |
280.50 |
280.50 |
-9.50 |
118 |
3,172 |
-1 |
| Dec10 |
100107 |
286.70 |
287.40 |
279.20 |
279.20 |
-9.00 |
1,119 |
13,068 |
+113 |
| Total Volume and Open Interest |
32,566 |
165,293 |
+1,706 |
| Soybean Oil(CBOT) |
| Jan10 |
100107 |
40.25 |
40.32 |
39.85 |
39.99 |
-0.68 |
9,257 |
6,205 |
-1,806 |
| Mar10 |
100107 |
41.07 |
41.30 |
40.20 |
40.36 |
-0.71 |
41,333 |
124,704 |
+761 |
| May10 |
100107 |
41.42 |
41.62 |
40.58 |
40.75 |
-0.71 |
12,751 |
32,507 |
-45 |
| Jul10 |
100107 |
42.03 |
42.03 |
40.96 |
41.11 |
-0.72 |
5,409 |
21,162 |
+744 |
| Aug10 |
100107 |
41.37 |
41.37 |
41.10 |
41.26 |
-0.74 |
39 |
2,444 |
-6 |
| Sep10 |
100107 |
41.73 |
41.77 |
41.24 |
41.40 |
-0.75 |
44 |
2,131 |
+9 |
| Oct10 |
100107 |
42.13 |
42.25 |
41.36 |
41.53 |
-0.72 |
169 |
1,482 |
-43 |
| Dec10 |
100107 |
42.48 |
42.75 |
41.66 |
41.85 |
-0.68 |
1,741 |
15,934 |
+242 |
| Total Volume and Open Interest |
70,743 |
206,666 |
-144 |
| Canola(WCE) |
| Jan10 |
100107 |
410.0 |
410.0 |
407.9 |
407.9 |
-7.5 |
18 |
5 |
-86 |
| Mar10 |
100107 |
413.5 |
413.5 |
405.6 |
405.9 |
-7.5 |
8,279 |
80,511 |
-70 |
| May10 |
100107 |
418.2 |
418.2 |
412.2 |
412.6 |
-7.6 |
192 |
7,319 |
-23 |
| Jul10 |
100107 |
424.1 |
424.1 |
417.2 |
417.6 |
-7.7 |
342 |
7,347 |
+217 |
| Nov10 |
100107 |
422.0 |
425.4 |
419.6 |
419.6 |
-6.7 |
316 |
6,223 |
+214 |
| Total Volume and Open Interest |
9,147 |
101,803 |
+252 |
| Corn(CBOT) |
| Mar10 |
100107 |
421.00 |
424.00 |
414.50 |
417.50 |
-4.25 |
96,453 |
499,672 |
+550 |
| May10 |
100107 |
431.00 |
434.00 |
425.00 |
428.00 |
-4.00 |
16,914 |
132,455 |
+2,086 |
| Jul10 |
100107 |
440.00 |
444.25 |
434.00 |
436.75 |
-4.00 |
19,831 |
119,642 |
+2,359 |
| Sep10 |
100107 |
444.00 |
445.50 |
438.75 |
440.00 |
-4.75 |
5,749 |
39,019 |
+606 |
| Dec10 |
100107 |
447.75 |
449.25 |
442.25 |
443.50 |
-5.25 |
25,072 |
210,128 |
+1,918 |
| Mar11 |
100107 |
455.00 |
459.00 |
452.00 |
453.00 |
-5.25 |
976 |
15,752 |
+339 |
| Total Volume and Open Interest |
166,614 |
1,041,025 |
+8,496 |
| Wheat(CBOT) |
| Mar10 |
100107 |
566.50 |
568.00 |
556.00 |
557.75 |
-9.50 |
38,503 |
181,664 |
+1,444 |
| May10 |
100107 |
578.00 |
580.25 |
568.25 |
570.00 |
-9.75 |
7,692 |
45,569 |
+1,097 |
| Jul10 |
100107 |
588.00 |
590.00 |
578.25 |
580.00 |
-9.50 |
8,258 |
65,369 |
-132 |
| Sep10 |
100107 |
601.75 |
602.75 |
592.75 |
593.75 |
-9.00 |
671 |
16,884 |
+10 |
| Dec10 |
100107 |
624.00 |
624.00 |
614.00 |
615.75 |
-9.25 |
3,646 |
51,503 |
+853 |
| Total Volume and Open Interest |
59,189 |
366,709 |
+3,410 |
| Wheat(KCBT) |
| Mar10 |
100107 |
559.50 |
560.25 |
548.75 |
550.25 |
-10.25 |
7,831 |
60,011 |
-152 |
| May10 |
100107 |
568.50 |
571.75 |
559.75 |
561.25 |
-10.50 |
399 |
14,080 |
+82 |
| Jul10 |
100107 |
582.25 |
583.25 |
572.50 |
573.25 |
-10.50 |
1,181 |
29,501 |
-207 |
| Sep10 |
100107 |
586.00 |
590.00 |
584.75 |
584.75 |
-10.75 |
289 |
3,646 |
+87 |
| Dec10 |
100107 |
612.00 |
612.00 |
603.00 |
603.50 |
-10.50 |
710 |
36,560 |
+130 |
| Total Volume and Open Interest |
10,463 |
144,836 |
-21 |
| Wheat(MGE) |
| Mar10 |
100107 |
569.00 |
570.75 |
558.25 |
563.50 |
-8.00 |
3,710 |
19,237 |
-19 |
| May10 |
100107 |
577.00 |
580.00 |
571.00 |
573.50 |
-9.50 |
705 |
6,464 |
+339 |
| Jul10 |
100107 |
585.50 |
591.75 |
583.00 |
588.75 |
-6.25 |
273 |
8,937 |
-36 |
| Sep10 |
100107 |
601.00 |
606.00 |
594.75 |
600.00 |
-6.50 |
282 |
3,537 |
+125 |
| Dec10 |
100107 |
618.00 |
621.25 |
611.75 |
617.50 |
-7.50 |
278 |
8,073 |
+28 |
| Total Volume and Open Interest |
5,345 |
46,818 |
+493 |
| Oats(CBOT) |
| Mar10 |
100107 |
277.00 |
277.00 |
272.00 |
274.00 |
-3.00 |
676 |
9,222 |
+41 |
| May10 |
100107 |
283.00 |
285.25 |
281.25 |
282.25 |
-3.00 |
58 |
1,042 |
+15 |
| Jul10 |
100107 |
290.75 |
293.75 |
290.75 |
290.75 |
-3.00 |
0 |
804 |
+0 |
| Sep10 |
100107 |
298.25 |
301.25 |
298.25 |
298.25 |
-3.00 |
0 |
350 |
+0 |
| Total Volume and Open Interest |
757 |
12,050 |
+79 |
| Rough Rice(CBOT) |
| Jan10 |
100107 |
14.72 |
14.78 |
14.72 |
14.72 |
-0.06 |
61 |
205 |
-28 |
| Mar10 |
100107 |
15.15 |
15.15 |
14.95 |
15.01 |
-0.09 |
568 |
12,933 |
+46 |
| May10 |
100107 |
15.32 |
15.32 |
15.27 |
15.27 |
-0.08 |
41 |
495 |
+17 |
| Jul10 |
100107 |
15.55 |
15.55 |
15.51 |
15.51 |
-0.07 |
9 |
550 |
-4 |
| Total Volume and Open Interest |
754 |
15,512 |
+54 |
| Live Cattle(CME) |
| Feb10 |
100107 |
86.050 |
86.650 |
85.550 |
85.930 |
-0.020 |
20,838 |
113,031 |
-2,894 |
| Apr10 |
100107 |
89.600 |
90.100 |
89.050 |
89.450 |
-0.200 |
11,645 |
80,560 |
+2,519 |
| Jun10 |
100107 |
87.750 |
88.050 |
87.250 |
88.035 |
+0.385 |
7,904 |
45,220 |
+2,829 |
| Aug10 |
100107 |
87.500 |
87.900 |
87.200 |
87.850 |
+0.215 |
1,740 |
10,235 |
+98 |
| Oct10 |
100107 |
89.950 |
90.100 |
89.580 |
90.080 |
+0.100 |
857 |
9,424 |
+480 |
| Dec10 |
100107 |
90.535 |
90.600 |
90.385 |
90.550 |
-0.050 |
130 |
2,180 |
+35 |
| Total Volume and Open Interest |
43,121 |
262,037 |
+3,072 |
| Feeder Cattle(CME) |
| Jan10 |
100107 |
96.300 |
96.785 |
96.200 |
96.450 |
+0.150 |
938 |
4,851 |
-279 |
| Mar10 |
100107 |
96.800 |
97.200 |
96.600 |
96.830 |
+0.080 |
1,872 |
14,446 |
-56 |
| Apr10 |
100107 |
97.800 |
98.100 |
97.550 |
97.900 |
+0.200 |
264 |
4,251 |
-8 |
| May10 |
100107 |
98.830 |
98.850 |
98.400 |
98.785 |
+0.105 |
270 |
3,917 |
-40 |
| Aug10 |
100107 |
99.980 |
100.100 |
99.700 |
100.100 |
+0.200 |
93 |
1,681 |
-17 |
| Sep10 |
100107 |
100.000 |
100.000 |
99.980 |
100.000 |
-0.050 |
2 |
26 |
+0 |
| Oct10 |
100107 |
99.850 |
99.850 |
99.800 |
99.850 |
unch |
0 |
36 |
+0 |
| Total Volume and Open Interest |
3,439 |
29,212 |
-400 |
| Lean Hogs(CME) |
| Feb10 |
100107 |
66.830 |
68.100 |
66.830 |
67.100 |
+0.520 |
15,048 |
68,304 |
-2,658 |
| Apr10 |
100107 |
71.150 |
71.800 |
70.800 |
70.900 |
+0.150 |
7,769 |
56,158 |
+17 |
| May10 |
100107 |
75.700 |
76.000 |
75.250 |
75.700 |
+0.020 |
94 |
3,604 |
+56 |
| Jun10 |
100107 |
79.000 |
79.450 |
78.650 |
78.950 |
unch |
6,033 |
32,021 |
+1,208 |
| Jul10 |
100107 |
77.135 |
77.635 |
76.950 |
77.250 |
+0.115 |
1,021 |
11,059 |
+718 |
| Aug10 |
100107 |
76.035 |
76.350 |
75.750 |
76.250 |
+0.025 |
1,006 |
8,189 |
+619 |
| Oct10 |
100107 |
68.000 |
68.285 |
67.700 |
67.900 |
-0.100 |
63 |
3,365 |
+4 |
| Dec10 |
100107 |
66.700 |
67.400 |
66.700 |
67.400 |
+0.350 |
42 |
2,170 |
+9 |
| Total Volume and Open Interest |
31,106 |
185,087 |
-21 |
| Pork Bellies(CME) |
| Feb10 |
100107 |
87.800 |
88.600 |
86.450 |
87.400 |
-0.200 |
60 |
238 |
-33 |
| Mar10 |
100107 |
86.600 |
88.600 |
86.600 |
86.600 |
unch |
11 |
101 |
+9 |
| May10 |
100107 |
90.500 |
91.000 |
90.200 |
90.500 |
+0.500 |
22 |
119 |
+3 |
| Jul10 |
100107 |
91.000 |
91.000 |
91.000 |
91.000 |
unch |
0 |
23 |
+0 |
| Aug10 |
100107 |
86.000 |
86.000 |
86.000 |
86.000 |
unch |
0 |
15 |
+0 |
| Total Volume and Open Interest |
93 |
496 |
-21 |
| Class III Milk(CME) |
| Jan10 |
100107 |
14.15 |
14.24 |
14.13 |
14.18 |
+0.03 |
155 |
3,944 |
-24 |
| Feb10 |
100107 |
13.52 |
13.72 |
13.46 |
13.63 |
+0.11 |
392 |
4,514 |
-38 |
| Mar10 |
100107 |
13.98 |
14.14 |
13.84 |
14.09 |
+0.11 |
405 |
3,233 |
-91 |
| Apr10 |
100107 |
14.36 |
14.36 |
14.23 |
14.34 |
+0.02 |
290 |
2,244 |
+60 |
| May10 |
100107 |
14.79 |
14.84 |
14.70 |
14.75 |
-0.09 |
273 |
1,901 |
+155 |
| Total Volume and Open Interest |
2,183 |
24,507 |
+365 |
| Cocoa(ICE) |
| Mar10 |
100107 |
3278 |
3313 |
3257 |
3309 |
+17 |
5,838 |
71,137 |
+569 |
| May10 |
100107 |
3307 |
3335 |
3279 |
3334 |
+21 |
1,122 |
25,765 |
+587 |
| Jul10 |
100107 |
3279 |
3332 |
3279 |
3331 |
+23 |
92 |
9,681 |
+829 |
| Sep10 |
100107 |
3275 |
3328 |
3275 |
3326 |
+26 |
43 |
6,280 |
+97 |
| Dec10 |
100107 |
3290 |
3314 |
3290 |
3310 |
+21 |
19 |
5,113 |
+18 |
| Mar11 |
100107 |
3306 |
3306 |
3306 |
3306 |
+21 |
2 |
8,031 |
+59 |
| May11 |
100107 |
3313 |
3313 |
3313 |
3313 |
+19 |
0 |
4,263 |
+0 |
| Total Volume and Open Interest |
7,116 |
132,507 |
+2,159 |
| Coffee "C"(ICE) |
| Mar10 |
100107 |
141.55 |
142.40 |
139.85 |
141.90 |
+0.30 |
9,214 |
76,963 |
-447 |
| May10 |
100107 |
143.40 |
144.20 |
141.80 |
143.75 |
+0.35 |
2,785 |
27,978 |
+423 |
| Jul10 |
100107 |
144.85 |
145.35 |
143.75 |
145.25 |
+0.45 |
1,196 |
6,151 |
+378 |
| Sep10 |
100107 |
146.50 |
146.95 |
145.95 |
146.60 |
+0.45 |
425 |
6,869 |
+171 |
| Dec10 |
100107 |
148.25 |
148.25 |
148.25 |
148.25 |
+0.40 |
23 |
6,975 |
+12 |
| Mar11 |
100107 |
149.70 |
149.70 |
149.70 |
149.70 |
+0.40 |
0 |
2,303 |
+0 |
| Total Volume and Open Interest |
13,643 |
127,619 |
+537 |
| Orange Juice(ICE) |
| Jan10 |
100107 |
139.00 |
139.25 |
136.00 |
138.45 |
-0.55 |
43 |
50 |
-70 |
| Mar10 |
100107 |
143.00 |
145.00 |
137.75 |
141.15 |
-0.90 |
2,888 |
26,451 |
-44 |
| May10 |
100107 |
146.50 |
147.35 |
141.25 |
144.60 |
-0.95 |
309 |
5,317 |
-6 |
| Jul10 |
100107 |
147.15 |
150.25 |
144.60 |
147.45 |
-0.85 |
128 |
2,044 |
+81 |
| Sep10 |
100107 |
146.50 |
148.20 |
146.50 |
148.20 |
-0.95 |
3 |
729 |
+0 |
| Nov10 |
100107 |
146.20 |
148.75 |
146.00 |
147.95 |
-0.75 |
2 |
216 |
+2 |
| Total Volume and Open Interest |
3,375 |
35,053 |
-35 |
| Sugar #11(ICE) |
| Mar10 |
100107 |
28.24 |
28.95 |
27.91 |
28.00 |
-0.41 |
48,751 |
334,143 |
+2,261 |
| May10 |
100107 |
26.73 |
27.56 |
26.62 |
26.70 |
-0.18 |
30,887 |
153,078 |
+1,264 |
| Jul10 |
100107 |
24.05 |
24.54 |
23.94 |
24.01 |
-0.18 |
19,369 |
137,176 |
+1,584 |
| Oct10 |
100107 |
22.64 |
22.77 |
22.30 |
22.38 |
-0.29 |
7,474 |
101,134 |
+1,168 |
| Mar11 |
100107 |
21.10 |
21.28 |
20.66 |
20.81 |
-0.43 |
3,121 |
51,693 |
-29 |
| Total Volume and Open Interest |
114,068 |
849,296 |
+6,955 |
| London Cocoa(LCE) |
| Mar10 |
100107 |
2257 |
2290 |
2249 |
2284 |
+23 |
3,907 |
62,871 |
+94 |
| May10 |
100107 |
2267 |
2298 |
2260 |
2290 |
+18 |
1,622 |
52,076 |
+230 |
| Jul10 |
100107 |
2235 |
2274 |
2235 |
2268 |
+21 |
997 |
23,826 |
+326 |
| Sep10 |
100107 |
2215 |
2234 |
2215 |
2234 |
+19 |
558 |
13,115 |
+33 |
| Dec10 |
100107 |
2183 |
2197 |
2183 |
2197 |
+18 |
501 |
9,724 |
-99 |
| Mar11 |
100107 |
2162 |
2162 |
2162 |
2162 |
+17 |
0 |
8,562 |
+0 |
| May11 |
100107 |
2142 |
2142 |
2142 |
2142 |
+17 |
0 |
1,386 |
+0 |
| Total Volume and Open Interest |
7,585 |
171,560 |
+584 |
| London Sugar(LCE) |
| Cotton(ICE) |
| Mar10 |
100107 |
73.97 |
74.12 |
72.56 |
72.89 |
-0.66 |
11,308 |
119,868 |
-1,484 |
| May10 |
100107 |
74.93 |
74.93 |
73.80 |
74.07 |
-0.66 |
1,990 |
25,714 |
+453 |
| Jul10 |
100107 |
75.50 |
75.50 |
74.31 |
74.62 |
-0.63 |
876 |
23,163 |
-78 |
| Oct10 |
100107 |
74.25 |
74.25 |
74.25 |
74.25 |
-0.52 |
0 |
158 |
+0 |
| Dec10 |
100107 |
74.55 |
74.68 |
74.27 |
74.52 |
-0.34 |
194 |
15,674 |
-34 |
| Mar11 |
100107 |
75.97 |
75.97 |
75.97 |
75.97 |
-0.27 |
0 |
336 |
+0 |
| Total Volume and Open Interest |
14,368 |
185,756 |
-1,143 |
| Lumber(CME) |
| Jan10 |
100107 |
209.9 |
210.5 |
205.8 |
206.5 |
-4.5 |
1,239 |
891 |
-427 |
| Mar10 |
100107 |
236.3 |
237.0 |
232.0 |
232.0 |
-4.3 |
1,527 |
5,677 |
+229 |
| May10 |
100107 |
254.9 |
255.7 |
251.5 |
252.9 |
-3.5 |
530 |
1,597 |
+149 |
| Jul10 |
100107 |
262.5 |
263.0 |
260.6 |
261.0 |
-2.1 |
79 |
311 |
+62 |
| Total Volume and Open Interest |
3,395 |
8,622 |
+33 |
| Crude Oil(NYM) |
| Feb10 |
100107 |
83.20 |
83.36 |
82.26 |
82.66 |
-0.52 |
370,059 |
275,043 |
-5,537 |
| Mar10 |
100107 |
83.81 |
83.93 |
82.81 |
83.19 |
-0.56 |
139,178 |
190,543 |
+9,841 |
| Apr10 |
100107 |
84.50 |
84.50 |
83.36 |
83.75 |
-0.56 |
60,368 |
72,163 |
+12,902 |
| May10 |
100107 |
84.87 |
84.87 |
83.89 |
84.29 |
-0.57 |
27,784 |
44,533 |
+5,431 |
| Jun10 |
100107 |
85.43 |
85.43 |
84.34 |
84.75 |
-0.59 |
39,887 |
106,233 |
-1,662 |
| Jul10 |
100107 |
84.98 |
85.68 |
84.90 |
85.20 |
-0.60 |
6,794 |
35,499 |
+458 |
| Aug10 |
100107 |
85.60 |
86.09 |
85.53 |
85.60 |
-0.60 |
3,631 |
16,304 |
+245 |
| Sep10 |
100107 |
86.21 |
86.36 |
85.72 |
86.02 |
-0.60 |
3,966 |
28,276 |
+403 |
| Oct10 |
100107 |
86.75 |
86.79 |
86.43 |
86.46 |
-0.61 |
4,318 |
17,375 |
+838 |
| Nov10 |
100107 |
86.74 |
87.21 |
86.69 |
86.90 |
-0.63 |
3,662 |
21,659 |
+748 |
| Dec10 |
100107 |
88.13 |
88.13 |
87.00 |
87.36 |
-0.65 |
32,630 |
168,387 |
+7,250 |
| Jan11 |
100107 |
87.89 |
88.00 |
87.68 |
87.68 |
-0.64 |
1,343 |
19,698 |
+304 |
| Feb11 |
100107 |
87.93 |
87.93 |
87.93 |
87.93 |
-0.63 |
1,220 |
9,783 |
+464 |
| Mar11 |
100107 |
88.20 |
88.20 |
88.20 |
88.20 |
-0.62 |
222 |
6,505 |
-20 |
| Apr11 |
100107 |
88.46 |
88.46 |
88.46 |
88.46 |
-0.61 |
39 |
9,261 |
+9 |
| May11 |
100107 |
88.68 |
88.68 |
88.68 |
88.68 |
-0.60 |
24 |
3,713 |
+8 |
| Total Volume and Open Interest |
706,202 |
1,264,706 |
+33,270 |
| e-miNY Crude Oil(NYM) |
| Jan10 |
091218 |
72.850 |
74.675 |
72.550 |
73.350 |
+0.700 |
8,590 |
3,806 |
-360 |
| Feb10 |
100107 |
83.150 |
83.350 |
82.250 |
82.650 |
-0.525 |
15,924 |
5,645 |
+74 |
| Mar10 |
100107 |
83.775 |
83.900 |
82.850 |
83.200 |
-0.550 |
1,347 |
1,577 |
+123 |
| Apr10 |
100107 |
84.300 |
84.300 |
83.425 |
83.750 |
-0.550 |
297 |
273 |
+20 |
| May10 |
100107 |
84.500 |
84.500 |
84.200 |
84.300 |
-0.550 |
78 |
85 |
+78 |
| Jun10 |
100107 |
84.750 |
84.750 |
84.750 |
84.750 |
-0.600 |
1 |
11 |
+0 |
| Jul10 |
100107 |
85.200 |
85.200 |
85.200 |
85.200 |
-0.600 |
0 |
8 |
+0 |
| Aug10 |
100107 |
85.600 |
85.600 |
85.600 |
85.600 |
-0.600 |
1 |
2 |
+0 |
| Sep10 |
100107 |
86.450 |
86.450 |
86.025 |
86.025 |
-0.600 |
|
|
|
| Oct10 |
100107 |
86.450 |
86.450 |
86.450 |
86.450 |
-0.625 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
17,648 |
7,703 |
+295 |
| Heating Oil(NYM) |
| Feb10 |
100107 |
220.45 |
220.69 |
217.79 |
218.36 |
-1.96 |
55,249 |
97,560 |
-1,721 |
| Mar10 |
100107 |
221.47 |
221.68 |
218.95 |
219.46 |
-1.89 |
21,709 |
56,249 |
+2,081 |
| Apr10 |
100107 |
220.44 |
221.33 |
219.25 |
219.75 |
-1.80 |
9,768 |
31,905 |
+1,707 |
| May10 |
100107 |
220.99 |
221.68 |
220.15 |
220.15 |
-1.72 |
5,868 |
19,011 |
-18 |
| Jun10 |
100107 |
221.50 |
222.18 |
220.14 |
220.74 |
-1.64 |
6,936 |
36,585 |
+283 |
| Jul10 |
100107 |
222.40 |
223.38 |
222.12 |
222.12 |
-1.60 |
1,705 |
11,285 |
+173 |
| Aug10 |
100107 |
224.30 |
225.01 |
223.92 |
223.92 |
-1.55 |
339 |
4,324 |
-7 |
| Sep10 |
100107 |
226.67 |
227.47 |
225.64 |
226.22 |
-1.55 |
786 |
7,839 |
+99 |
| Oct10 |
100107 |
229.91 |
229.91 |
228.72 |
228.72 |
-1.55 |
881 |
6,736 |
+500 |
| Nov10 |
100107 |
231.12 |
231.12 |
231.12 |
231.12 |
-1.55 |
337 |
6,379 |
+80 |
| Dec10 |
100107 |
234.17 |
234.65 |
232.82 |
233.52 |
-1.55 |
2,763 |
16,834 |
+320 |
| Jan11 |
100107 |
235.84 |
235.84 |
235.84 |
235.84 |
-1.53 |
534 |
6,530 |
+133 |
| Total Volume and Open Interest |
108,477 |
321,030 |
+3,875 |
| Gasoline(NYMEX) |
| Feb10 |
100107 |
214.00 |
214.55 |
212.12 |
213.49 |
-0.17 |
49,988 |
91,652 |
-663 |
| Mar10 |
100107 |
215.33 |
215.91 |
213.60 |
214.91 |
-0.28 |
20,334 |
47,686 |
+2,266 |
| Apr10 |
100107 |
225.06 |
226.43 |
224.85 |
225.41 |
-0.67 |
10,560 |
34,263 |
+1,128 |
| May10 |
100107 |
226.40 |
226.88 |
225.92 |
226.32 |
-0.74 |
4,179 |
15,700 |
+1,021 |
| Jun10 |
100107 |
227.08 |
227.95 |
226.00 |
226.93 |
-0.79 |
3,050 |
17,848 |
-8 |
| Jul10 |
100107 |
226.75 |
227.21 |
226.50 |
226.98 |
-0.80 |
1,439 |
7,564 |
+492 |
| Aug10 |
100107 |
226.66 |
227.17 |
226.66 |
226.67 |
-0.83 |
553 |
5,947 |
+106 |
| Sep10 |
100107 |
226.08 |
226.08 |
225.94 |
225.95 |
-0.88 |
1,097 |
6,551 |
+557 |
| Oct10 |
100107 |
216.15 |
216.15 |
216.15 |
216.15 |
-0.93 |
196 |
2,967 |
+35 |
| Nov10 |
100107 |
215.98 |
215.98 |
215.33 |
215.33 |
-0.93 |
112 |
9,290 |
+9 |
| Total Volume and Open Interest |
92,094 |
251,785 |
+5,119 |
| e-miNY RBOB Gasoline(NYM) |
| Feb10 |
100107 |
213.40 |
213.50 |
213.40 |
213.50 |
-0.20 |
1 |
5 |
+1 |
| Mar10 |
100107 |
214.90 |
214.91 |
214.90 |
214.90 |
-0.30 |
|
|
|
| Apr10 |
100107 |
225.40 |
225.41 |
225.40 |
225.40 |
-0.70 |
|
|
|
| May10 |
100107 |
226.30 |
226.32 |
226.30 |
226.30 |
-0.80 |
|
|
|
| Total Volume and Open Interest |
1 |
5 |
+1 |
| Natural Gas(NYM) |
| Feb10 |
100107 |
6.033 |
6.108 |
5.763 |
5.806 |
-0.203 |
140,611 |
122,458 |
-1,310 |
| Mar10 |
100107 |
5.954 |
6.027 |
5.707 |
5.756 |
-0.185 |
63,141 |
139,381 |
+5,764 |
| Apr10 |
100107 |
5.870 |
5.930 |
5.661 |
5.704 |
-0.157 |
37,371 |
79,257 |
+1,333 |
| May10 |
100107 |
5.941 |
5.956 |
5.708 |
5.743 |
-0.143 |
13,742 |
43,942 |
+1,939 |
| Jun10 |
100107 |
5.974 |
6.010 |
5.766 |
5.809 |
-0.134 |
4,157 |
24,292 |
+180 |
| Jul10 |
100107 |
6.050 |
6.050 |
5.841 |
5.883 |
-0.129 |
2,956 |
21,022 |
+235 |
| Aug10 |
100107 |
6.094 |
6.111 |
5.918 |
5.948 |
-0.127 |
7,914 |
32,010 |
+2,563 |
| Sep10 |
100107 |
6.128 |
6.160 |
5.960 |
5.977 |
-0.126 |
2,407 |
21,692 |
+36 |
| Oct10 |
100107 |
6.245 |
6.255 |
6.055 |
6.080 |
-0.121 |
12,158 |
45,871 |
+125 |
| Nov10 |
100107 |
6.500 |
6.502 |
6.350 |
6.375 |
-0.106 |
1,323 |
11,511 |
+155 |
| Dec10 |
100107 |
6.810 |
6.856 |
6.669 |
6.690 |
-0.096 |
1,704 |
22,578 |
+95 |
| Jan11 |
100107 |
7.024 |
7.040 |
6.885 |
6.905 |
-0.091 |
4,676 |
23,056 |
+875 |
| Feb11 |
100107 |
6.910 |
6.965 |
6.852 |
6.870 |
-0.091 |
415 |
7,706 |
+141 |
| Mar11 |
100107 |
6.722 |
6.785 |
6.680 |
6.680 |
-0.091 |
3,434 |
21,072 |
-493 |
| Apr11 |
100107 |
6.120 |
6.169 |
6.045 |
6.070 |
-0.071 |
1,075 |
16,613 |
+63 |
| May11 |
100107 |
6.055 |
6.085 |
6.030 |
6.035 |
-0.066 |
669 |
9,721 |
+342 |
| Total Volume and Open Interest |
299,200 |
736,527 |
+12,440 |
| Brent Crude Oil(ICE) |
| Feb10 |
100107 |
82.00 |
82.05 |
81.05 |
81.51 |
-0.38 |
148,099 |
163,579 |
-8,476 |
| Mar10 |
100107 |
82.54 |
82.58 |
81.58 |
81.97 |
-0.52 |
93,055 |
180,659 |
+14,400 |
| Apr10 |
100107 |
82.95 |
83.15 |
82.22 |
82.61 |
-0.56 |
32,959 |
71,336 |
+5,182 |
| May10 |
100107 |
83.18 |
83.74 |
82.81 |
83.23 |
-0.57 |
15,023 |
36,120 |
+753 |
| Jun10 |
100107 |
83.90 |
84.31 |
83.35 |
83.79 |
-0.58 |
19,478 |
61,274 |
+1,033 |
| Jul10 |
100107 |
84.47 |
84.70 |
83.86 |
84.31 |
-0.59 |
4,457 |
17,923 |
+201 |
| Aug10 |
100107 |
84.78 |
85.20 |
84.64 |
84.82 |
-0.60 |
4,065 |
15,095 |
+2,172 |
| Sep10 |
100107 |
85.28 |
85.70 |
85.11 |
85.29 |
-0.62 |
2,707 |
8,980 |
+233 |
| Oct10 |
100107 |
85.74 |
86.17 |
85.59 |
85.77 |
-0.64 |
1,439 |
12,688 |
-101 |
| Nov10 |
100107 |
86.38 |
86.38 |
86.27 |
86.27 |
-0.64 |
1,889 |
10,449 |
+290 |
| Dec10 |
100107 |
86.80 |
87.37 |
86.50 |
86.79 |
-0.64 |
15,327 |
75,826 |
+460 |
| Jan11 |
100107 |
87.24 |
87.24 |
87.24 |
87.24 |
-0.65 |
483 |
8,794 |
+213 |
| Feb11 |
100107 |
87.65 |
87.65 |
87.65 |
87.65 |
-0.64 |
80 |
4,842 |
-1 |
| Mar11 |
100107 |
88.03 |
88.03 |
88.03 |
88.03 |
-0.62 |
52 |
4,491 |
+1 |
| Total Volume and Open Interest |
345,477 |
772,045 |
+17,273 |
| Gas Oil(ICE) |
| Jan10 |
100107 |
665.00 |
665.00 |
656.75 |
660.25 |
-1.50 |
38,945 |
72,105 |
-7,594 |
| Feb10 |
100107 |
673.50 |
673.50 |
664.00 |
667.75 |
-0.75 |
73,524 |
130,720 |
-3,632 |
| Mar10 |
100107 |
677.75 |
677.75 |
670.75 |
674.00 |
-0.75 |
29,483 |
58,861 |
-3,578 |
| Apr10 |
100107 |
681.75 |
683.00 |
676.25 |
679.75 |
-0.50 |
11,619 |
38,268 |
+3,112 |
| May10 |
100107 |
687.00 |
688.00 |
682.00 |
685.50 |
-0.25 |
7,762 |
26,828 |
+101 |
| Jun10 |
100107 |
694.00 |
694.50 |
688.00 |
691.50 |
-0.25 |
11,871 |
43,338 |
-3,632 |
| Jul10 |
100107 |
699.25 |
701.00 |
694.25 |
697.75 |
-0.25 |
2,608 |
18,937 |
-547 |
| Aug10 |
100107 |
704.50 |
706.50 |
700.25 |
704.00 |
-0.50 |
1,810 |
18,897 |
+17 |
| Sep10 |
100107 |
711.50 |
713.25 |
706.00 |
710.00 |
-0.50 |
1,812 |
19,152 |
-387 |
| Oct10 |
100107 |
717.00 |
719.00 |
715.50 |
715.50 |
-0.50 |
981 |
11,279 |
-152 |
| Total Volume and Open Interest |
189,346 |
563,107 |
-15,479 |
| Ethanol(CBOT) |
| Jan10 |
100106 |
1.949 |
1.958 |
1.941 |
1.957 |
+0.010 |
21 |
369 |
-4 |
| Feb10 |
100107 |
1.930 |
1.931 |
1.910 |
1.919 |
-0.016 |
53 |
986 |
-1 |
| Mar10 |
100107 |
1.925 |
1.925 |
1.906 |
1.919 |
-0.007 |
53 |
917 |
+20 |
| Apr10 |
100107 |
1.919 |
1.922 |
1.910 |
1.920 |
-0.001 |
38 |
1,096 |
+17 |
| May10 |
100107 |
1.910 |
1.910 |
1.910 |
1.910 |
-0.004 |
28 |
410 |
+5 |
| Jun10 |
100107 |
1.904 |
1.904 |
1.904 |
1.904 |
-0.005 |
48 |
380 |
-7 |
| Jul10 |
100107 |
1.899 |
1.899 |
1.899 |
1.899 |
-0.001 |
15 |
546 |
+4 |
| Aug10 |
100107 |
1.870 |
1.870 |
1.868 |
1.868 |
unch |
9 |
469 |
+4 |
| Total Volume and Open Interest |
316 |
6,718 |
-292 |
| US Dollar Index(ICE) |
| Mar10 |
100107 |
77.615 |
78.270 |
77.600 |
78.105 |
+0.450 |
16,014 |
54,905 |
-2,207 |
| Jun10 |
100107 |
78.065 |
78.550 |
78.065 |
78.460 |
+0.450 |
2 |
4,942 |
-1 |
| Sep10 |
100107 |
78.460 |
78.460 |
78.460 |
78.460 |
+0.450 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
16,016 |
59,848 |
-2,208 |
| Australian Dollar(CME) |
| Mar10 |
100107 |
91.33 |
92.04 |
90.97 |
91.23 |
-0.21 |
69,979 |
110,224 |
+1,777 |
| Jun10 |
100107 |
90.44 |
90.99 |
90.09 |
90.28 |
-0.22 |
1,758 |
1,903 |
+1,640 |
| Sep10 |
100107 |
89.30 |
89.52 |
89.30 |
89.30 |
-0.22 |
0 |
18 |
+0 |
| Total Volume and Open Interest |
71,737 |
112,145 |
+3,417 |
| British Pound(CME) |
| Mar10 |
100107 |
159.98 |
160.52 |
158.90 |
159.35 |
-0.57 |
106,163 |
93,464 |
+1,273 |
| Jun10 |
100107 |
160.34 |
160.39 |
158.83 |
159.26 |
-0.57 |
131 |
648 |
+22 |
| Sep10 |
100107 |
159.19 |
159.76 |
158.92 |
159.19 |
-0.57 |
0 |
71 |
+0 |
| Total Volume and Open Interest |
106,294 |
94,186 |
+1,295 |
| Canadian Dollar(CME) |
| Mar10 |
100107 |
96.84 |
97.16 |
96.39 |
96.71 |
-0.11 |
63,811 |
109,378 |
+4,373 |
| Jun10 |
100107 |
96.86 |
97.14 |
96.44 |
96.70 |
-0.11 |
340 |
1,442 |
+67 |
| Sep10 |
100107 |
97.00 |
97.00 |
96.47 |
96.67 |
-0.11 |
22 |
639 |
+10 |
| Dec10 |
100107 |
96.48 |
96.70 |
96.41 |
96.59 |
-0.11 |
7 |
493 |
+5 |
| Total Volume and Open Interest |
64,180 |
112,009 |
+4,455 |
| Japanese Yen(CME) |
| Mar10 |
100107 |
108.33 |
108.59 |
107.10 |
107.40 |
-0.85 |
110,659 |
111,897 |
+8,028 |
| Jun10 |
100107 |
108.43 |
108.64 |
107.19 |
107.46 |
-0.85 |
158 |
340 |
+97 |
| Sep10 |
100107 |
107.45 |
108.44 |
107.45 |
107.59 |
-0.85 |
100 |
195 |
+100 |
| Total Volume and Open Interest |
110,917 |
112,456 |
+8,225 |
| Swiss Franc(CME) |
| Mar10 |
100107 |
97.31 |
97.66 |
96.45 |
96.86 |
-0.47 |
56,382 |
37,247 |
+2,182 |
| Jun10 |
100107 |
97.33 |
97.40 |
96.54 |
96.93 |
-0.47 |
49 |
123 |
+32 |
| Sep10 |
100107 |
96.95 |
97.50 |
96.95 |
97.03 |
-0.47 |
1 |
4 |
+1 |
| Total Volume and Open Interest |
56,432 |
37,376 |
+2,215 |
| EuroFX(CME) |
| Mar10 |
100107 |
144.00 |
144.46 |
142.96 |
143.25 |
-0.83 |
263,831 |
154,553 |
+255 |
| Jun10 |
100107 |
144.09 |
144.43 |
142.94 |
143.20 |
-0.84 |
529 |
1,287 |
+97 |
| Sep10 |
100107 |
143.12 |
143.95 |
143.12 |
143.12 |
-0.83 |
10 |
656 |
+0 |
| Total Volume and Open Interest |
264,377 |
156,511 |
+356 |
| Mexican Peso(CME) |
| Jan10 |
100107 |
785.0 |
786.5 |
785.0 |
785.0 |
-1.5 |
|
|
|
| Feb10 |
100107 |
782.0 |
783.5 |
782.0 |
782.0 |
-1.5 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
14,047 |
98,594 |
+1,835 |
| 30-Year T-Bonds(CBOT) |
| Mar10 |
100107 |
115~020 |
115~230 |
114~260 |
115~090 |
-0~010 |
262,691 |
659,893 |
+1,114 |
| Jun10 |
100107 |
113~300 |
113~300 |
113~240 |
113~270 |
unch |
65 |
216 |
+27 |
| Sep10 |
100107 |
112~130 |
112~130 |
112~120 |
112~130 |
+0~010 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
262,756 |
660,110 |
+1,141 |
| 10-Year T-Notes(CBOT) |
| Mar10 |
100107 |
115~275 |
116~015 |
115~180 |
115~270 |
-0~040 |
854,860 |
1,216,228 |
-860 |
| Jun10 |
100107 |
114~000 |
114~160 |
114~000 |
114~120 |
-0~040 |
10 |
316 |
+0 |
| Sep10 |
100107 |
112~290 |
113~010 |
112~290 |
112~290 |
-0~040 |
|
|
|
| Total Volume and Open Interest |
854,870 |
1,216,544 |
-860 |
| 5-Year T-Notes(CBOT) |
| Mar10 |
100107 |
114~105 |
114~119 |
114~074 |
114~102 |
-0~014 |
473,208 |
776,474 |
+17,267 |
| Jun10 |
100107 |
113~064 |
113~078 |
113~064 |
113~064 |
-0~014 |
0 |
1 |
+0 |
| Sep10 |
100107 |
112~026 |
112~040 |
112~026 |
112~026 |
-0~014 |
|
|
|
| Total Volume and Open Interest |
473,208 |
776,475 |
+17,267 |
| 2 Year T-Notes(CBOT) |
| Mar10 |
100107 |
108~054 |
108~054 |
108~041 |
108~050 |
-0~007 |
267,390 |
832,152 |
+7,207 |
| Jun10 |
100107 |
107~100 |
107~108 |
107~100 |
107~100 |
-0~008 |
250 |
8,332 |
+250 |
| Sep10 |
100107 |
107~022 |
107~031 |
107~022 |
107~022 |
-0~009 |
|
|
|
| Total Volume and Open Interest |
267,640 |
840,484 |
+7,457 |
| Eurodollars(CME) |
| Mar10 |
100107 |
99.690 |
99.700 |
99.685 |
99.695 |
+0.005 |
169,770 |
1,187,884 |
+6,769 |
| Jun10 |
100107 |
99.455 |
99.480 |
99.440 |
99.470 |
+0.005 |
230,821 |
866,426 |
+10,415 |
| Sep10 |
100107 |
99.090 |
99.120 |
99.060 |
99.105 |
unch |
290,367 |
701,058 |
-17,040 |
| Dec10 |
100107 |
98.685 |
98.705 |
98.635 |
98.690 |
-0.010 |
262,984 |
736,603 |
+5,908 |
| Mar11 |
100107 |
98.290 |
98.300 |
98.230 |
98.280 |
-0.025 |
293,072 |
512,969 |
-1,096 |
| Jun11 |
100107 |
97.895 |
97.905 |
97.835 |
97.885 |
-0.035 |
207,993 |
544,078 |
-379 |
| Sep11 |
100107 |
97.535 |
97.545 |
97.475 |
97.525 |
-0.040 |
160,245 |
467,867 |
-37,478 |
| Dec11 |
100107 |
97.195 |
97.205 |
97.135 |
97.185 |
-0.040 |
169,826 |
305,084 |
+3,945 |
| Mar12 |
100107 |
96.880 |
96.905 |
96.835 |
96.885 |
-0.040 |
70,820 |
227,942 |
+2,768 |
| Jun12 |
100107 |
96.605 |
96.615 |
96.545 |
96.595 |
-0.040 |
53,433 |
198,492 |
+575 |
| Sep12 |
100107 |
96.335 |
96.360 |
96.290 |
96.335 |
-0.045 |
40,316 |
112,973 |
+744 |
| Dec12 |
100107 |
96.090 |
96.115 |
96.040 |
96.090 |
-0.045 |
46,218 |
93,274 |
+1,367 |
| Mar13 |
100107 |
95.915 |
95.935 |
95.860 |
95.905 |
-0.045 |
17,031 |
66,098 |
+1,290 |
| Jun13 |
100107 |
95.745 |
95.760 |
95.685 |
95.730 |
-0.045 |
15,418 |
59,248 |
+1,553 |
| Sep13 |
100107 |
95.580 |
95.600 |
95.525 |
95.565 |
-0.045 |
11,577 |
54,484 |
-714 |
| Dec13 |
100107 |
95.400 |
95.435 |
95.355 |
95.400 |
-0.040 |
11,276 |
36,671 |
-450 |
| Mar14 |
100107 |
95.265 |
95.310 |
95.230 |
95.275 |
-0.040 |
6,816 |
32,377 |
-325 |
| Jun14 |
100107 |
95.165 |
95.190 |
95.105 |
95.155 |
-0.040 |
5,750 |
29,007 |
-202 |
| Total Volume and Open Interest |
2,091,244 |
6,485,440 |
-24,498 |
| 30 Day Federal Funds(CBOT) |
| Jan10 |
100107 |
99.880 |
99.880 |
99.878 |
99.878 |
unch |
2,343 |
69,932 |
-106 |
| Feb10 |
100107 |
99.865 |
99.865 |
99.855 |
99.860 |
+0.005 |
5,770 |
97,247 |
+1,514 |
| Mar10 |
100107 |
99.845 |
99.845 |
99.835 |
99.840 |
+0.005 |
6,013 |
58,099 |
-1,367 |
| Apr10 |
100107 |
99.820 |
99.830 |
99.815 |
99.820 |
+0.005 |
10,055 |
63,114 |
+3,188 |
| May10 |
100107 |
99.775 |
99.790 |
99.770 |
99.785 |
+0.015 |
4,082 |
55,548 |
+1,058 |
| Jun10 |
100107 |
99.740 |
99.755 |
99.735 |
99.750 |
+0.010 |
6,218 |
34,262 |
+1,614 |
| Total Volume and Open Interest |
67,947 |
496,811 |
+10,851 |
| 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 |
100107 |
99.605 |
99.605 |
99.605 |
99.605 |
unch |
0 |
692 |
+0 |
| Jun10 |
100107 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
0 |
80 |
+0 |
| Sep10 |
100107 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
0 |
230 |
+0 |
| Dec10 |
100107 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
0 |
242 |
+0 |
| Mar11 |
100107 |
99.570 |
99.570 |
99.570 |
99.570 |
-0.035 |
|
|
|
| Jun11 |
100107 |
99.545 |
99.545 |
99.545 |
99.545 |
unch |
|
|
|
| Sep11 |
100107 |
99.545 |
99.545 |
99.545 |
99.545 |
unch |
|
|
|
| Dec11 |
100107 |
99.350 |
99.350 |
99.350 |
99.350 |
unch |
|
|
|
| Mar12 |
100107 |
99.300 |
99.300 |
99.300 |
99.300 |
-0.005 |
|
|
|
| Jun12 |
100107 |
99.350 |
99.350 |
99.350 |
99.350 |
-0.005 |
|
|
|
| Total Volume and Open Interest |
0 |
1,244 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Mar10 |
100107 |
99.60 |
99.60 |
99.59 |
99.59 |
-0.01 |
57 |
4,341 |
+376 |
| Jun10 |
100107 |
99.63 |
99.63 |
99.63 |
99.63 |
-0.01 |
40 |
1,709 |
+0 |
| Sep10 |
100107 |
99.65 |
99.65 |
99.65 |
99.65 |
0.00 |
0 |
1,666 |
+0 |
| Dec10 |
100107 |
99.64 |
99.64 |
99.64 |
99.64 |
0.00 |
0 |
1,281 |
+0 |
| Mar11 |
100107 |
99.56 |
99.56 |
99.56 |
99.56 |
0.00 |
0 |
662 |
+0 |
| Jun11 |
100107 |
99.53 |
99.53 |
99.53 |
99.53 |
-0.01 |
0 |
52 |
+0 |
| Sep11 |
100107 |
99.53 |
99.53 |
99.53 |
99.53 |
-0.01 |
0 |
51 |
+0 |
| Dec11 |
100107 |
99.33 |
99.33 |
99.33 |
99.33 |
0.00 |
0 |
101 |
+0 |
| Total Volume and Open Interest |
97 |
11,234 |
+382 |
| Japanese Gov't Bonds(SGX) |
| Mar10 |
100107 |
139.09 |
139.18 |
138.72 |
138.73 |
-0.36 |
1,173 |
16,161 |
-646 |
| Jun10 |
100107 |
138.73 |
138.73 |
138.73 |
138.73 |
-0.36 |
|
|
|
| Sep10 |
100107 |
138.73 |
138.73 |
138.73 |
138.73 |
-0.36 |
|
|
|
| Total Volume and Open Interest |
1,230 |
16,161 |
-231 |
| Euro-Bund(EUREX) |
| Mar10 |
100107 |
121.16 |
121.49 |
121.11 |
121.44 |
+0.21 |
581,663 |
828,438 |
+25,451 |
| Jun10 |
100107 |
120.00 |
120.04 |
120.00 |
120.04 |
+0.21 |
4 |
65 |
+1 |
| Sep10 |
100107 |
119.64 |
119.64 |
119.64 |
119.64 |
+0.21 |
|
|
|
| Total Volume and Open Interest |
581,667 |
828,503 |
+25,452 |
| Euro-Bobl(EUREX) |
| Mar10 |
100107 |
115.76 |
115.98 |
115.74 |
115.92 |
+0.15 |
264,634 |
663,852 |
+15,167 |
| Jun10 |
100107 |
114.42 |
114.42 |
114.42 |
114.42 |
+0.15 |
0 |
2 |
+0 |
| Sep10 |
100107 |
114.22 |
114.22 |
114.22 |
114.22 |
+0.15 |
|
|
|
| Total Volume and Open Interest |
264,634 |
663,854 |
+15,167 |
| 3-Mth Euribor(EUREX) |
| Mar10 |
100107 |
99.275 |
99.290 |
99.275 |
99.290 |
+0.020 |
734 |
15,089 |
+4 |
| Jun10 |
100107 |
98.965 |
98.980 |
98.960 |
98.980 |
+0.040 |
70 |
7,377 |
+14 |
| Sep10 |
100107 |
98.600 |
98.630 |
98.600 |
98.630 |
+0.050 |
61 |
2,573 |
+0 |
| Total Volume and Open Interest |
1,255 |
28,619 |
+41 |
| Long Gilt(LIFFE) |
| Mar10 |
100107 |
114~01 |
114~10 |
113~23 |
114~03 |
+0~02 |
86,390 |
236,266 |
-2,746 |
| Jun10 |
100107 |
114~00 |
114~00 |
114~00 |
114~00 |
+0~02 |
|
|
|
| Total Volume and Open Interest |
86,390 |
236,266 |
-2,746 |
| 3-Mth Short Sterling(LIFFE) |
| Mar10 |
100107 |
99.34 |
99.36 |
99.33 |
99.36 |
+0.02 |
45,255 |
348,477 |
-8,177 |
| Jun10 |
100107 |
99.08 |
99.12 |
99.07 |
99.11 |
+0.02 |
82,281 |
399,063 |
+2,554 |
| Sep10 |
100107 |
98.65 |
98.71 |
98.65 |
98.69 |
+0.03 |
93,514 |
314,015 |
-13,275 |
| Dec10 |
100107 |
98.15 |
98.22 |
98.14 |
98.19 |
+0.04 |
76,770 |
290,394 |
+5,265 |
| Mar11 |
100107 |
97.69 |
97.76 |
97.68 |
97.73 |
+0.05 |
103,481 |
271,945 |
+6,561 |
| Jun11 |
100107 |
97.26 |
97.32 |
97.24 |
97.29 |
+0.04 |
71,562 |
152,714 |
-2,728 |
| Total Volume and Open Interest |
667,884 |
2,155,865 |
-12,296 |
| 3-Mth Euribor(LIFFE) |
| Mar10 |
100107 |
99.275 |
99.290 |
99.270 |
99.290 |
+0.020 |
88,682 |
789,350 |
+157 |
| Jun10 |
100107 |
98.950 |
98.985 |
98.945 |
98.980 |
+0.040 |
133,808 |
730,380 |
-6,413 |
| Sep10 |
100107 |
98.595 |
98.640 |
98.580 |
98.630 |
+0.050 |
120,719 |
585,654 |
+10,564 |
| Total Volume and Open Interest |
781,925 |
3,583,648 |
+12,307 |
| 3-Mth Aus T-Bills(SFE) |
| Mar10 |
100107 |
95.57 |
95.60 |
95.50 |
95.54 |
-0.04 |
19,037 |
283,972 |
+6,116 |
| Jun10 |
100107 |
95.18 |
95.22 |
95.13 |
95.14 |
-0.04 |
13,398 |
177,630 |
+1,453 |
| Sep10 |
100107 |
94.87 |
94.94 |
94.83 |
94.84 |
-0.04 |
7,180 |
93,904 |
-588 |
| Dec10 |
100107 |
94.68 |
94.72 |
94.61 |
94.62 |
-0.05 |
4,887 |
74,361 |
-918 |
| Mar11 |
100107 |
94.49 |
94.51 |
94.41 |
94.44 |
-0.04 |
1,582 |
27,066 |
-330 |
| Jun11 |
100107 |
94.33 |
94.33 |
94.25 |
94.28 |
-0.02 |
633 |
23,472 |
-563 |
| Sep11 |
100107 |
94.19 |
94.19 |
94.10 |
94.13 |
-0.02 |
579 |
16,505 |
-629 |
| Dec11 |
100107 |
94.09 |
94.09 |
94.00 |
94.02 |
-0.02 |
124 |
8,025 |
+62 |
| Mar12 |
100107 |
94.03 |
94.03 |
93.94 |
93.94 |
-0.01 |
21 |
3,069 |
+21 |
| Jun12 |
100107 |
93.89 |
93.89 |
93.89 |
93.89 |
-0.01 |
0 |
1,186 |
+0 |
| Total Volume and Open Interest |
47,441 |
710,108 |
+4,624 |
| 10-Year Aus T-Bonds(SFE) |
| Mar10 |
100107 |
94.23 |
94.30 |
94.23 |
94.25 |
+0.01 |
30,857 |
338,264 |
+4,058 |
| Jun10 |
100107 |
94.25 |
94.25 |
94.25 |
94.25 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
30,857 |
338,264 |
+4,058 |
| 3-Year Aus T-Bonds(SFE) |
| Mar10 |
100107 |
94.86 |
94.92 |
94.81 |
94.84 |
-0.03 |
85,533 |
427,020 |
+20,833 |
| Jun10 |
100107 |
94.84 |
94.84 |
94.84 |
94.84 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
85,533 |
427,020 |
+20,833 |
| Gold(CMX) |
| Feb10 |
100107 |
1139.0 |
1139.5 |
1128.7 |
1133.7 |
-2.8 |
176,903 |
313,902 |
-2,298 |
| Apr10 |
100107 |
1140.2 |
1140.2 |
1130.4 |
1135.1 |
-2.7 |
10,043 |
64,280 |
+4,765 |
| Jun10 |
100107 |
1141.4 |
1141.4 |
1131.2 |
1136.1 |
-2.8 |
6,666 |
38,962 |
+1,770 |
| Aug10 |
100107 |
1135.9 |
1139.0 |
1133.8 |
1137.2 |
-2.9 |
1,535 |
17,192 |
+710 |
| Oct10 |
100107 |
1137.8 |
1138.7 |
1134.9 |
1138.7 |
-2.9 |
1,048 |
5,370 |
+492 |
| Dec10 |
100107 |
1144.0 |
1144.8 |
1136.7 |
1140.6 |
-3.0 |
4,497 |
23,916 |
+1,122 |
| Feb11 |
100107 |
1142.1 |
1143.1 |
1141.5 |
1143.1 |
-3.1 |
527 |
6,232 |
+481 |
| Apr11 |
100107 |
1146.7 |
1146.8 |
1142.7 |
1145.9 |
-3.2 |
29 |
3,726 |
+7 |
| Jun11 |
100107 |
493.3 |
493.9 |
493.2 |
493.9 |
-3.3 |
1,147 |
7,419 |
-945 |
| Aug11 |
100107 |
1152.5 |
1153.2 |
1152.3 |
1153.2 |
-3.5 |
27 |
1,351 |
+27 |
| Oct11 |
100107 |
1156.8 |
1157.6 |
1156.8 |
1157.6 |
-3.5 |
33 |
1,124 |
+25 |
| Dec11 |
100107 |
1162.4 |
1162.4 |
1161.2 |
1162.3 |
-3.4 |
708 |
10,605 |
+186 |
| Total Volume and Open Interest |
203,652 |
514,030 |
+6,387 |
| Silver(CMX) |
| Mar10 |
100107 |
1820.5 |
1842.0 |
1805.5 |
1834.5 |
+17.0 |
35,556 |
78,543 |
-333 |
| May10 |
100107 |
1820.5 |
1839.5 |
1810.0 |
1836.8 |
+17.0 |
854 |
13,222 |
-513 |
| Jul10 |
100107 |
1836.0 |
1839.0 |
1814.5 |
1838.8 |
+17.0 |
346 |
8,543 |
-22 |
| Sep10 |
100107 |
1830.5 |
1840.9 |
1830.5 |
1840.9 |
+17.1 |
10 |
2,691 |
-3 |
| Dec10 |
100107 |
1820.0 |
1843.9 |
1817.0 |
1843.9 |
+16.9 |
646 |
10,308 |
+264 |
| Mar11 |
100107 |
1836.5 |
1847.4 |
1836.5 |
1847.4 |
+16.6 |
121 |
666 |
+66 |
| May11 |
100107 |
1843.5 |
1849.9 |
1843.0 |
1849.9 |
+16.3 |
24 |
127 |
+15 |
| Total Volume and Open Interest |
38,180 |
125,183 |
-208 |
| Platinum(NYMEX) |
| Jan10 |
100107 |
1553.0 |
1553.0 |
1553.0 |
1553.0 |
+0.8 |
156 |
207 |
-27 |
| Apr10 |
100107 |
1560.0 |
1569.9 |
1543.3 |
1559.4 |
+1.0 |
4,145 |
32,605 |
+119 |
| Jul10 |
100107 |
1560.5 |
1566.0 |
1560.5 |
1562.1 |
+1.0 |
73 |
901 |
+57 |
| Oct10 |
100107 |
1565.2 |
1565.2 |
1565.2 |
1565.2 |
+1.0 |
0 |
14 |
+0 |
| Total Volume and Open Interest |
4,378 |
33,731 |
+149 |
| Palladium(NYMEX) |
| Mar10 |
100107 |
430.00 |
439.90 |
423.55 |
424.55 |
-2.65 |
2,082 |
22,753 |
-281 |
| Jun10 |
100107 |
432.00 |
434.60 |
424.40 |
425.25 |
-2.60 |
146 |
465 |
+125 |
| Sep10 |
100107 |
432.55 |
432.55 |
425.25 |
425.25 |
-2.60 |
|
|
|
| Total Volume and Open Interest |
2,228 |
23,223 |
-156 |
| Copper(CMX) |
| Mar10 |
100107 |
349.05 |
354.40 |
342.55 |
342.70 |
-6.75 |
25,925 |
116,619 |
-97 |
| May10 |
100107 |
351.50 |
355.00 |
344.00 |
344.10 |
-6.75 |
3,118 |
22,179 |
+959 |
| Jul10 |
100107 |
347.60 |
347.75 |
344.95 |
344.95 |
-6.65 |
756 |
8,094 |
+424 |
| Sep10 |
100107 |
348.00 |
350.00 |
345.35 |
345.35 |
-6.60 |
79 |
4,379 |
-4 |
| Dec10 |
100107 |
349.50 |
349.50 |
345.60 |
345.60 |
-6.55 |
119 |
3,555 |
+112 |
| Total Volume and Open Interest |
30,719 |
159,959 |
+1,420 |
| DJIA Index(CBOT) |
| Mar10 |
100107 |
10515 |
10561 |
10455 |
10545 |
+29 |
129 |
11,186 |
+10 |
| Jun10 |
100107 |
10484 |
10484 |
10455 |
10484 |
+29 |
0 |
11 |
+0 |
| Sep10 |
100107 |
10429 |
10429 |
10400 |
10429 |
+29 |
|
|
|
| Dec10 |
100107 |
10380 |
10380 |
10351 |
10380 |
+29 |
|
|
|
| Total Volume and Open Interest |
129 |
11,197 |
+10 |
| S & P 500(CME) |
| Mar10 |
100107 |
1132.90 |
1138.70 |
1127.20 |
1137.50 |
+4.50 |
15,298 |
319,455 |
-2,139 |
| Jun10 |
100107 |
1132.60 |
1133.10 |
1123.10 |
1132.60 |
+4.50 |
260 |
2,328 |
-693 |
| Sep10 |
100107 |
1128.10 |
1128.60 |
1118.60 |
1128.10 |
+4.50 |
154 |
447 |
-376 |
| Dec10 |
100107 |
1125.10 |
1125.60 |
1115.60 |
1125.10 |
+4.50 |
4 |
10 |
+4 |
| Total Volume and Open Interest |
15,716 |
322,241 |
-3,204 |
| S & P 500 E-Mini(Globex) |
| Mar10 |
100107 |
1133.00 |
1138.75 |
1127.00 |
1137.50 |
+4.50 |
1,259,921 |
2,396,493 |
-6,357 |
| Jun10 |
100107 |
1128.75 |
1133.50 |
1123.00 |
1132.50 |
+4.50 |
1,163 |
3,713 |
+281 |
| Total Volume and Open Interest |
1,261,685 |
2,401,354 |
-5,475 |
| NASDAQ 100(CME) |
| Mar10 |
100107 |
1880.00 |
1880.00 |
1866.00 |
1877.50 |
-1.00 |
931 |
12,709 |
+73 |
| Jun10 |
100107 |
1875.00 |
1875.00 |
1870.00 |
1875.00 |
-1.50 |
0 |
10 |
+0 |
| Sep10 |
100107 |
1874.00 |
1874.00 |
1874.00 |
1874.00 |
-1.50 |
|
|
|
| Total Volume and Open Interest |
931 |
12,719 |
+73 |
| NASDAQ 100 E-Mini(Globex) |
| Mar10 |
100107 |
1877.80 |
1880.50 |
1865.80 |
1877.50 |
-1.00 |
261,274 |
310,532 |
+1,452 |
| Jun10 |
100107 |
1875.50 |
1877.80 |
1864.30 |
1875.00 |
-1.50 |
33 |
665 |
+14 |
| Total Volume and Open Interest |
261,307 |
311,199 |
+1,466 |
| S & P Midcap 400(CME) |
| Mar10 |
100107 |
742.00 |
746.30 |
737.50 |
746.30 |
+4.20 |
1 |
1,478 |
+0 |
| Jun10 |
100107 |
744.30 |
744.30 |
744.10 |
744.30 |
+4.20 |
|
|
|
| Sep10 |
100107 |
742.30 |
742.30 |
742.10 |
742.30 |
+4.20 |
|
|
|
| Total Volume and Open Interest |
1 |
1,478 |
+0 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Mar10 |
100107 |
10775 |
10825 |
10720 |
10805 |
-30 |
7,311 |
36,833 |
+740 |
| Jun10 |
100107 |
10805 |
10810 |
10805 |
10805 |
-30 |
|
|
|
| Total Volume and Open Interest |
7,311 |
36,833 |
+740 |
| Nikkei 225(SGX) |
| Mar10 |
100107 |
10710 |
10810 |
10635 |
10690 |
-30 |
82,621 |
171,414 |
+2,948 |
| Jun10 |
100107 |
10640 |
10640 |
10640 |
10640 |
-30 |
1 |
1,320 |
+1 |
| Sep10 |
100107 |
10640 |
10640 |
10640 |
10640 |
-30 |
0 |
55 |
+0 |
| Total Volume and Open Interest |
102,360 |
190,592 |
+7,239 |
| CAC 40(EURONEXT) |
| Jan10 |
100107 |
4011.5 |
4033.0 |
3983.0 |
4024.5 |
+6.0 |
72,716 |
362,817 |
-2,655 |
| Feb10 |
100107 |
4009.5 |
4031.0 |
3985.0 |
4025.0 |
+5.5 |
327 |
377 |
+141 |
| Mar10 |
100107 |
4010.5 |
4034.0 |
3989.0 |
4027.0 |
+6.5 |
560 |
51,186 |
+74 |
| Total Volume and Open Interest |
73,603 |
416,230 |
-2,440 |
| Hang Seng Index(HKFE) |
| Jan10 |
100107 |
22538 |
22545 |
22188 |
22284 |
-145 |
68,225 |
77,338 |
+595 |
| Feb10 |
100107 |
22501 |
22513 |
22180 |
22280 |
-145 |
908 |
822 |
+66 |
| Mar10 |
100107 |
22464 |
22464 |
22128 |
22227 |
-133 |
1,212 |
3,802 |
+225 |
| Total Volume and Open Interest |
70,393 |
82,640 |
+821 |
| DAX(EUREX) |
| Mar10 |
100107 |
6027.5 |
6046.0 |
5966.0 |
6029.5 |
-7.0 |
99,350 |
141,087 |
+1,267 |
| Jun10 |
100107 |
6033.0 |
6053.0 |
5982.0 |
6038.5 |
-7.5 |
87 |
8,026 |
+9 |
| Sep10 |
100107 |
6019.0 |
6049.5 |
6019.0 |
6049.5 |
-7.5 |
13 |
85 |
+2 |
| Total Volume and Open Interest |
99,450 |
149,198 |
+1,278 |
| FT-SE 100(EURONEXT) |
| Mar10 |
100107 |
5474.50 |
5510.00 |
5456.50 |
5489.00 |
+3.50 |
68,498 |
634,853 |
-4,651 |
| Jun10 |
100107 |
5422.50 |
5439.50 |
5422.50 |
5439.50 |
+4.00 |
59 |
2,055 |
-53 |
| Sep10 |
100107 |
5405.50 |
5405.50 |
5405.50 |
5405.50 |
+4.00 |
55 |
374 |
-55 |
| Total Volume and Open Interest |
68,717 |
637,707 |
-4,654 |
| SPI 200(SFE) |
| Mar10 |
100107 |
4914.0 |
4932.0 |
4878.0 |
4884.0 |
-28.0 |
18,225 |
196,495 |
+107 |
| Jun10 |
100107 |
4936.0 |
4944.0 |
4905.0 |
4905.0 |
-30.0 |
6 |
1,535 |
-77 |
| Sep10 |
100107 |
4905.0 |
4905.0 |
4905.0 |
4905.0 |
-30.0 |
0 |
1,822 |
+0 |
| Total Volume and Open Interest |
18,512 |
200,399 |
+311 |
| GSCI(CME) |
| Jan10 |
100107 |
546.70 |
547.50 |
542.50 |
543.75 |
-3.75 |
843 |
19,388 |
+458 |
| Feb10 |
100107 |
547.05 |
551.25 |
546.00 |
547.05 |
-3.95 |
103 |
250 |
+78 |
| Mar10 |
100107 |
551.00 |
555.25 |
551.00 |
551.00 |
-4.00 |
|
|
|
| Total Volume and Open Interest |
946 |
19,638 |
+536 |
| 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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