|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri January 08, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan10 |
100108 |
1018.25 |
1018.25 |
1005.00 |
1013.00 |
-4.75 |
11,750 |
7,338 |
-841 |
Mar10 |
100108 |
1026.75 |
1029.00 |
1013.25 |
1022.00 |
-4.00 |
97,910 |
223,024 |
+245 |
May10 |
100108 |
1031.50 |
1033.50 |
1018.75 |
1027.75 |
-3.25 |
15,259 |
57,733 |
+986 |
Jul10 |
100108 |
1035.50 |
1038.00 |
1021.50 |
1032.25 |
-3.25 |
16,188 |
57,233 |
+1,831 |
Aug10 |
100108 |
1028.25 |
1031.00 |
1021.75 |
1028.50 |
-2.50 |
235 |
1,728 |
+1 |
Sep10 |
100108 |
1006.25 |
1015.00 |
1005.00 |
1012.50 |
-2.50 |
434 |
1,211 |
+37 |
Nov10 |
100108 |
998.50 |
1008.00 |
990.50 |
999.00 |
-0.75 |
10,434 |
71,751 |
+732 |
Total Volume and Open Interest |
153,705 |
429,198 |
+3,498 |
Soybean Meal(CBOT) |
Jan10 |
100108 |
307.80 |
308.00 |
305.20 |
306.80 |
-0.20 |
3,298 |
2,829 |
-1,122 |
Mar10 |
100108 |
299.50 |
299.90 |
296.10 |
298.30 |
+0.10 |
42,045 |
78,785 |
-1,181 |
May10 |
100108 |
295.00 |
295.10 |
291.10 |
293.10 |
-0.20 |
6,688 |
29,794 |
+432 |
Jul10 |
100108 |
294.00 |
294.80 |
291.10 |
293.10 |
-0.10 |
3,696 |
23,679 |
+101 |
Aug10 |
100108 |
292.10 |
293.40 |
290.90 |
292.20 |
+0.30 |
555 |
5,215 |
+169 |
Sep10 |
100108 |
289.10 |
289.70 |
287.50 |
289.20 |
+1.00 |
535 |
5,916 |
+146 |
Oct10 |
100108 |
280.60 |
282.50 |
277.00 |
281.50 |
+1.00 |
842 |
3,232 |
+60 |
Dec10 |
100108 |
279.40 |
281.40 |
277.00 |
280.30 |
+1.10 |
2,847 |
13,717 |
+649 |
Total Volume and Open Interest |
60,633 |
164,610 |
-683 |
Soybean Oil(CBOT) |
Jan10 |
100108 |
39.95 |
39.95 |
39.17 |
39.53 |
-0.46 |
4,976 |
4,213 |
-1,992 |
Mar10 |
100108 |
40.26 |
40.39 |
39.51 |
39.91 |
-0.45 |
43,318 |
125,528 |
+824 |
May10 |
100108 |
40.72 |
40.76 |
39.90 |
40.31 |
-0.44 |
8,979 |
32,151 |
-356 |
Jul10 |
100108 |
41.10 |
41.10 |
40.30 |
40.69 |
-0.42 |
3,530 |
20,780 |
-382 |
Aug10 |
100108 |
40.73 |
41.26 |
40.47 |
40.84 |
-0.42 |
61 |
2,426 |
-18 |
Sep10 |
100108 |
41.05 |
41.07 |
40.60 |
40.99 |
-0.41 |
392 |
2,140 |
+9 |
Oct10 |
100108 |
40.86 |
41.17 |
40.65 |
41.09 |
-0.44 |
578 |
1,428 |
-54 |
Dec10 |
100108 |
41.74 |
41.79 |
40.97 |
41.40 |
-0.45 |
3,427 |
16,033 |
+99 |
Total Volume and Open Interest |
65,263 |
204,797 |
-1,869 |
Canola(WCE) |
Jan10 |
100108 |
401.4 |
401.4 |
401.4 |
401.4 |
-6.5 |
5 |
0 |
-5 |
Mar10 |
100108 |
405.5 |
405.5 |
398.6 |
399.4 |
-6.5 |
9,146 |
79,821 |
-690 |
May10 |
100108 |
409.2 |
409.3 |
405.5 |
406.1 |
-6.5 |
685 |
7,703 |
+384 |
Jul10 |
100108 |
415.0 |
415.0 |
410.7 |
411.2 |
-6.4 |
660 |
7,626 |
+279 |
Nov10 |
100108 |
419.0 |
419.0 |
412.7 |
416.0 |
-3.6 |
588 |
6,436 |
+213 |
Total Volume and Open Interest |
11,084 |
101,984 |
+181 |
Corn(CBOT) |
Mar10 |
100108 |
417.50 |
423.75 |
415.00 |
423.00 |
+5.50 |
137,395 |
505,870 |
+6,198 |
May10 |
100108 |
428.00 |
434.00 |
425.50 |
433.25 |
+5.25 |
30,454 |
135,510 |
+3,055 |
Jul10 |
100108 |
436.75 |
442.75 |
433.75 |
441.75 |
+5.00 |
21,703 |
121,234 |
+1,592 |
Sep10 |
100108 |
440.00 |
446.00 |
438.00 |
445.75 |
+5.75 |
4,310 |
39,984 |
+965 |
Dec10 |
100108 |
443.50 |
449.00 |
441.00 |
449.00 |
+5.50 |
26,326 |
213,731 |
+3,603 |
Mar11 |
100108 |
452.75 |
458.00 |
450.75 |
458.00 |
+5.00 |
1,695 |
16,294 |
+542 |
Total Volume and Open Interest |
223,531 |
1,057,450 |
+16,425 |
Wheat(CBOT) |
Mar10 |
100108 |
557.50 |
570.00 |
545.25 |
568.50 |
+10.75 |
33,873 |
180,173 |
-1,491 |
May10 |
100108 |
568.00 |
582.00 |
558.00 |
580.75 |
+10.75 |
4,629 |
46,367 |
+798 |
Jul10 |
100108 |
578.25 |
592.00 |
567.25 |
590.50 |
+10.50 |
4,257 |
65,566 |
+197 |
Sep10 |
100108 |
592.25 |
606.50 |
590.75 |
604.50 |
+10.75 |
258 |
16,934 |
+50 |
Dec10 |
100108 |
612.75 |
628.50 |
605.25 |
627.50 |
+11.75 |
3,203 |
51,994 |
+491 |
Total Volume and Open Interest |
46,740 |
366,990 |
+281 |
Wheat(KCBT) |
Mar10 |
100108 |
550.25 |
562.00 |
540.75 |
560.00 |
+9.75 |
7,454 |
59,606 |
-405 |
May10 |
100108 |
561.00 |
573.00 |
555.00 |
571.25 |
+10.00 |
1,161 |
14,408 |
+328 |
Jul10 |
100108 |
572.75 |
585.00 |
564.00 |
582.75 |
+9.50 |
1,365 |
29,750 |
+249 |
Sep10 |
100108 |
585.00 |
595.75 |
584.50 |
594.25 |
+9.50 |
130 |
3,675 |
+29 |
Dec10 |
100108 |
599.75 |
614.50 |
599.75 |
612.50 |
+9.00 |
1,579 |
36,796 |
+236 |
Total Volume and Open Interest |
11,772 |
145,343 |
+507 |
Wheat(MGE) |
Mar10 |
100108 |
561.75 |
576.50 |
553.00 |
575.00 |
+11.50 |
4,154 |
18,970 |
-267 |
May10 |
100108 |
573.00 |
587.50 |
566.25 |
586.00 |
+12.50 |
463 |
6,631 |
+167 |
Jul10 |
100108 |
584.50 |
599.50 |
580.50 |
598.25 |
+9.50 |
230 |
8,872 |
-65 |
Sep10 |
100108 |
591.50 |
610.75 |
591.25 |
610.00 |
+10.00 |
175 |
3,564 |
+27 |
Dec10 |
100108 |
609.50 |
628.00 |
607.25 |
627.25 |
+9.75 |
184 |
8,018 |
-55 |
Total Volume and Open Interest |
5,277 |
46,652 |
-166 |
Oats(CBOT) |
Mar10 |
100108 |
273.00 |
276.50 |
271.50 |
275.00 |
+1.00 |
450 |
9,337 |
+115 |
May10 |
100108 |
281.00 |
284.00 |
281.00 |
283.25 |
+1.00 |
33 |
1,049 |
+7 |
Jul10 |
100108 |
290.50 |
291.75 |
290.50 |
291.75 |
+1.00 |
0 |
804 |
+0 |
Sep10 |
100108 |
299.25 |
299.25 |
298.25 |
299.25 |
+1.00 |
0 |
350 |
+0 |
Total Volume and Open Interest |
489 |
12,178 |
+128 |
Rough Rice(CBOT) |
Jan10 |
100108 |
14.73 |
14.73 |
14.70 |
14.70 |
-0.01 |
40 |
180 |
-25 |
Mar10 |
100108 |
14.98 |
15.04 |
14.78 |
14.95 |
-0.06 |
242 |
12,992 |
+59 |
May10 |
100108 |
15.27 |
15.27 |
15.15 |
15.20 |
-0.07 |
0 |
495 |
+0 |
Jul10 |
100108 |
15.32 |
15.51 |
15.32 |
15.44 |
-0.07 |
0 |
550 |
+0 |
Total Volume and Open Interest |
316 |
15,562 |
+50 |
Live Cattle(CME) |
Feb10 |
100108 |
85.785 |
86.180 |
85.400 |
85.830 |
-0.100 |
18,311 |
111,303 |
-1,728 |
Apr10 |
100108 |
89.400 |
89.900 |
88.900 |
89.800 |
+0.350 |
11,639 |
82,262 |
+1,702 |
Jun10 |
100108 |
87.800 |
88.050 |
87.350 |
88.035 |
unch |
8,707 |
47,776 |
+2,556 |
Aug10 |
100108 |
87.650 |
87.900 |
87.350 |
87.830 |
-0.020 |
1,402 |
10,450 |
+215 |
Oct10 |
100108 |
90.000 |
90.080 |
89.650 |
90.080 |
unch |
634 |
9,804 |
+380 |
Dec10 |
100108 |
90.535 |
90.700 |
90.250 |
90.700 |
+0.150 |
36 |
2,191 |
+11 |
Total Volume and Open Interest |
40,786 |
265,226 |
+3,189 |
Feeder Cattle(CME) |
Jan10 |
100108 |
96.250 |
96.550 |
95.750 |
96.350 |
-0.100 |
429 |
4,759 |
-92 |
Mar10 |
100108 |
96.635 |
96.750 |
96.135 |
96.650 |
-0.180 |
1,277 |
14,294 |
-152 |
Apr10 |
100108 |
97.800 |
97.800 |
97.285 |
97.600 |
-0.300 |
313 |
4,276 |
+25 |
May10 |
100108 |
98.330 |
98.600 |
98.050 |
98.600 |
-0.185 |
94 |
3,942 |
+25 |
Aug10 |
100108 |
99.650 |
99.900 |
99.500 |
99.900 |
-0.200 |
77 |
1,700 |
+19 |
Sep10 |
100108 |
99.950 |
99.980 |
99.750 |
99.950 |
-0.050 |
1 |
27 |
+1 |
Oct10 |
100108 |
99.500 |
99.750 |
99.500 |
99.750 |
-0.100 |
0 |
36 |
+0 |
Total Volume and Open Interest |
2,191 |
29,038 |
-174 |
Lean Hogs(CME) |
Feb10 |
100108 |
67.430 |
67.900 |
66.900 |
67.250 |
+0.150 |
16,863 |
68,065 |
-239 |
Apr10 |
100108 |
71.285 |
71.535 |
70.580 |
71.430 |
+0.530 |
8,468 |
58,450 |
+2,292 |
May10 |
100108 |
75.800 |
76.000 |
75.600 |
75.950 |
+0.250 |
496 |
3,972 |
+368 |
Jun10 |
100108 |
79.150 |
79.600 |
78.750 |
79.475 |
+0.525 |
5,849 |
34,438 |
+2,417 |
Jul10 |
100108 |
77.350 |
77.800 |
77.250 |
77.750 |
+0.500 |
1,447 |
11,846 |
+787 |
Aug10 |
100108 |
76.000 |
76.900 |
75.950 |
76.725 |
+0.475 |
614 |
8,401 |
+212 |
Oct10 |
100108 |
67.930 |
68.500 |
67.700 |
68.500 |
+0.600 |
253 |
3,444 |
+79 |
Dec10 |
100108 |
67.000 |
67.400 |
66.550 |
67.400 |
unch |
87 |
2,179 |
+9 |
Total Volume and Open Interest |
34,091 |
191,017 |
+5,930 |
Pork Bellies(CME) |
Feb10 |
100108 |
87.500 |
89.000 |
86.300 |
87.500 |
+0.100 |
54 |
227 |
-11 |
Mar10 |
100108 |
86.600 |
88.450 |
86.600 |
86.600 |
unch |
0 |
101 |
+0 |
May10 |
100108 |
90.500 |
90.500 |
90.500 |
90.500 |
unch |
0 |
119 |
+0 |
Jul10 |
100108 |
91.000 |
91.000 |
91.000 |
91.000 |
unch |
0 |
23 |
+0 |
Aug10 |
100108 |
86.000 |
86.000 |
86.000 |
86.000 |
unch |
0 |
15 |
+0 |
Total Volume and Open Interest |
54 |
485 |
-11 |
Class III Milk(CME) |
Jan10 |
100108 |
14.20 |
14.39 |
14.20 |
14.33 |
+0.15 |
98 |
3,950 |
+6 |
Feb10 |
100108 |
13.74 |
13.97 |
13.72 |
13.83 |
+0.20 |
295 |
4,585 |
+71 |
Mar10 |
100108 |
14.18 |
14.26 |
14.09 |
14.18 |
+0.09 |
221 |
3,342 |
+109 |
Apr10 |
100108 |
14.35 |
14.41 |
14.28 |
14.38 |
+0.04 |
341 |
2,460 |
+216 |
May10 |
100108 |
14.70 |
14.83 |
14.68 |
14.83 |
+0.08 |
259 |
2,007 |
+106 |
Total Volume and Open Interest |
1,991 |
25,521 |
+1,014 |
Cocoa(ICE) |
Mar10 |
100108 |
3281 |
3326 |
3281 |
3296 |
-13 |
6,253 |
70,206 |
-931 |
May10 |
100108 |
3307 |
3348 |
3307 |
3318 |
-16 |
2,822 |
27,533 |
+1,768 |
Jul10 |
100108 |
3342 |
3342 |
3316 |
3319 |
-12 |
238 |
9,065 |
-616 |
Sep10 |
100108 |
3315 |
3315 |
3315 |
3315 |
-11 |
125 |
6,293 |
+13 |
Dec10 |
100108 |
3301 |
3301 |
3301 |
3301 |
-9 |
20 |
5,126 |
+13 |
Mar11 |
100108 |
3289 |
3296 |
3289 |
3296 |
-10 |
12 |
8,039 |
+8 |
May11 |
100108 |
3301 |
3301 |
3301 |
3301 |
-12 |
0 |
4,263 |
+0 |
Total Volume and Open Interest |
9,470 |
132,762 |
+255 |
Coffee "C"(ICE) |
Mar10 |
100108 |
142.45 |
146.00 |
141.95 |
145.35 |
+3.45 |
7,037 |
76,260 |
-703 |
May10 |
100108 |
143.75 |
147.75 |
143.75 |
147.20 |
+3.45 |
1,624 |
28,374 |
+396 |
Jul10 |
100108 |
145.80 |
149.00 |
145.80 |
148.70 |
+3.45 |
791 |
6,356 |
+205 |
Sep10 |
100108 |
146.90 |
150.60 |
146.90 |
150.10 |
+3.50 |
204 |
6,906 |
+37 |
Dec10 |
100108 |
148.90 |
151.80 |
148.90 |
151.70 |
+3.45 |
14 |
6,976 |
+1 |
Mar11 |
100108 |
151.50 |
153.40 |
151.50 |
153.15 |
+3.45 |
7 |
2,306 |
+3 |
Total Volume and Open Interest |
9,918 |
127,610 |
-9 |
Orange Juice(ICE) |
Jan10 |
100108 |
143.50 |
146.70 |
143.50 |
146.70 |
+8.25 |
23 |
11 |
-39 |
Mar10 |
100108 |
145.50 |
151.15 |
145.25 |
151.15 |
+10.00 |
2,210 |
26,337 |
-114 |
May10 |
100108 |
149.25 |
154.60 |
149.25 |
154.40 |
+9.80 |
269 |
5,514 |
+197 |
Jul10 |
100108 |
152.00 |
157.45 |
152.00 |
157.05 |
+9.60 |
76 |
2,095 |
+51 |
Sep10 |
100108 |
155.50 |
158.20 |
155.20 |
157.55 |
+9.35 |
8 |
733 |
+4 |
Nov10 |
100108 |
157.55 |
157.55 |
157.55 |
157.55 |
+9.60 |
31 |
361 |
+145 |
Total Volume and Open Interest |
2,646 |
35,295 |
+242 |
Sugar #11(ICE) |
Mar10 |
100108 |
27.93 |
28.35 |
27.31 |
27.53 |
-0.47 |
50,819 |
327,823 |
-6,320 |
May10 |
100108 |
26.70 |
27.11 |
26.04 |
26.25 |
-0.45 |
36,601 |
152,667 |
-411 |
Jul10 |
100108 |
23.98 |
24.12 |
23.16 |
23.36 |
-0.65 |
27,619 |
140,309 |
+3,133 |
Oct10 |
100108 |
22.35 |
22.35 |
21.47 |
21.70 |
-0.68 |
10,922 |
101,008 |
-126 |
Mar11 |
100108 |
20.80 |
20.80 |
19.92 |
20.16 |
-0.65 |
3,490 |
51,854 |
+161 |
Total Volume and Open Interest |
130,695 |
846,020 |
-3,276 |
London Cocoa(LCE) |
Mar10 |
100108 |
2273 |
2285 |
2263 |
2270 |
-14 |
5,247 |
63,568 |
+697 |
May10 |
100108 |
2280 |
2292 |
2271 |
2276 |
-14 |
2,837 |
52,474 |
+398 |
Jul10 |
100108 |
2251 |
2268 |
2250 |
2253 |
-15 |
933 |
23,847 |
+21 |
Sep10 |
100108 |
2218 |
2230 |
2218 |
2219 |
-15 |
91 |
13,129 |
+14 |
Dec10 |
100108 |
2185 |
2195 |
2182 |
2184 |
-13 |
25 |
9,724 |
+0 |
Mar11 |
100108 |
2165 |
2175 |
2165 |
2167 |
+5 |
0 |
8,562 |
+0 |
May11 |
100108 |
2153 |
2153 |
2153 |
2153 |
+11 |
0 |
1,386 |
+0 |
Total Volume and Open Interest |
9,133 |
172,690 |
+1,130 |
London Sugar(LCE) |
Cotton(ICE) |
Mar10 |
100108 |
72.95 |
73.40 |
72.43 |
72.44 |
-0.45 |
11,115 |
116,701 |
-3,167 |
May10 |
100108 |
74.32 |
74.45 |
73.60 |
73.61 |
-0.46 |
1,644 |
25,866 |
+152 |
Jul10 |
100108 |
74.82 |
74.95 |
74.21 |
74.27 |
-0.35 |
772 |
23,254 |
+91 |
Oct10 |
100108 |
73.97 |
73.97 |
73.97 |
73.97 |
-0.28 |
0 |
158 |
+0 |
Dec10 |
100108 |
74.69 |
74.80 |
74.05 |
74.14 |
-0.38 |
189 |
16,309 |
+635 |
Mar11 |
100108 |
75.52 |
75.52 |
75.52 |
75.52 |
-0.45 |
3 |
333 |
-3 |
Total Volume and Open Interest |
13,733 |
183,474 |
-2,282 |
Lumber(CME) |
Jan10 |
100108 |
208.2 |
210.5 |
206.7 |
209.0 |
+2.5 |
216 |
763 |
-128 |
Mar10 |
100108 |
233.3 |
235.5 |
231.5 |
233.5 |
+1.5 |
386 |
5,735 |
+58 |
May10 |
100108 |
253.0 |
256.0 |
252.1 |
255.0 |
+2.1 |
151 |
1,624 |
+27 |
Jul10 |
100108 |
262.2 |
264.9 |
262.2 |
264.9 |
+3.9 |
21 |
328 |
+17 |
Total Volume and Open Interest |
786 |
8,598 |
-24 |
Crude Oil(NYM) |
Feb10 |
100108 |
82.65 |
83.47 |
81.80 |
82.75 |
+0.09 |
246,632 |
262,309 |
-12,734 |
Mar10 |
100108 |
83.22 |
83.98 |
82.40 |
83.30 |
+0.11 |
112,493 |
196,110 |
+5,567 |
Apr10 |
100108 |
83.67 |
84.50 |
83.00 |
83.87 |
+0.12 |
42,910 |
79,734 |
+7,571 |
May10 |
100108 |
84.21 |
85.02 |
83.62 |
84.47 |
+0.18 |
18,842 |
49,369 |
+4,836 |
Jun10 |
100108 |
84.83 |
85.53 |
84.10 |
85.01 |
+0.26 |
22,941 |
106,451 |
+218 |
Jul10 |
100108 |
84.93 |
85.99 |
84.61 |
85.53 |
+0.33 |
3,191 |
36,502 |
+1,003 |
Aug10 |
100108 |
85.43 |
85.97 |
85.01 |
85.97 |
+0.37 |
1,041 |
16,276 |
-28 |
Sep10 |
100108 |
85.57 |
86.41 |
85.41 |
86.41 |
+0.39 |
1,449 |
28,789 |
+513 |
Oct10 |
100108 |
86.37 |
86.86 |
85.85 |
86.86 |
+0.40 |
1,757 |
18,297 |
+922 |
Nov10 |
100108 |
86.81 |
87.31 |
86.31 |
87.31 |
+0.41 |
1,792 |
21,771 |
+112 |
Dec10 |
100108 |
87.00 |
88.18 |
86.73 |
87.77 |
+0.41 |
17,760 |
169,395 |
+1,008 |
Jan11 |
100108 |
87.58 |
88.10 |
87.45 |
88.10 |
+0.42 |
588 |
19,656 |
-42 |
Feb11 |
100108 |
88.35 |
88.38 |
88.35 |
88.38 |
+0.45 |
252 |
9,734 |
-49 |
Mar11 |
100108 |
88.66 |
88.66 |
88.66 |
88.66 |
+0.46 |
141 |
6,561 |
+56 |
Apr11 |
100108 |
88.92 |
88.92 |
88.92 |
88.92 |
+0.46 |
20 |
9,261 |
+0 |
May11 |
100108 |
89.14 |
89.14 |
89.14 |
89.14 |
+0.46 |
4 |
3,713 |
+0 |
Total Volume and Open Interest |
485,679 |
1,277,089 |
+12,383 |
e-miNY Crude Oil(NYM) |
Jan10 |
091218 |
72.850 |
74.675 |
72.550 |
73.350 |
+0.700 |
8,590 |
3,806 |
-360 |
Feb10 |
100108 |
82.650 |
83.475 |
81.800 |
82.750 |
+0.100 |
8,382 |
4,996 |
-649 |
Mar10 |
100108 |
83.250 |
83.950 |
82.425 |
83.300 |
+0.100 |
395 |
1,643 |
+66 |
Apr10 |
100108 |
83.475 |
84.350 |
83.000 |
83.875 |
+0.125 |
25 |
242 |
-31 |
May10 |
100108 |
84.050 |
84.475 |
84.050 |
84.475 |
+0.175 |
3 |
82 |
-3 |
Jun10 |
100108 |
85.125 |
85.150 |
85.000 |
85.000 |
+0.250 |
0 |
11 |
+0 |
Jul10 |
100108 |
85.525 |
85.525 |
85.525 |
85.525 |
+0.325 |
0 |
8 |
+0 |
Aug10 |
100108 |
85.975 |
85.975 |
85.975 |
85.975 |
+0.375 |
0 |
2 |
+0 |
Sep10 |
100108 |
86.400 |
86.400 |
86.400 |
86.400 |
+0.375 |
1 |
1 |
+1 |
Oct10 |
100108 |
86.850 |
86.850 |
86.850 |
86.850 |
+0.400 |
0 |
2 |
+0 |
Total Volume and Open Interest |
8,806 |
7,087 |
-616 |
Heating Oil(NYM) |
Feb10 |
100108 |
218.64 |
220.81 |
215.87 |
220.03 |
+1.67 |
43,317 |
94,206 |
-3,354 |
Mar10 |
100108 |
219.51 |
221.45 |
216.90 |
220.69 |
+1.23 |
18,621 |
59,588 |
+3,339 |
Apr10 |
100108 |
219.25 |
221.50 |
217.19 |
220.83 |
+1.08 |
8,986 |
33,703 |
+1,798 |
May10 |
100108 |
220.16 |
221.73 |
218.55 |
221.14 |
+0.99 |
5,099 |
19,886 |
+875 |
Jun10 |
100108 |
220.13 |
222.44 |
218.20 |
221.61 |
+0.87 |
7,236 |
37,509 |
+924 |
Jul10 |
100108 |
220.90 |
223.50 |
220.90 |
222.97 |
+0.85 |
858 |
11,434 |
+149 |
Aug10 |
100108 |
223.04 |
225.31 |
222.35 |
224.69 |
+0.77 |
267 |
4,330 |
+6 |
Sep10 |
100108 |
225.45 |
226.89 |
225.00 |
226.89 |
+0.67 |
1,139 |
8,151 |
+312 |
Oct10 |
100108 |
227.79 |
229.29 |
227.50 |
229.29 |
+0.57 |
926 |
6,982 |
+246 |
Nov10 |
100108 |
229.90 |
231.64 |
229.90 |
231.64 |
+0.52 |
534 |
6,289 |
-90 |
Dec10 |
100108 |
232.64 |
234.12 |
232.40 |
233.99 |
+0.47 |
1,373 |
16,730 |
-104 |
Jan11 |
100108 |
236.14 |
236.29 |
236.14 |
236.29 |
+0.45 |
83 |
6,546 |
+16 |
Total Volume and Open Interest |
89,524 |
325,326 |
+4,296 |
Gasoline(NYMEX) |
Feb10 |
100108 |
213.70 |
217.20 |
211.62 |
215.53 |
+2.04 |
41,985 |
91,481 |
-171 |
Mar10 |
100108 |
214.73 |
218.14 |
213.06 |
216.53 |
+1.62 |
18,857 |
49,860 |
+2,174 |
Apr10 |
100108 |
225.07 |
227.95 |
223.74 |
226.53 |
+1.12 |
10,993 |
35,664 |
+1,401 |
May10 |
100108 |
225.70 |
228.09 |
224.58 |
227.38 |
+1.06 |
2,720 |
16,204 |
+504 |
Jun10 |
100108 |
226.37 |
229.19 |
225.86 |
227.94 |
+1.01 |
3,798 |
18,194 |
+346 |
Jul10 |
100108 |
227.75 |
228.05 |
227.75 |
227.90 |
+0.92 |
1,867 |
8,282 |
+718 |
Aug10 |
100108 |
227.52 |
227.52 |
227.52 |
227.52 |
+0.85 |
484 |
5,955 |
+8 |
Sep10 |
100108 |
225.50 |
226.91 |
225.50 |
226.72 |
+0.77 |
472 |
6,583 |
+32 |
Oct10 |
100108 |
216.87 |
216.87 |
216.87 |
216.87 |
+0.72 |
55 |
2,970 |
+3 |
Nov10 |
100108 |
216.02 |
216.02 |
216.02 |
216.02 |
+0.69 |
107 |
9,332 |
+42 |
Total Volume and Open Interest |
81,527 |
256,842 |
+5,057 |
e-miNY RBOB Gasoline(NYM) |
Feb10 |
100108 |
215.50 |
216.80 |
215.50 |
215.50 |
+2.00 |
8 |
13 |
+8 |
Mar10 |
100108 |
216.50 |
216.53 |
216.50 |
216.50 |
+1.60 |
|
|
|
Apr10 |
100108 |
226.50 |
226.53 |
226.50 |
226.50 |
+1.10 |
|
|
|
May10 |
100108 |
227.40 |
227.40 |
227.38 |
227.40 |
+1.10 |
|
|
|
Total Volume and Open Interest |
8 |
13 |
+8 |
Natural Gas(NYM) |
Feb10 |
100108 |
5.827 |
5.853 |
5.621 |
5.749 |
-0.057 |
135,113 |
119,093 |
-3,365 |
Mar10 |
100108 |
5.763 |
5.810 |
5.586 |
5.712 |
-0.044 |
50,039 |
139,262 |
-119 |
Apr10 |
100108 |
5.703 |
5.741 |
5.546 |
5.664 |
-0.040 |
32,131 |
78,787 |
-470 |
May10 |
100108 |
5.763 |
5.785 |
5.588 |
5.707 |
-0.036 |
13,018 |
46,971 |
+3,029 |
Jun10 |
100108 |
5.816 |
5.816 |
5.651 |
5.773 |
-0.036 |
5,971 |
24,752 |
+460 |
Jul10 |
100108 |
5.760 |
5.848 |
5.734 |
5.848 |
-0.035 |
4,426 |
21,408 |
+386 |
Aug10 |
100108 |
5.940 |
5.980 |
5.800 |
5.913 |
-0.035 |
2,629 |
32,324 |
+314 |
Sep10 |
100108 |
5.829 |
5.946 |
5.829 |
5.943 |
-0.034 |
1,309 |
21,755 |
+63 |
Oct10 |
100108 |
6.030 |
6.043 |
5.932 |
6.043 |
-0.037 |
9,296 |
45,365 |
-506 |
Nov10 |
100108 |
6.360 |
6.360 |
6.272 |
6.343 |
-0.032 |
1,007 |
11,586 |
+75 |
Dec10 |
100108 |
6.723 |
6.723 |
6.590 |
6.673 |
-0.017 |
2,374 |
22,756 |
+178 |
Jan11 |
100108 |
6.880 |
6.893 |
6.796 |
6.893 |
-0.012 |
5,910 |
23,936 |
+880 |
Feb11 |
100108 |
6.860 |
6.860 |
6.774 |
6.858 |
-0.012 |
847 |
8,219 |
+513 |
Mar11 |
100108 |
6.650 |
6.670 |
6.609 |
6.670 |
-0.010 |
1,732 |
21,829 |
+757 |
Apr11 |
100108 |
6.043 |
6.080 |
6.019 |
6.080 |
+0.010 |
1,164 |
17,155 |
+542 |
May11 |
100108 |
5.990 |
6.045 |
5.960 |
6.045 |
+0.010 |
205 |
9,610 |
-111 |
Total Volume and Open Interest |
267,835 |
739,163 |
+2,636 |
Brent Crude Oil(ICE) |
Feb10 |
100108 |
81.51 |
82.05 |
80.59 |
81.37 |
-0.14 |
127,310 |
144,865 |
-18,714 |
Mar10 |
100108 |
82.00 |
82.55 |
81.05 |
81.94 |
-0.03 |
117,052 |
189,084 |
+8,425 |
Apr10 |
100108 |
82.27 |
83.17 |
81.69 |
82.61 |
unch |
46,212 |
78,681 |
+7,345 |
May10 |
100108 |
82.90 |
83.83 |
82.33 |
83.28 |
+0.05 |
18,457 |
38,922 |
+2,802 |
Jun10 |
100108 |
83.46 |
84.40 |
82.92 |
83.89 |
+0.10 |
22,796 |
62,475 |
+1,201 |
Jul10 |
100108 |
83.96 |
84.88 |
83.65 |
84.43 |
+0.12 |
4,230 |
17,650 |
-273 |
Aug10 |
100108 |
84.48 |
85.38 |
84.18 |
84.95 |
+0.13 |
2,070 |
15,501 |
+406 |
Sep10 |
100108 |
84.94 |
85.85 |
84.68 |
85.43 |
+0.14 |
1,954 |
9,278 |
+298 |
Oct10 |
100108 |
85.51 |
86.25 |
85.20 |
85.92 |
+0.15 |
1,528 |
12,991 |
+303 |
Nov10 |
100108 |
86.50 |
86.50 |
86.42 |
86.42 |
+0.15 |
941 |
11,333 |
+884 |
Dec10 |
100108 |
86.38 |
87.38 |
85.96 |
86.96 |
+0.17 |
9,730 |
75,218 |
-608 |
Jan11 |
100108 |
87.41 |
87.41 |
87.41 |
87.41 |
+0.17 |
927 |
9,032 |
+238 |
Feb11 |
100108 |
87.83 |
87.83 |
87.83 |
87.83 |
+0.18 |
184 |
4,842 |
+0 |
Mar11 |
100108 |
88.21 |
88.21 |
88.21 |
88.21 |
+0.18 |
297 |
4,627 |
+136 |
Total Volume and Open Interest |
356,382 |
776,685 |
+4,640 |
Gas Oil(ICE) |
Jan10 |
100108 |
656.00 |
664.00 |
651.50 |
656.25 |
-4.00 |
37,517 |
58,990 |
-13,115 |
Feb10 |
100108 |
665.00 |
671.50 |
658.75 |
663.50 |
-4.25 |
71,364 |
135,984 |
+5,264 |
Mar10 |
100108 |
670.50 |
677.25 |
665.00 |
669.75 |
-4.25 |
36,210 |
62,434 |
+3,573 |
Apr10 |
100108 |
676.25 |
682.75 |
670.50 |
675.25 |
-4.50 |
12,143 |
39,352 |
+1,084 |
May10 |
100108 |
681.75 |
686.75 |
678.75 |
681.00 |
-4.50 |
7,171 |
27,744 |
+916 |
Jun10 |
100108 |
687.50 |
692.00 |
683.00 |
687.00 |
-4.50 |
7,698 |
41,994 |
-1,344 |
Jul10 |
100108 |
693.75 |
700.25 |
690.50 |
693.00 |
-4.75 |
2,769 |
19,834 |
+897 |
Aug10 |
100108 |
699.75 |
702.00 |
696.25 |
699.25 |
-4.75 |
2,180 |
19,228 |
+331 |
Sep10 |
100108 |
702.25 |
707.50 |
702.25 |
705.25 |
-4.75 |
2,193 |
19,269 |
+117 |
Oct10 |
100108 |
711.50 |
713.75 |
707.75 |
710.75 |
-4.75 |
1,064 |
11,678 |
+399 |
Total Volume and Open Interest |
186,721 |
562,364 |
-743 |
Ethanol(CBOT) |
Jan10 |
100106 |
1.949 |
1.958 |
1.941 |
1.957 |
+0.010 |
21 |
369 |
-4 |
Feb10 |
100108 |
1.920 |
1.925 |
1.903 |
1.918 |
-0.001 |
62 |
949 |
-37 |
Mar10 |
100108 |
1.902 |
1.928 |
1.902 |
1.919 |
unch |
35 |
930 |
+13 |
Apr10 |
100108 |
1.914 |
1.938 |
1.914 |
1.930 |
+0.010 |
39 |
1,108 |
+12 |
May10 |
100108 |
1.913 |
1.935 |
1.913 |
1.927 |
+0.017 |
53 |
412 |
+2 |
Jun10 |
100108 |
1.909 |
1.938 |
1.909 |
1.919 |
+0.015 |
3 |
380 |
+0 |
Jul10 |
100108 |
1.880 |
1.935 |
1.880 |
1.919 |
+0.020 |
3 |
547 |
+1 |
Aug10 |
100108 |
1.870 |
1.904 |
1.870 |
1.886 |
+0.018 |
11 |
470 |
+1 |
Total Volume and Open Interest |
266 |
6,727 |
+9 |
US Dollar Index(ICE) |
Mar10 |
100108 |
78.200 |
78.435 |
77.545 |
77.655 |
-0.450 |
15,311 |
54,180 |
-725 |
Jun10 |
100108 |
78.510 |
78.615 |
77.980 |
78.015 |
-0.445 |
5 |
4,941 |
-1 |
Sep10 |
100108 |
78.015 |
78.015 |
78.015 |
78.015 |
-0.445 |
0 |
1 |
+0 |
Total Volume and Open Interest |
15,316 |
59,122 |
-726 |
Australian Dollar(CME) |
Mar10 |
100108 |
91.08 |
91.92 |
90.62 |
91.79 |
+0.56 |
63,663 |
114,708 |
+4,484 |
Jun10 |
100108 |
89.87 |
90.95 |
89.70 |
90.83 |
+0.55 |
1,261 |
3,003 |
+1,100 |
Sep10 |
100108 |
89.83 |
89.83 |
89.30 |
89.83 |
+0.53 |
0 |
18 |
+0 |
Total Volume and Open Interest |
64,924 |
117,729 |
+5,584 |
British Pound(CME) |
Mar10 |
100108 |
159.24 |
161.05 |
159.08 |
160.27 |
+0.92 |
90,873 |
89,496 |
-3,968 |
Jun10 |
100108 |
159.30 |
160.94 |
159.16 |
160.18 |
+0.92 |
195 |
716 |
+68 |
Sep10 |
100108 |
160.11 |
160.54 |
159.19 |
160.11 |
+0.92 |
8 |
79 |
+8 |
Total Volume and Open Interest |
91,076 |
90,294 |
-3,892 |
Canadian Dollar(CME) |
Mar10 |
100108 |
96.65 |
97.25 |
96.28 |
96.91 |
+0.20 |
63,540 |
111,817 |
+2,439 |
Jun10 |
100108 |
96.80 |
97.11 |
96.29 |
96.90 |
+0.20 |
439 |
1,448 |
+6 |
Sep10 |
100108 |
96.65 |
97.05 |
96.45 |
96.87 |
+0.20 |
21 |
625 |
-14 |
Dec10 |
100108 |
96.49 |
96.95 |
96.40 |
96.79 |
+0.20 |
1 |
494 |
+1 |
Total Volume and Open Interest |
64,001 |
114,441 |
+2,432 |
Japanese Yen(CME) |
Mar10 |
100108 |
106.90 |
108.43 |
106.79 |
108.01 |
+0.61 |
111,567 |
113,625 |
+1,728 |
Jun10 |
100108 |
106.93 |
108.43 |
106.90 |
108.08 |
+0.62 |
109 |
344 |
+4 |
Sep10 |
100108 |
108.21 |
108.32 |
107.55 |
108.21 |
+0.62 |
1 |
196 |
+1 |
Total Volume and Open Interest |
111,677 |
114,189 |
+1,733 |
Swiss Franc(CME) |
Mar10 |
100108 |
96.68 |
97.94 |
96.32 |
97.71 |
+0.85 |
45,782 |
35,480 |
-1,767 |
Jun10 |
100108 |
97.20 |
98.00 |
96.87 |
97.77 |
+0.84 |
29 |
123 |
+0 |
Sep10 |
100108 |
96.92 |
97.86 |
96.92 |
97.86 |
+0.83 |
1 |
4 |
+0 |
Total Volume and Open Interest |
45,812 |
35,609 |
-1,767 |
EuroFX(CME) |
Mar10 |
100108 |
143.06 |
144.38 |
142.61 |
144.15 |
+0.90 |
243,923 |
159,699 |
+5,146 |
Jun10 |
100108 |
142.97 |
144.34 |
142.59 |
144.10 |
+0.90 |
188 |
1,307 |
+20 |
Sep10 |
100108 |
144.01 |
144.01 |
142.77 |
144.01 |
+0.89 |
29 |
660 |
+4 |
Total Volume and Open Interest |
244,143 |
161,681 |
+5,170 |
Mexican Peso(CME) |
Jan10 |
100108 |
788.0 |
788.0 |
785.0 |
788.0 |
+3.0 |
|
|
|
Feb10 |
100108 |
785.0 |
785.0 |
782.0 |
785.0 |
+3.0 |
0 |
3 |
+0 |
Total Volume and Open Interest |
13,297 |
100,508 |
+1,914 |
30-Year T-Bonds(CBOT) |
Mar10 |
100108 |
115~060 |
115~250 |
114~240 |
115~150 |
+0~060 |
244,454 |
651,459 |
-8,434 |
Jun10 |
100108 |
113~140 |
114~090 |
113~130 |
114~000 |
+0~050 |
133 |
337 |
+121 |
Sep10 |
100108 |
112~170 |
112~170 |
112~130 |
112~170 |
+0~040 |
0 |
1 |
+0 |
Total Volume and Open Interest |
244,587 |
651,797 |
-8,313 |
10-Year T-Notes(CBOT) |
Mar10 |
100108 |
115~255 |
116~100 |
115~190 |
116~010 |
+0~060 |
689,962 |
1,215,023 |
-1,205 |
Jun10 |
100108 |
114~160 |
114~240 |
114~090 |
114~150 |
+0~030 |
85 |
374 |
+58 |
Sep10 |
100108 |
112~290 |
112~290 |
112~290 |
112~290 |
unch |
|
|
|
Total Volume and Open Interest |
690,047 |
1,215,397 |
-1,147 |
5-Year T-Notes(CBOT) |
Mar10 |
100108 |
114~094 |
115~025 |
114~071 |
115~001 |
+0~027 |
357,551 |
783,076 |
+6,602 |
Jun10 |
100108 |
113~091 |
113~121 |
113~064 |
113~091 |
+0~027 |
0 |
1 |
+0 |
Sep10 |
100108 |
112~053 |
112~053 |
112~026 |
112~053 |
+0~027 |
|
|
|
Total Volume and Open Interest |
357,551 |
783,077 |
+6,602 |
2 Year T-Notes(CBOT) |
Mar10 |
100108 |
108~048 |
108~071 |
108~035 |
108~067 |
+0~017 |
201,554 |
831,955 |
-197 |
Jun10 |
100108 |
107~110 |
107~117 |
107~100 |
107~117 |
+0~017 |
150 |
8,332 |
+0 |
Sep10 |
100108 |
107~039 |
107~039 |
107~022 |
107~039 |
+0~017 |
|
|
|
Total Volume and Open Interest |
201,704 |
840,287 |
-197 |
Eurodollars(CME) |
Mar10 |
100108 |
99.695 |
99.710 |
99.680 |
99.705 |
+0.010 |
164,205 |
1,201,588 |
+13,704 |
Jun10 |
100108 |
99.470 |
99.525 |
99.430 |
99.515 |
+0.045 |
229,248 |
873,905 |
+7,479 |
Sep10 |
100108 |
99.100 |
99.200 |
99.045 |
99.185 |
+0.080 |
282,057 |
721,045 |
+19,987 |
Dec10 |
100108 |
98.675 |
98.795 |
98.610 |
98.780 |
+0.090 |
247,878 |
745,934 |
+9,331 |
Mar11 |
100108 |
98.265 |
98.390 |
98.195 |
98.375 |
+0.095 |
249,472 |
518,202 |
+5,233 |
Jun11 |
100108 |
97.865 |
97.995 |
97.795 |
97.970 |
+0.085 |
178,986 |
547,527 |
+3,449 |
Sep11 |
100108 |
97.505 |
97.625 |
97.435 |
97.600 |
+0.075 |
149,565 |
473,583 |
+5,716 |
Dec11 |
100108 |
97.165 |
97.280 |
97.095 |
97.250 |
+0.065 |
140,843 |
305,542 |
+458 |
Mar12 |
100108 |
96.865 |
96.970 |
96.800 |
96.945 |
+0.060 |
75,725 |
232,813 |
+4,871 |
Jun12 |
100108 |
96.575 |
96.675 |
96.510 |
96.645 |
+0.050 |
57,022 |
198,535 |
+43 |
Sep12 |
100108 |
96.315 |
96.410 |
96.260 |
96.380 |
+0.045 |
46,756 |
115,765 |
+2,792 |
Dec12 |
100108 |
96.070 |
96.155 |
96.015 |
96.125 |
+0.035 |
42,740 |
96,749 |
+3,475 |
Mar13 |
100108 |
95.855 |
95.965 |
95.835 |
95.935 |
+0.030 |
16,918 |
67,995 |
+1,897 |
Jun13 |
100108 |
95.680 |
95.795 |
95.660 |
95.755 |
+0.025 |
14,953 |
59,877 |
+629 |
Sep13 |
100108 |
95.520 |
95.630 |
95.505 |
95.585 |
+0.020 |
11,405 |
53,203 |
-1,281 |
Dec13 |
100108 |
95.360 |
95.465 |
95.340 |
95.415 |
+0.015 |
9,360 |
35,844 |
-827 |
Mar14 |
100108 |
95.240 |
95.345 |
95.220 |
95.285 |
+0.010 |
4,719 |
31,848 |
-529 |
Jun14 |
100108 |
95.130 |
95.225 |
95.105 |
95.160 |
+0.005 |
3,574 |
28,402 |
-605 |
Total Volume and Open Interest |
1,949,323 |
6,562,692 |
+77,252 |
30 Day Federal Funds(CBOT) |
Jan10 |
100108 |
99.880 |
99.887 |
99.875 |
99.885 |
+0.007 |
3,087 |
68,690 |
-1,242 |
Feb10 |
100108 |
99.865 |
99.870 |
99.860 |
99.865 |
+0.005 |
5,351 |
96,490 |
-757 |
Mar10 |
100108 |
99.840 |
99.850 |
99.835 |
99.840 |
unch |
4,887 |
58,142 |
+43 |
Apr10 |
100108 |
99.820 |
99.830 |
99.815 |
99.825 |
+0.005 |
4,983 |
64,245 |
+1,131 |
May10 |
100108 |
99.780 |
99.795 |
99.770 |
99.790 |
+0.005 |
10,191 |
57,680 |
+2,132 |
Jun10 |
100108 |
99.735 |
99.770 |
99.730 |
99.765 |
+0.015 |
9,261 |
37,326 |
+3,064 |
Total Volume and Open Interest |
79,822 |
510,407 |
+13,596 |
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 |
100108 |
99.590 |
99.590 |
99.590 |
99.590 |
-0.015 |
0 |
692 |
+0 |
Jun10 |
100108 |
99.630 |
99.630 |
99.630 |
99.630 |
-0.015 |
0 |
80 |
+0 |
Sep10 |
100108 |
99.650 |
99.650 |
99.650 |
99.650 |
-0.015 |
0 |
230 |
+0 |
Dec10 |
100108 |
99.640 |
99.640 |
99.630 |
99.640 |
-0.015 |
0 |
242 |
+0 |
Mar11 |
100108 |
99.555 |
99.555 |
99.555 |
99.555 |
-0.015 |
|
|
|
Jun11 |
100108 |
99.530 |
99.530 |
99.530 |
99.530 |
-0.015 |
|
|
|
Sep11 |
100108 |
99.530 |
99.530 |
99.530 |
99.530 |
-0.015 |
|
|
|
Dec11 |
100108 |
99.335 |
99.335 |
99.335 |
99.335 |
-0.015 |
|
|
|
Mar12 |
100108 |
99.300 |
99.300 |
99.300 |
99.300 |
unch |
|
|
|
Jun12 |
100108 |
99.350 |
99.350 |
99.350 |
99.350 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
1,244 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar10 |
100108 |
99.58 |
99.60 |
99.58 |
99.59 |
unch |
632 |
4,558 |
+217 |
Jun10 |
100108 |
99.63 |
99.63 |
99.63 |
99.63 |
unch |
0 |
1,709 |
+0 |
Sep10 |
100108 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
1,666 |
+0 |
Dec10 |
100108 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
1,281 |
+0 |
Mar11 |
100108 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
0 |
662 |
+0 |
Jun11 |
100108 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
0 |
52 |
+0 |
Sep11 |
100108 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
0 |
51 |
+0 |
Dec11 |
100108 |
99.33 |
99.33 |
99.33 |
99.33 |
unch |
0 |
101 |
+0 |
Total Volume and Open Interest |
632 |
11,451 |
+217 |
Japanese Gov't Bonds(SGX) |
Mar10 |
100108 |
138.76 |
138.77 |
138.55 |
138.68 |
-0.05 |
1,679 |
16,552 |
+391 |
Jun10 |
100108 |
138.68 |
138.68 |
138.68 |
138.68 |
-0.05 |
|
|
|
Sep10 |
100108 |
138.68 |
138.68 |
138.68 |
138.68 |
-0.05 |
|
|
|
Total Volume and Open Interest |
1,679 |
16,552 |
+391 |
Euro-Bund(EUREX) |
Mar10 |
100108 |
121.28 |
121.84 |
121.19 |
121.40 |
-0.04 |
729,657 |
798,865 |
-29,573 |
Jun10 |
100108 |
120.10 |
120.40 |
119.78 |
119.98 |
-0.06 |
2 |
66 |
+1 |
Sep10 |
100108 |
119.60 |
119.60 |
119.60 |
119.60 |
-0.04 |
|
|
|
Total Volume and Open Interest |
729,659 |
798,931 |
-29,572 |
Euro-Bobl(EUREX) |
Mar10 |
100108 |
115.81 |
116.17 |
115.76 |
115.95 |
+0.03 |
393,940 |
670,200 |
+6,348 |
Jun10 |
100108 |
114.49 |
114.49 |
114.49 |
114.49 |
+0.07 |
300 |
2 |
+0 |
Sep10 |
100108 |
114.25 |
114.25 |
114.25 |
114.25 |
+0.03 |
|
|
|
Total Volume and Open Interest |
394,240 |
670,202 |
+6,348 |
3-Mth Euribor(EUREX) |
Mar10 |
100108 |
99.290 |
99.295 |
99.280 |
99.295 |
+0.005 |
856 |
15,091 |
+2 |
Jun10 |
100108 |
98.970 |
98.995 |
98.965 |
98.995 |
+0.015 |
420 |
6,971 |
-406 |
Sep10 |
100108 |
98.615 |
98.660 |
98.615 |
98.655 |
+0.025 |
183 |
2,429 |
-144 |
Total Volume and Open Interest |
1,816 |
27,959 |
-660 |
Long Gilt(LIFFE) |
Mar10 |
100108 |
114~00 |
114~12 |
113~23 |
114~00 |
-0~03 |
61,177 |
232,171 |
-4,095 |
Jun10 |
100108 |
113~30 |
113~30 |
113~30 |
113~30 |
-0~03 |
|
|
|
Total Volume and Open Interest |
61,177 |
232,171 |
-4,095 |
3-Mth Short Sterling(LIFFE) |
Mar10 |
100108 |
99.35 |
99.38 |
99.33 |
99.36 |
unch |
46,564 |
348,975 |
+498 |
Jun10 |
100108 |
99.08 |
99.16 |
99.07 |
99.14 |
+0.03 |
84,523 |
388,056 |
-11,007 |
Sep10 |
100108 |
98.67 |
98.77 |
98.65 |
98.75 |
+0.06 |
79,441 |
316,452 |
+2,437 |
Dec10 |
100108 |
98.17 |
98.28 |
98.14 |
98.25 |
+0.06 |
62,585 |
296,229 |
+5,835 |
Mar11 |
100108 |
97.71 |
97.82 |
97.68 |
97.78 |
+0.05 |
70,245 |
283,195 |
+11,250 |
Jun11 |
100108 |
97.27 |
97.38 |
97.24 |
97.34 |
+0.05 |
53,139 |
154,457 |
+1,743 |
Total Volume and Open Interest |
529,733 |
2,159,336 |
+3,471 |
3-Mth Euribor(LIFFE) |
Mar10 |
100108 |
99.285 |
99.300 |
99.275 |
99.295 |
+0.005 |
116,597 |
789,909 |
+559 |
Jun10 |
100108 |
98.965 |
99.005 |
98.955 |
98.995 |
+0.015 |
133,911 |
727,993 |
-2,387 |
Sep10 |
100108 |
98.620 |
98.675 |
98.595 |
98.655 |
+0.025 |
143,010 |
597,377 |
+11,723 |
Total Volume and Open Interest |
911,183 |
3,618,308 |
+34,660 |
3-Mth Aus T-Bills(SFE) |
Mar10 |
100108 |
95.54 |
95.54 |
95.49 |
95.51 |
-0.03 |
11,791 |
288,502 |
+4,530 |
Jun10 |
100108 |
95.14 |
95.15 |
95.10 |
95.12 |
-0.02 |
15,064 |
183,595 |
+5,965 |
Sep10 |
100108 |
94.84 |
94.86 |
94.80 |
94.84 |
unch |
4,769 |
94,715 |
+811 |
Dec10 |
100108 |
94.63 |
94.65 |
94.60 |
94.63 |
+0.01 |
4,379 |
76,441 |
+2,080 |
Mar11 |
100108 |
94.44 |
94.46 |
94.42 |
94.42 |
-0.02 |
2,137 |
27,535 |
+469 |
Jun11 |
100108 |
94.28 |
94.29 |
94.25 |
94.26 |
-0.02 |
951 |
23,263 |
-209 |
Sep11 |
100108 |
94.14 |
94.15 |
94.10 |
94.13 |
unch |
496 |
16,363 |
-142 |
Dec11 |
100108 |
94.00 |
94.03 |
93.99 |
94.03 |
+0.01 |
40 |
8,025 |
+0 |
Mar12 |
100108 |
93.95 |
93.95 |
93.95 |
93.95 |
+0.01 |
0 |
3,069 |
+0 |
Jun12 |
100108 |
93.90 |
93.90 |
93.90 |
93.90 |
+0.01 |
0 |
1,186 |
+0 |
Total Volume and Open Interest |
39,627 |
723,612 |
+13,504 |
10-Year Aus T-Bonds(SFE) |
Mar10 |
100108 |
94.25 |
94.26 |
94.21 |
94.22 |
-0.03 |
23,093 |
344,105 |
+5,841 |
Jun10 |
100108 |
94.22 |
94.22 |
94.22 |
94.22 |
-0.03 |
|
|
|
Total Volume and Open Interest |
23,093 |
344,105 |
+5,841 |
3-Year Aus T-Bonds(SFE) |
Mar10 |
100108 |
94.83 |
94.86 |
94.80 |
94.83 |
-0.01 |
42,533 |
436,154 |
+9,134 |
Jun10 |
100108 |
94.83 |
94.83 |
94.83 |
94.83 |
-0.01 |
|
|
|
Total Volume and Open Interest |
42,533 |
436,154 |
+9,134 |
Gold(CMX) |
Feb10 |
100108 |
1131.5 |
1140.0 |
1119.5 |
1138.9 |
+5.2 |
121,150 |
316,766 |
+2,864 |
Apr10 |
100108 |
1131.8 |
1141.3 |
1121.2 |
1140.3 |
+5.2 |
4,645 |
67,041 |
+2,761 |
Jun10 |
100108 |
1131.5 |
1142.0 |
1123.7 |
1141.4 |
+5.3 |
1,347 |
38,946 |
-16 |
Aug10 |
100108 |
1129.5 |
1142.5 |
1125.0 |
1142.5 |
+5.3 |
306 |
17,185 |
-7 |
Oct10 |
100108 |
1143.9 |
1143.9 |
1143.9 |
1143.9 |
+5.2 |
630 |
5,004 |
-366 |
Dec10 |
100108 |
1137.2 |
1146.0 |
1127.5 |
1145.6 |
+5.0 |
509 |
24,078 |
+162 |
Feb11 |
100108 |
1136.5 |
1148.0 |
1136.5 |
1148.0 |
+4.9 |
32 |
6,248 |
+16 |
Apr11 |
100108 |
1134.0 |
1150.7 |
1134.0 |
1150.7 |
+4.8 |
39 |
3,733 |
+7 |
Jun11 |
100108 |
486.9 |
498.6 |
486.7 |
498.6 |
+4.7 |
46 |
7,411 |
-8 |
Aug11 |
100108 |
1144.4 |
1157.8 |
1144.3 |
1157.8 |
+4.6 |
18 |
1,369 |
+18 |
Oct11 |
100108 |
1149.3 |
1162.1 |
1149.2 |
1162.1 |
+4.5 |
25 |
1,142 |
+18 |
Dec11 |
100108 |
1156.8 |
1166.6 |
1152.1 |
1166.6 |
+4.3 |
99 |
10,669 |
+64 |
Total Volume and Open Interest |
129,076 |
519,570 |
+5,540 |
Silver(CMX) |
Mar10 |
100108 |
1827.5 |
1852.5 |
1805.5 |
1847.0 |
+12.5 |
27,484 |
80,019 |
+1,476 |
May10 |
100108 |
1813.0 |
1853.0 |
1809.0 |
1849.3 |
+12.5 |
756 |
13,018 |
-204 |
Jul10 |
100108 |
1817.0 |
1852.0 |
1813.5 |
1851.3 |
+12.5 |
736 |
8,720 |
+177 |
Sep10 |
100108 |
1851.0 |
1853.3 |
1851.0 |
1853.3 |
+12.4 |
9 |
2,700 |
+9 |
Dec10 |
100108 |
1828.5 |
1861.0 |
1816.0 |
1856.3 |
+12.4 |
395 |
10,549 |
+241 |
Mar11 |
100108 |
1859.5 |
1859.5 |
1859.5 |
1859.5 |
+12.1 |
87 |
743 |
+77 |
May11 |
100108 |
1862.0 |
1862.0 |
1862.0 |
1862.0 |
+12.1 |
29 |
155 |
+28 |
Total Volume and Open Interest |
29,870 |
127,096 |
+1,913 |
Platinum(NYMEX) |
Jan10 |
100108 |
1557.5 |
1564.6 |
1557.5 |
1564.6 |
+11.6 |
4 |
118 |
-89 |
Apr10 |
100108 |
1562.4 |
1584.0 |
1538.0 |
1570.6 |
+11.2 |
2,395 |
32,662 |
+57 |
Jul10 |
100108 |
1543.5 |
1577.0 |
1543.5 |
1572.5 |
+10.4 |
52 |
950 |
+49 |
Oct10 |
100108 |
1575.6 |
1575.6 |
1575.6 |
1575.6 |
+10.4 |
0 |
14 |
+0 |
Total Volume and Open Interest |
2,454 |
33,749 |
+18 |
Palladium(NYMEX) |
Mar10 |
100108 |
427.60 |
432.50 |
424.00 |
425.15 |
+0.60 |
1,617 |
22,685 |
-68 |
Jun10 |
100108 |
425.90 |
431.50 |
425.45 |
425.45 |
+0.20 |
101 |
539 |
+74 |
Sep10 |
100108 |
432.50 |
432.50 |
425.45 |
425.45 |
+0.20 |
1 |
1 |
+1 |
Total Volume and Open Interest |
1,719 |
23,230 |
+7 |
Copper(CMX) |
Mar10 |
100108 |
343.40 |
344.80 |
339.15 |
340.05 |
-2.65 |
24,011 |
117,965 |
+1,346 |
May10 |
100108 |
345.25 |
346.05 |
340.80 |
341.45 |
-2.65 |
1,843 |
22,347 |
+168 |
Jul10 |
100108 |
343.15 |
344.20 |
342.15 |
342.20 |
-2.75 |
877 |
8,659 |
+565 |
Sep10 |
100108 |
343.00 |
344.05 |
342.20 |
342.60 |
-2.75 |
82 |
4,353 |
-26 |
Dec10 |
100108 |
345.15 |
345.15 |
342.10 |
342.55 |
-3.05 |
94 |
3,555 |
+0 |
Total Volume and Open Interest |
27,648 |
161,915 |
+1,956 |
DJIA Index(CBOT) |
Mar10 |
100108 |
10550 |
10570 |
10505 |
10566 |
+21 |
436 |
11,252 |
+66 |
Jun10 |
100108 |
10505 |
10505 |
10484 |
10505 |
+21 |
0 |
11 |
+0 |
Sep10 |
100108 |
10450 |
10450 |
10429 |
10450 |
+21 |
|
|
|
Dec10 |
100108 |
10401 |
10401 |
10380 |
10401 |
+21 |
|
|
|
Total Volume and Open Interest |
436 |
11,263 |
+66 |
S & P 500(CME) |
Mar10 |
100108 |
1137.40 |
1143.00 |
1131.00 |
1141.60 |
+4.10 |
17,247 |
318,720 |
-735 |
Jun10 |
100108 |
1136.70 |
1136.70 |
1128.60 |
1136.70 |
+4.10 |
747 |
2,512 |
+184 |
Sep10 |
100108 |
1132.20 |
1132.20 |
1124.10 |
1132.20 |
+4.10 |
0 |
447 |
+0 |
Dec10 |
100108 |
1129.20 |
1129.20 |
1121.10 |
1129.20 |
+4.10 |
0 |
10 |
+0 |
Total Volume and Open Interest |
17,994 |
321,690 |
-551 |
S & P 500 E-Mini(Globex) |
Mar10 |
100108 |
1137.25 |
1141.75 |
1131.00 |
1141.50 |
+4.00 |
1,567,025 |
2,406,352 |
+9,859 |
Jun10 |
100108 |
1132.00 |
1137.00 |
1126.50 |
1136.75 |
+4.25 |
1,142 |
4,154 |
+441 |
Total Volume and Open Interest |
1,568,167 |
2,411,654 |
+10,300 |
NASDAQ 100(CME) |
Mar10 |
100108 |
1877.30 |
1893.00 |
1865.30 |
1890.00 |
+12.50 |
1,350 |
13,589 |
+880 |
Jun10 |
100108 |
1887.30 |
1889.00 |
1887.30 |
1887.30 |
+12.30 |
25 |
45 |
+35 |
Sep10 |
100108 |
1886.30 |
1888.00 |
1886.30 |
1886.30 |
+12.30 |
|
|
|
Total Volume and Open Interest |
1,375 |
13,634 |
+915 |
NASDAQ 100 E-Mini(Globex) |
Mar10 |
100108 |
1877.50 |
1892.50 |
1865.00 |
1890.00 |
+12.50 |
241,321 |
317,226 |
+6,694 |
Jun10 |
100108 |
1876.00 |
1889.30 |
1864.50 |
1887.30 |
+12.30 |
48 |
672 |
+7 |
Total Volume and Open Interest |
241,369 |
317,900 |
+6,701 |
S & P Midcap 400(CME) |
Mar10 |
100108 |
743.50 |
751.00 |
743.50 |
750.60 |
+4.30 |
8 |
1,477 |
-1 |
Jun10 |
100108 |
748.60 |
748.60 |
747.30 |
748.60 |
+4.30 |
|
|
|
Sep10 |
100108 |
746.60 |
746.60 |
745.30 |
746.60 |
+4.30 |
|
|
|
Total Volume and Open Interest |
8 |
1,477 |
-1 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar10 |
100108 |
10865 |
10910 |
10795 |
10885 |
+80 |
5,451 |
36,421 |
-412 |
Jun10 |
100108 |
10885 |
10890 |
10885 |
10885 |
+80 |
|
|
|
Total Volume and Open Interest |
5,451 |
36,421 |
-412 |
Nikkei 225(SGX) |
Mar10 |
100108 |
10695 |
10830 |
10655 |
10820 |
+130 |
99,359 |
181,651 |
+10,237 |
Jun10 |
100108 |
10635 |
10765 |
10615 |
10765 |
+125 |
0 |
1,340 |
+20 |
Sep10 |
100108 |
10770 |
10770 |
10770 |
10770 |
+130 |
0 |
55 |
+0 |
Total Volume and Open Interest |
103,791 |
183,900 |
-6,692 |
CAC 40(EURONEXT) |
Jan10 |
100108 |
4046.5 |
4054.5 |
4013.0 |
4046.0 |
+21.5 |
77,765 |
348,260 |
-14,557 |
Feb10 |
100108 |
4041.0 |
4054.5 |
4017.5 |
4046.5 |
+21.5 |
141 |
471 |
+94 |
Mar10 |
100108 |
4049.5 |
4052.5 |
4016.0 |
4048.0 |
+21.0 |
2,017 |
52,680 |
+1,494 |
Total Volume and Open Interest |
79,923 |
403,261 |
-12,969 |
Hang Seng Index(HKFE) |
Jan10 |
100108 |
22340 |
22477 |
22242 |
22310 |
+26 |
66,836 |
78,427 |
+1,089 |
Feb10 |
100108 |
22303 |
22463 |
22237 |
22290 |
+10 |
495 |
1,001 |
+179 |
Mar10 |
100108 |
22253 |
22407 |
22222 |
22235 |
+8 |
412 |
4,702 |
+900 |
Total Volume and Open Interest |
67,867 |
84,808 |
+2,168 |
DAX(EUREX) |
Mar10 |
100108 |
6060.0 |
6063.0 |
5975.5 |
6045.5 |
+16.0 |
127,304 |
141,378 |
+291 |
Jun10 |
100108 |
6053.0 |
6066.5 |
5985.5 |
6054.5 |
+16.0 |
634 |
7,965 |
-61 |
Sep10 |
100108 |
6075.0 |
6075.0 |
6028.0 |
6064.5 |
+15.0 |
12 |
87 |
+2 |
Total Volume and Open Interest |
127,950 |
149,430 |
+232 |
FT-SE 100(EURONEXT) |
Mar10 |
100108 |
5492.00 |
5507.00 |
5450.00 |
5490.00 |
+1.00 |
62,997 |
638,996 |
+4,143 |
Jun10 |
100108 |
5436.50 |
5443.00 |
5416.50 |
5440.00 |
+0.50 |
48 |
2,068 |
+13 |
Sep10 |
100108 |
5405.50 |
5405.50 |
5405.50 |
5405.50 |
unch |
0 |
374 |
+0 |
Total Volume and Open Interest |
63,045 |
641,863 |
+4,156 |
SPI 200(SFE) |
Mar10 |
100108 |
4886.0 |
4929.0 |
4875.0 |
4895.0 |
+11.0 |
16,492 |
199,497 |
+3,002 |
Jun10 |
100108 |
4939.0 |
4939.0 |
4917.0 |
4917.0 |
+12.0 |
27 |
1,546 |
+11 |
Sep10 |
100108 |
4917.0 |
4917.0 |
4917.0 |
4917.0 |
+12.0 |
0 |
1,822 |
+0 |
Total Volume and Open Interest |
16,564 |
203,457 |
+3,058 |
GSCI(CME) |
Jan10 |
100108 |
540.25 |
544.00 |
539.50 |
542.45 |
-1.30 |
1,056 |
19,468 |
+80 |
Feb10 |
100108 |
547.00 |
547.10 |
542.50 |
546.00 |
-1.05 |
155 |
355 |
+105 |
Mar10 |
100108 |
549.50 |
551.10 |
547.50 |
549.50 |
-1.50 |
|
|
|
Total Volume and Open Interest |
1,211 |
19,823 |
+185 |
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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