|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon January 11, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan10 |
100111 |
1014.00 |
1022.00 |
997.50 |
1001.75 |
-11.25 |
7,820 |
5,889 |
-1,449 |
| Mar10 |
100111 |
1024.50 |
1032.75 |
1005.75 |
1010.50 |
-11.50 |
81,852 |
223,400 |
+376 |
| May10 |
100111 |
1027.75 |
1039.25 |
1008.00 |
1017.25 |
-10.50 |
17,166 |
58,144 |
+411 |
| Jul10 |
100111 |
1032.25 |
1043.50 |
1017.75 |
1022.75 |
-9.50 |
13,804 |
58,270 |
+1,037 |
| Aug10 |
100111 |
1025.50 |
1028.50 |
1015.50 |
1018.75 |
-9.75 |
323 |
1,744 |
+16 |
| Sep10 |
100111 |
1014.50 |
1014.50 |
999.00 |
1003.50 |
-9.00 |
137 |
1,167 |
-44 |
| Nov10 |
100111 |
999.25 |
1007.25 |
985.75 |
990.25 |
-8.75 |
8,892 |
72,568 |
+817 |
| Total Volume and Open Interest |
130,288 |
430,386 |
+1,188 |
| Soybean Meal(CBOT) |
| Jan10 |
100111 |
308.50 |
311.00 |
303.70 |
304.70 |
-2.10 |
1,141 |
2,077 |
-752 |
| Mar10 |
100111 |
298.70 |
302.30 |
295.10 |
296.10 |
-2.20 |
28,172 |
78,998 |
+213 |
| May10 |
100111 |
294.00 |
297.00 |
289.70 |
291.00 |
-2.10 |
8,101 |
29,960 |
+166 |
| Jul10 |
100111 |
293.60 |
297.00 |
290.00 |
291.10 |
-2.00 |
3,950 |
24,236 |
+557 |
| Aug10 |
100111 |
294.20 |
294.20 |
290.00 |
290.00 |
-2.20 |
490 |
5,247 |
+32 |
| Sep10 |
100111 |
290.80 |
290.80 |
285.90 |
287.10 |
-2.10 |
518 |
6,115 |
+199 |
| Oct10 |
100111 |
283.50 |
283.70 |
279.00 |
279.50 |
-2.00 |
333 |
3,342 |
+110 |
| Dec10 |
100111 |
280.30 |
282.00 |
276.70 |
278.10 |
-2.20 |
2,444 |
14,105 |
+388 |
| Total Volume and Open Interest |
45,149 |
165,523 |
+913 |
| Soybean Oil(CBOT) |
| Jan10 |
100111 |
39.75 |
39.78 |
39.00 |
39.19 |
-0.34 |
3,664 |
3,312 |
-901 |
| Mar10 |
100111 |
40.10 |
40.35 |
39.33 |
39.55 |
-0.36 |
41,255 |
127,233 |
+1,705 |
| May10 |
100111 |
40.52 |
40.75 |
39.74 |
39.95 |
-0.36 |
8,173 |
32,285 |
+134 |
| Jul10 |
100111 |
40.87 |
41.13 |
40.13 |
40.35 |
-0.34 |
5,756 |
20,896 |
+116 |
| Aug10 |
100111 |
40.59 |
40.84 |
40.35 |
40.51 |
-0.33 |
85 |
2,436 |
+10 |
| Sep10 |
100111 |
41.20 |
41.20 |
40.47 |
40.67 |
-0.32 |
301 |
2,102 |
-38 |
| Oct10 |
100111 |
41.48 |
41.48 |
40.58 |
40.78 |
-0.31 |
255 |
1,445 |
+17 |
| Dec10 |
100111 |
41.81 |
41.81 |
40.87 |
41.09 |
-0.31 |
2,343 |
16,468 |
+435 |
| Total Volume and Open Interest |
61,832 |
206,275 |
+1,478 |
| Canola(WCE) |
| Jan10 |
100111 |
395.3 |
395.3 |
395.3 |
395.3 |
-6.1 |
|
|
|
| Mar10 |
100111 |
398.5 |
398.5 |
393.1 |
393.3 |
-6.1 |
8,353 |
79,184 |
-637 |
| May10 |
100111 |
405.4 |
405.4 |
400.0 |
400.6 |
-5.5 |
849 |
7,752 |
+49 |
| Jul10 |
100111 |
410.0 |
410.7 |
406.0 |
406.6 |
-4.6 |
1,823 |
7,799 |
+173 |
| Nov10 |
100111 |
414.0 |
415.3 |
411.4 |
411.8 |
-4.2 |
1,577 |
6,521 |
+85 |
| Total Volume and Open Interest |
12,627 |
101,656 |
-328 |
| Corn(CBOT) |
| Mar10 |
100111 |
421.75 |
425.00 |
418.00 |
422.50 |
-0.50 |
135,002 |
516,225 |
+10,355 |
| May10 |
100111 |
431.75 |
435.00 |
428.00 |
433.00 |
-0.25 |
23,891 |
138,276 |
+2,766 |
| Jul10 |
100111 |
440.75 |
443.25 |
436.50 |
441.25 |
-0.50 |
22,696 |
125,534 |
+4,300 |
| Sep10 |
100111 |
444.50 |
446.50 |
440.75 |
445.00 |
-0.75 |
3,449 |
40,930 |
+946 |
| Dec10 |
100111 |
447.75 |
449.75 |
438.00 |
447.50 |
-1.50 |
21,770 |
216,238 |
+2,507 |
| Mar11 |
100111 |
456.00 |
459.00 |
452.75 |
456.25 |
-1.75 |
1,101 |
16,710 |
+416 |
| Total Volume and Open Interest |
209,161 |
1,079,400 |
+21,950 |
| Wheat(CBOT) |
| Mar10 |
100111 |
569.00 |
575.00 |
563.50 |
572.50 |
+4.00 |
39,552 |
182,514 |
+2,341 |
| May10 |
100111 |
580.00 |
587.00 |
576.00 |
584.75 |
+4.00 |
6,662 |
47,262 |
+895 |
| Jul10 |
100111 |
588.50 |
596.75 |
586.00 |
594.50 |
+4.00 |
6,243 |
65,996 |
+430 |
| Sep10 |
100111 |
603.00 |
610.00 |
600.00 |
608.50 |
+4.00 |
727 |
17,066 |
+132 |
| Dec10 |
100111 |
627.00 |
633.00 |
623.00 |
631.50 |
+4.00 |
3,652 |
52,498 |
+504 |
| Total Volume and Open Interest |
57,420 |
371,440 |
+4,450 |
| Wheat(KCBT) |
| Mar10 |
100111 |
560.00 |
566.25 |
556.50 |
566.00 |
+6.00 |
7,985 |
59,321 |
-285 |
| May10 |
100111 |
571.00 |
578.00 |
568.00 |
577.25 |
+6.00 |
899 |
14,434 |
+26 |
| Jul10 |
100111 |
582.00 |
589.50 |
579.25 |
588.75 |
+6.00 |
1,108 |
29,754 |
+4 |
| Sep10 |
100111 |
594.00 |
600.25 |
591.00 |
600.25 |
+6.00 |
117 |
3,676 |
+1 |
| Dec10 |
100111 |
615.00 |
619.25 |
610.50 |
619.25 |
+6.75 |
1,299 |
37,206 |
+410 |
| Total Volume and Open Interest |
11,431 |
145,516 |
+173 |
| Wheat(MGE) |
| Mar10 |
100111 |
572.75 |
580.25 |
570.00 |
578.00 |
+3.00 |
4,021 |
18,838 |
-132 |
| May10 |
100111 |
584.00 |
591.00 |
582.50 |
589.50 |
+3.50 |
744 |
6,815 |
+184 |
| Jul10 |
100111 |
596.50 |
603.00 |
594.75 |
602.00 |
+3.75 |
330 |
8,911 |
+39 |
| Sep10 |
100111 |
610.00 |
614.25 |
606.00 |
612.00 |
+2.00 |
167 |
3,654 |
+90 |
| Dec10 |
100111 |
627.00 |
631.50 |
623.50 |
630.75 |
+3.50 |
391 |
7,941 |
-77 |
| Total Volume and Open Interest |
5,738 |
46,820 |
+168 |
| Oats(CBOT) |
| Mar10 |
100111 |
276.00 |
279.75 |
266.25 |
268.00 |
-7.00 |
595 |
9,524 |
+187 |
| May10 |
100111 |
284.00 |
287.50 |
276.25 |
276.25 |
-7.00 |
14 |
1,061 |
+12 |
| Jul10 |
100111 |
286.75 |
291.75 |
284.75 |
284.75 |
-7.00 |
1 |
804 |
+0 |
| Sep10 |
100111 |
292.25 |
299.25 |
292.25 |
292.25 |
-7.00 |
0 |
350 |
+0 |
| Total Volume and Open Interest |
615 |
12,382 |
+204 |
| Rough Rice(CBOT) |
| Jan10 |
100111 |
14.65 |
14.69 |
14.56 |
14.56 |
-0.14 |
47 |
131 |
-49 |
| Mar10 |
100111 |
14.89 |
15.10 |
14.77 |
14.81 |
-0.14 |
394 |
13,060 |
+68 |
| May10 |
100111 |
15.20 |
15.20 |
15.07 |
15.07 |
-0.14 |
21 |
516 |
+21 |
| Jul10 |
100111 |
15.30 |
15.38 |
15.25 |
15.30 |
-0.14 |
1 |
549 |
-1 |
| Total Volume and Open Interest |
514 |
15,623 |
+61 |
| Live Cattle(CME) |
| Feb10 |
100111 |
85.885 |
85.885 |
85.000 |
85.050 |
-0.780 |
28,982 |
103,298 |
-8,005 |
| Apr10 |
100111 |
89.650 |
89.650 |
88.950 |
89.230 |
-0.570 |
22,650 |
90,067 |
+7,805 |
| Jun10 |
100111 |
87.850 |
87.930 |
87.450 |
87.700 |
-0.335 |
11,938 |
51,529 |
+3,753 |
| Aug10 |
100111 |
87.700 |
87.750 |
87.400 |
87.680 |
-0.150 |
1,491 |
11,136 |
+686 |
| Oct10 |
100111 |
89.700 |
90.000 |
89.700 |
89.980 |
-0.100 |
500 |
9,932 |
+128 |
| Dec10 |
100111 |
90.000 |
90.580 |
90.000 |
90.550 |
-0.150 |
66 |
2,246 |
+55 |
| Total Volume and Open Interest |
65,654 |
269,668 |
+4,442 |
| Feeder Cattle(CME) |
| Jan10 |
100111 |
96.430 |
96.650 |
95.750 |
96.285 |
-0.065 |
589 |
4,614 |
-145 |
| Mar10 |
100111 |
96.750 |
96.900 |
95.800 |
96.400 |
-0.250 |
1,786 |
14,413 |
+119 |
| Apr10 |
100111 |
97.700 |
97.785 |
96.800 |
97.500 |
-0.100 |
342 |
4,260 |
-16 |
| May10 |
100111 |
98.500 |
98.600 |
97.700 |
98.330 |
-0.270 |
100 |
3,962 |
+20 |
| Aug10 |
100111 |
99.980 |
99.980 |
99.250 |
99.580 |
-0.320 |
36 |
1,681 |
-19 |
| Sep10 |
100111 |
99.600 |
99.930 |
99.250 |
99.430 |
-0.520 |
10 |
29 |
+2 |
| Oct10 |
100111 |
98.900 |
99.300 |
98.750 |
99.150 |
-0.600 |
3 |
36 |
+0 |
| Total Volume and Open Interest |
2,866 |
28,999 |
-39 |
| Lean Hogs(CME) |
| Feb10 |
100111 |
67.250 |
67.430 |
66.300 |
66.680 |
-0.570 |
18,687 |
62,158 |
-5,907 |
| Apr10 |
100111 |
71.430 |
71.450 |
70.680 |
71.300 |
-0.130 |
13,616 |
61,622 |
+3,172 |
| May10 |
100111 |
75.800 |
75.800 |
75.250 |
75.635 |
-0.315 |
157 |
4,073 |
+101 |
| Jun10 |
100111 |
79.300 |
79.400 |
78.900 |
79.350 |
-0.125 |
6,330 |
35,546 |
+1,108 |
| Jul10 |
100111 |
77.600 |
77.900 |
77.300 |
77.785 |
+0.035 |
793 |
12,169 |
+323 |
| Aug10 |
100111 |
76.200 |
77.000 |
76.100 |
76.850 |
+0.125 |
654 |
8,758 |
+357 |
| Oct10 |
100111 |
67.950 |
68.600 |
67.930 |
68.550 |
+0.050 |
125 |
3,519 |
+75 |
| Dec10 |
100111 |
66.900 |
66.900 |
66.700 |
66.700 |
-0.700 |
91 |
2,237 |
+58 |
| Total Volume and Open Interest |
40,453 |
190,304 |
-713 |
| Pork Bellies(CME) |
| Feb10 |
100111 |
87.500 |
88.000 |
86.700 |
87.385 |
-0.115 |
25 |
223 |
-4 |
| Mar10 |
100111 |
86.600 |
87.535 |
86.600 |
86.600 |
unch |
0 |
101 |
+0 |
| May10 |
100111 |
90.500 |
90.500 |
90.500 |
90.500 |
unch |
0 |
119 |
+0 |
| Jul10 |
100111 |
91.000 |
91.000 |
91.000 |
91.000 |
unch |
0 |
23 |
+0 |
| Aug10 |
100111 |
86.000 |
86.000 |
86.000 |
86.000 |
unch |
0 |
15 |
+0 |
| Total Volume and Open Interest |
25 |
481 |
-4 |
| Class III Milk(CME) |
| Jan10 |
100111 |
14.36 |
14.37 |
14.32 |
14.32 |
-0.01 |
306 |
3,785 |
-165 |
| Feb10 |
100111 |
13.83 |
13.95 |
13.68 |
13.75 |
-0.08 |
279 |
4,560 |
-25 |
| Mar10 |
100111 |
14.28 |
14.32 |
14.00 |
14.14 |
-0.04 |
163 |
3,420 |
+78 |
| Apr10 |
100111 |
14.30 |
14.50 |
14.28 |
14.33 |
-0.05 |
120 |
2,509 |
+49 |
| May10 |
100111 |
14.87 |
14.92 |
14.73 |
14.80 |
-0.03 |
166 |
2,047 |
+40 |
| Total Volume and Open Interest |
1,343 |
25,688 |
+167 |
| Cocoa(ICE) |
| Mar10 |
100111 |
3307 |
3347 |
3307 |
3343 |
+47 |
3,975 |
69,797 |
-409 |
| May10 |
100111 |
3340 |
3370 |
3338 |
3367 |
+49 |
921 |
27,860 |
+327 |
| Jul10 |
100111 |
3353 |
3376 |
3345 |
3373 |
+54 |
225 |
9,033 |
-32 |
| Sep10 |
100111 |
3350 |
3378 |
3348 |
3376 |
+61 |
35 |
6,290 |
-3 |
| Dec10 |
100111 |
3346 |
3358 |
3346 |
3358 |
+57 |
16 |
5,137 |
+11 |
| Mar11 |
100111 |
3332 |
3347 |
3332 |
3347 |
+51 |
28 |
8,061 |
+22 |
| May11 |
100111 |
3347 |
3348 |
3347 |
3347 |
+46 |
0 |
4,263 |
+0 |
| Total Volume and Open Interest |
5,200 |
132,678 |
-84 |
| Coffee "C"(ICE) |
| Mar10 |
100111 |
145.85 |
146.95 |
142.55 |
143.70 |
-1.65 |
15,490 |
78,314 |
+2,054 |
| May10 |
100111 |
147.20 |
148.70 |
144.55 |
145.55 |
-1.65 |
2,723 |
29,154 |
+780 |
| Jul10 |
100111 |
150.00 |
150.00 |
146.10 |
146.95 |
-1.75 |
1,507 |
6,609 |
+253 |
| Sep10 |
100111 |
150.15 |
151.00 |
147.40 |
148.25 |
-1.85 |
764 |
6,966 |
+60 |
| Dec10 |
100111 |
151.70 |
152.90 |
149.05 |
149.95 |
-1.75 |
279 |
7,128 |
+152 |
| Mar11 |
100111 |
152.20 |
152.20 |
151.15 |
151.45 |
-1.70 |
46 |
2,331 |
+25 |
| Total Volume and Open Interest |
20,868 |
130,977 |
+3,367 |
| Orange Juice(ICE) |
| Jan10 |
100108 |
143.50 |
146.70 |
143.50 |
146.70 |
+8.25 |
23 |
11 |
-39 |
| Mar10 |
100111 |
144.00 |
146.40 |
131.15 |
131.85 |
-19.30 |
2,623 |
26,679 |
+342 |
| May10 |
100111 |
158.15 |
158.15 |
135.20 |
135.45 |
-18.95 |
671 |
5,597 |
+83 |
| Jul10 |
100111 |
146.00 |
152.00 |
137.05 |
138.75 |
-18.30 |
336 |
2,285 |
+190 |
| Sep10 |
100111 |
144.00 |
144.00 |
138.00 |
139.45 |
-18.10 |
189 |
880 |
+147 |
| Nov10 |
100111 |
144.00 |
149.05 |
139.45 |
139.45 |
-18.10 |
5 |
360 |
-1 |
| Total Volume and Open Interest |
3,832 |
36,540 |
+1,245 |
| Sugar #11(ICE) |
| Mar10 |
100111 |
27.53 |
27.73 |
26.70 |
26.75 |
-0.78 |
46,316 |
322,543 |
-5,280 |
| May10 |
100111 |
26.25 |
26.48 |
25.62 |
25.65 |
-0.60 |
28,985 |
154,051 |
+1,384 |
| Jul10 |
100111 |
23.47 |
23.50 |
22.92 |
22.96 |
-0.40 |
15,562 |
140,492 |
+183 |
| Oct10 |
100111 |
21.70 |
21.84 |
21.29 |
21.30 |
-0.40 |
4,571 |
101,421 |
+413 |
| Mar11 |
100111 |
20.24 |
20.26 |
19.80 |
19.85 |
-0.31 |
2,424 |
51,867 |
+13 |
| Total Volume and Open Interest |
98,752 |
842,902 |
-3,118 |
| London Cocoa(LCE) |
| Mar10 |
100111 |
2263 |
2280 |
2258 |
2277 |
+7 |
5,499 |
62,652 |
-916 |
| May10 |
100111 |
2270 |
2288 |
2270 |
2284 |
+8 |
2,367 |
52,332 |
-142 |
| Jul10 |
100111 |
2250 |
2261 |
2249 |
2258 |
+5 |
1,489 |
24,458 |
+611 |
| Sep10 |
100111 |
2209 |
2226 |
2209 |
2224 |
+5 |
553 |
13,064 |
-65 |
| Dec10 |
100111 |
2175 |
2190 |
2175 |
2190 |
+6 |
167 |
9,789 |
+65 |
| Mar11 |
100111 |
2163 |
2170 |
2163 |
2170 |
+3 |
26 |
8,565 |
+3 |
| May11 |
100111 |
2157 |
2157 |
2157 |
2157 |
+4 |
0 |
1,386 |
+0 |
| Total Volume and Open Interest |
10,101 |
172,246 |
-444 |
| London Sugar(LCE) |
| Cotton(ICE) |
| Mar10 |
100111 |
72.55 |
74.49 |
72.55 |
74.24 |
+1.80 |
8,319 |
114,076 |
-2,625 |
| May10 |
100111 |
74.00 |
75.60 |
73.90 |
75.40 |
+1.79 |
1,718 |
26,421 |
+555 |
| Jul10 |
100111 |
74.65 |
76.30 |
74.58 |
76.16 |
+1.89 |
907 |
23,598 |
+344 |
| Oct10 |
100111 |
75.36 |
75.36 |
75.36 |
75.36 |
+1.39 |
0 |
158 |
+0 |
| Dec10 |
100111 |
74.50 |
75.50 |
74.33 |
75.32 |
+1.18 |
537 |
16,539 |
+230 |
| Mar11 |
100111 |
76.70 |
76.70 |
76.70 |
76.70 |
+1.18 |
0 |
333 |
+0 |
| Total Volume and Open Interest |
11,496 |
181,992 |
-1,482 |
| Lumber(CME) |
| Jan10 |
100111 |
210.6 |
213.8 |
209.0 |
210.5 |
+1.5 |
230 |
861 |
+98 |
| Mar10 |
100111 |
233.5 |
241.7 |
233.5 |
240.8 |
+7.3 |
225 |
5,817 |
+82 |
| May10 |
100111 |
255.4 |
262.3 |
255.4 |
260.5 |
+5.5 |
130 |
1,688 |
+64 |
| Jul10 |
100111 |
265.0 |
270.5 |
265.0 |
270.5 |
+5.6 |
44 |
328 |
+0 |
| Total Volume and Open Interest |
650 |
8,861 |
+263 |
| Crude Oil(NYM) |
| Feb10 |
100111 |
82.88 |
83.95 |
81.96 |
82.52 |
-0.23 |
310,377 |
250,371 |
-11,938 |
| Mar10 |
100111 |
83.37 |
84.45 |
82.44 |
83.01 |
-0.29 |
120,793 |
202,989 |
+6,879 |
| Apr10 |
100111 |
84.04 |
84.96 |
83.00 |
83.55 |
-0.32 |
41,106 |
85,524 |
+5,790 |
| May10 |
100111 |
84.65 |
85.43 |
83.62 |
84.14 |
-0.33 |
24,732 |
50,782 |
+1,413 |
| Jun10 |
100111 |
85.75 |
85.95 |
84.31 |
84.70 |
-0.31 |
33,690 |
107,985 |
+1,534 |
| Jul10 |
100111 |
85.85 |
86.41 |
84.80 |
85.24 |
-0.29 |
6,696 |
38,065 |
+1,563 |
| Aug10 |
100111 |
85.74 |
86.11 |
85.33 |
85.70 |
-0.27 |
2,441 |
16,545 |
+269 |
| Sep10 |
100111 |
87.30 |
87.30 |
85.76 |
86.16 |
-0.25 |
3,367 |
29,361 |
+572 |
| Oct10 |
100111 |
87.10 |
87.10 |
86.31 |
86.62 |
-0.24 |
2,294 |
18,896 |
+599 |
| Nov10 |
100111 |
87.36 |
87.36 |
86.75 |
87.06 |
-0.25 |
2,395 |
22,423 |
+652 |
| Dec10 |
100111 |
88.24 |
88.61 |
87.10 |
87.53 |
-0.24 |
22,039 |
172,739 |
+3,344 |
| Jan11 |
100111 |
88.14 |
88.14 |
87.60 |
87.86 |
-0.24 |
1,934 |
20,178 |
+522 |
| Feb11 |
100111 |
88.00 |
88.15 |
88.00 |
88.15 |
-0.23 |
1,955 |
10,184 |
+450 |
| Mar11 |
100111 |
88.44 |
88.44 |
88.44 |
88.44 |
-0.22 |
729 |
6,686 |
+125 |
| Apr11 |
100111 |
88.71 |
88.71 |
88.71 |
88.71 |
-0.21 |
564 |
9,326 |
+65 |
| May11 |
100111 |
88.93 |
88.93 |
88.93 |
88.93 |
-0.21 |
264 |
3,738 |
+25 |
| Total Volume and Open Interest |
582,096 |
1,289,625 |
+12,536 |
| e-miNY Crude Oil(NYM) |
| Jan10 |
091218 |
72.850 |
74.675 |
72.550 |
73.350 |
+0.700 |
8,590 |
3,806 |
-360 |
| Feb10 |
100111 |
82.950 |
83.975 |
81.975 |
82.525 |
-0.225 |
10,991 |
4,608 |
-388 |
| Mar10 |
100111 |
83.450 |
84.450 |
82.450 |
83.000 |
-0.300 |
473 |
1,718 |
+75 |
| Apr10 |
100111 |
84.550 |
84.800 |
83.200 |
83.550 |
-0.325 |
31 |
256 |
+14 |
| May10 |
100111 |
85.000 |
85.000 |
83.900 |
84.150 |
-0.325 |
7 |
88 |
+6 |
| Jun10 |
100111 |
84.850 |
85.000 |
84.475 |
84.700 |
-0.300 |
2 |
11 |
+0 |
| Jul10 |
100111 |
85.250 |
85.250 |
85.250 |
85.250 |
-0.275 |
0 |
8 |
+0 |
| Aug10 |
100111 |
86.700 |
86.700 |
85.700 |
85.700 |
-0.275 |
0 |
2 |
+0 |
| Sep10 |
100111 |
86.150 |
86.150 |
86.150 |
86.150 |
-0.250 |
0 |
1 |
+0 |
| Oct10 |
100111 |
86.625 |
86.625 |
86.625 |
86.625 |
-0.225 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
11,504 |
6,794 |
-293 |
| Heating Oil(NYM) |
| Feb10 |
100111 |
221.45 |
222.72 |
216.60 |
218.01 |
-2.02 |
49,594 |
89,577 |
-4,629 |
| Mar10 |
100111 |
221.50 |
223.20 |
217.63 |
218.95 |
-1.74 |
22,180 |
62,760 |
+3,172 |
| Apr10 |
100111 |
221.83 |
223.31 |
218.05 |
219.28 |
-1.55 |
10,456 |
32,983 |
-720 |
| May10 |
100111 |
222.68 |
222.68 |
218.93 |
219.77 |
-1.37 |
8,776 |
20,033 |
+147 |
| Jun10 |
100111 |
223.71 |
223.81 |
219.50 |
220.41 |
-1.20 |
8,580 |
37,510 |
+1 |
| Jul10 |
100111 |
223.38 |
223.38 |
221.07 |
221.92 |
-1.05 |
2,296 |
11,224 |
-210 |
| Aug10 |
100111 |
226.15 |
226.15 |
222.87 |
223.71 |
-0.98 |
857 |
4,541 |
+211 |
| Sep10 |
100111 |
228.40 |
228.40 |
225.09 |
225.96 |
-0.93 |
806 |
8,082 |
-69 |
| Oct10 |
100111 |
230.03 |
230.03 |
228.46 |
228.46 |
-0.83 |
484 |
7,121 |
+139 |
| Nov10 |
100111 |
230.47 |
230.88 |
230.47 |
230.88 |
-0.76 |
149 |
6,299 |
+10 |
| Dec10 |
100111 |
234.68 |
234.68 |
232.10 |
233.28 |
-0.71 |
1,723 |
16,846 |
+116 |
| Jan11 |
100111 |
236.29 |
236.29 |
234.50 |
235.63 |
-0.66 |
198 |
6,719 |
+173 |
| Total Volume and Open Interest |
107,381 |
323,921 |
-1,405 |
| Gasoline(NYMEX) |
| Feb10 |
100111 |
216.78 |
219.27 |
213.09 |
214.27 |
-1.26 |
53,728 |
87,383 |
-4,098 |
| Mar10 |
100111 |
217.97 |
220.03 |
214.60 |
215.47 |
-1.06 |
29,232 |
53,518 |
+3,658 |
| Apr10 |
100111 |
229.72 |
229.72 |
224.71 |
225.44 |
-1.09 |
16,713 |
36,136 |
+472 |
| May10 |
100111 |
228.00 |
230.46 |
225.73 |
226.39 |
-0.99 |
8,125 |
18,145 |
+1,941 |
| Jun10 |
100111 |
229.72 |
230.82 |
226.30 |
227.02 |
-0.92 |
6,144 |
18,514 |
+320 |
| Jul10 |
100111 |
229.90 |
229.90 |
226.30 |
226.96 |
-0.94 |
2,342 |
8,959 |
+677 |
| Aug10 |
100111 |
227.75 |
227.75 |
226.61 |
226.61 |
-0.91 |
561 |
6,029 |
+74 |
| Sep10 |
100111 |
225.86 |
226.56 |
225.86 |
225.86 |
-0.86 |
1,658 |
6,914 |
+331 |
| Oct10 |
100111 |
218.03 |
218.03 |
216.06 |
216.06 |
-0.81 |
102 |
2,931 |
-39 |
| Nov10 |
100111 |
218.03 |
218.03 |
215.26 |
215.26 |
-0.76 |
35 |
9,334 |
+2 |
| Total Volume and Open Interest |
119,351 |
260,238 |
+3,396 |
| e-miNY RBOB Gasoline(NYM) |
| Feb10 |
100111 |
214.30 |
214.30 |
214.27 |
214.30 |
-1.20 |
4 |
13 |
+0 |
| Mar10 |
100111 |
215.50 |
215.50 |
215.47 |
215.50 |
-1.00 |
|
|
|
| Apr10 |
100111 |
225.40 |
225.44 |
225.40 |
225.40 |
-1.10 |
|
|
|
| May10 |
100111 |
226.40 |
226.40 |
226.39 |
226.40 |
-1.00 |
|
|
|
| Total Volume and Open Interest |
4 |
13 |
+0 |
| Natural Gas(NYM) |
| Feb10 |
100111 |
5.576 |
5.625 |
5.371 |
5.454 |
-0.295 |
101,153 |
111,457 |
-7,636 |
| Mar10 |
100111 |
5.534 |
5.611 |
5.350 |
5.432 |
-0.280 |
46,022 |
143,131 |
+3,869 |
| Apr10 |
100111 |
5.495 |
5.580 |
5.331 |
5.405 |
-0.259 |
23,034 |
77,897 |
-890 |
| May10 |
100111 |
5.572 |
5.627 |
5.393 |
5.457 |
-0.250 |
12,672 |
50,261 |
+3,290 |
| Jun10 |
100111 |
5.691 |
5.691 |
5.463 |
5.531 |
-0.242 |
4,240 |
24,646 |
-106 |
| Jul10 |
100111 |
5.755 |
5.755 |
5.547 |
5.616 |
-0.232 |
3,177 |
22,246 |
+838 |
| Aug10 |
100111 |
5.804 |
5.804 |
5.622 |
5.684 |
-0.229 |
1,361 |
32,438 |
+114 |
| Sep10 |
100111 |
5.820 |
5.820 |
5.651 |
5.716 |
-0.227 |
1,218 |
21,968 |
+213 |
| Oct10 |
100111 |
5.914 |
5.915 |
5.748 |
5.816 |
-0.227 |
5,450 |
45,899 |
+534 |
| Nov10 |
100111 |
6.191 |
6.229 |
6.079 |
6.141 |
-0.202 |
568 |
11,713 |
+127 |
| Dec10 |
100111 |
6.600 |
6.600 |
6.426 |
6.491 |
-0.182 |
788 |
22,696 |
-60 |
| Jan11 |
100111 |
6.790 |
6.798 |
6.654 |
6.721 |
-0.172 |
2,419 |
24,279 |
+343 |
| Feb11 |
100111 |
6.748 |
6.748 |
6.625 |
6.691 |
-0.167 |
301 |
8,266 |
+47 |
| Mar11 |
100111 |
6.575 |
6.580 |
6.445 |
6.506 |
-0.164 |
756 |
21,681 |
-148 |
| Apr11 |
100111 |
6.015 |
6.020 |
5.930 |
5.991 |
-0.089 |
750 |
17,262 |
+107 |
| May11 |
100111 |
6.010 |
6.060 |
5.896 |
5.961 |
-0.084 |
86 |
9,633 |
+23 |
| Total Volume and Open Interest |
204,692 |
739,917 |
+754 |
| Brent Crude Oil(ICE) |
| Feb10 |
100111 |
81.53 |
82.45 |
80.41 |
80.97 |
-0.40 |
149,060 |
124,828 |
-20,037 |
| Mar10 |
100111 |
82.19 |
82.95 |
81.00 |
81.54 |
-0.40 |
130,809 |
205,944 |
+16,860 |
| Apr10 |
100111 |
82.85 |
83.58 |
81.67 |
82.20 |
-0.41 |
63,962 |
87,789 |
+9,108 |
| May10 |
100111 |
83.49 |
84.22 |
82.52 |
82.89 |
-0.39 |
20,853 |
42,671 |
+3,749 |
| Jun10 |
100111 |
84.09 |
84.81 |
83.15 |
83.54 |
-0.35 |
22,737 |
65,578 |
+3,103 |
| Jul10 |
100111 |
85.16 |
85.27 |
83.80 |
84.13 |
-0.30 |
6,020 |
17,329 |
-321 |
| Aug10 |
100111 |
85.69 |
85.77 |
84.25 |
84.67 |
-0.28 |
6,312 |
15,920 |
+419 |
| Sep10 |
100111 |
86.16 |
86.27 |
84.74 |
85.16 |
-0.27 |
3,654 |
10,134 |
+856 |
| Oct10 |
100111 |
86.61 |
86.74 |
85.65 |
85.65 |
-0.27 |
2,277 |
13,324 |
+333 |
| Nov10 |
100111 |
87.23 |
87.23 |
86.05 |
86.14 |
-0.28 |
2,623 |
12,068 |
+735 |
| Dec10 |
100111 |
87.59 |
87.75 |
86.26 |
86.66 |
-0.30 |
12,582 |
75,778 |
+560 |
| Jan11 |
100111 |
87.14 |
87.14 |
87.14 |
87.14 |
-0.27 |
838 |
9,173 |
+141 |
| Feb11 |
100111 |
87.57 |
87.57 |
87.57 |
87.57 |
-0.26 |
656 |
4,977 |
+135 |
| Mar11 |
100111 |
87.97 |
87.97 |
87.97 |
87.97 |
-0.24 |
142 |
4,633 |
+6 |
| Total Volume and Open Interest |
425,460 |
792,472 |
+15,787 |
| Gas Oil(ICE) |
| Jan10 |
100111 |
667.50 |
668.50 |
654.25 |
657.00 |
+0.75 |
33,255 |
45,104 |
-13,886 |
| Feb10 |
100111 |
671.25 |
676.25 |
661.50 |
664.00 |
+0.50 |
72,428 |
141,519 |
+5,535 |
| Mar10 |
100111 |
680.00 |
682.00 |
668.00 |
669.75 |
unch |
29,097 |
67,201 |
+4,767 |
| Apr10 |
100111 |
685.00 |
686.75 |
673.75 |
675.25 |
unch |
11,192 |
42,333 |
+2,981 |
| May10 |
100111 |
687.75 |
692.75 |
680.00 |
680.75 |
-0.25 |
3,733 |
27,996 |
+252 |
| Jun10 |
100111 |
698.00 |
698.75 |
685.50 |
686.25 |
-0.75 |
5,468 |
41,596 |
-398 |
| Jul10 |
100111 |
701.25 |
703.00 |
691.00 |
692.25 |
-0.75 |
1,871 |
20,028 |
+194 |
| Aug10 |
100111 |
708.25 |
709.75 |
697.25 |
698.50 |
-0.75 |
1,487 |
19,667 |
+439 |
| Sep10 |
100111 |
713.00 |
714.00 |
704.50 |
704.50 |
-0.75 |
1,606 |
19,690 |
+421 |
| Oct10 |
100111 |
719.25 |
719.25 |
710.25 |
710.25 |
-0.50 |
294 |
11,609 |
-69 |
| Total Volume and Open Interest |
165,034 |
563,302 |
+938 |
| Ethanol(CBOT) |
| Jan10 |
100106 |
1.949 |
1.958 |
1.941 |
1.957 |
+0.010 |
21 |
369 |
-4 |
| Feb10 |
100111 |
1.910 |
1.910 |
1.895 |
1.904 |
-0.014 |
75 |
960 |
+11 |
| Mar10 |
100111 |
1.907 |
1.913 |
1.890 |
1.911 |
-0.008 |
67 |
963 |
+33 |
| Apr10 |
100111 |
1.957 |
1.957 |
1.905 |
1.915 |
-0.015 |
50 |
1,133 |
+25 |
| May10 |
100111 |
1.907 |
1.914 |
1.907 |
1.911 |
-0.016 |
15 |
413 |
+1 |
| Jun10 |
100111 |
1.907 |
1.918 |
1.907 |
1.914 |
-0.005 |
13 |
379 |
-1 |
| Jul10 |
100111 |
1.920 |
1.920 |
1.891 |
1.914 |
-0.005 |
19 |
553 |
+6 |
| Aug10 |
100111 |
1.880 |
1.880 |
1.878 |
1.878 |
-0.008 |
45 |
496 |
+26 |
| Total Volume and Open Interest |
431 |
6,924 |
+197 |
| US Dollar Index(ICE) |
| Mar10 |
100111 |
77.630 |
77.660 |
76.945 |
77.160 |
-0.495 |
23,272 |
53,008 |
-1,172 |
| Jun10 |
100111 |
77.465 |
77.635 |
77.400 |
77.520 |
-0.495 |
55 |
4,946 |
+5 |
| Sep10 |
100111 |
77.520 |
77.520 |
77.520 |
77.520 |
-0.495 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
23,327 |
57,955 |
-1,167 |
| Australian Dollar(CME) |
| Mar10 |
100111 |
92.17 |
92.64 |
92.16 |
92.46 |
+0.67 |
82,078 |
118,464 |
+3,756 |
| Jun10 |
100111 |
91.26 |
91.64 |
90.83 |
91.49 |
+0.66 |
1,170 |
3,808 |
+805 |
| Sep10 |
100111 |
90.46 |
90.46 |
89.83 |
90.46 |
+0.63 |
0 |
18 |
+0 |
| Total Volume and Open Interest |
83,248 |
122,290 |
+4,561 |
| British Pound(CME) |
| Mar10 |
100111 |
160.51 |
161.88 |
160.27 |
160.94 |
+0.67 |
122,147 |
90,725 |
+1,229 |
| Jun10 |
100111 |
160.47 |
161.77 |
160.18 |
160.85 |
+0.67 |
106 |
734 |
+18 |
| Sep10 |
100111 |
160.76 |
161.37 |
160.11 |
160.76 |
+0.65 |
0 |
79 |
+0 |
| Total Volume and Open Interest |
122,253 |
91,541 |
+1,247 |
| Canadian Dollar(CME) |
| Mar10 |
100111 |
97.03 |
97.55 |
96.66 |
96.78 |
-0.13 |
80,679 |
113,219 |
+1,402 |
| Jun10 |
100111 |
97.25 |
97.50 |
96.67 |
96.77 |
-0.13 |
551 |
1,418 |
-30 |
| Sep10 |
100111 |
97.40 |
97.45 |
96.69 |
96.74 |
-0.13 |
23 |
631 |
+6 |
| Dec10 |
100111 |
97.00 |
97.30 |
96.60 |
96.65 |
-0.14 |
2 |
494 |
+0 |
| Total Volume and Open Interest |
81,255 |
115,819 |
+1,378 |
| Japanese Yen(CME) |
| Mar10 |
100111 |
108.07 |
108.96 |
107.95 |
108.64 |
+0.63 |
137,669 |
114,714 |
+1,089 |
| Jun10 |
100111 |
108.16 |
109.01 |
108.01 |
108.70 |
+0.62 |
666 |
429 |
+85 |
| Sep10 |
100111 |
108.82 |
108.85 |
108.21 |
108.82 |
+0.61 |
75 |
196 |
+0 |
| Total Volume and Open Interest |
138,410 |
115,363 |
+1,174 |
| Swiss Franc(CME) |
| Mar10 |
100111 |
97.70 |
98.75 |
97.68 |
98.50 |
+0.79 |
80,000 |
37,638 |
+2,158 |
| Jun10 |
100111 |
97.99 |
98.80 |
97.77 |
98.56 |
+0.79 |
47 |
137 |
+14 |
| Sep10 |
100111 |
98.64 |
98.65 |
97.86 |
98.64 |
+0.78 |
11 |
15 |
+11 |
| Total Volume and Open Interest |
80,058 |
37,792 |
+2,183 |
| EuroFX(CME) |
| Mar10 |
100111 |
144.10 |
145.55 |
144.09 |
145.18 |
+1.03 |
348,468 |
150,587 |
-9,112 |
| Jun10 |
100111 |
144.08 |
145.45 |
144.08 |
145.13 |
+1.03 |
631 |
1,359 |
+52 |
| Sep10 |
100111 |
145.04 |
145.13 |
144.01 |
145.04 |
+1.03 |
0 |
660 |
+0 |
| Total Volume and Open Interest |
349,099 |
152,621 |
-9,060 |
| Mexican Peso(CME) |
| Jan10 |
100111 |
783.2 |
788.0 |
783.2 |
783.2 |
-4.8 |
0 |
8 |
+8 |
| Feb10 |
100111 |
780.2 |
785.0 |
780.2 |
780.2 |
-4.8 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
15,264 |
102,697 |
+2,189 |
| 30-Year T-Bonds(CBOT) |
| Mar10 |
100111 |
115~040 |
115~190 |
114~280 |
115~060 |
-0~090 |
287,775 |
666,037 |
+14,578 |
| Jun10 |
100111 |
113~180 |
114~000 |
113~180 |
113~230 |
-0~090 |
251 |
516 |
+179 |
| Sep10 |
100111 |
112~120 |
112~170 |
112~080 |
112~080 |
-0~090 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
288,026 |
666,554 |
+14,757 |
| 10-Year T-Notes(CBOT) |
| Mar10 |
100111 |
115~265 |
116~060 |
115~240 |
116~010 |
unch |
998,453 |
1,227,584 |
+12,561 |
| Jun10 |
100111 |
114~045 |
114~185 |
114~045 |
114~150 |
unch |
529 |
549 |
+175 |
| Sep10 |
100111 |
112~290 |
112~290 |
112~290 |
112~290 |
unch |
|
|
|
| Total Volume and Open Interest |
998,982 |
1,228,133 |
+12,736 |
| 5-Year T-Notes(CBOT) |
| Mar10 |
100111 |
114~114 |
115~016 |
114~106 |
115~004 |
+0~003 |
441,871 |
787,076 |
+4,000 |
| Jun10 |
100111 |
113~094 |
113~094 |
113~091 |
113~094 |
+0~003 |
3 |
2 |
+1 |
| Sep10 |
100111 |
112~056 |
112~056 |
112~053 |
112~056 |
+0~003 |
|
|
|
| Total Volume and Open Interest |
441,874 |
787,078 |
+4,001 |
| 2 Year T-Notes(CBOT) |
| Mar10 |
100111 |
108~055 |
108~075 |
108~055 |
108~074 |
+0~007 |
317,273 |
852,959 |
+21,004 |
| Jun10 |
100111 |
107~124 |
107~124 |
107~117 |
107~124 |
+0~007 |
226 |
8,352 |
+20 |
| Sep10 |
100111 |
107~046 |
107~046 |
107~039 |
107~046 |
+0~007 |
|
|
|
| Total Volume and Open Interest |
317,499 |
861,311 |
+21,024 |
| Eurodollars(CME) |
| Mar10 |
100111 |
99.700 |
99.715 |
99.695 |
99.710 |
+0.005 |
208,112 |
1,179,776 |
-21,812 |
| Jun10 |
100111 |
99.515 |
99.540 |
99.490 |
99.530 |
+0.015 |
313,476 |
893,157 |
+19,252 |
| Sep10 |
100111 |
99.175 |
99.230 |
99.150 |
99.220 |
+0.035 |
417,179 |
749,319 |
+28,274 |
| Dec10 |
100111 |
98.765 |
98.835 |
98.745 |
98.830 |
+0.050 |
414,296 |
768,831 |
+22,897 |
| Mar11 |
100111 |
98.350 |
98.435 |
98.340 |
98.425 |
+0.050 |
435,479 |
552,228 |
+34,026 |
| Jun11 |
100111 |
97.955 |
98.030 |
97.935 |
98.020 |
+0.050 |
291,934 |
556,567 |
+9,040 |
| Sep11 |
100111 |
97.570 |
97.655 |
97.560 |
97.645 |
+0.045 |
223,595 |
479,433 |
+5,850 |
| Dec11 |
100111 |
97.220 |
97.305 |
97.210 |
97.290 |
+0.040 |
199,332 |
303,696 |
-1,846 |
| Mar12 |
100111 |
96.915 |
96.995 |
96.895 |
96.980 |
+0.035 |
96,457 |
235,912 |
+3,099 |
| Jun12 |
100111 |
96.615 |
96.695 |
96.595 |
96.675 |
+0.030 |
83,820 |
203,191 |
+4,656 |
| Sep12 |
100111 |
96.335 |
96.425 |
96.330 |
96.400 |
+0.020 |
64,145 |
118,725 |
+2,960 |
| Dec12 |
100111 |
96.090 |
96.165 |
96.070 |
96.135 |
+0.010 |
62,921 |
98,145 |
+1,396 |
| Mar13 |
100111 |
95.900 |
95.970 |
95.875 |
95.935 |
unch |
21,794 |
68,663 |
+668 |
| Jun13 |
100111 |
95.725 |
95.785 |
95.700 |
95.750 |
-0.005 |
17,058 |
61,221 |
+1,344 |
| Sep13 |
100111 |
95.540 |
95.620 |
95.530 |
95.575 |
-0.010 |
21,580 |
51,661 |
-1,542 |
| Dec13 |
100111 |
95.375 |
95.445 |
95.365 |
95.400 |
-0.015 |
12,850 |
36,771 |
+927 |
| Mar14 |
100111 |
95.235 |
95.310 |
95.230 |
95.265 |
-0.020 |
9,428 |
32,626 |
+778 |
| Jun14 |
100111 |
95.115 |
95.185 |
95.110 |
95.140 |
-0.020 |
7,675 |
28,547 |
+145 |
| Total Volume and Open Interest |
2,949,498 |
6,672,643 |
+109,951 |
| 30 Day Federal Funds(CBOT) |
| Jan10 |
100111 |
99.885 |
99.887 |
99.885 |
99.885 |
unch |
8,368 |
72,506 |
+3,816 |
| Feb10 |
100111 |
99.865 |
99.870 |
99.860 |
99.865 |
unch |
10,810 |
96,577 |
+87 |
| Mar10 |
100111 |
99.840 |
99.850 |
99.840 |
99.845 |
+0.005 |
3,346 |
58,169 |
+27 |
| Apr10 |
100111 |
99.825 |
99.835 |
99.825 |
99.825 |
unch |
8,461 |
66,465 |
+2,220 |
| May10 |
100111 |
99.790 |
99.800 |
99.790 |
99.795 |
+0.005 |
10,166 |
59,146 |
+1,466 |
| Jun10 |
100111 |
99.765 |
99.780 |
99.760 |
99.770 |
+0.005 |
13,262 |
39,417 |
+2,091 |
| Total Volume and Open Interest |
81,578 |
525,296 |
+14,889 |
| 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 |
100111 |
99.590 |
99.590 |
99.590 |
99.590 |
unch |
0 |
692 |
+0 |
| Jun10 |
100111 |
99.630 |
99.630 |
99.630 |
99.630 |
unch |
0 |
80 |
+0 |
| Sep10 |
100111 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
0 |
230 |
+0 |
| Dec10 |
100111 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
0 |
242 |
+0 |
| Mar11 |
100111 |
99.555 |
99.555 |
99.555 |
99.555 |
unch |
|
|
|
| Jun11 |
100111 |
99.530 |
99.530 |
99.530 |
99.530 |
unch |
|
|
|
| Sep11 |
100111 |
99.530 |
99.530 |
99.530 |
99.530 |
unch |
|
|
|
| Dec11 |
100111 |
99.335 |
99.335 |
99.335 |
99.335 |
unch |
|
|
|
| Mar12 |
100111 |
99.300 |
99.300 |
99.300 |
99.300 |
unch |
|
|
|
| Jun12 |
100111 |
99.350 |
99.350 |
99.350 |
99.350 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
1,244 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Mar10 |
100111 |
99.59 |
99.59 |
99.59 |
99.59 |
unch |
417 |
4,558 |
+0 |
| Jun10 |
100111 |
99.63 |
99.63 |
99.63 |
99.63 |
unch |
0 |
1,709 |
+0 |
| Sep10 |
100111 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
1,666 |
+0 |
| Dec10 |
100111 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
1,281 |
+0 |
| Mar11 |
100111 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
0 |
662 |
+0 |
| Jun11 |
100111 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
0 |
52 |
+0 |
| Sep11 |
100111 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
0 |
51 |
+0 |
| Dec11 |
100111 |
99.33 |
99.33 |
99.33 |
99.33 |
unch |
0 |
101 |
+0 |
| Total Volume and Open Interest |
417 |
11,451 |
+0 |
| 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 |
100111 |
121.32 |
121.79 |
121.18 |
121.71 |
+0.31 |
823,864 |
810,878 |
+12,013 |
| Jun10 |
100111 |
119.80 |
120.30 |
119.80 |
120.26 |
+0.28 |
148 |
76 |
+10 |
| Sep10 |
100111 |
119.91 |
119.91 |
119.91 |
119.91 |
+0.31 |
50 |
0 |
+0 |
| Total Volume and Open Interest |
824,062 |
810,954 |
+12,023 |
| Euro-Bobl(EUREX) |
| Mar10 |
100111 |
115.91 |
116.16 |
115.83 |
116.09 |
+0.14 |
424,449 |
675,025 |
+4,825 |
| Jun10 |
100111 |
114.63 |
114.63 |
114.63 |
114.63 |
+0.14 |
0 |
2 |
+0 |
| Sep10 |
100111 |
114.39 |
114.39 |
114.39 |
114.39 |
+0.14 |
|
|
|
| Total Volume and Open Interest |
424,449 |
675,027 |
+4,825 |
| 3-Mth Euribor(EUREX) |
| Mar10 |
100111 |
99.290 |
99.300 |
99.290 |
99.295 |
unch |
290 |
15,347 |
+256 |
| Jun10 |
100111 |
99.000 |
99.030 |
98.995 |
99.020 |
+0.025 |
186 |
7,132 |
+161 |
| Sep10 |
100111 |
98.665 |
98.700 |
98.665 |
98.695 |
+0.040 |
121 |
2,470 |
+41 |
| Total Volume and Open Interest |
929 |
28,465 |
+506 |
| Long Gilt(LIFFE) |
| Mar10 |
100111 |
113~29 |
114~28 |
113~24 |
114~23 |
+0~23 |
65,890 |
237,998 |
+5,827 |
| Jun10 |
100111 |
114~20 |
114~20 |
114~20 |
114~20 |
+0~23 |
|
|
|
| Total Volume and Open Interest |
65,890 |
237,998 |
+5,827 |
| 3-Mth Short Sterling(LIFFE) |
| Mar10 |
100111 |
99.35 |
99.38 |
99.35 |
99.35 |
-0.01 |
44,595 |
341,677 |
-7,298 |
| Jun10 |
100111 |
99.14 |
99.17 |
99.13 |
99.15 |
+0.01 |
69,035 |
387,241 |
-815 |
| Sep10 |
100111 |
98.74 |
98.82 |
98.74 |
98.80 |
+0.05 |
112,685 |
338,038 |
+21,586 |
| Dec10 |
100111 |
98.26 |
98.35 |
98.23 |
98.33 |
+0.08 |
102,389 |
298,174 |
+1,945 |
| Mar11 |
100111 |
97.80 |
97.90 |
97.76 |
97.87 |
+0.09 |
95,228 |
285,740 |
+2,545 |
| Jun11 |
100111 |
97.34 |
97.46 |
97.31 |
97.43 |
+0.09 |
51,596 |
155,202 |
+745 |
| Total Volume and Open Interest |
593,200 |
2,175,572 |
+16,236 |
| 3-Mth Euribor(LIFFE) |
| Mar10 |
100111 |
99.290 |
99.305 |
99.280 |
99.295 |
unch |
111,861 |
762,640 |
-27,269 |
| Jun10 |
100111 |
98.995 |
99.035 |
98.985 |
99.020 |
+0.025 |
176,419 |
730,144 |
+2,151 |
| Sep10 |
100111 |
98.660 |
98.710 |
98.650 |
98.695 |
+0.040 |
193,907 |
598,044 |
+667 |
| Total Volume and Open Interest |
1,092,599 |
3,621,089 |
+2,781 |
| 3-Mth Aus T-Bills(SFE) |
| Mar10 |
100111 |
95.51 |
95.55 |
95.45 |
95.46 |
-0.05 |
19,142 |
288,627 |
+125 |
| Jun10 |
100111 |
95.13 |
95.16 |
95.05 |
95.06 |
-0.06 |
19,099 |
182,758 |
-837 |
| Sep10 |
100111 |
94.83 |
94.86 |
94.76 |
94.79 |
-0.05 |
6,025 |
94,608 |
-107 |
| Dec10 |
100111 |
94.61 |
94.65 |
94.56 |
94.59 |
-0.04 |
3,155 |
77,429 |
+988 |
| Mar11 |
100111 |
94.46 |
94.46 |
94.37 |
94.39 |
-0.03 |
1,694 |
27,413 |
-122 |
| Jun11 |
100111 |
94.26 |
94.26 |
94.21 |
94.23 |
-0.03 |
1,336 |
23,964 |
+701 |
| Sep11 |
100111 |
94.08 |
94.10 |
94.08 |
94.10 |
-0.03 |
1,568 |
16,571 |
+208 |
| Dec11 |
100111 |
93.99 |
94.01 |
93.99 |
94.01 |
-0.02 |
176 |
8,090 |
+65 |
| Mar12 |
100111 |
93.93 |
93.94 |
93.93 |
93.94 |
-0.01 |
20 |
3,089 |
+20 |
| Jun12 |
100111 |
93.89 |
93.89 |
93.89 |
93.89 |
-0.01 |
0 |
1,186 |
+0 |
| Total Volume and Open Interest |
52,215 |
724,653 |
+1,041 |
| 10-Year Aus T-Bonds(SFE) |
| Mar10 |
100111 |
94.21 |
94.32 |
94.20 |
94.22 |
unch |
15,939 |
316,609 |
-27,496 |
| Jun10 |
100111 |
94.22 |
94.22 |
94.22 |
94.22 |
unch |
|
|
|
| Total Volume and Open Interest |
15,939 |
316,609 |
-27,496 |
| 3-Year Aus T-Bonds(SFE) |
| Mar10 |
100111 |
94.82 |
94.91 |
94.76 |
94.80 |
-0.03 |
75,514 |
435,046 |
-1,108 |
| Jun10 |
100111 |
94.80 |
94.80 |
94.80 |
94.80 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
75,514 |
435,046 |
-1,108 |
| Gold(CMX) |
| Feb10 |
100111 |
1139.0 |
1163.0 |
1139.0 |
1151.4 |
+12.5 |
212,621 |
304,044 |
-12,722 |
| Apr10 |
100111 |
1142.0 |
1166.7 |
1142.0 |
1152.8 |
+12.5 |
21,783 |
71,645 |
+4,604 |
| Jun10 |
100111 |
1145.0 |
1164.1 |
1145.0 |
1153.9 |
+12.5 |
3,000 |
39,783 |
+837 |
| Aug10 |
100111 |
1144.0 |
1162.3 |
1144.0 |
1154.9 |
+12.4 |
1,836 |
18,620 |
+1,435 |
| Oct10 |
100111 |
1162.0 |
1162.0 |
1156.0 |
1156.2 |
+12.3 |
664 |
4,588 |
-416 |
| Dec10 |
100111 |
1145.3 |
1167.3 |
1145.3 |
1157.9 |
+12.3 |
2,473 |
23,937 |
-141 |
| Feb11 |
100111 |
1163.4 |
1163.4 |
1160.1 |
1160.1 |
+12.1 |
16 |
6,254 |
+6 |
| Apr11 |
100111 |
1162.8 |
1162.8 |
1162.8 |
1162.8 |
+12.1 |
18 |
3,745 |
+12 |
| Jun11 |
100111 |
510.6 |
510.6 |
510.6 |
510.6 |
+12.0 |
22 |
7,416 |
+5 |
| Aug11 |
100111 |
1169.7 |
1169.7 |
1169.7 |
1169.7 |
+11.9 |
17 |
1,386 |
+17 |
| Oct11 |
100111 |
1173.9 |
1173.9 |
1173.9 |
1173.9 |
+11.8 |
18 |
1,160 |
+18 |
| Dec11 |
100111 |
1187.0 |
1187.0 |
1178.4 |
1178.4 |
+11.8 |
180 |
10,718 |
+49 |
| Total Volume and Open Interest |
243,014 |
513,344 |
-6,226 |
| Silver(CMX) |
| Mar10 |
100111 |
1851.0 |
1892.5 |
1849.5 |
1869.5 |
+22.5 |
35,476 |
80,177 |
+158 |
| May10 |
100111 |
1849.0 |
1890.0 |
1849.0 |
1871.9 |
+22.6 |
340 |
12,943 |
-75 |
| Jul10 |
100111 |
1880.0 |
1891.0 |
1863.0 |
1874.0 |
+22.7 |
567 |
8,584 |
-136 |
| Sep10 |
100111 |
1886.0 |
1886.0 |
1876.0 |
1876.0 |
+22.7 |
3 |
2,701 |
+1 |
| Dec10 |
100111 |
1875.5 |
1902.5 |
1867.5 |
1879.0 |
+22.7 |
399 |
10,561 |
+12 |
| Mar11 |
100111 |
1882.0 |
1882.0 |
1882.0 |
1882.0 |
+22.5 |
65 |
783 |
+40 |
| May11 |
100111 |
1884.4 |
1884.4 |
1884.4 |
1884.4 |
+22.4 |
42 |
194 |
+39 |
| Total Volume and Open Interest |
37,337 |
127,372 |
+276 |
| Platinum(NYMEX) |
| Jan10 |
100111 |
1577.5 |
1589.5 |
1563.0 |
1588.3 |
+23.7 |
31 |
80 |
-38 |
| Apr10 |
100111 |
1580.0 |
1596.3 |
1567.2 |
1592.5 |
+21.9 |
3,969 |
33,061 |
+399 |
| Jul10 |
100111 |
1588.8 |
1593.7 |
1588.8 |
1592.5 |
+20.0 |
143 |
1,053 |
+103 |
| Oct10 |
100111 |
1595.6 |
1595.6 |
1595.6 |
1595.6 |
+20.0 |
0 |
14 |
+0 |
| Total Volume and Open Interest |
4,155 |
34,215 |
+466 |
| Palladium(NYMEX) |
| Mar10 |
100111 |
428.00 |
435.80 |
426.20 |
431.95 |
+6.80 |
3,503 |
23,180 |
+495 |
| Jun10 |
100111 |
430.00 |
434.00 |
427.15 |
432.25 |
+6.80 |
86 |
608 |
+69 |
| Sep10 |
100111 |
429.25 |
433.25 |
429.10 |
432.25 |
+6.80 |
3 |
4 |
+3 |
| Total Volume and Open Interest |
3,596 |
23,801 |
+571 |
| Copper(CMX) |
| Mar10 |
100111 |
343.00 |
350.40 |
341.30 |
344.10 |
+4.05 |
26,080 |
115,915 |
-2,050 |
| May10 |
100111 |
345.00 |
351.60 |
344.85 |
345.40 |
+3.95 |
3,697 |
21,883 |
-464 |
| Jul10 |
100111 |
350.15 |
350.15 |
345.50 |
346.10 |
+3.90 |
1,201 |
9,172 |
+513 |
| Sep10 |
100111 |
346.40 |
346.40 |
346.40 |
346.40 |
+3.80 |
145 |
4,433 |
+80 |
| Dec10 |
100111 |
346.40 |
346.40 |
346.40 |
346.40 |
+3.85 |
373 |
3,804 |
+249 |
| Total Volume and Open Interest |
32,315 |
160,142 |
-1,773 |
| DJIA Index(CBOT) |
| Mar10 |
100111 |
10563 |
10620 |
10540 |
10604 |
+38 |
278 |
11,233 |
-19 |
| Jun10 |
100111 |
10542 |
10542 |
10505 |
10542 |
+37 |
0 |
11 |
+0 |
| Sep10 |
100111 |
10488 |
10488 |
10450 |
10488 |
+38 |
|
|
|
| Dec10 |
100111 |
10439 |
10439 |
10401 |
10439 |
+38 |
|
|
|
| Total Volume and Open Interest |
278 |
11,244 |
-19 |
| S & P 500(CME) |
| Mar10 |
100111 |
1141.60 |
1147.90 |
1138.00 |
1142.50 |
+0.90 |
17,838 |
319,070 |
+350 |
| Jun10 |
100111 |
1137.60 |
1140.70 |
1135.70 |
1137.60 |
+0.90 |
440 |
2,512 |
+0 |
| Sep10 |
100111 |
1133.10 |
1136.20 |
1131.20 |
1133.10 |
+0.90 |
0 |
447 |
+0 |
| Dec10 |
100111 |
1130.10 |
1133.20 |
1128.20 |
1130.10 |
+0.90 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
18,278 |
322,040 |
+350 |
| S & P 500 E-Mini(Globex) |
| Mar10 |
100111 |
1141.75 |
1148.00 |
1137.75 |
1142.50 |
+1.00 |
1,527,666 |
2,420,194 |
+13,842 |
| Jun10 |
100111 |
1137.25 |
1143.00 |
1133.25 |
1137.50 |
+0.75 |
1,172 |
4,906 |
+752 |
| Total Volume and Open Interest |
1,528,838 |
2,426,248 |
+14,594 |
| NASDAQ 100(CME) |
| Mar10 |
100111 |
1893.30 |
1899.80 |
1873.00 |
1883.50 |
-6.50 |
1,018 |
13,994 |
+405 |
| Jun10 |
100111 |
1880.80 |
1880.80 |
1880.00 |
1880.80 |
-6.50 |
150 |
326 |
+281 |
| Sep10 |
100111 |
1879.80 |
1879.80 |
1879.80 |
1879.80 |
-6.50 |
|
|
|
| Total Volume and Open Interest |
1,168 |
14,320 |
+686 |
| NASDAQ 100 E-Mini(Globex) |
| Mar10 |
100111 |
1892.30 |
1900.00 |
1874.30 |
1883.50 |
-6.50 |
268,934 |
327,918 |
+10,692 |
| Jun10 |
100111 |
1892.00 |
1896.50 |
1872.30 |
1880.80 |
-6.50 |
1,001 |
745 |
+73 |
| Total Volume and Open Interest |
269,935 |
328,665 |
+10,765 |
| S & P Midcap 400(CME) |
| Mar10 |
100111 |
748.50 |
754.00 |
746.80 |
748.50 |
-2.10 |
36 |
1,486 |
+9 |
| Jun10 |
100111 |
746.40 |
747.10 |
746.40 |
746.40 |
-2.20 |
|
|
|
| Sep10 |
100111 |
744.40 |
745.10 |
744.40 |
744.40 |
-2.20 |
|
|
|
| Total Volume and Open Interest |
36 |
1,486 |
+9 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Mar10 |
100111 |
10885 |
10955 |
10835 |
10900 |
+15 |
6,018 |
36,778 |
+357 |
| Jun10 |
100111 |
10900 |
10900 |
10885 |
10900 |
+15 |
|
|
|
| Total Volume and Open Interest |
6,018 |
36,778 |
+357 |
| 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 |
100111 |
4072.5 |
4089.0 |
4039.0 |
4043.0 |
-3.0 |
93,936 |
365,466 |
+17,206 |
| Feb10 |
100111 |
4071.0 |
4090.0 |
4041.0 |
4044.0 |
-2.5 |
1,439 |
1,910 |
+1,439 |
| Mar10 |
100111 |
4075.5 |
4090.0 |
4041.5 |
4044.5 |
-3.5 |
2,287 |
54,724 |
+2,044 |
| Total Volume and Open Interest |
97,662 |
423,950 |
+20,689 |
| Hang Seng Index(HKFE) |
| Jan10 |
100111 |
22619 |
22710 |
22409 |
22508 |
+198 |
68,010 |
81,335 |
+2,908 |
| Feb10 |
100111 |
22601 |
22690 |
22404 |
22498 |
+208 |
628 |
1,511 |
+510 |
| Mar10 |
100111 |
22525 |
22637 |
22371 |
22437 |
+202 |
1,043 |
4,751 |
+49 |
| Total Volume and Open Interest |
69,741 |
88,285 |
+3,477 |
| DAX(EUREX) |
| Mar10 |
100111 |
6085.0 |
6100.5 |
6036.0 |
6038.5 |
-7.0 |
135,006 |
139,131 |
-2,247 |
| Jun10 |
100111 |
6080.0 |
6107.5 |
6048.0 |
6048.0 |
-6.5 |
180 |
7,965 |
+0 |
| Sep10 |
100111 |
6090.0 |
6090.0 |
6058.0 |
6058.0 |
-6.5 |
24 |
79 |
-8 |
| Total Volume and Open Interest |
135,210 |
147,175 |
-2,255 |
| FT-SE 100(EURONEXT) |
| Mar10 |
100111 |
5520.50 |
5559.50 |
5484.50 |
5488.50 |
-1.50 |
81,854 |
639,289 |
+293 |
| Jun10 |
100111 |
5505.00 |
5505.00 |
5439.00 |
5439.00 |
-1.00 |
85 |
2,135 |
+67 |
| Sep10 |
100111 |
5404.50 |
5404.50 |
5404.50 |
5404.50 |
-1.00 |
0 |
374 |
+0 |
| Total Volume and Open Interest |
81,939 |
642,223 |
+360 |
| SPI 200(SFE) |
| Mar10 |
100111 |
4899.0 |
4946.0 |
4887.0 |
4933.0 |
+38.0 |
16,415 |
192,746 |
-6,751 |
| Jun10 |
100111 |
4931.0 |
4965.0 |
4931.0 |
4955.0 |
+38.0 |
237 |
1,718 |
+172 |
| Sep10 |
100111 |
4960.0 |
4960.0 |
4955.0 |
4955.0 |
+38.0 |
1 |
1,822 |
+0 |
| Total Volume and Open Interest |
16,843 |
196,925 |
-6,532 |
| GSCI(CME) |
| Jan10 |
100111 |
546.50 |
546.50 |
539.50 |
540.30 |
-2.15 |
3,914 |
17,069 |
-2,399 |
| Feb10 |
100111 |
550.00 |
550.00 |
542.50 |
544.00 |
-2.00 |
2,697 |
2,996 |
+2,641 |
| Mar10 |
100111 |
548.00 |
552.00 |
547.00 |
548.00 |
-1.50 |
|
|
|
| Total Volume and Open Interest |
6,611 |
20,065 |
+242 |
| 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. |
|
|