|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed January 13, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan10 |
100113 |
965.50 |
983.75 |
964.00 |
983.50 |
+14.00 |
4,953 |
2,747 |
-1,838 |
| Mar10 |
100113 |
978.00 |
993.75 |
971.50 |
992.50 |
+14.50 |
123,054 |
223,864 |
-1,486 |
| May10 |
100113 |
985.50 |
1001.00 |
977.25 |
999.75 |
+14.00 |
29,327 |
62,085 |
+1,903 |
| Jul10 |
100113 |
992.25 |
1007.00 |
982.50 |
1006.00 |
+13.25 |
29,462 |
59,942 |
+634 |
| Aug10 |
100113 |
986.75 |
1001.50 |
984.50 |
1001.50 |
+12.50 |
954 |
2,015 |
+248 |
| Sep10 |
100113 |
971.50 |
986.50 |
971.50 |
986.50 |
+10.00 |
1,184 |
1,361 |
+188 |
| Nov10 |
100113 |
963.00 |
975.25 |
958.50 |
974.50 |
+9.50 |
19,085 |
77,089 |
+3,029 |
| Total Volume and Open Interest |
209,536 |
438,758 |
+3,103 |
| Soybean Meal(CBOT) |
| Jan10 |
100113 |
295.00 |
302.00 |
294.40 |
300.50 |
+5.10 |
1,537 |
673 |
-819 |
| Mar10 |
100113 |
285.80 |
292.00 |
284.30 |
291.50 |
+5.70 |
42,989 |
74,608 |
-4,931 |
| May10 |
100113 |
281.70 |
285.60 |
279.30 |
285.60 |
+4.70 |
12,345 |
32,118 |
+1,663 |
| Jul10 |
100113 |
282.90 |
286.60 |
280.40 |
286.60 |
+4.80 |
9,252 |
25,412 |
+879 |
| Aug10 |
100113 |
282.00 |
286.50 |
280.00 |
285.30 |
+4.50 |
1,791 |
6,115 |
+490 |
| Sep10 |
100113 |
278.60 |
284.00 |
278.00 |
282.50 |
+3.90 |
1,296 |
6,492 |
+336 |
| Oct10 |
100113 |
273.60 |
276.00 |
271.60 |
276.00 |
+3.20 |
1,648 |
3,665 |
+250 |
| Dec10 |
100113 |
272.40 |
280.00 |
270.00 |
274.50 |
+2.90 |
5,663 |
14,232 |
-42 |
| Total Volume and Open Interest |
76,933 |
164,952 |
-1,994 |
| Soybean Oil(CBOT) |
| Jan10 |
100113 |
38.16 |
38.63 |
37.97 |
38.63 |
+0.37 |
4,070 |
3,296 |
+470 |
| Mar10 |
100113 |
38.49 |
39.05 |
38.24 |
39.01 |
+0.38 |
44,795 |
128,406 |
+83 |
| May10 |
100113 |
38.92 |
39.45 |
38.65 |
39.42 |
+0.38 |
11,910 |
32,763 |
+1,129 |
| Jul10 |
100113 |
39.32 |
39.85 |
38.90 |
39.83 |
+0.39 |
7,292 |
23,065 |
+1,375 |
| Aug10 |
100113 |
39.50 |
39.99 |
39.24 |
39.99 |
+0.39 |
101 |
2,430 |
-5 |
| Sep10 |
100113 |
39.43 |
40.13 |
39.40 |
40.13 |
+0.39 |
1,830 |
3,398 |
+1,294 |
| Oct10 |
100113 |
39.67 |
40.23 |
39.49 |
40.23 |
+0.39 |
611 |
1,367 |
-48 |
| Dec10 |
100113 |
40.03 |
40.55 |
39.80 |
40.54 |
+0.39 |
3,099 |
17,543 |
+477 |
| Total Volume and Open Interest |
73,737 |
212,395 |
+4,804 |
| Canola(WCE) |
| Jan10 |
100113 |
393.2 |
393.2 |
393.2 |
393.2 |
+2.7 |
|
|
|
| Mar10 |
100113 |
390.0 |
392.2 |
385.1 |
391.2 |
+2.7 |
11,212 |
78,166 |
-860 |
| May10 |
100113 |
395.0 |
398.4 |
393.2 |
398.4 |
+2.7 |
735 |
8,710 |
+431 |
| Jul10 |
100113 |
400.8 |
404.3 |
398.5 |
404.3 |
+2.6 |
387 |
7,941 |
+99 |
| Nov10 |
100113 |
404.0 |
412.2 |
404.0 |
411.2 |
+4.2 |
346 |
6,914 |
+153 |
| Total Volume and Open Interest |
12,682 |
102,133 |
-175 |
| Corn(CBOT) |
| Mar10 |
100113 |
384.50 |
385.25 |
368.00 |
384.00 |
-8.50 |
93,351 |
520,834 |
-8,042 |
| May10 |
100113 |
395.00 |
395.75 |
379.00 |
395.00 |
-8.00 |
26,626 |
144,313 |
+2,809 |
| Jul10 |
100113 |
403.75 |
404.50 |
388.25 |
404.25 |
-7.00 |
39,180 |
133,067 |
+2,401 |
| Sep10 |
100113 |
409.00 |
412.25 |
396.00 |
412.00 |
-3.00 |
5,233 |
42,430 |
+547 |
| Dec10 |
100113 |
415.00 |
419.25 |
403.25 |
418.75 |
+1.25 |
64,547 |
227,501 |
+5,060 |
| Mar11 |
100113 |
426.00 |
428.75 |
413.75 |
428.75 |
+2.50 |
3,825 |
17,470 |
+57 |
| Total Volume and Open Interest |
239,319 |
1,113,057 |
+4,214 |
| Wheat(CBOT) |
| Mar10 |
100113 |
534.75 |
538.00 |
519.25 |
537.00 |
+1.25 |
83,837 |
187,749 |
-1,185 |
| May10 |
100113 |
547.00 |
550.75 |
533.00 |
550.00 |
+1.25 |
19,212 |
48,775 |
+1,231 |
| Jul10 |
100113 |
559.00 |
562.25 |
543.25 |
561.00 |
+1.75 |
19,303 |
67,755 |
+1,355 |
| Sep10 |
100113 |
567.50 |
576.75 |
559.75 |
575.75 |
+2.25 |
2,015 |
17,310 |
-44 |
| Dec10 |
100113 |
596.50 |
600.00 |
582.25 |
599.00 |
+2.50 |
12,013 |
53,778 |
+1,220 |
| Total Volume and Open Interest |
137,576 |
382,064 |
+2,908 |
| Wheat(KCBT) |
| Mar10 |
100113 |
532.25 |
537.00 |
520.00 |
536.50 |
+2.50 |
13,964 |
59,033 |
-468 |
| May10 |
100113 |
544.25 |
549.00 |
532.00 |
548.25 |
+2.50 |
2,014 |
15,494 |
+691 |
| Jul10 |
100113 |
555.25 |
560.25 |
544.50 |
559.75 |
+2.00 |
3,913 |
31,218 |
+1,268 |
| Sep10 |
100113 |
565.00 |
571.00 |
557.00 |
571.00 |
+2.00 |
607 |
4,086 |
+334 |
| Dec10 |
100113 |
582.25 |
593.00 |
575.75 |
589.50 |
+2.00 |
2,191 |
38,033 |
+595 |
| Total Volume and Open Interest |
22,791 |
149,056 |
+2,443 |
| Wheat(MGE) |
| Mar10 |
100113 |
540.50 |
545.50 |
530.25 |
544.00 |
+3.25 |
3,930 |
19,129 |
-230 |
| May10 |
100113 |
553.75 |
557.00 |
542.25 |
555.50 |
+1.75 |
1,040 |
6,998 |
+74 |
| Jul10 |
100113 |
564.50 |
568.50 |
554.00 |
568.25 |
+3.75 |
1,165 |
9,560 |
+477 |
| Sep10 |
100113 |
576.00 |
580.00 |
565.25 |
579.75 |
+3.00 |
378 |
4,216 |
+48 |
| Dec10 |
100113 |
593.75 |
597.50 |
583.50 |
596.50 |
+4.50 |
1,954 |
7,021 |
-823 |
| Total Volume and Open Interest |
8,715 |
47,792 |
-408 |
| Oats(CBOT) |
| Mar10 |
100113 |
252.75 |
255.50 |
245.25 |
250.50 |
-2.00 |
1,582 |
9,411 |
-307 |
| May10 |
100113 |
260.00 |
261.00 |
254.00 |
259.00 |
-2.00 |
188 |
1,157 |
+73 |
| Jul10 |
100113 |
267.50 |
269.75 |
262.00 |
267.50 |
-2.25 |
21 |
815 |
+9 |
| Sep10 |
100113 |
272.25 |
278.25 |
272.25 |
276.25 |
-2.00 |
0 |
350 |
+0 |
| Total Volume and Open Interest |
1,926 |
12,423 |
-184 |
| Rough Rice(CBOT) |
| Jan10 |
100113 |
13.82 |
14.13 |
13.69 |
13.69 |
-0.44 |
87 |
73 |
-24 |
| Mar10 |
100113 |
14.40 |
14.40 |
13.91 |
13.97 |
-0.39 |
1,091 |
12,827 |
-211 |
| May10 |
100113 |
14.56 |
14.66 |
14.17 |
14.23 |
-0.37 |
50 |
566 |
+43 |
| Jul10 |
100113 |
14.81 |
14.82 |
14.48 |
14.48 |
-0.34 |
32 |
567 |
+14 |
| Total Volume and Open Interest |
1,433 |
15,556 |
-48 |
| Live Cattle(CME) |
| Feb10 |
100113 |
85.480 |
86.050 |
85.100 |
85.700 |
+0.250 |
29,622 |
90,221 |
-6,871 |
| Apr10 |
100113 |
89.430 |
89.900 |
88.950 |
89.700 |
+0.470 |
23,405 |
104,439 |
+8,521 |
| Jun10 |
100113 |
87.785 |
87.850 |
87.150 |
87.450 |
-0.200 |
6,212 |
57,248 |
+1,991 |
| Aug10 |
100113 |
87.750 |
87.750 |
87.150 |
87.385 |
-0.345 |
1,713 |
12,059 |
+557 |
| Oct10 |
100113 |
90.000 |
90.000 |
89.500 |
89.950 |
-0.050 |
675 |
10,569 |
+457 |
| Dec10 |
100113 |
90.450 |
90.750 |
90.250 |
90.650 |
-0.080 |
223 |
2,393 |
+96 |
| Total Volume and Open Interest |
61,954 |
278,461 |
+4,778 |
| Feeder Cattle(CME) |
| Jan10 |
100113 |
97.900 |
98.100 |
97.200 |
97.300 |
-0.500 |
1,473 |
3,987 |
+105 |
| Mar10 |
100113 |
98.300 |
98.535 |
97.330 |
97.580 |
-0.720 |
4,556 |
15,536 |
+763 |
| Apr10 |
100113 |
99.330 |
99.430 |
98.550 |
98.750 |
-0.535 |
879 |
4,455 |
+105 |
| May10 |
100113 |
99.750 |
100.180 |
99.200 |
99.385 |
-0.595 |
986 |
4,446 |
+499 |
| Aug10 |
100113 |
101.050 |
101.400 |
100.480 |
100.500 |
-0.730 |
417 |
1,912 |
+218 |
| Sep10 |
100113 |
100.200 |
100.750 |
100.200 |
100.700 |
-0.100 |
31 |
62 |
+32 |
| Oct10 |
100113 |
99.750 |
99.950 |
99.600 |
99.900 |
-0.400 |
17 |
53 |
+16 |
| Total Volume and Open Interest |
8,369 |
30,465 |
+1,747 |
| Lean Hogs(CME) |
| Feb10 |
100113 |
66.500 |
69.150 |
66.500 |
68.975 |
+2.575 |
17,883 |
51,821 |
-5,281 |
| Apr10 |
100113 |
71.100 |
73.400 |
71.050 |
73.330 |
+2.295 |
17,371 |
68,776 |
+4,119 |
| May10 |
100113 |
75.150 |
77.000 |
75.150 |
77.000 |
+1.450 |
81 |
4,117 |
+15 |
| Jun10 |
100113 |
78.800 |
80.500 |
78.800 |
80.385 |
+1.410 |
5,964 |
38,322 |
+2,086 |
| Jul10 |
100113 |
77.500 |
78.580 |
77.475 |
78.200 |
+0.800 |
883 |
13,275 |
+194 |
| Aug10 |
100113 |
76.135 |
77.450 |
76.135 |
77.100 |
+0.550 |
466 |
9,128 |
+168 |
| Oct10 |
100113 |
67.900 |
69.400 |
67.850 |
69.300 |
+1.450 |
171 |
3,609 |
+67 |
| Dec10 |
100113 |
66.000 |
67.500 |
66.000 |
67.500 |
+1.300 |
100 |
2,308 |
+52 |
| Total Volume and Open Interest |
42,920 |
191,579 |
+1,421 |
| Pork Bellies(CME) |
| Feb10 |
100113 |
87.635 |
89.500 |
87.635 |
88.830 |
+1.780 |
15 |
209 |
-2 |
| Mar10 |
100113 |
88.385 |
89.535 |
88.000 |
88.000 |
+1.400 |
1 |
92 |
-9 |
| May10 |
100113 |
90.750 |
91.500 |
90.750 |
91.500 |
+1.000 |
1 |
119 |
+0 |
| Jul10 |
100113 |
91.750 |
92.250 |
91.750 |
92.250 |
+1.250 |
0 |
23 |
+0 |
| Aug10 |
100113 |
86.000 |
86.000 |
86.000 |
86.000 |
unch |
0 |
15 |
+0 |
| Total Volume and Open Interest |
17 |
458 |
-11 |
| Class III Milk(CME) |
| Jan10 |
100113 |
14.30 |
14.44 |
14.28 |
14.40 |
+0.08 |
28 |
3,777 |
+10 |
| Feb10 |
100113 |
13.65 |
13.90 |
13.62 |
13.90 |
+0.25 |
332 |
4,486 |
-37 |
| Mar10 |
100113 |
14.02 |
14.31 |
14.02 |
14.30 |
+0.31 |
169 |
3,471 |
+22 |
| Apr10 |
100113 |
14.25 |
14.53 |
14.24 |
14.50 |
+0.26 |
97 |
2,564 |
+43 |
| May10 |
100113 |
14.70 |
14.93 |
14.69 |
14.90 |
+0.23 |
43 |
2,083 |
+17 |
| Total Volume and Open Interest |
1,014 |
26,143 |
+297 |
| Cocoa(ICE) |
| Mar10 |
100113 |
3326 |
3400 |
3307 |
3389 |
+47 |
8,200 |
66,533 |
-1,439 |
| May10 |
100113 |
3358 |
3423 |
3358 |
3415 |
+46 |
3,194 |
30,117 |
+1,222 |
| Jul10 |
100113 |
3377 |
3430 |
3377 |
3425 |
+48 |
245 |
9,714 |
+104 |
| Sep10 |
100113 |
3384 |
3432 |
3384 |
3429 |
+47 |
358 |
6,457 |
+165 |
| Dec10 |
100113 |
3375 |
3422 |
3375 |
3415 |
+50 |
196 |
5,457 |
+115 |
| Mar11 |
100113 |
3400 |
3407 |
3400 |
3407 |
+52 |
52 |
8,099 |
+8 |
| May11 |
100113 |
3401 |
3407 |
3401 |
3407 |
+52 |
25 |
4,282 |
+10 |
| Total Volume and Open Interest |
12,309 |
132,926 |
+210 |
| Coffee "C"(ICE) |
| Mar10 |
100113 |
142.95 |
146.05 |
142.75 |
145.15 |
+2.05 |
8,710 |
76,120 |
-2,146 |
| May10 |
100113 |
144.75 |
147.70 |
144.75 |
146.90 |
+1.95 |
2,338 |
29,286 |
-6 |
| Jul10 |
100113 |
147.00 |
149.35 |
146.60 |
148.50 |
+1.90 |
1,301 |
7,218 |
+147 |
| Sep10 |
100113 |
148.15 |
150.70 |
148.15 |
149.90 |
+1.85 |
285 |
7,085 |
-33 |
| Dec10 |
100113 |
150.00 |
152.30 |
150.00 |
151.60 |
+1.80 |
245 |
6,991 |
-7 |
| Mar11 |
100113 |
153.10 |
154.00 |
153.10 |
153.20 |
+1.85 |
32 |
2,371 |
+30 |
| Total Volume and Open Interest |
12,933 |
129,501 |
-2,011 |
| Orange Juice(ICE) |
| Mar10 |
100113 |
135.40 |
137.75 |
132.15 |
132.70 |
-3.70 |
2,040 |
24,426 |
-401 |
| May10 |
100113 |
139.00 |
141.20 |
135.80 |
136.30 |
-3.65 |
301 |
7,013 |
+941 |
| Jul10 |
100113 |
144.50 |
144.50 |
139.25 |
139.65 |
-3.65 |
69 |
2,504 |
+45 |
| Sep10 |
100113 |
140.45 |
140.80 |
140.45 |
140.70 |
-3.60 |
4 |
875 |
+1 |
| Nov10 |
100113 |
145.00 |
145.00 |
141.40 |
141.40 |
-3.40 |
1 |
359 |
+1 |
| Jan11 |
100113 |
142.85 |
143.05 |
142.60 |
142.60 |
-3.65 |
2 |
552 |
+1 |
| Total Volume and Open Interest |
2,418 |
35,919 |
+589 |
| Sugar #11(ICE) |
| Mar10 |
100113 |
27.64 |
28.28 |
27.40 |
28.04 |
+0.68 |
62,651 |
310,697 |
-651 |
| May10 |
100113 |
26.15 |
26.85 |
26.00 |
26.77 |
+0.73 |
31,876 |
162,034 |
+4,220 |
| Jul10 |
100113 |
23.45 |
24.00 |
23.33 |
23.91 |
+0.63 |
21,048 |
143,804 |
+2,988 |
| Oct10 |
100113 |
21.38 |
21.96 |
21.38 |
21.74 |
+0.41 |
12,863 |
99,981 |
-766 |
| Mar11 |
100113 |
19.90 |
20.35 |
19.67 |
20.04 |
+0.33 |
4,661 |
51,017 |
-472 |
| Total Volume and Open Interest |
135,646 |
840,620 |
+5,783 |
| London Cocoa(LCE) |
| Mar10 |
100113 |
2263 |
2294 |
2257 |
2288 |
+10 |
3,439 |
65,134 |
+887 |
| May10 |
100113 |
2268 |
2295 |
2261 |
2289 |
+7 |
1,328 |
52,473 |
-15 |
| Jul10 |
100113 |
2243 |
2271 |
2235 |
2263 |
+8 |
901 |
25,661 |
+193 |
| Sep10 |
100113 |
2224 |
2245 |
2221 |
2233 |
+9 |
730 |
13,003 |
+214 |
| Dec10 |
100113 |
2198 |
2215 |
2192 |
2205 |
+10 |
155 |
9,854 |
+59 |
| Mar11 |
100113 |
2182 |
2187 |
2182 |
2187 |
+10 |
0 |
8,779 |
+0 |
| May11 |
100113 |
2172 |
2172 |
2172 |
2172 |
+10 |
0 |
1,386 |
+0 |
| Total Volume and Open Interest |
6,553 |
176,290 |
+1,338 |
| London Sugar(LCE) |
| Cotton(ICE) |
| Mar10 |
100113 |
72.70 |
73.99 |
72.45 |
73.43 |
+0.64 |
9,117 |
111,501 |
-1,600 |
| May10 |
100113 |
73.83 |
75.10 |
73.61 |
74.62 |
+0.66 |
1,723 |
27,306 |
+456 |
| Jul10 |
100113 |
74.90 |
75.95 |
74.50 |
75.56 |
+0.64 |
943 |
24,461 |
+331 |
| Oct10 |
100113 |
74.66 |
74.66 |
74.50 |
74.66 |
+0.35 |
0 |
158 |
+0 |
| Dec10 |
100113 |
74.50 |
75.00 |
74.43 |
74.60 |
+0.08 |
277 |
16,651 |
-30 |
| Mar11 |
100113 |
76.33 |
76.33 |
76.00 |
76.00 |
+0.08 |
1 |
333 |
+0 |
| Total Volume and Open Interest |
12,064 |
181,280 |
-840 |
| Lumber(CME) |
| Jan10 |
100113 |
209.0 |
221.7 |
207.5 |
213.0 |
+3.0 |
353 |
614 |
-216 |
| Mar10 |
100113 |
232.4 |
242.9 |
230.6 |
237.0 |
+4.1 |
706 |
6,089 |
-17 |
| May10 |
100113 |
253.0 |
266.0 |
252.2 |
260.3 |
+4.3 |
206 |
1,964 |
+116 |
| Jul10 |
100113 |
265.7 |
275.0 |
262.9 |
271.0 |
+5.0 |
124 |
488 |
+67 |
| Total Volume and Open Interest |
1,428 |
9,390 |
-16 |
| Crude Oil(NYM) |
| Feb10 |
100113 |
80.06 |
80.67 |
78.37 |
79.65 |
-1.14 |
333,866 |
189,671 |
-36,539 |
| Mar10 |
100113 |
80.46 |
81.01 |
78.80 |
80.04 |
-1.13 |
164,315 |
255,715 |
+27,827 |
| Apr10 |
100113 |
81.02 |
81.54 |
79.37 |
80.60 |
-1.10 |
53,347 |
90,028 |
+5,175 |
| May10 |
100113 |
81.64 |
82.08 |
80.00 |
81.21 |
-1.07 |
22,787 |
53,897 |
+1,915 |
| Jun10 |
100113 |
82.19 |
82.67 |
80.56 |
81.80 |
-1.04 |
29,405 |
110,579 |
+3,697 |
| Jul10 |
100113 |
82.73 |
83.08 |
81.16 |
82.36 |
-1.04 |
8,245 |
41,161 |
+1,858 |
| Aug10 |
100113 |
83.20 |
83.57 |
81.90 |
82.86 |
-1.03 |
5,388 |
17,683 |
+1,055 |
| Sep10 |
100113 |
83.37 |
84.10 |
82.44 |
83.34 |
-1.01 |
6,779 |
28,076 |
-833 |
| Oct10 |
100113 |
83.66 |
84.52 |
83.30 |
83.83 |
-0.99 |
3,300 |
19,612 |
-165 |
| Nov10 |
100113 |
84.68 |
84.68 |
83.43 |
84.32 |
-0.97 |
2,211 |
23,027 |
+373 |
| Dec10 |
100113 |
85.23 |
85.62 |
83.71 |
84.85 |
-0.94 |
22,931 |
175,136 |
+1,145 |
| Jan11 |
100113 |
85.56 |
85.56 |
84.34 |
85.21 |
-0.94 |
1,065 |
20,315 |
+196 |
| Feb11 |
100113 |
85.40 |
85.52 |
85.40 |
85.52 |
-0.94 |
293 |
10,219 |
+117 |
| Mar11 |
100113 |
85.83 |
85.83 |
85.83 |
85.83 |
-0.94 |
376 |
6,889 |
+82 |
| Apr11 |
100113 |
86.13 |
86.13 |
86.13 |
86.13 |
-0.93 |
264 |
9,312 |
-75 |
| May11 |
100113 |
86.38 |
86.38 |
86.38 |
86.38 |
-0.92 |
152 |
3,617 |
-120 |
| Total Volume and Open Interest |
663,514 |
1,300,867 |
+6,643 |
| e-miNY Crude Oil(NYM) |
| Jan10 |
091218 |
72.850 |
74.675 |
72.550 |
73.350 |
+0.700 |
8,590 |
3,806 |
-360 |
| Feb10 |
100113 |
80.175 |
80.675 |
78.375 |
79.650 |
-1.150 |
12,441 |
4,364 |
+445 |
| Mar10 |
100113 |
80.500 |
80.950 |
78.850 |
80.050 |
-1.125 |
1,017 |
1,973 |
+104 |
| Apr10 |
100113 |
81.000 |
81.200 |
79.500 |
80.600 |
-1.100 |
51 |
278 |
+6 |
| May10 |
100113 |
81.575 |
81.575 |
80.250 |
81.200 |
-1.075 |
5 |
87 |
+1 |
| Jun10 |
100113 |
82.000 |
82.225 |
80.900 |
81.800 |
-1.050 |
8 |
22 |
+7 |
| Jul10 |
100113 |
81.425 |
82.350 |
81.425 |
82.350 |
-1.050 |
1 |
9 |
+1 |
| Aug10 |
100113 |
82.850 |
82.850 |
82.850 |
82.850 |
-1.050 |
0 |
1 |
+0 |
| Sep10 |
100113 |
83.350 |
83.350 |
83.350 |
83.350 |
-1.000 |
0 |
1 |
+0 |
| Oct10 |
100113 |
83.825 |
83.825 |
83.825 |
83.825 |
-1.000 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
13,523 |
6,837 |
+564 |
| Heating Oil(NYM) |
| Feb10 |
100113 |
211.50 |
211.89 |
206.00 |
209.46 |
-3.72 |
52,123 |
79,246 |
-5,265 |
| Mar10 |
100113 |
211.65 |
212.94 |
207.32 |
210.49 |
-3.68 |
23,598 |
71,483 |
+3,122 |
| Apr10 |
100113 |
212.25 |
213.26 |
208.23 |
210.92 |
-3.61 |
12,859 |
35,262 |
+1,036 |
| May10 |
100113 |
211.76 |
213.90 |
209.03 |
211.51 |
-3.47 |
6,350 |
21,110 |
+825 |
| Jun10 |
100113 |
213.55 |
214.75 |
209.60 |
212.35 |
-3.30 |
8,079 |
38,374 |
+561 |
| Jul10 |
100113 |
211.05 |
215.11 |
211.05 |
213.99 |
-3.21 |
1,597 |
11,213 |
+156 |
| Aug10 |
100113 |
217.85 |
217.85 |
214.15 |
215.84 |
-3.13 |
823 |
5,148 |
+194 |
| Sep10 |
100113 |
219.00 |
219.90 |
215.50 |
218.09 |
-3.08 |
519 |
8,227 |
+71 |
| Oct10 |
100113 |
219.19 |
221.84 |
219.19 |
220.59 |
-3.01 |
1,820 |
8,046 |
+823 |
| Nov10 |
100113 |
222.10 |
224.35 |
221.02 |
223.09 |
-2.91 |
922 |
6,904 |
+442 |
| Dec10 |
100113 |
225.78 |
227.18 |
223.00 |
225.59 |
-2.81 |
4,255 |
18,023 |
+891 |
| Jan11 |
100113 |
228.59 |
228.95 |
225.58 |
227.97 |
-2.78 |
1,039 |
8,876 |
+913 |
| Total Volume and Open Interest |
115,935 |
332,408 |
+3,257 |
| Gasoline(NYMEX) |
| Feb10 |
100113 |
207.00 |
208.30 |
202.12 |
206.02 |
-3.76 |
44,768 |
75,450 |
-5,486 |
| Mar10 |
100113 |
208.22 |
209.84 |
203.87 |
207.54 |
-3.52 |
28,108 |
64,782 |
+4,604 |
| Apr10 |
100113 |
217.98 |
219.63 |
214.17 |
217.72 |
-3.30 |
14,068 |
37,525 |
+680 |
| May10 |
100113 |
220.29 |
220.48 |
216.53 |
218.80 |
-3.11 |
7,111 |
18,582 |
-29 |
| Jun10 |
100113 |
219.44 |
220.85 |
216.48 |
219.41 |
-3.02 |
5,197 |
19,276 |
+405 |
| Jul10 |
100113 |
220.00 |
220.70 |
218.25 |
219.38 |
-3.01 |
1,505 |
9,905 |
+427 |
| Aug10 |
100113 |
219.00 |
219.00 |
219.00 |
219.00 |
-3.01 |
999 |
6,069 |
+41 |
| Sep10 |
100113 |
219.04 |
219.34 |
218.25 |
218.25 |
-3.01 |
1,990 |
7,152 |
+84 |
| Oct10 |
100113 |
208.72 |
208.72 |
208.72 |
208.72 |
-2.84 |
1,185 |
3,096 |
+143 |
| Nov10 |
100113 |
208.40 |
208.40 |
208.16 |
208.16 |
-2.70 |
588 |
9,331 |
-24 |
| Total Volume and Open Interest |
108,949 |
265,579 |
+2,568 |
| e-miNY RBOB Gasoline(NYM) |
| Feb10 |
100113 |
206.00 |
206.02 |
206.00 |
206.00 |
-3.80 |
0 |
13 |
+0 |
| Mar10 |
100113 |
207.50 |
207.54 |
207.50 |
207.50 |
-3.60 |
|
|
|
| Apr10 |
100113 |
217.70 |
217.72 |
217.70 |
217.70 |
-3.30 |
|
|
|
| May10 |
100113 |
218.80 |
218.80 |
218.80 |
218.80 |
-3.10 |
|
|
|
| Total Volume and Open Interest |
0 |
13 |
+0 |
| Natural Gas(NYM) |
| Feb10 |
100113 |
5.588 |
5.785 |
5.432 |
5.733 |
+0.142 |
109,931 |
104,184 |
-3,794 |
| Mar10 |
100113 |
5.542 |
5.755 |
5.399 |
5.704 |
+0.152 |
50,083 |
157,222 |
+3,659 |
| Apr10 |
100113 |
5.510 |
5.710 |
5.377 |
5.668 |
+0.148 |
25,562 |
79,115 |
+2,272 |
| May10 |
100113 |
5.538 |
5.742 |
5.434 |
5.710 |
+0.141 |
13,158 |
56,082 |
+3,082 |
| Jun10 |
100113 |
5.606 |
5.800 |
5.505 |
5.778 |
+0.139 |
4,595 |
24,164 |
-369 |
| Jul10 |
100113 |
5.620 |
5.874 |
5.585 |
5.856 |
+0.136 |
4,131 |
23,838 |
+408 |
| Aug10 |
100113 |
5.706 |
5.937 |
5.680 |
5.919 |
+0.134 |
1,651 |
32,660 |
-63 |
| Sep10 |
100113 |
5.750 |
5.971 |
5.690 |
5.947 |
+0.134 |
1,335 |
21,671 |
+2 |
| Oct10 |
100113 |
5.855 |
6.069 |
5.812 |
6.047 |
+0.134 |
7,711 |
47,600 |
+943 |
| Nov10 |
100113 |
6.207 |
6.352 |
6.125 |
6.347 |
+0.129 |
2,110 |
11,881 |
+80 |
| Dec10 |
100113 |
6.499 |
6.709 |
6.465 |
6.687 |
+0.124 |
1,886 |
22,271 |
-15 |
| Jan11 |
100113 |
6.779 |
6.920 |
6.696 |
6.902 |
+0.114 |
4,170 |
25,693 |
+324 |
| Feb11 |
100113 |
6.742 |
6.869 |
6.680 |
6.862 |
+0.106 |
673 |
8,316 |
-45 |
| Mar11 |
100113 |
6.492 |
6.693 |
6.462 |
6.672 |
+0.101 |
2,691 |
22,218 |
+651 |
| Apr11 |
100113 |
5.980 |
6.120 |
5.980 |
6.117 |
+0.081 |
517 |
18,889 |
+359 |
| May11 |
100113 |
5.960 |
6.190 |
5.960 |
6.082 |
+0.081 |
6 |
9,650 |
+33 |
| Total Volume and Open Interest |
230,480 |
760,159 |
+7,719 |
| Brent Crude Oil(ICE) |
| Feb10 |
100113 |
78.49 |
79.09 |
77.04 |
78.31 |
-0.99 |
137,098 |
62,686 |
-37,880 |
| Mar10 |
100113 |
79.03 |
79.58 |
77.53 |
78.82 |
-1.01 |
142,198 |
256,083 |
+21,088 |
| Apr10 |
100113 |
79.76 |
80.18 |
78.19 |
79.43 |
-1.03 |
41,763 |
108,140 |
+7,051 |
| May10 |
100113 |
80.35 |
80.82 |
78.88 |
80.07 |
-1.04 |
23,227 |
44,435 |
-378 |
| Jun10 |
100113 |
81.00 |
81.46 |
79.49 |
80.72 |
-1.04 |
21,023 |
65,738 |
-1,444 |
| Jul10 |
100113 |
81.59 |
81.82 |
80.38 |
81.33 |
-1.03 |
5,128 |
18,376 |
-13 |
| Aug10 |
100113 |
82.16 |
82.40 |
80.93 |
81.91 |
-1.02 |
2,742 |
17,147 |
+30 |
| Sep10 |
100113 |
82.67 |
82.92 |
81.49 |
82.44 |
-1.01 |
2,350 |
10,583 |
+145 |
| Oct10 |
100113 |
83.18 |
83.43 |
82.02 |
82.95 |
-1.01 |
1,534 |
14,164 |
+390 |
| Nov10 |
100113 |
83.50 |
83.50 |
83.45 |
83.45 |
-1.01 |
1,468 |
12,313 |
+75 |
| Dec10 |
100113 |
84.23 |
84.71 |
82.86 |
83.98 |
-1.01 |
11,554 |
76,202 |
-919 |
| Jan11 |
100113 |
84.44 |
84.44 |
84.44 |
84.44 |
-1.03 |
851 |
9,336 |
+42 |
| Feb11 |
100113 |
84.89 |
84.89 |
84.89 |
84.89 |
-1.02 |
177 |
4,642 |
-60 |
| Mar11 |
100113 |
85.31 |
85.31 |
85.31 |
85.31 |
-1.01 |
41 |
4,627 |
-10 |
| Total Volume and Open Interest |
394,056 |
807,049 |
-10,928 |
| Gas Oil(ICE) |
| Feb10 |
100113 |
644.00 |
648.00 |
630.75 |
636.00 |
-22.25 |
96,217 |
143,068 |
+1,013 |
| Mar10 |
100113 |
649.25 |
653.75 |
637.50 |
642.75 |
-21.25 |
54,308 |
82,992 |
+7,943 |
| Apr10 |
100113 |
653.50 |
659.00 |
643.00 |
648.50 |
-20.75 |
16,654 |
42,792 |
-755 |
| May10 |
100113 |
663.50 |
663.50 |
651.00 |
654.00 |
-20.50 |
5,405 |
28,540 |
+726 |
| Jun10 |
100113 |
664.00 |
669.50 |
654.50 |
659.50 |
-20.50 |
10,258 |
41,759 |
+804 |
| Jul10 |
100113 |
670.25 |
673.25 |
663.25 |
665.75 |
-20.00 |
4,144 |
20,186 |
-4 |
| Aug10 |
100113 |
676.00 |
680.50 |
668.00 |
672.00 |
-19.75 |
2,341 |
20,618 |
+625 |
| Sep10 |
100113 |
681.75 |
686.00 |
672.75 |
678.00 |
-19.50 |
971 |
20,066 |
-106 |
| Oct10 |
100113 |
691.25 |
693.00 |
678.50 |
683.75 |
-19.50 |
414 |
11,973 |
+5 |
| Nov10 |
100113 |
691.75 |
697.50 |
688.25 |
688.25 |
-19.25 |
515 |
9,554 |
+376 |
| Total Volume and Open Interest |
202,412 |
543,599 |
-6,237 |
| Ethanol(CBOT) |
| Jan10 |
100106 |
1.949 |
1.958 |
1.941 |
1.957 |
+0.010 |
21 |
369 |
-4 |
| Feb10 |
100113 |
1.780 |
1.805 |
1.775 |
1.798 |
-0.015 |
86 |
963 |
-24 |
| Mar10 |
100113 |
1.770 |
1.799 |
1.770 |
1.796 |
-0.024 |
42 |
976 |
+2 |
| Apr10 |
100113 |
1.770 |
1.800 |
1.770 |
1.799 |
-0.018 |
43 |
1,201 |
+33 |
| May10 |
100113 |
1.810 |
1.810 |
1.809 |
1.810 |
-0.014 |
11 |
428 |
+5 |
| Jun10 |
100113 |
1.809 |
1.817 |
1.809 |
1.813 |
-0.014 |
52 |
359 |
-38 |
| Jul10 |
100113 |
1.800 |
1.820 |
1.800 |
1.816 |
-0.004 |
23 |
589 |
+23 |
| Aug10 |
100113 |
1.782 |
1.790 |
1.780 |
1.786 |
-0.019 |
29 |
560 |
+27 |
| Total Volume and Open Interest |
390 |
7,401 |
+123 |
| US Dollar Index(ICE) |
| Mar10 |
100113 |
77.265 |
77.325 |
76.740 |
76.990 |
-0.130 |
24,955 |
47,277 |
-3,077 |
| Jun10 |
100113 |
77.550 |
77.550 |
77.190 |
77.310 |
-0.130 |
152 |
4,949 |
-10 |
| Sep10 |
100113 |
77.310 |
77.310 |
77.310 |
77.310 |
-0.130 |
1 |
1 |
+0 |
| Total Volume and Open Interest |
25,108 |
52,227 |
-3,087 |
| Australian Dollar(CME) |
| Mar10 |
100113 |
91.55 |
92.09 |
91.30 |
91.77 |
+0.25 |
90,462 |
122,510 |
+1,551 |
| Jun10 |
100113 |
91.05 |
91.10 |
90.53 |
90.81 |
+0.25 |
95 |
4,442 |
-12 |
| Sep10 |
100113 |
89.81 |
89.81 |
89.56 |
89.81 |
+0.25 |
0 |
18 |
+0 |
| Total Volume and Open Interest |
90,557 |
126,970 |
+1,539 |
| British Pound(CME) |
| Mar10 |
100113 |
161.58 |
163.01 |
161.31 |
162.75 |
+1.04 |
91,563 |
88,308 |
-1,545 |
| Jun10 |
100113 |
161.34 |
162.89 |
161.23 |
162.66 |
+1.04 |
135 |
757 |
-5 |
| Sep10 |
100113 |
162.58 |
162.63 |
161.54 |
162.58 |
+1.04 |
20 |
79 |
+0 |
| Total Volume and Open Interest |
91,718 |
89,147 |
-1,550 |
| Canadian Dollar(CME) |
| Mar10 |
100113 |
96.26 |
97.18 |
96.04 |
97.03 |
+0.69 |
69,692 |
114,638 |
-1,454 |
| Jun10 |
100113 |
96.35 |
97.16 |
96.05 |
97.02 |
+0.69 |
221 |
1,469 |
-26 |
| Sep10 |
100113 |
97.01 |
97.01 |
96.30 |
96.99 |
+0.69 |
11 |
648 |
+2 |
| Dec10 |
100113 |
96.20 |
97.03 |
96.14 |
96.90 |
+0.69 |
2 |
498 |
-5 |
| Total Volume and Open Interest |
69,926 |
117,310 |
-1,483 |
| Japanese Yen(CME) |
| Mar10 |
100113 |
109.79 |
110.05 |
109.26 |
109.39 |
-0.52 |
143,448 |
119,758 |
+6,041 |
| Jun10 |
100113 |
109.97 |
110.05 |
109.39 |
109.45 |
-0.52 |
187 |
585 |
+93 |
| Sep10 |
100113 |
109.70 |
110.08 |
109.56 |
109.56 |
-0.52 |
5 |
201 |
+5 |
| Total Volume and Open Interest |
143,640 |
120,568 |
+6,139 |
| Swiss Franc(CME) |
| Mar10 |
100113 |
98.21 |
98.68 |
97.89 |
98.24 |
-0.07 |
39,989 |
38,051 |
+10 |
| Jun10 |
100113 |
98.23 |
98.47 |
97.97 |
98.30 |
-0.07 |
20 |
145 |
-1 |
| Sep10 |
100113 |
98.19 |
98.46 |
98.19 |
98.39 |
-0.07 |
1 |
6 |
+1 |
| Total Volume and Open Interest |
40,010 |
38,204 |
+10 |
| EuroFX(CME) |
| Mar10 |
100113 |
144.92 |
145.77 |
144.55 |
145.11 |
+0.16 |
226,302 |
159,232 |
+1,016 |
| Jun10 |
100113 |
144.59 |
145.69 |
144.53 |
145.06 |
+0.16 |
148 |
1,379 |
-14 |
| Sep10 |
100113 |
144.73 |
144.97 |
144.73 |
144.97 |
+0.16 |
0 |
660 |
+0 |
| Total Volume and Open Interest |
226,451 |
161,287 |
+1,003 |
| Mexican Peso(CME) |
| Jan10 |
100113 |
787.0 |
787.0 |
783.8 |
787.0 |
+3.2 |
|
|
|
| Feb10 |
100113 |
784.0 |
784.0 |
780.8 |
784.0 |
+3.2 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
16,646 |
104,662 |
+1,030 |
| 30-Year T-Bonds(CBOT) |
| Mar10 |
100113 |
116~280 |
117~020 |
115~240 |
115~300 |
-0~280 |
285,992 |
656,947 |
+4,075 |
| Jun10 |
100113 |
115~050 |
115~110 |
114~150 |
114~150 |
-0~280 |
454 |
694 |
+153 |
| Sep10 |
100113 |
113~230 |
113~280 |
113~030 |
113~030 |
-0~250 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
286,446 |
657,643 |
+4,228 |
| 10-Year T-Notes(CBOT) |
| Mar10 |
100113 |
116~250 |
116~270 |
116~080 |
116~125 |
-0~115 |
957,871 |
1,251,775 |
+15,986 |
| Jun10 |
100113 |
115~000 |
115~055 |
114~220 |
114~250 |
-0~125 |
210 |
1,228 |
+66 |
| Sep10 |
100113 |
113~055 |
113~190 |
113~055 |
113~055 |
-0~135 |
|
|
|
| Total Volume and Open Interest |
958,081 |
1,253,003 |
+16,052 |
| 5-Year T-Notes(CBOT) |
| Mar10 |
100113 |
115~053 |
115~058 |
115~010 |
115~022 |
-0~029 |
375,358 |
782,531 |
+4,022 |
| Jun10 |
100113 |
113~114 |
114~013 |
113~106 |
113~106 |
-0~035 |
4 |
4 |
+2 |
| Sep10 |
100113 |
112~062 |
112~103 |
112~062 |
112~062 |
-0~041 |
|
|
|
| Total Volume and Open Interest |
375,362 |
782,535 |
+4,024 |
| 2 Year T-Notes(CBOT) |
| Mar10 |
100113 |
108~082 |
108~083 |
108~068 |
108~071 |
-0~010 |
207,963 |
871,358 |
+18,059 |
| Jun10 |
100113 |
108~001 |
108~008 |
107~125 |
107~125 |
-0~011 |
1,758 |
9,641 |
+1,289 |
| Sep10 |
100113 |
107~051 |
107~063 |
107~051 |
107~051 |
-0~012 |
|
|
|
| Total Volume and Open Interest |
209,721 |
880,999 |
+19,348 |
| Eurodollars(CME) |
| Mar10 |
100113 |
99.710 |
99.715 |
99.695 |
99.705 |
-0.005 |
130,355 |
1,158,475 |
+884 |
| Jun10 |
100113 |
99.545 |
99.550 |
99.515 |
99.525 |
-0.025 |
196,408 |
915,951 |
+3,317 |
| Sep10 |
100113 |
99.250 |
99.255 |
99.195 |
99.210 |
-0.040 |
240,400 |
788,198 |
+24,863 |
| Dec10 |
100113 |
98.860 |
98.870 |
98.790 |
98.810 |
-0.055 |
230,643 |
778,577 |
+5,553 |
| Mar11 |
100113 |
98.465 |
98.470 |
98.390 |
98.410 |
-0.060 |
248,146 |
560,150 |
-964 |
| Jun11 |
100113 |
98.070 |
98.080 |
98.000 |
98.020 |
-0.055 |
189,767 |
580,632 |
+18,327 |
| Sep11 |
100113 |
97.705 |
97.720 |
97.640 |
97.660 |
-0.050 |
137,554 |
485,200 |
+2,530 |
| Dec11 |
100113 |
97.355 |
97.375 |
97.305 |
97.320 |
-0.045 |
141,584 |
307,173 |
+6,148 |
| Mar12 |
100113 |
97.055 |
97.075 |
97.000 |
97.020 |
-0.040 |
73,815 |
246,033 |
+8,178 |
| Jun12 |
100113 |
96.755 |
96.785 |
96.710 |
96.730 |
-0.035 |
59,229 |
209,865 |
+719 |
| Sep12 |
100113 |
96.505 |
96.525 |
96.450 |
96.470 |
-0.035 |
41,075 |
119,258 |
-681 |
| Dec12 |
100113 |
96.255 |
96.275 |
96.195 |
96.215 |
-0.035 |
41,296 |
101,090 |
+3,364 |
| Mar13 |
100113 |
96.045 |
96.080 |
96.000 |
96.020 |
-0.035 |
12,644 |
68,142 |
+55 |
| Jun13 |
100113 |
95.865 |
95.895 |
95.815 |
95.835 |
-0.040 |
8,733 |
60,820 |
-846 |
| Sep13 |
100113 |
95.695 |
95.725 |
95.635 |
95.660 |
-0.045 |
6,891 |
49,691 |
-1,087 |
| Dec13 |
100113 |
95.520 |
95.545 |
95.460 |
95.480 |
-0.050 |
6,498 |
35,454 |
-1,170 |
| Mar14 |
100113 |
95.385 |
95.410 |
95.330 |
95.345 |
-0.050 |
6,930 |
33,761 |
+880 |
| Jun14 |
100113 |
95.255 |
95.285 |
95.200 |
95.215 |
-0.055 |
4,038 |
27,922 |
-774 |
| Total Volume and Open Interest |
1,796,031 |
6,786,350 |
+72,376 |
| 30 Day Federal Funds(CBOT) |
| Jan10 |
100113 |
99.887 |
99.890 |
99.885 |
99.885 |
unch |
2,858 |
72,905 |
+572 |
| Feb10 |
100113 |
99.865 |
99.870 |
99.860 |
99.865 |
unch |
3,695 |
93,969 |
-670 |
| Mar10 |
100113 |
99.850 |
99.850 |
99.840 |
99.850 |
unch |
7,019 |
56,726 |
-1,829 |
| Apr10 |
100113 |
99.830 |
99.835 |
99.815 |
99.825 |
-0.005 |
4,576 |
66,631 |
+80 |
| May10 |
100113 |
99.800 |
99.805 |
99.785 |
99.790 |
-0.010 |
2,607 |
59,586 |
+117 |
| Jun10 |
100113 |
99.780 |
99.780 |
99.760 |
99.765 |
-0.015 |
2,893 |
39,711 |
+131 |
| Total Volume and Open Interest |
34,618 |
527,176 |
+231 |
| 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 |
100113 |
99.590 |
99.590 |
99.590 |
99.590 |
unch |
0 |
683 |
-9 |
| Jun10 |
100113 |
99.630 |
99.630 |
99.630 |
99.630 |
unch |
0 |
80 |
+0 |
| Sep10 |
100113 |
99.650 |
99.650 |
99.650 |
99.650 |
unch |
0 |
230 |
+0 |
| Dec10 |
100113 |
99.635 |
99.635 |
99.635 |
99.635 |
-0.005 |
0 |
242 |
+0 |
| Mar11 |
100113 |
99.550 |
99.550 |
99.550 |
99.550 |
-0.005 |
|
|
|
| Jun11 |
100113 |
99.525 |
99.525 |
99.525 |
99.525 |
-0.005 |
|
|
|
| Sep11 |
100113 |
99.525 |
99.525 |
99.525 |
99.525 |
-0.005 |
|
|
|
| Dec11 |
100113 |
99.330 |
99.330 |
99.330 |
99.330 |
-0.005 |
|
|
|
| Mar12 |
100113 |
99.295 |
99.295 |
99.295 |
99.295 |
-0.010 |
|
|
|
| Jun12 |
100113 |
99.345 |
99.345 |
99.345 |
99.345 |
-0.010 |
|
|
|
| Total Volume and Open Interest |
0 |
1,235 |
-9 |
| 3-Mth Euro-Yen(SGX) |
| Mar10 |
100113 |
99.62 |
99.62 |
99.58 |
99.58 |
-0.01 |
1 |
4,318 |
-239 |
| Jun10 |
100113 |
99.62 |
99.62 |
99.62 |
99.62 |
-0.01 |
0 |
1,709 |
+0 |
| Sep10 |
100113 |
99.64 |
99.64 |
99.64 |
99.64 |
-0.02 |
0 |
1,666 |
+0 |
| Dec10 |
100113 |
99.63 |
99.63 |
99.63 |
99.63 |
-0.01 |
200 |
1,281 |
+0 |
| Mar11 |
100113 |
99.55 |
99.55 |
99.55 |
99.55 |
-0.01 |
0 |
662 |
+0 |
| Jun11 |
100113 |
99.53 |
99.53 |
99.53 |
99.53 |
-0.01 |
0 |
52 |
+0 |
| Sep11 |
100113 |
99.53 |
99.53 |
99.53 |
99.53 |
-0.01 |
0 |
51 |
+0 |
| Dec11 |
100113 |
99.33 |
99.33 |
99.33 |
99.33 |
-0.01 |
0 |
101 |
+0 |
| Total Volume and Open Interest |
201 |
11,211 |
-239 |
| Japanese Gov't Bonds(SGX) |
| Mar10 |
100113 |
138.98 |
139.16 |
138.93 |
138.93 |
-0.05 |
2,842 |
16,211 |
-295 |
| Jun10 |
100113 |
138.93 |
138.93 |
138.93 |
138.93 |
-0.05 |
|
|
|
| Sep10 |
100113 |
138.93 |
138.93 |
138.93 |
138.93 |
-0.05 |
|
|
|
| Total Volume and Open Interest |
2,842 |
16,211 |
-295 |
| Euro-Bund(EUREX) |
| Mar10 |
100113 |
122.00 |
122.25 |
121.86 |
122.20 |
+0.06 |
837,784 |
861,518 |
+14,213 |
| Jun10 |
100113 |
120.48 |
120.80 |
120.42 |
120.77 |
+0.10 |
89 |
82 |
+2 |
| Sep10 |
100113 |
120.40 |
120.40 |
120.40 |
120.40 |
+0.06 |
230 |
0 |
+0 |
| Total Volume and Open Interest |
838,103 |
861,600 |
+14,215 |
| Euro-Bobl(EUREX) |
| Mar10 |
100113 |
116.22 |
116.45 |
116.15 |
116.42 |
+0.13 |
454,245 |
700,451 |
+15,302 |
| Jun10 |
100113 |
114.87 |
115.01 |
114.52 |
115.01 |
+0.18 |
0 |
2 |
+0 |
| Sep10 |
100113 |
114.72 |
114.72 |
114.72 |
114.72 |
+0.13 |
|
|
|
| Total Volume and Open Interest |
454,245 |
700,453 |
+15,302 |
| 3-Mth Euribor(EUREX) |
| Mar10 |
100113 |
99.300 |
99.305 |
99.295 |
99.305 |
unch |
1,358 |
14,309 |
-1,044 |
| Jun10 |
100113 |
99.035 |
99.040 |
99.025 |
99.040 |
+0.005 |
54 |
7,153 |
+20 |
| Sep10 |
100113 |
98.720 |
98.725 |
98.705 |
98.725 |
+0.010 |
37 |
2,455 |
+0 |
| Total Volume and Open Interest |
1,526 |
27,465 |
-986 |
| Long Gilt(LIFFE) |
| Mar10 |
100113 |
115~00 |
115~06 |
114~24 |
115~00 |
-0~06 |
68,111 |
232,815 |
+1,551 |
| Jun10 |
100113 |
113~20 |
113~20 |
113~20 |
113~20 |
-0~17 |
|
|
|
| Total Volume and Open Interest |
68,111 |
232,815 |
+1,551 |
| 3-Mth Short Sterling(LIFFE) |
| Mar10 |
100113 |
99.36 |
99.37 |
99.35 |
99.36 |
unch |
35,927 |
333,242 |
-4,131 |
| Jun10 |
100113 |
99.17 |
99.19 |
99.14 |
99.17 |
-0.01 |
66,843 |
374,491 |
-7,524 |
| Sep10 |
100113 |
98.81 |
98.83 |
98.77 |
98.81 |
-0.02 |
59,136 |
352,018 |
+5,799 |
| Dec10 |
100113 |
98.36 |
98.37 |
98.29 |
98.34 |
-0.03 |
77,095 |
305,387 |
+795 |
| Mar11 |
100113 |
97.91 |
97.93 |
97.85 |
97.90 |
-0.03 |
63,908 |
300,321 |
+12,360 |
| Jun11 |
100113 |
97.50 |
97.51 |
97.42 |
97.48 |
-0.02 |
64,206 |
168,722 |
+8,283 |
| Total Volume and Open Interest |
469,255 |
2,211,618 |
+16,215 |
| 3-Mth Euribor(LIFFE) |
| Mar10 |
100113 |
99.300 |
99.315 |
99.290 |
99.305 |
unch |
152,986 |
747,387 |
-41 |
| Jun10 |
100113 |
99.030 |
99.045 |
99.020 |
99.040 |
+0.005 |
188,703 |
726,701 |
-9,199 |
| Sep10 |
100113 |
98.715 |
98.735 |
98.700 |
98.725 |
+0.010 |
169,954 |
588,191 |
-9,871 |
| Total Volume and Open Interest |
1,077,699 |
3,635,972 |
-600 |
| 3-Mth Aus T-Bills(SFE) |
| Mar10 |
100113 |
95.49 |
95.53 |
95.48 |
95.52 |
+0.03 |
14,683 |
265,343 |
-23,139 |
| Jun10 |
100113 |
95.10 |
95.17 |
95.08 |
95.15 |
+0.05 |
14,515 |
183,403 |
-5,523 |
| Sep10 |
100113 |
94.81 |
94.91 |
94.81 |
94.90 |
+0.06 |
8,823 |
97,655 |
+1,341 |
| Dec10 |
100113 |
94.61 |
94.72 |
94.61 |
94.70 |
+0.07 |
6,238 |
79,810 |
+1,236 |
| Mar11 |
100113 |
94.43 |
94.55 |
94.43 |
94.52 |
+0.07 |
920 |
29,247 |
-1,029 |
| Jun11 |
100113 |
94.27 |
94.38 |
94.27 |
94.37 |
+0.07 |
771 |
24,720 |
-118 |
| Sep11 |
100113 |
94.15 |
94.27 |
94.15 |
94.24 |
+0.06 |
347 |
16,753 |
-135 |
| Dec11 |
100113 |
94.20 |
94.20 |
94.14 |
94.15 |
+0.05 |
245 |
8,602 |
+245 |
| Mar12 |
100113 |
94.10 |
94.10 |
94.10 |
94.10 |
+0.05 |
0 |
3,089 |
+0 |
| Jun12 |
100113 |
94.06 |
94.06 |
94.06 |
94.06 |
+0.06 |
0 |
1,186 |
+0 |
| Total Volume and Open Interest |
46,582 |
710,766 |
-27,082 |
| 10-Year Aus T-Bonds(SFE) |
| Mar10 |
100113 |
94.28 |
94.44 |
94.27 |
94.39 |
+0.10 |
37,201 |
326,640 |
+3,168 |
| Jun10 |
100113 |
94.39 |
94.39 |
94.39 |
94.39 |
+0.10 |
|
|
|
| Total Volume and Open Interest |
37,201 |
326,640 |
+3,168 |
| 3-Year Aus T-Bonds(SFE) |
| Mar10 |
100113 |
94.83 |
94.95 |
94.82 |
94.91 |
+0.08 |
85,296 |
454,216 |
+6,652 |
| Jun10 |
100113 |
94.91 |
94.91 |
94.91 |
94.91 |
+0.08 |
|
|
|
| Total Volume and Open Interest |
85,296 |
454,216 |
+6,652 |
| Gold(CMX) |
| Feb10 |
100113 |
1129.0 |
1138.9 |
1118.5 |
1136.8 |
+7.4 |
233,123 |
286,147 |
-17,674 |
| Apr10 |
100113 |
1129.8 |
1140.2 |
1119.8 |
1138.2 |
+7.4 |
21,188 |
91,046 |
+8,404 |
| Jun10 |
100113 |
1131.3 |
1141.0 |
1120.7 |
1139.2 |
+7.5 |
6,163 |
42,566 |
+1,142 |
| Aug10 |
100113 |
1131.7 |
1141.8 |
1125.8 |
1140.2 |
+7.6 |
1,619 |
19,868 |
+82 |
| Oct10 |
100113 |
1133.0 |
1141.2 |
1132.6 |
1141.2 |
+7.6 |
1,790 |
5,762 |
+1,119 |
| Dec10 |
100113 |
1134.5 |
1144.3 |
1125.0 |
1142.7 |
+7.6 |
3,690 |
26,465 |
+1,898 |
| Feb11 |
100113 |
1136.5 |
1144.8 |
1136.4 |
1144.8 |
+7.7 |
409 |
6,648 |
+294 |
| Apr11 |
100113 |
1130.4 |
1147.2 |
1129.0 |
1147.2 |
+7.7 |
146 |
3,848 |
+103 |
| Jun11 |
100113 |
495.2 |
495.2 |
494.9 |
494.9 |
+7.8 |
1 |
7,410 |
-1 |
| Aug11 |
100113 |
1154.0 |
1154.0 |
1154.0 |
1154.0 |
+7.9 |
11 |
1,386 |
+0 |
| Oct11 |
100113 |
1158.1 |
1158.1 |
1158.1 |
1158.1 |
+8.0 |
0 |
1,160 |
+0 |
| Dec11 |
100113 |
1148.0 |
1162.5 |
1148.0 |
1162.5 |
+8.0 |
252 |
10,545 |
-180 |
| Total Volume and Open Interest |
269,128 |
523,266 |
-4,555 |
| Silver(CMX) |
| Mar10 |
100113 |
1827.0 |
1867.5 |
1820.0 |
1855.0 |
+29.5 |
35,423 |
79,678 |
-2,767 |
| May10 |
100113 |
1831.5 |
1864.0 |
1825.0 |
1857.3 |
+29.5 |
1,588 |
13,853 |
-811 |
| Jul10 |
100113 |
1834.0 |
1867.0 |
1828.0 |
1859.4 |
+29.6 |
691 |
8,728 |
+81 |
| Sep10 |
100113 |
1837.0 |
1864.5 |
1837.0 |
1861.4 |
+29.7 |
32 |
2,713 |
+17 |
| Dec10 |
100113 |
1835.0 |
1870.0 |
1835.0 |
1864.4 |
+29.8 |
373 |
11,029 |
+145 |
| Mar11 |
100113 |
1867.4 |
1867.4 |
1867.4 |
1867.4 |
+30.0 |
3 |
762 |
-21 |
| May11 |
100113 |
1869.8 |
1869.8 |
1869.8 |
1869.8 |
+30.1 |
0 |
204 |
+0 |
| Total Volume and Open Interest |
38,514 |
128,675 |
-3,264 |
| Platinum(NYMEX) |
| Jan10 |
100113 |
1574.5 |
1574.5 |
1569.6 |
1570.2 |
-3.7 |
20 |
35 |
+3 |
| Apr10 |
100113 |
1575.0 |
1592.9 |
1556.0 |
1574.4 |
-4.2 |
6,620 |
33,281 |
+457 |
| Jul10 |
100113 |
1570.5 |
1579.5 |
1556.9 |
1574.4 |
-5.2 |
42 |
1,151 |
+0 |
| Oct10 |
100113 |
1577.5 |
1577.5 |
1577.5 |
1577.5 |
-5.2 |
0 |
14 |
+0 |
| Total Volume and Open Interest |
6,690 |
34,502 |
+460 |
| Palladium(NYMEX) |
| Mar10 |
100113 |
423.25 |
427.80 |
415.20 |
424.95 |
-0.85 |
3,435 |
22,711 |
-378 |
| Jun10 |
100113 |
427.15 |
427.15 |
417.25 |
425.20 |
-0.90 |
97 |
705 |
+34 |
| Sep10 |
100113 |
421.70 |
425.20 |
421.70 |
425.20 |
-0.90 |
5 |
13 |
+4 |
| Total Volume and Open Interest |
3,537 |
23,437 |
-340 |
| Copper(CMX) |
| Mar10 |
100113 |
332.95 |
342.85 |
331.50 |
340.00 |
+5.05 |
33,041 |
107,598 |
-5,932 |
| May10 |
100113 |
334.25 |
343.15 |
333.25 |
341.20 |
+5.00 |
2,511 |
20,988 |
-270 |
| Jul10 |
100113 |
337.35 |
344.00 |
334.00 |
342.00 |
+5.00 |
784 |
9,759 |
+288 |
| Sep10 |
100113 |
339.20 |
342.20 |
339.20 |
342.20 |
+5.00 |
284 |
4,557 |
+138 |
| Dec10 |
100113 |
339.20 |
342.95 |
338.70 |
341.95 |
+4.75 |
193 |
3,910 |
+29 |
| Total Volume and Open Interest |
37,537 |
151,321 |
-5,870 |
| DJIA Index(CBOT) |
| Mar10 |
100113 |
10586 |
10655 |
10565 |
10628 |
+40 |
398 |
11,313 |
+103 |
| Jun10 |
100113 |
10566 |
10566 |
10527 |
10566 |
+39 |
0 |
11 |
+0 |
| Sep10 |
100113 |
10512 |
10512 |
10472 |
10512 |
+40 |
|
|
|
| Dec10 |
100113 |
10463 |
10463 |
10423 |
10463 |
+40 |
|
|
|
| Total Volume and Open Interest |
398 |
11,324 |
+103 |
| S & P 500(CME) |
| Mar10 |
100113 |
1134.00 |
1145.00 |
1129.30 |
1141.60 |
+7.70 |
19,543 |
323,119 |
+2,990 |
| Jun10 |
100113 |
1130.00 |
1139.90 |
1124.90 |
1136.70 |
+7.80 |
771 |
2,569 |
+161 |
| Sep10 |
100113 |
1132.20 |
1135.40 |
1120.40 |
1132.20 |
+7.80 |
20 |
447 |
+0 |
| Dec10 |
100113 |
1129.20 |
1132.40 |
1117.40 |
1129.20 |
+7.80 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
20,334 |
326,146 |
+3,151 |
| S & P 500 E-Mini(Globex) |
| Mar10 |
100113 |
1134.25 |
1145.25 |
1129.25 |
1141.50 |
+7.50 |
2,117,166 |
2,439,036 |
+11,583 |
| Jun10 |
100113 |
1128.75 |
1140.00 |
1124.50 |
1136.75 |
+7.75 |
484 |
4,765 |
+127 |
| Total Volume and Open Interest |
2,117,904 |
2,445,201 |
+11,961 |
| NASDAQ 100(CME) |
| Mar10 |
100113 |
1865.00 |
1890.00 |
1853.00 |
1882.50 |
+17.00 |
2,742 |
13,809 |
-416 |
| Jun10 |
100113 |
1879.80 |
1880.00 |
1855.00 |
1879.80 |
+17.00 |
100 |
740 |
-48 |
| Sep10 |
100113 |
1878.80 |
1878.80 |
1877.80 |
1878.80 |
+17.00 |
|
|
|
| Total Volume and Open Interest |
2,842 |
14,549 |
-464 |
| NASDAQ 100 E-Mini(Globex) |
| Mar10 |
100113 |
1866.00 |
1889.50 |
1853.30 |
1882.50 |
+17.00 |
328,565 |
306,114 |
-8,443 |
| Jun10 |
100113 |
1865.80 |
1886.80 |
1851.00 |
1879.80 |
+17.00 |
316 |
1,077 |
+179 |
| Total Volume and Open Interest |
328,881 |
307,193 |
-8,264 |
| S & P Midcap 400(CME) |
| Mar10 |
100113 |
743.50 |
750.00 |
738.00 |
748.90 |
+7.30 |
10 |
1,480 |
-4 |
| Jun10 |
100113 |
746.80 |
746.80 |
746.40 |
746.80 |
+7.30 |
|
|
|
| Sep10 |
100113 |
744.80 |
744.80 |
744.40 |
744.80 |
+7.30 |
|
|
|
| Total Volume and Open Interest |
10 |
1,480 |
-4 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Mar10 |
100113 |
10730 |
10865 |
10725 |
10830 |
+30 |
11,917 |
38,254 |
-238 |
| Jun10 |
100113 |
10830 |
10830 |
10800 |
10830 |
+30 |
|
|
|
| Total Volume and Open Interest |
11,917 |
38,254 |
-238 |
| Nikkei 225(SGX) |
| Mar10 |
100113 |
10890 |
10895 |
10710 |
10715 |
-190 |
97,193 |
182,188 |
+848 |
| Jun10 |
100113 |
10660 |
10660 |
10660 |
10660 |
-190 |
0 |
1,340 |
+0 |
| Sep10 |
100113 |
10665 |
10665 |
10665 |
10665 |
-190 |
0 |
55 |
+0 |
| Total Volume and Open Interest |
97,323 |
184,598 |
+989 |
| CAC 40(EURONEXT) |
| Jan10 |
100113 |
3992.5 |
4023.5 |
3978.0 |
4002.0 |
+1.0 |
233,247 |
356,611 |
-3,001 |
| Feb10 |
100113 |
4002.0 |
4024.5 |
3979.0 |
4003.0 |
+1.0 |
105,032 |
113,973 |
+88,692 |
| Mar10 |
100113 |
3994.0 |
4020.0 |
3981.5 |
4004.0 |
+1.5 |
11,945 |
69,363 |
+11,197 |
| Total Volume and Open Interest |
350,242 |
541,815 |
+96,906 |
| Hang Seng Index(HKFE) |
| Jan10 |
100113 |
22051 |
22078 |
21680 |
21784 |
-457 |
81,062 |
83,176 |
+152 |
| Feb10 |
100113 |
22020 |
22059 |
21673 |
21772 |
-458 |
833 |
1,869 |
+305 |
| Mar10 |
100113 |
21950 |
22004 |
21640 |
21720 |
-439 |
210 |
4,845 |
+106 |
| Total Volume and Open Interest |
82,260 |
90,633 |
+626 |
| DAX(EUREX) |
| Mar10 |
100113 |
5945.5 |
6010.0 |
5931.0 |
5970.5 |
+18.0 |
179,036 |
142,329 |
+1,610 |
| Jun10 |
100113 |
5951.0 |
6017.0 |
5951.0 |
5980.0 |
+18.0 |
768 |
8,313 |
+360 |
| Sep10 |
100113 |
5989.5 |
5990.0 |
5989.5 |
5990.0 |
+18.0 |
3 |
79 |
+0 |
| Total Volume and Open Interest |
179,807 |
150,721 |
+1,970 |
| FT-SE 100(EURONEXT) |
| Mar10 |
100113 |
5433.00 |
5475.00 |
5407.50 |
5432.50 |
-23.50 |
107,212 |
639,593 |
+5,437 |
| Jun10 |
100113 |
5383.00 |
5383.00 |
5383.00 |
5383.00 |
-23.50 |
15 |
2,178 |
+0 |
| Sep10 |
100113 |
5348.50 |
5348.50 |
5348.50 |
5348.50 |
-23.50 |
0 |
374 |
+0 |
| Total Volume and Open Interest |
107,227 |
642,595 |
+5,437 |
| SPI 200(SFE) |
| Mar10 |
100113 |
4897.0 |
4906.0 |
4828.0 |
4852.0 |
-39.0 |
23,298 |
193,673 |
+915 |
| Jun10 |
100113 |
4882.0 |
4892.0 |
4851.0 |
4873.0 |
-41.0 |
13 |
1,574 |
-109 |
| Sep10 |
100113 |
4873.0 |
4873.0 |
4873.0 |
4873.0 |
-41.0 |
1 |
1,822 |
-1 |
| Total Volume and Open Interest |
23,312 |
197,692 |
+805 |
| GSCI(CME) |
| Jan10 |
100113 |
525.00 |
527.00 |
518.00 |
525.50 |
-2.50 |
4,594 |
10,327 |
-3,950 |
| Feb10 |
100113 |
527.00 |
530.00 |
521.00 |
529.00 |
-2.40 |
4,373 |
9,617 |
+3,948 |
| Mar10 |
100113 |
533.00 |
533.00 |
525.50 |
533.00 |
-2.00 |
|
|
|
| Total Volume and Open Interest |
8,967 |
19,944 |
-2 |
| 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. |
|
|