|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu January 14, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan10 |
100114 |
983.75 |
986.00 |
967.50 |
968.50 |
-15.00 |
1,939 |
1,355 |
-1,392 |
| Mar10 |
100114 |
993.50 |
993.75 |
975.25 |
984.00 |
-8.50 |
96,459 |
222,102 |
-1,762 |
| May10 |
100114 |
1000.00 |
1000.25 |
982.00 |
990.75 |
-9.00 |
22,719 |
62,738 |
+653 |
| Jul10 |
100114 |
1006.00 |
1006.25 |
987.00 |
996.00 |
-10.00 |
20,902 |
60,448 |
+506 |
| Aug10 |
100114 |
1001.00 |
1001.50 |
983.00 |
989.75 |
-11.75 |
435 |
2,057 |
+42 |
| Sep10 |
100114 |
986.25 |
986.50 |
967.00 |
973.00 |
-13.50 |
228 |
1,363 |
+2 |
| Nov10 |
100114 |
975.00 |
975.00 |
953.50 |
959.50 |
-15.00 |
13,135 |
78,949 |
+1,860 |
| Total Volume and Open Interest |
157,077 |
439,169 |
+411 |
| Soybean Meal(CBOT) |
| Jan10 |
100114 |
300.00 |
301.90 |
297.80 |
299.00 |
-1.50 |
739 |
214 |
-459 |
| Mar10 |
100114 |
291.40 |
292.70 |
288.20 |
290.40 |
-1.10 |
36,404 |
75,557 |
+949 |
| May10 |
100114 |
286.00 |
286.40 |
281.50 |
283.50 |
-2.10 |
11,454 |
34,456 |
+2,338 |
| Jul10 |
100114 |
286.70 |
287.00 |
281.70 |
282.90 |
-3.70 |
9,938 |
24,541 |
-871 |
| Aug10 |
100114 |
285.30 |
286.00 |
280.50 |
281.10 |
-4.20 |
1,243 |
6,378 |
+263 |
| Sep10 |
100114 |
282.00 |
284.90 |
277.70 |
277.90 |
-4.60 |
732 |
6,766 |
+274 |
| Oct10 |
100114 |
276.00 |
276.50 |
269.00 |
271.40 |
-4.60 |
532 |
3,687 |
+22 |
| Dec10 |
100114 |
273.70 |
274.30 |
268.50 |
269.40 |
-5.10 |
3,122 |
14,716 |
+484 |
| Total Volume and Open Interest |
64,671 |
168,264 |
+3,312 |
| Soybean Oil(CBOT) |
| Jan10 |
100114 |
38.30 |
38.50 |
37.80 |
37.80 |
-0.83 |
2,763 |
1,554 |
-1,742 |
| Mar10 |
100114 |
39.01 |
39.02 |
38.09 |
38.53 |
-0.48 |
47,156 |
129,664 |
+1,258 |
| May10 |
100114 |
39.39 |
39.39 |
38.51 |
38.94 |
-0.48 |
12,501 |
34,126 |
+1,363 |
| Jul10 |
100114 |
39.57 |
39.68 |
38.90 |
39.35 |
-0.48 |
8,565 |
25,836 |
+2,771 |
| Aug10 |
100114 |
39.66 |
39.85 |
39.08 |
39.51 |
-0.48 |
50 |
2,419 |
-11 |
| Sep10 |
100114 |
39.80 |
40.00 |
39.20 |
39.64 |
-0.49 |
71 |
3,431 |
+33 |
| Oct10 |
100114 |
40.03 |
40.03 |
39.29 |
39.74 |
-0.49 |
221 |
1,361 |
-6 |
| Dec10 |
100114 |
40.19 |
40.41 |
39.62 |
40.06 |
-0.48 |
1,651 |
17,847 |
+304 |
| Total Volume and Open Interest |
72,978 |
216,365 |
+3,970 |
| Canola(WCE) |
| Jan10 |
100114 |
387.0 |
387.0 |
387.0 |
387.0 |
-6.2 |
|
|
|
| Mar10 |
100114 |
390.6 |
391.2 |
382.5 |
385.0 |
-6.2 |
7,205 |
78,684 |
+518 |
| May10 |
100114 |
396.9 |
397.5 |
390.7 |
392.2 |
-6.2 |
623 |
8,667 |
-43 |
| Jul10 |
100114 |
401.2 |
402.8 |
395.5 |
397.5 |
-6.8 |
974 |
8,334 |
+393 |
| Nov10 |
100114 |
405.6 |
411.2 |
403.0 |
405.0 |
-6.2 |
777 |
7,205 |
+291 |
| Total Volume and Open Interest |
9,579 |
103,292 |
+1,159 |
| Corn(CBOT) |
| Mar10 |
100114 |
382.25 |
382.75 |
376.50 |
381.00 |
-3.00 |
301,566 |
508,682 |
-12,152 |
| May10 |
100114 |
394.25 |
394.25 |
387.25 |
391.75 |
-3.25 |
45,298 |
146,099 |
+1,786 |
| Jul10 |
100114 |
402.50 |
403.25 |
396.00 |
401.00 |
-3.25 |
52,662 |
133,856 |
+789 |
| Sep10 |
100114 |
409.50 |
409.75 |
405.00 |
408.25 |
-3.75 |
9,518 |
44,602 |
+2,172 |
| Dec10 |
100114 |
417.75 |
417.75 |
411.50 |
415.50 |
-3.25 |
43,711 |
230,272 |
+2,771 |
| Mar11 |
100114 |
424.50 |
426.00 |
422.00 |
425.75 |
-3.00 |
1,532 |
17,546 |
+76 |
| Total Volume and Open Interest |
458,610 |
1,109,898 |
-3,159 |
| Wheat(CBOT) |
| Mar10 |
100114 |
536.75 |
537.25 |
525.50 |
527.75 |
-9.25 |
60,488 |
188,175 |
+426 |
| May10 |
100114 |
550.25 |
550.25 |
538.75 |
540.75 |
-9.25 |
10,710 |
49,587 |
+812 |
| Jul10 |
100114 |
561.00 |
561.00 |
549.75 |
551.50 |
-9.50 |
11,076 |
68,960 |
+1,205 |
| Sep10 |
100114 |
571.50 |
575.75 |
563.75 |
565.75 |
-10.00 |
1,464 |
17,615 |
+305 |
| Dec10 |
100114 |
596.00 |
598.00 |
587.50 |
590.00 |
-9.00 |
5,146 |
54,146 |
+368 |
| Total Volume and Open Interest |
89,150 |
385,246 |
+3,182 |
| Wheat(KCBT) |
| Mar10 |
100114 |
536.00 |
536.50 |
525.00 |
527.00 |
-9.50 |
9,523 |
58,607 |
-426 |
| May10 |
100114 |
548.25 |
548.25 |
537.25 |
538.75 |
-9.50 |
1,860 |
16,210 |
+716 |
| Jul10 |
100114 |
559.50 |
560.00 |
548.50 |
550.50 |
-9.25 |
1,403 |
30,908 |
-310 |
| Sep10 |
100114 |
563.75 |
563.75 |
560.50 |
561.75 |
-9.25 |
184 |
4,060 |
-26 |
| Dec10 |
100114 |
584.00 |
584.00 |
578.25 |
580.00 |
-9.50 |
728 |
37,855 |
-178 |
| Total Volume and Open Interest |
13,780 |
148,873 |
-183 |
| Wheat(MGE) |
| Mar10 |
100114 |
543.25 |
544.00 |
534.75 |
536.75 |
-7.25 |
3,891 |
18,289 |
-840 |
| May10 |
100114 |
556.00 |
556.00 |
547.25 |
548.75 |
-6.75 |
749 |
7,157 |
+159 |
| Jul10 |
100114 |
562.75 |
564.00 |
559.00 |
560.00 |
-8.25 |
708 |
9,579 |
+19 |
| Sep10 |
100114 |
574.00 |
575.75 |
569.75 |
571.25 |
-8.50 |
164 |
4,200 |
-16 |
| Dec10 |
100114 |
594.50 |
596.00 |
588.25 |
589.50 |
-7.00 |
484 |
6,808 |
-213 |
| Total Volume and Open Interest |
6,008 |
46,854 |
-938 |
| Oats(CBOT) |
| Mar10 |
100114 |
255.25 |
255.25 |
245.75 |
246.00 |
-4.50 |
2,736 |
8,592 |
-819 |
| May10 |
100114 |
259.75 |
260.50 |
254.50 |
254.50 |
-4.50 |
418 |
1,381 |
+224 |
| Jul10 |
100114 |
267.50 |
268.25 |
262.25 |
262.75 |
-4.75 |
158 |
872 |
+57 |
| Sep10 |
100114 |
271.50 |
276.25 |
271.50 |
271.50 |
-4.75 |
1 |
351 |
+1 |
| Total Volume and Open Interest |
3,330 |
11,882 |
-541 |
| Rough Rice(CBOT) |
| Jan10 |
100114 |
13.75 |
13.78 |
13.69 |
13.71 |
+0.02 |
3 |
10 |
-63 |
| Mar10 |
100114 |
14.06 |
14.15 |
13.97 |
14.03 |
+0.07 |
1,336 |
12,984 |
+157 |
| May10 |
100114 |
14.40 |
14.40 |
14.24 |
14.30 |
+0.06 |
104 |
612 |
+46 |
| Jul10 |
100114 |
14.58 |
14.58 |
14.48 |
14.55 |
+0.07 |
158 |
585 |
+18 |
| Total Volume and Open Interest |
1,832 |
15,795 |
+239 |
| Live Cattle(CME) |
| Feb10 |
100114 |
85.980 |
86.800 |
85.800 |
86.650 |
+0.950 |
30,945 |
80,232 |
-9,989 |
| Apr10 |
100114 |
89.885 |
90.680 |
89.700 |
90.550 |
+0.850 |
28,315 |
112,230 |
+7,791 |
| Jun10 |
100114 |
87.580 |
88.180 |
87.535 |
87.930 |
+0.480 |
9,889 |
57,788 |
+540 |
| Aug10 |
100114 |
87.500 |
87.730 |
87.350 |
87.600 |
+0.215 |
2,362 |
12,041 |
-18 |
| Oct10 |
100114 |
89.900 |
90.250 |
89.830 |
90.230 |
+0.280 |
974 |
10,837 |
+268 |
| Dec10 |
100114 |
90.600 |
90.750 |
90.450 |
90.750 |
+0.100 |
189 |
2,448 |
+55 |
| Total Volume and Open Interest |
72,768 |
277,116 |
-1,345 |
| Feeder Cattle(CME) |
| Jan10 |
100114 |
97.450 |
98.200 |
97.230 |
97.535 |
+0.235 |
393 |
3,628 |
-359 |
| Mar10 |
100114 |
97.650 |
98.500 |
97.480 |
97.950 |
+0.370 |
2,467 |
15,096 |
-440 |
| Apr10 |
100114 |
98.650 |
99.635 |
98.600 |
98.800 |
+0.050 |
503 |
4,454 |
-1 |
| May10 |
100114 |
99.430 |
100.200 |
99.300 |
99.830 |
+0.445 |
521 |
4,520 |
+74 |
| Aug10 |
100114 |
100.680 |
101.180 |
100.550 |
101.000 |
+0.500 |
123 |
1,984 |
+72 |
| Sep10 |
100114 |
100.785 |
101.050 |
100.785 |
101.050 |
+0.350 |
1 |
61 |
-1 |
| Oct10 |
100114 |
99.900 |
100.250 |
99.900 |
100.200 |
+0.300 |
8 |
53 |
+0 |
| Total Volume and Open Interest |
4,017 |
29,810 |
-655 |
| Lean Hogs(CME) |
| Feb10 |
100114 |
69.080 |
69.550 |
68.500 |
69.050 |
+0.075 |
25,224 |
47,475 |
-4,346 |
| Apr10 |
100114 |
73.150 |
73.580 |
72.225 |
72.750 |
-0.580 |
22,141 |
75,640 |
+6,864 |
| May10 |
100114 |
76.900 |
77.200 |
76.000 |
76.635 |
-0.365 |
416 |
4,399 |
+282 |
| Jun10 |
100114 |
80.330 |
80.600 |
79.330 |
80.035 |
-0.350 |
7,233 |
40,320 |
+1,998 |
| Jul10 |
100114 |
78.450 |
78.750 |
77.400 |
78.200 |
unch |
2,442 |
13,950 |
+675 |
| Aug10 |
100114 |
77.080 |
77.350 |
76.100 |
76.950 |
-0.150 |
928 |
9,578 |
+450 |
| Oct10 |
100114 |
68.725 |
69.330 |
68.400 |
69.100 |
-0.200 |
1,104 |
4,082 |
+473 |
| Dec10 |
100114 |
67.100 |
67.250 |
66.650 |
67.250 |
-0.250 |
116 |
2,374 |
+66 |
| Total Volume and Open Interest |
59,612 |
198,047 |
+6,468 |
| Pork Bellies(CME) |
| Feb10 |
100114 |
89.500 |
90.200 |
89.000 |
89.550 |
+0.720 |
43 |
209 |
+0 |
| Mar10 |
100114 |
88.500 |
90.135 |
88.500 |
88.500 |
+0.500 |
2 |
93 |
+1 |
| May10 |
100114 |
92.000 |
92.250 |
91.500 |
92.000 |
+0.500 |
7 |
126 |
+7 |
| Jul10 |
100114 |
92.750 |
93.100 |
92.350 |
92.550 |
+0.300 |
5 |
28 |
+5 |
| Aug10 |
100114 |
88.000 |
88.000 |
88.000 |
88.000 |
+2.000 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
57 |
471 |
+13 |
| Class III Milk(CME) |
| Jan10 |
100114 |
14.36 |
14.40 |
14.30 |
14.35 |
-0.05 |
149 |
3,864 |
+87 |
| Feb10 |
100114 |
13.89 |
13.93 |
13.85 |
13.92 |
+0.02 |
212 |
4,499 |
+13 |
| Mar10 |
100114 |
14.30 |
14.40 |
14.26 |
14.32 |
+0.02 |
189 |
3,456 |
-15 |
| Apr10 |
100114 |
14.50 |
14.53 |
14.43 |
14.48 |
-0.02 |
203 |
2,576 |
+12 |
| May10 |
100114 |
14.90 |
14.90 |
14.85 |
14.88 |
-0.02 |
92 |
2,103 |
+20 |
| Total Volume and Open Interest |
1,270 |
26,446 |
+303 |
| Cocoa(ICE) |
| Mar10 |
100114 |
3363 |
3418 |
3363 |
3392 |
+3 |
7,369 |
67,430 |
+897 |
| May10 |
100114 |
3418 |
3440 |
3400 |
3418 |
+3 |
2,355 |
30,656 |
+539 |
| Jul10 |
100114 |
3443 |
3445 |
3425 |
3428 |
+3 |
388 |
9,716 |
+2 |
| Sep10 |
100114 |
3445 |
3445 |
3430 |
3430 |
+1 |
216 |
6,530 |
+73 |
| Dec10 |
100114 |
3426 |
3437 |
3421 |
3421 |
+6 |
188 |
5,612 |
+155 |
| Mar11 |
100114 |
3416 |
3416 |
3416 |
3416 |
+9 |
10 |
8,099 |
+0 |
| May11 |
100114 |
3416 |
3416 |
3416 |
3416 |
+9 |
27 |
4,282 |
+0 |
| Total Volume and Open Interest |
10,569 |
134,592 |
+1,666 |
| Coffee "C"(ICE) |
| Mar10 |
100114 |
145.15 |
145.70 |
143.55 |
144.35 |
-0.80 |
13,600 |
78,377 |
+2,257 |
| May10 |
100114 |
146.90 |
147.50 |
145.55 |
146.05 |
-0.85 |
4,506 |
28,522 |
-764 |
| Jul10 |
100114 |
148.50 |
149.00 |
147.40 |
147.70 |
-0.80 |
2,934 |
8,789 |
+1,571 |
| Sep10 |
100114 |
149.80 |
150.00 |
148.50 |
149.05 |
-0.85 |
498 |
7,027 |
-58 |
| Dec10 |
100114 |
151.70 |
151.70 |
150.15 |
150.70 |
-0.90 |
508 |
7,004 |
+13 |
| Mar11 |
100114 |
153.10 |
153.10 |
152.25 |
152.25 |
-0.95 |
224 |
2,517 |
+146 |
| Total Volume and Open Interest |
22,326 |
132,702 |
+3,201 |
| Orange Juice(ICE) |
| Mar10 |
100114 |
133.05 |
136.55 |
132.30 |
132.95 |
+0.25 |
1,606 |
23,446 |
-980 |
| May10 |
100114 |
137.50 |
140.00 |
135.75 |
136.40 |
+0.10 |
148 |
6,287 |
-726 |
| Jul10 |
100114 |
141.60 |
143.10 |
139.10 |
139.90 |
+0.25 |
67 |
2,509 |
+5 |
| Sep10 |
100114 |
142.70 |
142.70 |
140.65 |
141.10 |
+0.40 |
23 |
877 |
+2 |
| Nov10 |
100114 |
141.80 |
141.80 |
141.80 |
141.80 |
+0.40 |
2 |
360 |
+1 |
| Jan11 |
100114 |
142.75 |
142.75 |
142.75 |
142.75 |
+0.15 |
7 |
559 |
+7 |
| Total Volume and Open Interest |
1,854 |
34,229 |
-1,690 |
| Sugar #11(ICE) |
| Mar10 |
100114 |
27.95 |
28.34 |
27.70 |
27.76 |
-0.28 |
50,842 |
305,384 |
-5,313 |
| May10 |
100114 |
26.77 |
27.04 |
26.43 |
26.52 |
-0.25 |
30,276 |
163,902 |
+1,868 |
| Jul10 |
100114 |
23.86 |
24.09 |
23.56 |
23.70 |
-0.21 |
15,134 |
146,078 |
+2,274 |
| Oct10 |
100114 |
21.83 |
21.88 |
21.50 |
21.52 |
-0.22 |
8,034 |
100,375 |
+394 |
| Mar11 |
100114 |
20.00 |
20.10 |
19.71 |
19.77 |
-0.27 |
3,334 |
50,985 |
-32 |
| Total Volume and Open Interest |
109,801 |
840,221 |
-399 |
| London Cocoa(LCE) |
| Mar10 |
100114 |
2293 |
2302 |
2284 |
2297 |
+9 |
4,534 |
65,439 |
+305 |
| May10 |
100114 |
2292 |
2300 |
2283 |
2297 |
+8 |
2,597 |
52,534 |
+61 |
| Jul10 |
100114 |
2270 |
2275 |
2260 |
2274 |
+11 |
801 |
25,889 |
+228 |
| Sep10 |
100114 |
2244 |
2248 |
2235 |
2248 |
+15 |
252 |
12,963 |
-40 |
| Dec10 |
100114 |
2210 |
2222 |
2207 |
2217 |
+12 |
192 |
9,883 |
+29 |
| Mar11 |
100114 |
2199 |
2201 |
2199 |
2201 |
+14 |
52 |
8,780 |
+1 |
| May11 |
100114 |
2186 |
2186 |
2186 |
2186 |
+14 |
0 |
1,386 |
+0 |
| Total Volume and Open Interest |
8,428 |
176,874 |
+584 |
| London Sugar(LCE) |
| Cotton(ICE) |
| Mar10 |
100114 |
73.53 |
73.80 |
72.22 |
72.91 |
-0.52 |
8,475 |
111,751 |
+250 |
| May10 |
100114 |
74.73 |
74.86 |
73.38 |
74.08 |
-0.54 |
1,711 |
27,661 |
+355 |
| Jul10 |
100114 |
75.55 |
75.80 |
74.47 |
75.11 |
-0.45 |
1,011 |
24,716 |
+255 |
| Oct10 |
100114 |
74.00 |
74.31 |
74.00 |
74.31 |
-0.35 |
4 |
160 |
+2 |
| Dec10 |
100114 |
74.50 |
74.80 |
73.75 |
74.31 |
-0.29 |
430 |
16,867 |
+216 |
| Mar11 |
100114 |
75.71 |
75.71 |
75.71 |
75.71 |
-0.29 |
6 |
337 |
+4 |
| Total Volume and Open Interest |
11,637 |
182,362 |
+1,082 |
| Lumber(CME) |
| Jan10 |
100114 |
221.7 |
228.1 |
220.6 |
226.0 |
+13.0 |
347 |
367 |
-247 |
| Mar10 |
100114 |
243.8 |
247.0 |
242.2 |
247.0 |
+10.0 |
761 |
6,126 |
+37 |
| May10 |
100114 |
265.9 |
270.0 |
262.9 |
269.9 |
+9.6 |
378 |
2,183 |
+219 |
| Jul10 |
100114 |
273.9 |
277.9 |
270.9 |
277.9 |
+6.9 |
90 |
570 |
+82 |
| Total Volume and Open Interest |
1,629 |
9,530 |
+140 |
| Crude Oil(NYM) |
| Feb10 |
100114 |
79.63 |
80.36 |
78.92 |
79.39 |
-0.26 |
401,627 |
140,073 |
-49,598 |
| Mar10 |
100114 |
79.97 |
80.75 |
79.32 |
79.88 |
-0.16 |
216,845 |
303,670 |
+47,955 |
| Apr10 |
100114 |
80.56 |
81.32 |
79.90 |
80.47 |
-0.13 |
56,324 |
96,182 |
+6,154 |
| May10 |
100114 |
81.55 |
81.95 |
80.53 |
81.11 |
-0.10 |
24,649 |
55,081 |
+1,184 |
| Jun10 |
100114 |
82.08 |
82.51 |
81.09 |
81.73 |
-0.07 |
38,556 |
115,968 |
+5,389 |
| Jul10 |
100114 |
82.68 |
82.73 |
81.66 |
82.32 |
-0.04 |
6,529 |
41,521 |
+360 |
| Aug10 |
100114 |
82.78 |
82.84 |
82.30 |
82.84 |
-0.02 |
3,306 |
16,631 |
-1,052 |
| Sep10 |
100114 |
83.60 |
83.83 |
83.28 |
83.34 |
unch |
4,281 |
28,179 |
+103 |
| Oct10 |
100114 |
83.80 |
83.84 |
83.79 |
83.84 |
+0.01 |
1,983 |
19,282 |
-330 |
| Nov10 |
100114 |
84.13 |
84.35 |
84.13 |
84.35 |
+0.03 |
1,594 |
23,128 |
+101 |
| Dec10 |
100114 |
85.19 |
85.52 |
84.22 |
84.88 |
+0.03 |
25,888 |
176,173 |
+1,037 |
| Jan11 |
100114 |
84.85 |
85.24 |
84.85 |
85.24 |
+0.03 |
521 |
20,281 |
-34 |
| Feb11 |
100114 |
85.50 |
85.54 |
85.50 |
85.54 |
+0.02 |
766 |
10,669 |
+450 |
| Mar11 |
100114 |
85.84 |
85.84 |
85.84 |
85.84 |
+0.01 |
211 |
6,963 |
+74 |
| Apr11 |
100114 |
86.13 |
86.13 |
86.13 |
86.13 |
unch |
394 |
9,291 |
-21 |
| May11 |
100114 |
86.37 |
86.37 |
86.37 |
86.37 |
-0.01 |
450 |
3,613 |
-4 |
| Total Volume and Open Interest |
798,290 |
1,316,280 |
+15,413 |
| e-miNY Crude Oil(NYM) |
| Jan10 |
091218 |
72.850 |
74.675 |
72.550 |
73.350 |
+0.700 |
8,590 |
3,806 |
-360 |
| Feb10 |
100114 |
79.700 |
80.375 |
78.925 |
79.400 |
-0.250 |
15,285 |
4,066 |
-298 |
| Mar10 |
100114 |
79.950 |
80.725 |
79.325 |
79.875 |
-0.175 |
1,458 |
2,047 |
+74 |
| Apr10 |
100114 |
80.850 |
81.150 |
80.000 |
80.475 |
-0.125 |
61 |
268 |
-10 |
| May10 |
100114 |
81.100 |
81.100 |
81.100 |
81.100 |
-0.100 |
3 |
86 |
-1 |
| Jun10 |
100114 |
81.200 |
82.175 |
81.200 |
81.725 |
-0.075 |
7 |
23 |
+1 |
| Jul10 |
100114 |
82.325 |
82.325 |
82.325 |
82.325 |
-0.025 |
3 |
9 |
+0 |
| Aug10 |
100114 |
82.850 |
82.850 |
82.850 |
82.850 |
unch |
0 |
1 |
+0 |
| Sep10 |
100114 |
83.350 |
83.350 |
83.350 |
83.350 |
unch |
0 |
1 |
+0 |
| Oct10 |
100114 |
83.850 |
83.850 |
83.850 |
83.850 |
+0.025 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
16,817 |
6,603 |
-234 |
| Heating Oil(NYM) |
| Feb10 |
100114 |
209.85 |
210.91 |
206.49 |
208.29 |
-1.17 |
61,810 |
72,003 |
-7,243 |
| Mar10 |
100114 |
210.76 |
211.80 |
207.60 |
209.21 |
-1.28 |
34,957 |
72,340 |
+857 |
| Apr10 |
100114 |
211.48 |
212.15 |
208.27 |
209.76 |
-1.16 |
16,615 |
34,733 |
-529 |
| May10 |
100114 |
212.31 |
212.69 |
209.40 |
210.58 |
-0.93 |
10,481 |
20,753 |
-357 |
| Jun10 |
100114 |
212.92 |
213.55 |
210.21 |
211.63 |
-0.72 |
10,690 |
37,988 |
-386 |
| Jul10 |
100114 |
214.02 |
214.36 |
212.15 |
213.36 |
-0.63 |
1,771 |
11,446 |
+233 |
| Aug10 |
100114 |
215.24 |
215.60 |
213.98 |
215.26 |
-0.58 |
876 |
5,060 |
-88 |
| Sep10 |
100114 |
217.90 |
218.50 |
216.50 |
217.52 |
-0.57 |
1,939 |
8,441 |
+214 |
| Oct10 |
100114 |
219.80 |
220.66 |
219.80 |
220.09 |
-0.50 |
1,170 |
8,461 |
+415 |
| Nov10 |
100114 |
222.50 |
223.00 |
222.42 |
222.69 |
-0.40 |
1,023 |
6,499 |
-405 |
| Dec10 |
100114 |
226.62 |
226.62 |
223.90 |
225.27 |
-0.32 |
3,538 |
18,058 |
+35 |
| Jan11 |
100114 |
227.72 |
227.72 |
227.72 |
227.72 |
-0.25 |
738 |
9,263 |
+387 |
| Total Volume and Open Interest |
147,597 |
326,399 |
-6,009 |
| Gasoline(NYMEX) |
| Feb10 |
100114 |
206.10 |
208.15 |
205.15 |
207.38 |
+1.36 |
55,306 |
68,844 |
-6,606 |
| Mar10 |
100114 |
208.08 |
209.55 |
206.60 |
208.63 |
+1.09 |
32,100 |
67,775 |
+2,993 |
| Apr10 |
100114 |
218.34 |
219.56 |
216.95 |
218.37 |
+0.65 |
16,945 |
39,088 |
+1,563 |
| May10 |
100114 |
220.11 |
220.47 |
217.97 |
219.27 |
+0.47 |
7,318 |
19,227 |
+645 |
| Jun10 |
100114 |
219.66 |
221.11 |
218.76 |
219.81 |
+0.40 |
8,805 |
20,603 |
+1,327 |
| Jul10 |
100114 |
220.00 |
220.22 |
219.20 |
219.72 |
+0.34 |
4,090 |
11,606 |
+1,701 |
| Aug10 |
100114 |
218.88 |
220.14 |
218.88 |
219.26 |
+0.26 |
1,158 |
6,116 |
+47 |
| Sep10 |
100114 |
219.24 |
219.54 |
218.30 |
218.38 |
+0.13 |
3,145 |
8,451 |
+1,299 |
| Oct10 |
100114 |
208.90 |
209.86 |
208.76 |
208.76 |
+0.04 |
659 |
3,135 |
+39 |
| Nov10 |
100114 |
208.08 |
208.50 |
208.08 |
208.16 |
unch |
572 |
9,373 |
+42 |
| Total Volume and Open Interest |
132,174 |
269,430 |
+3,851 |
| e-miNY RBOB Gasoline(NYM) |
| Feb10 |
100114 |
207.40 |
207.40 |
207.38 |
207.40 |
+1.40 |
0 |
13 |
+0 |
| Mar10 |
100114 |
208.60 |
208.63 |
208.60 |
208.60 |
+1.10 |
|
|
|
| Apr10 |
100114 |
218.40 |
218.40 |
218.37 |
218.40 |
+0.70 |
|
|
|
| May10 |
100114 |
219.30 |
219.30 |
219.27 |
219.30 |
+0.50 |
|
|
|
| Total Volume and Open Interest |
0 |
13 |
+0 |
| Natural Gas(NYM) |
| Feb10 |
100114 |
5.754 |
5.804 |
5.483 |
5.588 |
-0.145 |
158,387 |
91,578 |
-12,606 |
| Mar10 |
100114 |
5.721 |
5.769 |
5.458 |
5.570 |
-0.134 |
91,159 |
166,073 |
+8,851 |
| Apr10 |
100114 |
5.667 |
5.720 |
5.435 |
5.540 |
-0.128 |
33,893 |
80,574 |
+1,459 |
| May10 |
100114 |
5.698 |
5.752 |
5.490 |
5.592 |
-0.118 |
18,693 |
56,856 |
+774 |
| Jun10 |
100114 |
5.757 |
5.830 |
5.560 |
5.665 |
-0.113 |
6,461 |
24,159 |
-5 |
| Jul10 |
100114 |
5.864 |
5.900 |
5.647 |
5.749 |
-0.107 |
6,638 |
24,243 |
+405 |
| Aug10 |
100114 |
5.908 |
5.960 |
5.711 |
5.815 |
-0.104 |
1,814 |
32,477 |
-183 |
| Sep10 |
100114 |
5.915 |
5.990 |
5.739 |
5.842 |
-0.105 |
1,817 |
21,625 |
-46 |
| Oct10 |
100114 |
6.049 |
6.078 |
5.840 |
5.942 |
-0.105 |
9,331 |
47,717 |
+117 |
| Nov10 |
100114 |
6.345 |
6.367 |
6.170 |
6.262 |
-0.085 |
1,621 |
12,146 |
+265 |
| Dec10 |
100114 |
6.674 |
6.720 |
6.522 |
6.607 |
-0.080 |
2,162 |
21,902 |
-369 |
| Jan11 |
100114 |
6.894 |
6.908 |
6.725 |
6.822 |
-0.080 |
3,883 |
26,023 |
+330 |
| Feb11 |
100114 |
6.868 |
6.868 |
6.701 |
6.782 |
-0.080 |
224 |
8,405 |
+89 |
| Mar11 |
100114 |
6.663 |
6.663 |
6.490 |
6.597 |
-0.075 |
1,768 |
21,992 |
-226 |
| Apr11 |
100114 |
6.130 |
6.130 |
5.997 |
6.082 |
-0.035 |
1,067 |
18,765 |
-124 |
| May11 |
100114 |
6.075 |
6.075 |
5.980 |
6.047 |
-0.035 |
92 |
9,677 |
+27 |
| Total Volume and Open Interest |
340,547 |
759,022 |
-1,137 |
| Brent Crude Oil(ICE) |
| Feb10 |
100114 |
78.55 |
78.98 |
77.49 |
77.82 |
-0.49 |
102,405 |
30,437 |
-32,249 |
| Mar10 |
100114 |
79.09 |
79.45 |
77.92 |
78.57 |
-0.25 |
202,802 |
267,619 |
+11,536 |
| Apr10 |
100114 |
79.69 |
80.06 |
78.56 |
79.22 |
-0.21 |
63,872 |
115,756 |
+7,616 |
| May10 |
100114 |
80.22 |
80.67 |
79.32 |
79.88 |
-0.19 |
20,648 |
45,385 |
+950 |
| Jun10 |
100114 |
81.04 |
81.34 |
79.99 |
80.55 |
-0.17 |
18,702 |
66,544 |
+806 |
| Jul10 |
100114 |
81.66 |
81.94 |
80.61 |
81.17 |
-0.16 |
3,997 |
18,172 |
-204 |
| Aug10 |
100114 |
82.45 |
82.52 |
81.20 |
81.77 |
-0.14 |
1,858 |
17,218 |
+71 |
| Sep10 |
100114 |
82.68 |
83.04 |
81.74 |
82.30 |
-0.14 |
1,432 |
10,730 |
+147 |
| Oct10 |
100114 |
83.29 |
83.55 |
82.28 |
82.83 |
-0.12 |
1,005 |
14,227 |
+63 |
| Nov10 |
100114 |
83.40 |
83.40 |
83.36 |
83.36 |
-0.09 |
1,119 |
12,517 |
+204 |
| Dec10 |
100114 |
84.34 |
84.55 |
83.38 |
83.92 |
-0.06 |
10,590 |
77,066 |
+864 |
| Jan11 |
100114 |
84.40 |
84.40 |
84.40 |
84.40 |
-0.04 |
764 |
9,635 |
+299 |
| Feb11 |
100114 |
84.84 |
84.84 |
84.84 |
84.84 |
-0.05 |
255 |
4,630 |
-12 |
| Mar11 |
100114 |
85.26 |
85.26 |
85.26 |
85.26 |
-0.05 |
121 |
4,633 |
+6 |
| Total Volume and Open Interest |
432,417 |
796,928 |
-10,121 |
| Gas Oil(ICE) |
| Feb10 |
100114 |
640.00 |
644.00 |
632.00 |
636.25 |
+0.25 |
108,498 |
134,833 |
-8,235 |
| Mar10 |
100114 |
649.25 |
650.75 |
639.00 |
643.25 |
+0.50 |
90,830 |
98,455 |
+15,463 |
| Apr10 |
100114 |
654.75 |
656.00 |
644.75 |
649.25 |
+0.75 |
27,940 |
46,593 |
+3,801 |
| May10 |
100114 |
660.25 |
661.25 |
655.00 |
655.25 |
+1.25 |
8,902 |
28,248 |
-292 |
| Jun10 |
100114 |
666.25 |
667.25 |
658.00 |
661.50 |
+2.00 |
11,784 |
41,877 |
+118 |
| Jul10 |
100114 |
672.50 |
672.50 |
667.25 |
668.00 |
+2.25 |
5,269 |
20,153 |
-33 |
| Aug10 |
100114 |
678.75 |
679.50 |
673.00 |
674.25 |
+2.25 |
2,260 |
21,122 |
+504 |
| Sep10 |
100114 |
684.75 |
685.50 |
676.50 |
680.50 |
+2.50 |
1,960 |
20,428 |
+362 |
| Oct10 |
100114 |
685.75 |
688.00 |
685.75 |
686.25 |
+2.50 |
592 |
11,845 |
-128 |
| Nov10 |
100114 |
695.25 |
695.25 |
687.25 |
691.00 |
+2.75 |
745 |
9,478 |
-76 |
| Total Volume and Open Interest |
267,741 |
556,437 |
+12,838 |
| Ethanol(CBOT) |
| Jan10 |
100106 |
1.949 |
1.958 |
1.941 |
1.957 |
+0.010 |
21 |
369 |
-4 |
| Feb10 |
100114 |
1.799 |
1.805 |
1.795 |
1.799 |
+0.001 |
94 |
940 |
-23 |
| Mar10 |
100114 |
1.799 |
1.805 |
1.764 |
1.804 |
+0.008 |
78 |
984 |
+8 |
| Apr10 |
100114 |
1.794 |
1.807 |
1.794 |
1.807 |
+0.008 |
35 |
1,209 |
+8 |
| May10 |
100114 |
1.810 |
1.810 |
1.810 |
1.810 |
unch |
6 |
434 |
+6 |
| Jun10 |
100114 |
1.805 |
1.810 |
1.805 |
1.810 |
-0.003 |
6 |
360 |
+1 |
| Jul10 |
100114 |
1.810 |
1.810 |
1.810 |
1.810 |
-0.006 |
11 |
590 |
+1 |
| Aug10 |
100114 |
1.790 |
1.790 |
1.786 |
1.787 |
+0.001 |
189 |
420 |
-140 |
| Total Volume and Open Interest |
1,274 |
6,586 |
-815 |
| US Dollar Index(ICE) |
| Mar10 |
100114 |
76.920 |
77.175 |
76.810 |
76.885 |
-0.105 |
15,797 |
46,540 |
-737 |
| Jun10 |
100114 |
77.170 |
77.185 |
77.170 |
77.185 |
-0.125 |
7 |
4,953 |
+4 |
| Sep10 |
100114 |
77.185 |
77.185 |
77.185 |
77.185 |
-0.125 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
15,804 |
51,494 |
-733 |
| Australian Dollar(CME) |
| Mar10 |
100114 |
91.78 |
92.75 |
91.61 |
92.59 |
+0.82 |
80,505 |
123,324 |
+814 |
| Jun10 |
100114 |
90.66 |
91.65 |
90.66 |
91.61 |
+0.80 |
44 |
4,416 |
-26 |
| Sep10 |
100114 |
90.60 |
90.60 |
89.81 |
90.59 |
+0.78 |
0 |
18 |
+0 |
| Total Volume and Open Interest |
80,549 |
127,758 |
+788 |
| British Pound(CME) |
| Mar10 |
100114 |
162.65 |
163.41 |
162.44 |
163.24 |
+0.49 |
124,037 |
79,738 |
-8,570 |
| Jun10 |
100114 |
162.77 |
163.29 |
162.35 |
163.15 |
+0.49 |
268 |
780 |
+23 |
| Sep10 |
100114 |
163.06 |
163.06 |
162.41 |
163.06 |
+0.48 |
30 |
79 |
+0 |
| Total Volume and Open Interest |
124,335 |
80,600 |
-8,547 |
| Canadian Dollar(CME) |
| Mar10 |
100114 |
96.99 |
97.80 |
96.88 |
97.77 |
+0.74 |
75,601 |
118,302 |
+3,664 |
| Jun10 |
100114 |
97.05 |
97.76 |
96.87 |
97.76 |
+0.74 |
150 |
1,502 |
+33 |
| Sep10 |
100114 |
97.03 |
97.73 |
96.99 |
97.72 |
+0.73 |
3 |
649 |
+1 |
| Dec10 |
100114 |
97.14 |
97.63 |
96.90 |
97.63 |
+0.73 |
9 |
499 |
+1 |
| Total Volume and Open Interest |
75,763 |
121,009 |
+3,699 |
| Japanese Yen(CME) |
| Mar10 |
100114 |
109.48 |
110.11 |
108.67 |
109.94 |
+0.55 |
99,897 |
118,972 |
-786 |
| Jun10 |
100114 |
109.02 |
110.17 |
108.76 |
110.00 |
+0.55 |
75 |
557 |
-28 |
| Sep10 |
100114 |
110.11 |
110.11 |
109.21 |
110.11 |
+0.55 |
5 |
196 |
-5 |
| Total Volume and Open Interest |
99,977 |
119,749 |
-819 |
| Swiss Franc(CME) |
| Mar10 |
100114 |
98.18 |
98.46 |
97.74 |
98.24 |
unch |
41,097 |
37,596 |
-455 |
| Jun10 |
100114 |
98.30 |
98.42 |
97.98 |
98.31 |
+0.01 |
26 |
145 |
+0 |
| Sep10 |
100114 |
98.28 |
98.39 |
98.28 |
98.39 |
unch |
1 |
7 |
+1 |
| Total Volume and Open Interest |
41,124 |
37,750 |
-454 |
| EuroFX(CME) |
| Mar10 |
100114 |
145.00 |
145.55 |
144.43 |
145.01 |
-0.10 |
271,150 |
163,878 |
+4,646 |
| Jun10 |
100114 |
145.35 |
145.48 |
144.41 |
144.97 |
-0.09 |
289 |
1,384 |
+5 |
| Sep10 |
100114 |
144.89 |
145.12 |
144.56 |
144.89 |
-0.08 |
1 |
661 |
+1 |
| Total Volume and Open Interest |
271,440 |
165,939 |
+4,652 |
| Mexican Peso(CME) |
| Jan10 |
100114 |
788.2 |
788.2 |
787.0 |
788.2 |
+1.2 |
|
|
|
| Feb10 |
100114 |
785.2 |
785.2 |
784.0 |
785.2 |
+1.2 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
12,641 |
105,771 |
+1,109 |
| 30-Year T-Bonds(CBOT) |
| Mar10 |
100114 |
115~270 |
117~030 |
115~240 |
116~250 |
+0~270 |
234,650 |
653,606 |
-3,341 |
| Jun10 |
100114 |
114~110 |
115~270 |
114~110 |
115~100 |
+0~270 |
247 |
769 |
+75 |
| Sep10 |
100114 |
113~220 |
113~300 |
113~030 |
113~300 |
+0~270 |
2 |
4 |
+2 |
| Total Volume and Open Interest |
234,899 |
654,379 |
-3,264 |
| 10-Year T-Notes(CBOT) |
| Mar10 |
100114 |
116~100 |
116~300 |
116~085 |
116~240 |
+0~115 |
937,304 |
1,259,503 |
+7,728 |
| Jun10 |
100114 |
114~045 |
115~080 |
114~045 |
115~065 |
+0~135 |
629 |
1,490 |
+262 |
| Sep10 |
100114 |
113~210 |
113~210 |
113~055 |
113~210 |
+0~155 |
|
|
|
| Total Volume and Open Interest |
937,933 |
1,260,993 |
+7,990 |
| 5-Year T-Notes(CBOT) |
| Mar10 |
100114 |
115~016 |
115~069 |
115~012 |
115~055 |
+0~033 |
365,944 |
793,058 |
+10,527 |
| Jun10 |
100114 |
114~011 |
114~011 |
113~106 |
114~011 |
+0~033 |
75 |
63 |
+59 |
| Sep10 |
100114 |
112~095 |
112~095 |
112~062 |
112~095 |
+0~033 |
|
|
|
| Total Volume and Open Interest |
366,019 |
793,121 |
+10,586 |
| 2 Year T-Notes(CBOT) |
| Mar10 |
100114 |
108~071 |
108~085 |
108~069 |
108~082 |
+0~011 |
199,244 |
865,451 |
-5,907 |
| Jun10 |
100114 |
108~006 |
108~008 |
107~125 |
108~008 |
+0~011 |
165 |
9,802 |
+161 |
| Sep10 |
100114 |
107~062 |
107~062 |
107~051 |
107~062 |
+0~011 |
|
|
|
| Total Volume and Open Interest |
199,409 |
875,253 |
-5,746 |
| Eurodollars(CME) |
| Mar10 |
100114 |
99.700 |
99.715 |
99.700 |
99.710 |
+0.005 |
151,045 |
1,190,033 |
+31,558 |
| Jun10 |
100114 |
99.520 |
99.565 |
99.520 |
99.560 |
+0.035 |
202,274 |
920,855 |
+4,904 |
| Sep10 |
100114 |
99.200 |
99.270 |
99.200 |
99.260 |
+0.050 |
247,224 |
807,109 |
+18,911 |
| Dec10 |
100114 |
98.795 |
98.885 |
98.795 |
98.870 |
+0.060 |
266,770 |
782,734 |
+4,157 |
| Mar11 |
100114 |
98.395 |
98.495 |
98.395 |
98.475 |
+0.065 |
286,769 |
559,949 |
-201 |
| Jun11 |
100114 |
98.005 |
98.115 |
98.005 |
98.090 |
+0.070 |
188,486 |
583,404 |
+2,772 |
| Sep11 |
100114 |
97.650 |
97.760 |
97.645 |
97.730 |
+0.070 |
140,192 |
485,657 |
+457 |
| Dec11 |
100114 |
97.325 |
97.420 |
97.305 |
97.390 |
+0.070 |
108,365 |
306,875 |
-298 |
| Mar12 |
100114 |
97.025 |
97.125 |
97.010 |
97.090 |
+0.070 |
70,298 |
248,764 |
+2,731 |
| Jun12 |
100114 |
96.740 |
96.835 |
96.720 |
96.800 |
+0.070 |
61,623 |
212,546 |
+2,681 |
| Sep12 |
100114 |
96.475 |
96.575 |
96.460 |
96.540 |
+0.070 |
46,128 |
119,204 |
-54 |
| Dec12 |
100114 |
96.230 |
96.325 |
96.205 |
96.285 |
+0.070 |
43,347 |
100,767 |
-323 |
| Mar13 |
100114 |
96.020 |
96.125 |
96.010 |
96.090 |
+0.070 |
15,760 |
68,258 |
+116 |
| Jun13 |
100114 |
95.845 |
95.935 |
95.840 |
95.900 |
+0.065 |
10,232 |
60,716 |
-104 |
| Sep13 |
100114 |
95.670 |
95.760 |
95.670 |
95.720 |
+0.060 |
7,063 |
50,321 |
+630 |
| Dec13 |
100114 |
95.490 |
95.580 |
95.490 |
95.540 |
+0.060 |
5,040 |
35,184 |
-270 |
| Mar14 |
100114 |
95.355 |
95.445 |
95.350 |
95.405 |
+0.060 |
5,192 |
34,605 |
+844 |
| Jun14 |
100114 |
95.235 |
95.310 |
95.225 |
95.270 |
+0.055 |
2,445 |
28,112 |
+190 |
| Total Volume and Open Interest |
1,879,943 |
6,861,027 |
+74,677 |
| 30 Day Federal Funds(CBOT) |
| Jan10 |
100114 |
99.887 |
99.890 |
99.885 |
99.887 |
+0.002 |
1,443 |
72,992 |
+87 |
| Feb10 |
100114 |
99.865 |
99.870 |
99.865 |
99.865 |
unch |
7,066 |
93,698 |
-271 |
| Mar10 |
100114 |
99.850 |
99.855 |
99.845 |
99.850 |
unch |
12,226 |
58,504 |
+1,778 |
| Apr10 |
100114 |
99.825 |
99.840 |
99.825 |
99.835 |
+0.010 |
7,519 |
67,390 |
+759 |
| May10 |
100114 |
99.795 |
99.815 |
99.790 |
99.805 |
+0.015 |
6,311 |
61,439 |
+1,853 |
| Jun10 |
100114 |
99.775 |
99.795 |
99.765 |
99.785 |
+0.020 |
6,204 |
38,931 |
-780 |
| Total Volume and Open Interest |
62,091 |
533,742 |
+6,566 |
| 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 |
100114 |
99.580 |
99.585 |
99.580 |
99.580 |
-0.010 |
0 |
683 |
+0 |
| Jun10 |
100114 |
99.620 |
99.620 |
99.620 |
99.620 |
-0.010 |
0 |
80 |
+0 |
| Sep10 |
100114 |
99.640 |
99.640 |
99.640 |
99.640 |
-0.010 |
0 |
230 |
+0 |
| Dec10 |
100114 |
99.625 |
99.630 |
99.625 |
99.625 |
-0.010 |
0 |
242 |
+0 |
| Mar11 |
100114 |
99.545 |
99.545 |
99.545 |
99.545 |
-0.005 |
|
|
|
| Jun11 |
100114 |
99.520 |
99.520 |
99.520 |
99.520 |
-0.005 |
|
|
|
| Sep11 |
100114 |
99.520 |
99.520 |
99.520 |
99.520 |
-0.005 |
|
|
|
| Dec11 |
100114 |
99.325 |
99.325 |
99.325 |
99.325 |
-0.005 |
|
|
|
| Mar12 |
100114 |
99.290 |
99.290 |
99.290 |
99.290 |
-0.005 |
|
|
|
| Jun12 |
100114 |
99.340 |
99.340 |
99.340 |
99.340 |
-0.005 |
|
|
|
| Total Volume and Open Interest |
0 |
1,235 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Mar10 |
100114 |
99.58 |
99.58 |
99.58 |
99.58 |
0.00 |
423 |
4,385 |
+67 |
| Jun10 |
100114 |
99.62 |
99.62 |
99.62 |
99.62 |
0.00 |
0 |
1,709 |
+0 |
| Sep10 |
100114 |
99.64 |
99.64 |
99.64 |
99.64 |
0.00 |
0 |
1,666 |
+0 |
| Dec10 |
100114 |
99.62 |
99.62 |
99.62 |
99.62 |
0.00 |
0 |
1,281 |
+0 |
| Mar11 |
100114 |
99.54 |
99.54 |
99.54 |
99.54 |
-0.01 |
0 |
662 |
+0 |
| Jun11 |
100114 |
99.52 |
99.52 |
99.52 |
99.52 |
-0.01 |
0 |
52 |
+0 |
| Sep11 |
100114 |
99.52 |
99.52 |
99.52 |
99.52 |
-0.01 |
0 |
51 |
+0 |
| Dec11 |
100114 |
99.32 |
99.32 |
99.32 |
99.32 |
-0.01 |
0 |
101 |
+0 |
| Total Volume and Open Interest |
423 |
11,278 |
+67 |
| Japanese Gov't Bonds(SGX) |
| Mar10 |
100114 |
138.97 |
139.06 |
138.84 |
138.95 |
+0.02 |
1,276 |
15,965 |
-246 |
| Jun10 |
100114 |
138.95 |
138.95 |
138.95 |
138.95 |
+0.02 |
|
|
|
| Sep10 |
100114 |
138.95 |
138.95 |
138.95 |
138.95 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
1,276 |
15,965 |
-246 |
| Euro-Bund(EUREX) |
| Mar10 |
100114 |
121.95 |
122.39 |
121.88 |
122.24 |
+0.04 |
779,856 |
872,069 |
+10,551 |
| Jun10 |
100114 |
120.56 |
120.91 |
120.56 |
120.81 |
+0.04 |
264 |
258 |
+176 |
| Sep10 |
100114 |
120.44 |
120.44 |
120.44 |
120.44 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
780,120 |
872,327 |
+10,727 |
| Euro-Bobl(EUREX) |
| Mar10 |
100114 |
116.30 |
116.59 |
116.24 |
116.53 |
+0.11 |
510,603 |
690,602 |
-9,849 |
| Jun10 |
100114 |
115.10 |
115.12 |
114.96 |
115.11 |
+0.10 |
6 |
2 |
+0 |
| Sep10 |
100114 |
114.83 |
114.83 |
114.83 |
114.83 |
+0.11 |
|
|
|
| Total Volume and Open Interest |
510,609 |
690,604 |
-9,849 |
| 3-Mth Euribor(EUREX) |
| Mar10 |
100114 |
99.300 |
99.320 |
99.295 |
99.320 |
+0.015 |
72 |
14,352 |
+43 |
| Jun10 |
100114 |
99.015 |
99.065 |
99.015 |
99.065 |
+0.025 |
338 |
7,464 |
+311 |
| Sep10 |
100114 |
98.700 |
98.755 |
98.700 |
98.755 |
+0.030 |
25 |
2,480 |
+25 |
| Total Volume and Open Interest |
638 |
27,923 |
+458 |
| Long Gilt(LIFFE) |
| Mar10 |
100114 |
114~21 |
115~04 |
114~20 |
114~25 |
-0~08 |
81,990 |
233,019 |
+204 |
| Jun10 |
100114 |
113~12 |
113~12 |
113~12 |
113~12 |
-0~08 |
|
|
|
| Total Volume and Open Interest |
81,990 |
233,019 |
+204 |
| 3-Mth Short Sterling(LIFFE) |
| Mar10 |
100114 |
99.35 |
99.37 |
99.35 |
99.37 |
+0.01 |
28,213 |
334,368 |
+1,126 |
| Jun10 |
100114 |
99.17 |
99.20 |
99.16 |
99.18 |
+0.01 |
68,431 |
376,155 |
+1,664 |
| Sep10 |
100114 |
98.79 |
98.84 |
98.78 |
98.80 |
-0.01 |
88,158 |
358,167 |
+6,149 |
| Dec10 |
100114 |
98.33 |
98.37 |
98.30 |
98.32 |
-0.02 |
123,377 |
312,111 |
+6,724 |
| Mar11 |
100114 |
97.88 |
97.93 |
97.86 |
97.88 |
-0.02 |
98,859 |
310,797 |
+10,476 |
| Jun11 |
100114 |
97.47 |
97.51 |
97.44 |
97.46 |
-0.02 |
57,245 |
164,635 |
-4,087 |
| Total Volume and Open Interest |
574,108 |
2,229,673 |
+18,055 |
| 3-Mth Euribor(LIFFE) |
| Mar10 |
100114 |
99.305 |
99.325 |
99.290 |
99.320 |
+0.015 |
87,009 |
741,127 |
-6,260 |
| Jun10 |
100114 |
99.025 |
99.075 |
99.010 |
99.065 |
+0.025 |
144,072 |
734,767 |
+8,066 |
| Sep10 |
100114 |
98.700 |
98.770 |
98.680 |
98.755 |
+0.030 |
133,068 |
594,598 |
+6,407 |
| Total Volume and Open Interest |
864,403 |
3,644,762 |
+8,790 |
| 3-Mth Aus T-Bills(SFE) |
| Mar10 |
100114 |
95.51 |
95.53 |
95.45 |
95.46 |
-0.06 |
38,856 |
279,049 |
+13,706 |
| Jun10 |
100114 |
95.15 |
95.18 |
95.06 |
95.09 |
-0.06 |
33,256 |
191,132 |
+7,729 |
| Sep10 |
100114 |
94.90 |
94.92 |
94.78 |
94.81 |
-0.09 |
11,693 |
99,509 |
+1,854 |
| Dec10 |
100114 |
94.70 |
94.72 |
94.58 |
94.60 |
-0.10 |
5,238 |
80,243 |
+433 |
| Mar11 |
100114 |
94.51 |
94.53 |
94.39 |
94.42 |
-0.10 |
995 |
29,427 |
+180 |
| Jun11 |
100114 |
94.37 |
94.38 |
94.26 |
94.26 |
-0.11 |
431 |
24,131 |
-589 |
| Sep11 |
100114 |
94.22 |
94.24 |
94.14 |
94.14 |
-0.10 |
628 |
16,494 |
-259 |
| Dec11 |
100114 |
94.08 |
94.08 |
94.05 |
94.05 |
-0.10 |
180 |
8,754 |
+152 |
| Mar12 |
100114 |
94.00 |
94.00 |
94.00 |
94.00 |
-0.10 |
0 |
3,089 |
+0 |
| Jun12 |
100114 |
93.97 |
93.97 |
93.97 |
93.97 |
-0.09 |
100 |
1,186 |
+0 |
| Total Volume and Open Interest |
91,497 |
733,992 |
+23,226 |
| 10-Year Aus T-Bonds(SFE) |
| Mar10 |
100114 |
94.40 |
94.41 |
94.31 |
94.33 |
-0.06 |
39,594 |
328,585 |
+1,945 |
| Jun10 |
100114 |
94.33 |
94.33 |
94.33 |
94.33 |
-0.06 |
|
|
|
| Total Volume and Open Interest |
39,594 |
328,585 |
+1,945 |
| 3-Year Aus T-Bonds(SFE) |
| Mar10 |
100114 |
94.91 |
94.92 |
94.77 |
94.79 |
-0.12 |
130,072 |
474,688 |
+20,472 |
| Jun10 |
100114 |
94.79 |
94.79 |
94.79 |
94.79 |
-0.12 |
|
|
|
| Total Volume and Open Interest |
130,072 |
474,688 |
+20,472 |
| Gold(CMX) |
| Feb10 |
100114 |
1137.9 |
1146.7 |
1130.7 |
1143.0 |
+6.2 |
217,628 |
269,547 |
-16,600 |
| Apr10 |
100114 |
1138.3 |
1148.0 |
1132.0 |
1144.3 |
+6.1 |
27,197 |
102,170 |
+11,124 |
| Jun10 |
100114 |
1140.0 |
1148.1 |
1134.3 |
1145.3 |
+6.1 |
6,225 |
43,753 |
+1,187 |
| Aug10 |
100114 |
1148.3 |
1148.5 |
1134.2 |
1146.2 |
+6.0 |
1,087 |
20,453 |
+585 |
| Oct10 |
100114 |
1146.5 |
1147.1 |
1146.5 |
1147.1 |
+5.9 |
1,464 |
6,497 |
+735 |
| Dec10 |
100114 |
1147.4 |
1151.8 |
1137.1 |
1148.5 |
+5.8 |
1,252 |
26,945 |
+480 |
| Feb11 |
100114 |
1140.0 |
1150.5 |
1140.0 |
1150.5 |
+5.7 |
448 |
6,848 |
+200 |
| Apr11 |
100114 |
1152.8 |
1152.8 |
1152.8 |
1152.8 |
+5.6 |
21 |
3,848 |
+0 |
| Jun11 |
100114 |
500.3 |
500.3 |
500.3 |
500.3 |
+5.4 |
8 |
7,415 |
+5 |
| Aug11 |
100114 |
1159.2 |
1159.2 |
1159.2 |
1159.2 |
+5.2 |
0 |
1,386 |
+0 |
| Oct11 |
100114 |
1163.1 |
1163.1 |
1163.1 |
1163.1 |
+5.0 |
0 |
1,160 |
+0 |
| Dec11 |
100114 |
1167.0 |
1167.8 |
1165.0 |
1167.3 |
+4.8 |
632 |
10,910 |
+365 |
| Total Volume and Open Interest |
256,969 |
521,750 |
-1,516 |
| Silver(CMX) |
| Mar10 |
100114 |
1861.5 |
1874.0 |
1845.5 |
1865.5 |
+10.5 |
31,945 |
80,206 |
+528 |
| May10 |
100114 |
1866.0 |
1876.0 |
1848.0 |
1867.8 |
+10.5 |
559 |
13,946 |
+93 |
| Jul10 |
100114 |
1857.0 |
1877.5 |
1854.0 |
1869.9 |
+10.5 |
432 |
8,898 |
+170 |
| Sep10 |
100114 |
1870.0 |
1871.8 |
1870.0 |
1871.8 |
+10.4 |
36 |
2,713 |
+0 |
| Dec10 |
100114 |
1877.0 |
1882.0 |
1857.5 |
1874.8 |
+10.4 |
636 |
11,260 |
+231 |
| Mar11 |
100114 |
1877.8 |
1877.8 |
1877.8 |
1877.8 |
+10.4 |
10 |
768 |
+6 |
| May11 |
100114 |
1880.0 |
1880.0 |
1880.0 |
1880.0 |
+10.2 |
2 |
206 |
+2 |
| Total Volume and Open Interest |
34,244 |
130,015 |
+1,340 |
| Platinum(NYMEX) |
| Jan10 |
100114 |
1605.9 |
1605.9 |
1600.1 |
1600.1 |
+29.9 |
17 |
33 |
-2 |
| Apr10 |
100114 |
1578.5 |
1615.0 |
1576.1 |
1604.8 |
+30.4 |
3,838 |
32,781 |
-500 |
| Jul10 |
100114 |
1586.8 |
1609.2 |
1586.7 |
1603.4 |
+29.0 |
13 |
1,154 |
+3 |
| Oct10 |
100114 |
1606.5 |
1606.5 |
1606.5 |
1606.5 |
+29.0 |
0 |
14 |
+0 |
| Total Volume and Open Interest |
3,874 |
34,001 |
-501 |
| Palladium(NYMEX) |
| Mar10 |
100114 |
425.05 |
446.45 |
425.00 |
443.05 |
+18.10 |
2,453 |
22,806 |
+95 |
| Jun10 |
100114 |
428.40 |
445.60 |
425.05 |
442.55 |
+17.35 |
41 |
713 |
+8 |
| Sep10 |
100114 |
437.00 |
442.55 |
437.00 |
442.55 |
+17.35 |
1 |
14 |
+1 |
| Total Volume and Open Interest |
2,495 |
23,541 |
+104 |
| Copper(CMX) |
| Mar10 |
100114 |
342.00 |
344.40 |
338.30 |
338.75 |
-1.25 |
30,956 |
103,150 |
-4,448 |
| May10 |
100114 |
344.00 |
345.10 |
339.45 |
339.80 |
-1.40 |
2,502 |
20,766 |
-222 |
| Jul10 |
100114 |
343.45 |
346.00 |
340.30 |
340.50 |
-1.50 |
1,070 |
10,114 |
+355 |
| Sep10 |
100114 |
340.60 |
340.60 |
340.60 |
340.60 |
-1.60 |
388 |
4,670 |
+113 |
| Dec10 |
100114 |
344.00 |
344.00 |
340.30 |
340.30 |
-1.65 |
140 |
4,013 |
+103 |
| Total Volume and Open Interest |
35,847 |
147,425 |
-3,896 |
| DJIA Index(CBOT) |
| Mar10 |
100114 |
10630 |
10672 |
10609 |
10663 |
+35 |
609 |
11,525 |
+212 |
| Jun10 |
100114 |
10560 |
10601 |
10560 |
10601 |
+35 |
0 |
11 |
+0 |
| Sep10 |
100114 |
10547 |
10547 |
10512 |
10547 |
+35 |
|
|
|
| Dec10 |
100114 |
10498 |
10498 |
10463 |
10498 |
+35 |
|
|
|
| Total Volume and Open Interest |
609 |
11,536 |
+212 |
| S & P 500(CME) |
| Mar10 |
100114 |
1141.40 |
1147.00 |
1138.40 |
1145.20 |
+3.60 |
15,030 |
324,661 |
+1,542 |
| Jun10 |
100114 |
1137.50 |
1141.70 |
1134.70 |
1140.30 |
+3.60 |
7 |
2,563 |
-6 |
| Sep10 |
100114 |
1135.70 |
1137.20 |
1130.20 |
1135.70 |
+3.50 |
0 |
447 |
+0 |
| Dec10 |
100114 |
1132.70 |
1134.20 |
1127.20 |
1132.70 |
+3.50 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
15,037 |
327,682 |
+1,536 |
| S & P 500 E-Mini(Globex) |
| Mar10 |
100114 |
1141.50 |
1147.00 |
1138.25 |
1145.25 |
+3.75 |
2,131,642 |
2,475,322 |
+36,286 |
| Jun10 |
100114 |
1138.00 |
1141.75 |
1133.75 |
1140.25 |
+3.50 |
1,187 |
5,389 |
+624 |
| Total Volume and Open Interest |
2,132,830 |
2,482,111 |
+36,910 |
| NASDAQ 100(CME) |
| Mar10 |
100114 |
1882.80 |
1890.00 |
1876.50 |
1888.30 |
+5.80 |
3,431 |
15,363 |
+1,554 |
| Jun10 |
100114 |
1885.50 |
1885.50 |
1884.80 |
1885.50 |
+5.70 |
50 |
625 |
-115 |
| Sep10 |
100114 |
1884.50 |
1884.50 |
1883.80 |
1884.50 |
+5.70 |
|
|
|
| Total Volume and Open Interest |
3,481 |
15,988 |
+1,439 |
| NASDAQ 100 E-Mini(Globex) |
| Mar10 |
100114 |
1882.30 |
1890.30 |
1876.00 |
1888.30 |
+5.80 |
315,109 |
331,168 |
+25,054 |
| Jun10 |
100114 |
1879.80 |
1887.30 |
1873.80 |
1885.50 |
+5.70 |
713 |
1,699 |
+622 |
| Total Volume and Open Interest |
315,822 |
332,869 |
+25,676 |
| S & P Midcap 400(CME) |
| Mar10 |
100114 |
746.50 |
752.50 |
746.50 |
751.70 |
+2.80 |
25 |
1,482 |
+2 |
| Jun10 |
100114 |
749.60 |
749.60 |
749.40 |
749.60 |
+2.80 |
|
|
|
| Sep10 |
100114 |
747.60 |
747.60 |
747.40 |
747.60 |
+2.80 |
|
|
|
| Total Volume and Open Interest |
25 |
1,482 |
+2 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Mar10 |
100114 |
10950 |
10975 |
10890 |
10960 |
+130 |
7,227 |
38,337 |
+83 |
| Jun10 |
100114 |
10960 |
10960 |
10920 |
10960 |
+130 |
|
|
|
| Total Volume and Open Interest |
7,227 |
38,337 |
+83 |
| Nikkei 225(SGX) |
| Mar10 |
100114 |
10700 |
10910 |
10680 |
10900 |
+185 |
139,521 |
181,568 |
-620 |
| Jun10 |
100114 |
10840 |
10845 |
10840 |
10845 |
+185 |
0 |
1,350 |
+10 |
| Sep10 |
100114 |
10850 |
10850 |
10850 |
10850 |
+185 |
0 |
55 |
+0 |
| Total Volume and Open Interest |
139,687 |
183,988 |
-610 |
| CAC 40(EURONEXT) |
| Jan10 |
100114 |
4028.0 |
4037.5 |
3993.0 |
4016.5 |
+14.5 |
252,109 |
372,016 |
+15,405 |
| Feb10 |
100114 |
4030.5 |
4039.0 |
3994.5 |
4017.5 |
+14.5 |
136,750 |
212,437 |
+98,464 |
| Mar10 |
100114 |
4029.5 |
4034.0 |
3995.0 |
4018.0 |
+14.0 |
19,258 |
74,518 |
+5,155 |
| Total Volume and Open Interest |
408,117 |
660,839 |
+119,024 |
| Hang Seng Index(HKFE) |
| Jan10 |
100114 |
21880 |
21995 |
21619 |
21664 |
-120 |
90,592 |
82,603 |
-573 |
| Feb10 |
100114 |
21879 |
21982 |
21617 |
21661 |
-111 |
881 |
1,860 |
-9 |
| Mar10 |
100114 |
21840 |
21917 |
21590 |
21590 |
-130 |
407 |
4,908 |
+63 |
| Total Volume and Open Interest |
92,037 |
90,149 |
-484 |
| DAX(EUREX) |
| Mar10 |
100114 |
6011.5 |
6016.5 |
5955.0 |
5990.0 |
+19.5 |
108,014 |
147,165 |
+4,836 |
| Jun10 |
100114 |
6025.0 |
6025.0 |
5969.0 |
5999.5 |
+19.5 |
571 |
8,721 |
+408 |
| Sep10 |
100114 |
6027.0 |
6027.0 |
6009.0 |
6009.0 |
+19.0 |
2 |
79 |
+0 |
| Total Volume and Open Interest |
108,587 |
155,965 |
+5,244 |
| FT-SE 100(EURONEXT) |
| Mar10 |
100114 |
5469.50 |
5478.00 |
5431.50 |
5452.00 |
+19.50 |
80,922 |
644,144 |
+4,551 |
| Jun10 |
100114 |
5406.50 |
5406.50 |
5402.50 |
5402.50 |
+19.50 |
0 |
2,178 |
+0 |
| Sep10 |
100114 |
5368.00 |
5368.00 |
5368.00 |
5368.00 |
+19.50 |
0 |
374 |
+0 |
| Total Volume and Open Interest |
80,922 |
647,146 |
+4,551 |
| SPI 200(SFE) |
| Mar10 |
100114 |
4846.0 |
4907.0 |
4826.0 |
4879.0 |
+27.0 |
20,561 |
192,271 |
-1,402 |
| Jun10 |
100114 |
4867.0 |
4915.0 |
4867.0 |
4900.0 |
+27.0 |
7 |
1,436 |
-138 |
| Sep10 |
100114 |
4900.0 |
4900.0 |
4900.0 |
4900.0 |
+27.0 |
216 |
2,038 |
+216 |
| Total Volume and Open Interest |
20,784 |
196,368 |
-1,324 |
| GSCI(CME) |
| Jan10 |
100114 |
525.00 |
527.00 |
522.50 |
524.60 |
-0.90 |
4,204 |
6,709 |
-3,618 |
| Feb10 |
100114 |
528.25 |
530.00 |
525.50 |
528.25 |
-0.75 |
4,218 |
13,244 |
+3,627 |
| Mar10 |
100114 |
532.50 |
534.00 |
529.50 |
532.50 |
-0.50 |
|
|
|
| Total Volume and Open Interest |
8,422 |
19,953 |
+9 |
| 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. |
|
|