|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue January 19, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Mar10 |
100119 |
974.00 |
984.00 |
962.50 |
963.50 |
-10.50 |
76,864 |
226,066 |
+864 |
| May10 |
100119 |
980.75 |
990.00 |
969.50 |
970.25 |
-10.00 |
21,084 |
65,580 |
+1,636 |
| Jul10 |
100119 |
984.50 |
994.50 |
974.00 |
975.25 |
-9.25 |
24,322 |
61,011 |
-641 |
| Aug10 |
100119 |
985.00 |
985.00 |
968.75 |
968.75 |
-9.25 |
119 |
2,063 |
+30 |
| Sep10 |
100119 |
962.00 |
962.00 |
950.00 |
951.00 |
-7.25 |
487 |
1,691 |
+172 |
| Nov10 |
100119 |
941.50 |
949.50 |
933.75 |
939.25 |
-3.00 |
19,708 |
80,557 |
+1,507 |
| Jan11 |
100119 |
951.50 |
955.50 |
944.25 |
949.00 |
-2.50 |
478 |
4,626 |
+201 |
| Total Volume and Open Interest |
144,027 |
447,876 |
+4,177 |
| Soybean Meal(CBOT) |
| Mar10 |
100119 |
292.00 |
294.20 |
289.60 |
290.90 |
-0.80 |
28,168 |
75,886 |
-1,519 |
| May10 |
100119 |
283.30 |
285.90 |
281.70 |
283.00 |
-0.90 |
11,397 |
34,077 |
-129 |
| Jul10 |
100119 |
281.60 |
284.90 |
279.90 |
281.20 |
-1.70 |
8,027 |
23,886 |
+136 |
| Aug10 |
100119 |
279.90 |
280.90 |
278.30 |
279.40 |
-1.70 |
508 |
6,428 |
+78 |
| Sep10 |
100119 |
277.30 |
277.90 |
275.10 |
276.40 |
-1.00 |
716 |
7,085 |
+150 |
| Oct10 |
100119 |
269.50 |
271.10 |
267.60 |
270.00 |
+0.40 |
1,962 |
4,004 |
+189 |
| Dec10 |
100119 |
267.10 |
268.70 |
265.00 |
267.90 |
+0.80 |
4,611 |
15,569 |
+406 |
| Jan11 |
100119 |
268.10 |
268.90 |
268.00 |
268.90 |
+0.80 |
54 |
839 |
+37 |
| Total Volume and Open Interest |
55,964 |
169,388 |
-379 |
| Soybean Oil(CBOT) |
| Mar10 |
100119 |
37.53 |
37.98 |
37.11 |
37.15 |
-0.38 |
42,064 |
125,058 |
-4,040 |
| May10 |
100119 |
37.96 |
38.38 |
37.54 |
37.57 |
-0.37 |
6,501 |
36,143 |
+1,430 |
| Jul10 |
100119 |
38.43 |
38.80 |
37.94 |
37.98 |
-0.37 |
10,908 |
27,819 |
+1,868 |
| Aug10 |
100119 |
38.48 |
38.50 |
38.13 |
38.14 |
-0.37 |
314 |
2,563 |
+72 |
| Sep10 |
100119 |
38.88 |
38.89 |
38.21 |
38.28 |
-0.36 |
1,153 |
3,979 |
+446 |
| Oct10 |
100119 |
38.83 |
39.00 |
38.30 |
38.37 |
-0.37 |
1,803 |
1,831 |
+448 |
| Dec10 |
100119 |
39.12 |
39.37 |
38.62 |
38.68 |
-0.37 |
2,666 |
18,050 |
+196 |
| Jan11 |
100119 |
39.13 |
39.30 |
38.98 |
38.98 |
-0.37 |
15 |
39 |
+7 |
| Total Volume and Open Interest |
65,424 |
215,584 |
+427 |
| Canola(WCE) |
| Jan10 |
100114 |
387.0 |
387.0 |
387.0 |
387.0 |
-6.2 |
|
|
|
| Mar10 |
100119 |
376.6 |
380.4 |
375.3 |
378.8 |
+2.2 |
7,508 |
84,669 |
+5,079 |
| May10 |
100119 |
385.4 |
387.4 |
382.7 |
386.0 |
+2.0 |
2,466 |
12,756 |
+2,146 |
| Jul10 |
100119 |
391.4 |
393.4 |
388.5 |
391.7 |
+1.9 |
351 |
8,895 |
+99 |
| Nov10 |
100119 |
396.9 |
401.2 |
395.5 |
399.3 |
+2.0 |
301 |
8,138 |
+100 |
| Total Volume and Open Interest |
10,626 |
114,937 |
+7,424 |
| Corn(CBOT) |
| Mar10 |
100119 |
371.50 |
375.25 |
367.75 |
369.25 |
-2.25 |
164,273 |
501,453 |
+3,715 |
| May10 |
100119 |
382.75 |
386.00 |
378.00 |
380.25 |
-2.25 |
21,769 |
155,532 |
+4,187 |
| Jul10 |
100119 |
391.25 |
395.00 |
387.75 |
389.50 |
-2.00 |
32,352 |
139,200 |
+2,093 |
| Sep10 |
100119 |
398.75 |
402.75 |
395.25 |
397.00 |
-2.00 |
5,492 |
44,875 |
-10 |
| Dec10 |
100119 |
405.75 |
409.50 |
402.25 |
404.00 |
-2.00 |
26,933 |
237,034 |
+4,387 |
| Mar11 |
100119 |
416.00 |
418.50 |
413.00 |
414.25 |
-2.00 |
746 |
18,113 |
+206 |
| Total Volume and Open Interest |
254,081 |
1,126,619 |
+15,375 |
| Wheat(CBOT) |
| Mar10 |
100119 |
511.00 |
515.25 |
496.00 |
500.50 |
-9.50 |
42,330 |
190,812 |
-34 |
| May10 |
100119 |
523.75 |
528.50 |
510.75 |
514.25 |
-9.25 |
8,218 |
50,114 |
+423 |
| Jul10 |
100119 |
534.75 |
539.00 |
519.25 |
526.50 |
-8.25 |
9,810 |
68,816 |
-947 |
| Sep10 |
100119 |
552.75 |
552.75 |
535.00 |
542.00 |
-7.75 |
2,769 |
18,843 |
+687 |
| Dec10 |
100119 |
575.00 |
578.00 |
562.00 |
566.25 |
-8.00 |
4,970 |
54,986 |
+191 |
| Total Volume and Open Interest |
70,186 |
392,275 |
+1,433 |
| Wheat(KCBT) |
| Mar10 |
100119 |
511.75 |
517.50 |
501.50 |
505.00 |
-7.00 |
10,269 |
56,307 |
-1,081 |
| May10 |
100119 |
524.00 |
528.75 |
513.00 |
516.50 |
-7.25 |
1,964 |
17,149 |
+971 |
| Jul10 |
100119 |
535.50 |
539.25 |
522.50 |
528.25 |
-7.75 |
2,884 |
30,954 |
+185 |
| Sep10 |
100119 |
547.00 |
547.00 |
537.50 |
539.50 |
-7.75 |
313 |
4,170 |
+89 |
| Dec10 |
100119 |
562.25 |
562.25 |
554.25 |
557.75 |
-7.75 |
2,922 |
39,466 |
+1,057 |
| Total Volume and Open Interest |
18,377 |
149,292 |
+1,226 |
| Wheat(MGE) |
| Mar10 |
100119 |
520.25 |
525.00 |
510.50 |
513.50 |
-7.00 |
4,215 |
17,299 |
+212 |
| May10 |
100119 |
534.75 |
536.75 |
522.75 |
524.75 |
-8.00 |
902 |
7,366 |
+115 |
| Jul10 |
100119 |
544.50 |
548.00 |
535.00 |
537.50 |
-7.50 |
1,469 |
10,691 |
+464 |
| Sep10 |
100119 |
556.00 |
556.00 |
546.00 |
549.00 |
-7.00 |
495 |
4,781 |
+259 |
| Dec10 |
100119 |
574.00 |
576.50 |
564.25 |
566.50 |
-6.50 |
691 |
6,529 |
-264 |
| Total Volume and Open Interest |
7,839 |
47,539 |
+813 |
| Oats(CBOT) |
| Mar10 |
100119 |
231.50 |
237.25 |
221.00 |
226.00 |
-5.00 |
1,848 |
8,675 |
+45 |
| May10 |
100119 |
240.00 |
244.75 |
231.50 |
234.50 |
-5.00 |
232 |
1,579 |
+170 |
| Jul10 |
100119 |
251.00 |
251.00 |
241.00 |
242.50 |
-5.00 |
170 |
867 |
-3 |
| Sep10 |
100119 |
255.50 |
255.50 |
251.00 |
251.00 |
-5.00 |
6 |
346 |
-5 |
| Total Volume and Open Interest |
2,329 |
12,195 |
+243 |
| Rough Rice(CBOT) |
| Jan10 |
100114 |
13.75 |
13.78 |
13.69 |
13.71 |
+0.02 |
3 |
10 |
-63 |
| Mar10 |
100119 |
13.99 |
14.14 |
13.70 |
13.92 |
-0.06 |
487 |
13,057 |
-46 |
| May10 |
100119 |
14.40 |
14.42 |
14.07 |
14.20 |
-0.05 |
83 |
692 |
+9 |
| Jul10 |
100119 |
14.45 |
14.47 |
14.45 |
14.47 |
-0.03 |
17 |
626 |
+6 |
| Total Volume and Open Interest |
727 |
16,082 |
+56 |
| Live Cattle(CME) |
| Feb10 |
100119 |
87.450 |
87.950 |
87.100 |
87.900 |
+0.550 |
22,263 |
65,661 |
-5,600 |
| Apr10 |
100119 |
90.500 |
91.230 |
90.385 |
91.180 |
+0.645 |
24,870 |
122,874 |
+4,631 |
| Jun10 |
100119 |
87.800 |
88.400 |
87.750 |
88.285 |
+0.355 |
10,260 |
62,910 |
+1,863 |
| Aug10 |
100119 |
87.350 |
87.950 |
87.300 |
87.930 |
+0.350 |
2,821 |
14,187 |
+1,622 |
| Oct10 |
100119 |
89.800 |
90.400 |
89.800 |
90.385 |
+0.285 |
560 |
11,606 |
+176 |
| Dec10 |
100119 |
90.430 |
90.850 |
90.300 |
90.850 |
+0.300 |
207 |
2,515 |
+39 |
| Total Volume and Open Interest |
61,060 |
281,344 |
+2,780 |
| Feeder Cattle(CME) |
| Jan10 |
100119 |
98.200 |
98.500 |
98.000 |
98.250 |
+0.270 |
352 |
3,093 |
-59 |
| Mar10 |
100119 |
98.785 |
99.700 |
98.750 |
99.680 |
+1.030 |
2,291 |
16,200 |
+578 |
| Apr10 |
100119 |
99.500 |
100.400 |
99.350 |
100.330 |
+0.850 |
402 |
4,439 |
+46 |
| May10 |
100119 |
100.000 |
100.700 |
99.930 |
100.600 |
+0.870 |
398 |
4,799 |
+150 |
| Aug10 |
100119 |
101.050 |
101.850 |
101.050 |
101.850 |
+0.700 |
148 |
2,111 |
+107 |
| Sep10 |
100119 |
101.000 |
101.700 |
101.000 |
101.700 |
+0.700 |
3 |
53 |
+2 |
| Oct10 |
100119 |
100.100 |
100.900 |
100.000 |
100.900 |
+0.800 |
2 |
58 |
+1 |
| Total Volume and Open Interest |
3,596 |
30,768 |
+825 |
| Lean Hogs(CME) |
| Feb10 |
100119 |
70.550 |
71.475 |
70.050 |
70.750 |
+0.775 |
18,934 |
35,533 |
-2,976 |
| Apr10 |
100119 |
73.750 |
74.300 |
73.535 |
74.035 |
+0.750 |
14,602 |
84,683 |
+1,290 |
| May10 |
100119 |
77.000 |
77.700 |
76.900 |
77.600 |
+0.625 |
307 |
4,510 |
+94 |
| Jun10 |
100119 |
80.900 |
81.500 |
80.700 |
81.450 |
+0.600 |
4,351 |
41,747 |
+872 |
| Jul10 |
100119 |
79.100 |
79.680 |
78.900 |
79.535 |
+0.535 |
963 |
14,429 |
+254 |
| Aug10 |
100119 |
78.000 |
78.850 |
77.800 |
78.680 |
+0.600 |
787 |
10,187 |
+428 |
| Oct10 |
100119 |
70.000 |
70.200 |
69.750 |
70.050 |
+0.100 |
1,111 |
4,993 |
+669 |
| Dec10 |
100119 |
68.000 |
68.000 |
67.500 |
67.750 |
unch |
798 |
2,731 |
+352 |
| Total Volume and Open Interest |
41,959 |
199,182 |
+1,080 |
| Pork Bellies(CME) |
| Feb10 |
100119 |
90.000 |
90.600 |
89.600 |
90.250 |
+0.650 |
51 |
207 |
+3 |
| Mar10 |
100119 |
89.000 |
90.600 |
89.000 |
89.000 |
unch |
7 |
96 |
+4 |
| May10 |
100119 |
91.400 |
92.750 |
91.400 |
92.750 |
unch |
3 |
132 |
+0 |
| Jul10 |
100119 |
93.500 |
94.500 |
93.500 |
93.500 |
unch |
13 |
44 |
+13 |
| Aug10 |
100119 |
88.000 |
88.000 |
88.000 |
88.000 |
unch |
0 |
15 |
+0 |
| Total Volume and Open Interest |
74 |
494 |
+20 |
| Class III Milk(CME) |
| Jan10 |
100119 |
14.40 |
14.45 |
14.40 |
14.45 |
+0.02 |
264 |
4,263 |
-39 |
| Feb10 |
100119 |
14.30 |
14.45 |
14.13 |
14.39 |
+0.14 |
624 |
4,209 |
-124 |
| Mar10 |
100119 |
14.74 |
14.94 |
14.51 |
14.76 |
+0.14 |
205 |
3,584 |
+72 |
| Apr10 |
100119 |
14.80 |
14.95 |
14.69 |
14.82 |
+0.07 |
236 |
2,644 |
+61 |
| May10 |
100119 |
15.29 |
15.39 |
15.05 |
15.18 |
unch |
131 |
2,146 |
+58 |
| Total Volume and Open Interest |
2,139 |
27,323 |
+460 |
| Cocoa(ICE) |
| Mar10 |
100119 |
3428 |
3473 |
3402 |
3461 |
+61 |
5,877 |
66,969 |
+215 |
| May10 |
100119 |
3436 |
3497 |
3429 |
3485 |
+60 |
2,108 |
33,156 |
+1,036 |
| Jul10 |
100119 |
3460 |
3500 |
3438 |
3488 |
+57 |
788 |
10,128 |
+166 |
| Sep10 |
100119 |
3460 |
3490 |
3440 |
3483 |
+49 |
247 |
6,690 |
+57 |
| Dec10 |
100119 |
3448 |
3481 |
3440 |
3473 |
+48 |
172 |
5,868 |
+129 |
| Mar11 |
100119 |
3461 |
3468 |
3461 |
3467 |
+46 |
34 |
8,123 |
+13 |
| May11 |
100119 |
3461 |
3469 |
3461 |
3469 |
+48 |
27 |
4,323 |
+20 |
| Total Volume and Open Interest |
9,253 |
137,534 |
+1,636 |
| Coffee "C"(ICE) |
| Mar10 |
100119 |
141.00 |
142.25 |
140.15 |
140.90 |
+0.15 |
12,437 |
76,159 |
-1,223 |
| May10 |
100119 |
143.50 |
144.00 |
142.00 |
142.65 |
+0.10 |
1,695 |
28,938 |
-110 |
| Jul10 |
100119 |
145.00 |
145.60 |
144.00 |
144.30 |
+0.15 |
477 |
9,420 |
+135 |
| Sep10 |
100119 |
146.15 |
146.80 |
145.30 |
145.65 |
+0.10 |
317 |
7,015 |
+1 |
| Dec10 |
100119 |
148.05 |
148.25 |
147.40 |
147.40 |
+0.10 |
242 |
6,999 |
-85 |
| Mar11 |
100119 |
149.40 |
149.45 |
148.95 |
148.95 |
+0.05 |
17 |
2,558 |
+17 |
| Total Volume and Open Interest |
15,190 |
131,562 |
-1,336 |
| Orange Juice(ICE) |
| Mar10 |
100119 |
131.00 |
133.90 |
129.00 |
133.35 |
+1.60 |
1,033 |
23,054 |
-250 |
| May10 |
100119 |
135.00 |
137.15 |
132.90 |
136.75 |
+1.60 |
77 |
6,487 |
+38 |
| Jul10 |
100119 |
137.75 |
140.40 |
136.55 |
140.10 |
+1.60 |
52 |
3,159 |
+31 |
| Sep10 |
100119 |
140.00 |
141.50 |
139.70 |
141.20 |
+1.35 |
31 |
922 |
+0 |
| Nov10 |
100119 |
141.00 |
141.00 |
141.00 |
141.00 |
+0.50 |
7 |
360 |
+0 |
| Jan11 |
100119 |
142.10 |
142.10 |
142.10 |
142.10 |
+0.75 |
1 |
562 |
+1 |
| Total Volume and Open Interest |
1,201 |
34,736 |
-180 |
| Sugar #11(ICE) |
| Mar10 |
100119 |
27.90 |
29.06 |
27.87 |
28.98 |
+1.36 |
28,137 |
297,207 |
-2,148 |
| May10 |
100119 |
26.76 |
27.60 |
26.60 |
27.52 |
+1.14 |
14,154 |
164,169 |
-341 |
| Jul10 |
100119 |
23.82 |
24.33 |
23.72 |
24.31 |
+0.71 |
6,584 |
146,070 |
+283 |
| Oct10 |
100119 |
21.74 |
22.00 |
21.61 |
22.00 |
+0.56 |
3,964 |
102,139 |
+938 |
| Mar11 |
100119 |
20.00 |
20.30 |
19.96 |
20.24 |
+0.54 |
2,199 |
51,500 |
+513 |
| Total Volume and Open Interest |
56,299 |
834,018 |
-631 |
| London Cocoa(LCE) |
| Mar11 |
100119 |
2231 |
2231 |
2231 |
2231 |
+29 |
0 |
9,002 |
+0 |
| Total Volume and Open Interest |
10,552 |
176,019 |
+78 |
| London Sugar(LCE) |
| Cotton(ICE) |
| Mar10 |
100119 |
72.20 |
72.64 |
71.53 |
71.64 |
-0.44 |
8,701 |
105,660 |
-3,187 |
| May10 |
100119 |
73.49 |
73.75 |
72.68 |
72.75 |
-0.44 |
1,819 |
28,616 |
-3 |
| Jul10 |
100119 |
74.57 |
74.76 |
73.76 |
73.84 |
-0.40 |
574 |
25,290 |
+48 |
| Oct10 |
100119 |
73.24 |
73.24 |
73.24 |
73.24 |
-0.35 |
0 |
159 |
+0 |
| Dec10 |
100119 |
74.00 |
74.00 |
73.22 |
73.32 |
-0.41 |
289 |
17,228 |
+151 |
| Mar11 |
100119 |
75.25 |
75.25 |
74.73 |
74.73 |
-0.41 |
0 |
337 |
+0 |
| Total Volume and Open Interest |
11,383 |
178,163 |
-2,991 |
| Lumber(CME) |
| Mar10 |
100119 |
252.0 |
256.3 |
247.1 |
253.8 |
+0.8 |
1,140 |
6,338 |
+25 |
| May10 |
100119 |
271.3 |
274.0 |
266.0 |
273.1 |
+0.6 |
441 |
2,402 |
+153 |
| Jul10 |
100119 |
273.3 |
277.8 |
271.0 |
277.6 |
+0.2 |
79 |
748 |
+48 |
| Sep10 |
100119 |
274.1 |
277.0 |
271.0 |
277.0 |
-1.4 |
1 |
343 |
+1 |
| Total Volume and Open Interest |
1,661 |
9,835 |
+2 |
| Crude Oil(NYM) |
| Feb10 |
100119 |
77.85 |
79.15 |
76.76 |
79.02 |
+1.02 |
200,555 |
68,799 |
-32,626 |
| Mar10 |
100119 |
78.21 |
79.47 |
77.06 |
79.32 |
+0.95 |
190,088 |
343,424 |
+4,404 |
| Apr10 |
100119 |
78.68 |
79.92 |
77.57 |
79.81 |
+0.84 |
49,443 |
117,013 |
+5,052 |
| May10 |
100119 |
79.30 |
80.43 |
78.19 |
80.40 |
+0.76 |
21,565 |
63,719 |
+2,184 |
| Jun10 |
100119 |
80.03 |
81.06 |
78.79 |
80.97 |
+0.69 |
29,508 |
121,825 |
+2,038 |
| Jul10 |
100119 |
80.05 |
81.53 |
79.30 |
81.53 |
+0.67 |
6,403 |
42,464 |
-956 |
| Aug10 |
100119 |
81.31 |
82.06 |
80.59 |
82.06 |
+0.69 |
2,338 |
16,987 |
-169 |
| Sep10 |
100119 |
80.79 |
82.56 |
80.79 |
82.56 |
+0.69 |
2,375 |
28,334 |
-334 |
| Oct10 |
100119 |
81.06 |
83.06 |
81.06 |
83.06 |
+0.68 |
1,039 |
19,532 |
-525 |
| Nov10 |
100119 |
81.50 |
83.57 |
81.50 |
83.57 |
+0.66 |
907 |
23,425 |
-409 |
| Dec10 |
100119 |
83.28 |
84.11 |
81.70 |
84.09 |
+0.63 |
20,329 |
181,548 |
+2,933 |
| Jan11 |
100119 |
82.96 |
84.44 |
82.96 |
84.44 |
+0.61 |
850 |
21,016 |
+153 |
| Feb11 |
100119 |
84.74 |
84.74 |
84.74 |
84.74 |
+0.60 |
1,638 |
11,614 |
+897 |
| Mar11 |
100119 |
85.04 |
85.04 |
85.04 |
85.04 |
+0.57 |
1,489 |
7,267 |
+320 |
| Apr11 |
100119 |
85.34 |
85.34 |
85.34 |
85.34 |
+0.55 |
343 |
9,546 |
+220 |
| May11 |
100119 |
85.57 |
85.57 |
85.57 |
85.57 |
+0.53 |
72 |
3,644 |
+31 |
| Total Volume and Open Interest |
534,322 |
1,330,155 |
-17,247 |
| e-miNY Crude Oil(NYM) |
| Jan10 |
091218 |
72.850 |
74.675 |
72.550 |
73.350 |
+0.700 |
8,590 |
3,806 |
-360 |
| Feb10 |
100119 |
77.825 |
79.075 |
76.775 |
79.025 |
+1.025 |
6,744 |
2,926 |
-836 |
| Mar10 |
100119 |
78.375 |
79.450 |
77.075 |
79.325 |
+0.950 |
3,673 |
2,659 |
+429 |
| Apr10 |
100119 |
78.350 |
79.875 |
77.600 |
79.800 |
+0.825 |
56 |
266 |
-11 |
| May10 |
100119 |
78.800 |
80.400 |
78.800 |
80.400 |
+0.750 |
7 |
90 |
+5 |
| Jun10 |
100119 |
79.825 |
80.975 |
79.100 |
80.975 |
+0.700 |
28 |
43 |
+19 |
| Jul10 |
100119 |
81.525 |
81.525 |
81.525 |
81.525 |
+0.675 |
0 |
9 |
+0 |
| Aug10 |
100119 |
82.050 |
82.050 |
82.050 |
82.050 |
+0.675 |
0 |
1 |
+0 |
| Sep10 |
100119 |
82.550 |
82.550 |
82.550 |
82.550 |
+0.675 |
0 |
1 |
+0 |
| Oct10 |
100119 |
83.050 |
83.050 |
83.050 |
83.050 |
+0.675 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
10,508 |
6,097 |
-394 |
| Heating Oil(NYM) |
| Feb10 |
100119 |
204.60 |
205.50 |
199.88 |
204.54 |
-0.06 |
44,877 |
59,037 |
-8,903 |
| Mar10 |
100119 |
205.79 |
206.65 |
201.12 |
205.90 |
+0.11 |
27,407 |
76,963 |
+3,652 |
| Apr10 |
100119 |
205.00 |
207.35 |
201.93 |
206.76 |
+0.32 |
8,994 |
34,368 |
+149 |
| May10 |
100119 |
207.01 |
207.98 |
202.97 |
207.73 |
+0.48 |
4,249 |
20,281 |
+26 |
| Jun10 |
100119 |
208.64 |
209.21 |
204.00 |
208.92 |
+0.64 |
7,448 |
35,379 |
-1,217 |
| Jul10 |
100119 |
210.25 |
210.95 |
207.00 |
210.80 |
+0.74 |
2,108 |
12,034 |
+525 |
| Aug10 |
100119 |
209.33 |
212.80 |
209.25 |
212.80 |
+0.79 |
959 |
5,559 |
+43 |
| Sep10 |
100119 |
214.45 |
215.10 |
211.70 |
215.10 |
+0.81 |
440 |
8,673 |
+15 |
| Oct10 |
100119 |
214.00 |
217.73 |
214.00 |
217.73 |
+0.84 |
381 |
8,036 |
+36 |
| Nov10 |
100119 |
216.96 |
220.38 |
216.96 |
220.38 |
+0.88 |
201 |
6,515 |
+43 |
| Dec10 |
100119 |
219.80 |
223.12 |
218.44 |
223.03 |
+0.93 |
1,061 |
18,445 |
+334 |
| Jan11 |
100119 |
221.00 |
225.55 |
221.00 |
225.55 |
+0.95 |
120 |
9,331 |
+27 |
| Total Volume and Open Interest |
98,744 |
315,789 |
-5,416 |
| Gasoline(NYMEX) |
| Feb10 |
100119 |
204.50 |
206.88 |
200.98 |
205.91 |
+1.37 |
37,611 |
55,279 |
-7,340 |
| Mar10 |
100119 |
205.90 |
208.21 |
202.37 |
207.35 |
+1.45 |
22,363 |
78,008 |
+2,283 |
| Apr10 |
100119 |
215.95 |
217.69 |
212.50 |
217.12 |
+1.27 |
10,557 |
40,459 |
-155 |
| May10 |
100119 |
216.98 |
218.44 |
213.70 |
218.12 |
+1.21 |
5,012 |
19,452 |
+92 |
| Jun10 |
100119 |
217.63 |
218.89 |
213.76 |
218.68 |
+1.13 |
5,197 |
20,592 |
-1 |
| Jul10 |
100119 |
218.30 |
218.62 |
215.15 |
218.62 |
+1.14 |
1,254 |
11,726 |
+70 |
| Aug10 |
100119 |
215.08 |
218.16 |
214.70 |
218.16 |
+1.14 |
895 |
6,671 |
+370 |
| Sep10 |
100119 |
214.00 |
217.36 |
213.90 |
217.36 |
+1.22 |
1,930 |
9,294 |
+507 |
| Oct10 |
100119 |
204.40 |
207.79 |
204.40 |
207.79 |
+1.25 |
1,380 |
3,468 |
+302 |
| Nov10 |
100119 |
203.70 |
207.45 |
203.70 |
207.05 |
+1.16 |
711 |
9,844 |
+458 |
| Total Volume and Open Interest |
87,519 |
269,944 |
-3,463 |
| e-miNY RBOB Gasoline(NYM) |
| Feb10 |
100119 |
205.90 |
205.91 |
205.90 |
205.90 |
+1.40 |
8 |
11 |
-2 |
| Mar10 |
100119 |
207.40 |
207.40 |
207.35 |
207.40 |
+1.50 |
|
|
|
| Apr10 |
100119 |
217.10 |
217.12 |
217.10 |
217.10 |
+1.20 |
|
|
|
| May10 |
100119 |
218.10 |
218.12 |
218.10 |
218.10 |
+1.20 |
|
|
|
| Total Volume and Open Interest |
8 |
11 |
-2 |
| Natural Gas(NYM) |
| Feb10 |
100119 |
5.640 |
5.687 |
5.444 |
5.557 |
-0.134 |
105,406 |
70,178 |
-7,573 |
| Mar10 |
100119 |
5.596 |
5.661 |
5.431 |
5.536 |
-0.135 |
70,561 |
195,365 |
+11,828 |
| Apr10 |
100119 |
5.600 |
5.618 |
5.408 |
5.499 |
-0.137 |
16,035 |
81,934 |
-471 |
| May10 |
100119 |
5.609 |
5.658 |
5.460 |
5.546 |
-0.141 |
11,843 |
61,467 |
+2,966 |
| Jun10 |
100119 |
5.720 |
5.720 |
5.534 |
5.611 |
-0.144 |
3,665 |
24,404 |
-53 |
| Jul10 |
100119 |
5.761 |
5.802 |
5.625 |
5.694 |
-0.141 |
4,419 |
24,438 |
-1,013 |
| Aug10 |
100119 |
5.832 |
5.835 |
5.707 |
5.762 |
-0.139 |
1,878 |
32,833 |
+83 |
| Sep10 |
100119 |
5.878 |
5.894 |
5.730 |
5.791 |
-0.137 |
1,481 |
22,261 |
+325 |
| Oct10 |
100119 |
5.980 |
6.000 |
5.824 |
5.889 |
-0.139 |
6,835 |
47,749 |
-349 |
| Nov10 |
100119 |
6.202 |
6.289 |
6.155 |
6.199 |
-0.139 |
384 |
12,234 |
-3 |
| Dec10 |
100119 |
6.619 |
6.637 |
6.514 |
6.534 |
-0.144 |
1,177 |
21,633 |
+5 |
| Jan11 |
100119 |
6.772 |
6.845 |
6.725 |
6.754 |
-0.139 |
2,508 |
26,940 |
+577 |
| Feb11 |
100119 |
6.729 |
6.778 |
6.680 |
6.714 |
-0.134 |
142 |
8,563 |
+27 |
| Mar11 |
100119 |
6.530 |
6.590 |
6.511 |
6.524 |
-0.134 |
1,354 |
22,587 |
+5 |
| Apr11 |
100119 |
6.040 |
6.055 |
6.000 |
6.004 |
-0.109 |
667 |
20,540 |
+401 |
| May11 |
100119 |
5.990 |
6.030 |
5.974 |
5.974 |
-0.104 |
53 |
9,700 |
+33 |
| Total Volume and Open Interest |
229,136 |
777,967 |
+7,000 |
| Brent Crude Oil(ICE) |
| Mar10 |
100119 |
77.23 |
77.85 |
75.37 |
77.63 |
+0.53 |
60,948 |
260,264 |
-1,622 |
| Apr10 |
100119 |
77.96 |
78.53 |
76.11 |
78.32 |
+0.50 |
25,126 |
135,868 |
+2,820 |
| May10 |
100119 |
78.61 |
79.12 |
76.83 |
79.00 |
+0.48 |
10,241 |
54,500 |
+859 |
| Jun10 |
100119 |
79.32 |
79.78 |
77.45 |
79.67 |
+0.46 |
6,529 |
67,577 |
+373 |
| Jul10 |
100119 |
79.84 |
80.38 |
78.11 |
80.28 |
+0.44 |
1,596 |
18,301 |
+18 |
| Aug10 |
100119 |
80.42 |
80.96 |
78.67 |
80.87 |
+0.44 |
1,155 |
17,934 |
+182 |
| Sep10 |
100119 |
80.94 |
81.49 |
79.16 |
81.40 |
+0.44 |
963 |
10,815 |
+36 |
| Oct10 |
100119 |
81.44 |
82.02 |
79.64 |
81.93 |
+0.46 |
835 |
14,496 |
+83 |
| Nov10 |
100119 |
81.94 |
82.55 |
80.12 |
82.45 |
+0.47 |
1,110 |
12,866 |
-235 |
| Dec10 |
100119 |
82.63 |
83.13 |
80.60 |
83.01 |
+0.50 |
3,865 |
75,735 |
-117 |
| Jan11 |
100119 |
82.04 |
83.48 |
82.04 |
83.48 |
+0.50 |
844 |
10,498 |
+260 |
| Feb11 |
100119 |
83.91 |
83.91 |
83.91 |
83.91 |
+0.49 |
239 |
4,872 |
+39 |
| Mar11 |
100119 |
82.80 |
84.32 |
82.80 |
84.32 |
+0.48 |
86 |
4,628 |
+35 |
| Apr11 |
100119 |
84.72 |
84.72 |
84.72 |
84.72 |
+0.48 |
5 |
2,142 |
+5 |
| Total Volume and Open Interest |
114,638 |
791,447 |
+3,040 |
| Gas Oil(ICE) |
| Feb10 |
100119 |
624.50 |
626.00 |
611.00 |
615.50 |
-8.00 |
21,771 |
118,369 |
-1,047 |
| Mar10 |
100119 |
632.25 |
633.50 |
618.25 |
623.25 |
-7.50 |
24,570 |
105,886 |
+2,037 |
| Apr10 |
100119 |
638.75 |
640.00 |
625.00 |
630.00 |
-7.00 |
11,710 |
46,783 |
-85 |
| May10 |
100119 |
638.50 |
645.50 |
631.50 |
636.25 |
-7.00 |
4,103 |
29,289 |
+1,179 |
| Jun10 |
100119 |
651.25 |
653.00 |
637.50 |
642.25 |
-7.00 |
4,067 |
43,329 |
+450 |
| Jul10 |
100119 |
657.75 |
658.25 |
644.50 |
648.75 |
-7.00 |
1,706 |
21,340 |
+673 |
| Aug10 |
100119 |
658.00 |
665.25 |
650.75 |
655.25 |
-7.00 |
300 |
21,703 |
-11 |
| Sep10 |
100119 |
663.00 |
671.25 |
657.00 |
661.75 |
-7.00 |
277 |
20,500 |
-136 |
| Oct10 |
100119 |
670.75 |
677.75 |
663.00 |
667.50 |
-7.25 |
136 |
11,846 |
+16 |
| Nov10 |
100119 |
675.75 |
682.75 |
667.75 |
672.25 |
-7.50 |
5 |
10,050 |
+5 |
| Total Volume and Open Interest |
70,191 |
556,537 |
+3,362 |
| Ethanol(CBOT) |
| Jan10 |
100106 |
1.949 |
1.958 |
1.941 |
1.957 |
+0.010 |
21 |
369 |
-4 |
| Feb10 |
100119 |
1.782 |
1.785 |
1.775 |
1.781 |
+0.001 |
107 |
823 |
-70 |
| Mar10 |
100119 |
1.778 |
1.780 |
1.770 |
1.779 |
-0.003 |
72 |
1,006 |
+22 |
| Apr10 |
100119 |
1.784 |
1.785 |
1.774 |
1.785 |
unch |
86 |
1,270 |
+46 |
| May10 |
100119 |
1.785 |
1.786 |
1.783 |
1.785 |
+0.002 |
28 |
439 |
+8 |
| Jun10 |
100119 |
1.780 |
1.786 |
1.780 |
1.786 |
+0.001 |
10 |
358 |
+3 |
| Jul10 |
100119 |
1.780 |
1.794 |
1.780 |
1.790 |
+0.001 |
35 |
594 |
+15 |
| Aug10 |
100119 |
1.773 |
1.773 |
1.771 |
1.772 |
-0.005 |
10 |
429 |
+0 |
| Total Volume and Open Interest |
448 |
6,601 |
+24 |
| US Dollar Index(ICE) |
| Mar10 |
100119 |
77.165 |
77.855 |
77.090 |
77.650 |
+0.170 |
2,489 |
44,830 |
-1,622 |
| Jun10 |
100119 |
77.405 |
78.135 |
77.405 |
77.955 |
+0.170 |
1 |
4,954 |
+1 |
| Sep10 |
100119 |
78.255 |
78.255 |
78.255 |
78.255 |
+0.170 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
2,490 |
49,785 |
-1,621 |
| Australian Dollar(CME) |
| Mar10 |
100119 |
91.54 |
92.25 |
91.21 |
91.88 |
+0.22 |
69,995 |
125,236 |
-1,736 |
| Jun10 |
100119 |
90.25 |
91.03 |
90.25 |
90.92 |
+0.23 |
101 |
4,425 |
-16 |
| Sep10 |
100119 |
89.91 |
89.91 |
89.68 |
89.91 |
+0.23 |
1 |
20 |
+1 |
| Total Volume and Open Interest |
70,098 |
129,684 |
-1,752 |
| British Pound(CME) |
| Mar10 |
100119 |
162.66 |
164.54 |
162.44 |
163.55 |
+1.02 |
102,987 |
79,279 |
+707 |
| Jun10 |
100119 |
163.01 |
164.39 |
162.43 |
163.45 |
+1.02 |
323 |
904 |
+140 |
| Sep10 |
100119 |
163.32 |
164.01 |
162.33 |
163.32 |
+0.99 |
0 |
79 |
+0 |
| Total Volume and Open Interest |
103,310 |
80,265 |
+847 |
| Canadian Dollar(CME) |
| Mar10 |
100119 |
97.10 |
97.58 |
96.62 |
96.97 |
-0.09 |
60,613 |
117,947 |
-1,558 |
| Jun10 |
100119 |
97.02 |
97.55 |
96.64 |
96.96 |
-0.09 |
66 |
1,488 |
+8 |
| Sep10 |
100119 |
96.92 |
97.49 |
96.61 |
96.92 |
-0.09 |
6 |
655 |
+1 |
| Dec10 |
100119 |
96.60 |
96.90 |
96.51 |
96.82 |
-0.08 |
39 |
518 |
+5 |
| Total Volume and Open Interest |
60,724 |
120,665 |
-1,544 |
| Japanese Yen(CME) |
| Mar10 |
100119 |
110.02 |
110.76 |
109.59 |
109.80 |
-0.24 |
92,158 |
118,193 |
+375 |
| Jun10 |
100119 |
110.40 |
110.79 |
109.78 |
109.87 |
-0.23 |
55 |
540 |
+5 |
| Sep10 |
100119 |
109.96 |
110.63 |
109.96 |
109.96 |
-0.23 |
0 |
196 |
+0 |
| Total Volume and Open Interest |
92,213 |
118,953 |
+380 |
| Swiss Franc(CME) |
| Mar10 |
100119 |
97.32 |
97.83 |
96.59 |
96.90 |
-0.48 |
44,705 |
38,710 |
-2,856 |
| Jun10 |
100119 |
96.70 |
97.44 |
96.67 |
96.96 |
-0.48 |
10 |
158 |
-1 |
| Sep10 |
100119 |
97.04 |
97.68 |
97.04 |
97.04 |
-0.48 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
44,715 |
38,878 |
-2,857 |
| EuroFX(CME) |
| Mar10 |
100119 |
143.48 |
144.13 |
142.49 |
142.90 |
-0.65 |
252,340 |
159,991 |
-101 |
| Jun10 |
100119 |
143.67 |
144.04 |
142.48 |
142.86 |
-0.64 |
279 |
1,330 |
+5 |
| Sep10 |
100119 |
142.77 |
143.73 |
142.62 |
142.77 |
-0.65 |
0 |
661 |
+0 |
| Total Volume and Open Interest |
252,619 |
161,998 |
-96 |
| Mexican Peso(CME) |
| Jan10 |
100115 |
787.5 |
788.2 |
787.5 |
787.5 |
-0.8 |
|
|
|
| Feb10 |
100119 |
788.5 |
788.5 |
785.5 |
788.5 |
+3.0 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
11,785 |
109,420 |
-484 |
| 30-Year T-Bonds(CBOT) |
| Mar10 |
100119 |
117~130 |
117~270 |
116~240 |
117~050 |
-0~070 |
225,112 |
655,751 |
-4,646 |
| Jun10 |
100119 |
116~100 |
116~100 |
115~090 |
115~210 |
-0~070 |
257 |
1,034 |
+138 |
| Sep10 |
100119 |
114~100 |
114~170 |
114~100 |
114~100 |
-0~070 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
225,369 |
656,790 |
-4,508 |
| 10-Year T-Notes(CBOT) |
| Mar10 |
100119 |
117~100 |
117~170 |
116~300 |
117~025 |
-0~065 |
945,694 |
1,361,883 |
+60,543 |
| Jun10 |
100119 |
115~210 |
115~315 |
115~155 |
115~160 |
-0~065 |
792 |
2,616 |
+470 |
| Sep10 |
100119 |
113~295 |
114~040 |
113~295 |
113~295 |
-0~065 |
|
|
|
| Total Volume and Open Interest |
946,486 |
1,364,499 |
+61,013 |
| 5-Year T-Notes(CBOT) |
| Mar10 |
100119 |
115~095 |
115~114 |
115~068 |
115~073 |
-0~021 |
341,211 |
787,236 |
+2,956 |
| Jun10 |
100119 |
114~039 |
114~050 |
114~031 |
114~031 |
-0~019 |
2 |
65 |
+1 |
| Sep10 |
100119 |
112~117 |
113~006 |
112~117 |
112~117 |
-0~017 |
|
|
|
| Total Volume and Open Interest |
341,213 |
787,301 |
+2,957 |
| 2 Year T-Notes(CBOT) |
| Mar10 |
100119 |
108~097 |
108~106 |
108~089 |
108~090 |
-0~007 |
212,812 |
877,209 |
+12,755 |
| Jun10 |
100119 |
108~026 |
108~032 |
108~016 |
108~017 |
-0~007 |
1,105 |
10,900 |
+1,101 |
| Sep10 |
100119 |
107~072 |
107~079 |
107~072 |
107~072 |
-0~007 |
|
|
|
| Total Volume and Open Interest |
213,917 |
888,109 |
+13,856 |
| Eurodollars(CME) |
| Mar10 |
100119 |
99.720 |
99.720 |
99.710 |
99.715 |
unch |
136,880 |
1,183,566 |
-3,017 |
| Jun10 |
100119 |
99.580 |
99.590 |
99.555 |
99.575 |
-0.005 |
205,679 |
952,121 |
+12,862 |
| Sep10 |
100119 |
99.295 |
99.310 |
99.250 |
99.275 |
-0.015 |
185,797 |
840,927 |
+15,352 |
| Dec10 |
100119 |
98.915 |
98.950 |
98.875 |
98.890 |
-0.025 |
208,529 |
799,314 |
+4,219 |
| Mar11 |
100119 |
98.525 |
98.575 |
98.490 |
98.505 |
-0.025 |
308,165 |
543,860 |
-19,216 |
| Jun11 |
100119 |
98.145 |
98.205 |
98.115 |
98.130 |
-0.025 |
193,546 |
611,033 |
+13,111 |
| Sep11 |
100119 |
97.795 |
97.855 |
97.770 |
97.780 |
-0.025 |
148,430 |
497,735 |
+4,010 |
| Dec11 |
100119 |
97.465 |
97.520 |
97.435 |
97.445 |
-0.025 |
133,696 |
320,892 |
+9,598 |
| Mar12 |
100119 |
97.165 |
97.220 |
97.135 |
97.150 |
-0.025 |
85,382 |
245,571 |
-5,595 |
| Jun12 |
100119 |
96.875 |
96.925 |
96.840 |
96.855 |
-0.025 |
49,420 |
216,639 |
+1,967 |
| Sep12 |
100119 |
96.610 |
96.660 |
96.570 |
96.585 |
-0.030 |
39,127 |
123,350 |
+1,754 |
| Dec12 |
100119 |
96.355 |
96.400 |
96.310 |
96.320 |
-0.035 |
31,051 |
102,347 |
+1,944 |
| Mar13 |
100119 |
96.155 |
96.190 |
96.105 |
96.115 |
-0.040 |
11,741 |
69,516 |
-723 |
| Jun13 |
100119 |
95.955 |
95.990 |
95.910 |
95.915 |
-0.045 |
10,080 |
62,742 |
+1,371 |
| Sep13 |
100119 |
95.795 |
95.805 |
95.725 |
95.730 |
-0.050 |
9,324 |
50,675 |
+26 |
| Dec13 |
100119 |
95.600 |
95.625 |
95.540 |
95.545 |
-0.050 |
6,893 |
36,480 |
+280 |
| Mar14 |
100119 |
95.460 |
95.475 |
95.400 |
95.405 |
-0.055 |
5,976 |
35,176 |
+561 |
| Jun14 |
100119 |
95.315 |
95.345 |
95.270 |
95.270 |
-0.055 |
3,317 |
29,111 |
+173 |
| Total Volume and Open Interest |
1,799,905 |
6,884,207 |
-70,354 |
| 30 Day Federal Funds(CBOT) |
| Jan10 |
100119 |
99.890 |
99.890 |
99.882 |
99.887 |
unch |
10,452 |
73,228 |
-359 |
| Feb10 |
100119 |
99.870 |
99.875 |
99.870 |
99.870 |
unch |
6,480 |
97,183 |
+2,707 |
| Mar10 |
100119 |
99.860 |
99.860 |
99.850 |
99.850 |
unch |
3,953 |
60,576 |
+1,367 |
| Apr10 |
100119 |
99.840 |
99.840 |
99.830 |
99.835 |
unch |
3,083 |
68,184 |
+1,377 |
| May10 |
100119 |
99.810 |
99.810 |
99.805 |
99.810 |
unch |
5,410 |
62,139 |
+334 |
| Jun10 |
100119 |
99.790 |
99.795 |
99.785 |
99.790 |
unch |
6,219 |
42,619 |
+2,746 |
| Total Volume and Open Interest |
52,911 |
552,446 |
+12,756 |
| 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 |
100119 |
99.580 |
99.580 |
99.580 |
99.580 |
unch |
0 |
683 |
+0 |
| Jun10 |
100119 |
99.620 |
99.620 |
99.620 |
99.620 |
unch |
0 |
80 |
+0 |
| Sep10 |
100119 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
0 |
230 |
+0 |
| Dec10 |
100119 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
0 |
242 |
+0 |
| Mar11 |
100119 |
99.545 |
99.545 |
99.545 |
99.545 |
unch |
|
|
|
| Jun11 |
100119 |
99.520 |
99.520 |
99.520 |
99.520 |
unch |
|
|
|
| Sep11 |
100119 |
99.520 |
99.520 |
99.520 |
99.520 |
unch |
|
|
|
| Dec11 |
100119 |
99.325 |
99.325 |
99.325 |
99.325 |
unch |
|
|
|
| Mar12 |
100119 |
99.285 |
99.285 |
99.285 |
99.285 |
-0.005 |
|
|
|
| Jun12 |
100119 |
99.335 |
99.335 |
99.335 |
99.335 |
-0.005 |
|
|
|
| Total Volume and Open Interest |
0 |
1,235 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Mar10 |
100119 |
99.57 |
99.57 |
99.57 |
99.57 |
-0.01 |
24 |
4,440 |
+70 |
| Jun10 |
100119 |
99.61 |
99.61 |
99.61 |
99.61 |
-0.01 |
0 |
1,709 |
+0 |
| Sep10 |
100119 |
99.64 |
99.64 |
99.64 |
99.64 |
-0.01 |
0 |
1,666 |
+0 |
| Dec10 |
100119 |
99.62 |
99.62 |
99.62 |
99.62 |
-0.01 |
0 |
1,281 |
+0 |
| Mar11 |
100119 |
99.54 |
99.54 |
99.54 |
99.54 |
-0.01 |
0 |
662 |
+0 |
| Jun11 |
100119 |
99.51 |
99.51 |
99.51 |
99.51 |
-0.01 |
0 |
52 |
+0 |
| Sep11 |
100119 |
99.51 |
99.51 |
99.51 |
99.51 |
-0.01 |
0 |
51 |
+0 |
| Dec11 |
100119 |
99.32 |
99.32 |
99.32 |
99.32 |
-0.01 |
0 |
101 |
+0 |
| Total Volume and Open Interest |
24 |
11,333 |
+70 |
| Japanese Gov't Bonds(SGX) |
| Mar10 |
100119 |
139.24 |
139.38 |
139.18 |
139.27 |
+0.03 |
1,225 |
15,892 |
-85 |
| Jun10 |
100119 |
139.23 |
139.23 |
139.23 |
139.23 |
+0.03 |
|
|
|
| Sep10 |
100119 |
139.23 |
139.23 |
139.23 |
139.23 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
1,225 |
15,892 |
-85 |
| Euro-Bund(EUREX) |
| Mar10 |
100119 |
122.73 |
122.85 |
122.29 |
122.48 |
-0.24 |
317,433 |
854,252 |
-17,089 |
| Jun10 |
100119 |
121.29 |
121.34 |
121.01 |
121.03 |
-0.24 |
7 |
554 |
+2 |
| Sep10 |
100119 |
120.68 |
120.68 |
120.68 |
120.68 |
-0.24 |
|
|
|
| Total Volume and Open Interest |
317,440 |
854,806 |
-17,087 |
| Euro-Bobl(EUREX) |
| Mar10 |
100119 |
116.76 |
116.80 |
116.45 |
116.58 |
-0.15 |
219,942 |
712,355 |
+3,008 |
| Jun10 |
100119 |
115.20 |
115.28 |
114.77 |
115.11 |
-0.14 |
28 |
52 |
+22 |
| Sep10 |
100119 |
114.88 |
114.88 |
114.88 |
114.88 |
-0.15 |
|
|
|
| Total Volume and Open Interest |
219,970 |
712,407 |
+3,030 |
| 3-Mth Euribor(EUREX) |
| Mar10 |
100119 |
99.325 |
99.330 |
99.320 |
99.325 |
-0.005 |
7,029 |
14,869 |
+49 |
| Jun10 |
100119 |
99.070 |
99.070 |
99.050 |
99.055 |
-0.030 |
153 |
7,443 |
-171 |
| Sep10 |
100119 |
98.740 |
98.745 |
98.740 |
98.740 |
-0.045 |
31 |
2,477 |
-4 |
| Total Volume and Open Interest |
7,374 |
28,504 |
-114 |
| Long Gilt(LIFFE) |
| Mar10 |
100119 |
115~05 |
115~07 |
114~06 |
114~14 |
-0~25 |
50,245 |
247,117 |
+16,978 |
| Jun10 |
100119 |
112~31 |
112~31 |
112~31 |
112~31 |
-0~26 |
|
|
|
| Total Volume and Open Interest |
50,245 |
247,117 |
+16,978 |
| 3-Mth Short Sterling(LIFFE) |
| Mar10 |
100119 |
99.37 |
99.37 |
99.34 |
99.35 |
-0.02 |
12,671 |
337,379 |
+2,939 |
| Jun10 |
100119 |
99.19 |
99.19 |
99.09 |
99.12 |
-0.07 |
20,333 |
387,545 |
+159 |
| Sep10 |
100119 |
98.81 |
98.81 |
98.65 |
98.69 |
-0.12 |
45,777 |
332,407 |
-5,634 |
| Dec10 |
100119 |
98.35 |
98.35 |
98.16 |
98.20 |
-0.14 |
55,792 |
331,212 |
+19,178 |
| Mar11 |
100119 |
97.92 |
97.92 |
97.72 |
97.76 |
-0.15 |
40,530 |
327,792 |
+7,188 |
| Jun11 |
100119 |
97.51 |
97.69 |
97.30 |
97.36 |
-0.15 |
22,682 |
172,455 |
+4,688 |
| Total Volume and Open Interest |
246,637 |
2,266,467 |
+33,574 |
| 3-Mth Euribor(LIFFE) |
| Mar10 |
100119 |
99.325 |
99.330 |
99.320 |
99.325 |
-0.005 |
57,583 |
764,507 |
+24,529 |
| Jun10 |
100119 |
99.080 |
99.085 |
99.035 |
99.055 |
-0.030 |
57,679 |
778,520 |
+10,596 |
| Sep10 |
100119 |
98.785 |
98.790 |
98.710 |
98.740 |
-0.045 |
74,405 |
616,279 |
+8,481 |
| Total Volume and Open Interest |
468,190 |
3,696,684 |
-28,020 |
| 3-Mth Aus T-Bills(SFE) |
| Mar10 |
100119 |
95.50 |
95.51 |
95.49 |
95.51 |
unch |
9,158 |
276,461 |
-333 |
| Jun10 |
100119 |
95.14 |
95.16 |
95.12 |
95.16 |
+0.02 |
11,424 |
190,248 |
+3,745 |
| Sep10 |
100119 |
94.87 |
94.91 |
94.85 |
94.91 |
+0.03 |
7,030 |
100,920 |
+2,340 |
| Dec10 |
100119 |
94.68 |
94.73 |
94.66 |
94.73 |
+0.05 |
5,543 |
84,673 |
+2,888 |
| Mar11 |
100119 |
94.50 |
94.56 |
94.48 |
94.56 |
+0.05 |
2,170 |
30,288 |
+725 |
| Jun11 |
100119 |
94.38 |
94.41 |
94.33 |
94.41 |
+0.05 |
894 |
24,646 |
+495 |
| Sep11 |
100119 |
94.23 |
94.30 |
94.21 |
94.30 |
+0.05 |
892 |
17,030 |
+455 |
| Dec11 |
100119 |
94.13 |
94.22 |
94.13 |
94.22 |
+0.05 |
2,866 |
10,383 |
+1,408 |
| Mar12 |
100119 |
94.13 |
94.17 |
94.13 |
94.17 |
+0.04 |
160 |
3,159 |
+60 |
| Jun12 |
100119 |
94.13 |
94.13 |
94.13 |
94.13 |
+0.04 |
100 |
1,186 |
+0 |
| Total Volume and Open Interest |
40,277 |
740,012 |
+11,823 |
| 10-Year Aus T-Bonds(SFE) |
| Mar10 |
100119 |
94.40 |
94.44 |
94.38 |
94.44 |
+0.04 |
22,355 |
330,788 |
+4,576 |
| Jun10 |
100119 |
94.44 |
94.44 |
94.44 |
94.44 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
22,355 |
330,788 |
+4,576 |
| 3-Year Aus T-Bonds(SFE) |
| Mar10 |
100119 |
94.87 |
94.90 |
94.84 |
94.90 |
+0.03 |
72,426 |
485,483 |
+14,670 |
| Jun10 |
100119 |
94.90 |
94.90 |
94.90 |
94.90 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
72,426 |
485,483 |
+14,670 |
| Gold(CMX) |
| Feb10 |
100119 |
1130.7 |
1140.5 |
1130.0 |
1140.0 |
+9.5 |
144,699 |
246,102 |
-9,533 |
| Apr10 |
100119 |
1131.8 |
1141.8 |
1128.8 |
1141.2 |
+9.4 |
20,354 |
119,873 |
+6,365 |
| Jun10 |
100119 |
1134.9 |
1142.1 |
1131.7 |
1142.1 |
+9.4 |
7,694 |
46,946 |
+2,411 |
| Aug10 |
100119 |
1131.2 |
1142.9 |
1131.2 |
1142.9 |
+9.4 |
1,705 |
21,311 |
+256 |
| Oct10 |
100119 |
1142.8 |
1143.7 |
1142.8 |
1143.7 |
+9.4 |
247 |
7,011 |
+124 |
| Dec10 |
100119 |
1138.2 |
1144.9 |
1135.7 |
1144.9 |
+9.3 |
2,833 |
27,912 |
+635 |
| Feb11 |
100119 |
1142.3 |
1146.6 |
1140.5 |
1146.6 |
+9.3 |
560 |
7,348 |
+310 |
| Apr11 |
100119 |
1148.8 |
1148.8 |
1148.8 |
1148.8 |
+9.3 |
100 |
3,938 |
+90 |
| Jun11 |
100119 |
496.3 |
496.3 |
496.3 |
496.3 |
+9.5 |
5 |
7,420 |
+5 |
| Aug11 |
100119 |
1154.9 |
1154.9 |
1154.9 |
1154.9 |
+9.4 |
0 |
1,386 |
+0 |
| Oct11 |
100119 |
1158.5 |
1158.5 |
1158.5 |
1158.5 |
+9.3 |
0 |
1,260 |
+0 |
| Dec11 |
100119 |
1156.0 |
1162.6 |
1153.2 |
1162.6 |
+9.4 |
1,449 |
10,540 |
-473 |
| Total Volume and Open Interest |
180,709 |
521,694 |
-275 |
| Silver(CMX) |
| Mar10 |
100119 |
1841.0 |
1888.0 |
1840.0 |
1880.0 |
+37.3 |
22,837 |
80,748 |
+681 |
| May10 |
100119 |
1850.0 |
1888.0 |
1850.0 |
1882.4 |
+37.4 |
2,691 |
12,601 |
-1,507 |
| Jul10 |
100119 |
1848.5 |
1891.0 |
1848.5 |
1884.4 |
+37.4 |
417 |
9,298 |
+238 |
| Sep10 |
100119 |
1872.0 |
1886.4 |
1870.5 |
1886.4 |
+37.4 |
276 |
2,859 |
+159 |
| Dec10 |
100119 |
1851.0 |
1891.0 |
1851.0 |
1889.3 |
+37.4 |
1,604 |
10,456 |
-859 |
| Mar11 |
100119 |
1892.4 |
1892.4 |
1892.4 |
1892.4 |
+37.7 |
12 |
780 |
+12 |
| May11 |
100119 |
1862.0 |
1894.5 |
1862.0 |
1894.5 |
+37.7 |
1,513 |
1,715 |
+1,509 |
| Total Volume and Open Interest |
31,235 |
129,663 |
-674 |
| Platinum(NYMEX) |
| Jan10 |
100119 |
1621.5 |
1635.5 |
1613.7 |
1635.1 |
+43.7 |
4 |
21 |
-5 |
| Apr10 |
100119 |
1596.3 |
1647.7 |
1596.3 |
1639.4 |
+43.3 |
2,092 |
32,591 |
-308 |
| Jul10 |
100119 |
1615.8 |
1638.9 |
1615.0 |
1637.4 |
+42.7 |
81 |
1,231 |
+64 |
| Oct10 |
100119 |
1640.5 |
1640.5 |
1640.5 |
1640.5 |
+42.7 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
2,185 |
33,899 |
-247 |
| Palladium(NYMEX) |
| Mar10 |
100119 |
451.00 |
467.05 |
450.90 |
461.95 |
+14.20 |
3,392 |
22,606 |
+64 |
| Jun10 |
100119 |
452.10 |
464.70 |
451.80 |
463.30 |
+16.05 |
32 |
768 |
+15 |
| Sep10 |
100119 |
451.35 |
463.30 |
451.35 |
463.30 |
+16.05 |
0 |
21 |
+0 |
| Total Volume and Open Interest |
3,424 |
23,403 |
+79 |
| Copper(CMX) |
| Mar10 |
100119 |
336.90 |
346.00 |
335.80 |
344.70 |
+8.10 |
19,853 |
98,229 |
-1,476 |
| May10 |
100119 |
338.30 |
346.25 |
338.30 |
345.65 |
+7.90 |
2,280 |
20,532 |
+871 |
| Jul10 |
100119 |
343.95 |
346.65 |
343.50 |
346.30 |
+7.75 |
164 |
10,320 |
+45 |
| Sep10 |
100119 |
346.40 |
346.60 |
346.25 |
346.40 |
+7.70 |
44 |
4,609 |
-75 |
| Dec10 |
100119 |
343.40 |
345.95 |
343.40 |
345.95 |
+7.55 |
73 |
4,102 |
+50 |
| Total Volume and Open Interest |
22,922 |
142,173 |
-901 |
| DJIA Index(CBOT) |
| Mar10 |
100119 |
10554 |
10680 |
10523 |
10670 |
+107 |
680 |
11,754 |
+237 |
| Jun10 |
100119 |
10608 |
10610 |
10501 |
10608 |
+107 |
0 |
12 |
+0 |
| Sep10 |
100119 |
10554 |
10554 |
10447 |
10554 |
+107 |
|
|
|
| Dec10 |
100119 |
10505 |
10505 |
10398 |
10505 |
+107 |
|
|
|
| Total Volume and Open Interest |
680 |
11,766 |
+237 |
| S & P 500(CME) |
| Mar10 |
100119 |
1132.00 |
1147.00 |
1126.40 |
1145.70 |
+13.40 |
22,556 |
327,678 |
+231 |
| Jun10 |
100119 |
1136.90 |
1141.00 |
1126.40 |
1140.80 |
+13.40 |
50 |
2,651 |
+100 |
| Sep10 |
100119 |
1132.30 |
1136.20 |
1121.80 |
1136.20 |
+13.40 |
0 |
447 |
+0 |
| Dec10 |
100119 |
1129.30 |
1133.20 |
1118.80 |
1133.20 |
+13.40 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
22,606 |
330,787 |
+331 |
| S & P 500 E-Mini(Globex) |
| Mar10 |
100119 |
1131.75 |
1147.00 |
1126.25 |
1145.75 |
+13.50 |
2,059,496 |
2,454,453 |
-18,939 |
| Jun10 |
100119 |
1126.50 |
1142.00 |
1121.50 |
1140.75 |
+13.25 |
1,478 |
5,936 |
+579 |
| Total Volume and Open Interest |
2,060,996 |
2,461,794 |
-18,355 |
| NASDAQ 100(CME) |
| Mar10 |
100119 |
1862.00 |
1896.00 |
1857.80 |
1889.80 |
+27.50 |
3,873 |
14,336 |
-1,078 |
| Jun10 |
100119 |
1887.00 |
1888.00 |
1887.00 |
1887.00 |
+27.20 |
0 |
625 |
+0 |
| Sep10 |
100119 |
1886.00 |
1886.00 |
1885.80 |
1886.00 |
+27.20 |
|
|
|
| Total Volume and Open Interest |
3,873 |
14,961 |
-1,078 |
| NASDAQ 100 E-Mini(Globex) |
| Mar10 |
100119 |
1861.80 |
1895.80 |
1857.50 |
1889.80 |
+27.50 |
345,081 |
320,266 |
-4,008 |
| Jun10 |
100119 |
1862.80 |
1892.30 |
1862.80 |
1887.00 |
+27.20 |
274 |
2,533 |
+132 |
| Total Volume and Open Interest |
345,355 |
322,801 |
-3,876 |
| S & P Midcap 400(CME) |
| Mar10 |
100119 |
743.50 |
751.50 |
743.50 |
749.40 |
+7.50 |
10 |
1,483 |
-4 |
| Jun10 |
100119 |
747.30 |
747.30 |
747.30 |
747.30 |
+7.50 |
|
|
|
| Sep10 |
100119 |
745.30 |
745.30 |
745.30 |
745.30 |
+7.50 |
|
|
|
| Total Volume and Open Interest |
10 |
1,483 |
-4 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Mar10 |
100119 |
10875 |
10930 |
10740 |
10900 |
+30 |
9,644 |
39,264 |
+114 |
| Jun10 |
100119 |
10900 |
10905 |
10900 |
10900 |
+30 |
|
|
|
| Total Volume and Open Interest |
9,644 |
39,264 |
+114 |
| Nikkei 225(SGX) |
| Mar10 |
100119 |
10835 |
10870 |
10745 |
10770 |
-65 |
124,427 |
179,713 |
-3,466 |
| Jun10 |
100119 |
10715 |
10715 |
10715 |
10715 |
-65 |
7 |
1,361 |
+0 |
| Sep10 |
100119 |
10715 |
10715 |
10715 |
10715 |
-70 |
0 |
55 |
+0 |
| Total Volume and Open Interest |
124,434 |
182,378 |
-3,476 |
| CAC 40(EURONEXT) |
| Feb10 |
100119 |
3970.5 |
4024.0 |
3929.5 |
4011.0 |
+31.5 |
51,279 |
291,700 |
-17,840 |
| Mar10 |
100119 |
3972.0 |
4022.5 |
3936.0 |
4012.5 |
+31.5 |
660 |
75,963 |
-301 |
| Apr10 |
100119 |
4013.0 |
4013.0 |
4013.0 |
4013.0 |
+32.0 |
|
|
|
| Total Volume and Open Interest |
51,939 |
369,537 |
|
| Hang Seng Index(HKFE) |
| Jan10 |
100119 |
21587 |
21660 |
21312 |
21611 |
+88 |
69,366 |
79,859 |
-749 |
| Feb10 |
100119 |
21536 |
21650 |
21305 |
21610 |
+95 |
1,113 |
2,843 |
+301 |
| Mar10 |
100119 |
21409 |
21560 |
21264 |
21550 |
+90 |
251 |
5,183 |
+58 |
| Total Volume and Open Interest |
70,803 |
88,753 |
-349 |
| DAX(EUREX) |
| Mar10 |
100119 |
5905.0 |
6004.5 |
5852.0 |
5977.5 |
+54.0 |
54,687 |
140,528 |
-1,643 |
| Jun10 |
100119 |
5917.0 |
6009.5 |
5865.0 |
5987.0 |
+54.0 |
45 |
9,389 |
+3 |
| Sep10 |
100119 |
5881.5 |
6019.0 |
5879.5 |
5996.5 |
+54.0 |
10 |
631 |
+5 |
| Total Volume and Open Interest |
54,742 |
150,548 |
-1,635 |
| FT-SE 100(EURONEXT) |
| Mar10 |
100119 |
5431.50 |
5496.50 |
5386.00 |
5472.50 |
+19.00 |
46,112 |
659,591 |
+4,137 |
| Jun10 |
100119 |
5435.00 |
5435.00 |
5423.00 |
5423.00 |
+19.00 |
1 |
2,374 |
+0 |
| Sep10 |
100119 |
5313.50 |
5387.50 |
5313.00 |
5387.50 |
+18.00 |
0 |
374 |
+0 |
| Total Volume and Open Interest |
46,113 |
662,789 |
+4,137 |
| SPI 200(SFE) |
| Mar10 |
100119 |
4880.0 |
4911.0 |
4836.0 |
4843.0 |
-39.0 |
37,973 |
202,297 |
+3,191 |
| Jun10 |
100119 |
4894.0 |
4894.0 |
4865.0 |
4865.0 |
-39.0 |
3 |
1,442 |
+3 |
| Sep10 |
100119 |
4865.0 |
4865.0 |
4865.0 |
4865.0 |
-39.0 |
0 |
2,038 |
+0 |
| Total Volume and Open Interest |
37,976 |
206,680 |
+3,194 |
| GSCI(CME) |
| Feb10 |
100119 |
515.00 |
523.10 |
513.00 |
523.05 |
+3.15 |
2,014 |
18,182 |
+1,364 |
| Mar10 |
100119 |
520.00 |
526.50 |
517.00 |
526.50 |
+2.50 |
2 |
0 |
+0 |
| Apr10 |
100119 |
530.50 |
530.50 |
530.50 |
530.50 |
|
|
|
|
| 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. |
|
|