|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri January 22, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar10 |
100122 |
956.00 |
957.00 |
945.50 |
951.50 |
-2.50 |
63,882 |
227,819 |
-805 |
May10 |
100122 |
961.75 |
963.75 |
952.75 |
959.25 |
-1.75 |
15,258 |
67,550 |
-906 |
Jul10 |
100122 |
967.00 |
969.00 |
958.25 |
964.75 |
-1.25 |
17,367 |
64,197 |
+1,336 |
Aug10 |
100122 |
954.50 |
962.00 |
954.50 |
958.25 |
-1.75 |
325 |
1,933 |
-55 |
Sep10 |
100122 |
945.00 |
949.00 |
939.50 |
944.50 |
-1.75 |
119 |
1,758 |
-28 |
Nov10 |
100122 |
933.50 |
936.00 |
926.00 |
933.25 |
-0.75 |
9,389 |
80,655 |
-567 |
Jan11 |
100122 |
943.00 |
945.00 |
938.00 |
942.75 |
-0.75 |
99 |
5,173 |
+2 |
Total Volume and Open Interest |
106,619 |
455,890 |
-943 |
Soybean Meal(CBOT) |
Mar10 |
100122 |
288.20 |
289.40 |
285.80 |
286.40 |
-1.10 |
27,846 |
74,385 |
+146 |
May10 |
100122 |
280.10 |
281.50 |
278.10 |
279.30 |
+0.10 |
10,087 |
35,737 |
+1,177 |
Jul10 |
100122 |
278.90 |
280.50 |
277.00 |
278.40 |
+0.50 |
8,442 |
25,244 |
+954 |
Aug10 |
100122 |
276.30 |
277.80 |
273.80 |
276.40 |
+0.70 |
2,299 |
7,303 |
+696 |
Sep10 |
100122 |
273.30 |
275.00 |
272.90 |
273.40 |
+0.60 |
1,853 |
7,544 |
+248 |
Oct10 |
100122 |
267.80 |
271.00 |
266.40 |
267.80 |
+0.10 |
1,385 |
4,248 |
+194 |
Dec10 |
100122 |
266.00 |
268.50 |
264.70 |
265.90 |
-0.10 |
3,025 |
16,344 |
+677 |
Jan11 |
100122 |
267.90 |
268.20 |
267.00 |
267.30 |
-0.10 |
30 |
875 |
+4 |
Total Volume and Open Interest |
54,990 |
173,423 |
+4,096 |
Soybean Oil(CBOT) |
Mar10 |
100122 |
37.03 |
37.09 |
36.54 |
36.71 |
-0.29 |
34,784 |
124,396 |
+1,739 |
May10 |
100122 |
37.44 |
37.53 |
36.80 |
37.16 |
-0.29 |
9,047 |
37,612 |
+347 |
Jul10 |
100122 |
37.78 |
37.95 |
37.42 |
37.57 |
-0.30 |
9,379 |
30,622 |
+1,319 |
Aug10 |
100122 |
37.64 |
37.98 |
37.64 |
37.73 |
-0.30 |
437 |
2,686 |
+31 |
Sep10 |
100122 |
38.17 |
38.18 |
37.69 |
37.85 |
-0.30 |
765 |
4,214 |
+106 |
Oct10 |
100122 |
38.18 |
38.18 |
37.78 |
37.92 |
-0.31 |
848 |
2,185 |
+249 |
Dec10 |
100122 |
38.55 |
38.56 |
38.05 |
38.22 |
-0.31 |
4,093 |
20,603 |
+940 |
Jan11 |
100122 |
38.52 |
38.83 |
38.52 |
38.52 |
-0.31 |
5 |
34 |
-5 |
Total Volume and Open Interest |
59,358 |
222,455 |
+4,726 |
Canola(WCE) |
Mar10 |
100122 |
382.0 |
387.0 |
381.5 |
385.7 |
+2.4 |
6,331 |
84,885 |
-688 |
May10 |
100122 |
388.5 |
393.6 |
388.5 |
392.2 |
+1.8 |
1,376 |
14,517 |
+1,036 |
Jul10 |
100122 |
395.8 |
398.7 |
394.2 |
396.9 |
+1.2 |
893 |
10,576 |
+747 |
Nov10 |
100122 |
400.9 |
405.0 |
400.9 |
404.3 |
+2.0 |
804 |
9,461 |
+706 |
Jan11 |
100122 |
407.7 |
407.7 |
407.6 |
407.6 |
+2.1 |
0 |
280 |
+0 |
Total Volume and Open Interest |
9,404 |
119,918 |
+1,801 |
Corn(CBOT) |
Mar10 |
100122 |
372.50 |
372.75 |
363.50 |
364.75 |
-7.25 |
117,638 |
479,716 |
-3,188 |
May10 |
100122 |
383.00 |
383.25 |
374.50 |
375.50 |
-7.25 |
27,931 |
165,133 |
+1,782 |
Jul10 |
100122 |
392.25 |
392.50 |
384.25 |
385.50 |
-6.75 |
17,779 |
142,182 |
+264 |
Sep10 |
100122 |
399.00 |
399.00 |
391.25 |
391.75 |
-7.25 |
3,510 |
46,727 |
-30 |
Dec10 |
100122 |
405.50 |
406.00 |
396.50 |
397.25 |
-8.25 |
19,200 |
238,880 |
-1,900 |
Mar11 |
100122 |
414.00 |
415.50 |
407.25 |
407.50 |
-7.50 |
4,335 |
19,012 |
+294 |
Total Volume and Open Interest |
192,030 |
1,123,152 |
-2,483 |
Wheat(CBOT) |
Mar10 |
100122 |
500.50 |
502.00 |
491.50 |
498.50 |
-1.00 |
35,457 |
187,194 |
+577 |
May10 |
100122 |
513.50 |
515.25 |
505.75 |
512.25 |
-0.75 |
5,872 |
54,441 |
+20 |
Jul10 |
100122 |
525.25 |
527.50 |
517.00 |
524.00 |
-1.00 |
5,616 |
70,545 |
+734 |
Sep10 |
100122 |
534.50 |
540.50 |
534.50 |
539.25 |
-0.50 |
469 |
19,810 |
-77 |
Dec10 |
100122 |
565.50 |
568.00 |
557.75 |
565.00 |
-0.50 |
1,766 |
55,794 |
+276 |
Total Volume and Open Interest |
49,434 |
397,896 |
+1,746 |
Wheat(KCBT) |
Mar10 |
100122 |
504.50 |
505.50 |
496.00 |
502.00 |
-1.50 |
8,694 |
53,947 |
-260 |
May10 |
100122 |
515.00 |
517.25 |
508.00 |
514.00 |
-1.00 |
933 |
17,768 |
+256 |
Jul10 |
100122 |
525.00 |
529.25 |
518.00 |
525.75 |
-1.00 |
2,796 |
30,456 |
-308 |
Sep10 |
100122 |
538.25 |
539.00 |
536.75 |
536.75 |
-1.00 |
176 |
4,181 |
-3 |
Dec10 |
100122 |
553.50 |
557.25 |
550.75 |
554.50 |
-1.25 |
2,381 |
39,871 |
+102 |
Total Volume and Open Interest |
15,020 |
147,510 |
-191 |
Wheat(MGE) |
Mar10 |
100122 |
513.00 |
515.75 |
506.00 |
512.50 |
unch |
2,326 |
16,417 |
-486 |
May10 |
100122 |
522.75 |
527.25 |
520.00 |
524.00 |
-0.75 |
528 |
7,506 |
+110 |
Jul10 |
100122 |
530.50 |
539.00 |
530.50 |
536.00 |
-0.75 |
65 |
10,544 |
-102 |
Sep10 |
100122 |
547.00 |
550.75 |
545.00 |
547.25 |
-1.00 |
84 |
4,772 |
-50 |
Dec10 |
100122 |
562.25 |
568.25 |
559.50 |
565.00 |
-1.00 |
117 |
6,346 |
-12 |
Total Volume and Open Interest |
3,125 |
46,456 |
-542 |
Oats(CBOT) |
Mar10 |
100122 |
223.00 |
236.00 |
222.75 |
233.00 |
+10.00 |
1,992 |
7,610 |
-786 |
May10 |
100122 |
233.50 |
243.50 |
231.75 |
242.00 |
+10.00 |
1,153 |
2,712 |
+1,053 |
Jul10 |
100122 |
240.00 |
249.50 |
239.50 |
249.50 |
+10.00 |
113 |
1,097 |
+92 |
Sep10 |
100122 |
247.00 |
257.00 |
247.00 |
257.00 |
+10.00 |
0 |
370 |
+0 |
Total Volume and Open Interest |
3,379 |
12,988 |
+385 |
Rough Rice(CBOT) |
Mar10 |
100122 |
13.84 |
14.24 |
13.66 |
14.17 |
+0.29 |
1,738 |
11,601 |
-805 |
May10 |
100122 |
14.26 |
14.51 |
13.96 |
14.47 |
+0.28 |
796 |
1,442 |
+685 |
Jul10 |
100122 |
14.22 |
14.75 |
14.22 |
14.72 |
+0.29 |
37 |
644 |
+18 |
Sep10 |
100122 |
13.51 |
13.70 |
13.49 |
13.69 |
+0.15 |
55 |
927 |
+7 |
Total Volume and Open Interest |
2,734 |
15,519 |
-31 |
Live Cattle(CME) |
Feb10 |
100122 |
87.250 |
87.250 |
86.400 |
86.635 |
-0.215 |
11,879 |
54,703 |
-2,527 |
Apr10 |
100122 |
90.350 |
90.800 |
90.100 |
90.550 |
+0.050 |
14,420 |
128,949 |
+858 |
Jun10 |
100122 |
87.900 |
88.480 |
87.800 |
88.300 |
+0.070 |
5,821 |
62,964 |
+807 |
Aug10 |
100122 |
87.500 |
87.885 |
87.350 |
87.800 |
+0.050 |
1,589 |
16,092 |
+437 |
Oct10 |
100122 |
89.900 |
90.230 |
89.750 |
90.200 |
-0.030 |
679 |
13,057 |
+327 |
Dec10 |
100122 |
90.250 |
90.550 |
90.200 |
90.500 |
-0.200 |
144 |
2,946 |
+66 |
Total Volume and Open Interest |
34,556 |
280,444 |
-22 |
Feeder Cattle(CME) |
Jan10 |
100122 |
97.200 |
97.450 |
97.035 |
97.100 |
-0.330 |
1,031 |
2,447 |
-428 |
Mar10 |
100122 |
99.150 |
99.700 |
99.100 |
99.600 |
+0.215 |
2,643 |
17,591 |
+345 |
Apr10 |
100122 |
100.250 |
100.830 |
100.180 |
100.650 |
+0.265 |
493 |
4,676 |
+104 |
May10 |
100122 |
100.450 |
101.250 |
100.400 |
101.200 |
+0.370 |
584 |
5,508 |
+156 |
Aug10 |
100122 |
101.800 |
102.150 |
101.535 |
102.100 |
+0.250 |
194 |
2,462 |
+113 |
Sep10 |
100122 |
101.600 |
101.800 |
101.230 |
101.800 |
+0.500 |
27 |
89 |
+10 |
Oct10 |
100122 |
100.800 |
101.300 |
100.800 |
101.300 |
+0.500 |
4 |
77 |
-1 |
Total Volume and Open Interest |
4,976 |
32,865 |
+299 |
Lean Hogs(CME) |
Feb10 |
100122 |
70.535 |
70.600 |
69.600 |
69.850 |
-0.950 |
13,274 |
28,334 |
-3,103 |
Apr10 |
100122 |
72.050 |
72.680 |
71.650 |
71.975 |
-0.675 |
17,342 |
88,743 |
-334 |
May10 |
100122 |
75.300 |
75.750 |
75.000 |
75.350 |
-0.875 |
144 |
4,642 |
+2 |
Jun10 |
100122 |
79.135 |
79.950 |
78.900 |
79.350 |
-0.250 |
4,257 |
44,059 |
+271 |
Jul10 |
100122 |
77.400 |
78.100 |
77.250 |
77.680 |
-0.320 |
1,818 |
15,503 |
+505 |
Aug10 |
100122 |
76.650 |
77.000 |
76.300 |
76.400 |
-0.885 |
1,184 |
11,437 |
+563 |
Oct10 |
100122 |
68.000 |
68.000 |
66.785 |
67.050 |
-0.650 |
234 |
5,408 |
+21 |
Dec10 |
100122 |
65.950 |
65.950 |
64.400 |
64.900 |
-0.600 |
177 |
2,935 |
+93 |
Total Volume and Open Interest |
38,438 |
201,481 |
-1,981 |
Pork Bellies(CME) |
Feb10 |
100122 |
89.050 |
89.050 |
86.000 |
86.500 |
-2.500 |
41 |
170 |
-8 |
Mar10 |
100122 |
88.000 |
88.000 |
85.600 |
85.600 |
-2.400 |
1 |
101 |
+1 |
May10 |
100122 |
90.535 |
91.100 |
89.000 |
89.800 |
-1.400 |
0 |
132 |
+0 |
Jul10 |
100122 |
91.600 |
92.900 |
91.000 |
91.600 |
-1.400 |
0 |
44 |
+0 |
Aug10 |
100122 |
88.000 |
88.000 |
88.000 |
88.000 |
unch |
0 |
15 |
+0 |
Total Volume and Open Interest |
42 |
462 |
-7 |
Class III Milk(CME) |
Jan10 |
100122 |
14.45 |
14.50 |
14.45 |
14.49 |
+0.04 |
68 |
4,255 |
-61 |
Feb10 |
100122 |
14.04 |
14.28 |
14.04 |
14.18 |
+0.09 |
348 |
4,113 |
+20 |
Mar10 |
100122 |
14.10 |
14.30 |
13.92 |
14.16 |
-0.02 |
346 |
3,624 |
+46 |
Apr10 |
100122 |
14.33 |
14.37 |
14.08 |
14.21 |
-0.05 |
373 |
2,818 |
+121 |
May10 |
100122 |
14.74 |
14.79 |
14.55 |
14.70 |
-0.05 |
213 |
2,217 |
+53 |
Total Volume and Open Interest |
1,823 |
28,003 |
+392 |
Cocoa(ICE) |
Mar10 |
100122 |
3432 |
3443 |
3356 |
3425 |
-6 |
6,420 |
67,774 |
+168 |
May10 |
100122 |
3464 |
3465 |
3388 |
3454 |
-4 |
2,417 |
35,988 |
+726 |
Jul10 |
100122 |
3459 |
3467 |
3394 |
3463 |
+2 |
276 |
10,790 |
+13 |
Sep10 |
100122 |
3458 |
3470 |
3399 |
3470 |
+11 |
1,051 |
7,131 |
+257 |
Dec10 |
100122 |
3386 |
3458 |
3386 |
3458 |
+10 |
129 |
5,957 |
+3 |
Mar11 |
100122 |
3441 |
3455 |
3441 |
3455 |
+12 |
17 |
8,137 |
+8 |
May11 |
100122 |
3456 |
3456 |
3456 |
3456 |
+13 |
5 |
4,318 |
+5 |
Total Volume and Open Interest |
10,315 |
142,372 |
+1,180 |
Coffee "C"(ICE) |
Mar10 |
100122 |
138.75 |
141.25 |
137.30 |
139.60 |
+0.90 |
8,594 |
72,649 |
-1,781 |
May10 |
100122 |
141.00 |
143.00 |
139.10 |
141.40 |
+0.95 |
1,548 |
29,020 |
-834 |
Jul10 |
100122 |
142.10 |
144.50 |
140.80 |
143.00 |
+0.95 |
443 |
9,433 |
-210 |
Sep10 |
100122 |
144.00 |
145.85 |
142.05 |
144.35 |
+0.90 |
172 |
7,034 |
+42 |
Dec10 |
100122 |
145.00 |
147.35 |
144.00 |
146.05 |
+0.90 |
57 |
6,878 |
-1 |
Mar11 |
100122 |
148.00 |
148.00 |
147.70 |
147.70 |
+0.95 |
10 |
2,772 |
+10 |
Total Volume and Open Interest |
10,898 |
128,399 |
-2,726 |
Orange Juice(ICE) |
Mar10 |
100122 |
137.75 |
139.00 |
136.70 |
138.65 |
+1.90 |
1,744 |
22,869 |
-130 |
May10 |
100122 |
140.85 |
142.45 |
140.30 |
142.20 |
+2.20 |
487 |
6,872 |
+240 |
Jul10 |
100122 |
144.30 |
145.00 |
143.75 |
144.85 |
+1.80 |
443 |
3,644 |
+313 |
Sep10 |
100122 |
144.75 |
145.70 |
144.75 |
145.70 |
+1.55 |
101 |
1,077 |
+99 |
Nov10 |
100122 |
146.00 |
146.20 |
146.00 |
146.20 |
+2.05 |
5 |
374 |
+4 |
Jan11 |
100122 |
147.00 |
148.80 |
147.00 |
148.20 |
+1.80 |
3 |
569 |
+3 |
Total Volume and Open Interest |
2,784 |
35,598 |
+529 |
Sugar #11(ICE) |
Mar10 |
100122 |
28.95 |
29.28 |
28.47 |
28.78 |
-0.48 |
72,897 |
282,193 |
-9,352 |
May10 |
100122 |
27.91 |
28.02 |
27.36 |
27.60 |
-0.42 |
47,657 |
169,279 |
-639 |
Jul10 |
100122 |
24.08 |
24.44 |
23.85 |
24.02 |
-0.50 |
22,117 |
156,005 |
+4,269 |
Oct10 |
100122 |
21.71 |
22.00 |
21.51 |
21.82 |
-0.20 |
12,725 |
103,986 |
+1,953 |
Mar11 |
100122 |
19.89 |
20.00 |
19.64 |
19.86 |
-0.24 |
5,195 |
51,840 |
+350 |
Total Volume and Open Interest |
164,501 |
835,716 |
-3,625 |
London Cocoa(LCE) |
London Sugar(LCE) |
Cotton(ICE) |
Mar10 |
100122 |
71.85 |
71.95 |
70.98 |
71.07 |
-0.78 |
8,196 |
98,985 |
-1,345 |
May10 |
100122 |
72.94 |
72.97 |
72.20 |
72.31 |
-0.75 |
2,418 |
29,778 |
+934 |
Jul10 |
100122 |
74.00 |
74.05 |
73.17 |
73.40 |
-0.70 |
942 |
25,372 |
-202 |
Oct10 |
100122 |
72.72 |
72.72 |
72.72 |
72.72 |
-0.77 |
14 |
172 |
+6 |
Dec10 |
100122 |
73.30 |
73.45 |
72.66 |
72.92 |
-0.63 |
890 |
18,103 |
+272 |
Mar11 |
100122 |
74.37 |
74.37 |
74.37 |
74.37 |
-0.61 |
0 |
337 |
+0 |
Total Volume and Open Interest |
12,463 |
173,626 |
-332 |
Lumber(CME) |
Mar10 |
100122 |
250.2 |
251.5 |
246.6 |
250.4 |
+2.4 |
545 |
6,355 |
+58 |
May10 |
100122 |
270.6 |
271.9 |
267.5 |
271.9 |
+0.2 |
155 |
2,717 |
+67 |
Jul10 |
100122 |
276.8 |
276.9 |
272.2 |
276.9 |
+0.1 |
53 |
858 |
+11 |
Sep10 |
100122 |
270.7 |
273.0 |
270.7 |
271.1 |
+0.1 |
21 |
402 |
+18 |
Total Volume and Open Interest |
774 |
10,336 |
+154 |
Crude Oil(NYM) |
Mar10 |
100122 |
75.84 |
76.50 |
74.01 |
74.54 |
-1.54 |
327,417 |
366,538 |
-6,425 |
Apr10 |
100122 |
76.18 |
76.95 |
74.37 |
74.92 |
-1.61 |
73,163 |
135,093 |
+2,046 |
May10 |
100122 |
76.77 |
77.55 |
74.96 |
75.46 |
-1.67 |
29,749 |
74,065 |
+2,396 |
Jun10 |
100122 |
77.37 |
78.12 |
75.49 |
76.05 |
-1.69 |
28,295 |
125,376 |
-1,698 |
Jul10 |
100122 |
78.13 |
78.54 |
76.09 |
76.63 |
-1.70 |
5,051 |
43,658 |
+269 |
Aug10 |
100122 |
79.20 |
79.20 |
77.08 |
77.17 |
-1.69 |
2,791 |
18,364 |
+290 |
Sep10 |
100122 |
79.44 |
79.44 |
77.38 |
77.68 |
-1.69 |
3,542 |
28,222 |
-1,242 |
Oct10 |
100122 |
78.40 |
78.75 |
77.80 |
78.19 |
-1.70 |
2,222 |
18,713 |
-582 |
Nov10 |
100122 |
79.67 |
79.67 |
78.70 |
78.70 |
-1.72 |
2,580 |
24,509 |
+502 |
Dec10 |
100122 |
80.73 |
81.27 |
78.87 |
79.23 |
-1.74 |
20,570 |
186,721 |
+191 |
Jan11 |
100122 |
80.75 |
80.75 |
79.59 |
79.61 |
-1.74 |
828 |
21,302 |
-60 |
Feb11 |
100122 |
79.95 |
79.95 |
79.95 |
79.95 |
-1.73 |
602 |
12,065 |
-16 |
Mar11 |
100122 |
80.29 |
80.29 |
80.29 |
80.29 |
-1.72 |
957 |
8,007 |
+525 |
Apr11 |
100122 |
80.62 |
80.62 |
80.62 |
80.62 |
-1.71 |
1,208 |
9,741 |
+150 |
May11 |
100122 |
80.89 |
80.89 |
80.89 |
80.89 |
-1.70 |
686 |
3,821 |
+85 |
Jun11 |
100122 |
81.91 |
81.91 |
81.14 |
81.14 |
-1.69 |
561 |
22,053 |
+54 |
Total Volume and Open Interest |
506,795 |
1,326,300 |
-3,286 |
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 |
100122 |
75.850 |
76.500 |
74.000 |
74.550 |
-1.525 |
12,239 |
4,793 |
+112 |
Apr10 |
100122 |
76.250 |
76.950 |
74.375 |
74.925 |
-1.600 |
432 |
405 |
+41 |
May10 |
100122 |
76.875 |
77.500 |
75.450 |
75.450 |
-1.675 |
67 |
61 |
-23 |
Jun10 |
100122 |
78.075 |
78.075 |
75.600 |
76.050 |
-1.700 |
28 |
75 |
+22 |
Jul10 |
100122 |
77.175 |
77.175 |
76.625 |
76.625 |
-1.700 |
1 |
12 |
+1 |
Aug10 |
100122 |
77.175 |
77.175 |
77.175 |
77.175 |
-1.675 |
1 |
2 |
+1 |
Sep10 |
100122 |
77.675 |
77.675 |
77.675 |
77.675 |
-1.700 |
1 |
0 |
-1 |
Oct10 |
100122 |
78.200 |
78.200 |
78.200 |
78.200 |
-1.700 |
1 |
2 |
+0 |
Total Volume and Open Interest |
12,770 |
5,451 |
+153 |
Heating Oil(NYM) |
Feb10 |
100122 |
198.00 |
199.60 |
193.19 |
194.16 |
-4.40 |
30,250 |
47,298 |
-628 |
Mar10 |
100122 |
199.25 |
200.65 |
194.33 |
195.30 |
-4.45 |
49,102 |
83,275 |
+2,758 |
Apr10 |
100122 |
199.98 |
201.23 |
195.19 |
195.96 |
-4.44 |
15,020 |
35,659 |
+532 |
May10 |
100122 |
200.95 |
201.82 |
195.90 |
196.75 |
-4.55 |
5,433 |
20,750 |
+228 |
Jun10 |
100122 |
201.88 |
202.60 |
197.00 |
197.80 |
-4.58 |
9,636 |
35,624 |
+12 |
Jul10 |
100122 |
203.48 |
203.48 |
199.70 |
199.70 |
-4.50 |
1,175 |
12,401 |
+73 |
Aug10 |
100122 |
205.00 |
205.00 |
201.80 |
201.80 |
-4.38 |
961 |
6,003 |
+46 |
Sep10 |
100122 |
206.07 |
206.40 |
204.15 |
204.15 |
-4.33 |
1,160 |
9,351 |
+363 |
Oct10 |
100122 |
207.70 |
209.07 |
206.40 |
206.77 |
-4.30 |
364 |
8,690 |
+9 |
Nov10 |
100122 |
211.00 |
211.95 |
209.42 |
209.42 |
-4.28 |
230 |
6,291 |
+12 |
Dec10 |
100122 |
215.75 |
215.75 |
211.85 |
212.07 |
-4.26 |
1,832 |
18,280 |
+95 |
Jan11 |
100122 |
215.60 |
216.30 |
214.65 |
214.65 |
-4.20 |
92 |
9,484 |
+27 |
Total Volume and Open Interest |
115,937 |
314,626 |
+3,731 |
Gasoline(NYMEX) |
Feb10 |
100122 |
198.49 |
200.04 |
195.55 |
196.57 |
-1.72 |
41,145 |
37,623 |
-8,084 |
Mar10 |
100122 |
199.53 |
201.11 |
196.38 |
197.34 |
-2.10 |
63,797 |
91,442 |
+1,784 |
Apr10 |
100122 |
208.80 |
210.61 |
205.50 |
206.47 |
-2.54 |
23,414 |
39,888 |
-570 |
May10 |
100122 |
211.09 |
211.09 |
206.75 |
207.26 |
-2.82 |
13,061 |
23,286 |
+1,644 |
Jun10 |
100122 |
210.41 |
211.71 |
207.05 |
207.58 |
-3.14 |
11,716 |
22,122 |
+1,232 |
Jul10 |
100122 |
211.55 |
211.55 |
206.90 |
207.31 |
-3.39 |
3,925 |
12,524 |
-99 |
Aug10 |
100122 |
208.12 |
208.12 |
206.71 |
206.71 |
-3.51 |
5,489 |
7,374 |
-179 |
Sep10 |
100122 |
207.38 |
207.57 |
205.79 |
205.96 |
-3.58 |
2,723 |
10,328 |
+690 |
Oct10 |
100122 |
197.00 |
197.83 |
196.39 |
196.39 |
-3.69 |
1,568 |
4,222 |
-93 |
Nov10 |
100122 |
197.40 |
197.40 |
195.99 |
195.99 |
-3.71 |
1,663 |
11,207 |
+0 |
Total Volume and Open Interest |
169,426 |
275,628 |
-3,519 |
e-miNY RBOB Gasoline(NYM) |
Feb10 |
100122 |
196.60 |
196.60 |
196.57 |
196.60 |
-1.70 |
0 |
11 |
+0 |
Mar10 |
100122 |
197.30 |
197.34 |
197.30 |
197.30 |
-2.10 |
0 |
1 |
+0 |
Apr10 |
100122 |
206.50 |
206.50 |
206.47 |
206.50 |
-2.50 |
|
|
|
May10 |
100122 |
207.30 |
207.30 |
207.26 |
207.30 |
-2.80 |
|
|
|
Total Volume and Open Interest |
0 |
12 |
+0 |
Natural Gas(NYM) |
Feb10 |
100122 |
5.658 |
5.869 |
5.650 |
5.819 |
+0.204 |
115,564 |
34,706 |
-13,886 |
Mar10 |
100122 |
5.600 |
5.804 |
5.594 |
5.750 |
+0.182 |
67,116 |
210,278 |
+1,675 |
Apr10 |
100122 |
5.570 |
5.738 |
5.551 |
5.688 |
+0.159 |
25,261 |
86,195 |
+1,610 |
May10 |
100122 |
5.670 |
5.767 |
5.657 |
5.718 |
+0.143 |
13,328 |
65,632 |
+2,713 |
Jun10 |
100122 |
5.684 |
5.822 |
5.684 |
5.774 |
+0.134 |
6,173 |
25,357 |
+675 |
Jul10 |
100122 |
5.751 |
5.894 |
5.751 |
5.846 |
+0.129 |
2,310 |
24,665 |
-583 |
Aug10 |
100122 |
5.818 |
5.951 |
5.818 |
5.911 |
+0.127 |
1,667 |
33,050 |
-4 |
Sep10 |
100122 |
5.912 |
5.987 |
5.888 |
5.941 |
+0.127 |
1,889 |
22,493 |
-265 |
Oct10 |
100122 |
6.001 |
6.086 |
5.997 |
6.045 |
+0.131 |
5,454 |
49,345 |
+1,154 |
Nov10 |
100122 |
6.270 |
6.369 |
6.270 |
6.335 |
+0.111 |
1,063 |
12,620 |
+0 |
Dec10 |
100122 |
6.618 |
6.690 |
6.612 |
6.655 |
+0.101 |
1,424 |
20,971 |
-189 |
Jan11 |
100122 |
6.840 |
6.910 |
6.817 |
6.870 |
+0.101 |
3,193 |
28,534 |
+1,021 |
Feb11 |
100122 |
6.799 |
6.841 |
6.795 |
6.825 |
+0.091 |
186 |
9,056 |
+41 |
Mar11 |
100122 |
6.605 |
6.670 |
6.595 |
6.630 |
+0.086 |
1,219 |
22,740 |
+104 |
Apr11 |
100122 |
6.080 |
6.106 |
6.044 |
6.090 |
+0.066 |
426 |
22,394 |
+53 |
May11 |
100122 |
6.000 |
6.090 |
6.000 |
6.060 |
+0.066 |
104 |
9,651 |
+89 |
Total Volume and Open Interest |
246,814 |
773,300 |
-5,613 |
Brent Crude Oil(ICE) |
Mar10 |
100122 |
74.40 |
75.15 |
72.17 |
72.83 |
-1.75 |
169,228 |
229,878 |
-4,591 |
Apr10 |
100122 |
75.06 |
75.81 |
73.00 |
73.51 |
-1.75 |
48,007 |
130,065 |
+2,761 |
May10 |
100122 |
76.10 |
76.47 |
73.78 |
74.21 |
-1.73 |
31,865 |
62,743 |
+1,914 |
Jun10 |
100122 |
76.34 |
77.09 |
74.60 |
74.91 |
-1.71 |
25,326 |
67,378 |
-452 |
Jul10 |
100122 |
76.98 |
77.70 |
75.40 |
75.58 |
-1.68 |
8,109 |
20,000 |
+846 |
Aug10 |
100122 |
78.07 |
78.28 |
76.15 |
76.19 |
-1.66 |
3,493 |
19,612 |
+195 |
Sep10 |
100122 |
78.10 |
78.82 |
76.74 |
76.74 |
-1.64 |
1,688 |
12,696 |
+162 |
Oct10 |
100122 |
78.63 |
79.35 |
77.14 |
77.27 |
-1.64 |
1,314 |
15,652 |
+22 |
Nov10 |
100122 |
79.16 |
79.72 |
77.76 |
77.79 |
-1.66 |
1,105 |
12,365 |
-229 |
Dec10 |
100122 |
79.70 |
80.44 |
78.17 |
78.34 |
-1.66 |
11,126 |
78,656 |
-368 |
Jan11 |
100122 |
78.81 |
78.81 |
78.81 |
78.81 |
-1.67 |
741 |
11,178 |
+106 |
Feb11 |
100122 |
79.26 |
79.26 |
79.26 |
79.26 |
-1.67 |
351 |
5,276 |
-28 |
Mar11 |
100122 |
79.69 |
79.69 |
79.69 |
79.69 |
-1.66 |
248 |
4,611 |
+2 |
Apr11 |
100122 |
80.11 |
80.11 |
80.11 |
80.11 |
-1.64 |
433 |
2,022 |
-118 |
Total Volume and Open Interest |
306,688 |
775,893 |
+2,100 |
Gas Oil(ICE) |
Feb10 |
100122 |
606.00 |
608.00 |
587.00 |
597.50 |
-14.75 |
55,890 |
107,795 |
-1,282 |
Mar10 |
100122 |
612.00 |
615.25 |
594.25 |
605.00 |
-14.50 |
61,384 |
110,091 |
-730 |
Apr10 |
100122 |
620.25 |
621.50 |
603.50 |
611.75 |
-14.25 |
18,610 |
50,614 |
+666 |
May10 |
100122 |
626.75 |
627.50 |
610.25 |
618.25 |
-14.25 |
3,822 |
31,216 |
+515 |
Jun10 |
100122 |
633.25 |
634.00 |
616.25 |
624.50 |
-14.50 |
5,842 |
42,816 |
-509 |
Jul10 |
100122 |
638.50 |
638.75 |
623.25 |
631.00 |
-14.50 |
1,442 |
21,035 |
+112 |
Aug10 |
100122 |
646.25 |
646.50 |
629.50 |
637.75 |
-14.25 |
798 |
22,031 |
-15 |
Sep10 |
100122 |
652.75 |
652.75 |
640.00 |
644.25 |
-14.25 |
1,660 |
21,695 |
+468 |
Oct10 |
100122 |
657.75 |
657.75 |
646.25 |
650.50 |
-14.25 |
692 |
11,923 |
-123 |
Nov10 |
100122 |
664.00 |
664.00 |
653.00 |
655.50 |
-14.25 |
410 |
10,735 |
+103 |
Total Volume and Open Interest |
154,994 |
559,156 |
-241 |
Ethanol(CBOT) |
Jan10 |
100106 |
1.949 |
1.958 |
1.941 |
1.957 |
+0.010 |
21 |
369 |
-4 |
Feb10 |
100122 |
1.809 |
1.809 |
1.778 |
1.783 |
-0.006 |
111 |
724 |
-31 |
Mar10 |
100122 |
1.799 |
1.799 |
1.773 |
1.779 |
-0.005 |
93 |
1,003 |
-32 |
Apr10 |
100122 |
1.799 |
1.799 |
1.775 |
1.780 |
-0.008 |
75 |
1,241 |
-34 |
May10 |
100122 |
1.786 |
1.786 |
1.774 |
1.779 |
-0.007 |
20 |
462 |
+9 |
Jun10 |
100122 |
1.780 |
1.780 |
1.777 |
1.777 |
-0.010 |
5 |
358 |
+0 |
Jul10 |
100122 |
1.780 |
1.781 |
1.769 |
1.773 |
-0.007 |
22 |
630 |
+7 |
Aug10 |
100122 |
1.770 |
1.770 |
1.752 |
1.755 |
-0.009 |
13 |
457 |
+10 |
Total Volume and Open Interest |
389 |
6,681 |
-34 |
US Dollar Index(ICE) |
Mar10 |
100122 |
78.515 |
78.730 |
78.220 |
78.430 |
-0.085 |
29,670 |
49,871 |
+4,800 |
Jun10 |
100122 |
78.905 |
78.905 |
78.605 |
78.730 |
-0.085 |
62 |
4,900 |
-36 |
Sep10 |
100122 |
79.030 |
79.030 |
79.030 |
79.030 |
-0.085 |
0 |
1 |
+0 |
Total Volume and Open Interest |
29,732 |
54,772 |
+4,764 |
Australian Dollar(CME) |
Mar10 |
100122 |
89.69 |
90.45 |
89.35 |
89.71 |
-0.21 |
143,145 |
118,380 |
-3,280 |
Jun10 |
100122 |
88.80 |
89.37 |
88.61 |
88.77 |
-0.20 |
35 |
4,271 |
-1 |
Sep10 |
100122 |
87.79 |
87.99 |
87.79 |
87.79 |
-0.20 |
0 |
20 |
+0 |
Total Volume and Open Interest |
143,180 |
122,674 |
-3,281 |
British Pound(CME) |
Mar10 |
100122 |
161.86 |
162.79 |
160.71 |
161.12 |
-0.91 |
152,647 |
79,877 |
-680 |
Jun10 |
100122 |
161.81 |
162.54 |
160.63 |
161.02 |
-0.91 |
102 |
885 |
-11 |
Sep10 |
100122 |
160.91 |
162.35 |
160.68 |
160.91 |
-0.91 |
0 |
79 |
+0 |
Total Volume and Open Interest |
152,749 |
80,844 |
-691 |
Canadian Dollar(CME) |
Mar10 |
100122 |
95.07 |
95.56 |
94.30 |
94.44 |
-0.75 |
91,003 |
99,974 |
-4,983 |
Jun10 |
100122 |
95.03 |
95.53 |
94.30 |
94.44 |
-0.75 |
304 |
1,794 |
+154 |
Sep10 |
100122 |
94.75 |
95.15 |
94.37 |
94.41 |
-0.74 |
9 |
645 |
+1 |
Dec10 |
100122 |
94.90 |
95.10 |
94.35 |
94.35 |
-0.75 |
8 |
541 |
+2 |
Total Volume and Open Interest |
91,333 |
103,020 |
-4,817 |
Japanese Yen(CME) |
Mar10 |
100122 |
110.62 |
111.41 |
110.44 |
111.32 |
+0.67 |
182,542 |
120,835 |
-297 |
Jun10 |
100122 |
110.71 |
111.41 |
110.53 |
111.38 |
+0.67 |
140 |
554 |
-7 |
Sep10 |
100122 |
111.47 |
111.47 |
110.79 |
111.47 |
+0.68 |
0 |
196 |
+0 |
Total Volume and Open Interest |
182,682 |
121,609 |
-304 |
Swiss Franc(CME) |
Mar10 |
100122 |
95.92 |
96.41 |
95.75 |
96.00 |
-0.04 |
60,850 |
34,054 |
-704 |
Jun10 |
100122 |
96.00 |
96.24 |
95.83 |
96.06 |
-0.04 |
30 |
165 |
+10 |
Sep10 |
100122 |
96.13 |
96.27 |
96.13 |
96.13 |
-0.04 |
0 |
8 |
+0 |
Total Volume and Open Interest |
60,880 |
34,229 |
-694 |
EuroFX(CME) |
Mar10 |
100122 |
140.82 |
141.80 |
140.64 |
141.34 |
+0.31 |
366,647 |
173,393 |
+3,687 |
Jun10 |
100122 |
140.62 |
141.75 |
140.62 |
141.30 |
+0.31 |
509 |
1,353 |
+11 |
Sep10 |
100122 |
141.21 |
141.40 |
140.90 |
141.21 |
+0.31 |
0 |
662 |
+0 |
Total Volume and Open Interest |
367,156 |
175,424 |
+3,698 |
Mexican Peso(CME) |
Feb10 |
100122 |
771.8 |
771.8 |
771.8 |
771.8 |
unch |
0 |
3 |
+0 |
Mar10 |
100122 |
766.5 |
769.8 |
763.8 |
768.8 |
unch |
33,316 |
103,617 |
-3,567 |
Total Volume and Open Interest |
33,318 |
105,384 |
-3,569 |
30-Year T-Bonds(CBOT) |
Mar10 |
100122 |
118~250 |
119~030 |
118~130 |
118~270 |
+0~070 |
284,956 |
651,400 |
-1,711 |
Jun10 |
100122 |
117~040 |
117~160 |
116~300 |
117~110 |
+0~070 |
495 |
1,361 |
+141 |
Sep10 |
100122 |
116~000 |
116~000 |
115~250 |
116~000 |
+0~070 |
2 |
5 |
+0 |
Total Volume and Open Interest |
285,453 |
652,766 |
-1,570 |
10-Year T-Notes(CBOT) |
Mar10 |
100122 |
117~290 |
118~015 |
117~230 |
117~290 |
+0~030 |
1,190,895 |
1,336,893 |
+43,042 |
Jun10 |
100122 |
116~105 |
116~150 |
116~065 |
116~110 |
+0~035 |
3,928 |
5,862 |
+2,673 |
Sep10 |
100122 |
114~250 |
114~250 |
114~210 |
114~250 |
+0~040 |
|
|
|
Total Volume and Open Interest |
1,194,823 |
1,342,755 |
+45,715 |
5-Year T-Notes(CBOT) |
Mar10 |
100122 |
116~017 |
116~031 |
116~003 |
116~024 |
+0~018 |
524,985 |
812,529 |
+20,901 |
Jun10 |
100122 |
114~104 |
114~116 |
114~095 |
114~116 |
+0~021 |
2 |
67 |
+2 |
Sep10 |
100122 |
113~080 |
113~080 |
113~056 |
113~080 |
+0~024 |
|
|
|
Total Volume and Open Interest |
524,987 |
812,596 |
+20,903 |
2 Year T-Notes(CBOT) |
Mar10 |
100122 |
108~110 |
108~121 |
108~106 |
108~115 |
+0~009 |
283,162 |
887,560 |
-805 |
Jun10 |
100122 |
108~043 |
108~049 |
108~036 |
108~046 |
+0~010 |
1,258 |
13,088 |
+1,139 |
Sep10 |
100122 |
107~105 |
107~105 |
107~094 |
107~105 |
+0~011 |
|
|
|
Total Volume and Open Interest |
284,420 |
900,648 |
+334 |
Eurodollars(CME) |
Mar10 |
100122 |
99.725 |
99.725 |
99.695 |
99.705 |
-0.015 |
128,581 |
1,189,270 |
-5,824 |
Jun10 |
100122 |
99.615 |
99.615 |
99.580 |
99.595 |
-0.010 |
208,263 |
1,003,384 |
+22,454 |
Sep10 |
100122 |
99.335 |
99.340 |
99.305 |
99.335 |
+0.015 |
252,520 |
884,242 |
+7,451 |
Dec10 |
100122 |
98.965 |
98.985 |
98.940 |
98.975 |
+0.030 |
291,866 |
834,786 |
+12,625 |
Mar11 |
100122 |
98.580 |
98.615 |
98.560 |
98.605 |
+0.040 |
351,549 |
552,221 |
-471 |
Jun11 |
100122 |
98.205 |
98.245 |
98.185 |
98.235 |
+0.045 |
257,297 |
649,575 |
+7,334 |
Sep11 |
100122 |
97.865 |
97.895 |
97.835 |
97.890 |
+0.045 |
190,394 |
518,543 |
+6,102 |
Dec11 |
100122 |
97.540 |
97.565 |
97.505 |
97.560 |
+0.040 |
159,902 |
336,624 |
+4,790 |
Mar12 |
100122 |
97.255 |
97.275 |
97.215 |
97.265 |
+0.030 |
93,754 |
251,531 |
+350 |
Jun12 |
100122 |
96.970 |
96.990 |
96.930 |
96.975 |
+0.025 |
73,180 |
223,697 |
+3,845 |
Sep12 |
100122 |
96.715 |
96.730 |
96.660 |
96.705 |
+0.015 |
50,950 |
126,461 |
+4,892 |
Dec12 |
100122 |
96.455 |
96.475 |
96.405 |
96.445 |
+0.010 |
42,628 |
107,683 |
+2,168 |
Mar13 |
100122 |
96.260 |
96.270 |
96.200 |
96.240 |
+0.005 |
14,879 |
71,598 |
+2,039 |
Jun13 |
100122 |
96.075 |
96.080 |
96.005 |
96.045 |
unch |
12,949 |
63,424 |
+466 |
Sep13 |
100122 |
95.900 |
95.900 |
95.830 |
95.865 |
unch |
8,244 |
50,347 |
-329 |
Dec13 |
100122 |
95.715 |
95.720 |
95.650 |
95.685 |
+0.005 |
6,638 |
34,783 |
-664 |
Mar14 |
100122 |
95.575 |
95.590 |
95.515 |
95.550 |
+0.005 |
5,681 |
35,016 |
+66 |
Jun14 |
100122 |
95.430 |
95.445 |
95.375 |
95.415 |
+0.005 |
4,659 |
28,170 |
-620 |
Total Volume and Open Interest |
2,173,887 |
7,130,524 |
+70,383 |
30 Day Federal Funds(CBOT) |
Jan10 |
100122 |
99.885 |
99.887 |
99.882 |
99.885 |
-0.002 |
3,941 |
71,404 |
-2,083 |
Feb10 |
100122 |
99.870 |
99.870 |
99.860 |
99.865 |
-0.005 |
6,193 |
97,156 |
+1,124 |
Mar10 |
100122 |
99.855 |
99.855 |
99.845 |
99.855 |
unch |
4,599 |
60,489 |
+492 |
Apr10 |
100122 |
99.835 |
99.840 |
99.830 |
99.840 |
+0.005 |
9,428 |
73,573 |
+3,076 |
May10 |
100122 |
99.820 |
99.830 |
99.815 |
99.825 |
+0.005 |
12,952 |
62,510 |
-724 |
Jun10 |
100122 |
99.805 |
99.820 |
99.800 |
99.815 |
+0.015 |
15,389 |
50,250 |
+6,442 |
Total Volume and Open Interest |
76,061 |
573,438 |
+12,260 |
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 |
100122 |
99.570 |
99.580 |
99.570 |
99.580 |
unch |
0 |
683 |
+0 |
Jun10 |
100122 |
99.620 |
99.620 |
99.620 |
99.620 |
unch |
0 |
80 |
+0 |
Sep10 |
100122 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
0 |
230 |
+0 |
Dec10 |
100122 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
0 |
242 |
+0 |
Mar11 |
100122 |
99.600 |
99.600 |
99.600 |
99.600 |
unch |
|
|
|
Jun11 |
100122 |
99.575 |
99.575 |
99.575 |
99.575 |
unch |
|
|
|
Sep11 |
100122 |
99.575 |
99.575 |
99.575 |
99.575 |
unch |
|
|
|
Dec11 |
100122 |
99.380 |
99.380 |
99.380 |
99.380 |
unch |
|
|
|
Mar12 |
100122 |
99.345 |
99.345 |
99.345 |
99.345 |
unch |
|
|
|
Jun12 |
100122 |
99.395 |
99.395 |
99.395 |
99.395 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
1,235 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar10 |
100122 |
99.46 |
99.58 |
99.46 |
99.58 |
unch |
317 |
4,281 |
-251 |
Jun10 |
100122 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
326 |
1,591 |
+0 |
Sep10 |
100122 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
1,666 |
+0 |
Dec10 |
100122 |
99.64 |
99.64 |
99.62 |
99.62 |
unch |
100 |
1,431 |
+50 |
Mar11 |
100122 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
664 |
+0 |
Jun11 |
100122 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
52 |
+0 |
Sep11 |
100122 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
51 |
+0 |
Dec11 |
100122 |
99.38 |
99.38 |
99.38 |
99.38 |
unch |
0 |
101 |
+0 |
Total Volume and Open Interest |
743 |
11,208 |
-201 |
Japanese Gov't Bonds(SGX) |
Mar10 |
100122 |
139.00 |
139.45 |
138.90 |
139.19 |
+0.22 |
1,258 |
15,883 |
+42 |
Jun10 |
100122 |
139.11 |
139.11 |
139.11 |
139.11 |
+0.22 |
|
|
|
Sep10 |
100122 |
139.11 |
139.11 |
139.11 |
139.11 |
+0.22 |
|
|
|
Total Volume and Open Interest |
1,258 |
15,883 |
+42 |
Euro-Bund(EUREX) |
Mar10 |
100122 |
123.39 |
123.49 |
123.03 |
123.15 |
unch |
1,005,314 |
883,288 |
-49,647 |
Jun10 |
100122 |
121.92 |
122.03 |
121.67 |
121.72 |
+0.02 |
127 |
937 |
+62 |
Sep10 |
100122 |
121.35 |
121.35 |
121.35 |
121.35 |
unch |
|
|
|
Total Volume and Open Interest |
1,005,441 |
884,225 |
-49,585 |
Euro-Bobl(EUREX) |
Mar10 |
100122 |
117.23 |
117.33 |
117.04 |
117.11 |
+0.03 |
635,514 |
749,505 |
-3,181 |
Jun10 |
100122 |
115.74 |
115.74 |
115.56 |
115.63 |
+0.02 |
106 |
114 |
+45 |
Sep10 |
100122 |
115.41 |
115.41 |
115.41 |
115.41 |
+0.03 |
|
|
|
Total Volume and Open Interest |
635,620 |
749,619 |
-3,136 |
3-Mth Euribor(EUREX) |
Mar10 |
100122 |
99.330 |
99.330 |
99.310 |
99.315 |
-0.010 |
423 |
13,518 |
-410 |
Jun10 |
100122 |
99.110 |
99.115 |
99.085 |
99.090 |
+0.005 |
56 |
7,361 |
+26 |
Sep10 |
100122 |
98.815 |
98.835 |
98.815 |
98.815 |
+0.020 |
12 |
2,484 |
+0 |
Total Volume and Open Interest |
853 |
27,094 |
-452 |
Long Gilt(LIFFE) |
Mar10 |
100122 |
115~19 |
115~30 |
115~12 |
115~15 |
+0~04 |
145,192 |
249,913 |
-2,126 |
Jun10 |
100122 |
114~01 |
114~01 |
114~01 |
114~01 |
+0~04 |
|
|
|
Total Volume and Open Interest |
145,192 |
249,913 |
-2,126 |
3-Mth Short Sterling(LIFFE) |
Mar10 |
100122 |
99.38 |
99.39 |
99.35 |
99.36 |
-0.01 |
57,293 |
333,764 |
-4,984 |
Jun10 |
100122 |
99.22 |
99.26 |
99.21 |
99.22 |
+0.02 |
112,058 |
393,930 |
-3,280 |
Sep10 |
100122 |
98.85 |
98.91 |
98.84 |
98.87 |
+0.06 |
166,246 |
356,525 |
+24,809 |
Dec10 |
100122 |
98.36 |
98.45 |
98.36 |
98.41 |
+0.08 |
141,830 |
344,768 |
+13,819 |
Mar11 |
100122 |
97.96 |
98.02 |
97.94 |
97.99 |
+0.09 |
125,350 |
304,030 |
+8,368 |
Jun11 |
100122 |
97.55 |
97.63 |
97.54 |
97.59 |
+0.09 |
78,105 |
170,644 |
-4,499 |
Total Volume and Open Interest |
878,685 |
2,298,252 |
+37,132 |
3-Mth Euribor(LIFFE) |
Mar10 |
100122 |
99.330 |
99.350 |
99.305 |
99.315 |
-0.010 |
130,107 |
790,157 |
+1,335 |
Jun10 |
100122 |
99.100 |
99.125 |
99.075 |
99.090 |
+0.005 |
210,370 |
799,383 |
+16,315 |
Sep10 |
100122 |
98.820 |
98.850 |
98.800 |
98.815 |
+0.020 |
208,931 |
601,805 |
-5,427 |
Total Volume and Open Interest |
1,147,273 |
3,780,563 |
+26,345 |
3-Mth Aus T-Bills(SFE) |
Mar10 |
100122 |
95.49 |
95.55 |
95.47 |
95.55 |
+0.05 |
21,030 |
284,634 |
+4,215 |
Jun10 |
100122 |
95.15 |
95.23 |
95.12 |
95.21 |
+0.06 |
19,258 |
205,349 |
+4,325 |
Sep10 |
100122 |
94.90 |
95.00 |
94.88 |
94.98 |
+0.07 |
11,057 |
106,150 |
+3,211 |
Dec10 |
100122 |
94.69 |
94.83 |
94.69 |
94.80 |
+0.08 |
6,778 |
91,724 |
+4,625 |
Mar11 |
100122 |
94.53 |
94.67 |
94.52 |
94.64 |
+0.09 |
1,604 |
31,781 |
+570 |
Jun11 |
100122 |
94.36 |
94.52 |
94.36 |
94.49 |
+0.08 |
254 |
24,552 |
-311 |
Sep11 |
100122 |
94.24 |
94.41 |
94.24 |
94.38 |
+0.10 |
586 |
16,916 |
+235 |
Dec11 |
100122 |
94.27 |
94.32 |
94.27 |
94.30 |
+0.11 |
126 |
8,116 |
+23 |
Mar12 |
100122 |
94.24 |
94.24 |
94.24 |
94.24 |
+0.10 |
0 |
3,169 |
+0 |
Jun12 |
100122 |
94.22 |
94.22 |
94.22 |
94.22 |
+0.10 |
0 |
1,186 |
+0 |
Total Volume and Open Interest |
60,693 |
774,595 |
+16,893 |
10-Year Aus T-Bonds(SFE) |
Mar10 |
100122 |
94.39 |
94.51 |
94.38 |
94.50 |
+0.10 |
31,769 |
338,115 |
-2,149 |
Jun10 |
100122 |
94.50 |
94.50 |
94.50 |
94.50 |
+0.10 |
|
|
|
Total Volume and Open Interest |
31,769 |
338,115 |
-2,149 |
3-Year Aus T-Bonds(SFE) |
Mar10 |
100122 |
94.87 |
95.00 |
94.85 |
94.98 |
+0.10 |
154,452 |
567,786 |
+23,517 |
Jun10 |
100122 |
94.98 |
94.98 |
94.98 |
94.98 |
+0.10 |
|
|
|
Total Volume and Open Interest |
154,452 |
567,786 |
+23,517 |
Gold(CMX) |
Feb10 |
100122 |
1095.4 |
1098.9 |
1081.9 |
1089.7 |
-13.5 |
271,810 |
197,322 |
-19,232 |
Apr10 |
100122 |
1095.9 |
1100.0 |
1083.0 |
1090.8 |
-13.4 |
48,792 |
164,706 |
+16,571 |
Jun10 |
100122 |
1095.5 |
1099.9 |
1084.0 |
1091.7 |
-13.4 |
2,206 |
50,260 |
-157 |
Aug10 |
100122 |
1097.6 |
1100.5 |
1087.0 |
1092.6 |
-13.3 |
1,150 |
22,281 |
+429 |
Oct10 |
100122 |
1093.3 |
1093.3 |
1093.3 |
1093.3 |
-13.3 |
60 |
7,260 |
+59 |
Dec10 |
100122 |
1098.7 |
1102.2 |
1087.0 |
1094.4 |
-13.3 |
2,177 |
29,362 |
-293 |
Feb11 |
100122 |
1099.4 |
1099.4 |
1096.0 |
1096.0 |
-13.3 |
27 |
7,947 |
+27 |
Apr11 |
100122 |
1098.0 |
1098.0 |
1098.0 |
1098.0 |
-13.3 |
3 |
4,039 |
+1 |
Jun11 |
100122 |
445.3 |
445.3 |
445.3 |
445.3 |
-13.4 |
0 |
7,170 |
+0 |
Aug11 |
100122 |
1103.6 |
1103.6 |
1103.6 |
1103.6 |
-13.5 |
0 |
1,486 |
+0 |
Oct11 |
100122 |
1106.8 |
1106.8 |
1106.8 |
1106.8 |
-13.7 |
0 |
1,360 |
+0 |
Dec11 |
100122 |
1111.2 |
1117.0 |
1106.6 |
1110.5 |
-13.9 |
87 |
10,932 |
+32 |
Total Volume and Open Interest |
327,311 |
525,340 |
-2,424 |
Silver(CMX) |
Mar10 |
100122 |
1745.5 |
1752.0 |
1688.0 |
1693.2 |
-57.8 |
50,924 |
73,803 |
-1,384 |
May10 |
100122 |
1743.5 |
1751.0 |
1695.0 |
1695.2 |
-57.9 |
3,754 |
15,772 |
+1,618 |
Jul10 |
100122 |
1747.0 |
1753.0 |
1697.0 |
1697.0 |
-57.8 |
666 |
9,794 |
+279 |
Sep10 |
100122 |
1743.5 |
1743.5 |
1698.7 |
1698.7 |
-57.9 |
15 |
2,879 |
+11 |
Dec10 |
100122 |
1748.5 |
1750.0 |
1698.0 |
1701.3 |
-58.1 |
572 |
11,088 |
+282 |
Mar11 |
100122 |
1745.0 |
1745.0 |
1704.0 |
1704.0 |
-58.3 |
5 |
771 |
+4 |
May11 |
100122 |
1702.0 |
1712.0 |
1702.0 |
1705.8 |
-58.5 |
13 |
1,718 |
+3 |
Total Volume and Open Interest |
56,203 |
126,941 |
+721 |
Platinum(NYMEX) |
Jan10 |
100122 |
1560.7 |
1560.7 |
1530.7 |
1536.4 |
-50.7 |
1 |
12 |
-6 |
Apr10 |
100122 |
1592.3 |
1594.0 |
1521.1 |
1544.5 |
-47.6 |
3,763 |
32,464 |
-600 |
Jul10 |
100122 |
1567.0 |
1569.7 |
1524.0 |
1544.3 |
-47.6 |
27 |
1,322 |
+20 |
Oct10 |
100122 |
1530.0 |
1544.3 |
1525.0 |
1544.3 |
-50.7 |
1 |
22 |
+1 |
Total Volume and Open Interest |
3,796 |
33,860 |
-585 |
Palladium(NYMEX) |
Mar10 |
100122 |
450.00 |
451.00 |
425.00 |
440.10 |
-13.85 |
2,822 |
22,730 |
+120 |
Jun10 |
100122 |
445.00 |
445.00 |
425.15 |
440.05 |
-13.85 |
56 |
833 |
-11 |
Sep10 |
100122 |
452.05 |
452.05 |
424.10 |
441.35 |
-12.55 |
2 |
18 |
-4 |
Total Volume and Open Interest |
2,880 |
23,590 |
+105 |
Copper(CMX) |
Mar10 |
100122 |
329.15 |
337.35 |
326.70 |
334.70 |
+5.20 |
37,495 |
96,876 |
+13 |
May10 |
100122 |
330.90 |
338.40 |
328.00 |
335.90 |
+5.20 |
2,604 |
20,756 |
-490 |
Jul10 |
100122 |
331.30 |
338.20 |
331.30 |
336.65 |
+5.20 |
641 |
11,001 |
+448 |
Sep10 |
100122 |
330.00 |
336.80 |
330.00 |
336.80 |
+5.25 |
154 |
4,471 |
-16 |
Dec10 |
100122 |
334.00 |
336.50 |
330.00 |
336.50 |
+5.25 |
152 |
4,336 |
+64 |
Total Volume and Open Interest |
41,726 |
141,831 |
+50 |
DJIA Index(CBOT) |
Mar10 |
100122 |
10323 |
10375 |
10120 |
10151 |
-187 |
622 |
12,667 |
+66 |
Jun10 |
100122 |
10147 |
10147 |
10090 |
10090 |
-187 |
2 |
12 |
-1 |
Sep10 |
100122 |
10031 |
10218 |
10031 |
10031 |
-187 |
|
|
|
Dec10 |
100122 |
9981 |
10168 |
9981 |
9981 |
-187 |
|
|
|
Total Volume and Open Interest |
624 |
12,679 |
+65 |
S & P 500(CME) |
Mar10 |
100122 |
1110.10 |
1115.70 |
1086.50 |
1091.00 |
-20.10 |
35,209 |
339,203 |
+2,138 |
Jun10 |
100122 |
1090.00 |
1107.20 |
1081.20 |
1086.10 |
-20.10 |
1,430 |
3,700 |
+728 |
Sep10 |
100122 |
1082.00 |
1102.30 |
1076.30 |
1081.20 |
-20.10 |
450 |
847 |
+400 |
Dec10 |
100122 |
1077.20 |
1098.80 |
1072.80 |
1077.20 |
-20.60 |
0 |
10 |
+0 |
Total Volume and Open Interest |
37,089 |
343,761 |
+3,266 |
S & P 500 E-Mini(Globex) |
Mar10 |
100122 |
1109.75 |
1115.75 |
1086.25 |
1091.00 |
-20.00 |
3,438,955 |
2,536,905 |
+54,733 |
Jun10 |
100122 |
1104.00 |
1110.50 |
1081.50 |
1086.00 |
-20.25 |
2,775 |
7,778 |
+466 |
Total Volume and Open Interest |
3,441,749 |
2,546,095 |
+55,205 |
NASDAQ 100(CME) |
Mar10 |
100122 |
1839.30 |
1848.80 |
1789.00 |
1797.80 |
-43.20 |
2,684 |
14,653 |
+562 |
Jun10 |
100122 |
1795.30 |
1825.00 |
1795.30 |
1795.30 |
-43.00 |
0 |
625 |
+0 |
Sep10 |
100122 |
1794.30 |
1795.30 |
1794.30 |
1794.30 |
-43.00 |
|
|
|
Total Volume and Open Interest |
2,684 |
15,278 |
+562 |
NASDAQ 100 E-Mini(Globex) |
Mar10 |
100122 |
1841.30 |
1849.30 |
1789.50 |
1797.80 |
-43.20 |
501,308 |
325,303 |
+8,628 |
Jun10 |
100122 |
1839.30 |
1844.80 |
1787.80 |
1795.30 |
-43.00 |
849 |
3,739 |
+596 |
Total Volume and Open Interest |
502,158 |
329,045 |
+9,225 |
S & P Midcap 400(CME) |
Mar10 |
100122 |
734.00 |
737.00 |
718.50 |
721.00 |
-13.40 |
17 |
1,491 |
-4 |
Jun10 |
100122 |
718.90 |
718.90 |
718.90 |
718.90 |
-13.40 |
|
|
|
Sep10 |
100122 |
716.90 |
716.90 |
716.90 |
716.90 |
-13.40 |
|
|
|
Total Volume and Open Interest |
17 |
1,491 |
-4 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar10 |
100122 |
10655 |
10660 |
10370 |
10380 |
-255 |
14,814 |
39,874 |
+114 |
Jun10 |
100122 |
10380 |
10395 |
10380 |
10380 |
-255 |
|
|
|
Total Volume and Open Interest |
14,814 |
39,874 |
+114 |
Nikkei 225(SGX) |
Mar10 |
100122 |
10830 |
10850 |
10515 |
10595 |
-240 |
146,004 |
190,901 |
+1,765 |
Jun10 |
100122 |
11565 |
11565 |
10480 |
10540 |
-240 |
12 |
1,403 |
+31 |
Sep10 |
100122 |
10545 |
10545 |
10545 |
10545 |
-240 |
0 |
55 |
+0 |
Total Volume and Open Interest |
146,017 |
194,369 |
+2,064 |
CAC 40(EURONEXT) |
Feb10 |
100122 |
3837.5 |
3860.5 |
3786.0 |
3821.5 |
-42.0 |
155,020 |
344,397 |
-1,659 |
Mar10 |
100122 |
3839.0 |
3860.0 |
3787.5 |
3822.0 |
-41.5 |
1,695 |
80,120 |
+445 |
Apr10 |
100122 |
3817.0 |
3817.0 |
3817.0 |
3817.0 |
-43.0 |
|
|
|
Total Volume and Open Interest |
156,715 |
426,541 |
-1,214 |
Hang Seng Index(HKFE) |
Jan10 |
100122 |
20460 |
20726 |
20208 |
20664 |
-79 |
101,691 |
76,532 |
-2,283 |
Feb10 |
100122 |
20457 |
20715 |
20200 |
20657 |
-71 |
2,904 |
5,777 |
+1,695 |
Mar10 |
100122 |
20428 |
20639 |
20145 |
20610 |
-79 |
441 |
5,552 |
+245 |
Total Volume and Open Interest |
105,155 |
88,794 |
-347 |
DAX(EUREX) |
Mar10 |
100122 |
5726.0 |
5744.5 |
5565.0 |
5702.5 |
-46.5 |
242,266 |
145,604 |
-4,310 |
Jun10 |
100122 |
5735.5 |
5747.0 |
5579.0 |
5711.5 |
-46.5 |
255 |
9,492 |
+108 |
Sep10 |
100122 |
5689.0 |
5721.5 |
5602.0 |
5721.5 |
-47.0 |
34 |
647 |
+9 |
Total Volume and Open Interest |
242,555 |
155,743 |
-4,193 |
FT-SE 100(EURONEXT) |
Mar10 |
100122 |
5274.00 |
5301.50 |
5146.00 |
5263.00 |
-32.00 |
157,973 |
663,465 |
-1,478 |
Jun10 |
100122 |
5240.50 |
5240.50 |
5183.00 |
5213.50 |
-32.00 |
0 |
2,375 |
+0 |
Sep10 |
100122 |
5175.50 |
5175.50 |
5175.50 |
5175.50 |
-33.00 |
0 |
323 |
+0 |
Total Volume and Open Interest |
157,973 |
666,754 |
-1,478 |
SPI 200(SFE) |
Mar10 |
100122 |
4805.0 |
4808.0 |
4669.0 |
4706.0 |
-95.0 |
47,068 |
197,163 |
+3,450 |
Jun10 |
100122 |
4729.0 |
4729.0 |
4729.0 |
4729.0 |
-96.0 |
0 |
1,740 |
+0 |
Sep10 |
100122 |
4729.0 |
4729.0 |
4729.0 |
4729.0 |
-96.0 |
0 |
2,038 |
+0 |
Total Volume and Open Interest |
47,206 |
201,872 |
+3,588 |
GSCI(CME) |
Feb10 |
100122 |
506.10 |
507.00 |
500.00 |
501.50 |
-7.40 |
341 |
17,983 |
-107 |
Mar10 |
100122 |
505.00 |
510.00 |
504.00 |
505.00 |
-7.25 |
2 |
0 |
+0 |
Apr10 |
100122 |
508.00 |
513.00 |
507.00 |
508.00 |
-7.25 |
2 |
0 |
+0 |
Total Volume and Open Interest |
345 |
17,983 |
-107 |
Reuters CCI(ICE) |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
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