|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed January 27, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar10 |
100127 |
945.75 |
946.50 |
928.50 |
929.00 |
-18.50 |
81,769 |
220,120 |
-5,761 |
May10 |
100127 |
954.75 |
955.50 |
938.00 |
938.50 |
-18.50 |
27,761 |
73,733 |
+1,012 |
Jul10 |
100127 |
962.25 |
962.50 |
945.25 |
945.50 |
-18.50 |
21,659 |
64,213 |
-1,301 |
Aug10 |
100127 |
953.00 |
957.00 |
939.00 |
939.00 |
-18.00 |
233 |
1,961 |
+36 |
Sep10 |
100127 |
929.25 |
939.50 |
924.75 |
924.75 |
-14.75 |
240 |
1,825 |
-97 |
Nov10 |
100127 |
928.75 |
929.00 |
914.00 |
915.25 |
-14.00 |
9,560 |
83,159 |
+1,787 |
Jan11 |
100127 |
930.50 |
932.50 |
923.50 |
924.75 |
-14.00 |
206 |
5,256 |
+35 |
Total Volume and Open Interest |
141,745 |
457,213 |
-4,221 |
Soybean Meal(CBOT) |
Mar10 |
100127 |
286.70 |
286.90 |
280.50 |
281.30 |
-6.10 |
27,363 |
74,439 |
+949 |
May10 |
100127 |
279.50 |
279.50 |
273.30 |
274.50 |
-6.00 |
10,074 |
38,340 |
+322 |
Jul10 |
100127 |
278.50 |
278.50 |
272.70 |
273.50 |
-6.00 |
5,501 |
27,665 |
+1,239 |
Aug10 |
100127 |
274.20 |
274.40 |
271.00 |
271.10 |
-5.90 |
519 |
7,270 |
+122 |
Sep10 |
100127 |
270.50 |
273.40 |
267.00 |
267.70 |
-5.70 |
394 |
8,047 |
+68 |
Oct10 |
100127 |
265.50 |
265.50 |
262.00 |
262.20 |
-4.90 |
174 |
4,124 |
-7 |
Dec10 |
100127 |
265.00 |
265.20 |
260.50 |
261.10 |
-4.80 |
1,435 |
16,592 |
+390 |
Jan11 |
100127 |
266.00 |
267.20 |
262.40 |
262.40 |
-4.80 |
10 |
911 |
-1 |
Total Volume and Open Interest |
45,475 |
179,176 |
+3,087 |
Soybean Oil(CBOT) |
Mar10 |
100127 |
36.68 |
36.74 |
36.20 |
36.32 |
-0.45 |
34,403 |
123,993 |
-112 |
May10 |
100127 |
37.13 |
37.20 |
36.65 |
36.77 |
-0.46 |
11,664 |
42,989 |
+3,135 |
Jul10 |
100127 |
37.50 |
37.59 |
37.07 |
37.20 |
-0.45 |
6,876 |
33,311 |
+1,461 |
Aug10 |
100127 |
37.54 |
37.81 |
37.26 |
37.36 |
-0.45 |
135 |
2,782 |
+23 |
Sep10 |
100127 |
37.65 |
37.73 |
37.41 |
37.49 |
-0.45 |
380 |
4,334 |
+40 |
Oct10 |
100127 |
37.76 |
37.84 |
37.50 |
37.59 |
-0.44 |
317 |
2,336 |
-22 |
Dec10 |
100127 |
38.12 |
38.19 |
37.76 |
37.89 |
-0.44 |
1,297 |
21,255 |
+6 |
Jan11 |
100127 |
38.19 |
38.63 |
38.19 |
38.19 |
-0.44 |
2 |
34 |
-1 |
Total Volume and Open Interest |
55,074 |
231,137 |
+4,530 |
Canola(WCE) |
Mar10 |
100127 |
383.3 |
383.3 |
376.5 |
376.9 |
-6.7 |
5,696 |
84,483 |
-101 |
May10 |
100127 |
389.5 |
389.5 |
383.0 |
383.4 |
-6.5 |
1,016 |
16,892 |
+533 |
Jul10 |
100127 |
393.2 |
394.5 |
388.4 |
388.4 |
-6.4 |
920 |
11,832 |
+457 |
Nov10 |
100127 |
401.1 |
401.4 |
396.2 |
396.2 |
-6.4 |
334 |
10,297 |
+102 |
Jan11 |
100127 |
399.5 |
399.5 |
399.5 |
399.5 |
-6.4 |
0 |
282 |
+0 |
Total Volume and Open Interest |
7,966 |
123,985 |
+991 |
Corn(CBOT) |
Mar10 |
100127 |
362.25 |
363.50 |
358.25 |
358.25 |
-4.00 |
106,613 |
466,458 |
-2,691 |
May10 |
100127 |
373.00 |
374.25 |
369.00 |
369.25 |
-4.00 |
23,812 |
178,030 |
+2,345 |
Jul10 |
100127 |
382.50 |
383.75 |
378.25 |
378.50 |
-4.25 |
16,963 |
149,345 |
+3,370 |
Sep10 |
100127 |
389.50 |
391.00 |
385.25 |
385.25 |
-4.25 |
2,600 |
48,398 |
+161 |
Dec10 |
100127 |
395.25 |
397.00 |
391.75 |
391.75 |
-3.75 |
15,623 |
241,939 |
+662 |
Mar11 |
100127 |
406.00 |
406.00 |
402.00 |
402.25 |
-3.50 |
667 |
20,289 |
+121 |
Total Volume and Open Interest |
167,159 |
1,135,793 |
+4,048 |
Wheat(CBOT) |
Mar10 |
100127 |
493.50 |
495.00 |
483.00 |
483.75 |
-10.25 |
30,418 |
182,370 |
-3,178 |
May10 |
100127 |
505.75 |
508.00 |
496.75 |
497.75 |
-10.00 |
10,476 |
61,655 |
+3,018 |
Jul10 |
100127 |
518.50 |
520.00 |
508.50 |
509.50 |
-10.25 |
3,156 |
71,256 |
+15 |
Sep10 |
100127 |
535.00 |
535.00 |
524.50 |
525.00 |
-10.00 |
1,236 |
20,083 |
+147 |
Dec10 |
100127 |
561.00 |
561.00 |
551.00 |
552.00 |
-9.00 |
3,287 |
55,634 |
-656 |
Total Volume and Open Interest |
49,333 |
401,938 |
-203 |
Wheat(KCBT) |
Mar10 |
100127 |
498.00 |
500.00 |
490.00 |
490.50 |
-9.00 |
9,427 |
52,293 |
-336 |
May10 |
100127 |
511.00 |
511.75 |
502.25 |
502.50 |
-9.00 |
3,294 |
20,340 |
+1,093 |
Jul10 |
100127 |
521.75 |
523.50 |
514.00 |
514.25 |
-9.00 |
1,931 |
31,704 |
+651 |
Sep10 |
100127 |
530.50 |
530.50 |
526.25 |
526.25 |
-9.00 |
560 |
4,519 |
+226 |
Dec10 |
100127 |
553.00 |
553.25 |
544.00 |
544.00 |
-9.00 |
1,439 |
40,909 |
+806 |
Total Volume and Open Interest |
16,671 |
151,085 |
+2,447 |
Wheat(MGE) |
Mar10 |
100127 |
510.00 |
511.25 |
504.00 |
504.75 |
-5.50 |
2,148 |
16,499 |
-36 |
May10 |
100127 |
522.25 |
522.75 |
515.25 |
516.50 |
-5.75 |
653 |
7,678 |
+117 |
Jul10 |
100127 |
533.00 |
534.25 |
527.00 |
527.75 |
-5.75 |
494 |
10,877 |
+28 |
Sep10 |
100127 |
545.00 |
546.25 |
538.25 |
540.00 |
-5.50 |
216 |
4,772 |
+19 |
Dec10 |
100127 |
562.50 |
564.00 |
555.00 |
556.25 |
-7.50 |
447 |
6,003 |
-279 |
Total Volume and Open Interest |
4,051 |
46,762 |
-91 |
Oats(CBOT) |
Mar10 |
100127 |
233.00 |
233.00 |
227.00 |
228.75 |
-3.00 |
484 |
7,898 |
-46 |
May10 |
100127 |
239.00 |
240.75 |
235.75 |
237.50 |
-3.25 |
92 |
2,701 |
+18 |
Jul10 |
100127 |
244.00 |
248.25 |
243.00 |
245.00 |
-3.25 |
18 |
1,099 |
+0 |
Sep10 |
100127 |
252.50 |
255.75 |
252.50 |
252.50 |
-3.25 |
0 |
370 |
+0 |
Total Volume and Open Interest |
610 |
13,259 |
-15 |
Rough Rice(CBOT) |
Mar10 |
100127 |
14.11 |
14.27 |
13.98 |
14.01 |
-0.10 |
343 |
10,844 |
-85 |
May10 |
100127 |
14.39 |
14.53 |
14.28 |
14.29 |
-0.11 |
119 |
1,643 |
-1 |
Jul10 |
100127 |
14.62 |
14.67 |
14.53 |
14.53 |
-0.10 |
34 |
677 |
+0 |
Sep10 |
100127 |
13.67 |
13.68 |
13.49 |
13.58 |
-0.10 |
33 |
952 |
-17 |
Total Volume and Open Interest |
535 |
15,031 |
-105 |
Live Cattle(CME) |
Feb10 |
100127 |
85.550 |
85.800 |
85.150 |
85.385 |
-0.150 |
9,186 |
46,907 |
-2,629 |
Apr10 |
100127 |
89.330 |
89.680 |
88.800 |
88.980 |
-0.350 |
16,471 |
132,583 |
+707 |
Jun10 |
100127 |
87.450 |
87.800 |
87.035 |
87.200 |
-0.250 |
5,942 |
67,003 |
+1,208 |
Aug10 |
100127 |
87.150 |
87.350 |
86.700 |
86.930 |
-0.250 |
2,230 |
18,978 |
+894 |
Oct10 |
100127 |
89.650 |
89.750 |
89.135 |
89.350 |
-0.285 |
606 |
13,656 |
+313 |
Dec10 |
100127 |
89.900 |
90.100 |
89.550 |
89.700 |
-0.250 |
195 |
3,187 |
+147 |
Total Volume and Open Interest |
34,702 |
284,138 |
+698 |
Feeder Cattle(CME) |
Jan10 |
100127 |
96.600 |
96.785 |
96.535 |
96.650 |
unch |
352 |
2,139 |
-100 |
Mar10 |
100127 |
98.980 |
99.350 |
98.100 |
98.535 |
-0.445 |
3,296 |
18,529 |
+493 |
Apr10 |
100127 |
100.230 |
100.730 |
99.550 |
100.000 |
-0.385 |
724 |
5,011 |
+259 |
May10 |
100127 |
100.800 |
101.150 |
100.100 |
100.580 |
-0.250 |
343 |
5,954 |
+46 |
Aug10 |
100127 |
101.950 |
102.250 |
101.450 |
101.930 |
-0.270 |
554 |
2,737 |
+152 |
Sep10 |
100127 |
102.000 |
102.000 |
101.450 |
101.600 |
-0.400 |
37 |
132 |
+41 |
Oct10 |
100127 |
101.500 |
101.850 |
101.000 |
101.850 |
-0.150 |
32 |
106 |
+29 |
Total Volume and Open Interest |
5,344 |
34,630 |
+926 |
Lean Hogs(CME) |
Feb10 |
100127 |
66.400 |
67.135 |
65.950 |
66.580 |
+0.105 |
9,194 |
22,215 |
-2,491 |
Apr10 |
100127 |
68.680 |
69.385 |
68.300 |
68.950 |
+0.270 |
16,625 |
87,614 |
-1,843 |
May10 |
100127 |
73.300 |
73.500 |
72.580 |
73.400 |
+0.300 |
299 |
4,661 |
-64 |
Jun10 |
100127 |
76.830 |
77.250 |
76.350 |
76.950 |
+0.150 |
5,732 |
47,028 |
+1,449 |
Jul10 |
100127 |
75.650 |
75.900 |
75.100 |
75.885 |
+0.410 |
1,165 |
15,116 |
-73 |
Aug10 |
100127 |
74.200 |
74.800 |
73.885 |
74.500 |
+0.150 |
624 |
11,620 |
+116 |
Oct10 |
100127 |
65.150 |
65.400 |
64.725 |
65.285 |
+0.085 |
174 |
5,665 |
+39 |
Dec10 |
100127 |
63.000 |
63.150 |
62.500 |
63.150 |
+0.150 |
282 |
3,069 |
+81 |
Total Volume and Open Interest |
34,117 |
197,396 |
-2,798 |
Pork Bellies(CME) |
Feb10 |
100127 |
81.500 |
83.000 |
81.350 |
81.700 |
+0.300 |
53 |
145 |
-19 |
Mar10 |
100127 |
82.350 |
82.800 |
81.600 |
82.500 |
+1.100 |
11 |
117 |
+4 |
May10 |
100127 |
85.000 |
85.100 |
84.600 |
84.800 |
+0.300 |
11 |
132 |
-2 |
Jul10 |
100127 |
88.500 |
88.500 |
88.400 |
88.500 |
unch |
26 |
47 |
+3 |
Aug10 |
100127 |
85.135 |
85.135 |
85.135 |
85.135 |
unch |
0 |
16 |
+0 |
Total Volume and Open Interest |
101 |
457 |
-14 |
Class III Milk(CME) |
Jan10 |
100127 |
14.53 |
14.55 |
14.53 |
14.54 |
unch |
80 |
4,226 |
+2 |
Feb10 |
100127 |
14.16 |
14.20 |
14.11 |
14.15 |
unch |
161 |
4,113 |
+73 |
Mar10 |
100127 |
13.99 |
14.03 |
13.62 |
13.68 |
-0.27 |
217 |
3,703 |
+56 |
Apr10 |
100127 |
14.07 |
14.07 |
13.66 |
13.70 |
-0.35 |
127 |
2,965 |
+19 |
May10 |
100127 |
14.37 |
14.37 |
13.95 |
13.96 |
-0.42 |
159 |
2,355 |
+94 |
Total Volume and Open Interest |
1,257 |
28,967 |
+448 |
Cocoa(ICE) |
Mar10 |
100127 |
3357 |
3370 |
3172 |
3268 |
-95 |
9,945 |
61,711 |
-3,249 |
May10 |
100127 |
3379 |
3406 |
3221 |
3308 |
-91 |
5,053 |
42,535 |
+2,863 |
Jul10 |
100127 |
3407 |
3414 |
3240 |
3322 |
-87 |
913 |
11,592 |
+437 |
Sep10 |
100127 |
3412 |
3414 |
3253 |
3332 |
-83 |
331 |
7,592 |
+144 |
Dec10 |
100127 |
3383 |
3410 |
3246 |
3332 |
-72 |
219 |
5,962 |
-82 |
Mar11 |
100127 |
3410 |
3410 |
3248 |
3335 |
-68 |
61 |
8,173 |
+28 |
May11 |
100127 |
3410 |
3410 |
3248 |
3327 |
-78 |
98 |
4,318 |
-5 |
Total Volume and Open Interest |
16,645 |
144,201 |
+161 |
Coffee "C"(ICE) |
Mar10 |
100127 |
138.00 |
139.00 |
133.35 |
133.55 |
-4.70 |
10,918 |
71,454 |
-1,074 |
May10 |
100127 |
140.00 |
140.90 |
135.25 |
135.45 |
-4.65 |
2,910 |
30,400 |
+408 |
Jul10 |
100127 |
141.45 |
142.40 |
136.95 |
137.10 |
-4.70 |
600 |
9,579 |
-17 |
Sep10 |
100127 |
142.85 |
143.80 |
138.60 |
138.65 |
-4.55 |
389 |
7,566 |
+208 |
Dec10 |
100127 |
145.00 |
145.75 |
140.55 |
140.55 |
-4.35 |
390 |
7,323 |
+73 |
Mar11 |
100127 |
146.35 |
147.50 |
142.35 |
142.35 |
-4.25 |
56 |
3,082 |
+40 |
Total Volume and Open Interest |
15,312 |
130,012 |
-359 |
Orange Juice(ICE) |
Mar10 |
100127 |
142.85 |
147.05 |
142.85 |
146.15 |
+3.30 |
637 |
22,527 |
+111 |
May10 |
100127 |
147.50 |
150.20 |
147.50 |
149.55 |
+3.30 |
224 |
7,545 |
+124 |
Jul10 |
100127 |
149.75 |
152.30 |
149.75 |
152.10 |
+3.15 |
70 |
3,756 |
+55 |
Sep10 |
100127 |
151.25 |
153.20 |
151.25 |
153.00 |
+3.05 |
10 |
1,072 |
-4 |
Nov10 |
100127 |
153.75 |
153.75 |
153.35 |
153.55 |
+3.30 |
6 |
386 |
+4 |
Jan11 |
100127 |
156.00 |
156.00 |
155.60 |
155.80 |
+3.35 |
4 |
582 |
+4 |
Total Volume and Open Interest |
953 |
36,065 |
+296 |
Sugar #11(ICE) |
Mar10 |
100127 |
29.30 |
29.40 |
28.16 |
28.36 |
-0.94 |
38,705 |
264,548 |
-6,778 |
May10 |
100127 |
28.10 |
28.27 |
27.11 |
27.36 |
-0.81 |
25,202 |
168,677 |
-1,136 |
Jul10 |
100127 |
24.00 |
24.16 |
23.42 |
23.71 |
-0.38 |
9,984 |
156,557 |
-611 |
Oct10 |
100127 |
21.80 |
21.90 |
21.20 |
21.48 |
-0.37 |
3,995 |
135,504 |
+29,721 |
Mar11 |
100127 |
20.08 |
20.33 |
19.55 |
19.86 |
-0.31 |
3,112 |
51,004 |
-960 |
Total Volume and Open Interest |
82,050 |
847,442 |
+20,297 |
London Cocoa(LCE) |
London Sugar(LCE) |
Cotton(ICE) |
Mar10 |
100127 |
70.01 |
70.28 |
69.03 |
69.23 |
-0.59 |
12,312 |
92,793 |
-2,595 |
May10 |
100127 |
71.27 |
71.60 |
70.38 |
70.61 |
-0.55 |
4,279 |
32,121 |
+853 |
Jul10 |
100127 |
72.50 |
72.55 |
71.40 |
71.68 |
-0.42 |
1,939 |
25,118 |
-320 |
Oct10 |
100127 |
70.86 |
70.86 |
70.86 |
70.86 |
-0.44 |
0 |
172 |
+0 |
Dec10 |
100127 |
72.00 |
72.00 |
70.87 |
70.99 |
-0.56 |
1,102 |
19,880 |
+1,233 |
Mar11 |
100127 |
72.79 |
72.79 |
72.79 |
72.79 |
-0.56 |
3 |
334 |
-3 |
Total Volume and Open Interest |
19,646 |
171,297 |
-832 |
Lumber(CME) |
Mar10 |
100127 |
247.9 |
249.1 |
237.5 |
237.6 |
-9.5 |
208 |
6,338 |
-10 |
May10 |
100127 |
270.0 |
270.4 |
260.7 |
262.4 |
-8.3 |
90 |
2,857 |
+44 |
Jul10 |
100127 |
274.5 |
274.5 |
267.5 |
267.8 |
-8.3 |
19 |
878 |
+5 |
Sep10 |
100127 |
271.7 |
274.8 |
269.0 |
269.0 |
-5.9 |
6 |
406 |
+4 |
Total Volume and Open Interest |
323 |
10,488 |
+43 |
Crude Oil(NYM) |
Mar10 |
100127 |
74.69 |
75.09 |
72.65 |
73.67 |
-1.04 |
256,207 |
352,878 |
-7,031 |
Apr10 |
100127 |
75.19 |
75.51 |
73.14 |
74.15 |
-1.00 |
60,873 |
131,555 |
+1,659 |
May10 |
100127 |
75.65 |
76.02 |
73.87 |
74.75 |
-0.98 |
29,897 |
82,949 |
+5,507 |
Jun10 |
100127 |
76.10 |
76.57 |
74.30 |
75.32 |
-0.97 |
35,752 |
125,062 |
+979 |
Jul10 |
100127 |
76.78 |
77.17 |
75.11 |
75.89 |
-0.96 |
10,313 |
42,190 |
-595 |
Aug10 |
100127 |
75.56 |
76.43 |
75.56 |
76.41 |
-0.97 |
5,860 |
18,457 |
-566 |
Sep10 |
100127 |
77.50 |
78.04 |
76.18 |
76.89 |
-0.98 |
5,185 |
28,540 |
-291 |
Oct10 |
100127 |
78.50 |
78.50 |
76.48 |
77.36 |
-0.99 |
2,408 |
20,007 |
+535 |
Nov10 |
100127 |
77.84 |
77.84 |
77.84 |
77.84 |
-0.99 |
1,989 |
25,311 |
+123 |
Dec10 |
100127 |
79.20 |
79.54 |
77.40 |
78.33 |
-1.00 |
27,920 |
187,768 |
+395 |
Jan11 |
100127 |
79.40 |
79.40 |
78.71 |
78.71 |
-0.99 |
1,339 |
21,167 |
+258 |
Feb11 |
100127 |
79.07 |
79.07 |
79.07 |
79.07 |
-0.98 |
1,444 |
12,556 |
+614 |
Mar11 |
100127 |
79.42 |
79.42 |
79.42 |
79.42 |
-0.98 |
1,038 |
8,202 |
+393 |
Apr11 |
100127 |
79.76 |
79.76 |
79.76 |
79.76 |
-0.98 |
100 |
10,029 |
+14 |
May11 |
100127 |
80.05 |
80.05 |
80.05 |
80.05 |
-0.97 |
96 |
3,893 |
-3 |
Jun11 |
100127 |
81.15 |
81.15 |
80.32 |
80.32 |
-0.96 |
544 |
21,886 |
+16 |
Total Volume and Open Interest |
455,173 |
1,320,661 |
+2,528 |
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 |
100127 |
74.650 |
75.100 |
72.650 |
73.675 |
-1.025 |
8,721 |
4,426 |
+324 |
Apr10 |
100127 |
75.050 |
75.475 |
73.300 |
74.150 |
-1.000 |
332 |
550 |
+68 |
May10 |
100127 |
75.625 |
75.900 |
73.800 |
74.750 |
-0.975 |
149 |
143 |
+91 |
Jun10 |
100127 |
76.400 |
76.550 |
74.450 |
75.325 |
-0.975 |
13 |
87 |
+9 |
Jul10 |
100127 |
75.275 |
75.900 |
75.275 |
75.900 |
-0.950 |
0 |
14 |
+0 |
Aug10 |
100127 |
76.400 |
76.400 |
76.400 |
76.400 |
-0.975 |
1 |
2 |
+0 |
Sep10 |
100127 |
76.900 |
76.900 |
76.900 |
76.900 |
-0.975 |
1 |
1 |
+1 |
Oct10 |
100127 |
77.350 |
77.350 |
77.350 |
77.350 |
-1.000 |
0 |
2 |
+0 |
Total Volume and Open Interest |
9,218 |
5,327 |
+493 |
Heating Oil(NYM) |
Feb10 |
100127 |
195.03 |
196.45 |
189.58 |
191.68 |
-3.40 |
26,608 |
25,186 |
-8,748 |
Mar10 |
100127 |
196.15 |
197.50 |
190.47 |
192.67 |
-3.49 |
45,834 |
95,952 |
+4,400 |
Apr10 |
100127 |
196.78 |
198.00 |
191.34 |
193.34 |
-3.45 |
11,822 |
36,538 |
+1,208 |
May10 |
100127 |
197.20 |
198.24 |
191.98 |
194.29 |
-3.20 |
6,690 |
24,322 |
+1,737 |
Jun10 |
100127 |
198.20 |
199.00 |
193.12 |
195.44 |
-2.99 |
6,454 |
37,442 |
+83 |
Jul10 |
100127 |
199.53 |
200.63 |
195.00 |
197.34 |
-2.94 |
1,211 |
12,950 |
+115 |
Aug10 |
100127 |
200.72 |
202.39 |
198.40 |
199.33 |
-2.90 |
442 |
6,559 |
-5 |
Sep10 |
100127 |
204.21 |
204.72 |
200.92 |
201.62 |
-2.86 |
441 |
10,101 |
+58 |
Oct10 |
100127 |
205.86 |
207.30 |
202.00 |
204.17 |
-2.91 |
315 |
8,861 |
-14 |
Nov10 |
100127 |
208.72 |
209.76 |
205.00 |
206.67 |
-2.96 |
337 |
6,357 |
+23 |
Dec10 |
100127 |
212.00 |
212.30 |
207.00 |
209.17 |
-3.01 |
2,766 |
19,275 |
+916 |
Jan11 |
100127 |
213.58 |
214.61 |
209.44 |
211.62 |
-3.03 |
485 |
9,701 |
+199 |
Total Volume and Open Interest |
103,761 |
315,328 |
+82 |
Gasoline(NYMEX) |
Feb10 |
100127 |
197.00 |
198.07 |
191.15 |
193.92 |
-2.82 |
22,178 |
17,777 |
-6,988 |
Mar10 |
100127 |
198.00 |
198.96 |
191.85 |
194.74 |
-2.93 |
46,879 |
92,982 |
-1,896 |
Apr10 |
100127 |
207.27 |
208.14 |
201.89 |
204.42 |
-2.82 |
15,368 |
40,346 |
-817 |
May10 |
100127 |
208.20 |
208.90 |
202.43 |
205.30 |
-2.77 |
6,328 |
26,039 |
+1,315 |
Jun10 |
100127 |
208.22 |
208.87 |
202.76 |
205.60 |
-2.62 |
5,988 |
20,830 |
-342 |
Jul10 |
100127 |
208.02 |
208.02 |
202.40 |
205.29 |
-2.53 |
2,554 |
13,094 |
-97 |
Aug10 |
100127 |
207.21 |
207.21 |
203.39 |
204.62 |
-2.53 |
1,649 |
7,689 |
+218 |
Sep10 |
100127 |
205.04 |
206.34 |
202.42 |
203.77 |
-2.55 |
1,828 |
11,258 |
-73 |
Oct10 |
100127 |
197.03 |
197.03 |
192.73 |
194.07 |
-2.52 |
419 |
4,876 |
+15 |
Nov10 |
100127 |
195.50 |
195.50 |
192.41 |
193.66 |
-2.48 |
329 |
11,099 |
-2 |
Total Volume and Open Interest |
103,969 |
261,580 |
-8,747 |
e-miNY RBOB Gasoline(NYM) |
Feb10 |
100127 |
193.90 |
193.92 |
193.90 |
193.90 |
-2.80 |
0 |
6 |
+0 |
Mar10 |
100127 |
194.70 |
194.74 |
194.70 |
194.70 |
-3.00 |
0 |
6 |
+0 |
Apr10 |
100127 |
204.40 |
204.42 |
204.40 |
204.40 |
-2.80 |
|
|
|
May10 |
100127 |
205.30 |
205.30 |
205.30 |
205.30 |
-2.80 |
|
|
|
Total Volume and Open Interest |
0 |
12 |
+0 |
Natural Gas(NYM) |
Feb10 |
100127 |
5.460 |
5.482 |
5.223 |
5.274 |
-0.211 |
65,645 |
6,828 |
-16,141 |
Mar10 |
100127 |
5.400 |
5.440 |
5.182 |
5.224 |
-0.206 |
109,839 |
218,729 |
-5,119 |
Apr10 |
100127 |
5.385 |
5.420 |
5.166 |
5.206 |
-0.205 |
27,157 |
93,144 |
+2,901 |
May10 |
100127 |
5.430 |
5.460 |
5.217 |
5.258 |
-0.201 |
11,723 |
69,843 |
+1,417 |
Jun10 |
100127 |
5.475 |
5.498 |
5.287 |
5.329 |
-0.197 |
4,224 |
25,219 |
+278 |
Jul10 |
100127 |
5.574 |
5.574 |
5.376 |
5.413 |
-0.193 |
2,820 |
24,912 |
+212 |
Aug10 |
100127 |
5.610 |
5.610 |
5.448 |
5.485 |
-0.189 |
2,381 |
33,494 |
+41 |
Sep10 |
100127 |
5.641 |
5.641 |
5.487 |
5.518 |
-0.188 |
2,266 |
22,713 |
+319 |
Oct10 |
100127 |
5.738 |
5.757 |
5.582 |
5.623 |
-0.188 |
6,274 |
50,470 |
+433 |
Nov10 |
100127 |
6.076 |
6.076 |
5.931 |
5.958 |
-0.173 |
1,356 |
12,369 |
-303 |
Dec10 |
100127 |
6.446 |
6.471 |
6.284 |
6.313 |
-0.158 |
1,562 |
21,323 |
+144 |
Jan11 |
100127 |
6.701 |
6.702 |
6.513 |
6.541 |
-0.160 |
3,011 |
29,757 |
+589 |
Feb11 |
100127 |
6.592 |
6.596 |
6.494 |
6.501 |
-0.160 |
329 |
9,448 |
+97 |
Mar11 |
100127 |
6.427 |
6.427 |
6.294 |
6.316 |
-0.155 |
1,477 |
23,385 |
+103 |
Apr11 |
100127 |
5.954 |
5.955 |
5.850 |
5.876 |
-0.120 |
1,496 |
22,987 |
+510 |
May11 |
100127 |
5.900 |
5.900 |
5.835 |
5.851 |
-0.115 |
19 |
9,594 |
+5 |
Total Volume and Open Interest |
242,232 |
769,887 |
-14,648 |
Brent Crude Oil(ICE) |
Mar10 |
100127 |
73.20 |
73.62 |
71.28 |
72.24 |
-1.05 |
133,862 |
199,610 |
-7,397 |
Apr10 |
100127 |
73.67 |
74.20 |
71.91 |
72.86 |
-1.02 |
67,292 |
135,613 |
+117 |
May10 |
100127 |
74.44 |
74.85 |
72.60 |
73.54 |
-1.01 |
34,192 |
71,462 |
+8,753 |
Jun10 |
100127 |
75.05 |
75.51 |
73.38 |
74.22 |
-1.01 |
27,978 |
74,254 |
+5,068 |
Jul10 |
100127 |
75.49 |
76.11 |
73.99 |
74.84 |
-1.00 |
8,094 |
22,019 |
+1,347 |
Aug10 |
100127 |
76.24 |
76.61 |
74.96 |
75.41 |
-1.00 |
3,362 |
18,713 |
-141 |
Sep10 |
100127 |
76.48 |
77.12 |
75.25 |
75.94 |
-1.01 |
2,342 |
14,218 |
-46 |
Oct10 |
100127 |
76.96 |
77.60 |
75.57 |
76.44 |
-1.02 |
1,747 |
15,443 |
+197 |
Nov10 |
100127 |
77.43 |
78.07 |
76.24 |
76.94 |
-1.02 |
1,994 |
12,834 |
+36 |
Dec10 |
100127 |
78.31 |
78.60 |
76.55 |
77.44 |
-1.03 |
8,958 |
75,493 |
+472 |
Jan11 |
100127 |
77.96 |
77.96 |
77.92 |
77.92 |
-1.02 |
534 |
10,532 |
+132 |
Feb11 |
100127 |
78.37 |
78.37 |
78.37 |
78.37 |
-1.02 |
215 |
5,479 |
+18 |
Mar11 |
100127 |
78.79 |
78.79 |
78.79 |
78.79 |
-1.02 |
244 |
4,664 |
+12 |
Apr11 |
100127 |
79.21 |
79.21 |
79.21 |
79.21 |
-1.02 |
55 |
2,364 |
-18 |
Total Volume and Open Interest |
294,539 |
766,026 |
+9,000 |
Gas Oil(ICE) |
Feb10 |
100127 |
593.25 |
599.50 |
579.25 |
597.25 |
+1.00 |
36,172 |
100,506 |
+386 |
Mar10 |
100127 |
600.50 |
606.25 |
586.00 |
604.00 |
+0.50 |
48,592 |
136,221 |
+7,308 |
Apr10 |
100127 |
606.50 |
611.75 |
592.25 |
609.50 |
-0.25 |
16,383 |
61,070 |
+4,697 |
May10 |
100127 |
613.25 |
617.75 |
598.25 |
615.50 |
-0.25 |
6,821 |
33,910 |
+1,366 |
Jun10 |
100127 |
619.25 |
623.25 |
604.50 |
621.50 |
-0.25 |
8,849 |
45,113 |
+140 |
Jul10 |
100127 |
624.00 |
629.75 |
622.75 |
627.50 |
-0.25 |
3,562 |
22,229 |
-325 |
Aug10 |
100127 |
634.50 |
635.50 |
619.50 |
633.75 |
-0.50 |
2,796 |
22,196 |
+332 |
Sep10 |
100127 |
637.75 |
641.50 |
625.50 |
639.50 |
-0.75 |
3,129 |
22,887 |
+786 |
Oct10 |
100127 |
643.75 |
647.50 |
632.00 |
645.25 |
-0.75 |
1,565 |
12,240 |
+427 |
Nov10 |
100127 |
646.50 |
652.00 |
636.75 |
650.00 |
-0.75 |
1,559 |
11,605 |
+673 |
Total Volume and Open Interest |
143,898 |
608,585 |
+20,525 |
Ethanol(CBOT) |
Jan10 |
100106 |
1.949 |
1.958 |
1.941 |
1.957 |
+0.010 |
21 |
369 |
-4 |
Feb10 |
100127 |
1.796 |
1.803 |
1.780 |
1.785 |
-0.013 |
72 |
511 |
-61 |
Mar10 |
100127 |
1.782 |
1.785 |
1.780 |
1.782 |
-0.007 |
80 |
1,041 |
+5 |
Apr10 |
100127 |
1.780 |
1.783 |
1.775 |
1.778 |
-0.016 |
61 |
1,256 |
-15 |
May10 |
100127 |
1.775 |
1.776 |
1.770 |
1.775 |
-0.014 |
19 |
512 |
+15 |
Jun10 |
100127 |
1.776 |
1.776 |
1.769 |
1.772 |
-0.009 |
46 |
290 |
-16 |
Jul10 |
100127 |
1.767 |
1.767 |
1.765 |
1.767 |
-0.008 |
42 |
784 |
+12 |
Aug10 |
100127 |
1.753 |
1.753 |
1.746 |
1.751 |
-0.006 |
11 |
515 |
+5 |
Total Volume and Open Interest |
375 |
6,891 |
-11 |
US Dollar Index(ICE) |
Mar10 |
100127 |
78.675 |
79.050 |
78.530 |
78.870 |
+0.260 |
19,076 |
54,422 |
+3,507 |
Jun10 |
100127 |
79.000 |
79.310 |
78.910 |
79.175 |
+0.265 |
10 |
4,907 |
-4 |
Sep10 |
100127 |
79.400 |
79.470 |
79.400 |
79.470 |
+0.260 |
0 |
1 |
+0 |
Total Volume and Open Interest |
19,086 |
59,330 |
+3,503 |
Australian Dollar(CME) |
Mar10 |
100127 |
89.55 |
90.01 |
88.66 |
89.06 |
-0.54 |
111,066 |
108,572 |
-2,670 |
Jun10 |
100127 |
88.53 |
89.04 |
87.77 |
88.14 |
-0.53 |
143 |
4,271 |
+45 |
Sep10 |
100127 |
87.20 |
87.70 |
87.18 |
87.18 |
-0.52 |
0 |
20 |
+0 |
Total Volume and Open Interest |
111,209 |
112,867 |
-2,625 |
British Pound(CME) |
Mar10 |
100127 |
161.42 |
162.40 |
161.01 |
161.68 |
+0.29 |
136,692 |
85,836 |
+1,557 |
Jun10 |
100127 |
161.20 |
162.29 |
160.93 |
161.58 |
+0.29 |
308 |
556 |
-94 |
Sep10 |
100127 |
161.48 |
161.85 |
161.17 |
161.48 |
+0.29 |
1 |
80 |
+1 |
Total Volume and Open Interest |
137,001 |
86,475 |
+1,464 |
Canadian Dollar(CME) |
Mar10 |
100127 |
94.07 |
94.24 |
93.54 |
93.81 |
-0.48 |
76,331 |
88,156 |
-424 |
Jun10 |
100127 |
94.01 |
94.29 |
93.54 |
93.81 |
-0.48 |
373 |
1,910 |
+108 |
Sep10 |
100127 |
94.00 |
94.26 |
93.59 |
93.78 |
-0.48 |
38 |
659 |
+23 |
Dec10 |
100127 |
94.00 |
94.21 |
93.54 |
93.73 |
-0.48 |
61 |
582 |
+33 |
Total Volume and Open Interest |
76,805 |
91,375 |
-258 |
Japanese Yen(CME) |
Mar10 |
100127 |
111.58 |
112.21 |
111.01 |
111.19 |
-0.31 |
156,452 |
118,944 |
+1,176 |
Jun10 |
100127 |
112.00 |
112.24 |
111.09 |
111.25 |
-0.31 |
173 |
655 |
-7 |
Sep10 |
100127 |
111.30 |
111.65 |
111.30 |
111.34 |
-0.31 |
0 |
196 |
+0 |
Total Volume and Open Interest |
156,625 |
119,819 |
+1,169 |
Swiss Franc(CME) |
Mar10 |
100127 |
95.63 |
95.75 |
95.03 |
95.34 |
-0.29 |
56,858 |
33,917 |
+804 |
Jun10 |
100127 |
95.53 |
95.79 |
95.10 |
95.40 |
-0.29 |
29 |
148 |
-3 |
Sep10 |
100127 |
95.47 |
95.76 |
95.46 |
95.47 |
-0.29 |
0 |
8 |
+0 |
Total Volume and Open Interest |
56,887 |
34,075 |
+801 |
EuroFX(CME) |
Mar10 |
100127 |
140.79 |
140.95 |
139.91 |
140.33 |
-0.52 |
313,123 |
182,801 |
+2,820 |
Jun10 |
100127 |
140.62 |
140.77 |
139.89 |
140.29 |
-0.52 |
387 |
1,491 |
-28 |
Sep10 |
100127 |
140.19 |
140.72 |
140.04 |
140.19 |
-0.53 |
2 |
669 |
-1 |
Total Volume and Open Interest |
313,513 |
184,978 |
+2,792 |
Mexican Peso(CME) |
Feb10 |
100127 |
769.5 |
778.2 |
769.5 |
769.5 |
-8.8 |
0 |
3 |
+0 |
Mar10 |
100127 |
773.2 |
775.8 |
764.0 |
766.5 |
-8.8 |
22,866 |
95,645 |
+467 |
Total Volume and Open Interest |
22,867 |
97,398 |
+468 |
30-Year T-Bonds(CBOT) |
Mar10 |
100127 |
118~100 |
119~040 |
118~060 |
118~110 |
+0~020 |
210,760 |
649,420 |
-4,115 |
Jun10 |
100127 |
116~290 |
117~170 |
116~250 |
116~270 |
+0~020 |
135 |
3,000 |
+69 |
Sep10 |
100127 |
115~240 |
115~240 |
115~140 |
115~160 |
+0~020 |
5 |
4 |
-4 |
Total Volume and Open Interest |
210,900 |
652,424 |
-4,050 |
10-Year T-Notes(CBOT) |
Mar10 |
100127 |
117~270 |
118~090 |
117~180 |
117~210 |
-0~055 |
765,667 |
1,323,766 |
+16,978 |
Jun10 |
100127 |
116~100 |
116~210 |
116~020 |
116~040 |
-0~045 |
2,923 |
9,053 |
+2,111 |
Sep10 |
100127 |
114~190 |
114~225 |
114~190 |
114~190 |
-0~035 |
|
|
|
Total Volume and Open Interest |
768,590 |
1,332,819 |
+19,089 |
5-Year T-Notes(CBOT) |
Mar10 |
100127 |
116~026 |
116~060 |
115~123 |
116~005 |
-0~016 |
332,500 |
832,582 |
+8,074 |
Jun10 |
100127 |
115~006 |
115~020 |
114~097 |
114~097 |
-0~015 |
1 |
76 |
+1 |
Sep10 |
100127 |
113~061 |
113~075 |
113~061 |
113~061 |
-0~014 |
|
|
|
Total Volume and Open Interest |
332,501 |
832,658 |
+8,075 |
2 Year T-Notes(CBOT) |
Mar10 |
100127 |
108~114 |
108~126 |
108~099 |
108~105 |
-0~008 |
209,003 |
892,656 |
+4,340 |
Jun10 |
100127 |
108~042 |
108~056 |
108~032 |
108~032 |
-0~011 |
2,075 |
15,860 |
+1,156 |
Sep10 |
100127 |
107~087 |
107~101 |
107~087 |
107~087 |
-0~014 |
|
|
|
Total Volume and Open Interest |
211,078 |
908,516 |
+5,496 |
Eurodollars(CME) |
Mar10 |
100127 |
99.705 |
99.720 |
99.705 |
99.710 |
unch |
94,062 |
1,190,910 |
+2,380 |
Jun10 |
100127 |
99.590 |
99.605 |
99.575 |
99.575 |
-0.020 |
195,840 |
1,056,895 |
+21,317 |
Sep10 |
100127 |
99.345 |
99.370 |
99.300 |
99.305 |
-0.040 |
191,403 |
916,541 |
+11,565 |
Dec10 |
100127 |
99.000 |
99.035 |
98.925 |
98.935 |
-0.060 |
220,462 |
858,211 |
+5,647 |
Mar11 |
100127 |
98.625 |
98.670 |
98.530 |
98.545 |
-0.075 |
254,543 |
586,524 |
+17,072 |
Jun11 |
100127 |
98.250 |
98.300 |
98.145 |
98.160 |
-0.085 |
186,357 |
681,444 |
+10,492 |
Sep11 |
100127 |
97.900 |
97.950 |
97.790 |
97.810 |
-0.080 |
130,656 |
527,666 |
+4,329 |
Dec11 |
100127 |
97.565 |
97.615 |
97.460 |
97.480 |
-0.070 |
111,719 |
350,883 |
+4,148 |
Mar12 |
100127 |
97.255 |
97.315 |
97.170 |
97.190 |
-0.060 |
58,035 |
253,787 |
+722 |
Jun12 |
100127 |
96.960 |
97.025 |
96.880 |
96.905 |
-0.050 |
49,813 |
222,747 |
-73 |
Sep12 |
100127 |
96.700 |
96.755 |
96.625 |
96.645 |
-0.045 |
33,029 |
126,859 |
+1,451 |
Dec12 |
100127 |
96.440 |
96.490 |
96.370 |
96.390 |
-0.040 |
30,923 |
105,117 |
+378 |
Mar13 |
100127 |
96.230 |
96.280 |
96.170 |
96.190 |
-0.030 |
11,155 |
75,345 |
+1,306 |
Jun13 |
100127 |
96.035 |
96.080 |
95.980 |
95.995 |
-0.025 |
7,508 |
63,532 |
-397 |
Sep13 |
100127 |
95.860 |
95.895 |
95.800 |
95.820 |
-0.020 |
5,017 |
50,596 |
-86 |
Dec13 |
100127 |
95.675 |
95.705 |
95.615 |
95.640 |
-0.015 |
3,523 |
33,921 |
-126 |
Mar14 |
100127 |
95.530 |
95.565 |
95.480 |
95.505 |
-0.015 |
2,783 |
35,657 |
+425 |
Jun14 |
100127 |
95.395 |
95.425 |
95.340 |
95.370 |
-0.010 |
2,360 |
29,402 |
+613 |
Total Volume and Open Interest |
1,599,800 |
7,343,987 |
+80,328 |
30 Day Federal Funds(CBOT) |
Jan10 |
100127 |
99.887 |
99.890 |
99.885 |
99.887 |
+0.002 |
4,783 |
69,151 |
+286 |
Feb10 |
100127 |
99.865 |
99.870 |
99.865 |
99.865 |
unch |
4,518 |
93,202 |
-1,373 |
Mar10 |
100127 |
99.850 |
99.855 |
99.845 |
99.850 |
unch |
3,279 |
57,435 |
+746 |
Apr10 |
100127 |
99.840 |
99.840 |
99.830 |
99.835 |
-0.005 |
3,951 |
73,767 |
-659 |
May10 |
100127 |
99.820 |
99.825 |
99.810 |
99.820 |
-0.005 |
3,323 |
61,529 |
-1,538 |
Jun10 |
100127 |
99.810 |
99.810 |
99.795 |
99.805 |
-0.005 |
3,976 |
49,216 |
+32 |
Total Volume and Open Interest |
35,621 |
572,149 |
-2,498 |
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 |
100127 |
99.580 |
99.580 |
99.580 |
99.580 |
unch |
0 |
1,263 |
+0 |
Jun10 |
100127 |
99.620 |
99.620 |
99.620 |
99.620 |
unch |
0 |
80 |
+0 |
Sep10 |
100127 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
0 |
230 |
+0 |
Dec10 |
100127 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
0 |
242 |
+0 |
Mar11 |
100127 |
99.600 |
99.600 |
99.600 |
99.600 |
unch |
|
|
|
Jun11 |
100127 |
99.575 |
99.575 |
99.575 |
99.575 |
unch |
|
|
|
Sep11 |
100127 |
99.575 |
99.575 |
99.575 |
99.575 |
unch |
|
|
|
Dec11 |
100127 |
99.505 |
99.505 |
99.505 |
99.505 |
unch |
|
|
|
Mar12 |
100127 |
99.470 |
99.470 |
99.470 |
99.470 |
+0.005 |
|
|
|
Jun12 |
100127 |
99.520 |
99.520 |
99.520 |
99.520 |
+0.005 |
|
|
|
Total Volume and Open Interest |
0 |
1,815 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar10 |
100127 |
99.58 |
99.58 |
99.57 |
99.58 |
+0.01 |
569 |
4,434 |
-326 |
Jun10 |
100127 |
99.64 |
99.64 |
99.62 |
99.62 |
+0.01 |
20 |
1,662 |
+21 |
Sep10 |
100127 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.00 |
40 |
1,666 |
+0 |
Dec10 |
100127 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.00 |
0 |
1,431 |
+0 |
Mar11 |
100127 |
99.60 |
99.60 |
99.60 |
99.60 |
+0.00 |
0 |
664 |
+0 |
Jun11 |
100127 |
99.57 |
99.57 |
99.57 |
99.57 |
+0.00 |
0 |
52 |
+0 |
Sep11 |
100127 |
99.57 |
99.57 |
99.57 |
99.57 |
+0.00 |
0 |
51 |
+0 |
Dec11 |
100127 |
99.50 |
99.50 |
99.50 |
99.50 |
+0.00 |
0 |
102 |
+0 |
Total Volume and Open Interest |
629 |
11,433 |
-305 |
Japanese Gov't Bonds(SGX) |
Mar10 |
100127 |
139.38 |
139.65 |
139.21 |
139.65 |
+0.31 |
2,010 |
15,678 |
+74 |
Jun10 |
100127 |
139.57 |
139.57 |
139.57 |
139.57 |
+0.31 |
|
|
|
Sep10 |
100127 |
139.57 |
139.57 |
139.57 |
139.57 |
+0.31 |
|
|
|
Total Volume and Open Interest |
2,010 |
15,678 |
+74 |
Euro-Bund(EUREX) |
Mar10 |
100127 |
123.30 |
123.61 |
122.97 |
123.38 |
+0.10 |
733,356 |
892,217 |
+42,871 |
Jun10 |
100127 |
121.89 |
122.08 |
121.60 |
121.92 |
+0.09 |
75 |
1,024 |
+3 |
Sep10 |
100127 |
121.58 |
121.58 |
121.58 |
121.58 |
+0.10 |
50 |
0 |
+0 |
Total Volume and Open Interest |
733,481 |
893,241 |
+42,874 |
Euro-Bobl(EUREX) |
Mar10 |
100127 |
117.17 |
117.34 |
116.94 |
117.18 |
unch |
490,500 |
733,603 |
-6,079 |
Jun10 |
100127 |
115.80 |
115.86 |
115.58 |
115.73 |
unch |
308 |
640 |
+131 |
Sep10 |
100127 |
115.48 |
115.48 |
115.48 |
115.48 |
unch |
|
|
|
Total Volume and Open Interest |
490,808 |
734,243 |
-5,948 |
3-Mth Euribor(EUREX) |
Mar10 |
100127 |
99.320 |
99.320 |
99.315 |
99.320 |
+0.005 |
244 |
13,766 |
+119 |
Jun10 |
100127 |
99.085 |
99.085 |
99.055 |
99.065 |
-0.015 |
241 |
7,417 |
-24 |
Sep10 |
100127 |
98.790 |
98.790 |
98.760 |
98.775 |
-0.035 |
24 |
2,469 |
-15 |
Total Volume and Open Interest |
739 |
27,387 |
+83 |
Long Gilt(LIFFE) |
Mar10 |
100127 |
115~31 |
116~04 |
115~21 |
115~30 |
+0~01 |
109,314 |
256,008 |
+8,813 |
Jun10 |
100127 |
114~16 |
114~16 |
114~16 |
114~16 |
+0~01 |
|
|
|
Total Volume and Open Interest |
109,314 |
256,008 |
+8,813 |
3-Mth Short Sterling(LIFFE) |
Mar10 |
100127 |
99.37 |
99.38 |
99.36 |
99.37 |
unch |
48,964 |
301,669 |
-15,527 |
Jun10 |
100127 |
99.23 |
99.25 |
99.19 |
99.21 |
-0.02 |
115,315 |
350,507 |
-13,343 |
Sep10 |
100127 |
98.93 |
98.95 |
98.88 |
98.90 |
-0.02 |
134,971 |
320,878 |
-8,825 |
Dec10 |
100127 |
98.51 |
98.54 |
98.46 |
98.49 |
-0.01 |
136,707 |
334,893 |
+7,349 |
Mar11 |
100127 |
98.12 |
98.16 |
98.06 |
98.10 |
unch |
123,721 |
324,189 |
+9,882 |
Jun11 |
100127 |
97.72 |
97.78 |
97.68 |
97.72 |
+0.01 |
82,557 |
175,184 |
-3,136 |
Total Volume and Open Interest |
755,711 |
2,206,491 |
-32,034 |
3-Mth Euribor(LIFFE) |
Mar10 |
100127 |
99.315 |
99.330 |
99.310 |
99.320 |
+0.005 |
111,134 |
694,220 |
-39,649 |
Jun10 |
100127 |
99.075 |
99.090 |
99.040 |
99.065 |
-0.015 |
267,154 |
808,672 |
+5,979 |
Sep10 |
100127 |
98.805 |
98.820 |
98.740 |
98.780 |
-0.030 |
226,747 |
560,762 |
-6,046 |
Total Volume and Open Interest |
1,028,718 |
3,642,529 |
-38,611 |
3-Mth Aus T-Bills(SFE) |
Mar10 |
100127 |
95.56 |
95.58 |
95.50 |
95.53 |
-0.03 |
29,390 |
287,215 |
+10,599 |
Jun10 |
100127 |
95.24 |
95.27 |
95.17 |
95.22 |
-0.01 |
30,821 |
208,012 |
+3,757 |
Sep10 |
100127 |
95.01 |
95.04 |
94.93 |
94.99 |
-0.01 |
10,028 |
104,772 |
+13 |
Dec10 |
100127 |
94.88 |
94.88 |
94.75 |
94.82 |
-0.01 |
7,512 |
90,592 |
+1,725 |
Mar11 |
100127 |
94.69 |
94.71 |
94.58 |
94.65 |
-0.01 |
2,023 |
33,084 |
+1,022 |
Jun11 |
100127 |
94.56 |
94.56 |
94.44 |
94.51 |
-0.01 |
597 |
24,449 |
+147 |
Sep11 |
100127 |
94.43 |
94.45 |
94.32 |
94.39 |
-0.02 |
121 |
16,841 |
+9 |
Dec11 |
100127 |
94.36 |
94.37 |
94.22 |
94.30 |
-0.02 |
1,088 |
8,571 |
+334 |
Mar12 |
100127 |
94.30 |
94.30 |
94.23 |
94.23 |
-0.03 |
463 |
3,269 |
+100 |
Jun12 |
100127 |
94.20 |
94.21 |
94.20 |
94.21 |
-0.03 |
4 |
1,186 |
+0 |
Total Volume and Open Interest |
82,047 |
779,009 |
+17,706 |
10-Year Aus T-Bonds(SFE) |
Mar10 |
100127 |
94.50 |
94.54 |
94.44 |
94.53 |
+0.07 |
31,504 |
341,108 |
+3,849 |
Jun10 |
100127 |
94.53 |
94.53 |
94.53 |
94.53 |
+0.07 |
|
|
|
Total Volume and Open Interest |
31,504 |
341,108 |
+3,849 |
3-Year Aus T-Bonds(SFE) |
Mar10 |
100127 |
95.03 |
95.09 |
94.95 |
95.03 |
+0.03 |
183,812 |
601,169 |
+34,900 |
Jun10 |
100127 |
95.03 |
95.03 |
95.03 |
95.03 |
+0.03 |
|
|
|
Total Volume and Open Interest |
183,812 |
601,169 |
+34,900 |
Gold(CMX) |
Feb10 |
100127 |
1097.4 |
1102.1 |
1083.0 |
1084.5 |
-13.8 |
230,154 |
95,596 |
-51,030 |
Apr10 |
100127 |
1094.5 |
1103.3 |
1084.1 |
1085.7 |
-13.8 |
104,594 |
244,334 |
+47,469 |
Jun10 |
100127 |
1100.7 |
1103.1 |
1085.8 |
1086.6 |
-13.8 |
2,773 |
52,509 |
+628 |
Aug10 |
100127 |
1102.7 |
1103.0 |
1086.2 |
1087.4 |
-13.9 |
250 |
22,515 |
+11 |
Oct10 |
100127 |
1097.7 |
1098.5 |
1088.2 |
1088.2 |
-13.9 |
102 |
7,737 |
+100 |
Dec10 |
100127 |
1104.6 |
1105.6 |
1088.0 |
1089.2 |
-13.9 |
1,757 |
32,179 |
+499 |
Feb11 |
100127 |
1100.2 |
1100.2 |
1090.7 |
1090.7 |
-14.0 |
48 |
7,569 |
+23 |
Apr11 |
100127 |
1092.6 |
1092.6 |
1092.6 |
1092.6 |
-14.1 |
6 |
3,783 |
-6 |
Jun11 |
100127 |
439.8 |
439.8 |
439.8 |
439.8 |
-14.1 |
4 |
6,342 |
+0 |
Aug11 |
100127 |
1098.0 |
1098.0 |
1098.0 |
1098.0 |
-14.2 |
0 |
1,486 |
+0 |
Oct11 |
100127 |
1101.2 |
1101.2 |
1101.2 |
1101.2 |
-14.3 |
0 |
1,360 |
+0 |
Dec11 |
100127 |
1117.0 |
1117.0 |
1104.8 |
1104.8 |
-14.3 |
132 |
11,048 |
+53 |
Total Volume and Open Interest |
341,071 |
507,565 |
-2,045 |
Silver(CMX) |
Mar10 |
100127 |
1680.0 |
1696.5 |
1642.5 |
1644.0 |
-42.0 |
46,809 |
70,681 |
-208 |
May10 |
100127 |
1685.0 |
1697.5 |
1646.0 |
1646.1 |
-42.1 |
2,286 |
16,276 |
+643 |
Jul10 |
100127 |
1700.0 |
1700.0 |
1647.8 |
1647.8 |
-42.1 |
478 |
10,479 |
+54 |
Sep10 |
100127 |
1691.5 |
1691.5 |
1649.3 |
1649.3 |
-42.2 |
11 |
2,881 |
+3 |
Dec10 |
100127 |
1701.5 |
1701.5 |
1651.0 |
1651.8 |
-42.3 |
613 |
10,934 |
-421 |
Mar11 |
100127 |
1654.4 |
1654.4 |
1654.4 |
1654.4 |
-42.3 |
9 |
776 |
-6 |
May11 |
100127 |
1665.0 |
1665.0 |
1656.1 |
1656.1 |
-42.4 |
4 |
1,693 |
+0 |
Total Volume and Open Interest |
50,455 |
124,895 |
+120 |
Platinum(NYMEX) |
Apr10 |
100127 |
1537.0 |
1537.0 |
1483.1 |
1492.1 |
-39.2 |
6,851 |
33,023 |
+322 |
Jul10 |
100127 |
1530.0 |
1530.0 |
1488.9 |
1491.9 |
-38.9 |
18 |
1,401 |
+17 |
Oct10 |
100127 |
1491.9 |
1491.9 |
1491.9 |
1491.9 |
-38.9 |
0 |
24 |
+0 |
Jan11 |
100127 |
1482.1 |
1482.1 |
1482.1 |
1482.1 |
-38.7 |
0 |
205 |
+0 |
Total Volume and Open Interest |
6,883 |
34,697 |
+324 |
Palladium(NYMEX) |
Mar10 |
100127 |
427.55 |
428.00 |
409.00 |
416.75 |
-10.80 |
1,739 |
22,313 |
-99 |
Jun10 |
100127 |
427.75 |
427.75 |
410.00 |
416.95 |
-11.00 |
111 |
1,012 |
+71 |
Sep10 |
100127 |
417.60 |
418.00 |
417.60 |
418.00 |
-11.00 |
0 |
17 |
+0 |
Total Volume and Open Interest |
1,850 |
23,354 |
-28 |
Copper(CMX) |
Mar10 |
100127 |
333.95 |
335.70 |
317.40 |
322.25 |
-11.70 |
27,220 |
92,429 |
-3,119 |
May10 |
100127 |
334.90 |
336.85 |
318.90 |
323.75 |
-11.60 |
3,166 |
23,067 |
+1,628 |
Jul10 |
100127 |
334.50 |
334.50 |
321.70 |
324.40 |
-11.65 |
542 |
11,311 |
+256 |
Sep10 |
100127 |
331.90 |
331.90 |
321.10 |
324.55 |
-11.60 |
853 |
4,806 |
+618 |
Dec10 |
100127 |
334.20 |
334.20 |
321.45 |
324.25 |
-11.50 |
59 |
4,611 |
-14 |
Total Volume and Open Interest |
32,449 |
140,683 |
-550 |
DJIA Index(CBOT) |
Mar10 |
100127 |
10156 |
10200 |
10060 |
10195 |
+57 |
1,527 |
13,492 |
+1,067 |
Jun10 |
100127 |
10000 |
10134 |
10000 |
10134 |
+57 |
1 |
14 |
+1 |
Sep10 |
100127 |
10075 |
10075 |
10018 |
10075 |
+57 |
|
|
|
Dec10 |
100127 |
10025 |
10025 |
9968 |
10025 |
+57 |
|
|
|
Total Volume and Open Interest |
1,528 |
13,506 |
+1,068 |
S & P 500(CME) |
Mar10 |
100127 |
1087.40 |
1096.00 |
1079.00 |
1094.60 |
+7.40 |
18,943 |
338,467 |
-274 |
Jun10 |
100127 |
1078.00 |
1089.70 |
1077.30 |
1089.70 |
+7.40 |
54 |
3,657 |
-119 |
Sep10 |
100127 |
1080.50 |
1084.80 |
1072.40 |
1084.80 |
+7.40 |
51 |
963 |
-49 |
Dec10 |
100127 |
1080.60 |
1080.60 |
1068.20 |
1080.60 |
+7.40 |
0 |
10 |
+0 |
Total Volume and Open Interest |
19,048 |
343,098 |
-442 |
S & P 500 E-Mini(Globex) |
Mar10 |
100127 |
1087.50 |
1096.25 |
1078.50 |
1094.50 |
+7.25 |
2,449,263 |
2,620,022 |
+30,225 |
Jun10 |
100127 |
1082.00 |
1091.00 |
1073.75 |
1089.75 |
+7.50 |
3,909 |
11,586 |
+2,658 |
Total Volume and Open Interest |
2,453,177 |
2,633,024 |
+32,885 |
NASDAQ 100(CME) |
Mar10 |
100127 |
1797.50 |
1822.00 |
1788.30 |
1809.00 |
+12.50 |
3,098 |
14,861 |
+151 |
Jun10 |
100127 |
1806.30 |
1807.00 |
1795.00 |
1806.30 |
+12.30 |
0 |
625 |
+0 |
Sep10 |
100127 |
1805.30 |
1806.00 |
1805.30 |
1805.30 |
+12.30 |
|
|
|
Total Volume and Open Interest |
3,098 |
15,486 |
+151 |
NASDAQ 100 E-Mini(Globex) |
Mar10 |
100127 |
1798.80 |
1821.50 |
1787.80 |
1809.00 |
+12.50 |
419,117 |
357,335 |
+8,826 |
Jun10 |
100127 |
1795.00 |
1817.50 |
1785.50 |
1806.30 |
+12.30 |
501 |
3,912 |
+12 |
Total Volume and Open Interest |
419,618 |
361,261 |
+8,838 |
S & P Midcap 400(CME) |
Mar10 |
100127 |
716.00 |
721.00 |
710.00 |
719.30 |
+0.60 |
13 |
1,477 |
+0 |
Jun10 |
100127 |
717.10 |
717.10 |
717.10 |
717.10 |
+0.50 |
|
|
|
Sep10 |
100127 |
715.10 |
715.10 |
715.10 |
715.10 |
+0.50 |
|
|
|
Total Volume and Open Interest |
13 |
1,477 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar10 |
100127 |
10290 |
10365 |
10205 |
10350 |
-20 |
12,017 |
41,754 |
+2,072 |
Jun10 |
100127 |
10350 |
10370 |
10350 |
10350 |
-20 |
|
|
|
Total Volume and Open Interest |
12,017 |
41,754 |
+2,072 |
Nikkei 225(SGX) |
Mar10 |
100127 |
10315 |
10380 |
10245 |
10260 |
-60 |
124,231 |
185,694 |
+142 |
Jun10 |
100127 |
10270 |
10290 |
10200 |
10200 |
-60 |
90 |
1,375 |
-12 |
Sep10 |
100127 |
10205 |
10205 |
10205 |
10205 |
-60 |
0 |
55 |
+0 |
Total Volume and Open Interest |
124,471 |
189,170 |
+140 |
CAC 40(EURONEXT) |
Feb10 |
100127 |
3767.0 |
3793.5 |
3735.0 |
3760.0 |
-47.5 |
117,323 |
345,696 |
-21,196 |
Mar10 |
100127 |
3768.0 |
3794.0 |
3742.5 |
3760.5 |
-48.0 |
937 |
74,792 |
+382 |
Apr10 |
100127 |
3780.0 |
3787.5 |
3744.5 |
3761.0 |
-46.0 |
2 |
1 |
+1 |
Total Volume and Open Interest |
118,265 |
422,526 |
-20,811 |
Hang Seng Index(HKFE) |
Jan10 |
100127 |
20104 |
20327 |
19906 |
19977 |
-113 |
123,368 |
33,010 |
-22,343 |
Feb10 |
100127 |
20111 |
20319 |
19888 |
19956 |
-133 |
40,964 |
68,605 |
+25,716 |
Mar10 |
100127 |
20070 |
20262 |
19847 |
19917 |
-120 |
968 |
6,148 |
+367 |
Total Volume and Open Interest |
165,485 |
108,689 |
+3,734 |
DAX(EUREX) |
Mar10 |
100127 |
5618.5 |
5690.0 |
5590.5 |
5643.0 |
-32.5 |
171,173 |
150,846 |
+1,718 |
Jun10 |
100127 |
5625.0 |
5698.0 |
5601.5 |
5652.5 |
-31.5 |
333 |
9,809 |
+170 |
Sep10 |
100127 |
5637.5 |
5690.0 |
5612.0 |
5662.0 |
-32.0 |
35 |
688 |
+9 |
Total Volume and Open Interest |
171,541 |
161,343 |
+1,897 |
FT-SE 100(EURONEXT) |
Mar10 |
100127 |
5190.00 |
5225.00 |
5148.50 |
5176.50 |
-57.00 |
106,553 |
690,838 |
-481 |
Jun10 |
100127 |
5122.00 |
5150.00 |
5120.00 |
5127.00 |
-57.00 |
0 |
2,476 |
+0 |
Sep10 |
100127 |
5089.50 |
5089.50 |
5089.50 |
5089.50 |
-57.00 |
0 |
323 |
+0 |
Total Volume and Open Interest |
106,555 |
694,228 |
-481 |
SPI 200(SFE) |
Mar10 |
100127 |
4607.0 |
4659.0 |
4586.0 |
4591.0 |
-85.0 |
45,744 |
204,012 |
+6,190 |
Jun10 |
100127 |
4650.0 |
4650.0 |
4614.0 |
4614.0 |
-85.0 |
49 |
1,855 |
-3 |
Sep10 |
100127 |
4614.0 |
4614.0 |
4614.0 |
4614.0 |
-85.0 |
0 |
2,038 |
+0 |
Total Volume and Open Interest |
45,925 |
208,968 |
+6,319 |
GSCI(CME) |
Feb10 |
100127 |
498.50 |
498.50 |
487.50 |
490.00 |
-10.10 |
578 |
17,376 |
-271 |
Mar10 |
100127 |
502.50 |
504.05 |
492.00 |
494.00 |
-10.00 |
2 |
0 |
+0 |
Apr10 |
100127 |
506.00 |
507.05 |
495.50 |
497.50 |
-9.50 |
2 |
0 |
+0 |
Total Volume and Open Interest |
582 |
17,376 |
-271 |
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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