|
MRCI's End of Day Prices |
Daily Futures Price Listing Mon February 01, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar10 |
100201 |
915.25 |
924.75 |
908.25 |
909.75 |
-4.25 |
85,062 |
214,916 |
-2,015 |
May10 |
100201 |
925.75 |
934.25 |
919.00 |
920.75 |
-4.00 |
26,395 |
85,246 |
+2,828 |
Jul10 |
100201 |
933.00 |
942.00 |
926.75 |
928.75 |
-4.00 |
21,732 |
68,961 |
+1,927 |
Aug10 |
100201 |
929.00 |
934.50 |
923.00 |
924.50 |
-2.50 |
445 |
2,488 |
+208 |
Sep10 |
100201 |
913.50 |
922.25 |
911.00 |
913.75 |
-3.25 |
460 |
2,227 |
+127 |
Nov10 |
100201 |
911.50 |
920.00 |
905.75 |
908.75 |
-2.50 |
14,755 |
85,476 |
+965 |
Jan11 |
100201 |
920.00 |
925.00 |
916.50 |
918.00 |
-2.50 |
173 |
5,233 |
+58 |
Total Volume and Open Interest |
149,261 |
471,783 |
+4,118 |
Soybean Meal(CBOT) |
Mar10 |
100201 |
274.30 |
278.00 |
271.30 |
271.80 |
-2.00 |
31,288 |
68,837 |
-1,998 |
May10 |
100201 |
269.00 |
271.40 |
266.30 |
266.90 |
-1.60 |
13,975 |
40,920 |
+1,446 |
Jul10 |
100201 |
268.50 |
270.40 |
265.50 |
265.90 |
-1.60 |
8,329 |
29,357 |
+535 |
Aug10 |
100201 |
265.00 |
267.90 |
264.30 |
264.30 |
-1.30 |
1,024 |
7,880 |
-10 |
Sep10 |
100201 |
263.10 |
265.50 |
261.80 |
261.80 |
-1.10 |
1,135 |
8,663 |
+284 |
Oct10 |
100201 |
260.50 |
262.30 |
257.80 |
257.80 |
-3.00 |
1,300 |
4,481 |
+110 |
Dec10 |
100201 |
260.00 |
262.50 |
257.80 |
257.80 |
-2.20 |
4,492 |
18,887 |
+998 |
Jan11 |
100201 |
261.10 |
261.50 |
259.20 |
259.20 |
-2.30 |
40 |
952 |
+5 |
Total Volume and Open Interest |
61,762 |
181,986 |
+1,408 |
Soybean Oil(CBOT) |
Mar10 |
100201 |
36.16 |
36.51 |
35.80 |
36.19 |
+0.04 |
31,761 |
121,693 |
-769 |
May10 |
100201 |
36.61 |
36.95 |
36.26 |
36.65 |
+0.04 |
15,752 |
51,231 |
+3,129 |
Jul10 |
100201 |
37.10 |
37.37 |
36.70 |
37.08 |
+0.05 |
12,778 |
37,053 |
+1,158 |
Aug10 |
100201 |
37.11 |
37.52 |
37.11 |
37.24 |
+0.05 |
326 |
3,089 |
+75 |
Sep10 |
100201 |
37.14 |
37.66 |
37.00 |
37.37 |
+0.04 |
569 |
4,905 |
+140 |
Oct10 |
100201 |
37.40 |
37.74 |
37.08 |
37.46 |
+0.05 |
1,004 |
3,163 |
+189 |
Dec10 |
100201 |
37.68 |
38.02 |
37.30 |
37.74 |
+0.06 |
2,969 |
24,010 |
+657 |
Jan11 |
100201 |
38.14 |
38.16 |
37.98 |
38.04 |
+0.06 |
37 |
71 |
+37 |
Total Volume and Open Interest |
65,243 |
245,355 |
+4,653 |
Canola(WCE) |
Mar10 |
100201 |
375.8 |
377.2 |
370.4 |
376.2 |
+0.4 |
9,272 |
76,079 |
-3,891 |
May10 |
100201 |
381.0 |
383.0 |
380.0 |
382.5 |
unch |
3,243 |
24,605 |
+2,252 |
Jul10 |
100201 |
387.0 |
388.0 |
384.8 |
387.7 |
unch |
275 |
12,705 |
+53 |
Nov10 |
100201 |
395.6 |
396.8 |
392.7 |
396.1 |
+1.2 |
104 |
10,944 |
+0 |
Jan11 |
100201 |
399.4 |
399.4 |
399.4 |
399.4 |
+1.2 |
1 |
284 |
+1 |
Total Volume and Open Interest |
12,895 |
124,817 |
-1,585 |
Corn(CBOT) |
Mar10 |
100201 |
356.25 |
360.75 |
355.50 |
359.00 |
+2.50 |
131,890 |
443,575 |
-2,163 |
May10 |
100201 |
367.00 |
371.75 |
366.50 |
370.25 |
+2.50 |
36,041 |
208,218 |
+9,872 |
Jul10 |
100201 |
377.00 |
382.00 |
376.00 |
380.25 |
+2.75 |
22,528 |
154,386 |
+1,455 |
Sep10 |
100201 |
384.00 |
388.25 |
383.25 |
387.50 |
+3.25 |
3,955 |
49,393 |
+907 |
Dec10 |
100201 |
390.00 |
395.00 |
390.00 |
394.50 |
+3.75 |
24,364 |
241,017 |
-2,104 |
Mar11 |
100201 |
400.25 |
406.00 |
400.25 |
405.50 |
+3.75 |
1,770 |
20,784 |
-96 |
Total Volume and Open Interest |
221,861 |
1,149,428 |
+7,978 |
Wheat(CBOT) |
Mar10 |
100201 |
476.00 |
483.75 |
473.00 |
474.75 |
+0.75 |
62,568 |
166,876 |
-8,234 |
May10 |
100201 |
490.00 |
498.00 |
487.25 |
489.50 |
+1.25 |
30,642 |
84,549 |
+10,883 |
Jul10 |
100201 |
502.25 |
509.50 |
498.00 |
501.50 |
+1.25 |
13,128 |
75,277 |
+2,130 |
Sep10 |
100201 |
517.50 |
524.75 |
515.50 |
517.25 |
+1.50 |
1,486 |
21,360 |
+632 |
Dec10 |
100201 |
542.00 |
550.75 |
542.00 |
543.75 |
+2.25 |
2,711 |
54,656 |
-64 |
Total Volume and Open Interest |
111,371 |
414,891 |
+5,822 |
Wheat(KCBT) |
Mar10 |
100201 |
487.50 |
494.00 |
483.50 |
487.50 |
+0.50 |
10,432 |
47,813 |
-912 |
May10 |
100201 |
500.00 |
505.25 |
497.50 |
499.50 |
+0.50 |
4,626 |
25,065 |
+2,370 |
Jul10 |
100201 |
511.50 |
516.25 |
505.00 |
510.50 |
+0.25 |
1,722 |
31,207 |
-390 |
Sep10 |
100201 |
522.00 |
526.75 |
521.00 |
522.25 |
+0.25 |
523 |
4,428 |
+105 |
Dec10 |
100201 |
540.25 |
545.00 |
538.25 |
539.75 |
+1.00 |
712 |
40,605 |
-131 |
Total Volume and Open Interest |
18,157 |
150,583 |
+1,120 |
Wheat(MGE) |
Mar10 |
100201 |
502.25 |
508.00 |
500.50 |
501.25 |
+0.50 |
1,672 |
15,690 |
-209 |
May10 |
100201 |
515.00 |
520.00 |
512.50 |
513.00 |
+0.75 |
655 |
7,832 |
-18 |
Jul10 |
100201 |
523.50 |
531.25 |
523.50 |
524.50 |
+1.00 |
401 |
10,212 |
-602 |
Sep10 |
100201 |
536.00 |
542.25 |
535.00 |
535.25 |
+0.75 |
98 |
4,767 |
-11 |
Dec10 |
100201 |
552.75 |
559.25 |
552.00 |
552.50 |
+1.25 |
304 |
5,481 |
-19 |
Total Volume and Open Interest |
3,214 |
44,950 |
-793 |
Oats(CBOT) |
Mar10 |
100201 |
225.00 |
231.00 |
223.75 |
228.00 |
unch |
1,339 |
6,571 |
-658 |
May10 |
100201 |
234.25 |
237.50 |
232.50 |
237.50 |
+0.25 |
1,016 |
4,346 |
+742 |
Jul10 |
100201 |
241.75 |
245.00 |
241.75 |
245.00 |
+0.25 |
10 |
1,112 |
+6 |
Sep10 |
100201 |
253.00 |
253.00 |
252.75 |
253.00 |
+0.25 |
0 |
370 |
+0 |
Total Volume and Open Interest |
2,405 |
13,727 |
+115 |
Rough Rice(CBOT) |
Mar10 |
100201 |
14.18 |
14.19 |
14.06 |
14.15 |
-0.05 |
913 |
9,615 |
-360 |
May10 |
100201 |
14.45 |
14.51 |
14.38 |
14.47 |
-0.03 |
654 |
2,704 |
+474 |
Jul10 |
100201 |
14.65 |
14.70 |
14.65 |
14.69 |
-0.05 |
62 |
766 |
+44 |
Sep10 |
100201 |
13.76 |
13.80 |
13.64 |
13.77 |
-0.02 |
249 |
945 |
+12 |
Total Volume and Open Interest |
1,946 |
14,965 |
+188 |
Live Cattle(CME) |
Feb10 |
100201 |
85.830 |
85.850 |
85.230 |
85.250 |
-0.550 |
7,196 |
40,635 |
-2,327 |
Apr10 |
100201 |
89.250 |
89.480 |
88.550 |
88.700 |
-0.685 |
15,529 |
132,108 |
-599 |
Jun10 |
100201 |
87.700 |
87.850 |
87.180 |
87.230 |
-0.600 |
6,364 |
70,383 |
+848 |
Aug10 |
100201 |
87.230 |
87.230 |
86.750 |
86.930 |
-0.400 |
2,953 |
21,479 |
+868 |
Oct10 |
100201 |
89.885 |
89.885 |
89.400 |
89.500 |
-0.480 |
553 |
13,818 |
+91 |
Dec10 |
100201 |
90.200 |
90.250 |
89.850 |
90.050 |
-0.450 |
251 |
3,535 |
+151 |
Total Volume and Open Interest |
32,936 |
283,947 |
-891 |
Feeder Cattle(CME) |
Mar10 |
100201 |
98.980 |
99.000 |
97.635 |
97.730 |
-1.155 |
2,963 |
18,390 |
+3 |
Apr10 |
100201 |
100.700 |
100.885 |
99.650 |
99.680 |
-1.270 |
1,225 |
5,651 |
+418 |
May10 |
100201 |
101.500 |
101.500 |
100.680 |
100.850 |
-0.950 |
733 |
6,353 |
+222 |
Aug10 |
100201 |
102.850 |
102.850 |
101.850 |
102.100 |
-0.750 |
362 |
3,108 |
+238 |
Sep10 |
100201 |
101.980 |
102.000 |
101.850 |
102.000 |
-0.750 |
45 |
152 |
+22 |
Oct10 |
100201 |
101.500 |
101.750 |
101.500 |
101.700 |
-0.800 |
39 |
110 |
+9 |
Nov10 |
100201 |
102.000 |
102.050 |
101.750 |
102.000 |
-0.100 |
1 |
23 |
+1 |
Total Volume and Open Interest |
5,368 |
33,787 |
+913 |
Lean Hogs(CME) |
Feb10 |
100201 |
66.400 |
66.500 |
64.200 |
64.385 |
-2.115 |
4,630 |
18,849 |
-961 |
Apr10 |
100201 |
68.400 |
68.550 |
65.650 |
66.150 |
-2.450 |
13,454 |
84,374 |
-1,162 |
May10 |
100201 |
73.475 |
73.475 |
70.900 |
71.300 |
-2.350 |
187 |
4,665 |
-2 |
Jun10 |
100201 |
76.600 |
76.635 |
74.250 |
74.650 |
-2.075 |
3,741 |
47,218 |
+314 |
Jul10 |
100201 |
75.500 |
75.500 |
73.300 |
73.725 |
-1.925 |
863 |
15,388 |
+189 |
Aug10 |
100201 |
74.080 |
74.600 |
72.500 |
73.250 |
-1.385 |
375 |
11,954 |
+76 |
Oct10 |
100201 |
65.050 |
65.300 |
64.100 |
64.600 |
-1.230 |
218 |
5,894 |
+6 |
Dec10 |
100201 |
63.500 |
63.830 |
63.000 |
63.200 |
-0.900 |
94 |
3,136 |
+12 |
Total Volume and Open Interest |
23,562 |
191,890 |
-1,528 |
Class III Milk(CME) |
Feb10 |
100201 |
14.05 |
14.05 |
13.86 |
13.90 |
-0.15 |
109 |
4,084 |
+27 |
Mar10 |
100201 |
13.62 |
13.64 |
13.20 |
13.28 |
-0.34 |
118 |
3,714 |
+30 |
Apr10 |
100201 |
13.55 |
13.55 |
13.00 |
13.05 |
-0.50 |
189 |
3,193 |
+98 |
May10 |
100201 |
13.96 |
13.96 |
13.30 |
13.31 |
-0.59 |
124 |
2,598 |
+27 |
Jun10 |
100201 |
14.60 |
14.60 |
13.88 |
13.88 |
-0.62 |
92 |
2,213 |
+42 |
Total Volume and Open Interest |
1,024 |
30,224 |
+364 |
Cocoa(ICE) |
Mar10 |
100201 |
3191 |
3203 |
3143 |
3152 |
-32 |
11,614 |
52,550 |
+60 |
May10 |
100201 |
3238 |
3246 |
3187 |
3196 |
-33 |
7,416 |
50,712 |
+3,537 |
Jul10 |
100201 |
3250 |
3264 |
3207 |
3216 |
-33 |
901 |
12,552 |
+499 |
Sep10 |
100201 |
3252 |
3274 |
3224 |
3224 |
-42 |
290 |
8,057 |
+122 |
Dec10 |
100201 |
3261 |
3272 |
3233 |
3233 |
-39 |
183 |
5,882 |
-22 |
Mar11 |
100201 |
3263 |
3283 |
3240 |
3243 |
-36 |
141 |
8,704 |
+32 |
May11 |
100201 |
3240 |
3240 |
3223 |
3223 |
-69 |
73 |
4,483 |
+61 |
Total Volume and Open Interest |
20,715 |
145,376 |
+4,384 |
Coffee "C"(ICE) |
Mar10 |
100201 |
132.00 |
133.20 |
131.20 |
132.55 |
+0.85 |
10,265 |
64,031 |
-1,078 |
May10 |
100201 |
133.85 |
135.10 |
133.05 |
134.45 |
+0.85 |
4,116 |
34,627 |
+1,479 |
Jul10 |
100201 |
135.40 |
136.20 |
134.60 |
135.95 |
+0.85 |
1,531 |
10,403 |
+231 |
Sep10 |
100201 |
137.00 |
137.90 |
136.25 |
137.40 |
+0.75 |
816 |
7,775 |
-160 |
Dec10 |
100201 |
138.80 |
139.55 |
138.00 |
139.25 |
+0.75 |
921 |
7,363 |
-552 |
Mar11 |
100201 |
140.65 |
141.10 |
140.65 |
140.95 |
+0.75 |
154 |
3,407 |
+116 |
Total Volume and Open Interest |
17,825 |
128,342 |
+45 |
Orange Juice(ICE) |
Mar10 |
100201 |
136.10 |
138.50 |
134.50 |
137.20 |
+1.10 |
2,034 |
20,982 |
-1,384 |
May10 |
100201 |
139.70 |
142.00 |
138.10 |
140.85 |
+1.15 |
802 |
8,885 |
+549 |
Jul10 |
100201 |
141.40 |
144.30 |
141.40 |
143.85 |
+1.40 |
25 |
3,777 |
+0 |
Sep10 |
100201 |
145.00 |
145.25 |
144.60 |
144.85 |
+1.45 |
5 |
1,090 |
+1 |
Nov10 |
100201 |
144.95 |
144.95 |
144.80 |
144.80 |
+0.90 |
4 |
385 |
+1 |
Jan11 |
100201 |
147.75 |
147.75 |
147.60 |
147.60 |
+0.80 |
2 |
586 |
+1 |
Total Volume and Open Interest |
2,874 |
35,904 |
-831 |
Sugar #11(ICE) |
Mar10 |
100201 |
29.90 |
30.40 |
29.20 |
29.28 |
-0.62 |
80,551 |
258,746 |
+2,304 |
May10 |
100201 |
28.41 |
29.00 |
28.15 |
28.24 |
-0.36 |
52,976 |
180,183 |
+4,316 |
Jul10 |
100201 |
24.60 |
24.98 |
24.30 |
24.60 |
-0.11 |
15,455 |
162,463 |
+1,035 |
Oct10 |
100201 |
22.10 |
22.44 |
21.77 |
22.28 |
-0.04 |
5,848 |
146,681 |
+8,228 |
Mar11 |
100201 |
20.50 |
20.55 |
20.05 |
20.55 |
+0.01 |
4,949 |
53,836 |
+1,307 |
Total Volume and Open Interest |
161,827 |
873,563 |
+17,765 |
London Cocoa(LCE) |
Mar10 |
100201 |
2230 |
2249 |
2221 |
2225 |
-8 |
7,526 |
57,087 |
-1,338 |
May10 |
100201 |
2230 |
2249 |
2220 |
2225 |
-7 |
4,828 |
45,930 |
-1,381 |
Jul10 |
100201 |
2220 |
2233 |
2214 |
2214 |
-8 |
948 |
28,952 |
+39 |
Sep10 |
100201 |
2210 |
2219 |
2192 |
2196 |
-9 |
956 |
14,389 |
+59 |
Dec10 |
100201 |
2184 |
2192 |
2169 |
2170 |
-7 |
508 |
10,633 |
+365 |
Mar11 |
100201 |
2161 |
2172 |
2153 |
2153 |
-7 |
207 |
9,638 |
+60 |
May11 |
100201 |
2152 |
2152 |
2142 |
2142 |
-7 |
58 |
1,495 |
+38 |
Total Volume and Open Interest |
15,031 |
168,124 |
-2,158 |
London Sugar(LCE) |
Mar10 |
100201 |
745.20 |
747.70 |
728.70 |
733.60 |
-9.30 |
6,625 |
27,537 |
-897 |
May10 |
100201 |
745.20 |
749.40 |
731.90 |
739.30 |
-4.50 |
5,753 |
33,201 |
+936 |
Aug10 |
100201 |
696.80 |
699.20 |
685.20 |
695.80 |
+1.60 |
1,723 |
14,524 |
+783 |
Oct10 |
100201 |
623.20 |
624.30 |
611.00 |
620.60 |
-0.20 |
674 |
7,183 |
+101 |
Dec10 |
100201 |
569.20 |
570.30 |
565.80 |
570.30 |
+0.80 |
73 |
1,509 |
+39 |
Total Volume and Open Interest |
14,906 |
85,066 |
+965 |
Cotton(ICE) |
Mar10 |
100201 |
69.06 |
69.37 |
68.20 |
68.22 |
-0.81 |
10,434 |
83,475 |
-2,399 |
May10 |
100201 |
70.62 |
70.90 |
69.81 |
69.86 |
-0.77 |
7,037 |
38,161 |
+2,150 |
Jul10 |
100201 |
71.58 |
71.66 |
70.71 |
70.80 |
-0.67 |
2,754 |
27,137 |
+977 |
Oct10 |
100201 |
70.35 |
70.43 |
70.00 |
70.12 |
-0.43 |
4 |
178 |
+4 |
Dec10 |
100201 |
70.95 |
71.00 |
70.07 |
70.19 |
-0.65 |
1,005 |
21,004 |
+732 |
Mar11 |
100201 |
72.67 |
73.27 |
72.34 |
72.96 |
+0.32 |
9 |
325 |
-9 |
Total Volume and Open Interest |
21,322 |
171,178 |
+1,474 |
Lumber(CME) |
Mar10 |
100201 |
253.0 |
258.5 |
253.0 |
258.5 |
+10.0 |
1,328 |
5,168 |
-101 |
May10 |
100201 |
273.6 |
278.7 |
273.2 |
278.7 |
+10.0 |
730 |
3,688 |
+349 |
Jul10 |
100201 |
277.4 |
284.8 |
277.4 |
283.6 |
+8.0 |
81 |
910 |
+11 |
Sep10 |
100201 |
276.3 |
281.0 |
276.3 |
280.5 |
+5.5 |
5 |
410 |
+0 |
Total Volume and Open Interest |
2,145 |
10,187 |
+260 |
Crude Oil(NYM) |
Mar10 |
100201 |
72.84 |
74.99 |
72.49 |
74.43 |
+1.54 |
335,270 |
342,928 |
+1,498 |
Apr10 |
100201 |
73.30 |
75.44 |
72.96 |
74.91 |
+1.56 |
66,262 |
132,990 |
+3,773 |
May10 |
100201 |
73.70 |
76.08 |
73.61 |
75.52 |
+1.57 |
31,517 |
89,284 |
+502 |
Jun10 |
100201 |
74.31 |
76.65 |
74.19 |
76.11 |
+1.58 |
28,900 |
125,645 |
-5,774 |
Jul10 |
100201 |
74.79 |
77.10 |
74.79 |
76.66 |
+1.58 |
8,812 |
43,232 |
+1,045 |
Aug10 |
100201 |
75.46 |
77.65 |
75.46 |
77.17 |
+1.59 |
4,962 |
19,215 |
+349 |
Sep10 |
100201 |
75.70 |
77.64 |
75.70 |
77.64 |
+1.59 |
3,352 |
29,255 |
+664 |
Oct10 |
100201 |
77.38 |
78.10 |
77.38 |
78.10 |
+1.57 |
3,089 |
19,953 |
-320 |
Nov10 |
100201 |
76.67 |
79.03 |
76.62 |
78.58 |
+1.55 |
3,086 |
25,214 |
+24 |
Dec10 |
100201 |
77.37 |
79.51 |
77.37 |
79.07 |
+1.54 |
24,596 |
186,269 |
+2,755 |
Jan11 |
100201 |
79.40 |
79.44 |
79.40 |
79.44 |
+1.54 |
1,530 |
20,798 |
-155 |
Feb11 |
100201 |
79.79 |
79.79 |
79.79 |
79.79 |
+1.54 |
1,624 |
13,604 |
+503 |
Mar11 |
100201 |
80.12 |
80.12 |
80.12 |
80.12 |
+1.53 |
1,358 |
8,388 |
+128 |
Apr11 |
100201 |
80.43 |
80.43 |
80.43 |
80.43 |
+1.52 |
231 |
10,404 |
+48 |
May11 |
100201 |
80.69 |
80.69 |
80.69 |
80.69 |
+1.52 |
233 |
3,867 |
+10 |
Jun11 |
100201 |
80.61 |
80.93 |
80.51 |
80.93 |
+1.50 |
402 |
22,389 |
+94 |
Total Volume and Open Interest |
530,099 |
1,319,629 |
+4,004 |
e-miNY Crude Oil(NYM) |
Feb10 |
100119 |
77.825 |
79.075 |
76.775 |
79.025 |
+1.025 |
6,744 |
2,926 |
-836 |
Mar10 |
100201 |
72.825 |
75.025 |
72.450 |
74.425 |
+1.525 |
11,563 |
6,145 |
+600 |
Apr10 |
100201 |
73.175 |
75.425 |
72.950 |
74.900 |
+1.550 |
421 |
756 |
+110 |
May10 |
100201 |
74.500 |
75.525 |
74.150 |
75.525 |
+1.575 |
44 |
163 |
+11 |
Jun10 |
100201 |
74.200 |
76.575 |
74.200 |
76.100 |
+1.575 |
7 |
99 |
+5 |
Jul10 |
100201 |
76.650 |
76.650 |
76.650 |
76.650 |
+1.575 |
0 |
13 |
+0 |
Aug10 |
100201 |
75.525 |
77.175 |
75.525 |
77.175 |
+1.600 |
1 |
3 |
+1 |
Sep10 |
100201 |
77.650 |
77.650 |
77.650 |
77.650 |
+1.600 |
0 |
1 |
+0 |
Oct10 |
100201 |
78.100 |
78.100 |
78.100 |
78.100 |
+1.575 |
1 |
3 |
+1 |
Nov10 |
100201 |
78.575 |
78.575 |
78.575 |
78.575 |
+1.550 |
1 |
2 |
+1 |
Total Volume and Open Interest |
12,042 |
7,290 |
+733 |
Heating Oil(NYM) |
Mar10 |
100201 |
191.30 |
196.98 |
190.85 |
195.49 |
+4.19 |
45,017 |
99,204 |
+2,674 |
Apr10 |
100201 |
191.89 |
197.48 |
191.76 |
196.05 |
+4.11 |
10,290 |
38,678 |
-334 |
May10 |
100201 |
192.83 |
198.05 |
192.41 |
196.69 |
+4.02 |
6,078 |
27,370 |
+490 |
Jun10 |
100201 |
193.15 |
199.14 |
193.15 |
197.72 |
+4.03 |
4,965 |
39,086 |
+139 |
Jul10 |
100201 |
197.37 |
199.80 |
195.99 |
199.58 |
+3.98 |
903 |
13,396 |
-171 |
Aug10 |
100201 |
199.45 |
202.58 |
199.20 |
201.62 |
+3.94 |
323 |
7,203 |
+5 |
Sep10 |
100201 |
201.58 |
205.00 |
201.58 |
203.90 |
+3.89 |
393 |
9,445 |
-11 |
Oct10 |
100201 |
203.50 |
206.70 |
203.50 |
206.40 |
+3.89 |
348 |
9,155 |
+13 |
Nov10 |
100201 |
207.40 |
208.83 |
206.83 |
208.83 |
+3.89 |
302 |
6,420 |
+104 |
Dec10 |
100201 |
207.10 |
211.26 |
207.10 |
211.26 |
+3.89 |
908 |
21,103 |
+87 |
Jan11 |
100201 |
211.77 |
213.64 |
211.29 |
213.64 |
+3.84 |
313 |
10,588 |
+88 |
Feb11 |
100201 |
215.06 |
215.06 |
215.06 |
215.06 |
+3.84 |
284 |
4,191 |
+81 |
Total Volume and Open Interest |
70,500 |
304,097 |
-6,789 |
Gasoline(NYMEX) |
Mar10 |
100201 |
191.30 |
194.75 |
189.73 |
193.21 |
+1.87 |
48,875 |
89,131 |
+214 |
Apr10 |
100201 |
201.70 |
206.07 |
201.29 |
204.65 |
+2.53 |
20,643 |
40,111 |
+352 |
May10 |
100201 |
203.30 |
207.30 |
202.59 |
205.93 |
+2.77 |
6,787 |
26,926 |
+788 |
Jun10 |
100201 |
203.73 |
207.54 |
202.95 |
206.52 |
+2.94 |
3,290 |
22,404 |
+463 |
Jul10 |
100201 |
202.48 |
207.68 |
202.48 |
206.31 |
+2.96 |
2,120 |
13,571 |
-223 |
Aug10 |
100201 |
203.53 |
205.71 |
203.53 |
205.71 |
+3.02 |
787 |
8,345 |
+121 |
Sep10 |
100201 |
203.14 |
205.11 |
203.07 |
204.92 |
+3.11 |
814 |
12,403 |
-22 |
Oct10 |
100201 |
192.96 |
195.30 |
192.71 |
195.30 |
+3.22 |
301 |
4,964 |
+64 |
Nov10 |
100201 |
192.66 |
194.97 |
192.10 |
194.97 |
+3.39 |
381 |
11,108 |
+0 |
Dec10 |
100201 |
191.50 |
195.61 |
191.50 |
195.61 |
+3.43 |
490 |
9,238 |
+79 |
Total Volume and Open Interest |
84,566 |
245,080 |
-4,926 |
e-miNY RBOB Gasoline(NYM) |
Mar10 |
100201 |
193.20 |
193.21 |
193.20 |
193.20 |
+1.90 |
1 |
7 |
+1 |
Apr10 |
100201 |
204.70 |
204.70 |
204.65 |
204.70 |
+2.60 |
|
|
|
May10 |
100201 |
205.90 |
205.93 |
205.90 |
205.90 |
+2.70 |
|
|
|
Jun10 |
100201 |
206.50 |
206.52 |
206.50 |
206.50 |
+2.90 |
|
|
|
Total Volume and Open Interest |
1 |
7 |
+1 |
Natural Gas(NYM) |
Mar10 |
100201 |
5.247 |
5.450 |
5.236 |
5.434 |
+0.303 |
79,679 |
215,687 |
-3,504 |
Apr10 |
100201 |
5.217 |
5.410 |
5.214 |
5.405 |
+0.285 |
25,506 |
97,069 |
+1,672 |
May10 |
100201 |
5.292 |
5.454 |
5.260 |
5.450 |
+0.279 |
14,632 |
77,163 |
+2,788 |
Jun10 |
100201 |
5.374 |
5.517 |
5.363 |
5.517 |
+0.275 |
6,159 |
25,032 |
+1,109 |
Jul10 |
100201 |
5.450 |
5.591 |
5.406 |
5.591 |
+0.269 |
3,220 |
25,141 |
+129 |
Aug10 |
100201 |
5.527 |
5.660 |
5.516 |
5.656 |
+0.266 |
1,849 |
34,970 |
+503 |
Sep10 |
100201 |
5.568 |
5.689 |
5.545 |
5.689 |
+0.264 |
1,550 |
23,032 |
+340 |
Oct10 |
100201 |
5.700 |
5.803 |
5.651 |
5.795 |
+0.260 |
6,878 |
50,964 |
+754 |
Nov10 |
100201 |
6.002 |
6.111 |
5.999 |
6.110 |
+0.233 |
1,651 |
12,531 |
+212 |
Dec10 |
100201 |
6.341 |
6.451 |
6.323 |
6.450 |
+0.215 |
2,423 |
23,048 |
+537 |
Jan11 |
100201 |
6.522 |
6.680 |
6.522 |
6.680 |
+0.210 |
4,234 |
30,070 |
+314 |
Feb11 |
100201 |
6.534 |
6.645 |
6.534 |
6.645 |
+0.205 |
437 |
9,898 |
+121 |
Mar11 |
100201 |
6.342 |
6.455 |
6.338 |
6.455 |
+0.200 |
2,162 |
22,344 |
-364 |
Apr11 |
100201 |
5.933 |
6.003 |
5.906 |
5.995 |
+0.165 |
1,032 |
22,522 |
+239 |
May11 |
100201 |
5.875 |
5.970 |
5.875 |
5.970 |
+0.160 |
43 |
9,814 |
+26 |
Jun11 |
100201 |
5.970 |
6.030 |
5.970 |
6.020 |
+0.160 |
20 |
4,325 |
-25 |
Total Volume and Open Interest |
151,967 |
776,283 |
+5,040 |
Brent Crude Oil(ICE) |
Mar10 |
100201 |
71.35 |
73.65 |
71.13 |
73.11 |
+1.65 |
147,501 |
177,555 |
-7,562 |
Apr10 |
100201 |
71.89 |
74.23 |
71.76 |
73.71 |
+1.63 |
62,977 |
143,747 |
+3,692 |
May10 |
100201 |
72.51 |
74.84 |
72.51 |
74.38 |
+1.62 |
28,333 |
84,377 |
+3,021 |
Jun10 |
100201 |
73.28 |
75.37 |
73.20 |
75.06 |
+1.62 |
22,535 |
79,425 |
+429 |
Jul10 |
100201 |
74.00 |
75.97 |
74.00 |
75.68 |
+1.63 |
8,192 |
26,436 |
+199 |
Aug10 |
100201 |
74.58 |
76.52 |
74.58 |
76.23 |
+1.61 |
5,263 |
18,587 |
+564 |
Sep10 |
100201 |
75.20 |
77.03 |
75.20 |
76.75 |
+1.60 |
4,367 |
13,888 |
-612 |
Oct10 |
100201 |
75.81 |
77.50 |
75.81 |
77.23 |
+1.57 |
3,792 |
14,803 |
-738 |
Nov10 |
100201 |
76.50 |
77.98 |
76.44 |
77.71 |
+1.57 |
3,295 |
12,866 |
-107 |
Dec10 |
100201 |
76.53 |
78.49 |
76.53 |
78.21 |
+1.56 |
10,696 |
77,219 |
+747 |
Jan11 |
100201 |
78.32 |
78.67 |
78.32 |
78.67 |
+1.55 |
861 |
11,117 |
+128 |
Feb11 |
100201 |
79.11 |
79.11 |
79.11 |
79.11 |
+1.55 |
415 |
5,441 |
+113 |
Mar11 |
100201 |
79.52 |
79.52 |
79.52 |
79.52 |
+1.56 |
453 |
4,900 |
+99 |
Apr11 |
100201 |
79.92 |
79.92 |
79.92 |
79.92 |
+1.56 |
306 |
2,496 |
+43 |
Total Volume and Open Interest |
304,018 |
776,550 |
+438 |
Gas Oil(ICE) |
Feb10 |
100201 |
581.00 |
594.75 |
576.50 |
586.50 |
unch |
|
|
|
Mar10 |
100201 |
587.75 |
601.75 |
583.00 |
593.50 |
+0.25 |
|
|
|
Apr10 |
100201 |
590.00 |
607.50 |
590.00 |
599.75 |
+0.50 |
|
|
|
May10 |
100201 |
600.00 |
614.00 |
598.25 |
606.25 |
+1.00 |
|
|
|
Jun10 |
100201 |
602.00 |
620.25 |
602.00 |
612.50 |
+1.00 |
|
|
|
Jul10 |
100201 |
612.00 |
621.50 |
612.00 |
618.75 |
+1.25 |
|
|
|
Aug10 |
100201 |
618.50 |
625.50 |
618.50 |
625.25 |
+1.50 |
|
|
|
Sep10 |
100201 |
624.50 |
635.25 |
624.50 |
631.50 |
+1.75 |
|
|
|
Oct10 |
100201 |
630.75 |
637.50 |
630.75 |
637.25 |
+1.50 |
|
|
|
Nov10 |
100201 |
635.00 |
641.75 |
635.00 |
641.75 |
+1.25 |
|
|
|
Total Volume and Open Interest |
136,800 |
625,930 |
+1,010 |
Ethanol(CBOT) |
Feb10 |
100201 |
1.791 |
1.793 |
1.791 |
1.793 |
+0.006 |
86 |
302 |
-116 |
Mar10 |
100201 |
1.780 |
1.784 |
1.773 |
1.782 |
+0.005 |
187 |
860 |
-35 |
Apr10 |
100201 |
1.776 |
1.785 |
1.773 |
1.780 |
unch |
154 |
1,429 |
+130 |
May10 |
100201 |
1.771 |
1.780 |
1.770 |
1.779 |
+0.003 |
33 |
597 |
+8 |
Jun10 |
100201 |
1.775 |
1.780 |
1.775 |
1.776 |
+0.006 |
45 |
462 |
+14 |
Jul10 |
100201 |
1.757 |
1.779 |
1.757 |
1.773 |
+0.005 |
20 |
814 |
+10 |
Aug10 |
100201 |
1.742 |
1.765 |
1.742 |
1.752 |
+0.005 |
17 |
556 |
+17 |
Sep10 |
100201 |
1.736 |
1.740 |
1.736 |
1.738 |
+0.001 |
18 |
523 |
+18 |
Total Volume and Open Interest |
636 |
7,186 |
+99 |
WTI Crude Oil(ICE |
Mar10 |
100201 |
72.83 |
75.00 |
72.50 |
74.43 |
+1.54 |
77,993 |
114,884 |
-4,405 |
Apr10 |
100201 |
72.98 |
75.44 |
72.98 |
74.91 |
+1.56 |
21,150 |
55,303 |
-1,281 |
May10 |
100201 |
73.94 |
76.01 |
73.87 |
75.52 |
+1.57 |
9,645 |
33,469 |
+1,579 |
Jun10 |
100201 |
75.07 |
76.46 |
74.71 |
76.11 |
+1.58 |
8,758 |
44,867 |
-615 |
Jul10 |
100201 |
75.43 |
76.66 |
75.43 |
76.66 |
+1.58 |
1,830 |
24,776 |
+468 |
Aug10 |
100201 |
76.07 |
77.52 |
75.77 |
77.17 |
+1.59 |
2,072 |
15,005 |
+575 |
Sep10 |
100201 |
76.25 |
77.80 |
76.25 |
77.64 |
+1.59 |
1,440 |
12,374 |
-186 |
Oct10 |
100201 |
77.35 |
78.43 |
77.34 |
78.10 |
+1.57 |
1,059 |
10,168 |
-23 |
Nov10 |
100201 |
77.44 |
78.58 |
77.44 |
78.58 |
+1.55 |
1,694 |
9,530 |
+422 |
Dec10 |
100201 |
77.79 |
79.37 |
77.64 |
79.07 |
+1.54 |
7,269 |
73,264 |
+1,691 |
Jan11 |
100201 |
79.44 |
79.44 |
79.44 |
79.44 |
+1.54 |
1,374 |
11,658 |
+309 |
Feb11 |
100201 |
79.79 |
79.79 |
79.79 |
79.79 |
+1.54 |
645 |
6,263 |
+31 |
Mar11 |
100201 |
80.12 |
80.12 |
80.12 |
80.12 |
+1.53 |
10 |
3,198 |
+0 |
Apr11 |
100201 |
80.43 |
80.43 |
80.43 |
80.43 |
+1.52 |
5 |
2,234 |
+0 |
May11 |
100201 |
80.69 |
80.69 |
80.69 |
80.69 |
+1.52 |
15 |
1,078 |
+5 |
Jun11 |
100201 |
80.93 |
80.93 |
80.93 |
80.93 |
+1.50 |
47 |
11,516 |
-17 |
Total Volume and Open Interest |
137,769 |
502,335 |
-812 |
US Dollar Index(ICE) |
Mar10 |
100201 |
79.610 |
79.760 |
79.350 |
79.420 |
-0.230 |
23,437 |
58,691 |
+3,533 |
Jun10 |
100201 |
80.000 |
80.000 |
79.670 |
79.730 |
-0.230 |
24 |
4,936 |
+7 |
Sep10 |
100201 |
80.000 |
80.000 |
80.000 |
80.000 |
-0.255 |
0 |
1 |
+0 |
Total Volume and Open Interest |
23,461 |
63,629 |
+3,540 |
Australian Dollar(CME) |
Mar10 |
100201 |
87.91 |
88.82 |
87.48 |
88.70 |
+0.55 |
142,139 |
98,525 |
-3,343 |
Jun10 |
100201 |
87.11 |
87.90 |
86.60 |
87.81 |
+0.56 |
490 |
4,458 |
+45 |
Sep10 |
100201 |
86.88 |
86.88 |
86.32 |
86.88 |
+0.56 |
1 |
19 |
+0 |
Total Volume and Open Interest |
142,631 |
103,007 |
-3,297 |
British Pound(CME) |
Mar10 |
100201 |
159.38 |
159.75 |
158.45 |
159.49 |
-0.37 |
147,214 |
88,256 |
+6,356 |
Jun10 |
100201 |
159.29 |
159.76 |
158.42 |
159.38 |
-0.38 |
371 |
575 |
+21 |
Sep10 |
100201 |
158.81 |
159.64 |
158.81 |
159.26 |
-0.38 |
0 |
79 |
+0 |
Total Volume and Open Interest |
147,585 |
88,913 |
+6,377 |
Canadian Dollar(CME) |
Mar10 |
100201 |
93.51 |
94.24 |
93.26 |
94.03 |
+0.53 |
84,803 |
80,516 |
+296 |
Jun10 |
100201 |
93.60 |
94.21 |
93.26 |
94.02 |
+0.53 |
304 |
2,324 |
-2 |
Sep10 |
100201 |
93.25 |
94.18 |
93.25 |
94.00 |
+0.53 |
66 |
733 |
+49 |
Dec10 |
100201 |
93.72 |
94.07 |
93.41 |
93.94 |
+0.53 |
41 |
629 |
+37 |
Total Volume and Open Interest |
85,215 |
84,269 |
+380 |
Japanese Yen(CME) |
Mar10 |
100201 |
110.88 |
111.14 |
109.96 |
110.34 |
-0.44 |
155,952 |
116,638 |
-56 |
Jun10 |
100201 |
110.88 |
111.11 |
110.04 |
110.40 |
-0.44 |
93 |
597 |
-3 |
Sep10 |
100201 |
110.49 |
111.19 |
110.39 |
110.49 |
-0.44 |
0 |
204 |
+0 |
Total Volume and Open Interest |
156,045 |
117,463 |
-59 |
Swiss Franc(CME) |
Mar10 |
100201 |
94.19 |
94.79 |
94.15 |
94.55 |
+0.26 |
71,688 |
36,463 |
+307 |
Jun10 |
100201 |
94.31 |
94.81 |
94.22 |
94.61 |
+0.26 |
150 |
215 |
+23 |
Sep10 |
100201 |
94.68 |
94.68 |
94.42 |
94.68 |
+0.26 |
0 |
8 |
+0 |
Total Volume and Open Interest |
71,838 |
36,688 |
+330 |
EuroFX(CME) |
Mar10 |
100201 |
138.60 |
139.37 |
138.51 |
139.20 |
+0.55 |
356,293 |
187,156 |
+978 |
Jun10 |
100201 |
138.61 |
139.31 |
138.49 |
139.16 |
+0.55 |
517 |
1,396 |
+30 |
Sep10 |
100201 |
138.87 |
139.05 |
138.51 |
139.05 |
+0.54 |
15 |
669 |
+0 |
Total Volume and Open Interest |
356,835 |
189,248 |
+1,018 |
Mexican Peso(CME) |
Feb10 |
100201 |
775.5 |
775.5 |
764.0 |
775.5 |
+11.5 |
0 |
2 |
+0 |
Mar10 |
100201 |
759.8 |
773.2 |
759.5 |
772.5 |
+11.5 |
27,317 |
92,307 |
-1,572 |
Total Volume and Open Interest |
27,320 |
94,059 |
-1,571 |
30-Year T-Bonds(CBOT) |
Mar10 |
100201 |
119~040 |
119~040 |
118~000 |
118~050 |
-0~210 |
317,191 |
653,914 |
+5,261 |
Jun10 |
100201 |
117~130 |
117~130 |
116~170 |
116~210 |
-0~210 |
2,415 |
5,267 |
+1,685 |
Sep10 |
100201 |
115~120 |
116~010 |
115~120 |
115~120 |
-0~210 |
2 |
5 |
+0 |
Total Volume and Open Interest |
319,608 |
659,186 |
+6,946 |
10-Year T-Notes(CBOT) |
Mar10 |
100201 |
118~090 |
118~095 |
117~230 |
117~275 |
-0~095 |
1,211,739 |
1,415,293 |
+45,067 |
Jun10 |
100201 |
116~245 |
116~245 |
116~090 |
116~110 |
-0~100 |
5,611 |
13,005 |
+1,200 |
Sep10 |
100201 |
114~265 |
115~050 |
114~265 |
114~265 |
-0~105 |
4 |
4 |
+4 |
Total Volume and Open Interest |
1,217,354 |
1,428,302 |
+46,271 |
5-Year T-Notes(CBOT) |
Mar10 |
100201 |
116~067 |
116~068 |
116~028 |
116~041 |
-0~018 |
|
|
|
Jun10 |
100201 |
115~038 |
115~038 |
115~002 |
115~009 |
-0~018 |
|
|
|
Sep10 |
100201 |
113~105 |
113~123 |
113~105 |
113~105 |
-0~018 |
|
|
|
Total Volume and Open Interest |
503,021 |
892,998 |
+2,966 |
2 Year T-Notes(CBOT) |
Mar10 |
100201 |
109~001 |
109~001 |
108~113 |
108~119 |
-0~006 |
318,681 |
940,451 |
+25,209 |
Jun10 |
100201 |
108~043 |
108~054 |
108~043 |
108~048 |
-0~006 |
2,947 |
19,279 |
+2,107 |
Sep10 |
100201 |
107~105 |
107~111 |
107~105 |
107~105 |
-0~006 |
|
|
|
Total Volume and Open Interest |
321,628 |
959,730 |
+27,316 |
Eurodollars(CME) |
Mar10 |
100201 |
99.710 |
99.715 |
99.705 |
99.710 |
unch |
135,456 |
1,215,435 |
+1,805 |
Jun10 |
100201 |
99.600 |
99.605 |
99.585 |
99.595 |
unch |
221,558 |
1,099,547 |
-226 |
Sep10 |
100201 |
99.360 |
99.360 |
99.315 |
99.330 |
-0.025 |
228,392 |
938,128 |
+1,267 |
Dec10 |
100201 |
99.030 |
99.030 |
98.955 |
98.980 |
-0.030 |
316,404 |
878,967 |
+107 |
Mar11 |
100201 |
98.655 |
98.655 |
98.560 |
98.600 |
-0.030 |
327,394 |
582,029 |
-3,925 |
Jun11 |
100201 |
98.270 |
98.270 |
98.180 |
98.225 |
-0.025 |
253,742 |
707,140 |
+7,739 |
Sep11 |
100201 |
97.910 |
97.910 |
97.825 |
97.870 |
-0.025 |
191,327 |
537,643 |
-952 |
Dec11 |
100201 |
97.580 |
97.580 |
97.490 |
97.535 |
-0.025 |
163,936 |
344,373 |
-8,249 |
Mar12 |
100201 |
97.285 |
97.290 |
97.200 |
97.245 |
-0.020 |
73,370 |
252,445 |
+499 |
Jun12 |
100201 |
97.000 |
97.010 |
96.910 |
96.955 |
-0.020 |
61,304 |
217,298 |
-1,815 |
Sep12 |
100201 |
96.740 |
96.750 |
96.650 |
96.690 |
-0.025 |
49,418 |
125,985 |
-676 |
Dec12 |
100201 |
96.495 |
96.495 |
96.395 |
96.430 |
-0.030 |
40,780 |
107,101 |
+1,763 |
Mar13 |
100201 |
96.255 |
96.275 |
96.190 |
96.225 |
-0.030 |
17,232 |
75,680 |
-875 |
Jun13 |
100201 |
96.075 |
96.080 |
95.995 |
96.030 |
-0.030 |
12,046 |
63,057 |
+621 |
Sep13 |
100201 |
95.900 |
95.905 |
95.820 |
95.850 |
-0.030 |
8,560 |
49,870 |
-322 |
Dec13 |
100201 |
95.705 |
95.705 |
95.640 |
95.670 |
-0.025 |
6,201 |
33,500 |
-599 |
Mar14 |
100201 |
95.550 |
95.555 |
95.500 |
95.530 |
-0.025 |
3,864 |
35,151 |
-136 |
Jun14 |
100201 |
95.410 |
95.415 |
95.360 |
95.390 |
-0.025 |
3,347 |
29,169 |
-295 |
Total Volume and Open Interest |
2,130,214 |
7,480,818 |
-801 |
30 Day Federal Funds(CBOT) |
Feb10 |
100201 |
99.868 |
99.870 |
99.865 |
99.868 |
+0.003 |
4,628 |
88,471 |
-912 |
Mar10 |
100201 |
99.855 |
99.860 |
99.855 |
99.855 |
unch |
7,326 |
59,989 |
+1,531 |
Apr10 |
100201 |
99.840 |
99.845 |
99.835 |
99.840 |
unch |
6,154 |
70,518 |
-1,582 |
May10 |
100201 |
99.820 |
99.830 |
99.810 |
99.820 |
unch |
7,596 |
62,719 |
+941 |
Jun10 |
100201 |
99.810 |
99.810 |
99.800 |
99.805 |
unch |
8,953 |
52,467 |
+1,355 |
Jul10 |
100201 |
99.770 |
99.770 |
99.760 |
99.770 |
unch |
10,305 |
50,410 |
+3,014 |
Total Volume and Open Interest |
64,628 |
523,241 |
-60,722 |
30 Day Fed Funds(e-CBOT) |
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 |
|
Jul10 |
090519 |
99.085 |
99.085 |
99.085 |
99.085 |
unch |
0 |
2,211 |
|
Total Volume and Open Interest |
22,142 |
354,023 |
|
3-Mth Euro-Yen(CME) |
Mar10 |
100201 |
99.580 |
99.580 |
99.575 |
99.580 |
unch |
0 |
1,263 |
+0 |
Jun10 |
100201 |
99.625 |
99.625 |
99.625 |
99.625 |
+0.005 |
0 |
80 |
+0 |
Sep10 |
100201 |
99.645 |
99.645 |
99.645 |
99.645 |
+0.005 |
0 |
230 |
+0 |
Dec10 |
100201 |
99.630 |
99.630 |
99.630 |
99.630 |
+0.005 |
0 |
242 |
+0 |
Mar11 |
100201 |
99.620 |
99.620 |
99.620 |
99.620 |
+0.005 |
|
|
|
Jun11 |
100201 |
99.595 |
99.595 |
99.595 |
99.595 |
+0.005 |
|
|
|
Sep11 |
100201 |
99.595 |
99.595 |
99.595 |
99.595 |
+0.005 |
|
|
|
Dec11 |
100201 |
99.525 |
99.525 |
99.525 |
99.525 |
+0.005 |
|
|
|
Mar12 |
100201 |
99.490 |
99.490 |
99.490 |
99.490 |
unch |
|
|
|
Jun12 |
100201 |
99.540 |
99.540 |
99.540 |
99.540 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
1,815 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar10 |
100201 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
200 |
4,656 |
+55 |
Jun10 |
100201 |
99.63 |
99.63 |
99.62 |
99.62 |
unch |
25 |
1,687 |
+25 |
Sep10 |
100201 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
1,921 |
+0 |
Dec10 |
100201 |
99.63 |
99.63 |
99.63 |
99.63 |
unch |
0 |
1,431 |
+0 |
Mar11 |
100201 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
664 |
+0 |
Jun11 |
100201 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
52 |
+0 |
Sep11 |
100201 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
51 |
+0 |
Dec11 |
100201 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
0 |
102 |
+0 |
Total Volume and Open Interest |
225 |
11,935 |
+80 |
Japanese Gov't Bonds(SGX) |
Mar10 |
100201 |
139.42 |
139.65 |
139.36 |
139.41 |
-0.08 |
3,394 |
16,608 |
+136 |
Jun10 |
100201 |
139.33 |
139.33 |
139.33 |
139.33 |
-0.08 |
|
|
|
Sep10 |
100201 |
139.33 |
139.33 |
139.33 |
139.33 |
-0.08 |
|
|
|
Total Volume and Open Interest |
3,394 |
16,608 |
+136 |
Euro-Bund(EUREX) |
Mar10 |
100201 |
123.58 |
123.63 |
123.35 |
123.51 |
+0.13 |
923,100 |
935,146 |
+49,418 |
Jun10 |
100201 |
122.14 |
122.14 |
121.94 |
122.04 |
+0.13 |
109 |
1,155 |
+17 |
Sep10 |
100201 |
121.71 |
121.71 |
121.71 |
121.71 |
+0.13 |
|
|
|
Total Volume and Open Interest |
923,209 |
936,301 |
+49,435 |
Euro-Bobl(EUREX) |
Mar10 |
100201 |
117.37 |
117.39 |
117.21 |
117.30 |
+0.04 |
503,070 |
747,273 |
+4,734 |
Jun10 |
100201 |
115.92 |
115.92 |
115.78 |
115.85 |
+0.03 |
84 |
774 |
+46 |
Sep10 |
100201 |
115.60 |
115.60 |
115.60 |
115.60 |
+0.04 |
|
|
|
Total Volume and Open Interest |
503,154 |
748,047 |
+4,780 |
3-Mth Euribor(EUREX) |
Mar10 |
100201 |
99.300 |
99.305 |
99.295 |
99.300 |
-0.015 |
254 |
14,766 |
-51 |
Jun10 |
100201 |
99.045 |
99.045 |
99.030 |
99.030 |
-0.020 |
108 |
7,346 |
-78 |
Sep10 |
100201 |
98.775 |
98.775 |
98.760 |
98.760 |
-0.005 |
83 |
2,414 |
-69 |
Total Volume and Open Interest |
547 |
28,223 |
-210 |
Long Gilt(LIFFE) |
Mar10 |
100201 |
115~25 |
115~31 |
115~20 |
115~27 |
+0~05 |
84,268 |
249,103 |
-1,228 |
Jun10 |
100201 |
114~12 |
114~12 |
114~12 |
114~12 |
+0~05 |
|
|
|
Total Volume and Open Interest |
84,268 |
249,103 |
-1,228 |
3-Mth Short Sterling(LIFFE) |
Mar10 |
100201 |
99.36 |
99.38 |
99.35 |
99.36 |
unch |
34,565 |
304,699 |
-7,288 |
Jun10 |
100201 |
99.20 |
99.22 |
99.18 |
99.20 |
+0.01 |
42,890 |
346,148 |
+1,598 |
Sep10 |
100201 |
98.91 |
98.94 |
98.89 |
98.91 |
+0.02 |
44,524 |
331,581 |
+1,202 |
Dec10 |
100201 |
98.52 |
98.55 |
98.49 |
98.51 |
+0.01 |
50,077 |
355,376 |
+4,509 |
Mar11 |
100201 |
98.12 |
98.14 |
98.08 |
98.10 |
unch |
63,296 |
315,365 |
-3,045 |
Jun11 |
100201 |
97.73 |
97.74 |
97.68 |
97.70 |
-0.01 |
47,722 |
183,291 |
+3,649 |
Total Volume and Open Interest |
369,960 |
2,229,024 |
+1,057 |
3-Mth Euribor(LIFFE) |
Mar10 |
100201 |
99.315 |
99.320 |
99.290 |
99.300 |
-0.015 |
91,412 |
727,492 |
-268 |
Jun10 |
100201 |
99.050 |
99.055 |
99.020 |
99.030 |
-0.020 |
184,550 |
826,281 |
+3,431 |
Sep10 |
100201 |
98.775 |
98.785 |
98.740 |
98.760 |
-0.005 |
177,831 |
596,344 |
+3,173 |
Total Volume and Open Interest |
958,736 |
3,784,753 |
+33,009 |
3-Mth Aus T-Bills(SFE) |
Mar10 |
100201 |
95.58 |
95.64 |
95.56 |
95.61 |
+0.03 |
31,971 |
293,932 |
+5,461 |
Jun10 |
100201 |
95.32 |
95.42 |
95.28 |
95.38 |
+0.07 |
39,887 |
212,138 |
-454 |
Sep10 |
100201 |
95.10 |
95.20 |
95.05 |
95.17 |
+0.07 |
16,134 |
112,255 |
+3,994 |
Dec10 |
100201 |
94.94 |
95.03 |
94.88 |
94.99 |
+0.06 |
7,924 |
88,306 |
-1,314 |
Mar11 |
100201 |
94.79 |
94.84 |
94.72 |
94.82 |
+0.05 |
3,136 |
35,518 |
-192 |
Jun11 |
100201 |
94.62 |
94.70 |
94.61 |
94.67 |
+0.05 |
2,047 |
25,788 |
+602 |
Sep11 |
100201 |
94.45 |
94.58 |
94.45 |
94.56 |
+0.05 |
855 |
16,392 |
-74 |
Dec11 |
100201 |
94.44 |
94.47 |
94.38 |
94.46 |
+0.03 |
380 |
8,873 |
+251 |
Mar12 |
100201 |
94.40 |
94.40 |
94.40 |
94.40 |
+0.04 |
0 |
3,326 |
+0 |
Jun12 |
100201 |
94.37 |
94.37 |
94.37 |
94.37 |
+0.04 |
0 |
1,205 |
+0 |
Total Volume and Open Interest |
102,334 |
798,846 |
+8,274 |
10-Year Aus T-Bonds(SFE) |
Mar10 |
100201 |
94.56 |
94.60 |
94.48 |
94.56 |
unch |
38,857 |
352,610 |
+4,666 |
Jun10 |
100201 |
94.56 |
94.56 |
94.56 |
94.56 |
unch |
|
|
|
Total Volume and Open Interest |
38,857 |
352,610 |
+4,666 |
3-Year Aus T-Bonds(SFE) |
Mar10 |
100201 |
95.15 |
95.23 |
95.08 |
95.17 |
+0.02 |
139,144 |
705,654 |
+21,401 |
Jun10 |
100201 |
95.17 |
95.17 |
95.17 |
95.17 |
+0.02 |
|
|
|
Total Volume and Open Interest |
139,144 |
705,654 |
+21,401 |
Gold(CMX) |
Feb10 |
100201 |
1081.0 |
1107.3 |
1076.8 |
1104.3 |
+21.3 |
11,456 |
6,068 |
-4,421 |
Apr10 |
100201 |
1081.9 |
1108.8 |
1077.2 |
1105.0 |
+21.2 |
182,586 |
302,336 |
+4,326 |
Jun10 |
100201 |
1082.9 |
1109.5 |
1078.1 |
1106.0 |
+21.2 |
1,523 |
53,984 |
+281 |
Aug10 |
100201 |
1086.1 |
1109.8 |
1081.5 |
1106.9 |
+21.3 |
331 |
22,244 |
-18 |
Oct10 |
100201 |
1085.9 |
1108.4 |
1085.6 |
1107.8 |
+21.4 |
1,165 |
7,229 |
-701 |
Dec10 |
100201 |
1087.0 |
1111.2 |
1082.5 |
1108.8 |
+21.4 |
3,243 |
33,638 |
+893 |
Feb11 |
100201 |
1094.2 |
1110.4 |
1094.2 |
1110.4 |
+21.5 |
1,036 |
7,383 |
-187 |
Apr11 |
100201 |
1093.0 |
1112.4 |
1093.0 |
1112.4 |
+21.6 |
235 |
3,765 |
-28 |
Jun11 |
100201 |
1087.6 |
1115.0 |
1087.6 |
1115.0 |
+21.7 |
715 |
5,903 |
-444 |
Aug11 |
100201 |
1118.0 |
1118.0 |
1118.0 |
1118.0 |
+21.7 |
4 |
1,486 |
+0 |
Oct11 |
100201 |
1121.6 |
1121.6 |
1121.6 |
1121.6 |
+21.9 |
0 |
1,360 |
+0 |
Dec11 |
100201 |
1116.0 |
1125.4 |
1116.0 |
1125.4 |
+22.0 |
243 |
11,465 |
+206 |
Total Volume and Open Interest |
204,658 |
478,471 |
+110 |
Silver(CMX) |
Mar10 |
100201 |
1617.0 |
1671.5 |
1610.5 |
1666.0 |
+47.0 |
34,638 |
66,831 |
+308 |
May10 |
100201 |
1622.0 |
1671.5 |
1613.0 |
1668.2 |
+47.1 |
1,289 |
17,919 |
+674 |
Jul10 |
100201 |
1621.0 |
1671.5 |
1618.5 |
1670.1 |
+47.3 |
688 |
10,814 |
+233 |
Sep10 |
100201 |
1619.0 |
1671.8 |
1619.0 |
1671.8 |
+47.4 |
22 |
3,049 |
+1 |
Dec10 |
100201 |
1635.0 |
1677.0 |
1625.0 |
1674.3 |
+47.5 |
208 |
11,086 |
-35 |
Mar11 |
100201 |
1676.8 |
1676.8 |
1676.8 |
1676.8 |
+47.7 |
21 |
832 |
+18 |
May11 |
100201 |
1661.5 |
1678.6 |
1661.5 |
1678.6 |
+47.8 |
22 |
1,725 |
+20 |
Total Volume and Open Interest |
37,091 |
123,393 |
+1,249 |
Platinum(NYMEX) |
Apr10 |
100201 |
1507.5 |
1552.0 |
1502.5 |
1539.3 |
+33.3 |
4,197 |
32,713 |
-105 |
Jul10 |
100201 |
1516.0 |
1547.1 |
1516.0 |
1538.8 |
+33.7 |
10 |
1,525 |
+0 |
Oct10 |
100201 |
1538.8 |
1538.8 |
1538.8 |
1538.8 |
+33.7 |
4 |
29 |
+4 |
Jan11 |
100201 |
1532.1 |
1532.1 |
1529.3 |
1529.3 |
+34.2 |
0 |
205 |
+0 |
Total Volume and Open Interest |
4,213 |
34,509 |
-100 |
Palladium(NYMEX) |
Mar10 |
100201 |
418.00 |
432.80 |
415.00 |
428.55 |
+15.90 |
1,937 |
21,731 |
+34 |
Jun10 |
100201 |
418.40 |
431.50 |
418.40 |
428.85 |
+15.85 |
137 |
1,306 |
+58 |
Sep10 |
100201 |
429.90 |
429.90 |
429.90 |
429.90 |
+15.85 |
0 |
17 |
+0 |
Total Volume and Open Interest |
2,074 |
23,070 |
+92 |
Copper(CMX) |
Mar10 |
100201 |
304.00 |
310.95 |
299.05 |
308.35 |
+3.10 |
42,980 |
85,263 |
-46 |
May10 |
100201 |
305.10 |
312.40 |
301.00 |
309.85 |
+3.15 |
4,261 |
26,307 |
+1,406 |
Jul10 |
100201 |
305.75 |
311.90 |
303.25 |
310.70 |
+3.15 |
955 |
11,891 |
+359 |
Sep10 |
100201 |
306.00 |
312.25 |
304.65 |
311.00 |
+3.30 |
120 |
5,039 |
+36 |
Dec10 |
100201 |
305.00 |
312.20 |
305.00 |
310.55 |
+3.35 |
209 |
4,822 |
+129 |
Total Volume and Open Interest |
49,335 |
137,169 |
+1,643 |
DJIA Index(CBOT) |
Mar10 |
100201 |
10017 |
10140 |
10011 |
10137 |
+120 |
554 |
13,642 |
+108 |
Jun10 |
100201 |
10076 |
10076 |
9956 |
10076 |
+120 |
2 |
15 |
+1 |
Sep10 |
100201 |
10017 |
10017 |
9897 |
10017 |
+120 |
|
|
|
Dec10 |
100201 |
9967 |
9967 |
9847 |
9967 |
+120 |
|
|
|
Total Volume and Open Interest |
556 |
13,657 |
+109 |
Mini DJIA Index(CBOT) |
Mar10 |
100201 |
10013 |
10145 |
10005 |
10137 |
+120 |
189,885 |
66,205 |
+2,939 |
Jun10 |
100201 |
9984 |
10077 |
9964 |
10076 |
+120 |
231 |
445 |
+111 |
Sep10 |
100201 |
10017 |
10017 |
10017 |
10017 |
+120 |
0 |
5 |
+0 |
Dec10 |
100201 |
9967 |
9967 |
9967 |
9967 |
+120 |
0 |
11 |
+0 |
Total Volume and Open Interest |
190,116 |
66,666 |
+3,050 |
S & P 500(CME) |
Mar10 |
100201 |
1069.70 |
1086.70 |
1068.40 |
1086.30 |
+15.90 |
24,149 |
338,829 |
-3,841 |
Jun10 |
100201 |
1078.50 |
1081.80 |
1075.60 |
1081.50 |
+15.90 |
1 |
5,295 |
-119 |
Sep10 |
100201 |
1076.60 |
1076.90 |
1066.70 |
1076.60 |
+15.90 |
0 |
1,066 |
+0 |
Dec10 |
100201 |
1066.00 |
1072.70 |
1065.00 |
1072.40 |
+15.90 |
0 |
10 |
+0 |
Total Volume and Open Interest |
24,150 |
345,201 |
-3,960 |
S & P 500 E-Mini(Globex) |
Mar10 |
100201 |
1070.00 |
1086.50 |
1068.00 |
1086.25 |
+15.75 |
3,068,079 |
2,638,822 |
+25,180 |
Jun10 |
100201 |
1067.75 |
1081.50 |
1063.25 |
1081.50 |
+16.00 |
1,720 |
14,065 |
+100 |
Total Volume and Open Interest |
3,069,811 |
2,654,303 |
+25,280 |
NASDAQ 100(CME) |
Mar10 |
100201 |
1748.80 |
1758.50 |
1737.80 |
1755.80 |
+16.50 |
2,241 |
20,493 |
-223 |
Jun10 |
100201 |
1753.30 |
1754.50 |
1746.00 |
1753.30 |
+16.80 |
0 |
625 |
+0 |
Sep10 |
100201 |
1752.30 |
1753.50 |
1752.30 |
1752.30 |
+16.80 |
|
|
|
Total Volume and Open Interest |
2,241 |
21,118 |
-223 |
NASDAQ 100 E-Mini(Globex) |
Mar10 |
100201 |
1740.00 |
1758.30 |
1737.00 |
1755.80 |
+16.50 |
538,161 |
403,801 |
+3,104 |
Jun10 |
100201 |
1747.50 |
1755.50 |
1735.80 |
1753.30 |
+16.80 |
563 |
5,041 |
+105 |
Total Volume and Open Interest |
538,724 |
408,856 |
+3,209 |
S & P Midcap 400(CME) |
Mar10 |
100201 |
703.50 |
712.00 |
700.85 |
711.30 |
+10.00 |
616 |
2,310 |
+310 |
Jun10 |
100201 |
709.10 |
709.10 |
708.60 |
709.10 |
+10.00 |
|
|
|
Sep10 |
100201 |
707.10 |
707.10 |
706.60 |
707.10 |
+10.00 |
|
|
|
Total Volume and Open Interest |
616 |
2,310 |
+310 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar10 |
100201 |
10245 |
10345 |
10235 |
10315 |
+80 |
12,142 |
40,946 |
-465 |
Jun10 |
100201 |
10315 |
10320 |
10315 |
10315 |
+80 |
|
|
|
Total Volume and Open Interest |
12,142 |
40,946 |
-465 |
Nikkei 225(SGX) |
Mar10 |
100201 |
10195 |
10320 |
10110 |
10200 |
+40 |
121,026 |
190,764 |
+2,794 |
Jun10 |
100201 |
10160 |
10170 |
10075 |
10145 |
+40 |
113 |
1,459 |
+87 |
Sep10 |
100201 |
10150 |
10150 |
10150 |
10150 |
+45 |
0 |
55 |
+0 |
Total Volume and Open Interest |
121,179 |
194,324 |
+2,881 |
CAC 40(EURONEXT) |
Feb10 |
100201 |
3700.0 |
3774.5 |
3699.0 |
3763.5 |
+25.0 |
159,290 |
356,730 |
-4,988 |
Mar10 |
100201 |
3708.0 |
3774.0 |
3702.5 |
3764.0 |
+25.0 |
1,131 |
76,587 |
+544 |
Apr10 |
100201 |
3760.0 |
3764.5 |
3760.0 |
3764.5 |
+25.0 |
1 |
44 |
+1 |
Total Volume and Open Interest |
160,422 |
435,505 |
-4,443 |
Hang Seng Index(HKFE) |
Feb10 |
100201 |
19940 |
20203 |
19795 |
20151 |
-52 |
91,321 |
71,937 |
+202 |
Mar10 |
100201 |
19847 |
20137 |
19740 |
20080 |
-48 |
1,118 |
6,159 |
+19 |
Total Volume and Open Interest |
92,669 |
79,065 |
-18,211 |
DAX(EUREX) |
Mar10 |
100201 |
5565.0 |
5677.0 |
5565.0 |
5658.0 |
+50.5 |
191,262 |
152,956 |
+5,687 |
Jun10 |
100201 |
5585.5 |
5685.0 |
5585.5 |
5667.5 |
+50.5 |
907 |
10,215 |
+468 |
Sep10 |
100201 |
5659.0 |
5693.0 |
5658.5 |
5677.5 |
+51.0 |
184 |
807 |
+107 |
Total Volume and Open Interest |
192,353 |
163,978 |
+6,262 |
FT-SE 100(EURONEXT) |
Mar10 |
100201 |
5116.50 |
5207.50 |
5114.00 |
5196.00 |
+47.50 |
161,918 |
695,680 |
-8,831 |
Jun10 |
100201 |
5069.50 |
5150.00 |
5069.50 |
5146.00 |
+47.50 |
10 |
2,498 |
-8 |
Sep10 |
100201 |
5109.00 |
5109.00 |
5109.00 |
5109.00 |
+47.50 |
0 |
323 |
+0 |
Total Volume and Open Interest |
161,928 |
699,092 |
-8,839 |
SPI 200(SFE) |
Mar10 |
100201 |
4540.0 |
4588.0 |
4487.0 |
4509.0 |
-37.0 |
41,692 |
213,511 |
+7,338 |
Jun10 |
100201 |
4555.0 |
4601.0 |
4526.0 |
4531.0 |
-36.0 |
40 |
1,863 |
+4 |
Sep10 |
100201 |
4531.0 |
4531.0 |
4531.0 |
4531.0 |
-36.0 |
0 |
2,038 |
+0 |
Total Volume and Open Interest |
41,732 |
218,544 |
+7,342 |
GSCI(CME) |
Feb10 |
100201 |
487.50 |
494.50 |
486.50 |
494.50 |
+8.10 |
2,384 |
18,104 |
+785 |
Mar10 |
100201 |
494.50 |
499.00 |
490.00 |
499.00 |
+8.00 |
4 |
0 |
+0 |
Apr10 |
100201 |
498.00 |
501.00 |
493.50 |
501.00 |
+7.00 |
2 |
0 |
+0 |
Total Volume and Open Interest |
2,390 |
18,104 |
+785 |
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. |
|
|