|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu February 04, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Mar10 |
100204 |
911.25 |
916.00 |
900.00 |
914.00 |
+6.00 |
91,665 |
203,292 |
-8,324 |
| May10 |
100204 |
921.50 |
926.50 |
911.00 |
924.75 |
+5.75 |
44,651 |
93,798 |
+3,067 |
| Jul10 |
100204 |
931.50 |
935.00 |
920.00 |
933.50 |
+5.00 |
26,679 |
69,755 |
-81 |
| Aug10 |
100204 |
931.25 |
931.50 |
916.75 |
930.00 |
+5.50 |
343 |
2,705 |
+123 |
| Sep10 |
100204 |
914.50 |
918.00 |
906.75 |
918.00 |
+5.50 |
392 |
2,383 |
+167 |
| Nov10 |
100204 |
907.25 |
914.00 |
899.50 |
910.00 |
+3.00 |
11,885 |
88,011 |
+1,748 |
| Jan11 |
100204 |
918.00 |
920.00 |
909.75 |
919.00 |
+3.00 |
246 |
5,340 |
+49 |
| Total Volume and Open Interest |
176,667 |
472,953 |
-2,959 |
| Soybean Meal(CBOT) |
| Mar10 |
100204 |
270.00 |
271.80 |
265.50 |
271.20 |
+2.30 |
22,559 |
67,200 |
+1,022 |
| May10 |
100204 |
263.90 |
265.00 |
259.90 |
264.20 |
+1.10 |
10,506 |
43,848 |
+15 |
| Jul10 |
100204 |
263.00 |
265.00 |
259.80 |
263.70 |
+0.90 |
7,005 |
30,815 |
+622 |
| Aug10 |
100204 |
262.10 |
268.80 |
258.50 |
262.10 |
+0.90 |
1,813 |
8,155 |
+222 |
| Sep10 |
100204 |
260.20 |
269.80 |
253.20 |
260.10 |
+1.20 |
2,091 |
8,405 |
+82 |
| Oct10 |
100204 |
255.00 |
256.00 |
251.80 |
254.60 |
-0.40 |
801 |
4,501 |
-4 |
| Dec10 |
100204 |
254.00 |
255.80 |
248.30 |
254.40 |
unch |
5,641 |
21,752 |
+676 |
| Jan11 |
100204 |
255.20 |
255.90 |
253.50 |
255.90 |
unch |
40 |
988 |
+13 |
| Total Volume and Open Interest |
50,466 |
187,955 |
+2,653 |
| Soybean Oil(CBOT) |
| Mar10 |
100204 |
36.99 |
37.44 |
36.69 |
37.21 |
+0.31 |
46,207 |
122,675 |
+2,684 |
| May10 |
100204 |
37.41 |
37.90 |
37.18 |
37.68 |
+0.32 |
16,295 |
55,504 |
+1,366 |
| Jul10 |
100204 |
37.82 |
38.33 |
37.63 |
38.13 |
+0.33 |
8,332 |
37,718 |
-784 |
| Aug10 |
100204 |
38.40 |
38.40 |
37.86 |
38.29 |
+0.32 |
912 |
3,233 |
+166 |
| Sep10 |
100204 |
38.27 |
38.43 |
38.12 |
38.43 |
+0.32 |
885 |
5,013 |
+43 |
| Oct10 |
100204 |
38.25 |
38.69 |
38.18 |
38.52 |
+0.30 |
406 |
3,237 |
+113 |
| Dec10 |
100204 |
38.57 |
39.06 |
38.30 |
38.78 |
+0.28 |
6,650 |
26,617 |
+983 |
| Jan11 |
100204 |
38.98 |
39.03 |
38.80 |
39.03 |
+0.23 |
0 |
75 |
+0 |
| Total Volume and Open Interest |
79,691 |
254,212 |
+4,571 |
| Canola(WCE) |
| Mar10 |
100204 |
377.3 |
382.7 |
375.8 |
382.2 |
+5.2 |
8,091 |
71,916 |
-2,006 |
| May10 |
100204 |
382.8 |
389.0 |
381.4 |
388.5 |
+5.6 |
6,094 |
29,026 |
+1,359 |
| Jul10 |
100204 |
387.3 |
393.9 |
385.5 |
393.4 |
+6.3 |
2,093 |
13,384 |
+749 |
| Nov10 |
100204 |
394.4 |
402.4 |
392.8 |
402.0 |
+7.5 |
1,185 |
11,597 |
+573 |
| Jan11 |
100204 |
401.0 |
405.3 |
401.0 |
405.3 |
+7.7 |
21 |
305 |
+21 |
| Total Volume and Open Interest |
17,484 |
126,428 |
+696 |
| Corn(CBOT) |
| Mar10 |
100204 |
355.75 |
359.00 |
349.00 |
354.00 |
+1.00 |
146,992 |
417,990 |
-13,836 |
| May10 |
100204 |
366.75 |
370.25 |
360.25 |
365.25 |
+0.75 |
64,612 |
230,049 |
+9,909 |
| Jul10 |
100204 |
376.25 |
380.25 |
370.75 |
375.50 |
+0.75 |
35,864 |
157,979 |
-386 |
| Sep10 |
100204 |
384.50 |
386.25 |
378.50 |
382.75 |
unch |
5,021 |
50,363 |
+296 |
| Dec10 |
100204 |
392.25 |
395.00 |
385.00 |
389.75 |
unch |
26,730 |
242,639 |
-1,782 |
| Mar11 |
100204 |
404.00 |
406.00 |
397.25 |
402.00 |
+0.50 |
6,395 |
22,574 |
+1,164 |
| Total Volume and Open Interest |
289,499 |
1,155,639 |
-3,420 |
| Wheat(CBOT) |
| Mar10 |
100204 |
471.00 |
482.00 |
466.50 |
475.75 |
+6.75 |
65,546 |
162,439 |
-1,098 |
| May10 |
100204 |
485.00 |
495.75 |
480.75 |
490.00 |
+6.50 |
28,236 |
91,735 |
+1,222 |
| Jul10 |
100204 |
494.75 |
507.75 |
491.00 |
502.25 |
+6.75 |
18,640 |
84,282 |
+3,922 |
| Sep10 |
100204 |
512.00 |
522.25 |
509.25 |
518.00 |
+6.75 |
1,079 |
21,741 |
+8 |
| Dec10 |
100204 |
542.50 |
552.00 |
535.00 |
545.75 |
+6.75 |
4,118 |
55,595 |
+908 |
| Total Volume and Open Interest |
118,614 |
429,310 |
+5,330 |
| Wheat(KCBT) |
| Mar10 |
100204 |
485.25 |
493.00 |
480.25 |
488.50 |
+5.25 |
6,547 |
44,828 |
-1,100 |
| May10 |
100204 |
498.00 |
503.50 |
492.25 |
500.50 |
+5.50 |
1,374 |
27,091 |
+705 |
| Jul10 |
100204 |
507.00 |
515.50 |
503.75 |
512.00 |
+5.00 |
1,046 |
30,699 |
+125 |
| Sep10 |
100204 |
518.50 |
527.00 |
516.00 |
524.00 |
+5.00 |
130 |
4,405 |
+69 |
| Dec10 |
100204 |
539.50 |
544.50 |
533.25 |
541.25 |
+4.75 |
814 |
39,977 |
-243 |
| Total Volume and Open Interest |
10,174 |
148,665 |
-296 |
| Wheat(MGE) |
| Mar10 |
100204 |
499.75 |
509.25 |
497.00 |
501.75 |
+3.00 |
2,588 |
15,063 |
+128 |
| May10 |
100204 |
513.00 |
521.00 |
508.75 |
514.00 |
+3.00 |
804 |
8,586 |
+246 |
| Jul10 |
100204 |
521.50 |
531.75 |
520.50 |
525.25 |
+3.25 |
604 |
10,134 |
-42 |
| Sep10 |
100204 |
536.25 |
542.75 |
531.00 |
536.25 |
+3.25 |
164 |
4,795 |
+29 |
| Dec10 |
100204 |
550.00 |
559.50 |
549.00 |
553.00 |
+2.50 |
367 |
5,476 |
+90 |
| Total Volume and Open Interest |
4,569 |
45,010 |
+460 |
| Oats(CBOT) |
| Mar10 |
100204 |
231.25 |
231.75 |
227.50 |
228.75 |
-2.25 |
648 |
5,486 |
-152 |
| May10 |
100204 |
240.50 |
241.00 |
237.00 |
238.00 |
-2.25 |
347 |
5,414 |
+75 |
| Jul10 |
100204 |
245.75 |
248.00 |
245.75 |
245.75 |
-2.25 |
8 |
1,117 |
+4 |
| Sep10 |
100204 |
253.75 |
256.00 |
253.75 |
253.75 |
-2.25 |
3 |
373 |
+3 |
| Total Volume and Open Interest |
1,045 |
13,754 |
-45 |
| Rough Rice(CBOT) |
| Mar10 |
100204 |
14.37 |
14.65 |
14.03 |
14.18 |
-0.19 |
882 |
8,936 |
-139 |
| May10 |
100204 |
14.60 |
14.89 |
14.35 |
14.45 |
-0.20 |
397 |
3,394 |
+66 |
| Jul10 |
100204 |
14.60 |
14.76 |
14.60 |
14.69 |
-0.21 |
30 |
778 |
+11 |
| Sep10 |
100204 |
13.77 |
13.90 |
13.60 |
13.60 |
-0.17 |
127 |
1,029 |
+83 |
| Total Volume and Open Interest |
1,475 |
15,100 |
+49 |
| Live Cattle(CME) |
| Feb10 |
100204 |
86.385 |
86.650 |
85.900 |
86.550 |
+0.100 |
7,756 |
33,905 |
-1,437 |
| Apr10 |
100204 |
89.900 |
90.100 |
89.250 |
90.080 |
-0.020 |
14,985 |
134,464 |
+1,259 |
| Jun10 |
100204 |
87.885 |
88.000 |
87.230 |
87.850 |
-0.200 |
4,908 |
72,498 |
+840 |
| Aug10 |
100204 |
87.200 |
87.330 |
86.580 |
87.250 |
-0.135 |
3,160 |
22,157 |
+665 |
| Oct10 |
100204 |
89.500 |
89.700 |
89.080 |
89.580 |
-0.205 |
631 |
14,017 |
+102 |
| Dec10 |
100204 |
90.580 |
90.580 |
90.050 |
90.500 |
-0.100 |
327 |
3,791 |
+200 |
| Total Volume and Open Interest |
31,837 |
282,894 |
+1,672 |
| Feeder Cattle(CME) |
| Mar10 |
100204 |
97.480 |
97.800 |
97.150 |
97.250 |
-0.150 |
3,190 |
16,957 |
-782 |
| Apr10 |
100204 |
99.300 |
99.450 |
98.800 |
98.980 |
-0.405 |
1,279 |
6,037 |
+136 |
| May10 |
100204 |
100.385 |
100.430 |
99.900 |
100.250 |
-0.180 |
905 |
5,958 |
-125 |
| Aug10 |
100204 |
101.750 |
101.900 |
101.300 |
101.730 |
-0.155 |
193 |
3,132 |
+4 |
| Sep10 |
100204 |
101.500 |
101.500 |
101.150 |
101.300 |
-0.500 |
1 |
155 |
+0 |
| Oct10 |
100204 |
100.800 |
101.400 |
100.535 |
101.400 |
-0.400 |
1 |
113 |
+0 |
| Nov10 |
100204 |
101.980 |
101.980 |
101.600 |
101.980 |
unch |
0 |
26 |
+0 |
| Total Volume and Open Interest |
5,569 |
32,378 |
-767 |
| Lean Hogs(CME) |
| Feb10 |
100204 |
65.700 |
66.400 |
65.475 |
66.150 |
+0.015 |
4,192 |
13,473 |
-578 |
| Apr10 |
100204 |
66.725 |
67.180 |
66.100 |
66.930 |
-0.150 |
15,078 |
82,660 |
+56 |
| May10 |
100204 |
72.385 |
72.785 |
71.900 |
72.635 |
-0.400 |
151 |
4,588 |
-20 |
| Jun10 |
100204 |
75.500 |
75.785 |
74.950 |
75.650 |
-0.250 |
3,101 |
46,833 |
-206 |
| Jul10 |
100204 |
74.100 |
74.680 |
73.830 |
74.580 |
-0.100 |
797 |
15,122 |
+140 |
| Aug10 |
100204 |
73.475 |
74.100 |
73.250 |
74.050 |
-0.235 |
790 |
12,667 |
+366 |
| Oct10 |
100204 |
65.000 |
65.450 |
64.750 |
65.400 |
-0.050 |
91 |
5,832 |
-10 |
| Dec10 |
100204 |
64.035 |
64.050 |
63.600 |
63.900 |
-0.200 |
25 |
3,181 |
-10 |
| Total Volume and Open Interest |
24,235 |
184,769 |
-262 |
| Pork Bellies(CME) |
| Feb10 |
100204 |
81.500 |
81.750 |
80.000 |
81.750 |
-0.300 |
15 |
78 |
-12 |
| Mar10 |
100204 |
81.000 |
82.000 |
80.050 |
80.750 |
-1.350 |
27 |
163 |
-1 |
| May10 |
100204 |
83.000 |
84.250 |
82.250 |
82.300 |
-0.700 |
5 |
154 |
+5 |
| Jul10 |
100204 |
87.500 |
87.500 |
85.500 |
87.500 |
-0.250 |
0 |
47 |
+0 |
| Aug10 |
100204 |
85.500 |
85.500 |
85.500 |
85.500 |
unch |
0 |
22 |
+0 |
| Total Volume and Open Interest |
47 |
464 |
-8 |
| Class III Milk(CME) |
| Feb10 |
100204 |
13.95 |
14.07 |
13.90 |
14.05 |
+0.09 |
198 |
4,005 |
-38 |
| Mar10 |
100204 |
13.58 |
13.60 |
13.40 |
13.57 |
+0.01 |
303 |
3,776 |
-46 |
| Apr10 |
100204 |
13.40 |
13.40 |
13.20 |
13.36 |
unch |
343 |
3,518 |
+97 |
| May10 |
100204 |
13.62 |
13.64 |
13.37 |
13.55 |
-0.05 |
119 |
2,774 |
+39 |
| Jun10 |
100204 |
14.32 |
14.32 |
14.10 |
14.21 |
-0.09 |
124 |
2,289 |
+25 |
| Total Volume and Open Interest |
1,472 |
31,130 |
+160 |
| Cocoa(ICE) |
| Mar10 |
100204 |
3130 |
3150 |
3060 |
3090 |
-54 |
15,130 |
41,245 |
-4,613 |
| May10 |
100204 |
3171 |
3180 |
3094 |
3125 |
-55 |
10,302 |
54,721 |
+2,716 |
| Jul10 |
100204 |
3199 |
3199 |
3125 |
3155 |
-52 |
2,551 |
13,931 |
+1,170 |
| Sep10 |
100204 |
3194 |
3197 |
3150 |
3183 |
-39 |
955 |
8,416 |
+154 |
| Dec10 |
100204 |
3228 |
3228 |
3182 |
3219 |
-22 |
757 |
6,004 |
+113 |
| Mar11 |
100204 |
3240 |
3252 |
3197 |
3243 |
-8 |
823 |
9,128 |
+362 |
| May11 |
100204 |
3239 |
3239 |
3239 |
3239 |
-14 |
7 |
4,491 |
+5 |
| Total Volume and Open Interest |
30,548 |
140,446 |
-71 |
| Coffee "C"(ICE) |
| Mar10 |
100204 |
132.75 |
133.15 |
130.05 |
131.55 |
-1.45 |
15,030 |
58,003 |
-3,290 |
| May10 |
100204 |
134.85 |
134.95 |
131.90 |
133.40 |
-1.45 |
7,646 |
37,953 |
+1,029 |
| Jul10 |
100204 |
136.25 |
136.25 |
133.30 |
134.80 |
-1.40 |
1,829 |
13,971 |
+3,215 |
| Sep10 |
100204 |
137.30 |
137.55 |
134.65 |
136.15 |
-1.40 |
827 |
7,777 |
-35 |
| Dec10 |
100204 |
138.75 |
138.75 |
136.45 |
137.85 |
-1.45 |
385 |
7,041 |
-105 |
| Mar11 |
100204 |
140.45 |
140.45 |
138.25 |
139.55 |
-1.45 |
274 |
3,377 |
+189 |
| Total Volume and Open Interest |
26,014 |
128,899 |
+1,012 |
| Orange Juice(ICE) |
| Mar10 |
100204 |
139.60 |
140.15 |
137.05 |
137.25 |
-2.35 |
1,233 |
19,275 |
-628 |
| May10 |
100204 |
143.30 |
143.50 |
140.50 |
140.75 |
-2.35 |
584 |
10,318 |
+578 |
| Jul10 |
100204 |
146.95 |
146.95 |
143.90 |
144.05 |
-2.45 |
335 |
3,993 |
+229 |
| Sep10 |
100204 |
145.25 |
145.25 |
144.75 |
144.95 |
-2.45 |
5 |
1,121 |
+0 |
| Nov10 |
100204 |
144.95 |
144.95 |
144.90 |
144.90 |
-2.35 |
5 |
392 |
+0 |
| Jan11 |
100204 |
147.75 |
147.95 |
147.75 |
147.80 |
-2.95 |
3 |
589 |
+2 |
| Total Volume and Open Interest |
2,180 |
35,892 |
+185 |
| Sugar #11(ICE) |
| Mar10 |
100204 |
28.35 |
28.54 |
27.58 |
27.64 |
-0.94 |
47,635 |
253,421 |
-1,954 |
| May10 |
100204 |
27.53 |
27.55 |
26.68 |
26.75 |
-0.91 |
32,200 |
186,095 |
+2,343 |
| Jul10 |
100204 |
24.80 |
24.87 |
24.26 |
24.41 |
-0.47 |
18,011 |
163,962 |
+479 |
| Oct10 |
100204 |
22.60 |
22.70 |
22.13 |
22.46 |
-0.19 |
7,239 |
147,903 |
+1,050 |
| Mar11 |
100204 |
21.01 |
21.05 |
20.61 |
20.96 |
-0.05 |
4,100 |
54,648 |
+798 |
| Total Volume and Open Interest |
111,865 |
877,992 |
+2,952 |
| London Cocoa(LCE) |
| Mar10 |
100201 |
2230 |
2249 |
2221 |
2225 |
-8 |
|
|
|
| Total Volume and Open Interest |
21,567 |
170,282 |
-3,253 |
| London Sugar(LCE) |
| Cotton(ICE) |
| Mar10 |
100204 |
69.82 |
70.05 |
68.21 |
68.99 |
-0.83 |
9,830 |
79,145 |
-1,008 |
| May10 |
100204 |
71.40 |
71.50 |
69.75 |
70.50 |
-0.85 |
3,527 |
41,529 |
+861 |
| Jul10 |
100204 |
72.12 |
72.18 |
70.63 |
71.45 |
-0.69 |
1,019 |
27,351 |
+152 |
| Oct10 |
100204 |
70.50 |
70.50 |
70.50 |
70.50 |
-1.15 |
50 |
235 |
+41 |
| Dec10 |
100204 |
71.05 |
71.05 |
69.97 |
70.76 |
-0.67 |
923 |
21,486 |
+360 |
| Mar11 |
100204 |
73.70 |
73.70 |
73.05 |
73.61 |
-0.73 |
304 |
749 |
+167 |
| Total Volume and Open Interest |
15,979 |
171,616 |
+786 |
| Lumber(CME) |
| Mar10 |
100204 |
270.5 |
279.0 |
270.5 |
279.0 |
+10.0 |
2,013 |
4,362 |
-570 |
| May10 |
100204 |
286.8 |
293.0 |
286.8 |
291.2 |
+8.2 |
1,431 |
4,458 |
+768 |
| Jul10 |
100204 |
287.0 |
295.7 |
287.0 |
295.2 |
+9.2 |
136 |
1,087 |
+89 |
| Sep10 |
100204 |
281.3 |
291.0 |
281.3 |
291.0 |
+7.0 |
31 |
473 |
+8 |
| Total Volume and Open Interest |
3,611 |
10,392 |
+294 |
| Crude Oil(NYM) |
| Mar10 |
100204 |
77.09 |
77.17 |
72.42 |
73.14 |
-3.84 |
366,269 |
343,139 |
+4,832 |
| Apr10 |
100204 |
77.56 |
77.56 |
72.83 |
73.54 |
-3.89 |
89,994 |
140,594 |
+3,219 |
| May10 |
100204 |
78.05 |
78.07 |
73.43 |
74.14 |
-3.91 |
38,268 |
99,661 |
+6,304 |
| Jun10 |
100204 |
78.70 |
78.70 |
74.04 |
74.74 |
-3.90 |
40,729 |
126,694 |
+1,860 |
| Jul10 |
100204 |
79.08 |
79.08 |
74.64 |
75.30 |
-3.88 |
12,357 |
44,563 |
+1,572 |
| Aug10 |
100204 |
79.15 |
79.15 |
75.15 |
75.83 |
-3.85 |
6,629 |
22,238 |
+1,681 |
| Sep10 |
100204 |
79.37 |
79.37 |
75.62 |
76.31 |
-3.82 |
5,834 |
32,818 |
+1,228 |
| Oct10 |
100204 |
77.55 |
77.55 |
76.11 |
76.78 |
-3.80 |
3,762 |
21,074 |
+657 |
| Nov10 |
100204 |
77.14 |
77.28 |
76.60 |
77.26 |
-3.79 |
3,853 |
25,198 |
+653 |
| Dec10 |
100204 |
81.37 |
81.40 |
77.07 |
77.75 |
-3.78 |
37,571 |
193,650 |
+8,146 |
| Jan11 |
100204 |
78.00 |
78.14 |
77.44 |
78.13 |
-3.77 |
2,812 |
20,323 |
+33 |
| Feb11 |
100204 |
78.36 |
78.57 |
77.82 |
78.50 |
-3.75 |
1,682 |
14,510 |
+277 |
| Mar11 |
100204 |
78.85 |
78.85 |
78.85 |
78.85 |
-3.73 |
2,161 |
9,609 |
+949 |
| Apr11 |
100204 |
79.17 |
79.17 |
79.17 |
79.17 |
-3.71 |
391 |
10,615 |
+124 |
| May11 |
100204 |
79.45 |
79.45 |
79.45 |
79.45 |
-3.68 |
384 |
4,074 |
+113 |
| Jun11 |
100204 |
82.11 |
82.11 |
79.70 |
79.70 |
-3.66 |
1,941 |
22,694 |
+511 |
| Total Volume and Open Interest |
649,092 |
1,360,697 |
+35,948 |
| e-miNY Crude Oil(NYM) |
| Feb10 |
100119 |
77.825 |
79.075 |
76.775 |
79.025 |
+1.025 |
6,744 |
2,926 |
-836 |
| Mar10 |
100129 |
73.800 |
74.800 |
72.425 |
72.900 |
-0.750 |
10,453 |
5,545 |
+5 |
| Apr10 |
100204 |
77.525 |
77.525 |
72.850 |
73.550 |
-3.875 |
442 |
943 |
+101 |
| May10 |
100204 |
77.800 |
77.900 |
73.500 |
74.150 |
-3.900 |
77 |
162 |
+1 |
| Jun10 |
100204 |
78.125 |
78.125 |
74.250 |
74.750 |
-3.900 |
323 |
224 |
+65 |
| Jul10 |
100204 |
76.100 |
76.100 |
75.300 |
75.300 |
-3.875 |
0 |
13 |
+0 |
| Aug10 |
100204 |
77.200 |
77.200 |
75.825 |
75.825 |
-3.850 |
1 |
2 |
+0 |
| Sep10 |
100204 |
77.700 |
77.700 |
75.900 |
76.300 |
-3.825 |
0 |
1 |
+0 |
| Oct10 |
100204 |
78.075 |
78.075 |
76.775 |
76.775 |
-3.800 |
0 |
3 |
+0 |
| Nov10 |
100204 |
81.000 |
81.000 |
77.000 |
77.250 |
-3.800 |
1 |
2 |
+0 |
| Total Volume and Open Interest |
12,723 |
6,377 |
+701 |
| Heating Oil(NYM) |
| Mar10 |
100204 |
202.09 |
202.62 |
191.69 |
193.52 |
-8.42 |
52,681 |
98,486 |
-3,421 |
| Apr10 |
100204 |
202.95 |
203.01 |
192.50 |
194.26 |
-8.45 |
14,881 |
42,791 |
+2,411 |
| May10 |
100204 |
203.04 |
203.06 |
193.75 |
195.05 |
-8.43 |
5,543 |
29,452 |
+638 |
| Jun10 |
100204 |
204.64 |
204.84 |
194.74 |
196.27 |
-8.37 |
7,921 |
39,137 |
-387 |
| Jul10 |
100204 |
205.40 |
205.40 |
196.91 |
198.15 |
-8.33 |
1,359 |
13,682 |
+132 |
| Aug10 |
100204 |
206.60 |
206.60 |
198.51 |
200.10 |
-8.37 |
1,565 |
7,713 |
+494 |
| Sep10 |
100204 |
207.66 |
207.68 |
201.16 |
202.39 |
-8.38 |
816 |
9,626 |
+24 |
| Oct10 |
100204 |
209.93 |
209.94 |
203.50 |
204.87 |
-8.32 |
737 |
8,936 |
-221 |
| Nov10 |
100204 |
212.40 |
212.40 |
206.19 |
207.26 |
-8.28 |
1,102 |
6,577 |
+149 |
| Dec10 |
100204 |
217.89 |
217.89 |
208.19 |
209.63 |
-8.26 |
4,429 |
21,425 |
+191 |
| Jan11 |
100204 |
218.93 |
218.93 |
210.65 |
212.06 |
-8.20 |
1,540 |
11,269 |
+665 |
| Feb11 |
100204 |
215.69 |
215.69 |
212.31 |
213.44 |
-8.17 |
443 |
4,372 |
+156 |
| Total Volume and Open Interest |
95,783 |
312,191 |
+1,292 |
| Gasoline(NYMEX) |
| Mar10 |
100204 |
203.37 |
203.74 |
193.33 |
195.08 |
-8.54 |
64,923 |
87,987 |
+415 |
| Apr10 |
100204 |
213.20 |
213.59 |
203.75 |
205.40 |
-8.56 |
25,729 |
45,172 |
+3,049 |
| May10 |
100204 |
213.72 |
213.91 |
204.70 |
206.36 |
-8.57 |
10,038 |
28,572 |
+1,407 |
| Jun10 |
100204 |
214.57 |
215.29 |
204.84 |
206.60 |
-8.62 |
8,381 |
25,976 |
+1,689 |
| Jul10 |
100204 |
214.25 |
214.25 |
205.00 |
206.19 |
-8.64 |
3,812 |
15,661 |
+1,716 |
| Aug10 |
100204 |
213.40 |
213.40 |
204.70 |
205.36 |
-8.67 |
1,168 |
8,419 |
-38 |
| Sep10 |
100204 |
212.25 |
212.25 |
203.83 |
204.36 |
-8.71 |
988 |
13,265 |
+236 |
| Oct10 |
100204 |
194.86 |
194.86 |
194.00 |
194.49 |
-8.73 |
404 |
4,771 |
+57 |
| Nov10 |
100204 |
194.03 |
194.03 |
193.64 |
193.64 |
-8.81 |
339 |
11,153 |
+44 |
| Dec10 |
100204 |
202.79 |
202.85 |
192.50 |
193.74 |
-8.91 |
481 |
9,638 |
+38 |
| Total Volume and Open Interest |
116,311 |
257,790 |
+8,651 |
| e-miNY RBOB Gasoline(NYM) |
| Mar10 |
100204 |
195.10 |
195.10 |
195.08 |
195.10 |
-8.50 |
0 |
7 |
+0 |
| Apr10 |
100204 |
205.40 |
205.40 |
205.40 |
205.40 |
-8.60 |
|
|
|
| May10 |
100204 |
206.40 |
206.40 |
206.36 |
206.40 |
-8.50 |
|
|
|
| Jun10 |
100204 |
206.60 |
206.60 |
206.60 |
206.60 |
-8.60 |
|
|
|
| Total Volume and Open Interest |
0 |
7 |
+0 |
| Natural Gas(NYM) |
| Mar10 |
100204 |
5.406 |
5.500 |
5.227 |
5.416 |
-0.003 |
104,917 |
208,280 |
-5,522 |
| Apr10 |
100204 |
5.389 |
5.465 |
5.203 |
5.384 |
-0.005 |
33,312 |
102,682 |
+966 |
| May10 |
100204 |
5.463 |
5.500 |
5.260 |
5.428 |
-0.008 |
17,977 |
77,876 |
-413 |
| Jun10 |
100204 |
5.533 |
5.542 |
5.355 |
5.499 |
-0.008 |
8,478 |
26,368 |
+1,221 |
| Jul10 |
100204 |
5.597 |
5.604 |
5.404 |
5.573 |
-0.010 |
4,531 |
26,752 |
+1,144 |
| Aug10 |
100204 |
5.641 |
5.663 |
5.487 |
5.637 |
-0.009 |
3,114 |
36,108 |
+787 |
| Sep10 |
100204 |
5.666 |
5.702 |
5.511 |
5.672 |
-0.009 |
1,803 |
23,552 |
+291 |
| Oct10 |
100204 |
5.780 |
5.800 |
5.627 |
5.779 |
-0.009 |
7,290 |
52,297 |
+1,394 |
| Nov10 |
100204 |
6.095 |
6.101 |
5.948 |
6.082 |
-0.016 |
961 |
12,658 |
+36 |
| Dec10 |
100204 |
6.418 |
6.435 |
6.277 |
6.409 |
-0.024 |
1,218 |
23,287 |
-37 |
| Jan11 |
100204 |
6.652 |
6.678 |
6.499 |
6.634 |
-0.024 |
2,936 |
30,002 |
-11 |
| Feb11 |
100204 |
6.580 |
6.606 |
6.485 |
6.594 |
-0.026 |
244 |
9,985 |
+58 |
| Mar11 |
100204 |
6.415 |
6.445 |
6.343 |
6.414 |
-0.019 |
1,537 |
22,120 |
+10 |
| Apr11 |
100204 |
5.990 |
5.995 |
5.875 |
5.969 |
-0.032 |
1,519 |
23,360 |
+687 |
| May11 |
100204 |
5.920 |
5.960 |
5.870 |
5.944 |
-0.032 |
57 |
9,504 |
-304 |
| Jun11 |
100204 |
5.910 |
6.010 |
5.910 |
5.989 |
-0.032 |
105 |
4,415 |
+88 |
| Total Volume and Open Interest |
190,557 |
782,673 |
+559 |
| Brent Crude Oil(ICE) |
| Mar10 |
100204 |
75.90 |
75.95 |
71.43 |
72.13 |
-3.79 |
181,658 |
152,753 |
-17,256 |
| Apr10 |
100204 |
76.53 |
76.53 |
71.80 |
72.49 |
-3.90 |
92,048 |
164,446 |
+15,411 |
| May10 |
100204 |
76.93 |
76.98 |
72.46 |
73.08 |
-3.94 |
36,537 |
95,529 |
+7,405 |
| Jun10 |
100204 |
77.58 |
77.59 |
73.11 |
73.70 |
-3.97 |
24,540 |
81,606 |
+674 |
| Jul10 |
100204 |
78.18 |
78.18 |
73.98 |
74.30 |
-3.95 |
7,024 |
26,816 |
+215 |
| Aug10 |
100204 |
78.73 |
78.73 |
74.43 |
74.84 |
-3.94 |
3,877 |
18,669 |
+139 |
| Sep10 |
100204 |
79.24 |
79.24 |
74.94 |
75.35 |
-3.93 |
3,126 |
14,220 |
+0 |
| Oct10 |
100204 |
79.70 |
79.70 |
75.50 |
75.82 |
-3.92 |
2,851 |
15,492 |
+346 |
| Nov10 |
100204 |
80.16 |
80.16 |
75.87 |
76.29 |
-3.90 |
2,661 |
13,315 |
+468 |
| Dec10 |
100204 |
80.63 |
80.64 |
76.15 |
76.77 |
-3.87 |
13,195 |
79,655 |
+1,880 |
| Jan11 |
100204 |
77.20 |
77.23 |
77.20 |
77.23 |
-3.85 |
723 |
10,875 |
-62 |
| Feb11 |
100204 |
77.67 |
77.67 |
77.67 |
77.67 |
-3.83 |
155 |
5,472 |
-2 |
| Mar11 |
100204 |
78.00 |
78.11 |
78.00 |
78.11 |
-3.81 |
142 |
4,928 |
+29 |
| Apr11 |
100204 |
78.53 |
78.53 |
78.53 |
78.53 |
-3.80 |
232 |
2,632 |
+109 |
| Total Volume and Open Interest |
376,794 |
793,425 |
+12,026 |
| Gas Oil(ICE) |
| Feb10 |
100204 |
613.25 |
613.25 |
579.00 |
588.25 |
-29.00 |
41,751 |
83,919 |
-4,491 |
| Mar10 |
100204 |
620.00 |
620.25 |
586.50 |
595.50 |
-28.50 |
83,848 |
163,351 |
+7,561 |
| Apr10 |
100204 |
622.75 |
626.00 |
593.00 |
602.00 |
-28.25 |
34,423 |
82,570 |
+5,473 |
| May10 |
100204 |
630.75 |
631.25 |
600.25 |
608.50 |
-28.00 |
14,036 |
41,660 |
-257 |
| Jun10 |
100204 |
638.75 |
638.75 |
607.00 |
614.75 |
-28.00 |
9,534 |
44,217 |
-1,808 |
| Jul10 |
100204 |
640.50 |
640.50 |
615.00 |
621.25 |
-27.75 |
1,652 |
22,363 |
+62 |
| Aug10 |
100204 |
647.25 |
647.25 |
623.00 |
627.50 |
-27.75 |
798 |
23,767 |
-112 |
| Sep10 |
100204 |
653.50 |
653.75 |
627.75 |
633.75 |
-27.50 |
1,199 |
23,720 |
+67 |
| Oct10 |
100204 |
659.25 |
659.50 |
636.25 |
639.50 |
-27.50 |
900 |
13,539 |
+349 |
| Nov10 |
100204 |
662.50 |
662.50 |
641.00 |
644.25 |
-27.25 |
765 |
13,217 |
+0 |
| Total Volume and Open Interest |
199,144 |
660,490 |
+7,211 |
| Ethanol(CBOT) |
| Feb10 |
100203 |
1.810 |
1.810 |
1.810 |
1.810 |
-0.007 |
31 |
264 |
-38 |
| Mar10 |
100204 |
1.770 |
1.779 |
1.760 |
1.775 |
-0.006 |
60 |
900 |
+12 |
| Apr10 |
100204 |
1.765 |
1.780 |
1.762 |
1.778 |
-0.007 |
53 |
1,481 |
+20 |
| May10 |
100204 |
1.775 |
1.775 |
1.774 |
1.775 |
-0.006 |
38 |
615 |
+6 |
| Jun10 |
100204 |
1.767 |
1.774 |
1.767 |
1.774 |
-0.002 |
31 |
498 |
+16 |
| Jul10 |
100204 |
1.755 |
1.770 |
1.755 |
1.769 |
-0.007 |
41 |
840 |
+11 |
| Aug10 |
100204 |
1.736 |
1.736 |
1.730 |
1.734 |
-0.013 |
45 |
561 |
-5 |
| Sep10 |
100204 |
1.730 |
1.731 |
1.730 |
1.730 |
-0.011 |
26 |
544 |
+15 |
| Total Volume and Open Interest |
517 |
7,364 |
+52 |
| US Dollar Index(ICE) |
| Mar10 |
100204 |
79.635 |
80.225 |
79.510 |
80.075 |
+0.525 |
15,457 |
62,353 |
+1,687 |
| Jun10 |
100204 |
79.910 |
80.500 |
79.910 |
80.390 |
+0.535 |
16 |
4,928 |
-5 |
| Sep10 |
100204 |
80.590 |
80.590 |
80.590 |
80.590 |
+0.535 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
15,473 |
67,283 |
+1,682 |
| Australian Dollar(CME) |
| Mar10 |
100204 |
87.82 |
87.92 |
85.78 |
86.28 |
-1.64 |
112,015 |
93,570 |
+685 |
| Jun10 |
100204 |
86.86 |
87.07 |
84.95 |
85.44 |
-1.63 |
956 |
4,820 |
+376 |
| Sep10 |
100204 |
84.58 |
86.19 |
84.58 |
84.58 |
-1.61 |
22 |
30 |
+11 |
| Total Volume and Open Interest |
112,994 |
98,426 |
+1,073 |
| British Pound(CME) |
| Mar10 |
100204 |
158.98 |
159.17 |
157.34 |
157.52 |
-1.39 |
98,193 |
94,990 |
+1,975 |
| Jun10 |
100204 |
158.90 |
159.06 |
157.33 |
157.42 |
-1.38 |
205 |
636 |
+51 |
| Sep10 |
100204 |
157.33 |
158.71 |
157.33 |
157.33 |
-1.38 |
0 |
83 |
+0 |
| Total Volume and Open Interest |
98,398 |
95,712 |
+2,026 |
| Canadian Dollar(CME) |
| Mar10 |
100204 |
94.16 |
94.37 |
92.97 |
93.29 |
-0.90 |
72,882 |
78,995 |
-1,999 |
| Jun10 |
100204 |
94.18 |
94.33 |
92.98 |
93.28 |
-0.90 |
302 |
2,272 |
-20 |
| Sep10 |
100204 |
93.75 |
94.16 |
92.97 |
93.26 |
-0.90 |
1 |
737 |
+0 |
| Dec10 |
100204 |
93.53 |
94.10 |
93.14 |
93.20 |
-0.90 |
19 |
620 |
-11 |
| Total Volume and Open Interest |
73,210 |
82,692 |
-2,030 |
| Japanese Yen(CME) |
| Mar10 |
100204 |
109.92 |
112.90 |
109.81 |
112.15 |
+2.21 |
100,942 |
115,298 |
+2,152 |
| Jun10 |
100204 |
110.02 |
112.91 |
109.88 |
112.20 |
+2.20 |
31 |
603 |
+7 |
| Sep10 |
100204 |
112.27 |
112.77 |
110.09 |
112.27 |
+2.18 |
0 |
204 |
+0 |
| Total Volume and Open Interest |
100,973 |
116,129 |
+2,159 |
| Swiss Franc(CME) |
| Mar10 |
100204 |
94.49 |
94.53 |
93.76 |
93.89 |
-0.61 |
39,142 |
36,036 |
+869 |
| Jun10 |
100204 |
94.55 |
94.58 |
93.83 |
93.95 |
-0.61 |
7 |
217 |
-4 |
| Sep10 |
100204 |
94.02 |
94.63 |
94.00 |
94.02 |
-0.61 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
39,149 |
36,263 |
+865 |
| EuroFX(CME) |
| Mar10 |
100204 |
138.92 |
139.01 |
137.22 |
137.43 |
-1.59 |
265,894 |
184,627 |
+3,293 |
| Jun10 |
100204 |
138.92 |
138.96 |
137.19 |
137.39 |
-1.59 |
331 |
1,558 |
+114 |
| Sep10 |
100204 |
137.88 |
138.88 |
137.30 |
137.30 |
-1.58 |
12 |
673 |
+1 |
| Total Volume and Open Interest |
266,248 |
186,878 |
+3,401 |
| Mexican Peso(CME) |
| Feb10 |
100204 |
764.0 |
771.2 |
764.0 |
764.0 |
-7.2 |
0 |
2 |
+0 |
| Mar10 |
100204 |
768.2 |
769.0 |
755.2 |
761.0 |
-7.2 |
17,910 |
91,426 |
+1,406 |
| Total Volume and Open Interest |
17,914 |
93,172 |
+1,410 |
| 30-Year T-Bonds(CBOT) |
| Mar10 |
100204 |
117~110 |
119~020 |
117~080 |
118~260 |
+1~150 |
|
|
|
| Jun10 |
100204 |
115~260 |
117~160 |
115~260 |
117~090 |
+1~130 |
2,027 |
7,175 |
+1,544 |
| Sep10 |
100204 |
115~090 |
116~040 |
114~190 |
116~000 |
+1~130 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
157,650 |
648,854 |
-4,201 |
| 10-Year T-Notes(CBOT) |
| Mar10 |
100204 |
117~180 |
118~130 |
117~165 |
118~080 |
+0~215 |
611,935 |
1,390,200 |
-10,192 |
| Jun10 |
100204 |
116~045 |
116~295 |
116~015 |
116~250 |
+0~225 |
2,128 |
14,431 |
+733 |
| Sep10 |
100204 |
115~100 |
115~100 |
114~185 |
115~100 |
+0~235 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
614,063 |
1,404,635 |
-9,459 |
| 5-Year T-Notes(CBOT) |
| Mar10 |
100204 |
116~024 |
116~099 |
116~022 |
116~085 |
+0~060 |
|
|
|
| Jun10 |
100204 |
115~060 |
115~064 |
114~123 |
115~057 |
+0~062 |
113 |
3,972 |
+59 |
| Sep10 |
100204 |
114~029 |
114~029 |
113~093 |
114~029 |
+0~064 |
|
|
|
| Total Volume and Open Interest |
294,415 |
900,548 |
+8,699 |
| 2 Year T-Notes(CBOT) |
| Mar10 |
100204 |
109~002 |
109~003 |
109~002 |
109~003 |
+0~017 |
|
|
|
| Jun10 |
100204 |
108~054 |
108~067 |
108~043 |
108~063 |
+0~020 |
1,102 |
19,978 |
+677 |
| Sep10 |
100204 |
107~123 |
107~123 |
107~100 |
107~123 |
+0~023 |
|
|
|
| Total Volume and Open Interest |
161,758 |
974,817 |
+6,171 |
| Eurodollars(CME) |
| Mar10 |
100204 |
99.710 |
99.725 |
99.710 |
99.710 |
unch |
105,336 |
1,205,987 |
+4,249 |
| Jun10 |
100204 |
99.585 |
99.620 |
99.580 |
99.600 |
+0.020 |
170,061 |
1,106,558 |
-599 |
| Sep10 |
100204 |
99.310 |
99.385 |
99.310 |
99.365 |
+0.055 |
175,283 |
949,601 |
-2,658 |
| Dec10 |
100204 |
98.960 |
99.050 |
98.960 |
99.030 |
+0.070 |
194,784 |
889,810 |
+902 |
| Mar11 |
100204 |
98.585 |
98.685 |
98.580 |
98.660 |
+0.075 |
212,830 |
602,015 |
+20,628 |
| Jun11 |
100204 |
98.215 |
98.320 |
98.210 |
98.290 |
+0.080 |
171,317 |
716,051 |
+10,819 |
| Sep11 |
100204 |
97.870 |
97.975 |
97.860 |
97.945 |
+0.085 |
103,782 |
536,841 |
+1,030 |
| Dec11 |
100204 |
97.535 |
97.650 |
97.530 |
97.620 |
+0.090 |
101,627 |
353,404 |
+183 |
| Mar12 |
100204 |
97.250 |
97.360 |
97.240 |
97.330 |
+0.095 |
38,741 |
252,897 |
+1,916 |
| Jun12 |
100204 |
96.965 |
97.075 |
96.945 |
97.045 |
+0.100 |
28,216 |
220,118 |
+1,239 |
| Sep12 |
100204 |
96.690 |
96.815 |
96.680 |
96.785 |
+0.105 |
22,228 |
126,530 |
+1,761 |
| Dec12 |
100204 |
96.440 |
96.555 |
96.420 |
96.525 |
+0.110 |
17,005 |
105,155 |
-36 |
| Mar13 |
100204 |
96.215 |
96.345 |
96.205 |
96.315 |
+0.110 |
11,182 |
75,312 |
-1,093 |
| Jun13 |
100204 |
96.045 |
96.150 |
96.040 |
96.115 |
+0.110 |
5,769 |
61,807 |
-505 |
| Sep13 |
100204 |
95.840 |
95.965 |
95.830 |
95.935 |
+0.110 |
4,700 |
49,818 |
+272 |
| Dec13 |
100204 |
95.655 |
95.785 |
95.645 |
95.750 |
+0.110 |
3,511 |
32,725 |
-176 |
| Mar14 |
100204 |
95.515 |
95.635 |
95.515 |
95.605 |
+0.105 |
1,766 |
34,321 |
-81 |
| Jun14 |
100204 |
95.365 |
95.495 |
95.365 |
95.460 |
+0.100 |
2,133 |
28,371 |
-72 |
| Total Volume and Open Interest |
1,385,255 |
7,542,362 |
+39,874 |
| 30 Day Federal Funds(CBOT) |
| Feb10 |
100204 |
99.863 |
99.868 |
99.863 |
99.865 |
unch |
5,321 |
89,713 |
+1,212 |
| Mar10 |
100204 |
99.850 |
99.855 |
99.845 |
99.850 |
unch |
6,843 |
58,820 |
-899 |
| Apr10 |
100204 |
99.835 |
99.845 |
99.835 |
99.840 |
+0.005 |
4,985 |
69,510 |
-1,280 |
| May10 |
100204 |
99.815 |
99.830 |
99.810 |
99.820 |
+0.005 |
2,333 |
64,759 |
+994 |
| Jun10 |
100204 |
99.795 |
99.815 |
99.795 |
99.810 |
+0.010 |
2,709 |
51,913 |
-191 |
| Jul10 |
100204 |
99.760 |
99.785 |
99.755 |
99.775 |
+0.015 |
4,471 |
52,863 |
+1,522 |
| Total Volume and Open Interest |
64,624 |
535,585 |
+10,622 |
| 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 |
100204 |
99.580 |
99.580 |
99.580 |
99.580 |
+0.005 |
75 |
1,338 |
+75 |
| Jun10 |
100204 |
99.625 |
99.625 |
99.625 |
99.625 |
+0.005 |
0 |
80 |
+0 |
| Sep10 |
100204 |
99.645 |
99.645 |
99.645 |
99.645 |
+0.005 |
0 |
230 |
+0 |
| Dec10 |
100204 |
99.630 |
99.630 |
99.630 |
99.630 |
+0.005 |
0 |
242 |
+0 |
| Mar11 |
100204 |
99.620 |
99.620 |
99.620 |
99.620 |
+0.005 |
|
|
|
| Jun11 |
100204 |
99.595 |
99.595 |
99.595 |
99.595 |
+0.005 |
|
|
|
| Sep11 |
100204 |
99.595 |
99.595 |
99.595 |
99.595 |
+0.005 |
|
|
|
| Dec11 |
100204 |
99.525 |
99.525 |
99.525 |
99.525 |
+0.005 |
|
|
|
| Mar12 |
100204 |
99.490 |
99.490 |
99.490 |
99.490 |
+0.005 |
|
|
|
| Jun12 |
100204 |
99.540 |
99.540 |
99.540 |
99.540 |
+0.005 |
|
|
|
| Total Volume and Open Interest |
75 |
1,890 |
+75 |
| 3-Mth Euro-Yen(SGX) |
| Mar10 |
100204 |
99.59 |
99.59 |
99.58 |
99.58 |
+0.01 |
27 |
4,513 |
+0 |
| Jun10 |
100204 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.00 |
55 |
1,590 |
+0 |
| Sep10 |
100204 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.00 |
2 |
1,921 |
+0 |
| Dec10 |
100204 |
99.63 |
99.63 |
99.63 |
99.63 |
+0.00 |
10 |
1,438 |
+7 |
| Mar11 |
100204 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.01 |
0 |
664 |
+0 |
| Jun11 |
100204 |
99.60 |
99.60 |
99.60 |
99.60 |
+0.01 |
0 |
52 |
+0 |
| Sep11 |
100204 |
99.60 |
99.60 |
99.60 |
99.60 |
+0.01 |
0 |
51 |
+0 |
| Dec11 |
100204 |
99.53 |
99.53 |
99.53 |
99.53 |
+0.01 |
0 |
102 |
+0 |
| Total Volume and Open Interest |
94 |
11,702 |
+7 |
| Japanese Gov't Bonds(SGX) |
| Mar10 |
100204 |
138.98 |
139.04 |
138.66 |
138.88 |
-0.27 |
2,337 |
16,159 |
+0 |
| Jun10 |
100204 |
138.80 |
138.80 |
138.80 |
138.80 |
-0.19 |
|
|
|
| Sep10 |
100204 |
138.80 |
138.80 |
138.80 |
138.80 |
-0.19 |
|
|
|
| Total Volume and Open Interest |
2,147 |
16,064 |
+24 |
| Euro-Bund(EUREX) |
| Mar10 |
100204 |
123.02 |
123.95 |
123.00 |
123.70 |
+0.49 |
904,157 |
929,917 |
-843 |
| Jun10 |
100204 |
121.58 |
122.47 |
121.54 |
122.23 |
+0.49 |
896 |
1,972 |
+560 |
| Sep10 |
100204 |
121.90 |
121.90 |
121.90 |
121.90 |
+0.49 |
300 |
0 |
+0 |
| Total Volume and Open Interest |
905,353 |
931,889 |
-283 |
| Euro-Bobl(EUREX) |
| Mar10 |
100204 |
117.10 |
117.74 |
117.09 |
117.74 |
+0.48 |
503,070 |
0 |
-742,539 |
| Jun10 |
100204 |
115.73 |
116.23 |
115.73 |
116.06 |
+0.31 |
489 |
967 |
+192 |
| Sep10 |
100204 |
115.83 |
115.83 |
115.83 |
115.83 |
+0.33 |
500 |
0 |
+0 |
| Total Volume and Open Interest |
396,918 |
750,598 |
-638 |
| 3-Mth Euribor(EUREX) |
| Mar10 |
100204 |
99.315 |
99.315 |
99.315 |
99.315 |
+0.010 |
787 |
11,810 |
+16 |
| Jun10 |
100204 |
99.030 |
99.080 |
99.030 |
99.070 |
+0.035 |
289 |
7,097 |
-166 |
| Sep10 |
100204 |
98.750 |
98.810 |
98.750 |
98.810 |
+0.055 |
0 |
2,402 |
+0 |
| Total Volume and Open Interest |
1,377 |
25,221 |
+56 |
| Long Gilt(LIFFE) |
| Mar10 |
100204 |
115~23 |
116~05 |
115~10 |
115~27 |
+0~05 |
66,576 |
250,521 |
-1,554 |
| Jun10 |
100204 |
114~13 |
114~13 |
114~13 |
114~13 |
+0~05 |
|
|
|
| Total Volume and Open Interest |
66,576 |
250,521 |
-1,554 |
| 3-Mth Short Sterling(LIFFE) |
| Mar10 |
100204 |
99.38 |
99.40 |
99.36 |
99.37 |
unch |
18,158 |
298,170 |
-6,188 |
| Jun10 |
100204 |
99.23 |
99.27 |
99.22 |
99.25 |
+0.02 |
38,923 |
334,911 |
-4,532 |
| Sep10 |
100204 |
98.93 |
99.02 |
98.93 |
98.99 |
+0.05 |
35,750 |
337,441 |
+5,058 |
| Dec10 |
100204 |
98.52 |
98.66 |
98.52 |
98.60 |
+0.07 |
50,332 |
363,805 |
+8,357 |
| Mar11 |
100204 |
98.11 |
98.27 |
98.09 |
98.20 |
+0.08 |
38,007 |
307,397 |
-5,080 |
| Jun11 |
100204 |
97.71 |
97.87 |
97.68 |
97.79 |
+0.08 |
34,842 |
182,920 |
-3,144 |
| Total Volume and Open Interest |
274,003 |
2,208,816 |
-6,519 |
| 3-Mth Euribor(LIFFE) |
| Mar10 |
100204 |
99.305 |
99.325 |
99.305 |
99.315 |
+0.010 |
98,450 |
742,953 |
+18,683 |
| Jun10 |
100204 |
99.025 |
99.090 |
99.025 |
99.070 |
+0.035 |
164,599 |
819,638 |
-2,526 |
| Sep10 |
100204 |
98.750 |
98.840 |
98.745 |
98.810 |
+0.055 |
157,612 |
587,916 |
-4,684 |
| Total Volume and Open Interest |
778,440 |
3,801,780 |
+23,957 |
| 3-Mth Aus T-Bills(SFE) |
| Mar10 |
100204 |
95.82 |
95.86 |
95.80 |
95.82 |
unch |
29,324 |
297,879 |
+220 |
| Jun10 |
100204 |
95.60 |
95.64 |
95.56 |
95.59 |
-0.01 |
40,543 |
234,883 |
+8,770 |
| Sep10 |
100204 |
95.35 |
95.39 |
95.29 |
95.33 |
-0.02 |
18,553 |
117,606 |
+3,418 |
| Dec10 |
100204 |
95.13 |
95.15 |
95.06 |
95.09 |
-0.03 |
9,067 |
91,843 |
-849 |
| Mar11 |
100204 |
94.92 |
94.93 |
94.84 |
94.86 |
-0.06 |
2,891 |
35,619 |
-530 |
| Jun11 |
100204 |
94.75 |
94.75 |
94.66 |
94.69 |
-0.06 |
2,197 |
27,443 |
+323 |
| Sep11 |
100204 |
94.61 |
94.61 |
94.52 |
94.54 |
-0.07 |
1,936 |
16,514 |
+351 |
| Dec11 |
100204 |
94.50 |
94.50 |
94.41 |
94.44 |
-0.07 |
1,190 |
8,770 |
-160 |
| Mar12 |
100204 |
94.38 |
94.38 |
94.36 |
94.36 |
-0.07 |
100 |
2,873 |
+0 |
| Jun12 |
100204 |
94.34 |
94.34 |
94.32 |
94.32 |
-0.06 |
105 |
1,205 |
+0 |
| Total Volume and Open Interest |
106,011 |
835,798 |
+11,593 |
| 10-Year Aus T-Bonds(SFE) |
| Mar10 |
100204 |
94.47 |
94.51 |
94.40 |
94.48 |
unch |
34,661 |
349,672 |
-9,979 |
| Jun10 |
100204 |
94.48 |
94.48 |
94.48 |
94.48 |
unch |
|
|
|
| Total Volume and Open Interest |
34,661 |
349,672 |
-9,979 |
| 3-Year Aus T-Bonds(SFE) |
| Mar10 |
100204 |
95.23 |
95.25 |
95.16 |
95.19 |
-0.04 |
140,449 |
705,071 |
-13,318 |
| Jun10 |
100204 |
95.19 |
95.19 |
95.19 |
95.19 |
-0.04 |
|
|
|
| Total Volume and Open Interest |
140,449 |
705,071 |
-13,318 |
| Gold(CMX) |
| Feb10 |
100204 |
1110.0 |
1110.7 |
1059.0 |
1062.4 |
-49.0 |
3,326 |
3,533 |
-743 |
| Apr10 |
100204 |
1110.1 |
1112.0 |
1059.0 |
1063.0 |
-49.0 |
154,491 |
303,295 |
+250 |
| Jun10 |
100204 |
1108.0 |
1112.8 |
1060.0 |
1064.0 |
-49.0 |
4,676 |
55,911 |
+1,967 |
| Aug10 |
100204 |
1109.0 |
1110.8 |
1062.7 |
1064.8 |
-49.2 |
1,689 |
21,095 |
-1,256 |
| Oct10 |
100204 |
1110.5 |
1110.5 |
1065.6 |
1065.6 |
-49.3 |
527 |
7,557 |
-111 |
| Dec10 |
100204 |
1115.1 |
1115.1 |
1063.7 |
1066.6 |
-49.5 |
1,341 |
33,908 |
+358 |
| Feb11 |
100204 |
1113.2 |
1113.2 |
1068.1 |
1068.1 |
-49.7 |
282 |
7,592 |
+211 |
| Apr11 |
100204 |
1070.0 |
1070.0 |
1070.0 |
1070.0 |
-49.9 |
995 |
4,756 |
+975 |
| Jun11 |
100204 |
459.1 |
459.5 |
416.9 |
416.9 |
-50.2 |
60 |
6,060 |
+5 |
| Aug11 |
100204 |
1075.1 |
1075.1 |
1075.1 |
1075.1 |
-50.5 |
0 |
1,486 |
+0 |
| Oct11 |
100204 |
1078.5 |
1078.5 |
1078.5 |
1078.5 |
-50.7 |
300 |
1,660 |
+300 |
| Dec11 |
100204 |
1129.9 |
1129.9 |
1080.7 |
1082.1 |
-51.1 |
391 |
11,787 |
+329 |
| Total Volume and Open Interest |
169,583 |
480,860 |
+2,284 |
| Silver(CMX) |
| Mar10 |
100204 |
1640.0 |
1641.5 |
1519.0 |
1535.0 |
-96.7 |
30,476 |
65,080 |
+452 |
| May10 |
100204 |
1643.0 |
1643.0 |
1521.5 |
1537.1 |
-96.9 |
2,546 |
18,635 |
+503 |
| Jul10 |
100204 |
1636.0 |
1636.0 |
1523.5 |
1538.8 |
-97.1 |
407 |
10,734 |
-25 |
| Sep10 |
100204 |
1640.0 |
1640.0 |
1537.5 |
1540.3 |
-97.2 |
7 |
3,058 |
+4 |
| Dec10 |
100204 |
1645.0 |
1645.5 |
1532.0 |
1542.6 |
-97.4 |
432 |
11,289 |
+134 |
| Mar11 |
100204 |
1544.8 |
1544.8 |
1544.8 |
1544.8 |
-97.8 |
58 |
881 |
+49 |
| May11 |
100204 |
1546.3 |
1546.3 |
1546.3 |
1546.3 |
-98.2 |
5 |
1,725 |
+0 |
| Total Volume and Open Interest |
34,834 |
122,261 |
+642 |
| Platinum(NYMEX) |
| Apr10 |
100204 |
1569.3 |
1573.3 |
1498.0 |
1515.3 |
-60.9 |
4,527 |
33,206 |
+470 |
| Jul10 |
100204 |
1568.5 |
1568.5 |
1500.0 |
1513.9 |
-61.2 |
51 |
1,595 |
+20 |
| Oct10 |
100204 |
1513.9 |
1513.9 |
1513.9 |
1513.9 |
-61.2 |
1 |
29 |
+0 |
| Jan11 |
100204 |
1505.3 |
1505.3 |
1505.3 |
1505.3 |
-60.9 |
0 |
206 |
+0 |
| Total Volume and Open Interest |
4,588 |
35,072 |
+486 |
| Palladium(NYMEX) |
| Mar10 |
100204 |
433.95 |
437.00 |
405.00 |
408.40 |
-28.40 |
2,004 |
21,323 |
+91 |
| Jun10 |
100204 |
435.30 |
435.50 |
405.85 |
409.25 |
-28.15 |
233 |
1,668 |
+199 |
| Sep10 |
100204 |
420.00 |
420.00 |
410.25 |
410.25 |
-28.15 |
0 |
17 |
+0 |
| Total Volume and Open Interest |
2,237 |
23,024 |
+290 |
| Copper(CMX) |
| Mar10 |
100204 |
298.05 |
302.10 |
285.60 |
287.90 |
-9.45 |
32,704 |
78,074 |
-1,670 |
| May10 |
100204 |
300.20 |
303.30 |
287.20 |
289.40 |
-9.35 |
3,785 |
28,545 |
+1,241 |
| Jul10 |
100204 |
301.50 |
302.85 |
288.20 |
290.30 |
-9.25 |
343 |
12,060 |
+186 |
| Sep10 |
100204 |
297.95 |
297.95 |
288.95 |
290.80 |
-9.20 |
88 |
5,085 |
+60 |
| Dec10 |
100204 |
300.40 |
300.40 |
289.50 |
291.10 |
-9.05 |
93 |
4,812 |
+44 |
| Total Volume and Open Interest |
37,305 |
132,113 |
-365 |
| DJIA Index(CBOT) |
| Mar10 |
100204 |
10243 |
10250 |
9960 |
9979 |
-262 |
610 |
13,782 |
+202 |
| Jun10 |
100204 |
10150 |
10150 |
9905 |
9917 |
-263 |
0 |
15 |
+0 |
| Sep10 |
100204 |
9859 |
10121 |
9859 |
9859 |
-262 |
|
|
|
| Dec10 |
100204 |
9809 |
10071 |
9809 |
9809 |
-262 |
|
|
|
| Total Volume and Open Interest |
610 |
13,797 |
+202 |
| S & P 500(CME) |
| Mar10 |
100204 |
1096.20 |
1098.20 |
1059.30 |
1061.70 |
-34.70 |
19,815 |
349,130 |
+4,740 |
| Jun10 |
100204 |
1067.50 |
1071.60 |
1055.50 |
1056.90 |
-34.70 |
103 |
5,786 |
+17 |
| Sep10 |
100204 |
1052.50 |
1054.00 |
1050.50 |
1052.00 |
-34.70 |
0 |
1,066 |
+0 |
| Dec10 |
100204 |
1047.50 |
1070.40 |
1045.40 |
1047.50 |
-34.90 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
19,918 |
355,994 |
+4,757 |
| S & P 500 E-Mini(Globex) |
| Mar10 |
100204 |
1096.25 |
1098.25 |
1059.25 |
1061.75 |
-34.75 |
2,104,398 |
2,693,741 |
+74,544 |
| Jun10 |
100204 |
1090.75 |
1092.00 |
1054.75 |
1057.00 |
-34.50 |
2,778 |
15,752 |
+1,648 |
| Total Volume and Open Interest |
2,107,191 |
2,710,912 |
+76,193 |
| NASDAQ 100(CME) |
| Mar10 |
100204 |
1786.30 |
1792.00 |
1732.00 |
1734.80 |
-50.70 |
2,374 |
22,195 |
+1,111 |
| Jun10 |
100204 |
1732.00 |
1766.00 |
1732.00 |
1732.00 |
-51.00 |
0 |
625 |
+0 |
| Sep10 |
100204 |
1731.00 |
1737.00 |
1731.00 |
1731.00 |
-51.00 |
|
|
|
| Total Volume and Open Interest |
2,374 |
22,820 |
+1,111 |
| NASDAQ 100 E-Mini(Globex) |
| Mar10 |
100204 |
1784.50 |
1792.00 |
1731.50 |
1734.80 |
-50.70 |
331,528 |
405,500 |
-1,699 |
| Jun10 |
100204 |
1783.00 |
1789.30 |
1729.50 |
1732.00 |
-51.00 |
672 |
5,359 |
+209 |
| Total Volume and Open Interest |
332,200 |
410,873 |
-1,490 |
| S & P Midcap 400(CME) |
| Mar10 |
100204 |
713.00 |
713.00 |
694.00 |
696.80 |
-23.90 |
47 |
2,591 |
-12 |
| Jun10 |
100204 |
694.60 |
698.50 |
694.60 |
694.60 |
-23.90 |
|
|
|
| Sep10 |
100204 |
692.60 |
696.50 |
692.60 |
692.60 |
-23.90 |
|
|
|
| Total Volume and Open Interest |
47 |
2,591 |
-12 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Mar10 |
100204 |
10350 |
10365 |
10020 |
10065 |
-400 |
8,085 |
42,095 |
+1,162 |
| Jun10 |
100204 |
10065 |
10065 |
10065 |
10065 |
-400 |
|
|
|
| Total Volume and Open Interest |
8,085 |
42,095 |
+1,162 |
| Nikkei 225(SGX) |
| Mar10 |
100204 |
10425 |
10455 |
10280 |
10350 |
-65 |
100,525 |
179,857 |
-4,981 |
| Jun10 |
100204 |
10350 |
10350 |
10295 |
10295 |
-65 |
26 |
1,480 |
+39 |
| Sep10 |
100204 |
10300 |
10300 |
10300 |
10300 |
-65 |
0 |
55 |
+0 |
| Total Volume and Open Interest |
100,701 |
184,577 |
-4,942 |
| CAC 40(EURONEXT) |
| Feb10 |
100204 |
3804.5 |
3807.0 |
3673.0 |
3691.0 |
-102.0 |
127,633 |
356,635 |
+7,028 |
| Mar10 |
100204 |
3810.0 |
3810.0 |
3674.0 |
3691.5 |
-102.0 |
1,189 |
77,644 |
+660 |
| Apr10 |
100204 |
3700.0 |
3706.0 |
3675.0 |
3692.5 |
-101.5 |
50 |
95 |
+50 |
| Total Volume and Open Interest |
128,882 |
436,538 |
+7,748 |
| Hang Seng Index(HKFE) |
| Feb10 |
100204 |
20426 |
20509 |
20275 |
20343 |
-269 |
83,321 |
75,828 |
+537 |
| Mar10 |
100204 |
20400 |
20441 |
20219 |
20273 |
-267 |
833 |
6,949 |
+91 |
| Total Volume and Open Interest |
84,287 |
83,800 |
+627 |
| DAX(EUREX) |
| Mar10 |
100204 |
5695.0 |
5698.0 |
5507.0 |
5533.5 |
-138.5 |
158,193 |
154,177 |
-193 |
| Jun10 |
100204 |
5691.0 |
5691.0 |
5521.5 |
5542.0 |
-138.5 |
263 |
10,464 |
+95 |
| Sep10 |
100204 |
5700.5 |
5700.5 |
5542.5 |
5551.5 |
-140.0 |
61 |
845 |
+12 |
| Total Volume and Open Interest |
158,517 |
165,486 |
-86 |
| FT-SE 100(EURONEXT) |
| Mar10 |
100204 |
5218.50 |
5220.00 |
5061.50 |
5103.00 |
-108.00 |
110,516 |
679,494 |
-8,686 |
| Jun10 |
100204 |
5146.50 |
5146.50 |
5028.00 |
5053.00 |
-108.00 |
4 |
2,196 |
+0 |
| Sep10 |
100204 |
5088.50 |
5088.50 |
5016.00 |
5016.00 |
-108.00 |
0 |
323 |
+0 |
| Total Volume and Open Interest |
110,520 |
682,604 |
-8,686 |
| SPI 200(SFE) |
| Mar10 |
100204 |
4605.0 |
4620.0 |
4559.0 |
4592.0 |
-15.0 |
33,877 |
208,836 |
-6,181 |
| Jun10 |
100204 |
4640.0 |
4640.0 |
4590.0 |
4609.0 |
-18.0 |
7 |
1,862 |
+2 |
| Sep10 |
100204 |
4592.0 |
4592.0 |
4592.0 |
4592.0 |
-18.0 |
0 |
2,038 |
+0 |
| Total Volume and Open Interest |
34,064 |
214,049 |
-6,019 |
| GSCI(CME) |
| Feb10 |
100204 |
499.00 |
500.25 |
480.50 |
485.00 |
-20.00 |
645 |
18,371 |
+77 |
| Mar10 |
100204 |
503.00 |
505.00 |
487.50 |
489.20 |
-20.10 |
77 |
185 |
+75 |
| Apr10 |
100204 |
506.25 |
506.50 |
490.50 |
493.00 |
-18.50 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
724 |
18,556 |
+152 |
| 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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